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  • 13F-HR Filing

California State Teachers Retirement System 13F-HRQuarterly holdings report by institutional manager

Filed: 15 Nov 21, 4:46pm
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    SEC
    • 13F-HR Quarterly holdings report by institutional manager
    • TABLE Information Table
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    The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
    The reader should not assume that the information is accurate and complete.

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

    FORM 13F INFORMATION TABLE

    OMB APPROVAL
    OMB Number:3235-0006
    Expires:Oct 31, 2018
    Estimated average burden
    hours per response:23.8

    COLUMN 1COLUMN 2COLUMN 3COLUMN 4COLUMN 5COLUMN 6COLUMN 7COLUMN 8
    VALUESHRS ORSH/PUT/INVESTMENTOTHERVOTING AUTHORITY
    NAME OF ISSUERTITLE OF CLASSCUSIP(x$1000)PRN AMTPRNCALLDISCRETIONMANAGERSOLESHAREDNONE
    1 800 FLOWERS COM INC CL ACOMMON STOCK68243Q1061,13037,023SH SOLE 37,02300
    1ST SOURCE CORPCOMMON STOCK3369011031,12323,780SH SOLE 23,78000
    2U INCCOMMON STOCK90214J1013,34499,611SH SOLE 99,61100
    3D SYSTEMS CORPCOMMON STOCK88554D2054,628167,871SH SOLE 167,87100
    3M COCOMMON STOCK88579Y101181,9471,037,210SH SOLE 1,037,21000
    89BIO INCCOMMON STOCK2825591031035,250SH SOLE 5,25000
    8X8 INCCOMMON STOCK2829141003,401145,389SH SOLE 145,38900
    A10 NETWORKS INCCOMMON STOCK0021211011,08280,248SH SOLE 80,24800
    AAON INCCOMMON STOCK0003602063,72156,945SH SOLE 56,94500
    AAR CORPCOMMON STOCK0003611051,49145,972SH SOLE 45,97200
    ABBOTT LABORATORIESCOMMON STOCK002824100372,6193,154,311SH SOLE 3,154,31100
    ABBVIE INCCOMMON STOCK00287Y109344,0193,189,197SH SOLE 3,189,19700
    ABERCROMBIE FITCH CO CL ACOMMON STOCK0028962073,15683,866SH SOLE 83,86600
    ABIOMED INCCOMMON STOCK00365410025,43078,120SH SOLE 78,12000
    ABM INDUSTRIES INCCOMMON STOCK0009571004,14692,107SH SOLE 92,10700
    ACACIA RESEARCH CORPCOMMON STOCK00388130718427,056SH SOLE 27,05600
    ACADIA HEALTHCARE CO INCCOMMON STOCK00404A1099,300145,813SH SOLE 145,81300
    ACADIA PHARMACEUTICALS INCCOMMON STOCK0042251082,712163,279SH SOLE 163,27900
    ACADIA REALTY TRUSTREIT0042391092,395117,348SH SOLE 117,34800
    ACCELERATE DIAGNOSTICS INCCOMMON STOCK00430H10226345,159SH SOLE 45,15900
    ACCELERON PHARMA INCCOMMON STOCK00434H10815,62390,777SH SOLE 90,77700
    ACCENTURE PLC CL ACOMMON STOCKG1151C101366,3711,145,195SH SOLE 1,145,19500
    ACCO BRANDS CORPCOMMON STOCK00081T1081,099127,942SH SOLE 127,94200
    ACCURAY INCCOMMON STOCK00439710519749,956SH SOLE 49,95600
    ACI WORLDWIDE INCCOMMON STOCK0044981014,624150,478SH SOLE 150,47800
    ACTIVISION BLIZZARD INCCOMMON STOCK00507V109103,7251,340,293SH SOLE 1,340,29300
    ACUITY BRANDS INCCOMMON STOCK00508Y10210,39459,952SH SOLE 59,95200
    ACUSHNET HOLDINGS CORPCOMMON STOCK0050981082,29049,029SH SOLE 49,02900
