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
AAON INC COM 000360206 2,736 39,086 SH   SOLE   38,949 0 137
AAR CORP COM 000361105 29,058 697,688 SH   SOLE   675,582 0 22,106
ACCO BRANDS CORP COM 00081T108 7,080 838,787 SH   SOLE   838,787 0 0
ADT INC DEL COM 00090Q103 860 101,888 SH   SOLE   101,888 0 0
ABM INDS INC COM 000957100 77,519 1,519,687 SH   SOLE   1,488,537 0 31,150
AFLAC INC COM 001055102 221,456 4,327,008 SH   SOLE   4,237,808 0 89,200
AFLAC INC COM 001055102 8,547 167,000 SH   OTR 4 167,000 0 0
AFLAC INC COM 001055102 2,953 57,700 SH   OTR 3 57,700 0 0
AGCO CORP COM 001084102 308,690 2,148,902 SH   SOLE   2,081,302 0 67,600
AGCO CORP COM 001084102 18,157 126,400 SH   OTR 4 126,400 0 0
AGCO CORP COM 001084102 6,407 44,600 SH   OTR 3 44,600 0 0
ACM RESEARCH INC COM 00108J109 491 6,074 SH   SOLE   6,074 0 0
AGNC INVT CORP COM 00123Q104 12,770 761,924 SH   SOLE   758,759 0 3,165
AES CORP COM 00130H105 18,701 697,545 SH   SOLE   697,545 0 0
AMC NETWORKS INC COM 00164V103 950 17,868 SH   SOLE   17,868 0 0
AMC ENTMT HLDGS INC COM 00165C104 575 56,314 SH   SOLE   56,314 0 0
AMN HEALTHCARE SVCS INC COM 001744101 1,753 23,791 SH   SOLE   21,331 0 2,460
ANI PHARMACEUTICALS INC COM 00182C103 2,089 57,793 SH   SOLE   56,268 0 1,525
ANGI INC COM 00183L102 843 64,840 SH   SOLE   64,840 0 0
ARC DOCUMENT SOLUTIONS INC COM 00191G103 120 56,750 SH   SOLE   0 0 56,750
ASGN INC COM 00191U102 5,843 61,214 SH   SOLE   57,756 0 3,458
AT&T INC COM 00206R102 85,142 2,812,749 SH   SOLE   2,811,749 0 1,000
A10 NETWORKS INC COM 002121101 328 34,131 SH   SOLE   34,131 0 0
AXT INC COM 00246W103 148 12,711 SH   SOLE   12,711 0 0
AZZ INC COM 002474104 20,345 404,081 SH   SOLE   391,313 0 12,768
THE AARONS COMPANY INC COM 00258W108 2,497 97,230 SH   SOLE   93,559 0 3,671
ABBOTT LABS COM 002824100 86,494 721,749 SH   SOLE   720,949 0 800
ABBVIE INC COM 00287Y109 172,067 1,589,976 SH   SOLE   1,586,823 0 3,153
ABERCROMBIE & FITCH CO COM 002896207 1,104 32,169 SH   SOLE   32,169 0 0
ABEONA THERAPEUTICS INC COM 00289Y107 26 14,087 SH   SOLE   14,087 0 0
ABIOMED INC COM 003654100 15,528 48,718 SH   SOLE   46,438 0 2,280
ACADEMY SPORTS & OUTDOORS IN COM 00402L107 3,123 115,693 SH   SOLE   115,693 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 1,527 26,718 SH   SOLE   26,718 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 590 22,874 SH   SOLE   22,874 0 0
ACADIA RLTY TR COM 004239109 266 14,018 SH   SOLE   14,018 0 0
ACCELERON PHARMA INC COM 00434H108 1,278 9,425 SH   SOLE   9,425 0 0
ACCEL ENTERTAINMENT INC COM 00436Q106 121 11,063 SH   SOLE   11,063 0 0
Accolade Inc COM 00437E102 350 7,722 SH   SOLE   7,722 0 0
ACCURAY INC COM 004397105 172 34,735 SH   SOLE   34,735 0 0
ACELRX PHARMACEUTICALS INC COM 00444T100 32 18,552 SH   SOLE   18,552 0 0
ACI WORLDWIDE INC COM 004498101 82,241 2,161,381 SH   SOLE   2,096,101 0 65,280
ACI WORLDWIDE INC COM 004498101 15,491 407,120 SH   OTR 3 407,120 0 0
ACLARIS THERAPEUTICS INC COM 00461U105 204 8,078 SH   SOLE   8,078 0 0
ACTIVISION BLIZZARD INC COM 00507V109 187,965 2,021,123 SH   SOLE   1,991,131 0 29,992
ACUITY BRANDS INC COM 00508Y102 9,156 55,489 SH   SOLE   55,489 0 0
ACUSHNET HOLDINGS CORP COM 005098108 310 7,503 SH   SOLE   7,503 0 0
ADAMIS PHARMACEUTICALS CORP COM 00547W208 20 21,149 SH   SOLE   21,149 0 0
ADAPTIVE BIOTECHNOLOGIES COR COM 00650F109 1,111 27,604 SH   SOLE   27,604 0 0
ADAPTHEALTH CORP COM 00653Q102 39,568 1,076,386 SH   SOLE   1,030,036 0 46,350
ADAPTHEALTH CORP COM 00653Q102 4,137 112,540 SH   OTR 3 112,540 0 0
ADDUS HOMECARE CORP COM 006739106 4,911 46,955 SH   SOLE   46,941 0 14
ADOBE SYSTEMS INCORPORATED COM 00724F101 239,034 502,839 SH   SOLE   494,437 0 8,402
ADTALEM GLOBAL ED INC COM 00737L103 985 24,922 SH   SOLE   24,922 0 0
ADTRAN INC COM 00738A106 71,894 4,310,162 SH   SOLE   4,226,278 0 83,884
ADVANCE AUTO PARTS INC COM 00751Y106 3,907 21,292 SH   SOLE   21,292 0 0
ADVAXIS INC COM 007624307 13 17,464 SH   SOLE   17,464 0 0
AECOM COM 00766T100 1,755 27,369 SH   SOLE   27,369 0 0
ADVANCED EMISSIONS SOLUTS IN COM 00770C101 57 10,280 SH   SOLE   0 0 10,280
ADVANSIX INC COM 00773T101 993 37,024 SH   SOLE   37,024 0 0
ADVERUM BIOTECHNOLOGIES INC COM 00773U108 1,064 107,938 SH   SOLE   107,938 0 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 479 10,200 SH   SOLE   10,200 0 0
ADVANCED MICRO DEVICES INC COM 007903107 114,372 1,456,962 SH   SOLE   1,434,499 0 22,463
ADVANCED DRAIN SYS INC DEL COM 00790R104 127,118 1,229,498 SH   SOLE   1,026,828 0 202,670
ADVANCED DRAIN SYS INC DEL COM 00790R104 19,710 190,640 SH   OTR 3 190,640 0 0
ADVANCED ENERGY INDS COM 007973100 133,630 1,224,050 SH   SOLE   1,186,996 0 37,054
ADVANCED ENERGY INDS COM 007973100 7,825 71,680 SH   OTR 3 71,680 0 0
AEROVIRONMENT INC COM 008073108 620 5,339 SH   SOLE   5,339 0 0
AFFILIATED MANAGERS GROUP IN COM 008252108 53,988 362,263 SH   SOLE   8,263 0 354,000
AFFIRM HLDGS INC COM 00827B106 755 10,677 SH   SOLE   10,677 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 151,786 1,193,850 SH   SOLE   245,848 0 948,002
AGNICO EAGLE MINES LTD COM 008474108 21,944 379,582 SH   SOLE   379,582 0 0
AGENUS INC COM 00847G705 72 26,568 SH   SOLE   26,568 0 0
AGILE THERAPEUTICS INC COM 00847L100 23 10,820 SH   SOLE   10,820 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 455 8,820 SH   SOLE   8,820 0 0
AGREE REALTY CORP COM 008492100 830 12,329 SH   SOLE   10,753 0 1,576
AIKIDO PHARMA INC COM 008875106 14 12,492 SH   SOLE   12,492 0 0
AILERON THERAPEUTICS INC COM 00887A105 16 10,867 SH   SOLE   10,867 0 0
AIRBNB INC COM 009066101 29,199 155,364 SH   SOLE   149,712 0 5,652
AIR LEASE CORP COM 00912X302 1,771 36,142 SH   SOLE   32,322 0 3,820
AIR PRODS & CHEMS INC COM 009158106 41,639 148,003 SH   SOLE   148,003 0 0
AIR TRANSPORT SERVICES GRP I COM 00922R105 1,246 42,577 SH   SOLE   42,577 0 0
AIRGAIN INC COM 00938A104 230 10,833 SH   SOLE   4,203 0 6,630
AKAMAI TECHNOLOGIES INC COM 00971T101 20,138 197,625 SH   SOLE   195,667 0 1,958
AKAMAI TECHNOLOGIES INC CONB 00971TAJ0 30,148 24,929,000 PRN   SOLE   3,570,000 0 21,359,000
AKEBIA THERAPEUTICS INC COM 00972D105 78 23,188 SH   SOLE   23,188 0 0
AKOUOS INC COM 00973J101 833 60,056 SH   SOLE   60,056 0 0
AKERO THERAPEUTICS INC COM 00973Y108 666 22,962 SH   SOLE   22,962 0 0
ALAMO GROUP INC COM 011311107 89,169 571,045 SH   SOLE   561,555 0 9,490
ALARM COM HLDGS INC COM 011642105 637 7,372 SH   SOLE   7,372 0 0
ALASKA AIR GROUP INC COM 011659109 329,906 4,766,733 SH   SOLE   4,613,190 0 153,543
ALASKA AIR GROUP INC COM 011659109 19,794 286,000 SH   OTR 4 286,000 0 0
ALASKA AIR GROUP INC COM 011659109 7,059 102,000 SH   OTR 3 102,000 0 0
ALASKA COMMUNICATIONS SYS GR COM 01167P101 58 17,870 SH   SOLE   0 0 17,870
ALBANY INTL CORP COM 012348108 571 6,839 SH   SOLE   6,839 0 0
ALBEMARLE CORP COM 012653101 17,130 117,242 SH   SOLE   117,242 0 0
ALBERTSONS COS INC COM 013091103 1,910 100,159 SH   SOLE   100,159 0 0
ALBIREO PHARMA INC COM 01345P106 1,208 34,270 SH   SOLE   34,270 0 0
ALCOA CORP COM 013872106 46,743 1,438,696 SH   SOLE   1,403,894 0 34,802
ALEXANDER & BALDWIN INC NEW COM 014491104 19,178 1,142,252 SH   SOLE   1,106,345 0 35,907
ALEXANDERS INC COM 014752109 1,317 4,749 SH   SOLE   4,749 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 18,088 110,094 SH   SOLE   110,094 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 23,676 154,836 SH   SOLE   154,836 0 0
ALIBABA GROUP HLDG LTD ADR 01609W102 156,119 688,569 SH   SOLE   454,663 0 233,906
ALIGN TECHNOLOGY INC COM 016255101 291,475 538,243 SH   SOLE   286,986 0 251,257
ALLAKOS INC COM 01671P100 995 8,668 SH   SOLE   8,668 0 0
ALLEGHANY CORP DEL COM 017175100 401,714 641,419 SH   SOLE   621,919 0 19,500
ALLEGHANY CORP DEL COM 017175100 22,421 35,800 SH   OTR 4 35,800 0 0
ALLEGHANY CORP DEL COM 017175100 8,142 13,000 SH   OTR 3 13,000 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 28,621 1,359,022 SH   SOLE   1,325,341 0 33,681
ALLEGIANCE BANCSHARES INC COM 01748H107 284 7,010 SH   SOLE   7,010 0 0
ALLEGIANT TRAVEL CO COM 01748X102 482 1,974 SH   SOLE   1,974 0 0
ALLETE INC COM 018522300 82,779 1,232,016 SH   SOLE   1,207,369 0 24,639
ALLIANCE DATA SYSTEMS CORP COM 018581108 3,215 28,689 SH   SOLE   28,689 0 0
ALLIANT ENERGY CORP COM 018802108 259,671 4,794,513 SH   SOLE   4,641,613 0 152,900
ALLIANT ENERGY CORP COM 018802108 13,973 258,000 SH   OTR 4 258,000 0 0
ALLIANT ENERGY CORP COM 018802108 5,037 93,000 SH   OTR 3 93,000 0 0
ALLIED MOTION TECHNOLOGIES I COM 019330109 4,600 89,622 SH   SOLE   89,532 0 90
ALLISON TRANSMISSION HLDGS I COM 01973R101 16,144 395,378 SH   SOLE   395,378 0 0
ALLOGENE THERAPEUTICS INC COM 019770106 30,571 866,049 SH   SOLE   832,219 0 33,830
ALLOGENE THERAPEUTICS INC COM 019770106 2,923 82,810 SH   OTR 3 82,810 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 999 66,519 SH   SOLE   66,519 0 0
ALLSTATE CORP COM 020002101 79,307 690,229 SH   SOLE   690,229 0 0
ALLY FINL INC COM 02005N100 39,329 869,932 SH   SOLE   827,465 0 42,467
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 8,195 58,044 SH   SOLE   58,044 0 0
ALPHA ARCHITECT ETF TR ETF 02072L201 5,071 175,754 SH   SOLE   175,754 0 0
ALPHA ARCHITECT ETF TR ETF 02072L300 6,151 182,672 SH   SOLE   182,672 0 0
ALPHABET INC COM 02079K107 923,438 446,401 SH   SOLE   443,685 0 2,716
ALPHABET INC COM 02079K305 201,246 97,573 SH   SOLE   97,509 0 64
ALPHATEC HLDGS INC COM 02081G201 225 14,222 SH   SOLE   14,222 0 0
ALTABANCORP COM 021347109 841 20,000 SH   SOLE   18,500 0 1,500
ALTO INGREDIENTS INC COM 021513106 451 83,032 SH   SOLE   83,032 0 0
ALTERYX INC COM 02156B103 713 8,599 SH   SOLE   8,599 0 0
ALTICE USA INC COM 02156K103 3,785 116,347 SH   SOLE   116,347 0 0
ALTRA INDL MOTION CORP COM 02208R106 70,724 1,278,455 SH   SOLE   1,259,965 0 18,490
ALTRIA GROUP INC COM 02209S103 103,919 2,031,261 SH   SOLE   2,031,261 0 0
AMAZON COM INC COM 023135106 1,169,844 378,091 SH   SOLE   375,391 0 2,700
AMEDISYS INC COM 023436108 11,688 44,140 SH   SOLE   44,140 0 0
AMERANT BANCORP INC COM 023576101 862 46,393 SH   SOLE   46,393 0 0
AMERCO COM 023586100 10,474 17,097 SH   SOLE   17,097 0 0
AMEREN CORP COM 023608102 19,865 244,161 SH   SOLE   244,161 0 0
Ameresco Inc COM 02361E108 3,108 63,904 SH   SOLE   63,904 0 0
AMERICA MOVIL SAB DE CV ADR 02364W105 15,326 1,128,596 SH   SOLE   720,716 0 407,880
AMERICAN ASSETS TR INC COM 024013104 1,295 39,930 SH   SOLE   39,930 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 140 14,541 SH   SOLE   14,541 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 965 22,362 SH   SOLE   22,362 0 0
AMERICAN ELEC PWR CO INC COM 025537101 48,025 566,997 SH   SOLE   566,997 0 0
AMERICAN ELEC PWR CO INC CONB 025537127 26,013 539,008 PRN   SOLE   103,170 0 435,838
AMERICAN EAGLE OUTFITTERS IN COM 02553E106 38,141 1,304,431 SH   SOLE   1,271,731 0 32,700
AMERICAN ELEC PWR CO INC CONB 02557T307 5,961 122,000 PRN   SOLE   122,000 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 3,141 99,629 SH   SOLE   99,629 0 0
AMERICAN EXPRESS CO COM 025816109 30,695 217,016 SH   SOLE   217,016 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 427,065 3,742,897 SH   SOLE   3,637,925 0 104,972
AMERICAN FINL GROUP INC OHIO COM 025932104 20,994 184,000 SH   OTR 4 184,000 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 7,622 66,800 SH   OTR 3 66,800 0 0
AMERICAN HOMES 4 RENT COM 02665T306 236,432 7,091,564 SH   SOLE   6,844,164 0 247,400
AMERICAN HOMES 4 RENT COM 02665T306 14,336 430,000 SH   OTR 4 430,000 0 0
AMERICAN HOMES 4 RENT COM 02665T306 5,151 154,500 SH   OTR 3 154,500 0 0
AMERICAN INTL GROUP INC COM 026874784 14,185 306,962 SH   SOLE   306,962 0 0
AMERICAN NATIONAL GROUP INC COM 02772A109 7,459 69,146 SH   SOLE   69,146 0 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 1,322 37,098 SH   SOLE   37,098 0 0
AMER SOFTWARE INC COM 029683109 4,848 234,163 SH   SOLE   230,563 0 3,600
AMER STATES WTR CO COM 029899101 6,553 86,659 SH   SOLE   86,659 0 0
AMERICAN TOWER CORP NEW COM 03027X100 44,820 187,485 SH   SOLE   186,192 0 1,293
AMERICAN VANGUARD CORP COM 030371108 263 12,910 SH   SOLE   12,910 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 19,023 126,885 SH   SOLE   126,885 0 0
AMERICAN WOODMARK CORPORATIO COM 030506109 5,710 57,918 SH   SOLE   57,918 0 0
AMERICAS CAR-MART INC COM 03062T105 6,629 43,508 SH   SOLE   43,480 0 28
AMERICOLD RLTY TR COM 03064D108 179,676 4,670,534 SH   SOLE   4,519,223 0 151,311
AMERICOLD RLTY TR COM 03064D108 9,925 258,000 SH   OTR 4 258,000 0 0
AMERICOLD RLTY TR COM 03064D108 3,616 94,000 SH   OTR 3 94,000 0 0
AMERISAFE INC COM 03071H100 77,945 1,217,891 SH   SOLE   1,196,781 0 21,110
AmerisourceBergen Corp COM 03073E105 53,651 454,402 SH   SOLE   256,772 0 197,630
AMERIPRISE FINL INC COM 03076C106 47,795 205,613 SH   SOLE   205,082 0 531
AMERIS BANCORP COM 03076K108 54,461 1,037,138 SH   SOLE   1,016,066 0 21,072
AMETEK INC COM 031100100 109,723 859,027 SH   SOLE   99,449 0 759,578
AMGEN INC COM 031162100 198,085 796,130 SH   SOLE   796,130 0 0
AMICUS THERAPEUTICS INC COM 03152W109 347 35,139 SH   SOLE   35,139 0 0
AMKOR TECHNOLOGY INC COM 031652100 4,515 190,408 SH   SOLE   190,408 0 0
AMNEAL PHARMACEUTICALS INC COM 03168L105 12,031 1,787,662 SH   SOLE   1,785,032 0 2,630
AMPHENOL CORP NEW COM 032095101 342,956 5,198,669 SH   SOLE   3,491,409 0 1,707,260
AMPHENOL CORP NEW COM 032095101 10,225 155,000 SH   OTR 4 155,000 0 0
AMPHENOL CORP NEW COM 032095101 3,760 57,000 SH   OTR 3 57,000 0 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 353 19,246 SH   SOLE   19,246 0 0
AMPIO PHARMACEUTICALS INC COM 03209T109 50 29,870 SH   SOLE   29,870 0 0
AMTECH SYS INC COM 032332504 121 10,240 SH   SOLE   0 0 10,240
AMYRIS INC COM 03236M200 1,971 103,228 SH   SOLE   103,228 0 0
ANALOG DEVICES INC COM 032654105 38,657 249,274 SH   SOLE   249,274 0 0
ANAPLAN INC COM 03272L108 1,179 21,890 SH   SOLE   21,890 0 0
ANDERSONS INC COM 034164103 3,712 135,580 SH   SOLE   135,580 0 0
ANGIODYNAMICS INC COM 03475V101 72,527 3,099,457 SH   SOLE   3,044,440 0 55,017
ANGION BIOMEDICA CORP COM 03476J107 1,493 82,620 SH   SOLE   82,620 0 0
ANIKA THERAPEUTICS INC COM 035255108 556 13,632 SH   SOLE   13,632 0 0
ANNALY CAPITAL MANAGEMENT IN COM 035710409 37,824 4,398,100 SH   SOLE   4,392,101 0 5,999
ANNEXON INC COM 03589W102 331 11,900 SH   SOLE   11,900 0 0
ANSYS INC COM 03662Q105 20,578 60,603 SH   SOLE   60,603 0 0
ANTARES PHARMA INC COM 036642106 330 80,174 SH   SOLE   80,174 0 0
ANTERO RESOURCES CORP COM 03674X106 21,735 2,130,862 SH   SOLE   2,070,710 0 60,152
ANTHEM INC COM 036752103 51,019 142,135 SH   SOLE   142,135 0 0
ANTERO MIDSTREAM CORP COM 03676B102 455 50,363 SH   SOLE   50,363 0 0
APARTMENT INVT & MGMT CO COM 03748R747 149 24,186 SH   SOLE   24,186 0 0
APARTMENT INCOME REIT CORP COM 03750L109 12,990 303,800 SH   SOLE   294,814 0 8,986
APELLIS PHARMACEUTICALS INC COM 03753U106 77,555 1,807,370 SH   SOLE   1,498,790 0 308,580
APELLIS PHARMACEUTICALS INC COM 03753U106 5,424 126,410 SH   OTR 3 126,410 0 0
APOGEE ENTERPRISES INC COM 037598109 6,225 152,272 SH   SOLE   152,272 0 0
APOLLO INVT CORP COM 03761U502 145 10,602 SH   SOLE   10,602 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 2,032 145,437 SH   SOLE   142,637 0 2,800
APOLLO MED HLDGS INC COM 03763A207 2,300 84,891 SH   SOLE   84,891 0 0
APOLLO GLOBAL MGMT INC COM 03768E105 10,424 221,735 SH   SOLE   221,735 0 0
APPIAN CORP COM 03782L101 402 3,025 SH   SOLE   3,025 0 0
APPLE INC COM 037833100 1,535,710 12,572,332 SH   SOLE   12,565,210 0 7,122
APPFOLIO INC COM 03783C100 300 2,124 SH   SOLE   2,124 0 0
APPLE HOSPITALITY REIT INC COM 03784Y200 528 36,264 SH   SOLE   36,264 0 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 143,677 1,575,929 SH   SOLE   1,548,389 0 27,540
APPLIED MATLS INC COM 038222105 106,232 795,149 SH   SOLE   794,326 0 823
APTARGROUP INC COM 038336103 187,179 1,321,228 SH   SOLE   1,279,228 0 42,000
APTARGROUP INC COM 038336103 10,838 76,500 SH   OTR 4 76,500 0 0
APTARGROUP INC COM 038336103 3,868 27,300 SH   OTR 3 27,300 0 0
AQUA METALS INC COM 03837J101 41 10,035 SH   SOLE   10,035 0 0
ARAMARK COM 03852U106 11,078 293,222 SH   SOLE   284,300 0 8,922
ARBOR REALTY TRUST INC COM 038923108 538 33,819 SH   SOLE   33,819 0 0
ARCBEST CORP COM 03937C105 10,316 146,587 SH   SOLE   146,587 0 0
ARCH RESOURCES INC COM 03940R107 242 5,818 SH   SOLE   5,818 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 479,547 8,413,119 SH   SOLE   8,162,304 0 250,815
ARCHER DANIELS MIDLAND CO COM 039483102 26,385 462,900 SH   OTR 4 462,900 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 8,978 157,500 SH   OTR 3 157,500 0 0
ARCHROCK INC COM 03957W106 179 18,857 SH   SOLE   18,857 0 0
ARCOSA INC COM 039653100 52,884 812,486 SH   SOLE   779,326 0 33,160
ARCOSA INC COM 039653100 5,287 81,230 SH   OTR 3 81,230 0 0
ARCONIC CORPORATION COM 03966V107 22,400 882,240 SH   SOLE   853,164 0 29,076
ARDELYX INC COM 039697107 84 12,661 SH   SOLE   12,661 0 0
ARCUS BIOSCIENCES INC COM 03969F109 39,243 1,397,548 SH   SOLE   1,343,258 0 54,290
ARCUS BIOSCIENCES INC COM 03969F109 3,729 132,800 SH   OTR 3 132,800 0 0
ARCTURUS THERAPEUTICS HLDGS COM 03969T109 204 4,942 SH   SOLE   4,942 0 0
ARES MANAGEMENT CORPORATION COM 03990B101 24,514 437,523 SH   SOLE   437,523 0 0
ARENA PHARMACEUTICALS INC COM 040047607 3,154 45,453 SH   SOLE   45,453 0 0
Argan Inc COM 04010E109 4,721 88,494 SH   SOLE   88,494 0 0
ARES CAPITAL CORP COM 04010L103 1,328 70,968 SH   SOLE   70,968 0 0
ARES CAPITAL CORP CONB 04010LAT0 59,491 57,825,000 PRN   SOLE   14,680,000 0 43,145,000
ARES CAPITAL CORP CONB 04010LAW3 44,664 41,093,000 PRN   SOLE   12,653,000 0 28,440,000
ARES COML REAL ESTATE CORP COM 04013V108 316 23,001 SH   SOLE   23,001 0 0
ARISTA NETWORKS INC COM 040413106 8,915 29,530 SH   SOLE   29,530 0 0
ARLO TECHNOLOGIES INC COM 04206A101 66 10,463 SH   SOLE   10,463 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 476 5,280 SH   SOLE   5,280 0 0
ARRAY TECHNOLOGIES INC COM 04271T100 1,088 36,480 SH   SOLE   36,480 0 0
ARROW ELECTRS INC COM 042735100 14,989 135,259 SH   SOLE   132,231 0 3,028
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 3,207 48,359 SH   SOLE   48,359 0 0
ARTISAN PARTNERS ASSET MGMT COM 04316A108 393 7,526 SH   SOLE   7,526 0 0
ARVINAS INC COM 04335A105 409 6,192 SH   SOLE   6,192 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 106,272 540,827 SH   SOLE   530,434 0 10,393
ASCENDIS PHARMA A/S ADR 04351P101 63,670 494,026 SH   SOLE   427,446 0 66,580
ASCENDIS PHARMA A/S ADR 04351P101 3,141 24,370 SH   OTR 3 24,370 0 0
ASENSUS SURGICAL INC COM 04367G103 118 36,276 SH   SOLE   36,276 0 0
ASHFORD HOSPITALITY TR INC COM 044103877 50 16,792 SH   SOLE   16,792 0 0
ASHLAND GLOBAL HLDGS INC COM 044186104 814 9,166 SH   SOLE   9,166 0 0
ASPEN GROUP INC COM 04530L203 985 164,214 SH   SOLE   164,214 0 0
ASPEN TECHNOLOGY INC COM 045327103 3,909 27,086 SH   SOLE   27,086 0 0
ASSERTIO HOLDINGS INC COM 04546C106 18 25,813 SH   SOLE   25,813 0 0
ASSOCIATED BANC CORP COM 045487105 8,801 412,426 SH   SOLE   412,426 0 0
ASSURANT INC COM 04621X108 14,777 104,232 SH   SOLE   101,835 0 2,397
ASTEC INDS INC COM 046224101 76,760 1,017,776 SH   SOLE   1,000,936 0 16,840
ASTRAZENECA PLC ADR 046353108 3,012 60,581 SH   SOLE   60,581 0 0
ASTRONOVA INC COM 04638F108 147 11,000 SH   SOLE   0 0 11,000
ASURE SOFTWARE INC COM 04649U102 879 115,000 SH   SOLE   106,100 0 8,900
AT HOME GROUP INC COM 04650Y100 952 33,176 SH   SOLE   33,176 0 0
ATARA BIOTHERAPEUTICS INC COM 046513107 181 12,634 SH   SOLE   12,634 0 0
ATEA PHARMACEUTICALS INC COM 04683R106 438 7,088 SH   SOLE   7,088 0 0
ATHENEX INC COM 04685N103 160 37,274 SH   SOLE   37,274 0 0
ATKORE INC COM 047649108 46,578 647,809 SH   SOLE   636,173 0 11,636
ATLANTIC CAP BANCSHARES INC COM 048269203 2,061 85,500 SH   SOLE   79,100 0 6,400
ATLANTIC POWER CORP COM 04878Q863 40 13,847 SH   SOLE   13,847 0 0
ATLANTIC UN BANKSHARES CORP COM 04911A107 1,341 34,955 SH   SOLE   34,955 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM 049164205 3,063 50,685 SH   SOLE   50,685 0 0
ATMOS ENERGY CORP COM 049560105 10,374 104,948 SH   SOLE   100,667 0 4,281
ATOSSA THERAPEUTICS INC COM 04962H506 23 11,047 SH   SOLE   11,047 0 0
ATRICURE INC COM 04963C209 916 13,984 SH   SOLE   13,984 0 0
ATRECA INC COM 04965G109 380 24,756 SH   SOLE   24,756 0 0
ATRION CORP COM 049904105 2,864 4,465 SH   SOLE   4,465 0 0
AURINIA PHARMACEUTICALS INC COM 05156V102 1,554 119,670 SH   SOLE   119,670 0 0
AUTODESK INC COM 052769106 80,266 289,613 SH   SOLE   282,928 0 6,685
AUTOLIV INC COM 052800109 1,225 13,200 SH   SOLE   13,200 0 0
AUTOLUS THERAPEUTICS PLC ADR 05280R100 34 6,014 SH   SOLE   6,014 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 65,025 345,016 SH   SOLE   345,016 0 0
AUTONATION INC COM 05329W102 216,324 2,320,573 SH   SOLE   2,240,573 0 80,000
AUTONATION INC COM 05329W102 13,051 140,000 SH   OTR 4 140,000 0 0
AUTONATION INC COM 05329W102 4,661 50,000 SH   OTR 3 50,000 0 0
AUTOZONE INC COM 053332102 38,377 27,328 SH   SOLE   26,579 0 749
AVALARA INC COM 05338G106 4,781 35,830 SH   SOLE   35,830 0 0
AVALONBAY CMNTYS INC COM 053484101 23,061 124,985 SH   SOLE   124,825 0 160
AVANOS MED INC COM 05350V106 85,162 1,946,985 SH   SOLE   1,914,520 0 32,465
AVANGRID INC COM 05351W103 1,278 25,666 SH   SOLE   25,666 0 0
AVAYA HLDGS CORP COM 05351X101 153,308 5,469,448 SH   SOLE   5,261,058 0 208,390
AVAYA HLDGS CORP COM 05351X101 14,239 508,000 SH   OTR 3 508,000 0 0
AVANTOR INC COM 05352A100 9,427 325,870 SH   SOLE   325,870 0 0
AVERY DENNISON CORP COM 053611109 368,728 2,007,771 SH   SOLE   1,941,299 0 66,472
AVERY DENNISON CORP COM 053611109 20,385 111,000 SH   OTR 4 111,000 0 0
AVERY DENNISON CORP COM 053611109 7,346 40,000 SH   OTR 3 40,000 0 0
AVID TECHNOLOGY INC COM 05367P100 234 11,089 SH   SOLE   11,089 0 0
AVIENT CORPORATION COM 05368V106 108,601 2,297,458 SH   SOLE   2,249,901 0 47,557
AVIDITY BIOSCIENCES INC COM 05370A108 20,443 937,326 SH   SOLE   902,716 0 34,610
AVIDITY BIOSCIENCES INC COM 05370A108 1,848 84,730 SH   OTR 3 84,730 0 0
AVINGER INC COM 053734604 23 14,959 SH   SOLE   14,959 0 0
AVIS BUDGET GROUP COM 053774105 22,309 307,547 SH   SOLE   297,914 0 9,633
AVISTA CORP COM 05379B107 9,967 208,743 SH   SOLE   208,743 0 0
AVNET INC COM 053807103 70,267 1,692,766 SH   SOLE   1,664,941 0 27,825
AXCELIS TECHNOLOGIES INC COM 054540208 2,135 51,965 SH   SOLE   47,745 0 4,220
AVROBIO INC COM 05455M100 1,653 130,270 SH   SOLE   130,270 0 0
AXON ENTERPRISE INC COM 05464C101 45,409 318,838 SH   SOLE   161,998 0 156,840
AXON ENTERPRISE INC COM 05464C101 5,861 41,150 SH   OTR 3 41,150 0 0
AXSOME THERAPEUTICS INC COM 05464T104 258 4,558 SH   SOLE   4,558 0 0
AXOS FINANCIAL INC COM 05465C100 633 13,473 SH   SOLE   13,473 0 0
AXONICS MODULATION TECHNOLOG COM 05465P101 347 5,796 SH   SOLE   5,796 0 0
AZEK CO INC COM 05478C105 22,184 527,568 SH   SOLE   507,178 0 20,390
AZEK CO INC COM 05478C105 2,097 49,880 SH   OTR 3 49,880 0 0
AZURRX BIOPHARMA INC COM 05502L105 15 11,305 SH   SOLE   11,305 0 0
B & G FOODS INC NEW COM 05508R106 5,357 172,460 SH   SOLE   172,460 0 0
BGC PARTNERS INC COM 05541T101 3,343 692,059 SH   SOLE   692,059 0 0
BJS WHSL CLUB HLDGS INC COM 05550J101 53,690 1,196,838 SH   SOLE   1,151,099 0 45,739
BJS WHSL CLUB HLDGS INC COM 05550J101 4,632 103,250 SH   OTR 3 103,250 0 0
BOK FINL CORP COM 05561Q201 454 5,085 SH   SOLE   5,085 0 0
BP PLC ADR 055622104 1,309 53,764 SH   SOLE   53,764 0 0
B. RILEY FINANCIAL INC COM 05580M108 780 13,827 SH   SOLE   13,827 0 0
BRP GROUP INC COM 05589G102 404 14,814 SH   SOLE   14,814 0 0
BM TECHNOLOGIES INC COM 05591L107 214 18,404 SH   SOLE   18,393 0 11
BGSF INC COM 05601C105 105 7,470 SH   SOLE   0 0 7,470
BWX TECHNOLOGIES INC COM 05605H100 4,415 66,949 SH   SOLE   66,949 0 0
BADGER METER INC COM 056525108 551 5,915 SH   SOLE   5,915 0 0
BAIDU INC ADR 056752108 67,108 308,471 SH   SOLE   245,711 0 62,760
BAKER HUGHES COMPANY COM 05722G100 8,482 392,510 SH   SOLE   392,510 0 0
BALCHEM CORP COM 057665200 568 4,526 SH   SOLE   4,526 0 0
BALL CORP COM 058498106 101,308 1,195,512 SH   SOLE   137,734 0 1,057,778
BALLYS CORPORATION COM 05875B106 31,101 478,631 SH   SOLE   458,461 0 20,170
BALLYS CORPORATION COM 05875B106 3,214 49,460 SH   OTR 3 49,460 0 0
BANCFIRST CORP COM 05945F103 477 6,743 SH   SOLE   6,743 0 0
BANCO BRADESCO S A ADR 059460303 20,619 4,387,014 SH   SOLE   2,740,106 0 1,646,908
BANCORP INC DEL COM 05969A105 295 14,241 SH   SOLE   14,241 0 0
BANCORPSOUTH BK TUPELO MISS COM 05971J102 26,597 818,873 SH   SOLE   792,492 0 26,381
BANDWIDTH INC COM 05988J103 116,937 922,652 SH   SOLE   888,992 0 33,660
BANDWIDTH INC COM 05988J103 17,595 138,830 SH   OTR 3 138,830 0 0
BANC OF CALIFORNIA INC COM 05990K106 15,355 849,280 SH   SOLE   822,588 0 26,692
BK OF AMERICA CORP COM 060505104 260,454 6,731,828 SH   SOLE   6,724,868 0 6,960
BANK HAWAII CORP COM 062540109 108,712 1,214,797 SH   SOLE   1,194,547 0 20,250
BANK NEW YORK MELLON CORP COM 064058100 25,149 531,800 SH   SOLE   531,800 0 0
BANK OZK COM 06417N103 1,355 33,173 SH   SOLE   33,173 0 0
BANKUNITED INC COM 06652K103 1,757 39,975 SH   SOLE   39,975 0 0
BANNER CORP COM 06652V208 35,231 660,639 SH   SOLE   646,240 0 14,399
BARINGS BDC INC COM 06759L103 106 10,610 SH   SOLE   10,610 0 0
BARNES GROUP INC COM 067806109 28,998 585,342 SH   SOLE   566,908 0 18,434
BARRICK GOLD CORP COM 067901108 57,549 2,906,517 SH   SOLE   2,906,517 0 0
BARRETT BUSINESS SVCS INC COM 068463108 3,958 57,486 SH   SOLE   57,486 0 0
BASSETT FURNITURE INDS INC COM 070203104 5,521 227,464 SH   SOLE   220,674 0 6,790
BAUDAX BIO INC COM 07160F107 15 11,282 SH   SOLE   11,282 0 0
BAXTER INTL INC COM 071813109 112,404 1,332,749 SH   SOLE   208,527 0 1,124,222
BAYCOM CORP COM 07272M107 2,691 149,325 SH   SOLE   149,325 0 0
BEACON ROOFING SUPPLY INC COM 073685109 40,259 769,471 SH   SOLE   751,578 0 17,893
BEAM THERAPEUTICS INC COM 07373V105 43,630 545,095 SH   SOLE   525,425 0 19,670
BEAM THERAPEUTICS INC COM 07373V105 3,883 48,510 SH   OTR 3 48,510 0 0
BEAZER HOMES USA INC COM 07556Q881 226 10,803 SH   SOLE   10,803 0 0
BECTON DICKINSON & CO COM 075887109 24,406 100,375 SH   SOLE   100,243 0 132
BED BATH & BEYOND INC COM 075896100 2,926 100,379 SH   SOLE   100,379 0 0
