0001445546-19-004560.txt : 20191104 0001445546-19-004560.hdr.sgml : 20191104 20191104150435 ACCESSION NUMBER: 0001445546-19-004560 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20190930 FILED AS OF DATE: 20191104 DATE AS OF CHANGE: 20191104 EFFECTIVENESS DATE: 20191104 FILER: COMPANY DATA: COMPANY CONFORMED NAME: FIRST TRUST ADVISORS LP CENTRAL INDEX KEY: 0001125816 IRS NUMBER: 363788904 STATE OF INCORPORATION: IL FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-06487 FILM NUMBER: 191189402 BUSINESS ADDRESS: STREET 1: 120 EAST LIBERTY DRIVE STREET 2: SUITE 400 CITY: WHEATON STATE: IL ZIP: 60187 BUSINESS PHONE: 630-765-8000 MAIL ADDRESS: STREET 1: 120 EAST LIBERTY DRIVE STREET 2: SUITE 400 CITY: WHEATON STATE: IL ZIP: 60187 13F-HR 1 primary_doc.xml 13F-HR LIVE false false false 0001125816 XXXXXXXX 09-30-2019 09-30-2019 false FIRST TRUST ADVISORS LP
120 East Liberty Drive Suite 400 Wheaton IL 60187
13F COMBINATION REPORT 028-06487 0001616525 028-16224 CHARTWELL INVESTMENT PARTNERS, LLC 0001442056 028-13334 CONFLUENCE INVESTMENT MANAGEMENT LLC 0001388814 028-12170 Energy Income Partners, LLC 0001418333 028-13120 MACQUARIE GROUP LTD 0000061227 028-00046 MACKAY SHIELDS LLC 0000938487 028-04720 SSI INVESTMENT MANAGEMENT LLC 0001080117 028-04321 HEITMAN REAL ESTATE SECURITIES LLC 0001716774 028-18172 Standard Life Aberdeen plc N
Kathleen W. Brown Chief Compliance Officer 630-517-7591 Kathleen W. Brown Wheaton IL 11-04-2019 1 2391 53114084 1 0001536185 028-14633 AXA Equitable Funds Management Group, LLC
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INC COM 412822108 11528 320491 SH SOLE 320491 0 0 HARSCO CORP COM 415864107 2592 136716 SH SOLE 136716 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 72698 1199437 SH SOLE 1199437 0 0 HASBRO INC COM 418056107 13009 109602 SH SOLE 109572 0 30 HAVERTY FURNITURE INC COM 419596101 835 41215 SH SOLE 41215 0 0 HAWAIIAN ELEC INDUSTRIES COM 419870100 56295 1234258 SH SOLE 1234258 0 0 HAWAIIAN HOLDINGS INC COM 419879101 2303 87716 SH SOLE 87716 0 0 HEALTHCARE SVCS GRP INC COM 421906108 628 25851 SH SOLE 25851 0 0 HEALTHCARE RLTY TR COM 421946104 973 29039 SH SOLE 29039 0 0 HEALTH INS INNOVATIONS INC COM CL A 42225K106 624 25041 SH SOLE 6341 0 18700 HEALTHCARE TR AMER INC CL A NEW 42225P501 4737 161230 SH SOLE 161230 0 0 HEARTLAND EXPRESS INC COM 422347104 2227 103543 SH SOLE 103543 0 0 HEARTLAND FINL USA INC COM 42234Q102 2596 58014 SH SOLE 58014 0 0 HECLA MNG CO COM 422704106 1364 774961 SH SOLE 774961 0 0 HEICO CORP NEW COM 422806109 24604 197025 SH SOLE 197025 0 0 HELIOS TECHNOLOGIES INC COM 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ADR 45104G104 9480 778285 SH SOLE 778285 0 0 IDACORP INC COM 451107106 71515 634727 SH SOLE 634727 0 0 IDEX CORP COM 45167R104 39009 238032 SH SOLE 238032 0 0 IDEXX LABS INC COM 45168D104 58874 216503 SH SOLE 216503 0 0 ILLINOIS TOOL WKS INC COM 452308109 107948 689810 SH SOLE 689810 0 0 ILLUMINA INC COM 452327109 100734 331122 SH SOLE 331122 0 0 IMMERSION CORP COM 452521107 550 71877 SH SOLE 71877 0 0 INCYTE CORP COM 45337C102 85529 1152218 SH SOLE 1152218 0 0 INDEPENDENCE RLTY TR INC COM 45378A106 4006 279955 SH SOLE 279955 0 0 INDEPENDENT BANK CORP MASS COM 453836108 2231 