    ADAPTIVE BIOTECHNOLOGIESCOMMON STOCK00650F1095,758169,393SH SOLE 169,39300
    ADDUS HOMECARE CORPCOMMON STOCK0067391061,69921,306SH SOLE 21,30600
    ADIENT PLCCOMMON STOCKG0084W1015,376129,701SH SOLE 129,70100
    ADOBE INCCOMMON STOCK00724F101494,328858,626SH SOLE 858,62600
    ADT INCCOMMON STOCK00090Q1032,114261,268SH SOLE 261,26800
    ADTALEM GLOBAL EDUCATION INCCOMMON STOCK00737L1032,46565,197SH SOLE 65,19700
    ADTRAN INCCOMMON STOCK00738A1061,23065,584SH SOLE 65,58400
    ADVANCE AUTO PARTS INCCOMMON STOCK00751Y10623,593112,945SH SOLE 112,94500
    ADVANCED DRAINAGE SYSTEMS INCOMMON STOCK00790R10410,45996,691SH SOLE 96,69100
    ADVANCED ENERGY INDUSTRIESCOMMON STOCK0079731004,59352,343SH SOLE 52,34300
    ADVANCED MICRO DEVICESCOMMON STOCK007903107212,4322,064,449SH SOLE 2,064,44900
    ADVANSIX INCCOMMON STOCK00773T1011,50437,826SH SOLE 37,82600
    ADVERUM BIOTECHNOLOGIES INCCOMMON STOCK00773U10820695,013SH SOLE 95,01300
    AECOMCOMMON STOCK00766T10014,668232,267SH SOLE 232,26700
    AEGLEA BIOTHERAPEUTICS INCCOMMON STOCK00773J10317221,698SH SOLE 21,69800
    AERCAP HOLDINGS NVCOMMON STOCKN009851068,361144,624SH SOLE 144,62400
    AERIE PHARMACEUTICALS INCCOMMON STOCK00771V10867759,405SH SOLE 59,40500
    AEROJET ROCKETDYNE HOLDINGSCOMMON STOCK0078001054,18896,162SH SOLE 96,16200
    AEROVIRONMENT INCCOMMON STOCK0080731082,70531,333SH SOLE 31,33300
    AES CORPCOMMON STOCK00130H10525,5491,119,102SH SOLE 1,119,10200
    AFFILIATED MANAGERS GROUPCOMMON STOCK00825210810,54869,815SH SOLE 69,81500
    AFFIMED NVCOMMON STOCKN0104510838862,735SH SOLE 62,73500
    AFLAC INCCOMMON STOCK00105510260,0241,151,422SH SOLE 1,151,42200
    AGCO CORPCOMMON STOCK00108410213,063106,612SH SOLE 106,61200
    AGENUS INCCOMMON STOCK00847G7051,347256,507SH SOLE 256,50700
    AGILENT TECHNOLOGIES INCCOMMON STOCK00846U10183,864532,369SH SOLE 532,36900
    AGILYSYS INCCOMMON STOCK00847J1051,53229,261SH SOLE 29,26100
    AGIOS PHARMACEUTICALS INCCOMMON STOCK00847X1043,56977,330SH SOLE 77,33000
    AGNC INVESTMENT CORPREIT00123Q10415,187963,003SH SOLE 963,00300
    AGREE REALTY CORPREIT0084921005,90289,117SH SOLE 89,11700
    AIR LEASE CORPCOMMON STOCK00912X3027,119180,954SH SOLE 180,95400
    AIR PRODUCTS CHEMICALS INCCOMMON STOCK00915810697,681381,402SH SOLE 381,40200
    AIR TRANSPORT SERVICES GROUPCOMMON STOCK00922R1051,21447,047SH SOLE 47,04700
    AKAMAI TECHNOLOGIES INCCOMMON STOCK00971T10129,485281,907SH SOLE 281,90700
    AKEBIA THERAPEUTICS INCCOMMON STOCK00972D105623216,225SH SOLE 216,22500
    AKERO THERAPEUTICS INCCOMMON STOCK00973Y10859726,721SH SOLE 26,72100
    AKOUSTIS TECHNOLOGIES INCCOMMON STOCK00973N10222823,469SH SOLE 23,46900
    ALAMO GROUP INCCOMMON STOCK0113111071,90913,682SH SOLE 13,68200
    ALARM COM HOLDINGS INCCOMMON STOCK0116421055,03264,362SH SOLE 64,36200
    ALASKA AIR GROUP INCCOMMON STOCK0116591098,002136,550SH SOLE 136,55000
