20201208 003659 A 7 49.4 2160000 118.96 61.13 118.96 61.13 2.33 0.18 10 AGILENT TECHNOLOGIES A 69.3 1 3415 1467 10/31/2020 2284 306000 14 4 3825 27.5 1 7 11/24/2020 3/16/2020 11/24/2020 3/16/2020 85.31 334516 USD BBG000C2V3D6 20201208 003700 AA 7 5965000 24.17 5.16 24.17 5.16 -2.53 12 ALCOA AA 52.1 2.56 3530 2563 9/30/2020 1799 185930 3.00 10/06/2016 0.50 06/12/2000 14 4 3356 61.94 1 7 12/4/2020 3/23/2020 12/4/2020 3/23/2020 21.51 331313 USD BBG00B3T3HD3 20201207 233330 AAL 5 2.8 100944000 30.78 8.25 30.78 8.25 -13.81 12 AMERICAN AIRLINES GROUP INC. C AAL 36.7 1.83 8206 18311 9/30/2020 21454 610774 1.00 12/09/2013 14 4 4512 76.47 1 21 2/12/2020 5/14/2020 2/12/2020 5/14/2020 28.68 481111 USD BBG005P7Q881 20201102 180353 AAMC 6 6000 32.24 10.2 32.24 10.25 -10.42 12 ALTISOURCE ASSET MANAGEMENT CO 22.1 1.3 47.2 7 6/30/2020 505.6 1632 14 4 6282 68.26 1 6 2/26/2020 12/31/2019 2/26/2020 3/23/2020 12.35 523920 USD BBG003PNL136 20201208 003700 AAP 7 22.1 1155000 170.5 71.3286 170.5 71.3286 6.9 12 ADVANCE AUTO PARTS AAP 67.8 1.23 5695.5 4477.7 9/30/2020 747.3 67855 0.67 09/26/2005 0.50 01/05/2004 14 4 5531 27.79 1 7 8/18/2020 3/23/2020 8/18/2020 3/23/2020 160.16 441310 USD BBG000F7RCJ1 20201208 003700 AAN 7 728000 22.11 16.74 22.11 16.74 -7.35 -0.16 12 AARON'S CO INC 0.1 2.15 938.9 268.3 12/31/2019 338.4 33779 0.67 04/16/2010 0.67 08/17/2004 14 4 5999 1 7 12/1/2020 12/1/2020 12/1/2020 12/1/2020 453998 USD BBG00WCNDCZ6 20201208 003659 AAPL 5 36.9 99378000 137.98 53.1525 137.98 53.1525 3.31 0.07 9 APPLE AAPL 42.9 1.23 143713 105392 9/30/2020 98667 17001802 0.25 08/31/2020 0.14 06/09/2014 14 4 3571 35.28 1 21 9/2/2020 3/23/2020 9/2/2020 3/23/2020 73.41 334220 USD BBG000B9XRY4 20201102 144350 AAME 5 11000 3.48 1.46 3.48 1.58 -0.11 12 ATLANTIC AMERICAN 2.3 0.19 6/30/2020 33.7 20454 0.80 11/04/1986 0.50 11/04/1985 14 4 6311 55.83 1 1 6/17/2020 11/21/2019 6/17/2020 4/28/2020 1.97 524113 USD BBG000B9XB24 20201208 003700 AAON 5 42.2 212000 69.41 40.4809 69.41 40.4809 1.48 0.05 12 AAON AAON 74 0.66 187.5 56 9/30/2020 0.1 52242 0.67 07/17/2014 0.67 07/03/2013 14 4 3585 33.34 1 21 11/9/2020 3/12/2020 11/9/2020 3/12/2020 49.41 333415 USD BBG000C2LZP3 20201102 144350 AAOI 5 414000 17.57 5 17.57 5 -3.93 12 APPLIED OPTOELECTRONICS INC. AAOI 35.9 1.97 192.8 91.4 6/30/2020 93.6 22774 14 4 3674 44.23 1 1 8/7/2020 3/18/2020 8/7/2020 3/18/2020 11.88 334413 USD BBG000D6VW15 20201102 144351 AAT 7 33.8 261000 48.98 20.15 48.15 20.15 0.62 0.1 12 AMERICAN ASSETS TRUST AAT 79.1 0.9 121.5 70.9 9/30/2020 1357.7 60283 14 4 6798 45.62 1 7 11/4/2019 3/19/2020 1/24/2020 3/19/2020 45.9 531190 USD BBG00161BCR0 20201208 003700 AAWW 5 569000 69.08 14.97 69.08 14.97 -9.13 0.07 12 ATLAS AIR WORLDWIDE AAWW 62.7 1.26 632.5 1099.2 9/30/2020 1984.9 27517 0.67 02/09/1999 14 4 4522 57.3 1 21 10/12/2020 3/13/2020 10/12/2020 3/13/2020 27.57 481219 USD BBG000Q57YP0 20201208 003700 AB 7 12 338000 36.06 13.24 36.06 13.24 2.79 0.06 12 ALLIANCEBERNSTEIN AB 8 1.38 9/30/2020 190.2 96175 0.50 04/03/1998 0.50 03/16/1993 14 4 6282 28.14 1 7 2/20/2020 3/19/2020 2/20/2020 3/19/2020 30.26 523930 USD BBG000B9WM03 20201102 142114 AAXJ 5 1008000 81.06 52.95 81.06 52.95 ISHARES MSCI ALL COUNTRY ASIA AAXJ 1.02 44092 57600 14 4 15.53 1 1 10/12/2020 3/23/2020 10/12/2020 3/23/2020 73.5 0 USD BBG000G6GXC5 3 20201208 003700 AAXN 5 8613 456000 130.4099 50.051 130.41 50.051 -0.66 -0.51 12 AXON ENTERPRISE INC AAXN 76.9 0.49 619.1 195.6 9/30/2020 0.1 63550 0.50 11/30/2004 0.50 04/30/2004 14 4 3483 46.02 1 21 11/24/2020 3/18/2020 11/24/2020 3/18/2020 73.28 332993 USD BBG000BHJWG1 20201208 003700 ABB 7 10.4 1932000 28.03 14.71 28.03 14.71 2.6 -0.1 12 ABB ABB 1.6 1.03 26458 20266 9/30/2020 6772 2058789 0.25 03/29/2001 14 4 3613 24.52 1 7 11/18/2020 3/23/2020 11/18/2020 3/23/2020 24.09 335999 USD BBG000DK5Q25 20201102 144352 ABBV 7 18.5 7860000 101.28 62.55 101.28 62.55 4.59 12 ABBVIE INC ABBV ABBV1 50.1 0.65 49519 15585 6/30/2020 62975 1764833 14 4 5122 26.02 1 7 7/17/2020 3/23/2020 7/17/2020 3/23/2020 88.54 325412 USD BBG0025Y4RY4 20201102 144352 ABC 7 12.6 899000 106.45 72.0583 106.45 72.0583 7.63 0.28 9 AMERISOURCEBERGEN ABC 53.3 0.41 28132.1 29581.3 6/30/2020 4033.9 204142 0.50 06/16/2009 0.50 12/29/2005 14 4 5122 19.58 1 7 8/5/2020 3/23/2020 8/5/2020 3/23/2020 85.02 424210 USD BBG000MDCQC2 20201208 003700 ABCB 5 10.8 401000 44.9 17.12 43.79 17.12 3.35 0.14 12 AMERIS BANCORP ABCB 73.8 1.36 9/30/2020 1526.3 69491 0.99 06/28/2010 0.99 03/29/2010 14 4 6022 61.71 1 21 12/16/2019 5/14/2020 1/17/2020 5/14/2020 42.54 522110 USD BBG000CDY3H5 20201102 180353 ABCP 5 1000 0.4 0.12 0.34 0.12 -0.11 12 AMBASE CORP 0.5 1.14 8.2 0.4 6/30/2020 2.3 40738 14 4 6512 131.61 1 3 11/13/2019 5/19/2020 8/12/2020 5/19/2020 0.26 531120 USD BBG000CY8Z05 20201102 144353 ABEO 5 2068000 5.19 1 4.34 1 -1.29 12 ABEONA THERAPEUTICS INC. COMMON STOCK ABEO 20.3 1.42 132.4 38.7 6/30/2020 5.5 84778 50.00 10/24/2014 5.00 06/05/2006 14 4 2834 174.58 1 2 12/19/2019 9/30/2020 2/21/2020 9/30/2020 3.27 325413 USD BBG000DT5D52 20201208 003700 ABEV 7 27.1 27346000 4.7461 1.9 4.73 1.9 0.11 12 AMBEV S.A. ABEV 5.3 1.12 5359.2 4852.7 9/30/2020 467.5 15733436 0.20 11/11/2013 0.20 12/28/2010 14 4 59.26 1 7 12/27/2019 4/24/2020 1/2/2020 4/24/2020 4.66 312120 USD BBG000BN5VZ4 20201208 003700 ABG 7 12.7 206000 138.66 39.36 138.66 39.36 10.89 0.21 12 ASBURY AUTOMOTIVE GROUP ABG 83.8 1.58 1602.6 1247 9/30/2020 907 19286 14 4 5511 64.78 1 7 12/4/2020 3/19/2020 12/4/2020 3/19/2020 111.79 441110 USD BBG000BKDWB5 20201102 144354 ABIO 5 675000 22 2.21 22 2.21 -2.83 12 ARCA BIOPHARMA INC. COMMON ST 0.7 3.07 8.5 0.9 6/30/2020 0.1 9321 18.00 04/04/2019 7.00 09/04/2015 14 4 2835 75.36 1 2 5/28/2020 3/19/2020 5/28/2020 3/19/2020 5.71 325413 USD BBG000BWNN28 20201102 142118 ABLT 5 0 466 204 435 204 -48 12 AMER BILTRITE INC 1.4 0.67 65.5 33.9 12/31/2011 4.3 34 100.00 06/06/2012 0.50 07/12/1994 14 4 2822 122.07 1 3 11/4/2019 9/30/2020 2/3/2020 9/30/2020 405 326299 USD BBG000B9YFS6 20201208 003701 ABM 7 15.3 317000 41.32 19.7906 41.32 19.7906 -0.07 0.08 10 ABM INDUSTRIES ABM 92.8 1.4 1275.4 902.4 7/31/2020 744.2 66687 0.50 05/07/2002 0.50 08/06/1996 14 4 7349 44.82 1 7 11/10/2020 3/24/2020 11/10/2020 3/24/2020 37.71 561720 USD BBG000B9YYH7 20201102 144354 ABMD 5 71.8 295000 319.19 119.0101 319.19 119.01 3.51 0.11 3 ABIOMED ABMD 80.9 1.33 635.9 131.9 6/30/2020 15.5 45047 0.50 10/02/2000 14 4 3841 44.63 1 21 8/5/2020 3/23/2020 8/5/2020 3/23/2020 170.59 339112 USD BBG000C101X4 20201208 003701 ABR 7 14.4 1783000 15.32 3.54 15.32 3.54 0.95 -0.06 12 ARBOR REALTY TRUST ABR 27.4 2.03 9/30/2020 2956.8 123395 14 4 6798 45.38 1 7 2/6/2020 3/18/2020 2/6/2020 3/18/2020 14.35 531190 USD BBG000KMVDV1 20201102 144354 ABT 7 55.1 4498000 114.195 61.61 114.195 61.61 1.91 0.07 12 ABBOTT LABORATORIES ABT 66.9 0.75 15667 10863 9/30/2020 16661 1770530 0.50 06/01/1998 0.50 06/01/1992 14 4 3841 27.12 1 7 8/28/2020 3/23/2020 8/28/2020 3/23/2020 86.86 339112 USD BBG000B9ZXB4 20201102 144355 ABTX 5 14.8 43000 38.95 20.88 38.95 20.88 1.91 12 ALLEGIANCE BANCSHARES INC. COMMON STOCK ABTX 41.3 1.14 6/30/2020 183.3 20432 14 4 6022 43.57 1 1 2/6/2020 4/16/2020 2/6/2020 4/16/2020 37.6 522110 USD BBG000BNYLL9 20201102 144355 ABUS 5 1036000 9.02 0.88 9.02 0.88 -2.46 12 ARBUTUS BIOPHARMA CORPORATION COMMON STOCK ABUS 6.7 2.89 93.8 7.8 6/30/2020 12 84073 5.00 11/04/2010 14 4 3741 57.02 1 21 7/24/2020 4/3/2020 7/24/2020 4/3/2020 2.78 325412 USD BBG000RR8V85 20201102 144355 AC 7 21.1 9000 65.46 24.33 65.46 24.33 -0.94 12 ASSOCIATED CAPITAL GROUP INC 9.4 1.26 402.8 53.3 6/30/2020 22362 14 4 6211 37.66 1 7 1/21/2020 4/2/2020 1/21/2020 4/2/2020 39.2 523930 USD BBG008NZ8QC0 20201102 144356 ACAD 5 966000 58.72 30.02 58.72 30.02 -1.46 12 ACADIA PHARMACEUTICALS ACAD 53.4 0.72 760.2 74.8 6/30/2020 158855 14 4 2834 33.2 1 21 7/7/2020 3/16/2020 7/7/2020 3/16/2020 42.78 325412 USD BBG000BHG9K0 20201102 144356 ACBI 5 15.4 85000 20.21 8.89 20.21 8.89 0.9 12 ATLANTIC CAPITAL BANCSHARES INC. COMMON STOCK 60.7 1.03 6/30/2020 49.9 21203 14 4 6022 44.52 1 21 2/14/2020 3/23/2020 2/14/2020 3/23/2020 18.35 522110 USD BBG009XQG7V9 20201208 003701 ACC 7 82 1035000 49.015 20.13 49.015 20.13 0.52 0.01 12 AMERICAN CAMPUS ACC 86.1 0.97 94.8 88.4 9/30/2020 3397.8 137632 14 4 6798 28.3 1 7 2/25/2020 3/23/2020 2/25/2020 3/23/2020 47.03 531110 USD BBG000M9KP89 20201208 003701 ACCO 7 11 668000 11.3799 3.51 11.3799 3.51 0.78 0.06 12 ACCO BRANDS ACCO 81.5 2.3 806 588.8 9/30/2020 777.2 94497 0.67 09/01/1989 0.67 06/07/1988 14 4 2782 77.73 1 7 2/12/2020 3/23/2020 2/12/2020 3/23/2020 9.36 323111 USD BBG000J06K07 20201208 003702 ACGL 5 12 2431000 48.32 20.93 48.32 20.93 2.84 0.14 12 ARCH CAPITAL GROUP ACGL 85.7 0.78 9/30/2020 1871.6 406027 0.33 06/21/2018 0.33 05/12/2011 14 4 6331 44.64 1 21 2/19/2020 5/14/2020 2/19/2020 5/14/2020 42.89 524130 USD BBG000HXNN20 20201102 144357 ACH 7 40.2 42000 9.0701 4.6 9.0701 4.6 -0.01 -0.12 12 ALUMINUM CORPORATION ACH 0.1 1.32 7253.4 10299.2 6/30/2008 7777.4 680907 0.25 10/11/2006 14 4 3334 38.71 1 7 1/2/2020 5/29/2020 1/2/2020 5/29/2020 8.69 331313 USD BBG000CMRVH1 20201102 144357 ACHC 5 29.7 519000 35.7599 11.09 35.7599 11.09 1.2 -0.04 12 ACADIA HEALTHCARE COMPANY ACHC 85.3 1.48 542.2 463.6 6/30/2020 3105.4 88963 1.76 11/01/2011 0.99 05/20/2011 14 4 8062 68.78 1 21 10/30/2020 3/18/2020 10/30/2020 3/18/2020 33.22 622110 USD BBG000FPNN38 20201208 003702 ACIW 5 73.3 1179000 39.37 20.03 39.37 20.03 0.53 12 ACI WORLDWIDE ACIW 79.2 1.17 920.4 612 9/30/2020 1339 116762 0.33 07/11/2014 0.50 07/02/1996 14 4 7379 50.22 1 21 1/9/2020 3/19/2020 1/9/2020 3/19/2020 37.88 511210 USD BBG000PMBV39 20201102 144357 ACM 7 1396000 52.4 21.76 52.4 21.76 -2.74 9 AECOM ACM 70.5 1.59 7534.6 6461.8 6/30/2020 3285.8 160389 14 4 8711 31.4 1 7 3/4/2020 3/18/2020 3/4/2020 3/18/2020 43.13 541330 USD BBG000F61RJ8 20201208 003702 ACLS 5 21.5 310000 31.5 12.99 31.5 12.99 1.36 12 AXCELIS TECHNOLOGIES ACLS 65.4 1.5 375.7 68.7 9/30/2020 14.5 33496 4.00 07/01/2016 14 4 3559 36.27 1 21 8/4/2020 3/19/2020 8/4/2020 3/19/2020 24.09 333242 USD BBG000DW34S2 20201208 003702 ACN 7 31.6 1779000 253.93 137.152 253.93 137.152 8.03 0.11 8 ACCENTURE ACN 61.5 1.06 17749.8 12662.6 8/31/2020 54.1 634093 14 4 7379 25.44 1 7 12/1/2020 3/23/2020 12/1/2020 3/23/2020 210.57 541519 USD BBG000D9D830 20201102 144358 ACNB 5 10.2 9000 37.87 19 37.75 19 2.04 0.14 12 ACNB 23 -0.11 9/30/2020 65.5 8696 0.95 11/28/2007 0.95 11/29/2006 14 4 6022 42 1 2 12/31/2019 9/24/2020 1/2/2020 9/24/2020 37.82 522110 USD BBG000BJ2LY9 20201102 144358 ACOR 5 8745000 2.78 0.4224 2.77 0.4224 -4.67 0.13 12 ACORDA THERAPEUTICS ACOR 22.7 1.16 201.1 86.4 6/30/2020 218.3 47968 14 4 2836 147.93 1 21 12/26/2019 9/14/2020 1/7/2020 9/14/2020 2.04 325414 USD BBG000FD10V8 20201102 144358 ACRS 5 648000 5.04 0.7 5.04 0.7 -2.43 12 ACLARIS THERAPEUTICS INC. COMMON STOCK ACRS 8.4 1.16 83.8 22.4 6/30/2020 29.9 42844 14 4 2834 101.45 1 21 10/9/2020 3/19/2020 10/9/2020 3/19/2020 1.89 325412 USD BBG003LF0QR9 20201102 144358 ACRE 7 22.2 193000 17.72 2.78 17.72 2.78 0.42 0.09 12 ARES COMMERCIAL REAL ACRE 31.8 1.29 6.2 1 6/30/2020 643.3 33442 14 4 6798 40.17 1 7 2/21/2020 3/18/2020 2/21/2020 3/18/2020 15.84 531190 USD BBG0022MMQB0 20201102 144359 ACST 5 2209000 3.08 0.18 2.54 0.18 -0.24 3 ACASTI PHARMA INC. CLASS A CO 0.1 2.04 16.1 7.4 6/30/2020 1.2 96869 10.00 10/15/2015 14 4 3741 106.11 1 2 12/23/2019 10/28/2020 1/7/2020 10/28/2020 2.45 325412 USD BBG001NMDXS6 20201102 144358 ACRX 5 1825000 2.5 0.7014 2.14 0.7014 -0.62 12 ACELRX PHARMACEUTICALS ACRX 18 1.36 71.7 13.6 6/30/2020 20.5 90324 14 4 2833 111.94 1 1 12/11/2019 3/23/2020 1/2/2020 3/23/2020 2.11 325411 USD BBG0018YYFX7 20201102 144359 ACTG 5 159000 4.46 1.75 4.46 1.75 -0.29 12 ACACIA RESEARCH ACTG 35 0.42 171.8 11.7 6/30/2020 1.2 49279 14 4 6794 32.66 1 21 7/21/2020 3/16/2020 7/21/2020 3/16/2020 2.66 561499 USD BBG000KF9J02 20201102 180353 ACUR 5 6.2 7000 0.63 0.12 0.4679 0.12 0.04 12 ACURA PHARMACEUTICALS 0.68 1.2 1.1 6/30/2020 6 21650 5.00 08/28/2015 10.00 12/05/2007 14 4 2834 159.94 1 3 11/8/2019 3/9/2020 1/14/2020 3/9/2020 0.23 325412 USD BBG000J0MK45 20201102 180354 ACY 6 127000 6.65 0.7116 5.43 0.7116 -25.21 12 AEROCENTURY 1.9 2.75 39.4 114.2 6/30/2020 111.6 1546 14 4 7359 119.35 1 6 11/5/2019 4/6/2020 2/20/2020 4/6/2020 4.5 532411 USD BBG000B9WP24 20201102 144359 ADAP 5 1901000 13.4 0.709 13.4 1.15 -1.08 12 ADAPTIMMUNE THERAPEUTICS PLC AMERICAN DEPOSITARY S ADAP 13.6 2.28 120.5 34.3 6/30/2020 154611 14 4 2834 121.11 1 21 6/1/2020 11/15/2019 6/1/2020 1/2/2020 1.2 325412 USD BBG008G65WC2 20201208 003702 ADBE 5 60.7 2678000 536.88 255.1314 536.88 255.131 8.01 0.62 11 ADOBE INC ADBE 69 0.97 6494.9 8190.9 8/31/2020 988.9 479719 0.50 05/24/2005 0.50 10/25/2000 14 4 7372 38.68 1 21 9/2/2020 3/18/2020 9/2/2020 3/18/2020 329.81 511210 USD BBG000BB5006 20201208 003702 ADC 7 35.5 572000 80.51 45.23 80.51 45.23 1.86 0.09 12 AGREE REALTY ADC 81.3 0.28 72.7 74 9/30/2020 872.3 55371 14 4 6798 28.43 1 7 2/21/2020 3/19/2020 2/21/2020 3/19/2020 70.17 531120 USD BBG000BC9DK0 20201208 003703 ADDYY 5 119.3 27000 181.56 87.65 181.56 87.65 1.4 0.34 12 ADIDAS AG 0.1 0.88 13279.7 10632 9/30/2020 1937.2 390066 0.25 06/06/2006 14 4 2389 41.64 1 3 11/9/2020 3/18/2020 11/9/2020 3/18/2020 162.8 316213 USD BBG000PX9P13 20201208 003703 ADES 5 4.1 101000 12.63 3.5193 12.63 3.5193 -0.64 12 ADVANCED EMISSIONS SOLUTIONS INC. COMMON STOCK 31.3 0.56 47 39.3 9/30/2020 20.4 18548 0.50 03/17/2014 14 4 2899 57.34 1 1 2/19/2020 9/10/2020 2/19/2020 9/10/2020 10.5 325998 USD BBG000JFNL85 20201208 003703 ADI 5 43.5 2870000 144.14 79.075 144.14 79.075 3.31 0.08 10 ANALOG DEVICES ADI 77.4 1.25 2517.7 1365 10/31/2020 5145.1 369485 0.50 03/16/2000 0.75 01/07/1997 14 4 3674 29.04 1 21 12/4/2020 3/18/2020 12/4/2020 3/18/2020 118.84 334413 USD BBG000BB6G37 20201208 003703 ADM 7 17.9 2272000 52.05 28.92 52.05 28.92 2.83 -0.07 12 ARCHER-DANIELS MIDLAND ADM 63.2 0.89 21347 13734 9/30/2020 7672 556389 0.95 08/30/2001 0.95 08/24/2000 14 4 2076 35.61 1 7 10/23/2020 3/23/2020 10/23/2020 3/23/2020 46.35 311224 USD BBG000BB6WG8 20201102 144401 ADMA 5 2592000 5.25 1.45 4.65 1.45 -0.85 12 ADMA BIOLOGICS CMN ADMA 19.7 1.43 85.8 14 6/30/2020 83.2 86350 14 4 2834 66.38 1 1 11/4/2019 3/18/2020 1/17/2020 3/18/2020 4 325412 USD BBG002NCK5M5 20201102 144401 ADMP 5 4453000 1.51 0.27 1.51 0.27 -0.51 12 ADAMIS PHARMACEUTICALS ADMP 4.8 2.22 13.9 10.2 6/30/2020 2.6 93658 17.00 12/13/2013 9.93 04/22/2009 14 4 2834 81.77 1 2 7/29/2020 3/18/2020 7/29/2020 3/18/2020 0.7 325412 USD BBG000BYB544 20201208 003703 ADP 5 30.2 1579000 182.32 103.1101 182.32 103.11 5.78 0.13 6 AUTOMATIC DATA PROCESSING ADP 63.7 0.69 31564.1 30126.6 9/30/2020 1002.8 428814 0.90 04/02/2007 0.50 01/04/1999 14 4 7389 28.49 1 21 2/18/2020 3/18/2020 2/18/2020 3/18/2020 170.5 561499 USD BBG000JG0547 20201102 180354 ADPXY 5 0 21.52 5.52 21.52 5.52 -0.17 12 AUDIO PIXELS HL ADR 1.46 4.2 1.6 0.6 28699 14 4 75.1 1 3 10/22/2020 3/27/2020 10/22/2020 3/27/2020 11.27 0 USD BBG001S0W4F6 20201005 230300 ADRO 5 543000 20.2 4.5055 20.2 5.55 -0.8 12 ADURO BIOTECH INC. COMMON STOCK ADRO ADRO1 22.5 -0.41 217.9 21.6 6/30/2020 1.4 81059 5.00 10/02/2020 14 4 2834 89.81 1 21 2/20/2020 10/25/2019 2/20/2020 1/14/2020 5.9 325412 USD BBG000DW9ZK5 20201208 003703 ADS 7 13.4 1027000 115.62 20.51 115.62 20.51 6.22 -0.07 12 ALLIANCE DATA SYSTEMS ADS 47 2.55 23175.2 922 9/30/2020 10133.9 47722 14 4 6159 88.09 1 7 1/16/2020 3/19/2020 1/16/2020 3/19/2020 112.2 522210 USD BBG000BFNR17 20201208 003704 ADSK 5 142.6 1599000 282.4929 125.38 282.493 125.38 1.95 1 AUTODESK ADSK 91.2 1.37 2659.3 3219.2 10/31/2020 1635.1 219279 0.50 12/21/2004 0.50 04/19/2002 14 4 7372 37.13 1 21 11/25/2020 3/18/2020 11/25/2020 3/18/2020 183.46 511210 USD BBG000BM7HL0 20201208 003704 ADTN 5 302000 14.75 4.8 14.75 4.8 -0.32 12 ADTRAN ADTN 85.3 1.45 320 113.4 9/30/2020 24.6 47956 0.50 12/16/2003 0.50 05/15/1995 14 4 3669 60.64 1 21 12/4/2020 3/18/2020 12/4/2020 3/18/2020 9.89 334290 USD BBG000C4K3D4 20201102 144403 ADUS 5 46.7 84000 106.98 43.125 106.98 43.125 2.09 0.1 12 ADDUS HOMECARE ADUS 86.9 0.78 269.4 87.5 6/30/2020 59.2 15799 14 4 8082 30.04 1 21 8/11/2020 3/18/2020 8/11/2020 3/18/2020 97.22 621610 USD BBG000NJGX84 20201102 180355 ADVC 5 16.7 0 5.4 4.16 5.4 4.16 0.3 0.15 12 ADVANT-E CORPORATION COMMON STOCK 0.5 -0.09 4.2 1.4 12/31/2012 5967 0.00 06/10/2016 0.10 12/02/2009 14 4 7372 88.48 1 3 1/24/2020 5/1/2020 1/24/2020 5/1/2020 5.33 511210 USD BBG000MKW8B5 20201208 003704 ADX 7 14.2 216000 17.74 10.16 17.74 10.16 1.21 12 ADAMS DIVERSIFIED EQUITY FUND 3.5 1.05 21006 108683 0.67 10/20/2000 14 4 6282 26.55 1 7 11/9/2020 3/23/2020 11/9/2020 3/23/2020 15.77 523930 USD BBG000BB8MR6 20201102 144403 ADXS 5 3079000 1.48 0.307 1.48 0.3357 -0.5 10 ADVAXIS INC. COMMON STOCK 3.7 3.16 36.1 4.5 7/31/2020 0.6 66227 15.00 03/29/2019 125.00 07/15/2013 14 4 2834 100.63 1 21 1/7/2020 11/5/2019 1/7/2020 10/30/2020 0.86 325414 USD BBG000KVF074 20201102 144403 AE 6 15 6000 39.6993 15.16 39.5 15.16 -1.09 0.05 12 ADAMS RESOURCES 24.8 0.88 247.3 159.6 6/30/2020 3 4242 2.00 02/10/1992 14 4 1389 44.37 1 6 12/16/2019 3/18/2020 1/2/2020 3/18/2020 38.07 213112 USD BBG000BB92C5 20201102 144403 AEB 7 23000 25.17 11.51 25.17 11.51 12 AEGON NV 0.71 14769.5 14 4 10.45 1 7 10/6/2020 3/19/2020 10/6/2020 3/19/2020 24.78 0 USD BBG000008JX2 20201208 003704 AEE 7 22.4 1646000 87.655 58.74 87.655 58.74 3.44 0.07 12 AMEREN AEE 70.4 0.19 1431 2505 9/30/2020 8915 247207 14 4 4931 25.16 1 7 3/4/2020 3/23/2020 3/4/2020 3/23/2020 76.8 221118 USD BBG000B9X8C0 20201208 003705 AEGN 5 114000 23.645 11.4 23.35 11.4 -1.32 -0.4 12 AEGION AEGN 91.8 1.13 450.2 234 9/30/2020 243.6 30773 14 4 1623 55.46 1 21 12/18/2019 5/14/2020 2/14/2020 5/14/2020 22.37 237110 USD BBG000KPWTD8 20201208 003705 AEG 7 7.5 2167000 4.7 1.8 4.6 1.8 0.51 0.14 12 AEGON AEG 5.7 1.41 12/31/2017 14149.3 2028519 0.96 04/17/2003 0.50 05/30/2000 14 4 6311 60.99 1 7 12/17/2019 3/16/2020 1/2/2020 3/16/2020 4.53 524113 USD BBG000CKQSN6 20201102 144404 AEHR 5 153.3 131000 2.78 1.1 2.78 1.1 -0.1 5 AEHR TEST 20 0.73 17.7 3.9 8/31/2020 1 23310 14 4 3825 51.04 1 2 2/19/2020 3/19/2020 2/19/2020 3/19/2020 2 334515 USD 20201208 003705 AEIS 5 37.5 252000 101.8683 33.38 101.868 33.38 2.69 0.08 12 ADVANCED ENERGY INDS AEIS 93.2 1.88 866.7 320.3 9/30/2020 321.5 38273 14 4 3629 48.41 1 21 12/4/2020 3/18/2020 12/4/2020 3/18/2020 71.2 335999 USD BBG000FKMP26 20201208 003705 AEL 7 3 1212000 34.25 9.07 34.25 9.07 9.44 0.11 12 AMERICAN EQUITY INV AEL 75.3 1.17 9/30/2020 652.4 99223 0.33 06/30/2000 14 4 6311 46.7 1 7 10/1/2020 3/19/2020 10/1/2020 3/19/2020 29.93 524113 USD BBG000BB6H99 20201208 003705 AEM 7 25.9 1478000 89.23 31 89.23 31 2.67 0.39 12 AGNICO EAGLE MINES LIMITED AEM 58.7 0.86 1193.6 775.6 9/30/2020 1364.1 242350 14 4 611 49.3 1 7 9/15/2020 3/16/2020 9/15/2020 3/16/2020 61.61 212221 USD BBG000DLVDK3 20201102 144405 AEMD 5 1.8 1356000 4.34 0.764 4.34 0.964 0.75 3 AETHLON MEDICAL INC. COMMON STOCK 1.6 0.12 10 1.1 9/30/2020 0.8 12088 15.00 10/15/2019 50.00 04/14/2015 14 4 5999 118.04 1 2 1/31/2020 12/20/2019 1/31/2020 1/2/2020 0.96 339112 USD BBG000L78XT8 20201208 003706 AEO 7 10.9 6537000 19.175 6.535 19.175 6.535 -1.24 0.22 1 AMERICAN EAGLE AEO 79 1.38 1047.9 751.8 10/31/2020 13.9 166184 0.67 12/19/2006 0.50 03/08/2005 14 4 5651 56.62 1 7 12/4/2020 4/24/2020 12/4/2020 4/24/2020 14.7 448140 USD BBG000BGXZB5 20201208 003706 AEP 5 21.6 3015000 104.97 65.135 104.97 65.135 3.87 0.03 12 AMERICAN ELECTRIC POWER AEP 83.3 0.23 4077.8 10299.1 9/30/2020 25126.8 496390 14 4 4911 20.14 1 21 2/4/2020 3/23/2020 2/4/2020 3/23/2020 94.51 221122 USD BBG000BB9KF2 20201102 144406 AER 7 2.9 1433000 64.86 10.42 64.86 10.42 8.47 0.13 12 AERCAP HOLDINGS NV AER 45.3 2.18 5085.8 2684.6 6/30/2020 29486.1 129673 14 4 4581 61.58 1 7 2/13/2020 3/18/2020 2/13/2020 3/18/2020 61.47 488119 USD BBG000Q9FZL4 20201102 144406 AERI 5 869000 26.26 9.01 26.26 9.01 -4.41 12 AERIE PHARMACEUTICALS INC. CO AERI 62.5 0.72 376.3 83.6 6/30/2020 188.7 46514 14 4 2836 67.41 1 1 1/9/2020 10/21/2020 1/9/2020 10/21/2020 24.17 325412 USD BBG001KJ7WJ5 20201102 180357 AERO 5 25.3 28000 6.09 0.6101 6.09 0.6101 0.11 3 AEROGROW INTL INC 1.5 18.9 7.1 6/30/2020 0.9 34328 100.00 10/17/2012 14 4 5261 27.15 1 3 8/17/2020 3/16/2020 8/17/2020 3/16/2020 0.92 444220 USD BBG000QMTJ72 20201208 003706 AES 7 70.4 5937000 22.32 8.11 22.32 8.11 -0.52 -0.16 12 AES AES 84.4 0.82 5231 5096 9/30/2020 18305 665131 0.50 06/02/2000 0.50 08/29/1997 14 4 4911 34.3 1 7 11/9/2020 3/18/2020 11/9/2020 3/18/2020 19.9 221122 USD BBG000C23KJ3 20201102 144407 AEY 5 262000 6.49 1.5 6.49 1.5 -1.64 9 ADDVANTAGE TECHS GRP 6.1 -0.14 19 7.2 6/30/2020 2.1 11789 4.00 10/09/1998 14 4 5099 52.83 1 1 2/25/2020 5/20/2020 2/25/2020 5/20/2020 2.46 334220 USD BBG000CFWHD5 20201102 144407 AEZS 5 977000 1.54 0.297 1.54 0.297 -0.19 -0.6 12 AETERNA ZENTARIS AEZS 0.1 1.98 10.9 5.7 6/30/2020 62679 100.00 11/20/2015 6.00 10/05/2012 14 4 3741 55.17 1 2 1/21/2020 10/30/2020 1/21/2020 10/30/2020 0.91 325412 USD BBG000LZRK22 20201208 003706 AFG 7 32.8 420000 115.03 44.01 115.03 44.01 2.78 0.15 12 AMERICAN FINANCIAL GROUP AFG 51 0.93 9/30/2020 1473 86844 0.67 12/18/2006 0.50 03/14/1988 14 4 6331 39.86 1 7 2/11/2020 3/18/2020 2/11/2020 3/18/2020 109.65 524126 USD BBG000DPKKK0 20200901 163111 AFH 5 436000 2.45 0.305 2.45 0.305 -8.58 12 ATLAS FINANCIAL HOLDINGS INC. 3.4 1.61 53.5 115.9 9/30/2019 24.3 11943 3.00 01/31/2013 1.00 09/13/2004 14 4 6399 57.31 1 2 6/17/2020 3/18/2020 6/17/2020 3/18/2020 0.43 524298 USD BBG003948N06 20201208 003707 AFL 7 7.2 4458000 54.04 23.07 53.46 23.07 6.4 0.06 12 AFLAC AFL 42.9 1.02 9/30/2020 6569 702445 0.50 03/19/2018 0.50 03/19/2001 14 4 6321 47.58 1 7 12/12/2019 3/18/2020 1/17/2020 3/18/2020 52.9 524114 USD BBG000BBBNC6 20201102 144408 AFLYY 5 6.8 99000 12.01 3.09 11.33 3.09 -10.7 12 AIR FRANCE ADS 2.4 1.13 9971.6 14771.2 6/30/2020 3892.2 427432 14 4 4512 55.7 1 3 11/26/2019 10/30/2020 1/2/2020 10/30/2020 11.02 481111 USD BBG000PMHX66 20201102 144408 AFMD 5 682000 4.91 1.42 4.91 1.42 -0.72 12 AFFIMED N.V. AFMD 17.9 2.1 123.7 41.1 6/30/2020 0.3 84493 14 4 2836 54.18 1 1 7/9/2020 3/16/2020 7/9/2020 3/16/2020 2.74 325414 USD BBG006R5SSH5 20201208 003707 AGCO 7 33.1 756000 99.735 35.33 99.735 35.33 2.74 -0.18 12 AGCO AGCO 72.5 1.35 3729.1 2884.5 9/30/2020 1191.8 74900 0.50 02/01/1996 0.67 12/16/1994 14 4 3523 42.26 1 7 11/9/2020 3/18/2020 11/9/2020 3/18/2020 77.25 333111 USD BBG000DCCZW2 20201102 144408 AG 7 4522000 14.57 4.17 14.57 4.17 -0.35 12 FIRST MAJESTIC SILVER AG 27.1 1.16 243 71.9 6/30/2020 154.6 219428 14 4 614 67.97 1 7 8/5/2020 3/16/2020 8/5/2020 3/16/2020 12.26 212222 USD BBG000CH7WB8 20201208 003707 AGO 7 8 734000 50.77 13.64 49.47 13.64 3.86 -0.09 12 ASSURED GUARANTY AGO 69.3 1.14 9/30/2020 1235 80806 14 4 6351 70.08 1 7 12/17/2019 3/18/2020 1/2/2020 3/18/2020 49.02 524126 USD BBG000CQB185 20201208 003707 AGG 7 5708000 119.73 105.56 119.73 105.56 ISHARES CORE US AGGREGATE BOND AGG 1 834254 705100 14 4 3.79 1 11 8/6/2020 3/19/2020 8/6/2020 3/19/2020 112.37 0 USD BBG000Q123R0 3 20201208 003707 AGM 7 8.6 54000 87 40.05 84.13 40.05 8.29 0.21 12 FEDERAL AGRICULTURAL MORTGAGE AGM 45.5 1.01 9/30/2020 10696.1 10736 0.33 08/02/1999 14 4 6111 40.26 1 7 12/23/2019 3/23/2020 1/17/2020 3/23/2020 83.5 522298 USD BBG000G8ZKY4 20201208 003708 AGX 7 96000 50.01 29.9116 50.01 29.9116 -0.58 0.04 1 ARGAN AGX 59.4 0.59 421.8 144 7/31/2020 1.8 15670 15.00 10/09/2001 14 4 1629 31.57 1 7 11/18/2020 3/12/2020 11/18/2020 3/12/2020 40.14 237130 USD BBG000K4J3T0 20201208 003708 AGYS 5 234000 42.34 12.61 42.34 12.61 -1.12 3 AGILYSYS AGYS 51.7 1.52 93.4 69.4 9/30/2020 0.2 23591 0.67 09/07/1995 0.67 08/02/1994 14 4 7372 44.64 1 21 11/20/2020 3/18/2020 11/20/2020 3/18/2020 25.41 511210 USD BBG000BR74W6 20201208 003708 AHT 7 13733000 29.442 1.27 28.4 1.27 -45.85 12 ASHFORD HOSPITALITY TRUST AHT AHT1 23.6 2.51 506.8 164.3 9/30/2020 4106.5 53017 10.00 07/16/2020 14 4 6798 403.07 1 7 12/26/2019 10/30/2020 1/2/2020 10/30/2020 27.9 531110 USD BBG000PRZVD1 20201208 003708 AIG 7 5.9 5973000 56.42 16.07 56.42 16.07 -5.75 -0.06 12 AMERICAN INTERNATIONAL AIG 89.3 1.4 9/30/2020 35350 861526 20.00 07/01/2009 0.67 07/31/2000 14 4 6311 52.39 1 7 2/13/2020 3/18/2020 2/13/2020 3/18/2020 51.33 524126 USD BBG000BBDZG3 20201102 144413 AIMC 5 12.9 407000 45.03 12 45.03 12 -0.3 0.06 12 ALTRA INDUSTRIAL MOTION CORP. AIMC 90 2.68 667.3 339.7 9/30/2020 1563.8 64714 14 4 3568 44.24 1 21 10/23/2020 3/19/2020 10/23/2020 3/19/2020 36.21 333613 USD BBG000Q26KW0 20201208 003709 AIN 7 23.3 202000 83.37 30.46 79.91 30.46 3.1 0.26 12 ALBANY INTERNATIONAL AIN 76.3 1.44 618.3 202.7 9/30/2020 424 32300 0.98 12/08/1999 0.98 12/02/1998 14 4 2221 48.72 1 7 12/9/2019 3/18/2020 1/17/2020 3/18/2020 75.92 313210 USD BBG000BRWWH3 20201208 003709 AINV 5 10.3 511000 18.33 5.2 17.735 5.2 -1.62 -0.22 3 APOLLO INVESTMENT AINV 27.7 2.14 98.2 80.7 9/30/2020 1009.3 65259 3.00 12/03/2018 14 4 6799 39.8 1 21 12/17/2019 3/19/2020 1/3/2020 3/19/2020 17.46 523920 USD BBG000CBNX94 20201208 003709 AIT 7 149.4 179000 82.43 30.66 82.43 30.66 0.52 -0.26 6 APPLIED INDUSTRIAL AIT 97.6 1.5 1159.8 426.1 9/30/2020 855.1 38760 0.67 06/16/2006 0.67 12/20/2004 14 4 5084 38.44 1 7 11/24/2020 3/19/2020 11/24/2020 3/19/2020 66.69 423830 USD BBG000BBHHP9 20201208 003709 AIR 7 148.6 348000 52.78 8.56 47.99 8.56 -0.42 -0.13 5 AAR AIR 81 1.79 1438.7 383.1 8/31/2020 600 35301 0.67 02/24/1998 0.67 10/27/1987 14 4 3724 75.54 1 7 12/20/2019 3/19/2020 1/8/2020 3/19/2020 45.1 336412 USD BBG000BBGQF1 20201208 003709 AIV 7 32.1 1838000 68.943 30.3732 68.943 30.3732 1.29 0.08 12 APARTMENT INVESTMENT AIV AIV1 AIV2 70.3 0.89 252.7 635.6 9/30/2020 4230.6 120227 1.24 12/01/2020 1.03 02/21/2019 14 4 6798 72.56 1 7 2/21/2020 3/24/2020 2/21/2020 3/24/2020 63.95 531110 USD BBG000DD3510 20201208 003710 AIZ 7 19.6 467000 142.61 76.27 142.61 76.27 6.77 -0.02 12 ASSURANT AIZ 72.8 0.55 9/30/2020 2006.9 58759 14 4 6411 29.97 1 7 2/18/2020 3/19/2020 2/18/2020 3/19/2020 131.08 524298 USD BBG000BZX1N5 20201208 003710 AJG 7 28.4 884000 118.39 65.09 118.39 65.09 4.08 0.12 12 ARTHUR J. GALLAGHER AJG 62.1 0.59 9117.5 8921 9/30/2020 3816.1 192322 0.50 01/19/2001 0.50 03/16/2000 14 4 6411 21.56 1 7 11/9/2020 3/18/2020 11/9/2020 3/18/2020 95.23 524210 USD BBG000BBHXQ3 20201208 003712 ALE 7 17.2 322000 84.71 48.22 84.71 48.22 3.41 0.04 12 ALLETE ALE 71.7 0.44 269.5 507.4 9/30/2020 1400.9 51975 3.00 09/21/2004 0.50 03/03/1999 14 4 4931 44.56 1 7 1/24/2020 5/14/2020 1/24/2020 5/14/2020 81.17 221111 USD BBG000CYW7N5 20201208 003711 ALB 7 38.8 1280000 139.23 48.8901 139.23 48.8901 3.59 0.24 12 ALBEMARLE ALB 73.5 1.58 2225.1 1409 9/30/2020 2862.9 106457 0.50 03/02/2007 14 4 2899 54.8 1 7 12/4/2020 3/23/2020 12/4/2020 3/23/2020 73.04 325998 USD BBG000BJ26K7 20201208 003710 AJRD 7 24.6 560000 57.2749 32.145 57.2749 32.145 1.62 -0.04 12 AEROJET ROCKETDYNE HOLDINGS INC AJRD 91.4 0.42 1418 869.9 9/30/2020 352.3 76400 0.33 12/24/1987 0.98 03/03/1986 14 4 3764 34.29 1 7 2/20/2020 10/30/2020 2/20/2020 10/30/2020 45.66 336415 USD BBG000BKRHQ7 20201208 003712 ALG 7 27.6 47000 145.35 70.99 145.35 70.99 4.93 0.09 12 ALAMO GROUP ALG 71.4 0.97 570.8 162.9 9/30/2020 425.1 11879 14 4 3523 35.28 1 7 11/24/2020 3/23/2020 11/24/2020 3/23/2020 125.55 333111 USD BBG000BJTZX0 20201102 144420 ALGT 5 13.2 190000 183.26 60.06 180.2 60.06 -6.03 0.24 12 ALLEGIANT TRAVEL ALGT 67.9 1.77 562.2 612.6 9/30/2020 1248.6 16242 14 4 4512 58.11 1 21 12/23/2019 3/19/2020 1/16/2020 3/19/2020 174.04 481111 USD BBG000LJS6B8 20201208 003710 AKR 7 59.2 890000 26.72 9.1 26.25 9.1 0.26 -0.12 12 ACADIA REALTY TRUST AKR 98.5 1.49 204 414 9/30/2020 1708.2 86268 14 4 6798 101.06 1 7 12/10/2019 10/29/2020 1/24/2020 10/29/2020 25.93 531120 USD BBG000BJGD54 20201208 003710 AKAM 5 30 1445000 120 75.1801 120 75.1801 3.47 0.1 12 AKAMAI TECHNOLOGIES AKAM 62.3 0.58 2231.6 693.3 9/30/2020 1839.8 162794 14 4 7389 36.04 1 21 9/2/2020 3/16/2020 9/2/2020 3/16/2020 86.38 561499 USD BBG000BJQWD2 20201208 003712 ALK 7 86.4 2452000 70.41 20.02 68.79 20.02 -5.64 0.07 12 ALASKA AIR GROUP ALK 63.8 1.79 2037 3201 9/30/2020 1264 123664 0.50 07/10/2014 0.50 03/19/2012 14 4 4512 71.76 1 7 12/18/2019 3/18/2020 1/2/2020 3/18/2020 67.75 481111 USD BBG000BBL0Y1 20201208 003712 ALL 7 7.3 2058000 125.92 64.13 125.92 64.13 14.38 0.17 12 ALLSTATE ALL 56.5 0.79 9/30/2020 6631 304068 0.50 07/02/1998 14 4 6331 21.82 1 7 2/18/2020 3/18/2020 2/18/2020 3/18/2020 112.45 524126 USD BBG000BVMGF2 20201102 144421 ALLT 5 108000 13.05 6.44 13.05 6.44 -0.26 12 ALLOT LTD ALLT 13.2 0.65 153.3 73.4 6/30/2020 35213 14 4 3559 41.28 1 21 2/6/2020 3/18/2020 2/6/2020 3/18/2020 8.5 511210 USD BBG000BKXMG0 20201102 144422 ALSK 5 10.9 143000 2.86 1.44 2.86 1.44 0.18 -0.43 12 ALASKA COMM SYS ALSK 30.6 1.05 81.3 54.6 6/30/2020 167.5 53668 14 4 4813 35.08 1 21 7/1/2020 3/23/2020 7/1/2020 3/23/2020 1.77 517919 USD BBG000DFVMC5 20201208 003712 ALV 7 52.5 412000 94.28 38.16 94.28 38.16 1.76 0.01 12 AUTOLIV ALV 20.5 1.91 3002.1 2410.2 9/30/2020 1726.1 87338 14 4 3714 40.35 1 7 11/24/2020 3/19/2020 11/24/2020 3/19/2020 84.41 336320 USD BBG000BVLRY8 20201208 003712 AMAT 5 22.5 7606000 88.92 36.64 88.92 36.64 3.95 0.27 10 APPLIED MATERIALS AMAT 75.2 1.48 13369 4459 10/31/2020 5448 913283 0.50 04/17/2002 0.50 03/16/2000 14 4 3679 39.74 1 21 12/4/2020 3/18/2020 12/4/2020 3/18/2020 61.04 334419 USD BBG000BBPFB9 20201208 003712 ALX 7 38.1 13000 353.55 223.025 353.55 223.025 7.41 -0.02 12 ALEXANDER'S 23.9 0.6 500.9 33.2 9/30/2020 971 5107 0.97 12/28/1970 14 4 6798 51.84 1 7 1/15/2020 5/15/2020 1/15/2020 5/15/2020 330.35 531120 USD BBG000BBNLK8 20201208 003713 AMBC 7 436000 22.9 8.74 22.9 8.74 -11.55 12 AMBAC FINANCIAL GROUP INC. CO AMBC 51 1.42 9/30/2020 7376 45809 14 4 6351 65.14 1 7 1/17/2020 3/18/2020 1/17/2020 3/18/2020 21.57 524126 USD BBG004HQHKK0 20201208 003713 AME 7 30.8 1067000 121.69 54.82 121.69 54.82 3.8 0.1 12 AMETEK AME 76.8 1.31 2025.8 1425.9 9/30/2020 2271.3 230065 0.67 07/02/2012 0.67 12/22/2010 14 4 3621 31.76 1 7 11/24/2020 3/18/2020 11/24/2020 3/18/2020 99.74 333249 USD BBG000B9XG87 20201208 003713 AMG 7 42 396000 95.52 44.37 95.52 44.37 2.27 -0.48 12 AFFILIATED MANAGERS GROUP AMG 92.5 1.24 1016.1 634.6 9/30/2020 1793.8 45361 0.67 03/30/2004 14 4 6282 38.36 1 7 12/4/2020 3/23/2020 12/4/2020 3/23/2020 84.74 523920 USD BBG000C060M4 20201208 003713 AMD 5 125.4 44803000 96.37 36.75 96.37 36.75 0.75 12 ADVANCED MICRO DEVICES INC. 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37.81 1 21 9/2/2020 3/16/2020 9/2/2020 3/16/2020 1847.84 454110 USD BBG000BVPV84 20201005 231610 AMTD 5 11.4 3680000 53.99 27.7 52.16 27.7 3.58 0.23 9 TD AMERITRADE HOLDING AMTD 22.5 1 6/30/2020 3594 540938 0.33 07/06/1999 0.50 02/23/1999 14 4 6211 29.88 1 21 12/12/2019 3/17/2020 2/20/2020 3/17/2020 49.7 523120 USD BBG000BMFD58 20201208 003715 AMX 7 13.7 2745000 18.035 10.12 18.035 10.12 1.07 0.09 12 AMERICA MOVIL AMX 6.4 0.83 16622 26396.6 9/30/2020 24873.4 4378524 0.50 07/01/2011 0.33 07/21/2005 14 4 4813 32.32 1 7 2/19/2020 4/16/2020 2/19/2020 4/16/2020 16 517911 USD BBG000CYPVX9 20201208 003715 AMWD 5 23 159000 117.7 35.3 117.7 35.3 3.81 0.15 4 AMERICAN WOODMARK AMWD 80.6 2.23 325.2 155.6 10/31/2020 594.9 16993 0.50 09/27/2004 0.91 09/07/1993 14 4 2434 63.07 1 21 2/20/2020 3/23/2020 2/20/2020 3/23/2020 104.51 337110 USD BBG000BBX657 20201208 003716 AN 7 15.5 745000 69.2797 20.59 69.2797 20.59 4.34 0.07 12 AUTONATION AN 48.3 1.55 4411.1 5100.2 9/30/2020 1578.5 87865 0.50 06/10/1996 14 4 5511 39.98 1 7 10/21/2020 3/18/2020 10/21/2020 3/18/2020 48.63 441110 USD BBG000BBXLW4 20201208 003716 ANAT 5 7 32000 120.14 63.93 118.26 63.93 12.37 0.2 12 AMERICAN NATIONAL GROUP INC ANAT 12.8 0.7 9/30/2020 158 26887 14 4 6311 38.76 1 21 12/16/2019 4/3/2020 1/2/2020 4/3/2020 117.68 524126 USD BBG000BBY4T5 20201208 003716 ANDE 5 23.1 176000 25.93 10 25.88 10 -0.05 -0.32 12 ANDERSONS ANDE 62.5 0.63 1961.9 1454.2 9/30/2020 1016.2 32978 0.67 02/19/2014 0.50 06/29/2006 14 4 5159 80.57 1 21 12/19/2019 3/16/2020 1/16/2020 3/16/2020 25.28 424590 USD BBG000BF8CN3 20201208 003716 ANF 7 19.1 2646000 23.82 7.415 23.82 7.415 -1.86 -0.03 1 ABERCROMBIE & FITCH ANF 58.9 1.89 1264.8 815.4 10/31/2020 232 62384 0.50 06/16/1999 14 4 5651 74.73 1 7 11/24/2020 4/2/2020 11/24/2020 4/2/2020 17.29 448140 USD BBG000H9G7X2 20201208 003716 ANH 7 1339000 3.8 0.79 3.8 0.79 -1.07 12 ANWORTH MORTGAGE ASSET ANH 28.6 2.13 9/30/2020 486.4 99236 14 4 6798 44.89 1 7 2/21/2020 3/25/2020 2/21/2020 3/25/2020 3.52 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25.59 211120 USD BBG000BC2C10 20201208 003718 APD 7 32.1 1904000 327.89 167.43 327.89 167.43 8.53 0.08 9 AIR PRODUCTS & CHEMICALS APD 59.8 0.75 8684.9 2416.7 9/30/2020 7430.1 221027 0.50 06/16/1998 0.50 03/10/1992 14 4 2819 45.67 1 7 11/9/2020 3/16/2020 11/9/2020 3/16/2020 234.99 325180 USD BBG000BC4JJ4 20201208 003717 AOS 7 28.2 1080000 58.66 33.805 58.66 33.805 1.95 0.14 12 A.O.SMITH CORP AOS 57.2 1.03 1500.4 766.5 9/30/2020 277.2 161468 0.50 10/06/2016 0.50 05/16/2013 14 4 3699 30.55 1 7 11/24/2020 3/23/2020 11/24/2020 3/23/2020 47.64 335312 USD BBG000BC1L02 20201208 003718 APOG 5 15.7 193000 41.07 13.767 34.56 13.767 1.81 0.06 2 APOGEE ENTERPRISES APOG 76.4 1.08 381.9 426.9 8/31/2020 62.5 26386 0.50 02/18/1997 0.75 09/15/1986 14 4 1793 46.5 1 21 12/18/2019 3/19/2020 1/17/2020 3/19/2020 32.5 238150 USD BBG000BC6L61 20201207 091046 APT 6 8.6 1503000 41.59 3.28 41.59 3.4 1.49 0.09 12 ALPHA PRO TECH 23.7 -1.51 26.9 2.3 9/30/2020 0.3 13578 14 4 3255 105.19 1 6 2/28/2020 12/11/2019 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BBG000F4HLT8 20201208 003719 ARLP 5 1.1 678000 12.02 2.63 12.02 2.63 -1.08 -0.08 12 ALLIANCE RESOURCE PARTNER ARLP 3.7 1.97 319.6 195.6 9/30/2020 768.2 127195 0.50 06/17/2014 0.50 09/16/2005 14 4 1221 83 1 21 1/8/2020 10/1/2020 1/8/2020 10/1/2020 10.82 212111 USD BBG000C14X88 20201208 003719 AROC 7 49.4 1302000 10.42 2.09 10.42 2.09 -0.17 -0.13 12 ARCHROCK INC AROC 55.9 2.37 232.2 138.7 9/30/2020 1842.6 152932 14 4 1382 67.27 1 7 1/8/2020 3/18/2020 1/8/2020 3/18/2020 10.04 213112 USD BBG000RWH1V4 20201102 144445 ARTNA 5 20.2 31000 39.6 30.01 39.6 30.01 1.74 0.08 12 ARTESIAN RESOURCE ARTNA 30.9 -0.02 14.2 25.6 6/30/2020 144.2 9336 0.67 07/03/2006 0.67 07/01/2003 14 4 4941 21.29 1 21 1/21/2020 3/23/2020 1/21/2020 3/23/2020 37.21 221310 USD BBG000BG1811 20201208 003720 ARW 7 16.8 523000 96.55 39.25 96.55 39.25 5.73 0.16 12 ARROW ELECTRONICS ARW 69 1.56 12526.2 8258.2 9/30/2020 2640.1 75545 0.50 10/16/1997 0.50 01/12/1981 14 4 5065 28.86 1 7 12/4/2020 3/18/2020 12/4/2020 3/18/2020 84.74 423690 USD BBG000BCD3D5 20201208 003720 ASA 7 3 123000 25.45 8.16 25.45 8.16 7.14 11 ASA GOLD AND PRECIOUS METALS L ASA 13.8 1 19290 0.33 05/04/2010 0.50 06/02/1975 14 4 6726 45.42 1 7 8/5/2020 3/19/2020 8/5/2020 3/19/2020 13.63 523999 USD BBG000BCDWN0 20201208 003720 ASB 7 8.7 1218000 22.6 10.23 22.13 10.23 1.91 0.1 12 ASSOCIATED BANC-CORP ASB 58.2 1.2 9/30/2020 3181 153590 0.67 05/13/2004 0.91 04/25/2002 14 4 6022 68.23 1 7 12/16/2019 3/23/2020 1/2/2020 3/23/2020 22.04 522110 USD BBG000BCFQC3 20201208 003720 ASG 7 8.7 199000 8.56 3.9 8.56 3.9 0.97 12 LIBERTY ALL-STAR GROWTH COMMON 8.8 1.43 3127 12/31/2018 41642 14 4 6282 32.12 1 7 11/11/2020 3/19/2020 11/11/2020 3/19/2020 6.5 523930 USD BBG000DQH311 20201208 003720 ASGN 7 23.6 285000 85.65 29.04 85.65 29.04 3.49 0.18 12 ON ASSIGNMENT ASGN 90.1 2.17 791.5 340.9 9/30/2020 1032.3 52900 0.50 04/04/2000 0.50 10/21/1997 14 4 7361 53.24 1 7 11/18/2020 3/18/2020 11/18/2020 3/18/2020 70.97 561311 USD BBG000CRN8N8 20201208 003721 ASH 7 6.3 571000 83.275 38.88 83.275 38.88 -8.39 0.22 9 ASHLAND GLOBAL HOLDINGS INC ASH 56.3 1.32 1547 813 9/30/2020 1573 60579 0.50 07/29/1988 0.67 01/15/1979 14 4 5169 40.19 1 7 11/16/2020 3/23/2020 11/16/2020 3/23/2020 76.53 325199 USD BBG00D0Y81M1 20201208 003721 ASML 5 48 708000 464.5 191.2542 464.5 191.254 9.67 0.18 12 ASML HOLDING ASML 18.8 1.08 14540.3 5701.2 9/30/2020 3775.1 418387 1.30 11/29/2012 1.12 10/01/2007 14 4 3559 28.95 1 21 12/4/2020 3/18/2020 12/4/2020 3/18/2020 295.94 333249 USD BBG000K6MRN4 20201208 003721 ASR 7 33.5 62000 210.38 82.08 210.38 82.08 4.56 0.19 12 GRUPO AEROPORTUARIO DEL ASR 16.9 1.44 394.2 128.6 9/30/2020 661.3 30000 14 4 4581 53.88 1 7 1/15/2020 4/3/2020 1/15/2020 4/3/2020 187.39 488119 USD BBG000B9XWX4 20201208 003721 ASTE 5 107.7 139000 63.74 25.17 63.74 25.17 0.58 -0.08 12 ASTEC INDUSTRIES ASTE 84.6 1.36 513 172.9 9/30/2020 0.7 22609 0.50 01/19/1999 0.50 09/13/1993 14 4 3531 59.21 1 21 8/5/2020 3/17/2020 8/5/2020 3/17/2020 42 333120 USD BBG000BCHZL1 20201208 003722 ASX 7 19.8 949000 5.78 3.17 5.78 3.17 0.29 -0.07 12 ASE TECHNOLOGY HOLDING INC 1.3 1.05 7108.1 5358 9/30/2020 6060.8 2132795 0.80 04/30/2018 0.88 08/20/2012 14 4 3674 31.78 1 7 12/4/2020 3/23/2020 12/4/2020 3/23/2020 5.56 334413 USD BBG00KLHL9W6 20201208 003721 ASUR 5 3.9 65000 9.18 4.3 9.18 4.3 1.99 12 ASURE SOFTWARE ASUR 49.8 1.19 184.4 166.6 9/30/2020 24.1 15907 0.67 05/01/2012 10.00 12/29/2009 14 4 7373 56.04 1 2 2/20/2020 3/16/2020 2/20/2020 3/16/2020 8.18 541512 USD BBG000JT96H4 20201208 003722 ATAX 5 17.7 248000 8.1 3.52 8.1 3.52 0.23 0.11 12 AMERICA FIRST MULTIFAMILY INVE ATAX 0.1 0.52 176.8 7.5 9/30/2020 158.9 60545 0.80 06/03/1993 14 4 6162 40.02 1 21 1/31/2020 7/20/2020 1/31/2020 7/20/2020 7.7 522390 USD BBG000BB5783 20201208 003722 ATGE 7 9 532000 38.47 19.76 38.47 19.76 -1.47 -0.05 6 ADTELEM GLOBAL EDUCATION INC ATGE 72.5 1.23 692.8 346 9/30/2020 286.1 52091 0.50 06/22/1998 0.50 12/19/1996 14 4 8221 45.54 1 7 8/11/2020 3/18/2020 8/11/2020 3/18/2020 34.97 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-0.22 0.11 12 AIR TRANSPORT SRVCS GROUP ATSG 77.2 0.47 266.8 263.2 9/30/2020 1469.7 59590 14 4 4789 38.13 1 21 11/27/2020 3/16/2020 11/27/2020 3/16/2020 23.46 488190 USD BBG000BLW5F7 20201208 003724 ATVI 5 28.2 7196000 87.7265 50.51 87.7265 50.51 2.87 0.12 12 ACTIVISION BLIZZARD ATVI 82.7 0.66 7292 2915 9/30/2020 2675 772857 0.50 09/08/2008 0.75 10/25/2005 14 4 7372 27.71 1 21 8/6/2020 3/17/2020 8/6/2020 3/17/2020 59.42 511210 USD BBG000CVWGS6 20201208 003724 AU 7 31.6 3106000 38.5 12.66 38.5 12.66 0.7 12 ANGLOGOLD AU 22.9 0.62 1982 1709 6/30/2020 1299 415999 5.00 06/29/1998 0.10 09/05/1984 14 4 1041 60.8 1 7 7/27/2020 3/16/2020 7/27/2020 3/16/2020 22.34 212221 USD BBG000BCMDR8 20201208 003724 AUB 5 16.7 264000 38.77 18.55 37.88 18.55 1.91 0.16 12 ATLANTIC UNION BANKSHARES CORP AUB 62.4 1.37 9/30/2020 1077.5 78719 0.67 10/16/2006 0.50 06/02/1998 14 4 6022 74.38 1 21 12/20/2019 5/14/2020 1/2/2020 5/14/2020 37.55 522110 USD BBG000BKS4S3 20201208 003724 AUDC 5 85.9 336000 44.94 9 44.94 9 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0.50 04/18/2005 14 4 2879 41.44 1 7 1/2/2020 3/23/2020 1/2/2020 3/23/2020 19.47 325320 USD BBG000DPXVW9 20201208 003725 AVB 7 37.3 1207000 229.4 118.17 229.4 118.17 4.66 0.02 12 AVALONBAY COMMUNITIES AVB 68.6 0.95 161.8 629.1 9/30/2020 7296.3 139609 14 4 6798 45.98 1 7 2/19/2020 3/23/2020 2/19/2020 3/23/2020 209.7 531110 USD BBG000BLPBL5 20201208 003725 AVID 5 30.9 445000 14.085 4.67 14.085 4.67 0.45 12 AVID TECHNOLOGY INC AVID 31.6 1.31 208.7 212.3 9/30/2020 199 44208 14 4 7372 72.14 1 21 12/4/2020 5/14/2020 12/4/2020 5/14/2020 8.58 511210 USD BBG000BHHQ76 20201102 144459 AVNW 5 370.2 25000 23.87 7.098 23.87 7.098 0.05 6 AVIAT NETWORKS 32.5 1.28 140 94 6/30/2020 8.8 5423 12.00 06/14/2016 0.50 11/25/1997 14 4 3669 53.92 1 21 10/12/2020 3/19/2020 10/12/2020 3/19/2020 14.05 334290 USD BBG000QX48M2 20201208 003726 AVT 5 29.1 703000 43 17.85 42.98 17.85 -0.9 -0.16 6 AVNET AVT 80 1.52 6328.8 2280.4 9/30/2020 1424.8 98829 0.50 09/29/2000 0.50 02/16/1983 14 4 5065 41.1 1 21 12/17/2019 3/18/2020 1/2/2020 3/18/2020 42.44 423690 USD BBG000BCPB71 20201208 003726 AVY 7 24.4 505000 156.8207 76.96 156.821 76.96 6.3 0.07 12 AVERY DENNISON AVY 80.5 0.88 2340.6 2253.8 9/30/2020 1499.3 83418 0.50 12/23/1996 0.50 03/17/1987 14 4 3579 28.69 1 7 11/9/2020 3/23/2020 11/9/2020 3/23/2020 130.82 333999 USD BBG000BCQ4P6 20201208 003726 AWF 7 14.9 228000 12.55 7.28 12.55 7.28 -1.42 3 ALLIANCEBERNSTEIN GLB HIGH INC 5.9 0.73 10985 86230 14 4 6733 9.79 1 7 2/21/2020 3/19/2020 2/21/2020 3/19/2020 12.13 523991 USD BBG000BJ0RR6 20201102 144500 AWI 7 18 522000 111.46 57.96 111.46 57.96 -1.55 0.31 12 ARMSTRONG WORLD INDSTRIES AWI 84.8 0.88 244.4 155.2 9/30/2020 604.5 47860 14 4 1752 32.83 1 7 2/24/2020 10/28/2020 2/24/2020 10/28/2020 93.97 238330 USD BBG000DW4LB1 20201208 003726 AWR 7 33 190000 96.64 65.11 96.64 65.11 2.24 0.08 12 AMERICAN STATES WATER AWR 66.7 -0.05 122.5 116 9/30/2020 481 36889 0.50 09/04/2013 0.67 06/10/2002 14 4 4941 32.24 1 7 3/19/2020 3/16/2020 3/19/2020 3/16/2020 86.64 221310 USD BBG000F964B6 20201208 003726 AX 7 10.8 334000 35.9 13.685 35.9 13.685 3.24 0.17 6 AXOS FINANCIAL INC AX 65.4 1.68 9/30/2020 478.3 59045 0.25 11/18/2015 14 4 6035 56.41 1 7 11/25/2020 3/19/2020 11/25/2020 3/19/2020 30.28 522120 USD BBG000QPHD08 20201208 003727 AXL 7 1724000 11.26 2.5 10.99 2.5 -9.32 12 AMERICAN AXLE & MFG HLDGS AXL 71.8 2.72 1857.8 1026.4 9/30/2020 3612.3 113273 14 4 3714 59 1 7 12/13/2019 3/23/2020 1/2/2020 3/23/2020 10.76 336390 USD BBG000BPYZV2 20201208 003727 AXP 7 30.9 5015000 138.13 67 138.13 67 4.04 0.08 12 AMERICAN EXPRESS AXP 48.7 1.28 9/30/2020 58000 805202 0.33 05/11/2000 0.50 05/11/1987 14 4 6141 67.05 1 7 1/24/2020 3/18/2020 1/24/2020 3/18/2020 124.49 522220 USD BBG000BCQZS4 20201208 003727 AXS 7 10.5 431000 66.155 31.82 66.155 31.82 -1.84 -0.14 12 AXIS CAPITAL HOLDINGS AXS 75.5 0.84 9/30/2020 1808.2 84321 14 4 6331 42.88 1 7 2/6/2020 3/18/2020 2/6/2020 3/18/2020 59.44 524126 USD BBG000FLF615 20201208 003728 AZO 7 15.8 244000 1274.408 684.91 1267.9301 684.91 73.62 0.13 8 AUTOZONE AZO 60.3 0.85 6811.9 6307.1 8/31/2020 5513.4 23176 0.50 04/21/1994 0.50 02/03/1992 14 4 5012 20.4 1 7 12/10/2019 3/23/2020 9/2/2020 3/23/2020 1191.31 441310 USD BBG000C7LMS8 20201208 003728 AYI 7 19.6 497000 143.55 67.46 143.55 67.46 6.29 0.04 8 ACUITY BRANDS AYI 79.5 1.52 1439.7 617.6 8/31/2020 376.8 36836 14 4 3646 45.74 1 7 1/8/2020 3/18/2020 1/8/2020 3/18/2020 138 335122 USD BBG000BJ5HK0 20201208 003728 AZPN 5 40.9 324000 142.89 73.07 142.89 73.07 3.32 0.32 6 ASPEN TECHNOLOGY AZPN 97.4 1.4 650.2 219.8 6/30/2020 292.4 67719 0.50 03/03/1997 14 4 7371 40.41 1 21 1/22/2020 3/23/2020 1/22/2020 3/23/2020 120.93 541512 USD BBG000DFMXT3 20201208 003728 AZZ 7 82.7 187000 49.46 19.31 49.46 19.31 0.57 -0.06 2 AZZ INC AZZ 73.9 1.52 354.6 280.6 8/31/2020 77.9 26076 0.50 07/31/2012 0.50 05/07/2007 14 4 3569 42.66 1 7 1/9/2020 3/18/2020 1/9/2020 3/18/2020 45.95 333999 USD BBG000F83JZ2 20201208 003729 BA 7 30791000 353.6 89 349.95 89 -7.88 0.25 12 BOEING BA 33.9 1.65 102229 97312 9/30/2020 19962 564530 0.50 06/09/1997 0.67 06/11/1990 14 4 3721 66.86 1 7 12/9/2019 3/18/2020 2/12/2020 3/18/2020 325.76 336411 USD BBG000BCSST7 20201208 003729 B 7 29.1 246000 68.6 30.22 68.6 30.22 1.7 0.08 12 BARNES GROUP B 72.6 1.26 764.4 342.9 9/30/2020 825 50617 0.50 06/12/2006 0.33 04/28/1997 14 4 3499 64.59 1 7 2/21/2020 3/19/2020 2/21/2020 3/19/2020 61.96 332613 USD BBG000BCSCB1 20201208 003729 BAC 7 14.4 60967000 35.72 17.95 35.67 17.95 2.04 0.5 12 BANK OF AMERICA CORP BAC 50.3 1.48 9/30/2020 240856 8650790 0.50 08/30/2004 0.50 02/28/1997 14 4 6021 50.47 1 7 12/27/2019 3/23/2020 1/14/2020 3/23/2020 35.22 522110 USD BBG000BCTLF6 20201208 003731 BAM 7 41.9 3482000 68.41 27.25 68.41 27.25 -0.02 -0.04 12 BROOKFIELD ASSET BAM BAM2 39 1.31 42517 44767 9/30/2020 143375 1509636 0.67 04/02/2020 0.67 05/13/2015 14 4 7299 52.21 1 7 2/21/2020 4/2/2020 2/21/2020 4/2/2020 57.8 523999 USD BBG000C9KL89 20201208 003731 BANC 7 208.4 218000 19.12 6.44 19.12 6.44 -0.17 -0.44 12 BANC OF CALIFORNIA INC. 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556513 0.33 08/21/2007 0.50 06/07/2004 14 4 7721 77.98 1 7 12/1/2020 3/18/2020 12/1/2020 3/18/2020 6.42 511210 USD BBG000CR90K4 20201208 003732 BBBY 5 7730000 26.16 3.43 26.16 3.43 -1.56 2 BED BATH & BEYOND BBBY 78.3 2.24 3826.3 2466.5 8/31/2020 1488.4 126008 0.50 08/14/2000 0.50 08/03/1998 14 4 5719 67.14 1 21 10/20/2020 4/3/2020 10/20/2020 4/3/2020 17.3 442299 USD BBG000CSY9H9 20201208 003731 BAP 7 71.8 704000 220.25 110.47 220.25 110.47 2.32 0.13 12 CREDICORP BAP 44.7 1.03 9/30/2020 6420.8 79405 0.83 04/29/1997 0.83 04/29/1997 14 4 6021 82.35 1 7 1/22/2020 11/10/2020 1/22/2020 11/10/2020 213.13 522110 USD BBG000FKX7Z8 20201208 003732 BBL 7 16.5 1388000 52.23 23.641 52.23 23.641 3.15 0.34 6 BHP GROUP PLC BBL 0.3 1.07 21471 14824 12/31/2003 19446 2528845 0.94 07/29/2002 14 4 1241 39.3 1 7 12/4/2020 3/12/2020 12/4/2020 3/12/2020 47.01 212299 USD BBG000D7FT09 20201208 003732 BBSI 5 13.9 47000 93.66 27.25 93.03 27.25 5.07 0.16 12 BARRETT BUSINESS SERVICES BBSI 65.6 1.5 423.8 342.1 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43.48 1 7 11/24/2020 3/23/2020 11/24/2020 3/23/2020 59.98 336612 USD BBG000BCWSS3 20201208 003732 BCE 7 22.9 855000 49.26 31.66 49.26 31.66 1.96 0.03 12 BCE BCE 26.8 0.45 4290.2 7598.9 9/30/2020 17421.3 904328 1.09 07/11/2006 0.50 05/23/1997 14 4 4821 21.05 1 7 2/19/2020 3/23/2020 2/19/2020 3/23/2020 46.35 517311 USD BBG000BCXNS3 20201208 003732 BCH 7 15.2 136000 23.08 12.5 23.08 12.5 1.31 0.01 12 BANCO DE CHILE 0.3 0.54 9/30/2020 13824.4 505085 0.33 11/23/2018 0.98 07/26/2018 14 4 6029 47.44 1 7 1/8/2020 3/18/2020 1/8/2020 3/18/2020 20.99 522110 USD BBG000D5HVG9 20201208 003734 BDN 7 6.8 2123000 16.25 7.48 16.25 7.48 1.75 0.27 12 BRANDYWINE REALTY TRUST BDN 94.1 1.2 288.4 143.7 9/30/2020 2144.4 170573 3.00 11/26/1996 14 4 6798 56.55 1 7 2/19/2020 3/23/2020 2/19/2020 3/23/2020 15.75 531120 USD BBG000CL6RJ3 20201208 003733 BCPC 5 40.7 180000 113.925 78.3 113.925 78.3 2.58 0.08 12 BALCHEM BCPC 88.2 0.51 254.9 92.3 9/30/2020 248.6 32351 0.67 01/21/2010 0.67 01/22/2007 14 4 2899 23.42 1 21 2/11/2020 3/12/2020 2/11/2020 3/12/2020 101.63 325998 USD BBG000BCY878 20201208 003733 BCOR 5 12.7 309000 26.51 8.37 26.51 8.37 -5.73 0.1 12 BLUCORA BCOR 65.1 1.88 139.1 93.5 9/30/2020 381.5 48044 10.00 09/13/2002 0.50 04/07/2000 14 4 6282 59.86 1 21 1/2/2020 9/25/2020 1/2/2020 9/25/2020 26.14 523930 USD BBG000BBD178 20201208 003733 BCO 7 122.4 679000 97.12 33.1685 97.12 33.1685 -0.23 12 BRINK'S COMPANY BCO 92.9 1.57 1104.6 812.9 9/30/2020 1643.6 49433 14 4 7382 55.81 1 7 1/13/2020 5/13/2020 1/13/2020 5/13/2020 90.68 561613 USD BBG000DR5QP5 20201208 003733 BDC 7 260000 56.94 25.54 56.94 25.54 -4.72 0.06 12 BELDEN BDC 95.1 1.53 1377.8 722.5 9/30/2020 1439.5 44610 2.00 07/16/2004 0.67 08/22/2000 14 4 3357 45.96 1 7 2/4/2020 3/19/2020 2/4/2020 3/19/2020 55 331420 USD BBG000Q4XNV1 20201208 003734 BDGE 5 10.6 103000 34.25 16.51 33.67 16.51 2.37 0.17 12 BRIDGE BANCORP BDGE 40 1.08 9/30/2020 513.9 19760 0.67 07/26/2004 0.33 09/01/1998 14 4 6021 66.7 1 21 12/17/2019 9/23/2020 1/2/2020 9/23/2020 33.53 522110 USD BBG000BGD220 20201208 003733 BCS 7 13 4433000 10.22 3.41 9.76 3.41 0.62 0.2 12 BARCLAYS BCS 0.6 1.58 9/30/2020 32806 4339440 0.25 05/06/2002 0.71 06/08/1990 14 4 6029 72.14 1 7 12/16/2019 3/19/2020 1/2/2020 3/19/2020 9.52 522110 USD BBG000BCZ341 20201208 003734 BECN 5 678000 38.89 11.665 38.89 11.665 -1.52 -0.07 9 BEACON ROOFING SUPPLY BECN 64.5 1.99 2976.8 1631.2 9/30/2020 2745.3 69391 0.67 06/13/2006 14 4 5031 40.43 1 21 11/20/2020 3/23/2020 11/20/2020 3/23/2020 31.98 423330 USD BBG000BKTXF2 20201208 003735 BGCP 5 37.2 2780000 6.145 2.07 6.145 2.07 0.12 0.52 12 BGC PARTNERS BGCP BGCP1 33.5 1.8 1002.3 589.2 9/30/2020 1142.7 362595 14 4 6211 63.78 1 21 1/22/2020 4/3/2020 1/22/2020 4/3/2020 5.94 523120 USD BBG000C4MWH4 20201208 003735 BG 7 17.2 1194000 62.73 29 62.73 29 3.58 0.01 12 BUNGE BG 60 0.55 10230 6577 9/30/2020 3716 139661 14 4 2079 34.95 1 7 11/24/2020 3/19/2020 11/24/2020 3/19/2020 57.55 311225 USD BBG000DGPR66 20201208 003735 BHB 6 13.1 28000 26.45 13.05 25.55 13.05 1.87 -0.02 12 BAR HARBOR BANKSHARES 38.7 0.97 9/30/2020 531.3 14929 0.67 03/22/2017 0.67 05/20/2014 14 4 6022 59.41 1 6 12/26/2019 4/16/2020 1/2/2020 4/16/2020 25.39 522110 USD BBG000JKM045 20201208 003734 BEN 7 14.9 4388000 27.6 14.91 27.6 14.91 1.59 -0.14 9 FRANKLIN RESOURCES INC BEN 34.5 1.16 5158.1 1640.3 9/30/2020 4350.5 504592 0.33 07/26/2013 0.50 01/16/1998 14 4 6282 62.6 1 7 2/18/2020 4/16/2020 2/18/2020 4/16/2020 25.98 523930 USD BBG000BD0TF8 20201208 003735 BFS 7 27.1 57000 57.16 23.49 57.16 23.49 1.25 12 SAUL CENTERS 39.9 1.07 71.6 54.5 9/30/2020 1091.2 23400 14 4 6798 64.27 1 7 1/24/2020 9/21/2020 1/24/2020 9/21/2020 52.78 531120 USD BBG000BJ5G95 20201208 003736 BHE 7 740.7 160000 37.36 14.06 37.36 14.06 -0.17 12 BENCHMARK ELECTRONICS BHE 94.3 1.13 1195.1 459.2 9/30/2020 138.9 36475 0.67 04/04/2006 0.67 11/14/2003 14 4 3672 41.25 1 7 1/22/2020 3/18/2020 1/22/2020 3/18/2020 34.36 334412 USD BBG000C4JX31 20201208 003736 BHLB 7 9 379000 33.72 8.55 33.04 8.55 -10.39 0.08 12 BERKSHIRE HILLS BANCORP BHLB 57.4 1.23 9/30/2020 702.6 50832 14 4 6035 85.28 1 7 12/20/2019 9/24/2020 1/2/2020 9/24/2020 32.88 522120 USD BBG000BB00D7 20201208 003737 BHP 7 20 2058000 63.29 29.78 63.29 29.78 3.15 0.34 6 BHP GROUP LTD BHP BHP1 0.8 0.97 21471 14824 3/31/2014 22036 2528962 0.48 07/13/2001 0.50 06/25/1996 14 4 1021 35.08 1 7 12/4/2020 3/12/2020 12/4/2020 3/12/2020 54.71 212234 USD BBG000BD5NZ4 20201208 003737 BIDU 5 92.7 4055000 151.18 82 151.18 82 1.56 -0.32 12 BAIDU BIDU 37.4 1.03 25265.5 8756.4 9/30/2020 8880.2 341076 0.10 05/12/2010 14 4 7375 28.5 1 21 11/16/2020 3/18/2020 11/16/2020 3/18/2020 126.4 517919 USD BBG000QXWHD1 20201208 003737 BIF 7 17 152000 11.9898 7.5401 11.9898 7.5401 -0.69 11 BOULDER GROWTH & INCOME COMMON 1.9 0.84 13342 5/31/2019 98271 14 4 6282 21.92 1 7 1/17/2020 3/18/2020 1/17/2020 3/18/2020 11.79 525910 USD BBG000KHJ5H9 20201208 003737 BIG 7 2.6 1311000 57.24 10.125 57.24 10.125 18.42 0.24 1 BIG LOTS BIG 70 2.48 1064 870.8 7/31/2020 279.5 39257 0.80 06/25/1997 0.80 12/26/1996 14 4 5331 67.82 1 7 8/27/2020 3/16/2020 8/27/2020 3/16/2020 28.72 452319 USD BBG000J0D904 20201208 003737 BJRI 5 15 394000 44.47 6.01 44.47 6.01 -1.18 0.18 12 BJ'S RESTAURANTS BJRI 84.6 2.38 64.6 158.4 9/30/2020 143 22317 14 4 5812 82.1 1 21 2/20/2020 3/18/2020 2/20/2020 3/18/2020 37.96 722511 USD BBG000H9LNX1 20201208 003737 BK 7 8.9 5399000 51.6 26.4 51.6 26.4 4.56 0.21 12 BANK OF NEW YORK MELLON BK 59.3 1.05 9/30/2020 27501 886136 0.50 08/14/1998 0.50 08/09/1996 14 4 6282 47.38 1 7 1/9/2020 3/18/2020 1/9/2020 3/18/2020 50.33 523920 USD BBG000BD8PN9 20201208 003737 BKE 7 12.4 467000 31.2 11.76 31.2 11.76 2.29 -0.09 1 BUCKLE BKE 49.8 1.11 378.8 172.6 10/31/2020 49408 0.67 10/31/2008 0.67 01/16/2007 14 4 5651 63.86 1 7 11/10/2020 4/2/2020 11/10/2020 4/2/2020 27.04 448140 USD BBG000BD9525 20201208 003738 BKNG 5 63.3 451000 2138.97 1107.285 2138.97 1107.29 33.55 0.2 12 BOOKING HOLDINGS INC. 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COMMON STOCK 0.3 1.23 1.4 4.4 6/30/2020 1.1 62376 12.00 12/29/2016 2.00 02/06/2015 14 4 7382 98.7 1 2 3/27/2020 3/16/2020 3/27/2020 3/16/2020 0.5 561621 USD BBG000BHHR29 20201208 003738 BKT 7 19.6 285000 6.25 5.3601 6.25 5.3601 0.31 12 BLACKROCK INCOME TRUST COMMON 12 0.77 3980 63797 14 4 6733 5.06 1 7 6/3/2020 3/19/2020 6/3/2020 3/19/2020 6.05 523991 USD BBG000BDC193 20201208 003738 BLDP 5 5958000 21.7 5.5 21.7 6.95 -0.2 12 BALLARD POWER SYSTEMS BLDP 16.4 1.73 229.5 64.5 9/30/2020 1.6 281903 0.33 06/03/1998 14 4 3379 76.17 1 1 11/23/2020 12/10/2019 11/23/2020 3/18/2020 7.18 335999 USD BBG000BNJRZ8 20201208 003738 BLK 7 23.2 590000 721.82 323.98 721.82 323.98 30.38 0.08 12 BLACKROCK BLK 61.3 1.1 8008 1167 9/30/2020 4955 152511 14 4 6211 26.9 1 7 12/3/2020 3/18/2020 12/3/2020 3/18/2020 502.7 523120 USD BBG000C2PW58 20201208 003739 BLKB 5 121.3 313000 83.7 38.22 83.7 38.22 0.47 -0.17 12 BLACKBAUD BLKB 97.3 1.14 734.5 988.8 9/30/2020 459.6 49568 14 4 7372 52.78 1 21 2/11/2020 3/18/2020 2/11/2020 3/18/2020 79.6 334614 USD BBG000BGGTW5 20201208 003738 BLDR 5 19.1 1732000 38.48 9 38.48 9 1.85 0.6 12 BUILDERS FIRSTSOURCE BLDR 70.6 2.35 1306.9 821.3 9/30/2020 1277.4 116821 14 4 5211 44.71 1 21 12/1/2020 3/16/2020 12/1/2020 3/16/2020 25.41 327120 USD BBG000BKD3K9 20201208 003740 BMA 7 3.2 415000 39.1 11.45 37.73 11.45 5.24 0.4 12 MACRO BANK BMA 6.2 1.46 9/30/2020 366.1 63900 14 4 6029 71.1 1 7 12/26/2019 10/28/2020 1/2/2020 10/28/2020 36.25 522110 USD BBG000Q44W43 20201208 003739 BLL 7 59.2 1883000 102.76 51.26 102.76 51.26 1.59 12 BALL CORP BLL 67.4 0.46 4884 5577 9/30/2020 6337 327112 0.50 05/17/2017 0.50 02/16/2011 14 4 3411 28.82 1 7 11/9/2020 3/23/2020 11/9/2020 3/23/2020 64.67 332431 USD BBG000BDDNH5 20201208 003739 BLX 7 8.9 145000 22.71 7.7301 22.71 7.7301 1.76 -0.05 12 BANCO LATINOAMERICANO BLX 25.4 1.44 9/30/2020 3138.3 39672 14 4 6029 41.81 1 7 1/17/2020 4/2/2020 1/17/2020 4/2/2020 21.38 522190 USD BBG000CWSZN2 20201208 003740 BMI 7 49.7 126000 83.825 41.5 83.825 41.5 1.68 0.09 12 BADGER METER BMI 84.9 0.78 200.1 57.2 9/30/2020 5.5 29117 0.50 09/16/2016 0.50 06/16/2006 14 4 3824 22.07 1 7 12/1/2020 3/23/2020 12/1/2020 3/23/2020 64.93 334514 USD BBG000BDGHD9 20201208 003740 BMO 7 13.1 594000 79.93 38.31 79.93 38.31 5.88 0.03 10 BANK OF MONTREAL BMO 24.3 1.32 10/31/2020 6541.1 646542 0.50 03/15/2001 14 4 7021 29.48 1 7 1/22/2020 3/18/2020 1/22/2020 3/18/2020 77.5 522110 USD BBG000DLY9B9 20201208 003740 BMRC 5 16 29000 47.77 23.8005 45.76 23.8005 2.31 0.09 12 BANK OF MARIN 34.6 0.85 9/30/2020 2.9 13616 0.50 11/28/2018 0.95 04/20/2006 14 4 6022 61.14 1 2 12/23/2019 3/23/2020 1/27/2020 3/23/2020 45.05 522110 USD BBG000C3N539 20201208 003740 BMTC 5 19.1 63000 41.405 22.2 41.39 22.2 1.66 0.08 12 BRYN MAWR BANK BMTC 77.8 0.89 9/30/2020 172.7 19958 0.50 10/02/2003 0.50 09/02/1998 14 4 6022 54.24 1 21 12/20/2019 3/19/2020 1/2/2020 3/19/2020 41.24 522110 USD BBG000BDJ2F7 20201208 003741 BNPQY 5 8.2 301000 30.13 13.1775 30.13 13.1775 3.37 0.09 12 BNP PARIBAS SPONS AD 0.6 1.78 6/30/2020 1140130 2495467 14 4 6029 71.41 1 3 1/2/2020 4/3/2020 1/2/2020 4/3/2020 29.69 522110 USD BBG000BRB1Z4 20201208 003741 BOH 7 18.6 344000 95.675 46.7 95.53 46.7 4.26 0.09 12 BANK OF HAWAII BOH 73.7 1.32 9/30/2020 85.6 40061 0.50 12/15/1997 0.67 03/16/1994 14 4 6022 69.26 1 7 12/31/2019 3/23/2020 1/2/2020 3/23/2020 95.16 522110 USD BBG000C8D8G9 20201208 003741 BNS 7 12.5 1342000 57.09 31.9382 56.78 31.9382 4.22 -0.01 10 BANK OF NOVA BNS 30 0.96 10/31/2020 5755.3 1211691 0.50 04/29/2004 0.50 02/10/1998 14 4 7029 28.66 1 7 12/12/2019 3/23/2020 1/2/2020 3/23/2020 56.49 522110 USD BBG000C2RV03 20201208 003741 BOKF 5 12.8 222000 88.2765 34.57 87.97 34.57 5.55 0.11 12 BOK FINANCIAL BOKF 30.3 1.55 9/30/2020 4803 70306 0.97 05/06/2004 0.97 05/08/2003 14 4 6021 59.49 1 21 12/17/2019 3/23/2020 1/2/2020 3/23/2020 87.4 522110 USD BBG000CFZ003 20201208 003742 BPFH 5 15.9 642000 13.08 5 13.08 5 0.5 0.04 12 BOSTON PRIVATE FINANCIAL BPFH 70.3 1.08 9/30/2020 457.2 82255 14 4 6022 73.18 1 21 1/23/2020 9/24/2020 1/23/2020 9/24/2020 12.03 522110 USD BBG000BMBGV6 20201208 003741 BOOM 5 18.4 133000 54.11 20.15 46.36 20.15 -0.41 0.66 12 DMC GLOBAL INC. COMMON STOCK BOOM 87.3 1.2 144.4 71.4 9/30/2020 11.1 14774 0.50 10/13/2005 5.00 08/27/1990 14 4 4789 57.59 1 21 12/16/2019 3/12/2020 1/6/2020 3/12/2020 44.94 213112 USD BBG000BDLPF3 20201208 003741 BP 7 20.3 19528000 40.08 14.74 40.08 14.74 -6.42 -0.01 12 BP BP 3.9 0.98 82059 73595 9/30/2020 57237 3378103 0.50 10/04/1999 0.50 06/06/1997 14 4 111 64.97 1 7 1/6/2020 10/29/2020 1/6/2020 10/29/2020 37.74 324110 USD BBG000BT4FC2 20201208 003742 BPOP 5 9.4 563000 61.455 23.69 61.455 23.69 5.52 0.01 12 POPULAR BPOP 60.8 1.17 9/30/2020 1101.6 84252 10.00 05/30/2012 0.50 07/09/2004 14 4 6022 54.16 1 21 1/17/2020 3/19/2020 1/17/2020 3/19/2020 58.75 522110 USD BBG000BDNB35 20201208 003742 BRC 7 22.3 258000 58.43 33 58.22 33 2.06 1.04 7 BRADY BRC 71.1 0.75 509.4 185.9 10/31/2020 52.6 52014 0.50 01/03/2005 0.33 12/18/1995 14 4 7382 38.95 1 7 12/20/2019 3/16/2020 1/17/2020 3/16/2020 57.26 561621 USD BBG000BDNV95 20200930 160831 BREW 5 307000 16.61 7.11 16.55 10.71 -0.37 0.16 12 CRAFT BREW ALLIANCE BREW 31 0.76 41.1 39.4 6/30/2020 32.9 19545 14 4 2082 17.89 1 21 11/26/2019 10/31/2019 1/2/2020 3/18/2020 16.5 312120 USD BBG000FDQNG8 20201208 003743 BRFS 7 16.9 3065000 9.06 2.27 9.06 2.27 0.25 -0.4 12 BRF SA BRFS 4.7 1.97 2919.2 2585.2 9/30/2020 3005.1 807707 0.25 04/08/2010 0.33 04/20/2006 14 4 2011 45.54 1 7 1/9/2020 3/18/2020 1/9/2020 3/18/2020 8.7 311615 USD BBG000BB8SJ2 20201208 003743 BRKL 5 21.9 349000 16.96 8.13 16.5 8.13 0.55 0.13 12 BROOKLINE BANCORP BRKL 79 0.74 9/30/2020 902.7 79060 0.46 07/10/2002 14 4 6035 63.36 1 21 12/18/2019 5/14/2020 1/2/2020 5/14/2020 16.46 522120 USD BBG000BFYGX4 20201208 003744 BSAC 7 13.1 509000 24.37 11.43 24.37 11.43 1.46 0.02 12 BANCO SANTANDER CHILE BSAC 8.6 0.93 9/30/2020 17904.1 471115 0.39 10/22/2012 14 4 6029 48.93 1 7 1/8/2020 3/18/2020 1/8/2020 3/18/2020 23.07 522110 USD BBG000BCZQ13 20201208 003743 BRO 7 27.5 1021000 48.69 30.7 48.69 30.7 1.63 0.15 12 BROWN & BROWN BRO 61 0.58 2494.8 2045.3 9/30/2020 1500.3 284059 0.50 03/29/2018 0.50 11/29/2005 14 4 6411 23.01 1 7 2/21/2020 3/23/2020 2/21/2020 3/23/2020 39.48 524210 USD BBG000BWSGF4 20201208 003743 BRKS 5 85.4 697000 75.43 21.19 75.43 21.19 0.88 0.33 9 BROOKS AUTOMATION BRKS 90.3 1.99 649.5 211.1 9/30/2020 49.6 73832 14 4 3559 54.81 1 21 12/4/2020 3/18/2020 12/4/2020 3/18/2020 41.96 333242 USD BBG000DX9JV7 20201208 003743 BRKR 5 52.6 625000 54.49 30.78 54.49 30.78 1.02 0.31 12 BRUKER BRKR 68.7 1.23 1796.3 645.6 9/30/2020 812.8 153108 14 4 3826 31.02 1 21 1/16/2020 4/2/2020 1/16/2020 4/2/2020 50.97 334516 USD BBG000CL1FG7 20201208 003744 BTE 7 1781000 1.62 0.19 1.62 0.19 -3.86 12 BAYTEX ENERGY BTE 10.3 3.07 143.6 181.5 9/30/2020 1425.1 561200 14 4 919 91.34 1 7 1/6/2020 3/30/2020 1/6/2020 3/30/2020 1.45 213112 USD BBG000BW3M86 20201208 003745 BTI 7 9.9 2109000 45.64 27.32 45.64 27.32 3.74 0.08 12 BRITISH AMERICAN TOBACCO BTI 3.6 0.85 17858.2 25323.6 12/31/2008 11448.9 2294243 0.50 02/14/2017 0.50 05/27/1993 14 4 111 29.28 1 7 1/15/2020 3/23/2020 1/15/2020 3/23/2020 42.46 312221 USD BBG000BWPXQ8 20201208 003745 BTO 7 2.4 101000 37 11.29 37 11.29 -9.8 12 JH BANK & THRIFT OPPORTUNITY C 2.4 1.83 4949 12/31/2018 18720 4.00 12/30/2008 0.25 12/02/1997 14 4 6282 45.44 1 7 1/2/2020 3/19/2020 1/2/2020 3/19/2020 36.3 523999 USD BBG000DH1TW7 20201208 003745 BUSE 5 11.7 148000 28 11 27.76 11 1.84 0.11 12 FIRST BUSEY BUSE 35 1.05 9/30/2020 253.8 54522 3.00 09/08/2015 0.67 08/04/2004 14 4 6022 64.52 1 21 12/18/2019 3/19/2020 1/17/2020 3/19/2020 27.5 522110 USD BBG000JNCBF4 20201208 003746 BWA 7 22.7 2474000 45.35 17 44.05 17 1.76 0.05 12 BORGWARNER BWA BWA1 82.3 1.6 3836 2329 9/30/2020 1674 244519 0.50 12/17/2013 0.50 12/18/2007 14 4 3714 41.82 1 7 12/18/2019 3/18/2020 1/2/2020 3/18/2020 43.38 336390 USD BBG000BJ49H3 20201208 003746 BXS 7 13 398000 32.97 17.21 31.61 17.21 2.1 0.14 12 BANCORP SOUTH BANK BXS 51.6 1.23 9/30/2020 301.6 102577 0.50 05/18/1998 0.50 11/21/1995 14 4 6022 60.65 1 7 12/18/2019 5/14/2020 1/2/2020 5/14/2020 31.41 522110 USD BBG000D3MJP5 20201208 003745 BVN 7 1412000 15.45 5.12 15.36 5.12 -0.51 12 BUENAVENTURA MINING BVN 48.4 0.8 648.6 565.4 9/30/2020 306 253987 0.50 07/23/2008 0.50 11/13/2003 14 4 1041 41.53 1 7 12/27/2019 3/16/2020 1/2/2020 3/16/2020 15.1 212221 USD BBG000GPXR82 20201208 003746 BXP 7 16.5 1770000 147.83 69.69 147.83 69.69 6.4 0.03 12 BOSTON PROPERTIES BXP 67.6 1.2 1981.1 638.3 9/30/2020 11811.8 155660 14 4 6798 70.34 1 7 2/19/2020 10/29/2020 2/19/2020 10/29/2020 137.86 531120 USD BBG000BS5CM9 20201208 003747 BYD 7 20.1 1271000 42.36 6.44 42.36 6.44 -1.71 12 BOYD GAMING BYD 57.6 2.22 399.5 556.9 9/30/2020 3738.9 111540 14 4 7999 37.6 1 7 12/4/2020 3/18/2020 12/4/2020 3/18/2020 29.94 713210 USD BBG000BHX9P6 20201102 144543 BWEN 5 323000 5.78 1.12 5.78 1.12 -0.06 12 BROADWIND INC 14.3 1.43 54.7 64.3 6/30/2020 0.5 16846 10.00 08/23/2012 0.07 09/08/2005 14 4 3599 94.69 1 2 7/13/2020 3/23/2020 7/13/2020 3/23/2020 1.66 333249 USD BBG000DYHZ04 20201208 003746 BXMT 7 29.2 1215000 40.62 12.67 40.62 12.67 0.98 0.05 12 BLACKSTONE MORTGAGE TRUST INC BXMT 36.3 1.35 9/30/2020 2838.2 146198 10.00 05/07/2013 3.00 04/03/2003 14 4 6798 56.27 1 7 2/21/2020 3/18/2020 2/21/2020 3/18/2020 37.22 523910 USD BBG000BGKJ70 20201208 003747 BZH 7 8.5 469000 17.23 4.3863 17.23 4.3863 1.76 -0.31 9 BEAZER HOMES USA BZH 50 2.12 1722.3 193.6 9/30/2020 1130.8 31013 5.00 10/12/2012 0.33 03/23/2005 14 4 1531 59.01 1 7 1/30/2020 3/20/2020 1/30/2020 3/20/2020 14.13 236117 USD BBG000BDLQJ7 20201102 144545 BYFC 5 927000 7.23 1.04 7.23 1.04 -0.01 12 BROADWAY FINANCIAL 2.6 0.92 6/30/2020 88.3 28039 0.50 12/02/2002 0.93 08/05/1998 14 4 6035 129.06 1 2 6/19/2020 3/19/2020 6/19/2020 3/19/2020 1.54 522120 USD BBG000BD6V58 20201208 003747 C 7 11.4 26090000 83.11 32 83.11 32 5.13 0.3 12 CITIGROUP C 54 1.94 9/30/2020 248760 2081960 10.00 05/09/2011 0.75 08/28/2000 14 4 6021 47.28 1 7 1/14/2020 3/18/2020 1/14/2020 3/18/2020 79.89 522110 USD BBG000FY4S11 20201208 003747 CAC 5 9.8 35000 48.48 25.735 48.48 25.735 3.74 0.11 12 CAMDEN NATIONAL CAC 51.8 0.96 9/30/2020 69.1 14917 0.67 10/03/2016 0.33 12/07/1998 14 4 6021 55.36 1 21 2/6/2020 5/14/2020 2/6/2020 5/14/2020 46.06 522110 USD BBG000BB1LK2 20201208 003747 CACC 5 14.6 226000 539 199.0001 539 199 22.81 0.24 12 CREDIT ACCEPTANCE CACC 42.4 1.26 7328.4 206.6 9/30/2020 4538.8 17649 0.50 12/21/1994 0.67 12/27/1993 14 4 6141 46.23 1 21 8/11/2020 3/23/2020 8/11/2020 3/23/2020 442.33 522220 USD BBG000CS0D96 20201208 003748 CAJ 7 34.2 465000 28.41 15.46 28.18 15.46 0.57 -0.13 12 CANON CAJ 0.5 0.38 17777.9 9250.3 9/30/2020 3441.4 1045775 0.67 08/28/2006 0.20 03/16/1998 14 4 3861 40.94 1 7 12/18/2019 10/19/2020 1/8/2020 10/19/2020 27.35 333316 USD BBG000BVJLF5 20201208 003748 CAKE 5 10.2 1364000 43.22 14.52 43 14.52 -4.35 0.08 12 CHEESECAKE FACTORY CAKE 69.7 1.81 244.5 614.6 9/30/2020 290 45584 0.67 12/09/2004 0.67 06/19/2001 14 4 5812 71.26 1 21 12/9/2019 3/17/2020 2/20/2020 3/17/2020 38.86 722511 USD BBG000CS8TM8 20201208 003748 CACI 7 17.8 140000 288.59 156.15 288.59 156.15 13.84 0.2 6 CACI INTERNATIONAL CACI 75.2 1 1085.9 769.2 9/30/2020 1357.5 25219 0.50 12/07/2001 0.77 09/22/1986 14 4 7379 29.12 1 7 2/19/2020 3/18/2020 2/19/2020 3/18/2020 249.99 519190 USD BBG000KQY8Y7 20201208 003748 CAG 7 17.5 3093000 39.34 22.83 39.34 22.83 2.03 0.17 5 CONAGRA BRANDS INC CAG CAG1 79.2 0.89 2885.9 3287.4 8/31/2020 8900.8 488518 0.50 10/02/1997 0.67 12/02/1991 14 4 2032 26.47 1 7 8/27/2020 3/13/2020 8/27/2020 3/13/2020 34.24 311422 USD BBG000BDXGP9 20201208 003749 CALM 5 42.6 314000 46.6576 30.74 46.6576 30.74 0.92 -0.35 5 CAL-MAINE FOODS CALM 68.9 -0.18 522.3 93.2 8/31/2020 2.4 48772 0.50 11/03/2014 0.50 04/26/2004 14 4 161 20.11 1 21 8/13/2020 3/12/2020 8/13/2020 3/12/2020 42.75 111199 USD BBG000CDMJW6 20201208 003749 CAMP 5 176000 11.94 3.7 11.0899 3.7 -2.58 0.1 2 CALAMP CAMP 51 2.59 237.9 121.5 8/31/2020 177.1 35020 0.50 03/25/1996 14 4 4899 49.33 1 21 12/19/2019 3/16/2020 2/21/2020 3/16/2020 9.58 517312 USD BBG000BDYB06 20201208 003748 CAE 7 151.4 534000 31.56 9.8 31.56 9.8 0.17 0.09 3 CAE CAE 46 1.79 2182.9 1602.9 9/30/2020 2122.5 282448 0.50 07/05/2001 14 4 3199 68.9 1 7 2/7/2020 3/18/2020 2/7/2020 3/18/2020 26.46 336413 USD BBG000KPFXB0 20201208 003749 CAMT 5 42.2 295000 20.5599 6.265 20.5599 6.265 0.47 0.39 12 CAMTEK CAMT 23.7 1.56 147.7 31.6 9/30/2020 0.5 41144 14 4 3674 61.43 1 1 11/16/2020 3/18/2020 11/16/2020 3/18/2020 10.83 334413 USD BBG000BJ4M84 20201208 003749 CAR 5 9 1714000 52.98 6.35 52.98 6.35 -6.51 0.12 12 AVIS BUDGET GROUP CAR 38.8 2.26 2482 2225 9/30/2020 14484 69683 10.00 09/05/2006 0.16 08/01/2006 14 4 7514 100.85 1 21 2/20/2020 3/18/2020 2/20/2020 3/18/2020 32.24 532111 USD BBG000FLPRH1 20201102 144551 CARV 5 1065000 22.97 1.25 22.97 1.25 -1.38 3 CARVER BANCORP 0.8 1.39 6/30/2020 13.6 3005 15.00 11/01/2011 14 4 6035 111.57 1 2 6/17/2020 3/18/2020 6/17/2020 3/18/2020 2.43 522120 USD BBG000BV2JL1 20201208 003750 CASH 5 11.8 283000 40 13.09 40 13.09 2.94 0.27 9 META FINANCIAL GROUP CASH 50.4 0.96 9/30/2020 87.5 33447 0.33 10/05/2018 0.67 01/03/1997 14 4 6036 84.94 1 21 1/30/2020 5/14/2020 1/30/2020 5/14/2020 36.51 522120 USD BBG000BKLTP8 20201208 003750 CASY 5 23.7 213000 196.575 114.01 196.575 114.01 8.07 0.09 4 CASEY'S GENERAL STORES CASY 80.5 0.86 387.2 1063.4 7/31/2020 714.5 36921 0.50 02/17/1998 0.50 02/16/1994 14 4 5411 35.38 1 21 11/10/2020 3/23/2020 11/10/2020 3/23/2020 158.99 424490 USD BBG000BF0672 20201208 003750 CASS 5 24.6 36000 58.99 28.8501 58.03 28.8501 1.76 0.06 12 CASS INFORMATION SYSTEMS CASS 51.4 0.81 9/30/2020 3 14422 0.83 12/03/2018 0.91 12/04/2017 14 4 7389 59.67 1 21 12/20/2019 3/23/2020 1/2/2020 3/23/2020 57.74 561499 USD BBG000BCXN49 20201102 144554 CBAT 5 7070000 4.98 0.36 4.98 0.36 -0.18 12 CBAK ENERGY TECHNOLOGY INC. COMMON STOCK 0.4 2.01 28.5 59 6/30/2020 9.5 65150 100.00 12/19/2014 5.00 10/26/2012 14 4 3691 271.11 1 2 10/6/2020 3/24/2020 10/6/2020 3/24/2020 1.15 335911 USD BBG001CPXMF7 20201208 003750 CATO 7 7 228000 19.05 6.07 17.975 6.07 -1.77 -0.07 1 CATO CATO 53.1 0.87 362.8 199.3 10/31/2020 16 22934 0.67 06/28/2005 0.67 06/29/1993 14 4 5699 55.78 1 7 12/10/2019 10/29/2020 1/8/2020 10/29/2020 17.4 448190 USD BBG000JX7SX1 20201208 003751 CATY 5 10.8 440000 38.91 17.58 38.38 17.58 2.83 0.15 12 CATHAY GENERAL BANCORP CATY 65.4 1.46 9/30/2020 818.2 79661 0.50 09/29/2004 0.50 05/10/2002 14 4 6022 65.15 1 21 12/20/2019 3/23/2020 1/2/2020 3/23/2020 38.05 522110 USD BBG000C668L5 20201208 003752 CB 7 30.7 2167000 167.74 87.35 167.74 87.35 5.06 0.03 12 CHUBB CB 91 0.69 9/30/2020 13867 451371 0.33 03/03/1998 0.50 05/06/1996 14 4 6331 36.87 1 7 2/6/2020 3/18/2020 2/6/2020 3/18/2020 155.66 524126 USD BBG000BR14K5 20201208 003750 CAT 7 29.9 2902000 183.81 87.5 183.81 87.5 6.09 0.13 12 CATERPILLAR CAT 49.5 0.89 39193 26621 9/30/2020 26153 543258 0.50 07/14/2005 0.50 07/14/1997 14 4 3531 43.65 1 7 12/4/2020 3/12/2020 12/4/2020 3/12/2020 147.68 333120 USD BBG000BF0K17 20201208 003752 CBB 7 533000 16.05 7 16.05 10.33 -1.6 12 CINCINNATI BELL CBB 54.1 0.4 403.8 523.5 9/30/2020 1841.8 50681 5.00 10/05/2016 0.50 06/02/1997 14 4 4813 5.55 1 7 3/6/2020 12/10/2019 3/6/2020 1/3/2020 10.47 517311 USD BBG000D8YF24 20201208 003752 CBD 7 28.1 481000 22.64 9.39 22.64 9.39 0.49 -0.08 12 BRAZILIAN DISTRIBUTION CBD 5.1 1.04 3859.5 4488.8 9/30/2020 2077.2 268113 0.50 10/18/2010 14 4 5411 43.66 1 7 1/10/2020 5/15/2020 1/10/2020 5/15/2020 21.87 445110 USD BBG000J7LRY3 20201208 003752 CBRE 7 20.5 1879000 65.91 29.168 65.91 29.168 3.21 0.21 12 CBRE GROUP CBRE 76.1 1.39 7316.3 6260.8 9/30/2020 1768.2 335456 0.33 06/02/2006 14 4 6531 62.74 1 7 12/4/2020 3/23/2020 12/4/2020 3/23/2020 61.29 522292 USD BBG000C04224 20201208 003752 CBRL 5 34.9 411000 170.1 53.61 170.1 53.61 4.04 0.11 7 CRACKER BARREL OLD CBRL 55.3 1.56 643 451.1 10/31/2020 910 23721 0.67 03/22/1993 0.67 03/23/1992 14 4 5812 59.66 1 21 2/25/2020 3/19/2020 2/25/2020 3/19/2020 153.74 722511 USD BBG000BF33K1 20201208 003752 CBSH 5 23.5 466000 68.4952 43.3429 68.4952 43.3429 2.7 0.12 12 COMMERCE BANCSHARES CBSH CBSH1 50.7 0.96 9/30/2020 2.4 117121 0.95 12/01/2020 0.95 12/02/2019 14 4 6022 40.59 1 21 2/6/2020 3/23/2020 2/6/2020 3/23/2020 64.7 522110 USD BBG000BF3G77 20201208 003752 CBT 7 39 328000 48.75 20 48.18 20 -4.21 -0.03 9 CABOT CBT 74 1.69 978 529 9/30/2020 1094 56600 0.50 03/25/1996 0.50 08/18/1994 14 4 2895 49.88 1 7 12/13/2019 3/20/2020 1/2/2020 3/20/2020 47.52 325180 USD BBG000BF3WW4 20201208 003752 CBU 7 21.2 215000 72.63 47.0101 72.63 47.0101 3.05 0.08 12 COMMUNITY BANK SYSTEM CBU 73.6 0.66 9/30/2020 344.9 53542 0.50 04/13/2004 0.50 03/13/1997 14 4 6021 55.36 1 7 1/17/2020 3/23/2020 1/17/2020 3/23/2020 70.94 522110 USD BBG000BF4D19 20201208 003753 CBZ 7 17.4 236000 28.73 16.85 28.73 16.85 1.42 0.17 12 CBIZ CBZ 67.6 0.64 456 365.9 9/30/2020 104.3 54531 0.50 07/01/1996 14 4 7389 32.95 1 7 2/18/2020 3/20/2020 2/18/2020 3/20/2020 26.96 561990 USD BBG000FQD1Z0 20201208 003753 CCF 6 31.1 23000 125.54 52 119.51 52 3.62 0.05 8 CHASE 63 0.62 177.8 23.1 8/31/2020 25 9445 0.50 06/28/2007 14 4 2851 36 1 6 12/12/2019 3/18/2020 1/2/2020 3/18/2020 118.48 325510 USD BBG000BL9JB7 20201208 003753 CCEP 7 25.3 2458000 57.11 28.35 57.11 28.35 1.87 0.01 12 COCA-COLA EUROPEAN PARTNERS PLC CCEP 20.3 0.84 3768.7 4997.8 12/31/2018 6492.9 454588 0.33 05/13/1997 14 4 2086 55.58 1 7 2/21/2020 3/23/2020 2/21/2020 3/23/2020 50.88 0 USD BBG00B6BFWH9 20201208 003754 CCI 7 101.5 2086000 180 114.18 180 114.18 1.61 0.11 12 CROWN CASTLE CCI 69.2 0.34 1204 1924 9/30/2020 18021 431298 14 4 6798 22.49 1 7 7/6/2020 3/24/2020 7/6/2020 3/24/2020 142.15 531390 USD BBG000FV1Z23 20201208 003754 CCJ 7 108 2118000 12.33 5.301 12.33 5.301 -0.01 -0.17 12 CAMECO CCJ 43.9 0.88 1404.4 215.6 9/30/2020 774.7 395846 0.50 02/23/2006 0.33 01/07/2005 14 4 616 45.86 1 7 7/20/2020 3/18/2020 7/20/2020 3/18/2020 8.9 212291 USD BBG000DSZTN6 20201208 003754 CCK 7 25.5 758000 99.855 42.97 99.855 42.97 3.85 0.06 12 CROWN HOLDINGS CCK 72.2 1.16 4002 3899 9/30/2020 7818 134763 0.33 06/01/1992 0.33 10/03/1988 14 4 3411 30.38 1 7 11/9/2020 3/23/2020 11/9/2020 3/23/2020 72.54 332431 USD BBG000BF6756 20201208 003754 CCL 7 5.9 80966000 51.94 7.8 51.94 7.8 -10.41 0.22 11 CARNIVAL CCL 19.3 2.35 2059 9127 8/31/2020 9675 1104015 0.50 06/15/1998 0.50 12/15/1994 14 4 4489 135.96 1 7 1/17/2020 4/2/2020 1/17/2020 4/2/2020 50.83 487110 USD BBG000BF6LY3 20201208 003754 CCMP 5 31.1 252000 174.87 85.262 174.87 85.262 4.9 0.16 9 CMC MATERIALS INC CCMP 89 1.13 577.1 181.3 9/30/2020 910.8 29082 14 4 3674 65.15 1 21 8/11/2020 3/18/2020 8/11/2020 3/18/2020 144.32 334413 USD BBG000BP3NW2 20201208 003754 CCO 7 2464000 3.1 0.3625 3.1 0.3625 -1.08 12 CLEAR CHANNEL OUTDOOR CCO 62.1 0.34 1201.9 1160.2 9/30/2020 5063.7 467276 14 4 7312 73.52 1 7 1/21/2020 3/23/2020 1/21/2020 3/23/2020 2.86 541850 USD BBG000SSC5C9 20201208 003755 CCU 7 22.8 393000 20.22 10.72 20.22 10.72 0.69 0.04 12 UNITED BREWERIES COMPANY 16.1 1.05 1051.5 643.9 9/30/2020 311.2 184751 0.40 12/20/2012 14 4 2082 46.22 1 7 1/10/2020 10/30/2020 1/10/2020 10/30/2020 18.97 312120 USD BBG000BBCT50 20201208 003755 CCRN 5 362000 13.42 4.5 13.42 4.5 -0.52 12 CROSS COUNTRY HEALTHCARE CCRN 74.6 1.04 183.4 85.5 9/30/2020 71 37563 14 4 7363 77.63 1 21 3/19/2020 5/14/2020 3/19/2020 5/14/2020 11.62 561330 USD BBG000DGM5N8 20201208 003755 CCOI 5 132.4 449000 92.9591 53.2 92.9591 53.2 0.44 12 COGENT COMMUNICATIONS HOLDINGS CCOI 60.3 0.04 475.7 89.7 9/30/2020 782.5 47251 20.00 03/24/2005 14 4 4899 35.44 1 21 4/22/2020 11/6/2020 4/22/2020 11/6/2020 65.81 517919 USD BBG000D0SMY8 20201208 003755 CDE 7 4795000 9.25 1.98 9.25 1.98 -1.17 12 COUER MINING INC CDE 63.3 1.92 210.4 190.7 9/30/2020 272.8 243734 10.00 05/27/2009 0.98 04/10/1984 14 4 1041 89.83 1 7 8/5/2020 3/16/2020 8/5/2020 3/16/2020 8.08 212221 USD BBG000BF8TF5 20201208 003755 CDNS 5 30.1 1512000 127.5 51.39 127.5 51.39 3.93 0.47 12 CADENCE DESIGN SYSTEMS CDNS 78.8 1 1169.3 672.4 9/30/2020 346 278931 0.50 11/17/1997 0.67 06/03/1996 14 4 7372 39.69 1 21 11/9/2020 3/18/2020 11/9/2020 3/18/2020 69.36 511210 USD BBG000C13CD9 20201208 003756 CDZI 5 101000 12.93 8.42 12.93 8.42 -1.15 12 CADIZ CDZI 14.7 -0.33 16.1 4.8 9/30/2020 137.6 35544 25.00 12/18/2003 14 4 4941 20.66 1 1 4/9/2020 2/28/2020 4/9/2020 2/28/2020 11.02 221310 USD BBG000CSMLT2 20201208 003756 CE 7 27 1027000 138.31 52.7 138.31 52.7 4.91 0.11 12 CELANESE CE 78.3 1.26 2765 1754 9/30/2020 3409 116895 14 4 2821 37.65 1 7 11/24/2020 3/18/2020 11/24/2020 3/18/2020 123.12 325199 USD BBG000JYP7L8 20201208 003756 CENT 5 17.4 93000 44.8 23.82 44.8 23.82 2.23 0.28 9 CENTRAL GARDEN & PET CENT 13.7 0.57 1525.3 440.3 9/30/2020 694 54843 0.33 02/06/2007 14 4 2047 35.89 1 21 8/6/2020 3/23/2020 8/6/2020 3/23/2020 31.07 311111 USD BBG000BFD605 20201208 003757 CEO 7 6.9 282000 181.13 81.11 181.13 81.11 14.04 -0.01 12 CNOOC CEO 1 1.19 31428.1 13925 12/31/2010 20777.4 446475 14 4 1311 76.88 1 7 1/13/2020 3/18/2020 1/13/2020 3/18/2020 166.67 211111 USD BBG000C2F2Y3 20201208 003757 CENX 5 1025000 12.14 2.91 12.14 2.91 -1.03 12 CENTURY ALUMINUM CENX 36.8 2.92 487.3 233.7 9/30/2020 269.2 89485 14 4 3334 73.64 1 21 12/4/2020 4/3/2020 12/4/2020 4/3/2020 7.52 331318 USD BBG000BW1LS8 20201208 003757 CEQP 7 6.2 637000 32.97 2.65 32.97 2.65 -1.32 12 CRESTWOOD EQUITY PARTNERS LP CEQP 40 3.68 376.4 357.8 9/30/2020 2328.3 73534 10.00 11/24/2015 0.50 01/13/2004 14 4 1389 57.76 1 7 1/16/2020 3/18/2020 1/16/2020 3/18/2020 30.82 213112 USD BBG000D3ZFH8 20201009 144212 CETV 5 16.3 730000 5.03 1.8 4.58 1.8 0.28 12 CENTRAL EUROPEAN MEDIA CETV 12.8 1.43 350 156 6/30/2020 600.3 254599 0.50 11/05/2003 0.50 01/10/2003 14 4 4833 30.6 1 21 10/17/2019 3/16/2020 10/7/2020 3/16/2020 4.53 515120 USD BBG000MTPB18 20201208 003757 CFFN 5 26.3 769000 14.23 8.75 14.03 8.75 0.47 -0.04 9 CAPITOL FEDERAL FINANCIAL CFFN 88.6 0.33 9/30/2020 1789.3 138792 0.44 12/22/2010 14 4 6035 37.44 1 21 12/20/2019 9/23/2020 1/17/2020 9/23/2020 13.73 522120 USD BBG000C34488 20201208 003757 CEVA 5 31730.6 129000 46.5 20.45 46.5 20.45 0.07 -0.37 12 CEVA CEVA 61.7 1.09 178.6 26.4 9/30/2020 22250 14 4 3674 36.86 1 21 8/10/2020 3/16/2020 8/10/2020 3/16/2020 26.96 334413 USD BBG000BN3P07 20201208 003758 CFR 7 16.3 355000 99.42 47.69 98.21 47.69 5.33 0.1 12 CULLEN FROST BANKERS CFR 75.2 1.48 9/30/2020 235.2 62855 0.50 06/23/1999 0.50 06/24/1996 14 4 6021 64.35 1 7 12/17/2019 3/23/2020 1/2/2020 3/23/2020 97.78 522110 USD BBG000C2PL98 20201208 003757 CF 7 29.8 3354000 48.88 19.73 48.19 19.73 1.33 -0.16 12 CF INDUSTRIES HOLDINGS CF 74.6 1.29 974 665 9/30/2020 3957 213916 0.20 06/18/2015 14 4 2873 48.12 1 7 12/27/2019 3/18/2020 1/2/2020 3/18/2020 47.74 325311 USD BBG000BWJFZ4 20201208 003758 CGNX 5 70.1 618000 76.74 35.2 76.74 35.2 1.09 0.11 12 COGNEX CGNX 87.3 1.64 1009.1 163.1 9/30/2020 174633 0.50 12/04/2017 0.50 09/17/2013 14 4 3823 36.68 1 21 12/4/2020 3/12/2020 12/4/2020 3/12/2020 56.04 334513 USD BBG000BPBVW5 20201208 003758 CHA 7 7.8 124000 41.89 26.6603 41.55 26.6603 3.87 0.03 12 CHINA TELECOM 0.6 0.68 11167.9 40388.4 9/30/2020 4891.1 809320 14 4 4813 48.65 1 7 12/30/2019 3/19/2020 1/2/2020 3/19/2020 41.19 517110 USD BBG000PCNQN7 20201208 003758 CHCO 5 12.4 56000 83.07 53.06 82.715 53.06 5.53 0.1 12 CITY HOLDING CHCO 66.4 0.63 9/30/2020 4.1 15788 0.91 10/30/1996 0.91 10/30/1995 14 4 6021 51.86 1 21 12/20/2019 5/14/2020 1/17/2020 5/14/2020 81.95 522110 USD BBG000BFJFX3 20201208 003758 CHD 7 27.2 1820000 98.96 47.98 98.96 47.98 3.17 0.1 12 CHURCH & DWIGHT COMPANY CHD 63.4 0.4 956.4 1092.3 9/30/2020 1810.2 248450 0.50 09/02/2016 0.50 06/02/2011 14 4 2841 28.47 1 7 9/2/2020 3/16/2020 9/2/2020 3/16/2020 70.34 325611 USD BBG000BFJT36 20201208 003759 CHDN 5 50.8 214000 203.17 52.9 203.17 52.9 -2.39 0.31 12 CHURCHILL DOWNS CHDN 64.9 1.37 221.2 301.2 9/30/2020 1469.9 39455 0.33 01/28/2019 0.50 04/15/1998 14 4 7948 44.51 1 21 11/9/2020 3/18/2020 11/9/2020 3/18/2020 137.2 711212 USD BBG000BGXMG9 20201208 003759 CHH 7 55 298000 109.26 46.25 109.26 46.25 1.97 12 CHOICE HOTELS CHH 66.2 1.49 236.6 325.9 9/30/2020 844.1 55458 0.50 10/24/2005 14 4 7011 45.47 1 7 2/18/2020 3/18/2020 2/18/2020 3/18/2020 103.43 721110 USD BBG000BPBTL2 20201208 003759 CHL 7 7.5 2270000 44.93 29.67 44.93 29.67 3.96 -0.01 12 CHINA MOBILE CHL 0.9 0.48 80859.8 70513.4 6/30/2007 762.3 4095097 0.25 07/05/2000 14 4 4899 31.23 1 7 1/24/2020 12/4/2020 1/24/2020 12/4/2020 42.27 517919 USD BBG000BB0P33 20201208 003759 CHKP 5 20.4 969000 130.98 80.06 130.98 80.06 5.9 0.1 12 CHECK POINT SOFTWARE CHKP 45.7 0.7 2134.2 1396.7 9/30/2020 140200 0.67 02/13/2001 0.50 07/26/2000 14 4 7372 22.15 1 21 9/2/2020 3/12/2020 9/2/2020 3/12/2020 110.96 511210 USD BBG000K82ZT8 20201208 003800 CHS 7 1976000 4.46 0.9091 4.46 0.9091 -2.47 -0.07 1 CHICO'S FAS CHS 54.8 1.56 422.8 405.7 10/31/2020 42.5 119917 0.50 02/23/2005 0.50 07/30/2002 14 4 5621 95.62 1 7 1/9/2020 10/2/2020 1/9/2020 10/2/2020 3.81 448120 USD BBG000BLVBC8 20201208 003800 CHRW 5 27.5 1283000 106.75 56.9393 106.75 56.9393 3.38 0.07 12 CH ROBINSON WORLDWIDE CHRW 73.9 0.66 2640.1 1556 9/30/2020 1092.4 135946 0.50 10/17/2005 0.50 12/04/2000 14 4 4731 42.64 1 21 10/8/2020 3/16/2020 10/8/2020 3/16/2020 78.2 488510 USD BBG000BTCH57 20201208 003800 CHT 7 25.4 72000 39.465 34.46 39.465 34.46 1.51 -0.02 12 CHUNGHWA TELECOM CHT 1.7 0.05 2462 2089.6 9/30/2020 56.3 775745 1.25 01/07/2011 0.91 07/30/2009 14 4 4812 9.85 1 7 6/30/2020 3/18/2020 6/30/2020 3/18/2020 36.9 517100 USD BBG000BBYJ94 20201208 003800 CHU 7 9.7 407000 9.45 5.08 9.45 5.08 0.61 -0.05 12 CHINA UNICOM CHU 0.3 1.06 12756.9 31312.9 9/30/2020 1047.6 3059800 14 4 4812 41.21 1 7 1/2/2020 3/19/2020 1/2/2020 3/19/2020 9.36 517210 USD BBG000DYS6T5 20201208 003800 CI 7 15.1 1889000 224.96 118.5 224.96 118.5 14.41 0.11 12 CIGNA CI CI1 80.9 0.87 9/30/2020 31893 361267 0.33 06/05/2007 0.33 05/18/1998 14 4 6324 58.86 1 7 11/11/2020 3/18/2020 11/11/2020 3/18/2020 204.49 524114 USD BBG00KXRCDP0 20201208 003801 CIB 7 28.2 233000 56.1 16.27 56.1 16.27 1.25 0.11 12 BANCOLOMBIA CIB 9.4 1.47 9/30/2020 9514.7 240457 14 4 6029 45.02 1 7 1/8/2020 3/23/2020 1/8/2020 3/23/2020 54.79 522110 USD BBG000FCN5H1 20201102 144619 CIDM 5 2269000 6 0.25 6 0.25 -0.42 3 CINEDIGM CORP. CLASS A COMMON 3 2.12 61.1 128 6/30/2020 19.1 121647 10.00 05/10/2016 14 4 7812 58.82 1 1 6/4/2020 3/23/2020 6/4/2020 3/23/2020 0.7 512110 USD BBG000BRSS32 20201208 003801 CIEN 7 19.2 1713000 61.515 30.58 61.515 30.58 2.44 10 CIENA CORPORTION CIEN 68 0.78 2381.8 845.9 7/31/2020 680.4 154320 7.00 09/25/2006 0.50 09/19/2000 14 4 3661 27.16 1 7 8/7/2020 3/16/2020 8/7/2020 3/16/2020 42.69 334210 USD BBG000BP1152 20201208 003801 CIG 7 16.8 6608000 3.75 1.28 3.75 1.28 0.15 -0.03 12 ENERGY COMPANY OF MINAS CIG CIG1 6.7 0.51 1967 1697.1 6/30/2020 2334.1 1580637 0.96 08/13/2020 0.77 01/13/2014 14 4 4911 44.79 1 7 2/6/2020 5/14/2020 2/6/2020 5/14/2020 3.41 221118 USD BBG000BBKV10 20201208 003801 CIR 7 117000 46.79 8 46.59 8 -8.51 12 CIRCOR INTERNATIONAL CIR 86.4 2.69 580.6 241.9 9/30/2020 636.3 19998 14 4 3492 74.98 1 7 12/31/2019 3/18/2020 1/2/2020 3/18/2020 46.24 332912 USD BBG000C37Q68 20201208 003802 CKH 7 72.6 87000 47.7 22.23 47.7 22.23 0.5 -0.22 12 SEACOR HOLDINGS CKH 83.4 0.88 331.5 210 9/30/2020 255.6 20372 0.67 06/16/2000 14 4 4789 58.21 1 7 1/2/2020 3/23/2020 1/2/2020 3/23/2020 43.15 483111 USD BBG000BLFC07 20201208 003801 CINF 5 17 1060000 115.53 46.07 115.53 46.07 4.87 0.31 12 CINCINNATI FINANCIAL CORP CINF 43.1 0.56 9/30/2020 788 160897 0.95 04/04/2005 0.95 04/28/2004 14 4 6331 54.61 1 21 2/18/2020 5/14/2020 2/18/2020 5/14/2020 105.15 524126 USD BBG000BFPK65 20201208 003801 CIGI 5 57.7 60000 93.3 33.93 93.3 33.93 1.6 0.17 12 COLLIERS INTERNATIONAL GROUP INC. SUBORDINATE VOTI 40.7 1.48 718.1 924.3 9/30/2020 607.2 40049 0.88 07/23/2007 0.50 12/13/2004 14 4 7599 46.61 1 21 12/3/2020 3/23/2020 12/3/2020 3/23/2020 77.97 531312 USD BBG000BN6P22 20201208 003802 CL 7 27 3785000 86.41 58.49 86.41 58.49 3.15 0.03 12 COLGATE-PALMOLIVE CL 61.2 0.6 4179 4038 9/30/2020 7333 857169 0.50 05/16/2013 0.50 07/01/1999 14 4 2844 20.12 1 7 11/20/2020 3/23/2020 11/20/2020 3/23/2020 68.84 325611 USD BBG000BFQYY3 20201208 003802 CLAR 5 39.5 155000 17.75 7.8455 17.75 7.8455 0.37 0.07 12 CLARUS CORP CLAR 42.6 0.87 120.9 24.6 9/30/2020 22.7 31063 1.00 08/07/2020 1.00 05/08/2020 14 4 3949 44.85 1 21 10/28/2020 3/20/2020 10/28/2020 3/20/2020 13.5 339920 USD BBG000C6QPN3 20201208 003802 CLB 7 6.5 457000 48.4039 6.68 41.61 6.68 -2.27 -0.17 12 CORE LABORATORIES CLB 72.3 3.57 221.2 111.6 9/30/2020 305.3 44495 0.50 07/09/2010 0.50 12/22/1997 14 4 1389 96.45 1 7 12/30/2019 3/18/2020 1/7/2020 3/18/2020 37.67 213112 USD BBG000JKCWS0 20201208 003803 CLCT 5 52.3 156000 81 13.26 81 13.26 1.46 0.06 6 COLLECTORS UNIVERSE CLCT 42.8 1.74 35.3 20.1 9/30/2020 0.9 9026 0.91 10/16/2008 4.00 12/09/2002 14 4 8999 70.16 1 1 11/30/2020 3/16/2020 11/30/2020 3/16/2020 23.05 561499 USD BBG000C21S35 20201208 003803 CLF 7 144.5 11791000 12.68 2.63 12.68 2.63 -0.27 0.09 12 CLEVELAND-CLIFFS INC CLF CLF1 51.6 2.05 897.9 409.4 9/30/2020 2113.8 399242 0.50 05/16/2008 0.50 07/03/2006 14 4 3324 62.26 1 7 12/4/2020 3/19/2020 12/4/2020 3/19/2020 8.4 331512 USD BBG000BFRF55 20201208 003803 CLH 7 35.2 357000 88.4 29.4501 88.4 29.4501 2.15 -0.06 12 CLEAN HARBORS CLH 72.4 1.79 1400.9 720.1 9/30/2020 1554.1 55246 0.50 07/27/2011 14 4 9511 52.04 1 7 2/20/2020 3/19/2020 2/20/2020 3/19/2020 85.75 562211 USD BBG0001JDTQ0 20201208 003803 CLGX 7 26.1 1022000 79.21 24.69 79.21 24.69 2.97 -0.05 12 CORELOGIC CLGX 45.7 1.28 446.5 656.3 9/30/2020 1610.5 77779 0.33 07/20/1998 0.67 01/16/1998 14 4 7379 33.76 1 7 11/20/2020 3/23/2020 11/20/2020 3/23/2020 43.71 519190 USD BBG000C2H3F0 20201208 003803 CLI 7 15.6 606000 23.89 10.345 23.89 10.345 -2.01 0.24 12 MACK-CALI REALTY CLI 68 1.02 1110.5 242 9/30/2020 2808.5 90712 14 4 6798 72.13 1 7 1/17/2020 11/6/2020 1/17/2020 11/6/2020 23.13 531120 USD BBG000CL1HL7 20201208 003805 CMA 7 14.8 2399000 73.43 24.28 72.23 24.28 3.66 0.2 12 COMERICA CMA 64.7 1.56 9/30/2020 7269 139088 0.67 04/02/1998 0.50 01/05/1993 14 4 6021 82.19 1 7 12/16/2019 3/19/2020 1/2/2020 3/19/2020 71.75 522110 USD BBG000C75N77 20201208 003804 CLS 7 31.9 367000 9.29 2.63 9.29 2.63 0.26 -0.02 12 CELESTICA CLS 28.3 2.6 2592 1474.3 9/30/2020 566.1 129056 0.50 12/22/1999 14 4 3352 63.4 1 7 1/30/2020 3/18/2020 1/30/2020 3/18/2020 8.27 334111 USD BBG000BPS2C3 20201208 003804 CLX 7 21.9 1843000 239.87 148.9 239.87 150.95 9.13 0.11 6 CLOROX CLX 55.7 0.22 2020 1418 9/30/2020 2780 126050 0.50 08/24/1999 0.50 09/03/1997 14 4 2842 39.78 1 7 8/5/2020 12/18/2019 8/5/2020 1/8/2020 153.54 812320 USD BBG000BFS7D3 20201208 003804 CM 7 13.6 320000 86.83 46.45 86.83 46.45 6.4 -0.02 10 CANADIAN IMP BK OF CMRC CM 25.6 1.11 10/31/2020 4439.5 447081 14 4 7021 21.11 1 7 12/4/2020 3/23/2020 12/4/2020 3/23/2020 83.2 522110 USD BBG000FKTHQ1 20201208 003805 CMC 7 8.5 1070000 24.04 10.76 24.04 10.76 2.35 0.14 8 COMMERCIAL METALS CMC 77.2 1.2 2214.1 745.3 8/31/2020 1065.5 120068 0.50 05/23/2006 0.50 01/11/2005 14 4 3312 52.72 1 7 1/6/2020 3/19/2020 1/6/2020 3/19/2020 22.27 331110 USD BBG000BFSND8 20201102 144628 CMCL 6 8.3 53000 29.39 6.51 29.39 6.51 1.97 0.57 12 CALEDONIA MINING CORP PLC 15.3 1.21 29.8 9.9 6/30/2020 1.9 12119 5.00 06/27/2017 10.00 04/12/2013 14 4 1041 71.77 1 6 7/27/2020 3/19/2020 7/27/2020 3/19/2020 8.42 212221 USD BBG000CQHQS2 20201208 003805 CMCO 5 54.2 87000 42.33 19.2 40.45 19.2 0.74 0.13 3 COLUMBUS MCKINNON CMCO 99.3 1.38 382.7 155.3 9/30/2020 246.9 23899 14 4 3531 47.23 1 21 12/10/2019 3/18/2020 1/2/2020 3/18/2020 40.03 333120 USD BBG000BCWWV0 20201208 003805 CMCSA 5 22.9 18947000 52.49 31.705 52.49 31.705 2.26 0.12 12 COMCAST CMCSA 81.7 1 25392 30292 9/30/2020 97765 4575323 0.50 02/21/2017 0.67 02/22/2007 14 4 4841 33.5 1 21 11/24/2020 3/23/2020 11/24/2020 3/23/2020 44.97 515210 USD BBG000BFT2L4 20201208 003806 CME 5 30.6 1823000 225.36 131.8 225.36 131.8 6.02 0.12 12 CME GROUP CME 81.2 0.39 39567.8 38522.5 9/30/2020 3743.2 358991 0.20 07/23/2012 14 4 6231 37.68 1 21 2/27/2020 3/19/2020 2/27/2020 3/19/2020 200.72 523210 USD BBG000BHLYP4 20201208 003806 CMG 7 156.8 280000 1384.461 415 1384.46 415 8.51 -0.03 12 CHIPOTLE MEXICAN GRILL CMG 84.4 1.37 1072.2 666.6 9/30/2020 3.8 27980 14 4 5812 38.74 1 7 9/2/2020 3/18/2020 9/2/2020 3/18/2020 837.11 722513 USD BBG000QX74T1 20201208 003806 CMI 7 20.5 1191000 244.67 101.025 244.67 101.025 10.73 0.1 12 CUMMINS CMI 89.3 1.12 9387 6260 9/30/2020 1576 148007 0.50 01/03/2008 0.50 04/10/2007 14 4 3519 28.76 1 7 11/9/2020 3/23/2020 11/9/2020 3/23/2020 178.96 333618 USD BBG000BGPTV6 20201208 003807 CMP 7 26.9 178000 66.14 34.3901 66.14 34.3901 2.43 -0.22 12 COMPASS MINERALS CMP 83.3 1.66 785 295.6 9/30/2020 1364.2 33955 14 4 1099 38.76 1 7 2/12/2020 4/3/2020 2/12/2020 4/3/2020 60.96 212299 USD BBG000C42WS4 20201208 003806 CMO 7 677000 8.42 1.97 8.42 1.97 -1.43 -0.18 12 CAPSTEAD MORTGAGE CMO 63.4 1.54 9/30/2020 98.4 96481 2.00 07/02/2001 2.00 05/09/2000 14 4 6798 41.77 1 7 2/6/2020 3/18/2020 2/6/2020 3/18/2020 7.92 531110 USD BBG000C2DJ32 20201208 003807 CMPGY 5 185.1 306000 25.78 11.122 25.78 11.122 0.11 0.07 9 COMPAS GROUP PLC 0.6 1.19 5707 6052.7 4941.5 1783873 14 4 70.92 1 3 1/15/2020 3/19/2020 1/15/2020 3/19/2020 25.25 0 USD BBG000BX9406 20201208 003807 CMPR 5 44.6 130000 126.74 40.8 126.46 40.8 1.99 0.19 6 CIMPRESS PLC ORDINARY SHARES CMPR 59.7 1.65 248.4 486.8 9/30/2020 1415.7 26004 14 4 2759 61.3 1 21 12/27/2019 4/3/2020 1/2/2020 4/3/2020 125.77 323113 USD BBG00R0TMXH1 20201208 003807 CMS 7 22.2 1892000 69.17 46.03 69.17 46.03 2.69 0.07 12 CMS ENERGY CMS 89.1 0.13 2331 1484 9/30/2020 12996 286334 14 4 4931 25.59 1 7 2/21/2020 3/23/2020 2/21/2020 3/23/2020 62.84 221118 USD BBG000BFVXX0 20201208 003807 CMTL 5 67.7 176000 37.34 11.48 37.34 11.48 0.28 -0.28 7 COMTECH TELECOMMUNICATIONS CMTL 67 2 277.1 159.7 7/31/2020 149.5 25010 0.67 04/05/2005 0.67 07/15/2003 14 4 3663 63.84 1 21 1/28/2020 4/2/2020 1/28/2020 4/2/2020 35.49 334220 USD BBG000BFW9K6 20201208 003808 CNHI 7 12 2301000 11.43 5.06 11.43 5.06 -0.41 0.15 12 CNH INDUSTRIAL NV CNHI 60 1.81 36882 16342 9/30/2020 24854 1351329 14 4 3531 44.72 1 7 12/4/2020 3/23/2020 12/4/2020 3/23/2020 11 333111 USD BBG0059JSF49 20201208 003808 CNA 7 17.2 228000 51.3 25.18 51.3 25.18 2.12 0.08 12 CNA FINANCIAL CNA 8 0.78 9/30/2020 2679 271389 0.33 06/02/1998 14 4 6331 35.01 1 7 2/10/2020 5/15/2020 2/10/2020 5/15/2020 44.81 524126 USD BBG000BFYB47 20201208 003808 CNI 7 29.2 738000 112.97 65.13 112.97 65.13 3.72 0.09 12 CANADIAN NATIONAL RAILWAY CNI 35.1 0.84 2199.5 3331.9 9/30/2020 9222.5 710200 0.50 12/02/2013 0.50 03/01/2006 14 4 4531 23.71 1 7 10/16/2020 3/18/2020 10/16/2020 3/18/2020 90.45 482111 USD BBG000HS74G6 20201208 003808 CNO 7 7.4 885000 23.36 8.79 23.36 8.79 3.12 0.61 12 CNO FINANCIAL GROUP CNO 97.5 1.36 9/30/2020 3785.9 138985 0.50 02/12/1997 0.50 04/02/1996 14 4 6311 51.24 1 7 12/4/2020 3/23/2020 12/4/2020 3/23/2020 18.13 524114 USD BBG000Q1GK24 20201208 003808 CNOB 5 11.2 133000 26.5 8.855 26.38 8.855 1.74 0.21 12 CONNECTONE BANCORP INC CNOB 54 1.34 9/30/2020 629.2 39764 100.00 04/27/2007 105.00 05/26/2005 14 4 6022 76.63 1 21 12/18/2019 3/19/2020 1/2/2020 3/19/2020 25.72 522110 USD BBG000BD2D25 20201208 003809 CNP 7 13.3 5977000 27.53 11.58 27.53 11.58 -1.85 -0.01 12 CENTERPOINT ENERGY CNP 69.1 0.97 3937 3978 9/30/2020 14244 544821 0.50 12/11/1995 0.67 06/15/1981 14 4 4923 38.29 1 7 2/14/2020 3/19/2020 2/14/2020 3/19/2020 27.27 221210 USD BBG000FDBX90 20201208 003809 CNQ 7 734.7 3922000 32.79 6.71 32.79 6.71 -0.38 0.05 12 CANADIAN NATURAL CNQ 67.6 1.97 3487.4 5158.4 9/30/2020 14449.3 1181058 0.50 06/01/2010 0.50 05/31/2005 14 4 711 73.76 1 7 1/3/2020 3/18/2020 1/3/2020 3/18/2020 32.35 211120 USD BBG000HW5GX3 20201208 003809 CNS 7 30.4 163000 78.23 33.52 78.23 33.52 2.48 0.11 12 COHEN & STEERS CNS 48 1.29 162.2 29.9 9/30/2020 1.6 47786 14 4 6282 46.88 1 7 2/19/2020 3/23/2020 2/19/2020 3/23/2020 62.76 523920 USD BBG000BB0WG4 20201208 003809 CNSL 5 10.8 361000 8.8101 3.415 8.8101 3.47 0.52 12 CONSOLIDATED COMM HLDGS CNSL 55.9 1.56 176.9 244.3 9/30/2020 2250.7 79411 14 4 4813 45.54 1 21 8/11/2020 12/13/2019 8/11/2020 3/23/2020 3.88 517919 USD BBG000B9YSS8 20201102 144637 CNTY 5 258000 8.95 1.01 8.95 1.01 -2.65 -0.16 12 CENTURY CASINOS CNTY 43.6 3.2 79.4 56.6 6/30/2020 436.4 29576 14 4 7011 75.58 1 2 2/6/2020 3/18/2020 2/6/2020 3/18/2020 7.92 713290 USD BBG000BMXYT6 20201208 003809 CNX 7 4027000 14.19 4.26 14.19 4.26 -4.99 0.05 12 CNX RESOURCES CORP CNX CNX1 76.3 1.59 498.1 528.9 9/30/2020 2754.4 224529 0.50 06/01/2006 14 4 1311 60.82 1 7 4/21/2020 3/9/2020 4/21/2020 3/9/2020 8.85 211120 USD BBG000CKVSG8 20201208 003810 CNXN 5 19.8 89000 56.33 30.1 56.33 30.1 2.35 0.14 12 PC CONNECTION INC CNXN 38 0.75 776.4 308.9 9/30/2020 7.8 26175 0.67 05/24/2000 14 4 5045 38.64 1 21 1/7/2020 3/18/2020 1/7/2020 3/18/2020 49.66 453998 USD BBG000BX74M4 20201208 003811 CODI 7 9.7 165000 26.37 10.78 25.79 10.78 -0.54 -0.08 12 COMPASS DIVERSIFIED CODI 23.2 1.97 644.3 209.5 9/30/2020 394.4 64900 14 4 6719 29.38 1 7 12/27/2019 3/19/2020 1/3/2020 3/19/2020 24.86 551112 USD BBG000L35KD5 20201208 003811 COF 7 44.6 2910000 107.59 38 107.59 38 2.07 0.08 12 CAPITAL ONE FINANCIAL COF 80.4 1.71 9/30/2020 55383 457397 0.33 06/02/1999 14 4 6153 51.21 1 7 1/22/2020 3/18/2020 1/22/2020 3/18/2020 102.91 522210 USD BBG000BGKTF9 20201208 003811 COG 7 30.4 5937000 22.67 13.06 22.67 13.06 0.54 0.45 12 CABOT OIL & GAS COG 76.3 0.18 568.2 241 9/30/2020 1133 398580 0.50 08/15/2013 0.50 01/26/2012 14 4 1311 43.92 1 7 6/9/2020 2/28/2020 6/9/2020 2/28/2020 17.41 211120 USD BBG000C3GN47 20201208 003812 COKE 5 25.3 25000 295.56 188.08 292 188.08 10.23 -0.19 12 COCA-COLA BOTTLING 30.9 1.15 830.3 622.2 9/30/2020 1029.9 9374 0.50 03/21/1984 14 4 2086 32.58 1 21 12/27/2019 3/23/2020 2/14/2020 3/23/2020 284.05 312111 USD BBG000BG1SX2 20201208 003812 COLB 5 17.4 340000 41.4 19.11 40.83 19.11 1.99 0.12 12 COLUMBIA BANKING SYSTEM COLB 94.9 0.87 9/30/2020 988.7 71606 0.95 05/10/2004 0.95 04/12/2002 14 4 6022 78.83 1 21 12/20/2019 5/14/2020 1/2/2020 5/14/2020 40.69 522120 USD BBG000CTGXS2 20201208 003812 COHU 5 488000 38.7323 8.8901 38.7323 8.8901 -1.1 12 COHU COHU 79.8 1.77 439.7 148.9 9/30/2020 346.5 41966 0.50 09/27/1999 0.50 06/08/1995 14 4 3825 79.19 1 21 12/4/2020 3/19/2020 12/4/2020 3/19/2020 22.85 334515 USD BBG000DKMJ86 20201208 003811 COHR 5 143.5 233000 178.08 78.21 178.08 78.21 -17.18 -0.01 9 COHERENT COHR 84.3 1.51 1211.7 268.1 9/30/2020 411.1 24439 0.50 03/02/1998 0.67 10/01/1984 14 4 3826 51.7 1 21 1/14/2020 3/18/2020 1/14/2020 3/18/2020 166.35 334516 USD BBG000BG1DH3 20201208 003812 CONN 5 4.8 331000 20.62 2.83 14.73 2.83 -0.63 0.03 1 CONN'S CONN 39.5 2.72 1058.9 162.3 7/31/2020 1025.5 29135 14 4 5731 66.2 1 21 12/9/2019 3/18/2020 9/3/2020 3/18/2020 12.39 443142 USD BBG000BRWGM2 20201208 003812 COLM 5 46.8 354000 102.05 51.82 101.445 51.82 1.86 0.2 12 COLUMBIA SPORTSWEAR COLM 44.8 0.85 1875.8 630.9 9/30/2020 14.1 66212 0.50 09/29/2014 0.67 06/05/2001 14 4 2339 81.81 1 21 12/20/2019 3/18/2020 1/6/2020 3/18/2020 100.19 315240 USD BBG000BKKQ84 20201208 003813 CORE 5 23 210000 36.025 20.935 36.025 20.935 1.33 0.06 12 CORE MARK HOLDING CO INC CORE 87.8 0.28 1300.1 686.7 9/30/2020 382.1 44922 0.50 06/28/2016 0.50 06/27/2014 14 4 5141 41.6 1 21 11/18/2020 3/19/2020 11/18/2020 3/19/2020 27.19 424410 USD BBG000QT3F73 20201208 003813 COP 7 14 14946000 67.13 20.84 67.13 20.84 -1.11 0.03 12 CONOCOPHILLIPS COP 66.8 1.85 16913 7043 9/30/2020 14790 1068009 0.50 06/02/2005 0.33 07/05/1985 14 4 2911 73.55 1 7 1/3/2020 3/18/2020 1/3/2020 3/18/2020 65.03 324110 USD BBG000BQQH30 20201208 003813 COST 5 41.3 2374000 393.15 271.28 393.15 271.28 9.05 0.11 8 COSTCO WHOLESALE COST 53.7 0.58 28120 24844 8/31/2020 7514 441228 0.50 01/14/2000 0.47 10/22/1993 14 4 5331 24.8 1 21 11/30/2020 2/28/2020 11/30/2020 2/28/2020 293.92 452319 USD BBG000F6H8W8 20201208 003814 CPB 7 9 1864000 57.54 40.7 57.54 40.7 5.39 0.19 7 CAMPBELL SOUP CPB 39.4 0.6 2385 3075 7/31/2020 4994 302271 0.50 03/18/1997 0.50 12/24/1991 14 4 2032 22.68 1 7 3/17/2020 3/26/2020 3/17/2020 3/26/2020 49.42 311422 USD BBG000BG4202 20201208 003814 CP 7 25.4 304000 339.3 173.26 339.3 173.26 13.15 0.16 12 CANADIAN PACIFIC RAILWAY CP 46.3 0.87 940.4 1781.4 9/30/2020 6340.6 134499 0.33 06/10/1985 14 4 4531 25.79 1 7 11/18/2020 3/18/2020 11/18/2020 3/18/2020 254.95 482111 USD BBG000BCVMH9 20201208 003814 CPE 7 1.4 5296000 49.8 3.8 49.8 3.8 -52.16 -0.18 12 CALLON PETROLEUM CPE CPE1 CPE2 34.6 3.34 268.7 652.2 9/30/2020 3186.1 39753 10.00 08/10/2020 14 4 1311 147.7 1 7 1/3/2020 3/9/2020 1/3/2020 3/9/2020 48.3 211120 USD BBG000JSTBB9 20201208 003814 CPA 7 141.9 694000 114 24 114 24 0.58 -0.07 12 COPA HOLDINGS SA CPA 48.3 1.76 1224.4 1032.8 9/30/2020 938.2 42356 14 4 4512 97.7 1 7 2/13/2020 3/19/2020 2/13/2020 3/19/2020 108.08 481111 USD BBG000C29813 20201208 003814 CPK 7 24 88000 111.31 69.47 111.31 69.47 4.35 0.1 12 CHESAPEAKE UTILITIES CPK 70 0.34 134.8 423.3 9/30/2020 440.2 17461 0.67 09/09/2014 0.67 04/05/1989 14 4 4923 34.21 1 7 11/16/2020 3/23/2020 11/16/2020 3/23/2020 95.83 221210 USD BBG000G4GKH3 20201208 003813 COWN 5 5.7 520000 25.42 5.75 25.42 5.75 4.36 -0.37 12 COWEN INC CLASS A COWN 68.3 1.43 1635.4 1181.5 9/30/2020 2066 26569 4.00 12/05/2016 14 4 6211 37.44 1 21 12/3/2020 3/19/2020 12/3/2020 3/19/2020 15.75 523110 USD BBG000ND1SB0 20201208 003814 CPF 7 12.7 217000 30.56 12.4 29.63 12.4 1.4 0.14 12 CENTRAL PACIFIC FINANCIAL CPF 66.4 1.29 9/30/2020 101.5 28180 20.00 02/03/2011 0.50 11/12/2002 14 4 6022 75.77 1 7 12/20/2019 3/23/2020 1/2/2020 3/23/2020 29.58 522110 USD BBG000BG4LG3 20201208 003814 CPRT 5 38.5 1497000 130.96 55.69 130.96 55.69 2.91 0.29 7 COPART CPRT 69.9 0.97 963.8 356 10/31/2020 397 236133 0.50 04/11/2017 0.50 03/29/2012 14 4 7389 29.04 1 21 11/9/2020 3/23/2020 11/9/2020 3/23/2020 90.94 323111 USD BBG000BM9RH1 20201102 144646 CPST 5 186000 6.8 1 6.8 1 -2.1 3 CAPSTONE TURBINE 6.7 2.19 56.8 27 6/30/2020 33 11073 10.00 10/22/2019 20.00 11/09/2015 14 4 3511 120.15 1 2 10/7/2020 3/18/2020 10/7/2020 3/18/2020 3.06 333611 USD BBG000BB0C78 20201102 144645 CPSH 5 23.3 396000 3.35 0.88 3.35 0.88 0.06 12 CPS TECHNOLOGIES CORP. 