The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
AAC HLDGS INC COM 000307108 2 3,094 SH   SOLE   3,094 0 0
AAON INC COM 000360206 333 7,241 SH   SOLE   7,241 0 0
AAR CORP COM 000361105 27,926 677,661 SH   SOLE   659,063 0 18,598
ACCO BRANDS CORP COM 00081T108 4,097 415,056 SH   SOLE   415,056 0 0
ADT INC COM 00090Q103 240 38,346 SH   SOLE   38,346 0 0
ABM INDS INC COM 000957100 60,188 1,657,153 SH   SOLE   1,633,753 0 23,400
AFLAC INC COM 001055102 280,864 5,368,188 SH   SOLE   5,368,188 0 0
AFLAC INC COM 001055102 9,853 188,319 SH   OTR 4 188,319 0 0
AFLAC INC COM 001055102 4,382 83,760 SH   OTR 3 83,760 0 0
AGCO CORP COM 001084102 210,351 2,778,740 SH   SOLE   2,774,298 0 4,442
AGCO CORP COM 001084102 14,391 190,100 SH   OTR 4 190,100 0 0
AGCO CORP COM 001084102 6,363 84,050 SH   OTR 3 84,050 0 0
ACM RESEARCH INC COM 00108J109 5 373 SH   SOLE   373 0 0
AG MTG INVT TR INC COM 001228105 293 19,342 SH   SOLE   19,342 0 0
AGNC INVT CORP COM 00123Q104 12,834 797,626 SH   SOLE   792,916 0 4,710
A H BELO CORP COM 001282102 12 3,293 SH   SOLE   3,293 0 0
AES CORP COM 00130H105 31,187 1,908,635 SH   SOLE   1,908,635 0 0
AK STL HLDG CORP COM 001547108 111 48,987 SH   SOLE   48,987 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 60 5,229 SH   SOLE   5,229 0 0
AMC NETWORKS INC COM 00164V103 4,246 86,379 SH   SOLE   86,379 0 0
AMC ENTMT HLDGS INC COM 00165C104 19,339 1,807,420 SH   SOLE   1,758,025 0 49,395
AMN HEALTHCARE SERVICES INC COM 001744101 1,144 19,880 SH   SOLE   19,880 0 0
ANI PHARMACEUTICALS INC COM 00182C103 622 8,531 SH   SOLE   8,531 0 0
ANGI HOMESERVICES INC COM 00183L102 84 11,857 SH   SOLE   11,857 0 0
ARC DOCUMENT SOLUTIONS INC COM 00191G103 10 7,498 SH   SOLE   7,498 0 0
ASGN INC COM 00191U102 3,758 59,782 SH   SOLE   59,782 0 0
AT&T INC COM 00206R102 207,619 5,486,756 SH   SOLE   5,486,756 0 0
ARCA BIOPHARMA INC COM 00211Y506 1 234 SH   SOLE   234 0 0
ATYR PHARMA INC COM 002120202 2 443 SH   SOLE   443 0 0
A10 NETWORKS INC COM 002121101 70 10,078 SH   SOLE   10,078 0 0
ATN INTL INC COM 00215F107 97 1,670 SH   SOLE   1,670 0 0
AVX CORP NEW COM 002444107 1,922 126,448 SH   SOLE   126,448 0 0
AXT INC COM 00246W103 23 6,354 SH   SOLE   6,354 0 0
AZZ INC COM 002474104 22,115 507,680 SH   SOLE   493,785 0 13,895
AARONS INC COM 002535300 13,880 215,999 SH   SOLE   212,302 0 3,697
ABBOTT LABS COM 002824100 90,887 1,086,253 SH   SOLE   1,086,253 0 0
ABBVIE INC COM 00287Y109 193,891 2,560,636 SH   SOLE   2,556,879 0 3,757
ABERCROMBIE & FITCH CO COM 002896207 267 17,140 SH   SOLE   17,140 0 0
ABEONA THERAPEUTICS INC COM 00289Y107 11 4,692 SH   SOLE   4,692 0 0
ABIOMED INC COM 003654100 36,138 203,149 SH   SOLE   175,558 0 27,591
ABRAXAS PETE CORP COM 003830106 14 28,293 SH   SOLE   28,293 0 0
ACACIA RESH CORP COM 003881307 23 8,564 SH   SOLE   8,564 0 0
ACACIA COMMUNICATIONS INC COM 00401C108 45,282 692,389 SH   SOLE   655,559 0 36,830
ACACIA COMMUNICATIONS INC COM 00401C108 6,519 99,680 SH   OTR 3 99,680 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 859 27,631 SH   SOLE   27,631 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 691 19,209 SH   SOLE   19,209 0 0
ACADIA RLTY TR COM 004239109 426 14,904 SH   SOLE   14,904 0 0
ACCELERATE DIAGNOSTICS INC COM 00430H102 109 5,884 SH   SOLE   5,884 0 0
ACCELERON PHARMA INC COM 00434H108 225 5,692 SH   SOLE   5,692 0 0
ACCURAY INC COM 004397105 38 13,789 SH   SOLE   13,789 0 0
ACER THERAPEUTICS INC COM 00444P108 3 787 SH   SOLE   787 0 0
ACELRX PHARMACEUTICALS INC COM 00444T100 28 12,790 SH   SOLE   12,790 0 0
ACHIEVE LIFE SCIENCE INC COM 004468203 2 1,409 SH   SOLE   1,409 0 0
ACHILLION PHARMACEUTICALS IN COM 00448Q201 79 21,982 SH   SOLE   21,982 0 0
ACI WORLDWIDE INC COM 004498101 70,173 2,240,154 SH   SOLE   2,155,764 0 84,390
ACI WORLDWIDE INC COM 004498101 9,308 297,140 SH   OTR 3 297,140 0 0
ACI WORLDWIDE INC COM 004498101 7,250 231,460 SH   OTR 3 231,460 0 0
ACLARIS THERAPEUTICS INC COM 00461U105 7 6,910 SH   SOLE   6,910 0 0
ACME UTD CORP COM 004816104 10 495 SH   SOLE   495 0 0
ACORDA THERAPEUTICS INC COM 00484M106 18 6,327 SH   SOLE   6,327 0 0
ACTIVISION BLIZZARD INC COM 00507V109 93,695 1,770,506 SH   SOLE   1,606,814 0 163,692
ACTUANT CORP COM 00508X203 197 8,958 SH   SOLE   8,958 0 0
ACUITY BRANDS INC COM 00508Y102 9,463 70,204 SH   SOLE   69,977 0 227
ACUSHNET HOLDINGS CORP COM 005098108 250 9,461 SH   SOLE   9,461 0 0
ADAMIS PHARMACEUTICALS CORP COM 00547W208 7 10,033 SH   SOLE   10,033 0 0
ADAMS RES & ENERGY INC COM 006351308 14 463 SH   SOLE   463 0 0
ADAPTIVE BIOTECHNOLOGIES COR COM 00650F109 2,720 88,010 SH   SOLE   88,010 0 0
ADDUS HOMECARE CORP COM 006739106 3,279 41,358 SH   SOLE   38,965 0 2,393
ADDVANTAGE TECHNOLOGIES GP I COM 006743306 2 876 SH   SOLE   876 0 0
ADESTO TECHNOLOGIES CORP COM 00687D101 42 4,923 SH   SOLE   4,923 0 0
ADIAL PHARMACEUTICALS INC COM 00688A106 2 1,470 SH   SOLE   1,470 0 0
ADOBE INC COM 00724F101 86,207 312,062 SH   SOLE   311,662 0 400
ADOMANI INC COM 00726A100 1 9,533 SH   SOLE   9,533 0 0
ADTALEM GLOBAL ED INC COM 00737L103 22,812 598,897 SH   SOLE   585,222 0 13,675
ADTRAN INC COM 00738A106 33,605 2,962,065 SH   SOLE   2,919,906 0 42,159
ADURO BIOTECH INC COM 00739L101 9 8,069 SH   SOLE   8,069 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 10,499 63,475 SH   SOLE   61,521 0 1,954
AEHR TEST SYSTEMS COM 00760J108 7 4,011 SH   SOLE   4,011 0 0
ADVAXIS INC COM 007624307 1 2,990 SH   SOLE   2,990 0 0
AECOM COM 00766T100 5,303 141,189 SH   SOLE   141,189 0 0
ADVANCED EMISSIONS SOLUTS IN COM 00770C101 50 3,358 SH   SOLE   3,358 0 0
AEGION CORP COM 00770F104 88 4,120 SH   SOLE   4,120 0 0
AEMETIS INC COM 00770K202 3 2,580 SH   SOLE   2,580 0 0
AERIE PHARMACEUTICALS INC COM 00771V108 137 7,111 SH   SOLE   7,111 0 0
AEROCENTURY CORP COM 007737109 1 221 SH   SOLE   221 0 0
AEGLEA BIOTHERAPEUTICS INC COM 00773J103 36 4,727 SH   SOLE   4,727 0 0
ADVANSIX INC COM 00773T101 203 7,910 SH   SOLE   7,910 0 0
ADVERUM BIOTECHNOLOGIES INC COM 00773U108 3,110 570,595 SH   SOLE   570,595 0 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 24,484 484,736 SH   SOLE   473,185 0 11,551
ADVANCED MICRO DEVICES INC COM 007903107 49,030 1,691,282 SH   SOLE   1,501,749 0 189,533
ADVANCED DRAIN SYS INC DEL COM 00790R104 207 6,422 SH   SOLE   6,422 0 0
ADVANCED DISP SVCS INC DEL COM 00790X101 365 11,202 SH   SOLE   11,202 0 0
ADVANCED ENERGY INDS COM 007973100 105,119 1,831,023 SH   SOLE   1,778,318 0 52,705
ADVANCED ENERGY INDS COM 007973100 5,189 90,390 SH   OTR 3 90,390 0 0
AEROVIRONMENT INC COM 008073108 244 4,561 SH   SOLE   4,561 0 0
AFFILIATED MANAGERS GROUP IN COM 008252108 57 683 SH   SOLE   674 0 9
AGILENT TECHNOLOGIES INC COM 00846U101 24,492 319,614 SH   SOLE   287,750 0 31,864
AGNICO EAGLE MINES LTD COM 008474108 21,900 408,500 SH   SOLE   408,500 0 0
AGENUS INC COM 00847G705 49 18,856 SH   SOLE   18,856 0 0
AGILYSYS INC COM 00847J105 85 3,300 SH   SOLE   3,300 0 0
AGILE THERAPEUTICS INC COM 00847L100 10 8,715 SH   SOLE   8,715 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 216 6,660 SH   SOLE   6,660 0 0
AGEX THERAPEUTICS INC COM 00848H108 7 3,761 SH   SOLE   3,761 0 0
AGREE REALTY CORP COM 008492100 1,028 14,054 SH   SOLE   12,169 0 1,885
AILERON THERAPEUTICS INC COM 00887A105 2 2,926 SH   SOLE   2,926 0 0
AIMMUNE THERAPEUTICS INC COM 00900T107 28,455 1,358,875 SH   SOLE   1,309,745 0 49,130
AIMMUNE THERAPEUTICS INC COM 00900T107 2,764 132,000 SH   OTR 3 132,000 0 0
AIM IMMUNOTECH INC COM 00901B105 0 370 SH   SOLE   370 0 0
AIR INDS GROUP COM 00912N205 4 3,300 SH   SOLE   3,300 0 0
AIR LEASE CORP COM 00912X302 13,552 324,051 SH   SOLE   318,529 0 5,522
AIR PRODS & CHEMS INC COM 009158106 75,897 342,096 SH   SOLE   342,096 0 0
AIR T INC COM 009207101 6 322 SH   SOLE   322 0 0
AIR TRANSPORT SERVICES GRP I COM 00922R105 332 15,787 SH   SOLE   15,787 0 0
AIRGAIN INC COM 00938A104 1,445 122,976 SH   SOLE   122,976 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 8,891 97,301 SH   SOLE   97,301 0 0
AKAMAI TECHNOLOGIES INC CONB 00971TAJ0 18,047 15,767,000 PRN   SOLE   2,795,000 0 12,972,000
AKORN INC COM 009728106 61 16,089 SH   SOLE   16,089 0 0
AKEBIA THERAPEUTICS INC COM 00972D105 78 19,948 SH   SOLE   19,948 0 0
AKCEA THERAPEUTICS INC COM 00972L107 10 668 SH   SOLE   668 0 0
AKERS BIOSCIENCES INC COM 00973E300 1 2,246 SH   SOLE   2,246 0 0
AKOUSTIS TECHNOLOGIES INC COM 00973N102 35 4,492 SH   SOLE   4,492 0 0
AKERO THERAPEUTICS INC COM 00973Y108 60 2,629 SH   SOLE   2,629 0 0
ALAMO GROUP INC COM 011311107 72,085 612,339 SH   SOLE   603,564 0 8,775
ALAMOS GOLD INC NEW COM 011532108 1,421 245,000 SH   SOLE   245,000 0 0
ALARM COM HLDGS INC COM 011642105 248 5,309 SH   SOLE   5,309 0 0
ALASKA AIR GROUP INC COM 011659109 241,861 3,726,103 SH   SOLE   3,725,830 0 273
ALASKA AIR GROUP INC COM 011659109 15,483 238,525 SH   OTR 4 238,525 0 0
ALASKA AIR GROUP INC COM 011659109 6,720 103,525 SH   OTR 3 103,525 0 0
ALASKA COMMUNICATIONS SYS GR COM 01167P101 15 8,620 SH   SOLE   8,620 0 0
ALBANY INTL CORP COM 012348108 40,698 451,396 SH   SOLE   427,756 0 23,640
ALBANY INTL CORP COM 012348108 5,857 64,960 SH   OTR 3 64,960 0 0
ALBEMARLE CORP COM 012653101 2,716 39,064 SH   SOLE   39,064 0 0
ALBIREO PHARMA INC COM 01345P106 3,536 176,778 SH   SOLE   176,778 0 0
ALCENTRA CAP CORP COM 01374T102 18 1,994 SH   SOLE   1,994 0 0
ALCOA CORP COM 013872106 516 25,722 SH   SOLE   25,722 0 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 221 11,728 SH   SOLE   11,728 0 0
ALDEYRA THERAPEUTICS INC COM 01438T106 22 4,257 SH   SOLE   4,257 0 0
ALECTOR INC COM 014442107 75 5,209 SH   SOLE   5,209 0 0
ALEXANDER & BALDWIN INC NEW COM 014491104 22,020 898,429 SH   SOLE   874,254 0 24,175
ALEXANDERS INC COM 014752109 1,912 5,487 SH   SOLE   5,487 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 15,926 103,390 SH   SOLE   100,902 0 2,488
ALEXANDRIA REAL ESTATE EQ IN CPFD 015271505 8,346 215,000 SH   SOLE   215,000 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 11,423 116,635 SH   SOLE   116,635 0 0
ALIBABA GROUP HLDG LTD ADR 01609W102 205,071 1,226,283 SH   SOLE   896,301 0 329,982
ALICO INC COM 016230104 43 1,251 SH   SOLE   1,251 0 0
ALIGN TECHNOLOGY INC COM 016255101 9,939 54,938 SH   SOLE   54,934 0 4
ALIMERA SCIENCES INC COM 016259103 6 11,278 SH   SOLE   11,278 0 0
ALLAKOS INC COM 01671P100 31,981 406,727 SH   SOLE   394,297 0 12,430
ALLAKOS INC COM 01671P100 2,680 34,090 SH   OTR 3 34,090 0 0
ALLEGHANY CORP DEL COM 017175100 344,587 431,943 SH   SOLE   431,943 0 0
ALLEGHANY CORP DEL COM 017175100 24,013 30,100 SH   OTR 4 30,100 0 0
ALLEGHANY CORP DEL COM 017175100 10,571 13,251 SH   OTR 3 13,251 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 41,500 2,049,394 SH   SOLE   1,986,161 0 63,233
ALLEGIANCE BANCSHARES INC COM 01748H107 117 3,651 SH   SOLE   3,651 0 0
ALLEGIANT TRAVEL CO COM 01748X102 423 2,824 SH   SOLE   2,824 0 0
ALLENA PHARMACEUTICALS INC COM 018119107 7 1,815 SH   SOLE   1,815 0 0
ALLETE INC COM 018522300 109,750 1,255,580 SH   SOLE   1,234,498 0 21,082
ALLIANCE DATA SYSTEMS CORP COM 018581108 2,499 19,505 SH   SOLE   19,505 0 0
ALLIANT ENERGY CORP COM 018802108 206,518 3,829,374 SH   SOLE   3,819,451 0 9,923
ALLIANT ENERGY CORP COM 018802108 12,835 238,000 SH   OTR 4 238,000 0 0
ALLIANT ENERGY CORP COM 018802108 5,962 110,550 SH   OTR 3 110,550 0 0
ALLIED HEALTHCARE PRODS INC COM 019222207 0 286 SH   SOLE   286 0 0
ALLIED MOTION TECHNOLOGIES I COM 019330109 48 1,349 SH   SOLE   1,349 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 20,043 425,986 SH   SOLE   425,986 0 0
ALLOGENE THERAPEUTICS INC COM 019770106 239 8,754 SH   SOLE   8,754 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 273 24,875 SH   SOLE   24,875 0 0
ALLSTATE CORP COM 020002101 307,667 2,830,946 SH   SOLE   2,830,946 0 0
ALLSTATE CORP COM 020002101 17,280 159,000 SH   OTR 4 159,000 0 0
ALLSTATE CORP COM 020002101 7,885 72,550 SH   OTR 3 72,550 0 0
ALLY FINL INC COM 02005N100 57,957 1,747,813 SH   SOLE   1,602,910 0 144,903
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 1,234 15,346 SH   SOLE   15,346 0 0
ALPHABET INC COM 02079K107 587,218 481,721 SH   SOLE   469,869 0 11,852
ALPHABET INC COM 02079K305 207,014 169,525 SH   SOLE   169,417 0 108
ALPHATEC HOLDINGS INC COM 02081G201 44 8,674 SH   SOLE   8,674 0 0
ALPINE IMMUNE SCIENCES INC COM 02083G100 520 132,603 SH   SOLE   132,603 0 0
ALTA MESA RES INC COM 02133L109 2 30,188 SH   SOLE   30,188 0 0
ALTAIR ENGR INC COM 021369103 80 2,304 SH   SOLE   2,304 0 0
ALTIMMUNE INC COM 02155H200 5 2,325 SH   SOLE   2,325 0 0
ALTERYX INC COM 02156B103 10,719 99,774 SH   SOLE   86,601 0 13,173
ALTICE USA INC COM 02156K103 3,761 131,153 SH   SOLE   131,153 0 0
ALTRA INDL MOTION CORP COM 02208R106 301 10,883 SH   SOLE   10,883 0 0
ALTRIA GROUP INC COM 02209S103 67,754 1,656,587 SH   SOLE   1,656,587 0 0
ALZA CORP CONB 02261WAB5 38,738 21,781,000 PRN   SOLE   7,681,000 0 14,100,000
AMAZON COM INC COM 023135106 865,747 498,728 SH   SOLE   487,032 0 11,696
AMBAC FINL GROUP INC COM 023139884 271 13,852 SH   SOLE   13,852 0 0
AMEDISYS INC COM 023436108 16,314 124,523 SH   SOLE   124,523 0 0
AMERANT BANCORP INC COM 023576101 1,669 79,568 SH   SOLE   79,568 0 0
AMERCO COM 023586100 8,465 21,702 SH   SOLE   21,702 0 0
AMEREN CORP COM 023608102 16,469 205,731 SH   SOLE   205,731 0 0
AMERESCO INC COM 02361E108 161 10,009 SH   SOLE   10,009 0 0
AMERICA MOVIL SAB DE CV ADR 02364W105 13,889 934,670 SH   SOLE   566,365 0 368,305
AMERICAN AIRLS GROUP INC COM 02376R102 10,119 375,201 SH   SOLE   375,201 0 0
AMERICAN ASSETS TR INC COM 024013104 71,335 1,526,207 SH   SOLE   1,507,232 0 18,975
AMERICAN AXLE & MFG HLDGS IN COM 024061103 1,792 217,974 SH   SOLE   217,974 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 1,391 28,928 SH   SOLE   28,928 0 0
AMERICAN ELEC PWR CO INC COM 025537101 41,726 445,366 SH   SOLE   445,366 0 0
AMERICAN ELEC PWR CO INC CPFD 025537127 24,367 442,395 SH   SOLE   201,500 0 240,895
AMERICAN EAGLE OUTFITTERS IN COM 02553E106 38,582 2,378,691 SH   SOLE   2,328,358 0 50,333
AMERICAN EQTY INVT LIFE HLD COM 025676206 4,225 174,586 SH   SOLE   174,586 0 0
AMERICAN EXPRESS CO COM 025816109 54,313 459,191 SH   SOLE   459,191 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 313,367 2,905,581 SH   SOLE   2,894,290 0 11,291
AMERICAN FINL GROUP INC OHIO COM 025932104 15,854 147,000 SH   OTR 4 147,000 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 7,202 66,775 SH   OTR 3 66,775 0 0
AMERICAN FIN TR INC COM 02607T109 133 9,562 SH   SOLE   9,562 0 0
AMERICAN HOMES 4 RENT COM 02665T306 1,241 47,930 SH   SOLE   47,930 0 0
AMERICAN INTL GROUP INC COM 026874784 19,058 342,150 SH   SOLE   342,150 0 0
AMERICAN NATL BANKSHARES INC COM 027745108 68 1,910 SH   SOLE   1,910 0 0
AMERICAN NATL INS CO COM 028591105 963 7,783 SH   SOLE   7,783 0 0
AMERICAN OUTDOOR BRANDS CORP COM 02874P103 52 8,842 SH   SOLE   8,842 0 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 114 5,113 SH   SOLE   5,113 0 0
AMERICAN RLTY INVS INC COM 029174109 7 460 SH   SOLE   460 0 0
AMERICAN RLTY CAP PPTYS INC CONB 02917TAB0 62,737 61,973,000 PRN   SOLE   18,167,000 0 43,806,000
AMERICAN RENAL ASSOCIATES HO COM 029227105 20 3,220 SH   SOLE   3,220 0 0
AMERICAN RIVER BANKSHARES COM 029326105 14 1,007 SH   SOLE   1,007 0 0
AMERICAN SHARED HOSPITAL SVC COM 029595105 2 669 SH   SOLE   669 0 0
AMERICAN SOFTWARE INC COM 029683109 49 3,251 SH   SOLE   3,251 0 0
AMERICAN STS WTR CO COM 029899101 512 5,698 SH   SOLE   5,698 0 0
AMERICAN SUPERCONDUCTOR CORP COM 030111207 24 3,047 SH   SOLE   3,047 0 0
AMERICAN TOWER CORP NEW COM 03027X100 35,967 162,650 SH   SOLE   162,175 0 475
AMERICAN VANGUARD CORP COM 030371108 164 10,417 SH   SOLE   10,417 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 12,602 101,444 SH   SOLE   101,444 0 0
AMERICAN WOODMARK CORPORATIO COM 030506109 7,258 81,630 SH   SOLE   81,630 0 0
AMERICAS CAR MART INC COM 03062T105 474 5,170 SH   SOLE   5,170 0 0
AMERICOLD RLTY TR COM 03064D108 14,512 391,468 SH   SOLE   379,110 0 12,358
AMERISAFE INC COM 03071H100 66,147 1,000,554 SH   SOLE   987,254 0 13,300
AMERISOURCEBERGEN CORP COM 03073E105 213,442 2,592,518 SH   SOLE   2,592,518 0 0
AMERISOURCEBERGEN CORP COM 03073E105 15,060 182,925 SH   OTR 4 182,925 0 0
AMERISOURCEBERGEN CORP COM 03073E105 6,265 76,100 SH   OTR 3 76,100 0 0
AMERISERV FINL INC COM 03074A102 13 3,158 SH   SOLE   3,158 0 0
AMERIPRISE FINL INC COM 03076C106 38,800 263,767 SH   SOLE   262,278 0 1,489
AMERIS BANCORP COM 03076K108 546 13,558 SH   SOLE   13,558 0 0
AMES NATL CORP COM 031001100 45 1,564 SH   SOLE   1,564 0 0
AMETEK INC NEW COM 031100100 140,618 1,531,450 SH   SOLE   1,162,688 0 368,762
AMGEN INC COM 031162100 196,663 1,016,296 SH   SOLE   1,016,296 0 0
AMICUS THERAPEUTICS INC COM 03152W109 26,223 3,269,749 SH   SOLE   3,124,292 0 145,457
AMICUS THERAPEUTICS INC COM 03152W109 3,193 398,135 SH   OTR 3 398,135 0 0
AMKOR TECHNOLOGY INC COM 031652100 1,533 168,515 SH   SOLE   168,515 0 0
AMNEAL PHARMACEUTICALS INC COM 03168L105 145 50,042 SH   SOLE   50,042 0 0
AMPCO-PITTSBURGH CORP COM 032037103 6 1,678 SH   SOLE   1,678 0 0
AMPHENOL CORP NEW COM 032095101 114,282 1,184,272 SH   SOLE   884,348 0 299,924
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 380 19,154 SH   SOLE   19,154 0 0
AMPIO PHARMACEUTICALS INC COM 03209T109 11 22,666 SH   SOLE   22,666 0 0
AMPLIFY ENERGY CORP NEW COM 03212B103 38 6,110 SH   SOLE   6,110 0 0
AMREP CORP NEW COM 032159105 3 506 SH   SOLE   506 0 0
AMTECH SYS INC COM 032332504 11 2,026 SH   SOLE   2,026 0 0
AMYRIS INC COM 03236M200 43 9,008 SH   SOLE   9,008 0 0
ANALOG DEVICES INC COM 032654105 28,015 250,742 SH   SOLE   250,742 0 0
ANAPTYSBIO INC COM 032724106 121 3,455 SH   SOLE   3,455 0 0
ANAPLAN INC COM 03272L108 6,038 128,461 SH   SOLE   128,461 0 0
ANDERSONS INC COM 034164103 117 5,208 SH   SOLE   5,208 0 0
ANGIODYNAMICS INC COM 03475V101 74,312 4,034,300 SH   SOLE   3,975,875 0 58,425
ANIKA THERAPEUTICS INC COM 035255108 250 4,552 SH   SOLE   4,552 0 0
ANIXA BIOSCIENCES INC COM 03528H109 14 3,534 SH   SOLE   3,534 0 0
ANIXTER INTL INC COM 035290105 140,391 2,031,121 SH   SOLE   1,996,772 0 34,349
ANNALY CAP MGMT INC COM 035710409 6,052 687,721 SH   SOLE   681,722 0 5,999
ANSYS INC COM 03662Q105 9,667 43,673 SH   SOLE   43,673 0 0
ANTARES PHARMA INC COM 036642106 87 26,061 SH   SOLE   26,061 0 0
ANTERO RES CORP COM 03674X106 138 45,643 SH   SOLE   45,643 0 0
ANTHEM INC COM 036752103 47,699 198,661 SH   SOLE   197,834 0 827
ANTERO MIDSTREAM CORP COM 03676B102 392 52,933 SH   SOLE   52,933 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 53 16,164 SH   SOLE   16,164 0 0
APACHE CORP COM 037411105 120 4,704 SH   SOLE   4,704 0 0
APARTMENT INVT & MGMT CO COM 03748R754 17,160 329,111 SH   SOLE   315,771 0 13,340
APELLIS PHARMACEUTICALS INC COM 03753U106 39,674 1,646,902 SH   SOLE   1,590,592 0 56,310
APELLIS PHARMACEUTICALS INC COM 03753U106 3,723 154,540 SH   OTR 3 154,540 0 0
APERGY CORP COM 03755L104 420 15,537 SH   SOLE   15,537 0 0
APEX GLOBAL BRANDS INC COM 03755M201 1 551 SH   SOLE   551 0 0
APOGEE ENTERPRISES INC COM 037598109 3,007 77,128 SH   SOLE   77,128 0 0
APOLLO INVT CORP COM 03761U502 199 12,394 SH   SOLE   12,394 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 1,006 52,493 SH   SOLE   52,493 0 0
APOLLO MEDICAL HLDGS INC COM 03763A207 79 4,508 SH   SOLE   4,508 0 0
APOLLO ENDOSURGERY INC COM 03767D108 8 2,415 SH   SOLE   2,415 0 0
APPIAN CORP COM 03782L101 100 2,097 SH   SOLE   2,097 0 0
APPLE INC COM 037833100 977,592 4,364,836 SH   SOLE   4,361,366 0 3,470
APPFOLIO INC COM 03783C100 347 3,648 SH   SOLE   3,648 0 0
APPLE HOSPITALITY REIT INC COM 03784Y200 1,686 101,710 SH   SOLE   101,710 0 0
APPLIED DNA SCIENCES INC COM 03815U201 1 5,488 SH   SOLE   5,488 0 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 77,452 1,363,583 SH   SOLE   1,341,458 0 22,125
APPLIED GENETIC TECHNOL CORP COM 03820J100 8 2,015 SH   SOLE   2,015 0 0
APPLIED MATLS INC COM 038222105 32,240 646,088 SH   SOLE   646,088 0 0
APPLIED OPTOELECTRONICS INC COM 03823U102 35 3,087 SH   SOLE   3,087 0 0
APPLIED THERAPEUTICS INC COM 03828A101 8 706 SH   SOLE   706 0 0
APTARGROUP INC COM 038336103 91,541 772,821 SH   SOLE   772,821 0 0
APTARGROUP INC COM 038336103 6,029 50,900 SH   OTR 4 50,900 0 0
APTARGROUP INC COM 038336103 2,553 21,551 SH   OTR 3 21,551 0 0
APPROACH RESOURCES INC COM 03834A103 59 423,160 SH   SOLE   423,160 0 0
APTEVO THERAPEUTICS INC COM 03835L108 4 7,472 SH   SOLE   7,472 0 0
APTINYX INC COM 03836N103 11 3,142 SH   SOLE   3,142 0 0
AQUA AMERICA INC COM 03836W103 4,577 102,097 SH   SOLE   102,097 0 0
APYX MED CORP COM 03837C106 38 5,639 SH   SOLE   5,639 0 0
AQUA METALS INC COM 03837J101 16 9,137 SH   SOLE   9,137 0 0
AQUABOUNTY TECHNOLOGIES INC COM 03842K200 6 2,228 SH   SOLE   2,228 0 0
AQUESTIVE THERAPEUTICS INC COM 03843E104 10 3,148 SH   SOLE   3,148 0 0
ARAMARK COM 03852U106 70,334 1,613,907 SH   SOLE   1,599,955 0 13,952
ARAVIVE INC COM 03890D108 10 1,346 SH   SOLE   1,346 0 0
ARBOR RLTY TR INC COM 038923108 641 48,869 SH   SOLE   48,869 0 0
ARCADIA BIOSCIENCES INC COM 039014204 4 846 SH   SOLE   846 0 0
ARCBEST CORP COM 03937C105 378 12,399 SH   SOLE   12,399 0 0
ARCH COAL INC COM 039380407 4,177 56,290 SH   SOLE   56,290 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 348,428 8,483,765 SH   SOLE   8,483,765 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 22,947 558,732 SH   OTR 4 558,732 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 10,127 246,578 SH   OTR 3 246,578 0 0
ARCHROCK INC COM 03957W106 1,201 120,438 SH   SOLE   120,438 0 0
ARCIMOTO INC COM 039587100 4 1,214 SH   SOLE   1,214 0 0
ARCOSA INC COM 039653100 388 11,343 SH   SOLE   11,343 0 0
ARCONIC INC COM 03965L100 3,881 149,260 SH   SOLE   149,260 0 0
ARDELYX INC COM 039697107 37 7,890 SH   SOLE   7,890 0 0
ARCUS BIOSCIENCES INC COM 03969F109 41 4,491 SH   SOLE   4,491 0 0
ARES MANAGEMENT CORPORATION COM 03990B101 564 21,048 SH   SOLE   21,048 0 0
ARENA PHARMACEUTICALS INC COM 040047607 30,751 671,865 SH   SOLE   644,805 0 27,060
ARENA PHARMACEUTICALS INC COM 040047607 3,370 73,620 SH   OTR 3 73,620 0 0
ARGAN INC COM 04010E109 98 2,505 SH   SOLE   2,505 0 0
ARES CAP CORP COM 04010L103 1,430 76,760 SH   SOLE   76,760 0 0
ARES CAP CORP CONB 04010LAT0 54,825 53,052,000 PRN   SOLE   13,960,000 0 39,092,000
ARES CAP CORP CONB 04010LAW3 19,143 18,201,000 PRN   SOLE   6,429,000 0 11,772,000
ARES COML REAL ESTATE CORP COM 04013V108 527 34,618 SH   SOLE   34,618 0 0
ARIDIS PHARMACEUTICALS INC COM 040334104 6 934 SH   SOLE   934 0 0
ARISTA NETWORKS INC COM 040413106 6,864 28,729 SH   SOLE   28,729 0 0
ARK RESTAURANTS CORP COM 040712101 8 365 SH   SOLE   365 0 0
ARLINGTON ASSET INVT CORP COM 041356205 163 29,625 SH   SOLE   29,625 0 0
ARLO TECHNOLOGIES INC COM 04206A101 42 12,215 SH   SOLE   12,215 0 0
ARMADA HOFFLER PPTYS INC COM 04208T108 147 8,117 SH   SOLE   8,117 0 0
ARMOUR RESIDENTIAL REIT INC COM 042315507 153 9,151 SH   SOLE   9,151 0 0
ARMSTRONG FLOORING INC COM 04238R106 88 13,700 SH   SOLE   13,700 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 37,309 385,826 SH   SOLE   371,266 0 14,560
ARMSTRONG WORLD INDS INC NEW COM 04247X102 4,703 48,630 SH   OTR 3 48,630 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 3,863 39,950 SH   OTR 3 39,950 0 0
AROTECH CORP COM 042682203 13 4,465 SH   SOLE   4,465 0 0
ARQULE INC COM 04269E107 1,784 248,753 SH   SOLE   248,753 0 0
ARROW ELECTRS INC COM 042735100 3,363 45,093 SH   SOLE   45,093 0 0
ARROW FINL CORP COM 042744102 83 2,497 SH   SOLE   2,497 0 0
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 2,878 102,138 SH   SOLE   102,138 0 0
ARTESIAN RESOURCES CORP COM 043113208 56 1,503 SH   SOLE   1,503 0 0
ARTS WAY MFG INC COM 043168103 1 413 SH   SOLE   413 0 0
ARTISAN PARTNERS ASSET MGMT COM 04316A108 1,678 59,426 SH   SOLE   59,426 0 0
ARVINAS INC COM 04335A105 39 1,804 SH   SOLE   1,804 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 104,038 1,016,693 SH   SOLE   997,657 0 19,036
ASCENA RETAIL GROUP INC COM 04351G101 6 20,921 SH   SOLE   20,921 0 0
ASCENDIS PHARMA A S ADR 04351P101 38,236 396,964 SH   SOLE   381,604 0 15,360
ASCENDIS PHARMA A S ADR 04351P101 4,002 41,550 SH   OTR 3 41,550 0 0
ASHFORD HOSPITALITY TR INC COM 044103109 57 17,104 SH   SOLE   17,104 0 0
ASHFORD INC COM 044104107 6 259 SH   SOLE   259 0 0
ASHLAND GLOBAL HLDGS INC COM 044186104 35,937 466,414 SH   SOLE   450,014 0 16,400
ASHLAND GLOBAL HLDGS INC COM 044186104 5,471 71,000 SH   OTR 3 71,000 0 0
ASHLAND GLOBAL HLDGS INC COM 044186104 3,472 45,060 SH   OTR 3 45,060 0 0
ASPEN AEROGELS INC COM 04523Y105 19 3,274 SH   SOLE   3,274 0 0
ASPEN GROUP INC COM 04530L203 16 3,165 SH   SOLE   3,165 0 0
ASPEN TECHNOLOGY INC COM 045327103 3,746 30,439 SH   SOLE   30,439 0 0
ASSEMBLY BIOSCIENCES INC COM 045396108 43 4,371 SH   SOLE   4,371 0 0
ASSERTIO THERAPEUTICS INC COM 04545L107 90 70,105 SH   SOLE   70,105 0 0
ASSOCIATED BANC CORP COM 045487105 78,273 3,865,312 SH   SOLE   3,819,262 0 46,050
ASSOCIATED CAP GROUP INC COM 045528106 20 569 SH   SOLE   569 0 0
ASSURANT INC COM 04621X108 17,103 135,933 SH   SOLE   132,401 0 3,532
ASTA FDG INC COM 046220109 4 517 SH   SOLE   517 0 0
ASTEC INDS INC COM 046224101 101 3,246 SH   SOLE   3,246 0 0
ASTRONOVA INC COM 04638F108 18 1,108 SH   SOLE   1,108 0 0
ASTRONICS CORP COM 046433108 174 5,933 SH   SOLE   5,933 0 0
ASTROTECH CORP COM 046484200 1 574 SH   SOLE   574 0 0
ASURE SOFTWARE INC COM 04649U102 16 2,441 SH   SOLE   2,441 0 0
AT HOME GROUP INC COM 04650Y100 1,831 190,336 SH   SOLE   190,336 0 0
ATARA BIOTHERAPEUTICS INC COM 046513107 112 7,911 SH   SOLE   7,911 0 0
ATHENEX INC COM 04685N103 640 52,621 SH   SOLE   52,621 0 0
ATKORE INTL GROUP INC COM 047649108 17,560 578,597 SH   SOLE   578,597 0 0
ATLANTIC AMERN CORP COM 048209100 2 901 SH   SOLE   901 0 0
ATLANTIC CAP BANCSHARES INC COM 048269203 1,724 99,413 SH   SOLE   92,783 0 6,630
ATLANTIC PWR CORP COM 04878Q863 43 18,368 SH   SOLE   18,368 0 0
ATLANTIC UN BANKSHARES CORP COM 04911A107 8,424 226,168 SH   SOLE   226,168 0 0
ATLANTICUS HLDGS CORP COM 04914Y102 12 1,409 SH   SOLE   1,409 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM 049164205 257 10,200 SH   SOLE   10,200 0 0
ATMOS ENERGY CORP COM 049560105 37,005 324,920 SH   SOLE   292,165 0 32,755
ATOSSA GENETICS INC COM 04962H506 3 1,642 SH   SOLE   1,642 0 0
ATRICURE INC COM 04963C209 319 12,808 SH   SOLE   12,808 0 0
ATOMERA INC COM 04965B100 11 2,940 SH   SOLE   2,940 0 0
ATRECA INC COM 04965G109 3,735 305,112 SH   SOLE   305,112 0 0
ATRION CORP COM 049904105 644 826 SH   SOLE   826 0 0
AUDENTES THERAPEUTICS INC COM 05070R104 28,394 1,010,829 SH   SOLE   973,039 0 37,790
AUDENTES THERAPEUTICS INC COM 05070R104 2,913 103,700 SH   OTR 3 103,700 0 0
AURINIA PHARMACEUTICALS INC COM 05156V102 1,454 272,298 SH   SOLE   272,298 0 0
AUTODESK INC COM 052769106 18,919 128,094 SH   SOLE   128,094 0 0
AUTOLIV INC COM 052800109 1,127 14,292 SH   SOLE   14,292 0 0
AUTOLUS THERAPEUTICS PLC ADR 05280R100 3,653 294,160 SH   SOLE   294,160 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 54,121 335,282 SH   SOLE   335,282 0 0
AUTONATION INC COM 05329W102 156,829 3,093,265 SH   SOLE   3,093,265 0 0
AUTONATION INC COM 05329W102 11,025 217,449 SH   OTR 4 217,449 0 0
AUTONATION INC COM 05329W102 4,884 96,325 SH   OTR 3 96,325 0 0
AUTOZONE INC COM 053332102 61,729 56,913 SH   SOLE   52,325 0 4,588
AUTOWEB INC COM 05335B100 5 1,561 SH   SOLE   1,561 0 0
AVALARA INC COM 05338G106 704 10,455 SH   SOLE   10,455 0 0
AVALON HLDGS CORP COM 05343P109 1 339 SH   SOLE   339 0 0
AVALONBAY CMNTYS INC COM 053484101 20,039 93,063 SH   SOLE   92,903 0 160
AVANOS MED INC COM 05350V106 87,337 2,331,462 SH   SOLE   2,298,530 0 32,932
AVANGRID INC COM 05351W103 1,479 28,303 SH   SOLE   28,303 0 0
AVAYA HLDGS CORP COM 05351X101 343 33,507 SH   SOLE   33,507 0 0
AVANTOR INC COM 05352A100 552 37,521 SH   SOLE   37,521 0 0
AVEDRO INC COM 05355N109 32 1,413 SH   SOLE   1,413 0 0
AVEO PHARMACEUTICALS INC COM 053588109 21 24,292 SH   SOLE   24,292 0 0
AVENUE THERAPEUTICS INC COM 05360L205 8 1,282 SH   SOLE   1,282 0 0
AVERY DENNISON CORP COM 053611109 198,354 1,746,535 SH   SOLE   1,746,535 0 0
AVERY DENNISON CORP COM 053611109 13,481 118,700 SH   OTR 4 118,700 0 0
AVERY DENNISON CORP COM 053611109 6,028 53,075 SH   OTR 3 53,075 0 0
AVIAT NETWORKS INC COM 05366Y201 10 707 SH   SOLE   707 0 0
AVID TECHNOLOGY INC COM 05367P100 36 5,881 SH   SOLE   5,881 0 0
AVID BIOSERVICES INC COM 05368M106 47 8,885 SH   SOLE   8,885 0 0
AVINGER INC COM 053734604 1 1,102 SH   SOLE   1,102 0 0
AVIS BUDGET GROUP INC COM 053774105 677 23,967 SH   SOLE   23,967 0 0
AVISTA CORP COM 05379B107 6,130 126,552 SH   SOLE   126,552 0 0
AVNET INC COM 053807103 1,119 25,162 SH   SOLE   25,162 0 0
AVON PRODS INC COM 054303102 295 67,039 SH   SOLE   67,039 0 0
AWARE INC MASS COM 05453N100 8 2,561 SH   SOLE   2,561 0 0
AXCELIS TECHNOLOGIES INC COM 054540208 2,010 117,635 SH   SOLE   110,332 0 7,303
AXCELLA HEALTH INC COM 05454B105 4 654 SH   SOLE   654 0 0
AVROBIO INC COM 05455M100 6,784 480,429 SH   SOLE   480,429 0 0
AXA EQUITABLE HLDGS INC COM 054561105 6,198 279,701 SH   SOLE   279,701 0 0
AXOGEN INC COM 05463X106 746 59,803 SH   SOLE   59,803 0 0
AXON ENTERPRISE INC COM 05464C101 41,111 724,037 SH   SOLE   685,587 0 38,450
AXON ENTERPRISE INC COM 05464C101 5,909 104,070 SH   OTR 3 104,070 0 0
AXSOME THERAPEUTICS INC COM 05464T104 183 9,022 SH   SOLE   9,022 0 0
AXOS FINL INC COM 05465C100 346 12,502 SH   SOLE   12,502 0 0
AXONICS MODULATION TECH INC COM 05465P101 64 2,392 SH   SOLE   2,392 0 0
AYTU BIOSCIENCE INC COM 054754700 4 2,955 SH   SOLE   2,955 0 0
BBX CAP CORP NEW COM 05491N104 54 11,520 SH   SOLE   11,520 0 0
BB&T CORP COM 054937107 49,137 920,685 SH   SOLE   920,685 0 0
AZUL S A ADR 05501U106 48,210 1,345,890 SH   SOLE   1,296,060 0 49,830
AZUL S A ADR 05501U106 7,203 201,100 SH   OTR 3 201,100 0 0
AZUL S A ADR 05501U106 4,902 136,847 SH   OTR 3 136,847 0 0
AZURRX BIOPHARMA INC COM 05502L105 3 4,205 SH   SOLE   4,205 0 0
B & G FOODS INC NEW COM 05508R106 2,878 152,209 SH   SOLE   152,209 0 0
BCB BANCORP INC COM 055298103 38 2,953 SH   SOLE   2,953 0 0
BGC PARTNERS INC COM 05541T101 226 41,126 SH   SOLE   41,126 0 0
BJS WHSL CLUB HLDGS INC COM 05550J101 83,579 3,230,727 SH   SOLE   3,091,375 0 139,352
BJS WHSL CLUB HLDGS INC COM 05550J101 6,420 248,160 SH   OTR 3 248,160 0 0
BBQ HLDGS INC COM 05551A109 8 1,649 SH   SOLE   1,649 0 0
BOK FINL CORP COM 05561Q201 4,568 57,710 SH   SOLE   57,710 0 0
BP PLC ADR 055622104 6,126 161,264 SH   SOLE   161,264 0 0
BP PRUDHOE BAY RTY TR COM 055630107 35 3,853 SH   SOLE   3,853 0 0
BRT APARTMENTS CORP COM 055645303 32 2,176 SH   SOLE   2,176 0 0
BK TECHNOLOGIES CORPORATION COM 05587G104 6 1,669 SH   SOLE   1,669 0 0
BMC STK HLDGS INC COM 05591B109 640 24,446 SH   SOLE   24,446 0 0
BWX TECHNOLOGIES INC COM 05605H100 5,385 94,130 SH   SOLE   94,130 0 0
BABCOCK & WILCOX ENTERPRIS I COM 05614L209 34 7,013 SH   SOLE   7,013 0 0
BADGER METER INC COM 056525108 1,114 20,752 SH   SOLE   20,752 0 0
BAIDU INC ADR 056752108 7,381 71,824 SH   SOLE   71,824 0 0
BAIN CAP SPECIALTY FIN INC COM 05684B107 26 1,395 SH   SOLE   1,395 0 0
BAKER HUGHES A GE CO COM 05722G100 4,567 196,835 SH   SOLE   196,835 0 0
BALCHEM CORP COM 057665200 535 5,398 SH   SOLE   5,398 0 0
BALL CORP COM 058498106 41,080 564,211 SH   SOLE   499,078 0 65,133
BALLANTYNE STRONG INC COM 058516105 5 1,651 SH   SOLE   1,651 0 0
BANCFIRST CORP COM 05945F103 316 5,704 SH   SOLE   5,704 0 0
BANCO BRADESCO S A ADR 059460303 13,096 1,608,811 SH   SOLE   974,862 0 633,949
BANCORP INC DEL COM 05969A105 81 8,134 SH   SOLE   8,134 0 0
BANCORP 34 INC COM 05970V106 8 568 SH   SOLE   568 0 0
BANCORPSOUTH BK TUPELO MISS COM 05971J102 46,731 1,578,233 SH   SOLE   1,535,250 0 42,983
BANDWIDTH INC COM 05988J103 32,713 502,421 SH   SOLE   475,441 0 26,980
BANDWIDTH INC COM 05988J103 4,743 72,840 SH   OTR 3 72,840 0 0
BANC OF CALIFORNIA INC COM 05990K106 113 7,981 SH   SOLE   7,981 0 0
BANK AMER CORP COM 060505104 185,837 6,370,833 SH   SOLE   6,370,833 0 0