    ALBANY INTL CORP CL ACOMMON STOCK0123481083,21241,789SH SOLE 41,78900
    ALBEMARLE CORPCOMMON STOCK01265310145,100205,964SH SOLE 205,96400
    ALBIREO PHARMA INCCOMMON STOCK01345P10667621,680SH SOLE 21,68000
    ALCOA CORPCOMMON STOCK01387210615,986326,654SH SOLE 326,65400
    ALECTOR INCCOMMON STOCK0144421071,69074,053SH SOLE 74,05300
    ALERUS FINANCIAL CORPCOMMON STOCK01446U1032438,139SH SOLE 8,13900
    ALEXANDER BALDWIN INCREIT0144911042,30898,476SH SOLE 98,47600
    ALEXANDER S INCREIT0147521097933,044SH SOLE 3,04400
    ALEXANDRIA REAL ESTATE EQUITREIT01527110950,216262,816SH SOLE 262,81600
    ALIGN TECHNOLOGY INCCOMMON STOCK01625510189,461134,441SH SOLE 134,44100
    ALKERMES PLCCOMMON STOCKG017671056,721217,929SH SOLE 217,92900
    ALLAKOS INCCOMMON STOCK01671P1004,78445,185SH SOLE 45,18500
    ALLEGHANY CORPCOMMON STOCK01717510014,77123,656SH SOLE 23,65600
    ALLEGHENY TECHNOLOGIES INCCOMMON STOCK01741R1022,875172,892SH SOLE 172,89200
    ALLEGIANCE BANCSHARES INCCOMMON STOCK01748H1071,00026,208SH SOLE 26,20800
    ALLEGIANT TRAVEL COCOMMON STOCK01748X1022,33111,927SH SOLE 11,92700
    ALLEGION PLCCOMMON STOCKG0176J10921,161160,092SH SOLE 160,09200
    ALLETE INCCOMMON STOCK0185223004,23871,196SH SOLE 71,19600
    ALLIANCE DATA SYSTEMS CORPCOMMON STOCK0185811088,31582,416SH SOLE 82,41600
    ALLIANT ENERGY CORPCOMMON STOCK01880210824,358435,125SH SOLE 435,12500
    ALLIED MOTION TECHNOLOGIESCOMMON STOCK0193301091966,253SH SOLE 6,25300
    ALLISON TRANSMISSION HOLDINGCOMMON STOCK01973R1016,444182,455SH SOLE 182,45500
    ALLOGENE THERAPEUTICS INCCOMMON STOCK0197701062,580100,400SH SOLE 100,40000
    ALLSCRIPTS HEALTHCARE SOLUTICOMMON STOCK01988P1082,443182,751SH SOLE 182,75100
    ALLSTATE CORPCOMMON STOCK02000210166,237520,283SH SOLE 520,28300
    ALLY FINANCIAL INCCOMMON STOCK02005N10032,185630,459SH SOLE 630,45900
    ALNYLAM PHARMACEUTICALS INCCOMMON STOCK02043Q10738,780205,392SH SOLE 205,39200
    ALPHA OMEGA SEMICONDUCTORCOMMON STOCKG6331P10489328,464SH SOLE 28,46400
    ALPHABET INC CL ACOMMON STOCK02079K3051,442,567539,576SH SOLE 539,57600
    ALPHABET INC CL CCOMMON STOCK02079K1071,374,924515,859SH SOLE 515,85900
    ALPHATEC HOLDINGS INCCOMMON STOCK02081G2011,09589,836SH SOLE 89,83600
    ALTAIR ENGINEERING INC ACOMMON STOCK0213691034,30262,404SH SOLE 62,40400
    ALTERYX INC CLASS ACOMMON STOCK02156B1037,30399,900SH SOLE 99,90000
    ALTICE USA INC ACOMMON STOCK02156K1037,799376,380SH SOLE 376,38000
    ALTRA INDUSTRIAL MOTION CORPCOMMON STOCK02208R1064,88388,221SH SOLE 88,22100
    AMAZON COM INCCOMMON STOCK0231351062,618,965797,240SH SOLE 797,24000
    AMBAC FINANCIAL GROUP INCCOMMON STOCK02313988489062,124SH SOLE 62,12400
    AMBARELLA INCCOMMON STOCKG037AX1017,56448,566SH SOLE 48,56600
    AMC ENTERTAINMENT HLDS CL ACOMMON STOCK00165C10426,258689,917SH SOLE 689,91700
    AMC NETWORKS INC ACOMMON STOCK00164V1031,78738,349SH SOLE 38,34900
    AMCOR PLCCOMMON STOCKG0250X10731,3502,704,894SH SOLE 2,704,89400