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54.11 1 21 1/22/2020 3/18/2020 1/22/2020 3/18/2020 54.47 541618 USD BBG000C1LZX6 20201208 003814 CREE 5 1530000 93.96 27.77 93.96 27.77 -3.11 6 CREE CREE 99.4 1.48 1592.8 291.2 9/30/2020 783.8 110340 0.50 12/11/2000 0.50 08/02/1999 14 4 3674 62.41 1 21 11/27/2020 3/17/2020 11/27/2020 3/17/2020 46.15 334412 USD BBG000BG14P4 20201208 003816 CRK 7 111.2 3154000 8.5 4.05 8.5 4.05 -0.51 12 COMSTOCK RESOURCES CRK 7.5 1.98 303.6 392.4 9/30/2020 2500.1 232421 5.00 08/01/2016 4.00 03/15/1990 14 4 1311 65.31 1 7 1/6/2020 3/9/2020 1/6/2020 3/9/2020 8.23 211120 USD BBG000DNBK89 20201208 003816 CRMT 5 11.6 49000 129.7 35.18 129.7 35.18 9.46 0.18 4 AMERICA'S CAR-MART CRMT 59.4 1.58 569.7 22.6 10/31/2020 215.1 6842 0.67 04/15/2005 14 4 5521 39.87 1 21 2/20/2020 3/18/2020 2/20/2020 3/18/2020 109.66 441120 USD BBG000CM6L31 20201208 003815 CRH 7 16.9 376000 42.56 17.73 42.56 17.73 2.47 0.23 12 CRH CRH 2.6 1.05 11526.6 7146.7 6/30/2008 9184.3 785045 0.20 08/24/1998 14 4 3241 44.89 1 7 11/25/2020 3/18/2020 11/25/2020 3/18/2020 40.33 327310 USD BBG000BBLR09 20201208 003816 CRM 7 58.1 12634000 284.5 115.29 284.5 115.29 3.89 1 SALESFORCE.COM CRM CRM2 65.8 1.17 15963 14845 10/31/2020 2673 915445 0.25 04/18/2013 0.33 01/16/1997 14 4 7372 48.44 1 7 9/2/2020 3/18/2020 9/2/2020 3/18/2020 162.64 511210 USD BBG000BN2DC2 20201208 003815 CRI 7 30.8 537000 112.455 60.17 112.455 60.17 3.06 0.1 12 CARTER'S CRI 86.6 1.34 1107.8 475.5 9/30/2020 594.7 43648 0.50 06/07/2006 14 4 5331 41.28 1 7 1/29/2020 4/1/2020 1/29/2020 4/1/2020 109.34 453998 USD BBG000CTM4J9 20201208 003816 CROX 5 28.8 1094000 64.38 8.4 64.38 8.4 2.22 12 CROCS CROX 71.6 1.9 425.4 257.2 9/30/2020 205 67497 0.50 06/15/2007 14 4 3021 40.54 1 21 12/4/2020 3/18/2020 12/4/2020 3/18/2020 41.89 316210 USD BBG000BLY663 20201208 003817 CRVL 5 40.5 39000 96.45 44.67 96.45 44.67 2.29 0.13 3 CORVEL CRVL 37.6 0.91 209 133.7 9/30/2020 0.4 17897 0.50 06/27/2013 0.67 12/11/2006 14 4 6411 35.41 1 21 1/21/2020 5/14/2020 1/21/2020 5/14/2020 87.36 524210 USD BBG000CVKZY0 20201208 003816 CRS 7 908 514000 54.9 13.6 50.25 13.6 -1.81 -0.55 6 CARPENTER TECHNOLOGY CRS 75.1 2.21 1266.3 452.1 9/30/2020 551.8 48018 0.50 11/16/2007 0.50 09/18/1995 14 4 3312 79.97 1 7 12/12/2019 3/23/2020 1/2/2020 3/23/2020 49.78 331110 USD BBG000BGCQT9 20201208 003817 CSCO 5 18 26220000 50.28 32.4001 50.28 32.4001 2.47 0.09 7 CISCO SYSTEMS CSCO 54 0.89 43573 25331 10/31/2020 11578 4225514 0.50 03/23/2000 0.50 06/22/1999 14 4 3577 30.51 1 21 2/12/2020 3/16/2020 2/12/2020 3/16/2020 47.96 334290 USD BBG000C3J3C9 20201208 003817 CSGS 5 20.8 208000 56.95 36.33 54.92 36.33 2.12 0.18 12 CSG SYSTEMS INTERNATIONAL CSGS 75.8 0.87 669.1 418.7 9/30/2020 346.5 32946 0.50 03/08/1999 14 4 7374 34.61 1 21 12/9/2019 3/16/2020 2/6/2020 3/16/2020 51.78 541511 USD BBG000G3TQV2 20201208 003817 CSGP 5 119.4 159000 939 500.24 939 500.24 7.48 0.43 12 COSTAR GROUP CSGP 93.3 0.93 1199.2 207.1 9/30/2020 306.5 39418 14 4 6531 32.79 1 21 7/29/2020 3/23/2020 7/29/2020 3/23/2020 598.3 531190 USD BBG000D7JKW9 20201208 003816 CRUS 5 30.9 469000 91.63 47.04 91.63 47.04 2.68 0.25 3 CIRRUS LOGIC CRUS 70.1 1.07 650.2 158.6 9/30/2020 60 57965 0.50 07/18/1995 14 4 3674 31.77 1 21 1/30/2020 3/18/2020 1/30/2020 3/18/2020 82.41 334413 USD BBG000C1DHF5 20201208 003817 CS 7 7.5 2632000 14.12 6.47 14.12 6.47 1.76 0.06 12 CREDIT SUISSE GROUP CS 0.4 1.59 9/30/2020 170627 2421789 0.98 05/01/2013 14 4 6211 44.06 1 7 1/14/2020 3/18/2020 1/14/2020 3/18/2020 13.45 522110 USD BBG000BRVF72 20201208 003817 CSL 7 24.4 294000 169.86 97.55 169.86 97.55 6.16 0.16 12 CARLISLE COMPANIES CSL 89.8 0.96 1752 899 9/30/2020 1341.4 53379 0.50 03/20/2007 0.50 01/16/1997 14 4 6719 36.79 1 7 2/7/2020 5/14/2020 2/7/2020 5/14/2020 161.84 551112 USD BBG000BGGBT8 20201102 144654 CSIQ 5 8.4 3059000 44.86 12 44.86 12 4.31 -0.07 12 CANADIAN SOLAR CSIQ 29.8 1.57 3252.9 3092 6/30/2020 619.5 59042 14 4 3352 73.1 1 21 10/20/2020 3/18/2020 10/20/2020 3/18/2020 22.1 334413 USD BBG000K1J931 20201208 003818 CSV 7 49.4 70000 29.7899 13.54 29.7899 13.54 0.58 -0.01 12 CARRIAGE SERVICES CSV 60 0.81 39.8 35.6 9/30/2020 489.3 17970 14 4 7261 35.87 1 7 11/17/2020 4/16/2020 11/17/2020 4/16/2020 25.6 812210 USD BBG000J06DW8 20201208 003819 CTBI 5 10.6 47000 47.54 26.45 46.87 26.45 3.36 0.08 12 COMMUNITY TRUST BANCORP CTBI 37.4 0.82 9/30/2020 58.3 17810 0.91 05/13/2014 0.91 11/29/2004 14 4 6022 54.34 1 21 12/18/2019 5/14/2020 1/2/2020 5/14/2020 46.64 522110 USD BBG000F4J227 20200917 143811 CTL 7 9.7 10278000 15.3 8.16 15.3 8.16 1.13 12 CENTURYLINK CTL 55.2 1.04 4768 7258 6/30/2020 32394 1097538 0.67 04/01/1999 0.67 04/01/1998 14 4 4813 37.07 1 7 2/12/2020 3/23/2020 2/12/2020 3/23/2020 13.21 517919 USD BBG000BGLRN3 20201208 003819 CTS 7 35.1 182000 33.01 17.9228 33.01 17.9228 0.92 0.07 12 CTS CTS 88.8 0.63 237.5 96.9 9/30/2020 99.7 32268 0.50 08/13/1999 0.33 11/25/1997 14 4 3679 47.37 1 7 11/24/2020 3/23/2020 11/24/2020 3/23/2020 30.01 334419 USD BBG000BGMC46 20201208 003818 CSX 5 25.5 4193000 93.705 46.81 93.705 46.81 3.6 0.18 12 CSX CSX 80.7 1.13 3278 2151 9/30/2020 15993 764775 0.33 06/16/2011 0.50 08/16/2006 14 4 4011 27.82 1 21 11/9/2020 3/23/2020 11/9/2020 3/23/2020 72.36 482111 USD BBG000BGJRC8 20201208 003819 CTB 7 13.5 376000 42.315 13.82 42.315 13.82 3.1 -0.11 12 COOPER TIRE & RUBBER CTB 79.6 1.64 1453 604.1 9/30/2020 309.1 50374 0.50 07/01/1992 0.50 08/21/1990 14 4 3011 58.96 1 7 11/24/2020 3/19/2020 11/24/2020 3/19/2020 28.75 326211 USD BBG000BGKXV2 20201208 003820 CTSH 5 29.9 2761000 81.11 40.01 81.11 40.01 2.71 0.07 12 COGNIZANT TECH SOLUTION CTSH 70.5 1.14 7611 2983 9/30/2020 700 534641 0.50 03/10/2014 0.50 10/17/2007 14 4 7371 23.33 1 21 12/4/2020 3/23/2020 12/4/2020 3/23/2020 62.02 541511 USD BBG000BBDV81 20201208 003818 CTAS 5 41.2 388000 369.1998 154.33 369.2 154.33 8.82 0.17 5 CINTAS CTAS 53.7 1.51 2309.7 885.2 8/31/2020 2539.7 104625 0.67 03/08/2000 0.50 11/19/1997 14 4 7389 32.64 1 21 11/16/2020 3/23/2020 11/16/2020 3/23/2020 269.08 561499 USD BBG000H3YXF8 20201208 003818 CSWC 5 19.1 144000 22.56 7.39 21.71 7.39 -0.4 -0.22 3 CAPITAL SOUTHWEST CSWC 4.2 1.23 9/30/2020 23 18623 0.25 08/16/2013 0.50 09/11/1987 14 4 6799 36.49 1 21 12/16/2019 3/16/2020 1/24/2020 3/16/2020 20.81 523999 USD BBG000BGJ661 20201208 003819 CTRN 5 27.1 143000 37.61 6.7 37.61 6.7 1.38 0.19 1 CITI TRENDS CTRN 55.8 1.69 201.2 150.9 10/31/2020 0.1 10634 14 4 5699 42.26 1 21 12/4/2020 4/3/2020 12/4/2020 4/3/2020 23.12 448150 USD BBG000BRLWY6 20201208 003820 CTXS 5 27.4 1734000 173.56 100.31 173.56 100.31 4.76 0.28 12 CITRIX SYSTEMS CTXS 70 0.11 1512.7 1828.6 9/30/2020 742.9 123124 0.80 02/01/2017 0.50 02/17/2000 14 4 7372 27.2 1 21 7/22/2020 2/28/2020 7/22/2020 2/28/2020 110.9 511210 USD BBG000FQ6PY6 20201208 003820 CUB 7 175.4 448000 70.5 30.86 70.5 30.86 -0.1 -0.09 9 CUBIC CUB 95.4 0.68 763.1 586.8 9/30/2020 593.5 31524 0.33 05/01/2002 0.67 08/08/1996 14 4 3812 40.18 1 7 1/17/2020 3/23/2020 1/17/2020 3/23/2020 63.57 334511 USD BBG000BGP1L8 20201208 003821 CULP 7 48.2 27000 16.2879 5.28 16.2879 5.28 -2.64 -0.2 4 CULP INC CULP 42.4 1.21 151.7 40.1 10/31/2020 29.8 12298 0.67 01/12/1994 0.80 07/14/1993 14 4 2211 35.8 1 7 12/4/2020 5/19/2020 12/4/2020 5/19/2020 13.62 313210 USD BBG000BFF550 20201208 003821 CUBE 7 38.1 1340000 35.771 19.61 35.771 19.61 0.86 0.44 12 CUBESMART CUBE 84.9 0.16 58.4 202.6 9/30/2020 1931.8 195266 14 4 6798 34.47 1 7 11/9/2020 3/23/2020 11/9/2020 3/23/2020 31.48 531130 USD BBG000HF28Q9 20201208 003821 CUK 7 4.8 3214000 49.03 7.08 49.03 7.08 -10.41 0.22 11 CARNIVAL CUK 0.1 2.39 2059 9127 8/31/2020 9675 882672 0.83 04/22/2003 14 4 4489 134.68 1 7 1/17/2020 3/18/2020 1/17/2020 3/18/2020 48.16 487210 USD BBG000CKYG71 20201208 003822 CVBF 5 15.3 373000 22.22 14.915 22.22 14.915 1.29 0.09 12 CVB FINANCIAL CVBF 66 0.47 9/30/2020 25.8 135506 0.91 01/03/2007 0.80 01/27/2006 14 4 6022 63.95 1 21 4/29/2020 3/12/2020 4/29/2020 3/12/2020 21.58 522110 USD BBG000JTYFB2 20201208 003822 CVA 7 116.9 927000 16.13 6.57 16.13 6.57 -0.21 12 COVANTA 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3714 57.88 1 21 12/4/2020 4/3/2020 12/4/2020 4/3/2020 6.35 336390 USD BBG000PZ0SW7 20201208 003822 CVGW 5 101.9 71000 94.92 48.31 90.73 48.31 -0.83 1.91 10 CALAVO GROWERS CVGW 78.5 0.94 127.5 90.6 7/31/2020 5.4 17657 14 4 179 33.02 1 21 12/24/2019 3/12/2020 1/2/2020 3/12/2020 90.59 111339 USD BBG000BGPQW1 20201208 003823 CVX 7 40.4 12164000 122.72 51.6 122.72 51.6 -6.14 -0.31 12 CHEVRON CVX CVX1 51.5 1.37 28329 26530 9/30/2020 23691 1925010 0.50 09/13/2004 0.50 06/13/1994 14 4 2911 56.65 1 7 1/3/2020 3/19/2020 1/3/2020 3/19/2020 120.51 211120 USD BBG000K4ND22 20201208 003823 CVS 7 12.2 10876000 76.44 52.04 76.44 52.04 6.08 0.05 12 CVS HEALTH CORP CVS CVS1 64.9 0.87 50302 53303 9/30/2020 64699 1308913 0.50 06/07/2005 0.50 06/16/1998 14 4 8099 44.48 1 7 1/17/2020 3/23/2020 1/17/2020 3/23/2020 74.29 621399 USD BBG000BGRY34 20201102 144705 CVLT 5 530.8 273000 51.9 24.26 51.9 24.26 -0.65 -0.44 3 COMMVAULT SYSTEMS CVLT 67 0.54 513.7 328.6 9/30/2020 47130 14 4 7372 30.77 1 21 1/29/2020 3/18/2020 1/29/2020 3/18/2020 44.64 511210 USD BBG000BG88X9 20201208 003823 CW 7 21.6 317000 149.9 70.56 149.9 70.56 5.62 0.25 12 CURTISS-WRIGHT CW 69.2 1.59 1529.8 744.7 9/30/2020 760.6 41502 0.50 04/24/2006 0.50 12/18/2003 14 4 3594 52.96 1 7 1/16/2020 3/18/2020 1/16/2020 3/18/2020 140.89 333996 USD BBG000BGSPS5 20201208 003823 CWCO 5 34.6 80000 18.83 10.01 18.83 10.01 0.33 0.14 12 CONSOLIDATED WATER CWCO 27.8 0.2 73.4 8.2 9/30/2020 0.1 15123 0.50 08/25/2005 14 4 4941 43.2 1 21 2/14/2020 10/29/2020 2/14/2020 10/29/2020 16.3 221310 USD BBG000K8PTB6 20201208 003823 CWT 7 26.2 212000 57.359 39.74 57.359 39.74 1.89 0.02 12 CALIFORNIA WATER CWT 76.5 0.01 184.7 358.7 9/30/2020 786.8 49840 0.50 06/13/2011 0.50 01/26/1998 14 4 4941 39.35 1 7 2/18/2020 3/16/2020 2/18/2020 3/16/2020 51.56 221310 USD BBG000D8KTN6 20201208 003824 CX 7 36 10691000 5.72 1.55 5.72 1.55 -1.18 12 CEMEX CX 24.1 1.32 4579 5409 9/30/2020 9303 1510713 0.96 05/03/2017 0.96 04/29/2016 14 4 3241 58.6 1 7 12/4/2020 3/23/2020 12/4/2020 3/23/2020 3.78 327310 USD BBG000BPCTB2 20201208 003823 CWST 5 76.3 227000 61.77 34.35 61.77 34.35 0.77 12 CASELLA WASTE SYSTEMS CWST 77.3 0.95 102.8 130.6 9/30/2020 509 50723 14 4 4953 24.96 1 21 10/16/2020 3/16/2020 10/16/2020 3/16/2020 46.03 562119 USD BBG000BT0J38 20201208 003824 CXW 7 7.6 1911000 17.9 5.76 17.9 5.76 1.04 -0.01 12 CORECIVIC INC CXW 63.6 1.14 435.4 368.8 9/30/2020 1928 119634 0.50 07/09/2007 0.67 09/14/2006 14 4 6798 84.11 1 7 2/12/2020 10/28/2020 2/12/2020 10/28/2020 17.38 531390 USD BBG000BJSJT2 20201208 003824 CYBE 5 46.4 97000 43.48 12.77 43.48 12.77 0.61 12 CYBEROPTICS CYBE 40.5 1.56 47.3 10.8 9/30/2020 7255 0.67 06/16/2000 0.67 03/16/1992 14 4 3827 112.47 1 1 8/3/2020 3/16/2020 8/3/2020 3/16/2020 18.38 333314 USD BBG000BGTWX3 20201208 003825 D 7 120.5 4577000 90.89 57.79 90.89 57.79 -0.11 -0.06 12 DOMINION RESOURCES D 57.9 0.31 6088 9939 9/30/2020 33719 815819 0.50 11/20/2007 0.67 01/24/1992 14 4 4911 25 1 7 2/24/2020 3/23/2020 2/24/2020 3/23/2020 82.82 221111 USD BBG000BGVW60 20201208 003824 CYRX 5 911000 63.36 13.01 63.36 13.01 -0.56 12 CRYOPORT INC. COMMON STOCK CYRX 88.3 1.13 103 5.5 9/30/2020 14.7 39664 12.00 05/19/2015 10.00 02/05/2010 14 4 4783 91.36 1 2 11/13/2020 3/18/2020 11/13/2020 3/18/2020 16.46 484110 USD BBG000PNTXP0 20201208 003826 DBC 7 1721000 16.3 10.41 16.3 10.41 INVESCO DB COMMODITY INDEX DBC 0.99 10986 78800 14 4 16.05 1 11 1/6/2020 3/18/2020 1/6/2020 3/18/2020 15.95 0 USD BBG000GPM6Y1 3 20201208 003826 DB 7 4680000 11.96 4.99 11.96 4.99 -0.9 12 DEUTSCHE BANK AG DB 24.8 1.45 9/30/2020 165751 2064500 0.10 06/01/1995 14 4 6022 30.84 1 7 12/4/2020 3/16/2020 12/4/2020 3/16/2020 7.78 522110 USD BBG000BR1W32 20201208 003825 DAR 7 16.5 1190000 50.09 10.25 50.09 10.25 3.03 0.37 12 DARLING INGREDIENTS INC DAR 78.2 1.08 917.3 688.3 9/30/2020 1558.4 162068 0.33 11/10/1997 14 4 2077 43.1 1 7 12/4/2020 3/18/2020 12/4/2020 3/18/2020 28.08 311613 USD BBG000BN8ZK8 20201208 003826 DBD 7 923000 13.05 2.8 13.05 2.8 -4.4 12 DIEBOLD INC DBD 60.5 3.53 1892 1599.6 9/30/2020 2108.7 77678 0.67 02/20/1997 0.67 02/26/1996 14 4 7371 86.76 1 7 2/5/2020 4/3/2020 2/5/2020 4/3/2020 10.56 541511 USD BBG000BGYDX9 20201208 003827 DCO 7 22.1 62000 57.8352 16.27 57.8352 16.27 2.44 0.09 12 DUCOMMUN DCO 62.7 1.54 340.8 144.7 9/30/2020 300.9 11715 0.67 06/11/1998 0.39 03/25/1988 14 4 3728 50.07 1 7 2/21/2020 3/18/2020 2/21/2020 3/18/2020 50.53 336413 USD BBG000BH02M0 20201208 003826 DBI 7 5.7 2384000 17.495 2.6 16.98 2.6 -3.86 -0.06 1 DESIGNER BRANDS INC DBI 67.2 2.76 900.8 680 7/31/2020 190 72324 0.50 11/04/2013 14 4 5661 113.22 1 7 12/9/2019 3/18/2020 1/8/2020 3/18/2020 15.74 448210 USD BBG000CF8227 20201208 003827 DCI 7 27.2 498000 58.32 31.08 58.18 31.08 2.01 0.06 7 DONALDSON DCI 60 1.35 1096.7 406.8 10/31/2020 617.4 126396 0.50 03/26/2012 0.50 03/22/2004 14 4 3564 34.72 1 7 12/23/2019 3/18/2020 1/2/2020 3/18/2020 57.62 333413 USD BBG000BGZP70 20201208 003828 DDS 7 5.9 348000 74.68 21.5008 74.35 21.5008 -3.36 -0.11 1 DILLARDS DDS 37.4 0.76 1848.1 930.8 10/31/2020 566.4 22000 0.33 06/08/1992 0.50 12/17/1985 14 4 5311 71.56 1 7 12/30/2019 5/14/2020 1/2/2020 5/14/2020 73.48 452210 USD BBG000BS4MP5 20201208 003828 DE 7 28.9 1881000 265.87 106.14 265.87 106.14 8.77 0.03 10 DEERE DE 59.4 1.05 51330 23376 10/31/2020 32734 313375 0.50 12/04/2007 0.33 11/29/1995 14 4 3523 32.43 1 7 11/9/2020 3/18/2020 11/9/2020 3/18/2020 173.26 333111 USD BBG000BH1NH9 20201208 003828 DDD 7 3669000 12.56 4.6 12.56 4.6 -1.16 12 3D SYSTEMS DDD 48.2 1.98 373.2 163 9/30/2020 45.2 124142 0.67 02/25/2013 0.50 05/19/2011 14 4 3577 96.89 1 7 2/19/2020 9/24/2020 2/19/2020 9/24/2020 8.75 333316 USD BBG000D42FJ0 20201208 003829 DECK 7 26.1 405000 289.12 78.7 289.12 78.7 11.04 0.16 3 DECKERS OUTDOOR CORP DECK 75.1 0.73 1194.1 300.9 9/30/2020 30.3 28084 0.33 07/06/2010 0.33 06/07/2010 14 4 3021 44.47 1 7 12/4/2020 3/18/2020 12/4/2020 3/18/2020 168.86 316210 USD BBG000BKXYX5 20201208 003827 DCOM 5 13.3 172000 21.68 10.59 20.96 10.59 1.22 -0.04 12 DIME COMMUNITY BANCSHARES DCOM 53.1 1.09 9/30/2020 1316.2 33048 0.67 03/17/2004 0.67 04/25/2002 14 4 6035 69.94 1 21 12/19/2019 9/23/2020 1/2/2020 9/23/2020 20.89 522120 USD BBG000JX26M6 20201208 003828 DCP 7 1271000 26.26 2.2001 26.26 2.2001 -2.12 -0.15 12 DCP MIDSTREAM LP DCP 25.8 3.76 1080 1793 9/30/2020 5321 208352 14 4 4922 78.39 1 7 1/7/2020 3/18/2020 1/7/2020 3/18/2020 24.49 486210 USD BBG000BB3CT1 20201102 144718 DEI 7 12.5 1466000 45.59 22.88 45.59 22.88 1.89 0.47 12 DOUGLAS EMMETT DEI 78.4 0.58 294 180.5 6/30/2020 4619.1 175375 14 4 6798 32.36 1 7 2/18/2020 10/29/2020 2/18/2020 10/29/2020 43.9 531120 USD BBG000PN1SJ8 20201208 003829 DENN 5 70.2 1805000 22.13 4.5 22.13 4.5 0.19 12 DENNY'S DENN 62.3 1.78 52.7 95.6 9/30/2020 240 63768 14 4 5812 120.21 1 2 2/6/2020 3/19/2020 2/6/2020 3/19/2020 19.88 722511 USD BBG000BC09P3 20201208 003829 DGII 5 60.2 217000 18.95 6.18 18.61 6.18 0.29 0.01 9 DIGI INTERNATIONAL DGII 67.8 1.64 170.1 61.2 9/30/2020 59 29242 0.67 04/01/1992 0.50 03/04/1991 14 4 3577 47.72 1 21 12/19/2019 3/19/2020 11/13/2020 3/19/2020 17.72 517312 USD BBG000BZ50L0 20201208 003829 DEO 7 49.3 561000 171.29 100.5179 171.29 100.518 3.23 -0.09 6 DIAGEO DEO 3.3 0.66 15432.5 8739.4 6/30/2008 19897.8 584700 0.50 10/28/1991 14 4 2084 37.32 1 7 1/17/2020 3/23/2020 1/17/2020 3/23/2020 168.42 312130 USD BBG000BWZQL7 20201102 144721 DGLY 5 3045000 7.1 0.6401 7.1 0.6401 -0.72 12 DIGITAL ALLY DGLY 6.6 0.77 7.7 6.9 6/30/2020 9.1 26582 8.00 08/24/2012 14 4 7382 148 1 2 6/9/2020 3/18/2020 6/9/2020 3/18/2020 1.02 561621 USD BBG000Q4CWM4 20201208 003829 DHF 7 12.8 1986000 3.18 1.71 3.18 1.71 3 BNY MELLON HIGH YIELD STRATEGIES 18.5 0.87 2355 72708 14 4 6726 13.28 1 7 2/4/2020 3/19/2020 2/4/2020 3/19/2020 3.1 523999 USD BBG000C2LBM9 20201208 003830 DHI 7 11 3440000 81.21 25.51 81.21 25.51 6.49 0.26 9 DR HORTON DHI 91.5 1.66 15277.5 1556 9/30/2020 4283.3 364391 0.75 03/17/2005 0.67 01/13/2004 14 4 1522 56.38 1 7 10/16/2020 3/18/2020 10/16/2020 3/18/2020 52.75 236116 USD BBG000DQTXY6 20201208 003831 DIA 7 3716000 302.59 182.1 302.59 182.1 SPDR DOW JONES INDUSTRIAL AVER DIA 0.99 252748 85242 14 4 21.39 1 11 12/4/2020 3/23/2020 12/4/2020 3/23/2020 285.1 0 USD BBG000BTDS98 3 20201208 003830 DHR 7 44.6 3041000 248.32 119.6 248.32 119.6 5.03 0.02 12 DANAHER DHR 66.6 0.7 25596.6 4932.1 9/30/2020 21516.7 710377 0.50 06/14/2010 0.50 05/21/2004 14 4 8071 30.08 1 7 11/9/2020 3/23/2020 11/9/2020 3/23/2020 153.48 621511 USD BBG000BH3JF8 20201208 003830 DHIL 5 13.3 21000 162 75 162 75 11.51 0.11 12 DIAMOND HILL INVESTMENT 44.1 0.94 117.1 35.3 9/30/2020 3163 5.00 09/26/2001 14 4 6282 49.76 1 21 11/17/2020 3/23/2020 11/17/2020 3/23/2020 140.46 523920 USD BBG000K7DJG8 20201208 003831 DIN 7 8.2 402000 104.465 14.16 104.465 14.16 -4.74 0.07 12 DINE BRANDS GLOBAL INC DIN 66.9 2.28 346.9 357.9 9/30/2020 1288.2 16419 0.50 05/28/1999 14 4 5812 75.99 1 7 2/24/2020 3/18/2020 2/24/2020 3/18/2020 83.52 722511 USD BBG000GZ9406 20201208 003830 DHT 7 2.5 3297000 8.83 4.52 8.83 4.52 2.25 0.23 12 DHT HOLDINGS DHT 37.7 -0.25 218.3 130.2 9/30/2020 750.6 170798 12.00 07/17/2012 14 4 53.32 1 7 1/3/2020 10/29/2020 1/3/2020 10/29/2020 8.28 483211 USD BBG000G3RXX7 20201208 003831 DIOD 5 31.9 290000 72.21 31.512 72.21 31.512 2.26 0.18 12 DIODES DIOD 65.3 1.14 810 285.3 9/30/2020 64.4 52042 0.67 07/31/2007 0.67 12/01/2005 14 4 3674 32.93 1 21 12/4/2020 3/23/2020 12/4/2020 3/23/2020 56.37 334413 USD BBG000G25P51 20201208 003831 DIS 7 44.4 12609000 154.68 79.07 154.68 79.07 -1.58 0.09 9 WALT DISNEY DIS DIS1 DIS2 43 1.17 35251 26628 9/30/2020 52917 1810485 0.33 07/10/1998 0.25 05/18/1992 14 4 7812 45.78 1 7 12/4/2020 3/18/2020 12/4/2020 3/18/2020 144.63 512110 USD BBG000BH4R78 20201208 003831 DISCA 5 13.7 6792000 33.48 17.12 32.89 17.12 2.08 0.12 12 DISCOVERY COMMUNICATIONS DISCA 32 1.6 5217 3239 9/30/2020 14810 491004 0.91 09/18/2008 14 4 4841 43.82 1 21 12/27/2019 3/23/2020 1/17/2020 3/23/2020 32.74 517311 USD BBG000CHWP52 20201208 003832 DISH 5 13.3 3300000 42.62 17.09 42.62 17.09 2.74 0.05 12 DISH NETWORK DISH 27.4 2.19 4015.1 4496.1 9/30/2020 12968.2 526006 0.90 01/02/2008 0.50 03/23/2000 14 4 4841 36.86 1 21 2/19/2020 3/18/2020 2/19/2020 3/18/2020 35.47 515210 USD BBG000C2YHG9 20201208 003832 DKS 7 12.4 3312000 63.29 13.46 63.29 13.46 4.52 0.03 1 DICK'S SPORTING GOODS DKS 44.9 1.76 2410 2076.5 10/31/2020 224.1 89599 0.50 10/22/2007 0.50 04/06/2004 14 4 5941 38.82 1 7 10/16/2020 3/18/2020 10/16/2020 3/18/2020 49.49 451110 USD BBG000F6ZWH2 20201208 003832 DK 7 4.8 1367000 35.46 7.79 34.28 7.79 -3.81 0.04 12 DELEK US HOLDINGS DK 79.7 2.14 2963.3 2355.9 9/30/2020 2030.7 73726 14 4 2911 118.04 1 7 12/17/2019 3/12/2020 1/3/2020 3/12/2020 33.53 324110 USD BBG00FZYFVC5 20201208 003833 DLX 7 44.7 336000 51.44 18.9 50.4 18.9 0.62 -0.03 12 DELUXE DLX 78.1 1.68 472.2 407.9 9/30/2020 883.5 41894 0.50 09/15/1986 0.50 03/15/1985 14 4 7311 72.97 1 7 12/16/2019 5/14/2020 1/2/2020 5/14/2020 49.92 541810 USD BBG000BH6360 20201208 003832 DLB 7 39.8 637000 91.82 44.68 91.82 44.68 2.3 0.05 9 DOLBY LABORATORIES DLB 49.9 0.92 1547.2 267.1 9/30/2020 5.8 100349 14 4 6794 31.29 1 7 12/4/2020 3/18/2020 12/4/2020 3/18/2020 68.8 334220 USD BBG000DGLTG5 20201208 003833 DLR 7 56.9 1951000 165.49 105 165.49 105 2.38 0.19 12 DIGITAL REALTY TRUST DLR DLR1 70.2 0.06 625.3 1479.2 9/30/2020 9888.3 280165 14 4 6798 32.5 1 7 7/31/2020 3/23/2020 7/31/2020 3/23/2020 119.74 531190 USD BBG000Q5ZRM7 20201208 003833 DLTR 5 27.7 2350000 114.32 60.2 114.32 60.2 4.06 0.04 1 DOLLAR TREE STORES DLTR 79.2 0.79 4269.4 3546.5 10/31/2020 3522.2 235192 0.50 06/27/2012 0.67 06/25/2010 14 4 5331 44.61 1 21 12/3/2020 3/18/2020 12/3/2020 3/18/2020 94.05 452319 USD BBG000BSC0K9 20201208 003834 DOV 7 26.6 855000 127.39 62.95 127.39 62.95 4.64 12 DOVER CORP DOV 61 1.31 2548.4 1749.9 9/30/2020 2985.7 144103 0.50 12/16/1997 0.50 09/18/1995 14 4 3569 27.13 1 7 11/9/2020 3/23/2020 11/9/2020 3/23/2020 115.26 333999 USD BBG000BHB3M6 20201208 003834 DORM 5 35 133000 99.95 44.49 99.95 44.49 2.73 0.01 12 DORMAN PRODUCTS DORM 66.9 0.79 754.6 220.5 9/30/2020 3.4 32287 0.50 06/18/2012 0.50 03/29/2005 14 4 3714 28.21 1 21 11/9/2020 4/3/2020 11/9/2020 4/3/2020 75.72 336390 USD BBG000BM22F5 20201208 003833 DNP 7 5 480000 13.22 6.76 13.22 6.76 -0.51 10 DNP SELECT INCOME COMMON 0.59 27516 303743 14 4 6282 11.7 1 7 2/11/2020 3/23/2020 2/11/2020 3/23/2020 12.77 523930 USD BBG000BH8RD7 20201208 003835 DRD 7 19.3 396000 18.05 3.06 18.05 3.06 0.54 0.37 6 DRDGOLD DRD 8.7 1.31 143.9 49 6/30/2015 5 85511 10.00 07/23/2007 14 4 78.65 1 7 7/27/2020 3/16/2020 7/27/2020 3/16/2020 5.13 212221 USD BBG000BX8QF2 20201208 003834 DOX 5 18 765000 77.29 44.05 77.29 44.05 3.73 0.06 9 AMDOCS LIMITED ORDINARY SHARES DOX 76.4 0.78 2074.6 1216.2 9/30/2020 644 133019 14 4 7379 26.97 1 21 2/5/2020 3/23/2020 2/5/2020 3/23/2020 72.19 541519 USD BBG000C3MXG5 20201208 003834 DPZ 7 32.2 554000 435.58 270.08 435.58 270.08 11.9 12 DOMINO'S PIZZA DPZ 75.3 0.46 787.6 453.8 9/30/2020 4071.1 39400 14 4 5141 27.93 1 7 10/5/2020 2/3/2020 10/5/2020 2/3/2020 293.78 722513 USD BBG000P458P3 20201208 003835 DRE 7 66.5 2162000 43.45 25.19 43.45 25.19 0.58 0.14 12 DUKE REALTY DRE 73.2 0.48 648.7 153 9/30/2020 2914.8 371951 0.50 08/26/1997 14 4 6798 28.91 1 7 11/9/2020 3/23/2020 11/9/2020 3/23/2020 34.67 525920 USD BBG000BHD8S7 20201208 003835 DRI 7 14.4 2222000 125.96 26.15 125.96 26.15 -1.54 0.21 5 DARDEN RESTAURANTS DRI 77.2 1.59 1101.4 1792.8 8/31/2020 928.8 130200 0.67 05/02/2002 14 4 5812 65.61 1 7 11/9/2020 3/18/2020 11/9/2020 3/18/2020 109.01 722511 USD BBG000BBNYF6 20201208 003835 DRQ 7 535.2 251000 48.39 22.25 48.39 22.25 -0.34 -0.6 12 DRIL-QUIP DRQ 87.8 1.5 880.5 96.9 9/30/2020 0.1 35096 0.50 10/06/2006 14 4 3533 74.1 1 7 1/6/2020 9/24/2020 1/6/2020 9/24/2020 46.91 333132 USD BBG000BVDBY2 20201208 003835 DRH 7 25.7 4212000 11.79 1.96 11.79 1.96 -0.26 0.02 12 DIAMONDROCK HOSPITALITY DRH 85.5 1.98 300.9 180.2 9/30/2020 1090.1 199519 14 4 6798 119.73 1 7 2/21/2020 3/18/2020 2/21/2020 3/18/2020 11.08 531390 USD BBG000JKHFP5 20201208 003836 DSGX 5 106.8 130000 63.11 24.35 63.11 24.35 0.54 0.16 1 DESCARTES SYSTEMS GROUP 68 1.16 100.2 88.9 10/31/2020 25.5 84484 14 4 7721 45.08 1 21 9/2/2020 3/18/2020 9/2/2020 3/18/2020 42.72 541511 USD BBG000CRQW34 20201208 003837 DUK 7 33.4 3081000 103.79 62.13 103.79 62.13 2.73 0.14 12 DUKE ENERGY DUK 51 0.23 9163 14752 9/30/2020 54985 735959 3.00 07/03/2012 0.50 01/29/2001 14 4 4931 24.57 1 7 2/24/2020 3/23/2020 2/24/2020 3/23/2020 91.21 221122 USD BBG000BHGDH5 20201208 003836 DSPG 5 150000 18.77 10.26 18.77 10.26 -0.23 12 DSP GROUP DSPG 59.6 1.03 94.9 25.9 9/30/2020 23597 0.89 11/04/2002 0.50 03/02/2000 14 4 3674 31.12 1 21 6/8/2020 3/18/2020 6/8/2020 3/18/2020 15.74 334413 USD BBG000BGMCG3 20201208 003837 DTE 7 17.8 1402000 135.67 71.21 135.67 71.21 7.06 0.04 12 DTE ENERGY HOLDING DTE 73 0.62 3086 3997 9/30/2020 15924 193560 14 4 4911 29.37 1 7 2/21/2020 3/18/2020 2/21/2020 3/18/2020 129.87 221111 USD BBG000BB29X4 20201208 003837 DVN 7 10739000 26.98 4.7 26.98 4.7 -8.43 12 DEVON ENERGY DVN 58.8 3.39 3851 1927 9/30/2020 4294 382514 0.50 11/16/2004 14 4 1311 80.06 1 7 1/16/2020 3/18/2020 1/16/2020 3/18/2020 25.97 211120 USD BBG000BBVJZ8 20201208 003836 DSU 7 24.9 116000 11.5 5.92 11.5 5.92 0.42 12 BLACKROCK DEBT STRATEGIES FUND 15.9 0.48 5361 46783 3.00 11/16/2016 14 4 6726 11.83 1 7 2/12/2020 3/19/2020 2/12/2020 3/19/2020 11.2 523930 USD BBG000BQW8K4 20201208 003838 DVY 5 904000 107.36 61.89 107.36 61.89 ISHARES DOW JONES SELECT DIVID DVY 0.95 141041 150450 14 4 33.01 1 1 1/17/2020 3/23/2020 1/17/2020 3/23/2020 105.66 0 USD BBG000C1L679 3 20201208 003836 DSM 7 9 93000 8.34 5.15 8.34 5.15 -0.1 11 BNY MELLON STRATEGIC MUNI BOND FUND 6.5 0.28 4072 49422 14 4 6282 10.89 1 7 2/25/2020 3/19/2020 2/25/2020 3/19/2020 7.99 523930 USD BBG000C2NFP5 20201102 144733 DSS 6 3.9 6596000 15.6 3.675 15.6 3.675 1.17 -0.22 12 DOCUMENT SECURITY SYSTEMS 0.9 1.83 7.5 4.2 9/30/2020 2.3 5836 30.00 05/08/2020 4.00 08/26/2016 14 4 7373 185.26 1 6 3/12/2020 3/9/2020 3/12/2020 3/9/2020 9.04 541512 USD BBG000K68DK4 20201208 003838 DWM 7 29000 53.8844 33.55 53.8844 33.55 WISDOMTREE DEFA 0.97 5886 12000 14 4 19.71 1 11 1/2/2020 3/16/2020 1/2/2020 3/16/2020 53.48 0 USD BBG000BSYGZ4 3 20201208 003838 DX 7 2.4 328000 20.34 7.04 20.34 7.04 7.44 12 DYNEX CAPITAL DX 53.6 1.29 9/30/2020 2.7 23145 3.00 06/21/2019 4.00 08/02/1999 14 4 6798 25.76 1 7 2/20/2020 3/18/2020 2/20/2020 3/18/2020 16.94 531390 USD BBG000FBJQM6 20201102 144738 DXLG 5 2763000 1.59 0.22 1.31 0.22 -1.13 1 DESTINATION XL GROUP INC. COM DXLG 10.6 1.79 123.9 94.5 7/31/2020 14.8 51555 0.67 06/23/1993 0.67 06/02/1992 14 4 5651 136.78 1 2 11/5/2019 9/24/2020 1/2/2020 9/24/2020 1.28 448140 USD BBG000JNS383 20201208 003839 EA 5 28.1 3418000 147.36 85.69 147.36 85.69 4.58 0.31 3 ELECTRONIC ARTS EA 79.2 0.91 6517 2664 9/30/2020 397 289854 0.50 11/18/2003 0.50 09/11/2000 14 4 7372 33.85 1 21 8/6/2020 3/16/2020 8/6/2020 3/16/2020 107.51 511210 USD BBG000BP0KQ8 20201208 003838 DXPE 5 16.6 101000 41.76 10.44 40.4 10.44 -1.4 -0.13 12 DXP ENTERPRISES DXPE 60.8 2.67 408.5 148.2 9/30/2020 235.4 17791 0.50 10/01/2008 2.00 07/20/1998 14 4 5084 97.05 1 21 12/16/2019 3/19/2020 1/2/2020 3/19/2020 39.81 423830 USD BBG000HTY991 20201208 003838 DY 7 79.6 548000 78.71 12.24 78.71 12.24 0.86 0.08 1 DYCOM INDUSTRIES DY 83.7 1.55 1258.3 323 10/31/2020 844.4 31913 0.67 02/17/2000 0.67 01/05/1999 14 4 1623 69.01 1 7 11/9/2020 3/19/2020 11/9/2020 3/19/2020 47.15 237130 USD BBG000C4SKT1 20201208 003839 EAT 7 110.5 1393000 53.73 7 53.73 7 0.48 0.24 6 BRINKER INTERNATIONAL EAT 65.3 2.96 224.4 497.9 9/30/2020 1208.5 45289 0.67 12/01/2006 0.67 01/17/2001 14 4 5812 55.09 1 7 12/4/2020 3/18/2020 12/4/2020 3/18/2020 42 722511 USD BBG000BK28N7 20201208 003839 E 7 210 510000 32.19 12.1 32.19 12.1 -6.61 -0.36 12 ENI E 0.5 1.13 42420.1 36003.7 9/30/2020 22966.9 1771980 0.40 01/10/2006 2.00 06/18/2001 14 4 1311 52.18 1 7 1/6/2020 3/16/2020 1/6/2020 3/16/2020 30.96 211111 USD BBG000BBPZZ9 20201208 003839 EBAY 5 6.9 10132000 61.06 26.02 61.06 26.02 7.39 1.21 12 EBAY EBAY 57.5 1.16 4565 3807 9/30/2020 6738 689339 0.42 07/20/2015 0.50 02/17/2005 14 4 5961 42.25 1 21 7/13/2020 3/23/2020 7/13/2020 3/23/2020 36.11 454110 USD BBG000C43RR5 20201208 003840 EBIX 5 11.2 459000 39.03 8.75 39.03 8.75 3.1 0.14 12 EBIX EBIX 56.8 2.9 363.9 234.9 9/30/2020 692.5 30963 0.33 08/01/2016 0.33 01/05/2010 14 4 7373 108.8 1 21 2/14/2020 3/18/2020 2/14/2020 3/18/2020 33.41 423430 USD BBG000DWJZM2 20201208 003840 EBF 7 15 111000 22.21 13.98 22.2032 13.98 1.14 0.24 2 ENNIS EBF 58.4 0.52 149.9 38 8/31/2020 30 26094 0.67 08/01/1991 0.67 07/25/1989 14 4 2761 34.26 1 7 12/26/2019 3/19/2020 1/16/2020 3/19/2020 21.65 323111 USD BBG000BHJZF5 20201208 003840 EBR 7 6.6 453000 10.1 2.955 10.1 2.955 1.03 12 CENTRAIS ELECTRICAS BRASILERIAS SA 0.5 0.87 7900.4 4974.4 9/30/2020 7888.1 1569078 14 4 4911 51.35 1 7 1/22/2020 3/23/2020 1/22/2020 3/23/2020 9.32 221122 USD BBG000BL5Q89 20201208 003840 ECL 7 36.1 1107000 231.36 124.6 231.36 124.6 -3.75 0.06 12 ECOLAB ECL 55.1 1.01 4828.4 3630.6 9/30/2020 5973.5 285445 0.50 06/09/2003 0.50 01/16/1998 14 4 2841 40.46 1 7 6/5/2020 3/23/2020 6/5/2020 3/23/2020 192.99 325611 USD BBG000BHKYH4 20201208 003841 ECPG 5 5.4 483000 49.01 15.27 49.01 15.27 6.95 0.07 12 ENCORE CAPITAL GROUP ECPG 99 1.39 192.3 223.9 9/30/2020 3513.2 31345 14 4 6722 63.01 1 21 9/2/2020 3/19/2020 9/2/2020 3/19/2020 35.36 921130 USD BBG000F369C7 20201208 003840 ECOL 5 22.1 120000 58.36 24.94 58.36 24.94 -9.79 -0.05 12 US ECOLOGY ECOL 87.4 1.12 333 180.8 9/30/2020 765.8 31512 0.67 07/16/1992 14 4 4953 52.47 1 21 1/2/2020 3/18/2020 1/2/2020 3/18/2020 57.91 562112 USD BBG00PKQGVM4 20201208 003841 EEM 7 46464000 50.88 30.095 50.88 30.095 ISHARES MSCI EMERGING MARKETS EEM 1.01 263718 540450 0.33 07/24/2008 0.33 06/09/2005 14 4 19.8 1 11 12/4/2020 3/23/2020 12/4/2020 3/23/2020 44.87 0 USD BBG000M0P5L2 3 20201208 003841 EEFT 5 238.5 540000 167.64 61.2729 167.64 61.2729 0.57 0.27 12 EURONET WORLDWIDE EEFT 97.3 1.7 2918.7 1634 9/30/2020 1090.9 52315 14 4 7379 65.12 1 21 1/23/2020 3/18/2020 1/23/2020 3/18/2020 157.56 511210 USD BBG000BMNBY1 20201208 003841 ED 7 18.6 2390000 95.1 62.03 95.1 62.03 4.06 0.02 12 CONSOLIDATED EDISON ED 49.2 0.13 4272 6287 9/30/2020 18527 334916 0.50 07/03/1989 0.50 07/01/1982 14 4 4931 27.53 1 7 1/31/2020 3/23/2020 1/31/2020 3/23/2020 90.47 221118 USD BBG000BHLYS1 20201102 144746 EDU 7 67.1 979000 179.72 102.01 179.72 102.01 2.39 0.16 5 NEW ORIENTAL EDU 55.7 1.14 3756.4 2479.4 8/31/2020 117.9 160379 0.25 08/19/2011 14 4 8221 38.55 1 7 10/20/2020 3/23/2020 10/20/2020 3/23/2020 121.25 611310 USD BBG000PTRRM5 20201208 003842 EFSC 5 12.4 129000 48.81 21.7003 48.81 21.7003 2.83 0.21 12 ENTERPRISE FINANCIAL SVCS EFSC 40.7 1.37 9/30/2020 628.8 31210 14 4 6022 58.65 1 21 1/17/2020 5/14/2020 1/17/2020 5/14/2020 48.21 522110 USD BBG000DZN289 20201208 003841 EFA 7 23198000 72.555 45.725 72.555 45.725 ISHARES MSCI EAFE INDEX EFA 0.99 506992 717000 0.33 06/09/2005 14 4 21.78 1 11 12/4/2020 3/18/2020 12/4/2020 3/18/2020 69.44 0 USD BBG000D2KQ55 3 20201208 003842 EFX 7 45.7 942000 181.76 103.01 181.76 103.01 3.64 -0.03 12 EQUIFAX EFX 91.6 1.32 1209.4 1359.1 9/30/2020 3379.5 121643 0.50 12/18/1995 0.50 12/19/1989 14 4 7323 35.27 1 7 7/23/2020 3/23/2020 7/23/2020 3/23/2020 140.12 561450 USD BBG000BHPL78 20201208 003842 EGBN 5 10.2 165000 49.84 23.08 48.95 23.08 3.94 0.16 12 EAGLE BANCORP EGBN 59.7 1.11 9/30/2020 217.7 32235 0.91 05/29/2013 0.91 09/16/2008 14 4 6022 63 1 2 12/20/2019 3/23/2020 1/2/2020 3/23/2020 48.63 522110 USD BBG000C3HB24 20201102 144748 EGAN 5 66 377000 20.88 4.8 20.88 4.8 0.24 6 EGAIN CORPORATION COMMON STOCK EGAN 29.5 0.83 73.5 52.2 6/30/2020 8.9 30924 10.00 08/20/2003 14 4 7372 76.11 1 2 10/14/2020 3/18/2020 10/14/2020 3/18/2020 7.92 511210 USD BBG000C03573 20201208 003842 EGHT 7 1225000 21.57 10.7 21.57 10.7 -1.72 3 8 X 8 INC EGHT 61 1.09 277.2 123.4 9/30/2020 291.5 106321 14 4 7379 51.93 1 7 1/16/2020 3/17/2020 1/16/2020 3/17/2020 18.3 511210 USD BBG000BCGHH7 20201208 003843 EGO 7 12 2321000 14.49 4.6 14.49 4.6 1.06 -0.07 12 ELDORADO GOLD EGO 38 1.64 435.9 221.7 9/30/2020 413.1 174799 5.00 12/31/2018 14 4 611 64.49 1 7 11/6/2020 3/16/2020 11/6/2020 3/16/2020 8.03 212221 USD BBG000BN7277 20201208 003843 EGOV 5 26.3 279000 25.94 15.49 25.94 15.49 0.9 0.05 12 NIC EGOV 74.9 0.25 312.7 100.6 9/30/2020 0.2 67031 14 4 7376 30.52 1 21 6/8/2020 3/12/2020 6/8/2020 3/12/2020 22.35 541511 USD BBG000BVL497 20201208 003843 EGP 7 43 229000 153.26 83.3994 153.26 83.3994 3.13 0.16 12 EASTGROUP PROPERTIES EGP 89.2 0.65 0.2 92 9/30/2020 1182.6 39557 0.67 04/08/1997 14 4 6798 34.47 1 7 11/9/2020 3/23/2020 11/9/2020 3/23/2020 132.67 525920 USD BBG000BHRBT4 20201102 144751 EHTH 5 20.3 873000 152.1862 60.4 152.186 60.4 3.3 -0.36 12 EHEALTH EHTH 84.8 -0.46 208.1 113 9/30/2020 5 25750 14 4 6411 61.5 1 21 2/21/2020 8/28/2020 2/21/2020 8/28/2020 96.08 524210 USD BBG000P5JQX6 20201208 003844 EL 7 144.5 1406000 259.775 137.0114 259.775 137.011 1.69 -0.08 6 ESTEE LAUDER COS EL 44.3 0.91 8892 5179 9/30/2020 4914 361606 0.50 01/23/2012 0.50 06/03/1999 14 4 2844 28.51 1 7 11/16/2020 3/18/2020 11/16/2020 3/18/2020 206.54 325620 USD BBG000FKJRC5 20201208 003844 EIX 7 67.2 2021000 78.93 43.63 78.93 43.63 0.92 -0.05 12 EDISON INTERNATIONAL EIX 82.4 0.57 3560 5523 9/30/2020 17864 378514 0.50 06/22/1993 0.50 08/13/1984 14 4 4911 30.96 1 7 2/11/2020 3/16/2020 2/11/2020 3/16/2020 75.41 221111 USD BBG000D7RKJ5 20201102 180528 ELTK 5 11.5 65000 6.93 2.28 6.93 2.28 0.43 12 ELTEK 0.4 -2.98 13.5 14.8 6/30/2020 0.4 4380 5.00 11/22/2017 14 4 3672 61.08 1 2 10/16/2020 3/17/2020 10/16/2020 3/17/2020 3.6 334412 USD BBG000KDCGQ1 20201208 003844 ELP 7 6 692000 18.15 8.28 18.15 8.28 2.27 0.11 12 ENERGY COMPANY ELP 8.5 0.66 1534.6 1037.2 9/30/2020 1969.8 273656 14 4 4911 42.59 1 7 2/4/2020 3/25/2020 2/4/2020 3/25/2020 16.94 221111 USD BBG000BHMXD8 20201208 003844 ELS 7 50 1146000 77.55 41.965 77.55 41.965 1.2 0.17 12 EQUITY LIFESTYLE ELS 70.1 0.44 66.4 352.3 9/30/2020 2248.5 182225 0.50 10/16/2019 0.50 07/16/2013 14 4 6798 34.69 1 7 2/21/2020 3/19/2020 2/21/2020 3/19/2020 70.39 525920 USD BBG000BB7SX7 20201208 003844 EME 7 35.3 325000 90.84 41.85 90.84 41.85 2.5 0.18 12 EMCOR GROUP EME 87.3 1.21 2659.9 1938.6 9/30/2020 294.1 54931 0.50 07/10/2007 0.50 02/13/2006 14 4 1731 40.05 1 7 2/24/2020 3/18/2020 2/24/2020 3/18/2020 86.3 238210 USD BBG000BBRPL4 20201208 003844 ELY 7 28.9 2687000 23.27 4.75 23.27 4.75 -1.23 0.33 12 CALLAWAY GOLF ELY 71.7 2.3 789.4 523.2 9/30/2020 443.3 94180 0.50 03/13/1995 0.50 03/04/1994 14 4 3949 79.4 1 7 12/4/2020 3/18/2020 12/4/2020 3/18/2020 21.2 339920 USD BBG000CPCVY1 20201102 144754 EMAN 6 789000 1.9 0.14 1.9 0.14 -0.09 12 EMAGIN 6.9 2.15 17.6 8.8 6/30/2020 0.1 67381 10.00 11/03/2006 14 4 3674 67.43 1 6 8/14/2020 3/23/2020 8/14/2020 3/23/2020 0.34 334413 USD BBG000DNYVN3 20201208 003845 EMR 7 24.6 2851000 80.44 37.75 80.44 37.75 3.26 -0.04 9 EMERSON ELECTRIC EMR 50.2 1.55 8806 5785 9/30/2020 6326 598039 0.50 12/12/2006 0.50 03/11/1997 14 4 3569 45.37 1 7 12/4/2020 3/23/2020 12/4/2020 3/23/2020 76.26 335999 USD BBG000BHX7N2 20201208 003845 EMN 7 29.2 940000 103.73 34.44 103.73 34.44 3.5 0.02 12 EASTMAN CHEMICAL EMN 76.3 1.59 3321 1789 9/30/2020 5611 135468 0.50 10/04/2011 14 4 2821 41.7 1 7 11/24/2020 3/18/2020 11/24/2020 3/18/2020 79.26 325211 USD BBG000BLW530 20201208 003845 ENB 7 44.3 5943000 43.15 22.57 43.15 22.57 0.75 0.14 12 ENBRIDGE ENB 38.4 0.92 6859 12443.3 9/30/2020 46369.6 2025219 0.50 06/01/2011 0.50 05/31/2005 14 4 4612 37.94 1 7 2/11/2020 3/18/2020 2/11/2020 3/18/2020 39.77 486990 USD BBG000K5M1S8 20201208 003846 ENIA 7 8.8 1144000 11.21 5.215 11.21 5.215 0.89 0.05 12 ENEL AMERICAS SA ENIA 2.2 1.18 6581.2 6735.9 9/30/2020 4780.8 1521726 14 4 4911 40.95 1 7 1/10/2020 3/19/2020 1/10/2020 3/19/2020 10.98 221118 USD BBG000BHB541 20201208 003846 ENLC 7 3142000 6.48 0.88 6.48 0.88 -2.56 12 ENLINK MIDSTREAM LLC ENLC 29.8 3.65 644.4 647.1 9/30/2020 4764.3 489747 0.33 12/18/2006 14 4 4922 70.97 1 7 1/6/2020 3/30/2020 1/6/2020 3/30/2020 6.13 486210 USD BBG000F2SFN9 20201208 003846 ENTG 5 48.6 635000 96.31 38.12 96.31 38.12 1.98 0.99 12 ENTEGRIS ENTG 79.9 1.21 932.4 264.4 9/30/2020 932.5 134992 0.50 03/31/2000 14 4 3674 29.92 1 21 12/4/2020 3/23/2020 12/4/2020 3/23/2020 50.09 334413 USD BBG000CTV4N4 20201208 003846 EOG 7 56.7 6983000 89.54 27.0001 89.54 27.0001 -0.53 -0.02 12 EOG RESOURCES EOG 98.6 2.21 5273.3 4487 9/30/2020 4160.9 583378 0.50 04/01/2014 0.50 03/02/2005 14 4 1311 83.45 1 7 1/8/2020 3/18/2020 1/8/2020 3/18/2020 83.76 211120 USD BBG000BZ9223 20201208 003846 ENS 7 36.7 248000 84.55 35.2083 84.55 35.2083 2.28 -0.03 3 ENERSYS ENS 85.1 1.47 1562.9 600.3 9/30/2020 1104.7 42577 14 4 5063 41.52 1 7 11/18/2020 3/18/2020 11/18/2020 3/18/2020 74.83 335911 USD BBG000PWTD92 20201208 003847 EPAY 5 352.3 243000 57.22 27.82 57.22 27.82 -0.18 6 BOTTOMLINE TECHNOLOGIES EPAY 80.9 1.28 309.6 150 9/30/2020 180 45114 14 4 7379 34.11 1 21 1/30/2020 3/17/2020 1/30/2020 3/17/2020 53.6 511210 USD BBG000BRNH31 20201208 003848 EPR 7 102.8 1491000 73.59 12.5584 73.59 12.5584 -1.32 -0.04 12 EPR PROPERTIES EPR 61 2 975.7 158.4 9/30/2020 3102.8 74615 14 4 6798 131.98 1 7 1/22/2020 3/18/2020 1/22/2020 3/18/2020 70.64 531120 USD BBG000BSZYR3 20201208 003847 EPC 7 28.2 616000 38.97 20.51 38.97 20.51 1.25 -0.22 9 EDGEWELL PERSONAL CARE CO EPC 75 1.05 983.6 510.5 9/30/2020 1237.9 54355 14 4 2844 41.97 1 7 2/10/2020 3/23/2020 2/10/2020 3/23/2020 30.96 325620 USD BBG000BRW644 20201208 003847 EPD 7 10.1 8707000 29.22 10.27 29.22 10.27 2.06 0.07 12 ENTERPRISE PRODUCTS EPD 18.3 1.46 7862.9 9129.7 9/30/2020 25643.2 2182881 0.50 08/22/2014 0.50 05/16/2002 14 4 4922 34.55 1 7 1/15/2020 3/18/2020 1/15/2020 3/18/2020 28.16 211120 USD BBG000BR3012 20201208 003847 EPP 7 372000 48.13 28.86 48.13 28.86 ISHARES MSCI PACIFIC EX-JAPAN EPP 1.09 19881 43200 0.33 07/24/2008 14 4 21.82 1 11 1/17/2020 3/23/2020 1/17/2020 3/23/2020 46.3 0 USD BBG000BJ1XP4 3 20201208 003848 EQIX 5 138.6 642000 839.77 477.87 839.77 477.87 5.11 0.19 12 EQUINIX INC. COMMON STOCK REI EQIX 83.7 0.31 2872.6 2157.9 9/30/2020 9599.1 89102 32.00 12/31/2002 14 4 6798 34.52 1 21 10/12/2020 3/23/2020 10/12/2020 3/23/2020 583.7 523991 USD BBG000MBDGM6 20201208 003848 EQC 7 7 995000 35.08 25.8 35.08 25.8 3.78 12 EQUITY COMMONWEALTH EQC 75.9 0.19 2820.2 44.7 9/30/2020 25.7 121525 4.00 07/01/2010 0.50 09/01/1987 14 4 6798 16.04 1 7 4/28/2020 10/28/2020 4/28/2020 10/28/2020 32.83 531190 USD BBG000BLG1L7 20201208 003848 EQNR 7 25 6741000 21.04 8.41 21.04 8.41 -1.01 -0.1 12 EQUINOR ASA EQNR 1.6 1.3 24778 19557 9/30/2020 24945 3246583 14 4 49.73 1 7 1/6/2020 3/18/2020 1/6/2020 3/18/2020 19.91 211111 USD BBG000NT0ZZ4 20201208 003849 ERIC 5 24.1 5995000 12.61 6.15 12.61 6.15 0.51 -0.28 12 ERICSSON TELEPHONE ERIC 5.9 0.3 18208.4 13820 9/30/2020 3342.9 3328000 0.50 06/10/2008 10.00 10/23/2002 14 4 3663 30.14 1 21 11/9/2020 3/16/2020 11/9/2020 3/16/2020 8.78 334220 USD BBG000BB0QF8 20201208 003849 ERF 7 1838000 7.35 1.15 7.35 1.15 -3.94 0.45 12 ENERPLUS ERF 23.6 3.25 286.9 326.5 9/30/2020 389.1 222548 14 4 711 90.65 1 7 1/3/2020 3/30/2020 1/3/2020 3/30/2020 7.13 211120 USD BBG000N0G2Z3 20201208 003849 EQT 7 5287000 17.965 4.21 17.965 4.21 -8.64 12 EQT EQT EQT2 78.2 1.42 1754.8 1345.9 9/30/2020 5276.8 275599 0.50 09/02/2005 0.50 06/12/2001 14 4 1311 54.56 1 7 8/10/2020 2/27/2020 8/10/2020 2/27/2020 10.9 211130 USD BBG000BHZ5J9 20201208 003849 EQR 7 24.9 3734000 87.53 45.425 87.53 45.425 2.55 0.08 12 EQUITY RESIDENTIAL EQR 64.8 0.77 117 1397.4 9/30/2020 8019.1 372253 0.50 10/12/2001 14 4 6798 60.96 1 7 1/29/2020 10/29/2020 1/29/2020 10/29/2020 80.92 531110 USD BBG000BG8M31 20201208 003849 ERIE 5 35.8 98000 247.98 130.2 247.98 130.2 6.23 0.14 12 ERIE INDEMNITY ERIE 17.1 0.45 9/30/2020 95.8 52290 0.33 05/13/1996 14 4 6411 27.77 1 21 11/12/2020 3/16/2020 11/12/2020 3/16/2020 166 524128 USD BBG001MCDD94 20201208 003850 ERJ 7 3616000 20.24 3.96 20.24 3.96 -4.88 12 EMBRAER ERJ 15 1 6191.6 2838.4 6/30/2020 3190.9 184043 0.88 03/01/2002 14 4 3721 79.87 1 7 1/6/2020 10/29/2020 1/6/2020 10/29/2020 19.49 336411 USD BBG000BG3TV0 20201208 003850 ES 7 24.2 1344000 99.42 60.69 99.42 60.69 3.54 0.02 12 EVERSOURCE ENERGY ES 58.6 0.31 2414.5 3605.6 9/30/2020 14311 342824 14 4 4911 23.47 1 7 2/20/2020 3/23/2020 2/20/2020 3/23/2020 85.07 221122 USD BBG000BQ87N0 20201208 003850 ESE 7 25.3 108000 107.1 62.64 107.1 62.64 3.92 0.19 9 ESCO TECHNOLOGIES ESE 92.4 1 446.6 256 9/30/2020 40 26038 0.50 09/26/2005 14 4 3669 41.1 1 7 2/5/2020 3/23/2020 2/5/2020 3/23/2020 92.5 334290 USD BBG000C4S3P3 20201208 003850 ESGR 5 3.9 37000 213.99 94.58 210.785 94.58 50.6 0.29 12 ENSTAR 36.9 0.64 9/30/2020 1191.2 22984 14 4 6331 42.02 1 21 12/19/2019 3/18/2020 1/3/2020 3/18/2020 206.86 524126 USD BBG000NQKP71 20201208 003850 ESLT 5 24.4 40000 167.75 110 163.807 110 5 0.05 12 ELBIT SYSTEMS 18.6 0.86 3671.8 3172.8 9/30/2020 440.1 44198 14 4 3728 35.2 1 21 12/11/2019 3/16/2020 2/18/2020 3/16/2020 155.06 928110 USD BBG000CRN4P5 20201208 003852 ETN 7 34.7 2083000 123.67 56.415 123.67 56.415 3.42 0.07 12 EATON PUBLIC ETN 76.2 1.15 8728 5132 9/30/2020 7819 398600 0.50 03/01/2011 0.50 02/24/2004 14 4 3569 33.13 1 7 11/24/2020 3/23/2020 11/24/2020 3/23/2020 94.72 333999 USD BBG000BJ3PD2 20201208 003851 ET 7 9.6 26848000 13.86 3.75 13.86 3.75 -0.08 0.19 12 ENERGY TRANSFER LP ET ET2 18.7 2.54 7867 7724 9/30/2020 51028 2697716 0.50 07/27/2015 0.50 01/27/2014 14 4 4922 66.21 1 7 1/6/2020 3/18/2020 1/6/2020 3/18/2020 12.83 486210 USD BBG000BM2FL9 20201208 003852 ETH 7 106.1 227000 19.24 8.38 19.24 8.38 0.18 -0.23 6 ETHAN ALLEN INTERIORS ETH 67.9 1.24 230 139 9/30/2020 50 25053 0.67 05/24/1999 0.50 09/03/1997 14 4 2511 32.29 1 7 12/4/2020 4/3/2020 12/4/2020 4/3/2020 19.06 337122 USD BBG000BBVDT8 20201208 003852 ETM 7 1792000 5.22 0.75 4.8 0.75 -4.15 12 ENTERCOM COMMUNICATIONS ETM 34.7 2.07 424.7 210.6 9/30/2020 1697.1 137985 14 4 4832 126.28 1 7 12/18/2019 4/6/2020 1/16/2020 4/6/2020 4.64 515112 USD BBG000C55NZ0 20201005 230857 ETFC 5 14.2 2894000 57.3 25.76 57.3 25.76 3.47 0.31 12 E*TRADE FINANCIAL CORP ETFC 61.9 1.17 6/30/2020 1410 221096 10.00 06/02/2010 0.50 05/24/1999 14 4 6211 29.56 1 21 2/20/2020 3/18/2020 2/20/2020 3/18/2020 45.37 523120 USD BBG000N746D6 20201208 003851 ESS 7 27.6 615000 329.74 175.81 329.74 175.81 9.17 0.26 12 ESSEX PROPERTY ESS 71.9 0.72 256.4 55 9/30/2020 5753.9 65205 14 4 6798 51.19 1 7 2/21/2020 3/23/2020 2/21/2020 3/23/2020 300.86 531110 USD BBG000CGJMB9 20201208 003853 EV 7 52.1 2724000 69.18 23.59 69.18 23.59 1.26 0.07 10 EATON VANCE EV 46.4 1.06 1146 416.7 10/31/2020 2237.6 114661 0.50 01/18/2005 0.50 11/14/2000 14 4 6282 28.19 1 7 12/2/2020 3/23/2020 12/2/2020 3/23/2020 46.69 523920 USD BBG000DBVBY4 20201208 003852 ETR 7 15.4 1206000 135.55 75.195 135.55 75.195 6.94 0.04 12 ENTERGY ETR 95.7 0.51 3046 5620.5 9/30/2020 17078.6 200233 14 4 4911 30.39 1 7 2/19/2020 3/23/2020 2/19/2020 3/23/2020 119.8 221113 USD BBG000C1FQS9 20201208 003853 EVN 7 28.9 92000 13.7857 9.17 13.7857 9.17 0.47 11 EV MUNICIPAL INCOME COMMON 10.1 0.14 5604 39667 14 4 6282 9.1 1 7 2/24/2020 3/19/2020 2/24/2020 3/19/2020 12.75 523930 USD BBG000CQQTP9 20201208 003853 EVRI 7 29.1 2037000 14.8759 1.55 14.8759 1.55 -1.03 0.03 12 EVERI HLDGS INC EVRI 53.5 3.04 502.5 407.2 9/30/2020 1108.1 85928 14 4 7993 72.33 1 7 2/20/2020 3/18/2020 2/20/2020 3/18/2020 13.43 713290 USD BBG000H1B407 20201102 144815 EVR 7 13.5 467000 84.74 33.25 84.74 33.25 5.88 0.27 12 EVERCORE INC EVR 73.3 1.72 9/30/2020 375.1 40591 14 4 6282 36.08 1 7 10/23/2020 3/19/2020 10/23/2020 3/19/2020 74.76 523930 USD BBG000BP30Y0 20201208 003853 EWBC 5 11.4 1785000 51.88 22.55 51.88 22.55 4.12 0.14 12 EAST WEST BANCORP EWBC 82.1 1.92 9/30/2020 898.2 141564 0.50 06/22/2004 14 4 6029 76.88 1 21 1/23/2020 4/3/2020 1/23/2020 4/3/2020 48.7 522110 USD BBG000CR20B1 20201208 003853 EWA 7 3914000 23.61 12.73 23.61 12.73 ISHARES MSCI AUSTRALIA INDEX EWA 1.2 14860 65200 14 4 24.78 1 11 12/4/2020 3/23/2020 12/4/2020 3/23/2020 22.64 0 USD BBG000BDNJ29 3 20201208 003854 EWG 7 5525000 31.29 17.495 31.29 17.495 ISHARES MSCI GERMANY INDEX EWG 1.23 28102 91500 14 4 27.62 1 11 12/4/2020 3/18/2020 12/4/2020 3/18/2020 29.4 0 USD BBG000BJZKN7 3 20201208 003854 EWH 7 6317000 25.64 17.92 25.64 17.92 ISHARES MSCI HONG KONG INDEX EWH 0.89 13920 58425 14 4 21.02 1 11 1/17/2020 3/23/2020 1/17/2020 3/23/2020 24.33 0 USD BBG000BBDXW0 3 20201208 003854 EWD 7 152000 39.98 21.38 39.98 21.38 ISHARES MSCI SWEDEN ETF EWD 1.13 3658 9300 14 4 24.64 1 11 11/27/2020 3/23/2020 11/27/2020 3/23/2020 32.9 0 USD BBG000BK5LR1 3 20201208 003854 EWI 7 997000 30.43 17.84 30.43 17.84 ISHARES MSCI ITALY ETF EWI 1.41 1921 6675 2.00 11/07/2016 14 4 29.48 1 11 2/19/2020 3/16/2020 2/19/2020 3/16/2020 29.5 0 USD BBG000BK2V65 3 20201208 003855 EWM 7 350000 28.92 19.06 28.92 19.06 ISHARES MSCI MALAYSIA INDEX EWM 0.64 3778 13725 4.00 11/07/2016 14 4 17.85 1 11 1/2/2020 3/19/2020 1/2/2020 3/19/2020 28.51 0 USD BBG000BK3L48 3 20201208 003855 EWJ 7 8519000 66.36 41.61 66.36 41.61 ISHARES MSCI JAPAN INDEX EWJ 0.75 126533 194850 2.00 11/07/2016 14 4 20.02 1 11 11/27/2020 3/16/2020 11/27/2020 3/16/2020 59.24 0 USD BBG000BK38F5 3 20201208 003855 EWL 7 1306000 43.4 29.55 43.4 29.55 ISHARES MSCI SWITZERLAND ETF EWL 0.71 16910 39375 14 4 19.57 1 11 11/30/2020 3/16/2020 11/30/2020 3/16/2020 40.64 0 USD BBG000BK5Z27 3 20201208 003855 EWP 7 1572000 29.57 17.6 29.5 17.6 ISHARES MSCI SPAIN ETF EWP 1.29 5110 18975 14 4 34.35 1 11 12/13/2019 3/16/2020 2/19/2020 3/16/2020 28.92 0 USD BBG000BK58Q1 3 20201208 003855 EWQ 7 834000 33.72 19.2866 33.72 19.2866 ISHARES MSCI FRANCE INDEX EWQ 1.21 8894 27200 14 4 30.62 1 11 12/4/2020 3/18/2020 12/4/2020 3/18/2020 32.71 0 USD BBG000BJX6S5 3 20201208 003855 EWS 7 1198000 24.69 15.1 24.54 15.1 ISHARES MSCI SINGAPORE INDEX EWS 1.16 6199 29100 2.00 11/07/2016 14 4 23.58 1 11 12/13/2019 3/23/2020 1/14/2020 3/23/2020 24.14 0 USD BBG000BK4VM5 3 20201208 003856 EWY 7 4225000 83 38.26 83 38.26 ISHARES MSCI SOUTH KOREA ETF EWY 1.16 60340 79600 14 4 22.65 1 11 12/4/2020 3/19/2020 12/4/2020 3/19/2020 62.19 0 USD BBG000CDKWX8 3 20201208 003855 EWU 7 5488000 34.31 19.51 34.18 19.51 ISHARES MSCI UNITED KINGDOM ET EWU 1.06 26925 95200 2.00 11/07/2016 14 4 27.64 1 11 12/16/2019 3/23/2020 1/2/2020 3/23/2020 34.1 0 USD BBG000BK6997 3 20201208 002657 EXC 5 16.8 5242000 50.54 29.28 50.54 29.28 2.43 0.1 12 EXELON EXC 72.5 0.39 12037 14185 9/30/2020 31719 975572 0.50 05/06/2004 14 4 4931 26.16 1 21 2/18/2020 3/23/2020 2/18/2020 3/23/2020 45.59 221111 USD BBG000J6XT05 20201208 003856 EWZ 7 27938000 48.48 20.14 48.48 20.14 ISHARES MSCI BRAZIL ETF EWZ 1.54 57141 173000 14 4 39.11 1 11 1/2/2020 3/19/2020 1/2/2020 3/19/2020 47.45 0 USD BBG000CPLR52 3 20201102 144820 EXLS 5 36.4 177000 79.775 40.61 79.775 40.61 2.08 0.15 12 EXLSERVICE HOLDINGS EXLS 90.8 0.99 541.3 229.3 6/30/2020 194.1 34176 14 4 5045 25.18 1 21 3/4/2020 3/24/2020 3/4/2020 3/24/2020 69.46 541511 USD BBG000NS3P30 20201208 002657 EXP 7 26.2 387000 97.79 41.83 97.79 41.83 3.68 -0.15 3 EAGLE MATERIALS EXP 80.4 1.19 678.2 169.7 9/30/2020 1567.3 41818 0.33 02/27/2006 14 4 3241 38.88 1 7 11/9/2020 3/23/2020 11/9/2020 3/23/2020 90.66 327310 USD BBG000BJW241 20201208 002657 EXPD 5 23.9 1190000 95.375 52.55 95.375 52.55 3.76 0.12 12 EXPEDITORS INTERNATIONAL EXPD 69.4 0.73 2769.9 1168.3 9/30/2020 0.8 169266 0.50 06/26/2006 0.50 06/25/2002 14 4 4731 22.52 1 21 10/23/2020 3/23/2020 10/23/2020 3/23/2020 78.02 488510 USD BBG000BJ5GK2 20201208 002657 EXPE 5 20.7 3509000 130.57 40.76 130.57 40.76 -15.59 0.05 12 EXPEDIA EXPE 53.8 1.85 7735 10714 9/30/2020 4189 141461 2.00 12/21/2011 14 4 4724 74.98 1 21 11/9/2020 3/18/2020 11/9/2020 3/18/2020 108.14 561510 USD BBG000QY3XZ2 20201208 002658 EXPO 5 54.7 312000 85.48 58.03 85.48 58.03 1.52 0.16 12 EXPONENT EXPO 78.2 0.35 364 124 9/30/2020 0.2 51630 0.50 06/08/2018 0.50 06/05/2015 14 4 8742 28.28 1 21 11/30/2020 3/20/2020 11/30/2020 3/20/2020 69.01 541611 USD BBG000F31Z34 20201208 002658 EXR 7 33.7 941000 121.07 72.7 121.07 72.7 3.39 0.16 12 EXTRA SPACE STORAGE EXR 75.2 0.04 70.7 314.6 9/30/2020 4888.5 129235 14 4 6798 36.86 1 7 11/9/2020 3/23/2020 11/9/2020 3/23/2020 105.62 531190 USD BBG000PV27K3 20201208 002658 EXTR 5 1057000 8 1.43 8 1.43 -0.82 6 EXTREME NETWORKS EXTR 54.2 2.02 414.2 397.8 9/30/2020 394.6 123013 0.50 08/25/2000 14 4 3669 64.39 1 21 1/17/2020 3/18/2020 1/17/2020 3/18/2020 7.37 541512 USD BBG000BFR0T2 20201208 002658 EZA 7 468000 51.63 24.12 49.65 24.12 ISHARES MSCI SOUTH AFRICA INDE EZA 1.38 3467 8400 0.50 07/24/2008 14 4 34.4 1 11 12/13/2019 3/23/2020 1/2/2020 3/23/2020 49.05 0 USD BBG000PNJ9F5 3 20201208 002658 EZPW 5 38.3 425000 7.01 3.41 6.9556 3.41 -0.83 0.02 9 EZCORP EZPW 65.3 1.5 605.8 91.1 6/30/2020 238.4 55068 0.33 12/12/2006 14 4 5999 44.38 1 21 12/18/2019 3/25/2020 2/3/2020 3/25/2020 6.82 522291 USD BBG000C93HM1 20201208 002659 F 7 509 70896000 9.575 3.96 9.5 3.96 -0.04 -0.58 12 FORD MOTOR F 32.8 1.26 114047 98132 9/30/2020 101361 3978427 0.64 08/03/2000 0.50 07/06/1994 14 4 3711 39.97 1 7 12/18/2019 3/23/2020 11/24/2020 3/23/2020 9.3 336111 USD BBG000BQPC32 20201208 002659 FAST 5 32.7 3125000 49.86 26.715 49.86 26.715 1.47 0.11 12 FASTENAL FAST 53.7 1.23 2457.2 544.7 9/30/2020 342 574053 0.50 05/23/2019 0.50 05/23/2011 14 4 5039 27.52 1 21 9/2/2020 3/23/2020 9/2/2020 3/23/2020 36.95 238290 USD BBG000BJ8YN7 20201208 002659 FARO 5 76000 68.86 35.15 68.86 35.15 -4.37 -0.25 12 FARO TECHNOLOGIES FARO 79.3 1.4 322.2 106 9/30/2020 0.1 17835 14 4 3829 31.05 1 21 12/3/2020 3/23/2020 12/3/2020 3/23/2020 50.35 334519 USD BBG000BJD7C2 20201208 002700 FBC 7 4.7 1087000 39.31 16.76 38.97 16.76 7.78 -0.06 12 FLAGSTAR BANCORP FBC 57.2 1.72 9/30/2020 1146 52564 10.00 10/11/2012 10.00 05/28/2010 14 4 6035 37.14 1 7 12/20/2019 3/23/2020 1/9/2020 3/23/2020 38.25 522120 USD BBG000CYN4J7 20201208 002700 FBNC 5 12.4 602000 41.34 17.319 40 17.319 2.7 0.21 12 FIRST BANCORP FBNC 68.1 1.27 9/30/2020 300.7 28630 0.67 11/16/2004 0.67 09/14/1999 14 4 6022 67.15 1 21 12/20/2019 3/23/2020 1/2/2020 3/23/2020 39.91 522110 USD BBG000BJ9RS6 20201208 002700 FBP 7 22.6 1797000 11.01 3.5 10.67 3.5 0.39 -0.16 12 FIRST BANCORP FBP 64.3 1.36 9/30/2020 754.2 218229 15.00 01/07/2011 0.50 07/01/2005 14 4 6022 62.71 1 7 12/18/2019 3/18/2020 1/2/2020 3/18/2020 10.59 522110 USD BBG000CYKKX8 20201208 002701 FCEL 5 9.9 108685000 11.31 0.4759 11.31 1 0.8 10 FUELCELL ENERGY FCEL 21.3 6.03 84.3 62.7 7/31/2020 90.1 294707 12.00 05/09/2019 12.00 12/04/2015 14 4 4911 197.38 1 1 11/24/2020 12/10/2019 11/24/2020 3/16/2020 2.51 221118 USD BBG000HQ1LB3 20201208 002700 FC 7 58.1 70000 37.43 12.61 35.91 12.61 -0.68 8 FRANKLIN COVEY FC 34.7 1.83 101.7 102.5 8/31/2020 15 14025 14 4 8742 65.31 1 7 12/9/2019 3/23/2020 2/21/2020 3/23/2020 32.23 541611 USD BBG000FCZM90 20201208 002701 FCF 7 13.8 503000 14.93 6.77 14.63 6.77 0.76 0.17 12 FIRST COMMONWEALTH FCF 59.2 1.09 9/30/2020 234.2 96133 0.50 11/19/1999 0.50 02/11/1994 14 4 6021 68.12 1 7 12/20/2019 5/14/2020 1/2/2020 5/14/2020 14.51 522110 USD BBG000CND7W0 20201208 002701 FCN 7 21.5 572000 144.1 94.87 144.1 94.87 5.1 0.32 12 FTI CONSULTING FCN 78.4 0.33 1178.7 612.5 9/30/2020 275.6 35662 0.67 06/05/2003 0.67 01/17/2002 14 4 8742 43.75 1 7 4/15/2020 10/29/2020 4/15/2020 10/29/2020 110.66 541611 USD BBG000K88H58 20201208 002701 FCFS 5 22.5 312000 90.56 51.15 90.56 51.15 3.05 0.05 12 FIRST CASH FINANCIAL SVCS FCFS 75.3 0.78 741 202.9 9/30/2020 631.6 41440 0.50 02/22/2006 0.67 04/06/2004 14 4 5999 47 1 21 1/29/2020 10/29/2020 1/29/2020 10/29/2020 80.63 522291 USD BBG000DNF659 20201208 002701 FCNCA 5 13.9 50000 604.95 276.08 604.95 276.08 43.51 0.25 12 FIRST CITIZENS BANCSHARES 36.5 1.15 9/30/2020 883.9 9816 14 4 6022 56.5 1 21 12/4/2020 3/20/2020 12/4/2020 3/20/2020 532.21 522110 USD BBG000BJCDS3 20201208 002702 FCX 7 21759000 25.43 4.82 25.43 4.82 -0.08 -0.08 12 FREEPORT-MCMORAN INC FCX 63.1 2.16 7800 3209 9/30/2020 9821 1452868 0.50 02/02/2011 14 4 1021 43.44 1 7 12/4/2020 3/19/2020 12/4/2020 3/19/2020 13.12 212230 USD BBG000BJDB15 20201208 002702 FDN 7 370000 209.2 105 209.2 105 FIRST TRUST DOW JONES INTERNET FDN 1.08 108784 52500 14 4 32.32 1 11 12/4/2020 3/18/2020 12/4/2020 3/18/2020 139.12 0 USD BBG000F0YTN6 3 20201208 002702 FDP 7 53.7 173000 37.47 20.25 37.47 20.25 0.48 -0.12 12 FRESH DEL MONTE PRODUCE FDP 61.7 0.76 1051.5 562.9 9/30/2020 586.8 47367 14 4 179 49.25 1 7 3/20/2020 5/14/2020 3/20/2020 5/14/2020 34.98 111336 USD BBG000JLQGN3 20201208 002702 FDS 7 35.7 213000 363.64 195.22 363.64 195.22 9.83 0.11 8 FACTSET RESEARCH SYSTEMS FDS 77.5 0.71 841.9 276.3 8/31/2020 574.4 37992 0.67 02/07/2005 0.50 02/07/2000 14 4 7323 34.28 1 7 8/19/2020 3/23/2020 8/19/2020 3/23/2020 268.3 523210 USD BBG000BDJL83 20201208 002702 FDX 7 43.3 2575000 298.98 88.69 298.98 88.69 6.81 0.06 5 FEDEX FDX 57.1 1.28 16383 10344 8/31/2020 21952 262592 0.50 05/07/1999 0.50 11/05/1996 14 4 4513 37.56 1 7 12/4/2020 3/17/2020 12/4/2020 3/17/2020 151.21 492110 USD BBG000BJF1Z8 20201208 002703 FELE 5 35.1 135000 70.44 41.25 70.44 41.25 2 0.08 12 FRANKLIN ELECTRIC FELE 70.6 0.96 567.4 185.8 9/30/2020 93.1 46202 0.50 03/19/2013 0.50 06/16/2004 14 4 3621 36.02 1 21 12/4/2020 3/25/2020 12/4/2020 3/25/2020 57.32 335312 USD BBG000BJGGV8 20201208 002702 FE 7 21.6 8233000 52.515 22.85 52.515 22.85 1.34 0.19 12 FIRSTENERGY FE 65.9 0.15 2444 4862 9/30/2020 19618 542590 14 4 4911 37.35 1 7 2/18/2020 7/22/2020 2/18/2020 7/22/2020 48.6 221111 USD BBG000BB6M98 20201208 002703 FFBC 5 10.8 439000 26.19 10.83 25.68 10.83 1.59 0.13 12 FIRST FINANCIAL BANCORP FFBC 73.9 1.15 9/30/2020 414.4 98018 0.95 03/07/2001 0.95 12/01/1999 14 4 6021 70.84 1 21 12/20/2019 5/14/2020 1/24/2020 5/14/2020 25.44 522110 USD BBG000BJGW43 20201208 002703 FFG 7 16.8 46000 61.28 29.01 61.28 29.01 3.21 0.03 12 FBL FINANCIAL GROUP FFG 22.2 0.03 9/30/2020 97 24395 0.50 04/20/1998 14 4 6411 20.59 1 7 2/7/2020 3/18/2020 2/7/2020 3/18/2020 58.93 524113 USD BBG000H0JJ17 20201208 002703 FFIC 5 10.2 207000 22.1 8.86 21.76 8.86 1.53 -0.01 12 FLUSHING FINANCIAL FFIC 58.8 0.75 9/30/2020 1237.2 28218 0.67 12/16/2003 0.67 08/31/2001 14 4 6022 53.69 1 21 12/20/2019 3/16/2020 1/2/2020 3/16/2020 21.61 522110 USD BBG000BZRV74 20201208 002703 FFIN 5 26.5 411000 36.45 20.7 35.94 20.7 1.32 0.12 12 FIRST FINANCIAL BANKSHS FFIN 48.1 0.83 9/30/2020 381.4 142114 0.50 06/04/2019 0.50 06/03/2014 14 4 6022 44.09 1 21 12/19/2019 3/12/2020 1/24/2020 3/12/2020 35.1 522110 USD BBG000BL8476 20201208 002703 FFIV 5 32.9 773000 167 79.78 167 79.78 5.05 0.12 9 F5 NETWORKS FFIV 67.6 1.15 1793.5 1288.3 9/30/2020 369 61603 0.50 08/21/2007 14 4 7371 41.77 1 21 11/25/2020 3/18/2020 11/25/2020 3/18/2020 139.65 541511 USD BBG000CXYSZ6 20201208 002704 FISV 5 90.1 3741000 125.05 73.5 125.05 73.5 1.3 0.03 12 FISERV FISV FISV1 61.6 0.86 17046 15727 9/30/2020 21612 670438 0.50 03/20/2018 0.50 12/17/2013 14 4 7379 31.59 1 21 2/4/2020 3/19/2020 2/4/2020 3/19/2020 115.63 541519 USD BBG000BJKPG0 20201208 002704 FHN 7 7 4988000 17.4 6.27 17.4 6.27 1.88 0.09 12 FIRST HORIZON CORP FHN FHN1 75 1.49 9/30/2020 791.4 554788 0.98 12/08/2010 0.98 09/08/2010 14 4 6021 62.23 1 7 1/21/2020 3/19/2020 1/21/2020 3/19/2020 16.56 522110 USD BBG000GHZSZ6 20201208 002704 FITB 5 13.5 6528000 31.64 11.1 31.02 11.1 2.03 0.15 12 FIFTH THIRD BANCORP FITB 68.6 1.53 9/30/2020 14970 712420 2.00 07/17/2000 14 4 6022 59.12 1 21 12/13/2019 3/19/2020 1/2/2020 3/19/2020 30.74 522110 USD BBG000BJL3N0 20201208 002704 FIS 7 640 2803000 158.21 91.68 158.21 91.68 -0.42 -0.22 12 FIDELITY NATIONAL INFO FIS FIS1 77.9 0.79 8692 10382 9/30/2020 17229 620509 14 4 7389 37.86 1 7 2/14/2020 3/18/2020 2/14/2020 3/18/2020 139.09 561499 USD BBG000BK2F42 20201208 002704 FICO 7 60.9 207000 498.85 177.65 498.85 177.65 8.13 0.24 9 FAIR ISAAC FICO 67.5 1.22 534.1 414.5 9/30/2020 739.4 29098 0.67 03/11/2004 0.67 06/06/2002 14 4 7372 45.94 1 7 12/4/2020 3/18/2020 12/4/2020 3/18/2020 374.68 511210 USD BBG000DW76Y6 20201208 002705 FL 7 13 2592000 42 17.46 42 17.46 3.2 0.05 1 FOOT LOCKER FL 61.7 1.27 2386 1194 10/31/2020 122 104391 0.50 06/01/1990 0.50 06/02/1986 14 4 5661 52.74 1 7 11/20/2020 3/23/2020 11/20/2020 3/23/2020 38.99 448210 USD BBG000BX8DC4 20201208 002705 FIZZ 5 30.6 348000 100.22 35.71 100.22 35.71 3.15 0.21 4 NATIONAL BEVERAGE FIZZ 17.9 1.47 460.7 141.7 7/31/2020 10 46632 0.83 05/31/2007 0.50 03/23/2004 14 4 2086 45.62 1 21 12/1/2020 3/9/2020 12/1/2020 3/9/2020 51.02 312111 USD BBG000BF8CB6 20201208 002705 FIX 7 13.3 239000 58.14 27.54 58.14 27.54 3.85 0.38 12 COMFORT SYSTEMS FIX 84.1 1.01 790.2 608 9/30/2020 205.3 36395 14 4 1731 56.26 1 7 10/12/2020 5/14/2020 10/12/2020 5/14/2020 49.85 238220 USD BBG000BWN2Y9 20201208 002705 FLEX 5 26.3 3394000 17.02 5.36 17.02 5.36 0.64 -0.3 3 FLEX LTD FLEX 79.4 1.67 9086.3 7211.1 9/30/2020 2689.1 501158 0.50 10/17/2000 0.50 12/23/1999 14 4 3672 38.39 1 21 12/4/2020 3/18/2020 12/4/2020 3/18/2020 12.62 334412 USD BBG000BP5YT0 20201208 002705 FLIC 5 10.9 71000 25.53 12.155 25.28 12.155 1.67 0.09 12 FIRST OF LONG ISLAND FLIC 56.6 0.46 9/30/2020 337.5 23887 0.67 11/29/2016 0.67 10/16/2014 14 4 6021 49.05 1 2 12/31/2019 3/18/2020 1/2/2020 3/18/2020 25.08 522110 USD BBG000BJMDS2 20201208 002705 FLIR 5 39.2 2120000 59.44 23.85 59.44 23.85 1.05 -0.02 12 FLIR SYSTEMS FLIR 71.8 1.58 1108.7 413.1 9/30/2020 648.4 131145 0.50 12/11/2007 0.50 02/03/2005 14 4 3812 43.77 1 21 2/13/2020 3/23/2020 2/13/2020 3/23/2020 52.07 334511 USD BBG000BHK836 20201208 002706 FLR 7 2028000 20.895 2.85 20.895 2.85 -9.49 -0.17 12 FLUOR FLR 48.2 3.02 5516.3 3932.1 6/30/2020 1651.7 140621 0.50 07/17/2008 14 4 1629 67.37 1 7 1/16/2020 3/18/2020 1/16/2020 3/18/2020 18.88 237990 USD BBG000BB1TH9 20201208 002706 FLS 7 31.5 1093000 51.25 18.98 51.25 18.98 1.13 -0.12 12 FLOWSERVE FLS 94.8 1.8 2505.4 1112.9 9/30/2020 1366 130263 0.33 06/24/2013 0.67 03/28/1994 14 4 3561 68.38 1 7 1/9/2020 3/23/2020 1/9/2020 3/23/2020 49.77 333249 USD BBG000FFH4P5 20201208 002707 FMX 7 297 613000 98.05 52.91 98.05 52.91 0.26 0.04 12 FOMENTO ECONOMICO FMX 13.5 1.15 8670.5 6859.6 9/30/2020 5111.9 357823 0.33 05/31/2007 14 4 2082 53.91 1 7 1/8/2020 10/30/2020 1/8/2020 10/30/2020 94.51 312120 USD BBG000BD33X2 20201208 002706 FMC 7 31.7 616000 122.29 56.77 122.29 56.77 3.84 0.1 12 FMC FMC 64.9 1 4074.8 2723.9 9/30/2020 3031.1 129757 0.50 05/25/2012 0.50 09/14/2007 14 4 2879 29.3 1 7 12/4/2020 3/18/2020 12/4/2020 3/18/2020 99.82 325320 USD BBG000BJP882 20201102 144842 FLXS 5 52000 31.27 7.81 31.27 7.81 -4.07 6 FLEXSTEEL INDUSTRIES 33.3 0.8 181.8 53.5 9/30/2020 20.8 7259 0.67 12/08/1987 0.50 05/19/1983 14 4 2512 70.5 1 21 10/27/2020 5/14/2020 10/27/2020 5/14/2020 19.92 337121 USD BBG000BJNBB3 20201208 002706 FLWS 5 22.8 1017000 32.7792 11.15 32.7792 11.15 1.01 0.24 6 1-800 FLOWERS.COM FLWS 31 1.79 378.6 180.3 9/30/2020 87.6 64644 14 4 5992 75.68 1 21 9/2/2020 3/18/2020 9/2/2020 3/18/2020 14.5 453110 USD BBG000BBR9P6 20201208 002706 FMBI 5 15.3 672000 23.64 10.31 23.19 10.31 1.01 0.15 12 FIRST MIDWEST BANCORP FMBI 88 1.19 9/30/2020 1892.7 114302 0.80 12/17/2001 0.67 12/21/1999 14 4 6021 69.58 1 21 12/18/2019 5/14/2020 1/2/2020 5/14/2020 23.06 522110 USD BBG000BJNV83 20201208 002706 FLO 7 47.7 1138000 25.178 17.42 25.178 17.42 0.47 -0.01 12 FLOWERS FOODS FLO 55.3 0.24 526.2 463.4 9/30/2020 866.5 211603 0.67 06/20/2013 0.67 06/27/2011 14 4 2099 23.87 1 7 8/19/2020 3/25/2020 8/19/2020 3/25/2020 21.74 311812 USD BBG000BB4D72 20201208 002707 FNB 7 10.3 2290000 12.93 5.05 12.76 5.05 0.93 0.08 12 F.N.B. FNB 75.3 1.34 9/30/2020 1340 322635 0.95 05/13/2003 0.95 05/15/2002 14 4 6021 68.84 1 7 12/20/2019 3/19/2020 1/2/2020 3/19/2020 12.7 522110 USD BBG000BJ9B29 20201208 002707 FNF 7 10.7 2098000 49.28 19 49.28 19 3.49 0.04 12 FIDELITY NATIONAL FINANCIAL IN FNF 52.5 1.35 9/30/2020 838 293674 14 4 6361 33.27 1 7 2/3/2020 3/19/2020 2/3/2020 3/19/2020 45.35 524127 USD BBG006N7S6K9 20201208 002708 FORR 5 66.6 40000 50 22.45 50 22.45 0.66 0.07 12 FORRESTER RESEARCH FORR 44.6 1.07 192 268.9 9/30/2020 121.2 18964 0.50 02/08/2000 14 4 8732 34.24 1 21 2/14/2020 3/20/2020 2/14/2020 3/20/2020 41.7 541910 USD BBG000HGNYG8 20201208 002708 FOE 7 123.8 338000 15.67 7.52 15.67 7.52 -0.07 -0.41 12 FERRO FOE 82.9 1.59 883.2 381.7 9/30/2020 798.9 82291 0.67 12/02/1997 0.67 09/02/1992 14 4 2851 39.94 1 7 11/9/2020 4/3/2020 11/9/2020 4/3/2020 14.83 325510 USD BBG000BJQK11 20201208 002708 FORM 5 43 623000 43.98 16.3501 43.98 16.3501 1.02 12 FORMFACTOR FORM 72.7 1.52 419 136.6 9/30/2020 15.6 77388 14 4 3674 41.3 1 21 12/4/2020 3/23/2020 12/4/2020 3/23/2020 25.97 334413 USD BBG000D1Y3P1 20201208 002709 FRO 7 2.4 2503000 13.33 5.28 13.33 5.28 2.77 12 FRONTLINE FRO 19.5 0.33 448.5 848.1 9/30/2020 1254.4 197692 5.00 02/03/2016 10.00 10/29/1998 14 4 68.66 1 7 1/3/2020 10/30/2020 1/3/2020 10/30/2020 12.86 488320 USD BBG000BTQNQ6 20201208 002709 FRME 5 12.9 222000 42.48 21.18 42.19 21.18 2.78 0.14 12 FIRST MERCHANTS FRME 59.7 1.27 9/30/2020 489.8 54258 0.95 08/27/2003 0.95 08/28/2002 14 4 6021 64.34 1 21 12/18/2019 5/14/2020 2/11/2020 5/14/2020 41.59 522110 USD BBG000BBSJ28 20201208 002709 FR 7 25.4 667000 46.12 25.89 46.12 25.89 1.65 0.35 12 FIRST INDUSTRIAL REALTY FR 80.7 0.81 421.8 145.2 9/30/2020 1483.6 129050 14 4 6798 25.83 1 7 2/14/2020 3/23/2020 2/14/2020 3/23/2020 41.51 531120 USD BBG000CKGDS5 20201208 002708 FOSL 5 2943000 12.2 2.69 12.2 2.69 -1.94 12 FOSSIL GROUP INC. 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COMMON STOC 35.8 0.61 27.9 2.9 6/30/2020 88.9 9548 0.33 01/18/2011 14 4 6531 26.94 1 21 11/6/2019 3/16/2020 1/17/2020 3/16/2020 49.81 531390 USD BBG000HCVWW4 20201208 002710 FRT 7 40 1324000 133.02 64.11 131.56 64.11 2.33 0.14 12 FEDERAL REALTY INVESTMENT FRT 73.4 1.13 537.5 358.9 9/30/2020 3356.6 75647 0.67 11/06/1985 0.50 09/01/1982 14 4 6798 97.04 1 7 12/9/2019 5/14/2020 1/22/2020 5/14/2020 128.73 531120 USD BBG000BJVN28 20201102 144854 FSLR 5 41.2 3948000 97.93 28.47 97.93 28.47 2.11 -0.18 12 FIRST SOLAR INC FSLR 55 1.64 3599.8 1318.2 9/30/2020 454.2 105976 14 4 3674 55.93 1 21 10/28/2020 3/18/2020 10/28/2020 3/18/2020 55.96 334413 USD BBG000BFL116 20201102 180548 FTEK 5 58000 1.49 0.3 1.49 0.3 -0.44 12 FUEL TECH FTEK 5.7 1.88 21.6 4.9 6/30/2020 1.8 24701 14 4 3564 76.81 1 2 5/8/2020 3/27/2020 5/8/2020 3/27/2020 0.95 333413 USD BBG000BNG8X5 20201208 002710 FTI 7 7739000 21.84 4.49 21.84 4.49 -12.63 12 TECHNICFMC PLC FTI 45.8 2.51 11886.4 10138.4 9/30/2020 3980 449408 0.50 01/17/2017 0.50 09/04/2007 14 4 3533 103.99 1 7 1/6/2020 3/18/2020 1/6/2020 3/18/2020 21.44 541611 USD BBG00DL8NMV2 20201208 002710 FSP 6 164.2 412000 8.94 3.34 8.65 3.34 -0.01 -0.14 12 FRANKLIN STREET PPTYS 72.8 0.95 108.8 66.7 9/30/2020 964.7 107328 14 4 6798 62.49 1 6 12/11/2019 9/25/2020 1/2/2020 9/25/2020 8.56 531120 USD BBG000DRFJF1 20201208 002710 FSS 7 20 289000 34.87 23.32 34.87 23.32 1.65 0.12 12 FEDERAL SIGNAL FSS 77.5 0.99 360.7 160.2 9/30/2020 219.9 60523 0.75 03/02/1994 0.67 04/10/1992 14 4 3559 41.85 1 7 1/24/2020 3/23/2020 1/24/2020 3/23/2020 32.25 333249 USD BBG000BJXWX2 20201208 002711 FUL 7 23.9 318000 55.28 23.68 55.28 23.68 2.23 0.21 11 H.B. 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AMERICAN BANCORP GABC 42.8 0.74 9/30/2020 349.7 26492 0.67 04/24/2017 0.95 11/26/2003 14 4 6022 45.86 1 21 1/28/2020 3/23/2020 1/28/2020 3/23/2020 35.62 522110 USD BBG000BH7CW0 20201208 002712 GAIN 5 9.7 173000 15.34 6.43 13.99 6.43 -0.54 3 GLADSTONE INVESTMENT GAIN 3.1 1.52 99 77.2 9/30/2020 100 33205 14 4 6799 27.48 1 21 12/18/2019 3/19/2020 1/22/2020 3/19/2020 13.25 523920 USD BBG000C32KN7 20201208 002712 GATX 7 15.6 183000 85.7525 50.6914 84.98 50.6914 5.44 0.05 12 GATX CORP GATX 77 1.01 676.4 204.7 9/30/2020 4780.4 35000 0.50 06/02/1998 0.50 06/04/1990 14 4 4741 42.93 1 7 12/27/2019 3/23/2020 12/4/2020 3/23/2020 82.85 532411 USD BBG000BKGXQ4 20201208 002711 FXI 7 13618000 49.44 33.105 49.44 33.105 ISHARES FTSE CHINA 25 INDEX FU FXI 0.81 39139 83250 0.33 07/24/2008 14 4 23.5 1 11 11/9/2020 3/19/2020 11/9/2020 3/19/2020 43.63 0 USD BBG000Q8RVM1 3 20201208 002711 GAB 7 3.9 827000 6.58 2.89 6.58 2.89 -0.63 12 GABELLI EQUITY TRUST COMMON 2 1.05 14854 259700 14 4 6282 19.75 1 7 12/4/2020 3/19/2020 12/4/2020 3/19/2020 6.09 523920 USD BBG000BK1WL7 20201208 002712 GBX 7 23.5 306000 36.23 12.89 36.23 12.89 1.5 -0.24 8 GREENBRIER COMPANIES GBX 83.7 1.52 1611.2 463.9 8/31/2020 1155.6 32824 14 4 3743 65.14 1 7 11/24/2020 4/3/2020 11/24/2020 4/3/2020 32.43 336510 USD BBG000CF5097 20201208 002712 GBCI 5 16.6 339000 46.54 26.66 46.54 26.66 2.58 0.1 12 GLACIER BANCORP GBCI 65.6 0.94 9/30/2020 207.3 95415 0.67 12/15/2006 0.80 05/27/2005 14 4 6022 54.79 1 21 6/8/2020 3/12/2020 6/8/2020 3/12/2020 45.99 522110 USD BBG000C3KB84 20201208 002713 GDEN 5 193000 21.67 3.55 21.67 3.55 -4.49 12 GOLDEN ENTERTAINMENT INC GDEN 24.1 2.76 160.4 132.8 9/30/2020 1130.4 28181 2.00 09/10/2014 0.50 05/04/2004 14 4 7011 45.04 1 1 2/19/2020 3/23/2020 2/19/2020 3/23/2020 19.22 713210 USD BBG000BCV1L0 20201208 002713 GD 7 14.1 1397000 190.08 100.55 190.08 100.55 11.08 0.1 12 GENERAL DYNAMICS GD 64 1.09 19780 16801 9/30/2020 9010 286972 0.50 03/27/2006 0.50 04/03/1998 14 4 3724 29.61 1 7 2/13/2020 3/23/2020 2/13/2020 3/23/2020 176.35 336412 USD BBG000BK67C7 20201208 002713 GCO 7 6.9 386000 53.2 5.515 48.86 5.515 -7.33 -0.01 1 GENESCO GCO 84.7 2.3 508.2 361.9 7/31/2020 14.4 14994 14 4 5699 95.27 1 7 12/10/2019 3/18/2020 1/9/2020 3/18/2020 47.92 448150 USD BBG000BK5S78 20201208 002713 GEF 7 23.3 137000 51.265 23.65 51.265 23.65 2.18 0.13 10 GREIF GEF 37.5 1.07 1249 825.4 7/31/2020 2659 59454 0.50 04/12/2007 14 4 2679 45.08 1 7 11/24/2020 3/12/2020 11/24/2020 3/12/2020 44.2 322220 USD BBG000BLFNC0 20201208 002713 GE 7 29.4 112882000 13.26 5.48 13.26 5.48 0.37 12 GENERAL ELECTRIC GE GE1 49.6 1.11 132100 92800 9/30/2020 68811 8759873 0.33 05/08/2000 0.50 05/12/1997 14 4 3621 40.84 1 7 2/12/2020 5/13/2020 2/12/2020 5/13/2020 11.16 335312 USD BBG000BK6MB5 20201208 002714 GEL 7 23.7 1109000 22.2 2.58 22.2 2.58 -3.13 -0.31 12 GENESIS ENERGY GEL 51.3 2.9 593.1 415.5 9/30/2020 3429.2 122579 14 4 5171 99.34 1 7 1/8/2020 3/18/2020 1/8/2020 3/18/2020 20.48 486110 USD BBG000BM3HK5 20201208 002714 GFF 7 16 562000 27.53 9.15 27.53 9.15 1.25 0.1 9 GRIFFON GFF 59.4 1.97 1113.4 449.2 9/30/2020 1037 56125 0.91 08/16/2001 10.00 08/11/1981 14 4 3423 74.38 1 7 7/31/2020 3/23/2020 7/31/2020 3/23/2020 20.33 332510 USD BBG000D7FT63 20201208 002714 GES 7 7.6 1510000 23.58 3.64 23.58 3.64 -1.22 0.04 1 GUESS GES 56.2 2.28 1064.2 638.4 10/31/2020 280.1 63610 0.50 03/13/2007 14 4 5699 80.86 1 7 1/17/2020 3/18/2020 1/17/2020 3/18/2020 22.38 448150 USD BBG000BC26P7 20201208 002714 GEO 7 8.6 3934000 18.42 8 18.42 8 1.16 0.01 12 GEO GROUP GEO 66.8 0.72 547.8 395.9 9/30/2020 2717.5 121315 0.67 04/25/2017 0.50 06/01/2007 14 4 6798 65.75 1 7 2/12/2020 10/28/2020 2/12/2020 10/28/2020 16.61 525120 USD BBG000GC0TZ3 20201208 002715 GGG 7 37.4 505000 69.91 38.43 69.91 38.43 1.79 0.1 12 GRACO GGG 64.5 0.57 791.5 285.3 9/30/2020 164.3 167541 0.33 12/28/2017 0.67 03/31/2004 14 4 3561 18.84 1 7 11/9/2020 3/23/2020 11/9/2020 3/23/2020 52 333249 USD BBG000BK9W84 20201208 002715 GGB 7 28 4983000 5.3427 1.65 5.3427 1.65 0.16 -0.03 12 GERDAU GGB 16.7 1.59 3538.2 1440.5 9/30/2020 2811 1701161 0.50 06/20/2008 0.67 04/21/2006 14 4 3325 54.52 1 7 1/24/2020 3/23/2020 1/24/2020 3/23/2020 4.9 331513 USD BBG000K91FQ4 20201208 002715 GFI 7 30 7227000 14.9 3.79 14.9 3.79 0.29 12 GOLD FIELDS GFI 26.9 0.76 1101.1 1367.8 12/31/2015 1160.9 883334 0.50 11/30/1987 14 4 1041 77.57 1 7 9/15/2020 3/19/2020 9/15/2020 3/19/2020 6.6 212221 USD BBG000KHT4K7 20201208 002715 GGAL 5 4.9 834000 17.7 5.66 16.89 5.66 1.84 0.45 12 GRUPO FINANCIERO GALICIA GGAL 4.6 1.9 9/30/2020 827.7 142677 14 4 6029 66.59 1 2 12/26/2019 4/27/2020 1/10/2020 4/27/2020 16.23 523910 USD BBG000F646H3 20201208 002715 GHC 7 11.7 27000 655.54 267.89 648.94 267.89 39.61 -0.21 12 GRAHAM HOLDINGS CO 53.3 1.16 1663.5 1041.9 9/30/2020 430.6 5006 0.50 01/08/1979 0.50 12/20/1976 14 4 8299 33.51 1 7 12/20/2019 3/18/2020 1/2/2020 3/18/2020 638.99 611699 USD BBG000C3FGH9 20201208 002716 GIB 7 23.1 177000 87.125 46.32 87.125 46.32 3.32 0.11 9 CGI INC GIB 32.4 1.06 3836.3 2841.4 9/30/2020 2546.4 258927 0.50 01/18/2000 0.50 05/19/1998 14 4 7721 35.5 1 7 1/24/2020 3/23/2020 1/24/2020 3/23/2020 83.71 541511 USD BBG000FWZL89 20201208 002716 GHL 7 24.6 90000 23.08 7.28 23.08 7.28 -0.69 -0.21 12 GREENHILL & CO GHL 45.6 0.88 194.3 48.9 9/30/2020 358 18972 14 4 6211 96.47 1 7 2/6/2020 3/16/2020 2/6/2020 3/16/2020 17.08 523110 USD BBG000C34WJ4 20201208 002716 GIII 5 17.9 1009000 34.42 2.96 34.42 2.96 1.37 0.03 1 G-III APPAREL GROUP GIII 79.9 3.12 1368.7 614 7/31/2020 396.8 48359 0.50 05/04/2015 0.67 03/28/2006 14 4 5399 94.68 1 21 1/2/2020 3/18/2020 1/2/2020 3/18/2020 33.5 314999 USD BBG000C2YZ60 20201208 002716 GIL 7 26.9 627000 30.29 9.42 30.29 9.42 -1.32 -0.03 12 GILDAN GIL 56.9 1.56 1514.2 422.4 9/30/2020 845 198307 0.50 03/30/2015 0.50 05/29/2007 14 4 2434 53.67 1 7 1/24/2020 3/23/2020 1/24/2020 3/23/2020 29.53 315220 USD BBG000BH2CW5 20201102 144911 GILT 5 23 832000 10.76 4.7 10.76 4.7 0.26 12 GILAT SATELLITE NETWORKS GILT 11.4 0.59 223.5 121 6/30/2020 4 55519 20.00 04/16/2003 14 4 3663 35.41 1 21 1/21/2020 3/19/2020 1/21/2020 3/19/2020 7.88 334220 USD BBG000BDQ562 20201208 002716 GIM 7 44.4 564000 6.24 4.3 6.239 4.3 -0.51 12 TEMPLETON GLOBAL INCOME COMMON 11.4 0.28 8209 12/31/2018 134144 14 4 6726 12.1 1 7 12/27/2019 3/18/2020 1/9/2020 3/18/2020 6.13 523999 USD BBG000BKC3Z4 20201208 002717 GLAD 5 6.9 230000 10.57 4.04 10.55 4.04 -0.06 0.05 9 GLADSTONE CAPITAL GLAD 3.8 1.45 9/30/2020 93.9 31989 14 4 6799 27.98 1 21 12/16/2019 3/19/2020 2/14/2020 3/19/2020 9.93 523920 USD BBG000DJYTQ4 20201208 002717 GIS 7 16 3570000 66.14 46.59 66.14 46.59 3.77 0.13 5 GENERAL MILLS GIS 82.2 0.57 5121.3 7491.5 8/31/2020 10929 611334 0.50 06/09/2010 0.50 11/09/1999 14 4 5411 21.2 1 7 8/4/2020 2/28/2020 8/4/2020 2/28/2020 53.56 311412 USD BBG000BKCFC2 20201208 002717 GLD 7 11257000 194.4499 136.12 194.45 136.12 SPDR GOLD SHARES GLD 0.01 676811 409300 14 4 19.72 1 11 8/6/2020 3/16/2020 8/6/2020 3/16/2020 142.9 0 USD BBG000CRF6Q8 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1.15 7463 3521 9/30/2020 7729 764010 0.33 10/04/2000 0.50 02/11/1992 14 4 3679 32.58 1 7 12/4/2020 3/23/2020 12/4/2020 3/23/2020 29.11 334419 USD BBG000BKFZM4 20201208 002718 GME 7 8875000 19.42 2.57 19.42 2.57 -5.62 1 GAMESTOP GME 70.2 1.4 1633.7 1237.7 7/31/2020 419.8 65162 0.50 03/19/2007 14 4 5734 93.17 1 7 11/30/2020 4/3/2020 11/30/2020 4/3/2020 6.08 443142 USD BBG000BB5BF6 20201208 002718 GNTX 5 27.5 1819000 33.87 19.48 33.87 19.48 1.23 0.11 12 GENTEX GNTX 60.4 1.08 950.4 171.8 9/30/2020 178.1 245057 0.50 01/02/2015 0.50 05/09/2005 14 4 3714 27.33 1 21 12/4/2020 3/23/2020 12/4/2020 3/23/2020 28.98 336320 USD BBG000BKJ092 20201208 002718 GNW 7 10.2 5382000 4.93 1.87 4.84 1.87 -0.22 -0.27 12 GENWORTH FINANCIAL GNW 49.1 0.87 9/30/2020 3588 505595 14 4 6311 57.78 1 7 12/17/2019 6/30/2020 3/4/2020 6/30/2020 4.4 524113 USD BBG000J5Q6L2 20201208 002718 GOGL 5 12.8 337000 5.97 2.52 5.8 2.52 -0.85 -0.28 12 GOLDEN OCEAN GROUP GOGL 14.9 1.64 273.1 233.4 9/30/2020 1026.1 143328 5.00 08/01/2016 14 4 4499 52.63 1 21 12/26/2019 3/23/2020 1/2/2020 3/23/2020 5.81 488390 USD BBG000BP83H8 20201208 002719 GOL 7 1887000 18.73 1.85 18.73 1.85 -2.41 12 GOL INTELLIGENT AIRLINES GOL 5.5 1.2 956 2010.6 9/30/2020 1138.3 177005 0.40 11/22/2017 0.50 05/02/2017 14 4 4512 94.85 1 7 1/23/2020 3/19/2020 1/23/2020 3/19/2020 18.07 481111 USD BBG000H2WS18 20201208 002719 GOLD 7 13.7 23925000 31.22 12.65 31.22 12.65 1.71 12 BARRICK GOLD CORP GOLD 54.8 0.35 6887 2376 9/30/2020 5161 1778126 0.50 03/02/1993 0.50 01/02/1990 14 4 611 41.66 1 7 8/18/2020 3/16/2020 8/18/2020 3/16/2020 18.59 212221 USD BBG000BB07P9 20201208 002719 GOOGL 5 35 1391000 1843.83 1008.87 1843.83 1008.87 52.16 0.19 12 ALPHABET INC CLASS A GOOGL 27.6 1 152578 45221 9/30/2020 4554 676426 0.50 04/03/2014 14 4 7375 33.28 1 21 12/3/2020 3/23/2020 12/3/2020 3/23/2020 1339.39 519130 USD BBG009S39JX6 20201208 002719 GOOD 5 194000 23.07 7.59 22.65 7.59 -0.26 12 GLADSTONE COMMERCIAL GOOD 39.7 0.99 22.7 60.1 9/30/2020 575 35028 14 4 6798 38.77 1 21 12/9/2019 3/19/2020 1/22/2020 3/19/2020 21.86 531190 USD BBG000M2NYQ2 20201102 144920 GORO 6 153 1526000 6.24 2.02 6.24 2.02 -0.02 -0.21 12 GOLD RESOURCE 45.7 1.98 50.7 28 6/30/2020 0.8 70077 14 4 1041 91.56 1 6 2/24/2020 3/16/2020 2/24/2020 3/16/2020 5.54 212221 USD BBG000J0LC17 20201208 002720 GPI 7 10 191000 136.35 26.255 136.35 26.255 12.68 0.21 12 GROUP 1 AUTOMOTIVE GPI 80.8 1.99 2516.3 2422.3 9/30/2020 1432.1 18314 14 4 5511 49.9 1 7 10/22/2020 3/18/2020 10/22/2020 3/18/2020 100 423110 USD BBG000BB88K4 20201208 002719 GPC 7 604.9 799000 107.08 49.681 106.84 49.681 -1.33 -0.02 12 GENUINE PARTS GPC 55.5 1.05 7938.6 6394.1 9/30/2020 2802.1 144290 0.67 04/15/1997 0.67 04/20/1992 14 4 5013 40.23 1 7 12/17/2019 3/23/2020 1/2/2020 3/23/2020 106.23 423120 USD BBG000BKL348 20201208 002720 GPK 7 33.7 2889000 16.95 10.405 16.84 10.405 0.48 0.21 12 GRAPHIC PACKAGING HOLDING GPK 97.6 1.13 1805.6 1198.7 9/30/2020 2809.9 270783 0.50 09/19/1995 14 4 2631 29.66 1 7 12/18/2019 3/23/2020 1/2/2020 3/23/2020 16.65 322130 USD BBG000GQ7K93 20201102 144921 GPL 6 1665000 1.07 0.2261 1.07 0.2261 -0.21 12 GREAT PANTHER MINING LTD 19.4 2.1 105.3 92.5 6/30/2020 4.6 353084 14 4 619 63.25 1 6 8/18/2020 3/16/2020 8/18/2020 3/16/2020 0.51 212299 USD BBG000K96QQ5 20201125 180802 GPOR 5 37503000 3.38 0.12 3.09 0.12 -20.44 0.04 12 GULFPORT ENERGY CORP GPOR 43.1 7.71 305.9 451.2 9/30/2020 1978 160762 50.00 03/03/1999 14 4 1311 218.19 1 21 12/20/2019 11/16/2020 1/2/2020 11/16/2020 3.04 211120 USD BBG000BG09F5 20201208 002720 GPN 7 132.5 1724000 209.62 105.54 209.62 105.54 1.51 0.05 12 GLOBAL PAYMENTS GPN GPN1 73.5 1.15 4366.4 3579.4 9/30/2020 9090.4 299337 0.50 11/03/2015 0.50 10/31/2005 14 4 7389 43.87 1 7 2/19/2020 3/23/2020 2/19/2020 3/23/2020 182.56 522320 USD BBG000CX0P89 20201208 002720 GPRE 5 447000 17.76 3.77 17.76 3.77 -2.84 -0.21 12 GREEN PLAINS INC. 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GRAINGER GWW 50.6 1.17 3555 1678 9/30/2020 1914 53668 0.50 06/15/1998 0.50 06/10/1991 14 4 5063 27.27 1 7 12/1/2020 3/23/2020 12/1/2020 3/23/2020 338.52 423610 USD BBG000BKR1D6 20201208 002723 HA 5 14.6 1922000 31.34 7.55 30.76 7.55 -6.51 0.34 12 HAWAIIAN HOLDINGS HA 78.1 2.53 874.7 1075.2 9/30/2020 547.3 46004 14 4 4512 141.81 1 21 12/17/2019 3/18/2020 1/17/2020 3/18/2020 29.29 481111 USD BBG000BC4185 20201208 002724 HAFC 5 10.8 207000 20.79 7.15 20.17 7.15 1.01 -0.07 12 HANMI FINANCIAL HAFC 81.1 1.25 9/30/2020 208.4 30720 8.00 12/19/2011 0.50 02/16/2005 14 4 6021 67.71 1 21 12/20/2019 5/14/2020 1/2/2020 5/14/2020 20 522110 USD BBG000M4M6Q0 20201208 002723 GTY 7 25 143000 33.62 16.36 32.94 16.36 1.16 0.12 12 GETTY REALTY CORP GTY 54.7 0.76 118.2 76.5 9/30/2020 469.1 42806 0.95 04/06/1990 0.95 09/27/1989 14 4 6798 32.62 1 7 12/10/2019 3/19/2020 1/2/2020 3/19/2020 32.87 531190 USD BBG000BB94N9 20201208 002724 HAL 7 12378000 25.47 4.25 25.47 4.25 -4.97 -0.04 12 HALLIBURTON HAL 67.2 2.99 11212 4878 9/30/2020 10316 884007 0.50 07/17/2006 0.50 07/22/1997 14 4 1381 76.24 1 7 1/6/2020 3/18/2020 1/6/2020 3/18/2020 24.47 213112 USD BBG000BKTFN2 20201208 002724 HAIN 5 145.4 839000 38.75 18.12 38.75 18.12 0.26 6 HAIN CELESTIAL GROUP HAIN 59.2 0.81 560.9 300.3 9/30/2020 281.1 100637 0.50 12/30/2014 14 4 3999 46.41 1 21 12/2/2020 3/16/2020 12/2/2020 3/16/2020 25.96 311999 USD BBG000BQW085 20201208 002724 HALL 5 2.2 234000 18.94 2.28 18.94 2.28 -6.59 0.06 12 HALLMARK FINANCIAL HALL 24.3 1.51 9/30/2020 104.9 18142 6.00 07/31/2006 14 4 6399 74.8 1 1 1/21/2020 6/1/2020 1/21/2020 6/1/2020 17.57 524128 USD BBG000D71472 20201208 002724 HAYN 5 52.6 119000 39.04 15.29 36.02 15.29 -0.53 0.21 9 HAYNES INTERNATIONAL HAYN 76.1 1.41 351.5 38.2 9/30/2020 1.3 12622 14 4 3542 73.22 1 21 12/12/2019 10/29/2020 1/2/2020 10/29/2020 35.78 331511 USD BBG000P0TKR6 20201208 002724 HAS 5 31.1 995000 109.5 41.33 109.5 41.33 2.93 0.05 12 HASBRO HAS 77.9 1.03 6747.5 1257.1 9/30/2020 4046.5 137031 0.67 03/16/1999 0.67 03/24/1997 14 4 3944 41.14 1 21 2/11/2020 3/18/2020 2/11/2020 3/18/2020 105.61 339930 USD BBG000BKVJK4 20201208 002725 HBAN 5 18.2 8603000 15.63 6.82 15.16 6.82 0.72 0.12 12 HUNTINGTON BANCSHARES HBAN 59.8 1.36 9/30/2020 9849 1017311 0.91 07/12/2000 0.91 07/12/1999 14 4 6021 70.5 1 21 12/12/2019 4/3/2020 1/2/2020 4/3/2020 15.08 522110 USD BBG000BKWSR6 20201102 144935 HBI 7 11.1 3934000 17.735 6.96 17.735 6.96 1.45 0.11 12 HANESBRANDS HBI 74.9 1.92 3224.6 1771.4 6/30/2020 3256.9 348161 0.25 03/04/2015 14 4 2329 32.5 1 7 10/23/2020 4/3/2020 10/23/2020 4/3/2020 14.85 315220 USD BBG000D2ZTS8 20201102 144935 HBIO 5 81000 4.405 1.39 4.405 1.39 -0.21 12 HARVARD BIOSCIENCE HBIO 42 1.74 53.6 25.3 6/30/2020 46.9 38943 14 4 3826 46.37 1 1 8/10/2020 3/18/2020 8/10/2020 3/18/2020 3.05 334516 USD BBG000C58Q08 20201208 002725 HBM 7 1033000 7.405 1.23 7.405 1.23 -0.59 12 HUDBAY MINERALS HBM 18.3 2.37 663 391.8 9/30/2020 985.3 261272 14 4 2971 57.02 1 7 12/4/2020 3/18/2020 12/4/2020 3/18/2020 4.15 331420 USD BBG000PM99H6 20201208 002725 HBNC 5 10.3 116000 19.48 7.42 18.98 7.42 1.47 0.13 12 HORIZON BANCORP HBNC 35.5 1.3 9/30/2020 606.1 43881 0.67 06/18/2018 0.67 11/15/2016 14 4 6021 61.05 1 21 12/18/2019 3/23/2020 1/2/2020 3/23/2020 19 522110 USD BBG000BJ3LL2 20201208 002725 HCKT 5 64.5 113000 18.9 9.5 18.9 9.5 0.23 0.17 12 HACKETT GROUP HCKT 46.1 0.59 78.6 43.7 9/30/2020 6.5 29962 14 4 5045 41.52 1 21 2/19/2020 3/19/2020 2/19/2020 3/19/2020 16.14 541511 USD BBG000BBLQV7 20201208 002725 HCSG 5 19.8 526000 31.3 15.8 31.3 15.8 1.21 0.23 12 HEALTHCARE SERVICES GROUP HCSG 90.9 0.4 515.7 148.7 9/30/2020 8.5 74424 0.67 11/15/2010 0.67 08/13/2007 14 4 8361 42.35 1 21 2/25/2020 3/17/2020 2/25/2020 3/17/2020 24.32 621491 USD BBG000BKYVF0 20201208 002726 HD 7 22.7 4622000 292.95 140.63 292.95 140.63 11.62 0.19 1 HOME DEPOT HD 57.5 0.98 19810 18375 10/31/2020 28670 1076601 0.67 12/31/1999 0.50 07/06/1998 14 4 5211 25.79 1 7 8/27/2020 3/18/2020 8/27/2020 3/18/2020 218.38 444110 USD BBG000BKZB36 20201208 002726 HDB 7 32.2 1503000 70.75 29.5 70.75 29.5 2.1 0.18 3 HDFC BANK HDB 11 0.86 9/30/2020 19580 1835081 0.50 09/26/2019 0.20 07/25/2011 14 4 6029 29.94 1 7 12/1/2020 3/23/2020 12/1/2020 3/23/2020 63.37 522110 USD BBG000NWKS18 20201208 002726 HE 7 18.3 421000 55.15 31.83 55.15 31.83 1.96 0.04 12 HAWAIIAN ELECTRIC HE 43.7 0.14 6841.4 431.3 9/30/2020 2079.5 109181 0.50 06/14/2004 0.50 05/24/1984 14 4 4911 39.49 1 7 3/18/2020 10/29/2020 3/18/2020 10/29/2020 46.86 221111 USD BBG000BL0P40 20201208 002726 HEI 7 53.1 448000 137.97 52.0101 137.97 52.0101 2.5 0.21 10 HEICO CORP HEI 21.5 1.24 813.7 289.1 7/31/2020 561 134943 0.80 06/28/2018 0.80 01/18/2018 14 4 3728 44.58 1 7 11/18/2020 3/18/2020 11/18/2020 3/18/2020 114.15 336412 USD BBG000BL16Q7 20201208 002726 HEES 5 273.6 287000 34.12 9.12 33.79 9.12 0.11 0.09 12 H&E EQUIPMENT SERVICES HEES 64 2.08 302.2 381.6 9/30/2020 945.6 36095 14 4 7353 66.28 1 21 12/13/2019 3/19/2020 1/2/2020 3/19/2020 33.43 532490 USD BBG000K1XFJ4 20201208 002726 HELE 5 25.1 228000 217.76 104.015 217.76 104.015 8.44 0.06 2 HELEN OF TROY HELE 97.2 0.87 682.8 338.9 8/31/2020 337.4 25353 0.50 09/23/1997 0.50 07/02/1996 14 4 7299 42.1 1 21 11/9/2020 3/18/2020 11/9/2020 3/18/2020 179.79 812990 USD BBG000BL21Z7 20201208 002726 HEP 7 9.5 440000 24.59 6.57 24.59 6.57 1.56 0.12 12 HOLLY ENERGY HEP 21.4 1.01 89.4 68.6 9/30/2020 1462 105440 0.50 01/17/2013 14 4 4619 55.38 1 7 1/17/2020 3/18/2020 1/17/2020 3/18/2020 22.15 486910 USD BBG000C4Q0W3 20201208 002727 HES 7 2682000 71.66 26.06 71.66 26.06 -10.57 12 HESS HES 73.4 2.22 3156 2510 9/30/2020 7142 307077 0.33 06/01/2006 0.50 08/29/1980 14 4 1311 77.91 1 7 1/16/2020 3/18/2020 1/16/2020 3/18/2020 66.81 213111 USD BBG000BBD070 20201208 002727 HFWA 5 22.2 128000 29.245 14.65 28.43 14.65 1.1 0.17 12 HERITAGE FINANCIAL HFWA 82.2 0.76 9/30/2020 20.6 35910 0.95 09/28/2005 14 4 6036 65.38 1 21 12/20/2019 5/14/2020 1/2/2020 5/14/2020 28.3 522120 USD BBG000BY3302 20201208 002727 HIBB 5 13.8 747000 55.96 7.33 55.96 7.33 3.39 -0.12 1 HIBBETT SPORTS HIBB 82.3 1.82 372.5 233.7 10/31/2020 3.9 16544 0.67 09/28/2005 0.67 04/19/2004 14 4 5941 64.67 1 21 10/9/2020 3/18/2020 10/9/2020 3/18/2020 28.04 451110 USD BBG000H001V3 20201208 002727 HIG 7 9.7 2335000 61.685 19.04 61.32 19.04 4.81 0.27 12 HARTFORD FINANCIAL HIG 80.4 1.05 9/30/2020 4348 358330 0.50 07/16/1998 14 4 6331 51.1 1 7 12/12/2019 3/18/2020 1/21/2020 3/18/2020 60.77 524126 USD BBG000G0Z878 20201208 002727 HFC 7 19.9 3626000 52.23 16.81 51.75 16.81 -2.58 0.27 12 HOLLYFRONTIER HFC 62 1.81 3306.2 1685.9 9/30/2020 2455.6 162017 0.50 09/01/2011 0.50 06/02/2006 14 4 2911 103.88 1 7 12/17/2019 10/29/2020 1/3/2020 10/29/2020 50.71 324110 USD BBG000BL9JQ1 20201208 002728 HIMX 5 84.1 2510000 7.15 1.73 7.15 1.73 0.08 -0.36 12 HIMAX TECHNOLOGIES HIMX 2.3 1.97 604.7 380.9 9/30/2020 0.9 172184 14 4 3674 79.26 1 21 12/2/2020 3/19/2020 12/2/2020 3/19/2020 2.66 334413 USD BBG000R01RJ8 20201208 002728 HIW 7 13.1 1138000 52.76 25.1 52.76 25.1 3.11 0.02 12 HIGHWOODS PROPERTIES HIW 79.6 1.16 336.4 286.9 9/30/2020 2543.7 103908 14 4 6798 54.78 1 7 2/11/2020 3/23/2020 2/11/2020 3/23/2020 48.91 531190 USD BBG000C43744 20201208 002728 HLIT 5 659000 8.57 4.44 8.57 4.44 -0.38 12 HARMONIC HLIT 68.6 0.8 251.4 148.5 9/30/2020 142.5 97748 0.50 10/15/1999 14 4 3663 46.22 1 21 1/24/2020 3/16/2020 1/24/2020 3/16/2020 7.8 334220 USD BBG000BTXZ45 20201208 002728 HL 7 7858000 6.79 1.4 6.79 1.4 -0.04 12 HECLA MINING HL 56.4 2.37 179.1 117 9/30/2020 504.7 531022 0.67 03/25/1981 0.98 05/16/1977 14 4 1041 78.73 1 7 8/6/2020 3/16/2020 8/6/2020 3/16/2020 3.39 212221 USD BBG000BL5W86 20201208 002728 HLF 7 19.1 1062000 52.89 20.73 52.89 20.73 2.62 -0.02 12 HERBALIFE HLF 70.9 1.07 1488.2 964.4 9/30/2020 1778.9 121616 0.50 05/15/2018 0.50 05/18/2011 14 4 5122 39.79 1 7 7/13/2020 3/17/2020 7/13/2020 3/17/2020 47.67 424210 USD BBG000MM5VL9 20201208 002728 HLX 7 26.8 3479000 10 0.99 9.8 0.99 0.16 -0.27 12 HELIX ENERGY SOLUTIONS HLX 81.8 3.66 438.5 285 9/30/2020 306.1 150161 0.50 12/09/2005 0.50 11/14/2000 14 4 1389 101.61 1 7 12/26/2019 4/3/2020 1/3/2020 4/3/2020 9.63 213112 USD BBG000J7Q1L9 20201208 002728 HMC 7 21.9 727000 30.21 19.38 30.21 19.38 1.38 -0.02 3 HONDA MOTOR HMC 1.1 0.83 70313.8 55762.6 9/30/2020 40653.4 1726610 0.25 01/10/2002 14 4 3711 37.14 1 7 12/4/2020 3/23/2020 12/4/2020 3/23/2020 28.31 336999 USD BBG000BL6B45 20201208 002729 HMN 7 14.5 235000 46.23 30.48 46.23 30.48 2.83 0.12 12 HORACE MANN EDUCATORS HMN 90.1 0.56 9/30/2020 298 41413 0.50 12/16/1997 14 4 6331 43.13 1 7 2/6/2020 5/14/2020 2/6/2020 5/14/2020 43.66 524126 USD BBG000BL7VL1 20201208 002729 HMY 7 5776000 7.61 1.76 7.61 1.76 -0.11 6 HARMONY GOLD MINING CO. HMY 18.9 1.04 668 496.8 6/30/2016 490.4 597335 14 4 1041 75.81 1 7 7/27/2020 3/19/2020 7/27/2020 3/19/2020 3.63 212221 USD BBG000BX93G1 20201208 002730 HOG 7 52.8 2036000 41.82 14.31 41.82 14.31 0.75 -0.07 12 HARLEY-DAVIDSON HOG 78.9 1.55 4202.8 3196.8 9/30/2020 5124.8 153279 0.50 04/10/2000 0.50 09/29/1997 14 4 3751 69.76 1 7 11/24/2020 3/23/2020 11/24/2020 3/23/2020 37.19 336991 USD BBG000BKZTP3 20201208 002729 HNI 7 24.7 168000 42.9 16.605 42.9 16.605 1.55 0.13 12 HNI HNI 61.9 1.03 528.8 478.7 9/30/2020 174.4 42715 0.50 03/30/1998 0.50 07/03/1990 14 4 2522 53.24 1 7 2/20/2020 3/18/2020 2/20/2020 3/18/2020 37.46 337214 USD BBG000C7QK61 20201208 002730 HOLI 5 10.8 226000 17.59 9.52 17.59 9.52 1.16 -0.04 6 HOLLYSYS AUTOMATION HOLI 58.6 0.88 1174.5 327.3 9/30/2020 15.8 60537 14 4 3629 35.42 1 21 1/22/2020 3/23/2020 1/22/2020 3/23/2020 16.41 335999 USD BBG000J2VZ02 20201208 002730 HON 7 30.2 3668000 212.89 101.08 212.89 101.08 7.04 0.1 12 HONEYWELL INTERNATIONAL HON HON1 HON2 66.8 1.14 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12/31/2012 2078 182656 1.05 01/14/2019 1.04 05/08/2017 14 4 7011 47.55 1 7 12/30/2019 3/19/2020 1/2/2020 3/19/2020 68.67 721110 USD BBG000DX15P2 20201208 002741 IIF 7 40000 21.17 10.3501 21.17 10.3501 -5.32 12 MS INDIA INVESTMENT COMMON 7.1 0.88 3128 12/31/2018 13317 14 4 6733 20.94 1 7 2/12/2020 3/23/2020 2/12/2020 3/23/2020 19.89 525920 USD BBG000BGMSD1 20201208 002742 IIIN 5 24.2 78000 26.61 10 26.61 10 0.99 -0.03 9 INSTEEL INDUSTRIES IIIN 74.3 1.59 197 53.7 9/30/2020 11.5 19306 0.50 06/19/2006 14 4 3496 47.81 1 21 1/17/2020 3/16/2020 1/17/2020 3/16/2020 21.49 331222 USD BBG000KFLDK9 20201208 002743 IJR 7 4915000 89.375 47.52 89.375 47.52 ISHARES CORE S&P SMALL-CAP ETF IJR 1.26 510666 600300 0.50 01/19/2017 0.33 06/09/2005 14 4 30.9 1 11 12/4/2020 3/23/2020 12/4/2020 3/23/2020 83.85 0 USD BBG000BWCNN7 3 20201208 002742 IJH 7 1027000 224.25 117.87 224.25 117.87 ISHARES CORE S&P MID-CAP ETF IJH 1.19 505465 233500 0.50 06/09/2005 14 4 23.8 1 11 12/4/2020 3/23/2020 12/4/2020 3/23/2020 205.82 0 USD BBG000BWC7P0 3 20201208 002742 IIM 7 38 81000 16.01 10.56 16.01 10.56 0.41 2 INVESCO VALUE MUNI INCOME COMM 3.4 0.22 7830 47057 14 4 6282 5.58 1 7 2/25/2020 3/19/2020 2/25/2020 3/19/2020 15.32 523930 USD BBG000BWHD72 20201208 002742 IIVI 5 1143000 71.36 19 71.36 19 -0.01 0.22 6 II-VI IIVI IIVI1 85.1 1.7 1789 672.9 9/30/2020 2186.1 103726 0.50 06/27/2011 0.50 03/23/2005 14 4 3829 53.3 1 21 12/4/2020 3/12/2020 12/4/2020 3/12/2020 33.67 334519 USD BBG000BLW102 20201208 002743 IJK 7 285000 69.94 36.365 69.94 36.365 ISHARES S&P MIDCAP 400 GROWTH IJK 1.1 74982 110150 0.25 10/19/2020 0.50 06/09/2005 14 4 20 1 11 12/4/2020 3/23/2020 12/4/2020 3/23/2020 59.53 0 USD BBG000C15L83 3 20201208 002743 IJS 7 546000 81.4325 42.8134 81.4325 42.8134 ISHARES S&P SMALLCAP 600 VALUE IJS 1.33 58445 77350 0.50 10/19/2020 0.50 06/09/2005 14 4 36.92 1 11 1/16/2020 3/23/2020 1/16/2020 3/23/2020 80.4 0 USD BBG000C160L3 3 20201208 002742 IJJ 7 257000 86.755 45.3401 86.755 45.3401 ISHARES S&P MIDCAP 400 VALUE I IJJ 1.28 51873 63800 0.50 10/19/2020 0.50 06/09/2005 14 4 31.76 1 11 1/17/2020 3/23/2020 1/17/2020 3/23/2020 85.36 0 USD BBG000C14JK5 3 20201208 002743 IJT 5 183000 109.38 57.68 109.38 57.68 ISHARES S&P SMALLCAP 600 GROWT IJT 1.19 48211 45900 0.50 10/19/2020 0.50 07/24/2008 14 4 26.11 1 1 12/4/2020 3/23/2020 12/4/2020 3/23/2020 96.65 0 USD BBG000C16NW1 3 20201208 002743 ILF 7 2445000 34.83 15.54 34.83 15.54 ISHARES S&P LATIN AMERICA 40 I ILF 1.53 11555 44000 0.20 07/24/2008 14 4 35.83 1 11 1/2/2020 3/23/2020 1/2/2020 3/23/2020 33.97 0 USD BBG000KWYDJ0 3 20201208 002743 IMAX 7 15.3 922000 22.35 6.01 21 6.01 -1.77 0.06 12 IMAX IMAX 52.3 1.82 430.3 227.7 9/30/2020 18.2 58861 0.50 05/27/1997 14 4 9621 67.84 1 7 12/17/2019 3/18/2020 1/8/2020 3/18/2020 20.43 512132 USD BBG000K8KKL9 20201208 002743 IMKTA 5 5.2 109000 49.1443 32.21 48.11 32.21 7.2 0.12 9 INGLES MARKETS IMKTA 48.6 0.43 497.1 247.6 6/30/2020 839.6 20260 14 4 5411 28.41 1 21 12/30/2019 3/27/2020 1/2/2020 3/27/2020 47.51 445110 USD BBG000BLXDJ5 20201208 002744 IMO 6 9.9 602000 27.43 7.035 27.43 7.035 -0.47 -0.08 12 IMPERIAL OIL 23.5 2.03 4919 3571.3 9/30/2020 3456.3 734077 0.33 05/30/2006 0.33 05/27/1998 14 4 711 69.11 1 6 1/17/2020 3/18/2020 1/17/2020 3/18/2020 26.47 211120 USD BBG000C32XT3 20201208 002744 IMMR 5 383000 10.86 4.231 10.86 4.231 -0.06 0.05 12 IMMERSION IMMR 27.3 1.92 107 11.8 9/30/2020 18.1 26937 14 4 3577 57.97 1 21 9/2/2020 3/16/2020 9/2/2020 3/16/2020 7.43 333316 USD BBG000C0ZCX4 20201208 002744 INDB 5 18.2 126000 87.11 49.25 83.9 49.25 3.97 0.15 12 INDEPENDENT BANK INDB 82.5 0.98 9/30/2020 303.1 32965 0.67 10/01/1987 14 4 6022 64.01 1 21 12/18/2019 9/29/2020 1/2/2020 9/29/2020 83.25 522110 USD BBG000BM0597 20201208 002745 INS 6 37.5 40000 45.47 23.26 45.47 23.26 1.1 0.42 12 INTELLIGENT SYSTEMS 38.1 1.07 36.1 6.2 9/30/2020 0.4 8929 0.50 03/07/1983 14 4 5045 37.01 1 6 12/17/2019 3/17/2020 10/1/2020 3/17/2020 39.94 511210 USD BBG000CGZHP7 20201208 002745 ING 7 18.5 5263000 12.44 4.52 12.44 4.52 0.55 0.76 12 ING GROEP ING 0.6 2.05 9/30/2020 164103 3900647 0.50 07/13/2001 0.40 06/03/1996 14 4 6029 68.29 1 7 1/2/2020 3/18/2020 1/2/2020 3/18/2020 12.05 522110 USD BBG000BM0LB9 20201208 002745 INGR 7 15.9 1044000 99.51 59.11 99.51 59.11 5.1 0.05 12 INGREDION INGR 56.8 0.83 2160 967 9/30/2020 1766 66990 0.50 01/26/2005 14 4 2041 38.19 1 7 2/12/2020 3/18/2020 2/12/2020 3/18/2020 92.95 311221 USD BBG000BXPZB7 20201208 002744 INFY 7 27.2 8323000 16.62 6.76 16.62 6.76 0.58 0.05 3 INFOSYS INFY 9.9 0.87 7212 2757 9/30/2020 4242625 0.50 09/12/2018 0.50 06/25/2015 14 4 7371 28.97 1 7 10/14/2020 3/23/2020 10/14/2020 3/23/2020 10.32 541511 USD BBG000BSGQL7 20201208 002745 INSG 5 2212000 15.25 3.91 15.25 3.91 -1.23 12 INSEEGO CORP. COMMON STOCK INSG 17.5 1.82 64.1 44.5 9/30/2020 147.9 98880 15.00 10/29/2002 14 4 3669 57.81 1 21 8/5/2020 3/12/2020 8/5/2020 3/12/2020 7.33 334220 USD BBG00DWX7QH0 20201208 002745 INTC 5 10.1 36221000 69.29 43.61 69.29 43.61 5.14 0.15 12 INTEL INTC 53.7 0.63 31239 22310 9/30/2020 25308 4098000 0.50 07/31/2000 0.50 04/12/1999 14 4 3674 41.93 1 21 1/24/2020 10/30/2020 1/24/2020 10/30/2020 59.85 334413 USD BBG000C0G1D1 20201208 002745 INT 7 11.6 489000 44.37 18.36 43.975 18.36 2.64 -0.03 12 WORLD FUEL SERVICES INT 71.4 1.41 4170.1 3162.4 9/30/2020 574.7 63502 0.50 12/08/2009 0.50 02/16/2005 14 4 5172 95.07 1 7 12/23/2019 10/29/2020 1/2/2020 10/29/2020 43.42 424720 USD BBG000BM3CJ8 20201102 145029 INUV 6 2808000 1.11 0.0926 1.11 0.0926 -0.04 12 INUVO 12.1 1.35 8.1 15.7 6/30/2020 1 97545 10.00 12/13/2010 5.00 08/04/1997 14 4 7319 67.8 1 6 6/10/2020 3/16/2020 6/10/2020 3/16/2020 0.3 541890 USD BBG000K48R55 20201208 002745 INTU 5 49 1306000 377.15 187.675 377.15 187.675 7.52 0.4 7 INTUIT INTU 74.5 0.99 7980 3529 10/31/2020 2031 274046 0.50 07/07/2006 0.33 10/01/1999 14 4 7372 36.37 1 21 11/9/2020 3/23/2020 11/9/2020 3/23/2020 261.93 511210 USD BBG000BH5DV1 20201208 002746 IO 7 286000 9.13 1.13 8.8333 1.13 -2.71 12 ION GEOPHYSICAL IO 12.6 3.53 92.6 116.2 9/30/2020 119.4 14993 15.00 02/05/2016 0.50 01/10/1996 14 4 1389 83.04 1 7 12/23/2019 3/9/2020 1/2/2020 3/9/2020 8.68 213112 USD BBG000DLQ8W7 20201208 002746 IOSP 5 57.3 124000 107.845 56.71 107.845 56.71 1.52 0.06 12 INNOSPEC IOSP 97.9 1.36 630.3 303.5 9/30/2020 58.6 24580 0.50 07/23/2007 14 4 2899 51.85 1 21 1/24/2020 3/17/2020 1/24/2020 3/17/2020 103.44 325998 USD BBG000BMFNP4 20201208 002746 IP 7 38.5 3153000 51.99 26.38 51.99 26.38 1.27 0.19 12 INTERNATIONAL PAPER IP 73.4 1.06 6639 8646 9/30/2020 11682 393095 0.50 09/18/1995 0.50 05/20/1987 14 4 2657 36.18 1 7 11/24/2020 3/23/2020 11/24/2020 3/23/2020 46.05 322212 USD BBG000BM5SR2 20201208 002746 IPAR 5 57.9 156000 75 34.2 75 34.2 1 0.15 12 INTER PARFUMS IPAR 44.4 0.94 573.3 184.5 9/30/2020 10.7 31538 0.67 06/02/2008 0.67 09/17/2001 14 4 2844 61.44 1 21 1/16/2020 3/23/2020 1/16/2020 3/23/2020 72.71 325620 USD BBG000GCSWR5 20201208 002746 IPG 7 16.4 4130000 25.2 11.63 25.2 11.63 1.46 0.08 12 INTERPUBLIC GROUP OF COS IPG 74.6 1.03 8770.7 9420.4 9/30/2020 2771.9 390035 0.50 07/16/1999 0.67 07/16/1997 14 4 7311 48.86 1 7 2/14/2020 3/23/2020 2/14/2020 3/23/2020 23.1 541810 USD BBG000C90DH9 20201102 145031 IPGP 5 77.2 262000 202.58 98.04 202.58 98.04 2.41 -0.02 12 IPG PHOTONICS IPGP 50.2 1.59 1896.6 191.9 6/30/2020 38 53257 14 4 3674 41.27 1 21 10/27/2020 3/16/2020 10/27/2020 3/16/2020 144.92 334413 USD BBG000DCGRL8 20201208 002747 IR 7 77.7 2077000 45.64 17.01 45.64 17.01 -0.38 0.11 12 INGERSOLL RAND IR 74.5 1.51 1543.9 574.6 9/30/2020 1603.8 417656 0.50 09/02/2005 0.67 09/03/1997 14 4 3569 40.45 1 7 12/1/2020 3/18/2020 12/1/2020 3/18/2020 36.68 334513 USD BBG002R1CW27 20201208 002748 ISBC 5 12.9 1363000 12.57 6.31 12.57 6.31 0.81 0.14 12 INVESTORS BANCORP INC. COMMON ISBC 73.4 1.15 9/30/2020 5827.1 249918 0.39 05/08/2014 14 4 6035 51.91 1 21 2/5/2020 3/19/2020 2/5/2020 3/19/2020 11.92 522120 USD BBG000FRNTH6 20201208 002747 IRBT 5 14.1 731000 98.55 32.79 98.55 32.79 5.47 0.19 12 IROBOT IRBT 78.6 1.56 594.2 202.5 9/30/2020 4.3 28127 14 4 3639 60.09 1 21 10/20/2020 3/19/2020 10/20/2020 3/19/2020 50.63 335220 USD BBG000HXJB21 20201208 002748 IT 7 64.3 395000 165.265 76.91 165.265 76.91 2.41 0.05 12 GARTNER IT 80.5 1.57 2018.7 2856.5 9/30/2020 2043.9 89287 0.50 04/01/1996 0.50 06/29/1995 14 4 8748 46.43 1 7 2/3/2020 3/18/2020 2/3/2020 3/18/2020 154.1 541513 USD BBG000BB65D0 20201208 002747 IQI 7 36.7 67000 13.1 9 13.1 9 0.35 2 INVESCO QUALITY MUNI INCOME CO 5.1 0.21 7250 52884 14 4 6726 7.11 1 7 3/5/2020 3/19/2020 3/5/2020 3/19/2020 12.58 523999 USD BBG000BDH0S9 20201208 002747 IRET 7 17 44000 85.24 43.58 85.24 43.58 4.28 0.39 12 INVESTORS REAL ESTATE IRET 62.1 0.9 62.3 47.2 9/30/2020 648.8 12976 10.00 12/28/2018 14 4 6798 35.04 1 7 2/14/2020 4/3/2020 2/14/2020 4/3/2020 72.5 531190 USD BBG000BVJ702 20201208 002747 IRM 7 63.4 4467000 34.49 21 34.49 21 0.46 -0.11 12 IRON MOUNTAIN INC REIT IRM 63 0.74 1236.3 1949.5 9/30/2020 8275.6 288171 0.67 01/03/2007 0.67 07/01/2004 14 4 6798 31.61 1 7 2/21/2020 4/2/2020 2/21/2020 4/2/2020 31.87 523991 USD BBG000KCZPC3 20201208 002748 ITRI 5 47.3 297000 88.32 40.48 88.32 40.48 -1.61 12 ITRON ITRI 91.4 1.19 997.3 671.4 9/30/2020 932.5 40397 14 4 3825 45.12 1 21 2/12/2020 3/19/2020 2/12/2020 3/19/2020 83.95 334515 USD BBG000BD2167 20201208 002749 ITUB 7 16 47127000 9.405 3.48 9.405 3.48 0.37 0.05 12 ITAU UNIBANCO HOLDING ITUB ITUB1 5.3 0.87 9/30/2020 30123 9762457 0.67 11/28/2018 0.91 10/18/2016 14 4 6029 53.69 1 7 1/2/2020 5/14/2020 1/2/2020 5/14/2020 9.15 522110 USD BBG000BPVKZ4 20201208 002748 ITT 7 43.2 464000 76.47 35.41 76.47 35.41 1.77 0.13 12 ITT INC ITT 89.1 1.56 1736.8 849.7 9/30/2020 4 86400 2.00 11/01/2011 0.50 02/22/2006 14 4 3561 44.09 1 7 12/4/2020 3/23/2020 12/4/2020 3/23/2020 73.91 333999 USD BBG00CVQZQ96 20201208 002749 ITW 7 31 1311000 224.69 115.94 224.69 115.94 6.62 0.01 12 ILLINOIS TOOL WORKS ITW 45.5 1.04 6253 2154 9/30/2020 7754 316520 0.50 05/26/2006 0.50 05/28/1997 14 4 3599 30.15 1 7 11/9/2020 3/23/2020 11/9/2020 3/23/2020 179.63 333999 USD BBG000BMBL90 20201208 002749 IVV 7 3641000 371.2 220.2756 371.2 220.276 ISHARES CORE S&P 500 ETF IVV 1 2346940 646100 14 4 19.3 1 11 12/4/2020 3/23/2020 12/4/2020 3/23/2020 323.24 0 USD BBG000BVZ4F5 3 20201208 002749 IVZ 7 16.5 5391000 19.01 6.375 19.01 6.375 1.08 -0.11 12 INVESCO IVZ 46.4 1.23 21509.9 10989.8 9/30/2020 8314.9 459335 0.40 11/08/2000 0.50 04/27/1998 14 4 6282 49.9 1 7 2/12/2020 5/14/2020 2/12/2020 5/14/2020 17.98 523920 USD BBG000BY2Y78 20201208 002750 IWM 7 26981000 188.45 95.69 188.45 95.69 ISHARES RUSSELL 2000 INDEX IWM 1.26 510287 281900 0.50 06/09/2005 14 4 26.14 1 11 12/4/2020 3/19/2020 12/4/2020 3/19/2020 165.67 0 USD BBG000CGC9C4 3 20201208 002749 IWD 7 2824000 138.875 84.11 138.875 84.11 ISHARES RUSSELL 1000 VALUE IND IWD 1.02 415774 314250 14 4 23.01 1 11 2/12/2020 3/23/2020 2/12/2020 3/23/2020 136.48 0 USD BBG000CG9VP5 3 20201208 002749 IWF 7 1665000 234.76 128.23 234.76 128.23 ISHARES RUSSELL 1000 GROWTH IN IWF 1.04 620295 268500 14 4 23.8 1 11 11/9/2020 3/23/2020 11/9/2020 3/23/2020 175.92 0 USD BBG000BTR7Z0 3 20201208 002750 IWO 7 472000 269.26 129.54 269.26 129.54 ISHARES RUSSELL 2000 GROWTH IN IWO 1.25 108744 41450 14 4 21.6 1 11 12/4/2020 3/18/2020 12/4/2020 3/18/2020 214.22 0 USD BBG000C17LW4 3 20201208 002750 IWN 7 2362000 130.16 69.27 130.16 69.27 ISHARES RUSSELL 2000 VALUE IND IWN 1.26 107756 87800 0.33 06/09/2005 14 4 37.27 1 11 1/17/2020 3/23/2020 1/17/2020 3/23/2020 128.58 0 USD BBG000C16Z27 3 20201208 002750 IWS 7 557000 96.96 53.42 96.96 53.42 ISHARES RUSSELL MIDCAP VALUE I IWS 1.15 113252 121650 0.33 07/24/2008 14 4 26.2 1 11 2/20/2020 3/23/2020 2/20/2020 3/23/2020 94.77 0 USD BBG000JWZ6F0 3 20201208 002750 IWP 7 394000 199.21 101.93 199.21 101.93 ISHARES RUSSELL MIDCAP GROWTH IWP 1.1 145862 74350 0.50 07/24/2008 14 4 22.39 1 11 12/4/2020 3/23/2020 12/4/2020 3/23/2020 152.58 0 USD BBG000BW05W9 3 20201208 002750 IWR 7 1157000 67.49 36.03 67.49 36.03 ISHARES RUSSELL MIDCAP INDEX IWR 1.13 236295 359500 0.25 10/25/2018 14 4 19.8 1 11 12/4/2020 3/23/2020 12/4/2020 3/23/2020 59.62 0 USD BBG000JWXHK2 3 20201208 002751 IX 7 8.6 30000 89.21 52.65 89.21 52.65 9.07 0.06 3 ORIX 0.2 0.95 9/30/2020 41213.2 246077 0.83 06/06/2000 14 4 6159 43.03 1 7 2/11/2020 3/20/2020 2/11/2020 3/20/2020 83.41 523999 USD BBG000BBBYZ7 20201208 002751 IYE 7 2858000 32.84 12.1301 32.77 12.1301 ISHARES DOW JONES US ENERGY IYE 1.91 4691 23950 0.33 07/24/2008 14 4 60.67 1 11 12/13/2019 3/18/2020 1/3/2020 3/18/2020 32.12 0 USD BBG000BXXRG1 3 20201208 002751 IYW 7 93000 331.72 175.25 331.72 175.25 ISHARES DOW JONES US TECHNOLOG IYW 1.06 64621 19900 14 4 27.54 1 11 12/4/2020 3/23/2020 12/4/2020 3/23/2020 232.6 0 USD BBG000CF9GL4 3 20201208 002752 JACK 5 23.9 504000 94.97 16.81 94.97 16.81 3.88 0.18 9 JACK IN THE BOX JACK 81.9 1.88 335.6 340.4 9/30/2020 1376.9 22723 0.50 10/16/2007 14 4 5812 33.88 1 21 12/1/2020 3/18/2020 12/1/2020 3/18/2020 78.03 722513 USD BBG000GZYVY1 20201102 145043 JAKK 5 0.1 1031000 14.4 3 14.4 3 -11.48 12 JAKKS PACIFIC 2.3 3.23 260.4 152.9 6/30/2020 175 4244 10.00 07/10/2020 0.67 11/05/1999 14 4 3944 70.37 1 21 6/12/2020 3/18/2020 6/12/2020 3/18/2020 10.3 339930 USD BBG000GPK708 20201208 002751 IYR 7 5597000 100.75 56.27 100.75 56.27 ISHARES DOW JONES US REAL ESTA IYR 0.78 47543 56500 0.50 06/09/2005 14 4 20.77 1 11 2/19/2020 3/23/2020 2/19/2020 3/23/2020 93.08 0 USD BBG000BXW687 3 20201208 002752 JBHT 5 29.3 684000 144.345 75.29 144.345 75.29 4.69 0.09 12 J.B. HUNT TRANSPORT JBHT 67.9 1 1481.3 1035.8 9/30/2020 1295.7 105679 0.50 05/24/2005 0.50 09/02/2003 14 4 4213 25.35 1 21 8/27/2020 3/16/2020 8/27/2020 3/16/2020 116.78 484122 USD BBG000BMDBZ1 20201208 002752 JBL 7 112.6 788000 44.2 17.63 44 17.63 0.36 -0.25 8 JABIL INC JBL 70.4 1.36 9134.9 9059.5 8/31/2020 2678.3 149550 0.50 03/31/2000 0.50 02/18/1999 14 4 3672 40.01 1 7 12/17/2019 3/19/2020 1/16/2020 3/19/2020 41.33 334412 USD BBG000BJNGN9 20201208 002752 JBLU 5 12.7 11996000 21.6501 6.61 21.6501 6.61 -3.02 0.1 12 JETBLUE AIRWAYS JBLU 67.4 1.66 1786 2663 9/30/2020 1990 272484 0.67 12/27/2005 0.67 11/21/2003 14 4 4512 82.85 1 21 2/14/2020 3/23/2020 2/14/2020 3/23/2020 18.72 481111 USD BBG000BRQ6L2 20201208 002753 JBSS 5 16.2 52000 98.84 66.35 94.3 66.35 4.71 0.12 6 JOHN B SANFILIPPO JBSS 59.3 0.11 238.9 112.2 9/30/2020 14.7 11420 14 4 2068 20.95 1 21 12/10/2019 3/12/2020 1/30/2020 3/12/2020 91.28 311911 USD BBG000CHPMY5 20201208 002753 JCI 7 54.6 5936000 47.58 22.775 47.58 22.775 0.84 -0.19 9 JOHNSON CONTROLS JCI 84.8 1.12 10053 8248 9/30/2020 7526 723908 1.05 09/06/2016 4.00 07/02/2007 14 4 1629 32.33 1 7 11/9/2020 3/23/2020 11/9/2020 3/23/2020 40.71 237990 USD BBG000BVWLJ6 20201208 002753 JCOM 5 20.9 539000 104.57 53.245 104.57 53.245 4.5 0.11 12 J2 GLOBAL INC. 