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

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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
1011778 B.C. UNLIMITED (BURGER KING/RESTAURANT BRANDS) T/L B4 Bank Loan 0LX183929 324 328,296 PRN   SOLE   328,296 0 0
3M CO Common Stock - Domestic 88579Y101 8,565 48,218 SH   SOLE   48,218 0 0
AADVANTAGE LOYALTY T/L (AMERICAN AIRLINES) (AMR) Bank Loan 0LX193380 519 500,000 PRN   SOLE   500,000 0 0
ABB LTD Common Stock - Foreign US$ 000375204 525 13,767 SH   SOLE   13,767 0 0
ABBOTT LABS Common Stock - Domestic 002824100 13,388 95,128 SH   SOLE   95,128 0 0
ABBVIE INC Common Stock - Domestic 00287Y109 47,223 348,768 SH   SOLE   348,768 0 0
ABERCROMBIE & FITCH CO Common Stock - Domestic 002896207 10,774 309,336 SH   SOLE   309,336 0 0
ABIOMED INC Common Stock - Domestic 003654100 1,057 2,944 SH   SOLE   2,944 0 0
ABM INDS INC Common Stock - Domestic 000957100 10,970 268,538 SH   SOLE   268,538 0 0
ACADIA HEALTHCARE COMPANY INC COM Common Stock - Domestic 00404A109 962 15,852 SH   SOLE   15,852 0 0
ACADIA HEALTHCARE COMPANY INC SR GLBL 144A 28 Corporate Bond - Domestic 00404AAN9 5,173 4,915,000 PRN   SOLE   4,915,000 0 0
ACADIA HEALTHCARE COMPANY INC SR GLBL 144A 29 Corporate Bond - Domestic 00404AAP4 304 295,000 PRN   SOLE   295,000 0 0
ACCENTURE PLC IRELAND Common Stock - Foreign US$ G1151C101 13,966 33,689 SH   SOLE   33,689 0 0
ACI WORLDWIDE INC Common Stock - Domestic 004498101 423 12,201 SH   SOLE   12,201 0 0
ACRISURE LLC / ACRISURE FIN Corporate Bond - Domestic 00489LAF0 292 300,000 PRN   SOLE   300,000 0 0
ACRISURE LLC / ACRISURE FIN Corporate Bond - Domestic 00489LAH6 1,839 1,860,000 PRN   SOLE   1,860,000 0 0
ACTIVISION BLIZZARD INC Common Stock - Domestic 00507V109 24,989 375,604 SH   SOLE   375,604 0 0
ACUITY BRANDS INC Common Stock - Domestic 00508Y102 795 3,753 SH   SOLE   3,753 0 0
ADAPTHEALTH LLC Corporate Bond - Domestic 00653VAC5 596 595,000 PRN   SOLE   595,000 0 0
ADIENT PLC Common Stock - Foreign US$ G0084W101 633 13,215 SH   SOLE   13,215 0 0
ADOBE SYSTEMS INCORPORATED Common Stock - Domestic 00724F101 24,971 44,036 SH   SOLE   44,036 0 0
ADTALEM ESCROW CORPORATION Corporate Bond - Domestic 00737WAA7 289 295,000 PRN   SOLE   295,000 0 0
ADVANCE AUTO PARTS INC Common Stock - Domestic 00751Y106 1,172 4,884 SH   SOLE   4,884 0 0
ADVANCED MICRO DEVICES INC Common Stock - Domestic 007903107 21,832 151,714 SH   SOLE   151,714 0 0
ADVANSIX INC Common Stock - Domestic 00773T101 5,500 116,407 SH   SOLE   116,407 0 0
ADVANTAGE SOLUTIONS FINCO LLC SR SEC GLBL 28 Corporate Bond - Domestic 00775PAA5 4,328 4,125,000 PRN   SOLE   4,125,000 0 0
ADYEN N V Common Stock - Foreign US$ 00783V104 627 23,822 SH   SOLE   23,822 0 0
AECOM Common Stock - Domestic 00766T100 1,491 19,272 SH   SOLE   19,272 0 0
AEROJET ROCKETDYNE HLDGS INC COM Common Stock - Domestic 007800105 9,280 198,451 SH   SOLE   198,451 0 0
AES CORP Common Stock - Domestic 00130H105 1,067 43,910 SH   SOLE   43,910 0 0
AES CORP Corporate Bond - Domestic 00130HCB9 312 300,000 PRN   SOLE   300,000 0 0
AES CORP Corporate Bond - Domestic 00130HCE3 287 295,000 PRN   SOLE   295,000 0 0
AFFILIATED MANAGERS GROUP INC COM Common Stock - Domestic 008252108 977 5,941 SH   SOLE   5,941 0 0
AFFINITY GAMING Corporate Bond - Domestic 00842XAA7 1,172 1,125,000 PRN   SOLE   1,125,000 0 0
AFFIRM HLDGS INC Common Stock - Domestic 00827B106 56 555 SH   SOLE   555 0 0
AFLAC INC Common Stock - Domestic 001055102 1,846 31,620 SH   SOLE   31,620 0 0
AGCO CORP Common Stock - Domestic 001084102 1,028 8,861 SH   SOLE   8,861 0 0
AGILENT TECHNOLOGIES INC Common Stock - Domestic 00846U101 3,212 20,122 SH   SOLE   20,122 0 0
AGNC INVT CORP REIT - Domestic 00123Q104 63 4,164 SH   SOLE   4,164 0 0
AGNICO EAGLE MINES LTD Common Stock - Foreign US$ 008474108 100 1,881 SH   SOLE   1,881 0 0
AHEAD DB HOLDINGS LLC Corporate Bond - Domestic 00867FAA6 840 845,000 PRN   SOLE   845,000 0 0
AHP HEALTH PARTNERS INC Corporate Bond - Domestic 00150LAB7 988 995,000 PRN   SOLE   995,000 0 0
AIA GROUP LTD Common Stock - Foreign US$ 001317205 933 23,146 SH   SOLE   23,146 0 0
AIR PRODS & CHEMS INC Common Stock - Domestic 009158106 4,441 14,596 SH   SOLE   14,596 0 0
AIRBNB INC Common Stock - Domestic 009066101 1,875 11,264 SH   SOLE   11,264 0 0
AIRBUS SE Common Stock - Foreign US$ 009279100 608 19,062 SH   SOLE   19,062 0 0
AKAMAI TECHNOLOGIES INC Common Stock - Domestic 00971T101 1,437 12,278 SH   SOLE   12,278 0 0
ALASKA AIR GROUP INC Common Stock - Domestic 011659109 3,547 68,082 SH   SOLE   68,082 0 0
ALBEMARLE CORP Common Stock - Domestic 012653101 5,564 23,801 SH   SOLE   23,801 0 0
ALBERTSONS COS INC Common Stock - Domestic 013091103 11,546 382,459 SH   SOLE   382,459 0 0
ALBERTSONS COS INC / SAFEWAY I SR GLBL 144A 26 Corporate Bond - Domestic 013092AF8 5,012 4,915,000 PRN   SOLE   4,915,000 0 0
ALBERTSONS COS INC / SAFEWAY I SR GLBL 144A 27 Corporate Bond - Domestic 013092AC5 5,164 4,915,000 PRN   SOLE   4,915,000 0 0
ALBERTSONS COS INC / SAFEWAY I SR GLBL 144A 30 Corporate Bond - Domestic 013092AE1 319 295,000 PRN   SOLE   295,000 0 0
ALCOA CORP Common Stock - Domestic 013872106 1,150 19,310 SH   SOLE   19,310 0 0
ALEXANDRIA REAL ESTATE EQ INC COM REIT - Domestic 015271109 1,622 7,274 SH   SOLE   7,274 0 0
ALIGN TECHNOLOGY INC Common Stock - Domestic 016255101 8,828 13,433 SH   SOLE   13,433 0 0
ALLEGHANY CORP MD Common Stock - Domestic 017175100 912 1,366 SH   SOLE   1,366 0 0
ALLEGHENY TECHNOLOGIES INC Corporate Bond - Domestic 01741RAL6 296 295,000 PRN   SOLE   295,000 0 0
ALLEGHENY TECHNOLOGIES INC Corporate Bond - Domestic 01741RAM4 303 300,000 PRN   SOLE   300,000 0 0
ALLEGION PLC Common Stock - Foreign US$ G0176J109 971 7,332 SH   SOLE   7,332 0 0
ALLETE INC Common Stock - Domestic 018522300 359 5,413 SH   SOLE   5,413 0 0
ALLIANCE DATA SYSTEMS CORP Common Stock - Domestic 018581108 9,461 142,118 SH   SOLE   142,118 0 0
ALLIANT ENERGY CORP Common Stock - Domestic 018802108 870 14,147 SH   SOLE   14,147 0 0
ALLIANT HLDGS INTER LLC / ALL SR 144A NT 29 Corporate Bond - Domestic 01883LAD5 1,544 1,515,000 PRN   SOLE   1,515,000 0 0
ALLIANT HLDGS INTER LLC / ALL SR SEC GLBL 27 Corporate Bond - Domestic 01883LAB9 295 295,000 PRN   SOLE   295,000 0 0
ALLIANZ SE Common Stock - Foreign US$ 018820100 0 1 SH   SOLE   1 0 0
ALLIED UNVL HOLDCO LLC/ALLIED SR GLBL 144A 27 Corporate Bond - Domestic 019576AB3 267 250,000 PRN   SOLE   250,000 0 0
ALLISON TRANSMISSION HLDGS INC COM Common Stock - Domestic 01973R101 3,010 82,817 SH   SOLE   82,817 0 0
ALLSTATE CORP Common Stock - Domestic 020002101 1,828 15,534 SH   SOLE   15,534 0 0
ALLY FINL INC Corporate Bond - Domestic 02005NBF6 282 250,000 PRN   SOLE   250,000 0 0
ALPHABET INC Common Stock - Domestic 02079K107 59,539 20,576 SH   SOLE   20,576 0 0
ALPHABET INC Common Stock - Domestic 02079K305 63,060 21,767 SH   SOLE   21,767 0 0
ALTRIA GROUP INC Common Stock - Domestic 02209S103 35,470 748,475 SH   SOLE   748,475 0 0
ALTUS MIDSTREAM CO Common Stock - Domestic 02215L209 458 7,463 SH   SOLE   7,463 0 0
AMAZON COM INC Common Stock - Domestic 023135106 117,472 35,231 SH   SOLE   35,231 0 0
AMC ENTMT HLDGS INC Common Stock - Domestic 00165C104 63 2,320 SH   SOLE   2,320 0 0
AMC NETWORKS INC Corporate Bond - Domestic 00164VAF0 1,842 1,850,000 PRN   SOLE   1,850,000 0 0
AMCOR PLC Common Stock - Foreign US$ G0250X107 1,822 151,737 SH   SOLE   151,737 0 0
AMDOCS LTD Common Stock - Foreign US$ G02602103 4,898 65,447 SH   SOLE   65,447 0 0
AMEDISYS INC Common Stock - Domestic 023436108 554 3,425 SH   SOLE   3,425 0 0
AMEREN CORP Common Stock - Domestic 023608102 1,257 14,124 SH   SOLE   14,124 0 0
AMERICAN AIRLS GROUP INC Common Stock - Domestic 02376R102 1,272 70,797 SH   SOLE   70,797 0 0
AMERICAN AXLE & MFG HLDGS INC COM Common Stock - Domestic 024061103 11,651 1,248,730 SH   SOLE   1,248,730 0 0
AMERICAN AXLE & MFG INC Corporate Bond - Domestic 02406PBB5 1,258 1,280,000 PRN   SOLE   1,280,000 0 0
AMERICAN BLDRS & CONTRACTORS SR 144A NT 29 Corporate Bond - Domestic 024747AG2 295 295,000 PRN   SOLE   295,000 0 0
AMERICAN BLDRS & CONTRACTORS SR SEC 144A NT28 Corporate Bond - Domestic 024747AF4 5,292 5,165,000 PRN   SOLE   5,165,000 0 0
AMERICAN CAMPUS CMNTYS INC REIT - Domestic 024835100 889 15,526 SH   SOLE   15,526 0 0
AMERICAN EAGLE OUTFITTERS INC COM Common Stock - Domestic 02553E106 653 25,780 SH   SOLE   25,780 0 0
AMERICAN ELEC PWR CO INC Common Stock - Domestic 025537101 3,790 42,600 SH   SOLE   42,600 0 0
AMERICAN ELEC PWR INC Corporate Bond - Domestic 025537AU5 2,328 2,290,000 PRN   SOLE   2,290,000 0 0
AMERICAN EXPRESS CO Common Stock - Domestic 025816109 5,336 32,616 SH   SOLE   32,616 0 0
AMERICAN FINL GROUP INC OHIO COM Common Stock - Domestic 025932104 1,370 9,974 SH   SOLE   9,974 0 0
AMERICAN HOMES 4 RENT REIT - Domestic 02665T306 68 1,569 SH   SOLE   1,569 0 0
AMERICAN INTL GROUP INC Common Stock - Domestic 026874784 2,449 43,071 SH   SOLE   43,071 0 0
AMERICAN TOWER CORP REIT - Domestic 03027X100 267,476 914,447 SH   SOLE   914,447 0 0
AMERICAN VANGUARD CORP Common Stock - Domestic 030371108 1,816 110,821 SH   SOLE   110,821 0 0
AMERICAN WTR WKS CO INC NEW Common Stock - Domestic 030420103 1,775 9,396 SH   SOLE   9,396 0 0
AMERICOLD RLTY TR REIT - Domestic 03064D108 19,224 586,290 SH   SOLE   586,290 0 0
AMERIGAS PARTNERS L P Corporate Bond - Domestic 030981AJ3 330 295,000 PRN   SOLE   295,000 0 0
AMERIPRISE FINL INC Common Stock - Domestic 03076C106 5,098 16,900 SH   SOLE   16,900 0 0
AMERISOURCEBERGEN CORP Common Stock - Domestic 03073E105 17,527 131,891 SH   SOLE   131,891 0 0
AMETEK INC Common Stock - Domestic 031100100 2,118 14,406 SH   SOLE   14,406 0 0
AMGEN INC Common Stock - Domestic 031162100 13,500 60,006 SH   SOLE   60,006 0 0
AMKOR TECHNOLOGY INC Common Stock - Domestic 031652100 300 12,113 SH   SOLE   12,113 0 0
AMN HEALTHCARE INC Corporate Bond - Domestic 00175PAB9 5,099 4,915,000 PRN   SOLE   4,915,000 0 0
AMN HEALTHCARE INC Corporate Bond - Domestic 00175PAC7 299 295,000 PRN   SOLE   295,000 0 0
AMPHENOL CORP NEW Common Stock - Domestic 032095101 3,040 34,763 SH   SOLE   34,763 0 0
AMWINS GROUP INC Corporate Bond - Domestic 031921AB5 298 295,000 PRN   SOLE   295,000 0 0
ANALOG DEVICES INC Common Stock - Domestic 032654105 12,646 71,949 SH   SOLE   71,949 0 0
ANAPLAN INC Common Stock - Domestic 03272L108 64 1,388 SH   SOLE   1,388 0 0
ANGI GROUP LLC Corporate Bond - Domestic 001846AA2 597 610,000 PRN   SOLE   610,000 0 0
ANHEUSER BUSCH INBEV SA/NV Common Stock - Foreign US$ 03524A108 827 13,660 SH   SOLE   13,660 0 0
ANSYS INC Common Stock - Domestic 03662Q105 7,071 17,628 SH   SOLE   17,628 0 0
ANTERO MIDSTREAM CORP Common Stock - Domestic 03676B102 4,696 485,138 SH   SOLE   485,138 0 0
ANTERO MIDSTREAM PARTNERS LP/A SR GLBL 144A 29 Corporate Bond - Domestic 03690AAH9 309 295,000 PRN   SOLE   295,000 0 0
ANTERO RESOURCES CORP Common Stock - Domestic 03674X106 64 3,657 SH   SOLE   3,657 0 0
ANTERO RESOURCES CORP Corporate Bond - Domestic 03674XAS5 316 295,000 PRN   SOLE   295,000 0 0
ANTHEM INC Common Stock - Domestic 036752103 5,852 12,624 SH   SOLE   12,624 0 0
AON PLC Common Stock - Foreign US$ G0403H108 4,282 14,247 SH   SOLE   14,247 0 0
APA CORPORATION Common Stock - Domestic 03743Q108 17,207 639,905 SH   SOLE   639,905 0 0
APA CORPORATION Corporate Bond - Domestic 037411AR6 361 295,000 PRN   SOLE   295,000 0 0
APA CORPORATION Corporate Bond - Domestic 037411AW5 962 850,000 PRN   SOLE   850,000 0 0
APA CORPORATION Corporate Bond - Domestic 037411AY1 480 415,000 PRN   SOLE   415,000 0 0
APA CORPORATION Corporate Bond - Domestic 037411BA2 479 435,000 PRN   SOLE   435,000 0 0
APA CORPORATION Corporate Bond - Domestic 037411BF1 326 300,000 PRN   SOLE   300,000 0 0
APA CORPORATION Corporate Bond - Domestic 037411BG9 343 300,000 PRN   SOLE   300,000 0 0
APA CORPORATION Corporate Bond - Domestic 037411BH7 5,284 4,915,000 PRN   SOLE   4,915,000 0 0
APA CORPORATION Corporate Bond - Domestic 037411BJ3 327 300,000 PRN   SOLE   300,000 0 0
APARTMENT INCOME REIT CORP REIT - Domestic 03750L109 1,182 21,627 SH   SOLE   21,627 0 0
API ESCROW CORPORATION Corporate Bond - Domestic 00185PAA9 301 295,000 PRN   SOLE   295,000 0 0
API GROUP DE INC Corporate Bond - Domestic 001877AA7 418 415,000 PRN   SOLE   415,000 0 0
APOGEE ENTERPRISES INC Common Stock - Domestic 037598109 3,335 69,259 SH   SOLE   69,259 0 0
APOLLO COML REAL ESTATE FIN Corporate Bond - Domestic 03762UAD7 630 650,000 PRN   SOLE   650,000 0 0
APOLLO GLOBAL MGMT INC Common Stock - Domestic 03768E105 66 914 SH   SOLE   914 0 0
APPLE INC Common Stock - Domestic 037833100 208,060 1,171,708 SH   SOLE   1,171,708 0 0
APPLIED MATLS INC Common Stock - Domestic 038222105 18,653 118,538 SH   SOLE   118,538 0 0
APTARGROUP INC Common Stock - Domestic 038336103 831 6,787 SH   SOLE   6,787 0 0
APTIV PLC Common Stock - Foreign US$ G6095L109 5,855 35,498 SH   SOLE   35,498 0 0
ARAMARK SVCS INC Corporate Bond - Domestic 038522AQ1 5,100 4,925,000 PRN   SOLE   4,925,000 0 0
ARCBEST CORP Common Stock - Domestic 03937C105 6,958 58,053 SH   SOLE   58,053 0 0
ARCHER DANIELS MIDLAND CO Common Stock - Domestic 039483102 28,279 418,393 SH   SOLE   418,393 0 0
ARCHES BUYER INC Corporate Bond - Domestic 039524AA1 300 300,000 PRN   SOLE   300,000 0 0
ARCHES BUYER INC Corporate Bond - Domestic 039524AB9 1,375 1,365,000 PRN   SOLE   1,365,000 0 0
ARCHES BUYER T/L B Bank Loan 0LX192925 495 497,494 PRN   SOLE   497,494 0 0
ARCHROCK INC Common Stock - Domestic 03957W106 6,500 869,045 SH   SOLE   869,045 0 0
ARCHROCK PARTNERS L P / ARCHRO SR GLBL 144A 28 Corporate Bond - Domestic 03959KAC4 4,803 4,600,000 PRN   SOLE   4,600,000 0 0
ARCOSA INC Corporate Bond - Domestic 039653AA8 1,584 1,560,000 PRN   SOLE   1,560,000 0 0
ARGENX SE Common Stock - Foreign US$ 04016X101 147 420 SH   SOLE   420 0 0
ARISTA NETWORKS INC Common Stock - Domestic 040413106 2,040 14,190 SH   SOLE   14,190 0 0
ARKO CORP Corporate Bond - Domestic 041242AA6 285 295,000 PRN   SOLE   295,000 0 0
ARROW ELECTRS INC Common Stock - Domestic 042735100 1,288 9,589 SH   SOLE   9,589 0 0
ARROWHEAD PHARMACEUTICALS INC COM Common Stock - Domestic 04280A100 1,016 15,319 SH   SOLE   15,319 0 0
ASANA INC Common Stock - Domestic 04342Y104 70 937 SH   SOLE   937 0 0
ASBURY AUTOMOTIVE GROUP INC Common Stock - Domestic 043436104 12,249 70,917 SH   SOLE   70,917 0 0
ASBURY AUTOMOTIVE GROUP INC Corporate Bond - Domestic 043436AU8 5,020 4,915,000 PRN   SOLE   4,915,000 0 0
ASBURY AUTOMOTIVE GROUP INC Corporate Bond - Domestic 043436AV6 305 300,000 PRN   SOLE   300,000 0 0
ASBURY AUTOMOTIVE GROUP INC Corporate Bond - Domestic 043436AW4 306 300,000 PRN   SOLE   300,000 0 0
ASCENT RES UTICA HLDGS LLC / A 144A NT 9 percent 27 Corporate Bond - Domestic 04364VAK9 402 300,000 PRN   SOLE   300,000 0 0
ASCENT RES UTICA HLDGS LLC / A SR 144A NT 7 percent 26 Corporate Bond - Domestic 04364VAG8 4,989 4,915,000 PRN   SOLE   4,915,000 0 0
ASGN INC Common Stock - Domestic 00191U102 848 6,876 SH   SOLE   6,876 0 0
ASGN INC Corporate Bond - Domestic 00191UAA0 5,096 4,915,000 PRN   SOLE   4,915,000 0 0
ASHLAND GLOBAL HLDGS INC Common Stock - Domestic 044186104 611 5,679 SH   SOLE   5,679 0 0
ASHLAND LLC Corporate Bond - Domestic 04433LAA0 2,202 2,215,000 PRN   SOLE   2,215,000 0 0
ASHTON WOODS USA LLC / ASHTON SR 144A NT 29 Corporate Bond - Domestic 045086AM7 984 995,000 PRN   SOLE   995,000 0 0
ASHTON WOODS USA LLC / ASHTON SR 144A NT 30 Corporate Bond - Domestic 045086AP0 290 295,000 PRN   SOLE   295,000 0 0
ASML HOLDING N V Common Stock - Foreign US$ N07059210 7,232 9,084 SH   SOLE   9,084 0 0
ASPEN TECHNOLOGY INC Common Stock - Domestic 045327103 1,481 9,732 SH   SOLE   9,732 0 0
ASSOCIATED BANC CORP Common Stock - Domestic 045487105 360 15,915 SH   SOLE   15,915 0 0
ASSURANT INC Common Stock - Domestic 04621X108 454 2,912 SH   SOLE   2,912 0 0
ASTEROID PRIVATE MERGER SUB IN SR 144A NT8.5 percent 29 Corporate Bond - Domestic 04625PAA9 1,863 1,775,000 PRN   SOLE   1,775,000 0 0
ASTRAZENECA PLC Common Stock - Foreign US$ 046353108 1,369 23,498 SH   SOLE   23,498 0 0
AT HOME GROUP INC Corporate Bond - Domestic 04650YAA8 1,342 1,360,000 PRN   SOLE   1,360,000 0 0
AT&T INC Common Stock - Domestic 00206R102 11,896 483,575 SH   SOLE   483,575 0 0
ATHENAHEALTH T/L B (01/21) Bank Loan 0LX192386 749 747,500 PRN   SOLE   747,500 0 0
ATKORE INC Corporate Bond - Domestic 047649AA6 303 295,000 PRN   SOLE   295,000 0 0
ATLASSIAN CORP PLC Common Stock - Foreign US$ G06242104 2,011 5,274 SH   SOLE   5,274 0 0
ATMOS ENERGY CORP Common Stock - Domestic 049560105 846 8,073 SH   SOLE   8,073 0 0
AUTODESK INC Common Stock - Domestic 052769106 8,938 31,785 SH   SOLE   31,785 0 0
AUTOMATIC DATA PROCESSING INC COM Common Stock - Domestic 053015103 9,738 39,494 SH   SOLE   39,494 0 0
AUTONATION INC Common Stock - Domestic 05329W102 15,075 129,008 SH   SOLE   129,008 0 0
AUTOZONE INC Common Stock - Domestic 053332102 4,748 2,265 SH   SOLE   2,265 0 0
AVALONBAY CMNTYS INC REIT - Domestic 053484101 1,838 7,278 SH   SOLE   7,278 0 0
AVANTOR T/L B3 (7/21) Bank Loan 0LX196270 46 45,619 PRN   SOLE   45,619 0 0
AVERY DENNISON CORP Common Stock - Domestic 053611109 1,815 8,380 SH   SOLE   8,380 0 0
AVIENT CORPORATION Common Stock - Domestic 05368V106 696 12,439 SH   SOLE   12,439 0 0
AVIS BUDGET CAR RENT LLC /AVIS SR GLBL 144A 29 Corporate Bond - Domestic 053773BF3 2,377 2,250,000 PRN   SOLE   2,250,000 0 0
AVIS BUDGET GROUP Common Stock - Domestic 053774105 1,650 7,957 SH   SOLE   7,957 0 0
AVNET INC Common Stock - Domestic 053807103 427 10,354 SH   SOLE   10,354 0 0
AVOLON T/L B-3 Bank Loan 0LX173458 176 175,812 PRN   SOLE   175,812 0 0
AXON ENTERPRISE INC Common Stock - Domestic 05464C101 1,862 11,858 SH   SOLE   11,858 0 0
AZENTA INC Common Stock - Domestic 114340102 1,106 10,731 SH   SOLE   10,731 0 0
BAIDU INC Common Stock - Foreign US$ 056752108 1,171 7,870 SH   SOLE   7,870 0 0
BAKER HUGHES COMPANY Common Stock - Domestic 05722G100 1,092 45,404 SH   SOLE   45,404 0 0
BALL CORP Common Stock - Domestic 058498106 2,485 25,815 SH   SOLE   25,815 0 0
BALL CORP Corporate Bond - Domestic 058498AV8 2,845 2,580,000 PRN   SOLE   2,580,000 0 0
BALL CORP Corporate Bond - Domestic 058498AW6 510 525,000 PRN   SOLE   525,000 0 0
BALL CORP Corporate Bond - Domestic 058498AX4 2,398 2,425,000 PRN   SOLE   2,425,000 0 0
BANCO BILBAO VIZCAYA ARGENTARI SPONSORED ADR Common Stock - Foreign US$ 05946K101 636 108,336 SH   SOLE   108,336 0 0
BANCO SANTANDER S.A. Common Stock - Foreign US$ 05964H105 944 286,960 SH   SOLE   286,960 0 0
BANK HAWAII CORP Common Stock - Domestic 062540109 351 4,185 SH   SOLE   4,185 0 0
BANK MONTREAL QUE Common Stock - Foreign US$ 063671101 535 4,965 SH   SOLE   4,965 0 0
BANK NEW YORK MELLON CORP Common Stock - Domestic 064058100 2,294 39,494 SH   SOLE   39,494 0 0
BANK NOVA SCOTIA B C Common Stock - Foreign US$ 064149107 668 9,317 SH   SOLE   9,317 0 0
BANK OZK Common Stock - Domestic 06417N103 585 12,580 SH   SOLE   12,580 0 0
BARCLAYS PLC Common Stock - Foreign US$ 06738E204 314 30,359 SH   SOLE   30,359 0 0
BARRICK GOLD CORP Common Stock - Foreign US$ 067901108 259 13,637 SH   SOLE   13,637 0 0
BATH & BODY WORKS INC Common Stock - Domestic 070830104 5,053 72,409 SH   SOLE   72,409 0 0
BATH & BODY WORKS INC Corporate Bond - Domestic 501797AL8 958 770,000 PRN   SOLE   770,000 0 0
BATH & BODY WORKS INC Corporate Bond - Domestic 501797AM6 1,144 925,000 PRN   SOLE   925,000 0 0
BATH & BODY WORKS INC Corporate Bond - Domestic 501797AU8 1,484 1,215,000 PRN   SOLE   1,215,000 0 0
BATH & BODY WORKS INC Corporate Bond - Domestic 501797AW4 335 295,000 PRN   SOLE   295,000 0 0
BATH & BODY WORKS INC Corporate Bond - Domestic 532716AK3 346 295,000 PRN   SOLE   295,000 0 0
BAUSCH HEALTH COS INC Corporate Bond - Foreign US$ 91911XAW4 5,168 4,915,000 PRN   SOLE   4,915,000 0 0
BAXTER INTL INC Common Stock - Domestic 071813109 2,324 27,078 SH   SOLE   27,078 0 0
BAYER AG Common Stock - Foreign US$ 072730302 403 30,364 SH   SOLE   30,364 0 0
BCE INC Common Stock - Foreign US$ 05534B760 120 2,297 SH   SOLE   2,297 0 0
BCPE ULYSSES INTER INC Corporate Bond - Domestic 05553LAA1 1,310 1,325,000 PRN   SOLE   1,325,000 0 0
BCPE ULYSSES MERGER SUB LLC Corporate Bond - Domestic 05552BAA4 1,767 1,785,000 PRN   SOLE   1,785,000 0 0
BEACON ROOFING SUPPLY Corporate Bond - Domestic 073685AH2 295 295,000 PRN   SOLE   295,000 0 0
BEASLEY MEZZANINE HOLDINGS LLC SR SEC GLBL 26 Corporate Bond - Domestic 07403VAA7 2,625 2,655,000 PRN   SOLE   2,655,000 0 0
BECTON DICKINSON & CO Common Stock - Domestic 075887109 3,753 14,923 SH   SOLE   14,923 0 0
BED BATH & BEYOND Corporate Bond - Domestic 075896AC4 1,111 1,335,000 PRN   SOLE   1,335,000 0 0
BELDEN INC Common Stock - Domestic 077454106 306 4,659 SH   SOLE   4,659 0 0
BENEFIT ST PRT CLO IV 2014-4R3 D-RR 20320120 FLT Asset Backed Security 08180HAG2 247 250,000 PRN   SOLE   250,000 0 0
BERKLEY W R CORP Common Stock - Domestic 084423102 594 7,210 SH   SOLE   7,210 0 0
BERKSHIRE HATHAWAY INC DEL Common Stock - Domestic 084670702 28,438 95,112 SH   SOLE   95,112 0 0
BERRY GLOBAL INC Corporate Bond - Domestic 08576PAF8 289 295,000 PRN   SOLE   295,000 0 0
BERRY GLOBAL INC Corporate Bond - Domestic 08576PAG6 4,877 4,915,000 PRN   SOLE   4,915,000 0 0
BERRY GLOBAL INC Corporate Bond - Domestic 08576PAH4 289 295,000 PRN   SOLE   295,000 0 0
BEST BUY INC Common Stock - Domestic 086516101 1,550 15,256 SH   SOLE   15,256 0 0
BEYOND MEAT INC Common Stock - Domestic 08862E109 64 987 SH   SOLE   987 0 0
BHP GROUP LTD Common Stock - Foreign US$ 088606108 4,818 79,838 SH   SOLE   79,838 0 0
BHP GROUP PLC Common Stock - Foreign US$ 05545E209 486 8,130 SH   SOLE   8,130 0 0
BIG LOTS INC Common Stock - Domestic 089302103 8,471 188,036 SH   SOLE   188,036 0 0
BILL COM HLDGS INC Common Stock - Domestic 090043100 62 250 SH   SOLE   250 0 0
BIO RAD LABS INC Common Stock - Domestic 090572207 875 1,158 SH   SOLE   1,158 0 0