    AMDOCS LTDCOMMON STOCKG026021039,222121,809SH SOLE 121,80900
    AMEDISYS INCCOMMON STOCK0234361088,34555,969SH SOLE 55,96900
    AMER NATL BNKSHS DANVILLE VACOMMON STOCK0277451081895,727SH SOLE 5,72700
    AMERANT BANCORP INCCOMMON STOCK02357610172929,486SH SOLE 29,48600
    AMERCOCOMMON STOCK02358610010,66516,508SH SOLE 16,50800
    AMEREN CORPORATIONCOMMON STOCK02360810234,795429,568SH SOLE 429,56800
    AMERESCO INC CL ACOMMON STOCK02361E1082,24838,480SH SOLE 38,48000
    AMERICA S CAR MART INCCOMMON STOCK03062T1051,0268,785SH SOLE 8,78500
    AMERICAN AIRLINES GROUP INCCOMMON STOCK02376R10214,049684,636SH SOLE 684,63600
    AMERICAN ASSETS TRUST INCREIT0240131042,59969,465SH SOLE 69,46500
    AMERICAN AXLE MFG HOLDINGSCOMMON STOCK0240611031,355153,752SH SOLE 153,75200
    AMERICAN CAMPUS COMMUNITIESREIT02483510011,174230,634SH SOLE 230,63400
    AMERICAN EAGLE OUTFITTERSCOMMON STOCK02553E1065,686220,392SH SOLE 220,39200
    AMERICAN ELECTRIC POWERCOMMON STOCK02553710168,136839,317SH SOLE 839,31700
    AMERICAN EQUITY INVT LIFE HLCOMMON STOCK0256762063,401115,000SH SOLE 115,00000
    AMERICAN EXPRESS COCOMMON STOCK025816109201,0341,199,991SH SOLE 1,199,99100
    AMERICAN FINANCE TRUST INCREIT02607T1091,233153,374SH SOLE 153,37400
    AMERICAN FINANCIAL GROUP INCCOMMON STOCK02593210415,595123,937SH SOLE 123,93700
    AMERICAN HOMES 4 RENT AREIT02665T30618,324480,694SH SOLE 480,69400
    AMERICAN INTERNATIONAL GROUPCOMMON STOCK02687478482,9761,511,684SH SOLE 1,511,68400
    AMERICAN PUBLIC EDUCATIONCOMMON STOCK02913V10364525,184SH SOLE 25,18400
    AMERICAN SOFTWARE INC CL ACOMMON STOCK02968310999641,943SH SOLE 41,94300
    AMERICAN STATES WATER COCOMMON STOCK0298991014,29950,272SH SOLE 50,27200
    AMERICAN SUPERCONDUCTOR CORPCOMMON STOCK03011120721114,491SH SOLE 14,49100
    AMERICAN TOWER CORPREIT03027X100209,824790,564SH SOLE 790,56400
    AMERICAN VANGUARD CORPCOMMON STOCK03037110858438,792SH SOLE 38,79200
    AMERICAN WATER WORKS CO INCCOMMON STOCK03042010356,280332,937SH SOLE 332,93700
    AMERICAN WOODMARK CORPCOMMON STOCK0305061091,51023,096SH SOLE 23,09600
    AMERICOLD REALTY TRUSTREIT03064D10812,530431,312SH SOLE 431,31200
    AMERIPRISE FINANCIAL INCCOMMON STOCK03076C10653,173201,322SH SOLE 201,32200
    AMERIS BANCORPCOMMON STOCK03076K1084,82593,004SH SOLE 93,00400
    AMERISAFE INCCOMMON STOCK03071H1001,46826,145SH SOLE 26,14500
    AMERISOURCEBERGEN CORPCOMMON STOCK03073E10531,584264,416SH SOLE 264,41600
    AMETEK INCCOMMON STOCK03110010050,081403,847SH SOLE 403,84700
    AMGEN INCCOMMON STOCK031162100212,429998,960SH SOLE 998,96000
    AMICUS THERAPEUTICS INCCOMMON STOCK03152W1093,019316,116SH SOLE 316,11600
    AMKOR TECHNOLOGY INCCOMMON STOCK0316521003,620145,077SH SOLE 145,07700
    AMN HEALTHCARE SERVICES INCCOMMON STOCK0017441017,36564,182SH SOLE 64,18200
    AMNEAL PHARMACEUTICALS INCCOMMON STOCK03168L105713133,504SH SOLE 133,50400