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JOE JOE 83.7 1.11 185.7 22.3 9/30/2020 269.5 58883 0.33 01/13/1998 14 4 6552 51.51 1 7 12/4/2020 3/23/2020 12/4/2020 3/23/2020 19.83 237210 USD BBG000D6TC94 20201208 002755 KAI 7 32.6 35000 138.56 52.7117 138.56 52.7117 4.16 0.12 12 KADANT KAI 89.7 1.31 279.9 45.9 9/30/2020 301 11510 5.00 07/12/2001 0.67 06/27/1996 14 4 3559 51.65 1 7 11/16/2020 3/19/2020 11/16/2020 3/19/2020 105.34 333999 USD BBG000BKRSZ3 20201208 002755 JOUT 5 20.2 31000 97 48.76 97 48.76 4.38 0.42 9 JOHNSON OUTDOORS 38.3 0.83 322.5 87.9 6/30/2020 7 10085 14 4 3949 30.24 1 21 7/29/2020 3/19/2020 7/29/2020 3/19/2020 76.7 339920 USD BBG000HCXFS4 20201208 002755 KALU 5 122.6 141000 117.06 50.49 112 50.49 0.81 12 KAISER ALUMINUM KALU 99.3 1.2 779.8 170.4 9/30/2020 492.6 15812 14 4 3354 68.36 1 21 12/17/2019 9/25/2020 2/20/2020 9/25/2020 110.89 331318 USD BBG000PKZDX4 20201208 002755 KAMN 7 1892.3 168000 68.24 29.375 67.45 29.375 0.03 0.29 12 KAMAN KAMN 78.9 1.32 936.5 204 9/30/2020 181.6 27677 0.62 11/02/1987 0.67 10/28/1985 14 4 3728 66.09 1 7 12/16/2019 3/23/2020 1/17/2020 3/23/2020 65.92 336413 USD BBG000BMKQF2 20201208 002756 KB 7 5.5 168000 43.95 20.93 43.95 20.93 7.98 0.18 12 KB FINANCIAL GROUP KB 3.2 0.81 9/30/2020 81178.8 394634 0.94 12/26/2001 14 4 6029 34.91 1 7 12/4/2020 3/23/2020 12/4/2020 3/23/2020 41.37 522110 USD BBG000J600W9 20201208 002756 KBH 7 9.9 1568000 42.2 9.82 42.2 9.82 3.48 -0.21 11 KB HOME KBH 72.7 1.87 4416.7 312.2 8/31/2020 1748.8 97844 0.50 04/29/2005 14 4 1522 61.14 1 7 10/16/2020 3/19/2020 10/16/2020 3/19/2020 34.27 236115 USD BBG000BMLWX8 20201208 002757 KEP 7 152.9 97000 12.25 6.28 12.25 6.28 0.07 12 KOREA ELECTRIC POWER KEP 0.7 0.83 17820 22163.4 9/30/2020 3100.4 1283928 14 4 4911 31.98 1 7 1/2/2020 3/20/2020 1/2/2020 3/20/2020 11.83 221111 USD BBG000BCWG90 20201208 002756 KBAL 5 12.4 326000 21.76 8.19 21.76 8.19 0.95 0.16 6 KIMBALL INTERNATIONAL INC. 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0.10 05/12/1981 14 4 4424 66.4 1 7 1/14/2020 3/19/2020 1/14/2020 3/19/2020 89.53 483111 USD BBG000BMQCP6 20201208 002757 KFRC 5 17.1 108000 43.15 20.6 43.15 20.6 2.51 0.14 12 KFORCE KFRC 69.8 1.21 245.2 85 9/30/2020 65 21956 0.50 10/20/1997 0.50 05/23/1996 14 4 7361 53.16 1 21 12/4/2020 3/17/2020 12/4/2020 3/17/2020 39.7 541612 USD BBG000LK07B3 20201208 002757 KFY 7 138 393000 43.99 21.45 43.99 21.45 0.31 0.02 4 KORN FERRY KFY 82.1 1.54 1237.1 624.2 10/31/2020 394.1 54781 14 4 7361 55.25 1 7 1/22/2020 3/23/2020 1/22/2020 3/23/2020 42.4 561311 USD BBG000C5QMB5 20201208 002757 KGC 7 8.5 13468000 10.315 2.72 10.315 2.72 0.85 12 KINROSS GOLD KGC 54.6 0.92 1824.7 615.5 9/30/2020 1837.4 1258300 3.00 02/03/2003 14 4 611 57.75 1 7 9/18/2020 3/16/2020 9/18/2020 3/16/2020 4.74 212221 USD BBG000BB2DM7 20201208 002758 KIM 7 7.7 6188000 21.32 7.45 20.78 7.45 2.02 -0.02 12 KIMCO REALTY KIM 69.9 1.57 342.6 126.3 9/30/2020 5315.8 432499 0.50 08/24/2005 0.67 12/24/2001 14 4 6798 95.08 1 7 12/10/2019 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73.19 1 21 10/20/2020 3/16/2020 10/20/2020 3/16/2020 47.16 334111 USD BBG000BQNBN4 20201208 002810 LOW 7 21.1 6471000 180.67 60 180.67 60 7.1 0.15 1 LOWE'S COMPANIES LOW 55.8 1.33 15318 15182 10/31/2020 16768 732723 0.50 07/03/2006 0.50 07/02/2001 14 4 5211 42.96 1 7 10/16/2020 3/19/2020 10/16/2020 3/19/2020 119.76 444110 USD BBG000BNDN65 20201208 002809 LORL 5 66.8 250000 36.425 13.68 36.425 13.68 0.33 -0.09 12 LORAL SPACE LORL LORL1 18 1.95 261 5.5 9/30/2020 55 30933 10.00 06/16/2003 14 4 4813 95 1 21 2/12/2020 3/24/2020 2/12/2020 3/24/2020 32.32 517919 USD BBG000BCDRT5 20201208 002810 LPL 7 236000 7.72 3.635 7.72 3.635 -3.14 12 LG DISPLAY COMPANY LPL 1 1.09 9373.6 10047.4 9/30/2020 10556.1 715631 14 4 3679 40.5 1 7 12/4/2020 3/19/2020 12/4/2020 3/19/2020 6.94 334419 USD BBG000FJ0RK9 20201208 002810 LPSN 5 971000 63.9 14.08 63.9 14.08 -1.87 12 LIVEPERSON LPSN 95.2 1.35 310.1 170.7 9/30/2020 179 66885 14 4 7371 81.28 1 21 9/2/2020 3/18/2020 9/2/2020 3/18/2020 37 511210 USD 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BBG000BNLC97 20201208 002813 M 7 4.9 40612000 18.57 4.38 18.57 4.38 -12.1 -0.16 1 MACY'S M 72.6 2.17 6810 5750 10/31/2020 3621 310246 0.50 06/12/2006 14 4 5311 90.48 1 7 1/8/2020 4/1/2020 1/8/2020 4/1/2020 17 448190 USD BBG000C46HM9 20201208 002813 MAA 7 45 709000 148.88 82.0001 148.88 82.0001 2.78 0.09 12 MID-AMERICA MAA 67.2 0.65 70.5 472.3 9/30/2020 4454.6 114370 14 4 6798 28.77 1 7 2/21/2020 3/23/2020 2/21/2020 3/23/2020 131.86 531110 USD BBG000BLMY92 20201208 002813 MAC 7 17.7 9002000 27.65 4.81 26.9761 4.81 -0.09 -0.42 12 MACERICH MAC 63 2.18 264.4 424.5 9/30/2020 5210 149472 0.98 11/09/2009 0.98 08/10/2009 14 4 6798 99.14 1 7 12/20/2019 4/3/2020 1/2/2020 4/3/2020 26.92 531120 USD BBG000BL9C59 20201208 002814 MANH 5 79.6 276000 106.17 35.2 106.17 35.2 1.31 0.04 12 MANHATTAN ASSOCIATES MANH 97.7 2.03 232 181.6 9/30/2020 1.8 63526 0.25 01/13/2014 14 4 7372 44.28 1 21 10/14/2020 3/19/2020 10/14/2020 3/19/2020 79.75 511210 USD BBG000BFV758 20201208 002814 MANT 5 24.7 152000 93.99 55.2475 93.99 55.2475 3.2 0.17 12 MANTECH INTERNATIONAL MANT 57.8 0.72 454.7 300 9/30/2020 36.5 40356 14 4 7371 33.8 1 21 2/20/2020 3/23/2020 2/20/2020 3/23/2020 79.88 541512 USD BBG000BGF8B5 20201208 002813 MAN 7 63.6 557000 100.99 49.57 100.99 49.57 1.45 0.08 12 MANPOWERGROUP MAN 76.4 2.15 6484.5 4441.4 9/30/2020 1012.4 57533 14 4 7363 53.95 1 7 1/14/2020 3/23/2020 1/14/2020 3/23/2020 97.1 561330 USD BBG000BNMHS4 20201208 002814 MAR 5 251.1 3557000 153.39 46.5622 152.6 46.5622 0.54 -0.03 12 MARRIOT INTERNATIONAL CLASS A MAR 50.2 1.88 3127 6677 9/30/2020 9963 324332 1.00 11/17/2009 1.00 08/18/2009 14 4 7011 54.75 1 21 12/27/2019 3/18/2020 1/2/2020 3/18/2020 151.43 721110 USD BBG000BGD7W6 20201102 145140 MARK 5 5830000 3.56 0.25 3.56 0.25 -0.45 12 REMARK HOLDINGS INC MARK 4.1 3.17 6.9 37.8 6/30/2020 37.8 99502 10.00 02/17/2010 14 4 4899 137.8 1 2 5/27/2020 3/9/2020 5/27/2020 3/9/2020 0.52 541519 USD BBG000PDGBB9 20201208 002814 MAS 7 9.5 1969000 60.16 27.04 60.16 27.04 5.43 12 MASCO 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0.06 3 MICROCHIP TECHNOLOGY MCHP 84.2 1.76 2217.2 1637.4 9/30/2020 8873.4 268846 0.67 05/09/2002 0.67 09/27/2000 14 4 3674 41.51 1 21 12/4/2020 3/19/2020 12/4/2020 3/19/2020 104.72 334413 USD BBG000BHCP19 20201208 002816 MCF 6 1004000 4.79 0.84 4.56 0.84 -3.43 12 CONTANGO OIL & GAS 21.8 2.47 46.4 110.5 9/30/2020 72.8 173688 2.00 12/04/2000 14 4 1311 112.58 1 6 12/19/2019 3/18/2020 2/20/2020 3/18/2020 3.67 211120 USD BBG000N67VZ6 20201208 002815 MATX 7 20.4 248000 62 23.75 62 23.75 2.86 0.03 12 MATSON MATX 94.6 1.06 289.6 436.7 9/30/2020 910 43079 0.50 06/03/1988 0.67 06/06/1986 14 4 4412 47.41 1 7 11/24/2020 5/14/2020 11/24/2020 5/14/2020 40.8 483111 USD BBG000BBK401 20201208 002815 MBT 7 10.4 4392000 11 6.2 11 6.2 0.82 0.03 12 MOBILE TELESYSTEMS MBT 18.5 1.17 2611.4 4676.3 9/30/2020 3644.5 885968 0.40 05/03/2010 0.25 01/03/2005 14 4 4899 23.14 1 7 2/19/2020 3/18/2020 2/19/2020 3/18/2020 10.15 517210 USD BBG000CSZKR2 20201208 002815 MBI 7 489000 9.72 4.93 9.72 4.93 -10.65 12 MBIA MBI 43.8 0.85 9/30/2020 4447 53928 0.67 04/23/2001 0.50 10/30/1997 14 4 6351 68.65 1 7 2/5/2020 3/18/2020 2/5/2020 3/18/2020 9.3 524126 USD BBG000BNQN34 20201208 002817 MCO 7 29.4 874000 305.955 164.19 305.955 164.19 9.71 0.13 12 MOODY'S MCO 58.2 1.09 3679 1912 9/30/2020 5581 187800 0.50 05/19/2005 0.50 06/10/1987 14 4 7323 30.63 1 7 9/2/2020 3/23/2020 9/2/2020 3/23/2020 237.41 523210 USD BBG000F86GP6 20201208 002817 MCRI 5 65.8 116000 57.57 12.83 57.57 12.83 0.81 0.15 12 MONARCH CASINO & RESORT MCRI 60.4 1.72 79.2 79.5 9/30/2020 175.4 18263 0.50 03/31/2005 14 4 7999 49.57 1 21 2/20/2020 3/18/2020 2/20/2020 3/18/2020 48.55 721120 USD BBG000BJ0932 20201208 002817 MCS 7 18.8 1292000 33.955 6.84 33.955 6.84 -2.58 0.07 12 MARCUS MCS 45.3 2.08 79.3 175 9/30/2020 206.4 31064 0.67 12/08/1997 0.67 11/15/1995 14 4 7832 105.72 1 7 2/20/2020 10/15/2020 2/20/2020 10/15/2020 31.77 512110 USD BBG000D6HL06 20201208 002817 MCY 7 10.6 167000 53.97 33.45 53.97 33.45 4.32 0.12 12 MERCURY GENERAL MCY 29 0.34 9/30/2020 372.1 55358 0.50 10/10/1997 0.50 09/14/1992 14 4 6331 23.4 1 7 2/10/2020 3/23/2020 2/10/2020 3/23/2020 48.73 524126 USD BBG000F1C7F5 20201208 002817 MDC 7 9.8 545000 52.5 15.75 52.5 15.75 4.94 0.29 12 M.D.C. HOLDINGS MDC 62 1.44 2985 551.4 9/30/2020 1004.4 64867 0.93 02/13/2019 0.93 12/04/2017 14 4 1531 54.91 1 7 10/16/2020 3/18/2020 10/16/2020 3/18/2020 38.16 236117 USD BBG000BNTTY4 20201102 145147 MDCA 5 128000 3.43 1.01 2.88 1.01 -0.32 12 MDC PARTNERS MDCA 29.9 0.87 623.1 819.6 6/30/2020 887.6 72745 0.67 11/29/2013 6.00 05/31/1996 14 4 7741 67.68 1 21 11/5/2019 4/3/2020 6/26/2020 4/3/2020 2.78 541810 USD BBG000G04792 20201208 002817 MDLZ 5 27.5 5799000 59.96 41.19 59.96 41.19 2.15 0.15 12 MONDELEZ INTERNATIONAL MDLZ 63.1 0.67 7630 15322 9/30/2020 14207 1430163 14 4 2053 19.05 1 21 2/19/2020 3/23/2020 2/19/2020 3/23/2020 55.08 311919 USD BBG000D4LWF6 20201208 002818 MDP 7 583000 37.12 10.01 35.61 10.01 -9.23 6 MEREDITH MDP 61.4 2.34 884.8 731.7 9/30/2020 2981.8 45567 0.50 03/18/1997 0.50 03/17/1995 14 4 2721 87.23 1 7 12/12/2019 5/14/2020 2/7/2020 5/14/2020 32.47 511120 USD BBG000BNVNY4 20201208 002818 MDU 7 13.5 969000 32.22 15 32.22 15 1.87 0.02 12 MDU RESOURCES GROUP MDU 59.4 0.71 1297.7 866.4 9/30/2020 2226.6 200522 0.67 07/27/2006 0.67 10/30/2003 14 4 3273 39.08 1 7 2/21/2020 3/19/2020 2/21/2020 3/19/2020 29.71 327320 USD BBG000BNX3R4 20200904 183523 MEET 5 29.9 789000 7 3.07 7 4.28 0.21 12 THE MEET GROUP INC 40.7 0.39 58.5 34.9 6/30/2020 30.4 72855 20.00 08/06/2003 14 4 7375 5.52 1 2 2/20/2020 10/2/2019 2/20/2020 3/18/2020 5.01 519190 USD BBG000CVSSK3 20201208 002818 MED 7 25.4 148000 208.57 49.03 208.57 49.03 8.07 0.44 12 MEDIFAST MED 63.9 1.73 154.2 79.4 9/30/2020 0.8 11770 14 4 7299 54.79 1 7 11/30/2020 3/19/2020 11/30/2020 3/19/2020 109.58 812199 USD BBG000BWBW76 20201208 002818 MEI 7 10.9 209000 41.7 21.76 39.58 21.76 3.45 0.05 4 METHODE ELECTRONICS MEI 74.3 1.23 565.6 143.8 10/31/2020 336.8 37530 0.67 11/01/1995 0.50 01/19/1993 14 4 3678 39.89 1 7 12/12/2019 3/23/2020 1/6/2020 3/23/2020 39.35 334417 USD BBG000BNY197 20201208 002818 MEOH 5 19.4 408000 42.98 9 42.98 9 -1.58 -0.26 12 METHANEX MEOH 51.5 2.32 1232.5 648.2 9/30/2020 1730.4 76196 14 4 3712 65.49 1 21 12/4/2020 3/16/2020 12/4/2020 3/16/2020 38.63 325199 USD BBG000C16MS8 20201208 002819 MET 7 7.8 6159000 53.28 22.85 53.28 22.85 6.18 0.02 12 METLIFE MET 63.1 1.34 9/30/2020 16616 899949 14 4 6311 48.7 1 7 2/12/2020 3/23/2020 2/12/2020 3/23/2020 50.97 524113 USD BBG000BB6KF5 20201208 002819 MFC 7 8.8 3882000 21.23 8.62 21.23 8.62 2.06 0.09 12 MANULIFE FINANCIAL MFC 34 1.42 9/30/2020 9064.7 1939829 0.50 06/05/2006 14 4 7311 50.3 1 7 1/13/2020 3/18/2020 1/13/2020 3/18/2020 20.29 524113 USD BBG000C0Q0K4 20201208 002818 MERC 5 229000 13.44 5.77 13.44 5.77 -1.17 12 MERCER INTERNATIONAL MERC 26.4 1.87 844.7 256.3 9/30/2020 1087.9 65868 0.82 05/29/1996 14 4 2611 63.79 1 21 1/22/2020 10/29/2020 1/22/2020 10/29/2020 12.3 322110 USD BBG000CDMMM0 20201208 002819 MFA 7 3.2 7750000 8.09 0.32 8.09 0.32 -1.44 12 MFA FINANCIAL MFA 54.4 1.78 9/30/2020 891.8 453333 14 4 6798 42.53 1 7 2/20/2020 3/24/2020 2/20/2020 3/24/2020 7.65 525990 USD BBG000BL6138 20201208 002819 MFL 7 39 58000 14.5 9.82 14.5 9.82 0.36 8 BLACKROCK MUNIHOLDINGS INV QL 3.8 1.99 5665 37896 14 4 6726 11.02 1 7 12/4/2020 3/19/2020 12/4/2020 3/19/2020 13.29 523999 USD BBG000BV3NR5 20201102 145152 MFG 7 29.9 381000 3.19 1.955 3.12 1.955 0.08 -0.28 3 MIZUHO FINANCIAL GROUP MFG 0.2 0.76 6/30/2020 98798.7 12680648 14 4 111 24.96 1 7 12/9/2019 3/16/2020 1/2/2020 3/16/2020 3.09 523910 USD BBG000Q85HQ2 20201208 002820 MGA 7 42.3 1018000 63.67 22.75 63.67 22.75 1.5 0.05 12 MAGNA INTERNATIONAL MGA 47.5 1.57 10745 8529 9/30/2020 3062 299264 0.50 03/26/2015 0.50 11/26/2010 14 4 3231 42.79 1 7 12/4/2020 3/18/2020 12/4/2020 3/18/2020 54.84 336211 USD BBG000BNLPJ7 20201208 002820 MGEE 5 26.9 100000 83.26 47.19 83.26 47.19 2.64 0.02 12 MGE ENERGY MGEE 43.5 0.52 181.6 128.8 9/30/2020 523.7 36163 0.67 02/10/2014 0.67 02/21/1996 14 4 4939 38.38 1 21 2/21/2020 3/25/2020 2/21/2020 3/25/2020 78.82 221122 USD BBG000JNWST0 20201208 002820 MGI 5 3560000 8.93 1.15 8.93 1.15 -0.35 12 MONEYGRAM INTERNATIONAL MGI 27.4 1.98 146.8 260.6 9/30/2020 850.3 72518 8.00 11/15/2011 8.00 11/14/2011 14 4 7389 121.24 1 21 11/24/2020 4/3/2020 11/24/2020 4/3/2020 2.1 522320 USD BBG000Q02P20 20201208 002820 MGPI 5 18.3 77000 53.33 21.64 53.33 21.64 2.44 0.11 12 MGP INGREDIENTS MGPI 62.6 1.46 184.2 39.3 9/30/2020 40.7 16916 0.50 07/16/2004 0.67 07/16/1992 14 4 2041 42.28 1 21 1/16/2020 3/19/2020 1/16/2020 3/19/2020 48.45 311211 USD BBG000BXK6C5 20201208 002821 MHK 7 17.8 652000 144.37 56.62 144.37 56.62 7.47 0.07 12 MOHAWK INDUSTRIES MHK 66.7 1.47 4429.5 2712.6 9/30/2020 1518.4 71199 0.67 12/05/1997 0.67 08/25/1993 14 4 2273 60.38 1 7 1/24/2020 3/23/2020 1/24/2020 3/23/2020 136.38 314110 USD BBG000FLZN98 20201208 002820 MGM 7 11.2 11323000 34.635 5.9001 34.635 5.9001 2.74 12 MGM RESORTS INTERNATIONAL MGM 51.6 2.51 4007.7 3191.4 9/30/2020 11168.9 493939 0.50 05/19/2005 0.50 02/28/2000 14 4 7011 67.77 1 7 1/17/2020 3/18/2020 1/17/2020 3/18/2020 33.27 721120 USD BBG000C2BXK4 20201208 002821 MGRC 5 16.4 67000 83.95 44.32 83.95 44.32 4.02 0.18 12 MCGRATH RENTCORP MGRC 71.8 0.98 175.8 109.2 9/30/2020 293.4 24111 0.50 03/28/2005 0.50 04/28/1997 14 4 7359 34.01 1 21 2/12/2020 3/23/2020 2/12/2020 3/23/2020 76.54 532420 USD BBG000BP02D2 20201208 002821 MIN 7 13.1 367000 3.95 3.23 3.95 3.23 0.29 10 MFS INTERMEDIATE INCOME COMMON 11 0.17 4590 4/30/2019 115931 14 4 6733 9.08 1 7 8/12/2020 3/19/2020 8/12/2020 3/19/2020 3.8 525920 USD BBG000BP2K59 20201208 002821 MHO 7 6.2 297000 49.44 9.62 49.44 9.62 7.08 0.23 12 M/I HOMES MHO 79.6 2.11 1930.8 125 9/30/2020 754.8 28746 0.50 06/20/2002 14 4 1531 59.59 1 7 10/16/2020 3/19/2020 10/16/2020 3/19/2020 39.35 236117 USD BBG000BL9MZ4 20201208 002821 MIDD 5 28.9 796000 149.39 41.73 149.39 41.73 4.78 0.13 12 MIDDLEBY MIDD 88.8 1.69 1209.2 593.1 9/30/2020 1870.2 55612 0.33 06/27/2014 0.50 06/18/2007 14 4 3556 55.96 1 21 11/9/2020 3/23/2020 11/9/2020 3/23/2020 109.52 333241 USD BBG000DQN9R3 20201208 002822 MITK 5 64 571000 15.1 5.26 15.1 5.26 0.19 9 MITEK SYSTEMS MITK 39.6 0.15 84.1 24.4 9/30/2020 0.7 41780 14 4 7372 58.99 1 2 11/6/2020 3/18/2020 11/6/2020 3/18/2020 7.65 511210 USD BBG000BP3D45 20201208 002821 MIC 7 32.8 845000 45.932 12.5 45.932 12.5 -10.08 -0.35 12 MACQUARIE INFRASTRUCTURE MIC 30.3 1.57 529 230 9/30/2020 2654 87198 14 4 4581 39.01 1 7 1/15/2020 3/18/2020 1/15/2020 3/18/2020 42.84 488999 USD BBG000M34GG1 20201208 002822 MKC 7 32.9 659000 105.535 56.1125 105.535 56.1125 2.86 0.09 11 MCCORMICK MKC 26.9 0.47 1550.2 2154.4 8/31/2020 3625.8 266823 0.50 12/01/2020 0.50 04/09/2002 14 4 2099 27.54 1 7 9/3/2020 3/23/2020 9/3/2020 3/23/2020 84.86 311942 USD BBG000G6Y5W4 20201208 002822 MKL 7 30.7 65000 1347.64 710.52 1347.64 710.52 32.57 0.42 12 MARKEL MKL 59.6 0.62 9/30/2020 3534.2 13778 0.83 09/11/1989 14 4 6331 35.25 1 7 2/21/2020 3/23/2020 2/21/2020 3/23/2020 1143.17 524126 USD BBG000FC7366 20201208 002823 MKTX 5 72.7 299000 606.45 275.495 606.45 275.495 7.42 0.22 12 MARKETAXESS HOLDINGS MKTX 79.2 0.33 362.9 39.5 9/30/2020 37963 14 4 6211 48.42 1 21 11/9/2020 3/23/2020 11/9/2020 3/23/2020 379.11 523120 USD BBG000BJBZ23 20201102 145201 MLCO 5 109.9 3352000 25.22 10.81 25.22 10.81 -1.22 -0.07 12 MELCO RESORTS & ENTERTAINMENT LTD MLCO 29.2 1.93 1894.7 1525.5 6/30/2020 4394 476932 14 4 44.43 1 21 1/2/2020 4/3/2020 1/2/2020 4/3/2020 24.17 721120 USD BBG000BHP8J4 20201208 002822 MKSI 5 30.1 262000 151.79 66.87 151.79 66.87 5.04 0.03 12 MKS INSTRUMENTS MKSI 92.5 1.6 1433.5 317.7 9/30/2020 871.7 55137 14 4 3823 38.25 1 21 12/4/2020 3/17/2020 12/4/2020 3/17/2020 110.01 334515 USD BBG000BVMG26 20201208 002823 MLHR 5 143.3 440000 49.8749 14.39 42.26 14.39 0.27 5 HERMAN MILLER MLHR 74.8 1.34 918.5 509.4 8/31/2020 539.9 58901 0.50 03/17/1998 0.50 04/16/1997 14 4 5031 53.16 1 21 12/18/2019 3/17/2020 1/6/2020 3/17/2020 41.65 327212 USD BBG000BP46T2 20201208 002824 MLR 7 13.5 44000 38.18 25.25 37.37 25.25 2.58 0.21 12 MILLER INDUSTRIES MLR 75.5 1 287.5 124.3 9/30/2020 5 11405 5.00 10/01/2001 0.67 12/31/1996 14 4 3713 28.75 1 7 12/18/2019 3/23/2020 1/2/2020 3/23/2020 37.13 336999 USD BBG000BXFWH9 20201208 002823 MLI 7 14.4 213000 36.66 16.78 36.66 16.78 2.35 12 MUELLER INDUSTRIES MLI 81.2 1.05 693.8 234.3 9/30/2020 378.7 57080 0.50 03/31/2014 0.50 05/28/1998 14 4 3351 34.43 1 7 11/9/2020 3/23/2020 11/9/2020 3/23/2020 31.75 331420 USD BBG000C6W444 20201208 002823 MLM 7 26.6 437000 287.15 135.08 287.15 135.08 10.73 0.29 12 MARTIN MARIETTA MLM 66.4 0.6 1426.7 838.5 9/30/2020 2433.6 62274 14 4 3272 42.44 1 7 12/4/2020 3/18/2020 12/4/2020 3/18/2020 279.64 212321 USD BBG000BGYMH7 20201208 002824 MMC 7 29.2 1729000 120.97 74.335 120.97 74.335 4.02 0.05 12 MARSH & MCLENNAN MMC 85.3 0.86 7068 6679 9/30/2020 10741 507191 0.50 07/01/2002 0.67 06/29/1998 14 4 6411 24.82 1 7 9/3/2020 3/23/2020 9/3/2020 3/23/2020 111.41 524210 USD BBG000BP4MH0 20201208 002824 MMLP 5 39.7 178000 4.85 0.905 4.85 0.905 0.05 12 MARTIN MIDSTREAM PARTNERS MMLP 0.2 3.1 181.4 107.3 9/30/2020 569.8 38853 14 4 5171 78.67 1 21 1/16/2020 3/23/2020 1/16/2020 3/23/2020 4.03 213112 USD BBG000NMJFC8 20201208 002824 MMM 7 20.1 2844000 182.545 114.04 182.545 114.04 8.6 0.01 12 3M MMM 41.9 0.93 12971 9222 9/30/2020 17518 576822 0.50 09/30/2003 0.50 04/11/1994 14 4 3841 25.31 1 7 1/14/2020 3/23/2020 1/14/2020 3/23/2020 176.42 339112 USD BBG000BP52R2 20201208 002825 MNR 7 553000 15.53 8.42 15.53 8.42 -0.5 -0.12 9 MONMOUTH REAL ESTATE MNR 52 0.76 145.3 4 9/30/2020 874.5 98065 0.33 10/01/1987 14 4 6798 23.24 1 7 2/11/2020 3/23/2020 2/11/2020 3/23/2020 14.48 531120 USD BBG000BLZD12 20201208 002824 MMP 7 11 1499000 65.34 22.02 65.34 22.02 4.05 0.04 12 MAGELLAN MIDSTREAM MMP 49.4 1.15 459.4 666.9 9/30/2020 4706.1 223388 0.50 10/15/2012 0.50 04/13/2005 14 4 4612 42.41 1 7 1/14/2020 3/18/2020 1/14/2020 3/18/2020 62.87 486110 USD BBG000BCJXW2 20201208 002824 MMS 7 20.9 565000 80.5 46.42 80.5 46.42 3.4 0.08 9 MAXIMUS MMS 80.5 0.75 932.6 561.2 9/30/2020 18 61453 0.50 07/01/2013 0.50 07/01/2011 14 4 7389 33.43 1 7 8/6/2020 3/16/2020 8/6/2020 3/16/2020 74.39 541611 USD BBG000BC5WJ4 20201208 002825 MO 7 103.4 9223000 51.775 30.95 51.775 30.95 0.4 0.1 12 ALTRIA MO 61.1 0.6 4824 8174 9/30/2020 27042 1858419 0.33 04/11/1997 0.25 10/11/1989 14 4 2111 28.45 1 7 1/15/2020 3/23/2020 1/15/2020 3/23/2020 49.91 312230 USD BBG000BP6LJ8 20201208 002825 MNST 5 39 2015000 88.46 50.06 88.46 50.06 2.24 0.17 12 MONSTER BEVERAGE MNST 52.5 1.13 2316.3 661.1 9/30/2020 527917 0.33 11/10/2016 0.50 02/16/2012 14 4 2086 27.11 1 21 12/2/2020 3/20/2020 12/2/2020 3/20/2020 63.55 312111 USD BBG008NVB1C0 20201208 002825 MOD 7 25.5 532000 12.34 2.84 12.34 2.84 -0.11 -0.1 3 MODINE MANUFACTURING MOD 60.3 2.89 633.3 372 9/30/2020 452 51148 0.50 02/22/1993 0.50 08/18/1987 14 4 3714 103.02 1 7 12/4/2020 4/3/2020 12/4/2020 4/3/2020 7.7 336390 USD BBG000BP7CL4 20201208 002825 MNRO 5 53.1 332000 81.54 37.0906 79.57 37.0906 0.91 -0.02 3 MONRO INC MNRO 91.3 1.09 596 254.9 9/30/2020 566.4 33307 0.67 12/27/2010 0.67 10/02/2007 14 4 7534 47.64 1 21 12/12/2019 4/3/2020 1/3/2020 4/3/2020 78.2 336390 USD BBG000C0BZD1 20201208 002826 MOS 7 5341000 23.1899 6.5 23.1899 6.5 -2.83 -0.21 12 MOSAIC MOS 50.8 1.81 3718.2 2591.7 9/30/2020 4525.5 379090 0.50 12/01/1995 14 4 2879 66.64 1 7 11/24/2020 3/18/2020 11/24/2020 3/18/2020 21.64 325998 USD BBG000BFXHL6 20201208 002826 MORN 5 49 104000 215.8663 102.59 215.866 102.59 4.11 0.15 12 MORNINGSTAR MORN 49.2 0.98 603.2 495.8 9/30/2020 502.1 42833 14 4 7323 36.69 1 21 11/9/2020 3/23/2020 11/9/2020 3/23/2020 151.31 523210 USD BBG000CGQ4F7 20201208 002826 MPAA 5 93.1 68000 23.52 10.43 23.1899 10.43 0.25 3 MOTORCAR PARTS OF AMERICA MPAA 85.7 1.99 409.1 318.5 9/30/2020 20.5 19050 14 4 3714 65.16 1 21 12/20/2019 4/3/2020 12/4/2020 4/3/2020 22.03 336390 USD BBG000BJS1P5 20201208 002827 MRCY 5 49.1 315000 96.29 52.24 96.29 52.24 1.51 0.38 6 MERCURY SYSTEMS MRCY 98.6 0.93 634.8 125.9 9/30/2020 195 56004 0.50 12/21/1999 14 4 9711 34.64 1 21 4/29/2020 3/23/2020 4/29/2020 3/23/2020 69.11 928110 USD BBG000BX5GS3 20201208 002826 MOV 7 7 210000 22.12 8.12 21.9 8.12 -5.95 -0.02 1 MOVADO GROUP MOV 55.8 1.25 464.6 109.3 10/31/2020 51.9 23194 0.50 06/28/2004 0.67 09/30/1997 14 4 3873 75.2 1 7 12/24/2019 3/23/2020 1/2/2020 3/23/2020 21.74 334519 USD BBG000BL30Y9 20201208 002827 MPW 7 23.4 3739000 24.2887 12.35 24.2887 12.35 0.88 0.25 12 MEDICAL PROPERTIES TRUST MPW 63.7 0.48 2372.7 291.5 9/30/2020 7023.7 535997 14 4 6798 33.38 1 7 2/18/2020 3/17/2020 2/18/2020 3/17/2020 21.11 531120 USD BBG000BGRB25 20201208 002827 MPWR 5 92.6 596000 358.685 130.12 358.685 130.12 3.47 0.22 12 MONOLITHIC POWER SYSTEMS MPWR 92.1 0.9 655.2 98.2 9/30/2020 45097 14 4 3674 58.61 1 21 11/6/2020 3/23/2020 11/6/2020 3/23/2020 178.02 334413 USD BBG000C30L48 20201208 002827 MQY 7 7.4 44000 17.64 11.1599 17.64 11.1599 -0.24 4 BLACKROCK MUNIYIELD QUALITY CO 0.9 2.04 5049 30712 14 4 6282 16.74 1 7 9/15/2020 3/19/2020 9/15/2020 3/19/2020 15.05 523930 USD BBG000CKP7P1 20201208 002827 MRTN 5 22.4 511000 20.1267 10.6733 20.1267 10.6733 0.81 0.16 12 MARTEN TRANSPORT MRTN MRTN1 59.6 0.97 154.2 76.3 9/30/2020 7.9 82681 0.67 08/14/2020 0.60 07/10/2017 14 4 4213 39.98 1 21 7/17/2020 3/20/2020 7/17/2020 3/20/2020 14.33 484121 USD BBG000BPDJM1 20201208 002828 MS 7 10.8 12309000 65.19 27.2 65.19 27.2 6 0.27 12 MORGAN STANLEY MS MS1 46.7 1.54 9/30/2020 190060 1809198 0.50 01/27/2000 0.50 01/15/1997 14 4 6211 39.55 1 7 12/4/2020 3/18/2020 12/4/2020 3/18/2020 51.12 523120 USD BBG000BLZRJ2 20201208 002827 MRVL 5 19.5 8662000 47.21 16.45 47.21 16.45 2.22 0.23 1 MARVELL TECHNOLOGY MRVL 90.3 1.15 1537.5 710.2 10/31/2020 1439 671475 0.50 07/25/2006 0.50 06/29/2004 14 4 3674 53.41 1 21 12/1/2020 3/18/2020 12/1/2020 3/18/2020 26.56 334413 USD BBG000BYWTX7 20201208 002827 MRO 7 17.9 33567000 14.07 3.02 14.07 3.02 -1.44 -0.33 12 MARATHON OIL MRO 63.1 3.28 2135 1745 9/30/2020 5501 789392 0.50 06/19/2007 14 4 1311 90.65 1 7 1/3/2020 4/1/2020 1/3/2020 4/1/2020 13.58 211120 USD BBG000C8H633 20201208 002828 MSA 7 43 147000 153.76 83.57 153.76 83.57 3.57 0.08 12 MSA SAFETY INC MSA 77.1 0.94 693.4 277.5 9/30/2020 328.4 38953 0.33 01/29/2004 0.33 05/25/2000 14 4 7382 29.72 1 7 12/4/2020 3/23/2020 12/4/2020 3/23/2020 126.36 561621 USD BBG000BPDXF8 20201208 002828 MSI 7 37.1 803000 187.49 120.77 187.49 120.77 4.59 12 MOTOROLA SOLUTIONS MSI 72.3 0.77 4178 3439 9/30/2020 5113 169523 7.00 01/04/2011 0.33 06/02/2000 14 4 3663 32.3 1 7 2/20/2020 3/23/2020 2/20/2020 3/23/2020 161.14 334220 USD BBG000BP8Z50 20201102 145214 MSD 7 6.5 53000 10.015 6.11 10.015 6.11 -0.19 12 MS EMERGING MARKETS DEBT COMMO 8.4 0.5 2048 20387 14 4 6733 9.99 1 7 2/21/2020 3/19/2020 2/21/2020 3/19/2020 9.68 525990 USD BBG000BDY019 20201208 002829 MT 7 3529000 21.39 6.64 21.39 6.64 -3.59 12 ARCELORMITTAL MT 3 1.94 28616 21287 9/30/2020 11471 1057474 3.00 05/22/2017 14 4 3315 45.15 1 7 12/4/2020 3/19/2020 12/4/2020 3/19/2020 17.54 331110 USD BBG000BJH5W0 20201208 002828 MSM 7 18.7 452000 87.835 44.93 87.835 44.93 4.53 0.04 8 MSC INDUSTRIAL DIRECT CO MSM 62.7 1.07 1237.8 408.7 8/31/2020 497 55608 0.50 05/26/1998 14 4 5084 41.16 1 7 11/24/2020 3/23/2020 11/24/2020 3/23/2020 78.47 423830 USD BBG000BCLYL9 20201208 002829 MTB 7 12.8 1339000 174 85.09 174 85.09 10.02 0.13 12 M&T BANK MTB 68 1.19 9/30/2020 6986.2 128293 0.10 10/06/2000 0.50 09/25/1987 14 4 6022 87.73 1 7 2/6/2020 5/14/2020 2/6/2020 5/14/2020 169.75 522110 USD BBG000D9KWL9 20201208 002828 MSEX 5 32.4 42000 73.94 48.79 73.94 48.79 2.18 0.12 12 MIDDLESEX WATER MSEX 55.6 0.24 29.1 65 9/30/2020 230.8 17469 0.75 11/17/2003 0.67 01/03/2002 14 4 4941 39.26 1 21 11/10/2020 3/16/2020 11/10/2020 3/16/2020 63.57 221310 USD BBG000BPGQ60 20201208 002828 MSFT 5 34.2 27154000 232.86 132.52 232.86 132.52 6.26 0.31 6 MICROSOFT MSFT 61.1 0.81 181915 72310 9/30/2020 59578 7560496 0.50 02/18/2003 0.50 03/29/1999 14 4 7372 31.04 1 21 9/2/2020 3/23/2020 9/2/2020 3/23/2020 157.7 511210 USD BBG000BPH459 20201208 002829 MSTR 5 2186.7 430000 358.94 90 358.94 90 0.15 0.5 12 MICROSTRATEGY MSTR 65.5 1.75 753.4 269.8 9/30/2020 45 9267 10.00 07/31/2002 0.50 01/27/2000 14 4 7372 88.77 1 21 12/1/2020 3/19/2020 12/1/2020 3/19/2020 142.63 511210 USD BBG000GQJPZ0 20201208 002829 MTD 7 47.1 148000 1228.41 579.4 1228.41 579.4 24.04 0.14 12 METTLER-TOLEDO INTL MTD 86 1 1109.6 754.5 9/30/2020 1235.4 23795 14 4 8071 36.65 1 7 11/6/2020 3/23/2020 11/6/2020 3/23/2020 793.28 621511 USD BBG000BZCKH3 20201208 002829 MTG 7 9 8148000 15.24 4.34 15.24 4.34 1.38 0.24 12 MGIC INVESTMENT MTG 61.5 1.71 9/30/2020 832.7 338573 0.50 06/03/1997 0.50 12/03/1993 14 4 6351 42.95 1 7 2/4/2020 3/18/2020 2/4/2020 3/18/2020 14.17 524126 USD BBG000CBMH27 20201208 002829 MTH 7 8.9 464000 117.06 25.24 117.06 25.24 9.89 0.13 12 MERITAGE HOMES MTH 83.2 1.68 3152.3 381 9/30/2020 1019 37612 0.50 01/10/2005 0.50 04/29/2002 14 4 1531 60.33 1 7 10/5/2020 3/18/2020 10/5/2020 3/18/2020 61.11 236115 USD BBG000F4F1N0 20201208 002830 MTOR 7 8.5 687000 28.86 10.91 28.86 10.91 3.31 9 MERITOR MTOR 74.5 2.15 1283 726 9/30/2020 1188 72312 14 4 3714 59.02 1 7 11/10/2020 3/19/2020 11/10/2020 3/19/2020 26.19 336390 USD BBG000BH92D1 20201208 002830 MTN 7 115.6 458000 300 125 300 125 2.45 -0.05 7 VAIL RESORTS MTN 99.7 1.36 665.1 603.5 7/31/2020 2387.1 40285 14 4 7999 45.08 1 7 11/9/2020 3/12/2020 11/9/2020 3/12/2020 239.83 721110 USD BBG000BCMWM1 20201208 002830 MTRN 7 50.6 77000 63.83 26.15 63.83 26.15 1.23 0.04 12 MATERION MTRN 75.4 1.5 492 122.4 9/30/2020 1.3 20327 0.50 06/25/1984 0.67 01/21/1983 14 4 3463 46.97 1 7 7/21/2020 3/19/2020 7/21/2020 3/19/2020 59.45 331410 USD BBG000BDTT76 20201208 002830 MTSC 5 54.8 176000 52.34 13.15 52.34 13.15 0.7 -0.04 9 MTS SYSTEMS MTSC 77.8 1.81 450.5 251.6 6/30/2020 484.6 19277 0.50 02/03/1998 0.50 04/02/1996 14 4 3829 67.59 1 21 1/23/2020 5/14/2020 1/23/2020 5/14/2020 48.03 334519 USD BBG000BPL8G3 20201208 002830 MTRX 5 256000 23.83 7.11 23.08 7.11 -1.59 -0.05 6 MATRIX SERVICE MTRX 75.5 1.79 335.2 175.9 9/30/2020 9.2 26469 0.50 11/24/2003 14 4 1389 63.64 1 21 12/20/2019 3/18/2020 1/2/2020 3/18/2020 22.88 213112 USD BBG000C4TPX4 20201102 145220 MTSL 5 182000 2.38 0.7479 2.38 0.7479 -0.01 12 MER TELEMANAGEMENT 0.3 0.96 4.1 3.9 3/31/2020 0.6 4412 3.00 09/06/2017 2.00 03/02/2010 14 4 4899 78.92 1 2 6/11/2020 3/23/2020 6/11/2020 3/23/2020 1.03 517919 USD BBG000LPRK06 20201208 002831 MTW 7 51.1 400000 17.78 7.24 17.78 7.24 -0.34 -0.21 12 MANITOWOC MTW 45.2 2.31 872.4 440.9 9/30/2020 308.4 34559 4.00 11/20/2017 0.50 09/11/2007 14 4 3531 79.23 1 7 1/2/2020 5/14/2020 1/2/2020 5/14/2020 17.5 333923 USD BBG000D2M6H4 20201208 002831 MTX 7 19.7 127000 66.24 27.28 66.24 27.28 3.22 0.07 12 MINERALS TECHNOLOGIES MTX 99.7 1.44 919.2 398.5 9/30/2020 824.3 33994 0.50 12/12/2012 14 4 2819 49.03 1 7 11/9/2020 3/19/2020 11/9/2020 3/19/2020 57.63 325998 USD BBG000BB61F7 20201208 002831 MTZ 7 14.9 849000 65.38 22.51 65 22.51 4.21 0.31 12 MASTEC MTZ 81.7 1.23 2173.6 1219.1 9/30/2020 1314 73867 0.67 06/20/2000 0.67 03/03/1997 14 4 1623 39.23 1 7 12/23/2019 3/18/2020 1/2/2020 3/18/2020 64.16 237130 USD BBG000DYXD23 20201208 002832 MU 5 30.3 19391000 74.38 31.13 74.38 31.13 2.42 -0.01 8 MICRON TECHNOLOGY MU 67.2 1.36 17965 6635 8/31/2020 5963 1116909 0.50 05/02/2000 0.50 05/23/1995 14 4 3674 38.98 1 21 12/4/2020 3/18/2020 12/4/2020 3/18/2020 53.78 334413 USD BBG000C5Z1S3 20201208 002832 MUFG 7 19.2 1601000 5.54 3.3228 5.47 3.3228 0.23 -0.26 3 MITSUBISHI UFJ FINANCIAL GROUP INC MUFG 0.4 0.98 9/30/2008 268943 12844656 0.95 03/26/1996 0.95 06/25/1990 14 4 35.54 1 7 12/17/2019 3/18/2020 1/2/2020 3/18/2020 5.43 551111 USD BBG000D4F4F5 20201208 002832 MUR 7 4.9 4674000 28.12 4.5 28.12 4.5 -6.65 0.07 12 MURPHY OIL MUR 62.9 3.26 974.4 942.8 9/30/2020 2803.4 153599 0.50 06/06/2005 0.50 12/31/2002 14 4 1311 102.97 1 7 1/15/2020 3/18/2020 1/15/2020 3/18/2020 26.8 211120 USD BBG000BPMH90 20201102 145224 MVIS 5 7191000 3.45 0.153 3.45 0.153 -0.13 12 MICROVISION MVIS 8.7 3.7 7.8 14.5 6/30/2020 0.1 143856 8.00 02/21/2012 14 4 3812 120.27 1 1 7/17/2020 3/16/2020 7/17/2020 3/16/2020 0.72 333914 USD BBG000BVKXQ5 20201208 002833 MUX 7 2458000 1.53 0.53 1.53 0.53 -0.39 12 MCEWEN MINING MUX 15 1.3 92 48.8 9/30/2020 39.5 408842 10.00 12/24/1991 14 4 1099 58.9 1 7 8/5/2020 3/16/2020 8/5/2020 3/16/2020 1.27 212221 USD BBG000BW6CN8 20201208 002834 MWA 7 26.1 878000 12.71 6.64 12.71 6.64 0.46 0.19 9 MUELLER WATER PRODUCTS MWA 90.9 1.33 581.2 155 9/30/2020 446.5 158102 14 4 3499 37.12 1 7 2/21/2020 3/23/2020 2/21/2020 3/23/2020 11.98 332911 USD BBG000JBC9M7 20201208 002834 MXIM 5 33.9 2144000 86.6 41.93 86.6 41.93 2.55 0.28 6 MAXIM INTEGRATED PRODUCTS MXIM 68.5 1.22 2317.8 453.3 9/30/2020 994 267301 0.50 12/22/1999 0.50 12/22/1997 14 4 3674 30.13 1 21 12/4/2020 3/17/2020 12/4/2020 3/17/2020 61.51 334413 USD BBG000BPNP00 20201208 002834 MYE 7 16.3 143000 18.5 6.91 18.5 6.91 1.1 12 MYERS INDUSTRIES MYE 77.8 1.42 185 82.6 9/30/2020 77.2 35825 0.91 08/11/2004 0.80 09/03/2002 14 4 3231 50.86 1 7 11/24/2020 3/18/2020 11/24/2020 3/18/2020 16.68 327211 USD BBG000BPQ0F6 20201102 145229 NAK 6 7618000 2.49 0.35 2.49 0.35 -0.11 12 NORTHERN DYNASTY MINERALS 8.5 2 11.2 11.4 6/30/2020 506594 14 4 619 70.26 1 6 7/22/2020 3/18/2020 7/22/2020 3/18/2020 0.43 212299 USD BBG000BWM9L9 20201208 002835 NAV 7 23.2 1566000 45.25 15.01 45.25 15.01 -0.08 -0.17 10 NAVISTAR INTERNATIONAL NAV 25.6 2.01 4952 3575 7/31/2020 4317 99576 10.00 07/01/1993 14 4 3711 4.9 1 7 10/5/2020 3/23/2020 10/5/2020 3/23/2020 28.94 336211 USD BBG000BPS2V2 20201208 002834 MYI 7 18.9 86000 14.5029 9.65 14.5029 9.65 0.75 7 BLACKROCK MUNIYLD QLTY FD III 17.2 2.23 10283 68150 14 4 6726 5.31 1 7 3/4/2020 3/19/2020 3/4/2020 3/19/2020 13.5 523999 USD BBG000CR6303 20201208 002835 NAT 7 5.6 2665000 9 2.3 9 2.3 0.62 12 NORDIC AMERICAN TANKERS NAT 17.8 0.6 129.4 59 9/30/2020 376.3 151205 14 4 4499 60.2 1 7 4/28/2020 3/23/2020 4/28/2020 3/23/2020 4.92 488390 USD BBG000JK57G6 20201208 002835 NATI 5 26.5 760000 47.89 20.42 47.89 20.42 1.5 0.04 12 NATIONAL INSTRUMENTS NATI 83.1 1.1 947.4 306.1 9/30/2020 25 131246 0.67 02/23/2011 0.67 02/23/2004 14 4 7372 33.43 1 21 1/31/2020 3/19/2020 1/31/2020 3/19/2020 42.34 511210 USD BBG000DZK6N6 20201208 002835 NBR 7 493000 167.5 9.79 167.5 9.79 -141.06 12 NABORS INDUSTRIES NBR NBR1 58.9 3.94 1248.7 656.5 9/30/2020 3333.2 7294 50.00 04/23/2020 0.50 04/18/2006 14 4 1381 100.16 1 7 1/6/2020 4/23/2020 1/6/2020 4/23/2020 144 213111 USD BBG000BZTW70 20201002 154317 NBL 5 17914000 25.08 2.73 24.99 2.73 -11.59 12 NOBLE ENERGY NBL 89.3 2.83 1362 1969 6/30/2020 7477 484650 0.50 05/29/2013 0.50 09/15/2005 14 4 1311 30.41 1 21 12/26/2019 3/18/2020 1/2/2020 3/18/2020 24.84 211120 USD BBG000BPT0C6 20201208 002836 NCR 7 9.8 1202000 35.87 10.55 35.87 10.55 3.57 0.25 12 NCR NCR 78.9 1.67 3144 2538 9/30/2020 3277 128900 0.50 01/24/2005 14 4 3578 76.44 1 7 1/17/2020 3/18/2020 1/17/2020 3/18/2020 35.16 518210 USD BBG000BMXK89 20201208 002835 NBTB 5 14.1 148000 41.5 26.1 41.27 26.1 2.27 0.1 12 NBT BANCORP NBTB 53.1 0.66 9/30/2020 165.4 43625 0.95 11/29/1999 0.95 11/27/1998 14 4 6021 60.14 1 21 12/20/2019 11/5/2020 1/17/2020 11/5/2020 40.56 522110 USD BBG000CJN801 20201102 145234 NCTY 5 4651000 12.3 2.04 12.3 2.04 -8 12 THE9 LTD NCTY1 0.1 1.58 23 157.5 12/31/2013 34.6 8815 10.00 10/19/2020 3.00 05/09/2018 14 4 7372 201.77 1 2 1/13/2020 10/29/2020 1/13/2020 10/29/2020 9.12 511210 USD BBG000CSP4C5 20201208 002836 NDAQ 5 22.6 915000 139.5 71.66 139.5 71.66 5.54 0.14 12 NASDAQ INC COMMON STOCK NDAQ 63.1 0.79 4290 4227 9/30/2020 2996 164038 14 4 6231 27.01 1 21 11/9/2020 3/23/2020 11/9/2020 3/23/2020 107.1 523210 USD BBG000F5VVB6 20201208 002837 NEU 7 16.7 29000 491.56 304.65 488.81 304.65 22.99 0.04 12 NEWMARKET NEU 42.7 0.34 879.4 308.9 9/30/2020 642.9 10921 5.00 07/01/2002 0.50 03/11/1994 14 4 2869 36.86 1 7 12/12/2019 3/25/2020 1/2/2020 3/25/2020 486.52 325998 USD BBG000BJ5SS8 20201208 002837 NEM 7 18.9 6901000 72.22 33 72.22 33 3.15 0.3 12 NEWMONT CORP NEM NEM1 64.7 0.26 6272 2385 9/30/2020 6138 803358 0.80 04/22/1994 0.50 06/11/1987 14 4 1041 39.72 1 7 8/5/2020 3/16/2020 8/5/2020 3/16/2020 43.45 212221 USD BBG000BPWXK1 20201208 002836 NDSN 5 34.6 236000 216.865 96.455 216.865 96.455 5.8 0.09 10 NORDSON NDSN 64.5 0.94 1011.2 477.6 7/31/2020 1075.4 58035 0.50 04/13/2011 0.50 09/13/2000 14 4 3569 31.23 1 21 11/9/2020 3/23/2020 11/9/2020 3/23/2020 162.84 333999 USD BBG000BPWGR1 20201208 002836 NEE 7 36.4 7373000 83.34 43.7 83.34 43.7 1.99 0.07 12 NEXTERA ENERGY NEE 37.8 0.2 7408 13853 9/30/2020 37543 1959074 0.25 10/27/2020 0.50 03/16/2005 14 4 4911 21.83 1 7 11/9/2020 3/23/2020 11/9/2020 3/23/2020 60.54 221118 USD BBG000BJSBJ0 20201208 002837 NEWT 5 12.4 151000 23.73 7.59 23.09 7.59 1.49 0.14 12 NEWTEK BUSINESS SERVICES CORP. NEWT 8.2 1.17 39.5 10.6 9/30/2020 124.8 21782 5.00 10/23/2014 14 4 6799 31.49 1 1 12/10/2019 3/18/2020 1/7/2020 3/18/2020 22.65 523999 USD BBG000BH37H2 20201208 002837 NFG 7 47.7 389000 46.05 37.87 46.05 37.87 -1.41 9 NATIONAL FUEL GAS CO NFG 63.6 0.65 314.2 459.6 9/30/2020 2629.6 90966 0.50 09/10/2001 0.50 06/17/1987 14 4 1311 36.22 1 7 8/19/2020 11/6/2020 8/19/2020 11/6/2020 46.54 211120 USD BBG000BPYD87 20201102 145238 NGD 6 6095000 2.28 0.3901 2.28 0.3901 -0.15 12 NEW GOLD 30.2 2.46 228.7 171.9 6/30/2020 714.5 676000 14 4 611 70.42 1 6 10/21/2020 3/16/2020 10/21/2020 3/16/2020 0.88 212221 USD BBG000KD2ZL5 20201208 002837 NFLX 5 78.2 4397000 575.37 290.25 575.37 290.25 6.37 0.46 12 NETFLIX NFLX 85.1 0.88 6178.5 6855.7 9/30/2020 14759.3 441795 0.14 07/15/2015 0.50 02/12/2004 14 4 7832 39.23 1 21 7/13/2020 3/17/2020 7/13/2020 3/17/2020 323.57 512131 USD BBG000CL9VN6 20201208 002838 NG 6 1371000 12.845 4.65 12.845 4.65 -0.11 11 NOVAGOLD RESOURCES 35.7 0.74 150.3 3.3 8/31/2020 103.8 329912 14 4 611 47.62 1 6 4/23/2020 3/16/2020 4/23/2020 3/16/2020 8.96 212221 USD BBG000D25424 20201208 002838 NGG 7 20.2 429000 69.08 44.29 69.08 44.29 2.83 -0.09 3 NATIONAL GRID NGG 1.4 0.32 7804.4 11521.6 3/31/2008 35112.3 704079 1.09 05/22/2017 1.14 08/01/2005 14 4 4922 22.16 1 7 2/21/2020 3/23/2020 2/21/2020 3/23/2020 62.67 486210 USD BBG000L4Y5K6 20201208 002838 NHI 7 15.6 339000 91.12 31.37 91.12 31.37 4.27 0.04 12 NATIONAL HEALTH INVESTORS NHI 55 0.92 463.5 26.3 9/30/2020 1440.5 44729 14 4 6798 46.81 1 7 2/25/2020 3/19/2020 2/25/2020 3/19/2020 81.48 531120 USD BBG000CGWSJ3 20201208 002840 NJR 7 16.4 607000 45.76 21.14 44.6698 21.14 2.05 -0.01 9 NEW JERSEY RESOURCES NJR 70 0.48 622.3 533.7 9/30/2020 2259.5 96133 0.50 03/04/2015 0.67 03/04/2008 14 4 4924 62.97 1 7 12/19/2019 3/18/2020 1/2/2020 3/18/2020 44.57 221210 USD BBG000BPZVW9 20201208 002839 NICE 5 75 339000 255.48 110.59 255.48 110.59 3.25 0.11 12 NICE LTD ADR NICE 54 0.77 875.7 689.4 9/30/2020 464.9 62732 0.50 05/31/2006 14 4 3571 36.79 1 21 11/5/2020 3/18/2020 11/5/2020 3/18/2020 155.15 334111 USD BBG000KC17R4 20201208 002839 NI 7 49.7 2800000 30.46 19.56 30.46 19.56 -0.78 -0.12 12 NISOURCE NI 82.1 0.26 1853.9 3745.8 9/30/2020 7856.2 383212 0.50 02/23/1998 14 4 4931 32.48 1 7 2/18/2020 3/16/2020 2/18/2020 3/16/2020 27.84 221111 USD BBG000BPZBB6 20201208 002840 NLY 7 13965000 10.5 3.51 10.5 3.51 -0.5 12 ANNALY CAPITAL NLY 33.9 1.26 9/30/2020 10563.5 1398228 14 4 6798 26.78 1 7 2/20/2020 3/18/2020 2/20/2020 3/18/2020 9.42 531190 USD BBG000BJFJ98 20201102 145243 NLS 7 2363000 27.6477 1.2 27.6477 1.2 -0.28 -0.21 12 NAUTILUS GROUP NLS 38.3 2.27 129.2 88.7 6/30/2020 14.1 29967 0.67 08/14/2001 0.67 01/16/2001 14 4 3949 79.64 1 7 10/22/2020 3/20/2020 10/22/2020 3/20/2020 1.75 339920 USD BBG000BRJY75 20201208 002840 NKE 7 79.3 5590000 137.95 60 137.95 60 1.73 -0.03 5 NIKE NKE 53.1 0.85 20556 8284 8/31/2020 9406 1569827 0.50 12/24/2015 0.50 12/26/2012 14 4 3021 22.14 1 7 12/3/2020 3/18/2020 12/3/2020 3/18/2020 101.31 316210 USD BBG000C5HS04 20201208 002841 NNI 7 17.1 64000 73.92 36.7 73.92 36.7 4.05 -0.12 12 NELNET NNI 21.9 0.66 9/30/2020 20529.1 38341 14 4 6141 36.24 1 7 11/17/2020 3/23/2020 11/17/2020 3/23/2020 58.24 522291 USD BBG000PYJY93 20201208 002841 NNN 7 32.8 2369000 58.87 24.04 58.87 24.04 1.22 0.05 12 NATIONAL RETAIL NNN 70 0.8 39.9 151.8 9/30/2020 2854.8 173728 14 4 6798 59.21 1 7 2/24/2020 3/18/2020 2/24/2020 3/18/2020 53.62 531120 USD BBG000CLP0Y4 20201208 002841 NOC 7 20.9 833000 385.005 263.31 385.005 263.31 14.72 0.06 12 NORTHROP GRUMMAN NOC 83.3 0.79 10685 9434 9/30/2020 12770 166716 0.50 06/22/2004 0.33 09/11/1984 14 4 7382 28.52 1 7 1/30/2020 3/23/2020 1/30/2020 3/23/2020 343.97 561621 USD BBG000BQ2C28 20201208 002842 NOK 7 25.3 29489000 5.14 2.34 5.14 2.34 0.16 -0.73 12 NOKIA NOK 1.6 0.77 20413.9 14641.2 9/30/2020 4839.9 5617060 0.25 04/11/2000 0.50 04/12/1999 14 4 3669 63.85 1 7 8/4/2020 3/18/2020 8/4/2020 3/18/2020 3.71 334290 USD BBG000BNGBW9 20201208 002843 NPO 7 7.7 81000 74.31 30.04 74.31 30.04 9.52 0.17 12 ENPRO INDUSTRIES NPO 79.8 1.65 749.5 313.6 9/30/2020 625.2 20536 14 4 3053 42.59 1 7 11/24/2020 3/19/2020 11/24/2020 3/19/2020 66.88 339991 USD BBG000BW2FF4 20201208 002843 NR 7 1702000 6.4 0.65 6.4 0.65 -0.88 -0.13 12 NEWPARK RESOURCES NR 60.6 4.07 478.8 128.9 9/30/2020 153.5 90804 0.50 11/28/1997 0.50 06/23/1997 14 4 3533 120.68 1 7 1/3/2020 4/3/2020 1/3/2020 4/3/2020 6.27 333132 USD BBG000C2HWL9 20201208 002842 NP 7 12.9 152000 74.16 33.44 72.54 33.44 -0.63 -0.04 12 NEENAH INC NP 91.1 1.59 252.7 100.4 9/30/2020 198.2 16802 14 4 2621 40.57 1 7 12/12/2019 3/18/2020 2/6/2020 3/18/2020 70.43 322121 USD BBG000QCQ764 20201208 002842 NOV 7 7586000 25.81 7.7 25.81 7.7 -6.73 12 NATIONAL OILWELL VARCO NOV 74.6 2.31 6113 2247 9/30/2020 1989 388264 0.50 10/01/2007 0.50 11/19/1997 14 4 3533 97.1 1 7 1/3/2020 10/29/2020 1/3/2020 10/29/2020 25.05 333132 USD BBG000BJX8C8 20201208 002842 NPK 7 14.2 22000 97.9 66.6 97.9 66.6 6.35 0.09 12 NATIONAL PRESTO 51.5 0.66 337.8 39.3 9/30/2020 5.1 7023 0.67 07/01/1983 0.67 07/01/1982 14 4 3483 30.12 1 7 6/9/2020 3/27/2020 6/9/2020 3/27/2020 88.39 332993 USD BBG000BQ4GG2 20201208 002843 NS 7 819000 29.36 4.98 29.36 4.98 -2.56 12 NUSTAR ENERGY NS 46.5 2.75 203 731.6 9/30/2020 2934.9 109195 14 4 4789 71.39 1 7 2/5/2020 3/18/2020 2/5/2020 3/18/2020 25.85 486910 USD BBG000C1ZRQ7 20201208 002843 NRG 7 2.2 2637000 40.99 19.54 40.25 19.54 15.75 1.36 12 NRG ENERGY NRG 77.1 0.82 3088 2359 9/30/2020 5803 244221 0.50 06/01/2007 14 4 4911 35.24 1 7 12/20/2019 3/18/2020 2/18/2020 3/18/2020 39.75 221122 USD BBG000D8RG11 20201208 002844 NSC 7 30.8 1321000 247.98 112.62 247.98 112.62 7.8 0.1 12 NORFOLK SOUTHERN NSC 61.6 1.3 2081 2300 9/30/2020 11880 253985 0.33 10/10/1997 0.33 04/07/1987 14 4 4011 32.68 1 7 11/18/2020 3/23/2020 11/18/2020 3/23/2020 194.13 482111 USD BBG000BQ5DS5 20201208 002844 NSIT 5 15.9 214000 74.34 28.2506 74.34 28.2506 4.62 0.19 12 INSIGHT ENTERPRISES NSIT 88.6 1.81 3048 1883.5 9/30/2020 857.7 35098 0.67 09/19/2000 0.67 02/19/1999 14 4 7371 47.42 1 21 11/27/2020 3/18/2020 11/27/2020 3/18/2020 70.29 423430 USD BBG000DY3K39 20201208 002844 NSP 7 22.2 266000 95.78 22.59 95.78 22.59 3.98 0.48 12 INSPERITY NSP 63.7 1.55 974.7 869 9/30/2020 269.4 38354 0.50 12/19/2017 0.50 10/17/2000 14 4 7363 38.08 1 7 11/9/2020 3/18/2020 11/9/2020 3/18/2020 86.04 561330 USD BBG000BJ41X2 20201208 002844 NSSC 5 74 66000 33.09 13.33 33.09 13.33 0.42 0.13 6 NAPCO SECURITY SYSTEMS NSSC 43.9 1.43 78.5 15.6 9/30/2020 3.9 18347 0.67 06/08/2006 0.67 12/29/2005 14 4 7382 34.82 1 21 1/21/2020 4/2/2020 1/21/2020 4/2/2020 29.39 561621 USD BBG000BQ6CT5 20201208 002844 NTAP 5 19.6 2554000 65.38 34.66 65.38 34.66 3.06 0.15 4 NETAPP NTAP 93.9 1.18 4274 3616 10/31/2020 1146 223385 0.50 03/23/2000 0.50 12/21/1999 14 4 3572 48.77 1 21 1/16/2020 3/23/2020 1/16/2020 3/23/2020 62.25 334112 USD BBG000FP1N32 20201208 002845 NTCT 5 88.4 314000 29.62 19.11 29.62 19.11 0.28 3 NETSCOUT SYSTEMS NTCT 93.4 0.74 659.7 399 9/30/2020 450 73576 14 4 7379 35.24 1 21 2/21/2020 3/16/2020 2/21/2020 3/16/2020 24.07 511210 USD BBG000C136Z8 20201208 002845 NTES 5 27.3 2875000 103.53 53.171 103.53 53.171 3.2 0.35 12 NETEASE NTES 27.6 0.47 12987.4 5836 9/30/2020 685468 0.20 10/02/2020 0.25 03/28/2006 14 4 8999 45.15 1 21 8/26/2020 3/18/2020 8/26/2020 3/18/2020 61.33 519130 USD BBG000BX72V8 20201208 002845 NUAN 5 525.8 4684000 43.95 13.51 43.95 13.51 0.08 9 NUANCE COMMUNICATIONS NUAN NUAN1 64.4 1.24 736 986.1 9/30/2020 1104.5 282954 14 4 7372 55.75 1 21 11/30/2020 3/19/2020 11/30/2020 3/19/2020 17.83 511210 USD BBG000BD3LM4 20201208 002845 NTRS 5 15.7 947000 110.48 60.67 109.88 60.67 6.06 0.15 12 NORTHERN TRUST NTRS 75.1 1.07 9/30/2020 3998.8 208121 0.50 12/10/1999 0.50 12/10/1996 14 4 6733 48.17 1 21 12/13/2019 3/23/2020 1/21/2020 3/23/2020 106.24 525920 USD BBG000BQ74K1 20201208 002845 NTGR 5 37.5 394000 37.4 15.01 37.4 15.01 0.91 0.28 12 NETGEAR NTGR 94.2 0.74 744.1 298.4 9/30/2020 30282 14 4 3661 53.33 1 21 10/21/2020 3/19/2020 10/21/2020 3/19/2020 24.51 334210 USD BBG000C4GBR6 20201208 002845 NUE 7 40 1841000 58.7 27.525 57 27.525 1.41 0.13 12 NUCOR NUE 62.5 1.23 8226.4 2463.8 9/30/2020 4291.3 301929 0.50 06/01/2006 0.50 10/18/2004 14 4 3312 45.45 1 7 12/12/2019 3/18/2020 12/4/2020 3/18/2020 56.28 331110 USD BBG000BQ8KV2 20201208 002846 NUS 7 17.7 423000 57.01 12.305 57.01 12.305 2.97 12 NU SKIN ENTERPRISES NUS 53.9 1.31 740.2 356.8 9/30/2020 334.5 51031 14 4 5122 55.51 1 7 10/2/2020 3/18/2020 10/2/2020 3/18/2020 40.98 424210 USD BBG000HG21Y3 20201208 002846 NUV 7 101 234000 11.2 8.3 11.2 8.3 0.11 10 NUVEEN MUNICIPAL VALUE COMMON 1.2 1.29 22049 4/30/2019 207035 14 4 6733 6.71 1 7 12/2/2020 3/23/2020 12/2/2020 3/23/2020 10.7 523991 USD BBG000BQ9R46 20201208 002846 NVDA 5 87 9070000 589.0699 180.6807 589.07 180.681 6.23 0.32 1 NVIDIA NVDA 57.1 1.39 13690 1784 10/31/2020 1991 619000 0.67 09/11/2007 0.50 04/07/2006 14 4 3674 48.55 1 21 9/2/2020 3/18/2020 9/2/2020 3/18/2020 235.3 334413 USD BBG000BBJQV0 20201208 002846 NVMI 5 40.7 110000 67.52 25.7 67.52 25.7 1.66 0.13 12 NOVA MEASURING INSTRUMENT NVMI 28.4 1.11 306.2 48.1 9/30/2020 28092 14 4 3827 29.89 1 21 12/4/2020 3/18/2020 12/4/2020 3/18/2020 37.83 333295 USD BBG000BSY1Y8 20201208 002846 NVR 7 17.3 24000 4530 2043.01 4530 2043.01 231.73 0.28 12 NVR 77.3 1.01 2526.1 653 9/30/2020 598.3 3720 14 4 1531 33.28 1 7 10/16/2020 3/18/2020 10/16/2020 3/18/2020 3808.41 236117 USD BBG000BQBYR3 20201208 002846 NVEC 5 21.7 36000 76.4 42.85 76.4 42.85 2.43 3 NVE 61.7 1.1 34.4 0.8 9/30/2020 0.1 4833 5.00 11/22/2002 5.00 12/06/2000 14 4 3674 30.34 1 2 2/4/2020 3/23/2020 2/4/2020 3/23/2020 71.4 334413 USD BBG000N22GR2 20201208 002847 NWBI 5 21.6 573000 16.98 8.52 16.67 8.52 0.58 0.09 12 NORTHWEST BANCSHARES NWBI 56.3 0.6 9/30/2020 368.1 127801 0.44 12/18/2009 0.50 11/17/1997 14 4 6021 58.28 1 21 12/20/2019 5/14/2020 1/2/2020 5/14/2020 16.63 522120 USD BBG000BG8NP5 20201208 002847 NWLI 5 7.3 8000 297.77 120.55 292.21 120.55 26.84 0.05 12 NATIONAL WESTERN LIFE 42.7 1.07 9/30/2020 3636 14 4 6311 46.98 1 21 12/19/2019 3/23/2020 1/2/2020 3/23/2020 290.88 524113 USD BBG008HNHZ07 20201208 002847 NWE 5 17.9 362000 80.52 45.06 80.52 45.06 3.2 0.06 12 NORTHWESTERN NWE 99.8 0.39 301.6 334.3 9/30/2020 2250.7 50582 0.50 05/28/1997 14 4 4931 48.48 1 21 2/19/2020 3/23/2020 2/19/2020 3/23/2020 71.67 221122 USD BBG000Q1NMJ4 20201208 002847 NWL 5 2863000 22.09 10.44 22.09 10.44 -0.25 -0.29 12 NEWELL BRANDS INC NWL 65.7 1.01 4109.9 2978 9/30/2020 5391.3 424300 0.50 09/02/1994 0.50 12/04/1989 14 4 3089 42.26 1 21 12/4/2020 3/23/2020 12/4/2020 3/23/2020 19.22 326199 USD BBG000BQC9V2 20201208 002848 NWN 7 23.9 161000 77.26 42.3348 77.26 42.3348 2.04 -0.01 12 NORTHWEST NATURAL HOLDING CO NWN 67 0.45 270.2 442.4 9/30/2020 769.1 30569 0.67 09/09/1996 14 4 4924 50.15 1 7 2/18/2020 10/29/2020 2/18/2020 10/29/2020 73.73 221210 USD BBG00KXKRKY3 20201208 002848 NX 7 124000 22 7.9001 22 7.9001 -0.44 10 QUANEX BUILDING PRODUCTS NX 78.2 1.64 190.3 109.8 7/31/2020 156.4 32805 0.67 04/03/2006 0.67 01/03/2005 14 4 3351 38.88 1 7 11/24/2020 3/19/2020 11/24/2020 3/19/2020 17.08 332321 USD BBG000TXVLZ6 20201208 002848 NWPX 5 11.1 31000 36.7 18.52 36.7 18.52 2.64 12 NORTHWEST PIPE CO NWPX 61.9 0.98 195 41.6 9/30/2020 11.5 9805 14 4 3317 50.3 1 21 2/19/2020 3/23/2020 2/19/2020 3/23/2020 33.31 331210 USD BBG000FLVLF9 20201208 002848 NYCB 7 12.5 4713000 12.1 7.72 12.05 7.72 0.83 -0.07 12 NEW YORK COMMUNITY BANCORP INC NYCB 43.5 1.04 9/30/2020 14557.6 463904 0.75 02/18/2004 0.75 05/22/2003 14 4 6036 54.9 1 7 12/18/2019 11/5/2020 1/2/2020 11/5/2020 12.02 522120 USD BBG000BVXPZ8 20201208 002848 NXST 5 9 450000 133.25 43.37 133.25 43.37 12.34 0.19 12 NEXSTAR MEDIA GROUP NXST 83 1.86 1351.8 947.6 9/30/2020 8383.3 44045 14 4 4833 46.81 1 21 1/17/2020 3/23/2020 1/17/2020 3/23/2020 117.25 515120 USD BBG000DZJVH0 20201208 002848 NYMT 5 5013000 6.47 0.9821 6.41 0.9821 -0.87 -0.15 12 NEW YORK MORTGAGE TRUST NYMT 44.6 1.99 9/30/2020 17995.7 377744 2.00 05/29/2008 5.00 10/09/2007 14 4 6798 50.42 1 21 12/18/2019 3/24/2020 2/6/2020 3/24/2020 6.23 531190 USD BBG000GZ8014 20201208 002849 O 7 51.1 2908000 84.92 38 84.92 38 1.2 0.06 12 REALTY INCOME O 51.2 0.68 455.5 227.4 9/30/2020 7901.6 350990 0.50 01/03/2005 14 4 6798 34.64 1 7 2/20/2020 3/19/2020 2/20/2020 3/19/2020 73.63 525920 USD BBG000DHPN63 20201208 002849 NYT 7 49.8 2390000 47.95 26.13 47.95 26.13 0.95 0.33 12 NEW YORK TIMES NYT 61.8 0.74 716.8 437.7 9/30/2020 243.4 167217 0.50 07/02/1998 0.50 10/06/1986 14 4 2711 34.78 1 7 8/6/2020 3/19/2020 8/6/2020 3/19/2020 32.17 511110 USD BBG000FFC0B3 20201102 145308 OC 7 11.7 880000 76.6 28.56 76.6 28.56 -4.99 0.14 12 OWENS-CORNING OC 77.4 1.61 2061 1329 9/30/2020 2986 108233 14 4 3291 32.47 1 7 10/13/2020 3/23/2020 10/13/2020 3/23/2020 65.12 327993 USD BBG000M44VW8 20201102 145307 OBCI 5 25.2 35000 22.55 3.1 22.55 3.1 0.62 0.1 12 OCEAN BIO-CHEM 7.1 0.59 26.6 2.8 6/30/2020 4.1 9462 0.91 09/25/2002 0.95 03/15/2000 14 4 6719 90.51 1 2 8/3/2020 3/17/2020 8/3/2020 3/17/2020 3.31 325612 USD BBG000BB90B0 20201208 002849 OCFC 5 17.5 293000 25.61 11.6022 25.52 11.6022 0.96 0.08 12 OCEANFIRST FINANCIAL OCFC 50.5 0.89 9/30/2020 616.1 60378 0.67 05/20/2002 0.50 05/18/1998 14 4 6035 63.2 1 21 12/20/2019 3/19/2020 1/2/2020 3/19/2020 25.54 522120 USD BBG000GYLFT9 20201208 002849 ODFL 5 39.5 711000 213.66 105.8 213.66 105.8 5.29 0.2 12 OLD DOMINION FREIGHT LNS ODFL 77.8 0.96 866.8 366.1 9/30/2020 45 117331 0.67 03/25/2020 0.67 09/10/2012 14 4 4213 30.17 1 21 11/9/2020 3/16/2020 11/9/2020 3/16/2020 126.52 484121 USD BBG000CHSS88 20201208 002851 OHI 7 53.9 2135000 45.22 13.33 45.22 13.33 0.7 -0.02 12 OMEGA HEALTHCARE OHI 52.8 1.06 458 437 9/30/2020 5011.1 227004 14 4 6798 60.46 1 7 2/24/2020 3/18/2020 2/24/2020 3/18/2020 42.35 531120 USD BBG000BGBTC2 20201208 002850 OFG 7 21.2 182000 23.76 8.63 23.74 8.63 0.85 -0.09 12 OFG BANCORP OFG 73.7 1.42 9/30/2020 115.3 51347 0.91 12/29/2004 0.91 12/29/2003 14 4 6022 66.52 1 7 12/31/2019 3/18/2020 1/2/2020 3/18/2020 23.61 522110 USD BBG000F5VMF2 20201208 002849 OFC 7 50.9 936000 30.57 15.23 30.57 15.23 0.52 0.47 12 CORPORATE OFFICE OFC 79 1.02 234 180 9/30/2020 1831.1 112175 14 4 6798 34.8 1 7 2/6/2020 3/20/2020 2/6/2020 3/20/2020 29.38 531312 USD BBG000BXL4N7 20201208 002849 ODP 5 7.2 564000 30.89 13.6 30.89 13.6 -5.41 12 OFFICE DEPOT INC. COMMON STOC ODP ODP1 68.5 2.29 3447 3094 9/30/2020 575 52675 10.00 07/01/2020 2.00 04/05/1999 14 4 5999 72.23 1 21 11/18/2020 3/23/2020 11/18/2020 3/23/2020 27.4 453210 USD BBG000CNZC55 20201208 002850 OGE 7 14.3 1231000 46.43 23.005 46.43 23.005 -0.96 0.02 12 OGE ENERGY OGE 53.5 0.63 430.2 657.9 9/30/2020 3195.2 200020 0.50 07/02/2013 0.50 06/16/1998 14 4 4911 36.14 1 7 2/11/2020 3/23/2020 2/11/2020 3/23/2020 44.47 221111 USD BBG000BQGLS5 20201208 002851 OI 7 6.5 1222000 15.64 4.305 15.64 4.305 1.97 0.07 12 O-I GLASS INC OI 63.9 1.82 2488 1995 9/30/2020 5435 157166 14 4 3221 68.45 1 7 2/5/2020 3/19/2020 2/5/2020 3/19/2020 11.93 327213 USD BBG00R2JZG39 20201208 002851 OII 7 1339000 15.995 2.01 15.995 2.01 -7.41 12 OCEANEERING INTERNATIONAL OII 69.5 3.67 1244.4 601 9/30/2020 796.5 99305 0.50 06/13/2011 0.50 06/19/2006 14 4 1389 120.32 1 7 1/10/2020 3/17/2020 1/10/2020 3/17/2020 14.91 213112 USD BBG000CPBCL8 20201208 002851 OIH 7 500000 275.6 66 275.6 66 VANECK VECTORS OIL SVCS ETF OIH OIH1 2.96 6075 4400 20.00 04/15/2020 0.33 02/14/2012 14 4 78.33 1 11 1/6/2020 3/18/2020 1/6/2020 3/18/2020 265 0 USD BBG000D02J82 3 20201208 002851 OIS 7 1296000 17.81 1.52 16.91 1.52 -10.47 12 OIL STATES INTERNATIONAL OIS 70.7 4.22 483.4 183.1 9/30/2020 222.6 61031 14 4 3533 95.54 1 7 12/12/2019 3/18/2020 1/6/2020 3/18/2020 16.31 333132 USD BBG000BDDN94 20201208 002851 OKE 7 27.4 4294000 78.48 12.16 78.48 12.16 1.48 0.16 12 ONEOK OKE 53.7 2.11 1470.3 2020.3 9/30/2020 12479.8 444397 0.50 06/04/2012 0.50 06/12/2001 14 4 4923 67.69 1 7 2/20/2020 3/18/2020 2/20/2020 3/18/2020 75.67 221210 USD BBG000BQHGR6 20201102 145315 OMAB 5 23.4 63000 67.07 20.55 67.07 20.55 1.55 0.26 12 CENTRAL NORTH AIRPORT 7.3 1.43 225.2 57.8 9/30/2020 211 48764 14 4 4581 41.37 1 21 2/19/2020 3/23/2020 2/19/2020 3/23/2020 59.94 488110 USD BBG000QCR193 20201208 002852 ON 5 61.1 7354000 30.04 8.17 30.04 8.17 0.49 0.03 12 ON SEMICONDUCTOR CORP ON 92 1.94 3020 1818.4 9/30/2020 2876.5 411224 14 4 3674 31.8 1 21 12/4/2020 3/18/2020 12/4/2020 3/18/2020 24.38 334413 USD BBG000DV7MX4 20201208 002852 OLP 7 14.1 85000 29 9.71 29 9.71 1.41 -0.08 12 ONE LIBERTY PROPERTIES OLP 30.6 1.35 37 34.4 9/30/2020 435.8 20581 14 4 6798 43.79 1 7 1/24/2020 3/18/2020 1/24/2020 3/18/2020 27.19 531120 USD BBG000BQJHF5 20201208 002852 OLN 7 2097000 23.66 8.76 23.66 8.76 -6.41 -0.02 12 OLIN OLN 69 1.23 1714 1082.2 9/30/2020 3338.7 157862 0.50 10/31/1996 0.50 09/09/1977 14 4 2899 62.97 1 7 11/24/2020 3/16/2020 11/24/2020 3/16/2020 17.25 325998 USD BBG000BQHTV3 20201208 002851 OLED 5 105.9 223000 238.25 105.11 238.25 105.11 2.23 0.27 12 UNIVERSAL DISPLAY CORPORATION OLED 72.8 1.24 792.4 161.5 9/30/2020 4.2 47104 14 4 3674 28.37 1 21 12/4/2020 3/18/2020 12/4/2020 3/18/2020 206.07 334413 USD BBG000BLRP41 20201208 002852 OMC 7 14.6 3117000 82.73 44.5 81.165 44.5 4.44 0.07 12 OMNICOM GROUP OMC 80.4 0.89 14584.7 15980.9 9/30/2020 4531.9 214973 0.50 06/26/2007 0.50 12/30/1997 14 4 7311 60.08 1 7 12/13/2019 10/29/2020 1/2/2020 10/29/2020 81.02 541810 USD BBG000BS9489 20201208 002852 ONB 5 13.7 744000 18.74 11.19 18.57 11.19 1.21 0.08 12 OLD NATIONAL ONB 66.9 0.97 9/30/2020 2066.5 165333 0.95 01/03/2005 0.95 01/02/2004 14 4 6021 52.84 1 21 12/23/2019 5/14/2020 1/17/2020 5/14/2020 18.29 522110 USD BBG000KFW1C2 20201208 002853 OPY 7 6 91000 31.4 14.2101 31.4 14.2101 5.21 0.44 12 OPPENHEIMER HOLDINGS OPY 28.8 1 989 666.1 9/30/2020 168.8 12493 14 4 6211 37.25 1 7 12/4/2020 3/19/2020 12/4/2020 3/19/2020 27.48 523120 USD BBG000F006R9 20201208 002853 ORA 7 50.6 748000 87.07 53.44 87.07 53.44 1.51 0.08 12 ORMAT TECHNOLOGIES ORA 48.3 0.44 415.7 376.5 9/30/2020 1011.9 55841 14 4 4911 55.58 1 7 2/19/2020 9/15/2020 2/19/2020 9/15/2020 74.52 221116 USD BBG000Q5BQ63 20201102 145320 ORBC 5 489000 4.72 1.24 4.7 1.24 -0.28 12 ORBCOMM ORBC 43.5 1.31 172.7 57.5 9/30/2020 248 77953 14 4 4899 64.93 1 21 11/7/2019 3/24/2020 10/29/2020 3/24/2020 4.21 517410 USD BBG000H85D09 20201208 002853 ORAN 7 10.3 608000 15.03 9.9324 14.84 9.9324 1.2 0.27 12 ORANGE ORAN 0.3 0.32 30347.6 33634.1 12/31/2008 41527.4 2656387 14 4 4813 34.74 1 7 12/18/2019 3/16/2020 1/21/2020 3/16/2020 14.59 517110 USD BBG000J6WJM4 20201208 002853 ORCL 7 18.4 9473000 62.5999 39.71 62.5999 39.71 3.26 0.07 5 ORACLE CORP ORCL 39.7 0.73 52140 17200 8/31/2020 69226 3010888 0.50 10/13/2000 0.50 01/19/2000 14 4 7372 20.16 1 7 9/21/2020 3/12/2020 9/21/2020 3/12/2020 52.98 511210 USD BBG000BQLTW7 20201208 002854 OSIS 5 25.5 94000 102.81 49.955 102.61 49.955 3.52 0.05 6 OSI SYSTEMS OSIS 88.9 0.73 617.7 330.1 9/30/2020 267.1 17921 14 4 3679 37.43 1 21 12/20/2019 3/20/2020 1/6/2020 3/20/2020 100.74 334419 USD BBG000BWPR54 20201208 002854 ORLY 5 19.9 477000 487.95 251.515 487.95 251.515 22.58 0.19 12 O'REILLY AUTOMOTIVE ORLY 67.6 0.99 3833.7 4469.4 9/30/2020 3890.5 72448 0.50 06/16/2005 0.50 12/01/1999 14 4 5531 21.73 1 21 7/30/2020 3/23/2020 7/30/2020 3/23/2020 438.26 441310 USD BBG000BGYWY6 20201208 002854 ORI 7 17.9 1546000 23.62 11.88 23.62 11.88 1.05 0.2 12 OLD REPUBLIC ORI 61.7 0.72 9/30/2020 973.9 304063 0.80 01/03/2006 0.67 12/31/2003 14 4 6361 37.69 1 7 2/6/2020 3/19/2020 2/6/2020 3/19/2020 22.37 524126 USD BBG000C4PLF7 20201208 002854 OSK 7 17.8 705000 95.62 46.72 95.2 46.72 4.76 0.1 9 OSHKOSH OSK 72.4 1.52 3535.8 1585.1 9/30/2020 817.9 68190 0.50 08/29/2005 0.50 08/14/2003 14 4 3711 50.65 1 7 12/24/2019 3/23/2020 1/2/2020 3/23/2020 94.65 336120 USD BBG000CC53X1 20201208 002854 OSTK 5 224 3484000 128.5 2.53 128.5 2.53 0.28 12 OVERSTOCK.COM OSTK OSTK1 60.4 4.86 177.4 216 9/30/2020 3.1 42765 14 4 5961 110.31 1 1 8/19/2020 3/18/2020 8/19/2020 3/18/2020 7.05 454110 USD BBG000BF7BV7 20201208 002854 OSPN 5 428.2 278000 33.33 10.88 33.33 10.88 0.05 -0.24 12 ONESPAN INC. COMMON STOCK OSPN 55.8 0.56 211.6 74.1 9/30/2020 40634 14 4 7373 74.25 1 2 8/3/2020 3/16/2020 8/3/2020 3/16/2020 17.12 541512 USD BBG000BJ3R48 20201208 002855 OTEX 5 47.7 553000 47.845 29.115 47.845 29.115 0.96 -0.02 6 OPEN TEXT CORPORATION OTEX 49.6 0.97 2386.4 1904.2 9/30/2020 3584.3 272375 0.50 01/25/2017 0.50 02/19/2014 14 4 7721 30.5 1 21 2/18/2020 3/23/2020 2/18/2020 3/23/2020 44.07 541512 USD BBG000K712R6 20201208 002855 OTTR 5 17.1 163000 56.9 30.9547 56.9 30.9547 2.41 0.07 12 OTTER TAIL OTTR 47.3 0.31 254.9 189.7 9/30/2020 689.6 41064 0.50 03/16/2000 0.50 06/16/1988 14 4 4911 47.32 1 21 2/19/2020 3/16/2020 2/19/2020 3/16/2020 51.29 221111 USD BBG000BQNM78 20201208 002855 OXM 7 12.6 173000 77.56 30.3713 77.41 30.3713 -3.39 0.08 1 OXFORD INDUSTRIES OXM 71.6 1.81 288.8 177.8 7/31/2020 13 16876 0.50 12/02/2003 0.50 03/02/1984 14 4 2321 98.02 1 7 12/12/2019 3/19/2020 1/8/2020 3/19/2020 75.42 315220 USD BBG000BQPRQ4 20201208 002855 OZK 5 14.4 847000 31.76 14.2 30.95 14.2 2.11 0.17 12 BANK OZK COMMON STOCK OZK 75.6 1.86 9/30/2020 695 129328 0.50 06/24/2014 0.50 08/17/2011 14 4 6022 58.54 1 21 12/13/2019 3/16/2020 1/10/2020 3/16/2020 30.5 522110 USD BBG000QFJJW0 20201208 002856 PAC 7 36.1 85000 135.31 44.28 135.31 44.28 2.93 0.19 12 PACIFIC AIRPORT GROUP 6.4 1.46 470.6 235 9/30/2020 715.3 56100 14 4 4510 56.79 1 7 1/16/2020 3/23/2020 1/16/2020 3/23/2020 118.61 488119 USD BBG000R2NRT9 20201208 002855 OXY 7 30909000 47.58 8.52 47.58 8.52 -17.39 -0.06 12 OCCIDENTAL PETROLEUM OXY OXY1 OXY2 48 2.62 18681 14949 9/30/2020 38537 931209 0.50 08/16/2006 14 4 1311 97.41 1 7 1/16/2020 10/29/2020 1/16/2020 10/29/2020 41.21 211120 USD BBG000BQQ2S6 20201208 002856 PAAS 5 105.5 2091000 40.11 10.61 40.11 10.61 0.29 12 PAN AMERICAN SILVER PAAS PAAS1 40.8 1.33 788.9 271.7 9/30/2020 275 210174 14 4 3922 65.39 1 21 8/6/2020 3/16/2020 8/6/2020 3/16/2020 23.69 212222 USD BBG000C0RGY3 20201208 002856 PAA 7 3.1 7688000 19.39 3 19.39 3 -3.37 0.02 12 PLAINS ALL AMERICAN PAA 35.7 2.43 4612 5017 9/30/2020 9187 728477 0.50 10/02/2012 14 4 4613 66.8 1 7 1/8/2020 3/18/2020 1/8/2020 3/18/2020 18.39 486910 USD BBG000BP63C5 20201208 002856 PACW 5 4.3 921000 39.39 13.84 38.53 13.84 -10.61 0.15 12 PACWEST BANCORP PACW 68.1 1.59 9/30/2020 2217.2 118484 14 4 6021 86.97 1 21 12/20/2019 3/23/2020 1/2/2020 3/23/2020 38.27 522110 USD BBG000BWQLY4 20201208 002856 PAR 7 254000 58.89 9.635 58.89 9.635 -1.65 12 PAR TECHNOLOGY PAR 41 2.03 93.6 42.1 9/30/2020 62.4 21883 0.67 01/09/2006 14 4 7372 47.94 1 7 12/1/2020 3/17/2020 12/1/2020 3/17/2020 30.74 511210 USD BBG000BRP9K8 20201208 002856 PAG 7 10.6 335000 62.71 19.99 62.71 19.99 5.52 0.11 12 PENSKE AUTOMOTIVE GROUP PAG 30.3 1.53 5334.1 5451 9/30/2020 2257 80336 0.50 06/02/2006 14 4 5511 42.25 1 7 11/18/2020 3/19/2020 11/18/2020 3/19/2020 50.22 441110 USD BBG000H6K1B0 20201208 002857 PATK 5 19.6 237000 69.84 16.7 69.84 16.7 3.46 0.25 12 PATRICK INDUSTRIES PATK 75.8 2.41 516.8 186.9 9/30/2020 670.4 23363 0.67 12/11/2017 0.67 06/01/2015 14 4 5561 58.3 1 21 7/29/2020 3/19/2020 7/29/2020 3/19/2020 52.43 336214 USD BBG000BQSBB2 20201208 002857 PAYX 5 32.5 1383000 94.95 47.8727 94.95 47.8727 2.91 0.1 5 PAYCHEX PAYX 49.8 0.88 5464.6 4426.9 8/31/2020 796.8 359500 0.67 05/23/2000 0.67 05/24/1999 14 4 7389 24.47 1 21 11/9/2020 3/18/2020 11/9/2020 3/18/2020 85.06 561499 USD BBG000BQSQ38 20201208 002857 PBCT 5 11.5 6489000 17.13 9.37 17 9.37 1.15 0.09 12 PEOPLE'S UNITED FINANCIAL PBCT 63.3 1.22 9/30/2020 4118.5 424867 0.48 04/16/2007 0.67 05/16/2005 14 4 6035 78.44 1 21 12/18/2019 4/3/2020 1/2/2020 4/3/2020 16.9 522120 USD BBG000BQT4L6 20201208 002857 PB 7 12.8 390000 75.22 42.02 75.22 42.02 5.17 0.01 12 PROSPERITY BANCSHARES PB 78.5 1.27 9/30/2020 1429.5 92559 0.50 06/03/2002 14 4 6022 55.64 1 7 2/20/2020 3/23/2020 2/20/2020 3/23/2020 71.89 522110 USD BBG000BHY4D9 20201208 002857 PBH 7 11.3 376000 46.115 27.4 46.115 27.4 3.25 0.13 3 PRESTIGE CONSUMER HEALTHCARE INC PBH 98 0.71 365.7 149.9 9/30/2020 1730.3 50104 14 4 2834 28.62 1 7 2/7/2020 3/17/2020 2/7/2020 3/17/2020 40.5 325412 USD BBG000QM0RZ4 20201208 002858 PCG 7 21608000 18.34 6.25 18.34 6.25 -8.35 12 PG&E PCG 32.4 1.48 10165 7631 9/30/2020 17753 1984566 0.50 07/18/1983 14 4 4931 36.55 1 7 2/11/2020 3/18/2020 2/11/2020 3/18/2020 10.87 221111 USD BBG000BQWPC5 20201208 002858 PCAR 5 21.2 1507000 95.82 49.11 95.82 49.11 4.1 0.12 12 PACCAR PCAR 53.8 1.02 7628.7 6013.1 9/30/2020 7425.5 346440 0.67 10/10/2007 0.67 08/11/2006 14 4 3711 27.74 1 21 11/9/2020 3/23/2020 11/9/2020 3/23/2020 79.1 336120 USD BBG000BQVTF5 20201208 002858 PBI 7 2.7 2009000 7.7 1.67 7.7 1.67 -0.17 -0.08 12 PITNEY BOWES PBI 49.9 3.12 2237.4 1571 9/30/2020 2719.6 173109 0.50 01/20/1998 0.50 06/03/1992 14 4 3579 113.76 1 7 10/30/2020 4/3/2020 10/30/2020 4/3/2020 4.03 333318 USD BBG000BQTMJ9 20201208 002858 PBR 7 4.2 28142000 16.3 4.01 16.3 4.01 -1.28 -0.08 12 PETROLEO BRASILEIRO SA PBR 6.2 1.92 27812 28816 9/30/2020 58791 6522101 0.50 05/08/2008 0.50 07/02/2007 14 4 1311 60.09 1 7 1/6/2020 3/18/2020 1/6/2020 3/18/2020 15.94 211111 USD BBG000BS6FX9 20201208 002858 PCH 5 39.8 443000 48.37 22.4 48.37 22.4 1.16 -0.18 12 POTLATCH PCH 77.8 1.26 183.4 113.3 9/30/2020 710.5 66873 0.83 12/17/2008 0.50 05/04/1987 14 4 6798 33.51 1 21 11/9/2020 3/18/2020 11/9/2020 3/18/2020 43.27 523991 USD BBG000BQX2N3 20201208 002859 PDCE 5 1216000 27.84 4.51 27.84 4.51 -7.68 12 PDC ENERGY PDCE 80.8 3.47 304 361.2 9/30/2020 1177.2 99638 14 4 1311 97.2 1 21 1/8/2020 3/18/2020 1/8/2020 3/18/2020 26.17 213112 USD BBG000BR1KR2 20201208 002859 PDFS 5 101000 26.4184 8.61 26.4184 8.61 -0.25 12 PDF SOLUTIONS PDFS 48.9 1.55 147.6 28 9/30/2020 0.1 36630 14 4 7371 34.2 1 21 8/6/2020 3/19/2020 8/6/2020 3/19/2020 16.89 541512 USD BBG000CYCKR4 20201208 002859 PDT 7 5.1 143000 18.74 6.57 18.74 6.57 -1.95 10 JH PREMIUM DIVIDEND FUND COMMO 1.8 0.92 6581 4/30/2019 48644 14 4 6726 20.73 1 7 2/21/2020 3/19/2020 2/21/2020 3/19/2020 17.99 523999 USD BBG000C2YBC6 20201208 002900 PEG 7 15.2 2751000 62.15 34.75 62.15 34.75 3.79 0.02 12 PUBLIC SERVICE ENTERPRISE PEG 62.1 0.49 3231 5047 9/30/2020 13743 505848 0.50 02/05/2008 0.67 07/27/1987 14 4 4911 24.08 1 7 11/9/2020 3/23/2020 11/9/2020 3/23/2020 59.05 221121 USD BBG000BQZMH4 20201208 002900 PEBO 5 18.7 49000 39.28 17.905 39.28 17.905 1.42 0.14 12 PEOPLES BANCORP PEBO 45.8 0.93 9/30/2020 83.1 19721 0.95 08/27/2003 0.91 06/11/2002 14 4 6021 59.55 1 21 1/21/2020 3/23/2020 1/21/2020 3/23/2020 34.66 522110 USD BBG000BDPPR6 20201208 002900 PEGA 5 210000 135.3638 38.01 135.364 38.01 -0.8 -0.23 12 PEGASYSTEMS PEGA 22.8 1.24 570 342.2 9/30/2020 0.1 80698 0.50 04/02/2014 14 4 7374 35.86 1 21 9/2/2020 3/16/2020 9/2/2020 3/16/2020 79.65 518210 USD BBG000H1RYG7 20201208 002900 PEI 7 4723000 5.56 0.355 5.4 0.355 -1.39 12 PENNSYLVANIA REIT PEI 21.3 3.14 66.3 449.9 9/30/2020 1447.8 79537 0.67 06/01/1987 0.67 06/03/1985 14 4 6798 200.56 1 7 12/9/2019 11/6/2020 1/2/2020 11/6/2020 5.33 531120 USD BBG000BQZZ67 20201208 002902 PFBC 5 9 79000 64.4985 20.04 64.4985 20.04 4.56 0.24 12 PREFERRED BANK PFBC 71.7 1.39 9/30/2020 99.2 14934 5.00 06/20/2011 0.67 02/21/2007 14 4 6022 58.41 1 21 1/23/2020 3/16/2020 1/23/2020 3/16/2020 60.09 522110 USD BBG000BRF6K5 20201208 002901 PENN 5 48.5 3973000 76.62 3.75 76.62 3.75 -6.16 12 PENN NATIONAL GAMING PENN 75.7 2.82 642.8 905.6 9/30/2020 2322.2 155324 0.23 11/01/2013 0.50 03/28/2005 14 4 7999 51.86 1 21 9/18/2020 3/18/2020 9/18/2020 3/18/2020 25.56 721120 USD BBG000CDZLV8 20201208 002902 PETS 5 19.5 470000 42.885 21.2011 42.885 21.2011 1.5 0.08 3 PETMED EXPRESS PETS 66 0.64 129 24.3 9/30/2020 0.1 20272 0.33 03/04/1999 14 4 5912 45.22 1 21 7/17/2020 3/18/2020 7/17/2020 3/18/2020 23.52 541940 USD BBG000BDYQR4 20201208 002901 PEP 5 28.8 3832000 147.2 101.42 147.2 101.42 5.07 0.04 12 PEPSICO PEP 51.7 0.58 17645 20461 9/30/2020 29148 1381956 0.50 05/29/1996 0.33 09/05/1990 14 4 2086 17.08 1 21 2/18/2020 3/20/2020 2/18/2020 3/20/2020 136.67 312111 USD BBG000DH7JK6 20201208 002902 PFG 5 11.8 1660000 57.16 23.31 57.16 23.31 4.44 0.06 12 PRINCIPAL FINANCIAL PFG 55.9 1.64 9/30/2020 3734.1 274728 14 4 6411 59.66 1 21 1/17/2020 3/23/2020 1/17/2020 3/23/2020 55 524298 USD BBG000NSCNT7 20201208 002902 PFS 7 13.8 470000 25.31 9.05 24.84 9.05 1.24 0.07 12 PROVIDENT FINANCIAL PFS 52.7 1.01 9/30/2020 1125.2 78572 14 4 6035 56.04 1 7 12/18/2019 3/19/2020 1/2/2020 3/19/2020 24.65 522110 USD BBG000P23KW4 20201102 145343 PFSW 5 74000 9.89 1.5 9.89 1.5 -0.06 12 PFSWEB PFSW 26.8 1.96 98.5 84.2 6/30/2020 34.8 20248 4.70 06/02/2008 14 4 7389 80.28 1 2 8/6/2020 3/18/2020 8/6/2020 3/18/2020 3.82 561499 USD BBG000C2J395 20201208 002902 PGR 7 10.3 2928000 102.05 62.18 102.05 62.18 8.66 0.26 12 PROGRESSIVE PGR 63.7 0.35 9/30/2020 4407.1 585400 0.25 05/19/2006 0.33 04/23/2002 14 4 6331 33.86 1 7 10/13/2020 3/23/2020 10/13/2020 3/23/2020 72.39 524126 USD BBG000BR37X2 20201208 002902 PG 7 25.4 7069000 146.92 94.34 146.92 94.34 5.41 0.15 6 PROCTER & GAMBLE PG 48.6 0.42 27987 32976 9/30/2020 23537 2469453 0.50 06/21/2004 0.50 09/22/1997 14 4 2844 19.95 1 7 11/9/2020 3/23/2020 11/9/2020 3/23/2020 124.9 325620 USD BBG000BR2TH3 20201208 002902 PGTI 7 28.4 325000 20.1 6.88 20.1 6.88 0.66 0.18 12 PGT PGTI 75.9 1.46 233.6 56.1 9/30/2020 369 58963 14 4 3442 38.5 1 7 8/13/2020 4/3/2020 8/13/2020 4/3/2020 14.91 332321 USD BBG000FX3Y66 20201208 002902 PH 7 29.8 1043000 280.29 93 280.29 93 9.25 0.06 6 PARKER HANNIFIN PH 67.1 1.81 4885.2 3148.4 9/30/2020 7652.3 128800 0.67 10/02/2007 0.67 09/08/1997 14 4 3499 46.89 1 7 11/24/2020 3/18/2020 11/24/2020 3/18/2020 205.82 332618 USD BBG000BR3KL6 20201208 002903 PHM 7 8.8 3346000 49.7 17.12 49.7 17.12 4.8 0.24 12 PULTEGROUP PHM 66.1 1.39 9465 2165.8 9/30/2020 3091.6 268094 0.50 09/02/2005 0.50 01/05/2004 14 4 1522 49.86 1 7 10/9/2020 3/23/2020 10/9/2020 3/23/2020 38.8 236116 USD BBG000BR54L0 20201208 002902 PHG 7 34.5 308000 54.28 30.5 54.28 30.5 1.52 0.23 12 KONINKLIJKE PHILIPS PHG 1.5 0.88 11464 8435 9/30/2020 5998.6 909472 0.98 06/30/2020 0.25 04/18/2000 14 4 5085 25.49 1 7 7/29/2020 3/16/2020 7/29/2020 3/16/2020 48.8 334310 USD BBG000BR4QW0 20201208 002903 PHI 7 11.2 40000 30.58 15.91 30.58 15.91 2.52 -0.08 12 PLDT INC 0.6 0.36 1573.7 4257.2 9/30/2020 3598.9 216056 0.50 07/14/1997 0.87 06/09/1992 14 4 4813 23.56 1 7 8/25/2020 3/18/2020 8/25/2020 3/18/2020 19.99 517110 USD BBG000BB8KT8 20201208 002903 PHK 7 5.6 564000 7.71 3.55 7.71 3.55 -0.66 7 PIMCO HIGH INCOME FUND COMMON 1.7 0.79 7489 1/31/2019 132555 14 4 6799 14.95 1 7 2/7/2020 3/19/2020 2/7/2020 3/19/2020 7.51 523999 USD BBG000FHN0Y2 20201208 002904 PID 5 105000 17.59 9.35 17.59 9.35 POWERSHARES INTERNATIONAL DIVIDEND ACHIEVERS PORTF PID 1.14 5176 35030 14 4 28.89 1 1 1/17/2020 3/23/2020 1/17/2020 3/23/2020 17.07 0 USD BBG000C5R264 3 20201208 002904 PII 7 242.5 788000 110.3 37.355 110.3 37.355 0.4 -0.05 12 POLARIS INC PII 58.1 2.02 1627 1528 9/30/2020 1512 61700 0.50 09/13/2011 0.50 03/09/2004 14 4 3799 46.62 1 7 8/12/2020 4/3/2020 8/12/2020 4/3/2020 101.7 336214 USD BBG000D5S4M0 20201102 145348 PIM 7 19.6 90000 4.91 3.32 4.91 3.32 -0.32 9 PUTNAM MASTER INTERMEDIATE INC 8.5 0.39 2185 3/31/2019 51191 14 4 6726 9.37 1 7 2/10/2020 3/19/2020 2/10/2020 3/19/2020 4.74 523999 USD BBG000BR6QG6 20201208 002904 PKE 7 36.5 133000 18.06 9.14 18.06 9.14 0.38 -0.13 2 PARK AEROSPACE CORP PKE 65 0.9 145.2 8.7 8/31/2020 69 20381 0.67 11/09/2000 0.50 08/16/1995 14 4 9711 47.48 1 7 1/9/2020 3/23/2020 1/9/2020 3/23/2020 16.27 928110 USD BBG000BR89C6 20201208 002904 PKG 7 26.7 520000 136.47 71.05 136.47 71.05 4.99 0.13 12 PACKAGING CORP OF AMERICA PKG 80 0.9 2478.4 723.8 9/30/2020 2476.8 94831 14 4 2631 34.73 1 7 11/17/2020 3/12/2020 11/17/2020 3/12/2020 111.99 322211 USD BBG000BB8SW7 20201208 002905 PLCE 5 9.6 891000 72.5 9.25 72.5 9.25 -8.54 0.13 1 CHILDRENS PLACE INC. PLCE 90.1 2.37 449.9 595 10/31/2020 55 14587 14 4 5641 95.86 1 21 2/20/2020 3/18/2020 2/20/2020 3/18/2020 62.52 448130 USD BBG000JK9DK4 20201208 002904 PKI 7 38.2 1093000 142.65 62.91 142.65 62.91 3.71 0.08 12 PERKINELMER PKI 95.1 1.16 1374.5 768.8 9/30/2020 2064 111974 0.50 06/04/2001 0.50 05/11/1992 14 4 8071 41.01 1 7 11/6/2020 3/23/2020 11/6/2020 3/23/2020 97.1 334516 USD BBG000FXW512 20201208 002905 PKX 7 22.8 134000 61.25 26.27 61.25 26.27 2.68 0.25 12 POSCO PKX 1.4 0.98 32144.7 15138.4 6/30/2020 10878.2 318566 14 4 3312 39.58 1 7 12/4/2020 3/23/2020 12/4/2020 3/23/2020 50.62 331110 USD BBG000BCBSD2 20201208 002905 PLAB 5 22.6 379000 16.75 8.31 16.01 8.31 0.57 0.01 10 PHOTRONICS PLAB 67.5 0.9 438.8 152 7/31/2020 41.9 65664 0.50 12/02/1997 0.67 03/21/1995 14 4 3674 33.29 1 21 12/12/2019 3/19/2020 1/2/2020 3/19/2020 15.76 334413 USD BBG000BR9JS6 20201208 002905 PLD 7 43.6 3068000 112.37 59.82 112.37 59.82 2.26 0.15 12 PROLOGIS PLD 70.4 0.72 2161.3 1006.9 9/30/2020 11721.6 739223 14 4 6798 28.29 1 7 11/9/2020 3/23/2020 11/9/2020 3/23/2020 89.14 531120 USD BBG000B9Z0J8 20201208 002906 PLUG 5 40417000 28.7 2.53 28.7 2.53 -0.33 12 PLUG POWER PLUG 39.3 2.01 313.3 150.8 9/30/2020 289.8 415598 10.00 05/20/2011 14 4 3629 86.99 1 2 11/24/2020 3/17/2020 11/24/2020 3/17/2020 3.16 335999 USD BBG000C1XSP8 20201208 002905 PLT 7 762000 34.86 4.6 34.86 4.6 -21.23 3 PLANTRONICS PLT 82.6 1.99 685 475.8 9/30/2020 1621.7 41247 0.33 08/09/2000 0.50 09/03/1997 14 4 3661 85.91 1 7 1/16/2020 3/18/2020 1/16/2020 3/18/2020 27.34 334210 USD BBG000BH9955 20201208 002906 PLUS 5 16.9 47000 92.44 42.53 92.44 42.53 5.25 0.11 3 EPLUS PLUS 75.5 1.3 649.8 386.6 9/30/2020 5.9 13507 0.50 04/03/2017 14 4 5045 37.63 1 21 2/6/2020 3/19/2020 2/6/2020 3/19/2020 84.29 423430 USD BBG000HN7W02 20201208 002906 PLXS 5 19.4 169000 86.525 35.16 86.525 35.16 4.02 0.07 9 PLEXUS PLXS 75.6 1.18 1779.2 1003.5 9/30/2020 188 28823 0.50 09/01/2000 0.50 08/26/1997 14 4 3672 33.89 1 21 1/23/2020 3/19/2020 1/23/2020 3/19/2020 76.94 334412 USD BBG000BRBX66 20201208 002906 PMM 7 8 57000 8.44 5.92 8.44 5.92 -0.3 10 PUTNAM MANAGED MUNI INCOME COM 4.6 0.26 3954 4/30/2019 48880 14 4 6282 9.48 1 7 2/26/2020 3/23/2020 2/26/2020 3/23/2020 7.99 523930 USD BBG000C14561 20201208 002907 PNR 7 24.3 1196000 58.82 22.01 58.82 22.01 2.11 0.13 12 PENTAIR PNR 88.6 1.15 1061.9 749 9/30/2020 1029.1 166346 0.50 02/20/1996 14 4 3561 31.38 1 7 11/9/2020 3/23/2020 11/9/2020 3/23/2020 45.87 332919 USD BBG000C221G9 20201208 002907 PNC 7 8.5 2883000 161.79 79.41 161.25 79.41 16.71 0.09 12 PNC FINANCIAL SERVICES PNC 76.4 1.38 9/30/2020 60263 423701 0.50 11/16/1992 0.50 07/02/1985 14 4 6021 48.35 1 7 12/30/2019 3/23/2020 1/9/2020 3/23/2020 159.63 522110 USD BBG000BRD0D8 20201208 002907 PNFP 5 15.4 422000 65 27.8 64.55 27.8 3.88 0.21 12 PINNACLE FINANCIAL PNFP 69.3 1.3 9/30/2020 2811.6 75849 0.50 05/11/2004 14 4 6021 66.89 1 21 12/20/2019 3/18/2020 1/2/2020 3/18/2020 64 522110 USD BBG000C1XKF6 20201208 002907 PNM 7 20.1 1377000 56.14 27.08 56.14 27.08 2.45 -0.08 12 PNM RESOURCES PNM 95.7 0.55 294 967.5 9/30/2020 2517.4 79654 0.67 06/14/2004 14 4 4911 6.25 1 7 2/18/2020 3/18/2020 2/18/2020 3/18/2020 50.71 221122 USD BBG000BRDFF3 20201208 002908 PNW 7 14.6 889000 105.51 60.05 105.51 60.05 5.63 0.06 12 PINNACLE WEST CAPITAL PNW 69.1 0.26 1030 2078.4 9/30/2020 4832.6 112597 14 4 4911 32.97 1 7 2/21/2020 3/18/2020 2/21/2020 3/18/2020 89.93 221111 USD BBG000BRDSX5 20201208 002908 POOL 5 39.9 619000 391.495 160.3497 391.495 160.35 8.12 0.21 12 POOL POOL 81.1 0.65 973.6 390.8 9/30/2020 499.7 40159 0.67 09/13/2004 0.67 09/15/2003 14 4 5091 63.52 1 21 11/6/2020 3/23/2020 11/6/2020 3/23/2020 212.38 423910 USD BBG000BCVG28 20201208 002908 POR 7 22.7 745000 63.08 31.96 63.08 31.96 1.84 0.02 12 PORTLAND GENERAL ELECTRIC POR 89.1 0.3 500 519 9/30/2020 2597 89511 14 4 4911 29.69 1 7 2/21/2020 9/10/2020 2/21/2020 9/10/2020 55.79 221122 USD BBG000BCRMW7 20201208 002908 POWI 5 21.9 356000 76.31 38.5675 76.31 38.5675 3.44 0.27 12 POWER INTEGRATIONS POWI 81.8 1.01 541.3 50.5 9/30/2020 2.4 59861 0.50 08/19/2020 0.50 11/23/1999 14 4 3674 38.78 1 21 12/4/2020 3/23/2020 12/4/2020 3/23/2020 49.46 334413 USD BBG000BTT3D1 20201208 002908 POWL 5 16.1 70000 50.805 15.62 49.45 15.62 1.74 -0.19 9 POWELL INDUSTRIES POWL 54.7 1.28 328.6 157.9 6/30/2020 0.8 11615 14 4 3613 47.33 1 21 12/17/2019 3/18/2020 1/2/2020 3/18/2020 48.99 335313 USD BBG000BRGWN4 20201208 002908 PPG 7 32.1 1001000 149.88 69.77 149.88 69.77 4.57 -0.07 12 PPG INDUSTRIES PPG 73.4 1.08 6170 4375 9/30/2020 4539 236204 0.50 06/15/2015 0.50 06/13/1994 14 4 2851 28.71 1 7 12/1/2020 3/19/2020 12/1/2020 3/19/2020 133.49 325510 USD BBG000BRJ809 20201208 002908 PPBI 5 51.2 399000 34.13 13.93 32.91 13.93 0.59 0.22 12 PACIFIC PREMIER BANCORP PPBI PPBI1 77.5 1.37 9/30/2020 732.2 94386 5.00 06/12/2001 14 4 6022 57.21 1 21 12/16/2019 3/23/2020 1/2/2020 3/23/2020 32.61 522120 USD BBG000BNS256 20201208 002908 PPL 7 14.2 5003000 36.83 18.12 36.83 18.12 2.01 -0.02 12 PPL PPL 53.9 0.75 2767 4900 9/30/2020 20721 768827 0.50 08/25/2005 0.50 05/12/1992 14 4 4911 34.93 1 7 1/29/2020 3/23/2020 1/29/2020 3/23/2020 35.88 221111 USD BBG000BRJL00 20201208 002909 PRFT 5 46.8 207000 53.76 18.88 53.76 18.88 1.05 0.1 12 PERFICIENT PRFT 71 1.54 211.9 84.6 9/30/2020 124.7 33008 14 4 7371 35.78 1 21 2/20/2020 3/18/2020 2/20/2020 3/18/2020 46.07 541511 USD BBG000BVXFK6 20201208 002909 PRAA 5 13.4 267000 47.35 19.4001 47.35 19.4001 3.23 -0.12 12 PRA GROUP INC PRAA 86.9 1.32 3662.5 203.5 9/30/2020 2808.4 45580 0.33 08/02/2013 14 4 7323 39.76 1 21 8/31/2020 4/3/2020 8/31/2020 4/3/2020 36.3 522298 USD BBG000BNTW77 20201208 002909 PPT 7 9.1 303000 5.73 3.5 5.73 3.5 -0.23 7 PUTNAM PREMIER INCOME COMMON 5.7 0.42 5033 1/31/2019 102518 14 4 6726 11.11 1 7 1/16/2020 3/19/2020 1/16/2020 3/19/2020 5.43 523999 USD BBG000BRK0T3 20201208 002909 PRA 7 797.5 276000 37.8 12.67 37.61 12.67 -4.63 -0.64 12 PROASSURANCE PRA 76 0.19 9/30/2020 285.8 53890 0.50 12/28/2012 0.95 01/05/2000 14 4 6331 68.47 1 7 12/12/2019 5/14/2020 1/22/2020 5/14/2020 36.14 524126 USD BBG000FBWYH0 20201208 002909 PRGS 5 32.8 254000 52.5 28.09 52.5 28.09 1.27 -0.1 11 PROGRESS SOFTWARE PRGS 68.7 1.23 284.7 240.9 8/31/2020 284 45102 0.67 01/31/2011 0.50 01/24/2000 14 4 7372 29.45 1 21 1/17/2020 3/16/2020 1/17/2020 3/16/2020 41.55 511210 USD BBG000C4QP94 20201208 002910 PRK 6 16.1 63000 109.78 64.53 109.78 64.53 6.54 0.03 12 PARK NATIONAL 37.4 0.86 9/30/2020 207.5 16314 0.95 11/29/2004 0.95 12/16/1999 14 4 6021 52.91 1 6 11/24/2020 7/9/2020 11/24/2020 7/9/2020 102.38 522110 USD BBG000DCV3T6 20201208 002910 PRSC 5 66.8 93000 138.68 40.4 138.68 40.4 2.07 12 PROVIDENCE SERVICE PRSC 64 0.66 256.4 150.2 9/30/2020 14184 14 4 8322 37.64 1 21 11/6/2020 3/16/2020 11/6/2020 3/16/2020 59.18 624190 USD BBG000P1B7C8 20201208 002910 PRU 7 8.7 2484000 97.2425 38.62 97.2425 38.62 -0.28 0.26 12 PRUDENTIAL FINANCIAL PRU 42.4 1.68 9/30/2020 19920 396000 14 4 6311 61.06 1 7 2/12/2020 3/23/2020 2/12/2020 3/23/2020 93.74 524113 USD BBG000HCJMF9 20201208 002910 PSA 7 34.6 874000 240.75 155.37 240.75 155.37 6.49 0.07 12 PUBLIC STORAGE PSA 64.4 -0.02 409.7 383.3 9/30/2020 1902.5 174822 14 4 6798 26.75 1 7 11/4/2020 3/23/2020 11/4/2020 3/23/2020 212.96 531130 USD BBG000BPPN67 20201208 002910 PSB 7 30.4 154000 176.31 102.48 173.38 102.48 4.56 -0.01 12 PS BUSINESS PARKS PSB 66.5 0.45 97.2 84.6 9/30/2020 250 27489 14 4 6798 35.8 1 7 12/9/2019 3/23/2020 1/21/2020 3/23/2020 164.87 531120 USD BBG000D9P720 20201208 002911 PSEC 5 15.1 1957000 6.75 3.675 6.65 3.675 0.36 -0.18 6 PROSPECT CAPITAL PSEC 4.9 0.92 71 112.5 9/30/2020 322.5 380593 14 4 6799 22.14 1 21 12/17/2019 4/3/2020 1/24/2020 4/3/2020 6.44 523910 USD BBG000Q3RGN4 20201208 002911 PSMT 5 33.5 112000 85.89 41.15 85.89 41.15 2.55 -0.03 8 PRICESMART PSMT 73.5 0.98 699 568.3 8/31/2020 112.6 30671 14 4 5331 39.26 1 21 12/4/2020 3/16/2020 12/4/2020 3/16/2020 71.02 452319 USD BBG000BTKR92 20201208 002911 PSO 7 19.8 271000 9.235 5.08 9.235 5.08 0.46 -0.1 12 PEARSON PSO 0.7 0.35 4268.8 2007.3 12/31/2008 1107.2 753100 14 4 2731 39.06 1 7 12/4/2020 5/14/2020 12/4/2020 5/14/2020 8.43 511130 USD BBG000BBKSR9 20201102 145406 PSP 7 76000 13.18 6.55 13.18 6.55 INVESCO GLOBAL LISTED PRIV PSP 1.38 1472 13500 14 4 21.29 1 11 2/12/2020 3/23/2020 2/12/2020 3/23/2020 12.79 0 USD BBG000Q4Y4F0 3 20201208 002911 PTC 5 97 637000 110.625 43.9 110.625 43.9 1.13 0.22 9 PTC INC. COMMON STOCK PTC 66.6 1.34 833.4 680.8 9/30/2020 1005.3 116663 2.50 02/28/2006 0.50 03/09/1998 14 4 7372 36.2 1 21 11/30/2020 3/19/2020 11/30/2020 3/19/2020 74.89 511210 USD BBG000C2VBB0 20201208 002911 PTEN 5 3349000 10.95 1.61 10.95 1.61 -4.15 12 PATTERSON-UTI ENERGY PTEN 90.7 3.39 631.8 400.6 9/30/2020 966.5 187494 0.50 07/01/2004 0.50 01/26/1998 14 4 1381 94.2 1 21 1/3/2020 4/3/2020 1/3/2020 4/3/2020 10.5 213111 USD BBG000BKXFN7 20201208 002911 PTR 7 20.7 180000 53.55 27.675 53.55 27.675 1.54 -0.16 12 PETROCHINA PTR PTR1 0.1 0.87 71252.9 100935 9/30/2020 44389.8 1830210 14 4 1311 42.64 1 7 1/6/2020 10/29/2020 1/6/2020 10/29/2020 50.33 211111 USD BBG000BR85F1 20201208 002912 PTY 7 9.1 372000 19.73 9.1 19.73 9.1 -1.1 7 PIMCO CORPORATE & INC OPP FUND 0.1 0.78 14098 1/31/2019 106201 14 4 6282 11.42 1 7 1/24/2020 3/18/2020 1/24/2020 3/18/2020 19 525910 USD BBG000KYH156 20201208 002912 PUK 7 54.1 288000 39.095 15.68 39.095 15.68 -0.54 -0.26 12 PRUDENTIAL PUK 0.2 1.56 12/31/2007 7089 1304745 0.40 06/28/2000 0.20 06/15/1988 14 4 6311 62.06 1 7 2/12/2020 3/18/2020 2/12/2020 3/18/2020 38.09 524113 USD BBG000C58NY8 20201208 002912 PVH 7 9.4 1429000 108.06 28.4 108.06 28.4 -16.01 0.01 1 PVH PVH 80.2 2.44 3394.2 2361.1 10/31/2020 2693.9 71093 0.50 10/10/1991 0.40 06/17/1987 14 4 5699 83.23 1 7 1/8/2020 3/23/2020 1/8/2020 3/23/2020 105.15 315990 USD BBG000BRRG02 20201208 002912 PWR 7 25.6 1274000 71.67 23.77 71.67 23.77 2.76 0.15 12 QUANTA SERVICES PWR 68.7 1.22 3831 2263 9/30/2020 1292.2 138861 0.67 04/10/2000 14 4 1731 36.23 1 7 12/4/2020 3/23/2020 12/4/2020 3/23/2020 40.71 238210 USD BBG000BBL8V7 20201208 002913 PXD 7 110.7 2077000 159.01 48.62 159.01 48.62 1.03 -0.07 12 PIONEER NATURAL RESOURCES PXD 81.3 1.94 2191 2496 9/30/2020 1839 164418 14 4 1311 72.89 1 7 1/6/2020 3/18/2020 1/6/2020 3/18/2020 151.37 211120 USD BBG000BXRPH1 20201208 002913 PXLW 5 555000 5.23 1.8473 5.23 1.8473 -0.63 12 PIXELWORKS PXLW 24.7 2.26 32.2 9.7 9/30/2020 6.1 42036 3.00 06/04/2008 14 4 3674 89.88 1 1 2/19/2020 11/4/2020 2/19/2020 11/4/2020 3.92 334413 USD BBG000BQSKV0 20201208 002913 PZZA 5 98.6 563000 102.25 28.55 102.25 28.55 0.82 0.14 12 PAPA JOHN'S INTERNATIONAL PZZA 80.6 1.1 181.5 207.9 9/30/2020 347.3 32952 0.50 12/30/2013 0.50 01/17/2006 14 4 5812 45.92 1 21 9/2/2020 3/18/2020 9/2/2020 3/18/2020 63.15 722513 USD BBG000BFWF13 20201208 002913 QCOM 5 34.4 8849000 158.09 58 158.09 58 4.58 0.07 9 QUALCOMM QCOM 64 1.38 18519 8672 9/30/2020 15226 1131000 0.50 08/16/2004 0.25 12/31/1999 14 4 3577 48.98 1 21 12/4/2020 3/18/2020 12/4/2020 3/18/2020 88.23 334118 USD BBG000CGC1X8 20201102 145416 QMCO 5 115000 8.52 1.26 8.52 1.26 -0.35 3 QUANTUM CORPORATION COMMON STOCK QMCO 22.7 2.15 135.8 158.3 9/30/2020 146.8 40740 8.00 04/19/2017 14 4 3572 59.85 1 1 1/29/2020 3/18/2020 1/29/2020 3/18/2020 7.42 334112 USD BBG000GQ7BH4 20201208 002914 QCRH 5 10.1 41000 44.76 22.385 44.07 22.385 3.69 0.16 12 QCR HOLDINGS QCRH 41.9 1.1 9/30/2020 156.2 15793 0.67 06/01/2004 0.67 12/01/1998 14 4 6022 65.39 1 1 12/20/2019 4/3/2020 1/2/2020 4/3/2020 43.86 522110 USD BBG000BYZSM8 20201208 002914 QQQ 5 31205000 305.88 164.93 305.88 164.93 POWERSHARES QQQ QQQ 1.05 1445700 483200 0.50 03/20/2000 14 4 25.71 1 1 12/3/2020 3/23/2020 12/3/2020 3/23/2020 212.61 0 USD BBG000BSWKH7 3 20201102 145417 QQQX 5 8.1 138000 26.97 15.24 26.97 15.24 2.78 12 NUVEEN NDQ 100 DYN OVERWRITE 3.5 1.06 10225 40957 14 4 6726 22.19 1 21 9/2/2020 3/18/2020 9/2/2020 3/18/2020 24.05 523999 USD BBG007SRSSN7 20201208 002914 QRTEA 5 6.5 5833000 12.54 3.01 12.54 3.01 1.61 0.12 12 LIBERTY INTERACTIVE QVC GROUP SER A QRTA1 QRTEA 68.3 2.15 4576 4001 9/30/2020 5855 417221 14 4 5961 87.5 1 21 8/11/2020 3/16/2020 8/11/2020 3/16/2020 8.43 454110 USD BBG000PCQQL6 20201208 002914 R 7 455000 61.75 22.62 61.75 22.62 -3.85 0.03 12 RYDER SYSTEM R 67.2 2.05 1562.1 1470.8 9/30/2020 7924.8 53889 0.87 12/15/1993 0.67 06/02/1986 14 4 7513 38.16 1 7 12/3/2020 4/3/2020 12/3/2020 4/3/2020 54.31 532120 USD BBG000BRVP70 20201102 145419 QUMU 5 50000 6.29 1.25 6.29 1.25 -0.52 12 QUMU CORPORATION COMMON STOCK 11.8 1.96 18.6 17.8 9/30/2020 3.4 13522 0.67 04/10/2000 0.67 11/30/1998 14 4 5045 56.13 1 2 8/18/2020 3/17/2020 8/18/2020 3/17/2020 2.61 423430 USD BBG000BG3XJ5 20201208 002914 RAD 7 4132000 23.88 7.49 19.93 8.855 -6.56 2 RITE AID RAD RAD1 33.7 0.99 3700.6 2766.5 8/31/2020 3077.3 55224 20.00 04/22/2019 0.50 02/03/1998 14 4 5912 88.88 1 7 12/27/2019 12/16/2019 3/19/2020 11/2/2020 15.47 446110 USD BBG000BRWGG9 20201208 002915 RADA 5 131.7 424000 9.27 2.05 9.27 2.05 0.07 12 RADA ELECTRONICS RADA 9.1 1.06 48 16.2 9/30/2020 3.1 43614 2.00 09/14/2016 3.00 02/14/2007 14 4 3795 53.34 1 2 12/4/2020 3/18/2020 12/4/2020 3/18/2020 5.19 336992 USD BBG000HQX6Z5 20201208 002915 RAMP 7 964000 80.065 23.44 80.065 23.44 -1.32 1.58 3 LIVERAMP HOLDINGS INC RAMP 92.9 1.18 896.4 161.4 9/30/2020 227.8 66313 0.50 11/12/1996 0.50 01/11/1995 14 4 7374 94.87 1 7 11/9/2020 3/12/2020 11/9/2020 3/12/2020 48.07 518210 USD BBG000BB4HM6 20201208 002915 RBC 7 27 307000 124.82 51.99 124.82 51.99 4.33 0.52 12 REGAL BELOIT CORP RBC 83 1.33 1607.7 560.5 9/30/2020 1136.9 40595 0.50 08/15/1994 0.67 05/17/1988 14 4 3621 38.32 1 7 11/24/2020 3/23/2020 11/24/2020 3/23/2020 85.61 335312 USD BBG000BRXTR8 20201208 002915 RAVN 5 46.6 263000 36.14 16.01 36.14 16.01 0.61 0.02 1 RAVEN INDUSTRIES RAVN 65 1.33 142.6 37.9 10/31/2020 0.2 35854 0.50 07/26/2012 0.50 10/18/2004 14 4 3999 49.73 1 21 1/17/2020 3/18/2020 1/17/2020 3/18/2020 34.46 333249 USD BBG000CXQTZ3 20201208 002915 RBA 7 43.8 570000 78.64 25.92 78.64 25.92 1.58 0.1 12 RITCHIE BROS. AUCTIONEERS RBA 63.4 1.19 679.6 501.3 9/30/2020 627.2 109400 0.33 04/28/2008 0.50 05/07/2004 14 4 7799 48.37 1 7 11/9/2020 3/18/2020 11/9/2020 3/18/2020 42.95 561990 USD BBG000C1DF05 20201208 002915 RBBN 5 897000 7.25 1.95 7.25 1.95 -1.64 12 RIBBON COMMUNICATION INC RBBN 20.3 1.24 279.3 206.7 9/30/2020 46 145397 5.00 01/30/2015 14 4 7373 55.83 1 21 12/1/2020 3/18/2020 12/1/2020 3/18/2020 3.1 517919 USD BBG00HW4CSG6 20201208 002916 RCI 7 19.3 300000 51.29 32.2 51.29 32.2 2.47 0.09 12 ROGERS COMMUNICATIONS RCI 26.1 0.47 3977 4635.3 9/30/2020 12409.8 504925 0.50 01/08/2007 0.14 04/02/1990 14 4 4821 25.51 1 7 1/22/2020 3/23/2020 1/22/2020 3/23/2020 49.67 517312 USD BBG000BSZ3J0 20201208 002916 RCII 5 10.1 551000 36.8213 11.69 36.8213 11.69 3.53 0.11 12 RENT-A-CENTER RCII 70.1 1.61 159.5 343 9/30/2020 230.9 54170 0.40 09/02/2003 0.50 10/10/1995 14 4 7359 40.02 1 21 11/24/2020 3/23/2020 11/24/2020 3/23/2020 28.84 532289 USD BBG000BHQJX3 20201208 002916 RCL 7 65.9 7427000 135.315 19.25 135.315 19.25 -19.71 0.21 12 ROYAL CARIBBEAN GROUP RCL 57 2.97 1162.6 7952.9 9/30/2020 8414.1 224339 0.50 08/03/1998 14 4 4489 96.76 1 7 1/17/2020 3/18/2020 1/17/2020 3/18/2020 133.51 483111 USD BBG000BB5792 20201208 002916 RCS 7 8 167000 9.34 4.7738 9.27 4.7738 -0.46 6 PIMCO STRATEGIC INCOME FUND I 0.7 0.8 2837 12/31/2018 43936 14 4 6282 16.81 1 7 12/9/2019 3/19/2020 2/11/2020 3/19/2020 9.09 525910 USD BBG000B9ZPB1 20201208 002916 RDN 7 9.8 1929000 26.315 9.53 25.89 9.53 2.02 -0.05 12 RADIAN GROUP RDN 69.5 1.4 9/30/2020 1022 191557 0.50 06/21/2001 0.50 12/03/1996 14 4 6351 47.41 1 7 12/12/2019 4/3/2020 2/6/2020 4/3/2020 25.16 524126 USD BBG000BMWV95 20201208 002917 RDWR 5 84.7 138000 26.99 16.021 26.99 16.021 0.3 -0.02 12 RADWARE RDWR 39.8 0.88 222.5 126 9/30/2020 46160 0.50 04/15/2013 14 4 7379 21.76 1 21 7/21/2020 3/18/2020 7/21/2020 3/18/2020 25.78 541519 USD BBG000BKWR89 20201208 002917 RE 7 14.2 308000 294.31 157.32 294.31 157.32 16.53 -0.01 12 EVEREST RE GROUP RE 82.4 0.59 9/30/2020 236.8 39966 14 4 6331 46.05 1 7 2/11/2020 5/14/2020 2/11/2020 5/14/2020 276.84 524130 USD BBG000C1XVK6 20201208 002917 RELX 7 26.9 886000 27.255 16.81 27.255 16.81 0.89 0.18 12 RELX PLC 2 0.71 3289.4 8000.8 6/30/2019 5522.7 1932107 0.25 07/01/2015 4.00 06/18/1990 14 4 34.48 1 7 2/18/2020 3/23/2020 2/18/2020 3/23/2020 25.27 519190 USD BBG000BVXCM1 20201102 145428 REFR 5 95000 5.7 1.66 5.7 1.66 -0.09 12 RESEARCH FRONTIERS REFR 15.6 1.21 7.3 0.4 6/30/2020 31576 0.80 02/16/1994 0.67 07/16/1993 14 4 3679 79.68 1 2 6/25/2020 4/3/2020 6/25/2020 4/3/2020 3.01 334419 USD BBG000BS1F28 20201208 002917 REG 5 175.3 1596000 65.43 31.8 64.65 31.8 0.28 -0.04 12 REGENCY CENTERS REG 70 1.1 330.5 698.1 9/30/2020 3435.2 169680 14 4 6798 98.28 1 21 12/9/2019 4/3/2020 2/18/2020 4/3/2020 63.09 531120 USD BBG000BL46Q4 20201208 002917 RES 7 723000 5.35 1.7201 5.35 1.7201 -1.06 0.01 12 RPC RES 21.9 2.38 436.9 101.4 9/30/2020 224.5 215068 0.67 03/12/2012 0.67 12/13/2010 14 4 1389 99.06 1 7 1/3/2020 3/16/2020 1/3/2020 3/16/2020 5.24 213112 USD BBG000BS3047 20201208 002918 REV 7 2815000 25.23 3.96 24.2 3.96 -6.73 12 REVLON REV 5.6 3.15 1111.4 956.9 9/30/2020 2906.2 53333 10.00 09/16/2008 14 4 2844 185.43 1 7 12/9/2019 11/2/2020 1/17/2020 11/2/2020 21.42 446120 USD BBG000BDF6F2 20201208 002918 RF 7 20.2 9691000 17.54 6.94 17.3 6.94 0.8 0.13 12 REGIONS FINANCIAL RF 67.4 1.52 9/30/2020 7879 960444 0.81 07/01/2004 0.50 06/16/1997 14 4 6021 64.05 1 7 12/16/2019 3/19/2020 1/2/2020 3/19/2020 17.16 522110 USD BBG000Q3JN03 20201208 002918 REX 7 49.6 17000 96.82 33.81 96.82 33.81 -1.12 -0.36 1 REX AMERICAN RESOURCES 69.1 1.17 271.1 31.6 7/31/2020 63.5 5992 0.67 02/12/2002 0.67 08/13/2001 14 4 2992 72.82 1 7 12/4/2020 3/12/2020 12/4/2020 3/12/2020 81.96 324110 USD BBG000D2ZK61 20201208 002918 RGA 7 15.3 557000 167.74 55.39 164.68 55.39 8.14 0.07 12 REINSURANCE GROUP RGA 81.7 1.17 9/30/2020 3579 67937 14 4 6311 71.83 1 7 12/18/2019 3/23/2020 1/2/2020 3/23/2020 163.06 524130 USD BBG000BDLCQ0 20201208 002918 RFI 7 3.7 84000 15.6 7.01 15.6 7.01 -0.4 12 COHEN & STEERS TOT RET REALTY 4.2 1.09 3368 26218 14 4 6282 20.69 1 7 2/10/2020 3/18/2020 2/10/2020 3/18/2020 14.48 523930 USD BBG000BF2WX4 20201208 002919 RGLD 5 30.6 408000 147.64 59.78 147.64 59.78 3.6 0.31 6 ROYAL GOLD RGLD 73.6 0.68 362.2 43.6 9/30/2020 300.4 65605 14 4 6719 28.6 1 21 8/5/2020 3/16/2020 8/5/2020 3/16/2020 122.25 212221 USD BBG000BS5170 20201208 002919 RGR 7 16.1 361000 90.74 38.44 90.74 38.44 3.83 -0.01 12 STURM RUGER RGR 49.5 0.41 249.3 61.2 9/30/2020 17496 0.50 09/17/1996 0.50 05/14/1993 14 4 3482 56.06 1 7 8/10/2020 3/12/2020 8/10/2020 3/12/2020 47.03 332992 USD BBG000C4FQG6 20201208 002919 RGS 7 779000 18.15 4.2201 18.15 4.2201 -5.37 6 REGIS RGS 59.1 2.99 226.4 237 9/30/2020 177.5 35666 0.67 03/02/1999 0.67 06/05/1996 14 4 7231 90.9 1 7 1/17/2020 4/3/2020 1/17/2020 4/3/2020 17.87 611511 USD BBG000C8SW16 20201208 002919 RHI 7 23 1331000 67.23 32.38 67.23 32.38 2.87 0.12 12 ROBERT HALF INTERNATIONAL RHI 66.3 1.6 1628.8 940.7 9/30/2020 0.2 113980 0.50 06/13/2000 0.67 09/29/1997 14 4 7361 70.8 1 7 11/24/2020 3/23/2020 11/24/2020 3/23/2020 63.15 561311 USD BBG000BS5DR2 20201208 002919 RHP 7 23.2 831000 91.56 13.25 91.56 13.25 -5.29 0.05 12 RYMAN HOSPITALITY RHP 68.7 1.8 725.1 315.6 9/30/2020 2560 54981 0.95 05/31/1996 0.95 05/31/1995 14 4 6798 106.38 1 7 2/18/2020 3/18/2020 2/18/2020 3/18/2020 86.66 721110 USD BBG000BDVP80 20201208 002919 RICK 5 18.8 72000 30.44 6.52 30.44 6.52 -0.31 0.12 9 RCI HOSPITALITY HOLDINGS INC. RICK 30.3 2.03 34.8 34.2 6/30/2020 127.8 9125 2.00 03/16/1999 14 4 5812 70.76 1 1 12/1/2020 3/19/2020 12/1/2020 3/19/2020 20.5 722410 USD BBG000FLT111 20201208 002919 RIG 7 44622000 7.28 0.65 7.28 0.65 -0.94 12 TRANSOCEAN RIG 35.8 3.93 3640 1724 9/30/2020 8693 615110 0.50 09/22/1997 14 4 1311 126.53 1 7 1/3/2020 10/30/2020 1/3/2020 10/30/2020 6.88 211120 USD BBG000BH5LT6 20201208 002919 RIO 7 16.6 2123000 74.06 35.35 74.06 35.35 4.44 0.07 12 RIO TINTO RIO RIO1 2.9 0.63 17303 11125 6/30/2019 12086 1246899 0.25 04/30/2010 14 4 1011 32.78 1 7 12/4/2020 3/23/2020 12/4/2020 3/23/2020 59.36 212210 USD BBG000FD28T3 20201208 002920 RIOT 5 25334000 10.59 0.511 10.59 0.511 -0.55 12 RIOT BLOCKCHAIN INC. COMMON STOCK RIOT 9.3 4.28 12.6 3.4 9/30/2020 1.7 50927 8.00 03/31/2016 6.00 06/20/2012 14 4 5045 182.51 1 2 12/4/2020 3/18/2020 12/4/2020 3/18/2020 1.12 511210 USD BBG000BQ4512 20201208 002920 RL 7 36.7 2041000 128.29 59.82 128.29 59.82 -1.06 -0.09 3 RALPH LAUREN RL 51.2 1.52 3375.2 2092 9/30/2020 396.4 73104 14 4 2329 77.53 1 7 2/5/2020 4/3/2020 2/5/2020 4/3/2020 117.22 315220 USD BBG000BS0ZF1 20201208 002920 RJF 7 16.1 707000 102.45 54.21 102.45 54.21 5.94 0.11 9 RAYMOND JAMES FINANCIAL RJF 58.7 1.2 9/30/2020 2933 136932 0.67 03/23/2006 0.67 03/25/2004 14 4 6221 43.46 1 7 2/20/2020 3/23/2020 2/20/2020 3/23/2020 89.46 523120 USD BBG000BS73J1 20201208 002921 RMBS 5 862000 17.69 9.01 17.69 9.01 -0.36 12 RAMBUS RMBS 60.9 1.07 664.7 86.2 9/30/2020 148.8 113923 0.25 06/15/2000 14 4 3674 33.84 1 21 12/4/2020 3/17/2020 12/4/2020 3/17/2020 13.78 334413 USD BBG000BR32C6 20201208 002921 RLI 7 35.2 131000 105.37 66.02 105.37 66.02 2.82 0.06 12 RLI RLI 67.5 0.24 9/30/2020 149.3 45055 0.50 01/16/2014 0.50 10/16/2002 14 4 6331 36.8 1 7 11/17/2020 3/12/2020 11/17/2020 3/12/2020 90.02 524126 USD BBG000BS7ZF4 20201208 002921 RNR 7 13.3 329000 202.68 113.27 202.68 113.27 12.34 0.05 12 RENAISSANCERE HOLDINGS RNR 69.1 0.43 9/30/2020 1384.1 50810 0.33 05/31/2002 14 4 6331 35.99 1 7 2/12/2020 3/19/2020 2/12/2020 3/19/2020 196.02 524126 USD BBG000BFVZ83 20201208 002921 RMT 7 8.8 164000 9.965 4.3 9.965 4.3 1.13 12 ROYCE MICRO-CAP TRUST INC 12.6 1.44 4766 12/31/2018 43099 14 4 6282 23.73 1 7 12/4/2020 3/19/2020 12/4/2020 3/19/2020 8.54 523920 USD BBG000BD2RV2 20201102 145441 RNWK 5 942000 2.24 0.32 2.24 0.32 -0.59 12 REALNETWORKS RNWK 12 1.79 54.6 96.2 6/30/2020 3.9 38270 4.00 08/31/2011 0.50 02/14/2000 14 4 7371 89.64 1 21 5/28/2020 3/18/2020 5/28/2020 3/18/2020 1.2 511210 USD BBG000BV5RL0 20201208 002921 RNST 5 20.6 390000 36.84 18.22 35.9 18.22 1.61 0.09 12 RENASANT RNST 77.6 1.27 9/30/2020 376.5 56195 0.67 08/29/2006 0.67 12/02/2003 14 4 6022 53.2 1 21 12/16/2019 3/23/2020 1/2/2020 3/23/2020 35.42 522110 USD BBG000BR40B0 20201208 002922 ROCK 5 24.1 191000 74 30.6 74 30.6 2.68 12 GIBRALTAR INDUSTRIES ROCK 79 1.18 437.1 229.2 9/30/2020 1.6 32522 0.67 11/01/2004 14 4 3255 40.55 1 21 10/9/2020 3/19/2020 10/9/2020 3/19/2020 50.44 327120 USD BBG000BKQDQ7 20201208 002922 ROG 7 495.8 90000 156.85 75.72 156.85 75.72 0.31 -0.02 12 ROGERS ROG 86.9 1.7 464.1 100.2 9/30/2020 123 18676 0.50 05/30/2000 0.50 07/31/1995 14 4 3679 61.78 1 7 11/24/2020 3/25/2020 11/24/2020 3/25/2020 124.73 334419 USD BBG000BS9HN3 20201208 002922 ROK 7 28.1 799000 267.48 115.38 267.48 115.38 8.83 0.08 9 ROCKWELL AUTOMATION ROK 57.2 1.4 2537.7 712.4 9/30/2020 1974.7 116179 0.49 04/14/1987 0.50 06/20/1983 14 4 3569 32.18 1 7 11/9/2020 3/23/2020 11/9/2020 3/23/2020 202.67 333249 USD BBG000BBCDZ2 20201208 002923 ROP 7 27.8 553000 455.72 240 455.72 240 15.02 0.21 12 ROPER TECHNOLOGIES INC ROP 83.6 0.99 1999.5 2397.4 9/30/2020 4673.1 104872 0.50 08/29/2005 0.50 08/04/1997 14 4 3999 36.4 1 7 8/13/2020 3/16/2020 8/13/2020 3/16/2020 354.23 333249 USD BBG000F1ZSN5 20201208 002922 ROL 7 74.1 1113000 64.5 30.72 64.5 30.72 0.75 0.08 12 ROLLINS ROL 29.7 0.5 307 408.7 9/30/2020 279 327749 0.67 12/11/2020 0.67 12/11/2018 14 4 7342 43.84 1 7 11/9/2020 3/25/2020 11/9/2020 3/25/2020 33.16 561710 USD BBG000BSBBP1 20201208 002922 ROLL 5 40.6 181000 185.055 77.63 185.055 77.63 4.34 0.15 3 RBC BEARINGS ROLL 84.4 1.35 612 103.8 9/30/2020 16.6 25101 14 4 3562 59.68 1 21 2/12/2020 3/24/2020 2/12/2020 3/24/2020 158.34 332991 USD BBG000GMGNB3 20201208 002923 RPM 7 29.8 415000 98.35 42.85 98.35 42.85 2.92 0.06 5 RPM INTERNATIONAL RPM 61.7 0.89 2423.4 1093.6 8/31/2020 2458.3 129937 0.80 12/09/1997 0.80 12/11/1995 14 4 2851 23.86 1 7 11/9/2020 3/18/2020 11/9/2020 3/18/2020 76.76 325510 USD BBG000DCNK80 20201208 002923 ROST 5 135.6 2983000 124.16 56.3 124.16 56.3 0.85 0.16 1 ROSS STORES ROST 76.2 0.94 3432.8 2701.9 10/31/2020 312.9 356006 0.50 06/12/2015 0.50 12/16/2011 14 4 5651 59.73 1 21 2/20/2020 3/18/2020 2/20/2020 3/18/2020 116.42 448140 USD BBG000BSBZH7 20201208 002923 RPT 7 10.7 557000 15.18 4.615 15.18 4.615 0.77 0.17 12 RPT REALTY RPT 84.7 1.61 139.5 75.2 9/30/2020 930.8 80962 4.00 05/13/1996 14 4 6798 96.76 1 7 1/2/2020 4/3/2020 1/2/2020 4/3/2020 15.04 531120 USD BBG000DVHX23 20201208 002923 RRD 7 1630000 4.35 0.72 4.18 0.72 -2.37 -0.07 12 R.R. DONNELLEY & SONS CO RRD 39.4 2.59 1752.8 1326.3 9/30/2020 1747.2 71400 3.00 10/03/2016 0.50 09/01/1992 14 4 2752 87.63 1 7 12/18/2019 3/23/2020 1/2/2020 3/23/2020 3.95 323111 USD BBG000BH93Y6 20201208 002923 RRC 7 5366000 9.41 1.61 9.41 1.61 -10.09 12 RANGE RESOURCES RRC 74.9 2.97 291 551 9/30/2020 3172.9 256333 0.67 12/05/2005 14.99 11/23/1992 14 4 1311 79.88 1 7 10/22/2020 3/12/2020 10/22/2020 3/12/2020 4.85 211120 USD BBG000FVXD63 20201208 002924 RS 7 19.6 326000 123.09 70.57 123.09 70.57 6.19 0.17 12 RELIANCE STEEL RS 69.8 0.97 3010.2 675.3 9/30/2020 1523.6 63756 0.50 07/20/2006 0.67 09/27/1999 14 4 3312 31.29 1 7 11/24/2020 3/23/2020 11/24/2020 3/23/2020 119.76 331110 USD BBG000CJ2181 20201208 002924 RRGB 5 590000 37.29 4.04 37.29 4.04 -17.57 12 RED ROBIN GOURMET BURGERS RRGB 87.9 3.25 105.5 194.6 9/30/2020 206.9 15542 14 4 5812 97.14 1 21 2/21/2020 3/18/2020 2/21/2020 3/18/2020 33.02 722511 USD BBG000MXH9C1 20201208 002924 RSG 7 30 1436000 103.79 65.37 103.79 65.37 3.19 0.17 12 REPUBLIC SERVICES RSG 47.1 0.68 1606 3039.3 9/30/2020 7758.6 318725 0.67 03/19/2007 14 4 4953 23.74 1 7 11/9/2020 3/23/2020 11/9/2020 3/23/2020 89.63 562111 USD BBG000BPXVJ6 20201208 002925 RTH 5 16000 159.35 94.61 159.35 94.61 VANECK VECTORS RETAIL ETF RTH 0.91 2006 1271 0.33 02/14/2012 14 4 19.47 1 1 12/1/2020 3/23/2020 12/1/2020 3/23/2020 120.11 0 USD BBG000D8RYC0 3 20201208 002925 RSP 7 2483000 127.1 70.56 127.1 70.56 INVESCO S&P 500 EQUAL WEIGH RSP 1.12 160079 130332 0.25 04/27/2006 14 4 24.79 1 11 12/4/2020 3/23/2020 12/4/2020 3/23/2020 115.72 0 USD BBG00KJR2MY7 3 20201208 002925 RUTH 5 7.9 855000 24.42 2.315 24.42 2.315 -0.36 0.26 12 RUTH'S HOSPITALITY RUTH 50 2.55 42 112.9 9/30/2020 64 34900 14 4 5812 89.27 1 21 2/21/2020 3/18/2020 2/21/2020 3/18/2020 21.77 722511 USD BBG000DL14H0 20201208 002925 RUSHA 5 22.5 229000 40.46 18.1667 40.46 18.1667 1.78 0.14 12 RUSH ENTERPRISES RUSH1 RUSHA 50.7 1.28 1712.6 1507.4 9/30/2020 438.4 54737 0.67 10/13/2020 0.67 10/11/2007 14 4 5511 35.14 1 21 11/24/2020 3/19/2020 11/24/2020 3/19/2020 31 441110 USD BBG000PLLP24 20201208 002925 RVT 7 7.5 322000 16.1799 7.5 16.1799 7.5 -2.48 12 ROYCE VALUE TRUST INC 4.2 1.46 17532 12/31/2018 100472 14 4 6733 25.58 1 7 12/4/2020 3/18/2020 12/4/2020 3/18/2020 14.77 523920 USD BBG000BSFD91 20201208 002925 RWT 7 2.5 1865000 18.01 2.14 18.01 2.14 -5.17 0.05 12 REDWOOD TRUST RWT 73.8 0.92 9/30/2020 13468 111928 14 4 6798 58.94 1 7 2/18/2020 4/3/2020 2/18/2020 4/3/2020 16.54 531110 USD BBG000JNJPB0 20201102 145451 RWX 7 353000 41.33 21.93 39.54 21.93 SPDR DOW JONES INTL REAL ESTAT RWX 0.88 8458 28485 14 4 18.16 1 11 11/4/2019 3/19/2020 2/14/2020 3/19/2020 38.79 0 USD BBG000Q8TD76 3 20201208 002925 RY 7 13.5 706000 83.54 49.55 83.54 49.55 6.09 0.03 10 ROYAL BANK OF CANADA. RY 25.5 1 10/31/2020 7668.8 1423066 0.50 04/07/2006 0.50 10/06/2000 14 4 7029 20.45 1 7 11/27/2020 3/23/2020 11/27/2020 3/23/2020 79.2 522110 USD BBG000BSSC44 20201208 002926 RYAAY 5 69.8 682000 117.3112 44.44 117.311 44.44 -4.96 -0.02 3 RYANAIR HOLDINGS RYAAY 44.7 1.66 5458 6689.9 9/30/2020 4351.7 225329 0.40 10/28/2015 0.50 12/07/2001 14 4 4512 61.51 1 21 12/4/2020 3/18/2020 12/4/2020 3/18/2020 87.61 481111 USD BBG000J9CBT0 20201208 002927 RYN 7 88.8 400000 33.1 15.96 33.1 15.96 0.33 -0.1 12 RAYONIER RYN 99.3 0.95 127.2 151.2 9/30/2020 973.1 136518 0.67 08/25/2011 0.67 10/18/2005 14 4 6798 26.52 1 7 1/15/2020 3/18/2020 1/15/2020 3/18/2020 32.76 423310 USD BBG000BG7L34 20201208 002927 SA 7 524000 21.86 5.25 21.86 5.25 -0.06 12 SEABRIDGE GOLD SA 23.8 0.96 14.9 5.2 9/30/2020 0.6 67419 14 4 611 59.12 1 7 11/6/2020 3/16/2020 11/6/2020 3/16/2020 13.82 212221 USD BBG000JYQX30 20201208 002927 SAFM 5 89.8 309000 179.45 102.13 177.311 102.13 -1.01 -0.26 10 SANDERSON FARMS SAFM 83.4 0.68 581.1 215.7 7/31/2020 55 22240 0.67 02/27/2004 0.67 02/23/1995 14 4 2092 36.07 1 21 12/19/2019 3/16/2020 1/2/2020 3/16/2020 176.22 311615 USD BBG000BSHJ96 20201208 002927 SAIA 5 40 227000 185.24 61.46 185.24 61.46 4.58 0.16 12 SAIA SAIA 99.9 1.27 232.4 241.2 9/30/2020 117 26156 0.67 06/14/2013 14 4 4213 29.4 1 21 12/4/2020 3/16/2020 12/4/2020 3/16/2020 93.12 484121 USD BBG000P5LMQ0 20201208 002927 SAFT 5 10.1 63000 97.2754 65.45 95.93 65.45 7.46 0.11 12 SAFETY INSURANCE GROUP SAFT 62.7 0.25 9/30/2020 20 14894 14 4 6331 33.99 1 21 12/18/2019 3/20/2020 1/22/2020 3/20/2020 92.53 524126 USD BBG000BF73Y2 20201208 002927 SAH 7 6.4 170000 46.84 9 46.84 9 -1.47 0.12 12 SONIC AUTOMOTIVE SAH 55.4 2.7 2017.6 2066.2 9/30/2020 637 42050 0.50 01/26/1999 14 4 5511 56.55 1 7 10/6/2020 3/19/2020 10/6/2020 3/19/2020 31 441110 USD BBG000BBMNG0 20201208 002927 SAM 7 66.1 137000 1092.8 290.02 1092.8 290.02 14.15 0.06 12 BOSTON BEER COMPANY SAM 54.8 0.66 218.6 180.6 9/30/2020 0.4 12243 14 4 2082 72.85 1 7 10/23/2020 3/16/2020 10/23/2020 3/16/2020 377.85 312120 USD BBG000BCZBF1 20201208 002927 SAN 7 7.5 13366000 4.32 1.78 4.32 1.78 -0.47 -0.06 12 SANTANDER FINANCE SA UNIPERSON SAN 0.2 1.39 9/30/2020 25691.1 16590000 0.96 11/12/2020 0.50 06/21/1999 14 4 71.21 1 7 1/2/2020 9/24/2020 1/2/2020 9/24/2020 4.14 0 USD BBG000BTJS47 20201208 002927 SANM 5 16.5 417000 34.96 18.34 34.96 18.34 2.02 -0.15 9 SANMINA SANM 76.4 1.14 2819.4 1522.6 9/30/2020 329.2 65066 6.00 08/17/2009 0.50 01/09/2001 14 4 3672 42.94 1 21 1/28/2020 3/16/2020 1/28/2020 3/16/2020 34.24 334412 USD BBG000BHBTX7 20201208 002928 SAP 7 25.1 1375000 169.3 90.895 169.3 90.895 4.97 12 SAP AE SAP 2.4 1.03 18452.4 17567 9/30/2020 13528.7 1193650 0.25 07/28/1998 0.10 08/01/1995 14 4 7371 82.56 1 7 9/2/2020 3/19/2020 9/2/2020 3/19/2020 133.99 541512 USD BBG000BDSLD7 20201208 002928 SASR 5 18.3 138000 38.45 18 38.45 18 1.72 0.16 12 SANDY SPRING BANCORP