BIOGEN INC Common Stock - Domestic 09062X103 2,979 12,417 SH   SOLE   12,417 0 0
BIONTECH SE Common Stock - Foreign US$ 09075V102 325 1,261 SH   SOLE   1,261 0 0
BIO-TECHNE CORP Common Stock - Domestic 09073M104 4,554 8,803 SH   SOLE   8,803 0 0
BJS WHSL CLUB HLDGS INC Common Stock - Domestic 05550J101 957 14,285 SH   SOLE   14,285 0 0
BK OF AMERICA CORP Common Stock - Domestic 060505104 16,640 374,011 SH   SOLE   374,011 0 0
BLACK HILLS CORP Common Stock - Domestic 092113109 462 6,544 SH   SOLE   6,544 0 0
BLACK KNIGHT INC Common Stock - Domestic 09215C105 73 879 SH   SOLE   879 0 0
BLACK KNIGHT INFOSERV LLC Corporate Bond - Domestic 092174AA9 295 295,000 PRN   SOLE   295,000 0 0
BLACKBAUD INC Common Stock - Domestic 09227Q100 461 5,831 SH   SOLE   5,831 0 0
BLACKROCK INC Common Stock - Domestic 09247X101 9,906 10,820 SH   SOLE   10,820 0 0
BLACKSTONE CQP HOLDCO T/L B (05/21) Bank Loan 0LX195136 499 500,000 PRN   SOLE   500,000 0 0
BLACKSTONE INC Common Stock - Domestic 09260D107 62 476 SH   SOLE   476 0 0
BLOCK H & R INC Common Stock - Domestic 093671105 4,118 174,798 SH   SOLE   174,798 0 0
BLOCK INC Common Stock - Domestic 852234103 57 351 SH   SOLE   351 0 0
BLOCK INC Corporate Bond - Domestic 852234AL7 296 295,000 PRN   SOLE   295,000 0 0
BLOOMIN BRANDS INC Common Stock - Domestic 094235108 10,595 505,012 SH   SOLE   505,012 0 0
BLOOMIN BRANDS INC / OSI RESTA SR GLBL 144A 29 Corporate Bond - Domestic 094234AA9 300 295,000 PRN   SOLE   295,000 0 0
BLUELINX HLDGS INC Corporate Bond - Domestic 09624HAA7 409 410,000 PRN   SOLE   410,000 0 0
BOEING CO Common Stock - Domestic 097023105 14,397 71,515 SH   SOLE   71,515 0 0
BOISE CASCADE CO DEL Common Stock - Domestic 09739D100 12,997 182,543 SH   SOLE   182,543 0 0
BOISE CASCADE CO DEL Corporate Bond - Domestic 09739DAD2 750 710,000 PRN   SOLE   710,000 0 0
BOMBARDIER RECREATIONAL PRODUCTS T/L B (1/20) Bank Loan 0LX185517 236 238,313 PRN   SOLE   238,313 0 0
BOOKING HOLDINGS INC Common Stock - Domestic 09857L108 12,968 5,405 SH   SOLE   5,405 0 0
BOOZ ALLEN HAMILTON HLDG CORP CL A Common Stock - Domestic 099502106 29 347 SH   SOLE   347 0 0
BOOZ ALLEN HAMILTON INC Corporate Bond - Domestic 09951LAB9 4,766 4,610,000 PRN   SOLE   4,610,000 0 0
BORGWARNER INC Common Stock - Domestic 099724106 1,047 23,230 SH   SOLE   23,230 0 0
BOSTON BEER INC Common Stock - Domestic 100557107 637 1,262 SH   SOLE   1,262 0 0
BOSTON PROPERTIES INC REIT - Domestic 101121101 849 7,375 SH   SOLE   7,375 0 0
BOSTON SCIENTIFIC CORP Common Stock - Domestic 101137107 3,213 75,626 SH   SOLE   75,626 0 0
BOYD GAMING CORP Common Stock - Domestic 103304101 6,470 98,678 SH   SOLE   98,678 0 0
BOYD GAMING CORP Corporate Bond - Domestic 103304BU4 5,022 4,915,000 PRN   SOLE   4,915,000 0 0
BOYD GAMING CORP Corporate Bond - Domestic 103304BV2 301 295,000 PRN   SOLE   295,000 0 0
BP PLC Common Stock - Foreign US$ 055622104 3,263 122,549 SH   SOLE   122,549 0 0
BRAND ENERGY & INFRASTRUCTURE SR 144A NT8.5 percent 25 Corporate Bond - Domestic 10524PAB6 2,831 2,830,000 PRN   SOLE   2,830,000 0 0
BRAND ENERGY & INFRASTRUCTURE T/L Bank Loan 0LX165183 475 484,810 PRN   SOLE   484,810 0 0
BRIGHTHOUSE FINL INC Common Stock - Domestic 10922N103 443 8,547 SH   SOLE   8,547 0 0
BRINKER INTL INC Corporate Bond - Domestic 109641AH3 5,240 4,915,000 PRN   SOLE   4,915,000 0 0
BRINKS CO Common Stock - Domestic 109696104 361 5,513 SH   SOLE   5,513 0 0
BRINKS CO Corporate Bond - Domestic 109696AA2 5,300 5,140,000 PRN   SOLE   5,140,000 0 0
BRISTOL-MYERS SQUIBB CO Common Stock - Domestic 110122108 38,604 619,142 SH   SOLE   619,142 0 0
BRISTOW GROUP INC Common Stock - Domestic 11040G103 3,141 99,168 SH   SOLE   99,168 0 0
BRISTOW GROUP INC Corporate Bond - Domestic 11040GAA1 4,099 3,935,000 PRN   SOLE   3,935,000 0 0
BRITISH AMERN TOB PLC Common Stock - Foreign US$ 110448107 3,359 89,788 SH   SOLE   89,788 0 0
BRIXMOR PPTY GROUP INC REIT - Domestic 11120U105 993 39,086 SH   SOLE   39,086 0 0
BROADCOM INC Common Stock - Domestic 11135F101 29,251 43,960 SH   SOLE   43,960 0 0
BROADRIDGE FINL SOLUTIONS INC COM Common Stock - Domestic 11133T103 1,721 9,415 SH   SOLE   9,415 0 0
BROADSTREET PARTNERS INC Corporate Bond - Domestic 11135RAA3 1,614 1,640,000 PRN   SOLE   1,640,000 0 0
BROOKFIELD PPTY PFD L P Preferred Stock - Foreign US$ G1624R107 1 31 SH   SOLE   31 0 0
BROOKFIELD PPTY REIT INC / BPR SR SEC GLBL 27 Corporate Bond - Domestic 11284DAC9 869 885,000 PRN   SOLE   885,000 0 0
BROWN & BROWN INC Common Stock - Domestic 115236101 925 13,165 SH   SOLE   13,165 0 0
BROWN FORMAN CORP Common Stock - Domestic 115637209 917 12,584 SH   SOLE   12,584 0 0
BRUKER CORP Common Stock - Domestic 116794108 880 10,490 SH   SOLE   10,490 0 0
BRUNSWICK CORP Common Stock - Domestic 117043109 1,018 10,110 SH   SOLE   10,110 0 0
BUCKEYE PARTNERS L P Corporate Bond - Domestic 118230AP6 2,026 2,075,000 PRN   SOLE   2,075,000 0 0
BUCKEYE PARTNERS L P Corporate Bond - Domestic 118230AQ4 306 300,000 PRN   SOLE   300,000 0 0
BUCKLE INC Common Stock - Domestic 118440106 7,766 183,542 SH   SOLE   183,542 0 0
BUILDERS FIRSTSOURCE INC Common Stock - Domestic 12008R107 2,189 25,535 SH   SOLE   25,535 0 0
BUILDERS FIRSTSOURCE INC Corporate Bond - Domestic 12008RAP2 583 560,000 PRN   SOLE   560,000 0 0
BWAY HOLDING COMPANY Corporate Bond - Domestic 12429TAE4 4,311 4,295,000 PRN   SOLE   4,295,000 0 0
BWX TECHNOLOGIES INC Corporate Bond - Domestic 05605HAB6 4,996 4,915,000 PRN   SOLE   4,915,000 0 0
BWX TECHNOLOGIES INC Corporate Bond - Domestic 05605HAC4 299 295,000 PRN   SOLE   295,000 0 0
C H ROBINSON WORLDWIDE INC Common Stock - Domestic 12541W209 1,057 9,825 SH   SOLE   9,825 0 0
CABLE ONE INC Common Stock - Domestic 12685J105 1,189 674 SH   SOLE   674 0 0
CABOT CORP Common Stock - Domestic 127055101 332 5,908 SH   SOLE   5,908 0 0
CACI INTL INC Common Stock - Domestic 127190304 4,551 16,904 SH   SOLE   16,904 0 0
CADENCE BANK Common Stock - Domestic 12740C103 601 20,167 SH   SOLE   20,167 0 0
CADENCE DESIGN SYSTEM INC Common Stock - Domestic 127387108 8,542 45,838 SH   SOLE   45,838 0 0
CAESARS ENTERTAINMENT INC NEW COM Common Stock - Domestic 12769G100 6,537 69,887 SH   SOLE   69,887 0 0
CAESARS ENTERTAINMENT INC NEW SR GLBL 144A 29 Corporate Bond - Domestic 12769GAA8 2,931 2,925,000 PRN   SOLE   2,925,000 0 0
CAESARS RESORT T/L Bank Loan 0LX168784 479 481,250 PRN   SOLE   481,250 0 0
CALERES INC COM Common Stock - Domestic 129500104 5,656 249,382 SH   SOLE   249,382 0 0
CALLAWAY GOLF CO Common Stock - Domestic 131193104 331 12,054 SH   SOLE   12,054 0 0
CALPINE CORPORATION Corporate Bond - Domestic 131347CM6 5,090 4,910,000 PRN   SOLE   4,910,000 0 0
CALPINE CORPORATION Corporate Bond - Domestic 131347CN4 3,249 3,195,000 PRN   SOLE   3,195,000 0 0
CALPINE CORPORATION Corporate Bond - Domestic 131347CP9 296 300,000 PRN   SOLE   300,000 0 0
CAMDEN PPTY TR REIT - Domestic 133131102 3,211 17,973 SH   SOLE   17,973 0 0
CAMPBELL SOUP CO Common Stock - Domestic 134429109 556 12,791 SH   SOLE   12,791 0 0
CANADIAN IMP BK COMM Common Stock - Foreign US$ 136069101 402 3,448 SH   SOLE   3,448 0 0
CANADIAN NAT RES LTD Common Stock - Foreign US$ 136385101 3,021 71,495 SH   SOLE   71,495 0 0
CANADIAN NATL RY CO Common Stock - Foreign US$ 136375102 572 4,659 SH   SOLE   4,659 0 0
CANADIAN PAC RY LTD Common Stock - Foreign US$ 13645T100 513 7,124 SH   SOLE   7,124 0 0
CANO HEALTH LLC Corporate Bond - Domestic 13782CAA8 691 690,000 PRN   SOLE   690,000 0 0
CANON INC Common Stock - Foreign US$ 138006309 1,718 70,326 SH   SOLE   70,326 0 0
CAPITAL ONE FINL CORP Common Stock - Domestic 14040H105 3,202 22,067 SH   SOLE   22,067 0 0
CAPRI HOLDINGS LTD Common Stock - Foreign US$ G1890L107 1,719 26,479 SH   SOLE   26,479 0 0
CARDINAL HEALTH INC Common Stock - Domestic 14149Y108 755 14,659 SH   SOLE   14,659 0 0
CARLISLE COS INC Common Stock - Domestic 142339100 1,760 7,095 SH   SOLE   7,095 0 0
CARLYLE GROUP INC Common Stock - Domestic 14316J108 65 1,176 SH   SOLE   1,176 0 0
CARMAX INC Common Stock - Domestic 143130102 1,615 12,402 SH   SOLE   12,402 0 0
CARNIVAL CORP Common Stock - Foreign US$ 143658300 4,832 240,144 SH   SOLE   240,144 0 0
CARPENTER TECHNOLOGY CORP Corporate Bond - Domestic 144285AL7 5,227 4,915,000 PRN   SOLE   4,915,000 0 0
CARRIAGE PURCHASER INC Corporate Bond - Domestic 14445LAA5 1,231 1,280,000 PRN   SOLE   1,280,000 0 0
CARRIAGE SVCS INC Corporate Bond - Domestic 143905AP2 294 295,000 PRN   SOLE   295,000 0 0
CARRIER GLOBAL CORPORATION Common Stock - Domestic 14448C104 2,754 50,769 SH   SOLE   50,769 0 0
CARROLS RESTAURANT GROUP INC. SR GLBL 144A 29 Corporate Bond - Domestic 14574XAF1 1,348 1,495,000 PRN   SOLE   1,495,000 0 0
CARS COM INC Common Stock - Domestic 14575E105 3,745 232,731 SH   SOLE   232,731 0 0
CARTERS INC Common Stock - Domestic 146229109 465 4,592 SH   SOLE   4,592 0 0
CARVAL CLO III LTD 2019-3 Asset Backed Security 14686VAA1 493 500,000 PRN   SOLE   500,000 0 0
CARVANA CO Common Stock - Domestic 146869102 54 235 SH   SOLE   235 0 0
CARVANA CO Corporate Bond - Domestic 146869AD4 1,327 1,330,000 PRN   SOLE   1,330,000 0 0
CARVANA CO Corporate Bond - Domestic 146869AF9 981 990,000 PRN   SOLE   990,000 0 0
CASEYS GEN STORES INC Common Stock - Domestic 147528103 759 3,847 SH   SOLE   3,847 0 0
CATALENT INC Common Stock - Domestic 148806102 1,139 8,893 SH   SOLE   8,893 0 0
CATERPILLAR INC Common Stock - Domestic 149123101 6,159 29,792 SH   SOLE   29,792 0 0
CATHAY GEN BANCORP Common Stock - Domestic 149150104 335 7,788 SH   SOLE   7,788 0 0
CATO CORP NEW Common Stock - Domestic 149205106 2,151 125,351 SH   SOLE   125,351 0 0
CBOE GLOBAL MKTS INC Common Stock - Domestic 12503M108 721 5,527 SH   SOLE   5,527 0 0
CBRE GROUP INC Common Stock - Domestic 12504L109 1,887 17,392 SH   SOLE   17,392 0 0
CCO HLDGS LLC / CCO HLDGS CAP SR GLBL 144A 29 Corporate Bond - Domestic 1248EPCB7 5,307 4,910,000 PRN   SOLE   4,910,000 0 0
CCO HLDGS LLC / CCO HLDGS CAP SR GLBL 144A 30 Corporate Bond - Domestic 1248EPCD3 2,735 2,625,000 PRN   SOLE   2,625,000 0 0
CCO HLDGS LLC / CCO HLDGS CAP SR GLBL 144A 31 Corporate Bond - Domestic 1248EPCK7 1,385 1,370,000 PRN   SOLE   1,370,000 0 0
CCO HLDGS LLC / CCO HLDGS CAP SR GLBL 144A 33 Corporate Bond - Domestic 1248EPCL5 1,533 1,500,000 PRN   SOLE   1,500,000 0 0
CCO HLDGS LLC / CCO HLDGS CAP SR GLBL 144A 34 Corporate Bond - Domestic 1248EPCP6 2,282 2,315,000 PRN   SOLE   2,315,000 0 0
CCO HLDGS LLC / CCO HLDGS CAP SR GLBL NT4.5 percent 32 Corporate Bond - Domestic 1248EPCN1 2,138 2,075,000 PRN   SOLE   2,075,000 0 0
CDK GLOBAL INC Corporate Bond - Domestic 12508EAD3 5,365 4,915,000 PRN   SOLE   4,915,000 0 0
CDK GLOBAL INC Common Stock - Domestic 12508E101 598 14,320 SH   SOLE   14,320 0 0
CDW CORP Common Stock - Domestic 12514G108 5,163 25,214 SH   SOLE   25,214 0 0
CDW LLC / CDW FIN CORP Corporate Bond - Domestic 12513GBF5 874 865,000 PRN   SOLE   865,000 0 0
CEC ENTERTAINMENT INC Corporate Bond - Domestic 125137AC3 1,864 1,900,000 PRN   SOLE   1,900,000 0 0
CEDAR FAIR L P / CANADAS WONDE SR GLBL NT 27 Corporate Bond - Domestic 150190AB2 513 500,000 PRN   SOLE   500,000 0 0
CEDAR FAIR L P / CANADAS WONDE SR GLBL NT 29 Corporate Bond - Domestic 150190AE6 1,062 1,035,000 PRN   SOLE   1,035,000 0 0
CELANESE CORP DEL Common Stock - Domestic 150870103 1,820 10,831 SH   SOLE   10,831 0 0
CENTENE CORP DEL Common Stock - Domestic 15135B101 3,187 38,681 SH   SOLE   38,681 0 0
CENTENE CORP DEL Corporate Bond - Domestic 15135BAT8 319 295,000 PRN   SOLE   295,000 0 0
CENTERPOINT ENERGY INC Common Stock - Domestic 15189T107 912 32,693 SH   SOLE   32,693 0 0
CENTURY COMMUNITIES INC Corporate Bond - Domestic 156504AM4 1,004 995,000 PRN   SOLE   995,000 0 0
CERENCE INC Common Stock - Domestic 156727109 376 4,906 SH   SOLE   4,906 0 0
CERIDIAN HCM HLDG INC Common Stock - Domestic 15677J108 1,177 11,270 SH   SOLE   11,270 0 0
CERNER CORP Common Stock - Domestic 156782104 1,423 15,324 SH   SOLE   15,324 0 0
CF INDS HLDGS INC Common Stock - Domestic 125269100 1,759 24,850 SH   SOLE   24,850 0 0
CF INDS INC Corporate Bond - Domestic 12527GAF0 4,265 3,530,000 PRN   SOLE   3,530,000 0 0
CF INDS INC Corporate Bond - Domestic 12527GAH6 335 300,000 PRN   SOLE   300,000 0 0
CGI INC Common Stock - Foreign US$ 12532H104 149 1,681 SH   SOLE   1,681 0 0
CHAMPIONX CORPORATION Common Stock - Domestic 15872M104 392 19,411 SH   SOLE   19,411 0 0
CHARLES RIV LABS INTL INC Common Stock - Domestic 159864107 970 2,575 SH   SOLE   2,575 0 0
CHARLES RIV LABS INTL INC Corporate Bond - Domestic 159864AE7 5,113 4,910,000 PRN   SOLE   4,910,000 0 0
CHARLES RIV LABS INTL INC Corporate Bond - Domestic 159864AG2 303 300,000 PRN   SOLE   300,000 0 0
CHARTER COMMUNICATIONS INC NEW CL A Common Stock - Domestic 16119P108 8,870 13,605 SH   SOLE   13,605 0 0
CHARTER COMMUNICATIONS OPER Corporate Bond - Domestic 161175AY0 5,413 4,915,000 PRN   SOLE   4,915,000 0 0
CHARTER COMMUNICATIONS OPER Corporate Bond - Domestic 161175AZ7 1,241 960,000 PRN   SOLE   960,000 0 0
CHARTER COMMUNICATIONS OPER Corporate Bond - Domestic 161175BA1 3,479 2,535,000 PRN   SOLE   2,535,000 0 0
CHARTER COMMUNICATIONS OPER Corporate Bond - Domestic 161175BC7 432 300,000 PRN   SOLE   300,000 0 0
CHARTER COMMUNICATIONS OPER Corporate Bond - Domestic 161175BL7 2,058 1,715,000 PRN   SOLE   1,715,000 0 0
CHARTER COMMUNICATIONS OPER Corporate Bond - Domestic 161175BM5 1,159 970,000 PRN   SOLE   970,000 0 0
CHARTER COMMUNICATIONS OPER Corporate Bond - Domestic 161175BN3 2,225 1,775,000 PRN   SOLE   1,775,000 0 0
CHARTER COMMUNICATIONS OPER Corporate Bond - Domestic 161175BQ6 5,230 4,915,000 PRN   SOLE   4,915,000 0 0
CHARTER COMMUNICATIONS OPER Corporate Bond - Domestic 161175BS2 1,376 1,180,000 PRN   SOLE   1,180,000 0 0
CHARTER COMMUNICATIONS OPER Corporate Bond - Domestic 161175BT0 2,635 2,340,000 PRN   SOLE   2,340,000 0 0
CHARTER COMMUNICATIONS OPER Corporate Bond - Domestic 161175BU7 297 300,000 PRN   SOLE   300,000 0 0
CHARTER COMMUNICATIONS OPER Corporate Bond - Domestic 161175BV5 1,985 2,040,000 PRN   SOLE   2,040,000 0 0
CHARTER COMMUNICATIONS OPER Corporate Bond - Domestic 161175BX1 661 695,000 PRN   SOLE   695,000 0 0
CHARTER COMMUNICATIONS OPER Corporate Bond - Domestic 161175BY9 1,391 1,465,000 PRN   SOLE   1,465,000 0 0
CHARTER COMMUNICATIONS OPER Corporate Bond - Domestic 161175BZ6 1,606 1,640,000 PRN   SOLE   1,640,000 0 0
CHARTER COMMUNICATIONS OPER Corporate Bond - Domestic 161175CA0 2,228 2,210,000 PRN   SOLE   2,210,000 0 0
CHARTER COMMUNICATIONS OPER Corporate Bond - Domestic 161175CC6 1,541 1,480,000 PRN   SOLE   1,480,000 0 0
CHARTER COMMUNICATIONS OPER Corporate Bond - Domestic 161175CE2 1,710 1,755,000 PRN   SOLE   1,755,000 0 0
CHARTER COMMUNICATIONS OPER Corporate Bond - Domestic 161175CG7 1,154 1,190,000 PRN   SOLE   1,190,000 0 0
Charter Communications Operating T/L B2 Bank Loan 0LX183544 485 488,756 PRN   SOLE   488,756 0 0
CHECK POINT SOFTWARE TECH LTD ORD Common Stock - Foreign US$ M22465104 92 791 SH   SOLE   791 0 0
CHEMED CORP NEW Common Stock - Domestic 16359R103 831 1,571 SH   SOLE   1,571 0 0
CHEMOURS CO Common Stock - Domestic 163851108 5,779 172,193 SH   SOLE   172,193 0 0
CHEMOURS CO Corporate Bond - Domestic 163851AF5 4,742 4,530,000 PRN   SOLE   4,530,000 0 0
CHEMOURS CO Corporate Bond - Domestic 163851AH1 298 300,000 PRN   SOLE   300,000 0 0
CHENIERE ENERGY INC Common Stock - Domestic 16411R208 952 9,386 SH   SOLE   9,386 0 0
CHENIERE ENERGY PARTNERS L P SR GLBL NT4.5 percent 29 Corporate Bond - Domestic 16411QAG6 743 700,000 PRN   SOLE   700,000 0 0
CHEVRON CORP NEW Common Stock - Domestic 166764100 14,410 122,797 SH   SOLE   122,797 0 0
CHICOS FAS INC Common Stock - Domestic 168615102 8,825 1,640,380 SH   SOLE   1,640,380 0 0
CHILDRENS PLACE INC/THE Common Stock - Domestic 168905107 5,291 66,731 SH   SOLE   66,731 0 0
CHINDATA GROUP HLDGS LTD Common Stock - Foreign US$ 16955F107 8,814 1,337,436 SH   SOLE   1,337,436 0 0
CHIPOTLE MEXICAN GRILL INC Common Stock - Domestic 169656105 3,593 2,055 SH   SOLE   2,055 0 0
CHOBANI LLC / CHOBANI FIN CORP SR SEC GLBL 28 Corporate Bond - Domestic 17027NAB8 936 910,000 PRN   SOLE   910,000 0 0
CHOICE HOTELS INTL INC Common Stock - Domestic 169905106 710 4,553 SH   SOLE   4,553 0 0
CHUBB LIMITED Common Stock - Foreign US$ H1467J104 4,319 22,342 SH   SOLE   22,342 0 0
CHURCH & DWIGHT CO INC Common Stock - Domestic 171340102 1,429 13,945 SH   SOLE   13,945 0 0
CHURCHILL DOWNS INC Common Stock - Domestic 171484108 1,181 4,904 SH   SOLE   4,904 0 0
CHURCHILL DOWNS INC Corporate Bond - Domestic 171484AE8 5,095 4,915,000 PRN   SOLE   4,915,000 0 0
CHUYS HLDGS INC Common Stock - Domestic 171604101 1,720 57,103 SH   SOLE   57,103 0 0
CIA ENERGETICA DE MINAS GERAIS SP ADR N-V PFD Preferred Stock - Foreign US$ 204409601 57 23,638 SH   SOLE   23,638 0 0
CIENA CORP Common Stock - Domestic 171779309 1,312 17,046 SH   SOLE   17,046 0 0
CIGNA CORP NEW Common Stock - Domestic 125523100 3,954 17,217 SH   SOLE   17,217 0 0
CINCINNATI FINL CORP Common Stock - Domestic 172062101 883 7,751 SH   SOLE   7,751 0 0
CINEMARK USA INC Corporate Bond - Domestic 172441BF3 801 820,000 PRN   SOLE   820,000 0 0
CINTAS CORP Common Stock - Domestic 172908105 7,340 16,563 SH   SOLE   16,563 0 0
CIRRUS LOGIC INC Common Stock - Domestic 172755100 580 6,301 SH   SOLE   6,301 0 0
CISCO SYS INC Common Stock - Domestic 17275R102 22,699 358,192 SH   SOLE   358,192 0 0
CITGO PETE CORP Corporate Bond - Domestic 17302XAM8 564 555,000 PRN   SOLE   555,000 0 0
CITIGROUP INC Common Stock - Domestic 172967424 6,225 103,083 SH   SOLE   103,083 0 0
CITIZENS FINL GROUP INC Common Stock - Domestic 174610105 4,094 86,642 SH   SOLE   86,642 0 0
CITRIX SYS INC Common Stock - Domestic 177376100 1,233 13,030 SH   SOLE   13,030 0 0
CIVITAS RESOURCES INC Corporate Bond - Domestic 097793AE3 713 705,000 PRN   SOLE   705,000 0 0
CLARIVATE SCIENCE HOLDINGS COR SR SEC GLBL 28 Corporate Bond - Domestic 18064PAC3 1,002 995,000 PRN   SOLE   995,000 0 0
CLEAN HARBORS INC COM Common Stock - Domestic 184496107 524 5,252 SH   SOLE   5,252 0 0
CLEAR CHANNEL OUTDOOR HLDGS IN COM Common Stock - Domestic 18453H106 16,801 5,075,931 SH   SOLE   5,075,931 0 0
CLEAR CHANNEL OUTDOOR HLDGS IN SR GLBL 144A 28 Corporate Bond - Domestic 18453HAC0 1,205 1,125,000 PRN   SOLE   1,125,000 0 0
CLEAR CHANNEL OUTDOOR HLDGS IN SR GLBL 144A 29 Corporate Bond - Domestic 18453HAD8 1,251 1,170,000 PRN   SOLE   1,170,000 0 0
Clear Channel Outdoor Holdings T/L B Bank Loan 0LX182154 737 746,231 PRN   SOLE   746,231 0 0
CLEVELAND-CLIFFS INC NEW Common Stock - Domestic 185899101 2,030 93,246 SH   SOLE   93,246 0 0
CLEVELAND-CLIFFS INC NEW Corporate Bond - Domestic 185899AL5 962 925,000 PRN   SOLE   925,000 0 0
CLOROX CO DEL Common Stock - Domestic 189054109 1,453 8,334 SH   SOLE   8,334 0 0
CLOUDFLARE INC Common Stock - Domestic 18915M107 60 453 SH   SOLE   453 0 0
CLUBCORP CLUB OPERATIONS T/L B (8/17) Bank Loan 0LX167985 463 480,000 PRN   SOLE   480,000 0 0
CMC MATERIALS INC Common Stock - Domestic 12571T100 806 4,203 SH   SOLE   4,203 0 0
CME GROUP INC Common Stock - Domestic 12572Q105 4,335 18,973 SH   SOLE   18,973 0 0
CMS ENERGY CORP Common Stock - Domestic 125896100 1,216 18,700 SH   SOLE   18,700 0 0
CMS ENERGY CORP Corporate Bond - Domestic 125896BV1 2,512 2,550,000 PRN   SOLE   2,550,000 0 0
CNH INDL N V Common Stock - Foreign US$ N20944109 149 7,643 SH   SOLE   7,643 0 0
CNO FINL GROUP INC Common Stock - Domestic 12621E103 334 14,022 SH   SOLE   14,022 0 0
CNX RES CORP Common Stock - Domestic 12653C108 315 22,879 SH   SOLE   22,879 0 0
COBRA ACQUISITIONCO LLC Corporate Bond - Domestic 19106CAA4 292 295,000 PRN   SOLE   295,000 0 0
COCA COLA CO Common Stock - Domestic 191216100 12,047 203,467 SH   SOLE   203,467 0 0
COCA-COLA EUROPACIFIC PARTNERS SHS Common Stock - Foreign US$ G25839104 86 1,541 SH   SOLE   1,541 0 0
COEUR MNG INC Corporate Bond - Domestic 192108BC1 271 295,000 PRN   SOLE   295,000 0 0
COGENT COMM HOLDINGS INC Corporate Bond - Domestic 19240CAC7 300 295,000 PRN   SOLE   295,000 0 0
COGENT COMMUNICATIONS HOLDIN Common Stock - Domestic 19239V302 30,493 416,687 SH   SOLE   416,687 0 0
COGNEX CORP Common Stock - Domestic 192422103 1,963 25,245 SH   SOLE   25,245 0 0
COGNIZANT TECHNOLOGY SOLUTIONS CL A Common Stock - Domestic 192446102 4,216 47,522 SH   SOLE   47,522 0 0
COHERENT INC Common Stock - Domestic 192479103 947 3,554 SH   SOLE   3,554 0 0
COINBASE GLOBAL INC Common Stock - Domestic 19260Q107 63 249 SH   SOLE   249 0 0
COINBASE GLOBAL INC Corporate Bond - Domestic 19260QAC1 912 975,000 PRN   SOLE   975,000 0 0
COLFAX CORP Common Stock - Domestic 194014106 596 12,968 SH   SOLE   12,968 0 0
COLGATE ENERGY PARTNERS III Corporate Bond - Domestic 19416MAB5 304 295,000 PRN   SOLE   295,000 0 0
COLGATE PALMOLIVE CO Common Stock - Domestic 194162103 4,504 52,779 SH   SOLE   52,779 0 0
COLLEGIUM PHARMACEUTICAL INC COM Common Stock - Domestic 19459J104 2,725 145,892 SH   SOLE   145,892 0 0
COLUMBIA SPORTSWEAR CO Common Stock - Domestic 198516106 3,074 31,545 SH   SOLE   31,545 0 0
COMCAST CORP NEW Common Stock - Domestic 20030N101 19,162 380,726 SH   SOLE   380,726 0 0
COMERICA INC Common Stock - Domestic 200340107 595 6,836 SH   SOLE   6,836 0 0
COMMERCE BANCSHARES INC Common Stock - Domestic 200525103 792 11,519 SH   SOLE   11,519 0 0
COMMERCIAL METALS CO Common Stock - Domestic 201723103 454 12,503 SH   SOLE   12,503 0 0
COMMERCIAL METALS CO Corporate Bond - Domestic 201723AP8 293 295,000 PRN   SOLE   295,000 0 0
COMMSCOPE HLDG CO INC Corporate Bond - Domestic 20338QAA1 2,632 2,560,000 PRN   SOLE   2,560,000 0 0
COMMSCOPE INC Corporate Bond - Domestic 203372AV9 822 835,000 PRN   SOLE   835,000 0 0
COMMSCOPE TECHNOLOGIES LLC Corporate Bond - Domestic 20337YAA5 3,599 3,595,000 PRN   SOLE   3,595,000 0 0
COMMUNITY HEALTH SYS INC NEW SR SEC GLBL 27 Corporate Bond - Domestic 12543DBG4 5,208 4,915,000 PRN   SOLE   4,915,000 0 0
