STRS OHIO Form 13F-HR Filed 2021-07-26

SECURITIES AND EXCHANGE COMMISSION

FORM 13F-HR Initial quarterly Form 13F holdings report filed by institutional managers

Filing Date: 2021-07-26 | Period of Report: 2021-06-30 SEC Accession No. 0000820478-21-000018

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Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document OMB APPROVAL UNITED STATES SECURITIES AND EXCHANGE OMB Number: 3235-0006 COMMISSION Expires: July 31, 2015 Washington, D.C. 20549 Estimated average burden hours per response: 23.8 FORM 13F

FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 06-30-2021 Check here if Amendment: ☐ Amendment Number: This Amendment (Check only one.): ☐ is a restatement. ☐ adds new holdings entries.

Institutional Investment Manager Filing this Report: Name: STRS OHIO Address: 275 E BROAD ST COLUMBUS, OH 43215 Form 13F File Number: 028-02144

The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form.

Person Signing this Report on Behalf of Reporting Manager: Name: Matthew Worley Title: Deputy Executive Director, Investments Phone: 16142272848

Signature, Place, and Date of Signing: Matthew Worley Columbus, UNITED STATES 07-26-2021 [Signature] [City, State] [Date]

Report Type (Check only one.): ☒ 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) ☐ 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) ☐ 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).)

Form 13F Summary Page Report Summary: Number of Other Included Managers: 0 Form 13F Information table Entry Total: 2221 Form 13F Information table Value Total: 27805404 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. [If there are no entries in this list, state "NONE" and omit the column headings and list entries.]

NONE

Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document OMB APPROVAL UNITED STATES SECURITIES AND EXCHANGE COMMISSION OMB Number: 3235-0006 Washington, D.C. 20549 Expires: July 31, 2015 Estimated average burden FORM 13F hours per response: 23.8

FORM 13F INFORMATION TABLE

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 10X GENOMICS INC-CLASS A COM 88025U109 140 719 SH SOLE 719 0 0 1LIFE HEALTHCARE COM 68269G107 231 7,000 SH SOLE 7,000 0 0 22ND CENTURY GROUP INC COM 90137F103 68 14,900 SH SOLE 14,900 0 0 3D SYSTEMS CORP COM 88554D205 803 20,100 SH SOLE 20,100 0 0 3M COMPANY COM 88579Y101 39,165 197,176 SH SOLE 197,176 0 0 A10 NETWORKS INC COM 002121101 199 17,700 SH SOLE 17,700 0 0 AAR CORPORATION COM 000361105 848 21,900 SH SOLE 21,900 0 0 AARONS COMPANY INC. COM 00258W108 921 28,800 SH SOLE 28,800 0 0 ABBOTT LABORATORIES COM 002824100 97,343 839,678 SH SOLE 839,678 0 0 ABBVIE INC. COM 00287Y109 132,729 1,178,350 SH SOLE 1,178,350 0 0 ABERCROMBIE & FITCH CO COM 002896207 1,425 30,700 SH SOLE 30,700 0 0 ABERDEEN EMERGING MARKETS EQUITY INCOME ICOM 00301W105 308 34,073 SH SOLE 34,073 0 0 ABIOMED INC COM 003654100 719 2,305 SH SOLE 2,305 0 0 ABM INDUSTRIES INC. COM 000957100 1,370 30,900 SH SOLE 30,900 0 0 ACADEMY SPORTS & OUTDOORS IN COM 00402L107 1,014 24,600 SH SOLE 24,600 0 0 ACADIA HEALTHCARE CO INC COM 00404A109 10,090 160,804 SH SOLE 160,804 0 0 ACADIA PHARMACEUTICALS INC COM 004225108 1,363 55,900 SH SOLE 55,900 0 0 ACADIA RLTY TR REIT 004239109 2,523 114,918 SH SOLE 114,918 0 0 ACCELERON PHARMA INC COM 00434H108 882 7,033 SH SOLE 7,033 0 0 ACCENTURE PLC COM G1151C101 59,972 203,442 SH SOLE 203,442 0 0 ACCO BRANDS CORP COM 00081T108 186 21,600 SH SOLE 21,600 0 0 ACI WORLDWIDE INC COM 004498101 378 10,200 SH SOLE 10,200 0 0 ACLARIS THERAPEUTICS INC COM 00461U105 296 16,900 SH SOLE 16,900 0 0 ACTIVISION BLIZZARD INC COM 00507V109 33,324 349,171 SH SOLE 349,171 0 0 ACUITY BRANDS INC COM 00508Y102 1,820 9,734 SH SOLE 9,734 0 0 ACUSHNET HOLDINGS CORP COM 005098108 1,101 22,300 SH SOLE 22,300 0 0 ADDUS HOMECARE CORP COM 006739106 1,003 11,500 SH SOLE 11,500 0 0 ADICET BIO INC COM 007002108 49 4,800 SH SOLE 4,800 0 0 ADIENT PLC ICOM G0084W101 1,699 37,600 SH SOLE 37,600 0 0 ADOBE SYSTEMS INC. COM 00724F101 245,580 419,337 SH SOLE 419,337 0 0 ADTALEM GLOBAL EDUCATION INC COM 00737L103 1,101 30,900 SH SOLE 30,900 0 0 ADTRAN INC. COM 00738A106 210 10,200 SH SOLE 10,200 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 2,178 10,622 SH SOLE 10,622 0 0 ADVANCED DRAINAGE SYSTEMS INC COM 00790R104 1,618 13,886 SH SOLE 13,886 0 0 ADVANCED ENERGY INDUSTRIES COM 007973100 518 4,600 SH SOLE 4,600 0 0 ADVANCED MICRO DEVICES INC. COM 007903107 105,129 1,119,235 SH SOLE 1,119,235 0 0 ADVANSIX INC COM 00773T101 895 30,000 SH SOLE 30,000 0 0 ADVANTAGE SOLUTIONS INC COM 00791N102 190 17,700 SH SOLE 17,700 0 0 ADVENT TECHNOLOGIES HOLDINGS COM 00788A105 38 4,000 SH SOLE 4,000 0 0 AECOM COM 00766T100 38,458 607,361 SH SOLE 607,361 0 0 AEMETIS INC COM 00770K202 60 5,400 SH SOLE 5,400 0 0 AEROJET ROCKETDYNE HOLDINGS INC COM 007800105 144 3,000 SH SOLE 3,000 0 0 AEROVIRONMENT INC COM 008073108 731 7,300 SH SOLE 7,300 0 0 AERSALE CORP COM 00810F106 26 2,100 SH SOLE 2,100 0 0 AES CORP COM 00130H105 1,915 73,483 SH SOLE 73,483 0 0 AEVA TECHNOLOGIES INC COM 00835Q103 61 5,800 SH SOLE 5,800 0 0 AFC GAMMA INC COM 00109K105 35 1,700 SH SOLE 1,700 0 0 AFFILIATED MANAGERS GROUP COM 008252108 1,849 11,991 SH SOLE 11,991 0 0 AFFIMED NV COM N01045108 947 111,500 SH SOLE 111,500 0 0 AFLAC INC COM 001055102 3,348 62,404 SH SOLE 62,404 0 0

Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document AGCO CORP. COM 001084102 2,216 16,999 SH SOLE 16,999 0 0 AGEAGLE AERIAL SYSTEMS INC COM 00848K101 81 15,500 SH SOLE 15,500 0 0 AGENUS INC COM 00847G705 425 77,500 SH SOLE 77,500 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 4,347 29,412 SH SOLE 29,412 0 0 AGILITI INC COM 00848J104 113 5,200 SH SOLE 5,200 0 0 AGILYSYS INC COM 00847J105 983 17,300 SH SOLE 17,300 0 0 AGIOS PHARMACEUTICALS INC COM 00847X104 1,465 26,600 SH SOLE 26,600 0 0 AGNC INVESTMENT CORP COM 00123Q104 2,336 138,342 SH SOLE 138,342 0 0 AGREE REALTY CORP REIT 008492100 6,425 91,156 SH SOLE 91,156 0 0 AIR LEASE CORP COM 00912X302 1,200 28,767 SH SOLE 28,767 0 0 AIR PROD. & CHEM. COM 009158106 45,175 157,035 SH SOLE 157,035 0 0 AIRBNB INC-CLASS A ICOM 009066101 1,035 6,765 SH SOLE 6,765 0 0 AKAMAI TECHNOLOGIES COM 00971T101 1,230 10,550 SH SOLE 10,550 0 0 AKEBIA THERAPEUTICS INC COM 00972D105 870 229,800 SH SOLE 229,800 0 0 AKOYA BIOSCIENCES INC COM 00974H104 34 1,800 SH SOLE 1,800 0 0 ALARM.COM HOLDINGS INC COM 011642105 220 2,600 SH SOLE 2,600 0 0 ALASKA AIRGROUP INC COM 011659109 9,034 149,803 SH SOLE 149,803 0 0 ALBEMARLE CORP COM 012653101 4,968 29,494 SH SOLE 29,494 0 0 ALBERTSONS CO INC COM 013091103 2,233 113,588 SH SOLE 113,588 0 0 ALCOA CORP COM 013872106 1,546 41,988 SH SOLE 41,988 0 0 ALERUS FINANCIAL CORP COM 01446U103 23 800 SH SOLE 800 0 0 ALEXANDER & BALDWIN INC. COM 014491104 1,800 98,305 SH SOLE 98,305 0 0 ALEXANDERS INC REIT 014752109 778 2,905 SH SOLE 2,905 0 0 ALEXANDRIA REAL ESTATE REIT 015271109 45,459 249,859 SH SOLE 249,859 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 8,127 44,242 SH SOLE 44,242 0 0 ALIBABA GROUP HOLDINGS-SP ADR ICOM 01609W102 86,649 382,084 SH SOLE 382,084 0 0 ALIGN TECHNOLOGY INC COM 016255101 80,515 131,777 SH SOLE 131,777 0 0 ALIGNMENT HEALTHCARE INC COM 01625V104 142 6,100 SH SOLE 6,100 0 0 ALKAMI TECHNOLOGY INC COM 01644J108 57 1,600 SH SOLE 1,600 0 0 ALKERMES PLC COM G01767105 232 9,500 SH SOLE 9,500 0 0 ALLAKOS INC COM 01671P100 751 8,800 SH SOLE 8,800 0 0 ALLEGHANY CORP DEL COM 017175100 2,493 3,738 SH SOLE 3,738 0 0 ALLEGIANCE BANCSHARES INC COM 01748H107 507 13,200 SH SOLE 13,200 0 0 ALLEGIANT TRAVEL CO COM 01748X102 19 100 SH SOLE 100 0 0 ALLETE INC. COM 018522300 139 2,000 SH SOLE 2,000 0 0 ALLIANCE DATA SYSTEM COM 018581108 1,228 11,787 SH SOLE 11,787 0 0 ALLIANT ENERGY CORPORATION COM 018802108 837 15,019 SH SOLE 15,019 0 0 ALLOGENE THERAPEUTICS INC COM 019770106 594 22,800 SH SOLE 22,800 0 0 ALLSCRIPTS HEALTHCARE SOLUTIONS COM 01988P108 357 19,300 SH SOLE 19,300 0 0 ALLSTATE CORP COM 020002101 37,947 290,923 SH SOLE 290,923 0 0 ALLY FINANCIAL INC COM 02005N100 2,731 54,797 SH SOLE 54,797 0 0 ALNYLAM PHARMACEUTICALS INC COM 02043Q107 218 1,291 SH SOLE 1,291 0 0 ALPHA & OMEGA SEMICONDUCTOR COM G6331P104 826 27,200 SH SOLE 27,200 0 0 ALPHABET INC COM 02079K305 410,831 168,250 SH SOLE 168,250 0 0 ALPHABET INC CL C COM 02079K107 438,921 175,126 SH SOLE 175,126 0 0 ALPHATEC HOLDINGS INC COM 02081G201 232 15,200 SH SOLE 15,200 0 0 ALPINE IMMUNE SCIENCES INC COM 02083G100 24 2,700 SH SOLE 2,700 0 0 ALTA EQUIPMENT GROUP INC COM 02128L106 764 57,500 SH SOLE 57,500 0 0 ALTAIR ENGINEERING INC - A COM 021369103 931 13,500 SH SOLE 13,500 0 0 ALTICE USA INC - A ICOM 02156K103 428 12,564 SH SOLE 12,564 0 0 ALTRA INDUSTRIAL MOTION CORP COM 02208R106 1,157 17,800 SH SOLE 17,800 0 0 ALTRIA GROUP INC COM 02209S103 64,378 1,350,223 SH SOLE 1,350,223 0 0 AMALGAMATED FINANCIAL CO COM 022671101 775 49,600 SH SOLE 49,600 0 0 AMAZON.COM INC COM 023135106 922,220 268,075 SH SOLE 268,075 0 0 AMBARELLA INC COM G037AX101 1,599 15,000 SH SOLE 15,000 0 0 AMC ENTERTAINMENT HLDS-CL A COM 00165C104 2,080 36,700 SH SOLE 36,700 0 0 AMCOR PLC COM G0250X107 1,772 154,676 SH SOLE 154,676 0 0 AMDOCS LIMITED COM G02602103 3,028 39,150 SH SOLE 39,150 0 0 AMERANT BANCORP INC COM 023576101 814 38,100 SH SOLE 38,100 0 0

Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document AMERCO COM 023586100 3,234 5,488 SH SOLE 5,488 0 0 AMEREN CORP. COM 023608102 1,378 17,223 SH SOLE 17,223 0 0 AMERESCO INC-CLASS A COM 02361E108 1,072 17,100 SH SOLE 17,100 0 0 AMERICAN ASSETS TRUST INC REIT 024013104 2,524 67,703 SH SOLE 67,703 0 0 AMERICAN AXLE & MFG HOLDINGS COM 024061103 895 86,500 SH SOLE 86,500 0 0 AMERICAN CAMPUS COMMUNITIES INC REIT 024835100 46,616 997,791 SH SOLE 997,791 0 0 AMERICAN EAGLE OUTFITTERS COM 02553E106 8,718 232,300 SH SOLE 232,300 0 0 AMERICAN ELECTRIC POWER COM 025537101 39,573 467,822 SH SOLE 467,822 0 0 AMERICAN EXPRESS CO. COM 025816109 125,001 756,533 SH SOLE 756,533 0 0 AMERICAN FINANCE TRUST INC REIT 02607T109 1,258 148,421 SH SOLE 148,421 0 0 AMERICAN FINANCIAL GROUP INC. COM 025932104 9,961 79,869 SH SOLE 79,869 0 0 AMERICAN HOMES 4 RENT-A REIT 02665T306 19,147 492,865 SH SOLE 492,865 0 0 AMERICAN INTL GROUP COM 026874784 27,360 574,803 SH SOLE 574,803 0 0 AMERICAN NATL INS CO COM 02772A109 950 6,400 SH SOLE 6,400 0 0 AMERICAN PUBLIC EDUCATION COM 02913V103 473 16,700 SH SOLE 16,700 0 0 AMERICAN STATES WATER CO. COM 029899101 1,360 17,100 SH SOLE 17,100 0 0 AMERICAN SUPERCONDUCTOR CORP. COM 030111207 657 37,800 SH SOLE 37,800 0 0 AMERICAN TOWER CORP COM 03027X100 53,070 196,454 SH SOLE 196,454 0 0 AMERICAN VANGUARD CORP COM 030371108 119 6,800 SH SOLE 6,800 0 0 AMERICAN WATER WORKS CO INC COM 030420103 1,137 7,379 SH SOLE 7,379 0 0 AMERICAN WELL CORP-CLASS A COM 03044L105 342 27,200 SH SOLE 27,200 0 0 AMERICOLD REALTY TRUST COM 03064D108 10,806 285,503 SH SOLE 285,503 0 0 AMERIPRISE FINANCIAL INC COM 03076C106 9,427 37,880 SH SOLE 37,880 0 0 AMERIS BANCORP COM 03076K108 182 3,600 SH SOLE 3,600 0 0 AMERISAFE INC COM 03071H100 47 800 SH SOLE 800 0 0 AMERISOURCEBERGEN CORP COM 03073E105 2,839 24,800 SH SOLE 24,800 0 0 AMETEK INC. COM 031100100 70,927 531,289 SH SOLE 531,289 0 0 AMGEN INC COM 031162100 47,179 193,558 SH SOLE 193,558 0 0 AMKOR TECHNOLOGY INC COM 031652100 1,273 53,800 SH SOLE 53,800 0 0 AMMO INC COM 00175J107 149 15,300 SH SOLE 15,300 0 0 AMN HEALTHCARE SERVICES INC COM 001744101 1,474 15,200 SH SOLE 15,200 0 0 AMNEAL PHARMACEUTICALS INC COM 03168L105 798 155,900 SH SOLE 155,900 0 0 AMPHASTAR PHARMACEUTICALS INC COM 03209R103 82 4,100 SH SOLE 4,100 0 0 AMPHENOL CORP-CL A COM 032095101 52,752 771,120 SH SOLE 771,120 0 0 ANALOG DEVICES COM 032654105 24,180 140,452 SH SOLE 140,452 0 0 ANAPLAN INC COM 03272L108 861 16,159 SH SOLE 16,159 0 0 ANAVEX LIFE SCIENCES CORP COM 032797300 324 14,200 SH SOLE 14,200 0 0 ANDERSONS INC/THE COM 034164103 622 20,400 SH SOLE 20,400 0 0 ANGIODYNAMICS INC COM 03475V101 941 34,700 SH SOLE 34,700 0 0 ANGION BIOMEDICA CORP COM 03476J107 462 35,500 SH SOLE 35,500 0 0 ANGLOGOLD ASHANTI LTD ADR COM 035128206 5,945 320,000 SH SOLE 320,000 0 0 ANNALY CAPITAL MGT. INC. COM 035710409 2,885 324,997 SH SOLE 324,997 0 0 ANSYS INC COM 03662Q105 977 2,817 SH SOLE 2,817 0 0 ANTERO MIDSTREAM CORP COM 03676B102 985 94,818 SH SOLE 94,818 0 0 ANTERO RESOURCES CORP COM 03674X106 318 21,200 SH SOLE 21,200 0 0 ANTHEM INC. COM 036752103 77,603 203,257 SH SOLE 203,257 0 0 AON PLC COM G0403H108 24,962 104,551 SH SOLE 104,551 0 0 APA CORPORATION COM 03743Q108 6,294 291,000 SH SOLE 291,000 0 0 APARTMENT INCOME REIT CO REIT 03750L109 8,380 176,690 SH SOLE 176,690 0 0 APARTMENT INVT & MGMT REIT 03748R747 1,355 202,036 SH SOLE 202,036 0 0 APELLIS PHARMACEUTICALS INC COM 03753U106 1,011 16,000 SH SOLE 16,000 0 0 API GROUP CORP COM 00187Y100 282 13,500 SH SOLE 13,500 0 0 APOLLO COMMERCIAL REAL ESTATE FINANCE REIT 03762U105 519 32,600 SH SOLE 32,600 0 0 APOLLO GLOBAL MANAGEMENT INC COM 03768E105 122 1,969 SH SOLE 1,969 0 0 APOLLO MEDICAL HOLDINGS INC COM 03763A207 1,155 18,400 SH SOLE 18,400 0 0 APPFOLIO INC - A COM 03783C100 169 1,200 SH SOLE 1,200 0 0 APPHARVEST INC COM 03783T103 177 11,100 SH SOLE 11,100 0 0 APPIAN CORP COM 03782L101 1,336 9,700 SH SOLE 9,700 0 0 APPLE HOSPITALITY REIT INC REIT 03784Y200 4,346 284,818 SH SOLE 284,818 0 0

Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document APPLE INC. COM 037833100 1,133,228 8,274,158 SH SOLE 8,274,158 0 0 APPLIED INDUSTRIAL TECH INC. COM 03820C105 10,116 111,100 SH SOLE 111,100 0 0 APPLIED MATERIALS INC. COM 038222105 151,684 1,065,202 SH SOLE 1,065,202 0 0 APPLIED MOLECULAR TRANS INC COM 03824M109 155 3,400 SH SOLE 3,400 0 0 APRIA INC COM 03836A101 280 10,000 SH SOLE 10,000 0 0 APTAR GROUP INC. COM 038336103 2,027 14,397 SH SOLE 14,397 0 0 APTIV PLC COM G6095L109 43,100 273,950 SH SOLE 273,950 0 0 APYX MEDICAL CORP COM 03837C106 169 16,400 SH SOLE 16,400 0 0 ARAMARK HOLDINGS CORP COM 03852U106 1,298 34,868 SH SOLE 34,868 0 0 ARBOR REALTY TRUST INC REIT 038923108 527 29,600 SH SOLE 29,600 0 0 ARCBEST CORP COM 03937C105 1,059 18,200 SH SOLE 18,200 0 0 ARCH CAPITAL GROUP LTD COM G0450A105 41,442 1,064,276 SH SOLE 1,064,276 0 0 ARCH RESOURCES INC COM 03940R107 51 900 SH SOLE 900 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 5,129 84,644 SH SOLE 84,644 0 0 ARCHROCK INC COM 03957W106 2,673 300,000 SH SOLE 300,000 0 0 ARCIMOTO INC COM 039587100 108 6,300 SH SOLE 6,300 0 0 ARCONIC CORP ICOM 03966V107 1,136 31,900 SH SOLE 31,900 0 0 ARCOSA INC COM 039653100 1,374 23,400 SH SOLE 23,400 0 0 ARCUS BIOSCIENCES INC COM 03969F109 450 16,400 SH SOLE 16,400 0 0 ARDELYX INC COM 039697107 84 11,120 SH SOLE 11,120 0 0 ARENA PHARMACEUTICALS INC COM 040047607 259 3,800 SH SOLE 3,800 0 0 ARES COMMERCIAL REAL ESTATE CORP COM 04013V108 129 8,800 SH SOLE 8,800 0 0 ARES MANAGEMENT CORP - A COM 03990B101 13,258 208,500 SH SOLE 208,500 0 0 ARGAN INC COM 04010E109 864 18,100 SH SOLE 18,100 0 0 ARGO GROUP INTL HOLDINGS COM G0464B107 1,057 20,400 SH SOLE 20,400 0 0 ARISTA NETWORKS INC COM 040413106 676 1,867 SH SOLE 1,867 0 0 ARKO CORP COM 041242108 44 4,800 SH SOLE 4,800 0 0 ARMADA HOFFLER PROPERTIES INC REIT 04208T108 1,076 80,984 SH SOLE 80,984 0 0 ARMOUR RESIDENTIAL REIT INC COM 042315507 181 15,900 SH SOLE 15,900 0 0 ARRAY TECHNOLOGIES INC COM 04271T100 360 23,100 SH SOLE 23,100 0 0 ARROW ELECTRONICS COM 042735100 2,663 23,402 SH SOLE 23,402 0 0 ARROWHEAD PHARMACEUTICALS INC COM 04280A100 2,608 31,500 SH SOLE 31,500 0 0 ARTESIAN RESOURCES -CL A COM 043113208 503 13,700 SH SOLE 13,700 0 0 ARTISAN PARTNERS ASSET MANAGEMENT INC COM 04316A108 1,392 27,400 SH SOLE 27,400 0 0 ARVINAS INC COM 04335A105 654 8,500 SH SOLE 8,500 0 0 ASANA INC - CL A COM 04342Y104 1,060 17,100 SH SOLE 17,100 0 0 ASBURY AUTOMOTIVE GROUP COM 043436104 1,508 8,800 SH SOLE 8,800 0 0 ASGN INC COM 00191U102 1,105 11,400 SH SOLE 11,400 0 0 ASHLAND GLOBAL HOLDINGS INC COM 044186104 6,370 72,801 SH SOLE 72,801 0 0 ASPEN TECHNOLOGY INC COM 045327103 1,221 8,880 SH SOLE 8,880 0 0 ASSOCIATED BANC-CORP. COM 045487105 1,394 68,100 SH SOLE 68,100 0 0 ASSURANT INC COM 04621X108 2,221 14,227 SH SOLE 14,227 0 0 ASSURED GUARANTY LTD COM G0585R106 3,926 82,688 SH SOLE 82,688 0 0 ASTEC INDUSTRIES INC COM 046224101 1,063 16,900 SH SOLE 16,900 0 0 AT HOME GROUP INC COM 04650Y100 718 19,500 SH SOLE 19,500 0 0 AT&T INC COM 00206R102 94,552 3,285,362 SH SOLE 3,285,362 0 0 ATEA PHARMACEUTICALS INC COM 04683R106 796 37,100 SH SOLE 37,100 0 0 ATERIAN INC COM 02156U101 67 4,600 SH SOLE 4,600 0 0 ATHENE HOLDING LTD-CLASS A COM G0684D107 1,646 24,396 SH SOLE 24,396 0 0 ATHENEX INC COM 04685N103 775 167,900 SH SOLE 167,900 0 0 ATKORE INC COM 047649108 1,008 14,200 SH SOLE 14,200 0 0 ATLANTIC UNION BANKSHARES CORP COM 04911A107 1,343 37,100 SH SOLE 37,100 0 0 ATLAS TECHNICAL CONSULTANTS COM 049430101 30 3,100 SH SOLE 3,100 0 0 ATLASSIAN CORP PLC - CLASS A COM G06242104 12,053 46,925 SH SOLE 46,925 0 0 ATMOS ENERGY CORP. COM 049560105 908 9,452 SH SOLE 9,452 0 0 ATOSSA THERAPEUTICS INC COM 04962H506 171 27,100 SH SOLE 27,100 0 0 ATRICURE INC COM 04963C209 1,554 19,600 SH SOLE 19,600 0 0 ATRION CORP COM 049904105 683 1,100 SH SOLE 1,100 0 0 AUTODESK INC. COM 052769106 107,654 368,807 SH SOLE 368,807 0 0

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Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document CSG SYSTEMS INTL. INC. COM 126349109 438 9,300 SH SOLE 9,300 0 0 CSX CORP. COM 126408103 27,574 859,545 SH SOLE 859,545 0 0 CTO REALTY GROWTH INC COM 22948Q101 74 1,400 SH SOLE 1,400 0 0 CTS CORP. COM 126501105 1,010 27,200 SH SOLE 27,200 0 0 CUBESMART REIT 229663109 19,501 421,013 SH SOLE 421,013 0 0 CULLEN/FROST BANKERS INC COM 229899109 1,476 13,183 SH SOLE 13,183 0 0 CULLINAN ONCOLOGY INC COM 230031106 82 3,200 SH SOLE 3,200 0 0 CUMMINS INC. COM 231021106 3,471 14,238 SH SOLE 14,238 0 0 CURIOSITYSTREAM INC COM 23130Q107 81 6,000 SH SOLE 6,000 0 0 CURIS INC COM 231269200 67 8,400 SH SOLE 8,400 0 0 CUSHMAN & WAKEFIELD PLC COM G2717B108 475 27,200 SH SOLE 27,200 0 0 CUSTOM TRUCK ONE SOURCE INC COM 23204X103 5 600 SH SOLE 600 0 0 CUSTOMERS BANCORP INC COM 23204G100 97 2,500 SH SOLE 2,500 0 0 CVB FINL CORP COM 126600105 28 1,400 SH SOLE 1,400 0 0 CVR ENERGY INC COM 12662P108 775 43,200 SH SOLE 43,200 0 0 CVS HEALTH CORP COM 126650100 76,262 913,984 SH SOLE 913,984 0 0 CYRUSONE INC. REIT 23283R100 13,193 184,479 SH SOLE 184,479 0 0 CYTOMX THERAPEUTICS INC COM 23284F105 733 115,800 SH SOLE 115,800 0 0 D.R. HORTON INC. COM 23331A109 30,109 333,184 SH SOLE 333,184 0 0 DAKTRONICS INC COM 234264109 756 114,800 SH SOLE 114,800 0 0 DANA HOLDING CORP COM 235825205 1,506 63,400 SH SOLE 63,400 0 0 DANAHER CORP COM 235851102 135,092 503,401 SH SOLE 503,401 0 0 DANIMER SCIENTIFIC INC COM 236272100 398 15,900 SH SOLE 15,900 0 0 DARDEN RESTAURANTS INC COM 237194105 19,986 136,902 SH SOLE 136,902 0 0 DARIOHEALTH CORP COM 23725P209 66 3,100 SH SOLE 3,100 0 0 DARLING INGREDIENTS INC COM 237266101 1,756 26,028 SH SOLE 26,028 0 0 DASEKE INC COM 23753F107 694 107,100 SH SOLE 107,100 0 0 DATADOG INC - CLASS A COM 23804L103 181 1,745 SH SOLE 1,745 0 0 DAVE & BUSTERS ENTERTAINMENT COM 238337109 2,375 58,500 SH SOLE 58,500 0 0 DAVITA INC COM 23918K108 2,643 21,947 SH SOLE 21,947 0 0 DECIPHERA PHARMACEUTICALS IN COM 24344T101 3 100 SH SOLE 100 0 0 DECKERS OUTDOOR CORP COM 243537107 1,334 3,475 SH SOLE 3,475 0 0 DEERE & CO. COM 244199105 50,990 144,568 SH SOLE 144,568 0 0 DELEK US HLDGS INC COM 24665A103 118 5,500 SH SOLE 5,500 0 0 DELL TECHNOLOGIES - C COM 24703L202 37,807 379,330 SH SOLE 379,330 0 0 DELTA AIR LINES INC COM 247361702 4,880 112,820 SH SOLE 112,820 0 0 DELUXE CORP. COM 248019101 945 19,800 SH SOLE 19,800 0 0 DENALI THERAPEUTICS INC COM 24823R105 2,447 31,200 SH SOLE 31,200 0 0 DENBURY INC COM 24790A101 1,090 14,200 SH SOLE 14,200 0 0 DENTSPLY SIRONA INC COM 24906P109 3,126 49,418 SH SOLE 49,418 0 0 DESIGN THERAPEUTICS INC COM 25056L103 61 3,100 SH SOLE 3,100 0 0 DESKTOP METAL INC COM 25058X105 2,632 228,936 SH SOLE 228,936 0 0 DEVON ENERGY CORPORATION COM 25179M103 1,116 38,255 SH SOLE 38,255 0 0 DEXCOM INC COM 252131107 66,182 154,993 SH SOLE 154,993 0 0 DIAMOND HILL INVESTMENT GRP COM 25264R207 819 4,900 SH SOLE 4,900 0 0 DIAMONDBACK ENERGY INC COM 25278X109 61,501 655,037 SH SOLE 655,037 0 0 DIAMONDROCK HOSPITALITY REIT 252784301 2,755 284,086 SH SOLE 284,086 0 0 DICERNA PHARMACEUTICALS INC COM 253031108 1,183 31,700 SH SOLE 31,700 0 0 DICKS SPORTING GOODS INC COM 253393102 1,597 15,944 SH SOLE 15,944 0 0 DIEBOLD NIXDORF INC COM 253651103 902 70,300 SH SOLE 70,300 0 0 DIGI INTERNATIONAL INC COM 253798102 882 43,900 SH SOLE 43,900 0 0 DIGITAL REALTY TRUST INC REIT 253868103 62,654 416,417 SH SOLE 416,417 0 0 DIGITAL TURBINE INC COM 25400W102 1,687 22,200 SH SOLE 22,200 0 0 DIGITALBRIDGE GROUP INC REIT 25401T108 5,121 648,328 SH SOLE 648,328 0 0 DIGITALOCEAN HOLDINGS INC COM 25402D102 166 3,000 SH SOLE 3,000 0 0 DILLARDS INC. CL-A COM 254067101 1,012 5,600 SH SOLE 5,600 0 0 DIODES INC COM 254543101 1,539 19,300 SH SOLE 19,300 0 0 DISCOVER FINANCIAL COM 254709108 44,647 377,443 SH SOLE 377,443 0 0 DISCOVERY COMMUNICATIONS-A COM 25470F104 15,823 515,759 SH SOLE 515,759 0 0

Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document DISCOVERY COMMUNICATIONS-C COM 25470F302 1,954 67,434 SH SOLE 67,434 0 0 DISH NETWORK CORP COM 25470M109 2,141 51,221 SH SOLE 51,221 0 0 DISNEY (WALT) CO. COM 254687106 156,154 888,403 SH SOLE 888,403 0 0 DIVERSIFIED HEALTHCARE TRUST REIT 25525P107 1,345 321,817 SH SOLE 321,817 0 0 DMC GLOBAL INC COM 23291C103 342 6,100 SH SOLE 6,100 0 0 DOCTOR REDDY'S LAB - ADR COM 256135203 14,113 192,000 SH SOLE 192,000 0 0 DOCUSIGN INC COM 256163106 36,517 130,620 SH SOLE 130,620 0 0 DOLBY LABORATORIES INC-CL A COM 25659T107 2,355 23,961 SH SOLE 23,961 0 0 DOLLAR GENERAL CORP. COM 256677105 25,495 117,823 SH SOLE 117,823 0 0 DOLLAR TREE INC COM 256746108 2,598 26,117 SH SOLE 26,117 0 0 DOMINION ENERGY INC COM 25746U109 38,961 529,584 SH SOLE 529,584 0 0 DOMINO'S PIZZA INC COM 25754A201 13,562 29,074 SH SOLE 29,074 0 0 DOMO INC-CLASS B COM 257554105 242 3,000 SH SOLE 3,000 0 0 DOMTAR CORP COM 257559203 1,346 24,500 SH SOLE 24,500 0 0 DONNELLEY (R.R.) & SONS CO. COM 257867200 178 28,400 SH SOLE 28,400 0 0 DONNELLEY FINANCIAL SOLUTIONS, INC COM 25787G100 953 28,900 SH SOLE 28,900 0 0 DORMAN PRODUCTS INC COM 258278100 1,368 13,200 SH SOLE 13,200 0 0 DOUGLAS EMMETT INC REIT 25960P109 6,323 188,086 SH SOLE 188,086 0 0 DOVER CORP. COM 260003108 61,427 407,885 SH SOLE 407,885 0 0 DOW INC. COM 260557103 24,381 385,300 SH SOLE 385,300 0 0 DRAFTKINGS INC. COM 26142R104 101 1,947 SH SOLE 1,947 0 0 DROPBOX INC-CLASS A COM 26210C104 109 3,614 SH SOLE 3,614 0 0 DT MIDSTREAM CO COM 23345M107 237 6,133 SH SOLE 6,133 0 0 DTE ENERGY COMPANY COM 233331107 2,144 18,377 SH SOLE 18,377 0 0 DUCKHORN PORTFOLIO INC/THE COM 26414D106 103 4,700 SH SOLE 4,700 0 0 DUKE ENERGY CORPORATION COM 26441C204 27,016 273,663 SH SOLE 273,663 0 0 DUKE RE CORPORATION REIT 264411505 31,703 669,552 SH SOLE 669,552 0 0 DUPONT DE NEMOURS INC COM 26614N102 94,030 1,214,707 SH SOLE 1,214,707 0 0 DXC TECHNOLOGY COM 23355L106 1,485 38,161 SH SOLE 38,161 0 0 DYCOM INDUSTRIES INC. COM 267475101 1,214 16,300 SH SOLE 16,300 0 0 DYNATRACE INC COM 268150109 960 16,440 SH SOLE 16,440 0 0 DYNEX CAPITAL INC REIT 26817Q886 132 7,100 SH SOLE 7,100 0 0 DZS INC COM 268211109 618 29,800 SH SOLE 29,800 0 0 E2OPEN PARENT HOLDINGS INC COM 29788T103 110 9,700 SH SOLE 9,700 0 0 EAGLE MATERIALS INC COM 26969P108 1,883 13,257 SH SOLE 13,257 0 0 EARGO INC COM 270087109 1,858 46,564 SH SOLE 46,564 0 0 EARTHSTONE ENERGY INC COM 27032D304 550 49,700 SH SOLE 49,700 0 0 EAST WEST BANCORP INC. COM 27579R104 1,325 18,485 SH SOLE 18,485 0 0 EASTERLY GOVERNMENT PROPERTI REIT 27616P103 2,410 114,329 SH SOLE 114,329 0 0 EASTERN BANKSHARES INC COM 27627N105 804 39,100 SH SOLE 39,100 0 0 EASTGROUP PROPERTY INC REIT 277276101 8,858 53,866 SH SOLE 53,866 0 0 EASTMAN CHEMICAL CO. COM 277432100 3,125 26,770 SH SOLE 26,770 0 0 EATON CORP PLC COM G29183103 21,425 144,592 SH SOLE 144,592 0 0 EBAY INC COM 278642103 16,715 238,081 SH SOLE 238,081 0 0 ECHO GLOBAL LOGISTICS INC COM 27875T101 869 28,300 SH SOLE 28,300 0 0 ECOLAB INC COM 278865100 22,141 107,499 SH SOLE 107,499 0 0 EDGEWELL PERSONAL CARE CO COM 28035Q102 237 5,400 SH SOLE 5,400 0 0 EDGEWISE THERAPEUTICS INC COM 28036F105 61 2,900 SH SOLE 2,900 0 0 EDISON INTERNATIONAL COM 281020107 868 15,018 SH SOLE 15,018 0 0 EDITAS MEDICINE INC COM 28106W103 345 6,100 SH SOLE 6,100 0 0 EDWARDS LIFESCIENCES COM 28176E108 51,709 499,273 SH SOLE 499,273 0 0 EGAIN COMMUNICATIONS CORP COM 28225C806 524 45,700 SH SOLE 45,700 0 0 ELANCO ANIMAL HEALTH INC COM 28414H103 795 22,941 SH SOLE 22,941 0 0 ELASTIC N.V. COM N14506104 884 6,067 SH SOLE 6,067 0 0 ELECTRONIC ARTS INC COM 285512109 15,271 106,175 SH SOLE 106,175 0 0 ELEMENT SOLUTIONS INC COM 28618M106 2,257 96,559 SH SOLE 96,559 0 0 ELI LILLY & COMPANY COM 532457108 136,674 595,480 SH SOLE 595,480 0 0 ELLINGTON FINANCIAL INC COM 28852N109 181 9,500 SH SOLE 9,500 0 0 EMCOR GROUP INC COM 29084Q100 2,254 18,300 SH SOLE 18,300 0 0

Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document EMERGENT BIOSOLUTIONS INC COM 29089Q105 1,133 18,000 SH SOLE 18,000 0 0 EMERSON ELECTRIC CO COM 291011104 43,278 449,690 SH SOLE 449,690 0 0 EMPIRE STATE REALTY TRUST-A REIT 292104106 2,327 193,956 SH SOLE 193,956 0 0 ENANTA PHARMACEUTICALS INC COM 29251M106 660 15,000 SH SOLE 15,000 0 0 ENBRIDGE INC ICOM 29250N105 5,883 146,800 SH SOLE 146,800 0 0 ENCOMPASS HEALTH CORP COM 29261A100 1,635 20,958 SH SOLE 20,958 0 0 ENCORE WIRE CORP COM 292562105 500 6,600 SH SOLE 6,600 0 0 ENDO INTL PLC COM G30401106 696 148,800 SH SOLE 148,800 0 0 ENEL CHILE SA ICOM 29278D105 619 210,000 SH SOLE 210,000 0 0 ENERGY RECOVERY INC COM 29270J100 41 1,800 SH SOLE 1,800 0 0 ENERSIS SA ADR COM 29274F104 1,864 258,271 SH SOLE 258,271 0 0 ENERSYS COM 29275Y102 254 2,600 SH SOLE 2,600 0 0 ENOVA INTERNATIONAL INC. COM 29357K103 290 8,500 SH SOLE 8,500 0 0 ENPHASE ENERGY INC COM 29355A107 4,815 26,225 SH SOLE 26,225 0 0 ENPRO INDUSTRIES INC COM 29355X107 106 1,100 SH SOLE 1,100 0 0 ENSIGN GROUP INC/THE COM 29358P101 1,776 20,500 SH SOLE 20,500 0 0 ENSTAR GROUP INC COM G3075P101 1,457 6,100 SH SOLE 6,100 0 0 ENTEGRIS INC COM 29362U104 1,600 13,012 SH SOLE 13,012 0 0 ENTERGY CORP. COM 29364G103 1,465 14,704 SH SOLE 14,704 0 0 ENTRAVISION COMMUNIC COM 29382R107 847 126,800 SH SOLE 126,800 0 0 ENVESTNET INC COM 29404K106 273 3,600 SH SOLE 3,600 0 0 ENVISTA HOLDINGS CORP COM 29415F104 1,785 41,324 SH SOLE 41,324 0 0 EOG RESOURCES INC COM 26875P101 17,513 209,889 SH SOLE 209,889 0 0 EOS ENERGY ENTERPRISES INC COM 29415C101 73 4,100 SH SOLE 4,100 0 0 EPAM SYSTEMS INC COM 29414B104 22,485 44,006 SH SOLE 44,006 0 0 EPIZYME INC COM 29428V104 256 30,859 SH SOLE 30,859 0 0 EPLUS INC COM 294268107 953 11,000 SH SOLE 11,000 0 0 EPR PROPERTIES REIT 26884U109 5,650 107,254 SH SOLE 107,254 0 0 EQT CORP COM 26884L109 4,991 224,256 SH SOLE 224,256 0 0 EQUIFAX INC COM 294429105 331 1,382 SH SOLE 1,382 0 0 EQUINIX INC REIT 29444U700 108,845 135,616 SH SOLE 135,616 0 0 EQUITABLE HOLDINGS INC COM 29452E101 30,742 1,009,613 SH SOLE 1,009,613 0 0 EQUITRANS MIDSTREAM CORP COM 294600101 134 15,800 SH SOLE 15,800 0 0 EQUITY COMMONWEALTH REIT 294628102 715 27,300 SH SOLE 27,300 0 0 EQUITY LIFESTYLE PROPERTIES INC REIT 29472R108 15,045 202,470 SH SOLE 202,470 0 0 EQUITY RESIDENTIAL PROP REIT 29476L107 41,553 539,653 SH SOLE 539,653 0 0 ERIE INDTY CO COM 29530P102 55 288 SH SOLE 288 0 0 EROS STX GLOBAL CORP COM G3788M114 112 73,600 SH SOLE 73,600 0 0 ESCO TECHNOLOGIES INC COM 296315104 1,238 13,200 SH SOLE 13,200 0 0 ESPORTS TECHNOLOGIES INC COM 29667L106 12 600 SH SOLE 600 0 0 ESSENT GROUP LTD COM G3198U102 534 11,900 SH SOLE 11,900 0 0 ESSENTIAL PROPERTIES REALTY TRUST INC REIT 29670E107 4,291 158,718 SH SOLE 158,718 0 0 ESSENTIAL UTILITIES INC COM 29670G102 120 2,633 SH SOLE 2,633 0 0 ESSEX PROPERTY TRUST INC. REIT 297178105 23,235 77,449 SH SOLE 77,449 0 0 ESTEE LAUDER CO. COM 518439104 26,681 83,882 SH SOLE 83,882 0 0 ETHAN ALLEN INTERIORS INC. COM 297602104 863 31,300 SH SOLE 31,300 0 0 ETSY INC COM 29786A106 11,390 55,338 SH SOLE 55,338 0 0 EURONET WORLDWIDE IN COM 298736109 14,295 105,622 SH SOLE 105,622 0 0 EVERCORE INC COM 29977A105 1,439 10,225 SH SOLE 10,225 0 0 EVEREST RE GROUP LTD. COM G3223R108 2,162 8,582 SH SOLE 8,582 0 0 EVERGY INC COM 30034W106 882 14,598 SH SOLE 14,598 0 0 EVERI HOLDINGS INC COM 30034T103 8,354 335,000 SH SOLE 335,000 0 0 EVERSOURCE ENERGY COM 30040W108 1,344 16,762 SH SOLE 16,762 0 0 EVERTEC INC COM 30040P103 4 100 SH SOLE 100 0 0 EVOLENT HEALTH INC - A COM 30050B101 234 11,100 SH SOLE 11,100 0 0 EVOLUS INC COM 30052C107 454 35,900 SH SOLE 35,900 0 0 EVOQUA WATER TECHNOLOGIES CO COM 30057T105 1,378 40,800 SH SOLE 40,800 0 0 EXACT SCIENCES CORP COM 30063P105 2,488 20,018 SH SOLE 20,018 0 0 EXELON CORP COM 30161N101 17,596 397,112 SH SOLE 397,112 0 0

Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document EXLSERVICE HOLDINGS INC COM 302081104 116 1,100 SH SOLE 1,100 0 0 EXP WORLD HOLDINGS INC COM 30212W100 558 14,400 SH SOLE 14,400 0 0 EXPEDIA GROUP INC COM 30212P303 2,293 14,008 SH SOLE 14,008 0 0 EXPEDITORS INT'L. WASH INC. COM 302130109 1,358 10,733 SH SOLE 10,733 0 0 EXPONENT INC COM 30214U102 374 4,200 SH SOLE 4,200 0 0 EXTRA SPACE STORAGE INC REIT 30225T102 25,650 156,575 SH SOLE 156,575 0 0 EXTRACTION OIL & GAS INC COM 30227M303 131 2,400 SH SOLE 2,400 0 0 EXTREME NETWORKS INC COM 30226D106 985 88,300 SH SOLE 88,300 0 0 EXXON MOBIL CORPORATION COM 30231G102 160,577 2,545,617 SH SOLE 2,545,617 0 0 F5 NETWORKS INC COM 315616102 2,941 15,760 SH SOLE 15,760 0 0 FABRINET COM G3323L100 421 4,400 SH SOLE 4,400 0 0 FACEBOOK INC-A COM 30303M102 621,761 1,788,161 SH SOLE 1,788,161 0 0 FACTSET RESEARCH SYSTEMS INC. COM 303075105 581 1,734 SH SOLE 1,734 0 0 FAIR ISAAC INC. COM 303250104 362 722 SH SOLE 722 0 0 FALCON MINERALS CORP COM 30607B109 52 10,300 SH SOLE 10,300 0 0 FARMLAND PARTNERS INC REIT 31154R109 438 36,396 SH SOLE 36,396 0 0 FARO TECHNOLOGIES INC COM 311642102 793 10,200 SH SOLE 10,200 0 0 FASTENAL CO COM 311900104 1,435 27,608 SH SOLE 27,608 0 0 FATE THERAPEUTICS COM 31189P102 1,544 17,800 SH SOLE 17,800 0 0 FATHOM HOLDINGS INC COM 31189V109 39 1,200 SH SOLE 1,200 0 0 FB FINANCIAL CORP COM 30257X104 3,970 106,400 SH SOLE 106,400 0 0 FEDERAL REALTY INV. REIT 313747206 10,225 87,270 SH SOLE 87,270 0 0 FEDERATED HERMES INC COM 314211103 698 20,600 SH SOLE 20,600 0 0 FEDEX CORPORATION COM 31428X106 88,470 296,552 SH SOLE 296,552 0 0 FERRO CORP COM 315405100 1,108 51,400 SH SOLE 51,400 0 0 FIBROGEN INC COM 31572Q808 1,206 45,300 SH SOLE 45,300 0 0 FIDELITY NATIONAL FINANCIAL COM 31620R303 2,263 52,075 SH SOLE 52,075 0 0 FIDELITY NATIONAL INFORMATION SERVICE COM 31620M106 161,537 1,140,240 SH SOLE 1,140,240 0 0 FIFTH THIRD BANCORP COM 316773100 2,682 70,159 SH SOLE 70,159 0 0 FINANCE OF AMERICA COS COM 31738L107 58 7,700 SH SOLE 7,700 0 0 FINANCIAL INSTNS INC COM 317585404 795 26,500 SH SOLE 26,500 0 0 FINCH THERAPEUTICS GROUP INC COM 31773D101 25 1,800 SH SOLE 1,800 0 0 FIREEYE INC COM 31816Q101 1,031 51,015 SH SOLE 51,015 0 0 FIRST AMERICAN FINANCIAL COM 31847R102 1,450 23,261 SH SOLE 23,261 0 0 FIRST BANCORP INC/ME COM 31866P102 409 13,900 SH SOLE 13,900 0 0 FIRST BANK/HAMILTON NJ COM 31931U102 572 42,300 SH SOLE 42,300 0 0 FIRST BUSEY CORP COM 319383204 586 23,800 SH SOLE 23,800 0 0 FIRST CITIZENS BANCSHS COM 31946M103 1,391 1,671 SH SOLE 1,671 0 0 FIRST ENERGY CORP. COM 337932107 2,253 60,554 SH SOLE 60,554 0 0 FIRST FINL BANCORP O COM 320209109 1,205 51,000 SH SOLE 51,000 0 0 FIRST FINL BANKSHARE COM 32020R109 776 15,800 SH SOLE 15,800 0 0 FIRST FINL CORP IND COM 320218100 787 19,300 SH SOLE 19,300 0 0 FIRST HAWAIIAN INC COM 32051X108 1,950 68,842 SH SOLE 68,842 0 0 FIRST HORIZON NATIONAL CORPORATION COM 320517105 5,883 340,499 SH SOLE 340,499 0 0 FIRST INDUSTRIAL RE REIT 32054K103 7,598 145,476 SH SOLE 145,476 0 0 FIRST INTERNET BANCORP COM 320557101 765 24,700 SH SOLE 24,700 0 0 FIRST LONG ISLAND COM 320734106 322 15,200 SH SOLE 15,200 0 0 FIRST MERCHANTS CORP COM 320817109 6,021 144,500 SH SOLE 144,500 0 0 FIRST MIDWEST BANCORP INC. COM 320867104 1,207 60,900 SH SOLE 60,900 0 0 FIRST REPUBLIC BANK COM 33616C100 2,004 10,710 SH SOLE 10,710 0 0 FIRSTCASH INC COM 33767D105 45 600 SH SOLE 600 0 0 FISERV INC. WISCONSIN COM 337738108 163,092 1,525,801 SH SOLE 1,525,801 0 0 FISKER INC COM 33813J106 709 36,800 SH SOLE 36,800 0 0 FIVE BELOW INC COM 33829M101 1,190 6,158 SH SOLE 6,158 0 0 FIVE STAR BANCORP COM 33830T103 28 1,200 SH SOLE 1,200 0 0 FIVE9 INC COM 338307101 1,182 6,448 SH SOLE 6,448 0 0 FLAGSTAR BANCORP INC COM 337930705 1,200 28,400 SH SOLE 28,400 0 0 FLEETCOR TECH INC COM 339041105 18,170 70,960 SH SOLE 70,960 0 0 FLOOR & DECOR HOLDINGS INC-A COM 339750101 1,060 10,033 SH SOLE 10,033 0 0

Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document FLOWSERVE CORP. COM 34354P105 1,486 36,879 SH SOLE 36,879 0 0 FLUENT INC COM 34380C102 54 18,600 SH SOLE 18,600 0 0 FLUSHING FINL CORP COM 343873105 840 39,200 SH SOLE 39,200 0 0 FMC CORP. COM 302491303 32,367 299,148 SH SOLE 299,148 0 0 FNB CORP COM 302520101 2,284 185,243 SH SOLE 185,243 0 0 FOCUS FINANCIAL PARTNERS-A COM 34417P100 155 3,200 SH SOLE 3,200 0 0 FOMENTO ECON ADR COM 344419106 39,917 472,339 SH SOLE 472,339 0 0 FOOT LOCKER INC COM 344849104 2,083 33,801 SH SOLE 33,801 0 0 FORD MOTOR COMPANY COM 345370860 23,204 1,561,522 SH SOLE 1,561,522 0 0 FORESTAR GROUP COM 346232101 85 4,100 SH SOLE 4,100 0 0 FORIAN INC COM 34630N106 52 4,200 SH SOLE 4,200 0 0 FORMFACTOR INC COM 346375108 1,363 37,400 SH SOLE 37,400 0 0 FORTE BIOSCIENCES INC COM 34962G109 87 2,600 SH SOLE 2,600 0 0 FORTINET INC COM 34959E109 3,212 13,489 SH SOLE 13,489 0 0 FORTIVE CORP COM 34959J108 2,383 34,172 SH SOLE 34,172 0 0 FORTUNE BRANDS HOME & SECURITY COM 34964C106 2,111 21,193 SH SOLE 21,193 0 0 FORWARD AIR CORPORATION COM 349853101 1,247 13,900 SH SOLE 13,900 0 0 FOSSIL GROUP INC. COM 34988V106 258 18,100 SH SOLE 18,100 0 0 FOUR CORNERS PROPERTY TRUST REIT 35086T109 2,848 103,174 SH SOLE 103,174 0 0 FOX CORP - CLASS A COM 35137L105 2,817 75,893 SH SOLE 75,893 0 0 FOX CORP - CLASS B COM 35137L204 2,446 69,506 SH SOLE 69,506 0 0 FOX FACTORY HOLDING CORP COM 35138V102 793 5,100 SH SOLE 5,100 0 0 FRANKLIN COVEY CO. COM 353469109 789 24,400 SH SOLE 24,400 0 0 FRANKLIN ELEC INC COM 353514102 1,572 19,500 SH SOLE 19,500 0 0 FRANKLIN RESOURCES INC COM 354613101 2,133 66,681 SH SOLE 66,681 0 0 FRANKLIN STREET PPTYS CO REIT 35471R106 743 141,423 SH SOLE 141,423 0 0 FRANKS INTL NV COM N33462107 633 209,000 SH SOLE 209,000 0 0 FREEPORT MCMORAN COOPER & GOLD COM 35671D857 49,254 1,327,244 SH SOLE 1,327,244 0 0 FRESH DEL MONTE PRODUCE INC COM G36738105 831 25,300 SH SOLE 25,300 0 0 FRONTIER GROUP HOLDINGS INC COM 35909R108 138 8,100 SH SOLE 8,100 0 0 FRP HOLDINGS INC COM 30292L107 89 1,600 SH SOLE 1,600 0 0 FS BANCORP INC COM 30263Y104 235 3,300 SH SOLE 3,300 0 0 FTC SOLAR INC COM 30320C103 58 4,400 SH SOLE 4,400 0 0 FUBOTV INC COM 35953D104 908 28,300 SH SOLE 28,300 0 0 FUELCELL ENERGY INC COM 35952H601 463 52,100 SH SOLE 52,100 0 0 FULCRUM THERAPEUTICS INC COM 359616109 33 3,200 SH SOLE 3,200 0 0 FULGENT GENETICS INC COM 359664109 18 200 SH SOLE 200 0 0 FULL HOUSE RESORTS INC COM 359678109 75 7,600 SH SOLE 7,600 0 0 FULLER H B CO COM 359694106 108 1,700 SH SOLE 1,700 0 0 FUNKO INC-CLASS A COM 361008105 114 5,400 SH SOLE 5,400 0 0 G-III APPAREL GROUP LTD COM 36237H101 197 6,000 SH SOLE 6,000 0 0 GALLAGHER (ARTHUR) J & CO. COM 363576109 710 5,070 SH SOLE 5,070 0 0 GAMCO INVESTORS INC COM 361438104 750 29,900 SH SOLE 29,900 0 0 GAMING AND LEISURE PROPERTIES INC. REIT 36467J108 11,550 249,303 SH SOLE 249,303 0 0 GAN LTD COM G3728V109 152 9,300 SH SOLE 9,300 0 0 GAP INC COM 364760108 1,203 35,771 SH SOLE 35,771 0 0 GARMIN LTD COM H2906T109 2,349 16,244 SH SOLE 16,244 0 0 GARTNER INC COM 366651107 2,664 11,003 SH SOLE 11,003 0 0 GATES INDUSTRIAL CORP PLC COM G39108108 1,878 103,937 SH SOLE 103,937 0 0 GATX CORP COM 361448103 53 600 SH SOLE 600 0 0 GCM GROSVENOR INC - CLASS A COM 36831E108 79 7,600 SH SOLE 7,600 0 0 GEMINI THERAPEUTICS INC COM 36870G105 32 5,100 SH SOLE 5,100 0 0 GENERAC HOLDINGS INC COM 368736104 2,685 6,469 SH SOLE 6,469 0 0 GENERAL DYNAMICS CORP. COM 369550108 17,709 94,069 SH SOLE 94,069 0 0 GENERAL ELECTRIC CO COM 369604103 42,225 3,137,136 SH SOLE 3,137,136 0 0 GENERAL MILLS INC COM 370334104 39,426 647,077 SH SOLE 647,077 0 0 GENERAL MOTORS CO COM 37045V100 156,337 2,642,180 SH SOLE 2,642,180 0 0 GENESCO INC. COM 371532102 974 15,300 SH SOLE 15,300 0 0 GENIUS BRANDS INTERNATIONAL COM 37229T301 120 65,400 SH SOLE 65,400 0 0

Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document GENTEX CORP. COM 371901109 2,232 67,461 SH SOLE 67,461 0 0 GENTHERM INC COM 37253A103 696 9,800 SH SOLE 9,800 0 0 GENUINE PARTS CO COM 372460105 3,059 24,189 SH SOLE 24,189 0 0 GERDAU SA SIDERURG SPONS ADR EACH COM 373737105 849 144,000 SH SOLE 144,000 0 0 GETTY RLTY CORP REIT 374297109 1,684 54,070 SH SOLE 54,070 0 0 GIBRALTAR INDUSTRIES INC COM 374689107 2,518 33,000 SH SOLE 33,000 0 0 GILDAN ACTIVEWEAR INC - CL A COM 375916103 1,595 43,199 SH SOLE 43,199 0 0 GILEAD SCIENCES INC. COM 375558103 51,641 749,956 SH SOLE 749,956 0 0 GLACIER BANCORP INC COM 37637Q105 539 9,800 SH SOLE 9,800 0 0 GLADSTONE COMMERCIAL CORP REIT 376536108 1,101 48,816 SH SOLE 48,816 0 0 GLADSTONE LAND CORP COM 376549101 823 34,213 SH SOLE 34,213 0 0 GLAUKOS CORP COM 377322102 890 10,500 SH SOLE 10,500 0 0 GLOBAL INDUSTRIAL CO COM 37892E102 110 3,000 SH SOLE 3,000 0 0 GLOBAL MEDICAL REIT INC REIT 37954A204 1,134 76,896 SH SOLE 76,896 0 0 GLOBAL NET LEASE INC REIT 379378201 2,406 130,094 SH SOLE 130,094 0 0 GLOBAL PAYMENTS INC COM 37940X102 46,866 249,904 SH SOLE 249,904 0 0 GLOBANT SA COM L44385109 1,097 5,007 SH SOLE 5,007 0 0 GLOBE LIFE INC COM 37959E102 2,404 25,249 SH SOLE 25,249 0 0 GMS INC COM 36251C103 1,217 25,300 SH SOLE 25,300 0 0 GODADDY INC - CLASS A COM 380237107 703 8,089 SH SOLE 8,089 0 0 GOLAR LNG LTD COM G9456A100 59 4,500 SH SOLE 4,500 0 0 GOLD FIELDS LTD-SPONS ADR COM 38059T106 106 12,000 SH SOLE 12,000 0 0 GOLDEN NUGGET ONLINE GAMING COM 38113L107 94 7,400 SH SOLE 7,400 0 0 GOLDMAN SACHS BDC INC COM 38147U107 7,118 363,203 SH SOLE 363,203 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 95,116 250,617 SH SOLE 250,617 0 0 GOLUB CAPITAL BDC INC COM 38173M102 333,122 21,603,294 SH SOLE 21,603,294 0 0 GOODYEAR T & R COM 382550101 1,797 104,800 SH SOLE 104,800 0 0 GOPRO INC-CLASS A COM 38268T103 152 13,100 SH SOLE 13,100 0 0 GP STRATEGIES CORP COM 36225V104 372 23,700 SH SOLE 23,700 0 0 GRACE W.R. & COMPANY COM 38388F108 277 4,017 SH SOLE 4,017 0 0 GRACO INC. COM 384109104 2,044 27,011 SH SOLE 27,011 0 0 GRAFTECH INTERNATIONAL LTD COM 384313508 181 15,600 SH SOLE 15,600 0 0 GRAHAM HOLDINGS CO COM 384637104 1,331 2,100 SH SOLE 2,100 0 0 GRAINGER W W INC COM 384802104 1,372 3,134 SH SOLE 3,134 0 0 GRANITE CONSTRUCTION INC COM 387328107 1,179 28,400 SH SOLE 28,400 0 0 GRANITE POINT MORTGAGE TRUST REIT 38741L107 196 13,300 SH SOLE 13,300 0 0 GRAPHIC PACKAGING HOLDING CO COM 388689101 2,950 162,669 SH SOLE 162,669 0 0 GRAY TELEVISION INC COM 389375106 28 1,200 SH SOLE 1,200 0 0 GREAT AJAX CORP REIT 38983D300 71 5,501 SH SOLE 5,501 0 0 GREAT SOUTHN BANCORP COM 390905107 738 13,700 SH SOLE 13,700 0 0 GREEN DOT CORP-CLASS A COM 39304D102 829 17,700 SH SOLE 17,700 0 0 GREENBOX POS COM 39366L208 47 4,000 SH SOLE 4,000 0 0 GREENLANE HOLDINGS INC - A COM 395330103 7 1,700 SH SOLE 1,700 0 0 GREENWICH LIFESCIENCES INC COM 396879108 40 900 SH SOLE 900 0 0 GREIF INC-CL B COM 397624206 47 800 SH SOLE 800 0 0 GRID DYNAMICS HOLDINGS INC COM 39813G109 677 45,100 SH SOLE 45,100 0 0 GRIFFON CORPORATION COM 398433102 4,887 190,700 SH SOLE 190,700 0 0 GROUP 1 AUTOMOTIVE COM 398905109 1,343 8,700 SH SOLE 8,700 0 0 GROUPON INC COM 399473206 444 10,300 SH SOLE 10,300 0 0 GROWGENERATION CORP COM 39986L109 211 4,400 SH SOLE 4,400 0 0 GUIDEWIRE SOFTWARE INC COM 40171V100 107 956 SH SOLE 956 0 0 H & R BLOCK INC. COM 093671105 1,420 60,514 SH SOLE 60,514 0 0 H&E EQUIPMENT SERVICES INC COM 404030108 914 27,500 SH SOLE 27,500 0 0 HACKET GROUP INC COM 404609109 816 45,300 SH SOLE 45,300 0 0 HAEMONETICS CORP/MASS COM 405024100 53 800 SH SOLE 800 0 0 HAIN CELESTIAL GROUP COM 405217100 4,785 119,291 SH SOLE 119,291 0 0 HALL OF FAME RESORT & ENTERT COM 40619L102 49 12,700 SH SOLE 12,700 0 0 HALLIBURTON COMPANY COM 406216101 7,727 334,249 SH SOLE 334,249 0 0 HALOZYME THERAPEUTICS INC COM 40637H109 2,220 48,900 SH SOLE 48,900 0 0

Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document HAMILTON LANE INC-CLASS A COM 407497106 1,439 15,800 SH SOLE 15,800 0 0 HANCOCK WHITNEY CORP COM 410120109 1,573 35,400 SH SOLE 35,400 0 0 HANGER INC. COM 41043F208 123 4,900 SH SOLE 4,900 0 0 HANMI FINL CORP COM 410495204 823 43,200 SH SOLE 43,200 0 0 HANNON ARMSTRONG SUS INFR CAP INC COM 41068X100 999 17,800 SH SOLE 17,800 0 0 HARBORONE BANCORP INC COM 41165Y100 365 25,500 SH SOLE 25,500 0 0 HARLEY-DAVIDSON INC COM 412822108 1,700 37,110 SH SOLE 37,110 0 0 HARMONY BIOSCIENCES HOLDINGS COM 413197104 42 1,500 SH SOLE 1,500 0 0 HARPOON THERAPEUTICS INC COM 41358P106 355 25,600 SH SOLE 25,600 0 0 HARSCO CORP COM 415864107 775 38,000 SH SOLE 38,000 0 0 HARTFORD FINL SERVICES COM 416515104 8,767 141,481 SH SOLE 141,481 0 0 HARVARD BIOSCIENCE INC COM 416906105 878 105,500 SH SOLE 105,500 0 0 HASBRO INC COM 418056107 1,199 12,689 SH SOLE 12,689 0 0 HAVERTY FURNITURE COM 419596101 902 21,100 SH SOLE 21,100 0 0 HAWAIIAN ELECTRIC INDS COM 419870100 2,346 55,510 SH SOLE 55,510 0 0 HCA HEALTHCARE INC COM 40412C101 40,329 195,075 SH SOLE 195,075 0 0 HEALTH CATALYST INC COM 42225T107 122 2,200 SH SOLE 2,200 0 0 HEALTHCARE RLTY TR REIT 421946104 5,803 192,153 SH SOLE 192,153 0 0 HEALTHCARE SVCS GRP COM 421906108 331 10,500 SH SOLE 10,500 0 0 HEALTHCARE TRUST OF AMERICA INC REIT 42225P501 11,401 427,039 SH SOLE 427,039 0 0 HEALTHEQUITY INC COM 42226A107 1,142 14,200 SH SOLE 14,200 0 0 HEALTHPEAK PROPERTIES INC REIT 42250P103 28,524 856,857 SH SOLE 856,857 0 0 HEALTHSTREAM INC COM 42222N103 662 23,700 SH SOLE 23,700 0 0 HEARTLAND FINANCIAL USA INC COM 42234Q102 897 19,100 SH SOLE 19,100 0 0 HECLA MINING CO. COM 422704106 1,198 161,100 SH SOLE 161,100 0 0 HEICO CORP COM 422806109 1,175 8,428 SH SOLE 8,428 0 0 HEICO CORP-CL A COM 422806208 1,454 11,714 SH SOLE 11,714 0 0 HEIDRICK & STRUGGLES INTL COM 422819102 899 20,200 SH SOLE 20,200 0 0 HELEN OF TROY LTD COM G4388N106 547 2,400 SH SOLE 2,400 0 0 HELMERICH & PAYNE INC COM 423452101 117 3,600 SH SOLE 3,600 0 0 HEMISPHERE MEDIA GROUP INC COM 42365Q103 450 38,200 SH SOLE 38,200 0 0 HENRY (JACK) & ASSOCIATES COM 426281101 571 3,497 SH SOLE 3,497 0 0 HENRY SCHEIN INC COM 806407102 2,590 34,915 SH SOLE 34,915 0 0 HERC HOLDINGS INC COM 42704L104 1,356 12,100 SH SOLE 12,100 0 0 HERITAGE-CRYSTAL CLEAN INC COM 42726M106 581 19,600 SH SOLE 19,600 0 0 HERON THERAPEUTICS INC COM 427746102 94 6,100 SH SOLE 6,100 0 0 HERSHA HOSPITALITY TRUST REIT 427825500 471 43,774 SH SOLE 43,774 0 0 HERSHEY COMPANY COM 427866108 1,389 7,979 SH SOLE 7,979 0 0 HESS CORP. COM 42809H107 68,571 785,288 SH SOLE 785,288 0 0 HEWLETT PACKARD ENTERPRISE COM 42824C109 24,644 1,690,284 SH SOLE 1,690,284 0 0 HEXCEL CORP COM 428291108 1,019 16,342 SH SOLE 16,342 0 0 HIBBETT INC COM 428567101 1,174 13,100 SH SOLE 13,100 0 0 HIGHPEAK ENERGY INC COM 43114Q105 12 1,200 SH SOLE 1,200 0 0 HIGHWOODS PROP INC. REIT 431284108 5,248 116,191 SH SOLE 116,191 0 0 HILLENBRAND INC COM 431571108 1,485 33,700 SH SOLE 33,700 0 0 HILTON GRAND VACATIONS COM 43283X105 645 15,600 SH SOLE 15,600 0 0 HILTON WORLDWIDE HOLDINGS INC COM 43300A203 51,276 425,109 SH SOLE 425,109 0 0 HIREQUEST INC COM 433535101 22 1,200 SH SOLE 1,200 0 0 HNI CORP COM 404251100 1,134 25,800 SH SOLE 25,800 0 0 HOLLYFRONTIER CORP COM 436106108 1,476 44,890 SH SOLE 44,890 0 0 HOLOGIC INC. COM 436440101 838 12,565 SH SOLE 12,565 0 0 HOME BANCORP INC COM 43689E107 762 20,000 SH SOLE 20,000 0 0 HOME BANCSHARES INC COM 436893200 192 7,800 SH SOLE 7,800 0 0 HOME DEPOT INC. COM 437076102 149,799 469,752 SH SOLE 469,752 0 0 HOME POINT CAPITAL INC COM 43734L106 416 70,200 SH SOLE 70,200 0 0 HOMETRUST BANCSHARES INC COM 437872104 772 27,700 SH SOLE 27,700 0 0 HONEST CO INC/THE COM 438333106 93 5,800 SH SOLE 5,800 0 0 HONEYWELL INTERNATIONAL INC COM 438516106 104,250 475,270 SH SOLE 475,270 0 0 HOOKER FURNITURE CORP COM 439038100 758 21,900 SH SOLE 21,900 0 0

Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document HOPE BANCORP INC COM 43940T109 1,070 75,500 SH SOLE 75,500 0 0 HORIZON BANCORP INDIANA COM 440407104 219 12,600 SH SOLE 12,600 0 0 HORIZON THERAPEUTICS PLC COM G46188101 15,227 162,616 SH SOLE 162,616 0 0 HORMEL FOODS CORP COM 440452100 1,227 25,704 SH SOLE 25,704 0 0 HOST HOTELS & RESORTS INC REIT 44107P104 15,865 928,354 SH SOLE 928,354 0 0 HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 195 17,700 SH SOLE 17,700 0 0 HOULIHAN LOKEY INC COM 441593100 5,905 72,200 SH SOLE 72,200 0 0 HOVNANIAN ENTERPRISES-A COM 442487401 10 100 SH SOLE 100 0 0 HOWARD BANCORP INC COM 442496105 362 22,500 SH SOLE 22,500 0 0 HOWARD HUGHES CORP COM 44267D107 1,740 17,856 SH SOLE 17,856 0 0 HOWMET AEROSOACE INC COM 443201108 28,877 837,768 SH SOLE 837,768 0 0 HP INC COM 40434L105 1,010 33,483 SH SOLE 33,483 0 0 HUB GROUP INC COM 443320106 1,194 18,100 SH SOLE 18,100 0 0 HUBBELL INC COM 443510607 2,051 10,978 SH SOLE 10,978 0 0 HUBSPOT INC COM 443573100 2,738 4,699 SH SOLE 4,699 0 0 HUDSON PACIFIC PROPERTIES INC. REIT 444097109 13,805 496,245 SH SOLE 496,245 0 0 HUMANA INC. COM 444859102 43,607 98,499 SH SOLE 98,499 0 0 HUNTINGTON BANCSHARES COM 446150104 47,033 3,295,956 SH SOLE 3,295,956 0 0 HUNTINGTON INGALLS INDUSTRIES COM 446413106 1,914 9,082 SH SOLE 9,082 0 0 HUNTSMAN CORP COM 447011107 17,555 661,980 SH SOLE 661,980 0 0 HYATT HOTELS CORP-CLASS A COM 448579102 1,543 19,877 SH SOLE 19,877 0 0 HYLIION HOLDINGS CORP COM 449109107 316 27,200 SH SOLE 27,200 0 0 HYRECAR INC COM 44916T107 98 4,700 SH SOLE 4,700 0 0 HYSTER-YALE MATERIALS COM 449172105 824 11,300 SH SOLE 11,300 0 0 IAC/INTERACTIVE CORP COM 44891N208 3,012 19,539 SH SOLE 19,539 0 0 ICF INTERNATIONAL INC COM 44925C103 6,369 72,500 SH SOLE 72,500 0 0 ICICI BANK LTD - ADR COM 45104G104 3,762 220,000 SH SOLE 220,000 0 0 ICON PLC COM G4705A100 1,096 5,304 SH SOLE 5,304 0 0 IDACORP INC. COM 451107106 5,401 55,400 SH SOLE 55,400 0 0 IDEAYA BIOSCIENCES INC COM 45166A102 172 8,200 SH SOLE 8,200 0 0 IDEX CORPORATION COM 45167R104 2,992 13,599 SH SOLE 13,599 0 0 IDEXX LABS INC. COM 45168D104 1,680 2,661 SH SOLE 2,661 0 0 IDT CORP-CL B COM 448947507 857 23,200 SH SOLE 23,200 0 0 IES HOLDINGS INC COM 44951W106 785 15,300 SH SOLE 15,300 0 0 IGM BIOSCIENCES INC COM 449585108 332 4,000 SH SOLE 4,000 0 0 IHS MARKIT LTD ICOM G47567105 5,633 50,000 SH SOLE 50,000 0 0 II VI INC COM 902104108 11,723 161,500 SH SOLE 161,500 0 0 IKENA ONCOLOGY INC COM 45175G108 29 2,100 SH SOLE 2,100 0 0 ILLINOIS TOOL WORKS COM 452308109 24,255 108,495 SH SOLE 108,495 0 0 ILLUMINA INC. COM 452327109 24,349 51,456 SH SOLE 51,456 0 0 IMMUNITYBIO INC COM 45256X103 221 15,500 SH SOLE 15,500 0 0 IMMUNOGEN INC COM 45253H101 850 129,000 SH SOLE 129,000 0 0 IMPINJ INC COM 453204109 87 1,700 SH SOLE 1,700 0 0 INARI MEDICAL INC COM 45332Y109 736 7,900 SH SOLE 7,900 0 0 INCYTE CORP COM 45337C102 174 2,072 SH SOLE 2,072 0 0 INDEPENDENCE HLDG CO COM 453440307 611 13,200 SH SOLE 13,200 0 0 INDEPENDENCE REALTY TRUST COM 45378A106 2,526 138,576 SH SOLE 138,576 0 0 INDEPENDENT BANK CORP/MI COM 453838609 73 3,400 SH SOLE 3,400 0 0 INDIA FUND INC. CTRY 454089103 4,611 210,000 SH SOLE 210,000 0 0 INDUS REALTY TRUST INC. COM 45580R103 65 1,000 SH SOLE 1,000 0 0 INDUSTRIAL LOGISTICS PROPERT COM 456237106 2,302 88,095 SH SOLE 88,095 0 0 INGERSOLL-RAND INC COM 45687V106 38,211 782,859 SH SOLE 782,859 0 0 INGEVITY CORP COM 45688C107 65 800 SH SOLE 800 0 0 INGREDION INC COM 457187102 3,439 38,000 SH SOLE 38,000 0 0 INHIBRX INC COM 45720L107 55 2,000 SH SOLE 2,000 0 0 INNOSPEC INC. COM 45768S105 1,196 13,200 SH SOLE 13,200 0 0 INNOVAGE HOLDING CORP COM 45784A104 89 4,200 SH SOLE 4,200 0 0 INNOVATIVE INDUSTRIAL PROPER COM 45781V101 7,717 40,400 SH SOLE 40,400 0 0 INOGEN INC COM 45780L104 957 14,700 SH SOLE 14,700 0 0

Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document INOTIV INC COM 45783Q100 80 3,000 SH SOLE 3,000 0 0 INSIGHT ENTERPRISES INC. COM 45765U103 1,520 15,200 SH SOLE 15,200 0 0 INSMED INC COM 457669307 62 2,200 SH SOLE 2,200 0 0 INSPERITY INC COM 45778Q107 1,436 15,900 SH SOLE 15,900 0 0 INSPIRE MEDICAL SYSTEMS INC COM 457730109 1,893 9,800 SH SOLE 9,800 0 0 INSTEEL INDUSTRIES COM 45774W108 855 26,600 SH SOLE 26,600 0 0 INSTIL BIO INC COM 45783C101 77 4,000 SH SOLE 4,000 0 0 INSULET CORP COM 45784P101 1,072 3,906 SH SOLE 3,906 0 0 INTEGER HOLDINGS CORP COM 45826H109 536 5,700 SH SOLE 5,700 0 0 INTEGRA LIFESCIENCES HOLDINGS COM 457985208 5,862 85,917 SH SOLE 85,917 0 0 INTEL CORP. COM 458140100 94,860 1,689,717 SH SOLE 1,689,717 0 0 INTELLIA THERAPEUTICS INC COM 45826J105 2,639 16,300 SH SOLE 16,300 0 0 INTER PARFUMS INC COM 458334109 986 13,700 SH SOLE 13,700 0 0 INTERCEPT PHARMACEUTICALS INC COM 45845P108 311 15,600 SH SOLE 15,600 0 0 INTERCONTINENTAL EXCHANGE INC COM 45866F104 35,254 297,004 SH SOLE 297,004 0 0 INTERFACE INC COM 458665304 419 27,400 SH SOLE 27,400 0 0 INTERNATIONAL BANCSH COM 459044103 695 16,200 SH SOLE 16,200 0 0 INTERNATIONAL PAPER COM 460146103 6,387 104,182 SH SOLE 104,182 0 0 INTERNATL FLAVORS & FRAGRANCES COM 459506101 32,800 219,547 SH SOLE 219,547 0 0 INTERPUBLIC GROUP COM 460690100 20,081 618,089 SH SOLE 618,089 0 0 INTL BUS MACH CORP COM 459200101 25,793 175,959 SH SOLE 175,959 0 0 INTRA-CELLULAR THERAPIES INC COM 46116X101 302 7,400 SH SOLE 7,400 0 0 INTUIT INC. COM 461202103 43,696 89,146 SH SOLE 89,146 0 0 INTUITIVE SURGICAL INC COM 46120E602 36,458 39,644 SH SOLE 39,644 0 0 INVESCO LTD COM G491BT108 4,694 175,641 SH SOLE 175,641 0 0 INVESCO MORTGAGE CAPITAL REIT 46131B100 220 56,500 SH SOLE 56,500 0 0 INVESTORS BANCORP INC COM 46146L101 69 4,900 SH SOLE 4,900 0 0 INVESTORS TITLE CO COM 461804106 768 4,400 SH SOLE 4,400 0 0 INVITAE CORP COM 46185L103 856 25,400 SH SOLE 25,400 0 0 INVITATION HOMES INC REIT 46187W107 59,170 1,586,766 SH SOLE 1,586,766 0 0 IOVANCE BIOTHERAPEUTICS INC COM 462260100 4,033 155,000 SH SOLE 155,000 0 0 IPG PHOTONICS CORP COM 44980X109 1,552 7,365 SH SOLE 7,365 0 0 IQVIA HOLDING INC COM 46266C105 57,653 237,923 SH SOLE 237,923 0 0 IRADIMED CORP COM 46266A109 349 11,900 SH SOLE 11,900 0 0 IRIDIUM COMMUNICATIONS INC COM 46269C102 423 10,600 SH SOLE 10,600 0 0 IRON MTN INC PA COM 46284V101 13,863 327,585 SH SOLE 327,585 0 0 ISHARES FTSE CHINA 25 INDEX FUND CTRY 464287184 26,686 576,000 SH SOLE 576,000 0 0 ISHARES MSCI BRAZIL CAPPED INDEX CTRY 464286400 9,729 240,000 SH SOLE 240,000 0 0 ISHARES MSCI CANADA ICOM 464286509 31,291 839,600 SH SOLE 839,600 0 0 ISHARES MSCI EAFE INDEX FUND ICOM 464287465 8,282 105,000 SH SOLE 105,000 0 0 ISHARES MSCI EMERGING MARKET ICOM 464286475 14,040 224,000 SH SOLE 224,000 0 0 ISHARES MSCI EMERGING MKT ICOM 464287234 41,362 750,000 SH SOLE 750,000 0 0 ISHARES MSCI FRONTIER 100 ICOM 464286145 6,372 192,000 SH SOLE 192,000 0 0 ISHARES MSCI JAPAN ICOM 46434G822 15,196 225,000 SH SOLE 225,000 0 0 ISHARES MSCI SOUTH AFRICA ICOM 464286780 12,215 250,000 SH SOLE 250,000 0 0 ISTAR FINANCIAL INC. REIT 45031U101 342 16,500 SH SOLE 16,500 0 0 ITAU UNIBANCO ICOM 465562106 18,631 3,100,000 SH SOLE 3,100,000 0 0 ITRON INC. COM 465741106 339 3,400 SH SOLE 3,400 0 0 ITT INC COM 45073V108 2,245 24,518 SH SOLE 24,518 0 0 IVERIC BIO INC COM 46583P102 147 23,400 SH SOLE 23,400 0 0 J & J SNACK FOODS CORP COM 466032109 1,308 7,500 SH SOLE 7,500 0 0 J2 GLOBAL INC COM 48123V102 2,077 15,100 SH SOLE 15,100 0 0 JABIL INC COM 466313103 32,075 551,877 SH SOLE 551,877 0 0 JACOBS ENGINEERING GROUP COM 469814107 4,012 30,071 SH SOLE 30,071 0 0 JAMES RIVER GROUP HOLDINGS LTD COM G5005R107 9,530 254,000 SH SOLE 254,000 0 0 JANUS HENDERSON GROUP PLC COM G4474Y214 2,034 52,424 SH SOLE 52,424 0 0 JAZZ PHARMACEUTICALS PLC COM G50871105 2,594 14,603 SH SOLE 14,603 0 0 JB HUNT TRANSPORT SERVICES INC COM 445658107 19,001 116,609 SH SOLE 116,609 0 0 JBG SMITH PROPERTIES REIT 46590V100 6,408 203,374 SH SOLE 203,374 0 0

Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document JD.COM INC-ADR ICOM 47215P106 3,120 39,100 SH SOLE 39,100 0 0 JEFFERIES FINANCIAL GROUP INC COM 47233W109 2,784 81,428 SH SOLE 81,428 0 0 JETBLUE AIRWAYS CORP COM 477143101 1,494 89,080 SH SOLE 89,080 0 0 JFROG LTD COM M6191J100 86 1,900 SH SOLE 1,900 0 0 JM SMUCKER CO COM 832696405 1,349 10,415 SH SOLE 10,415 0 0 JOANN INC COM 47768J101 42 2,700 SH SOLE 2,700 0 0 JOHN B. SANFILIPPO & SON INC COM 800422107 221 2,500 SH SOLE 2,500 0 0 JOHN BEAN TECHNOLOGIES COM 477839104 5,291 37,100 SH SOLE 37,100 0 0 JOHNSON & JOHNSON COM 478160104 216,694 1,315,371 SH SOLE 1,315,371 0 0 JOHNSON CONTROLS INTERNATIONAL COM G51502105 29,364 427,870 SH SOLE 427,870 0 0 JOHNSON OUTDOORS INC - CL A COM 479167108 810 6,700 SH SOLE 6,700 0 0 JOINT CORP/THE COM 47973J102 780 9,300 SH SOLE 9,300 0 0 JONES LANG LASALLE I COM 48020Q107 23,033 117,840 SH SOLE 117,840 0 0 JOUNCE THERAPEUTICS INC COM 481116101 82 12,200 SH SOLE 12,200 0 0 JPMORGAN CHASE & CO. COM 46625H100 253,550 1,630,128 SH SOLE 1,630,128 0 0 JUNIPER NETWORKS INC COM 48203R104 94 3,466 SH SOLE 3,466 0 0 KALVISTA PHARMACEUTICALS INC COM 483497103 311 13,000 SH SOLE 13,000 0 0 KANSAS CITY SOUTHERN INDS COM 485170302 30,833 108,810 SH SOLE 108,810 0 0 KARAT PACKAGING INC COM 48563L101 22 1,100 SH SOLE 1,100 0 0 KARUNA THERAPEUTICS INC COM 48576A100 490 4,300 SH SOLE 4,300 0 0 KB HOME COM 48666K109 191 4,700 SH SOLE 4,700 0 0 KBR INC COM 48242W106 1,960 51,400 SH SOLE 51,400 0 0 KEARNY FINL CORP MD COM COM 48716P108 883 73,900 SH SOLE 73,900 0 0 KELLOGG CO. COM 487836108 1,192 18,532 SH SOLE 18,532 0 0 KELLY SERVICES INC CL-A COM 488152208 877 36,600 SH SOLE 36,600 0 0 KEMPHARM INC COM 488445206 84 6,600 SH SOLE 6,600 0 0 KENNEDY-WILSON HOLDINGS INC COM 489398107 554 27,900 SH SOLE 27,900 0 0 KEROS THERAPEUTICS INC COM 492327101 84 2,000 SH SOLE 2,000 0 0 KEURIG DR PEPPER INC COM 49271V100 8,894 252,412 SH SOLE 252,412 0 0 KEYCORP COM 493267108 5,773 279,566 SH SOLE 279,566 0 0 KEYSIGHT TECH INC COM 49338L103 54,971 356,010 SH SOLE 356,010 0 0 KEZAR LIFE SCIENCES INC COM 49372L100 8 1,500 SH SOLE 1,500 0 0 KFORCE INC COM 493732101 1,019 16,200 SH SOLE 16,200 0 0 KILROY RE CORP REIT 49427F108 32,414 465,462 SH SOLE 465,462 0 0 KIMBALL ELECTRONICS INC COM 49428J109 823 37,900 SH SOLE 37,900 0 0 KIMBALL INTL INC COM 494274103 1 100 SH SOLE 100 0 0 KIMBERLY-CLARK CORP COM 494368103 15,702 117,376 SH SOLE 117,376 0 0 KIMCO REALTY CORP REIT 49446R109 11,482 550,735 SH SOLE 550,735 0 0 KINDER MORGAN INC. COM 49456B101 21,173 1,161,439 SH SOLE 1,161,439 0 0 KINNATE BIOPHARMA INC COM 49705R105 76 3,300 SH SOLE 3,300 0 0 KINSALE CAPITAL GROUP INC COM 49714P108 1,021 6,200 SH SOLE 6,200 0 0 KIRBY CORP. COM 497266106 1,709 28,196 SH SOLE 28,196 0 0 KIRKLANDS INC COM 497498105 347 15,200 SH SOLE 15,200 0 0 KITE REALTY GROUP TRUST REIT 49803T300 2,489 113,105 SH SOLE 113,105 0 0 KKR & CO INC -A ICOM 48251W104 48,413 817,235 SH SOLE 817,235 0 0 KKR REAL ESTATE FINANCE TRUST COM 48251K100 162 7,500 SH SOLE 7,500 0 0 KLA CORP. COM 482480100 26,907 82,994 SH SOLE 82,994 0 0 KNIGHT-SWIFT TRANSPORTATION INC COM 499049104 2,443 53,757 SH SOLE 53,757 0 0 KODIAK SCIENCES INC COM 50015M109 4,491 48,300 SH SOLE 48,300 0 0 KOHLS CORP COM 500255104 1,366 24,801 SH SOLE 24,801 0 0 KONTOOR BRANDS INC COM 50050N103 1,133 20,100 SH SOLE 20,100 0 0 KOPIN CORP COM 500600101 58 7,100 SH SOLE 7,100 0 0 KOPPERS HOLDINGS INC COM 50060P106 116 3,600 SH SOLE 3,600 0 0 KOREA FUND CTRY 500634209 1,588 34,410 SH SOLE 34,410 0 0 KORN FERRY COM 500643200 1,603 22,100 SH SOLE 22,100 0 0 KOSMOS ENERGY LTD COM 500688106 11 3,400 SH SOLE 3,400 0 0 KRAFT HEINZ CO/THE COM 500754106 13,162 322,773 SH SOLE 322,773 0 0 KRANESHARES CSI CHINA INTERN ICOM 500767306 34,931 500,600 SH SOLE 500,600 0 0 KRATON PERFORMANCE POLYMERS INC COM 50077C106 639 19,800 SH SOLE 19,800 0 0

Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document KRATOS DEFENSE & SECURITY SOLUTIONS INC COM 50077B207 65 2,300 SH SOLE 2,300 0 0 KROGER CO. COM 501044101 1,329 34,705 SH SOLE 34,705 0 0 KRYSTAL BIOTECH INC COM 501147102 265 3,900 SH SOLE 3,900 0 0 KULICKE & SOFFA INDUSTRIES COM 501242101 1,634 26,700 SH SOLE 26,700 0 0 KVH INDUSTRIES INC COM 482738101 761 61,900 SH SOLE 61,900 0 0 KYMERA THERAPEUTICS INC COM 501575104 688 14,200 SH SOLE 14,200 0 0 L3HARRIS TECHNOLOGIES INC COM 502431109 47,451 219,529 SH SOLE 219,529 0 0 LA-Z-BOY INC. COM 505336107 1,077 29,100 SH SOLE 29,100 0 0 LABORATORY CRP OF AMER HLDGS COM 50540R409 3,256 11,806 SH SOLE 11,806 0 0 LADDER CAPITAL CORP-A COM 505743104 300 26,000 SH SOLE 26,000 0 0 LAM RESEARCH CORP COM 512807108 98,848 151,911 SH SOLE 151,911 0 0 LAMAR ADVERTISING CO-A REIT 512816109 10,174 97,438 SH SOLE 97,438 0 0 LAMB WESTON HOLDINGS INC COM 513272104 27,554 341,610 SH SOLE 341,610 0 0 LANCASTER COLONY CORP COM 513847103 1,528 7,900 SH SOLE 7,900 0 0 LAND'S END INC COM 51509F105 365 8,900 SH SOLE 8,900 0 0 LANDOS BIOPHARMA INC COM 515069102 17 1,500 SH SOLE 1,500 0 0 LANDSEA HOMES CORP COM 51509P103 11 1,400 SH SOLE 1,400 0 0 LANDSTAR SYSTEM INC. COM 515098101 7,064 44,705 SH SOLE 44,705 0 0 LANTHEUS HOLDINGS INC COM 516544103 66 2,400 SH SOLE 2,400 0 0 LAREDO PETROLEUM INC COM 516806205 111 1,200 SH SOLE 1,200 0 0 LAS VEGAS SANDS CORP COM 517834107 7,092 134,614 SH SOLE 134,614 0 0 LATHAM GROUP INC COM 51819L107 172 5,400 SH SOLE 5,400 0 0 LATTICE SEMICON. CORP. COM 518415104 1,011 18,000 SH SOLE 18,000 0 0 LAWSON PRODUCTS COM 520776105 727 13,600 SH SOLE 13,600 0 0 LAZARD LTD CL. A COM G54050102 3,258 72,000 SH SOLE 72,000 0 0 LAZYDAYS HOLDINGS INC COM 52110H100 37 1,700 SH SOLE 1,700 0 0 LCI INDUSTRIES COM 50189K103 26 200 SH SOLE 200 0 0 LEAR CORP COM 521865204 2,861 16,327 SH SOLE 16,327 0 0 LEGACY HOUSING CORP COM 52472M101 196 11,600 SH SOLE 11,600 0 0 LEGGETT & PLATT INC COM 524660107 1,293 24,974 SH SOLE 24,974 0 0 LEIDOS HOLDINGS INC COM 525327102 153 1,521 SH SOLE 1,521 0 0 LEMONADE INC COM 52567D107 2,672 24,425 SH SOLE 24,425 0 0 LENNAR CORP - B SHS COM 526057302 1,543 18,951 SH SOLE 18,951 0 0 LENNAR CORPORATION COM 526057104 3,592 36,156 SH SOLE 36,156 0 0 LENNOX INTERNATIONAL INC. COM 526107107 137 393 SH SOLE 393 0 0 LEXICON PHARMACEUTICALS COM 528872302 72 15,700 SH SOLE 15,700 0 0 LEXINGTON CORP PPTYS REIT 529043101 4,445 372,040 SH SOLE 372,040 0 0 LGI HOMES INC COM 50187T106 113 700 SH SOLE 700 0 0 LHC GROUP INC COM 50187A107 2,102 10,500 SH SOLE 10,500 0 0 LIBERTY BROADBAND - A COM 530307107 2,273 13,519 SH SOLE 13,519 0 0 LIBERTY BROADBAND - C COM 530307305 444 2,557 SH SOLE 2,557 0 0 LIBERTY LATIN AMERICA-C COM G9001E128 551 39,100 SH SOLE 39,100 0 0 LIBERTY MEDIA CORP - C COM 531229854 1,842 38,217 SH SOLE 38,217 0 0 LIBERTY MEDIA GROUP A COM 531229870 1,601 37,567 SH SOLE 37,567 0 0 LIBERTY SIRIUS GROUP - C ICOM 531229607 1,990 42,915 SH SOLE 42,915 0 0 LIBERTY SIRIUSXM GROUP ICOM 531229409 1,860 39,948 SH SOLE 39,948 0 0 LIFE STORAGE INC REIT 53223X107 46,656 434,624 SH SOLE 434,624 0 0 LIFETIME BRANDS INC. COM 53222Q103 748 50,000 SH SOLE 50,000 0 0 LIGAND PHARMACEUTICALS COM 53220K504 1,154 8,800 SH SOLE 8,800 0 0 LINCOLN ELEC HLDGS I COM 533900106 1,755 13,327 SH SOLE 13,327 0 0 LINCOLN NATIONAL CORP COM 534187109 7,589 120,781 SH SOLE 120,781 0 0 LINEAGE CELL THERAPEUTICS INC COM 53566P109 805 282,700 SH SOLE 282,700 0 0 LIONS GATE ENTERTAINMENT B COM 535919500 969 53,000 SH SOLE 53,000 0 0 LIONS GATE ENTERTAINMENT-A COM 535919401 461 22,300 SH SOLE 22,300 0 0 LIQUIDITY SERVICES INC COM 53635B107 969 38,100 SH SOLE 38,100 0 0 LITHIA MOTORS INC - CL A COM 536797103 1,474 4,292 SH SOLE 4,292 0 0 LITTELFUSE INC COM 537008104 10,150 39,839 SH SOLE 39,839 0 0 LIVANOVA PLC COM G5509L101 1,648 19,600 SH SOLE 19,600 0 0 LIVE NATION COM 538034109 154 1,762 SH SOLE 1,762 0 0

Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document LIVEPERSON INC COM 538146101 221 3,500 SH SOLE 3,500 0 0 LIVERAMP HOLDINGS INC COM 53815P108 304 6,500 SH SOLE 6,500 0 0 LKQ CORP COM 501889208 2,785 56,602 SH SOLE 56,602 0 0 LOCKHEED MARTIN CORPORATION COM 539830109 31,054 82,078 SH SOLE 82,078 0 0 LOEWS CORP COM 540424108 3,802 69,570 SH SOLE 69,570 0 0 LORAL SPACE & COMM COM 543881106 481 12,400 SH SOLE 12,400 0 0 LORDSTOWN MOTORS CORP-CL A COM 54405Q100 287 26,000 SH SOLE 26,000 0 0 LOUISIANNA PACIFIC COM 546347105 1,592 26,407 SH SOLE 26,407 0 0 LOWE'S COS COM 548661107 66,038 340,457 SH SOLE 340,457 0 0 LPL FINANCIAL HOLDINGS INC COM 50212V100 1,293 9,580 SH SOLE 9,580 0 0 LTC PROPERTIES INC COM 502175102 2,028 52,837 SH SOLE 52,837 0 0 LULULEMON ATHLETICA INC COM 550021109 87,134 238,745 SH SOLE 238,745 0 0 LUMBER LIQUIDATORS HOLDINGS INC COM 55003T107 388 18,400 SH SOLE 18,400 0 0 LUMEN TECHNOLOGIES INC COM 550241103 2,849 209,651 SH SOLE 209,651 0 0 LUMINEX CORP DEL COM 55027E102 1,085 29,500 SH SOLE 29,500 0 0 LUTHER BURBANK CORP COM 550550107 734 61,900 SH SOLE 61,900 0 0 LYFT INC-A COM 55087P104 820 13,569 SH SOLE 13,569 0 0 LYONDELLBASELL IND-CL A COM N53745100 1,360 13,229 SH SOLE 13,229 0 0 M&T BANK CORPORATION COM 55261F104 3,282 22,591 SH SOLE 22,591 0 0 MACERICH CO REIT 554382101 4,891 268,045 SH SOLE 268,045 0 0 MACK-CALI RE CORP. REIT 554489104 2,042 119,077 SH SOLE 119,077 0 0 MACOM TECHNOLOGY SOLUTIONS HOLDINGS COM 55405Y100 51 800 SH SOLE 800 0 0 MACROGENICS INC COM 556099109 397 14,800 SH SOLE 14,800 0 0 MACYS INC COM 55616P104 2,093 110,400 SH SOLE 110,400 0 0 MADDEN STEVEN LTD COM 556269108 12,125 277,100 SH SOLE 277,100 0 0 MADRIGAL PHARMACEUTICALS INC COM 558868105 496 5,100 SH SOLE 5,100 0 0 MAGELLAN HEALTH SERVICES INC COM 559079207 28 300 SH SOLE 300 0 0 MAGENTA THERAPEUTICS INC COM 55910K108 11 1,200 SH SOLE 1,200 0 0 MAGNITE INC COM 55955D100 2,849 84,200 SH SOLE 84,200 0 0 MAGNOLIA OIL & GAS CORP COM 559663109 100 6,400 SH SOLE 6,400 0 0 MANHATTAN ASSOCIATES INC COM 562750109 1,024 7,073 SH SOLE 7,073 0 0 MANPOWERGROUP COM 56418H100 2,189 18,416 SH SOLE 18,416 0 0 MANULIFE FINANCIAL CORP COM 56501R106 18,236 925,486 SH SOLE 925,486 0 0 MARATHON DIGITAL HOLDINGS IN COM 565788106 693 22,100 SH SOLE 22,100 0 0 MARATHON OIL CORP COM 565849106 1,484 108,979 SH SOLE 108,979 0 0 MARATHON PETROLEUM CORP COM 56585A102 31,602 523,040 SH SOLE 523,040 0 0 MARAVAI LIFESCIENCES HOLDINGS INC COM 56600D107 7,411 177,600 SH SOLE 177,600 0 0 MARCUS & MILLICHAP INC COM 566324109 221 5,700 SH SOLE 5,700 0 0 MARINE PRODS CORP COM 568427108 291 18,900 SH SOLE 18,900 0 0 MARINEMAX INC COM 567908108 891 18,300 SH SOLE 18,300 0 0 MARKEL CORP COM 570535104 46,654 39,314 SH SOLE 39,314 0 0 MARKETAXESS HOLDINGS INC COM 57060D108 602 1,299 SH SOLE 1,299 0 0 MARLIN BUSINESS SERVICES INC COM 571157106 370 16,300 SH SOLE 16,300 0 0 MARRIOTT INT'L INC CL-A COM 571903202 18,441 135,080 SH SOLE 135,080 0 0 MARRIOTT VACATIONS WORLDWIDE CORP COM 57164Y107 1,365 8,571 SH SOLE 8,571 0 0 MARSH & MCLENNAN COS. COM 571748102 36,766 261,349 SH SOLE 261,349 0 0 MARTIN MARIETTA MATERIALS COM 573284106 36,104 102,626 SH SOLE 102,626 0 0 MARVELL TECHNOLOGY GROUP LTD COM 573874104 27,712 475,093 SH SOLE 475,093 0 0 MASCO CORP. COM 574599106 660 11,207 SH SOLE 11,207 0 0 MASIMO CORP COM 574795100 707 2,920 SH SOLE 2,920 0 0 MASTEC INC COM 576323109 1,730 16,314 SH SOLE 16,314 0 0 MASTERCARD INC-CLASS A COM 57636Q104 237,901 651,624 SH SOLE 651,624 0 0 MASTERCRAFT BOAT HOLDINGS INC COM 57637H103 791 30,100 SH SOLE 30,100 0 0 MATADOR RESOURCES CO COM 576485205 194 5,400 SH SOLE 5,400 0 0 MATCH GROUP INC. COM 57667L107 97,003 601,570 SH SOLE 601,570 0 0 MATRIX SERVICE CO COM 576853105 656 62,500 SH SOLE 62,500 0 0 MATSON INC. COM 57686G105 403 6,300 SH SOLE 6,300 0 0 MATTEL INC. COM 577081102 1,305 64,967 SH SOLE 64,967 0 0 MATTHEWS INTL CORP COM 577128101 942 26,200 SH SOLE 26,200 0 0

Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document MAXIM INTGRTD PRDCTS INC. COM 57772K101 4,122 39,127 SH SOLE 39,127 0 0 MAXIMUS INC COM 577933104 633 7,200 SH SOLE 7,200 0 0 MAYVILLE ENGINEERING CO INC COM 578605107 452 22,500 SH SOLE 22,500 0 0 McCORMICK & CO COM 579780206 814 9,219 SH SOLE 9,219 0 0 MCDONALDS CORPORATION COM 580135101 69,836 302,334 SH SOLE 302,334 0 0 MCGRATH RENTCORP COM 580589109 432 5,300 SH SOLE 5,300 0 0 MCKESSON CORP COM 58155Q103 108,477 567,232 SH SOLE 567,232 0 0 MDC HOLDINGS INC COM 552676108 13,443 265,680 SH SOLE 265,680 0 0 MDC PARTNERS INC-A COM 552697104 229 39,200 SH SOLE 39,200 0 0 MDU RESOURCES GROUP COM 552690109 2,527 80,636 SH SOLE 80,636 0 0 MEDAVAIL HOLDINGS INC COM 58406B103 33 2,700 SH SOLE 2,700 0 0 MEDICAL PROPERTIES TRUST INC REIT 58463J304 13,292 661,311 SH SOLE 661,311 0 0 MEDIFAST INC COM 58470H101 1,471 5,200 SH SOLE 5,200 0 0 MEDNAX INC COM 58502B106 410 13,600 SH SOLE 13,600 0 0 MEDPACE HOLDINGS INC COM 58506Q109 17,309 98,000 SH SOLE 98,000 0 0 MEDTRONIC INC COM G5960L103 135,509 1,091,673 SH SOLE 1,091,673 0 0 MERCADOLIBRE INC COM 58733R102 789 507 SH SOLE 507 0 0 MERCANTILE BANK CORP COM 587376104 661 21,900 SH SOLE 21,900 0 0 MERCHANTS BANCORP/IN COM 58844R108 671 17,100 SH SOLE 17,100 0 0 MERCK & CO INC COM 58933Y105 173,411 2,229,803 SH SOLE 2,229,803 0 0 MERCURY GENERAL CORP. COM 589400100 2,851 43,908 SH SOLE 43,908 0 0 MEREDITH CORPORATION COM 589433101 1,133 26,100 SH SOLE 26,100 0 0 MERIT MED SYS INC COM 589889104 1,493 23,100 SH SOLE 23,100 0 0 MERITAGE HOMES CORP COM 59001A102 122 1,300 SH SOLE 1,300 0 0 MERSANA THERAPEUTICS INC COM 59045L106 2,087 153,742 SH SOLE 153,742 0 0 MESA AIR GROUP INC COM 590479135 4 500 SH SOLE 500 0 0 META MATERIALS INC. COM 59134N104 106 14,250 SH SOLE 14,250 0 0 METHODE ELECTRONICS INC COM 591520200 1,156 23,500 SH SOLE 23,500 0 0 METLIFE INC COM 59156R108 48,340 807,698 SH SOLE 807,698 0 0 METROMILE INC COM 591697107 77 8,500 SH SOLE 8,500 0 0 METTLER-TOLEDO INTERNATIONAL COM 592688105 1,810 1,307 SH SOLE 1,307 0 0 MFA FINANCIAL INC. COM 55272X102 472 103,000 SH SOLE 103,000 0 0 MGE ENERGY INC COM 55277P104 878 11,800 SH SOLE 11,800 0 0 MGIC INVESTMENT CORP COM 552848103 1,831 134,705 SH SOLE 134,705 0 0 MGM RESORTS INTL COM 552953101 2,423 56,825 SH SOLE 56,825 0 0 MICROCHIP TECHNOLOGY INC. COM 595017104 31,552 210,712 SH SOLE 210,712 0 0 MICRON TECHNOLOGY INC COM 595112103 191,999 2,259,351 SH SOLE 2,259,351 0 0 MICROSOFT CORP. COM 594918104 1,244,983 4,595,732 SH SOLE 4,595,732 0 0 MICROSTRATEGY INC-CL A COM 594972408 863 1,300 SH SOLE 1,300 0 0 MID PENN BANCORP INC COM 59540G107 757 27,600 SH SOLE 27,600 0 0 MID-AMERICAN APARTMENT REIT 59522J103 31,476 186,894 SH SOLE 186,894 0 0 MIDDLEBY CORP COM 596278101 1,324 7,642 SH SOLE 7,642 0 0 MIDLAND STATES BANCORP INC COM 597742105 811 30,900 SH SOLE 30,900 0 0 MIDWESTONE FINANCIAL GROUP COM 598511103 776 27,000 SH SOLE 27,000 0 0 MILLER (HERMAN) INC COM 600544100 10,498 222,700 SH SOLE 222,700 0 0 MILLER INDUSTRIES INC COM 600551204 804 20,400 SH SOLE 20,400 0 0 MIMECAST LTD COM G14838109 588 11,100 SH SOLE 11,100 0 0 MIMEDX GROUP INC COM 602496101 440 35,200 SH SOLE 35,200 0 0 MIND MEDICINE INC COM 60255C109 257 74,700 SH SOLE 74,700 0 0 MINERALS TECHNOLOGIES INC COM 603158106 652 8,300 SH SOLE 8,300 0 0 MIRATI THERAPEUTICS INC COM 60468T105 2,422 15,000 SH SOLE 15,000 0 0 MIRUM PHARMACEUTICALS COM 604749101 235 13,600 SH SOLE 13,600 0 0 MISSION PRODUCE INC COM 60510V108 37 1,800 SH SOLE 1,800 0 0 MISTRAS GROUP INC COM 60649T107 323 32,900 SH SOLE 32,900 0 0 MKS INSTRUMENTS INC COM 55306N104 11,040 62,043 SH SOLE 62,043 0 0 MOBILE TELESYSTEMS ADR COM 607409109 2,798 302,168 SH SOLE 302,168 0 0 MODERNA INC COM 60770K107 36,816 156,679 SH SOLE 156,679 0 0 MODINE MANUFACTURING CO COM 607828100 904 54,500 SH SOLE 54,500 0 0 MODIVCARE INC. COM 60783X104 1,190 7,000 SH SOLE 7,000 0 0

Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document MOELIS & CO COM 60786M105 1,536 27,000 SH SOLE 27,000 0 0 MOHAWK INDUSTRIES INC. COM 608190104 1,871 9,737 SH SOLE 9,737 0 0 MOLECULAR TEMPLATES INC COM 608550109 35 4,600 SH SOLE 4,600 0 0 MOLINA HEALTHCARE INC COM 60855R100 3,192 12,614 SH SOLE 12,614 0 0 MOLSON COORS BEVERAGE CO COM 60871R209 792 14,753 SH SOLE 14,753 0 0 MOMENTIVE GLOBAL INC COM 60878Y108 625 29,700 SH SOLE 29,700 0 0 MONARCH CASINO & RES COM 609027107 132 2,000 SH SOLE 2,000 0 0 MONDELEZ INTERNATIONAL INC COM 609207105 38,562 617,585 SH SOLE 617,585 0 0 MONEYGRAM INTERNATIONAL INC. COM 60935Y208 64 6,400 SH SOLE 6,400 0 0 MONGODB INC COM 60937P106 195 542 SH SOLE 542 0 0 MONMOUTH REIT -CL A REIT 609720107 2,418 129,218 SH SOLE 129,218 0 0 MONOLITHIC POWER SYSTEMS INC COM 609839105 54,702 146,478 SH SOLE 146,478 0 0 MONSTER BEVERAGE CORP NEW COM 61174X109 15,991 175,052 SH SOLE 175,052 0 0 MOODY'S CORPORATION COM 615369105 30,372 83,815 SH SOLE 83,815 0 0 MOOG INC. CL A COM 615394202 731 8,700 SH SOLE 8,700 0 0 MORGAN STANELY CHINA A ICOM 617468103 719 31,442 SH SOLE 31,442 0 0 MORGAN STANLEY COM 617446448 59,753 651,689 SH SOLE 651,689 0 0 MORGAN STANLEY INDIA INVEST ICOM 61745C105 1,219 49,441 SH SOLE 49,441 0 0 MORPHIC HOLDING INC COM 61775R105 573 10,000 SH SOLE 10,000 0 0 MOSAIC COMPANY COM 61945C103 14,871 466,032 SH SOLE 466,032 0 0 MOTOROLA SOLUTIONS INC COM 620076307 1,192 5,498 SH SOLE 5,498 0 0 MOVADO GROUP INC COM 624580106 824 26,200 SH SOLE 26,200 0 0 MP MATERIALS CORP COM 553368101 622 16,900 SH SOLE 16,900 0 0 MRC GLOBAL INC COM 55345K103 841 89,500 SH SOLE 89,500 0 0 MSA SAFETY INC COM 553498106 1,592 9,615 SH SOLE 9,615 0 0 MSC INDUSTRIAL DIRECT CO-A COM 553530106 2,354 26,243 SH SOLE 26,243 0 0 MSCI INC-A COM 55354G100 63,337 118,815 SH SOLE 118,815 0 0 MUELLER INDUSTRIES INC. COM 624756102 194 4,500 SH SOLE 4,500 0 0 MULTIPLAN CORP COM 62548M100 880 92,500 SH SOLE 92,500 0 0 MURPHY OIL CORP COM 626717102 139 6,000 SH SOLE 6,000 0 0 MURPHY USA INC COM 626755102 40 300 SH SOLE 300 0 0 MYR GROUP INC COM 55405W104 1,072 11,800 SH SOLE 11,800 0 0 MYRIAD GENETICS INC COM 62855J104 1,256 41,100 SH SOLE 41,100 0 0 NANOSTRING TECH INC COM 63009R109 149 2,300 SH SOLE 2,300 0 0 NASDAQ INC COM 631103108 13,331 75,833 SH SOLE 75,833 0 0 NATIONAL BANK HOLD CORP-CL A COM 633707104 3,626 96,100 SH SOLE 96,100 0 0 NATIONAL BEVERAGE CO COM 635017106 255 5,400 SH SOLE 5,400 0 0 NATIONAL ENERGY SERVICES REU COM G6375R107 695 48,800 SH SOLE 48,800 0 0 NATIONAL HEALTH INVESTORS INC REIT 63633D104 3,979 59,355 SH SOLE 59,355 0 0 NATIONAL HEALTHCARE COM 635906100 901 12,900 SH SOLE 12,900 0 0 NATIONAL INSTRUMENTS CORP. COM 636518102 1,634 38,649 SH SOLE 38,649 0 0 NATIONAL RETAIL PROPERTIES REIT 637417106 10,745 229,223 SH SOLE 229,223 0 0 NATIONAL STORAGE AFFILIATES REIT 637870106 4,811 95,168 SH SOLE 95,168 0 0 NATIONAL VISION HOLDINGS INC COM 63845R107 240 4,700 SH SOLE 4,700 0 0 NATURES SUNSHINE PRODS INC. COM 639027101 684 39,400 SH SOLE 39,400 0 0 NATUS MEDICAL INC COM 639050103 823 31,700 SH SOLE 31,700 0 0 NAUTILUS INC COM 63910B102 230 13,700 SH SOLE 13,700 0 0 NAVIENT CORP-WHEN DISTRIBUTE COM 63938C108 75 3,900 SH SOLE 3,900 0 0 NAVISTAR INTL. CORP. COM 63934E108 0 0 SH SOLE 0 0 0 NCR CORPORATION COM 62886E108 1,657 36,336 SH SOLE 36,336 0 0 NEENAH INC COM 640079109 311 6,200 SH SOLE 6,200 0 0 NEOGAMES SA COM L6673X107 79 1,300 SH SOLE 1,300 0 0 NEOGEN CORP COM 640491106 1,850 40,200 SH SOLE 40,200 0 0 NEOGENOMICS INC COM 64049M209 6,368 141,000 SH SOLE 141,000 0 0 NEOPHOTONICS CORP COM 64051T100 94 9,300 SH SOLE 9,300 0 0 NETAPP INC. COM 64110D104 3,502 42,813 SH SOLE 42,813 0 0 NETFLIX INC COM 64110L106 140,862 266,679 SH SOLE 266,679 0 0 NETSCOUT SYS INC COM 64115T104 25 900 SH SOLE 900 0 0 NETSTREIT CORP COM 64119V303 1,240 53,782 SH SOLE 53,782 0 0

Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document NEUROCRINE BIOSCIENCES INC COM 64125C109 96 990 SH SOLE 990 0 0 NEUROPACE INC COM 641288105 38 1,600 SH SOLE 1,600 0 0 NEVRO CORP COM 64157F103 812 4,900 SH SOLE 4,900 0 0 NEW AGE INC COM 650194103 7 3,200 SH SOLE 3,200 0 0 NEW RELIC INC COM 64829B100 898 13,422 SH SOLE 13,422 0 0 NEW RESIDENTIAL INVESTMENT CORP REIT 64828T201 1,257 118,700 SH SOLE 118,700 0 0 NEW SENIOR INVESTMENT GROUP INC REIT 648691103 982 111,921 SH SOLE 111,921 0 0 NEW YORK COMMUNITY BANCORP COM 649445103 2,015 182,891 SH SOLE 182,891 0 0 NEW YORK MORTGAGE TRUST INC REIT 649604501 394 88,300 SH SOLE 88,300 0 0 NEWELL BRANDS INC. COM 651229106 2,412 87,825 SH SOLE 87,825 0 0 NEWMARK GROUP INC-CLASS A COM 65158N102 416 34,700 SH SOLE 34,700 0 0 NEWMONT CORP COM 651639106 21,565 340,253 SH SOLE 340,253 0 0 NEWPARK RESOURCES INC. COM 651718504 207 60,100 SH SOLE 60,100 0 0 NEWS CORP - CLASS B COM 65249B208 2,617 107,504 SH SOLE 107,504 0 0 NEWS CORP. CLASS A COM 65249B109 2,802 108,741 SH SOLE 108,741 0 0 NEXIMMUNE INC COM 65344D109 24 1,500 SH SOLE 1,500 0 0 NEXPOINT RESIDENTIAL REIT 65341D102 1,660 30,202 SH SOLE 30,202 0 0 NEXSTAR MEDIA GROUP INC COM 65336K103 31,559 213,412 SH SOLE 213,412 0 0 NEXTERA ENERGY INC COM 65339F101 104,782 1,429,897 SH SOLE 1,429,897 0 0 NEXTGEN HEALTHCARE INC COM 65343C102 910 54,900 SH SOLE 54,900 0 0 NEXTIER OILFIELD SOLUTIONS INC COM 65290C105 370 77,800 SH SOLE 77,800 0 0 NGM BIOPHARMACEUTICALS INC COM 62921N105 820 41,600 SH SOLE 41,600 0 0 NI HOLDINGS INC COM 65342T106 28 1,500 SH SOLE 1,500 0 0 NICE SYSTEMS LTD - SPONS ADR COM 653656108 12,187 49,250 SH SOLE 49,250 0 0 NIELSEN HOLDINGS NV COM G6518L108 2,332 94,542 SH SOLE 94,542 0 0 NIKE INC. -CL B COM 654106103 160,776 1,040,689 SH SOLE 1,040,689 0 0 NIKOLA CORP COM 654110105 839 46,500 SH SOLE 46,500 0 0 NISOURCE INC COM 65473P105 29,436 1,201,506 SH SOLE 1,201,506 0 0 NJ RESOURCES CORP. COMMON COM 646025106 265 6,700 SH SOLE 6,700 0 0 NL INDS INC COM 629156407 37 5,700 SH SOLE 5,700 0 0 NLIGHT INC COM 65487K100 177 4,900 SH SOLE 4,900 0 0 NMI HOLDINGS INC-CLASS A COM 629209305 240 10,700 SH SOLE 10,700 0 0 NOKIA CORP - ADR COM 654902204 5,320 1,000,000 SH SOLE 1,000,000 0 0 NORDSON CORP COM 655663102 29,549 134,618 SH SOLE 134,618 0 0 NORDSTROM INC COM 655664100 866 23,699 SH SOLE 23,699 0 0 NORFOLK SOUTHERN CORP. COM 655844108 25,226 95,046 SH SOLE 95,046 0 0 NORTHERN TRUST CORP COM 665859104 3,418 29,566 SH SOLE 29,566 0 0 NORTHRIM BANCORP INC COM 666762109 645 15,100 SH SOLE 15,100 0 0 NORTHROP GRUMMAN CORP. COM 666807102 18,189 50,050 SH SOLE 50,050 0 0 NORTHWESTERN CORP COM 668074305 42 700 SH SOLE 700 0 0 NORTONLIFELOCK INC COM 668771108 657 24,144 SH SOLE 24,144 0 0 NORWEGIAN CRUISE LINE HOLDINGS LTD COM G66721104 1,185 40,320 SH SOLE 40,320 0 0 NOV INC COM 62955J103 3,505 228,792 SH SOLE 228,792 0 0 NOVANTA INC COM 67000B104 687 5,100 SH SOLE 5,100 0 0 NOVOCURE LTD COM G6674U108 1,273 5,743 SH SOLE 5,743 0 0 NOW INC COM 67011P100 897 94,600 SH SOLE 94,600 0 0 NRG ENERGY INC. COM 629377508 110 2,733 SH SOLE 2,733 0 0 NU SKIN ENTERPRISES COM 67018T105 232 4,100 SH SOLE 4,100 0 0 NUANCE COMMUNICATIONS COM 67020Y100 49,145 902,753 SH SOLE 902,753 0 0 NUCOR CORP COM 670346105 5,566 58,024 SH SOLE 58,024 0 0 NUVASIVE INC COM 670704105 562 8,300 SH SOLE 8,300 0 0 NUVATION BIO INC COM 67080N101 76 8,200 SH SOLE 8,200 0 0 NVENT ELECTRIC PLC ICOM G6700G107 2,369 75,855 SH SOLE 75,855 0 0 NVIDIA CORP COM 67066G104 312,668 390,787 SH SOLE 390,787 0 0 NVR INC COM 62944T105 2,785 560 SH SOLE 560 0 0 NXP SEMICONDUCTORS NV ICOM N6596X109 66,138 321,499 SH SOLE 321,499 0 0 O-I GLASS INC COM 67098H104 1,285 78,700 SH SOLE 78,700 0 0 O'REILLY AUTOMOTIVE INC. COM 67103H107 960 1,696 SH SOLE 1,696 0 0 OASIS PETROLEUM INC COM 674215207 915 9,100 SH SOLE 9,100 0 0

Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document OCCIDENTAL PETROLEUM CORP. COM 674599105 7,640 244,343 SH SOLE 244,343 0 0 OCCIDNETAL PETROLEUM WARRANTS INTL WARRANT 674599162 13 27,233 SH SOLE 27,233 0 0 OCEANEERING INT'L. INC. COM 675232102 513 33,000 SH SOLE 33,000 0 0 OCEANFIRST FINL CORP COM 675234108 979 47,000 SH SOLE 47,000 0 0 OCUGEN INC COM 67577C105 343 42,800 SH SOLE 42,800 0 0 OFFICE PROPERTIES INCOME TRUST REIT 67623C109 1,902 64,894 SH SOLE 64,894 0 0 OFG BANCORP COM 67103X102 137 6,200 SH SOLE 6,200 0 0 OIL STS INTL INC COM 678026105 319 40,700 SH SOLE 40,700 0 0 OKTA INC COM 679295105 335 1,373 SH SOLE 1,373 0 0 OLD DOMINION FREIGHT LINE COM 679580100 25,372 99,971 SH SOLE 99,971 0 0 OLD NATL BANCORP IND COM 680033107 385 21,900 SH SOLE 21,900 0 0 OLD REPUBLIC INT'L CORP. COM 680223104 2,920 117,226 SH SOLE 117,226 0 0 OLD SECOND BANCORP I COM 680277100 319 25,800 SH SOLE 25,800 0 0 OLEMA PHARMACEUTICALS INC COM 68062P106 58 2,100 SH SOLE 2,100 0 0 OLYMPIC STEEL INC COM 68162K106 631 21,500 SH SOLE 21,500 0 0 OMEGA FLEX INC COM 682095104 425 2,900 SH SOLE 2,900 0 0 OMEGA HEALTHCARE INV REIT 681936100 10,786 297,224 SH SOLE 297,224 0 0 OMNICELL INC COM 68213N109 2,226 14,700 SH SOLE 14,700 0 0 OMNICOM GROUP COM 681919106 2,430 30,383 SH SOLE 30,383 0 0 ON SEMICONDUCTOR COR COM 682189105 1,790 46,768 SH SOLE 46,768 0 0 ON24 INC COM 68339B104 99 2,800 SH SOLE 2,800 0 0 ONCOCYTE CORP. COM 68235C107 140 24,400 SH SOLE 24,400 0 0 ONE GAS INC. COM 68235P108 214 2,900 SH SOLE 2,900 0 0 ONE GROUP HOSPITALITY INC/TH COM 88338K103 49 4,500 SH SOLE 4,500 0 0 ONE LIBERTY PROPERTIES INC COM 682406103 618 21,797 SH SOLE 21,797 0 0 ONEMAIN HOLDINGS INC COM 68268W103 1,248 20,834 SH SOLE 20,834 0 0 ONEOK INC. COM 682680103 2,036 36,601 SH SOLE 36,601 0 0 ONESPAN INC COM 68287N100 388 15,200 SH SOLE 15,200 0 0 ONEWATER MARINE COM 68280L101 794 18,900 SH SOLE 18,900 0 0 ONTO INNOVATION INC COM 683344105 1,555 21,300 SH SOLE 21,300 0 0 OPEN LENDING CORP - CL A COM 68373J104 1,042 24,200 SH SOLE 24,200 0 0 OPENDOOR TECHNOLOGIES INC COM 683712103 1,373 77,461 SH SOLE 77,461 0 0 OPKO HEALTH INC COM 68375N103 137 33,900 SH SOLE 33,900 0 0 OPPENHEIMER HOLDINGS CL A COM 683797104 798 15,700 SH SOLE 15,700 0 0 OPTION CARE HEALTH INC COM 68404L201 741 33,900 SH SOLE 33,900 0 0 ORACLE SYS. CORP. COM 68389X105 93,133 1,196,476 SH SOLE 1,196,476 0 0 ORAMED PHARMACEUTICALS INC COM 68403P203 82 6,200 SH SOLE 6,200 0 0 ORBCOMM INC COM 68555P100 386 34,400 SH SOLE 34,400 0 0 ORCHID ISLAND CAPITAL INC COM 68571X103 107 20,800 SH SOLE 20,800 0 0 ORGANOGENESIS HOLDINGS INC COM 68621F102 98 5,900 SH SOLE 5,900 0 0 ORGANON & CO COM 68622V106 90 2,995 SH SOLE 2,995 0 0 ORMAT TECHNOLOGIES INC COM 686688102 6 100 SH SOLE 100 0 0 ORTHOFIX MEDICAL INC COM 68752M108 870 21,700 SH SOLE 21,700 0 0 OSHKOSH CORPORATION COM 688239201 2,160 17,331 SH SOLE 17,331 0 0 OTIS WORLDWIDE CORP COM 68902V107 1,232 15,073 SH SOLE 15,073 0 0 OUSTER INC COM 68989M103 83 6,700 SH SOLE 6,700 0 0 OUTFRONT MEDIA INC COM 69007J106 4,743 197,398 SH SOLE 197,398 0 0 OUTLOOK THERAPEUTICS INC COM 69012T206 50 20,300 SH SOLE 20,300 0 0 OUTSET MEDICAL INC COM 690145107 4,893 97,900 SH SOLE 97,900 0 0 OVERSTOCK COM INC DE COM 690370101 1,106 12,000 SH SOLE 12,000 0 0 OVINTIV INC ICOM 69047Q102 1,381 43,900 SH SOLE 43,900 0 0 OWENS & MINOR INC. COM 690732102 1,227 29,000 SH SOLE 29,000 0 0 OWENS CORNING INC COM 690742101 2,235 22,835 SH SOLE 22,835 0 0 OWL ROCK CAPITAL CORP COM 69121K104 127,960 8,967,073 SH SOLE 8,967,073 0 0 OXFORD INDUSTRIES INC. COM 691497309 1,057 10,700 SH SOLE 10,700 0 0 OYSTER POINT PHARMA INC COM 69242L106 25 1,500 SH SOLE 1,500 0 0 P A M TRANSN SVCS IN COM 693149106 52 1,000 SH SOLE 1,000 0 0 PACCAR INC COM 693718108 1,207 13,535 SH SOLE 13,535 0 0 PACIFIC BIOSCIENCES OF CALIFORNIA INC COM 69404D108 1,188 34,000 SH SOLE 34,000 0 0

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Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document SIXTH STREET SPECIALTY LENDING COM 83012A109 110,602 4,984,342 SH SOLE 4,984,342 0 0 SKECHERS U S A INC COM 830566105 1,766 35,451 SH SOLE 35,451 0 0 SKYLINE CHAMPION CORP COM 830830105 948 17,800 SH SOLE 17,800 0 0 SKYWATER TECHNOLOGY INC COM 83089J108 51 1,800 SH SOLE 1,800 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 2,888 15,063 SH SOLE 15,063 0 0 SL GREEN RE CORP REIT 78440X804 8,041 100,517 SH SOLE 100,517 0 0 SLACK TECHNOLOGIES INC- CL A COM 83088V102 1,121 25,317 SH SOLE 25,317 0 0 SLM CORP COM 78442P106 1,672 79,883 SH SOLE 79,883 0 0 SM ENERGY CO COM 78454L100 199 8,100 SH SOLE 8,100 0 0 SMART GLOBAL HOLDINGS INC COM G8232Y101 338 7,100 SH SOLE 7,100 0 0 SMARTFINANCIAL INC COM 83190L208 768 32,000 SH SOLE 32,000 0 0 SMARTSHEET INC-CLASS A COM 83200N103 950 13,143 SH SOLE 13,143 0 0 SMITH (A.O.) CORP COM 831865209 2,341 32,495 SH SOLE 32,495 0 0 SNAP INC-A COM 83304A106 55,637 816,514 SH SOLE 816,514 0 0 SNAP-ON INC COM 833034101 3,999 17,901 SH SOLE 17,901 0 0 SNOWFLAKE INC CLASS A COM 833445109 20,610 85,236 SH SOLE 85,236 0 0 SOC TELEMED INC COM 78472F101 54 9,500 SH SOLE 9,500 0 0 SOCIEDAD QUIMICA ADR COM 833635105 8,305 175,471 SH SOLE 175,471 0 0 SOHU.COM INC ICOM 83410S108 3,444 185,200 SH SOLE 185,200 0 0 SOLAREDGE TECHNOLOGIES INC COM 83417M104 151 549 SH SOLE 549 0 0 SOLARIS OILFIELD INFRASTRUCTURE COM 83418M103 672 69,000 SH SOLE 69,000 0 0 SOLITON INC COM 834251100 479 21,300 SH SOLE 21,300 0 0 SONIC AUTOMOTIVE INC. COM 83545G102 917 20,500 SH SOLE 20,500 0 0 SONOCO PRODUCTS CO COM 835495102 2,658 39,737 SH SOLE 39,737 0 0 SONOS INC COM 83570H108 1,698 48,200 SH SOLE 48,200 0 0 SORRENTO THERAPEUTICS INC COM 83587F202 45 4,700 SH SOLE 4,700 0 0 SOUTH PLAINS FINANCIAL INC COM 83946P107 564 24,400 SH SOLE 24,400 0 0 SOUTH STATE CORP COM 840441109 7,889 96,500 SH SOLE 96,500 0 0 SOUTHERN CO COM 842587107 22,677 374,780 SH SOLE 374,780 0 0 SOUTHERN COPPER CORP COM 84265V105 9,731 151,299 SH SOLE 151,299 0 0 SOUTHERN MISSOURI BANCORP COM 843380106 157 3,500 SH SOLE 3,500 0 0 SOUTHWEST AIRLINES COM 844741108 35,552 669,662 SH SOLE 669,662 0 0 SOUTHWEST GAS HOLDINGS INC COM 844895102 1,125 17,000 SH SOLE 17,000 0 0 SOUTHWESTERN ENERGY COMPANY COM 845467109 170 30,000 SH SOLE 30,000 0 0 SPDR S&P 500 ETF TRUST COM 78462F103 577 1,350 SH SOLE 1,350 0 0 SPDR S&P BIOTECH COM 78464A870 14,189 104,800 SH SOLE 104,800 0 0 SPECTRUM BRANDS HOLDINGS INC COM 84790A105 12,463 146,558 SH SOLE 146,558 0 0 SPIRE INC COM 84857L101 1,553 21,500 SH SOLE 21,500 0 0 SPIRIT AEROSYSTEMS HOLD-CL A COM 848574109 933 19,784 SH SOLE 19,784 0 0 SPIRIT AIRLINES INC COM 848577102 60 2,000 SH SOLE 2,000 0 0 SPIRIT REALTY CAPITAL INC. REIT 84860W300 7,590 158,672 SH SOLE 158,672 0 0 SPLUNK INC COM 848637104 258 1,786 SH SOLE 1,786 0 0 SPORTSMANS WAREHOUSE HOLDIN COM 84920Y106 579 32,600 SH SOLE 32,600 0 0 SPRINGWORKS THERAPEUTICS INC COM 85205L107 1,236 15,000 SH SOLE 15,000 0 0 SPROUT SOCIAL COM 85209W109 4,914 54,955 SH SOLE 54,955 0 0 SPROUTS FARMERS MARKET INC COM 85208M102 59 2,400 SH SOLE 2,400 0 0 SPRUCE BIOSCIENCES INC COM 85209E109 26 2,400 SH SOLE 2,400 0 0 SPS COMMERCE INC COM 78463M107 1,507 15,100 SH SOLE 15,100 0 0 SPX CORP. COM 784635104 1,294 21,200 SH SOLE 21,200 0 0 SPX FLOW INC COM 78469X107 1,356 20,800 SH SOLE 20,800 0 0 SQUARE INC - A COM 852234103 31,903 130,858 SH SOLE 130,858 0 0 SQZ BIOTECH CO COM 78472W104 15 1,100 SH SOLE 1,100 0 0 SS&C TECHNOLOGIES HOLDINGS COM 78467J100 2,055 28,524 SH SOLE 28,524 0 0 STAAR SURGICAL CO COM 852312305 2,379 15,600 SH SOLE 15,600 0 0 STAG INDUSTRIAL INC REIT 85254J102 8,166 218,191 SH SOLE 218,191 0 0 STAMPS COM INC COM 852857200 761 3,800 SH SOLE 3,800 0 0 STANDEX INTERNATIONAL CORP COM 854231107 977 10,300 SH SOLE 10,300 0 0 STANLEY BLACK & DECKER INC COM 854502101 38,957 190,045 SH SOLE 190,045 0 0 STANTEC INC COM 85472N109 6,415 143,640 SH SOLE 143,640 0 0

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Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document TEGNA INC COM 87901J105 260 13,900 SH SOLE 13,900 0 0 TEJON RANCH CO DEL COM 879080109 77 5,100 SH SOLE 5,100 0 0 TELADOC INC COM 87918A105 23,147 139,202 SH SOLE 139,202 0 0 TELECOM ARGENTINA SA-SP ADR COM 879273209 288 54,300 SH SOLE 54,300 0 0 TELEDYNE TECHNOLOGIES INC COM 879360105 10,559 25,212 SH SOLE 25,212 0 0 TELEF BRASIL - ADR COM 87936R205 3,468 408,000 SH SOLE 408,000 0 0 TELEFLEX INC COM 879369106 28,095 69,927 SH SOLE 69,927 0 0 TELEPHONE & DATA SYSTEMS INC. COM 879433829 1,207 53,300 SH SOLE 53,300 0 0 TENABLE HOLDINGS INC COM 88025T102 1,505 36,400 SH SOLE 36,400 0 0 TENET HEALTHCARE CORP COM 88033G407 2,331 34,800 SH SOLE 34,800 0 0 TENNANT COMPANY COM 880345103 343 4,300 SH SOLE 4,300 0 0 TENNECO INC. COM 880349105 983 50,900 SH SOLE 50,900 0 0 TERADATA CORP COM 88076W103 1,063 21,274 SH SOLE 21,274 0 0 TERADYNE INC COM 880770102 2,609 19,481 SH SOLE 19,481 0 0 TEREX CORP COM 880779103 1,514 31,800 SH SOLE 31,800 0 0 TERMINIX GLOBAL INC COM 88087E100 1,401 29,375 SH SOLE 29,375 0 0 TERRENO REALTY CORP REIT 88146M101 11,435 177,233 SH SOLE 177,233 0 0 TESLA INC COM 88160R101 198,307 291,757 SH SOLE 291,757 0 0 TETRA TECH INC. COM 88162G103 1,293 10,600 SH SOLE 10,600 0 0 TETRA TECHNOLOGIES INC. COM 88162F105 386 89,100 SH SOLE 89,100 0 0 TEVA PHARMACEUTICAL INDUSTRIES ADR COM 881624209 801 81,000 SH SOLE 81,000 0 0 TEXAS CAPITAL BANCSHARES COM 88224Q107 69 1,100 SH SOLE 1,100 0 0 TEXAS INSTRS INC COM 882508104 81,981 426,319 SH SOLE 426,319 0 0 TEXAS PACIFIC LAND CORP COM 88262P102 1,087 680 SH SOLE 680 0 0 TEXAS ROADHOUSE INC COM 882681109 8,975 93,300 SH SOLE 93,300 0 0 TEXTAINER GROUP HOLDINGS LTD COM G8766E109 800 23,700 SH SOLE 23,700 0 0 TEXTRON INC. COM 883203101 3,245 47,198 SH SOLE 47,198 0 0 TG THERAPEUTICS INC COM 88322Q108 1,016 26,200 SH SOLE 26,200 0 0 THE BANK OF NEW YORK MELLON CORP COM 064058100 17,254 336,799 SH SOLE 336,799 0 0 THE BEAUTY HEALTH CO COM 88331L108 181 10,800 SH SOLE 10,800 0 0 THE BLACKSTONE GROUP LP COM 09260D107 23,999 247,057 SH SOLE 247,057 0 0 THE CONTAINER STORE GROUP INC COM 210751103 608 46,700 SH SOLE 46,700 0 0 THE DESCARTES SYSTEMS GROUP COM 249906108 4,668 67,500 SH SOLE 67,500 0 0 THE GEO GROUP INC COM 36162J106 942 132,344 SH SOLE 132,344 0 0 THE HANOVER INSURANCE GROUP COM 410867105 2,345 17,291 SH SOLE 17,291 0 0 THE ODP CORP. COM 88337F105 1,257 26,200 SH SOLE 26,200 0 0 THE ST. JOE COMPANY COM 790148100 347 7,800 SH SOLE 7,800 0 0 THERMO FISHER SCIENTIFIC COM 883556102 150,182 297,704 SH SOLE 297,704 0 0 THRYV HOLDINGS INC COM 886029206 53 1,500 SH SOLE 1,500 0 0 TILLYS INC-CLASS A COM 886885102 364 22,800 SH SOLE 22,800 0 0 TIMKEN CO. COM 887389104 28,021 347,704 SH SOLE 347,704 0 0 TITAN INT'L INC. COM 88830M102 14 1,700 SH SOLE 1,700 0 0 TITAN MACHINERY INC COM 88830R101 853 27,600 SH SOLE 27,600 0 0 TJX COS. INC. COM 872540109 62,606 928,605 SH SOLE 928,605 0 0 TOLL BROTHERS INC COM 889478103 1,521 26,317 SH SOLE 26,317 0 0 TONIX PHARMACEUTICALS HOLDIN COM 890260706 84 75,700 SH SOLE 75,700 0 0 TOPBUILD CORP COM 89055F103 1,192 6,029 SH SOLE 6,029 0 0 TORO CO COM 891092108 2,352 21,411 SH SOLE 21,411 0 0 TORONTO-DOMINION BANK COM 891160509 44,981 641,200 SH SOLE 641,200 0 0 TOTAL SA-SPON ADR COM 89151E109 12,944 286,000 SH SOLE 286,000 0 0 TOWNE BANK COM 89214P109 964 31,700 SH SOLE 31,700 0 0 TPG RE FINANCE TRUST INC REIT 87266M107 188 14,000 SH SOLE 14,000 0 0 TPI COMPOSITES INC COM 87266J104 401 8,300 SH SOLE 8,300 0 0 TRACTOR SUPPLY COMPANY COM 892356106 2,201 11,834 SH SOLE 11,834 0 0 TRADE DESK INC/THE -CLASS A COM 88339J105 12,504 161,635 SH SOLE 161,635 0 0 TRADEWEB MARKETS INC COM 892672106 86 1,020 SH SOLE 1,020 0 0 TRANE TECHNOLOGIES PLC COM G8994E103 1,780 9,671 SH SOLE 9,671 0 0 TRANSCAT INC COM 893529107 141 2,500 SH SOLE 2,500 0 0 TRANSDIGM GROUP INC COM 893641100 20,449 31,592 SH SOLE 31,592 0 0

Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document TRANSLATE BIO INC COM 89374L104 972 35,300 SH SOLE 35,300 0 0 TRANSUNION COM 89400J107 13,962 127,151 SH SOLE 127,151 0 0 TRAVELERS COS INC COM 89417E109 15,830 105,738 SH SOLE 105,738 0 0 TREACE MEDICAL CONCEPTS INC COM 89455T109 78 2,500 SH SOLE 2,500 0 0 TREAN INSURANCE GROUP INC COM 89457R101 113 7,500 SH SOLE 7,500 0 0 TREDEGAR CORPORATION COM 894650100 209 15,200 SH SOLE 15,200 0 0 TREEHOUSE FOODS INC COM 89469A104 1,202 27,000 SH SOLE 27,000 0 0 TREX COMPANY INC COM 89531P105 18,397 180,000 SH SOLE 180,000 0 0 TRI POINTE HOMES INC COM 87265H109 205 9,600 SH SOLE 9,600 0 0 TRILLIUM THERAPEUTICS INC COM 89620X506 220 22,700 SH SOLE 22,700 0 0 TRIMAS CORP COM 896215209 188 6,200 SH SOLE 6,200 0 0 TRIMBLE NAVIGATION LTD COM 896239100 2,684 32,809 SH SOLE 32,809 0 0 TRINET GROUP INC COM 896288107 1,377 19,000 SH SOLE 19,000 0 0 TRINSEO SA COM L9340P101 1,256 21,000 SH SOLE 21,000 0 0 TRIP.COM GROUP LTD ICOM 89677Q107 3,404 96,000 SH SOLE 96,000 0 0 TRIPADVISOR INC COM 896945201 1,107 27,485 SH SOLE 27,485 0 0 TRIPLE-S MANAGEMENT CORP-B COM 896749108 783 35,200 SH SOLE 35,200 0 0 TRITON INTERNATIONAL LTD/BER COM G9078F107 1,167 22,300 SH SOLE 22,300 0 0 TRUEBLUE INC COM 89785X101 907 32,300 SH SOLE 32,300 0 0 TRUIST FINANCIAL CORP COM 89832Q109 49,613 893,936 SH SOLE 893,936 0 0 TRUPANION INC COM 898202106 276 2,400 SH SOLE 2,400 0 0 TRUSTCO BANK CORP. NY COM 898349204 522 15,200 SH SOLE 15,200 0 0 TRUSTMARK CORP COM 898402102 378 12,300 SH SOLE 12,300 0 0 TTEC HOLDINGS INC COM 89854H102 463 4,500 SH SOLE 4,500 0 0 TTM TECHNOLOGIES COM 87305R109 607 42,500 SH SOLE 42,500 0 0 TUPPERWARE BRANDS CORP COM 899896104 273 11,500 SH SOLE 11,500 0 0 TURNING POINT THERAPEUTICS I COM 90041T108 983 12,600 SH SOLE 12,600 0 0 TURTLE BEACH CORP COM 900450206 25 800 SH SOLE 800 0 0 TWILIO INC - A COM 90138F102 21,740 55,156 SH SOLE 55,156 0 0 TWIST BIOSCIENCE CORP COM 90184D100 1,878 14,100 SH SOLE 14,100 0 0 TWITTER INC COM 90184L102 19,911 289,372 SH SOLE 289,372 0 0 TWO HARBORS INVESTMENT CORP COM 90187B408 481 63,700 SH SOLE 63,700 0 0 TYLER TECHNOLOGIES I COM 902252105 2,435 5,384 SH SOLE 5,384 0 0 TYSON FOODS INC. CL-A COM 902494103 29,895 405,305 SH SOLE 405,305 0 0 U S PHYSICAL THERAPY COM 90337L108 648 5,600 SH SOLE 5,600 0 0 UBER TECHNOLOGIES INC COM 90353T100 66,293 1,322,703 SH SOLE 1,322,703 0 0 UDR INC REIT 902653104 16,524 337,375 SH SOLE 337,375 0 0 UFP INDUSTRIES INC COM 90278Q108 319 4,300 SH SOLE 4,300 0 0 UFP TECHNOLOGIES INC COM 902673102 602 10,500 SH SOLE 10,500 0 0 UGI CORP COM 902681105 2,525 54,534 SH SOLE 54,534 0 0 ULTA SALON COSMETICS & FRAGRANCE INC COM 90384S303 10,722 31,010 SH SOLE 31,010 0 0 ULTRA CLEAN HOLDINGS COM 90385V107 537 10,000 SH SOLE 10,000 0 0 ULTRAPAR PARTICIPACOES SA ADR'S COM 90400P101 180 48,000 SH SOLE 48,000 0 0 UMB FINL CORP COM 902788108 232 2,500 SH SOLE 2,500 0 0 UMH PROPERTIES INC REIT 903002103 1,187 54,425 SH SOLE 54,425 0 0 UMPQUA HLDGS CORP COM 904214103 1,947 105,558 SH SOLE 105,558 0 0 UNDER ARMOUR INC - CLASS C COM 904311206 1,531 82,481 SH SOLE 82,481 0 0 UNDER ARMOUR INC. CL A COM 904311107 1,477 69,860 SH SOLE 69,860 0 0 UNIFI INC COM 904677200 146 6,000 SH SOLE 6,000 0 0 UNIFIRST CORP COM 904708104 1,525 6,500 SH SOLE 6,500 0 0 UNION PACIFIC CORP. COM 907818108 78,143 355,313 SH SOLE 355,313 0 0 UNISYS CORP. COM 909214306 701 27,700 SH SOLE 27,700 0 0 UNITED BANKSHARES INC. COM 909907107 427 11,700 SH SOLE 11,700 0 0 UNITED CONTINENTAL HOLDINGS INC COM 910047109 44,456 850,196 SH SOLE 850,196 0 0 UNITED NATURAL FOODS INC. COM 911163103 88 2,400 SH SOLE 2,400 0 0 UNITED PARCEL SERVICES INC COM 911312106 56,074 269,628 SH SOLE 269,628 0 0 UNITED RENTALS INCORPORATED COM 911363109 45,891 143,857 SH SOLE 143,857 0 0 UNITED STATES LIME & MINERAL COM 911922102 500 3,600 SH SOLE 3,600 0 0 UNITED STATES STEEL CORP. COM 912909108 1,463 60,971 SH SOLE 60,971 0 0

Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document UNITEDHEALTH GROUP INC COM 91324P102 281,784 703,686 SH SOLE 703,686 0 0 UNITI GROUP INC REIT 91325V108 478 45,200 SH SOLE 45,200 0 0 UNITIL CORP COM 913259107 858 16,200 SH SOLE 16,200 0 0 UNITY SOFTWARE INC COM 91332U101 1,820 16,572 SH SOLE 16,572 0 0 UNIVAR INC COM 91336L107 1,327 54,463 SH SOLE 54,463 0 0 UNIVERSAL CORP-VA COM 913456109 438 7,700 SH SOLE 7,700 0 0 UNIVERSAL DISPLAY CO COM 91347P105 1,201 5,402 SH SOLE 5,402 0 0 UNIVERSAL ELECTRONICS INC COM 913483103 310 6,400 SH SOLE 6,400 0 0 UNIVERSAL HEALTH RLT REIT 91359E105 1,071 17,416 SH SOLE 17,416 0 0 UNIVERSAL HEALTH SERVICES CL B COM 913903100 568 3,883 SH SOLE 3,883 0 0 UNIVERSAL LOGISTICS HOLDINGS I COM 91388P105 712 30,600 SH SOLE 30,600 0 0 UNIVEST CORP OF PENNSYLVANIA COM 915271100 864 32,800 SH SOLE 32,800 0 0 UNUM GROUP COM 91529Y106 1,745 61,454 SH SOLE 61,454 0 0 UPSTART HOLDINGS INC COM 91680M107 252 2,024 SH SOLE 2,024 0 0 UPWORK INC COM 91688F104 2,319 39,800 SH SOLE 39,800 0 0 URBAN EDGE PROPERTIES REIT 91704F104 2,998 156,985 SH SOLE 156,985 0 0 URBAN OUTFITTERS INC COM 917047102 1,405 34,100 SH SOLE 34,100 0 0 URSTADT BIDDLE PPTYS REIT 917286205 789 40,741 SH SOLE 40,741 0 0 US BANCORP COM 902973304 43,023 755,195 SH SOLE 755,195 0 0 US CELLULAR CORP. COM 911684108 341 9,400 SH SOLE 9,400 0 0 US FOODS HOLDING CORP COM 912008109 22,057 575,000 SH SOLE 575,000 0 0 US XPRESS ENTERPRISES INC-A COM 90338N202 199 23,200 SH SOLE 23,200 0 0 USANA HEALTH SCIENCES INC COM 90328M107 1,003 9,800 SH SOLE 9,800 0 0 UTAH MEDICAL PRODUCTS INC COM 917488108 501 5,900 SH SOLE 5,900 0 0 UTZ BRANDS INC COM 918090101 298 13,700 SH SOLE 13,700 0 0 V F CORP COM 918204108 7,243 88,298 SH SOLE 88,298 0 0 VAIL RESORTS INC COM 91879Q109 13,115 41,437 SH SOLE 41,437 0 0 VALERO ENERGY CORP. COM 91913Y100 1,395 17,875 SH SOLE 17,875 0 0 VALLEY NATL BANCORP COM 919794107 668 49,800 SH SOLE 49,800 0 0 VALMONT INDUSTRIES COM 920253101 2,369 10,039 SH SOLE 10,039 0 0 VALUE LINE INC COM 920437100 71 2,300 SH SOLE 2,300 0 0 VANDA PHARMACEUTICALS INC COM 921659108 404 18,800 SH SOLE 18,800 0 0 VARONIS SYSTEMS INC COM 922280102 714 12,400 SH SOLE 12,400 0 0 VAXART INC COM 92243A200 5 700 SH SOLE 700 0 0 VAXCYTE INC COM 92243G108 114 5,100 SH SOLE 5,100 0 0 VECTRUS INC COM 92242T101 4 100 SH SOLE 100 0 0 VEEVA SYSTEMS INC. - CL A COM 922475108 15,159 48,753 SH SOLE 48,753 0 0 VELODYNE LIDAR INC COM 92259F101 174 16,400 SH SOLE 16,400 0 0 VENTAS INC. REIT 92276F100 26,237 459,504 SH SOLE 459,504 0 0 VERACYTE INC COM 92337F107 1,291 32,300 SH SOLE 32,300 0 0 VERASTEM INC COM 92337C104 15 3,800 SH SOLE 3,800 0 0 VEREIT INC REIT 92339V308 13,783 300,095 SH SOLE 300,095 0 0 VERICEL CORP COM 92346J108 1,165 22,200 SH SOLE 22,200 0 0 VERISIGN INC COM 92343E102 30,604 134,413 SH SOLE 134,413 0 0 VERISK ANALYTICS INC-CLASS A COM 92345Y106 304 1,741 SH SOLE 1,741 0 0 VERITIV CORP ICOM 923454102 589 9,600 SH SOLE 9,600 0 0 VERITONE INC COM 92347M100 260 13,200 SH SOLE 13,200 0 0 VERIZON COMMUNICATIONS COM 92343V104 139,066 2,482,006 SH SOLE 2,482,006 0 0 VERRICA PHARMACEUTICALS INC COM 92511W108 3 300 SH SOLE 300 0 0 VERSO CORP COM 92531L207 810 45,800 SH SOLE 45,800 0 0 VERTEX PHARMAREUTICALS INC COM 92532F100 24,110 119,580 SH SOLE 119,580 0 0 VERTIV HOLDINGS CO COM 92537N108 961 35,228 SH SOLE 35,228 0 0 VERU INC COM 92536C103 297 36,900 SH SOLE 36,900 0 0 VIACOMCBS INC COM 92556H206 2,871 63,525 SH SOLE 63,525 0 0 VIACOMCBS INC - CLASS A COM 92556H107 1,567 32,350 SH SOLE 32,350 0 0 VIATRIS INC COM 92556V106 634 44,381 SH SOLE 44,381 0 0 VIAVI SOLUTIONS INC COM 925550105 220 12,500 SH SOLE 12,500 0 0 VICI PROPERTIES INC COM 925652109 20,439 658,912 SH SOLE 658,912 0 0 VICOR CORP COM 925815102 200 1,900 SH SOLE 1,900 0 0

Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document VIEMED HEALTHCARE INC COM 92663R105 447 62,600 SH SOLE 62,600 0 0 VIEW INC COM 92671V106 166 19,600 SH SOLE 19,600 0 0 VIMEO INC COM 92719V100 68 1,392 SH SOLE 1,392 0 0 VINCERX PHARMA INC COM 92731L106 14 1,100 SH SOLE 1,100 0 0 VINE ENERGY INC - CLASS A COM 92735P103 74 4,800 SH SOLE 4,800 0 0 VIPSHOP HOLDINGS LTD - ADS ICOM 92763W103 4,005 199,500 SH SOLE 199,500 0 0 VIR BIOTECHNOLOGY INC COM 92764N102 557 11,800 SH SOLE 11,800 0 0 VIRACTA THERAPEUTICS INC COM 92765F108 95 8,400 SH SOLE 8,400 0 0 VIRTU FINANCIAL INC-CLASS A COM 928254101 1,553 56,233 SH SOLE 56,233 0 0 VISA INC-CLASS A COM 92826C839 261,352 1,117,751 SH SOLE 1,117,751 0 0 VISHAY INTERTECHNOLOGY INC. COM 928298108 1,434 63,600 SH SOLE 63,600 0 0 VISTAGEN THERAPEUTICS INC COM 92840H202 139 44,300 SH SOLE 44,300 0 0 VISTEON CORP COM 92839U206 665 5,500 SH SOLE 5,500 0 0 VISTRA ENERGY CORP COM 92840M102 4,396 237,027 SH SOLE 237,027 0 0 VMWARE INC-CLASS A COM 928563402 4,698 29,374 SH SOLE 29,374 0 0 VONAGE HLDGS CORP COM 92886T201 138 9,600 SH SOLE 9,600 0 0 VOR BIOPHARMA INC COM 929033108 50 2,700 SH SOLE 2,700 0 0 VORNADO REALTY TRUST REIT 929042109 10,762 230,600 SH SOLE 230,600 0 0 VOXX INTERNATIONAL CORP COM 91829F104 121 8,700 SH SOLE 8,700 0 0 VOYA FINANCIAL INC COM 929089100 2,222 36,139 SH SOLE 36,139 0 0 VULCAN MATERIALS CO COM 929160109 15,813 90,848 SH SOLE 90,848 0 0 WABTEC COM 929740108 10,461 127,110 SH SOLE 127,110 0 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 20,839 396,106 SH SOLE 396,106 0 0 WALKER & DUNLOP INC COM 93148P102 480 4,600 SH SOLE 4,600 0 0 WALMART INC COM 931142103 84,343 598,097 SH SOLE 598,097 0 0 WARRIOR MET COAL INC COM 93627C101 474 27,600 SH SOLE 27,600 0 0 WASHINGTON RE INV REIT 939653101 2,641 114,827 SH SOLE 114,827 0 0 WASTE CONNECTIONS INC COM 94106B101 357 2,992 SH SOLE 2,992 0 0 WASTE MANAGEMENT INC. COM 94106L109 22,436 160,137 SH SOLE 160,137 0 0 WATERS CORPORATION COM 941848103 1,632 4,723 SH SOLE 4,723 0 0 WATERSTONE FINANCIAL INC COM 94188P101 796 40,500 SH SOLE 40,500 0 0 WATFORD HOLDINGS LTD COM G94787101 843 24,100 SH SOLE 24,100 0 0 WATTS WATER TECHNOLOGIES INC. CLASS A COM 942749102 1,648 11,300 SH SOLE 11,300 0 0 WAYFAIR INC-CLASS A COM 94419L101 835 2,646 SH SOLE 2,646 0 0 WD-40 CO COM 929236107 76 300 SH SOLE 300 0 0 WEBSTER FINANCIAL CORPORATION COM 947890109 1,475 27,659 SH SOLE 27,659 0 0 WEC ENERGY GROUP INC. COM 92939U106 1,526 17,161 SH SOLE 17,161 0 0 WEINGARTEN RE INVST REIT 948741103 5,862 182,816 SH SOLE 182,816 0 0 WELBILT INC COM 949090104 23 1,000 SH SOLE 1,000 0 0 WELLS FARGO COMPANY COM 949746101 166,336 3,672,700 SH SOLE 3,672,700 0 0 WELLTOWER INC REIT 95040Q104 96,549 1,161,849 SH SOLE 1,161,849 0 0 WEREWOLF THERAPEUTICS INC COM 95075A107 31 1,800 SH SOLE 1,800 0 0 WESBANCO INC COM 950810101 1,218 34,200 SH SOLE 34,200 0 0 WESCO INTL INC COM 95082P105 8,739 85,000 SH SOLE 85,000 0 0 WEST PHARMACEUTICAL SERVICES COM 955306105 2,058 5,733 SH SOLE 5,733 0 0 WESTERN ALLIANCE BANCORP COM 957638109 8,013 86,307 SH SOLE 86,307 0 0 WESTERN DIGITAL CORP COM 958102105 58,492 821,867 SH SOLE 821,867 0 0 WESTERN UNION CO. COM 959802109 474 20,660 SH SOLE 20,660 0 0 WESTLAKE CHEMICAL CORP. COM 960413102 3,894 43,231 SH SOLE 43,231 0 0 WESTROCK COMPANY COM 96145D105 27,806 522,483 SH SOLE 522,483 0 0 WEX INC. COM 96208T104 911 4,702 SH SOLE 4,702 0 0 WEYERHAEUSER CO. COM 962166104 2,054 59,688 SH SOLE 59,688 0 0 WHIRLPOOL CORP COM 963320106 2,757 12,646 SH SOLE 12,646 0 0 WHITE MOUNTAINS INSURANCE GP COM G9618E107 2,546 2,218 SH SOLE 2,218 0 0 WHITESTONE REIT-B REIT 966084204 451 54,699 SH SOLE 54,699 0 0 WHITING PETROLEUM CORP COM 966387508 381 7,000 SH SOLE 7,000 0 0 WHOLE EARTH BRANDS INC COM 96684W100 126 8,700 SH SOLE 8,700 0 0 WIDEOPENWEST INC COM 96758W101 1,074 51,900 SH SOLE 51,900 0 0 WILEY JOHN & SONS IN COM 968223206 1,335 22,200 SH SOLE 22,200 0 0

Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document WILLIAMS COS. INC. COM 969457100 2,092 78,803 SH SOLE 78,803 0 0 WILLIAMS-SONOMA INC COM 969904101 1,290 8,086 SH SOLE 8,086 0 0 WILLSCOT MOBILE MINI HOLDINGS COM 971378104 13,695 491,400 SH SOLE 491,400 0 0 WINGSTOP INC COM 974155103 11,002 69,800 SH SOLE 69,800 0 0 WINTRUST FINANCIAL CORP COM 97650W108 1,896 25,074 SH SOLE 25,074 0 0 WIX.COM LTD COM M98068105 10,450 36,000 SH SOLE 36,000 0 0 WOLVERINE WORLD WIDE COM 978097103 1,328 39,500 SH SOLE 39,500 0 0 WOODWARD INC. COM 980745103 1,682 13,691 SH SOLE 13,691 0 0 WORKDAY INC-CL A COM 98138H101 15,751 65,977 SH SOLE 65,977 0 0 WORKIVA INC COM 98139A105 389 3,500 SH SOLE 3,500 0 0 WORLD FUEL SVCS CORP COM 981475106 1,132 35,700 SH SOLE 35,700 0 0 WP CAREY INC REIT 92936U109 15,036 201,511 SH SOLE 201,511 0 0 WSFS FINL CORP COM 929328102 4 100 SH SOLE 100 0 0 WYNDHAM HOTELS & RESORTS INC COM 98311A105 1,090 15,090 SH SOLE 15,090 0 0 WYNN RESORTS LTD COM 983134107 45,137 369,073 SH SOLE 369,073 0 0 XBIOTECH INC COM 98400H102 288 17,400 SH SOLE 17,400 0 0 XCEL ENERGY INC COM 98389B100 1,406 21,356 SH SOLE 21,356 0 0 XENCOR INC COM 98401F105 1,107 32,100 SH SOLE 32,100 0 0 XENIA HOTELS & RESORTS INC REIT 984017103 2,894 154,513 SH SOLE 154,513 0 0 XEROX CORP COM 98421M106 1,990 84,743 SH SOLE 84,743 0 0 XILINX INC COM 983919101 3,040 21,022 SH SOLE 21,022 0 0 XL FLEET COM 9837FR100 74 8,900 SH SOLE 8,900 0 0 XOMA CORP COM 98419J206 819 24,100 SH SOLE 24,100 0 0 XPEL INC COM 98379L100 746 8,900 SH SOLE 8,900 0 0 XPO LOGISTICS INC COM 983793100 1,612 11,527 SH SOLE 11,527 0 0 XTRACKERS HARVEST CSI 300 CH COM 233051879 16,216 400,000 SH SOLE 400,000 0 0 XYLEM INC. COM 98419M100 3,573 29,791 SH SOLE 29,791 0 0 YELP INC COM 985817105 783 19,600 SH SOLE 19,600 0 0 YETI HOLDINGS INC COM 98585X104 38,978 424,511 SH SOLE 424,511 0 0 YORK WATER CO COM 987184108 810 17,900 SH SOLE 17,900 0 0 YUM BRANDS INC COM 988498101 831 7,227 SH SOLE 7,227 0 0 YUM CHINA HOLDINGS INC COM 98850P109 1,926 29,079 SH SOLE 29,079 0 0 ZEBRA TECHNOLOGIES CORP CL-A COM 989207105 13,691 25,857 SH SOLE 25,857 0 0 ZENDESK INC COM 98936J101 1,730 11,987 SH SOLE 11,987 0 0 ZENTALIS PHARMACEUTICALS INC COM 98943L107 202 3,800 SH SOLE 3,800 0 0 ZILLOW GROUP INC COM 98954M101 85 699 SH SOLE 699 0 0 ZILLOW GROUP INC - C COM 98954M200 800 6,551 SH SOLE 6,551 0 0 ZIMMER BIOMET HOLDINGS INC COM 98956P102 2,035 12,660 SH SOLE 12,660 0 0 ZIONS BANCORPORATION COM 989701107 2,136 40,427 SH SOLE 40,427 0 0 ZOETIS INC COM 98978V103 89,218 478,745 SH SOLE 478,745 0 0 ZOOM VIDEO COMMUNICATIONS COM 98980L101 50,013 129,223 SH SOLE 129,223 0 0 ZOOMINFO TECHNOLOGIES INC-A COM 98980F104 1,858 35,630 SH SOLE 35,630 0 0 ZSCALER INC COM 98980G102 978 4,531 SH SOLE 4,531 0 0 ZUMIEZ INC. COM 989817101 426 8,700 SH SOLE 8,700 0 0 ZUORA INC-CLASS A COM 98983V106 89 5,200 SH SOLE 5,200 0 0 ZYMERGEN INC COM 98985X100 172 4,300 SH SOLE 4,300 0 0 ZYNEX INC COM 98986M103 3 200 SH SOLE 200 0 0