SASR 54.6 1.12 9/30/2020 723.2 47040 0.67 12/21/2001 0.50 02/24/1998 14 4 6021 62.79 1 21 1/3/2020 3/19/2020 1/3/2020 3/19/2020 37.88 522110 USD BBG000BR83Z4 20201208 002928 SBAC 5 226.6 677000 328.369 205.2 328.369 205.2 -0.13 12 SBA COMMUNICATIONS SBAC 88.2 0.16 334.3 1048.3 9/30/2020 9812.3 111043 14 4 6798 27.7 1 21 9/16/2020 3/23/2020 9/16/2020 3/23/2020 240.99 531390 USD BBG000D2M0Z7 20201208 002929 SBGI 5 4.3 1421000 34.31 10.575 34.31 10.575 -34.7 -0.25 12 SINCLAIR BROADCAST GROUP SBGI 28.9 1.57 2913 1134 9/30/2020 12367 73981 0.50 05/29/1998 14 4 4833 58.68 1 21 1/16/2020 3/18/2020 1/16/2020 3/18/2020 33.34 515120 USD BBG000F2XXP2 20201208 002928 SBCF 5 19 221000 31.42 13.3 30.87 13.3 1.44 0.55 12 SEACOAST BANKING CORPORATION O SBCF 77.5 1.37 9/30/2020 386.1 55169 5.00 12/13/2013 0.91 07/30/2003 14 4 6022 69.76 1 21 12/23/2019 3/23/2020 1/24/2020 3/23/2020 30.57 522110 USD BBG000KK3464 20201208 002929 SBLK 5 870000 12.09 3.86 11.81 3.86 -0.11 0.03 12 STAR BULK CARRIERS SBLK 2.9 1.13 266 310.9 12/31/2019 1009.4 96068 5.00 06/20/2016 15.00 10/15/2012 14 4 4412 57.84 1 21 12/26/2019 5/13/2020 1/7/2020 5/13/2020 11.81 483111 USD BBG000L5R950 20201208 002929 SBH 7 12.6 2154000 19.06 6.28 18.42 6.28 0.99 9 SALLY BEAUTY HOLDINGS SBH 94.8 1.7 1433.1 563.4 9/30/2020 1796.9 112819 14 4 5999 75.85 1 7 12/9/2019 4/3/2020 1/2/2020 4/3/2020 18.25 446120 USD BBG000LR8515 20201208 002929 SBS 7 16 1066000 15.4 5.54 15.4 5.54 0.56 0.3 12 BASIC SANITATION COMPANY SBS 8 1.11 950 1252.1 6/30/2020 2014.9 683510 0.33 04/30/2013 0.50 01/24/2013 14 4 4952 43.48 1 7 1/28/2020 3/23/2020 1/28/2020 3/23/2020 15.05 221320 USD BBG000BJLSG3 20201208 002929 SBNY 5 13 1000000 148.64 68.98 148.64 68.98 9.55 0.13 12 SIGNATURE BANK SBNY 76.2 1.99 9/30/2020 4598.3 53569 14 4 6022 87.82 1 21 1/21/2020 4/3/2020 1/21/2020 4/3/2020 136.61 522110 USD BBG000M6TR37 20201208 002929 SBRA 5 26.1 2247000 22.545 5.545 22.545 5.545 0.7 -0.14 12 SABRA HEALTH CARE REIT SBRA 74.3 1.55 307 108.8 9/30/2020 2402.1 206928 14 4 6798 60.47 1 21 1/29/2020 3/18/2020 1/29/2020 3/18/2020 21.34 531190 USD BBG000MTDW24 20201208 002930 SBSI 5 14.7 96000 37.89 23.51 37.74 23.51 2.09 0.18 12 SOUTHSIDE BANCSHARES SBSI 46.4 0.54 9/30/2020 1131.6 33072 0.98 05/25/2017 0.95 05/26/2016 14 4 6022 51.97 1 21 12/20/2019 9/24/2020 1/17/2020 9/24/2020 37.14 522110 USD BBG000BGVC19 20201208 002930 SBUX 5 129.5 6560000 102.94 50.02 102.94 50.02 0.79 2.65 9 STARBUCKS SBUX 48.3 0.84 7806.4 7346.8 9/30/2020 14659.6 1173700 0.50 04/09/2015 0.50 10/24/2005 14 4 5461 27.35 1 21 12/4/2020 3/18/2020 12/4/2020 3/18/2020 87.92 722515 USD BBG000CTQBF3 20201208 002930 SCCO 7 36.8 971000 61.34 23.43 61.34 23.43 1.66 0.04 12 SOUTHERN COPPER SCCO 4.1 1.17 4184.7 1476.5 9/30/2020 6541 773073 0.99 02/13/2012 0.33 07/10/2008 14 4 1021 24.55 1 7 12/4/2020 3/23/2020 12/4/2020 3/23/2020 42.48 212230 USD BBG000BSHH72 20201208 002930 SCHL 5 153000 45.8 18.8 38.74 18.8 -0.75 -0.21 5 SCHOLASTIC SCHL 70.5 0.92 1035.3 501.5 8/31/2020 210.6 34203 0.50 01/17/2001 14 4 2731 56.06 1 21 12/20/2019 9/25/2020 1/2/2020 9/25/2020 38.45 511130 USD BBG000BSDM66 20201208 002930 SCHN 5 163.2 168000 27.74 10.09 27.74 10.09 -0.15 0.55 8 SCHNITZER STEEL SCHN 72.5 1.33 362.6 223.7 8/31/2020 102.2 27108 0.67 03/26/2004 0.50 08/15/2003 14 4 3312 58.92 1 21 12/4/2020 3/16/2020 12/4/2020 3/16/2020 21.68 331110 USD BBG000BL18V7 20201208 002931 SCL 7 22.6 97000 129.62 69.33 129.62 69.33 5.15 0.12 12 STEPAN SCL 60.2 0.69 818.8 339.1 9/30/2020 198.5 22461 0.50 12/17/2012 0.50 12/16/1994 14 4 2841 31.15 1 7 11/16/2020 3/12/2020 11/16/2020 3/12/2020 102.44 325611 USD BBG000BSMFN2 20201208 002930 SCI 7 19.2 854000 52.99 33.93 52.99 33.93 2.58 0.2 12 SERVICE CORPORATION SCI 59.8 0.63 373.6 556.7 9/30/2020 3513.5 172744 0.50 09/03/1996 0.67 07/01/1992 14 4 7261 27.92 1 7 11/9/2020 5/14/2020 11/9/2020 5/14/2020 46.03 812210 USD BBG000BTHH16 20201208 002930 SCHW 7 23.4 10806000 51.81 28 51.81 28 2.18 0.23 12 CHARLES SCHWAB SCHW SCHW1 51.5 0.97 9/30/2020 7430 1879078 0.67 05/31/2000 0.50 07/02/1999 14 4 6211 44.83 1 7 12/4/2020 3/16/2020 12/4/2020 3/16/2020 47.56 523120 USD BBG000BSLZY7 20201208 002931 SCS 7 11.4 563000 23.02 7.02 20.64 7.02 1.17 0.2 2 STEELCASE SCS 48.6 1.42 1188.8 690.9 8/31/2020 481.4 114795 14 4 2522 70.87 1 7 12/18/2019 3/18/2020 1/2/2020 3/18/2020 20.46 337214 USD BBG000BLBGS2 20201208 002931 SCSC 5 17.3 87000 39.01 13.78 37.418 13.78 -8.51 -0.05 6 SCANSOURCE SCSC 82.1 1.58 1203.5 719 9/30/2020 210.9 25365 0.50 06/06/2006 0.50 01/29/2003 14 4 5045 63.56 1 21 12/20/2019 3/18/2020 1/2/2020 3/18/2020 36.95 541511 USD BBG000BHTPZ4 20201208 002932 SEB 6 19.4 1000 4320.38 2614 4297.55 2614 164.95 -0.05 12 SEABOARD 14.1 0.36 3350 1189 9/30/2020 730 1161 14 4 6719 31.47 1 6 12/31/2019 3/23/2020 1/2/2020 3/23/2020 4250.55 551112 USD BBG000BSPWD3 20201208 002931 SCVL 5 44.1 174000 40.15 12.56 40.15 12.56 0.87 0.18 1 SHOE CARNIVAL SCVL 63.1 1.48 329.6 122.5 10/31/2020 7.3 14104 0.67 04/30/2012 0.67 10/25/1993 14 4 5661 56.95 1 21 9/16/2020 3/18/2020 9/16/2020 3/18/2020 37.28 448210 USD BBG000BF4DG3 20201208 002931 SDY 7 691000 108.81 67.57 108.81 67.57 SPDR S&P DIVIDEND SDY 0.9 166711 160603 14 4 30.11 1 11 2/20/2020 3/23/2020 2/20/2020 3/23/2020 107.57 0 USD BBG000KN18M3 3 20201208 002932 SEE 7 15.4 1222000 46.23 17.06 46.23 17.06 2.99 12 SEALED AIR SEE 66.9 1.26 1564 1436.9 9/30/2020 3698.6 155153 0.50 03/19/2007 0.50 10/02/1995 14 4 2671 25.89 1 7 12/1/2020 3/19/2020 12/1/2020 3/19/2020 39.83 561910 USD BBG000C22QV7 20201208 002932 SEED 5 33000 14.19 2.76 14.19 2.76 -2.34 9 ORIGIN AGRITECH 3.9 1.06 10.6 37.8 3/31/2017 8.7 5012 10.00 07/10/2018 14 4 119 45.29 1 2 7/28/2020 4/16/2020 7/28/2020 4/16/2020 5.36 111150 USD BBG000NBPMH5 20201208 002933 SEIC 5 18.6 577000 69.6099 35.405 69.6099 35.405 3.04 0.12 12 SEI INVESTMENTS SEIC 58.3 1.04 1304.8 293.6 9/30/2020 30 144570 0.50 06/22/2007 0.50 03/01/2001 14 4 6211 33.94 1 21 2/20/2020 3/23/2020 2/20/2020 3/23/2020 65.48 523930 USD BBG000BSQLT9 20201208 002933 SENEA 5 4.7 20000 48.05 25.04 48.05 25.04 9.25 0.44 3 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45.6 1.49 -0.2 12 SJW GROUP SJW 62.6 0.41 122 234.6 9/30/2020 1283.6 28556 0.50 03/17/2006 0.33 03/02/2004 14 4 4941 36.71 1 7 1/27/2020 3/23/2020 1/27/2020 3/23/2020 71.06 221310 USD BBG000BT1ZY7 20201208 002937 SKM 7 18.2 217000 24.59 14.07 24.59 14.07 1.35 -0.14 12 SK TELECOM CO SKM 5.3 0.92 7410.7 7123 6/30/2020 8438.6 645109 0.97 12/29/1998 0.97 12/29/1997 14 4 4812 24.71 1 7 12/4/2020 3/27/2020 12/4/2020 3/27/2020 23.11 517210 USD BBG000BLN497 20201208 002937 SKT 7 6 3154000 16.93 4.05 16.93 4.05 -0.53 0.04 12 TANGER FACTORY OUTLET SKT 61.3 2.2 120.3 79.6 9/30/2020 1569.8 93453 0.50 01/25/2011 0.50 12/29/2004 14 4 6798 79.65 1 7 1/8/2020 4/1/2020 1/8/2020 4/1/2020 14.73 531120 USD BBG000D2JB50 20201208 002938 SKX 7 54 1407000 44.5 17.06 44.5 17.06 0.68 0.2 12 SKECHERS USA SKX 63.4 1.36 2819.6 1238.2 9/30/2020 49.2 157155 0.33 10/16/2015 14 4 3149 70.37 1 7 2/7/2020 3/18/2020 2/7/2020 3/18/2020 43.19 316210 USD BBG000C4HKK2 20201208 002938 SKY 7 34.1 443000 37.03 10.82 37.03 10.82 0.93 0.53 3 SKYLINE CORPORATION SKY 76.2 2.33 398.8 186.6 9/30/2020 77.3 56639 14 4 2451 68.62 1 7 1/28/2020 3/18/2020 1/28/2020 3/18/2020 31.7 321991 USD BBG000BT2TP0 20201208 002938 SKYW 5 20.4 575000 66.52 10.58 66.52 10.58 2.2 0.36 12 SKYWEST SKYW 81.7 2.14 760.3 924.7 9/30/2020 2629 50140 0.50 12/18/2000 0.50 06/09/1998 14 4 4512 76.81 1 21 1/17/2020 3/19/2020 1/17/2020 3/19/2020 64.63 481111 USD BBG000BT36X0 20201208 002938 SLAB 5 411.5 246000 123.645 65.09 123.645 65.09 0.3 -0.13 12 SILICON LABORATORIES SLAB 89.8 1.01 943.9 137.7 9/30/2020 368.3 43827 14 4 3674 38.71 1 21 12/4/2020 3/18/2020 12/4/2020 3/18/2020 115.98 334413 USD BBG000BB99S3 20201208 002939 SLB 7 15218000 41.14 11.87 41.14 11.87 -7.6 -0.21 12 SCHLUMBERGER SLB 59.4 2.51 15530 13098 9/30/2020 14770 1392030 0.50 04/10/2006 0.50 07/14/1997 14 4 1382 74.76 1 7 1/3/2020 3/19/2020 1/3/2020 3/19/2020 40.2 213112 USD BBG000BT41Q8 20201208 002939 SLG 7 23.9 2041000 96.39 35.16 96.39 35.16 2.67 -0.1 12 SL GREEN REALTY SLG 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08/15/2006 14 4 7372 61.52 1 2 10/13/2020 3/13/2020 10/13/2020 3/13/2020 29.07 511210 USD BBG000BS2ZD1 20201208 002940 SM 7 9057000 12.4 0.9 12.4 0.9 -6.18 0.12 12 SM ENERGY SM 46.5 6.5 252.6 472 9/30/2020 2732.8 114573 0.50 04/01/2005 0.50 09/06/2000 14 4 1311 120.41 1 7 1/7/2020 3/18/2020 1/7/2020 3/18/2020 11.24 211120 USD BBG000BFV115 20201102 145524 SMED 5 74.5 161000 8.99 3.74 8.99 4.1772 0.08 0.15 6 SHARPS COMPLIANCE SMED 26.7 -0.81 24.3 13.2 9/30/2020 3.5 16422 5.03 07/24/1998 6.99 12/19/1996 14 4 4953 45.59 1 2 8/7/2020 11/18/2019 8/7/2020 1/7/2020 4.22 562211 USD BBG000FVFCC8 20201208 002940 SMFG 7 21.3 1311000 7.56 4.49 7.48 4.49 0.28 -0.2 3 SUMITOMO MITSUI FINANCIAL SMFG 0.1 0.98 3/31/2019 250242 6847364 2.00 11/01/2010 0.10 04/18/2001 14 4 6029 32.69 1 7 12/17/2019 3/18/2020 1/2/2020 3/18/2020 7.41 522110 USD BBG000PMKCQ6 20201208 002942 SMG 7 25 277000 179.97 76.5 179.97 76.5 6.96 0.22 9 SCOTTS MIRACLE GRO SMG 48 1.25 1216.6 950.4 9/30/2020 1455.1 55740 0.50 11/10/2005 14 4 2873 49.72 1 7 11/9/2020 3/23/2020 11/9/2020 3/23/2020 106.18 325311 USD BBG000BT5PG5 20201208 002942 SMSI 5 28.7 399000 7.15 3.28 7.15 3.28 0.19 12 SMITH MICRO SOFTWARE SMSI 18.7 0.82 40 5.7 9/30/2020 2.8 41295 4.00 08/17/2016 14 4 7372 43.37 1 2 2/13/2020 3/16/2020 2/13/2020 3/16/2020 3.98 511210 USD BBG000BGWD61 20201208 002942 SMP 7 18.4 129000 54.235 33.94 53.97 33.94 2.67 0.07 12 STANDARD MOTOR PRODUCTS SMP 74.7 0.45 549.4 309.5 9/30/2020 0.1 22446 0.40 12/02/1983 0.67 12/02/1981 14 4 3714 33.02 1 7 12/20/2019 5/14/2020 1/9/2020 5/14/2020 53.22 336211 USD BBG000BT68C6 20201208 002942 SMTC 5 100.3 402000 72.27 26.03 72.27 26.03 0.72 0.03 1 SEMTECH SMTC 99.7 1.69 460.7 98.6 10/31/2020 194.7 65003 0.50 09/26/2000 0.50 09/15/1999 14 4 3674 40.38 1 21 12/4/2020 3/17/2020 12/4/2020 3/17/2020 52.9 334413 USD BBG000DBKR53 20201208 002942 SNA 7 16.8 426000 181.23 90.72 181.23 90.72 10.81 0.12 12 SNAP-ON SNA 70.4 1.32 2380.5 947.6 9/30/2020 946.9 54215 0.67 09/11/1996 0.50 07/28/1986 14 4 3423 32.09 1 7 12/4/2020 3/23/2020 12/4/2020 3/23/2020 169.4 332216 USD BBG000BT7JW9 20201208 002942 SNBR 5 20.2 398000 74.99 15.27 74.99 15.27 3.64 0.02 12 SLEEP NUMBER CORP SNBR 80.4 2.06 160.4 594.8 9/30/2020 3 27757 0.67 06/09/2006 14 4 2515 60.75 1 21 12/4/2020 4/3/2020 12/4/2020 4/3/2020 49.24 337910 USD BBG000DM2BF3 20201208 002942 SNCR 5 526000 6.51 2.17 6.51 2.17 -1.25 12 SYNCHRONOSS SNCR 32.3 0.99 133.9 144.2 9/30/2020 227.7 44106 14 4 7371 55.7 1 21 1/15/2020 5/15/2020 1/15/2020 5/15/2020 4.75 541511 USD BBG000Q4SFZ0 20201208 002943 SNE 7 12.8 1106000 94.82 50.94 94.82 50.94 7.36 3 SONY CORPORATION SNE 4.3 0.8 55233.5 60099.8 9/30/2020 6115.2 1233598 0.50 05/25/2000 0.91 09/23/1991 14 4 3651 29.13 1 7 12/1/2020 3/16/2020 12/1/2020 3/16/2020 68 334310 USD BBG000BT7ZK6 20201208 002943 SNP 7 9.5 195000 62.22 38.18 62.22 38.18 4.84 0.04 12 CHINA PETROLEUM & CHEMICA SNP SNP1 0.2 1.02 68039.5 87957.1 9/30/2020 8970.4 1210712 0.77 07/02/2013 14 4 2911 41.5 1 7 1/6/2020 10/20/2020 1/6/2020 10/20/2020 60.15 211111 USD BBG000LW7T13 20201208 002943 SNPS 5 53.8 884000 246.69 104.9 246.69 104.9 4.4 0.16 10 SYNOPSYS SNPS 82.1 1.07 2549.2 2139.9 10/31/2020 100.8 152618 0.50 09/24/2003 0.50 09/11/1995 14 4 7371 39.09 1 21 11/9/2020 3/23/2020 11/9/2020 3/23/2020 139.2 511210 USD BBG000BSFRF3 20201208 002943 SNV 7 14.3 1210000 40.32 10.91 40.12 10.91 2.32 0.21 12 SYNOVUS FINANCIAL SNV 60.1 1.67 9/30/2020 2153.9 147806 7.00 05/19/2014 0.67 05/22/1998 14 4 6021 66.47 1 7 12/12/2019 3/19/2020 1/17/2020 3/19/2020 39.2 522110 USD BBG000BLNZL4 20201208 002944 SNX 7 8.5 521000 164.74 52.06 164.74 52.06 9.54 0.16 11 SYNNEX SNX SNX1 69.6 1.69 7453 4607.1 8/31/2020 2718.3 51544 14 4 7379 220.78 1 7 11/24/2020 3/18/2020 11/24/2020 3/18/2020 128.8 519190 USD BBG000CL9JV4 20201208 002944 SO 7 20.6 4029000 71.1 41.96 71.1 41.96 2.99 0.16 12 SOUTHERN SO 48.8 0.42 9817 12546 9/30/2020 41798 1056242 0.50 03/01/1994 14 4 4931 24.15 1 7 1/31/2020 3/23/2020 1/31/2020 3/23/2020 63.7 221122 USD BBG000BT9DW0 20201208 002945 SP 5 8.8 226000 46.65 14.44 46.65 14.44 -7.81 0.16 12 SP PLUS CORPORATION COMMON STO SP 65 1.73 211.1 369.8 9/30/2020 351.1 23088 0.50 01/18/2008 14 4 7521 59.7 1 21 2/19/2020 3/19/2020 2/19/2020 3/19/2020 42.43 812930 USD BBG000BJ91B1 20201208 002945 SPB 7 30.9 440000 68.92 19.59 68.92 19.59 2.19 9 SPECTRUM BRANDS HOLDINGS SPB 71.6 1.87 1728.1 944.9 9/30/2020 2461 43082 6.24 07/16/2018 0.12 04/07/2005 14 4 3639 34.48 1 7 11/24/2020 3/18/2020 11/24/2020 3/18/2020 64.29 335210 USD BBG000DS5588 20201208 002944 SOHU 5 441000 25.71 5.41 25.71 5.41 -2.87 12 SOHU.COM SOHU 32.6 2.18 2015.7 1098.8 9/30/2020 302.3 39269 14 4 7374 40.13 1 21 8/6/2020 3/23/2020 8/6/2020 3/23/2020 11.18 519130 USD BBG00L2DB535 20201208 002944 SON 7 23 456000 62.77 37.3 62.47 37.3 2.62 0.04 12 SONOCO PRODUCTS SON 71.8 0.82 1521.2 1404.5 9/30/2020 1193.1 100417 0.91 05/13/1998 0.95 05/15/1995 14 4 2655 34.97 1 7 12/20/2019 3/23/2020 1/2/2020 3/23/2020 61.72 322219 USD BBG000D7HF89 20201208 002945 SPG 7 21.3 8996000 150.12 42.25 149.89 42.25 4.4 0.09 12 SIMON PROPERTY GROUP SPG 60.1 1.55 1501.5 2957 9/30/2020 24163.2 328136 0.99 11/12/2009 0.99 08/13/2009 14 4 6798 91.96 1 7 12/9/2019 4/2/2020 1/21/2020 4/2/2020 148.96 531120 USD BBG000BJ2D31 20201208 002945 SPGI 7 33.8 1402000 379.8699 186.055 379.87 186.055 10.04 0.1 12 S & P GLOBAL INC SPGI 70.5 0.93 4712 3093 9/30/2020 3948 240599 0.50 05/18/2005 0.50 03/09/1999 14 4 7323 32.04 1 7 9/2/2020 3/18/2020 9/2/2020 3/18/2020 273.05 523210 USD BBG000BP1Q11 20201208 002945 SPH 7 15.9 414000 22.87 8.64 22.87 8.64 0.98 -0.07 9 SUBURBAN PROPANE PARTNERS SPH 8.8 0.76 116 244.5 9/30/2020 1210.2 62507 14 4 5984 47.34 1 7 1/30/2020 3/18/2020 1/30/2020 3/18/2020 21.85 454310 USD BBG000BJ7NF1 20201102 145535 SPR 7 9.7 4715000 92.81 13.69 75.11 13.69 -2.12 0.15 12 SPIRIT AEROSYSTEMS HLDNGS SPR 45.1 1.46 4643 1760.7 6/30/2020 2984.1 105624 14 4 3728 59.4 1 7 11/18/2019 3/18/2020 1/7/2020 3/18/2020 72.88 336413 USD BBG000PRJ2Z9 20201208 002946 SPTN 5 10.1 462000 23.94 9 23.94 9 1.93 -0.37 12 SPARTANNASH COMPANY COMMON STO SPTN 69.7 0.78 996.7 565.1 9/30/2020 682.2 35863 14 4 5141 39.91 1 21 7/27/2020 3/13/2020 7/27/2020 3/13/2020 14.24 424410 USD BBG000CGC453 20201208 002946 SPWR 5 52.3 6183000 24.4 4.03 24.4 4.03 0.4 -0.37 12 SUNPOWER SPWR SPWR1 41 2.29 1380.9 898.4 9/30/2020 934.1 170159 14 4 3674 73.2 1 21 11/27/2020 3/16/2020 11/27/2020 3/16/2020 7.8 334413 USD BBG000FVQ185 20201208 002946 SPXC 7 23.9 232000 56.9 25.5 56.9 25.5 2.33 -0.3 12 SPX CORP SPXC 77.1 1.28 632.1 608.6 9/30/2020 249.9 44783 0.50 10/25/2002 14 4 3599 53.1 1 7 12/4/2020 3/23/2020 12/4/2020 3/23/2020 50.88 333415 USD BBG000BTGCV5 20201208 002948 SPY 7 68768000 369.85 218.26 369.85 218.26 SPDR S&P 500 SPY 1 3224870 891032 14 4 19.39 1 11 12/4/2020 3/23/2020 12/4/2020 3/23/2020 321.86 0 USD BBG000BDTBL9 3 20201208 002948 SQM 7 75.5 1185000 48.63 15.2 48.63 15.2 0.63 0.03 12 SOCIEDAD QUIMICA Y MINERA SQM SQM1 10.7 0.96 2682.2 776.8 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0.50 03/08/1984 14 4 4924 41.12 1 7 2/18/2020 9/21/2020 2/18/2020 9/21/2020 83.31 221210 USD BBG000BN6KG8 20201208 002948 SRI 7 10.6 118000 32.27 13.87 30.29 13.87 -0.27 0.27 12 STONERIDGE SRI 78.6 1.36 331.3 138.6 9/30/2020 126.5 27005 14 4 3714 55.96 1 7 12/12/2019 4/3/2020 1/2/2020 4/3/2020 29.32 336211 USD BBG000BB9Q78 20201208 002948 SSB 5 33.5 373000 88.1 40.42 87.98 40.42 2.16 0.12 12 SOUTH STATE CORP SSB SSB1 68.3 1.04 9/30/2020 815.9 70950 0.95 03/07/2007 0.95 12/16/2004 14 4 6022 73.7 1 21 12/20/2019 5/14/2020 1/17/2020 5/14/2020 86.75 522110 USD BBG000BNPYN9 20201208 002949 SSD 7 21.5 187000 104.335 47.02 104.335 47.02 4.23 0.18 12 SIMPSON MANUFACTURING SSD 75.1 1.24 640.9 158.9 9/30/2020 0.3 43421 0.50 11/19/2004 0.50 08/19/2002 14 4 3429 32.28 1 7 8/17/2020 3/23/2020 8/17/2020 3/23/2020 80.23 332510 USD BBG000JLC8L8 20201208 002949 SSL 7 1168000 22.73 1.25 22.6 1.25 -9.69 -0.32 6 SASOL SSL 0.6 3.98 11695.1 6119.2 12/31/2008 9693.6 633830 14 4 2911 115.89 1 7 12/18/2019 3/23/2020 1/6/2020 3/23/2020 21.61 324110 USD BBG000BBNC37 20201208 002950 SSYS 5 1224000 22.21 11.89 22.21 11.89 -8.34 12 STRATASYS SSYS 71.1 1.57 659.1 159.9 9/30/2020 22 55112 0.50 08/30/2007 0.67 12/22/2003 14 4 3577 66.62 1 21 1/17/2020 9/24/2020 1/17/2020 9/24/2020 20.23 333316 USD BBG002S5ZRF9 20201208 002949 SSP 5 32.9 478000 16.93 5.36 16.93 5.36 0.42 12 E.W. 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11.8 26719 0.50 05/24/1999 0.67 04/29/1994 14 4 6361 39.66 1 7 10/7/2020 3/18/2020 10/7/2020 3/18/2020 40.79 524127 USD BBG000D6YCQ9 20201208 002951 STKL 5 948000 10.41 1.33 10.41 1.33 -0.12 12 SUNOPTA STKL 17.5 2.23 490 405.7 9/30/2020 242.2 89938 14 4 1051 67.75 1 21 12/4/2020 3/18/2020 12/4/2020 3/18/2020 2.5 311230 USD BBG000G6JF31 20201208 002951 STL 7 13.7 3426000 21.63 7.005 21.21 7.005 1.27 0.26 12 STERLING BANCORP STL 75.5 1.66 9/30/2020 2863.3 194361 0.23 01/15/2004 14 4 6021 78.71 1 7 12/18/2019 3/23/2020 1/2/2020 3/23/2020 21.08 522110 USD BBG000CLNSF6 20201208 002951 STM 7 40.5 1971000 41.795 14.67 41.795 14.67 1.03 0.52 12 STMICROELECTRONICS STM 1.7 1.59 6257 2064 9/30/2020 1899 903184 0.33 05/09/2000 0.50 06/18/1999 14 4 3674 40.78 1 7 12/4/2020 3/18/2020 12/4/2020 3/18/2020 26.91 334413 USD BBG000BD4GX2 20201208 002951 STLD 5 17 1841000 39.09 14.98 39.09 14.98 2.29 0.35 12 STEEL DYNAMICS STLD 64.8 1.34 4253 1006.7 9/30/2020 2645 210366 0.50 03/31/2008 0.50 11/21/2006 14 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6/8/2020 10/30/2020 158.9 611310 USD BBG000GRZDV1 20201208 002952 STT 7 12 1715000 85.89 42.1 85.89 42.1 6.35 0.03 12 STATE STREET STT 79 1.55 9/30/2020 12509 352798 0.50 05/31/2001 0.50 05/29/1997 14 4 6282 52.29 1 7 1/17/2020 3/18/2020 1/17/2020 3/18/2020 79.1 523110 USD BBG000BKFBD7 20201208 002952 STX 5 16.2 2951000 64.32 39.02 64.32 39.02 3.95 -0.06 6 SEAGATE TECHNOLOGY STX 56.4 0.98 4114 2722 9/30/2020 4156 256932 14 4 3572 29.62 1 21 12/4/2020 3/23/2020 12/4/2020 3/23/2020 59.5 334112 USD BBG000F0KF42 20201208 002952 STZ 7 37.2 1090000 213.79 104.28 213.79 104.28 5.75 0.12 2 CONSTELLATION BRANDS STZ 66.4 1.26 3484.1 2311.8 8/31/2020 11210.8 193800 0.50 05/16/2005 0.50 05/14/2002 14 4 2084 41.81 1 7 12/4/2020 3/23/2020 12/4/2020 3/23/2020 189.75 312130 USD BBG000J1QLT0 20201208 002952 SU 7 12 9317000 34.56 9.605 34.56 9.605 -3.26 12 SUNCOR ENERGY SU 51.7 1.77 7699.1 8189.6 9/30/2020 10013.7 1525151 0.50 05/27/2008 0.50 05/23/2002 14 4 711 84.47 1 7 1/15/2020 3/18/2020 1/15/2020 3/18/2020 32.8 324110 USD BBG000BRK7L6 20201208 002953 SUI 7 92.4 570000 173.98 95.34 173.98 95.34 1.6 0.27 12 SUN COMMUNITIES SUI 63.4 0.5 349.5 199 9/30/2020 3364.5 107563 14 4 6798 32.74 1 7 2/20/2020 3/23/2020 2/20/2020 3/23/2020 150.1 531110 USD BBG000BLJWF3 20201208 002953 SUP 7 1187000 5.75 0.9 5.75 0.9 -13.92 -0.19 12 SUPERIOR INDUSTRIES SUP 16.4 5.36 354.2 191.1 9/30/2020 611 25592 0.67 07/21/1993 0.50 08/10/1992 14 4 3714 173.69 1 7 12/3/2020 3/18/2020 12/3/2020 3/18/2020 3.69 336390 USD BBG000BTNS79 20201208 002953 SWK 7 29 971000 195 70 195 70 6.24 0.06 12 STANLEY BLACK & DECKER SWK 85.8 1.44 4456.6 4405.7 9/30/2020 3176.4 160223 0.50 06/04/1996 0.67 09/29/1986 14 4 3423 27.4 1 7 11/24/2020 3/19/2020 11/24/2020 3/19/2020 165.74 333515 USD BBG000BTQR96 20201208 002953 SWIR 5 435000 15.93 4.31 15.93 4.31 -1.68 12 SIERRA WIRELESS SWIR 16.4 2.24 284.1 184.2 9/30/2020 21.7 36456 14 4 3351 84.33 1 21 12/4/2020 3/18/2020 12/4/2020 3/18/2020 9.55 334220 USD BBG000CMV7Q9 20201208 002953 SWKS 5 31 2042000 158.61 67.9 158.61 67.9 4.84 0.03 9 SKYWORKS SOLUTIONS SWKS 61.7 1.14 2179.6 942.5 9/30/2020 24.7 166082 0.50 04/20/2000 0.67 02/19/1999 14 4 3674 42.23 1 21 10/12/2020 3/16/2020 10/12/2020 3/16/2020 120.88 334413 USD BBG000KLB4Q1 20201208 002954 SWM 7 12.3 218000 46.645 20 42.51 20 2.84 -0.01 12 SCHWEITZER-MAUDUIT INTL SWM 79.4 1.08 427.5 157.6 9/30/2020 540.8 31323 0.50 08/22/2012 14 4 2621 45.75 1 7 12/13/2019 3/23/2020 1/2/2020 3/23/2020 41.99 322121 USD BBG000C3CWZ7 20201208 002954 SWX 7 16.3 252000 81.62 45.68 81.62 45.68 3.99 0.06 12 SOUTHWEST GAS HOLDINGS INC SWX 91.6 0.09 859.9 1079.9 9/30/2020 2300.5 56830 14 4 4923 39.51 1 7 4/29/2020 3/23/2020 4/29/2020 3/23/2020 75.97 221210 USD BBG00FWP4JW4 20201208 002954 SWN 7 1.7 16247000 3.9 1.06 3.9 1.06 -5.28 -0.09 12 SOUTHWESTERN ENERGY SWN SWN1 75.5 1.56 679 848 9/30/2020 2242 674421 0.50 03/26/2008 0.50 11/18/2005 14 4 1311 67.68 1 7 6/9/2020 3/9/2020 6/9/2020 3/9/2020 2.42 211120 USD BBG000BTR593 20201208 002954 SXI 7 55.9 50000 81.69 37.5001 81.08 37.5001 1.43 -0.18 6 STANDEX INTERNATIONAL SXI 73.1 1.23 332 122.9 9/30/2020 199.2 12380 0.50 05/26/1993 0.50 11/28/1983 14 4 3589 48.71 1 7 12/16/2019 3/19/2020 11/24/2020 3/19/2020 79.35 333318 USD BBG000BTT5B8 20201208 002954 SXT 7 47.2 291000 75.3 38.24 75.3 38.24 1.59 0.05 12 SENSIENT TECHNOLOGIES SXT 91.8 0.94 788.2 201.4 9/30/2020 598.5 42357 0.50 05/26/1998 0.67 10/16/1989 14 4 2869 30.59 1 7 11/9/2020 4/3/2020 11/9/2020 4/3/2020 66.09 325199 USD BBG000J79P80 20201208 002955 SYBT 5 16 51000 44.73 22.98 44.73 22.98 2.56 0.13 12 STOCK YARDS BANCORP INC. COMM 47 0.83 9/30/2020 80 22692 0.67 05/31/2016 0.67 05/11/2016 14 4 6022 52.79 1 21 9/4/2020 3/23/2020 9/4/2020 3/23/2020 41.06 522110 USD BBG000FLKSG5 20201208 002955 SYKE 5 29.4 178000 40.99 22.12 40.99 22.12 1.33 0.03 12 SYKES ENTERPRISES SYKE 88 0.88 558.8 253.6 9/30/2020 73 39566 0.67 05/30/1997 0.67 07/29/1996 14 4 7373 30.74 1 21 11/9/2020 3/19/2020 11/9/2020 3/19/2020 36.99 541512 USD BBG000BBHPV4 20201208 002955 SYNA 5 24.5 425000 92.32 44.4101 92.32 44.4101 3.34 0.04 6 SYNAPTICS SYNA 89.4 1.16 1077.6 244.1 9/30/2020 586.6 34518 0.67 09/02/2008 14 4 3577 41.35 1 21 8/7/2020 3/18/2020 8/7/2020 3/18/2020 65.77 334118 USD BBG000BQV1S2 20201208 002955 SYX 7 20.2 65000 32.39 14 32.39 14 1.6 12 SYSTEMAX SYX 18 0.53 304.3 159.8 9/30/2020 0.1 37412 14 4 3559 58.98 1 7 12/4/2020 3/16/2020 12/4/2020 3/16/2020 25.16 423510 USD BBG000KFPB56 20201208 002956 TALO 7 3.6 668000 31.34 5 31.34 5 -0.54 12 TALOS ENERGY INC TALO 21.9 1.24 294 370.5 9/30/2020 733 73030 5.67 03/01/2017 10.00 06/13/2016 14 4 1311 101.17 1 7 1/7/2020 4/1/2020 1/7/2020 4/1/2020 30.15 211120 USD BBG00JPH4HQ3 20201208 002956 TAP 7 17.6 2839000 61.94 32.11 61.94 32.11 2.7 -0.17 12 MOLSON COORS BEVERAGE CO TAP 66.7 1.17 2184.4 3695.5 9/30/2020 8109.5 216681 0.50 10/04/2007 14 4 2082 47.93 1 7 2/12/2020 9/24/2020 2/12/2020 9/24/2020 53.9 312120 USD BBG000BS7KS3 20201208 002955 T 7 19.4 36305000 39.55 26.08 39.55 26.08 1.52 0.1 12 AT&T T 41 0.74 54761 68911 9/30/2020 149437 7126000 0.50 03/20/1998 0.50 05/26/1993 14 4 4899 20.59 1 7 1/8/2020 3/23/2020 1/8/2020 3/23/2020 39.08 517312 USD BBG000BSJK37 20201208 002956 TAC 7 28.3 147000 8.5 3.63 8.5 3.63 -0.3 -0.19 12 TRANSALTA 33.6 1.31 1042.2 868.2 9/30/2020 2097.7 274200 14 4 4911 27.42 1 7 2/21/2020 3/18/2020 2/21/2020 3/18/2020 7.16 221121 USD BBG000BBR1G3 20201102 145601 TAST 5 242000 8.47 0.9801 7.57 0.9801 -0.63 12 CARROLS RESTAURANT GROUP TAST 31.8 2.99 39.8 149.3 6/30/2020 455.6 52724 14 4 5812 58.2 1 21 11/25/2019 3/18/2020 10/12/2020 3/18/2020 7.05 722513 USD BBG000Q1PH76 20201102 145559 TA 5 6.7 193000 28.365 5.51 28.365 5.51 3.57 -0.13 12 TRAVELCENTERS OF AMERICA TA 16.6 2.21 419.8 390 6/30/2020 329.3 14398 5.00 08/01/2019 14 4 5541 57.04 1 21 10/26/2020 3/18/2020 10/26/2020 3/18/2020 17.15 447110 USD BBG000F71CC6 20201208 002955 SYY 7 143.5 3340000 85.98 26 85.13 26 -0.03 -0.18 6 SYSCO SYY 60.2 1.44 12348.2 6717.8 9/30/2020 12902.5 509359 0.50 12/18/2000 0.50 03/23/1998 14 4 5142 66.8 1 7 12/30/2019 3/18/2020 1/2/2020 3/18/2020 85.54 424420 USD BBG000BTVJ25 20201208 002956 TBBK 5 13 317000 13.73 3.36 13.69 3.36 1.01 -0.1 12 BANCORP TBBK 65.3 1.56 9/30/2020 54.4 57591 14 4 6021 69.01 1 21 12/19/2019 3/19/2020 2/24/2020 3/19/2020 12.97 522110 USD BBG000Q50XK4 20201208 002957 TCBI 5 40.2 541000 64.875 19.1 58.44 19.1 1.43 0.17 12 TEXAS CAPITAL BANCSHARES TCBI 71.2 1.89 9/30/2020 2795.5 50459 14 4 6022 55.72 1 21 12/9/2019 3/23/2020 2/6/2020 3/23/2020 56.77 522110 USD BBG000DN4ZT1 20201208 002957 TBI 7 9.2 161000 24.3 12.02 24.26 12.02 -3.96 12 TRUEBLUE TBI 72.3 1.5 421.7 230.8 9/30/2020 37.1 35473 0.67 07/13/1999 0.67 06/10/1998 14 4 7363 69.38 1 7 12/16/2019 3/12/2020 1/2/2020 3/12/2020 24.06 561330 USD BBG000BP69N0 20201208 002957 TCF 5 22.7 815000 47.46 16.96 47.12 16.96 1.59 0.07 12 TCF FINANCIAL TCF 82.7 1.75 9/30/2020 2354.4 152487 1.97 08/01/2019 0.95 01/06/2005 14 4 6021 78.11 1 21 12/24/2019 3/18/2020 1/2/2020 3/18/2020 46.8 522110 USD BBG000BFK8Y6 20201208 002957 TCBK 5 16.1 78000 41.42 23.05 40.97 23.05 2.12 0.15 12 TRICO BANCSHARES TCBK 58.2 0.66 9/30/2020 75.7 29769 0.50 05/03/2004 0.67 11/02/1998 14 4 6022 63.02 1 21 12/20/2019 3/16/2020 1/2/2020 3/16/2020 40.81 522110 USD BBG000BGYJF6 20201208 002957 TCO 7 13.4 3485000 53.4 26.24 53.4 26.24 -1.26 12 TAUBMAN CENTERS TCO 59.5 -0.25 218.6 268.7 9/30/2020 3710.3 61725 14 4 6798 42.41 1 7 2/20/2020 1/31/2020 2/20/2020 1/31/2020 31.09 525920 USD BBG000BGPVW0 20201208 002957 TCP 7 8.6 320000 44.65 18 44.65 18 3.84 0.07 12 TC PIPELINES LP TCP 47.8 0.95 156 170 9/30/2020 1880 71306 14 4 4922 33.35 1 7 1/16/2020 3/18/2020 1/16/2020 3/18/2020 42.3 486210 USD BBG000F8KJS1 20201208 002957 TD 7 11.1 1641000 57.5 33.74 57.5 33.74 5 0.09 10 TORONTO-DOMINION BANK TD 31.2 1.07 10/31/2020 8920.1 1816108 0.50 02/03/2014 0.50 08/04/1999 14 4 7021 25.6 1 7 2/20/2020 3/23/2020 2/20/2020 3/23/2020 56.13 522110 USD BBG000BXBHJ4 20201208 002958 TDF 7 5.5 56000 25.4 13.8675 25.4 13.8675 4.6 12 TEMPLETON DRAGON FUND COMMON 3.3 0.72 8941 12/31/2018 33804 14 4 6799 22.38 1 7 11/9/2020 3/19/2020 11/9/2020 3/19/2020 19.45 523999 USD BBG000DL6S28 20201208 002957 TCX 5 86.6 32000 78 42.5 78 42.5 0.9 0.22 12 TUCOWS INC. CLASS A COMMON STO TCX 30.5 0.71 145.7 156.9 9/30/2020 113.5 10606 4.00 12/31/2013 14 4 7374 32.84 1 2 10/23/2020 3/16/2020 10/23/2020 3/16/2020 61.78 518210 USD BBG000L69KL5 20201208 002958 TDG 7 67.6 401000 673.51 200.06 673.51 200.06 8.96 0.27 9 TRANSDIGM GROUP TDG 85.4 1.67 6960 1616 9/30/2020 19384 54436 14 4 3728 42.26 1 7 2/4/2020 3/18/2020 2/4/2020 3/18/2020 560 336413 USD BBG000L8CBX4 20201208 002958 TDS 7 9.8 915000 25.64 14.05 25.64 14.05 1.95 -0.02 12 TELEPHONE AND DATA SYSTEMS TDS 64.4 1.17 1921 962 9/30/2020 2316 114325 0.92 01/25/2012 0.50 05/16/2005 14 4 4813 35.8 1 7 1/16/2020 3/12/2020 1/16/2020 3/12/2020 25.43 517312 USD BBG000BV0VK7 20201208 002959 TECK 7 4368000 18.84 5.6 18.84 5.6 -3.12 0.26 12 TECK RESOURCES LTD TECK 38.6 1.4 3493.6 2157.6 9/30/2020 3921.1 531098 0.50 05/11/2007 14 4 619 51.65 1 7 12/4/2020 3/18/2020 12/4/2020 3/18/2020 17.37 212299 USD BBG000BSJTT0 20201208 002958 TDY 7 37.4 171000 398.99 195.34 398.99 195.34 10.51 0.13 12 TELEDYNE TECHNOLOGIES TDY 80.3 1.05 1313.7 763.2 9/30/2020 750 36882 14 4 3812 37.7 1 7 1/22/2020 3/18/2020 1/22/2020 3/18/2020 346.54 334511 USD BBG000BMT9T6 20201208 002959 TEF 7 76.7 3442000 7.605 3.22 7.11 3.22 0.06 -0.23 12 TELEFONICA TEF 0.1 0.87 29547.2 36668 9/30/2020 49710.9 5250875 0.33 01/21/2011 0.96 06/16/2005 14 4 4813 58.34 1 7 12/16/2019 10/29/2020 1/2/2020 10/29/2020 6.97 517110 USD BBG000BV2R33 20201208 002959 TELL 5 9710000 8.69 0.6664 8.69 0.6664 -0.96 12 TELLURIAN INC TELL 9.6 3.15 82.2 132.6 9/30/2020 58.1 330464 8.00 07/13/2015 0.91 01/15/1991 14 4 1311 137.24 1 2 1/17/2020 3/18/2020 1/17/2020 3/18/2020 7.28 211120 USD BBG000CS2ZS4 20201208 002959 TEN 7 1047000 14.85 2.21 14.04 2.21 -24.62 -0.26 12 TENNECO TEN 36.7 2.74 5762 4299 9/30/2020 5371 81432 5.00 11/05/1999 14 4 3714 87.83 1 7 12/13/2019 4/3/2020 1/7/2020 4/3/2020 13.1 336390 USD BBG000BJB6R0 20201208 002959 TEO 7 26.9 195000 12.35 6.22 12.35 6.22 0.33 -0.06 12 TELECOM ARGENTINA TEO TEO1 1.8 0.56 623 1054.9 9/30/2020 1431.9 430738 0.50 08/28/1997 14 4 4813 54.95 1 7 3/11/2020 10/30/2020 3/11/2020 10/30/2020 11.35 517110 USD BBG000BL1FQ7 20201208 003000 TEX 7 156 710000 34.6 11.54 34.6 11.54 -0.06 -0.23 12 TEREX TEX 81.6 1.64 2019.7 872.4 9/30/2020 1168.8 69300 0.50 07/17/2006 0.80 05/25/1990 14 4 3537 68.41 1 7 12/4/2020 5/14/2020 12/4/2020 5/14/2020 29.78 333924 USD BBG000C7B436 20201208 002959 TER 5 27.1 1469000 117.22 42.87 117.22 42.87 4.28 0.48 12 TERADYNE TER 79.2 1.37 1658.9 539 9/30/2020 394.7 166056 0.50 09/01/1999 0.50 08/30/1995 14 4 3825 36.51 1 21 12/3/2020 3/18/2020 12/3/2020 3/18/2020 68.19 334515 USD BBG000BV4DR6 20201208 003000 TG 7 180.7 253000 23.48 11.31 22.53 11.31 -2.39 0.05 12 TREDEGAR CORPORATION TG 51.1 0.9 233.2 152.5 9/30/2020 42 33498 0.33 07/02/1998 0.67 01/03/1996 14 4 2813 91.37 1 7 12/16/2019 3/12/2020 12/4/2020 3/12/2020 22.35 325120 USD BBG000BLVNB3 20201208 003000 TGNA 7 10 1562000 18.31 9.61 18.31 9.61 1.47 -0.22 12 TEGNA INC TGNA 60.5 1.26 707.3 361.2 9/30/2020 4179.2 219242 0.50 10/07/1997 0.50 01/06/1987 14 4 4833 36.97 1 7 3/10/2020 3/30/2020 3/10/2020 3/30/2020 16.69 515120 USD BBG000BK5DP1 20201208 003000 TGI 7 1758000 29.32 3.02 26.16 3.02 -7.69 3 TRIUMPH GROUP TGI 69.6 3.35 1561.6 987.8 9/30/2020 1800.2 52111 0.50 07/15/2011 14 4 3724 96.63 1 7 12/13/2019 3/19/2020 1/9/2020 3/19/2020 25.27 336412 USD BBG000BM7L13 20201208 003000 TGP 7 10.7 341000 16.07 7 15.82 7 1.16 -0.07 12 TEEKAY LNG PARTNERS TGP 21.1 1.27 592 838.5 9/30/2020 1232.3 86945 14 4 37.38 1 7 12/20/2019 3/18/2020 1/2/2020 3/18/2020 15.56 488320 USD BBG000QT29D1 20201208 003001 TGS 7 8.4 105000 7.69 3.72 7.255 3.72 0.69 1.65 12 TRANSPORTADORA DE GAS TGS 2.7 0.55 256.9 97.6 9/30/2020 366.2 151122 0.96 11/08/2019 14 4 4922 38.98 1 7 12/27/2019 3/23/2020 1/2/2020 3/23/2020 7.17 486210 USD BBG000DQX5M5 20201208 003001 TGT 7 23 5016000 181.17 90.17 181.17 90.17 7.62 0.12 1 TARGET TGT 63.6 1.03 12902 14487 10/31/2020 11338 500773 0.50 07/20/2000 0.50 05/01/1998 14 4 5331 24.45 1 7 12/1/2020 4/3/2020 12/1/2020 4/3/2020 128.21 452319 USD BBG000H8TVT2 20201208 003001 THFF 5 10.2 58000 46.93 27.62 45.92 27.62 3.84 0.08 12 FIRST FINANCIAL THFF 43.2 0.85 9/30/2020 31 13715 0.50 10/16/2003 0.95 01/07/1998 14 4 6022 40.42 1 21 12/19/2019 3/23/2020 1/2/2020 3/23/2020 45.72 522110 USD BBG000CDH213 20201208 003001 THG 7 6.3 201000 144.71 75.11 144.71 75.11 18.53 0.11 12 HANOVER INSURANCE GROUP THG 89.9 0.9 9/30/2020 653.4 36384 14 4 6331 39.56 1 7 2/5/2020 3/18/2020 2/5/2020 3/18/2020 136.67 524126 USD BBG000FJH8W0 20201208 003001 THO 7 23.7 685000 121.33 32.3 121.33 32.3 4.04 0.01 7 THOR INDUSTRIES THO 92.5 2.41 2102.3 1515.3 7/31/2020 1652.8 55366 0.50 01/27/2004 0.50 07/09/2002 14 4 3716 46.38 1 7 8/3/2020 3/23/2020 8/3/2020 3/23/2020 74.29 336213 USD BBG000BV6R84 20201208 003002 THS 7 674000 53.98 33.5 53.98 33.5 -0.08 12 TREEHOUSE FOODS THS 99 0.71 1219.5 813.4 9/30/2020 2091.7 56509 14 4 2032 41.41 1 7 5/8/2020 3/12/2020 5/8/2020 3/12/2020 48.5 311422 USD BBG000GQGJT4 20201208 003002 THRM 5 55.2 173000 61.45 27.24 61.45 27.24 1.11 -0.1 12 GENTHERM THRM 86.5 1.45 373.9 156.7 9/30/2020 78.1 32690 5.00 01/28/1999 14 4 3714 40.79 1 21 12/4/2020 3/23/2020 12/4/2020 3/23/2020 44.39 336211 USD BBG000BQLM34 20201208 003002 TILE 5 6.4 891000 17.675 5.06 17.57 5.06 -1.28 0.29 12 INTERFACE INC TILE 71.2 2.02 548.1 263.3 9/30/2020 565.2 58669 1.00 06/16/1998 14 4 1752 75.34 1 21 12/16/2019 3/19/2020 1/17/2020 3/19/2020 16.59 314999 USD BBG000BLTV73 20201208 003002 TIF 7 55.4 2000000 134.42 103.89 134.42 103.89 2.37 0.04 1 TIFFANY TIF 44.4 0.6 3875.5 970.4 10/31/2020 884.1 121413 0.50 07/21/2000 0.50 07/22/1999 14 4 5944 14.39 1 7 2/14/2020 3/18/2020 2/14/2020 3/18/2020 133.65 448310 USD BBG000BV75B7 20201208 003002 TIGO 5 212.5 90000 49.71 20.15 49.42 20.15 -0.64 -0.44 12 MILLICOM INTERNATIONAL CELLULAR SA 6.2 0.84 2646 2408 9/30/2020 5786 101213 0.25 02/23/2004 3.00 02/20/2003 14 4 4812 53.64 1 21 12/20/2019 5/14/2020 1/10/2020 5/14/2020 48.23 517919 USD BBG000BQBFQ5 20201208 003003 TISI 7 338000 16.735 3.75 16.08 3.75 -7.51 12 TEAM TISI 58.7 1.99 317.6 150.5 9/30/2020 325.3 30628 0.50 08/30/2007 14 4 7699 131.77 1 7 12/16/2019 7/31/2020 1/2/2020 7/31/2020 15.97 811310 USD BBG000BVCV15 20201208 003002 TIP 7 2326000 127.2799 107.37 127.28 107.37 ISHARES BARCLAYS TIPS BOND TIP 0.98 244823 193700 14 4 3.22 1 11 9/2/2020 3/12/2020 9/2/2020 3/12/2020 116.57 0 USD BBG000C01W49 3 20201208 003003 TJX 7 107.5 10422000 66.76 32.72 66.76 32.72 0.62 0.11 1 TJX COMPANIES TJX 66.8 0.95 8890.6 7150.2 10/31/2020 2236.6 1200631 0.50 11/07/2018 0.50 02/03/2012 14 4 5399 49.66 1 7 12/4/2020 3/23/2020 12/4/2020 3/23/2020 61.06 452319 USD BBG000BV8DN6 20201208 003003 TK 7 761000 5.63 1.7 5.3978 1.7 -0.51 12 TEEKAY TK 20.1 1.35 894.6 1316.7 9/30/2020 3828.2 101109 0.50 05/18/2004 14 4 1389 84.66 1 7 12/19/2019 10/30/2020 1/2/2020 10/30/2020 5.32 213112 USD BBG000BLCJG8 20201208 003003 TKC 7 9.3 370000 6.36 4.36 6.36 4.36 0.54 0.1 12 TURKCELL ILETISIM TKC 1 0.63 2481.3 1624.3 9/30/2020 1485.8 873242 0.84 06/26/2006 0.80 06/10/2005 14 4 4813 43.95 1 7 6/19/2020 4/1/2020 6/19/2020 4/1/2020 5.8 517210 USD BBG000F0XHJ8 20201208 003003 TKR 7 16.3 535000 75.36 22.255 75.36 22.255 4.57 0.2 12 TIMKEN TKR 69.9 1.78 1874.6 736.6 9/30/2020 1648.1 75356 0.50 06/02/1997 0.50 09/01/1988 14 4 3562 45.74 1 7 11/27/2020 3/18/2020 11/27/2020 3/18/2020 56.31 332991 USD BBG000BV95H9 20201208 003004 TLT 5 10750000 179.7 135.38 179.7 135.905 ISHARES 20+ YEAR TREASURY BOND TLT 3.09 179296 111900 14 4 15.63 1 1 3/9/2020 12/31/2019 3/9/2020 1/9/2020 135.48 0 USD BBG000BJKYW3 3 20201208 003004 TM 7 13 185000 144.65 108.01 144.65 108.01 10.65 0.01 3 TOYOTA MOTOR TM 0.2 0.5 179541 172412 9/30/2020 102980 1397980 0.91 06/21/1991 0.91 06/22/1990 14 4 3711 22.56 1 7 11/16/2020 3/16/2020 11/16/2020 3/16/2020 140.54 336111 USD BBG000BPH299 20201208 003003 TLK 7 16.6 344000 29.37 16.06 29.37 16.06 1.38 0.05 12 TELEKOMUNIKASI INDONESIA 3 0.91 2897.1 4343.7 9/30/2020 2286.2 990622 0.50 10/26/2016 0.93 06/30/1999 14 4 4813 50.53 1 7 1/13/2020 3/24/2020 1/13/2020 3/24/2020 28.5 334210 USD BBG000FS2KR5 20201208 003004 TMP 6 13.7 55000 93.66 53.3241 93.66 53.3241 5 0.09 12 TOMPKINS FINANCIAL 44.5 0.65 9/30/2020 675.1 14931 0.91 02/03/2010 0.91 05/01/2006 14 4 6022 63.79 1 6 1/17/2020 5/14/2020 1/17/2020 5/14/2020 91.5 522110 USD BBG000F61H73 20201208 003004 TNC 7 30.2 69000 87.06 46.64 87.06 46.64 2.3 -0.02 12 TENNANT TNC 83.5 1.09 481 274.9 9/30/2020 307.5 18473 0.50 07/26/2006 0.50 04/27/1995 14 4 3599 45.12 1 7 1/17/2020 3/23/2020 1/17/2020 3/23/2020 77.92 333318 USD BBG000JCZJS2 20201208 003004 TNP 7 13.7 152000 23.85 7.06 23.85 7.06 0.7 12 TSAKOS ENERGY NAVIGATION TNP TNP1 10 0.49 397 354.2 6/30/2020 1298.8 18781 5.00 07/01/2020 0.50 11/15/2007 14 4 63.44 1 7 4/28/2020 9/25/2020 4/28/2020 9/25/2020 21.8 483111 USD BBG000BRM155 20201208 003005 TOT 7 12.4 2767000 56.911 22.13 56.911 22.13 -2.24 0.18 12 TOTAL SE TOT 3.2 1.04 85265 70244 9/30/2020 47773 2628726 0.50 05/23/2006 0.99 12/15/2017 14 4 1311 62.35 1 7 1/6/2020 3/18/2020 1/6/2020 3/18/2020 55.3 211111 USD BBG000CHZ857 20201208 003005 TOL 7 14.5 1586000 50.415 13.28 50.415 13.28 3.31 0.17 10 TOLL BROTHERS TOL 75.1 1.59 10188.5 1402.5 7/31/2020 3921.4 126183 0.50 07/11/2005 0.50 04/01/2002 14 4 1531 52.6 1 7 10/5/2020 3/18/2020 10/5/2020 3/18/2020 39.51 236117 USD BBG000BVHBM1 20201208 003005 TOWN 5 13 198000 29.02 15.03 28.21 15.03 1.81 0.1 12 TOWNE BANK TOWN 43.7 1.09 9/30/2020 720.1 72655 0.97 05/23/2012 0.97 08/24/2005 14 4 6021 61.79 1 21 12/20/2019 3/23/2020 1/17/2020 3/23/2020 27.82 522110 USD BBG000BBSC23 20201208 003006 TPL 7 25.9 21000 838.5 295.0489 838.5 295.049 25.83 0.58 12 TEXAS PACIFIC LAND TRUST 24.4 2.32 473.7 24.5 9/30/2020 7756 0.20 07/13/2007 0.33 03/13/1980 14 4 1311 62.61 1 7 1/9/2020 3/23/2020 1/9/2020 3/23/2020 781.22 211120 USD BBG000BVJ926 20201208 003006 TPC 7 433000 16.17 2.61 15.92 2.61 -0.27 -0.02 12 TUTOR PERINI TPC 54.5 1.39 3511 2109.9 9/30/2020 710.4 50827 14 4 1542 56.85 1 7 12/13/2019 3/18/2020 2/28/2020 3/18/2020 12.86 236220 USD BBG000BQXHV1 20201208 003006 TPR 7 7.4 4882000 30.4 10.18 30.4 10.18 -1.57 -0.05 6 TAPESTRY INC TPR 63.2 1.49 2553.1 1742.1 9/30/2020 1587.9 277405 0.50 04/05/2005 0.50 10/02/2003 14 4 3171 42.01 1 7 2/6/2020 4/2/2020 2/6/2020 4/2/2020 26.97 316992 USD BBG000BY29C7 20201208 003006 TPX 7 21.1 1307000 25.95 5.5 25.95 5.5 1.19 0.14 12 TEMPUR SEALY INTERNATIONAL TPX 19.3 1.96 900.2 773.3 9/30/2020 1502.6 206354 0.25 11/24/2020 14 4 2515 47.75 1 7 11/30/2020 3/19/2020 11/30/2020 3/19/2020 21.76 337910 USD BBG000PXGT62 20201208 003007 TRI 7 21.6 408000 89.55 52.23 89.55 52.23 3.77 0.04 12 THOMSON REUTERS TRI TRI1 14 0.43 3071 3219 9/30/2020 2676 496968 1.10 11/27/2018 14 4 7771 23.6 1 7 11/9/2020 3/23/2020 11/9/2020 3/23/2020 71.6 541613 USD BBG000BBS9F6 20201208 003006 TR 7 34.9 167000 38.92 28.99 38.92 28.99 0.87 0.01 12 TOOTSIE ROLL INDUSTRIES TR 21.6 -0.06 353.3 79.5 9/30/2020 7.5 66361 0.97 03/02/2020 0.97 03/05/2018 14 4 2064 25.6 1 7 4/9/2020 9/24/2020 4/9/2020 9/24/2020 34.14 311352 USD BBG000BVJNQ9 20201208 003006 TREX 7 51.7 848000 81.23 28.11 81.23 28.11 1.44 0.31 12 TREX COMPANY TREX 90.5 1.43 303.2 78.7 9/30/2020 84.2 115787 0.50 09/15/2020 0.50 06/19/2018 14 4 2499 59.79 1 7 10/13/2020 3/19/2020 10/13/2020 3/19/2020 89.88 321999 USD BBG000BTGKK9 20201208 003007 TRMK 5 11.6 252000 35.64 20.08 34.84 20.08 2.24 0.05 12 TRUSTMARK TRMK 50.7 1 9/30/2020 147.3 63424 0.50 03/31/1998 0.33 10/12/1993 14 4 6021 54.26 1 21 12/18/2019 9/24/2020 1/17/2020 9/24/2020 34.51 522110 USD BBG000C3SB31 20201208 003007 TRMB 5 32.3 1023000 63.3 20.01 63.3 20.01 1.95 0.2 12 TRIMBLE INC TRMB 91.2 1.53 1211.8 1190.3 9/30/2020 1624.2 250176 0.50 03/21/2013 0.50 02/23/2007 14 4 3829 36.97 1 21 12/4/2020 3/18/2020 12/4/2020 3/18/2020 41.69 334519 USD BBG000BNPS52 20201208 003007 TRN 7 792 824000 24.64 14.53 24.64 14.53 0.03 -0.24 12 TRINITY INDUSTRIES TRN TRN1 56.3 1.37 985.8 546 9/30/2020 4881.9 114162 0.50 06/20/2014 0.67 06/12/2006 14 4 3743 59.82 1 7 2/20/2020 4/3/2020 2/20/2020 4/3/2020 22.15 336510 USD BBG000BVL2G3 20201208 003007 TROW 5 16.9 934000 153.24 82.51 153.24 82.51 9 0.14 12 T. 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7883 4234 9/30/2020 10791 364136 0.67 02/18/1997 0.50 04/16/1991 14 4 2015 34.22 1 7 1/13/2020 3/18/2020 1/13/2020 3/18/2020 91.04 311615 USD BBG000DKCC19 20201208 003008 TSM 7 30.6 9086000 104.3 42.7 104.3 42.7 3.39 0.07 12 TAIWAN SEMICONDUCTOR TSM 13.6 1.03 28946.6 20787.2 9/30/2020 883.2 5186076 0.99 07/15/2009 0.99 07/16/2008 14 4 3674 38.35 1 7 12/1/2020 3/19/2020 12/1/2020 3/19/2020 58.1 334413 USD BBG000BD8ZK0 20201208 003009 TTC 7 33 339000 92.39 52.07 92.39 52.07 2.75 0.11 10 TORO TTC 70.8 0.72 1122.9 757 7/31/2020 620.9 107297 0.50 09/19/2016 0.50 07/02/2012 14 4 3524 20.94 1 7 11/24/2020 3/18/2020 11/24/2020 3/18/2020 79.67 333112 USD BBG000BVQRY3 20201208 003009 TTEC 5 32.9 162000 72.4 26.28 72.4 26.28 2.19 0.03 12 TELETECH HOLDINGS TTEC 28.2 0.77 549.8 363.3 9/30/2020 290 46735 14 4 5045 32.45 1 21 12/4/2020 3/18/2020 12/4/2020 3/18/2020 39.62 541511 USD BBG000C4NJF4 20201011 235453 TSU 7 16.7 957000 20.32 10.285 20.32 10.285 0.73 0.19 12 TIM HOLDING TSU 2.9 0.71 1565.5 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1/15/2020 4/3/2020 1/15/2020 4/3/2020 12.93 336111 USD BBG000PVGDH9 20201208 003010 TUP 7 99 1375000 38.1799 1.15 38.1799 1.15 0.37 0.04 12 TUPPERWARE BRANDS TUP 61.8 3.16 538.5 688.9 9/30/2020 602.2 49175 14 4 3089 120.36 1 7 12/4/2020 3/17/2020 12/4/2020 3/17/2020 8.58 326199 USD BBG000GQ1G25 20201208 003010 TTWO 5 43.2 1416000 184.43 100 184.43 100 4.18 -0.02 3 TAKE-TWO INTERACTIVE SFTW TTWO 80.5 0.58 3493.4 2038.5 9/30/2020 8.1 115111 0.67 04/12/2005 14 4 7372 42.77 1 21 12/3/2020 3/20/2020 12/3/2020 3/20/2020 122.43 511210 USD BBG000BS1YV5 20201208 003010 TV 7 23.2 1369000 12.605 4.65 12.605 4.65 -0.29 12 GRUPO TELEVISA TV 40.9 1.29 3422.7 2129.5 9/30/2020 6051.3 564001 0.25 03/22/2006 0.33 12/10/1993 14 4 4833 51.27 1 7 1/22/2020 4/3/2020 1/22/2020 4/3/2020 11.73 515120 USD BBG000BJDPF9 20201208 003011 TX 7 23 478000 29.99 9.59 29.99 9.59 1.3 0.27 12 TERNIUM TX 9.1 1.31 4178.2 1768.1 9/30/2020 1628.9 196308 14 4 3312 45.82 1 7 12/4/2020 3/19/2020 12/4/2020 3/19/2020 22 331110 USD BBG000LTPD97 20201208 003011 TXN 5 31.1 3783000 166.6 93.09 166.6 93.09 5.36 0.15 12 TEXAS INSTRUMENTS TXN 78.8 1.07 8761 2123 9/30/2020 5303 917942 0.50 05/23/2000 0.50 08/17/1999 14 4 3674 27.29 1 21 12/4/2020 3/16/2020 12/4/2020 3/16/2020 128.29 334413 USD BBG000BVV7G1 20201208 003011 TY 7 72.5 52000 29.72 16.94 29.72 16.94 0.41 12 TRI-CONTINENTAL CORPORATION CO 0.8 1.02 17482 53261 14 4 6726 18.76 1 7 12/4/2020 3/18/2020 12/4/2020 3/18/2020 28.2 525990 USD BBG000BVW8Y8 20201208 003011 TXT 7 40.2 1324000 51.53 20.26 51.53 20.26 1.19 0.1 12 TEXTRON TXT 85.5 1.74 7065 3846 9/30/2020 2563 228875 0.50 08/27/2007 0.50 06/02/1997 14 4 3721 55.14 1 7 2/5/2020 3/23/2020 2/5/2020 3/23/2020 44.6 336411 USD BBG000BVVQQ8 20201208 003011 TXRH 5 102.4 965000 84.27 25.15 84.27 25.15 0.78 0.15 12 TEXAS ROADHOUSE TXRH 83.1 1.08 247.9 417.2 9/30/2020 2.1 69483 0.50 09/26/2005 14 4 5812 45.31 1 21 11/9/2020 3/18/2020 11/9/2020 3/18/2020 56.32 722511 USD BBG000PSJMV7 20201208 003012 TYG 7 129000 313.28 13.91 313.28 13.91 -59.14 11 TORTOISE ENERGY INFRASTRUCTURE CORP 3.1 3.08 3308 5/31/2019 13334 4.00 05/01/2020 14 4 6282 46.48 1 7 1/16/2020 9/24/2020 1/16/2020 9/24/2020 286.88 523920 USD BBG000L1GR60 20201208 003012 TYL 7 88.9 191000 435.26 247.22 435.26 247.22 4.73 0.17 12 TYLER TECHNOLOGIES TYL 85.8 0.64 679.7 509.1 9/30/2020 10 40327 14 4 7372 23.28 1 7 12/1/2020 3/18/2020 12/1/2020 3/18/2020 300.02 511210 USD BBG000BVWZF9 20201208 003013 UAA 7 43.1 6516000 21.96 7.15 21.96 7.15 -1.66 -0.16 12 UNDER ARMOUR UAA 16.9 1.28 2702.2 1422 9/30/2020 592.7 454668 0.50 04/08/2016 0.50 04/15/2014 14 4 2321 43.78 1 7 1/3/2020 5/14/2020 1/3/2020 5/14/2020 21.6 315220 USD BBG000BXM6V2 20201102 145644 TZOO 5 16.9 69000 12.3961 3.04 12.3961 3.04 -1.3 -0.2 12 TRAVELZOO INC. 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1/28/2020 3/20/2020 1/28/2020 3/20/2020 25.26 313110 USD BBG000C48RJ9 20201208 003014 UFCS 5 45 92000 47.52 18.83 47.52 18.83 -5.07 -0.24 12 UNITED FIRE GROUP UFCS 47.8 0.05 9/30/2020 45 25031 0.50 12/16/2004 0.67 01/08/1996 14 4 6331 73.65 1 21 2/6/2020 11/4/2020 2/6/2020 11/4/2020 43.73 524126 USD BBG000BVY6C4 20201208 003014 UFPT 5 23.9 23000 52.5916 30.8 52.5916 30.8 2.01 0.2 12 UFP TECHNOLOGIES 57.9 1.04 53.2 16.3 9/30/2020 22.3 7495 14 4 3086 52.15 1 2 3/5/2020 3/19/2020 3/5/2020 3/19/2020 49.61 326140 USD BBG000BJBZK3 20201208 003014 UFPI 5 14.7 267000 64.2 29.17 64.2 29.17 3.59 0.25 12 UFP INDUSTRIES INC UFPI 71.6 1.39 1093.1 354 9/30/2020 160.9 61187 0.33 11/15/2017 14 4 2421 26.95 1 21 8/17/2020 3/23/2020 8/17/2020 3/23/2020 47.7 321999 USD BBG000BL0T06 20201208 003015 UGI 7 14.1 1062000 45.71 21.75 45.26 21.75 2.55 0.1 9 UGI CORP UGI 65.2 0.99 1543 1755 9/30/2020 5981 208421 0.67 09/08/2014 0.50 05/25/2005 14 4 4932 45.33 1 7 12/20/2019 3/19/2020 1/2/2020 3/19/2020 45.16 221210 USD BBG000BVYN55 20201208 003015 UFS 7 109.8 826000 40.05 18.4 40.05 18.4 -1.75 -0.27 12 DOMTAR UFS 61 1.93 1518 766 9/30/2020 938 55195 0.50 06/18/2014 12.00 06/11/2009 14 4 2621 52.53 1 7 1/17/2020 3/25/2020 1/17/2020 3/25/2020 38.24 322121 USD BBG000BHFHP8 20201208 003015 UGP 7 121.2 1241000 6.68 1.97 6.68 1.97 0.04 -0.21 12 ULTRAPAR HOLDINGS UGP 1 1.4 2921.6 1008 9/30/2020 2575.7 1088033 0.50 04/25/2019 0.25 02/25/2011 14 4 4924 73.25 1 7 1/23/2020 3/23/2020 1/23/2020 3/23/2020 6.26 486910 USD BBG000C2RVP6 20201208 003015 UHAL 5 16.8 34000 434.345 222.34 434.345 222.34 25.88 0.04 3 AMERCO UHAL 25.7 0.81 1379.8 1552 9/30/2020 3487.6 19608 14 4 7513 37.27 1 21 12/4/2020 3/23/2020 12/4/2020 3/23/2020 375.82 532120 USD BBG000BCFXT0 20201208 003015 UHT 7 44.9 55000 132.41 52.2501 132.41 52.2501 1.47 -0.19 12 UNIVERSAL HEALTH REALTY UHT 53.5 0.75 16.7 226.2 9/30/2020 60.7 13771 14 4 6798 54.41 1 7 2/14/2020 11/6/2020 2/14/2020 11/6/2020 117.36 531190 USD BBG000BW0BB9 20201208 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2.095 8.96 2.095 0.3 -0.06 12 UNITED MICROELECTRONICS UMC 2 1.13 5410.5 2558.7 9/30/2020 1685.1 2484400 0.96 08/08/2008 1.43 10/09/2007 14 4 3674 81.19 1 7 12/4/2020 4/3/2020 12/4/2020 4/3/2020 2.68 334419 USD BBG000BR4TH1 20201130 002028 UN 7 22.6 1913000 63.1 42 63.1 42 2.68 0.04 12 UNILEVER UN 2.3 0.36 19570 24987.2 12/31/2010 25987.7 2621300 0.33 05/25/2006 1.12 05/10/1999 14 4 2841 27.86 1 7 11/11/2020 3/16/2020 11/11/2020 3/16/2020 57.46 325611 USD BBG000BW1M06 20201208 003017 UNF 7 25.4 87000 217.9 121.89 217.9 121.89 7.46 0.03 8 UNIFIRST UNF 64.4 1.03 969.3 210.1 8/31/2020 0.2 18873 0.50 01/20/1994 0.50 12/04/1989 14 4 7389 38.56 1 7 1/8/2020 3/18/2020 1/8/2020 3/18/2020 201.98 532281 USD BBG000BW29L1 20201208 003016 UMPQ 5 9.9 1491000 18.94 8.88 18.94 8.88 -7.22 0.15 12 UMPQUA HOLDINGS UMPQ 82.1 1.16 9/30/2020 1269.9 220225 0.25 02/02/1998 14 4 6029 58.61 1 21 1/23/2020 5/14/2020 1/23/2020 5/14/2020 17.7 522110 USD BBG000C0ZW33 20201208 003017 UNFI 7 951000 23.38 5 23.38 5 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28.6 60000 13.45 8.83 13.45 8.83 0.45 2 INVESCO CA VALUE MUNI COMMON 4.1 0.32 6538 47865 14 4 6733 6.74 1 7 2/25/2020 3/18/2020 2/25/2020 3/18/2020 12.82 525990 USD BBG000BFVK04 20201208 003020 VECO 5 368000 19.21 7.42 19.21 7.42 -0.86 12 VEECO INSTRUMENTS VECO 67 1.46 475.9 118.2 9/30/2020 300.1 49612 14 4 3674 37.53 1 21 2/14/2020 3/18/2020 2/14/2020 3/18/2020 14.69 333242 USD BBG000BDCB28 20201208 003021 VFH 7 636000 77.95 42.3366 77.95 42.3366 VANGUARD FINANCIALS ETF VFH 1.22 73463 99928 14 4 33.23 1 11 2/12/2020 3/23/2020 2/12/2020 3/23/2020 76.28 0 USD BBG000HSSXW1 3 20201208 003020 VFC 7 87.2 2432000 100.25 45.07 100.25 45.07 -0.11 -0.11 3 VF VFC VFC1 56.3 1.41 5027 3023.9 9/30/2020 2608.3 390004 0.25 12/23/2013 0.50 11/25/1997 14 4 2329 47.2 1 7 1/2/2020 3/23/2020 1/2/2020 3/23/2020 99.66 314999 USD BBG000BWCKB6 20201208 003021 VG 5 1936000 14.2 4.18 14.2 4.18 -0.1 0.01 12 VONAGE HOLDINGS VG 73.7 0.82 159.2 238.2 9/30/2020 497.2 248333 14 4 4813 52.56 1 21 12/3/2020 3/18/2020 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BBG000BP7JB0 20201208 003022 VICR 5 442.7 123000 90.88 30.42 90.88 30.42 0.19 12 VICOR VICR 27.1 0.69 179.1 29.9 9/30/2020 0.1 43275 0.50 09/19/1995 0.50 08/21/1991 14 4 3679 36.42 1 21 9/2/2020 3/12/2020 9/2/2020 3/12/2020 46.72 334419 USD BBG000C3VHF1 20201208 003022 VIV 7 16.7 945000 14.68 7.08 14.68 7.08 0.51 -0.08 12 TELEFONICA BRASIL SA VIV 8 0.48 3617.5 3440.4 9/30/2020 492.1 1688462 4.00 10/17/2008 14 4 4813 49.34 1 7 1/23/2020 10/29/2020 1/23/2020 10/29/2020 14.32 517210 USD BBG000BBTCW9 20201208 003022 VKQ 7 42.9 60000 13.07 9.08 13.07 9.08 0.3 2 INVESCO MUNICIPAL TRUST COMMON 10 0.23 7490 55320 14 4 6733 7.54 1 7 1/31/2020 3/19/2020 1/31/2020 3/19/2020 12.36 525990 USD BBG000BG4S05 20201208 003022 VLGEA 5 11.8 37000 27.88 16.48 27.88 16.48 1.93 -0.04 7 VILLAGE SUPER MARKET 31.8 0.03 197.3 162.8 7/31/2020 75.1 14556 0.50 01/23/2009 0.50 04/27/2007 14 4 5411 22.02 1 21 7/15/2020 3/12/2020 7/15/2020 3/12/2020 23.2 445110 USD BBG000BWGK40 20201208 003022 VLO 7 16.1 6342000 98.03 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12/9/2019 3/18/2020 1/6/2020 3/18/2020 38.04 332992 USD BBG000BWJYL8 20201208 003024 VSH 7 29.8 800000 23.25 11.23 23.25 11.23 0.68 0.08 12 VISHAY INTERTECHNOLOGY VSH 70.1 1.46 1704.1 520.4 9/30/2020 499.1 144658 0.67 06/12/2000 0.80 06/23/1999 14 4 3679 37.42 1 7 1/16/2020 3/19/2020 1/16/2020 3/19/2020 21.29 334413 USD BBG000BWKB81 20201208 003024 VTI 7 4124000 191.51 109.49 191.51 109.49 VANGUARD TOTAL STOCK MARKET ET VTI 1.04 9466620 1008912 0.50 06/18/2008 14 4 19.31 1 11 12/4/2020 3/23/2020 12/4/2020 3/23/2020 163.62 0 USD BBG000HR9779 3 20201208 003024 VTR 7 55 2844000 63.38 13.345 63.38 13.345 0.9 -0.06 12 VENTAS VTR 67.4 1.3 942.1 1262.3 9/30/2020 12158.8 374571 0.67 10/26/1994 0.80 01/16/1992 14 4 6798 63.24 1 7 2/21/2020 3/18/2020 2/21/2020 3/18/2020 57.74 531190 USD BBG000FRVHB9 20201208 003025 VWO 7 9938000 49.36 29.955 49.36 29.955 VANGUARD FTSE EMERGING MARKETS VWO 1 924300 1397143 0.50 06/18/2008 14 4 19.45 1 11 12/4/2020 3/23/2020 12/4/2020 3/23/2020 44.47 0 USD 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20201208 003026 WBA 5 83.5 10770000 59.78 33.36 59.78 33.36 0.52 -0.34 8 WALGREEN BOOTS ALLIANCE INC. 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0.50 10/14/1997 14 4 6021 49.62 1 7 12/16/2019 10/29/2020 1/2/2020 10/29/2020 53.8 522110 USD BBG000BWQFY7 20201208 003028 WEX 7 184.1 509000 236.515 71.12 236.515 71.12 1.04 -0.15 12 WEX INC WEX 89.6 2.04 3842.4 3049.9 9/30/2020 2686.5 44130 14 4 7379 85.27 1 7 2/20/2020 3/23/2020 2/20/2020 3/23/2020 209.46 423430 USD BBG000BVZP59 20201208 003029 WINA 5 22.7 9000 215 115 215 115 8.04 0.15 12 WINMARK 50.3 0.82 41.2 11.9 9/30/2020 21.9 3740 14 4 5999 27.16 1 1 2/14/2020 4/1/2020 2/14/2020 4/1/2020 198.3 533110 USD BBG000BQ5GY1 20201208 003029 WHR 7 13.2 677000 207.3 64 207.3 64 13.89 0.18 12 WHIRLPOOL WHR 77.8 1.86 7398 8369 9/30/2020 4140 62547 0.50 01/02/1987 0.33 06/08/1972 14 4 3632 46.4 1 7 10/22/2020 3/23/2020 10/22/2020 3/23/2020 147.53 335220 USD BBG000BWSV34 20201208 003029 WGO 7 31.6 657000 72.65 16.94 72.65 16.94 1.85 0.04 8 WINNEBAGO INDUSTRIES WGO 58.9 2.1 713.6 300.4 8/31/2020 512.6 33754 0.50 03/08/2004 0.50 06/29/1972 14 4 3716 64.07 1 7 6/23/2020 3/19/2020 6/23/2020 3/19/2020 52.98 336213 USD BBG000BWS3F3 20201208 003029 WIRE 5 17.9 107000 60.08 38.01 60.08 38.01 3.02 0.09 12 ENCORE WIRE WIRE 80.8 0.98 549.2 75.3 9/30/2020 100.7 20632 0.67 08/17/2004 0.67 06/16/1998 14 4 3351 29.56 1 21 1/17/2020 4/3/2020 1/17/2020 4/3/2020 57.4 331420 USD BBG000CQCCK6 20201208 003029 WIT 7 23.2 1124000 5.5 2.52 5.5 2.52 0.23 0.05 3 WIPRO WIT 1.1 0.58 7037.8 2929.6 9/30/2020 65.5 5693434 0.75 03/15/2019 0.50 06/22/2017 14 4 7371 25.63 1 7 12/2/2020 3/19/2020 12/2/2020 3/19/2020 3.75 541511 USD BBG000BDFT17 20201208 003030 WLK 7 36.3 319000 82.37 28.99 82.37 28.99 2.25 -0.09 12 WESTLAKE CHEMICAL WLK 29.9 1.44 2742 1241 9/30/2020 3445 127722 0.50 03/19/2014 14 4 2869 46.47 1 7 12/4/2020 3/16/2020 12/4/2020 3/16/2020 70.15 325110 USD BBG000PXZFW2 20201208 003030 WLL 7 664000 28 13.44 28 13.44 -47.8 -0.21 12 WHITING PETROLEUM WLL WLL1 91.6 -6.06 331 550.4 6/30/2020 2799.9 38051 4.00 11/09/2017 0.50 02/23/2011 14 4 1311 77.3 1 7 9/2/2020 9/2/2020 9/2/2020 9/2/2020 7.34 211120 USD BBG000PX3XC0 20201208 003030 WLTW 5 26.2 825000 220.97 143.34 220.97 143.34 8.2 0.09 12 WILLIS TOWERS WATSON PUBLIC LTD WLTW 64.1 0.78 17122 16155 9/30/2020 5301 128905 2.65 01/05/2016 14 4 6411 31.44 1 21 2/5/2020 3/23/2020 2/5/2020 3/23/2020 201.94 524210 USD BBG000DB3KT1 20201208 003030 WM 7 33.1 1394000 126.79 85.34 126.79 85.34 3.55 0.07 12 WASTE MANAGEMENT WM 54 0.77 6209 3144 9/30/2020 13280 422606 14 4 4953 24.97 1 7 2/19/2020 3/25/2020 2/19/2020 3/25/2020 113.96 562211 USD BBG000BWVSR1 20201208 003030 WMB 7 124.9 9787000 24.17 8.41 24.17 8.41 0.18 -0.25 12 WILLIAMS COMPANIES WMB 72.5 1.59 1580 3968 9/30/2020 20148 1213586 0.50 12/30/1997 0.67 12/31/1996 14 4 4922 43.59 1 7 1/16/2020 3/19/2020 1/16/2020 3/19/2020 23.72 486210 USD BBG000BWVCP8 20201208 003031 WMK 7 10.7 100000 59.39 32.4401 59.39 32.4401 4.4 0.04 12 WEIS MARKETS WMK 29.3 0.11 508.3 291.9 9/30/2020 35 26898 0.67 05/26/1987 0.67 08/26/1985 14 4 5411 24.74 1 7 5/11/2020 3/12/2020 5/11/2020 3/12/2020 40.49 445110 USD BBG000BWW509 20201208 003031 WNC 7 4.7 375000 18.7 6.26 18.7 6.26 -1.6 0.14 12 WABASH NATIONAL WNC 98.9 1.81 541.4 259.4 9/30/2020 455.4 52950 0.67 07/29/1994 14 4 3715 47 1 7 11/24/2020 4/3/2020 11/24/2020 4/3/2020 14.69 336212 USD BBG000CGM9H8 20201208 003031 WMT 7 21.4 7486000 153.6597 102 153.66 102 6.97 0.01 1 WALMART INC WMT 24.3 0.45 61806 77790 10/31/2020 43714 2829286 0.50 04/20/1999 0.50 02/26/1993 14 4 5331 18.34 1 7 12/1/2020 3/16/2020 12/1/2020 3/16/2020 118.84 452210 USD BBG000BWXBC2 20201102 145735 WNS 7 27.4 138000 75.859 34.26 75.859 34.26 2.1 0.15 3 WNS HOLDINGS WNS 96 1.41 428.8 205.8 9/30/2020 16.7 49991 14 4 7389 33.86 1 7 2/18/2020 3/23/2020 2/18/2020 3/23/2020 66.15 561439 USD BBG000BR0X40 20201208 003031 WPC 7 27.1 738000 88.99 38.62 88.99 38.62 2.59 -0.06 12 W. 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COMMON STOCK CIVB 34.5 0.91 9/30/2020 255.9 15914 14 4 6022 65.36 1 2 1/3/2020 9/23/2020 1/3/2020 9/23/2020 24 522110 USD BBG000DWZWT4 20201208 003804 CLM 6 16.6 629000 11.84 5.52 11.84 5.52 0.69 0.03 12 CORNERSTONE STRATEGIC VALUE CO 0.9 1.1 7467 12/31/2018 76121 4.00 12/29/2014 4.00 12/23/2008 14 4 6799 14.98 1 6 2/12/2020 3/19/2020 2/12/2020 3/19/2020 11.21 523920 USD BBG000B9YZT1 20201208 003804 CLMT 5 148000 4.7 0.82 4.7 0.82 -1.32 12 CALUMET SPECIALTY CLMT 3 2.72 512.1 565 9/30/2020 1209.5 78062 14 4 1311 59.16 1 21 1/24/2020 3/18/2020 1/24/2020 3/18/2020 3.65 211120 USD BBG000JNSM81 20201208 003805 CMCT 5 5.4 33000 15.81 6.27 15.81 6.27 -2.46 0.92 12 CIM COMMERCIAL TRUST 11.6 0.87 142.4 33.7 9/30/2020 307.4 14827 3.00 09/03/2019 5.00 04/29/2014 14 4 6798 78.52 1 1 1/31/2020 3/18/2020 1/31/2020 3/18/2020 14.5 531120 USD BBG000BN7SF1 20201208 003815 CRF 6 20.3 385000 11.5 5.43 11.5 5.43 0.56 0.05 12 CORNERSTONE TOTAL RETURN COMMO 0.8 1.07 3790 12/31/2018 40236 4.00 12/29/2014 2.00 12/23/2008 14 4 6799 14.19 1 6 2/11/2020 3/18/2020 2/11/2020 3/18/2020 10.99 523920 USD BBG000BB36V1 20201208 003816 CRNT 5 543000 3.24 0.99 3.24 0.99 -0.18 12 CERAGON NETWORKS CRNT 3.9 2.09 215.6 104.2 9/30/2020 2.1 81140 14 4 3663 53.04 1 21 12/4/2020 3/16/2020 12/4/2020 3/16/2020 2.1 334220 USD BBG000D0SHJ6 20201208 003819 CTO 53 2.2 50000 66 33.41 66 33.41 9.7 11.83 4 12/21/2020 11/18/2020 19.11 0.84 12 CTO REALTY GROWTH INC 41.6 0.83 141.1 241.7 9/30/2020 52.7 4717 0.50 08/18/1992 0.50 03/25/1986 14 4 6519 79.51 8 83 1/17/2020 7/9/2020 1/17/2020 7/9/2020 60.32 236220 USD BBG000CM0VL5 20201208 003820 CTTAY 5 121000 14.41 5.571 14.41 5.571 -0.89 0.09 12 CONTL AG BEARER SHS 0.1 1.7 21671.8 20490.6 9/30/2020 2403 2000060 0.50 10/30/2018 0.20 12/24/2013 14 4 3714 48.59 1 3 12/1/2020 3/19/2020 12/1/2020 3/19/2020 12.83 336390 USD BBG000BCMVG0 20201208 003825 DAKT 5 228 167000 6.52 3.69 6.35 3.69 -0.07 -0.54 4 DAKTRONICS DAKT 28 0.58 252 146 10/31/2020 10.5 62750 0.50 06/23/2006 0.50 06/25/2001 14 4 3999 35.58 1 21 12/18/2019 5/14/2020 2/14/2020 5/14/2020 6.09 334419 USD BBG000BMC8K5 20201208 003825 DANOY 5 17.7 647000 16.72 10.71 16.72 10.71 0.71 0.09 12 DANONE ADR 1.3 0.77 12288.7 13667.2 6/30/2006 14680.1 3248980 0.50 06/07/2007 0.50 06/23/2004 14 4 5143 34.52 1 3 1/6/2020 10/29/2020 1/6/2020 10/29/2020 16.49 424430 USD BBG000BMHT97 20201102 145317 ONVO 5 181000 18.6 3.866 18.6 3.866 -2.2 3 ORGANOVO HOLDINGS INC. COMMON STOCK ONVO1 58.3 0.7 28.3 1.8 6/30/2020 6531 20.00 08/19/2020 0.09 02/01/2012 14 4 2836 119.43 1 2 5/13/2020 3/17/2020 5/13/2020 3/17/2020 7.11 325414 USD BBG001M8GFD0 20201208 003825 DASTY 5 85.2 19000 192.18 113.37 192.18 113.37 2.19 0.15 12 DASSAULT SYSTEME A 0.5 0.74 4456.1 2591.6 9/30/2020 5583 260770 0.50 07/23/2014 0.50 10/14/1997 14 4 7336 27.46 1 3 10/12/2020 3/16/2020 10/12/2020 3/16/2020 164.51 541430 USD BBG000GYXR10 20201208 003826 DBSDY 5 14 37000 79.47 44.22 79.47 44.22 5.52 0.09 12 DBS GROUP HOLDINGS L 0.1 1.1 9/30/2020 11440.8 634785 14 4 6029 33.72 1 3 12/4/2020 3/23/2020 12/4/2020 3/23/2020 77.16 522110 USD BBG000BPGFJ0 20201208 003827 DCMYY 5 20.4 190000 38.09 25.25 38.09 25.25 1.82 0.12 3 NTT DOCOMO INC. AMERICAN DEPOSITARY RECEIPTS - SP -0.3 26150.5 16758.9 9/30/2020 481.5 3228629 14 4 7.24 1 3 10/30/2020 9/22/2020 10/30/2020 9/22/2020 27.79 0 USD BBG000BGF5Q5 20201208 003828 DDAIF 5 1929.4 38000 70.7 22.75 70.7 22.75 0.04 -0.19 12 DAIMLER AG 25.7 1.61 155218 128500 9/30/2020 116161 1069800 14 4 3711 41.19 1 3 12/4/2020 3/19/2020 12/4/2020 3/19/2020 54.48 336111 USD BBG000CHNG70 20201208 003831 DHY 6 10 1847000 2.56 1.28 2.56 1.28 -0.31 -0.01 10 CREDIT SUISSE HIGH YIELD BOND 15.7 0.74 2566 103507 14 4 6799 16.88 1 6 1/23/2020 3/19/2020 1/23/2020 3/19/2020 2.5 523920 USD BBG000BBY5P6 20201208 003833 DMF 6 79.9 37000 9.8 6.24 9.8 6.24 0.11 -0.26 9 BNY MELLON MUNICIPAL INCOME 5.6 0.22 1910 20751 14 4 6799 6.94 1 6 2/27/2020 3/19/2020 2/27/2020 3/19/2020 8.89 523920 USD BBG000B9X2W1 20201208 003833 DMLP 5 15.2 121000 21.46 8.52 21.46 8.52 0.78 0.01 12 DORCHESTER MINERALS DMLP 2.1 1.5 28.3 2.4 9/30/2020 34680 14 4 1311 45.68 1 21 1/21/2020 3/30/2020 1/21/2020 3/30/2020 19.51 533110 USD BBG000PNZ5G4 20200921 140807 DNR 7 0.4 751000 1.68 0.163 1.68 0.163 0.68 -0.24 12 DENBURY RESOURCES 48.7 3.98 180.6 364.2 3/31/2020 2232.6 506482 0.50 12/17/2007 0.50 11/08/2005 14 4 1311 103.01 1 7 1/6/2020 4/21/2020 1/6/2020 4/21/2020 1.41 211120 USD BBG000FBK808 20201208 003837 DSX 7 374000 3.39 1.25 3.14 1.25 -1.69 12 DIANA SHIPPING DSX 8.9 1.22 137 65.5 9/30/2020 475 89275 14 4 4412 61.35 1 7 12/9/2019 3/23/2020 1/2/2020 3/23/2020 3.11 483111 USD BBG000BV1NV2 20201208 003837 DTEGY 5 23 97000 18.5 11.3 18.5 11.3 0.8 0.05 12 DEUTSCHE TELE AG ADS 0.1 0.73 29985.7 39972.8 9/30/2020 66006.4 4742934 14 4 4812 21.59 1 3 12/4/2020 3/18/2020 12/4/2020 3/18/2020 16.29 517110 USD BBG000HMCQQ3 20201208 003843 EGLE 5 54000 33.74 8.89 32.27 8.89 -4.49 12 EAGLE BULK SHIPPING INC. COMMO EGLE1 28.1 1.39 100.5 102.2 9/30/2020 410.1 11014 7.00 09/15/2020 20.00 08/05/2016 14 4 4412 64.92 1 21 12/26/2019 5/14/2020 1/2/2020 5/14/2020 32.2 483111 USD BBG000FWGL44 20201208 003843 EGY 7 20.8 1522000 2.6 0.7 2.6 0.7 -0.75 0.17 12 VAALCO ENERGY EGY 24.4 2.75 69.8 63.8 9/30/2020 2.3 57456 14 4 1311 132.91 1 7 1/10/2020 3/23/2020 1/10/2020 3/23/2020 2.22 211120 USD BBG000BTBH21 20201208 003845 EMF 7 7.1 41000 18.32 9.4 18.32 9.4 2.59 8 TEMPLETON EMERGING MARKETS COM 4.7 0.97 3174 2/28/2019 16253 14 4 6799 18.3 1 7 12/4/2020 3/23/2020 12/4/2020 3/23/2020 15.59 523999 USD BBG000BHWFQ2 20201208 003847 EONGY 5 89.7 60000 12.58 8.11 12.58 8.11 0.12 0.06 12 E.ON SE 0.1 0.4 26868 31598.6 9/30/2020 30718 2607369 14 4 4911 26.18 1 3 3/4/2020 3/23/2020 3/4/2020 3/23/2020 10.67 221122 USD BBG000BR75Q0 20201208 003847 EPM 6 12 141000 5.95 2.09 5.73 2.09 -0.12 0.07 6 EVOLUTION PETROLEUM 40 1.71 25.3 4.3 9/30/2020 2.9 32954 40.00 02/05/2004 100.00 02/08/2002 14 4 1311 78.73 1 6 12/18/2019 11/6/2020 1/6/2020 11/6/2020 5.47 211120 USD BBG000C15T59 20201208 003851 ESTE 7 7.6 183000 7.23 1.44 7.23 1.44 -0.27 -0.08 12 EARTHSTONE ENERGY 19.7 2.85 60.3 100.2 9/30/2020 170 65220 10.00 01/03/2011 14 4 1311 63.75 1 7 1/7/2020 4/21/2020 1/7/2020 4/21/2020 6.33 211120 USD BBG000BDS5Z8 20201208 003853 EVI 6 718 18000 35.9 13.7852 35.9 13.7852 0.05 -0.24 6 EVI INDUSTRIES INC 33.9 0.98 64.7 42.5 9/30/2020 25 13209 14 4 5084 44.8 1 6 12/4/2020 3/23/2020 12/4/2020 3/23/2020 27.04 423990 USD BBG000H3TTM5 20201208 002659 EZU 12 5647000 44.44 25.32 44.44 25.32 ISHARES MSCI EUROZONE ETF EZU 1.2 46942 108800 0.50 07/24/2008 14 4 26.89 1 18 12/4/2020 3/18/2020 12/4/2020 3/18/2020 41.92 0 USD BBG000CS4KW0 3 20201208 002659 FARM 5 118000 17.38 3.4 15.17 3.4 -2.82 6 FARMER BROS 39.2 1.65 176.7 64.3 9/30/2020 122 17540 0.10 05/11/2004 0.67 04/09/1976 14 4 2095 80.25 1 21 12/16/2019 10/29/2020 1/2/2020 10/29/2020 15.06 311920 USD BBG000BJ8GB9 20201208 002659 FAX 6 5.8 842000 4.49 2.6 4.49 2.6 -0.16 0.46 10 ABERDEEN ASIA-PACIFIC INCOME C 7.2 0.68 11938 4/30/2019 247696 14 4 6282 12.68 1 6 2/21/2020 3/19/2020 2/21/2020 3/19/2020 4.25 523930 USD BBG000BB3MF4 20201208 002700 FCBC 5 11.4 32000 31.47 17.21 31.32 17.21 1.98 0.13 12 FIRST COMMUNITY FCBC 29.9 0.49 9/30/2020 17717 0.91 07/30/2003 0.91 02/27/2002 14 4 6022 65.82 1 21 12/20/2019 9/24/2020 2/14/2020 9/24/2020 31.02 522110 USD BBG000BNCR58 20201208 002703 FERGY 5 26.9 149000 11.6 4.55 11.6 4.55 0.43 0.26 7 FERGUSON PLC AMERICAN DEPOSITARY RECEIPTS - SPONSO 0.2 1.31 8077 4749 1/31/2019 2635 2250404 1.03 12/02/2013 1.04 12/10/2012 14 4 1711 26.19 1 3 12/1/2020 3/23/2020 12/1/2020 3/23/2020 9.16 238220 USD BBG000C00QJ7 20201208 002704 FISI 5 9.5 63000 33.28 12.78 32.7 12.78 2.26 0.08 12 FINANCIAL INSTITUTIONS FISI 48.7 1.07 9/30/2020 39.3 16038 14 4 6021 73.17 1 21 12/17/2019 3/20/2020 1/2/2020 3/20/2020 32.1 522110 USD BBG000BY1L13 20201208 002707 FMCC 5 4018000 3.39 1.2 3.39 1.2 -0.07 12 FREDDIE MAC 42.4 2.54 9/30/2020 2179530 650059 0.25 01/13/1997 0.33 04/09/1992 14 4 6111 102.45 1 3 2/14/2020 3/23/2020 2/14/2020 3/23/2020 3 522292 USD BBG000BF7Y65 20201208 002707 FNHC 5 18.3 54000 16.87 4.6 16.69 4.6 -3.43 -0.52 12 FEDERATED NATIONAL FNHC 32.1 0.89 9/30/2020 98.5 13718 0.67 09/08/2004 14 4 6331 76.13 1 1 12/10/2019 11/6/2020 1/2/2020 11/6/2020 16.63 524126 USD BBG000CB8BZ0 20201208 002708 FNMA 5 231.6 8818000 3.69 1.26 3.69 1.26 0.01 12 FANNIE MAE 41.7 2.39 9/30/2020 3467390 1158088 0.25 01/16/1996 0.33 10/17/1989 14 4 6111 96.6 1 3 2/14/2020 3/23/2020 2/14/2020 3/23/2020 3.12 522294 USD BBG000BJQ328 20201208 002709 FRBK 5 126000 4.255 1.8 4.22 1.8 -0.02 12 REPUBLIC FIRST BANCORP FRBK 22.9 1.29 9/30/2020 11.3 58860 0.91 04/03/2007 0.91 05/03/2006 14 4 6022 60.49 1 1 12/31/2019 4/21/2020 1/2/2020 4/21/2020 4.18 522110 USD BBG000BJSWJ4 20201208 002709 FRFHF 5 3.5 10000 481.47 223.52 481.47 223.52 -2.67 -0.01 12 FAIRFAX FINL HLD SUB 50.2 1 9/30/2020 6469.2 27035 14 4 7339 37.62 1 3 1/3/2020 5/14/2020 1/3/2020 5/14/2020 469.11 524126 USD BBG000GTW565 20201208 002710 FTK 7 610000 3.09 0.6569 3.09 0.6569 -2.39 12 FLOTEK INDUSTRIES FTK 14 2.52 152.4 41.3 9/30/2020 7.8 73095 0.50 07/12/2007 0.91 07/10/2002 14 4 1389 76.71 1 7 10/16/2020 5/13/2020 10/16/2020 5/13/2020 2 213112 USD BBG000C3TFS4 20201208 002710 FUJIY 5 17.8 20000 58 36.6 58 36.6 3.14 0.04 3 FUJIFILM HLDGS CORP 0.1 0.17 14342.1 6356.3 9/30/2020 4845.9 399766 0.50 06/04/1996 14 4 3861 18.64 1 3 3/18/2020 3/16/2020 3/18/2020 3/16/2020 48.1 325992 USD BBG000BB7D24 20201208 002712 GAM 7 2.8 33000 39.09 21.91 39.09 21.91 -0.9 12 GENERAL AMERICAN INVESTORS COM 6.8 1.15 10451 24644 0.67 04/11/1973 14 4 6282 26.17 1 7 2/12/2020 3/18/2020 2/12/2020 3/18/2020 37.74 525910 USD BBG000BK3384 20201208 002714 GEOS 5 19.5 314000 17.66 4.61 16.96 4.61 -1.42 9 GEOSPACE TECHNOLOGIES GEOS 50.9 2.14 64.9 10.3 9/30/2020 0.9 13671 0.50 10/19/2012 14 4 3829 87.04 1 21 12/23/2019 3/17/2020 1/2/2020 3/17/2020 16.77 332912 USD BBG000FK4SZ4 20201208 002715 GGT 7 3.3 89000 8.37 3.04 8.37 3.04 -0.7 12 GABELLI MULTIMEDIA COMMON 5.2 1.46 1958 25104 14 4 6733 24.89 1 7 2/21/2020 3/19/2020 2/21/2020 3/19/2020 8.02 523920 USD BBG000BZNBL6 20201208 002716 GHM 7 106.8 25000 23.77 10.36 21.9 10.36 0.15 -0.33 3 GRAHAM GHM 64.5 0.88 126.7 49.2 9/30/2020 0.1 9977 0.50 10/07/2008 0.80 01/03/2008 14 4 3443 44.56 1 7 12/20/2019 5/14/2020 1/2/2020 5/14/2020 21.88 332911 USD BBG000BKB811 20200830 015315 GSB 6 13.2 227000 14.14 5.21 12.35 5.21 0.72 -0.03 12 GLOBALSCAPE INC 25.9 1.07 15.1 22.6 6/30/2020 42.7 18782 14 4 7372 47.71 1 6 12/5/2019 3/19/2020 1/30/2020 3/19/2020 9.83 541519 USD BBG000CRN6P0 20201208 002722 GTE 6 2.7 5068000 1.38 0.1775 1.38 0.1775 -1.92 -0.1 12 GRAN TIERRA ENERGY 20 2.5 290.7 199.3 9/30/2020 696.9 366982 0.25 09/12/2005 14 4 1311 112.77 1 6 1/6/2020 3/18/2020 1/6/2020 3/18/2020 1.29 211120 USD BBG000C2M300 20201102 144453 ATNM 6 308000 19.47 4.71 19.47 4.71 -2.36 12 ACTINIUM PHARMACEUTICALS INC. 7.7 1.04 10.1 5.3 9/30/2020 0.1 13587 30.00 08/11/2020 14 4 2834 69.54 1 6 7/27/2020 4/22/2020 7/27/2020 4/22/2020 6.53 325412 USD BBG000RQZ245 20200826 174556 @SP# 22 3444.7 2925.7 S&P 500 INDEX SEPTEMBER 2020 12 2 21.41 8 110 8/26/2020 6/15/2020 9/10/2020 SP 18:00:00 17:00:00 USD 250 #NAME? 0.1 20201208 002832 MUC 7 15.8 61000 15.04 10.76 15.04 10.76 0.93 7 BLACKROCK MUNIHLDS CALI QLTY 10.1 1.72 6531 41002 14 4 6726 4.94 1 7 8/12/2020 3/18/2020 8/12/2020 3/18/2020 13.99 523110 USD BBG000BZFYY1 20201208 002834 MYC 7 12.1 34000 14.98 10 14.98 10 1.2 7 BLACKROCK MUNIYIELD CA COMMON 5.3 2.05 3491 21419 14 4 6733 7.25 1 7 3/4/2020 3/19/2020 3/4/2020 3/19/2020 14.12 523110 USD BBG000CDYB41 20201208 002731 HPR 7 2712000 99 2.8 99 2.8 -270.83 12 HIGH POINT RESOURCES CORP HPR1 12.4 4.17 86.4 175.5 9/30/2020 758.9 4305 50.00 10/30/2020 14 4 1311 306.52 1 7 1/6/2020 11/11/2020 1/6/2020 11/11/2020 84.5 211120 USD BBG00JPR7Y81 20201208 002744 IMPUY 5 8.3 93000 11.75 2.73 11.75 2.73 1.36 1.89 6 IMPALA PLATINUM SPON 0.2 2.1 2559 821.4 12/31/2018 332.1 777162 0.50 11/15/2006 14 4 1099 71.89 1 3 12/3/2020 3/18/2020 12/3/2020 3/18/2020 10.24 0 USD BBG000BSQJJ5 20201208 002745 INSI 7 16.3 15000 22.83 15.75 22.83 15.75 1.32 3 INSIGHT SELECT INCOME FUND 7.3 0.13 2397 3/31/2019 10710 14 4 6282 10.25 1 7 3/25/2020 3/23/2020 3/25/2020 3/23/2020 20.03 523930 USD BBG000BBNGN6 20201208 002803 KTF 7 88.2 47000 11.95 8.35 11.95 8.35 0.13 11 DWS MUNICIPAL INCOME TRUST 7.8 0.18 5008 5/31/2019 39501 14 4 6726 6.07 1 7 3/6/2020 3/18/2020 3/6/2020 3/18/2020 11.33 523930 USD BBG000C0PD09 20201208 002816 MCA 7 17.3 39000 15.14 10.25 15.14 10.25 0.86 7 BLACKROCK MUNIYIELD CALI QLTY 5 1.87 5542 34405 14 4 6733 5.35 1 7 8/13/2020 3/19/2020 8/13/2020 3/19/2020 14.21 523110 USD BBG000BCHRM8 20201208 002824 MMT 7 7.2 133000 6.39 3.72 6.39 3.72 10 MFS MULTI-MARKET INCOME COMMON 5.2 0.64 4003 4/30/2019 61335 14 4 6733 13.35 1 7 1/24/2020 3/19/2020 1/24/2020 3/19/2020 6.12 523991 USD BBG000BP5PD6 20201208 002825 MMU 7 9.1 66000 14.07 8.97 14.07 8.97 -0.01 5 WESTERN ASSET MANAGED MUNI COM 5.7 0.17 5997 5/31/2019 43368 14 4 6282 7.38 1 7 2/24/2020 3/19/2020 2/24/2020 3/19/2020 13.32 523930 USD BBG000BC1FN0 20201208 002832 MUJ 7 27.3 45000 14.92 10.65 14.92 10.65 0.53 7 BLACKROCK MUNIHLDS NJ QLTY FD 8.5 1.79 4786 30087 14 4 6733 7.14 1 7 2/11/2020 3/18/2020 2/11/2020 3/18/2020 14.35 523110 USD BBG000BB2GF8 20201208 002833 MVF 7 50.4 78000 9.6 6.06 9.6 6.06 0.18 -0.15 8 BLACKROCK MUNIVEST COMMON 10.9 2.04 6340 3/31/2013 64836 14 4 6799 7.12 1 7 2/24/2020 3/19/2020 2/24/2020 3/19/2020 9.11 523920 USD BBG000BB8QS6 20201208 002833 MVT 7 8.2 23000 15.49 9.63 15.49 9.63 -0.59 4 BLACKROCK MUNIVEST FUND II COM 3.1 2.08 3275 21339 14 4 6733 11.63 1 7 2/25/2020 3/19/2020 2/25/2020 3/19/2020 14.78 523110 USD BBG000BH0D73 20201208 002834 MYD 7 8.8 62000 15.45 9.9 15.45 9.9 -0.5 4 BLACKROCK MUNIYIELD COMMON 2.6 2.06 7042 46919 14 4 6733 8.46 1 7 2/24/2020 3/19/2020 2/24/2020 3/19/2020 14.82 523110 USD BBG000BDG091 20201208 002834 MYJ 7 26.4 41000 15.85 10.37 15.85 10.37 0.54 7 BLACKROCK MUNIYIELD NJ COMMON 5.8 1.77 3858 24158 14 4 6726 6.41 1 7 2/11/2020 3/19/2020 2/11/2020 3/19/2020 15.09 523930 USD BBG000BDBL27 20201208 002834 MYN 7 19.9 35000 13.6199 9.92 13.6199 9.92 0.66 7 BLACKROCK MUNIYLD NY QLTY FUND 5.3 1.67 5724 39586 14 4 6726 8.28 1 7 2/11/2020 3/18/2020 2/11/2020 3/18/2020 13.09 523930 USD BBG000BFQ317 20201208 002836 NCMGY 5 22.3 52000 27.16 11.55 27.16 11.55 0.9 0.11 6 NEWCREST MINING LTD 0.1 0.93 2569.7 886.2 6/30/2019 2180.8 816557 14 4 1041 38.82 1 3 8/5/2020 3/16/2020 8/5/2020 3/16/2020 21.23 212221 USD BBG000CCLH44 20201208 002838 NHS 6 9.1 66000 12.8 6.5862 12.8 6.5862 -1.41 10 NEUBERGER BERMAN HIGH YIELD ST 8.6 0.95 2417 3/31/2013 19541 14 4 6733 9.69 1 6 1/10/2020 3/23/2020 1/10/2020 3/23/2020 12.35 523920 USD BBG000PQWM73 20201208 002844 NSANY 5 38.5 127000 12.818 5.78 12 5.78 -5.25 -0.03 3 NISSAN MTR SPON AD 1.8 1.34 102817 77674 9/30/2020 30255 1955957 0.91 03/26/1984 0.91 09/25/1978 14 4 3711 45.61 1 3 12/9/2019 4/3/2020 1/9/2020 4/3/2020 11.56 336111 USD BBG000BBHLK5 20201208 002855 OXSQ 5 311000 6.26 2.04 6.26 2.04 -0.86 12 OXFORD SQUARE CAPITAL CORP. COMMON STOCK OXSQ 8.4 1.28 9/30/2020 58.5 49590 14 4 6099 39.85 1 21 2/7/2020 3/19/2020 2/7/2020 3/19/2020 5.44 523910 USD BBG000BS21R1 20201208 002901 PEO 7 5.3 151000 16.72 6.11 16.72 6.11 -5.79 12 ADAMS NATURAL RESOURCES FUND I PEO 9.6 1.75 3945 6/30/2019 29778 0.67 10/20/2000 14 4 6798 48.04 1 7 1/7/2020 3/18/2020 1/7/2020 3/18/2020 16.46 523110 USD BBG000BR0B93 20201208 002906 PMO 7 7.6 48000 13.93 9.9699 13.93 9.9699 -0.02 4 PUTNAM MUNICIPAL OPPORTUNITIES 5.4 0.3 4717 4/30/2019 34110 14 4 6726 6.84 1 7 8/4/2020 3/23/2020 8/4/2020 3/23/2020 13.15 523999 USD BBG000BHDPQ1 20201208 002726 HEINY 5 56.3 91000 57.565 37.426 57.565 37.426 0.98 0.07 12 HEINEKEN N V/S ADR 0.1 0.82 10225.2 14947.3 12/31/2018 15015.3 1151054 0.50 03/08/2006 0.80 05/17/2004 14 4 38.25 1 3 1/17/2020 3/24/2020 1/17/2020 3/24/2020 53.43 312120 USD BBG003PYKH56 20201208 002727 HIFS 5 10.8 7000 230.02 125.55 230.02 125.55 21.11 0.11 12 HINGHAM INSTITUTION 20.8 0.89 9/30/2020 505.9 2137 0.67 10/06/1998 14 4 6022 19.01 1 1 11/9/2020 4/3/2020 11/9/2020 4/3/2020 210.2 522120 USD BBG000C037V2 20201208 002729 HOCPY 5 45.5 30000 136.65 70.36 136.65 70.36 2.75 0.07 3 HOYA CORP SPONS ADR 0.9 0.49 5019.2 1275 9/30/2020 139.4 374668 0.25 11/23/2005 14 4 5065 44.47 1 3 11/27/2020 3/24/2020 11/27/2020 3/24/2020 96.4 334419 USD BBG000F546T2 20201208 002729 HOFT 5 17.8 43000 32.85 12.3 32.85 12.3 -1.54 0.04 1 HOOKER FURNITURE HOFT 57.5 0.87 222 50.1 7/31/2020 24.3 11890 0.50 02/02/2004 0.50 02/01/2000 14 4 2512 36.37 1 21 12/4/2020 4/3/2020 12/4/2020 4/3/2020 25.69 337121 USD BBG000BNSKG4 20201208 002735 HTHIY 5 26.6 26000 86.87 45.97 85.77 45.97 2.97 -0.17 3 HITACHI LTD ADR 0.1 0.92 50249 35953.1 9/30/2020 10309.7 483417 0.50 02/23/1982 14 4 36.05 1 3 12/20/2019 3/19/2020 1/7/2020 3/19/2020 84.43 0 USD BBG000BL54X0 20201208 002736 HURC 5 259.9 16000 39.38 20.39 38.63 20.39 -0.08 0.02 10 HURCO COMPANIES 65.4 0.53 261.9 54.6 7/31/2020 3.9 6565 14 4 3312 32.32 1 21 12/13/2019 3/16/2020 1/2/2020 3/16/2020 38.36 332710 USD BBG000BLL051 20201208 002739 ICF 12 74000 126.2 73.5501 126.2 73.5501 ISHARES COHEN & STEERS REIT ETF ICF 0.67 19036 17900 14 4 22.87 1 18 2/21/2020 3/23/2020 2/21/2020 3/23/2020 116.99 0 USD BBG000C3Z0X4 3 20201208 002739 IDT 7 17.1 270000 14 4.81 14 4.81 0.82 -0.26 7 IDT IDT 25.8 1 322.1 324.9 7/31/2020 6.4 25474 3.00 02/25/2009 14 4 4813 107.22 1 7 12/4/2020 3/12/2020 12/4/2020 3/12/2020 7.21 517919 USD BBG000NRVQJ2 20201208 002742 IIN 5 30000 19.7 9.84 19.7 9.84 -0.32 12 INTRICON IIN 52.2 1.29 70.3 16.9 9/30/2020 9.3 8943 0.67 06/30/1997 0.50 04/03/1990 14 4 3841 66.52 1 1 1/22/2020 3/16/2020 1/22/2020 3/16/2020 18 339112 USD BBG000BT56P7 20201208 002741 IGE 12 262000 30.42 13.275 30.42 13.275 ISHARES NORTH AMERICAN NATURAL RESOURCES ETF IGE 1.62 3390 15000 14 4 38.84 1 18 1/3/2020 3/19/2020 1/3/2020 3/19/2020 30.1 0 USD BBG000KBK0H1 3 20201208 002741 IFNNY 5 113.8 194000 36 11 36 11 0.32 -0.14 9 INFINEON TECH ADS 1.9 1.74 8719.2 4190.2 9/30/2020 7928.5 1300670 14 4 3674 44.6 1 3 12/4/2020 3/18/2020 12/4/2020 3/18/2020 22.4 334413 USD BBG000BG3DK7 20201208 002743 IMBBY 5 9.4 176000 26.93 14.42 26.93 14.42 2.13 -0.07 9 IMPERIAL BRANDS PLC AMERICAN DEPOSITARY RECEIPTS - 0.3 0.87 12982.6 16581.5 3/31/2019 13736 946408 0.50 07/22/2016 14 4 5194 42.36 1 3 1/17/2020 3/23/2020 1/17/2020 3/23/2020 24.8 424940 USD BBG000J3YZM3 20201208 002748 ITIC 5 8.7 10000 194.2594 96.45 194.259 96.45 18.07 0.28 12 INVESTORS TITLE 24.1 0.91 9/30/2020 0.5 1892 0.50 09/16/1987 0.80 08/11/1987 14 4 6361 57.99 1 21 11/24/2020 4/16/2020 11/24/2020 4/16/2020 159.2 524127 USD BBG000BM9CT1 20201208 002748 ITRN 5 55.5 74000 26.37 11.01 26.37 11.01 -0.27 -0.26 12 ITURAN ITRN 35.2 1.43 174.2 101.1 9/30/2020 49.8 23475 0.33 09/22/2005 14 4 5065 34.52 1 21 1/13/2020 3/18/2020 1/13/2020 3/18/2020 25.13 561490 USD BBG000HBTSH5 20201208 002753 JCS 5 26.8 22000 9.8991 3.5001 6.82 3.5001 0.17 0.25 12 COMMUNICATIONS SYSTEMS 29.5 1 49.4 11.4 9/30/2020 0.1 9320 0.50 04/12/1993 0.67 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3/20/2020 24.04 333999 USD BBG000BYKR00 20201208 002803 KUBTY 5 21.6 11000 108.8 52.0001 108.8 52.0001 4.87 0.03 12 KUBOTA CP 0.1 1.01 16554.1 9647.5 9/30/2020 4973.7 241654 14 4 3325 38.89 1 3 11/24/2020 3/24/2020 11/24/2020 3/24/2020 79 333249 USD BBG000BBDZC7 20201208 002804 LAWS 5 38.4 13000 58.28 24.52 58.28 24.52 1.32 12 LAWSON PRODUCTS 32.5 1.04 106.4 56.9 9/30/2020 2.3 9030 0.67 04/19/1988 0.67 05/08/1986 14 4 5084 56.36 1 21 1/10/2020 4/1/2020 1/10/2020 4/1/2020 52.1 423830 USD BBG000BN2HQ8 20201208 002810 LRLCY 5 52.8 78000 75.915 43.46 75.915 43.46 1.41 -0.05 12 L'OREAL CO ADR 0.1 0.56 16902.1 13200.2 6/30/2019 11.7 2799505 0.10 07/03/2000 14 4 2844 27.41 1 3 11/16/2020 3/16/2020 11/16/2020 3/16/2020 58.87 446120 USD BBG000BKR6J9 20201208 002811 LUKOY 5 31.2 102000 108.87 45.12 108.87 45.12 2.21 0.22 12 PJSC LUKOIL AMERICAN DEPOSITARY RECEIPTS - SPONSOR 17.2 1.36 20857.2 16207 9/30/2020 3369.1 652499 0.25 05/05/2005 14 4 1311 47.29 1 3 1/17/2020 3/18/2020 1/17/2020 3/18/2020 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-0.21 -0.03 12 PARK-OHIO HOLDINGS PKOH 38.6 1.24 725.7 305 9/30/2020 545.2 12616 0.50 04/06/1981 14 4 3531 61.48 1 21 1/14/2020 3/13/2020 1/14/2020 3/13/2020 33.65 333120 USD BBG000BR8QF5 20201208 002912 PUBGY 5 14.8 42000 12.13 5.78 12.13 5.78 0.81 0.02 12 PUBLICIS GROUPE S.A. 0.1 0.99 19209.1 21796.1 6/30/2007 5205.5 981729 0.50 07/24/2012 0.50 12/21/2009 14 4 7311 46.64 1 3 1/14/2020 3/17/2020 1/14/2020 3/17/2020 11.32 541810 USD BBG000BHKCT9 20201208 002914 QUIK 5 86000 8.82 2.1172 8.82 2.1172 -1.24 12 QUICKLOGIC QUIK 12.3 2.36 28.4 18 9/30/2020 2 11068 14.00 12/24/2019 14 4 3674 53.26 1 2 1/6/2020 3/19/2020 1/6/2020 3/19/2020 6 334413 USD BBG000BFGMQ9 20201208 002916 RBCAA 5 9 17000 49.61 27.05 47.17 27.05 4.26 0.26 12 REPUBLIC BANCORP RBCAA 18.8 0.58 9/30/2020 791.2 20916 0.95 03/21/2007 0.95 03/22/2006 14 4 6022 56.65 1 21 12/17/2019 5/14/2020 1/9/2020 5/14/2020 46.8 522110 USD BBG000BJMHG6 20201208 002916 RCKY 5 13.8 41000 32.74 14.96 32.74 14.96 2.23 0.13 12 ROCKY BRANDS 78.5 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49000 16 11.38 16 11.38 1.05 -0.06 6 SUN HUNG KAI PPTYS L 0.1 0.63 36593.5 12557.5 11124.1 2898000 14 4 6512 27.83 1 3 1/17/2020 5/29/2020 1/17/2020 5/29/2020 15.33 531190 USD BBG000BKQ245 20201208 002958 TDW 7 204000 20.29 4.09 20.29 4.09 -5.69 12 TIDEWATER TDW 76 1.94 537.3 185.7 9/30/2020 279 40547 0.67 10/29/1980 0.50 09/21/1976 14 4 1389 97.63 1 7 1/6/2020 5/14/2020 1/6/2020 5/14/2020 19.28 213112 USD BBG00HBQ35R8 20201208 003000 TESS 5 48000 12.26 4.1172 12.26 4.1172 -2.81 -0.2 3 TESSCO TECHNOLOGIES 24.4 1.19 163.8 112.6 9/30/2020 8761 0.67 05/27/2010 0.67 11/30/2006 14 4 3669 55.89 1 21 1/27/2020 5/15/2020 1/27/2020 5/15/2020 11.22 334290 USD BBG000DD8XF9 20201102 142122 ACFN 5 18000 0.4 0.1101 0.4 0.1101 -0.02 12 ACORN ENERGY 0.2 1.73 3.4 3.6 6/30/2020 39688 0.50 06/21/1993 14 4 3829 72.81 1 3 1/3/2020 3/12/2020 1/3/2020 3/12/2020 0.37 334519 USD BBG000CMY866 20201102 142123 ACI 7 8.8 3787000 16.5 12.91 16.5 12.91 1.66 2 ALBERTSONS COS INC ACI 3 5731.3 5904.3 8/31/2020 8493.3 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COMMO AGRX 19 1.4 35.3 3.8 6/30/2020 10.9 87435 14 4 2834 69.46 1 2 2/12/2020 11/18/2019 2/12/2020 3/12/2020 2.5 325412 USD BBG000PZHFB0 20201102 144411 AGTC 5 145000 10.42 2.29 10.42 2.29 -2.17 6 APPLIED GENETIC TECHNOLOGIES C AGTC 24.7 2.62 83 13 6/30/2020 9.7 25858 14 4 2836 48.43 1 1 1/22/2020 3/18/2020 1/22/2020 3/18/2020 4.52 325414 USD BBG005TVPCW9 20201102 142143 AGZ 7 57000 124.1808 115.2054 124.181 115.67 ISHARES BARCLAYS AGENCY BOND 0.63 8778 7250 14 4 1.72 1 11 3/31/2020 11/7/2019 3/31/2020 1/9/2020 115.58 0 USD BBG000G03TV0 3 20201102 144412 AHC 7 3.6 26000 3.65 1.29 3.05 1.29 -0.29 -0.36 12 A.H. BELO AHC 38 0.71 74.8 31.5 9/30/2020 378.9 21410 14 4 2711 30.3 1 7 11/7/2019 5/7/2020 1/16/2020 5/7/2020 2.82 511110 USD BBG000TGPLG1 20201102 180359 AHEXF 5 65.2 0 63.0943 36.1833 62.75 36.1833 0.77 0.04 12 ADECCO GROUP AG ORDINARY SHARES 47.5 1.15 6940.1 5224.6 6/30/2020 1841.6 162083 14 4 7363 135.99 1 3 12/18/2019 4/3/2020 1/13/2020 4/3/2020 62.4 561330 USD BBG000BSMQ30 20201102 144412 AHH 7 18.8 249000 19.43 6.4 19.43 6.4 0.48 12 ARMADA HOFFLER PROPERTIES INC AHH 55.4 0.66 264.5 71.2 6/30/2020 950.5 78450 14 4 6798 41.27 1 7 1/24/2020 5/13/2020 1/24/2020 5/13/2020 18.35 531390 USD BBG004CYX1M0 20201102 144412 AHPI 5 117000 45 0.9168 45 1.19 -0.75 6 ALLIED HEALTHCARE PRODUCT 4.2 -6.02 14.9 8.9 6/30/2020 1.3 4014 2.00 12/07/2016 14 4 3842 57.02 1 2 2/28/2020 11/13/2019 2/28/2020 1/10/2020 1.22 339113 USD BBG000C2RD58 20201009 144033 AIMT 5 1512000 37 10.09 37 10.09 -4.49 12 AIMMUNE THERAPEUTICS INC. COMMON STOCK AIMT 52.4 2.2 149.1 47.4 6/30/2020 41 65450 14 4 2834 289.86 1 21 1/16/2020 3/17/2020 1/16/2020 3/17/2020 33.47 325412 USD BBG005NMB2L4 20201102 144414 AINC 6 7000 27.8319 4.5 27.8319 4.5 -100.49 12 ASHFORD INC 6.4 2.75 77.3 71.6 6/30/2020 33 2511 14 4 6282 57.15 1 6 2/6/2020 10/28/2020 2/6/2020 10/28/2020 23.6 523920 USD BBG0069GSFN2 20201102 144414 AIQ 5 30000 25.16 12.75 25.16 12.75 -0.15 12 GLOBAL X FUNDS GLOBAL X AI & TECHNOLOGY ETF 0.44 935 6/30/2017 515.4 3999 5.00 12/27/2012 14 4 8069 22.55 1 1 10/14/2020 3/16/2020 10/14/2020 3/16/2020 17.9 622310 USD BBG00KX8KG94 3 20201102 144415 AIRI 6 1014000 3.36 0.6 3.36 0.6 -0.05 12 AIR INDUSTRIES GROUP 6.5 1.27 38.2 32.6 6/30/2020 3.4 30621 400.00 10/14/2010 1.25 11/21/2005 14 4 3728 92.96 1 6 1/7/2020 3/23/2020 1/7/2020 3/23/2020 2.3 336413 USD BBG000C8XXR0 20201102 180401 AIRT 5 5.8 1000 24.5 8.95 21.6681 8.95 1.66 0.32 3 AIR T 7.1 1.2 98.5 67.7 6/30/2020 43.1 2882 0.67 06/11/2019 5.00 05/16/1994 14 4 4513 31.7 1 1 11/21/2019 10/1/2020 1/8/2020 10/1/2020 20.15 492110 USD BBG000BBH316 20201102 144416 AKBA 5 9343000 13.71 2.09 13.71 2.09 -3.03 12 AKEBIA THERAPEUTICS INC. COMM AKBA 40.7 1.56 309.5 208.1 6/30/2020 75.8 143317 14 4 2834 86.71 1 1 7/7/2020 10/30/2020 7/7/2020 10/30/2020 6.32 325412 USD BBG000R33R00 20201102 144416 AKER 5 253000 9.2976 1.55 8.85 1.55 -5.11 12 AKERS BIOSCIENCES INC COMMON S 0.8 0.45 10.3 1.5 6/30/2020 0.3 8724 24.00 11/25/2019 8.00 11/08/2018 14 4 5047 57.15 1 2 11/4/2019 3/16/2020 4/7/2020 3/16/2020 3.2 339112 USD BBG000RP05T1 20201102 180402 AKTX 5 167000 2.79 0.87 2.79 0.87 -0.42 12 AKARI THERAPEUTICS PLC ADR 0.4 1.59 10.3 5.5 6/30/2020 33866 10.00 09/17/2015 10.00 01/03/2014 14 4 2834 54.31 1 2 6/8/2020 3/16/2020 6/8/2020 3/16/2020 1.75 325412 USD BBG003PMV495 20201102 144418 AL 7 5.2 759000 49.96 8.41 49.96 8.41 5.22 0.16 12 AIR LEASE AL 79.8 2.01 1881.7 516.5 6/30/2020 13578.9 113779 14 4 7359 53.19 1 7 1/17/2020 3/18/2020 1/17/2020 3/18/2020 47.52 532411 USD BBG000R3NPZ4 20201102 144418 ALCO 5 9.4 8000 38.25 22.55 38.25 22.55 3.07 0.36 9 ALICO 30.6 0.51 62 29 6/30/2020 156.7 7492 0.25 02/23/1987 14 4 191 39.05 1 21 1/17/2020 3/17/2020 1/17/2020 3/17/2020 35.83 111998 USD BBG000BBJR57 20201102 144419 ALDX 5 588000 8.7 1.48 8.7 1.48 -1.75 12 ALDEYRA THERAPEUTICS INC. COM ALDX 13.5 2.01 75.2 12.9 6/30/2020 14.5 38633 14 4 2834 78.83 1 2 10/19/2020 3/17/2020 10/19/2020 3/17/2020 5.81 325412 USD BBG0029H8ZF6 20201102 144419 ALEX 7 328000 23.76 8.3189 23.32 8.3189 -0.6 12 ALEXANDER & BALDWIN ALEX 69.5 1.37 222.4 150.3 6/30/2020 704.6 72348 0.50 06/03/1988 0.67 06/06/1986 14 4 6798 39.82 1 7 11/4/2019 3/23/2020 2/12/2020 3/23/2020 20.96 523991 USD BBG00HS2GVL8 20201102 142154 ALFA 12 1000 70.9923 37.22 70.9923 37.22 ALPHACLONE ALTERNATIVE ALPHA E ALFA 1.16 258 400 14 4 26.93 1 18 10/13/2020 3/23/2020 10/13/2020 3/23/2020 58.74 0 USD BBG0032L2XD5 3 20201102 144420 ALGN 5 19.3 959000 475.37 127.88 475.37 127.88 22.08 0.26 12 ALIGN TECHNOLOGY ALGN 68.7 1.89 1633.4 971 9/30/2020 78787 14 4 3842 92.77 1 21 10/26/2020 3/19/2020 10/26/2020 3/19/2020 279.04 339113 USD BBG000BRNLL2 20201102 144420 ALIM 5 34000 9.98 2.8602 8.7078 2.8602 -1.29 12 ALIMERA SCIENCES ALIM1 74.7 1.83 32.7 12 6/30/2020 38.7 5032 15.00 11/15/2019 14 4 2834 31.87 1 1 12/10/2019 3/19/2020 1/7/2020 3/19/2020 7.58 325412 USD BBG000QLS2G2 20201102 144421 ALKS 5 1228000 21.88 11.98 21.46 11.98 -0.8 12 ALKERMES ALKS 77.5 0.86 1041.4 391.1 6/30/2020 274.3 159044 0.50 05/15/2000 14 4 2834 40.04 1 21 11/25/2019 3/18/2020 3/3/2020 3/18/2020 20.4 325412 USD BBG000C9F2F9 20201102 144421 ALJJ 5 449000 1.46 0.2801 1.46 0.2801 -1.88 9 ALJ REGIONAL HOLDINGS INC. COMMON STOCK 2.9 2.22 59.4 46.3 6/30/2020 83 42173 14 4 7389 89.97 1 1 1/24/2020 5/14/2020 1/24/2020 5/14/2020 1.15 323111 USD BBG000LCQSJ9 20201102 144421 ALLE 7 30.2 724000 139.244 77.37 139.244 77.37 3.26 12 ALLEGION PLC ALLE 63 1.08 1001.8 507 9/30/2020 1427.6 92039 14 4 7382 29.64 1 7 2/14/2020 3/23/2020 2/14/2020 3/23/2020 124.54 561612 USD BBG003PS7JV1 20201102 142155 ALLN 5 0 5 1 5 1 110 12 ALLIN CORPORATION -0.09 8.9 7.4 9/30/2008 1 9 1000.00 07/03/2013 14 4 8999 1037.36 1 3 1/8/2020 1/15/2020 1/8/2020 1/15/2020 120 519130 USD BBG000BS3GC3 20201102 144421 ALLY 7 15.2 4976000 33.34 10.22 33.34 10.22 1.76 0.19 12 ALLY FINANCIAL INC ALLY 68.4 1.62 9/30/2020 34027 373857 0.00 04/10/2014 14 4 6159 37.27 1 7 2/12/2020 3/18/2020 2/12/2020 3/18/2020 30.56 522390 USD BBG000BC2R71 20201102 144422 ALNY 5 411000 167.33 84.97 167.33 84.97 -7.54 12 ALNYLAM PHARMACEUTICALS ALNY 86.3 1.04 1715.9 352.6 6/30/2020 30 115970 14 4 2834 34.74 1 21 7/20/2020 3/13/2020 7/20/2020 3/13/2020 115.17 325412 USD BBG000BFGNJ5 20201102 144422 ALOT 5 108.1 9000 16.98 5.29 14 5.29 -0.07 -0.17 1 ASTRO-MED 29.8 0.54 60.2 26.8 7/31/2020 7.7 7168 0.80 07/03/2006 0.91 04/30/2004 14 4 3577 48.09 1 1 11/11/2019 3/20/2020 1/27/2020 3/20/2020 13.72 333316 USD BBG000BBMCY4 20201102 180403 ALPE 5 2000 1.17 0.21 1.17 0.21 -0.14 12 ALPHA-EN CORPORATION 0.78 0.5 0.6 9/30/2019 0.2 38880 14 4 3691 222.4 1 3 5/22/2020 9/4/2020 5/22/2020 9/4/2020 0.31 335911 USD BBG000NN87L6 20201102 144422 ALRM 5 49.9 248000 74.66 32 74.66 32 1.17 12 ALARM.COM HOLDINGS INC. COMMON STOCK ALRM 78.6 0.97 243.7 75.8 6/30/2020 63 48966 14 4 7372 26.95 1 21 7/23/2020 3/18/2020 7/23/2020 3/18/2020 42.97 511210 USD BBG007GNPYY7 20201102 142157 ALSE 5 0 10.0001 6 10 6 -100 12 ALSERES PHARMACEUTICALS INC. 8.2 -0.04 0.3 1.6 6/30/2014 7.8 6 5.00 12/31/2014 5.00 02/07/2005 14 4 2834 274.05 1 3 12/30/2019 5/28/2020 2/18/2020 5/28/2020 10 325412 USD BBG000BTMV73 20201102 142158 ALSMY 5 18.1 68000 5.78 3.175 5.78 3.175 0.24 0.11 3 ALSTOM UNSP ADR 0.61 9786 9079.4 3/31/2005 901.5 2268698 14 4 3559 29.93 1 3 7/23/2020 3/18/2020 7/23/2020 3/18/2020 4.69 221111 USD BBG000H0FKR0 20201102 144423 ALSN 7 12 1327000 49.73 26.15 49.73 26.15 3.01 0.31 12 ALLISON TRANSMISSION ALSN 71.5 1.18 686 417 9/30/2020 2512 113202 14 4 3714 44.96 1 7 1/14/2020 3/23/2020 1/14/2020 3/23/2020 48.32 336350 USD BBG001KY3845 20201102 142158 ALTR 5 221000 47.43 23.04 47.43 23.04 -0.31 12 ALTAIR ENGINEERING INC. CLASS A COMMON STOCK ALTR 53.7 352.5 152.9 6/30/2020 178.2 73114 14 4 7372 40.69 1 21 10/14/2020 4/2/2020 10/14/2020 4/2/2020 35.91 423430 USD BBG000PN9NB9 20201102 144423 ALXN 5 30.5 2390000 128.57 72.67 128.57 72.67 3.78 0.27 12 ALEXION PHARMACEUTICALS ALXN 64.1 1.33 5076.4 1194.3 6/30/2020 2375 218845 0.50 05/23/2011 0.50 08/25/2008 14 4 8731 39.97 1 21 10/9/2020 3/16/2020 10/9/2020 3/16/2020 108.15 541714 USD BBG000G30YX4 20201102 142159 ALYE 5 1.1 0 1.545 0.301 0.65 0.301 0.3 -0.54 12 ALY ENERGY SERVICES INC. COMMON STOCK 15 0.13 5.2 3.6 9/30/2019 5.2 3822 20.00 08/08/2018 5.00 11/27/2006 14 4 1389 547.32 1 3 11/4/2019 5/29/2020 7/1/2020 5/29/2020 0.55 213112 USD BBG000HY62W0 20201102 144423 AM 7 3995000 7.87 1.69 7.87 1.69 -0.72 12 ANTERO MIDSTREAM CORP AM 35.7 3.68 108.6 242.1 9/30/2020 2892.2 476639 0.50 09/13/1993 0.50 02/08/1983 14 4 4922 41.23 1 7 1/16/2020 3/19/2020 1/16/2020 3/19/2020 7.59 221210 USD BBG00GBNZ4M0 20201102 144423 AMAG 5 2011000 13.8 4.41 13.8 4.41 -7.62 12 AMAG PHARMACEUTICALS AMAG 44.2 1.09 316.6 208.2 6/30/2020 277 34503 0.67 09/26/1991 14 4 2834 112.98 1 21 10/1/2020 3/18/2020 10/1/2020 3/18/2020 12.17 325412 USD BBG000CHF7G9 20201102 144424 AMBA 5 319000 73.59 36.02 73.59 36.02 -1.39 1 AMBARELLA INC AMBA 50.9 1.14 451.2 53.5 7/31/2020 34614 14 4 3674 40.52 1 21 2/12/2020 3/17/2020 2/12/2020 3/17/2020 60.56 334413 USD BBG001QZCPJ2 20201102 180405 AMBK 5 24.2 0 13.55 9 12.84 9 0.48 0.24 12 AMERICAN BANK INC 0.1 -0.11 3/31/2007 72.2 6004 0.67 02/13/2002 14 4 6021 89.11 1 3 11/6/2019 3/16/2020 1/3/2020 3/16/2020 12 551111 USD BBG000BXLFS7 20201204 022029 AMC 7 29148000 8.78 1.95 7.78 1.95 -34.69 -0.39 12 AMC ENTERTAINMENT HOLDINGS INC AMC 13.8 2.1 673.1 1933.2 9/30/2020 4733.4 137394 14 4 7922 161.88 1 7 12/16/2019 3/17/2020 2/20/2020 3/17/2020 7.24 711110 USD BBG000TDCVT6 20201102 142201 AMCF 5 0 0.027 0.0026 0.027 0.0026 -0.13 12 ANDATEE CHINA MARINE FUEL 1 2.19 203.6 233 9/30/2014 10256 14 4 5171 635.75 1 3 1/29/2020 9/15/2020 1/29/2020 9/15/2020 0.01 213112 USD BBG000PQDXJ7 20201102 180405 AMCRY 5 19.9 2.25 6 AMCOR LTD ADR # 0.3 0.5 3094.2 4422.9 12/31/2006 2511.3 283300 14 4 2653 18.27 1 3 6/12/2019 6/12/2019 44.7 322211 USD BBG000BXRDH8 20201102 144425 AMCX 5 6 2238000 43.71 19.62 42.63 19.62 3.51 12 AMC NETWORKS AMCX 65.7 0.88 2330.3 804.3 6/30/2020 3040 52042 14 4 4833 37.86 1 21 11/4/2019 4/3/2020 1/21/2020 4/3/2020 39.5 515120 USD BBG000H01H92 20201102 144426 AMED 5 50.6 142000 259.85 132.9495 259.85 132.949 5.12 0.58 12 AMEDISYS AMED 74.5 0.76 350.6 326.9 9/30/2020 230.6 32811 0.75 12/05/2006 14 4 8082 27.81 1 21 10/27/2020 3/17/2020 10/27/2020 3/17/2020 166.92 621610 USD BBG000B9ZV28 20201102 180405 AMEN 5 4.4 0 805 351.01 805 351.01 96.33 0.17 12 AMEN PROPERTIES INC 0.3 0.86 11.4 0.9 12/31/2018 2.6 53 100.00 01/14/2010 4.00 02/03/2003 14 4 1311 175.2 1 3 2/4/2020 4/1/2020 2/4/2020 4/1/2020 750 211130 USD BBG000BGSJM5 20201102 180405 AMFC 5 0 17.5 10.51 17.5 10.51 -0.14 -0.45 12 AMB FINANCIAL CORP 0.18 6/30/2008 39.1 982 14 4 6035 94.01 1 3 1/22/2020 9/23/2020 1/22/2020 9/23/2020 17 522120 USD BBG000GHHN50 20201102 144426 AMGN 5 17.4 2712000 264.97 177.05 264.97 177.05 12.49 0.14 12 AMGEN AMGN 64.7 0.62 18440 12835 9/30/2020 26950 584000 0.50 11/22/1999 0.50 03/01/1999 14 4 2834 33.34 1 21 7/6/2020 3/23/2020 7/6/2020 3/23/2020 241.07 325412 USD BBG000BBS2Y0 20201102 144427 AMH 7 101 1559000 30.45 17.5 30.45 17.5 0.28 12 AMERICAN HOMES 4 RENT AMH 70.6 0.46 395.8 247.8 6/30/2020 2833.5 316198 14 4 6798 27.05 1 7 10/23/2020 3/23/2020 10/23/2020 3/23/2020 26.21 531190 USD BBG003NXJNH6 20201102 142204 AMIN 5 2000 0.188 0.0679 0.188 0.0679 -1.66 12 AMERICAN INTL IND 1 1.39 11.2 2.7 9/30/2015 0.7 2218 10.00 10/17/2012 0.83 05/14/2008 14 4 6719 496.68 1 3 6/8/2020 5/7/2020 6/8/2020 5/7/2020 0.11 551112 USD BBG000PL7BJ3 20201102 142204 AMJ 7 934000 22.86 6.15 22.86 6.15 JPMORGAN ALERIAN MLP INDEX ETN AMJ 2.12 12848 119000 14 4 39.23 1 11 1/16/2020 3/18/2020 1/16/2020 3/18/2020 21.81 0 USD BBG000BHV9F9 3 20201102 142204 AMLP 7 2877000 44.65 12.05 44.65 12.05 ALPS ALERIAN MLP ETF AMLP AMLP1 2.05 30081 150557 5.00 05/18/2020 14 4 39.91 1 11 1/16/2020 3/18/2020 1/16/2020 3/18/2020 42.5 0 USD BBG0015CS200 3 20201102 180406 AMOV 7 11.7 3000 17.94 10.41 17.94 10.41 1 0.09 12 AMARICA MAVIL S.A.B. DE C.V. 0.63 15486.2 24592.9 9/30/2020 23173.8 3320137 0.50 07/01/2011 0.33 07/21/2005 14 4 33.26 1 7 2/14/2020 4/27/2020 2/14/2020 4/27/2020 15.9 517911 USD BBG000CYNFY5 20201102 180406 AMNF 5 11 18000 3.65 1.75 3.55 1.75 0.2 0.13 12 ARMANINO FOODS NEW 6.7 0.38 19.1 3.9 12/31/2018 2.2 32066 0.50 04/01/2008 0.20 11/18/2005 14 4 2038 15.91 1 3 11/4/2019 3/16/2020 1/8/2020 3/16/2020 3.5 311412 USD BBG000CQ1RV3 20201102 144429 AMPE 6 1116000 1.39 0.31 1.39 0.31 -0.1 12 AMPIO PHARMACEUTICALS INC. 7.9 1.6 8.2 4.3 6/30/2020 4.9 176542 3.50 08/01/2008 14 4 2834 95.58 1 6 9/21/2020 3/25/2020 9/21/2020 3/25/2020 0.58 325412 USD BBG000JKR4K4 20201102 144429 AMPH 5 244.9 143000 22.69 12.325 22.69 12.325 0.08 12 AMPHASTAR PHARMACEUTICALS INC AMPH 56.2 0.93 255.2 90 6/30/2020 39.4 47486 14 4 2834 31.14 1 21 7/1/2020 3/19/2020 7/1/2020 3/19/2020 19.29 325412 USD BBG000BW90S6 20201102 180406 AMRB 5 9.6 6000 16.429 8 16.429 8 1.1 0.12 12 AMERICAN RIVER BANKSHARES 20.2 0.83 9/30/2020 10.5 5938 0.95 12/01/2008 0.95 12/03/2007 14 4 6022 47.75 1 21 1/30/2020 3/24/2020 1/30/2020 3/24/2020 14.87 522110 USD BBG000BJ6X42 20201102 144429 AMRC 7 43.6 317000 46.81 13.38 46.81 13.38 0.88 0.33 12 AMERESCO AMRC 32.5 0.46 425.2 336.6 6/30/2020 266.2 47727 0.50 07/20/2010 14 4 1623 42.84 1 7 10/21/2020 3/16/2020 10/21/2020 3/16/2020 17.5 237130 USD BBG000BD1QL6 20201102 144429 AMRH 5 512000 5.3 0.6264 5.3 0.6264 -2.13 12 AMERI HOLDINGS INC. COMMON STOCK 0.4 1.77 7.6 14.4 6/30/2020 2.4 6470 25.00 11/25/2019 17.61 05/26/2015 14 4 7376 91.7 1 2 6/2/2020 3/18/2020 6/2/2020 3/18/2020 2.26 541513 USD BBG000BBQ281 20201102 144429 AMRK 5 7.2 54000 37.6 7.47 37.6 7.47 4.34 0.34 6 A-MARK PRECIOUS METALS INC. C 23.4 -0.59 714 556.8 6/30/2020 92.5 7035 14 4 6221 52.94 1 21 10/15/2020 1/28/2020 10/15/2020 1/28/2020 8.27 523130 USD BBG005ZVDK48 20201102 144429 AMRN 5 5489000 26.12 3.36 21.8406 3.36 -0.03 12 AMARIN AMRN 13.5 3.12 855 242.2 6/30/2020 46.1 388673 10.00 01/18/2008 10.00 10/19/1998 14 4 2834 62.88 1 1 12/16/2019 9/24/2020 1/2/2020 9/24/2020 21.44 325412 USD BBG000BPYG99 20201102 144430 AMRS 5 1533000 6.07 1.4 6.07 1.4 -2.2 12 AMYRIS AMRS 29.7 1.25 73.6 161.1 6/30/2020 198 204731 15.00 06/06/2017 14 4 2899 66.79 1 21 6/1/2020 3/16/2020 6/1/2020 3/16/2020 3.09 325199 USD BBG000DW5XK4 20201102 144430 AMS 6 54.5 81000 3.58 1.16 3.58 1.16 -0.04 12 AMERICAN SHARED HOSPITAL 6.7 1.16 10.7 8.2 6/30/2020 2 5691 14 4 8071 68.8 1 6 6/19/2020 3/23/2020 6/19/2020 3/23/2020 2.44 621999 USD BBG000BBVZ37 20201102 144431 AMTX 5 1574000 5.1 0.3705 5.1 0.3705 -1.12 12 AEMETIS INC. COMMON STOCK 7.6 0.58 12.6 57.8 6/30/2020 179.7 21028 10.00 05/15/2014 0.25 06/15/2006 14 4 1389 126.48 1 1 10/22/2020 3/18/2020 10/22/2020 3/18/2020 0.83 324110 USD BBG000BWBZY9 20201102 142208 AMU 7 5000 14.378 3.88 14.378 3.88 UBS E-TRACS ALERIAN MLP INDEX 2.07 113 1669 14 4 40.36 1 11 1/16/2020 3/18/2020 1/16/2020 3/18/2020 13.69 0 USD BBG00369W9F6 3 20201102 144433 ANET 7 21.2 652000 267.3 156.63 267.3 156.63 9.86 0.52 12 ARISTA NETWORKS INC ANET 54.2 1.01 3471.6 597.1 6/30/2020 97.7 76026 14 4 3577 31 1 7 8/4/2020 3/23/2020 8/4/2020 3/23/2020 203.4 334118 USD BBG000N2HDY5 20201102 144433 ANGI 5 212 3099000 17.05 4.1 17.05 4.1 0.05 12 ANGI HOMESVCS ANGI 6 2.07 500 215 6/30/2020 231.9 495906 14 4 7379 66.96 1 21 7/15/2020 3/16/2020 7/15/2020 3/16/2020 8.47 541511 USD BBG00HVKH3Q0 20201102 144434 ANGO 5 240000 17.2399 7.48 17.2399 7.48 -4.47 5 ANGIODYNAMICS ANGO 91.7 0.43 152.9 51.5 8/31/2020 40 37953 14 4 3841 65.54 1 21 1/7/2020 3/18/2020 1/7/2020 3/18/2020 16.01 339112 USD BBG000BB5621 20201102 144434 ANIK 5 40.3 85000 69.01 22.01 55.1 22.01 0.81 -0.06 12 ANIKA THERAPEUTICS ANIK 68.2 1.14 235.7 16.3 6/30/2020 8 14207 14 4 3841 43.83 1 21 11/4/2019 3/19/2020 1/6/2020 3/19/2020 51.85 325414 USD BBG000BBKZD8 20201102 144434 ANIP 5 67.4 53000 80.87 25 68.19 25 -1.7 -0.28 12 ANI PHARMACEUTICALS ANIP 54.2 1.22 187.7 61.7 6/30/2020 175.8 12315 6.00 07/18/2013 6.00 06/04/2012 14 4 2836 42.75 1 1 11/4/2019 10/30/2020 2/6/2020 10/30/2020 61.67 325414 USD BBG000KK1L04 20201102 142213 ANPCY 5 0 10.0109 6 10.0109 6 -0.85 12 ANGLE PLC 0.45 19.2 4.8 17280 14 4 269.54 1 3 2/11/2020 7/13/2020 2/11/2020 7/13/2020 10 541519 USD BBG007BQT9J3 20201102 144434 ANTH 5 49000 0.058 0.0161 0.058 0.0161 -1.25 12 ANTHERA PHARMACEUTICALS INC. 2.25 3.2 4.7 3/31/2018 17.9 26179 8.00 05/01/2017 8.00 07/15/2013 14 4 2834 83.56 1 3 8/4/2020 5/19/2020 8/4/2020 5/19/2020 0.03 325412 USD BBG000PBTJY7 20201102 144435 ANTM 7 13.9 1112000 311.75 171.03 311.75 171.03 19.66 0.15 12 ANTHEM INC ANTM 73.9 0.96 9/30/2020 17787 248704 0.50 06/01/2005 14 4 6324 35.84 1 7 10/23/2020 3/23/2020 10/23/2020 3/23/2020 302.03 524114 USD BBG000BCG930 20201102 142214 AOBI 5 0 5 0.02 5 0.02 -1227.45 12 AMERICAN ORIENTL BIO 2.57 95.4 106.2 9/30/2013 0.6 73 501.00 04/03/2014 2.00 02/27/2012 14 4 2834 1894.45 1 3 8/10/2020 8/24/2020 8/10/2020 8/24/2020 5 325412 USD BBG000F7H6K3 20201102 144435 ANY 5 337000 5.55 0.33 5.55 0.33 -0.74 12 SPHERE 3D CORP. COMMON SHARES 0.3 2.22 1.9 6.6 6/30/2020 24.4 6958 8.00 11/06/2018 25.00 07/12/2017 14 4 7721 46.02 1 2 7/13/2020 3/12/2020 7/13/2020 3/12/2020 0.78 541519 USD BBG004Z3JRW1 20201102 142215 AOR 7 113000 50.07 36.81 50.07 36.81 ISHARES CORE GROWTH ALLOCATIO 0.99 14345 29650 14 4 12.19 1 11 9/2/2020 3/18/2020 9/2/2020 3/18/2020 47.84 0 USD BBG000KD76D3 3 20201102 180408 AOREF 5 0 400 100 400 100 -3770 12 AMER OVERSEAS GP LTD 13.9 0.2 6/30/2009 40 42 10.00 11/09/2011 14 4 6331 748.73 1 3 12/9/2019 3/17/2020 6/25/2020 3/17/2020 325 524298 USD BBG000JXQVH1 20201102 144436 AOSL 5 271.4 152000 17.3 5.82 17.3 5.82 -0.27 6 ALPHA & OMEGA AOSL 42.3 2.75 318.3 192.1 6/30/2020 99.8 25382 14 4 3674 68.26 1 21 10/8/2020 3/23/2020 10/8/2020 3/23/2020 13.62 334413 USD BBG000QLW222 20201102 144436 AP 7 18.9 167000 5.23 1.94 5.23 1.94 0.23 12 AMPCO-PITTSBURGH AP 28.7 1.26 193.4 124.2 6/30/2020 50.5 18309 0.75 02/02/1981 14 4 3449 80.06 1 7 10/23/2020 3/20/2020 10/23/2020 3/20/2020 3.01 332311 USD BBG000BC20T6 20201102 144436 APAM 7 13.3 505000 46.64 17.69 46.64 17.69 3 12 ARTISAN PARTNERS ASSET MANAGEM APAM 49.4 1.94 235.7 19.9 9/30/2020 199.1 78646 14 4 6282 38.53 1 7 10/14/2020 3/17/2020 10/14/2020 3/17/2020 32.32 523920 USD BBG001M6CZY1 20201102 144437 APDN 5 120000 19.69 2.52 16.39 2.52 -3.77 9 APPLIED DNA SCIENCES INC. COM APDN1 5.5 1.67 2.1 2.2 6/30/2020 1.5 5461 40.00 11/01/2019 60.00 10/29/2014 14 4 7382 60.97 1 2 11/12/2019 3/16/2020 5/14/2020 3/16/2020 4.19 561621 USD BBG000DGRCY6 20201102 144437 APEI 5 32.5 70000 41.0877 18.47 41.0877 18.47 0.87 -0.23 12 AMERICAN PUBLIC EDUCATION APEI 69 0.49 222.9 45.3 6/30/2020 1.9 14797 14 4 8221 36.23 1 21 8/11/2020 3/12/2020 8/11/2020 3/12/2020 27.39 561990 USD BBG000RVD346 20201102 142217 APGI 5 12000 0.019 0.0047 0.019 0.0047 -0.16 9 AMERICAN PWR GROUP 1.37 1.9 3 6/30/2017 4.9 79890 5.00 03/24/1998 14 6 3612 400.44 1 3 10/30/2020 8/3/2020 10/30/2020 8/3/2020 0.01 335312 USD BBG000BT8PH1 20201102 144438 APO 7 12.1 1955000 55.385 19.46 55.385 19.46 -0.24 0.43 12 APOLLO GLOBAL MANAGEMENT APO 57.1 1.52 2547.8 1418.8 6/30/2020 2650.6 228747 14 4 6282 44.09 1 7 6/19/2020 3/18/2020 6/19/2020 3/18/2020 47.71 523920 USD BBG001LRKS55 20201102 144437 APLE 7 16.3 1640000 16.876 4.48 16.2801 4.48 -0.04 0.84 12 APPLE HOSPITALITY REIT INC APLE 44.1 1.14 73.7 114.4 6/30/2020 1320.4 223224 2.00 05/18/2015 14 4 6798 52.44 1 7 11/5/2019 3/19/2020 1/2/2020 3/19/2020 16.25 721110 USD BBG006473QX9 20201102 144438 APPF 5 158.7 108000 180.5595 81.01 180.559 81.01 0.9 12 APPFOLIO INC. CLASS A COMMON STOCK APPF 26.9 1.15 61.8 47.5 6/30/2020 47.4 34297 14 4 7379 41.07 1 1 6/5/2020 3/12/2020 6/5/2020 3/12/2020 109.95 541519 USD BBG008GC8CP6 20201102 144438 APPS 5 95.5 3456000 42.36 3.48 42.36 3.48 0.3 3 DIGITAL TURBINE INC APPS 38.6 1.97 58.4 82.8 6/30/2020 18.5 87584 5.00 04/15/2013 0.40 08/18/2006 14 4 7372 71.89 1 2 10/14/2020 3/18/2020 10/14/2020 3/18/2020 7.13 511210 USD BBG000HZ3562 20201207 234255 APTO 5 1196000 9.2525 2.82 9.2525 4.27 -0.64 12 APTOSE BIOSCIENCES INC. COMMO APTO 2.5 1.67 98.8 5.5 9/30/2020 0.5 88862 12.00 10/06/2014 1.00 06/01/2010 14 4 3741 81.55 1 2 2/20/2020 12/9/2019 2/20/2020 3/17/2020 5.67 325412 USD BBG000F3TXC9 20201102 144439 APTS 7 420000 14.34 5.0118 13.68 5.0118 -6.88 12 PREFERRED APARTMENT APTS 41.5 0.74 619.7 73.9 6/30/2020 2636.5 50449 14 4 6798 49.02 1 7 11/4/2019 9/24/2020 1/16/2020 9/24/2020 13.32 531110 USD BBG000BGSMF6 20201102 144440 AQMS 5 1389000 1.69 0.33 1.6 0.33 -0.37 12 AQUA METALS INC. COMMON STOCK AQMS 6.7 1.18 27.5 9.8 9/30/2020 8.4 61176 14 4 4953 82.79 1 2 11/13/2019 3/18/2020 10/6/2020 3/18/2020 0.76 562211 USD BBG009CQH0P3 20201102 144439 APWC 5 805000 2.69 0.89 2.69 0.89 -0.06 -0.13 12 ASIA PACIFIC WIRE & CABLE 0.2 0.59 239.5 53.6 12/31/2019 7.5 13820 14 4 273.04 1 2 10/6/2020 4/6/2020 10/6/2020 4/6/2020 1.38 335921 USD BBG000F0GF83 20201102 144440 AR 7 8866000 4.64 0.638 4.64 0.638 -6.46 12 ANTERO RESOURCES CORP AR 42 5.62 922.9 1040.1 9/30/2020 3758.9 268672 14 4 1311 68.72 1 7 8/14/2020 3/30/2020 8/14/2020 3/30/2020 2.85 211120 USD BBG000PW5VX1 20201102 144440 ARAY 5 72.8 787000 4.68 1.33 4.68 1.33 0.04 6 ACCURAY ARAY 44.3 1.81 357.5 182.3 6/30/2020 189.3 91201 14 4 3841 55.83 1 21 1/29/2020 3/25/2020 1/29/2020 3/25/2020 2.82 339112 USD BBG000QNRY51 20201102 144440 ARC 7 11.7 207000 1.6 0.34 1.6 0.34 0.1 -0.14 12 ARC DOCUMENT SOLUTIONS ARC 21.7 1.53 106.4 86.4 6/30/2020 89.1 43843 14 4 7389 75.91 1 7 8/6/2020 3/18/2020 8/6/2020 3/18/2020 1.39 561499 USD BBG000D1FJT3 20201102 180410 ARCAY 5 47 0 26.78 11.4 26.78 11.4 0.49 -0.34 12 ARCADIS NV NY REG # 0.1 1.22 1927.7 1645.5 12/31/2013 537.9 89909 14 4 8711 91.47 1 3 2/19/2020 3/16/2020 2/19/2020 3/16/2020 23.2 541330 USD BBG000FSK9V5 20201102 144441 ARCO 7 69 1112000 8.4055 2.96 8.23 2.96 -0.4 -0.07 12 ARCOS DORADOS HOLDINGS ARCO 27.6 1.4 405.4 595.4 6/30/2020 623.6 207264 0.99 07/31/2020 14 4 5812 24.6 1 7 12/27/2019 4/3/2020 1/2/2020 4/3/2020 8.1 722310 USD BBG001LR99L2 20201102 180411 ARCW 5 9000 0.48 0.062 0.48 0.062 -0.57 6 ARC GROUP WORLDWIDE 0.99 26.9 18.7 3/31/2019 37 23377 0.40 05/02/2014 1.95 08/08/2012 14 4 3542 244.89 1 3 10/19/2020 4/2/2020 10/19/2020 4/2/2020 0.15 333517 USD BBG000F9H095 20201102 144441 ARDX 5 353000 8.815 4.22 8.815 4.22 -1.18 12 ARDELYX INC. COMMON STOCK ARDX 29.6 1.93 252.4 22.2 6/30/2020 48.8 89141 14 4 2834 46.44 1 1 2/20/2020 3/18/2020 2/20/2020 3/18/2020 7.5 325412 USD BBG001WH4DQ3 20201102 144442 ARES 7 71.7 481000 45.44 20.2001 45.44 20.2001 0.59 0.2 12 ARES MANAGEMENT LP ARES 61.3 1.03 1184.3 1551.4 6/30/2020 8397.6 143210 14 4 6282 23.16 1 7 10/19/2020 3/23/2020 10/19/2020 3/23/2020 35.69 523920 USD BBG0068KVV91 20201102 180411 ARHN 5 77.5 0 16.85 6 16.5 6 0.16 9 ARCHON CORP 5.3 0.03 29.5 16.5 12/31/2010 64.7 5793 0.96 09/13/1995 0.96 03/13/1995 14 4 7999 143.73 1 3 11/22/2019 3/23/2020 1/7/2020 3/23/2020 16.75 721120 USD BBG000DS02S8 20201102 144443 ARI 7 36.2 1111000 18.95 4.12 18.76 4.12 0.24 -0.04 12 APOLLO COMMERCIAL ARI 51 1.19 9/30/2020 1271.6 140297 14 4 6798 46.89 1 7 12/27/2019 3/24/2020 2/6/2020 3/24/2020 18.29 531390 USD BBG000NFPF36 20201102 180413 ARKR 5 10.5 8000 23.6 7.19 23.6 7.19 -0.96 -0.12 9 ARK RESTAURANTS 13.7 1.01 13.7 18.1 6/30/2020 23.8 3502 14 4 5812 50.57 1 1 2/11/2020 3/19/2020 2/11/2020 3/19/2020 22.49 722511 USD BBG000DMMH86 20201102 180413 ARL 7 2000 17.44 5.99 17.44 5.99 -0.4 0.26 12 AMERICAN REALTY INVESTORS 1.2 0.99 325.5 32 6/30/2020 477.4 15997 14 4 6512 75.68 1 7 1/2/2020 4/2/2020 1/2/2020 4/2/2020 17.13 531120 USD BBG000C1RRF8 20201102 144444 ARMK 7 48.6 2108000 47.22 9.65 47.22 9.65 -0.9 0.23 9 ARAMARK ARMK 82 2 2658.4 2705.3 6/30/2020 6612.2 252976 14 4 5812 37.74 1 7 1/22/2020 3/17/2020 1/22/2020 3/17/2020 43.4 722320 USD BBG001KY4N87 20201102 144444 ARNA 5 6.5 714000 87.9 32.95 87.9 32.95 -6.87 12 ARENA PHARMACEUTICALS ARNA 57.3 0.87 1130.9 41.2 6/30/2020 14.7 57647 10.00 06/19/2017 14 4 2834 38.13 1 21 10/30/2020 3/18/2020 10/30/2020 3/18/2020 45.42 325412 USD BBG000BKXBV7 20201102 144445 ARR 7 842000 21.15 4.95 21.15 4.95 -3.01 12 ARMOUR RESIDENTIAL REIT INC ARR 50.5 1.03 814.1 5581.1 9/30/2020 125.4 64730 8.00 08/03/2015 14 4 6798 28.2 1 7 2/20/2020 3/18/2020 2/20/2020 3/18/2020 17.87 523910 USD BBG000PRZNN8 20201102 144446 ARTW 5 134000 4.37 1.75 4.37 1.75 -0.42 11 ART'S-WAY MANUFACTURING 1.8 0.27 11.4 5.2 8/31/2020 2.4 4432 0.50 07/31/2008 0.67 06/18/1979 14 4 3523 80.86 1 2 6/17/2020 12/9/2019 6/17/2020 1/7/2020 1.77 333111 USD BBG000BCCR52 20201102 144446 ARWR 5 410.2 1379000 73.72 19.5101 64 19.5101 -0.24 9 ARROWHEAD PHARMACEUTICALS INC. ARWR 50.6 1.68 265.2 97.1 6/30/2020 2.1 102292 10.00 11/17/2011 65.00 01/15/2004 14 4 2834 57.59 1 21 11/29/2019 3/18/2020 1/2/2020 3/18/2020 63.43 541714 USD BBG000BRVKH0 20201102 144447 ASC 7 5.6 330000 9.41 2.61 9.2 2.61 0.5 12 ARDMORE SHIPPING CORP ASC 51.9 0.87 98 60.4 6/30/2020 187.1 33285 14 4 4499 59.77 1 7 12/26/2019 10/29/2020 1/2/2020 10/29/2020 9.05 488390 USD BBG004SCC0R1 20201102 180413 ASCMA 5 0.1 14.11 12 ASCENT CAPITAL GROUP INC. SERIES A COMMON STOCK 59.2 1.68 151.4 1968.4 6/30/2019 1778 12503 14 4 7382 168.79 1 3 8/30/2019 8/30/2019 0.82 561621 USD BBG000HZRY18 20200929 140804 ASFI 5 26.2 11000 13.375 6.51 13.375 6.91 0.5 0.19 9 ASTA FUNDING ASFI 14 0.51 64.8 1.5 6/30/2020 67.4 6568 0.50 03/24/2004 14 4 6153 2.38 1 21 7/30/2020 10/3/2019 7/30/2020 3/18/2020 10.33 561440 USD BBG000FMV3P6 20201102 142232 ASHR 7 3227000 36.74 24.13 36.74 24.13 XTRADERS HVST CSI 300 ASHR 0.94 17989 52450 1.30 12/16/2015 14 4 16.94 1 11 10/21/2020 3/20/2020 10/21/2020 3/20/2020 29.64 0 USD BBG005HJL923 3 20201102 142232 ASHS 7 5000 36.57 25.0213 36.57 25.0213 XTRACKERS HVST CSI 500 ASHS 0.77 333 1000 14 4 16.95 1 11 7/13/2020 2/3/2020 7/13/2020 2/3/2020 27.65 0 USD BBG006H1P0Q9 3 20201102 144448 ASMB 5 237000 27.84 10.23 27.84 10.23 -2.5 12 ASSEMBLY BIOSCIENCES INC. COM ASMB 50.3 1.37 282.8 24.4 6/30/2020 1.3 32855 5.00 07/14/2014 14 4 2834 46.14 1 21 7/21/2020 3/16/2020 7/21/2020 3/16/2020 20.46 325412 USD BBG000R62Q06 20201102 144448 ASM 6 707000 1.49 0.2551 1.49 0.2551 -0.46 0.01 12 AVINO SILVER & GOLD MINES 2.5 1.62 22.8 9.6 6/30/2020 2.6 87214 14 4 614 72.07 1 6 8/6/2020 3/16/2020 8/6/2020 3/16/2020 0.58 212222 USD BBG000BMTLV6 20201102 180414 ASMIY 5 18.6 0 170.05 70 170.05 70 7.4 0.25 12 ASM INTERNATIONAL N.V. NY REGISTRY 1.3 1103.9 374.4 9/30/2020 15.1 48608 14 4 3679 62.66 1 3 7/22/2020 3/18/2020 7/22/2020 3/18/2020 112.44 334413 USD BBG000G30T74 20201102 144449 ASND 5 124000 168.56 92 168.56 92 -6.42 12 ASCENDIS PHARMA A/S AMERICAN D ASND 63.6 0.81 713.7 56 6/30/2020 53416 14 4 2833 26.76 1 21 10/27/2020 3/18/2020 10/27/2020 3/18/2020 139.12 325411 USD BBG007R7VNC1 20201102 144449 ASPS 5 59000 19.87 6 19.87 6 -21.7 12 ALTISOURCE PORTFOLIO ASPS 15.9 1.59 184.2 87.6 6/30/2020 287.9 15650 14 4 6733 44.73 1 21 2/14/2020 4/16/2020 2/14/2020 4/16/2020 19.33 523930 USD BBG000CLDMM2 20201102 144449 ASPN 7 139000 14.63 4.09 14.63 4.09 -0.47 12 ASPEN AEROGELS INC 28.8 1.7 45.8 30.4 6/30/2020 119.6 26845 14 4 5033 78.48 1 7 10/1/2020 3/18/2020 10/1/2020 3/18/2020 7.76 423330 USD BBG001S58GW6 20201102 180415 ASRV 5 10.2 10000 4.3 2.36 4.28 2.36 0.27 0.18 12 AMERISERV FINANCIAL ASRV 16.4 0.89 9/30/2020 74.1 17059 0.51 04/03/2000 0.33 08/03/1998 14 4 6021 35.84 1 1 12/18/2019 3/26/2020 1/13/2020 3/26/2020 4.2 522110 USD BBG000H0X129 20201102 144449 ASTC 5 9275000 7.75 0.98 7.75 0.98 -1.31 6 ASTROTECH 7.6 -1.35 4.7 4.4 6/30/2020 0.3 15670 5.00 10/16/2017 10.00 11/29/2007 14 4 3761 166.96 1 2 3/25/2020 3/23/2020 3/25/2020 3/23/2020 1.8 336413 USD BBG000FNC0Z0 20201102 142235 ASTI 5 78264000 0.0005 0.000001 0.0005 0.000001 -0.24 12 ASCENT SOLAR TECHNOLOGIES INC COMMON STOCK 1.1 1 23.9 9/30/2019 5 4187162 1000.00 07/23/2018 20.00 06/02/2016 16 6 3674 544.89 1 3 10/9/2020 12/31/2019 10/9/2020 1/2/2020 0 334413 USD BBG000PT5SS1 20201102 144450 ASYS 5 33000 7.96 3.55 7.96 3.55 -0.9 9 AMTECH SYSTEMS ASYS 29.8 1.53 108.3 30.6 6/30/2020 5.2 14048 2.00 03/16/1999 0.50 04/16/1996 14 4 3674 48.57 1 21 1/28/2020 3/16/2020 1/28/2020 3/16/2020 7.16 333242 USD BBG000BCJDW6 20201102 144450 AT 7 198000 2.54 1.7 2.54 1.7 -0.25 12 ATLANTIC POWER CORPORATIO AT 40 0.2 152.7 122.9 6/30/2020 554.6 89223 14 4 4111 26.32 1 7 2/20/2020 3/18/2020 2/20/2020 3/18/2020 2.33 221112 USD BBG000QZ9GM4 20201102 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15997 14 4 6141 45.22 1 21 5/8/2020 3/19/2020 5/8/2020 3/19/2020 9.01 522291 USD BBG000C6TLC1 20201102 144452 ATLO 5 9.9 19000 28.7 16.53 28.05 16.53 1.95 0.03 12 AMES NATIONAL 19.7 0.74 9/30/2020 5 9123 0.33 07/18/2005 14 4 6021 39.67 1 2 11/5/2019 9/24/2020 1/2/2020 9/24/2020 28.06 522110 USD BBG000BHLJW9 20201102 180417 ATLS 5 21000 0.0225 0.0021 0.0225 0.0021 -0.17 12 ATLAS ENERGY GROUP LLC 0.1 0.9 13.7 97.8 9/30/2018 1607.2 31974 16 6 1311 220.88 1 3 3/30/2020 6/29/2020 3/30/2020 6/29/2020 0.01 213112 USD BBG007B10C84 20201102 144453 ATOS 5 150000 5.08 0.755 5.08 0.755 -1.34 12 ATOSSA THERAPEUTICS INC ATOS 4 2.67 14.3 1.3 6/30/2020 10395 12.00 04/20/2018 15.00 08/26/2016 14 4 2835 53.78 1 2 8/3/2020 3/12/2020 8/3/2020 3/12/2020 1.57 325413 USD BBG002NCD8C8 20201102 144453 ATRA 5 565000 19.36 4.52 19.36 4.52 -4.97 12 ATARA BIOTHERAPEUTICS INC ATRA 37.8 1.91 273 36.7 6/30/2020 74308 14 4 2836 53.96 1 21 5/22/2020 3/18/2020 5/22/2020 3/18/2020 16.47 325412 USD BBG005Q3MQY4 20201102 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1 7 2/21/2020 7/30/2020 2/21/2020 7/30/2020 72.78 0 USD BBG006FT0V16 20201102 180418 ATV 7 5.5 11000 21 7.96 21 7.96 3.73 12 ACORN INTERNATIONAL 0.4 1.14 46.4 12.7 6/30/2020 8.5 2571 6.67 11/30/2015 14 4 5961 92.81 1 7 10/12/2020 3/18/2020 10/12/2020 3/18/2020 18.34 454113 USD BBG000R3SX91 20201102 180418 AUBN 5 15.9 2000 65.55 22.51 65.55 22.51 2.34 0.06 12 AUBURN NATIONAL BANCORP 11.7 0.59 6/30/2020 3.2 3566 0.33 06/26/1998 14 4 6022 30.19 1 1 6/25/2020 3/18/2020 6/25/2020 3/18/2020 53 522110 USD BBG000BNFKK3 20201102 142243 AUMN 6 1969000 0.58 0.1336 0.58 0.1336 -0.05 12 GOLDEN MINERALS 4.8 1.12 6.2 4.4 6/30/2020 20.4 149013 14 4 1081 59.75 1 6 7/21/2020 3/13/2020 7/21/2020 3/13/2020 0.31 332999 USD BBG000LKCT40 20201102 144456 AUPH 5 757000 21.93 4.9 21.81 9.83 -1.43 12 AURINIA PHARMACEUTICALS INC OR AUPH 9.3 0.99 315.1 11.3 6/30/2020 126252 50.00 10/23/2013 14 4 3741 37.43 1 1 12/27/2019 11/11/2019 1/8/2020 3/18/2020 20.26 325412 USD BBG000BCRJM5 20201102 144457 AVAL 7 7.9 223000 8.9226 3.32 8.9226 3.32 0.57 0.11 12 GRUPO AVAL ACCIONES Y VALORES 0.9 1.37 6/30/2020 14133.2 1114051 14 4 6029 20.49 1 7 1/9/2020 3/23/2020 1/9/2020 3/23/2020 8.72 522110 USD BBG004T0ZMF6 20201102 144458 AVEO 5 86.8 237000 10.71 2.2301 10.71 2.2301 -0.15 12 AVEO PHARMACEUTICALS AVEO AVEO1 15.5 1.43 50.6 9.5 6/30/2020 15.8 25808 10.00 02/20/2020 14 4 2834 49.41 1 2 5/26/2020 3/19/2020 5/26/2020 3/19/2020 6.24 325412 USD BBG000W5G4L3 20201102 144458 AVGO 5 437.8 1521000 387.8 155.67 387.8 155.67 0.8 0.45 10 BROADCOM LIMITED ORDINARY SHARES AVGO 92.4 0.92 9917 6899 7/31/2020 30011 404501 14 4 3674 27.44 1 21 10/13/2020 3/18/2020 10/13/2020 3/18/2020 316.02 334413 USD BBG00KHY5S69 20201102 144459 AVGR 5 2629000 1.63 0.235 1.3203 0.235 -1.58 12 AVINGER INC 1.9 1.92 16.6 12.8 6/30/2020 41.3 84922 10.00 06/24/2019 40.00 01/31/2018 14 4 3841 52.3 1 2 11/21/2019 10/30/2020 1/9/2020 10/30/2020 1.14 339112 USD BBG000QCSTC7 20201102 144500 AVXL 5 1543000 6.31 2.2 6.31 2.2 -0.46 9 ANAVEX LIFE SCIENCES CORP. 