BANK AMER CORP CPFD 060505682 48,314 32,226 SH   SOLE   7,440 0 24,786
BANK HAWAII CORP COM 062540109 97,794 1,138,067 SH   SOLE   1,122,017 0 16,050
BANK OF MARIN BANCORP COM 063425102 87 2,104 SH   SOLE   2,104 0 0
BANK MONTREAL QUE COM 063671101 3,688 50,000 SH   SOLE   50,000 0 0
BANK NEW YORK MELLON CORP COM 064058100 33,164 733,550 SH   SOLE   733,550 0 0
BANK OZK COM 06417N103 6,059 222,184 SH   SOLE   222,184 0 0
BANK PRINCETON NEW JERSEY COM 064520109 30 1,028 SH   SOLE   1,028 0 0
BANK SOUTH CAROLINA CORP COM 065066102 15 795 SH   SOLE   795 0 0
BANKFINANCIAL CORP COM 06643P104 29 2,403 SH   SOLE   2,403 0 0
BANKUNITED INC COM 06652K103 46,501 1,383,131 SH   SOLE   1,352,639 0 30,492
BANK7 CORP COM 06652N107 11 601 SH   SOLE   601 0 0
BANNER CORP COM 06652V208 426 7,585 SH   SOLE   7,585 0 0
BANKWELL FINL GROUP INC COM 06654A103 30 1,092 SH   SOLE   1,092 0 0
BAR HBR BANKSHARES COM 066849100 70 2,795 SH   SOLE   2,795 0 0
BAOZUN INC ADR 06684L103 13,280 311,013 SH   SOLE   194,144 0 116,869
BARINGS BDC INC COM 06759L103 93 9,127 SH   SOLE   9,127 0 0
BARNES & NOBLE ED INC COM 06777U101 18 5,825 SH   SOLE   5,825 0 0
BARNES GROUP INC COM 067806109 477 9,258 SH   SOLE   9,258 0 0
BARRICK GOLD CORPORATION COM 067901108 57,499 3,317,915 SH   SOLE   3,317,915 0 0
BARNWELL INDS INC COM 068221100 0 592 SH   SOLE   592 0 0
BARRETT BUSINESS SERVICES IN COM 068463108 335 3,770 SH   SOLE   3,770 0 0
BASIC ENERGY SVCS INC NEW COM 06985P209 4 3,020 SH   SOLE   3,020 0 0
BASSETT FURNITURE INDS INC COM 070203104 27 1,762 SH   SOLE   1,762 0 0
BAXTER INTL INC COM 071813109 52,716 602,674 SH   SOLE   539,547 0 63,127
BAYCOM CORP COM 07272M107 47 2,054 SH   SOLE   2,054 0 0
BEACON ROOFING SUPPLY INC COM 073685109 41,386 1,234,304 SH   SOLE   1,199,468 0 34,836
BEASLEY BROADCAST GROUP INC COM 074014101 1 413 SH   SOLE   413 0 0
BEAZER HOMES USA INC COM 07556Q881 310 20,778 SH   SOLE   20,778 0 0
BECTON DICKINSON & CO COM 075887109 34,963 138,214 SH   SOLE   138,214 0 0
BECTON DICKINSON & CO CPFD 075887208 18,977 306,519 SH   SOLE   21,650 0 284,869
BED BATH & BEYOND INC COM 075896100 3,938 370,141 SH   SOLE   370,141 0 0
BEIGENE LTD ADR 07725L102 11,407 93,148 SH   SOLE   93,148 0 0
BEL FUSE INC COM 077347300 24 1,588 SH   SOLE   1,588 0 0
BELDEN INC COM 077454106 3,242 60,784 SH   SOLE   60,784 0 0
BELLEROPHON THERAPEUTICS INC COM 078771102 4 7,565 SH   SOLE   7,565 0 0
BELLICUM PHARMACEUTICALS INC COM 079481107 8 7,787 SH   SOLE   7,787 0 0
BENCHMARK ELECTRS INC COM 08160H101 3,366 115,823 SH   SOLE   115,823 0 0
BENEFITFOCUS INC COM 08180D106 70 2,929 SH   SOLE   2,929 0 0
BERKLEY W R CORP COM 084423102 200,794 2,779,921 SH   SOLE   2,773,588 0 6,333
BERKLEY W R CORP COM 084423102 12,295 170,219 SH   OTR 4 170,219 0 0
BERKLEY W R CORP COM 084423102 5,469 75,719 SH   OTR 3 75,719 0 0
BERKSHIRE HATHAWAY INC DEL COM 084670702 149,435 718,370 SH   SOLE   718,370 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 36,305 1,239,491 SH   SOLE   1,206,067 0 33,424
BERRY GLOBAL GROUP INC COM 08579W103 1,923 48,964 SH   SOLE   48,964 0 0
BEST BUY INC COM 086516101 40,506 587,124 SH   SOLE   584,371 0 2,753
BHP GROUP LTD ADR 088606108 15,117 306,131 SH   SOLE   165,811 0 140,320
BEYOND MEAT INC COM 08862E109 750 5,044 SH   SOLE   5,044 0 0
BICYCLE THERAPEUTICS PLC ADR 088786108 1,589 139,496 SH   SOLE   139,496 0 0
BIG 5 SPORTING GOODS CORP COM 08915P101 7 3,234 SH   SOLE   3,234 0 0
BIG LOTS INC COM 089302103 2,096 85,569 SH   SOLE   85,569 0 0
BIGLARI HLDGS INC COM 08986R309 41 374 SH   SOLE   374 0 0
BIO RAD LABS INC COM 090572207 6,499 19,531 SH   SOLE   19,531 0 0
BIOANALYTICAL SYS INC COM 09058M103 5 1,358 SH   SOLE   1,358 0 0
BIOCRYST PHARMACEUTICALS COM 09058V103 50 17,281 SH   SOLE   17,281 0 0
BIODELIVERY SCIENCES INTL IN COM 09060J106 62 14,637 SH   SOLE   14,637 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 7,844 116,374 SH   SOLE   116,360 0 14
BIOMERICA INC COM 09061H307 4 1,340 SH   SOLE   1,340 0 0
BIOLIFE SOLUTIONS INC COM 09062W204 72 4,331 SH   SOLE   4,331 0 0
BIOGEN INC COM 09062X103 50,807 218,224 SH   SOLE   217,468 0 756
BIOTELEMETRY INC COM 090672106 361 8,860 SH   SOLE   8,860 0 0
BIOCEPT INC COM 09072V402 3 3,288 SH   SOLE   3,288 0 0
BIOPHARMX CORP COM 09072X309 1 1,788 SH   SOLE   1,788 0 0
BIO TECHNE CORP COM 09073M104 4,508 23,041 SH   SOLE   23,041 0 0
BIOHITECH GLOBAL INC COM 09074B107 195 111,517 SH   SOLE   111,517 0 0
BIONANO GENOMICS INC COM 09075F107 1 758 SH   SOLE   758 0 0
BIONANO GENOMICS INC WARR 09075F115 5 8,136 SH   SOLE   8,136 0 0
BIOXCEL THERAPEUTICS INC COM 09075P105 6 818 SH   SOLE   818 0 0
BIOLASE INC COM 090911207 3 2,739 SH   SOLE   2,739 0 0
BIOSPECIFICS TECHNOLOGIES CO COM 090931106 247 4,623 SH   SOLE   4,623 0 0
BJS RESTAURANTS INC COM 09180C106 213 5,484 SH   SOLE   5,484 0 0
BLACK HILLS CORP COM 092113109 46,772 609,565 SH   SOLE   598,849 0 10,716
BLACK KNIGHT INC COM 09215C105 209,119 3,424,811 SH   SOLE   2,495,673 0 929,138
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BLACKLINE INC COM 09239B109 332 6,938 SH   SOLE   6,938 0 0
BLACKROCK INC COM 09247X101 42,214 94,726 SH   SOLE   94,726 0 0
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BLACKSTONE MTG TR INC CONB 09257WAC4 1,566 1,500,000 PRN   SOLE   1,500,000 0 0
BLACKROCK TCP CAP CORP COM 09259E108 143 10,582 SH   SOLE   10,582 0 0
BLINK CHARGING CO COM 09354A100 9 3,496 SH   SOLE   3,496 0 0
BLOCK H & R INC COM 093671105 2,673 113,146 SH   SOLE   113,146 0 0
BLOOM ENERGY CORP COM 093712107 10 3,067 SH   SOLE   3,067 0 0
BLOOMIN BRANDS INC COM 094235108 625 32,991 SH   SOLE   32,991 0 0
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BLUE APRON HLDGS INC COM 09523Q200 2 263 SH   SOLE   263 0 0
BLUEBIRD BIO INC COM 09609G100 150,728 1,641,558 SH   SOLE   1,287,960 0 353,598
BLUEBIRD BIO INC COM 09609G100 5,907 64,333 SH   OTR 3 64,333 0 0
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BLUEROCK RESIDENTIAL GRW REI COM 09627J102 1,644 139,661 SH   SOLE   130,461 0 9,200
BLUEPRINT MEDICINES CORP COM 09627Y109 42,538 578,982 SH   SOLE   556,710 0 22,272
BLUEPRINT MEDICINES CORP COM 09627Y109 4,403 59,930 SH   OTR 3 59,930 0 0
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BOEING CO COM 097023105 168,558 443,027 SH   SOLE   443,027 0 0
BOINGO WIRELESS INC COM 09739C102 26,307 2,369,979 SH   SOLE   2,369,979 0 0
BOINGO WIRELESS INC COM 09739C102 5,697 513,250 SH   OTR 3 513,250 0 0
BOISE CASCADE CO DEL COM 09739D100 197 6,035 SH   SOLE   6,035 0 0
BONANZA CREEK ENERGY INC COM 097793400 161 7,177 SH   SOLE   7,177 0 0
BOOKING HLDGS INC COM 09857L108 64,750 32,992 SH   SOLE   32,992 0 0
BOOT BARN HLDGS INC COM 099406100 303 8,689 SH   SOLE   8,689 0 0
BOOZ ALLEN HAMILTON HLDG COR COM 099502106 12,691 178,695 SH   SOLE   177,623 0 1,072
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BOSTON PROPERTIES INC COM 101121101 7,983 61,570 SH   SOLE   61,275 0 295
BOSTON SCIENTIFIC CORP COM 101137107 19,133 470,203 SH   SOLE   470,203 0 0
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BOX INC COM 10316T104 384 23,213 SH   SOLE   23,213 0 0
BOXLIGHT CORP COM 103197109 2 1,103 SH   SOLE   1,103 0 0
BOYD GAMING CORP COM 103304101 376 15,679 SH   SOLE   15,679 0 0
BRADY CORP COM 104674106 2,457 46,312 SH   SOLE   46,312 0 0
BRAEMAR HOTELS & RESORTS INC COM 10482B101 137 14,588 SH   SOLE   14,588 0 0
BRAINSWAY LTD ADR 10501L106 137 15,000 SH   SOLE   15,000 0 0
BRANDYWINE RLTY TR COM 105368203 480 31,716 SH   SOLE   31,716 0 0
BRICKELL BIOTECH INC COM 10802T105 2 483 SH   SOLE   483 0 0
BRIDGE BANCORP INC COM 108035106 1,978 66,912 SH   SOLE   62,520 0 4,392
BRIDGEBIO PHARMA INC COM 10806X102 15,284 711,879 SH   SOLE   678,789 0 33,090
BRIDGEBIO PHARMA INC COM 10806X102 1,935 90,110 SH   OTR 3 90,110 0 0
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BRIDGEWATER BANCSHARES INC COM 108621103 1,705 142,798 SH   SOLE   133,511 0 9,287
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BRIGHTCOVE INC COM 10921T101 58 5,519 SH   SOLE   5,519 0 0
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BRIGHTVIEW HLDGS INC COM 10948C107 864 50,402 SH   SOLE   50,402 0 0
BRIGHTSPHERE INVT GROUP INC COM 10948W103 2,742 276,736 SH   SOLE   276,736 0 0
BRINKER INTL INC COM 109641100 1,527 35,791 SH   SOLE   35,791 0 0
BRINKS CO COM 109696104 618 7,453 SH   SOLE   7,453 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 71,032 1,400,746 SH   SOLE   1,396,868 0 3,878
BRISTOL MYERS SQUIBB CO CONB 110122AN8 17,501 13,663,000 PRN   SOLE   4,363,000 0 9,300,000
BRIXMOR PPTY GROUP INC COM 11120U105 1,867 92,009 SH   SOLE   88,689 0 3,320
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 10,361 83,268 SH   SOLE   83,268 0 0
BROADCOM INC COM 11135F101 158,624 574,579 SH   SOLE   574,050 0 529
BROADVISION INC COM 111412706 1 459 SH   SOLE   459 0 0
BROADWAY FINL CORP DEL COM 111444105 2 1,645 SH   SOLE   1,645 0 0
BROADWIND ENERGY INC COM 11161T207 4 2,564 SH   SOLE   2,564 0 0
BROOKDALE SR LIVING INC COM 112463104 22,710 2,995,996 SH   SOLE   2,925,440 0 70,556
BROOKLINE BANCORP INC DEL COM 11373M107 320 21,712 SH   SOLE   21,712 0 0
BROOKS AUTOMATION INC COM 114340102 490 13,246 SH   SOLE   13,246 0 0
BROWN & BROWN INC COM 115236101 110,526 3,065,066 SH   SOLE   2,947,489 0 117,577
BROWN FORMAN CORP COM 115637209 10,752 171,257 SH   SOLE   171,257 0 0
BRUKER CORP COM 116794108 4,111 93,572 SH   SOLE   93,572 0 0
BRUNSWICK CORP COM 117043109 39,219 752,484 SH   SOLE   729,249 0 23,235
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BSQUARE CORP COM 11776U300 3 2,283 SH   SOLE   2,283 0 0
BUCKLE INC COM 118440106 1,422 69,031 SH   SOLE   69,031 0 0
BUILD A BEAR WORKSHOP COM 120076104 8 2,546 SH   SOLE   2,546 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 4,464 216,940 SH   SOLE   216,940 0 0
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BUSINESS FIRST BANCSHARES IN COM 12326C105 26 1,083 SH   SOLE   1,083 0 0
BYLINE BANCORP INC COM 124411109 78 4,381 SH   SOLE   4,381 0 0
C & F FINL CORP COM 12466Q104 33 625 SH   SOLE   625 0 0
CAI INTERNATIONAL INC COM 12477X106 209 9,613 SH   SOLE   9,613 0 0
CBIZ INC COM 124805102 345 14,696 SH   SOLE   14,696 0 0
CBTX INC COM 12481V104 90 3,230 SH   SOLE   3,230 0 0
CBDMD INC COM 12482W101 15 3,708 SH   SOLE   3,708 0 0
CBL & ASSOC PPTYS INC COM 124830100 40 31,195 SH   SOLE   31,195 0 0
CBS CORP NEW COM 124857202 160,205 3,968,427 SH   SOLE   3,957,088 0 11,339
CBS CORP NEW COM 124857202 10,601 262,600 SH   OTR 4 262,600 0 0
CBS CORP NEW COM 124857202 4,785 118,525 SH   OTR 3 118,525 0 0
CBM BANCORP INC COM 1248XT104 10 701 SH   SOLE   701 0 0
CBOE GLOBAL MARKETS INC COM 12503M108 101,470 883,035 SH   SOLE   883,035 0 0
CBRE GROUP INC COM 12504L109 62,311 1,175,463 SH   SOLE   1,083,661 0 91,802
CDK GLOBAL INC COM 12508E101 1,195 24,846 SH   SOLE   24,846 0 0
CECO ENVIRONMENTAL CORP COM 125141101 34 4,797 SH   SOLE   4,797 0 0
CDW CORP COM 12514G108 69,323 562,500 SH   SOLE   504,690 0 57,810
CF INDS HLDGS INC COM 125269100 26,118 530,844 SH   SOLE   456,138 0 74,706
C H ROBINSON WORLDWIDE INC COM 12541W209 34,926 411,962 SH   SOLE   411,962 0 0
CIGNA CORP NEW COM 125523100 19,533 128,682 SH   SOLE   128,682 0 0
CIM COML TR CORP COM 125525584 2 130 SH   SOLE   130 0 0
CIT GROUP INC COM 125581801 3,643 80,409 SH   SOLE   80,409 0 0
CME GROUP INC COM 12572Q105 124,675 589,928 SH   SOLE   552,443 0 37,485
CMS ENERGY CORP COM 125896100 33,464 523,288 SH   SOLE   523,288 0 0
CSS INDS INC COM 125906107 5 1,270 SH   SOLE   1,270 0 0
CPI AEROSTRUCTURES INC COM 125919308 16 1,979 SH   SOLE   1,979 0 0
CNA FINL CORP COM 126117100 749 15,199 SH   SOLE   15,199 0 0
CNB FINL CORP PA COM 126128107 79 2,744 SH   SOLE   2,744 0 0
CRA INTL INC COM 12618T105 1,893 45,111 SH   SOLE   42,153 0 2,958
CNO FINL GROUP INC COM 12621E103 4,373 276,241 SH   SOLE   276,241 0 0
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CSP INC COM 126389105 7 551 SH   SOLE   551 0 0
CSW INDUSTRIALS INC COM 126402106 533 7,718 SH   SOLE   7,718 0 0
CSX CORP COM 126408103 38,056 549,393 SH   SOLE   549,393 0 0
CTI BIOPHARMA CORP COM 12648L601 8 9,800 SH   SOLE   9,800 0 0
CTS CORP COM 126501105 22,003 679,936 SH   SOLE   665,473 0 14,463
CNX RESOURCES CORPORATION COM 12653C108 233 32,029 SH   SOLE   32,029 0 0
CUI GLOBAL INC COM 126576206 4 5,222 SH   SOLE   5,222 0 0
CVB FINL CORP COM 126600105 606 29,057 SH   SOLE   29,057 0 0
CVD EQUIPMENT CORP COM 126601103 3 1,006 SH   SOLE   1,006 0 0
CVR ENERGY INC COM 12662P108 1,717 38,985 SH   SOLE   38,985 0 0
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C&J ENERGY SVCS INC NEW COM 12674R100 100 9,278 SH   SOLE   9,278 0 0
CABLE ONE INC COM 12685J105 5,141 4,097 SH   SOLE   4,097 0 0
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CABOT OIL & GAS CORP COM 127097103 2,943 167,495 SH   SOLE   167,495 0 0
CABOT MICROELECTRONICS CORP COM 12709P103 47,810 338,571 SH   SOLE   321,807 0 16,764
CABOT MICROELECTRONICS CORP COM 12709P103 6,271 44,410 SH   OTR 3 44,410 0 0
CACI INTL INC COM 127190304 9,254 40,014 SH   SOLE   40,014 0 0
CACTUS INC COM 127203107 2,192 75,747 SH   SOLE   75,747 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 22,319 337,755 SH   SOLE   337,755 0 0
CADENCE BANCORPORATION COM 12739A100 2,195 125,153 SH   SOLE   125,153 0 0
CADIZ INC COM 127537207 50 4,025 SH   SOLE   4,025 0 0
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CAL MAINE FOODS INC COM 128030202 1,774 44,405 SH   SOLE   44,405 0 0
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CALAMP CORP COM 128126109 59 5,142 SH   SOLE   5,142 0 0
CALAVO GROWERS INC COM 128246105 265 2,788 SH   SOLE   2,788 0 0
CALERES INC COM 129500104 35,413 1,512,750 SH   SOLE   1,475,600 0 37,150
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CALIFORNIA WTR SVC GROUP COM 130788102 367 6,934 SH   SOLE   6,934 0 0
CALITHERA BIOSCIENCES INC COM 13089P101 25 8,105 SH   SOLE   8,105 0 0
CALIX INC COM 13100M509 48 7,528 SH   SOLE   7,528 0 0
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CALLON PETE CO DEL COM 13123X102 28,843 6,645,824 SH   SOLE   6,464,644 0 181,180
CALYXT INC COM 13173L107 5 942 SH   SOLE   942 0 0
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CAMBREX CORP COM 132011107 618 10,394 SH   SOLE   10,394 0 0
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CAMDEN NATL CORP COM 133034108 107 2,459 SH   SOLE   2,459 0 0
CAMDEN PPTY TR COM 133131102 23,725 213,717 SH   SOLE   207,028 0 6,689
CAMPBELL SOUP CO COM 134429109 6,693 142,645 SH   SOLE   142,645 0 0
CAMPING WORLD HLDGS INC COM 13462K109 48 5,383 SH   SOLE   5,383 0 0
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CANADA GOOSE HOLDINGS INC COM 135086106 627 14,249 SH   OTR 2 0 0 14,249
CANADA GOOSE HOLDINGS INC COM 135086106 502 11,423 SH   OTR 1 0 0 11,423
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CANCER GENETICS INC COM 13739U104 1 8,475 SH   SOLE   8,475 0 0
CANNAE HLDGS INC COM 13765N107 456 16,592 SH   SOLE   16,592 0 0
CANTEL MEDICAL CORP COM 138098108 416 5,559 SH   SOLE   5,559 0 0
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CAPSTAR FINL HLDGS INC COM 14070T102 49 2,938 SH   SOLE   2,938 0 0
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CARMAX INC COM 143130102 7,541 85,694 SH   SOLE   85,694 0 0
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CARPENTER TECHNOLOGY CORP COM 144285103 40,769 789,173 SH   SOLE   763,895 0 25,278
CARRIZO OIL & GAS INC COM 144577103 124 14,491 SH   SOLE   14,491 0 0
CARROLS RESTAURANT GROUP INC COM 14574X104 1,775 214,059 SH   SOLE   200,177 0 13,882
CARS COM INC COM 14575E105 84 9,358 SH   SOLE   9,358 0 0
CARTERS INC COM 146229109 266,464 2,921,437 SH   SOLE   2,921,437 0 0
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CARTERS INC COM 146229109 8,232 90,250 SH   OTR 3 90,250 0 0
CARVANA CO COM 146869102 465 7,043 SH   SOLE   7,043 0 0
CASA SYS INC COM 14713L102 56 7,094 SH   SOLE   7,094 0 0
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CASEYS GEN STORES INC COM 147528103 63,054 391,248 SH   SOLE   385,923 0 5,325
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CASTLE BRANDS INC COM 148435100 23 18,220 SH   SOLE   18,220 0 0
CASTLE BIOSCIENCES INC COM 14843C105 49 2,702 SH   SOLE   2,702 0 0
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CATALENT INC COM 148806102 1,053 22,091 SH   SOLE   22,091 0 0
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CATHAY GEN BANCORP COM 149150104 37,851 1,089,694 SH   SOLE   1,067,687 0 22,007
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CELLDEX THERAPEUTICS INC NEW COM 15117B202 4 1,796 SH   SOLE   1,796 0 0
CELLECTAR BIOSCIENCES INC COM 15117F500 3 1,291 SH   SOLE   1,291 0 0
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CELSION CORPORATION COM 15117N503 6 3,686 SH   SOLE   3,686 0 0
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CENTENNIAL RESOURCE DEV INC COM 15136A102 222 49,277 SH   SOLE   49,277 0 0
CENTERPOINT ENERGY INC COM 15189T107 43,566 1,443,552 SH   SOLE   1,348,612 0 94,940
CENTERSTATE BK CORP COM 15201P109 42,213 1,759,984 SH   SOLE   1,712,319 0 47,665
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CENTRAL GARDEN & PET CO COM 153527205 216 7,779 SH   SOLE   7,779 0 0
CENTRAL PAC FINL CORP COM 154760409 1,534 54,004 SH   SOLE   54,004 0 0
CENTRAL VALLEY CMNTY BANCORP COM 155685100 48 2,336 SH   SOLE   2,336 0 0
CENTURY ALUM CO COM 156431108 53 7,996 SH   SOLE   7,996 0 0
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CENTRUS ENERGY CORP COM 15643U104 3 955 SH   SOLE   955 0 0
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CENTURY CMNTYS INC COM 156504300 35,294 1,152,264 SH   SOLE   1,118,957 0 33,307
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CERIDIAN HCM HLDG INC COM 15677J108 376 7,608 SH   SOLE   7,608 0 0
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CESCA THERAPEUTICS INC COM 157131301 2 266 SH   SOLE   266 0 0
CEVA INC COM 157210105 102 3,403 SH   SOLE   3,403 0 0
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CHANGE HEALTHCARE INC COM 15912K100 103 8,519 SH   SOLE   8,519 0 0
CHANNELADVISOR CORP COM 159179100 37 4,013 SH   SOLE   4,013 0 0
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CHARLES & COLVARD LTD COM 159765106 8 4,793 SH   SOLE   4,793 0 0
CHARLES RIV LABS INTL INC COM 159864107 4,221 31,887 SH   SOLE   31,887 0 0
CHART INDS INC COM 16115Q308 13,999 224,487 SH   SOLE   191,615 0 32,872
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CHASE CORP COM 16150R104 234 2,141 SH   SOLE   2,141 0 0
CHATHAM LODGING TR COM 16208T102 1,804 99,399 SH   SOLE   99,399 0 0
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DESIGNER BRANDS INC COM 250565108 162 9,483 SH   SOLE   9,483 0 0
DESTINATION MATERNITY CORP COM 25065D100 1 1,421 SH   SOLE   1,421 0 0
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DEXCOM INC COM 252131107 70,433 471,943 SH   SOLE   276,943 0 195,000
DEXCOM INC COM 252131107 7,534 50,480 SH   OTR 3 50,480 0 0
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DIAMONDROCK HOSPITALITY CO COM 252784301 35,632 3,476,310 SH   SOLE   3,409,402 0 66,908
DIAMONDBACK ENERGY INC COM 25278X109 97,836 1,088,153 SH   SOLE   865,561 0 222,592
DIAMONDBACK ENERGY INC COM 25278X109 3,713 41,299 SH   OTR 3 41,299 0 0
DICERNA PHARMACEUTICALS INC COM 253031108 134 9,350 SH   SOLE   9,350 0 0
DICKS SPORTING GOODS INC COM 253393102 4,448 108,994 SH   SOLE   108,994 0 0
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DIGI INTL INC COM 253798102 2,214 162,569 SH   SOLE   152,413 0 10,156
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DIGIRAD CORP COM 253827703 2 350 SH   SOLE   350 0 0
DIGITAL ALLY INC COM 25382P208 2 1,726 SH   SOLE   1,726 0 0
DIGITAL RLTY TR INC COM 253868103 43,976 338,771 SH   SOLE   300,687 0 38,084
DIME CMNTY BANCSHARES COM 253922108 262 12,215 SH   SOLE   12,215 0 0
DILLARDS INC COM 254067101 2,391 36,168 SH   SOLE   36,168 0 0
DINE BRANDS GLOBAL INC COM 254423106 56,850 749,411 SH   SOLE   713,791 0 35,620
DINE BRANDS GLOBAL INC COM 254423106 7,435 98,010 SH   OTR 3 98,010 0 0
DIODES INC COM 254543101 28,822 717,856 SH   SOLE   702,409 0 15,447
DIPLOMAT PHARMACY INC COM 25456K101 39 7,937 SH   SOLE   7,937 0 0
DISNEY WALT CO COM 254687106 141,794 1,088,042 SH   SOLE   1,086,880 0 1,162
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DISCOVERY INC COM 25470F104 9,084 341,103 SH   SOLE   341,103 0 0
DISCOVERY INC COM 25470F302 3,560 144,591 SH   SOLE   144,591 0 0
DISH NETWORK CORP COM 25470M109 7,803 229,030 SH   SOLE   229,030 0 0
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DIVERSIFIED RSTRNT HLDGS INC COM 25532M105 1 2,335 SH   SOLE   2,335 0 0
DIXIE GROUP INC COM 255519100 3 2,221 SH   SOLE   2,221 0 0
DR REDDYS LABS LTD ADR 256135203 1,929 50,922 SH   SOLE   50,922 0 0
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DOCUSIGN INC COM 256163106 82,567 1,333,443 SH   SOLE   879,213 0 454,230
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DOMO INC COM 257554105 7,319 458,022 SH   SOLE   458,022 0 0
DOMTAR CORP COM 257559203 2,084 58,204 SH   SOLE   58,204 0 0
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DONEGAL GROUP INC COM 257701201 32 2,205 SH   SOLE   2,205 0 0
DONNELLEY R R & SONS CO COM 257867200 35 9,306 SH   SOLE   9,306 0 0
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DORMAN PRODUCTS INC COM 258278100 445 5,593 SH   SOLE   5,593 0 0
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DOUGLAS DYNAMICS INC COM 25960R105 139 3,120 SH   SOLE   3,120 0 0
DOVA PHARMACEUTICALS INC COM 25985T102 58 2,084 SH   SOLE   2,084 0 0
DOVER CORP COM 260003108 9,723 97,661 SH   SOLE   97,661 0 0
DOVER MOTORSPORTS INC COM 260174107 5 2,547 SH   SOLE   2,547 0 0
DOW INC COM 260557103 16,968 356,099 SH   SOLE   356,099 0 0
DPW HLDGS INC COM 26140E600 0 178 SH   SOLE   178 0 0
DRIL QUIP INC COM 262037104 3,840 76,515 SH   SOLE   76,515 0 0
DRIVE SHACK INC COM 262077100 35 8,207 SH   SOLE   8,207 0 0
DROPBOX INC COM 26210C104 75,044 3,720,595 SH   SOLE   1,840,733 0 1,879,862
DROPCAR INC COM 26210U203 0 573 SH   SOLE   573 0 0
DUCOMMUN INC DEL COM 264147109 2,355 55,552 SH   SOLE   51,848 0 3,704
DUKE REALTY CORP COM 264411505 25,034 736,944 SH   SOLE   713,974 0 22,970
DUKE ENERGY CORP NEW COM 26441C204 103,573 1,080,462 SH   SOLE   1,080,367 0 95
DULUTH HLDGS INC COM 26443V101 19 2,215 SH   SOLE   2,215 0 0
DUNKIN BRANDS GROUP INC COM 265504100 47,692 600,952 SH   SOLE   592,977 0 7,975
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DURECT CORP COM 266605104 60 32,739 SH   SOLE   32,739 0 0
DYCOM INDS INC COM 267475101 54,150 1,060,718 SH   SOLE   1,028,642 0 32,076
DYCOM INDS INC CONB 267475AB7 19,048 19,849,000 PRN   SOLE   2,405,000 0 17,444,000
DYNAVAX TECHNOLOGIES CORP COM 268158201 39 11,013 SH   SOLE   11,013 0 0
DYNEX CAP INC COM 26817Q886 55 3,741 SH   SOLE   3,741 0 0
E L F BEAUTY INC COM 26856L103 258 14,754 SH   SOLE   14,754 0 0
EL POLLO LOCO HLDGS INC COM 268603107 36 3,322 SH   SOLE   3,322 0 0
EOG RES INC COM 26875P101 38,128 513,716 SH   SOLE   513,716 0 0
EQT CORP COM 26884L109 461 43,304 SH   SOLE   43,304 0 0
EPR PPTYS COM 26884U109 2,201 28,634 SH   SOLE   28,634 0 0
ERA GROUP INC COM 26885G109 2,379 225,297 SH   SOLE   225,297 0 0
EAGLE BANCORP INC MD COM 268948106 48,947 1,096,978 SH   SOLE   1,081,303 0 15,675
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EVO PMTS INC COM 26927E104 45,544 1,619,635 SH   SOLE   1,533,795 0 85,840
EVO PMTS INC COM 26927E104 6,610 235,080 SH   OTR 3 235,080 0 0
EVI INDUSTRIES INC COM 26929N102 28 866 SH   SOLE   866 0 0
EAGLE BANCORP MONT INC COM 26942G100 18 1,049 SH   SOLE   1,049 0 0
EAGLE FINL BANCORP INC COM 26952G107 4 269 SH   SOLE   269 0 0
EAGLE MATERIALS INC COM 26969P108 616 6,840 SH   SOLE   6,832 0 8
EAGLE PHARMACEUTICALS INC COM 269796108 382 6,758 SH   SOLE   6,758 0 0
EARTHSTONE ENERGY INC COM 27032D304 801 246,606 SH   SOLE   230,000 0 16,606
EAST WEST BANCORP INC COM 27579R104 10,466 236,314 SH   SOLE   235,830 0 484
EASTERLY GOVT PPTYS INC COM 27616P103 300 14,071 SH   SOLE   14,071 0 0
EASTERN CO COM 276317104 22 887 SH   SOLE   887 0 0
EASTGROUP PPTY INC COM 277276101 1,301 10,408 SH   SOLE   10,408 0 0
EASTMAN CHEMICAL CO COM 277432100 299,867 4,061,588 SH   SOLE   4,061,588 0 0
EASTMAN CHEMICAL CO COM 277432100 20,576 278,700 SH   OTR 4 278,700 0 0
EASTMAN CHEMICAL CO COM 277432100 8,970 121,500 SH   OTR 3 121,500 0 0
EASTMAN KODAK CO COM 277461406 14 5,342 SH   SOLE   5,342 0 0
EASTSIDE DISTILLING INC COM 277802302 7 1,514 SH   SOLE   1,514 0 0
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EBAY INC COM 278642103 40,499 1,038,956 SH   SOLE   1,033,569 0 5,387
EBIX INC COM 278715206 1,610 38,253 SH   SOLE   38,253 0 0
ECHO GLOBAL LOGISTICS INC COM 27875T101 1,827 80,680 SH   SOLE   75,883 0 4,797
ECHOSTAR CORP COM 278768106 477 12,041 SH   SOLE   12,041 0 0
ECOLAB INC COM 278865100 24,221 122,306 SH   SOLE   122,306 0 0
ECOLOGY & ENVIRONMENT INC COM 278878103 7 452 SH   SOLE   452 0 0
EDGEWELL PERS CARE CO COM 28035Q102 2,375 73,110 SH   SOLE   73,110 0 0
EDISON INTL COM 281020107 14,510 192,391 SH   SOLE   184,734 0 7,657
EDISON NATION INC COM 28103E106 1 381 SH   SOLE   381 0 0
EDITAS MEDICINE INC COM 28106W103 4,578 201,340 SH   SOLE   201,340 0 0
EDUCATIONAL DEV CORP COM 281479105 4 701 SH   SOLE   701 0 0
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EHEALTH INC COM 28238P109 39,284 588,172 SH   SOLE   562,689 0 25,483
EHEALTH INC COM 28238P109 3,468 51,930 SH   OTR 3 51,930 0 0
EIDOS THERAPEUTICS INC COM 28249H104 9,672 268,903 SH   SOLE   268,903 0 0
EIGER BIOPHARMACEUTICALS INC COM 28249U105 41 3,979 SH   SOLE   3,979 0 0
1895 BANCORP OF WIS INC COM 28252W105 4 389 SH   SOLE   389 0 0
EKSO BIONICS HLDGS INC COM 282644202 3 6,526 SH   SOLE   6,526 0 0
8X8 INC NEW COM 282914100 309 14,910 SH   SOLE   14,910 0 0
EL PASO ELEC CO COM 283677854 677 10,096 SH   SOLE   10,096 0 0
ELANCO ANIMAL HEALTH INC COM 28414H103 6,772 254,683 SH   SOLE   254,683 0 0
ELDORADO RESORTS INC COM 28470R102 29,166 731,520 SH   SOLE   692,380 0 39,140
ELDORADO RESORTS INC COM 28470R102 4,239 106,330 SH   OTR 3 106,330 0 0
ELDORADO GOLD CORP NEW COM 284902509 2,165 278,600 SH   SOLE   278,600 0 0
ELECTROCORE INC COM 28531P103 6 2,964 SH   SOLE   2,964 0 0
ELECTROMED INC COM 285409108 8 1,284 SH   SOLE   1,284 0 0
ELECTRONIC ARTS INC COM 285512109 18,297 187,045 SH   SOLE   187,045 0 0
ELEVATE CREDIT INC COM 28621V101 15 3,595 SH   SOLE   3,595 0 0
ELLINGTON FINANCIAL INC COM 28852N109 97 5,370 SH   SOLE   5,370 0 0
ELLINGTON RESIDENTIAL MTG RE COM 288578107 24 2,245 SH   SOLE   2,245 0 0
ELOXX PHARMACEUTICALS INC COM 29014R103 17 3,756 SH   SOLE   3,756 0 0
EMAGIN CORP COM 29076N206 3 6,894 SH   SOLE   6,894 0 0
EMCORE CORP COM 290846203 13 4,263 SH   SOLE   4,263 0 0
EMCOR GROUP INC COM 29084Q100 121,880 1,415,233 SH   SOLE   1,391,823 0 23,410
EMERGENT BIOSOLUTIONS INC COM 29089Q105 668 12,778 SH   SOLE   12,778 0 0
EMERSON ELEC CO COM 291011104 37,626 562,761 SH   SOLE   562,761 0 0
EMERALD EXPOSITIONS EVENTS I COM 29103B100 28 2,846 SH   SOLE   2,846 0 0
EMERSON RADIO CORP COM 291087203 1 1,068 SH   SOLE   1,068 0 0
EMMIS COMMUNICATIONS CORP COM 291525400 10 1,897 SH   SOLE   1,897 0 0
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EMPIRE ST RLTY TR INC COM 292104106 278 19,451 SH   SOLE   19,451 0 0
EMPLOYERS HOLDINGS INC COM 292218104 1,047 24,028 SH   SOLE   24,028 0 0
ENANTA PHARMACEUTICALS INC COM 29251M106 262 4,362 SH   SOLE   4,362 0 0
ENCORE CAP GROUP INC COM 292554102 335 10,042 SH   SOLE   10,042 0 0
ENCORE WIRE CORP COM 292562105 53,247 946,116 SH   SOLE   932,441 0 13,675
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ENDOLOGIX INC COM 29266S304 9 2,207 SH   SOLE   2,207 0 0
ENERGY FOCUS INC COM 29268T300 1 1,933 SH   SOLE   1,933 0 0
ENERGY RECOVERY INC COM 29270J100 121 13,075 SH   SOLE   13,075 0 0
ENDURANCE INTL GROUP HLDGS I COM 29272B105 45 12,088 SH   SOLE   12,088 0 0
ENERGOUS CORP COM 29272C103 14 4,273 SH   SOLE   4,273 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 395 9,059 SH   SOLE   9,059 0 0
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ENERSYS COM 29275Y102 554 8,399 SH   SOLE   8,399 0 0
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ENNIS INC COM 293389102 1,809 89,519 SH   SOLE   89,519 0 0
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ENPRO INDS INC COM 29355X107 3,277 47,739 SH   SOLE   47,739 0 0
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ENSIGN GROUP INC COM 29358P101 653 13,773 SH   SOLE   13,773 0 0
ENSERVCO CORP COM 29358Y102 2 8,261 SH   SOLE   8,261 0 0
ENTASIS THERAPEUTICS HLDGS I COM 293614103 2 286 SH   SOLE   286 0 0
ENTEGRIS INC COM 29362U104 3,490 74,160 SH   SOLE   74,160 0 0
ENTERCOM COMMUNICATIONS CORP COM 293639100 199 59,462 SH   SOLE   59,462 0 0
ENTEGRA FINL CORP COM 29363J108 34 1,134 SH   SOLE   1,134 0 0
ENTERGY CORP NEW COM 29364G103 9,798 83,483 SH   SOLE   83,483 0 0
ENTERPRISE BANCORP INC MASS COM 293668109 55 1,827 SH   SOLE   1,827 0 0
ENTERPRISE FINL SVCS CORP COM 293712105 665 16,313 SH   SOLE   16,313 0 0
ENTERPRISE PRODS PARTNERS L MLP 293792107 59,751 2,090,654 SH   SOLE   2,090,654 0 0
ENTRAVISION COMMUNICATIONS C COM 29382R107 1,479 465,066 SH   SOLE   445,566 0 19,500
ENVESTNET INC COM 29404K106 31,784 560,570 SH   SOLE   531,220 0 29,350
ENVESTNET INC COM 29404K106 4,547 80,190 SH   OTR 3 80,190 0 0
ENZO BIOCHEM INC COM 294100102 25 7,060 SH   SOLE   7,060 0 0
EPAM SYS INC COM 29414B104 105,964 581,197 SH   SOLE   506,777 0 74,420
EPLUS INC COM 294268107 212 2,782 SH   SOLE   2,782 0 0
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EQUIFAX INC COM 294429105 5,086 36,152 SH   SOLE   36,152 0 0
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EQUILLIUM INC COM 29446K106 7,283 1,916,593 SH   SOLE   1,862,433 0 54,160
EQUILLIUM INC COM 29446K106 580 152,640 SH   OTR 3 152,640 0 0
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EQUITY BANCSHARES INC COM 29460X109 70 2,608 SH   SOLE   2,608 0 0
EQUITY COMWLTH COM 294628102 91,059 2,658,670 SH   SOLE   2,658,670 0 0
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EQUITY RESIDENTIAL COM 29476L107 15,643 181,347 SH   SOLE   180,907 0 440
ERIE INDTY CO COM 29530P102 9,031 48,646 SH   SOLE   48,646 0 0
ESCALADE INC COM 296056104 22 2,032 SH   SOLE   2,032 0 0
ESCO TECHNOLOGIES INC COM 296315104 34,180 429,613 SH   SOLE   408,753 0 20,860
ESCO TECHNOLOGIES INC COM 296315104 4,535 57,000 SH   OTR 3 57,000 0 0
ESPERION THERAPEUTICS INC NE COM 29664W105 521 14,202 SH   SOLE   14,202 0 0
ESPEY MFG & ELECTRS CORP COM 296650104 9 389 SH   SOLE   389 0 0
ESSA BANCORP INC COM 29667D104 30 1,828 SH   SOLE   1,828 0 0
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ESSENTIAL PPTYS RLTY TR INC COM 29670E107 28,073 1,225,375 SH   SOLE   1,191,573 0 33,802
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ETHAN ALLEN INTERIORS INC COM 297602104 363 19,026 SH   SOLE   19,026 0 0
ETON PHARMACEUTICALS INC COM 29772L108 13 2,127 SH   SOLE   2,127 0 0
ETSY INC COM 29786A106 2,786 49,315 SH   SOLE   49,315 0 0
EURONET WORLDWIDE INC COM 298736109 319,886 2,186,509 SH   SOLE   1,627,306 0 559,203
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EURONET WORLDWIDE INC COM 298736109 9,019 61,644 SH   OTR 3 61,644 0 0
EVANS BANCORP INC COM 29911Q208 28 739 SH   SOLE   739 0 0
EVELO BIOSCIENCES INC COM 299734103 583 95,531 SH   SOLE   95,531 0 0
EVENTBRITE INC COM 29975E109 33 1,888 SH   SOLE   1,888 0 0
EVERCORE INC COM 29977A105 539 6,729 SH   SOLE   6,729 0 0
EVERBRIDGE INC COM 29978A104 30,058 487,081 SH   SOLE   461,391 0 25,690
EVERBRIDGE INC COM 29978A104 4,326 70,100 SH   OTR 3 70,100 0 0
EVERI HLDGS INC COM 30034T103 245 29,010 SH   SOLE   29,010 0 0
EVERGY INC COM 30034W106 62,857 944,364 SH   SOLE   936,516 0 7,848
EVERTEC INC COM 30040P103 2,024 64,821 SH   SOLE   64,821 0 0
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EVERQUOTE INC COM 30041R108 19 872 SH   SOLE   872 0 0
EVERSPIN TECHNOLOGIES INC COM 30041T104 14 2,283 SH   SOLE   2,283 0 0