COMMVAULT SYS INC Common Stock - Domestic 204166102 542 7,871 SH   SOLE   7,871 0 0
COMPANHIA PARANAENSE ENERG COP SPON ADS Preferred Stock - Foreign US$ 20441B605 41 7,330 SH   SOLE   7,330 0 0
COMPANHIA SIDERURGICA NACIONAL SPONSORED ADR Common Stock - Foreign US$ 20440W105 181 40,772 SH   SOLE   40,772 0 0
COMPASS MINERALS INTL INC Common Stock - Domestic 20451N101 255 4,984 SH   SOLE   4,984 0 0
COMPUTER PROGRAMS & SYS INC Common Stock - Domestic 205306103 1,301 44,404 SH   SOLE   44,404 0 0
COMSTOCK RES INC Corporate Bond - Domestic 205768AS3 2,148 1,980,000 PRN   SOLE   1,980,000 0 0
COMSTOCK RES INC Corporate Bond - Domestic 205768AT1 303 295,000 PRN   SOLE   295,000 0 0
CONAGRA BRANDS INC Common Stock - Domestic 205887102 921 26,957 SH   SOLE   26,957 0 0
CONCENTRIX CORP Common Stock - Domestic 20602D101 774 4,333 SH   SOLE   4,333 0 0
CONDUENT BUSINESS SVCS LLC / C SR SEC GLBL 29 Corporate Bond - Domestic 20679LAB7 1,372 1,390,000 PRN   SOLE   1,390,000 0 0
CONNS INC Common Stock - Domestic 208242107 9,559 406,424 SH   SOLE   406,424 0 0
CONOCOPHILLIPS Common Stock - Domestic 20825C104 29,565 409,597 SH   SOLE   409,597 0 0
CONSENSUS CLOUD SOLUTIONS INC COM Common Stock - Domestic 20848V105 6,358 109,864 SH   SOLE   109,864 0 0
CONSENSUS CLOUD SOLUTIONS INC SR GLBL 144A 26 Corporate Bond - Domestic 20848VAA3 3,290 3,160,000 PRN   SOLE   3,160,000 0 0
CONSOL ENERGY INC NEW Common Stock - Domestic 20854L108 6,268 276,002 SH   SOLE   276,002 0 0
CONSOLIDATED COMMUNICATIONS Corporate Bond - Domestic 20903XAH6 1,472 1,455,000 PRN   SOLE   1,455,000 0 0
CONSOLIDATED EDISON INC Common Stock - Domestic 209115104 1,636 19,174 SH   SOLE   19,174 0 0
CONSTELLATION BRANDS INC Common Stock - Domestic 21036P108 2,146 8,549 SH   SOLE   8,549 0 0
CONTINENTAL RES INC Common Stock - Domestic 212015101 11,595 259,045 SH   SOLE   259,045 0 0
CONTINENTAL RES INC Corporate Bond - Domestic 212015AN1 5,135 4,915,000 PRN   SOLE   4,915,000 0 0
CONTINENTAL RES INC Corporate Bond - Domestic 212015AS0 325 300,000 PRN   SOLE   300,000 0 0
CONTINENTAL RES INC Corporate Bond - Domestic 212015AT8 1,857 1,575,000 PRN   SOLE   1,575,000 0 0
CONTINENTAL RES INC Corporate Bond - Domestic 212015AU5 298 300,000 PRN   SOLE   300,000 0 0
CONTINENTAL RES INC Corporate Bond - Domestic 212015AV3 2,444 2,495,000 PRN   SOLE   2,495,000 0 0
CONTRA ACHILLION PHARM Common Stock - Domestic 004CVR031 3 6,273 SH   SOLE   6,273 0 0
COOPER COS INC Common Stock - Domestic 216648402 1,082 2,583 SH   SOLE   2,583 0 0
COOPER-STANDARD AUTOMOTIVE INC SR GLBL 144A 26 Corporate Bond - Domestic 216762AF1 2,561 3,100,000 PRN   SOLE   3,100,000 0 0
COPART INC Common Stock - Domestic 217204106 3,459 22,816 SH   SOLE   22,816 0 0
CORCEPT THERAPEUTICS INC Common Stock - Domestic 218352102 4,935 249,260 SH   SOLE   249,260 0 0
CORECIVIC INC Corporate Bond - Domestic 21871NAB7 2,449 2,340,000 PRN   SOLE   2,340,000 0 0
CORECIVIC INC REIT - Domestic 21871N101 8,829 885,518 SH   SOLE   885,518 0 0
CORELOGIC INC Corporate Bond - Domestic 21871DAD5 294 295,000 PRN   SOLE   295,000 0 0
CORELOGIC T/L (4/21) Bank Loan 0LX193776 750 750,000 PRN   SOLE   750,000 0 0
CORNING INC Common Stock - Domestic 219350105 1,819 48,864 SH   SOLE   48,864 0 0
CORPORATE OFFICE PPTYS TR REIT - Domestic 22002T108 327 11,684 SH   SOLE   11,684 0 0
CORTEVA INC Common Stock - Domestic 22052L104 2,615 55,305 SH   SOLE   55,305 0 0
COSTCO WHSL CORP NEW Common Stock - Domestic 22160K105 20,901 36,817 SH   SOLE   36,817 0 0
COTERRA ENERGY INC Common Stock - Domestic 127097103 804 42,292 SH   SOLE   42,292 0 0
COTY INC Common Stock - Domestic 222070203 508 48,349 SH   SOLE   48,349 0 0
COTY INC Corporate Bond - Domestic 222070AB0 5,075 4,915,000 PRN   SOLE   4,915,000 0 0
COUPA SOFTWARE INC Common Stock - Domestic 22266L106 65 409 SH   SOLE   409 0 0
COUPANG INC Common Stock - Domestic 22266T109 28 964 SH   SOLE   964 0 0
COUSINS PPTYS INC REIT - Domestic 222795502 690 17,123 SH   SOLE   17,123 0 0
COVANTA HLDG CORP Corporate Bond - Domestic 22282EAJ1 409 400,000 PRN   SOLE   400,000 0 0
CP ATLAS BUYER INC. Corporate Bond - Domestic 12597YAA7 1,305 1,310,000 PRN   SOLE   1,310,000 0 0
CPI CG INCORPORATED Corporate Bond - Domestic 12598FAA7 5,029 4,750,000 PRN   SOLE   4,750,000 0 0
CRACKER BARREL OLD CTRY STORE COM Common Stock - Domestic 22410J106 318 2,471 SH   SOLE   2,471 0 0
CRANE CO Common Stock - Domestic 224399105 525 5,160 SH   SOLE   5,160 0 0
CRESTWOOD EQUITY PARTNERS LP UNIT LTD PARTNER Common Stock - Partnership Domestic 226344208 106 3,825 SH   SOLE   3,825 0 0
CRESTWOOD MIDSTREAM PRTNRS LP SR GLBL 144A 29 Corporate Bond - Domestic 226373AR9 733 705,000 PRN   SOLE   705,000 0 0
CRH PLC Common Stock - Foreign US$ 12626K203 1,277 24,187 SH   SOLE   24,187 0 0
CROCS INC Common Stock - Domestic 227046109 1,512 11,789 SH   SOLE   11,789 0 0
CROCS INC Corporate Bond - Domestic 227046AA7 1,647 1,665,000 PRN   SOLE   1,665,000 0 0
CROCS INC Corporate Bond - Domestic 227046AB5 289 295,000 PRN   SOLE   295,000 0 0
CROWDSTRIKE HLDGS INC Common Stock - Domestic 22788C105 1,391 6,794 SH   SOLE   6,794 0 0
CROWDSTRIKE HLDGS INC Corporate Bond - Domestic 22788CAA3 292 295,000 PRN   SOLE   295,000 0 0
CROWN CASTLE INTL CORP NEW REIT - Domestic 22822V101 271,022 1,298,369 SH   SOLE   1,298,369 0 0
CROWN CORK & SEAL INC Corporate Bond - Domestic 228255AH8 356 295,000 PRN   SOLE   295,000 0 0
CSX CORP Common Stock - Domestic 126408103 7,302 194,196 SH   SOLE   194,196 0 0
CUBESMART REIT - Domestic 229663109 68 1,194 SH   SOLE   1,194 0 0
CULLEN FROST BANKERS INC Common Stock - Domestic 229899109 738 5,856 SH   SOLE   5,856 0 0
CUMMINS INC Common Stock - Domestic 231021106 1,953 8,951 SH   SOLE   8,951 0 0
CUMULUS MEDIA NEW HLDGS INC Corporate Bond - Domestic 23110AAA4 5,106 4,915,000 PRN   SOLE   4,915,000 0 0
CUREVAC N V Common Stock - Foreign US$ N2451R105 2,703 78,769 SH   SOLE   78,769 0 0
CURO GROUP HOLDINGS CORP Corporate Bond - Domestic 23131LAC1 1,727 1,715,000 PRN   SOLE   1,715,000 0 0
CURTISS WRIGHT CORP Common Stock - Domestic 231561101 591 4,263 SH   SOLE   4,263 0 0
CVR ENERGY INC Corporate Bond - Domestic 12662PAD0 287 295,000 PRN   SOLE   295,000 0 0
CVS HEALTH CORP Common Stock - Domestic 126650100 35,023 339,506 SH   SOLE   339,506 0 0
CYBERARK SOFTWARE LTD Common Stock - Foreign US$ M2682V108 54 309 SH   SOLE   309 0 0
CYRUSONE INC REIT - Domestic 23283R100 71,375 795,531 SH   SOLE   795,531 0 0
CYRUSONE LP/CYRUSONE FIN CORP SR GLBL NT 30 Corporate Bond - Domestic 23283PAT1 297 300,000 PRN   SOLE   300,000 0 0
CYRUSONE LP/CYRUSONE FIN CORP SR GLBL NT2.9 percent 24 Corporate Bond - Domestic 23283PAQ7 5,078 4,915,000 PRN   SOLE   4,915,000 0 0
CYXTERA TECHNOLOGIES INC Common Stock - Domestic 23284C102 12,829 1,017,401 SH   SOLE   1,017,401 0 0
D R HORTON INC Common Stock - Domestic 23331A109 2,221 20,484 SH   SOLE   20,484 0 0
DANA INC Common Stock - Domestic 235825205 344 15,060 SH   SOLE   15,060 0 0
DANA INC Corporate Bond - Domestic 235825AH9 299 295,000 PRN   SOLE   295,000 0 0
DANA INC Corporate Bond - Domestic 235825AJ5 1,144 1,145,000 PRN   SOLE   1,145,000 0 0
DANAHER CORPORATION Common Stock - Domestic 235851102 13,791 41,916 SH   SOLE   41,916 0 0
DARDEN RESTAURANTS INC Common Stock - Domestic 237194105 1,394 9,257 SH   SOLE   9,257 0 0
DARLING INGREDIENTS INC Common Stock - Domestic 237266101 1,693 24,430 SH   SOLE   24,430 0 0
DATADOG INC Common Stock - Domestic 23804L103 1,506 8,456 SH   SOLE   8,456 0 0
DAVITA INC Common Stock - Domestic 23918K108 477 4,191 SH   SOLE   4,191 0 0
DCP MIDSTREAM LLC Corporate Bond - Domestic 23311RAA4 991 740,000 PRN   SOLE   740,000 0 0
DCP MIDSTREAM LLC Corporate Bond - Domestic 26439XAH6 393 300,000 PRN   SOLE   300,000 0 0
DCP MIDSTREAM OPERATING PL Corporate Bond - Domestic 23311VAF4 1,252 1,005,000 PRN   SOLE   1,005,000 0 0
DCP MIDSTREAM OPERATING PL Corporate Bond - Domestic 23311VAJ6 339 300,000 PRN   SOLE   300,000 0 0
DCP MIDSTREAM OPERATING PL Corporate Bond - Domestic 23311VAK3 298 295,000 PRN   SOLE   295,000 0 0
DEALER TIRE LLC Corporate Bond - Domestic 24229JAA1 1,266 1,215,000 PRN   SOLE   1,215,000 0 0
DECKERS OUTDOOR CORP Common Stock - Domestic 243537107 1,615 4,409 SH   SOLE   4,409 0 0
DEERE & CO Common Stock - Domestic 244199105 5,343 15,583 SH   SOLE   15,583 0 0
DEERFIELD (DUFF & PHELPS/DAKOTA HOLDINGS) T/L (2/20) Bank Loan 0LX186124 495 493,750 PRN   SOLE   493,750 0 0
DELEK LOGISTICS PARTNERS LP Corporate Bond - Domestic 24665FAC6 307 295,000 PRN   SOLE   295,000 0 0
DELL INC Corporate Bond - Domestic 247025AE9 370 295,000 PRN   SOLE   295,000 0 0
DELL TECHNOLOGIES INC Common Stock - Domestic 24703L202 23,297 414,764 SH   SOLE   414,764 0 0
DELTA AIR LINES INC Corporate Bond - Domestic 247361ZN1 320 300,000 PRN   SOLE   300,000 0 0
DELTA AIR LINES INC Corporate Bond - Domestic 247361ZT8 1,207 1,175,000 PRN   SOLE   1,175,000 0 0
DELTA AIR LINES INC DEL Common Stock - Domestic 247361702 2,098 53,676 SH   SOLE   53,676 0 0
DELTA AIR LINES INC DEL Corporate Bond - Domestic 247361ZU5 5,016 4,915,000 PRN   SOLE   4,915,000 0 0
DELTA AIR LINES INC DEL Corporate Bond - Domestic 247361ZZ4 5,249 4,455,000 PRN   SOLE   4,455,000 0 0
DENTSPLY SIRONA INC Common Stock - Domestic 24906P109 632 11,323 SH   SOLE   11,323 0 0
DEVON ENERGY CORP NEW Common Stock - Domestic 25179M103 6,075 137,922 SH   SOLE   137,922 0 0
DEXCOM INC Common Stock - Domestic 252131107 5,608 10,445 SH   SOLE   10,445 0 0
DIAGEO PLC Common Stock - Foreign US$ 25243Q205 987 4,485 SH   SOLE   4,485 0 0
DIAMONDBACK ENERGY INC Common Stock - Domestic 25278X109 17,536 162,595 SH   SOLE   162,595 0 0
DICKS SPORTING GOODS INC Common Stock - Domestic 253393102 10,219 88,872 SH   SOLE   88,872 0 0
DIGI INTL INC Common Stock - Domestic 253798102 1,684 68,552 SH   SOLE   68,552 0 0
DIGITAL RLTY TR INC REIT - Domestic 253868103 76,262 431,174 SH   SOLE   431,174 0 0
DIGITAL TURBINE INC Common Stock - Domestic 25400W102 732 12,009 SH   SOLE   12,009 0 0
DIGITALBRIDGE GROUP INC REIT - Domestic 25401T108 45,154 5,420,675 SH   SOLE   5,420,675 0 0
DIRECTV FING LLC / DIRECTV Corporate Bond - Domestic 25461LAA0 3,684 3,595,000 PRN   SOLE   3,595,000 0 0
DISCOVER FINL SVCS Common Stock - Domestic 254709108 5,294 45,814 SH   SOLE   45,814 0 0
DISCOVERY INC Common Stock - Domestic 25470F104 13,157 558,919 SH   SOLE   558,919 0 0
DISCOVERY INC Common Stock - Domestic 25470F302 361 15,782 SH   SOLE   15,782 0 0
DISH DBS CORPORATION Corporate Bond - Domestic 25470XAY1 312 295,000 PRN   SOLE   295,000 0 0
DISH DBS CORPORATION Corporate Bond - Domestic 25470XBB0 3,712 3,660,000 PRN   SOLE   3,660,000 0 0
DISH DBS CORPORATION Corporate Bond - Domestic 25470XBD6 1,759 1,930,000 PRN   SOLE   1,930,000 0 0
DISH DBS CORPORATION Corporate Bond - Domestic 25470XBE4 1,246 1,225,000 PRN   SOLE   1,225,000 0 0
DISH DBS CORPORATION Corporate Bond - Domestic 25470XBF1 2,783 2,750,000 PRN   SOLE   2,750,000 0 0
DISH NETWORK CORPORATION Common Stock - Domestic 25470M109 484 14,911 SH   SOLE   14,911 0 0
DISNEY WALT CO Common Stock - Domestic 254687106 14,621 94,399 SH   SOLE   94,399 0 0
DOCUSIGN INC Common Stock - Domestic 256163106 896 5,881 SH   SOLE   5,881 0 0
DOLLAR GEN CORP NEW Common Stock - Domestic 256677105 3,339 14,160 SH   SOLE   14,160 0 0
DOLLAR TREE INC Common Stock - Domestic 256746108 3,045 21,672 SH   SOLE   21,672 0 0
DOMINION ENERGY INC Common Stock - Domestic 25746U109 3,369 42,879 SH   SOLE   42,879 0 0
DOMINOS PIZZA INC Common Stock - Domestic 25754A201 2,168 3,841 SH   SOLE   3,841 0 0
DONALDSON INC Common Stock - Domestic 257651109 778 13,130 SH   SOLE   13,130 0 0
DORIAN LPG LTD Common Stock - Foreign US$ Y2106R110 5,455 429,869 SH   SOLE   429,869 0 0
DORNOCH DEBT MERGER SUB INC Corporate Bond - Domestic 25830JAA9 1,345 1,360,000 PRN   SOLE   1,360,000 0 0
DOUGLAS ELLIMAN INC Common Stock - Domestic 25961D105 2,878 250,303 SH   SOLE   250,303 0 0
DOUGLAS EMMETT INC REIT - Domestic 25960P109 575 17,174 SH   SOLE   17,174 0 0
DOVER CORP Common Stock - Domestic 260003108 1,693 9,322 SH   SOLE   9,322 0 0
DOW INC Common Stock - Domestic 260557103 30,642 540,236 SH   SOLE   540,236 0 0
DPL INC Corporate Bond - Domestic 233293AR0 544 520,000 PRN   SOLE   520,000 0 0
DRAFTKINGS INC Common Stock - Domestic 26142R104 58 2,094 SH   SOLE   2,094 0 0
DROPBOX INC Common Stock - Domestic 26210C104 4,574 186,377 SH   SOLE   186,377 0 0
DRYDEN 65 CLO 2018-65 Asset Backed Security 26252AAA5 580 600,000 PRN   SOLE   600,000 0 0
DT MIDSTREAM INC Common Stock - Domestic 23345M107 465 9,697 SH   SOLE   9,697 0 0
DT MIDSTREAM INC Corporate Bond - Domestic 23345MAA5 302 295,000 PRN   SOLE   295,000 0 0
DTE ENERGY CO Common Stock - Domestic 233331107 1,206 10,092 SH   SOLE   10,092 0 0
DUKE ENERGY CORP NEW Common Stock - Domestic 26441C204 4,262 40,627 SH   SOLE   40,627 0 0
DUKE REALTY CORP REIT - Domestic 264411505 73,167 1,114,674 SH   SOLE   1,114,674 0 0
Dun & Bradstreet T/L (Star Merger) Bank Loan 0LX178432 490 491,288 PRN   SOLE   491,288 0 0
DUPONT DE NEMOURS INC Common Stock - Domestic 26614N102 3,021 37,399 SH   SOLE   37,399 0 0
DXC TECHNOLOGY CO Common Stock - Domestic 23355L106 3,842 119,362 SH   SOLE   119,362 0 0
DYCOM INDS INC Common Stock - Domestic 267475101 300 3,199 SH   SOLE   3,199 0 0
DYNASTY ACQUISTION CO T/L B (2/20) (STANDARD AERO) Bank Loan 0LX185614 311 318,671 PRN   SOLE   318,671 0 0
DYNASTY ACQUISTION T/L (STANDARD AERO) 2/20 (CAD) Bank Loan 0LX185730 167 171,329 PRN   SOLE   171,329 0 0
DYNATRACE INC Common Stock - Domestic 268150109 62 1,031 SH   SOLE   1,031 0 0
EAGLE MATLS INC Common Stock - Domestic 26969P108 4,491 26,980 SH   SOLE   26,980 0 0
EAGLE PHARMACEUTICALS INC Common Stock - Domestic 269796108 1,323 25,979 SH   SOLE   25,979 0 0
EAGLE PT CR CO LLC COM Closed End Fund 269808101 27 1,905 PRN   SOLE   1,905 0 0
EAST WEST BANCORP INC Common Stock - Domestic 27579R104 1,499 19,046 SH   SOLE   19,046 0 0
EASTGROUP PPTYS INC REIT - Domestic 277276101 22,693 99,595 SH   SOLE   99,595 0 0
EASTMAN CHEM CO Common Stock - Domestic 277432100 1,710 14,146 SH   SOLE   14,146 0 0
EATON CORP PLC Common Stock - Foreign US$ G29183103 3,899 22,561 SH   SOLE   22,561 0 0
EBAY INC. Common Stock - Domestic 278642103 3,892 58,522 SH   SOLE   58,522 0 0
ECOLAB INC Common Stock - Domestic 278865100 4,770 20,334 SH   SOLE   20,334 0 0
EDGEWELL PERSONAL CARE CO Corporate Bond - Domestic 28035QAB8 298 295,000 PRN   SOLE   295,000 0 0
EDISON INTL Common Stock - Domestic 281020107 1,657 24,277 SH   SOLE   24,277 0 0
EDWARDS LIFESCIENCES CORP Common Stock - Domestic 28176E108 5,085 39,254 SH   SOLE   39,254 0 0
ELECTRONIC ARTS INC Common Stock - Domestic 285512109 3,127 23,710 SH   SOLE   23,710 0 0
EMCOR GROUP INC Common Stock - Domestic 29084Q100 909 7,135 SH   SOLE   7,135 0 0
EMERGENT BIOSOLUTIONS INC Common Stock - Domestic 29089Q105 6 139 SH   SOLE   139 0 0
EMERGENT BIOSOLUTIONS INC Corporate Bond - Domestic 29089QAC9 284 295,000 PRN   SOLE   295,000 0 0
EMERSON ELEC CO Common Stock - Domestic 291011104 3,209 34,515 SH   SOLE   34,515 0 0
ENACT HLDGS INC Corporate Bond - Domestic 37255LAA5 4,882 4,465,000 PRN   SOLE   4,465,000 0 0
ENBRIDGE INC Common Stock - Foreign US$ 29250N105 607 15,531 SH   SOLE   15,531 0 0
ENCINO ACQUISITION PARTNERS HO SR GLBL 144A 28 Corporate Bond - Domestic 29254BAA5 307 295,000 PRN   SOLE   295,000 0 0
ENCOMPASS HEALTH CORP Common Stock - Domestic 29261A100 674 10,333 SH   SOLE   10,333 0 0
ENERGIZER HLDGS INC Corporate Bond - Domestic 29272WAC3 3,171 3,100,000 PRN   SOLE   3,100,000 0 0
ENERGIZER HLDGS INC NEW Common Stock - Domestic 29272W109 250 6,223 SH   SOLE   6,223 0 0
ENERGY TRANSFER L P Common Stock - Partnership Domestic 29273V100 976 118,549 SH   SOLE   118,549 0 0
ENERSYS Common Stock - Domestic 29275Y102 351 4,442 SH   SOLE   4,442 0 0
ENERSYS Corporate Bond - Domestic 29275YAC6 306 295,000 PRN   SOLE   295,000 0 0
ENI S P A Common Stock - Foreign US$ 26874R108 2,495 90,234 SH   SOLE   90,234 0 0
ENLINK MIDSTREAM LLC Common Stock - Partnership Domestic 29336T100 614 89,116 SH   SOLE   89,116 0 0
ENLINK MIDSTREAM PARTNERS LP SR NT 5.05 percent 45 Corporate Bond - Domestic 29336UAD9 643 665,000 PRN   SOLE   665,000 0 0
ENLINK MIDSTREAM PARTNERS LP SR NT 5.45 percent 47 Corporate Bond - Domestic 29336UAG2 1,076 1,065,000 PRN   SOLE   1,065,000 0 0
ENLINK MIDSTREAM PARTNERS LP SR NT 5.6 percent 44 Corporate Bond - Domestic 29336UAC1 1,212 1,200,000 PRN   SOLE   1,200,000 0 0
ENPHASE ENERGY INC Common Stock - Domestic 29355A107 5,274 28,831 SH   SOLE   28,831 0 0
ENTEGRIS INC Common Stock - Domestic 29362U104 60 433 SH   SOLE   433 0 0
ENTEGRIS INC Corporate Bond - Domestic 29362UAD6 296 295,000 PRN   SOLE   295,000 0 0
ENTERCOM MEDIA CORP Corporate Bond - Domestic 29365DAA7 688 695,000 PRN   SOLE   695,000 0 0
ENTERCOM MEDIA CORP Corporate Bond - Domestic 29365DAB5 289 295,000 PRN   SOLE   295,000 0 0
ENTERGY CORP NEW Common Stock - Domestic 29364G103 1,373 12,192 SH   SOLE   12,192 0 0
ENTERPRISE PRODS PARTNERS L P COM Common Stock - Partnership Domestic 293792107 1,706 77,694 SH   SOLE   77,694 0 0
ENVESTNET INC Common Stock - Domestic 29404K106 598 7,536 SH   SOLE   7,536 0 0
ENVISTA HOLDINGS CORPORATION COM Common Stock - Domestic 29415F104 1,017 22,567 SH   SOLE   22,567 0 0
EOG RES INC Common Stock - Domestic 26875P101 2,699 30,389 SH   SOLE   30,389 0 0
EPAM SYS INC Common Stock - Domestic 29414B104 2,258 3,378 SH   SOLE   3,378 0 0
EPICOR SOFTWARE T/L B (7/20) Bank Loan 0LX189137 495 495,000 PRN   SOLE   495,000 0 0
EPR PPTYS Corporate Bond - Domestic 26884UAB5 5,239 4,915,000 PRN   SOLE   4,915,000 0 0
EPR PPTYS Corporate Bond - Domestic 26884UAC3 321 300,000 PRN   SOLE   300,000 0 0
EPR PPTYS Corporate Bond - Domestic 26884UAD1 317 300,000 PRN   SOLE   300,000 0 0
EPR PPTYS Corporate Bond - Domestic 26884UAG4 1,225 1,235,000 PRN   SOLE   1,235,000 0 0
EPR PPTYS REIT - Domestic 26884U109 370 7,789 SH   SOLE   7,789 0 0
EQT CORP Common Stock - Domestic 26884L109 680 31,199 SH   SOLE   31,199 0 0
EQT CORP Corporate Bond - Domestic 26884LAF6 323 300,000 PRN   SOLE   300,000 0 0
EQT CORP Corporate Bond - Domestic 26884LAM1 5,051 4,915,000 PRN   SOLE   4,915,000 0 0
EQUIFAX INC Common Stock - Domestic 294429105 2,581 8,814 SH   SOLE   8,814 0 0
EQUINIX INC REIT - Domestic 29444U700 245,242 289,939 SH   SOLE   289,939 0 0
EQUINOR ASA Common Stock - Foreign US$ 29446M102 1,518 57,634 SH   SOLE   57,634 0 0
EQUITRANS MIDSTREAM CORP Common Stock - Domestic 294600101 1,190 115,083 SH   SOLE   115,083 0 0
EQUITRANS MIDSTREAM CORP Corporate Bond - Domestic 26885BAB6 308 300,000 PRN   SOLE   300,000 0 0
EQUITRANS MIDSTREAM CORP Corporate Bond - Domestic 26885BAE0 1,156 950,000 PRN   SOLE   950,000 0 0
EQUITRANS MIDSTREAM CORP Corporate Bond - Domestic 26885BAH3 336 300,000 PRN   SOLE   300,000 0 0
EQUITY RESIDENTIAL REIT - Domestic 29476L107 1,672 18,471 SH   SOLE   18,471 0 0
ERICSSON Common Stock - Foreign US$ 294821608 1,311 120,588 SH   SOLE   120,588 0 0
ESSENT GROUP LTD Common Stock - Foreign US$ G3198U102 535 11,756 SH   SOLE   11,756 0 0
ESSENTIAL UTILS INC Common Stock - Domestic 29670G102 1,248 23,246 SH   SOLE   23,246 0 0
ESSEX PPTY TR INC REIT - Domestic 297178105 1,201 3,411 SH   SOLE   3,411 0 0
ETHAN ALLEN INTERIORS INC Common Stock - Domestic 297602104 4,007 152,399 SH   SOLE   152,399 0 0
ETSY INC Common Stock - Domestic 29786A106 5,141 23,481 SH   SOLE   23,481 0 0
EVERCORE INC Common Stock - Domestic 29977A105 843 6,208 SH   SOLE   6,208 0 0
EVEREST RE GROUP LTD Common Stock - Foreign US$ G3223R108 571 2,083 SH   SOLE   2,083 0 0
EVERGY INC Common Stock - Domestic 30034W106 885 12,898 SH   SOLE   12,898 0 0
EVERSOURCE ENERGY Common Stock - Domestic 30040W108 1,690 18,574 SH   SOLE   18,574 0 0
EXACT SCIENCES CORP Common Stock - Domestic 30063P105 62 803 SH   SOLE   803 0 0
EXELIXIS INC Common Stock - Domestic 30161Q104 2,606 142,575 SH   SOLE   142,575 0 0
EXELON CORP Common Stock - Domestic 30161N101 4,782 82,797 SH   SOLE   82,797 0 0
EXPEDIA GROUP INC Common Stock - Domestic 30212P303 23,602 130,599 SH   SOLE   130,599 0 0
EXPEDITORS INTL WASH INC Common Stock - Domestic 302130109 2,171 16,167 SH   SOLE   16,167 0 0
EXTERRAN ENERGY SOLUTIONS LP SR GLBL NT 25 Corporate Bond - Domestic 30227KAE9 1,862 2,000,000 PRN   SOLE   2,000,000 0 0
EXTRA SPACE STORAGE INC REIT - Domestic 30225T102 1,907 8,413 SH   SOLE   8,413 0 0
EXTREME NETWORKS INC Common Stock - Domestic 30226D106 5,714 363,960 SH   SOLE   363,960 0 0
EXXON MOBIL CORP Common Stock - Domestic 30231G102 40,433 660,771 SH   SOLE   660,771 0 0
F N B CORP Common Stock - Domestic 302520101 406 33,465 SH   SOLE   33,465 0 0
F5 INC Common Stock - Domestic 315616102 1,098 4,485 SH   SOLE   4,485 0 0
FACTSET RESH SYS INC Common Stock - Domestic 303075105 932 1,917 SH   SOLE   1,917 0 0
FAIR ISAAC CORP Common Stock - Domestic 303250104 1,654 3,814 SH   SOLE   3,814 0 0
FAIR ISAAC CORP Corporate Bond - Domestic 303250AE4 324 295,000 PRN   SOLE   295,000 0 0
FASTENAL CO Common Stock - Domestic 311900104 3,350 52,294 SH   SOLE   52,294 0 0
FASTLY INC Common Stock - Domestic 31188V100 56 1,574 SH   SOLE   1,574 0 0
FEDERAL RLTY INVT TR REIT - Domestic 313747206 496 3,642 SH   SOLE   3,642 0 0
FEDERATED HERMES INC Common Stock - Domestic 314211103 367 9,766 SH   SOLE   9,766 0 0
FEDEX CORP Common Stock - Domestic 31428X106 3,627 14,025 SH   SOLE   14,025 0 0
FERRELLGAS ESCROW LLC / FG OPE SR GLBL 144A 26 Corporate Bond - Domestic 315289AA6 983 1,015,000 PRN   SOLE   1,015,000 0 0
FERRELLGAS ESCROW LLC / FG OPE SR GLBL 144A 29 Corporate Bond - Domestic 315289AC2 286 295,000 PRN   SOLE   295,000 0 0
FIDELITY NATL INFORMATION SVCS COM Common Stock - Domestic 31620M106 3,850 35,274 SH   SOLE   35,274 0 0
FIFTH THIRD BANCORP Common Stock - Domestic 316773100 1,549 35,557 SH   SOLE   35,557 0 0
FIRST AMERN FINL CORP Common Stock - Domestic 31847R102 895 11,442 SH   SOLE   11,442 0 0