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COMMON STOCK AXSM 35.6 2.99 220.4 24.5 6/30/2020 17.3 37284 14 4 2834 38.01 1 1 12/30/2019 11/7/2019 4/27/2020 3/18/2020 103.36 325412 USD BBG00B6G7GL7 20201102 144504 AXTA 7 64.4 3097000 31.26 12.92 31.26 12.92 0.39 0.55 12 AXALTA COATING SYSTEMS LTD AXTA 59.8 1.53 2573.4 1072.9 9/30/2020 3790.2 235477 14 4 2851 38.66 1 7 1/14/2020 3/18/2020 1/14/2020 3/18/2020 30.4 325510 USD BBG0060CPLJ5 20201102 144504 AXU 6 365.7 988000 3.5 0.7241 3.5 0.7241 -0.06 12 ALEXCO RESOURCE 21.1 1.29 11.8 5 6/30/2020 136809 14 4 614 64.33 1 6 8/5/2020 3/16/2020 8/5/2020 3/16/2020 2.32 212222 USD BBG000NWN5K4 20201102 180422 AYSI 5 6 3000 1.7 1.02 1.7 1.02 0.19 9 ALLOY STEEL INTL 0.4 5.9 3.4 6/30/2010 0.1 17350 14 4 3325 30.26 1 3 2/4/2020 4/3/2020 2/4/2020 4/3/2020 1.42 331513 USD BBG000C03BL4 20201102 144504 AZN 5 61.2 4167000 64.94 36.15 64.94 36.15 0.82 0.01 12 ASTRAZENECA AZN 14.6 0.49 15563 18117 6/30/2020 15730 2624593 0.50 07/27/2015 0.33 04/08/1998 14 4 2834 20.95 1 21 7/20/2020 3/16/2020 7/20/2020 3/16/2020 49.86 325412 USD BBG000BZ0DK8 20201102 142257 BAB 7 320000 35.8157 22.52 35.8157 22.52 INVESCO MUNICIPAL BOND PORTFOLIO 1.43 21142 63500 14 4 5.19 1 11 3/9/2020 3/19/2020 3/9/2020 3/19/2020 31.67 0 USD BBG000C00736 3 20201102 144506 BABA 7 30.9 12522000 319.32 169.95 319.32 169.95 9.87 0.42 3 ALIBABA GROUP HOLDING LIMITED BABA 28.2 1.25 68928.4 36014.3 6/30/2020 17908.9 2705637 14 4 5961 29.26 1 7 10/27/2020 3/23/2020 10/27/2020 3/23/2020 212.1 517911 USD BBG006G2JVL2 20201102 144507 BAH 7 22.2 841000 89.445 54.37 89.445 54.37 3.53 0.18 3 BOOZ ALLEN HAMILTON BAH 72.1 0.64 2328.2 1327.7 6/30/2020 2008 137802 14 4 8742 26.43 1 7 9/2/2020 3/23/2020 9/2/2020 3/23/2020 71.13 541611 USD BBG000R2YFG7 20201102 180423 BAK 7 2801 98000 18.64 3.86 18.64 3.86 -4.21 0.41 12 BRASKEM SA 0.6 1.64 4046.1 2805.2 6/30/2020 6937.3 397872 0.50 05/16/2005 100.00 06/15/1987 14 4 2821 49.95 1 7 1/23/2020 3/23/2020 1/23/2020 3/23/2020 14.8 325110 USD BBG000BDJYK1 20201102 144508 BANX 5 8.8 11000 23.92 9.25 22.9592 9.25 -0.01 0.19 12 STONECASTLE FINANCIAL CORPORAT 3.2 -0.31 1355 6/30/2020 6564 14 4 6733 23.82 1 21 12/18/2019 3/18/2020 1/6/2020 3/18/2020 22.3 525990 USD BBG004PP4922 20201102 142259 BASI 5 17000 6.5 3.05 6.5 3.05 -0.25 9 BIOANALYTICAL SYSTEMS 9.8 1.39 12.4 17.5 6/30/2020 13.8 10989 14 4 2834 32.74 1 2 1/21/2020 3/23/2020 1/21/2020 3/23/2020 4.95 325412 USD BBG000BX15W6 20201102 144508 BAX 7 42.4 2605000 95.19 69.1 95.19 69.1 1.83 -0.16 12 BAXTER INTERNATIONAL BAX 66.2 0.76 7503 3230 6/30/2020 4809 510818 0.50 05/31/2001 0.50 11/18/1983 14 4 3841 22.45 1 7 4/20/2020 3/16/2020 4/20/2020 3/16/2020 83.62 339112 USD BBG000BCVJ77 20201102 144508 BAYRY 5 12.7 1037000 21.59 11.65 21.59 11.65 -1.67 12 BAYER AKTIENGES ADS 0.1 1.16 38021.6 27109.9 6/30/2020 41987.3 3929696 0.25 09/19/2017 14 4 2834 38.71 1 3 1/23/2020 10/30/2020 1/23/2020 10/30/2020 20.28 325412 USD BBG000BYM1C2 20201102 180423 BBDO 7 7.9 13000 8.85 2.58 8.7149 2.58 0.39 0.07 12 BANK BRADESCO 1.09 6/30/2008 40733.7 8835527 0.91 04/14/2020 0.83 04/01/2019 14 4 51.43 1 7 12/26/2019 5/14/2020 1/2/2020 5/14/2020 8.68 522110 USD BBG002QK59T6 20201102 144509 BBGI 5 15.2 167000 5.15 1.15 5.15 1.15 -0.66 -0.23 12 BEASLEY BROADCAST GRP 11.9 1.52 79.7 53.2 6/30/2020 248.7 29290 14 4 4832 60.52 1 1 6/19/2020 9/24/2020 6/19/2020 9/24/2020 3.09 515112 USD BBG000CB07H7 20201102 142304 BBW 7 106 146000 5.68 1.01 5.68 1.01 -2.33 -0.52 1 BUILD-A-BEAR WORKSHOP BBW 20.8 2.83 98.8 86 7/31/2020 15592 14 4 5945 110.32 1 7 1/23/2020 4/3/2020 1/23/2020 4/3/2020 3.24 451120 USD BBG000H8XPS1 20200930 154638 BBX 7 7.6 42000 24.75 5.525 23.9 5.525 -2.01 0.03 12 BBX CAPITAL CORP 39.4 1.44 1285.6 26 6/30/2020 748.8 19321 5.00 07/23/2020 0.80 03/15/2005 14 4 7011 65.66 1 7 12/24/2019 3/19/2020 1/2/2020 3/19/2020 23.85 713210 USD BBG000C035X4 20201102 144511 BCC 7 17.1 295000 50.35 20.08 50.35 20.08 2.24 12 BOISE CASCADE LLC BCC 95.7 1.97 1022.8 385 6/30/2020 440.5 39197 14 4 2499 42.51 1 7 8/3/2020 3/23/2020 8/3/2020 3/23/2020 36.53 321999 USD BBG000RQKCR4 20201102 144511 BCBP 5 8.9 29000 14.5 7.73 14.02 7.73 1.02 0.08 12 BCB BANCORP BCBP 23.1 0.6 9/30/2020 282.6 17081 0.80 10/28/2005 0.80 11/23/2004 14 4 6035 46.29 1 1 12/23/2019 9/24/2020 1/7/2020 9/24/2020 13.79 551111 USD BBG000M7H7J5 20201102 144512 BCEI 7 5 142000 25.56 8.25 25.56 8.25 3.51 -0.43 12 BONANZA CREEK ENERGY BCEI 78 2.12 110.5 104.7 6/30/2020 80 20834 111.59 05/01/2017 14 4 1311 48.13 1 7 1/6/2020 3/13/2020 1/6/2020 3/13/2020 23.34 211120 USD BBG00GLNJ018 20201102 144512 BCLI 5 981000 17.95 3.6 17.95 3.9645 -1.04 12 BRAINSTORM CELL THERAPEUTICS I BCLI 16.7 0.41 3.4 17.7 9/30/2020 0.2 31568 15.00 09/16/2014 0.50 08/13/2003 14 4 2836 102.56 1 2 10/9/2020 11/7/2019 10/9/2020 1/31/2020 4.28 325412 USD BBG000FR6HQ1 20201102 142306 BCNN 5 0 0 0.2 0.07 0.2 0.07 4.53 12 BALINCAN USA INC. COMMON STOCK 0.2 1.08 0.7 25.9 9/30/2010 13853 254.52 08/31/2009 10.00 08/09/2002 14 4 5963 454.8 1 3 7/23/2020 5/22/2020 7/23/2020 5/22/2020 0.1 453998 USD BBG000BQ6039 20200904 182853 BCOM 5 1 22000 2.73 0.52 2.73 0.52 2.35 12 B COMMUNICATIONS 1.1 2.25 1260.7 1080.5 6/30/2020 3101.8 116317 0.67 03/22/2006 14 4 4812 70.46 1 21 6/16/2020 3/16/2020 6/16/2020 3/16/2020 1.79 517410 USD BBG000TK6G65 20201102 144513 BCOV 5 361000 14.11 5.44 14.11 5.44 -0.38 12 BRIGHTCOVE BCOV 27.1 0.8 65.8 86.3 9/30/2020 6.2 39806 14 4 7374 40.95 1 21 10/23/2020 3/17/2020 10/23/2020 3/17/2020 8.69 511210 USD BBG000GZH540 20201102 144513 BCRX 5 4330000 6.2862 1.38 6.2862 1.58 -0.8 12 BIOCRYST PHARMACEUTICALS BCRX 36.1 2.61 164.3 92.3 6/30/2020 41.3 176566 14 4 2836 73.99 1 21 5/12/2020 11/14/2019 5/12/2020 3/18/2020 3.45 325414 USD BBG000BLYWX6 20201102 180425 BDCO 5 1.1 3000 1.17 0.18 0.75 0.18 0.28 -0.15 12 BLUE DOLPHIN ENERGY 0.14 6.1 65.5 6/30/2020 1.6 12694 7.00 07/16/2010 15.00 12/08/1997 14 4 2869 192.15 1 3 11/7/2019 9/28/2020 3/23/2020 9/28/2020 0.46 324199 USD BBG000C3VWQ6 20201102 180426 BDL 6 19.5 0 23.2 8.5 22.5045 8.5 0.86 0.06 9 FLANIGAN'S ENTERPRISES 12.8 1.01 19.6 13.1 6/30/2020 11.1 1859 0.50 04/05/1999 14 4 5812 53.95 1 6 11/6/2019 3/20/2020 1/14/2020 3/20/2020 22.14 722511 USD BBG000BCZHJ4 20201102 142309 BDR 6 2.1 1796000 3.8 0.38 3.8 0.38 -0.88 12 BLONDER TONGUE 3.4 0.66 12.2 8.4 6/30/2020 0.2 9766 14 4 3679 177.87 1 6 8/19/2020 4/27/2020 8/19/2020 4/27/2020 0.76 334220 USD BBG000FVBVT2 20201102 144515 BDSI 5 45.1 992000 7.21 2.85 6.39 2.85 0.07 0.12 12 BIODELIVERY SCIENCES BDSI 36.5 0.6 117.8 54 6/30/2020 58.6 100934 14 4 2834 46.15 1 21 12/26/2019 3/23/2020 1/2/2020 3/23/2020 6.32 325412 USD BBG000KL8MG6 20201102 144515 BDX 7 80.5 1059000 286.72 197.75 286.72 197.75 2.87 -0.08 9 BECTON DICKINSON BDX 70.1 0.86 6664 5655 6/30/2020 18081 289869 0.50 08/21/1998 0.50 08/16/1996 14 4 3841 21.8 1 7 2/5/2020 3/23/2020 2/5/2020 3/23/2020 271.97 339112 USD BBG000BCZYD3 20201102 144515 BEAT 5 76 262000 55.85 27.35 55.85 27.35 0.56 12 BIOTELEMETRY INC. COMMON STOC BEAT 88.1 1.12 168.3 55.8 6/30/2020 190.8 34185 14 4 8093 31.88 1 21 1/17/2020 3/18/2020 1/17/2020 3/18/2020 46.3 621511 USD BBG000R3RKT8 20201102 142310 BEBE 5 5.9 1000 6.04 2.0601 6.02 2.0601 0.64 6 BEBE STORES 0.46 8.5 3.6 6/30/2020 11374 10.00 12/09/2016 0.67 06/06/2005 14 4 2331 96.6 1 3 12/12/2019 10/21/2020 2/10/2020 10/21/2020 5.99 448150 USD BBG000C2DWX0 20201102 180426 BELFA 5 2000 17.6 6.08 17.19 6.08 -0.9 0.04 12 BEL FUSE 7.2 2.01 283.2 90.2 6/30/2020 138.2 12378 0.50 12/02/1999 0.50 07/11/1984 14 4 3677 82.14 1 21 12/20/2019 3/19/2020 1/13/2020 3/19/2020 16.2 334416 USD BBG000C28YR9 20201102 144517 BERY 7 10.4 805000 54.98 25 54.98 25 4.49 9 BERRY GLOBAL GROUP INC BERY 71.7 1.28 3757 1935 6/30/2020 11365 132600 14 4 3089 23.39 1 7 8/11/2020 3/18/2020 8/11/2020 3/18/2020 47.49 332439 USD BBG000Q1R1Y9 20201102 144517 BEP 7 368000 57.6885 30.09 57.6885 30.09 -0.46 -0.33 12 BROOKFIELD RENEWABLE PARTNERS LP 21.5 0.73 1474 1678 6/30/2020 10319 183199 14 4 4911 35.2 1 7 2/20/2020 3/23/2020 2/20/2020 3/23/2020 46.63 221118 USD BBG000DJKCL1 20201102 180427 BERK 5 20.3 0 12.3 8 10.72 8 0.43 -0.02 12 BERKSHIRE BANCORP 0.2 -0.06 12/31/2013 28.8 14416 0.33 05/19/2004 10.00 05/31/1988 14 4 6022 47.99 1 3 11/4/2019 4/1/2020 2/26/2020 4/1/2020 10.1 522110 USD BBG000BX8QJ8 20201102 180427 BESIY 5 20.9 0 49.51 22.68 49.51 22.68 1.96 0.03 12 B E SEMICON NY REG 0.6 1.35 642.6 101.2 9/30/2020 323.6 72645 0.50 05/10/2018 14 4 3674 69.52 1 3 9/1/2020 3/19/2020 9/1/2020 3/19/2020 38.6 334413 USD BBG000KB2KY8 20201102 144518 BFAM 7 76.7 357000 176.98 64.23 176.98 64.23 2.06 0.23 12 BRIGHT HORIZONS FAMILY SOLUTIO BFAM 97.8 0.96 228.9 483.3 6/30/2020 1028 60409 14 4 8351 30.81 1 7 2/14/2020 3/19/2020 2/14/2020 3/19/2020 150.29 812990 USD BBG003LFWP05 20201102 180427 BFIN 5 9.3 25000 14.14 6.73 13.28 6.73 0.79 -0.18 12 BANKFINANCIAL 33 0.52 6/30/2020 0.1 14781 14 4 6022 31.57 1 21 12/23/2019 4/6/2020 1/2/2020 4/6/2020 13.08 522110 USD BBG000BCD4H9 20201102 144518 BGFV 5 4.4 1587000 9.72 0.65 9.72 0.65 1.66 -0.1 12 BIG 5 SPORTING GOODS BGFV 23.1 3.19 340.9 222.8 9/30/2020 66.6 21907 14 4 5941 81.32 1 21 10/16/2020 4/3/2020 10/16/2020 4/3/2020 3 451110 USD BBG000NF3BG5 20201102 142315 BGMD 5 7000 0.05 0.0071 0.05 0.0071 -0.72 12 BG MEDICINE INC. COMMON STOCK -0.61 2 1.2 12/31/2015 3 11374 14 4 2835 480.2 1 3 3/25/2020 11/25/2019 3/25/2020 1/6/2020 0.01 621511 USD BBG000Q1WR94 20201102 144519 BGNE 5 233000 322.98 118.55 322.98 118.55 -20.54 12 BEIGENE LTD. AMERICAN DEPOSITARY SHARES BGNE 34.8 1.27 1172.7 310.3 6/30/2020 240.7 90632 14 4 2834 36.19 1 21 10/16/2020 3/25/2020 10/16/2020 3/25/2020 165.76 325412 USD BBG00B6WF7T5 20201102 144519 BGS 7 15 721000 31.93 10.39 31.93 10.39 1.77 0.09 12 B&G FOODS BGS 61.9 0.49 661.8 216.9 6/30/2020 1874.2 64165 14 4 2033 30.37 1 7 8/27/2020 3/12/2020 8/27/2020 3/12/2020 17.93 311421 USD BBG000RKXRQ1 20201102 144519 BGSF 7 22.8 52000 22.38 5.6898 22.38 5.6898 0.35 12 BG STAFFING INC. 38.6 2.31 40.7 13.7 6/30/2020 27.1 10317 14 4 7361 49.8 1 7 1/2/2020 4/3/2020 1/2/2020 4/3/2020 21.89 561311 USD BBG005DLS9N2 20201102 144519 BH 7 2.1 4000 124.99 37.85 124.99 37.85 -47.05 0.09 12 BIGLARI HOLDINGS 11.5 2.57 145.4 139.8 6/30/2020 253.5 3103 20.00 12/21/2009 0.91 12/27/1999 14 4 5812 45.7 1 7 2/24/2020 3/23/2020 2/24/2020 3/23/2020 114.42 722511 USD BBG00JPRDQH1 20201102 142316 BIB 5 104000 83.06 35.495 83.06 35.495 PROSHARES ULTRA NASDAQ BIOTECH BIB 1.88 2101 3000 0.50 05/20/2015 0.50 01/24/2014 14 4 49.77 1 1 7/20/2020 3/18/2020 7/20/2020 3/18/2020 61.75 0 USD BBG000QMBZX6 3 20201102 144521 BIIB 5 8.3 1068000 374.99 243.25 374.99 243.25 30.38 0.2 12 BIOGEN INC. COMMON STOCK BIIB 69 0.44 8381.8 4863.8 9/30/2020 4459 153882 0.33 01/18/2001 0.50 12/21/1999 14 4 2834 30.02 1 21 2/5/2020 10/29/2020 2/5/2020 10/29/2020 296.73 325412 USD BBG000C17X76 20201102 142317 BIL 7 1562000 95.965 91.4 95.965 91.44 SPDR BARCLAYS 1-3 MONTH T-BILL BIL 139987 152944 2.00 11/30/2017 14 4 0.12 1 11 3/12/2020 12/20/2019 3/12/2020 1/2/2020 91.43 0 USD BBG000RFQSH8 3 20201102 144521 BIO 7 9 138000 598.06 309.3801 598.06 309.38 65.33 0.8 12 BIO-RAD LABORATORIES BIO 51.7 1.06 2180.2 905.5 6/30/2020 13.6 29678 0.50 03/08/2002 0.67 06/03/1996 14 4 3826 30.69 1 7 10/30/2020 3/23/2020 10/30/2020 3/23/2020 370.03 334516 USD BBG000DY28W5 20201102 144522 BIOC 5 347000 13 2.112 13 2.112 -5.3 12 BIOCEPT INC. COMMON STOCK 88.8 0.64 13.9 5.6 6/30/2020 1.1 13393 10.00 09/08/2020 30.00 07/10/2018 14 4 8731 49.04 1 2 8/6/2020 3/17/2020 8/6/2020 3/17/2020 2.86 621511 USD BBG000RRRD66 20201102 144522 BIOL 5 1623000 0.96 0.211 0.96 0.211 -0.67 12 BIOLASE 1.7 1.87 27 25.8 6/30/2020 10.8 92191 5.00 05/11/2018 1.00 03/12/2014 14 4 3843 46.45 1 2 4/8/2020 4/6/2020 4/8/2020 4/6/2020 0.55 339114 USD BBG000DDG8B9 20201102 144522 BIP 7 170.4 240000 56.31 25.77 56.31 25.77 -0.11 -0.31 12 BROOKFIELD INFRASTRUCTURE BIP 35.3 0.76 827 5439 6/30/2020 21019 295285 0.67 09/15/2016 14 4 4931 24.22 1 7 2/20/2020 3/23/2020 2/20/2020 3/23/2020 49.99 221121 USD BBG000B9Y8D8 20201102 142320 BIS 5 48000 79.4 26.935 79.4 26.935 PROSHARES TRUST PROSHARES ULTR BIS BIS1 -1.55 122 396 4.00 08/18/2020 5.00 11/06/2014 14 4 50.03 1 1 3/13/2020 10/13/2020 3/13/2020 10/13/2020 53.6 0 USD BBG000QMCF87 3 20201102 144522 BITA 7 658000 15.96 9.6 15.96 9.6 -4.7 12 BITAUTO HOLDINGS BITA 6.9 0.54 4565.8 3520.4 6/30/2020 510.9 73761 14 4 7374 1.81 1 7 10/30/2020 3/23/2020 10/30/2020 3/23/2020 14.84 518210 USD BBG0018BZ8Y1 20201102 142321 BIV 7 1204000 94.4299 83.21 94.4299 83.21 VANGUARD INTERMEDIATE-TERM BON BIV 1.16 399441 159454 14 4 2.16 1 11 8/6/2020 3/19/2020 8/6/2020 3/19/2020 87.22 0 USD BBG000R44SW0 3 20201102 144523 BKCC 5 259000 5.2 1.47 5.09 1.47 -1.48 12 BLACKROCK CAPITAL INVESTMENT C BKCC 7.2 1.67 6/30/2020 343 70172 14 4 6282 37.58 1 21 12/12/2019 3/18/2020 2/12/2020 3/18/2020 4.96 523930 USD BBG000LFJWM7 20201102 144523 BKD 7 6.4 1706000 8.57 1.47 8.57 1.47 0.46 12 BROOKDALE SENIOR LIVING BKD 49 1.64 596.2 1047 6/30/2020 3215.7 183241 14 4 8059 54.24 1 7 2/19/2020 3/18/2020 2/19/2020 3/18/2020 7.27 623110 USD BBG000J4L211 20201102 144523 BKEP 5 91000 1.79 0.53 1.79 0.53 -0.31 12 BLUEKNIGHT ENERGY BKEP 1.1 2.3 34.1 54.6 6/30/2020 255.6 41198 14 4 4612 55.35 1 1 8/10/2020 3/18/2020 8/10/2020 3/18/2020 1.13 486110 USD BBG000MJVCL9 20201102 142322 BKF 7 18000 49.4 31.745 49.4 31.745 ISHARES MSCI BRIC INDEX BKF 1.08 2349 5100 14 4 16.72 1 11 10/28/2020 3/18/2020 10/28/2020 3/18/2020 45.31 0 USD BBG000TVZ652 3 20201102 142323 BKLN 7 6059000 22.92 17.06 22.92 17.06 INVESCO SENIOR LOAN PORT BKLN -0.03 39339 180800 14 4 4.29 1 11 1/9/2020 3/23/2020 1/9/2020 3/23/2020 22.82 0 USD BBG001K94N28 3 20201102 142323 BKI 7 93.6 636000 96.0529 50.01 96.0529 50.01 0.94 12 BLACK IRON INC BKI 80.3 0.85 255.5 260.8 6/30/2020 1465.1 157030 14 4 7379 20.52 1 7 10/20/2020 3/23/2020 10/20/2020 3/23/2020 64.48 511210 USD BBG00GX77LW3 20201102 180431 BKOR 5 0 16.35 10.6 16.35 10.6 -0.77 12 OAK RIDGE FINL SVCS 1.5 0.73 6/30/2013 8.2 1992 0.80 12/16/2004 14 4 6021 17.46 1 3 2/5/2020 5/15/2020 2/5/2020 5/15/2020 15.85 522110 USD BBG000JZ85H3 20201102 180431 BKSC 5 13.4 4000 19.45 11.425 19.45 11.425 1.24 0.11 12 BANK OF SOUTH CAROLINA 3.9 0.61 6/30/2020 5519 0.91 04/27/2018 0.91 09/03/2015 14 4 6022 20.42 1 2 1/21/2020 3/23/2020 1/21/2020 3/23/2020 18.78 522110 USD BBG000BDBP37 20201102 144525 BKU 7 11.7 598000 37.6 13.47 36.79 13.47 2.15 0.1 12 BANKUNITED BKU 99.9 1.41 6/30/2020 4875.6 92389 14 4 6035 46.47 1 7 12/20/2019 5/14/2020 1/2/2020 5/14/2020 36.56 522120 USD BBG000PQPCM6 20201102 144525 BLBD 5 25.6 102000 23.99 8.4 23.99 8.4 0.45 9 PERSEON CORP 52.5 1 172.1 169.7 6/30/2020 173.2 27048 14 4 3713 42.47 1 1 1/8/2020 4/3/2020 1/8/2020 4/3/2020 22.92 336112 USD BBG006427SW3 20201102 144525 BLCM 5 97000 27.9 3.21 27.9 3.21 -17.69 12 BELLICUM PHARMACEUTICALS INC. BLCM1 57.4 1.92 111.9 94.4 6/30/2020 25.7 5060 10.00 02/06/2020 14 4 2834 143.92 1 2 1/17/2020 10/30/2020 1/17/2020 10/30/2020 12.9 325412 USD BBG002QJRQ53 20201102 144525 BLD 7 24.6 248000 191.79 54.83 191.79 54.83 6.23 12 TOPBUILD CORP BLD 95.2 1.52 779.8 476.8 6/30/2020 698 33081 0.50 09/18/1989 0.50 08/16/1988 14 4 1542 40 1 7 10/12/2020 3/18/2020 10/12/2020 3/18/2020 103.08 236210 USD BBG0077VS2C0 20201102 144526 BLFS 5 30.5 249000 31.87 7.37 31.87 7.37 0.94 12 BIOLIFE SOLUTIONS INC.COMMON S BLFS 34.4 1.38 24.1 7.7 6/30/2020 2.8 32443 14.00 01/29/2014 14 4 3841 50.23 1 2 10/30/2020 3/12/2020 10/30/2020 3/12/2020 16.18 339113 USD BBG000HRJ8Q5 20201102 144526 BLIN 5 0.6 93000 3.62 0.5323 3.62 0.5323 3.25 9 BRIDGELINE DIGITAL 0.1 3.29 1.7 3.8 6/30/2020 2.6 4420 50.00 05/02/2019 5.00 07/25/2017 14 4 7379 50.08 1 2 8/3/2020 3/18/2020 8/3/2020 3/18/2020 1.54 511210 USD BBG000PMGM61 20201102 142327 BLLI 5 0 900 800 900 900 21200 12 BELL INDUSTRIES INC 33.5 0.04 21 9.7 9/30/2010 11.3 50.00 03/15/2012 20.00 03/23/2011 14 4 7379 1446.67 1 3 12/23/2019 12/12/2019 3/4/2020 3/4/2020 900 541511 USD BBG000BD62P0 20201102 144527 BLMN 5 35 3173000 24.29 4.54 23.65 4.54 -1.37 0.15 12 BLOOMIN BRANDS BLMN 60.5 2.17 340.5 962 9/30/2020 1022.3 87573 14 4 5812 52.03 1 21 12/2/2019 3/17/2020 2/19/2020 3/17/2020 22.07 722320 USD BBG002VZ68Y2 20201102 144527 BLPH 5 29000 26 3.1859 26 3.1859 -3.29 12 BELLEROPHON THERAPEUTICS INC. 11.3 -0.66 10.4 7.6 6/30/2020 9498 15.00 02/10/2020 14 4 2834 44.11 1 2 3/20/2020 3/19/2020 3/20/2020 3/19/2020 5.25 325412 USD BBG007NP1D94 20201102 144527 BLRX 5 10752000 3.1 1.0609 3.1 1.0609 -2.4 12 BIOLINE RX 2.3 2.27 28.2 12 6/30/2020 5.8 19988 15.00 07/15/2019 14 4 2834 91.81 1 2 10/30/2020 3/18/2020 10/30/2020 3/18/2020 2.25 325412 USD BBG001Y26LK0 20201102 144528 BLUE 5 585000 99.36 38.95 99.36 38.95 -11.63 12 BLUEBIRD BIO INC. COMMON STOC BLUE 97.9 2.07 1152.2 223.6 6/30/2020 66223 14 4 2836 39.89 1 21 1/17/2020 3/17/2020 1/17/2020 3/17/2020 87.75 325414 USD BBG000QGWY50 20201102 142328 BLV 7 542000 117.98 90.7 117.98 90.7 VANGUARD LONG-TERM BOND INDEX BLV 2.78 117144 46600 14 4 7.58 1 11 8/6/2020 3/18/2020 8/6/2020 3/18/2020 100.34 0 USD BBG000R45489 3 20201102 180432 BMNM 5 0.6 0 1.6 0.35 1.6 0.35 -0.62 0.12 12 BIMINI CAPITAL MGMT 1.6 1.15 6/30/2020 27.5 11672 10.00 03/12/2010 14 4 6798 240.73 1 3 2/27/2020 4/2/2020 2/27/2020 4/2/2020 1.17 525920 USD BBG000PP5DB0 20201102 144528 BMRA 5 203000 23.39 2.05 23.39 2.05 -0.32 5 BIOMERICA INC. COMMON STOCK BMRA 12.1 -0.84 14.8 1.5 8/31/2020 11753 2.00 11/16/1994 0.67 12/15/1980 14 4 8071 80.47 1 2 3/19/2020 3/17/2020 3/19/2020 3/17/2020 3.02 325413 USD BBG000BDH8F6 20201102 144529 BMRN 5 107.9 1254000 131.945 68.25 131.945 68.25 0.69 12 BIOMARIN PHARMACEUTICAL BMRN 99.1 0.42 1942.1 932.5 6/30/2020 486.2 181350 14 4 2834 27.6 1 21 7/21/2020 3/23/2020 7/21/2020 3/23/2020 84.55 325412 USD BBG000CZWZ05 20201102 144529 BMY 7 96.9 10029000 68.34 45.76 68.34 45.76 -0.28 0.11 12 BRISTOL-MYERS SQUIBB BMY BMY1 56.4 0.56 29354 18304 6/30/2020 43387 2253935 0.50 03/01/1999 0.50 03/03/1997 14 4 2834 24.1 1 7 1/22/2020 3/23/2020 1/22/2020 3/23/2020 64.19 325412 USD BBG000DQLV23 20201102 180432 BNCC 5 4.9 1000 35.25 15.6 35.07 15.6 6.92 0.09 12 BNCCORP INC 0.6 1.33 6/30/2020 32 3541 14 4 6029 23.51 1 3 12/26/2019 4/6/2020 1/8/2020 4/6/2020 34.65 522110 USD BBG000FFLF20 20201102 142331 BND 5 4772000 89.59 76.49 89.59 76.49 VANGUARD TOTAL BOND MARKET ETF BND 1.02 2912260 706423 14 4 2.28 1 1 8/7/2020 3/12/2020 8/7/2020 3/12/2020 83.86 0 USD BBG000BZZS63 3 20201102 142331 BNDX 5 2700000 58.659 53.89 58.659 53.89 VANGUARD TOTAL INTERNATIONAL B BNDX 0.69 1568210 557434 14 4 1.71 1 1 3/9/2020 3/19/2020 3/9/2020 3/19/2020 56.58 0 USD BBG004N1LFT5 3 20201102 144530 BNED 7 223000 5.1 1.11 4.51 1.11 -1.08 4 BARNES & NOBLE EDUCATION INC BNED 29.1 2.34 584.9 406.7 7/31/2020 99.7 48633 14 4 5942 63.5 1 7 11/29/2019 4/3/2020 1/6/2020 4/3/2020 4.27 451211 USD BBG009CNQCW6 20201102 144530 BNFT 5 262000 25.505 6.09 22.31 6.09 -1.23 12 BENEFITFOCUS INC. COMMON STOC BNFT 48.7 1.54 186.3 75.6 6/30/2020 187.9 32261 14 4 7372 41.55 1 1 11/7/2019 3/18/2020 1/2/2020 3/18/2020 21.94 511210 USD BBG0053Z92V9 20201102 142332 BNO 7 679000 21.98 5.91 21.98 5.91 UNITED STATES BRENT OIL BNO 2.34 3573 33400 0.50 08/29/2013 14 4 38.6 1 11 1/6/2020 4/28/2020 1/6/2020 4/28/2020 20.85 0 USD BBG000QZBM11 3 20201102 144531 BNSO 5 47.9 23000 5.6 1.72 5.6 1.935 0.09 -0.18 3 BONSO ELECTRONICS INTL 0.6 11.9 6.1 9/30/2008 3.1 4893 6.00 10/03/1994 6.00 09/30/1994 14 4 3829 105.88 1 2 9/24/2020 11/14/2019 9/24/2020 5/4/2020 2.3 334519 USD BBG000F640B2 20201102 180432 BNTC 5 51.6 156000 17.415 2.6 17.415 2.6 -8.1 6 BENITEC BIOPHARMA LIMITED AMERICAN DEPOSITARY SHAR 0.1 1.34 10.8 1.1 6/30/2018 0.2 4405 1.50 04/15/2020 10.00 11/18/2019 14 4 2834 159.59 1 2 2/7/2020 10/30/2020 2/7/2020 10/30/2020 7.65 325412 USD BBG006KZDLB3 20201102 144531 BOCH 5 10.4 29000 12.31 5.68 11.68 5.68 0.77 0.15 12 BANK OF COMMERCE HOLDINGS BOCH 32.6 0.61 9/30/2020 20.3 16792 0.33 08/17/2004 0.91 09/27/2000 14 4 6022 52.89 1 1 12/12/2019 4/16/2020 1/2/2020 4/16/2020 11.57 522110 USD BBG000C61V11 20201204 022002 BOIL 7 1825000 105.001 21.03 87.4 22.5 PROSHARES ULTRA BLOOMBERG NATU BOIL BOIL1 0.72 846 1987 10.00 04/21/2020 5.00 03/20/2018 14 4 92.34 1 11 12/5/2019 12/3/2020 1/14/2020 6/25/2020 83.4 0 USD BBG0024TGRQ2 3 20201102 142335 BOND 7 180000 114.61 100.31 114.61 100.31 PIMCO TOTAL RETURN ACTIVE ETF BOND 0.98 37243 33180 14 4 2.22 1 11 3/9/2020 3/20/2020 3/9/2020 3/20/2020 107.81 0 USD BBG002N12B91 3 20201102 180433 BONL 5 0 1.82 1.28 1.82 1.3 3 BONAL INTL INC -0.1 14 4 3548 128.97 1 3 5/19/2020 12/27/2019 5/19/2020 6/23/2020 1.28 333992 USD BBG000CKX9R6 20201102 144532 BOOT 7 25.6 676000 48.11 8.03 48.11 8.03 1.25 0.25 3 BOOT BARN HOLDINGS INC BOOT 97.5 3.32 384.7 312.6 9/30/2020 109 28866 0.04 10/29/2014 14 4 5661 46.54 1 7 1/7/2020 3/18/2020 1/7/2020 3/18/2020 44.53 448210 USD BBG0077SYZV6 20201102 180434 BOSC 5 9000 3.35 1.02 3.35 1.02 -0.6 12 BOS 0.1 0.64 17.3 10 6/30/2020 2 4319 4.00 12/14/2012 5.00 01/12/2010 14 4 7372 39.05 1 2 8/5/2020 4/2/2020 8/5/2020 4/2/2020 1.99 541512 USD BBG000KVX9C9 20201102 180434 BOWFF 5 14.3 2000 38.96 11.06 38.96 11.06 -0.11 -0.32 12 BOARDWALK REAL ESTAT 40.7 1.4 46.5 340.2 6/30/2020 1788.5 51021 14 4 7222 32.16 1 3 2/20/2020 3/23/2020 2/20/2020 3/23/2020 35.62 531390 USD BBG000BNSP73 20201102 144533 BOX 7 1658000 22.09 8.64 22.09 8.64 -0.7 1 BOX INC BOX 57 1.16 457.7 578.5 7/31/2020 40 156545 14 4 7372 26.22 1 7 6/22/2020 3/17/2020 6/22/2020 3/17/2020 16.78 511210 USD BBG000PMSK08 20201102 180434 BOTJ 5 9 2000 16.15 8 16.15 8 1.1 0.05 12 BANK OF THE JAMES 0.8 1.14 9/30/2020 5 4339 10.00 06/17/2010 11.00 11/15/1994 14 4 6022 29.04 1 2 1/8/2020 3/24/2020 1/8/2020 3/24/2020 15.27 522110 USD BBG000BXNHY4 20201102 144534 BPMC 5 413000 108.505 43.29 108.505 43.29 -7.63 12 BLUEPRINT MEDICINES CORPORATION COMMON STOCK BPMC 72 0.83 516.8 106.5 6/30/2020 1.5 55272 14 4 2834 45.77 1 21 10/29/2020 3/16/2020 10/29/2020 3/16/2020 80.11 325412 USD BBG001MC8YF7 20201102 142340 BPTH 5 2712000 11.78 2.9203 8.49 2.9203 -2.94 12 BIO-PATH HOLDINGS INC. 2.7 2.08 22 1.2 6/30/2020 0.1 3692 20.00 01/18/2019 10.00 02/09/2018 14 4 2834 102.33 1 2 11/21/2019 3/17/2020 1/2/2020 3/17/2020 7.99 325412 USD BBG000PQXTT3 20201102 144535 BPY 5 10.9 2010000 20.13 7.1 20.13 7.1 -0.29 -0.19 12 BROOKFIELD PROPERTY PARTNERS BPY 9.6 1.61 3289 12466 6/30/2020 46583 923603 14 4 6799 44.17 1 21 1/22/2020 4/3/2020 1/22/2020 4/3/2020 18.28 531390 USD BBG004BMM0N0 20201102 144535 BR 7 34.1 430000 146.04 81.9 146.04 81.9 4.03 0.11 6 BROADRIDGE BR 68.3 0.9 1328 1341.3 6/30/2020 1387.6 115497 14 4 7389 21.58 1 7 10/23/2020 3/23/2020 10/23/2020 3/23/2020 123.54 561499 USD BBG000PPFKQ7 20201102 144536 BRG 6 288.7 146000 12.49 3.79 12.27 3.79 0.03 12 BLUEROCK RESIDENTIAL GROWTH 37 0.9 263.8 43.3 6/30/2020 1443.3 24696 14 4 6798 45.56 1 6 11/27/2019 4/3/2020 1/22/2020 4/3/2020 12.05 531190 USD BBG005NDTZZ7 20201102 180436 BRID 5 24.7 1000 31.865 14.06 31.865 14.06 0.74 0.18 10 BRIDGFORD FOODS 5.3 -0.32 52.8 19.9 7/31/2020 11.8 9077 0.91 12/04/1998 0.91 12/03/1997 14 4 2013 30.96 1 1 1/23/2020 3/10/2020 1/23/2020 3/10/2020 24.79 311612 USD BBG000BDPZ58 20201102 142345 BRLI 5 7000 9.95 9.74 9.95 9.74 12 79725 0.3 0.2 6/30/2020 6111 14 4 6719 4.68 1 2 8/14/2020 7/22/2020 8/14/2020 7/22/2020 551112 USD BBG00SHZKZD8 20201102 144537 BRN 6 411000 2.68 0.3012 2.68 0.3012 -1.17 9 BARNWELL INDUSTRIES 2.1 1.12 8.7 4.8 6/30/2020 6.6 8277 0.33 11/15/2005 0.50 01/31/2005 14 4 1382 95.34 1 6 2/11/2020 3/30/2020 2/11/2020 3/30/2020 1.03 213112 USD BBG000BDQW54 20201102 144538 BRX 7 15.4 2277000 22.74 7.51 21.72 7.51 0.71 0.21 12 BRIXMOR PROPERTY GROUP INC BRX 91.4 1.46 296 537.5 6/30/2020 4861.2 296481 14 4 6798 45.07 1 7 11/18/2019 4/3/2020 1/2/2020 4/3/2020 21.61 531120 USD BBG001LFLZZ1 20201102 144538 BRT 7 207.5 34000 18.75 6 18.28 6 0.06 0.36 12 BRT APARTMENTS CORP 18.7 1.27 32.4 20.8 6/30/2020 170.3 16432 3.00 08/25/1986 14 4 6798 34.46 1 7 11/29/2019 3/19/2020 1/27/2020 3/19/2020 16.97 525920 USD BBG000BDR7W8 20201102 142346 BRY 5 7.3 212000 11.72 1.82 9.96 1.82 -1.69 12 BERRY CORP BRY 53.8 2.67 100.4 156.6 6/30/2020 394.3 79871 14 4 1311 75.1 1 21 11/12/2019 3/18/2020 1/3/2020 3/18/2020 9.43 213111 USD BBG00H5HHTV3 20201102 142346 BRZU 7 247000 1446.2 35.35 1446.2 35.35 DIREXION DAILY BRAZIL BULL 2X BRZU BRZU1 2.53 1691 2558 35.00 04/23/2020 0.25 08/25/2016 14 4 67.24 1 11 1/2/2020 3/18/2020 1/2/2020 3/18/2020 1358 0 USD BBG004F0NT23 3 20201102 142346 BSBR 7 16.5 1119000 12.68 3.69 12.68 3.69 0.34 0.24 12 BANCO SANTANDER BRASIL BSBR 0.3 0.76 9/30/2020 14509.8 7460855 14 4 6029 47.83 1 7 1/2/2020 5/14/2020 1/2/2020 5/14/2020 12.13 522110 USD BBG000QSFS65 20201102 142347 BSCK 5 514000 21.35 19.6703 21.35 19.6703 INVESCO BULLETSHARES 2020 C 0.2 14358 67650 14 4 0.78 1 1 5/18/2020 3/16/2020 5/18/2020 3/16/2020 21.29 0 USD BBG00KJR0RG8 3 20201102 142347 BSCM 5 274000 23.76 18.16 23.76 18.16 INVESCO BULLETSHARES 2022 0.6 20611 94500 14 4 1.51 1 1 2/21/2020 3/19/2020 2/21/2020 3/19/2020 21.5 0 USD BBG00KJR0VY9 3 20201102 142348 BSGM 5 567000 12.43 2.36 12.43 2.36 -2.13 12 BIOSIG TECHNOLOGIES INC. COMMON STOCK BSGM 15 1.67 12.8 2 6/30/2020 29804 2.50 09/11/2018 14 4 3845 199.27 1 2 5/12/2020 3/18/2020 5/12/2020 3/18/2020 5.92 334510 USD BBG006MM6RH9 20201102 144538 BSM 7 8.1 440000 13.6 4.04 13.535 4.04 0.75 12 BLACK STONE MINERALS LP BSM 9 1.65 102.3 29.8 6/30/2020 394 206738 14 4 1311 38.11 1 7 11/4/2019 3/19/2020 1/6/2020 3/19/2020 12.72 213112 USD BBG008B5CF29 20201102 144538 BSMX 7 5.5 448000 8.01 2.52 8.01 2.52 0.66 0.09 12 BANCO SANTANDER BSMX 4.6 1.25 6/30/2020 6240.9 1357399 14 4 6029 47.46 1 7 2/12/2020 4/21/2020 2/12/2020 4/21/2020 6.78 522110 USD BBG00JSKYMY0 20201102 180437 BSPM 5 0.1 0 0.29 0.0104 0.29 0.0401 0.68 12 BIOSTAR PHARMACEUTICALS 0.3 1.82 7.4 5.6 9/30/2017 2637 7.00 02/05/2016 3.00 04/04/2012 14 4 2834 428.92 1 3 9/8/2020 12/23/2019 9/8/2020 1/14/2020 0.06 325412 USD BBG000BB9Q41 20201102 142352 BSV 7 1774000 83.3 78.1 83.3 78.1 VANGUARD SHORT-TERM BOND ETF BSV 0.41 588021 328412 14 4 0.7 1 11 7/31/2020 3/19/2020 7/31/2020 3/19/2020 80.61 0 USD BBG000R44H09 3 20201102 144539 BSQR 5 38000 2 0.83 2 0.83 -0.31 12 BSQUARE CORP BSQR 7.8 1.42 20.5 11.2 6/30/2020 0.3 13155 4.00 10/07/2005 14 4 7372 44.26 1 2 6/10/2020 3/16/2020 6/10/2020 3/16/2020 1.39 511210 USD BBG000C1CYF9 20201102 144539 BSTC 5 35.4 203000 89.15 42 89.15 42 2.49 0.38 12 BIOSPECIFICS TECHNOLOGIES 41.6 0.43 109.3 1.4 6/30/2020 1.5 7345 0.50 04/21/1992 14 4 2834 112.92 1 1 10/20/2020 3/23/2020 10/20/2020 3/23/2020 56.94 325412 USD BBG000CLT0M3 20201102 144540 BSX 7 12.9 11800000 46.62 24.1 46.13 24.1 2.65 12 BOSTON SCIENTIFIC BSX 86.8 0.94 4699 4866 9/30/2020 8586 1430675 0.50 11/06/2003 0.50 12/01/1998 14 4 3841 29.72 1 7 12/20/2019 3/23/2020 1/9/2020 3/23/2020 45.22 339112 USD BBG000C0LW92 20201102 144540 BTG 6 15.3 4989000 7.55 2.16 7.55 2.16 0.42 -0.22 12 B2GOLD CORP. 66.7 1.21 407.5 165.1 6/30/2020 235.8 1045278 14 4 611 54.49 1 6 8/5/2020 3/16/2020 8/5/2020 3/16/2020 4.01 212221 USD BBG000V9KFD5 20201102 144540 BTN 6 30000 3.58 1.26 3.58 1.26 -0.46 12 BALLANTYNE STRONG 10.8 0.9 23 17.3 6/30/2020 3 14790 0.95 02/10/1999 0.67 06/15/1998 14 4 3861 44.61 1 6 1/17/2020 3/24/2020 1/17/2020 3/24/2020 3.24 333316 USD BBG000N3DWR3 20201102 142353 BTU 7 2420000 11.1 1.17 10.61 1.17 -20.7 12 PEABODY ENERGY CORP BTU 45.8 1.38 1613.9 975.3 6/30/2020 1292.5 97800 14 4 1221 99.41 1 7 11/7/2019 10/29/2020 1/2/2020 10/29/2020 9.12 212111 USD BBG00GBV88T6 20201102 144541 BUD 7 85.1 1794000 83.54 32.58 83.54 32.58 0.61 -0.04 12 ANHEUSER-BUSCH INBEV BUD 2.2 1.39 28814 34841 6/30/2020 95872 1971157 14 4 2082 37.14 1 7 1/2/2020 3/19/2020 1/2/2020 3/19/2020 82.04 312120 USD BBG000RYC984 20201102 142354 BUFF 12 31.8 30000 32.499 31.2401 32.499 31.2401 0.99 12 BLUE BUFFALO PET PRODUCTS INC. 0.9 270 12/31/2017 389.9 850 14 4 2048 8.14 1 18 10/13/2020 9/21/2020 10/13/2020 9/21/2020 311119 USD BBG00DZWKTT5 3 20201102 180439 BURCA 5 8.6 0 15 8.5 15 8.5 -0.12 0.04 12 BURNHAM HOLDNGS CL-A 10 0.43 79.4 29.7 12/31/2018 14.4 4562 0.50 06/02/2004 0.50 03/13/1995 14 4 3433 33.45 1 3 2/13/2020 3/19/2020 2/13/2020 3/19/2020 14.1 333414 USD BBG000BDXQC1 20201102 144542 BURL 7 259.6 491000 250.89 105.67 250.89 105.67 -1.2 1 BURLINGTON STORES INC BURL 98 0.8 1417.4 1461.9 7/31/2020 1001.7 66164 14 4 2311 36.69 1 7 2/20/2020 3/19/2020 2/20/2020 3/19/2020 228.03 424320 USD BBG004S641N5 20201102 144542 BV 7 53.2 328000 19.67 6.85 17.25 6.85 -0.1 9 BRIGHTVIEW HOLDINGS INC BV 31.2 1.27 551.4 332.7 6/30/2020 1134.2 104903 14 4 7389 51.75 1 7 11/20/2019 3/18/2020 1/13/2020 3/18/2020 16.87 561439 USD BBG00L1LT6D6 20201102 144542 BVXV 5 2396000 61.9999 2.81 61.9999 2.81 -3.04 12 BIONDVAX PHARMACEUTICALS LTD. AMERICAN DEPOSITARY 0.4 2.58 21.4 5.5 6/30/2020 36.2 11527 14 4 581.11 1 2 7/13/2020 10/28/2020 7/13/2020 10/28/2020 9.29 0 USD BBG007TGL1R2 20201102 144542 BW 7 104000 5.16 0.77 5.16 0.77 -0.71 12 BABCOCK & WILCOX ENTERPRISES INC BW 9 2.1 412.2 602.5 6/30/2020 94.3 51646 10.00 07/24/2019 14 4 3699 49.61 1 7 1/17/2020 3/18/2020 1/17/2020 3/18/2020 3.64 335999 USD BBG007H0TDK3 20201102 180439 BWFG 5 12.8 12000 30 12.07 29.2619 12.07 1.29 0.24 12 BANKWELL FINANCIAL GROUP INC. 21.3 0.84 6/30/2020 175.2 7897 14 4 6022 38.24 1 1 11/26/2019 4/2/2020 2/18/2020 4/2/2020 28.84 522110 USD BBG000Q4FJD0 20201102 142359 BWX 7 333000 30.3 25.59 30.3 25.59 SPDR BARCLAYS INTERNATIONAL TR BWX 0.89 9327 31300 0.50 09/29/2016 14 4 5.89 1 11 10/27/2020 3/18/2020 10/27/2020 3/18/2020 28.81 0 USD BBG000TH5D97 3 20201102 144544 BWXT 7 19 428000 70.57 40.4 70.57 40.4 2.89 0.57 12 BWX TECHNOLOGIES INC BWXT 96 1.03 629.8 404.7 6/30/2020 809.4 95289 14 4 9711 28.16 1 7 2/20/2020 3/19/2020 2/20/2020 3/19/2020 62.08 928110 USD BBG000D86F25 20201102 142359 BWZ 7 23000 31.88 27.93 31.88 27.93 SPDR BARCLAYS CAP S/T INTL TRE 0.26 2419 7700 14 4 5.16 1 11 9/18/2020 3/20/2020 9/18/2020 3/20/2020 30.87 0 USD BBG000F935R9 3 20201102 144544 BX 7 45 2568000 64.97 33 64.97 33 1.12 0.03 12 BLACKSTONE GROUP INC CLASS A BX 40 1.23 18013.9 3543.6 6/30/2020 -264 700649 14 4 6282 23.73 1 7 2/11/2020 3/18/2020 2/11/2020 3/18/2020 55.94 523930 USD BBG000BH0106 20201102 180440 BXLC 5 0 15.6 9.5 15 9.5 -1.62 12 BEXIL CP 3.8 0.79 31.3 0.3 3/31/2012 1019 14 4 6282 182.61 1 3 12/12/2019 3/12/2020 8/17/2020 3/12/2020 15.6 523930 USD BBG000BFQ1H4 20201102 144546 BZUN 5 47.4 888000 47.51 22.19 47.51 22.19 0.77 12 BAOZUN INC. AMERICAN DEPOSITARY SHARES BZUN 43.2 1.4 847.3 346 6/30/2020 276.9 76482 14 4 5961 47.84 1 21 7/9/2020 3/17/2020 7/9/2020 3/17/2020 33.12 454390 USD BBG008HNS333 20201102 144546 CAAS 5 42.1 77000 4.16 1.425 3.71 1.425 0.07 -0.23 12 CHINA AUTOMOTIVE SYSTEMS CAAS 0.8 1.09 441.2 303.8 6/30/2020 7.2 31174 0.29 03/05/2003 14 4 3714 33.93 1 2 12/4/2019 3/19/2020 8/14/2020 3/19/2020 3.15 336390 USD BBG000BF5HQ2 20201102 144547 CABO 7 42.2 39000 2044.41 1031.39 2044.41 1031.39 41.08 12 CABLE ONE INC 71.9 0.44 181.5 189.5 6/30/2020 1711.9 6020 14 4 4899 38.84 1 7 5/12/2020 3/18/2020 5/12/2020 3/18/2020 1488.47 517919 USD BBG000F02T51 20201102 142404 CACH 5 15000 0.00985 0.0021 0.0069 0.0021 -1.45 12 CACHE INC COMMON STOCK 1.9 2.2 32.3 26.4 9/30/2014 0.3 31037 16 6 5621 557.95 1 3 12/9/2019 3/19/2020 2/5/2020 3/19/2020 0 448120 USD BBG000BDWZF9 20201102 144548 CAH 7 1732000 60.69 39.0508 60.69 39.0508 -12.61 0.06 6 CARDINAL HEALTH CAH 72.3 0.89 25940 23615 6/30/2020 6765 293394 0.67 04/23/2001 0.67 11/02/1998 14 4 5122 27.57 1 7 2/12/2020 3/23/2020 2/12/2020 3/23/2020 50.58 424210 USD BBG000D898T9 20201102 144548 CAI 7 118.1 110000 31.68 10.13 31.68 10.13 -0.21 -0.15 12 CAI INTERNATIONAL INC CAI 44.2 1.45 499.1 287.4 6/30/2020 1880.1 17553 14 4 7359 53.65 1 7 10/20/2020 3/18/2020 10/20/2020 3/18/2020 28.98 532490 USD BBG000MGPJD6 20201102 144549 CALA 5 426000 8.18 2.99 8.18 2.99 -1.38 12 CALITHERA BIOSCIENCES INC. CO CALA 58.7 1.36 159.8 19.6 6/30/2020 70559 48.00 09/19/2014 1.00 03/08/2012 14 4 2834 57.48 1 21 4/15/2020 3/16/2020 4/15/2020 3/16/2020 5.71 325412 USD BBG001J26KY4 20201102 144548 CAL 7 6.7 453000 24.865 3.12 23.98 3.12 -9.24 -0.04 1 CALERES INC CAL 63.1 2.16 882.3 851 7/31/2020 198.4 37912 0.67 04/03/2007 0.67 04/04/2006 14 4 3149 59.17 1 7 11/7/2019 3/18/2020 1/7/2020 3/18/2020 23.75 424340 USD BBG000CYSFS7 20201102 180441 CALI 5 2000 0.4795 0 0.4795 0.0005 -0.34 -0.16 12 CHINA AUTO LOGISTICS 7.71 160.2 136.6 9/30/2017 4840 6.00 10/10/2012 14 4 5012 724.75 1 3 8/17/2020 11/6/2019 8/17/2020 2/13/2020 0.03 423110 USD BBG000TCJLF8 20201102 144549 CALX 7 137.7 1075000 27.78 5.61 27.78 5.61 0.17 12 CALIX CALX 38.9 1.75 143.8 115.5 9/30/2020 16.7 61773 14 4 7372 72.18 1 7 10/21/2020 3/23/2020 10/21/2020 3/23/2020 8 511210 USD BBG000PXJB68 20201102 144550 CAPL 7 6 42000 19.79 6.81 19.79 6.81 2.41 -0.38 12 CROSSAMERICA PARTNERS LP CAPL 10 2.36 63.5 112.6 6/30/2020 534.9 37868 14 4 5989 46.14 1 7 1/30/2020 3/18/2020 1/30/2020 3/18/2020 18.05 454310 USD BBG002Z9XD93 20201102 144550 CANF 6 320000 4.95 1.08 4 1.08 -2.1 12 CAN-FITE BIOPHARMA LTD. 2.16 7.1 3.3 12/31/2019 15414 15.00 05/10/2019 14 4 72.55 1 6 12/2/2019 2/12/2020 1/7/2020 2/12/2020 3.3 0 USD BBG003CMFDM2 20201102 142409 CAPP 5 0 0.25 0.1 0.15 0.1 -0.03 12 CAPSTONE FINANCIAL GROUP INC 0.1 -0.03 13.3 0.4 9/30/2016 0.1 98348 14 4 6099 489.65 1 3 12/6/2019 1/28/2020 1/8/2020 1/28/2020 0.15 523999 USD BBG003H6NFC9 20201102 144551 CARA 5 421000 26.67 8.88 19.1343 8.88 -2.51 12 CARA THERAPEUTICS INC. COMMON CARA 39.2 1.28 165.7 42.9 6/30/2020 46887 2.50 01/16/2014 14 4 2834 46.99 1 1 11/29/2019 3/18/2020 8/11/2020 3/18/2020 16.11 325412 USD BBG001J2QYS9 20201102 144550 CAPR 5 389000 12.32 0.88 12.32 0.88 -1.22 12 CAPRICOR THERAPEUTICS INC. CO CAPR 1.9 7.75 10.5 0.9 6/30/2020 13.9 19724 10.00 06/05/2019 50.00 11/21/2013 14 4 2836 61.73 1 2 7/28/2020 3/12/2020 7/28/2020 3/12/2020 1.28 325414 USD BBG000DZMK99 20201102 144552 CASI 5 475000 3.57 1.15 3.32 1.15 -0.4 12 CASI PHARMACEUTICALS 10.3 0.55 61.5 7.9 6/30/2020 1.5 123944 11.00 07/01/2010 14 4 2836 87.52 1 2 11/26/2019 3/12/2020 1/14/2020 3/12/2020 3.09 325412 USD BBG000GW8ML1 20201102 144553 CATB 5 1928000 8.59 1.265 8.59 1.265 -2.14 12 CATABASIS PHARMACEUTICALS INC. COMMON STOCK CATB 53.3 1.78 39 5 6/30/2020 2.5 19081 10.00 12/31/2018 14 4 2834 358.73 1 1 8/24/2020 10/30/2020 8/24/2020 10/30/2020 5.91 325412 USD BBG000QSGWX5 20201102 144553 CATM 5 21.5 371000 47.41 15.71 47.41 15.71 0.83 0.05 12 CARDTRONICS CATM 77.9 1.79 308.5 434.4 6/30/2020 739.5 44477 14 4 3579 43.75 1 21 1/22/2020 4/1/2020 1/22/2020 4/1/2020 44.65 561499 USD BBG00D1WH4Y5 20201102 180444 CBAN 5 12.3 9000 16.5 8.7 16.49 8.7 1.02 0.14 12 COLONY BANKCORP 19 0.56 9/30/2020 80.5 9499 0.80 05/17/2005 0.80 09/16/2003 14 4 6022 50.96 1 1 12/16/2019 5/14/2020 1/2/2020 5/14/2020 16.5 551111 USD BBG000HH3LY6 20201102 144555 CBAY 5 1007000 9.06 1.21 9.06 1.21 -1.16 12 CYMABAY THERAPEUTICS INC. COMM CBAY 27.3 1.3 202.9 17.6 6/30/2020 3 68887 14 4 2834 61.15 1 21 10/23/2020 3/18/2020 10/23/2020 3/18/2020 1.96 325412 USD BBG005NJY3N2 20201102 144555 CBBT 5 55104000 0.025 0.0002 0.025 0.0002 -0.08 6 CEREBAIN BIOTECH COR 7 0.1 3.1 3/31/2019 2.6 140223 10.00 06/19/2014 0.16 03/21/2012 14 4 2833 363.89 1 3 10/26/2020 4/13/2020 10/26/2020 4/13/2020 0 325412 USD BBG002405L35 20201102 180444 CBFV 5 8.8 6000 30.95 16.25 30.95 16.25 2.23 0.1 12 CB FINANCIAL SVC CMN 17.2 0.76 6/30/2020 14 5394 0.33 05/11/1999 0.91 05/13/1996 14 4 6022 32.6 1 1 1/21/2020 3/23/2020 1/21/2020 3/23/2020 30.14 522110 USD BBG000BKT8B1 20201102 144555 CBIO 5 368000 8.94 3.43 8.94 3.43 -3.5 12 CATALYST BIOSCIENCES INC. COMMON STOCK CBIO 19.8 2.34 96.1 28.9 6/30/2020 0.3 22063 15.00 02/13/2017 7.00 08/21/2015 14 4 2834 89.04 1 2 2/7/2020 3/19/2020 2/7/2020 3/19/2020 6.81 325412 USD BBG000F88SY8 20201102 144556 CBLI 5 7904000 5.43 0.5 5.43 0.515 -0.18 12 CLEVELAND BIOLABS INC. COMMON 0.7 1.04 2 1.1 6/30/2020 1.5 13016 20.00 01/28/2015 14 4 8731 135.93 1 2 10/20/2020 11/18/2019 10/20/2020 1/6/2020 0.6 541714 USD BBG000C3YCP8 20201102 144556 CBMG 5 38000 19.5 11.48 19.5 11.48 -2.77 12 CELLULAR BIOMEDICINE GROUP IN CBMG 20.1 1.28 34 23.7 6/30/2020 19433 100.00 01/31/2013 14 4 2835 9.7 1 21 8/12/2020 3/16/2020 8/12/2020 3/16/2020 16.24 325413 USD BBG000P1XFS9 20201102 142416 CBNK 5 8.4 16000 15.07 6.98 14.97 6.98 1.25 12 CAPITAL BANCORP INC. COMMON STOCK 17.7 6/30/2020 47.6 13682 14 4 6022 40.07 1 21 11/25/2019 3/16/2020 1/13/2020 3/16/2020 14.89 522110 USD BBG000G2Z909 20201102 144556 CBOE 12 17.4 1002000 127.93 72.01 127.93 72.01 4.67 12 CBOE GLOBAL MARKETS INC CBOE 0.67 6/30/2018 1237.9 111819 14 4 6231 21.04 1 18 2/6/2020 3/19/2020 2/6/2020 3/19/2020 120 523210 USD BBG000QH56C1 20201102 144556 CBPO 5 30.3 64000 119.44 97.91 118.3 97.91 3.83 0.05 12 CHINA BIOLOGIC PRODUCTS CBPO 5.1 0.51 1299.7 119.3 6/30/2020 40 38584 14 4 2836 10.59 1 21 11/14/2019 4/6/2020 1/3/2020 4/6/2020 116.38 325414 USD BBG00H6YFFF5 20201102 144558 CC 7 868000 23.92 7.02 23.92 7.02 -0.71 12 CHEMOURS CO CC 60.6 2.1 2777 1541 6/30/2020 4026 164240 14 4 2899 44.6 1 7 10/9/2020 4/3/2020 10/9/2020 4/3/2020 18.09 325998 USD BBG005H82GB2 20201102 142420 CCC 7 1351000 33.55 15 33.55 15 -0.41 12 CLARIVATE PLC CCC 60.2 493.1 651 6/30/2020 1628.6 605957 14 4 7379 39.07 1 7 10/5/2020 3/18/2020 10/5/2020 3/18/2020 16.8 541519 USD BBG00P1919G5 20201102 144559 CCEL 5 15.8 7000 9.925 4.52 9.925 4.52 0.42 11 CRYO-CELL INTL INC 0.24 15.4 15.4 8/31/2020 5.9 7546 14 4 8099 60.26 1 3 8/12/2020 6/11/2020 8/12/2020 6/11/2020 7.13 621999 USD BBG000BS6ZT0 20201102 180446 CCHGY 5 17 6000 37.5 17.25 37.5 17.25 1.33 0.1 12 COCA-COLA HBC AG ADR 0.1 1.13 3592.4 3114.7 12/31/2014 2812.2 364175 14 4 36.28 1 3 2/14/2020 3/18/2020 2/14/2020 3/18/2020 34.3 0 USD BBG006XPK939 20201102 144600 CCLP 5 56000 2.95 0.3485 2.74 0.3485 -0.91 12 COMPRESSCO LP UTS CCLP 3.1 2.06 127.3 107.6 6/30/2020 638.2 47344 14 4 1389 51.72 1 21 11/5/2019 4/21/2020 1/2/2020 4/21/2020 2.71 213112 USD BBG000BQ4Q61 20201102 180447 CCM 7 9000 2.92 1.13 2.9 1.13 -1.98 12 CONCORD MEDICAL SERVICES 0.16 42.1 93.4 6/30/2016 192.3 43414 14 4 8011 100.04 1 7 11/12/2019 6/3/2020 1/28/2020 6/3/2020 2.67 622110 USD BBG000PWRPT5 20201102 144601 CCNE 5 8.4 43000 33.78 13.25 33.38 13.25 2.17 0.1 12 CNB FINANCIAL CCNE 29.7 1.07 9/30/2020 298.5 16833 0.40 05/24/2004 14 4 6022 50.14 1 21 11/11/2019 5/14/2020 1/7/2020 5/14/2020 32.68 522110 USD BBG000BKPZC4 20201102 180447 CCRC 5 6.6 2000 10.99 3.32 10.99 3.32 0.71 12 CHINA CUSTOMER RELATIONS CENTERS INC. O 0.1 0.78 74.5 27 12/31/2014 18330 14 4 79.31 1 2 1/16/2020 3/19/2020 1/16/2020 3/19/2020 9.55 561499 USD BBG007B6C8R8 20201102 144601 CCS 7 7.6 338000 47.58 9.04 47.58 9.04 5.13 0.29 12 CENTURY COMMUNITIES INC CCS 65.2 2.02 2350.5 210 9/30/2020 1139.5 33351 14 4 1531 53.69 1 7 10/12/2020 3/19/2020 10/12/2020 3/19/2020 27.35 236115 USD BBG006G412Q6 20201102 180447 CCUR 5 2.2 4000 5 2.75 5 2.75 1.39 -0.48 6 CONCURRENT COMPUTER 5 0.51 54.7 3.6 6/30/2020 1.6 8973 10.00 07/09/2008 10.00 02/10/1992 14 4 3571 32.9 1 3 2/5/2020 10/14/2020 2/5/2020 10/14/2020 4.35 334111 USD BBG000BY2FL3 20201102 144602 CCXI 5 657000 65.43 7.88 65.43 30.72 -0.51 12 CHEMOCENTRYX CCXI 59.2 1.56 174.4 59.1 6/30/2020 19.8 68892 14 4 2834 60.67 1 21 6/12/2020 11/22/2019 6/12/2020 3/18/2020 39.55 541714 USD BBG000PTSB12 20201102 142425 CCZ 7 0 64.95 49.75 64.95 49.75 12 COMCAST 2 % ZERO PREMIUM OPTIO -0.34 55566 14 4 4841 61.57 1 7 8/10/2020 4/8/2020 8/10/2020 4/8/2020 60.49 515210 USD 20201102 144603 CDK 5 25.2 688000 57 29.12 57 29.12 1.71 6 CDK GLOBAL INC. COMMON STOCK CDK 69.9 1.41 685.6 526.8 6/30/2020 2655.1 121541 14 4 5045 25.95 1 21 2/5/2020 3/19/2020 2/5/2020 3/19/2020 54.68 541519 USD BBG006B6PVN9 20201102 144603 CDNA 5 611000 55.885 13.04 55.885 13.04 -0.43 12 CAREDX INC CDNA 96.3 0.83 71.9 34.8 6/30/2020 18.3 48964 14 4 8071 65.81 1 1 10/30/2020 3/18/2020 10/30/2020 3/18/2020 21.57 325413 USD BBG006JS5785 20201102 144603 CDOR 6 150000 11.2 2.17 11.1 2.17 -1.15 12 CONDOR HOSPITALITY TRUST INC. 16.5 1.71 10.6 5.7 6/30/2020 135.1 12010 6.50 03/16/2017 8.00 08/15/2013 14 4 6798 136.89 1 6 12/18/2019 10/16/2020 1/28/2020 10/16/2020 531120 USD BBG000DRMMP5 20201102 180448 CDTI 5 2000 0.95 0.07 0.95 0.07 -1.45 12 CLEAN DIESEL TECHNOLOGIES 0.2 0.22 8.2 6.4 9/30/2018 7.6 4071 5.00 09/24/2018 5.00 07/25/2016 14 4 3711 271.92 1 3 9/30/2020 3/19/2020 9/30/2020 3/19/2020 0.18 811121 USD BBG000G1JQ83 20201102 144604 CDTX 5 95000 4.45 1.3 4.45 1.3 -1.12 12 CIDARA THERAPEUTICS INC. COMMON STOCK CDTX 31.4 1.74 65.8 30.2 6/30/2020 7.2 42959 14 4 2834 57.46 1 1 6/26/2020 3/16/2020 6/26/2020 3/16/2020 3.84 325412 USD BBG006R5MFT6 20201102 144604 CDW 5 23.6 576000 146.09 73.39 146.09 73.39 5.19 0.29 12 CDW CORPORATION COMMON STOCK CDW 72.2 1.1 4334.1 3491.4 6/30/2020 3283.2 142670 14 4 7379 30.2 1 21 1/16/2020 3/23/2020 1/16/2020 3/23/2020 142.84 541519 USD BBG001P63B80 20201102 144604 CDXC 5 530000 6 2.5 6 2.5 -0.43 12 CHROMADEX CORPORATION COMMON STOCK CDXC 16.9 1.77 33.5 15.1 6/30/2020 3.3 61624 3.00 04/13/2016 14 4 2833 83.84 1 2 10/7/2020 3/23/2020 10/7/2020 3/23/2020 4.31 325411 USD BBG000BG1J71 20201102 144604 CDXS 5 298000 18.87 8.43 18.87 8.43 -0.24 12 CODEXIS CDXS 46.9 1.29 114.2 15.4 6/30/2020 59127 14 4 8731 49.63 1 21 1/15/2020 3/13/2020 1/15/2020 3/13/2020 15.99 541714 USD BBG000RN0GZ5 20201102 144605 CEA 7 13.3 10000 28.5 15.8 28.5 15.8 -3.28 -0.05 12 CHINA EASTERN AIRLINES 1.4 2939.7 11668.1 6/30/2007 3961.3 327590 0.50 08/10/2010 14 4 4512 38.31 1 7 1/2/2020 3/23/2020 1/2/2020 3/23/2020 27.37 481111 USD BBG000BCFNR4 20201102 144605 CECE 5 14.5 67000 9 3.531 9 3.531 0.49 12 CECO ENVIRONMENTAL CECE 44.2 1.41 179.5 115.2 6/30/2020 63 35494 5.00 09/30/1992 0.33 08/30/1985 14 4 3564 45.71 1 21 8/14/2020 3/18/2020 8/14/2020 3/18/2020 7.66 333413 USD BBG000BFG2J1 20201102 180448 CEL 7 6000 4.49 1.86 4.49 1.86 -0.31 12 CELLCOM ISRAEL CEL 5.2 0.75 806 533.4 6/30/2020 821.2 162775 14 4 4812 49.75 1 7 7/16/2020 3/12/2020 7/16/2020 3/12/2020 3.15 517210 USD BBG000K7PB63 20201102 144606 CELH 5 2011 1124000 26.76 3.22 26.76 3.22 0.01 12 CELSIUS HOLDINGS INC. COMMON STOCK CELH 11.6 1.71 51.5 26.7 6/30/2020 8 71604 20.00 12/24/2009 0.25 12/26/2006 14 4 2086 78.13 1 2 8/19/2020 3/16/2020 8/19/2020 3/16/2020 4.83 312111 USD BBG000NY37X4 20201102 144606 CELP 7 6.5 32000 10.13 1.9271 9.64 1.9271 0.32 12 CYPRESS ENVIRONMENTAL PARTNERS LP 0.4 1.44 69.2 21.3 6/30/2020 74.9 12209 14 4 1389 46.53 1 7 12/6/2019 10/29/2020 1/7/2020 10/29/2020 9.2 213112 USD BBG005L7VYX4 20201102 144606 CEMI 5 1958000 15.89 2.25 15.89 2.25 -1.16 12 CHEMBIO DIAGNOSTICS CEMI 28 2.22 32.2 6.4 6/30/2020 17.6 20162 8.00 05/30/2012 17.00 03/12/2004 14 4 2835 71.08 1 2 4/23/2020 3/16/2020 4/23/2020 3/16/2020 4.56 325413 USD BBG000BLDXT2 20201102 144607 CENTA 5 17.5 133000 41.1 21.6601 41.1 21.6601 2.02 0.55 9 CENTRAL GARDEN & PET CENTA 51.5 0.64 1307.2 278.5 6/30/2020 693 54697 14 4 2047 25.1 1 21 8/6/2020 3/23/2020 8/6/2020 3/23/2020 29.36 311111 USD BBG000KTYB56 20201102 144607 CERC 5 228000 6.19 1.52 5.37 1.52 -0.56 12 CERECOR INC. COMMON STOCK CERC 9.1 1.67 17.7 12.2 6/30/2020 14.3 76157 14 4 2834 58.11 1 2 12/24/2019 3/16/2020 1/2/2020 3/16/2020 5.39 325412 USD BBG001QHW0Y8 20201102 144608 CERN 5 27.3 1297000 80.9 53.08 80.9 53.08 2.57 0.02 12 CERNER CERN 74.9 0.8 2096.6 1027.4 9/30/2020 1038.4 306590 0.50 07/01/2013 0.50 06/27/2011 14 4 8099 22.81 1 21 2/5/2020 3/23/2020 2/5/2020 3/23/2020 73.39 519190 USD BBG000BFDLV8 20201102 144608 CERS 5 1419000 7.94 2.71 7.94 2.71 -0.44 12 CERUS CERS 74.8 1.03 128.1 50.3 6/30/2020 39.4 166171 14 4 2834 46.42 1 1 8/24/2020 3/18/2020 8/24/2020 3/18/2020 4.22 325414 USD BBG000HBVZX8 20201102 144608 CETX 5 1162000 3.75 0.6 3.75 0.6 -7.87 9 CEMTREX INC. COMMON STOCK 0.3 2.36 18.9 15.6 6/30/2020 5.1 16743 8.00 06/13/2019 6.00 04/15/2015 14 4 7379 73.8 1 2 6/9/2020 3/12/2020 6/9/2020 3/12/2020 1.3 541519 USD BBG000GC6D82 20201102 180449 CFBK 5 3.5 5000 15 8.44 15 8.44 3.92 1.52 12 CF BANKSHARES INC 4.2 0.88 9/30/2020 43.8 6566 5.50 08/21/2018 5.00 05/04/2012 14 4 6011 26.55 1 2 2/19/2020 3/19/2020 2/19/2020 3/19/2020 13.95 522110 USD BBG000BBWB75 20201102 180449 CFFI 5 6 9000 57.61 28 55.51 28 5.15 0.09 12 C&F FINANCIAL 23.7 0.43 9/30/2020 69.8 3648 0.50 07/21/1998 14 4 6022 32.56 1 21 12/6/2019 4/21/2020 1/2/2020 4/21/2020 55.33 522110 USD BBG000BYN5H7 20201102 144610 CFG 7 12.3 4729000 41.29 14.12 41.29 14.12 2.21 0.2 12 CITIZENS FINANCIAL GROUP INC CFG 73.2 1.81 9/30/2020 14047 427073 14 4 6022 48.97 1 7 1/17/2020 3/18/2020 1/17/2020 3/18/2020 40.61 522110 USD BBG006Q0HY77 20201102 144610 CFMS 5 284000 2.25 0.5003 1.6199 0.5003 -0.38 12 CONFORMIS INC. COMMON STOCK 10.8 1.67 52.5 17.9 6/30/2020 19.6 77556 14 4 3841 45.87 1 21 11/8/2019 3/18/2020 1/7/2020 3/18/2020 1.5 339112 USD BBG002GGFX67 20201102 180449 CFNB 5 7.9 1000 17.7 13.2 17.7 13.2 -0.38 0.01 6 CALIFORNIA FIRST NATIONAL 3.2 0.58 9/30/2020 1.9 10284 0.50 10/20/1997 14 4 6021 33.33 1 3 10/16/2020 3/24/2020 10/16/2020 3/24/2020 16.65 522110 USD BBG000HJ1MX3 20201102 144610 CFRX 5 101000 13.399 2.9 13.399 4.45 -3.34 12 CONTRAFECT CORPORATION COMMON CFRX 53.6 1.07 30.8 10.1 6/30/2020 9.8 27809 10.00 02/04/2020 14 4 2834 41 1 2 1/13/2020 11/11/2019 1/13/2020 5/22/2020 6.21 325412 USD BBG001J2MCH3 20201102 144610 CFX 7 1020000 39.3 12.23 39.3 12.23 -0.06 -0.06 12 COLFAX CFX 92.5 2.12 1404.2 857.3 6/30/2020 2284.2 118457 14 4 3561 42.69 1 7 2/21/2020 3/18/2020 2/21/2020 3/18/2020 36.38 333249 USD BBG000C5Z443 20201102 144610 CG 5 711.8 841000 34.98 15.21 34.98 15.21 -0.61 0.18 12 CARLYLE GROUP CG 23.3 1.4 23915.9 12719 9/30/2020 1550.4 348694 14 4 6282 28.82 1 21 1/24/2020 3/18/2020 1/24/2020 3/18/2020 32.08 523920 USD BBG000BH3F20 20201102 180449 CGA 7 52000 4.29 1.77 4.29 1.77 -17.43 -0.19 6 CHINA GREEN AGRICULTURE 0.1 0.64 415 76.9 3/31/2020 7.5 6350 12.00 06/28/2019 6.77 12/18/2007 14 4 2879 87.59 1 7 6/15/2020 10/7/2020 6/15/2020 10/7/2020 2.81 325320 USD BBG000D5F435 20201102 180449 CGEAF 5 12.1 0 98.6233 65.65 98.6233 65.65 5.81 0.08 8 COGECO COMMUNICATIONS INC COMMON SHARES 24 0.73 362 280.1 8/31/2020 2290.6 47923 14 4 4821 108.05 1 3 9/2/2020 3/19/2020 9/2/2020 3/19/2020 87.9 517312 USD BBG000G0B589 20201102 180449 CGEI 5 0 0.79 0.09 0.5 0.09 9 CGE ENERGY INC. COMMON STOCK 0.2 -4.85 62200 14 4 4911 474.3 1 3 12/11/2019 5/18/2020 1/2/2020 5/18/2020 0.5 221118 USD BBG000D1MBH5 20201102 144611 CGEN 5 943000 19.9 4.76 19.9 5.62 -0.37 12 COMPUGEN CGEN 55.4 2.75 45 6.8 6/30/2020 82694 14 4 2836 67.22 1 1 8/26/2020 11/11/2019 8/26/2020 1/14/2020 5.96 325414 USD BBG000B9ZLB0 20201102 144612 CGIX 5 131000 10.39 1.92 10.39 1.92 -0.08 12 CANCER GENETICS INC. COMMON S CGIX1 1.1 2.67 7.2 7 6/30/2020 2.7 2507 30.00 10/25/2019 14 4 2834 131.44 1 2 8/24/2020 3/19/2020 8/24/2020 3/19/2020 5.96 325412 USD BBG000MCFBY0 20201102 142436 CHAD 7 64000 32 19.81 32 19.81 DIREXION DAILY CSI 300 CHINA A BEAR 1X CHAD -0.69 148 700 14 4 16.54 1 11 3/20/2020 10/21/2020 3/20/2020 10/21/2020 27.43 0 USD BBG008HBDZZ9 3 20201102 142437 CHAU 7 111000 34.35 15.9202 34.35 15.9202 DIREXION DAILY CSI 300 CHINA A BULL X2 CHAU 1.52 1028 3400 14 4 32.96 1 11 10/21/2020 3/23/2020 10/21/2020 3/23/2020 24.4 0 USD BBG008HBH279 3 20201102 144612 CHCI 5 8.1 500000 6.26 1.06 6.26 1.06 0.31 12 COMSTOCK HOLDING 1.5 1.11 9.3 10.3 6/30/2020 1.2 8079 7.00 09/28/2015 14 4 6512 90.03 1 2 4/15/2020 3/18/2020 4/15/2020 3/18/2020 1.96 531110 USD BBG000Q808Z7 20201102 144612 CHCT 7 79.8 81000 52.329 20.1184 52.329 20.1184 0.58 12 COMMUNITY HEALTHCARE TRUST INC 71.8 0.51 2 3.6 6/30/2020 194.2 22726 14 4 6798 33.57 1 7 2/24/2020 3/19/2020 2/24/2020 3/19/2020 42.86 531190 USD BBG008G2P3M2 20201102 144613 CHE 7 29.1 58000 528.29 330.01 528.29 330.01 16.44 0.19 12 CHEMED CHE 72.6 0.52 190.7 262.2 6/30/2020 90 15919 0.50 05/12/2005 0.50 11/12/1981 14 4 8082 18.69 1 7 9/2/2020 3/23/2020 9/2/2020 3/23/2020 439.26 621610 USD BBG000C19QW1 20201102 144613 CHEF 5 38.4 739000 40.33 3.55 40.33 3.55 -1.02 0.07 12 CHEFS WAREHOUSE HOLDINGS CHEF 58.7 2.09 453.2 150.2 9/30/2020 386.1 37770 14 4 5141 84.65 1 21 2/13/2020 3/18/2020 2/13/2020 3/18/2020 38.11 424410 USD BBG001MFW6D6 20201102 144614 CHEK 5 512000 2.37 0.295 2.37 0.295 -1.26 12 CHECK-CAP LTD. ORDINARY SHARE 0.9 0.54 8.4 2.8 6/30/2020 46233 12.00 04/04/2018 14 4 42.53 1 2 1/9/2020 10/28/2020 1/9/2020 10/28/2020 1.72 0 USD BBG0089RJVS4 20201102 144614 CHGG 7 8669 2182000 89.99 25.89 89.99 25.89 -0.19 12 CHEGG INC CHGG 77.7 0.93 807.3 71.4 9/30/2020 900.3 128811 14 4 8299 50.01 1 7 10/26/2020 3/18/2020 10/26/2020 3/18/2020 37.91 611710 USD BBG0014XR0N5 20201102 142439 CHIX 7 119000 16.87 11.74 16.85 11.74 GLOBAL X MSCI CHINA FINANCIALS ETF CHIX 0.91 324 2350 14 4 22 1 11 12/27/2019 3/16/2020 1/13/2020 3/16/2020 16.34 0 USD BBG000Q0K2X7 3 20201102 180450 CHKR 5 1.7 26000 1 0.2 1 0.2 0.14 -0.42 12 CHESAPEAKE GRANITE WASH CHKR 1.79 1.6 6/30/2020 46750 14 4 1311 71.19 1 3 6/1/2020 3/12/2020 6/1/2020 3/12/2020 0.53 213111 USD BBG001W55FM7 20201102 144615 CHMA 5 645000 7.75 2.88 7.75 2.88 -1.33 12 CHIASMA INC. COMMON STOCK CHMA 25.7 1.56 96.3 11.4 6/30/2020 1.7 57802 14 4 2834 36.88 1 21 6/26/2020 3/19/2020 6/26/2020 3/19/2020 4.96 325412 USD BBG0026ZCS06 20201102 180450 CHMG 5 9 9000 46.69 21.75 43.11 21.75 3.77 0.13 12 CHEMUNG FINANCIAL 18.9 0.05 9/30/2020 4.1 4746 0.50 06/03/1998 0.33 05/03/1988 14 4 6022 41.86 1 21 11/19/2019 3/19/2020 1/2/2020 3/19/2020 42.5 522110 USD BBG000BHQ7B3 20201102 144616 CHMI 7 135000 16.3434 2.76 16.3434 2.76 -3.51 -0.29 12 CHERRY HILL MORTGAGE INVESTMEN 29.5 1.38 64 29.4 6/30/2020 167 17077 14 4 6798 34.08 1 7 2/21/2020 4/3/2020 2/21/2020 4/3/2020 14.59 531110 USD BBG004HQLJH2 20201102 144616 CHNR 5 763000 6.04 0.5796 6.04 0.5796 12 CHINA NATURAL RESOURCES 0.1 0.91 1.1 5.3 6/30/2019 84.8 33988 10.00 06/14/1999 10.00 01/16/1997 14 4 1099 110.15 1 2 6/12/2020 3/6/2020 6/12/2020 3/6/2020 2.09 212299 USD BBG000BX3NJ0 20201102 142441 CHRS 5 6.5 905000 23.03 10.8616 23.03 10.8616 2.57 12 COHERUS BIOSCIENCES INC. COMM CHRS 83.2 1.15 374.7 115 6/30/2020 178.4 71470 14 4 2836 42.57 1 1 2/20/2020 3/18/2020 2/20/2020 3/18/2020 18 541714 USD BBG0063N8V69 20201102 144617 CHTR 5 56.5 1011000 663.7 345.67 663.7 345.67 10.68 12 CHARTER COMMUNICATIONS CHTR 54.1 0.99 6471 12385 6/30/2020 75578 204899 1.11 05/18/2016 14 4 4841 28.84 1 21 10/12/2020 3/18/2020 10/12/2020 3/18/2020 485.08 515210 USD BBG000VPGNR2 20201102 144617 CHUY 5 44.4 119000 29.45 7.28 26.57 7.28 -0.65 -0.12 12 CHUY'S HOLDINGS CHUY 93.1 2.43 16.8 36.2 6/30/2020 8.8 19690 14 4 5812 45.92 1 21 11/27/2019 3/23/2020 1/6/2020 3/23/2020 25.92 722511 USD BBG001YR4194 20201102 144618 CIA 7 115.4 59000 7.28 3.55 7.02 3.55 0.05 12 CITIZENS CIA 23.7 0.12 6/30/2020 30 50357 0.94 12/13/2005 0.94 11/29/2004 14 4 6311 39.18 1 7 12/18/2019 3/16/2020 1/6/2020 3/16/2020 6.75 524113 USD BBG000DJ3D29 20201102 144619 CIBEY 5 8.3 129000 5.51 3 5.51 3 0.45 0.26 12 COMMERCIAL INTL BK A 0.94 6/30/2020 80.3 1469082 0.67 12/10/2013 0.50 07/21/2010 14 4 6029 37.78 1 3 2/5/2020 3/18/2020 2/5/2020 3/18/2020 5.06 522110 USD BBG000PKN163 20201102 144620 CIK 6 5.3 182000 3.45 1.97 3.45 1.97 -0.11 0.55 12 CREDIT SUISSE INCOME COMMON 11.9 0.71 1699 52305 14 4 6799 17.46 1 6 2/20/2020 3/19/2020 2/20/2020 3/19/2020 3.22 523920 USD BBG000G894K4 20201102 144620 CIM 7 4.4 1996000 22.985 6.42 22.985 6.42 -1.32 -0.09 12 CHIMERA INVESTMENT CIM 40.5 0.79 255.6 139 6/30/2020 8313.2 232021 5.00 04/07/2015 14 4 6798 31.39 1 7 2/20/2020 3/18/2020 2/20/2020 3/18/2020 20.56 531390 USD BBG000PFLGY2 20201102 180451 CINR 7 4.5 11000 19.83 9.4 18.75 9.4 2.46 0.02 12 CINER RESOURCES LP 0.1 0.95 172.3 56.3 6/30/2020 129.5 19767 14 4 2813 42.61 1 7 11/6/2019 8/4/2020 1/23/2020 8/4/2020 17.35 325199 USD BBG004T7T2Z0 20201102 144620 CIO 7 278000 14.16 6.12 14.16 6.12 -0.09 12 CITY OFFICE REIT INC CIO 64.8 1.36 124.1 28.8 6/30/2020 607.2 43397 14 4 6798 40.97 1 7 1/22/2020 10/29/2020 1/22/2020 10/29/2020 13.52 531320 USD BBG005T5RWR6 20201102 144621 CIT 7 3.4 3741000 48.96 12.02 48.96 12.02 -5.26 -0.02 12 CIT GROUP CIT 82 1.83 9/30/2020 6473.4 98526 14 4 6022 89.8 1 7 1/29/2020 3/23/2020 1/29/2020 3/23/2020 45.63 522110 USD BBG000Q0BPZ4 20201102 180452 CIX 6 11.6 8000 17.57 10.53 17.57 10.53 1.09 0.13 12 COMPX INTERNATIONAL 4.9 0.12 95.1 13.1 6/30/2020 17.5 12451 14 4 7382 56.51 1 6 1/30/2020 3/18/2020 1/30/2020 3/18/2020 14.59 561621 USD BBG000BCGY99 20201102 180452 CIZN 5 17.9 3000 27.94 16.02 27.94 16.02 1.21 -0.05 12 CITIZENS HOLDING COMPANY 10.1 0.08 9/30/2020 30 5586 1000.00 01/01/2007 0.67 01/02/2002 14 4 6022 45.04 1 1 6/12/2020 3/19/2020 6/12/2020 3/19/2020 21.88 522110 USD BBG000C33LV5 20201102 144622 CJJD 5 69 676000 3.46 0.8 3.46 0.8 -0.12 3 CHINA JO-JO DRUGSTORES 0.4 0.3 61 57.4 6/30/2020 4.1 37962 2.00 04/14/2010 14 4 5122 74.11 1 2 5/27/2020 9/4/2020 5/27/2020 9/4/2020 1.82 446110 USD BBG000TH81Y2 20201102 180452 CJREF 5 3.3 13000 4.6 1.25 4.6 1.25 -2.26 -0.16 8 CORUS ENTERTAINMT B 34.9 1.68 367 387.6 5/31/2020 1243.1 208367 0.50 02/07/2008 14 4 4812 57.14 1 3 1/10/2020 3/18/2020 1/10/2020 3/18/2020 4.09 515120 USD BBG000B9WWP4 20201102 180453 CKX 6 47.5 0 10.35 7.5 10.35 7.5 0.2 -0.28 12 CKX LANDS 1.3 0.24 6.6 0.2 6/30/2020 1 1942 14 4 1382 49.4 1 6 9/24/2020 3/17/2020 9/24/2020 3/17/2020 9.32 213112 USD BBG000CTBX52 20201102 144623 CLBS 5 154000 3.64 1.05 3.64 1.05 -0.73 12 CALADRIUS BIOSCIENCES INC CLBS 3.5 1.32 26 6 6/30/2020 2.8 19323 10.00 07/28/2016 10.00 07/16/2013 14 4 8099 47.39 1 2 1/13/2020 3/19/2020 1/13/2020 3/19/2020 2.51 325414 USD BBG000BNVDR4 20201102 144623 CLDT 7 13 274000 18.63 3.44 18.38 3.44 -1 -0.3 12 CHATHAM LODGING CLDT 77.8 1.8 27.4 54.4 6/30/2020 585.5 46968 14 4 6798 57.76 1 7 11/6/2019 3/19/2020 1/2/2020 3/19/2020 18.34 531390 USD BBG000PT6BR8 20201102 144623 CLDX 5 578000 19.32 1.5 19.32 1.5 -2.5 12 CELLDEX THERAPEUTICS CLDX 16.5 3.1 66.7 11.6 6/30/2020 5.7 39126 15.00 02/11/2019 12.00 03/10/2008 14 4 2835 83.26 1 2 10/7/2020 3/19/2020 10/7/2020 3/19/2020 2.23 325413 USD BBG000FW8LZ9 20201102 144624 CLFD 5 46.5 72000 23.96 8.32 23.96 8.32 0.45 -0.03 9 CLEARFIELD CLFD 27.5 0.98 42.5 6.6 6/30/2020 13647 0.50 04/03/1989 14 4 3661 52.81 1 1 10/9/2020 3/16/2020 10/9/2020 3/16/2020 13.94 334210 USD BBG000BC35R6 20201102 144625 CLIR 5 199000 4.11 0.35 4.11 0.35 -0.27 12 CLEARSIGN TECHNOLOGIES CORP CLIR 5 1.11 9 1.3 6/30/2020 29319 14 4 3559 67.97 1 2 6/17/2020 3/20/2020 6/17/2020 3/20/2020 0.76 334512 USD BBG00283BTK2 20201102 144625 CLLS 5 195000 22.58 7.32 22.58 7.32 -1.55 12 CELLECTIS S.A. AMERICAN DEPOSI CLLS 30.6 2.09 391.5 62.6 6/30/2020 46.5 42486 14 4 77.48 1 1 10/14/2020 3/18/2020 10/14/2020 3/18/2020 17.12 0 USD BBG0084L1XN2 20201102 144625 CLNE 5 15.5 764000 3.75 1.05 3.75 1.05 0.16 12 CLEAN ENERGY FUELS CLNE 23.4 1.4 293.8 162.6 6/30/2020 32.9 198691 14 4 4932 40.48 1 21 7/8/2020 3/12/2020 7/8/2020 3/12/2020 2.34 221210 USD BBG000J5J943 20201102 144625 CLNY 7 6811000 5.65 1.33 5.17 1.33 -6.28 12 COLONY CAPITAL INC CLNY 46.7 2.01 3883.5 1804.3 6/30/2020 8983.9 482179 0.68 01/11/2017 14 4 6798 57.31 1 7 11/4/2019 3/19/2020 2/20/2020 3/19/2020 4.75 531390 USD BBG00D30HGP6 20201102 144626 CLR 7 16.3 3104000 36.2 6.9 36.2 6.9 -0.22 -0.05 12 CONTINENTAL RESOURCES CLR 11 3.64 1207 1336 6/30/2020 5324.1 365129 0.50 09/11/2014 14 4 1311 62.59 1 7 1/6/2020 4/1/2020 1/6/2020 4/1/2020 34.3 211120 USD BBG000BHBGN6 20201102 144626 CLRB 5 206000 3.33 1.01 3.33 1.01 -1.34 12 CELLECTAR BIOSCIENCES INC. C 0.7 1.49 11.4 2.8 6/30/2020 0.1 26627 10.00 07/17/2018 10.00 03/07/2016 14 4 2834 57.91 1 2 2/18/2020 9/4/2020 2/18/2020 9/4/2020 2.25 325412 USD BBG000G9WFQ5 20201102 144626 CLRO 5 131000 3.5399 1.37 3.5399 1.48 -0.47 12 CLEARONE 4.2 1.05 25.2 6.2 6/30/2020 2.2 18771 14 4 3663 38.77 1 2 9/2/2020 12/5/2019 9/2/2020 5/14/2020 1.66 334290 USD BBG000F7XWR1 20201102 144626 CLSN 5 924000 6.5 0.4708 6.5 0.4708 -0.72 12 CELSION CORPORATION COMMON STO CLSN 8.6 2.27 16.2 7.9 6/30/2020 8 36160 14.00 05/30/2017 4.50 10/29/2013 14 4 2834 66.18 1 2 6/17/2020 10/30/2020 6/17/2020 10/30/2020 1.71 325412 USD BBG000BJJGT8 20201102 180453 CLUB 5 126000 3 0.195 3 0.195 -0.7 12 TOWN SPORTS INTL HLDGS CLUB 4.7 1.71 32.8 328 12/31/2019 9.4 29715 14 4 7997 221.73 1 3 1/7/2020 9/14/2020 1/7/2020 9/14/2020 1.71 713940 USD BBG000HGM6Z9 20201102 144627 CLVS 5 3672000 17.37 3.535 11.63 3.62 -6.04 12 CLOVIS ONCOLOGY CLVS 35.3 2.21 366.5 133.1 6/30/2020 679.7 88203 14 4 2834 75.51 1 21 12/2/2019 11/6/2019 2/20/2020 3/17/2020 10.43 325412 USD BBG001QSGW81 20201102 144627 CLW 7 25.6 163000 42.45 11.88 42.45 11.88 1.45 12 CLEARWATER CLW 65.4 1.6 465.8 280.4 6/30/2020 884.5 16572 0.50 08/29/2011 14 4 2621 42.33 1 7 10/9/2020 3/19/2020 10/9/2020 3/19/2020 21.36 322121 USD BBG000JY3FM3 20201102 144627 CLWT 5 16000 3.8833 1.7262 3.8833 1.7262 -0.06 12 EURO TECH HOLDINGS CO 0.9 0.48 12 6.7 6/30/2008 0.1 3093 0.67 10/09/2019 5.50 01/17/2012 14 4 3589 57.77 1 2 6/17/2020 3/23/2020 6/17/2020 3/23/2020 2.26 333318 USD BBG000C2T679 20201102 180453 CLWY 5 22.9 0 9.31 3.25 9.31 3.25 0.36 0.43 12 CALLOWAY'S NURSERY 0.1 0.87 11.1 9.2 9/30/2019 4.3 7346 14 4 5261 170.82 1 3 8/31/2020 3/23/2020 8/31/2020 3/23/2020 6.09 444220 USD BBG000C4VJP4 20201102 144629 CMCM 7 118000 4.34 1.64 4.24 1.64 -0.5 12 CHEETAH MOBILE INC CMCM CMCM1 1.7 1.32 594.6 251.1 6/30/2020 17.7 139807 14 4 7372 45.02 1 7 11/8/2019 6/26/2020 1/16/2020 6/26/2020 3.63 511210 USD BBG0068TQ8R9 20201102 142457 CMLS 5 1.9 56000 18.15 3 17.73 3 -1.27 0.5 12 CUMULUS MEDIA INC. CLASS A COMMON STOCK 32.8 -18.38 380.7 139.6 6/30/2020 1006.5 20318 8.00 10/13/2016 14 4 4832 49.43 1 1 12/27/2019 5/14/2020 1/2/2020 5/14/2020 17.57 515112 USD BBG00L2X8XM3 20201102 144631 CMRE 7 5.4 683000 10.845 3.16 10.845 3.16 -0.1 -0.16 12 COSTAMARE CMRE 17.9 1.49 197.2 266.5 9/30/2020 1206.4 121345 14 4 4789 80.92 1 7 1/14/2020 3/19/2020 1/14/2020 3/19/2020 9.53 488320 USD BBG0017WYCC2 20201102 144632 CMRX 5 383000 3.885 1.19 3.885 1.19 -1.67 12 CHIMERIX INC. COMMON STOCK CMRX 23.7 1.54 118.1 9.2 6/30/2020 4.3 62200 14 4 2834 76.47 1 1 5/14/2020 3/19/2020 5/14/2020 3/19/2020 2.03 325412 USD BBG000R33651 20201102 144632 CMT 6 14000 10.82 1.03 10.82 1.03 -0.8 12 CORE MOLDING TECHNOLOGIES 44.3 2.06 61.2 82.6 6/30/2020 55.2 8501 14 4 3211 65.06 1 6 9/18/2020 4/7/2020 9/18/2020 4/7/2020 3.25 325220 USD BBG000F4PNF0 20201102 180454 CMTX 5 0 50.48 10.51 50.48 10.51 6 COMTEX NEWS -12.16 2.3 0.9 3/31/2010 0.9 16 14 4 2741 1137.72 1 3 7/17/2020 4/24/2020 7/17/2020 4/24/2020 11 511199 USD BBG000BFWR62 20201102 180454 CMXX 5 0 5 1.5 5 1.5 12 CIMETRIX INC. COMMON STOCK 0.3 0.61 2 0.5 9/30/2014 0.4 4504 14 4 7372 244.43 1 3 9/25/2020 7/1/2020 9/25/2020 7/1/2020 2.6 511210 USD BBG000DNDY05 20201102 180454 CNAF 5 10.3 1000 21.45 15.26 20.7 15.26 1.55 -0.05 12 COMMERCIAL NATL FINL 0.2 0.43 9/30/2020 10 2861 0.95 11/12/2003 0.50 01/04/1999 14 4 6022 33.31 1 3 11/7/2019 4/7/2020 1/31/2020 4/7/2020 20.4 522110 USD BBG000BHV3W3 20201102 180454 CNBKA 5 9.1 10000 93.49 51.4 93.49 51.4 7.83 0.13 12 CENTURY BANCORP 21.2 1.02 9/30/2020 36.1 5568 14 4 6022 27.49 1 21 1/8/2020 3/17/2020 1/8/2020 3/17/2020 89.96 522110 USD BBG000BFYN41 20201102 144634 CNC 7 15.9 2864000 74.7 43.96 74.7 43.96 3.71 0.23 12 CENTENE CNC CNC1 90.9 0.54 20323 12932 9/30/2020 13638 579798 0.50 02/07/2019 0.50 02/20/2015 14 4 6324 43.07 1 7 4/17/2020 3/18/2020 4/17/2020 3/18/2020 62.87 524114 USD BBG000BDXCJ5 20201102 144634 CNCE 5 160000 13.09 5.47 13.09 5.47 -2.69 12 CONCERT PHARMACEUTICALS INC. CNCE 26.6 0.58 116.9 17.3 6/30/2020 7.4 29678 14 4 2834 51.75 1 1 1/22/2020 3/18/2020 1/22/2020 3/18/2020 9.22 325412 USD BBG001RY41W1 20201102 144634 CNET 5 628000 2.11 0.5401 2.11 0.5401 -0.14 12 ZW DATA ACTION TECHNOLOGIES INC CNET 0.1 1.75 11.9 7 6/30/2020 0.1 21742 2.50 08/19/2016 14 4 7311 187.19 1 2 9/30/2020 3/18/2020 9/30/2020 3/18/2020 1.17 541810 USD BBG000KBG7Z1 20201102 144634 CNFR 5 1000 4.6 2 4.14 2 -0.8 12 CONIFER HOLDINGS INC. COMMON STOCK 8.9 1.18 6/30/2020 33.8 9598 14 4 6331 63.83 1 1 11/11/2019 3/25/2020 1/2/2020 3/25/2020 4 524298 USD BBG007N6V6Y0 20201102 180455 CNIG 5 14.8 2000 21.5 13.06 21.5 13.06 1.04 0.06 9 CORNING NATURAL GAS 17.4 0.52 8.8 15.3 6/30/2020 37.7 3069 0.83 05/24/2017 0.67 04/21/2011 14 4 4923 55.69 1 3 1/15/2020 3/13/2020 1/15/2020 3/13/2020 19.86 221210 USD BBG000FM1BF2 20201204 021945 CNK 7 12293000 35.74 5.71 34.255 5.71 -3 12 CINEMARK HOLDINGS CNK 70.6 2.11 635 708.8 9/30/2020 1771.3 118158 14 4 7832 127.55 1 7 12/20/2019 3/18/2020 1/7/2020 3/18/2020 33.85 512131 USD BBG000QDVR53 20201102 144635 CNMD 7 3898.5 260000 116.81 37.66 113.26 37.66 0.02 -0.04 12 CONMED CNMD 92.8 1.51 397.4 188.1 9/30/2020 755.2 28571 0.67 09/10/2001 0.67 12/01/1995 14 4 3845 45.36 1 7 11/25/2019 3/18/2020 1/7/2020 3/18/2020 111.83 334510 USD BBG000BFZVH8 20201102 142504 CNR 7 667000 10.2 2.54 10.2 2.54 -3.87 12 CORNERSTONE BUILDING BRANDS INC CNR 13.5 2.28 1165.8 648.5 6/30/2020 3156.9 125097 5.00 03/08/2010 0.50 07/23/1998 14 4 3448 69.31 1 7 10/8/2020 3/23/2020 10/8/2020 3/23/2020 8.51 332311 USD BBG000FV4RD6 20201102 142506 CNXT 7 13000 44.16 25.95 44.16 25.95 VANECK VECTORS CHINA AMC SME CNXT 1.01 409 1000 14 4 19.06 1 11 10/20/2020 3/16/2020 10/20/2020 3/16/2020 29.74 0 USD BBG006W461W8 3 20201102 144637 CO 7 6.6 131000 5.25 2.54 5.25 2.54 0.61 0.23 3 GLOBAL CORD BLOOD CORP CO 0.9 0.46 843.7 85 6/30/2020 134.9 121551 14 4 8071 43.73 1 7 1/7/2020 6/1/2020 1/7/2020 6/1/2020 5 621991 USD BBG000QVVQ64 20201102 144639 COLL 5 257000 25.59 12.9 25.59 13 12 COLLEGIUM PHARMACEUTICAL INC. COMMON STOCK COLL 80.6 1.24 255.7 197.3 6/30/2020 11.5 34526 14 4 2834 46.8 1 21 2/7/2020 11/4/2019 2/7/2020 3/19/2020 20.58 325412 USD BBG000N7LPW4 20201102 144640 COMM 5 2142000 15.79 5.5 15.05 5.5 -5.8 0.43 12 COMMSCOPE HOLDING COMPANY INC COMM 77.8 1.75 3511.8 2042 6/30/2020 9800.4 196814 14 4 3663 44.79 1 21 11/8/2019 3/18/2020 1/17/2020 3/18/2020 14.19 334220 USD BBG004LTL7L2 20201102 144640 CONE 5 473.7 905000 86.77 43.72 86.77 43.72 0.15 12 CYRUS ONE INC CONE 75.9 0.47 391.7 357.6 6/30/2020 2886.6 116873 14 4 6798 29.68 1 21 8/6/2020 3/23/2020 8/6/2020 3/23/2020 65.43 523910 USD BBG0038V5TX1 20201102 144641 COO 7 56.6 180000 365.68 236.675 365.68 236.675 5.64 0.11 10 COOPER COO 73.3 0.84 1163.4 1110.6 7/31/2020 1262.6 53340 0.50 11/25/2002 3.00 09/22/1995 14 4 3851 22.89 1 7 1/22/2020 3/18/2020 1/22/2020 3/18/2020 321.29 339115 USD BBG000BG3445 20201102 144641 COR 7 60.3 234000 130.56 90.07 130.56 90.07 1.98 0.25 12 CORESITE REALTY COR 76.9 0.29 24.1 185.6 6/30/2020 1478.4 42533 14 4 6798 19.49 1 7 8/6/2020 3/24/2020 8/6/2020 3/24/2020 112.12 531120 USD BBG000BCSPR5 20201102 142511 CORN 7 240000 15.08 11.52 14.93 11.52 TEUCRIUM CORN CORN 0.18 1528 11675 14 4 16.94 1 11 11/4/2019 5/4/2020 1/2/2020 5/4/2020 14.8 0 USD BBG000R0KF85 3 20201102 144641 CORR 7 229000 49.58 4.423 47.56 4.423 -23.38 0.24 12 CORENERGY INFRASTRUCTURE CORR 34.8 0.76 156.9 7.7 6/30/2020 152.1 13652 5.00 12/02/2015 14 4 6798 73.03 1 7 11/4/2019 10/28/2020 1/23/2020 10/28/2020 44.71 523999 USD BBG000CN80Y9 20201102 144642 CORT 5 16.9 671000 23.48 9.7 23.48 9.7 0.99 12 CORCEPT THERAPEUTICS CORT 54.9 0.46 352.6 41.1 6/30/2020 0.5 115558 14 4 2834 29.14 1 2 9/2/2020 3/23/2020 9/2/2020 3/23/2020 12.1 325412 USD BBG000BKJG33 20201102 144642 COTY 7 10007000 13.42 2.65 13.01 2.65 -1.33 6 COTY INC COTY 22.9 1.28 6495 3585.7 6/30/2020 7892.1 765127 14 4 2844 67.03 1 7 11/6/2019 9/24/2020 2/5/2020 9/24/2020 11.25 446120 USD BBG000F395V1 20201102 142512 COUP 5 911000 353.55 99.01 353.55 99.01 -1.66 1 COUPA SOFTWARE INCORPORATED COMMON STOCK COUP 89.6 1.5 929.3 510.8 7/31/2020 562.6 68848 4.00 09/21/2016 14 4 7372 37.3 1 21 9/2/2020 3/12/2020 9/2/2020 3/12/2020 146.25 511210 USD BBG001J4BCN4 20201102 180457 CPAC 7 62.3 1000 9.7899 5.54 9.42 5.54 0.12 -0.01 12 CEMENTOS PACASMAYO SAA 0.1 0.34 202.9 95.6 9/30/2020 271.9 85621 14 4 3241 47.6 1 7 12/2/2019 5/6/2020 2/12/2020 5/6/2020 9.23 327310 USD BBG002D68FT4 20201102 180457 CPFH 5 0 901.04 176 900.99 176 -330 12 CAPITAL FNL HLDGS 0.3 0.86 3.7 2.3 3/31/2019 0.6 1 10000.00 08/14/2013 0.50 07/01/2002 14 4 6211 216.28 1 3 12/31/2019 9/2/2020 1/14/2020 9/2/2020 901.04 523120 USD BBG000GM9M23 20201102 144644 CPG 7 1348000 4.84 0.5103 4.84 0.5103 -5.2 12 CRESCENT POINT ENERGY CORP CPG 27.1 2.92 474.2 582.2 6/30/2020 2030.6 530036 14 4 711 63.7 1 7 1/8/2020 3/18/2020 1/8/2020 3/18/2020 4.47 213112 USD BBG000Q16PK4 20201102 180458 CPHC 5 71.6 0 18 7.8 18 7.8 0.17 0.01 12 CANTERBURY PARK HOLDING 15.6 0.63 4 11.5 6/30/2020 4709 14 4 7948 34.91 1 1 8/13/2020 3/18/2020 8/13/2020 3/18/2020 12.4 711212 USD BBG00CSK7SL6 20201102 142515 CPHI 6 613000 1.4 0.2121 1.4 0.2368 -0.46 12 CHINA PHARMA HOLDING 0.5 0.22 5.6 10 6/30/2020 2.2 43580 20.00 08/15/2003 14 4 2834 65.27 1 6 3/2/2020 11/20/2019 3/2/2020 1/2/2020 0.24 325412 USD BBG000MQB9Q7 20201102 180458 CPIX 5 18000 5.8 2.88 5.44 2.88 -0.32 12 CUMBERLAND 12.3 0.3 50.2 24.2 6/30/2020 18.5 15139 0.50 07/06/2007 14 4 2834 25.56 1 21 11/12/2019 10/30/2020 1/2/2020 10/30/2020 5.15 325412 USD BBG000R93GV7 20201102 144645 CPLP 5 5.7 90000 14.2 5.18 14.2 5.18 1.29 12 CAPITAL PRODUCT PARTNERS CPLP 1.5 1.16 65.9 64.7 6/30/2020 232 18623 7.00 03/28/2019 14 4 4412 37.59 1 21 1/7/2020 3/19/2020 1/7/2020 3/19/2020 13.44 483111 USD BBG0000047C5 20201102 144645 CPRX 5 7.2 1205000 5.28 2.55 5.28 2.55 0.41 12 CATALYST PHARMACEUTICAL CPRX 43 1.52 111.4 24.1 6/30/2020 103463 14 4 2834 50.21 1 2 2/20/2020 3/13/2020 2/20/2020 3/13/2020 3.75 325412 USD BBG000GZDC67 20201102 144645 CPS 7 2.3 122000 39.32 6.64 33.9 6.64 -18.57 0.1 12 COOPER STANDARD HOLDINGS CPS 92.5 2.66 1202.3 719.9 6/30/2020 746.2 16896 14 4 3714 64.41 1 7 11/6/2019 3/19/2020 1/2/2020 3/19/2020 33.16 336320 USD BBG000PSXT64 20201102 144645 CPSI 5 18.8 55000 35.78 16.93 35.78 16.93 1.48 -0.13 12 COMPUTER PROGRAMS AND SYS CPSI 58.7 0.86 66.8 41.9 6/30/2020 99.4 14512 14 4 7371 31.99 1 21 2/12/2020 3/19/2020 2/12/2020 3/19/2020 26.4 541511 USD BBG000BHY9T1 20201102 144645 CPSS 5 4.9 377000 5.12 1 5.12 1 0.77 -0.25 12 CONSUMER PORTFOLIO CPSS 17.4 2.99 9/30/2020 2154.7 22505 0.50 03/15/1996 14 4 6159 114.48 1 1 10/8/2020 3/19/2020 10/8/2020 3/19/2020 3.37 522220 USD BBG000BGHGF1 20201102 142518 CPWR 5 34000 0.1 0.021 0.1 0.021 -0.05 12 OCEAN THERMAL ENERGY CORP. COMMON STOCK 0.1 -0.08 21.9 6/30/2020 0.2 134775 0.46 05/25/2017 250.00 03/28/2017 14 4 4939 215.97 1 3 1/17/2020 7/10/2020 1/17/2020 7/10/2020 0.03 221118 USD BBG000Q7WSQ0 20201102 180458 CPTP 5 49.1 0 16.5 11.2 16.5 11.2 0.29 0.12 12 CAPITAL PROPERTIES A 3.9 0.02 1.5 0.4 6/30/2020 10.6 6600 0.33 06/17/1997 14 4 6519 56.83 1 3 1/17/2020 4/13/2020 1/17/2020 4/13/2020 15.4 531190 USD BBG000BBH3V3 20201102 180458 CPYYY 5 59000 4.95 1.475 4.95 1.475 -0.59 -0.29 12 CENTRICA PLC SP ADR 1.24 10725.9 11488.8 5364.9 1460145 1.11 10/25/2004 14 4 4911 37.21 1 3 1/22/2020 4/22/2020 1/22/2020 4/22/2020 4.86 221122 USD BBG000C2YZT5 20201102 142519 CPYT 5 0 0.3 0.1 0.15 0.1 -1.2 12 CAREPAYMENT TECH -0.36 0.7 11 12/31/2012 1 24680 10.00 04/27/2010 15.00 11/19/2008 14 4 8099 649.84 1 3 12/11/2019 5/12/2020 9/2/2020 5/12/2020 0.14 621330 USD BBG000DHSG74 20201102 144647 CQP 6 13.5 126000 44.98 17.75 42.88 17.75 2.68 12 CHENIERE ENERGY PARTNERS 4.3 1.21 2707 966 6/30/2020 17579 484017 14 4 4924 36.16 1 6 11/4/2019 3/18/2020 1/16/2020 3/18/2020 39.81 486210 USD BBG000QMH637 20201102 142520 CRBN 7 13000 139.97 87.45 139.97 87.45 -0.11 12 ISHARES MSCI ASWI LOW CARBON T 1.01 4773 6/30/2013 1.1 3650 14 4 7389 18.09 1 11 10/13/2020 3/23/2020 10/13/2020 3/23/2020 129.41 561499 USD BBG007PGJH67 3 20201102 144647 CRBP 5 4482000 9.78 0.91 9.78 0.91 -1.69 12 CORBUS PHARMACEUTICALS HOLDINGS INC. COMMON STOCK CRBP 50.4 1.84 38.2 34.9 6/30/2020 0.3 81712 14 4 2834 157.46 1 1 8/31/2020 10/30/2020 8/31/2020 10/30/2020 5.46 325414 USD BBG0078PJKQ7 20201102 144648 CRC 7 36000 19.95 12.93 19.95 12.93 -41.28 12 CALIFORNIA RESOURCES CORP 36.8 5.47 491 709 6/30/2020 4877 49453 10.00 06/01/2016 14 4 1311 1 7 10/28/2020 10/30/2020 10/28/2020 10/30/2020 211120 USD BBG00Y04KP80 20201102 180459 CREAF 5 0 2.65 1.02 2.65 1.02 -0.25 6 CREATIVE TECH ORD 0.7 0.83 117 25.8 12/31/2019 29.8 70397 0.50 06/09/1994 14 4 3577 174.1 1 3 6/8/2020 3/19/2020 6/8/2020 3/19/2020 2.27 334119 USD BBG000CVPX07 20201102 142523 CREG 5 769000 7.4 1.601 7.4 1.839 -4.91 12 CHINA RECYCLING ENERGY 1.3 1.14 64.6 36.3 6/30/2020 1.8 2653 10.00 04/15/2020 10.00 05/26/2016 14 4 4939 135.55 1 2 3/31/2020 11/25/2019 3/31/2020 3/18/2020 2.8 221111 USD BBG000BSP4V5 20201102 144649 CRHM 6 101.2 56000 4.4342 0.8599 4.4342 0.8599 -0.04 0.12 12 CRH MEDICAL CORP 12 2.54 29 10.3 6/30/2020 68.4 71505 14 4 3912 52.16 1 6 2/5/2020 3/18/2020 2/5/2020 3/18/2020 3.47 339112 USD BBG000L4R8K8 20201207 164128 CRIS 5 1759000 3.59 0.62 3.59 0.62 -0.78 12 CURIS CRIS 7.2 2.35 24.8 6.5 9/30/2020 35.5 58817 5.00 05/30/2018 14 4 2836 80.16 1 1 6/10/2020 4/7/2020 6/10/2020 4/7/2020 1.7 325414 USD BBG000C1GTC9 20201102 144650 CRL 7 41.2 347000 250.29 95.58 250.29 95.58 5.53 0.14 12 CHARLES RIVER CRL 71.4 1.23 1021.3 710.2 6/30/2020 1822.1 49743 14 4 8732 27 1 7 10/14/2020 3/19/2020 10/14/2020 3/19/2020 152.76 541714 USD BBG000BG5BL8 20201102 144650 CRMD 6 219000 7.97 2.16 7.35 2.16 -1.91 12 CORMEDIX 17.2 2.16 29.3 5.8 6/30/2020 6.1 31239 5.00 03/26/2019 14 4 2834 78.65 1 6 12/19/2019 3/19/2020 1/16/2020 3/19/2020 7.28 325412 USD BBG000Q4BQK0 20201102 144652 CRT 7 8.2 30000 9.5 4.01 9.5 4.01 0.9 -0.2 12 CROSS TIMBERS ROYALTY 3.4 1.17 1.5 0.5 6/30/2020 6000 14 4 6792 58.41 1 7 1/24/2020 3/19/2020 1/24/2020 3/19/2020 8.73 211120 USD BBG000C88125 20201102 144652 CRTO 5 15.7 404000 18.54 5.89 18.52 5.89 1.09 0.16 12 CRITEO S.A. AMERICAN DEPOSITAR CRTO 52 1.05 1000.5 610.3 9/30/2020 1.8 60242 14 4 63.58 1 21 11/7/2019 3/18/2020 1/14/2020 3/18/2020 17.33 0 USD BBG005938P44 20201102 142526 CRVW 5 27000 0.089 0.0042 0.089 0.0056 -0.09 12 CAREVIEW COMM INC 11.9 0.66 2.2 25.6 6/30/2020 71.4 139381 14 4 8099 224.67 1 3 9/4/2020 12/31/2019 9/4/2020 1/8/2020 0.01 923110 USD BBG000PS06M2 20201102 144652 CRWS 5 8.7 11000 7.935 4.13 6.59 4.13 0.66 0.03 3 CROWN CRAFTS CRWS 21.3 0.84 37 6.5 6/30/2020 2.6 10187 0.50 01/12/1990 0.91 01/12/1989 14 4 2281 18.62 1 2 11/14/2019 3/25/2020 1/16/2020 3/25/2020 6.15 313110 USD BBG000HHH6J1 20201102 144652 CRY 7 443.4 206000 31.77 12.63 31.77 12.63 -0.29 -0.28 12 CRYOLIFE CRY 72.4 1.45 187.4 45.2 6/30/2020 214.6 37858 0.67 12/28/2000 0.50 07/01/1996 14 4 3841 35.33 1 7 1/29/2020 3/23/2020 1/29/2020 3/23/2020 27.09 339113 USD BBG000BMLVJ6 20201102 180459 CRZBY 5 36.8 47000 7.33 3.085 7.33 3.085 0.13 0.17 12 COMMERZBANK A G SPON 0.1 1.71 6/30/2020 140056 1252400 10.00 04/25/2013 14 4 46.92 1 3 2/20/2020 5/14/2020 2/20/2020 5/14/2020 6.07 522110 USD BBG000BG0R10 20201102 144653 CSBR 5 20000 10.89 4.02 10.89 4.02 -0.1 4 CHAMPIONS ONCOLOGY INC. COMMON STOCK 20.7 1.05 13.5 12.1 7/31/2020 12728 12.00 08/12/2015 14 4 2836 38.99 1 2 7/23/2020 3/16/2020 7/23/2020 3/16/2020 8.33 325414 USD BBG000BYGPJ9 20201102 180500 CSHX 5 7.8 0 65 36.01 65 36.01 6.15 0.08 12 CASHMERE VALLEY 3 0.8 9/30/2020 1.8 3972 14 4 6022 23.45 1 3 1/27/2020 3/23/2020 1/27/2020 3/23/2020 63 522110 USD BBG000QJ0MM6 20201102 144654 CSII 5 227000 55.2173 26 55.2173 26 -0.79 6 CARDIOVASCULAR SYSTEMS CSII 88 0.93 287.7 44.5 6/30/2020 7.5 40129 10.00 02/26/2009 14 4 3841 39.64 1 21 1/22/2020 3/16/2020 1/22/2020 3/16/2020 48.59 339112 USD BBG000NWQ9S5 20201102 144655 CSLT 7 297000 1.64 0.6 1.63 0.6 -0.56 12 CASTLIGHT HEALTH INC CSLT 30.7 1.61 95.5 54.9 6/30/2020 1.4 150631 14 4 8099 50.01 1 7 11/7/2019 3/9/2020 1/14/2020 3/9/2020 1.33 446199 USD BBG000PPNW55 20201102 142533 CSM 12 15000 81.45 50.1 81.45 50.1 PROSHARES LARGE CAP CORE PLUS ETF 1.04 4148 5450 14 4 21.31 1 18 9/2/2020 3/23/2020 9/2/2020 3/23/2020 77.18 0 USD BBG000NDJYJ0 3 20201102 144655 CSOD 5 381000 64.45 22.22 64.45 22.22 -0.27 12 CORNERSTONE ONDEMAND CSOD 52.8 1.27 612.3 439.6 6/30/2020 293.2 64538 14 4 7372 24.6 1 21 1/17/2020 3/18/2020 1/17/2020 3/18/2020 58.55 511210 USD BBG0016X4XN6 20201102 180501 CSPI 5 3000 15.85 4.51 15.85 4.51 -0.45 1.04 9 CSP 15.4 2.13 46.5 20 6/30/2020 0.7 4277 0.99 10/12/2000 0.91 04/19/1999 14 4 7373 38.51 1 1 1/24/2020 3/19/2020 1/24/2020 3/19/2020 13.05 541519 USD BBG000BGH994 20201102 144656 CSTE 5 87.7 96000 17.57 7.65 15.86 7.65 0.11 -0.3 12 CAESARSTONE LTD CSTE 29.9 0.69 374.4 126.4 6/30/2020 7.9 34435 14 4 3251 44.76 1 21 11/4/2019 3/16/2020 1/16/2020 3/16/2020 15.07 327120 USD BBG002NJVMR6 20201102 180502 CSTI 5 7.2 0 11.3 4 11.3 4 0.75 12 COSTAR TECH INC 4.1 0.79 10.4 5.9 3/31/2012 0.1 1559 25.00 04/27/2012 14 4 7382 45.73 1 3 2/4/2020 4/17/2020 2/4/2020 4/17/2020 10.89 561621 USD BBG000C3BPX5 20201102 144656 CSTM 7 192 994000 15.1 3.9038 14.68 3.9038 -0.22 12 CONSTELLIUM SE CSTM 48.8 2.54 1576.5 1485.4 9/30/2020 2522.4 137922 14 4 3354 63.74 1 7 12/16/2019 3/18/2020 2/21/2020 3/18/2020 13.4 331318 USD BBG004K5PJP1 20201102 142534 CSTR 5 9.8 29000 17.48 7.44 16.79 7.44 1.06 12 CAPSTAR FINANCIAL HOLDINGS INC. COMMON STOCK 20.2 1.03 9/30/2020 10 21948 14 4 6022 36.69 1 21 12/16/2019 3/19/2020 1/2/2020 3/19/2020 16.65 522110 USD BBG00CW88W83 20201102 144656 CSU 7 142000 4.35 0.45 3.41 0.45 -2.3 12 CAPITAL SENIOR LIVING CSU 13.4 1.95 63.2 129 6/30/2020 905.6 31923 14 4 8051 47.69 1 7 11/8/2019 4/3/2020 1/10/2020 4/3/2020 3.09 623312 USD BBG000BW7NT7 20201102 180503 CSVI 5 29.7 9000 62.85 37.0101 62.85 37.0101 2.02 0.14 2 COMPUTER SERVICES IN 29.3 0.62 143.9 79.7 8/31/2020 27631 0.50 05/01/2019 0.50 05/06/2010 14 4 7374 27.47 1 3 9/28/2020 3/25/2020 9/28/2020 3/25/2020 44.5 518210 USD BBG000BRVBR9 20201102 144657 CSWI 5 30 52000 89.04 50.13 89.04 50.13 2.85 3 CSW INDUSTRIALS INC. COMMON STOCK 69.3 0.65 150 59.1 6/30/2020 10.3 14716 14 4 2891 19.67 1 21 10/19/2020 3/16/2020 10/19/2020 3/16/2020 77 333249 USD BBG007NLG4L3 20201102 180503 CTG 5 10.1 37000 6.48 2.86 6.48 2.86 0.55 -0.15 12 COMPUTER TASK GROUP INC. COMM CTG 27.1 0.56 101.8 56.9 9/30/2020 5.3 15173 0.50 06/03/1997 0.67 05/29/1986 14 4 7371 53.36 1 21 1/14/2020 3/18/2020 1/14/2020 3/18/2020 5.18 541511 USD BBG000JD15S7 20201102 180503 CTHR 5 8.6 168000 1.6 0.6 1.6 0.6 -0.22 6 CHARLES & COLVARD 8.9 -0.21 23.9 6.5 6/30/2020 0.8 28966 0.80 01/31/2006 0.95 06/28/2005 14 4 3911 50.44 1 2 2/4/2020 3/24/2020 2/4/2020 3/24/2020 1.42 423940 USD BBG000BW04L4 20201102 144658 CTIB 5 749000 8.37 0.4001 8.37 0.6502 -2.27 12 CTI INDUSTRIES CORPORATION 0.2 0.69 27.6 27.5 6/30/2020 2.1 4768 0.84 12/24/2002 3.00 11/05/1999 14 4 5999 129.23 1 2 6/12/2020 11/20/2019 6/12/2020 4/3/2020 0.84 453998 USD BBG000BHFWZ4 20201102 142537 CTIC 5 1853000 3.68 0.62 3.68 0.62 -0.69 12 CTI BIOPHARMA CORP. COMMON STO CTIC 11.3 1.07 35.6 18.5 6/30/2020 4.5 73717 10.00 01/03/2017 5.00 09/04/2012 14 4 2834 221.47 1 2 10/6/2020 3/16/2020 10/6/2020 3/16/2020 1.58 325412 USD BBG00JWV3M66 20201102 144658 CTLT 7 75.7 778000 96.38 31.04 96.38 31.04 1.16 -0.08 6 CATALENT INC CTLT 88.8 1.58 2293 893.2 6/30/2020 2945.1 164510 14 4 2834 28.66 1 7 10/13/2020 3/18/2020 10/13/2020 3/18/2020 56.3 325412 USD BBG005XR47P5 20201102 144659 CTMX 5 371000 15.44 3.595 15.44 3.595 -1.39 12 CYTOMX THERAPEUTICS INC. COMMON STOCK CTMX 45.8 0.66 303.3 85.6 6/30/2020 1.6 46192 14 4 2834 47.67 1 21 5/13/2020 3/16/2020 5/13/2020 3/16/2020 8.31 325412 USD BBG001J472L3 20201102 144659 CTRE 5 34.2 394000 24 7.16 23.64 7.16 0.5 12 CARETRUST REIT INC CTRE 72.7 1.06 68.3 36.6 6/30/2020 554.6 95737 14 4 6798 37.82 1 21 11/4/2019 3/18/2020 2/24/2020 3/18/2020 20.63 531190 USD BBG005KC4Z70 20201102 144700 CTSO 5 241000 11.74 3.49 11.74 3.6 -0.52 12 CYTOSORBENTS CORP CTSO 21.1 0.33 20.9 9.9 6/30/2020 13.4 43158 25.00 12/05/2014 1.00 06/19/2015 14 4 3841 45.88 1 2 7/20/2020 12/6/2019 7/20/2020 1/6/2020 3.85 621511 USD BBG000C3P8V0 20201102 144700 CTT 7 275000 12.06 5.13 11.53 5.13 -0.87 12 CATCHMARK TIMBER TRUST INC CTT 55.1 1.42 24.9 3.6 6/30/2020 453 48765 14 4 6798 38.03 1 7 11/4/2019 3/19/2020 1/2/2020 3/19/2020 11.47 523991 USD BBG005CHGKM1 20201102 144702 CUBI 7 6.5 110000 25.72 8.36 24.49 8.36 2.11 0.06 12 CUSTOMERS BANCORP INC COMMON CUBI 62.4 1.61 6/30/2020 1154.7 31555 0.91 05/22/2014 14 4 6022 55.14 1 7 11/7/2019 5/14/2020 1/23/2020 5/14/2020 23.81 522110 USD BBG0023XX761 20201102 142549 CURE 7 69000 80.51 23.5483 80.51 23.5483 DIREXION DAILY HEALTHCARE BULL CURE 2.42 1230 1950 0.25 05/20/2015 0.50 08/20/2013 14 4 58.15 1 11 1/22/2020 3/23/2020 1/22/2020 3/23/2020 73.68 0 USD BBG001R07BN0 3 20201102 144704 CVCY 5 8.8 21000 22.15 10.585 21.69 10.585 1.47 0.27 12 CENTRAL VALLEY COMM BANK CVCY 28.8 0.76 6/30/2020 5.2 12508 0.50 11/01/2005 0.50 01/21/2003 14 4 6022 32.52 1 2 12/23/2019 4/2/2020 1/6/2020 4/2/2020 21.67 522110 USD BBG000MZYM65 20201102 144704 CVE 7 29.1 8975000 10.52 1.41 10.52 1.41 -1.06 0.13 12 CENOVUS ENERGY CVE 70 3.05 2466.1 1893.1 6/30/2020 5030.6 1228870 14 4 3611 63.67 1 7 1/3/2020 3/18/2020 1/3/2020 3/18/2020 10.15 211120 USD BBG000PSJP22 20201102 144704 CVEO 7 897000 1.54 0.3402 1.54 0.3402 -0.98 12 CIVEO CORP CVEO 30.6 3.53 131.4 110 9/30/2020 321.8 170578 14 4 7799 84.11 1 7 1/6/2020 4/17/2020 1/6/2020 4/17/2020 1.29 561499 USD BBG009KJ2H24 20201102 144704 CVI 7 15.7 595000 47.99 9.81 40.86 9.81 0.7 0.14 12 CVR ENERGY CVI 17.7 1.87 1291 596 6/30/2020 1129 100531 14 4 2911 59.44 1 7 11/4/2019 10/29/2020 1/7/2020 10/29/2020 40.43 324110 USD BBG000QHV8S1 20201102 144705 CVLY 5 16 9000 23.6 10.62 23.05 10.62 0.84 0.03 12 CODORUS VALLEY BANCORP 35.6 0.54 9/30/2020 80.3 9795 0.95 10/21/2019 0.95 10/22/2018 14 4 6035 31.6 1 1 12/16/2019 5/14/2020 1/2/2020 5/14/2020 23.03 522110 USD BBG000BRYD38 20201102 142553 CVM 6 545000 18 6.35 18 6.35 -0.81 9 CEL-SCI 22.4 2.94 9.8 3 6/30/2020 38624 25.00 06/15/2017 10.00 09/25/2013 14 4 2836 71.04 1 6 5/4/2020 2/26/2020 5/4/2020 2/26/2020 9.15 325414 USD BBG000H5G6L5 20201102 180505 CVR 6 62.5 0 28.84 18 27.006 18 -0.73 -0.23 12 CHICAGO RIVET & MACHINE 11 0.01 18 1.6 6/30/2020 1.6 966 0.50 09/22/1997 14 4 3965 43.88 1 6 11/29/2019 3/23/2020 1/7/2020 3/23/2020 25.8 339993 USD BBG000BGRMB1 20201102 144706 CVU 6 8.2 50000 7.75 1.29 7 1.29 -0.54 -0.24 12 CPI AEROSTRUCTURES 32.1 1.62 34.8 21 3/31/2020 28.5 11926 3.00 06/23/1999 14 4 3728 63.64 1 6 11/4/2019 3/23/2020 2/6/2020 3/23/2020 6.73 336413 USD BBG000GZFVB7 20201102 144706 CVV 5 2528000 7.47 1.95 7.47 1.95 -0.33 12 CVD EQUIPMENT CORPORATION COMM 7.8 1.84 14.2 5.4 6/30/2020 11.4 6641 14 4 3559 217.3 1 2 10/7/2020 3/23/2020 10/7/2020 3/23/2020 3.22 333249 USD BBG000DVVTH0 20201102 142555 CVY 7 14000 23.57 10.95 23.52 10.95 INVESCO MULTI-ASSET INCOME CVY 2.17 1077 6600 14 4 23.06 1 11 12/20/2019 3/19/2020 1/17/2020 3/19/2020 23.41 0 USD BBG00KJR1PH0 3 20201102 142555 CWB 7 1010000 72.68 39.81 72.68 39.81 SPDR BARCLAYS CAPITAL CONVERTI CWB 1.48 50471 73200 14 4 15.84 1 11 10/14/2020 3/18/2020 10/14/2020 3/18/2020 55.5 0 USD BBG000FTQMS2 3 20201102 180508 CWBC 5 8.2 5000 11.86 5.27 11.5 5.27 0.98 0.04 12 COMMUNITY WEST BANCSHARES 3.6 1.1 9/30/2020 65 8473 0.50 03/02/1998 14 4 6022 45.75 1 1 11/19/2019 3/25/2020 2/21/2020 3/25/2020 11.1 522110 USD BBG000JF5K69 20201102 144707 CWBR 5 364000 4.25 0.85 4.25 0.85 -0.35 12 COHBAR INC. 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CXDC 0.7 0.9 1264.9 1279 6/30/2020 322.5 70549 124.10 02/06/2009 14 4 3089 16.06 1 1 1/22/2020 3/17/2020 1/22/2020 3/17/2020 1.79 326140 USD BBG000S23CB2 20201102 144708 CXDO 5 79 81000 12.7808 3 12.7808 3 0.08 12 CREXENDO COMMON STOCK 2.4 1.94 5.7 2.9 6/30/2020 16998 10.00 07/03/2002 14 4 7373 78.39 1 2 8/10/2020 3/18/2020 8/10/2020 3/18/2020 4.25 541519 USD BBG000GPDT80 20201102 144708 CXO 7 4222000 93.34 33.13 93.34 33.13 -52.41 0.41 12 CONCHO RESOURCES CXO 97.9 1.88 1055 1182 9/30/2020 3955 196305 14 4 1311 55.11 1 7 1/7/2020 3/18/2020 1/7/2020 3/18/2020 87.57 211120 USD BBG000R7RDB4 20201102 144709 CXP 7 119.6 878000 22.71 7.63 22.71 7.63 -0.26 -0.36 12 COLUMBIA PROPERTY TRUST INC CXP 67.1 1.06 137.5 95.1 6/30/2020 1477.2 114465 14 4 6798 34.78 1 7 2/18/2020 3/23/2020 2/18/2020 3/23/2020 20.91 531190 USD BBG000QCCGH7 20201102 180508 CYAN 5 28.3 7000 3.25 1.82 3.25 1.82 0.1 3 CYANOTECH 0.7 0.43 14.7 6.4 6/30/2020 6 6031 4.00 11/06/2006 14 4 2099 78.85 1 2 2/27/2020 3/20/2020 2/27/2020 3/20/2020 2.29 311999 USD BBG000BGT4D7 20201102 144709 CYAD 5 6000 13.01 4.1 13.01 4.1 -2.5 12 CELYAD SA AMERICAN DEPOSITARY SHARES 7 1.22 50 13.9 13942 14 4 40.54 1 1 6/4/2020 3/18/2020 6/4/2020 3/18/2020 10.42 0 USD BBG008QQ53D0 20201102 144710 CYBR 5 110.2 285000 144.9 69.505 144.9 69.505 0.9 0.37 12 CYBERARK SOFTWARE LTD. 