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EVOLUTION PETROLEUM CORP COM 30049A107 31 5,259 SH   SOLE   5,259 0 0
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EXACT SCIENCES CORP COM 30063P105 127,466 1,410,488 SH   SOLE   1,016,178 0 394,310
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EXAGEN INC COM 30068X103 6,583 425,000 SH   SOLE   425,000 0 0
EXELON CORP COM 30161N101 87,350 1,808,112 SH   SOLE   1,808,112 0 0
EXELIXIS INC COM 30161Q104 3,434 194,183 SH   SOLE   194,183 0 0
EXELA TECHNOLOGIES INC COM 30162V102 8 6,488 SH   SOLE   6,488 0 0
EXLSERVICE HOLDINGS INC COM 302081104 483 7,209 SH   SOLE   7,209 0 0
EXONE CO COM 302104104 15 1,738 SH   SOLE   1,738 0 0
EXPEDIA GROUP INC COM 30212P303 100,645 748,793 SH   SOLE   748,793 0 0
EXP WORLD HOLDINGS INC COM 30212W100 33 3,989 SH   SOLE   3,989 0 0
EXPEDITORS INTL WASH INC COM 302130109 11,143 149,997 SH   SOLE   149,997 0 0
EXPONENT INC COM 30214U102 723 10,337 SH   SOLE   10,337 0 0
EXPRESS INC COM 30219E103 229 66,698 SH   SOLE   66,698 0 0
EXTENDED STAY AMER INC COM 30224P200 472 32,230 SH   SOLE   32,230 0 0
EXTRA SPACE STORAGE INC COM 30225T102 5,835 49,945 SH   SOLE   49,375 0 570
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EZCORP INC COM 302301106 1,786 276,681 SH   SOLE   260,509 0 16,172
EXXON MOBIL CORP COM 30231G102 197,391 2,795,508 SH   SOLE   2,792,359 0 3,149
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EYENOVIA INC COM 30234E104 8 2,131 SH   SOLE   2,131 0 0
FBL FINL GROUP INC COM 30239F106 46,981 789,470 SH   SOLE   778,445 0 11,025
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F M C CORP COM 302491303 30,718 350,343 SH   SOLE   309,334 0 41,009
FNB CORP PA COM 302520101 600 52,043 SH   SOLE   52,043 0 0
FNCB BANCORP INC COM 302578109 26 3,295 SH   SOLE   3,295 0 0
FB FINL CORP COM 30257X104 207 5,525 SH   SOLE   5,525 0 0
FFBW INC COM 30258M107 6 531 SH   SOLE   531 0 0
FAT BRANDS INC COM 30258N105 2 339 SH   SOLE   339 0 0
FS KKR CAPITAL CORP COM 302635107 549 94,110 SH   SOLE   94,110 0 0
FTS INTERNATIONAL INC COM 30283W104 9 3,956 SH   SOLE   3,956 0 0
FSB BANCORP INC COM 30289C102 5 293 SH   SOLE   293 0 0
FRP HLDGS INC COM 30292L107 64 1,324 SH   SOLE   1,324 0 0
FTI CONSULTING INC COM 302941109 69,939 659,861 SH   SOLE   644,666 0 15,195
FTI CONSULTING INC COM 302941109 3,667 34,600 SH   OTR 3 34,600 0 0
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FACEBOOK INC COM 30303M102 605,423 3,399,725 SH   SOLE   3,322,193 0 77,532
FACTSET RESH SYS INC COM 303075105 26,662 109,732 SH   SOLE   109,732 0 0
FAIR ISAAC CORP COM 303250104 176,056 580,048 SH   SOLE   432,848 0 147,200
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FARMER BROS CO COM 307675108 24 1,872 SH   SOLE   1,872 0 0
FARMER & MERCHANTS BANCORP I COM 30779N105 49 1,880 SH   SOLE   1,880 0 0
FARMLAND PARTNERS INC COM 31154R109 33 4,912 SH   SOLE   4,912 0 0
FARO TECHNOLOGIES INC COM 311642102 98 2,028 SH   SOLE   2,028 0 0
FASTLY INC COM 31188V100 47 1,960 SH   SOLE   1,960 0 0
FATE THERAPEUTICS INC COM 31189P102 52,488 3,379,770 SH   SOLE   3,277,830 0 101,940
FATE THERAPEUTICS INC COM 31189P102 4,310 277,550 SH   OTR 3 277,550 0 0
FASTENAL CO COM 311900104 18,568 568,361 SH   SOLE   568,361 0 0
FEDERAL AGRIC MTG CORP COM 313148306 109 1,329 SH   SOLE   1,329 0 0
FEDERAL REALTY INVT TR COM 313747206 3,270 24,023 SH   SOLE   24,023 0 0
FEDERAL SIGNAL CORP COM 313855108 7,651 233,688 SH   SOLE   230,641 0 3,047
FEDERATED INVS INC PA COM 314211103 8,702 268,503 SH   SOLE   268,503 0 0
FEDEX CORP COM 31428X106 11,288 77,541 SH   SOLE   77,541 0 0
FEDNAT HLDG CO COM 31431B109 28 1,988 SH   SOLE   1,988 0 0
FENNEC PHARMACEUTICALS INC COM 31447P100 45 9,347 SH   SOLE   9,347 0 0
FERRO CORP COM 315405100 1,384 116,653 SH   SOLE   116,653 0 0
F5 NETWORKS INC COM 315616102 4,465 31,800 SH   SOLE   31,800 0 0
FIBROCELL SCIENCE INC COM 315721407 4 1,442 SH   SOLE   1,442 0 0
FIBROGEN INC COM 31572Q808 436 11,789 SH   SOLE   11,789 0 0
FIDELITY D & D BANCORP INC COM 31609R100 39 620 SH   SOLE   620 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 187,657 1,413,507 SH   SOLE   1,377,651 0 35,856
FIDELITY NATL INFORMATION SV COM 31620M106 9,267 69,800 SH   OTR 4 69,800 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 3,929 29,593 SH   OTR 3 29,593 0 0
FIDELITY NATIONAL FINANCIAL COM 31620R303 196,226 4,418,516 SH   SOLE   4,406,079 0 12,437
FIDELITY NATIONAL FINANCIAL COM 31620R303 11,922 268,460 SH   OTR 4 268,460 0 0
FIDELITY NATIONAL FINANCIAL COM 31620R303 5,305 119,450 SH   OTR 3 119,450 0 0
FIDUS INVT CORP COM 316500107 65 4,405 SH   SOLE   4,405 0 0
FIESTA RESTAURANT GROUP INC COM 31660B101 30 2,916 SH   SOLE   2,916 0 0
FIFTH THIRD BANCORP COM 316773100 46,574 1,701,036 SH   SOLE   1,674,959 0 26,077
FINANCIAL INSTNS INC COM 317585404 920 30,477 SH   SOLE   28,577 0 1,900
FIREEYE INC COM 31816Q101 458 34,340 SH   SOLE   34,340 0 0
FIRST AMERN FINL CORP COM 31847R102 94,891 1,608,057 SH   SOLE   1,589,165 0 18,892
FIRST BANCORP INC ME COM 31866P102 47 1,725 SH   SOLE   1,725 0 0
FIRST BANCORP P R COM 318672706 4,024 403,187 SH   SOLE   403,187 0 0
FIRST BANCORP N C COM 318910106 12,366 344,460 SH   SOLE   334,301 0 10,159
FIRST BANK WILLIAMSTOWN NJ COM 31931U102 1,218 112,450 SH   SOLE   104,900 0 7,550
FIRST BUSEY CORP COM 319383204 5,994 237,089 SH   SOLE   237,089 0 0
FIRST CTZNS BANCSHARES INC N COM 31946M103 4,581 9,714 SH   SOLE   9,714 0 0
FIRST CHOICE BANCORP COM 31948P104 40 1,874 SH   SOLE   1,874 0 0
FIRST COMWLTH FINL CORP PA COM 319829107 29,611 2,229,757 SH   SOLE   2,169,797 0 59,960
FIRST CMNTY BANKSHARES INC V COM 31983A103 76 2,355 SH   SOLE   2,355 0 0
FIRST DEFIANCE FINL CORP COM 32006W106 2,108 72,781 SH   SOLE   68,081 0 4,700
FIRST FINL BANCORP OH COM 320209109 22,125 904,002 SH   SOLE   881,511 0 22,491
FIRST FINL BANKSHARES COM 32020R109 676 20,271 SH   SOLE   20,271 0 0
FIRST FINL CORP IND COM 320218100 1,101 25,339 SH   SOLE   25,339 0 0
FIRST FINANCIAL NORTHWEST IN COM 32022K102 20 1,382 SH   SOLE   1,382 0 0
FIRST FNDTN INC COM 32026V104 2,080 136,145 SH   SOLE   126,800 0 9,345
FIRST HORIZON NATL CORP COM 320517105 773 47,699 SH   SOLE   47,699 0 0
FIRST HAWAIIAN INC COM 32051X108 32,960 1,234,473 SH   SOLE   1,234,473 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 48,266 1,220,059 SH   SOLE   1,187,549 0 32,510
FIRST INTERNET BANCORP COM 320557101 1,285 60,037 SH   SOLE   56,115 0 3,922
FIRST INTST BANCSYSTEM INC COM 32055Y201 375 9,331 SH   SOLE   9,331 0 0
FIRST LONG IS CORP COM 320734106 95 4,170 SH   SOLE   4,170 0 0
FIRST MERCHANTS CORP COM 320817109 28,082 746,180 SH   SOLE   725,865 0 20,315
FIRST MID BANCSHARES INC COM 320866106 1,893 54,682 SH   SOLE   51,000 0 3,682
FIRST MIDWEST BANCORP DEL COM 320867104 451 23,129 SH   SOLE   23,129 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 8,458 87,465 SH   SOLE   87,465 0 0
FIRST SOLAR INC COM 336433107 726 12,520 SH   SOLE   12,520 0 0
1ST SOURCE CORP COM 336901103 5,783 126,467 SH   SOLE   126,467 0 0
FIRST TR EXCHAN TRADED FD VI ETF 33739H101 1,312 72,300 SH   SOLE   72,300 0 0
FIRST UTD CORP COM 33741H107 28 1,276 SH   SOLE   1,276 0 0
FIRST US BANCSHARES INC COM 33744V103 10 1,135 SH   SOLE   1,135 0 0
FIRST WESTN FINL INC COM 33751L105 174 10,187 SH   SOLE   10,187 0 0
FIRSTCASH INC COM 33767D105 76,015 829,224 SH   SOLE   797,214 0 32,010
FIRSTCASH INC COM 33767D105 9,982 108,890 SH   OTR 3 108,890 0 0
FIRSTCASH INC COM 33767D105 8,048 87,790 SH   OTR 3 87,790 0 0
FIRSTSERVICE CORP NEW COM 33767E202 2,878 28,055 SH   SOLE   28,055 0 0
FISERV INC COM 337738108 97,818 944,284 SH   SOLE   856,772 0 87,512
FLAGSTAR BANCORP INC COM 337930705 304 8,128 SH   SOLE   8,128 0 0
FIRSTENERGY CORP COM 337932107 96,221 1,995,041 SH   SOLE   1,982,555 0 12,486
FITBIT INC COM 33812L102 133 34,896 SH   SOLE   34,896 0 0
FIVE BELOW INC COM 33829M101 16,121 127,843 SH   SOLE   111,309 0 16,534
FIVE9 INC COM 338307101 543 10,101 SH   SOLE   10,101 0 0
FIVE PRIME THERAPEUTICS INC COM 33830X104 21 5,390 SH   SOLE   5,390 0 0
FIVE STAR SENIOR LIVING INC COM 33832D106 22 4,573 SH   SOLE   4,573 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 112,674 392,894 SH   SOLE   320,074 0 72,820
FLEXSTEEL INDS INC COM 339382103 20 1,336 SH   SOLE   1,336 0 0
FLEXION THERAPEUTICS INC COM 33938J106 62 4,515 SH   SOLE   4,515 0 0
FLOOR & DECOR HLDGS INC COM 339750101 679 13,268 SH   SOLE   13,268 0 0
FLOTEK INDS INC DEL COM 343389102 20 9,106 SH   SOLE   9,106 0 0
FLUOR CORP NEW COM 343412102 458 23,936 SH   SOLE   23,936 0 0
FLOWERS FOODS INC COM 343498101 68,199 2,948,489 SH   SOLE   2,908,989 0 39,500
FLOWSERVE CORP COM 34354P105 2,912 62,348 SH   SOLE   62,348 0 0
FLUENT INC COM 34380C102 39 14,396 SH   SOLE   14,396 0 0
FLUIDIGM CORP DEL COM 34385P108 68 14,766 SH   SOLE   14,766 0 0
FLUSHING FINL CORP COM 343873105 5,278 261,245 SH   SOLE   261,245 0 0
FOCUS FINL PARTNERS INC COM 34417P100 71 2,993 SH   SOLE   2,993 0 0
FONAR CORP COM 344437405 23 1,130 SH   SOLE   1,130 0 0
FOOT LOCKER INC COM 344849104 5,620 130,222 SH   SOLE   130,222 0 0
FORD MTR CO DEL COM 345370860 69,479 7,584,990 SH   SOLE   7,584,990 0 0
FORESCOUT TECHNOLOGIES INC COM 34553D101 259 6,841 SH   SOLE   6,841 0 0
FORESTAR GROUP INC COM 346232101 35 1,889 SH   SOLE   1,889 0 0
FORMFACTOR INC COM 346375108 32,898 1,764,416 SH   SOLE   1,712,980 0 51,436
FORRESTER RESH INC COM 346563109 3,624 112,758 SH   SOLE   112,758 0 0
FORTINET INC COM 34959E109 6,093 79,379 SH   SOLE   79,379 0 0
FORTIVE CORP COM 34959J108 8,881 129,538 SH   SOLE   129,538 0 0
FORTRESS BIOTECH INC COM 34960Q109 11 7,752 SH   SOLE   7,752 0 0
FORTERRA INC COM 34960W106 25 3,473 SH   SOLE   3,473 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 5,870 107,317 SH   SOLE   107,317 0 0
FORTY SEVEN INC COM 34983P104 32 4,938 SH   SOLE   4,938 0 0
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 23 15,041 SH   SOLE   15,041 0 0
FORWARD AIR CORP COM 349853101 74,671 1,171,864 SH   SOLE   1,158,965 0 12,899
FORWARD AIR CORP COM 349853101 6,980 109,540 SH   OTR 3 109,540 0 0
FORWARD INDS INC N Y COM 349862300 1 1,211 SH   SOLE   1,211 0 0
FOSSIL GROUP INC COM 34988V106 168 13,392 SH   SOLE   13,392 0 0
FOSTER L B CO COM 350060109 39 1,791 SH   SOLE   1,791 0 0
FOUNDATION BLDG MATLS INC COM 350392106 1,421 91,723 SH   SOLE   85,718 0 6,005
FOUR CORNERS PPTY TR INC COM 35086T109 275 9,730 SH   SOLE   9,730 0 0
FOX CORP COM 35137L105 6,033 191,304 SH   SOLE   191,304 0 0
FOX CORP COM 35137L204 2,198 69,694 SH   SOLE   69,694 0 0
FOX FACTORY HLDG CORP COM 35138V102 496 7,969 SH   SOLE   7,969 0 0
FRANCESCAS HLDGS CORP COM 351793203 7 493 SH   SOLE   493 0 0
FRANKLIN COVEY CO COM 353469109 60 1,710 SH   SOLE   1,710 0 0
FRANKLIN ELEC INC COM 353514102 1,386 28,980 SH   SOLE   28,980 0 0
FRANKLIN FINL NETWORK INC COM 35352P104 2,065 68,367 SH   SOLE   63,909 0 4,458
FRANKLIN RES INC COM 354613101 58,408 2,023,856 SH   SOLE   2,023,856 0 0
FRANKLIN STREET PPTYS CORP COM 35471R106 163 19,308 SH   SOLE   19,308 0 0
FREDS INC COM 356108100 0 5,695 SH   SOLE   5,695 0 0
FREEPORT-MCMORAN INC COM 35671D857 45,272 4,730,652 SH   SOLE   4,730,600 0 52
FREIGHTCAR AMER INC COM 357023100 10 2,110 SH   SOLE   2,110 0 0
FREQUENCY ELECTRS INC COM 358010106 14 1,179 SH   SOLE   1,179 0 0
FRESHPET INC COM 358039105 37,154 746,511 SH   SOLE   707,381 0 39,130
FRESHPET INC COM 358039105 5,334 107,170 SH   OTR 3 107,170 0 0
FRIEDMAN INDS INC COM 358435105 8 1,254 SH   SOLE   1,254 0 0
FRONT YD RESIDENTIAL CORP COM 35904G107 89 7,725 SH   SOLE   7,725 0 0
FRONTDOOR INC COM 35905A109 37,189 765,672 SH   SOLE   736,922 0 28,750
FRONTDOOR INC COM 35905A109 5,081 104,610 SH   OTR 3 104,610 0 0
FRONTDOOR INC COM 35905A109 3,834 78,930 SH   OTR 3 78,930 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A306 96 110,501 SH   SOLE   110,501 0 0
FUEL TECH INC COM 359523107 3 2,957 SH   SOLE   2,957 0 0
FUELCELL ENERGY INC COM 35952H601 6 19,004 SH   SOLE   19,004 0 0
FULCRUM THERAPEUTICS INC COM 359616109 78 11,776 SH   SOLE   11,776 0 0
FULGENT GENETICS INC COM 359664109 12 1,188 SH   SOLE   1,188 0 0
FULL HOUSE RESORTS INC COM 359678109 10 4,515 SH   SOLE   4,515 0 0
FULLER H B CO COM 359694106 462 9,921 SH   SOLE   9,921 0 0
FULTON FINL CORP PA COM 360271100 41,446 2,561,561 SH   SOLE   2,504,820 0 56,741
FUNKO INC COM 361008105 91 4,439 SH   SOLE   4,439 0 0
FUTUREFUEL CORPORATION COM 36116M106 1,017 85,182 SH   SOLE   85,182 0 0
FVCBANKCORP INC COM 36120Q101 39 2,209 SH   SOLE   2,209 0 0
GAMCO INVESTORS INC COM 361438104 35 1,790 SH   SOLE   1,790 0 0
GATX CORP COM 361448103 2,055 26,503 SH   SOLE   26,503 0 0
GEO GROUP INC NEW COM 36162J106 4,001 230,720 SH   SOLE   230,720 0 0
GCI LIBERTY INC COM 36164V305 1,017 16,384 SH   SOLE   16,384 0 0
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 336 17,479 SH   SOLE   17,479 0 0
GEE GROUP INC COM 36165A102 1 1,585 SH   SOLE   1,585 0 0
GNC HLDGS INC COM 36191G107 25 11,791 SH   SOLE   11,791 0 0
GWG HLDGS INC COM 36192A109 52 5,173 SH   SOLE   5,173 0 0
GW PHARMACEUTICALS PLC ADR 36197T103 97,347 846,274 SH   SOLE   629,864 0 216,410
GW PHARMACEUTICALS PLC ADR 36197T103 8,619 74,930 SH   OTR 3 74,930 0 0
GW PHARMACEUTICALS PLC ADR 36197T103 3,828 33,280 SH   OTR 3 33,280 0 0
G1 THERAPEUTICS INC COM 3621LQ109 94 4,115 SH   SOLE   4,115 0 0
GSE SYS INC COM 36227K106 5 3,111 SH   SOLE   3,111 0 0
G-III APPAREL GROUP LTD COM 36237H101 31,821 1,234,827 SH   SOLE   1,205,853 0 28,974
GSI TECHNOLOGY COM 36241U106 24 2,779 SH   SOLE   2,779 0 0
GMS INC COM 36251C103 2,249 78,315 SH   SOLE   78,315 0 0
GAIN CAP HLDGS INC COM 36268W100 16 3,122 SH   SOLE   3,122 0 0
GAIA INC NEW COM 36269P104 9 1,451 SH   SOLE   1,451 0 0
GALAPAGOS NV ADR 36315X101 6,618 43,352 SH   SOLE   43,352 0 0
GALECTIN THERAPEUTICS INC COM 363225202 30 8,067 SH   SOLE   8,067 0 0
GALLAGHER ARTHUR J & CO COM 363576109 132,349 1,477,603 SH   SOLE   1,470,179 0 7,424
GALLAGHER ARTHUR J & CO COM 363576109 7,354 82,100 SH   OTR 4 82,100 0 0
GALLAGHER ARTHUR J & CO COM 363576109 3,276 36,575 SH   OTR 3 36,575 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 2,784 72,806 SH   SOLE   72,531 0 275
GAMESTOP CORP NEW COM 36467W109 264 47,826 SH   SOLE   47,826 0 0
GANNETT CO INC COM 36473H104 390 36,296 SH   SOLE   36,296 0 0
GAP INC COM 364760108 11,361 654,459 SH   SOLE   654,459 0 0
GARDNER DENVER HLDGS INC COM 36555P107 2,711 95,821 SH   SOLE   95,821 0 0
GARRETT MOTION INC COM 366505105 70 7,014 SH   SOLE   7,014 0 0
GARRISON CAP INC COM 366554103 20 2,890 SH   SOLE   2,890 0 0
GARTNER INC COM 366651107 6,810 47,623 SH   SOLE   47,623 0 0
GENCOR INDS INC COM 368678108 19 1,650 SH   SOLE   1,650 0 0
GEMPHIRE THERAPEUTICS INC COM 36870A108 1 1,783 SH   SOLE   1,783 0 0
GENERAC HLDGS INC COM 368736104 58,589 747,875 SH   SOLE   708,685 0 39,190
GENERAC HLDGS INC COM 368736104 8,432 107,630 SH   OTR 3 107,630 0 0
GENERAL DYNAMICS CORP COM 369550108 26,244 143,622 SH   SOLE   143,622 0 0
GENERAL ELECTRIC CO COM 369604103 24,816 2,775,857 SH   SOLE   2,775,857 0 0
GENERAL MLS INC COM 370334104 51,022 925,645 SH   SOLE   925,645 0 0
GENERAL MOLY INC COM 370373102 4 16,214 SH   SOLE   16,214 0 0
GENERAL MTRS CO COM 37045V100 49,103 1,310,122 SH   SOLE   1,310,122 0 0
GENESCO INC COM 371532102 274 6,835 SH   SOLE   6,835 0 0
GENESEE & WYO INC COM 371559105 1,307 11,830 SH   SOLE   11,830 0 0
GENESIS HEALTHCARE INC COM 37185X106 14 12,243 SH   SOLE   12,243 0 0
GENTEX CORP COM 371901109 7,310 265,465 SH   SOLE   265,465 0 0
GENFIT S A ADR 372279109 3,564 204,730 SH   SOLE   204,730 0 0
GENIE ENERGY LTD COM 372284208 25 3,308 SH   SOLE   3,308 0 0
GENMARK DIAGNOSTICS INC COM 372309104 42 6,880 SH   SOLE   6,880 0 0
GENOCEA BIOSCIENCES INC COM 372427401 9 3,183 SH   SOLE   3,183 0 0
GENPREX INC COM 372446104 1 1,450 SH   SOLE   1,450 0 0
GENOMIC HEALTH INC COM 37244C101 657 9,693 SH   SOLE   9,693 0 0
GENUINE PARTS CO COM 372460105 45,298 454,849 SH   SOLE   454,849 0 0
GENWORTH FINL INC COM 37247D106 570 129,481 SH   SOLE   129,481 0 0
GENTHERM INC COM 37253A103 172 4,184 SH   SOLE   4,184 0 0
GEOSPACE TECHNOLOGIES CORP COM 37364X109 24 1,546 SH   SOLE   1,546 0 0
GERMAN AMERN BANCORP INC COM 373865104 2,455 76,585 SH   SOLE   71,658 0 4,927
GERON CORP COM 374163103 38 28,211 SH   SOLE   28,211 0 0
GETTY RLTY CORP NEW COM 374297109 393 12,249 SH   SOLE   12,249 0 0
GEVO INC COM 374396406 7 2,054 SH   SOLE   2,054 0 0
GIBRALTAR INDS INC COM 374689107 347 7,548 SH   SOLE   7,548 0 0
GILEAD SCIENCES INC COM 375558103 84,054 1,326,199 SH   SOLE   1,326,199 0 0
GLACIER BANCORP INC NEW COM 37637Q105 530 13,099 SH   SOLE   13,099 0 0
GLADSTONE CAPITAL CORP COM 376535100 52 5,285 SH   SOLE   5,285 0 0
GLADSTONE COML CORP COM 376536108 119 5,072 SH   SOLE   5,072 0 0
GLADSTONE INVT CORP COM 376546107 73 5,910 SH   SOLE   5,910 0 0
GLADSTONE LD CORP COM 376549101 39 3,279 SH   SOLE   3,279 0 0
GLATFELTER COM 377316104 218 14,179 SH   SOLE   14,179 0 0
GLAUKOS CORP COM 377322102 24,198 387,105 SH   SOLE   366,465 0 20,640
GLAUKOS CORP COM 377322102 3,363 53,800 SH   OTR 3 53,800 0 0
GLEN BURNIE BANCORP COM 377407101 5 457 SH   SOLE   457 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 340 7,008 SH   SOLE   7,008 0 0
GLOBALSTAR INC COM 378973408 46 112,321 SH   SOLE   112,321 0 0
GLOBAL NET LEASE INC COM 379378201 294 15,097 SH   SOLE   15,097 0 0
GLOBALSCAPE INC COM 37940G109 22 1,922 SH   SOLE   1,922 0 0
GLOBAL PMTS INC COM 37940X102 156,803 986,183 SH   SOLE   611,493 0 374,690
GLOBAL WTR RES INC COM 379463102 22 1,822 SH   SOLE   1,822 0 0
GLOBAL EAGLE ENTMT INC COM 37951D102 10 13,810 SH   SOLE   13,810 0 0
GLOBAL MED REIT INC COM 37954A204 1,877 164,640 SH   SOLE   155,590 0 9,050
GLOBAL X FDS ETF 37954Y103 15,164 450,000 SH   SOLE   450,000 0 0
GLOBUS MED INC COM 379577208 556 10,873 SH   SOLE   10,873 0 0
GLOBE LIFE INC COM 37959E102 27,872 291,061 SH   SOLE   291,061 0 0
GLU MOBILE INC COM 379890106 1,195 239,399 SH   SOLE   225,147 0 14,252
GLYCOMIMETICS INC COM 38000Q102 16 3,732 SH   SOLE   3,732 0 0
GODADDY INC COM 380237107 99,181 1,503,193 SH   SOLE   1,027,316 0 475,877
GODADDY INC COM 380237107 7,735 117,227 SH   OTR 3 117,227 0 0
GOGO INC COM 38046C109 68 11,225 SH   SOLE   11,225 0 0
GOLD FIELDS LTD NEW ADR 38059T106 10,784 2,191,772 SH   SOLE   2,191,772 0 0
GOLD RESOURCE CORP COM 38068T105 616 202,002 SH   SOLE   202,002 0 0
GOLDEN ENTMT INC COM 381013101 51 3,848 SH   SOLE   3,848 0 0
GOLDEN MINERALS CO COM 381119106 2 9,905 SH   SOLE   9,905 0 0
GOLDEN STAR RES LTD CDA COM 38119T807 1,999 698,828 SH   SOLE   698,828 0 0
GOLDFIELD CORP COM 381370105 8 3,595 SH   SOLE   3,595 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 27,529 132,844 SH   SOLE   132,844 0 0
GOLDMAN SACHS ETF TR ETF 381430107 20,295 717,384 SH   SOLE   717,384 0 0
GOLDMAN SACHS ETF TR ETF 381430206 28,818 918,952 SH   SOLE   918,952 0 0
GOLDMAN SACHS ETF TR ETF 381430503 181,505 3,030,644 SH   SOLE   3,030,644 0 0
GOLDMAN SACHS BDC INC COM 38147U107 146 7,243 SH   SOLE   7,243 0 0
GOLUB CAP BDC INC COM 38173M102 206 10,910 SH   SOLE   10,910 0 0
GOODRICH PETE CORP COM 382410843 15 1,422 SH   SOLE   1,422 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 549 38,092 SH   SOLE   38,092 0 0
GOOSEHEAD INS INC COM 38267D109 136 2,748 SH   SOLE   2,748 0 0
GOPRO INC COM 38268T103 90 17,442 SH   SOLE   17,442 0 0
GORMAN RUPP CO COM 383082104 258 7,405 SH   SOLE   7,405 0 0
GOSSAMER BIO INC COM 38341P102 17,824 1,061,565 SH   SOLE   1,017,085 0 44,480
GOSSAMER BIO INC COM 38341P102 2,032 121,000 SH   OTR 3 121,000 0 0
GRACE W R & CO DEL NEW COM 38388F108 764 11,446 SH   SOLE   11,446 0 0
GRACO INC COM 384109104 6,294 136,711 SH   SOLE   136,711 0 0
GRAFTECH INTL LTD COM 384313508 141 10,986 SH   SOLE   10,986 0 0
GRAHAM CORP COM 384556106 31 1,560 SH   SOLE   1,560 0 0
GRAHAM HLDGS CO COM 384637104 919 1,385 SH   SOLE   1,385 0 0
GRAINGER W W INC COM 384802104 9,749 32,807 SH   SOLE   32,807 0 0
GRAND CANYON ED INC COM 38526M106 77,880 793,074 SH   SOLE   415,425 0 377,649
GRANITE CONSTR INC COM 387328107 42,707 1,329,187 SH   SOLE   1,309,562 0 19,625
GRANITE PT MTG TR INC COM 38741L107 519 27,712 SH   SOLE   25,437 0 2,275
GRAPHIC PACKAGING HLDG CO COM 388689101 36,695 2,487,812 SH   SOLE   2,486,308 0 1,504
GRAY TELEVISION INC COM 389375106 25,475 1,560,944 SH   SOLE   1,518,265 0 42,679
GREAT AJAX CORP COM 38983D300 35 2,254 SH   SOLE   2,254 0 0
GREAT ELM CAP GROUP INC COM 39036P209 14 3,878 SH   SOLE   3,878 0 0
GREAT LAKES DREDGE & DOCK CO COM 390607109 1,792 171,527 SH   SOLE   161,727 0 9,800
GREAT SOUTHN BANCORP INC COM 390905107 109 1,917 SH   SOLE   1,917 0 0
GREAT WESTN BANCORP INC COM 391416104 57,163 1,732,226 SH   SOLE   1,694,304 0 37,922
GREEN BRICK PARTNERS INC COM 392709101 98 9,125 SH   SOLE   9,125 0 0
GREEN DOT CORP COM 39304D102 239 9,484 SH   SOLE   9,484 0 0
GREEN PLAINS INC COM 393222104 65 6,111 SH   SOLE   6,111 0 0
GREENBRIER COS INC COM 393657101 3,554 118,009 SH   SOLE   118,009 0 0
GREENHILL & CO INC COM 395259104 31 2,389 SH   SOLE   2,389 0 0
GREENLANE HLDGS INC COM 395330103 3 1,008 SH   SOLE   1,008 0 0
GREENSKY INC COM 39572G100 97 14,149 SH   SOLE   14,149 0 0
GREIF INC COM 397624107 1,099 28,997 SH   SOLE   28,997 0 0
GRIFFIN INL RLTY INC COM 398231100 33 857 SH   SOLE   857 0 0
GRIFFON CORP COM 398433102 282 13,464 SH   SOLE   13,464 0 0
GRITSTONE ONCOLOGY INC COM 39868T105 3,348 387,692 SH   SOLE   387,692 0 0
GROCERY OUTLET HLDG CORP COM 39874R101 6,930 199,820 SH   SOLE   199,385 0 435
GROUP 1 AUTOMOTIVE INC COM 398905109 12,245 132,653 SH   SOLE   131,503 0 1,150
GROUPON INC COM 399473107 218 81,849 SH   SOLE   81,849 0 0
GRUBHUB INC COM 400110102 711 12,642 SH   SOLE   12,642 0 0
GUARANTY BANCSHARES INC TEX COM 400764106 57 1,876 SH   SOLE   1,876 0 0
GUARDANT HEALTH INC COM 40131M109 1,616 25,314 SH   SOLE   25,314 0 0
GUARDION HEALTH SCIENCES INC COM 40145Q203 0 253 SH   SOLE   253 0 0
GUESS INC COM 401617105 93 5,033 SH   SOLE   5,033 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 1,346 12,773 SH   SOLE   12,773 0 0
GUIDEWIRE SOFTWARE INC CONB 40171VAA8 6,093 5,321,000 PRN   SOLE   0 0 5,321,000
GULF ISLAND FABRICATION INC COM 402307102 11 2,085 SH   SOLE   2,085 0 0
GULFPORT ENERGY CORP COM 402635304 211 77,866 SH   SOLE   77,866 0 0
H & E EQUIPMENT SERVICES INC COM 404030108 1,346 46,641 SH   SOLE   46,641 0 0
HCA HEALTHCARE INC COM 40412C101 26,538 220,376 SH   SOLE   218,913 0 1,463
HC2 HLDGS INC COM 404139107 13 5,669 SH   SOLE   5,669 0 0
HCP INC COM 40414L109 13,390 375,820 SH   SOLE   355,087 0 20,733
HDFC BANK LTD ADR 40415F101 9,552 167,428 SH   SOLE   0 0 167,428
HCI GROUP INC COM 40416E103 1,715 40,802 SH   SOLE   38,102 0 2,700
HD SUPPLY HLDGS INC COM 40416M105 16,496 421,075 SH   SOLE   421,075 0 0
HF FOODS GROUP INC COM 40417F109 20 1,155 SH   SOLE   1,155 0 0
HMN FINL INC COM 40424G108 18 767 SH   SOLE   767 0 0
HNI CORP COM 404251100 1,679 47,303 SH   SOLE   47,303 0 0
HMS HLDGS CORP COM 40425J101 682 19,792 SH   SOLE   19,792 0 0
HSBC HLDGS PLC PFD 404280604 1,316 50,000 SH   SOLE   50,000 0 0
HTG MOLECULAR DIAGNOSTICS IN COM 40434H104 3 4,113 SH   SOLE   4,113 0 0
HP INC COM 40434L105 30,377 1,605,560 SH   SOLE   1,605,560 0 0
HABIT RESTAURANTS INC COM 40449J103 28 3,244 SH   SOLE   3,244 0 0
HACKETT GROUP INC COM 404609109 1,515 92,014 SH   SOLE   92,014 0 0
HAEMONETICS CORP COM 405024100 1,158 9,177 SH   SOLE   9,177 0 0
HAIN CELESTIAL GROUP INC COM 405217100 346 16,128 SH   SOLE   16,128 0 0
HALLADOR ENERGY COMPANY COM 40609P105 16 4,303 SH   SOLE   4,303 0 0
HALLIBURTON CO COM 406216101 14,336 760,506 SH   SOLE   760,506 0 0
HALLMARK FINL SVCS INC EC COM 40624Q203 53 2,774 SH   SOLE   2,774 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 625 40,317 SH   SOLE   40,317 0 0
HAMILTON BEACH BRANDS HLDG C COM 40701T104 14 873 SH   SOLE   873 0 0
HAMILTON LANE INC COM 407497106 141 2,473 SH   SOLE   2,473 0 0
HANCOCK WHITNEY CORPORATION COM 410120109 38,610 1,008,235 SH   SOLE   987,153 0 21,082
HANCOCK JAFFE LABORATORIES I COM 41015N106 2 2,273 SH   SOLE   2,273 0 0
HANESBRANDS INC COM 410345102 1,541 100,587 SH   SOLE   100,587 0 0
HANGER INC COM 41043F208 74,295 3,645,509 SH   SOLE   3,547,069 0 98,440
HANGER INC COM 41043F208 3,389 166,270 SH   OTR 3 166,270 0 0
HANMI FINL CORP COM 410495204 1,104 58,772 SH   SOLE   58,772 0 0
HANNON ARMSTRONG SUST INFR C COM 41068X100 483 16,559 SH   SOLE   16,559 0 0
HANOVER INS GROUP INC COM 410867105 126,121 930,507 SH   SOLE   917,642 0 12,865
HARBORONE BANCORP INC NEW COM 41165Y100 1,826 181,384 SH   SOLE   169,613 0 11,771
HARLEY DAVIDSON INC COM 412822108 3,351 93,161 SH   SOLE   93,161 0 0
HARMONIC INC COM 413160102 2,549 387,425 SH   SOLE   362,132 0 25,293
HARPOON THERAPEUTICS INC COM 41358P106 24 1,755 SH   SOLE   1,755 0 0
HARROW HEALTH INC COM 415858109 25 4,448 SH   SOLE   4,448 0 0
HARSCO CORP COM 415864107 238 12,562 SH   SOLE   12,562 0 0
HARTE-HANKS INC COM 416196202 3 918 SH   SOLE   918 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 32,990 544,295 SH   SOLE   544,295 0 0
HARVARD BIOSCIENCE INC COM 416906105 14 4,614 SH   SOLE   4,614 0 0
HARVEST CAP CR CORP COM 41753F109 8 796 SH   SOLE   796 0 0
HASBRO INC COM 418056107 256,595 2,161,892 SH   SOLE   1,809,082 0 352,810
HASBRO INC COM 418056107 11,815 99,547 SH   OTR 4 99,547 0 0
HASBRO INC COM 418056107 5,258 44,300 SH   OTR 3 44,300 0 0
HAVERTY FURNITURE INC COM 419596101 1,439 71,006 SH   SOLE   71,006 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 1,424 31,212 SH   SOLE   31,212 0 0
HAWAIIAN HOLDINGS INC COM 419879101 2,770 105,480 SH   SOLE   105,480 0 0
HAWKINS INC COM 420261109 142 3,330 SH   SOLE   3,330 0 0
HAWTHORN BANCSHARES INC COM 420476103 25 1,062 SH   SOLE   1,062 0 0
HAYNES INTERNATIONAL INC COM 420877201 2,121 59,166 SH   SOLE   55,266 0 3,900
HEALTHCARE SVCS GRP INC COM 421906108 1,334 54,924 SH   SOLE   54,924 0 0
HEALTHCARE RLTY TR COM 421946104 81,265 2,425,832 SH   SOLE   2,389,892 0 35,940
HEADHUNTER GROUP PLC ADR 42207L106 804 41,688 SH   SOLE   41,688 0 0
HEALTHSTREAM INC COM 42222N103 238 9,211 SH   SOLE   9,211 0 0
HEALTH INS INNOVATIONS INC COM 42225K106 53 2,132 SH   SOLE   2,132 0 0
HEALTHCARE TR AMER INC COM 42225P501 233,158 7,935,928 SH   SOLE   7,935,928 0 0
HEALTHCARE TR AMER INC COM 42225P501 16,949 576,900 SH   OTR 4 576,900 0 0
HEALTHCARE TR AMER INC COM 42225P501 7,096 241,525 SH   OTR 3 241,525 0 0
HEALTH CATALYST INC COM 42225T107 23,056 728,703 SH   SOLE   689,993 0 38,710
HEALTH CATALYST INC COM 42225T107 3,340 105,550 SH   OTR 3 105,550 0 0
HEALTHEQUITY INC COM 42226A107 36,043 630,731 SH   SOLE   607,891 0 22,840
HEALTHEQUITY INC COM 42226A107 5,190 90,820 SH   OTR 3 90,820 0 0
HEALTHEQUITY INC COM 42226A107 3,572 62,500 SH   OTR 3 62,500 0 0
HEARTLAND EXPRESS INC COM 422347104 277 12,858 SH   SOLE   12,858 0 0
HEARTLAND FINL USA INC COM 42234Q102 392 8,767 SH   SOLE   8,767 0 0
HEAT BIOLOGICS INC COM 42237K300 3 6,057 SH   SOLE   6,057 0 0
HECLA MNG CO COM 422704106 145 82,295 SH   SOLE   82,295 0 0
HEICO CORP NEW COM 422806109 28,777 230,434 SH   SOLE   198,078 0 32,356
HEICO CORP NEW COM 422806208 82,953 852,458 SH   SOLE   452,418 0 400,040
HEICO CORP NEW COM 422806208 7,870 80,875 SH   OTR 3 80,875 0 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 1,628 59,636 SH   SOLE   56,391 0 3,245
HELIOS TECHNOLOGIES INC COM 42328H109 207 5,114 SH   SOLE   5,114 0 0
HELIUS MED TECHNOLOGIES INC COM 42328V504 6 3,912 SH   SOLE   3,912 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 99,165 12,303,363 SH   SOLE   12,078,729 0 224,634
HELMERICH & PAYNE INC COM 423452101 55 1,369 SH   SOLE   1,369 0 0
HEMISPHERE MEDIA GROUP INC COM 42365Q103 39 3,193 SH   SOLE   3,193 0 0
HENRY JACK & ASSOC INC COM 426281101 11,832 81,059 SH   SOLE   81,059 0 0
HERITAGE COMMERCE CORP COM 426927109 1,957 166,443 SH   SOLE   155,543 0 10,900
HERC HLDGS INC COM 42704L104 366 7,868 SH   SOLE   7,868 0 0
HERCULES CAPITAL INC COM 427096508 234 17,504 SH   SOLE   17,504 0 0
HERITAGE FINL CORP WASH COM 42722X106 12,691 470,726 SH   SOLE   455,448 0 15,278
HERITAGE CRYSTAL CLEAN INC COM 42726M106 1,308 49,357 SH   SOLE   46,157 0 3,200
HERITAGE INS HLDGS INC COM 42727J102 2,306 154,271 SH   SOLE   144,981 0 9,290
HERSHA HOSPITALITY TR COM 427825500 105 7,061 SH   SOLE   7,061 0 0
HERSHEY CO COM 427866108 44,044 284,175 SH   SOLE   261,606 0 22,569
HESKA CORP COM 42805E306 73 1,033 SH   SOLE   1,033 0 0
HERTZ GLOBAL HLDGS INC COM 42806J106 276 19,924 SH   SOLE   19,924 0 0
HESS CORP COM 42809H107 8,357 138,183 SH   SOLE   132,258 0 5,925
HEWLETT PACKARD ENTERPRISE C COM 42824C109 163,042 10,747,668 SH   SOLE   10,747,668 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 10,619 700,000 SH   OTR 4 700,000 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 4,745 312,800 SH   OTR 3 312,800 0 0
HEXCEL CORP NEW COM 428291108 80,159 976,001 SH   SOLE   534,431 0 441,570
HEXCEL CORP NEW COM 428291108 7,532 91,709 SH   OTR 3 91,709 0 0
HIBBETT SPORTS INC COM 428567101 1,504 65,684 SH   SOLE   62,071 0 3,613
HIGHPOINT RES CORP COM 43114K108 149 93,734 SH   SOLE   93,734 0 0
HIGHWOODS PPTYS INC COM 431284108 213,930 4,760,358 SH   SOLE   4,759,518 0 840
HIGHWOODS PPTYS INC COM 431284108 14,008 311,700 SH   OTR 4 311,700 0 0
HIGHWOODS PPTYS INC COM 431284108 6,229 138,600 SH   OTR 3 138,600 0 0
HILL ROM HLDGS INC COM 431475102 16,931 160,899 SH   SOLE   156,477 0 4,422
HILLENBRAND INC COM 431571108 3,133 101,464 SH   SOLE   101,464 0 0
HILLTOP HOLDINGS INC COM 432748101 599 25,072 SH   SOLE   25,072 0 0
HILTON GRAND VACATIONS INC COM 43283X105 536 16,762 SH   SOLE   16,762 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 127,063 1,364,658 SH   SOLE   988,478 0 376,180
HOLLYFRONTIER CORP COM 436106108 34,113 635,954 SH   SOLE   627,130 0 8,824
HOLOGIC INC COM 436440101 15,950 315,910 SH   SOLE   302,863 0 13,047
HOME BANCSHARES INC COM 436893200 566 30,119 SH   SOLE   30,119 0 0
HOME BANCORP INC COM 43689E107 1,181 30,283 SH   SOLE   28,350 0 1,933
HOME DEPOT INC COM 437076102 317,707 1,369,307 SH   SOLE   1,368,013 0 1,294
HOMESTREET INC COM 43785V102 1,847 67,603 SH   SOLE   63,326 0 4,277
HOMETRUST BANCSHARES INC COM 437872104 2,046 78,474 SH   SOLE   73,175 0 5,299
HOMOLOGY MEDICINES INC COM 438083107 6,933 383,063 SH   SOLE   383,063 0 0
HONEYWELL INTL INC COM 438516106 110,251 651,601 SH   SOLE   651,601 0 0
HOOKER FURNITURE CORP COM 439038100 1,130 52,719 SH   SOLE   52,719 0 0
HOOKIPA PHARMA INC COM 43906K100 8 1,090 SH   SOLE   1,090 0 0
HOPE BANCORP INC COM 43940T109 4,745 330,859 SH   SOLE   330,859 0 0
HORACE MANN EDUCATORS CORP N COM 440327104 78,376 1,691,699 SH   SOLE   1,667,449 0 24,250
HORIZON BANCORP INC COM 440407104 125 7,220 SH   SOLE   7,220 0 0
HORMEL FOODS CORP COM 440452100 129,524 2,961,901 SH   SOLE   2,961,901 0 0
HORMEL FOODS CORP COM 440452100 8,425 192,661 SH   OTR 4 192,661 0 0
HORMEL FOODS CORP COM 440452100 3,581 81,900 SH   OTR 3 81,900 0 0
HORIZON TECHNOLOGY FIN CORP COM 44045A102 29 2,438 SH   SOLE   2,438 0 0
HORIZON GLOBAL CORP COM 44052W104 12 3,047 SH   SOLE   3,047 0 0
HORNBECK OFFSHORE SVCS INC N COM 440543106 5 6,399 SH   SOLE   6,399 0 0
HOST HOTELS & RESORTS INC COM 44107P104 32,229 1,864,007 SH   SOLE   1,828,242 0 35,765
HOSTESS BRANDS INC COM 44109J106 69,513 4,970,560 SH   SOLE   4,909,200 0 61,360
HOSTESS BRANDS INC COM 44109J106 8,241 589,300 SH   OTR 3 589,300 0 0
HOSTESS BRANDS INC COM 44109J106 2,362 168,900 SH   OTR 3 168,900 0 0
HOTH THERAPEUTICS INC COM 44148G105 3 702 SH   SOLE   702 0 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 113 21,230 SH   SOLE   21,230 0 0
HOULIHAN LOKEY INC COM 441593100 276 6,110 SH   SOLE   6,110 0 0
HOUSTON AMERN ENERGY CORP COM 44183U100 2 9,700 SH   SOLE   9,700 0 0
HOUSTON WIRE & CABLE CO COM 44244K109 13 2,722 SH   SOLE   2,722 0 0
HOVNANIAN ENTERPRISES INC COM 442487401 17 885 SH   SOLE   885 0 0
HOWARD BANCORP INC COM 442496105 1,550 92,892 SH   SOLE   86,500 0 6,392
HOWARD HUGHES CORP COM 44267D107 2,416 18,643 SH   SOLE   18,643 0 0