FIRST CTZNS BANCSHARES INC N C COM NEW Common Stock - Domestic 125581801 528 10,279 SH   SOLE   10,279 0 0
FIRST CTZNS BK&TR RALEIGH NC SUB GLBL NT 28 Corporate Bond - Domestic 125581GX0 7,356 6,085,000 PRN   SOLE   6,085,000 0 0
FIRST FINL BANKSHARES INC Common Stock - Domestic 32020R109 652 12,827 SH   SOLE   12,827 0 0
FIRST HORIZON CORPORATION Common Stock - Domestic 320517105 916 56,100 SH   SOLE   56,100 0 0
FIRST INDL RLTY TR INC REIT - Domestic 32054K103 21,866 330,299 SH   SOLE   330,299 0 0
FIRST REP BK SAN FRANCISCO CAL COM Common Stock - Domestic 33616C100 1,931 9,350 SH   SOLE   9,350 0 0
FIRST SOLAR INC Common Stock - Domestic 336433107 862 9,895 SH   SOLE   9,895 0 0
FIRSTCASH HOLDINGS INC Common Stock - Domestic 33768G107 320 4,273 SH   SOLE   4,273 0 0
FIRSTCASH HOLDINGS INC Corporate Bond - Domestic 33767DAB1 625 625,000 PRN   SOLE   625,000 0 0
FIRSTENERGY CORP Common Stock - Domestic 337932107 1,462 35,153 SH   SOLE   35,153 0 0
FIRSTENERGY CORP Corporate Bond - Domestic 337932AJ6 2,738 2,295,000 PRN   SOLE   2,295,000 0 0
FIRSTENERGY TRANSMISSION LLC SR 144A NT 25 Corporate Bond - Domestic 33767BAB5 5,470 5,140,000 PRN   SOLE   5,140,000 0 0
FISERV INC Common Stock - Domestic 337738108 5,721 55,123 SH   SOLE   55,123 0 0
FIVE BELOW INC Common Stock - Domestic 33829M101 1,926 9,307 SH   SOLE   9,307 0 0
FIVERR INTL LTD Common Stock - Foreign US$ M4R82T106 28 243 SH   SOLE   243 0 0
FLEETCOR TECHNOLOGIES INC Common Stock - Domestic 339041105 1,271 5,679 SH   SOLE   5,679 0 0
FLOWERS FOODS INC Common Stock - Domestic 343498101 563 20,499 SH   SOLE   20,499 0 0
FLOWSERVE CORP Common Stock - Domestic 34354P105 415 13,565 SH   SOLE   13,565 0 0
FLUOR CORP Corporate Bond - Domestic 343412AF9 935 890,000 PRN   SOLE   890,000 0 0
FLUOR CORP NEW Common Stock - Domestic 343412102 323 13,042 SH   SOLE   13,042 0 0
FMC CORP Common Stock - Domestic 302491303 1,600 14,564 SH   SOLE   14,564 0 0
FOMENTO ECONOMICO MEXICANO SAB SPON ADR UNITS Common Stock - Foreign US$ 344419106 144 1,850 SH   SOLE   1,850 0 0
FOOT LOCKER INC Common Stock - Domestic 344849104 4,767 109,251 SH   SOLE   109,251 0 0
FOOT LOCKER INC Corporate Bond - Domestic 344849AA2 296 295,000 PRN   SOLE   295,000 0 0
FORD MTR CO DEL Common Stock - Domestic 345370860 5,512 265,369 SH   SOLE   265,369 0 0
FORD MTR CO DEL Corporate Bond - Domestic 345370BY5 355 295,000 PRN   SOLE   295,000 0 0
FORD MTR CO DEL Corporate Bond - Domestic 345370CA6 2,542 1,875,000 PRN   SOLE   1,875,000 0 0
FORD MTR CO DEL Corporate Bond - Domestic 345370CR9 328 300,000 PRN   SOLE   300,000 0 0
FORD MTR CO DEL Corporate Bond - Domestic 345370CW8 6,015 4,915,000 PRN   SOLE   4,915,000 0 0
FORD MTR CO DEL Corporate Bond - Domestic 345370CX6 440 300,000 PRN   SOLE   300,000 0 0
FORD MTR CO DEL Corporate Bond - Domestic 345370DA5 3,950 3,850,000 PRN   SOLE   3,850,000 0 0
FORESTAR GROUP INC Corporate Bond - Domestic 346232AF8 3,548 3,535,000 PRN   SOLE   3,535,000 0 0
FORRESTER RESH INC Common Stock - Domestic 346563109 3,183 54,200 SH   SOLE   54,200 0 0
FORTINET INC Common Stock - Domestic 34959E109 8,497 23,643 SH   SOLE   23,643 0 0
FORTIS INC Common Stock - Foreign US$ 349553107 175 3,623 SH   SOLE   3,623 0 0
FORTIVE CORP Common Stock - Domestic 34959J108 1,750 22,939 SH   SOLE   22,939 0 0
FORTRESS TRANSN & INFRA INVS L SR GLBL 144A 28 Corporate Bond - Domestic 34960PAD3 1,659 1,625,000 PRN   SOLE   1,625,000 0 0
FORTUNE BRANDS HOME & SEC INC COM Common Stock - Domestic 34964C106 1,082 10,126 SH   SOLE   10,126 0 0
FOSSIL GROUP INC Common Stock - Domestic 34988V106 2,329 226,336 SH   SOLE   226,336 0 0
FOUNDATION BLDG MATLS INC Corporate Bond - Domestic 350392AA4 1,323 1,345,000 PRN   SOLE   1,345,000 0 0
FOX CORP Common Stock - Domestic 35137L105 13,470 365,038 SH   SOLE   365,038 0 0
FOX CORP Common Stock - Domestic 35137L204 263 7,680 SH   SOLE   7,680 0 0
FOX FACTORY HLDG CORP Common Stock - Domestic 35138V102 1,004 5,904 SH   SOLE   5,904 0 0
FRANCO NEV CORP Common Stock - Foreign US$ 351858105 203 1,467 SH   SOLE   1,467 0 0
FRANKLIN RESOURCES INC Common Stock - Domestic 354613101 3,916 116,938 SH   SOLE   116,938 0 0
FREEDOM MORTGAGE CORPORATION SR 144A NT 26 Corporate Bond - Domestic 35640YAF4 4,539 4,440,000 PRN   SOLE   4,440,000 0 0
FREEDOM MORTGAGE CORPORATION SR 144A NT 27 Corporate Bond - Domestic 35640YAG2 294 300,000 PRN   SOLE   300,000 0 0
FREEPORT MCMORAN INC Corporate Bond - Domestic 35671DBC8 3,355 2,665,000 PRN   SOLE   2,665,000 0 0
FREEPORT MCMORAN INC Corporate Bond - Domestic 35671DBJ3 1,304 1,070,000 PRN   SOLE   1,070,000 0 0
FREEPORT MCMORAN INC Corporate Bond - Domestic 35671DCF0 317 300,000 PRN   SOLE   300,000 0 0
FREEPORT-MCMORAN COPPER & GOLD SR GLBL NT 30 Corporate Bond - Domestic 35671DCH6 322 300,000 PRN   SOLE   300,000 0 0
FREEPORT-MCMORAN INC Common Stock - Domestic 35671D857 36,617 877,484 SH   SOLE   877,484 0 0
FREEPORT-MCMORAN INC Corporate Bond - Domestic 35671DCD5 5,390 4,915,000 PRN   SOLE   4,915,000 0 0
FRESENIUS MED CARE AG&CO KGAA SPONSORED ADR Common Stock - Foreign US$ 358029106 99 3,065 SH   SOLE   3,065 0 0
FRONTIER COMMUNICATIONS HLDGS SR SEC GLBL 30 Corporate Bond - Domestic 35908MAB6 297 295,000 PRN   SOLE   295,000 0 0
FRONTIER COMMUNICATIONS HLDGS SR SEC GLBL NT29 Corporate Bond - Domestic 35908MAA8 295 295,000 PRN   SOLE   295,000 0 0
FRONTIER COMMUNICATIONS PARENT SR SEC GLBL 27 Corporate Bond - Domestic 35906ABE7 5,205 4,915,000 PRN   SOLE   4,915,000 0 0
FRONTIER COMMUNICATIONS PARENT SR SEC GLBL 28 Corporate Bond - Domestic 35906ABF4 1,357 1,315,000 PRN   SOLE   1,315,000 0 0
FRONTIER COMMUNICATIONS PARENT SR SEC GLBL 29 Corporate Bond - Domestic 35906ABG2 312 300,000 PRN   SOLE   300,000 0 0
FTI CONSULTING INC Common Stock - Domestic 302941109 684 4,460 SH   SOLE   4,460 0 0
FULGENT GENETICS INC Common Stock - Domestic 359664109 14,745 146,583 SH   SOLE   146,583 0 0
FULL HSE RESORTS INC Corporate Bond - Domestic 359678AC3 820 780,000 PRN   SOLE   780,000 0 0
FULTON FINL CORP PA Common Stock - Domestic 360271100 287 16,900 SH   SOLE   16,900 0 0
FUTUREFUEL CORP Common Stock - Domestic 36116M106 1,185 155,170 SH   SOLE   155,170 0 0
G III APPAREL GROUP LTD Common Stock - Domestic 36237H101 6,977 252,428 SH   SOLE   252,428 0 0
GALAPAGOS NV Common Stock - Foreign US$ 36315X101 15 280 SH   SOLE   280 0 0
GALLAGHER ARTHUR J & CO Common Stock - Domestic 363576109 1,829 10,782 SH   SOLE   10,782 0 0
GAMESTOP CORP NEW Common Stock - Domestic 36467W109 1,978 13,327 SH   SOLE   13,327 0 0
GANNETT HOLDINGS LLC Corporate Bond - Domestic 36474GAA3 3,609 3,530,000 PRN   SOLE   3,530,000 0 0
GAP INC Common Stock - Domestic 364760108 3,651 206,858 SH   SOLE   206,858 0 0
GAP INC Corporate Bond - Domestic 364760AP3 292 295,000 PRN   SOLE   295,000 0 0
GARMIN LTD Common Stock - Foreign US$ H2906T109 1,485 10,902 SH   SOLE   10,902 0 0
GARTNER INC Common Stock - Domestic 366651107 2,678 8,011 SH   SOLE   8,011 0 0
GARTNER INC Corporate Bond - Domestic 366651AG2 299 295,000 PRN   SOLE   295,000 0 0
GATX CORP Common Stock - Domestic 361448103 382 3,664 SH   SOLE   3,664 0 0
GCI LLC Corporate Bond - Domestic 36166TAB6 303 295,000 PRN   SOLE   295,000 0 0
GDS HLDGS LTD Common Stock - Foreign US$ 36165L108 52,159 1,106,010 SH   SOLE   1,106,010 0 0
GENERAC HLDGS INC Common Stock - Domestic 368736104 4,457 12,665 SH   SOLE   12,665 0 0
GENERAL DYNAMICS CORP Common Stock - Domestic 369550108 2,909 13,955 SH   SOLE   13,955 0 0
GENERAL ELECTRIC CO Common Stock - Domestic 369604301 5,727 60,624 SH   SOLE   60,624 0 0
GENERAL MLS INC Common Stock - Domestic 370334104 2,185 32,424 SH   SOLE   32,424 0 0
GENERAL MTRS CO Common Stock - Domestic 37045V100 4,842 82,592 SH   SOLE   82,592 0 0
GENESCO INC Common Stock - Domestic 371532102 6,619 103,146 SH   SOLE   103,146 0 0
GENESIS ENERGY L P Common Stock - Partnership Domestic 371927104 81 7,531 SH   SOLE   7,531 0 0
GENESIS ENERGY LP Corporate Bond - Domestic 37185LAM4 1,630 1,580,000 PRN   SOLE   1,580,000 0 0
GENMAB A/S Common Stock - Foreign US$ 372303206 201 5,084 SH   SOLE   5,084 0 0
GENPACT LIMITED Common Stock - Foreign US$ G3922B107 962 18,124 SH   SOLE   18,124 0 0
GENTEX CORP Common Stock - Domestic 371901109 919 26,358 SH   SOLE   26,358 0 0
GENUINE PARTS CO Common Stock - Domestic 372460105 1,447 10,322 SH   SOLE   10,322 0 0
GENWORTH HLDGS INC Corporate Bond - Domestic 37247DAB2 837 805,000 PRN   SOLE   805,000 0 0
GENWORTH HLDGS INC Corporate Bond - Domestic 372491AG5 5,117 4,915,000 PRN   SOLE   4,915,000 0 0
GEO GROUP INC NEW REIT - Domestic 36162J106 9,359 1,207,589 SH   SOLE   1,207,589 0 0
GFL ENVIRONMENTAL T/L (12/20) Bank Loan 0LX191503 252 251,239 PRN   SOLE   251,239 0 0
GILEAD SCIENCES INC Common Stock - Domestic 375558103 35,850 493,739 SH   SOLE   493,739 0 0
GLACIER BANCORP INC NEW Common Stock - Domestic 37637Q105 632 11,150 SH   SOLE   11,150 0 0
GLATFELTER CORPORATION Common Stock - Domestic 377320106 2,912 169,319 SH   SOLE   169,319 0 0
GLATFELTER CORPORATION Corporate Bond - Domestic 377320AA4 305 295,000 PRN   SOLE   295,000 0 0
GLAXOSMITHKLINE PLC Common Stock - Foreign US$ 37733W105 3,855 87,419 SH   SOLE   87,419 0 0
GLOBAL CASH ACCESS INC Corporate Bond - Domestic 30034TAA1 592 585,000 PRN   SOLE   585,000 0 0
GLOBAL E ONLINE LTD Common Stock - Foreign US$ M5216V106 14 215 SH   SOLE   215 0 0
GLOBAL INFRASTRUCTURE SOLUTION SR 144A NT 29 Corporate Bond - Domestic 37960XAA5 1,263 1,230,000 PRN   SOLE   1,230,000 0 0
GLOBAL NET LEASE INC & GLOBAL SR GLBL 144A 27 Corporate Bond - Domestic 37892AAA8 2,651 2,710,000 PRN   SOLE   2,710,000 0 0
GLOBAL PARTNERS LP Corporate Bond - Domestic 37954FAG9 5,104 4,915,000 PRN   SOLE   4,915,000 0 0
GLOBAL PMTS INC Common Stock - Domestic 37940X102 5,509 40,752 SH   SOLE   40,752 0 0
GLOBE LIFE INC Common Stock - Domestic 37959E102 453 4,838 SH   SOLE   4,838 0 0
GLOBUS MED INC Common Stock - Domestic 379577208 739 10,242 SH   SOLE   10,242 0 0
GLP CAP LP/GLP FING II INC Corporate Bond - Domestic 361841AH2 329 295,000 PRN   SOLE   295,000 0 0
GLP CAP LP/GLP FING II INC Corporate Bond - Domestic 361841AJ8 5,389 4,915,000 PRN   SOLE   4,915,000 0 0
GLP CAP LP/GLP FING II INC Corporate Bond - Domestic 361841AQ2 1,357 1,270,000 PRN   SOLE   1,270,000 0 0
GO DADDY OPER CO LLC / GD FIN SR GLBL 144A 29 Corporate Bond - Domestic 38016LAC9 293 295,000 PRN   SOLE   295,000 0 0
GOLDEN NUGGET INC Corporate Bond - Domestic 38113YAE9 501 500,000 PRN   SOLE   500,000 0 0
GOLDMAN SACHS GROUP INC Common Stock - Domestic 38141G104 8,341 21,804 SH   SOLE   21,804 0 0
GOODYEAR TIRE & RUBR CO Common Stock - Domestic 382550101 617 28,937 SH   SOLE   28,937 0 0
GOODYEAR TIRE & RUBR CO Corporate Bond - Domestic 382550BJ9 327 300,000 PRN   SOLE   300,000 0 0
GOODYEAR TIRE & RUBR CO Corporate Bond - Domestic 382550BK6 1,344 1,230,000 PRN   SOLE   1,230,000 0 0
GOODYEAR TIRE & RUBR CO Corporate Bond - Domestic 382550BL4 317 295,000 PRN   SOLE   295,000 0 0
GOODYEAR TIRE & RUBR CO Corporate Bond - Domestic 382550BP5 1,364 1,255,000 PRN   SOLE   1,255,000 0 0
GPS HOSPITALITY HLDG CO LLC Corporate Bond - Domestic 36262BAA0 1,722 1,895,000 PRN   SOLE   1,895,000 0 0
GRACO INC Common Stock - Domestic 384109104 2,265 28,100 SH   SOLE   28,100 0 0
GRAFTECH FINANCE INC Corporate Bond - Domestic 384311AA4 2,730 2,685,000 PRN   SOLE   2,685,000 0 0
GRAHAM HLDGS CO Common Stock - Domestic 384637104 344 546 SH   SOLE   546 0 0
GRAHAM PACKAGING CO INC Corporate Bond - Domestic 384701AA6 1,544 1,490,000 PRN   SOLE   1,490,000 0 0
GRAHAM PACKAGING T/L (2/21) Bank Loan 0LX192845 487 487,381 PRN   SOLE   487,381 0 0
GRAINGER W W INC Common Stock - Domestic 384802104 1,472 2,840 SH   SOLE   2,840 0 0
GRAND CANYON ED INC Common Stock - Domestic 38526M106 2,712 31,647 SH   SOLE   31,647 0 0
GRAPHIC PACKAGING INTL LLC Corporate Bond - Domestic 38869AAA5 325 300,000 PRN   SOLE   300,000 0 0
GRAPHIC PACKAGING INTL LLC Corporate Bond - Domestic 38869AAB3 300 300,000 PRN   SOLE   300,000 0 0
GRAPHIC PACKAGING INTL LLC Corporate Bond - Domestic 38869AAC1 298 300,000 PRN   SOLE   300,000 0 0
GRAPHIC PACKAGING INTL LLC Corporate Bond - Domestic 38869AAD9 461 455,000 PRN   SOLE   455,000 0 0
GRAY ESCROW II INC Corporate Bond - Domestic 389286AA3 1,489 1,445,000 PRN   SOLE   1,445,000 0 0
GRAY TELEVISION INC Corporate Bond - Domestic 389375AL0 806 810,000 PRN   SOLE   810,000 0 0
GREAT LAKES DREDGE & DOCK CORP SR GLBL 144A 29 Corporate Bond - Domestic 390607AF6 1,212 1,175,000 PRN   SOLE   1,175,000 0 0
GREAT OUTDOORS GROUP T/L (BASS PRO) Bank Loan 0LX200647 501 500,000 PRN   SOLE   500,000 0 0
GREIF INC Common Stock - Domestic 397624107 167 2,759 SH   SOLE   2,759 0 0
GROCERY OUTLET HLDG CORP Common Stock - Domestic 39874R101 255 9,031 SH   SOLE   9,031 0 0
GROUP 1 AUTOMOTIVE INC Common Stock - Domestic 398905109 11,785 60,370 SH   SOLE   60,370 0 0
GROUP 1 AUTOMOTIVE INC Corporate Bond - Domestic 398905AN9 319 320,000 PRN   SOLE   320,000 0 0
GRUBHUB HLDGS INC Corporate Bond - Domestic 40010PAA6 4,886 4,915,000 PRN   SOLE   4,915,000 0 0
GULFPORT ENERGY CORP Corporate Bond - Domestic 402635AR7 595 545,000 PRN   SOLE   545,000 0 0
GXO LOGISTICS INCORPORATED Common Stock - Domestic 36262G101 896 9,870 SH   SOLE   9,870 0 0
GYP HOLDINGS III CORPORATION SR GLBL 144A 29 Corporate Bond - Domestic 36261NAA5 296 295,000 PRN   SOLE   295,000 0 0
H B FULLER CO Corporate Bond - Domestic 40410KAA3 5,070 4,915,000 PRN   SOLE   4,915,000 0 0
HAEMONETICS CORP MASS Common Stock - Domestic 405024100 281 5,299 SH   SOLE   5,299 0 0
HAIN CELESTIAL GROUP INC Common Stock - Domestic 405217100 363 8,530 SH   SOLE   8,530 0 0
HALLIBURTON CO Common Stock - Domestic 406216101 4,293 187,698 SH   SOLE   187,698 0 0
HALOZYME THERAPEUTICS INC Common Stock - Domestic 40637H109 600 14,912 SH   SOLE   14,912 0 0
HANCOCK WHITNEY CORPORATION Common Stock - Domestic 410120109 597 11,928 SH   SOLE   11,928 0 0
HANESBRANDS INC Common Stock - Domestic 410345102 5,004 299,302 SH   SOLE   299,302 0 0
HANESBRANDS INC Corporate Bond - Domestic 410345AL6 1,840 1,720,000 PRN   SOLE   1,720,000 0 0
HANOVER INS GROUP INC Common Stock - Domestic 410867105 496 3,787 SH   SOLE   3,787 0 0
HARLEY DAVIDSON INC Common Stock - Domestic 412822108 6,283 166,696 SH   SOLE   166,696 0 0
HARTFORD FINL SVCS GROUP INC COM Common Stock - Domestic 416515104 1,218 17,635 SH   SOLE   17,635 0 0
HARVEST MIDSTREAM I L P Corporate Bond - Domestic 417558AA1 3,204 2,990,000 PRN   SOLE   2,990,000 0 0
HASBRO INC Common Stock - Domestic 418056107 1,291 12,687 SH   SOLE   12,687 0 0
HAT HLDGS I LLC / HAT HLDGS II SR GLBL 144A 26 Corporate Bond - Domestic 418751AE3 298 295,000 PRN   SOLE   295,000 0 0
HAT HLDGS I LLC / HAT HLDGS II SR GLBL 144A 30 Corporate Bond - Domestic 418751AD5 914 915,000 PRN   SOLE   915,000 0 0
HAVERTY FURNITURE COS INC Common Stock - Domestic 419596101 2,578 84,342 SH   SOLE   84,342 0 0
HAWAIIAN ELEC INDUSTRIES Common Stock - Domestic 419870100 472 11,364 SH   SOLE   11,364 0 0
HCA HEALTHCARE INC Common Stock - Domestic 40412C101 4,671 18,181 SH   SOLE   18,181 0 0
HCA INC Corporate Bond - Domestic 404121AH8 338 300,000 PRN   SOLE   300,000 0 0
HCA INC. Corporate Bond - Domestic 404119BR9 5,408 4,915,000 PRN   SOLE   4,915,000 0 0
HCA INC. Corporate Bond - Domestic 404119BS7 339 300,000 PRN   SOLE   300,000 0 0
HEALTHCARE RLTY TR REIT - Domestic 421946104 460 14,545 SH   SOLE   14,545 0 0
HEALTHCARE SVCS GROUP INC Common Stock - Domestic 421906108 2,467 138,671 SH   SOLE   138,671 0 0
HEALTHEQUITY INC Common Stock - Domestic 42226A107 538 12,159 SH   SOLE   12,159 0 0
HEALTHPEAK PROPERTIES INC. REIT - Domestic 42250P103 1,011 28,027 SH   SOLE   28,027 0 0
HECLA MINING COMPANY Corporate Bond - Domestic 422704AH9 5,273 4,915,000 PRN   SOLE   4,915,000 0 0
HEIDRICK & STRUGGLES INTL INC COM Common Stock - Domestic 422819102 4,762 108,901 SH   SOLE   108,901 0 0
HELEN OF TROY LTD Common Stock - Foreign US$ G4388N106 620 2,538 SH   SOLE   2,538 0 0
HENRY JACK & ASSOC INC Common Stock - Domestic 426281101 978 5,858 SH   SOLE   5,858 0 0
HENRY SCHEIN INC Common Stock - Domestic 806407102 556 7,170 SH   SOLE   7,170 0 0
HERSHEY CO Common Stock - Domestic 427866108 1,537 7,942 SH   SOLE   7,942 0 0
HERTZ CORP Corporate Bond - Domestic 428040DA4 297 295,000 PRN   SOLE   295,000 0 0
HERTZ CORP Corporate Bond - Domestic 428040DB2 296 295,000 PRN   SOLE   295,000 0 0
HESS CORP Common Stock - Domestic 42809H107 3,824 51,648 SH   SOLE   51,648 0 0
HESS CORP Corporate Bond - Domestic 023551AJ3 761 570,000 PRN   SOLE   570,000 0 0
HESS CORP Corporate Bond - Domestic 023551AM6 396 295,000 PRN   SOLE   295,000 0 0
HESS CORP Corporate Bond - Domestic 42809HAC1 925 725,000 PRN   SOLE   725,000 0 0
HESS CORP Corporate Bond - Domestic 42809HAD9 1,556 1,255,000 PRN   SOLE   1,255,000 0 0
HESS CORP Corporate Bond - Domestic 42809HAG2 322 295,000 PRN   SOLE   295,000 0 0
HESS MIDSTREAM LP Common Stock - Partnership Domestic 428103105 542 19,610 SH   SOLE   19,610 0 0
HESS MIDSTREAM OPERATIONS LP SR GLBL 144A 28 Corporate Bond - Domestic 428104AA1 5,125 4,915,000 PRN   SOLE   4,915,000 0 0
HEWLETT PACKARD ENTERPRISE CO COM Common Stock - Domestic 42824C109 1,422 90,166 SH   SOLE   90,166 0 0
HEXCEL CORP NEW Common Stock - Domestic 428291108 451 8,706 SH   SOLE   8,706 0 0
HEXCEL CORP NEW Corporate Bond - Domestic 428291AN8 317 295,000 PRN   SOLE   295,000 0 0
HIBBETT INC Common Stock - Domestic 428567101 3,095 43,029 SH   SOLE   43,029 0 0
HIGHWOODS PPTYS INC REIT - Domestic 431284108 483 10,824 SH   SOLE   10,824 0 0
HILCORP ENERGY I L P / HILCORP SR 144A NT 28 Corporate Bond - Domestic 431318AS3 1,826 1,735,000 PRN   SOLE   1,735,000 0 0
HILLENBRAND INC Common Stock - Domestic 431571108 12,602 242,393 SH   SOLE   242,393 0 0
HILLENBRAND INC Corporate Bond - Domestic 431571AB4 329 295,000 PRN   SOLE   295,000 0 0
HILLENBRAND INC Corporate Bond - Domestic 431571AE8 778 775,000 PRN   SOLE   775,000 0 0
HILTON DOMESTIC OPER CO INC Corporate Bond - Domestic 432833AF8 2,954 2,760,000 PRN   SOLE   2,760,000 0 0
HILTON DOMESTIC OPER CO INC Corporate Bond - Domestic 432833AL5 308 300,000 PRN   SOLE   300,000 0 0
HILTON DOMESTIC OPER CO INC Corporate Bond - Domestic 432833AN1 1,515 1,520,000 PRN   SOLE   1,520,000 0 0
HILTON GRAND VACATIONS BORROWE SR GLBL 144A 31 Corporate Bond - Domestic 43284MAB4 456 455,000 PRN   SOLE   455,000 0 0
HILTON GRAND VACATIONS BORROWE SR SEC GLBL 29 Corporate Bond - Domestic 43284MAA6 421 410,000 PRN   SOLE   410,000 0 0
HILTON WORLDWIDE HLDGS INC Common Stock - Domestic 43300A203 3,982 25,530 SH   SOLE   25,530 0 0
HOLLY ENERGY PARTNERS L P Common Stock - Partnership Domestic 435763107 58 3,514 SH   SOLE   3,514 0 0
HOLLY ENERGY PARTNERS L P / Corporate Bond - Domestic 435765AH5 295 295,000 PRN   SOLE   295,000 0 0
HOLLYFRONTIER CORP Common Stock - Domestic 436106108 508 15,511 SH   SOLE   15,511 0 0
HOLOGIC INC Common Stock - Domestic 436440101 15,232 198,960 SH   SOLE   198,960 0 0
HOLOGIC INC Corporate Bond - Domestic 436440AP6 295 295,000 PRN   SOLE   295,000 0 0
HOME BANCSHARES INC Common Stock - Domestic 436893200 385 15,815 SH   SOLE   15,815 0 0
HOME DEPOT INC Common Stock - Domestic 437076102 28,352 68,316 SH   SOLE   68,316 0 0
HOME PT CAPITAL INCORPORATED SR GLBL 144A 26 Corporate Bond - Domestic 43734LAA4 274 295,000 PRN   SOLE   295,000 0 0
HONDA MOTOR LTD Common Stock - Foreign US$ 438128308 378 13,275 SH   SOLE   13,275 0 0
HONEYWELL INTL INC Common Stock - Domestic 438516106 12,313 59,054 SH   SOLE   59,054 0 0
HORMEL FOODS CORP Common Stock - Domestic 440452100 853 17,477 SH   SOLE   17,477 0 0
HOST HOTELS & RESORTS INC REIT - Domestic 44107P104 3,793 218,103 SH   SOLE   218,103 0 0
HOWARD HUGHES CORP Corporate Bond - Domestic 44267DAF4 384 380,000 PRN   SOLE   380,000 0 0
HOWMET AEROSPACE INC Common Stock - Domestic 443201108 4,190 131,631 SH   SOLE   131,631 0 0
HOWMET AEROSPACE INC Corporate Bond - Domestic 013817AJ0 337 295,000 PRN   SOLE   295,000 0 0
HOWMET AEROSPACE INC Corporate Bond - Domestic 013817AK7 2,362 1,995,000 PRN   SOLE   1,995,000 0 0
HOWMET AEROSPACE INC Corporate Bond - Domestic 443201AA6 5,653 4,915,000 PRN   SOLE   4,915,000 0 0
HP INC Common Stock - Domestic 40434L105 28,313 751,599 SH   SOLE   751,599 0 0
HSBC HLDGS PLC Common Stock - Foreign US$ 404280406 967 32,058 SH   SOLE   32,058 0 0
HUB INTERNATIONAL T/L B (04/18) Bank Loan 0LX173150 239 241,875 PRN   SOLE   241,875 0 0
HUB INTL LTD Corporate Bond - Domestic 44332PAG6 1,697 1,645,000 PRN   SOLE   1,645,000 0 0
HUBBELL INC Common Stock - Domestic 443510607 1,179 5,659 SH   SOLE   5,659 0 0
HUDSON PAC PPTYS INC REIT - Domestic 444097109 388 15,718 SH   SOLE   15,718 0 0
HUGHES SATELLITE S Corporate Bond - Domestic 444454AD4 328 300,000 PRN   SOLE   300,000 0 0
HUGHES SATELLITE S Corporate Bond - Domestic 444454AF9 336 300,000 PRN   SOLE   300,000 0 0
HUMANA INC Common Stock - Domestic 444859102 3,099 6,681 SH   SOLE   6,681 0 0
HUNT COS INC Corporate Bond - Domestic 445587AE8 592 600,000 PRN   SOLE   600,000 0 0
HUNT J B TRANS SVCS INC Common Stock - Domestic 445658107 1,226 5,996 SH   SOLE   5,996 0 0
HUNTINGTON BANCSHARES INC Common Stock - Domestic 446150104 1,159 75,166 SH   SOLE   75,166 0 0
HUNTINGTON INGALLS INDS INC Common Stock - Domestic 446413106 5,626 30,126 SH   SOLE   30,126 0 0
HUNTSMAN INTERNATIONAL LLC Corporate Bond - Domestic 44701QBF8 2,917 2,870,000 PRN   SOLE   2,870,000 0 0
HUNTSMAN INTL LLC Corporate Bond - Domestic 44701QBE1 332 300,000 PRN   SOLE   300,000 0 0
HYATT HOTELS CORP Corporate Bond - Domestic 448579AF9 1,671 1,535,000 PRN   SOLE   1,535,000 0 0
HYATT HOTELS CORP Corporate Bond - Domestic 448579AG7 325 300,000 PRN   SOLE   300,000 0 0
HYATT HOTELS CORP Corporate Bond - Domestic 448579AH5 5,454 4,915,000 PRN   SOLE   4,915,000 0 0
HYATT HOTELS CORP Corporate Bond - Domestic 448579AJ1 795 665,000 PRN   SOLE   665,000 0 0