BEIGENE LTD ADR 07725L102 2,269 6,520 SH   SOLE   6,520 0 0
BEL FUSE INC COM 077347300 117 5,870 SH   SOLE   0 0 5,870
BELDEN INC COM 077454106 30,450 686,270 SH   SOLE   669,780 0 16,490
BELLRING BRANDS INC COM 079823100 46,285 1,960,367 SH   SOLE   1,881,387 0 78,980
BELLRING BRANDS INC COM 079823100 4,559 193,110 SH   OTR 3 193,110 0 0
BENCHMARK ELECTRS INC COM 08160H101 9,145 295,767 SH   SOLE   293,267 0 2,500
BERKELEY LTS INC COM 084310101 3,554 70,764 SH   SOLE   70,764 0 0
BERKLEY W R CORP COM 084423102 338,297 4,489,678 SH   SOLE   4,347,396 0 142,282
BERKLEY W R CORP COM 084423102 19,064 253,000 SH   OTR 4 253,000 0 0
BERKLEY W R CORP COM 084423102 6,917 91,800 SH   OTR 3 91,800 0 0
BERKSHIRE HATHAWAY INC DEL COM 084670702 187,604 734,350 SH   SOLE   734,350 0 0
BERRY GLOBAL GROUP INC COM 08579W103 6,292 102,480 SH   SOLE   100,916 0 1,564
BEST BUY INC COM 086516101 56,660 493,515 SH   SOLE   493,153 0 362
Beyond Meat Inc COM 08862E109 7,615 58,523 SH   SOLE   58,523 0 0
Beyond Meat Inc COM 08862E109 4,334 33,310 SH   OTR 3 33,310 0 0
BICYCLE THERAPEUTICS PLC ADR 088786108 5,376 179,992 SH   SOLE   179,992 0 0
BIG LOTS INC COM 089302103 3,561 52,134 SH   SOLE   52,134 0 0
BILIBILI INC ADR 090040106 3,287 30,706 SH   SOLE   30,706 0 0
BILL COM HLDGS INC COM 090043100 27,594 189,651 SH   SOLE   86,011 0 103,640
BIO RAD LABS INC COM 090572207 10,115 17,710 SH   SOLE   17,710 0 0
BIOCRYST PHARMACEUTICALS INC COM 09058V103 6,971 685,484 SH   SOLE   628,725 0 56,759
BIODELIVERY SCIENCES INTL IN COM 09060J106 187 47,706 SH   SOLE   47,706 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 54,185 717,582 SH   SOLE   92,357 0 625,225
BIOMERICA INC COM 09061H307 94 17,173 SH   SOLE   17,173 0 0
BIOLIFE SOLUTIONS INC COM 09062W204 8,380 232,777 SH   SOLE   231,554 0 1,223
BIOGEN INC COM 09062X103 47,604 170,165 SH   SOLE   170,165 0 0
BIO-TECHNE CORP COM 09073M104 10,369 27,149 SH   SOLE   27,149 0 0
BIONANO GENOMICS INC COM 09075F107 294 36,398 SH   SOLE   36,398 0 0
BIOXCEL THERAPEUTICS INC COM 09075P105 326 7,563 SH   SOLE   7,563 0 0
BIOATLA INC COM 09077B104 571 11,230 SH   SOLE   11,230 0 0
BIOLASE INC COM 090911207 19 23,006 SH   SOLE   23,006 0 0
BJS RESTAURANTS INC COM 09180C106 13,784 237,330 SH   SOLE   234,600 0 2,730
BLACK DIAMOND THERAPEUTICS I COM 09203E105 248 10,203 SH   SOLE   10,203 0 0
BLACK HILLS CORP COM 092113109 32,605 488,325 SH   SOLE   476,913 0 11,412
BLACK KNIGHT INC COM 09215C105 22,255 300,784 SH   SOLE   154,436 0 146,348
BLACKBAUD INC COM 09227Q100 358 5,031 SH   SOLE   5,031 0 0
BLACKLINE INC COM 09239B109 2,023 18,665 SH   SOLE   18,665 0 0
BLACKROCK INC COM 09247X101 85,744 113,725 SH   SOLE   113,725 0 0
BLACKROCK CAP INVT CORP COM 092533108 41 12,098 SH   SOLE   12,098 0 0
BLACKROCK CAP INVT CORP CONB 092533AC2 17,816 17,812,000 PRN   SOLE   3,812,000 0 14,000,000
BLACKSTONE MTG TR INC COM 09257W100 30,319 978,041 SH   SOLE   953,607 0 24,434
BLACKSTONE MTG TR INC CONB 09257WAB6 9,632 9,426,000 PRN   SOLE   38,000 0 9,388,000
BLACKSTONE GROUP INC COM 09260D107 39,554 530,711 SH   SOLE   530,711 0 0
BLINK CHARGING CO COM 09354A100 242 5,880 SH   SOLE   5,880 0 0
BLOCK H & R INC COM 093671105 4,721 216,551 SH   SOLE   216,551 0 0
BLOOM ENERGY CORP COM 093712107 925 34,206 SH   SOLE   34,206 0 0
BLOOMIN BRANDS INC COM 094235108 29,003 1,072,196 SH   SOLE   1,037,764 0 34,432
BLUEBIRD BIO INC COM 09609G100 31,033 1,029,298 SH   SOLE   992,170 0 37,128
BLUEBIRD BIO INC COM 09609G100 2,739 90,853 SH   OTR 3 90,853 0 0
BLUELINX HLDGS INC COM 09624H208 275 7,020 SH   SOLE   0 0 7,020
BLUEROCK RESIDENTIAL GWT REI COM 09627J102 300 29,693 SH   SOLE   27,493 0 2,200
BLUEPRINT MEDICINES CORP COM 09627Y109 41,201 423,747 SH   SOLE   407,745 0 16,002
BLUEPRINT MEDICINES CORP COM 09627Y109 3,783 38,910 SH   OTR 3 38,910 0 0
BOEING CO COM 097023105 43,519 170,849 SH   SOLE   170,849 0 0
BOISE CASCADE CO DEL COM 09739D100 21,254 355,227 SH   SOLE   346,776 0 8,451
BOLT BIOTHERAPEUTICS INC COM 097702104 390 11,841 SH   SOLE   11,841 0 0
BONANZA CREEK ENERGY INC COM 097793400 1,057 29,596 SH   SOLE   29,596 0 0
BOOKING HOLDINGS INC COM 09857L108 124,073 53,254 SH   SOLE   53,254 0 0
BOOT BARN HLDGS INC COM 099406100 3,532 56,690 SH   SOLE   56,690 0 0
BOOZ ALLEN HAMILTON HLDG COR COM 099502106 6,545 81,274 SH   SOLE   81,274 0 0
BORGWARNER INC COM 099724106 414,666 8,944,473 SH   SOLE   8,664,173 0 280,300
BORGWARNER INC COM 099724106 24,478 528,000 SH   OTR 4 528,000 0 0
BORGWARNER INC COM 099724106 8,739 188,500 SH   OTR 3 188,500 0 0
BOSTON BEER INC COM 100557107 124,788 103,449 SH   SOLE   73,559 0 29,890
BOSTON PRIVATE FINL HLDGS IN COM 101119105 547 41,031 SH   SOLE   41,031 0 0
BOSTON PROPERTIES INC COM 101121101 12,388 122,341 SH   SOLE   122,046 0 295
BOSTON SCIENTIFIC CORP COM 101137107 15,775 408,161 SH   SOLE   408,161 0 0
BOTTOMLINE TECH DEL INC COM 101388106 252 5,559 SH   SOLE   5,559 0 0
BOX INC COM 10316T104 556 24,228 SH   SOLE   24,228 0 0
BOYD GAMING CORP COM 103304101 8,359 141,781 SH   SOLE   139,252 0 2,529
BRADY CORP COM 104674106 7,276 136,123 SH   SOLE   136,123 0 0
BRAINSWAY LTD ADR 10501L106 105 11,679 SH   SOLE   11,679 0 0
BRANDYWINE RLTY TR COM 105368203 358 27,723 SH   SOLE   27,723 0 0
BRICKELL BIOTECH INC COM 10802T105 12 10,609 SH   SOLE   10,609 0 0
BRIDGEBIO PHARMA INC COM 10806X102 775 12,583 SH   SOLE   12,583 0 0
BRIDGEWATER BANCSHARES INC COM 108621103 1,208 74,811 SH   SOLE   69,310 0 5,501
BRIGHT HORIZONS FAM SOL IN D COM 109194100 41,659 242,984 SH   SOLE   135,394 0 107,590
BRIGHT HORIZONS FAM SOL IN D COM 109194100 4,869 28,400 SH   OTR 3 28,400 0 0
BRIGHTHOUSE FINL INC COM 10922N103 1,198 27,064 SH   SOLE   27,064 0 0
BRIGHTVIEW HLDGS INC COM 10948C107 927 54,951 SH   SOLE   54,951 0 0
BRIGHTSPHERE INVT GROUP INC COM 10948W103 949 46,542 SH   SOLE   46,542 0 0
BRINKER INTL INC COM 109641100 90,690 1,276,243 SH   SOLE   1,235,074 0 41,169
BRINKER INTL INC COM 109641100 11,458 161,240 SH   OTR 3 161,240 0 0
BRINKS CO COM 109696104 669 8,439 SH   SOLE   8,439 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 92,588 1,466,620 SH   SOLE   1,464,869 0 1,751
BRISTOL-MYERS SQUIBB CO CONB 110122AN8 22,960 14,283,000 PRN   SOLE   4,983,000 0 9,300,000
BRISTOW GROUP INC COM 11040G103 211 8,161 SH   SOLE   8,161 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 1,126 55,640 SH   SOLE   52,320 0 3,320
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 9,782 63,897 SH   SOLE   63,666 0 231
BROADMARK RLTY CAP INC COM 11135B100 248 23,686 SH   SOLE   21,536 0 2,150
BROADCOM INC COM 11135F101 224,516 484,226 SH   SOLE   370,341 0 113,885
BROADWIND INC COM 11161T207 1,693 256,530 SH   SOLE   256,530 0 0
BROOKDALE SR LIVING INC COM 112463104 336 55,465 SH   SOLE   55,465 0 0
BROOKLINE BANCORP INC DEL COM 11373M107 460 30,687 SH   SOLE   30,687 0 0
BROOKS AUTOMATION INC NEW COM 114340102 3,003 36,773 SH   SOLE   36,773 0 0
BROWN & BROWN INC COM 115236101 23,447 512,959 SH   SOLE   496,072 0 16,887
BROWN FORMAN CORP COM 115637209 12,651 183,422 SH   SOLE   183,422 0 0
BRUKER CORP COM 116794108 8,503 132,283 SH   SOLE   124,364 0 7,919
BRUNSWICK CORP COM 117043109 39,867 418,026 SH   SOLE   405,395 0 12,631
BTRS HOLDINGS INC COM 11778X104 4,451 307,575 SH   SOLE   307,575 0 0
BUCKLE INC COM 118440106 790 20,119 SH   SOLE   20,119 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 139,878 3,016,555 SH   SOLE   2,401,769 0 614,786
BUILDERS FIRSTSOURCE INC COM 12008R107 7,249 156,320 SH   OTR 3 156,320 0 0
BUMBLE INC COM 12047B105 569 9,123 SH   SOLE   9,123 0 0
BURLINGTON STORES INC COM 122017106 256,822 859,512 SH   SOLE   306,283 0 553,229
BUTTERFLY NETWORK INC COM 124155102 5,555 330,060 SH   SOLE   330,060 0 0
C3 AI INC COM 12468P104 956 14,510 SH   SOLE   14,510 0 0
CAI INTERNATIONAL INC COM 12477X106 1,138 24,992 SH   SOLE   24,992 0 0
CBIZ INC COM 124805102 2,109 64,566 SH   SOLE   55,756 0 8,810
CBOE GLOBAL MKTS INC COM 12503M108 67,253 681,454 SH   SOLE   681,454 0 0
CBRE GROUP INC COM 12504L109 101,167 1,278,810 SH   SOLE   185,410 0 1,093,400
CDK Global Inc COM 12508E101 909 16,814 SH   SOLE   16,814 0 0
CECO ENVIRONMENTAL CORP COM 125141101 63 7,940 SH   SOLE   0 0 7,940
CDW CORP COM 12514G108 177,559 1,071,246 SH   SOLE   236,967 0 834,279
CF INDS HLDGS INC COM 125269100 43,463 957,750 SH   SOLE   262,550 0 695,200
C4 THERAPEUTICS INC COM 12529R107 309 8,358 SH   SOLE   8,358 0 0
C H ROBINSON WORLDWIDE INC COM 12541W209 29,792 312,184 SH   SOLE   312,184 0 0
CIGNA CORP NEW COM 125523100 123,553 511,098 SH   SOLE   511,098 0 0
CIT GROUP INC COM 125581801 40,543 787,091 SH   SOLE   763,118 0 23,973
CMC MATERIALS INC COM 12571T100 53,984 305,356 SH   SOLE   293,442 0 11,914
CMC MATERIALS INC COM 12571T100 5,129 29,010 SH   OTR 3 29,010 0 0
CME GROUP INC COM 12572Q105 41,071 201,102 SH   SOLE   201,102 0 0
CMS ENERGY CORP COM 125896100 46,905 766,172 SH   SOLE   766,172 0 0
CRA INTL INC COM 12618T105 5,248 70,305 SH   SOLE   69,405 0 900
CNO FINL GROUP INC COM 12621E103 20,441 841,534 SH   SOLE   820,764 0 20,770
CSG SYS INTL INC COM 126349109 6,931 154,402 SH   SOLE   151,442 0 2,960
CSW INDUSTRIALS INC COM 126402106 2,160 16,002 SH   SOLE   14,922 0 1,080
CSX CORP COM 126408103 67,842 703,605 SH   SOLE   693,542 0 10,063
CTI BIOPHARMA CORP COM 12648L601 32 11,157 SH   SOLE   11,157 0 0
CTS CORP COM 126501105 21,380 688,324 SH   SOLE   665,753 0 22,571
CNX RES CORP COM 12653C108 2,801 190,566 SH   SOLE   190,566 0 0
CVB FINL CORP COM 126600105 4,201 190,177 SH   SOLE   190,177 0 0
CVR ENERGY INC COM 12662P108 2,133 111,220 SH   SOLE   111,220 0 0
CVS HEALTH CORP COM 126650100 90,124 1,197,982 SH   SOLE   1,197,982 0 0
CABALETTA BIO INC COM 12674W109 560 50,430 SH   SOLE   50,430 0 0
CABLE ONE INC COM 12685J105 4,717 2,580 SH   SOLE   2,580 0 0
CABOT CORP COM 127055101 121,248 2,312,143 SH   SOLE   2,273,593 0 38,550
CABOT OIL & GAS CORP COM 127097103 24,357 1,296,973 SH   SOLE   1,296,973 0 0
CACI INTL INC COM 127190304 3,851 15,610 SH   SOLE   14,939 0 671
CACTUS INC COM 127203107 5,526 180,499 SH   SOLE   180,499 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 93,742 684,300 SH   SOLE   665,864 0 18,436
CADENCE BANCORPORATION COM 12739A100 1,052 50,737 SH   SOLE   50,737 0 0
CAESARS ENTERTAINMENT INC NE COM 12769G100 57,436 656,792 SH   SOLE   643,401 0 13,391
CAL MAINE FOODS INC COM 128030202 517 13,464 SH   SOLE   13,464 0 0
CALAVO GROWERS INC COM 128246105 286 3,684 SH   SOLE   3,684 0 0
CALERES INC COM 129500104 1,526 70,000 SH   SOLE   64,700 0 5,300
CALIFORNIA WTR SVC GROUP COM 130788102 755 13,396 SH   SOLE   13,396 0 0
CALIX INC COM 13100M509 1,085 31,305 SH   SOLE   31,305 0 0
CALLAWAY GOLF CO COM 131193104 11,429 427,253 SH   SOLE   426,189 0 1,064
CALLON PETE CO DEL COM 13123X508 263 6,824 SH   SOLE   6,824 0 0
CAMDEN PPTY TR COM 133131102 4,213 38,332 SH   SOLE   38,092 0 240
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CANADA GOOSE HLDGS INC COM 135086106 33,176 845,243 SH   SOLE   809,593 0 35,650
CANADA GOOSE HLDGS INC COM 135086106 3,416 87,020 SH   OTR 3 87,020 0 0
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CARA THERAPEUTICS INC COM 140755109 982 45,218 SH   SOLE   45,218 0 0
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CAREDX INC COM 14167L103 3,600 52,866 SH   SOLE   52,866 0 0
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CARMAX INC COM 143130102 30,257 228,081 SH   SOLE   125,981 0 102,100
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CARPARTS COM INC COM 14427M107 501 35,061 SH   SOLE   35,061 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 24,785 602,303 SH   SOLE   587,297 0 15,006
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CARTERS INC COM 146229109 71,716 806,433 SH   SOLE   797,083 0 9,350
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CATALENT INC COM 148806102 7,792 73,991 SH   SOLE   73,991 0 0
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CERENCE INC COM 156727109 1,228 13,706 SH   SOLE   13,706 0 0
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CHARLES RIV LABS INTL INC COM 159864107 143,155 493,929 SH   SOLE   381,705 0 112,224
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CHARTER COMMUNICATIONS INC N COM 16119P108 73,167 118,581 SH   SOLE   118,228 0 353
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CHEWY INC COM 16679L109 42,144 497,516 SH   SOLE   209,056 0 288,460
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CHUYS HLDGS INC COM 171604101 4,115 92,838 SH   SOLE   90,634 0 2,204
CIENA CORP COM 171779309 11,585 211,701 SH   SOLE   205,815 0 5,886
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CITIGROUP INC COM 172967424 133,934 1,841,013 SH   SOLE   1,841,013 0 0
CITI TRENDS INC COM 17306X102 45,014 537,278 SH   SOLE   528,278 0 9,000
CITIZENS FINANCIAL GROUP INC COM 174610105 34,225 775,214 SH   SOLE   775,214 0 0
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CLEVELAND-CLIFFS INC NEW COM 185899101 50,654 2,518,890 SH   SOLE   2,399,452 0 119,438
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COCA COLA CO COM 191216100 151,291 2,870,252 SH   SOLE   2,870,252 0 0
CODIAK BIOSCIENCES INC COM 192010106 4,139 274,460 SH   SOLE   274,460 0 0
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COGNEX CORP COM 192422103 9,222 111,123 SH   SOLE   111,123 0 0
COGNIZANT TECHNOLOGY SOLUTIO COM 192446102 51,241 655,925 SH   SOLE   655,925 0 0
COHERENT INC COM 192479103 924 3,654 SH   SOLE   3,654 0 0
COHEN & STEERS INC COM 19247A100 432 6,605 SH   SOLE   6,605 0 0
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COHU INC COM 192576106 33,787 807,530 SH   SOLE   785,312 0 22,218
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COLGATE PALMOLIVE CO COM 194162103 109,565 1,389,891 SH   SOLE   1,389,891 0 0
COLLEGIUM PHARMACEUTICAL INC COM 19459J104 1,368 57,705 SH   SOLE   57,705 0 0
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COLUMBIA SPORTSWEAR CO COM 198516106 93,332 883,580 SH   SOLE   868,655 0 14,925
COLUMBUS MCKINNON CORP N Y COM 199333105 57,009 1,080,533 SH   SOLE   1,061,358 0 19,175
COMFORT SYS USA INC COM 199908104 3,814 51,013 SH   SOLE   49,433 0 1,580
COMCAST CORP NEW COM 20030N101 214,358 3,961,517 SH   SOLE   3,961,517 0 0
COMERICA INC COM 200340107 76,209 1,062,293 SH   SOLE   1,058,317 0 3,976
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COMPASS MINERALS INTL INC COM 20451N101 4,571 72,879 SH   SOLE   72,879 0 0
COMPASS PATHWAYS PLC ADR 20451W101 21,904 594,900 SH   SOLE   572,610 0 22,290
COMPASS PATHWAYS PLC ADR 20451W101 1,999 54,300 SH   OTR 3 54,300 0 0
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COMSTOCK RES INC COM 205768302 18,088 3,265,059 SH   SOLE   3,156,922 0 108,137
COMTECH TELECOMMUNICATIONS C COM 205826209 1,224 49,266 SH   SOLE   43,436 0 5,830
CONAGRA BRANDS INC COM 205887102 49,361 1,312,803 SH   SOLE   805,947 0 506,856
CONCENTRIX CORP COM 20602D101 43,473 290,363 SH   SOLE   46,197 0 244,166
CONDUENT INC COM 206787103 26,171 3,929,620 SH   SOLE   3,822,769 0 106,851
Conformis Inc COM 20717E101 29 29,067 SH   SOLE   29,067 0 0
CONMED CORP COM 207410101 18,814 144,075 SH   SOLE   139,535 0 4,540
CONNECTONE BANCORP INC COM 20786W107 3,032 119,620 SH   SOLE   114,520 0 5,100
CONOCOPHILLIPS COM 20825C104 82,167 1,551,197 SH   SOLE   1,078,011 0 473,186
CONSOLIDATED COMM HLDGS INC COM 209034107 1,007 139,817 SH   SOLE   139,817 0 0
CONSOLIDATED EDISON INC COM 209115104 37,141 496,540 SH   SOLE   496,540 0 0
CONSTELLATION BRANDS INC COM 21036P108 61,650 270,395 SH   SOLE   270,395 0 0
CONSTELLATION PHARMCETICLS I COM 210373106 34,010 1,454,041 SH   SOLE   1,398,151 0 55,890
CONSTELLATION PHARMCETICLS I COM 210373106 3,205 137,020 SH   OTR 3 137,020 0 0
CONSTRUCTION PARTNERS INC COM 21044C107 1,090 36,471 SH   SOLE   36,471 0 0
CONTANGO OIL & GAS CO COM 21075N204 70 18,062 SH   SOLE   18,062 0 0
CONTINENTAL RES INC COM 212015101 413 15,953 SH   SOLE   15,953 0 0
CONTROLADORA VUELA COMP DE A ADR 21240E105 12,665 888,177 SH   SOLE   567,924 0 320,253
COOPER COS INC COM 216648402 266,746 694,489 SH   SOLE   672,789 0 21,700
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COOPER COS INC COM 216648402 5,608 14,600 SH   OTR 3 14,600 0 0
COOPER TIRE & RUBR CO COM 216831107 22,639 404,419 SH   SOLE   394,402 0 10,017
COPART INC COM 217204106 19,192 176,705 SH   SOLE   174,632 0 2,073
CORCEPT THERAPEUTICS INC COM 218352102 1,223 51,396 SH   SOLE   51,396 0 0
CORE MARK HOLDING CO INC COM 218681104 121,203 3,132,657 SH   SOLE   3,080,932 0 51,725
CORESITE RLTY CORP COM 21870Q105 2,766 23,078 SH   SOLE   22,973 0 105
CORENERGY INFRASTRUCTURE TR COM 21870U502 549 77,650 SH   SOLE   77,650 0 0
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CORECIVIC INC COM 21871N101 658 72,690 SH   SOLE   72,690 0 0
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CORTEVA INC COM 22052L104 213,414 4,577,739 SH   SOLE   4,448,738 0 129,001
CORTEVA INC COM 22052L104 11,515 247,000 SH   OTR 4 247,000 0 0
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CORVEL CORP COM 221006109 1,021 9,956 SH   SOLE   9,956 0 0
COSTCO WHSL CORP NEW COM 22160K105 137,060 388,846 SH   SOLE   388,846 0 0
COSTAR GROUP INC COM 22160N109 125,258 152,402 SH   SOLE   116,890 0 35,512
COTY INC COM 222070203 36,006 3,996,215 SH   SOLE   3,868,368 0 127,847
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COVENANT LOGISTICS GROUP INC COM 22284P105 1,252 60,789 SH   SOLE   56,252 0 4,537
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COWEN INC COM 223622606 2,609 74,223 SH   SOLE   71,023 0 3,200
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CRANE CO COM 224399105 158,847 1,691,482 SH   SOLE   1,661,798 0 29,684
CREDIT ACCEP CORP MICH COM 225310101 962 2,670 SH   SOLE   2,670 0 0
CREE INC COM 225447101 1,404 12,984 SH   SOLE   12,984 0 0
CRICUT INC COM 22658D100 1,291 65,238 SH   SOLE   65,238 0 0
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CROCS INC COM 227046109 828 10,294 SH   SOLE   10,294 0 0
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CROWDSTRIKE HLDGS INC COM 22788C105 52,155 285,763 SH   SOLE   176,598 0 109,165
CROWN CASTLE INTL CORP NEW COM 22822V101 25,947 150,742 SH   SOLE   150,377 0 365
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CRYOLIFE INC COM 228903100 2,599 115,118 SH   SOLE   115,008 0 110
CRYOPORT INC COM 229050307 45,504 874,907 SH   SOLE   845,397 0 29,510
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CUBESMART COM 229663109 1,862 49,230 SH   SOLE   49,230 0 0
CUBIC CORP COM 229669106 302 4,045 SH   SOLE   4,045 0 0
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CURIS INC COM 231269200 158 13,975 SH   SOLE   13,975 0 0
CURTISS WRIGHT CORP COM 231561101 7,339 61,877 SH   SOLE   60,647 0 1,230
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CUTERA INC COM 232109108 38,926 1,295,364 SH   SOLE   1,273,729 0 21,635
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CYMABAY THERAPEUTICS INC COM 23257D103 320 70,442 SH   SOLE   70,442 0 0
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CYTOMX THERAPEUTICS INC COM 23284F105 19,591 2,534,462 SH   SOLE   2,435,932 0 98,530
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DMY TECHNOLOGY GROUP INC II COM 233277102 96 6,500 SH   SOLE   6,500 0 0
D R HORTON INC COM 23331A109 39,160 439,405 SH   SOLE   417,824 0 21,581
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DTE ENERGY CO COM 233331107 54,215 407,204 SH   SOLE   403,873 0 3,331
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DXC TECHNOLOGY CO COM 23355L106 225,314 7,207,747 SH   SOLE   6,943,114 0 264,633
DXC TECHNOLOGY CO COM 23355L106 13,192 422,000 SH   OTR 4 422,000 0 0
DXC TECHNOLOGY CO COM 23355L106 4,720 151,000 SH   OTR 3 151,000 0 0
DANA INC COM 235825205 37,019 1,521,543 SH   SOLE   1,497,176 0 24,367
DANAHER CORPORATION COM 235851102 72,984 324,257 SH   SOLE   324,111 0 146
DAQO NEW ENERGY CORP ADR 23703Q203 239 3,170 SH   SOLE   3,170 0 0
DARDEN RESTAURANTS INC COM 237194105 309,131 2,176,975 SH   SOLE   2,006,902 0 170,073
DARDEN RESTAURANTS INC COM 237194105 15,975 112,500 SH   OTR 4 112,500 0 0
DARDEN RESTAURANTS INC COM 237194105 5,765 40,600 SH   OTR 3 40,600 0 0
DARLING INGREDIENTS INC COM 237266101 17,354 235,856 SH   SOLE   218,101 0 17,755
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DATADOG INC COM 23804L103 4,874 58,478 SH   SOLE   58,478 0 0
DAVE & BUSTERS ENTMT INC COM 238337109 2,674 55,842 SH   SOLE   52,112 0 3,730
DAVITA INC COM 23918K108 7,807 72,442 SH   SOLE   72,442 0 0
DAWSON GEOPHYSICAL CO NEW COM 239360100 103 41,940 SH   SOLE   0 0 41,940
DECIBEL THERAPEUTICS INC COM 24343R106 581 51,139 SH   SOLE   51,139 0 0
DECIPHERA PHARMACEUTICALS IN COM 24344T101 720 16,056 SH   SOLE   16,056 0 0
DECKERS OUTDOOR CORP COM 243537107 3,895 11,789 SH   SOLE   11,789 0 0
DEERE & CO COM 244199105 53,701 143,532 SH   SOLE   143,532 0 0
DEL TACO RESTAURANTS INC NEW COM 245496104 2,511 262,078 SH   SOLE   262,078 0 0
DELEK US HLDGS INC NEW COM 24665A103 77,504 3,558,500 SH   SOLE   3,485,783 0 72,717
DELL TECHNOLOGIES INC COM 24703L202 15,482 175,631 SH   SOLE   175,631 0 0
DELTA AIR LINES INC DEL COM 247361702 11,211 232,206 SH   SOLE   226,498 0 5,708
DELUXE CORP COM 248019101 5,413 128,995 SH   SOLE   128,995 0 0
DENALI THERAPEUTICS INC COM 24823R105 2,190 38,355 SH   SOLE   38,355 0 0
DENNYS CORP COM 24869P104 314 17,359 SH   SOLE   13,209 0 4,150
DENTSPLY SIRONA INC COM 24906P109 45,785 717,524 SH   SOLE   1,639 0 715,885
DERMTECH INC COM 24984K105 36,472 718,094 SH   SOLE   693,684 0 24,410
DERMTECH INC COM 24984K105 3,056 60,170 SH   OTR 3 60,170 0 0
DESCARTES SYS GROUP INC COM 249906108 3,256 53,450 SH   SOLE   53,450 0 0
DEVON ENERGY CORP NEW COM 25179M103 216,821 9,923,154 SH   SOLE   9,617,248 0 305,906
DEVON ENERGY CORP NEW COM 25179M103 11,646 533,000 SH   OTR 4 533,000 0 0
DEVON ENERGY CORP NEW COM 25179M103 4,213 192,800 SH   OTR 3 192,800 0 0
DEXCOM INC COM 252131107 83,051 231,088 SH   SOLE   166,909 0 64,179
DIAMOND HILL INVT GROUP INC COM 25264R207 1,204 7,718 SH   SOLE   7,118 0 600
DIAMONDROCK HOSPITALITY CO COM 252784301 34,249 3,325,228 SH   SOLE   3,242,210 0 83,018
DIAMONDBACK ENERGY INC COM 25278X109 45,686 621,662 SH   SOLE   194,733 0 426,929
DICERNA PHARMACEUTICALS INC COM 253031108 1,893 74,018 SH   SOLE   74,018 0 0
DICKS SPORTING GOODS INC COM 253393102 4,427 58,136 SH   SOLE   58,136 0 0
DIEBOLD INC COM 253651103 20,419 1,445,128 SH   SOLE   1,395,939 0 49,189
DIGI INTL INC COM 253798102 1,986 104,601 SH   SOLE   99,090 0 5,511
DIGITAL RLTY TR INC COM 253868103 92,413 656,159 SH   SOLE   183,440 0 472,719
DIGITAL TURBINE INC COM 25400W102 923 11,483 SH   SOLE   11,483 0 0
DIGITALOCEAN HLDGS INC COM 25402D102 32,376 768,470 SH   SOLE   736,110 0 32,360
DIGITALOCEAN HLDGS INC COM 25402D102 3,333 79,120 SH   OTR 3 79,120 0 0
DILLARDS INC COM 254067101 1,185 12,270 SH   SOLE   12,270 0 0
DIME CMNTY BANCSHARES INC COM 25432X102 4,471 148,338 SH   SOLE   145,138 0 3,200
DINE BRANDS GLOBAL INC COM 254423106 458 5,096 SH   SOLE   2,326 0 2,770
DIODES INC COM 254543101 31,334 392,451 SH   SOLE   384,628 0 7,823
DISNEY WALT CO COM 254687106 87,511 474,261 SH   SOLE   474,061 0 200
DISCOVER FINL SVCS COM 254709108 62,507 658,043 SH   SOLE   657,852 0 191
DISCOVERY INC COM 25470F104 10,285 236,659 SH   SOLE   236,659 0 0
DISCOVERY INC COM 25470F302 1,631 44,207 SH   SOLE   44,207 0 0
DISH NETWORK CORPORATION COM 25470M109 5,071 140,070 SH   SOLE   140,070 0 0
DIVERSIFIED HEALTHCARE TR COM 25525P107 185 38,711 SH   SOLE   38,711 0 0
DOCUSIGN INC COM 256163106 66,861 330,257 SH   SOLE   257,120 0 73,137
DOLBY LABORATORIES INC COM 25659T107 59,015 597,806 SH   SOLE   345,086 0 252,720
DOLBY LABORATORIES INC COM 25659T107 5,652 57,250 SH   OTR 3 57,250 0 0
DOLLAR GEN CORP NEW COM 256677105 62,950 310,677 SH   SOLE   309,461 0 1,216
DOLLAR TREE INC COM 256746108 76,336 666,921 SH   SOLE   666,921 0 0
DOMINION ENERGY INC COM 25746U109 19,343 254,647 SH   SOLE   254,647 0 0
DOMINION ENERGY INC CONB 25746U133 73,039 738,956 PRN   SOLE   217,902 0 521,054
DOMINOS PIZZA INC COM 25754A201 9,955 27,067 SH   SOLE   27,067 0 0
DOMO INC COM 257554105 3,596 63,890 SH   SOLE   63,890 0 0
DOMTAR CORP COM 257559203 1,203 32,560 SH   SOLE   32,560 0 0
DONALDSON INC COM 257651109 1,001 17,212 SH   SOLE   17,212 0 0
DONNELLEY R R & SONS CO COM 257867200 44 10,905 SH   SOLE   10,905 0 0
DOORDASH INC COM 25809K105 1,920 14,641 SH   SOLE   14,641 0 0
DORMAN PRODS INC COM 258278100 556 5,415 SH   SOLE   4,638 0 777
DOUGLAS EMMETT INC COM 25960P109 903 28,767 SH   SOLE   28,507 0 260
DOUYU INTL HLDGS LTD ADR 25985W105 481 46,250 SH   SOLE   46,250 0 0
DOVER CORP COM 260003108 19,340 141,033 SH   SOLE   141,033 0 0
DOW INC COM 260557103 40,344 630,965 SH   SOLE   629,328 0 1,637
DRAFTKINGS INC COM 26142R104 3,221 52,522 SH   SOLE   52,522 0 0
DRIVE SHACK INC COM 262077100 39 12,151 SH   SOLE   12,151 0 0
DROPBOX INC COM 26210C104 33,269 1,247,900 SH   SOLE   571,948 0 675,952
DUCK CREEK TECHNOLOGIES INC COM 264120106 507 11,237 SH   SOLE   11,237 0 0
DUCOMMUN INC DEL COM 264147109 13,396 223,256 SH   SOLE   215,319 0 7,937
DUKE REALTY CORP COM 264411505 9,294 221,662 SH   SOLE   212,547 0 9,115
DUKE ENERGY CORP NEW COM 26441C204 61,627 638,426 SH   SOLE   638,426 0 0
DULUTH HLDGS INC COM 26443V101 499 29,480 SH   SOLE   29,480 0 0
DUN & BRADSTREET HLDGS INC COM 26484T106 614 25,801 SH   SOLE   25,801 0 0
DUPONT DE NEMOURS INC COM 26614N102 13,848 179,199 SH   SOLE   179,199 0 0
DURECT CORP COM 266605104 60 30,268 SH   SOLE   30,268 0 0
DYCOM INDS INC COM 267475101 582 6,264 SH   SOLE   6,264 0 0
DYNATRACE INC COM 268150109 24,016 497,831 SH   SOLE   497,831 0 0
DYNATRACE INC COM 268150109 11,114 230,400 SH   OTR 3 230,400 0 0
DYNAVAX TECHNOLOGIES CORP COM 268158201 4,509 458,717 SH   SOLE   418,741 0 39,976
DYNEX CAP INC COM 26817Q886 919 48,547 SH   SOLE   44,920 0 3,627
E L F BEAUTY INC COM 26856L103 54,146 2,018,116 SH   SOLE   1,933,426 0 84,690
E L F BEAUTY INC COM 26856L103 5,429 202,350 SH   OTR 3 202,350 0 0
EL POLLO LOCO HLDGS INC COM 268603107 227 14,082 SH   SOLE   14,082 0 0
EOG RES INC COM 26875P101 67,525 930,995 SH   SOLE   926,175 0 4,820
EQT CORP COM 26884L109 1,315 70,787 SH   SOLE   70,787 0 0