HUB GROUP INC COM 443320106 24,423 525,218 SH   SOLE   511,018 0 14,200
HUBBELL INC COM 443510607 126,928 965,963 SH   SOLE   965,963 0 0
HUBBELL INC COM 443510607 8,607 65,500 SH   OTR 4 65,500 0 0
HUBBELL INC COM 443510607 3,813 29,019 SH   OTR 3 29,019 0 0
HUBSPOT INC COM 443573100 965 6,368 SH   SOLE   6,368 0 0
HUDSON GLOBAL INC COM 443787205 6 469 SH   SOLE   469 0 0
HUDSON PAC PPTYS INC COM 444097109 941 28,122 SH   SOLE   27,797 0 325
HUDSON TECHNOLOGIES INC COM 444144109 4 5,716 SH   SOLE   5,716 0 0
HUMANA INC COM 444859102 58,809 230,018 SH   SOLE   230,018 0 0
HUNT COS FIN TR INC COM 44558T100 11 3,241 SH   SOLE   3,241 0 0
HUNT J B TRANS SVCS INC COM 445658107 10,977 99,201 SH   SOLE   99,201 0 0
HUNTINGTON BANCSHARES INC COM 446150104 48,007 3,364,217 SH   SOLE   3,364,217 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 9,195 43,418 SH   SOLE   43,418 0 0
HUNTSMAN CORP COM 447011107 7,237 311,151 SH   SOLE   311,151 0 0
HURCO COMPANIES INC COM 447324104 35 1,095 SH   SOLE   1,095 0 0
HURON CONSULTING GROUP INC COM 447462102 1,587 25,873 SH   SOLE   25,873 0 0
HYATT HOTELS CORP COM 448579102 6,111 82,956 SH   SOLE   82,956 0 0
IDT CORP COM 448947507 40 3,833 SH   SOLE   3,833 0 0
HYRECAR INC COM 44916T107 6 2,376 SH   SOLE   2,376 0 0
HYSTER YALE MATLS HANDLING I COM 449172105 94 1,726 SH   SOLE   1,726 0 0
IAC INTERACTIVECORP COM 44919P508 98,830 453,412 SH   SOLE   317,992 0 135,420
IAA INC COM 449253103 1,239 29,679 SH   SOLE   29,653 0 26
ICF INTL INC COM 44925C103 555 6,567 SH   SOLE   6,567 0 0
ICU MED INC COM 44930G107 43,493 272,510 SH   SOLE   268,635 0 3,875
ICAD INC COM 44934S206 22 3,219 SH   SOLE   3,219 0 0
I D SYSTEMS INC COM 449489103 149 27,182 SH   SOLE   27,182 0 0
IEC ELECTRS CORP NEW COM 44949L105 12 1,671 SH   SOLE   1,671 0 0
IES HLDGS INC COM 44951W106 79 3,848 SH   SOLE   3,848 0 0
IFRESH INC COM 449538107 2 1,267 SH   SOLE   1,267 0 0
IMAC HLDGS INC COM 44967K104 2 629 SH   SOLE   629 0 0
IPG PHOTONICS CORP COM 44980X109 2,271 16,746 SH   SOLE   16,738 0 8
IRHYTHM TECHNOLOGIES INC COM 450056106 28,273 381,506 SH   SOLE   361,186 0 20,320
IRHYTHM TECHNOLOGIES INC COM 450056106 4,076 55,000 SH   OTR 3 55,000 0 0
ISTAR INC COM 45031U101 112 8,620 SH   SOLE   8,620 0 0
ITT INC COM 45073V108 1,248 20,390 SH   SOLE   20,390 0 0
IBERIABANK CORP COM 450828108 39,313 520,422 SH   SOLE   507,826 0 12,596
IAMGOLD CORP COM 450913108 4,314 1,265,194 SH   SOLE   1,265,194 0 0
ICICI BK LTD ADR 45104G104 9,258 760,127 SH   SOLE   0 0 760,127
ICONIX BRAND GROUP INC COM 451055305 3 1,841 SH   SOLE   1,841 0 0
IDACORP INC COM 451107106 17,178 152,460 SH   SOLE   152,460 0 0
IDEAL PWR INC COM 451622203 1 233 SH   SOLE   233 0 0
IDEAYA BIOSCIENCES INC COM 45166A102 1,321 146,780 SH   SOLE   146,780 0 0
IDEX CORP COM 45167R104 77,324 471,831 SH   SOLE   273,281 0 198,550
IDEX CORP COM 45167R104 6,817 41,600 SH   OTR 3 41,600 0 0
IDEXX LABS INC COM 45168D104 16,349 60,122 SH   SOLE   60,122 0 0
IDERA PHARMACEUTICALS INC COM 45168K405 12 4,042 SH   SOLE   4,042 0 0
IDENTIV INC COM 45170X205 15 2,825 SH   SOLE   2,825 0 0
IHEARTMEDIA INC COM 45174J509 1,046 69,703 SH   SOLE   69,703 0 0
ILLINOIS TOOL WKS INC COM 452308109 54,040 345,326 SH   SOLE   345,326 0 0
ILLUMINA INC COM 452327109 116,728 383,696 SH   SOLE   359,529 0 24,167
ILLUMINA INC CONB 452327AH2 69,825 52,701,000 PRN   SOLE   15,065,000 0 37,636,000
IMAGE SENSING SYS INC COM 45244C104 3 649 SH   SOLE   649 0 0
IMAX CORP COM 45245E109 9,775 445,342 SH   SOLE   445,342 0 0
IMAX CORP COM 45245E109 299 13,624 SH   OTR 2 0 0 13,624
IMAX CORP COM 45245E109 241 10,972 SH   OTR 1 0 0 10,972
IMEDIA BRANDS INC COM 452465107 7 12,921 SH   SOLE   12,921 0 0
IMMERSION CORP COM 452521107 41 5,398 SH   SOLE   5,398 0 0
IMMUCELL CORP COM 452525306 6 1,077 SH   SOLE   1,077 0 0
IMMUNOGEN INC COM 45253H101 61 25,037 SH   SOLE   25,037 0 0
IMPAC MTG HLDGS INC COM 45254P508 17 2,212 SH   SOLE   2,212 0 0
IMMUNIC INC COM 4525EP101 17 1,728 SH   SOLE   1,728 0 0
IMMUNOMEDICS INC COM 452907108 389 29,316 SH   SOLE   29,316 0 0
INCOME OPPORTUNITY RLTY INVS COM 452926108 2 141 SH   SOLE   141 0 0
IMPINJ INC COM 453204109 88 2,864 SH   SOLE   2,864 0 0
INCYTE CORP COM 45337C102 27,933 376,298 SH   SOLE   335,556 0 40,742
INDEPENDENCE HLDG CO NEW COM 453440307 40 1,049 SH   SOLE   1,049 0 0
INDEPENDENCE RLTY TR INC COM 45378A106 397 27,726 SH   SOLE   27,726 0 0
INDEPENDENT BANK CORP MASS COM 453836108 65,152 872,769 SH   SOLE   860,344 0 12,425
INDEPENDENT BANK CORP MICH COM 453838609 2,279 106,913 SH   SOLE   99,913 0 7,000
INDEPENDENT BK GROUP INC COM 45384B106 467 8,873 SH   SOLE   8,873 0 0
INDUSTRIAL LOGISTICS PPTYS T COM 456237106 5,281 248,517 SH   SOLE   248,517 0 0
INDUSTRIAL SVCS OF AMERICA I COM 456314103 1 821 SH   SOLE   821 0 0
INFINITY PHARMACEUTICALS INC COM 45665G303 10 9,635 SH   SOLE   9,635 0 0
INFINERA CORPORATION COM 45667G103 2,065 378,883 SH   SOLE   355,311 0 23,572
INFORMATION SERVICES GROUP I COM 45675Y104 15 6,114 SH   SOLE   6,114 0 0
INFOSYS LTD ADR 456788108 25,597 2,251,309 SH   SOLE   1,338,457 0 912,852
INFUSYSTEM HLDGS INC COM 45685K102 12 2,235 SH   SOLE   2,235 0 0
INFRA AND ENERGY ALTRNTIVE I COM 45686J104 18 3,767 SH   SOLE   3,767 0 0
INGEVITY CORP COM 45688C107 62,167 732,756 SH   SOLE   705,455 0 27,301
INGEVITY CORP COM 45688C107 4,374 51,550 SH   OTR 3 51,550 0 0
INGLES MKTS INC COM 457030104 827 21,288 SH   SOLE   21,288 0 0
INGREDION INC COM 457187102 3,159 38,650 SH   SOLE   38,650 0 0
INNODATA INC COM 457642205 5 3,566 SH   SOLE   3,566 0 0
INSIGHT ENTERPRISES INC COM 45765U103 2,616 46,973 SH   SOLE   46,973 0 0
INSIGNIA SYS INC COM 45765Y105 1 1,524 SH   SOLE   1,524 0 0
INSMED INC COM 457669307 199 11,307 SH   SOLE   11,307 0 0
INNOSPEC INC COM 45768S105 728 8,166 SH   SOLE   8,166 0 0
INNOVATIVE SOLUTIONS & SUPPO COM 45769N105 9 1,905 SH   SOLE   1,905 0 0
INPHI CORP COM 45772F107 34,775 569,621 SH   SOLE   548,591 0 21,030
INPHI CORP COM 45772F107 3,532 57,850 SH   OTR 3 57,850 0 0
INSPIRE MED SYS INC COM 457730109 25,838 423,438 SH   SOLE   403,258 0 20,180
INSPIRE MED SYS INC COM 457730109 3,388 55,520 SH   OTR 3 55,520 0 0
INOVIO PHARMACEUTICALS INC COM 45773H201 34 16,416 SH   SOLE   16,416 0 0
INNERWORKINGS INC COM 45773Y105 34 7,658 SH   SOLE   7,658 0 0
INNOPHOS HOLDINGS INC COM 45774N108 1,594 49,112 SH   SOLE   49,112 0 0
INSTEEL INDUSTRIES INC COM 45774W108 62 3,016 SH   SOLE   3,016 0 0
INSPERITY INC COM 45778Q107 645 6,537 SH   SOLE   6,537 0 0
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INSTALLED BLDG PRODS INC COM 45780R101 290 5,058 SH   SOLE   5,058 0 0
INOVALON HLDGS INC COM 45781D101 327 19,978 SH   SOLE   19,978 0 0
INNOVIVA INC COM 45781M101 188 17,833 SH   SOLE   17,833 0 0
INSTRUCTURE INC COM 45781U103 207 5,335 SH   SOLE   5,335 0 0
INNOVATIVE INDL PPTYS INC COM 45781V101 514 5,561 SH   SOLE   5,561 0 0
INSEEGO CORP COM 45782B104 29 5,954 SH   SOLE   5,954 0 0
INNOVATE BIOPHARMACEUTICLS I COM 45782F105 4 4,131 SH   SOLE   4,131 0 0
INSPIRED ENTMT INC COM 45782N108 10 1,433 SH   SOLE   1,433 0 0
INMUNE BIO INC COM 45782T105 5 843 SH   SOLE   843 0 0
INSULET CORP COM 45784P101 80,770 489,722 SH   SOLE   343,339 0 146,383
INSULET CORP COM 45784P101 3,943 23,910 SH   OTR 3 23,910 0 0
INPIXON COM 45790J503 0 2,241 SH   SOLE   2,241 0 0
INTEGRA LIFESCIENCES HLDGS C COM 457985208 657 10,930 SH   SOLE   10,930 0 0
INTEL CORP COM 458140100 213,384 4,140,975 SH   SOLE   4,140,975 0 0
INTELLIGENT SYS CORP NEW COM 45816D100 50 1,195 SH   SOLE   1,195 0 0
INTELLICHECK INC COM 45817G201 11 2,268 SH   SOLE   2,268 0 0
INTEGER HLDGS CORP COM 45826H109 697 9,228 SH   SOLE   9,228 0 0
INTELLIA THERAPEUTICS INC COM 45826J105 67 5,021 SH   SOLE   5,021 0 0
INTER PARFUMS INC COM 458334109 315 4,505 SH   SOLE   4,505 0 0
INTERACTIVE BROKERS GROUP IN COM 45841N107 480 8,925 SH   SOLE   8,925 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 242 3,651 SH   SOLE   3,651 0 0
INTERFACE INC COM 458665304 1,627 112,652 SH   SOLE   112,652 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 55,942 606,283 SH   SOLE   606,283 0 0
INTERDIGITAL INC COM 45867G101 3,841 73,211 SH   SOLE   73,211 0 0
INTERGROUP CORP COM 458685104 5 168 SH   SOLE   168 0 0
INTERNAP CORP COM 45885A409 11 4,291 SH   SOLE   4,291 0 0
INTERNATIONAL BANCSHARES COR COM 459044103 7,235 187,347 SH   SOLE   187,347 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 170,298 1,171,074 SH   SOLE   1,171,024 0 50
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 7,566 61,666 SH   SOLE   61,666 0 0
INTL PAPER CO COM 460146103 18,428 440,643 SH   SOLE   440,643 0 0
INTERNATIONAL SPEEDWAY CORP COM 460335201 273 6,076 SH   SOLE   6,076 0 0
INTERPACE DIAGNOSTICS GROUP COM 46062X204 5 6,391 SH   SOLE   6,391 0 0
INTERPUBLIC GROUP COS INC COM 460690100 134,400 6,233,768 SH   SOLE   6,233,768 0 0
INTERPUBLIC GROUP COS INC COM 460690100 10,084 467,737 SH   OTR 4 467,737 0 0
INTERPUBLIC GROUP COS INC COM 460690100 4,260 197,575 SH   OTR 3 197,575 0 0
INTERSECT ENT INC COM 46071F103 84 4,951 SH   SOLE   4,951 0 0
INVESTCORP CR MGMT BDC INC COM 46090R104 16 2,452 SH   SOLE   2,452 0 0
INTEST CORP COM 461147100 8 1,615 SH   SOLE   1,615 0 0
INTEVAC INC COM 461148108 20 3,886 SH   SOLE   3,886 0 0
INTL FCSTONE INC COM 46116V105 103 2,514 SH   SOLE   2,514 0 0
INTUIT COM 461202103 50,687 190,595 SH   SOLE   190,595 0 0
INVACARE CORP COM 461203101 981 130,740 SH   SOLE   122,090 0 8,650
INTUITIVE SURGICAL INC COM 46120E602 123,361 228,475 SH   SOLE   185,288 0 43,187
INTRICON CORP COM 46121H109 27 1,384 SH   SOLE   1,384 0 0
INTREPID POTASH INC COM 46121Y102 125 38,104 SH   SOLE   38,104 0 0
INTREXON CORP COM 46122T102 68 11,868 SH   SOLE   11,868 0 0
INUVO INC COM 46122W204 2 7,957 SH   SOLE   7,957 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 791 51,659 SH   SOLE   48,509 0 3,150
INVESTAR HLDG CORP COM 46134L105 40 1,698 SH   SOLE   1,698 0 0
INVESCO EXCHANGE TRADED FD T ETF 46137V613 106,147 900,623 SH   SOLE   900,623 0 0
INVESCO DB COMMDY INDX TRCK ETF 46138B103 6,348 422,100 SH   SOLE   422,100 0 0
INVESCO EXCHNG TRADED FD TR ETF 46138E198 2,631 50,000 SH   SOLE   50,000 0 0
INVESCO EXCHNG TRADED FD TR ETF 46138E719 7,252 381,087 SH   SOLE   381,087 0 0
INVESCO EXCHNG TRADED FD TR ETF 46138E727 58,435 2,910,131 SH   SOLE   2,910,131 0 0
INVESCO EXCHNG TRADED FD TR ETF 46138E743 53,580 1,351,325 SH   SOLE   1,351,325 0 0
INVESTORS BANCORP INC NEW COM 46146L101 507 44,666 SH   SOLE   44,666 0 0
INVESTORS REAL ESTATE TR COM 461730509 158 2,117 SH   SOLE   2,117 0 0
INVESTORS TITLE CO COM 461804106 26 163 SH   SOLE   163 0 0
INVITAE CORP COM 46185L103 27,243 1,413,730 SH   SOLE   1,356,580 0 57,150
INVITAE CORP COM 46185L103 3,005 155,940 SH   OTR 3 155,940 0 0
INVITATION HOMES INC COM 46187W107 77,638 2,622,021 SH   SOLE   2,622,021 0 0
ION GEOPHYSICAL CORP COM 462044207 19 2,077 SH   SOLE   2,077 0 0
IONIS PHARMACEUTICALS INC COM 462222100 984 16,424 SH   SOLE   16,424 0 0
IOVANCE BIOTHERAPEUTICS INC COM 462260100 38,264 2,102,398 SH   SOLE   2,023,410 0 78,988
IOVANCE BIOTHERAPEUTICS INC COM 462260100 3,945 216,770 SH   OTR 3 216,770 0 0
IPIC ENTMT INC COM 46263D106 0 380 SH   SOLE   380 0 0
IRADIMED CORP COM 46266A109 73 3,463 SH   SOLE   3,463 0 0
IQVIA HLDGS INC COM 46266C105 167,184 1,119,187 SH   SOLE   820,290 0 298,897
IRIDEX CORP COM 462684101 4 1,986 SH   SOLE   1,986 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 569 26,730 SH   SOLE   26,730 0 0
IROBOT CORP COM 462726100 257 4,160 SH   SOLE   4,160 0 0
IRON MTN INC NEW COM 46284V101 116 3,593 SH   SOLE   3,593 0 0
IRONWOOD PHARMACEUTICALS INC COM 46333X108 185 21,576 SH   SOLE   21,576 0 0
ISHARES INC ETF 464286475 478 11,363 SH   SOLE   11,363 0 0
ISHARES INC ETF 464286509 109,872 3,801,784 SH   SOLE   3,801,784 0 0
ISHARES INC ETF 464286533 62,372 1,092,528 SH   SOLE   1,092,528 0 0
ISHARES INC ETF 464286681 17,893 300,000 SH   SOLE   300,000 0 0
ISHARES INC ETF 464286772 708 12,569 SH   SOLE   12,569 0 0
ISHARES TR ETF 464287200 486,293 1,629,013 SH   SOLE   1,629,013 0 0
ISHARES TR ETF 464287226 88,703 783,806 SH   SOLE   783,806 0 0
ISHARES TR ETF 464287242 316,103 2,479,630 SH   SOLE   2,479,630 0 0
ISHARES TR ETF 464287432 63,735 445,448 SH   SOLE   445,448 0 0
ISHARES TR ETF 464287440 190,351 1,692,462 SH   SOLE   1,692,462 0 0
ISHARES TR ETF 464287465 82,180 1,260,238 SH   SOLE   1,260,238 0 0
ISHARES TR ETF 464287473 173,114 1,929,925 SH   SOLE   1,929,925 0 0
ISHARES TR ETF 464287481 201 1,419 SH   SOLE   1,419 0 0
ISHARES TR ETF 464287598 6,873 53,590 SH   SOLE   53,590 0 0
ISHARES TR ETF 464287614 119 743 SH   SOLE   0 0 743
ISHARES TR ETF 464287630 90,861 760,915 SH   SOLE   760,915 0 0
ISHARES TR ETF 464287648 6,131 31,811 SH   SOLE   31,811 0 0
ISHARES TR ETF 464287655 19,149 126,530 SH   SOLE   126,530 0 0
ISHARES TR ETF 464287689 1,480 8,517 SH   SOLE   8,332 0 185
ISHARES TR ETF 464288257 745 10,103 SH   SOLE   10,103 0 0
ISHARES TR ETF 464288281 184,410 1,626,908 SH   SOLE   1,626,908 0 0
ISHARES TR ETF 464288513 67,614 775,661 SH   SOLE   775,661 0 0
ISHARES TR ETF 464288521 59,005 1,062,198 SH   SOLE   1,062,198 0 0
ISHARES TR ETF 46429B689 177,926 2,428,026 SH   SOLE   2,428,026 0 0
ISHARES TR ETF 46429B697 61,900 965,680 SH   SOLE   965,680 0 0
ISHARES TR ETF 46432F339 113,638 1,229,844 SH   SOLE   1,229,844 0 0
ISHARES TR ETF 46432F370 25,461 280,471 SH   SOLE   280,471 0 0
ISHARES TR ETF 46432F388 83,632 1,019,403 SH   SOLE   1,019,403 0 0
ISHARES TR ETF 46432F396 72,929 611,562 SH   SOLE   611,562 0 0
ISHARES TR ETF 46432F842 315,197 5,161,240 SH   SOLE   5,161,240 0 0
ISHARES INC ETF 46434G103 116,722 2,381,110 SH   SOLE   2,381,110 0 0
ISHARES INC ETF 46434G855 4,091 190,000 SH   SOLE   190,000 0 0
ISHARES TR ETF 46434V449 1,390 47,300 SH   SOLE   47,300 0 0
ISHARES TR ETF 46434V803 9,593 320,400 SH   SOLE   320,400 0 0
ISHARES TR ETF 46435G334 44,635 1,420,134 SH   SOLE   1,420,134 0 0
ISORAY INC COM 46489V104 4 12,042 SH   SOLE   12,042 0 0
ISRAMCO INC COM 465141406 17 142 SH   SOLE   142 0 0
ISSUER DIRECT CORPORATION COM 46520M204 6 536 SH   SOLE   536 0 0
ITERIS INC COM 46564T107 33 5,794 SH   SOLE   5,794 0 0
I3 VERTICALS INC COM 46571Y107 1,877 93,270 SH   SOLE   87,125 0 6,145
ITRON INC COM 465741106 21,959 296,905 SH   SOLE   281,415 0 15,490
ITRON INC COM 465741106 3,129 42,310 SH   OTR 3 42,310 0 0
IVERIC BIO INC COM 46583P102 7 5,960 SH   SOLE   5,960 0 0
JBG SMITH PPTYS COM 46590V100 899 22,938 SH   SOLE   22,938 0 0
J & J SNACK FOODS CORP COM 466032109 455 2,372 SH   SOLE   2,372 0 0
J ALEXANDERS HLDGS INC COM 46609J106 29 2,461 SH   SOLE   2,461 0 0
J JILL INC COM 46620W102 5 2,799 SH   SOLE   2,799 0 0
JPMORGAN CHASE & CO COM 46625H100 277,424 2,357,240 SH   SOLE   2,357,130 0 110
JABIL INC COM 466313103 7,297 203,989 SH   SOLE   201,231 0 2,758
JACK IN THE BOX INC COM 466367109 33,822 371,182 SH   SOLE   361,658 0 9,524
JP MORGAN EXCHANGE TRADED FD ETF 46641Q308 3,184 60,700 SH   SOLE   60,700 0 0
JACOBS ENGR GROUP INC COM 469814107 7,249 79,228 SH   SOLE   79,228 0 0
JAGGED PEAK ENERGY INC COM 47009K107 67 9,220 SH   SOLE   9,220 0 0
JAGUAR HEALTH INC COM 47010C409 2 1,509 SH   SOLE   1,509 0 0
JAKKS PAC INC COM 47012E106 3 2,928 SH   SOLE   2,928 0 0
BANK OF THE ST JAMES FINL GP COM 470299108 11 741 SH   SOLE   741 0 0
JANONE INC COM 47089W104 1 181 SH   SOLE   181 0 0
JD COM INC ADR 47215P106 21,141 749,424 SH   SOLE   547,982 0 201,442
JEFFERIES FINL GROUP INC COM 47233W109 1,207 65,572 SH   SOLE   65,572 0 0
JELD-WEN HLDG INC COM 47580P103 317 16,428 SH   SOLE   16,428 0 0
JERASH HLDGS US INC COM 47632P101 4 587 SH   SOLE   587 0 0
JERNIGAN CAP INC COM 476405105 69 3,598 SH   SOLE   3,598 0 0
JETBLUE AWYS CORP COM 477143101 762 45,519 SH   SOLE   45,519 0 0
JEWETT CAMERON TRADING LTD COM 47733C207 2 223 SH   SOLE   223 0 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 419 4,215 SH   SOLE   4,215 0 0
JOHNSON & JOHNSON COM 478160104 324,254 2,506,218 SH   SOLE   2,506,218 0 0
JOHNSON OUTDOORS INC COM 479167108 69 1,176 SH   SOLE   1,176 0 0
JOINT CORP COM 47973J102 42 2,234 SH   SOLE   2,234 0 0
JONES LANG LASALLE INC COM 48020Q107 27,498 197,741 SH   SOLE   197,741 0 0
JOUNCE THERAPEUTICS INC COM 481116101 10 2,910 SH   SOLE   2,910 0 0
J2 GLOBAL INC COM 48123V102 4,607 50,727 SH   SOLE   50,727 0 0
JUNIPER NETWORKS INC COM 48203R104 18,764 758,130 SH   SOLE   758,130 0 0
KAR AUCTION SVCS INC COM 48238T109 1,378 56,116 SH   SOLE   56,090 0 26
KBR INC COM 48242W106 36,011 1,467,450 SH   SOLE   1,427,699 0 39,751
KLA CORPORATION COM 482480100 363,033 2,276,781 SH   SOLE   2,049,296 0 227,485
KLA CORPORATION COM 482480100 11,751 73,700 SH   OTR 4 73,700 0 0
KLA CORPORATION COM 482480100 5,230 32,800 SH   OTR 3 32,800 0 0
KKR REAL ESTATE FIN TR INC COM 48251K100 273 13,963 SH   SOLE   13,963 0 0
KLX ENERGY SERVICS HOLDNGS I COM 48253L106 27 3,085 SH   SOLE   3,085 0 0
KVH INDS INC COM 482738101 26 2,415 SH   SOLE   2,415 0 0
K12 INC COM 48273U102 360 13,641 SH   SOLE   13,641 0 0
KADANT INC COM 48282T104 272 3,102 SH   SOLE   3,102 0 0
KAISER ALUMINUM CORP COM 483007704 45,862 463,392 SH   SOLE   456,917 0 6,475
KALA PHARMACEUTICALS INC COM 483119103 14 3,661 SH   SOLE   3,661 0 0
KALEIDO BIOSCIENCES INC COM 483347100 1,009 134,034 SH   SOLE   134,034 0 0
KALVISTA PHARMACEUTICALS INC COM 483497103 20 1,739 SH   SOLE   1,739 0 0
KAMAN CORP COM 483548103 396 6,656 SH   SOLE   6,656 0 0
KANSAS CITY SOUTHERN COM 485170302 14,737 110,794 SH   SOLE   106,451 0 4,343
KARUNA THERAPEUTICS INC COM 48576A100 17 1,014 SH   SOLE   1,014 0 0
KB HOME COM 48666K109 5,063 148,924 SH   SOLE   148,924 0 0
KEANE GROUP INC COM 48669A108 48 7,930 SH   SOLE   7,930 0 0
KEARNY FINL CORP MD COM 48716P108 21,200 1,625,803 SH   SOLE   1,625,803 0 0
KELLOGG CO COM 487836108 10,696 166,222 SH   SOLE   166,222 0 0
KELLY SVCS INC COM 488152208 4,615 190,543 SH   SOLE   184,693 0 5,850
KEMET CORP COM 488360207 586 32,251 SH   SOLE   32,251 0 0
KEMPER CORP DEL COM 488401100 98,627 1,265,262 SH   SOLE   1,235,802 0 29,460
KEMPER CORP DEL COM 488401100 2,164 27,760 SH   OTR 3 27,760 0 0
KEMPHARM INC COM 488445107 3 4,603 SH   SOLE   4,603 0 0
KENNAMETAL INC COM 489170100 10,833 352,412 SH   SOLE   352,412 0 0
KENNEDY-WILSON HLDGS INC COM 489398107 13,820 630,465 SH   SOLE   630,465 0 0
KEURIG DR PEPPER INC COM 49271V100 39,468 1,444,664 SH   SOLE   1,444,664 0 0
KEWAUNEE SCIENTIFIC CORP COM 492854104 7 435 SH   SOLE   435 0 0
KEY ENERGY SVCS INC DEL COM 49309J103 2 1,088 SH   SOLE   1,088 0 0
KEY TRONIC CORP COM 493144109 10 1,616 SH   SOLE   1,616 0 0
KEYCORP NEW COM 493267108 19,771 1,108,263 SH   SOLE   1,108,217 0 46
KEYSIGHT TECHNOLOGIES INC COM 49338L103 70,363 723,527 SH   SOLE   647,747 0 75,780
KEZAR LIFE SCIENCES INC COM 49372L100 1,514 461,571 SH   SOLE   461,571 0 0
KFORCE INC COM 493732101 161 4,257 SH   SOLE   4,257 0 0
KIMBALL INTL INC COM 494274103 227 11,765 SH   SOLE   11,765 0 0
KILROY RLTY CORP COM 49427F108 1,304 16,744 SH   SOLE   16,069 0 675
KIMBALL ELECTRONICS INC COM 49428J109 62 4,302 SH   SOLE   4,302 0 0
KIMBERLY CLARK CORP COM 494368103 310,004 2,182,357 SH   SOLE   2,182,357 0 0
KIMBERLY CLARK CORP COM 494368103 15,768 111,000 SH   OTR 4 111,000 0 0
KIMBERLY CLARK CORP COM 494368103 7,007 49,325 SH   OTR 3 49,325 0 0
KIMCO RLTY CORP COM 49446R109 20,847 998,442 SH   SOLE   974,622 0 23,820
KINDER MORGAN INC DEL COM 49456B101 34,869 1,691,857 SH   SOLE   1,691,857 0 0
KINDRED BIOSCIENCES INC COM 494577109 45 6,532 SH   SOLE   6,532 0 0
KINROSS GOLD CORP COM 496902404 29,479 6,408,562 SH   SOLE   6,408,562 0 0
KINSALE CAP GROUP INC COM 49714P108 32,046 310,192 SH   SOLE   305,592 0 4,600
KIRBY CORP COM 497266106 6,936 84,417 SH   SOLE   84,146 0 271
KIRKLANDS INC COM 497498105 3 1,962 SH   SOLE   1,962 0 0
KITE RLTY GROUP TR COM 49803T300 24,096 1,492,012 SH   SOLE   1,451,100 0 40,912
KNOLL INC COM 498904200 2,529 99,768 SH   SOLE   99,768 0 0
KNIGHT SWIFT TRANSN HLDGS IN COM 499049104 14,680 404,400 SH   SOLE   394,548 0 9,852
KNOWLES CORP COM 49926D109 18,168 893,238 SH   SOLE   869,415 0 23,823
KODIAK SCIENCES INC COM 50015M109 40 2,792 SH   SOLE   2,792 0 0
KOHLS CORP COM 500255104 25,253 508,515 SH   SOLE   499,909 0 8,606
KONTOOR BRANDS INC COM 50050N103 636 18,114 SH   SOLE   18,114 0 0
KOPIN CORP COM 500600101 8 11,363 SH   SOLE   11,363 0 0
KOPPERS HOLDINGS INC COM 50060P106 2,078 71,136 SH   SOLE   66,514 0 4,622
KORN FERRY COM 500643200 338 8,738 SH   SOLE   8,738 0 0
KOSMOS ENERGY LTD COM 500688106 12,502 2,003,595 SH   SOLE   2,003,595 0 0
KOSS CORP COM 500692108 1 285 SH   SOLE   285 0 0
KRAFT HEINZ CO COM 500754106 16,120 577,070 SH   SOLE   577,070 0 0
KRATOS DEFENSE & SEC SOLUTIO COM 50077B207 14,364 772,446 SH   SOLE   656,451 0 115,995
KRATON CORPORATION COM 50077C106 584 18,075 SH   SOLE   18,075 0 0
KROGER CO COM 501044101 266,531 10,338,681 SH   SOLE   10,338,681 0 0
KROGER CO COM 501044101 18,090 701,725 SH   OTR 4 701,725 0 0
KROGER CO COM 501044101 8,012 310,800 SH   OTR 3 310,800 0 0
KRONOS WORLDWIDE INC COM 50105F105 1,250 101,089 SH   SOLE   101,089 0 0
KRYSTAL BIOTECH INC COM 501147102 60 1,739 SH   SOLE   1,739 0 0
KULICKE & SOFFA INDS INC COM 501242101 1,001 42,627 SH   SOLE   42,627 0 0
KURA ONCOLOGY INC COM 50127T109 31,731 2,091,686 SH   SOLE   2,027,856 0 63,830
KURA ONCOLOGY INC COM 50127T109 2,654 174,930 SH   OTR 3 174,930 0 0
L BRANDS INC COM 501797104 7,134 364,187 SH   SOLE   364,187 0 0
LCNB CORP COM 50181P100 4 226 SH   SOLE   226 0 0
LHC GROUP INC COM 50187A107 57,923 510,064 SH   SOLE   489,264 0 20,800
LHC GROUP INC COM 50187A107 6,468 56,960 SH   OTR 3 56,960 0 0
LHC GROUP INC COM 50187A107 6,399 56,350 SH   OTR 3 56,350 0 0
LGI HOMES INC COM 50187T106 78 940 SH   SOLE   940 0 0
LKQ CORP COM 501889208 74,268 2,361,466 SH   SOLE   2,361,466 0 0
LCI INDS COM 50189K103 1,535 16,708 SH   SOLE   16,708 0 0
LPL FINL HLDGS INC COM 50212V100 61,629 752,495 SH   SOLE   563,061 0 189,434
LPL FINL HLDGS INC COM 50212V100 3,097 37,810 SH   OTR 3 37,810 0 0
LRAD CORP COM 50213V109 20 5,865 SH   SOLE   5,865 0 0
LSB INDS INC COM 502160104 19 3,626 SH   SOLE   3,626 0 0
LSI INDS INC COM 50216C108 23 4,390 SH   SOLE   4,390 0 0
LTC PPTYS INC COM 502175102 38,518 752,006 SH   SOLE   740,361 0 11,645
LSC COMMUNICATIONS INC COM 50218P107 7 5,140 SH   SOLE   5,140 0 0
L3HARRIS TECHNOLOGIES INC COM 502431109 82,655 396,159 SH   SOLE   356,928 0 39,231
LA Z BOY INC COM 505336107 689 20,518 SH   SOLE   20,518 0 0
LABORATORY CORP AMER HLDGS COM 50540R409 24,189 143,981 SH   SOLE   139,885 0 4,096
LADDER CAP CORP COM 505743104 1,187 68,729 SH   SOLE   68,729 0 0
LADENBURG THALMAN FIN SVCS I COM 50575Q102 53 22,491 SH   SOLE   22,491 0 0
LAKELAND BANCORP INC COM 511637100 132 8,538 SH   SOLE   8,538 0 0
LAKELAND FINL CORP COM 511656100 50,744 1,153,793 SH   SOLE   1,137,643 0 16,150
LAKELAND INDS INC COM 511795106 15 1,212 SH   SOLE   1,212 0 0
LAM RESEARCH CORP COM 512807108 151,719 656,479 SH   SOLE   518,586 0 137,893
LAMAR ADVERTISING CO NEW COM 512816109 245,545 2,997,009 SH   SOLE   2,996,739 0 270
LAMAR ADVERTISING CO NEW COM 512816109 16,755 204,500 SH   OTR 4 204,500 0 0
LAMAR ADVERTISING CO NEW COM 512816109 7,560 92,275 SH   OTR 3 92,275 0 0
LAMB WESTON HLDGS INC COM 513272104 13,643 187,608 SH   SOLE   187,235 0 373
LANCASTER COLONY CORP COM 513847103 2,043 14,738 SH   SOLE   14,738 0 0
LANDEC CORP COM 514766104 54 4,939 SH   SOLE   4,939 0 0
LANDSTAR SYS INC COM 515098101 239,133 2,124,116 SH   SOLE   2,124,116 0 0
LANDSTAR SYS INC COM 515098101 16,859 149,750 SH   OTR 4 149,750 0 0
LANDSTAR SYS INC COM 515098101 7,548 67,050 SH   OTR 3 67,050 0 0
LANDS END INC NEW COM 51509F105 30 2,623 SH   SOLE   2,623 0 0
LANNET INC COM 516012101 46 4,107 SH   SOLE   4,107 0 0
LANTHEUS HLDGS INC COM 516544103 542 21,608 SH   SOLE   21,608 0 0
LANTRONIX INC COM 516548203 9 2,651 SH   SOLE   2,651 0 0
LAREDO PETROLEUM INC COM 516806106 212 87,769 SH   SOLE   87,769 0 0
LAS VEGAS SANDS CORP COM 517834107 29,848 516,760 SH   SOLE   516,760 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 18,002 984,522 SH   SOLE   984,522 0 0
LAUDER ESTEE COS INC COM 518439104 35,212 176,988 SH   SOLE   176,988 0 0
LAUREATE EDUCATION INC COM 518613203 134 8,090 SH   SOLE   8,090 0 0
LAWSON PRODS INC COM 520776105 29 759 SH   SOLE   759 0 0
LAZYDAYS HLDGS INC COM 52110H100 7 1,387 SH   SOLE   1,387 0 0
LEAF GROUP LTD COM 52177G102 14 3,352 SH   SOLE   3,352 0 0
LEAR CORP COM 521865204 8,259 70,049 SH   SOLE   70,049 0 0
LEAP THERAPEUTICS INC COM 52187K101 3 2,314 SH   SOLE   2,314 0 0
LEE ENTERPRISES INC COM 523768109 21 10,394 SH   SOLE   10,394 0 0
LEGGETT & PLATT INC COM 524660107 3,048 74,450 SH   SOLE   74,450 0 0
LEGACY TEX FINL GROUP INC COM 52471Y106 32,048 736,227 SH   SOLE   716,474 0 19,753
LEGACY HOUSING CORP COM 52472M101 111 6,867 SH   SOLE   6,867 0 0
LEGG MASON INC COM 524901105 1,442 37,755 SH   SOLE   37,755 0 0
LEIDOS HLDGS INC COM 525327102 243,205 2,831,922 SH   SOLE   2,825,073 0 6,849
LEIDOS HLDGS INC COM 525327102 14,943 174,000 SH   OTR 4 174,000 0 0
LEIDOS HLDGS INC COM 525327102 6,810 79,300 SH   OTR 3 79,300 0 0
LEMAITRE VASCULAR INC COM 525558201 255 7,454 SH   SOLE   7,454 0 0
LENDINGTREE INC NEW COM 52603B107 81,372 262,128 SH   SOLE   199,738 0 62,390
LENDINGTREE INC NEW COM 52603B107 6,044 19,470 SH   OTR 3 19,470 0 0
LENDINGTREE INC NEW COM 52603B107 4,234 13,640 SH   OTR 3 13,640 0 0
LENNAR CORP COM 526057104 18,699 334,813 SH   SOLE   334,813 0 0
LENNOX INTL INC COM 526107107 23,484 96,653 SH   SOLE   96,653 0 0
LEVEL ONE BANCORP INC COM 52730D208 20 837 SH   SOLE   837 0 0
LEVI STRAUSS & CO NEW COM 52736R102 4,257 223,593 SH   SOLE   223,593 0 0
LEXICON PHARMACEUTICALS INC COM 528872302 170 56,519 SH   SOLE   56,519 0 0
LEXINGTON REALTY TRUST COM 529043101 8,017 782,170 SH   SOLE   782,170 0 0
LIBBEY INC COM 529898108 12 3,591 SH   SOLE   3,591 0 0
LIBERTY BROADBAND CORP COM 530307107 10,502 100,474 SH   SOLE   100,474 0 0
LIBERTY OILFIELD SVCS INC COM 53115L104 84 7,752 SH   SOLE   7,752 0 0
LIBERTY PPTY TR COM 531172104 13,654 266,011 SH   SOLE   266,011 0 0
LIBERTY MEDIA CORP DELAWARE COM 531229409 9,241 222,306 SH   SOLE   222,300 0 6
LIBERTY MEDIA CORP DELAWARE COM 531229607 503 11,997 SH   SOLE   11,978 0 19
LIBERTY MEDIA CORP DELAWARE COM 531229706 225 8,083 SH   SOLE   8,083 0 0
LIBERTY MEDIA CORP DELAWARE COM 531229870 1,302 32,877 SH   SOLE   32,877 0 0
LIBERTY TRIPADVISOR HLDGS IN COM 531465102 1,272 135,148 SH   SOLE   135,148 0 0
LIFEWAY FOODS INC COM 531914109 2 771 SH   SOLE   771 0 0
LIGAND PHARMACEUTICALS INC COM 53220K504 30,040 301,786 SH   SOLE   297,769 0 4,017
LIGAND PHARMACEUTICALS INC COM 53220K504 9,475 95,191 SH   OTR 3 95,191 0 0
LIGAND PHARMACEUTICALS INC COM 53220K504 1,073 10,776 SH   OTR 3 10,776 0 0
LIFEVANTAGE CORP COM 53222K205 100 7,295 SH   SOLE   7,295 0 0
LIFETIME BRANDS INC COM 53222Q103 20 2,223 SH   SOLE   2,223 0 0
LIFE STORAGE INC COM 53223X107 2,160 20,496 SH   SOLE   20,211 0 285
LIGHTPATH TECHNOLOGIES INC COM 532257805 4 4,201 SH   SOLE   4,201 0 0
LILIS ENERGY INC COM 532403201 5 15,692 SH   SOLE   15,692 0 0
LILLY ELI & CO COM 532457108 67,453 603,177 SH   SOLE   603,177 0 0
LIMELIGHT NETWORKS INC COM 53261M104 59 19,446 SH   SOLE   19,446 0 0
LIMESTONE BANCORP INC COM 53262L105 12 752 SH   SOLE   752 0 0
LIMBACH HLDGS INC COM 53263P105 5 1,000 SH   SOLE   1,000 0 0
LIMONEIRA CO COM 532746104 46 2,528 SH   SOLE   2,528 0 0
LINCOLN EDL SVCS CORP COM 533535100 8 3,717 SH   SOLE   3,717 0 0
LINCOLN ELEC HLDGS INC COM 533900106 2,890 33,308 SH   SOLE   33,308 0 0
LINCOLN NATL CORP IND COM 534187109 21,396 354,705 SH   SOLE   346,797 0 7,908
LINDBLAD EXPEDITIONS HLDGS I COM 535219109 153 9,128 SH   SOLE   9,128 0 0
LINDSAY CORP COM 535555106 144 1,553 SH   SOLE   1,553 0 0
LINEAGE CELL THERAPEUTICS IN COM 53566P109 25 25,867 SH   SOLE   25,867 0 0
LIONS GATE ENTMNT CORP COM 535919500 17,414 1,992,431 SH   SOLE   1,947,837 0 44,594
LIQUIDITY SERVICES INC COM 53635B107 33 4,403 SH   SOLE   4,403 0 0
LIQUIDIA TECHNOLOGIES INC COM 53635D202 8 2,182 SH   SOLE   2,182 0 0
LITHIA MTRS INC COM 536797103 13,892 104,937 SH   SOLE   86,256 0 18,681
LITTELFUSE INC COM 537008104 111,242 627,389 SH   SOLE   611,717 0 15,672
LITTELFUSE INC COM 537008104 5,896 33,255 SH   OTR 3 33,255 0 0
LITTELFUSE INC COM 537008104 5,087 28,692 SH   OTR 3 28,692 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 112,760 1,699,736 SH   SOLE   1,023,053 0 676,683
LIVE NATION ENTERTAINMENT IN COM 538034109 6,154 92,770 SH   OTR 3 92,770 0 0
LIVE OAK BANCSHARES INC COM 53803X105 96 5,282 SH   SOLE   5,282 0 0
LIVEPERSON INC COM 538146101 338 9,458 SH   SOLE   9,458 0 0
LIVENT CORP COM 53814L108 3,589 536,516 SH   SOLE   444,334 0 92,182
LIVERAMP HLDGS INC COM 53815P108 24,589 572,370 SH   SOLE   542,720 0 29,650
LIVERAMP HLDGS INC COM 53815P108 3,502 81,510 SH   OTR 3 81,510 0 0
LIVEXLIVE MEDIA INC COM 53839L208 11 5,572 SH   SOLE   5,572 0 0
LOCKHEED MARTIN CORP COM 539830109 129,757 332,658 SH   SOLE   332,029 0 629
LOEWS CORP COM 540424108 4,193 81,445 SH   SOLE   81,445 0 0
LOGICBIO THERAPEUTICS INC COM 54142F102 67 6,200 SH   SOLE   6,200 0 0
LOGMEIN INC COM 54142L109 68,154 960,458 SH   SOLE   946,858 0 13,600
LONESTAR RES US INC COM 54240F103 179 65,765 SH   SOLE   65,765 0 0
LORAL SPACE & COMMUNICATNS I COM 543881106 160 3,858 SH   SOLE   3,858 0 0
LOUISIANA PAC CORP COM 546347105 40,596 1,651,599 SH   SOLE   1,617,794 0 33,805
LOVESAC COMPANY COM 54738L109 29 1,543 SH   SOLE   1,543 0 0
LOWES COS INC COM 548661107 57,261 520,748 SH   SOLE   520,748 0 0
LUBYS INC COM 549282101 6 3,279 SH   SOLE   3,279 0 0
LUCKIN COFFEE INC ADR 54951L109 3,403 179,100 SH   SOLE   179,100 0 0
LULULEMON ATHLETICA INC COM 550021109 91,849 477,065 SH   SOLE   411,322 0 65,743
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 39 3,926 SH   SOLE   3,926 0 0
LUMENTUM HLDGS INC COM 55024U109 36,440 680,366 SH   SOLE   668,928 0 11,438
LUMINEX CORP DEL COM 55027E102 144 6,965 SH   SOLE   6,965 0 0
LUNA INNOVATIONS COM 550351100 27 4,662 SH   SOLE   4,662 0 0
LUTHER BURBANK CORP COM 550550107 33 2,941 SH   SOLE   2,941 0 0
LYDALL INC DEL COM 550819106 57 2,304 SH   SOLE   2,304 0 0
LYFT INC COM 55087P104 664 16,267 SH   SOLE   16,267 0 0
LYON WILLIAM HOMES COM 552074700 460 22,601 SH   SOLE   22,601 0 0
M & T BK CORP COM 55261F104 32,045 202,854 SH   SOLE   202,854 0 0
MBIA INC COM 55262C100 141 15,264 SH   SOLE   15,264 0 0
M D C HLDGS INC COM 552676108 2,337 54,214 SH   SOLE   54,214 0 0
MDU RES GROUP INC COM 552690109 19,398 688,117 SH   SOLE   688,117 0 0
MFA FINL INC COM 55272X102 3,156 428,792 SH   SOLE   428,792 0 0
MGE ENERGY INC COM 55277P104 64,979 813,565 SH   SOLE   805,565 0 8,000
MAM SOFTWARE GROUP INC COM 55277Q201 21 1,704 SH   SOLE   1,704 0 0
MEI PHARMA INC COM 55279B202 18 10,783 SH   SOLE   10,783 0 0
MGIC INVT CORP WIS COM 552848103 36,868 2,930,713 SH   SOLE   2,876,505 0 54,208
MGM RESORTS INTERNATIONAL COM 552953101 3,951 142,529 SH   SOLE   142,529 0 0
MGM GROWTH PPTYS LLC COM 55303A105 9,417 313,393 SH   SOLE   313,393 0 0
MGP INGREDIENTS INC NEW COM 55303J106 158 3,189 SH   SOLE   3,189 0 0
M/I HOMES INC COM 55305B101 2,743 72,863 SH   SOLE   68,963 0 3,900
MKS INSTRUMENT INC COM 55306N104 99,568 1,078,976 SH   SOLE   1,068,101 0 10,875
MKS INSTRUMENT INC COM 55306N104 5,698 61,750 SH   OTR 3 61,750 0 0
MRC GLOBAL INC COM 55345K103 221 18,242 SH   SOLE   18,242 0 0
MSA SAFETY INC COM 553498106 2,276 20,862 SH   SOLE   20,862 0 0
MSC INDL DIRECT INC COM 553530106 1,042 14,370 SH   SOLE   14,370 0 0
MSCI INC COM 55354G100 69,099 317,332 SH   SOLE   214,442 0 102,890
MSG NETWORK INC COM 553573106 1,968 121,301 SH   SOLE   121,301 0 0
MTS SYS CORP COM 553777103 248 4,497 SH   SOLE   4,497 0 0
MTBC INC COM 55378G102 5 1,256 SH   SOLE   1,256 0 0
MVB FINANCIAL CORP COM 553810102 37 1,866 SH   SOLE   1,866 0 0
MVC CAPITAL INC COM 553829102 24 2,643 SH   SOLE   2,643 0 0
MYR GROUP INC DEL COM 55405W104 41,785 1,335,409 SH   SOLE   1,312,641 0 22,768