29883 SH SOLE 29883 0 0 INDEPENDENT BANK CORP MICH COM NEW 453838609 1367 64123 SH SOLE 64123 0 0 INDEPENDENT BK GROUP INC COM 45384B106 2120 40300 SH SOLE 40300 0 0 INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 2104 99004 SH SOLE 99004 0 0 INFOSYS LTD SPONSORED ADR 456788108 53231 4681711 SH SOLE 4681711 0 0 ING GROEP N V SPONSORED ADR 456837103 548 52470 SH SOLE 52470 0 0 INGEVITY CORP COM 45688C107 3226 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48623 SH SOLE 12223 0 36400 INVESCO MUN TR COM 46131J103 650 51510 SH SOLE 51510 0 0 INVESCO TR INVT GRADE MUNS COM 46131M106 736 57221 SH SOLE 57221 0 0 INVESCO PA VALUE MUN INCOME COM 46132K109 317 24262 SH SOLE 24262 0 0 INVESCO QUALITY MUNI INC TRS COM 46133G107 1083 84691 SH SOLE 84691 0 0 INVESCO EXCHANGE TRADED FD T S&P500 EQL WGT 46137V357 1144 10588 SH SOLE 10588 0 0 INVESCO EXCHNG TRADED FD TR EMRNG MKT SVRG 46138E784 1890 64827 SH SOLE 64827 0 0 INVESCO EXCHNG TRADED FD TR SR LN ETF 46138G508 4100 181503 SH SOLE 181503 0 0 INVESCO EXCH TRD SLF IDX FD BULSHS 2020 CB 46138J502 294 13783 SH SOLE 13783 0 0 INVESTORS BANCORP INC NEW COM 46146L101 6227 548159 SH SOLE 548159 0 0 INVESTORS TITLE CO COM 461804106 515 3214 SH SOLE 3214 0 0 INVITAE CORP COM 46185L103 2459 127622 SH SOLE 127622 0 0 INVITATION HOMES INC COM 46187W107 22879 772675 SH SOLE 772675 0 0 IONIS PHARMACEUTICALS INC COM 462222100 59246 988916 SH SOLE 988916 0 0 IQVIA HLDGS INC COM 46266C105 116944 782862 SH SOLE 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0 0 ISHARES TR COHEN STEER REIT 464287564 471 3926 SH SOLE 3926 0 0 ISHARES TR U.S. CNSM SV ETF 464287580 1942 8935 SH SOLE 8935 0 0 ISHARES TR S&P MC 400GR ETF 464287606 2815 12574 SH SOLE 12574 0 0 ISHARES TR RUS 2000 VAL ETF 464287630 1007 8433 SH SOLE 8433 0 0 ISHARES TR RUS 2000 GRW ETF 464287648 990 5138 SH SOLE 5138 0 0 ISHARES TR RUSSELL 2000 ETF 464287655 0 18941 SH OTR 1 0 18941 0 ISHARES TR RUSSELL 2000 ETF 464287655 2878 75 SH SOLE 75 0 0 ISHARES TR S&P MC 400VL ETF 464287705 1673 10460 SH SOLE 10460 0 0 ISHARES TR SP SMCP600VL ETF 464287879 248 1650 SH SOLE 1650 0 0 ISHARES TR S&P SML 600 GWT 464287887 492 2756 SH SOLE 2749 0 7 ISHARES TR SHRT NAT MUN ETF 464288158 636 5968 SH SOLE 5968 0 0 ISHARES TR JPMORGAN USD EMG 464288281 6588 58118 SH SOLE 58118 0 0 ISHARES TR NATIONAL MUN ETF 464288414 1189 10425 SH SOLE 10425 0 0 ISHARES TR MBS ETF 464288588 22243 205381 SH SOLE 205381 0 0 ISHARES TR INTRM TR CRP ETF 464288638 7145 123352 SH SOLE 123352 0 0 ISHARES TR SH TR CRPORT ETF 464288646 3258 60706 SH SOLE 60706 0 0 ISHARES TR MSCI INDIA ETF 46429B598 5588 166459 SH SOLE 166328 0 131 ISHARES US ETF TR SHT MAT BD ETF 46431W507 1411 28021 SH SOLE 28021 0 0 ISHARES TR USA QUALITY FCTR 46432F339 1336 14460 SH SOLE 14460 0 0 ISHARES TR CORE MSCI EAFE 46432F842 0 47246 SH OTR 1 0 47246 0 ISHARES INC CORE MSCI EMKT 46434G103 6394 130439 SH SOLE 130322 0 117 ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 1154 137210 SH SOLE 137210 0 0 ITRON INC COM 465741106 34641 468374 SH SOLE 468374 0 0 JBG SMITH PPTYS COM 46590V100 6896 175877 SH SOLE 175877 0 0 J & J SNACK FOODS CORP COM 466032109 5821 30316 SH SOLE 30316 0 0 JPMORGAN CHASE & CO COM 46625H100 102842 873840 SH SOLE 