EPR PPTYS COM 26884U109 3,902 83,753 SH   SOLE   83,598 0 155
EAGLE BANCORP INC MD COM 268948106 61,739 1,160,284 SH   SOLE   1,140,709 0 19,575
EAGLE MATLS INC COM 26969P108 58,599 435,968 SH   SOLE   83,561 0 352,407
EAGLE PHARMACEUTICALS INC COM 269796108 259 6,216 SH   SOLE   6,216 0 0
EARGO INC COM 270087109 14,999 300,273 SH   SOLE   287,613 0 12,660
EARGO INC COM 270087109 1,551 31,060 SH   OTR 3 31,060 0 0
EARTHSTONE ENERGY INC COM 27032D304 1,262 176,470 SH   SOLE   163,000 0 13,470
EAST WEST BANCORP INC COM 27579R104 22,245 301,418 SH   SOLE   290,576 0 10,842
EASTERLY GOVT PPTYS INC COM 27616P103 277 13,343 SH   SOLE   13,343 0 0
EASTERN BANKSHARES INC COM 27627N105 12,849 666,094 SH   SOLE   666,094 0 0
EASTERN CO COM 276317104 213 7,930 SH   SOLE   0 0 7,930
EASTGROUP PPTYS INC COM 277276101 1,440 10,051 SH   SOLE   10,051 0 0
EASTMAN CHEM CO COM 277432100 246,104 2,234,874 SH   SOLE   2,167,474 0 67,400
EASTMAN CHEM CO COM 277432100 13,820 125,500 SH   OTR 4 125,500 0 0
EASTMAN CHEM CO COM 277432100 4,944 44,900 SH   OTR 3 44,900 0 0
EBAY INC. COM 278642103 52,455 856,544 SH   SOLE   856,544 0 0
EBIX INC COM 278715206 2,045 63,854 SH   SOLE   63,854 0 0
ECHO GLOBAL LOGISTICS INC COM 27875T101 4,911 156,333 SH   SOLE   142,220 0 14,113
ECHOSTAR CORP COM 278768106 624 25,984 SH   SOLE   25,984 0 0
ECOLAB INC COM 278865100 19,107 89,259 SH   SOLE   89,094 0 165
EDGEWELL PERS CARE CO COM 28035Q102 95,840 2,420,196 SH   SOLE   2,375,698 0 44,498
EDISON INTL COM 281020107 25,240 430,720 SH   SOLE   426,508 0 4,212
EDITAS MEDICINE INC COM 28106W103 1,878 44,732 SH   SOLE   44,732 0 0
Edwards Lifesciences Corp COM 28176E108 25,414 303,848 SH   SOLE   295,327 0 8,521
EGAIN CORP COM 28225C806 162 16,998 SH   SOLE   12,278 0 4,720
EHEALTH INC COM 28238P109 353 4,853 SH   SOLE   4,853 0 0
8X8 INC NEW COM 282914100 414 12,748 SH   SOLE   12,748 0 0
ELANCO ANIMAL HEALTH INC COM 28414H103 7,397 251,187 SH   SOLE   242,927 0 8,260
ELDORADO GOLD CORP NEW COM 284902509 6,915 640,839 SH   SOLE   640,839 0 0
ELECTRONIC ARTS INC COM 285512109 30,531 225,539 SH   SOLE   225,539 0 0
ELLINGTON FINANCIAL INC COM 28852N109 327 20,395 SH   SOLE   20,395 0 0
EMAGIN CORP COM 29076N206 38 10,197 SH   SOLE   10,197 0 0
EMCOR GROUP INC COM 29084Q100 194,612 1,735,129 SH   SOLE   1,700,268 0 34,861
EMERGENT BIOSOLUTIONS INC COM 29089Q105 4,189 45,091 SH   SOLE   45,013 0 78
EMERSON ELEC CO COM 291011104 49,478 548,417 SH   SOLE   548,417 0 0
EMERALD HOLDING INC COM 29103W104 1,016 184,000 SH   SOLE   170,000 0 14,000
EMPIRE ST RLTY TR INC COM 292104106 192 17,287 SH   SOLE   17,287 0 0
EMPLOYERS HLDGS INC COM 292218104 2,955 68,614 SH   SOLE   65,253 0 3,361
ENANTA PHARMACEUTICALS INC COM 29251M106 252 5,101 SH   SOLE   4,371 0 730
ENCORE CAP GROUP INC COM 292554102 938 23,310 SH   SOLE   23,310 0 0
ENCORE WIRE CORP COM 292562105 97,461 1,451,826 SH   SOLE   1,425,195 0 26,631
ENDAVA PLC ADR 29260V105 1,766 20,850 SH   SOLE   20,850 0 0
ENCOMPASS HEALTH CORP COM 29261A100 165,646 2,022,538 SH   SOLE   491,236 0 1,531,302
ENCOMPASS HEALTH CORP COM 29261A100 5,503 67,190 SH   OTR 3 67,190 0 0
ENERGY RECOVERY INC COM 29270J100 448 24,450 SH   SOLE   24,450 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 358 7,553 SH   SOLE   7,553 0 0
ENERSYS COM 29275Y102 567 6,242 SH   SOLE   6,242 0 0
ENERPAC TOOL GROUP CORP COM 292765104 352 13,468 SH   SOLE   13,468 0 0
ENNIS INC COM 293389102 5,614 262,934 SH   SOLE   262,934 0 0
ENPHASE ENERGY INC COM 29355A107 21,640 133,452 SH   SOLE   133,452 0 0
ENPHASE ENERGY INC COM 29355A107 7,866 48,510 SH   OTR 3 48,510 0 0
ENPRO INDS INC COM 29355X107 24,149 283,209 SH   SOLE   272,833 0 10,376
ENOVA INTL INC COM 29357K103 3,088 87,051 SH   SOLE   84,591 0 2,460
ENSIGN GROUP INC COM 29358P101 11,100 118,278 SH   SOLE   115,275 0 3,003
ENTEGRIS INC COM 29362U104 79,300 709,302 SH   SOLE   410,972 0 298,330
ENTEGRIS INC COM 29362U104 10,172 90,980 SH   OTR 3 90,980 0 0
ENTERCOM COMMUNICATIONS CORP COM 293639100 97 18,540 SH   SOLE   18,540 0 0
ENTERGY CORP NEW COM 29364G103 26,153 262,925 SH   SOLE   262,925 0 0
ENTERPRISE FINL SVCS CORP COM 293712105 510 10,316 SH   SOLE   10,316 0 0
ENTERPRISE PRODS PARTNERS L LP 293792107 39,055 1,773,624 SH   SOLE   1,773,624 0 0
ENTRAVISION COMMUNICATIONS C COM 29382R107 832 205,868 SH   SOLE   191,000 0 14,868
ENVESTNET INC COM 29404K106 4,048 56,033 SH   SOLE   55,903 0 130
EPAM SYS INC COM 29414B104 125,032 315,188 SH   SOLE   300,906 0 14,282
ENVISTA HOLDINGS CORPORATION COM 29415F104 1,562 38,294 SH   SOLE   38,294 0 0
EPLUS INC COM 294268107 11,397 114,378 SH   SOLE   111,169 0 3,209
EPIZYME INC COM 29428V104 101 11,576 SH   SOLE   11,576 0 0
EQUIFAX INC COM 294429105 10,085 55,678 SH   SOLE   55,678 0 0
EQUINIX INC COM 29444U700 23,023 33,878 SH   SOLE   33,778 0 100
EQUILLIUM INC COM 29446K106 18,838 2,634,728 SH   SOLE   2,542,218 0 92,510
EQUILLIUM INC COM 29446K106 1,674 234,130 SH   OTR 3 234,130 0 0
EQUITABLE HLDGS INC COM 29452E101 8,570 262,735 SH   SOLE   262,735 0 0
EQUITRANS MIDSTREAM CORP COM 294600101 403 49,338 SH   SOLE   49,338 0 0
EQUITY BANCSHARES INC COM 29460X109 1,359 49,600 SH   SOLE   45,800 0 3,800
EQUITY COMWLTH COM 294628102 1,948 70,063 SH   SOLE   70,063 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 2,333 36,652 SH   SOLE   36,652 0 0
EQUITY RESIDENTIAL COM 29476L107 17,359 242,347 SH   SOLE   241,907 0 440
ERIE INDTY CO COM 29530P102 6,814 30,845 SH   SOLE   30,845 0 0
ESCALADE INC COM 296056104 107 5,100 SH   SOLE   0 0 5,100
ESCO TECHNOLOGIES INC COM 296315104 55,538 510,038 SH   SOLE   488,178 0 21,860
ESCO TECHNOLOGIES INC COM 296315104 5,536 50,840 SH   OTR 3 50,840 0 0
ESPERION THERAPEUTICS INC NE COM 29664W105 507 18,079 SH   SOLE   18,079 0 0
ESSENTIAL PPTYS RLTY TR INC COM 29670E107 23,970 1,049,927 SH   SOLE   1,015,230 0 34,697
ESSENTIAL UTILS INC COM 29670G102 7,114 158,973 SH   SOLE   158,973 0 0
ESSEX PPTY TR INC COM 297178105 20,721 76,225 SH   SOLE   74,743 0 1,482
ETHAN ALLEN INTERIORS INC COM 297602104 4,924 178,353 SH   SOLE   178,353 0 0
ETSY INC COM 29786A106 17,898 88,747 SH   SOLE   86,087 0 2,660
EURONET WORLDWIDE INC COM 298736109 85,084 615,215 SH   SOLE   615,120 0 95
EURONET WORLDWIDE INC CONB 298736AL3 79,285 69,587,000 PRN   SOLE   19,061,000 0 50,526,000
EVERCORE INC COM 29977A105 1,326 10,062 SH   SOLE   10,062 0 0
EVERBRIDGE INC COM 29978A104 59,070 487,454 SH   SOLE   467,114 0 20,340
EVERBRIDGE INC COM 29978A104 6,019 49,670 SH   OTR 3 49,670 0 0
EVERI HLDGS INC COM 30034T103 167 11,866 SH   SOLE   11,866 0 0
EVERGY INC COM 30034W106 41,412 695,648 SH   SOLE   689,755 0 5,893
EVERTEC INC COM 30040P103 3,509 94,284 SH   SOLE   89,997 0 4,287
EVERSOURCE ENERGY COM 30040W108 14,121 163,077 SH   SOLE   163,077 0 0
EVERQUOTE INC COM 30041R108 40,335 1,111,452 SH   SOLE   1,069,922 0 41,530
EVERQUOTE INC COM 30041R108 3,674 101,250 SH   OTR 3 101,250 0 0
EVOFEM BIOSCIENCES INC COM 30048L104 27 15,473 SH   SOLE   15,473 0 0
EVOLUTION PETE CORP COM 30049A107 33 9,890 SH   SOLE   0 0 9,890
EVOLENT HEALTH INC COM 30050B101 246 12,169 SH   SOLE   12,169 0 0
EVOQUA WATER TECHNOLOGIES CO COM 30057T105 86,259 3,279,803 SH   SOLE   3,179,033 0 100,770
EVOQUA WATER TECHNOLOGIES CO COM 30057T105 14,297 543,630 SH   OTR 3 543,630 0 0
EXACT SCIENCES CORP COM 30063P105 74,931 568,605 SH   SOLE   380,975 0 187,630
EXAGEN INC COM 30068X103 1,256 71,772 SH   SOLE   71,772 0 0
EXELON CORP COM 30161N101 131,201 2,999,557 SH   SOLE   2,999,557 0 0
EXELIXIS INC COM 30161Q104 2,288 101,276 SH   SOLE   101,276 0 0
EXLSERVICE HOLDINGS INC COM 302081104 5,755 63,838 SH   SOLE   61,830 0 2,008
EXPEDIA GROUP INC COM 30212P303 19,775 114,892 SH   SOLE   108,466 0 6,426
EXP WORLD HLDGS INC COM 30212W100 2,291 50,299 SH   SOLE   50,299 0 0
EXPEDITORS INTL WASH INC COM 302130109 16,204 150,465 SH   SOLE   150,465 0 0
EXPONENT INC COM 30214U102 4,633 47,547 SH   SOLE   46,486 0 1,061
EXTENDED STAY AMER INC COM 30224P200 479 24,232 SH   SOLE   24,232 0 0
EXTRA SPACE STORAGE INC COM 30225T102 8,272 62,403 SH   SOLE   62,158 0 245
EXTREME NETWORKS INC COM 30226D106 1,150 131,400 SH   SOLE   123,300 0 8,100
EZCORP INC COM 302301106 997 200,619 SH   SOLE   186,019 0 14,600
EXXON MOBIL CORP COM 30231G102 78,643 1,408,610 SH   SOLE   1,408,610 0 0
FBL FINL GROUP INC COM 30239F106 866 15,486 SH   SOLE   15,486 0 0
FMC CORP COM 302491303 60,432 546,353 SH   SOLE   102,769 0 443,584
F N B CORP COM 302520101 1,259 99,149 SH   SOLE   99,149 0 0
FB FINL CORP COM 30257X104 435 9,777 SH   SOLE   9,777 0 0
FS KKR CAP CORP COM 302635206 399 20,106 SH   SOLE   20,106 0 0
FTI CONSULTING INC COM 302941109 883 6,299 SH   SOLE   4,339 0 1,960
FACEBOOK INC COM 30303M102 668,181 2,268,635 SH   SOLE   2,256,357 0 12,278
FACTSET RESH SYS INC COM 303075105 23,598 76,471 SH   SOLE   76,471 0 0
FAIR ISAAC CORP COM 303250104 95,031 195,516 SH   SOLE   158,076 0 37,440
FAIR ISAAC CORP COM 303250104 7,718 15,880 SH   OTR 3 15,880 0 0
FARO TECHNOLOGIES INC COM 311642102 386 4,463 SH   SOLE   4,463 0 0
FASTLY INC COM 31188V100 686 10,202 SH   SOLE   10,202 0 0
FATE THERAPEUTICS INC COM 31189P102 104,225 1,264,105 SH   SOLE   1,092,005 0 172,100
FATE THERAPEUTICS INC COM 31189P102 5,181 62,840 SH   OTR 3 62,840 0 0
FASTENAL CO COM 311900104 56,802 1,129,724 SH   SOLE   1,124,848 0 4,876
FEDERAL AGRIC MTG CORP COM 313148306 5,107 50,708 SH   SOLE   50,708 0 0
FEDERAL SIGNAL CORP COM 313855108 674 17,603 SH   SOLE   17,603 0 0
FEDERATED HERMES INC COM 314211103 13,781 440,312 SH   SOLE   440,312 0 0
FEDEX CORP COM 31428X106 53,075 186,859 SH   SOLE   186,859 0 0
FERRO CORP COM 315405100 194 11,511 SH   SOLE   11,511 0 0
F5 NETWORKS INC COM 315616102 10,248 49,125 SH   SOLE   49,125 0 0
FIBROGEN INC COM 31572Q808 364 10,498 SH   SOLE   10,498 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 192,008 1,365,537 SH   SOLE   463,642 0 901,895
FIDELITY NATIONAL FINANCIAL COM 31620R303 34,741 854,411 SH   SOLE   854,411 0 0
FIFTH THIRD BANCORP COM 316773100 43,545 1,162,753 SH   SOLE   1,162,753 0 0
FINANCIAL INSTNS INC COM 317585404 1,596 52,695 SH   SOLE   48,745 0 3,950
FIREEYE INC COM 31816Q101 683 34,878 SH   SOLE   34,878 0 0
FIRST AMERN FINL CORP COM 31847R102 74,085 1,307,765 SH   SOLE   1,286,215 0 21,550
FIRST BANCORP P R COM 318672706 3,875 344,117 SH   SOLE   344,117 0 0
FIRST BANCORP N C COM 318910106 12,702 291,998 SH   SOLE   282,622 0 9,376
FIRST BANCSHARES INC MS COM 318916103 3,175 86,714 SH   SOLE   83,414 0 3,300
FIRST BANK WILLIAMSTOWN NJ COM 31931U102 617 50,700 SH   SOLE   47,000 0 3,700
FIRST BUSEY CORP COM 319383204 22,791 888,509 SH   SOLE   885,000 0 3,509
FIRST CTZNS BANCSHARES INC N COM 31946M103 4,288 5,130 SH   SOLE   5,130 0 0
FIRST COMWLTH FINL CORP PA COM 319829107 3,473 241,715 SH   SOLE   241,715 0 0
FIRST FINL BANCORP OH COM 320209109 3,409 142,045 SH   SOLE   142,045 0 0
FIRST FINL BANKSHARES COM 32020R109 918 19,644 SH   SOLE   19,644 0 0
FIRST FINL CORP IND COM 320218100 1,118 24,834 SH   SOLE   24,834 0 0
FIRST FNDTN INC COM 32026V104 1,110 47,300 SH   SOLE   43,700 0 3,600
FIRST HORIZON CORPORATION COM 320517105 15,637 924,688 SH   SOLE   924,688 0 0
FIRST HAWAIIAN INC COM 32051X108 575 20,995 SH   SOLE   20,995 0 0
FIRST INDL RLTY TR INC COM 32054K103 85,888 1,875,685 SH   SOLE   1,846,238 0 29,447
FIRST INTERNET BANCORP COM 320557101 1,022 29,000 SH   SOLE   26,800 0 2,200
FIRST INTST BANCSYSTEM INC COM 32055Y201 512 11,122 SH   SOLE   11,122 0 0
FIRST MERCHANTS CORP COM 320817109 28,902 621,560 SH   SOLE   601,752 0 19,808
FIRST MID ILL BANCSHARES INC COM 320866106 2,792 63,546 SH   SOLE   60,431 0 3,115
FIRST MIDWEST BANCORP DEL COM 320867104 29,749 1,357,767 SH   SOLE   1,315,346 0 42,421
FIRST REP BK SAN FRANCISCO C COM 33616C100 12,101 72,567 SH   SOLE   72,567 0 0
FIRST SOLAR INC COM 336433107 4,289 49,127 SH   SOLE   49,127 0 0
1ST SOURCE CORP COM 336901103 4,685 98,477 SH   SOLE   98,477 0 0
FIRSTCASH INC COM 33767D105 658 10,024 SH   SOLE   10,024 0 0
FIRSTSERVICE CORP NEW COM 33767E202 1,897 12,803 SH   SOLE   12,803 0 0
FISERV INC COM 337738108 142,402 1,196,256 SH   SOLE   1,186,926 0 9,330
FLAGSTAR BANCORP INC COM 337930705 10,119 224,379 SH   SOLE   220,233 0 4,146
FIRSTENERGY CORP COM 337932107 38,462 1,108,728 SH   SOLE   1,108,728 0 0
FIVE BELOW INC COM 33829M101 12,937 67,809 SH   SOLE   64,292 0 3,517
FIVE9 INC COM 338307101 45,116 288,593 SH   SOLE   280,343 0 8,250
FIVE9 INC COM 338307101 13,022 83,300 SH   OTR 3 83,300 0 0
FIVE PRIME THERAPEUTICS INC COM 33830X104 264 7,016 SH   SOLE   7,016 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 54,531 202,996 SH   SOLE   202,897 0 99
FLOOR & DECOR HLDGS INC COM 339750101 3,866 40,492 SH   SOLE   40,492 0 0
FLOTEK INDS INC DEL COM 343389102 18 10,688 SH   SOLE   10,688 0 0
FLUOR CORP NEW COM 343412102 23,599 1,022,041 SH   SOLE   997,124 0 24,917
FLOWERS FOODS INC COM 343498101 1,086 45,633 SH   SOLE   45,633 0 0
FLOWSERVE CORP COM 34354P105 5,845 150,601 SH   SOLE   150,319 0 282
FLUIDIGM CORP DEL COM 34385P108 47 10,416 SH   SOLE   10,416 0 0
FLUSHING FINL CORP COM 343873105 7,813 368,007 SH   SOLE   368,007 0 0
FOGHORN THERAPEUTICS INC COM 344174107 213 16,190 SH   SOLE   16,190 0 0
FOCUS FINL PARTNERS INC COM 34417P100 15,464 371,540 SH   SOLE   371,540 0 0
FOCUS FINL PARTNERS INC COM 34417P100 8,625 207,240 SH   OTR 3 207,240 0 0
FONAR CORP COM 344437405 109 6,000 SH   SOLE   0 0 6,000
FOOT LOCKER INC COM 344849104 2,852 50,695 SH   SOLE   50,695 0 0
FORD MTR CO DEL COM 345370860 33,154 2,706,445 SH   SOLE   2,672,964 0 33,481
FORESTAR GROUP INC COM 346232101 382 16,418 SH   SOLE   16,418 0 0
FORMFACTOR INC COM 346375108 7,211 159,864 SH   SOLE   157,557 0 2,307
FORRESTER RESH INC COM 346563109 3,638 85,643 SH   SOLE   85,643 0 0
Fortinet Inc COM 34959E109 31,629 171,500 SH   SOLE   171,500 0 0
FORTIVE CORP COM 34959J108 10,864 153,797 SH   SOLE   153,797 0 0
FORTIVE CORP CONB 34959JAK4 110,116 108,626,000 PRN   SOLE   30,183,000 0 78,443,000
FORTRESS BIOTECH INC COM 34960Q109 40 11,265 SH   SOLE   11,265 0 0
FORTERRA INC COM 34960W106 483 20,766 SH   SOLE   20,766 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 9,948 103,817 SH   SOLE   103,817 0 0
FORWARD AIR CORP COM 349853101 84,238 948,523 SH   SOLE   932,530 0 15,993
FOSTER L B CO COM 350060109 81 4,550 SH   SOLE   0 0 4,550
FOUR CORNERS PPTY TR INC COM 35086T109 2,739 99,949 SH   SOLE   99,949 0 0
4D MOLECULAR THERAPEUTICS IN COM 35104E100 548 12,643 SH   SOLE   12,643 0 0
FOX CORP COM 35137L105 10,780 298,536 SH   SOLE   298,536 0 0
FOX CORP COM 35137L204 2,711 77,599 SH   SOLE   77,599 0 0
FOX FACTORY HLDG CORP COM 35138V102 59,073 464,926 SH   SOLE   445,042 0 19,884
FOX FACTORY HLDG CORP COM 35138V102 5,540 43,600 SH   OTR 3 43,600 0 0
FRANCHISE GROUP INC COM 35180X105 2,616 72,444 SH   SOLE   72,392 0 52
FRANCO NEV CORP COM 351858105 6,812 54,371 SH   SOLE   50,013 0 4,358
FRANKLIN ELEC INC COM 353514102 490 6,203 SH   SOLE   6,203 0 0
FRANKLIN RESOURCES INC COM 354613101 18,466 623,848 SH   SOLE   623,848 0 0
FRANKLIN STR PPTYS CORP COM 35471R106 90 16,565 SH   SOLE   16,565 0 0
FREEDOM HLDG CORP NEV COM 356390104 1,031 19,324 SH   SOLE   19,324 0 0
FREEPORT-MCMORAN INC COM 35671D857 91,322 2,773,208 SH   SOLE   1,265,634 0 1,507,574
FRESHPET INC COM 358039105 175,890 1,107,548 SH   SOLE   887,278 0 220,270
FRESHPET INC COM 358039105 22,040 138,780 SH   OTR 3 138,780 0 0
FREQUENCY THERAPEUTICS INC COM 35803L108 105 11,003 SH   SOLE   11,003 0 0
FRONTDOOR INC COM 35905A109 709 13,199 SH   SOLE   13,199 0 0
FUELCELL ENERGY INC COM 35952H601 710 49,237 SH   SOLE   49,237 0 0
FS KKR CAP CORP II COM 35952V303 539 27,604 SH   SOLE   27,604 0 0
FULGENT GENETICS INC COM 359664109 1,053 10,896 SH   SOLE   10,896 0 0
FULLER H B CO COM 359694106 1,059 16,826 SH   SOLE   11,936 0 4,890
FULTON FINL CORP PA COM 360271100 4,458 261,787 SH   SOLE   261,787 0 0
FUNKO INC COM 361008105 1,125 57,150 SH   SOLE   52,800 0 4,350
FUTUREFUEL CORP COM 36116M106 307 21,109 SH   SOLE   21,109 0 0
FUSION PHARMACEUTICALS INC COM 36118A100 3,062 285,678 SH   SOLE   285,678 0 0
FUTU HLDGS LTD ADR 36118L106 7,977 50,224 SH   SOLE   47,234 0 2,990
FUTU HLDGS LTD ADR 36118L106 184 1,156 SH   OTR 2 0 0 1,156
FUTU HLDGS LTD ADR 36118L106 133 838 SH   OTR 1 0 0 838
FVCBANKCORP INC COM 36120Q101 695 40,149 SH   SOLE   37,186 0 2,963
GATX CORP COM 361448103 487 5,255 SH   SOLE   5,255 0 0
GEO GROUP INC NEW COM 36162J106 160 20,651 SH   SOLE   20,651 0 0
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 516 21,020 SH   SOLE   21,020 0 0
GP STRATEGIES CORP COM 36225V104 101 5,810 SH   SOLE   0 0 5,810
G III APPAREL GROUP LTD COM 36237H101 18,266 606,043 SH   SOLE   586,775 0 19,268
GMS INC COM 36251C103 13,555 324,659 SH   SOLE   324,659 0 0
GSX TECHEDU INC ADR 36257Y109 281 8,306 SH   SOLE   8,306 0 0
GALLAGHER ARTHUR J & CO COM 363576109 272,043 2,180,358 SH   SOLE   2,112,591 0 67,767
GALLAGHER ARTHUR J & CO COM 363576109 14,972 120,000 SH   OTR 4 120,000 0 0
GALLAGHER ARTHUR J & CO COM 363576109 5,452 43,700 SH   OTR 3 43,700 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 9,012 212,380 SH   SOLE   211,294 0 1,086
GAMESTOP CORP NEW COM 36467W109 1,332 7,018 SH   SOLE   7,018 0 0
GANNETT CO INC COM 36472T109 105 19,426 SH   SOLE   19,426 0 0
GAP INC COM 364760108 2,998 100,658 SH   SOLE   90,053 0 10,605
GARTNER INC COM 366651107 49,123 269,094 SH   SOLE   205,804 0 63,290
GENCOR INDS INC COM 368678108 136 10,130 SH   SOLE   0 0 10,130
GENASYS INC COM 36872P103 124 18,600 SH   SOLE   0 0 18,600
GENERAC HLDGS INC COM 368736104 103,554 316,242 SH   SOLE   228,174 0 88,068
GENERAC HLDGS INC COM 368736104 7,987 24,390 SH   OTR 3 24,390 0 0
GENERAL DYNAMICS CORP COM 369550108 51,619 284,310 SH   SOLE   284,310 0 0
GENERAL ELECTRIC CO COM 369604103 36,507 2,780,457 SH   SOLE   2,780,457 0 0
GENERAL MLS INC COM 370334104 67,807 1,105,784 SH   SOLE   1,105,784 0 0
GENERAL MTRS CO COM 37045V100 68,980 1,200,493 SH   SOLE   1,200,493 0 0
GENERATION BIO CO COM 37148K100 28,227 991,818 SH   SOLE   954,228 0 37,590
GENERATION BIO CO COM 37148K100 2,590 90,990 SH   OTR 3 90,990 0 0
GENESCO INC COM 371532102 2,323 48,898 SH   SOLE   46,248 0 2,650
GENESIS HEALTHCARE INC COM 37185X106 3 11,111 SH   SOLE   11,111 0 0
GENETRON HLDGS LTD ADR 37186H100 1,672 77,914 SH   SOLE   77,914 0 0
GENTEX CORP COM 371901109 14,606 409,486 SH   SOLE   409,486 0 0
GENMARK DIAGNOSTICS INC COM 372309104 227 9,499 SH   SOLE   9,499 0 0
GENUINE PARTS CO COM 372460105 39,887 345,071 SH   SOLE   344,708 0 363
GENWORTH FINL INC COM 37247D106 781 235,231 SH   SOLE   235,231 0 0
GENTHERM INC COM 37253A103 668 9,013 SH   SOLE   9,013 0 0
GEOSPACE TECHNOLOGIES CORP COM 37364X109 2,005 219,824 SH   SOLE   213,194 0 6,630
GERMAN AMERN BANCORP INC COM 373865104 2,032 43,946 SH   SOLE   41,562 0 2,384
GERON CORP COM 374163103 74 46,910 SH   SOLE   46,910 0 0
GEVO INC COM 374396406 306 31,165 SH   SOLE   31,165 0 0
GIBRALTAR INDS INC COM 374689107 7,784 85,056 SH   SOLE   84,828 0 228
GILEAD SCIENCES INC COM 375558103 93,357 1,444,482 SH   SOLE   1,444,482 0 0
GLACIER BANCORP INC NEW COM 37637Q105 788 13,798 SH   SOLE   13,798 0 0
GLADSTONE LD CORP COM 376549101 880 48,064 SH   SOLE   48,064 0 0
GLATFELTER CORPORATION COM 377320106 4,003 233,435 SH   SOLE   233,435 0 0
GLAUKOS CORP COM 377322102 350 4,166 SH   SOLE   4,166 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 284 6,967 SH   SOLE   6,967 0 0
GLOBALSTAR INC COM 378973408 291 215,736 SH   SOLE   215,736 0 0
GLOBAL NET LEASE INC COM 379378201 266 14,715 SH   SOLE   14,715 0 0
GLOBAL PMTS INC COM 37940X102 27,385 135,851 SH   SOLE   132,412 0 3,439
GLOBAL MED REIT INC COM 37954A204 2,709 206,644 SH   SOLE   198,069 0 8,575
GLOBUS MED INC COM 379577208 3,254 52,768 SH   SOLE   52,673 0 95
Globe Life Inc COM 37959E102 12,316 127,448 SH   SOLE   127,448 0 0
GLU MOBILE INC COM 379890106 269 21,586 SH   SOLE   21,586 0 0
GODADDY INC COM 380237107 54,129 697,361 SH   SOLE   359,782 0 337,579
GODADDY INC COM 380237107 4,395 56,617 SH   OTR 3 56,617 0 0
GOGO INC COM 38046C109 411 42,549 SH   SOLE   42,549 0 0
GOLD FIELDS LTD ADR 38059T106 16,742 1,764,209 SH   SOLE   1,764,209 0 0
GOLD RESOURCE CORP COM 38068T105 563 213,370 SH   SOLE   213,370 0 0
GOLDEN MINERALS CO COM 381119106 13 20,316 SH   SOLE   20,316 0 0
GOLDEN STAR RES LTD CDA COM 38119T807 1,371 464,607 SH   SOLE   464,607 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 87,306 266,991 SH   SOLE   266,991 0 0
GOLDMAN SACHS ETF TR ETF 381430107 16,406 496,539 SH   SOLE   496,539 0 0
GOLDMAN SACHS ETF TR ETF 381430206 24,212 613,117 SH   SOLE   613,117 0 0
GOLDMAN SACHS ETF TR ETF 381430503 106,002 1,339,759 SH   SOLE   1,339,759 0 0
GOLUB CAP BDC INC COM 38173M102 278 19,022 SH   SOLE   19,022 0 0
GOODRX HLDGS INC COM 38246G108 632 16,189 SH   SOLE   16,189 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 1,052 59,880 SH   SOLE   59,880 0 0
GOOSEHEAD INS INC COM 38267D109 843 7,864 SH   SOLE   7,864 0 0
GOPRO INC COM 38268T103 183 15,755 SH   SOLE   15,755 0 0
GORMAN RUPP CO COM 383082104 4,284 129,397 SH   SOLE   129,397 0 0
GOSSAMER BIO INC COM 38341P102 95 10,301 SH   SOLE   10,301 0 0
GRACE W R & CO DEL NEW COM 38388F108 715 11,946 SH   SOLE   11,946 0 0
GRACELL BIOTECHNOLOGIES INC ADR 38406L103 1,029 66,850 SH   SOLE   66,850 0 0
GRACO INC COM 384109104 11,927 166,530 SH   SOLE   163,090 0 3,440
GRAFTECH INTL LTD COM 384313508 13,580 1,110,368 SH   SOLE   1,110,368 0 0
GRAHAM CORP COM 384556106 4,388 308,157 SH   SOLE   308,027 0 130
GRAHAM HLDGS CO COM 384637104 1,171 2,082 SH   SOLE   2,082 0 0
GRAINGER W W INC COM 384802104 45,820 114,285 SH   SOLE   114,285 0 0
GRAND CANYON ED INC COM 38526M106 750 7,004 SH   SOLE   7,004 0 0
GRANITE PT MTG TR INC COM 38741L107 785 65,558 SH   SOLE   55,448 0 10,110
GRAPHIC PACKAGING HLDG CO COM 388689101 35,748 1,968,511 SH   SOLE   1,968,511 0 0
GRAY TELEVISION INC COM 389375106 19,811 1,076,684 SH   SOLE   1,044,173 0 32,511
GREAT LAKES DREDGE & DOCK CO COM 390607109 2,271 155,770 SH   SOLE   151,070 0 4,700
GREAT SOUTHN BANCORP INC COM 390905107 288 5,085 SH   SOLE   5,085 0 0
GREAT WESTERN BANCORP INC COM 391416104 886 29,258 SH   SOLE   29,258 0 0
GREEN BRICK PARTNERS INC COM 392709101 1,280 56,436 SH   SOLE   50,426 0 6,010
GREEN DOT CORP COM 39304D102 35,889 783,761 SH   SOLE   755,011 0 28,750
GREEN DOT CORP COM 39304D102 3,216 70,230 SH   OTR 3 70,230 0 0
GREEN PLAINS INC COM 393222104 34,038 1,257,380 SH   SOLE   1,222,602 0 34,778
GREENBRIER COS INC COM 393657101 10,919 231,226 SH   SOLE   231,226 0 0
GREENSKY INC COM 39572G100 230 37,089 SH   SOLE   37,089 0 0
GREIF INC COM 397624107 4,448 78,027 SH   SOLE   78,027 0 0
GRIFFON CORP COM 398433102 390 14,347 SH   SOLE   14,347 0 0
GROCERY OUTLET HLDG CORP COM 39874R101 464 12,586 SH   SOLE   12,586 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 15,089 95,627 SH   SOLE   94,497 0 1,130
GROWGENERATION CORP COM 39986L109 469 9,438 SH   SOLE   9,438 0 0
GRUBHUB INC COM 400110102 682 11,363 SH   SOLE   11,363 0 0
GUARDANT HEALTH INC COM 40131M109 10,888 71,327 SH   SOLE   71,327 0 0
GUESS INC COM 401617105 18,261 777,068 SH   SOLE   752,101 0 24,967
GUIDEWIRE SOFTWARE INC COM 40171V100 1,314 12,925 SH   SOLE   12,925 0 0
GUIDEWIRE SOFTWARE INC CONB 40171VAA8 4,310 3,831,000 PRN   SOLE   15,000 0 3,816,000
H & E EQUIPMENT SERVICES INC COM 404030108 5,897 155,175 SH   SOLE   155,175 0 0
HCA HEALTHCARE INC COM 40412C101 28,298 150,252 SH   SOLE   150,252 0 0
HDFC BANK LTD ADR 40415F101 21,602 278,051 SH   SOLE   181,764 0 96,287
HCI Group Inc COM 40416E103 933 12,150 SH   SOLE   11,200 0 950
HNI CORP COM 404251100 4,194 106,025 SH   SOLE   106,025 0 0
HMS HLDGS CORP COM 40425J101 691 18,703 SH   SOLE   16,283 0 2,420
HP INC COM 40434L105 64,950 2,045,665 SH   SOLE   2,045,665 0 0
HACKETT GROUP INC COM 404609109 4,851 295,975 SH   SOLE   295,975 0 0
HAEMONETICS CORP MASS COM 405024100 742 6,688 SH   SOLE   6,688 0 0
HAIN CELESTIAL GROUP INC COM 405217100 665 15,258 SH   SOLE   15,258 0 0
HALLIBURTON CO COM 406216101 12,114 564,484 SH   SOLE   559,240 0 5,244
HALOZYME THERAPEUTICS INC COM 40637H109 32,471 778,868 SH   SOLE   778,546 0 322
HALOZYME THERAPEUTICS INC COM 40637H109 12,988 311,530 SH   OTR 3 311,530 0 0
HAMILTON LANE INC COM 407497106 276 3,122 SH   SOLE   3,122 0 0
HANCOCK WHITNEY CORPORATION COM 410120109 59,659 1,420,101 SH   SOLE   1,391,223 0 28,878
HANGER INC COM 41043F208 82,013 3,593,902 SH   SOLE   3,507,613 0 86,289
HANGER INC COM 41043F208 2,080 91,160 SH   OTR 3 91,160 0 0
HANMI FINL CORP COM 410495204 1,417 71,811 SH   SOLE   71,811 0 0
HANNON ARMSTRONG SUST INFR C COM 41068X100 2,885 51,427 SH   SOLE   51,427 0 0
HANOVER INS GROUP INC COM 410867105 16,972 131,097 SH   SOLE   130,992 0 105
HARBORONE BANCORP INC NEW COM 41165Y100 1,679 124,681 SH   SOLE   116,863 0 7,818
HARLEY DAVIDSON INC COM 412822108 917 22,859 SH   SOLE   22,859 0 0
HARMONIC INC COM 413160102 1,245 158,805 SH   SOLE   147,805 0 11,000
HARROW HEALTH INC COM 415858109 70 10,360 SH   SOLE   0 0 10,360
HARSCO CORP COM 415864107 4,898 285,571 SH   SOLE   285,270 0 301
HARTFORD FINL SVCS GROUP INC COM 416515104 35,386 529,800 SH   SOLE   524,589 0 5,211
HARVARD BIOSCIENCE INC COM 416906105 142 26,000 SH   SOLE   0 0 26,000
HASBRO INC COM 418056107 13,281 138,168 SH   SOLE   138,168 0 0
HAVERTY FURNITURE COS INC COM 419596101 4,201 112,970 SH   SOLE   112,970 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 725 16,319 SH   SOLE   16,319 0 0
HAWAIIAN HOLDINGS INC COM 419879101 1,247 46,750 SH   SOLE   43,250 0 3,500
HAWKINS INC COM 420261109 285 8,515 SH   SOLE   8,515 0 0
HAYNES INTERNATIONAL INC COM 420877201 1,351 45,550 SH   SOLE   42,200 0 3,350
HEALTHCARE SVCS GROUP INC COM 421906108 3,750 133,776 SH   SOLE   133,776 0 0
HEALTHCARE RLTY TR COM 421946104 50,008 1,649,325 SH   SOLE   1,621,260 0 28,065
HEALTHSTREAM INC COM 42222N103 499 22,305 SH   SOLE   18,465 0 3,840
HEALTHCARE TR AMER INC COM 42225P501 158,096 5,732,262 SH   SOLE   5,555,462 0 176,800
HEALTHCARE TR AMER INC COM 42225P501 9,043 327,900 SH   OTR 4 327,900 0 0
HEALTHCARE TR AMER INC COM 42225P501 2,979 108,000 SH   OTR 3 108,000 0 0
HEALTH CATALYST INC COM 42225T107 35,629 761,784 SH   SOLE   729,994 0 31,790