HYATT HOTELS CORP Corporate Bond - Domestic 448579AL6 4,916 4,915,000 PRN   SOLE   4,915,000 0 0
IAA INC Common Stock - Domestic 449253103 943 18,635 SH   SOLE   18,635 0 0
ICAHN ENTERPRISES LP/CORP Corporate Bond - Domestic 451102BZ9 890 865,000 PRN   SOLE   865,000 0 0
ICU MED INC Common Stock - Domestic 44930G107 487 2,052 SH   SOLE   2,052 0 0
IDACORP INC Common Stock - Domestic 451107106 596 5,259 SH   SOLE   5,259 0 0
IDEX CORP Common Stock - Domestic 45167R104 1,265 5,354 SH   SOLE   5,354 0 0
IDEXX LABS INC Common Stock - Domestic 45168D104 5,395 8,193 SH   SOLE   8,193 0 0
IEA ENERGY SVCS LLC Corporate Bond - Domestic 45174AAA0 826 835,000 PRN   SOLE   835,000 0 0
IHEARTCOMMUNICATIONS INC Corporate Bond - Domestic 45174HBE6 5,351 5,140,000 PRN   SOLE   5,140,000 0 0
IHS MARKIT LTD Common Stock - Foreign US$ G47567105 3,078 23,159 SH   SOLE   23,159 0 0
II-VI INC Common Stock - Domestic 902104108 745 10,909 SH   SOLE   10,909 0 0
ILLINOIS TOOL WKS INC Common Stock - Domestic 452308109 3,978 16,118 SH   SOLE   16,118 0 0
ILLUMINA INC Common Stock - Domestic 452327109 5,715 15,023 SH   SOLE   15,023 0 0
IMOLA MERGER CORPORATION Corporate Bond - Domestic 45258LAA5 934 910,000 PRN   SOLE   910,000 0 0
IMPERIAL OIL LTD Common Stock - Foreign US$ 453038408 756 20,935 SH   SOLE   20,935 0 0
INCYTE CORP Common Stock - Domestic 45337C102 718 9,780 SH   SOLE   9,780 0 0
INDUS REALTY TRUST INC Common Stock - Domestic 45580R103 15,187 187,361 SH   SOLE   187,361 0 0
INDUSTRIAL LOGISTICS PPTYS TR COM SHS BEN INT REIT - Domestic 456237106 21,633 863,594 SH   SOLE   863,594 0 0
ING GROEP N.V. Common Stock - Foreign US$ 456837103 878 63,083 SH   SOLE   63,083 0 0
INGERSOLL RAND INC Common Stock - Domestic 45687V106 2,028 32,785 SH   SOLE   32,785 0 0
INGEVITY CORP Common Stock - Domestic 45688C107 316 4,408 SH   SOLE   4,408 0 0
INGREDION INC Common Stock - Domestic 457187102 676 6,992 SH   SOLE   6,992 0 0
INMODE LTD Common Stock - Foreign US$ M5425M103 27 385 SH   SOLE   385 0 0
INNOVATIVE INDL PPTYS INC REIT - Domestic 45781V101 19,593 74,522 SH   SOLE   74,522 0 0
INNOVIVA INC Common Stock - Domestic 45781M101 11,208 649,745 SH   SOLE   649,745 0 0
INSPERITY INC Common Stock - Domestic 45778Q107 436 3,695 SH   SOLE   3,695 0 0
INSTEEL INDS INC Common Stock - Domestic 45774W108 1,662 41,753 SH   SOLE   41,753 0 0
INTEGRA LIFESCIENCES HLDGS CP COM NEW Common Stock - Domestic 457985208 494 7,381 SH   SOLE   7,381 0 0
INTEL CORP Common Stock - Domestic 458140100 43,156 837,988 SH   SOLE   837,988 0 0
INTERACTIVE BROKERS GROUP INC COM CL A Common Stock - Domestic 45841N107 716 9,020 SH   SOLE   9,020 0 0
INTERCONTINENTAL EXCHANGE INC COM Common Stock - Domestic 45866F104 4,793 35,045 SH   SOLE   35,045 0 0
INTERNATIONAL BANCSHARES CORP COM Common Stock - Domestic 459044103 246 5,807 SH   SOLE   5,807 0 0
INTERNATIONAL BUSINESS MACHS COM Common Stock - Domestic 459200101 36,735 274,836 SH   SOLE   274,836 0 0
INTERNATIONAL FLAVORS&FRAGRANC COM Common Stock - Domestic 459506101 2,877 19,097 SH   SOLE   19,097 0 0
INTERNATIONAL PAPER CO Common Stock - Domestic 460146103 16,350 348,022 SH   SOLE   348,022 0 0
INTERPUBLIC GROUP COS INC Common Stock - Domestic 460690100 14,224 379,822 SH   SOLE   379,822 0 0
INTUIT Common Stock - Domestic 461202103 22,551 35,060 SH   SOLE   35,060 0 0
INTUITIVE SURGICAL INC Common Stock - Domestic 46120E602 12,199 33,953 SH   SOLE   33,953 0 0
INVESCO LTD Common Stock - Foreign US$ G491BT108 4,251 184,685 SH   SOLE   184,685 0 0
INVITAE CORP Common Stock - Domestic 46185L103 61 3,976 SH   SOLE   3,976 0 0
IPG PHOTONICS CORP Common Stock - Domestic 44980X109 3,981 23,129 SH   SOLE   23,129 0 0
IQVIA HLDGS INC Common Stock - Domestic 46266C105 2,825 10,011 SH   SOLE   10,011 0 0
IRIDIUM COMMUNICATIONS INC Common Stock - Domestic 46269C102 740 17,915 SH   SOLE   17,915 0 0
IRON MTN INC DEL Corporate Bond - Domestic 46284VAC5 5,104 4,915,000 PRN   SOLE   4,915,000 0 0
IRON MTN INC DEL Corporate Bond - Domestic 46284VAJ0 317 300,000 PRN   SOLE   300,000 0 0
IRON MTN INC DEL Corporate Bond - Domestic 46284VAL5 321 300,000 PRN   SOLE   300,000 0 0
IRON MTN INC DEL Corporate Bond - Domestic 46284VAN1 304 300,000 PRN   SOLE   300,000 0 0
IRON MTN INC NEW REIT - Domestic 46284V101 80,709 1,542,308 SH   SOLE   1,542,308 0 0
ISHARES INC MSCI STH KOR ETF ETF 464286772 6,814 87,499 SH   SOLE   87,499 0 0
ISTAR INC Corporate Bond - Domestic 45031UCG4 2,340 2,285,000 PRN   SOLE   2,285,000 0 0
ITT INC Common Stock - Domestic 45073V108 1,181 11,556 SH   SOLE   11,556 0 0
JABIL INC Common Stock - Domestic 466313103 1,052 14,948 SH   SOLE   14,948 0 0
JACK IN THE BOX INC COM Common Stock - Domestic 466367109 208 2,382 SH   SOLE   2,382 0 0
JACOBS ENGR GROUP INC Common Stock - Domestic 469814107 1,252 8,994 SH   SOLE   8,994 0 0
JANUS HENDERSON GROUP PLC Common Stock - Foreign US$ G4474Y214 992 23,659 SH   SOLE   23,659 0 0
JAZZ PHARMACEUTICALS PLC Common Stock - Foreign US$ G50871105 798 6,260 SH   SOLE   6,260 0 0
JBG SMITH PPTYS REIT - Domestic 46590V100 330 11,508 SH   SOLE   11,508 0 0
JBS USA LUX S A / JBS USA FIN SR GLBL 144A 28 Corporate Bond - Foreign US$ 472141AA8 270 250,000 PRN   SOLE   250,000 0 0
JD.COM INC Common Stock - Foreign US$ 47215P106 1,635 23,337 SH   SOLE   23,337 0 0
JEFFERIES FINL GROUP INC Common Stock - Domestic 47233W109 1,100 28,360 SH   SOLE   28,360 0 0
JETBLUE AWYS CORP Common Stock - Domestic 477143101 468 32,900 SH   SOLE   32,900 0 0
JFROG LTD Common Stock - Foreign US$ M6191J100 10 331 SH   SOLE   331 0 0
JOHNSON & JOHNSON Common Stock - Domestic 478160104 23,882 139,604 SH   SOLE   139,604 0 0
JOHNSON CTLS INTL PLC Common Stock - Foreign US$ G51502105 3,346 41,151 SH   SOLE   41,151 0 0
JONES LANG LASALLE INC Common Stock - Domestic 48020Q107 1,915 7,109 SH   SOLE   7,109 0 0
JPMORGAN CHASE & CO. Common Stock - Domestic 46625H100 24,309 153,517 SH   SOLE   153,517 0 0
JUNIPER NETWORKS INC Common Stock - Domestic 48203R104 934 26,164 SH   SOLE   26,164 0 0
JUST EAT TAKEAWAY COM N V Common Stock - Foreign US$ 48214T305 76 7,074 SH   SOLE   7,074 0 0
KB FINL GROUP INC Common Stock - Foreign US$ 48241A105 140 3,038 SH   SOLE   3,038 0 0
KB HOME Common Stock - Domestic 48666K109 414 9,264 SH   SOLE   9,264 0 0
KB HOME Corporate Bond - Domestic 48666KAX7 352 300,000 PRN   SOLE   300,000 0 0
KB HOME Corporate Bond - Domestic 48666KAY5 328 300,000 PRN   SOLE   300,000 0 0
KB HOME Corporate Bond - Domestic 48666KAZ2 1,226 1,180,000 PRN   SOLE   1,180,000 0 0
KBR INC Common Stock - Domestic 48242W106 882 18,521 SH   SOLE   18,521 0 0
KELLOGG CO Common Stock - Domestic 487836108 920 14,281 SH   SOLE   14,281 0 0
KEMPER CORP Common Stock - Domestic 488401100 376 6,404 SH   SOLE   6,404 0 0
KEN GARFF AUTOMOTIVE LLC Corporate Bond - Domestic 48850PAA2 968 965,000 PRN   SOLE   965,000 0 0
KENNAMETAL INC Common Stock - Domestic 489170100 312 8,695 SH   SOLE   8,695 0 0
KENNEDY WILSON INC Corporate Bond - Domestic 489399AM7 309 300,000 PRN   SOLE   300,000 0 0
KENNEDY WILSON INC Corporate Bond - Domestic 489399AN5 985 970,000 PRN   SOLE   970,000 0 0
KEURIG DR PEPPER INC Common Stock - Domestic 49271V100 1,707 46,323 SH   SOLE   46,323 0 0
KEYCORP Common Stock - Domestic 493267108 1,117 48,310 SH   SOLE   48,310 0 0
KEYSIGHT TECHNOLOGIES INC Common Stock - Domestic 49338L103 2,589 12,537 SH   SOLE   12,537 0 0
KILROY RLTY CORP REIT - Domestic 49427F108 733 11,033 SH   SOLE   11,033 0 0
KIMBERLY-CLARK CORP Common Stock - Domestic 494368103 3,232 22,615 SH   SOLE   22,615 0 0
KIMCO RLTY CORP REIT - Domestic 49446R109 4,084 165,671 SH   SOLE   165,671 0 0
KINDER MORGAN INC DEL Common Stock - Domestic 49456B101 5,158 325,214 SH   SOLE   325,214 0 0
KINSALE CAP GROUP INC Common Stock - Domestic 49714P108 712 2,994 SH   SOLE   2,994 0 0
KIRBY CORP Common Stock - Domestic 497266106 372 6,255 SH   SOLE   6,255 0 0
KITE RLTY GROUP TR REIT - Domestic 49803T300 489 22,473 SH   SOLE   22,473 0 0
KKR & CO INC Common Stock - Domestic 48251W104 63 845 SH   SOLE   845 0 0
KLA CORP Common Stock - Domestic 482480100 11,862 27,580 SH   SOLE   27,580 0 0
KNIGHT-SWIFT TRANSN HLDGS INC CL A Common Stock - Domestic 499049104 1,013 16,616 SH   SOLE   16,616 0 0
KNOWLES CORP Common Stock - Domestic 49926D109 4,883 209,138 SH   SOLE   209,138 0 0
KOHLS CORP Common Stock - Domestic 500255104 13,081 264,843 SH   SOLE   264,843 0 0
KONTOOR BRANDS INC Common Stock - Domestic 50050N103 8,058 157,232 SH   SOLE   157,232 0 0
KONTOOR BRANDS INC Corporate Bond - Domestic 50050NAA1 1,102 1,100,000 PRN   SOLE   1,100,000 0 0
KORNIT DIGITAL LTD Common Stock - Foreign US$ M6372Q113 54 356 SH   SOLE   356 0 0
KRAFT HEINZ CO Common Stock - Domestic 500754106 4,293 119,578 SH   SOLE   119,578 0 0
KRAFT HEINZ FOODS CO Corporate Bond - Domestic 42307TAH1 2,149 1,410,000 PRN   SOLE   1,410,000 0 0
KRAFT HEINZ FOODS CO Corporate Bond - Domestic 50076QAE6 3,863 3,100,000 PRN   SOLE   3,100,000 0 0
KRAFT HEINZ FOODS CO Corporate Bond - Domestic 50076QAN6 1,880 1,320,000 PRN   SOLE   1,320,000 0 0
KRAFT HEINZ FOODS CO Corporate Bond - Domestic 50076QAR7 1,811 1,230,000 PRN   SOLE   1,230,000 0 0
KRAFT HEINZ FOODS CO Corporate Bond - Domestic 50077LAB2 5,529 4,705,000 PRN   SOLE   4,705,000 0 0
KRAFT HEINZ FOODS CO Corporate Bond - Domestic 50077LAD8 309 295,000 PRN   SOLE   295,000 0 0
KRAFT HEINZ FOODS CO Corporate Bond - Domestic 50077LAL0 1,257 1,025,000 PRN   SOLE   1,025,000 0 0
KROGER CO Common Stock - Domestic 501044101 1,741 38,468 SH   SOLE   38,468 0 0
KRONOS ACQUISITION HLDGS INC SR SEC GLBL 26 Corporate Bond - Domestic 50106GAE2 885 895,000 PRN   SOLE   895,000 0 0
KULICKE & SOFFA INDS INC Common Stock - Domestic 501242101 7,633 126,079 SH   SOLE   126,079 0 0
KYNDRYL HLDGS INC Common Stock - Domestic 50155Q100 335 18,490 SH   SOLE   18,490 0 0
L BRANDS INC Corporate Bond - Domestic 501797AR5 5,604 4,915,000 PRN   SOLE   4,915,000 0 0
L3HARRIS TECHNOLOGIES INC Common Stock - Domestic 502431109 2,485 11,653 SH   SOLE   11,653 0 0
LA Z BOY INC Common Stock - Domestic 505336107 5,303 146,041 SH   SOLE   146,041 0 0
LABL ESCROW ISSUER LLC Corporate Bond - Domestic 50168AAA8 2,635 2,510,000 PRN   SOLE   2,510,000 0 0
LABORATORY CORP AMER HLDGS Common Stock - Domestic 50540R409 20,706 65,899 SH   SOLE   65,899 0 0
LADDER CAPITAL FIN HLDGS/CORP SR GLBL 144A 29 Corporate Bond - Domestic 505742AP1 960 935,000 PRN   SOLE   935,000 0 0
LAM RESEARCH CORP Common Stock - Domestic 512807108 14,484 20,140 SH   SOLE   20,140 0 0
LAMAR ADVERTISING CO NEW REIT - Domestic 512816109 78,325 645,713 SH   SOLE   645,713 0 0
LAMAR MEDIA CORP Corporate Bond - Domestic 513075BR1 4,929 4,910,000 PRN   SOLE   4,910,000 0 0
LAMAR MEDIA CORP Corporate Bond - Domestic 513075BT7 305 300,000 PRN   SOLE   300,000 0 0
LAMAR MEDIA CORP Corporate Bond - Domestic 513075BZ3 288 295,000 PRN   SOLE   295,000 0 0
LAMB WESTON HLDGS INC Common Stock - Domestic 513272104 572 9,021 SH   SOLE   9,021 0 0
LAMB WESTON HLDGS INC Corporate Bond - Domestic 513272AD6 303 295,000 PRN   SOLE   295,000 0 0
LANCASTER COLONY CORP Common Stock - Domestic 513847103 338 2,042 SH   SOLE   2,042 0 0
LANDSTAR SYS INC Common Stock - Domestic 515098101 715 3,994 SH   SOLE   3,994 0 0
LAREDO PETROLEUM INC Corporate Bond - Domestic 516806AH9 288 295,000 PRN   SOLE   295,000 0 0
LAS VEGAS SANDS CORP Common Stock - Domestic 517834107 1,474 39,171 SH   SOLE   39,171 0 0
LATTICE SEMICONDUCTOR CORP Common Stock - Domestic 518415104 1,542 20,004 SH   SOLE   20,004 0 0
LAUDER ESTEE COS INC Common Stock - Domestic 518439104 5,444 14,705 SH   SOLE   14,705 0 0
LCM INVESTMENTS HOLDINGS II LL SR 144A NT 29 Corporate Bond - Domestic 50190EAA2 309 300,000 PRN   SOLE   300,000 0 0
LD HOLDINGS GROUP LLC Corporate Bond - Domestic 521088AC8 307 325,000 PRN   SOLE   325,000 0 0
LEAR CORP Common Stock - Domestic 521865204 1,094 5,980 SH   SOLE   5,980 0 0
LEEWARD RENEWABLE ENERGY OPER SR 144A NT 29 Corporate Bond - Domestic 524590AA4 298 295,000 PRN   SOLE   295,000 0 0
LEGENDS HOSPITALITY HLDG CO Corporate Bond - Domestic 52473NAA6 876 870,000 PRN   SOLE   870,000 0 0
LEGGETT & PLATT INC Common Stock - Domestic 524660107 566 13,760 SH   SOLE   13,760 0 0
LEIDOS HOLDINGS INC Common Stock - Domestic 525327102 1,096 12,323 SH   SOLE   12,323 0 0
LENNAR CORP Common Stock - Domestic 526057104 21,122 181,837 SH   SOLE   181,837 0 0
LENNOX INTL INC Common Stock - Domestic 526107107 1,504 4,637 SH   SOLE   4,637 0 0
LEVEL 3 FING INC Corporate Bond - Domestic 527298BN2 5,021 4,915,000 PRN   SOLE   4,915,000 0 0
LEVEL 3 FING INC Corporate Bond - Domestic 527298BP7 310 300,000 PRN   SOLE   300,000 0 0
LEVEL 3 FING INC Corporate Bond - Domestic 527298BS1 990 1,040,000 PRN   SOLE   1,040,000 0 0
LEVEL 3 FING INC Corporate Bond - Domestic 527298BT9 780 820,000 PRN   SOLE   820,000 0 0
LFS TOPCO LLC Corporate Bond - Domestic 50203TAA4 2,170 2,100,000 PRN   SOLE   2,100,000 0 0
LG DISPLAY CO LTD Common Stock - Foreign US$ 50186V102 409 40,465 SH   SOLE   40,465 0 0
LGI HOMES INC Corporate Bond - Domestic 50187TAF3 843 845,000 PRN   SOLE   845,000 0 0
LHC GROUP INC Common Stock - Domestic 50187A107 451 3,289 SH   SOLE   3,289 0 0
LIBERTY MEDIA CORP DEL Corporate Bond - Domestic 530715AJ0 1,710 1,560,000 PRN   SOLE   1,560,000 0 0
LIBERTY MUT GROUP INC Corporate Bond - Domestic 53079EBL7 2,594 2,755,000 PRN   SOLE   2,755,000 0 0
LIBERTY MUT GROUP INC Corporate Bond - Domestic 53079EBM5 1,299 1,300,000 PRN   SOLE   1,300,000 0 0
LIFE STORAGE INC REIT - Domestic 53223X107 51,985 339,374 SH   SOLE   339,374 0 0
LIFE TIME FITNESS Corporate Bond - Domestic 53190FAA3 5,093 4,915,000 PRN   SOLE   4,915,000 0 0
LIFE TIME FITNESS Corporate Bond - Domestic 53190FAC9 420 400,000 PRN   SOLE   400,000 0 0
LIFEPOINT HEALTH INC Corporate Bond - Domestic 53219LAS8 4,957 4,915,000 PRN   SOLE   4,915,000 0 0
LILLY ELI & CO Common Stock - Domestic 532457108 14,167 51,289 SH   SOLE   51,289 0 0
LINCOLN ELEC HLDGS INC Common Stock - Domestic 533900106 1,104 7,915 SH   SOLE   7,915 0 0
LINCOLN NATL CORP IND Common Stock - Domestic 534187109 4,353 63,775 SH   SOLE   63,775 0 0
LINDE PLC Common Stock - Foreign US$ G5494J103 10,112 29,188 SH   SOLE   29,188 0 0
LIQUIDITY SVCS INC Common Stock - Domestic 53635B107 1,914 86,682 SH   SOLE   86,682 0 0
LITHIA MTRS INC Common Stock - Domestic 536797103 10,492 35,334 SH   SOLE   35,334 0 0
LITHIA MTRS INC Corporate Bond - Domestic 536797AF0 315 295,000 PRN   SOLE   295,000 0 0
LITTELFUSE INC Common Stock - Domestic 537008104 829 2,634 SH   SOLE   2,634 0 0
LIVANOVA PLC Common Stock - Foreign US$ G5509L101 683 7,813 SH   SOLE   7,813 0 0
LIVE NATION ENTERTAINMENT INC COM Common Stock - Domestic 538034109 4,821 40,275 SH   SOLE   40,275 0 0
LIVE NATION ENTERTAINMENT INC SR GLBL 144A 27 Corporate Bond - Domestic 538034AR0 3,864 3,755,000 PRN   SOLE   3,755,000 0 0
LIVERAMP HLDGS INC Common Stock - Domestic 53815P108 447 9,324 SH   SOLE   9,324 0 0
LKQ CORP Common Stock - Domestic 501889208 11,193 186,450 SH   SOLE   186,450 0 0
LLOYDS BANKING GROUP PLC Common Stock - Foreign US$ 539439109 356 139,772 SH   SOLE   139,772 0 0
LOCKHEED MARTIN CORP Common Stock - Domestic 539830109 4,849 13,642 SH   SOLE   13,642 0 0
LOEWS CORP Common Stock - Domestic 540424108 600 10,383 SH   SOLE   10,383 0 0
LOGMEIN INC Corporate Bond - Domestic 541056AA5 1,221 1,205,000 PRN   SOLE   1,205,000 0 0
LOGMEIN T/L (8/20) Bank Loan 0LX185343 745 748,115 PRN   SOLE   748,115 0 0
LOUISIANA PAC CORP Common Stock - Domestic 546347105 11,099 141,655 SH   SOLE   141,655 0 0
LOUISIANA PAC CORP Corporate Bond - Domestic 546347AM7 674 660,000 PRN   SOLE   660,000 0 0
LOWES COS INC Common Stock - Domestic 548661107 15,396 59,564 SH   SOLE   59,564 0 0
LOYALTY VENTURES INC Common Stock - Domestic 54911Q107 7,390 245,744 SH   SOLE   245,744 0 0
LSB INDS INC Corporate Bond - Domestic 502160AN4 307 295,000 PRN   SOLE   295,000 0 0
LSF11 A5 HOLDCO LLC Corporate Bond - Domestic 50221DAA7 1,075 1,090,000 PRN   SOLE   1,090,000 0 0
LSF9 ATLANTIS HLDGS LLC / VICT SR SEC GLBL 26 Corporate Bond - Domestic 50220MAA8 4,404 4,350,000 PRN   SOLE   4,350,000 0 0
LUCID GROUP INC Common Stock - Domestic 549498103 1,971 51,803 SH   SOLE   51,803 0 0
LULULEMON ATHLETICA INC Common Stock - Domestic 550021109 1,545 3,948 SH   SOLE   3,948 0 0
LUMEN TECHNOLOGIES INC Common Stock - Domestic 550241103 24,820 1,977,704 SH   SOLE   1,977,704 0 0
LUMEN TECHNOLOGIES INC Corporate Bond - Domestic 156700BB1 5,122 4,915,000 PRN   SOLE   4,915,000 0 0
LUMEN TECHNOLOGIES INC Corporate Bond - Domestic 156700BC9 4,993 4,915,000 PRN   SOLE   4,915,000 0 0
LUMEN TECHNOLOGIES INC Corporate Bond - Domestic 29078EAA3 3,629 3,235,000 PRN   SOLE   3,235,000 0 0
LUMEN TECHNOLOGIES INC Corporate Bond - Domestic 550241AA1 2,068 2,065,000 PRN   SOLE   2,065,000 0 0
LUMENTUM HLDGS INC Common Stock - Domestic 55024U109 5,599 52,937 SH   SOLE   52,937 0 0
LVMH MOET HENNESSY LOU VUITTON ADR Common Stock - Foreign US$ 502441306 3,460 20,906 SH   SOLE   20,906 0 0
LXP INDUSTRIAL TRUST REIT - Domestic 529043101 19,866 1,271,849 SH   SOLE   1,271,849 0 0
LYFT INC Common Stock - Domestic 55087P104 69 1,611 SH   SOLE   1,611 0 0
LYONDELLBASELL INDUSTRIES N V SHS - A - Common Stock - Foreign US$ N53745100 30,165 327,066 SH   SOLE   327,066 0 0
M & T BK CORP Common Stock - Domestic 55261F104 1,024 6,668 SH   SOLE   6,668 0 0
M D C HLDGS INC Corporate Bond - Domestic 552676AQ1 2,527 1,995,000 PRN   SOLE   1,995,000 0 0
M D C HLDGS INC Corporate Bond - Domestic 552676AT5 1,213 1,135,000 PRN   SOLE   1,135,000 0 0
MACERICH CO REIT - Domestic 554382101 369 21,330 SH   SOLE   21,330 0 0
MACYS INC Common Stock - Domestic 55616P104 837 31,960 SH   SOLE   31,960 0 0
MACYS RETAIL HLDGS INC Corporate Bond - Domestic 55616XAM9 2,265 2,290,000 PRN   SOLE   2,290,000 0 0
MADISON IAQ LLC Corporate Bond - Domestic 55760LAA5 552 550,000 PRN   SOLE   550,000 0 0
MADISON IAQ LLC Corporate Bond - Domestic 55760LAB3 2,253 2,250,000 PRN   SOLE   2,250,000 0 0
MADISON IAQ T/L Bank Loan 0LX195492 499 498,750 PRN   SOLE   498,750 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP Common Stock - Partnership Domestic 559080106 557 11,999 SH   SOLE   11,999 0 0
MAGIC MERGECO INC Corporate Bond - Domestic 55916AAB0 2,521 2,555,000 PRN   SOLE   2,555,000 0 0
MAGNA INTL INC Common Stock - Foreign US$ 559222401 835 10,321 SH   SOLE   10,321 0 0
MAGNETITE 2021-30 LTD Asset Backed Security 55953VAA0 392 400,000 PRN   SOLE   400,000 0 0
MAGNETITE 2021-31 LTD Asset Backed Security 55952GAA4 497 500,000 PRN   SOLE   500,000 0 0
MAJORDRIVE HOLDINGS IV LLC Corporate Bond - Domestic 56085RAA8 1,642 1,695,000 PRN   SOLE   1,695,000 0 0
MANHATTAN ASSOCIATES INC Common Stock - Domestic 562750109 1,427 9,177 SH   SOLE   9,177 0 0
MANPOWERGROUP INC WIS Common Stock - Domestic 56418H100 4,330 44,487 SH   SOLE   44,487 0 0
MANTECH INTERNATIONAL CORP Common Stock - Domestic 564563104 6,732 92,304 SH   SOLE   92,304 0 0
MANULIFE FINL CORP Common Stock - Foreign US$ 56501R106 284 14,881 SH   SOLE   14,881 0 0
MARATHON DIGITAL HOLDINGS INC COM Common Stock - Domestic 565788106 52 1,574 SH   SOLE   1,574 0 0
MARATHON OIL CORP Common Stock - Domestic 565849106 14,629 890,899 SH   SOLE   890,899 0 0
MARATHON PETE CORP Common Stock - Domestic 56585A102 5,355 83,692 SH   SOLE   83,692 0 0
MARKETAXESS HLDGS INC Common Stock - Domestic 57060D108 983 2,391 SH   SOLE   2,391 0 0
MARRIOTT INTL INC NEW Common Stock - Domestic 571903202 8,850 53,559 SH   SOLE   53,559 0 0
MARRIOTT VACATIONS WORLDWIDE C COM Common Stock - Domestic 57164Y107 725 4,293 SH   SOLE   4,293 0 0
MARSH & MCLENNAN COS INC Common Stock - Domestic 571748102 4,632 26,647 SH   SOLE   26,647 0 0
MARTIN MARIETTA MATLS INC Common Stock - Domestic 573284106 2,273 5,160 SH   SOLE   5,160 0 0
MARVELL TECHNOLOGY INC Common Stock - Domestic 573874104 2,322 26,535 SH   SOLE   26,535 0 0
MASCO CORP Common Stock - Domestic 574599106 1,620 23,075 SH   SOLE   23,075 0 0
MASIMO CORP Common Stock - Domestic 574795100 2,110 7,206 SH   SOLE   7,206 0 0
MASTEC INC Common Stock - Domestic 576323109 795 8,615 SH   SOLE   8,615 0 0
MASTERCARD INCORPORATED Common Stock - Domestic 57636Q104 22,013 61,264 SH   SOLE   61,264 0 0
MATCH GROUP HOLDINGS II LLC Corporate Bond - Domestic 57665RAL0 298 295,000 PRN   SOLE   295,000 0 0
MATCH GROUP HOLDINGS II LLC Corporate Bond - Domestic 57665RAN6 5,123 4,915,000 PRN   SOLE   4,915,000 0 0
MATCH GROUP INC NEW Common Stock - Domestic 57667L107 7,281 55,053 SH   SOLE   55,053 0 0
MATSON INC Common Stock - Domestic 57686G105 13,136 145,904 SH   SOLE   145,904 0 0
MATTEL INC Common Stock - Domestic 577081102 1,042 48,340 SH   SOLE   48,340 0 0
MAV ACQUISITION CORP Corporate Bond - Domestic 57767XAA8 2,285 2,305,000 PRN   SOLE   2,305,000 0 0
MAXIMUS INC Common Stock - Domestic 577933104 638 8,004 SH   SOLE   8,004 0 0
MCAFEE T/L B Bank Loan 0LX176623 686 684,192 PRN   SOLE   684,192 0 0
MCCORMICK & CO INC Common Stock - Domestic 579780206 1,249 12,928 SH   SOLE   12,928 0 0
MCDONALDS CORP Common Stock - Domestic 580135101 17,897 66,764 SH   SOLE   66,764 0 0
MCKESSON CORP Common Stock - Domestic 58155Q103 30,250 121,698 SH   SOLE   121,698 0 0
MDU RES GROUP INC Common Stock - Domestic 552690109 644 20,880 SH   SOLE   20,880 0 0
MEDICAL PPTYS TRUST INC REIT - Domestic 58463J304 1,427 60,379 SH   SOLE   60,379 0 0
MEDPACE HLDGS INC Common Stock - Domestic 58506Q109 1,056 4,852 SH   SOLE   4,852 0 0
MEDTRONIC PLC Common Stock - Foreign US$ G5960L103 7,292 70,484 SH   SOLE   70,484 0 0
MERCADOLIBRE INC Common Stock - Domestic 58733R102 2,082 1,544 SH   SOLE   1,544 0 0
MERCK & CO INC Common Stock - Domestic 58933Y105 13,258 172,988 SH   SOLE   172,988 0 0
MERCURY GENL CORP NEW Common Stock - Domestic 589400100 147 2,769 SH   SOLE   2,769 0 0
MERCURY SYS INC Common Stock - Domestic 589378108 322 5,847 SH   SOLE   5,847 0 0