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05/20/2015 14 4 39.27 1 11 2/12/2020 3/23/2020 2/12/2020 3/23/2020 55.59 0 USD BBG000PNLC01 3 20201102 144717 DDT 7 27000 26.522 12.77 26.522 12.77 1 DILLARD'S CAPITAL TRUST I 0.47 14 4 5311 37.9 1 7 1/15/2020 3/18/2020 1/15/2020 3/18/2020 26.4 452210 USD BBG000006626 20201102 144718 DEA 7 232.2 444000 29.695 19 29.695 19 0.09 12 EASTERLY GOVERNMENT PROPERTIES DEA 79.1 0.4 74.9 47.8 6/30/2020 901.8 79687 14 4 6798 22 1 7 4/9/2020 3/16/2020 4/9/2020 3/16/2020 23.73 531390 USD BBG007SV91V9 20201102 142621 DELL 7 21.4 1541000 71.45 25.51 71.45 25.51 2.82 1 DELL TECHNOLOGIES INC DELL DELL1 16.6 36896 52042 7/31/2020 44319 746717 14 4 3571 26.4 1 7 10/14/2020 3/18/2020 10/14/2020 3/18/2020 51.39 334111 USD BBG00DW3SZS1 20201102 144718 DEM 7 386000 46.68 28.33 46.68 28.33 WISDOMTREE EMERGING MARKETS EQ DEM 1.07 15126 43000 14 4 18.05 1 11 1/13/2020 3/18/2020 1/13/2020 3/18/2020 45.77 0 USD BBG000RPWS52 3 20201102 180512 DEWY 5 0 5.25 2.49 5.25 2.49 -0.3 6 DEWEY ELECTRONICS CORP 4.5 0.72 3 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16.19 11.2212 16.19 11.2212 1.44 0.25 12 DONEGAL GROUP DGICA 16.8 0.05 6/30/2020 5 29111 0.75 04/27/2006 0.75 03/29/2005 14 4 6331 27.7 1 21 4/29/2020 3/18/2020 4/29/2020 3/18/2020 14.82 524126 USD BBG000JQJC22 20201102 180514 DGICB 5 8.2 0 14.61 10.51 14.61 10.51 1.44 0.25 12 DONEGAL GROUP 0.7 -0.06 6/30/2020 5 29111 0.75 04/27/2006 0.75 03/29/2005 14 4 6331 93.44 1 21 3/12/2020 3/23/2020 3/12/2020 3/23/2020 12.75 524126 USD BBG000JQLYJ3 20201102 142627 DGRO 7 1620000 43.17 27.65 43.17 27.65 ISHARS CORE DIVIDEND GROWTH DGRO 0.93 117319 294700 14 4 19.61 1 11 2/12/2020 3/23/2020 2/12/2020 3/23/2020 42.07 0 USD BBG006MJFZJ6 3 20201102 142627 DGRW 5 296000 51.9959 33.21 51.9959 33.21 WISDOMTREE US DIVIDEND GROWTH DGRW 0.94 44777 90350 14 4 18.43 1 1 10/12/2020 3/23/2020 10/12/2020 3/23/2020 48.47 0 USD BBG004LMH377 3 20201102 142627 DGS 7 125000 48.46 29.07 48.46 29.07 WISDOMTREE EMERGING MKTS SMALL DGS 1.2 14537 35300 14 4 16.39 1 11 1/17/2020 3/23/2020 1/17/2020 3/23/2020 47.82 0 USD 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BBG000JWS4F3 20201102 142631 DIV 7 168000 24.02 10.55 24.02 10.55 GLOBAL X SUPERDIVIDEND US ETF 1.22 4054 26851 14 4 19.31 1 11 1/17/2020 3/19/2020 1/17/2020 3/19/2020 23.73 0 USD BBG00475RFB7 3 20201102 144724 DJCO 5 35 2000 317.01 187.53 317.01 187.53 -29.23 0.17 9 DAILY JOURNAL 14.6 0.79 212.9 30.7 6/30/2020 31.2 1381 14 4 2711 35.97 1 2 8/6/2020 3/12/2020 8/6/2020 3/12/2020 290.42 511110 USD BBG000BH5KW4 20201102 142632 DJP 7 110000 23.16 15.61 23.16 15.61 IPATH BLOOMBERG COMMODITY INDE DJP 0.85 4547 23307 14 4 18.04 1 11 1/6/2020 3/18/2020 1/6/2020 3/18/2020 22.84 0 USD BBG000JL50K4 3 20201102 180515 DKL 7 7.8 47000 34.91 5.51 34.91 5.51 3.39 12 DELEK LOGISTICS PARTNERS DKL 11.3 3.36 33.6 35.1 6/30/2020 833.1 43433 14 4 4612 46.29 1 7 8/13/2020 3/18/2020 8/13/2020 3/18/2020 31.96 213112 USD BBG0036D62Z9 20201102 144725 DL 7 14.9 11000 11.99 5.76 11.99 5.76 0.58 -0.01 9 CHINA DISTANCE EDUCATION 4.4 0.93 168.7 186.6 6/30/2020 12.5 33830 14 4 8299 33.02 1 7 2/11/2020 4/7/2020 2/11/2020 4/7/2020 8.09 0 USD BBG000BM2MR8 20201102 180515 DLA 6 9.1 34000 31.71 7.532 31.71 7.532 -1.73 9 DELTA APPAREL 44.2 1.72 243.6 88.9 6/30/2020 109.3 6890 0.50 06/01/2005 0.50 09/23/2002 14 4 5137 50.07 1 6 1/2/2020 4/3/2020 1/2/2020 4/3/2020 31.1 424330 USD BBG000BXD9G3 20201102 180516 DLHC 5 14.9 35000 11.49 3 11.49 3 0.6 -0.05 9 DLH HOLDINGS 12.7 1.31 26.8 29.5 6/30/2020 53.6 12354 4.00 04/21/2008 3.50 06/02/2000 14 4 7389 67.84 1 2 7/28/2020 3/18/2020 7/28/2020 3/18/2020 4.19 541618 USD BBG000G19HR3 20201102 144726 DLNG 7 31 56000 3.97 0.98 3.97 0.98 0.07 12 DYNAGAS LNG PARTNERS LP COMMON DLNG 15.5 2.03 18.2 64.6 6/30/2020 607.7 35613 14 4 69.16 1 7 6/25/2020 3/12/2020 6/25/2020 3/12/2020 2.11 488390 USD BBG005DKJ197 20201102 142633 DLN 7 104000 108.4 68.285 108.4 68.285 WISDOMTREE U.S. LARGECAP DIVIDEND DLN 0.94 22762 23450 14 4 18.59 1 11 2/12/2020 3/23/2020 2/12/2020 3/23/2020 105.93 0 USD BBG000BT3296 3 20201005 230749 DLPH 7 1534000 18.51 5.39 18.51 5.39 -2.19 12 DELPHI TECHNOLOGIES PLC DLPH 69.1 1.63 1648 1223 6/30/2020 1455 86350 14 4 3714 33.95 1 7 9/15/2020 3/18/2020 9/15/2020 3/18/2020 12.83 336330 USD BBG00GTWPCQ0 20201102 142633 DLS 7 68000 71.76 41.5401 71.76 41.5401 WISDOMTREE INTERNATIONAL SMALL DLS 1.14 12816 21350 14 4 16.45 1 11 1/2/2020 3/23/2020 1/2/2020 3/23/2020 71.11 0 USD BBG000BT4N71 3 20201204 022051 DLTH 5 29.2 343000 17.295 2.815 17.295 2.815 0.48 1 DULUTH HOLDINGS INC. CLASS B COMMON STOCK DLTH 16.5 1.11 162.2 78.8 7/31/2020 67.1 32817 14 4 5399 53.18 1 21 10/26/2020 3/19/2020 10/26/2020 3/19/2020 10.53 453998 USD BBG002GBMZG4 20201102 144727 DMRC 5 136000 38.175 9.92 36.53 9.92 -2.73 12 DIGIMARC DMRC 29.2 1.21 43.3 5.4 6/30/2020 15316 14 4 7373 119.38 1 21 11/12/2019 3/19/2020 1/9/2020 3/19/2020 33.56 541512 USD BBG000G9F1Z5 20201102 144728 DNB 7 689000 28.64 23.585 28.64 23.585 -0.3 12 DUN AND BRADSTREET HOLDINGS INC DNB 14.7 0.43 417.9 1089.8 6/30/2020 3818.9 422796 14 4 7374 33.53 1 7 10/9/2020 9/21/2020 10/9/2020 9/21/2020 541519 USD BBG00VCZX9Z6 20201102 144728 DNKN 5 37.8 1838000 104.87 38.51 104.87 38.51 2.64 0.33 12 DUNKIN BRANDS GROUP DNKN 83.1 1.05 907.3 582.4 6/30/2020 3004.2 82407 14 4 5812 47.6 1 21 10/26/2020 3/19/2020 10/26/2020 3/19/2020 75.54 722511 USD BBG001P3K000 20201102 142637 DNN 6 3727000 0.5766 0.19 0.5766 0.19 -0.02 12 DENISON MINES 10 2.11 12.4 11.2 6/30/2020 677404 14 4 616 82.06 1 6 9/2/2020 3/19/2020 9/2/2020 3/19/2020 0.42 212291 USD BBG000CX6DQ0 20201102 144729 DNOW 7 1472000 12.745 4.03 11.91 4.03 -4.48 12 NOW INC DNOW 69.9 2.03 1067 396 6/30/2020 132 109380 14 4 3533 70.21 1 7 11/8/2019 10/30/2020 1/17/2020 10/30/2020 11.24 333132 USD BBG005BLN209 20201102 144729 DOC 7 36.6 1361000 20.78 11.01 20.78 11.01 0.46 12 PHYSICIANS REALTY TRUST DOC 78.6 0.86 188.6 717.2 6/30/2020 1051.1 208144 14 4 6798 28.21 1 7 2/26/2020 3/19/2020 2/26/2020 3/19/2020 18.94 531190 USD BBG004MF59H0 20201102 142638 DOG 7 860000 71.9 41.84 71.9 41.84 PROSHARES SHORT DOW30 DOG -0.87 4081 9323 4.00 05/24/2018 14 4 19.4 1 11 3/23/2020 9/3/2020 3/23/2020 9/3/2020 49.32 0 USD BBG000PNKZW6 3 20201102 142638 DOL 7 28000 49.39 31.3 49.39 31.3 WISDOMTREE INTERNATIONAL LARGE 0.93 3364 8150 14 4 17.05 1 11 1/2/2020 3/16/2020 1/2/2020 3/16/2020 48.99 0 USD BBG000BSW3R4 3 20201102 142638 DON 7 394000 38.74 20.07 38.74 20.07 WISDOMTREE U.S. MIDCAP DIVIDEND DON 1.18 24083 83150 0.33 11/10/2017 14 4 22.56 1 11 1/17/2020 3/23/2020 1/17/2020 3/23/2020 38.04 0 USD BBG000BSWGB2 3 20201102 142639 DOO 7 7000 43.3247 27.35 43.1 27.35 WISDOMTREE INTERNATIONAL DIV E 0.92 1219 3400 14 4 17.57 1 11 12/16/2019 3/23/2020 1/17/2020 3/23/2020 42.62 0 USD BBG000BT3GK2 3 20201102 144730 DOOR 7 27.1 126000 109.84 34.88 109.84 34.88 3.25 12 MASONITE INTERNATIONAL CORP DOOR 83.9 1.68 734.1 267.7 6/30/2020 791 24490 14 4 2549 41.17 1 7 10/6/2020 4/3/2020 10/6/2020 4/3/2020 72.21 321911 USD BBG000N35HC1 20201102 142639 DOW 7 4135000 56.25 21.95 55.54 21.95 -3.15 12 DOW INC DOW 62.9 1.45 16815 10679 9/30/2020 15975 741752 0.33 06/19/2000 0.67 11/21/1989 14 4 2899 30.78 1 7 11/11/2019 3/16/2020 1/2/2020 3/16/2020 54.73 325199 USD BBG00BN96922 20201102 180517 DPDW 5 2000 0.95 0.34 0.95 0.34 -0.69 12 DEEP DOWN INC. 6.2 0.59 8.9 4 6/30/2020 12391 20.00 07/18/2012 60.00 04/19/2005 14 4 3533 112.58 1 3 2/5/2020 10/9/2020 2/5/2020 10/9/2020 0.67 213112 USD BBG000CR7K31 20201102 144731 DQ 7 40.9 773000 243.6399 35.73 243.64 41.5927 4.46 12 DAQO NEW ENERGY DQ 23.5 0.96 174.3 445.1 6/30/2020 151.5 13897 0.20 11/17/2020 5.00 12/21/2012 14 4 3674 106.09 1 7 10/20/2020 11/5/2019 10/20/2020 3/19/2020 51.2 334413 USD BBG000Q5T9W3 20201102 144731 DRAD 5 101000 8.84 1.99 8.84 1.99 -3.19 0.32 12 DIGIRAD 3.7 -0.17 29.5 28.2 6/30/2020 17 4698 10.00 06/05/2019 14 4 3845 48.78 1 1 3/6/2020 5/21/2020 3/6/2020 5/21/2020 2.6 334510 USD BBG000BVZVL8 20201102 180517 DRETF 5 7.5 0 27.2609 10.898 27.2609 10.898 1.72 12 DREAM OFFICE REIT UN 0.63 6/30/2018 880.7 60188 14 4 7222 45.94 1 3 2/25/2020 3/18/2020 2/25/2020 3/18/2020 24.06 531190 USD BBG000JV1B77 20201102 142642 DRIO 5 85000 22.4899 3.02 22.4899 3.02 -4.9 12 DARIOHEALTH CORP 1.8 1.14 22.9 5.2 6/30/2020 7591 20.00 11/18/2019 18.00 03/04/2016 14 4 3841 74.75 1 2 8/19/2020 3/19/2020 8/19/2020 3/19/2020 6.56 325413 USD BBG003V5P7K2 20201102 142642 DRIV 5 84000 18.31 9.32 18.31 9.32 GLOBAL X AUTONOMOUS & ELECTRIC VEHICLES ETF 505 3000 14 4 25.84 1 1 10/12/2020 3/18/2020 10/12/2020 3/18/2020 14.79 0 USD BBG00KLHY7D7 3 20201102 142643 DRN 7 342000 36.09 4.5 36.09 4.5 DIREXION DAILY REAL ES BULL 3X DRN 2.21 561 5600 0.25 08/25/2016 0.50 04/02/2013 14 4 68.44 1 11 2/19/2020 3/23/2020 2/19/2020 3/23/2020 29.45 0 USD BBG000J9G9N7 3 20201102 144732 DRNA 5 583000 27.68 11.75 27.1 11.75 -1.77 12 DICERNA PHARMACEUTICALS INC. DRNA 44.3 1.01 556.2 241.7 6/30/2020 0.3 74459 14 4 8731 57.72 1 21 12/13/2019 3/18/2020 7/1/2020 3/18/2020 22.03 541714 USD BBG001J1DB23 20201102 144732 DRRX 5 744000 3.949 0.9502 3.04 0.9502 -0.01 12 DURECT DRRX 20.2 1.45 71.8 36.8 6/30/2020 20.3 200577 14 4 2834 65.8 1 2 12/31/2019 3/18/2020 1/3/2020 3/18/2020 3.8 325412 USD BBG000D2WP45 20201102 142644 DRV 7 212000 71.0397 11.8 71.0397 11.8 DIREXION DAILY REAL ES BEAR 3X DRV -1.55 406 2851 5.00 06/28/2019 4.00 08/20/2013 14 4 68.68 1 11 3/23/2020 10/9/2020 3/23/2020 10/9/2020 26.06 0 USD BBG000NFSS08 3 20201102 180518 DSKX 5 -0.28 12 DS HEALTHCARE GROUP INC. COMMON STOCK 44.49 6/30/2017 26037 16 6 7299 5191.58 1 3 6/4/2019 6/4/2019 0 812199 USD BBG000QC5J89 20201102 180518 DSWL 5 14 33000 3.25 2.0192 3.25 2.0192 -0.08 3 DESWELL INDUSTRIES 0.4 65.4 14.3 3/31/2016 15915 0.67 03/30/2005 0.67 07/23/2002 14 4 3089 50.39 1 1 9/29/2020 3/23/2020 9/29/2020 3/23/2020 2.68 326199 USD BBG000KCB2P6 20201102 144734 DTEA 5 85000 1.8505 0.315 1.68 0.315 -1.72 1 DAVIDSTEA INC. COMMON STOCK DTEA 0.7 3.14 60.5 33.1 7/31/2020 6.8 26208 14 4 1091 71.59 1 1 12/17/2019 3/17/2020 1/21/2020 3/17/2020 1.46 311920 USD BBG008G2PBJ8 20201102 142647 DTN 7 17000 94.076 54.395 94.076 54.395 WISDOMTREE U.S. DIVIDEND EX-FINANCI DTN 1.04 5089 6750 14 4 20.02 1 11 1/17/2020 3/23/2020 1/17/2020 3/23/2020 92.5 0 USD BBG000BT2NX4 3 20201102 180519 DTRK 5 0 7 3 6.5 3 -1.94 12 DATATRAK INTL INC 0.86 5.3 4.1 6/30/2018 0.1 1511 12.00 06/04/2013 0.67 09/01/2005 14 4 7374 145.44 1 3 12/30/2019 3/23/2020 9/24/2020 3/23/2020 6.49 518210 USD BBG000BJ9Z35 20201102 142648 DUG 7 80000 184.95 29.43 184.95 29.43 PROSHARES ULTRASHORT OIL & GAS DUG -3.17 211 367 4.00 06/10/2013 5.00 04/15/2010 14 4 72.72 1 11 3/19/2020 6/8/2020 3/19/2020 6/8/2020 38.24 0 USD BBG000QXHGG7 3 20201102 142648 DUST 7 4844000 445 15.1351 445 15.1351 DIREXION DAILY GOLD MINERS BEAR 2X DUST DUST1 -0.22 1312 6910 25.00 04/23/2020 5.00 08/25/2016 14 4 73.07 1 11 3/16/2020 8/5/2020 3/16/2020 8/5/2020 140.5 0 USD BBG0019YYBZ3 3 20201102 144735 DVA 7 13.7 772000 92.67 60.03 92.67 62.2 6.32 0.1 12 DAVITA INC DVA 40.5 1.11 3690.2 2372.1 6/30/2020 7977.5 121989 0.50 09/09/2013 0.67 06/16/2004 14 4 8092 26.87 1 7 9/16/2020 11/4/2019 9/16/2020 3/23/2020 75.03 621492 USD BBG000MQ1SN9 20201102 144735 DVAX 5 2710000 12.44 1.8 12.44 1.8 -1.58 12 DYNAVAX TECHNOLOGIES CORPORATI DVAX 56.7 1.1 192.4 53 6/30/2020 178.6 109512 10.00 11/10/2014 14 4 2834 74.48 1 2 7/20/2020 3/16/2020 7/20/2020 3/16/2020 5.72 325412 USD BBG000BFX694 20201102 180520 DVCR 5 17000 4.25 0.75 4.25 0.75 -1.14 12 DIVERSICARE HEALTHCARE SERVICE 5.5 1.21 72.3 84 6/30/2020 70.6 6843 14 4 8051 130.38 1 3 10/29/2020 7/22/2020 10/29/2020 7/22/2020 2.2 623110 USD BBG000L9MD85 20201102 144736 DVD 7 10.9 15000 2 1.06 1.9 1.06 -0.04 0.11 12 DOVER MOTORSPORTS 8.7 0.63 9.7 4.8 6/30/2020 3.2 36392 0.50 09/16/1998 14 4 7948 43.28 1 7 11/5/2019 4/23/2020 1/15/2020 4/23/2020 1.86 711212 USD BBG000H3K6B6 20201102 180520 DVLY 5 2.7 0 0.75 0.2514 0.75 0.2514 0.13 12 DEER VALLEY CORP 0.1 -0.18 11.6 4.7 12/31/2015 0.7 15514 0.50 11/25/2005 150.00 11/26/2002 14 4 2451 647 1 3 10/9/2020 7/15/2020 10/9/2020 7/15/2020 0.54 321991 USD BBG000KMKX21 20201102 142650 DWAS 5 25000 66.51 32 66.51 32 POWERSHARES DWA SMALLCAP MOMENTUM PORTFOLIO DWAS 1.19 3265 5500 14 4 29.02 1 1 10/14/2020 3/18/2020 10/14/2020 3/18/2020 57.08 0 USD BBG0036PLQN5 3 20201102 142652 DWX 7 63000 40.82 25.7909 40.82 25.7909 SPDR S&P INTERNATIONAL DIVIDEN DWX 0.84 5711 16951 14 4 15.37 1 11 2/19/2020 3/23/2020 2/19/2020 3/23/2020 40.2 0 USD BBG000VC0TD0 3 20201102 144737 DWSN 5 122000 2.93 0.8403 2.93 0.8403 -0.06 12 DAWSON GEOPHYSICAL CO DWSN 26.1 2 65.6 18.3 6/30/2020 0.1 23351 0.95 05/11/2018 3.00 02/12/2015 14 4 1382 83.68 1 21 1/28/2020 3/31/2020 1/28/2020 3/31/2020 2.4 213112 USD BBG000BD1DT7 20201102 144737 DXCM 5 127.8 1277000 456.23 150.41 456.23 182.07 2.5 12 DEXCOM DXCM 85.7 0.88 1969.4 360.2 9/30/2020 1059.7 96028 14 4 3841 56.18 1 21 8/7/2020 11/5/2019 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C ENTA 60.5 0.51 401.8 22.6 6/30/2020 20072 14 4 2835 28.24 1 21 12/16/2019 3/17/2020 1/6/2020 3/17/2020 61.78 325412 USD BBG001V9NSB4 20201102 142722 ENTR 7 6000 27.37 14 27.37 14 ERSHARES ENTREPRENEUR 30 FUND 1420 5700 14 4 28.95 1 11 10/14/2020 3/18/2020 10/14/2020 3/18/2020 18.44 0 USD BBG00J5HT1Q3 3 20201102 144800 ENV 7 276000 92.51 45.53 92.51 45.53 -0.21 0.04 12 ENVESTNET ENV 91.7 1.41 182.5 203.8 6/30/2020 565.5 53772 14 4 7379 30.33 1 7 8/7/2020 4/3/2020 8/7/2020 4/3/2020 69.63 511210 USD BBG000Q4NZ54 20201102 144800 ENVA 7 4.7 563000 29.33 7.84 29.33 7.84 3.28 -0.21 12 ENOVA INTERNATIONAL INC ENVA ENVA1 61.4 1.52 1208.1 122.2 9/30/2020 991.2 35666 14 4 6141 56.66 1 7 1/30/2020 3/18/2020 1/30/2020 3/18/2020 24.06 522298 USD BBG0022PSJ14 20201102 144800 ENZ 7 87 372000 4.85 1.56 4.85 1.56 -0.6 7 ENZO BIOCHEM ENZ 30.6 0.78 68.8 32.8 7/31/2020 4.5 47895 0.95 10/21/2004 0.95 06/26/2003 14 4 8071 81.83 1 7 3/9/2020 3/18/2020 3/9/2020 3/18/2020 2.63 621511 USD BBG000BHY9Q4 20201102 142723 ENZN 5 89000 0.27 0.02 0.27 0.02 -0.02 -0.19 12 ENZON PHARMACEUTICALS 0.23 6 0.4 6/30/2020 129.5 44215 14 4 2836 60.02 1 3 8/10/2020 10/1/2020 8/10/2020 10/1/2020 0.21 325414 USD BBG000BHYPV2 20201102 144800 EPAM 7 58.1 214000 356.48 151.97 356.48 151.97 5.32 0.26 12 EPAM SYSTEMS EPAM 87.9 1.38 1474.2 386.9 6/30/2020 25.1 55853 14 4 7371 30.82 1 7 10/19/2020 3/19/2020 10/19/2020 3/19/2020 212.16 541511 USD BBG000MHTV89 20201102 142726 EPGNY 5 0 18.7 3.25 18.7 3.25 -2.31 12 EPIGENOMICS AG 1.23 14.2 4.2 6/30/2020 9426 14 4 406.1 1 3 8/19/2020 10/28/2020 8/19/2020 10/28/2020 7.33 0 USD BBG004T7PJ05 20201102 142726 EPHE 7 80000 36.48 19 34.655 19 ISHARES MSCI PHILIPPINES INVST 0.86 1167 4400 14 4 18.17 1 11 11/5/2019 3/18/2020 1/13/2020 3/18/2020 34.32 0 USD BBG0016RN6D8 3 20201102 142726 EPI 7 736000 25.69 14.05 25.69 14.05 WISDOMTREE INDIA EARNINGS EPI 1.14 5890 25200 14 4 19.61 1 11 1/13/2020 3/23/2020 1/13/2020 3/23/2020 24.89 0 USD BBG000VC1C55 3 20201102 142727 EPOL 7 183000 22.61 12.11 21.86 12.11 ISHARES MSCI POLAND ETF 1.33 2252 13650 14 4 32.61 1 11 11/5/2019 3/16/2020 1/13/2020 3/16/2020 21.08 0 USD BBG000QYG6S5 3 20201102 142728 EPV 7 22000 56.6 20.464 56.6 20.464 PROSHARES ULTRASHORT FTSE EUR EPV -1.54 149 662 4.00 01/24/2014 4.00 02/25/2011 14 4 42.66 1 11 3/19/2020 10/12/2020 3/19/2020 10/12/2020 25.88 0 USD BBG000MKHDC0 3 20201102 144802 EPZM 5 830000 27.82 11.03 27.82 11.03 -1.98 12 EPIZYME INC EPZM 58.4 1.51 399.2 34.4 6/30/2020 23.3 101478 14 4 2834 51.51 1 21 1/21/2020 10/2/2020 1/21/2020 10/2/2020 24.6 325412 USD BBG000R60CT8 20201102 142728 EQAL 7 36000 34.95 20.33 34.95 20.33 INVESCO RUSSELL 1000 EQUAL 1.18 4486 13950 14 4 21.26 1 11 1/17/2020 3/23/2020 1/17/2020 3/23/2020 34.17 0 USD BBG007RBRVZ4 3 20201102 144802 EQBK 5 12 40000 31.91 12.49 30.85 12.49 -5.1 12 EQUITY BANCSHARES INC. CLASS A COMMON STOCK 59 0.76 9/30/2020 347.9 14853 14 4 6162 59.14 1 21 12/19/2019 5/14/2020 1/2/2020 5/14/2020 30.87 522291 USD BBG000QKJS40 20201102 180530 EQFN 5 12.6 0 12.75 8.1 12.75 8.1 0.85 0.16 6 EQUITABLE FINANCIAL 0.3 0.67 6/30/2020 24 2950 14 4 6036 34.85 1 3 3/2/2020 3/23/2020 3/2/2020 3/23/2020 12.48 522120 USD BBG000KNDNZ3 20200904 183140 EQM 7 267.9 1130000 33.63 7.34 30.6999 7.34 0.08 -0.31 12 EQM MIDSTREAM PARTNERS LP 21.3 2.31 294.9 315.9 3/31/2020 5762 207458 14 4 1389 71.17 1 7 10/22/2019 3/18/2020 1/16/2020 3/18/2020 29.91 211120 USD BBG002N85D08 20201102 180531 EQS 7 6.6 7000 1.89 0.7441 1.89 0.7441 -0.5 -0.34 12 EQUUS TOTAL RETURN 3.3 1.12 6/30/2020 6 13518 0.91 11/29/2001 14 4 6799 50.67 1 7 2/19/2020 3/30/2020 2/19/2020 3/30/2020 1.82 523910 USD BBG000CWM7W0 20201102 144805 ERII 5 24.2 196000 11.07 6.11 11.07 6.11 0.4 12 ENERGY RECOVERY ERII 30.6 1.26 113 27.8 6/30/2020 55682 14 4 3559 46.78 1 21 2/20/2020 3/23/2020 2/20/2020 3/23/2020 9.79 332410 USD BBG000VFBBC1 20200922 141830 EROS 7 3307000 4.91 1.1 4.91 1.1 -3.9 3 EROS INTL PLC EROS 9.9 1.49 118.4 225.3 3/31/2020 62.1 177278 3.00 11/13/2013 14 4 7812 51.71 1 7 1/17/2020 3/12/2020 1/17/2020 3/12/2020 3.39 512199 USD BBG000VRD3T3 20201102 142733 ERUS 7 112000 45.27 22 45.27 22 ISHARES MSCI RUSSIA ETF 1.21 4187 12900 2.00 11/07/2016 14 4 24.07 1 11 1/17/2020 3/18/2020 1/17/2020 3/18/2020 42.66 0 USD BBG0018BZBD7 3 20201102 142733 ERX 7 3514000 186.2 5 186.2 5 DIREXION DAILY ENERGY BULL 2X ERX ERX1 4.26 2521 26963 10.00 03/24/2020 14 4 73.89 1 11 1/3/2020 3/18/2020 1/3/2020 3/18/2020 175 0 USD BBG000JLH8F0 3 20201102 142734 ERY 7 257000 379.37 35.25 379.37 35.25 DIREXION DAILY ENERGY BEAR 2X ERY -3.84 354 507 5.00 03/29/2018 6.00 04/02/2013 14 4 74.49 1 11 3/19/2020 6/8/2020 3/19/2020 6/8/2020 39.3 0 USD BBG000JLLQ38 3 20201102 180533 ESBK 5 10.7 2000 17.4 10.3 17.4 10.3 1 0.01 12 ELMIRA SAVINGS BANK 4.3 0.68 12/31/2007 29 3512 0.95 06/07/2018 0.91 12/05/2013 14 4 6022 31.69 1 2 1/29/2020 9/10/2020 1/29/2020 9/10/2020 15.1 522110 USD BBG000BJ03Z0 20201102 180533 ESBA 7 41.8 6000 14.73 5.19 14.2 5.19 12 EMPIRE STATE REALTY OP LP SERI 0.5 518 143.8 9/30/2020 1668.6 290704 14 4 6798 49.53 1 11 11/5/2019 10/29/2020 1/23/2020 10/29/2020 13.92 531190 USD BBG004M284K3 20201102 144806 ESCA 5 16.8 58000 22.78 4.69 22.78 4.69 1.11 -0.1 12 ESCALADE ESCA 22.4 1.5 86.9 18.2 6/30/2020 21.9 14169 0.50 05/26/2004 0.33 04/01/2002 14 4 3949 78.25 1 1 10/21/2020 4/3/2020 10/21/2020 4/3/2020 9.83 339920 USD BBG000BJ0H70 20201102 142735 ESCR 12 2000 24.0834 17.81 24.0834 17.81 12 XTRACKERS BLOOMBERG BARCLAYS US INV GRADE ESG 0.33 101 12/31/2019 450 14 4 4.13 1 18 1/22/2020 3/25/2020 1/22/2020 3/25/2020 0 USD 3 20201102 144807 ESEA 5 3.8 184000 6 1.2301 5.1 1.2301 0.75 12 EUROSEAS 0.6 0.35 6.3 24.9 6/30/2020 72.2 5600 8.00 12/19/2019 10.00 07/23/2015 14 4 4412 57.15 1 2 11/4/2019 3/12/2020 5/27/2020 3/12/2020 4.07 483111 USD BBG000C9GH56 20201102 142736 ESI 7 24.4 1799000 12.74 5.35 12.74 5.35 0.48 12 ELEMENT SOLUTIONS INC ESI 65.6 1.49 833.4 293.8 9/30/2020 1513.2 247213 14 4 2899 34.29 1 7 1/22/2020 3/18/2020 1/22/2020 3/18/2020 11.68 325998 USD BBG005C4XHR3 20201102 180534 ESMC 5 3000 0.2 0.0801 0.2 0.082 -0.09 6 ESCALON MEDICAL -0.65 4.3 2.9 6/30/2020 0.4 7415 4.00 11/24/1997 2.50 11/09/1993 14 4 3845 160.09 1 3 2/13/2020 11/8/2019 2/13/2020 10/1/2020 0.15 334510 USD BBG000DTJVZ4 20201102 144808 ESNT 7 8.6 624000 55.84 17.52 52.99 17.52 4.63 0.41 12 ESSENT GROUP LTD ESNT 88.3 1.36 6/30/2020 224.2 112423 14 4 6162 39.74 1 7 11/29/2019 3/19/2020 2/12/2020 3/19/2020 51.99 522310 USD BBG0058YL7G9 20201102 180535 ESOA 5 28.9 5000 1.165 0.6312 1.165 0.65 -0.01 -0.12 9 ENERGY SERVICES AMER 0.1 0.69 39.1 18.3 6/30/2020 11 13621 14 4 1623 202.4 1 3 2/28/2020 12/5/2019 2/28/2020 1/24/2020 0.77 237120 USD BBG000FSY520 20201102 180535 ESP 6 38.5 1000 23.4 15.97 22.903 15.97 0.49 -0.19 6 ESPEY MFG & ELECTRONICS 10.1 0.25 34.7 6.7 6/30/2020 0.1 2403 0.50 01/03/2006 0.33 01/03/1984 14 4 3679 34.46 1 6 11/13/2019 9/9/2020 2/18/2020 9/9/2020 21.6 334419 USD BBG000BJ2HP8 20201102 144809 ESPR 5 499000 76.98 24.82 76.98 24.82 -3.14 12 ESPERION THERAPEUTICS INC. CO ESPR 65.2 1.12 211.7 66.1 6/30/2020 1 27825 6.99 06/11/2013 14 4 2834 46.15 1 1 2/13/2020 3/16/2020 2/13/2020 3/16/2020 59.63 325412 USD BBG004KB3S72 20201102 144809 ESRT 7 538 1847000 14.835 5.19 14.31 5.19 0.01 0.01 12 EMPIRE STATE REALTY TRUST INC ESRT 38.5 0.52 583.4 130.5 9/30/2020 1668.6 290468 14 4 6798 43.58 1 7 11/6/2019 10/29/2020 1/24/2020 10/29/2020 13.96 531190 USD BBG002N8HMW0 20201102 144809 ESSA 5 9.3 8000 17.73 9.7 17.7 9.7 1.37 0.08 9 ESSA BANCORP 25.7 0.29 6/30/2020 140.6 10951 14 4 6036 49.29 1 21 12/6/2019 4/16/2020 1/9/2020 4/16/2020 16.95 522120 USD BBG000R3PVY0 20201102 180535 ESWW 5 0.1 0 34 1.55 15.25 1.55 88.22 12 ENVNMTL SOLS WRLDWDE 0.37 16.4 5 12/31/2014 2.9 135 2000.00 05/24/2013 14 4 3714 324.69 1 3 11/4/2019 10/7/2020 1/10/2020 10/7/2020 15 336390 USD BBG000CV9FS4 20201102 144810 ESXB 5 8.5 62000 9.75 4 9.75 4 0.64 0.16 12 COMMUNITY BANKERS TRUST CORPOR 25 1.24 6/30/2020 68.5 22311 14 4 6022 22.81 1 2 1/14/2020 3/19/2020 1/14/2020 3/19/2020 8.88 522110 USD BBG000C4Q6J5 20201102 144811 ETCC 5 0.8 2000 0.9 0.207 0.9 0.207 0.49 2 ENVIRONMMTL TECTONIC 1.22 48 20.2 11/30/2012 16.7 9158 0.50 05/28/1999 0.50 12/23/1985 14 4 3728 370.1 1 3 2/6/2020 7/30/2020 2/6/2020 7/30/2020 0.66 336413 USD BBG000C4KD97 20201102 180536 ETEC 5 0 0.51 0.0629 0.51 0.0629 -0.71 8 EMTEC INC -3.6 33.9 42.2 2/28/2013 12.6 18200 14 4 7379 1140.08 1 3 3/26/2020 10/15/2020 3/26/2020 10/15/2020 0.1 541513 USD BBG000BDN1J0 20201102 144812 EUFN 5 893000 19.8 10.59 19.8 10.59 ISHARES MSCI EUROPE FINANCIALS EUFN 1.2 6304 45800 14 4 29.05 1 1 1/2/2020 3/18/2020 1/2/2020 3/18/2020 19.49 0 USD BBG000Q6VJG4 3 20201102 144812 ETSY 5 62.7 3594000 154.88 29.95 154.88 29.95 1.94 12 ETSY INC. COMMON STOCK ETSY 69.2 1.67 921 188.5 9/30/2020 785.1 126091 14 4 5963 63.51 1 21 10/14/2020 3/23/2020 10/14/2020 3/23/2020 44.3 453998 USD BBG000N7MXL8 20201102 142741 EUM 7 109000 23.9 14.65 23.9 14.65 PROSHARES SHORT MSCI EMERGING EUM -0.79 624 4050 14 4 16.26 1 11 3/23/2020 10/23/2020 3/23/2020 10/23/2020 17.06 0 USD BBG000TSD7D2 3 20201102 142741 EUO 7 69000 29.95 23.01 29.95 23.01 PROSHARES ULTRASHORT EURO EUO 1.15 710 2900 14 4 12.93 1 11 3/20/2020 10/30/2020 3/20/2020 10/30/2020 26.8 0 USD BBG000CT5J69 3 20201102 142741 EURL 7 32000 35 6.432 35 6.432 DIREXION DAILY FTSE EUROPE BUL EURL 2.6 173 1000 14 4 64.24 1 11 1/2/2020 3/18/2020 1/2/2020 3/18/2020 34.06 0 USD BBG005VPQG31 3 20201102 144812 EURN 7 2.6 1258000 13.21 7.205 13.21 7.205 2.87 12 EURONAV NV EURN 35.7 0.34 802.2 316 6/30/2020 1480.5 203955 14 4 32.02 1 7 1/9/2020 10/29/2020 1/9/2020 10/29/2020 12.54 0 USD BBG00805YZG8 20201102 142741 EUSC 7 5000 34.0099 20.1 34.0099 20.1 WISDOM TREE EUROPE HEDGED SM C 1.06 341 1250 14 4 17.63 1 11 2/19/2020 3/18/2020 2/19/2020 3/18/2020 32.87 0 USD BBG00879S549 3 20201102 144813 EVA 7 285.7 91000 44 20.63 44 20.63 0.15 12 ENVIVA PARTNERS LP EVA 9.1 1.24 120.1 128.4 6/30/2020 596.4 39765 14 4 2499 30.94 1 7 10/19/2020 3/18/2020 10/19/2020 3/18/2020 37.31 321999 USD BBG007FH8JX4 20201102 180538 EVBN 6 11.8 19000 41.75 20.5 41.29 20.5 1.94 0.12 12 EVANS BANCORP 28.7 1.12 6/30/2020 23.8 5377 0.95 11/10/2005 0.95 12/07/2004 14 4 6021 45.29 1 6 11/6/2019 3/23/2020 2/18/2020 3/23/2020 40.1 522110 USD BBG000CB1FM2 20201102 144813 EVC 7 284000 3.02 1.1 2.7 1.1 -0.45 -0.39 12 ENTRAVISION COMMUNICATION EVC 45.6 0.23 209.4 66 6/30/2020 213 84186 14 4 4833 67.69 1 7 11/12/2019 5/13/2020 6/19/2020 5/13/2020 2.62 515120 USD BBG000BTNV54 20201102 144813 EVER 5 313000 63.44 21.0007 63.44 21.0007 -0.19 12 EVERQUOTE INC. CLASS A COMMON STOCK EVER 40.5 0.81 85.3 38.4 6/30/2020 4.2 27363 14 4 7371 58.79 1 1 7/13/2020 3/16/2020 7/13/2020 3/16/2020 34.35 519130 USD BBG00F17NDH7 20201102 144813 EVGN 5 743000 5.3 0.75 5.3 0.75 -0.8 12 EVOGENE LTD 54.2 1.11 49 5.7 6/30/2020 31639 2.00 11/19/2013 14 4 126.56 1 1 9/28/2020 3/18/2020 9/28/2020 3/18/2020 1.52 0 USD BBG000TGYG90 20201102 144814 EVH 7 837000 14.5 3.5 14.5 3.5 -6.02 12 EVOLENT HEALTH INC EVH 63.2 2.15 228.8 192.8 6/30/2020 293.7 85617 14 4 8099 46.87 1 7 8/20/2020 3/17/2020 8/20/2020 3/17/2020 9.05 621999 USD BBG005CHLM96 20201102 144814 EVK 5 7.7 8802000 6.76 0.6068 6.76 0.6068 -0.44 -0.39 12 EVER-GLORY INTERNATIONAL GROUP 0.1 -0.35 213.8 174 6/30/2020 2.7 14809 10.00 11/30/2007 0.13 11/09/2005 14 4 2329 260.92 1 1 10/22/2020 5/20/2020 10/22/2020 5/20/2020 1.52 315220 USD BBG000BFZMK4 20201102 144814 EVOK 5 204000 6.0628 0.79 6.0628 0.79 -0.47 12 EVOKE PHARMA INC. COMMON STOC EVOK 8.7 1.58 6.2 2 6/30/2020 4.2 26011 14 4 2834 60.66 1 2 8/11/2020 3/19/2020 8/11/2020 3/19/2020 1.62 325412 USD BBG0026ZG0X7 20201102 144815 EVOL 5 88000 1.6 0.561 1.6 0.561 -0.14 12 EVOLVING SYSTEMS 2.8 0.87 13.5 9.7 6/30/2020 0.1 12195 2.00 07/21/2009 14 4 7371 68.78 1 2 6/16/2020 3/23/2020 6/16/2020 3/23/2020 0.89 541511 USD BBG000BYD5M2 20201102 144815 EVTC 7 27.3 343000 37.14 18.2101 37.14 18.2101 1.22 0.1 12 EVERTEC INC EVTC 68.1 0.92 276 144.3 6/30/2020 510.9 71863 14 4 7374 25.25 1 7 10/12/2020 3/23/2020 10/12/2020 3/23/2020 34.04 541519 USD BBG000J187K0 20201102 180538 EVTCY 5 98.7 0 59.91 40.42 59.91 40.42 0.54 12 EVOTEC SE AMERICAN DEPOSITARY RECEIPTS - SPONSORED 1.01 548.3 209 6/30/2020 379.4 81190 14 4 2834 42.31 1 3 7/22/2020 3/23/2020 7/22/2020 3/23/2020 51.4 325412 USD BBG000LFTJ81 20201102 144815 EW 7 56.1 2318000 87.79 51.5067 87.79 51.5067 1.28 0.06 12 EDWARDS LIFESCIENCES EW 62 0.94 2984 902.4 9/30/2020 594.4 623248 0.33 06/01/2020 0.50 12/14/2015 14 4 3842 35.21 1 7 9/2/2020 3/23/2020 9/2/2020 3/23/2020 77.76 339113 USD BBG000BRXP69 20201102 142746 EWC 7 2587000 30.81 17.59 30.81 17.59 ISHARES MSCI CANADA INDEX EWC 1.17 21767 79600 14 4 19.42 1 11 2/20/2020 3/23/2020 2/20/2020 3/23/2020 29.89 0 USD BBG000BJSXB0 3 20201102 142747 EWK 7 8000 20.21 11.94 20.21 11.94 ISHARES MSCI BELGIUM ETF EWK 1.04 286 1680 14 4 21.66 1 11 1/2/2020 3/17/2020 1/2/2020 3/17/2020 19.97 0 USD BBG000BDMNG6 3 20201102 142747 EWO 7 30000 21.12 10.35 21.12 10.35 ISHARES MSCI AUSTRIA ETF 1.36 402 2750 14 4 23.45 1 11 1/2/2020 3/18/2020 1/2/2020 3/18/2020 20.8 0 USD BBG000BF6M62 3 20201102 144818 EWN 7 248000 37.11 21.62 37.11 21.62 ISHARES MSCI NETHERLANDS INVST EWN 1.03 1865 5350 14 4 20.64 1 11 10/12/2020 3/18/2020 10/12/2020 3/18/2020 33.86 0 USD BBG000BK4FC1 3 20201102 142748 EWT 7 4437000 46.815 29.15 46.815 29.15 ISHARES MSCI TAIWAN INDEX EWT 0.98 43546 97600 2.00 11/07/2016 14 4 15.81 1 11 10/9/2020 3/19/2020 10/9/2020 3/19/2020 41.13 0 USD BBG000CJLQ12 3 20201102 142748 EWW 7 2633000 48.19 25.03 48.19 25.03 ISHARES MSCI MEXICO ETF EWW 1.3 6816 20400 14 4 27.21 1 11 1/22/2020 3/23/2020 1/22/2020 3/23/2020 45.03 0 USD BBG000BK42M9 3 20201102 142748 EWX 7 47000 47.3004 29.15 47.3004 29.15 SPDR S&P EMERGING MARKETS SMAL EWX 1.15 5058 11400 14 4 14.7 1 11 1/17/2020 3/19/2020 1/17/2020 3/19/2020 46.06 0 USD BBG000FT16M0 3 20201102 144819 EXAS 5 2385000 141.9 35.2512 141.9 35.2512 -2.14 12 EXACT SCIENCES EXAS 73.1 1.59 557 236.5 9/30/2020 827.6 150424 14 4 8731 101.46 1 2 10/27/2020 3/18/2020 10/27/2020 3/18/2020 92.48 621511 USD BBG000CWL0F5 20201102 144819 EXEL 5 22 1767000 27.8 13.67 27.8 13.67 0.93 12 EXELIXIS EXEL 61.5 1.04 1011.2 142.7 6/30/2020 381.4 308996 14 4 8731 39.2 1 21 5/12/2020 3/17/2020 5/12/2020 3/17/2020 17.62 541714 USD BBG000BQ4WF8 20201102 180538 EXETF 5 23.1 2000 6.86 3.45 6.7582 3.45 0.17 0.43 12 EXTENDICARE INC 20.8 1.16 138.1 207.2 6/30/2020 317.3 89539 14 4 8629 72.82 1 3 11/4/2019 3/18/2020 1/16/2020 3/18/2020 6.53 623110 USD BBG000M65SB2 20201102 144819 EXFO 5 29.4 42000 4.95 2 4.95 2 -0.17 8 EXFO 5.3 1.49 148.3 113.1 8/31/2020 2.1 55696 14 4 3351 38.63 1 21 1/7/2020 3/17/2020 1/7/2020 3/17/2020 4.62 334290 USD BBG000BXCQQ5 20201102 144820 EXK 7 2251000 4.79 0.99 4.79 0.99 -0.31 12 ENDEAVOUR SILVER EXK 20 1.39 63.3 24.8 6/30/2020 5.9 154988 4.00 08/27/2002 14 4 614 74.36 1 7 7/27/2020 3/16/2020 7/27/2020 3/16/2020 2.41 212222 USD BBG000K2HB18 20201102 144821 EXPGY 5 49.2 95000 40.83 21.455 40.83 21.455 0.75 -0.01 3 EXPERIAN PLC ADR 0.2 0.73 1400 2224 3/31/2019 3761 917200 14 4 7389 31.36 1 3 9/18/2020 3/23/2020 9/18/2020 3/23/2020 34.01 561439 USD BBG000H4RVT3 20201207 091421 EXPR 7 9151000 6.24 0.57 5.2775 0.57 -6.27 -0.38 1 EXPRESS EXPR 43.5 3.3 470.7 467.5 7/31/2020 199.5 64838 14 4 5699 180.51 1 7 12/10/2019 11/2/2020 1/8/2020 11/2/2020 4.87 448190 USD BBG000QB2L61 20201102 144821 EXTN 7 159000 14.89 3.24 8.925 3.24 -4.16 12 EXTERRAN CORP EXTN 47.3 1.07 435.9 326.6 6/30/2020 443.6 33145 14 4 7359 75.53 1 7 11/5/2019 4/3/2020 6/8/2020 4/3/2020 7.83 213112 USD BBG007K3DT16 20201102 144822 EYEG 5 13000 12.89 3.35 10.19 3.35 -2.71 12 EYEGATE PHARMACEUTICALS INC. COMMON STOCK 1.6 1.09 4.3 1.4 6/30/2020 4627 15.00 08/30/2019 14 4 2835 45.05 1 2 12/30/2019 8/6/2020 1/2/2020 8/6/2020 10.02 325413 USD BBG0083Y1PH9 20201102 144823 EYES 5 160000 7.6 0.6906 6.4 0.6906 -17.63 12 SECOND SIGHT MEDICAL PRODUCTS EYES1 1.2 2.16 13.1 7 6/30/2020 19.2 23118 8.00 01/06/2020 14 4 3842 40.08 1 2 11/7/2019 9/8/2020 2/3/2020 9/8/2020 5.94 339112 USD BBG002ZQP3H7 20201102 144824 FAF 7 7.9 884000 66.78 29.36 66.78 29.36 5.67 0.24 12 FIRST AMERICAN FINANCIAL FAF 67.9 1.17 9/30/2020 568.2 111645 14 4 6361 40.03 1 7 3/6/2020 3/18/2020 3/6/2020 3/18/2020 58.32 524127 USD BBG000V78V75 20201028 145309 FAHLF 5 2.6 0.04 9 FIRST ASIA HOLDINGS LIMITED COMMON SHARES -0.56 6/30/2016 11148 10.00 11/03/2016 3.00 11/20/2006 14 4 7111 1098.48 1 3 0.1 522390 USD BBG000DPRK96 20201102 144825 FANG 5 28.9 3194000 96.92 14.55 96.92 14.55 -17.57 -0.17 12 DIAMONDBACK ENERGY INC FANG 93.4 2.5 869 1263 6/30/2020 5371 157824 14 4 1311 57.17 1 21 1/8/2020 3/18/2020 1/8/2020 3/18/2020 92.86 211120 USD BBG002PHSYX9 20201102 180539 FALC 5 0 6.99 1.95 6.99 1.95 -0.39 12 FALCONSTOR SOFTWARE INC COMMON STOCK 0.32 7.9 11.7 6/30/2020 2.9 5920 100.00 08/09/2019 14 4 7372 199.16 1 3 2/26/2020 10/30/2020 2/26/2020 10/30/2020 2.86 511210 USD BBG000G5Z485 20201102 142756 FAS 7 3018000 108.13 14.25 108.13 14.25 DIREXION DAILY FINANCIAL BULL FAS 3.12 14221 41849 0.25 05/20/2015 0.33 04/02/2013 14 4 66.03 1 11 2/20/2020 3/23/2020 2/20/2020 3/23/2020 94.64 0 USD BBG000JLJV85 3 20201102 144826 FATE 5 828000 51.1 12.59 51.1 16.75 -1.57 12 FATE THERAPEUTICS INC. COMMON FATE 61.7 1.36 227.1 27.8 6/30/2020 12.4 86844 14 4 2836 67.8 1 1 10/16/2020 11/6/2019 10/16/2020 3/13/2020 19.57 325412 USD BBG000QP35H2 20201102 142756 FAZ 7 3266000 77.6394 12.4214 77.6394 12.4214 DIREXION DAILY FINANCIAL BEAR FAZ FAZ1 -2.4 2635 17422 5.00 06/28/2019 4.00 10/01/2015 14 4 66.63 1 11 3/23/2020 10/12/2020 3/23/2020 10/12/2020 27.72 0 USD BBG000JLM3X5 3 20201102 144826 FB 5 31.9 20889000 304.67 137.1006 304.67 137.101 8.25 0.42 12 FACEBOOK FB 58.9 1.42 66225 15053 6/30/2020 1500 2848816 14 4 7375 42.79 1 21 8/26/2020 3/18/2020 8/26/2020 3/18/2020 205.25 519190 USD BBG000MM2P62 20201102 144826 FBIO 5 1640000 4.78 1.04 4.78 1.04 -0.89 12 FORTRESS BIOTECH INC. COMMON STOCK 12.8 2.31 156.3 45.6 6/30/2020 82.4 88007 14 4 2834 99.75 1 2 9/18/2020 3/16/2020 9/18/2020 3/16/2020 2.57 325412 USD BBG001J2MFH6 20201102 144826 FBHS 7 22.7 866000 90.94 33.9 90.94 33.9 3.57 0.26 12 FORTUNE BRANDS HOME FBHS 80.6 1.76 1898.2 1409.3 9/30/2020 1784.6 138148 14 4 2434 27.39 1 7 10/16/2020 3/23/2020 10/16/2020 3/23/2020 65.34 337110 USD BBG001B4BV87 20201102 144826 FBIZ 5 8.8 14000 27.35 12.86 27.35 12.86 1.94 0.09 12 FIRST BUSINESS FINANCIAL FBIZ 37 1.07 9/30/2020 329.4 8518 0.50 08/31/2015 14 4 6022 42.57 1 21 1/24/2020 3/23/2020 1/24/2020 3/23/2020 26.33 522110 USD BBG000QK39V9 20201102 144827 FBMS 5 10 46000 35.88 15.27 35.62 15.27 2.4 0.16 12 FIRST BANCSHARES 46.7 1.13 9/30/2020 292.3 21408 0.50 03/16/2006 14 4 6021 40.29 1 1 12/30/2019 3/23/2020 1/2/2020 3/23/2020 35.52 522110 USD BBG000BHWFN5 20201102 180539 FBPI 5 42.3 0 21.5 15.02 20.5 15.02 0.39 -0.16 6 FIRST BNCP IND 0.33 3/31/2008 72.5 1805 14 4 6035 63.1 1 3 11/15/2019 3/23/2020 1/6/2020 3/23/2020 19.4 522120 USD BBG000CXN8D6 20201102 180540 FBSI 5 0 33 11.05 16.46 11.05 -2.25 6 FIRST BANCSHARES INC 1.2 0.38 3/31/2012 3 1551 0.91 05/13/2002 0.50 02/02/1998 14 4 6036 107.33 1 3 11/11/2019 7/9/2020 1/14/2020 7/9/2020 15.5 522120 USD BBG000BB2XT6 20201102 180540 FBSS 5 9.7 9000 22.1551 11.27 22.1551 11.27 1.6 0.07 12 FAUQUIER BANKSHARES 9.5 0.79 9/30/2020 20.8 3795 0.50 05/16/2002 0.50 05/01/1998 14 4 6022 19.21 1 2 1/3/2020 3/23/2020 1/3/2020 3/23/2020 21.24 522110 USD BBG000BLD4K5 20201102 142759 FBT 7 73000 180.637 108.08 180.637 108.08 FIRST TRUST NYSE ARCA BIOTECH FBT 1.05 19560 12450 14 4 22.77 1 11 7/20/2020 3/18/2020 7/20/2020 3/18/2020 148.72 0 USD BBG000LGNRH7 3 20201102 142759 FCAA 5 12 FICAAR INC 9/30/2019 0.1 44093 16 6 6531 1200.25 1 3 531390 USD BBG000FCFFJ6 20201031 125247 FCAN 5 3000 25.521 11.898 25.521 11.898 FIRST TRUST CANADA ALPHADEX FUND 1.56 30 150 14 4 26.38 1 1 1/17/2020 3/23/2020 1/17/2020 3/23/2020 24.87 0 USD BBG002N8WNW1 3 20201102 144828 FCAP 5 20.4 4000 81.71 42.72 81.71 42.72 2.96 0.09 12 FIRST CAPITAL 19.1 -0.09 6/30/2020 10 3376 0.91 07/17/2006 14 4 6035 31.35 1 2 6/22/2020 3/23/2020 6/22/2020 3/23/2020 73 522120 USD BBG000BB6568 20201102 144828 FCAU 7 3.1 2168000 16.25 6 15.1 6 0.56 12 FIAT CHRYSLER AUTO NV FCAU 15.4 1.71 40792.7 40143.4 9/30/2020 7876.6 2023768 14 4 3711 28.81 1 7 11/12/2019 3/19/2020 1/2/2020 3/19/2020 14.69 336111 USD BBG0078ZLDG9 20201102 144829 FCCO 5 11.3 25000 22 12.23 21.89 12.23 1.26 0.13 12 FIRST COMMUNITY 38.1 0.6 9/30/2020 15.2 7493 0.80 03/01/2002 0.95 05/29/2001 14 4 6021 33.05 1 2 12/16/2019 8/21/2020 1/2/2020 8/21/2020 21.61 522110 USD BBG000BRD351 20201102 144829 FCCY 5 8.6 13000 22.9053 9.01 22.9053 9.01 1.52 0.23 12 1ST CONSTITUTION 19.7 0.49 9/30/2020 18.6 10238 0.95 01/12/2016 0.95 03/12/2015 14 4 6035 42.64 1 1 1/2/2020 4/23/2020 1/2/2020 4/23/2020 22.13 551111 USD BBG000BNBGF2 20201102 142802 FCG 7 626000 12.46 3.73 12.46 3.73 FIRST TRUST NATURAL GAS ETF FCG 2.83 654 10748 14 4 47.9 1 11 1/7/2020 3/30/2020 1/7/2020 3/30/2020 12.06 0 USD BBG000QJPZH6 3 20201102 144830 FCPT 7 23.5 378000 32.5 12.8 32.5 12.8 1.08 12 FOUR CORNERS PROPERTY TRUST INC FCPT 78 0.84 50.1 24.1 6/30/2020 669.9 72769 14 4 6798 34.71 1 7 2/21/2020 3/23/2020 2/21/2020 3/23/2020 28.19 531390 USD BBG009H33QM0 20201102 144831 FDD 7 75000 14.39 8.3111 14.39 8.3111 FIRST TRUST STOXX EURO SELECT 1.08 1802 17553 14 4 27.51 1 11 2/19/2020 3/23/2020 2/19/2020 3/23/2020 14.04 0 USD BBG000SQ99D8 3 20201102 142804 FDIS 7 212000 66.6043 31.2074 66.6043 31.2074 FIDELITY MSCI CONSUMER DISCRET FDIS 1.34 10266 16550 14 4 25.41 1 11 10/14/2020 3/18/2020 10/14/2020 3/18/2020 48.25 0 USD BBG005FHVPT3 3 20201102 142804 FDL 7 254000 32.77 18.84 32.77 18.84 FIRST TRUST MORNINGSTAR DIV LE FDL 0.94 12607 48350 14 4 19.38 1 11 1/2/2020 3/23/2020 1/2/2020 3/23/2020 32.58 0 USD BBG000HFZ1Z8 3 20201102 142805 FDM 7 20000 51.53 26.3101 51.31 26.3101 FIRST TRUST DOW JONES SELECT M 1.21 995 2655 14 4 29.95 1 11 12/26/2019 3/19/2020 1/2/2020 3/19/2020 50.94 0 USD BBG000JGZYM6 3 20201102 144832 FDUS 5 17.6 112000 16.17 4.45 15.645 4.45 0.6 0.08 12 FIDUS INVESTMENT FDUS 4.9 1.9 41.2 4.2 6/30/2020 104 24437 14 4 6799 31.13 1 21 12/3/2019 3/23/2020 2/19/2020 3/23/2020 14.84 523920 USD BBG001K9JH07 20201102 180542 FEIM 5 7000 12.19 5.95 12.19 5.95 -1.06 4 FREQUENCY ELECTRONICS 20.4 0.34 51.3 13 7/31/2020 6 9163 0.67 12/02/1997 0.67 05/27/1986 14 4 3825 32.37 1 1 7/2/2020 3/12/2020 7/2/2020 3/12/2020 10.21 334515 USD BBG000BJG3B9 20201102 180542 FELP 5 0.195 0.1551 -0.34 12 FORESIGHT ENERGY PARTNERS LP 0.5 0.21 171.2 285 6/30/2019 1194.4 145894 14 4 1241 119.78 1 3 11/4/2019 11/8/2019 0.16 212113 USD BBG002H24908 20201102 142807 FEM 5 124000 27.59 15.256 27.59 15.256 FIRST TRUST EMERGING MARKETS A FEM 1.3 3974 18300 14 4 17.73 1 1 1/17/2020 3/18/2020 1/17/2020 3/18/2020 26.54 0 USD BBG001MKMZJ6 3 20201102 144833 FENG 7 0.8 129000 3.59 1.15 2.06 1.15 1.73 0.24 12 PHOENIX NEW MEDIA FENG 8.4 1.69 380.5 224.2 6/30/2020 72791 14 4 8999 43.25 1 7 11/14/2019 4/1/2020 1/10/2020 4/1/2020 1.96 519130 USD BBG001NKNH59 20201102 142808 FENY 7 647000 16.405 6 16.37 6 FIDELITY MSCI ENERGY IND FENY 1.87 3868 48900 14 4 37.82 1 11 11/5/2019 3/18/2020 1/3/2020 3/18/2020 16.01 0 USD BBG005FHW2W9 3 20201102 142808 FEP 5 37000 38.0972 20.89 38.0972 20.89 FIRST TRUST EUROPE ALPHADEX FEP 1.27 3486 10450 14 4 22.49 1 1 2/19/2020 3/18/2020 2/19/2020 3/18/2020 37.61 0 USD BBG001MKQKC2 3 20201102 180542 FETM 5 6.2 2000 26 12.55 26 12.55 2.87 0.13 12 FENTURA FINL INC 9.2 0.75 6/30/2020 61.5 4681 0.91 07/27/2006 0.91 02/09/2004 14 4 6022 12.16 1 3 1/31/2020 3/23/2020 1/31/2020 3/23/2020 25.23 522110 USD BBG000CJXHL7 20201102 144833 FET 7 721000 2.01 0.1501 2.01 0.1501 -5.33 12 FORUM ENERGY TECHNOLOGIES FET 23.5 4.61 665.9 196.9 6/30/2020 398.9 111342 14 4 3533 55.77 1 7 1/7/2020 3/23/2020 1/7/2020 3/23/2020 1.68 333999 USD BBG000PDVKL1 20201102 142809 FEX 5 42000 67.653 40.04 67.653 40.04 FIRST TRUST LARGE CAP CORE ALP FEX 1.14 9076 14350 14 4 19.27 1 1 2/20/2020 3/23/2020 2/20/2020 3/23/2020 65.23 0 USD BBG000R6D2Y0 3 20201102 144834 FEYE 5 4123000 18.34 7.54 18.34 7.54 -0.98 12 FIREEYE INC. COMMON STOCK FEYE 50 1.08 1313.7 849.9 9/30/2020 893.3 225521 14 4 7372 32.6 1 21 1/7/2020 3/17/2020 1/7/2020 3/17/2020 16.53 511210 USD BBG0020B4JG7 20201102 142809 FEZ 7 3481000 41.27 24.29 41.27 24.29 SPDR EURO STOXX 50 FEZ 1.09 17472 48000 14 4 24.85 1 11 1/2/2020 3/18/2020 1/2/2020 3/18/2020 40.79 0 USD BBG000PG8230 3 20201102 144834 FF 7 4.6 107000 14.87 8.75 14.87 8.75 2.59 0.11 12 FUTUREFUEL FF 40.5 1 480.9 82.8 6/30/2020 43743 14 4 2869 42.8 1 7 6/5/2020 3/12/2020 6/5/2020 3/12/2020 12.39 325998 USD BBG000GDSKT7 20201102 180543 FFDF 5 48.3 0 79 52.55 74.1 52.55 1.49 0.03 6 F F D FINANCIAL CO 0.38 3/31/2012 13.1 1016 14 4 6035 65.94 1 3 12/2/2019 4/20/2020 2/25/2020 4/20/2020 67 522120 USD BBG000GHLDQ4 20201102 144835 FFHL 5 2.4 51000 10.49 1.56 10.49 1.56 1.86 12 FUWEI FILMS COMPANY 0.3 0.77 21.7 38 6/30/2020 0.5 3266 4.00 12/07/2016 4.00 12/06/2016 14 4 3081 56.12 1 2 6/23/2020 3/19/2020 6/23/2020 3/19/2020 2.82 326113 USD BBG000LTXMS7 20201102 144835 FFNW 5 11.4 19000 15.47 7.9001 15.47 7.9001 0.87 0.08 12 FIRST FINANCIAL NORTHWEST FFNW 22.1 0.56 9/30/2020 137.7 9912 14 4 6036 17.64 1 21 2/20/2020 5/12/2020 2/20/2020 5/12/2020 14.94 522110 USD BBG000TJHTJ4 20201102 142811 FFTY 7 71000 40.12 24.03 40.12 24.03 ACADEMY FUNDS INNOVATOR IBD 50 FFTY 1.08 1898 5100 14 4 23.52 1 11 10/14/2020 3/16/2020 10/14/2020 3/16/2020 34.73 0 USD BBG008G60GX9 3 20201102 180543 FFWC 5 28.7 0 45 34 45 34 1.35 0.02 6 F F W CP 0.3 0.52 12/31/2007 52.2 1171 0.50 01/02/1998 14 4 6035 39.95 1 3 1/13/2020 5/22/2020 1/13/2020 5/22/2020 43 522120 USD BBG000BGY218 20201102 144836 FFWM 5 8.6 143000 17.64 8.01 17.61 8.01 1.73 0.19 12 FIRST FOUNDATION INC. COMMON S 50.7 1.55 9/30/2020 743 44626 0.50 01/19/2017 14 4 6022 40.48 1 1 12/20/2019 3/23/2020 6/10/2020 3/23/2020 17.4 522110 USD BBG001V9VY04 20201102 180543 FGBI 5 8.4 4000 22.38 11.29 22.38 11.29 1.74 0.03 12 FIRST GUARANTY BANCSHARES INC. COMMON STOCK 10.5 0.38 6/30/2020 66.8 9741 0.91 12/06/2019 0.91 12/07/2017 14 4 6022 39.12 1 1 1/2/2020 4/23/2020 1/2/2020 4/23/2020 21.77 522110 USD BBG000BRLPF2 20201102 142811 FGD 7 109000 25.2 13.75 25.2 13.75 FIRST TRUST DJ GLOBAL SELECT D 1.18 3444 19300 14 4 21.29 1 11 2/12/2020 3/23/2020 2/12/2020 3/23/2020 24.95 0 USD BBG000TYHFH3 3 20201102 144836 FGEN 5 607000 51.56 22.65 51.56 22.65 -3.55 12 FIBROGEN INC COMMON STOCK FGEN 62.1 1.31 702.5 102.7 6/30/2020 90355 14 4 2834 46.89 1 21 9/3/2020 3/19/2020 9/3/2020 3/19/2020 42.89 325412 USD BBG000FW5ZL6 20201102 142812 FGM 5 1000 47.36 24.38 47.36 24.38 FIRST TRUST GERMANY ALPHADEX FUND 1.29 781 1750 14 4 25.66 1 1 10/12/2020 3/18/2020 10/12/2020 3/18/2020 44.4 0 USD BBG002N8WN24 3 20201102 142812 FHLC 7 169000 55.01 35.74 55.01 35.74 FIDELITY MSCI HEALTH CARE IND FHLC 0.8 20564 39050 14 4 19.53 1 11 10/12/2020 3/23/2020 10/12/2020 3/23/2020 49.74 0 USD BBG005FHVV47 3 20201102 144837 FI 7 592000 5.76 1.49 5.23 1.49 -1.39 12 FRANKS INTERNATIONAL FI 61 1.28 466.4 128.9 6/30/2020 146.8 226142 14 4 1389 86.65 1 7 12/16/2019 10/29/2020 1/2/2020 10/29/2020 5.17 213112 USD BBG004K27P01 20201102 144837 FIBK 5 13.6 239000 43.83 24.5 42.21 24.5 2.59 0.09 12 FIRST INTERSTATE BANC FIBK 50.4 1.17 9/30/2020 99.6 63115 14 4 6022 30.9 1 21 11/5/2019 3/23/2020 1/2/2020 3/23/2020 41.92 522110 USD BBG000BMSC38 20201102 142813 FIDU 7 66000 43.895 24.75 43.895 24.75 FIDELITY MSCI INDUSTRIALS IND FIDU 1.23 4047 10100 14 4 22.85 1 11 2/12/2020 3/23/2020 2/12/2020 3/23/2020 42.04 0 USD BBG005FHVVY4 3 20201102 180543 FISK 7 41.6 2000 14.5926 5.19 14.072 5.19 12 EMPIRE STATE REALTY OP LP SERI 0.58 518 143.8 9/30/2020 1668.6 290704 14 4 6798 61.9 1 11 11/7/2019 10/30/2020 1/24/2020 10/30/2020 13.82 531190 USD BBG005CL7974 20201102 144838 FIT 7 4523000 7.17 5.85 7.1 5.85 -0.98 12 FITBIT INC FIT 37.6 0.43 1119.8 764.6 6/30/2020 6.7 269727 14 4 3829 19.38 1 7 11/4/2019 3/18/2020 10/16/2020 3/18/2020 6.57 334519 USD BBG0025YWQ66 20201102 144839 FIVE 5 74.5 537000 141.39 47.53 141.39 47.53 1.79 0.29 1 FIVE BELOW INC FIVE 96.4 1.26 665.7 351.3 7/31/2020 19.5 55842 14 4 5331 34.07 1 21 10/19/2020 3/19/2020 10/19/2020 3/19/2020 127.86 452319 USD BBG001636CR2 20201102 144839 FIVN 5 605000 156.4 52.51 156.4 52.51 -0.4 12 FIVE9 INC. COMMON STOCK FIVN 83.9 0.56 381.3 66 6/30/2020 209.6 65336 14 4 7371 31.14 1 1 10/30/2020 3/16/2020 10/30/2020 3/16/2020 65.58 511210 USD BBG001KHJM17 20201102 142817 FJP 5 1000 51.99 34.25 51.277 34.25 FIRST TRUST JAPAN ALPHADEX FUND 0.77 414 850 14 4 13.16 1 1 12/12/2019 3/16/2020 1/2/2020 3/16/2020 50.36 0 USD BBG001MKPY33 3 20201102 142817 FKU 5 2000 41.6099 18.96 41.31 18.96 FIRST TRUST UNITED KINGDOM ALPHADEX FUND 1.46 154 500 14 4 25.52 1 1 12/16/2019 3/18/2020 1/2/2020 3/18/2020 40.99 0 USD BBG002N8TF98 3 20201102 144840 FLDM 5 2143000 12.45 1.17 12.45 1.17 -0.77 12 FLUIDIGM FLDM 46 1.45 96.1 32.8 6/30/2020 53.8 73796 14 4 3826 70.39 1 21 8/26/2020 3/20/2020 8/26/2020 3/20/2020 3.48 334516 USD BBG000S8WQB6 20201102 144841 FLL 5 360000 3.99 0.31 3.6698 0.31 -0.53 12 FULL HOUSE RESORTS INC. COMMO 23.7 2.02 37.7 25.2 6/30/2020 102.9 27106 14 4 7999 87.08 1 2 11/25/2019 3/18/2020 2/20/2020 3/18/2020 3.35 713210 USD BBG000BHSGF7 20201102 142818 FLOT 12 582000 51.1 42.84 51.1 42.84 ISHARES FLOATING RATE BOND ETF 0.18 56906 112300 14 4 0.41 1 18 2/20/2020 3/18/2020 2/20/2020 3/18/2020 50.92 0 USD BBG001QWVB81 3 20201102 144841 FLOW 7 181000 49.94 15.74 49.94 15.74 -3.86 12 SPX FLOW INC FLOW 90.7 1.65 1273.9 707.4 9/30/2020 693.7 42426 0.67 10/15/1985 0.67 03/25/1985 14 4 3549 37.7 1 7 1/2/2020 3/18/2020 1/2/2020 3/18/2020 48.87 333249 USD BBG007FL7ZD2 20201102 144841 FLT 7 24.7 675000 329.85 168.51 329.85 168.51 8.95 0.19 12 FLEETCOR TECHNOLOGIES FLT 93.8 1.41 4577.6 4422.1 6/30/2020 3290 84052 14 4 7379 35.77 1 7 2/6/2020 3/23/2020 2/6/2020 3/23/2020 287.72 519190 USD BBG000GPXKX9 20201102 142819 FLTB 7 33.2 32000 52.86 45.8095 52.86 45.8095 1.58 12 FIDELITY MERRIMACK STREET LTD 0.58 1860 6/30/2012 10.1 3550 0.91 04/07/2005 14 4 6021 1.12 1 11 8/7/2020 3/23/2020 8/7/2020 3/23/2020 50.9 522120 USD BBG0078XLZ84 3 20201102 144842 FLXN 5 476000 22.98 5.01 21.34 5.01 -3.59 12 FLEXION THERAPEUTICS INC. COM FLXN 75.4 2.02 195.7 36.2 6/30/2020 193.6 49303 14 4 2834 64.93 1 1 12/27/2019 3/18/2020 1/9/2020 3/18/2020 20.7 325412 USD BBG000QML6J5 20201102 142820 FM 7 112000 31.3463 19.35 31.3463 19.35 12 ISHARES MSCI FRONTIER 100 FM 0.88 3756 16.3 14550 14 4 7372 13.66 1 11 1/24/2020 3/23/2020 1/24/2020 3/23/2020 30.35 511210 USD BBG003CG2WZ3 3 20201102 144842 FLY 7 1.1 204000 23.21 3.41 19.7 3.41 5.65 0.4 12 FLY LEASING FLY 7.6 1.03 496.7 32.8 6/30/2020 2314.9 30481 14 4 7359 80.79 1 7 11/8/2019 3/18/2020 1/2/2020 3/18/2020 19.6 532490 USD BBG000TD4L71 20201102 142820 FMAT 7 48000 36.39 20.76 36.39 20.76 FIDELITY MSCI MATERIALS IND FMAT 1.2 1799 5250 14 4 24.95 1 11 10/19/2020 3/23/2020 10/19/2020 3/23/2020 34.33 0 USD BBG005FHWDH2 3 20201102 144843 FMBH 5 10.6 17000 36.25 18.6 35.3114 18.6 2.63 0.09 12 FIRST MID BANCSHARES INC 25.6 0.94 6/30/2020 137.8 16728 0.67 07/02/2007 0.67 07/19/2004 14 4 6022 47.91 1 1 11/7/2019 3/23/2020 1/17/2020 3/23/2020 35.25 522110 USD BBG000BD8VT0 20201102 144843 FMNB 5 8.5 39000 16.5 9.82 16.5 9.82 1.37 0.22 12 FARMERS NATIONAL BANC FMNB 27.2 0.96 6/30/2020 45.1 28186 0.98 11/09/2004 0.98 11/12/2003 14 4 6022 42.51 1 2 12/18/2019 5/14/2020 1/2/2020 5/14/2020 16.32 522110 USD BBG000D9HD17 20201102 144844 FMS 7 14.9 282000 46.55 29.17 46.55 29.17 2.56 0.07 12 FRESENIUS MED CARE AG FMS 0.2 1.31 8367.3 8182.9 6/30/2020 7541.9 585668 0.50 12/04/2012 14 4 8092 26.73 1 7 7/29/2020 3/20/2020 7/29/2020 3/20/2020 36.83 621492 USD BBG000HDMR99 20201102 144844 FN 7 19.6 159000 76.852 44 76.852 44 3.07 0.2 6 FABRINET FN 83.3 0.98 1134.9 337.5 6/30/2020 39.5 36938 14 4 3357 21.04 1 7 8/10/2020 3/16/2020 8/10/2020 3/16/2020 64.84 334419 USD BBG000HBFQP5 20201102 142823 FNCL 7 98000 45.33 24.5109 45.33 24.5109 FIDELITY MSCI FINANCIALS IND FNCL 1.22 7073 20900 14 4 22.84 1 11 2/12/2020 3/23/2020 2/12/2020 3/23/2020 44.42 0 USD BBG005FHWXV2 3 20201102 142823 FNDA 7 221000 40.8751 21.801 40.8751 21.801 SCHWAB FUNDAMENTAL US SM COMP FNDA 1.28 28463 86050 14 4 25.98 1 11 1/17/2020 3/23/2020 1/17/2020 3/23/2020 40.24 0 USD BBG0051NXNP2 3 20201102 142823 FNDE 7 591000 30.37 18.26 30.37 18.26 SCHWAB FUNDAMENTAL EMG MKTS LG FNDE 1.12 29433 124600 14 4 16.79 1 11 1/2/2020 3/18/2020 1/2/2020 3/18/2020 29.84 0 USD BBG0051QPC78 3 20201102 142823 FNDC 7 145000 33.5 20.07 33.5 20.07 SCHWAB FUNDAMENTAL INTL SM COM 1.09 18364 61400 14 4 17.2 1 11 1/2/2020 3/18/2020 1/2/2020 3/18/2020 33.25 0 USD BBG0051QD585 3 20201102 142823 FNDF 7 610000 29.21 17.79 29.21 17.79 SCHWAB FUNDAMENTAL INTL LG COM FNDF 1.03 40760 166300 14 4 18.34 1 11 11/7/2019 3/18/2020 1/2/2020 3/18/2020 28.92 0 USD BBG0051K49H0 3 20201102 142823 FNDX 7 286000 43.65 26.598 43.65 26.598 SCHWAB FUNDAMENTAL US LG COMP FNDX 1.06 45244 116650 14 4 21.37 1 11 2/12/2020 3/23/2020 2/12/2020 3/23/2020 42.68 0 USD BBG0051J0PH1 3 20201102 142825 FNI 7 10000 50.78 27.58 50.78 27.58 FIRST TRUST CHINDIA ETF 1.22 1715 3600 14 4 20.81 1 11 10/14/2020 3/23/2020 10/14/2020 3/23/2020 39.69 0 USD BBG000QJSNM4 3 20200921 140919 FNJN 5 1000 2.39 0.75 2.39 0.75 -0.53 12 FINJAN HOLDINGS INC. COMMON S FNJN 16.7 1.31 36.4 7.4 3/31/2020 18.5 27832 12.00 08/22/2013 500.00 06/04/2013 14 4 5045 9.81 1 2 1/24/2020 3/19/2020 1/24/2020 3/19/2020 2.01 541511 USD BBG000JCDNT6 20201102 180544 FNLC 5 9.3 10000 30.64 17.6156 30.64 17.6156 2.48 0.11 12 FIRST BANCORP FNLC 28.6 0.6 9/30/2020 185 10940 0.33 06/02/2004 14 4 6021 43.06 1 21 1/2/2020 5/13/2020 1/2/2020 5/13/2020 30.23 522110 USD BBG000KN6TT5 20201102 144846 FNV 7 121.9 576000 166.11 77.18 166.11 77.18 1.12 0.21 12 FRANCO-NEVADA FNV 57.6 0.7 278.7 53.4 6/30/2020 80 190588 14 4 611 30.2 1 7 8/5/2020 3/16/2020 8/5/2020 3/16/2020 103.3 212221 USD BBG000RD3CL8 20201102 144846 FNWB 5 14.9 21000 18.25 8.77 18 8.77 0.79 12 FIRST NORTHWEST BANCORP 40.5 0.89 6/30/2020 112.9 10303 14 4 6036 60.11 1 1 12/20/2019 4/3/2020 1/16/2020 4/3/2020 18.13 522120 USD BBG0080Q5RR0 20201102 142826 FNX 5 23000 74.3895 40.01 74.3895 40.01 FIRST TRUST MID CAP CORE ALPHA 1.3 5833 8850 14 4 22.23 1 1 2/20/2020 3/23/2020 2/20/2020 3/23/2020 72.49 0 USD BBG000R6F9Q2 3 20201102 144846 FOLD 5 2095000 19.465 6.25 19.465 6.25 -1.12 12 AMICUS THERAPEUTICS FOLD 64.9 1.18 520.1 128.8 6/30/2020 149.5 258788 14 4 2834 46.89 1 1 10/27/2020 3/16/2020 10/27/2020 3/16/2020 9.74 325412 USD BBG000PLF6N0 20201102 144847 FONR 5 16.4 15000 26.49 11 26.49 11 1.2 -0.1 6 FONAR 42.2 1.24 95.9 18.7 6/30/2020 0.9 6575 25.00 04/17/2007 14 4 3845 42.93 1 2 8/11/2020 3/18/2020 8/11/2020 3/18/2020 19.69 334510 USD BBG000BJQYS2 20201102 144847 FOR 7 15.6 73000 23.11 9.43 23.11 9.43 1.07 9 FORESTAR GROUP FOR 14 2.08 386 96.4 6/30/2020 460.5 48060 14 4 6531 33.14 1 7 1/24/2020 4/2/2020 1/24/2020 4/2/2020 20.85 531311 USD BBG000BB1YV2 20201102 144847 FORD 5 444000 2.71 0.9024 2.71 0.9024 -0.37 9 FORWARD INDUSTRIES 2.8 1.14 11.8 8.3 6/30/2020 0.1 9584 2.00 12/24/1997 0.50 02/01/1996 14 4 3199 74.21 1 2 8/3/2020 3/18/2020 8/3/2020 3/18/2020 0.99 316998 USD BBG000BJRHG1 20201102 180545 FORK 5 2.5 10000 2.7028 1.4 2.65 1.4 0.94 12 FULING GLOBAL INC. ORDINARY SHARES 3.5 0.14 61.3 36.6 12/31/2017 11.6 15804 14 4 3631 6.86 1 2 11/5/2019 4/23/2020 4/15/2020 4/23/2020 2.39 335220 USD BBG009PYN2Z0 20201102 180545 FORTY 5 30.9 0 99.06 36.7501 99.06 36.7501 2.76 -0.15 12 FORMULA SYSTEMS 1.36 965.5 671.4 6/30/2020 337.5 15294 14 4 7372 66.74 1 21 8/18/2020 3/18/2020 8/18/2020 3/18/2020 67.78 511210 USD BBG000JLM9R9 20200914 140920 FOSI 5 0 2.51 0.2 2.51 0.548 -0.3 12 FRONTIER OILFIELD SV 2.5 -1.76 0.1 0.2 6/30/2020 0.1 100000 4.00 12/31/2013 10.00 09/29/2005 14 4 2834 303.42 1 3 3/12/2020 9/24/2019 3/12/2020 1/8/2020 0.27 325412 USD BBG000C2QLJ6 20201102 144848 FOX 5 16 1324000 38.84 19.13 38.84 19.13 1.63 6 FOX CORP CLASS B FOX 23.7 0.31 7486 1906 6/30/2020 7946 597185 0.50 11/03/2004 14 4 4833 39.19 1 21 1/17/2020 3/23/2020 1/17/2020 3/23/2020 36.4 515120 USD BBG00JHNKJY8 20201102 144848 FOXA 5 16.3 3816000 39.735 19.81 39.735 19.81 1.63 6 FOX CORP CLASS A FOXA 42.5 0.29 7486 1906 6/30/2020 7946 597185 0.50 11/03/2004 14 4 4833 39.78 1 21 1/17/2020 3/23/2020 1/17/2020 3/23/2020 37.07 515120 USD BBG00JHNJW99 20201102 144849 FPAY 5 81000 3.22 0.95 3.22 0.95 -0.15 12 FLEXSHOPPER INC. COMMON STOCK 6.3 1.29 46.9 7.5 6/30/2020 32.6 21359 10.00 10/25/2016 14 4 7841 46.94 1 2 2/10/2020 4/3/2020 2/10/2020 4/3/2020 2.53 532284 USD BBG000TX5LD9 20201102 144849 FOXF 5 44.2 263000 113.41 34.58 113.41 34.58 1.9 0.27 12 FOX FACTORY HOLDING CORP. COMM FOXF 88.6 2.06 281.8 91.8 6/30/2020 68 41438 14 4 3751 39.39 1 21 8/17/2020 4/2/2020 8/17/2020 4/2/2020 69.57 336390 USD BBG004T7VS53 20201102 142828 FPCG 5 0.3 0 2000 30.08 2000 30.08 1020 9 FIRST PHYSICIANS CAPITAL GROUP 0.2 -17.11 14.8 6.9 6/30/2014 5.7 10 2000.00 10/27/2014 20.00 11/22/2002 14 4 8331 1178.38 1 3 10/9/2020 1/27/2020 10/9/2020 1/27/2020 28.8 621399 USD BBG000C3DD88 20201102 142829 FPE 7 1276000 20.5 10.4 20.5 10.4 FIRST TR PFD SECS & INCOME ETF FPE 0.99 53065 277255 14 4 6.35 1 11 2/19/2020 3/18/2020 2/19/2020 3/18/2020 20.07 0 USD BBG0043NRZ00 3 20201102 144849 FPI 7 134 162000 7.5 5.0502 7.5 5.0502 -0.14 12 FARMLAND PARTNERS INC FPI 51.6 0.68 27.8 12.4 6/30/2020 511.4 29596 14 4 6798 21.36 1 7 6/5/2020 3/19/2020 6/5/2020 3/19/2020 6.78 523991 USD BBG005TNS0Q7 20201102 144849 FPRX 5 470000 7.34 1.75 7.34 1.75 -2.97 12 FIVE PRIME THERAPEUTICS INC. FPRX 28.6 1.78 166.7 23 6/30/2020 36628 14 4 2834 78.41 1 21 7/17/2020 3/18/2020 7/17/2020 3/18/2020 4.59 325412 USD BBG000TYL740 20201102 142829 FPX 7 105000 104.29 53.1 104.29 53.1 FIRST TRUST US EQUITY OPPTY ETF FPX 1.11 15125 15650 14 4 22.84 1 11 10/14/2020 3/18/2020 10/14/2020 3/18/2020 80.35 0 USD BBG000BCSCP6 3 20201102 144850 FRAN 5 310000 19.91 1.7 10.6 1.7 -16.82 1 FRANCESCAS HOLDINGS 13.1 2.89 65.5 80.9 7/31/2020 10 3033 12.00 07/02/2019 14 4 5621 93.52 1 21 12/9/2019 4/3/2020 1/2/2020 4/3/2020 10.38 448150 USD BBG000QDSSR1 20201102 144850 FRBA 5 10.9 28000 11.56 6 11.19 6 0.69 12 FIRST BANK WILLIAMSTOWN 22.2 0.8 6/30/2020 127.4 19655 14 4 6022 50.34 1 1 12/18/2019 4/16/2020 1/2/2020 4/16/2020 11.05 522110 USD BBG000Q92C66 20201102 144850 FRC 7 23.7 838000 131.605 70.06 131.605 70.06 5.33 0.11 12 FIRST REPUBLIC BANK (SAN FRC 90.5 1.23 6/30/2020 13475.6 172118 14 4 6029 30.18 1 7 10/23/2020 3/23/2020 10/23/2020 3/23/2020 117.45 522110 USD BBG0019LSQ49 20201102 144850 FRD 6 5000 7.11 3.72 6.5 3.72 -0.9 0.24 3 FRIEDMAN INDUSTRIES 18.2 0.68 65.2 9.6 6/30/2020 7080 0.95 04/26/2000 0.95 04/28/1999 14 4 3312 25.65 1 6 11/4/2019 3/25/2020 9/2/2020 3/25/2020 6.02 331110 USD BBG000BJTD50 20201102 142830 FREE 5 453000 11.22 6.92 11.22 6.92 -1.25 12 WHOLE EARTH BRANDS INC FREE 26.8 1.1 6/30/2020 38427 14 4 5199 37.74 1 2 6/12/2020 8/14/2020 6/12/2020 8/14/2020 10.12 311999 USD BBG00NZJ4H98 20201102 180545 FRFC 5 13.3 0 63.5 47 63.5 47 3.52 -0.05 3 FIRST ROBINSON FINL CORP 2.2 -0.01 3/31/2018 2.4 580 14 4 6035 78.57 1 3 2/24/2020 10/22/2020 2/24/2020 10/22/2020 59.99 522120 USD BBG000BT2W28 20201102 144851 FRGI 5 112000 13.46 2.72 13.46 2.72 -2.27 -0.06 12 FIESTA RESTAURANT GROUP FRGI 55.5 2.44 39.3 63.6 6/30/2020 76.8 25957 14 4 5812 63.01 1 21 9/10/2020 3/18/2020 9/10/2020 3/18/2020 9.89 722511 USD BBG001K3LSR4 20201102 142831 FRI 7 15000 27.87 15.18 27.87 15.18 FIRST TRUST S&P REIT IDX 0.8 759 3600 14 4 24.59 1 11 2/21/2020 3/23/2020 2/21/2020 3/23/2020 26.12 0 USD BBG000R6DCB3 3 20201102 144852 FRPT 5 954.2 233000 126.6 40.79 126.6 40.79 0.12 12 FRESHPET INC. COMMON STOCK FRPT 81.1 0.66 54.3 42 6/30/2020 54.5 40475 14 4 2047 33.1 1 1 10/19/2020 3/18/2020 10/19/2020 3/18/2020 59.09 311111 USD BBG001D0HB36 20201102 180546 FSAM 5 5000 1.85 0.1402 1.85 0.1402 -0.75 12 FIFTH STREET ASSET MANAGEMENT INC 2.1 1.34 72.1 17.9 9/30/2017 2 51049 14 4 6799 79.88 1 3 1/22/2020 3/23/2020 1/22/2020 3/23/2020 1.67 523999 USD BBG007375XT6 20201102 144853 FSBW 5 5.9 10000 64.41 27.5 63.8413 27.5 7.82 0.27 12 FS BANCORP 43.3 1.34 9/30/2020 94.7 4263 14 4 6036 42.49 1 2 12/12/2019 3/20/2020 1/17/2020 3/20/2020 63.79 522120 USD BBG002Q8NXP4 20201102 180547 FSFG 5 5.4 3000 68.77 29.5 66.95 29.5 10.03 0.24 9 FIRST SAVINGS FINANCIAL 15.1 0.79 6/30/2020 242.3 2375 14 4 6021 33.72 1 2 11/18/2019 3/23/2020 1/2/2020 3/23/2020 67.1 522110 USD BBG000FPK736 20201102 144854 FSI 6 10.1 139000 3 0.86 3 0.86 0.28 0.4 12 FLEXIBLE SOLUTIONS 4.2 2.02 17.5 6.8 6/30/2020 3.7 12241 14 4 3792 71.3 1 6 8/17/2020 3/20/2020 8/17/2020 3/20/2020 2.57 325520 USD BBG000CSJWC0 20201102 144854 FSM 7 662 2916000 7.95 1.47 7.95 1.47 0.01 0.03 12 FORTUNA SILVER MINES INC. FSM 35.5 1.51 152.1 89.8 6/30/2020 146.5 183984 14 4 614 78.52 1 7 9/18/2020 3/16/2020 9/18/2020 3/16/2020 4.08 212222 USD BBG000LDZ482 20201102 142837 FSTA 7 171000 40.2288 28.2556 40.2288 28.2556 FIDELITY MSCI CONSUMER STAPLES FSTA 0.63 7792 20400 14 4 14.4 1 11 9/3/2020 3/23/2020 9/3/2020 3/23/2020 37.69 0 USD BBG005FHW231 3 20201102 144855 FSTR 5 5 32000 20.61 7.9601 20.51 7.9601 2.69 0.1 12 LB FOSTER FSTR 46 1.24 216.7 116.7 6/30/2020 55.3 10738 14 4 5051 52.83 1 21 12/11/2019 3/18/2020 1/17/2020 3/18/2020 19.38 423510 USD BBG000D5LK23 20201102 144855 FSV 5 71 64000 138.86 57.38 138.86 57.38 1.89 12 FIRSTSERVICE CORPORATION SUBORDINATE VOTING SHARES 55.8 0.95 668.1 358.2 9/30/2020 761.1 43467 14 4 7599 26.15 1 21 10/14/2020 3/23/2020 10/14/2020 3/23/2020 93.04 531210 USD BBG0093MWSL8 20201102 142838 FSZ 5 4000 55.785 36.05 55.785 36.05 FIRST TRUST SWITZERLAND ALPHADEX FUND 0.96 725 1350 14 4 20.04 1 1 10/12/2020 3/18/2020 10/12/2020 3/18/2020 54.01 0 USD BBG002N8WLL7 3 20201102 142838 FTA 5 76000 57.1586 31.0636 57.1586 31.0636 FIRST TRUST LARGE CAP VALUE OP 1.26 6138 13150 14 4 23.36 1 1 1/17/2020 3/23/2020 1/17/2020 3/23/2020 56.51 0 USD BBG000R6DRG5 3 20201102 144855 FTAI 7 7.1 339000 21.73 3.69 21.73 3.69 2.22 12 FORTRESS TRNSP & INFSTR INVSTRS LLC FTAI 9.9 1.77 300.3 144.9 6/30/2020 1420.9 85617 14 4 7359 47.07 1 7 2/18/2020 3/18/2020 2/18/2020 3/18/2020 19.54 532411 USD BBG005T0KPY1 20201102 180548 FTDL 5 30 0 10.08 2.18 10.08 2.18 0.29 12 FIRSTIME DESIGN LTD -0.09 4.5 0.9 12/31/2012 37.8 1525 10.00 02/22/2011 0.91 12/29/1999 14 4 2519 307.11 1 3 10/20/2020 6/9/2020 10/20/2020 6/9/2020 3.5 442110 USD BBG000JRYM76 20201102 142839 FTEC 7 352000 100.77 53 100.77 53 -0.14 12 FIDELITY MSCI INFORMATION TECH FTEC 1.11 45896 9/30/2004 49850 14 4 3841 26.29 1 11 9/2/2020 3/23/2020 9/2/2020 3/23/2020 72.48 339112 USD BBG005FHWBM0 3 20201102 144856 FTNT 5 45.2 1363000 151.95 70.2 151.95 70.2 2.44 0.66 12 FORTINET FTNT 49.2 0.99 2769 1473.6 6/30/2020 161832 0.50 06/02/2011 14 4 7382 38.97 1 21 7/9/2020 3/16/2020 7/9/2020 3/16/2020 106.76 561621 USD BBG000BCMBG4 20201102 180548 FTLF 5 6.7 0 15.66 7.7 15.66 7.7 2.25 0.04 12 FITLIFE BRANDS INC. COMMON STOCK 1.8 0.89 5.7 2.8 6/30/2020 0.4 1060 10.00 04/16/2019 10.00 09/30/2013 14 4 2833 75.23 1 3 10/5/2020 3/18/2020 10/5/2020 3/18/2020 14.1 325411 USD BBG000QQFN33 20201102 142840 FTSL 5 146000 48.21 34.85 48.21 34.85 FIRST TRUST SENIOR LOAN FUND E 0.08 13155 28500 14 4 4.91 1 1 1/16/2020 3/20/2020 1/16/2020 3/20/2020 47.92 0 USD BBG004HQLWL8 3 20201102 142840 FTSM 5 765000 72.28 56.43 72.28 56.43 FIRST TRUST EXCHANGE-TRADED FU 0.12 51004 84949 2.00 11/10/2014 14 4 0.49 1 1 3/9/2020 3/19/2020 3/9/2020 3/19/2020 60.09 0 USD BBG006XT8622 3 20201102 144857 FUJHY 5 18.7 33000 14.505 7.61 13.38 7.61 0.49 -0.1 3 SUBARU CORPORATION AMERICAN DEPOSITARY RECEIPTS - 0.65 18925.6 9415.2 6/30/2020 2171.5 1533631 0.25 10/28/2016 0.20 12/16/2011 14 4 3711 30.28 1 3 11/4/2019 4/3/2020 2/12/2020 4/3/2020 12.35 336211 USD BBG000BKCYN9 20201102 144858 FUNC 5 7.2 7000 24.99 10.7435 24.99 10.7435 1.66 0.31 12 FIRST UNITED 27.2 0.91 6/30/2020 100.9 6985 0.95 03/13/1996 0.67 02/09/1994 14 4 6021 35.24 1 21 2/4/2020 8/24/2020 2/4/2020 8/24/2020 24.09 522110 USD BBG000CWBQC2 20201102 142842 FV 5 139000 37.1 19.04 37.1 19.04 FIRST TRUST DORSEY WRIGHT FOCU FV 1.11 20474 60050 14 4 22.59 1 1 9/2/2020 3/16/2020 9/2/2020 3/16/2020 31.56 0 USD BBG005YW3DP1 3 20201102 144858 FVE 5 3.4 41000 6.25 2.13 6.25 2.13 1.36 12 FIVE STAR QUALITY CARE FVE1 13.9 1.04 143.4 164.3 6/30/2020 7.2 31574 10.00 10/01/2019 14 4 8051 33.55 1 2 1/14/2020 3/18/2020 1/14/2020 3/18/2020 3.71 623110 USD BBG000BJRQT7 20201102 142842 FVD 7 1406000 36.89 23.46 36.89 23.46 FIRST TRUST VALUE LINE DIVIDEN FVD 0.78 88741 281637 14 4 16.61 1 11 2/13/2020 3/23/2020 2/13/2020 3/23/2020 36.03 0 USD BBG000PX7V21 3 20201102 144858 FWP 5 54000 12.72 4.61 12.72 4.61 -0.42 12 FORWARD PHARMA ADS 1.69 78.2 0.6 12/31/2016 2.1 6892 7.00 12/06/2019 14 4 33.25 1 2 5/13/2020 3/13/2020 5/13/2020 3/13/2020 6.49 0 USD BBG006YNWM31 20201102 142843 FXA 7 20000 73.84 57.495 73.84 57.495 CURRENCYSHARES AUSTRALIAN DOLL FXA 16.58 1536 2150 14 4 9.9 1 11 8/31/2020 3/18/2020 8/31/2020 3/18/2020 70.17 0 USD BBG000PPZ178 3 20201102 180549 FXBY 5 2.7 0 2.35 1.27 2.35 1.27 -0.26 12 FOXBY CORP 0.3 1.16 78 2610 14 4 6799 70.52 1 3 3/2/2020 4/15/2020 3/2/2020 4/15/2020 2.23 523920 USD BBG000BG3WW2 20201102 142844 FXD 7 77000 46.12 21.7051 46.12 21.7051 FIRST TRUST CONSUMER DISC ALPH FXD 1.57 10898 25600 14 4 21.11 1 11 2/20/2020 3/18/2020 2/20/2020 3/18/2020 45.33 0 USD BBG000BC4416 3 20201102 142844 FXE 7 241000 113.039 100.64 113.039 100.64 CURRENCYSHARES EURO TRUST FXE 0.87 3422 3100 14 4 6.27 1 11 9/1/2020 3/20/2020 9/1/2020 3/20/2020 106.3 0 USD BBG000HDFTG5 3 20201102 142844 FXG 7 15000 50.68 35.72 50.68 35.72 FIRST TRUST CONSUMER STAPLES A FXG 0.76 2545 5300 14 4 15.54 1 11 10/14/2020 3/23/2020 10/14/2020 3/23/2020 50.04 0 USD BBG000R6G1G9 3 20201102 142845 FXH 7 64000 101.23 60.6994 101.23 60.6994 FIRST TRUST HEALTH CARE ALPHAD FXH 0.88 12794 13500 14 4 20.32 1 11 10/16/2020 3/23/2020 10/16/2020 3/23/2020 84.2 0 USD 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COMMON STOCK 2.59 11.1 4.2 3/31/2016 0.2 5752 14 4 2834 343.11 1 3 8/12/2020 12/19/2019 8/12/2020 4/1/2020 0.08 325412 USD BBG000RC5CH3 20201102 144901 GBL 7 5.4 13000 19.78 9.03 19.63 9.03 2.27 -0.07 12 GAMCO INVESTORS 8.5 1.67 127.2 105.5 6/30/2020 24.2 27590 14 4 6091 61.25 1 7 12/27/2019 4/2/2020 1/2/2020 4/2/2020 19.49 522293 USD BBG000BLP360 20201102 180551 GBLI 5 12.1 25000 34.65 17.01 34.65 17.01 2.02 0.14 12 GLOBAL INDEMNITY GROUP LLC 26.2 0.39 6/30/2020 296.6 14347 2.00 07/06/2010 14 4 6399 29.69 1 21 2/27/2020 8/27/2020 2/27/2020 8/27/2020 29.63 524298 USD BBG00DBPBVY5 20201102 180552 GBOOY 5 8.1 53000 32.62 11.49 32.62 11.49 2.74 0.18 12 GRUPO FINANCIERO ADR 0.7 1.42 6/30/2020 1888.8 576691 14 4 6021 40.61 1 3 2/3/2020 3/23/2020 2/3/2020 3/23/2020 27.88 522110 USD BBG000RV72M5 20201102 144902 GBR 6 295000 2.19 0.55 2.19 0.55 -0.51 12 NEW CONCEPT ENERGY 1.7 1.75 4.1 0.4 6/30/2020 0.2 5132 0.50 10/29/2003 0.80 02/05/2002 14 4 1311 129.81 1 6 7/22/2020 3/18/2020 7/22/2020 3/18/2020 1.23 211120 USD BBG000BHD834 20201102 144903 GBTC 5 0.4 7290000 15.71 5.01 15.71 5.01 37.42 12 GRAYSCALE BITCOIN TRUST (BTC) COMMON STOCK 86.07 35550 6/30/2016 471022 0.01 01/29/2018 14 4 6733 60.11 1 3 10/27/2020 3/16/2020 10/27/2020 3/16/2020 8.19 523991 USD BBG008748J88 3 20201102 144902 GBT 5 790000 87.54 39.95 87.54 39.95 -4.75 12 GLOBAL BLOOD THERAPEUTICS INC. COMMON STOCK GBT 80.6 1.29 628 71.5 6/30/2020 73.6 61361 14 4 2834 49.03 1 21 1/17/2020 3/18/2020 1/17/2020 3/18/2020 79.49 325411 USD BBG00341H6M0 20201102 180552 GCBC 5 10.2 3000 30.25 15.01 30.25 15.01 2.2 0.21 6 GREENE COUNTY BANCORP 6.9 0.43 9/30/2020 25.5 8513 0.50 03/16/2016 0.50 06/01/2005 14 4 6036 26.62 1 2 3/16/2020 3/12/2020 3/16/2020 3/12/2020 28.79 522120 USD BBG000BQRVY4 20201102 142852 GCC 7 26000 18.87 13.67 18.86 13.67 WISDOMTREE CONTINUOUS COMMODITY FUND 0.58 868 5000 14 4 13.53 1 11 12/31/2019 3/18/2020 1/2/2020 3/18/2020 18.79 0 USD BBG000NXMG65 3 20201102 180552 GCFB 5 3000 0.2 0.0173 0.08 0.0173 -0.54 12 GRANITE CITY FOOD 0.1 -4.44 10 55.3 6/30/2017 32.9 14361 6.00 01/14/2010 14 4 5812 563.84 1 3 11/4/2019 8/7/2020 2/21/2020 8/7/2020 0.02 722511 USD BBG000DJN515 20201102 144903 GCI 7 855000 8.65 0.63 7.06 0.63 -5.62 12 GANNETT CO INC GCI 45.1 1.73 779.1 718.5 6/30/2020 1639.6 136305 0.50 10/07/1997 0.50 01/06/1987 14 4 2711 74.59 1 7 11/4/2019 4/7/2020 1/17/2020 4/7/2020 6.38 511110 USD BBG005C9FQQ3 20201102 144904 GCP 7 71 147000 27.62 14.24 27.62 14.24 0.31 12 GCP APPLIED TECHNOLOGIES INC GCP 45.7 0.95 648.3 212.8 6/30/2020 346.5 72975 14 4 2531 30.4 1 7 8/12/2020 4/3/2020 8/12/2020 4/3/2020 22.71 325510 USD BBG0082W8Q12 20201102 144904 GDDY 7 77.5 998000 89 40.25 89 40.25 -2.93 12 GODADDY INC GDDY 75.9 1.02 1575.3 2001.1 6/30/2020 2376.8 167943 14 4 7373 30.38 1 7 8/31/2020 3/18/2020 8/31/2020 3/18/2020 67.92 519130 USD BBG006MDLY05 20201102 144905 GDOT 7 53.9 444000 64.97 14.2 64.97 14.2 0.99 0.16 12 GREEN DOT GDOT 53.9 1.16 1442 1480.1 6/30/2020 58.7 53372 14 4 7323 50.88 1 7 10/13/2020 3/18/2020 10/13/2020 3/18/2020 23.3 522320 USD BBG000QDJT53 20201102 142853 GDP 6 6.2 30000 11.71 2.395 11.305 2.395 -0.92 12 GOODRICH PETROLEUM CORP 49.5 2.25 23.2 43 6/30/2020 104.4 12656 14 4 1311 79.82 1 6 12/27/2019 3/9/2020 10/13/2020 3/9/2020 10.04 211120 USD BBG00FFBF302 20201102 180552 GDRZF 5 29000 2.02 1.05 2.02 1.23 -0.1 12 GOLD RESV INC COMMON 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BBG000HQTN56 20201102 144906 GENE 5 419000 10.3 1.4083 10.3 1.4083 -0.63 6 GENETIC TECHNOLOGIES LTD SPON GENE 2.63 10.7 1 6/30/2008 1.8 13770 4.00 08/15/2019 5.00 01/20/2015 14 4 2836 49.45 1 2 7/15/2020 3/23/2020 7/15/2020 3/23/2020 1.99 325414 USD BBG000P9PKY3 20201102 144907 GERN 5 2560000 2.4 0.75 2.4 0.75 -0.37 12 GERON GERN 25.7 1.31 141.6 28.2 6/30/2020 0.6 310467 14 4 2834 50.04 1 21 5/18/2020 3/16/2020 5/18/2020 3/16/2020 1.36 325412 USD BBG000GX1891 20201102 142856 GEVO 5 23237000 2.91 0.46 2.4725 0.46 -2.19 12 GEVO 21.7 3.22 24.2 20.1 6/30/2020 0.2 75728 20.00 06/04/2018 20.00 01/06/2017 14 4 8731 133.69 1 2 12/18/2019 7/1/2020 1/3/2020 7/1/2020 2.31 325199 USD BBG000P7S7L7 20201102 180553 GFED 5 6.9 0 26.93 12.7 25.21 12.7 2.04 0.1 12 GUARANTY FEDERAL 5.1 0.57 6/30/2020 91.7 4338 0.52 12/31/1997 14 4 6022 48.44 1 1 12/10/2019 4/3/2020 1/2/2020 4/3/2020 25.2 522110 USD BBG000F4HKP4 20201102 144908 GFN 5 46.8 69000 11.24 4.62 11.24 4.62 0.14 0.01 6 GENERAL FINANCE GFN 10.7 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85.97 57.04 85.97 57.04 0.98 -0.11 12 GILEAD SCIENCES GILD 75.4 0.42 30296 9759 9/30/2020 22094 1253000 0.50 01/28/2013 0.50 06/25/2007 14 4 2834 18.66 1 21 3/19/2020 10/29/2020 3/19/2020 10/29/2020 64.98 325412 USD BBG000CKGBP2 20201102 144912 GKOS 7 97.3 522000 70.96 23.31 70.96 23.31 -1.51 12 GLAUKOS CORPORATION GKOS 99.4 1.83 262.9 57.7 6/30/2020 0.8 44675 14 4 3841 42.22 1 7 2/13/2020 3/23/2020 2/13/2020 3/23/2020 54.47 339112 USD BBG000WG2LQ1 20201102 180554 GLAPY 5 16.1 0 63 45.48 61.5 45.48 3.01 0.04 12 GLANBIA PLC SPONS AD 0.16 1369.6 1115.6 6/30/2019 600.5 59209 14 4 2099 104.91 1 3 11/11/2019 4/13/2020 6/24/2020 4/13/2020 59.01 311999 USD BBG000C2SBD2 20201102 180554 GLBZ 5 21.3 0 11.8 7.05 11.64 7.05 0.47 -0.04 12 GLEN BURNIE BANCORP 1.2 1.05 6/30/2020 20 2838 0.83 01/10/2008 0.83 01/05/2006 14 4 6022 71.8 1 2 11/6/2019 3/24/2020 1/6/2020 3/24/2020 11.5 522110 USD BBG000BVJNG0 20201102 180555 GLLK 5 0 0.15 0.0001 0.15 0.0001 -190 7 GOLD LAKES CORP. COMMON STOCK 3.03 2 4/30/2017 1678 5000.00 11/13/2017 0.33 07/13/2016 14 4 1041 3146.15 1 3 7/24/2020 11/6/2019 7/24/2020 3/12/2020 0 212221 USD BBG000QWC266 20201102 144913 GLMD 5 69000 7.38 3.02 7.19 3.02 -1.16 12 GALMED PHARMACEUTICALS LTD. OR GLMD 3.4 2.32 76.4 6.9 6/30/2020 1.8 21113 14 4 2834 48.6 1 2 12/4/2019 3/19/2020 1/8/2020 3/19/2020 5.78 325412 USD BBG005ZD02W1 20201102 144913 GLOB 7 129 157000 201.44 70.83 201.44 70.83 1.4 0.13 12 GLOBANT SA GLOB 65.4 1.37 276.5 146.2 6/30/2020 50.2 39560 14 4 7379 34.08 1 7 10/16/2020 4/3/2020 10/16/2020 4/3/2020 106.05 511210 USD BBG00564Y443 20201102 144913 GLOG 7 637000 14.66 2.36 10.02 2.36 -1.81 -0.13 12 GASLOG LTD GLOG 19.7 1.24 315.8 437.5 6/30/2020 2892 95114 14 4 61.84 1 7 11/5/2019 10/30/2020 1/2/2020 10/30/2020 9.79 483111 USD BBG002DSBL28 20201102 144914 GLOP 7 171000 20.28 1.5084 15.9548 1.5084 -1.81 12 GASLOG PARTNERS LP GLOP 16.4 3.55 109.4 186.7 6/30/2020 1236.2 50248 14 4 4499 51.74 1 7 11/4/2019 3/19/2020 1/8/2020 3/19/2020 15.64 488390 USD BBG0069J9WB3 20201102 144914 GLPG 5 55.1 152000 274.03 112 274.03 112 2.11 0.18 12 GALAPAGOS NV AMERICAN DEPOSITARY SHARES GLPG 11.9 0.69 6850.1 667.7 6/30/2020 65341 14 4 46.87 1 21 2/21/2020 3/16/2020 2/21/2020 3/16/2020 206.83 0 USD BBG000BJQY75 20201102 144914 GLPI 5 17.5 882000 50.99 13.04 50.99 13.04 2.08 0.56 12 GAMING AND LEISURE PROPERTIES GLPI 76.4 1 334.7 128.7 9/30/2020 5691 220706 14 4 6798 32.2 1 21 2/21/2020 3/19/2020 2/21/2020 3/19/2020 43.05 531390 USD BBG003MSMCS6 20201102 144915 GLRE 5 102000 11.26 5 10.35 5 -1.82 12 GREENLIGHT CAPITAL RE GLRE 32.8 1.34 6/30/2020 93.5 35621 14 4 6331 30.04 1 21 11/4/2019 3/18/2020 1/23/2020 3/18/2020 10.11 524130 USD BBG000QSBJR6 20201102 144915 GLUU 5 170.8 3213000 10.8487 3.98 10.8487 3.98 -0.07 -0.06 12 GLU MOBILE GLUU 50.1 0.81 214.6 150.8 6/30/2020 10.1 170853 14 4 7371 33.61 1 21 7/13/2020 3/16/2020 7/13/2020 3/16/2020 6.05 541511 USD BBG000QL9YL7 20201102 144915 GLYC 5 292000 6.72 1.82 5.5 1.82 -1.15 12 GLYCOMIMETICS INC. COMMON STO GLYC 26.7 2.11 162.5 11 6/30/2020 47725 14 4 2834 48.63 1 1 11/15/2019 3/18/2020 1/7/2020 3/18/2020 5.29 325412 USD BBG001J1BQN9 20201102 142905 GLYE 5 1000 0.55 0.03 0.395 0.03 -4.3 12 GLYECO INC. COMMON STOCK 27.2 8.44 2.6 7.1 3/31/2019 2.8 1448 125.00 07/11/2018 200.00 10/23/2008 14 4 2899 1236.45 1 3 11/8/2019 8/27/2020 4/22/2020 8/27/2020 0.15 325199 USD BBG000DMSRK4 20201102 144916 GM 7 32.6 14235000 38.955 14.325 38.03 14.325 1.06 0.23 12 GENERAL MOTORS GM 65.8 1.34 74992 84905 6/30/2020 65924 1431097 14 4 3711 39.81 1 7 11/12/2019 3/18/2020 10/23/2020 3/18/2020 36.6 336211 USD BBG000NDYB67 20201102 142906 GMAN 7 3000 76.2015 37.01 76.2015 37.01 -0.58 1 GOLDMAN SACHS MANUFACTURING REVOLUTION ETF -0.79 454 10/31/2016 28 650 14 4 5699 24.03 1 11 10/16/2020 3/18/2020 10/16/2020 3/18/2020 56.5 448150 USD BBG00NDW0GJ8 3 20201102 144916 GMED 7 54.3 631000 60.15 33.41 59.47 33.41 0.96 0.09 12 GLOBUS MEDICAL GMED 61.1 1.06 687.5 111.4 9/30/2020 1.1 98676 0.02 10/15/2001 14 4 3841 34.95 1 7 12/20/2019 3/16/2020 1/2/2020 3/16/2020 58.88 339112 USD BBG002V87SD0 20201102 142906 GMF 7 20000 117.1 74.96 117.1 74.96 SPDR S&P EMERGING ASIA PACIFIC GMF 1 5404 4900 14 4 15.07 1 11 10/12/2020 3/18/2020 10/12/2020 3/18/2020 103.38 0 USD BBG000Q8QY82 3 20201102 144917 GMLP 5 20.7 194000 10.66 1.3 8.98 1.3 0.1 -0.5 12 GOLAR LNG PARTNERS GMLP 18.9 0.96 133.3 309.2 6/30/2020 991.7 69302 14 4 56.83 1 21 11/5/2019 4/2/2020 1/2/2020 4/2/2020 8.84 488390 USD BBG001LWJDL1 20201001 144404 GMO 6 2362000 0.366 0.1001 0.366 0.1001 -1.42 12 GENERAL MOLY 3.5 -0.37 4.9 35.4 6/30/2020 7.9 152933 14 4 1099 216.24 1 6 6/9/2020 8/26/2020 6/9/2020 8/26/2020 0.23 212299 USD BBG000BG8XC7 20201002 154034 GNC 7 455000 3.42 0.38 2.83 0.38 -2.86 12 GNC ACQUISITION HOLDINGS GNC 29.7 2.8 639.8 560.8 3/31/2020 682 84607 14 4 5912 280.4 1 7 11/11/2019 3/17/2020 1/2/2020 3/17/2020 2.7 446199 USD BBG0016WLQ18 20201102 144917 GNCA 5 238000 5.75 1.1 5.75 1.1 -1.16 12 GENOCEA BIOSCIENCES INC. COMM GNCA 7.3 1.81 40.1 11.7 6/30/2020 13.4 51355 8.00 05/22/2019 14 4 2834 67.63 1 2 7/27/2020 3/18/2020 7/27/2020 3/18/2020 2.07 325412 USD BBG001J41569 20201102 144917 GNE 7 18.4 65000 9.5 4.6 9.5 4.6 0.45 12 GENIE ENERGY GNE 25.3 0.83 112.9 72.2 6/30/2020 0.8 26095 14 4 4931 37.25 1 7 10/22/2020 3/12/2020 10/22/2020 3/12/2020 7.73 221118 USD BBG0021PGB60 20201102 142908 GNK 7 121000 11.82 4.27 10.79 4.27 -3.64 12 GENCO SHIPPING & TRADING LTD GNK 15.2 0.81 223.2 127.7 6/30/2020 413 41802 10.00 07/08/2016 14 4 4412 58.21 1 7 11/12/2019 3/18/2020 1/2/2020 3/18/2020 10.62 483111 USD BBG006TBN8B5 20201102 144918 GNL 7 59.3 364000 21.71 8.77 21.71 8.77 0.24 12 GLOBAL NET LEASE INC GNL 56.5 1.07 363.8 28.3 6/30/2020 1869.1 89483 3.00 03/01/2017 14 4 6798 39.85 1 7 2/21/2020 3/19/2020 2/21/2020 3/19/2020 20.28 531190 USD BBG004HXD0G8 20201102 144918 GNMK 5 1233000 20.88 3.36 20.88 3.36 -0.4 12 GENMARK DIAGNOSTICS GNMK 62.2 3.27 83.4 24.3 9/30/2020 69.1 71721 14 4 3841 66.86 1 1 8/5/2020 3/2/2020 8/5/2020 3/2/2020 4.81 339113 USD BBG000QJTC65 20201102 142908 GNR 7 146000 46.68 24.72 46.6383 24.72 SPDR S&P GLOBAL NATURAL RESOUR GNR 1.18 10410 27725 14 4 23.05 1 11 12/19/2019 3/18/2020 1/2/2020 3/18/2020 46.15 0 USD BBG0015XSHT0 3 20201102 144918 GNRC 7 44.4 744000 220.88 75.5 220.88 75.5 4.73 0.1 12 GENERAC HOLDINGS GNRC 88.4 1.08 1195.8 497.1 9/30/2020 813.6 62842 3.29 02/10/2010 14 4 3621 35 1 7 10/29/2020 3/23/2020 10/29/2020 3/23/2020 100.59 335312 USD BBG000PQ4W72 20201102 144919 GOGO 5 2674000 11.97 1.33 11.97 1.33 -2.66 12 GOGO INC. COMMON STOCK GOGO 20.1 1.24 424.8 252.6 6/30/2020 1101.2 85064 14 4 4899 78.73 1 21 10/19/2020 5/6/2020 10/19/2020 5/6/2020 6.4 517312 USD BBG002CN8XN5 20201102 144920 GOOG 5 35.4 1809000 1733.18 1013.536 1733.18 1013.54 45.84 0.19 12 ALPHABET INC CLASS C GOOG 26.5 1.08 152578 45221 6/30/2020 4554 680164 1.00 04/27/2015 14 4 7375 34.87 1 21 9/2/2020 3/23/2020 9/2/2020 3/23/2020 1337.02 519130 USD BBG009S3NB30 20201102 142911 GOVT 12 5757000 28.54 25.82 28.54 25.94 ISHARES U.S. TREASURY BOND ETF GOVT 0.99 148101 529900 14 4 3.03 1 18 3/9/2020 11/7/2019 3/9/2020 1/9/2020 25.94 0 USD BBG002NCKNY3 3 20201102 144921 GPP 5 4.5 28000 14.81 3.47 14.81 3.47 1.74 12 GREEN PLAINS PARTNERS LP COMMON UNITS 2.8 0.89 17.4 155.8 6/30/2020 142 23208 14 4 4789 40.93 1 1 1/21/2020 3/18/2020 1/21/2020 3/18/2020 13.82 486990 USD BBG008QQCJ65 20201102 142913 GPRC 5 0 0.07 0 0.07 0 -0.17 12 GUANWEI RECYCLING 147.16 3/31/2016 30408 2.00 12/05/2012 0.29 11/05/2009 14 4 3089 2894.22 1 3 9/28/2020 2/20/2020 9/28/2020 2/20/2020 0 325211 USD BBG000BDB498 20201102 144922 GPRK 7 8.4 65000 22.62 5.4401 22.45 5.4401 -1.69 0.48 12 GEOPARK LIMITED GPRK 18.1 1.84 225.9 214.9 6/30/2020 420.1 60596 1.00 02/24/2020 14 4 40.2 1 7 12/30/2019 3/20/2020 1/6/2020 3/20/2020 22.1 0 USD BBG000H2SMB5 20201102 144922 GPRO 5 5448000 7.2 2 7.2 2 -0.62 12 GOPRO INC. CLASS A COMMON STO GPRO 23.1 1.23 536 327.1 6/30/2020 148.8 157828 14 4 3861 89.61 1 21 10/15/2020 3/16/2020 10/15/2020 3/16/2020 4.34 333316 USD BBG001LWHLJ8 20201102 144923 GPX 7 16.6 23000 15.24 5.2 15.24 5.2 0.58 -0.09 12 GP STRATEGIES GPX 45.6 1.66 216.4 123.4 6/30/2020 82.9 17068 4.00 10/09/1995 0.40 03/06/1972 14 4 8299 76.58 1 7 1/21/2020 5/14/2020 1/21/2020 5/14/2020 13.23 611430 USD BBG000D9LCX9 20201102 180558 GRAM 7 35000 3 1.34 3 1.34 -1.61 12 GRANA Y MONTERO SA 4.5 0.84 832.4 726.7 6/30/2020 312 174384 14 4 48.67 1 7 2/5/2020 4/3/2020 2/5/2020 4/3/2020 2.47 0 USD BBG004ND4949 20201102 144923 GRBK 5 11.1 326000 19.805 5.6606 19.805 5.6606 1.61 -0.19 12 GREEN BRICK ENERGY INC GRBK 26.3 1.17 796 54.7 6/30/2020 238 50662 20.00 06/15/2012 5042.10 06/13/2007 14 4 1521 62.62 1 2 10/9/2020 3/23/2020 10/9/2020 3/23/2020 11.48 236115 USD BBG000QGYG84 20201102 142915 GREK 7 35000 30.945 13.5 30.84 13.5 GLOBAL X MSCI GREECE 20 ETF GREK GREK1 1.4 1251 6266 3.00 04/28/2020 14 4 28.92 1 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20201102 142915 GRN 7 0 60.7837 30.4561 60.7837 30.4561 IPATH SERIES B CARBON ETN 1.22 55 104 14 4 50.08 1 11 9/14/2020 3/18/2020 9/14/2020 3/18/2020 49.06 0 USD BBG00Q6YJRB9 3 20201102 144924 GRUB 7 1238000 85.53 29.35 85.53 29.35 -1.26 12 GRUBHUB INC GRUB 50.3 1.12 566.3 249.4 9/30/2020 493 92278 14 4 7389 34.34 1 7 10/19/2020 3/23/2020 10/19/2020 3/23/2020 48.64 519130 USD BBG001KWG293 20201102 144925 GSAT 6 31.8 1531000 0.6 0.2302 0.6 0.2302 -0.05 12 GLOBALSTAR INC. 5.3 0.39 63.3 63.1 6/30/2020 464.2 1670326 14 4 4899 35.53 1 6 6/18/2020 3/18/2020 6/18/2020 3/18/2020 0.52 517312 USD BBG000K008L5 20201102 144925 GSBD 7 16.7 174000 22.5 8 22.5 8 -0.28 12 GOLDMAN SACHS BDC 5.4 1.46 6/30/2020 498.2 101486 14 4 6141 26.87 1 7 2/20/2020 3/18/2020 2/20/2020 3/18/2020 21.28 522130 USD BBG004DDDKH1 20201102 180559 GSH 7 12.5 15000 17.25 8.07 16.9 8.07 -0.67 0.04 12 GUANGSHEN RAILWAY COMPANY 0.3 0.65 998.2 964.4 12/31/2012 519 141671 14 4 4011 27.41 1 7 12/26/2019 10/7/2020 1/3/2020 10/7/2020 16.6 482111 USD BBG000GLG0G0 20201102 142918 GSIG 7 0 50.4772 49.9281 50.4772 49.9281 GOLDMAN SACHS ACCESS INV GRADE CORP 1-5 YR BOND ET 275 550 14 4 0.89 1 11 8/6/2020 7/10/2020 8/6/2020 7/10/2020 0 USD BBG00VY18832 3 20201102 144926 GSIT 5 38000 8.74 4.75 8.74 4.75 -0.7 3 GSI TECHNOLOGY GSIT 26.6 0.9 79.1 8.3 6/30/2020 23608 14 4 3674 68.45 1 21 4/6/2020 3/16/2020 4/6/2020 3/16/2020 7.09 334413 USD BBG000D0BQK2 20201102 144926 GSK 7 10.1 4917000 48.25 31.43 48.25 31.43 3.32 0.1 12 GLAXOSMITHKLINE GSK 7 0.6 25203 31098.1 9/30/2020 29197.3 2508688 0.50 11/12/1991 0.50 01/27/1986 14 4 2834 22.09 1 7 1/24/2020 3/23/2020 1/24/2020 3/23/2020 46.99 325412 USD BBG000BLB481 20201102 144927 GSL 7 6 39000 9.25 2.61 8.95 2.61 1.13 0.13 12 GLOBAL SHIP LEASE 1.5 1.82 161.9 129.6 6/30/2020 809.4 17991 8.00 03/25/2019 14 4 4412 59.13 1 7 12/26/2019 3/19/2020 1/2/2020 3/19/2020 8.83 488320 USD BBG000C3TZ64 20201102 144927 GSM 5 674000 1.2 0.35 1.2 0.35 -1.61 12 FERROGLOBE PLC GSM 13.8 2.04 821.4 431.9 6/30/2020 488.4 169160 14 4 1099 64.81 1 2 1/14/2020 3/16/2020 1/14/2020 3/16/2020 0.94 213114 USD BBG00B6BGD99 20201102 142919 GSPE 5 939000 0.0425 0.0026 0.035 0.0026 -0.01 9 GULFSLOPE ENERGY 1.26 9.8 31.1 6/30/2020 1250740 14 6 1311 120.89 1 3 11/6/2019 10/16/2020 1/9/2020 10/16/2020 0.03 211120 USD BBG000P73L06 20201102 144927 GSV 6 515000 1.14 0.2713 1.14 0.2713 -0.02 12 GOLD STANDARD VENTURES 28.7 1.25 5.8 2.1 6/30/2020 315164 4.00 11/18/2009 10.00 10/10/2007 14 4 611 64.26 1 6 8/10/2020 3/20/2020 8/10/2020 3/20/2020 0.86 212221 USD BBG000QZDB40 20201102 142919 GSY 7 478000 50.58 46.87 50.58 46.87 INVESCO ULTRA SHORT DURA 0.16 29809 59000 14 4 0.42 1 11 9/15/2020 3/9/2020 9/15/2020 3/9/2020 50.38 0 USD BBG00KJR1SL9 3 20201102 142920 GTHP 5 13.3 6000 0.58 0.1005 0.58 0.1005 -0.19 12 GUIDED THERAPEUTICS INC COMMON STOCK 1.41 1 12.4 6/30/2020 0.6 13096 800.00 03/29/2019 800.00 11/07/2016 14 4 3845 289.85 1 3 6/1/2020 4/13/2020 6/1/2020 4/13/2020 0.13 334510 USD BBG000BQNW12 20201102 144928 GTIM 5 37000 2.2 0.45 2.2 0.45 -1.56 9 GOOD TIMES RESTAURANTS GTIM 8.4 2.05 4.9 9.2 6/30/2020 12.8 12601 3.00 12/31/2010 5.00 02/23/1998 14 4 5812 69.18 1 2 8/19/2020 4/3/2020 8/19/2020 4/3/2020 1.59 722511 USD BBG000BTGT02 20201102 180559 GTMAY 5 37.5 6000 1.9 0.88 1.9 0.88 0.03 12 GRUPO TMM S.A ADS 0.1 0.45 71.5 49.2 6/30/2020 5.6 20437 5.00 08/24/2009 14 4 94.98 1 3 1/13/2020 7/6/2020 1/13/2020 7/6/2020 1.46 483111 USD BBG000CRCXX4 20201102 144929 GTS 7 10 64000 21.51 9.13 21.51 9.13 1.85 0.12 12 TRIPLE-S MANAGEMENT GTS 61.9 0.8 6/30/2020 25.7 23438 0.95 07/25/2019 14 4 33.42 1 7 6/9/2020 3/18/2020 6/9/2020 3/18/2020 18.49 524114 USD BBG000P755R0 20201102 144929 GTT 7 514000 15.77 3.38 15.77 3.38 -2.84 12 GTT COMMUNICATIONS INC. 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COMMON STOCK 0.5 0.36 6/30/2020 102.3 3747 0.60 02/24/2005 0.75 02/25/1999 14 4 6021 30.16 1 3 2/4/2020 3/24/2020 2/4/2020 3/24/2020 24.5 522110 USD BBG000BKV445 20201102 144934 HASI 7 31 483000 46.44 15.0101 46.44 15.0101 1.35 0.24 12 HANNON ARMSTRONG SUSTAINANBLE HASI 66.1 1.83 20.9 8.4 6/30/2020 204.9 74461 14 4 6798 28.34 1 7 10/16/2020 3/18/2020 10/16/2020 3/18/2020 32.18 525920 USD BBG0044K5DM4 20201102 144935 HBCP 5 12.6 14000 40 18.57 39.34 18.57 2 0.17 12 HOME BANCORP 25.2 0.71 9/30/2020 46.2 8831 14 4 6036 33.61 1 21 12/20/2019 3/23/2020 1/2/2020 3/23/2020 39.19 522120 USD BBG000J31X35 20201102 144935 HBMD 5 11.4 14000 18.87 8.44 18.87 8.44 -0.83 -0.19 12 HOWARD BANCORP INC MD 35.9 0.82 6/30/2020 83.2 18742 14 4 6022 35.4 1 2 2/14/2020 5/13/2020 2/14/2020 5/13/2020 16.88 522110 USD BBG000CLMHP0 20201102 144936 HBP 5 1292000 3.75 0.493 3.75 0.493 -0.59 12 HUTTIG BUILDING PRODUCTS INC. HBP 8.3 3.03 214.9 89.5 6/30/2020 135.1 26894 14 4 5031 107.08 1 2 10/15/2020 3/23/2020 10/15/2020 3/23/2020 1.54 423310 USD BBG000C4W797 20201102 180601 HBPCF 5 0 1.1481 0.2901 1.1481 0.2901 -0.06 7 HELIX BIOPHERMA CP -0.33 4/30/2018 103492 14 4 3741 118.77 1 3 4/17/2020 9/22/2020 4/17/2020 9/22/2020 1.01 325412 USD BBG000K9PGP7 20201102 144936 HCA 7 12.3 1373000 151.97 58.38 151.97 58.38 10.04 12 HCA HEALTHCARE INC HCA 53.5 1.67 11196 7757 9/30/2020 33577 338375 14 4 8062 36.31 1 7 2/13/2020 3/18/2020 2/13/2020 3/18/2020 147.81 622110 USD BBG000QW7VC1 20201102 180602 HCAP 5 7000 9.43 2.66 9.08 2.66 -0.97 -0.03 12 HARVEST CAPITAL CREDIT CORPORA 0.3 0.37 6/30/2020 27.7 5958 14 4 6799 37.51 1 1 11/19/2019 3/18/2020 1/22/2020 3/18/2020 8.77 523999 USD BBG004CYXZR0 20201102 142932 HCC 7 40.5 727000 23.73 9.4601 23.73 9.4601 0.37 12 WARRIOR MET COAL INC. HCC 85.7 1.15 444 129 9/30/2020 339.2 51186 14 4 1231 51.56 1 7 1/16/2020 4/27/2020 1/16/2020 4/27/2020 21.13 212112 USD BBG00GD1JMV4 20201102 144936 HCCI 5 86.7 67000 32.58 11.295 31.68 11.295 0.19 0.21 12 HERITAGE-CRYSTAL CLEAN HCCI 52.7 1.26 152.8 90.4 9/30/2020 29.3 23993 14 4 4941 48.66 1 21 12/26/2019 3/18/2020 1/2/2020 3/18/2020 31.37 562112 USD BBG000CCFB17 20201102 144937 HCI 7 16.8 35000 62.93 31.61 62.93 31.61 2.8 -0.09 12 HCI GROUP INC HCI 48.1 0.48 6/30/2020 163.7 7985 14 4 6331 24.91 1 7 8/10/2020 3/23/2020 8/10/2020 3/23/2020 45.65 524126 USD BBG000F4DVC8 20201102 144937 HCHC 7 210000 4.33 1.29 4.33 1.29 -2.34 -0.18 12 HC2 HOLDINGS INC HCHC HCHC1 29.1 1.97 5784.6 403.5 6/30/2020 740.8 47276 14 4 4813 64.91 1 7 2/21/2020 3/23/2020 2/21/2020 3/23/2020 2.17 517311 USD BBG000BDCQS7 20201102 142934 HDGE 7 782000 7.95 4.14 7.95 4.14 RANGER EQUITY BEAR ETF HDGE -1.27 1404 31275 14 4 26.69 1 11 3/16/2020 10/9/2020 3/16/2020 10/9/2020 5.36 0 USD BBG001F6QYW9 3 20201102 144939 HDS 5 15.6 1001000 43.56 21.69 43.56 21.69 2.55 1 HD SUPPLY HOLDINGS INC. COMMO HDS 61.9 0.98 1663 814 7/31/2020 2035 162184 14 4 3569 24.6 1 21 10/12/2020 3/19/2020 10/12/2020 3/19/2020 40.22 423830 USD BBG0033377Y3 20201102 144939 HDSN 5 99000 1.54 0.495 1.54 0.52 -0.2 12 HUDSON TECHNOLOGY HDSN 19.2 1.16 74.4 46.1 6/30/2020 82 42664 14 4 2813 31.25 1 2 8/17/2020 11/19/2019 8/17/2020 3/23/2020 0.98 325120 USD BBG000DNV5K6 20201102 142936 HDV 7 361000 98.49 61.04 98.49 61.04 ISHARES HIGH DIVIDEND EQUITY HDV 0.9 53379 66300 14 4 19.5 1 11 12/27/2019 3/23/2020 1/2/2020 3/23/2020 98.07 0 USD BBG001LRJC70 3 20201102 144939 HEAR 5 11.9 367000 20.95 4.05 20.95 4.05 1.51 12 TURTLE BEACH CORPORATION COMMO HEAR 36.2 2.06 102.5 64.6 6/30/2020 27.6 14595 4.00 04/09/2018 5.00 03/22/2012 14 4 3651 60.73 1 1 9/1/2020 3/19/2020 9/1/2020 3/19/2020 9.45 334310 USD BBG000BM6N47 20201102 142937 HEDJ 7 284000 72.15 42.34 72.15 42.34 WISDOMTREE EUROPE HDGD EQY FND HEDJ 0.93 17824 28800 14 4 20.49 1 11 2/12/2020 3/16/2020 2/12/2020 3/16/2020 70.59 0 USD BBG000Q3NW62 3 20201102 142938 HEEM 12 32000 28.219 18.03 28.219 18.03 ISHARES CURRENCY HEDGED MSCI EMERGING MARKETS ETF 0.93 1800 6650 14 4 14.78 1 18 10/12/2020 3/18/2020 10/12/2020 3/18/2020 26.48 0 USD BBG0076SN974 3 20201102 142939 HEFA 12 363000 31.45 20.54 31.45 20.54 ISHARES CURRENCY HEDGED MSCI EAFE ETF HEFA 0.79 21812 79200 14 4 14.44 1 18 2/12/2020 3/16/2020 2/12/2020 3/16/2020 30.52 0 USD BBG005XKVF63 3 20201102 144941 HENKY 5 18.9 46000 24.895 14.62 24.74 14.62 1.19 0.05 12 HENKEL AG AND CO. KG 0.3 0.66 10673.5 9950.6 12/31/2019 2256.1 1737113 0.25 01/07/2019 14 4 26.16 1 3 11/7/2019 3/19/2020 10/23/2020 3/19/2020 23.57 812320 USD BBG000BLJJS8 20201102 142940 HERO 5 167000 28.33 13.977 28.33 13.977 GLOBAL X VIDEO GAMES & ESPORTS ETF HERO 3519 13002 14 4 20.05 1 1 9/2/2020 3/16/2020 9/2/2020 3/16/2020 16.37 0 USD BBG00QNKPFD7 3 20201102 142941 HEWG 5 176000 30.29 18.01 30.29 18.01 ISHARES CURRENCY HEDGED MSCI G HEWG 1.02 735 2650 14 4 24.12 1 1 2/12/2020 3/18/2020 2/12/2020 3/18/2020 28.99 0 USD BBG005XKSS23 3 20201102 142941 HEWJ 7 192000 34.2 22.01 33.91 22.01 ISHARES CURRENCY HEDGED MSCI J HEWJ 0.81 2060 6450 14 4 10.75 1 11 12/16/2019 3/16/2020 2/6/2020 3/16/2020 32.97 0 USD BBG005XKRJK4 3 20201102 142941 HEZU 7 361000 33.155 19.36 33.155 19.36 ISHARES MSCI EUROZONE CURRENCY HEDGED HEZU 0.97 5494 19750 14 4 19.6 1 11 2/19/2020 3/16/2020 2/19/2020 3/16/2020 31.78 0 USD BBG006S5D508 3 20201102 180605 HFBL 5 10.3 1000 37.99 20.0001 37 20.0001 2.32 0.05 6 HOME FEDERAL BANCORP 1.7 0.6 9/30/2020 3.4 1717 14 4 6035 41.44 1 2 11/21/2019 4/3/2020 1/22/2020 4/3/2020 35.75 522120 USD BBG000QSM8F1 20201102 144942 HHC 7 27.8 283000 129.74 35.1 129.74 35.1 -2.56 12 HOWARD HUGHES HHC 57.9 1.54 1249.9 733.1 6/30/2020 4096.5 54959 14 4 6798 33.05 1 7 2/20/2020 3/23/2020 2/20/2020 3/23/2020 126.8 531190 USD BBG000MJRJJ2 20201204 125104 HGSH 5 18 271000 4.4 0.481 4.4 0.481 -0.04 -0.36 9 CHINA HGS REAL ESTATE 0.1 1.07 119.7 149.4 6/30/2020 29.5 22525 2.00 09/02/2020 14 4 6513 120.48 1 2 6/15/2020 3/13/2020 6/15/2020 3/13/2020 1.44 531311 USD BBG000JNXK52 20200903 171557 HHS 7 0 3.965 1.1 3.7 1.1 -1.4 12 HARTE-HANKS 13.7 1.95 79.3 45.5 3/31/2020 18.7 6442 10.00 02/01/2018 0.67 05/31/2002 14 4 7331 104.42 1 7 9/12/2019 4/3/2020 1/8/2020 4/3/2020 3.58 541860 USD BBG000BF3BG8 20201102 144943 HI 7 14 293000 34.634 13.61 34.634 13.61 -0.34 0.02 9 HILLENBRAND HI 76.9 1.42 1023.2 589.3 6/30/2020 619.5 74731 14 4 3995 30.72 1 7 8/11/2020 3/19/2020 8/11/2020 3/19/2020 33.31 339995 USD BBG000KT0GV3 20201102 144944 HIHO 5 20.7 167000 4.95 1.55 4.95 1.6101 0.18 -0.1 3 HIGHWAY HOLDINGS 0.43 13.2 5 3/31/2020 0.1 3972 14 4 3469 110.11 1 2 8/3/2020 12/27/2019 8/3/2020 1/2/2020 1.62 332119 USD BBG000BFG684 20201102 144944 HII 7 11.4 304000 279.71 136.44 279.71 136.44 12.89 0.14 12 HUNTINGTON INGALLS HII 66.7 0.92 1785 1890 6/30/2020 1286 40492 14 4 3731 27.9 1 7 1/10/2020 9/24/2020 1/10/2020 9/24/2020 250.88 336611 USD BBG001KJ2HM9 20201102 142946 HIL 7 12 865000 3.72 1.075 3.72 1.075 0.11 12 HILL INTERNATIONAL HIL 17.9 1.88 171.3 91.5 6/30/2020 41.2 56063 14 4 8711 54.31 1 7 1/21/2020 3/19/2020 1/21/2020 3/19/2020 3.16 541330 USD BBG000Q3X4V5 20201102 180607 HKNI 5 0 11.5 5.5001 8 5.5001 -14.43 12 HKN INC. 0.1 0.65 4.9 0.1 12/31/2016 391 40.00 11/01/2012 22.40 06/06/2007 14 4 1311 333.71 1 3 11/20/2019 7/23/2020 10/7/2020 7/23/2020 7.25 211120 USD BBG000BBT9V7 20201102 180607 HKTVY 5 0 34.19 7.34 34.19 8.91 -0.1 12 HONG KONG TELEVISION NETWORK LTD. AMERIC 0.1 0.91 54.5 97.2 8/31/2008 45541 14 4 103.06 1 3 10/16/2020 11/25/2019 10/16/2020 1/9/2020 8.8 0 USD BBG000C4KFS1 20201102 144945 HLDCY 5 10.9 176000 5.28 3.49 5.09 3.49 0.33 0.14 12 HENDERSON LAND DEV C 0.1 0.78 16606.5 7631.2 8048.5 4841000 0.91 06/09/2014 0.91 06/03/2013 14 4 6519 18.96 1 3 11/6/2019 3/26/2020 1/17/2020 3/26/2020 4.77 531190 USD BBG000BMPHJ3 20201102 180607 HLG 5 30.4 5000 75.43 31.85 75.43 31.85 2.14 6 HAILIANG EDUCATION GROUP INC. AMERICAN DEPOSITARY 0.3 0.15 228.3 108.2 12/31/2015 25778 14 4 19.77 1 1 2/5/2020 3/18/2020 2/5/2020 3/18/2020 65.24 0 USD BBG007T9PC54 20201102 144946 HLI 7 21 327000 65.2525 42.86 65.2525 42.86 2.99 3 HOULIHAN LOKEY INC HLI 62.4 0.73 505.8 474.3 6/30/2020 4.7 69774 14 4 6282 21.08 1 7 10/27/2020 3/18/2020 10/27/2020 3/18/2020 48.87 523999 USD BBG000CZTB66 20201102 144946 HLIX 5 1948000 0.87 0.0861 0.66 0.0861 -0.1 12 HELIX TCS INC. COMMON STOCK 3.04 3.5 6.9 6/30/2020 0.8 116074 45.00 05/27/2014 14 4 7382 391.54 1 3 11/8/2019 7/23/2020 1/14/2020 7/23/2020 0.46 561621 USD BBG000RNFBQ0 20201102 144946 HLT 7 585.4 2164000 115.48 44.3 115.48 44.3 0.15 0.13 12 HILTON WORLDWIDE HOLDINGS INC HLT 88.6 1.27 2093 2871 6/30/2020 7748 277309 3.00 01/04/2017 14 4 7011 40.75 1 7 2/12/2020 3/18/2020 2/12/2020 3/18/2020 110.91 721110 USD BBG0058KMH30 20201102 180608 HLTOY 5 18.6 2000 8.19 5 8.19 5 0.35 -0.05 12 HELLENIC TELE ADS 0.2 0.98 2308.8 2824.2 12/31/2018 1163.6 931620 14 4 4812 39.04 1 3 9/14/2020 3/18/2020 9/14/2020 3/18/2020 8.07 517919 USD BBG000K15696 20201102 180608 HMG 6 36.1 0 17.255 8.5 17.255 8.5 -0.56 0.04 12 HMG/COURTLAND PROPERTIES 0.1 0.92 21.4 10.9 6/30/2020 1 1007 14 4 6798 63.96 1 6 6/12/2020 3/23/2020 6/12/2020 3/23/2020 12.83 531120 USD BBG000BL7HN0 20201102 144947 HMHC 5 1965000 6.85 1.03 6.85 1.03 -3.52 12 HOUGHTON MIFFLIN HARCOURT COMP HMHC 48.7 1.5 713.1 555.2 6/30/2020 638.2 125830 10.00 02/19/2015 1.00 12/27/2006 14 4 8299 106.3 1 21 2/20/2020 5/14/2020 2/20/2020 5/14/2020 6.25 611710 USD BBG005KPJQ48 20201102 144947 HMLP 7 9.3 143000 16.84 4.67 16.84 4.67 1.25 0.65 12 HOEGH LNG PARTNERS LP 16.2 2 59.8 63.3 6/30/2020 421.1 33286 14 4 4939 49.72 1 7 1/23/2020 3/18/2020 1/23/2020 3/18/2020 15.63 221210 USD BBG0068RV8Z8 20201102 180608 HMNF 5 8.1 4000 22.01 13.06 21.76 13.06 1.82 0.06 12 HMN FINANCIAL 8.1 0.07 9/30/2020 7 4836 0.67 05/26/1998 14 4 6035 23.77 1 1 12/6/2019 9/22/2020 1/2/2020 9/22/2020 21.01 522120 USD BBG000D93RD8 20201102 180608 HMNY 5 5078000 0.003 0.0001 0.0029 0.0001 -2495 12 HELIOS AND MATHESON ANALYTICS 1.8 56 163.1 9/30/2018 1.6 2001541 250.00 07/25/2018 4.00 06/27/2011 16 6 7376 316.51 1 3 11/4/2019 3/13/2020 1/21/2020 3/13/2020 0 541512 USD BBG000BYD0W2 20201102 144948 HMST 5 11.6 114000 34.49 18.44 34.4 18.44 2.69 -0.15 12 HOMESTREET INC HMST 65.6 1.27 9/30/2020 472.2 21784 0.50 11/08/2012 0.50 11/06/2012 14 4 6036 47.5 1 21 12/20/2019 3/23/2020 1/2/2020 3/23/2020 34 522120 USD BBG001P717K5 20201102 144948 HMSY 5 40.3 505000 33.42 18.195 33.42 18.195 0.66 0.44 12 HMS HOLDINGS CORP HMSY 91 0.77 397.4 101.3 6/30/2020 240 88518 0.33 08/17/2011 0.67 01/02/1996 14 4 7389 46.21 1 21 7/2/2020 3/17/2020 7/2/2020 3/17/2020 29.6 561440 USD BBG000C8KWS5 20201102 144949 HMTV 5 18000 15.34 7.635 15.07 7.635 -0.4 12 HEMISPHERE MEDIA GROUP INC. C HMTV 15.6 0.94 145.7 34.2 6/30/2020 202.4 39962 14 4 4841 46.08 1 1 12/27/2019 10/30/2020 1/7/2020 10/30/2020 14.85 515210 USD BBG0020BMBZ3 20201102 144949 HNNA 5 6.8 6000 12.78 5.685 11.15 5.685 1.18 0.1 9 HENNESSY ADVISORS 7.4 0.89 29 11.4 6/30/2020 13 7264 0.67 03/07/2017 0.67 03/08/2007 14 4 6282 31.46 1 2 11/5/2019 3/19/2020 2/19/2020 3/19/2020 10.08 523930 USD BBG000F4P4Z0 20201102 180608 HNP 7 22.8 12000 21.25 11.69 21.25 11.69 0.66 -0.58 12 HUANENG POWER HNP 0.1 0.73 9050.2 21087 6/30/2008 21419.3 392452 0.50 05/26/2004 14 4 4911 35.05 1 7 1/24/2020 3/19/2020 1/24/2020 3/19/2020 20.09 221118 USD BBG000BX5YM0 20201102 144949 HNRG 5 183000 3.41 0.6 3 0.6 -2.18 -0.21 12 HALLADOR ENERGY HNRG 8.2 0.81 82.4 64.8 6/30/2020 140.6 30466 10.00 06/04/1996 10.00 01/02/1991 14 4 1221 55.75 1 2 11/4/2019 6/26/2020 1/2/2020 6/26/2020 2.97 212111 USD BBG000DP9RS0 20201102 144950 HOKCY 5 35 180000 2.1 1.31 2.1 1.31 0.04 12 HONG KONG & CHINA GA 0.1 0.41 2596.3 3375.2 3705.1 17771305 0.91 06/04/2014 0.91 06/05/2013 14 4 4923 24.17 1 3 1/17/2020 7/24/2020 1/17/2020 7/24/2020 1.98 221210 USD BBG000BK9X46 20201102 144951 HOLX 5 36.4 1664000 73.63 26.49 73.63 26.49 1.89 9 HOLOGIC HOLX 77.7 1.42 1792.6 1070.1 6/30/2020 2783.6 258985 0.50 04/03/2009 0.50 04/03/2008 14 4 3844 25.88 1 21 8/5/2020 3/18/2020 8/5/2020 3/18/2020 52.21 334517 USD BBG000C3NTN5 20201102 144952 HPE 7 10.1 10015000 17.59 7.43 16.18 7.43 -0.01 10 HEWLETT PACKARD ENTERPRISE CO HPE 65.6 1.03 15143 19159 7/31/2020 9395 1286384 0.67 02/16/2001 0.67 07/20/1999 14 4 3669 36.55 1 7 11/11/2019 3/18/2020 1/2/2020 3/18/2020 15.86 334290 USD BBG0078W3NQ3 20201102 180609 HPIL 5 233311000 0.0003 0 0.0003 0.000001 -0.19 12 HPIL HOLDING 0.46 0.1 0.8 9/30/2017 606343 16 6 6799 3040.51 1 3 10/7/2020 12/20/2019 10/7/2020 1/17/2020 0 523999 USD BBG000K9SBS2 20201102 144953 HPP 7 34.4 1345000 38.81 16.14 38.81 16.14 0.56 0.13 12 HUDSON PACIFIC PROPERTIES HPP 75.5 0.63 323.5 212.7 6/30/2020 3019.1 153359 14 4 6798 33.19 1 7 2/18/2020 3/23/2020 2/18/2020 3/23/2020 37.65 531120 USD BBG000QC4T33 20201102 144954 HQY 5 106.1 607000 88.78 34.4 88.78 34.4 -0.36 0.23 1 HEALTHEQUITY INC. COMMON STOC HQY 94.7 1.26 296 152.1 7/31/2020 1181.6 76864 14 4 8099 40.3 1 21 2/20/2020 3/18/2020 2/20/2020 3/18/2020 74.07 519190 USD BBG000TYXCT9 20201102 144955 HRC 7 29.1 465000 117.68 72.29 117.68 72.29 3.13 0.17 9 HILL-ROM HOLDINGS HRC 69.3 0.62 1663.4 1268.3 6/30/2020 1783.1 66606 0.50 03/02/1992 0.50 03/02/1987 14 4 3841 26.61 1 7 7/27/2020 3/23/2020 7/27/2020 3/23/2020 113.53 339112 USD BBG000BKWCS0 20201102 144955 HRTG 7 8.3 87000 15.51 7.5 14.05 7.5 1.14 -0.12 12 HERITAGE INSURANCE HOLDINGS IN HRTG 54.1 0.57 6/30/2020 129.2 28059 14 4 6331 43.74 1 7 11/4/2019 3/12/2020 8/11/2020 3/12/2020 13.25 524126 USD BBG006D4PF48 20201102 144956 HRTX 5 615000 26.81 9.6 24.76 9.6 -2.25 12 HERON THERAPEUTICS INC. COMMO HRTX 82.8 1.45 479.1 96.7 6/30/2020 50 90855 20.00 01/13/2014 4.00 05/25/2007 14 4 2833 49.04 1 2 12/4/2019 3/16/2020 1/23/2020 3/16/2020 23.5 325412 USD BBG000G2GJT7 20201102 144956 HRZN 5 8.9 148000 13.78 4.51 13.78 4.51 1.28 -0.02 12 HORIZON TECH HRZN 2.7 1.05 19.8 67.9 6/30/2020 126.9 17293 14 4 6799 30.92 1 21 1/15/2020 3/18/2020 1/15/2020 3/18/2020 12.93 522298 USD BBG000QJZTT6 20201102 144957 HSIC 5 15.7 949000 73.99 41.85 73.99 41.85 4.04 0.11 12 HENRY SCHEIN HSIC 58.5 0.98 3226.5 2038.4 6/30/2020 622.9 142768 0.50 09/15/2017 0.50 03/01/2005 14 4 5047 35.05 1 21 2/19/2020 3/23/2020 2/19/2020 3/23/2020 66.72 423450 USD BBG000BNMMJ3 20201102 144957 HSKA 5 55000 122.195 50 122.195 50 -1.71 12 HESKA 96.2 1.88 139.9 32.2 6/30/2020 46.5 9444 10.00 12/30/2010 14 4 742 43.22 1 2 10/23/2020 3/27/2020 10/23/2020 3/27/2020 95.94 541940 USD BBG000BWFH48 20201102 180610 HSON 5 68.7 4000 13.1 6.06 13.1 6.06 0.15 12 HUDSON GLOBAL 51.9 0.8 44.9 9.5 6/30/2020 0.2 2685 10.00 06/11/2019 0.50 02/28/2005 14 4 7363 29.66 1 21 1/23/2020 3/18/2020 1/23/2020 3/18/2020 11.95 561330 USD BBG000KSMLN9 20201102 144958 HTA 7 162 1598000 34.22 20.61 34.22 20.61 0.15 -0.18 12 HEALTHCARE TRUST OF AMERI HTA 76.7 0.54 227.3 271.7 6/30/2020 2649.8 218545 2.00 12/16/2014 14 4 6798 24.99 1 7 3/6/2020 3/23/2020 3/6/2020 3/23/2020 30.28 531190 USD BBG000PRJCX9 20201102 144958 HTBI 5 11.9 65000 27.79 11.75 27.79 11.75 1.34 0.25 6 HOMETRUST BANCSHARES HTBI 40.3 0.62 6/30/2020 475 17021 14 4 6035 40.81 1 21 2/6/2020 3/23/2020 2/6/2020 3/23/2020 26.83 522120 USD BBG002CV5W70 20201102 144958 HTBX 5 4446000 4.3 0.195 4.3 0.195 -0.43 12 HEAT BIOLOGICS INC 8 0.52 15.2 8.4 6/30/2020 3.6 156979 10.00 01/22/2018 14 4 2834 61.05 1 2 7/21/2020 2/27/2020 7/21/2020 2/27/2020 0.48 325412 USD BBG004JDZPJ8 20201102 144959 HTGM 5 1462000 0.94 0.2671 0.92 0.2671 -0.32 12 HTG MOLECULAR DIAGNOSTICS INC. 