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 61,635 2,867,434 SH   SOLE   2,830,410 0 37,024
MACATAWA BK CORP COM 554225102 53 5,149 SH   SOLE   5,149 0 0
MACERICH CO COM 554382101 2,994 94,792 SH   SOLE   94,778 0 14
MACK CALI RLTY CORP COM 554489104 39,249 1,812,068 SH   SOLE   1,769,364 0 42,704
MACQUARIE INFRASTRUCTURE COR CONB 55608BAB1 33,171 36,352,000 PRN   SOLE   5,561,000 0 30,791,000
MACROGENICS INC COM 556099109 4,170 326,779 SH   SOLE   326,779 0 0
MACYS INC COM 55616P104 1,468 94,497 SH   SOLE   94,497 0 0
MADDEN STEVEN LTD COM 556269108 118,790 3,319,077 SH   SOLE   3,234,206 0 84,871
MADDEN STEVEN LTD COM 556269108 5,454 152,399 SH   OTR 3 152,399 0 0
MADISON SQUARE GARDEN CO NEW COM 55825T103 846 3,209 SH   SOLE   3,209 0 0
MADRIGAL PHARMACEUTICALS INC COM 558868105 127 1,471 SH   SOLE   1,471 0 0
MAGELLAN HEALTH INC COM 559079207 45,389 730,907 SH   SOLE   713,304 0 17,603
MAGENTA THERAPEUTICS INC COM 55910K108 31 2,984 SH   SOLE   2,984 0 0
MAGNOLIA OIL & GAS CORP COM 559663109 50,171 4,519,950 SH   SOLE   4,436,298 0 83,652
MAIN STREET CAPITAL CORP COM 56035L104 488 11,294 SH   SOLE   11,294 0 0
MALIBU BOATS INC COM 56117J100 1,569 51,157 SH   SOLE   48,106 0 3,051
MAMMOTH ENERGY SVCS INC COM 56155L108 16 6,303 SH   SOLE   6,303 0 0
MANHATTAN ASSOCS INC COM 562750109 3,804 47,158 SH   SOLE   47,158 0 0
MANITEX INTL INC COM 563420108 19 2,800 SH   SOLE   2,800 0 0
MANITOWOC CO INC COM 563571405 76 6,057 SH   SOLE   6,057 0 0
MANNATECH INC COM 563771203 5 289 SH   SOLE   289 0 0
MANNING & NAPIER INC COM 56382Q102 5 2,614 SH   SOLE   2,614 0 0
MANNKIND CORP COM 56400P706 40 31,787 SH   SOLE   31,787 0 0
MANPOWERGROUP INC COM 56418H100 174,916 2,076,398 SH   SOLE   2,076,398 0 0
MANPOWERGROUP INC COM 56418H100 12,191 144,722 SH   OTR 4 144,722 0 0
MANPOWERGROUP INC COM 56418H100 5,221 61,975 SH   OTR 3 61,975 0 0
MANTECH INTL CORP COM 564563104 69,985 980,038 SH   SOLE   966,813 0 13,225
MARATHON OIL CORP COM 565849106 6,923 564,189 SH   SOLE   564,189 0 0
MARATHON PETE CORP COM 56585A102 23,517 387,117 SH   SOLE   387,117 0 0
MARCHEX INC COM 56624R108 21 6,559 SH   SOLE   6,559 0 0
MARCUS & MILLICHAP INC COM 566324109 549 15,473 SH   SOLE   15,473 0 0
MARCUS CORP COM 566330106 21,746 587,567 SH   SOLE   569,004 0 18,563
MARINEMAX INC COM 567908108 1,276 82,429 SH   SOLE   77,529 0 4,900
MARIN SOFTWARE INC COM 56804T205 2 892 SH   SOLE   892 0 0
MARINE PRODS CORP COM 568427108 26 1,844 SH   SOLE   1,844 0 0
MARINUS PHARMACEUTICALS INC COM 56854Q101 12 8,043 SH   SOLE   8,043 0 0
MARKEL CORP COM 570535104 104,824 88,691 SH   SOLE   88,691 0 0
MARKEL CORP COM 570535104 6,581 5,568 SH   OTR 4 5,568 0 0
MARKEL CORP COM 570535104 2,952 2,498 SH   OTR 3 2,498 0 0
MARKER THERAPEUTICS INC COM 57055L107 28 5,569 SH   SOLE   5,569 0 0
MARKETAXESS HLDGS INC COM 57060D108 17,646 53,882 SH   SOLE   53,882 0 0
MARLIN BUSINESS SVCS CORP COM 571157106 50 2,001 SH   SOLE   2,001 0 0
MARRIOTT VACTINS WORLDWID CO COM 57164Y107 19,352 186,776 SH   SOLE   153,923 0 32,853
MARRONE BIO INNOVATIONS INC COM 57165B106 21 14,555 SH   SOLE   14,555 0 0
MARSH & MCLENNAN COS INC COM 571748102 25,239 252,260 SH   SOLE   252,260 0 0
MARRIOTT INTL INC NEW COM 571903202 26,539 213,390 SH   SOLE   213,390 0 0
MARTEN TRANS LTD COM 573075108 50,006 2,406,438 SH   SOLE   2,370,913 0 35,525
MARTIN MARIETTA MATLS INC COM 573284106 15,646 57,083 SH   SOLE   54,638 0 2,445
MASCO CORP COM 574599106 10,230 245,450 SH   SOLE   245,450 0 0
MASIMO CORP COM 574795100 70,764 475,594 SH   SOLE   457,884 0 17,710
MASIMO CORP COM 574795100 7,962 53,510 SH   OTR 3 53,510 0 0
MASIMO CORP COM 574795100 7,139 47,980 SH   OTR 3 47,980 0 0
MASONITE INTL CORP NEW COM 575385109 4,529 78,083 SH   SOLE   78,083 0 0
MASTEC INC COM 576323109 578 8,903 SH   SOLE   8,903 0 0
MASTECH DIGITAL INC COM 57633B100 3 531 SH   SOLE   531 0 0
MASTERCARD INC COM 57636Q104 121,144 446,087 SH   SOLE   445,599 0 488
MASTERCRAFT BOAT HLDGS INC COM 57637H103 110 7,383 SH   SOLE   7,383 0 0
MATADOR RES CO COM 576485205 32,659 1,975,717 SH   SOLE   1,907,391 0 68,326
MATADOR RES CO COM 576485205 1,395 84,380 SH   OTR 3 84,380 0 0
MATCH GROUP INC COM 57665R106 16,498 230,932 SH   SOLE   230,932 0 0
MATERION CORP COM 576690101 311 5,066 SH   SOLE   5,066 0 0
MATINAS BIOPHARMA HLDGS INC COM 576810105 1,046 1,659,439 SH   SOLE   1,659,439 0 0
MATRIX SVC CO COM 576853105 2,261 131,900 SH   SOLE   123,700 0 8,200
MATSON INC COM 57686G105 1,690 45,067 SH   SOLE   45,067 0 0
MATTEL INC COM 577081102 439 38,563 SH   SOLE   38,563 0 0
MATTHEWS INTL CORP COM 577128101 2,705 76,422 SH   SOLE   76,422 0 0
MAUI LD & PINEAPPLE INC COM 577345101 14 1,312 SH   SOLE   1,312 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 23,570 407,017 SH   SOLE   407,017 0 0
MAXLINEAR INC COM 57776J100 182 8,136 SH   SOLE   8,136 0 0
MAXAR TECHNOLOGIES INC COM 57778K105 77 10,087 SH   SOLE   10,087 0 0
MAXIMUS INC COM 577933104 300,047 3,883,596 SH   SOLE   3,869,946 0 13,650
MAXIMUS INC COM 577933104 15,452 200,000 SH   OTR 4 200,000 0 0
MAXIMUS INC COM 577933104 6,940 89,825 SH   OTR 3 89,825 0 0
MAYVILLE ENGINEERING CO INC COM 578605107 15 1,135 SH   SOLE   1,135 0 0
MCCLATCHY CO COM 579489303 2 751 SH   SOLE   751 0 0
MCCORMICK & CO INC COM 579780206 8,672 55,484 SH   SOLE   55,484 0 0
MCDERMOTT INTL INC COM 580037703 56 27,476 SH   SOLE   27,476 0 0
MCDONALDS CORP COM 580135101 130,588 608,205 SH   SOLE   607,508 0 697
MCEWEN MNG INC COM 58039P107 771 494,100 SH   SOLE   494,100 0 0
MCGRATH RENTCORP COM 580589109 2,061 29,618 SH   SOLE   29,618 0 0
MCKESSON CORP COM 58155Q103 43,079 315,226 SH   SOLE   311,472 0 3,754
MEDALLION FINL CORP COM 583928106 24 3,810 SH   SOLE   3,810 0 0
MEDALIST DIVERSIFIED REIT IN COM 58403P105 1 345 SH   SOLE   345 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 7,842 400,899 SH   SOLE   400,129 0 770
MEDICINES CO COM 584688105 446 8,914 SH   SOLE   8,914 0 0
MEDICINOVA INC COM 58468P206 58 7,289 SH   SOLE   7,289 0 0
MEDIFAST INC COM 58470H101 11,519 111,159 SH   SOLE   109,524 0 1,635
MEDIDATA SOLUTIONS INC COM 58471A105 1,100 12,018 SH   SOLE   12,018 0 0
MEDNAX INC COM 58502B106 293 12,933 SH   SOLE   12,933 0 0
MEDLEY CAP CORP COM 58503F106 25 9,808 SH   SOLE   9,808 0 0
MEDLEY MGMT INC COM 58503T106 3 834 SH   SOLE   834 0 0
MEDPACE HLDGS INC COM 58506Q109 992 11,806 SH   SOLE   11,806 0 0
MEET GROUP INC COM 58513U101 88 27,002 SH   SOLE   27,002 0 0
MELINTA THERAPEUTICS INC COM 58549G209 7 1,748 SH   SOLE   1,748 0 0
MENLO THERAPEUTICS INC COM 586858102 7 1,659 SH   SOLE   1,659 0 0
MERCADOLIBRE INC COM 58733R102 7,007 12,712 SH   SOLE   12,712 0 0
MERCANTILE BANK CORP COM 587376104 2,157 65,777 SH   SOLE   61,502 0 4,275
MERCER INTL INC COM 588056101 202 16,123 SH   SOLE   16,123 0 0
MERCHANTS BANCORP IND COM 58844R108 50 3,049 SH   SOLE   3,049 0 0
MERCK & CO INC COM 58933Y105 364,963 4,335,513 SH   SOLE   4,335,513 0 0
MERCURY SYS INC COM 589378108 48,584 598,547 SH   SOLE   574,837 0 23,710
MERCURY SYS INC COM 589378108 5,602 69,020 SH   OTR 3 69,020 0 0
MERCURY SYS INC COM 589378108 5,296 65,240 SH   OTR 3 65,240 0 0
MERCURY GENL CORP NEW COM 589400100 7,976 142,739 SH   SOLE   142,739 0 0
MEREDITH CORP COM 589433101 197 5,368 SH   SOLE   5,368 0 0
MERIDIAN BIOSCIENCE INC COM 589584101 1,347 141,919 SH   SOLE   141,919 0 0
MERIDIAN BANCORP INC MD COM 58958U103 1,570 83,749 SH   SOLE   83,749 0 0
MERIT MED SYS INC COM 589889104 3,163 103,851 SH   SOLE   103,851 0 0
MERITAGE HOMES CORP COM 59001A102 20,708 294,355 SH   SOLE   286,524 0 7,831
MERITOR INC COM 59001K100 32,205 1,740,830 SH   SOLE   1,700,013 0 40,817
MERRIMACK PHARMACEUTICALS IN COM 590328209 10 2,258 SH   SOLE   2,258 0 0
MERSANA THERAPEUTICS INC COM 59045L106 10 6,444 SH   SOLE   6,444 0 0
MESA AIR GROUP INC COM 590479135 76 11,307 SH   SOLE   11,307 0 0
MESA LABS INC COM 59064R109 316 1,330 SH   SOLE   1,330 0 0
META FINL GROUP INC COM 59100U108 418 12,821 SH   SOLE   12,821 0 0
METHODE ELECTRS INC COM 591520200 708 21,051 SH   SOLE   21,051 0 0
METLIFE INC COM 59156R108 62,321 1,321,479 SH   SOLE   1,321,479 0 0
METROPOLITAN BK HLDG CORP COM 591774104 35 899 SH   SOLE   899 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 9,723 13,803 SH   SOLE   13,803 0 0
MEXCO ENERGY CORP COM 592770101 1 160 SH   SOLE   160 0 0
MICHAELS COS INC COM 59408Q106 247 25,251 SH   SOLE   25,251 0 0
MICROSOFT CORP COM 594918104 971,199 6,985,535 SH   SOLE   6,979,405 0 6,130
MICROVISION INC DEL COM 594960304 11 18,671 SH   SOLE   18,671 0 0
MICROSTRATEGY INC COM 594972408 61,018 411,258 SH   SOLE   405,033 0 6,225
MICROCHIP TECHNOLOGY INC COM 595017104 127,994 1,377,612 SH   SOLE   982,011 0 395,601
MICROBOT MED INC COM 59503A204 3 659 SH   SOLE   659 0 0
MICRON TECHNOLOGY INC COM 595112103 31,100 725,778 SH   SOLE   725,778 0 0
MICRON SOLUTIONS INC COM 59511X105 1 386 SH   SOLE   386 0 0
MID AMER APT CMNTYS INC COM 59522J103 5,076 39,044 SH   SOLE   38,909 0 135
MIDDLEBY CORP COM 596278101 20,210 172,885 SH   SOLE   147,600 0 25,285
MIDDLESEX WATER CO COM 596680108 279 4,290 SH   SOLE   4,290 0 0
MIDLAND STS BANCORP INC ILL COM 597742105 102 3,900 SH   SOLE   3,900 0 0
MIDWESTONE FINL GROUP INC NE COM 598511103 85 2,782 SH   SOLE   2,782 0 0
MILACRON HLDGS CORP COM 59870L106 59,785 3,586,391 SH   SOLE   3,544,016 0 42,375
MILLENDO THERAPEUTICS INC COM 60040X103 10 1,398 SH   SOLE   1,398 0 0
MILLER HERMAN INC COM 600544100 10,844 235,286 SH   SOLE   231,502 0 3,784
MILLER INDS INC TENN COM 600551204 57 1,724 SH   SOLE   1,724 0 0
MINERALS TECHNOLOGIES INC COM 603158106 70,825 1,334,054 SH   SOLE   1,315,329 0 18,725
MINERVA NEUROSCIENCES INC COM 603380106 47 6,113 SH   SOLE   6,113 0 0
MIRAGEN THERAPEUTICS INC COM 60463E103 3 3,963 SH   SOLE   3,963 0 0
MIRATI THERAPEUTICS INC COM 60468T105 24,977 320,594 SH   SOLE   309,264 0 11,330
MIRATI THERAPEUTICS INC COM 60468T105 2,391 30,690 SH   OTR 3 30,690 0 0
MISONIX INC COM 604871103 29 1,441 SH   SOLE   1,441 0 0
MISTRAS GROUP INC COM 60649T107 2,084 127,062 SH   SOLE   127,062 0 0
MITCHAM INDS INC COM 606501104 5 1,509 SH   SOLE   1,509 0 0
MITEK SYS INC COM 606710200 1,608 166,616 SH   SOLE   155,716 0 10,900
MOBILEIRON INC COM 60739U204 1,095 167,297 SH   SOLE   157,040 0 10,257
MOBILE TELESYSTEMS PJSC ADR 607409109 360 44,390 SH   SOLE   44,390 0 0
MOBILE MINI INC COM 60740F105 215 5,830 SH   SOLE   5,830 0 0
MODEL N INC COM 607525102 127 4,562 SH   SOLE   4,562 0 0
MODERNA INC COM 60770K107 490 30,806 SH   SOLE   30,806 0 0
MODINE MFG CO COM 607828100 2,745 241,465 SH   SOLE   230,715 0 10,750
MOELIS & CO COM 60786M105 1,353 41,201 SH   SOLE   41,201 0 0
MOHAWK GROUP HLDGS INC COM 608189106 5 662 SH   SOLE   662 0 0
MOHAWK INDS INC COM 608190104 2,662 21,455 SH   SOLE   21,455 0 0
MOLECULAR TEMPLATES INC COM 608550109 26 3,906 SH   SOLE   3,906 0 0
MOLECULIN BIOTECH INC COM 60855D101 8 7,079 SH   SOLE   7,079 0 0
MOLINA HEALTHCARE INC COM 60855R100 3,046 27,759 SH   SOLE   27,759 0 0
MOLSON COORS BREWING CO COM 60871R209 18,718 325,538 SH   SOLE   325,538 0 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 150 11,542 SH   SOLE   11,542 0 0
MOMO INC ADR 60879B107 17,922 578,507 SH   SOLE   426,120 0 152,387
MONARCH CASINO & RESORT INC COM 609027107 189 4,523 SH   SOLE   4,523 0 0
MONDELEZ INTL INC COM 609207105 123,852 2,238,825 SH   SOLE   2,238,825 0 0
MONEYGRAM INTL INC COM 60935Y208 27 6,898 SH   SOLE   6,898 0 0
MONGODB INC COM 60937P106 36 297 SH   SOLE   297 0 0
MONMOUTH REAL ESTATE INVT CO COM 609720107 322 22,335 SH   SOLE   16,960 0 5,375
MONOLITHIC PWR SYS INC COM 609839105 99,703 640,643 SH   SOLE   472,648 0 167,995
MONOLITHIC PWR SYS INC COM 609839105 6,744 43,334 SH   OTR 3 43,334 0 0
MONOLITHIC PWR SYS INC COM 609839105 3,666 23,558 SH   OTR 3 23,558 0 0
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 127 6,407 SH   SOLE   6,407 0 0
MONRO INC COM 610236101 43,750 553,728 SH   SOLE   523,898 0 29,830
MONRO INC COM 610236101 6,403 81,040 SH   OTR 3 81,040 0 0
MONROE CAP CORP COM 610335101 39 3,681 SH   SOLE   3,681 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 17,968 309,466 SH   SOLE   309,444 0 22
MONTAGE RES CORP COM 61179L100 11 2,821 SH   SOLE   2,821 0 0
MOODYS CORP COM 615369105 14,673 71,635 SH   SOLE   71,635 0 0
MOOG INC COM 615394202 426 5,249 SH   SOLE   5,249 0 0
MORGAN STANLEY COM 617446448 32,508 761,839 SH   SOLE   761,839 0 0
MORNINGSTAR INC COM 617700109 11,232 76,860 SH   SOLE   76,860 0 0
MORPHIC HLDG INC COM 61775R105 19 1,064 SH   SOLE   1,064 0 0
MOSAIC CO NEW COM 61945C103 2,284 111,416 SH   SOLE   111,416 0 0
MOSYS INC COM 619718307 1 353 SH   SOLE   353 0 0
MOTORCAR PTS AMER INC COM 620071100 2,009 118,868 SH   SOLE   111,109 0 7,759
MOTOROLA SOLUTIONS INC COM 620076307 185,873 1,090,738 SH   SOLE   1,088,866 0 1,872
MOTOROLA SOLUTIONS INC COM 620076307 11,895 69,800 SH   OTR 4 69,800 0 0
MOTOROLA SOLUTIONS INC COM 620076307 5,042 29,589 SH   OTR 3 29,589 0 0
MOTUS GI HLDGS INC COM 62014P108 8 4,000 SH   SOLE   4,000 0 0
MOVADO GROUP INC COM 624580106 990 39,831 SH   SOLE   39,831 0 0
MUELLER INDS INC COM 624756102 40,356 1,407,105 SH   SOLE   1,386,105 0 21,000
MUELLER WTR PRODS INC COM 624758108 263 23,383 SH   SOLE   23,383 0 0
MR COOPER GROUP INC COM 62482R107 133 12,553 SH   SOLE   12,553 0 0
MURPHY OIL CORP COM 626717102 1,703 77,017 SH   SOLE   77,017 0 0
MURPHY USA INC COM 626755102 565 6,621 SH   SOLE   6,621 0 0
MUSTANG BIO INC COM 62818Q104 17 5,219 SH   SOLE   5,219 0 0
MUTUALFIRST FINL INC COM 62845B104 49 1,552 SH   SOLE   1,552 0 0
MYERS INDS INC COM 628464109 82 4,661 SH   SOLE   4,661 0 0
MYRIAD GENETICS INC COM 62855J104 366 12,778 SH   SOLE   12,778 0 0
MYOMO INC COM 62857J102 2 2,952 SH   SOLE   2,952 0 0
MYOKARDIA INC COM 62857M105 5,004 95,961 SH   SOLE   95,961 0 0
NBT BANCORP INC COM 628778102 1,581 43,198 SH   SOLE   43,198 0 0
NCR CORP NEW COM 62886E108 59,368 1,881,126 SH   SOLE   1,840,932 0 40,194
NCS MULTISTAGE HLDGS INC COM 628877102 5 2,489 SH   SOLE   2,489 0 0
NII HLDGS INC COM 62913F508 24 12,256 SH   SOLE   12,256 0 0
NIC INC COM 62914B100 871 42,161 SH   SOLE   42,161 0 0
NL INDS INC COM 629156407 6 1,472 SH   SOLE   1,472 0 0
NMI HLDGS INC COM 629209305 10,044 382,473 SH   SOLE   376,410 0 6,063
NGM BIOPHARMACEUTICALS INC COM 62921N105 4,395 317,316 SH   SOLE   317,316 0 0
NN INC COM 629337106 1,487 208,608 SH   SOLE   194,785 0 13,823
NRG ENERGY INC COM 629377508 3,676 92,817 SH   SOLE   92,817 0 0
NTN BUZZTIME INC COM 629410606 1 305 SH   SOLE   305 0 0
NVE CORP COM 629445206 35 532 SH   SOLE   532 0 0
NVR INC COM 62944T105 40,088 10,784 SH   SOLE   9,441 0 1,343
NV5 GLOBAL INC COM 62945V109 59 858 SH   SOLE   858 0 0
NACCO INDS INC COM 629579103 41 642 SH   SOLE   642 0 0
NABORS INDS INC NEW CONB 62957HAB1 4,142 6,495,000 PRN   SOLE   0 0 6,495,000
NANOMETRICS INC COM 630077105 1,760 53,946 SH   SOLE   50,773 0 3,173
NANOSTRING TECHNOLOGIES INC COM 63009R109 224 10,366 SH   SOLE   10,366 0 0
NANTHEALTH INC COM 630104107 3 3,960 SH   SOLE   3,960 0 0
NANTKWEST INC COM 63016Q102 11 9,415 SH   SOLE   9,415 0 0
NAPCO SEC TECHNOLOGIES INC COM 630402105 2,511 98,395 SH   SOLE   98,395 0 0
NASDAQ INC COM 631103108 14,215 143,081 SH   SOLE   143,081 0 0
NATERA INC COM 632307104 2,229 67,951 SH   SOLE   67,951 0 0
NATHANS FAMOUS INC NEW COM 632347100 35 489 SH   SOLE   489 0 0
NATIONAL BK HLDGS CORP COM 633707104 132 3,851 SH   SOLE   3,851 0 0
NATIONAL BANKSHARES INC VA COM 634865109 44 1,089 SH   SOLE   1,089 0 0
NATIONAL BEVERAGE CORP COM 635017106 190 4,272 SH   SOLE   4,272 0 0
NATIONAL CINEMEDIA INC COM 635309107 110 13,366 SH   SOLE   13,366 0 0
NATIONAL HEALTHCARE CORP COM 635906100 2,805 34,264 SH   SOLE   34,264 0 0
NATIONAL FUEL GAS CO N J COM 636180101 800 17,042 SH   SOLE   17,042 0 0
NATIONAL GEN HLDGS CORP COM 636220303 2,402 104,343 SH   SOLE   104,343 0 0
NATIONAL HEALTH INVS INC COM 63633D104 5,271 63,979 SH   SOLE   63,979 0 0
NATIONAL INSTRS CORP COM 636518102 4,352 103,633 SH   SOLE   103,633 0 0
NATIONAL OILWELL VARCO INC COM 637071101 102 4,828 SH   SOLE   4,828 0 0
NATIONAL PRESTO INDS INC COM 637215104 1,441 16,175 SH   SOLE   16,175 0 0
NATIONAL RESH CORP COM 637372202 103 1,791 SH   SOLE   1,791 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 144,812 2,567,589 SH   SOLE   2,567,589 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 10,393 184,276 SH   OTR 4 184,276 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 4,432 78,578 SH   OTR 3 78,578 0 0
NATIONAL STORAGE AFFILIATES COM 637870106 342 10,242 SH   SOLE   10,242 0 0
NATIONAL VISION HLDGS INC COM 63845R107 261 10,845 SH   SOLE   10,845 0 0
NATIONAL WESTN LIFE GROUP IN COM 638517102 462 1,720 SH   SOLE   1,720 0 0
NATURAL ALTERNATIVES INTL IN COM 638842302 10 1,138 SH   SOLE   1,138 0 0
NATURAL GAS SERVICES GROUP COM 63886Q109 1,207 94,246 SH   SOLE   88,080 0 6,166
NATURAL GROCERS BY VITAMIN C COM 63888U108 24 2,384 SH   SOLE   2,384 0 0
NATURES SUNSHINE PRODUCTS IN COM 639027101 24 2,950 SH   SOLE   2,950 0 0
NATUS MEDICAL INC COM 639050103 30,029 943,116 SH   SOLE   928,541 0 14,575
NAUTILUS INC COM 63910B102 6 4,231 SH   SOLE   4,231 0 0
NAVISTAR INTL CORP NEW COM 63934E108 417 14,818 SH   SOLE   14,818 0 0
NAVIGANT CONSULTING INC COM 63935N107 170 6,093 SH   SOLE   6,093 0 0
NAVIDEA BIOPHARMACEUTICALS I COM 63937X202 2 2,849 SH   SOLE   2,849 0 0
NAVIENT CORPORATION COM 63938C108 1,870 146,072 SH   SOLE   146,072 0 0
NEENAH INC COM 640079109 1,518 23,318 SH   SOLE   23,318 0 0
NEKTAR THERAPEUTICS COM 640268108 40 2,193 SH   SOLE   2,193 0 0
NELNET INC COM 64031N108 1,339 21,051 SH   SOLE   21,051 0 0
NEOGEN CORP COM 640491106 473 6,945 SH   SOLE   6,945 0 0
NEOGENOMICS INC COM 64049M209 6,031 315,422 SH   SOLE   315,422 0 0
NEON THERAPEUTICS INC COM 64050Y100 4 2,397 SH   SOLE   2,397 0 0
NEOPHOTONICS CORP COM 64051T100 42 6,861 SH   SOLE   6,861 0 0
NEOS THERAPEUTICS INC COM 64052L106 13 8,503 SH   SOLE   8,503 0 0
NETAPP INC COM 64110D104 18,503 352,372 SH   SOLE   352,372 0 0
NETFLIX INC COM 64110L106 96,188 359,421 SH   SOLE   359,407 0 14
NETEASE INC ADR 64110W102 11,057 41,541 SH   SOLE   41,541 0 0
NETGEAR INC COM 64111Q104 46,720 1,450,038 SH   SOLE   1,429,313 0 20,725
NET ELEMENT INC COM 64111R300 3 611 SH   SOLE   611 0 0
NETSOL TECHNOLOGIES INC COM 64115A402 11 1,976 SH   SOLE   1,976 0 0
NETSCOUT SYS INC COM 64115T104 1,947 84,453 SH   SOLE   84,453 0 0
NEUROMETRIX INC COM 641255708 0 1,504 SH   SOLE   1,504 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 28,281 313,846 SH   SOLE   313,846 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 11,367 126,150 SH   OTR 3 126,150 0 0
NEURALSTEM INC COM 64127R500 0 158 SH   SOLE   158 0 0
NEUROTROPE INC COM 64129T207 2 2,024 SH   SOLE   2,024 0 0
NEURONETICS INC COM 64131A105 48 5,743 SH   SOLE   5,743 0 0
NEVRO CORP COM 64157F103 416 4,837 SH   SOLE   4,837 0 0
NEW AGE BEVERAGES CORP COM 64157V108 34 12,490 SH   SOLE   12,490 0 0
NEW HOME CO INC COM 645370107 10 2,329 SH   SOLE   2,329 0 0
NEW JERSEY RES COM 646025106 30,108 665,805 SH   SOLE   648,174 0 17,631
NEW MEDIA INVT GROUP INC COM 64704V106 79 8,937 SH   SOLE   8,937 0 0
NEW MTN FIN CORP COM 647551100 180 13,194 SH   SOLE   13,194 0 0
NEW ORIENTAL ED & TECH GRP I ADR 647581107 714 6,448 SH   SOLE   6,448 0 0
NEW RESIDENTIAL INVT CORP COM 64828T201 2,725 173,769 SH   SOLE   173,769 0 0
NEW RELIC INC COM 64829B100 1,577 25,670 SH   SOLE   25,670 0 0
NEW SR INVT GROUP INC COM 648691103 225 33,646 SH   SOLE   33,646 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 16,468 1,312,217 SH   SOLE   1,312,217 0 0
NEW YORK CMNTY CAP TR V CPFD 64944P307 26,451 529,011 SH   SOLE   150,940 0 378,071
NEW YORK MTG TR INC COM 649604501 724 118,808 SH   SOLE   109,758 0 9,050
NEW YORK TIMES CO COM 650111107 783 27,492 SH   SOLE   27,492 0 0
NEWELL BRANDS INC COM 651229106 89 4,768 SH   SOLE   4,768 0 0
NEWLINK GENETICS CORP COM 651511107 8 5,302 SH   SOLE   5,302 0 0
NEWMARKET CORP COM 651587107 4,277 9,059 SH   SOLE   9,059 0 0
NEWMARK GROUP INC COM 65158N102 245 27,013 SH   SOLE   27,013 0 0
NEWMONT GOLDCORP CORPORATION COM 651639106 69,687 1,837,733 SH   SOLE   1,828,294 0 9,439
NEWPARK RES INC COM 651718504 30,989 4,066,774 SH   SOLE   3,848,010 0 218,764
NEWPARK RES INC COM 651718504 4,110 539,430 SH   OTR 3 539,430 0 0
NEWS CORP NEW COM 65249B109 67 4,825 SH   SOLE   4,825 0 0
NEWS CORP NEW COM 65249B208 22 1,524 SH   SOLE   1,524 0 0
NEWTEK BUSINESS SVCS CORP COM 652526203 73 3,235 SH   SOLE   3,235 0 0
NEXSTAR MEDIA GROUP INC COM 65336K103 1,003 9,804 SH   SOLE   9,804 0 0
NEXTERA ENERGY INC COM 65339F101 53,591 230,015 SH   SOLE   229,979 0 36
NEXTERA ENERGY INC CPFD 65339F796 3,489 69,582 SH   SOLE   0 0 69,582
NEXPOINT RESIDENTIAL TR INC COM 65341D102 1,971 42,142 SH   SOLE   40,092 0 2,050
NEXTDECADE CORP COM 65342K105 105 18,219 SH   SOLE   18,219 0 0
NI HLDGS INC COM 65342T106 29 1,720 SH   SOLE   1,720 0 0
NEXTGEN HEALTHCARE INC COM 65343C102 274 17,507 SH   SOLE   17,507 0 0
NEXTCURE INC COM 65343E108 90 2,933 SH   SOLE   2,933 0 0
NICHOLAS FINANCIAL INC COM 65373J209 19 2,070 SH   SOLE   2,070 0 0
NIKE INC COM 654106103 99,529 1,059,719 SH   SOLE   1,059,719 0 0
NINE ENERGY SVC INC COM 65441V101 17 2,709 SH   SOLE   2,709 0 0
NISOURCE INC COM 65473P105 2,967 99,173 SH   SOLE   99,131 0 42
NLIGHT INC COM 65487K100 51 3,265 SH   SOLE   3,265 0 0
NOBLE ENERGY INC COM 655044105 43,751 1,947,949 SH   SOLE   1,931,001 0 16,948
NOODLES & CO COM 65540B105 27 4,827 SH   SOLE   4,827 0 0
NORDSON CORP COM 655663102 5,423 37,075 SH   SOLE   37,075 0 0
NORDSTROM INC COM 655664100 2,028 60,245 SH   SOLE   60,245 0 0
NORFOLK SOUTHERN CORP COM 655844108 23,659 131,688 SH   SOLE   131,688 0 0
NORTHERN OIL & GAS INC NEV COM 665531109 196 99,806 SH   SOLE   99,806 0 0
NORTHERN TECH INTL CORP COM 665809109 16 1,323 SH   SOLE   1,323 0 0
NORTHERN TR CORP COM 665859104 17,937 192,210 SH   SOLE   186,264 0 5,946
NORTHFIELD BANCORP INC DEL COM 66611T108 115 7,171 SH   SOLE   7,171 0 0
NORTHRIM BANCORP INC COM 666762109 46 1,147 SH   SOLE   1,147 0 0
NORTHROP GRUMMAN CORP COM 666807102 29,605 78,991 SH   SOLE   75,894 0 3,097
NORTHWEST BANCSHARES INC MD COM 667340103 4,681 285,589 SH   SOLE   285,589 0 0
NORTHWEST NAT HLDG CO COM 66765N105 320 4,485 SH   SOLE   4,485 0 0
NORTHWEST PIPE CO COM 667746101 43 1,543 SH   SOLE   1,543 0 0
NORTHWESTERN CORP COM 668074305 98,846 1,317,063 SH   SOLE   1,293,330 0 23,733
NORWOOD FINANCIAL CORP COM 669549107 36 1,132 SH   SOLE   1,132 0 0
NOVA LIFESTYLE INC COM 66979P102 2 3,120 SH   SOLE   3,120 0 0
NOVABAY PHARMACEUTICALS INC COM 66987P201 1 1,655 SH   SOLE   1,655 0 0
NOVARTIS A G ADR 66987V109 1,269 14,607 SH   SOLE   14,607 0 0
NOVAN INC COM 66988N106 9 3,521 SH   SOLE   3,521 0 0
NOVAVAX INC COM 670002401 20 3,973 SH   SOLE   3,973 0 0
NOVELLUS SYS INC CONB 670008AD3 99,435 13,915,000 PRN   SOLE   3,870,000 0 10,045,000
NOVANTA INC COM 67000B104 443 5,419 SH   SOLE   5,419 0 0
NOVUS THERAPEUTICS INC COM 67011N105 1 2,110 SH   SOLE   2,110 0 0
NOW INC COM 67011P100 241 20,976 SH   SOLE   20,976 0 0
NU SKIN ENTERPRISES INC COM 67018T105 3,403 80,019 SH   SOLE   80,019 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 267,482 16,399,869 SH   SOLE   16,325,686 0 74,183
NUANCE COMMUNICATIONS INC COM 67020Y100 16,375 1,004,000 SH   OTR 4 1,004,000 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 7,242 444,025 SH   OTR 3 444,025 0 0
NUCOR CORP COM 670346105 27,375 537,710 SH   SOLE   537,710 0 0
NUTANIX INC COM 67059N108 413 15,738 SH   SOLE   15,738 0 0
NVIDIA CORP COM 67066G104 194,082 1,114,963 SH   SOLE   1,047,565 0 67,398
NUVASIVE INC COM 670704105 56,124 885,516 SH   SOLE   873,441 0 12,075
NUVECTRA CORP COM 67075N108 7 5,043 SH   SOLE   5,043 0 0
OGE ENERGY CORP COM 670837103 28,301 623,637 SH   SOLE   623,637 0 0
NXT ID INC COM 67091J206 3 4,810 SH   SOLE   4,810 0 0
NUVERRA ENVIRONMENTAL SOLUTI COM 67091K302 7 1,556 SH   SOLE   1,556 0 0
OHA INVT CORP COM 67091U102 4 3,350 SH   SOLE   3,350 0 0
OFS CAP CORP COM 67103B100 22 1,876 SH   SOLE   1,876 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 77,904 195,489 SH   SOLE   115,129 0 80,360
OFG BANCORP COM 67103X102 1,937 88,438 SH   SOLE   88,438 0 0
OSI SYSTEMS INC COM 671044105 383 3,773 SH   SOLE   3,773 0 0
OP BANCORP COM 67109R109 18 1,804 SH   SOLE   1,804 0 0
OFS CREDIT COMPANY INC BDC 67111Q107 6 353 SH   SOLE   353 0 0
OAKTREE SPECIALTY LENDING CO COM 67401P108 109 21,066 SH   SOLE   21,066 0 0
OASIS PETE INC NEW COM 674215108 19,962 5,769,345 SH   SOLE   5,611,925 0 157,420
OBALON THERAPEUTICS INC COM 67424L209 2 819 SH   SOLE   819 0 0
OCCIDENTAL PETE CORP COM 674599105 48,682 1,094,709 SH   SOLE   1,094,709 0 0
OCEAN BIO CHEM INC COM 674631106 3 876 SH   SOLE   876 0 0
OCEAN PWR TECHNOLOGIES INC COM 674870506 2 1,024 SH   SOLE   1,024 0 0
OCEANEERING INTL INC COM 675232102 186 13,716 SH   SOLE   13,716 0 0
OCEANFIRST FINL CORP COM 675234108 366 15,523 SH   SOLE   15,523 0 0
OCWEN FINL CORP COM 675746309 32 16,945 SH   SOLE   16,945 0 0
OCULAR THERAPEUTIX INC COM 67576A100 22 7,115 SH   SOLE   7,115 0 0
OCUGEN INC COM 67577C105 1 263 SH   SOLE   263 0 0
ODONATE THERAPEUTICS INC COM 676079106 68 2,609 SH   SOLE   2,609 0 0
ODYSSEY MARINE EXPLORATION I COM 676118201 6 1,567 SH   SOLE   1,567 0 0
OFFICE DEPOT INC COM 676220106 2,260 1,287,637 SH   SOLE   1,287,637 0 0
OFFICE PPTYS INCOME TR COM 67623C109 265 8,659 SH   SOLE   8,659 0 0
OIL DRI CORP AMER COM 677864100 28 817 SH   SOLE   817 0 0
OIL STS INTL INC COM 678026105 103 7,727 SH   SOLE   7,727 0 0
OKTA INC COM 679295105 30,205 306,774 SH   SOLE   136,944 0 169,830
OLD DOMINION FREIGHT LINE IN COM 679580100 38,659 227,448 SH   SOLE   203,939 0 23,509
OLD LINE BANCSHARES INC COM 67984M100 1,030 35,522 SH   SOLE   33,122 0 2,400
OLD NATL BANCORP IND COM 680033107 606 35,200 SH   SOLE   35,200 0 0
OLD POINT FINL CORP COM 680194107 20 824 SH   SOLE   824 0 0
OLD REP INTL CORP COM 680223104 94,032 3,989,470 SH   SOLE   3,989,470 0 0
OLD REP INTL CORP COM 680223104 6,305 267,500 SH   OTR 4 267,500 0 0
OLD REP INTL CORP COM 680223104 2,806 119,050 SH   OTR 3 119,050 0 0
OLD SECOND BANCORP INC ILL COM 680277100 57 4,684 SH   SOLE   4,684 0 0
OLIN CORP COM 680665205 417 22,264 SH   SOLE   22,264 0 0
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 646 11,024 SH   SOLE   11,024 0 0
OLYMPIC STEEL INC COM 68162K106 22 1,526 SH   SOLE   1,526 0 0
OMNICOM GROUP INC COM 681919106 56,912 726,843 SH   SOLE   726,843 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 2,668 63,846 SH   SOLE   63,433 0 413
OMEGA FLEX INC COM 682095104 39 382 SH   SOLE   382 0 0
OMNOVA SOLUTIONS INC COM 682129101 76 7,510 SH   SOLE   7,510 0 0
OMNICELL INC COM 68213N109 763 10,564 SH   SOLE   10,564 0 0
OMEROS CORP COM 682143102 134 8,215 SH   SOLE   8,215 0 0
ON DECK CAP INC COM 682163100 38 11,346 SH   SOLE   11,346 0 0
ON SEMICONDUCTOR CORP COM 682189105 24,958 1,299,208 SH   SOLE   1,234,042 0 65,166
ON SEMICONDUCTOR CORP CONB 682189AK1 10,021 8,585,000 PRN   SOLE   1,825,000 0 6,760,000
ONCONOVA THERAPEUTICS INC COM 68232V405 1 1,081 SH   SOLE   1,081 0 0
ONCOSEC MED INC COM 68234L306 3 1,524 SH   SOLE   1,524 0 0
180 DEGREE CAP CORP BDC 68235B109 9 4,371 SH   SOLE   4,371 0 0
ONCOCYTE CORPORATION COM 68235C107 12 5,802 SH   SOLE   5,802 0 0
ONE GAS INC COM 68235P108 73,250 762,152 SH   SOLE   747,326 0 14,826
ONCTERNAL THERAPEUTICS INC COM 68236P107 2 467 SH   SOLE   467 0 0
ONE LIBERTY PPTYS INC COM 682406103 83 3,013 SH   SOLE   3,013 0 0
FLWS/1-800 FLOWERS COM 68243Q106 166 11,225 SH   SOLE   11,225 0 0
1347 PPTY INS HLDGS INC COM 68244P107 4 830 SH   SOLE   830 0 0
ONE STOP SYS INC COM 68247W109 5 1,624 SH   SOLE   1,624 0 0
ONEOK INC NEW COM 682680103 44,352 601,879 SH   SOLE   601,879 0 0
ONEMAIN HLDGS INC COM 68268W103 2,762 75,292 SH   SOLE   75,292 0 0
ONESPAN INC COM 68287N100 75 5,141 SH   SOLE   5,141 0 0
OOMA INC COM 683416101 34 3,306 SH   SOLE   3,306 0 0
OPGEN INC COM 68373L307 1 158 SH   SOLE   158 0 0
OPIANT PHARMACEUTICALS INC COM 683750103 10 683 SH   SOLE   683 0 0
OPKO HEALTH INC COM 68375N103 146 69,831 SH   SOLE   69,831 0 0
OPPENHEIMER HLDGS INC COM 683797104 1,231 40,968 SH   SOLE   40,968 0 0
OPTICAL CABLE CORP COM 683827208 4 1,006 SH   SOLE   1,006 0 0
ORACLE CORP COM 68389X105 126,404 2,297,009 SH   SOLE   2,293,522 0 3,487
OPUS BK IRVINE CALIF COM 684000102 213 9,771 SH   SOLE   9,771 0 0
ORAGENICS INC COM 684023302 4 7,621 SH   SOLE   7,621 0 0
ORAMED PHARM INC COM 68403P203 8 2,472 SH   SOLE   2,472 0 0
OPTION CARE HEALTH INC COM 68404L102 70 21,793 SH   SOLE   21,793 0 0
OPTINOSE INC COM 68404V100 12 1,783 SH   SOLE   1,783 0 0
ORASURE TECHNOLOGIES INC COM 68554V108 72 9,609 SH   SOLE   9,609 0 0
ORBCOMM INC COM 68555P100 64 13,481 SH   SOLE   13,481 0 0
ORCHARD THERAPEUTICS PLC ADR 68570P101 1,620 136,363 SH   SOLE   136,363 0 0
ORCHID IS CAP INC COM 68571X103 60 10,397 SH   SOLE   10,397 0 0
ORGENESIS INC COM 68619K204 11 2,350 SH   SOLE   2,350 0 0
ORGANOGENESIS HLDGS INC COM 68621F102 8 1,148 SH   SOLE   1,148 0 0
ORIGIN BANCORP INC COM 68621T102 1,750 51,875 SH   SOLE   48,499 0 3,376
ORION ENERGY SYSTEMS INC COM 686275108 13 4,530 SH   SOLE   4,530 0 0
ORION GROUP HOLDINGS INC COM 68628V308 20 4,501 SH   SOLE   4,501 0 0
ORITANI FINL CORP DEL COM 68633D103 372 21,025 SH   SOLE   21,025 0 0
ORMAT TECHNOLOGIES INC COM 686688102 496 6,671 SH   SOLE   6,671 0 0
ORTHOPEDIATRICS CORP COM 68752L100 125 3,549 SH   SOLE   3,549 0 0
ORTHOFIX MED INC COM 68752M108 22,290 420,408 SH   SOLE   407,193 0 13,215
OSHKOSH CORP COM 688239201 11,144 147,020 SH   SOLE   141,430 0 5,590
OTELCO INC COM 688823301 4 381 SH   SOLE   381 0 0
OTONOMY INC COM 68906L105 10 4,154 SH   SOLE   4,154 0 0
OTTAWA BANCORP INC COM 689195105 7 551 SH   SOLE   551 0 0
OTTER TAIL CORP COM 689648103 4,823 89,736 SH   SOLE   89,736 0 0
OUTFRONT MEDIA INC COM 69007J106 1,145 41,222 SH   SOLE   41,222 0 0
OUTLOOK THERAPEUTICS INC COM 69012T206 3 2,129 SH   SOLE   2,129 0 0
OVERSEAS SHIPHOLDING GROUP I COM 69036R863 25 14,437 SH   SOLE   14,437 0 0
OVERSTOCK COM INC DEL COM 690370101 54 5,081 SH   SOLE   5,081 0 0
OVID THERAPEUTICS INC COM 690469101 15 4,694 SH   SOLE   4,694 0 0
OWENS & MINOR INC NEW COM 690732102 57 9,746 SH   SOLE   9,746 0 0
OWENS CORNING NEW COM 690742101 204,108 3,229,558 SH   SOLE   3,229,550 0 8
OWENS CORNING NEW COM 690742101 13,759 217,700 SH   OTR 4 217,700 0 0
OWENS CORNING NEW COM 690742101 6,087 96,320 SH   OTR 3 96,320 0 0
OWENS ILL INC COM 690768403 359 34,939 SH   SOLE   34,939 0 0
OXFORD INDS INC COM 691497309 56,577 789,079 SH   SOLE   777,701 0 11,378
OXFORD SQUARE CAP CORP COM 69181V107 54 8,674 SH   SOLE   8,674 0 0
P & F INDS INC COM 692830508 2 284 SH   SOLE   284 0 0
PDL CMNTY BANCORP COM 69290X101 18 1,280 SH   SOLE   1,280 0 0
P A M TRANSN SVCS INC COM 693149106 22 364 SH   SOLE   364 0 0
PBF ENERGY INC COM 69318G106 3,759 138,265 SH   SOLE   138,265 0 0
PC CONNECTION INC COM 69318J100 992 25,496 SH   SOLE   25,496 0 0
PCSB FINL CORP COM 69324R104 6,638 332,075 SH   SOLE   325,125 0 6,950
PC-TEL INC COM 69325Q105 19 2,321 SH   SOLE   2,321 0 0
PDC ENERGY INC COM 69327R101 24,622 887,275 SH   SOLE   862,989 0 24,286
PDC ENERGY INC CONB 69327RAD3 4,608 5,000,000 PRN   SOLE   5,000,000 0 0
PDF SOLUTIONS INC COM 693282105 47 3,620 SH   SOLE   3,620 0 0
PDL BIOPHARMA INC COM 69329Y104 187 86,536 SH   SOLE   86,536 0 0
PG&E CORP COM 69331C108 905 90,524 SH   SOLE   90,524 0 0
PICO HLDGS INC COM 693366205 35 3,428 SH   SOLE   3,428 0 0
PGT INNOVATIONS INC COM 69336V101 2,458 142,309 SH   SOLE   142,309 0 0
PJT PARTNERS INC COM 69343T107 7,153 175,760 SH   SOLE   175,760 0 0
PNC FINL SVCS GROUP INC COM 693475105 131,033 934,879 SH   SOLE   934,825 0 54
PNM RES INC COM 69349H107 46,808 898,780 SH   SOLE   878,615 0 20,165
PPG INDS INC COM 693506107 15,746 132,864 SH   SOLE   132,864 0 0
PPL CORP COM 69351T106 44,193 1,403,406 SH   SOLE   1,380,201 0 23,205
PRA HEALTH SCIENCES INC COM 69354M108 4,396 44,301 SH   SOLE   44,301 0 0
PRA GROUP INC COM 69354N106 288 8,512 SH   SOLE   8,512 0 0