HEALTH CATALYST INC COM 42225T107 3,660 78,250 SH   OTR 3 78,250 0 0
HEALTHEQUITY INC COM 42226A107 51,892 763,112 SH   SOLE   736,342 0 26,770
HEALTHEQUITY INC COM 42226A107 9,086 133,620 SH   OTR 3 133,620 0 0
HEARTLAND EXPRESS INC COM 422347104 603 30,818 SH   SOLE   28,148 0 2,670
HEARTLAND FINL USA INC COM 42234Q102 592 11,786 SH   SOLE   11,786 0 0
HEALTHPEAK PROPERTIES INC COM 42250P103 20,320 640,178 SH   SOLE   628,141 0 12,037
HECLA MNG CO COM 422704106 762 133,979 SH   SOLE   133,979 0 0
HEICO CORP NEW COM 422806109 3,416 27,157 SH   SOLE   25,563 0 1,594
HEICO CORP NEW COM 422806208 3,394 29,879 SH   SOLE   29,879 0 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 2,054 57,485 SH   SOLE   53,195 0 4,290
HELIOS TECHNOLOGIES INC COM 42328H109 629 8,632 SH   SOLE   8,632 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 44,952 8,901,263 SH   SOLE   8,759,987 0 141,276
HELMERICH & PAYNE INC COM 423452101 373 13,843 SH   SOLE   13,843 0 0
HENRY JACK & ASSOC INC COM 426281101 9,444 62,249 SH   SOLE   62,249 0 0
HERITAGE COMM CORP COM 426927109 1,894 154,995 SH   SOLE   143,095 0 11,900
HERC HLDGS INC COM 42704L104 1,561 15,410 SH   SOLE   15,410 0 0
HERCULES CAPITAL INC COM 427096508 301 18,755 SH   SOLE   18,755 0 0
HERITAGE FINL CORP WASH COM 42722X106 18,071 639,906 SH   SOLE   623,982 0 15,924
HERITAGE CRYSTAL CLEAN INC COM 42726M106 1,530 56,400 SH   SOLE   52,300 0 4,100
HERITAGE INS HLDGS INC COM 42727J102 2,243 202,440 SH   SOLE   194,440 0 8,000
HERON THERAPEUTICS INC COM 427746102 226 13,958 SH   SOLE   13,958 0 0
HERSHEY CO COM 427866108 350,687 2,217,294 SH   SOLE   2,158,894 0 58,400
HERSHEY CO COM 427866108 17,872 113,000 SH   OTR 4 113,000 0 0
HERSHEY CO COM 427866108 6,532 41,300 SH   OTR 3 41,300 0 0
HESKA CORP COM 42805E306 1,128 6,698 SH   SOLE   6,698 0 0
HESS CORP COM 42809H107 42,687 603,267 SH   SOLE   598,343 0 4,924
HEWLETT PACKARD ENTERPRISE C COM 42824C109 192,806 12,249,451 SH   SOLE   11,855,065 0 394,386
HEWLETT PACKARD ENTERPRISE C COM 42824C109 11,207 712,000 SH   OTR 4 712,000 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 4,029 256,000 SH   OTR 3 256,000 0 0
HEXCEL CORP NEW COM 428291108 60,840 1,086,434 SH   SOLE   1,069,492 0 16,942
HIBBETT SPORTS INC COM 428567101 4,880 70,834 SH   SOLE   69,414 0 1,420
HIGHWOODS PPTYS INC COM 431284108 205,888 4,794,778 SH   SOLE   4,650,920 0 143,858
HIGHWOODS PPTYS INC COM 431284108 11,465 267,000 SH   OTR 4 267,000 0 0
HIGHWOODS PPTYS INC COM 431284108 4,122 96,000 SH   OTR 3 96,000 0 0
HILL ROM HLDGS INC COM 431475102 361,372 3,270,933 SH   SOLE   3,184,717 0 86,216
HILL ROM HLDGS INC COM 431475102 17,014 154,000 SH   OTR 4 154,000 0 0
HILL ROM HLDGS INC COM 431475102 6,165 55,800 SH   OTR 3 55,800 0 0
HILLENBRAND INC COM 431571108 108,251 2,268,941 SH   SOLE   2,229,936 0 39,005
HILLTOP HOLDINGS INC COM 432748101 1,737 50,902 SH   SOLE   50,902 0 0
HILTON GRAND VACATIONS INC COM 43283X105 501 13,355 SH   SOLE   13,355 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 11,429 94,512 SH   SOLE   92,348 0 2,164
HOLOGIC INC COM 436440101 17,006 228,642 SH   SOLE   226,361 0 2,281
HOME BANCSHARES INC COM 436893200 6,522 241,099 SH   SOLE   240,045 0 1,054
Home Bancorp Inc COM 43689E107 627 17,400 SH   SOLE   16,100 0 1,300
HOME DEPOT INC COM 437076102 281,291 921,510 SH   SOLE   921,510 0 0
HOMESTREET INC COM 43785V102 1,332 30,230 SH   SOLE   28,430 0 1,800
HOMETRUST BANCSHARES INC COM 437872104 1,479 60,750 SH   SOLE   56,150 0 4,600
HONEYWELL INTL INC COM 438516106 86,647 399,163 SH   SOLE   399,163 0 0
HOOKER FURNITURE CORP COM 439038100 300 8,240 SH   SOLE   0 0 8,240
HOPE BANCORP INC COM 43940T109 6,660 442,231 SH   SOLE   442,231 0 0
HORACE MANN EDUCATORS CORP N COM 440327104 45,828 1,060,595 SH   SOLE   1,037,655 0 22,940
HORIZON BANCORP INC COM 440407104 272 14,617 SH   SOLE   14,617 0 0
HORMEL FOODS CORP COM 440452100 86,288 1,805,936 SH   SOLE   1,757,963 0 47,973
HORMEL FOODS CORP COM 440452100 4,152 86,900 SH   OTR 4 86,900 0 0
HORMEL FOODS CORP COM 440452100 1,515 31,700 SH   OTR 3 31,700 0 0
HOST HOTELS & RESORTS INC COM 44107P104 54,455 3,231,723 SH   SOLE   3,207,951 0 23,772
HOSTESS BRANDS INC COM 44109J106 19,235 1,341,348 SH   SOLE   1,341,348 0 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 134 17,622 SH   SOLE   17,622 0 0
HOUSTON WIRE & CABLE CO COM 44244K109 110 21,120 SH   SOLE   0 0 21,120
HOWARD BANCORP INC COM 442496105 729 44,332 SH   SOLE   41,025 0 3,307
HOWARD HUGHES CORP COM 44267D107 749 7,878 SH   SOLE   7,878 0 0
HOWMET AEROSPACE INC COM 443201108 15,074 469,178 SH   SOLE   457,508 0 11,670
HUB GROUP INC COM 443320106 17,954 266,861 SH   SOLE   255,800 0 11,061
HUBBELL INC COM 443510607 286,170 1,531,225 SH   SOLE   1,482,625 0 48,600
HUBBELL INC COM 443510607 16,727 89,500 SH   OTR 4 89,500 0 0
HUBBELL INC COM 443510607 5,962 31,900 SH   OTR 3 31,900 0 0
HUBSPOT INC COM 443573100 8,439 18,579 SH   SOLE   18,579 0 0
HUDSON PAC PPTYS INC COM 444097109 641 23,623 SH   SOLE   23,298 0 325
HUMANA INC COM 444859102 99,489 237,303 SH   SOLE   237,303 0 0
HUNT J B TRANS SVCS INC COM 445658107 272,720 1,622,660 SH   SOLE   1,568,944 0 53,716
HUNT J B TRANS SVCS INC COM 445658107 15,967 95,000 SH   OTR 4 95,000 0 0
HUNT J B TRANS SVCS INC COM 445658107 5,714 34,000 SH   OTR 3 34,000 0 0
HUNTINGTON BANCSHARES INC COM 446150104 38,775 2,466,615 SH   SOLE   2,466,615 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 7,631 37,070 SH   SOLE   37,070 0 0
HUNTSMAN CORP COM 447011107 16,548 573,991 SH   SOLE   558,611 0 15,380
HURON CONSULTING GROUP INC COM 447462102 1,105 21,943 SH   SOLE   21,943 0 0
HYATT HOTELS CORP COM 448579102 68,117 823,654 SH   SOLE   809,904 0 13,750
HYDROFARM HLDGS GROUP INC COM 44888K209 980 16,246 SH   SOLE   16,246 0 0
IAC INTERACTIVECORP NEW COM 44891N109 96,384 445,583 SH   SOLE   243,663 0 201,920
IAC INTERACTIVECORP NEW COM 44891N109 10,286 47,550 SH   OTR 3 47,550 0 0
HYSTER YALE MATLS HANDLING I COM 449172105 15,856 182,007 SH   SOLE   181,096 0 911
IAA INC COM 449253103 64,787 1,174,947 SH   SOLE   76,447 0 1,098,500
ICF INTL INC COM 44925C103 76,718 877,773 SH   SOLE   863,160 0 14,613
ICU MED INC COM 44930G107 91,115 443,513 SH   SOLE   436,138 0 7,375
ICAD INC COM 44934S206 360 16,950 SH   SOLE   16,950 0 0
IES HLDGS INC COM 44951W106 2,739 54,348 SH   SOLE   50,208 0 4,140
IGM BIOSCIENCES INC COM 449585108 3,053 39,811 SH   SOLE   39,811 0 0
IPG PHOTONICS CORP COM 44980X109 76,796 364,064 SH   SOLE   14,364 0 349,700
IRHYTHM TECHNOLOGIES INC COM 450056106 31,896 229,699 SH   SOLE   220,669 0 9,030
IRHYTHM TECHNOLOGIES INC COM 450056106 3,056 22,010 SH   OTR 3 22,010 0 0
ITT INC COM 45073V108 13,085 143,939 SH   SOLE   139,777 0 4,162
IDACORP INC COM 451107106 2,499 25,001 SH   SOLE   25,001 0 0
ICLICK INTERACTIVE ASIA GROU ADR 45113Y104 366 31,094 SH   SOLE   31,094 0 0
IDEX CORP COM 45167R104 116,899 558,470 SH   SOLE   433,350 0 125,120
IDEXX LABS INC COM 45168D104 64,936 132,710 SH   SOLE   130,975 0 1,735
IDENTIV INC COM 45170X205 158 13,800 SH   SOLE   0 0 13,800
IHEARTMEDIA INC COM 45174J509 1,633 89,948 SH   SOLE   89,948 0 0
IKENA ONCOLOGY INC COM 45175G108 2,604 92,180 SH   SOLE   92,180 0 0
ILLINOIS TOOL WKS INC COM 452308109 88,878 401,217 SH   SOLE   401,217 0 0
ILLUMINA INC COM 452327109 33,237 86,540 SH   SOLE   86,540 0 0
ILLUMINA INC CONB 452327AH2 45,066 29,969,000 PRN   SOLE   8,696,000 0 21,273,000
ILLUMINA INC CONB 452327AK5 65,051 54,838,000 PRN   SOLE   15,234,000 0 39,604,000
IMMUNOGEN INC COM 45253H101 244 30,171 SH   SOLE   30,171 0 0
IMMUNITYBIO INC COM 45256X103 846 35,653 SH   SOLE   35,653 0 0
IMMUNOCORE HLDGS PLC ADR 45258D105 426 10,000 SH   SOLE   10,000 0 0
IMPINJ INC COM 453204109 585 10,280 SH   SOLE   9,500 0 780
INARI MED INC COM 45332Y109 574 5,363 SH   SOLE   5,363 0 0
INCYTE CORP COM 45337C102 9,657 118,831 SH   SOLE   118,831 0 0
INDEPENDENCE RLTY TR INC COM 45378A106 214 14,062 SH   SOLE   14,062 0 0
INDEPENDENT BANK CORP MASS COM 453836108 116,471 1,383,425 SH   SOLE   1,361,400 0 22,025
INDEPENDENT BK CORP MICH COM 453838609 1,538 65,050 SH   SOLE   60,200 0 4,850
INDEPENDENT BK GROUP INC COM 45384B106 921 12,747 SH   SOLE   12,733 0 14
INDUSTRIAL LOGISTICS PPTYS T COM 456237106 2,380 102,903 SH   SOLE   102,903 0 0
INFINITY PHARMACEUTICALS INC COM 45665G303 42 13,151 SH   SOLE   13,151 0 0
INFINERA CORP COM 45667G103 24,523 2,546,509 SH   SOLE   2,479,721 0 66,788
INFORMATION SVCS GROUP INC COM 45675Y104 107 24,360 SH   SOLE   0 0 24,360
INFOSYS LTD ADR 456788108 58,134 3,105,470 SH   SOLE   1,970,397 0 1,135,073
INFUSYSTEM HLDGS INC COM 45685K102 245 12,047 SH   SOLE   12,047 0 0
INGERSOLL RAND INC COM 45687V106 6,495 131,992 SH   SOLE   131,992 0 0
INGEVITY CORP COM 45688C107 677 8,961 SH   SOLE   8,961 0 0
INGLES MKTS INC COM 457030104 2,083 33,788 SH   SOLE   33,788 0 0
INGREDION INC COM 457187102 74,166 824,803 SH   SOLE   812,853 0 11,950
INHIBRX INC COM 45720L107 1,480 73,750 SH   SOLE   73,750 0 0
INSIGHT ENTERPRISES INC COM 45765U103 1,950 20,437 SH   SOLE   15,247 0 5,190
INSMED INC COM 457669307 410 12,051 SH   SOLE   12,051 0 0
INNOSPEC INC COM 45768S105 613 5,966 SH   SOLE   5,966 0 0
INPHI CORP COM 45772F107 1,865 10,452 SH   SOLE   10,452 0 0
INSPIRE MED SYS INC COM 457730109 71,957 347,636 SH   SOLE   333,946 0 13,690
INSPIRE MED SYS INC COM 457730109 6,918 33,420 SH   OTR 3 33,420 0 0
INOVIO PHARMACEUTICALS INC COM 45773H201 294 31,709 SH   SOLE   31,709 0 0
INSTEEL INDS INC COM 45774W108 3,745 121,432 SH   SOLE   121,307 0 125
INSPERITY INC COM 45778Q107 583 6,958 SH   SOLE   6,958 0 0
INOGEN INC COM 45780L104 215 4,100 SH   SOLE   4,100 0 0
INSTALLED BLDG PRODS INC COM 45780R101 6,260 56,463 SH   SOLE   55,252 0 1,211
INOVALON HLDGS INC COM 45781D101 1,224 42,530 SH   SOLE   42,530 0 0
INNOVIVA INC COM 45781M101 1,506 126,077 SH   SOLE   120,767 0 5,310
INNOVATIVE INDL PPTYS INC COM 45781V101 2,715 15,069 SH   SOLE   15,069 0 0
INSEEGO CORP COM 45782B104 134 13,400 SH   SOLE   13,400 0 0
INSTIL BIO INC COM 45783C101 376 15,000 SH   SOLE   15,000 0 0
INNOVAGE HLDG CORP COM 45784A104 24,231 939,546 SH   SOLE   899,636 0 39,910
INNOVAGE HLDG CORP COM 45784A104 2,516 97,560 SH   OTR 3 97,560 0 0
INSULET CORP COM 45784P101 64,534 247,334 SH   SOLE   146,699 0 100,635
INPIXON COM 45790J800 17 14,540 SH   SOLE   14,540 0 0
INTEGRA LIFESCIENCES HLDGS C COM 457985208 1,167 16,891 SH   SOLE   16,891 0 0
INTEL CORP COM 458140100 298,800 4,668,750 SH   SOLE   4,668,750 0 0
INTEGER HLDGS CORP COM 45826H109 5,555 60,314 SH   SOLE   58,690 0 1,624
INTELLIA THERAPEUTICS INC COM 45826J105 3,218 40,095 SH   SOLE   40,095 0 0
INTER PARFUMS INC COM 458334109 448 6,322 SH   SOLE   6,322 0 0
INTERACTIVE BROKERS GROUP IN COM 45841N107 4,452 60,951 SH   SOLE   60,951 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 33,919 303,715 SH   SOLE   303,715 0 0
INTERDIGITAL INC COM 45867G101 7,140 112,528 SH   SOLE   112,528 0 0
INTERNATIONAL BANCSHARES COR COM 459044103 6,427 138,455 SH   SOLE   138,455 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 89,625 672,555 SH   SOLE   672,555 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 266,286 1,907,357 SH   SOLE   1,849,357 0 58,000
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 14,827 106,200 SH   OTR 4 106,200 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 5,445 39,000 SH   OTR 3 39,000 0 0
INTERNATIONAL MNY EXPRESS IN COM 46005L101 317 21,129 SH   SOLE   21,129 0 0
INTERNATIONAL PAPER CO COM 460146103 33,939 627,687 SH   SOLE   627,687 0 0
INTERPUBLIC GROUP COS INC COM 460690100 310,546 10,635,132 SH   SOLE   10,307,532 0 327,600
INTERPUBLIC GROUP COS INC COM 460690100 17,783 609,000 SH   OTR 4 609,000 0 0
INTERPUBLIC GROUP COS INC COM 460690100 6,453 221,000 SH   OTR 3 221,000 0 0
INTEVAC INC COM 461148108 71 9,990 SH   SOLE   0 0 9,990
INTUIT COM 461202103 90,497 236,247 SH   SOLE   236,247 0 0
INVACARE CORP COM 461203101 1,144 142,703 SH   SOLE   132,000 0 10,703
INTUITIVE SURGICAL INC COM 46120E602 53,966 73,032 SH   SOLE   73,032 0 0
INTRICON CORP COM 46121H109 95 3,690 SH   SOLE   0 0 3,690
INUVO INC COM 46122W204 18 17,517 SH   SOLE   17,517 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 131 32,626 SH   SOLE   32,626 0 0
INVESCO EXCHANGE TRADED FD T ETF 46137V613 109,530 722,163 SH   SOLE   722,163 0 0
INVESCO DB COMMDY INDX TRCK ETF 46138B103 7,011 422,100 SH   SOLE   422,100 0 0
INVESCO EXCH TRADED FD TR II ETF 46138E727 58,430 2,594,604 SH   SOLE   2,594,604 0 0
INVESCO EXCH TRADED FD TR II ETF 46138E743 51,084 1,104,989 SH   SOLE   1,104,989 0 0
INVESTORS BANCORP INC NEW COM 46146L101 44,339 3,018,274 SH   SOLE   2,957,770 0 60,504
INVITAE CORP COM 46185L103 2,525 66,093 SH   SOLE   66,093 0 0
INVITATION HOMES INC COM 46187W107 14,239 445,116 SH   SOLE   444,716 0 400
IONIS PHARMACEUTICALS INC COM 462222100 1,180 26,250 SH   SOLE   26,250 0 0
IOVANCE BIOTHERAPEUTICS INC COM 462260100 56,669 1,789,920 SH   SOLE   1,409,052 0 380,868
IOVANCE BIOTHERAPEUTICS INC COM 462260100 3,491 110,270 SH   OTR 3 110,270 0 0
IRADIMED CORP COM 46266A109 135 5,230 SH   SOLE   0 0 5,230
IQVIA HLDGS INC COM 46266C105 24,388 126,270 SH   SOLE   120,626 0 5,644
IRIDIUM COMMUNICATIONS INC COM 46269C102 7,173 173,881 SH   SOLE   171,590 0 2,291
IROBOT CORP COM 462726100 518 4,238 SH   SOLE   4,238 0 0
IRON MTN INC NEW COM 46284V101 4,966 134,183 SH   SOLE   134,183 0 0
IRONWOOD PHARMACEUTICALS INC COM 46333X108 544 48,628 SH   SOLE   48,628 0 0
ISHARES INC ETF 464286475 345 6,005 SH   SOLE   6,005 0 0
ISHARES INC ETF 464286509 108,859 3,197,032 SH   SOLE   3,197,032 0 0
ISHARES TR ETF 464287200 540,478 1,358,600 SH   SOLE   1,358,600 0 0
ISHARES TR ETF 464287226 144,752 1,271,651 SH   SOLE   1,271,651 0 0
ISHARES TR ETF 464287440 57,409 508,358 SH   SOLE   508,358 0 0
ISHARES TR ETF 464287465 1,416 18,667 SH   SOLE   18,667 0 0
ISHARES TR ETF 464287473 145,041 1,327,000 SH   SOLE   1,327,000 0 0
ISHARES TR ETF 464287598 1,241 8,190 SH   SOLE   8,190 0 0
ISHARES TR ETF 464287630 78,491 492,200 SH   SOLE   492,200 0 0
ISHARES TR ETF 464287655 99,845 451,910 SH   SOLE   451,910 0 0
ISHARES TR ETF 464287689 8,609 36,288 SH   SOLE   36,263 0 25
ISHARES TR ETF 464287804 104,120 959,366 SH   SOLE   959,366 0 0
ISHARES TR ETF 464288257 226 2,379 SH   SOLE   2,379 0 0
ISHARES TR ETF 464288273 9,653 134,362 SH   SOLE   134,362 0 0
ISHARES TR ETF 464288513 28,107 322,401 SH   SOLE   322,401 0 0
ISHARES TR ETF 46429B614 1,645 33,552 SH   SOLE   33,552 0 0
ISHARES TR ETF 46432F339 119,378 980,273 SH   SOLE   980,273 0 0
ISHARES TR ETF 46432F388 53,212 519,346 SH   SOLE   519,346 0 0
ISHARES TR ETF 46432F396 94,558 587,831 SH   SOLE   587,831 0 0
ISHARES TR ETF 46432F842 84,284 1,169,791 SH   SOLE   1,169,791 0 0
ISHARES INC ETF 46434G103 165,290 2,568,202 SH   SOLE   2,568,202 0 0
ISHARES INC ETF 46434G822 21,440 312,898 SH   SOLE   312,898 0 0
ISHARES TR ETF 46434V449 74,956 1,993,517 SH   SOLE   1,993,517 0 0
ISHARES TR ETF 46434V456 83,311 2,286,253 SH   SOLE   2,286,253 0 0
ISORAY INC COM 46489V104 25 22,940 SH   SOLE   22,940 0 0
ITERIS INC NEW COM 46564T107 3,110 504,094 SH   SOLE   504,094 0 0
I3 VERTICALS INC COM 46571Y107 633 20,348 SH   SOLE   18,885 0 1,463
ITRON INC COM 465741106 67,466 761,038 SH   SOLE   731,838 0 29,200
ITRON INC COM 465741106 6,332 71,430 SH   OTR 3 71,430 0 0
IVERIC BIO INC COM 46583P102 79 12,741 SH   SOLE   12,741 0 0
JBG SMITH PPTYS COM 46590V100 585 18,387 SH   SOLE   18,387 0 0
JOYY INC ADR 46591M109 934 9,967 SH   SOLE   9,967 0 0
J & J SNACK FOODS CORP COM 466032109 527 3,359 SH   SOLE   3,359 0 0
JPMORGAN CHASE & CO COM 46625H100 338,198 2,221,624 SH   SOLE   2,219,193 0 2,431
JABIL INC COM 466313103 13,540 259,592 SH   SOLE   250,608 0 8,984
JACK IN THE BOX INC COM 466367109 36,647 333,818 SH   SOLE   325,291 0 8,527
J P MORGAN EXCHANGE-TRADED F ETF 46641Q696 29,331 992,591 SH   SOLE   992,591 0 0
J P MORGAN EXCHANGE-TRADED F ETF 46641Q712 20,900 733,862 SH   SOLE   733,862 0 0
J P MORGAN EXCHANGE-TRADED F ETF 46641Q761 45,391 1,203,445 SH   SOLE   1,203,445 0 0
JACOBS ENGR GROUP INC COM 469814107 12,706 98,292 SH   SOLE   95,433 0 2,859
JAGUAR HEALTH INC COM 47010C409 24 13,109 SH   SOLE   13,109 0 0
JAMF HLDG CORP COM 47074L105 249 7,040 SH   SOLE   7,040 0 0
JD.COM INC ADR 47215P106 60,102 712,695 SH   SOLE   552,556 0 160,139
JEFFERIES FINL GROUP INC COM 47233W109 2,741 91,078 SH   SOLE   91,078 0 0
JELD-WEN HLDG INC COM 47580P103 436 15,731 SH   SOLE   15,731 0 0
JETBLUE AWYS CORP COM 477143101 794 39,021 SH   SOLE   39,021 0 0
JINKOSOLAR HLDG CO LTD ADR 47759T100 277 6,639 SH   SOLE   6,639 0 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 502 3,763 SH   SOLE   3,763 0 0
JOHNSON & JOHNSON COM 478160104 394,428 2,399,931 SH   SOLE   2,399,931 0 0
JOHNSON OUTDOORS INC COM 479167108 5,822 40,780 SH   SOLE   39,306 0 1,474
JOINT CORP COM 47973J102 13,907 287,510 SH   SOLE   287,330 0 180
JONES LANG LASALLE INC COM 48020Q107 13,755 76,829 SH   SOLE   76,829 0 0
JOUNCE THERAPEUTICS INC COM 481116101 21,922 2,134,605 SH   SOLE   2,050,075 0 84,530
JOUNCE THERAPEUTICS INC COM 481116101 2,130 207,400 SH   OTR 3 207,400 0 0
J2 GLOBAL INC COM 48123V102 1,731 14,435 SH   SOLE   13,805 0 630
JUNIPER NETWORKS INC COM 48203R104 13,294 524,818 SH   SOLE   524,818 0 0
KAR AUCTION SVCS INC COM 48238T109 16,816 1,121,087 SH   SOLE   22,587 0 1,098,500
KBR INC COM 48242W106 23,342 608,013 SH   SOLE   589,199 0 18,814
KLA CORP COM 482480100 109,240 330,628 SH   SOLE   225,509 0 105,119
KKR & CO INC COM 48251W104 4,880 99,899 SH   SOLE   99,899 0 0
KADANT INC COM 48282T104 2,594 14,017 SH   SOLE   13,997 0 20
KAISER ALUMINUM CORP COM 483007704 85,196 771,005 SH   SOLE   758,980 0 12,025
KAMAN CORP COM 483548103 1,475 28,759 SH   SOLE   28,759 0 0
KANSAS CITY SOUTHERN COM 485170302 31,829 120,601 SH   SOLE   118,415 0 2,186
KARUNA THERAPEUTICS INC COM 48576A100 655 5,452 SH   SOLE   5,452 0 0
KARYOPHARM THERAPEUTICS INC COM 48576U106 120 11,432 SH   SOLE   11,432 0 0
KB HOME COM 48666K109 4,585 98,533 SH   SOLE   98,533 0 0
KEARNY FINL CORP MD COM 48716P108 436 36,106 SH   SOLE   36,106 0 0
KELLOGG CO COM 487836108 30,104 475,578 SH   SOLE   475,578 0 0
KELLY SVCS INC COM 488152208 4,256 191,097 SH   SOLE   183,137 0 7,960
KEMPER CORP COM 488401100 82,311 1,032,503 SH   SOLE   1,015,153 0 17,350
KENNAMETAL INC COM 489170100 75,217 1,881,843 SH   SOLE   1,850,418 0 31,425
KENNEDY-WILSON HOLDINGS INC COM 489398107 7,201 356,283 SH   SOLE   356,283 0 0
KEURIG DR PEPPER INC COM 49271V100 111,362 3,240,071 SH   SOLE   3,240,071 0 0
KEYCORP COM 493267108 150,134 7,514,242 SH   SOLE   5,610,342 0 1,903,900
KEYSIGHT TECHNOLOGIES INC COM 49338L103 52,804 368,228 SH   SOLE   197,496 0 170,732
KEZAR LIFE SCIENCES INC COM 49372L100 2,770 464,754 SH   SOLE   464,754 0 0
KFORCE INC COM 493732101 615 11,472 SH   SOLE   9,322 0 2,150
KIMBALL INTL INC COM 494274103 3,380 241,463 SH   SOLE   241,463 0 0
KILROY RLTY CORP COM 49427F108 40,144 611,678 SH   SOLE   17,389 0 594,289
KIMBALL ELECTRONICS INC COM 49428J109 253 9,821 SH   SOLE   9,821 0 0
KIMBERLY-CLARK CORP COM 494368103 88,576 637,007 SH   SOLE   637,007 0 0
KIMCO RLTY CORP COM 49446R109 251 13,387 SH   SOLE   7,963 0 5,424
KINDER MORGAN INC DEL COM 49456B101 26,156 1,570,906 SH   SOLE   1,570,906 0 0
KINROSS GOLD CORP COM 496902404 32,332 4,847,355 SH   SOLE   4,847,355 0 0
KINNATE BIOPHARMA INC COM 49705R105 3,191 102,410 SH   SOLE   102,410 0 0
KINSALE CAP GROUP INC COM 49714P108 18,973 115,128 SH   SOLE   112,370 0 2,758
KIRBY CORP COM 497266106 32,495 539,073 SH   SOLE   525,241 0 13,832
KITE RLTY GROUP TR COM 49803T300 264 13,695 SH   SOLE   13,695 0 0
KNOLL INC COM 498904200 3,394 205,576 SH   SOLE   201,676 0 3,900
KNIGHT-SWIFT TRANSN HLDGS IN COM 499049104 12,296 255,687 SH   SOLE   255,687 0 0
KNOWLES CORP COM 49926D109 583 27,869 SH   SOLE   27,869 0 0
KODIAK SCIENCES INC COM 50015M109 1,257 11,083 SH   SOLE   11,083 0 0
KOHLS CORP COM 500255104 36,993 620,574 SH   SOLE   604,294 0 16,280
KONTOOR BRANDS INC COM 50050N103 26,222 540,321 SH   SOLE   528,076 0 12,245
KOPIN CORP COM 500600101 131 12,455 SH   SOLE   12,455 0 0
KOPPERS HOLDINGS INC COM 50060P106 7,909 227,544 SH   SOLE   224,805 0 2,739
KORN FERRY COM 500643200 159,745 2,561,243 SH   SOLE   2,510,475 0 50,768
KRAFT HEINZ CO COM 500754106 44,470 1,111,747 SH   SOLE   1,111,747 0 0
KRATOS DEFENSE & SEC SOLUTIO COM 50077B207 11,173 409,585 SH   SOLE   376,848 0 32,737
KRATON CORPORATION COM 50077C106 27,390 748,575 SH   SOLE   728,047 0 20,528
KROGER CO COM 501044101 29,835 828,985 SH   SOLE   828,985 0 0
KRONOS BIO INC COM 50107A104 28,327 967,786 SH   SOLE   930,396 0 37,390
KRONOS BIO INC COM 50107A104 2,672 91,280 SH   OTR 3 91,280 0 0
KRYSTAL BIOTECH INC COM 501147102 214 2,776 SH   SOLE   2,776 0 0
KULICKE & SOFFA INDS INC COM 501242101 1,649 33,577 SH   SOLE   33,577 0 0
KURA ONCOLOGY INC COM 50127T109 43,247 1,529,784 SH   SOLE   1,471,584 0 58,200
KURA ONCOLOGY INC COM 50127T109 4,008 141,790 SH   OTR 3 141,790 0 0
L BRANDS INC COM 501797104 57,626 931,562 SH   SOLE   107,162 0 824,400
LHC GROUP INC COM 50187A107 67,848 354,837 SH   SOLE   342,647 0 12,190
LHC GROUP INC COM 50187A107 12,050 63,020 SH   OTR 3 63,020 0 0
LGI HOMES INC COM 50187T106 12,166 81,476 SH   SOLE   78,357 0 3,119
LKQ CORP COM 501889208 68,785 1,624,965 SH   SOLE   1,621,092 0 3,873
LCI INDS COM 50189K103 51,068 386,062 SH   SOLE   378,026 0 8,036
LPL FINL HLDGS INC COM 50212V100 91,312 642,317 SH   SOLE   428,232 0 214,085
LPL FINL HLDGS INC COM 50212V100 7,674 53,980 SH   OTR 3 53,980 0 0
LSI INDS INC COM 50216C108 86 10,070 SH   SOLE   0 0 10,070
LTC PPTYS INC COM 502175102 390 9,348 SH   SOLE   8,278 0 1,070
L3HARRIS TECHNOLOGIES INC COM 502431109 139,621 688,873 SH   SOLE   215,413 0 473,460
LA Z BOY INC COM 505336107 624 14,701 SH   SOLE   14,701 0 0
LABORATORY CORP AMER HLDGS COM 50540R409 22,916 89,857 SH   SOLE   86,176 0 3,681
LADDER CAP CORP COM 505743104 19,519 1,654,193 SH   SOLE   1,601,051 0 53,142
LAKELAND BANCORP INC COM 511637100 304 17,469 SH   SOLE   17,469 0 0
LAKELAND FINL CORP COM 511656100 88,514 1,279,292 SH   SOLE   1,258,767 0 20,525
LAM RESEARCH CORP COM 512807108 278,543 467,951 SH   SOLE   264,951 0 203,000
LAMAR ADVERTISING CO NEW COM 512816109 269,552 2,870,015 SH   SOLE   2,779,545 0 90,470
LAMAR ADVERTISING CO NEW COM 512816109 15,872 169,000 SH   OTR 4 169,000 0 0
LAMAR ADVERTISING CO NEW COM 512816109 5,767 61,400 SH   OTR 3 61,400 0 0
LAMB WESTON HLDGS INC COM 513272104 11,896 153,534 SH   SOLE   150,301 0 3,233
LANCASTER COLONY CORP COM 513847103 39,681 226,282 SH   SOLE   222,982 0 3,300
LANDSTAR SYS INC COM 515098101 332,654 2,015,351 SH   SOLE   1,949,161 0 66,190
LANDSTAR SYS INC COM 515098101 17,661 107,000 SH   OTR 4 107,000 0 0
LANDSTAR SYS INC COM 515098101 6,454 39,100 SH   OTR 3 39,100 0 0
LANTHEUS HLDGS INC COM 516544103 3,287 153,810 SH   SOLE   153,645 0 165
LAS VEGAS SANDS CORP COM 517834107 291,764 4,801,904 SH   SOLE   4,650,904 0 151,000
LAS VEGAS SANDS CORP COM 517834107 16,770 276,000 SH   OTR 4 276,000 0 0
LAS VEGAS SANDS CORP COM 517834107 6,119 100,700 SH   OTR 3 100,700 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 143,728 3,192,539 SH   SOLE   2,703,019 0 489,520
LATTICE SEMICONDUCTOR CORP COM 518415104 15,974 354,830 SH   OTR 3 354,830 0 0
LAUDER ESTEE COS INC COM 518439104 45,216 155,461 SH   SOLE   155,461 0 0
LAUREATE EDUCATION INC COM 518613203 837 61,616 SH   SOLE   61,616 0 0
LEAR CORP COM 521865204 24,663 136,073 SH   SOLE   129,068 0 7,005
LEE ENTERPRISES INC COM 523768406 131 5,086 SH   SOLE   0 0 5,086
LEGACY HOUSING CORP COM 52472M101 1,221 68,883 SH   SOLE   68,883 0 0
LEIDOS HOLDINGS INC COM 525327102 207,463 2,154,784 SH   SOLE   2,098,684 0 56,100
LEIDOS HOLDINGS INC COM 525327102 10,331 107,300 SH   OTR 4 107,300 0 0
LEIDOS HOLDINGS INC COM 525327102 3,630 37,700 SH   OTR 3 37,700 0 0
LEMAITRE VASCULAR INC COM 525558201 8,114 166,332 SH   SOLE   161,594 0 4,738
LEMONADE INC COM 52567D107 536 5,754 SH   SOLE   5,754 0 0
LENDINGTREE INC NEW COM 52603B107 250 1,173 SH   SOLE   1,173 0 0
LENNAR CORP COM 526057104 39,134 386,585 SH   SOLE   386,585 0 0
LENNOX INTL INC COM 526107107 34,570 110,948 SH   SOLE   110,948 0 0
LEVI STRAUSS & CO NEW COM 52736R102 2,416 101,035 SH   SOLE   101,035 0 0
LEXICON PHARMACEUTICALS INC COM 528872302 59 10,115 SH   SOLE   10,115 0 0
LEXINGTON REALTY TRUST COM 529043101 29,525 2,657,483 SH   SOLE   2,577,370 0 80,113
LIBERTY BROADBAND CORP COM 530307107 55,441 381,959 SH   SOLE   94,298 0 287,661
LIBERTY BROADBAND CORP COM 530307305 85,380 568,630 SH   SOLE   48,509 0 520,121
LIBERTY OILFIELD SVCS INC COM 53115L104 151 13,418 SH   SOLE   13,418 0 0
LIBERTY MEDIA CORP DEL COM 531229409 17,441 395,677 SH   SOLE   121,531 0 274,146
LIBERTY MEDIA CORP DEL COM 531229607 38,125 864,311 SH   SOLE   29,419 0 834,892
LIBERTY MEDIA CORP DEL COM 531229706 208 7,301 SH   SOLE   7,301 0 0
LIBERTY MEDIA CORP DEL COM 531229854 9,004 207,985 SH   SOLE   201,368 0 6,617
LIBERTY MEDIA CORP DEL COM 531229870 1,137 29,754 SH   SOLE   29,754 0 0
LIBERTY TRIPADVISOR HLDGS IN COM 531465102 67 10,443 SH   SOLE   10,443 0 0
LIGAND PHARMACEUTICALS INC COM 53220K504 5,893 38,658 SH   SOLE   38,614 0 44
LIFEVANTAGE CORP COM 53222K205 47 5,080 SH   SOLE   0 0 5,080
LIFE STORAGE INC COM 53223X107 1,658 19,293 SH   SOLE   18,866 0 427
LIGHTSPEED POS INC COM 53227R106 29,176 464,510 SH   SOLE   165,810 0 298,700
LILLY ELI & CO COM 532457108 113,433 607,181 SH   SOLE   607,181 0 0
LIMELIGHT NETWORKS INC COM 53261M104 67 18,753 SH   SOLE   18,753 0 0
LINCOLN ELEC HLDGS INC COM 533900106 135,383 1,101,219 SH   SOLE   1,061,019 0 40,200
LINCOLN ELEC HLDGS INC COM 533900106 8,237 67,000 SH   OTR 4 67,000 0 0
LINCOLN ELEC HLDGS INC COM 533900106 2,914 23,700 SH   OTR 3 23,700 0 0
LINCOLN NATL CORP IND COM 534187109 17,152 275,443 SH   SOLE   270,320 0 5,123
LINDBLAD EXPEDITIONS HLDGS I COM 535219109 1,380 73,020 SH   SOLE   67,430 0 5,590
LINDSAY CORP COM 535555106 597 3,585 SH   SOLE   3,585 0 0
LINEAGE CELL THERAPEUTICS IN COM 53566P109 55 23,394 SH   SOLE   23,394 0 0
LIONS GATE ENTMNT CORP COM 535919401 362 24,207 SH   SOLE   24,207 0 0