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67.52 ISHARES IBOXX $ HIGH YIELD COR HYG 0.52 257108 307300 14 4 7.05 1 11 1/15/2020 3/23/2020 1/15/2020 3/23/2020 87.94 0 USD BBG000R2T3H9 3 20201102 143010 HYLD 7 13000 34.26 24.02 34.26 24.02 PERITUS HIGH YIELD ETF HYLD 0.18 1033 3400 14 4 11.59 1 11 1/23/2020 4/3/2020 1/23/2020 4/3/2020 33.53 0 USD BBG00L544K00 3 20201102 143010 HYLS 5 403000 49.17 37.4562 49.17 37.4562 FIRST TRUST EXCHANGE-TRADED FU 0.38 19762 41950 14 4 5.42 1 1 1/17/2020 3/23/2020 1/17/2020 3/23/2020 48.79 0 USD BBG00465XRD3 3 20201102 143010 HYMB 7 114000 61.3407 42.16 61.3407 42.16 SPDR NUVEEN BLOOMBERG BARCLAYS HIGH YIELD MUNI BON HYMB 1.69 12030 21100 14 4 2.32 1 11 2/27/2020 3/19/2020 2/27/2020 3/19/2020 59 0 USD BBG001MHWXD3 3 20201102 145003 HZN 7 1.8 53000 6.95 1.2 6.95 1.2 3.2 12 HORIZON GLOBAL CORP HZN 35.3 1.85 228.7 141.5 6/30/2020 205 25792 14 4 3714 58.48 1 7 8/12/2020 3/16/2020 8/12/2020 3/16/2020 3.49 336390 USD BBG008MPMC56 20201102 143011 HYS 7 454000 100.38 78.01 100.38 78.01 PIMCO 0-5 YEAR HI YLD CORP BON HYS 0.4 11687 12450 14 4 4.88 1 11 1/17/2020 3/23/2020 1/17/2020 3/23/2020 99.73 0 USD BBG001R058S4 3 20201102 145004 HZNP 5 26.3 2047000 86.67 23.81 86.67 23.81 2.85 12 HORIZON THERAPIES PUBLIC LTD HZNP 66.8 1.28 1686.1 723.2 6/30/2020 1352.8 220347 14 4 2834 38.35 1 21 10/9/2020 3/18/2020 10/9/2020 3/18/2020 36.2 325412 USD BBG0014FFY08 20201102 143011 IAI 7 10000 72.96 42.54 72.96 42.54 ISHARES DOW JONES US BROKER-DE IAI 1.01 989 1600 14 4 21.46 1 11 2/20/2020 3/23/2020 2/20/2020 3/23/2020 68.5 0 USD BBG000P9ZX47 3 20201102 145005 IART 5 66.4 473000 63.23 34.21 61.72 34.21 0.66 0.02 12 INTEGRA LIFESCIENCES HLDG IART 98 1.09 858.2 331.3 9/30/2020 1303.1 84271 0.50 01/04/2017 2.00 05/26/1998 14 4 3841 36.06 1 21 12/17/2019 3/18/2020 2/20/2020 3/18/2020 58.28 339112 USD BBG000BZJQL8 20201102 143013 IAT 7 146000 51.82 24.62 51.14 24.62 ISHARES DOW JONES US REGIONAL IAT 1.5 2127 6500 14 4 36.3 1 11 12/13/2019 3/23/2020 1/2/2020 3/23/2020 50.97 0 USD BBG000PB1WV1 3 20201102 145005 IBA 7 12.5 8000 54.06 28.04 53.21 28.04 2.98 -0.04 12 INDUSTRIAS BACHOCO 0.8 0.79 1455.6 417 9/30/2020 69.7 50000 14 4 2015 29.22 1 7 11/4/2019 3/19/2020 1/2/2020 3/19/2020 52 311615 USD BBG000BTFR43 20201102 180612 IBAL 5 0 1.65 1.1 1.52 1.1 -0.14 -0.14 10 INTL BALER CORP 0.8 0.53 8.6 1.2 7/31/2020 5184 0.50 06/17/1997 4.00 11/13/1991 14 4 3569 116.75 1 3 12/24/2019 2/12/2020 1/6/2020 2/12/2020 1.49 333999 USD BBG000BX2KS7 20201102 145006 IBIO 6 6227000 7.45 0.05 7.45 0.21 -0.61 6 IBIO 5.7 -6.68 61.7 5.2 6/30/2020 0.3 180288 10.00 06/11/2018 14 4 2834 66.75 1 6 7/21/2020 11/19/2019 7/21/2020 1/13/2020 0.25 325412 USD BBG000D5F2L9 20201102 145007 IBKR 5 21.9 444000 58.5 33.7 58.5 33.7 2.17 0.22 12 INTERACTIVE BROKERS GROUP IBKR 10 0.56 9/30/2020 101.4 416723 14 4 6211 21.85 1 21 2/20/2020 3/23/2020 2/20/2020 3/23/2020 46.62 523120 USD BBG000LV0836 20201102 143015 IBND 7 30000 36.55 28.01 36.55 28.01 SPDR BARCLAYS INTERNATIONAL CO 0.82 2344 6600 14 4 7.31 1 11 8/19/2020 3/19/2020 8/19/2020 3/19/2020 34.16 0 USD BBG000QXPDR3 3 20201102 145007 IBP 7 32.8 219000 121.67 29.0201 121.67 29.0201 2.76 12 INSTALLED BUILDING PRODUCTS IBP 64.8 1.81 581.9 214.1 6/30/2020 545 29799 14 4 1521 43.26 1 7 10/12/2020 3/19/2020 10/12/2020 3/19/2020 68.87 238310 USD BBG005TJKDZ6 20201102 145007 IBTX 5 11.5 287000 63.16 20.35 57.1 20.35 4.48 0.19 12 INDEPENDENT BANK GROUP INC CO IBTX 61.8 2.17 9/30/2020 556.6 43248 14 4 6022 39.88 1 21 12/9/2019 3/23/2020 2/6/2020 3/23/2020 55.44 522110 USD BBG003981NS4 20201102 145008 ICAGY 5 2.5 1503000 17.51 2.39 17.51 2.39 -3.41 0.13 12 INTERNATIONAL CONS AIRL 0.1 1.9 13227.4 14886.8 6/30/2020 3572.2 2485738 0.40 10/26/2016 14 4 4512 114.09 1 3 1/17/2020 10/29/2020 1/17/2020 10/29/2020 16.55 481111 USD BBG000BCT552 20201102 180612 ICABY 5 0 0.2041 0.1 0.2041 0.1 -0.13 12 I-CABLE COMM LTD A# 0.1 0.68 68.2 100.7 6/30/2006 45.5 356731 14 4 4899 312.76 1 3 6/15/2020 9/24/2020 6/15/2020 9/24/2020 0.15 515120 USD BBG000BFG1P6 20201102 180613 ICBK 5 20.6 7000 27.98 13.55 27.19 13.55 0.9 12 COUNTY BANCORP INC 19.6 0.91 9/30/2020 90.1 6318 14 4 6029 37.8 1 1 12/20/2019 3/24/2020 1/15/2020 3/24/2020 25.63 522110 USD BBG007HZBBT0 20201102 180613 ICCC 5 11000 8.13 3.7 8.13 3.7 -0.23 12 IMMUCELL 3.9 0.91 13.2 2.5 6/30/2020 7.1 7213 100.00 07/24/1990 14 4 2834 43.83 1 2 1/21/2020 4/6/2020 1/21/2020 4/6/2020 5.15 325412 USD BBG000BLQ5Q2 20201102 145008 ICD 7 787000 24.2 1.08 23.8 1.08 -22.05 12 INDEPENDENCE CONTRACT DRILLING ICD1 11.4 7.83 56.7 48.6 6/30/2020 134.9 5179 20.00 03/12/2020 14 4 1381 71.81 1 7 12/16/2019 3/13/2020 1/3/2020 3/13/2020 19.94 213111 USD BBG006PWRK77 20201102 180613 ICLD 5 4892000 0.001 0.0001 0.001 0.0001 6.98 12 INTERCLOUD SYS INC COMMON STOCK 3.09 13.3 33.8 9/30/2018 1.1 942986 100.00 02/23/2018 4.00 07/12/2017 16 6 7379 281.05 1 3 8/31/2020 3/18/2020 8/31/2020 3/18/2020 0 541519 USD BBG000BF7LP2 20201102 145009 ICL 7 60.3 92000 4.83 2.68 4.82 2.68 0.06 12 ISRAEL CHEMICALS LIMITED 11.7 1.01 2684 1761 6/30/2020 2181 1280551 14 4 40.23 1 7 11/11/2019 3/16/2020 1/2/2020 3/16/2020 4.79 325312 USD BBG000BXH0Q7 20201102 143017 ICLN 5 4327000 21.74 8.08 21.74 8.08 ISHARES GLOBAL CLEAN ENERGY ET ICLN 1.14 15419 83600 14 4 33.84 1 1 10/8/2020 3/19/2020 10/8/2020 3/19/2020 11.75 0 USD BBG000BBM0N2 3 20201102 145009 ICLR 5 29.8 225000 215.29 104.275 215.29 104.275 6.05 0.2 12 ICON ICLR 75.9 0.88 1625 1131.2 9/30/2020 349.3 52775 0.50 08/13/2008 0.50 10/24/2006 14 4 8099 24.48 1 21 10/12/2020 3/18/2020 10/12/2020 3/18/2020 172.23 621511 USD BBG000CTSZQ6 20201102 145010 ICON 5 1950000 2.43 0.5072 1.92 0.5072 -15.92 12 ICONIX BRAND GROUP ICON 8.4 2.5 133.7 132 6/30/2020 583.7 11859 10.00 03/14/2019 4.50 02/24/1993 14 4 2299 149.68 1 21 11/8/2019 4/8/2020 6/9/2020 4/8/2020 1.35 314999 USD BBG000D0WML7 20201102 180613 ICTSF 5 0 4.09 1.3 4.09 1.34 -0.26 12 I C T S INTL NV 0.1 0.54 103.1 75.5 6/30/2008 33.2 35433 14 4 7382 146.44 1 3 1/23/2020 11/8/2019 1/23/2020 5/8/2020 2.98 561621 USD BBG000KG0LW9 20201102 145010 ICPT 5 913000 125 27.0201 121.529 27.0201 -10.34 12 NTERCEPT PHARMACEUTICALS ICPT 61.5 1.57 721.3 162 6/30/2020 532.1 32981 14 4 2834 52.84 1 21 12/26/2019 10/30/2020 1/2/2020 10/30/2020 123.92 325412 USD BBG001J1QN87 20201102 143018 ICTV 5 67000 0.022 0.0004 0.0068 0.0004 -0.13 12 ICTV BRANDS INC 32.5 2.36 10.6 7.6 9/30/2018 1.1 53141 16 6 5961 648.29 1 3 12/12/2019 10/22/2020 2/14/2020 10/22/2020 0 454110 USD BBG000F036N0 20201102 145011 ICUI 5 44.5 106000 236.505 158.01 236.505 158.01 4 0.23 12 ICU MEDICAL ICUI 98.3 0.61 882.2 248.5 6/30/2020 20938 0.67 03/18/2002 0.67 04/01/1993 14 4 3841 29.72 1 21 4/27/2020 3/17/2020 4/27/2020 3/17/2020 187.12 339112 USD BBG000CQV2N4 20201102 143019 IDLV 7 116000 35.0388 22.18 34.8 22.18 INVESCO S&P INTL DEV LOW V 0.74 8098 28450 14 4 10.97 1 11 12/16/2019 3/23/2020 2/11/2020 3/23/2020 34.12 0 USD BBG002DJ8KH8 3 20201102 145011 IDRA 5 184000 3.1399 0.813 3.1399 0.813 -2.65 12 IDERA PHARMACEUTICALS IDRA 6.2 2.04 42.8 54.5 6/30/2020 0.2 35199 8.00 07/30/2018 8.00 06/30/2006 14 4 2836 82.76 1 2 10/29/2020 3/16/2020 10/29/2020 3/16/2020 1.82 325414 USD BBG000DQGMR2 20201102 143021 IDU 7 36000 177.36 109.275 177.36 109.275 ISHARES DOW JONES US UTILITIES IDU 0.43 7659 5250 14 4 17.16 1 11 2/18/2020 3/23/2020 2/18/2020 3/23/2020 162.05 0 USD BBG000BXVFQ8 3 20201102 143021 IDV 12 916000 34.12 19.52 34.12 19.52 ISHARES INTERNATIONAL SELECT DIVIDEND ETF IDV 1.1 32083 128800 14 4 19.61 1 18 2/20/2020 3/23/2020 2/20/2020 3/23/2020 33.57 0 USD BBG000PQKHX8 3 20201102 143021 IDX 7 26000 23.32 10.4709 23.32 10.4709 MARKET VECTORS INDONESIA INDEX 1.42 335 2100 0.33 02/01/2011 14 4 19.31 1 11 1/16/2020 3/23/2020 1/16/2020 3/23/2020 22.62 0 USD BBG000BZYH22 3 20201102 145012 IDXX 5 79 347000 453.2 168.65 453.2 168.65 5.38 0.22 12 IDEXX LABORATORIES IDXX 75.7 0.91 679.6 725.3 6/30/2020 698.9 85055 0.50 06/16/2015 0.50 11/27/2007 14 4 2835 34.46 1 21 10/29/2020 3/23/2020 10/29/2020 3/23/2020 261.13 325412 USD BBG000BLRT07 20201102 145012 IEC 5 15 34000 9.9799 5 9.9799 5 0.64 9 IEC ELECTRONICS 19.4 1.09 83.4 42.5 6/30/2020 28.9 10553 14 4 3672 25.16 1 1 10/19/2020 3/17/2020 10/19/2020 3/17/2020 9.09 334412 USD BBG000BJ0Y64 20201102 143022 IEFA 12 8473000 66.12 42.29 66.12 42.29 ISHARES CORE MSCI EAFE ETF IEFA 0.96 711904 1182000 14 4 16.54 1 18 1/17/2020 3/16/2020 1/17/2020 3/16/2020 65.24 0 USD BBG003H6TR19 3 20201102 180613 IEHC 5 14.9 1000 24.97 11.69 23 11.69 1.09 0.06 3 IEH CORP 0.1 1.29 25.9 2.4 3/31/2020 2370 14 4 3672 46.39 1 3 11/18/2019 3/26/2020 1/6/2020 3/26/2020 23 334412 USD BBG000BLS4F5 20201102 143022 IEI 5 896000 134.11 125.3 134.11 125.863 ISHARES BARCLAYS 3-7 YEAR TREA IEI 0.67 112768 84400 14 4 1.23 1 1 8/4/2020 12/24/2019 8/4/2020 1/9/2020 125.75 0 USD BBG000QN0RR1 3 20201102 143022 IEMG 7 13695000 55.45 35.655 55.45 35.655 ISHARES CORE MSCI EMERGING MAR IEMG 1.12 534663 1018800 14 4 15.68 1 11 1/13/2020 3/23/2020 1/13/2020 3/23/2020 53.76 0 USD BBG003HC3CQ0 3 20201102 143023 IEO 12 303000 56.97 17.63 56.97 17.63 ISHARES U.S. OIL & GAS EXPLORATION & PRODUCTION ET IEO 2.26 1202 4550 14 4 45.55 1 18 1/8/2020 3/18/2020 1/8/2020 3/18/2020 55.53 0 USD BBG000P8H1P6 3 20201102 180614 IESFY 5 12.8 0 167.75 6 167.75 6 10.32 0.23 12 INTERCONEXION SP ADR -26.13 2434.8 946.9 6/30/2020 4137.8 44307 14 4 4911 1439.79 1 3 3/20/2020 2/20/2020 3/20/2020 2/20/2020 130 221119 USD BBG000GJJ063 20201102 143023 IEUR 7 537000 50.295 30.92 50.295 30.92 ISHARES CORE MSCI EUROPE IEUR 1.03 34767 77500 14 4 21 1 11 1/2/2020 3/18/2020 1/2/2020 3/18/2020 49.87 0 USD BBG006MJ8993 3 20201102 143023 IEV 7 200000 47.42 29.49 47.42 29.49 ISHARES S&P EUROPE 350 INDEX IEV 0.99 14048 33450 0.50 07/24/2008 14 4 21.35 1 11 1/17/2020 3/18/2020 1/17/2020 3/18/2020 46.96 0 USD BBG000BXV152 3 20201102 143023 IEZ 7 123000 20.98 5.09 20.98 5.09 ISHARES DOW JONES US OIL EQUIP IEZ 2.75 480 6650 14 4 52.53 1 11 1/6/2020 3/18/2020 1/6/2020 3/18/2020 20.33 0 USD BBG000P8HGR1 3 20201102 143024 IFGL 5 30000 30.9162 17.75 30.83 17.75 ISHARES INTERNATIONAL DEVELOPE IFGL 0.85 2373 9900 14 4 17.23 1 1 11/4/2019 3/19/2020 2/14/2020 3/19/2020 30.2 0 USD BBG000TVNL43 3 20201102 143025 IFV 5 33000 21.92 11.08 21.92 11.08 FIRST TRUST DORSEY WRIGHT INTE 1.35 2193 11650 14 4 17.8 1 1 1/21/2020 3/16/2020 1/21/2020 3/16/2020 21.33 0 USD BBG006VZDTF0 3 20201102 143025 IG 7 2000 27.76 21.95 27.76 21.95 PRINCIPAL INV GRADE CORPORATE ACTIVE ETF 3218 11950 14 4 3.53 1 11 8/4/2020 3/20/2020 8/4/2020 3/20/2020 25.97 0 USD BBG00KN7G3Y3 3 20201102 180614 IGAP 5 4000 0.75 0.231 0.6 0.231 -0.02 12 INTEGRITY 7.6 -2.33 0.7 2.3 6/30/2020 0.2 200525 14 4 3841 121.55 1 3 11/5/2019 9/9/2020 1/7/2020 9/9/2020 0.6 339112 USD BBG0025SKQ53 20201102 143025 IGC 6 2337000 4.5 0.263 4.5 0.263 -0.21 3 INDIA GLOBALIZATION CAPITAL INC 2.5 5.02 17.8 1.9 6/30/2020 0.4 41196 10.00 04/19/2013 14 4 7353 105.81 1 6 8/13/2020 3/18/2020 8/13/2020 3/18/2020 0.63 236210 USD BBG000NSSLY8 20201102 143025 IGF 5 575000 49.93 28.19 49.93 28.19 ISHARES S&P 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1.6086 0.06 -0.15 12 INFORMATION SERVICES GRP 23.1 0.21 99.8 41.3 6/30/2020 74.8 48080 14 4 5045 27.22 1 1 2/12/2020 3/12/2020 2/12/2020 3/12/2020 2.53 541511 USD BBG000Q218R8 20201102 180615 IKNX 5 42000 7.375 2.825 7.375 2.825 -0.94 -0.27 12 IKONICS 0.2 0.84 8.7 1.9 6/30/2020 2.7 1976 0.67 05/14/2004 14 4 3861 92.05 1 2 1/21/2020 3/18/2020 1/21/2020 3/18/2020 5.35 325992 USD BBG000BN85X0 20201102 145019 ILMN 5 62.1 1299000 404.2 196.78 404.2 196.78 4.71 0.23 12 ILLUMINA ILMN 77.5 0.94 4451 665 6/30/2020 1141 146360 0.50 09/23/2008 14 4 8071 49.42 1 21 8/5/2020 3/18/2020 8/5/2020 3/18/2020 331.74 621511 USD BBG000DSMS70 20201102 145020 IMGN 5 3838000 7.07 1.95 7.07 1.95 -0.42 12 IMMUNOGEN IMGN 47.5 1.71 208.9 77.4 6/30/2020 2.1 187242 14 4 2834 76.97 1 21 2/14/2020 3/19/2020 2/14/2020 3/19/2020 5.11 325412 USD BBG000C2JTB5 20201102 145020 IMH 6 137000 7.97 1.1 7.85 1.1 -4.09 12 IMPAC MORTGAGE HOLDINGS 5.2 0.52 806.8 701.6 6/30/2020 70.4 21230 10.00 01/12/2009 0.67 11/25/1997 14 4 6162 114.44 1 6 11/4/2019 9/24/2020 3/10/2020 9/24/2020 5.26 522310 USD BBG000FSXPV5 20201102 143034 IMLP 12 1000 15.5118 4.6778 15.5118 4.6778 IPATH S&P MLP ETN 2.1 101 1322 14 4 36.45 1 18 1/16/2020 3/18/2020 1/16/2020 3/18/2020 14.93 0 USD BBG003Q8MD95 3 20201023 150838 IMMU 5 4700000 87.93 8.8 87.93 8.8 -1.72 12 IMMUNOMEDICS IMMU 47.3 2.26 638.7 129.7 6/30/2020 264.9 231157 0.50 06/24/1985 14 4 2835 197.5 1 1 10/22/2020 4/3/2020 10/22/2020 4/3/2020 21.16 325413 USD BBG000BLXT19 20201102 180617 IMOS 5 8.8 7000 24.83 15 23.3 15 2.23 -0.05 12 CHIPMOS TECHNOLOGIES INC. AMERICAN DEPOSITARY SHAR IMOS 1.3 0.68 414.2 176.7 6/30/2020 292.1 36362 1.18 11/02/2018 4.00 01/24/2011 14 4 3674 23.23 1 21 11/12/2019 3/18/2020 1/8/2020 3/18/2020 22.61 334413 USD BBG00DQ1N399 20201102 180618 IMUC 5 0 8000 0.51 0.161 0.51 0.161 15.5 12 IMMUNOCELLULAR THERAPEUTICS LTD COMMON STOCK 1.7 7 2.4 6/30/2018 4193 10.00 09/16/2020 40.00 11/21/2016 14 4 8731 119.82 1 3 9/16/2020 3/27/2020 9/16/2020 3/27/2020 0.34 541714 USD BBG000PQD3F7 20201102 145022 INBK 5 8.3 28000 28.5 10.47 28.5 10.47 2.59 0.21 12 FIRST INTERNET BANCORP COMMON 45.9 0.93 9/30/2020 584.4 9801 0.67 06/24/2013 14 4 6021 72.12 1 21 2/19/2020 3/23/2020 2/19/2020 3/23/2020 23.71 522110 USD BBG000LF59X1 20201102 145023 INCY 5 47.5 975000 110.365 62.48 110.365 62.48 -0.87 12 INCYTE INCY 77.6 0.83 2537 500.5 6/30/2020 18.3 218699 0.50 09/01/2000 0.50 11/10/1997 14 4 8731 39.84 1 21 7/7/2020 3/23/2020 7/7/2020 3/23/2020 87.32 541714 USD BBG000BNPSQ9 20201102 143039 INDA 12 4288000 36.18 20.48 36.18 20.48 ISHARES MSCI INDIA ETF INDA 1.06 31111 92700 14 4 19.28 1 18 1/17/2020 3/23/2020 1/17/2020 3/23/2020 35.15 0 USD BBG002DMN3L7 3 20201102 143039 INDL 7 87000 74.16 9.13 74.16 9.13 DIREXION DAILY MSCI INDIA BULL 2X SHARES INDL 2.36 979 3099 4.00 03/24/2016 0.25 05/20/2015 14 4 57.51 1 11 1/17/2020 3/23/2020 1/17/2020 3/23/2020 68.63 0 USD BBG000QFNDN8 3 20201102 145023 INFI 5 295000 1.68 0.6 1.68 0.6 -0.75 12 INFINITY PHARMACEUTICALS INFI 12.3 1.47 44.6 9.7 6/30/2020 29.6 58871 4.00 09/13/2006 14 4 2834 51.89 1 21 1/23/2020 3/16/2020 1/23/2020 3/16/2020 0.96 325412 USD BBG000CN3TG1 20201102 145024 INFN 5 1304000 9.25 3.68 9.25 3.68 -1.71 12 INFINERA INFN 51.6 0.91 942.8 715.3 6/30/2020 323.7 187385 14 4 3661 36.29 1 21 8/6/2020 3/16/2020 8/6/2020 3/16/2020 7.94 334290 USD BBG000R1CHD2 20201102 145024 INFU 6 42.5 104000 15.19 5.26 15.19 5.26 0.29 -0.14 12 INFUSYSTEMS HOLDINGS 29.5 0.73 19.3 21.8 6/30/2020 30.3 20198 14 4 3841 47.98 1 6 8/19/2020 3/17/2020 8/19/2020 3/17/2020 8.53 339112 USD BBG000P0ZZR6 20201102 145024 INGN 5 97.4 144000 76.89 26.57 68.68 26.57 0.3 0.26 12 INOGEN INC COMMON STOCK INGN 72.4 0.64 292.2 50.2 6/30/2020 0.3 22066 14 4 3842 34.59 1 21 11/26/2019 9/11/2020 1/2/2020 9/11/2020 68.33 325412 USD BBG0021PH456 20201102 145025 INN 7 15.1 755000 12.59 2.32 12.4 2.32 -0.57 0.67 12 SUMMIT HOTEL PROPERTIES INN 82.4 2.07 123.3 76.5 6/30/2020 1016.2 105697 14 4 6798 61.29 1 7 11/5/2019 3/18/2020 1/2/2020 3/18/2020 12.34 531120 USD BBG0014KPS18 20201207 082940 INO 5 15982000 33.79 2.35 33.79 2.95 -1.34 12 INOVIO PHARMACEUTICALS INC. C INO 32.6 0.99 94.2 32 9/30/2020 77 169409 4.00 06/06/2014 4.00 09/13/2004 14 4 2836 141.07 1 21 6/26/2020 12/9/2019 6/26/2020 1/3/2020 3.3 325414 USD BBG000BK6YX5 20201102 145025 INOV 5 474.8 487000 27.93 13.39 27.93 13.39 0.04 12 INOVALON HOLDINGS INC INOV 23.6 0.53 257.2 130.4 9/30/2020 883.9 155400 14 4 7374 76.8 1 21 10/6/2020 3/20/2020 10/6/2020 3/20/2020 18.82 511210 USD BBG007TJX8V3 20201102 145025 INOD 5 56000 3.83 0.75 3.83 0.75 -0.06 12 INNODATA INOD 10.2 1.31 24 15.2 6/30/2020 2.1 24459 0.50 03/26/2001 0.50 12/04/2000 14 4 7374 114.97 1 1 10/1/2020 3/19/2020 10/1/2020 3/19/2020 1.14 518210 USD BBG000BHZYZ8 20201102 145026 INSM 5 789000 39.39 12.09 39.39 12.09 -2.62 12 INSMED INSM 95.1 2.42 555.2 85.2 6/30/2020 335.9 101868 10.00 03/03/2011 4.00 07/31/2000 14 4 2834 50.24 1 21 10/21/2020 3/17/2020 10/21/2020 3/17/2020 23.88 325412 USD BBG000BWM5P3 20201102 180619 INTG 5 25.7 0 38.6 23.85 37.5 23.85 -1.64 6 INTERGROUP 1.4 0.55 29.5 13.2 6/30/2020 189.9 2287 0.67 04/01/2003 0.67 10/13/1998 14 4 7011 44.62 1 2 12/20/2019 3/18/2020 1/2/2020 3/18/2020 37.45 721110 USD BBG000BM3P72 20201102 145027 INTT 6 155.3 17000 6.195 2.08 6.195 2.08 0.03 -0.08 12 INTEST CORPORATION 21.9 2.18 24.9 8.4 6/30/2020 1.5 10440 14 4 3674 58.4 1 6 1/16/2020 3/19/2020 1/16/2020 3/19/2020 5.95 334413 USD 20201102 145028 INTZ 5 337 188000 18.54 2.26 18.54 2.26 0.03 12 INTRUSION INC. COMMON STOCK 0.6 1.56 5.1 1.9 6/30/2020 1.8 16929 4.00 03/29/2004 0.50 05/08/1995 14 4 7382 111.83 1 2 9/18/2020 3/27/2020 9/18/2020 3/27/2020 5.5 541519 USD BBG000HPRGN5 20201102 145029 INVA 5 5.1 772000 15.62 7.58 15.62 7.58 2.13 12 INNOVIVA INC. COMMON STOCK INVA 44.2 0.63 431.2 5.4 9/30/2020 377.1 101392 100.00 06/17/2013 14 4 2834 54.08 1 21 6/23/2020 3/18/2020 6/23/2020 3/18/2020 14.16 325412 USD BBG000005ZY8 20201102 145029 INVE 5 73000 7.0393 2.1101 7.0393 2.1101 -0.38 12 IDENTIV INC. COMMON STOCK INVE 16.1 1.67 46.2 34.5 6/30/2020 18.1 17893 10.00 05/27/2014 14 4 3577 50.91 1 2 1/9/2020 3/19/2020 1/9/2020 3/19/2020 5.64 333316 USD BBG000BW6F33 20201102 180620 INVT 5 0 14000 0.07 0.0132 0.07 0.0152 2.53 12 INVENTERGY GLOBAL INC 1.15 2.6 12.6 9/30/2017 2.6 18984 10.00 12/08/2015 2.00 06/09/2014 14 4 4813 329.25 1 3 1/28/2020 12/30/2019 1/28/2020 4/17/2020 0.01 517919 USD BBG000BM3D06 20201001 144504 INWK 5 392000 5.81 0.87 5.81 0.87 -0.34 12 INNERWORKINGS INWK 50.5 2.74 374.7 246.4 6/30/2020 149.3 52843 14 4 7319 16.73 1 21 1/8/2020 3/23/2020 1/8/2020 3/23/2020 5.51 323120 USD BBG000PG8481 20201102 145030 IONS 5 51 1086000 66.22 39.32 64.34 39.32 0.92 12 IONIS PHARMACEUTICALS INC. COMMON STOCK IONS 71.8 0.96 2721 273 6/30/2020 785 139697 14 4 2834 33.95 1 21 12/16/2019 3/23/2020 1/9/2020 3/23/2020 60.41 325412 USD BBG000JH6683 20201102 145032 IPHI 5 1478000 143.6412 55.72 143.641 55.72 -1.57 12 INPHI IPHI 85.8 1 555.6 291.8 6/30/2020 258.7 51930 14 4 3674 75.21 1 21 10/29/2020 3/23/2020 10/29/2020 3/23/2020 74.02 334413 USD BBG000R23VW8 20201102 145032 IPI 7 9.4 86000 32.3 6 27.4 6 -1.1 -0.05 12 INTREPID POTASH IPI IPI1 25.6 1.85 145.3 87.4 6/30/2020 29.8 13295 10.00 08/14/2020 14 4 2819 71.32 1 7 11/4/2019 4/2/2020 1/2/2020 4/2/2020 27.1 325180 USD BBG000V1Y6Q3 20201102 145032 IPWR 5 30000 10.92 1.08 10.92 1.08 -1.39 12 IDEAL POWER INC 0.8 0.82 3.3 0.7 6/30/2020 1.1 2900 10.00 08/20/2019 14 4 3699 78.42 1 2 7/31/2020 3/16/2020 7/31/2020 3/16/2020 2.3 335999 USD BBG004YSSTM4 20201102 143050 IQDF 7 83000 24.82 13.67 24.82 13.67 FLEXSHARES INTL QUALITY DIV IN IQDF 1.04 4644 22500 14 4 15.4 1 11 1/17/2020 3/12/2020 1/17/2020 3/12/2020 24.29 0 USD BBG004FKVVS7 3 20201102 180623 IRCP 5 1.2 6000 18 5.06 16.8 5.06 6.93 0.97 6 IRSA PROPREDADES COMERCIALES S 1.5 1.3 190.6 209.8 6/30/2020 339.5 31504 14 4 60.09 1 21 12/26/2019 5/15/2020 1/2/2020 5/15/2020 16.75 523910 USD BBG000K29155 20201102 145033 IRDM 5 670000 32.08 16.87 32.08 16.87 -1.22 12 IRIDIUM COMMUNICATIONS IRDM 85.7 1.26 342.9 113.8 9/30/2020 1765.5 133302 14 4 4899 40.77 1 21 2/12/2020 3/19/2020 2/12/2020 3/19/2020 24.64 517312 USD BBG000VC0FC1 20201102 180623 IRIX 5 9000 4.24 1.22 4.24 1.22 -0.56 12 IRIDEX 19.7 1.21 30.6 9.8 6/30/2020 13887 14 4 3845 41.91 1 1 2/11/2020 4/3/2020 2/11/2020 4/3/2020 2.23 334510 USD BBG000BZB346 20201102 145034 IRMD 5 48.2 33000 28.43 14.415 28.43 14.415 0.47 0.31 12 IRADIMED CORP 18.1 1.02 59 5.9 6/30/2020 12247 14 4 3841 27.18 1 2 2/21/2020 3/23/2020 2/21/2020 3/23/2020 23.38 334510 USD BBG006NM92X2 20201102 180623 IROQ 5 12.3 1000 24.05 15.03 23.6 15.03 1.37 0.1 6 IF BANCORP 5.9 0.63 6/30/2020 34.5 3240 14 4 6141 31.77 1 2 12/17/2019 9/18/2020 1/28/2020 9/18/2020 23.02 522220 USD BBG001NW0TN2 20201102 145034 IRS 7 54000 7.58 2.57 7 2.57 -4.91 6 IRSA INVERSIONES 6 1.2 1804.5 944.6 3/31/2020 3410.6 57868 0.98 12/18/2002 0.90 11/07/2000 14 4 6519 77.99 1 7 12/26/2019 9/24/2020 1/2/2020 9/24/2020 6.92 531190 USD BBG000DRSX48 20201102 145034 IRT 7 43.4 505000 16.85 6.8601 16.85 6.8601 0.28 0.3 12 INDEPENDENCE REALTY TRUST INC IRT 77.4 0.95 14.4 44.1 9/30/2020 985.6 94840 14 4 6798 29.45 1 7 2/13/2020 4/3/2020 2/13/2020 4/3/2020 14.08 531110 USD BBG004Q00KS7 20201102 145034 IRWD 5 15.9 1983000 14.1 7.99 14.06 7.99 0.62 12 IRONWOOD PHARMACEUTICALS IRWD 90.9 1.27 306.9 40.9 6/30/2020 408 159978 14 4 2834 46.03 1 21 12/26/2019 3/18/2020 1/6/2020 3/18/2020 13.31 325412 USD BBG000GBZ3J2 20201102 180624 ISDR 6 59.1 21000 22.75 8.65 22.75 8.65 0.34 0.55 12 ISSUER DIRECT CORPORATION 18.5 1.01 18 3.8 6/30/2020 0.3 3735 10.00 10/31/2011 14 4 7374 60.52 1 6 10/21/2020 4/16/2020 10/21/2020 4/16/2020 11.69 541513 USD BBG000C1CK87 20201102 145035 ISIG 5 6991000 1.75 0.54 1.75 0.54 -0.51 0.04 12 INSIGNIA SYSTEMS ISIG 2.4 0.37 7.5 4.5 6/30/2020 0.2 12203 14 4 7319 363.54 1 2 10/21/2020 9/16/2020 10/21/2020 9/16/2020 0.73 541810 USD BBG000CBDQY2 20201102 180624 ISNPY 5 5.5 183000 16.905 8.44 16.905 8.44 1.82 0.25 12 INTESA SANPAOLO ADR 0.1 1.09 6/30/2020 185278 3234014 14 4 6022 34.82 1 3 2/19/2020 4/21/2020 2/19/2020 4/21/2020 15.73 522110 USD BBG000C4DSW6 20201102 145035 ISNS 5 3.1 11000 6 2.7933 6 2.7933 1.16 12 IMAGE SENSING SYSTEMS 6.9 1 9.5 1.2 6/30/2020 2.8 5338 0.83 04/13/2000 14 4 3829 34.56 1 2 1/24/2020 3/19/2020 1/24/2020 3/19/2020 4.54 334519 USD BBG000F44BF9 20201102 145035 ISR 6 884000 1.06 0.31 1.06 0.355 -0.05 6 ISORAY 8.6 2.07 5.5 1.6 6/30/2020 0.1 87226 30.00 08/17/2005 14 4 3841 108.86 1 6 2/10/2020 11/7/2019 2/10/2020 10/23/2020 0.62 339112 USD BBG000BG5HT7 20201102 145036 ISRG 5 73.8 568000 778.83 360.5 778.83 360.5 9.04 0.26 12 INTUITIVE SURGICAL ISRG 82.7 1.01 4662.6 1030.2 9/30/2020 0.7 117555 0.33 10/06/2017 2.00 07/01/2003 14 4 3841 32.23 1 21 9/2/2020 3/23/2020 9/2/2020 3/23/2020 591.15 339112 USD BBG000BJPDZ1 20201102 145036 ISSC 5 34.1 11000 8.09 1.2 8.09 1.2 0.18 0.62 9 INNOVATIVE SOLUTIONS 11 1.36 30 2.2 6/30/2020 4.3 16984 0.67 07/08/2005 14 4 3728 51.84 1 21 9/11/2020 3/16/2020 9/11/2020 3/16/2020 5.84 336413 USD BBG000BF1Z04 20201102 180624 ISTR 5 11.3 19000 26.46 8.49 24.4 8.49 1.23 0.12 12 INVESTAR HOLDING CORP 27.5 0.66 9/30/2020 180.3 10630 14 4 6029 47.24 1 1 12/16/2019 3/23/2020 1/17/2020 3/23/2020 24 522110 USD BBG0062RX864 20201102 145037 ITCI 5 693000 43.56 8.51 34.31 10.935 -3.06 12 INTRA-CELLULAR THERAPIES INC. ITCI 58.9 1.52 230.3 36.2 6/30/2020 78973 14 4 2834 55.29 1 21 12/23/2019 11/14/2019 1/2/2020 3/18/2020 34.31 325412 USD BBG0026ZFZC4 20201102 143058 ITB 12 3461000 60.87 22.39 60.87 22.39 I SHARES US HOME CONSTRUCTION ITB 1.63 24154 42650 14 4 31.37 1 18 10/16/2020 3/18/2020 10/16/2020 3/18/2020 44.42 0 USD BBG000PB3SM8 3 20201102 180624 ITEX 5 0 4.15 3.3 4.13 3.3 -0.85 7 ITEX CORPORATION COMMON STOCK 1 0.41 4.6 1.3 4/30/2017 0.4 2055 5.00 05/04/2010 14 4 6231 32.39 1 3 11/27/2019 3/20/2020 1/21/2020 3/20/2020 3.93 523999 USD BBG000CVR9H0 20201102 145037 ITI 5 23.6 132000 5.95 2.08 5.95 2.08 0.16 3 ITERIS ITI 30.5 1.3 59 26.5 6/30/2020 0.6 40926 14 4 3669 31.72 1 2 2/12/2020 3/17/2020 2/12/2020 3/17/2020 4.99 334290 USD BBG000D6P726 20201102 143059 ITM 12 78000 52.37 35.77 52.37 35.77 VANECK VECTORS AMT FREE INTERMED MUNI ITM 1.16 16812 32798 2.00 10/26/2018 0.20 10/24/2008 14 4 1.58 1 18 3/9/2020 3/19/2020 3/9/2020 3/19/2020 50.23 0 USD BBG000Q0JKR6 3 20201102 143059 ITNM 5 0 5.07 4 5 4.5 -0.05 12 INTL MONETRY SYS LTD 0.1 0.01 1.9 1.7 12/31/2016 1.2 590 10.00 08/01/2013 6.00 08/07/2009 14 4 6799 99.95 1 3 11/18/2019 11/18/2019 1/7/2020 8/25/2020 4.65 523910 USD BBG000DZTQ44 20201102 143100 ITOT 7 1130000 80.63 48.52 80.63 48.52 ISHARES CORE S&P TOTAL US STOC ITOT 1.04 270939 358900 0.50 07/25/2016 0.50 07/24/2008 14 4 21.11 1 11 9/2/2020 3/23/2020 9/2/2020 3/23/2020 72.69 0 USD BBG000HSHTP0 3 20201102 180625 ITPOF 5 12.6 1000 13.2075 4.86 13.2075 4.86 0.9 0.04 12 INTERTAPE POLYMER GP 32.1 1.6 347.4 178.1 6/30/2020 482.5 59010 0.50 06/14/1996 14 4 1631 39.46 1 3 1/15/2020 3/18/2020 1/15/2020 3/18/2020 12.87 326112 USD BBG000CN56Q8 20201028 151451 ITWG 5 4.1 2.59 12 INTL WIRE GROUP HLD 0.5 0.18 181.9 59.1 6/30/2011 140.2 9786 14 4 3357 177.79 1 3 4/30/2019 4/30/2019 10.6 331318 USD BBG000BVL6T0 20201102 145039 IVAC 5 23.2 54000 7.68 3.17 7.68 3.17 0.23 12 INTEVAC IVAC 42.8 0.88 91.5 20.8 9/30/2020 1.9 23854 14 4 3482 58.07 1 21 1/16/2020 3/19/2020 1/16/2020 3/19/2020 7.06 332992 USD BBG000FN4V45 20201102 145039 IVC 7 245000 11.63 3.9 9.58 3.9 -1.27 12 INVACARE IVC 66.2 0.79 355.9 218.7 6/30/2020 219.5 34419 0.50 10/17/1995 0.50 09/16/1991 14 4 3842 58.31 1 7 11/7/2019 3/18/2020 1/8/2020 3/18/2020 9.02 339113 USD BBG000G9LWL5 20201102 180625 IVDN 5 22000 0.65 0.151 0.65 0.151 -0.02 10 INNOVATIVE DESIGNS 0.3 0.02 0.8 0.8 7/31/2020 0.1 31117 14 4 5699 248.33 1 3 9/28/2020 3/24/2020 9/28/2020 3/24/2020 0.3 448150 USD BBG000BT94Y8 20201102 143102 IVE 7 658000 132.1 81.7 132.1 81.7 ISHARES S&P 500 VALUE INDEX IVE 0.99 156664 139100 14 4 19.51 1 11 2/12/2020 3/23/2020 2/12/2020 3/23/2020 130.09 0 USD BBG000BWD2Y0 3 20201102 145040 IVR 7 1.9 3450000 18.3 1.8201 18.3 1.8201 -10.57 12 INVESCO MORTGAGE CAPITAL IVR 43.1 1.4 6/30/2020 1650 181375 14 4 6798 35.77 1 7 2/20/2020 4/3/2020 2/20/2020 4/3/2020 16.65 531190 USD BBG000GGLZZ7 20201102 143102 IVW 7 1100000 62.605 35.21 62.605 35.21 ISHARES S&P 500 GROWTH INDEX IVW 1 300144 129700 0.25 10/19/2020 14 4 23.74 1 11 9/2/2020 3/23/2020 9/2/2020 3/23/2020 48.41 0 USD BBG000BWDHF8 3 20201102 143103 IWB 7 613000 199.87 120.2 199.87 120.2 ISHARES RUSSELL 1000 INDEX IWB 1.02 233015 124450 14 4 21.09 1 11 9/2/2020 3/23/2020 9/2/2020 3/23/2020 178.42 0 USD BBG000CF7ZN2 3 20201102 145040 IWC 7 25000 101.44 55.02 101.44 55.02 ISHARES RUSSELL MICROCAP INDEX IWC 1.22 7241 8000 14 4 28.11 1 11 1/17/2020 3/19/2020 1/17/2020 3/19/2020 99.49 0 USD BBG000HMYVY9 3 20201102 143104 IWV 7 185000 209.1 126 209.1 126 ISHARES RUSSELL 3000 INDEX IWV 1.04 94865 48400 14 4 21.19 1 11 9/2/2020 3/23/2020 9/2/2020 3/23/2020 188.49 0 USD BBG000BWDVW8 3 20201102 143105 IXC 7 832000 31.91 12.23 31.625 12.23 ISHARES S&P GLOBAL ENERGY IXC 1.43 10214 62250 0.33 07/24/2008 14 4 30.06 1 11 11/5/2019 3/18/2020 1/6/2020 3/18/2020 30.83 0 USD BBG000L74NQ7 3 20201102 143105 IXG 7 17000 69.57 40.26 69.57 40.26 ISHARES S&P GLOBAL FINANCIALS 1.13 2326 4400 14 4 20.86 1 11 1/2/2020 3/23/2020 1/2/2020 3/23/2020 68.75 0 USD BBG000L77B26 3 20201102 143105 IXJ 7 116000 74.08 51.07 74.08 51.07 ISHARES S&P GLOBAL HEALTHCARE IXJ 0.69 22822 31800 14 4 16.73 1 11 9/2/2020 3/23/2020 9/2/2020 3/23/2020 68.75 0 USD BBG000L77VV0 3 20201102 143105 IXUS 5 1246000 63.03 40.35 63.03 40.35 ISHARES CORE MSCI TOTAL INTL S IXUS 1.02 209376 360100 14 4 15.55 1 1 1/17/2020 3/18/2020 1/17/2020 3/18/2020 61.9 0 USD BBG003H6TM38 3 20201102 143105 IYF 7 162000 143.6859 81.24 143.686 81.24 ISHARES DOW JONES US FINANCIAL IYF 1.09 12485 11000 14 4 22.43 1 11 2/20/2020 3/23/2020 2/20/2020 3/23/2020 137.78 0 USD BBG000CGFWK1 3 20201102 143106 IYG 7 416000 156.97 86.42 156.97 86.42 ISHARES DOW JONES US FINANCIAL IYG 1.28 17631 14450 14 4 24.53 1 11 2/20/2020 3/23/2020 2/20/2020 3/23/2020 151.82 0 USD BBG000BXXGQ4 3 20201102 143106 IYH 7 29000 236.5584 156.17 236.558 156.17 ISHARES DOW JONES US HEALTHCAR IYH 0.77 23081 10150 14 4 19.85 1 11 10/12/2020 3/23/2020 10/12/2020 3/23/2020 215.72 0 USD BBG000BXX310 3 20201102 143106 IYJ 12 50000 177.5079 101.9347 177.508 101.935 ISHARES U.S. INDUSTRIALS ETF IYJ 1.2 8770 5250 14 4 21.55 1 18 10/16/2020 3/23/2020 10/16/2020 3/23/2020 167.64 0 USD BBG000BXWM82 3 20201102 143106 IYLD 12 45000 26.08 17.59 26.08 17.59 ISHARES MORNINGSTAR MULTI 1.11 2641 11700 14 4 8.07 1 18 2/20/2020 3/18/2020 2/20/2020 3/18/2020 25.55 0 USD BBG002VD61G6 3 20201102 143106 IYM 7 90000 105.2 59.49 105.2 59.49 ISHARES DOW JONES US BASIC MAT IYM 1.24 4094 4150 14 4 25.85 1 11 9/18/2020 3/23/2020 9/18/2020 3/23/2020 97.94 0 USD BBG000BXYFZ5 3 20201102 143107 IYT 12 258000 212.84 116.61 212.84 116.61 ISHARES TRANSPORTATION AVERAGE ETF IYT 1.29 11230 5650 14 4 24.43 1 18 10/16/2020 3/18/2020 10/16/2020 3/18/2020 195.56 0 USD BBG000BPNZB6 3 20201102 143107 IYZ 12 240000 30.96 22.06 30.96 22.06 ISHARES U.S. TELECOMMUNICATIONS ETF IYZ 0.79 3658 13450 14 4 17.52 1 18 2/11/2020 3/23/2020 2/11/2020 3/23/2020 29.88 0 USD BBG000BWF7P7 3 20201102 145043 IZEA 5 1095000 3.13 0.07 3.13 0.07 -0.29 12 IZEA INC. COMMON STOCK 1.2 2.79 12 10.2 6/30/2020 0.1 48445 20.00 01/11/2016 40.00 08/01/2012 14 4 7319 51.76 1 2 6/11/2020 3/16/2020 6/11/2020 3/16/2020 0.24 541511 USD BBG0018XMPL3 20201102 145043 JAGX 5 0 6440000 1.22 0.195 1.08 0.195 21.24 12 JAGUAR HEALTH INC 0.3 0.97 9.5 15.4 6/30/2020 0.4 56123 70.00 06/07/2019 15.00 06/01/2018 14 4 2834 69.42 1 2 11/12/2019 10/30/2020 1/21/2020 10/30/2020 0.8 325412 USD BBG005Z20406 20201102 180626 JANL 5 0 9 4.01 9 4.01 -3.96 9 JANEL CORP COMMON STOCK -0.18 28.6 34.7 6/30/2020 7.1 866 50.00 04/21/2015 14 4 4731 320.8 1 3 9/23/2020 9/2/2020 9/23/2020 9/2/2020 8.9 481112 USD BBG000BCV577 20201102 145044 JAX 7 8.4 84000 10.67 3.03 10.44 3.03 -1.49 12 J ALEXANDERS HOLDINGS INC JAX 25.9 1.45 18.1 31.2 6/30/2020 2.8 15012 14 4 5812 30.94 1 7 11/12/2019 3/19/2020 2/6/2020 3/19/2020 9.56 722511 USD BBG007FJZFD0 20201102 145044 JAZZ 5 61.1 517000 156.265 86.88 156.265 86.88 2.36 0.58 12 JAZZ PHARMACEUTICALS JAZZ 67 1.13 1630.3 364.5 6/30/2020 1573.9 55459 14 4 2834 32.46 1 21 10/12/2020 3/23/2020 10/12/2020 3/23/2020 149.28 325412 USD BBG000G9CGL0 20201102 145044 JBT 7 22.3 184000 119.78 56.17 119.78 56.17 3.77 0.31 12 JOHN BEAN TECHNOLOGIES JBT 98 1.49 708.2 474.5 9/30/2020 698.3 31728 14 4 3556 29.23 1 7 2/6/2020 5/14/2020 2/6/2020 5/14/2020 112.66 333241 USD BBG000VLBCQ1 20201102 145045 JCAP 7 14 4 1 7 20201102 180626 JCDAF 5 0 5.8 0.25 5.8 0.25 -1 12 JACADA LTD 0.3 0.03 9 4.7 12/31/2011 0.2 5795 4.00 11/10/2010 14 4 224.44 1 3 8/3/2020 3/19/2020 8/3/2020 3/19/2020 2.67 511210 USD BBG000C31K94 20201102 180627 JCTCF 5 19 10000 11.66 5 11.66 5 0.47 0.1 8 JEWETT-CAMERON TRADING 3.9 0.58 19.5 1.7 5/31/2020 2 3481 0.50 05/29/2018 0.50 05/02/2013 14 4 2599 63.95 1 2 10/22/2020 3/23/2020 10/22/2020 3/23/2020 7.71 444190 USD BBG000BKNVV4 20201102 145046 JD 5 37 9907000 86.58 30.84 86.58 32.7 2.2 12 JD.COM INC JD 20.4 0.93 20710.9 20848.3 6/30/2020 1496.7 1555142 14 4 7389 33.81 1 21 9/2/2020 12/3/2019 9/2/2020 3/16/2020 35.23 519190 USD BBG005YHY0Q7 20201102 143112 JDST 7 5908000 1062.5 8.93 1062.5 8.93 DIREXION DAILY JR GOLD BEAR 2X JDST JDST1 -0.18 947 8382 25.00 04/23/2020 4.00 05/01/2017 14 4 89.1 1 11 3/16/2020 8/5/2020 3/16/2020 8/5/2020 244.5 0 USD BBG005CM7H38 3 20201102 145046 JE 7 0.9 4833000 3092.76 4.27 2014.65 4.27 5.45 3 JUST ENERGY GROUP JE1 5.8 1.75 515.7 796.6 6/30/2020 396.9 47988 33.00 09/29/2020 0.50 01/28/2004 14 4 4911 322.24 1 7 11/27/2019 10/2/2020 1/3/2020 10/2/2020 1829.52 221210 USD BBG000F0CH38 20201102 143113 JETS 7 4313000 32.3567 11.25 32.3567 11.25 US GLOBAL JETS ETF JETS 1.63 16475 97450 14 4 38.37 1 11 1/17/2020 3/19/2020 1/17/2020 3/19/2020 31.5 0 USD BBG008LT6106 3 20201102 180627 JFBC 5 14.1 0 20.99 12.76 20.99 12.76 1.2 -0.01 12 JEFFERSONVILLE BCP 0.48 6/30/2020 10 4235 0.33 06/18/2003 0.91 04/23/1999 14 4 6021 50.27 1 3 2/11/2020 3/25/2020 2/11/2020 3/25/2020 18.01 522110 USD BBG000BCPFB7 20201102 145047 JHX 7 65.9 21000 26.37 8.98 26.37 8.98 0.37 3 JAMES HARDIE INDUSTRIES 0.1 1.23 908.4 510 6/30/2020 1354.6 443937 0.20 09/22/2015 14 4 3241 32.46 1 7 10/15/2020 3/19/2020 10/15/2020 3/19/2020 19.64 327310 USD BBG000C1HL99 20201102 143114 JJG 7 2000 49.15 38 49.15 38 IPATH SER B BLOOMBERG GRAINS SUBINDEX TOT RET JJG 0.74 178 397 14 4 22.45 1 11 10/26/2020 6/26/2020 10/26/2020 6/26/2020 46.15 0 USD BBG00JRY3WM6 3 20201102 145048 JKS 7 12.8 16316000 90.2 11.42 90.2 11.42 4.56 0.05 12 JINKOSOLAR HOLDING JKS 33.7 1.23 4718.3 4657.1 6/30/2020 344.6 44471 14 4 3674 135.71 1 7 10/21/2020 3/18/2020 10/21/2020 3/18/2020 22.49 334413 USD BBG000Q72QF9 20201102 180628 JMP 7 8000 3.39 2.1493 3.39 2.1493 -1.05 12 JMP GROUP 4.5 0.71 6/30/2020 89.4 19636 14 4 6211 34.02 1 7 3/11/2020 3/27/2020 3/11/2020 3/27/2020 3.23 523110 USD BBG000R3LBP8 20201102 145049 JNJ 7 21.2 6267000 157 109.16 157 109.16 6.46 12 JOHNSON & JOHNSON JNJ 48.7 0.72 45274 35964 9/30/2020 26494 2632543 0.50 06/13/2001 0.50 06/12/1996 14 4 2834 19.78 1 7 4/23/2020 3/23/2020 4/23/2020 3/23/2020 145.87 325412 USD BBG000BMHYD1 20201102 143117 JNK 7 6884000 110.33 83.18 110.33 83.18 SPDR BARCLAYS HIGH YIELD BOND JNK JNK1 0.58 121339 116474 3.00 05/06/2019 14 4 6.92 1 11 1/15/2020 3/23/2020 1/15/2020 3/23/2020 109.54 0 USD BBG000NXDKM8 3 20201102 143117 JNUG 7 1103000 1052.4 33.2 1052.4 33.2 DIREXION DAILY JR GOLD BULL 2X JNUG JNUG1 JNUG2 3.33 7406 5743 10.00 04/23/2020 5.00 06/28/2019 14 4 92.69 1 11 2/24/2020 3/20/2020 2/24/2020 3/20/2020 834.7 0 USD BBG005CM7G67 3 20201102 143118 JO 7 59000 45.6 29.2 41.9831 29.2 IPATH SER B BLOOMBERG COFFEE SUBINDEX TOT RET JO 0.38 695 2075 14 4 28.94 1 11 12/16/2019 6/15/2020 1/2/2020 6/15/2020 41.74 0 USD BBG00JRY3812 3 20201102 145050 JP 7 199000 2.59 0.8801 2.59 0.8801 -0.48 12 JUPAI HOLDINGS LTD ADS JP 10.5 1.54 123.1 47.2 6/30/2020 33714 14 4 146.7 1 7 6/11/2020 3/23/2020 6/11/2020 3/23/2020 1.42 0 USD BBG009DT9V04 20201102 145051 JRJC 5 80000 31.4 3.6497 31.4 3.6497 -4 12 CHINA FINANCE ONLINE JRJC1 0.2 1.76 76 72.4 6/30/2020 2442 10.00 01/06/2020 14 4 7389 78.09 1 21 7/15/2020 3/25/2020 7/15/2020 3/25/2020 8.9 519190 USD BBG000Q8SYJ8 20201102 145051 JRVR 5 31.2 160000 57.41 25.34 57.41 25.34 1.5 -0.04 12 JAMES RIVER GROUP HOLDINGS LT 87.8 0.51 9/30/2020 262.4 30610 14 4 6321 43.69 1 21 10/29/2020 3/19/2020 10/29/2020 3/19/2020 41.21 524298 USD BBG007HRJXJ3 20201102 180629 JSAIY 5 34.6 33000 12.32 8.6 12.22 8.6 0.3 -0.25 3 J SAINSBURY ADR NEW 0.39 9809.1 15577.5 1613.7 555980 14 4 5411 23.96 1 3 12/27/2019 3/17/2020 1/2/2020 3/17/2020 12.16 445110 USD BBG000BFP2R2 20201102 180629 JSDA 5 23000 0.47 0.1501 0.33 0.1501 -0.05 12 JONES SODA CO 0.81 9.6 1.2 6/30/2020 1.3 61668 14 4 2086 37.17 1 3 11/4/2019 3/9/2020 1/21/2020 3/9/2020 0.29 312111 USD BBG000HXCS85 20201102 180629 JSM 5 14000 25.01 7.01 25.01 7.01 12 SLM CORPORATION 6 SENIOR NOTES 0.36 2168 14 4 6141 36.71 1 21 1/28/2020 3/18/2020 1/28/2020 3/18/2020 24.01 522291 USD BBG000007JK7 20201102 145051 JVA 5 55000 5.2 1.76 4.6169 1.76 10 COFFEE HOLDING COMPANY 16.4 1.66 31.7 11.5 7/31/2020 2.7 5709 14 4 2095 69.66 1 2 12/23/2019 3/19/2020 1/2/2020 3/19/2020 4.6 311920 USD BBG000GB7DC8 20201102 145052 JYNT 5 89.2 47000 21.75 7.67 19.79 7.67 0.21 12 THE JOINT CORP. COMMON STOCK JYNT 35.3 1.12 13.3 13.6 6/30/2020 1 14011 14 4 8041 37.49 1 2 11/8/2019 3/18/2020 10/30/2020 3/18/2020 16.14 621310 USD BBG0074VSJJ9 20201102 145053 KAR 7 76.6 1865000 25.98 9.41 24.13 9.41 0.19 0.04 12 KAR AUCTION SERVICES KAR 77.6 1.59 3244.5 2517.7 6/30/2020 1861.3 129228 14 4 5599 52.16 1 7 11/5/2019 4/3/2020 2/7/2020 4/3/2020 21.79 423110 USD BBG000VZHLL9 20201102 143126 KBA 7 230000 41.93 27.16 41.93 27.16 KRANESHARES BOSERA MSCI CHINA KBA 0.99 6377 16248 14 4 15.42 1 11 10/21/2020 3/16/2020 10/21/2020 3/16/2020 32.62 0 USD BBG0062S34P3 3 20201102 143126 KBE 7 3031000 48.17 22.56 47.51 22.56 SPDR S&P BANK ETF KBE 1.54 11849 40202 14 4 36.14 1 11 12/18/2019 3/23/2020 1/2/2020 3/23/2020 47.29 0 USD BBG000KMKPY3 3 20201102 143127 KBWB 5 920000 59.14 28.38 58.67 28.38 POWERSHARES KBW BANK PORTFOLIO KBWB 1.49 7154 19050 14 4 33.57 1 1 12/13/2019 3/23/2020 1/2/2020 3/23/2020 58.23 0 USD BBG0027F1TD5 3 20201102 143127 KBWD 5 120000 22.95 8.9503 22.95 8.9503 POWERSHARES KBW HIGH DIVIDEND YIELD FINANCIAL PORT 1.55 2294 17100 14 4 25.62 1 1 2/20/2020 4/3/2020 2/20/2020 4/3/2020 21.93 0 USD BBG0019RG812 3 20201102 180630 KCLI 5 9.8 1000 34.5 23.06 34.5 23.06 3.33 -0.02 12 KANSAS CITY LIFE 0.4 0.47 6/30/2020 2.9 9683 0.50 06/22/1999 0.33 06/14/1985 14 4 6311 36.09 1 3 2/18/2020 3/25/2020 2/18/2020 3/25/2020 33.55 524113 USD BBG000BMM8S6 20201102 145055 KE 5 16.8 48000 18.49 9.78 18 9.78 0.72 -0.04 6 KIMBALL ELECTRONICS INC. COMM KE 46.6 1.41 558.4 272.6 6/30/2020 91.5 25143 14 4 3679 42.28 1 21 11/11/2019 3/12/2020 1/16/2020 3/12/2020 17.55 334419 USD BBG0018DT0K6 20201102 145055 KELYB 5 5000 90.36 10.35 90.36 10.35 -2.7 0.36 12 KELLY SERVICES 1.95 1405.7 884.1 6/30/2020 57.5 39541 0.80 06/14/1993 0.80 06/19/1989 14 4 7361 45.71 1 21 8/21/2020 4/21/2020 8/21/2020 4/21/2020 21.78 561311 USD BBG000BMNSN6 20201102 145056 KEN 7 4.4 3000 25.95 10.56 25.95 10.56 5.59 12 KENON HOLDINGS INC 4.8 1.75 329.5 105 6/30/2020 576.7 53871 14 4 58.58 1 7 10/23/2020 3/16/2020 10/23/2020 3/16/2020 21.05 0 USD BBG007LYGF78 20201102 180631 KEQU 5 5000 19.57 6.96 13.8825 6.96 -2.09 -0.18 4 KEWAUNEE SCIENTIFIC 20.7 0.35 54.2 27.1 7/31/2020 0.1 2759 0.67 01/07/1985 0.67 01/05/1984 14 4 3821 28.77 1 1 12/11/2019 4/6/2020 1/2/2020 4/6/2020 13.45 333318 USD BBG000BMQ161 20201102 145057 KEYS 7 32.5 1029000 110 77.93 108.65 77.93 3.23 0.07 10 KEYSIGHT TECHNOLOGIES INC KEYS 74.5 0.97 3215 1003 7/31/2020 1788 187139 14 4 3823 19.46 1 7 11/18/2019 3/27/2020 5/29/2020 3/27/2020 102.63 334513 USD BBG0059FN811 20201102 180632 KFFB 5 46.1 1000 8.1468 4.4 8.14 4.4 -1.52 -0.15 6 KENTUCKY FIRST 1.2 0.47 6/30/2020 54.7 8252 14 4 6035 28.2 1 1 11/11/2019 3/18/2020 2/14/2020 3/18/2020 7.75 522120 USD BBG000BWD8Y7 20201102 145057 KFS 7 15000 3.355 1.26 3.355 1.26 -0.55 12 KINGSWAY FINANCIAL SVCS 0.7 -0.48 6/30/2020 258.5 22711 4.00 07/05/2012 14 4 5599 40.03 1 7 9/21/2020 4/22/2020 9/21/2020 4/22/2020 1.86 423110 USD BBG000NV74Z1 20201102 180632 KGHI 5 0 9.95 0.9797 9.95 0.9797 -0.18 12 KAISER GROUP HOLDING 4.6 -0.39 66.6 2 6/30/2008 124.2 1787 14 4 6719 229.49 1 3 3/17/2020 1/9/2020 3/17/2020 1/9/2020 1.21 551112 USD BBG000HRKM73 20201102 180633 KGJI 5 0.3 23000 2.65 0.1061 2.65 0.1061 0.41 0.11 12 KINGOLD JEWELRY 0.1 -0.01 1985.7 1148.5 9/30/2019 888.8 11248 6.00 10/22/2019 2.00 08/10/2010 14 4 3911 86.79 1 3 1/15/2020 9/30/2020 1/15/2020 9/30/2020 1.51 339910 USD BBG000CPXJM8 20201102 145059 KHC 5 21.9 5717000 36.3686 19.99 36.3686 19.99 -0.15 -0.02 12 THE KRAFT HEINZ COMPANY COMMON STOCK KHC 26.3 1.18 8097 7875 6/30/2020 28216 1222579 14 4 2099 26.06 1 21 8/17/2020 3/16/2020 8/17/2020 3/16/2020 32.13 311999 USD BBG005CPNTQ2 20201102 143133 KIE 7 569000 37.57 20.23 37.57 20.23 SPDR S&P INSURANCE ETF KIE 0.97 4917 17550 14 4 25.53 1 11 2/14/2020 3/23/2020 2/14/2020 3/23/2020 35.43 0 USD BBG000KMNWV8 3 20201102 145059 KIN 5 224000 11.93 3.105 11.93 3.105 -0.77 12 KINDRED BIOSCIENCES INC. COMM KIN 34.4 1.5 79.3 10.2 6/30/2020 19.3 39368 14 4 2834 49.45 1 2 2/28/2020 3/23/2020 2/28/2020 3/23/2020 8.48 325412 USD BBG005KLVWV0 20201102 180633 KINS 5 12000 8.95 3.87 8.71 3.87 -0.1 -0.1 12 KINGSTONE COMPANIES 15.8 0.8 3.4 3.6 6/30/2020 29.5 10670 5.00 08/26/2004 14 4 6411 32.5 1 2 11/6/2019 3/12/2020 1/21/2020 3/12/2020 7.75 524210 USD BBG000G21FS2 20201102 180633 KIQ 6 6.8 37000 0.9995 0.4527 0.9995 0.4527 0.08 -0.05 12 KELSO TECHNOLOGIES INC 0.9 1.36 9.7 1.8 3/31/2020 47170 7.00 05/13/2010 14 4 3261 57.04 1 6 2/20/2020 3/18/2020 2/20/2020 3/18/2020 0.72 336510 USD BBG000JVF307 20201102 180633 KKPNY 5 14.7 207000 3.19 1.85 3.13 1.85 0.19 12 ROYAL KPN N.V. 0.1 0.43 2281.8 3109.8 6/30/2020 6682 4202844 0.50 06/09/2000 14 4 4899 34.15 1 3 11/27/2019 3/16/2020 1/22/2020 3/16/2020 3 517919 USD BBG000BKZ1W6 20201102 145059 KKR 7 110.2 2245000 37.97 15.55 37.97 15.55 0.31 0.25 12 KKR & CO INC KKR 69.6 1.34 2346.7 2601.6 6/30/2020 27013.3 559141 14 4 6282 28.21 1 7 10/21/2020 3/18/2020 10/21/2020 3/18/2020 29.17 523920 USD BBG000BCQ6J8 20201102 145100 KMDA 5 14.9 169000 13.33 4.4 13.33 4.4 0.48 1.23 12 KAMADA LTD KMDA 8 1.29 143.6 32.7 6/30/2020 0.3 44524 14 4 2834 42.15 1 21 8/24/2020 3/16/2020 8/24/2020 3/16/2020 6.83 325412 USD BBG004MPD1S4 20201102 145101 KMI 7 238 15662000 22.58 9.42 22.58 9.42 0.05 0.02 12 KINDER MORGAN KMI 43 1.05 3238 5100 9/30/2020 31915 2263794 14 4 4922 32.87 1 7 2/20/2020 3/19/2020 2/20/2020 3/19/2020 21.17 213112 USD BBG0019JZ882 20201102 180634 KMPH 5 387000 0.925 0.121 0.925 0.121 -0.14 12 KEMPHARM INC. COMMON STOCK KMPH 1.3 2.94 6.6 5.4 6/30/2020 77.3 72514 14 4 2834 109.02 1 3 8/26/2020 5/21/2020 8/26/2020 5/21/2020 0.38 325412 USD BBG0026ZG1F5 20201102 145102 KN 7 75 692000 22.79 11.1 22.2 11.1 0.19 12 KNOWLES CORP KN 73.3 1.38 388.4 151.5 6/30/2020 156.8 91641 14 4 3651 39.92 1 7 11/5/2019 3/18/2020 1/9/2020 3/18/2020 21.15 334290 USD BBG004M8M6J1 20201102 180634 KNBWY 5 17.6 52000 23.69 16.2 23.17 16.2 1.03 0.14 12 KIRIN HOLDINGS COMPA 0.38 7767.6 7052.5 6/30/2020 2785.2 834005 0.10 09/03/2002 14 4 2082 21.81 1 3 11/12/2019 3/16/2020 2/12/2020 3/16/2020 21.82 312120 USD BBG000BBD542 20201207 231442 KNDI 5 59.9 24733000 17.45 2.17 17.45 2.17 -0.13 12 KANDI TECHNOLGIES GROUP INC C KNDI 6.9 2.42 195.6 131.9 9/30/2020 14.4 72378 14 4 3714 211.92 1 21 11/24/2020 3/18/2020 11/24/2020 3/18/2020 4.73 336340 USD BBG000PNF2V6 20201102 180634 KNMCY 5 32.5 0 44.33 21.67 42.7 21.67 1.19 0.15 3 KONAMI HOLDINGS CORPORATION AMERICAN DEPOSITARY RE 0.57 1795.6 925.5 6/30/2020 94.3 133215 14 4 7372 57.81 1 3 11/21/2019 3/20/2020 9/11/2020 3/20/2020 40.62 511210 USD BBG000BTMBB2 20201102 145103 KNOP 7 9.3 134000 20.97 8.67 20.97 8.67 1.39 0.03 12 KNOT OFFSHORE PARTNERS LP KNOP 18.6 1.48 52.8 104 6/30/2020 911.9 32694 14 4 4412 29.55 1 7 1/17/2020 3/19/2020 1/17/2020 3/19/2020 19.81 483111 USD BBG0046HZ552 20201207 103229 KODK 7 88.4 6570000 60 1.5 60 1.5 -12.9 12 EASTMAN KODAK COMPANY KODK 15.7 6.05 706 368 9/30/2020 105 77163 14 4 7389 71.74 1 7 7/29/2020 3/23/2020 7/29/2020 3/23/2020 4.65 561499 USD BBG0057GTG80 20201102 143139 KOL 7 11000 113.9 54.099 100.5 54.099 VANECK VECTORS COAL ETF KOL 1.04 288 370 10.00 04/15/2020 14 4 17.62 1 11 11/6/2019 3/23/2020 1/2/2020 3/23/2020 98.9 0 USD BBG000V32R51 3 20201102 145104 KOS 7 7374000 7.55 0.501 6.79 0.501 -0.99 12 KOSMOS ENERGY KOS 71.1 3.56 566.6 539.1 6/30/2020 2008.1 405410 14 4 1311 90.99 1 7 11/12/2019 3/18/2020 1/16/2020 3/18/2020 5.7 213112 USD BBG000L2Q7C4 20201102 180635 KOSS 5 18000 2.81 0.8 2.81 0.8 -0.06 6 KOSS CORP 2.1 1.54 12.1 2.6 6/30/2020 1.2 7405 0.50 12/02/2009 0.50 11/06/2001 14 4 3651 57.43 1 2 8/24/2020 3/25/2020 8/24/2020 3/25/2020 1.54 334310 USD BBG000BMXYW2 20201102 145105 KPTI 5 1022000 29.61 13.1 29.61 13.39 -2.83 12 KARYOPHARM THERAPEUTICS INC. C KPTI 43.6 0.26 273.7 46.4 6/30/2020 109.9 73478 14 4 5999 47.22 1 21 3/2/2020 11/4/2019 3/2/2020 2/27/2020 19.17 325412 USD BBG001J272L7 20201102 143141 KRA 7 4.7 442000 31.44 4.45 31.44 4.45 -7.07 0.87 12 KRATON CORP KRA 71.1 2.98 650 366.6 9/30/2020 1311.5 31863 14 4 2821 83.36 1 7 10/20/2020 3/24/2020 10/20/2020 3/24/2020 25.32 325211 USD BBG000PM3N09 20201102 143141 KRE 7 10223000 59.38 27.26 58.47 27.26 SPDR S&P REGIONAL BANKING ETF KRE 1.56 11766 32952 14 4 38.8 1 11 12/18/2019 3/23/2020 1/2/2020 3/23/2020 58.25 0 USD BBG000D82H52 3 20201102 145106 KRNT 5 1155.8 176000 73.18 22.17 73.18 22.17 -0.11 12 KORNIT DIGITAL LTD. ORDINARY S KRNT 60.1 1.98 253.3 45.6 6/30/2020 43588 14 4 38.6 1 21 10/13/2020 3/20/2020 10/13/2020 3/20/2020 34.23 0 USD BBG0086KNBP4 20201102 145107 KTCC 5 16.6 44000 10.48 2.51 10.48 2.51 0.46 0.03 6 KEY TRONIC KTCC 28.7 2.1 242.8 112.2 9/30/2020 63.4 10760 14 4 3577 62.3 1 1 10/6/2020 3/23/2020 10/6/2020 3/23/2020 5.44 334118 USD BBG000BMZXV3 20201102 145108 KTOV 5 397000 14.4 2.2 14.4 2.2 -6.22 12 KITOV PHARAMCEUTICALS HOLDINGS LTD. AMERICAN DEPOS 0.1 2.51 8.3 3.5 12/31/2015 17211 10.00 08/21/2020 20.00 01/07/2019 14 4 52.61 1 2 6/29/2020 3/13/2020 6/29/2020 3/13/2020 7.8 0 USD BBG00B3L3T17 20201102 180635 KTHN 5 7.2 0 22 15.35 21 15.35 2.45 0.16 12 KATAHDIN BANKSHS CP 0.1 0.71 9/30/2020 59.2 3350 0.10 06/11/2007 14 4 6712 26.7 1 3 12/20/2019 4/28/2020 2/10/2020 4/28/2020 20.43 551111 USD BBG000BL86D4 20201102 145108 KURA 5 569000 35.25 6.35 35.25 6.35 -1.58 12 KURA ONCOLOGY INC. COMMON STOCK KURA 51.7 1.75 239.6 15.6 6/30/2020 7.2 56283 14 4 2836 49.55 1 21 10/16/2020 3/19/2020 10/16/2020 3/19/2020 13.75 325414 USD BBG008974342 20201102 145108 KVHI 5 4.4 37000 11.64 6.36 11.36 6.36 -1.02 2.73 12 KVH INDUSTRIES KVHI 44.8 0.54 109.3 38.4 6/30/2020 19.4 18595 14 4 3663 41.82 1 21 11/29/2019 3/16/2020 1/2/2020 3/16/2020 11.13 334220 USD BBG000C1TMY6 20201102 145109 KW 7 14.6 662000 23.5 10.98 22.8 10.98 0.9 0.62 12 KENNEDY-WILSON HOLDINGS KW 58.2 0.91 626 538.4 6/30/2020 5046.9 143489 14 4 6519 32.87 1 7 11/4/2019 3/23/2020 1/16/2020 3/23/2020 22.3 531190 USD BBG000CTY4J6 20201102 143145 KWEB 7 1878000 73.75 38.63 73.75 38.63 KRANESHARES CSI CHINA INTERNET KWEB 1.22 28329 41851 14 4 21.56 1 11 10/29/2020 3/16/2020 10/29/2020 3/16/2020 48.68 0 USD BBG004XB9HY6 3 20201102 180635 KYZN 5 86.7 0 2.6 1.4 2.6 1.4 0.03 0.15 12 KYZEN CORPORATION CL A 3.2 1.73 1.9 0.5 3/31/2004 0.1 4690 14 4 2842 118.76 1 3 10/30/2020 4/22/2020 10/30/2020 4/22/2020 1.79 325998 USD BBG000BY37X7 20201102 143147 LABD 7 827000 575 43.01 575 43.01 DIREXION DAILY S&P BIOTECH BEAR 3X LABD LABD1 -2.75 693 1166 20.00 08/28/2020 10.00 03/29/2018 14 4 99.3 1 11 3/17/2020 10/13/2020 3/17/2020 10/13/2020 247 0 USD BBG0099SHGJ5 3 20201102 143147 LABU 7 1313000 73.94 12.64 73.94 12.64 DIREXION DAILY S&P BIOTECH BULL LABU 3.8 3725 6961 4.00 03/24/2016 14 4 97.24 1 11 7/21/2020 3/18/2020 7/21/2020 3/18/2020 57.5 0 USD BBG0099SHLC1 3 20201102 145110 LADR 7 16.7 956000 18.969 2.65 18.969 2.65 0.45 0.06 12 LADDER CAPITAL CORP LADR 38.9 2.36 6/30/2020 4859.9 120395 14 4 6798 50.88 1 7 2/13/2020 3/18/2020 2/13/2020 3/18/2020 18.04 531190 USD BBG005RVGZ41 20201102 145111 LAND 5 253000 16.76 9.61 16.76 9.61 -0.11 12 GLADSTONE LAND CORPORATION COM LAND 25.3 0.58 13.7 12.3 6/30/2020 481.9 22205 14 4 6798 29.44 1 1 8/7/2020 3/16/2020 8/7/2020 3/16/2020 12.97 531210 USD BBG0014JY842 20201102 180636 LARK 5 6.2 4000 27.78 14.95 27.78 14.95 3.78 0.04 12 LANDMARK BANCORP 15.8 0.51 9/30/2020 24.7 4511 0.95 11/29/2019 0.95 11/30/2018 14 4 6021 35.07 1 1 6/8/2020 3/23/2020 6/8/2020 3/23/2020 25.05 522110 USD BBG000BJYZD6 20201102 145112 LBRDA 5 139.2 105000 151.49 80.14 151.49 80.14 1.01 12 LIBERTY BROADBAND CORPORATION LBRDA 8 1.02 52.1 12.1 6/30/2020 572.9 179899 14 4 4841 27.01 1 21 10/12/2020 3/18/2020 10/12/2020 3/18/2020 124.56 515210 USD BBG006GNRZ83 20201102 145112 LBRDK 5 140.3 834000 152.415 86.2 152.415 86.2 1.01 12 LIBERTY BROADBAND CORPORATION LBRDK 33.2 0.98 52.1 12.1 6/30/2020 572.9 179899 14 4 4841 24.67 1 21 10/12/2020 3/18/2020 10/12/2020 3/18/2020 125.75 515210 USD BBG006GNSZW5 20201102 180636 LBTYB 5 0 58.31 15.98 58.31 15.98 -1.4 12 LIBERTY GLOBAL PLC CLASS B ORD 1.02 10573.3 8651.7 6/30/2020 24305.3 593645 0.89 06/21/2016 0.50 09/07/2005 14 4 4841 69.65 1 21 5/1/2020 3/13/2020 5/1/2020 3/13/2020 22.74 515210 USD BBG000H0RXR9 20201102 145113 LC 7 889000 15.2938 4.315 13.6699 4.315 -1.98 12 LENDINGCLUB CORP LC LC1 48.6 1.12 6/30/2020 1122.1 71515 5.00 07/08/2019 14 4 6153 51.22 1 7 11/6/2019 6/26/2020 2/19/2020 6/26/2020 12.62 525990 USD BBG001YKDND6 20201102 145113 LCI 7 286000 13.12 4.89 10.34 4.89 -0.86 6 LANNETT COMPANY LCI 50 1.37 443.2 214.9 6/30/2020 592.9 40221 0.67 03/03/2003 14 4 2834 41.97 1 7 11/4/2019 7/14/2020 1/17/2020 7/14/2020 8.82 325412 USD BBG000DMSQ17 20201102 145114 LCNB 5 9.3 18000 19.5 10.03 19.43 10.03 1.48 0.07 12 LCNB LCNB 26.5 0.91 9/30/2020 41 12927 0.50 05/11/2007 0.50 05/03/2004 14 4 6021 31.89 1 2 12/30/2019 3/23/2020 1/2/2020 3/23/2020 19.3 522110 USD BBG000BB34W5 20201102 180637 LCTC 5 15.8 1000 5.99 1.5 5.8 1.5 -0.04 0.02 12 LIFELOC 1.87 5.8 0.9 6/30/2020 1.3 2454 14 4 3812 196.92 1 3 11/8/2019 10/16/2020 4/7/2020 10/16/2020 4.8 333914 USD BBG00294LBW4 20201102 145114 LCUT 5 58000 12.57 3.26 12.57 3.26 -2.91 12 LIFETIME BRANDS LCUT 25.2 1.2 329.2 107.3 6/30/2020 287.1 21769 0.91 02/13/1997 0.91 11/29/1995 14 4 3421 83.11 1 21 10/27/2020 4/3/2020 10/27/2020 4/3/2020 6.95 332215 USD BBG000C706J6 20201204 021324 LE 5 61.8 350000 25.9 4.05 25.9 4.05 0.4 -0.24 1 LANDS END INC. COMMON STOCK LE 27 2.8 545.4 283.6 7/31/2020 378.7 32604 14 4 5651 83.95 1 2 12/2/2020 4/3/2020 12/2/2020 4/3/2020 16.8 315990 USD BBG005P337D1 20201102 145115 LEA 7 48.1 505000 143.5 63.2 141.6 63.2 2.51 0.09 12 LEAR LEA 85.7 1.59 6406.7 4666.2 6/30/2020 2293.7 59944 0.50 03/18/2011 14 4 3714 37.44 1 7 12/20/2019 3/19/2020 1/17/2020 3/19/2020 137.2 336360 USD BBG000PTLGZ1 20201102 143154 LEAF 7 219000 7.45 1.03 7.45 1.03 -0.74 12 LEAF GROUP LTD LEAF 17 2.39 35.1 35.6 6/30/2020 81.2 28991 5.00 08/04/2014 14 4 7374 84.66 1 7 10/9/2020 4/24/2020 10/9/2020 4/24/2020 4 541511 USD BBG000PBV0M8 20201102 143155 LEDS 5 66000 4.5 1.03 4.5 1.03 -0.38 8 SEMILEDS 0.3 1.28 4.6 3.9 5/31/2020 6 4006 10.00 04/18/2016 14 4 3674 61.31 1 2 8/6/2020 3/16/2020 8/6/2020 3/16/2020 1.98 334413 USD BBG0014JY744 20201102 145115 LEE 7 8 151000 3.09 0.71 3.09 0.71 -0.1 9 LEE ENTERPRISES LEE 15.5 1.15 60.3 61 6/30/2020 429.4 58359 0.50 12/11/1995 0.50 03/04/1986 14 4 2711 48.1 1 7 1/29/2020 5/13/2020 1/29/2020 5/13/2020 1.42 511110 USD BBG000BN4PM2 20201102 145116 LEJU 7 20.3 164000 6.96 1.03 6.96 1.03 0.12 -0.31 12 LEJU HOLDINGS LTD LEJU 0.7 1.16 383.2 237.5 12/31/2019 135974 14 4 82.43 1 7 7/31/2020 3/18/2020 7/31/2020 3/18/2020 2.01 0 USD BBG0064LZ541 20201102 145116 LEU 6 1.6 96000 19.9 3.76 19.9 3.76 5.95 -0.16 12 CENTRUS INC 9 2.37 369.6 336.8 6/30/2020 114.1 12040 10.90 09/30/2014 25.00 07/02/2013 14 4 1481 68.7 1 6 8/10/2020 3/19/2020 8/10/2020 3/19/2020 6.88 212291 USD BBG000BQ2JM1 20201102 145117 LFVN 5 13.5 62000 17.25 7.75 17.25 7.75 0.82 0.1 6 LIFEVANTAGE CORP LFVN 35.8 1.83 43.9 25 6/30/2020 3.4 14242 7.00 10/19/2015 68.00 10/05/2004 14 4 2099 35.55 1 2 1/29/2020 3/18/2020 1/29/2020 3/18/2020 15.61 311999 USD BBG000CDJHR0 20201102 145117 LGIH 5 12.2 210000 132.98 33 132.98 33 8.79 0.39 12 LGI HOMES INC. COMMON STOCK LGIH 75.1 1.68 1594.4 130.4 6/30/2020 690.6 25089 14 4 1531 53.64 1 21 10/16/2020 4/3/2020 10/16/2020 4/3/2020 70.65 236118 USD BBG0056655S1 20201102 180638 LGL 6 7.9 9000 16.55 7.3554 16.55 7.3554 1.22 12 LGL GROUP 4.6 0.98 28.9 4.3 6/30/2020 0.4 5212 14 4 3679 40.26 1 6 1/22/2020 3/23/2020 1/22/2020 3/23/2020 15 334419 USD BBG000BN6WD5 20201102 145118 LGND 5 206.1 406000 127.8 57.24 127.8 57.24 0.4 1.24 12 LIGAND PHARMACEUTICALS LGND 78.1 1.44 1123.6 17 6/30/2020 639 16078 6.00 11/19/2010 14 4 2834 47.72 1 1 7/30/2020 3/17/2020 7/30/2020 3/17/2020 104.29 325412 USD BBG000BKF014 20201102 145118 LH 7 23 612000 212.47 98.02 212.47 98.02 8.69 0.07 12 LABORATORY CORPORATION LH 63.6 1.2 2981.2 2655.8 9/30/2020 5789.8 97400 0.50 05/13/2002 0.50 06/12/2001 14 4 8071 24.74 1 7 10/27/2020 3/19/2020 10/27/2020 3/19/2020 169.17 621511 USD BBG000D9DMK0 20201102 145118 LHCG 5 56.7 131000 231.79 100 231.79 100 3.82 0.19 12 LHC GROUP LHCG 89.4 0.49 380.3 231 6/30/2020 253 31590 14 4 8082 26.28 1 21 10/14/2020 3/18/2020 10/14/2020 3/18/2020 137.76 621610 USD BBG000G7W420 20201102 180638 LICT 5 13.3 0 18750 12801 18750 12801 1274.24 0.03 12 LICT CORPORATION 75.1 0.48 47.1 15.7 12/31/2018 28.7 20 100.00 11/10/2005 0.50 09/12/2000 14 4 4812 18.23 1 3 1/9/2020 3/23/2020 1/9/2020 3/23/2020 18000 517312 USD BBG000C20046 20201102 145119 LIFE 5 51000 7.62 2.13 7.62 2.13 -3.38 12 ATYR PHARMA INC. COMMON STOCK 51.8 1.69 31.9 12.9 6/30/2020 8.3 10008 14.00 07/01/2019 14 4 2836 59.67 1 2 1/6/2020 3/19/2020 1/6/2020 3/19/2020 4.17 325414 USD BBG001J2P692 20201102 145119 LILA 5 272000 18.7653 7.55 18.6145 7.55 -2.58 12 LIBERTY LATIN AMERICA LTD CLASS A LILA 7.9 1.47 2055.2 1576 6/30/2020 8189.8 231938 0.94 09/11/2020 14 4 3669 60.67 1 21 12/27/2019 9/24/2020 1/3/2020 9/24/2020 19.3 334290 USD BBG00JHP6GP5 20201102 145120 LILAK 5 1312000 19.95 7.465 19.845 7.465 -2.58 12 LIBERTY GLOBAL PLC LILAC CLASS C ORDINARY SHARES LILAK 26.9 1.48 2055.2 1576 6/30/2020 8189.8 231938 14 4 3669 61.81 1 21 12/27/2019 9/25/2020 1/3/2020 9/25/2020 19.46 334290 USD BBG00JKWHZ81 20201102 145120 LINC 5 12.6 143000 8.99 1.6 8.99 1.69 0.37 12 LINCOLN EDUCATIONAL LINC 25.3 0.77 50.5 57.2 6/30/2020 32 26409 14 4 8299 68.29 1 21 8/25/2020 11/25/2019 8/25/2020 3/16/2020 2.7 611710 USD BBG000GM1PH8 20201102 145120 LIND 5 475000 18.34 3.01 18.34 3.01 -0.89 12 LINDBLAD EXPEDITIONS HOLDINGS INC. COMMON STOCK LIND 27.5 2.38 146.6 182.9 6/30/2020 213.5 49858 14 4 4493 73.14 1 2 1/13/2020 3/23/2020 1/13/2020 3/23/2020 16.35 561510 USD BBG004MDWKS8 20201102 180639 LINK 5 94.4 2000 20 2 20 2 0.08 12 INTERLINK ELECTRONICS INC. COMMON STOCK 2.05 10.7 0.7 9/30/2018 3.4 6483 0.80 04/04/2016 0.50 02/25/2015 14 4 3679 115.05 1 3 8/17/2020 3/19/2020 8/17/2020 3/19/2020 4.75 334419 USD BBG000BH4WF8 20201102 145121 LIQT 5 654.8 27000 9.1 2.95 9.1 2.95 -0.12 12 LIQTECH INTERNATIONAL INC. 12.2 1.01 27.5 10.3 6/30/2020 21655 4.00 04/16/2019 4.00 04/09/2019 14 4 3599 57.79 1 2 10/5/2020 3/9/2020 10/5/2020 3/9/2020 5.85 333999 USD BBG000QKQ2T2 20201207 102437 LITB 7 8 524000 3.89 0.582 3.89 0.582 0.42 12 LIGHTINTHEBOX HOLDING CO LTD 0.77 57.4 71.7 6/30/2020 111776 14 4 5961 74.88 1 7 8/10/2020 4/14/2020 8/10/2020 4/14/2020 1.05 454113 USD BBG004FSXW88 20201102 145121 LITE 5 46.2 911000 96.735 59.06 96.735 59.06 1.79 6 LUMENTUM HOLDINGS INC LITE LITE1 68.8 0.98 2050 283 6/30/2020 1120.3 75462 14 4 3577 33.92 1 21 8/3/2020 3/18/2020 8/3/2020 3/18/2020 79.3 334118 USD BBG0073F9RT7 20201102 180639 LIVE 5 7000 12.5 3.49 12.5 3.49 -0.2 9 LIVE VENTURES INCORPORATED COMMON STOCK 3.2 1.35 55.8 35 6/30/2020 52.6 1603 6.00 12/08/2016 0.33 02/12/2014 14 4 5099 73.79 1 2 6/17/2020 3/19/2020 6/17/2020 3/19/2020 7.51 453998 USD BBG000CPW0C1 20201102 145121 LIVN 5 495000 85.3 33.4 80.75 33.4 -3.34 12 LIVANOVA PLC ORDINARY SHARES LIVN 87.7 0.93 549.4 512.6 6/30/2020 260.3 48667 14 4 3842 54.12 1 21 11/27/2019 3/23/2020 1/7/2020 3/23/2020 75.43 339112 USD BBG009LGHG16 20200830 011043 LIWA 5 1.88 12 LIHUA INTERNATIONAL 0.2 -1.9 294.1 19.5 12/31/2013 30032 0.33 09/17/2008 16 6 3351 697.96 1 3 0 331420 USD BBG000NZMSK8 20201102 145121 LJPC 5 230000 9.38 2.3 9.38 3.3569 -2.9 12 LA JOLLA PHARMACEUTICAL COMPAN LJPC 20.8 2.28 97.5 24.6 6/30/2020 0.2 27362 50.00 01/14/2014 100.00 02/17/2012 14 4 2836 58.58 1 2 2/12/2020 11/26/2019 2/12/2020 10/30/2020 3.93 325414 USD BBG000CJLRK9 20201102 145122 LL 7 19.6 524000 29.595 3.77 29.595 3.77 1.13 -0.32 12 LUMBER LIQUIDATORS LL 55.3 2.68 359.1 238.1 6/30/2020 82 28853 14 4 5211 50.08 1 7 8/24/2020 3/19/2020 8/24/2020 3/19/2020 9.77 444190 USD BBG000QKPTS5 20200830 011044 LLEN 5 0 0.64 4 L&L ENERGY CMN 0.1 3.36 95.9 57.8 1/31/2014 0.5 43471 14 4 1241 583.27 1 3 0.02 213113 USD BBG000TFP569 20201102 145122 LLNW 5 7723000 8.19 3.43 8.19 3.43 -0.07 12 LIMELIGHT NETWORKS LLNW 61.1 0.27 62.8 28.6 9/30/2020 10.6 122974 0.67 05/14/2007 14 4 8999 123.44 1 21 7/2/2020 10/30/2020 7/2/2020 10/30/2020 4.08 561990 USD BBG000P63Y91 20201102 145123 LLY 7 21.2 3973000 170.75 110.51 170.75 117.06 6.15 0.32 12 ELI LILLY LLY 55.3 0.15 13709.6 11775.2 9/30/2020 13817.9 956582 0.50 10/16/1997 0.50 12/21/1995 14 4 2834 31.52 1 7 7/9/2020 11/5/2019 7/9/2020 3/23/2020 131.43 325412 USD BBG000BNBDC2 20201102 145123 LMAT 5 39.1 102000 38.64 18.76 38.64 18.76 0.83 0.31 12 LEMAITRE VASCULAR LMAT 78 1.39 92.1 20.9 6/30/2020 0.2 20227 14 4 3841 43.17 1 1 1/13/2020 3/23/2020 1/13/2020 3/23/2020 35.95 339112 USD BBG000LY1HS2 20201102 145123 LMFA 5 1530000 4.89 0.3 4.89 0.3 -0.95 12 LM FUNDING AMERICA INC. COMMON STOCK 0.6 1.73 6/30/2020 4 14619 10.00 10/16/2018 14 4 6141 130.17 1 2 6/17/2020 4/7/2020 6/17/2020 4/7/2020 0.78 522390 USD BBG00BLYZ516 20201102 145124 LMNR 5 33000 21.85 10.6 21.85 10.6 -0.72 0.28 10 LIMONEIRA CO LMNR 54.1 1.11 35.1 31.7 7/31/2020 105.9 17816 0.10 04/08/2010 14 4 179 43.01 1 21 2/18/2020 3/12/2020 2/18/2020 3/12/2020 19.23 111336 USD BBG000BDPC13 20201102 145124 LMNX 5 91.8 633000 41.69 17.345 41.69 20.61 0.24 0.19 12 LUMINEX LMNX 61 0.52 202.5 58.1 6/30/2020 0.5 46363 14 4 3841 37.49 1 21 8/5/2020 11/5/2019 8/5/2020 10/21/2020 23.16 541714 USD BBG000BQ4J67 20201102 145124 LMRK 5 26.8 58000 18.08 7.05 17.8628 7.05 0.38 12 LANDMARK INFRASTRUCTURE PARTNE LMRK 6.2 1.24 25.9 8.6 6/30/2020 450 25478 14 4 6519 35.71 1 1 11/4/2019 3/23/2020 2/14/2020 3/23/2020 16.4 531190 USD BBG00793T0Q8 20201102 180640 LND 7 11.1 4000 4.98 2.5 4.98 2.5 0.35 6 BRASILAGRO - CIA BRAS 0.1 0.79 111.1 69.2 6/30/2020 36.2 59342 8.87 01/27/2016 14 4 7129 42.89 1 7 1/23/2020 3/19/2020 1/23/2020 3/19/2020 4.77 531190 USD BBG0016Q2RF5 20201102 145126 LNTH 5 36.2 516000 21.84 8.67 20.67 8.67 0.3 12 LANTHEUS HOLDINGS INC. COMMON STOCK LNTH LNTH1 64 1.22 172.9 66.1 6/30/2020 183.9 66813 14 4 8071 40.22 1 1 11/12/2019 3/18/2020 1/2/2020 3/18/2020 20.51 621511 USD BBG006Q52RD0 20201102 145126 LOAN 5 9.2 45000 6.5 2.54 6.48 2.54 0.46 0.1 12 MANHATTAN BRIDGE CAPITAL 6.7 0.56 7.3 1.5 9/30/2020 5.5 9620 14 4 6798 32.85 1 2 11/4/2019 3/25/2020 2/14/2020 3/25/2020 6.36 531390 USD BBG000BVMZD2 20201102 145126 LOB 5 41 354000 37.9 7.57 37.9 7.57 0.91 12 LIVE OAK BANCSHARES INC. COMMON STOCK LOB 42.7 1.52 9/30/2020 40576 14 4 6029 52.42 1 21 10/30/2020 3/19/2020 10/30/2020 3/19/2020 19.01 522120 USD BBG000MHBSQ5 20201102 145126 LOCO 5 25.7 297000 19.9 6.1485 19.9 6.1485 0.55 -0.12 12 EL POLLO LOCO HOLDINGS INC. C LOCO 39.4 1.69 24.7 74 6/30/2020 97 35922 14 4 5812 70.96 1 21 8/3/2020 3/18/2020 8/3/2020 3/18/2020 15.14 722511 USD BBG000LC2VD4 20201102 145126 LODE 6 12 332000 2.12 0.23 2.12 0.33 0.08 12 COMSTOCK MINING 2.5 1.79 13.3 4.4 6/30/2020 5.1 34441 5.00 11/29/2019 5.00 11/10/2017 14 4 6531 42.62 1 6 8/17/2020 11/29/2019 8/17/2020 3/19/2020 0.44 531390 USD BBG000BCBFG7 20200831 184300 LOGM 5 478 419000 86.63 62.0206 86.63 69.05 0.18 12 LOGMEIN 56.6 0.65 325 622.7 6/30/2020 200 49028 2.50 06/25/2009 14 4 7372 1.07 1 21 1/17/2020 10/25/2019 1/17/2020 3/17/2020 85.74 511210 USD BBG000Q0SZJ2 20201102 180641 LOGN 5 26.5 0 42.24 31.4 42.05 31.4 1.51 0.03 12 LOGANSPORT FINL CP 0.2 0.27 12/31/2009 30.4 784 0.50 07/14/2006 14 4 6035 111.35 1 3 12/24/2019 5/27/2020 6/22/2020 5/27/2020 39.17 522120 USD BBG000FBKL27 20201102 145127 LOPE 5 14.7 255000 106.14 57.89 106.14 57.89 5.33 0.18 12 GRAND CANYON EDUCATION LOPE 95.4 0.46 208.3 95.2 6/30/2020 107.8 47282 14 4 8299 30.59 1 21 8/5/2020 3/18/2020 8/5/2020 3/18/2020 95.79 611310 USD BBG000FV28W9 20201102 145127 LOV 6 37000 6.75 1.8043 6.75 1.8043 -0.48 12 SPARK NETWORKS 1.2 -0.43 32.4 109.4 12/31/2018 99.4 26057 14 4 8999 67.65 1 6 2/14/2020 3/23/2020 2/14/2020 3/23/2020 4.53 519130 USD BBG00HXSDXX1 20201102 145128 LPCN 5 892000 2.96 0.301 2.39 0.301 -0.49 12 LIPOCINE INC. COMMON STOCK LPCN 9.2 0.11 19.6 5 6/30/2020 3.8 65685 100.00 07/25/2013 14 4 2834 57.17 1 2 11/6/2019 3/18/2020 8/17/2020 3/18/2020 0.38 325412 USD BBG0029L1X69 20201102 145128 LPG 7 3.7 348000 16.68 6.08 16.68 6.08 2.21 0.36 3 DORIAN LPG LTD LPG 42.8 1.19 139.6 85 6/30/2020 581.9 51021 14 4 44.42 1 7 1/7/2020 3/19/2020 1/7/2020 3/19/2020 15.48 483111 USD BBG006476H39 20201102 145128 LPI 7 410000 61 6.6 61 6.6 -84.23 0.1 12 LAREDO PETROLEUM HOLDINGS INC LPI LPI1 31.7 4.64 200.5 170.9 6/30/2020 1170.4 11996 20.00 06/02/2020 14 4 1311 69.36 1 7 1/6/2020 3/30/2020 1/6/2020 3/30/2020 1148 211120 USD BBG000DZCFX4 20201102 145129 LPLA 5 12.4 497000 99.6 32.01 99.6 32.01 6.44 0.3 12 LPL FINANCIAL HOLDINGS LPLA 85 1.17 6/30/2020 2398.8 79090 14 4 6211 29.41 1 21 1/17/2020 3/18/2020 1/17/2020 3/18/2020 92.25 523110 USD BBG000P2TYL8 20201102 145131 LRCX 5 19 1429000 387.695 181.38 387.695 181.38 18 0.32 6 LAM RESEARCH LRCX 77.3 1.13 10853.5 3162.4 9/30/2020 4959.4 144009 0.33 03/17/2000 0.67 09/16/1993 14 4 3559 32.52 1 21 8/3/2020 3/18/2020 8/3/2020 3/18/2020 292.4 333249 USD BBG000BNFLM9 20201102 145131 LRN 7 20.1 1218000 52.84 15.06 52.84 15.06 1.19 0.16 6 K12 LRN 62.7 0.65 501.3 273.4 9/30/2020 0.8 41536 14 4 8211 49.89 1 7 8/5/2020 3/25/2020 8/5/2020 3/25/2020 20.35 611110 USD BBG000QSXPZ9 20201102 180643 LSBK 5 16.4 0 15.9016 8.95 15.9016 8.95 0.76 0.04 12 LAKE SHORE BANCORP 1.4 0.59 9/30/2020 34.6 5835 14 4 6035 65.26 1 1 2/20/2020 3/23/2020 2/20/2020 3/23/2020 15.3 522120 USD BBG000M2RGF9 20201102 145132 LTBR 5 419000 8.55 1.71 8.55 1.71 -2.76 12 LIGHTBRIDGE CORP 4.5 3.34 18.4 0.4 6/30/2020 5400 12.00 10/22/2019 5.00 07/20/2016 14 4 7389 105.37 1 2 5/11/2020 4/7/2020 5/11/2020 4/7/2020 4.5 561499 USD BBG000DDGCT1 20201102 180643 LTRE 5 0 0.7985 0.18 0.7985 0.18 -0.16 9 LEARNING TREE INTL INC 0.34 16.2 29.1 9/30/2018 13224 14 4 8243 387.12 1 3 1/31/2020 3/18/2020 1/31/2020 3/18/2020 0.66 611420 USD BBG000FTS124 20201102 145132 LTRPA 5 917000 10.2 0.8578 7.76 0.8578 -3.14 12 LIBERTY TRIPADVISOR HOLDINGS LTRPA 31.4 2.42 557 437 6/30/2020 353 75120 14 4 8999 69.4 1 21 11/5/2019 3/18/2020 1/17/2020 3/18/2020 7.35 519130 USD BBG005DKMJ67 20201102 180644 LTRPB 5 0 134 2.1 134 2.1 -3.14 12 LIBERTY TRIPADVISOR HOLDINGS 9.88 557 437 6/30/2020 353 75120 14 4 8999 66.65 1 21 4/15/2020 3/19/2020 4/15/2020 3/19/2020 7.25 519130 USD BBG005DKMKF4 20201102 145133 LTRX 5 108000 5.48 1.58 5.48 1.58 -0.42 6 LANTRONIX 11.6 2.27 34.5 15.8 6/30/2020 3.7 28558 6.00 12/21/2009 14 4 3669 44.36 1 2 9/1/2020 3/20/2020 9/1/2020 3/20/2020 3.55 334290 USD BBG000BW4GK4 20201102 145133 LUB 7 146000 3.3 0.46 3.3 0.46 -1.53 8 LUBY'S 24.6 1.1 27.4 33 5/31/2020 45.4 30675 0.67 08/06/1990 0.67 08/12/1986 14 4 5812 67.34 1 7 10/2/2020 3/24/2020 10/2/2020 3/24/2020 2.2 722514 USD BBG000BNHFB2 20201102 145133 LULU 5 77.1 1264000 399.8965 128.845 399.897 128.845 4.14 0.24 1 LULULEMON ATHLETICA LULU 74 1.4 1807.9 620.4 7/31/2020 130313 0.50 07/12/2011 14 4 2399 33.91 1 21 9/2/2020 3/18/2020 9/2/2020 3/18/2020 231.67 315990 USD BBG000R8ZVD1 20201102 145134 LWAY 5 35.5 51000 8.89 1.43 8.89 1.43 0.13 -0.24 12 LIFEWAY FOODS 4.4 2.12 19.2 9.5 6/30/2020 2.7 15604 0.50 08/16/2006 0.50 03/09/2004 14 4 2023 80.63 1 1 9/16/2020 3/18/2020 9/16/2020 3/18/2020 1.99 311514 USD BBG000BNJTC9 20201102 145134 LXFR 7 32.7 87000 19.35 10.27 18.8407 10.27 0.38 -0.36 12 LUXFER HOLDINGS LXFR 65.2 0.81 176.1 74 9/30/2020 91.4 27622 14 4 3589 44.44 1 7 12/17/2019 3/16/2020 1/13/2020 3/16/2020 18.51 333319 USD BBG0029SH078 20201102 145135 LXRX 5 2.9 824000 5.33 1.1 4.47 1.1 0.38 12 LEXICON PHARMACEUTICALS LXRX 27.2 1.32 337.8 65.3 6/30/2020 234.2 107106 7.00 05/21/2015 14 4 2836 51.02 1 21 12/10/2019 10/30/2020 1/16/2020 10/30/2020 4.15 325414 USD BBG000BQ85G2 20201102 145136 LXU 7 286000 5.14 1 4.37 1 -4.04 12 LSB INDUSTRIES LXU 15 2.32 130.9 103.3 6/30/2020 449.6 29317 0.95 06/14/1982 0.95 12/09/1981 14 4 2899 114.22 1 7 12/20/2019 7/10/2020 1/17/2020 7/10/2020 4.2 325998 USD BBG000C1C526 20201102 145136 LYB 7 11.3 1979000 98.91 33.71 95.47 33.71 6.06 0.04 12 LYONDELLBASELL INDUSTRIES LYB 63.6 1.45 9510 5198 6/30/2020 11614 333839 14 4 2869 48.35 1 7 11/5/2019 3/16/2020 1/2/2020 3/16/2020 94.48 325199 USD BBG000WCFV84 20201102 145138 MACK 5 32.2 16000 4.75 1.49 4.75 1.49 0.12 12 MERRIMACK PHARMACEUTICALS MACK MACK1 12.1 2.39 18.7 2.8 6/30/2020 14.9 13380 10.00 09/06/2017 14 4 2834 24.73 1 1 8/14/2020 3/20/2020 8/14/2020 3/20/2020 3.15 325412 USD BBG000CQXS37 20201102 180644 MAGS 5 29.1 19000 4.45 2.46 4.45 2.46 0.13 -0.19 12 MAGAL SECURITY SYSTEMS MAGS 2.6 1.03 96.3 29.1 6/30/2020 23154 0.95 08/01/2004 0.49 08/11/2003 14 4 3669 30.35 1 1 8/12/2020 5/5/2020 8/12/2020 5/5/2020 3.75 334290 USD BBG000BLSDQ3 20201102 145138 MAIN 7 345000 45.1 14.11 45.1 14.11 -1.19 -0.02 12 MAIN STREET CAPITAL MAIN 7 1.49 169.6 124.6 6/30/2020 201.9 65865 14 4 6799 29.61 1 7 2/18/2020 3/19/2020 2/18/2020 3/19/2020 43.11 523920 USD BBG000BXT422 20201102 145139 MANU 7 188000 20.48 12.06 20.48 12.06 -0.18 -0.05 6 MANCHESTER UNITED MANU 20.1 0.76 290.7 515.1 6/30/2020 672.4 162937 14 4 7997 36.38 1 7 1/8/2020 3/18/2020 1/8/2020 3/18/2020 19.93 711211 USD BBG0035WV4N9 20201102 145140 MARA 5 11973000 5.25 0.3522 5.25 0.3522 -0.54 12 MARATHON PATENT GROUP INC. CO MARA 2 3.46 1.5 1.9 6/30/2020 1 32143 4.00 04/08/2019 4.00 10/30/2017 14 4 6282 112.39 1 2 8/6/2020 3/16/2020 8/6/2020 3/16/2020 0.88 523930 USD BBG001K7WBT8 20201102 145140 MARPS 5 11.5 1927000 8.7 1.01 8.7 1.01 0.29 -0.21 6 MARINE PETROLEUM TRUST 1.12 0.9 6/30/2020 2000 14 4 1389 339.52 1 2 10/19/2020 5/1/2020 10/19/2020 5/1/2020 1.88 213112 USD BBG000BNN8V9 20201102 145140 MASI 5 54.7 334000 258 140.53 258 143.9 4.09 0.21 12 MASIMO MASI 76.8 0.65 996.1 172.2 9/30/2020 185 55055 14 4 3841 35.04 1 21 5/12/2020 11/6/2019 5/12/2020 3/18/2020 158.06 339112 USD BBG000C3W281 20201102 180645 MAYS 5 305.6 0 34.0799 17.75 34.0799 17.75 -0.45 0.15 7 J.W. MAYS 1 -0.09 12.8 2.9 7/31/2020 9.4 2016 14 4 6512 70.65 1 2 2/5/2020 8/24/2020 2/5/2020 8/24/2020 30.75 531120 USD BBG000BNQ882 20201102 143235 MBB 5 2088000 111.31 104.79 111.31 104.79 ISHARES BARCLAYS MBS BOND MBB 0.54 223801 202700 14 4 1 1 1 5/7/2020 3/12/2020 5/7/2020 3/12/2020 108.06 0 USD BBG000QN3H90 3 20201102 180645 MBCN 5 13.6 4000 28.8 12 27.7259 12 1.4 0.02 12 MIDDLEFIELD BANC CMN 17.7 0.83 9/30/2020 8.7 6378 0.50 11/12/2019 0.95 11/28/2007 14 4 6022 56.52 1 2 12/13/2019 3/23/2020 1/3/2020 3/23/2020 26.09 522110 USD BBG000BTQQK5 20201102 145142 MBII 5 125000 1.5 0.6101 1.5 0.6101 -0.29 12 MARRONE BIO INNOVATIONS INC. 74.9 0.4 21.7 21.1 6/30/2020 19.1 152475 14 4 2869 53.01 1 2 8/11/2020 4/15/2020 8/11/2020 4/15/2020 1.01 325180 USD BBG001QMD5L1 20201102 145142 MBUU 5 17.1 168000 63.88 18.02 63.88 18.02 2.98 6 MALIBU BOATS INC. CLASS A COM MBUU 99.1 2 124.5 70.2 6/30/2020 82.8 20630 14 4 3732 58.71 1 1 7/28/2020 4/3/2020 7/28/2020 4/3/2020 40.95 336612 USD BBG005PXTR70 20201102 145143 MC 7 27.4 541000 42.12 22.11 42.12 22.11 1.36 12 MOELIS & COMPANY MC 91.5 1.23 224.4 477.2 9/30/2020 55466 14 4 6231 34.62 1 7 10/27/2020 3/18/2020 10/27/2020 3/18/2020 31.92 523110 USD BBG000RNBH63 20201102 145143 MCBC 5 8.4 70000 11.42 6.01 11.24 6.01 0.86 0.25 12 MACATAWA BANK MCBC 21.9 0.86 9/30/2020 80.6 34101 0.95 05/09/2007 0.67 06/30/2006 14 4 6022 41.47 1 21 12/16/2019 3/23/2020 1/2/2020 3/23/2020 11.13 522110 USD BBG000BHXPK5 20201102 180646 MCBK 5 14.2 0 42.98 21 42.98 21 2.11 0.15 12 MADISON COUNTY FINANCIAL 0.2 0.12 12/31/2018 51.6 2770 14 4 6029 134.24 1 3 9/30/2020 3/25/2020 9/30/2020 3/25/2020 28 522110 USD BBG002YJFKQ7 20201102 143240 MCC 7 8000 45.6 7 45.2 7 -36.19 9 MEDLEY CAPITAL MCC1 97.3 1.83 6/30/2020 95 2724 20.00 07/27/2020 14 4 6282 39.94 1 7 12/30/2019 3/17/2020 1/15/2020 3/17/2020 43.6 523999 USD BBG000QVJ332 20201102 180646 MCCK 5 14.2 0 50 23.5 50 23.5 2 0.04 12 MESTEK INC 0.5 0.27 197.9 53.5 9/30/2018 10.2 7507 14 4 3585 11.57 1 3 7/17/2020 3/23/2020 7/17/2020 3/23/2020 30.95 332322 USD BBG000BNS7V6 20201102 180647 MCEM 5 11.8 0 62.5 42 62.5 42 4.73 0.48 12 MONARCH CEMENT CO COMMON STOCK 3 0.24 67.2 15.2 6/30/2018 2.1 3861 14 4 3241 27.86 1 3 2/14/2020 3/19/2020 2/14/2020 3/19/2020 60.4 327310 USD BBG000BCSZT1 20201102 180646 MCCRF 5 5.9 0 0.497 0.2521 0.4965 0.2521 0.06 -0.57 12 MCCOY GLOBAL INC 24.9 0.38 31.1 10.4 6/30/2020 4.2 27631 14 4 919 161.46 1 3 12/4/2019 2/28/2020 1/7/2020 2/28/2020 0.47 213112 USD BBG000JBLQ12 20201102 145144 MCEP 5 3.9 575000 8.7 1.14 8.7 1.14 -5.8 12 MID-CON ENERGY PARTNERS MCEP1 6 0.85 7.6 10.4 6/30/2020 68 14312 20.00 04/13/2020 14 4 1311 111.9 1 2 1/7/2020 3/16/2020 1/7/2020 3/16/2020 5.55 211120 USD BBG001ZSNSQ2 20201102 145145 MCFT 5 157000 23.53 4.9 23.53 4.9 -1.28 6 MASTERCRAFT BOAT HOLDINGS INC MCFT 46.2 2.6 56.7 55.4 6/30/2020 99.7 18872 14 4 3732 58.29 1 1 7/28/2020 4/3/2020 7/28/2020 4/3/2020 15.75 336612 USD BBG002ZYLPN8 20201102 143241 MCHI 5 3723000 79.41 50 79.41 50 ISHARES MSCI CHINA INDEX MCHI 1.02 59479 80600 14 4 18.04 1 1 10/29/2020 3/16/2020 10/29/2020 3/16/2020 64.09 0 USD BBG001LRJJH4 3 20201102 145145 MCHX 5 76000 4.24 1.1 4.05 1.1 -0.66 12 MARCHEX MCHX 17.6 1.9 62.4 17.5 6/30/2020 39558 14 4 7389 56.24 1 21 11/14/2019 3/19/2020 2/12/2020 3/19/2020 3.78 541890 USD BBG000GF2LH1 20201102 145145 MCK 7 27 865000 172.18 112.6 172.18 112.6 5.47 -0.05 3 MCKESSON MCK 71.7 0.63 42222 42624 6/30/2020 6335 162190 0.50 01/05/1998 14 4 5122 28.84 1 7 2/21/2020 3/16/2020 2/21/2020 3/16/2020 138.32 424210 USD BBG000DYGNW7 20201102 180647 MCRAA 5 57.7 0 25.75 15 25.75 15 0.35 0.2 7 MCRAE INDS CL A 7.3 0.47 33 6 10/31/2005 3.1 2571 0.50 09/26/1983 14 4 3149 37.41 1 3 9/14/2020 3/24/2020 9/14/2020 3/24/2020 24.25 316210 USD BBG000BPC9C5 20201102 143242 MCRAB 5 57.1 0 25 12 24.25 12 0.35 0.2 7 MCRAE INDS CL B 0.6 33 6 10/31/2005 3.1 2571 14 4 3149 126.57 1 3 12/31/2019 3/25/2020 2/11/2020 3/25/2020 25 316210 USD BBG000BPCQM6 20201102 145146 MCRB 5 545000 35.023 2.52 35.023 2.52 -0.99 12 SERES THERAPEUTICS INC. COMMON STOCK MCRB 62.9 5.06 100.2 46 6/30/2020 24.6 89293 14 4 2834 72.41 1 21 10/14/2020 3/12/2020 10/14/2020 3/12/2020 3.45 325412 USD BBG0099X6859 20201102 145147 MD 7 950000 28.66 7.37 27.9 7.37 -23.29 0.01 12 MEDNAX MD 63 1.79 657 511.9 6/30/2020 1730.4 85462 0.50 12/20/2013 0.50 04/28/2006 14 4 8093 54.54 1 7 12/19/2019 3/18/2020 1/2/2020 3/18/2020 27.79 621498 USD BBG000H8LGK2 20201102 145147 MDGS 5 12684000 5.15 0.83 5.15 0.83 -4 12 MEDIGUS LTD. AMERICAN DEPOSITARY SHARE 0.1 2.74 8.3 3.4 12/31/2018 7659 4.00 07/16/2018 10.00 03/15/2017 14 4 3841 168.78 1 2 5/1/2020 3/18/2020 5/1/2020 3/18/2020 1.74 339112 USD BBG008QPWDD0 20201102 143247 MDIV 5 88000 19.06 9.0124 19.06 9.0124 FIRST TRUST MULTI-ASSET DIV IN MDIV 1.81 4407 32600 14 4 14.54 1 1 1/17/2020 3/18/2020 1/17/2020 3/18/2020 18.79 0 USD BBG00393LWB1 3 20201102 145147 MDLY 7 4535000 33 2.8 33 2.8 -0.88 12 MEDLEY MANAGEMENT INC 0.8 1.68 18.7 22.8 6/30/2020 128.4 26960 10.00 11/02/2020 14 4 6799 227.55 1 7 11/5/2019 5/6/2020 1/9/2020 5/6/2020 29.6 523920 USD BBG0070HYRH1 20201102 145148 MDRX 5 2534000 11.82 4.56 11.66 4.56 -0.33 12 ALLSCRIPTS-MISYS MDRX 93.2 1.01 841.3 1210.7 6/30/2020 551 162969 14 4 7371 89.28 1 21 11/5/2019 3/17/2020 10/15/2020 3/17/2020 9.81 541519 USD BBG000BLDXH5 20201102 145149 MDT 7 30.6 4388000 122.1477 72.13 122.148 72.13 3.29 0.08 4 MEDTRONIC PLC MDT 68 0.73 22031 10366 7/31/2020 21976 1344409 0.50 09/27/1999 0.50 09/15/1997 14 4 3845 25.45 1 7 1/22/2020 3/18/2020 1/22/2020 3/18/2020 113.45 334510 USD BBG000BNWG87 20201102 145150 MDWD 5 16.3 48000 4.44 1.4427 4.44 1.4427 -0.34 12 MEDIWOUND LTD. ORDINARY SHARES 2.1 1.63 35.6 10.4 6/30/2020 27211 14 4 2834 33.61 1 1 7/27/2020 4/3/2020 7/27/2020 4/3/2020 3.1 325412 USD BBG005ZPKRQ4 20201102 145150 MDXG 5 147000 7.95 2.95 7.9 2.95 -0.07 12 MIMEDX GROUP MDXG 0.5 1.66 123.2 67.3 6/30/2020 61.9 111035 3.09 04/02/2008 14 4 3841 41.12 1 3 12/31/2019 3/19/2020 2/21/2020 3/19/2020 7.58 339113 USD BBG000RJ6FL5 20201102 143252 MDY 7 862000 384.47 214.22 384.47 214.22 SPDR S&P MIDCAP 400 MDY 1.19 144814 42716 14 4 21.91 1 11 2/20/2020 3/23/2020 2/20/2020 3/23/2020 375.38 0 USD BBG000BBNQB7 3 20201102 143253 MEG 7 91000 33.103 16.41 33.103 16.41 -3.31 12 MONTROSE ENVIRONMENTAL GROUP INC MEG 27.5 1.12 73.2 73.3 6/30/2020 145 24955 0.50 06/15/1987 0.50 12/05/1986 14 4 9511 60.96 1 7 9/2/2020 7/23/2020 9/2/2020 7/23/2020 541620 USD BBG000K2VVY2 20201102 143253 MEIL 5 41000 0.065 0.0032 0.065 0.0035 -0.22 11 METHES ENERGIES 2.1 6.76 0.8 2.3 8/31/2015 1.8 13860 14 6 1389 423.33 1 3 5/22/2020 12/27/2019 5/22/2020 1/6/2020 0 324110 USD BBG003NT97D5 20201102 145151 MEIP 5 579000 4.4585 0.72 4.4585 0.72 -0.51 6 MEI PHARMA INC. COMMON STOCK MEIP 25.8 1.6 208.6 23.3 6/30/2020 112522 6.00 12/19/2012 10.00 03/31/2010 14 4 2834 54.8 1 2 6/23/2020 3/19/2020 6/23/2020 3/19/2020 2.48 325412 USD BBG000BSGT68 20201102 145151 MELI 5 475000 1378.5 422.22 1378.5 422.22 -3.5 12 MERCADOLIBRE MELI 69.5 1.52 3788.9 1752.3 6/30/2020 631.4 49710 14 4 5961 43.06 1 21 10/20/2020 3/18/2020 10/20/2020 3/18/2020 571.94 454110 USD BBG000GQPB11 20201102 145151 MESO 5 562000 21.28 3.1201 21.28 3.1201 -0.74 6 MESOBLAST LIMITED AMERICAN DEPOSITARY SHARES MESO 1.4 3.76 136.5 90.1 6/30/2020 57 117317 14 4 2836 137.92 1 21 8/17/2020 3/23/2020 8/17/2020 3/23/2020 7.37 541711 USD BBG000QD6LZ1 20201102 180649 MFBP 5 0 8 2.4 8 2.4 -0.04 -0.22 12 M&F BANCORP INC 0.74 6/30/2016 0.9 2031 0.50 01/11/2005 0.67 01/24/2000 14 4 6022 73.45 1 3 6/19/2020 4/22/2020 6/19/2020 4/22/2020 2.85 522110 USD BBG000BD9P67 20201102 143258 MFCO 5 11.4 0 0.9749 0.4 0.9749 0.4 0.04 9 MICROWAVE FILTER C 0.1 0.5 1.5 0.4 6/30/2019 0.2 2579 0.95 01/30/1996 0.95 12/22/1993 14 4 3679 256.43 1 3 1/28/2020 5/26/2020 1/28/2020 5/26/2020 0.67 334290 USD BBG000BNYG85 20201102 180649 MFNC 5 7.9 12000 17.75 6.52 17.4 6.52 1.26 0.34 12 MACKINAC FINANCIAL 27.6 0.8 6/30/2020 64.6 10534 20.00 12/16/2004 0.33 09/14/1998 14 4 6022 42.37 1 2 12/26/2019 3/23/2020 1/2/2020 3/23/2020 17.46 522110 USD BBG000BD9VL7 20201102 180649 MFON 5 5000 1.11 0.521 1.11 0.521 -0.11 12 MOBIVITY HOLDINGS 0.4 0.25 2 5.2 6/30/2020 1.6 51615 6.00 11/13/2013 0.50 10/05/2010 14 4 7379 70.25 1 3 1/23/2020 4/9/2020 1/23/2020 4/9/2020 1 541519 USD BBG000PZ4V38 20201102 145153 MG 7 132000 16.56 2.77 14.39 2.77 -3.35 -0.21 12 MISTRAS GROUP MG 36.9 1.7 179.2 109.2 6/30/2020 248.1 29110 14 4 7382 41.13 1 7 11/4/2019 3/18/2020 1/6/2020 3/18/2020 14.27 561621 USD BBG000DQF1G1 20201102 145154 MGIC 5 40.6 26000 16.87 6.3142 16.87 6.3142 0.31 -0.06 12 MAGIC SOFTWARE MGIC 9.2 1.29 205 66.9 6/30/2020 15.5 48977 0.33 02/14/2000 14 4 7372 31.02 1 21 8/19/2020 3/18/2020 8/19/2020 3/18/2020 9.78 511210 USD BBG000G4J9J3 20201102 143301 MGK 7 326000 201.47 108.5985 201.47 108.599 CRSP US MEGA CAP GROWTH IND MGK 1.05 94763 50639 14 4 26.21 1 11 9/2/2020 3/23/2020 9/2/2020 3/23/2020 145.66 0 USD BBG000V1FPR1 3 20201102 145154 MGLN 5 12.4 120000 81.04 30.6 79.87 30.6 5.82 -0.05 12 MAGELLAN HEALTH INC. COMMON S MGLN 73.1 1.23 1673 910.1 6/30/2020 679.1 25310 14 4 8069 26.52 1 21 12/6/2019 3/18/2020 10/16/2020 3/18/2020 78.25 622310 USD BBG000BD6DD9 20201102 145154 MGNX 5 437000 32.18 4.04 32.18 4.04 -3.38 12 MACROGENICS INC. COMMON STOCK MGNX 54.8 2.18 239.8 45.2 6/30/2020 54091 14 4 2834 56.9 1 21 7/8/2020 3/18/2020 7/8/2020 3/18/2020 10.88 325412 USD BBG000BM2SF8 20201102 143302 MGV 7 122000 88.368 55.9959 88.368 55.9959 CRSP US MEGA CAP VALUE IND MGV 0.92 30407 38160 14 4 18.44 1 11 2/12/2020 3/23/2020 2/12/2020 3/23/2020 87.18 0 USD BBG000V1FF75 3 20201102 180650 MGYR 5 22.8 0 14.3 7.5 14.3 7.5 0.38 0.39 9 MAGYAR BANCORP 1.5 0.34 6/30/2020 36.2 5811 14 4 6022 60.73 1 1 8/11/2020 7/21/2020 8/11/2020 7/21/2020 12.3 522110 USD BBG000BQD095 20201102 180650 MHGU 5 21.2 0 20.49 9 20.49 9 0.85 0.21 12 MERITAGE HOSP GR 0.39 25.2 117.6 6/30/2020 157.7 6461 14 4 5812 43.55 1 3 2/14/2020 4/6/2020 2/14/2020 4/6/2020 20 722511 USD BBG000BP19L7 20201102 145155 MHH 6 17.2 15000 29.98 6.993 29.98 7.25 0.91 0.21 12 MASTECH DIGITAL INC 13.7 0.49 36.9 19.1 9/30/2020 20.7 11379 0.50 08/27/2018 0.80 12/02/2013 14 4 8742 63.63 1 6 6/17/2020 11/4/2019 6/17/2020 3/19/2020 11.07 561311 USD BBG000CV1443 20201102 145155 MHLD 5 44000 1.7 0.3824 1.7 0.3824 -0.61 12 MAIDEN HOLDINGS MHLD 11.5 0.55 6/30/2020 254.9 84719 14 4 6331 39.03 1 2 8/4/2020 3/20/2020 8/4/2020 3/20/2020 0.75 524130 USD BBG000VHQVD6 20201102 145156 MICT 5 333000 8.45 0.4387 8.45 0.4387 -0.32 12 MICRONET ENERTEC TECHNOLOGIES 0.2 1.61 4.4 0.3 6/30/2020 1.9 55124 2.00 03/18/2013 14 4 3575 143.73 1 2 8/18/2020 3/27/2020 8/18/2020 3/27/2020 0.89 334118 USD BBG000LRBVR6 20201102 143305 MIDU 7 82000 52.34 6.728 52.34 6.728 DIREXION DAILY MID CAP BULL 3X MIDU 3.5 401 1850 0.25 05/20/2015 0.33 05/05/2010 14 4 66.06 1 11 1/17/2020 3/23/2020 1/17/2020 3/23/2020 49.35 0 USD BBG000D0NHM7 3 20201102 145156 MIK 5 8.9 4298000 11.7 1 11.7 1 0.91 1 THE MICHAELS COMPANIES INC. C MIK 48 3.47 1599.8 1196.4 7/31/2020 2644.5 147438 14 4 5945 62.89 1 21 9/2/2020 3/18/2020 9/2/2020 3/18/2020 8.09 451120 USD BBG005CPNTS0 20201102 145156 MIME 5 477.6 470000 54.4 25.14 54.4 25.14 0.08 3 MIMECAST LIMITED ORDINARY SHARES MIME 73.4 1.3 298.9 288.7 6/30/2020 86.3 63290 14 4 7379 36.27 1 21 2/10/2020 3/18/2020 2/10/2020 3/18/2020 43.38 541519 USD BBG00B6W26V8 20201102 145157 MIND 5 53000 3.3328 0.7 3.3328 0.7 -1.74 1 MIND TECHNOLOGY INC MIND 21.5 2.23 30.6 8.4 7/31/2020 17.3 12182 14 4 3812 51.46 1 21 1/9/2020 4/7/2020 1/9/2020 4/7/2020 2.87 334511 USD BBG000BCKST5 20201102 143308 MINT 7 903000 102 96.77 102 96.77 PIMCO ENHANCED SHORT MATURITY 0.17 142839 140100 14 4 0.27 1 11 9/18/2020 3/20/2020 9/18/2020 3/20/2020 101.59 0 USD BBG000PVW5B4 3 20201102 180651 MITEY 5 14.1 38000 20.73 11.29 20.73 11.29 1.07 0.16 3 MITSUBISHI ESTATE CO 0.1 0.67 10670.3 6350.7 6/30/2020 19647.7 1338651 0.10 12/22/2011 14 4 6519 18.4 1 3 1/28/2020 3/20/2020 1/28/2020 3/20/2020 19.05 531190 USD BBG000BGLDW4 20201102 180651 MITSY 5 8.6 2000 377.94 247.6 377.94 247.6 36.56 0.06 3 MITSUI AND CO ADR ## 0.1 0.75 39447.4 25834.3 6/30/2020 40449.7 84158 14 4 2911 20.92 1 3 9/3/2020 3/23/2020 9/3/2020 3/23/2020 354.37 324199 USD BBG000BBGFN6 20201102 145158 MITT 7 2.1 559000 16.7 1.46 16.7 1.46 -13.95 -0.07 12 AG MORTGAGE INVESTMENT MITT 11.5 1.69 45.3 1187.9 6/30/2020 224.3 40722 14 4 6798 31 1 7 2/21/2020 4/3/2020 2/21/2020 4/3/2020 15.42 531390 USD BBG001KJLYZ7 20201102 145158 MIXT 7 24.4 44000 14.92 6.64 14.92 6.64 0.35 0.05 3 MIX TELEMATICS LIMITED MIXT 7.6 0.88 53.4 27.5 6/30/2020 0.1 21893 14 4 33.6 1 7 1/17/2020 3/18/2020 1/17/2020 3/18/2020 12.97 0 USD BBG004SZ5RB6 20201102 180652 MIXX 5 7000 0.08 0.0052 0.08 0.0053 -1.25 8 MIX 1 LIFE INC 5.6 0.8 3 5/31/2016 4.2 15002 3.00 09/11/2014 3.00 10/07/2013 14 4 2099 1212.54 1 3 7/31/2020 12/24/2019 7/31/2020 1/30/2020 0.01 311999 USD BBG001WMJSC8 20200930 161408 MJCO 5 72.7 96000 16.6 4.57 16.6 4.57 0.22 3 MAJESCO 4 1.24 101 48.8 6/30/2020 0.1 43373 14 4 7371 62.33 1 1 8/10/2020 3/16/2020 8/10/2020 3/16/2020 8.25 423430 USD BBG001BP99C7 20201102 145200 MLAB 5 787 23000 288.8 181.9 288.8 181.9 -0.63 -0.35 3 MESA LABORATORIES 97.7 0.47 122.8 26 6/30/2020 140.3 5103 14 4 3823 29.68 1 21 10/13/2020 3/16/2020 10/13/2020 3/16/2020 249.4 334513 USD BBG000BP3PW7 20201102 180652 MKTY 5 16.3 10000 2.105 0.4335 2.105 0.4335 0.11 12 MECHANICAL TECHNOLGY 1.07 6 1.2 3/31/2018 3.7 9369 8.00 05/16/2008 0.33 04/13/2000 14 4 3829 85.35 1 3 10/16/2020 4/21/2020 10/16/2020 4/21/2020 0.67 334519 USD BBG000DQ1559 20201102 143313 MLPI 7 30000 20.36 5.83 20.36 5.83 UBS E-TRACS ALERIAN MLP INFRAS MLPI 2 491 5248 14 4 39.58 1 11 1/7/2020 3/18/2020 1/7/2020 3/18/2020 19.42 0 USD BBG000QLQV89 3 20201102 145201 MLP 7 16000 13.62 8.5 13.62 8.5 -0.53 12 MAUI LAND & PINEAPPLE 12.8 0.65 9.6 3 6/30/2020 1 19368 0.25 04/30/1998 14 4 6531 40.32 1 7 2/21/2020 3/20/2020 2/21/2020 3/20/2020 11.25 531312 USD BBG000BB52X6 20201102 145202 MLSS 6 304000 3.045 0.85 3.045 0.85 -0.21 12 MILESTONE SCIENTIFIC 12.7 1.54 6.1 4.9 6/30/2020 0.4 63605 3.00 01/14/2004 14 4 3842 106.94 1 6 6/22/2020 4/7/2020 6/22/2020 4/7/2020 1.39 339114 USD BBG000JJP0K7 20201102 180652 MLVF 5 14 7000 23.75 10.06 23.5146 10.06 0.89 0.9 9 MALVERN BANCORP INC. COMMON S 12.5 0.98 6/30/2020 157.6 7610 0.93 10/12/2012 14 4 6036 21.99 1 1 12/16/2019 4/16/2020 1/2/2020 4/16/2020 23.09 522120 USD BBG000QJ3TG5 20201102 145202 MMI 7 23.3 123000 38.2393 21.9 38.23 21.9 1.34 0.09 12 MARCUS & MILLICHAP INC MMI 54 0.84 410.2 101.8 6/30/2020 6.6 39328 14 4 6531 29.28 1 7 12/24/2019 3/20/2020 1/6/2020 3/20/2020 37.25 531210 USD BBG005GBRSR6 20201102 145203 MMSI 5 377000 54.17 24.25 54.17 25.18 -0.54 -0.28 12 MERIT MEDICAL SYSTEMS MMSI 91.5 1.28 454.5 181.7 9/30/2020 432 55484 0.80 05/06/2011 0.75 12/03/2003 14 4 3841 35.92 1 21 10/29/2020 11/4/2019 10/29/2020 3/16/2020 31.22 339112 USD BBG000C42VX0 20201102 180653 MMTC 5 4000 0.684 0.0125 0.684 0.0125 -0.16 10 MICRO IMAGING TECH 2.1 -1.53 0.1 1.2 7/31/2014 9014 14 4 8734 506.77 1 3 9/22/2020 5/29/2020 9/22/2020 5/29/2020 0.13 541380 USD BBG000DZ0F94 20201102 143316 MMTIF 5 295000 0.1281 0.012 0.1281 0.015 -0.01 10 MICROMEM TECH INC 1.4 0.1 4.4 7/31/2020 399250 14 4 3352 126 1 3 2/19/2020 11/14/2019 2/19/2020 8/25/2020 0.03 334416 USD BBG000JXXD83 20201102 145204 MMYT 5 413000 30.13 10 30.13 10 -4.02 3 MAKEMYTRIP MMYT 31.8 1.36 279 179.9 9/30/2020 0.7 103255 14 4 4724 64.38 1 21 2/13/2020 3/19/2020 2/13/2020 3/19/2020 22.9 561510 USD BBG000BB34J0 20201102 145204 MN 7 21.9 75000 4.97 0.99 4.97 0.99 0.18 -0.33 12 MANNING & NAPIER MN 24.5 3.38 173.3 38.6 6/30/2020 16275 14 4 6282 42.2 1 7 10/9/2020 3/18/2020 10/9/2020 3/18/2020 1.74 523910 USD BBG001VGY0M5 20201102 145205 MNDO 5 8.5 26000 2.64 1.45 2.64 1.45 0.26 -0.03 12 MIND C.T.I. 8.3 0.61 19.1 6.3 6/30/2020 19896 14 4 7379 17.37 1 1 2/5/2020 3/19/2020 2/5/2020 3/19/2020 2.41 541511 USD BBG000F3NBM2 20201102 180653 MNBEY 5 16.9 0 44.29 25.87 44.29 25.87 2.19 0.01 3 MINEBEA MITSUMI INC AMERICAN DEPOSITARY RECEIPTS - 1.1 4934 2828 6/30/2020 1209.4 204202 14 4 69.35 1 3 1/22/2020 4/3/2020 1/22/2020 4/3/2020 42.35 0 USD BBG000BYDV09 20201009 214515 MNK 7 3964000 6.42 0.81 6.42 0.81 -25.47 12 MALLINCKRODT PUBLIC LIMITED CO MNK 38.7 3.44 1830.7 1426.9 6/30/2020 4741.2 84589 14 4 2834 126.65 1 7 1/21/2020 9/28/2020 1/21/2020 9/28/2020 3.49 325412 USD BBG002BHBHM1 20201102 145205 MNKD 5 1960000 2.48 0.8 2.48 0.8 -0.21 12 MANNKIND MNKD 24.1 1.68 60.8 65.6 6/30/2020 113.9 229175 5.00 03/03/2017 14 4 2834 39.59 1 1 6/23/2020 3/16/2020 6/23/2020 3/16/2020 1.29 325412 USD BBG000PPL3G9 20201102 145205 MNOV 5 166000 13.25 2.79 13.25 2.79 -0.29 12 MEDICINOVA MNOV 18 1.76 64.3 2.2 9/30/2020 9.5 44928 10.00 10/31/2006 14 4 2834 82.92 1 1 7/27/2020 3/12/2020 7/27/2020 3/12/2020 6.74 325412 USD BBG000RDP030 20201001 144639 MNTA 5 3558000 52.53 12.21 52.53 18.5 -2.13 12 MOMENTA PHARMACEUTICALS MNTA 82.4 1.73 539.1 106.1 6/30/2020 118965 14 4 2836 152.33 1 21 9/30/2020 10/2/2019 9/30/2020 1/3/2020 19.73 325414 USD BBG000M5QDX0 20201102 145206 MNTX 5 23000 6.28 2.76 6.09 2.76 -1.15 12 MANITEX INTERNATIONAL MNTX 30.3 1.2 123.4 68.1 6/30/2020 34.2 19767 14 4 3421 78.45 1 2 11/7/2019 3/12/2020 2/20/2020 3/12/2020 5.95 332216 USD BBG000L96Q11 20201102 143320 MOAT 12 293000 58.27 35 58.27 35 -0.01 12 VANECK VECTORS MORNINGSTAR WID MOAT 1.01 33870 12/31/2003 0.2 62000 14 4 1311 19.4 1 18 9/3/2020 3/12/2020 9/3/2020 3/12/2020 54.78 211111 USD BBG002XRNH24 3 20201102 145207 MOBL 5 2443000 7.4 2.94 7.4 2.94 -0.39 12 MOBILEIRON INC. COMMON STOCK MOBL 40.4 1.09 175 133 9/30/2020 1.3 119549 7.00 05/27/2014 14 4 7372 57.84 1 21 10/19/2020 3/16/2020 10/19/2020 3/16/2020 4.86 334614 USD BBG001QGC6K4 20201102 145208 MODN 7 265000 44.56 15 44.56 15 -0.47 9 MODEL N INC MODN 90.6 1.1 94.5 76.3 6/30/2020 39.4 34547 14 4 7371 35.25 1 7 8/5/2020 3/18/2020 8/5/2020 3/18/2020 35.07 541511 USD BBG000GQ39H3 20201102 145208 MOFG 5 9.2 27000 39.03 15.25 36.4487 15.25 2.2 0.06 12 MIDWESTONE FINANCIAL 28.4 0.98 6/30/2020 231.7 16099 0.60 11/12/1997 14 4 6022 46.45 1 21 12/24/2019 5/14/2020 1/2/2020 5/14/2020 36.23 522110 USD BBG000BQVV88 20201102 145208 MOH 7 13.8 300000 215.62 102.85 215.62 102.85 13.5 0.55 12 MOLINA HEALTHCARE MOH 90.7 0.74 5967 3269 9/30/2020 1237 59300 0.67 05/23/2011 14 4 6324 55.95 1 7 10/23/2020 3/18/2020 10/23/2020 3/18/2020 135.69 524114 USD BBG000MBHNC8 20201102 180656 MOJO 5 1000 0.32 0.061 0.29 0.061 -0.01 12 MOJO ORGANICS INC. 0.9 1.36 0.3 0.2 6/30/2020 29925 10.00 04/02/2013 0.04 05/09/2011 14 4 2086 300.17 1 3 12/26/2019 7/17/2020 1/2/2020 7/17/2020 0.27 312112 USD BBG000VGYN74 20201102 145209 MOMO 5 7.1 2956000 40.87 13.33 40.87 13.33 2.11 12 MOMO INC. AMERICAN DEPOSITARY MOMO 25.7 1.93 2351.7 388.1 6/30/2020 737.7 209061 14 4 6719 37.92 1 21 1/13/2020 9/30/2020 1/13/2020 9/30/2020 33.5 551112 USD BBG007HTCQT0 20201102 143325 MOO 7 45000 70.3619 42.52 70.3619 42.52 VANECK VECTORS AGRIBUSINESS ET MOO 0.97 6113 9050 14 4 17.86 1 11 10/12/2020 3/18/2020 10/12/2020 3/18/2020 68.73 0 USD BBG000KJ4073 3 20201102 180656 MOST 5 0 5.5 1.01 5.5 1.01 -0.61 12 MOBILESMITH INC 2.2 -0.82 0.5 51.9 6/30/2020 41.9 28389 14 4 8082 611.49 1 3 1/15/2020 5/11/2020 1/15/2020 5/11/2020 2.85 621610 USD BBG000BQRRK8 20201102 145209 MOSY 5 93000 4.65 0.78 4.65 0.78 -2.03 12 MOSYS 0.5 2.59 9 1.7 6/30/2020 2.9 3537 20.00 08/28/2019 10.00 02/16/2017 14 4 3674 69.16 1 2 4/16/2020 3/20/2020 4/16/2020 3/20/2020 1.77 334413 USD BBG000BC8VG6 20201102 180656 MPAD 5 11 1000 16.99 10.75 16.99 10.75 1.08 0.29 11 MICROPAC INDUSTRIES INC 0.32 27.5 2.9 8/31/2020 2578 14 4 3357 67.37 1 3 2/12/2020 10/5/2020 2/12/2020 10/5/2020 12.75 331222 USD BBG000BQJTR6 20201102 180656 MPB 5 8.3 5000 29.88 15.5 29.01 15.5 2.35 0.06 12 MID PENN BANCORP 17.6 0.54 6/30/2020 60 8421 0.95 05/07/2007 0.95 02/06/2006 14 4 6022 39.57 1 1 12/27/2019 3/12/2020 1/2/2020 3/12/2020 28.8 522110 USD BBG000BB7F65 20201102 145210 MPC 7 6255000 68.73 15.26 61.92 15.26 -11.86 -0.02 12 MARATHON PETROLEUM MPC 55.2 2.19 20170 16147 6/30/2020 28127 650695 0.50 06/11/2015 14 4 2911 53.05 1 7 11/5/2019 3/19/2020 1/2/2020 3/19/2020 60.25 324110 USD BBG001DCCGR8 20201102 145210 MPLX 7 2214000 27.36 6.87 27.36 6.87 -2.18 -0.08 12 MPLX LP MPLX 17.5 2 1484 2132 6/30/2020 19704 1040168 14 4 4612 42.5 1 7 1/9/2020 3/18/2020 1/9/2020 3/18/2020 25.46 213112 USD BBG0035TJGV4 20201102 145211 MPX 7 33 37000 22.61 6.77 22.61 6.77 0.48 0.28 12 MARINE PRODUCTS MPX 12.7 1.5 70.9 17 9/30/2020 33969 0.67 03/11/2005 0.67 03/11/2004 14 4 3732 80.12 1 7 9/18/2020 3/16/2020 9/18/2020 3/16/2020 14.4 336612 USD BBG000BC0955 20201102 143329 MR 7 3.3 506000 8.3 1.985 8.12 1.985 -1.32 12 MONTAGE RESOURCES CORP MR 23 3.93 126 254.1 6/30/2020 630.5 36022 15.00 03/01/2019 14 4 1311 56.42 1 7 12/24/2019 3/30/2020 1/2/2020 3/30/2020 7.94 211120 USD BBG006FZD5B4 20201102 145211 MRC 7 78.9 653000 15.47 3.31 14.16 3.31 -3.65 -0.34 12 MRC GLOBAL MRC 97.6 2.45 1218 486 6/30/2020 547 82069 14 4 3494 67.95 1 7 11/5/2019 3/18/2020 1/6/2020 3/18/2020 13.64 332919 USD BBG000BKLTM1 20201102 145211 MRCC 5 66000 12.095 3.56 12.095 3.56 -0.72 -0.08 12 MONROE CAPITAL MRCC 3.3 1.2 25.5 7.3 6/30/2020 313.8 21304 14 4 6282 23.45 1 21 1/23/2020 3/18/2020 1/23/2020 3/18/2020 10.86 523920 USD BBG001KFNK01 20201102 143330 MRGE 5 971000 0.4445 0.044 0.4445 0.045 -0.01 7 MIRAGE ENERGY CORPORATION COMMON STOCK -0.13 0.1 3.2 4/30/2020 462231 0.03 11/28/2016 14 4 4789 127.26 1 3 6/19/2020 12/10/2019 6/19/2020 5/18/2020 0.05 213112 USD BBG007F9S4Y2 20201102 145212 MRIN 5 15705000 5.7 0.77 5.7 0.77 -1.62 12 MARIN SOFTWARE INC 1.6 0.25 24.6 14.5 6/30/2020 2.4 6963 7.00 10/06/2017 14 4 7372 360.41 1 1 10/21/2020 3/16/2020 10/21/2020 3/16/2020 1.38 511210 USD BBG001M6NQK4 20201102 145212 MRK 7 16.5 8651000 92.64 65.25 92.14 65.25 4.55 -0.01 12 MERCK MRK 56.1 0.31 27483 22220 9/30/2020 22736 2529241 0.50 02/17/1999 0.33 05/26/1992 14 4 2834 17.45 1 7 12/20/2019 3/23/2020 1/2/2020 3/23/2020 90.95 325412 USD BBG000BPD168 20201102 145212 MRLN 5 9.1 21000 24.5 4.66 22.25 4.66 -0.2 0.08 12 MARLIN BUSINESS SERVICES MRLN 48.7 0.52 6/30/2020 76.1 11941 14 4 6153 48.58 1 21 12/16/2019 3/18/2020 1/2/2020 3/18/2020 21.98 522220 USD BBG000BN5MG5 20201102 143331 MRNA 5 6246000 95.21 15.83 95.21 17.68 -1.4 12 MODERNA INC. COMMON STOCK MRNA 40.2 2.37 1128.8 143.1 6/30/2020 1.6 394587 10.00 08/03/2017 14 4 2836 52.79 1 21 7/17/2020 11/4/2019 7/17/2020 1/7/2020 19.56 325412 USD 20201102 145212 MRNS 5 623000 16.28 4.04 16.28 4.16 -3.92 12 MARINUS PHARMACEUTICALS INC. MRNS MRNS1 18.9 1.25 94.1 8 6/30/2020 1.7 30572 4.00 09/23/2020 14 4 2834 84.87 1 1 9/15/2020 11/20/2019 9/15/2020 3/16/2020 8.64 325412 USD BBG00253KMF6 20201102 180657 MRTI 5 0 158.95 58.5 158.95 58.5 -1.18 12 MAXUS REALTY TRUST 0.1 0.18 3/31/2008 59.3 1395 14 4 6798 111.63 1 3 9/28/2020 9/2/2020 9/28/2020 9/2/2020 120.9 531120 USD BBG000HP1PC5 20201102 145213 MRTX 5 652000 225.06 66.01 225.06 66.01 -7.17 12 MIRATI THERAPEUTICS INC. COMM MRTX 65 1.7 424.4 48.9 6/30/2020 44784 50.00 07/03/2013 14 4 2834 53.08 1 21 10/30/2020 3/18/2020 10/30/2020 3/18/2020 128.86 325412 USD BBG004TPGBP5 20201102 145214 MSCI 7 51.8 427000 398.49 218.65 398.49 218.65 6.75 0.17 12 MSCI MSCI 85.3 0.79 2081.8 900.8 9/30/2020 3071.9 82895 14 4 7323 25.38 1 7 7/23/2020 3/18/2020 7/23/2020 3/18/2020 258.18 523210 USD BBG000RTDY25 20201102 145215 MSGN 7 3.1 358000 18.5446 8.515 17.56 8.515 2.93 6 THE MADISON SQUARE GARDEN COMPANY MSGN 69.5 1 332.6 74 6/30/2020 1043.8 57048 14 4 4841 31.3 1 7 11/15/2019 4/2/2020 1/2/2020 4/2/2020 17.4 713990 USD BBG000NS03H7 20201102 145216 MSN 6 1260000 1.35 0.6302 1.35 0.6302 -0.2 3 EMERSON RADIO 2 0.32 37.4 1.2 6/30/2020 21043 14 4 3651 140.58 1 6 10/16/2020 6/29/2020 10/16/2020 6/29/2020 0.82 334310 USD BBG000C33CS9 20201102 145217 MTBC 5 127000 13.4 3.5001 13.4 3.76 -1.33 12 MTBC INC 17 0.97 31 11.2 6/30/2020 0.1 12700 14 4 8099 45.5 1 1 8/7/2020 11/7/2019 8/7/2020 3/17/2020 4.06 621999 USD BBG000QYF0M5 20201102 145217 MTCH 5 78.3 1932000 127.42 44.74 127.42 44.74 1.49 -0.01 12 MATCH GROUP MTCH MTCH1 67.7 1.12 3707 1007.6 6/30/2020 3121.6 260016 0.46 07/01/2020 14 4 8999 40.93 1 21 10/27/2020 3/23/2020 10/27/2020 3/23/2020 519130 USD BBG00VT0KNC3 20201102 180658 MTEX 5 8.6 1000 19.39 6.49 19.39 6.49 1.91 -0.11 12 MANNATECH 9.7 0.99 41 28.9 6/30/2020 0.4 2101 10.00 01/17/2012 14 4 2833 33.4 1 21 8/31/2020 3/19/2020 8/31/2020 3/19/2020 16.09 325411 USD BBG000C24TS3 20201102 145218 MTDR 7 4.7 2830000 19.825 1.11 19.825 1.11 -4.14 -0.14 12 MATADOR RESOURCES MTDR 67.2 5.06 278.5 399.8 9/30/2020 1582.4 116836 14 4 1311 81.82 1 7 1/6/2020 3/18/2020 1/6/2020 3/18/2020 17.97 211120 USD BBG000JCPGZ1 20201102 145218 MTL 7 71000 3.43 1.28 3.43 1.28 -0.01 12 MECHEL PAO MTL 2.1 1.75 837.3 5825.7 6/30/2020 91.4 272112 2.00 01/12/2016 0.33 05/20/2008 14 4 3312 33.27 1 7 1/21/2020 3/19/2020 1/21/2020 3/19/2020 2.06 331111 USD BBG000Q9WGP3 20201102 180658 MTLK 5 126.7 0 0.9713 0.3683 0.9713 0.3683 12 METALINK LTD 1.2 0.66 1.9 0.1 6/30/2013 1256 10.00 02/22/2010 14 4 3674 311.51 1 3 7/30/2020 7/8/2020 7/30/2020 7/8/2020 0.4 334413 USD BBG000C3XTL6 20201102 145219 MTLS 5 182000 52.87 10.65 52.87 10.65 -0.06 -0.1 12 MATERIALISE NV AMERICAN DEPOSI MTLS 29.1 0.46 223.3 98.1 6/30/2020 122.2 53173 14 4 7372 78.85 1 21 10/14/2020 3/16/2020 10/14/2020 3/16/2020 18.31 334614 USD BBG0068T24L0 20201102 145219 MTP 5 827000 7.07 0.862 7.07 0.862 -73.38 12 MIDATECH PHARMA PLC AMERICAN DEPOSITARY 0.1 3.25 17.8 7.3 12/31/2018 6.2 12615 5.00 03/03/2020 10.00 04/08/2019 14 4 82.23 1 2 7/21/2020 3/18/2020 7/21/2020 3/18/2020 3.45 0 USD BBG00BLVW2R4 20201102 180658 MTR 7 7.6 16000 8.49 3.43 8.2476 3.43 0.52 -0.24 12 MESA ROYALTY TRUST 0.3 1.26 1.2 0.3 6/30/2020 1864 14 4 1382 54.03 1 7 11/5/2019 9/24/2020 1/23/2020 9/24/2020 6.95 213112 USD BBG000BPKG12 20201102 145220 MTSI 5 346000 44.69 15.03 44.69 15.03 -0.79 9 MACOM TECHNOLOGY SOLUTION MTSI 52 2.26 398.6 74.8 6/30/2020 655.3 66885 2.50 12/08/2000 4.00 01/06/1992 14 4 3674 48.71 1 21 7/31/2020 3/23/2020 7/31/2020 3/23/2020 26.6 334413 USD BBG000LJQ3H1 20201102 143344 MUB 7 1112000 118.15 100.03 118.15 100.03 ISHARES S&P NATIONAL MUNI BOND MUB 0.97 178566 154500 14 4 1.58 1 11 3/9/2020 3/19/2020 3/9/2020 3/19/2020 113.91 0 USD BBG000TC0WT9 3 20201102 180659 MUEL 5 3.4 0 31 17.9999 30 17.9999 7.88 0.37 12 MUELLER PAUL CO 1.01 69.8 57.2 12/31/2004 3.2 1208 0.91 05/14/1974 0.91 02/09/1973 14 4 3443 22.47 1 3 12/19/2019 3/19/2020 1/24/2020 3/19/2020 28 333517 USD BBG000BPLTL1 20201102 145222 MUSA 7 9.7 220000 144.09 78.75 144.09 78.75 12.55 -0.02 12 MURPHY USA INC MUSA 66.8 1.14 710.8 505 9/30/2020 999.3 28568 14 4 4932 17.82 1 7 8/19/2020 3/24/2020 8/19/2020 3/24/2020 117 424720 USD BBG001Z0Q6T5 20201102 145223 MVC 7 5.2 34000 10.45 3 10.45 3 -2 10 MVC CAPITAL MVC 6.6 2.06 52.3 4.8 7/31/2020 50 17725 14 4 6799 20.35 1 7 2/12/2020 3/23/2020 2/12/2020 3/23/2020 9.17 523920 USD BBG000BR5458 20201102 145224 MVO 7 2.8 64000 6.63 1.76 6.5 1.76 0.92 -0.21 12 MV OIL TRUST MVO 1.71 0.2 6/30/2020 11500 14 4 1311 78.02 1 7 11/4/2019 3/16/2020 1/6/2020 3/16/2020 6.27 211120 USD BBG000C0DP78 20201102 143346 MVV 7 52000 47.075 13.47 47.075 13.47 PROSHARES ULTRA MIDCAP400 2.38 1134 3625 0.33 05/24/2018 0.50 01/24/2014 14 4 44.03 1 11 2/20/2020 3/23/2020 2/20/2020 3/23/2020 45.14 0 USD BBG000PNKL84 3 20201102 145225 MXC 6 605000 14.63 1.53 14.63 1.53 -0.17 3 MEXCO ENERGY 0.9 2.1 0.4 0.2 6/30/2020 0.8 2040 0.91 02/14/2002 14 4 1311 113.87 1 6 7/22/2020 3/19/2020 7/22/2020 3/19/2020 3.94 211120 USD BBG000BQJDY3 20201102 145224 MX 7 17.1 412000 16.06 6.3 16.06 6.3 0.8 12 MAGNACHIP SEMICONDUCTOR MX 28.2 1.19 379.4 133.8 6/30/2020 304.7 35160 14 4 3674 31.66 1 7 1/22/2020 3/16/2020 1/22/2020 3/16/2020 11.61 334413 USD BBG000T5QV18 20201102 145225 MXL 7 472000 28.36 7.79 28.36 7.79 -0.69 12 MAXLINEAR MXL 76.1 1.97 181.8 66.6 6/30/2020 206.9 73920 14 4 3674 56.78 1 7 8/3/2020 3/18/2020 8/3/2020 3/18/2020 21.22 334413 USD BBG000BB6R33 20201102 145226 MYGN 5 531000 35.29 9.24 30.13 9.24 -2.69 -0.52 6 MYRIAD GENETICS MYGN 62.5 1.45 331.7 147 6/30/2020 224.4 75207 0.95 06/15/2009 0.50 03/26/2009 14 4 2835 51.47 1 21 11/4/2019 3/18/2020 2/5/2020 3/18/2020 27.23 325413 USD BBG000D9H9F1 20201102 145227 MYOK 5 2581000 224 42.65 224 42.65 -7.19 12 MYOKARDIA INC. COMMON STOCK MYOK 76.4 1.68 423.8 47.9 6/30/2020 53309 14 4 2834 135.34 1 21 10/5/2020 4/2/2020 10/5/2020 4/2/2020 72.89 325412 USD BBG003DKQRK4 20201102 145227 MYL 5 27.4 4258000 23.11 12.75 23.11 12.75 0.53 -0.58 12 MYLAN N.V. ORDINARY SHARES MYL 73.1 1.49 6757.3 5569.1 6/30/2020 11214.3 516947 0.67 10/09/2003 0.67 01/28/2003 14 4 2834 36.22 1 21 2/6/2020 3/16/2020 2/6/2020 3/16/2020 20.1 325412 USD BBG000BPQD31 20201102 145227 MYOS 5 125000 3.85 0.7412 3.85 0.7412 -0.38 12 MYOS RENS TECHNOLOGY INC. COMMON STOCK 1.3 0.9 1.8 1.7 6/30/2020 12192 50.00 02/10/2014 14 4 2834 53.68 1 2 7/1/2020 3/18/2020 7/1/2020 3/18/2020 1.21 325412 USD BBG000J1MZJ4 20201102 145228 MYRG 5 13.3 92000 46.71 16.325 46.71 16.325 3.21 0.06 12 MYR GROUP INC. MYRG 99.1 0.95 639.2 396.8 9/30/2020 157.1 16727 14 4 1623 35.76 1 21 10/20/2020 3/18/2020 10/20/2020 3/18/2020 32.59 237110 USD BBG000BC7VW9 20201102 145228 MYTAY 5 10.2 5000 7.75 4.95 7.75 4.95 0.52 0.08 12 MAGYAR TELEKOM ADS 0.5 0.73 750.2 956.3 6/30/2020 411.7 206781 14 4 4899 63.11 1 3 1/2/2020 3/16/2020 1/2/2020 3/16/2020 7.5 517110 USD BBG000JM73W1 20201102 145229 NAII 5 5000 10.1784 4.75 10.1784 4.75 -0.25 0.26 6 NATURAL ALTERNATIVES 18 0.8 79 27.8 6/30/2020 0.6 6483 50.00 01/05/1990 14 4 5142 59.77 1 1 1/17/2020 3/20/2020 1/17/2020 3/20/2020 7.98 311919 USD BBG000D3ZK05 20201102 145229 NAKD 5 67489000 4.8 0.0661 2.62 0.0661 -23.03 1 NAKED BRAND GROUP INC 1.61 22.1 36.9 1/31/2019 13.1 234002 100.00 12/20/2019 40.00 08/10/2015 14 4 2299 146.41 1 2 11/5/2019 10/26/2020 6/9/2020 10/26/2020 1.56 339999 USD BBG000KBQTH2 20201102 180700 NASB 5 5.8 0 68 35.01 68 35.01 10.61 0.22 9 NASB FINANCIAL INC 0.1 0.24 6/30/2020 476.8 7388 0.25 03/08/1999 0.91 09/11/1989 14 4 6035 41.67 1 3 10/6/2020 3/24/2020 10/6/2020 3/24/2020 43.9 522120 USD BBG000C4HG85 20201102 145230 NATR 5 18.3 16000 13.5 5.5 13.5 5.5 0.57 -0.09 12 NATURES SUNSHINE PRODUCTS 13 0.53 112.7 57.9 6/30/2020 13.2 19511 0.67 03/25/1996 0.75 02/01/1993 14 4 5122 58.88 1 2 9/11/2020 3/20/2020 9/11/2020 3/20/2020 8.93 325412 USD BBG000C05DV7 20201102 180701 NAUH 5 4.5 29000 0.95 0.015 0.95 0.015 0.08 5 NATIONAL AMERICAN -0.42 7.9 21 8/31/2020 15.7 24593 14 4 8299 307.4 1 3 5/15/2020 1/16/2020 5/15/2020 1/16/2020 0.02 611710 USD BBG000V23TK1 20201102 145231 NAVB 6 70000 5.3569 0.63 5.3569 0.63 -0.52 12 NAVIDEA 5.4 2.46 2.9 3.8 6/30/2020 9.6 26317 20.00 04/26/2019 14 4 2835 45.54 1 6 7/21/2020 4/16/2020 7/21/2020 4/16/2020 1.26 325413 USD BBG000BCHXK7 20201102 145231 NAVI 5 4.1 1923000 15.5 4.07 15.5 4.07 1.94 -0.01 12 NAVIENT CORPORATION COMMON STO NAVI 70.8 1.68 9/30/2020 81715 186300 14 4 6141 51.6 1 21 1/23/2020 3/18/2020 1/23/2020 3/18/2020 13.68 522390 USD BBG004MN1R41 20201102 145232 NBHC 7 11.6 108000 37.43 20.25 37.15 20.25 2.61 0.63 12 NATIONAL BANK HOLDINGS NBHC 76.2 1.15 9/30/2020 207.7 30594 14 4 6021 37.26 1 7 12/18/2019 3/23/2020 1/17/2020 3/23/2020 35.22 522110 USD BBG003D8Y833 20201102 145232 NBIX 5 44.5 666000 136.265 72.14 136.265 72.14 2.22 12 NEUROCRINE BIOSCIENCES NBIX 93.5 1.01 831 565.3 6/30/2020 388.5 93255 14 4 2836 31.12 1 21 7/9/2020 3/18/2020 7/9/2020 3/18/2020 107.49 325414 USD BBG000GJS7C1 20201102 145232 NBN 5 7.5 29000 23.98 6.2 22 6.2 2.57 0.29 6 NORTHEAST BANCORP 35.8 1.91 6/30/2020 29.9 8195 0.67 12/16/1997 0.50 12/18/1995 14 4 6022 37.57 1 1 12/19/2019 3/19/2020 1/2/2020 3/19/2020 21.99 522110 USD BBG000DNB9Q4 20201102 145232 NBRV 5 1368000 2.23 0.485 1.65 0.485 -0.9 12 NABRIVA THERAPEUTICS AG AMERICAN DEPOSITARY SHARES NBRV 16.6 2.31 91.2 16.6 6/30/2020 34.5 143955 10.00 06/26/2017 14 4 2836 44.4 1 21 11/13/2019 4/21/2020 1/22/2020 4/21/2020 1.32 325414 USD BBG00GGS47D1 20201102 145233 NBY 6 1118000 1.94 0.24 1.94 0.24 -0.31 12 NOVABAY PHARMACEUTICALS 0.8 4.64 9.4 5.7 6/30/2020 1.7 41740 25.00 12/21/2015 14 4 2834 49.95 1 6 7/13/2020 3/16/2020 7/13/2020 3/16/2020 0.64 325412 USD BBG000PVPJT3 20201207 233759 NCLH 7 34830000 59.78 7.03 59.78 7.03 -12.97 0.22 12 NORWEGIAN CRUISE LINE HOLDINGS NCLH 36.6 2.92 730.1 3584.4 9/30/2020 6055.3 315636 14 4 4499 103.71 1 7 1/17/2020 3/18/2020 1/17/2020 3/18/2020 58.41 483211 USD BBG000BSRN78 20201102 145233 NCMI 5 13.2 730000 9.85 1.62 9.85 1.62 0.15 12 NATIONAL CINEMEDIA NCMI 43.6 1.38 254.3 119.5 6/30/2020 923.9 79610 14 4 7311 77.5 1 21 2/21/2020 3/18/2020 2/21/2020 3/18/2020 7.29 541890 USD BBG000Q5VCD4 20201102 145234 NDLS 5 209000 9.31 3.14 9.31 3.14 -0.37 -0.36 12 NOODLES & CO CLASS A NDLS 39.6 1.49 29.3 58 6/30/2020 40.5 44372 14 4 5812 60.69 1 21 8/19/2020 4/3/2020 8/19/2020 4/3/2020 5.54 722513 USD BBG001CN6Q81 20201102 143405 NEAR 12 1298000 50.41 44.25 50.41 44.25 ISHARES SHORT MATURITY BOND ET 0.23 53944 107600 14 4 0.34 1 18 2/27/2020 3/19/2020 2/27/2020 3/19/2020 50.25 0 USD BBG0059KNK13 3 20201102 180703 NECB 5 53.8 3000 12.25 6.76 12.25 6.76 0.2 0.06 12 NORTHEAST COMMUNITY BANCORP INC 0.1 0.68 12/31/2015 56.2 12224 14 4 6035 35.37 1 3 2/20/2020 4/3/2020 2/20/2020 4/3/2020 12.05 522120 USD BBG000BKCG12 20201102 180703 NEN 6 29 0 64.7973 41.0777 64.7973 41.0777 1.65 -0.31 12 NEW ENGLAND REALTY 0.44 13.1 24.2 6/30/2020 299.8 3653 0.33 01/04/2012 14 4 6513 22.58 1 6 1/22/2020 4/3/2020 1/22/2020 4/3/2020 62 531110 USD BBG000BPXZ43 20201102 145236 NEO 5 895 658000 44.58 20.47 44.58 20.47 -0.04 0.32 12 NEOGENOMICS NEO 80.7 0.6 290.7 63.9 9/30/2020 91.8 110431 100.00 04/16/2003 14 4 8734 39.91 1 2 10/16/2020 3/12/2020 10/16/2020 3/12/2020 29.25 541714 USD BBG000BKH263 20201102 145236 NEOG 5 60.6 855000 82.06 48.91 82.06 48.91 1.15 0.11 5 NEOGEN NEOG 90.1 0.36 537.4 48.5 8/31/2020 10 53041 0.75 01/02/2018 0.67 10/31/2013 14 4 2835 48.69 1 21 8/10/2020 3/17/2020 8/10/2020 3/17/2020 65.26 325412 USD BBG000C1BCK2 20201102 145236 NEON 5 79000 13 1.09 13 1.25 -0.68 12 NEONODE 1.1 3.83 5.4 3 6/30/2020 0.2 10783 10.00 10/01/2018 25.00 03/28/2011 14 4 3679 63.63 1 2 8/27/2020 12/3/2019 8/27/2020 3/23/2020 1.94 334419 USD BBG000BSJWN9 20201102 145236 NEOS 5 1614000 1.98 0.4501 1.98 0.4501 -0.38 12 NEOS THERAPEUTICS INC. COMMON STOCK NEOS 7.9 1.86 66.6 63.4 6/30/2020 29.1 49755 14 4 2834 149.45 1 1 1/28/2020 10/1/2020 1/28/2020 10/1/2020 1.51 325412 USD BBG0029006R2 20201102 145237 NEP 7 391000 68.3877 29.01 68.3877 29.01 -1.19 12 NEXTERA ENERGY PARTNERS LP NEP 54 0.93 433 301 9/30/2020 4132 73001 14 4 4911 30.26 1 7 10/9/2020 3/18/2020 10/9/2020 3/18/2020 52.65 221114 USD BBG006JNW321 20201102 143407 NEPT 5 1000000 3.6 0.96 3.58 0.96 -0.55 3 NEPTUNE TECHNOLOGIES NEPT 3.2 3.22 29.1 12.9 6/30/2020 15.1 128775 14 4 3741 65.71 1 2 11/8/2019 3/18/2020 7/9/2020 3/18/2020 2.75 325412 USD BBG000BJFG30 20201102 145237 NERV 5 395000 15.215 1.81 15.215 1.81 -0.68 12 MINERVA NEUROSCIENCES INC COM NERV 74.3 1.35 47.1 6.6 6/30/2020 3.8 41205 14 4 2834 52.49 1 1 5/26/2020 5/29/2020 5/26/2020 5/29/2020 7.11 325412 USD BBG0067S9Z73 20201102 143408 NES 6 7000 6.45 0.9429 6.45 0.9429 -4.66 12 NUVERRA ENVIRONMENTAL SOLUTIONS INC 0.2 1.47 41.5 22.1 6/30/2020 30 15772 14 4 4941 100.81 1 6 6/17/2020 4/8/2020 6/17/2020 4/8/2020 2.9 562910 USD BBG00HY124J1 20201102 143408 NETE 5 835000 20.0784 1.472 20.0784 1.472 -1.33 12 NET ELEMENT INC. COMMON STOCK 7.2 1.26 8.7 10.4 6/30/2020 8.3 4845 10.00 10/05/2017 10.00 05/25/2016 14 4 7379 168.18 1 2 8/5/2020 4/2/2020 8/5/2020 4/2/2020 3.21 511210 USD BBG003GMH2G7 20201102 145237 NEWR 7 497000 74.2 33.49 74.2 33.49 -1.76 3 NEW RELIC INC NEWR 50.4 1.1 1000.4 376.6 6/30/2020 427 60244 14 4 7372 34.17 1 7 8/4/2020 3/18/2020 8/4/2020 3/18/2020 65.71 423430 USD BBG001NFKJ68 20201102 145237 NFBK 5 12.2 142000 17.55 8.72 17.04 8.72 0.83 0.16 12 NORTHFIELD BANCORP NFBK 49.3 0.71 6/30/2020 782 53126 0.71 01/25/2013 14 4 6022 38.45 1 21 12/18/2019 9/25/2020 1/3/2020 9/25/2020 16.96 522110 USD BBG000TW5Y34 20201102 143412 NGE 7 14000 15.25 7.86 15.25 7.86 GLOBAL X MSCI NIGERIA INDEX ET 1 357 2963 4.00 03/16/2017 14 4 32.6 1 11 1/21/2020 4/2/2020 1/21/2020 4/2/2020 13.38 0 USD BBG004DFJXT9 3 20201102 145239 NGHC 5 9.3 625000 34.48 11.8201 34.48 11.8201 3.64 0.21 12 NATIONAL GENERAL HOLDINGS CORP NGHC 31.4 0.94 6/30/2020 686 113413 14 4 6331 2.53 1 1 7/15/2020 3/19/2020 7/15/2020 3/19/2020 22.1 524126 USD BBG004N1KPJ5 20201102 145239 NGL 7 1156000 12.08 1.15 12.08 1.15 -4.07 0.32 3 NGL ENERGY PARTNERS NGL 38.2 3.45 774.1 845.8 6/30/2020 3144.8 128772 14 4 1321 100.28 1 7 1/17/2020 3/18/2020 1/17/2020 3/18/2020 11.34 211130 USD BBG001J1BNY4 20201102 145240 NGVC 7 13.6 106000 17.39 5.41 17.39 5.41 0.78 -0.07 9 NATURAL GROCERS NGVC 24.9 0.94 115.2 83.3 6/30/2020 5.7 22524 14 4 5411 52.33 1 7 7/27/2020 3/12/2020 7/27/2020 3/12/2020 9.87 445110 USD BBG0034VYLG9 20201102 145240 NHC 6 27.8 25000 89.11 55.88 88.35 55.88 2.28 0.07 12 NATIONAL HEALTHCARE 38.3 0.27 341.1 194.8 6/30/2020 55 15357 14 4 8051 31 1 6 12/12/2019 5/14/2020 1/8/2020 5/14/2020 86.43 623311 USD BBG000BY3T87 20201102 180705 NHLD 