873815 0 25 JABIL INC COM 466313103 45577 1274169 SH SOLE 1274169 0 0 JACK IN THE BOX INC COM 466367109 438 4803 SH SOLE 4803 0 0 JACOBS ENGR GROUP INC COM 469814107 555 6067 SH SOLE 6067 0 0 JAGGED PEAK ENERGY INC COM 47009K107 327 45041 SH SOLE 45041 0 0 JD COM INC SPON ADR CL A 47215P106 16914 599570 SH SOLE 599570 0 0 JEFFERIES FINL GROUP INC COM 47233W109 18082 982736 SH SOLE 982736 0 0 JELD-WEN HLDG INC COM 47580P103 1176 60968 SH SOLE 60968 0 0 JETBLUE AWYS CORP COM 477143101 5797 346065 SH SOLE 346065 0 0 JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 535 33563 SH SOLE 33563 0 0 JOHN BEAN TECHNOLOGIES CORP COM 477839104 803 8076 SH SOLE 8076 0 0 JOHNSON & JOHNSON COM 478160104 133347 1030665 SH SOLE 1030665 0 0 JOHNSON OUTDOORS INC CL A 479167108 790 13484 SH SOLE 13484 0 0 JONES LANG LASALLE INC COM 48020Q107 15379 110596 SH SOLE 110596 0 0 J2 GLOBAL INC COM 48123V102 116816 1286235 SH SOLE 1286235 0 0 JUNIPER NETWORKS INC COM 48203R104 238706 9644673 SH SOLE 9644673 0 0 KAR AUCTION SVCS INC COM 48238T109 14465 589205 SH SOLE 589205 0 0 KBR INC COM 48242W106 1067 43494 SH SOLE 43494 0 0 KLA CORPORATION COM NEW 482480100 116285 729291 SH SOLE 729291 0 0 KKR INCOME OPPORTUNITIES FD COM 48249T106 1259 80838 SH SOLE 80838 0 0 KKR REAL ESTATE FIN TR INC COM 48251K100 1831 93746 SH SOLE 93746 0 0 KKR & CO INC CL A 48251W104 7253 270132 SH SOLE 270132 0 0 KLX ENERGY SERVICS HOLDNGS I COM 48253L106 412 47659 SH SOLE 47659 0 0 KT CORP SPONSORED ADR 48268K101 11195 989859 SH SOLE 989859 0 0 K12 INC COM 48273U102 2605 98665 SH SOLE 98665 0 0 KADANT INC COM 48282T104 2560 29162 SH SOLE 29162 0 0 KAISER ALUMINUM CORP COM PAR $0.01 483007704 1864 18830 SH SOLE 18830 0 0 KALEIDO BIOSCIENCES INC COM 483347100 92 12182 SH SOLE 3082 0 9100 KAMAN CORP COM 483548103 364 6115 SH SOLE 6115 0 0 KANSAS CITY SOUTHERN COM NEW 485170302 11637 87486 SH SOLE 87486 0 0 KB HOME COM 48666K109 3084 90701 SH SOLE 90701 0 0 KEANE GROUP INC COM 48669A108 722 119081 SH SOLE 119081 0 0 KEARNY FINL CORP MD COM 48716P108 1406 107790 SH SOLE 107790 0 0 KELLOGG CO COM 487836108 62134 965566 SH SOLE 965566 0 0 KEMET CORP COM NEW 488360207 2257 124129 SH SOLE 124129 0 0 KEMPER CORP DEL COM 488401100 20294 260352 SH SOLE 260352 0 0 KENNAMETAL INC COM 489170100 3166 102981 SH SOLE 102981 0 0 KEURIG DR PEPPER INC COM 49271V100 36153 1323316 SH SOLE 1323316 0 0 KEYCORP NEW COM 493267108 41432 2322416 SH SOLE 2322416 0 0 KEYSIGHT TECHNOLOGIES INC COM 49338L103 47990 493467 SH SOLE 493467 0 0 KIMBALL INTL INC CL B 494274103 1606 83228 SH SOLE 83228 0 0 KILROY RLTY CORP COM 49427F108 1628 20904 SH SOLE 20904 0 0 KIMBALL ELECTRONICS INC COM 49428J109 795 54781 SH SOLE 54781 0 0 KIMBERLY CLARK CORP COM 494368103 42310 297850 SH SOLE 297850 0 0 KIMCO RLTY CORP COM 49446R109 10068 482193 SH SOLE 482193 0 0 KINDER MORGAN INC DEL COM 49456B101 13813 670186 SH SOLE 670186 0 0 KINSALE CAP GROUP INC COM 49714P108 4253 41166 SH SOLE 41166 0 0 KIRBY CORP COM 497266106 681 8284 SH SOLE 8284 0 0 KITE RLTY GROUP TR COM NEW 49803T300 1692 104741 SH SOLE 104741 0 0 KNOLL INC COM NEW 498904200 1449 57151 SH SOLE 57151 0 0 KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 10874 299568 SH SOLE 299568 0 0 KNOWLES CORP