    AMPHASTAR PHARMACEUTICALS INCOMMON STOCK03209R10396750,866SH SOLE 50,86600
    AMPHENOL CORP CL ACOMMON STOCK03209510175,6481,033,018SH SOLE 1,033,01800
    AMYRIS INCCOMMON STOCK03236M2003,069223,505SH SOLE 223,50500
    ANALOG DEVICES INCCOMMON STOCK032654105155,814930,346SH SOLE 930,34600
    ANAPLAN INCCOMMON STOCK03272L10814,536238,718SH SOLE 238,71800
    ANAPTYSBIO INCCOMMON STOCK03272410668925,420SH SOLE 25,42000
    ANAVEX LIFE SCIENCES CORPCOMMON STOCK0327973001,60489,373SH SOLE 89,37300
    ANDERSONS INC THECOMMON STOCK0341641031,31942,792SH SOLE 42,79200
    ANGIODYNAMICS INCCOMMON STOCK03475V1011,32851,196SH SOLE 51,19600
    ANI PHARMACEUTICALS INCCOMMON STOCK00182C10344313,489SH SOLE 13,48900
    ANIKA THERAPEUTICS INCCOMMON STOCK03525510883019,493SH SOLE 19,49300
    ANNALY CAPITAL MANAGEMENT INREIT03571040921,7842,587,139SH SOLE 2,587,13900
    ANSYS INCCOMMON STOCK03662Q10551,474151,193SH SOLE 151,19300
    ANTARES PHARMA INCCOMMON STOCK036642106809222,253SH SOLE 222,25300
    ANTERIX INCCOMMON STOCK03676C10094315,529SH SOLE 15,52900
    ANTERO MIDSTREAM CORPCOMMON STOCK03676B1025,649542,117SH SOLE 542,11700
    ANTERO RESOURCES CORPCOMMON STOCK03674X1067,342390,342SH SOLE 390,34200
    ANTHEM INCCOMMON STOCK036752103158,691425,674SH SOLE 425,67400
    APARTMENT INVT MGMT CO AREIT03748R7471,390202,964SH SOLE 202,96400
    APELLIS PHARMACEUTICALS INCCOMMON STOCK03753U1062,78984,617SH SOLE 84,61700
    APOGEE ENTERPRISES INCCOMMON STOCK0375981091,32235,014SH SOLE 35,01400
    APOLLO COMMERCIAL REAL ESTATREIT03762U1052,825190,499SH SOLE 190,49900
    APOLLO MEDICAL HOLDINGS INCCOMMON STOCK03763A2074,12045,245SH SOLE 45,24500
    APPFOLIO INC ACOMMON STOCK03783C1002,90824,156SH SOLE 24,15600
    APPIAN CORPCOMMON STOCK03782L1014,65250,291SH SOLE 50,29100
    APPLE HOSPITALITY REIT INCREIT03784Y2004,596292,172SH SOLE 292,17200
    APPLE INCCOMMON STOCK0378331004,127,11329,166,873SH SOLE 29,166,87300
    APPLIED INDUSTRIAL TECH INCCOMMON STOCK03820C1054,76652,878SH SOLE 52,87800
    APPLIED MATERIALS INCCOMMON STOCK038222105205,9861,600,143SH SOLE 1,600,14300
    APPLIED THERAPEUTICS INCCOMMON STOCK03828A10139223,636SH SOLE 23,63600
    APTARGROUP INCCOMMON STOCK03833610313,616114,082SH SOLE 114,08200
    APTIV PLCCOMMON STOCKG6095L10969,896469,195SH SOLE 469,19500
    APYX MEDICAL CORPCOMMON STOCK03837C10624317,559SH SOLE 17,55900
    ARAMARKCOMMON STOCK03852U10613,618414,432SH SOLE 414,43200
    ARCBEST CORPCOMMON STOCK03937C1052,82834,587SH SOLE 34,58700
    ARCH CAPITAL GROUP LTDCOMMON STOCKG0450A10525,964680,041SH SOLE 680,04100
    ARCHER DANIELS MIDLAND COCOMMON STOCK03948310256,837947,133SH SOLE 947,13300
    ARCHROCK INCCOMMON STOCK03957W1061,491180,689SH SOLE 180,68900
    ARCOSA INCCOMMON STOCK0396531003,30265,820SH SOLE 65,82000
    ARCUS BIOSCIENCES INCCOMMON STOCK03969F1091,97056,490SH SOLE 56,49000
    ARDAGH GROUP SACOMMON STOCKL0223L1012499,775SH SOLE 9,77500