LIONS GATE ENTMNT CORP COM 535919500 23,075 1,788,727 SH   SOLE   1,731,702 0 57,025
LITHIA MTRS INC COM 536797103 71,054 182,147 SH   SOLE   173,050 0 9,097
LITHIA MTRS INC COM 536797103 5,832 14,950 SH   OTR 3 14,950 0 0
LITTELFUSE INC COM 537008104 44,872 169,689 SH   SOLE   166,224 0 3,465
LIVE NATION ENTERTAINMENT IN COM 538034109 74,657 881,951 SH   SOLE   139,291 0 742,660
LIVE OAK BANCSHARES INC COM 53803X105 1,524 22,249 SH   SOLE   22,249 0 0
LIVEPERSON INC COM 538146101 407 7,715 SH   SOLE   7,715 0 0
LIVENT CORP COM 53814L108 7,854 453,461 SH   SOLE   41,929 0 411,532
LIVERAMP HLDGS INC COM 53815P108 28,469 548,753 SH   SOLE   526,013 0 22,740
LIVERAMP HLDGS INC COM 53815P108 2,883 55,580 SH   OTR 3 55,580 0 0
LOCKHEED MARTIN CORP COM 539830109 119,318 322,919 SH   SOLE   322,824 0 95
LOEWS CORP COM 540424108 3,111 60,671 SH   SOLE   60,671 0 0
LORAL SPACE & COM INC COM 543881106 220 5,847 SH   SOLE   5,847 0 0
LOUISIANA PAC CORP COM 546347105 24,308 438,299 SH   SOLE   415,401 0 22,898
LOWES COS INC COM 548661107 109,946 578,116 SH   SOLE   577,175 0 941
LULULEMON ATHLETICA INC COM 550021109 131,058 427,303 SH   SOLE   300,506 0 126,797
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 429 17,081 SH   SOLE   17,081 0 0
LUMEN TECHNOLOGIES INC COM 550241103 10,124 758,321 SH   SOLE   758,321 0 0
LUMENTUM HLDGS INC COM 55024U109 17,761 194,433 SH   SOLE   185,708 0 8,725
LUMINEX CORP DEL COM 55027E102 979 30,691 SH   SOLE   30,691 0 0
LUNA INNOVATIONS COM 550351100 6,125 581,656 SH   SOLE   571,136 0 10,520
LYFT INC COM 55087P104 1,054 16,676 SH   SOLE   16,676 0 0
M & T BK CORP COM 55261F104 24,608 162,308 SH   SOLE   159,113 0 3,195
M D C HLDGS INC COM 552676108 1,583 26,654 SH   SOLE   24,612 0 2,042
MDU RES GROUP INC COM 552690109 1,717 54,311 SH   SOLE   54,311 0 0
MFA FINL INC COM 55272X102 1,293 317,581 SH   SOLE   317,581 0 0
MGE ENERGY INC COM 55277P104 53,332 747,042 SH   SOLE   737,742 0 9,300
MEI PHARMA INC COM 55279B202 55 15,905 SH   SOLE   15,905 0 0
MGIC INVT CORP WIS COM 552848103 35,512 2,564,021 SH   SOLE   2,502,435 0 61,586
MGM RESORTS INTERNATIONAL COM 552953101 5,054 133,033 SH   SOLE   133,033 0 0
MGM GROWTH PPTYS LLC COM 55303A105 5,636 172,787 SH   SOLE   172,787 0 0
MGP INGREDIENTS INC NEW COM 55303J106 269 4,555 SH   SOLE   4,555 0 0
M/I HOMES INC COM 55305B101 8,909 150,826 SH   SOLE   141,624 0 9,202
MKS INSTRS INC COM 55306N104 36,839 198,676 SH   SOLE   197,074 0 1,602
MKS INSTRS INC COM 55306N104 10,102 54,480 SH   OTR 3 54,480 0 0
MRC GLOBAL INC COM 55345K103 22,743 2,518,622 SH   SOLE   2,451,422 0 67,200
MSA SAFETY INC COM 553498106 9,925 66,162 SH   SOLE   66,162 0 0
MSA SAFETY INC COM 553498106 5,506 36,700 SH   OTR 3 36,700 0 0
MSC INDL DIRECT INC COM 553530106 579 6,416 SH   SOLE   6,416 0 0
MSCI INC COM 55354G100 176,322 420,537 SH   SOLE   318,334 0 102,203
MSG NETWORK INC COM 553573106 1,606 106,756 SH   SOLE   106,756 0 0
MTS SYS CORP COM 553777103 268 4,598 SH   SOLE   4,598 0 0
MYR GROUP INC DEL COM 55405W104 49,814 695,049 SH   SOLE   682,994 0 12,055
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 113,791 1,961,227 SH   SOLE   1,898,307 0 62,920
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 15,316 263,980 SH   OTR 3 263,980 0 0
MACERICH CO COM 554382101 8,989 768,269 SH   SOLE   193,469 0 574,800
MACK CALI RLTY CORP COM 554489104 22,793 1,472,399 SH   SOLE   1,432,843 0 39,556
MACQUARIE INFRASTRUCTURE COR CONB 55608BAB1 15 15,000 PRN   SOLE   0 0 15,000
MACROGENICS INC COM 556099109 36,278 1,139,029 SH   SOLE   1,095,049 0 43,980
MACROGENICS INC COM 556099109 3,428 107,640 SH   OTR 3 107,640 0 0
MACYS INC COM 55616P104 12,662 782,138 SH   SOLE   758,840 0 23,298
MADDEN STEVEN LTD COM 556269108 188,521 5,059,610 SH   SOLE   4,942,239 0 117,371
MADDEN STEVEN LTD COM 556269108 3,636 97,580 SH   OTR 3 97,580 0 0
MADISON SQUARE GRDN SPRT COR COM 55825T103 3,296 18,369 SH   SOLE   18,369 0 0
MADISON SQUARE GRDN ENTERTNM COM 55826T102 241 2,942 SH   SOLE   2,942 0 0
MAGELLAN HEALTH INC COM 559079207 85,873 920,994 SH   SOLE   905,819 0 15,175
MAGNA INTL INC COM 559222401 32,628 370,605 SH   SOLE   370,605 0 0
MAGNITE INC COM 55955D100 880 21,143 SH   SOLE   21,143 0 0
MAGNOLIA OIL & GAS CORP COM 559663109 17,079 1,487,731 SH   SOLE   1,487,731 0 0
MAIN STR CAP CORP COM 56035L104 432 11,041 SH   SOLE   11,041 0 0
MALIBU BOATS INC COM 56117J100 9,399 117,966 SH   SOLE   112,723 0 5,243
MANHATTAN ASSOCIATES INC COM 562750109 3,612 30,772 SH   SOLE   30,772 0 0
MANITOWOC CO INC COM 563571405 26,092 1,265,375 SH   SOLE   1,243,875 0 21,500
MANNKIND CORP COM 56400P706 146 37,336 SH   SOLE   37,336 0 0
MANPOWERGROUP INC COM 56418H100 277,830 2,809,199 SH   SOLE   2,720,051 0 89,148
MANPOWERGROUP INC COM 56418H100 15,053 152,200 SH   OTR 4 152,200 0 0
MANPOWERGROUP INC COM 56418H100 5,420 54,800 SH   OTR 3 54,800 0 0
MANTECH INTERNATIONAL CORP COM 564563104 56,719 652,323 SH   SOLE   640,134 0 12,189
MARATHON PETE CORP COM 56585A102 11,471 214,456 SH   SOLE   214,456 0 0
MARAVAI LIFESCIENCES HLDGS I COM 56600D107 3,567 100,074 SH   SOLE   100,074 0 0
MARCUS & MILLICHAP INC COM 566324109 418 12,391 SH   SOLE   12,391 0 0
MARCUS CORP DEL COM 566330106 16,659 833,379 SH   SOLE   803,186 0 30,193
MARINEMAX INC COM 567908108 3,054 61,878 SH   SOLE   49,598 0 12,280
MARINE PRODS CORP COM 568427108 835 51,298 SH   SOLE   51,298 0 0
MARINUS PHARMACEUTICALS INC COM 56854Q200 1,417 91,559 SH   SOLE   91,559 0 0
MARKEL CORP COM 570535104 10,369 9,099 SH   SOLE   9,099 0 0
MARKER THERAPEUTICS INC COM 57055L107 2,209 986,466 SH   SOLE   986,466 0 0
MARKETAXESS HLDGS INC COM 57060D108 53,814 108,077 SH   SOLE   58,003 0 50,074
MARRIOTT VACTINS WORLDWID CO COM 57164Y107 71,792 412,169 SH   SOLE   310,683 0 101,486
MARRIOTT VACTINS WORLDWID CO COM 57164Y107 4,139 23,760 SH   OTR 3 23,760 0 0
MARRONE BIO INNOVATIONS INC COM 57165B106 48 22,847 SH   SOLE   22,847 0 0
MARSH & MCLENNAN COS INC COM 571748102 40,350 331,282 SH   SOLE   331,282 0 0
MARRIOTT INTL INC NEW COM 571903202 27,395 184,964 SH   SOLE   184,964 0 0
MARTEN TRANS LTD COM 573075108 79,721 4,697,796 SH   SOLE   4,617,704 0 80,092
MARTIN MARIETTA MATLS INC COM 573284106 11,551 34,396 SH   SOLE   33,704 0 692
MASCO CORP COM 574599106 37,755 630,302 SH   SOLE   626,536 0 3,766
MASIMO CORP COM 574795100 50,391 219,416 SH   SOLE   211,184 0 8,232
MASONITE INTL CORP COM 575385109 7,498 65,066 SH   SOLE   64,156 0 910
MASTEC INC COM 576323109 4,493 47,954 SH   SOLE   46,821 0 1,133
MASTERCARD INCORPORATED COM 57636Q104 160,727 451,417 SH   SOLE   451,294 0 123
MATADOR RES CO COM 576485205 7,215 307,664 SH   SOLE   301,373 0 6,291
MATCH GROUP INC NEW COM 57667L107 96,755 704,284 SH   SOLE   435,357 0 268,927
MATERION CORP COM 576690101 451 6,813 SH   SOLE   6,813 0 0
MATINAS BIOPHARMA HLDGS INC COM 576810105 1,027 977,958 SH   SOLE   977,958 0 0
MATRIX SVC CO COM 576853105 1,055 80,467 SH   SOLE   69,817 0 10,650
MATSON INC COM 57686G105 1,428 21,407 SH   SOLE   21,407 0 0
MATTEL INC COM 577081102 85,372 4,285,744 SH   SOLE   4,213,344 0 72,400
MATTHEWS INTL CORP COM 577128101 2,634 66,590 SH   SOLE   66,590 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 17,237 188,653 SH   SOLE   188,653 0 0
MAXLINEAR INC COM 57776J100 314 9,202 SH   SOLE   9,202 0 0
MAXAR TECHNOLOGIES INC COM 57778K105 3,138 82,965 SH   SOLE   79,245 0 3,720
MAXIMUS INC COM 577933104 329,486 3,700,424 SH   SOLE   3,592,204 0 108,220
MAXIMUS INC COM 577933104 15,716 176,500 SH   OTR 4 176,500 0 0
MAXIMUS INC COM 577933104 5,672 63,700 SH   OTR 3 63,700 0 0
MCCORMICK & CO INC COM 579780206 12,796 143,515 SH   SOLE   143,159 0 356
MCDONALDS CORP COM 580135101 111,529 497,589 SH   SOLE   497,589 0 0
MCEWEN MNG INC COM 58039P107 514 494,100 SH   SOLE   494,100 0 0
MCGRATH RENTCORP COM 580589109 11,301 140,127 SH   SOLE   139,007 0 1,120
MCKESSON CORP COM 58155Q103 41,472 212,635 SH   SOLE   210,816 0 1,819
MEDALLIA INC COM 584021109 24,173 866,730 SH   SOLE   830,890 0 35,840
MEDALLIA INC COM 584021109 2,436 87,350 SH   OTR 3 87,350 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 14,112 663,175 SH   SOLE   645,582 0 17,593
MEDIFAST INC COM 58470H101 3,067 14,481 SH   SOLE   14,481 0 0
MEDNAX INC COM 58502B106 2,269 89,089 SH   SOLE   89,089 0 0
MEDPACE HLDGS INC COM 58506Q109 11,424 69,636 SH   SOLE   68,696 0 940
MERCADOLIBRE INC COM 58733R102 28,479 19,345 SH   SOLE   19,345 0 0
MERCANTILE BANK CORP COM 587376104 1,534 47,250 SH   SOLE   43,750 0 3,500
MERCHANTS BANCORP IND COM 58844R108 311 7,413 SH   SOLE   7,413 0 0
MERCK & CO. INC COM 58933Y105 150,648 1,954,188 SH   SOLE   1,954,188 0 0
MERCURY SYS INC COM 589378108 586 8,300 SH   SOLE   8,300 0 0
MERCURY GENL CORP NEW COM 589400100 404 6,643 SH   SOLE   6,643 0 0
MEREDITH CORP COM 589433101 1,333 44,758 SH   SOLE   44,758 0 0
MERIDIAN BIOSCIENCE INC COM 589584101 3,437 130,935 SH   SOLE   127,875 0 3,060
MERIDIAN BANCORP INC MD COM 58958U103 3,506 190,319 SH   SOLE   183,019 0 7,300
MERIT MED SYS INC COM 589889104 5,446 90,956 SH   SOLE   87,739 0 3,217
MERITAGE HOMES CORP COM 59001A102 56,441 614,028 SH   SOLE   494,563 0 119,465
MERITAGE HOMES CORP COM 59001A102 3,093 33,650 SH   OTR 3 33,650 0 0
MERITOR INC COM 59001K100 39,171 1,331,462 SH   SOLE   1,307,101 0 24,361
MERSANA THERAPEUTICS INC COM 59045L106 305 18,877 SH   SOLE   18,877 0 0
MESA LABS INC COM 59064R109 2,719 11,167 SH   SOLE   11,160 0 7
META FINL GROUP INC COM 59100U108 1,229 27,124 SH   SOLE   27,096 0 28
METHODE ELECTRS INC COM 591520200 2,421 57,666 SH   SOLE   56,293 0 1,373
METLIFE INC COM 59156R108 57,873 952,008 SH   SOLE   952,008 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 17,825 15,424 SH   SOLE   15,424 0 0
MICHAELS COS INC COM 59408Q106 323 14,726 SH   SOLE   14,726 0 0
MICROSOFT CORP COM 594918104 1,409,254 5,977,240 SH   SOLE   5,972,691 0 4,549
MICROVISION INC DEL COM 594960304 441 23,786 SH   SOLE   23,786 0 0
MICROSTRATEGY INC COM 594972408 1,489 2,193 SH   SOLE   2,193 0 0
MICROCHIP TECHNOLOGY INC. COM 595017104 271,777 1,750,914 SH   SOLE   632,613 0 1,118,301
MICRON TECHNOLOGY INC COM 595112103 155,372 1,761,385 SH   SOLE   1,723,236 0 38,149
MICRON TECHNOLOGY INC CONB 595112AX1 63,558 7,202,000 PRN   SOLE   2,842,000 0 4,360,000
MID-AMER APT CMNTYS INC COM 59522J103 9,423 65,273 SH   SOLE   65,138 0 135
MIDDLEBY CORP COM 596278101 259,677 1,566,674 SH   SOLE   1,372,509 0 194,165
MIDDLEBY CORP COM 596278101 11,768 71,000 SH   OTR 4 71,000 0 0
MIDDLEBY CORP COM 596278101 11,576 69,840 SH   OTR 3 69,840 0 0
MIDDLESEX WTR CO COM 596680108 526 6,655 SH   SOLE   6,655 0 0
MILLER HERMAN INC COM 600544100 3,037 73,814 SH   SOLE   73,814 0 0
MILLER INDS INC TENN COM 600551204 6,364 137,792 SH   SOLE   130,212 0 7,580
MINERALS TECHNOLOGIES INC COM 603158106 92,153 1,223,485 SH   SOLE   1,200,320 0 23,165
MIRATI THERAPEUTICS INC COM 60468T105 15,987 93,330 SH   SOLE   41,190 0 52,140
MISTRAS GROUP INC COM 60649T107 1,312 114,996 SH   SOLE   114,996 0 0
MITEK SYS INC COM 606710200 496 34,030 SH   SOLE   20,910 0 13,120
MODERNA INC COM 60770K107 38,723 295,707 SH   SOLE   295,707 0 0
MODINE MFG CO COM 607828100 1,607 108,800 SH   SOLE   100,500 0 8,300
MODIVCARE INC COM 60783X104 9,038 61,022 SH   SOLE   60,927 0 95
MOELIS & CO COM 60786M105 361 6,578 SH   SOLE   6,578 0 0
MOHAWK INDS INC COM 608190104 17,447 90,726 SH   SOLE   88,507 0 2,219
MOLINA HEALTHCARE INC COM 60855R100 197,009 842,783 SH   SOLE   816,983 0 25,800
MOLINA HEALTHCARE INC COM 60855R100 11,337 48,500 SH   OTR 4 48,500 0 0
MOLINA HEALTHCARE INC COM 60855R100 4,091 17,500 SH   OTR 3 17,500 0 0
MOLSON COORS BEVERAGE CO COM 60871R209 4,002 78,232 SH   SOLE   78,232 0 0
MOMO INC ADR 60879B107 385 26,094 SH   SOLE   26,094 0 0
MONARCH CASINO & RESORT INC COM 609027107 253 4,166 SH   SOLE   4,166 0 0
MONDELEZ INTL INC COM 609207105 114,762 1,960,736 SH   SOLE   1,960,736 0 0
MONEYGRAM INTL INC COM 60935Y208 70 10,725 SH   SOLE   10,725 0 0
MONGODB INC COM 60937P106 2,352 8,793 SH   SOLE   8,793 0 0
MONMOUTH REAL ESTATE INVT CO COM 609720107 378 21,346 SH   SOLE   15,971 0 5,375
MONOLITHIC PWR SYS INC COM 609839105 55,880 158,205 SH   SOLE   105,165 0 53,040
MONOLITHIC PWR SYS INC COM 609839105 5,420 15,344 SH   OTR 3 15,344 0 0
MONRO INC COM 610236101 582 8,845 SH   SOLE   8,845 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 134,167 1,472,909 SH   SOLE   533,547 0 939,362
MOODYS CORP COM 615369105 18,851 63,130 SH   SOLE   63,130 0 0
MOOG INC COM 615394202 398 4,788 SH   SOLE   4,788 0 0
MORGAN STANLEY COM 617446448 76,524 985,369 SH   SOLE   982,588 0 2,781
MORNINGSTAR INC COM 617700109 7,191 31,954 SH   SOLE   31,954 0 0
MOSAIC CO NEW COM 61945C103 15,814 500,295 SH   SOLE   488,575 0 11,720
MOTORCAR PTS AMER INC COM 620071100 1,056 46,950 SH   SOLE   43,450 0 3,500
MOTOROLA SOLUTIONS INC COM 620076307 200,100 1,064,077 SH   SOLE   1,031,277 0 32,800
MOTOROLA SOLUTIONS INC COM 620076307 11,208 59,600 SH   OTR 4 59,600 0 0
MOTOROLA SOLUTIONS INC COM 620076307 3,968 21,100 SH   OTR 3 21,100 0 0
MOTORSPORT GAMES INC COM 62011B102 558 23,993 SH   SOLE   23,993 0 0
MOVADO GROUP INC COM 624580106 4,287 150,670 SH   SOLE   150,670 0 0
MUELLER INDS INC COM 624756102 73,387 1,774,777 SH   SOLE   1,746,177 0 28,600
MUELLER WTR PRODS INC COM 624758108 5,638 405,932 SH   SOLE   405,932 0 0
MR COOPER GROUP INC COM 62482R107 3,958 113,861 SH   SOLE   113,861 0 0
MURPHY OIL CORP COM 626717102 401 24,409 SH   SOLE   24,409 0 0
MURPHY USA INC COM 626755102 75,833 524,574 SH   SOLE   516,049 0 8,525
MYERS INDS INC COM 628464109 3,813 192,980 SH   SOLE   192,980 0 0
MYRIAD GENETICS INC COM 62855J104 598 19,648 SH   SOLE   19,648 0 0
NBT BANCORP INC COM 628778102 2,677 67,076 SH   SOLE   67,076 0 0
NCR CORP NEW COM 62886E108 40,927 1,078,445 SH   SOLE   1,070,499 0 7,946
NIC INC COM 62914B100 600 17,695 SH   SOLE   17,695 0 0
NIO INC ADR 62914V106 902 23,134 SH   SOLE   23,134 0 0
NMI HLDGS INC COM 629209305 1,035 43,789 SH   SOLE   43,789 0 0
NN INC COM 629337106 5,616 794,302 SH   SOLE   780,902 0 13,400
NRG ENERGY INC COM 629377508 22,064 584,798 SH   SOLE   584,798 0 0
NVE CORP COM 629445206 4,304 61,399 SH   SOLE   61,399 0 0
NVR INC COM 62944T105 66,287 14,071 SH   SOLE   4,781 0 9,290
NV5 GLOBAL INC COM 62945V109 244 2,525 SH   SOLE   2,525 0 0
NANOSTRING TECHNOLOGIES INC COM 63009R109 12,230 186,115 SH   SOLE   172,573 0 13,542
NAPCO SEC TECHNOLOGIES INC COM 630402105 8,064 231,529 SH   SOLE   229,290 0 2,239
NASDAQ INC COM 631103108 9,687 65,690 SH   SOLE   65,690 0 0
NATERA INC COM 632307104 5,434 53,519 SH   SOLE   53,519 0 0
NATHANS FAMOUS INC NEW COM 632347100 71 1,120 SH   SOLE   0 0 1,120
NATIONAL BK HLDGS CORP COM 633707104 421 10,610 SH   SOLE   10,610 0 0
NATIONAL BEVERAGE CORP COM 635017106 942 19,264 SH   SOLE   19,264 0 0
NATIONAL CINEMEDIA INC COM 635309107 117 25,432 SH   SOLE   25,432 0 0
NATIONAL HEALTHCARE CORP COM 635906100 5,192 66,644 SH   SOLE   66,644 0 0
NATIONAL FUEL GAS CO COM 636180101 4,713 94,274 SH   SOLE   94,274 0 0
NATIONAL HEALTH INVS INC COM 63633D104 2,567 35,514 SH   SOLE   35,514 0 0
NATIONAL INSTRS CORP COM 636518102 646 14,967 SH   SOLE   14,967 0 0
NATIONAL PRESTO INDS INC COM 637215104 4,171 40,865 SH   SOLE   40,865 0 0
NATIONAL RESH CORP COM 637372202 323 6,891 SH   SOLE   6,891 0 0
NATIONAL RETAIL PROPERTIES I COM 637417106 208,090 4,721,800 SH   SOLE   4,589,300 0 132,500
NATIONAL RETAIL PROPERTIES I COM 637417106 11,260 255,500 SH   OTR 4 255,500 0 0
NATIONAL RETAIL PROPERTIES I COM 637417106 3,909 88,700 SH   OTR 3 88,700 0 0
NATIONAL STORAGE AFFILIATES COM 637870106 967 24,222 SH   SOLE   24,222 0 0
NATIONAL VISION HLDGS INC COM 63845R107 492 11,229 SH   SOLE   11,229 0 0
NATIONAL WESTN LIFE GROUP IN COM 638517102 1,385 5,561 SH   SOLE   5,561 0 0
NATURAL GAS SVCS GROUP INC COM 63886Q109 1,692 179,196 SH   SOLE   166,496 0 12,700
NATURAL GROCERS BY VITAMIN C COM 63888U108 2,989 170,309 SH   SOLE   170,309 0 0
NATUS MED INC DEL COM 639050103 51,139 1,996,825 SH   SOLE   1,963,350 0 33,475
NAUTILUS INC COM 63910B102 274 17,511 SH   SOLE   17,511 0 0
NAVISTAR INTL CORP NEW COM 63934E108 591 13,434 SH   SOLE   13,434 0 0
NAVIENT CORPORATION COM 63938C108 4,796 335,130 SH   SOLE   335,130 0 0
NCINO INC COM 63947U107 400 5,998 SH   SOLE   5,998 0 0
NEENAH INC COM 640079109 1,145 22,279 SH   SOLE   22,279 0 0
NEKTAR THERAPEUTICS COM 640268108 308 15,390 SH   SOLE   15,390 0 0
NELNET INC COM 64031N108 602 8,270 SH   SOLE   8,270 0 0
NEOGEN CORP COM 640491106 4,737 53,292 SH   SOLE   53,227 0 65
NEOLEUKIN THERAPEUTICS INC COM 64049K104 269 21,887 SH   SOLE   21,887 0 0
NEOGENOMICS INC COM 64049M209 6,064 125,743 SH   SOLE   125,743 0 0
NEOPHOTONICS CORP COM 64051T100 10,836 906,792 SH   SOLE   873,844 0 32,948
NETAPP INC COM 64110D104 38,867 534,841 SH   SOLE   534,841 0 0
NETFLIX INC COM 64110L106 153,697 294,631 SH   SOLE   294,631 0 0
NETEASE INC ADR 64110W102 15,037 145,619 SH   SOLE   145,619 0 0
NETGEAR INC COM 64111Q104 88,186 2,145,651 SH   SOLE   2,109,901 0 35,750
NETSCOUT SYS INC COM 64115T104 4,413 156,729 SH   SOLE   156,729 0 0
NETSTREIT CORP COM 64119V303 943 51,013 SH   SOLE   47,213 0 3,800
NEUROCRINE BIOSCIENCES INC COM 64125C109 4,003 41,165 SH   SOLE   41,165 0 0
NEVRO CORP COM 64157F103 49,931 357,928 SH   SOLE   342,848 0 15,080
NEVRO CORP COM 64157F103 5,566 39,900 SH   OTR 3 39,900 0 0
NEW FORTRESS ENERGY INC COM 644393100 516 11,240 SH   SOLE   11,240 0 0
NEW JERSEY RES CORP COM 646025106 18,356 460,402 SH   SOLE   446,313 0 14,089
NEW MTN FIN CORP COM 647551100 178 14,315 SH   SOLE   14,315 0 0
NEW ORIENTAL ED & TECHNOLOGY ADR 647581107 2,129 152,049 SH   SOLE   152,049 0 0
NEW RESIDENTIAL INVT CORP COM 64828T201 1,036 92,068 SH   SOLE   92,068 0 0
NEW RELIC INC COM 64829B100 835 13,582 SH   SOLE   13,582 0 0
NEW SR INVT GROUP INC COM 648691103 1,265 203,130 SH   SOLE   188,730 0 14,400
NEW YORK CMNTY BANCORP INC COM 649445103 802 63,555 SH   SOLE   63,555 0 0
NEW YORK CMNTY CAP TR V CONB 64944P307 25,037 500,728 PRN   SOLE   58,202 0 442,526
NEW YORK MTG TR INC COM 649604501 269 60,219 SH   SOLE   51,169 0 9,050
NEW YORK TIMES CO COM 650111107 3,758 74,234 SH   SOLE   74,234 0 0
NEWAGE INC COM 650194103 60 21,112 SH   SOLE   21,112 0 0
NEWELL BRANDS INC COM 651229106 14,370 536,598 SH   SOLE   524,002 0 12,596
NEWMARKET CORP COM 651587107 398 1,047 SH   SOLE   1,047 0 0
NEWMARK GROUP INC COM 65158N102 1,319 131,791 SH   SOLE   131,791 0 0
NEWMONT CORP COM 651639106 99,545 1,651,658 SH   SOLE   1,651,658 0 0
NEWPARK RES INC COM 651718504 824 262,423 SH   SOLE   234,403 0 28,020
NEWS CORP NEW COM 65249B109 4,156 163,414 SH   SOLE   163,414 0 0
NEXTIER OILFIELD SOLUTIONS COM 65290C105 111 29,713 SH   SOLE   29,713 0 0
NEXSTAR MEDIA GROUP INC COM 65336K103 21,481 152,966 SH   SOLE   148,654 0 4,312
NEXTERA ENERGY INC COM 65339F101 76,200 1,007,800 SH   SOLE   1,007,800 0 0
NEXTERA ENERGY INC CONB 65339F770 11,194 226,000 PRN   SOLE   226,000 0 0
NEXTERA ENERGY INC CONB 65339F796 54,527 949,781 PRN   SOLE   240,436 0 709,345
NEXPOINT RESIDENTIAL TR INC COM 65341D102 1,120 24,300 SH   SOLE   22,550 0 1,750
NEXTDECADE CORP COM 65342K105 48 18,014 SH   SOLE   18,014 0 0
NEXTGEN HEALTHCARE INC COM 65343C102 1,020 56,355 SH   SOLE   56,355 0 0
NEXIMMUNE INC COM 65344D109 211 11,045 SH   SOLE   11,045 0 0
Nicolet Bankshares Inc COM 65406E102 234 2,800 SH   SOLE   2,800 0 0
NIKE INC COM 654106103 220,732 1,661,012 SH   SOLE   1,638,983 0 22,029
9 METERS BIOPHARMA INC COM 654405109 37 31,721 SH   SOLE   31,721 0 0
908 DEVICES INC COM 65443P102 1,192 24,587 SH   SOLE   24,587 0 0
NISOURCE INC COM 65473P105 36,507 1,514,182 SH   SOLE   2,932 0 1,511,250
NOODLES & CO COM 65540B105 357 34,461 SH   SOLE   34,461 0 0
NORDSON CORP COM 655663102 7,122 35,849 SH   SOLE   35,849 0 0
NORDSTROM INC COM 655664100 24,824 655,524 SH   SOLE   291,864 0 363,660
NORFOLK SOUTHN CORP COM 655844108 25,031 93,219 SH   SOLE   93,219 0 0
NORTHERN OIL AND GAS INC MN COM 665531307 1,169 96,755 SH   SOLE   89,500 0 7,255
NORTHERN TR CORP COM 665859104 96,163 914,872 SH   SOLE   225,588 0 689,284
NORTHFIELD BANCORP INC DEL COM 66611T108 300 18,817 SH   SOLE   18,817 0 0
NORTHROP GRUMMAN CORP COM 666807102 37,309 115,279 SH   SOLE   115,172 0 107
NORTHWEST BANCSHARES INC MD COM 667340103 5,047 349,309 SH   SOLE   349,309 0 0
NORTHWEST NAT HLDG CO COM 66765N105 4,765 88,322 SH   SOLE   88,322 0 0
NORTHWEST PIPE CO COM 667746101 2,833 84,783 SH   SOLE   84,783 0 0
NORTHWESTERN CORP COM 668074305 82,507 1,265,447 SH   SOLE   1,242,796 0 22,651
NORTONLIFELOCK INC COM 668771108 11,433 537,778 SH   SOLE   537,778 0 0
NOVAN INC COM 66988N106 36 22,778 SH   SOLE   22,778 0 0
NOVAVAX INC COM 670002401 9,161 50,526 SH   SOLE   50,526 0 0
NOVELLUS SYS INC CONB 670008AD3 74,524 3,937,000 PRN   SOLE   1,413,000 0 2,524,000
NOVANTA INC COM 67000B104 658 4,991 SH   SOLE   4,991 0 0
NOW INC COM 67011P100 18,925 1,875,644 SH   SOLE   1,815,862 0 59,782
NU SKIN ENTERPRISES INC COM 67018T105 5,832 110,271 SH   SOLE   110,271 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 3,681 84,351 SH   SOLE   84,351 0 0
NUANCE COMMUNICATIONS INC CONB 67020YAK6 43,425 23,520,000 PRN   SOLE   1,450,000 0 22,070,000
NUCOR CORP COM 670346105 56,494 703,791 SH   SOLE   700,981 0 2,810
NUTANIX INC COM 67059N108 379 14,271 SH   SOLE   14,271 0 0
NVIDIA CORPORATION COM 67066G104 506,551 948,722 SH   SOLE   842,840 0 105,882
NUVASIVE INC COM 670704105 68,422 1,043,668 SH   SOLE   1,027,043 0 16,625
NURIX THERAPEUTICS INC COM 67080M103 394 12,680 SH   SOLE   12,680 0 0
NUVATION BIO INC COM 67080N101 2,118 202,685 SH   SOLE   202,685 0 0
NUVATION BIO INC WARR 67080N119 184 68,951 SH   SOLE   68,951 0 0
OGE ENERGY CORP COM 670837103 1,361 42,052 SH   SOLE   42,052 0 0
O-I GLASS INC COM 67098H104 3,435 233,032 SH   SOLE   233,032 0 0
OREILLY AUTOMOTIVE INC COM 67103H107 39,126 77,133 SH   SOLE   77,130 0 3
OFG BANCORP COM 67103X102 2,263 100,051 SH   SOLE   100,051 0 0
OSI SYSTEMS INC COM 671044105 618 6,428 SH   SOLE   6,428 0 0
OAK STR HEALTH INC COM 67181A107 296 5,462 SH   SOLE   5,462 0 0
OAKTREE SPECIALTY LENDING CO COM 67401P108 163 26,370 SH   SOLE   26,370 0 0
OCCIDENTAL PETE CORP COM 674599105 7,198 270,382 SH   SOLE   270,382 0 0
OCEANEERING INTL INC COM 675232102 138 12,101 SH   SOLE   12,101 0 0
OCEANFIRST FINL CORP COM 675234108 497 20,761 SH   SOLE   20,761 0 0
OCULAR THERAPEUTIX INC COM 67576A100 16,199 987,107 SH   SOLE   987,107 0 0
OCULAR THERAPEUTIX INC COM 67576A100 9,215 561,520 SH   OTR 3 561,520 0 0
OCUGEN INC COM 67577C105 195 28,716 SH   SOLE   28,716 0 0
OFFICE PPTYS INCOME TR COM 67623C109 216 7,850 SH   SOLE   7,850 0 0
OKTA INC COM 679295105 11,573 52,501 SH   SOLE   52,501 0 0
OLD DOMINION FREIGHT LINE IN COM 679580100 67,828 282,136 SH   SOLE   275,062 0 7,074
OLD NATL BANCORP IND COM 680033107 757 39,141 SH   SOLE   39,141 0 0
OLD REP INTL CORP COM 680223104 185,774 8,506,132 SH   SOLE   8,239,832 0 266,300
OLD REP INTL CORP COM 680223104 10,811 495,000 SH   OTR 4 495,000 0 0
OLD REP INTL CORP COM 680223104 3,385 155,000 SH   OTR 3 155,000 0 0
OLD SECOND BANCORP INC ILL COM 680277100 7,145 540,872 SH   SOLE   539,782 0 1,090
OLIN CORP COM 680665205 50,169 1,321,274 SH   SOLE   1,298,652 0 22,622
OLLIES BARGAIN OUTLET HLDGS COM 681116109 7,833 90,039 SH   SOLE   90,039 0 0
OLLIES BARGAIN OUTLET HLDGS COM 681116109 4,220 48,510 SH   OTR 3 48,510 0 0
OMNICOM GROUP INC COM 681919106 81,350 1,097,095 SH   SOLE   1,097,095 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 1,731 47,263 SH   SOLE   46,850 0 413
OMNICELL COM COM 68213N109 50,168 386,293 SH   SOLE   372,133 0 14,160
OMNICELL COM COM 68213N109 8,792 67,700 SH   OTR 3 67,700 0 0
ON SEMICONDUCTOR CORP COM 682189105 25,342 609,038 SH   SOLE   599,954 0 9,084
ON SEMICONDUCTOR CORP CONB 682189AP0 18,326 8,840,000 PRN   SOLE   0 0 8,840,000
ONCONOVA THERAPEUTICS INC COM 68232V405 36 36,517 SH   SOLE   36,517 0 0
ONCOCYTE CORP COM 68235C107 69 13,349 SH   SOLE   13,349 0 0
ONE GAS INC COM 68235P108 67,006 871,231 SH   SOLE   853,851 0 17,380
1 800 FLOWERS COM INC COM 68243Q106 424 15,356 SH   SOLE   10,946 0 4,410
ONEOK INC NEW COM 682680103 16,509 325,876 SH   SOLE   325,876 0 0
ONEMAIN HLDGS INC COM 68268W103 3,655 68,045 SH   SOLE   68,045 0 0
1LIFE HEALTHCARE INC COM 68269G107 1,261 32,260 SH   SOLE   32,260 0 0
ONEWATER MARINE INC COM 68280L101 776 19,425 SH   SOLE   17,950 0 1,475
ONESPAN INC COM 68287N100 2,444 99,757 SH   SOLE   99,757 0 0
ONTO INNOVATION INC COM 683344105 6,897 104,968 SH   SOLE   101,261 0 3,707
ONTRAK INC COM 683373104 272 8,368 SH   SOLE   8,368 0 0
OPEN LENDING CORP COM 68373J104 3,724 105,130 SH   SOLE   105,130 0 0
OPKO HEALTH INC COM 68375N103 756 176,241 SH   SOLE   176,241 0 0
OPTHEA LTD ADR 68386J208 12,447 1,289,804 SH   SOLE   1,241,364 0 48,440
OPTHEA LTD ADR 68386J208 1,142 118,390 SH   OTR 3 118,390 0 0
ORACLE CORP COM 68389X105 92,124 1,312,868 SH   SOLE   1,312,868 0 0
OPTIMIZERX CORP COM 68401U204 283 5,800 SH   SOLE   0 0 5,800
ORAGENICS INC COM 684023302 15 16,032 SH   SOLE   16,032 0 0
OPTION CARE HEALTH INC COM 68404L201 238 13,414 SH   SOLE   13,414 0 0
ORASURE TECHNOLOGIES INC COM 68554V108 3,618 309,969 SH   SOLE   309,278 0 691
ORBCOMM INC COM 68555P100 92 12,078 SH   SOLE   12,078 0 0
ORCHARD THERAPEUTICS PLC ADR 68570P101 588 81,017 SH   SOLE   81,017 0 0
ORCHID IS CAP INC COM 68571X103 86 14,251 SH   SOLE   14,251 0 0
ORIGIN BANCORP INC COM 68621T102 2,331 54,966 SH   SOLE   51,366 0 3,600
ORIC PHARMACEUTICALS INC COM 68622P109 24,884 1,015,664 SH   SOLE   978,864 0 36,800
ORIC PHARMACEUTICALS INC COM 68622P109 2,198 89,710 SH   OTR 3 89,710 0 0
ORION ENERGY SYSTEMS INC COM 686275108 2,230 320,466 SH   SOLE   320,326 0 140
ORION GROUP HLDGS INC COM 68628V308 4,477 737,483 SH   SOLE   736,913 0 570
ORMAT TECHNOLOGIES INC COM 686688102 884 11,259 SH   SOLE   11,259 0 0
ORTHOFIX MED INC COM 68752M108 5,110 117,867 SH   SOLE   116,617 0 1,250
OSHKOSH CORP COM 688239201 283,934 2,392,835 SH   SOLE   2,306,321 0 86,514
OSHKOSH CORP COM 688239201 15,972 134,600 SH   OTR 4 134,600 0 0
OSHKOSH CORP COM 688239201 5,589 47,100 SH   OTR 3 47,100 0 0
OTIS WORLDWIDE CORP COM 68902V107 24,536 358,447 SH   SOLE   358,447 0 0
OTTER TAIL CORP COM 689648103 8,209 177,790 SH   SOLE   177,790 0 0