COM 49926D109 1934 95101 SH SOLE 95101 0 0 KODIAK SCIENCES INC COM 50015M109 590 41052 SH SOLE 41052 0 0 KOHLS CORP COM 500255104 29196 587923 SH SOLE 587923 0 0 KONINKLIJKE PHILIPS N V NY REG SH NEW 500472303 4217 91411 SH SOLE 91329 0 82 KORN FERRY COM NEW 500643200 378 9786 SH SOLE 9786 0 0 KOSMOS ENERGY LTD COM 500688106 2655 425413 SH SOLE 425413 0 0 KRAFT HEINZ CO COM 500754106 8859 317129 SH SOLE 317129 0 0 KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 2746 147697 SH SOLE 147697 0 0 KROGER CO COM 501044101 44241 1716109 SH SOLE 1716109 0 0 KRONOS WORLDWIDE INC COM 50105F105 1798 145317 SH SOLE 145317 0 0 KULICKE & SOFFA INDS INC COM 501242101 541 23021 SH SOLE 23021 0 0 L BRANDS INC COM 501797104 1292 65938 SH SOLE 65938 0 0 LHC GROUP INC COM 50187A107 4432 39030 SH SOLE 39030 0 0 LGI HOMES INC COM 50187T106 2044 24536 SH SOLE 24536 0 0 LKQ CORP COM 501889208 4768 151613 SH SOLE 151613 0 0 LCI INDS COM 50189K103 1431 15578 SH SOLE 15578 0 0 LPL FINL HLDGS INC COM 50212V100 22376 273206 SH SOLE 273206 0 0 LTC PPTYS INC COM 502175102 5492 107229 SH SOLE 107229 0 0 L3HARRIS TECHNOLOGIES INC COM 502431109 45404 217618 SH SOLE 217618 0 0 LA Z BOY INC COM 505336107 1513 45050 SH SOLE 45050 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 25445 151459 SH SOLE 151443 0 16 LADDER CAP CORP CL A 505743104 7425 429954 SH SOLE 429954 0 0 LAKELAND BANCORP INC COM 511637100 457 29592 SH SOLE 29592 0 0 LAKELAND FINL CORP COM 511656100 2756 62668 SH SOLE 62668 0 0 LAM RESEARCH CORP COM 512807108 150502 651213 SH SOLE 651213 0 0 LAMAR ADVERTISING CO NEW CL A 512816109 10465 127733 SH SOLE 127733 0 0 LAMB WESTON HLDGS INC COM 513272104 4118 56634 SH SOLE 56634 0 0 LANCASTER COLONY CORP COM 513847103 3205 23116 SH SOLE 23116 0 0 LANDEC CORP COM 514766104 719 66119 SH SOLE 66119 0 0 LANDSTAR SYS INC COM 515098101 9600 85274 SH SOLE 85274 0 0 LANDS END INC NEW COM 51509F105 417 36713 SH SOLE 20813 0 15900 LAS VEGAS SANDS CORP COM 517834107 13550 234592 SH SOLE 234592 0 0 LATTICE SEMICONDUCTOR CORP COM 518415104 4235 231614 SH SOLE 231614 0 0 LAUDER ESTEE COS INC CL A 518439104 80795 406107 SH SOLE 406107 0 0 LAUREATE EDUCATION INC CL A 518613203 1850 111638 SH SOLE 111638 0 0 LAZARD GLB TTL RET&INCM FD I COM 52106W103 747 47817 SH SOLE 47817 0 0 LEAR CORP COM NEW 521865204 37918 321610 SH SOLE 321610 0 0 LEE ENTERPRISES INC COM 523768109 244 119368 SH SOLE 119368 0 0 LEGGETT & PLATT INC COM 524660107 48791 1191774 SH SOLE 1191774 0 0 LEGACY TEX FINL GROUP INC COM 52471Y106 1236 28396 SH SOLE 28396 0 0 LEGACY HOUSING CORP COM 52472M101 218 13460 SH SOLE 13460 0 0 LEGG MASON INC COM 524901105 2828 74056 SH SOLE 74056 0 0 LEIDOS HLDGS INC COM 525327102 51357 598007 SH SOLE 598007 0 0 LENDINGTREE INC NEW COM 52603B107 16269 52407 SH SOLE 52407 0 0 LENNAR CORP CL A 526057104 25314 453254 SH SOLE 453254 0 0 LENNOX INTL INC COM 526107107 9804 40351 SH SOLE 40351 0 0 LEVEL ONE BANCORP INC COM 52730D208 245 10172 SH SOLE 10172 0 0 LEXINFINTECH HLDGS LTD ADR 528877103 558 55626 SH SOLE 55626 0 0 LEXINGTON REALTY TRUST COM 529043101 1792 174867 SH SOLE 174867 0 0 LIBERTY BROADBAND CORP COM SER A 530307107 833 7970 SH SOLE 7970 0 0 LIBERTY BROADBAND CORP COM SER C 530307305 1756 16774 