MERITAGE HOMES CORP Corporate Bond - Domestic 59001ABD3 1,230 1,170,000 PRN   SOLE   1,170,000 0 0
META PLATFORMS INC Common Stock - Domestic 30303M102 68,357 203,231 SH   SOLE   203,231 0 0
METHODE ELECTRS INC Common Stock - Domestic 591520200 4,390 89,290 SH   SOLE   89,290 0 0
METIS MERGER SUB LLC Corporate Bond - Domestic 59155LAA0 1,461 1,485,000 PRN   SOLE   1,485,000 0 0
METLIFE INC Common Stock - Domestic 59156R108 2,318 37,096 SH   SOLE   37,096 0 0
METTLER TOLEDO INTERNATIONAL COM Common Stock - Domestic 592688105 3,060 1,803 SH   SOLE   1,803 0 0
MGIC INVT CORP WIS Common Stock - Domestic 552848103 508 35,246 SH   SOLE   35,246 0 0
MGM RESORTS INTERNATIONAL Common Stock - Domestic 552953101 4,990 111,178 SH   SOLE   111,178 0 0
MGM RESORTS INTERNATIONAL Corporate Bond - Domestic 552953CD1 968 930,000 PRN   SOLE   930,000 0 0
MGM RESORTS INTERNATIONAL Corporate Bond - Domestic 552953CH2 1,181 1,145,000 PRN   SOLE   1,145,000 0 0
MICROCHIP TECHNOLOGY INC. Common Stock - Domestic 595017104 9,711 111,546 SH   SOLE   111,546 0 0
MICRON TECHNOLOGY INC Common Stock - Domestic 595112103 14,196 152,394 SH   SOLE   152,394 0 0
MICROSOFT CORP Common Stock - Domestic 594918104 184,224 547,764 SH   SOLE   547,764 0 0
MICROSTRATEGY INC Corporate Bond - Domestic 594972AF8 517 515,000 PRN   SOLE   515,000 0 0
MID-AMER APT CMNTYS INC REIT - Domestic 59522J103 1,383 6,026 SH   SOLE   6,026 0 0
MIDAS OPCO HLDGS LLC Corporate Bond - Domestic 59565JAA9 1,487 1,450,000 PRN   SOLE   1,450,000 0 0
MIDDLEBY CORP Common Stock - Domestic 596278101 1,577 8,013 SH   SOLE   8,013 0 0
MIDWEST GAMING BORROWER LLC / SR SEC 144A NT29 Corporate Bond - Domestic 59833DAB6 1,595 1,585,000 PRN   SOLE   1,585,000 0 0
MILANO ACQUISITION T/L B Bank Loan 0LX189433 502 500,000 PRN   SOLE   500,000 0 0
MILEAGE PLUS HOLDINGS T/L Bank Loan 0LX188905 529 500,000 PRN   SOLE   500,000 0 0
MILLENNIUM ESCROW CORPORATION SR SEC 144A NT26 Corporate Bond - Domestic 60041CAA6 3,683 3,670,000 PRN   SOLE   3,670,000 0 0
MILLERKNOLL INC Common Stock - Domestic 600544100 296 7,542 SH   SOLE   7,542 0 0
MIMECAST LTD Common Stock - Foreign US$ G14838109 715 8,985 SH   SOLE   8,985 0 0
MINERALS TECHNOLOGIES INC Common Stock - Domestic 603158106 258 3,526 SH   SOLE   3,526 0 0
MINERALS TECHNOLOGIES INC Corporate Bond - Domestic 603158AA4 5,102 4,915,000 PRN   SOLE   4,915,000 0 0
MISYS T/L B (ALMONDE) Bank Loan 0LX163228 245 245,940 PRN   SOLE   245,940 0 0
MKS INSTRS INC Common Stock - Domestic 55306N104 1,025 5,887 SH   SOLE   5,887 0 0
MODERNA INC Common Stock - Domestic 60770K107 29,352 115,569 SH   SOLE   115,569 0 0
MODIVCARE INC Common Stock - Domestic 60783X104 6,854 46,217 SH   SOLE   46,217 0 0
MOHAWK INDS INC Common Stock - Domestic 608190104 10,740 58,954 SH   SOLE   58,954 0 0
MOLINA HEALTHCARE INC Common Stock - Domestic 60855R100 1,890 5,941 SH   SOLE   5,941 0 0
MOLINA HEALTHCARE INC Corporate Bond - Domestic 60855RAJ9 5,303 5,140,000 PRN   SOLE   5,140,000 0 0
MOLSON COORS BEVERAGE CO Common Stock - Domestic 60871R209 519 11,200 SH   SOLE   11,200 0 0
MONDAY COM LTD Common Stock - Foreign US$ M7S64H106 10 32 SH   SOLE   32 0 0
MONDELEZ INTL INC Common Stock - Domestic 609207105 7,823 117,974 SH   SOLE   117,974 0 0
MONEYGRAM INTL INC Corporate Bond - Domestic 60935YAA7 300 295,000 PRN   SOLE   295,000 0 0
MONMOUTH REAL ESTATE INVT CORP CL A REIT - Domestic 609720107 19,363 921,587 SH   SOLE   921,587 0 0
MONOLITHIC PWR SYS INC Common Stock - Domestic 609839105 5,398 10,941 SH   SOLE   10,941 0 0
MONSTER BEVERAGE CORP NEW Common Stock - Domestic 61174X109 3,475 36,178 SH   SOLE   36,178 0 0
MOODYS CORP Common Stock - Domestic 615369105 4,042 10,349 SH   SOLE   10,349 0 0
MORGAN STANLEY Common Stock - Domestic 617446448 8,765 89,297 SH   SOLE   89,297 0 0
MOSAIC CO NEW Common Stock - Domestic 61945C103 5,071 129,078 SH   SOLE   129,078 0 0
MOTOROLA SOLUTIONS INC Common Stock - Domestic 620076307 4,241 15,609 SH   SOLE   15,609 0 0
MOVADO GROUP INC Common Stock - Domestic 624580106 3,300 78,892 SH   SOLE   78,892 0 0
MOZART DEBT MERGER (MEDLINE INDUSTRIES) T/L B Bank Loan 0LX198398 751 750,000 PRN   SOLE   750,000 0 0
MOZART DEBT MERGER SUB INC Corporate Bond - Domestic 62482BAA0 2,786 2,790,000 PRN   SOLE   2,790,000 0 0
MPH ACQUISITION HLDGS LLC Corporate Bond - Domestic 553283AC6 1,400 1,470,000 PRN   SOLE   1,470,000 0 0
MPH ACQUISITION HLDGS LLC Corporate Bond - Domestic 553283AD4 904 890,000 PRN   SOLE   890,000 0 0
MPLX LP Common Stock - Partnership Domestic 55336V100 626 21,153 SH   SOLE   21,153 0 0
MSA SAFETY INC Common Stock - Domestic 553498106 770 5,099 SH   SOLE   5,099 0 0
MSC INDL DIRECT INC Common Stock - Domestic 553530106 409 4,871 SH   SOLE   4,871 0 0
MSCI INC Common Stock - Domestic 55354G100 4,605 7,516 SH   SOLE   7,516 0 0
MSCI INC Corporate Bond - Domestic 55354GAH3 309 295,000 PRN   SOLE   295,000 0 0
MSCI INC Corporate Bond - Domestic 55354GAK6 307 300,000 PRN   SOLE   300,000 0 0
MSCI INC Corporate Bond - Domestic 55354GAL4 313 300,000 PRN   SOLE   300,000 0 0
MUELLER WTR PRODS INC Corporate Bond - Domestic 624758AF5 1,381 1,365,000 PRN   SOLE   1,365,000 0 0
MURPHY OIL CORP Common Stock - Domestic 626717102 497 19,036 SH   SOLE   19,036 0 0
MURPHY OIL CORP Corporate Bond - Domestic 626717AN2 926 870,000 PRN   SOLE   870,000 0 0
MURPHY USA INC Common Stock - Domestic 626755102 487 2,444 SH   SOLE   2,444 0 0
NABORS INDS INC Corporate Bond - Domestic 62957HAJ4 306 295,000 PRN   SOLE   295,000 0 0
NASDAQ INC Common Stock - Domestic 631103108 1,279 6,090 SH   SOLE   6,090 0 0
NATIONAL CINEMEDIA LLC Corporate Bond - Domestic 63530QAJ8 1,789 1,990,000 PRN   SOLE   1,990,000 0 0
NATIONAL FINL PARTNERS CORP Corporate Bond - Domestic 65342RAD2 2,902 2,890,000 PRN   SOLE   2,890,000 0 0
NATIONAL FINL PARTNERS CORP Corporate Bond - Domestic 65342RAE0 298 295,000 PRN   SOLE   295,000 0 0
NATIONAL FUEL GAS CO Common Stock - Domestic 636180101 607 9,492 SH   SOLE   9,492 0 0
NATIONAL GRID PLC Common Stock - Foreign US$ 636274409 430 5,950 SH   SOLE   5,950 0 0
NATIONAL INSTRS CORP Common Stock - Domestic 636518102 797 18,259 SH   SOLE   18,259 0 0
NATIONAL PRESTO INDS INC Common Stock - Domestic 637215104 1,313 16,006 SH   SOLE   16,006 0 0
NATIONAL RETAIL PROPERTIES INC COM REIT - Domestic 637417106 877 18,240 SH   SOLE   18,240 0 0
NATIONAL STORAGE AFFILIATES TR COM SHS BEN IN REIT - Domestic 637870106 975 14,087 SH   SOLE   14,087 0 0
NATIONSTAR MTG LLC Corporate Bond - Domestic 63861CAC3 3,432 3,360,000 PRN   SOLE   3,360,000 0 0
NATUS MED INC DEL Common Stock - Domestic 639050103 1,995 84,062 SH   SOLE   84,062 0 0
NAVIENT CORPORATION Common Stock - Domestic 63938C108 549 25,863 SH   SOLE   25,863 0 0
NAVIENT CORPORATION Corporate Bond - Domestic 63938CAH1 5,208 4,730,000 PRN   SOLE   4,730,000 0 0
NAVIENT CORPORATION Corporate Bond - Domestic 63938CAJ7 332 300,000 PRN   SOLE   300,000 0 0
NAVIENT CORPORATION Corporate Bond - Domestic 63938CAK4 306 300,000 PRN   SOLE   300,000 0 0
NCR CORP NEW Common Stock - Domestic 62886E108 738 18,354 SH   SOLE   18,354 0 0
NCR CORP NEW Corporate Bond - Domestic 62886EAY4 3,786 3,670,000 PRN   SOLE   3,670,000 0 0
NCR CORP NEW Corporate Bond - Domestic 62886EAZ1 309 300,000 PRN   SOLE   300,000 0 0
NEOGEN CORP Common Stock - Domestic 640491106 695 15,296 SH   SOLE   15,296 0 0
NESCO HOLDINGS II INCORPORATED SR SEC 144A NT29 Corporate Bond - Domestic 64083YAA9 305 295,000 PRN   SOLE   295,000 0 0
NESTLE S A Common Stock - Foreign US$ 641069406 3,041 21,663 SH   SOLE   21,663 0 0
NETAPP INC Common Stock - Domestic 64110D104 10,041 109,155 SH   SOLE   109,155 0 0
NETEASE INC Common Stock - Foreign US$ 64110W102 987 9,696 SH   SOLE   9,696 0 0
NETFLIX INC Common Stock - Domestic 64110L106 26,161 43,425 SH   SOLE   43,425 0 0
NETFLIX INC. Corporate Bond - Domestic 64110LAG1 5,351 4,915,000 PRN   SOLE   4,915,000 0 0
NETFLIX INC. Corporate Bond - Domestic 64110LAL0 3,966 3,525,000 PRN   SOLE   3,525,000 0 0
NETFLIX INC. Corporate Bond - Domestic 64110LAN6 327 295,000 PRN   SOLE   295,000 0 0
NETFLIX INC. Corporate Bond - Domestic 64110LAV8 759 650,000 PRN   SOLE   650,000 0 0
NETFLIX INC. Corporate Bond - Domestic 64110LAY2 316 300,000 PRN   SOLE   300,000 0 0
NETSCOUT SYS INC Common Stock - Domestic 64115T104 6,392 193,234 SH   SOLE   193,234 0 0
NEUROCRINE BIOSCIENCES INC Common Stock - Domestic 64125C109 1,043 12,247 SH   SOLE   12,247 0 0
NEW ENTERPRISE STONE & LIME CO SR SEC GLBL 28 Corporate Bond - Domestic 644274AH5 1,158 1,140,000 PRN   SOLE   1,140,000 0 0
NEW FORTRESS ENERGY INC Common Stock - Domestic 644393100 518 21,460 SH   SOLE   21,460 0 0
NEW FORTRESS ENERGY INC Corporate Bond - Domestic 644393AA8 4,971 4,915,000 PRN   SOLE   4,915,000 0 0
NEW JERSEY RES CORP Common Stock - Domestic 646025106 411 10,020 SH   SOLE   10,020 0 0
NEW RESIDENTIAL INVT CORP Corporate Bond - Domestic 64828TAA0 2,956 2,940,000 PRN   SOLE   2,940,000 0 0
NEW YORK CMNTY BANCORP INC Common Stock - Domestic 649445103 592 48,474 SH   SOLE   48,474 0 0
NEW YORK TIMES CO Common Stock - Domestic 650111107 1,172 24,263 SH   SOLE   24,263 0 0
NEWELL BRANDS INC Common Stock - Domestic 651229106 811 37,121 SH   SOLE   37,121 0 0
NEWELL BRANDS INC Corporate Bond - Domestic 651229AW6 5,366 4,915,000 PRN   SOLE   4,915,000 0 0
NEWFIELD EXPL CO Corporate Bond - Domestic 651290AQ1 5,415 4,915,000 PRN   SOLE   4,915,000 0 0
NEWFIELD EXPL CO Corporate Bond - Domestic 651290AR9 5,451 4,915,000 PRN   SOLE   4,915,000 0 0
NEWMARKET CORP Common Stock - Domestic 651587107 260 759 SH   SOLE   759 0 0
NEWMONT CORP Common Stock - Domestic 651639106 4,923 79,381 SH   SOLE   79,381 0 0
NEWS CORP NEW Common Stock - Domestic 65249B109 478 21,440 SH   SOLE   21,440 0 0
NEWS CORP NEW Common Stock - Domestic 65249B208 143 6,365 SH   SOLE   6,365 0 0
NEXSTAR MEDIA GROUP INC Common Stock - Domestic 65336K103 6,714 44,469 SH   SOLE   44,469 0 0
NEXTERA ENERGY INC Common Stock - Domestic 65339F101 11,594 124,188 SH   SOLE   124,188 0 0
NGL ENERGY OPERATING LLC/ NGL SR SEC GLBL 26 Corporate Bond - Domestic 62922LAA6 5,075 4,915,000 PRN   SOLE   4,915,000 0 0
NICE LTD Common Stock - Foreign US$ 653656108 149 490 SH   SOLE   490 0 0
NIELSEN FIN LLC/ NIELSEN FIN SR 144A NT 30 Corporate Bond - Domestic 65409QBF8 312 295,000 PRN   SOLE   295,000 0 0
NIELSEN FIN LLC/ NIELSEN FIN SR GLBL 144A 28 Corporate Bond - Domestic 65409QBD3 843 815,000 PRN   SOLE   815,000 0 0
NIELSEN FIN LLC/ NIELSEN FIN SR GLBL 144A 29 Corporate Bond - Domestic 65409QBH4 291 295,000 PRN   SOLE   295,000 0 0
NIELSEN HLDGS PLC Common Stock - Foreign US$ G6518L108 701 34,199 SH   SOLE   34,199 0 0
NIKE INC Common Stock - Domestic 654106103 14,075 84,448 SH   SOLE   84,448 0 0
NINTENDO LTD Common Stock - Foreign US$ 654445303 3,439 58,922 SH   SOLE   58,922 0 0
NISOURCE INC Common Stock - Domestic 65473P105 563 20,407 SH   SOLE   20,407 0 0
NMG HOLDING COMPANY INC Corporate Bond - Domestic 62929RAC2 2,594 2,440,000 PRN   SOLE   2,440,000 0 0
NMI HLDGS INC Corporate Bond - Domestic 629209AA5 5,586 4,915,000 PRN   SOLE   4,915,000 0 0
NOKIA CORP Common Stock - Foreign US$ 654902204 1,390 223,517 SH   SOLE   223,517 0 0
NORDSON CORP Common Stock - Domestic 655663102 1,926 7,543 SH   SOLE   7,543 0 0
NORDSTROM INC Common Stock - Domestic 655664100 256 11,336 SH   SOLE   11,336 0 0
NORDSTROM INC Corporate Bond - Domestic 655664AH3 868 770,000 PRN   SOLE   770,000 0 0
NORDSTROM INC Corporate Bond - Domestic 655664AT7 1,748 1,730,000 PRN   SOLE   1,730,000 0 0
NORFOLK SOUTHN CORP Common Stock - Domestic 655844108 4,087 13,727 SH   SOLE   13,727 0 0
NORTHERN OIL AND GAS INC MN Corporate Bond - Domestic 665531AG4 312 295,000 PRN   SOLE   295,000 0 0
NORTHERN TR CORP Common Stock - Domestic 665859104 1,295 10,825 SH   SOLE   10,825 0 0
NORTHROP GRUMMAN CORP Common Stock - Domestic 666807102 3,344 8,640 SH   SOLE   8,640 0 0
NORTHWEST FIBER LLC / NORTHWES SR GLBL 144A 28 Corporate Bond - Domestic 667449AC6 1,016 1,035,000 PRN   SOLE   1,035,000 0 0
NORTHWEST FIBER LLC / NORTHWES SR SEC GLBL 27 Corporate Bond - Domestic 667449AD4 297 300,000 PRN   SOLE   300,000 0 0
NORTHWESTERN CORP Common Stock - Domestic 668074305 301 5,269 SH   SOLE   5,269 0 0
NORTONLIFELOCK INC. Common Stock - Domestic 668771108 1,511 58,151 SH   SOLE   58,151 0 0
NORWEGIAN CRUISE LINE HLDG LTD SHS Common Stock - Foreign US$ G66721104 4,072 196,343 SH   SOLE   196,343 0 0
NOV INC Common Stock - Domestic 62955J103 530 39,119 SH   SOLE   39,119 0 0
NOVA LTD Common Stock - Foreign US$ M7516K103 30 204 SH   SOLE   204 0 0
NOVARTIS AG Common Stock - Foreign US$ 66987V109 4,457 50,959 SH   SOLE   50,959 0 0
NOVELIS CORP Corporate Bond - Domestic 670001AE6 879 835,000 PRN   SOLE   835,000 0 0
NOVELIS CORP Corporate Bond - Domestic 670001AG1 3,550 3,515,000 PRN   SOLE   3,515,000 0 0
NOVO-NORDISK A S Common Stock - Foreign US$ 670100205 1,420 12,676 SH   SOLE   12,676 0 0
NOW INC/DE Common Stock - Domestic 67011P100 2,332 273,062 SH   SOLE   273,062 0 0
NRG ENERGY INC Common Stock - Domestic 629377508 16,155 375,009 SH   SOLE   375,009 0 0
NU SKIN ENTERPRISES INC Common Stock - Domestic 67018T105 269 5,297 SH   SOLE   5,297 0 0
NUCOR CORP Common Stock - Domestic 670346105 19,239 168,539 SH   SOLE   168,539 0 0
NUSTAR ENERGY LP Common Stock - Partnership Domestic 67058H102 102 6,451 SH   SOLE   6,451 0 0
NUSTAR LOGISTICS L P Corporate Bond - Domestic 67059TAF2 320 295,000 PRN   SOLE   295,000 0 0
NUTANIX INC Common Stock - Domestic 67059N108 62 1,939 SH   SOLE   1,939 0 0
NUVASIVE INC Common Stock - Domestic 670704105 366 6,983 SH   SOLE   6,983 0 0
NVENT ELECTRIC PLC Common Stock - Foreign US$ G6700G107 847 22,287 SH   SOLE   22,287 0 0
NVIDIA CORPORATION Common Stock - Domestic 67066G104 71,199 242,082 SH   SOLE   242,082 0 0
NVR INC Common Stock - Domestic 62944T105 10,736 1,817 SH   SOLE   1,817 0 0
NXP SEMICONDUCTORS N V Common Stock - Foreign US$ N6596X109 10,466 45,950 SH   SOLE   45,950 0 0
OASIS MIDSTREAM PARTNERS LP / SR GLBL 144A 29 Corporate Bond - Domestic 67421QAA0 322 295,000 PRN   SOLE   295,000 0 0
OCCIDENTAL PETE CORP Common Stock - Domestic 674599105 29,393 1,013,887 SH   SOLE   1,013,887 0 0
OCCIDENTAL PETE CORP Corporate Bond - Domestic 674599CH6 303 295,000 PRN   SOLE   295,000 0 0
OCCIDENTAL PETE CORP Corporate Bond - Domestic 674599CJ2 3,245 3,160,000 PRN   SOLE   3,160,000 0 0
OCCIDENTAL PETE CORP Corporate Bond - Domestic 674599CM5 305 300,000 PRN   SOLE   300,000 0 0
OCCIDENTAL PETE CORP Corporate Bond - Domestic 674599CR4 309 300,000 PRN   SOLE   300,000 0 0
OCCIDENTAL PETE CORP Corporate Bond - Domestic 674599CS2 308 300,000 PRN   SOLE   300,000 0 0
OCCIDENTAL PETE CORP Corporate Bond - Domestic 674599DC6 2,179 1,955,000 PRN   SOLE   1,955,000 0 0
OCCIDENTAL PETE CORP Corporate Bond - Domestic 674599DD4 1,126 855,000 PRN   SOLE   855,000 0 0
OCCIDENTAL PETE CORP Corporate Bond - Domestic 674599DE2 1,797 1,345,000 PRN   SOLE   1,345,000 0 0
OCCIDENTAL PETE CORP Corporate Bond - Domestic 674599DF9 3,876 3,035,000 PRN   SOLE   3,035,000 0 0
OCCIDENTAL PETE CORP Corporate Bond - Domestic 674599DZ5 375 300,000 PRN   SOLE   300,000 0 0
OCCIDENTAL PETE CORP Corporate Bond - Domestic 674599EA9 1,798 1,330,000 PRN   SOLE   1,330,000 0 0
OCCIDENTAL PETE CORP Corporate Bond - Domestic 674599EC5 357 300,000 PRN   SOLE   300,000 0 0
OCCIDENTAL PETE CORP Corporate Bond - Domestic 674599ED3 917 740,000 PRN   SOLE   740,000 0 0
OCCIDENTAL PETE CORP Corporate Bond - Domestic 674599EE1 5,454 4,915,000 PRN   SOLE   4,915,000 0 0
OCCIDENTAL PETE CORP Corporate Bond - Domestic 674599EF8 842 690,000 PRN   SOLE   690,000 0 0
OCEANEERING INTL INC Common Stock - Domestic 675232102 4,005 354,102 SH   SOLE   354,102 0 0
OGE ENERGY CORP Common Stock - Domestic 670837103 799 20,830 SH   SOLE   20,830 0 0
OHA LN FDG 2016-1R Asset Backed Security 67110VAE7 495 500,000 PRN   SOLE   500,000 0 0
O-I GLASS INC Common Stock - Domestic 67098H104 12,999 1,080,553 SH   SOLE   1,080,553 0 0
OIL CO LUKOIL PJSC Common Stock - Foreign US$ 00BYZDW27 166 1,857 SH   SOLE   1,857 0 0
OKTA INC Common Stock - Domestic 679295105 1,002 4,471 SH   SOLE   4,471 0 0
OLD DOMINION FREIGHT LINE INC COM Common Stock - Domestic 679580100 2,471 6,895 SH   SOLE   6,895 0 0
OLD REP INTL CORP Common Stock - Domestic 680223104 916 37,267 SH   SOLE   37,267 0 0
OLIN CORP Common Stock - Domestic 680665205 9,784 170,106 SH   SOLE   170,106 0 0
OLLIES BARGAIN OUTLET HLDGS IN COM Common Stock - Domestic 681116109 303 5,926 SH   SOLE   5,926 0 0
OMEGA HEALTHCARE INVS INC REIT - Domestic 681936100 714 24,120 SH   SOLE   24,120 0 0
OMNICOM GROUP INC Common Stock - Domestic 681919106 18,003 245,710 SH   SOLE   245,710 0 0
ON SEMICONDUCTOR CORP Common Stock - Domestic 682189105 66 976 SH   SOLE   976 0 0
ON SEMICONDUCTOR CORP Corporate Bond - Domestic 682189AQ8 303 295,000 PRN   SOLE   295,000 0 0
ON Semiconductor T/L B (09/19) Bank Loan 0LX182731 175 174,783 PRN   SOLE   174,783 0 0
ONE GAS INC Common Stock - Domestic 68235P108 430 5,548 SH   SOLE   5,548 0 0
ONE LIBERTY PPTYS INC REIT - Domestic 682406103 13,752 389,802 SH   SOLE   389,802 0 0
ONEMAIN FINANCIAL CORPORATION 6.875 percent 25 Corporate Bond - Domestic 85172FAM1 5,474 4,915,000 PRN   SOLE   4,915,000 0 0
ONEMAIN FINANCIAL CORPORATION SR GLBL NT 26 Corporate Bond - Domestic 85172FAN9 1,712 1,500,000 PRN   SOLE   1,500,000 0 0
ONEMAIN FINANCIAL CORPORATION SR GLBL NT 28 Corporate Bond - Domestic 682691AC4 290 295,000 PRN   SOLE   295,000 0 0
ONEMAIN FINANCIAL CORPORATION SR GLBL NT3.5 percent 27 Corporate Bond - Domestic 682691AB6 292 295,000 PRN   SOLE   295,000 0 0
ONEOK INC NEW Common Stock - Domestic 682680103 6,242 106,230 SH   SOLE   106,230 0 0
OPEN TEXT HLDGS INC Corporate Bond - Domestic 683720AA4 304 295,000 PRN   SOLE   295,000 0 0
OPEN TEXT HLDGS INC Corporate Bond - Domestic 683720AC0 905 895,000 PRN   SOLE   895,000 0 0
OPTION CARE HEALTH INC Common Stock - Domestic 68404L201 369 12,965 SH   SOLE   12,965 0 0
OPTION CARE HEALTH INC Corporate Bond - Domestic 68404LAA0 296 295,000 PRN   SOLE   295,000 0 0
ORACLE CORP Common Stock - Domestic 68389X105 12,694 145,561 SH   SOLE   145,561 0 0
ORANGE Common Stock - Foreign US$ 684060106 1,464 138,772 SH   SOLE   138,772 0 0
OREILLY AUTOMOTIVE INC Common Stock - Domestic 67103H107 6,723 9,520 SH   SOLE   9,520 0 0
ORGANON & CO Common Stock - Domestic 68622V106 15,129 496,853 SH   SOLE   496,853 0 0
OSHKOSH CORP Common Stock - Domestic 688239201 7,969 70,702 SH   SOLE   70,702 0 0
OT MERGER CORPORATION Corporate Bond - Domestic 688777AA9 2,266 2,300,000 PRN   SOLE   2,300,000 0 0
OTIS WORLDWIDE CORP Common Stock - Domestic 68902V107 2,933 33,687 SH   SOLE   33,687 0 0
OUTFRONT MEDIA CAP / OUTFRONT SR GLBL 144A 29 Corporate Bond - Domestic 69007TAE4 467 465,000 PRN   SOLE   465,000 0 0
OUTFRONT MEDIA CAP / OUTFRONT SR GLBL 144A 30 Corporate Bond - Domestic 69007TAC8 435 435,000 PRN   SOLE   435,000 0 0
OUTFRONT MEDIA INC REIT - Domestic 69007J106 41,229 1,537,238 SH   SOLE   1,537,238 0 0
OVINTIV INC Corporate Bond - Domestic 012873AK1 385 295,000 PRN   SOLE   295,000 0 0
OVINTIV INC Corporate Bond - Domestic 292505AD6 806 625,000 PRN   SOLE   625,000 0 0
OVINTIV INC Corporate Bond - Domestic 292505AE4 420 320,000 PRN   SOLE   320,000 0 0
OVINTIV INC Corporate Bond - Domestic 292505AG9 631 485,000 PRN   SOLE   485,000 0 0
OVINTIV INC Corporate Bond - Domestic 698900AG2 383 295,000 PRN   SOLE   295,000 0 0
OWENS CORNING NEW Common Stock - Domestic 690742101 8,808 97,331 SH   SOLE   97,331 0 0
OXFORD INDS INC Common Stock - Domestic 691497309 5,736 56,504 SH   SOLE   56,504 0 0
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR Common Stock - Foreign US$ 715684106 144 4,960 SH   SOLE   4,960 0 0
PACCAR INC Common Stock - Domestic 693718108 2,941 33,322 SH   SOLE   33,322 0 0
PACER FDS TR DEVELOPED MRKT ETF 69374H873 681 21,799 SH   SOLE   21,799 0 0
PACER FDS TR GLOBL CASH ETF ETF 69374H709 714 22,695 SH   SOLE   22,695 0 0
PACER FDS TR PACER US SMALL ETF 69374H857 664 15,536 SH   SOLE   15,536 0 0
PACER FDS TR SWAN SOS CNS JAN ETF 69374H584 4,110 181,603 SH   SOLE   181,603 0 0
PACER FDS TR SWAN SOS CONS ETF 69374H527 2,589 122,853 SH   SOLE   122,853 0 0
PACER FDS TR SWAN SOS CONS AP ETF 69374H543 902 40,985 SH   SOLE   40,985 0 0
PACER FDS TR SWAN SOS CONS JU ETF 69374H535 1,722 81,190 SH   SOLE   81,190 0 0
PACER FDS TR SWAN SOS FLEX ETF 69374H451 4,909 226,729 SH   SOLE   226,729 0 0
PACER FDS TR SWAN SOS FLEX AP ETF 69374H477 3,098 133,690 SH   SOLE   133,690 0 0
PACER FDS TR SWAN SOS FLEX JU ETF 69374H469 3,462 159,412 SH   SOLE   159,412 0 0
PACER FDS TR SWAN SOS FLX JAN ETF 69374H576 5,430 220,370 SH   SOLE   220,370 0 0
PACER FDS TR SWAN SOS MOD JAN ETF 69374H550 12,289 533,842 SH   SOLE   533,842 0 0
PACER FDS TR SWAN SOS MODERAT ETF 69374H519 4,053 182,169 SH   SOLE   182,169 0 0
PACER FDS TR SWAN SOS MODRTE ETF 69374H485 13,673 644,647 SH   SOLE   644,647 0 0
PACER FDS TR SWAN SOS MODRTE ETF 69374H493 8,624 404,486 SH   SOLE   404,486 0 0
PACER FDS TR TRENDP 100 ETF ETF 69374H303 14,399 244,175 SH   SOLE   244,175 0 0
PACER FDS TR TRENDP US LAR CP ETF 69374H105 14,855 357,603 SH   SOLE   357,603 0 0
PACER FDS TR TRENDP US MID CP ETF 69374H204 14,078 384,847 SH   SOLE   384,847 0 0
PACER FDS TR TRENDPILOT INTL ETF 69374H683 13,743 474,221 SH   SOLE   474,221 0 0
PACER FDS TR TRENDPILOT US BD ETF 69374H642 13,553 503,256 SH   SOLE   503,256 0 0
PACER FDS TR US CASH COWS 100 ETF 69374H881 721 15,308 SH   SOLE   15,308 0 0
PACER US CASH COWS GROWTH ETF ETF 69374H667 767 17,734 SH   SOLE   17,734 0 0
PACIFIC BIOSCIENCES CALIF INC COM Common Stock - Domestic 69404D108 62 3,049 SH   SOLE   3,049 0 0
PACKAGING CORP AMER Common Stock - Domestic 695156109 1,564 11,491 SH   SOLE   11,491 0 0
PACTIV EVERGREEN GROUP ISSUER SR SEC GLBL 28 Corporate Bond - Domestic 69527AAA4 905 910,000 PRN   SOLE   910,000 0 0