PRGX GLOBAL INC COM 69357C503 20 3,947 SH   SOLE   3,947 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 6,819 37,478 SH   SOLE   37,478 0 0
PVH CORP COM 693656100 2,245 25,446 SH   SOLE   25,439 0 7
PTC THERAPEUTICS INC COM 69366J200 313 9,259 SH   SOLE   9,259 0 0
PTC INC COM 69370C100 1,205 17,669 SH   SOLE   17,644 0 25
PACCAR INC COM 693718108 43,391 619,788 SH   SOLE   619,788 0 0
PACIFIC BIOSCIENCES CALIF IN COM 69404D108 169 32,742 SH   SOLE   32,742 0 0
PACIFIC COAST OIL TR COM 694103102 12 6,322 SH   SOLE   6,322 0 0
PACIFIC ETHANOL INC COM 69423U305 5 8,194 SH   SOLE   8,194 0 0
PACIFIC MERCANTILE BANCORP COM 694552100 24 3,132 SH   SOLE   3,132 0 0
PACIFIC PREMIER BANCORP COM 69478X105 404 12,952 SH   SOLE   12,952 0 0
PACIRA BIOSCIENCES COM 695127100 337 8,845 SH   SOLE   8,845 0 0
PACKAGING CORP AMER COM 695156109 141,718 1,335,699 SH   SOLE   1,321,727 0 13,972
PACKAGING CORP AMER COM 695156109 8,600 81,056 SH   OTR 4 81,056 0 0
PACKAGING CORP AMER COM 695156109 3,663 34,525 SH   OTR 3 34,525 0 0
PACWEST BANCORP DEL COM 695263103 31,145 857,047 SH   SOLE   836,658 0 20,389
PAGERDUTY INC COM 69553P100 49 1,723 SH   SOLE   1,723 0 0
PALATIN TECHNOLOGIES INC COM 696077403 32 34,749 SH   SOLE   34,749 0 0
PALO ALTO NETWORKS INC COM 697435105 28,092 137,822 SH   SOLE   121,142 0 16,680
PALO ALTO NETWORKS INC CONB 697435AD7 8,412 8,000,000 PRN   SOLE   1,365,000 0 6,635,000
PALOMAR HLDGS INC COM 69753M105 63 1,606 SH   SOLE   1,606 0 0
PANHANDLE OIL AND GAS INC COM 698477106 39 2,804 SH   SOLE   2,804 0 0
PAPA JOHNS INTL INC COM 698813102 162 3,090 SH   SOLE   3,090 0 0
PAR TECHNOLOGY CORP COM 698884103 50 2,107 SH   SOLE   2,107 0 0
PAR PACIFIC HOLDINGS INC COM 69888T207 622 27,206 SH   SOLE   27,206 0 0
PARAMOUNT GOLD NEV CORP COM 69924M109 2 2,885 SH   SOLE   2,885 0 0
PARAMOUNT GROUP INC COM 69924R108 451 33,777 SH   SOLE   33,777 0 0
PARATEK PHARMACEUTICALS INC COM 699374302 21 4,961 SH   SOLE   4,961 0 0
PARETEUM CORP COM 69946T207 23 17,773 SH   SOLE   17,773 0 0
PARK AEROSPACE CORP COM 70014A104 52 2,953 SH   SOLE   2,953 0 0
PARK HOTELS RESORTS INC COM 700517105 3,362 134,635 SH   SOLE   134,635 0 0
PARK NATL CORP COM 700658107 3,738 39,424 SH   SOLE   39,424 0 0
PARK OHIO HLDGS CORP COM 700666100 1,156 38,724 SH   SOLE   36,224 0 2,500
PARKE BANCORP INC COM 700885106 43 1,937 SH   SOLE   1,937 0 0
PARKER DRILLING CO COM 701081507 50 2,655 SH   SOLE   2,655 0 0
PARKER HANNIFIN CORP COM 701094104 276,394 1,530,337 SH   SOLE   1,527,880 0 2,457
PARKER HANNIFIN CORP COM 701094104 15,895 88,008 SH   OTR 4 88,008 0 0
PARKER HANNIFIN CORP COM 701094104 7,033 38,942 SH   OTR 3 38,942 0 0
PARSLEY ENERGY INC COM 701877102 138,598 8,249,854 SH   SOLE   8,248,641 0 1,213
PARSLEY ENERGY INC COM 701877102 9,804 583,600 SH   OTR 4 583,600 0 0
PARSLEY ENERGY INC COM 701877102 4,298 255,850 SH   OTR 3 255,850 0 0
PARSONS CORPORATION COM 70202L102 3,160 95,807 SH   SOLE   95,807 0 0
PARTY CITY HOLDCO INC COM 702149105 124 21,793 SH   SOLE   21,793 0 0
PATRICK INDS INC COM 703343103 597 13,934 SH   SOLE   13,934 0 0
PATRIOT NATL BANCORP INC COM 70336F203 3 250 SH   SOLE   250 0 0
PATRIOT TRANSN HLDG INC COM 70338W105 5 301 SH   SOLE   301 0 0
PATTERSON COMPANIES INC COM 703395103 2,165 121,485 SH   SOLE   121,485 0 0
PATTERSON UTI ENERGY INC COM 703481101 292 34,171 SH   SOLE   34,171 0 0
PAVMED INC COM 70387R106 4 4,291 SH   SOLE   4,291 0 0
PAYCHEX INC COM 704326107 43,471 525,204 SH   SOLE   525,204 0 0
PAYCOM SOFTWARE INC COM 70432V102 45,478 217,089 SH   SOLE   217,089 0 0
PAYCOM SOFTWARE INC COM 70432V102 9,320 44,489 SH   OTR 3 44,489 0 0
PAYLOCITY HLDG CORP COM 70438V106 5,552 56,900 SH   SOLE   56,900 0 0
PAYPAL HLDGS INC COM 70450Y103 199,918 1,929,893 SH   SOLE   1,825,566 0 104,327
PAYSIGN INC COM 70451A104 74 7,299 SH   SOLE   7,299 0 0
PEABODY ENERGY CORP NEW COM 704551100 3,607 245,064 SH   SOLE   245,064 0 0
PDS BIOTECHNOLOGY CORP COM 70465T107 3 770 SH   SOLE   770 0 0
PEAPACK-GLADSTONE FINL CORP COM 704699107 87 3,116 SH   SOLE   3,116 0 0
PEBBLEBROOK HOTEL TR COM 70509V100 723 26,003 SH   SOLE   23,522 0 2,481
PEGASYSTEMS INC COM 705573103 478 7,027 SH   SOLE   7,027 0 0
PENN NATL GAMING INC COM 707569109 35,904 1,927,720 SH   SOLE   1,874,493 0 53,227
PENN VA CORP NEW COM 70788V102 129 4,430 SH   SOLE   4,430 0 0
PENNANTPARK INVT CORP COM 708062104 76 12,072 SH   SOLE   12,072 0 0
PENNANTPARK FLOATING RATE CA COM 70806A106 81 6,982 SH   SOLE   6,982 0 0
PENNEY J C CORP INC COM 708160106 44 49,650 SH   SOLE   49,650 0 0
PENNS WOODS BANCORP INC COM 708430103 26 845 SH   SOLE   845 0 0
PENNSYLVANIA RL ESTATE INVT COM 709102107 10,803 1,888,629 SH   SOLE   1,837,134 0 51,495
PENNYMAC MTG INVT TR COM 70931T103 750 33,727 SH   SOLE   33,727 0 0
PENNYMAC FINL SVCS INC COM 70932M107 688 22,632 SH   SOLE   22,632 0 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 96,201 2,034,706 SH   SOLE   2,011,481 0 23,225
PENUMBRA INC COM 70975L107 806 5,993 SH   SOLE   5,993 0 0
PEOPLES BANCORP INC COM 709789101 2,295 72,136 SH   SOLE   67,513 0 4,623
PEOPLES BANCORP N C INC COM 710577107 28 944 SH   SOLE   944 0 0
PEOPLES UTD FINL INC COM 712704105 55,032 3,519,782 SH   SOLE   3,488,490 0 31,292
PEOPLES UTAH BANCORP COM 712706209 1,389 49,096 SH   SOLE   45,976 0 3,120
PEPSICO INC COM 713448108 194,562 1,419,123 SH   SOLE   1,417,395 0 1,728
PERCEPTRON INC COM 71361F100 7 1,523 SH   SOLE   1,523 0 0
PERFICIENT INC COM 71375U101 2,075 53,797 SH   SOLE   51,223 0 2,574
PERFORMANCE FOOD GROUP CO COM 71377A103 76,283 1,657,960 SH   SOLE   1,628,607 0 29,353
PERFORMANT FINL CORP COM 71377E105 5 4,614 SH   SOLE   4,614 0 0
PERKINELMER INC COM 714046109 4,210 49,434 SH   SOLE   49,434 0 0
PERMA-FIX ENVIRONMENTAL SVCS COM 714157203 8 1,725 SH   SOLE   1,725 0 0
PERMA PIPE INTL HLDGS INC COM 714167103 11 1,155 SH   SOLE   1,155 0 0
PERMIANVILLE RTY TR COM 71425H100 10 4,003 SH   SOLE   4,003 0 0
PERSPECTA INC COM 715347100 28,302 1,083,553 SH   SOLE   1,061,535 0 22,018
PERSONALIS INC COM 71535D106 21 1,443 SH   SOLE   1,443 0 0
PETMED EXPRESS INC COM 716382106 1,122 62,273 SH   SOLE   62,273 0 0
PETIQ INC COM 71639T106 32 1,168 SH   SOLE   1,168 0 0
PETROLEO BRASILEIRO SA PETRO ADR 71654V408 22,997 1,589,256 SH   SOLE   929,770 0 659,486
PFENEX INC COM 717071104 34 3,971 SH   SOLE   3,971 0 0
PFIZER INC COM 717081103 173,657 4,833,215 SH   SOLE   4,833,215 0 0
PFSWEB INC COM 717098206 7 2,635 SH   SOLE   2,635 0 0
PHASEBIO PHARMACEUTICALS INC COM 717224109 11 2,630 SH   SOLE   2,630 0 0
PHIBRO ANIMAL HEALTH CORP COM 71742Q106 1,006 47,145 SH   SOLE   47,145 0 0
PHILIP MORRIS INTL INC COM 718172109 81,034 1,067,215 SH   SOLE   1,067,094 0 121
PHILLIPS 66 COM 718546104 99,364 970,347 SH   SOLE   969,025 0 1,322
PHOTRONICS INC COM 719405102 2,662 244,641 SH   SOLE   230,741 0 13,900
PHYSICIANS RLTY TR COM 71943U104 34,684 1,954,021 SH   SOLE   1,900,594 0 53,427
PIEDMONT OFFICE REALTY TR IN COM 720190206 4,898 234,597 SH   SOLE   234,597 0 0
PIER 1 IMPORTS INC COM 720279504 6 665 SH   SOLE   665 0 0
PIERIS PHARMACEUTICALS INC COM 720795103 25 7,437 SH   SOLE   7,437 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 9,913 309,331 SH   SOLE   308,699 0 632
PING IDENTITY HLDG CORP COM 72341T103 3,623 210,000 SH   SOLE   210,000 0 0
PINNACLE FINL PARTNERS INC COM 72346Q104 90,370 1,592,421 SH   SOLE   1,569,921 0 22,500
PINNACLE WEST CAP CORP COM 723484101 38,768 399,385 SH   SOLE   395,143 0 4,242
PINTEREST INC COM 72352L106 1,022 38,651 SH   SOLE   38,651 0 0
PIONEER ENERGY SVCS CORP COM 723664108 1 9,682 SH   SOLE   9,682 0 0
PIONEER NAT RES CO COM 723787107 10,432 82,949 SH   SOLE   80,088 0 2,861
PIPER JAFFRAY COS COM 724078100 25,194 333,783 SH   SOLE   325,751 0 8,032
PITNEY BOWES INC COM 724479100 446 97,487 SH   SOLE   97,487 0 0
PIXELWORKS INC COM 72581M305 23 6,083 SH   SOLE   6,083 0 0
PIVOTAL SOFTWARE INC COM 72582H107 107 7,186 SH   SOLE   7,186 0 0
PLAINS GP HLDGS L P COM 72651A207 1,708 80,445 SH   SOLE   80,445 0 0
PLANET FITNESS INC COM 72703H101 41,943 724,778 SH   SOLE   698,618 0 26,160
PLANET FITNESS INC COM 72703H101 4,652 80,390 SH   OTR 3 80,390 0 0
PLANET FITNESS INC COM 72703H101 4,106 70,960 SH   OTR 3 70,960 0 0
PLANTRONICS INC NEW COM 727493108 157 4,198 SH   SOLE   4,198 0 0
PLAYAGS INC COM 72814N104 36 3,507 SH   SOLE   3,507 0 0
PLEXUS CORP COM 729132100 2,036 32,571 SH   SOLE   32,571 0 0
PLUG POWER INC COM 72919P202 103 39,000 SH   SOLE   39,000 0 0
PLUMAS BANCORP COM 729273102 17 844 SH   SOLE   844 0 0
PLURALSIGHT INC COM 72941B106 1,479 88,060 SH   SOLE   88,060 0 0
PLUS THERAPEUTICS INC COM 72941H400 0 82 SH   SOLE   82 0 0
PLX PHARMA INC COM 72942A107 8 1,482 SH   SOLE   1,482 0 0
PLYMOUTH INDL REIT INC COM 729640102 1,493 81,490 SH   SOLE   76,054 0 5,436
POLAR PWR INC COM 73102V105 3 813 SH   SOLE   813 0 0
POLARIS INC COM 731068102 697 7,918 SH   SOLE   7,918 0 0
POLARITYTE INC COM 731094108 8 2,447 SH   SOLE   2,447 0 0
POLYONE CORP COM 73179P106 68,692 2,103,904 SH   SOLE   2,075,779 0 28,125
POOL CORPORATION COM 73278L105 5,325 26,399 SH   SOLE   26,399 0 0
POPULAR INC COM 733174700 2,096 38,756 SH   SOLE   38,756 0 0
PORTLAND GEN ELEC CO COM 736508847 10,935 193,984 SH   SOLE   193,984 0 0
PORTMAN RIDGE FIN CORP COM 73688F102 14 6,121 SH   SOLE   6,121 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 1,907 71,086 SH   SOLE   71,086 0 0
POST HLDGS INC COM 737446104 95,920 906,277 SH   SOLE   539,735 0 366,542
POST HLDGS INC COM 737446104 6,663 62,950 SH   OTR 3 62,950 0 0
POTBELLY CORP COM 73754Y100 18 4,053 SH   SOLE   4,053 0 0
POSTAL REALTY TRUST INC COM 73757R102 13 813 SH   SOLE   813 0 0
POTLATCHDELTIC CORPORATION COM 737630103 1,352 32,898 SH   SOLE   32,898 0 0
POWELL INDS INC COM 739128106 51 1,290 SH   SOLE   1,290 0 0
POWER INTEGRATIONS INC COM 739276103 474 5,247 SH   SOLE   5,247 0 0
POWER REIT COM 73933H101 3 249 SH   SOLE   249 0 0
PQ GROUP HLDGS INC COM 73943T103 231 14,505 SH   SOLE   14,505 0 0
PRECIPIO INC COM 74019L503 3 1,047 SH   SOLE   1,047 0 0
PRECISION BIOSCIENCES INC COM 74019P108 2,317 276,185 SH   SOLE   276,185 0 0
PREFERRED BK LOS ANGELES CA COM 740367404 2,056 39,245 SH   SOLE   39,245 0 0
PREFERRED APT CMNTYS INC COM 74039L103 105 7,260 SH   SOLE   7,260 0 0
PREDICTIVE ONCOLOGY INC COM 74039M101 3 5,510 SH   SOLE   5,510 0 0
PREFORMED LINE PRODS CO COM 740444104 20 364 SH   SOLE   364 0 0
PREMIER FINL BANCORP INC COM 74050M105 38 2,214 SH   SOLE   2,214 0 0
PREMIER INC COM 74051N102 342 11,839 SH   SOLE   11,839 0 0
PRESIDIO INC COM 74102M103 229 13,529 SH   SOLE   13,529 0 0
PRESTIGE CONSMR HEALTHCARE I COM 74112D101 964 27,788 SH   SOLE   27,788 0 0
PRETIUM RES INC COM 74139C102 3,673 319,100 SH   SOLE   319,100 0 0
PREVAIL THERAPEUTICS INC COM 74140Y101 16 1,343 SH   SOLE   1,343 0 0
PRICE T ROWE GROUP INC COM 74144T108 34,859 305,115 SH   SOLE   305,115 0 0
PRICELINE GRP INC CONB 741503AS5 71,603 47,905,000 PRN   SOLE   14,400,000 0 33,505,000
PRICELINE GRP INC CONB 741503AX4 14,830 12,790,000 PRN   SOLE   2,165,000 0 10,625,000
PRICESMART INC COM 741511109 329 4,629 SH   SOLE   4,629 0 0
PRIMORIS SVCS CORP COM 74164F103 2,117 107,969 SH   SOLE   107,969 0 0
PRIMERICA INC COM 74164M108 64,768 509,061 SH   SOLE   500,898 0 8,163
PRIMO WTR CORP COM 74165N105 2,980 242,703 SH   SOLE   242,703 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 23,591 412,858 SH   SOLE   412,858 0 0
PRINCIPIA BIOPHARMA INC COM 74257L108 792 28,035 SH   SOLE   28,035 0 0
PRO-DEX INC COLO COM 74265M205 8 526 SH   SOLE   526 0 0
PROASSURANCE CORP COM 74267C106 12,971 322,102 SH   SOLE   322,102 0 0
PROCTER & GAMBLE CO COM 742718109 302,669 2,433,421 SH   SOLE   2,431,423 0 1,998
PROFESSIONAL DIVERSITY NET I COM 74312Y202 0 276 SH   SOLE   276 0 0
PROGENICS PHARMACEUTICALS IN COM 743187106 60 11,902 SH   SOLE   11,902 0 0
PROGRESS SOFTWARE CORP COM 743312100 2,220 58,337 SH   SOLE   58,337 0 0
PROGRESSIVE CORP OHIO COM 743315103 74,054 958,628 SH   SOLE   958,628 0 0
PROLOGIS INC COM 74340W103 33,438 392,367 SH   SOLE   391,505 0 862
PROOFPOINT INC COM 743424103 132,697 1,028,259 SH   SOLE   661,314 0 366,945
PROOFPOINT INC COM 743424103 5,157 39,960 SH   OTR 3 39,960 0 0
PROPHASE LABS INC COM 74345W108 3 1,574 SH   SOLE   1,574 0 0
PROS HOLDINGS INC COM 74346Y103 265 4,440 SH   SOLE   4,440 0 0
PROPETRO HLDG CORP COM 74347M108 259 28,546 SH   SOLE   28,546 0 0
PROSPECT CAPITAL CORPORATION COM 74348T102 1,693 256,844 SH   SOLE   256,844 0 0
PROSPECT CAPITAL CORPORATION CONB 74348TAQ5 11,611 11,539,000 PRN   SOLE   3,579,000 0 7,960,000
PROSPECT CAPITAL CORPORATION CONB 74348TAR3 46,334 45,092,000 PRN   SOLE   12,173,000 0 32,919,000
PROSPERITY BANCSHARES INC COM 743606105 228,362 3,233,216 SH   SOLE   3,233,216 0 0
PROSPERITY BANCSHARES INC COM 743606105 16,245 230,000 SH   OTR 4 230,000 0 0
PROSPERITY BANCSHARES INC COM 743606105 7,347 104,025 SH   OTR 3 104,025 0 0
PROTALIX BIOTHERAPEUTICS INC COM 74365A101 5 26,696 SH   SOLE   26,696 0 0
PROTAGONIST THERAPEUTICS INC COM 74366E102 39 3,250 SH   SOLE   3,250 0 0
PROTECTIVE INS CORP COM 74368L203 11 631 SH   SOLE   631 0 0
PROTO LABS INC COM 743713109 399 3,905 SH   SOLE   3,905 0 0
PROTEON THERAPEUTICS INC COM 74371L109 1 2,268 SH   SOLE   2,268 0 0
PROTEOSTASIS THERAPEUTICS IN COM 74373B109 6 6,572 SH   SOLE   6,572 0 0
PROVENTION BIO INC COM 74374N102 29 4,305 SH   SOLE   4,305 0 0
PROVIDENCE SVC CORP COM 743815102 120 2,020 SH   SOLE   2,020 0 0
PROVIDENT BANCORP INC COM 74383X109 17 728 SH   SOLE   728 0 0
PROVIDENT FINL HLDGS INC COM 743868101 24 1,161 SH   SOLE   1,161 0 0
PROVIDENT FINL SVCS INC COM 74386T105 5,083 207,211 SH   SOLE   207,211 0 0
PRUDENTIAL FINL INC COM 744320102 28,557 317,472 SH   SOLE   317,472 0 0
PSYCHEMEDICS CORP COM 744375205 8 882 SH   SOLE   882 0 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 30,857 497,060 SH   SOLE   497,060 0 0
PUBLIC STORAGE COM 74460D109 225,290 918,537 SH   SOLE   918,372 0 165
PUBLIC STORAGE COM 74460D109 12,901 52,600 SH   OTR 4 52,600 0 0
PUBLIC STORAGE COM 74460D109 5,543 22,600 SH   OTR 3 22,600 0 0
PULMATRIX INC COM 74584P202 2 2,542 SH   SOLE   2,542 0 0
PULTE GROUP INC COM 745867101 20,064 548,941 SH   SOLE   548,048 0 893
PULSE BIOSCIENCES INC COM 74587B101 32 2,088 SH   SOLE   2,088 0 0
PUMA BIOTECHNOLOGY INC COM 74587V107 62 5,770 SH   SOLE   5,770 0 0
PURECYCLE CORP COM 746228303 44 4,286 SH   SOLE   4,286 0 0
PURE STORAGE INC COM 74624M102 269 15,877 SH   SOLE   15,877 0 0
PURPLE INNOVATION INC COM 74640Y106 18 2,325 SH   SOLE   2,325 0 0
QCR HOLDINGS INC COM 74727A104 2,034 53,546 SH   SOLE   50,027 0 3,519
QAD INC COM 74727D306 2,301 49,833 SH   SOLE   49,833 0 0
QUAD / GRAPHICS INC COM 747301109 55 5,197 SH   SOLE   5,197 0 0
QUAKER CHEM CORP COM 747316107 518 3,274 SH   SOLE   3,274 0 0
PZENA INVESTMENT MGMT INC COM 74731Q103 26 2,902 SH   SOLE   2,902 0 0
QEP RES INC COM 74733V100 130 35,148 SH   SOLE   35,148 0 0
QTS RLTY TR INC COM 74736A103 344 6,682 SH   SOLE   6,682 0 0
QORVO INC COM 74736K101 7,959 107,356 SH   SOLE   103,083 0 4,273
Q2 HLDGS INC COM 74736L109 20,710 262,587 SH   SOLE   248,987 0 13,600
Q2 HLDGS INC COM 74736L109 2,927 37,110 SH   OTR 3 37,110 0 0
PYXUS INTL INC COM 74737V106 18 1,341 SH   SOLE   1,341 0 0
QUALCOMM INC COM 747525103 114,530 1,501,446 SH   SOLE   1,501,446 0 0
QUALYS INC COM 74758T303 400 5,288 SH   SOLE   5,288 0 0
QUANEX BUILDING PRODUCTS COR COM 747619104 78 4,316 SH   SOLE   4,316 0 0
QUANTA SVCS INC COM 74762E102 206,563 5,464,626 SH   SOLE   5,447,126 0 17,500
QUANTA SVCS INC COM 74762E102 13,720 362,950 SH   OTR 4 362,950 0 0
QUANTA SVCS INC COM 74762E102 5,864 155,125 SH   OTR 3 155,125 0 0
QUANTERIX CORP COM 74766Q101 113 5,154 SH   SOLE   5,154 0 0
QUEST DIAGNOSTICS INC COM 74834L100 372,694 3,482,143 SH   SOLE   3,482,143 0 0
QUEST DIAGNOSTICS INC COM 74834L100 24,806 231,763 SH   OTR 4 231,763 0 0
QUEST DIAGNOSTICS INC COM 74834L100 11,011 102,877 SH   OTR 3 102,877 0 0
QUEST RESOURCE HLDG CORP COM 74836W203 2 905 SH   SOLE   905 0 0
QUICKLOGIC CORP COM 74837P108 7 20,038 SH   SOLE   20,038 0 0
QUIDEL CORP COM 74838J101 501 8,165 SH   SOLE   8,165 0 0
QUINSTREET INC COM 74874Q100 21,806 1,731,987 SH   SOLE   1,640,587 0 91,400
QUINSTREET INC COM 74874Q100 3,142 249,570 SH   OTR 3 249,570 0 0
QUINTANA ENERGY SVCS INC COM 74875T103 3 1,386 SH   SOLE   1,386 0 0
QUMU CORP COM 749063103 6 1,762 SH   SOLE   1,762 0 0
QUORUM HEALTH CORP COM 74909E106 5 4,247 SH   SOLE   4,247 0 0
QUOTIENT TECHNOLOGY INC COM 749119103 92 11,804 SH   SOLE   11,804 0 0
QURATE RETAIL INC COM 74915M100 844 81,848 SH   SOLE   81,848 0 0
RBB BANCORP COM 74930B105 45 2,277 SH   SOLE   2,277 0 0
RA PHARMACEUTICALS INC COM 74933V108 307 12,990 SH   SOLE   12,990 0 0
RA MED SYS INC COM 74933X104 1 850 SH   SOLE   850 0 0
RCI HOSPITALITY HLDGS INC COM 74934Q108 34 1,623 SH   SOLE   1,623 0 0
RCM TECHNOLOGIES INC COM 749360400 4 1,423 SH   SOLE   1,423 0 0
R1 RCM INC COM 749397105 278 31,187 SH   SOLE   31,187 0 0
REV GROUP INC COM 749527107 164 14,372 SH   SOLE   14,372 0 0
RF INDS LTD COM 749552105 10 1,415 SH   SOLE   1,415 0 0
RGC RES INC COM 74955L103 39 1,347 SH   SOLE   1,347 0 0
RLI CORP COM 749607107 35,000 376,708 SH   SOLE   366,635 0 10,073
RLJ LODGING TR COM 74965L101 6,422 377,968 SH   SOLE   377,968 0 0
RPC INC COM 749660106 9,711 1,731,015 SH   SOLE   1,731,015 0 0
RMR GROUP INC COM 74967R106 59 1,294 SH   SOLE   1,294 0 0
RH COM 74967X103 2,693 15,765 SH   SOLE   15,765 0 0
RPM INTL INC COM 749685103 6,020 87,486 SH   SOLE   87,486 0 0
RPT REALTY COM 74971D101 196 14,469 SH   SOLE   14,469 0 0
RTI SURGICAL HOLDINGS INC COM 74975N105 1,395 489,430 SH   SOLE   457,217 0 32,213
RTW RETAILWINDS INC COM 74980D100 8 5,954 SH   SOLE   5,954 0 0
RADIAN GROUP INC COM 750236101 38,973 1,706,352 SH   SOLE   1,476,834 0 229,518
RADNET INC COM 750491102 3,108 216,468 SH   SOLE   208,168 0 8,300
RAFAEL HLDGS INC COM 75062E106 40 1,931 SH   SOLE   1,931 0 0
RAMBUS INC DEL COM 750917106 1,982 151,008 SH   SOLE   151,008 0 0
RALPH LAUREN CORP COM 751212101 21,915 229,546 SH   SOLE   225,995 0 3,551
RAMACO RES INC COM 75134P303 9 2,475 SH   SOLE   2,475 0 0
RANDOLPH BANCORP INC COM 752378109 14 976 SH   SOLE   976 0 0
RANGE RES CORP COM 75281A109 133 34,821 SH   SOLE   34,821 0 0
RANGER ENERGY SVCS INC COM 75282U104 5 739 SH   SOLE   739 0 0
RAPID7 INC COM 753422104 374 8,245 SH   SOLE   8,245 0 0
RAVE RESTAURANT GROUP INC COM 754198109 6 2,438 SH   SOLE   2,438 0 0
RAVEN INDS INC COM 754212108 298 8,895 SH   SOLE   8,895 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 10,950 132,791 SH   SOLE   127,543 0 5,248
RAYONIER INC COM 754907103 73,099 2,592,148 SH   SOLE   2,554,548 0 37,600
RAYONIER ADVANCED MATLS INC COM 75508B104 74 16,988 SH   SOLE   16,988 0 0
RAYTHEON CO COM 755111507 26,808 136,642 SH   SOLE   136,642 0 0
RBC BEARINGS INC COM 75524B104 563 3,395 SH   SOLE   3,395 0 0
RE MAX HLDGS INC COM 75524W108 322 10,008 SH   SOLE   10,008 0 0
READING INTERNATIONAL INC COM 755408101 42 3,473 SH   SOLE   3,473 0 0
READY CAP CORP COM 75574U101 120 7,514 SH   SOLE   7,514 0 0
REALNETWORKS INC COM 75605L708 5 3,036 SH   SOLE   3,036 0 0
REALPAGE INC COM 75606N109 4,990 79,382 SH   SOLE   79,382 0 0
REALTY INCOME CORP COM 756109104 17,244 224,877 SH   SOLE   224,502 0 375
REATA PHARMACEUTICALS INC COM 75615P103 2,195 27,342 SH   SOLE   27,342 0 0
RECRO PHARMA INC COM 75629F109 42 3,794 SH   SOLE   3,794 0 0
RED LION HOTELS CORP COM 756764106 27 4,229 SH   SOLE   4,229 0 0
RED RIVER BANCSHARES INC COM 75686R202 4 103 SH   SOLE   103 0 0
RED ROBIN GOURMET BURGERS IN COM 75689M101 47 1,401 SH   SOLE   1,401 0 0
RED ROCK RESORTS INC COM 75700L108 210 10,337 SH   SOLE   10,337 0 0
RED VIOLET INC COM 75704L104 12 979 SH   SOLE   979 0 0
REDFIN CORP COM 75737F108 254 15,073 SH   SOLE   15,073 0 0
REDWOOD TR INC COM 758075402 7,509 457,559 SH   SOLE   457,559 0 0
REEDS INC COM 758338107 7 5,273 SH   SOLE   5,273 0 0
REGAL BELOIT CORP COM 758750103 41,103 564,210 SH   SOLE   549,851 0 14,359
REGENCY CTRS CORP COM 758849103 3,964 57,042 SH   SOLE   57,042 0 0
REGENERON PHARMACEUTICALS COM 75886F107 16,378 59,041 SH   SOLE   59,041 0 0
REGIS CORP MINN COM 758932107 14,571 720,620 SH   SOLE   682,760 0 37,860
REGIS CORP MINN COM 758932107 2,091 103,420 SH   OTR 3 103,420 0 0
REGENXBIO INC COM 75901B107 174 4,882 SH   SOLE   4,882 0 0
REGIONAL MGMT CORP COM 75902K106 54 1,915 SH   SOLE   1,915 0 0
REGULUS THERAPEUTICS INC COM 75915K200 2 2,993 SH   SOLE   2,993 0 0
REGIONS FINL CORP NEW COM 7591EP100 32,250 2,038,539 SH   SOLE   2,038,539 0 0
REINSURANCE GRP OF AMERICA I COM 759351604 29,731 185,956 SH   SOLE   164,187 0 21,769
REKOR SYS INC COM 759419104 4 1,858 SH   SOLE   1,858 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 281,849 2,828,104 SH   SOLE   2,828,104 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 19,135 192,000 SH   OTR 4 192,000 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 8,383 84,113 SH   OTR 3 84,113 0 0
RELIV INTL INC COM 75952R209 1 218 SH   SOLE   218 0 0
REMARK HLDGS INC COM 75955K102 6 5,919 SH   SOLE   5,919 0 0
RENASANT CORP COM 75970E107 472 13,496 SH   SOLE   13,496 0 0
RENEWABLE ENERGY GROUP INC COM 75972A301 2,153 143,467 SH   SOLE   143,467 0 0
REPLIGEN CORP COM 759916109 2,771 36,137 SH   SOLE   36,137 0 0
RENT A CTR INC NEW COM 76009N100 470 18,222 SH   SOLE   18,222 0 0
REPUBLIC BANCORP KY COM 760281204 90 2,074 SH   SOLE   2,074 0 0
REPLIMUNE GROUP INC COM 76029N106 4,168 299,860 SH   SOLE   299,860 0 0
REPUBLIC FIRST BANCORP INC COM 760416107 32 7,735 SH   SOLE   7,735 0 0
REPUBLIC SVCS INC COM 760759100 184,449 2,131,130 SH   SOLE   2,124,659 0 6,471
REPUBLIC SVCS INC COM 760759100 9,754 112,700 SH   OTR 4 112,700 0 0
REPUBLIC SVCS INC COM 760759100 4,304 49,729 SH   OTR 3 49,729 0 0
RESEARCH FRONTIERS INC COM 760911107 16 4,855 SH   SOLE   4,855 0 0
RESMED INC COM 761152107 8,895 65,835 SH   SOLE   65,835 0 0
RESOLUTE FST PRODS INC COM 76117W109 358 76,251 SH   SOLE   76,251 0 0
RESONANT INC COM 76118L102 14 4,754 SH   SOLE   4,754 0 0
RESIDEO TECHNOLOGIES INC COM 76118Y104 295 20,547 SH   SOLE   20,547 0 0
RESOURCES CONNECTION INC COM 76122Q105 1,328 78,173 SH   SOLE   78,173 0 0
RETROPHIN INC COM 761299106 60 5,149 SH   SOLE   5,149 0 0
RETRACTABLE TECHNOLOGIES INC COM 76129W105 2 1,650 SH   SOLE   1,650 0 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 2,170 119,025 SH   SOLE   118,490 0 535
RETAIL PPTYS AMER INC COM 76131V202 474 38,459 SH   SOLE   38,459 0 0
REVANCE THERAPEUTICS INC COM 761330109 82 6,339 SH   SOLE   6,339 0 0
RESTORATION ROBOTICS INC COM 76133C103 3 4,924 SH   SOLE   4,924 0 0
RESTORBIO INC COM 76133L103 25 2,832 SH   SOLE   2,832 0 0
RETAIL VALUE INC COM 76133Q102 268 7,242 SH   SOLE   7,242 0 0
REVEN HSG REIT INC COM 761378207 3 590 SH   SOLE   590 0 0
REVLON INC COM 761525609 20 859 SH   SOLE   859 0 0
REVOLUTION LIGHTING TECHNOLO COM 76155G206 0 1,945 SH   SOLE   1,945 0 0
REVOLVE GROUP INC COM 76156B107 49 2,091 SH   SOLE   2,091 0 0
REX AMERICAN RESOURCES CORP COM 761624105 1,461 19,144 SH   SOLE   19,144 0 0
REXAHN PHARMACEUTICALS INC COM 761640309 1 683 SH   SOLE   683 0 0
REXNORD CORP NEW COM 76169B102 6,010 222,167 SH   SOLE   222,167 0 0
REXFORD INDL RLTY INC COM 76169C100 9,825 223,196 SH   SOLE   219,377 0 3,819
RHINEBECK BANCORP INC COM 762093102 9 862 SH   SOLE   862 0 0
RHYTHM PHARMACEUTICALS INC COM 76243J105 60 2,790 SH   SOLE   2,790 0 0
RIBBON COMMUNICATIONS INC COM 762544104 122 20,901 SH   SOLE   20,901 0 0
RICEBRAN TECHNOLOGIES COM 762831204 12 4,817 SH   SOLE   4,817 0 0
RICHARDSON ELECTRS LTD COM 763165107 10 1,692 SH   SOLE   1,692 0 0
RIGEL PHARMACEUTICALS INC COM 766559603 43 23,181 SH   SOLE   23,181 0 0
RIGNET INC COM 766582100 17 2,138 SH   SOLE   2,138 0 0
RIMINI STR INC DEL COM 76674Q107 9 1,998 SH   SOLE   1,998 0 0
RINGCENTRAL INC COM 76680R206 235,758 1,876,160 SH   SOLE   1,428,779 0 447,381
RINGCENTRAL INC COM 76680R206 15,239 121,270 SH   OTR 3 121,270 0 0
RINGCENTRAL INC COM 76680R206 10,306 82,018 SH   OTR 3 82,018 0 0
RIOT BLOCKCHAIN INC COM 767292105 5 2,930 SH   SOLE   2,930 0 0
RITE AID CORP COM 767754872 63 9,123 SH   SOLE   9,123 0 0
RITTER PHARMACEUTICALS INC COM 767836307 0 1,409 SH   SOLE   1,409 0 0
RIVERVIEW BANCORP INC COM 769397100 25 3,379 SH   SOLE   3,379 0 0
ROADRUNNER TRANSN SYS INC COM 76973Q204 7 668 SH   SOLE   668 0 0
ROBERT HALF INTL INC COM 770323103 13,408 240,898 SH   SOLE   240,898 0 0
ROCKET PHARMACEUTICALS INC COM 77313F106 92 7,878 SH   SOLE   7,878 0 0
ROCKWELL AUTOMATION INC COM 773903109 23,540 142,837 SH   SOLE   142,837 0 0
ROCKWELL MED INC COM 774374102 22 7,822 SH   SOLE   7,822 0 0
ROCKY BRANDS INC COM 774515100 41 1,225 SH   SOLE   1,225 0 0
ROGERS CORP COM 775133101 20,504 149,979 SH   SOLE   149,979 0 0
ROGERS CORP COM 775133101 5,252 38,420 SH   OTR 3 38,420 0 0
ROKU INC COM 77543R102 1,797 17,664 SH   SOLE   17,664 0 0
ROLLINS INC COM 775711104 7,089 208,073 SH   SOLE   208,073 0 0
ROPER TECHNOLOGIES INC COM 776696106 160,984 451,440 SH   SOLE   350,619 0 100,821
ROSEHILL RES INC COM 777385105 1 648 SH   SOLE   648 0 0
ROSETTA STONE INC COM 777780107 57 3,260 SH   SOLE   3,260 0 0
ROSS STORES INC COM 778296103 67,835 617,528 SH   SOLE   580,682 0 36,846
ROYAL DUTCH SHELL PLC ADR 780259206 5,135 87,263 SH   SOLE   87,263 0 0
ROYAL GOLD INC COM 780287108 21,698 176,109 SH   SOLE   176,109 0 0
RUBICON TECHNOLOGY INC COM 78112T206 4 404 SH   SOLE   404 0 0
RUBICON PROJ INC COM 78112V102 77 8,857 SH   SOLE   8,857 0 0
RUBIUS THERAPEUTICS INC COM 78116T103 36 4,606 SH   SOLE   4,606 0 0
RUDOLPH TECHNOLOGIES INC COM 781270103 1,383 52,468 SH   SOLE   49,640 0 2,828
RUMBLEON INC COM 781386206 4 1,332 SH   SOLE   1,332 0 0
RUSH ENTERPRISES INC COM 781846209 15,195 393,851 SH   SOLE   393,851 0 0
RUTHS HOSPITALITY GROUP INC COM 783332109 3,196 156,554 SH   SOLE   152,617 0 3,937
RYDER SYS INC COM 783549108 2,295 44,331 SH   SOLE   44,331 0 0
RYERSON HLDG CORP COM 783754104 751 87,994 SH   SOLE   82,794 0 5,200
RYMAN HOSPITALITY PPTYS INC COM 78377T107 758 9,262 SH   SOLE   9,262 0 0
S & T BANCORP INC COM 783859101 1,807 49,473 SH   SOLE   49,473 0 0
SCWORX CORP COM 78396V109 3 1,103 SH   SOLE   1,103 0 0
SB FINL GROUP INC COM 78408D105 18 1,080 SH   SOLE   1,080 0 0
S&P GLOBAL INC COM 78409V104 71,087 290,173 SH   SOLE   290,173 0 0
SBA COMMUNICATIONS CORP NEW COM 78410G104 58,327 241,872 SH   SOLE   205,790 0 36,082
SEI INVESTMENTS CO COM 784117103 7,641 128,958 SH   SOLE   128,958 0 0
SEACOR MARINE HLDGS INC COM 78413P101 1,929 153,439 SH   SOLE   153,439 0 0
SB ONE BANCORP COM 78413T103 1,299 57,575 SH   SOLE   53,675 0 3,900
SG BLOCKS INC COM 78418A307 0 864 SH   SOLE   864 0 0
SJW GROUP COM 784305104 444 6,499 SH   SOLE   6,499 0 0
SL GREEN RLTY CORP COM 78440X101 97 1,181 SH   SOLE   1,031 0 150
SLM CORP COM 78442P106 18,033 2,043,447 SH   SOLE   1,709,441 0 334,006
SM ENERGY CO COM 78454L100 159 16,371 SH   SOLE   16,371 0 0
SPDR S&P 500 ETF TR ETF 78462F103 3,453 11,635 SH   SOLE   11,635 0 0
SPX CORP COM 784635104 377 9,414 SH   SOLE   9,414 0 0
SPS COMMERCE INC COM 78463M107 343 7,296 SH   SOLE   7,296 0 0
SPDR INDEX SHS FDS ETF 78463X756 7,157 164,766 SH   SOLE   164,766 0 0
SPDR SERIES TRUST ETF 78464A631 182 1,700 SH   SOLE   0 0 1,700
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 29,149 565,234 SH   SOLE   491,011 0 74,223
SPDR S&P MIDCAP 400 ETF TR ETF 78467Y107 19,444 55,165 SH   SOLE   30,583 0 24,582
SPDR SERIES TRUST ETF 78468R622 53,063 487,977 SH   SOLE   487,977 0 0
SPDR SERIES TRUST ETF 78468R762 7,399 100,590 SH   SOLE   100,590 0 0
SP PLUS CORP COM 78469C103 6,756 182,601 SH   SOLE   178,501 0 4,100
SPX FLOW INC COM 78469X107 245 6,204 SH   SOLE   6,204 0 0
SRC ENERGY INC COM 78470V108 57,405 12,318,733 SH   SOLE   12,163,508 0 155,225
SRAX INC COM 78472M106 5 2,023 SH   SOLE   2,023 0 0
SSR MNG INC COM 784730103 16,597 1,143,061 SH   SOLE   1,143,061 0 0
SVB FINL GROUP COM 78486Q101 19,481 93,235 SH   SOLE   85,463 0 7,772
SVMK INC COM 78489X103 2,861 167,290 SH   SOLE   167,290 0 0
SPAR GROUP INC COM 784933103 1 1,327 SH   SOLE   1,327 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 742 32,322 SH   SOLE   32,322 0 0
SABRE CORP COM 78573M104 4,629 206,704 SH   SOLE   206,704 0 0
SACHEM CAP CORP COM 78590A109 16 3,326 SH   SOLE   3,326 0 0
SAEXPLORATION HLDGS INC COM 78636X873 1 620 SH   SOLE   620 0 0
SAFEGUARD SCIENTIFICS INC COM 786449207 29 2,593 SH   SOLE   2,593 0 0
SAFEHOLD INC COM 78645L100 59 1,942 SH   SOLE   1,942 0 0
SAFETY INS GROUP INC COM 78648T100 2,265 22,352 SH   SOLE   22,352 0 0
SAGA COMMUNICATIONS INC COM 786598300 19 643 SH   SOLE   643 0 0
SAGE THERAPEUTICS INC COM 78667J108 81,769 582,858 SH   SOLE   397,588 0 185,270
SAIA INC COM 78709Y105 95,497 1,019,182 SH   SOLE   998,772 0 20,410
SAILPOINT TECHNLGIES HLDGS I COM 78781P105 278 14,850 SH   SOLE   14,850 0 0
ST JOE CO COM 790148100 254 14,852 SH   SOLE   14,852 0 0
SALARIUS PHARMACEUTICALS INC COM 79400X107 1 99 SH   SOLE   99 0 0
SALEM MEDIA GROUP INC COM 794093104 3 2,234 SH   SOLE   2,234 0 0
SALESFORCE COM INC COM 79466L302 156,183 1,052,164 SH   SOLE   994,908 0 57,256
SALISBURY BANCORP INC COM 795226109 20 506 SH   SOLE   506 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 2,399 161,120 SH   SOLE   161,120 0 0
SANDERSON FARMS INC COM 800013104 120,501 796,279 SH   SOLE   782,556 0 13,723
SANDRIDGE ENERGY INC COM 80007P869 151 32,065 SH   SOLE   32,065 0 0
SANDY SPRING BANCORP INC COM 800363103 1,928 57,188 SH   SOLE   57,188 0 0
SANFILIPPO JOHN B & SON INC COM 800422107 1,560 16,154 SH   SOLE   16,154 0 0
SANGAMO THERAPEUTICS INC COM 800677106 177 19,526 SH   SOLE   19,526 0 0
SANMINA CORPORATION COM 801056102 27,759 864,492 SH   SOLE   843,275 0 21,217
SANTANDER CONSUMER USA HDG I COM 80283M101 13,229 518,579 SH   SOLE   518,579 0 0
SARATOGA INVT CORP COM 80349A208 28 1,140 SH   SOLE   1,140 0 0
SAREPTA THERAPEUTICS INC COM 803607100 885 11,750 SH   SOLE   11,750 0 0
SAUL CTRS INC COM 804395101 128 2,340 SH   SOLE   2,340 0 0
SAVARA INC COM 805111101 16 5,907 SH   SOLE   5,907 0 0
SCANSOURCE INC COM 806037107 39,433 1,290,759 SH   SOLE   1,270,634 0 20,125
HENRY SCHEIN INC COM 806407102 6,730 105,983 SH   SOLE   105,983 0 0
SCHLUMBERGER LTD COM 806857108 53,049 1,552,505 SH   SOLE   1,552,505 0 0
SCHNITZER STL INDS COM 806882106 3,071 148,634 SH   SOLE   142,733 0 5,901
SCHNEIDER NATIONAL INC COM 80689H102 152 7,016 SH   SOLE   7,016 0 0
SCHOLASTIC CORP COM 807066105 177 4,692 SH   SOLE   4,692 0 0
SCHOLAR ROCK HLDG CORP COM 80706P103 1,605 179,289 SH   SOLE   179,289 0 0
THE CHARLES SCHWAB CORPORATI COM 808513105 19,118 457,042 SH   SOLE   457,014 0 28
SCHWAB STRATEGIC TR ETF 808524730 156,421 5,712,972 SH   SOLE   5,712,972 0 0
SCHWAB STRATEGIC TR ETF 808524748 49,400 1,607,562 SH   SOLE   1,607,562 0 0
SCHWAB STRATEGIC TR ETF 808524755 340,432 12,347,900 SH   SOLE   12,347,900 0 0
SCHWAB STRATEGIC TR ETF 808524771 22,445 567,499 SH   SOLE   567,499 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 3,833 102,368 SH   SOLE   102,368 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 1,282 14,681 SH   SOLE   14,681 0 0
SCIENTIFIC GAMES CORP COM 80874P109 157 7,697 SH   SOLE   7,697 0 0
SCIPLAY CORP COM 809087109 41 3,865 SH   SOLE   3,865 0 0
SCOTTS MIRACLE GRO CO COM 810186106 819 8,044 SH   SOLE   8,044 0 0
SCPHARMACEUTICALS INC COM 810648105 11 1,806 SH   SOLE   1,806 0 0
SCRIPPS E W CO OHIO COM 811054402 59,564 4,485,204 SH   SOLE   4,410,479 0 74,725
SCYNEXIS INC COM 811292101 10 9,619 SH   SOLE   9,619 0 0
SEABOARD CORP COM 811543107 166 38 SH   SOLE   38 0 0
SEACHANGE INTL INC COM 811699107 14 4,944 SH   SOLE   4,944 0 0
SEACOAST BKG CORP FLA COM 811707801 305 12,057 SH   SOLE   12,057 0 0
SEACOR HOLDINGS INC COM 811904101 4,510 95,806 SH   SOLE   95,806 0 0
SEALED AIR CORP NEW COM 81211K100 61,775 1,488,197 SH   SOLE   1,488,197 0 0
SEARS HOMETOWN & OUTLET STOR COM 812362101 7 2,066 SH   SOLE   2,066 0 0
SEASPINE HLDGS CORP COM 81255T108 28 2,280 SH   SOLE   2,280 0 0
SEATTLE GENETICS INC COM 812578102 5,328 62,384 SH   SOLE   62,384 0 0
SEAWORLD ENTMT INC COM 81282V100 451 17,136 SH   SOLE   17,136 0 0