SH SOLE 16774 0 0 LIBERTY OILFIELD SVCS INC COM CL A 53115L104 2359 217790 SH SOLE 217790 0 0 LIBERTY PPTY TR SH BEN INT 531172104 2329 45377 SH SOLE 45377 0 0 LIBERTY MEDIA CORP DELAWARE COM SER C FRMLA 531229854 7396 177840 SH SOLE 177840 0 0 LIFE STORAGE INC COM 53223X107 4590 43542 SH SOLE 43542 0 0 LILLY ELI & CO COM 532457108 104548 934883 SH SOLE 934883 0 0 LIMONEIRA CO COM 532746104 637 34674 SH SOLE 34674 0 0 LINCOLN ELEC HLDGS INC COM 533900106 6588 75934 SH SOLE 75934 0 0 LINCOLN NATL CORP IND COM 534187109 41262 684058 SH SOLE 684058 0 0 LINDSAY CORP COM 535555106 9622 103627 SH SOLE 103627 0 0 LITHIA MTRS INC CL A 536797103 2376 17948 SH SOLE 17948 0 0 LITTELFUSE INC COM 537008104 4825 27210 SH SOLE 27210 0 0 LIVE NATION ENTERTAINMENT IN COM 538034109 19538 294507 SH SOLE 294507 0 0 LIVE OAK BANCSHARES INC COM 53803X105 377 20805 SH SOLE 20805 0 0 LIVEPERSON INC COM 538146101 2365 66248 SH SOLE 66248 0 0 LIVENT CORP COM 53814L108 956 142833 SH SOLE 142833 0 0 LIVERAMP HLDGS INC COM 53815P108 469 10910 SH SOLE 10910 0 0 LLOYDS BANKING GROUP PLC SPONSORED ADR 539439109 152 57445 SH SOLE 57445 0 0 LOCKHEED MARTIN CORP COM 539830109 60657 155507 SH SOLE 155499 0 8 LOEWS CORP COM 540424108 8493 164986 SH SOLE 164986 0 0 LOGICBIO THERAPEUTICS INC COM 54142F102 156 14399 SH SOLE 6499 0 7900 LOGMEIN INC COM 54142L109 127078 1790839 SH SOLE 1790839 0 0 LOUISIANA PAC CORP COM 546347105 20306 826118 SH SOLE 826118 0 0 LOWES COS INC COM 548661107 43180 392685 SH SOLE 392685 0 0 LULULEMON ATHLETICA INC COM 550021109 12827 66621 SH SOLE 66621 0 0 LUMENTUM HLDGS INC COM 55024U109 3918 73145 SH SOLE 73145 0 0 LUTHER BURBANK CORP COM 550550107 760 67037 SH SOLE 67037 0 0 LYDALL INC DEL COM 550819106 991 39779 SH SOLE 39779 0 0 LYFT INC CL A COM 55087P104 10420 255132 SH SOLE 255132 0 0 M & T BK CORP COM 55261F104 60864 385289 SH SOLE 385289 0 0 M D C HLDGS INC COM 552676108 4357 101080 SH SOLE 101080 0 0 MDU RES GROUP INC COM 552690109 94946 3368079 SH SOLE 3368079 0 0 MFA FINL INC COM 55272X102 22109 3003949 SH SOLE 3003949 0 0 MGE ENERGY INC COM 55277P104 44768 560509 SH SOLE 560509 0 0 MGIC INVT CORP WIS COM 552848103 19128 1520508 SH SOLE 1520508 0 0 MGM RESORTS INTERNATIONAL COM 552953101 6460 233049 SH SOLE 233049 0 0 MGM GROWTH PPTYS LLC CL A COM 55303A105 7781 258921 SH SOLE 258921 0 0 MGP INGREDIENTS INC NEW COM 55303J106 358 7209 SH SOLE 7209 0 0 MKS INSTRUMENT INC COM 55306N104 41779 452740 SH SOLE 452740 0 0 MPLX LP COM UNIT REP LTD 55336V100 8010 285959 SH SOLE 285959 0 0 MRC GLOBAL INC COM 55345K103 917 75605 SH SOLE 75605 0 0 MSA SAFETY INC COM 553498106 1775 16271 SH SOLE 16271 0 0 MSC INDL DIRECT INC CL A 553530106 55719 768222 SH SOLE 768222 0 0 MSCI INC COM 55354G100 31181 143197 SH SOLE 143197 0 0 MSG NETWORK INC CL A 553573106 291 17955 SH SOLE 17955 0 0 MYR GROUP INC DEL COM 55405W104 2439 77961 SH SOLE 77961 0 0 MACERICH CO COM 554382101 1752 55465 SH SOLE 55465 0 0 MACK CALI RLTY CORP COM 554489104 2864 132231 SH SOLE 132231 0 0 MACQUARIE INFRASTRUCTURE COR COM 55608B105 5292 134079 SH SOLE 134079 0 0 MACQUARIE GLBL INFRA TOTL RE COM 55608D101 3474 144260 SH SOLE 144260 0 0 MACYS INC COM 55616P104 16198 1042343 SH SOLE 1042343 0 0 MADDEN STEVEN LTD COM 