PACWEST BANCORP DEL Common Stock - Domestic 695263103 698 15,456 SH   SOLE   15,456 0 0
PALANTIR TECHNOLOGIES INC Common Stock - Domestic 69608A108 95 5,197 SH   SOLE   5,197 0 0
PALMER SQUARE CLO LTD 2018-2 D Asset Backed Security 69688LAA5 490 500,000 PRN   SOLE   500,000 0 0
PALO ALTO NETWORKS INC Common Stock - Domestic 697435105 1,731 3,109 SH   SOLE   3,109 0 0
PAPA JOHNS INTL INC Common Stock - Domestic 698813102 622 4,662 SH   SOLE   4,662 0 0
PAPA JOHNS INTL INC Corporate Bond - Domestic 698813AA0 294 295,000 PRN   SOLE   295,000 0 0
PAR PHARMACEUTICAL INC Corporate Bond - Domestic 69888XAA7 5,030 4,915,000 PRN   SOLE   4,915,000 0 0
PAREXEL INTERNATIONAL T/L (08/21) Bank Loan 0LX196814 501 500,000 PRN   SOLE   500,000 0 0
PARK HOTELS & RESORTS INC REIT - Domestic 700517105 465 24,605 SH   SOLE   24,605 0 0
PARK INTER HLDGS LLC / PK DOME SR SEC GLBL 29 Corporate Bond - Domestic 70052LAC7 829 810,000 PRN   SOLE   810,000 0 0
PARK OHIO INDS INC-OHIO Corporate Bond - Domestic 700677AR8 1,608 1,655,000 PRN   SOLE   1,655,000 0 0
PARK RIVER HOLDINGS INC Corporate Bond - Domestic 70082LAA5 1,181 1,235,000 PRN   SOLE   1,235,000 0 0
PARK RIVER HOLDINGS INC Corporate Bond - Domestic 70082LAB3 289 295,000 PRN   SOLE   295,000 0 0
PARKER-HANNIFIN CORP Common Stock - Domestic 701094104 2,458 7,728 SH   SOLE   7,728 0 0
PATRICK INDS INC Corporate Bond - Domestic 703343AD5 744 750,000 PRN   SOLE   750,000 0 0
PATTERN ENERGY OPERATIONS / P SR SEC GLBL 28 Corporate Bond - Domestic 70339PAA7 312 300,000 PRN   SOLE   300,000 0 0
PATTERSON COS INC Common Stock - Domestic 703395103 266 9,066 SH   SOLE   9,066 0 0
PAYCHEX INC Common Stock - Domestic 704326107 4,484 32,850 SH   SOLE   32,850 0 0
PAYCOM SOFTWARE INC Common Stock - Domestic 70432V102 4,594 11,065 SH   SOLE   11,065 0 0
PAYLOCITY HLDG CORP Common Stock - Domestic 70438V106 1,327 5,619 SH   SOLE   5,619 0 0
PAYPAL HLDGS INC Common Stock - Domestic 70450Y103 25,962 137,669 SH   SOLE   137,669 0 0
PBF HLDG CO LLC / PBF FIN CORP SR SEC GLBL 25 Corporate Bond - Domestic 69318FAK4 4,538 4,765,000 PRN   SOLE   4,765,000 0 0
PBF LOGISTICS LP Common Stock - Partnership Domestic 69318Q104 32 2,869 SH   SOLE   2,869 0 0
PDC ENERGY INC Common Stock - Domestic 69327R101 11,573 237,252 SH   SOLE   237,252 0 0
PEARL MERGER SUB INC Corporate Bond - Domestic 70478JAA2 1,868 1,815,000 PRN   SOLE   1,815,000 0 0
PEBBLEBROOK HOTEL TR REIT - Domestic 70509V100 306 13,671 SH   SOLE   13,671 0 0
PECF USS INTER HLDG III CORP SR 144A NT 8 percent 29 Corporate Bond - Domestic 69291HAA3 949 915,000 PRN   SOLE   915,000 0 0
PELOTON INTERACTIVE INC Common Stock - Domestic 70614W100 289 8,093 SH   SOLE   8,093 0 0
PEMBINA PIPELINE CORP Common Stock - Foreign US$ 706327103 128 4,220 SH   SOLE   4,220 0 0
PENINSULA PAC ENTMT LLC & PENI SR GLBL 144A 27 Corporate Bond - Domestic 70715XAA4 2,644 2,445,000 PRN   SOLE   2,445,000 0 0
PENN NATL GAMING INC Common Stock - Domestic 707569109 5,584 107,689 SH   SOLE   107,689 0 0
PENN NATL GAMING INC Corporate Bond - Domestic 707569AV1 831 855,000 PRN   SOLE   855,000 0 0
PENN VA ESCROW LLC Corporate Bond - Domestic 70789PAA2 763 735,000 PRN   SOLE   735,000 0 0
PENNYMAC FINL SVCS INC NEW Corporate Bond - Domestic 70932MAB3 592 615,000 PRN   SOLE   615,000 0 0
PENSKE AUTOMOTIVE GRP INC Common Stock - Domestic 70959W103 12,902 120,334 SH   SOLE   120,334 0 0
PENSKE AUTOMOTIVE GRP INC Corporate Bond - Domestic 70959WAK9 1,514 1,525,000 PRN   SOLE   1,525,000 0 0
PENTAIR PLC Common Stock - Foreign US$ G7S00T104 941 12,885 SH   SOLE   12,885 0 0
PENUMBRA INC Common Stock - Domestic 70975L107 1,408 4,902 SH   SOLE   4,902 0 0
PEOPLES UNITED FINANCIAL INC COM Common Stock - Domestic 712704105 395 22,190 SH   SOLE   22,190 0 0
PEPSICO INC Common Stock - Domestic 713448108 20,022 115,260 SH   SOLE   115,260 0 0
PERDOCEO ED CORP Common Stock - Domestic 71363P106 5,489 466,785 SH   SOLE   466,785 0 0
PERFORMANCE FOOD GROUP CO Common Stock - Domestic 71377A103 726 15,817 SH   SOLE   15,817 0 0
PERKINELMER INC Common Stock - Domestic 714046109 2,065 10,272 SH   SOLE   10,272 0 0
PERRIGO CO PLC Common Stock - Foreign US$ G97822103 521 13,387 SH   SOLE   13,387 0 0
PETROLEO BRASILEIRO SA PETROBR SP ADR NON VTG Preferred Stock - Foreign US$ 71654V101 169 16,705 SH   SOLE   16,705 0 0
PETSMART (1/21) T/L Bank Loan 0LX192365 500 498,750 PRN   SOLE   498,750 0 0
PFIZER INC Common Stock - Domestic 717081103 43,681 739,734 SH   SOLE   739,734 0 0
PGT INNOVATIONS INC Corporate Bond - Domestic 69336VAB7 388 385,000 PRN   SOLE   385,000 0 0
PHH MORTGAGE CORPORATION Corporate Bond - Domestic 69356NAA2 2,613 2,525,000 PRN   SOLE   2,525,000 0 0
PHILIP MORRIS INTL INC Common Stock - Domestic 718172109 13,642 143,595 SH   SOLE   143,595 0 0
PHILLIPS 66 Common Stock - Domestic 718546104 5,714 78,854 SH   SOLE   78,854 0 0
PHILLIPS 66 PARTNERS LP Common Stock - Partnership Domestic 718549207 134 3,704 SH   SOLE   3,704 0 0
PHYSICIANS RLTY TR REIT - Domestic 71943U104 413 21,918 SH   SOLE   21,918 0 0
PIKE CORP Corporate Bond - Domestic 721283AA7 1,435 1,430,000 PRN   SOLE   1,430,000 0 0
PILGRIMS PRIDE CORP Common Stock - Domestic 72147K108 143 5,077 SH   SOLE   5,077 0 0
PILGRIMS PRIDE CORP Corporate Bond - Domestic 72147KAF5 310 295,000 PRN   SOLE   295,000 0 0
PILOT TRAVEL CENTERS T/L B (7/21) Bank Loan 0LX196562 747 750,000 PRN   SOLE   750,000 0 0
PINDUODUO INC Common Stock - Foreign US$ 722304102 695 11,926 SH   SOLE   11,926 0 0
PINNACLE FINL PARTNERS INC Common Stock - Domestic 72346Q104 1,027 10,756 SH   SOLE   10,756 0 0
PINNACLE WEST CAP CORP Common Stock - Domestic 723484101 483 6,844 SH   SOLE   6,844 0 0
PINTEREST INC Common Stock - Domestic 72352L106 62 1,709 SH   SOLE   1,709 0 0
PIONEER NAT RES CO Common Stock - Domestic 723787107 2,142 11,775 SH   SOLE   11,775 0 0
PITNEY BOWES INC Corporate Bond - Domestic 724479AP5 303 295,000 PRN   SOLE   295,000 0 0
PITNEY BOWES INC Corporate Bond - Domestic 724479AQ3 1,919 1,865,000 PRN   SOLE   1,865,000 0 0
PLAINS GP HLDGS L P Common Stock - Partnership Domestic 72651A207 608 59,919 SH   SOLE   59,919 0 0
PLAYA RESORTS T/L B Bank Loan 0LX162387 228 233,366 PRN   SOLE   233,366 0 0
PLUG POWER INC Common Stock - Domestic 72919P202 54 1,916 SH   SOLE   1,916 0 0
PLYMOUTH INDL REIT INC REIT - Domestic 729640102 18,700 584,367 SH   SOLE   584,367 0 0
PM GENERAL PURCHASER LLC Corporate Bond - Domestic 69356MAA4 3,171 3,125,000 PRN   SOLE   3,125,000 0 0
PNC FINL SVCS GROUP INC Common Stock - Domestic 693475105 4,404 21,963 SH   SOLE   21,963 0 0
PNM RES INC Common Stock - Domestic 69349H107 408 8,938 SH   SOLE   8,938 0 0
POINT AU ROCHE PARK CLO 2021 E Asset Backed Security 73052WAA1 370 370,000 PRN   SOLE   370,000 0 0
POLAR US BORROWER LLC / SCHENE SR 144A NT 26 Corporate Bond - Domestic 73103PAA5 1,121 1,140,000 PRN   SOLE   1,140,000 0 0
POLARIS INC Common Stock - Domestic 731068102 646 5,876 SH   SOLE   5,876 0 0
POOL CORP Common Stock - Domestic 73278L105 1,795 3,171 SH   SOLE   3,171 0 0
POSCO Common Stock - Foreign US$ 693483109 1,675 28,729 SH   SOLE   28,729 0 0
POST HLDGS INC Common Stock - Domestic 737446104 680 6,033 SH   SOLE   6,033 0 0
POST HLDGS INC Corporate Bond - Domestic 737446AP9 1,609 1,530,000 PRN   SOLE   1,530,000 0 0
POTLATCHDELTIC CORPORATION REIT - Domestic 737630103 420 6,973 SH   SOLE   6,973 0 0
POWER INTEGRATIONS INC Common Stock - Domestic 739276103 748 8,051 SH   SOLE   8,051 0 0
POWERTEAM SVCS LLC Corporate Bond - Domestic 73939VAA2 4,909 4,635,000 PRN   SOLE   4,635,000 0 0
PPG INDS INC Common Stock - Domestic 693506107 3,014 17,476 SH   SOLE   17,476 0 0
PPL CORP Common Stock - Domestic 69351T106 1,240 41,252 SH   SOLE   41,252 0 0
PRA GROUP INC Corporate Bond - Domestic 69354NAD8 296 295,000 PRN   SOLE   295,000 0 0
Pregis T/L B Bank Loan 0LX181490 495 496,212 PRN   SOLE   496,212 0 0
PREMIER INC Common Stock - Domestic 74051N102 2,410 58,532 SH   SOLE   58,532 0 0
PRESIDIO HLDGS INC Corporate Bond - Domestic 74101XAE0 5,068 4,915,000 PRN   SOLE   4,915,000 0 0
PRICE T ROWE GROUP INC Common Stock - Domestic 74144T108 5,340 27,154 SH   SOLE   27,154 0 0
PRIME SEC SVCS BORROWER LLC / SR SEC GLBL 26 Corporate Bond - Domestic 74166MAC0 322 300,000 PRN   SOLE   300,000 0 0
PRIME SEC SVCS BORROWER LLC / SR SEC GLBL 28 Corporate Bond - Domestic 74166MAE6 5,133 4,915,000 PRN   SOLE   4,915,000 0 0
PRIMERICA INC Common Stock - Domestic 74164M108 628 4,100 SH   SOLE   4,100 0 0
PRINCIPAL FINANCIAL GROUP INC COM Common Stock - Domestic 74251V102 4,329 59,845 SH   SOLE   59,845 0 0
PROAMPAC PG BORROWER T/L (10/20) (PROLAMINA) Bank Loan 0LX190689 480 478,844 PRN   SOLE   478,844 0 0
PROCTER AND GAMBLE CO Common Stock - Domestic 742718109 20,625 126,087 SH   SOLE   126,087 0 0
PROG HOLDINGS INC Common Stock - Domestic 74319R101 264 5,852 SH   SOLE   5,852 0 0
PROGRESS SOFTWARE CORP Common Stock - Domestic 743312100 5,419 112,262 SH   SOLE   112,262 0 0
PROGRESSIVE CORP Common Stock - Domestic 743315103 3,192 31,094 SH   SOLE   31,094 0 0
PROGYNY INC Common Stock - Domestic 74340E103 489 9,704 SH   SOLE   9,704 0 0
PROJECT RUBY T/L (MEDIWARE INFORMATION/WELLSKY) (2/21) Bank Loan 0LX193028 499 498,747 PRN   SOLE   498,747 0 0
PROLOGIS INC. REIT - Domestic 74340W103 78,890 468,579 SH   SOLE   468,579 0 0
PROSPERITY BANCSHARES INC Common Stock - Domestic 743606105 699 9,671 SH   SOLE   9,671 0 0
PRUDENTIAL FINL INC Common Stock - Domestic 744320102 2,121 19,591 SH   SOLE   19,591 0 0
PRUDENTIAL PLC Common Stock - Foreign US$ 74435K204 364 10,577 SH   SOLE   10,577 0 0
PS BUSINESS PKS INC CALIF REIT - Domestic 69360J107 20,636 112,050 SH   SOLE   112,050 0 0
PTC INC Common Stock - Domestic 69370C100 4,846 39,996 SH   SOLE   39,996 0 0
PTC INC Corporate Bond - Domestic 69370CAC4 5,009 4,915,000 PRN   SOLE   4,915,000 0 0
PUBLIC STORAGE REIT - Domestic 74460D109 3,611 9,641 SH   SOLE   9,641 0 0
PUBLIC SVC ENTERPRISE GRP INC COM Common Stock - Domestic 744573106 1,821 27,283 SH   SOLE   27,283 0 0
PULTE GROUP INC Common Stock - Domestic 745867101 8,240 144,163 SH   SOLE   144,163 0 0
PVH CORPORATION Common Stock - Domestic 693656100 4,306 40,375 SH   SOLE   40,375 0 0
QIAGEN NV Common Stock - Foreign US$ N72482123 33 592 SH   SOLE   592 0 0
QORVO INC Common Stock - Domestic 74736K101 5,616 35,910 SH   SOLE   35,910 0 0
QORVO INC Corporate Bond - Domestic 74736KAH4 319 300,000 PRN   SOLE   300,000 0 0
QORVO INC Corporate Bond - Domestic 74736KAJ0 301 295,000 PRN   SOLE   295,000 0 0
QUALCOMM INC Common Stock - Domestic 747525103 22,832 124,855 SH   SOLE   124,855 0 0
QUALYS INC Common Stock - Domestic 74758T303 805 5,869 SH   SOLE   5,869 0 0
QUANEX BLDG PRODS CORP Common Stock - Domestic 747619104 2,696 108,781 SH   SOLE   108,781 0 0
QUANTA SVCS INC Common Stock - Domestic 74762E102 1,169 10,194 SH   SOLE   10,194 0 0
QUEST DIAGNOSTICS INC Common Stock - Domestic 74834L100 14,226 82,225 SH   SOLE   82,225 0 0
QUICKEN LNS LLC/QUICKEN LNS CO SR GLBL 144A 31 Corporate Bond - Domestic 74841CAB7 305 300,000 PRN   SOLE   300,000 0 0
QUIDEL CORP Common Stock - Domestic 74838J101 4,338 32,134 SH   SOLE   32,134 0 0
QUIKRETE HOLDINGS INC T/L B Bank Loan 0LX155959 478 482,990 PRN   SOLE   482,990 0 0
QURATE RETAIL INC Common Stock - Domestic 74915M100 6,379 839,299 SH   SOLE   839,299 0 0
QVC INC Corporate Bond - Domestic 747262AM5 2,125 2,130,000 PRN   SOLE   2,130,000 0 0
QVC INC Corporate Bond - Domestic 747262AW3 491 495,000 PRN   SOLE   495,000 0 0
QVC INC Corporate Bond - Domestic 747262AY9 309 300,000 PRN   SOLE   300,000 0 0
R1 RCM INC Common Stock - Domestic 749397105 537 21,076 SH   SOLE   21,076 0 0
RACKSPACE TECHNOLOGY GLOBAL Corporate Bond - Domestic 750098AA3 1,450 1,485,000 PRN   SOLE   1,485,000 0 0
RAD CLO LTD 12 Asset Backed Security 75009QAA3 498 500,000 PRN   SOLE   500,000 0 0
RADIAN GROUP INC Corporate Bond - Domestic 750236AW1 317 295,000 PRN   SOLE   295,000 0 0
RADIATE HOLDCO LLC/RADIATE FI SR GLBL 144A 28 Corporate Bond - Domestic 75026JAE0 2,445 2,430,000 PRN   SOLE   2,430,000 0 0
RADIATE HOLDCO LLC/RADIATE FI SR SEC GLBL 26 Corporate Bond - Domestic 75026JAC4 298 295,000 PRN   SOLE   295,000 0 0
RAILWORKS HLDGS LP / RAILWORKS SR SEC 144A NT28 Corporate Bond - Domestic 75079MAA7 1,114 1,080,000 PRN   SOLE   1,080,000 0 0
RALPH LAUREN CORP Common Stock - Domestic 751212101 5,475 46,066 SH   SOLE   46,066 0 0
RANGE RES CORP Corporate Bond - Domestic 75281ABG3 270 250,000 PRN   SOLE   250,000 0 0
RAPTOR ACQUISITION CORPORATION SR SEC 144A NT26 Corporate Bond - Domestic 75383KAA2 4,970 4,915,000 PRN   SOLE   4,915,000 0 0
RATTLER MIDSTREAM LP Common Stock - Partnership Domestic 75419T103 530 46,616 SH   SOLE   46,616 0 0
RAYMOND JAMES FINL INC Common Stock - Domestic 754730109 964 9,604 SH   SOLE   9,604 0 0
RAYONIER INC REIT - Domestic 754907103 579 14,345 SH   SOLE   14,345 0 0
RAYTHEON TECHNOLOGIES CORP Common Stock - Domestic 75513E101 7,010 81,454 SH   SOLE   81,454 0 0
REAL HERO MERGER SUB 2 INC Corporate Bond - Domestic 75602BAA7 1,295 1,295,000 PRN   SOLE   1,295,000 0 0
REALOGY GRP LLC/REALOGY CO Corporate Bond - Domestic 75606DAL5 1,560 1,520,000 PRN   SOLE   1,520,000 0 0
REALTY INCOME CORP REIT - Domestic 756109104 2,102 29,364 SH   SOLE   29,364 0 0
REGAL REXNORD CORPORATION Common Stock - Domestic 758750103 1,185 6,965 SH   SOLE   6,965 0 0
REGENCY CTRS CORP REIT - Domestic 758849103 600 7,958 SH   SOLE   7,958 0 0
REGENERON PHARMACEUTICALS Common Stock - Domestic 75886F107 30,953 49,013 SH   SOLE   49,013 0 0
REGIONS FINANCIAL CORP NEW Common Stock - Domestic 7591EP100 3,976 182,393 SH   SOLE   182,393 0 0
REINSURANCE GRP OF AMERICA INC COM NEW Common Stock - Domestic 759351604 775 7,082 SH   SOLE   7,082 0 0
RELIANCE STEEL & ALUMINUM CO COM Common Stock - Domestic 759509102 1,076 6,634 SH   SOLE   6,634 0 0
RELX PLC Common Stock - Foreign US$ 759530108 498 15,259 SH   SOLE   15,259 0 0
RENAISSANCERE HLDGS LTD Common Stock - Foreign US$ G7496G103 798 4,713 SH   SOLE   4,713 0 0
RENEWABLE ENERGY GROUP INC Corporate Bond - Domestic 75972AAD5 304 295,000 PRN   SOLE   295,000 0 0
RENT A CTR INC NEW Corporate Bond - Domestic 76009NAL4 919 880,000 PRN   SOLE   880,000 0 0
REPLIGEN CORP Common Stock - Domestic 759916109 2,011 7,593 SH   SOLE   7,593 0 0
REPUBLIC SVCS INC Common Stock - Domestic 760759100 1,914 13,726 SH   SOLE   13,726 0 0
RESIDEO FDG INC Corporate Bond - Domestic 76119LAB7 1,115 1,135,000 PRN   SOLE   1,135,000 0 0
RESMED INC Common Stock - Domestic 761152107 2,497 9,585 SH   SOLE   9,585 0 0
RESTAURANT BRANDS INTL INC Common Stock - Foreign US$ 76131D103 147 2,416 SH   SOLE   2,416 0 0
REXFORD INDL RLTY INC REIT - Domestic 76169C100 23,422 288,763 SH   SOLE   288,763 0 0
REYNOLDS GROUP ISSUER LLC / RE SR SEC GLBL 27 Corporate Bond - Domestic 76174LAA1 974 1,000,000 PRN   SOLE   1,000,000 0 0
RH Common Stock - Domestic 74967X103 1,896 3,537 SH   SOLE   3,537 0 0
RHP HOTEL PPTY/ RHP FINANCE Corporate Bond - Domestic 749571AG0 591 590,000 PRN   SOLE   590,000 0 0
RIO TINTO PLC Common Stock - Foreign US$ 767204100 4,723 70,551 SH   SOLE   70,551 0 0
RITE AID CORP Corporate Bond - Domestic 767754CL6 2,650 2,595,000 PRN   SOLE   2,595,000 0 0
RLI CORP Common Stock - Domestic 749607107 464 4,142 SH   SOLE   4,142 0 0
RLJ LODGING TR Corporate Bond - Domestic 74965LAB7 292 295,000 PRN   SOLE   295,000 0 0
ROBERT HALF INTL INC Common Stock - Domestic 770323103 969 8,688 SH   SOLE   8,688 0 0
ROBLOX CORP Corporate Bond - Domestic 771049AA1 300 295,000 PRN   SOLE   295,000 0 0
ROCHE HLDG LTD Common Stock - Foreign US$ 771195104 2,326 44,998 SH   SOLE   44,998 0 0
ROCKCLIFF ENERGY II LLC Corporate Bond - Domestic 77289KAA3 304 295,000 PRN   SOLE   295,000 0 0
ROCKET MTG LLC / ROCKET MTG CO SR 144A NT 26 Corporate Bond - Domestic 77313LAA1 1,039 1,045,000 PRN   SOLE   1,045,000 0 0
ROCKET MTG LLC / ROCKET MTG CO SR 144A NT 4 percent 33 Corporate Bond - Domestic 77313LAB9 852 840,000 PRN   SOLE   840,000 0 0
ROCKET SOFTWARE INC Corporate Bond - Domestic 77314EAA6 1,168 1,195,000 PRN   SOLE   1,195,000 0 0
ROCKIES EXPRESS PIPELINE LLC SR 144A NT 40 Corporate Bond - Domestic 77340RAM9 696 615,000 PRN   SOLE   615,000 0 0
ROCKWELL AUTOMATION INC Common Stock - Domestic 773903109 2,909 8,338 SH   SOLE   8,338 0 0
ROGERS COMMUNICATIONS INC Common Stock - Foreign US$ 775109200 128 2,691 SH   SOLE   2,691 0 0
ROKU INC Common Stock - Domestic 77543R102 63 278 SH   SOLE   278 0 0
ROLLER BEARING CO AMER INC Corporate Bond - Domestic 775631AD6 546 535,000 PRN   SOLE   535,000 0 0
ROLLINS INC Common Stock - Domestic 775711104 910 26,607 SH   SOLE   26,607 0 0
ROPER TECHNOLOGIES INC Common Stock - Domestic 776696106 3,516 7,149 SH   SOLE   7,149 0 0
ROSS STORES INC Common Stock - Domestic 778296103 26,798 234,498 SH   SOLE   234,498 0 0
ROYAL BK CDA Common Stock - Foreign US$ 780087102 1,159 10,920 SH   SOLE   10,920 0 0
ROYAL CARIBBEAN GROUP Common Stock - Foreign US$ V7780T103 4,721 61,393 SH   SOLE   61,393 0 0
ROYAL DUTCH SHELL PLC Common Stock - Foreign US$ 780259107 5,145 118,675 SH   SOLE   118,675 0 0
ROYAL GOLD INC Common Stock - Domestic 780287108 720 6,839 SH   SOLE   6,839 0 0
RP ESCROW ISSUER LLC Corporate Bond - Domestic 74969PAA6 1,071 1,060,000 PRN   SOLE   1,060,000 0 0
RPM INTL INC Common Stock - Domestic 749685103 1,338 13,245 SH   SOLE   13,245 0 0
RYANAIR HOLDINGS PLC Common Stock - Foreign US$ 783513203 71 694 SH   SOLE   694 0 0
RYDER SYS INC Common Stock - Domestic 783549108 640 7,759 SH   SOLE   7,759 0 0
S&P 500 Annl Div Dec22 Future - Index 000ASDZ22 1,484 94 PRN   SOLE   94 0 0
S&P 500 Annl Div Dec23 Future - Index 000ASDZ23 1,538 94 PRN   SOLE   94 0 0
S&P 500 Annl Div Dec24 Future - Index 000ASDZ24 1,567 94 PRN   SOLE   94 0 0
S&P Global Inc Common Stock - Domestic 78409V104 7,309 15,488 SH   SOLE   15,488 0 0
SABRA HEALTH CARE REIT INC REIT - Domestic 78573L106 297 21,938 SH   SOLE   21,938 0 0
SABRA HLTH CARE LP/SABRA CAP C SR GLBL NT 26 Corporate Bond - Domestic 14162VAB2 331 300,000 PRN   SOLE   300,000 0 0
SABRA HLTH CARE LP/SABRA CAP C SR GLBL NT3.2 percent 31 Corporate Bond - Domestic 78574MAA1 1,822 1,860,000 PRN   SOLE   1,860,000 0 0
SABRE CORP Common Stock - Domestic 78573M104 403 46,913 SH   SOLE   46,913 0 0
SABRE GLBL INC Corporate Bond - Domestic 78573NAC6 1,827 1,615,000 PRN   SOLE   1,615,000 0 0
SAIA INC Common Stock - Domestic 78709Y105 1,500 4,451 SH   SOLE   4,451 0 0
SAILPOINT TECHNOLOGIES HLDGS I COM Common Stock - Domestic 78781P105 672 13,901 SH   SOLE   13,901 0 0
SALESFORCE COM INC Common Stock - Domestic 79466L302 15,223 59,903 SH   SOLE   59,903 0 0
SALLY BEAUTY HLDGS INC Common Stock - Domestic 79546E104 8,176 442,906 SH   SOLE   442,906 0 0
SANDERSON FARMS INC Common Stock - Domestic 800013104 396 2,072 SH   SOLE   2,072 0 0
SANMINA CORPORATION Common Stock - Domestic 801056102 8,574 206,809 SH   SOLE   206,809 0 0
SANOFI Common Stock - Foreign US$ 80105N105 4,870 97,211 SH   SOLE   97,211 0 0
SAP SE Common Stock - Foreign US$ 803054204 2,508 17,897 SH   SOLE   17,897 0 0
SBA COMMUNICATIONS CORP Corporate Bond - Domestic 78410GAE4 284 295,000 PRN   SOLE   295,000 0 0
SBA COMMUNICATIONS CORP NEW REIT - Domestic 78410G104 81,809 210,296 SH   SOLE   210,296 0 0
SBA SENIOR FINANCE II T/L B 2018 Bank Loan 0LX172653 470 474,075 PRN   SOLE   474,075 0 0
SCHLUMBERGER LTD Common Stock - Foreign US$ 806857108 5,192 173,344 SH   SOLE   173,344 0 0
SCHOLASTIC CORP Common Stock - Domestic 807066105 3,144 78,683 SH   SOLE   78,683 0 0
SCHWAB CHARLES CORP Common Stock - Domestic 808513105 8,337 99,129 SH   SOLE   99,129 0 0
SCHWEITZER-MAUDUIT INTERN Corporate Bond - Domestic 808541AA4 5,149 4,915,000 PRN   SOLE   4,915,000 0 0
SCIENCE APPLICATIONS INTL CORP COM Common Stock - Domestic 808625107 507 6,068 SH   SOLE   6,068 0 0
SCIENCE APPLICATIONS INTL CORP SR GLBL 144A 28 Corporate Bond - Domestic 808625AA5 5,045 4,915,000 PRN   SOLE   4,915,000 0 0
SCIENTIFIC GAMES CORP Common Stock - Domestic 80874P109 1,326 19,837 SH   SOLE   19,837 0 0
SCIENTIFIC GAMES T/L B Bank Loan 0LX171269 484 484,925 PRN   SOLE   484,925 0 0
SCIH SALT HOLDINGS INC Corporate Bond - Domestic 78433BAA6 288 300,000 PRN   SOLE   300,000 0 0
SCIH SALT HOLDINGS INC Corporate Bond - Domestic 78433BAB4 2,084 2,225,000 PRN   SOLE   2,225,000 0 0
SCOTTS MIRACLE-GRO CO Common Stock - Domestic 810186106 681 4,232 SH   SOLE   4,232 0 0
SCOTTS MIRACLE-GRO CO Corporate Bond - Domestic 810186AS5 2,004 1,920,000 PRN   SOLE   1,920,000 0 0
SCOTTS MIRACLE-GRO CO Corporate Bond - Domestic 810186AV8 799 800,000 PRN   SOLE   800,000 0 0
SCRIPPS E W CO OHIO Corporate Bond - Domestic 81104PAA7 5,168 4,915,000 PRN   SOLE   4,915,000 0 0
SCRIPPS ESCROW II INC Corporate Bond - Domestic 81105DAA3 2,001 2,000,000 PRN   SOLE   2,000,000 0 0
SEA LTD Common Stock - Foreign US$ 81141R100 562 2,512 SH   SOLE   2,512 0 0
SEAGATE TECHNOLOGY HLDNGS PLC ORD SHS Common Stock - Foreign US$ G7997R103 1,778 15,733 SH   SOLE   15,733 0 0
SEAGEN INC Common Stock - Domestic 81181C104 882 5,703 SH   SOLE   5,703 0 0
SEALED AIR CORP NEW Common Stock - Domestic 81211K100 1,484 21,990 SH   SOLE   21,990 0 0
SEALED AIR CORPORATION Corporate Bond - Domestic 81211KAK6 1,107 870,000 PRN   SOLE   870,000 0 0
SEALED AIR CORPORATION Corporate Bond - Domestic 81211KAX8 4,988 4,505,000 PRN   SOLE   4,505,000 0 0
SEALED AIR CORPORATION Corporate Bond - Domestic 81211KAY6 308 295,000 PRN   SOLE   295,000 0 0
SEAWORLD PARKS & ENTERTAINMENT T/L (08/21) Bank Loan 0LX197146 490 491,026 PRN   SOLE   491,026 0 0
SEAWORLD PKS & ENTMT INC Corporate Bond - Domestic 81282UAG7 1,463 1,435,000 PRN   SOLE   1,435,000 0 0
SEG HOLDING LLC / SEG FINANCE SR SEC 144A NT28 Corporate Bond - Domestic 78397KAA0 5,156 4,915,000 PRN   SOLE   4,915,000 0 0
SEI INVTS CO Common Stock - Domestic 784117103 654 10,730 SH   SOLE   10,730 0 0
SELECTIVE INS GROUP INC Common Stock - Domestic 816300107 511 6,235 SH   SOLE   6,235 0 0