SECOND SIGHT MED PRODS INC COM 81362J100 9 10,645 SH   SOLE   10,645 0 0
SELECT SECTOR SPDR TR ETF 81369Y704 37 483 SH   SOLE   0 0 483
SECUREWORKS CORP COM 81374A105 176 13,650 SH   SOLE   13,650 0 0
SECURITY NATL FINL CORP COM 814785309 9 1,923 SH   SOLE   1,923 0 0
SEELOS THERAPEUTICS INC COM 81577F109 3 2,889 SH   SOLE   2,889 0 0
SELECT INTERIOR CONCEPTS INC COM 816120307 45 3,487 SH   SOLE   3,487 0 0
SELECT ENERGY SVCS INC COM 81617J301 79 9,162 SH   SOLE   9,162 0 0
SELECT MED HLDGS CORP COM 81619Q105 34,053 2,055,073 SH   SOLE   1,999,394 0 55,679
SELECTA BIOSCIENCES INC COM 816212104 13 7,257 SH   SOLE   7,257 0 0
SELECTIVE INS GROUP INC COM 816300107 25,690 341,666 SH   SOLE   332,609 0 9,057
SELLAS LIFE SCIENCES GROUP I COM 81642T100 5 39,631 SH   SOLE   39,631 0 0
SEMGROUP CORP COM 81663A105 169 10,313 SH   SOLE   10,313 0 0
SEMTECH CORP COM 816850101 7,906 162,641 SH   SOLE   162,641 0 0
SEMPRA ENERGY COM 816851109 36,936 250,228 SH   SOLE   224,367 0 25,861
SENECA FOODS CORP NEW COM 817070501 31 983 SH   SOLE   983 0 0
SENESTECH INC COM 81720R109 5 4,468 SH   SOLE   4,468 0 0
SENIOR HSG PPTYS TR COM 81721M109 396 42,807 SH   SOLE   42,807 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 24,968 363,696 SH   SOLE   358,896 0 4,800
SENSEONICS HLDGS INC COM 81727U105 17 16,780 SH   SOLE   16,780 0 0
SENSUS HEATLHCARE INC COM 81728J109 13 2,200 SH   SOLE   2,200 0 0
SERES THERAPEUTICS INC COM 81750R102 27 6,832 SH   SOLE   6,832 0 0
SERITAGE GROWTH PPTYS COM 81752R100 136 3,199 SH   SOLE   3,199 0 0
SERVICE CORP INTL COM 817565104 5,645 118,081 SH   SOLE   118,081 0 0
SERVICE PPTYS TR COM 81761L102 1,502 58,225 SH   SOLE   58,225 0 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 1,157 20,696 SH   SOLE   20,696 0 0
SERVICENOW INC COM 81762P102 272,341 1,072,841 SH   SOLE   925,071 0 147,770
SERVICENOW INC CONB 81762PAC6 3,828 2,000,000 PRN   SOLE   300,000 0 1,700,000
SERVICESOURCE INTL INC COM 81763U100 12 13,349 SH   SOLE   13,349 0 0
SERVISFIRST BANCSHARES INC COM 81768T108 1,848 55,759 SH   SOLE   55,759 0 0
SESEN BIO INC COM 817763105 20 17,312 SH   SOLE   17,312 0 0
SEVERN BANCORP ANNAPOLIS MD COM 81811M100 15 1,862 SH   SOLE   1,862 0 0
SHAKE SHACK INC COM 819047101 275 2,810 SH   SOLE   2,810 0 0
SHARPSPRING INC COM 820054104 14 1,430 SH   SOLE   1,430 0 0
SHENANDOAH TELECOMMUNICATION COM 82312B106 566 17,818 SH   SOLE   17,818 0 0
SHERWIN WILLIAMS CO COM 824348106 24,719 44,955 SH   SOLE   44,955 0 0
SHIFTPIXY INC COM 82452L104 1 1,761 SH   SOLE   1,761 0 0
SHILOH INDS INC COM 824543102 11 2,732 SH   SOLE   2,732 0 0
SHINECO INC COM 824567200 2 3,416 SH   SOLE   3,416 0 0
SHOE CARNIVAL INC COM 824889109 1,817 56,048 SH   SOLE   52,598 0 3,450
SHOCKWAVE MED INC COM 82489T104 35 1,160 SH   SOLE   1,160 0 0
SHORE BANCSHARES INC COM 825107105 33 2,163 SH   SOLE   2,163 0 0
SHOTSPOTTER INC COM 82536T107 37 1,610 SH   SOLE   1,610 0 0
SHUTTERSTOCK INC COM 825690100 1,320 36,550 SH   SOLE   36,550 0 0
SI BONE INC COM 825704109 202 11,434 SH   SOLE   11,434 0 0
SIEBERT FINL CORP COM 826176109 7 733 SH   SOLE   733 0 0
SIERRA BANCORP COM 82620P102 70 2,622 SH   SOLE   2,622 0 0
SIENTRA INC COM 82621J105 41 6,378 SH   SOLE   6,378 0 0
SIENNA BIOPHARMACEUTICALS IN COM 82622H108 1 3,661 SH   SOLE   3,661 0 0
SIERRA ONCOLOGY INC COM 82640U107 4 11,025 SH   SOLE   11,025 0 0
SIFCO INDS INC COM 826546103 1 521 SH   SOLE   521 0 0
SIGMATRON INTL INC COM 82661L101 3 634 SH   SOLE   634 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 4,192 35,165 SH   SOLE   35,165 0 0
SIGA TECHNOLOGIES INC COM 826917106 52 10,202 SH   SOLE   10,202 0 0
SILICON LABORATORIES INC COM 826919102 59,007 529,928 SH   SOLE   507,808 0 22,120
SILICON LABORATORIES INC COM 826919102 6,689 60,070 SH   OTR 3 60,070 0 0
SILICON LABORATORIES INC COM 826919102 5,684 51,050 SH   OTR 3 51,050 0 0
SILGAN HOLDINGS INC COM 827048109 1,422 47,356 SH   SOLE   47,356 0 0
SILK ROAD MEDICAL INC COM 82710M100 19,808 608,921 SH   SOLE   579,501 0 29,420
SILK ROAD MEDICAL INC COM 82710M100 2,644 81,280 SH   OTR 3 81,280 0 0
SILVERCREST ASSET MGMT GROUP COM 828359109 64 5,164 SH   SOLE   5,164 0 0
SILVERBOW RES INC COM 82836G102 67 6,949 SH   SOLE   6,949 0 0
SIMMONS 1ST NATL CORP COM 828730200 485 19,462 SH   SOLE   19,462 0 0
SIMON PPTY GROUP INC NEW COM 828806109 64,217 412,576 SH   SOLE   411,971 0 605
SIMPLY GOOD FOODS CO COM 82900L102 23,788 820,566 SH   SOLE   798,470 0 22,096
SIMPSON MANUFACTURING CO INC COM 829073105 27,743 399,934 SH   SOLE   380,693 0 19,241
SIMPSON MANUFACTURING CO INC COM 829073105 3,651 52,630 SH   OTR 3 52,630 0 0
SIMULATIONS PLUS INC COM 829214105 145 4,171 SH   SOLE   4,171 0 0
SINCLAIR BROADCAST GROUP INC COM 829226109 5,732 134,117 SH   SOLE   134,117 0 0
SINO GLOBAL SHIPPING AMER LT COM 82935V109 2 2,030 SH   SOLE   2,030 0 0
SINTX TECHNOLOGIES INC COM 829392307 0 138 SH   SOLE   138 0 0
SIRIUS XM HLDGS INC COM 82968B103 21,387 3,419,250 SH   SOLE   3,419,250 0 0
SITE CENTERS CORP COM 82981J109 42,624 2,820,938 SH   SOLE   2,758,417 0 62,521
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 73,764 996,536 SH   SOLE   957,616 0 38,920
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 7,976 107,760 SH   OTR 3 107,760 0 0
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 7,785 105,180 SH   OTR 3 105,180 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 1,156 22,760 SH   SOLE   22,760 0 0
SKECHERS U S A INC COM 830566105 722 19,319 SH   SOLE   19,319 0 0
SKYLINE CHAMPION CORPORATION COM 830830105 3,598 119,591 SH   SOLE   119,591 0 0
SKYWEST INC COM 830879102 73,581 1,281,907 SH   SOLE   1,260,073 0 21,834
SKYWORKS SOLUTIONS INC COM 83088M102 110,182 1,390,310 SH   SOLE   1,390,310 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 6,823 86,100 SH   OTR 4 86,100 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 3,037 38,325 SH   OTR 3 38,325 0 0
SLACK TECHNOLOGIES INC COM 83088V102 8,103 341,485 SH   SOLE   341,485 0 0
SLEEP NUMBER CORP COM 83125X103 228 5,511 SH   SOLE   5,511 0 0
SMITH A O CORP COM 831865209 15,200 318,585 SH   SOLE   278,602 0 39,983
SMARTFINANCIAL INC COM 83190L208 1,571 75,431 SH   SOLE   70,350 0 5,081
SMART SAND INC COM 83191H107 12 4,351 SH   SOLE   4,351 0 0
SMARTSHEET INC COM 83200N103 3,125 86,724 SH   SOLE   86,724 0 0
SMITH MICRO SOFTWARE INC COM 832154207 29 5,298 SH   SOLE   5,298 0 0
SMUCKER J M CO COM 832696405 25,043 227,619 SH   SOLE   227,619 0 0
SNAP ON INC COM 833034101 9,390 59,987 SH   SOLE   59,983 0 4
SNAP INC COM 83304A106 7,278 460,645 SH   SOLE   460,645 0 0
SOCKET MOBILE INC COM 83368E200 2 882 SH   SOLE   882 0 0
SOLAR CAP LTD COM 83413U100 4,255 206,040 SH   SOLE   206,040 0 0
SOLAR SR CAP LTD COM 83416M105 48 2,716 SH   SOLE   2,716 0 0
SOLARWINDS CORP COM 83417Q105 196 10,608 SH   SOLE   10,608 0 0
SOLARIS OILFIELD INFRSTR INC COM 83418M103 1,696 126,394 SH   SOLE   118,344 0 8,050
SOLENO THERAPEUTICS INC COM 834203200 4 2,580 SH   SOLE   2,580 0 0
SOLID BIOSCIENCES INC COM 83422E105 19 1,849 SH   SOLE   1,849 0 0
SOLITON INC COM 834251100 10 893 SH   SOLE   893 0 0
SOLITARIO ZINC CORP COM 8342EP107 3 9,670 SH   SOLE   9,670 0 0
SONIC AUTOMOTIVE INC COM 83545G102 259 8,243 SH   SOLE   8,243 0 0
SONIM TECHNOLOGIES INC COM 83548F101 2 622 SH   SOLE   622 0 0
SONOCO PRODS CO COM 835495102 86,892 1,492,735 SH   SOLE   1,476,585 0 16,150
SONOMA PHARMACEUTICALS INC COM 83558L204 1 222 SH   SOLE   222 0 0
SONOS INC COM 83570H108 134 10,021 SH   SOLE   10,021 0 0
SOPHIRIS BIO INC COM 83578Q209 3 5,073 SH   SOLE   5,073 0 0
SOTHEBYS COM 835898107 330 5,791 SH   SOLE   5,791 0 0
SOTHERLY HOTELS INC COM 83600C103 15 2,304 SH   SOLE   2,304 0 0
SOUTH JERSEY INDS INC COM 838518108 9,311 282,917 SH   SOLE   282,917 0 0
SOUTH PLAINS FINANCIAL INC COM 83946P107 93 5,718 SH   SOLE   5,718 0 0
SOUTH ST CORP COM 840441109 90,414 1,200,720 SH   SOLE   1,183,520 0 17,200
SOUTHERN CO COM 842587107 65,800 1,065,240 SH   SOLE   1,065,240 0 0
SOUTHERN CO CPFD 842587602 48,746 910,975 SH   SOLE   265,635 0 645,340
SOUTHERN COPPER CORP COM 84265V105 1,477 43,271 SH   SOLE   43,271 0 0
SOUTHERN FIRST BANCSHARES IN COM 842873101 43 1,068 SH   SOLE   1,068 0 0
SOUTHERN MO BANCORP INC COM 843380106 50 1,377 SH   SOLE   1,377 0 0
SOUTHERN NATL BANCORP OF VA COM 843395104 2,169 140,921 SH   SOLE   131,468 0 9,453
SOUTHSIDE BANCSHARES INC COM 84470P109 3,241 95,021 SH   SOLE   95,021 0 0
SOUTHWEST AIRLS CO COM 844741108 33,782 625,483 SH   SOLE   625,483 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 61,862 679,506 SH   SOLE   630,305 0 49,201
SOUTHWEST GA FINL CORP COM 84502A104 33 1,625 SH   SOLE   1,625 0 0
SOUTHWESTERN ENERGY CO COM 845467109 266 137,783 SH   SOLE   137,783 0 0
SPARK ENERGY INC COM 846511103 15 1,384 SH   SOLE   1,384 0 0
SPARK THERAPEUTICS INC COM 84652J103 690 7,120 SH   SOLE   7,120 0 0
SPARTAN MTRS INC COM 846819100 1,697 123,665 SH   SOLE   115,565 0 8,100
SPARTANNASH CO COM 847215100 217 18,378 SH   SOLE   18,378 0 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 127 15,322 SH   SOLE   15,322 0 0
SPECTRUM BRANDS HLDGS INC NE COM 84790A105 4,102 77,799 SH   SOLE   77,799 0 0
SPERO THERAPEUTICS INC COM 84833T103 21 1,988 SH   SOLE   1,988 0 0
SPHERIX INC COM 84842R502 1 354 SH   SOLE   354 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM 848574109 10,978 133,486 SH   SOLE   133,486 0 0
SPIRIT AIRLS INC COM 848577102 518 14,282 SH   SOLE   14,282 0 0
SPIRE INC COM 84857L101 28,472 326,364 SH   SOLE   317,996 0 8,368
SPIRIT RLTY CAP INC NEW COM 84860W300 19,378 404,893 SH   SOLE   404,893 0 0
SPIRIT RLTY CAP INC NEW CONB 84860WAB8 59,970 58,632,000 PRN   SOLE   17,715,000 0 40,917,000
SPIRIT OF TEX BANCSHARES INC COM 84861D103 56 2,606 SH   SOLE   2,606 0 0
SPIRIT MTA REIT COM 84861U105 66 7,771 SH   SOLE   7,771 0 0
SPLUNK INC COM 848637104 7,655 64,949 SH   SOLE   64,949 0 0
SPOK HLDGS INC COM 84863T106 36 2,975 SH   SOLE   2,975 0 0
SPORTSMANS WHSE HLDGS INC COM 84920Y106 30 5,743 SH   SOLE   5,743 0 0
SPRING BK PHARMACEUTICALS IN COM 849431101 10 2,813 SH   SOLE   2,813 0 0
SPRINGWORKS THERAPEUTICS INC COM 85205L107 3,794 175,000 SH   SOLE   175,000 0 0
SPRINT CORPORATION COM 85207U105 3,788 613,926 SH   SOLE   613,926 0 0
SPROUTS FMRS MKT INC COM 85208M102 2,250 116,335 SH   SOLE   116,335 0 0
SQUARE INC COM 852234103 31,899 514,917 SH   SOLE   271,217 0 243,700
STAAR SURGICAL CO COM 852312305 320 12,425 SH   SOLE   12,425 0 0
STABILIS ENERGY INC COM 85236P101 16 2,462 SH   SOLE   2,462 0 0
STAGE STORES INC COM 85254C305 9 4,737 SH   SOLE   4,737 0 0
STAG INDL INC COM 85254J102 35,579 1,206,874 SH   SOLE   1,174,568 0 32,306
STAMPS COM INC COM 852857200 234 3,143 SH   SOLE   3,143 0 0
STANDARD MTR PRODS INC COM 853666105 287 5,917 SH   SOLE   5,917 0 0
STANDEX INTL CORP COM 854231107 210 2,873 SH   SOLE   2,873 0 0
STANLEY BLACK & DECKER INC COM 854502101 7,109 49,230 SH   SOLE   49,230 0 0
STANLEY BLACK & DECKER INC CPFD 854502887 50,379 501,387 SH   SOLE   166,485 0 334,902
STARBUCKS CORP COM 855244109 141,991 1,605,873 SH   SOLE   1,605,873 0 0
STARRETT L S CO COM 855668109 5 898 SH   SOLE   898 0 0
STARTEK INC COM 85569C107 13 2,034 SH   SOLE   2,034 0 0
STATE AUTO FINL CORP COM 855707105 47,458 1,465,200 SH   SOLE   1,443,675 0 21,525
STARWOOD PPTY TR INC COM 85571B105 1,513 62,480 SH   SOLE   60,465 0 2,015
STARWOOD PPTY TR INC CONB 85571BAH8 6,543 6,335,000 PRN   SOLE   0 0 6,335,000
STATE STR CORP COM 857477103 20,764 350,807 SH   SOLE   350,807 0 0
STEEL CONNECT INC COM 858098106 13 7,184 SH   SOLE   7,184 0 0
STEEL DYNAMICS INC COM 858119100 14,296 479,726 SH   SOLE   479,726 0 0
STEELCASE INC COM 858155203 2,494 135,557 SH   SOLE   135,557 0 0
STEIN MART INC COM 858375108 5 5,928 SH   SOLE   5,928 0 0
STELLUS CAP INVT CORP COM 858568108 47 3,432 SH   SOLE   3,432 0 0
STEPAN CO COM 858586100 2,390 24,625 SH   SOLE   24,625 0 0
STEMLINE THERAPEUTICS INC COM 85858C107 712 68,362 SH   SOLE   68,362 0 0
STERICYCLE INC COM 858912108 626 12,295 SH   SOLE   12,295 0 0
STEREOTAXIS INC COM 85916J409 30 8,436 SH   SOLE   8,436 0 0
STERLING BANCORP DEL COM 85917A100 29,795 1,485,297 SH   SOLE   1,453,469 0 31,828
STERLING BANCORP INC COM 85917W102 24 2,426 SH   SOLE   2,426 0 0
STERLING CONSTRUCTION CO INC COM 859241101 59 4,471 SH   SOLE   4,471 0 0
STEWART INFORMATION SVCS COR COM 860372101 52,375 1,350,220 SH   SOLE   1,334,270 0 15,950
STIFEL FINL CORP COM 860630102 53,936 939,984 SH   SOLE   919,790 0 20,194
STITCH FIX INC COM 860897107 78 4,056 SH   SOLE   4,056 0 0
STOCK YDS BANCORP INC COM 861025104 462 12,581 SH   SOLE   12,581 0 0
STOKE THERAPEUTICS INC COM 86150R107 84 3,913 SH   SOLE   3,913 0 0
STONERIDGE INC COM 86183P102 1,057 34,138 SH   SOLE   34,138 0 0
STORE CAP CORP COM 862121100 18,293 489,000 SH   SOLE   472,701 0 16,299
STRATA SKIN SCIENCES INC COM 86272A206 7 3,405 SH   SOLE   3,405 0 0
STRATEGIC ED INC COM 86272C103 64,333 473,458 SH   SOLE   454,818 0 18,640
STRATEGIC ED INC COM 86272C103 8,189 60,270 SH   OTR 3 60,270 0 0
STRATEGIC ED INC COM 86272C103 6,861 50,490 SH   OTR 3 50,490 0 0
STRATTEC SEC CORP COM 863111100 9 473 SH   SOLE   473 0 0
STREAMLINE HEALTH SOLUTIONS COM 86323X106 4 3,421 SH   SOLE   3,421 0 0
STRYKER CORP COM 863667101 46,367 214,363 SH   SOLE   214,363 0 0
STURM RUGER & CO INC COM 864159108 1,610 38,551 SH   SOLE   38,551 0 0
SUMMER INFANT INC COM 865646103 1 2,889 SH   SOLE   2,889 0 0
SUMMIT FINANCIAL GROUP INC COM 86606G101 54 2,111 SH   SOLE   2,111 0 0
SUMMIT HOTEL PPTYS INC COM 866082100 27,770 2,393,924 SH   SOLE   2,336,910 0 57,014
SUMMIT MATLS INC COM 86614U100 43,402 1,955,061 SH   SOLE   1,928,665 0 26,396
SUMMIT WIRELESS TECHNLGIES I COM 86633R104 2 2,139 SH   SOLE   2,139 0 0
SUN CMNTYS INC COM 866674104 31,820 214,346 SH   SOLE   187,703 0 26,643
SUNCOKE ENERGY INC COM 86722A103 1,635 289,963 SH   SOLE   271,663 0 18,300
SUNESIS PHARMACEUTICALS INC COM 867328700 13 18,238 SH   SOLE   18,238 0 0
SUNLINK HEALTH SYSTEMS INC COM 86737U102 1 747 SH   SOLE   747 0 0
SUNPOWER CORP COM 867652406 127 11,539 SH   SOLE   11,539 0 0
SUNPOWER CORP CONB 867652AL3 6 7,000 PRN   SOLE   0 0 7,000
SUNRUN INC COM 86771W105 352 21,086 SH   SOLE   21,086 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 26,173 1,904,887 SH   SOLE   1,864,707 0 40,180
SUNTRUST BKS INC COM 867914103 201,490 2,928,630 SH   SOLE   2,916,976 0 11,654
SUNTRUST BKS INC COM 867914103 12,652 183,900 SH   OTR 4 183,900 0 0
SUNTRUST BKS INC COM 867914103 5,360 77,900 SH   OTR 3 77,900 0 0
SUPERCONDUCTOR TECHNOLOGIES COM 867931602 1 887 SH   SOLE   887 0 0
SUNWORKS INC COM 86803X204 2 747 SH   SOLE   747 0 0
SUPER LEAGUE GAMING INC COM 86804F202 6 1,326 SH   SOLE   1,326 0 0
SUPERIOR DRILLING PRODS INC COM 868153107 2 2,403 SH   SOLE   2,403 0 0
SUPERIOR ENERGY SVCS INC COM 868157108 3 23,879 SH   SOLE   23,879 0 0
SUPERIOR INDS INTL INC COM 868168105 10 3,618 SH   SOLE   3,618 0 0
SUPERIOR GRP OF COMPANIES IN COM 868358102 33 2,044 SH   SOLE   2,044 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 594 21,623 SH   SOLE   21,623 0 0
SUPPORT COM INC COM 86858W200 5 3,085 SH   SOLE   3,085 0 0
SURFACE ONCOLOGY INC COM 86877M209 819 576,681 SH   SOLE   576,681 0 0
SURGERY PARTNERS INC COM 86881A100 77 10,458 SH   SOLE   10,458 0 0
SURMODICS INC COM 868873100 94 2,051 SH   SOLE   2,051 0 0
SUTRO BIOPHARMA INC COM 869367102 49 5,436 SH   SOLE   5,436 0 0
SUTTER ROCK CAP CORP COM 86944Q100 20 3,238 SH   SOLE   3,238 0 0
SWITCH INC COM 87105L104 14 879 SH   SOLE   879 0 0
SYKES ENTERPRISES INC COM 871237103 69,834 2,279,170 SH   SOLE   2,248,245 0 30,925
SYMANTEC CORP COM 871503108 12,170 515,010 SH   SOLE   493,654 0 21,356
SYNACOR INC COM 871561106 7 4,850 SH   SOLE   4,850 0 0
SYNALLOY CP DEL COM 871565107 23 1,453 SH   SOLE   1,453 0 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 35 6,549 SH   SOLE   6,549 0 0
SYNAPTICS INC COM 87157D109 221 5,529 SH   SOLE   5,529 0 0
SYNOPSYS INC COM 871607107 96,938 706,291 SH   SOLE   690,114 0 16,177
SYNOPSYS INC COM 871607107 4,779 34,820 SH   OTR 4 34,820 0 0
SYNOPSYS INC COM 871607107 2,028 14,779 SH   OTR 3 14,779 0 0
SYNOVUS FINL CORP COM 87161C501 65,738 1,838,306 SH   SOLE   1,798,077 0 40,229
SYNTHESIS ENERGY SYS INC COM 871628301 0 214 SH   SOLE   214 0 0
SYNNEX CORP COM 87162W100 17,592 155,819 SH   SOLE   151,218 0 4,601
SYNDAX PHARMACEUTICALS INC COM 87164F105 33 4,440 SH   SOLE   4,440 0 0
SYNTHETIC BIOLOGICS INC COM 87164U201 1 2,845 SH   SOLE   2,845 0 0
SYPRIS SOLUTIONS INC COM 871655106 2 2,179 SH   SOLE   2,179 0 0
SYNCHRONY FINL COM 87165B103 51,010 1,496,332 SH   SOLE   1,379,611 0 116,721
SYNEOS HEALTH INC COM 87166B102 35,869 674,109 SH   SOLE   655,746 0 18,363
SYNLOGIC INC COM 87166L100 10 4,454 SH   SOLE   4,454 0 0
SYNTHORX INC COM 87167A103 64 3,935 SH   SOLE   3,935 0 0
SYSCO CORP COM 871829107 267,558 3,369,750 SH   SOLE   3,369,750 0 0
SYSCO CORP COM 871829107 14,927 188,000 SH   OTR 4 188,000 0 0
SYSCO CORP COM 871829107 6,657 83,840 SH   OTR 3 83,840 0 0
SYROS PHARMACEUTICALS INC COM 87184Q107 50 4,814 SH   SOLE   4,814 0 0
SYSTEMAX INC COM 871851101 916 41,607 SH   SOLE   41,607 0 0
TCG BDC INC COM 872280102 149 10,368 SH   SOLE   10,368 0 0
TCF FINANCIAL CORPORATION NE COM 872307103 21,065 553,333 SH   SOLE   553,333 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 22,488 481,552 SH   SOLE   431,854 0 49,698
TESSCO TECHNOLOGIES INC COM 872386107 14 970 SH   SOLE   970 0 0
BLACKROCK TCP CAPITAL CORP CONB 87238QAD5 514 500,000 PRN   SOLE   500,000 0 0
TFS FINL CORP COM 87240R107 18,929 1,050,419 SH   SOLE   1,050,419 0 0
THL CREDIT INC COM 872438106 36 5,269 SH   SOLE   5,269 0 0
TJX COS INC NEW COM 872540109 125,047 2,243,401 SH   SOLE   2,243,401 0 0
T MOBILE US INC COM 872590104 44,356 563,107 SH   SOLE   560,219 0 2,888
TRI POINTE GROUP INC COM 87265H109 392 26,094 SH   SOLE   26,094 0 0
TPG SPECIALTY LENDING INC COM 87265K102 212 10,106 SH   SOLE   10,106 0 0
TPG SPECIALTY LENDING INC CONB 87265KAD4 13,783 13,200,000 PRN   SOLE   4,565,000 0 8,635,000
TPI COMPOSITES INC COM 87266J104 99 5,296 SH   SOLE   5,296 0 0
TPG RE FIN TR INC COM 87266M107 462 23,271 SH   SOLE   23,271 0 0
TTM TECHNOLOGIES INC COM 87305R109 28,033 2,298,702 SH   SOLE   2,235,931 0 62,771
TABULA RASA HEALTHCARE INC COM 873379101 247 4,490 SH   SOLE   4,490 0 0
TACTILE SYS TECHNOLOGY INC COM 87357P100 165 3,900 SH   SOLE   3,900 0 0
TAILORED BRANDS INC COM 87403A107 440 100,067 SH   SOLE   100,067 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 94,856 756,789 SH   SOLE   523,579 0 233,210
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 7,177 57,260 SH   OTR 3 57,260 0 0
TALOS ENERGY INC COM 87484T108 980 48,197 SH   SOLE   48,197 0 0
TANDEM DIABETES CARE INC COM 875372203 674 11,420 SH   SOLE   11,420 0 0
TANDY LEATHER FACTORY INC COM 87538X105 7 1,512 SH   SOLE   1,512 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 6,178 399,104 SH   SOLE   399,104 0 0
TAPESTRY INC COM 876030107 9,060 347,777 SH   SOLE   347,777 0 0
TARGET CORP COM 87612E106 77,536 725,243 SH   SOLE   723,265 0 1,978
TARGA RES CORP COM 87612G101 1,581 39,348 SH   SOLE   39,348 0 0
TARGET HOSPITALITY CORP COM 87615L107 126 18,528 SH   SOLE   18,528 0 0
TARONIS TECHNOLOGIES INC COM 876214206 5 2,810 SH   SOLE   2,810 0 0
TAUBMAN CTRS INC COM 876664103 450 11,014 SH   SOLE   11,014 0 0
TAYLOR DEVICES INC COM 877163105 5 495 SH   SOLE   495 0 0
TAYLOR MORRISON HOME CORP COM 87724P106 4,995 192,557 SH   SOLE   192,557 0 0
TCR2 THERAPEUTICS INC COM 87808K106 193 12,854 SH   SOLE   12,854 0 0
TEAM INC COM 878155100 23,084 1,278,868 SH   SOLE   1,239,217 0 39,651
TECH DATA CORP COM 878237106 7,443 71,404 SH   SOLE   71,404 0 0
TECHTARGET INC COM 87874R100 141 6,243 SH   SOLE   6,243 0 0
TECOGEN INC NEW COM 87876P201 5 2,083 SH   SOLE   2,083 0 0
TEGNA INC COM 87901J105 6,501 418,607 SH   SOLE   418,607 0 0
TEJON RANCH CO COM 879080109 75 4,439 SH   SOLE   4,439 0 0
TELARIA INC COM 879181105 45 6,489 SH   SOLE   6,489 0 0
TELADOC HEALTH INC COM 87918A105 813 12,012 SH   SOLE   12,012 0 0
TELADOC HEALTH INC CONB 87918AAB1 7,486 4,393,000 PRN   SOLE   500,000 0 3,893,000
TELEDYNE TECHNOLOGIES INC COM 879360105 66,433 206,320 SH   SOLE   124,620 0 81,700
TELEDYNE TECHNOLOGIES INC COM 879360105 6,887 21,390 SH   OTR 3 21,390 0 0
TELEFLEX INC COM 879369106 7,002 20,609 SH   SOLE   20,609 0 0
TELEPHONE & DATA SYS INC COM 879433829 1,768 68,514 SH   SOLE   68,514 0 0
TELENAV INC COM 879455103 28 5,835 SH   SOLE   5,835 0 0
TELIGENT INC NEW COM 87960W104 6 6,209 SH   SOLE   6,209 0 0
TELLURIAN INC NEW COM 87968A104 178 21,357 SH   SOLE   21,357 0 0
TEMPUR SEALY INTL INC COM 88023U101 614 7,949 SH   SOLE   7,949 0 0
TENABLE HLDGS INC COM 88025T102 136 6,080 SH   SOLE   6,080 0 0
10X GENOMICS INC COM 88025U109 28,308 561,674 SH   SOLE   311,214 0 250,460
TENET HEALTHCARE CORP COM 88033G407 455 20,586 SH   SOLE   20,586 0 0
TENGASCO INC COM 88033R502 1 1,842 SH   SOLE   1,842 0 0
TENNANT CO COM 880345103 275 3,893 SH   SOLE   3,893 0 0
TENNECO INC COM 880349105 121 9,669 SH   SOLE   9,669 0 0
TERADATA CORP DEL COM 88076W103 27,467 886,044 SH   SOLE   863,159 0 22,885
TERADYNE INC COM 880770102 5,302 91,559 SH   SOLE   91,559 0 0
TEREX CORP NEW COM 880779103 290 11,154 SH   SOLE   11,154 0 0
TERNIUM SA ADR 880890108 414 21,589 SH   SOLE   21,589 0 0
TERRAFORM PWR INC COM 88104R209 412 22,595 SH   SOLE   22,595 0 0
TERRITORIAL BANCORP INC COM 88145X108 45 1,563 SH   SOLE   1,563 0 0
TERRENO RLTY CORP COM 88146M101 814 15,927 SH   SOLE   15,927 0 0
TESLA INC COM 88160R101 25,560 106,115 SH   SOLE   106,115 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 559 81,187 SH   SOLE   81,187 0 0
TETRA TECHNOLOGIES INC DEL COM 88162F105 35 17,641 SH   SOLE   17,641 0 0
TETRA TECH INC NEW COM 88162G103 4,061 46,811 SH   SOLE   46,811 0 0
TEVA PHARMACEUTICAL FIN LLC CONB 88163VAE9 13,677 15,105,000 PRN   SOLE   15,105,000 0 0
TETRAPHASE PHARMACEUTICALS I COM 88165N204 2 459 SH   SOLE   459 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 519 9,503 SH   SOLE   9,503 0 0
TEXAS INSTRS INC COM 882508104 174,872 1,353,081 SH   SOLE   1,353,081 0 0
TEXAS PAC LD TR COM 882610108 178 274 SH   SOLE   274 0 0
TEXAS ROADHOUSE INC COM 882681109 68,469 1,303,668 SH   SOLE   1,281,668 0 22,000
TEXTRON INC COM 883203101 259,995 5,310,361 SH   SOLE   5,301,664 0 8,697
TEXTRON INC COM 883203101 16,995 347,125 SH   OTR 4 347,125 0 0
TEXTRON INC COM 883203101 7,581 154,850 SH   OTR 3 154,850 0 0
TG THERAPEUTICS INC COM 88322Q108 318 56,619 SH   SOLE   56,619 0 0
THERAPEUTICSMD INC COM 88338N107 101 27,797 SH   SOLE   27,797 0 0
THE TRADE DESK INC COM 88339J105 3,992 21,287 SH   SOLE   21,165 0 122
THE REALREAL INC COM 88339P101 60 2,675 SH   SOLE   2,675 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 44,159 151,610 SH   SOLE   151,610 0 0
THERMON GROUP HLDGS INC COM 88362T103 2,706 117,745 SH   SOLE   117,745 0 0
THOR INDS INC COM 885160101 1,074 18,962 SH   SOLE   18,946 0 16
3-D SYS CORP DEL COM 88554D205 137 16,809 SH   SOLE   16,809 0 0
3M CO COM 88579Y101 85,143 517,903 SH   SOLE   517,903 0 0
TIDEWATER INC NEW COM 88642R109 1,390 92,009 SH   SOLE   86,242 0 5,767
TIFFANY & CO NEW COM 886547108 199,536 2,154,115 SH   SOLE   2,154,115 0 0
TIFFANY & CO NEW COM 886547108 13,311 143,700 SH   OTR 4 143,700 0 0
TIFFANY & CO NEW COM 886547108 5,910 63,800 SH   OTR 3 63,800 0 0
TILE SHOP HLDGS INC COM 88677Q109 19 5,996 SH   SOLE   5,996 0 0
TILLYS INC COM 886885102 73 7,737 SH   SOLE   7,737 0 0
TILRAY INC COM 88688T100 43 1,751 SH   SOLE   1,751 0 0
TIMBERLAND BANCORP INC COM 887098101 38 1,381 SH   SOLE   1,381 0 0
TIMKEN CO COM 887389104 14,115 324,398 SH   SOLE   324,398 0 0
TIMKENSTEEL CORP COM 887399103 37 5,884 SH   SOLE   5,884 0 0
TITAN INTL INC ILL COM 88830M102 26 9,507 SH   SOLE   9,507 0 0
TITAN MACHY INC COM 88830R101 176 12,239 SH   SOLE   12,239 0 0
TIVO CORP COM 88870P106 377 49,458 SH   SOLE   49,458 0 0
TIVITY HEALTH INC COM 88870R102 176 10,604 SH   SOLE   10,604 0 0
TOCAGEN INC COM 888846102 3 4,025 SH   SOLE   4,025 0 0
TOLL BROTHERS INC COM 889478103 4,263 103,842 SH   SOLE   103,842 0 0
TOMPKINS FINANCIAL CORPORATI COM 890110109 2,266 27,934 SH   SOLE   27,934 0 0
TONIX PHARMACEUTICALS HLDG C COM 890260508 1 2,717 SH   SOLE   2,717 0 0
TOOTSIE ROLL INDS INC COM 890516107 511 13,754 SH   SOLE   13,754 0 0
TOPBUILD CORP COM 89055F103 783 8,124 SH   SOLE   8,124 0 0
TORCHLIGHT ENERGY RES INC COM 89102U103 11 9,658 SH   SOLE   9,658 0 0
TORO CO COM 891092108 17,437 237,881 SH   SOLE   237,881 0 0
TOUGHBUILT INDUSTRIES INC COM 89157G207 1 2,433 SH   SOLE   2,433 0 0
TOWN SPORTS INTL HLDGS INC COM 89214A102 8 4,617 SH   SOLE   4,617 0 0
TOWNEBANK PORTSMOUTH VA COM 89214P109 441 15,855 SH   SOLE   15,855 0 0
TOWNSQUARE MEDIA INC COM 892231101 12 1,639 SH   SOLE   1,639 0 0
TRACTOR SUPPLY CO COM 892356106 60,663 670,750 SH   SOLE   381,973 0 288,777
TRACON PHARMACEUTICALS INC COM 89237H100 2 4,692 SH   SOLE   4,692 0 0
TRADEWEB MKTS INC COM 892672106 266 7,203 SH   SOLE   7,203 0 0
TRANSACT TECHNOLOGIES INC COM 892918103 16 1,342 SH   SOLE   1,342 0 0
TRANS WORLD ENTMT CORP COM 89336Q209 0 130 SH   SOLE   130 0 0
TRANSDIGM GROUP INC COM 893641100 10,910 20,954 SH   SOLE   20,954 0 0
TRANSENTERIX INC COM 89366M201 21 33,264 SH   SOLE   33,264 0 0
TRANSLATE BIO INC COM 89374L104 54 5,408 SH   SOLE   5,408 0 0
TRANSMEDICS GROUP INC COM 89377M109 24 1,020 SH   SOLE   1,020 0 0
TRANSUNION COM 89400J107 45,719 563,663 SH   SOLE   293,123 0 270,540
TRAVELERS COMPANIES INC COM 89417E109 278,891 1,875,657 SH   SOLE   1,875,657 0 0
TRAVELERS COMPANIES INC COM 89417E109 16,921 113,800 SH   OTR 4 113,800 0 0
TRAVELERS COMPANIES INC COM 89417E109 7,472 50,250 SH   OTR 3 50,250 0 0
TRAVELZOO COM 89421Q205 10 897 SH   SOLE   897 0 0
TRECORA RES COM 894648104 36 3,956 SH   SOLE   3,956 0 0
TREDEGAR CORP COM 894650100 92 4,723 SH   SOLE   4,723 0 0
TREEHOUSE FOODS INC COM 89469A104 19,219 346,609 SH   SOLE   346,609 0 0
TREMONT MTG TR COM 894789106 7 1,475 SH   SOLE   1,475 0 0
TREX CO INC COM 89531P105 49,674 546,291 SH   SOLE   525,541 0 20,750
TREX CO INC COM 89531P105 6,485 71,320 SH   OTR 3 71,320 0 0
TREX CO INC COM 89531P105 5,195 57,130 SH   OTR 3 57,130 0 0
TREVENA INC COM 89532E109 15 15,964 SH   SOLE   15,964 0 0
TREVI THERAPEUTICS INC COM 89532M101 4 986 SH   SOLE   986 0 0
TRICO BANCSHARES COM 896095106 1,360 37,477 SH   SOLE   35,510 0 1,967
TRICIDA INC COM 89610F101 219 7,079 SH   SOLE   7,079 0 0
TRIMAS CORP COM 896215209 51,699 1,686,765 SH   SOLE   1,662,290 0 24,475
TRIMBLE INC COM 896239100 44,280 1,140,945 SH   SOLE   515,655 0 625,290
TRINET GROUP INC COM 896288107 517 8,318 SH   SOLE   8,318 0 0
TRINITY INDS INC COM 896522109 1,973 100,251 SH   SOLE   100,251 0 0
TRIPLE-S MGMT CORP COM 896749108 89 6,675 SH   SOLE   6,675 0 0
TRIPLEPOINT VENTURE GROWTH B COM 89677Y100 74 4,469 SH   SOLE   4,469 0 0
TRISTATE CAP HLDGS INC COM 89678F100 81 3,859 SH   SOLE   3,859 0 0
TRIUMPH BANCORP INC COM 89679E300 133 4,184 SH   SOLE   4,184 0 0
TRIUMPH GROUP INC NEW COM 896818101 26,679 1,166,021 SH   SOLE   1,131,849 0 34,172
TRIPADVISOR INC COM 896945201 5,649 146,038 SH   SOLE   146,038 0 0
TROVAGENE INC COM 897238606 1 900 SH   SOLE   900 0 0
TRUECAR INC COM 89785L107 42 12,323 SH   SOLE   12,323 0 0
TRUEBLUE INC COM 89785X101 1,925 91,217 SH   SOLE   91,217 0 0
TRUPANION INC COM 898202106 189 7,429 SH   SOLE   7,429 0 0
TRUSTCO BK CORP N Y COM 898349105 1,373 168,499 SH   SOLE   168,499 0 0
TRUSTMARK CORP COM 898402102 3,581 104,998 SH   SOLE   104,998 0 0
T2 BIOSYSTEMS INC COM 89853L104 14 5,627 SH   SOLE   5,627 0 0
TTEC HLDGS INC COM 89854H102 342 7,133 SH   SOLE   7,133 0 0
TUCOWS INC COM 898697206 107 1,976 SH   SOLE   1,976 0 0
TUESDAY MORNING CORP COM 899035505 11 6,992 SH   SOLE   6,992 0 0
TUPPERWARE BRANDS CORP COM 899896104 1,029 64,865 SH   SOLE   64,865 0 0
TURNING PT BRANDS INC COM 90041L105 132 5,715 SH   SOLE   5,715 0 0
TURNING POINT THERAPEUTICS I COM 90041T108 80 2,135 SH   SOLE   2,135 0 0
TURTLE BEACH CORP COM 900450206 27 2,345 SH   SOLE   2,345 0 0
TUTOR PERINI CORP COM 901109108 877 61,225 SH   SOLE   61,225 0 0
22ND CENTY GROUP INC COM 90137F103 41 17,958 SH   SOLE   17,958 0 0
TWILIO INC COM 90138F102 186,865 1,699,387 SH   SOLE   1,245,992 0 453,395
TWIN DISC INC COM 901476101 20 1,887 SH   SOLE   1,887 0 0
TWIN RIV WORLDWIDE HLDGS INC COM 90171V204 133 5,806 SH   SOLE   5,806 0 0
TWIST BIOSCIENCE CORP COM 90184D100 6,951 291,087 SH   SOLE   291,087 0 0
TWITTER INC COM 90184L102 168,820 4,097,579 SH   SOLE   3,078,609 0 1,018,970
TWO HBRS INVT CORP COM 90187B408 613 46,671 SH   SOLE   46,671 0 0
TWO RIV BANCORP COM 90207C105 32 1,561 SH   SOLE   1,561 0 0
II VI INC COM 902104108 7,532 213,915 SH   SOLE   210,232 0 3,683
2U INC COM 90214J101 172 10,563 SH   SOLE   10,563 0 0
TYLER TECHNOLOGIES INC COM 902252105 8,195 31,220 SH   SOLE   31,214 0 6
TYME TECHNOLOGIES INC COM 90238J103 9 7,773 SH   SOLE   7,773 0 0
TYSON FOODS INC COM 902494103 153,233 1,778,886 SH   SOLE   1,340,457 0 438,429
UDR INC COM 902653104 4,669 96,317 SH   SOLE   96,317 0 0
UFP TECHNOLOGIES INC COM 902673102 43 1,123 SH   SOLE   1,123 0 0
UGI CORP NEW COM 902681105 18,241 362,865 SH   SOLE   352,680 0 10,185
UMB FINL CORP COM 902788108 88,320 1,367,606 SH   SOLE   1,350,756 0 16,850
U S GOLD CORP COM 90291C102 3 3,759 SH   SOLE   3,759 0 0
USA TRUCK INC COM 902925106 478 59,533 SH   SOLE   55,631 0 3,902
U S GLOBAL INVS INC COM 902952100 4 1,948 SH   SOLE   1,948 0 0
US BANCORP DEL COM 902973304 110,925 2,004,419 SH   SOLE   2,004,419 0 0
UMH PPTYS INC COM 903002103 1,591 112,988 SH   SOLE   105,588 0 7,400
UNUM THERAPEUTICS INC COM 903214104 3 2,331 SH   SOLE   2,331 0 0
USANA HEALTH SCIENCES INC COM 90328M107 236 3,458 SH   SOLE   3,458 0 0
USA TECHNOLOGIES INC COM 90328S500 69 9,365 SH   SOLE   9,365 0 0
U S CONCRETE INC COM 90333L201 34,827 630,002 SH   SOLE   615,997 0 14,005
U S PHYSICAL THERAPY INC COM 90337L108 732 5,606 SH   SOLE   5,606 0 0
U.S. AUTO PARTS NETWORK INC COM 90343C100 8 4,904 SH   SOLE   4,904 0 0
UBER TECHNOLOGIES INC COM 90353T100 2,870 94,178 SH   SOLE   94,178 0 0
UBIQUITI INC COM 90353W103 2,535 21,438 SH   SOLE   21,438 0 0
ULTA BEAUTY INC COM 90384S303 41,223 164,466 SH   SOLE   146,372 0 18,094
ULTRA CLEAN HLDGS INC COM 90385V107 6,752 461,374 SH   SOLE   461,374 0 0
ULTRALIFE CORP COM 903899102 23 2,664 SH   SOLE   2,664 0 0
ULTRA PETROLEUM CORP COM 903914208 6 28,800 SH   SOLE   28,800 0 0
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 270 6,313 SH   SOLE   6,313 0 0
UMPQUA HLDGS CORP COM 904214103 6,555 398,215 SH   SOLE   396,916 0 1,299
UNDER ARMOUR INC COM 904311107 47 2,354 SH   SOLE   2,354 0 0
UNDER ARMOUR INC COM 904311206 48,156 2,656,142 SH   SOLE   1,038,932 0 1,617,210
UNIFI INC COM 904677200 33,037 1,507,166 SH   SOLE   1,480,516 0 26,650
UNIFIRST CORP MASS COM 904708104 83,099 425,885 SH   SOLE   419,935 0 5,950
UNION BANKSHARES INC COM 905400107 20 644 SH   SOLE   644 0 0
UNION PACIFIC CORP COM 907818108 121,352 749,178 SH   SOLE   696,732 0 52,446
UNIQUE FABRICATING INC COM 90915J103 4 1,543 SH   SOLE   1,543 0 0
UNISYS CORP COM 909214306 53 7,085 SH   SOLE   7,085 0 0
UNIT CORP COM 909218109 12,645 3,741,097 SH   SOLE   3,675,097 0 66,000
UNITED CMNTY FINL CORP OHIO COM 909839102 2,569 238,344 SH   SOLE   222,644 0 15,700
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 30,742 1,084,388 SH   SOLE   1,055,018 0 29,370
UNITED BANKSHARES INC WEST V COM 909907107 606 15,997 SH   SOLE   15,997 0 0
UNITED BANCORP INC OHIO COM 909911109 11 961 SH   SOLE   961 0 0
UNITED AIRLINES HLDGS INC COM 910047109 27,026 305,694 SH   SOLE   300,419 0 5,275
UNITED FINL BANCORP INC NEW COM 910304104 2,550 187,087 SH   SOLE   174,957 0 12,130
UNITED FIRE GROUP INC COM 910340108 164 3,494 SH   SOLE   3,494 0 0
UNITED GUARDIAN INC COM 910571108 10 521 SH   SOLE   521 0 0
UNITED INS HLDGS CORP COM 910710102 57 4,044 SH   SOLE   4,044 0 0
UNITED NAT FOODS INC COM 911163103 316 27,411 SH   SOLE   27,411 0 0
UNITED PARCEL SERVICE INC COM 911312106 74,088 618,328 SH   SOLE   618,328 0 0