556269108 1616 45165 SH SOLE 45165 0 0 MAGELLAN HEALTH INC COM NEW 559079207 722 11626 SH SOLE 11626 0 0 MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 5889 88864 SH SOLE 88864 0 0 MAINSTAY MACKAY DEFINDTRM MU COM 56064K100 952 45378 SH SOLE 45378 0 0 MALIBU BOATS INC COM CL A 56117J100 1454 47398 SH SOLE 47398 0 0 MAMMOTH ENERGY SVCS INC COM 56155L108 918 370250 SH SOLE 370250 0 0 MANHATTAN ASSOCS INC COM 562750109 31128 385867 SH SOLE 385867 0 0 MANPOWERGROUP INC COM 56418H100 21937 260405 SH SOLE 260405 0 0 MANTECH INTL CORP CL A 564563104 7337 102750 SH SOLE 102750 0 0 MARATHON OIL CORP COM 565849106 20192 1645618 SH SOLE 1645618 0 0 MARATHON PETE CORP COM 56585A102 45518 749265 SH SOLE 749265 0 0 MARKEL CORP COM 570535104 9790 8283 SH SOLE 8283 0 0 MARKETAXESS HLDGS INC COM 57060D108 21833 66667 SH SOLE 66667 0 0 MARRIOTT VACTINS WORLDWID CO COM 57164Y107 4539 43806 SH SOLE 43806 0 0 MARSH & MCLENNAN COS INC COM 571748102 65107 650744 SH SOLE 650744 0 0 MARRIOTT INTL INC NEW CL A 571903202 16700 134275 SH SOLE 134275 0 0 MARTEN TRANS LTD COM 573075108 2758 132715 SH SOLE 132715 0 0 MARTIN MARIETTA MATLS INC COM 573284106 5290 19300 SH SOLE 19300 0 0 MASCO CORP COM 574599106 3701 88801 SH SOLE 88801 0 0 MASIMO CORP COM 574795100 23594 158572 SH SOLE 158572 0 0 MASTEC INC COM 576323109 7922 122007 SH SOLE 122007 0 0 MASTERCARD INC CL A 57636Q104 90923 334804 SH SOLE 334804 0 0 MASTERCRAFT BOAT HLDGS INC COM 57637H103 634 42476 SH SOLE 42476 0 0 MATADOR RES CO COM 576485205 5392 326219 SH SOLE 326219 0 0 MATCH GROUP INC COM 57665R106 66335 928539 SH SOLE 112939 0 815600 MATERION CORP COM 576690101 347 5650 SH SOLE 5650 0 0 MATSON INC COM 57686G105 1711 45606 SH SOLE 45606 0 0 MATTHEWS INTL CORP CL A 577128101 1899 53657 SH SOLE 53657 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 86358 1491249 SH SOLE 1491249 0 0 MAXIMUS INC COM 577933104 5218 67543 SH SOLE 67543 0 0 MCCORMICK & CO INC COM NON VTG 579780206 12968 82970 SH SOLE 82970 0 0 MCDERMOTT INTL INC COM 580037703 837 414436 SH SOLE 104036 0 310400 MCDONALDS CORP COM 580135101 55725 259538 SH SOLE 259538 0 0 MCGRATH RENTCORP COM 580589109 2966 42616 SH SOLE 42616 0 0 MCKESSON CORP COM 58155Q103 20557 150424 SH SOLE 150424 0 0 MEDICAL PPTYS TRUST INC COM 58463J304 31146 1592323 SH SOLE 1592323 0 0 MEDICINES CO COM 584688105 2350 47002 SH SOLE 47002 0 0 MEDIFAST INC COM 58470H101 1663 16046 SH SOLE 16046 0 0 MEDIDATA SOLUTIONS INC COM 58471A105 19926 217766 SH SOLE 217766 0 0 MEDNAX INC COM 58502B106 22121 977922 SH SOLE 977922 0 0 MEDPACE HLDGS INC COM 58506Q109 7424 88338 SH SOLE 88338 0 0 MELCO RESORTS AND ENTMT LTD ADR 585464100 632 32569 SH SOLE 32569 0 0 MERCADOLIBRE INC COM 58733R102 8441 15313 SH SOLE 15313 0 0 MERCANTILE BANK CORP COM 587376104 1866 56880 SH SOLE 56880 0 0 MERCK & CO INC COM 58933Y105 119688 1421805 SH SOLE 1421805 0 0 MERCURY SYS INC COM 589378108 6678 82269 SH SOLE 82269 0 0 MERCURY GENL CORP NEW COM 589400100 4256 76159 SH SOLE 76159 0 0 MEREDITH CORP COM 589433101 4224 115220 SH SOLE 115220 0 0 MERIDIAN BIOSCIENCE INC COM 589584101 920 96892 SH SOLE 96892 0 0 MERIDIAN BANCORP INC MD COM 58958U103 581 31005 SH SOLE 31005 0 0 MERIT MED SYS INC COM 589889104 857 28119 SH SOLE 