OUTFRONT MEDIA INC COM 69007J106 478 21,919 SH   SOLE   21,919 0 0
OUTLOOK THERAPEUTICS INC COM 69012T206 34 14,934 SH   SOLE   14,934 0 0
OUTSET MED INC COM 690145107 287 5,278 SH   SOLE   5,278 0 0
OVERSEAS SHIPHOLDING GROUP I COM 69036R863 24 11,783 SH   SOLE   11,783 0 0
OVERSTOCK COM INC DEL COM 690370101 488 7,362 SH   SOLE   7,362 0 0
OVINTIV INC COM 69047Q102 32,345 1,357,877 SH   SOLE   1,320,720 0 37,157
OWENS & MINOR INC NEW COM 690732102 2,101 55,910 SH   SOLE   54,328 0 1,582
OWENS CORNING NEW COM 690742101 316,474 3,436,568 SH   SOLE   2,991,229 0 445,339
OWENS CORNING NEW COM 690742101 15,793 171,500 SH   OTR 4 171,500 0 0
OWENS CORNING NEW COM 690742101 5,682 61,700 SH   OTR 3 61,700 0 0
OXFORD INDS INC COM 691497309 204 2,332 SH   SOLE   2,332 0 0
PAE INC COM 69290Y109 258 28,603 SH   SOLE   28,603 0 0
PBF ENERGY INC COM 69318G106 188 13,269 SH   SOLE   13,269 0 0
PC CONNECTION INC COM 69318J100 309 6,670 SH   SOLE   6,670 0 0
PCSB FINL CORP COM 69324R104 4,162 250,550 SH   SOLE   245,250 0 5,300
PCTEL INC COM 69325Q105 52 7,470 SH   SOLE   0 0 7,470
PDC ENERGY INC COM 69327R101 135,287 3,932,760 SH   SOLE   3,860,483 0 72,277
PDC ENERGY INC CONB 69327RAD3 8,921 9,000,000 PRN   SOLE   9,000,000 0 0
PG&E CORP COM 69331C108 14,717 1,256,808 SH   SOLE   1,240,036 0 16,772
PGT INNOVATIONS INC COM 69336V101 2,626 103,997 SH   SOLE   92,767 0 11,230
PJT PARTNERS INC COM 69343T107 386 5,706 SH   SOLE   5,706 0 0
PNC FINL SVCS GROUP INC COM 693475105 68,361 389,723 SH   SOLE   389,723 0 0
PNM RES INC COM 69349H107 615 12,540 SH   SOLE   12,540 0 0
PPG INDS INC COM 693506107 56,407 375,400 SH   SOLE   372,456 0 2,944
PPL CORP COM 69351T106 41,333 1,433,176 SH   SOLE   1,424,028 0 9,148
PMV PHARMACEUTICALS INC COM 69353Y103 24,023 730,401 SH   SOLE   702,371 0 28,030
PMV PHARMACEUTICALS INC COM 69353Y103 2,256 68,600 SH   OTR 3 68,600 0 0
PRA HEALTH SCIENCES INC COM 69354M108 2,458 16,034 SH   SOLE   16,034 0 0
PRA GROUP INC COM 69354N106 51,933 1,400,930 SH   SOLE   1,347,660 0 53,270
PRA GROUP INC COM 69354N106 4,867 131,280 SH   OTR 3 131,280 0 0
PPD INC COM 69355F102 3,742 98,888 SH   SOLE   98,888 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 511 3,305 SH   SOLE   3,305 0 0
PVH CORPORATION COM 693656100 389 3,680 SH   SOLE   3,680 0 0
PTC THERAPEUTICS INC COM 69366J200 444 9,368 SH   SOLE   9,368 0 0
PTC INC COM 69370C100 141,207 1,025,842 SH   SOLE   82,942 0 942,900
PACCAR INC COM 693718108 43,568 468,876 SH   SOLE   468,876 0 0
PACIFIC BIOSCIENCES CALIF IN COM 69404D108 1,337 40,151 SH   SOLE   40,151 0 0
PACIFIC PREMIER BANCORP COM 69478X105 8,926 205,479 SH   SOLE   205,479 0 0
PACIRA BIOSCIENCES INC COM 695127100 5,891 84,059 SH   SOLE   84,059 0 0
PACKAGING CORP AMER COM 695156109 310,498 2,308,879 SH   SOLE   2,241,446 0 67,433
PACKAGING CORP AMER COM 695156109 16,407 122,000 SH   OTR 4 122,000 0 0
PACKAGING CORP AMER COM 695156109 5,944 44,200 SH   OTR 3 44,200 0 0
GREAT WESTN NATL BK PORTLAND COM 695263103 45,619 1,195,782 SH   SOLE   1,165,689 0 30,093
PAGERDUTY INC COM 69553P100 2,571 63,900 SH   SOLE   63,900 0 0
PALATIN TECHNOLOGIES INC COM 696077403 24 35,130 SH   SOLE   35,130 0 0
PALANTIR TECHNOLOGIES INC COM 69608A108 2,738 117,582 SH   SOLE   117,582 0 0
PALO ALTO NETWORKS INC COM 697435105 180,045 559,042 SH   SOLE   233,782 0 325,260
PALO ALTO NETWORKS INC CONB 697435AD7 7,932 6,000,000 PRN   SOLE   0 0 6,000,000
PALOMAR HLDGS INC COM 69753M105 750 11,187 SH   SOLE   11,187 0 0
PAPA JOHNS INTL INC COM 698813102 513 5,784 SH   SOLE   5,784 0 0
PAR TECHNOLOGY CORP COM 698884103 9,217 140,907 SH   SOLE   140,150 0 757
PARAMOUNT GROUP INC COM 69924R108 285 28,102 SH   SOLE   28,102 0 0
PARK AEROSPACE CORP COM 70014A104 608 46,000 SH   SOLE   42,500 0 3,500
PARK CITY GROUP INC COM 700215304 86 14,140 SH   SOLE   0 0 14,140
PARK HOTELS & RESORTS INC COM 700517105 775 35,924 SH   SOLE   35,924 0 0
PARK NATL CORP COM 700658107 6,999 54,135 SH   SOLE   54,135 0 0
PARK-OHIO HLDGS CORP COM 700666100 904 28,700 SH   SOLE   26,500 0 2,200
PARKER-HANNIFIN CORP COM 701094104 328,892 1,042,679 SH   SOLE   1,012,767 0 29,912
PARKER-HANNIFIN CORP COM 701094104 16,024 50,800 SH   OTR 4 50,800 0 0
PARKER-HANNIFIN CORP COM 701094104 5,772 18,300 SH   OTR 3 18,300 0 0
PARSONS CORPORATION COM 70202L102 25,689 635,252 SH   SOLE   619,930 0 15,322
PARTY CITY HOLDCO INC COM 702149105 85 14,741 SH   SOLE   14,741 0 0
PASSAGE BIO INC COM 702712100 1,764 100,965 SH   SOLE   100,965 0 0
PATRICK INDS INC COM 703343103 9,472 111,434 SH   SOLE   107,003 0 4,431
PATTERSON COS INC COM 703395103 71,781 2,246,649 SH   SOLE   2,200,148 0 46,501
PATTERSON-UTI ENERGY INC COM 703481101 187 26,231 SH   SOLE   26,231 0 0
PAVMED INC COM 70387R106 56 12,605 SH   SOLE   12,605 0 0
PAYCHEX INC COM 704326107 52,896 539,649 SH   SOLE   539,649 0 0
PAYCOM SOFTWARE INC COM 70432V102 46,433 125,473 SH   SOLE   67,633 0 57,840
PAYLOCITY HLDG CORP COM 70438V106 3,405 18,937 SH   SOLE   18,937 0 0
PAYPAL HLDGS INC COM 70450Y103 362,207 1,491,546 SH   SOLE   1,469,328 0 22,218
PEABODY ENGR CORP COM 704551100 46 14,996 SH   SOLE   14,996 0 0
PEBBLEBROOK HOTEL TR COM 70509V100 578 23,815 SH   SOLE   21,334 0 2,481
PEGASYSTEMS INC COM 705573103 662 5,794 SH   SOLE   5,783 0 11
PELOTON INTERACTIVE INC COM 70614W100 19,735 175,517 SH   SOLE   175,517 0 0
PENN NATL GAMING INC COM 707569109 15,128 144,296 SH   SOLE   134,952 0 9,344
PENNANT GROUP INC COM 70805E109 807 17,626 SH   SOLE   17,626 0 0
PENNANTPARK INVT CORP COM 708062104 62 10,893 SH   SOLE   10,893 0 0
PENNSYLVANIA REAL ESTATE INV COM 709102107 21 11,113 SH   SOLE   11,113 0 0
PENNYMAC MTG INVT TR COM 70931T103 1,998 101,934 SH   SOLE   101,934 0 0
PENNYMAC FINL SVCS INC NEW COM 70932M107 1,059 15,833 SH   SOLE   15,833 0 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 77,696 968,292 SH   SOLE   951,027 0 17,265
PENUMBRA INC COM 70975L107 2,494 9,219 SH   SOLE   9,219 0 0
PEOPLES BANCORP INC COM 709789101 1,526 46,000 SH   SOLE   42,600 0 3,400
PEOPLES UNITED FINANCIAL INC COM 712704105 30,421 1,699,500 SH   SOLE   1,658,313 0 41,187
PEPSICO INC COM 713448108 215,417 1,522,921 SH   SOLE   1,521,486 0 1,435
PERDOCEO ED CORP COM 71363P106 332 27,750 SH   SOLE   27,750 0 0
PERFICIENT INC COM 71375U101 11,852 201,840 SH   SOLE   200,717 0 1,123
PERFORMANCE FOOD GROUP CO COM 71377A103 163,015 2,829,636 SH   SOLE   2,770,990 0 58,646
PERKINELMER INC COM 714046109 18,073 140,877 SH   SOLE   140,877 0 0
PERSPECTA INC COM 715347100 1,013 34,885 SH   SOLE   34,885 0 0
PERSONALIS INC COM 71535D106 543 22,053 SH   SOLE   22,053 0 0
PETMED EXPRESS INC COM 716382106 2,138 60,783 SH   SOLE   60,783 0 0
PFIZER INC COM 717081103 162,047 4,472,727 SH   SOLE   4,470,622 0 2,105
PHIBRO ANIMAL HEALTH CORP COM 71742Q106 4,433 181,699 SH   SOLE   181,699 0 0
PHILIP MORRIS INTL INC COM 718172109 190,257 2,143,980 SH   SOLE   2,142,650 0 1,330
PHILLIPS 66 COM 718546104 74,407 912,518 SH   SOLE   911,393 0 1,125
PHOTRONICS INC COM 719405102 1,204 93,588 SH   SOLE   93,588 0 0
PHYSICIANS RLTY TR COM 71943U104 21,764 1,231,705 SH   SOLE   1,196,328 0 35,377
PHREESIA INC COM 71944F106 507 9,729 SH   SOLE   9,729 0 0
PIEDMONT OFFICE REALTY TR IN COM 720190206 1,660 95,550 SH   SOLE   95,550 0 0
PILGRIMS PRIDE CORP COM 72147K108 2,366 99,433 SH   SOLE   99,433 0 0
PINDUODUO INC ADR 722304102 14,786 110,442 SH   SOLE   110,442 0 0
PING IDENTITY HLDG CORP COM 72341T103 3,815 173,970 SH   SOLE   173,886 0 84
PINNACLE FINL PARTNERS INC COM 72346Q104 150,822 1,701,121 SH   SOLE   1,675,431 0 25,690
PINNACLE WEST CAP CORP COM 723484101 39,064 480,191 SH   SOLE   477,314 0 2,877
PINTEREST INC COM 72352L106 11,925 161,077 SH   SOLE   161,077 0 0
PIONEER NAT RES CO COM 723787107 206,442 1,299,849 SH   SOLE   1,135,523 0 164,326
PIONEER NAT RES CO COM 723787107 7,480 47,100 SH   OTR 4 47,100 0 0
PIONEER NAT RES CO COM 723787107 2,406 15,150 SH   OTR 3 15,150 0 0
PIPER SANDLER COMPANIES COM 724078100 21,314 194,381 SH   SOLE   188,611 0 5,770
PITNEY BOWES INC COM 724479100 430 52,230 SH   SOLE   52,230 0 0
PLANET FITNESS INC COM 72703H101 10,130 131,051 SH   SOLE   131,039 0 12
PLANET FITNESS INC COM 72703H101 5,285 68,370 SH   OTR 3 68,370 0 0
PLEXUS CORP COM 729132100 102,447 1,115,493 SH   SOLE   1,094,366 0 21,127
PLUG POWER INC COM 72919P202 55,304 1,543,062 SH   SOLE   1,487,132 0 55,930
PLUG POWER INC COM 72919P202 4,931 137,580 SH   OTR 3 137,580 0 0
PLYMOUTH INDL REIT INC COM 729640102 1,090 64,700 SH   SOLE   59,800 0 4,900
POLARIS INC COM 731068102 3,764 28,195 SH   SOLE   28,195 0 0
POOL CORP COM 73278L105 91,892 266,168 SH   SOLE   158,628 0 107,540
POOL CORP COM 73278L105 8,279 23,980 SH   OTR 3 23,980 0 0
POPULAR INC COM 733174700 1,983 28,194 SH   SOLE   28,194 0 0
PORTLAND GEN ELEC CO COM 736508847 16,071 338,561 SH   SOLE   329,921 0 8,640
PORTMAN RIDGE FIN CORP COM 73688F102 26 12,212 SH   SOLE   12,212 0 0
POST HLDGS INC COM 737446104 951 8,993 SH   SOLE   8,993 0 0
POTBELLY CORP COM 73754Y100 1,364 230,734 SH   SOLE   213,500 0 17,234
POSTAL REALTY TRUST INC COM 73757R102 435 25,301 SH   SOLE   25,301 0 0
POTLATCHDELTIC CORPORATION COM 737630103 2,153 40,677 SH   SOLE   40,677 0 0
POWELL INDS INC COM 739128106 3,888 114,780 SH   SOLE   114,780 0 0
POWER INTEGRATIONS INC COM 739276103 1,243 15,261 SH   SOLE   15,261 0 0
POWERFLEET INC COM 73931J109 1,213 147,577 SH   SOLE   147,577 0 0
PQ GROUP HLDGS INC COM 73943T103 390 23,381 SH   SOLE   23,381 0 0
PRECIGEN INC COM 74017N105 107 15,459 SH   SOLE   15,459 0 0
PREFERRED BK LOS ANGELES CA COM 740367404 2,883 45,275 SH   SOLE   45,275 0 0
PREFORMED LINE PRODS CO COM 740444104 2,841 41,325 SH   SOLE   41,325 0 0
PREMIER INC COM 74051N102 1,343 39,685 SH   SOLE   39,685 0 0
PREMIER FINANCIAL CORP COM 74052F108 2,745 82,512 SH   SOLE   77,212 0 5,300
PRESTIGE CONSMR HEALTHCARE I COM 74112D101 1,941 44,044 SH   SOLE   44,044 0 0
PRETIUM RES INC COM 74139C102 4,476 431,655 SH   SOLE   431,655 0 0
PRICE T ROWE GROUP INC COM 74144T108 74,035 431,438 SH   SOLE   430,344 0 1,094
PRICELINE GRP INC CONB 741503AX4 42,653 36,394,000 PRN   SOLE   5,584,000 0 30,810,000
PRICESMART INC COM 741511109 599 6,189 SH   SOLE   6,189 0 0
PRIMORIS SVCS CORP COM 74164F103 8,976 270,912 SH   SOLE   270,912 0 0
PRIMERICA INC COM 74164M108 44,061 298,072 SH   SOLE   292,858 0 5,214
PRIMIS FINANCIAL CORP COM 74167B109 1,226 84,350 SH   SOLE   78,000 0 6,350
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 20,023 333,946 SH   SOLE   333,946 0 0
PRO-DEX INC COLO COM 74265M205 1,379 51,178 SH   SOLE   48,338 0 2,840
PROASSURANCE CORP COM 74267C106 17,896 668,753 SH   SOLE   647,662 0 21,091
PROCTER AND GAMBLE CO COM 742718109 247,455 1,827,178 SH   SOLE   1,827,178 0 0
PROFIRE ENERGY INC COM 74316X101 1,020 927,220 SH   SOLE   867,700 0 59,520
PROG HOLDINGS INC COM 74319R101 40,917 945,201 SH   SOLE   913,323 0 31,878
PROG HOLDINGS INC COM 74319R101 3,384 78,170 SH   OTR 3 78,170 0 0
PROGRESS SOFTWARE CORP COM 743312100 1,089 24,720 SH   SOLE   24,720 0 0
PROGRESSIVE CORP COM 743315103 55,115 576,455 SH   SOLE   576,455 0 0
Progyny Inc COM 74340E103 403 9,059 SH   SOLE   9,059 0 0
PROLOGIS INC. COM 74340W103 55,614 524,655 SH   SOLE   523,793 0 862
PROOFPOINT INC COM 743424103 37,417 297,461 SH   SOLE   179,371 0 118,090
PROOFPOINT INC COM 743424103 5,705 45,350 SH   OTR 3 45,350 0 0
PROPETRO HLDG CORP COM 74347M108 26,408 2,477,292 SH   SOLE   2,392,675 0 84,617
PROSPECT CAP CORP COM 74348T102 351 45,739 SH   SOLE   45,739 0 0
PROSPERITY BANCSHARES INC COM 743606105 259,334 3,462,865 SH   SOLE   3,351,365 0 111,500
PROSPERITY BANCSHARES INC COM 743606105 15,352 205,000 SH   OTR 4 205,000 0 0
PROSPERITY BANCSHARES INC COM 743606105 5,534 73,900 SH   OTR 3 73,900 0 0
PROTO LABS INC COM 743713109 284 2,331 SH   SOLE   2,331 0 0
PROVIDENT FINL SVCS INC COM 74386T105 5,172 232,177 SH   SOLE   232,177 0 0
PRUDENTIAL FINL INC COM 744320102 21,485 235,835 SH   SOLE   235,835 0 0
PSYCHEMEDICS CORP COM 744375205 56 8,990 SH   SOLE   0 0 8,990
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 28,472 472,885 SH   SOLE   472,885 0 0
PUBLIC STORAGE COM 74460D109 21,243 86,089 SH   SOLE   85,924 0 165
PULMONX CORP COM 745848101 1,458 31,884 SH   SOLE   31,884 0 0
PULTE GROUP INC COM 745867101 30,594 583,411 SH   SOLE   583,193 0 218
PURE STORAGE INC COM 74624M102 296 13,740 SH   SOLE   13,740 0 0
PURPLE INNOVATION INC COM 74640Y106 37,451 1,183,259 SH   SOLE   1,163,109 0 20,150
QCR HOLDINGS INC COM 74727A104 1,879 39,800 SH   SOLE   37,270 0 2,530
QAD INC COM 74727D306 1,660 24,932 SH   SOLE   24,932 0 0
QUAKER CHEM CORP COM 747316107 410 1,682 SH   SOLE   1,682 0 0
QTS RLTY TR INC COM 74736A103 844 13,608 SH   SOLE   13,608 0 0
QORVO INC COM 74736K101 30,146 165,000 SH   SOLE   163,637 0 1,363
Q2 HLDGS INC COM 74736L109 50,848 507,468 SH   SOLE   491,518 0 15,950
Q2 HLDGS INC COM 74736L109 9,319 93,000 SH   OTR 3 93,000 0 0
QUALCOMM INC COM 747525103 143,449 1,081,902 SH   SOLE   1,081,902 0 0
QUALYS INC COM 74758T303 514 4,905 SH   SOLE   4,905 0 0
QUALTRICS INTL INC COM 747601201 764 23,200 SH   SOLE   23,200 0 0
QUANEX BUILDING PRODUCTS COR COM 747619104 744 28,371 SH   SOLE   28,371 0 0
QUANTA SVCS INC COM 74762E102 21,085 239,651 SH   SOLE   235,270 0 4,381
QUANTERIX CORP COM 74766Q101 37,842 647,205 SH   SOLE   624,345 0 22,860
QUANTERIX CORP COM 74766Q101 3,265 55,840 SH   OTR 3 55,840 0 0
QUEST DIAGNOSTICS INC COM 74834L100 351,848 2,741,528 SH   SOLE   2,665,344 0 76,184
QUEST DIAGNOSTICS INC COM 74834L100 17,326 135,000 SH   OTR 4 135,000 0 0
QUEST DIAGNOSTICS INC COM 74834L100 6,199 48,300 SH   OTR 3 48,300 0 0
QUIDEL CORP COM 74838J101 1,171 9,153 SH   SOLE   9,153 0 0
QUINSTREET INC COM 74874Q100 975 48,017 SH   SOLE   48,017 0 0
QUOTIENT TECHNOLOGY INC COM 749119103 201 12,325 SH   SOLE   12,325 0 0
QURATE RETAIL INC COM 74915M100 2,904 246,915 SH   SOLE   246,915 0 0
R1 RCM INC COM 749397105 1,327 53,788 SH   SOLE   53,788 0 0
RF INDS LTD COM 749552105 73 11,970 SH   SOLE   0 0 11,970
RLI CORP COM 749607107 24,031 215,392 SH   SOLE   209,786 0 5,606
RLJ LODGING TR COM 74965L101 415 26,802 SH   SOLE   26,802 0 0
RPC INC COM 749660106 11,829 2,190,583 SH   SOLE   2,185,909 0 4,674
RMR GROUP INC COM 74967R106 4,175 102,301 SH   SOLE   102,301 0 0
RH COM 74967X103 3,447 5,778 SH   SOLE   5,778 0 0
RPM INTL INC COM 749685103 12,923 140,694 SH   SOLE   140,694 0 0
RPT REALTY COM 74971D101 1,524 133,511 SH   SOLE   133,511 0 0
RADIAN GROUP INC COM 750236101 69,987 3,010,179 SH   SOLE   717,954 0 2,292,225
RADIANT LOGISTICS INC COM 75025X100 163 23,434 SH   SOLE   23,434 0 0
RADNET INC COM 750491102 2,651 121,880 SH   SOLE   116,612 0 5,268
RAMBUS INC DEL COM 750917106 1,357 69,812 SH   SOLE   69,812 0 0
RALPH LAUREN CORP COM 751212101 12,983 105,414 SH   SOLE   101,574 0 3,840
RANDOLPH BANCORP INC COM 752378109 2,963 148,128 SH   SOLE   148,128 0 0
RANGE RES CORP COM 75281A109 928 89,827 SH   SOLE   89,827 0 0
RAPID7 INC COM 753422104 556 7,447 SH   SOLE   7,447 0 0
RAVEN INDS INC COM 754212108 459 11,967 SH   SOLE   11,967 0 0
RAYMOND JAMES FINL INC COM 754730109 7,546 61,567 SH   SOLE   61,567 0 0
RAYONIER INC COM 754907103 80,943 2,509,851 SH   SOLE   2,467,476 0 42,375
RAYONIER ADVANCED MATLS INC COM 75508B104 145 15,955 SH   SOLE   15,955 0 0
Raytheon Technologies Corp COM 75513E101 67,269 870,567 SH   SOLE   870,567 0 0
RBC BEARINGS INC COM 75524B104 6,346 32,254 SH   SOLE   32,178 0 76
RE MAX HLDGS INC COM 75524W108 4,615 117,153 SH   SOLE   117,153 0 0
READY CAPITAL CORP COM 75574U101 698 51,993 SH   SOLE   51,993 0 0
REALOGY HLDGS CORP COM 75605Y106 501 33,125 SH   SOLE   33,125 0 0
REALPAGE INC COM 75606N109 1,359 15,586 SH   SOLE   15,586 0 0
REALTY INCOME CORP COM 756109104 24,045 378,673 SH   SOLE   372,750 0 5,923
REATA PHARMACEUTICALS INC COM 75615P103 1,327 13,314 SH   SOLE   13,314 0 0
RED ROBIN GOURMET BURGERS IN COM 75689M101 9,579 240,147 SH   SOLE   239,668 0 479
RED ROCK RESORTS INC COM 75700L108 304 9,339 SH   SOLE   9,339 0 0
REDFIN CORP COM 75737F108 1,483 22,270 SH   SOLE   22,270 0 0
REDWOOD TR INC COM 758075402 230 22,115 SH   SOLE   15,115 0 7,000
REEDS INC COM 758338107 13 11,480 SH   SOLE   11,480 0 0
REGAL BELOIT CORP COM 758750103 2,179 15,272 SH   SOLE   15,272 0 0
REGENCY CTRS CORP COM 758849103 8,303 146,407 SH   SOLE   146,407 0 0
REGENERON PHARMACEUTICALS COM 75886F107 39,347 83,161 SH   SOLE   82,710 0 451
REGULUS THERAPEUTICS INC COM 75915K200 3,474 2,227,199 SH   SOLE   2,227,199 0 0
REGIONS FINANCIAL CORP NEW COM 7591EP100 56,265 2,723,411 SH   SOLE   2,700,727 0 22,684
REINSURANCE GRP OF AMERICA I COM 759351604 89,983 713,867 SH   SOLE   95,175 0 618,692
RELAY THERAPEUTICS INC COM 75943R102 248 7,164 SH   SOLE   7,164 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 306,261 2,011,036 SH   SOLE   1,948,131 0 62,905
RELIANCE STEEL & ALUMINUM CO COM 759509102 17,361 114,000 SH   OTR 4 114,000 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 5,939 39,000 SH   OTR 3 39,000 0 0
REMARK HLDGS INC COM 75955K102 33 14,388 SH   SOLE   14,388 0 0
Renasant Corp COM 75970E107 136,833 3,306,760 SH   SOLE   3,242,539 0 64,221
RENEWABLE ENERGY GROUP INC COM 75972A301 14,980 226,827 SH   SOLE   225,957 0 870
REPLIGEN CORP COM 759916109 4,966 25,546 SH   SOLE   25,546 0 0
RENT A CTR INC NEW COM 76009N100 17,425 302,202 SH   SOLE   289,163 0 13,039
REPAY HLDGS CORP COM 76029L100 46,729 1,990,164 SH   SOLE   1,915,264 0 74,900
REPAY HLDGS CORP COM 76029L100 4,340 184,850 SH   OTR 3 184,850 0 0
REPLIMUNE GROUP INC COM 76029N106 29,704 973,582 SH   SOLE   935,872 0 37,710
REPLIMUNE GROUP INC COM 76029N106 2,802 91,840 SH   OTR 3 91,840 0 0
REPUBLIC SVCS INC COM 760759100 192,469 1,937,278 SH   SOLE   1,882,316 0 54,962
REPUBLIC SVCS INC COM 760759100 8,942 90,000 SH   OTR 4 90,000 0 0
REPUBLIC SVCS INC COM 760759100 3,199 32,200 SH   OTR 3 32,200 0 0
RESMED INC COM 761152107 56,214 289,736 SH   SOLE   163,156 0 126,580
RESIDEO TECHNOLOGIES INC COM 76118Y104 1,660 58,747 SH   SOLE   58,747 0 0
RESOURCES CONNECTION INC COM 76122Q105 4,320 319,028 SH   SOLE   319,028 0 0
RETRACTABLE TECHNOLOGIES INC COM 76129W105 3,941 307,441 SH   SOLE   307,441 0 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 1,773 111,708 SH   SOLE   111,124 0 584
RETAIL PPTYS AMER INC COM 76131V202 365 34,867 SH   SOLE   34,867 0 0
REVANCE THERAPEUTICS INC COM 761330109 285 10,202 SH   SOLE   10,202 0 0
REVOLUTION MEDICINES INC COM 76155X100 31,753 692,074 SH   SOLE   665,954 0 26,120
REVOLUTION MEDICINES INC COM 76155X100 2,927 63,790 SH   OTR 3 63,790 0 0
REVOLVE GROUP INC COM 76156B107 222 4,948 SH   SOLE   4,948 0 0
REX AMERICAN RES CORP COM 761624105 2,276 27,034 SH   SOLE   25,764 0 1,270
REXNORD CORP COM 76169B102 40,747 865,303 SH   SOLE   838,294 0 27,009
REXFORD INDL RLTY INC COM 76169C100 2,654 52,653 SH   SOLE   51,755 0 898
REYNOLDS CONSUMER PRODS INC COM 76171L106 264 8,858 SH   SOLE   8,858 0 0
RIBBON COMMUNICATIONS INC COM 762544104 267 32,484 SH   SOLE   32,484 0 0
RIGEL PHARMACEUTICALS INC COM 766559603 75 21,825 SH   SOLE   21,825 0 0
RIMINI STR INC DEL COM 76674Q107 124 13,830 SH   SOLE   0 0 13,830
RINGCENTRAL INC COM 76680R206 257,207 863,459 SH   SOLE   591,374 0 272,085
RINGCENTRAL INC COM 76680R206 11,856 39,800 SH   OTR 3 39,800 0 0
RIOT BLOCKCHAIN INC COM 767292105 520 9,764 SH   SOLE   9,764 0 0
RITCHIE BROS AUCTIONEERS COM 767744105 26,786 457,490 SH   SOLE   164,420 0 293,070
RITE AID CORP COM 767754872 338 16,504 SH   SOLE   15,549 0 955
ROBERT HALF INTL INC COM 770323103 35,614 456,175 SH   SOLE   443,369 0 12,806
ROCKET COS INC COM 77311W101 2,263 98,009 SH   SOLE   98,009 0 0
ROCKET PHARMACEUTICALS INC COM 77313F106 396 8,933 SH   SOLE   8,933 0 0
ROCKWELL AUTOMATION INC COM 773903109 58,283 219,571 SH   SOLE   219,571 0 0
ROCKWELL MED INC COM 774374102 15 13,223 SH   SOLE   13,223 0 0
ROCKY BRANDS INC COM 774515100 397 7,340 SH   SOLE   0 0 7,340
ROGERS CORP COM 775133101 5,426 28,829 SH   SOLE   28,734 0 95
ROKU INC COM 77543R102 60,344 185,236 SH   SOLE   99,516 0 85,720
ROLLINS INC COM 775711104 14,915 433,324 SH   SOLE   427,729 0 5,595
ROPER TECHNOLOGIES INC COM 776696106 104,603 259,342 SH   SOLE   43,142 0 216,200
ROSS STORES INC COM 778296103 468,527 3,907,325 SH   SOLE   2,592,825 0 1,314,500
ROSS STORES INC COM 778296103 16,667 139,000 SH   OTR 4 139,000 0 0
ROSS STORES INC COM 778296103 5,996 50,000 SH   OTR 3 50,000 0 0
ROYAL DUTCH SHELL PLC ADR 780259206 1,265 32,263 SH   SOLE   32,263 0 0
ROYAL GOLD INC COM 780287108 19,036 176,884 SH   SOLE   176,884 0 0
RUBIUS THERAPEUTICS INC COM 78116T103 29,072 1,097,047 SH   SOLE   1,054,687 0 42,360
RUBIUS THERAPEUTICS INC COM 78116T103 2,750 103,770 SH   OTR 3 103,770 0 0
RUSH ENTERPRISES INC COM 781846209 4,966 99,662 SH   SOLE   98,202 0 1,460
RUTHS HOSPITALITY GROUP INC COM 783332109 4,976 200,410 SH   SOLE   198,060 0 2,350
RYDER SYS INC COM 783549108 33,381 441,264 SH   SOLE   432,018 0 9,246
RYMAN HOSPITALITY PPTYS INC COM 78377T107 692 8,933 SH   SOLE   8,933 0 0
S & T BANCORP INC COM 783859101 5,706 170,333 SH   SOLE   170,333 0 0
S&P GLOBAL INC COM 78409V104 78,548 222,600 SH   SOLE   222,600 0 0
SBA COMMUNICATIONS CORP NEW COM 78410G104 194,228 699,797 SH   SOLE   169,261 0 530,536
SEI INVTS CO COM 784117103 13,553 222,430 SH   SOLE   222,430 0 0
SJW GROUP COM 784305104 5,220 82,865 SH   SOLE   82,865 0 0
SL GREEN RLTY CORP COM 78440X804 791 11,303 SH   SOLE   11,154 0 149
SLM CORP COM 78442P106 99,921 5,560,444 SH   SOLE   173,457 0 5,386,987
SM ENERGY CO COM 78454L100 241 14,727 SH   SOLE   14,727 0 0
SPDR S&P 500 ETF TR ETF 78462F103 6,089 15,363 SH   SOLE   15,363 0 0
SPX CORP COM 784635104 607 10,416 SH   SOLE   10,416 0 0
SPS COMM INC COM 78463M107 1,180 11,887 SH   SOLE   11,887 0 0
SPDR GOLD TR ETF 78463V107 14,526 90,811 SH   SOLE   90,811 0 0
SPDR INDEX SHS FDS ETF 78463X756 9,126 164,766 SH   SOLE   164,766 0 0
SPDR SER TR ETF 78464A284 475 8,000 SH   SOLE   8,000 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 24,224 346,696 SH   SOLE   330,659 0 16,037
SPDR S&P MIDCAP 400 ETF TR ETF 78467Y107 35,721 75,037 SH   SOLE   27,347 0 47,690
SPDR SER TR ETF 78468R622 22,966 211,085 SH   SOLE   210,919 0 166
SPDR SER TR ETF 78468R739 359 7,251 SH   SOLE   0 0 7,251
SP PLUS CORP COM 78469C103 2,820 86,005 SH   SOLE   77,790 0 8,215
SPX FLOW INC COM 78469X107 498 7,859 SH   SOLE   7,859 0 0
SSR MNG INC COM 784730103 11,469 803,122 SH   SOLE   803,122 0 0
SVB FINANCIAL GROUP COM 78486Q101 240,240 486,650 SH   SOLE   63,644 0 423,006
SVMK INC COM 78489X103 301 16,405 SH   SOLE   16,405 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 2,769 159,480 SH   SOLE   159,480 0 0
SABRE CORP COM 78573M104 702 47,424 SH   SOLE   47,424 0 0
SAFEHOLD INC COM 78645L100 890 12,702 SH   SOLE   12,702 0 0
SAFETY INS GROUP INC COM 78648T100 6,834 81,124 SH   SOLE   81,124 0 0
SAGE THERAPEUTICS INC COM 78667J108 48,652 649,994 SH   SOLE   481,414 0 168,580
SAGE THERAPEUTICS INC COM 78667J108 2,920 39,010 SH   OTR 3 39,010 0 0
SAIA INC COM 78709Y105 138,211 599,407 SH   SOLE   579,970 0 19,437
SAIA INC COM 78709Y105 7,711 33,440 SH   OTR 3 33,440 0 0
SAILPOINT TECHNOLOGIES HLDGS COM 78781P105 1,023 20,193 SH   SOLE   20,193 0 0
ST JOE CO COM 790148100 1,606 37,427 SH   SOLE   37,427 0 0
SALESFORCE COM INC COM 79466L302 68,539 323,496 SH   SOLE   323,496 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 536 26,619 SH   SOLE   26,619 0 0
SANDERSON FARMS INC COM 800013104 131,804 846,094 SH   SOLE   831,437 0 14,657
SANDY SPRING BANCORP INC COM 800363103 576 13,253 SH   SOLE   13,253 0 0
SANFILIPPO JOHN B & SON INC COM 800422107 503 5,562 SH   SOLE   5,562 0 0
SANGAMO THERAPEUTICS INC COM 800677106 225 17,921 SH   SOLE   17,921 0 0
SANMINA CORPORATION COM 801056102 4,708 113,775 SH   SOLE   113,775 0 0
SANTANDER CONSUMER USA HLDGS COM 80283M101 11,008 406,797 SH   SOLE   406,797 0 0
SAREPTA THERAPEUTICS INC COM 803607100 750 10,064 SH   SOLE   10,064 0 0
SAVARA INC COM 805111101 29 14,126 SH   SOLE   14,126 0 0
SCANSOURCE INC COM 806037107 57,176 1,909,048 SH   SOLE   1,877,223 0 31,825
HENRY SCHEIN INC COM 806407102 3,777 54,546 SH   SOLE   54,546 0 0
SCHLUMBERGER LTD COM 806857108 14,148 520,367 SH   SOLE   508,348 0 12,019
SCHNITZER STEEL INDS INC COM 806882106 6,263 149,878 SH   SOLE   147,828 0 2,050
SCHNEIDER NATIONAL INC COM 80689H102 1,584 63,429 SH   SOLE   63,429 0 0
SCHOLAR ROCK HLDG CORP COM 80706P103 31,680 625,327 SH   SOLE   602,517 0 22,810
SCHOLAR ROCK HLDG CORP COM 80706P103 2,835 55,970 SH   OTR 3 55,970 0 0
SCHRODINGER INC COM 80810D103 377 4,938 SH   SOLE   4,938 0 0
SCHWAB CHARLES CORP COM 808513105 104,278 1,599,842 SH   SOLE   619,202 0 980,640
SCHWAB STRATEGIC TR ETF 808524730 146,022 4,748,681 SH   SOLE   4,748,681 0 0
SCHWAB STRATEGIC TR ETF 808524748 37,542 1,002,200 SH   SOLE   1,002,200 0 0
SCHWAB STRATEGIC TR ETF 808524755 320,626 9,988,341 SH   SOLE   9,988,341 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 5,738 117,166 SH   SOLE   117,166 0 0
SCIENCE APPLICATIONS INTL CO COM 808625107 833 9,968 SH   SOLE   9,968 0 0
SCIENTIFIC GAMES CORP COM 80874P109 501 13,007 SH   SOLE   13,007 0 0
SCIPLAY CORPORATION COM 809087109 237 14,675 SH   SOLE   14,675 0 0
SCOTTS MIRACLE-GRO CO COM 810186106 103,145 421,048 SH   SOLE   324,044 0 97,004
SCRIPPS E W CO OHIO COM 811054402 72,699 3,772,632 SH   SOLE   3,704,292 0 68,340
SCULPTOR CAP MGMT COM 811246107 2,880 131,606 SH   SOLE   131,606 0 0
SEA LTD ADR 81141R100 15,383 68,913 SH   SOLE   43,674 0 25,239
SEACOAST BKG CORP FLA COM 811707801 487 13,450 SH   SOLE   13,450 0 0
SEAGEN INC COM 81181C104 19,815 142,698 SH   SOLE   142,698 0 0
SEACOR HOLDINGS INC COM 811904101 2,885 70,795 SH   SOLE   70,795 0 0
SEALED AIR CORP NEW COM 81211K100 81,027 1,768,387 SH   SOLE   1,768,387 0 0
SEAWORLD ENTMT INC COM 81282V100 317 6,377 SH   SOLE   6,377 0 0
SECUREWORKS CORP COM 81374A105 164 12,292 SH   SOLE   12,292 0 0
SEELOS THERAPEUTICS INC COM 81577F109 54 10,770 SH   SOLE   10,770 0 0
SELECT MED HLDGS CORP COM 81619Q105 33,631 986,224 SH   SOLE   961,382 0 24,842
SELECTA BIOSCIENCES INC COM 816212104 60 13,163 SH   SOLE   13,163 0 0
SELECTIVE INS GROUP INC COM 816300107 70,591 973,131 SH   SOLE   956,931 0 16,200