    ARDELYX INCCOMMON STOCK03969710712392,998SH SOLE 92,99800
    ARENA PHARMACEUTICALS INCCOMMON STOCK0400476074,77480,171SH SOLE 80,17100
    ARES COMMERCIAL REAL ESTATEREIT04013V10891060,315SH SOLE 60,31500
    ARES MANAGEMENT CORP ACOMMON STOCK03990B10116,195219,353SH SOLE 219,35300
    ARGAN INCCOMMON STOCK04010E10991721,000SH SOLE 21,00000
    ARGO GROUP INTERNATIONALCOMMON STOCKG0464B1072,38245,621SH SOLE 45,62100
    ARISTA NETWORKS INCCOMMON STOCK04041310635,077102,074SH SOLE 102,07400
    ARLO TECHNOLOGIES INCCOMMON STOCK04206A10128143,905SH SOLE 43,90500
    ARMADA HOFFLER PROPERTIES INREIT04208T1081,09581,898SH SOLE 81,89800
    ARMOUR RESIDENTIAL REIT INCREIT0423155071,104102,388SH SOLE 102,38800
    ARMSTRONG WORLD INDUSTRIESCOMMON STOCK04247X1027,67880,421SH SOLE 80,42100
    ARROW ELECTRONICS INCCOMMON STOCK04273510014,729131,169SH SOLE 131,16900
    ARROW FINANCIAL CORPCOMMON STOCK04274410270720,589SH SOLE 20,58900
    ARROWHEAD PHARMACEUTICALS INCOMMON STOCK04280A1008,476135,775SH SOLE 135,77500
    ARTESIAN RESOURCES CORP CL ACOMMON STOCK0431132081674,379SH SOLE 4,37900
    ARTHUR J GALLAGHER COCOMMON STOCK36357610953,154357,581SH SOLE 357,58100
    ARTISAN PARTNERS ASSET MA ACOMMON STOCK04316A1084,15184,862SH SOLE 84,86200
    ARVINAS INCCOMMON STOCK04335A1054,40953,655SH SOLE 53,65500
    ASBURY AUTOMOTIVE GROUPCOMMON STOCK0434361045,21626,512SH SOLE 26,51200
    ASGN INCCOMMON STOCK00191U1028,10271,610SH SOLE 71,61000
    ASHLAND GLOBAL HOLDINGS INCCOMMON STOCK0441861048,45294,833SH SOLE 94,83300
    ASPEN TECHNOLOGY INCCOMMON STOCK04532710314,120114,981SH SOLE 114,98100
    ASSETMARK FINANCIAL HOLDINGSCOMMON STOCK04546L10660924,478SH SOLE 24,47800
    ASSOCIATED BANC CORPCOMMON STOCK0454871054,430206,796SH SOLE 206,79600
    ASSOCIATED CAPITAL GROUP ACOMMON STOCK04552810635926SH SOLE 92600
    ASSURANT INCCOMMON STOCK04621X10816,301103,337SH SOLE 103,33700
    ASSURED GUARANTY LTDCOMMON STOCKG0585R1065,787123,637SH SOLE 123,63700
    ASTEC INDUSTRIES INCCOMMON STOCK0462241011,60829,886SH SOLE 29,88600
    ASTRONICS CORPCOMMON STOCK04643310819113,614SH SOLE 13,61400
    ATT INCCOMMON STOCK00206R102348,34512,896,900SH SOLE 12,896,90000
    ATARA BIOTHERAPEUTICS INCCOMMON STOCK0465131071,845103,078SH SOLE 103,07800
    ATHENE HOLDING LTD CLASS ACOMMON STOCKG0684D10715,007217,907SH SOLE 217,90700
    ATHENEX INCCOMMON STOCK04685N10329196,577SH SOLE 96,57700
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    H B FULLER COCOMMON STOCK3596941064,57770,900SH SOLE 70,90000
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    HARPOON THERAPEUTICS INCCOMMON STOCK41358P1068010,100SH SOLE 10,10000
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    HAWKINS INCCOMMON STOCK42026110991126,127SH SOLE 26,12700
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    HAYNES INTERNATIONAL INCCOMMON STOCK4208772012526,764SH SOLE 6,76400