5 5000 3.0593 1.12 3.0593 1.12 -0.24 9 NATIONAL HOLDINGS CORPORATION 2.6 1.21 6/30/2020 0.1 13585 10.00 02/19/2015 1.00 04/05/1999 14 4 6211 57.18 1 2 1/28/2020 3/16/2020 1/28/2020 3/16/2020 2.55 523120 USD BBG000FVTGM3 20201102 180705 NHYDY 5 29000 3.91 1.885 3.78 1.885 -0.19 12 NORSK HYDRO ADR 0.1 1.27 5629.6 3114.6 9/30/2020 439.5 2049000 0.20 05/25/2006 0.50 10/04/1988 14 4 2870 38.98 1 3 11/7/2019 3/18/2020 1/2/2020 3/18/2020 3.69 211111 USD BBG000BPYXR2 20201102 145241 NHTC 5 14000 8.27 2.52 8.27 2.52 -0.43 0.5 12 NATURAL HEALTH TRENDS NHTC 3.3 0.52 108.4 26.3 6/30/2020 11423 100.00 03/19/2003 1.00 06/01/2004 14 4 5999 41.81 1 2 6/3/2020 3/19/2020 6/3/2020 3/19/2020 5.38 453998 USD BBG000FCF697 20201102 180705 NICK 5 14.3 1000 9.6 4.76 9.0952 4.76 0.56 -0.2 3 NICHOLAS FINANCIAL 17.4 0.57 232.9 127.3 6/30/2020 99.9 7800 0.91 11/18/2009 0.67 06/20/2005 14 4 7129 42.22 1 21 11/19/2019 3/19/2020 3/5/2020 3/19/2020 8.24 522291 USD BBG000BW06R3 20201102 180705 NIDB 5 8.9 0 42.5 26.01 42 26.01 3.91 0.09 12 NORTHEAST IND BN NEW 1 0.38 12/31/2015 39.3 1206 125.00 06/17/2005 0.01 06/17/2005 14 4 6035 34.82 1 3 12/10/2019 4/2/2020 1/31/2020 4/2/2020 40.1 522120 USD BBG000FB1VT7 20201208 002501 NK 5 850000 15.7 1.56 15.7 2.52 -0.75 12 NANTKWEST INC. COMMON STOCK NK 7.2 2.42 55.8 11.6 9/30/2020 108593 14 4 2834 111.12 1 21 7/20/2020 12/9/2019 7/20/2020 4/3/2020 3.79 325412 USD BBG007T9DYW9 20201102 145243 NKSH 5 11.1 18000 48.8156 23.37 44.99 23.37 2.44 0.02 12 NATIONAL BANKSHARES 29.8 0.5 9/30/2020 0.1 6490 0.50 04/03/2006 14 4 6021 29.78 1 2 11/21/2019 9/3/2020 3/19/2020 9/3/2020 44.93 522110 USD BBG000BJ9FN7 20201102 145243 NKTR 5 1039000 28.6 13.63 28.6 13.63 -2.43 12 NEKTAR THERAPEUTICS NKTR 75.7 1.73 1421.6 353.9 6/30/2020 247 178900 0.50 08/23/2000 14 4 2834 46.5 1 21 1/13/2020 3/16/2020 1/13/2020 3/16/2020 21.59 325412 USD BBG000BHCYJ1 20201102 145243 NL 7 18 24000 5.4 2.28 5.4 2.28 0.23 -0.02 12 NL INDUSTRIES NL 8 1.04 164.7 29.8 6/30/2020 0.5 48789 14 4 7381 64.71 1 7 10/8/2020 3/19/2020 10/8/2020 3/19/2020 3.91 561611 USD BBG000BQ0543 20201102 145244 NLSN 7 4089000 22.33 11.62 22.33 11.62 -1.77 12 NIELSEN NV NLSN 70 1.28 1977 2501 6/30/2020 7395 356754 14 4 8732 35.43 1 7 2/21/2020 4/2/2020 2/21/2020 4/2/2020 20.3 561499 USD BBG0088CYPX8 20201102 145244 NLST 5 509000 0.8997 0.101 0.8997 0.101 -0.05 12 NETLIST INC. COMMON STOCK 0.1 0.48 19.5 14.1 6/30/2020 15.8 192997 14 4 3674 89.92 1 3 7/8/2020 4/8/2020 7/8/2020 4/8/2020 0.3 334413 USD BBG000BBSKC4 20201102 145245 NM 7 28000 5.59 1.3022 4.48 1.3022 -19.33 12 NAVIOS MARITIME HOLDINGS NM 1.1 1.56 168 225.3 6/30/2020 1513.1 13466 10.00 01/03/2019 14 4 4412 39.16 1 7 11/4/2019 3/24/2020 1/2/2020 3/24/2020 4.48 483111 USD BBG000QQV8V7 20201102 145245 NMFC 5 368000 14.45 4.62 14.45 4.62 -0.52 0.07 12 NEW MOUNTAIN FINANCE NMFC 12.7 1.25 19.2 218.3 6/30/2020 1384.1 96827 14 4 6799 23.98 1 21 2/18/2020 3/19/2020 2/18/2020 3/19/2020 13.74 523910 USD BBG000BG22J4 20201102 145245 NMIH 5 8.1 757000 35.79 8.06 35.66 8.06 2.67 12 NMI HOLDINGS INC. CLASS A COMM NMIH 72.5 1.97 6/30/2020 145.8 84805 14 4 6351 58.11 1 1 12/19/2019 3/18/2020 2/11/2020 3/18/2020 33.18 524126 USD BBG005DLMMZ6 20201102 145245 NMM 7 62000 21.18 4.0801 18.65 4.0801 -6.47 12 NAVIOS MARITIME PARTNERS NMM 1.6 2.28 76 79.8 6/30/2020 346.5 10988 15.00 05/21/2019 14 4 4412 48.63 1 7 11/5/2019 3/23/2020 1/2/2020 3/23/2020 18.62 488320 USD BBG000TS4FG1 20201102 145245 NNA 7 94000 9.18 2.09 9.18 2.09 -1.56 12 NAVIOS MARITIME NNA 2.6 2 114 241.9 6/30/2020 720.7 16090 15.00 11/14/2018 14 4 38.91 1 7 1/3/2020 3/18/2020 1/3/2020 3/18/2020 8.5 488390 USD BBG000F44GR5 20201102 143421 NNUTU 5 9 4690 3701 4500 3701 460 12 HAWAIIAN MACADAMIA NUT ORCHARDS L.P. DEPOSITARY S 0.6 0.25 22.3 3.2 3/31/2018 6.4 11 14 4 179 146.87 1 3 11/15/2019 3/20/2020 1/6/2020 3/20/2020 3898 111335 USD BBG000BQ9B50 20201102 145246 NNVC 6 119000 19.2 1.85 19.2 2.25 -2.39 6 NANOVIRICIDES INC. 2.8 1.06 14 2.2 6/30/2020 3.1 10654 20.00 09/24/2019 3.50 09/10/2013 14 4 2834 44.14 1 6 1/31/2020 11/5/2019 1/31/2020 1/9/2020 2.51 325412 USD BBG000C0WN63 20201102 145246 NOA 7 6 89000 12.46 4.11 12.32 4.11 1.3 -0.22 12 NORTH AMERICAN ENERGY NOA 20.9 1.37 88.1 118.1 9/30/2020 235.4 29139 14 4 919 63.54 1 7 12/26/2019 4/16/2020 1/6/2020 4/16/2020 12.12 213112 USD BBG000R07DL0 20201102 145246 NOAH 7 13 134000 40.18 20.42 40.18 20.42 2.02 0.11 12 NOAH HOLDINGS NOAH 14.9 1.29 1007.5 224.1 6/30/2020 21.6 61635 14 4 6282 29.52 1 7 1/17/2020 3/23/2020 1/17/2020 3/23/2020 35.37 523930 USD BBG0017X96T3 20201102 180706 NOBH 5 12.1 0 27 18.0001 27 18.0001 1.92 0.5 10 NOBILITY HOMES INC 16.1 0.49 47 9 7/31/2020 0.7 3631 0.91 01/13/1999 0.67 02/23/1998 14 4 1521 53.44 1 3 2/24/2020 3/19/2020 2/24/2020 3/19/2020 24 236115 USD BBG000BQ2104 20201102 143422 NOBL 12 556000 76.585 48.615 76.585 48.615 POWERSHARES S&P 500 ARISTOCRAT NOBL 0.9 61762 85600 14 4 19.96 1 18 1/22/2020 3/23/2020 1/22/2020 3/23/2020 75.59 0 USD BBG005D266N4 3 20201102 145247 NOG 6 0.8 1087000 24.3 3.5599 23.6 3.5599 -13.4 -0.06 12 NORTHERN OIL & GAS 23.6 2.14 133 203.5 6/30/2020 1118.2 44959 10.00 09/21/2020 14 4 1311 85.25 1 6 12/27/2019 10/29/2020 1/3/2020 10/29/2020 23.4 211120 USD BBG000DRTDR6 20201102 145247 NOMD 7 21.2 1048000 26.41 14.08 26.41 14.08 1.14 12 NOMAD FOODS LIMITED NOMD 64.6 0.78 1658.6 961.2 6/30/2020 2157.6 196729 14 4 18.15 1 7 10/12/2020 3/19/2020 10/12/2020 3/19/2020 22.37 0 USD BBG0071GM7Y0 20201102 145248 NOW 7 133 1193000 533.37 238.29 533.37 238.93 3.74 12 SERVICENOW NOW 81.6 1.14 2826.9 2752.8 9/30/2020 695 195100 14 4 7372 30.89 1 7 10/19/2020 11/8/2019 10/19/2020 3/18/2020 282.32 423430 USD BBG000M1R011 20201102 180706 NPKLY 5 0 0.62 0.02 0.39 0.02 -0.35 -0.18 9 NAMPAK LTD SP ADR 0.27 612.8 405.4 374.1 644815 14 4 2671 480.31 1 3 11/6/2019 10/14/2020 1/9/2020 10/14/2020 0.38 326111 USD BBG000BL7C06 20201102 145249 NPTN 7 19.5 650000 10.34 4.6546 10.34 4.6546 0.35 12 NEOPHOTONICS NPTN 49.1 1.03 230.7 109.1 6/30/2020 39.2 49565 14 4 3674 43.35 1 7 6/8/2020 3/19/2020 6/8/2020 3/19/2020 8.82 334413 USD BBG000CL6VN9 20201102 180706 NRIFF 5 26.3 0 0.8697 0.2762 0.8697 0.303 0.02 12 NUVO PHARMACEUTICALS INC ORDINARY SHARES 3 1.97 35.5 21.4 6/30/2020 78.8 11388 14 4 3741 124.6 1 3 2/12/2020 11/5/2019 2/12/2020 4/9/2020 0.34 325412 USD BBG000GSTJ16 20201102 145250 NRIM 5 6.7 22000 40.6299 17.32 40.6299 17.32 4.27 0.04 12 NORTHRIM BANCORP 55.7 0.7 9/30/2020 19.2 6279 0.95 09/19/2007 0.95 08/16/2006 14 4 6035 45.29 1 21 2/21/2020 3/19/2020 2/21/2020 3/19/2020 38.3 551111 USD BBG000C5QMH9 20201102 180706 NROM 5 11000 0.61 0.15 0.5699 0.15 -0.04 12 NOBLE ROMANS INC 0.3 1.14 2.9 1.9 6/30/2020 4.5 22216 0.50 07/01/1985 14 4 5812 176.71 1 3 12/2/2019 3/16/2020 10/6/2020 3/16/2020 0.49 722511 USD BBG000BQ5021 20201102 145250 NRP 7 7000 27.3678 8.5 22.02 8.5 -17.29 -0.15 12 NATURAL RESOURCES PARTNER NRP 0.9 0.5 132.1 62.7 6/30/2020 470.4 12261 10.00 02/18/2016 0.50 04/19/2007 14 4 1221 32.26 1 7 11/4/2019 3/16/2020 1/17/2020 3/16/2020 20.11 212112 USD BBG000GMHBH2 20201102 145251 NRT 7 6.4 18000 6.44 2.19 5.9956 2.19 0.49 -0.16 10 NORTH EUROPEAN OIL RLTY NRT 1.8 1.6 1.5 7/31/2020 9191 0.33 03/17/1981 14 4 6792 32.82 1 7 11/8/2019 3/16/2020 1/3/2020 3/16/2020 5.91 533110 USD BBG000KDLS30 20201207 231710 NRZ 7 5022000 17.66 2.91 17.66 2.91 -3.17 -0.12 12 NEW RESIDENTIAL INVESTMENT NRZ 28 1.94 9/30/2020 7720.2 415745 2.00 10/20/2014 14 4 6798 57.57 1 7 2/19/2020 4/3/2020 2/19/2020 4/3/2020 16.11 525920 USD BBG003T1GM03 20201102 145251 NSA 7 282.4 496000 38.215 19.34 38.215 19.34 0.12 12 NATIONAL STORAGE AFFILIATES TRUST NSA 69.7 0.29 39.4 57.9 6/30/2020 1534 69178 14 4 6798 30.42 1 7 2/18/2020 3/18/2020 2/18/2020 3/18/2020 33.62 525920 USD BBG008417VN4 20201102 180707 NSEC 5 41.5 0 16.95 10.2 16.95 10.2 -1.33 -0.12 12 NATIONAL SECURITY GROUP 1.7 -0.07 6/30/2020 13.7 2531 0.83 05/03/2001 0.67 03/01/1994 14 4 6331 104.54 1 1 3/17/2020 3/12/2020 3/17/2020 3/12/2020 15.3 524126 USD BBG000BZ21R5 20201102 180707 NSFDF 5 4.4 35000 0.6879 0.1494 0.6879 0.1494 -0.05 12 ENERGY EXPLORATION 1.3 2.07 6.3 1 6/30/2020 0.2 64407 5.99 01/19/1996 14 4 919 179.02 1 3 9/14/2020 3/23/2020 9/14/2020 3/23/2020 0.46 213112 USD BBG000M4Z8C7 20201102 143432 NSPR 6 1171000 1.64 0.282 1.64 0.282 -0.46 12 INSPIREMD INC. 0.1 2.08 7.8 3.1 6/30/2020 1.1 33580 50.00 04/01/2019 35.00 02/08/2018 14 4 3841 76.22 1 6 1/17/2020 9/25/2020 1/17/2020 9/25/2020 1.08 339112 USD BBG000QDM9D4 20201102 145254 NSTG 5 1014000 46.93 13.85 46.93 13.85 -1.68 12 NANOSTRING TECHNOLOGIES INC. NSTG 93.3 1.45 212.6 45 6/30/2020 80 43736 14 4 2836 41.84 1 1 9/22/2020 3/18/2020 9/22/2020 3/18/2020 27.82 325414 USD BBG0019K7GX4 20201102 180707 NSYS 5 17 4000 7.46 2.52 6.5 2.52 0.27 -0.27 12 NORTECH SYSTEMS 0.6 1.55 43.3 22.2 6/30/2020 13.4 2658 14 4 3679 51.23 1 2 11/13/2019 3/25/2020 8/28/2020 3/25/2020 4.87 334418 USD BBG000BFV339 20201102 145255 NTEC 5 2815000 15.816 2.2 15.816 2.2 -18.2 12 INTEC PHARMA LTD. ORDINARY SHARES NTEC1 1.2 0.69 13.7 8.3 6/30/2020 3948 20.00 10/30/2020 14 4 2834 121.97 1 2 7/22/2020 10/30/2020 7/22/2020 10/30/2020 10 325412 USD BBG003CG2YW2 20201102 143436 NTFY 5 0.5 0 5 1.06 5 1.06 8 9 NOTIFY TECH CORP 3.55 2.9 3.5 9/30/2010 71 200.00 08/25/2011 14 4 7379 1077.56 1 3 10/9/2020 9/22/2020 10/9/2020 9/22/2020 5 511210 USD BBG000BZ1HZ2 20201102 180707 NTIC 5 57.7 14000 14.88 4.695 14.88 4.695 0.14 0.04 8 NORTHERN TECHNOLOGIES 16.9 1.09 33.3 7.8 5/31/2020 0.9 9100 0.50 07/01/2019 14 4 2819 26.29 1 1 1/6/2020 3/18/2020 1/6/2020 3/18/2020 14.06 325199 USD BBG000D380M5 20201102 145255 NTIP 6 25000 3.24 1.8 3.24 1.8 -0.13 0.5 12 NETWORK 1 TECHNOLOGIES INC 6.9 0.27 48.8 1.6 6/30/2020 1.5 24022 14 4 3669 59.15 1 6 9/24/2020 3/23/2020 9/24/2020 3/23/2020 2.18 334290 USD BBG000BBJ2V3 20201102 143438 NTN 6 757000 7.76 0.94 7.76 0.94 -1.73 12 NTN BUZZTIME 6.3 0.71 6.1 6.1 6/30/2020 2.7 2952 50.00 06/17/2016 14 4 4833 108.42 1 6 8/13/2020 6/2/2020 8/13/2020 6/2/2020 2.2 515120 USD BBG000CX5677 20201102 145256 NTRA 5 482000 75 16.87 75 16.87 -1.99 12 NATERA INC. COMMON STOCK NTRA 72.8 1.09 523.2 179.9 6/30/2020 73.7 84054 14 4 8071 44.04 1 21 10/12/2020 3/18/2020 10/12/2020 3/18/2020 33.69 621511 USD BBG001J1BQ86 20201102 145256 NTP 7 127000 11.82 3.66 11.82 3.66 -0.39 12 NAM TAI PROPERTY INC NTP 0.1 0.88 142.8 114.4 6/30/2020 93.9 57853 0.91 11/05/2003 0.33 07/08/2003 14 4 3679 98.06 1 7 9/14/2020 3/20/2020 9/14/2020 3/20/2020 8.61 334419 USD BBG000G2Y250 20201102 145256 NTWK 5 30.1 287000 5.85 2 4.5 2 0.08 6 NETSOL TECHNOLOGIES NTWK 13.6 0.71 51.9 20.1 6/30/2020 1.4 11728 10.00 08/13/2012 5.00 08/18/2003 14 4 7372 52.29 1 2 11/5/2019 3/17/2020 2/12/2020 3/17/2020 4 511210 USD BBG000D1LXG9 20201207 110105 NTZ 7 137000 14.41 0.3696 14.41 0.3696 -3.04 12 INDUSTRIE NATUZZI 13.5 1.9 190.6 184.6 9/30/2020 17.1 10971 5.00 02/21/2019 0.50 12/24/1996 14 4 2512 146.15 1 7 12/4/2020 4/7/2020 12/4/2020 4/7/2020 1.7 321999 USD BBG000BCLG92 20201102 145257 NUGT 7 2808000 214.1005 24.15 214.1 24.15 DIREXION DAILY GOLD MINERS BULL 2X NUGT NUGT1 2.71 10810 12751 5.00 04/23/2020 4.00 05/01/2017 14 4 76.14 1 11 2/24/2020 3/19/2020 2/24/2020 3/19/2020 174.2 0 USD BBG0019YY764 3 20201102 145257 NURO 5 172000 6.2 0.812 6.2 0.812 -1.48 12 NEUROMETRIX INC. COMMON STOCK 0.6 3 5.4 3.4 9/30/2020 2 3785 10.00 11/19/2019 8.00 05/12/2017 14 4 3841 55.19 1 2 4/14/2020 3/18/2020 4/14/2020 3/18/2020 4.3 339112 USD BBG000BB88M2 20201102 145258 NUVA 5 45.5 891000 81.91 28.55 81.91 28.55 -0.08 0.07 12 NUVASIVE NUVA 81.5 1.29 764.3 206.9 6/30/2020 623.3 51253 14 4 3841 50.8 1 21 1/15/2020 3/18/2020 1/15/2020 3/18/2020 77.34 339112 USD BBG000LNL298 20201102 145258 NVAX 5 2808000 189.4 3.54 189.4 3.6518 -2.58 12 NOVAVAX NVAX 37.8 1.18 97.2 25.8 6/30/2020 320.6 61278 20.00 05/10/2019 14 4 2836 77.53 1 21 8/5/2020 11/21/2019 8/5/2020 1/13/2020 3.98 325414 USD BBG000NVSBL7 20201102 145258 NVCR 5 939.2 1020000 140.89 53.4 140.89 53.4 0.13 12 NOVOCURE LIMITED ORDINARY SHARES NVCR 69.6 0.99 439.9 86.3 6/30/2020 149.4 101797 14 4 3845 48.75 1 21 10/14/2020 3/23/2020 10/14/2020 3/23/2020 84.27 339112 USD BBG009XW8PY2 20201102 145259 NVEE 5 37.9 64000 74.63 27 70.49 27 1.48 0.17 12 NV5 GLOBAL INC. COMMON STOC NVEE 46 0.84 251.2 114.4 6/30/2020 332.9 13214 1.00 03/07/2013 14 4 8711 31.03 1 2 11/4/2019 3/23/2020 2/21/2020 3/23/2020 50.45 541330 USD BBG005BT60Y8 20201102 180708 NVFY 5 193000 3.08 0.66 3.08 0.66 -1.82 -0.05 12 NOVA LIFESTYLE INC. COMMON ST 2.6 2 68.5 1.5 6/30/2020 4.2 5547 5.00 12/23/2019 0.20 06/27/2011 14 4 2512 90.42 1 2 10/22/2020 3/18/2020 10/22/2020 3/18/2020 1.85 337121 USD BBG000QL42S5 20201102 145259 NVGS 7 42000 13.99 3.8 13.8 3.8 -0.19 12 NAVIGATOR HOLDINGS LTD NVGS 5.5 2.58 126.1 109.5 6/30/2020 744.7 55905 0.33 11/19/2013 14 4 53.46 1 7 12/24/2019 3/23/2020 1/13/2020 3/23/2020 13.47 488390 USD BBG000R9BLC8 20201102 180708 NVIC 5 60000 0.024 0 0.024 0 -0.35 12 N-VIRO INTL CORP 0.4 -0.73 0.3 2.3 9/30/2016 10073 4.00 10/31/1995 14 4 4959 2877.84 1 3 10/12/2020 10/22/2020 10/12/2020 10/22/2020 0 562998 USD BBG000BKVJT5 20201102 145300 NVIV 5 1655000 16.2162 0.4975 11.997 0.4975 -18.36 12 INVIVO THERAPEUTICS HOLDINGS 0.3 1.02 6.8 2.7 6/30/2020 0.4 16667 30.00 02/12/2020 25.00 04/17/2018 14 4 2836 189.29 1 2 11/6/2019 10/29/2020 1/7/2020 10/29/2020 6.75 325411 USD BBG000MFKJB5 20201102 145300 NVO 7 23.1 1111000 73.81 49.24 73.81 49.24 2.76 0.1 12 NOVO-NORDISK NVO 1.8 0.31 9796.1 9251.4 6/30/2020 78.7 2323753 0.20 01/09/2014 0.50 12/17/2007 14 4 2834 24.34 1 7 10/12/2020 3/20/2020 10/12/2020 3/20/2020 57.88 325412 USD BBG000BQBKR3 20201102 145301 NVS 7 25 1661000 99.8429 69.1801 99.8429 69.1801 3.12 0.04 12 NOVARTIS NVS NVS1 5.4 0.35 29504 28264 9/30/2020 20353 2274500 0.50 05/11/2000 14 4 2834 20.36 1 7 2/12/2020 3/16/2020 2/12/2020 3/16/2020 94.69 325412 USD BBG000LYF3S8 20201102 145301 NVRO 7 267000 169.09 65.05 169.09 65.05 -3.01 12 NEVRO CORP NVRO 83.8 1.12 422.1 70.6 6/30/2020 160.3 34313 24.00 11/06/2014 14 4 3845 30.59 1 7 10/23/2020 3/23/2020 10/23/2020 3/23/2020 117.54 334510 USD BBG001K61W36 20201102 145301 NVTA 7 2761000 55.38 7.415 55.38 7.415 -4 12 INVITAE CORP NVTA 84 2.06 442.4 81.9 6/30/2020 268.8 178347 14 4 8071 74.67 1 7 10/12/2020 3/19/2020 10/12/2020 3/19/2020 16.13 621511 USD BBG005DJFD43 20201102 145301 NWBO 5 74.9 12747000 2.51 0.14 2.51 0.14 -0.08 12 NORTHWEST BIOTHERAPEUTICS INC COMMON STOCK 3.3 0.74 3.2 41.2 6/30/2020 6.6 731499 14 4 2834 220.97 1 3 10/20/2020 2/7/2020 10/20/2020 2/7/2020 0.21 325412 USD BBG000BKSDY6 20201102 145302 NWFL 5 11.7 7000 39.69 21.2 39.28 21.2 1.96 0.1 12 NORWOOD FINANCIAL 15.5 0.42 9/30/2020 56.4 8197 0.67 09/18/2017 0.67 08/18/2017 14 4 6022 38.91 1 1 12/27/2019 4/16/2020 1/6/2020 4/16/2020 38.9 522110 USD BBG000BN1P63 20201102 145302 NWHM 7 54000 6 0.9403 6 0.9403 -2.09 12 THE NEW HOME COMPANY INC 22.2 2.83 546.1 33.1 6/30/2020 304.8 18232 14 4 1522 61.35 1 7 2/14/2020 3/23/2020 2/14/2020 3/23/2020 4.66 321991 USD BBG004PQG1V2 20201102 145303 NWS 5 370000 15.7 7.875 15.7 7.875 -2.16 -0.09 6 NEWS CORPORATION NWS 5.5 1.43 3461 2682 6/30/2020 1183 590580 0.50 11/03/2004 14 4 4833 30.67 1 21 9/18/2020 4/2/2020 9/18/2020 4/2/2020 14.51 515120 USD BBG0035M2ZB7 20201102 145303 NWSA 5 1730000 15.9 7.9 15.9 7.9 -2.16 -0.09 6 NEWS CORPORATION NWSA 57.5 1.36 3461 2682 6/30/2020 1183 590580 0.50 11/03/2004 14 4 4833 30.53 1 21 9/18/2020 4/2/2020 9/18/2020 4/2/2020 14.14 515120 USD BBG0035LY913 20201102 145304 NXPI 5 135.6 2259000 145.15 58.41 145.15 58.41 -0.52 -0.17 12 NXP SEMICONDUCTOR NXPI 79.9 1.52 3267 1791 9/30/2020 7365 279750 14 4 3674 37.35 1 21 10/9/2020 3/18/2020 10/9/2020 3/18/2020 127.26 334413 USD BBG000BND699 20201102 145304 NXRT 7 33.1 94000 52.87 21.06 52.87 21.06 1.34 12 NEXPOINT RESIDENTIAL TRUST IN NXRT 60.5 1.05 126.1 69 9/30/2020 1361.9 24606 14 4 6798 42.32 1 7 2/18/2020 4/2/2020 2/18/2020 4/2/2020 45 531390 USD BBG0077Q6QJ5 20201102 145305 NXTD 5 4376000 0.889 0.213 0.889 0.213 -0.26 12 NXT-ID INC. CMN STK NXTD 1.6 1.46 3.4 5.7 6/30/2020 9.7 35010 10.00 09/12/2016 50.00 12/03/2015 14 4 7381 131.59 1 2 7/2/2020 3/12/2020 7/2/2020 3/12/2020 0.45 561611 USD BBG0043BXM26 20201102 145305 NYMX 5 113000 4.79 1.66 4.79 1.66 -0.15 12 NYMOX PHARMACEUTICAL NYMX 5.1 1.61 5.3 2 6/30/2020 0.9 76357 14 4 2835 63.5 1 2 6/16/2020 3/24/2020 6/16/2020 3/24/2020 2.2 325412 USD BBG000FYGR29 20201009 214614 OAS 5 47468000 3.65 0.16 3.65 0.16 -14.08 12 OASIS PETROLEUM OAS 40.4 3.72 437.4 602.9 6/30/2020 2711.6 320975 14 4 1311 180.56 1 2 1/7/2020 10/8/2020 1/7/2020 10/8/2020 3.26 211120 USD BBG000QFJ7H3 20201102 145307 OBAS 5 192.4 0 12.75 9.44 12.75 9.53 0.06 12 OPTIBASE 0.1 43.5 36 6/30/2020 111.3 5216 5.00 09/27/2012 14 4 6519 63.57 1 1 6/29/2020 11/22/2019 6/29/2020 3/9/2020 11.6 531190 USD BBG000BCVP64 20201102 180710 OCC 5 24000 4.62 2.05 4.62 2.05 -0.87 10 OPTICAL CABLE 9.2 0.68 29.4 13.6 7/31/2020 5.2 7537 8.00 07/31/2002 0.67 09/29/2000 14 4 3357 97.13 1 1 10/5/2020 3/19/2020 10/5/2020 3/19/2020 3.25 335921 USD BBG000PM18B2 20201102 145308 OCUL 5 1757000 12.42 2.46 12.42 3.775 -1.99 12 OCULAR THERAPEUTIX INC. COMMO OCUL 20.8 1.52 60.2 12 6/30/2020 49.3 71328 14 4 2834 95.13 1 1 10/14/2020 11/12/2019 10/14/2020 3/13/2020 3.95 325412 USD BBG001J1BZV0 20201102 145308 OCX 6 1925000 3.51 1.15 3.51 1.15 -0.51 12 ONCOCYTE CORP 13.7 2.06 23 4.4 6/30/2020 1.9 67251 14 4 2834 89.55 1 6 6/25/2020 9/1/2020 6/25/2020 9/1/2020 2.25 325412 USD BBG008P5VFV1 20201102 145309 ODC 7 12.7 10000 38.8 28.5331 38.8 28.5331 2.7 0.11 7 OIL-DRI CORP OF AMERICA 39.7 0.6 108.4 46.2 7/31/2020 8.8 7462 0.80 09/11/2006 0.80 03/16/1990 14 4 2899 33.93 1 7 1/16/2020 3/16/2020 1/16/2020 3/16/2020 36.25 325199 USD BBG000D61MB9 20201102 145309 OEC 7 20.3 375000 20.78 5.93 19.71 5.93 0.72 12 ORION ENGINEERED CARBONS S.A. OEC 65.7 2.07 507.7 285.2 6/30/2020 630.3 60487 14 4 2899 58.89 1 7 12/16/2019 3/18/2020 1/16/2020 3/18/2020 19.3 325998 USD BBG006MC4LP7 20201102 143500 OEF 7 228000 168.16 101.8696 168.16 101.87 ISHARES S&P 100 INDEX OEF 0.99 69322 44500 14 4 22.67 1 11 9/2/2020 3/23/2020 9/2/2020 3/23/2020 144.09 0 USD BBG000DDXQR3 3 20201102 180711 OFED 5 33.1 0 28 15.25 28 15.25 0.68 -0.03 6 OCONEE FEDERAL FINANCIAL 1.8 0.82 6/30/2020 5 5604 14 4 6035 69.44 1 2 6/23/2020 3/23/2020 6/23/2020 3/23/2020 26.01 522120 USD BBG001DCR685 20201102 145309 OESX 5 30.6 499000 9.3 2.62 9.3 2.7 0.21 3 ORION ENERGY SYSTEMS INC. COMMON STOCK OESX 40.3 2.23 55 27.2 6/30/2020 10.1 30625 14 4 3646 71.43 1 2 10/8/2020 11/6/2019 10/8/2020 3/18/2020 3.35 335122 USD BBG000CX3LB1 20201102 145310 OFIX 5 90000 47.91 22.11 47.91 22.11 -1.15 12 ORTHOFIX INTERNATIONAL OFIX 67.1 1.05 260.6 84.9 6/30/2020 20 19328 14 4 3841 25.86 1 21 1/16/2020 3/18/2020 1/16/2020 3/18/2020 46.18 339112 USD BBG000G1C210 20201102 145310 OFS 5 6.5 51000 12.09 3.39 11.97 3.39 -1.65 -0.07 12 OFS CAPITAL 5.6 1.32 6/30/2020 242.8 13400 14 4 6799 31.87 1 21 11/13/2019 4/3/2020 2/18/2020 4/3/2020 11.17 523110 USD BBG000R3NQ37 20201102 180711 OGCP 7 40.9 2000 14.67 5.25 14.1 5.25 12 EMPIRE STATE REALTY OP LP SERI 0.1 0.48 518 143.8 9/30/2020 1668.6 290704 14 4 6798 45.61 1 11 11/4/2019 10/30/2020 1/24/2020 10/30/2020 13.86 531190 USD BBG005CL8KT4 20201102 145311 OGEN 6 2750000 2.09 0.36 2.09 0.36 -0.52 12 ORAGENICS INC. 5 0.3 18.8 1.9 6/30/2020 61005 10.00 01/22/2018 20.00 09/28/2010 14 4 2834 64.43 1 6 7/22/2020 4/16/2020 7/22/2020 4/16/2020 0.52 325412 USD BBG000PTF8K2 20201102 145311 OGS 7 19.7 233000 96.97 63.67 96.97 63.67 3.51 0.11 12 ONE GAS INC OGS 83.6 0.3 506.2 872.7 6/30/2020 1286.1 52921 14 4 4924 22.28 1 7 2/18/2020 3/23/2020 2/18/2020 3/23/2020 93.57 221210 USD BBG004WQKD07 20201102 145313 OIIM 5 0.6 531000 6.5532 0.98 6.5532 0.98 10.31 12 O2MICRO INTERNATIONAL 23.1 1.17 66.8 11.1 6/30/2020 0.1 27003 14 4 3679 108.77 1 21 10/30/2020 3/18/2020 10/30/2020 3/18/2020 1.75 334419 USD BBG000C2YJ84 20201102 143504 OIL 7 5000 19.75 7.17 19.75 7.17 IPATH PURE BETA CRUDE OIL ETN 2.39 1835 44125 14 4 37.81 1 11 1/6/2020 4/21/2020 1/6/2020 4/21/2020 19.02 0 USD BBG001NC7TG7 3 20201102 145314 OLLI 5 26.5 546000 112.58 28.83 112.58 28.83 3.29 1 OLLIES BARGAIN OUTLET HOLDINGS INC. COMMON STOCK OLLI 98.7 1.51 433.5 177 7/31/2020 0.5 65376 14 4 5331 26.56 1 1 8/26/2020 3/18/2020 8/26/2020 3/18/2020 65.31 452319 USD BBG0098VVDT9 20201102 145315 OMCL 5 96.2 559000 94.85 54.24 94.85 54.24 0.9 0.11 12 OMNICELL OMCL 90.4 0.9 483.2 237 9/30/2020 50 42763 14 4 8099 31.98 1 21 2/7/2020 3/20/2020 2/7/2020 3/20/2020 81.72 621999 USD BBG000BTNGZ4 20201102 143510 OMEX 5 25000 8.49 2.1 8.49 2.1 -1.42 12 ODYSSEY MARINE OMEX 4.9 1.46 1.2 51.2 6/30/2020 3 12126 12.00 02/22/2016 5.00 09/09/1997 14 4 8732 50.34 1 2 9/8/2020 3/16/2020 9/8/2020 3/16/2020 3.19 541720 USD BBG000JJVJF5 20201102 145316 OMER 5 617000 25.46 8.5 25.46 8.5 -2.06 12 OMEROS OMER 23.3 1.02 103.7 55.5 6/30/2020 158.2 61418 1.96 10/02/2009 14 4 2834 55.56 1 1 8/10/2020 3/16/2020 8/10/2020 3/16/2020 14.09 325412 USD BBG000JLP4B4 20201102 145316 OMF 7 7.5 816000 48.9197 12.21 48.9197 12.21 4.68 0.07 12 ONEMAIN HOLDINGS INC OMF 43.5 2.16 9/30/2020 17212 134326 14 4 6141 39.19 1 7 2/20/2020 3/18/2020 2/20/2020 3/18/2020 42.15 522291 USD BBG005497GZ3 20201102 145316 OMI 7 1424000 27.75 3.63 27.75 3.63 -1.72 12 OWENS & MINOR OMI 61.8 0.18 2407.3 1416.2 6/30/2020 1508.4 73511 0.67 04/01/2010 0.67 06/09/1994 14 4 5047 127.95 1 7 10/9/2020 3/12/2020 10/9/2020 3/12/2020 5.17 423450 USD BBG000CTV5F0 20201102 143512 ONCS 5 187000 5.4 1.039 5.4 1.039 -2.89 7 ONCOSEC MEDICAL INCORPORATED 1.9 2.43 28.5 5 4/30/2020 23054 10.00 05/21/2019 20.00 05/18/2015 14 4 2835 75.04 1 2 8/11/2020 3/17/2020 8/11/2020 3/17/2020 1.81 325413 USD BBG000BDJBM9 20201102 143512 ONCY 5 596000 6.02 0.8201 4.82 0.94 -0.86 12 ONCOLYTICS BIOTECH INC. COMMON SHARES 0.3 2.86 14.2 9.7 6/30/2020 0.1 41657 9.50 05/25/2018 14 4 3741 60 1 2 12/31/2019 11/20/2019 1/2/2020 3/18/2020 4.76 325412 USD BBG000DVS826 20201102 143513 ONE 7 67.2 53000 7.4 3.55 7.03 3.55 -0.44 8 ONESMART INT'L EDUCATION GROUP LTD 2.4 358.9 504.9 5/31/2020 200.4 160861 14 4 44.18 1 7 11/12/2019 7/29/2020 1/8/2020 7/29/2020 6.67 0 USD BBG00K7T3CY7 20201009 214624 ONDK 7 2.9 598000 4.71 0.54 4.29 0.54 -0.69 12 ON DECK CAPITAL INC ONDK 28.6 1.8 6/30/2020 915 59015 14 4 6153 41.05 1 7 10/30/2019 3/18/2020 2/20/2020 3/18/2020 4.14 522130 USD BBG001YNH9Z3 20201207 231855 ONTX 5 0.3 15798000 1.56 0.1901 1.56 0.1901 1.03 12 ONCONOVA THERAPEUTICS INC 8.8 1.77 23.5 8.3 9/30/2020 184948 15.00 09/26/2018 10.00 06/01/2016 14 4 2834 109.75 1 2 7/21/2020 9/4/2020 7/21/2020 9/4/2020 0.38 325412 USD BBG000R338X6 20201102 145317 OOMA 7 127000 19.18 7.45 19.18 7.45 -0.48 1 OOMA INC OOMA 39.1 0.39 48 46.9 7/31/2020 9.8 22400 14 4 4899 30.59 1 7 7/2/2020 3/18/2020 7/2/2020 3/18/2020 13.23 517919 USD BBG001QB7V26 20200911 144111 OPCO 5 16.6 0.06 12 OURPETS COMPANY 3.1 -0.81 15.2 2 9/30/2018 3 20066 14 4 2047 6.19 1 3 1 311111 USD BBG000DPZ956 20201102 145317 OPGN 5 2.5 776000 5.76 0.92 5.76 1.11 0.84 12 OPGEN INC. COMMON STOCK 1.7 -0.85 6.7 4.9 6/30/2020 0.3 19799 20.00 08/29/2019 25.00 01/19/2018 14 4 8071 50.45 1 2 3/16/2020 11/15/2019 3/16/2020 1/3/2020 1.13 621511 USD BBG001J1CY88 20201102 145318 OPHC 5 32000 5.4 1.68 5.4 1.68 -0.5 12 OPTIMUMBANK HOLDINGS INC 0.1 1.09 6/30/2020 15.6 2951 10.00 01/12/2016 4.00 06/03/2013 14 4 6021 63.88 1 2 6/17/2020 5/5/2020 6/17/2020 5/5/2020 2.77 522110 USD BBG000PQV9V6 20201102 145318 OPK 5 10341000 6.47 1.1171 6.47 1.1171 -0.33 12 OPKO HEALTH OPK 22.4 1.89 324 249.1 6/30/2020 211.2 669831 14 4 2835 90.09 1 21 7/21/2020 4/3/2020 7/21/2020 4/3/2020 1.47 339116 USD BBG000N49069 20201102 180716 OPOF 5 11.8 1000 30.0495 10.86 28.74 10.86 1.31 0.13 12 OLD POINT FINANIAL 6.6 1.09 9/30/2020 39 5222 0.80 10/02/2007 0.67 11/05/2002 14 4 6021 30.89 1 2 11/19/2019 3/19/2020 1/31/2020 3/19/2020 27.49 522110 USD BBG000BSBQ78 20201102 145318 OPRX 5 184000 22.55 6.5019 22.55 6.5019 -0.48 -0.08 12 OPTIMIZERX CORPORATION COMMON STOCK OPRX 31.7 0.59 27.1 6.1 6/30/2020 15043 3.00 05/14/2018 1000.00 04/02/2008 14 4 8099 66.28 1 2 10/26/2020 3/16/2020 10/26/2020 3/16/2020 10.27 621610 USD BBG000HKQH91 20201102 145319 OPTI 5 44477000 0.195 0.0005 0.195 0.0005 -0.27 6 OPTEC INTERNATIONAL INC. COMMON STOCK 3.78 0.1 1.8 12/31/2018 1.6 9619 14 4 3714 240.71 1 3 8/6/2020 5/14/2020 8/6/2020 5/14/2020 0 336320 USD BBG0077QL997 20201102 145319 OPTT 5 26613000 3.72 0.329 3.72 0.329 -1.16 4 OCEAN POWER 0.2 1.94 11.7 1.9 7/31/2020 23090 20.00 03/12/2019 10.00 10/29/2015 14 4 3699 253.46 1 2 10/7/2020 4/22/2020 10/7/2020 4/22/2020 0.87 333249 USD BBG000RKMB42 20201102 180716 OPXS 5 4.8 9000 2.58 1.4 2.58 1.4 0.43 -0.11 9 OPTEX SYSTEMS HOLDINGS INC. COMMON STOCK 1.01 15 3.3 6/30/2020 8762 1000.00 10/07/2015 0.40 03/13/2009 14 4 3827 38.02 1 3 2/25/2020 4/28/2020 2/25/2020 4/28/2020 1.97 333314 USD BBG000BKWYX6 20201102 180717 ORBT 5 11.6 1000 6.1 3.41 6.1 3.41 0.43 -0.13 12 ORBIT INTL CP 0.91 15.3 1.6 6/30/2017 1.4 4187 0.80 08/01/2005 0.80 09/02/2003 14 4 3679 66.05 1 3 1/29/2020 3/23/2020 1/29/2020 3/23/2020 6 334419 USD BBG000BQLC54 20201102 145320 ORC 7 9 729000 6.89 1.53 6.89 1.53 -0.5 -0.3 12 ORCHID ISLAND CAPITAL INC ORC 30.7 1.56 6/30/2020 187.5 69296 14 4 6798 27.23 1 7 2/21/2020 3/18/2020 2/21/2020 3/18/2020 5.85 531390 USD BBG001P2KSC8 20201102 145321 ORMP 5 100000 6.05 2.3168 5.88 2.4 -0.57 8 ORAMED PHARMACEUTICALS INC. CO ORMP 1.4 1.62 33.3 5.3 5/31/2020 23527 12.00 01/23/2013 0.30 06/14/2004 14 4 2834 58.05 1 2 12/19/2019 11/14/2019 1/9/2020 10/1/2020 5.15 325412 USD BBG000LRYR36 20201102 145321 ORN 7 10.5 238000 5.985 1.53 5.985 1.53 0.31 12 ORION GROUP HOLDINGS ORN 38 1 212 149.8 6/30/2020 68 30349 14 4 1629 63.15 1 7 1/16/2020 3/16/2020 1/16/2020 3/16/2020 5.19 237990 USD BBG000BG8N39 20201102 180718 ORRF 5 7.4 21000 23.31 11.4 22.88 11.4 1.88 -0.15 12 ORRSTOWN FINANCIAL 30.8 0.99 9/30/2020 94.9 11204 0.95 05/23/2007 0.95 06/01/2005 14 4 6022 28.33 1 2 12/20/2019 4/16/2020 1/14/2020 4/16/2020 22.62 522110 USD BBG000BRRN07 20201102 145322 OSG 7 4.4 168000 2.81 1.61 2.81 1.61 0.43 12 OVERSEAS SHIPHOLDING GROUP INC OSG 25 0.12 57.5 161.5 6/30/2020 336.5 86337 6.00 06/13/2016 0.91 12/18/2015 14 4 4612 32.27 1 7 4/23/2020 2/28/2020 4/23/2020 2/28/2020 2.3 486110 USD BBG0071D5R09 20201102 180719 OSN 5 2.7 11000 5.69 1.5 5.69 1.5 1.62 0.24 12 OSSEN INNOVATION CO. 0.5 1.04 171.2 41 6/30/2017 6.1 6597 2.00 03/26/2018 3.00 08/22/2016 14 4 3312 29.68 1 2 8/4/2020 3/16/2020 8/4/2020 3/16/2020 3.08 331110 USD BBG0016XDNW8 20201102 145324 OSUR 5 70.2 2057000 19.75 5.23 19.75 5.23 -0.03 12 ORASURE TECHNOLOGIES OSUR 63 0.14 224.6 32.7 6/30/2020 7.8 71558 0.67 01/08/1998 0.33 04/08/1987 14 4 3841 82.22 1 21 8/5/2020 3/13/2020 8/5/2020 3/13/2020 8.03 339112 USD BBG000J3D1Y8 20201102 145324 OTCM 5 21.8 3000 35.8399 22.14 35.8399 22.14 1.36 0.13 12 OTC MARKETS GROUP 7.9 0.71 35 25.4 6/30/2020 1.2 11661 14 4 6211 19.82 1 3 2/10/2020 3/17/2020 2/10/2020 3/17/2020 35 523210 USD BBG000GLXY68 20201102 145324 OTIC 5 187000 4.89 1.53 4.89 1.53 -1.43 12 OTONOMY INC OTIC 11.5 1.9 63.2 12.5 6/30/2020 15 48227 14 4 2834 65.15 1 21 8/20/2020 3/18/2020 8/20/2020 3/18/2020 3.83 325412 USD BBG000R16894 20201102 145324 OUT 7 72.8 1409000 31.2 7.07 31.2 7.07 0.18 -0.18 12 OUTFRONT MEDIA INC OUT 65.9 1.61 435.8 650 6/30/2020 2222.1 144410 14 4 6798 45.08 1 7 2/3/2020 3/23/2020 2/3/2020 3/23/2020 26.82 523991 USD BBG004S69ZX4 20201102 180720 OVBC 5 11.3 4000 41.5 19.2 41.2 19.2 1.89 0.01 12 OHIO VALLEY BANC 16.8 0.2 9/30/2020 42.5 4787 0.80 05/11/2005 0.80 05/11/1999 14 4 6022 46.34 1 1 12/26/2019 7/17/2020 1/2/2020 7/17/2020 39.62 522110 USD BBG000BW6NY2 20201102 145325 OVLY 5 9.2 5000 19.95 10.72 19.69 10.72 1.5 0.12 12 OAK VALLEY BANCORP 14.4 0.33 9/30/2020 3 8215 0.67 01/17/2006 0.67 01/14/2005 14 4 6022 60.69 1 2 12/27/2019 3/18/2020 1/6/2020 3/18/2020 19.46 522110 USD BBG000G718L4 20201102 145325 OXBR 5 3527000 9.62 0.7 9.62 0.7232 -0.02 12 OXBRIDGE RE HOLDINGS LIMITED O 0.2 0.95 6/30/2020 0.6 5734 14 4 6331 334.98 1 2 9/28/2020 12/27/2019 9/28/2020 1/2/2020 0.74 524130 USD BBG006G54GT6 20201102 145325 OXFD 5 164000 17.77 8.37 17.31 8.37 -0.64 12 OXFORD IMMUNOTEC GLOBAL PLC OR OXFD 30.8 1.46 215.9 13.8 6/30/2020 25956 14 4 44.84 1 1 12/6/2019 3/18/2020 1/22/2020 3/18/2020 16.6 0 USD BBG005DZVJ82 20201102 145327 PACB 5 4799000 15.12 2.2 15.12 2.2 -0.33 12 PACIFIC BIOSCIENCES PACB 65.4 1.2 81 21.8 6/30/2020 15.9 176753 14 4 3826 71.81 1 21 10/20/2020 3/18/2020 10/20/2020 3/18/2020 5.14 334516 USD BBG000QKXH20 20201102 143534 PACD 7 8617000 6.65 0.205 6.65 0.205 -7.29 12 PACIFIC DRILLING SA 6.7 2.33 390.6 75.4 6/30/2020 1073.7 75203 10000.00 11/19/2018 10.00 05/25/2016 14 4 1311 103.51 1 7 1/7/2020 9/10/2020 1/7/2020 9/10/2020 4.08 213112 USD BBG0027SRKW7 20201102 143535 PACQF 5 0.4 0 0.51 0.05 0.51 0.05 0.53 12 PRIME ACQUISITION 56.5 0.24 0.5 16 6/30/2011 1 1904 14 4 6798 757.03 1 3 4/20/2020 10/15/2020 4/20/2020 10/15/2020 0.3 531190 USD BBG001QB6GL9 20201102 145328 PAGP 7 4.1 3448000 20.02 3.04 19.79 3.04 -2.43 0.09 12 PLAINS GP HOLDINGS LP PAGP 68.2 2.36 4614 5019 6/30/2020 9187 184260 2.66 11/16/2016 14 4 4612 64.31 1 7 11/6/2019 3/18/2020 1/6/2020 3/18/2020 18.95 486110 USD BBG000TBYFR3 20201102 145328 PAHC 5 19.8 120000 29.38 16.27 29.38 16.27 0.83 -0.11 6 PHIBRO ANIMAL HEALTH CORPORATI PAHC 41.5 0.38 451.8 157.2 6/30/2020 368.3 40454 14 4 742 30.24 1 1 2/4/2020 10/30/2020 2/4/2020 10/30/2020 24.83 311119 USD BBG000C31ZH2 20201102 145328 PAM 7 0 187000 17.37 8.72 16.69 8.72 271.9 3.43 12 PAMPA ENERGIA PAM 6.4 0.58 1042 653.3 6/30/2020 1349.5 61671 14 4 4911 57.58 1 7 12/26/2019 3/16/2020 1/2/2020 3/16/2020 16.43 221122 USD BBG000S7QCQ0 20201102 143537 PANL 5 129.5 67000 3.51 1.6 3.51 1.6 12 PANGAEA LOGISTICS 2.9 0.73 127 90.9 6/30/2020 88.5 45066 14 4 4412 85.52 1 2 10/19/2020 3/19/2020 10/19/2020 3/19/2020 2.95 483111 USD BBG005PTVFQ1 20201102 145328 PANW 7 760000 275.03 125.47 275.03 125.47 -2.76 7 PALO ALTO NETWORKS PANW 50.8 1.23 5129.2 2691.7 7/31/2020 3084.1 94965 14 4 7379 24.82 1 7 8/21/2020 3/18/2020 8/21/2020 3/18/2020 231.25 423430 USD BBG0014GJCT9 20201102 143538 PARF 5 0 105 8.09 105 8.09 -2.88 12 PARADISE INC. 61.4 0.21 19.8 2 6/30/2019 520 14 4 2033 254.69 1 3 7/15/2020 9/30/2020 7/15/2020 9/30/2020 311421 USD BBG000BQRLG6 20201102 145329 PARR 7 11.7 331000 25.69 5.72 23.71 5.72 -5.92 12 PAR PACIFIC HLDGS INC PARR 44.3 2.19 1032.2 1034.3 6/30/2020 599.6 53965 10.00 01/29/2014 10.00 07/13/2011 14 4 2911 60.76 1 7 11/14/2019 3/18/2020 1/2/2020 3/18/2020 23.24 324110 USD BBG003C5DL16 20201102 180721 PATI 5 72.2 1000 21.26 8.06 21.26 8.06 -0.03 9 PATRIOT TRANSPORTATION HOLDING 14.6 0.21 34.4 8.8 6/30/2020 7.3 3377 14 4 4213 68.7 1 21 1/9/2020 5/27/2020 1/9/2020 5/27/2020 19.48 484110 USD BBG006G4ZTC5 20201102 145329 PAYC 7 119 397000 397.51 163.42 397.51 163.42 3.06 0.95 12 PAYCOM SOFTWARE INC PAYC 69.6 1.58 1871.1 1753.5 6/30/2020 30.9 58533 14 4 7372 32.69 1 7 10/21/2020 4/3/2020 10/21/2020 4/3/2020 264.76 511210 USD BBG0064N0ZZ5 20201102 145330 PBA 7 15.8 1145000 40.65 10.58 40.65 10.58 1.32 0.2 12 PEMBINA PIPELINE PBA 35.8 1.54 741.2 1094.1 6/30/2020 7568 549837 14 4 4612 34.28 1 7 2/20/2020 3/19/2020 2/20/2020 3/19/2020 37.06 486110 USD BBG001732GF9 20201102 145330 PBF 7 3.4 5453000 34.91 4.06 33.99 4.06 -4.64 -0.02 12 PBF ENERGY PBF 55.3 2.84 3823.7 2509.2 6/30/2020 2017.3 120148 14 4 2911 75.44 1 7 11/4/2019 10/29/2020 1/13/2020 10/29/2020 31.37 324110 USD BBG002832GV8 20201102 143540 PBE 7 5000 63.4 38.081 63.4 38.081 INVESCO DYNAMIC BIOTECH & 1.03 2179 3850 14 4 27.72 1 11 7/21/2020 3/18/2020 7/21/2020 3/18/2020 55.85 0 USD BBG000DTFST2 3 20201102 145330 PBFX 7 3.4 229000 21.96 3.06 21.78 3.06 2.15 12 PBF LOGISTICS LP PBFX 18.5 1.72 94.2 47.7 6/30/2020 802.1 62351 14 4 4619 38.51 1 7 11/4/2019 3/18/2020 1/16/2020 3/18/2020 20.25 486910 USD BBG00699HCV8 20201102 180721 PBHC 5 8.6 1000 14.5 9.08 14.5 9.08 1.17 0.05 12 PATHFINDER BANCORP INC. COMMO 1.4 -0.11 6/30/2020 83.1 4754 0.61 10/17/2014 0.67 02/06/1998 14 4 6036 53.26 1 2 2/14/2020 8/7/2020 2/14/2020 8/7/2020 13.9 522120 USD BBG000FTTNV3 20201102 180721 PBIP 5 8.7 8000 18.59 9.53 18.575 9.53 1.34 0.41 9 PRUDENTIAL BANCORP INC. COMMO 24.8 -0.12 6/30/2020 286.9 8147 1.06 10/10/2013 14 4 6036 36.67 1 1 12/31/2019 9/11/2020 1/6/2020 9/11/2020 18.53 522120 USD BBG000Q8MHG4 20201102 143542 PBP 7 65000 22.61 14.5401 22.11 14.5401 INVESCO S&P 500 BUYWRITE 0.68 1718 8950 14 4 16.98 1 11 12/18/2019 3/23/2020 2/19/2020 3/23/2020 21.54 0 USD BBG000V1VPR3 3 20201102 145331 PBPB 5 108000 6 1.5 6 1.5 -1.66 12 POTBELLY CORPORATION COMMON ST PBPB 16.8 1.55 32.2 53.8 6/30/2020 1 23899 14 4 5812 55.69 1 21 2/21/2020 3/18/2020 2/21/2020 3/18/2020 4.22 722310 USD BBG0026ZGB09 20201102 143543 PBS 7 4000 38.31 20.4601 38.31 20.4601 INVESCO DYNAMIC MEDIA 1.24 361 1000 14 4 24.46 1 11 10/14/2020 3/18/2020 10/14/2020 3/18/2020 34.01 0 USD BBG000DVHRQ0 3 20201102 143544 PBW 7 392000 71.62 22.2 71.62 22.2 INVESCO WILDERHILL CLEAN E PBW 1.5 7425 12218 5.00 10/23/2017 14 4 42.04 1 11 10/20/2020 3/18/2020 10/20/2020 3/18/2020 34.23 0 USD BBG000QTL566 3 20201102 143544 PBY 7 4000 26.77 11.69 26.77 11.69 PROSPECT CAPITAL CORP 6.25% NTS 14 4 11.83 1 7 1/8/2020 3/18/2020 1/8/2020 3/18/2020 25.84 0 BBG00L2DC5N2 20201102 145332 PBYI 5 539000 15 5.5 15 5.5 -1.06 12 PUMA BIOTECHNOLOGY PBYI 43.5 0.78 166.3 90.8 6/30/2020 95 39677 14 4 2834 40.17 1 21 2/5/2020 3/17/2020 2/5/2020 3/17/2020 8.75 325412 USD BBG0018YXYX7 20201102 145332 PCCWY 5 51.5 0 6.48 4.8 6.48 4.8 -0.01 -0.28 12 PCCW LTD ADR NEW 0.46 2691.6 2100.7 6/30/2006 6901.2 772964 5.00 01/08/2003 14 4 4813 42.23 1 3 10/20/2020 3/23/2020 10/20/2020 3/23/2020 5.75 517919 USD BBG000MDXZ75 20201102 143545 PCEF 7 124000 23.9608 13.62 23.9608 13.62 INVESCO CEF INCOME COMPOSI PCEF 1.36 7284 35950 14 4 12.11 1 11 2/20/2020 3/19/2020 2/20/2020 3/19/2020 23.31 0 USD BBG000QC88Z0 3 20201001 143134 PCFO 5 -0.42 12 PACIFIC OFFICE PROP 0.3 -0.33 18.3 106.8 9/30/2018 301.2 5424 14 4 6798 731.74 1 3 0.05 525990 USD BBG000BCRYS6 20201102 180723 PCLB 5 30.3 0 31 22.01 30.255 22.01 0.95 0.19 12 PINNACLE BANCSHR INC 1.3 0.47 9/30/2007 4.1 1462 0.50 10/30/1997 14 4 6022 12.29 1 3 12/26/2019 3/24/2020 2/24/2020 3/24/2020 29.5 522110 USD BBG000DDMV58 20201102 145333 PCOM 5 83.8 30000 19.06 6.89 19.06 6.89 0.12 0.23 12 POINTS INTERNATIONAL PCOM 22.3 1.68 111 96.5 6/30/2020 13227 10.00 02/02/2011 14 4 7721 37.9 1 2 2/19/2020 5/22/2020 2/19/2020 5/22/2020 15.26 541511 USD BBG000F6YK07 20201102 145334 PCRX 5 395000 64.44 27.46 64.44 27.46 -0.25 12 PACIRA BIOSCIENCES INC PCRX 90.9 1.08 408.6 107.7 6/30/2020 306 42742 14 4 2834 30.48 1 21 8/19/2020 3/23/2020 8/19/2020 3/23/2020 45.3 325412 USD BBG0018FQNS6 20201102 145334 PCTY 5 154.6 269000 196.365 66.98 196.365 66.98 1.2 6 PAYLOCITY HOLDING CORPORATION PCTY 63.3 1.52 1663.2 1408.9 6/30/2020 100 54244 14 4 7372 31.2 1 21 10/21/2020 3/18/2020 10/21/2020 3/18/2020 120.82 511210 USD BBG006598YS8 20201102 143550 PCY 7 1237000 30.33 19.74 30.33 19.74 INVESCO EMERGING MKTS SOVE PCY 1.32 28244 104300 14 4 9.54 1 11 2/21/2020 3/18/2020 2/21/2020 3/18/2020 29.58 0 USD BBG000TJ01Q5 3 20201102 145334 PCYG 5 86.8 22000 6.22 3.33 6.22 3.33 0.05 6 PARK CITY GROUP INC. COMMON S PCYG 26.7 1.59 27.1 8.9 6/30/2020 1.2 19500 50.00 08/11/2006 14 4 7374 67.12 1 2 6/17/2020 3/18/2020 6/17/2020 3/18/2020 5.06 561499 USD BBG000DFX8S7 20201102 145334 PCYO 5 23.8 62000 13.83 7.18 13.83 7.18 0.37 8 PURE CYCLE PCYO 31.2 0.56 23.5 8.3 5/31/2020 4 23854 10.00 04/26/2004 14 4 4941 31.49 1 2 2/21/2020 3/19/2020 2/21/2020 3/19/2020 12.59 221310 USD BBG000BLDVM3 20201102 145335 PDCO 5 39.3 709000 30.38 12.93 30.38 12.93 -6.31 -0.15 4 PATTERSON COMPANIES PDCO 87 1.78 1542.8 1074.9 7/31/2020 587.8 96354 0.50 10/25/2004 0.50 07/24/2000 14 4 5047 44.42 1 21 9/2/2020 4/3/2020 9/2/2020 4/3/2020 20.48 423450 USD BBG000BQY289 20201102 145335 PDEX 5 22.5 49000 38.48 11.4038 38.48 12.83 1.56 6 PRO-DEX 13.2 1.61 22.7 5.2 6/30/2020 3.3 3858 3.00 06/18/2010 14 4 3841 75.34 1 2 10/26/2020 11/14/2019 10/26/2020 3/16/2020 17.55 339112 USD BBG000C30865 20201102 145335 PDLI 5 925000 3.86 2.125 3.86 2.125 -1.29 12 PDL BIOPHARMA PDLI PDLI1 PDLI2 44 1.06 313.9 45.7 6/30/2020 27.2 113982 0.78 12/19/2008 0.50 10/10/2001 14 4 2836 72.44 1 21 2/13/2020 10/30/2020 2/13/2020 10/30/2020 3.25 325412 USD BBG000CPZ0F5 20201102 145336 PDM 7 3.9 741000 24.78 11.26 24.78 11.26 2.96 0.45 12 PIEDMONT OFFICE REALTY PDM 63.2 0.65 198.3 143.9 6/30/2020 1481.4 126029 14 4 6512 39.66 1 7 2/5/2020 10/30/2020 2/5/2020 10/30/2020 22.24 531120 USD BBG000JVJ8N7 20201102 143551 PDP 5 114000 82.09 44.95 82.09 44.95 POWERSHARES DWA MOMENTUM PORTFOLIO PDP 0.98 20368 26650 14 4 21.27 1 1 10/16/2020 3/23/2020 10/16/2020 3/23/2020 64.36 0 USD BBG000BVPJT8 3 20201102 180723 PDPTF 5 1000 2.25 0.25 2.25 0.61 -0.03 2 PUDO INC COMMON SHARES 27.1 1.34 1.8 0.6 8/31/2020 26632 14 4 4841 108.62 1 3 8/5/2020 11/15/2019 8/5/2020 3/23/2020 1.3 492110 USD BBG000BS5C58 20201102 145337 PEB 7 11.7 952000 27.75 5.39 26.98 5.39 -0.55 -0.02 12 PEBBLEBROOK HOTEL PEB 95.3 1.67 166 579.7 6/30/2020 2229.2 130865 14 4 6798 53.65 1 7 11/5/2019 3/18/2020 1/2/2020 3/18/2020 26.81 531190 USD BBG000PNBZF5 20201102 145336 PE 7 15 12424000 20.125 3.92 20.125 3.92 -10.04 0.08 12 PARSLEY ENERGY INC PE 64.6 2.37 398.4 795.6 9/30/2020 2182.8 412865 14 4 1311 66.35 1 7 1/6/2020 3/18/2020 1/6/2020 3/18/2020 18.91 211120 USD BBG006BFYZP8 20201102 145337 PEBK 5 8.2 4000 33.1755 13.3 33.1755 13.3 2.12 0.09 12 PEOPLES BANCORP OF N 18.4 0.61 9/30/2020 15.6 5788 0.91 12/01/2017 0.67 06/18/2007 14 4 6022 35.03 1 1 1/2/2020 5/14/2020 1/2/2020 5/14/2020 32.85 522110 USD BBG000BQZ7C2 20201102 145338 PEIX 5 7073000 11.44 0.22 11.44 0.22 -1.65 12 PACIFIC ETHANOL INC. COMMON S PEIX 9.3 3.65 232.1 160.4 6/30/2020 180.8 68496 15.02 05/14/2013 7.00 06/08/2011 14 4 2999 124.01 1 2 10/20/2020 3/17/2020 10/20/2020 3/17/2020 0.65 324110 USD BBG000K4WSD7 20201102 145338 PEN 7 880.6 435000 277 121.8 277 121.8 -0.27 12 PENUMBRA INC PEN 92.7 0.78 463.1 91 9/30/2020 6 36107 14 4 3841 53.47 1 7 10/29/2020 3/23/2020 10/29/2020 3/23/2020 164.27 339999 USD BBG001BP92V1 20200920 133130 PER 7 1 7 20201102 145340 PESI 5 20.2 17000 9.98 3.82 9.5 3.82 0.34 12 PERMA-FIX ENVIRONMENTAL SERVIC PESI 19.1 1.58 25.1 25.1 6/30/2020 2.6 12145 5.00 10/15/2013 14 4 4953 34.5 1 2 12/26/2019 3/19/2020 1/21/2020 3/19/2020 9.1 562119 USD BBG000BGRMX7 20201102 143558 PEY 5 251000 19.34 10.97 19.34 10.97 POWERSHARES HIGH YIELD EQUITY DIVIDEND ACHIEVERS P PEY 0.99 6163 42950 14 4 24.29 1 1 1/17/2020 3/23/2020 1/17/2020 3/23/2020 18.99 0 USD BBG000QLLTP0 3 20201102 180726 PFBX 5 20.9 1000 12.25 8.05 12.25 8.05 0.49 12 PEOPLES FINANCIAL 0.25 6/30/2020 3.5 4884 0.50 04/19/2000 0.50 12/01/1998 14 4 6022 46.92 1 3 2/5/2020 4/14/2020 2/5/2020 4/14/2020 10.95 522110 USD BBG000BN0210 20201102 145342 PFE 7 22.7 24254000 40.97 27.88 40.97 27.88 1.56 0.15 12 PFIZER PFE 55.5 0.62 32803 37304 9/30/2020 35955 5556880 0.33 07/01/1999 0.50 07/01/1997 14 4 2834 24.36 1 7 1/24/2020 3/23/2020 1/24/2020 3/23/2020 39.18 325412 USD BBG000BR2B91 20201102 143559 PFF 5 5979000 38.33 23.85 38.33 23.85 ISHARES S&P U.S. PREFERRED STO PFF 1.04 168919 465900 14 4 10.06 1 1 2/12/2020 3/19/2020 2/12/2020 3/19/2020 37.59 0 USD BBG000G7K7Q0 3 20201102 145342 PFGC 7 35.3 1105000 54.49 7.41 54.49 7.41 -1.01 -0.08 6 PERFORMANCE FOOD GROUP COMPANY PFGC 90.8 1.62 3453.9 2618.7 6/30/2020 2249.3 133526 14 4 5141 50.77 1 7 2/12/2020 3/18/2020 2/12/2020 3/18/2020 51.48 424460 USD BBG009XW2WB8 20201102 180726 PFIE 5 21.2 155000 1.84 0.6248 1.53 0.6248 -0.04 -0.17 12 PROFIRE ENERGY 28.8 1.17 28.1 5.2 6/30/2020 1.2 47913 14 4 1382 53.26 1 2 11/7/2019 3/20/2020 2/6/2020 3/20/2020 1.45 213112 USD BBG000QMLFJ5 20201102 180726 PFIN 5 3.6 5000 7.5154 3.75 7.5154 3.75 -1.2 0.23 12 P & F INDUSTRIES 3.4 0.65 34.1 12 6/30/2020 0.1 3151 5.00 10/01/1986 14 4 3546 61.06 1 1 3/3/2020 3/23/2020 3/3/2020 3/23/2020 7.08 333991 USD BBG000HCS2F3 20201102 180727 PFIS 5 10.5 6000 53.88 29.01 50.415 29.01 3.4 0.08 12 PEOPLES FINANCIAL SERVICES COR 21.8 0.07 6/30/2020 32.7 7284 2.00 05/16/2003 14 4 6021 47.9 1 21 12/23/2019 4/16/2020 1/2/2020 4/16/2020 50.35 522110 USD BBG000BPBR63 20200930 161545 PFNX 6 235 1026000 14 5.26 14 5.26 -0.15 12 PFENEX INC. 46.7 0.72 63.8 9.7 6/30/2020 3.6 34297 14 4 2834 10.95 1 6 2/18/2020 5/1/2020 2/18/2020 5/1/2020 10.98 325412 USD BBG001J1CW91 20201102 145343 PFMT 5 262000 2.17 0.54 2.17 0.54 -0.58 12 PERFORMANT FINANCIAL PFMT 31.7 -0.74 37 19.4 6/30/2020 58.6 54711 14 4 7389 202.72 1 21 10/13/2020 6/1/2020 10/13/2020 6/1/2020 1.02 561499 USD BBG002PRR9L6 20201102 145343 PFLT 5 33.9 174000 12.67 3.34 12.67 3.34 0.23 -0.27 9 PENNANTPARK FLOATING RATE PFLT 11 1.99 6.5 82.6 6/30/2020 2.3 38772 14 4 6799 29.8 1 21 2/13/2020 3/19/2020 2/13/2020 3/19/2020 12.18 523920 USD BBG001LV74X3 20201102 143600 PFM 5 41000 31.7695 20.86 31.7695 20.86 POWERSHARES DIVIDEND ACHIEVERS PORTFOLIO PFM 0.85 4089 13500 14 4 17.92 1 1 10/12/2020 3/23/2020 10/12/2020 3/23/2020 30.71 0 USD BBG000BBPKX4 3 20201102 145343 PFPT 5 470000 133 83.81 133 83.81 -2.99 12 PROOFPOINT PFPT 83.5 1.09 1230 771.8 6/30/2020 749.6 57642 14 4 7379 32.05 1 1 5/7/2020 3/16/2020 5/7/2020 3/16/2020 114.78 334118 USD BBG000RQ2GY7 20201102 145343 PFSI 7 4.3 728000 67.77 13.135 67.77 13.135 11.92 0.23 12 PENNYMAC FINANCIAL SERVICES IN PFSI 39.4 1.18 5568.4 977.9 6/30/2020 5933.1 72391 14 4 6162 43.69 1 7 10/14/2020 3/18/2020 10/14/2020 3/18/2020 34.04 523920 USD BBG00LMYX123 20201102 143601 PFXF 7 143000 20.685 12.26 20.685 12.26 VANECK VECTORS PREF SECS EX FI 1.28 7497 39200 14 4 10.72 1 11 2/6/2020 3/19/2020 2/6/2020 3/19/2020 20.22 0 USD BBG0034VZNP4 3 20201102 143602 PGAL 7 2000 11.38 6.9 11.38 6.9 GLOBAL X MSCI PORTUGAL 20 ETF 0.96 153 1699 14 4 20.18 1 11 1/17/2020 3/23/2020 1/17/2020 3/23/2020 11.12 0 USD BBG005KPFVS5 3 20201102 143602 PGF 7 590000 19.15 12.3 19.15 12.3 INVESCO FINANCIAL PFD PGF 0.79 16054 86100 14 4 8.82 1 11 2/11/2020 3/19/2020 2/11/2020 3/19/2020 18.87 0 USD BBG000M7VS21 3 20201102 143603 PGJ 5 11000 55.94 30 55.94 30 POWERSHARES GOLDEN DRAGON CHINA PORTFOLIO PGJ 1.14 1891 3600 14 4 19.27 1 1 10/12/2020 3/16/2020 10/12/2020 3/16/2020 41.59 0 USD BBG000QLLDV8 3 20201102 180727 PGNT 5 0 3.99 1.6 3.99 1.6 -0.28 12 PARAGON TECH INC 88.9 0.71 10.3 3.4 12/31/2008 7.3 1669 0.67 11/12/1997 0.67 08/14/1995 14 4 7629 85.84 1 3 8/13/2020 3/18/2020 8/13/2020 3/18/2020 2.1 425110 USD BBG000HGX286 20201102 145345 PGRE 7 2248000 15 5.54 15 5.54 -0.26 12 PARAMOUNT GROUP INC PGRE 35 0.91 387.6 142.6 9/30/2020 3820.8 220162 14 4 6798 40.22 1 7 2/13/2020 10/29/2020 2/13/2020 10/29/2020 13.92 525920 USD BBG000FBRL11 20201102 180728 PGSVY 5 1000 2.34 0.21 2.34 0.21 -0.66 12 PGS ASA AMERICAN DEPOSITARY RECEIPTS - SPONSORED 0.1 3.61 426.1 822.1 9/30/2020 641.2 387207 0.33 12/26/2006 0.33 06/16/2005 14 4 1382 106.57 1 3 1/22/2020 10/29/2020 1/22/2020 10/29/2020 1.87 213112 USD BBG000BZQBN1 20201102 143606 PGX 7 2918000 15.28 9.71 15.28 9.71 INVESCO PREFERRED PGX 0.99 62923 428200 14 4 9.16 1 11 2/11/2020 3/19/2020 2/11/2020 3/19/2020 15.01 0 USD BBG000TWWFV4 3 20201102 143607 PHB 7 512000 19.34 14.9 19.34 14.9 INVESCO FUNDAMENTAL HIGH Y PHB 0.72 7376 39700 14 4 6.18 1 11 1/17/2020 3/24/2020 1/17/2020 3/24/2020 19.26 0 USD BBG000TWWN01 3 20201102 143607 PHDG 7 65000 39.61 24 39.61 24 INVESCO S&P 500 DOWNSIDE H 0.32 1450 4400 14 4 13.2 1 11 3/18/2020 3/9/2020 3/18/2020 3/9/2020 27.98 0 USD BBG003PDG3N8 3 20201102 143608 PHO 5 67000 43.1545 26.19 43.1545 26.19 POWERSHARES WATER RESOURCES PORTFOLIO PHO 0.93 10973 27650 14 4 17.96 1 1 10/23/2020 3/23/2020 10/23/2020 3/23/2020 38.63 0 USD BBG000K5HLS0 3 20201102 145347 PHX 7 229000 15.29 1.3582 11.38 1.3582 -4.69 0.01 9 PHX MINERALS INC PHX 9.8 1.09 14.5 3.1 6/30/2020 35.4 22317 0.50 10/09/2014 0.50 01/10/2006 14 4 1311 75.17 1 7 11/4/2019 10/29/2020 1/2/2020 10/29/2020 11.21 211120 USD BBG000C38CT3 20201102 145347 PICO 5 27.3 39000 11.41 6.405 11.18 6.405 0.3 12 PICO HOLDINGS PICO 43 0.94 21.5 0.3 6/30/2020 161 18955 5.00 12/17/1998 14 4 4941 31.08 1 21 12/19/2019 3/23/2020 1/2/2020 3/23/2020 11.12 221310 USD BBG000F2ZGC1 20201102 143609 PIE 5 53000 20.55 11.78 20.55 11.78 POWERSHARES DWA EMERGING MARKETS MOMENTUM PORTFOLI PIE 1.03 1678 8700 14 4 15.86 1 1 10/21/2020 3/9/2020 10/21/2020 3/9/2020 19.15 0 USD BBG000P0NDV3 3 20201102 180728 PIH 5 5000 5.92 3.01 5.92 3.01 -1.24 12 1347 PROPERTY INSURANCE HOLDIN 4 0.42 6/30/2020 4938 14 4 6331 50.39 1 1 1/24/2020 10/16/2020 1/24/2020 10/16/2020 5.52 524126 USD BBG005TNKXT0 20201102 143610 PIN 7 19000 25.63 11.88 20.5 11.88 INVESCO INDIA PIN 1.02 918 4700 14 4 16.89 1 11 12/20/2019 3/23/2020 10/9/2020 3/23/2020 19.85 0 USD BBG000QGB8H7 3 20201102 145348 PINC 5 3.7 392000 39.7 27.11 38.1 27.11 8.93 6 PREMIER INC. CLASS A COMMON S PINC 50.4 0.19 618.4 496.1 6/30/2020 4.6 122086 14 4 8099 32.95 1 21 12/18/2019 3/23/2020 1/2/2020 3/23/2020 37.88 621999 USD BBG000G7QX50 20201102 145348 PIRS 5 332000 4.3 1.6 4.3 1.6 -0.28 12 PIERIS PHARMACEUTICALS INC. 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COMMON STOCK 4 1.04 92.2 39.8 6/30/2020 307.8 11230 5.00 12/20/2017 14 4 3579 64.43 1 3 8/5/2020 3/19/2020 8/5/2020 3/19/2020 0.9 333318 USD BBG009Q3VCT3 20201102 180730 PNBK 5 3000 14 3.83 14 3.83 -0.98 12 PATRIOT NATIONAL BANCORP INC. 54.7 0.78 6/30/2020 130.9 3962 10.00 03/04/2015 14 4 6021 87.02 1 1 2/11/2020 4/3/2020 2/11/2020 4/3/2020 12.76 522110 USD BBG000BL0V38 20201102 145355 PNNT 5 6.7 252000 6.86 1.76 6.74 1.76 -0.25 -0.32 9 PENNANT PARK INVESTMENT PNNT 21 1.66 28.5 27.9 6/30/2020 294.5 67045 14 4 6799 30.57 1 21 12/17/2019 3/18/2020 1/16/2020 3/18/2020 6.53 523920 USD BBG000QVWX13 20201102 180731 PNRG 5 24.1 1000 170.99 47.68 154.38 47.68 -2.86 -0.32 12 PRIMEENERGY RESOURCES CORP 6.3 0.99 16.4 15.6 6/30/2020 53.5 1994 14 4 1311 65.96 1 2 11/12/2019 3/23/2020 1/3/2020 3/23/2020 151.26 211120 USD BBG000C4BZQ9 20201102 145356 PODD 5 793.8 294000 255.39 121 255.39 121 0.28 12 INSULET PODD 97.4 0.61 591 157.7 6/30/2020 887.9 65651 14 4 3841 40.92 1 21 10/14/2020 3/18/2020 10/14/2020 3/18/2020 171.2 339112 USD BBG000R7XX87 20201102 145356 POLXF 5 1000 1.23 0.8 1.23 0.8 -0.7 1 POLYDEX PHARM LTD 0.1 0.61 2.2 1.7 1/31/2010 0.5 3073 10.00 06/23/1997 0.33 08/25/1981 14 4 2836 71.4 1 3 2/28/2020 3/24/2020 2/28/2020 3/24/2020 1.08 325414 USD BBG000BRG125 20201102 145357 POST 7 70.6 364000 112.38 68.97 112.38 68.97 -1.7 0.83 9 POST HOLDINGS POST 69.4 0.74 2126.3 802.9 6/30/2020 7066 67704 14 4 2038 23.52 1 7 1/22/2020 3/23/2020 1/22/2020 3/23/2020 109.1 311412 USD BBG001WTBC36 20201102 145358 PPC 5 15.8 943000 33.67 14.06 32.9407 14.06 1.06 -0.08 12 PILGRIMS PRIDE CORPORATION COM PPC 11.7 1.27 2598.2 1648.2 6/30/2020 2276 243553 0.67 08/02/1999 14 4 2015 41.34 1 21 12/26/2019 9/24/2020 1/2/2020 9/24/2020 32.72 311412 USD BBG000BFLXV3 20201102 143628 PPH 5 66000 68.02 46.9 68.02 46.9 MARKET VECTORS PHARMACEUTICAL PPH 0.86 2351 3788 0.50 02/14/2012 14 4 18.22 1 1 2/12/2020 3/23/2020 2/12/2020 3/23/2020 64.18 0 USD BBG000BCKT22 3 20201204 125124 PPSI 5 1969000 9.43 0.9001 9.43 0.9001 -1.42 12 PIONEER POWER SOLUTIONS INC. 0.5 -0.12 20 9.9 9/30/2020 2.6 8726 5.00 06/21/2011 14 4 3612 181.37 1 2 10/6/2020 5/1/2020 10/6/2020 5/1/2020 2.27 335311 USD BBG000CBVB20 20201102 145359 PRAH 5 29.4 303000 113.41 58.67 113.41 58.67 3.32 12 PRA HEALTH SCIENCES INC. COMM PRAH 98.8 1.3 985.6 1017.2 6/30/2020 1140.2 63961 14 4 8731 31.15 1 21 10/14/2020 3/23/2020 10/14/2020 3/23/2020 111.15 621511 USD BBG007387YL8 20201102 145400 PRCP 5 108000 7.29 2.34 7.29 2.34 -0.41 6 PERCEPTRON PRCP 19.5 1.15 53.9 21.4 6/30/2020 2 9764 0.67 12/01/1995 14 4 3827 150.31 1 1 7/14/2020 3/18/2020 7/14/2020 3/18/2020 5.5 333314 USD BBG000CRS9Q8 20201102 143632 PRF 7 69000 129.66 78.0938 129.66 78.0938 INVESCO FTSE RAFI US 1000 PRF 1.06 38177 33500 14 4 20.76 1 11 2/12/2020 3/23/2020 2/12/2020 3/23/2020 126.71 0 USD BBG000BBWP38 3 20201102 145400 PRGO 7 24.9 752000 63.86 40.01 63.86 40.01 1.76 -0.09 12 PERRIGO COMPANY PLC PRGO 68.2 1.26 2756.9 1335.8 6/30/2020 3365.8 136480 0.50 08/26/1993 14 4 2834 27.35 1 7 2/25/2020 4/2/2020 2/25/2020 4/2/2020 51.66 325412 USD BBG000CNFQW6 20201102 145400 PRGX 5 50000 6.11 1.77 6.11 1.77 -0.21 12 PRGX GLOBAL PRGX 14.1 1.25 64.4 27.7 9/30/2020 36.6 23613 10.00 08/14/2006 0.67 08/18/1999 14 4 8721 51.8 1 21 8/13/2020 4/2/2020 8/13/2020 4/2/2020 4.92 561990 USD BBG000G6RGP6 20201102 145400 PRI 7 12.5 191000 138.05 61.2 137.675 61.2 8.79 0.21 12 PRIMERICA PRI 74 1.44 6/30/2020 1557.8 39520 14 4 6311 30.51 1 7 12/16/2019 3/23/2020 2/14/2020 3/23/2020 130.56 524113 USD BBG0006FTVJ9 20201102 145401 PRIM 5 10.3 197000 23.73 9.42 23.52 9.42 1.83 0.06 12 PRIMORIS SERVICES PRIM 77.2 1.16 912.7 670.4 6/30/2020 295.6 48252 14 4 1623 37.28 1 21 11/4/2019 3/12/2020 2/18/2020 3/12/2020 22.24 541330 USD BBG000BBLPH5 20201102 180732 PRISY 5 0 1.706 0.3681 1.63 0.3681 -0.48 12 PROMOTORA DE INFORMACIONES SA AMERICAN DEPOSITARY 0.56 1074 761.3 9/30/2020 1354.1 706851 7.50 05/22/2015 14 4 4841 218.36 1 3 12/12/2019 9/25/2020 1/22/2020 9/25/2020 1.7 515210 USD BBG00193D435 20201102 143634 PRKR 5 63000 0.65 0.085 0.65 0.15 -0.45 12 PARKERVISION 2.14 0.7 6.1 6/30/2020 3.5 49813 10.00 03/30/2016 14 4 3663 111.12 1 3 1/21/2020 11/5/2019 1/21/2020 1/2/2020 0.16 423690 USD BBG000BLPSV7 20201102 145401 PRLB 7 53.9 277000 164.9892 63.19 164.989 63.19 2.19 0.08 12 PROTO LABS PRLB 96.4 1.84 236.4 47.6 6/30/2020 26707 14 4 3999 44.1 1 7 9/2/2020 3/23/2020 9/2/2020 3/23/2020 101.55 333517 USD BBG000BT13B3 20201102 180732 PRLE 5 0.2 0 2.3 1.15 2.3 1.15 6.71 12 PILLARSTONE CAPITAL REIT COMMON STOCK 2.6 0.49 6.9 2.8 6/30/2020 15.6 405 75.00 07/28/2006 0.63 03/25/1999 14 4 6798 260.02 1 3 7/20/2020 10/14/2020 7/20/2020 10/14/2020 1.2 525920 USD BBG000L7WKK8 20201102 145401 PRMW 7 79.6 855000 16 6.33 16 6.33 -0.75 -0.28 12 PRIMO WATER CORP PRMW 74 1.26 642.3 607.6 6/30/2020 1260.2 160086 0.50 07/26/1993 0.50 07/23/1992 14 4 1111 24.61 1 7 2/24/2020 3/18/2020 2/24/2020 3/18/2020 13.68 312111 USD BBG000KPQCZ8 20201102 145402 PRO 7 460000 68.81 19.73 68.81 19.73 -1.75 12 PROS HOLDINGS PRO 86.2 1.35 385.9 196.1 6/30/2020 110.7 43343 14 4 7371 45.28 1 7 1/16/2020 3/18/2020 1/16/2020 3/18/2020 59.92 541519 USD BBG000R432V9 20201102 180733 PROV 5 12.3 5000 22.99 11.4 22.84 11.4 1.03 -0.01 6 PROVIDENT FINANCIAL HLDGS 35 0.55 6/30/2020 141 7441 0.67 02/03/2004 0.67 07/15/2002 14 4 6035 31.98 1 21 12/16/2019 9/28/2020 1/30/2020 9/28/2020 21.9 522120 USD BBG000GSFXM7 20201102 145402 PRPH 5 230000 11.18 1.2 11.18 1.2 -0.14 12 PROPHASE LABS 0.8 0.14 9.9 0.9 6/30/2020 1.5 11604 0.50 01/23/1997 10.00 01/11/1996 14 4 2834 191.32 1 2 10/23/2020 6/26/2020 10/23/2020 6/26/2020 1.97 325412 USD BBG000F5PGF2 20201102 145402 PRQR 5 228000 10.98 3.6 10.09 3.6 -1.31 12 PROQR THERAPEUTICS N.V. ORDINA PRQR 12.4 0.46 133.9 12.8 6/30/2020 14.8 50143 14 4 38.04 1 1 12/16/2019 10/30/2020 1/2/2020 10/30/2020 9.91 0 USD BBG006N8B830 20201102 145403 PRTA 5 224000 17.63 7.1 16.05 7.1 -2.28 12 PROTHENA CORPORATION PLC ORDIN PRTA 29.5 1.24 378.4 17.7 6/30/2020 39911 14 4 2834 36.57 1 21 12/23/2019 3/18/2020 1/10/2020 3/18/2020 15.83 325412 USD BBG003PDKJF7 20201102 145403 PRTK 5 319000 6.72 2.5 6.72 2.5 -3 12 PARATEK PHARMACEUTICALS INC. PRTK 28.1 1.43 243.4 24.2 6/30/2020 260.7 45387 12.00 10/31/2014 1.00 02/02/2009 14 4 2834 53.69 1 1 9/17/2020 3/16/2020 9/17/2020 3/16/2020 4.03 325412 USD BBG000R36RQ9 20201102 145403 PRTS 5 1434000 16.44 1.04 16.44 1.04 -0.74 12 CARPARTS INC PRTS 26.7 3.25 62.4 59.9 6/30/2020 1.1 47321 14 4 5531 81.66 1 21 8/11/2020 3/18/2020 8/11/2020 3/18/2020 2.2 441310 USD BBG000N26V95 20201102 145404 PRTY 7 4324000 6.3 0.26 3.66 0.26 -13.09 12 PARTY CITY HOLDCO INC PRTY 32.4 3.2 894.1 694.9 6/30/2020 1504 110574 14 4 5999 92.89 1 7 11/6/2019 3/18/2020 9/23/2020 3/18/2020 2.34 453998 USD BBG005WX31L1 20201102 180733 PRTX 5 7000 0.022 0 0.022 0 -0.13 5 PROTALEX INC 0.2 -2.8 0.6 0.6 8/31/2018 2.1 47325 5.00 12/08/2010 14 4 2834 2682.52 1 3 1/13/2020 7/24/2020 1/13/2020 7/24/2020 0.01 325412 USD BBG000C5C8W8 20201102 143637 PRXG 5 0 1 0.186 1 0.186 -2.47 12 PERNIX GROUP INC. -0.59 87.8 86.8 6/30/2016 8.7 9904 15.00 10/19/2011 14 4 1796 649.98 1 3 5/19/2020 10/16/2020 5/19/2020 10/16/2020 0.55 238290 USD BBG000BGNC54 20201102 180733 PRXM 5 0 25 0.29 25 0.29 -38.46 12 PROXIM WIRELESS CORP 0.3 2.34 12 9.2 3/31/2010 1.5 235 100.00 05/17/2010 4.00 07/10/2003 14 4 3669 394.91 1 3 5/8/2020 4/30/2020 5/8/2020 4/30/2020 0.4 334290 USD BBG000C2LZ64 20201102 180733 PRZM 5 0 0.0469 0.015 0.0469 0.015 -0.61 12 PRISM TECHNOLOGIES GROUP INC. 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COMMON PTCT 91.1 0.97 779.3 235.9 6/30/2020 293.9 67703 14 4 2834 40.12 1 21 2/19/2020 3/17/2020 2/19/2020 3/17/2020 48.03 325412 USD BBG000QT15P7 20201102 145408 PTI 5 389000 4.72 0.76 2.36 0.87 -0.85 12 PROTEOSTASIS THERAPEUTICS INC. COMMON S PTI 11.6 0.57 69.5 10.3 6/30/2020 10.2 52180 14 4 2836 56.4 1 1 12/11/2019 11/5/2019 1/2/2020 3/16/2020 2.28 325412 USD BBG001CPMPK6 20201102 143644 PTLC 12 315000 35.2299 24.72 35.2299 24.72 PACER TRENDPIOLT 750 ETF PTLC 0.65 19236 65100 14 4 3669 20.63 1 18 2/19/2020 3/12/2020 2/19/2020 3/12/2020 33.46 334290 USD BBG009BJW8F7 3 20201102 143644 PTMC 12 61000 31.43 25.88 31.43 25.88 PACER TRENDPILOT 450 ETF 0.3 3931 14399 14 4 21.48 1 18 2/20/2020 6/15/2020 2/20/2020 6/15/2020 30.73 0 USD BBG009BJVYT6 3 20201102 145408 PTN 6 2.5 974000 0.8401 0.355 0.79 0.355 -0.1 6 PALATIN TECHNOLOGIES 9.8 1.12 83.6 3.9 6/30/2020 0.3 229855 10.00 09/27/2010 4.00 09/08/1997 14 4 2834 39.58 1 6 11/25/2019 3/19/2020 1/2/2020 3/19/2020 0.78 325412 USD BBG000BN9PY4 20201102 180735 PTNR 5 75.1 6000 6.46 2.9 6.46 2.9 0.05 -0.35 12 PARTNER COMMUNICATIONS 0.66 486.1 435 6/30/2020 412.8 183622 14 4 4812 46.28 1 21 5/14/2020 3/23/2020 5/14/2020 3/23/2020 4.36 517210 USD BBG000DGFK99 20201102 180735 PTSI 5 27.3 4000 66.39 22 58.62 22 -1.89 -0.04 12 P.A.M. TRANSPORTATION 15.3 1.71 105.9 124.8 6/30/2020 174.2 5776 14 4 4213 84.73 1 1 12/13/2019 3/23/2020 1/16/2020 3/23/2020 57.71 484121 USD BBG000BRQJZ9 20201102 180735 PUI 5 18000 37.71 23.25 37.71 23.25 POWERSHARES DWA UTILITIES MOMENTUM PORTFOLIO 0.48 589 2000 14 4 17.24 1 1 2/18/2020 3/23/2020 2/18/2020 3/23/2020 34.32 0 USD BBG000JJZQF5 3 20201102 145410 PULM 5 503000 2.055 0.72 2.055 0.9 -0.5 12 PULMATRIX INC 10.4 1.07 31.4 17.2 6/30/2020 3.2 34407 10.00 02/06/2019 2.50 06/16/2015 14 4 2834 65.06 1 2 5/20/2020 11/8/2019 5/20/2020 3/18/2020 0.86 325412 USD BBG003TH2QL1 20201102 180736 PURE 5 26530.6 54000 2.05 0.2 2.05 0.28 -0.03 7 PURE BIOSCIENCE INC 0.36 5.6 1.5 7/31/2020 0.9 87073 8.00 08/15/2012 14 4 2843 57.83 1 3 6/11/2020 11/21/2019 6/11/2020 1/2/2020 0.29 325620 USD BBG000BVNF18 20201102 145411 PVBC 5 66.3 36000 12.92 7.21 12.55 7.21 0.13 12 PROVIDENT BANCORP INC. COMMON STOCK 23.4 0.95 9/30/2020 25 19476 0.49 10/17/2019 14 4 6022 25.98 1 2 12/18/2019 7/9/2020 1/15/2020 7/9/2020 12.45 522110 USD BBG002PYB732 20201102 143650 PVCT 5 200000 0.13 0.03 0.13 0.03 -0.02 12 PROVECTUS BIOPHARMACEUTICALS INC COMMON STOCK 0.6 1 3 6/30/2020 19.7 394362 14 4 2834 110.1 1 3 8/6/2020 3/19/2020 8/6/2020 3/19/2020 0.06 325412 USD BBG000PGQWR8 20201102 145411 PVG 7 34.8 1299000 14.55 4.05 14.55 4.05 0.35 12 PRETIUM RESOURCES PVG 54 0.95 62.6 129.4 6/30/2020 397.3 186681 14 4 3922 51.11 1 7 9/16/2020 3/16/2020 9/16/2020 3/16/2020 11.13 332999 USD BBG001DM5W62 20201102 180736 PW 6 34.6 27000 33.8899 6.95 33.8899 6.95 0.68 12 POWER REIT 6 0.36 16.4 0.8 9/30/2020 23.8 1916 14 4 6798 62.09 1 6 6/23/2020 3/18/2020 6/23/2020 3/18/2020 9 531190 USD BBG000BRS4P1 20201102 180736 PWOD 5 7.9 6000 36.27 18.72 35.59 18.72 2.63 0.02 12 PENNS WOODS BANCORP 22.8 0.48 9/30/2020 161.9 7047 0.67 10/01/2019 0.83 11/02/2005 14 4 6022 47.46 1 21 12/27/2019 3/23/2020 1/2/2020 3/23/2020 35.56 522110 USD BBG000BR1HK6 20201102 143651 PWV 7 42000 42.27 25.667 42.27 25.667 INVESCO DYNAMIC LARGE CAP 0.93 6349 18650 14 4 18.92 1 11 2/12/2020 3/23/2020 2/12/2020 3/23/2020 41.35 0 USD BBG000L5R6Q3 3 20201102 143652 PXF 7 55000 42.88 26.1 42.88 26.1 INVESCO FTSE RAFI DEV MKTS 1.06 9031 25500 14 4 19.81 1 11 1/2/2020 3/18/2020 1/2/2020 3/18/2020 42.51 0 USD BBG000QJY458 3 20201102 143652 PXH 7 588000 22.79 13.88 22.79 13.88 INVESCO FTSE RAFI EMERGING PXH 1.11 9769 55800 14 4 18.37 1 11 1/2/2020 3/19/2020 1/2/2020 3/19/2020 22.3 0 USD BBG000QSJX15 3 20201102 145412 PXS 5 210000 1.62 0.6212 1.37 0.6212 -0.31 12 PYXIS TANKERS INC. COMMON STOCK -0.28 17.2 22.5 6/30/2020 54.2 21631 14 4 71.79 1 2 11/4/2019 3/13/2020 4/28/2020 3/13/2020 1.13 0 USD BBG008LH79Y7 20201102 180736 PXSLY 5 0 2.59 0.56 1.56 0.56 -0.37 6 PHARMAXIS LTD ADR 1.43 17.2 4.8 6/30/2018 10.2 26457 14 4 2834 276.32 1 3 11/18/2019 3/26/2020 1/7/2020 3/26/2020 2.48 325412 USD BBG000Q56VX8 20201102 145413 PYPL 5 84.6 8019000 215.83 82.07 215.83 82.07 2.2 12 PAYPAL HOLDINGS CORP PYPL 67.5 1.21 38495 26919 6/30/2020 4965 1173300 14 4 7389 41.81 1 21 10/21/2020 3/23/2020 10/21/2020 3/23/2020 108.17 522390 USD BBG0077VNXV6 20201102 143654 PZA 7 2397000 27.59 21.07 27.59 21.07 INVESCO AMT FREE NATL MUNI PZA 1.25 26964 101250 14 4 2.61 1 11 3/9/2020 3/19/2020 3/9/2020 3/19/2020 26.46 0 USD BBG000TJ0K74 3 20201102 145413 PZG 6 127000 1.48 0.4715 1.48 0.4715 -0.23 6 PARAMOUNT GOLD AND SILVER 3.7 2.23 5.9 1.1 6/30/2020 5.3 34237 0.50 07/25/2005 1000.00 05/05/2005 14 4 1041 50.57 1 6 7/27/2020 3/16/2020 7/27/2020 3/16/2020 0.77 332999 USD BBG007R13G21 20201102 145413 PZN 7 25.9 20000 9.0913 3.46 8.81 3.46 0.2 -0.03 12 PZENA INVESTMENT PZN 8.8 1.08 91.4 44.8 9/30/2020 10 71240 14 4 6282 55.75 1 7 11/7/2019 4/3/2020 1/15/2020 4/3/2020 8.62 523930 USD BBG000RGW5V3 20201102 145414 QADA 5 2092 26000 54.54 28.2138 54.54 28.2138 0.02 0.04 1 QAD QADA 25.8 1.14 242.6 173 7/31/2020 12.3 20696 14 4 7372 28.5 1 21 1/21/2020 3/19/2020 1/21/2020 3/19/2020 50.93 511210 USD BBG001BP77C3 20201102 180737 QABSY 5 7.1 1000 26 6.43 24.6875 6.43 -4.56 6 QANTAS AIRWAYS LTD 1.28 3484.8 5843.7 4099.2 377209 0.50 10/22/2018 1.06 10/30/2015 14 4 43.95 1 3 12/16/2019 3/19/2020 1/7/2020 3/19/2020 25.14 481111 USD BBG005ZVKHS1 20201102 143655 QAI 7 111000 32.01 26.58 31.47 26.58 IQ HEDGE MULTI-STRATEGY TRACKE 0.52 7379 23850 14 4 4.81 1 11 12/26/2019 3/18/2020 9/2/2020 3/18/2020 30.8 0 USD BBG000HFDKL5 3 20201102 180737 QADB 5 1525 1000 38.0388 20.525 38 20.525 0.02 0.04 1 QAD 1.1 1.36 242.6 173 7/31/2020 12.3 20696 14 4 7372 60.14 1 21 12/26/2019 3/19/2020 2/13/2020 3/19/2020 37.98 511210 USD BBG000BWF278 20201102 180737 QBAK 5 1000 6.0285 1.66 6 1.66 -0.15 12 QUALSTAR CORPORATION COMMON STOCK 0.2 1 9.1 2.5 3/31/2020 1925 6.00 06/16/2016 14 4 3695 67.14 1 3 11/25/2019 4/22/2020 2/14/2020 4/22/2020 5.43 334613 USD BBG000BPSCR5 20201102 180737 QCCO 5 0 0.42 0.25 0.3435 0.25 -0.23 12 QC HOLDINGS 0.79 77.7 22.2 9/30/2015 3.4 17333 14 4 6099 96.01 1 3 11/18/2019 10/19/2020 1/17/2020 10/19/2020 0.32 522320 USD BBG000PST0H0 20201102 145415 QDEL 5 72.7 783000 306.7236 57.8111 306.724 71.9 3.69 0.55 12 QUIDEL QDEL 81.9 0.59 222.2 125.9 6/30/2020 53.2 41950 14 4 2835 57.13 1 21 8/6/2020 11/4/2019 8/6/2020 1/21/2020 75.03 325413 USD BBG000C6GN04 20201102 145415 QEP 7 11.2 2639000 4.8 0.2625 4.8 0.2625 0.08 12 QEP RESOURCES QEP 42.2 5.17 325.2 338.1 9/30/2020 2015.6 242221 14 4 1311 71.04 1 7 1/6/2020 4/1/2020 1/6/2020 4/1/2020 4.5 213112 USD BBG000BLCL55 20201102 143656 QDF 7 47000 49.4 30.339 49.4 30.339 FLEXSHARES QUALITY DIVIDEND IN 1.01 13154 29400 14 4 18.45 1 11 2/12/2020 3/23/2020 2/12/2020 3/23/2020 48.48 0 USD BBG003QD4D76 3 20201102 180737 QEPC 5 21.4 1000 29.18 5.03 29.18 5.03 0.98 -0.05 2 Q E P CO INC 7.5 -0.29 112.4 57.5 11/30/2018 1.9 3142 0.80 08/02/2000 14 4 3423 158.03 1 3 9/29/2020 4/22/2020 9/29/2020 4/22/2020 17.05 332510 USD BBG000F5PGH0 20201102 145415 QGEN 7 56.4 1000000 55.27 30.23 55.27 32.965 0.84 0.22 12 QIAGEN NV QGEN 43.4 0.15 1570.2 951.3 9/30/2020 1421.1 228749 1.04 01/25/2017 0.25 07/14/2000 14 4 8733 22.22 1 7 10/12/2020 12/26/2019 10/12/2020 2/4/2020 33.8 541720 USD BBG000GTYWL7 20201102 143657 QID 7 10599000 32.11 8.16 32.11 8.16 PROSHARES ULTRASHORT QQQ QID -1.7 2830 29944 4.00 05/24/2018 4.00 01/24/2014 14 4 55.23 1 11 3/23/2020 10/12/2020 3/23/2020 10/12/2020 23.5 0 USD BBG000PT7GJ5 3 20201102 145416 QIWI 5 13.6 183000 21.64 8.62 21.19 8.62 1.07 -0.03 12 QIWI PLC AMERICAN DEPOSITARY S QIWI 21.8 0.82 787.6 637 6/30/2020 19.6 62713 14 4 7389 34.23 1 21 12/17/2019 3/24/2020 2/19/2020 3/24/2020 19.36 522320 USD BBG004D378N0 20201102 180737 QKLS 5 0 0.188 0.013 0.188 0.013 -20.51 12 QKL STORES INC. COMMON STOCK 0.5 1.68 117.4 148.5 12/31/2015 2.1 1522 8.00 02/05/2013 3.00 06/12/2012 14 4 5411 877.32 1 3 6/4/2020 3/30/2020 6/4/2020 3/30/2020 0.02 445110 USD BBG000M4B968 20201102 143658 QLD 7 2524000 110.03 34.015 110.03 34.015 PROSHARES ULTRA QQQ QLD 2.22 31222 34050 0.50 08/18/2020 0.50 07/17/2017 14 4 55.74 1 11 9/2/2020 3/23/2020 9/2/2020 3/23/2020 121.89 0 USD BBG000PNK918 3 20201102 145416 QLYS 5 40.5 279000 125.22 63.37 125.22 63.37 2.17 0.16 12 QUALYS QLYS 86.5 0.67 395.6 223.5 6/30/2020 39247 14 4 7379 28.13 1 21 8/5/2020 3/16/2020 8/5/2020 3/16/2020 83.37 511210 USD BBG000HT5G06 20201102 145416 QNST 5 26.2 307000 17.79 5.76 17.79 5.76 0.61 6 QUINSTREET QNST 58.8 0.99 185.6 85.8 9/30/2020 15 52667 14 4 7311 45.99 1 21 10/20/2020 3/19/2020 10/20/2020 3/19/2020 15.31 541860 USD BBG000S9XXB8 20201102 143700 QQEW 5 68000 92.18 53.69 92.18 53.69 FIRST TRUST NASDAQ-100 EQUAL W QQEW 1.03 9248 10700 14 4 22.47 1 1 10/12/2020 3/18/2020 10/12/2020 3/18/2020 73.8 0 USD BBG000F9KBH8 3 20201102 145417 QRHC 5 28 48000 2.65 1.1 2.563 1.1 0.07 12 QUEST RESOURCE HOLDING CORPORA 21.5 1.4 18.4 13.3 6/30/2020 4.5 18632 8.00 08/11/2016 5.00 11/13/2012 14 4 1799 41.7 1 2 11/26/2019 3/30/2020 1/24/2020 3/30/2020 2.18 562910 USD BBG000BBF461 20201102 145417 QRVO 5 37.7 950000 140.69 67.54 140.69 67.54 3.38 0.06 3 QORVO INC. COMMON STOCK QRVO 60.3 1.34 1690.5 539 6/30/2020 1567.2 114236 14 4 3823 36.92 1 21 10/9/2020 3/23/2020 10/9/2020 3/23/2020 116.23 334513 USD BBG007TJF1N7 20201102 145418 QSR 7 28 1581000 68.4 25.08 67.33 25.08 1.86 12 RESTAURANT BRANDS INTL. QSR 57.6 1.12 2196 1703 9/30/2020 11759 303903 14 4 9211 24.02 1 7 11/14/2019 3/18/2020 2/14/2020 3/18/2020 63.77 722511 USD BBG0076WG2V1 20201102 145418 QTNT 5 484000 10.38 2.395 10.38 2.395 -1.4 3 QUOTIENT LIMITED ORDINARY SHAR QTNT 58.5 2.39 150.5 31.2 6/30/2020 153 100901 14 4 2835 59.18 1 1 4/28/2020 3/18/2020 4/28/2020 3/18/2020 9.51 541380 USD BBG00645YXJ0 20201102 145418 QTS 7 488000 72.6 42.64 72.6 42.64 -0.34 12 QTS REALTY TRUST INC QTS 95.9 0.56 107.4 1187.7 9/30/2020 395.5 64442 14 4 6798 20.76 1 7 8/6/2020 3/23/2020 8/6/2020 3/23/2020 54.27 541519 USD BBG0054B20Z8 20201102 145418 QTWO 7 329000 106.44 47.17 106.44 47.17 -2.16 12 Q2 HOLDINGS INC QTWO 98.9 1.54 186.3 133 6/30/2020 424.8 53481 14 4 7371 27.54 1 7 8/6/2020 3/17/2020 8/6/2020 3/17/2020 81.08 511210 USD BBG005ZVK9P2 20201102 145419 QUAD 7 131000 6.97 2 6.97 2 -3.08 -0.24 12 QUAD/GRAPHICS QUAD 33.3 1.92 910.9 813.4 6/30/2020 1058.5 53693 14 4 2759 51.98 1 7 2/19/2020 4/3/2020 2/19/2020 4/3/2020 4.67 323111 USD BBG000FC3ZL2 20201102 145419 QUOT 7 434000 11.42 4.55 10.99 4.55 -0.63 12 QUOTIENT TECHNOLOGY INC QUOT 46.2 1.03 372.1 122.3 6/30/2020 166.2 90450 14 4 7319 41.76 1 7 12/18/2019 3/16/2020 2/11/2020 3/16/2020 9.86 541910 USD BBG001QYNR63 20201102 145419 QURE 5 385000 76.6869 34.38 76.6869 34.38 -3.77 12 UNIQURE N.V. ORDINARY SHARES QURE 48.5 1.42 384.2 31.6 9/30/2020 36.1 44496 14 4 56.24 1 21 1/10/2020 10/15/2020 1/10/2020 10/15/2020 71.66 0 USD BBG005SSJYH3 20201102 145420 RACE 7 55.4 266000 199.97 127.73 199.97 127.73 3.22 12 FERRARI N V RACE 27.4 0.84 3084.3 939.6 6/30/2020 2369.7 248095 14 4 3711 27.3 1 7 8/26/2020 3/16/2020 8/26/2020 3/16/2020 165.54 336112 USD BBG009PH3Q86 20201102 180738 RAFI 5 6 0 6.8 4.2 6.55 4.2 0.79 12 REGENCY AFFILIATES 0.1 0.7 4.5 0.3 9/30/2011 4.5 3354 10.00 02/22/2002 14 4 6282 50.21 1 3 11/26/2019 7/22/2020 1/24/2020 7/22/2020 6.25 523930 USD BBG000NN5D27 20201102 145420 RAIL 5 251000 3.2425 0.73 2.8699 0.73 -5.84 12 FREIGHTCAR AMERICA RAIL 20.4 1.66 109.7 49.4 6/30/2020 10.2 15535 14 4 3743 105.64 1 21 11/4/2019 3/18/2020 10/9/2020 3/18/2020 2.07 336510 USD BBG000BC1G85 20201102 180738 RAND 5 1000 37.08 10.25 37.08 10.25 -0.99 12 RAND CAPITAL 21 0.52 6/30/2020 4 2588 9.00 05/22/2020 0.50 12/18/1996 14 4 6799 31.21 1 2 3/20/2020 7/10/2020 3/20/2020 7/10/2020 24.15 523999 USD BBG000BRX8P6 20201102 145421 RARE 5 470000 102.145 31.99 102.145 31.99 -4.35 12 ULTRAGENYX PHARMACEUTICAL INC. RARE 96.9 1.94 851 103.3 9/30/2020 61045 3.13 01/17/2014 14 4 2834 47.86 1 21 10/30/2020 3/17/2020 10/30/2020 3/17/2020 42.71 325412 USD BBG001RWPDW6 20201102 145421 RAVE 5 5054000 2.7 0.38 2.36 0.38 -0.28 6 RAVE RESTAURANT GROUP INC RAVE 3.3 1.07 4.9 2.5 6/30/2020 2.2 18005 14 4 5812 280.39 1 2 11/5/2019 9/2/2020 10/7/2020 9/2/2020 1.65 722511 USD BBG000BFX8X3 20201102 180738 RBCN 5 1000 9.1587 7.1486 9.1587 7.1486 -0.32 12 RUBICON TECHNOLOGY 9.4 0.49 31.7 1.6 6/30/2020 2.6 2406 10.00 05/05/2017 14 4 3674 12.54 1 2 1/31/2020 3/23/2020 1/31/2020 3/23/2020 8.32 334413 USD BBG000TC7BK7 20201102 145424 RCMT 5 3.8 419000 3.2 1.02 3.17 1.02 -0.44 -0.11 12 RCM TECHNOLOGIES RCMT 15.1 1.94 70.7 21.4 6/30/2020 34.8 11464 5.00 04/08/1996 14 4 8711 144.02 1 1 11/6/2019 3/23/2020 1/2/2020 3/23/2020 3 541330 USD BBG000BRYSR9 20201102 145424 RCON 5 1425000 5.55 0.75 5.55 0.75 -0.62 6 RECON TECHNOLOGY 0.1 3.13 19.2 9.7 6/30/2018 1.1 7203 5.00 12/27/2019 14 4 1389 123.91 1 2 5/1/2020 9/4/2020 5/1/2020 9/4/2020 2.3 213112 USD BBG000MFD989 20201102 145425 RDCM 5 12000 10.3 5.2254 10.3 5.2254 -0.42 12 RADCOM 14.3 1.03 83.2 12.7 6/30/2020 0.2 13944 4.00 06/16/2008 14 4 4899 38.7 1 2 2/13/2020 3/18/2020 2/13/2020 3/18/2020 8.52 333316 USD BBG000KBY1T1 20201102 143712 RDGA 5 2.5 2.5 2.5 2.5 -0.04 12 RIDGEFIELD ACQUISITN -0.32 0.3 6/30/2020 0.1 1261 14 4 6719 1164.72 1 3 2/24/2020 2/24/2020 2/24/2020 2/24/2020 2.75 551112 USD BBG000KP4ZG2 20201102 145425 RDHL 5 281000 11.35 3.2621 11.35 3.2621 -1.6 12 REDHILL BIOPHARMA LTD. AMERICA RDHL 3.2 1.58 53.2 10.6 6/30/2020 37409 14 4 59.32 1 1 9/16/2020 3/18/2020 9/16/2020 3/18/2020 6.07 325412 USD BBG003RY91S7 20201102 145425 RDI 5 66000 12 2.3 11.38 2.3 -2.49 0.1 12 READING INTERNATIONAL RDI 20.5 1.43 27 111.1 6/30/2020 169.6 21748 14 4 7832 81 1 2 11/8/2019 10/28/2020 1/13/2020 10/28/2020 11.19 512131 USD BBG000HS0VW5 20201102 180738 RDIB 5 0 41.49 14.7494 31.8 14.7494 -2.49 0.1 12 READING INTERNATIONAL 0.6 0.41 27 111.1 6/30/2020 169.6 21748 14 4 7832 168.72 1 2 12/30/2019 4/7/2020 9/24/2020 4/7/2020 27.27 512131 USD BBG000HS1DX3 20201102 145426 RDNT 5 350.4 170000 23.45 5.81 23.45 5.81 -0.25 0.57 12 RADNET RDNT 47.1 1.66 241.8 326 6/30/2020 652.7 51575 2.00 11/28/2006 14 4 8071 46.99 1 1 2/21/2020 3/18/2020 2/21/2020 3/18/2020 20.3 621512 USD BBG000CXSF54 20201102 145426 RDUS 5 365000 29.89 10.1511 21.269 10.1511 -2.95 12 RADIUS HEALTH INC. COMMON STO RDUS 74.3 0.78 203.1 61.3 6/30/2020 195.6 46472 2.00 04/24/2014 14 4 2834 44.41 1 1 11/4/2019 9/28/2020 3/2/2020 9/28/2020 20.16 325412 USD BBG001Q9P0K9 20201102 145427 RDY 7 42.8 189000 73.5 33.33 73.5 33.33 1.52 -0.02 3 DR. REDDY LABS RDY 7.9 0.49 1754.6 980 9/30/2020 288.7 165902 0.50 09/07/2006 14 4 2834 27.26 1 7 9/18/2020 3/18/2020 9/18/2020 3/18/2020 40.58 325412 USD BBG000NJ96L6 20201102 145428 REED 5 140000 1.64 0.3612 1.64 0.3612 -0.29 12 REEDS INC. REED 11.2 2.04 14.3 9.4 6/30/2020 4.7 62933 14 4 2086 45.91 1 2 7/31/2020 3/19/2020 7/31/2020 3/19/2020 0.91 312111 USD BBG000PFYR56 20201102 145428 REGI 5 3.9 1122000 65.654 16.05 65.654 16.05 14.47 0.35 12 RENEWABLE ENERGY GROUP REGI 80.2 1.04 1109.3 588.4 6/30/2020 26.1 39292 14 4 2869 62.81 1 21 10/12/2020 3/19/2020 10/12/2020 3/19/2020 26.95 325199 USD BBG0016SSV00 20201102 145428 REGN 5 19.9 1157000 664.64 310.74 664.64 328.125 27.25 0.43 12 REGENERON PHARMACEUTICALS REGN 83.5 0.18 10558.8 1790.9 6/30/2020 10.8 106392 14 4 2834 34.86 1 21 7/20/2020 11/4/2019 7/20/2020 1/31/2020 375.48 325412 USD BBG000C734W3 20201102 145429 REI 6 1.1 1701000 3.31 0.495 3.31 0.495 -1.14 0.06 12 RING ENERGY INC. 16.2 2.48 38.7 59.1 6/30/2020 366.5 68440 18.00 06/02/2008 14 4 1311 79.81 1 6 1/8/2020 10/30/2020 1/8/2020 10/30/2020 2.64 211120 USD BBG000GXN209 20201102 180739 RELL 5 20000 6.32 3.1 6.32 3.1 -0.24 5 RICHARDSON ELECTRONICS RELL 30.8 0.53 126.7 29.2 8/31/2020 52.4 13208 0.91 10/26/1987 0.67 05/06/1986 14 4 5065 33.26 1 21 1/8/2020 3/19/2020 1/8/2020 3/19/2020 5.63 423690 USD BBG000BS1WR4 20201102 145429 RELV 5 15000 7.75 2.6 7.75 2.6 -0.11 12 RELIV' INTERNATIONAL 14.8 0.01 5.9 3.5 6/30/2020 0.5 1746 7.00 10/04/2016 7.00 10/03/2016 14 4 2099 62.01 1 2 1/16/2020 4/14/2020 1/16/2020 4/14/2020 3.87 311999 USD BBG000BLVT39 20201102 143718 REM 12 463000 48.388 13.0323 48.388 13.0323 ISHARES MORTGAGE REAL ESTATE CAPPED ETF REM 1.57 10484 40750 14 4 30.32 1 18 2/21/2020 3/18/2020 2/21/2020 3/18/2020 44.53 0 USD BBG000R73NK8 3 20201102 145430 RENN 7 8.1 294000 6.23 0.45 6.23 0.45 -2.25 0.03 12 RENREN RENN 0.1 1.61 72.8 98.2 6/30/2019 35 23580 3.00 01/09/2020 5.00 02/06/2017 14 4 7999 149.81 1 7 10/19/2020 3/17/2020 10/19/2020 3/17/2020 2.49 713990 USD BBG001MPR9T7 20201102 145430 REPH 5 205000 19.21 1.58 19.21 1.58 -1.19 12 RECRO PHARMA INC. COMMON STOC REPH 29.4 0.63 60.2 6.5 6/30/2020 110.3 23640 14 4 2834 62.29 1 2 2/13/2020 10/30/2020 2/13/2020 10/30/2020 18.33 325412 USD BBG005H82125 20201102 145430 RESI 7 1784000 13.6899 6.01 13.6899 6.01 -1.44 12 FRONT YARD RESIDENTIAL CORP RESI 39.3 0.23 124 69.6 6/30/2020 1644.2 58747 14 4 6798 91.15 1 7 10/19/2020 5/15/2020 10/19/2020 5/15/2020 12.34 531390 USD BBG003PNL0Z3 20201102 145430 RESN 5 924000 3.29 0.9507 3.29 0.9507 -0.8 12 RESONANT INC RESN 17.2 2.96 11.1 6.3 6/30/2020 53299 14 4 3674 83.04 1 2 1/22/2020 3/12/2020 1/22/2020 3/12/2020 2.42 333242 USD BBG0067FMX08 20201102 145431 REXR 7 80.1 580000 53.48 31.7871 53.48 31.7871 0.58 0.88 12 REXFORD INDUSTRIAL REALTY REXR 88.3 0.61 114.4 112.1 9/30/2020 857.8 123790 14 4 6798 28.32 1 7 2/21/2020 3/23/2020 2/21/2020 3/23/2020 45.67 531190 USD BBG004MB82R0 20201102 145431 RFIL 5 61.1 19000 7.07 3.31 7.07 3.31 0.07 0.18 10 RF INDUSTRIES RFIL 13.4 1.23 33.7 6.1 7/31/2020 9772 0.50 03/11/2011 14 4 3678 33.83 1 1 2/14/2020 3/18/2020 2/14/2020 3/18/2020 6.76 334417 USD BBG000C2J6S7 20201102 145432 RFP 7 261000 5.39 1.14 5.39 1.14 -1.18 12 RESOLUTE FOREST PRODUCTS RFP 28.9 3.69 907 351 6/30/2020 448 86078 14 4 2621 65.21 1 7 10/9/2020 4/1/2020 10/9/2020 4/1/2020 4.2 322121 USD BBG001B585N8 20201102 145432 RGCO 5 17.1 8000 31.98 22.575 31.98 22.575 1.39 0.1 9 RGC RESOURCES 33.7 -0.52 16.4 21.6 6/30/2020 103.4 8150 0.67 03/02/2017 0.50 09/02/2011 14 4 4923 21.29 1 1 3/2/2020 7/23/2020 3/2/2020 7/23/2020 28.58 221210 USD BBG000BMCQY0 20201102 145432 RGEN 5 292.2 366000 180.8375 78.41 180.837 78.41 0.57 0.12 12 REPLIGEN RGEN 76.6 0.96 641.8 48.3 6/30/2020 232.8 52503 14 4 3841 36.47 1 21 10/27/2020 3/23/2020 10/27/2020 3/23/2020 92.5 339112 USD BBG000BS48J3 20201102 145433 RGLS 5 356000 1.74 0.4222 1.74 0.4222 -0.95 12 REGULUS THERAPEUTICS RGLS 1 1.9 40.4 21.6 6/30/2020 19.8 35923 12.00 10/04/2018 14 4 2834 71.71 1 2 1/9/2020 9/8/2020 1/9/2020 9/8/2020 0.89 325412 USD BBG000R33DR2 20201102 145433 RGNX 5 338000 54.97 20.03 54.97 20.03 -3.64 12 REGENXBIO INC. COMMON STOCK RGNX 53.1 1.23 345 33.7 6/30/2020 37334 14 4 2836 50.97 1 21 2/13/2020 3/18/2020 2/13/2020 3/18/2020 40.97 325412 USD BBG007Z9V591 20201102 143726 RGP 5 13.6 164000 17.82 8.66 17.82 8.66 0.79 0.04 5 RESOURCES CONNECTION INC RGP 71 0.91 231 94.9 8/31/2020 88 32433 0.50 03/02/2005 14 4 7389 35.8 1 21 1/3/2020 3/18/2020 1/3/2020 3/18/2020 16.33 561499 USD BBG000BHYLP8 20201102 145433 RH 7 29.7 518000 410.4899 73.1359 410.49 73.1359 11.3 0.33 1 RH RH 75.6 2.4 597 982.9 7/31/2020 562.7 19514 14 4 5712 49.67 1 7 9/10/2020 3/23/2020 9/10/2020 3/23/2020 213.5 442299 USD BBG002293PJ4 20201102 180740 RHDGF 5 0 2.4 0.81 2.39 0.81 12 RETAIL HOLDINGS N.V. 0.88 14 4 5063 77.58 1 3 11/4/2019 6/30/2020 1/7/2020 6/30/2020 2.27 423610 USD BBG000BP3016 20201102 145434 RHHBY 5 19.3 926000 47.15 35.04 47.15 35.04 2.07 0.08 12 ROCHE HLDG LTD SPONS 1.5 0.3 34142.4 26348 12/31/2012 13838.8 6837133 0.50 02/27/2014 0.50 01/09/2009 14 4 2834 20.04 1 3 9/18/2020 3/23/2020 9/18/2020 3/23/2020 40.66 325412 USD BBG000BQYMR4 20201102 145434 RIBT 5 318000 2.97 0.372 1.5 0.372 -0.38 12 RICEBRAN TECHNOLOGIES COMMON S 6.1 0.51 13.8 5.8 6/30/2020 0.3 40207 200.00 11/18/2013 10.00 11/12/2003 14 4 2044 88.01 1 2 11/4/2019 10/6/2020 1/2/2020 10/6/2020 1.47 311212 USD BBG000GDJC51 20201102 145435 RIGL 5 2338000 5.24 1.23 5.24 1.23 -0.15 12 RIGEL PHARMACEUTICALS RIGL 51 1.57 119 58.2 6/30/2020 9.8 168929 9.00 06/25/2003 14 4 2834 46.38 1 21 7/14/2020 3/19/2020 7/14/2020 3/19/2020 2.14 325412 USD BBG000BPWTW7 20201102 145435 RILY 5 20.7 75000 30.17 12.94 28.44 12.94 1.27 12 B. RILEY FINANCIAL INC. COMMON STOCK RILY 25.8 1.1 516 204.1 6/30/2020 805.4 25453 20.00 06/03/2014 14 4 6282 28.94 1 1 11/5/2019 3/19/2020 1/30/2020 3/19/2020 25.18 523930 USD BBG000RTNP69 20201102 143728 RIGS 7 16000 25.3043 18.23 25.08 18.23 RIVERFRONT STRATEGIC INCOME FU 0.52 1251 5100 14 4 4.71 1 11 11/11/2019 3/12/2020 1/2/2020 3/12/2020 24.87 0 USD BBG005CZ6C22 3 20201102 143729 RING 5 133000 37.959 14.01 37.959 14.01 ISHARES MSCI GLOBAL GOLD MINER RING 1.03 5305 16300 2.00 11/07/2016 14 4 38 1 1 8/5/2020 3/16/2020 8/5/2020 3/16/2020 24.07 0 USD BBG002GKR6T9 3 20201102 180740 RITT 5 0 0.1 0.005 0.1 0.005 -0.2 12 RIT TECHNOLOGIES 0.6 0.7 7.2 2.5 9/30/2015 1 15539 8.00 08/24/2009 14 4 3669 711.79 1 3 2/19/2020 6/30/2020 2/19/2020 6/30/2020 0.01 334290 USD BBG000C2JHD9 20201102 143730 RJA 7 75000 5.91 4.27 5.91 4.27 ELEMENTS ROGERS AGRICULTURE ET RJA 0.3 855 15495 14 4 16.53 1 11 10/27/2020 3/12/2020 10/27/2020 3/12/2020 5.56 0 USD BBG000TKY158 3 20201102 143731 RJI 7 36000 5.479 3.1997 5.479 3.1997 ELEMENTS ROGERS INTL COMMODITY RJI 1.03 967 22335 14 4 18.92 1 11 1/6/2020 4/27/2020 1/6/2020 4/27/2020 5.39 0 USD BBG000TKXC91 3 20201102 145436 RKDA 5 144000 6.63 2.3 6.48 2.3 -3.63 12 ARCADIA BIOSCIENCES INC. COMMON STOCK RKDA 5.1 -0.72 28.4 5.7 6/30/2020 0.1 10700 20.00 01/24/2018 14 4 2879 80.89 1 2 12/24/2019 3/23/2020 1/30/2020 3/23/2020 5.48 325320 USD BBG000GYBX66 20201102 143731 RKT 7 9.2 9353000 34.4234 17.5 34.4234 17.5 1.98 12 ROCKET COMPANIES INC RKT 1.7 6/30/2020 15259.4 1999452 14 4 6162 59.95 1 7 9/2/2020 8/6/2020 9/2/2020 8/6/2020 522310 USD BBG00VY1MYW7 20201102 145437 RLGT 6 24.5 118000 5.94 3.08 5.94 3.08 0.21 0.16 6 RADIANT LOGISTICS 38.7 1.3 140.6 93.7 6/30/2020 48.1 49675 0.29 10/21/2005 14 4 4731 28.24 1 6 8/24/2020 3/19/2020 8/24/2020 3/19/2020 5.57 488510 USD BBG000N0SMK2 20201102 145437 RLGY 7 1863000 13.88 2.09 13.88 2.09 -5.53 -0.18 12 REALOGY HOLDINGS RLGY 94.8 3.14 1211 1146 6/30/2020 3211 115441 14 4 6531 88.2 1 7 2/25/2020 3/18/2020 2/25/2020 3/18/2020 9.68 531311 USD BBG000QN4GY3 20201207 232653 RLH 7 122000 3.79 1.16 3.76 1.16 -0.92 12 RED LION HOTELS RLH 16.2 1.59 58.5 35.5 9/30/2020 15.6 25465 14 4 7011 66.32 1 7 12/30/2019 4/6/2020 1/2/2020 4/6/2020 3.73 721120 USD BBG000DQ5MY6 20201102 145437 RLJ 7 36.1 968000 18.17 3.88 17.85 3.88 -0.63 -0.11 12 RLJ LODGING RLJ 77.4 1.8 1025.5 250.6 6/30/2020 2195.7 165093 14 4 6798 60.18 1 7 12/27/2019 3/19/2020 1/2/2020 3/19/2020 17.72 523910 USD BBG001HPC9F4 20201102 145438 RM 7 7.8 29000 34.93 10.3255 30.78 10.3255 2.61 0.27 12 REGIONAL MANAGEMENT RM 41.2 1.36 6/30/2020 798.6 11337 14 4 6141 42.46 1 7 11/8/2019 5/14/2020 1/2/2020 5/14/2020 30.03 523999 USD BBG001PJFM76 20201102 145438 RMAX 7 31.7 68000 40.7799 14.4 40.7799 14.4 1.02 0.05 12 RE/MAX HOLDINGS INC RMAX 42 1.73 142.8 107 6/30/2020 223 30684 14 4 6531 35.48 1 7 2/20/2020 3/18/2020 2/20/2020 3/18/2020 38.49 531190 USD BBG005544NX3 20201102 145438 RMCF 5 23.9 37000 9.3999 2.55 9.38 2.55 -0.69 -0.23 2 ROCKY MOUNTAIN CHOCOLATE FACTO 25.4 0.64 13.6 5.6 8/31/2020 1.2 6071 0.95 07/18/2007 0.75 06/14/2005 14 4 2064 50.09 1 1 12/30/2019 10/2/2020 1/2/2020 10/2/2020 9.23 311352 USD BBG000BS8F94 20201102 145438 RMD 7 44.5 468000 208.995 108.85 208.995 108.85 4.31 0.12 6 RESMED RMD 60.8 0.27 1523.5 602.8 6/30/2020 1164.1 144908 0.50 08/31/2010 0.50 10/03/2005 14 4 3841 27.61 1 7 7/23/2020 3/23/2020 7/23/2020 3/23/2020 154.97 339112 USD BBG000L4M7F1 20201102 145439 RMR 5 14 50000 49.99 21.79 47.28 21.79 1.9 9 THE RMR GROUP INC. CLASS A COMMON STOCK 29.7 1.45 464.9 98 6/30/2020 31315 14 4 6531 43 1 2 11/22/2019 3/23/2020 2/4/2020 3/23/2020 45.64 531390 USD BBG00B6V7CJ6 20201102 145439 RMTI 5 1212000 3.85 0.8318 3.85 0.8318 -0.45 12 ROCKWELL MEDICAL RMTI 13.4 0.85 36.9 12.4 6/30/2020 17.9 92116 14 4 2834 122.33 1 1 3/6/2020 10/29/2020 3/6/2020 10/29/2020 2.44 325412 USD BBG000BMC004 20201102 143735 RNA 5 137000 37.46 23.06 37.46 23.06 -0.71 12 AVIDITY BIOSCIENCES INC. COMMON STOCK 24.2 95.7 10.2 6/30/2020 1.8 37527 14 4 2834 59.17 1 1 9/15/2020 7/20/2020 9/15/2020 7/20/2020 541714 USD BBG00FQ7LXW1 20201102 145439 RNET 5 125000 6.91 0.77 6.87 0.77 -1.56 12 RIGNET RNET 33.6 2.44 99.8 70.5 6/30/2020 96.9 20554 14 4 1381 68.07 1 21 12/24/2019 4/22/2020 1/3/2020 4/22/2020 6.6 213111 USD BBG000PLQYN7 20201102 145439 RNG 7 826000 317.8393 134.85 317.839 134.85 -1.14 12 RINGCENTRAL INC. RNG 83.7 0.59 535.5 280.7 6/30/2020 386.9 88958 14 4 7379 37.43 1 7 9/1/2020 3/17/2020 9/1/2020 3/17/2020 168.67 541519 USD BBG000J094P3 20201102 180742 ROFO 5 10.4 0 14.15 8.01 12.15 8.01 0.88 12 ROCKFORD CORP 0.11 19.9 10.4 3/31/2012 2.6 8727 14 4 3679 131.97 1 3 11/7/2019 4/7/2020 1/9/2020 4/7/2020 11.75 334310 USD BBG000BF6SK3 20201102 145441 ROIC 5 34.8 1074000 18.76 5.8402 17.7 5.8402 0.28 0.12 12 RETAIL OPPORTUNITY ROIC 69.2 1.32 54.4 98.3 9/30/2020 1328.7 118005 14 4 6798 48.14 1 21 11/4/2019 3/18/2020 1/2/2020 3/18/2020 17.66 531190 USD BBG000TP7D24 20201102 180742 ROSYY 5 16.2 0 8.85 4.66 8.85 4.66 0.44 -0.18 12 PJSC ROSTELECOM AMERICAN DEPOSITARY RECEIPTS - SPO 0.9 0.97 1271.6 1798.2 6/30/2020 2781 519167 14 4 4813 34.87 1 3 2/12/2020 3/25/2020 2/12/2020 3/25/2020 7.26 517919 USD BBG000JQFFH3 20201102 143742 ROYE 5 0 2.12 0.2757 2.12 0.2757 -1.65 12 ROYAL ENTERGY RES -1.32 33.9 32.1 9/30/2019 23.9 18079 500.00 10/01/2012 14 4 1221 353.33 1 3 1/2/2020 10/28/2020 1/2/2020 10/28/2020 2.1 212111 USD BBG000PVGSP7 20201102 143742 ROYL 5 2.4 31000 0.2645 0.0401 0.2645 0.0401 0.04 12 ROYALE ENERGY 2.94 8.7 12.1 6/30/2020 1.4 53700 0.94 03/29/2005 0.78 06/28/2004 14 4 1311 195.99 1 3 1/21/2020 10/19/2020 1/21/2020 10/19/2020 0.12 213111 USD BBG000BVBXW8 20201102 145443 RPAI 7 524 1269000 14.3 2.87 13.45 2.87 0.01 0.01 12 RETAIL PROPERTIES RPAI 70.7 1.37 83.8 114.3 6/30/2020 1624.9 214253 14 4 6798 53.37 1 7 12/2/2019 3/19/2020 1/2/2020 3/19/2020 13.4 531190 USD BBG000QQFVK6 20201102 145443 RP 5 107.1 637000 69.79 36.91 69.79 36.91 0.52 0.07 12 REALPAGE RP 74.2 1.02 635.5 525.3 6/30/2020 1110.5 101915 14 4 7372 22.09 1 21 6/23/2020 3/18/2020 6/23/2020 3/18/2020 53.75 511210 USD BBG000CN5CJ3 20201102 145444 RPD 5 605000 67.76 31.3401 67.76 31.3401 -1.46 12 RAPID7 INC. COMMON STOCK RPD 88.9 1.27 364.6 286.7 6/30/2020 185.2 51006 14 4 7372 27.65 1 1 9/2/2020 3/16/2020 9/2/2020 3/16/2020 56.02 511210 USD BBG009DFHWG6 20201102 143743 RPG 7 45000 150.915 84.2654 150.915 84.2654 INVESCO S&P 500 PURE GROWTH RPG 1.11 24862 17550 14 4 21.43 1 11 10/14/2020 3/23/2020 10/14/2020 3/23/2020 126.78 0 USD BBG00KJR28J5 3 20201102 143744 RPRX 5 31.8 1874000 56.5 34.8 56.5 34.8 1.16 12 ROYALTY PHARMA PLC RPRX 12.1 -0.47 832.1 333.4 6/30/2020 5956.1 607106 14 4 2833 33.38 1 21 6/18/2020 10/29/2020 6/18/2020 10/29/2020 541714 USD BBG00V1L5YZ5 20201102 143744 RPV 7 149000 70 33.62 70 33.62 INVESCO S&P 500 PURE VALUE RPV 1.36 6036 12302 14 4 28.05 1 11 1/2/2020 3/23/2020 1/2/2020 3/23/2020 69.27 0 USD BBG00KJR2WB0 3 20201102 180742 RRTS 5 5000 12.4 1.75 10.44 1.75 -10.62 12 ROADRUNNER TRANSPORTATION 0.1 2.18 264.5 274.1 12/31/2019 193.2 37893 25.00 04/05/2019 0.01 05/07/2010 14 4 4731 58.86 1 3 11/5/2019 4/17/2020 1/30/2020 4/17/2020 9.21 488510 USD BBG000HHH7Q1 20201102 180743 RSAIF 5 14.8 0 7.3894 3.776 7.3894 3.776 0.4 0.39 12 RSA INSURANCE 38.2 0.57 12/31/2006 1158.6 1034645 5.00 05/12/2014 14 4 137.87 1 3 1/3/2020 3/23/2020 1/3/2020 3/23/2020 7.16 524126 USD BBG000BVH3T2 20201102 180743 RSASF 5 4000 0.354 0.105 0.354 0.105 -0.04 12 RESAAS SVCS INC -0.33 0.6 0.5 6/30/2020 68838 14 4 7721 220.95 1 3 10/26/2020 4/2/2020 10/26/2020 4/2/2020 0.17 541511 USD BBG001YF6RR1 20201102 180743 RST 7 132000 31.24 8.85 31.24 8.85 -0.82 12 ROSETTA STONE ROSETTA STONE IN RST 53.6 1.02 83.3 151.9 6/30/2020 5.7 24609 14 4 7372 4.25 1 7 8/21/2020 3/18/2020 8/21/2020 3/18/2020 541519 USD BBG000BGKNV4 20201102 143749 RSX 12 3865000 26.57 13.14 26.57 13.14 VANECK VECTORS RUSSIA ETF RSX 1.27 10564 50350 14 4 24.36 1 18 1/17/2020 3/18/2020 1/17/2020 3/18/2020 24.97 0 USD BBG000R7TT45 3 20201102 145447 RTRX 5 263000 22.165 8.98 22.165 8.98 -2.12 12 RETROPHIN INC RTRX 61 0.62 429.1 95.4 6/30/2020 204.9 50906 9.00 11/08/2011 14 4 2834 42.16 1 1 10/16/2020 3/18/2020 10/16/2020 3/18/2020 14.2 325411 USD BBG000P9D6W9 20201102 180743 RTSO 5 3 0 0.2 0.09 0.2 0.09 0.03 3 RTS OIL HOLDINGS INC 2.86 0.2 3.9 12/31/2013 0.1 33333 3.00 05/24/2013 14 4 1382 1203.05 1 3 5/18/2020 9/22/2020 5/18/2020 9/22/2020 0.11 213112 USD BBG000BG4QQ1 20201102 145448 RUN 5 5202 7801000 82.42 7.835 82.42 7.835 0.01 12 SUNRUN INC. COMMON STOCK RUN RUN1 60.2 2.26 733.8 530.1 6/30/2020 2219.6 196121 14 4 3433 74.59 1 21 10/1/2020 3/17/2020 10/1/2020 3/17/2020 13.81 221118 USD BBG0025XVR85 20201102 180744 RUSHB 5 17.6 9000 35.2493 14.43 35.2493 14.43 1.78 0.14 12 RUSH ENTERPRISES 4.6 1.33 1712.6 1507.4 9/30/2020 438.4 54764 0.67 10/13/2020 0.67 10/11/2007 14 4 5511 38.56 1 21 10/23/2020 3/19/2020 10/23/2020 3/19/2020 30.47 441110 USD BBG000PLMQP6 20201102 143755 RUSL 7 77000 83 5.6601 83 5.6601 DIREXION DAILY RUSSIA BULL 2X RUSL 3.12 552 3568 0.50 05/01/2017 4.00 03/24/2016 14 4 48.52 1 11 1/17/2020 3/18/2020 1/17/2020 3/18/2020 69.68 0 USD BBG001Q7FG38 3 20201102 180744 RUSMF 5 41.6 0 17.52 7.75 17.5 7.75 0.32 -0.09 12 RUSSEL METALS INC 27.4 1.65 1047.4 304.8 6/30/2020 334 62185 14 4 5611 32.08 1 3 11/18/2019 3/23/2020 1/21/2020 3/23/2020 17.35 423510 USD BBG000JM90V6 20201102 145450 RVNC 5 606000 34.62 11.78 34.62 11.78 -4.23 12 REVANCE THERAPEUTICS INC. COM RVNC 63.6 1.39 296.6 41 6/30/2020 2.6 65928 14 4 2834 55.29 1 1 9/16/2020 3/16/2020 9/16/2020 3/16/2020 16.23 325412 USD BBG001J2MJH8 20201102 145450 RVP 6 40.2 472000 13.65 0.9669 13.65 0.9669 0.18 12 RETRACTABLE TECHNOLOGIES 10.3 2.07 28.4 8.3 6/30/2020 2.4 33637 14 4 3841 117.16 1 6 7/31/2020 3/16/2020 7/31/2020 3/16/2020 1.5 339112 USD BBG000D79KB3 20201102 145450 RVSB 5 8.8 45000 8.55 3.77 8.32 3.77 0.53 0.28 3 RIVERVIEW BANCORP RVSB 36.7 0.83 6/30/2020 26.7 22245 0.50 08/25/2006 14 4 6022 42.63 1 21 12/20/2019 9/22/2020 1/2/2020 9/22/2020 8.21 522110 USD BBG000BGZL88 20201102 145451 RWLK 5 2194000 3 0.41 2.71 0.41 -1.24 12 REWALK ROBOTICS LTD ORDINARY S 0.3 4.01 21.1 10.2 6/30/2020 1.5 19159 25.00 04/01/2019 14 4 3841 119.61 1 2 12/4/2019 3/31/2020 1/7/2020 3/31/2020 2.16 339112 USD BBG006SYKFN0 20201102 143757 RWM 7 1444000 59.19 30.8807 59.19 30.8807 PROSHARES SHORT RUSSELL2000 RWM -1.16 4453 13116 4.00 05/20/2015 14 4 25.15 1 11 3/19/2020 10/12/2020 3/19/2020 10/12/2020 36.9 0 USD BBG000BFC544 3 20201102 143757 RWR 7 122000 107.88 57.8501 107.88 57.8501 SPDR DOW JONES REIT RWR 0.81 12022 15406 0.33 09/22/2005 14 4 27.65 1 11 2/21/2020 3/23/2020 2/21/2020 3/23/2020 102.02 0 USD BBG000HSF0L9 3 20201102 143757 RWO 7 165000 53.6 29.3684 53.6 29.3684 SPDR DOW JONES GLOBAL REAL EST RWO 0.84 14637 37100 14 4 22.76 1 11 2/18/2020 3/23/2020 2/18/2020 3/23/2020 51.52 0 USD BBG000FS2Q74 3 20201102 143758 RXI 7 8000 141.873 79.228 141.873 79.228 ISHARES S&P GLOBAL CONS DISCRE 1.16 2826 2100 14 4 18.08 1 11 10/12/2020 3/18/2020 10/12/2020 3/18/2020 125.93 0 USD BBG000G7MYR8 3 20201102 145451 RXN 7 25.1 600000 35.64 18.87 35.64 18.87 1.28 0.13 3 REXNORD RXN 99.8 1.44 1264.3 455.5 9/30/2020 1397 120280 14 4 3559 31.04 1 7 2/13/2020 3/23/2020 2/13/2020 3/23/2020 32.62 332991 USD BBG000H8R0N8 20201102 145452 RYAM 7 495000 4.87 0.9001 4.87 0.9001 -0.27 12 RAYONIER ADVANCED MATERIALS IN RYAM 43.3 3.5 574 286 6/30/2020 1063 63351 14 4 2899 97.96 1 7 9/18/2020 4/3/2020 9/18/2020 4/3/2020 3.84 325998 USD BBG005XVML66 20201102 143759 RYF 7 17000 48.2299 26 48.2299 26 INVESCO S&P 500 EQ WEIGHT F 1.24 1425 3750 0.70 09/19/2016 14 4 26.26 1 11 2/20/2020 3/23/2020 2/20/2020 3/23/2020 46.87 0 USD BBG00KJR2NT1 3 20201102 145452 RYI 7 11 180000 12.54 3.76 12.54 3.76 -0.59 12 RYERSON HOLDING CORPORATION RYI 22.5 1.42 1280 491.9 9/30/2020 932.6 38117 14 4 3499 84.83 1 7 1/8/2020 5/14/2020 1/8/2020 5/14/2020 11.83 423510 USD BBG000Q7V224 20201102 143800 RYT 7 27000 225.22 135.78 225.22 135.78 INVESCO S&P 500 EQ WEIGHT T 1.14 18427 8750 14 4 22.22 1 11 9/2/2020 3/23/2020 9/2/2020 3/23/2020 198.06 0 USD BBG00KJR2TH1 3 20201102 145452 SABR 5 11.7 7115000 23.25 3.3 23.25 3.3 -2.13 0.2 12 SABRE CORPORATION COMMON STOCK SABR 61.5 1.77 1121.9 1025.5 6/30/2020 3261.8 316964 14 4 7371 82.37 1 21 1/17/2020 3/23/2020 1/17/2020 3/23/2020 22.44 519190 USD BBG005WQVVH4 20200830 013445 SAEX 5 51000 4.47 0.21 3.5 0.21 -2.33 12 SAEXPLORATION HOLDINGS INC. C 2.5 4.94 77.4 166.6 6/30/2020 7.1 6612 20.00 09/17/2018 135.00 07/27/2016 14 4 1382 221.47 1 3 11/19/2019 8/28/2020 4/22/2020 8/28/2020 3.04 213112 USD BBG001S58685 20201102 145453 SAGE 5 637000 155.33 25.01 79 25.01 -11.8 12 SAGE THERAPEUTICS INC. COMMON SAGE 76.9 2.2 1035.1 112.1 6/30/2020 51974 14 4 2834 50.68 1 1 11/29/2019 3/18/2020 1/10/2020 3/18/2020 72.19 325412 USD BBG0025X16Y5 20201102 145454 SAIC 7 22 351000 96.8 45.45 96.8 45.45 3.47 0.06 1 SCIENCE APPLICATIONS INTL CORP SAIC 63.9 0.79 1430 1128 7/31/2020 1851 58164 14 4 7379 26.06 1 7 2/6/2020 3/18/2020 2/6/2020 3/18/2020 87.02 541519 USD BBG003BW05K6 20201102 180746 SAL 5 8.9 2000 49.85 24.5835 45.5 24.5835 3.8 0.24 12 SALISBURY BANCORP INC. COMMON 14 0.76 6/30/2020 61 2843 0.17 08/24/1998 14 4 6035 37.67 1 2 12/2/2019 3/24/2020 1/2/2020 3/24/2020 45.67 522120 USD BBG000BF55Z8 20201102 145454 SALM 5 1490000 2.62 0.65 2.62 0.65 -3.08 12 SALEM MEDIA GROUP INC. 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COMMO 22.3 1.33 6/30/2020 16 7647 0.95 09/12/2001 0.95 09/13/2000 14 4 6022 44.04 1 2 2/7/2020 3/24/2020 2/7/2020 3/24/2020 19.69 522110 USD BBG000BJQTT2 20201102 143808 SBIO 7 68000 45.396 25.1 45.396 25.1 ALPS MEDICAL BREAKTHROUGHS E SBIO 1.29 1769 4300 14 4 32.96 1 11 10/16/2020 3/18/2020 10/16/2020 3/18/2020 42.28 0 USD BBG007TGGCL0 3 20201102 145500 SC 7 12.3 839000 27.205 9.74 27.205 9.74 1.65 0.06 12 SANTANDER CONSUMER USA HOLDING SC 14.7 1.08 9/30/2020 39194.1 306098 14 4 6153 36.13 1 7 2/13/2020 3/23/2020 2/13/2020 3/23/2020 23.37 522291 USD BBG004T0YC41 20201102 143812 SCHB 7 601000 85.24 51.38 85.24 51.38 SCHWAB U.S. BROAD MARKET ETF SCHB 1.04 156900 196850 14 4 21.35 1 11 9/2/2020 3/23/2020 9/2/2020 3/23/2020 76.88 0 USD BBG000PRZSP5 3 20201102 143812 SCHA 7 427000 77.7398 43.05 77.7398 43.05 SCHWAB U.S. SMALL-CAP ETF SCHA 1.26 96406 141150 14 4 24.11 1 11 1/17/2020 3/18/2020 1/17/2020 3/18/2020 75.64 0 USD BBG000PS0FX0 3 20201102 143812 SCHC 7 209000 34.92 20.34 34.92 20.34 SCHWAB INTERNATIONAL SMALL-CAP SCHC 1.2 25297 77800 14 4 18.62 1 11 1/2/2020 3/18/2020 1/2/2020 3/18/2020 34.65 0 USD BBG000Q5PVN8 3 20201102 143812 SCHD 7 1527000 59.56 38.825 59.56 38.825 SCHWAB U.S. DIVIDEND EQUITY ET SCHD 0.96 125941 227700 14 4 22.55 1 11 1/24/2020 3/23/2020 1/24/2020 3/23/2020 57.92 0 USD BBG0025RWKW5 3 20201102 143813 SCHE 7 1127000 28.23 18.3201 28.23 18.3201 SCHWAB EMERGING MARKETS EQUITY SCHE 1.09 70552 265400 14 4 15.12 1 11 1/13/2020 3/18/2020 1/13/2020 3/18/2020 27.37 0 USD BBG000Q5QG14 3 20201102 143813 SCHF 7 2547000 34.12 21.9 34.12 21.9 SCHWAB INTERNATIONAL EQUITY ET SCHF 0.97 194814 622000 14 4 16.39 1 11 1/17/2020 3/16/2020 1/17/2020 3/16/2020 33.63 0 USD BBG000PS0RP3 3 20201102 143813 SCHG 7 449000 123.3497 67.25 123.35 67.25 SCHWAB U.S. LARGE-CAP GROWTH E SCHG 1.04 121267 105250 14 4 26.23 1 11 9/2/2020 3/23/2020 9/2/2020 3/23/2020 92.91 0 USD BBG000Q0CS41 3 20201102 143813 SCHH 7 485000 48.62 26.31 48.62 26.31 SCHWAB US REIT ETF SCHH 0.81 42110 118950 14 4 23.57 1 11 2/21/2020 3/23/2020 2/21/2020 3/23/2020 45.96 0 USD BBG001CSKWZ1 3 20201102 143813 SCHM 7 437000 62.3953 34.87 62.3953 34.87 SCHWAB U.S. MID-CAP ETF SCHM 1.19 64474 116100 14 4 21.41 1 11 2/20/2020 3/23/2020 2/20/2020 3/23/2020 60.15 0 USD BBG001CSJ5M6 3 20201102 143814 SCHO 7 985000 51.99 50.38 51.99 50.47 SCHWAB SHORT-TERM U.S. TREASUR 0.22 77582 150600 14 4 0.34 1 11 3/16/2020 12/20/2019 3/16/2020 1/9/2020 50.48 0 USD BBG000BGNS77 3 20201102 143814 SCHP 7 908000 62.01 52.57 62.01 52.57 SCHWAB U.S. TIPS ETF SCHP 0.96 125766 204000 14 4 2.67 1 11 8/31/2020 3/18/2020 8/31/2020 3/18/2020 56.63 0 USD BBG000BGN6P5 3 20201102 143814 SCHV 7 533000 61.0953 37.79 61.0953 37.79 SCHWAB U.S. LARGE-CAP VALUE ET SCHV 0.97 67046 128450 14 4 19.78 1 11 1/17/2020 3/23/2020 1/17/2020 3/23/2020 60.12 0 USD BBG000Q0D5X8 3 20201102 143814 SCHX 7 773000 86.3 52.05 86.3 52.05 SCHWAB U.S. LARGE-CAP ETF SCHX 1.02 223435 277000 14 4 21.11 1 11 9/2/2020 3/23/2020 9/2/2020 3/23/2020 76.81 0 USD BBG000PS05G1 3 20201102 143815 SCHZ 7 687000 56.9761 50.1 56.9761 50.1 SCHWAB U.S. AGGREGATE BOND ETF 0.99 83329 148500 14 4 2.47 1 11 8/6/2020 3/18/2020 8/6/2020 3/18/2020 53.43 0 USD BBG001WBMKQ0 3 20201102 145501 SCKT 5 46 10807000 4.5 0.76 4.5 0.76 -0.06 -0.09 12 SOCKET MOBILE INC. COMMON STOCK 0.8 1.16 7.5 4.7 9/30/2020 0.3 6051 10.00 10/24/2008 14 4 3571 182.52 1 2 10/23/2020 3/18/2020 10/23/2020 3/18/2020 1.61 334111 USD BBG000BZMKF4 20201102 145502 SCM 7 25.8 73000 15.04 4.1 15.04 4.1 0.32 0.12 12 STELLUS CAPITAL SCM 6.6 1.12 21.4 8.7 6/30/2020 292.3 19486 14 4 6799 35.38 1 7 2/20/2020 3/19/2020 2/20/2020 3/19/2020 14.23 523999 USD BBG003LB3TH0 20201102 180748 SCMWY 5 14.8 8000 58.84 47.45 58.84 47.45 3.43 12 SWISSCOM AG ADS 0.15 4090 5217.4 6/30/2020 6608 518019 14 4 4813 14.79 1 3 3/5/2020 3/16/2020 3/5/2020 3/16/2020 52.86 517110 USD BBG000BD0D72 20201102 143816 SCO 7 3338000 67.35 11.17 67.35 11.17 PROSHARES ULTRASHORT BLOOMBERG SCO 4.59 804 4839 0.50 01/12/2017 5.00 02/25/2011 14 4 69.25 1 11 3/18/2020 1/6/2020 3/18/2020 1/6/2020 12.15 0 USD BBG000CSZTC9 3 20201102 143817 SCON 5 49000 9.1 0.77 9.1 0.77 -0.7 12 SUPERCONDUCTOR TECHNOLOGIES IN 0.1 1.05 1.4 1 6/30/2020 0.5 3152 10.00 09/10/2020 10.00 07/24/2018 14 4 3663 184.25 1 3 6/10/2020 10/29/2020 6/10/2020 10/29/2020 1.83 334413 USD BBG000BH12X7 20201102 145502 SCOR 5 284000 5.51 1.8 5.51 1.8 -0.58 12 COMSCORE INC. COMMON STOCK SCOR 35.6 1.16 154 190.2 6/30/2020 196.5 72694 14 4 7311 57.42 1 21 1/22/2020 10/29/2020 1/22/2020 10/29/2020 4.94 541810 USD BBG000H8CBV1 20201102 180748 SCRYY 5 24.2 81000 4.33 1.63 4.33 1.63 0.1 -0.04 12 SCOR ADS 1.26 6/30/2006 3416.9 1857848 14 4 111 47.64 1 3 1/30/2020 3/17/2020 1/30/2020 3/17/2020 4.28 524130 USD BBG000BLCNG9 20201102 143819 SCTY 5 2000 10 1 9.35 1 -30.17 12 MONITRONICS INTERNATIONAL INC. 8.2 0.79 52.3 70.2 6/30/2020 978.2 22500 14 4 7382 38.84 1 3 11/25/2019 6/1/2020 1/15/2020 6/1/2020 8.5 561621 USD BBG00Q5FB7L2 20201102 145503 SCX 7 5.3 12000 6.1796 2.51 6.13 2.51 -3.14 -0.02 6 L.S. STARRETT COMPANY 23.8 0.83 104.1 27.8 6/30/2020 26.3 6987 0.50 10/06/1988 0.50 01/09/1981 14 4 3421 44.78 1 7 11/8/2019 10/2/2020 1/15/2020 10/2/2020 5.72 332510 USD BBG000BSP8F4 20201102 145503 SCYX 5 93000 14.4 143813 SCHH 7 485000 48.62 26.31 48.62 26.31 SCHWAB US REIT ETF SCHH 0.81 42110 118950 14 4 23.57 1 11 2/21/2020 3/23/2020 2/21/2020 3/23/2020 45.96 0 USD BBG001CSKWZ1 3 20201102 143813 SCHM 7 437000 62.3953 34.87 62.3953 34.87 SCHWAB U.S. MID-CAP ETF SCHM 1.19 64474 116100 14 4 21.41 1 11 2/20/2020 3/23/2020 2/20/2020 3/23/2020 60.15 0 USD BBG001CSJ5M6 3 20201102 143814 SCHO 7 985000 51.99 50.38 51.99 50.47 SCHWAB SHORT-TERM U.S. TREASUR 0.22 77582 150600 14 4 0.34 1 11 3/16/2020 12/20/2019 3/16/2020 1/9/2020 50.48 0 USD BBG000BGNS77 3 20201102 143814 SCHP 7 908000 62.01 52.57 62.01 52.57 SCHWAB U.S. TIPS ETF SCHP 0.96 125766 204000 14 4 2.67 1 11 8/31/2020 3/18/2020 8/31/2020 3/18/2020 56.63 0 USD BBG000BGN6P5 3 20201102 143814 SCHV 7 533000 61.0953 37.79 61.0953 37.79 SCHWAB U.S. LARGE-CAP VALUE ET SCHV 0.97 67046 128450 14 4 19.78 1 11 1/17/2020 3/23/2020 1/17/2020 3/23/2020 60.12 0 USD BBG000Q0D5X8 3 20201102 143814 SCHX 7 773000 86.3 52.05 86.3 52.05 SCHWAB U.S. LARGE-CAP ETF SCHX 1.02 223435 277000 14 4 21.11 1 11 9/2/2020 3/23/2020 9/2/2020 3/23/2020 76.81 0 USD BBG000PS05G1 3 20201102 143815 SCHZ 7 687000 56.9761 50.1 56.9761 50.1 SCHWAB U.S. AGGREGATE BOND ETF 0.99 83329 148500 14 4 2.47 1 11 8/6/2020 3/18/2020 8/6/2020 3/18/2020 53.43 0 USD BBG001WBMKQ0 3 20201102 145501 SCKT 5 46 10807000 4.5 0.76 4.5 0.76 -0.06 -0.09 12 SOCKET MOBILE INC. COMMON STOCK 0.8 1.16 7.5 4.7 9/30/2020 0.3 6051 10.00 10/24/2008 14 4 3571 182.52 1 2 10/23/2020 3/18/2020 10/23/2020 3/18/2020 1.61 334111 USD BBG000BZMKF4 20201102 145502 SCM 7 25.8 73000 15.04 4.1 15.04 4.1 0.32 0.12 12 STELLUS CAPITAL SCM 6.6 1.12 21.4 8.7 6/30/2020 292.3 19486 14 4 6799 35.38 1 7 2/20/2020 3/19/2020 2/20/2020 3/19/2020 14.23 523999 USD BBG003LB3TH0 20201102 180748 SCMWY 5 14.8 8000 58.84 47.45 58.84 47.45 3.43 12 SWISSCOM AG ADS 0.15 4090 5217.4 6/30/2020 6608 518019 14 4 4813 14.79 1 3 3/5/2020 3/16/2020 3/5/2020 3/16/2020 52.86 517110 USD BBG000BD0D72 20201102 143816 SCO 7 3338000 67.35 11.17 67.35 11.17 PROSHARES ULTRASHORT BLOOMBERG SCO 4.59 804 4839 0.50 01/12/2017 5.00 02/25/2011 14 4 69.25 1 11 3/18/2020 1/6/2020 3/18/2020 1/6/2020 12.15 0 USD BBG000CSZTC9 3 20201102 143817 SCON 5 49000 9.1 0.77 9.1 0.77 -0.7 12 SUPERCONDUCTOR TECHNOLOGIES IN 0.1 1.05 1.4 1 6/30/2020 0.5 3152 10.00 09/10/2020 10.00 07/24/2018 14 4 3663 184.25 1 3 6/10/2020 10/29/2020 6/10/2020 10/29/2020 1.83 334413 USD BBG000BH12X7 20201102 145502 SCOR 5 284000 5.51 1.8 5.51 1.8 -0.58 12 COMSCORE INC. COMMON STOCK SCOR 35.6 1.16 154 190.2 6/30/2020 196.5 72694 14 4 7311 57.42 1 21 1/22/2020 10/29/2020 1/22/2020 10/29/2020 4.94 541810 USD BBG000H8CBV1 20201102 180748 SCRYY 5 24.2 81000 4.33 1.63 4.33 1.63 0.1 -0.04 12 SCOR ADS 1.26 6/30/2006 3416.9 1857848 14 4 111 47.64 1 3 1/30/2020 3/17/2020 1/30/2020 3/17/2020 4.28 524130 USD BBG000BLCNG9 20201102 143819 SCTY 5 2000 10 1 9.35 1 -30.17 12 MONITRONICS INTERNATIONAL INC. 8.2 0.79 52.3 70.2 6/30/2020 978.2 22500 14 4 7382 38.84 1 3 11/25/2019 6/1/2020 1/15/2020 6/1/2020 8.5 561621 USD BBG00Q5FB7L2 20201102 145503 SCX 7 5.3 12000 6.1796 2.51 6.13 2.51 -3.14 -0.02 6 L.S. STARRETT COMPANY 23.8 0.83 104.1 27.8 6/30/2020 26.3 6987 0.50 10/06/1988 0.50 01/09/1981 14 4 3421 44.78 1 7 11/8/2019 10/2/2020 1/15/2020 10/2/2020 5.72 332510 USD BBG000BSP8F4 20201102 145503 SCYX 5 93000 14.4