SELECTQUOTE INC COM 816307300 516 17,489 SH   SOLE   17,489 0 0
SEMTECH CORP COM 816850101 2,642 38,293 SH   SOLE   38,293 0 0
SEMPRA ENERGY COM 816851109 90,944 685,956 SH   SOLE   257,344 0 428,612
SENSIENT TECHNOLOGIES CORP COM 81725T100 607 7,780 SH   SOLE   7,780 0 0
SENSEONICS HLDGS INC COM 81727U105 112 42,352 SH   SOLE   42,352 0 0
SERES THERAPEUTICS INC COM 81750R102 468 22,741 SH   SOLE   22,741 0 0
SERVICE CORP INTL COM 817565104 6,832 133,822 SH   SOLE   133,799 0 23
SERVICE PPTYS TR COM 81761L102 318 26,778 SH   SOLE   26,778 0 0
SERVICENOW INC COM 81762P102 148,792 297,519 SH   SOLE   287,139 0 10,380
SERVICENOW INC CONB 81762PAC6 2,296 620,000 PRN   SOLE   620,000 0 0
SERVISFIRST BANCSHARES INC COM 81768T108 9,940 162,073 SH   SOLE   159,957 0 2,116
SESEN BIO INC COM 817763105 63 24,158 SH   SOLE   24,158 0 0
SHAKE SHACK INC COM 819047101 292 2,591 SH   SOLE   2,591 0 0
SHATTUCK LABS INC COM 82024L103 1,699 58,110 SH   SOLE   58,110 0 0
SHENANDOAH TELECOMMUNICATION COM 82312B106 1,116 22,871 SH   SOLE   22,871 0 0
SHERWIN WILLIAMS CO COM 824348106 55,407 75,076 SH   SOLE   75,076 0 0
SHIFT4 PMTS INC COM 82452J109 44,046 537,085 SH   SOLE   517,845 0 19,240
SHIFT4 PMTS INC COM 82452J109 7,838 95,570 SH   OTR 3 95,570 0 0
SHOE CARNIVAL INC COM 824889109 13,302 214,952 SH   SOLE   207,862 0 7,090
SHOCKWAVE MED INC COM 82489T104 869 6,671 SH   SOLE   6,671 0 0
SHOALS TECHNOLOGIES GROUP IN COM 82489W107 433 12,450 SH   SOLE   12,450 0 0
SHOPIFY INC COM 82509L107 52,578 47,517 SH   SOLE   45,424 0 2,093
SHUTTERSTOCK INC COM 825690100 283 3,180 SH   SOLE   3,180 0 0
SHYFT GROUP INC COM 825698103 4,097 110,134 SH   SOLE   107,834 0 2,300
SIGILON THERAPEUTICS INC COM 82657L107 1,454 65,070 SH   SOLE   65,070 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 3,493 15,449 SH   SOLE   15,449 0 0
SIGA TECHNOLOGIES INC COM 826917106 295 45,346 SH   SOLE   45,346 0 0
SILICON LABORATORIES INC COM 826919102 53,150 376,763 SH   SOLE   360,993 0 15,770
SILICON LABORATORIES INC COM 826919102 5,409 38,340 SH   OTR 3 38,340 0 0
SILGAN HOLDINGS INC COM 827048109 79,629 1,894,594 SH   SOLE   1,862,140 0 32,454
SILK RD MED INC COM 82710M100 35,598 702,823 SH   SOLE   675,163 0 27,660
SILK RD MED INC COM 82710M100 3,422 67,570 SH   OTR 3 67,570 0 0
SILVERCREST ASSET MGMT GROUP COM 828359109 915 63,628 SH   SOLE   63,628 0 0
SILVERBACK THERAPEUTICS INC COM 82835W108 1,347 30,870 SH   SOLE   30,870 0 0
SILVERGATE CAP CORP COM 82837P408 266 1,874 SH   SOLE   1,874 0 0
SIMMONS 1ST NATL CORP COM 828730200 567 19,096 SH   SOLE   19,096 0 0
SIMON PPTY GROUP INC NEW COM 828806109 20,962 184,252 SH   SOLE   177,837 0 6,415
SIMPLY GOOD FOODS CO COM 82900L102 19,617 644,874 SH   SOLE   624,110 0 20,764
SIMPSON MFG INC COM 829073105 45,156 435,326 SH   SOLE   417,215 0 18,111
SIMPSON MFG INC COM 829073105 4,586 44,210 SH   OTR 3 44,210 0 0
SIMULATIONS PLUS INC COM 829214105 1,048 16,571 SH   SOLE   16,571 0 0
SINCLAIR BROADCAST GROUP INC COM 829226109 350 11,978 SH   SOLE   11,978 0 0
SIRIUS XM HOLDINGS INC COM 82968B103 47,482 7,796,757 SH   SOLE   7,796,757 0 0
SITE CTRS CORP COM 82981J109 38,387 2,830,919 SH   SOLE   2,759,303 0 71,616
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 95,334 558,358 SH   SOLE   539,938 0 18,420
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 17,434 102,110 SH   OTR 3 102,110 0 0
SITIME CORP COM 82982T106 15,991 162,175 SH   SOLE   162,175 0 0
SITIME CORP COM 82982T106 5,215 52,890 SH   OTR 3 52,890 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 540 11,624 SH   SOLE   11,624 0 0
SIXTH STREET SPECIALTY LENDN COM 83012A109 223 10,626 SH   SOLE   10,626 0 0
SKECHERS U S A INC COM 830566105 631 15,121 SH   SOLE   15,121 0 0
SKYLINE CHAMPION CORPORATION COM 830830105 42,173 931,785 SH   SOLE   895,815 0 35,970
SKYLINE CHAMPION CORPORATION COM 830830105 3,980 87,930 SH   OTR 3 87,930 0 0
SKYWEST INC COM 830879102 43,413 796,866 SH   SOLE   785,072 0 11,794
SKYWORKS SOLUTIONS INC COM 83088M102 251,757 1,372,126 SH   SOLE   818,712 0 553,414
SKYWORKS SOLUTIONS INC COM 83088M102 6,403 34,900 SH   OTR 4 34,900 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 1,982 10,800 SH   OTR 3 10,800 0 0
SLACK TECHNOLOGIES INC COM 83088V102 5,071 124,818 SH   SOLE   124,818 0 0
SLEEP NUMBER CORP COM 83125X103 6,058 42,221 SH   SOLE   42,175 0 46
SMITH & WESSON BRANDS INC COM 831754106 909 52,072 SH   SOLE   52,072 0 0
SMITH A O CORP COM 831865209 86,666 1,281,850 SH   SOLE   94,650 0 1,187,200
SMARTFINANCIAL INC COM 83190L208 1,316 60,800 SH   SOLE   56,200 0 4,600
SMILEDIRECTCLUB INC COM 83192H106 78,284 7,593,007 SH   SOLE   5,646,447 0 1,946,560
SMILEDIRECTCLUB INC COM 83192H106 8,978 870,820 SH   OTR 3 870,820 0 0
SMARTSHEET INC COM 83200N103 2,834 44,336 SH   SOLE   44,336 0 0
SMITH MICRO SOFTWARE INC COM 832154207 84 15,280 SH   SOLE   0 0 15,280
SMUCKER J M CO COM 832696405 43,678 345,198 SH   SOLE   345,198 0 0
SNAP ON INC COM 833034101 65,150 282,354 SH   SOLE   130,454 0 151,900
SNAP INC COM 83304A106 69,035 1,320,237 SH   SOLE   1,288,023 0 32,214
SNAP INC CONB 83304AAB2 17,686 7,500,000 PRN   SOLE   1,595,000 0 5,905,000
SNOWFLAKE INC COM 833445109 2,992 13,048 SH   SOLE   13,048 0 0
SLR INVESTMENT CORP COM 83413U100 1,802 101,470 SH   SOLE   101,470 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 1,005 3,496 SH   SOLE   3,496 0 0
SOLARWINDS CORP COM 83417Q105 607 34,790 SH   SOLE   34,790 0 0
SOLARIS OILFIELD INFRASTRUCT COM 83418M103 1,294 105,454 SH   SOLE   91,600 0 13,854
SONIC AUTOMOTIVE INC COM 83545G102 61,394 1,238,533 SH   SOLE   1,217,683 0 20,850
SONOCO PRODS CO COM 835495102 117,887 1,862,351 SH   SOLE   1,832,226 0 30,125
SONOS INC COM 83570H108 11,501 306,928 SH   SOLE   306,663 0 265
SORRENTO THERAPEUTICS INC COM 83587F202 398 48,072 SH   SOLE   48,072 0 0
SOTERA HEALTH CO COM 83601L102 326 13,044 SH   SOLE   13,044 0 0
SOUTH JERSEY INDS INC COM 838518108 7,528 333,388 SH   SOLE   333,388 0 0
SOUTH ST CORP COM 840441109 127,886 1,628,915 SH   SOLE   1,604,380 0 24,535
SOUTHERN CO COM 842587107 50,806 817,344 SH   SOLE   817,344 0 0
SOUTHERN CO CONB 842587602 67,183 1,319,122 PRN   SOLE   415,302 0 903,820
SOUTHERN COPPER CORP COM 84265V105 2,660 39,195 SH   SOLE   39,195 0 0
SOUTHSIDE BANCSHARES INC COM 84470P109 5,513 143,157 SH   SOLE   143,157 0 0
SOUTHWEST AIRLS CO COM 844741108 22,611 370,313 SH   SOLE   348,481 0 21,832
SOUTHWEST AIRLS CO CONB 844741BG2 117,513 68,446,000 PRN   SOLE   18,844,000 0 49,602,000
SOUTHWEST GAS HLDGS INC COM 844895102 621 9,033 SH   SOLE   9,033 0 0
SOUTHWESTERN ENERGY CO COM 845467109 2,269 487,850 SH   SOLE   487,850 0 0
SPARTANNASH CO COM 847215100 3,899 198,610 SH   SOLE   198,610 0 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 64 19,677 SH   SOLE   19,677 0 0
SPECTRUM BRANDS HLDGS INC NE COM 84790A105 518 6,094 SH   SOLE   6,094 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM 848574109 793 16,290 SH   SOLE   16,290 0 0
SPIRIT AIRLS INC COM 848577102 23,912 648,008 SH   SOLE   627,723 0 20,285
SPIRE INC COM 84857L101 24,239 328,041 SH   SOLE   315,855 0 12,186
SPIRIT RLTY CAP INC NEW COM 84860W300 9,010 211,988 SH   SOLE   211,988 0 0
SPIRIT RLTY CAP INC NEW CONB 84860WAB8 53,450 52,530,000 PRN   SOLE   11,487,000 0 41,043,000
SPLUNK INC COM 848637104 15,021 110,870 SH   SOLE   110,870 0 0
SPORTSMANS WHSE HLDGS INC COM 84920Y106 515 29,860 SH   SOLE   29,860 0 0
SPRINGWORKS THERAPEUTICS INC COM 85205L107 57,207 777,575 SH   SOLE   749,905 0 27,670
SPRINGWORKS THERAPEUTICS INC COM 85205L107 4,980 67,690 SH   OTR 3 67,690 0 0
SPROUTS FMRS MKT INC COM 85208M102 3,030 113,816 SH   SOLE   113,816 0 0
SPROUT SOCIAL INC COM 85209W109 374 6,471 SH   SOLE   6,471 0 0
SQUARE INC COM 852234103 77,961 343,367 SH   SOLE   282,907 0 60,460
SQUARE INC CONB 852234AD5 14,867 5,095,000 PRN   SOLE   20,000 0 5,075,000
STAAR SURGICAL CO COM 852312305 8,081 76,662 SH   SOLE   76,490 0 172
STAG INDL INC COM 85254J102 34,811 1,035,715 SH   SOLE   1,004,145 0 31,570
STAMPS COM INC COM 852857200 781 3,914 SH   SOLE   3,544 0 370
STANDARD MTR PRODS INC COM 853666105 389 9,361 SH   SOLE   9,361 0 0
STANDEX INTL CORP COM 854231107 440 4,600 SH   SOLE   4,600 0 0
STANLEY BLACK & DECKER INC COM 854502101 13,961 69,921 SH   SOLE   69,921 0 0
STANLEY BLACK & DECKER INC CONB 854502846 82,904 702,691 PRN   SOLE   248,933 0 453,758
STARBUCKS CORP COM 855244109 97,891 895,866 SH   SOLE   895,866 0 0
STATE AUTO FINL CORP COM 855707105 39,293 1,993,575 SH   SOLE   1,959,625 0 33,950
STARWOOD PPTY TR INC COM 85571B105 15,930 643,909 SH   SOLE   623,032 0 20,877
STARWOOD PPTY TR INC CONB 85571BAH8 6,600 6,335,000 PRN   SOLE   0 0 6,335,000
STATE STR CORP COM 857477103 44,620 531,122 SH   SOLE   526,818 0 4,304
STEEL DYNAMICS INC COM 858119100 349,287 6,881,144 SH   SOLE   6,677,096 0 204,048
STEEL DYNAMICS INC COM 858119100 18,385 362,200 SH   OTR 4 362,200 0 0
STEEL DYNAMICS INC COM 858119100 6,330 124,700 SH   OTR 3 124,700 0 0
STEELCASE INC COM 858155203 25,739 1,788,663 SH   SOLE   1,747,319 0 41,344
STEPAN CO COM 858586100 5,184 40,789 SH   SOLE   40,706 0 83
STERICYCLE INC COM 858912108 804 11,907 SH   SOLE   11,907 0 0
STEREOTAXIS INC COM 85916J409 74 11,014 SH   SOLE   11,014 0 0
STERLING BANCORP DEL COM 85917A100 41,176 1,788,717 SH   SOLE   1,737,256 0 51,461
STERLING CONSTR INC COM 859241101 1,120 48,278 SH   SOLE   48,278 0 0
STEWART INFORMATION SVCS COR COM 860372101 80,202 1,541,454 SH   SOLE   1,515,854 0 25,600
STIFEL FINL CORP COM 860630102 61,716 963,410 SH   SOLE   944,007 0 19,403
STITCH FIX INC COM 860897107 221 4,459 SH   SOLE   4,459 0 0
STMICROELECTRONICS N V ADR 861012102 41,561 1,084,282 SH   SOLE   1,084,282 0 0
STOCK YDS BANCORP INC COM 861025104 582 11,408 SH   SOLE   11,408 0 0
STOKE THERAPEUTICS INC COM 86150R107 2,403 61,859 SH   SOLE   61,859 0 0
STONERIDGE INC COM 86183P102 120 3,760 SH   SOLE   0 0 3,760
STONEMOR INC COM 86184W106 35 18,384 SH   SOLE   18,384 0 0
STONEX GROUP INC COM 861896108 897 13,714 SH   SOLE   13,714 0 0
STORE CAP CORP COM 862121100 10,456 312,141 SH   SOLE   300,913 0 11,228
STRATEGIC ED INC COM 86272C103 3,487 37,944 SH   SOLE   37,944 0 0
STRIDE INC COM 86333M108 402 13,338 SH   SOLE   13,338 0 0
STRYKER CORPORATION COM 863667101 37,276 153,033 SH   SOLE   152,217 0 816
STURM RUGER & CO INC COM 864159108 4,119 62,343 SH   SOLE   62,343 0 0
SUMMIT HOTEL PPTYS INC COM 866082100 18,579 1,828,642 SH   SOLE   1,774,683 0 53,959
SUMMIT MATLS INC COM 86614U100 52,360 1,868,671 SH   SOLE   1,842,980 0 25,691
SUMO LOGIC INC COM 86646P103 226 11,969 SH   SOLE   11,969 0 0
SUN CMNTYS INC COM 866674104 66,549 443,540 SH   SOLE   100,758 0 342,782
SUNCOKE ENERGY INC COM 86722A103 4,957 707,119 SH   SOLE   688,319 0 18,800
SUNNOVA ENERGY INTL INC. COM 86745K104 1,088 26,660 SH   SOLE   26,660 0 0
SUNPOWER CORP COM 867652406 731 21,846 SH   SOLE   21,846 0 0
SUNRUN INC COM 86771W105 34,638 572,722 SH   SOLE   550,302 0 22,420
SUNRUN INC COM 86771W105 3,351 55,400 SH   OTR 3 55,400 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 97,350 7,813,024 SH   SOLE   7,678,150 0 134,874
SUPER MICRO COMPUTER INC COM 86800U104 381 9,742 SH   SOLE   9,742 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 11,021 420,947 SH   SOLE   404,146 0 16,801
SURFACE ONCOLOGY INC COM 86877M209 2,870 367,988 SH   SOLE   367,988 0 0
SURGERY PARTNERS INC COM 86881A100 33,414 754,940 SH   SOLE   723,019 0 31,921
SURGERY PARTNERS INC COM 86881A100 3,227 72,900 SH   OTR 3 72,900 0 0
SURGALIGN HOLDINGS INC COM 86882C105 31 14,378 SH   SOLE   14,378 0 0
SURMODICS INC COM 868873100 384 6,843 SH   SOLE   6,843 0 0
SUTRO BIOPHARMA INC COM 869367102 3,330 146,274 SH   SOLE   146,274 0 0
SYKES ENTERPRISES INC COM 871237103 105,183 2,386,182 SH   SOLE   2,347,782 0 38,400
SYNALLOY CORP COM 871565107 59 6,670 SH   SOLE   0 0 6,670
SYNAPTICS INC COM 87157D109 3,109 22,960 SH   SOLE   22,960 0 0
SYNOPSYS INC COM 871607107 154,331 622,854 SH   SOLE   418,810 0 204,044
SYNOVUS FINL CORP COM 87161C501 49,244 1,076,370 SH   SOLE   1,057,631 0 18,739
SYNNEX CORP COM 87162W100 33,500 291,715 SH   SOLE   46,330 0 245,385
SYNTHETIC BIOLOGICS INC COM 87164U201 14 20,854 SH   SOLE   20,854 0 0
SYNCHRONY FINANCIAL COM 87165B103 30,681 754,569 SH   SOLE   723,471 0 31,098
SYNEOS HEALTH INC COM 87166B102 4,603 60,679 SH   SOLE   60,679 0 0
SYSCO CORP COM 871829107 338,813 4,302,936 SH   SOLE   4,184,436 0 118,500
SYSCO CORP COM 871829107 17,795 226,000 SH   OTR 4 226,000 0 0
SYSCO CORP COM 871829107 6,299 80,000 SH   OTR 3 80,000 0 0
SYSTEMAX INC COM 871851101 410 9,982 SH   SOLE   9,982 0 0
TCF FINL CORP COM 872307103 226,970 4,885,290 SH   SOLE   4,729,690 0 155,600
TCF FINL CORP COM 872307103 13,566 292,000 SH   OTR 4 292,000 0 0
TCF FINL CORP COM 872307103 4,883 105,100 SH   OTR 3 105,100 0 0
BLACKROCK TCP CAPITAL CORP CONB 87238QAD5 7,940 7,755,000 PRN   SOLE   2,855,000 0 4,900,000
TFS FINL CORP COM 87240R107 7,899 387,800 SH   SOLE   387,800 0 0
TFI INTL INC COM 87241L109 9,708 129,852 SH   SOLE   124,127 0 5,725
TJX COS INC NEW COM 872540109 64,281 971,744 SH   SOLE   971,744 0 0
T-MOBILE US INC COM 872590104 82,210 656,160 SH   SOLE   656,160 0 0
TRI POINTE HOMES INC COM 87265H109 30,619 1,503,865 SH   SOLE   1,456,279 0 47,586
TPG SPECIALTY LENDING INC CONB 87265KAD4 36,198 33,439,000 PRN   SOLE   11,544,000 0 21,895,000
TPI COMPOSITES INC COM 87266J104 14,691 260,340 SH   SOLE   259,051 0 1,289
TTM TECHNOLOGIES INC COM 87305R109 18,354 1,265,805 SH   SOLE   1,227,149 0 38,656
TAIWAN SEMICONDUCTOR MFG LTD ADR 874039100 4,610 38,979 SH   SOLE   38,979 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 58,504 331,090 SH   SOLE   218,493 0 112,597
TALEND S A ADR 874224207 6,806 106,950 SH   SOLE   106,950 0 0
TALOS ENERGY INC COM 87484T108 748 62,114 SH   SOLE   62,114 0 0
TANDEM DIABETES CARE INC COM 875372203 8,692 98,487 SH   SOLE   98,487 0 0
TANDEM DIABETES CARE INC COM 875372203 4,580 51,900 SH   OTR 3 51,900 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 559 36,940 SH   SOLE   36,940 0 0
TAPESTRY INC COM 876030107 28,328 687,410 SH   SOLE   664,357 0 23,053
Target Corp COM 87612E106 195,799 988,533 SH   SOLE   988,533 0 0
TARGA RES CORP COM 87612G101 1,120 35,291 SH   SOLE   35,291 0 0
TAYLOR MORRISON HOME CORP COM 87724P106 16,907 548,753 SH   SOLE   548,753 0 0
TCR2 THERAPEUTICS INC COM 87808K106 25,118 1,137,590 SH   SOLE   1,099,100 0 38,490
TCR2 THERAPEUTICS INC COM 87808K106 2,071 93,810 SH   OTR 3 93,810 0 0
TEAM INC COM 878155100 1,257 109,000 SH   SOLE   100,800 0 8,200
TECHTARGET INC COM 87874R100 1,301 18,734 SH   SOLE   18,734 0 0
TEGNA INC COM 87901J105 24,192 1,284,765 SH   SOLE   1,257,797 0 26,968
TEJON RANCH CO COM 879080109 297 17,749 SH   SOLE   17,749 0 0
TELADOC HEALTH INC COM 87918A105 37,173 204,527 SH   SOLE   114,107 0 90,420
TELEDYNE TECHNOLOGIES INC COM 879360105 7,730 18,688 SH   SOLE   18,235 0 453
TELEFLEX INCORPORATED COM 879369106 17,807 42,860 SH   SOLE   40,568 0 2,292
TELEPHONE & DATA SYS INC COM 879433829 6,335 275,931 SH   SOLE   275,931 0 0
TELLURIAN INC NEW COM 87968A104 101 43,337 SH   SOLE   43,337 0 0
TELOS CORP MD COM 87969B101 44,841 1,182,535 SH   SOLE   1,134,075 0 48,460
TELOS CORP MD COM 87969B101 4,492 118,470 SH   OTR 3 118,470 0 0
TEMPUR SEALY INTL INC COM 88023U101 21,657 592,359 SH   SOLE   592,359 0 0
TEMPUR SEALY INTL INC COM 88023U101 12,755 348,890 SH   OTR 3 348,890 0 0
TENABLE HLDGS INC COM 88025T102 410 11,322 SH   SOLE   11,322 0 0
10X GENOMICS INC COM 88025U109 32,263 178,251 SH   SOLE   95,521 0 82,730
TENET HEALTHCARE CORP COM 88033G407 18,945 364,326 SH   SOLE   355,005 0 9,321
TENNANT CO COM 880345103 499 6,243 SH   SOLE   6,243 0 0
TENNECO INC COM 880349105 384 35,846 SH   SOLE   35,846 0 0
TERADATA CORP DEL COM 88076W103 781 20,254 SH   SOLE   20,254 0 0
TERADYNE INC COM 880770102 19,077 156,777 SH   SOLE   156,777 0 0
TEREX CORP NEW COM 880779103 34,010 738,230 SH   SOLE   714,435 0 23,795
Terminix Global Holdings Inc COM 88087E100 817 17,138 SH   SOLE   17,138 0 0
TERNIUM SA ADR 880890108 28,183 725,612 SH   SOLE   464,361 0 261,251
TERRENO RLTY CORP COM 88146M101 756 13,094 SH   SOLE   13,094 0 0
TESLA INC COM 88160R101 410,327 614,326 SH   SOLE   614,204 0 122
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 1,606 139,142 SH   SOLE   139,142 0 0
TETRA TECHNOLOGIES INC DEL COM 88162F105 43 17,806 SH   SOLE   17,806 0 0
TETRA TECH INC NEW COM 88162G103 1,561 11,500 SH   SOLE   11,500 0 0
TEXAS CAP BANCSHARES INC COM 88224Q107 5,262 74,187 SH   SOLE   74,187 0 0
TEXAS INSTRS INC COM 882508104 246,374 1,303,631 SH   SOLE   1,303,631 0 0
TEXAS ROADHOUSE INC COM 882681109 1,149 11,982 SH   SOLE   11,092 0 890
TEXTRON INC COM 883203101 392,307 6,995,485 SH   SOLE   6,775,685 0 219,800
TEXTRON INC COM 883203101 23,105 412,000 SH   OTR 4 412,000 0 0
TEXTRON INC COM 883203101 8,277 147,600 SH   OTR 3 147,600 0 0
TG THERAPEUTICS INC COM 88322Q108 21,525 446,587 SH   SOLE   429,357 0 17,230
THE ODP CORP COM 88337F105 11,994 277,062 SH   SOLE   269,139 0 7,923
THERAPEUTICSMD INC COM 88338N107 76 56,696 SH   SOLE   56,696 0 0
THE TRADE DESK INC COM 88339J105 68,782 105,549 SH   SOLE   102,165 0 3,384
THE REALREAL INC COM 88339P101 294 12,983 SH   SOLE   12,983 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 152,948 335,132 SH   SOLE   328,984 0 6,148
THERMON GROUP HLDGS INC COM 88362T103 1,429 73,343 SH   SOLE   73,343 0 0
THOR INDS INC COM 885160101 87,266 647,662 SH   SOLE   9,662 0 638,000
3-D SYS CORP DEL COM 88554D205 587 21,394 SH   SOLE   21,394 0 0
360 DIGITECH INC ADR 88557W101 328 12,594 SH   SOLE   12,594 0 0
3M CO COM 88579Y101 187,434 972,777 SH   SOLE   972,777 0 0
TIDEWATER INC NEW COM 88642R109 1,018 81,250 SH   SOLE   75,000 0 6,250
TIMKEN CO COM 887389104 6,205 76,446 SH   SOLE   75,046 0 1,400
TITAN MACHY INC COM 88830R101 1,507 59,096 SH   SOLE   55,196 0 3,900
TIVITY HEALTH INC COM 88870R102 9,578 429,110 SH   SOLE   429,110 0 0
TOLL BROTHERS INC COM 889478103 4,120 72,630 SH   SOLE   72,630 0 0
TOMPKINS FINL CORP COM 890110109 2,228 26,938 SH   SOLE   26,938 0 0
TONIX PHARMACEUTICALS HLDG C COM 890260706 67 52,625 SH   SOLE   52,625 0 0
TOOTSIE ROLL INDS INC COM 890516107 434 13,111 SH   SOLE   13,111 0 0
TOPBUILD CORP COM 89055F103 8,559 40,870 SH   SOLE   39,451 0 1,419
TORCHLIGHT ENERGY RES INC COM 89102U103 39 21,077 SH   SOLE   21,077 0 0
TORO CO COM 891092108 206,438 2,001,532 SH   SOLE   1,938,945 0 62,587
TORO CO COM 891092108 11,139 108,000 SH   OTR 4 108,000 0 0
TORO CO COM 891092108 4,002 38,800 SH   OTR 3 38,800 0 0
TOUGHBUILT INDS INC COM 89157G504 12 12,370 SH   SOLE   12,370 0 0
TOWNEBANK PORTSMOUTH VA COM 89214P109 607 19,968 SH   SOLE   19,968 0 0
TRACTOR SUPPLY CO COM 892356106 19,942 112,615 SH   SOLE   112,615 0 0
TRADEWEB MKTS INC COM 892672106 7,769 104,989 SH   SOLE   104,989 0 0
TRANSACT TECHNOLOGIES INC COM 892918103 118 10,890 SH   SOLE   0 0 10,890
TRANSCAT INC COM 893529107 6,450 131,428 SH   SOLE   129,408 0 2,020
TRANSDIGM GROUP INC COM 893641100 12,098 20,577 SH   SOLE   20,577 0 0
TRANSUNION COM 89400J107 10,534 117,044 SH   SOLE   117,044 0 0
TRAVEL PLUS LEISURE CO COM 894164102 14,251 233,003 SH   SOLE   230,460 0 2,543
TRAVELERS COMPANIES INC COM 89417E109 30,098 200,120 SH   SOLE   200,120 0 0
TRAVERE THERAPEUTICS INC COM 89422G107 215 8,608 SH   SOLE   8,608 0 0
TREAN INS GROUP INC COM 89457R101 2,194 135,830 SH   SOLE   135,830 0 0
TREEHOUSE FOODS INC COM 89469A104 499 9,559 SH   SOLE   9,559 0 0
TREX CO INC COM 89531P105 59,651 651,638 SH   SOLE   427,138 0 224,500
TREX CO INC COM 89531P105 5,524 60,350 SH   OTR 3 60,350 0 0
Trevena Inc COM 89532E109 45 25,002 SH   SOLE   25,002 0 0
TRICO BANCSHARES COM 896095106 510 10,769 SH   SOLE   10,769 0 0
TRIMAS CORP COM 896215209 61,421 2,025,781 SH   SOLE   1,992,681 0 33,100
TRIMBLE INC COM 896239100 53,669 689,923 SH   SOLE   338,983 0 350,940
TRINET GROUP INC COM 896288107 607 7,780 SH   SOLE   7,780 0 0
TRINITY INDS INC COM 896522109 19,543 685,952 SH   SOLE   668,986 0 16,966
TRIPLE-S MGMT CORP COM 896749108 859 33,001 SH   SOLE   33,001 0 0
TRIP COM GROUP LTD ADR 89677Q107 6,230 157,211 SH   SOLE   157,211 0 0
TRISTATE CAP HLDGS INC COM 89678F100 219 9,504 SH   SOLE   9,504 0 0
Triumph Bancorp Inc COM 89679E300 1,005 12,989 SH   SOLE   12,989 0 0
TRIUMPH GROUP INC NEW COM 896818101 19,893 1,082,330 SH   SOLE   1,043,164 0 39,166
TRIPADVISOR INC COM 896945201 778 14,468 SH   SOLE   14,468 0 0
TRUECAR INC COM 89785L107 435 90,871 SH   SOLE   90,871 0 0
TRUEBLUE INC COM 89785X101 14,047 637,921 SH   SOLE   618,105 0 19,816
TRUPANION INC COM 898202106 3,706 48,630 SH   SOLE   48,630 0 0
TRUIST FINL CORP COM 89832Q109 113,082 1,939,000 SH   SOLE   563,581 0 1,375,419
TRUSTCO BK CORP N Y COM 898349105 5,535 750,980 SH   SOLE   750,980 0 0
TRUSTMARK CORP COM 898402102 3,415 101,462 SH   SOLE   101,462 0 0
T2 BIOSYSTEMS INC COM 89853L104 37 23,076 SH   SOLE   23,076 0 0
TTEC HLDGS INC COM 89854H102 1,827 18,186 SH   SOLE   16,986 0 1,200
TUPPERWARE BRANDS CORP COM 899896104 1,298 49,142 SH   SOLE   49,142 0 0
TURNING PT BRANDS INC COM 90041L105 279 5,342 SH   SOLE   5,342 0 0
TURNING POINT THERAPEUTICS I COM 90041T108 40,320 426,253 SH   SOLE   410,623 0 15,630
TURNING POINT THERAPEUTICS I COM 90041T108 3,649 38,580 SH   OTR 3 38,580 0 0
TUTOR PERINI CORP COM 901109108 18,408 971,405 SH   SOLE   947,125 0 24,280
22ND CENTY GROUP INC COM 90137F103 68 20,530 SH   SOLE   20,530 0 0
21VIANET GROUP INC ADR 90138A103 24,459 757,255 SH   SOLE   486,189 0 271,066
TWILIO INC COM 90138F102 307,647 902,825 SH   SOLE   705,203 0 197,622
TWIST BIOSCIENCE CORP COM 90184D100 54,040 436,299 SH   SOLE   424,179 0 12,120
TWIST BIOSCIENCE CORP COM 90184D100 11,212 90,520 SH   OTR 3 90,520 0 0
TWITTER INC COM 90184L102 172,694 2,714,034 SH   SOLE   2,096,884 0 617,150
TWO HBRS INVT CORP COM 90187B408 549 74,848 SH   SOLE   73,223 0 1,625
II-VI INC COM 902104108 2,719 39,770 SH   SOLE   39,770 0 0
2U INC COM 90214J101 377 9,857 SH   SOLE   9,857 0 0
TYLER TECHNOLOGIES INC COM 902252105 108,162 254,781 SH   SOLE   20,857 0 233,924
TYME TECHNOLOGIES INC COM 90238J103 33 18,551 SH   SOLE   18,551 0 0
TYSON FOODS INC COM 902494103 369,992 4,979,706 SH   SOLE   4,838,567 0 141,139
TYSON FOODS INC COM 902494103 19,095 257,000 SH   OTR 4 257,000 0 0
TYSON FOODS INC COM 902494103 6,821 91,800 SH   OTR 3 91,800 0 0
UDR INC COM 902653104 619 14,117 SH   SOLE   14,117 0 0
UFP TECHNOLOGIES INC COM 902673102 156 3,130 SH   SOLE   0 0 3,130
UGI CORP NEW COM 902681105 34,812 848,862 SH   SOLE   842,018 0 6,844
UMB FINL CORP COM 902788108 155,817 1,687,607 SH   SOLE   1,661,367 0 26,240
UFP INDUSTRIES INC COM 90278Q108 118,030 1,556,301 SH   SOLE   1,525,034 0 31,267
US BANCORP DEL COM 902973304 96,876 1,751,508 SH   SOLE   1,751,508 0 0
UMH PPTYS INC COM 903002103 2,648 138,117 SH   SOLE   135,205 0 2,912
USANA HEALTH SCIENCES INC COM 90328M107 451 4,620 SH   SOLE   4,620 0 0
U S CONCRETE INC COM 90333L201 10,112 137,926 SH   SOLE   137,926 0 0
U S PHYSICAL THERAPY INC COM 90337L108 455 4,368 SH   SOLE   4,349 0 19
U S XPRESS ENTERPRISES INC COM 90338N202 4,690 399,157 SH   SOLE   398,749 0 408
U S SILICA HLDGS INC COM 90346E103 5,030 409,279 SH   SOLE   363,803 0 45,476
UBER TECHNOLOGIES INC COM 90353T100 123,214 2,260,394 SH   SOLE   2,193,479 0 66,915
UBIQUITI INC COM 90353W103 863 2,894 SH   SOLE   2,894 0 0
ULTA BEAUTY INC COM 90384S303 9,585 31,002 SH   SOLE   31,002 0 0
ULTRA CLEAN HLDGS INC COM 90385V107 12,481 215,046 SH   SOLE   214,945 0 101
ULTRALIFE CORP COM 903899102 2,873 346,956 SH   SOLE   339,641 0 7,315
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 731 6,417 SH   SOLE   6,417 0 0
UMPQUA HLDGS CORP COM 904214103 540 30,796 SH   SOLE   30,796 0 0
UNIFIRST CORP MASS COM 904708104 102,857 459,781 SH   SOLE   451,473 0 8,308
UNION PAC CORP COM 907818108 113,056 512,937 SH   SOLE   512,937 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 29,215 856,235 SH   SOLE   829,144 0 27,091
UNITED BANKSHARES INC WEST V COM 909907107 711 18,440 SH   SOLE   18,440 0 0
UNITED AIRLS HLDGS INC COM 910047109 5,114 88,874 SH   SOLE   88,874 0 0
UNITED NAT FOODS INC COM 911163103 1,082 32,860 SH   SOLE   32,860 0 0
UNITED PARCEL SERVICE INC COM 911312106 184,791 1,087,071 SH   SOLE   1,087,071 0 0
UNITED RENTALS INC COM 911363109 255,705 776,488 SH   SOLE   757,188 0 19,300
UNITED RENTALS INC COM 911363109 11,789 35,800 SH   OTR 4 35,800 0 0
UNITED RENTALS INC COM 911363109 4,281 13,000 SH   OTR 3 13,000 0 0
UNITED STATES ANTIMONY CORP COM 911549103 19 15,694 SH   SOLE   15,694 0 0
UNITED STATES CELLULAR CORP COM 911684108 1,349 36,966 SH   SOLE   36,966 0 0
US FOODS HLDG CORP COM 912008109 1,150 30,171 SH   SOLE   30,171 0 0
UNITED STS OIL FD LP ETF 91232N207 10,718 264,457 SH   SOLE   264,457 0 0
UNITED STATES STL CORP NEW COM 912909108 1,464 55,944 SH   SOLE   55,944 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 2,534 15,152 SH   SOLE   15,152 0 0
UNITEDHEALTH GROUP INC COM 91324P102 299,979 806,243 SH   SOLE   805,728 0 515
UNITIL CORP COM 913259107 5,429 118,826 SH   SOLE   118,826 0 0
UNITI GROUP INC COM 91325V108 908 82,357 SH   SOLE   82,357 0 0
UNITY SOFTWARE INC COM 91332U101 6,039 60,200 SH   SOLE   60,200 0 0
UNIVAR SOLUTIONS USA INC COM 91336L107 498 23,108 SH   SOLE   23,108 0 0
UNIVERSAL CORP VA COM 913456109 8,852 150,051 SH   SOLE   150,051 0 0
UNIVERSAL DISPLAY CORP COM 91347P105 4,815 20,336 SH   SOLE   20,336 0 0
UNIVERSAL ELECTRS INC COM 913483103 1,464 26,636 SH   SOLE   25,136 0 1,500
UNIVERSAL HEALTH RLTY INCM T COM 91359E105 1,433 21,137 SH   SOLE   21,137 0 0
UNIVERSAL INS HLDGS INC COM 91359V107 1,172 81,709 SH   SOLE   81,709 0 0
UNIVERSAL STAINLESS & ALLOY COM 913837100 59 5,800 SH   SOLE   0 0 5,800
UNIVERSAL HLTH SVCS INC COM 913903100 5,339 40,023 SH   SOLE   40,023 0 0
UNIVERSAL TECHNICAL INST INC COM 913915104 3,278 561,282 SH   SOLE   552,182 0 9,100
UNIVEST FINANCIAL CORPORATIO COM 915271100 1,929 67,488 SH   SOLE   63,088 0 4,400
UNUM GROUP COM 91529Y106 912 32,767 SH   SOLE   32,767 0 0
UPLAND SOFTWARE INC COM 91544A109 6,735 142,713 SH   SOLE   142,646 0 67
UPSTART HLDGS INC COM 91680M107 3,726 28,917 SH   SOLE   28,917 0 0
UPWORK INC COM 91688F104 1,211 27,046 SH   SOLE   27,046 0 0