UNITED RENTALS INC COM 911363109 4,392 35,235 SH   SOLE   35,235 0 0
UNITED SECURITY BANCSHARES C COM 911460103 28 2,686 SH   SOLE   2,686 0 0
UNITED STATES ANTIMONY CORP COM 911549103 5 8,254 SH   SOLE   8,254 0 0
UNITED STATES CELLULAR CORP COM 911684108 338 9,003 SH   SOLE   9,003 0 0
UNITED STS COMMODITY INDEX F ETF 911717106 6,629 184,980 SH   SOLE   184,980 0 0
U S ENERGY CORP WYO COM 911805208 1 1,459 SH   SOLE   1,459 0 0
UNITED STATES LIME & MINERAL COM 911922102 29 384 SH   SOLE   384 0 0
US FOODS HLDG CORP COM 912008109 11,248 273,669 SH   SOLE   261,499 0 12,170
UNITED STATES STL CORP NEW COM 912909108 439 38,006 SH   SOLE   38,006 0 0
UNITED TECHNOLOGIES CORP COM 913017109 43,352 317,553 SH   SOLE   317,553 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 813 10,189 SH   SOLE   10,189 0 0
UNITEDHEALTH GROUP INC COM 91324P102 207,072 952,842 SH   SOLE   904,959 0 47,883
UNITIL CORP COM 913259107 2,213 34,884 SH   SOLE   34,884 0 0
UNITI GROUP INC COM 91325V108 237 30,507 SH   SOLE   30,507 0 0
UNITY BANCORP INC COM 913290102 33 1,483 SH   SOLE   1,483 0 0
UNIVAR SOLUTIONS INC COM 91336L107 444 21,393 SH   SOLE   21,393 0 0
UNIVERSAL CORP VA COM 913456109 3,456 63,058 SH   SOLE   63,058 0 0
UNIVERSAL DISPLAY CORP COM 91347P105 4,318 25,715 SH   SOLE   25,715 0 0
UNIVERSAL ELECTRS INC COM 913483103 109 2,146 SH   SOLE   2,146 0 0
UNIVERSAL FST PRODS INC COM 913543104 90,154 2,260,636 SH   SOLE   2,226,723 0 33,913
UNIVERSAL HEALTH RLTY INCM T COM 91359E105 3,770 36,673 SH   SOLE   36,673 0 0
UNIVERSAL INS HLDGS INC COM 91359V107 2,089 69,663 SH   SOLE   69,663 0 0
UNITY BIOTECHNOLOGY INC COM 91381U101 21 3,476 SH   SOLE   3,476 0 0
UNIVERSAL SEC INSTRS INC COM 913821302 0 280 SH   SOLE   280 0 0
UNIVERSAL STAINLESS & ALLOY COM 913837100 23 1,485 SH   SOLE   1,485 0 0
UNIVERSAL LOGISTICS HLDGS IN COM 91388P105 123 5,282 SH   SOLE   5,282 0 0
UNIVERSAL HLTH SVCS INC COM 913903100 15,630 105,073 SH   SOLE   105,073 0 0
UNIVERSAL TECHNICAL INST INC COM 913915104 19 3,489 SH   SOLE   3,489 0 0
UNIVEST FINANCIAL CORPORATIO COM 915271100 2,371 92,962 SH   SOLE   86,929 0 6,033
UNUM GROUP COM 91529Y106 3,562 119,836 SH   SOLE   119,836 0 0
UPLAND SOFTWARE INC COM 91544A109 122 3,505 SH   SOLE   3,505 0 0
UPWORK INC COM 91688F104 123 9,262 SH   SOLE   9,262 0 0
URANIUM ENERGY CORP COM 916896103 30 30,881 SH   SOLE   30,881 0 0
URBAN OUTFITTERS INC COM 917047102 378 13,442 SH   SOLE   13,442 0 0
URBAN EDGE PPTYS COM 91704F104 429 21,681 SH   SOLE   21,681 0 0
URBAN ONE INC COM 91705J204 9 4,864 SH   SOLE   4,864 0 0
URSTADT BIDDLE PPTYS INC COM 917286205 23,028 971,652 SH   SOLE   951,827 0 19,825
US ECOLOGY INC COM 91732J102 46,088 720,795 SH   SOLE   710,670 0 10,125
UTAH MED PRODS INC COM 917488108 130 1,361 SH   SOLE   1,361 0 0
V F CORP COM 918204108 15,484 173,998 SH   SOLE   173,998 0 0
VSE CORP COM 918284100 405 11,872 SH   SOLE   11,872 0 0
VOC ENERGY TR COM 91829B103 12 2,295 SH   SOLE   2,295 0 0
VOXX INTL CORP COM 91829F104 13 2,745 SH   SOLE   2,745 0 0
VTV THERAPEUTICS INC COM 918385105 2 1,391 SH   SOLE   1,391 0 0
VAALCO ENERGY INC COM 91851C201 21 10,120 SH   SOLE   10,120 0 0
VACCINEX INC COM 918640103 3 349 SH   SOLE   349 0 0
VAIL RESORTS INC COM 91879Q109 109,880 482,861 SH   SOLE   346,519 0 136,342
VAIL RESORTS INC COM 91879Q109 8,635 37,947 SH   OTR 3 37,947 0 0
VALHI INC NEW COM 918905100 10 5,496 SH   SOLE   5,496 0 0
VALERO ENERGY CORP NEW COM 91913Y100 59,345 696,205 SH   SOLE   694,600 0 1,605
VALERITAS HLDGS INC COM 91914N301 2 1,098 SH   SOLE   1,098 0 0
VALLEY NATL BANCORP COM 919794107 565 51,970 SH   SOLE   51,970 0 0
VALMONT INDS INC COM 920253101 565 4,081 SH   SOLE   4,081 0 0
VALUE LINE INC COM 920437100 4 190 SH   SOLE   190 0 0
VALVOLINE INC COM 92047W101 40,829 1,853,357 SH   SOLE   1,827,882 0 25,475
VANDA PHARMACEUTICALS INC COM 921659108 108 8,106 SH   SOLE   8,106 0 0
VANECK VECTORS ETF TR ETF 92189F106 75,854 2,839,922 SH   SOLE   2,839,922 0 0
VANECK VECTORS ETF TR ETF 92189F791 6,128 169,000 SH   SOLE   169,000 0 0
VANGUARD STAR FD ETF 921909768 2,790 54,000 SH   SOLE   54,000 0 0
VANGUARD BD INDEX FD INC ETF 921937827 12,127 150,104 SH   SOLE   150,104 0 0
VANGUARD BD INDEX FD INC ETF 921937835 36,564 433,074 SH   SOLE   433,074 0 0
VANGUARD TAX MANAGED INTL FD ETF 921943858 422,503 10,284,877 SH   SOLE   10,284,877 0 0
VANGUARD TAX MANAGED INTL FD ETF 921943858 628 15,297 SH   OTR 2 0 0 15,297
VANGUARD TAX MANAGED INTL FD ETF 921943858 598 14,554 SH   OTR 1 0 0 14,554
VANGUARD INTL EQUITY INDEX F ETF 922042775 51,261 1,027,272 SH   SOLE   1,027,272 0 0
VANGUARD INTL EQUITY INDEX F ETF 922042858 67,443 1,675,180 SH   SOLE   1,675,180 0 0
VANGUARD INTL EQUITY INDEX F ETF 922042874 144,180 2,689,426 SH   SOLE   2,689,426 0 0
VANGUARD SCOTTSDALE FDS ETF 92206C771 50,127 941,182 SH   SOLE   941,182 0 0
VAPOTHERM INC COM 922107107 18 1,910 SH   SOLE   1,910 0 0
VAREX IMAGING CORP COM 92214X106 169 5,931 SH   SOLE   5,931 0 0
VARIAN MED SYS INC COM 92220P105 7,349 61,709 SH   SOLE   61,709 0 0
VARONIS SYS INC COM 922280102 39,516 661,029 SH   SOLE   626,369 0 34,660
VARONIS SYS INC COM 922280102 5,691 95,200 SH   OTR 3 95,200 0 0
VECTOR GROUP LTD COM 92240M108 1,277 107,225 SH   SOLE   107,225 0 0
VEECO INSTRS INC DEL COM 922417100 80 6,836 SH   SOLE   6,836 0 0
VECTRUS INC COM 92242T101 134 3,303 SH   SOLE   3,303 0 0
VAXART INC COM 92243A200 1 2,165 SH   SOLE   2,165 0 0
VEEVA SYS INC COM 922475108 142,922 936,028 SH   SOLE   836,543 0 99,485
VEEVA SYS INC COM 922475108 9,076 59,440 SH   OTR 3 59,440 0 0
VENTAS INC COM 92276F100 39,293 538,035 SH   SOLE   536,725 0 1,310
VANGUARD INDEX FDS ETF 922908363 267,750 982,209 SH   SOLE   972,984 0 9,225
VANGUARD INDEX FDS ETF 922908553 113,630 1,218,549 SH   SOLE   1,218,549 0 0
VANGUARD INDEX FDS ETF 922908611 28,518 221,326 SH   SOLE   221,326 0 0
VANGUARD INDEX FDS ETF 922908629 2,346 14,000 SH   SOLE   14,000 0 0
VANGUARD INDEX FDS ETF 922908769 145,733 965,116 SH   SOLE   965,116 0 0
VERA BRADLEY INC COM 92335C106 189 18,740 SH   SOLE   18,740 0 0
VEONEER INCORPORATED COM 92336X109 234 15,642 SH   SOLE   15,642 0 0
VERASTEM INC COM 92337C104 14 11,573 SH   SOLE   11,573 0 0
VERACYTE INC COM 92337F107 2,293 95,553 SH   SOLE   95,553 0 0
VEREIT INC COM 92339V100 5,275 539,321 SH   SOLE   534,596 0 4,725
VERISIGN INC COM 92343E102 21,490 113,926 SH   SOLE   113,926 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 334,606 5,543,509 SH   SOLE   5,543,509 0 0
VERINT SYS INC COM 92343X100 70,556 1,649,279 SH   SOLE   1,636,353 0 12,926
VERITEX HLDGS INC COM 923451108 4,127 170,092 SH   SOLE   170,092 0 0
VERITIV CORP COM 923454102 38 2,084 SH   SOLE   2,084 0 0
VERISK ANALYTICS INC COM 92345Y106 79,677 503,840 SH   SOLE   334,073 0 169,767
VERICEL CORP COM 92346J108 169 11,140 SH   SOLE   11,140 0 0
VERITONE INC COM 92347M100 10 2,857 SH   SOLE   2,857 0 0
VERMILLION INC COM 92407M206 6 11,383 SH   SOLE   11,383 0 0
VERRA MOBILITY CORP COM 92511U102 282 19,655 SH   SOLE   19,655 0 0
VERRICA PHARMACEUTICALS INC COM 92511W108 20 1,342 SH   SOLE   1,342 0 0
VERSO CORP COM 92531L207 2,179 175,987 SH   SOLE   170,187 0 5,800
VERTEX PHARMACEUTICALS INC COM 92532F100 25,118 148,256 SH   SOLE   148,256 0 0
VERSUM MATLS INC COM 92532W103 885 16,720 SH   SOLE   16,720 0 0
VERTEX ENERGY INC COM 92534K107 6 5,084 SH   SOLE   5,084 0 0
VERU INC COM 92536C103 18 8,481 SH   SOLE   8,481 0 0
VIAD CORP COM 92552R406 61,862 921,256 SH   SOLE   907,881 0 13,375
VIASAT INC COM 92552V100 674 8,947 SH   SOLE   8,947 0 0
VIACOM INC NEW COM 92553P201 8,158 339,504 SH   SOLE   339,504 0 0
VIAVI SOLUTIONS INC COM 925550105 54,479 3,889,967 SH   SOLE   3,837,098 0 52,869
VIAVI SOLUTIONS INC COM 925550105 3,666 261,790 SH   OTR 3 261,790 0 0
VICI PPTYS INC COM 925652109 4,184 184,722 SH   SOLE   183,172 0 1,550
VICOR CORP COM 925815102 141 4,770 SH   SOLE   4,770 0 0
VICTORY CAP HLDGS INC COM 92645B103 107 6,988 SH   SOLE   6,988 0 0
VICTORY PORTFOLIOS II ETF 92647N527 25,625 491,669 SH   SOLE   491,669 0 0
VICTORY PORTFOLIOS II ETF 92647N535 228 4,500 SH   SOLE   4,500 0 0
VICTORY PORTFOLIOS II ETF 92647N543 150,136 3,566,620 SH   SOLE   3,566,620 0 0
VICTORY PORTFOLIOS II ETF 92647N550 280,841 6,298,306 SH   SOLE   6,298,306 0 0
VICTORY PORTFOLIOS II ETF 92647N568 69,310 1,380,259 SH   SOLE   1,380,259 0 0
VICTORY PORTFOLIOS II ETF 92647N576 399,631 7,793,167 SH   SOLE   7,793,167 0 0
VICTORY PORTFOLIOS II ETF 92647N667 102,470 3,007,617 SH   SOLE   3,007,617 0 0
VICTORY PORTFOLIOS II ETF 92647N691 104,306 3,265,694 SH   SOLE   3,265,694 0 0
VICTORY PORTFOLIOS II ETF 92647N766 19,526 368,900 SH   SOLE   0 0 368,900
VICTORY PORTFOLIOS II ETF 92647N774 1,678 46,249 SH   SOLE   0 0 46,249
VICTORY PORTFOLIOS II ETF 92647N782 5,929 120,158 SH   SOLE   0 0 120,158
VICTORY PORTFOLIOS II ETF 92647N808 679 30,194 SH   SOLE   0 0 30,194
VICTORY PORTFOLIOS II ETF 92647N816 2,429 77,543 SH   SOLE   0 0 77,543
VICTORY PORTFOLIOS II ETF 92647N832 5,417 117,249 SH   SOLE   18,886 0 98,363
VICTORY PORTFOLIOS II ETF 92647N840 57,700 1,547,137 SH   SOLE   1,418,443 0 128,694
VICTORY PORTFOLIOS II ETF 92647N857 32,624 1,326,437 SH   SOLE   1,216,224 0 110,213
VICTORY PORTFOLIOS II ETF 92647N865 8,011 166,820 SH   SOLE   0 0 166,820
VICTORY PORTFOLIOS II ETF 92647N873 16,705 375,969 SH   SOLE   346,443 0 29,526
VICTORY PORTFOLIOS II ETF 92647N881 53,017 1,668,687 SH   SOLE   1,603,099 0 65,588
VIKING THERAPEUTICS INC COM 92686J106 1,092 158,680 SH   SOLE   158,680 0 0
VILLAGE BK & TR FINANCIAL CO COM 92705T200 4 127 SH   SOLE   127 0 0
VILLAGE SUPER MKT INC COM 927107409 44 1,660 SH   SOLE   1,660 0 0
VINCE HLDG CORP COM 92719W207 11 560 SH   SOLE   560 0 0
VIRCO MFG CO COM 927651109 9 2,295 SH   SOLE   2,295 0 0
VISTA GOLD CORP COM 927926303 11 14,290 SH   SOLE   14,290 0 0
VIRNETX HLDG CORP COM 92823T108 56 10,301 SH   SOLE   10,301 0 0
VIRTU FINL INC COM 928254101 84 5,142 SH   SOLE   5,142 0 0
VISA INC COM 92826C839 516,096 3,000,382 SH   SOLE   2,880,637 0 119,745
VIRTRA INC COM 92827K301 4 1,392 SH   SOLE   1,392 0 0
VIRTUSA CORP COM 92827P102 225 6,250 SH   SOLE   6,250 0 0
VIRTUS INVT PARTNERS INC COM 92828Q109 28,132 254,431 SH   SOLE   250,781 0 3,650
VISHAY INTERTECHNOLOGY INC COM 928298108 1,579 93,294 SH   SOLE   93,294 0 0
VISHAY PRECISION GROUP INC COM 92835K103 70 2,136 SH   SOLE   2,136 0 0
VISLINK TECHNOLOGIES INC COM 92836Y201 0 645 SH   SOLE   645 0 0
VISTA OUTDOOR INC COM 928377100 50 8,004 SH   SOLE   8,004 0 0
VISTEON CORP COM 92839U206 52,922 641,165 SH   SOLE   632,090 0 9,075
VISTRA ENERGY CORP COM 92840M102 94,018 3,517,317 SH   SOLE   3,517,317 0 0
VITAMIN SHOPPE INC COM 92849E101 20 3,110 SH   SOLE   3,110 0 0
VIVEVE MED INC COM 92852W303 0 81 SH   SOLE   81 0 0
VIVINT SOLAR INC COM 92854Q106 51 7,818 SH   SOLE   7,818 0 0
VIVUS INC COM 928551308 7 1,811 SH   SOLE   1,811 0 0
VMWARE INC COM 928563402 9,181 61,183 SH   SOLE   61,183 0 0
VOCERA COMMUNICATIONS INC COM 92857F107 181 7,338 SH   SOLE   7,338 0 0
VONAGE HLDGS CORP COM 92886T201 4,885 432,314 SH   SOLE   432,314 0 0
VORNADO RLTY TR COM 929042109 11,249 176,670 SH   SOLE   176,295 0 375
VOYA FINL INC COM 929089100 32,722 601,057 SH   SOLE   589,052 0 12,005
VOYAGER THERAPEUTICS INC COM 92915B106 73 4,245 SH   SOLE   4,245 0 0
VULCAN MATLS CO COM 929160109 44,910 296,947 SH   SOLE   263,196 0 33,751
W & T OFFSHORE INC COM 92922P106 74 16,968 SH   SOLE   16,968 0 0
WD-40 CO COM 929236107 492 2,679 SH   SOLE   2,679 0 0
WABCO HLDGS INC COM 92927K102 2,992 22,368 SH   SOLE   22,360 0 8
WSFS FINL CORP COM 929328102 503 11,397 SH   SOLE   11,397 0 0
WNS HOLDINGS LTD ADR 92932M101 49,324 839,555 SH   SOLE   803,203 0 36,352
WNS HOLDINGS LTD ADR 92932M101 5,362 91,260 SH   OTR 3 91,260 0 0
W P CAREY INC COM 92936U109 8,480 94,752 SH   SOLE   94,752 0 0
WEC ENERGY GROUP INC COM 92939U106 46,454 488,471 SH   SOLE   488,471 0 0
WABASH NATL CORP COM 929566107 2,900 199,857 SH   SOLE   199,857 0 0
WABTEC CORP COM 929740108 3,738 52,017 SH   SOLE   52,017 0 0
WADDELL & REED FINL INC COM 930059100 8,047 468,413 SH   SOLE   468,413 0 0
WAITR HLDGS INC COM 930752100 926 720,630 SH   SOLE   720,630 0 0
WALMART INC COM 931142103 235,131 1,981,217 SH   SOLE   1,979,719 0 1,498
WALGREENS BOOTS ALLIANCE INC COM 931427108 107,872 1,950,322 SH   SOLE   1,950,322 0 0
WALKER & DUNLOP INC COM 93148P102 5,386 96,307 SH   SOLE   96,307 0 0
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WASHINGTON FED INC COM 938824109 5,716 154,517 SH   SOLE   154,517 0 0
WASHINGTON PRIME GROUP NEW COM 93964W108 139 33,581 SH   SOLE   33,581 0 0
WASHINGTON REAL ESTATE INVT COM 939653101 97,433 3,561,141 SH   SOLE   3,511,516 0 49,625
WASHINGTON TR BANCORP COM 940610108 2,262 46,827 SH   SOLE   44,204 0 2,623
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WATSCO INC COM 942622200 15,037 88,884 SH   SOLE   88,884 0 0
WATTS WATER TECHNOLOGIES INC COM 942749102 120,120 1,281,558 SH   SOLE   1,246,668 0 34,890
WATTS WATER TECHNOLOGIES INC COM 942749102 5,882 62,760 SH   OTR 3 62,760 0 0
WAYFAIR INC COM 94419L101 2,510 22,383 SH   SOLE   22,383 0 0
WAYSIDE TECHNOLOGY GROUP INC COM 946760105 9 601 SH   SOLE   601 0 0
WEBSTER FINL CORP CONN COM 947890109 1,179 25,153 SH   SOLE   25,153 0 0
WEINGARTEN RLTY INVS COM 948741103 717 24,629 SH   SOLE   23,164 0 1,465
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WELBILT INC COM 949090104 3,500 207,615 SH   SOLE   207,615 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 46,061 177,724 SH   SOLE   78,074 0 99,650
WELLESLEY BANCORP INC COM 949485106 12 390 SH   SOLE   390 0 0
ANTHEM INC CONB 94973VBG1 78,032 23,327,000 PRN   SOLE   7,139,000 0 16,188,000
WELLS FARGO CO NEW COM 949746101 189,730 3,761,505 SH   SOLE   3,761,505 0 0
WELLS FARGO CO NEW CPFD 949746804 92,616 60,832 SH   SOLE   16,924 0 43,908
WELLTOWER INC COM 95040Q104 30,530 336,790 SH   SOLE   336,790 0 0
WENDYS CO COM 95058W100 772 38,633 SH   SOLE   38,633 0 0
WERNER ENTERPRISES INC COM 950755108 97,376 2,758,521 SH   SOLE   2,709,549 0 48,972
WESBANCO INC COM 950810101 25,580 684,509 SH   SOLE   669,548 0 14,961
WESCO AIRCRAFT HLDGS INC COM 950814103 105 9,519 SH   SOLE   9,519 0 0
WESCO INTL INC COM 95082P105 1,068 22,356 SH   SOLE   22,356 0 0
WEST BANCORPORATION INC COM 95123P106 57 2,621 SH   SOLE   2,621 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 24,766 174,631 SH   SOLE   174,631 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 7,552 53,250 SH   OTR 3 53,250 0 0
WESTAMERICA BANCORPORATION COM 957090103 353 5,684 SH   SOLE   5,684 0 0
WESTELL TECHNOLOGIES INC COM 957541204 2 1,710 SH   SOLE   1,710 0 0
WESTERN ALLIANCE BANCORP COM 957638109 59,867 1,299,189 SH   SOLE   1,265,978 0 33,211
WESTERN ASSET MTG CAP CORP COM 95790D105 2,272 235,413 SH   SOLE   222,613 0 12,800
WESTERN DIGITAL CORP COM 958102105 18,822 315,586 SH   SOLE   308,573 0 7,013
WESTERN DIGITAL CORP CONB 958102AP0 49,792 52,002,000 PRN   SOLE   16,194,000 0 35,808,000
WESTERN NEW ENG BANCORP INC COM 958892101 40 4,174 SH   SOLE   4,174 0 0
WESTERN UN CO COM 959802109 29,026 1,252,728 SH   SOLE   1,252,728 0 0
WESTLAKE CHEM CORP COM 960413102 153,832 2,347,870 SH   SOLE   2,347,870 0 0
WESTLAKE CHEM CORP COM 960413102 10,424 159,100 SH   OTR 4 159,100 0 0
WESTLAKE CHEM CORP COM 960413102 4,629 70,650 SH   OTR 3 70,650 0 0
WESTROCK CO COM 96145D105 20,880 572,839 SH   SOLE   572,839 0 0
WESTWATER RES INC COM 961684206 1 334 SH   SOLE   334 0 0
WESTWOOD HLDGS GROUP INC COM 961765104 42 1,502 SH   SOLE   1,502 0 0
WEX INC COM 96208T104 43,076 213,175 SH   SOLE   128,385 0 84,790
WEX INC COM 96208T104 5,171 25,590 SH   OTR 3 25,590 0 0
WEYCO GROUP INC COM 962149100 29 1,278 SH   SOLE   1,278 0 0
WEYERHAEUSER CO COM 962166104 18,777 677,876 SH   SOLE   654,409 0 23,467
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WHIRLPOOL CORP COM 963320106 13,104 82,751 SH   SOLE   82,751 0 0
WHITEHORSE FIN INC COM 96524V106 23 1,628 SH   SOLE   1,628 0 0
WHITESTONE REIT COM 966084204 79 5,738 SH   SOLE   5,738 0 0
WHITING PETE CORP NEW COM 966387409 112 13,989 SH   SOLE   13,989 0 0
WHITING PETE CORP NEW CONB 966387AL6 6,345 6,506,000 PRN   SOLE   6,506,000 0 0
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WILEY JOHN & SONS INC COM 968223206 1,489 33,890 SH   SOLE   33,890 0 0
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WILLIAMS SONOMA INC COM 969904101 1,531 22,514 SH   SOLE   22,514 0 0
WILLIS LEASE FINANCE CORP COM 970646105 30 550 SH   SOLE   550 0 0
WILLSCOT CORP COM 971375126 102 6,515 SH   SOLE   6,515 0 0
WINGSTOP INC COM 974155103 557 6,383 SH   SOLE   6,383 0 0
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WINNEBAGO INDS INC COM 974637100 259 6,766 SH   SOLE   6,766 0 0
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WIPRO LTD ADR 97651M109 1,527 418,443 SH   SOLE   418,443 0 0
WIRELESS TELECOM GROUP INC COM 976524108 5 3,386 SH   SOLE   3,386 0 0
WISDOMTREE INVTS INC COM 97717P104 99 18,984 SH   SOLE   18,984 0 0
WISDOMTREE TR ETF 97717W281 30,278 683,468 SH   SOLE   683,468 0 0
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WORKIVA INC COM 98139A105 301 6,874 SH   SOLE   6,874 0 0
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WORLD FUEL SVCS CORP COM 981475106 28,380 710,574 SH   SOLE   691,401 0 19,173
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WORTHINGTON INDS INC COM 981811102 61,326 1,701,146 SH   SOLE   1,678,371 0 22,775
WPX ENERGY INC COM 98212B103 12,165 1,148,753 SH   SOLE   1,108,036 0 40,717
WW INTL INC COM 98262P101 292 7,721 SH   SOLE   7,721 0 0
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WYNDHAM HOTELS & RESORTS INC COM 98311A105 834 16,118 SH   SOLE   16,118 0 0
WYNN RESORTS LTD COM 983134107 13,878 127,650 SH   SOLE   127,644 0 6
XPO LOGISTICS INC COM 983793100 2,567 35,865 SH   SOLE   35,843 0 22
XCEL ENERGY INC COM 98389B100 208,099 3,206,951 SH   SOLE   3,206,951 0 0
XCEL ENERGY INC COM 98389B100 12,562 193,595 SH   OTR 4 193,595 0 0
XCEL ENERGY INC COM 98389B100 5,592 86,174 SH   OTR 3 86,174 0 0
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XOMA CORP DEL COM 98419J206 28 1,398 SH   SOLE   1,398 0 0
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XYLEM INC COM 98419M100 4,950 62,165 SH   OTR 4 62,165 0 0
XYLEM INC COM 98419M100 2,193 27,540 SH   OTR 3 27,540 0 0
XTANT MED HLDGS INC COM 98420P308 6 2,246 SH   SOLE   2,246 0 0
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X4 PHARMACEUTICALS INC COM 98420X103 25 1,990 SH   SOLE   1,990 0 0
XPERI CORP COM 98421B100 325 15,710 SH   SOLE   15,710 0 0
XEROX HOLDINGS CORP COM 98421M106 11,567 386,716 SH   SOLE   386,716 0 0
XERIS PHARMACEUTICALS INC COM 98422L107 31 3,105 SH   SOLE   3,105 0 0
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YRC WORLDWIDE INC COM 984249607 16 5,416 SH   SOLE   5,416 0 0
YY INC ADR 98426T106 141 2,508 SH   SOLE   2,508 0 0
YAMANA GOLD INC COM 98462Y100 9,614 3,023,400 SH   SOLE   3,023,400 0 0
YELP INC COM 985817105 5,535 159,285 SH   SOLE   159,285 0 0
YIELD10 BIOSCIENCE INC COM 98585K201 1 1,440 SH   SOLE   1,440 0 0
YEXT INC COM 98585N106 229 14,404 SH   SOLE   14,404 0 0
YETI HLDGS INC COM 98585X104 7,729 276,049 SH   SOLE   230,647 0 45,402
YORK WTR CO COM 987184108 102 2,333 SH   SOLE   2,333 0 0
YOUNGEVITY INTL INC COM 987537206 12 2,705 SH   SOLE   2,705 0 0
YUM BRANDS INC COM 988498101 137,782 1,214,688 SH   SOLE   1,214,688 0 0
YUM BRANDS INC COM 988498101 8,005 70,575 SH   OTR 4 70,575 0 0
YUM BRANDS INC COM 988498101 3,550 31,300 SH   OTR 3 31,300 0 0
YUM CHINA HLDGS INC COM 98850P109 3,471 76,413 SH   SOLE   76,413 0 0
YUMA ENERGY INC NEW COM 98872F204 1 207 SH   SOLE   207 0 0
ZAGG INC COM 98884U108 31 4,868 SH   SOLE   4,868 0 0
ZAFGEN INC COM 98885E103 4 5,637 SH   SOLE   5,637 0 0
ZAI LAB LTD ADR 98887Q104 883 27,284 SH   SOLE   27,284 0 0
ZAYO GROUP HLDGS INC COM 98919V105 1,443 42,563 SH   SOLE   42,563 0 0
ZEBRA TECHNOLOGIES CORP COM 989207105 11,697 56,680 SH   SOLE   56,246 0 434
ZEDGE INC COM 98923T104 2 1,444 SH   SOLE   1,444 0 0
ZENDESK INC COM 98936J101 57,924 794,782 SH   SOLE   457,572 0 337,210
ZILLOW GROUP INC COM 98954M200 452 15,146 SH   SOLE   15,146 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 80,848 588,973 SH   SOLE   583,173 0 5,800
ZION OIL & GAS INC COM 989696109 3 13,146 SH   SOLE   13,146 0 0
ZIONS BANCORPORATION N A COM 989701107 209,136 4,697,577 SH   SOLE   4,682,303 0 15,274
ZIONS BANCORPORATION N A COM 989701107 11,090 249,100 SH   OTR 4 249,100 0 0
ZIONS BANCORPORATION N A COM 989701107 4,936 110,875 SH   OTR 3 110,875 0 0
ZIOPHARM ONCOLOGY INC COM 98973P101 149 34,889 SH   SOLE   34,889 0 0
ZIX CORP COM 98974P100 2,803 387,140 SH   SOLE   387,140 0 0
ZOGENIX INC COM 98978L204 251 6,261 SH   SOLE   6,261 0 0
ZOETIS INC COM 98978V103 153,793 1,234,395 SH   SOLE   1,076,580 0 157,815
ZOMEDICA PHARMACEUTICALS COR COM 98979F107 3 8,817 SH   SOLE   8,817 0 0
ZOSANO PHARMA CORP COM 98979H202 5 3,031 SH   SOLE   3,031 0 0
ZOVIO INC COM 98979V102 9 4,353 SH   SOLE   4,353 0 0
ZSCALER INC COM 98980G102 650 13,748 SH   SOLE   13,748 0 0
ZOOM VIDEO COMMUNICATIONS IN COM 98980L101 795 10,437 SH   SOLE   10,437 0 0
ZUMIEZ INC COM 989817101 2,705 85,390 SH   SOLE   80,490 0 4,900
ZUORA INC COM 98983V106 33 2,189 SH   SOLE   2,189 0 0
ZYMEWORKS INC COM 98985W102 4,861 195,990 SH   SOLE   195,990 0 0
ZYNGA INC COM 98986T108 1,163 199,803 SH   SOLE   199,803 0 0
ZYNERBA PHARMACEUTICALS INC COM 98986X109 30 3,915 SH   SOLE   3,915 0 0
AFYA LTD COM G01125106 82 3,208 SH   SOLE   3,208 0 0
AIRCASTLE LTD COM G0129K104 2,223 99,121 SH   SOLE   99,121 0 0
ALKERMES PLC COM G01767105 331 16,952 SH   SOLE   16,952 0 0
ALLEGION PUB LTD CO COM G0176J109 17,876 172,461 SH   SOLE   172,461 0 0
ALLERGAN PLC COM G0177J108 20,366 121,019 SH   SOLE   121,019 0 0
AMCOR PLC COM G0250X107 303 31,125 SH   SOLE   31,125 0 0
AMBARELLA INC COM G037AX101 352 5,599 SH   SOLE   5,599 0 0
AON PLC COM G0408V102 571 2,951 SH   SOLE   2,951 0 0
ARCH CAP GROUP LTD COM G0450A105 18,875 449,630 SH   SOLE   449,630 0 0
ARCO PLATFORM LTD COM G04553106 52,368 1,033,099 SH   SOLE   992,373 0 40,726
ARCO PLATFORM LTD COM G04553106 5,731 113,050 SH   OTR 3 113,050 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 8,440 120,163 SH   SOLE   120,163 0 0
ASSURED GUARANTY LTD COM G0585R106 1,135 25,527 SH   SOLE   25,527 0 0
ATLAS FINANCIAL HOLDINGS INC COM G06207115 1 1,490 SH   SOLE   1,490 0 0
ATHENE HLDG LTD COM G0684D107 3,222 76,601 SH   SOLE   76,601 0 0
AXIS CAPITAL HOLDINGS LTD COM G0692U109 118,559 1,776,965 SH   SOLE   1,758,840 0 18,125
AXALTA COATING SYS LTD COM G0750C108 1,146 38,019 SH   SOLE   38,019 0 0
ATLANTICA YIELD PLC COM G0751N103 12,583 522,348 SH   SOLE   492,326 0 30,022
ATLANTICA YIELD PLC COM G0751N103 271 11,253 SH   OTR 2 0 0 11,253
ATLANTICA YIELD PLC COM G0751N103 215 8,939 SH   OTR 1 0 0 8,939
BANK OF NT BUTTERFIELD&SON L COM G0772R208 5,506 185,769 SH   SOLE   185,769 0 0
BIOHAVEN PHARMACTL HLDG CO L COM G11196105 51 1,215 SH   SOLE   1,215 0 0
ACCENTURE PLC IRELAND COM G1151C101 9,755 50,713 SH   SOLE   50,713 0 0
BRIGHTSPHERE INVESTMNT GRP P COM G1644T109 103 10,294 SH   SOLE   10,294 0 0
BUNGE LIMITED COM G16962105 1,284 22,671 SH   SOLE   22,671 0 0
CAMBIUM NETWORKS CORP COM G17766109 107 11,058 SH   SOLE   11,058 0 0
CAPRI HOLDINGS LIMITED COM G1890L107 63 1,896 SH   SOLE   1,896 0 0
CARDTRONICS PLC COM G1991C105 2,537 83,889 SH   SOLE   83,889 0 0
CISION LTD COM G1992S109 121 15,760 SH   SOLE   15,760 0 0
CREDICORP LTD COM G2519Y108 25,403 121,872 SH   SOLE   75,302 0 46,570
COSAN LTD COM G25343107 14,397 966,247 SH   SOLE   602,261 0 363,986
COCA COLA EUROPEAN PARTNERS COM G25839104 1,984 35,772 SH   SOLE   35,772 0 0
EATON CORP PLC COM G29183103 124,027 1,491,603 SH   SOLE   1,491,473 0 130
ENDO INTL PLC COM G30401106 209 65,011 SH   SOLE   65,011 0 0
ENSTAR GROUP LIMITED COM G3075P101 467 2,459 SH   SOLE   2,459 0 0
ESTABLISHMENT LABS HLDGS INC COM G31249108 40 2,131 SH   SOLE   2,131 0 0
ESSENT GROUP LTD COM G3198U102 62,488 1,310,842 SH   SOLE   1,258,085 0 52,757
ESSENT GROUP LTD COM G3198U102 6,281 131,750 SH   OTR 3 131,750 0 0
EVEREST RE GROUP LTD COM G3223R108 120,892 454,326 SH   SOLE   452,302 0 2,024
EVEREST RE GROUP LTD COM G3223R108 6,280 23,600 SH   OTR 4 23,600 0 0
EVEREST RE GROUP LTD COM G3223R108 2,801 10,525 SH   OTR 3 10,525 0 0
FABRINET COM G3323L100 22,517 430,539 SH   SOLE   430,539 0 0
FABRINET COM G3323L100 3,858 73,760 SH   OTR 3 73,760 0 0
FGL HLDGS COM G3402M102 2,489 311,910 SH   SOLE   311,910 0 0
FRESH DEL MONTE PRODUCE INC COM G36738105 170 4,994 SH   SOLE   4,994 0 0
GATES INDUSTRIAL CORPRATIN P COM G39108108 84 8,356 SH   SOLE   8,356 0 0
GENPACT LIMITED COM G3922B107 5,092 131,405 SH   SOLE   131,405 0 0
GREENLIGHT CAPITAL RE LTD COM G4095J109 164 15,588 SH   SOLE   15,588 0 0
HELEN OF TROY CORP LTD COM G4388N106 100,893 639,940 SH   SOLE   628,638 0 11,302
HERBALIFE NUTRITION LTD COM G4412G101 1,065 28,118 SH   SOLE   28,118 0 0
HORIZON THERAPEUTICS PUB LTD COM G46188101 16,357 600,680 SH   SOLE   600,680 0 0
HORIZON THERAPEUTICS PUB LTD COM G46188101 6,823 250,570 SH   OTR 3 250,570 0 0
HUDSON LTD COM G46408103 88 7,153 SH   SOLE   7,153 0 0
ICON PLC COM G4705A100 9,640 65,427 SH   SOLE   52,400 0 13,027
ICHOR HOLDINGS COM G4740B105 403 16,665 SH   SOLE   16,665 0 0
IHS MARKIT LTD COM G47567105 84,068 1,257,003 SH   SOLE   888,003 0 369,000
INGERSOLL-RAND PLC COM G47791101 327,858 2,660,969 SH   SOLE   2,241,141 0 419,828
INGERSOLL-RAND PLC COM G47791101 6,243 50,668 SH   OTR 4 50,668 0 0
INGERSOLL-RAND PLC COM G47791101 2,771 22,486 SH   OTR 3 22,486 0 0
INVESCO LTD COM G491BT108 25,373 1,497,841 SH   SOLE   1,497,841 0 0
JAMES RIV GROUP LTD COM G5005R107 2,054 40,080 SH   SOLE   40,080 0 0
JAZZ PHARMACEUTICALS PLC COM G50871105 14,213 110,921 SH   SOLE   109,858 0 1,063
JOHNSON CTLS INTL PLC COM G51502105 35,319 804,715 SH   SOLE   804,715 0 0
KINIKSA PHARMACEUTICALS LTD COM G5269C101 2,016 236,905 SH   SOLE   236,905 0 0
LIBERTY GLOBAL PLC COM G5480U104 1,309 52,895 SH   SOLE   52,895 0 0
LIBERTY GLOBAL PLC COM G5480U120 3,194 134,266 SH   SOLE   134,266 0 0
LINDE PLC COM G5494J103 1,310 6,764 SH   SOLE   6,764 0 0
LIVANOVA PLC COM G5509L101 3,180 43,100 SH   SOLE   43,100 0 0
LUXFER HOLDINGS PLC COM G5698W116 2,723 174,754 SH   SOLE   174,754 0 0
MAIDEN HOLDINGS LTD COM G5753U112 9 11,368 SH   SOLE   11,368 0 0
MALLINCKRODT PUB LTD CO COM G5785G107 48 19,854 SH   SOLE   19,854 0 0
MARVELL TECHNOLOGY GROUP LTD COM G5876H105 145,940 5,844,599 SH   SOLE   4,283,549 0 1,561,050
MEDTRONIC PLC COM G5960L103 62,121 571,910 SH   SOLE   571,192 0 718
MEIRAGTX HOLDINGS PLC COM G59665102 54 3,362 SH   SOLE   3,362 0 0
APTIV PLC COM G6095L109 3,870 44,272 SH   SOLE   44,272 0 0
ALPHA & OMEGA SEMICONDUCTOR COM G6331P104 133 10,853 SH   SOLE   10,853 0 0
NABORS INDUSTRIES LTD COM G6359F103 113 60,667 SH   SOLE   60,667 0 0
NATIONAL ENERGY SERVICES REU COM G6375R107 49 7,337 SH   SOLE   7,337 0 0
MYOVANT SCIENCES LTD COM G637AM102 12,654 2,433,417 SH   SOLE   2,335,807 0 97,610
MYOVANT SCIENCES LTD COM G637AM102 1,379 265,150 SH   OTR 3 265,150 0 0
NIELSEN HLDGS PLC COM G6518L108 95 4,450 SH   SOLE   4,450 0 0
NOMAD FOODS LTD COM G6564A105 86,418 4,215,528 SH   SOLE   4,049,988 0 165,540
NOMAD FOODS LTD COM G6564A105 9,167 447,160 SH   OTR 3 447,160 0 0
NOMAD FOODS LTD COM G6564A105 329 16,039 SH   OTR 2 0 0 16,039
NOMAD FOODS LTD COM G6564A105 259 12,646 SH   OTR 1 0 0 12,646
NORWEGIAN CRUISE LINE HLDG L COM G66721104 8,803 170,043 SH   SOLE   170,043 0 0
NOVOCURE LTD COM G6674U108 2,559 34,223 SH   SOLE   34,223 0 0
NVENT ELECTRIC PLC COM G6700G107 948 43,000 SH   SOLE   43,000 0 0
OSMOTICA PHARMACEUTICALS PLC COM G6S41R101 6 1,687 SH   SOLE   1,687 0 0
QUOTIENT LTD COM G73268107 4,724 608,040 SH   SOLE   608,040 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 138,353 715,188 SH   SOLE   711,238 0 3,950
SEAGATE TECHNOLOGY PLC COM G7945M107 20,907 388,673 SH   SOLE   388,673 0 0
PENTAIR PLC COM G7S00T104 79 2,102 SH   SOLE   2,102 0 0
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SHIP FINANCE INTERNATIONAL L COM G81075106 188 13,370 SH   SOLE   13,370 0 0
SIGNET JEWELERS LIMITED COM G81276100 2,430 144,973 SH   SOLE   144,973 0 0
SIRIUS INTERNATIONAL INSURAN COM G8196D101 7 830 SH   SOLE   830 0 0
SMART GLOBAL HLDGS INC COM G8232Y101 191 7,492 SH   SOLE   7,492 0 0
STERIS PLC COM G8473T100 10,271 71,086 SH   SOLE   70,926 0 160
STRONGBRIDGE BIOPHARMA PLC COM G85347105 16 6,633 SH   SOLE   6,633 0 0
TECHNIPFMC PLC COM G87110105 127 5,251 SH   SOLE   5,251 0 0
TEXTAINER GROUP HOLDINGS LTD COM G8766E109 47 4,755 SH   SOLE   4,755 0 0
THIRD PT REINS LTD COM G8827U100 331 33,089 SH   SOLE   33,089 0 0
TRITON INTL LTD COM G9078F107 7,917 233,945 SH   SOLE   233,945 0 0
VENATOR MATLS PLC COM G9329Z100 184 75,493 SH   SOLE   75,493 0 0
UROVANT SCIENCES LTD COM G9381B108 10 1,037 SH   SOLE   1,037 0 0
VALARIS PLC COM G9402V109 81 16,840 SH   SOLE   16,840 0 0
WHITE MTNS INS GROUP LTD COM G9618E107 99,301 91,945 SH   SOLE   90,925 0 1,020
WILLIS TOWERS WATSON PUB LTD COM G96629103 8,700 45,085 SH   SOLE   45,085 0 0
PERRIGO CO PLC COM G97822103 8,825 157,906 SH   SOLE   153,490 0 4,416
ALCON INC COM H01301128 170 2,921 SH   SOLE   2,921 0 0
CHUBB LIMITED COM H1467J104 8,232 50,992 SH   SOLE   50,992 0 0
CRISPR THERAPEUTICS AG COM H17182108 389 9,500 SH   SOLE   9,500 0 0
GARMIN LTD COM H2906T109 8,019 94,688 SH   SOLE   94,688 0 0
TE CONNECTIVITY LTD COM H84989104 9,939 106,669 SH   SOLE   106,669 0 0
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GLOBANT S A COM L44385109 18,927 206,667 SH   SOLE   206,667 0 0
GLOBANT S A COM L44385109 486 5,302 SH   OTR 2 0 0 5,302
GLOBANT S A COM L44385109 398 4,349 SH   OTR 1 0 0 4,349
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TRINSEO S A COM L9340P101 3,711 86,412 SH   SOLE   86,412 0 0
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CYBERARK SOFTWARE LTD COM M2682V108 790 7,913 SH   SOLE   7,913 0 0
FOAMIX PHARMACEUTICALS LTD COM M46135105 13 4,125 SH   SOLE   4,125 0 0
GAMIDA CELL LTD COM M47364100 4 1,000 SH   SOLE   1,000 0 0
MELLANOX TECHNOLOGIES LTD COM M51363113 261 2,385 SH   SOLE   2,385 0 0
RADWARE LTD COM M81873107 62 2,550 SH   SOLE   2,550 0 0
UROGEN PHARMA LTD COM M96088105 787 33,015 SH   SOLE   33,015 0 0
WIX COM LTD COM M98068105 134,640 1,153,330 SH   SOLE   863,340 0 289,990
WIX COM LTD COM M98068105 9,141 78,300 SH   OTR 3 78,300 0 0
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ASML HOLDING N V ADR N07059210 4,686 18,863 SH   SOLE   18,863 0 0
ELASTIC N V COM N14506104 1,967 23,888 SH   SOLE   23,888 0 0
CORE LABORATORIES N V COM N22717107 1,465 31,432 SH   SOLE   31,432 0 0
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INTERXION HOLDING N.V COM N47279109 10,434 128,090 SH   OTR 3 128,090 0 0
LYONDELLBASELL INDUSTRIES N COM N53745100 61,379 686,030 SH   SOLE   685,035 0 995
MYLAN N V COM N59465109 4,728 239,009 SH   SOLE   239,009 0 0
NXP SEMICONDUCTORS N V COM N6596X109 19,309 176,950 SH   SOLE   166,893 0 10,057
UNIQURE NV COM N90064101 100 2,548 SH   SOLE   2,548 0 0
WRIGHT MED GROUP N V COM N96617118 211 10,213 SH   SOLE   10,213 0 0
COPA HOLDINGS SA COM P31076105 16,556 167,652 SH   SOLE   136,076 0 31,576
INTERCORP FINL SVCS INC COM P5626F128 322 7,800 SH   SOLE   7,800 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 15,697 144,897 SH   SOLE   143,215 0 1,682
DORIAN LPG LTD COM Y2106R110 78 7,548 SH   SOLE   7,548 0 0
EAGLE BULK SHIPPING INC COM Y2187A143 1,711 391,082 SH   SOLE   365,404 0 25,678
FLEX LTD COM Y2573F102 237,670 22,710,974 SH   SOLE   22,610,978 0 99,996
FLEX LTD COM Y2573F102 13,238 1,264,946 SH   OTR 4 1,264,946 0 0
FLEX LTD COM Y2573F102 5,856 559,600 SH   OTR 3 559,600 0 0
GENCO SHIPPING & TRADING LTD COM Y2685T131 131 14,273 SH   SOLE   14,273 0 0
GLOBAL SHIP LEASE INC NEW COM Y27183600 145 19,000 SH   SOLE   19,000 0 0
INTERNATIONAL SEAWAYS INC COM Y41053102 173 8,991 SH   SOLE   8,991 0 0
TEEKAY CORPORATION COM Y8564W103 38 9,607 SH   SOLE   9,607 0 0