    HBT FINANCIAL INC DECOMMON STOCK404111106805,171SH SOLE 5,17100
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    HEALTHCARE REALTY TRUST INCREIT4219461045,784194,214SH SOLE 194,21400
    HEALTHCARE SERVICES GROUPCOMMON STOCK4219061082,543101,756SH SOLE 101,75600
    HEALTHCARE TRUST OF AME CL AREIT42225P50111,195377,428SH SOLE 377,42800
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    HEARTLAND EXPRESS INCCOMMON STOCK4223471041,09768,468SH SOLE 68,46800
    HEARTLAND FINANCIAL USA INCCOMMON STOCK42234Q1022,63454,785SH SOLE 54,78500
    HECLA MINING COCOMMON STOCK4227041063,997726,720SH SOLE 726,72000
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    HENRY SCHEIN INCCOMMON STOCK80640710218,733245,970SH SOLE 245,97000
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    HERC HOLDINGS INCCOMMON STOCK42704L1044,98130,473SH SOLE 30,47300
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    HERITAGE INSURANCE HOLDINGSCOMMON STOCK42727J10224235,580SH SOLE 35,58000
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    HERSHA HOSPITALITY TRUSTREIT42782550017218,401SH SOLE 18,40100
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    HESS CORPCOMMON STOCK42809H10736,501467,308SH SOLE 467,30800
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    HF FOODS GROUP INCCOMMON STOCK40417F10912220,204SH SOLE 20,20400
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    HILLENBRAND INCCOMMON STOCK4315711084,306100,952SH SOLE 100,95200
    HILLTOP HOLDINGS INCCOMMON STOCK4327481012,89388,537SH SOLE 88,53700
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    HNI CORPCOMMON STOCK4042511002,16658,992SH SOLE 58,99200
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    HOME BANCORP INCCOMMON STOCK43689E1071644,228SH SOLE 4,22800
    HOME BANCSHARES INCCOMMON STOCK4368932004,961210,850SH SOLE 210,85000
    HOME DEPOT INCCOMMON STOCK437076102629,2951,917,064SH SOLE 1,917,06400
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    HOMETRUST BANCSHARES INCCOMMON STOCK4378721042348,356SH SOLE 8,35600
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    HOPE BANCORP INCCOMMON STOCK43940T1092,390165,489SH SOLE 165,48900
    HORACE MANN EDUCATORSCOMMON STOCK4403271042,25056,559SH SOLE 56,55900
    HORIZON BANCORP INC INCOMMON STOCK4404071041,01455,784SH SOLE 55,78400
    HORIZON THERAPEUTICS PLCCOMMON STOCKG4618810142,002383,444SH SOLE 383,44400
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    HOST HOTELS RESORTS INCREIT44107P10420,4771,253,921SH SOLE 1,253,92100
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    HOUGHTON MIFFLIN HARCOURT COCOMMON STOCK44157R1092,332173,633SH SOLE 173,63300
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    HOWARD BANCORP INCCOMMON STOCK4424961051437,055SH SOLE 7,05500
    HOWARD HUGHES CORP THECOMMON STOCK44267D1076,10569,525SH SOLE 69,52500
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    HUBSPOT INCCOMMON STOCK44357310054,74080,966SH SOLE 80,96600