URANIUM ENERGY CORP COM 916896103 99 34,747 SH   SOLE   34,747 0 0
URBAN OUTFITTERS INC COM 917047102 426 11,444 SH   SOLE   11,444 0 0
URBAN EDGE PPTYS COM 91704F104 1,592 96,382 SH   SOLE   96,382 0 0
URSTADT BIDDLE PPTYS INC COM 917286205 1,399 84,041 SH   SOLE   77,641 0 6,400
US ECOLOGY INC COM 91734M103 67,413 1,618,950 SH   SOLE   1,591,050 0 27,900
UTAH MED PRODS INC COM 917488108 102 1,180 SH   SOLE   0 0 1,180
V F CORP COM 918204108 15,771 197,337 SH   SOLE   193,091 0 4,246
VBI VACCINES INC CDA COM 91822J103 227 72,980 SH   SOLE   72,980 0 0
VSE CORP COM 918284100 1,592 40,297 SH   SOLE   38,197 0 2,100
VAALCO ENERGY INC COM 91851C201 178 79,520 SH   SOLE   0 0 79,520
VAIL RESORTS INC COM 91879Q109 5,806 19,906 SH   SOLE   19,906 0 0
VALERO ENERGY CORP COM 91913Y100 291,651 4,073,340 SH   SOLE   3,950,998 0 122,342
VALERO ENERGY CORP COM 91913Y100 15,322 214,000 SH   OTR 4 214,000 0 0
VALERO ENERGY CORP COM 91913Y100 5,585 78,000 SH   OTR 3 78,000 0 0
VALLEY NATL BANCORP COM 919794107 797 57,990 SH   SOLE   57,990 0 0
VALMONT INDS INC COM 920253101 108,306 455,699 SH   SOLE   448,124 0 7,575
VALVOLINE INC COM 92047W101 5,651 216,762 SH   SOLE   212,611 0 4,151
VANDA PHARMACEUTICALS INC COM 921659108 773 51,454 SH   SOLE   44,614 0 6,840
VANECK VECTORS ETF TR ETF 92189H409 1,927 31,000 SH   SOLE   31,000 0 0
VANGUARD STAR FDS ETF 921909768 2,071 33,032 SH   SOLE   33,032 0 0
VANGUARD BD INDEX FDS ETF 921937827 38,845 472,627 SH   SOLE   472,627 0 0
VANGUARD BD INDEX FDS ETF 921937835 65,791 776,575 SH   SOLE   776,575 0 0
VANGUARD TAX-MANAGED INTL FD ETF 921943858 465,386 9,476,400 SH   SOLE   9,476,400 0 0
VANGUARD TAX-MANAGED INTL FD ETF 921943858 1,487 30,280 SH   OTR 1 0 0 30,280
VANGUARD TAX-MANAGED INTL FD ETF 921943858 523 10,645 SH   OTR 2 0 0 10,645
VANGUARD INTL EQUITY INDEX F ETF 922042742 477,895 4,912,065 SH   SOLE   4,912,065 0 0
VANGUARD INTL EQUITY INDEX F ETF 922042775 154,796 2,551,015 SH   SOLE   2,551,015 0 0
VANGUARD INTL EQUITY INDEX F ETF 922042858 200,090 3,844,188 SH   SOLE   3,844,188 0 0
VANGUARD INTL EQUITY INDEX F ETF 922042874 38,876 617,073 SH   SOLE   617,073 0 0
VANGUARD SCOTTSDALE FDS ETF 92206C771 7,855 147,175 SH   SOLE   147,175 0 0
VARIAN MED SYS INC COM 92220P105 4,669 26,451 SH   SOLE   26,451 0 0
VARONIS SYS INC COM 922280102 128,890 2,510,520 SH   SOLE   2,421,740 0 88,780
VARONIS SYS INC COM 922280102 15,997 311,580 SH   OTR 3 311,580 0 0
VECTOR GROUP LTD COM 92240M108 3,804 272,704 SH   SOLE   272,704 0 0
VEECO INSTRS INC DEL COM 922417100 934 45,015 SH   SOLE   41,650 0 3,365
VECTRUS INC COM 92242T101 457 8,559 SH   SOLE   8,559 0 0
VAXART INC COM 92243A200 327 54,020 SH   SOLE   54,020 0 0
VEEVA SYS INC COM 922475108 145,571 557,230 SH   SOLE   430,036 0 127,194
VENTAS INC COM 92276F100 22,223 416,629 SH   SOLE   415,319 0 1,310
VANGUARD INDEX FDS ETF 922908363 230,197 631,889 SH   SOLE   629,380 0 2,509
VANGUARD INDEX FDS ETF 922908553 25,459 277,154 SH   SOLE   277,154 0 0
VANGUARD INDEX FDS ETF 922908611 18,882 114,017 SH   SOLE   114,017 0 0
VANGUARD INDEX FDS ETF 922908629 6,657 30,077 SH   SOLE   30,077 0 0
VANGUARD INDEX FDS ETF 922908769 112,472 544,158 SH   SOLE   544,158 0 0
VEONEER INC COM 92336X109 373 15,235 SH   SOLE   15,235 0 0
VERASTEM INC COM 92337C104 63 25,652 SH   SOLE   25,652 0 0
VERACYTE INC COM 92337F107 3,659 68,077 SH   SOLE   68,077 0 0
VEREIT INC COM 92339V308 1,735 44,924 SH   SOLE   43,979 0 945
VeriSign Inc COM 92343E102 25,755 129,577 SH   SOLE   129,577 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 253,267 4,355,401 SH   SOLE   4,355,401 0 0
VERINT SYS INC COM 92343X100 107,182 2,356,165 SH   SOLE   2,323,106 0 33,059
VERITEX HLDGS INC COM 923451108 26,297 803,695 SH   SOLE   778,185 0 25,510
VERITIV CORP COM 923454102 279 6,562 SH   SOLE   6,562 0 0
VERISK ANALYTICS INC COM 92345Y106 130,979 741,294 SH   SOLE   180,249 0 561,045
VERICEL CORP COM 92346J108 12,573 226,336 SH   SOLE   226,110 0 226
VERRA MOBILITY CORP COM 92511U102 363 26,797 SH   SOLE   26,797 0 0
VERSO CORP COM 92531L207 3,163 216,831 SH   SOLE   208,931 0 7,900
VERTEX PHARMACEUTICALS INC COM 92532F100 123,191 573,278 SH   SOLE   565,260 0 8,018
VERU INC COM 92536C103 150 13,896 SH   SOLE   13,896 0 0
VIAD CORP COM 92552R406 63,628 1,524,030 SH   SOLE   1,498,180 0 25,850
VIASAT INC COM 92552V100 494 10,267 SH   SOLE   10,267 0 0
VIAVI SOLUTIONS INC COM 925550105 50,112 3,191,840 SH   SOLE   3,067,500 0 124,340
VIAVI SOLUTIONS INC COM 925550105 4,777 304,250 SH   OTR 3 304,250 0 0
VIACOMCBS INC COM 92556H206 14,599 323,696 SH   SOLE   323,696 0 0
VIATRIS INC COM 92556V106 11,302 809,000 SH   SOLE   791,800 0 17,200
VICI PPTYS INC COM 925652109 31,027 1,098,681 SH   SOLE   1,096,281 0 2,400
VICOR CORP COM 925815102 228 2,680 SH   SOLE   2,680 0 0
VICTORY CAP HLDGS INC COM 92645B103 724 28,317 SH   SOLE   28,317 0 0
VICTORY PORTFOLIOS II ETF 92647N527 354,548 6,704,759 SH   SOLE   6,704,759 0 0
VICTORY PORTFOLIOS II ETF 92647N535 159,492 3,082,270 SH   SOLE   3,082,270 0 0
VICTORY PORTFOLIOS II ETF 92647N543 249,576 5,131,722 SH   SOLE   5,131,722 0 0
VICTORY PORTFOLIOS II ETF 92647N550 355,013 7,359,244 SH   SOLE   7,359,244 0 0
VICTORY PORTFOLIOS II ETF 92647N568 116,766 1,711,759 SH   SOLE   1,711,759 0 0
VICTORY PORTFOLIOS II ETF 92647N576 426,084 6,937,515 SH   SOLE   6,937,515 0 0
VICTORY PORTFOLIOS II ETF 92647N667 144,170 3,471,892 SH   SOLE   3,471,892 0 0
VICTORY PORTFOLIOS II ETF 92647N691 83,365 2,315,741 SH   SOLE   2,315,741 0 0
VICTORY PORTFOLIOS II ETF 92647N766 75,091 1,118,926 SH   SOLE   916,098 0 202,828
VICTORY PORTFOLIOS II ETF 92647N832 3,530 55,702 SH   SOLE   0 0 55,702
VICTORY PORTFOLIOS II ETF 92647N840 84,901 1,988,151 SH   SOLE   1,988,151 0 0
VICTORY PORTFOLIOS II ETF 92647X806 75,404 2,387,723 SH   SOLE   2,387,723 0 0
VIKING THERAPEUTICS INC COM 92686J106 615 97,175 SH   SOLE   97,175 0 0
VINE ENERGY INC COM 92735P103 1,031 75,000 SH   SOLE   69,382 0 5,618
VIPSHOP HOLDINGS LIMITED ADR 92763W103 2,430 81,358 SH   SOLE   81,358 0 0
VIR BIOTECHNOLOGY INC COM 92764N102 437 8,515 SH   SOLE   8,515 0 0
VISTA GOLD CORP COM 927926303 17 15,956 SH   SOLE   15,956 0 0
VIRNETX HLDG CORP COM 92823T108 584 104,835 SH   SOLE   104,835 0 0
VISA INC COM 92826C839 376,950 1,780,332 SH   SOLE   1,754,050 0 26,282
VIRTUS INVT PARTNERS INC COM 92828Q109 1,290 5,478 SH   SOLE   5,478 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 28,701 1,191,873 SH   SOLE   1,165,825 0 26,048
VISHAY INTERTECHNOLOGY INC CONB 928298AP3 13,434 12,353,000 PRN   SOLE   1,161,000 0 11,192,000
VISHAY PRECISION GROUP INC COM 92835K103 3,677 119,345 SH   SOLE   109,425 0 9,920
VISTA OUTDOOR INC COM 928377100 962 30,006 SH   SOLE   30,006 0 0
VISTA OIL & GAS SAB DE CV ADR 92837L109 367 143,172 SH   SOLE   143,172 0 0
VISTEON CORP COM 92839U206 97,913 802,892 SH   SOLE   785,844 0 17,048
VISTAGEN THERAPEUTICS INC COM 92840H202 719 337,780 SH   SOLE   337,780 0 0
VISTRA CORP COM 92840M102 98,728 5,584,167 SH   SOLE   5,571,939 0 12,228
VMWARE INC COM 928563402 15,563 103,443 SH   SOLE   103,443 0 0
VOCERA COMMUNICATIONS INC COM 92857F107 937 24,366 SH   SOLE   24,366 0 0
VIZIO HLDG CORP COM 92858V101 728 30,000 SH   SOLE   30,000 0 0
VONAGE HLDGS CORP COM 92886T201 30,200 2,554,994 SH   SOLE   2,459,611 0 95,383
VONAGE HLDGS CORP COM 92886T201 2,748 232,460 SH   OTR 3 232,460 0 0
VONTIER CORPORATION COM 928881101 9,579 316,459 SH   SOLE   306,648 0 9,811
VORNADO RLTY TR COM 929042109 364 8,011 SH   SOLE   7,636 0 375
VOYA FINANCIAL INC COM 929089100 54,797 861,039 SH   SOLE   854,334 0 6,705
VULCAN MATLS CO COM 929160109 67,699 401,180 SH   SOLE   56,072 0 345,108
VROOM INC COM 92918V109 669 17,169 SH   SOLE   17,169 0 0
W & T OFFSHORE INC COM 92922P106 152 42,309 SH   SOLE   42,309 0 0
WD-40 CO COM 929236107 2,056 6,715 SH   SOLE   6,715 0 0
WSFS FINL CORP COM 929328102 561 11,265 SH   SOLE   11,265 0 0
WNS HLDGS LTD ADR 92932M101 46,881 647,175 SH   SOLE   621,405 0 25,770
WNS HLDGS LTD ADR 92932M101 4,534 62,590 SH   OTR 3 62,590 0 0
WP CAREY INC COM 92936U109 2,515 35,537 SH   SOLE   35,537 0 0
WEC ENERGY GROUP INC COM 92939U106 75,791 809,817 SH   SOLE   809,817 0 0
WABASH NATL CORP COM 929566107 18,734 996,487 SH   SOLE   968,382 0 28,105
WABTEC COM 929740108 19,812 250,274 SH   SOLE   245,999 0 4,275
WADDELL & REED FINL INC COM 930059100 804 32,077 SH   SOLE   32,077 0 0
WALMART INC COM 931142103 115,745 852,130 SH   SOLE   852,130 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 47,385 863,109 SH   SOLE   863,109 0 0
WALKER & DUNLOP INC COM 93148P102 71,084 691,883 SH   SOLE   664,223 0 27,660
WALKER & DUNLOP INC COM 93148P102 7,002 68,150 SH   OTR 3 68,150 0 0
WARNER MUSIC GROUP CORP COM 934550203 1,221 35,560 SH   SOLE   35,560 0 0
WARRIOR MET COAL INC COM 93627C101 2,365 138,035 SH   SOLE   138,035 0 0
WASHINGTON FED INC COM 938824109 3,401 110,423 SH   SOLE   110,423 0 0
WASHINGTON REAL ESTATE INVT COM 939653101 54,990 2,488,222 SH   SOLE   2,448,872 0 39,350
WASHINGTON TR BANCORP COM 940610108 5,552 107,532 SH   SOLE   105,182 0 2,350
WASTE MGMT INC DEL COM 94106L109 56,712 439,559 SH   SOLE   439,254 0 305
WATERS CORP COM 941848103 18,912 66,550 SH   SOLE   65,611 0 939
WATSCO INC COM 942622200 17,007 65,223 SH   SOLE   65,223 0 0
WATTS WATER TECHNOLOGIES INC COM 942749102 56,193 472,968 SH   SOLE   464,908 0 8,060
WAYFAIR INC COM 94419L101 7,997 25,408 SH   SOLE   25,408 0 0
WEBSTER FINL CORP CONN COM 947890109 810 14,695 SH   SOLE   14,695 0 0
WEINGARTEN RLTY INVS COM 948741103 562 20,894 SH   SOLE   20,754 0 140
WEIS MKTS INC COM 948849104 7,283 128,853 SH   SOLE   126,093 0 2,760
WELBILT INC COM 949090104 427 26,297 SH   SOLE   26,297 0 0
WELLPOINT INC CONB 94973VBG1 112,288 22,407,000 PRN   SOLE   6,500,000 0 15,907,000
WELLS FARGO CO NEW COM 949746101 58,429 1,495,505 SH   SOLE   1,495,505 0 0
WELLTOWER INC COM 95040Q104 26,741 373,326 SH   SOLE   367,989 0 5,337
WENDYS CO COM 95058W100 685 33,821 SH   SOLE   33,821 0 0
WERNER ENTERPRISES INC COM 950755108 71,358 1,512,795 SH   SOLE   1,485,365 0 27,430
WESBANCO INC COM 950810101 34,282 950,681 SH   SOLE   928,552 0 22,129
WESCO INTL INC COM 95082P105 35,113 405,796 SH   SOLE   385,258 0 20,538
WEST PHARMACEUTICAL SVSC INC COM 955306105 115,666 410,482 SH   SOLE   317,272 0 93,210
WEST PHARMACEUTICAL SVSC INC COM 955306105 8,360 29,670 SH   OTR 3 29,670 0 0
WESTAMERICA BANCORPORATION COM 957090103 541 8,614 SH   SOLE   8,614 0 0
WESTERN ALLIANCE BANCORP COM 957638109 121,479 1,286,308 SH   SOLE   1,030,048 0 256,260
WESTERN ALLIANCE BANCORP COM 957638109 8,693 92,050 SH   OTR 3 92,050 0 0
WESTERN ASSET MTG CAP CORP COM 95790D105 423 132,588 SH   SOLE   122,236 0 10,352
WESTERN DIGITAL CORP. COM 958102105 52,440 785,621 SH   SOLE   330,057 0 455,564
WESTERN DIGITAL CORP. CONB 958102AP0 106,982 104,744,000 PRN   SOLE   24,968,000 0 79,776,000
WESTERN UN CO COM 959802109 27,497 1,115,036 SH   SOLE   1,115,036 0 0
WESTLAKE CHEM CORP COM 960413102 256,095 2,884,278 SH   SOLE   2,791,950 0 92,328
WESTLAKE CHEM CORP COM 960413102 14,384 162,000 SH   OTR 4 162,000 0 0
WESTLAKE CHEM CORP COM 960413102 5,203 58,600 SH   OTR 3 58,600 0 0
WESTROCK CO COM 96145D105 13,056 250,831 SH   SOLE   250,831 0 0
WEX INC COM 96208T104 1,681 8,033 SH   SOLE   8,033 0 0
WEYERHAEUSER CO MTN BE COM 962166104 18,156 510,006 SH   SOLE   500,640 0 9,366
WHIRLPOOL CORP COM 963320106 40,964 185,905 SH   SOLE   185,905 0 0
WHITING PETE CORP NEW COM 966387508 33,799 953,436 SH   SOLE   926,634 0 26,802
WIDEOPENWEST INC COM 96758W101 247 18,145 SH   SOLE   18,145 0 0
WILEY JOHN & SONS INC COM 968223206 271 4,992 SH   SOLE   4,992 0 0
WILLDAN GROUP INC COM 96924N100 2,750 66,980 SH   SOLE   66,895 0 85
WILLIAMS COS INC COM 969457100 23,112 975,612 SH   SOLE   975,612 0 0
WILLIAMS SONOMA INC COM 969904101 8,566 47,799 SH   SOLE   47,799 0 0
WILLSCOT MOBIL MINI HLDNG CO COM 971378104 578 20,839 SH   SOLE   20,839 0 0
WINGSTOP INC COM 974155103 24,706 194,276 SH   SOLE   186,276 0 8,000
WINGSTOP INC COM 974155103 2,499 19,650 SH   OTR 3 19,650 0 0
WINMARK CORP COM 974250102 420 2,255 SH   SOLE   2,255 0 0
WINNEBAGO INDS INC COM 974637100 2,362 30,798 SH   SOLE   29,048 0 1,750
WINTRUST FINL CORP COM 97650W108 589 7,764 SH   SOLE   7,764 0 0
WISDOMTREE INVTS INC COM 97717P104 99 15,821 SH   SOLE   15,821 0 0
WISDOMTREE TR ETF 97717W281 14,583 284,323 SH   SOLE   284,323 0 0
WOLVERINE WORLD WIDE INC COM 978097103 40,927 1,068,039 SH   SOLE   1,045,270 0 22,769
WOODWARD INC COM 980745103 1,013 8,396 SH   SOLE   8,396 0 0
WORKDAY INC COM 98138H101 80,139 322,582 SH   SOLE   322,582 0 0
WORKIVA INC COM 98139A105 363 4,110 SH   SOLE   4,110 0 0
WORLD ACCEP CORPORATION COM 981419104 238 1,836 SH   SOLE   1,836 0 0
WORLD FUEL SVCS CORP COM 981475106 2,504 71,147 SH   SOLE   71,147 0 0
WORLD WRESTLING ENTMT INC COM 98156Q108 20,665 380,847 SH   SOLE   380,847 0 0
WORTHINGTON INDS INC COM 981811102 87,859 1,309,577 SH   SOLE   1,288,792 0 20,785
WW INTL INC COM 98262P101 32,799 1,048,567 SH   SOLE   1,030,899 0 17,668
WYNDHAM HOTELS & RESORTS INC COM 98311A105 845 12,110 SH   SOLE   12,110 0 0
WYNN RESORTS LTD COM 983134107 47,384 377,954 SH   SOLE   27,354 0 350,600
XPO LOGISTICS INC COM 983793100 123,032 997,826 SH   SOLE   114,841 0 882,985
XPEL INC COM 98379L100 202 3,897 SH   SOLE   3,897 0 0
XCEL ENERGY INC COM 98389B100 283,620 4,264,307 SH   SOLE   4,151,634 0 112,673
XCEL ENERGY INC COM 98389B100 12,072 181,500 SH   OTR 4 181,500 0 0
XCEL ENERGY INC COM 98389B100 4,263 64,100 SH   OTR 3 64,100 0 0
XPERI HOLDING CORP COM 98390M103 3,961 181,947 SH   SOLE   181,947 0 0
XILINX INC COM 983919101 20,025 161,619 SH   SOLE   161,619 0 0
XENIA HOTELS & RESORTS INC COM 984017103 303 15,528 SH   SOLE   15,528 0 0
XENCOR INC COM 98401F105 799 18,554 SH   SOLE   18,554 0 0
XYLEM INC COM 98419M100 99,681 947,714 SH   SOLE   919,714 0 28,000
XYLEM INC COM 98419M100 5,417 51,500 SH   OTR 4 51,500 0 0
XYLEM INC COM 98419M100 1,914 18,200 SH   OTR 3 18,200 0 0
XTANT MED HLDGS INC COM 98420P308 30 12,513 SH   SOLE   12,513 0 0
XPRESSPA GROUP INC COM 98420U703 28 14,971 SH   SOLE   14,971 0 0
XEROX HOLDINGS CORP COM 98421M106 4,027 165,922 SH   SOLE   165,922 0 0
XERIS PHARMACEUTICALS INC COM 98422L107 46 10,236 SH   SOLE   10,236 0 0
YELP INC COM 985817105 2,441 62,606 SH   SOLE   62,606 0 0
YEXT INC COM 98585N106 1,189 82,090 SH   SOLE   82,090 0 0
YETI HLDGS INC COM 98585X104 59,732 827,200 SH   SOLE   786,162 0 41,038
YETI HLDGS INC COM 98585X104 5,377 74,460 SH   OTR 3 74,460 0 0
YORK WTR CO COM 987184108 5,805 118,543 SH   SOLE   118,543 0 0
YUM BRANDS INC COM 988498101 311,724 2,881,537 SH   SOLE   2,792,537 0 89,000
YUM BRANDS INC COM 988498101 17,092 158,000 SH   OTR 4 158,000 0 0
YUM BRANDS INC COM 988498101 6,264 57,900 SH   OTR 3 57,900 0 0
YUM CHINA HLDGS INC COM 98850P109 1,857 31,363 SH   SOLE   31,363 0 0
ZAI LAB LTD ADR 98887Q104 2,142 16,056 SH   SOLE   16,056 0 0
ZEBRA TECHNOLOGIES CORPORATI COM 989207105 118,112 243,439 SH   SOLE   236,639 0 6,800
ZEBRA TECHNOLOGIES CORPORATI COM 989207105 6,016 12,400 SH   OTR 4 12,400 0 0
ZEBRA TECHNOLOGIES CORPORATI COM 989207105 2,086 4,300 SH   OTR 3 4,300 0 0
ZENDESK INC COM 98936J101 82,562 622,546 SH   SOLE   394,664 0 227,882
ZENDESK INC COM 98936J101 12,368 93,260 SH   OTR 3 93,260 0 0
ZILLOW GROUP INC COM 98954M200 10,409 80,292 SH   SOLE   80,292 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 19,316 120,664 SH   SOLE   117,632 0 3,032
ZIONS BANCORPORATION N A COM 989701107 348,901 6,348,279 SH   SOLE   6,159,279 0 189,000
ZIONS BANCORPORATION N A COM 989701107 19,368 352,400 SH   OTR 4 352,400 0 0
ZIONS BANCORPORATION N A COM 989701107 6,980 127,000 SH   OTR 3 127,000 0 0
ZIOPHARM ONCOLOGY INC COM 98973P101 99 27,552 SH   SOLE   27,552 0 0
ZIX CORP COM 98974P100 4,306 570,288 SH   SOLE   570,288 0 0
ZOETIS INC COM 98978V103 219,737 1,395,331 SH   SOLE   716,473 0 678,858
ZOSANO PHARMA CORP COM 98979H202 20 16,416 SH   SOLE   16,416 0 0
ZOOMINFO TECHNOLOGIES INC COM 98980F104 1,057 21,607 SH   SOLE   21,607 0 0
ZSCALER INC COM 98980G102 17,630 102,697 SH   SOLE   102,689 0 8
ZOOM VIDEO COMMUNICATIONS IN COM 98980L101 52,149 162,312 SH   SOLE   162,312 0 0
ZOMEDICA PHARMACEUTICALS COR COM 98980M109 233 147,748 SH   SOLE   147,748 0 0
ZUMIEZ INC COM 989817101 2,677 62,400 SH   SOLE   60,100 0 2,300
ZYMEWORKS INC COM 98985W102 1,237 39,160 SH   SOLE   39,160 0 0
ZYNEX INC COM 98986M103 412 26,984 SH   SOLE   26,984 0 0
ZYNGA INC COM 98986T108 14,022 1,373,343 SH   SOLE   1,349,449 0 23,894
CONSTELLIUM SE COM F21107101 7,067 480,750 SH   SOLE   480,750 0 0
ADIENT PLC COM G0084W101 9,031 204,325 SH   SOLE   204,325 0 0
ALKERMES PLC COM G01767105 411 21,990 SH   SOLE   21,990 0 0
ALLEGION PLC COM G0176J109 23,421 186,444 SH   SOLE   185,254 0 1,190
AMCOR PLC COM G0250X107 136 11,686 SH   SOLE   11,686 0 0
AMDOCS LTD COM G02602103 2,460 35,062 SH   SOLE   35,062 0 0
AMBARELLA INC COM G037AX101 11,927 118,812 SH   SOLE   118,593 0 219
AON PLC COM G0403H108 11,769 51,143 SH   SOLE   51,143 0 0
ARCH CAP GROUP LTD COM G0450A105 15,695 409,036 SH   SOLE   401,980 0 7,056
ARCO PLATFORM LTD COM G04553106 34,206 1,349,882 SH   SOLE   1,294,916 0 54,966
ARCO PLATFORM LTD COM G04553106 3,384 133,540 SH   OTR 3 133,540 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 250 4,960 SH   SOLE   4,960 0 0
ASSURED GUARANTY LTD COM G0585R106 21,558 509,886 SH   SOLE   497,979 0 11,907
ATLASSIAN CORP PLC COM G06242104 11,638 55,220 SH   SOLE   53,515 0 1,705
ATHENE HOLDING LTD COM G0684D107 4,803 95,303 SH   SOLE   95,303 0 0
AXIS CAP HLDGS LTD COM G0692U109 10,001 201,754 SH   SOLE   201,754 0 0
AXALTA COATING SYS LTD COM G0750C108 1,012 34,211 SH   SOLE   34,211 0 0
ATLANTICA SUSTAINABLE INFR P COM G0751N103 16,447 448,991 SH   SOLE   422,050 0 26,941
ATLANTICA SUSTAINABLE INFR P COM G0751N103 388 10,587 SH   OTR 2 0 0 10,587
ATLANTICA SUSTAINABLE INFR P COM G0751N103 276 7,535 SH   OTR 1 0 0 7,535
BANK OF NT BUTTERFIELD&SON L COM G0772R208 4,200 109,888 SH   SOLE   109,888 0 0
ACCENTURE PLC IRELAND COM G1151C101 39,602 143,356 SH   SOLE   143,356 0 0
BUNGE LIMITED COM G16962105 20,168 254,420 SH   SOLE   254,420 0 0
CAMBIUM NETWORKS CORP COM G17766109 2,443 52,291 SH   SOLE   52,291 0 0
CAPRI HOLDINGS LIMITED COM G1890L107 317 6,207 SH   SOLE   6,207 0 0
CARDTRONICS PLC COM G1991C105 231 5,944 SH   SOLE   5,944 0 0
CIMPRESS PLC COM G2143T103 459 4,587 SH   SOLE   4,587 0 0
EATON CORP PLC COM G29183103 133,006 961,858 SH   SOLE   961,858 0 0
ENDO INTL PLC COM G30401106 2,248 303,352 SH   SOLE   303,352 0 0
ENSTAR GROUP LIMITED COM G3075P101 1,397 5,663 SH   SOLE   5,663 0 0
ESSENT GROUP LTD COM G3198U102 3,826 80,558 SH   SOLE   80,558 0 0
EVEREST RE GROUP LTD COM G3223R108 301,177 1,215,355 SH   SOLE   1,179,455 0 35,900
EVEREST RE GROUP LTD COM G3223R108 16,232 65,500 SH   OTR 4 65,500 0 0
EVEREST RE GROUP LTD COM G3223R108 5,923 23,900 SH   OTR 3 23,900 0 0
FABRINET COM G3323L100 63,231 699,538 SH   SOLE   685,547 0 13,991
FRESH DEL MONTE PRODUCE INC COM G36738105 1,311 45,795 SH   SOLE   45,795 0 0
GENPACT LIMITED COM G3922B107 273,855 6,395,492 SH   SOLE   6,188,592 0 206,900
GENPACT LIMITED COM G3922B107 16,400 383,000 SH   OTR 4 383,000 0 0
GENPACT LIMITED COM G3922B107 5,935 138,600 SH   OTR 3 138,600 0 0
HELEN OF TROY LTD COM G4388N106 90,403 429,144 SH   SOLE   422,029 0 7,115
HERBALIFE NUTRITION LTD COM G4412G101 6,866 154,775 SH   SOLE   154,775 0 0
JANUS HENDERSON GROUP PLC COM G4474Y214 949 30,477 SH   SOLE   30,477 0 0
HORIZON THERAPEUTICS PUB L COM G46188101 112,795 1,225,496 SH   SOLE   942,137 0 283,359
HORIZON THERAPEUTICS PUB L COM G46188101 17,670 191,980 SH   OTR 3 191,980 0 0
ICON PLC COM G4705A100 18,226 92,811 SH   SOLE   81,908 0 10,903
ICHOR HOLDINGS COM G4740B105 14,731 273,826 SH   SOLE   272,091 0 1,735
IHS MARKIT LTD COM G47567105 28,674 296,277 SH   SOLE   293,408 0 2,869
INVESCO LTD COM G491BT108 49,177 1,949,903 SH   SOLE   1,903,843 0 46,060
JAMES RIV GROUP LTD COM G5005R107 15,018 329,203 SH   SOLE   320,027 0 9,176
JAZZ PHARMACEUTICALS PLC COM G50871105 14,758 89,786 SH   SOLE   88,347 0 1,439
JOHNSON CTLS INTL PLC COM G51502105 68,766 1,152,436 SH   SOLE   1,152,436 0 0
LIBERTY GLOBAL PLC COM G5480U120 3,703 144,975 SH   SOLE   144,975 0 0
LINDE PLC COM G5494J103 1,096 3,912 SH   SOLE   3,912 0 0
LIVANOVA PLC COM G5509L101 2,218 30,084 SH   SOLE   30,084 0 0
LUXFER HOLDINGS PLC COM G5698W116 4,184 196,594 SH   SOLE   196,594 0 0
MARVELL TECHNOLOGY GROUP LTD COM G5876H105 97,133 1,983,135 SH   SOLE   1,592,405 0 390,730
MEDTRONIC PLC COM G5960L103 58,503 495,241 SH   SOLE   495,241 0 0
APTIV PLC COM G6095L109 246,714 1,789,079 SH   SOLE   1,741,199 0 47,880
APTIV PLC COM G6095L109 11,722 85,000 SH   OTR 4 85,000 0 0
APTIV PLC COM G6095L109 4,220 30,600 SH   OTR 3 30,600 0 0
ALPHA & OMEGA SEMICONDUCTOR COM G6331P104 201 6,146 SH   SOLE   6,146 0 0
NATIONAL ENERGY SERVICES REU COM G6375R107 401 32,400 SH   SOLE   32,400 0 0
NORWEGIAN CRUISE LINE HLDG L COM G66721104 30,149 1,092,742 SH   SOLE   1,056,948 0 35,794
NOVOCURE LTD COM G6674U108 60,562 458,182 SH   SOLE   313,842 0 144,340
NOVOCURE LTD COM G6674U108 10,030 75,880 SH   OTR 3 75,880 0 0
NVENT ELECTRIC PLC COM G6700G107 32,163 1,152,381 SH   SOLE   1,120,535 0 31,846
OMEGA ALPHA SPAC COM G6749V107 1,375 138,910 SH   SOLE   138,910 0 0
ORTHO CLINICAL DIAGNOSTICS H COM G6829J107 249 12,923 SH   SOLE   12,923 0 0
QUOTIENT LTD COM G73268107 380 103,280 SH   SOLE   103,280 0 0
RENAISSANCERE HLDGS LTD COM G7496G103 156,466 976,387 SH   SOLE   969,722 0 6,665
ROYALTY PHARMA PLC COM G7709Q104 125,336 2,873,344 SH   SOLE   2,156,364 0 716,980
ROYALTY PHARMA PLC COM G7709Q104 13,738 314,950 SH   OTR 3 314,950 0 0
SFL CORPORATION LTD COM G7738W106 134 16,651 SH   SOLE   16,651 0 0
SEAGATE TECHNOLOGY PLC COM G7945M107 29,902 389,597 SH   SOLE   389,597 0 0
PENTAIR PLC COM G7S00T104 53,336 855,835 SH   SOLE   415,215 0 440,620
PENTAIR PLC COM G7S00T104 8,131 130,470 SH   OTR 3 130,470 0 0
SAPIENS INTL CORP N V COM G7T16G103 1,413 44,450 SH   SOLE   44,450 0 0
SENSATA TECHNOLOGIES HLDG PL COM G8060N102 57,742 996,413 SH   SOLE   989,060 0 7,353
SIGNET JEWELERS LIMITED COM G81276100 1,169 20,158 SH   SOLE   20,158 0 0
SIRIUSPOINT LTD COM G8192H106 1,171 115,127 SH   SOLE   115,127 0 0
SMART GLOBAL HLDGS INC COM G8232Y101 1,220 26,524 SH   SOLE   21,494 0 5,030
STERIS PLC COM G8473T100 4,463 23,433 SH   SOLE   23,237 0 196
STONECO LTD COM G85158106 1,826 29,826 SH   SOLE   29,826 0 0
TEXTAINER GROUP HOLDINGS LTD COM G8766E109 223 7,794 SH   SOLE   7,794 0 0
TRANE TECHNOLOGIES PLC COM G8994E103 98,148 592,826 SH   SOLE   564,627 0 28,199
TRITON INTL LTD COM G9078F107 15,429 280,589 SH   SOLE   276,699 0 3,890
TRONOX HOLDINGS PLC COM G9087Q102 19,340 1,056,816 SH   SOLE   1,023,358 0 33,458
WATFORD HLDGS LTD COM G94787101 849 24,519 SH   SOLE   24,519 0 0
WHITE MTNS INS GROUP LTD COM G9618E107 72,437 64,972 SH   SOLE   63,907 0 1,065
WILLIS TOWERS WATSON PLC LTD COM G96629103 221 965 SH   SOLE   965 0 0
PERRIGO CO PLC COM G97822103 7,104 175,555 SH   SOLE   173,371 0 2,184
CHUBB LIMITED COM H1467J104 23,847 150,958 SH   SOLE   150,958 0 0
CRISPR THERAPEUTICS AG COM H17182108 3,599 29,534 SH   SOLE   27,809 0 1,725
GARMIN LTD COM H2906T109 14,297 108,434 SH   SOLE   108,434 0 0
LOGITECH INTL S A COM H50430232 2,331 22,309 SH   SOLE   22,309 0 0
TE CONNECTIVITY LTD COM H84989104 6,211 48,107 SH   SOLE   48,107 0 0
TRANSOCEAN LTD COM H8817H100 836 235,366 SH   SOLE   235,366 0 0
GLOBANT S A COM L44385109 2,220 10,694 SH   SOLE   10,694 0 0
ORION ENGINEERED CARBONS S A COM L72967109 32,836 1,665,113 SH   SOLE   1,626,416 0 38,697
TRINSEO S A COM L9340P101 4,678 73,469 SH   SOLE   73,469 0 0
CHECK POINT SOFTWARE TECH LT COM M22465104 5,674 50,671 SH   SOLE   50,671 0 0
COGNYTE SOFTWARE LTD COM M25133105 83,274 2,994,389 SH   SOLE   2,948,227 0 46,162
GAMIDA CELL LTD COM M47364100 990 122,349 SH   SOLE   122,349 0 0
INMODE LTD COM M5425M103 29,161 402,944 SH   SOLE   379,088 0 23,856
INMODE LTD COM M5425M103 668 9,225 SH   OTR 2 0 0 9,225
INMODE LTD COM M5425M103 503 6,944 SH   OTR 1 0 0 6,944
JFROG LTD COM M6191J100 304 6,862 SH   SOLE   6,862 0 0
KORNIT DIGITAL LTD COM M6372Q113 46,609 470,231 SH   SOLE   450,421 0 19,810
KORNIT DIGITAL LTD COM M6372Q113 4,787 48,300 SH   OTR 3 48,300 0 0
POLYPID LTD COM M8001Q118 1,074 117,203 SH   SOLE   117,203 0 0
WIX COM LTD COM M98068105 205,302 735,271 SH   SOLE   484,391 0 250,880
WIX COM LTD COM M98068105 12,830 45,950 SH   OTR 3 45,950 0 0
AERCAP HOLDINGS NV COM N00985106 20,968 356,965 SH   SOLE   335,949 0 21,016
AERCAP HOLDINGS NV COM N00985106 478 8,130 SH   OTR 2 0 0 8,130
AERCAP HOLDINGS NV COM N00985106 349 5,935 SH   OTR 1 0 0 5,935
ASML HOLDING N V ADR N07059210 14,320 23,196 SH   SOLE   23,196 0 0
ELASTIC N V COM N14506104 2,207 19,846 SH   SOLE   19,846 0 0
CENTOGENE N V COM N1976T109 817 67,370 SH   SOLE   67,370 0 0
CUREVAC N V COM N2451R105 2,258 24,685 SH   SOLE   24,685 0 0
FRANKS INTL N V COM N33462107 6,337 1,785,001 SH   SOLE   1,782,736 0 2,265
LYONDELLBASELL INDUSTRIES N COM N53745100 84,666 813,706 SH   SOLE   813,706 0 0
MERUS N V COM N5749R100 1,044 49,960 SH   SOLE   49,960 0 0
NXP SEMICONDUCTORS N V COM N6596X109 24,040 119,398 SH   SOLE   119,398 0 0
YANDEX N V COM N97284108 2,695 42,063 SH   SOLE   42,063 0 0
COPA HOLDINGS SA COM P31076105 6,435 79,649 SH   SOLE   70,334 0 9,315
ROYAL CARIBBEAN GROUP COM V7780T103 33,536 391,733 SH   SOLE   63,933 0 327,800
COSTAMARE INC COM Y1771G102 119 12,341 SH   SOLE   12,341 0 0
DHT HOLDINGS INC COM Y2065G121 745 125,607 SH   SOLE   116,500 0 9,107
DIAMOND S SHIPPING INC COM Y20676105 181 18,049 SH   SOLE   18,049 0 0
DORIAN LPG LTD COM Y2106R110 1,494 113,746 SH   SOLE   100,626 0 13,120
EAGLE BULK SHIPPING INC COM Y2187A150 1,640 45,400 SH   SOLE   41,950 0 3,450
FLEX LTD COM Y2573F102 273,100 14,915,353 SH   SOLE   14,433,607 0 481,746
FLEX LTD COM Y2573F102 15,966 872,000 SH   OTR 4 872,000 0 0
FLEX LTD COM Y2573F102 5,310 290,000 SH   OTR 3 290,000 0 0
GENCO SHIPPING & TRADING LTD COM Y2685T131 695 68,986 SH   SOLE   68,986 0 0
INTERNATIONAL SEAWAYS INC COM Y41053102 1,713 88,387 SH   SOLE   85,417 0 2,970