28119 0 0 MERITAGE HOMES CORP COM 59001A102 3227 45865 SH SOLE 45865 0 0 MERITOR INC COM 59001K100 1411 76288 SH SOLE 76288 0 0 META FINL GROUP INC COM 59100U108 2238 68617 SH SOLE 68617 0 0 METHODE ELECTRS INC COM 591520200 2748 81686 SH SOLE 81686 0 0 METLIFE INC COM 59156R108 56253 1192807 SH SOLE 1192807 0 0 METROPOLITAN BK HLDG CORP COM 591774104 638 16232 SH SOLE 16232 0 0 METTLER TOLEDO INTERNATIONAL COM 592688105 16637 23619 SH SOLE 23619 0 0 MICHAELS COS INC COM 59408Q106 1660 169583 SH SOLE 41683 0 127900 MICRO FOCUS INTERNATIONAL PL SPON ADR NEW 594837403 2000 141364 SH SOLE 141364 0 0 MICROSOFT CORP COM 594918104 380839 2739261 SH SOLE 2739261 0 0 MICROSTRATEGY INC CL A NEW 594972408 50685 341613 SH SOLE 341613 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 98314 1058165 SH SOLE 1058165 0 0 MICRON TECHNOLOGY INC COM 595112103 131216 3062208 SH SOLE 3062208 0 0 MID AMER APT CMNTYS INC COM 59522J103 55777 429018 SH SOLE 429018 0 0 MIDDLEBY CORP COM 596278101 4404 37677 SH SOLE 37677 0 0 MIDDLESEX WATER CO COM 596680108 11763 181087 SH SOLE 181087 0 0 MIDLAND STS BANCORP INC ILL COM 597742105 1601 61455 SH SOLE 61455 0 0 MIDWESTONE FINL GROUP INC NE COM 598511103 1040 34078 SH SOLE 34078 0 0 MILACRON HLDGS CORP COM 59870L106 1118 67071 SH SOLE 67071 0 0 MILLER HERMAN INC COM 600544100 1429 30996 SH SOLE 30996 0 0 MINERALS TECHNOLOGIES INC COM 603158106 2309 43498 SH SOLE 43498 0 0 MIRATI THERAPEUTICS INC COM 60468T105 1989 25535 SH SOLE 25535 0 0 MOBILEIRON INC COM NEW 60739U204 4790 731816 SH SOLE 731816 0 0 MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 995 122858 SH SOLE 122858 0 0 MOELIS & CO CL A 60786M105 791 24078 SH SOLE 24078 0 0 MOHAWK INDS INC COM 608190104 17386 140131 SH SOLE 140131 0 0 MOLINA HEALTHCARE INC COM 60855R100 14724 134197 SH SOLE 134197 0 0 MOLSON COORS BREWING CO CL B 60871R209 38076 662200 SH SOLE 662200 0 0 MOMO INC ADR 60879B107 742 23962 SH SOLE 23962 0 0 MONDELEZ INTL INC CL A 609207105 60785 1098789 SH SOLE 1098789 0 0 MONGODB INC CL A 60937P106 100630 835242 SH SOLE 835242 0 0 MONMOUTH REAL ESTATE INVT CO CL A 609720107 313 21739 SH SOLE 21739 0 0 MONOLITHIC PWR SYS INC COM 609839105 2949 18952 SH SOLE 18952 0 0 MONRO INC COM 610236101 2452 31040 SH SOLE 31040 0 0 MONSTER BEVERAGE CORP NEW COM 61174X109 28729 494820 SH SOLE 494820 0 0 MOODYS CORP COM 615369105 69638 339981 SH SOLE 339981 0 0 MOOG INC CL A 615394202 1238 15263 SH SOLE 15263 0 0 MORGAN STANLEY COM NEW 617446448 42795 1002924 SH SOLE 1002924 0 0 MORGAN STANLEY CHINA A SH FD COM 617468103 953 46598 SH SOLE 46598 0 0 MORNINGSTAR INC COM 617700109 14149 96815 SH SOLE 96815 0 0 MOSAIC CO NEW COM 61945C103 17166 837381 SH SOLE 837381 0 0 MOTOROLA SOLUTIONS INC COM NEW 620076307 62977 369559 SH SOLE 369559 0 0 MUELLER INDS INC COM 624756102 13853 483009 SH SOLE 483009 0 0 MUELLER WTR PRODS INC COM SER A 624758108 12533 1115024 SH SOLE 1115024 0 0 MR COOPER GROUP INC COM 62482R107 1508 141998 SH SOLE 141998 0 0 MURPHY OIL CORP COM 626717102 11690 528706 SH SOLE 528706 0 0 MURPHY USA INC COM 626755102 1439 16874 SH SOLE 16874 0 0 MYERS INDS INC COM 628464109 1421 80520 SH SOLE 80520 0 0 MYRIAD GENETICS INC COM 62855J104 381 13318 SH SOLE 13318 0 0 MYOKARDIA INC