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    I3 VERTICALS INC CLASS ACOMMON STOCK46571Y10771729,598SH SOLE 29,59800
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    IAC INTERACTIVECORPCOMMON STOCK44891N20817,543134,647SH SOLE 134,64700
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    ICHOR HOLDINGS LTDCOMMON STOCKG4740B1051,56838,158SH SOLE 38,15800
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    IES HOLDINGS INCCOMMON STOCK44951W10656712,401SH SOLE 12,40100
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    II VI INCCOMMON STOCK9021041088,451142,362SH SOLE 142,36200
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    INOVIO PHARMACEUTICALS INCCOMMON STOCK45773H2012,020282,122SH SOLE 282,12200
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    INTERPUBLIC GROUP OF COS INCCOMMON STOCK46069010025,467694,484SH SOLE 694,48400
    INTERSECT ENT INCCOMMON STOCK46071F1031,20144,137SH SOLE 44,13700
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    INTREPID POTASH INCCOMMON STOCK46121Y2011675,401SH SOLE 5,40100
    INTUIT INCCOMMON STOCK461202103259,284480,592SH SOLE 480,59200
    INTUITIVE SURGICAL INCCOMMON STOCK46120E602205,139206,346SH SOLE 206,34600
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    INVESCO LTDCOMMON STOCKG491BT10814,441598,970SH SOLE 598,97000
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    INVESTORS TITLE COCOMMON STOCK461804106128701SH SOLE 70100
    INVITAE CORPCOMMON STOCK46185L1037,504263,946SH SOLE 263,94600
    INVITATION HOMES INCREIT46187W10737,909989,009SH SOLE 989,00900
    IONIS PHARMACEUTICALS INCCOMMON STOCK4622221007,580225,991SH SOLE 225,99100
    IOVANCE BIOTHERAPEUTICS INCCOMMON STOCK4622601005,597226,963SH SOLE 226,96300
    IPG PHOTONICS CORPCOMMON STOCK44980X10910,03663,358SH SOLE 63,35800
    IQVIA HOLDINGS INCCOMMON STOCK46266C10580,377335,549SH SOLE 335,54900
    IRADIMED CORPCOMMON STOCK46266A1091143,402SH SOLE 3,40200
    IRHYTHM TECHNOLOGIES INCCOMMON STOCK4500561062,33839,919SH SOLE 39,91900
    IRIDIUM COMMUNICATIONS INCCOMMON STOCK46269C1026,464162,205SH SOLE 162,20500
    IROBOT CORPCOMMON STOCK4627261002,99138,101SH SOLE 38,10100
    IRON MOUNTAIN INCREIT46284V10122,142509,591SH SOLE 509,59100
    IRONWOOD PHARMACEUTICALS INCCOMMON STOCK46333X1082,665204,070SH SOLE 204,07000
    ISTAR INCREIT45031U1012,44397,390SH SOLE 97,39000
    ITERIS INCCOMMON STOCK46564T10711822,432SH SOLE 22,43200
    ITRON INCCOMMON STOCK4657411064,64161,371SH SOLE 61,37100
    ITT INCCOMMON STOCK45073V10812,449145,022SH SOLE 145,02200
    ITURAN LOCATION AND CONTROLCOMMON STOCKM6158M10454821,595SH SOLE 21,59500
    J J SNACK FOODS CORPCOMMON STOCK4660321093,12320,436SH SOLE 20,43600
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    TJX COMPANIES INCCOMMON STOCK872540109142,8522,165,084SH SOLE 2,165,08400
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