COM 62857M105 2076 39811 SH SOLE 39811 0 0 NBT BANCORP INC COM 628778102 1751 47864 SH SOLE 47864 0 0 NCR CORP NEW COM 62886E108 22449 711311 SH SOLE 711311 0 0 NIC INC COM 62914B100 1548 74950 SH SOLE 74950 0 0 NIO INC SPON ADS 62914V106 1599 1025082 SH SOLE 192782 0 832300 NMI HLDGS INC CL A 629209305 3469 132106 SH SOLE 132106 0 0 NRG ENERGY INC COM NEW 629377508 616 15545 SH SOLE 15545 0 0 NVR INC COM 62944T105 16364 4402 SH SOLE 4402 0 0 NV5 GLOBAL INC COM 62945V109 698 10228 SH SOLE 10228 0 0 NASDAQ INC COM 631103108 49897 502239 SH SOLE 502239 0 0 NATIONAL BK HLDGS CORP CL A 633707104 2488 72761 SH SOLE 72761 0 0 NATIONAL HEALTHCARE CORP COM 635906100 2026 24751 SH SOLE 24751 0 0 NATIONAL FUEL GAS CO N J COM 636180101 63049 1343757 SH SOLE 1343757 0 0 NATIONAL GEN HLDGS CORP COM 636220303 3053 132616 SH SOLE 132616 0 0 NATIONAL GRID PLC SPONSORED ADR NE 636274409 429 7923 SH SOLE 7923 0 0 NATIONAL HEALTH INVS INC COM 63633D104 5292 64227 SH SOLE 64227 0 0 NATIONAL INSTRS CORP COM 636518102 448 10674 SH SOLE 10674 0 0 NATIONAL OILWELL VARCO INC COM 637071101 7500 353751 SH SOLE 353751 0 0 NATIONAL PRESTO INDS INC COM 637215104 1023 11486 SH SOLE 11486 0 0 NATIONAL RETAIL PPTYS INC COM 637417106 2914 51667 SH SOLE 51667 0 0 NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 1303 39037 SH SOLE 39037 0 0 NATIONAL VISION HLDGS INC COM 63845R107 884 36711 SH SOLE 36711 0 0 NATIONAL WESTN LIFE GROUP IN CL A 638517102 1946 7251 SH SOLE 7251 0 0 NATURAL GROCERS BY VITAMIN C COM 63888U108 178 17828 SH SOLE 17828 0 0 NATUS MEDICAL INC COM 639050103 462 14521 SH SOLE 14521 0 0 NAVISTAR INTL CORP NEW COM 63934E108 4202 149490 SH SOLE 149490 0 0 NAVIGANT CONSULTING INC COM 63935N107 577 20655 SH SOLE 20655 0 0 NAVIENT CORPORATION COM 63938C108 11963 934635 SH SOLE 934635 0 0 NEENAH INC COM 640079109 369 5661 SH SOLE 5661 0 0 NEKTAR THERAPEUTICS COM 640268108 48400 2657141 SH SOLE 2657141 0 0 NELNET INC CL A 64031N108 1497 23543 SH SOLE 23543 0 0 NEOGENOMICS INC COM NEW 64049M209 2292 119859 SH SOLE 119859 0 0 NETAPP INC COM 64110D104 131405 2502468 SH SOLE 2502468 0 0 NETFLIX INC COM 64110L106 369961 1382411 SH SOLE 1382411 0 0 NETEASE INC SPONSORED ADS 64110W102 80492 302398 SH SOLE 302398 0 0 NETGEAR INC COM 64111Q104 470 14582 SH SOLE 14582 0 0 NETSCOUT SYS INC COM 64115T104 2889 125303 SH SOLE 125303 0 0 NEUBERGER BERMAN MUNI FD INC COM 64124P101 454 29408 SH SOLE 29408 0 0 NEUROCRINE BIOSCIENCES INC COM 64125C109 64934 720608 SH SOLE 720608 0 0 NEVRO CORP COM 64157F103 2463 28646 SH SOLE 28646 0 0 NEW JERSEY RES COM 646025106 42357 936680 SH SOLE 936680 0 0 NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 1917 17309 SH SOLE 17309 0 0 NEW RESIDENTIAL INVT CORP COM NEW 64828T201 15050 959810 SH SOLE 959810 0 0 NEW RELIC INC COM 64829B100 113942 1854215 SH SOLE 1854215 0 0 NEW SR INVT GROUP INC COM 648691103 103 15393 SH SOLE 15393 0 0 NEW YORK CMNTY BANCORP INC COM 649445103 20838 1660425 SH SOLE 1660425 0 0 NEW YORK MTG TR INC COM PAR $.02 649604501 1124 184590 SH SOLE 184590 0 0 NEW YORK TIMES CO CL A 650111107 3313 116342 SH SOLE 116342 0 0 NEWELL BRANDS INC COM 651229106 4499 240326 SH SOLE 240326 0 0 NEWMARKET 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