SEMPRA Common Stock - Domestic 816851109 2,201 16,637 SH   SOLE   16,637 0 0
SEMTECH CORP Common Stock - Domestic 816850101 815 9,165 SH   SOLE   9,165 0 0
SENSATA TECHNOLOGIES INC Corporate Bond - Domestic 81728UAA2 310 295,000 PRN   SOLE   295,000 0 0
SENSIENT TECHNOLOGIES CORP Common Stock - Domestic 81725T100 575 5,742 SH   SOLE   5,742 0 0
SERVICE CORP INTL Common Stock - Domestic 817565104 1,590 22,397 SH   SOLE   22,397 0 0
SERVICE PPTYS TR Corporate Bond - Domestic 44106MAW2 291 300,000 PRN   SOLE   300,000 0 0
SERVICE PPTYS TR Corporate Bond - Domestic 44106MAX0 275 300,000 PRN   SOLE   300,000 0 0
SERVICE PPTYS TR Corporate Bond - Domestic 81761LAA0 4,024 3,710,000 PRN   SOLE   3,710,000 0 0
SERVICE PPTYS TR Corporate Bond - Domestic 81761LAB8 308 300,000 PRN   SOLE   300,000 0 0
SERVICENOW INC Common Stock - Domestic 81762P102 9,290 14,312 SH   SOLE   14,312 0 0
SHEA HOMES LP/ SHEA HOMES FDG SR GLBL 144A 29 Corporate Bond - Domestic 82088KAG3 2,102 2,060,000 PRN   SOLE   2,060,000 0 0
SHELL MIDSTREAM PARTNERS L P UNIT LTD INT Common Stock - Partnership Domestic 822634101 94 8,146 SH   SOLE   8,146 0 0
SHERWIN WILLIAMS CO Common Stock - Domestic 824348106 6,253 17,756 SH   SOLE   17,756 0 0
SHIFT4 PMTS LLC / SHIFT4 PMTS SR GLBL 144A 26 Corporate Bond - Domestic 82453AAA5 5,098 4,915,000 PRN   SOLE   4,915,000 0 0
SHOE CARNIVAL INC Common Stock - Domestic 824889109 6,243 159,751 SH   SOLE   159,751 0 0
SHOPIFY INC Common Stock - Foreign US$ 82509L107 1,202 873 SH   SOLE   873 0 0
SIBANYE STILLWATER LTD Common Stock - Foreign US$ 82575P107 100 7,955 SH   SOLE   7,955 0 0
SIEMENS A G Common Stock - Foreign US$ 826197501 2,167 25,021 SH   SOLE   25,021 0 0
SIGNATURE BK NEW YORK N Y Common Stock - Domestic 82669G104 1,581 4,887 SH   SOLE   4,887 0 0
SIGNET JEWELERS LIMITED Common Stock - Foreign US$ G81276100 12,055 138,511 SH   SOLE   138,511 0 0
SILGAN HOLDINGS INC Common Stock - Domestic 827048109 348 8,130 SH   SOLE   8,130 0 0
SILGAN HOLDINGS INC Corporate Bond - Domestic 827048AW9 5,027 4,915,000 PRN   SOLE   4,915,000 0 0
SILICON LABORATORIES INC Common Stock - Domestic 826919102 839 4,066 SH   SOLE   4,066 0 0
SIMMONS FOODS INC / SIMMONS P SR SEC GLBL 29 Corporate Bond - Domestic 82873MAA1 291 295,000 PRN   SOLE   295,000 0 0
SIMON PPTY GROUP INC NEW REIT - Domestic 828806109 7,412 46,391 SH   SOLE   46,391 0 0
SIMPSON MFG INC Common Stock - Domestic 829073105 627 4,511 SH   SOLE   4,511 0 0
SINCLAIR TELEVISION GROUP Corporate Bond - Domestic 829259AW0 1,360 1,400,000 PRN   SOLE   1,400,000 0 0
SINCLAIR TELEVISION GROUP Corporate Bond - Domestic 829259AY6 1,248 1,285,000 PRN   SOLE   1,285,000 0 0
SIRIUS XM HOLDINGS INC Common Stock - Domestic 82968B103 834 131,412 SH   SOLE   131,412 0 0
SIRIUS XM RADIO INC Corporate Bond - Domestic 82967NBC1 5,304 4,915,000 PRN   SOLE   4,915,000 0 0
SIRIUS XM RADIO INC Corporate Bond - Domestic 82967NBG2 441 440,000 PRN   SOLE   440,000 0 0
SIRIUS XM RADIO INC Corporate Bond - Domestic 82967NBJ6 302 300,000 PRN   SOLE   300,000 0 0
SIRIUS XM RADIO INC Corporate Bond - Domestic 82967NBM9 1,532 1,560,000 PRN   SOLE   1,560,000 0 0
SITIME CORP Common Stock - Domestic 82982T106 609 2,082 SH   SOLE   2,082 0 0
SIX FLAGS ENTMT CORP NEW Common Stock - Domestic 83001A102 552 12,955 SH   SOLE   12,955 0 0
SK TELECOM LTD Common Stock - Foreign US$ 78440P306 660 24,742 SH   SOLE   24,742 0 0
SKECHERS U S A INC Common Stock - Domestic 830566105 618 14,246 SH   SOLE   14,246 0 0
SKYWORKS SOLUTIONS INC Common Stock - Domestic 83088M102 6,573 42,368 SH   SOLE   42,368 0 0
SKYWORKS SOLUTIONS INC Corporate Bond - Domestic 83088MAJ1 4,673 4,695,000 PRN   SOLE   4,695,000 0 0
SKYWORKS SOLUTIONS INC Corporate Bond - Domestic 83088MAK8 297 300,000 PRN   SOLE   300,000 0 0
SL GREEN RLTY CORP REIT - Domestic 78440X804 489 6,815 SH   SOLE   6,815 0 0
SLEEP NUMBER CORP Common Stock - Domestic 83125X103 6,871 89,706 SH   SOLE   89,706 0 0
SLM CORP Common Stock - Domestic 78442P106 1,000 50,826 SH   SOLE   50,826 0 0
SLM CORP Corporate Bond - Domestic 78442PGE0 292 295,000 PRN   SOLE   295,000 0 0
SM ENERGY COMPANY Corporate Bond - Domestic 78454LAW0 306 295,000 PRN   SOLE   295,000 0 0
SMARTSHEET INC Common Stock - Domestic 83200N103 69 897 SH   SOLE   897 0 0
SMITH & NEPHEW PLC Common Stock - Foreign US$ 83175M205 119 3,434 SH   SOLE   3,434 0 0
SMITH A O CORP Common Stock - Domestic 831865209 924 10,762 SH   SOLE   10,762 0 0
SMITHFIELD FOODS INC Corporate Bond - Domestic 832248AZ1 5,286 4,915,000 PRN   SOLE   4,915,000 0 0
SMITHFIELD FOODS INC Corporate Bond - Domestic 832248BB3 5,624 4,915,000 PRN   SOLE   4,915,000 0 0
SMUCKER J M CO Common Stock - Domestic 832696405 758 5,579 SH   SOLE   5,579 0 0
SNAP ON INC Common Stock - Domestic 833034101 7,248 33,650 SH   SOLE   33,650 0 0
SNOWFLAKE INC Common Stock - Domestic 833445109 58 171 SH   SOLE   171 0 0
SOFI TECHNOLOGIES INC Common Stock - Domestic 83406F102 67 4,241 SH   SOLE   4,241 0 0
SOFTBANK GROUP CORP Common Stock - Foreign US$ 83404D109 466 19,368 SH   SOLE   19,368 0 0
SOLAREDGE TECHNOLOGIES INC Common Stock - Domestic 83417M104 1,051 3,747 SH   SOLE   3,747 0 0
SONIC AUTOMOTIVE INC Common Stock - Domestic 83545G102 12,030 243,269 SH   SOLE   243,269 0 0
SONIC AUTOMOTIVE INC Corporate Bond - Domestic 83545GBD3 298 295,000 PRN   SOLE   295,000 0 0
SONIC AUTOMOTIVE INC Corporate Bond - Domestic 83545GBE1 455 450,000 PRN   SOLE   450,000 0 0
SONOCO PRODS CO Common Stock - Domestic 835495102 582 10,057 SH   SOLE   10,057 0 0
SONY GROUP CORPORATION Common Stock - Foreign US$ 835699307 1,225 9,695 SH   SOLE   9,695 0 0
SOPHIA T/L B (10/21) (ELLUCIAN/DATATEL) Bank Loan 0LX199497 497 496,250 PRN   SOLE   496,250 0 0
SOUTHERN CO Common Stock - Domestic 842587107 3,843 56,041 SH   SOLE   56,041 0 0
SOUTHERN COPPER CORP Common Stock - Domestic 84265V105 1,669 27,050 SH   SOLE   27,050 0 0
SOUTHWEST AIRLS CO Common Stock - Domestic 844741108 1,648 38,472 SH   SOLE   38,472 0 0
SOUTHWEST GAS HLDGS INC Common Stock - Domestic 844895102 417 5,958 SH   SOLE   5,958 0 0
SOUTHWESTERN ENERGY CO Common Stock - Domestic 845467109 54 11,575 SH   SOLE   11,575 0 0
SOUTHWESTERN ENERGY CO Corporate Bond - Domestic 845467AR0 4,252 4,015,000 PRN   SOLE   4,015,000 0 0
SOUTHWESTERN ENERGY CO Corporate Bond - Domestic 845467AS8 317 295,000 PRN   SOLE   295,000 0 0
SPARTANNASH CO Common Stock - Domestic 847215100 4,798 186,269 SH   SOLE   186,269 0 0
SPECTRUM BRANDS INC Corporate Bond - Domestic 84762LAW5 317 295,000 PRN   SOLE   295,000 0 0
SPIRE INC Common Stock - Domestic 84857L101 351 5,383 SH   SOLE   5,383 0 0
SPIRIT AEROSYSTEMS INC Corporate Bond - Domestic 85205TAG5 307 300,000 PRN   SOLE   300,000 0 0
SPIRIT AEROSYSTEMS INC Corporate Bond - Domestic 85205TAK6 1,797 1,790,000 PRN   SOLE   1,790,000 0 0
SPIRIT RLTY CAP INC NEW REIT - Domestic 84860W300 576 11,961 SH   SOLE   11,961 0 0
SPLUNK INC Common Stock - Domestic 848637104 589 5,090 SH   SOLE   5,090 0 0
SPOTIFY TECHNOLOGY S A Common Stock - Foreign US$ L8681T102 249 1,063 SH   SOLE   1,063 0 0
SPRINT CAP CORP Corporate Bond - Domestic 852060AT9 5,173 3,445,000 PRN   SOLE   3,445,000 0 0
SPRINT CAP CORP MTN BE Corporate Bond - Domestic 852060AD4 374 295,000 PRN   SOLE   295,000 0 0
SPROUTS FMRS MKT INC Common Stock - Domestic 85208M102 365 12,283 SH   SOLE   12,283 0 0
SPX CORP Common Stock - Domestic 784635104 6,321 105,919 SH   SOLE   105,919 0 0
SPY 03/31/2022 237.8 P Flex Option P00237800 4 169 PRN   SOLE   169 0 0
SPY 03/31/2022 376.51 P Flex Option P00376510 13 65 PRN   SOLE   65 0 0
SPY 03/31/2022 396.33 P Flex Option P00396330 50 169 PRN   SOLE   169 0 0
SPY 03/31/2022 396.37 P Flex Option P00396370 42 143 PRN   SOLE   143 0 0
SPY 03/31/2022 5.94 C Flex Option C00005940 3,039 65 PRN   SOLE   65 0 0
SPY 03/31/2022 5.98 C Flex Option C00005980 6,686 143 PRN   SOLE   143 0 0
SPY 03/31/2022 6.02 C Flex Option C00006020 7,901 169 PRN   SOLE   169 0 0
SPY 06/30/2022 256.84 P Flex Option P00256840 16 120 PRN   SOLE   120 0 0
SPY 06/30/2022 406.66 P Flex Option P00406660 65 72 PRN   SOLE   72 0 0
SPY 06/30/2022 428.06 P Flex Option P00428060 147 120 PRN   SOLE   120 0 0
SPY 06/30/2022 428.1 P Flex Option P00428100 309 252 PRN   SOLE   252 0 0
SPY 06/30/2022 6.42 C Flex Option C00006420 3,352 72 PRN   SOLE   72 0 0
SPY 06/30/2022 6.46 C Flex Option C00006460 11,731 252 PRN   SOLE   252 0 0
SPY 06/30/2022 6.51 C Flex Option C00006510 5,585 120 PRN   SOLE   120 0 0
SPY 09/30/2022 257.48 P Flex Option P00257480 41 168 PRN   SOLE   168 0 0
SPY 09/30/2022 407.68 P Flex Option P00407680 142 96 PRN   SOLE   96 0 0
SPY 09/30/2022 429.14 P Flex Option P00429140 319 168 PRN   SOLE   168 0 0
SPY 09/30/2022 429.18 P Flex Option P00429180 649 348 PRN   SOLE   348 0 0
SPY 09/30/2022 6.44 C Flex Option C00006440 4,458 96 PRN   SOLE   96 0 0
SPY 09/30/2022 6.48 C Flex Option C00006480 16,143 348 PRN   SOLE   348 0 0
SPY 09/30/2022 6.52 C Flex Option C00006520 7,800 168 PRN   SOLE   168 0 0
SPY 12/30/2022 275.92 P Flex Option P00275920 178 405 PRN   SOLE   405 0 0
SPY 12/30/2022 436.88 P Flex Option P00436880 342 133 PRN   SOLE   133 0 0
SPY 12/30/2022 459.87 P Flex Option P00459870 1,313 405 PRN   SOLE   405 0 0
SPY 12/30/2022 459.92 P Flex Option P00459920 996 307 PRN   SOLE   307 0 0
SPY 12/30/2022 5.52 C Flex Option C00005520 6,159 133 PRN   SOLE   133 0 0
SPY 12/30/2022 5.56 C Flex Option C00005560 14,216 307 PRN   SOLE   307 0 0
SPY 12/30/2022 5.61 C Flex Option C00005610 18,752 405 PRN   SOLE   405 0 0
SRS DISTRIBUTION INC Corporate Bond - Domestic 78471RAB2 302 300,000 PRN   SOLE   300,000 0 0
SRS DISTRIBUTION INC Corporate Bond - Domestic 78471RAC0 319 315,000 PRN   SOLE   315,000 0 0
SRS DISTRIBUTION INC Corporate Bond - Domestic 78471RAD8 1,525 1,515,000 PRN   SOLE   1,515,000 0 0
SRS DISTRIBUTION T/L B Bank Loan 0LX195086 498 498,750 PRN   SOLE   498,750 0 0
SS&C TECHNOLOGIES INC Corporate Bond - Domestic 78466CAC0 5,377 5,140,000 PRN   SOLE   5,140,000 0 0
STAAR SURGICAL CO Common Stock - Domestic 852312305 645 7,068 SH   SOLE   7,068 0 0
STAG INDL INC REIT - Domestic 85254J102 21,060 439,113 SH   SOLE   439,113 0 0
STANDARD INDS INC Corporate Bond - Domestic 853496AD9 5,084 4,915,000 PRN   SOLE   4,915,000 0 0
STANDARD INDS INC Corporate Bond - Domestic 853496AG2 307 300,000 PRN   SOLE   300,000 0 0
STANDARD INDS INC Corporate Bond - Domestic 853496AH0 405 420,000 PRN   SOLE   420,000 0 0
STANLEY BLACK & DECKER INC Common Stock - Domestic 854502101 1,916 10,156 SH   SOLE   10,156 0 0
STAPLES INC Corporate Bond - Domestic 855030AP7 3,321 3,520,000 PRN   SOLE   3,520,000 0 0
STARBUCKS CORP Common Stock - Domestic 855244109 16,236 138,803 SH   SOLE   138,803 0 0
STARFRUIT FINCO T/L B (AKZONOBEL) Bank Loan 0LX175815 374 374,880 PRN   SOLE   374,880 0 0
STARWOOD PPTY TR INC Corporate Bond - Domestic 85571BAU9 294 295,000 PRN   SOLE   295,000 0 0
STATE STR CORP Common Stock - Domestic 857477103 5,002 53,783 SH   SOLE   53,783 0 0
STATION CASINOS LLC Corporate Bond - Domestic 857691AG4 2,408 2,390,000 PRN   SOLE   2,390,000 0 0
STATION CASINOS LLC Corporate Bond - Domestic 857691AH2 530 525,000 PRN   SOLE   525,000 0 0
STEEL DYNAMICS INC Common Stock - Domestic 858119100 2,103 33,876 SH   SOLE   33,876 0 0
STEPAN CO Common Stock - Domestic 858586100 7 58 SH   SOLE   58 0 0
STERICYCLE INC Common Stock - Domestic 858912108 583 9,780 SH   SOLE   9,780 0 0
STERIS PLC Common Stock - Foreign US$ G8473T100 1,265 5,195 SH   SOLE   5,195 0 0
STERLING BANCORP DEL Common Stock - Domestic 85917A100 520 20,149 SH   SOLE   20,149 0 0
STIFEL FINL CORP Common Stock - Domestic 860630102 1,048 14,876 SH   SOLE   14,876 0 0
STONECO LTD Common Stock - Foreign US$ G85158106 3,281 194,598 SH   SOLE   194,598 0 0
STORE CAP CORP REIT - Domestic 862121100 859 24,976 SH   SOLE   24,976 0 0
STRATEGIC ED INC Common Stock - Domestic 86272C103 3,144 54,360 SH   SOLE   54,360 0 0
STRYKER CORPORATION Common Stock - Domestic 863667101 4,662 17,435 SH   SOLE   17,435 0 0
STURM RUGER & CO INC Common Stock - Domestic 864159108 3,782 55,604 SH   SOLE   55,604 0 0
SUBURBAN PROPANE PARTNERS L P SR GLBL 144A 31 Corporate Bond - Domestic 864486AL9 1,053 1,040,000 PRN   SOLE   1,040,000 0 0
SUMMIT MIDSTREAM HLDGS LLC / EXTND SR SEC 26 Corporate Bond - Domestic 86614WAE6 1,523 1,460,000 PRN   SOLE   1,460,000 0 0
SUN LIFE FINANCIAL INC. Common Stock - Foreign US$ 866796105 250 4,490 SH   SOLE   4,490 0 0
SUNCOKE ENERGY INC Common Stock - Domestic 86722A103 4,545 689,663 SH   SOLE   689,663 0 0
SUNCOKE ENERGY INC Corporate Bond - Domestic 86722AAD5 294 295,000 PRN   SOLE   295,000 0 0
SUNCOR ENERGY INC NEW Common Stock - Foreign US$ 867224107 1,463 58,447 SH   SOLE   58,447 0 0
SUNNOVA ENERGY CORP Corporate Bond - Domestic 86745GAF0 301 295,000 PRN   SOLE   295,000 0 0
SUNOCO LP/SUNOCO FIN CORP Corporate Bond - Domestic 86765LAT4 300 295,000 PRN   SOLE   295,000 0 0
SUNOCO LP/SUNOCO FIN CORP Corporate Bond - Domestic 86765LAU1 308 300,000 PRN   SOLE   300,000 0 0
SUNPOWER CORP Common Stock - Domestic 867652406 177 8,502 SH   SOLE   8,502 0 0
SUNRUN INC Common Stock - Domestic 86771W105 759 22,122 SH   SOLE   22,122 0 0
SUNSHINE LUXEMBOURG T/L B-3 (NESTLE / GALDERMA) (3/21) Bank Loan 0LX193531 498 495,000 PRN   SOLE   495,000 0 0
SVB FINANCIAL GROUP Common Stock - Domestic 78486Q101 5,775 8,514 SH   SOLE   8,514 0 0
SWF ESCROW ISSUER CORP Corporate Bond - Domestic 78500AAA6 1,882 1,955,000 PRN   SOLE   1,955,000 0 0
SWITCH INC Common Stock - Domestic 87105L104 44,374 1,549,379 SH   SOLE   1,549,379 0 0
SWITCH LTD Corporate Bond - Domestic 87105NAA8 303 300,000 PRN   SOLE   300,000 0 0
SWITCH LTD Corporate Bond - Domestic 87105NAC4 302 295,000 PRN   SOLE   295,000 0 0
SYLVAMO CORP Common Stock - Domestic 871332102 12,041 431,723 SH   SOLE   431,723 0 0
SYLVAMO CORP Corporate Bond - Domestic 87133LAA8 1,506 1,440,000 PRN   SOLE   1,440,000 0 0
SYNAPTICS INC Common Stock - Domestic 87157D109 1,834 6,334 SH   SOLE   6,334 0 0
SYNAPTICS INC Corporate Bond - Domestic 87157DAG4 300 295,000 PRN   SOLE   295,000 0 0
SYNCHRONY FINANCIAL Common Stock - Domestic 87165B103 4,748 102,339 SH   SOLE   102,339 0 0
SYNEOS HEALTH INC Common Stock - Domestic 87166B102 1,077 10,485 SH   SOLE   10,485 0 0
SYNOPSYS INC Common Stock - Domestic 871607107 9,232 25,052 SH   SOLE   25,052 0 0
SYNOVUS FINL CORP Common Stock - Domestic 87161C501 934 19,502 SH   SOLE   19,502 0 0
SYSCO CORP Common Stock - Domestic 871829107 2,576 32,797 SH   SOLE   32,797 0 0
T MOBILE USA INC Corporate Bond - Domestic 87264ABR5 4,935 4,915,000 PRN   SOLE   4,915,000 0 0
T MOBILE USA INC Corporate Bond - Domestic 87264ABS3 296 300,000 PRN   SOLE   300,000 0 0
T MOBILE USA INC Corporate Bond - Domestic 87264ABV6 2,006 1,965,000 PRN   SOLE   1,965,000 0 0
T MOBILE USA INC Corporate Bond - Domestic 87264ABW4 313 300,000 PRN   SOLE   300,000 0 0
T MOBILE USA INC Corporate Bond - Domestic 87264ACC7 4,935 4,915,000 PRN   SOLE   4,915,000 0 0
T MOBILE USA INC Corporate Bond - Domestic 87264ACD5 1,153 1,130,000 PRN   SOLE   1,130,000 0 0
T MOBILE USA INC Corporate Bond - Domestic 87264ACE3 313 300,000 PRN   SOLE   300,000 0 0
TAKEDA PHARMACEUTICAL CO LTD SPONSORED ADS Common Stock - Foreign US$ 874060205 3,620 265,562 SH   SOLE   265,562 0 0
TAKE-TWO INTERACTIVE SOFTWARE COM Common Stock - Domestic 874054109 1,251 7,037 SH   SOLE   7,037 0 0
TALEN ENERGY SUPPLY LLC Corporate Bond - Domestic 87422VAF5 1,825 2,060,000 PRN   SOLE   2,060,000 0 0
TALLGRASS ENERGY PARTNERS LP/ SR GLBL 144A 28 Corporate Bond - Domestic 87470LAD3 2,313 2,330,000 PRN   SOLE   2,330,000 0 0
TANDEM DIABETES CARE INC Common Stock - Domestic 875372203 1,360 9,034 SH   SOLE   9,034 0 0
TAP ROCK RESOURCES LLC Corporate Bond - Domestic 87602LAA0 307 295,000 PRN   SOLE   295,000 0 0
TAPESTRY INC Common Stock - Domestic 876030107 8,139 200,457 SH   SOLE   200,457 0 0
TARGA RES CORP Common Stock - Domestic 87612G101 15,779 302,044 SH   SOLE   302,044 0 0
TARGA RES PARTNERS / TARGA RES SR GLBL NT 31 Corporate Bond - Domestic 87612BBS0 326 300,000 PRN   SOLE   300,000 0 0
TARGA RES PARTNERS / TARGA RES SR GLBL NT5.5 percent 30 Corporate Bond - Domestic 87612BBQ4 2,889 2,640,000 PRN   SOLE   2,640,000 0 0
TARGET CORP Common Stock - Domestic 87612E106 6,248 26,995 SH   SOLE   26,995 0 0
TARO PHARMACEUTICAL INDS LTD SHS Common Stock - Foreign US$ M8737E108 3 68 SH   SOLE   68 0 0
TATA STEEL LTD Common Stock - Foreign US$ 00B3PPWV5 167 11,260 SH   SOLE   11,260 0 0
TATNEFT PJSC Common Stock - Foreign US$ 00BYY37Q7 105 2,520 SH   SOLE   2,520 0 0
TAYLOR MORRISON CMNTYS INC Corporate Bond - Domestic 87724RAB8 336 300,000 PRN   SOLE   300,000 0 0
TAYLOR MORRISON CMNTYS INC Corporate Bond - Domestic 87724RAJ1 1,366 1,240,000 PRN   SOLE   1,240,000 0 0
TAYLOR MORRISON HOME CORP Common Stock - Domestic 87724P106 469 13,416 SH   SOLE   13,416 0 0
TC ENERGY CORP Common Stock - Foreign US$ 87807B107 349 7,508 SH   SOLE   7,508 0 0
TD SYNNEX CORPORATION Common Stock - Domestic 87162W100 654 5,717 SH   SOLE   5,717 0 0
TE CONNECTIVITY LTD Common Stock - Foreign US$ H84989104 3,049 18,897 SH   SOLE   18,897 0 0
TEGNA INC Common Stock - Domestic 87901J105 424 22,871 SH   SOLE   22,871 0 0
TEGNA INC Corporate Bond - Domestic 87901JAJ4 4,978 4,915,000 PRN   SOLE   4,915,000 0 0
TELADOC HEALTH INC Common Stock - Domestic 87918A105 100 1,092 SH   SOLE   1,092 0 0
TELEDYNE TECHNOLOGIES INC Common Stock - Domestic 879360105 1,447 3,313 SH   SOLE   3,313 0 0
TELEFLEX INCORPORATED Common Stock - Domestic 879369106 797 2,425 SH   SOLE   2,425 0 0
TELEFLEX INCORPORATED Corporate Bond - Domestic 879369AG1 5,070 4,915,000 PRN   SOLE   4,915,000 0 0
TELEFONICA BRASIL SA Common Stock - Foreign US$ 87936R205 100 11,541 SH   SOLE   11,541 0 0
TELEFONICA S A Common Stock - Foreign US$ 879382208 1,708 402,923 SH   SOLE   402,923 0 0
TELLURIAN INC NEW Common Stock - Domestic 87968A104 542 175,981 SH   SOLE   175,981 0 0
TELUS CORPORATION Common Stock - Foreign US$ 87971M103 81 3,450 SH   SOLE   3,450 0 0
TEMPO ACQUISITION T/L B (ALIGHT SOLUTIONS) Bank Loan 0LX189365 432 431,318 PRN   SOLE   431,318 0 0
TEMPUR SEALY INTERNATIONAL INC Common Stock - Domestic 88023U101 1,545 32,847 SH   SOLE   32,847 0 0
TEMPUR SEALY INTL INC Corporate Bond - Domestic 88023UAJ0 1,340 1,335,000 PRN   SOLE   1,335,000 0 0
TENARIS S A Common Stock - Foreign US$ 88031M109 34 1,640 SH   SOLE   1,640 0 0
TENET HEALTHCARE CORP Common Stock - Domestic 88033G407 1,451 17,764 SH   SOLE   17,764 0 0
TENET HEALTHCARE CORP Corporate Bond - Domestic 88033GCY4 5,056 4,915,000 PRN   SOLE   4,915,000 0 0
TENET HEALTHCARE CORP Corporate Bond - Domestic 88033GDG2 309 300,000 PRN   SOLE   300,000 0 0
TENET HEALTHCARE CORP Corporate Bond - Domestic 88033GDJ6 5,095 4,815,000 PRN   SOLE   4,815,000 0 0
TERADATA CORP DEL Common Stock - Domestic 88076W103 3,314 78,030 SH   SOLE   78,030 0 0
TERADYNE INC Common Stock - Domestic 880770102 8,085 49,439 SH   SOLE   49,439 0 0
TEREX CORP NEW Common Stock - Domestic 880779103 433 9,861 SH   SOLE   9,861 0 0
TERRAFORM PWR OPER LLC Corporate Bond - Domestic 88104LAG8 310 295,000 PRN   SOLE   295,000 0 0
TERRENO RLTY CORP REIT - Domestic 88146M101 21,438 251,360 SH   SOLE   251,360 0 0
TESLA INC Common Stock - Domestic 88160R101 73,918 69,946 SH   SOLE   69,946 0 0
TETRA TECH INC NEW Common Stock - Domestic 88162G103 1,284 7,562 SH   SOLE   7,562 0 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS Common Stock - Foreign US$ 881624209 68 8,460 SH   SOLE   8,460 0 0
TEXAS CAP BANCSHARES INC Common Stock - Domestic 88224Q107 317 5,259 SH   SOLE   5,259 0 0
TEXAS INSTRS INC Common Stock - Domestic 882508104 19,519 103,564 SH   SOLE   103,564 0 0
TEXAS ROADHOUSE INC Common Stock - Domestic 882681109 608 6,813 SH   SOLE   6,813 0 0
TEXTRON INC Common Stock - Domestic 883203101 13,872 179,686 SH   SOLE   179,686 0 0
THE AARONS COMPANY INC COM Common Stock - Domestic 00258W108 8,799 356,945 SH   SOLE   356,945 0 0
THE ADT CORPORATION Corporate Bond - Domestic 74166NAA2 2,592 2,535,000 PRN   SOLE   2,535,000 0 0
THE ODP CORP Common Stock - Domestic 88337F105 5,542 141,097 SH   SOLE   141,097 0 0
THE TRADE DESK INC Common Stock - Domestic 88339J105 62 677 SH   SOLE   677 0 0
THERMO FISHER SCIENTIFIC INC COM Common Stock - Domestic 883556102 14,085 21,109 SH   SOLE   21,109 0 0
THOMSON REUTERS CORP. Common Stock - Foreign US$ 884903709 152 1,271 SH   SOLE   1,271 0 0
THOR INDS INC Common Stock - Domestic 885160101 598 5,767 SH   SOLE   5,767 0 0
THOR INDS INC Corporate Bond - Domestic 885160AA9 1,115 1,125,000 PRN   SOLE   1,125,000 0 0
THRYV HLDGS INC Common Stock - Domestic 886029206 5,045 122,649 SH   SOLE   122,649 0 0
TIM S A Common Stock - Foreign US$ 88706T108 53 4,570 SH   SOLE   4,570 0 0
TIMKEN CO Common Stock - Domestic 887389104 492 7,102 SH   SOLE   7,102 0 0
TIMKENSTEEL CORPORATION Common Stock - Domestic 887399103 4,984 302,081 SH   SOLE   302,081 0 0
TITAN ACQUISITION T/L (HUSKY IMS) Bank Loan 0LX172192 478 484,923 PRN   SOLE   484,923 0 0
TITAN INTL INC ILL Corporate Bond - Domestic 88830MAM4 1,210 1,135,000 PRN   SOLE   1,135,000 0 0
TJX COS INC NEW Common Stock - Domestic 872540109 5,140 67,704 SH   SOLE   67,704 0 0
T-MOBILE US INC Common Stock - Domestic 872590104 9,186 79,201 SH   SOLE   79,201 0 0
T-MOBILE US INC Corporate Bond - Domestic 85207UAF2 5,420 4,915,000 PRN   SOLE   4,915,000 0 0
T-MOBILE US INC Corporate Bond - Domestic 85207UAH8 5,524 4,915,000 PRN   SOLE   4,915,000 0 0
T-MOBILE US INC Corporate Bond - Domestic 85207UAJ4 5,658 4,915,000 PRN   SOLE   4,915,000 0 0
T-MOBILE US INC Corporate Bond - Domestic 85207UAK1 361 300,000 PRN   SOLE   300,000 0 0
TOLL BROS FIN CORP Corporate Bond - Domestic 88947EAS9 336 300,000 PRN   SOLE   300,000 0 0
TOLL BROS FIN CORP Corporate Bond - Domestic 88947EAT7 329 300,000 PRN   SOLE   300,000 0 0
TOLL BROS FIN CORP Corporate Bond - Domestic 88947EAU4 560 520,000 PRN   SOLE   520,000 0 0
TOLL BROS FINANCE CORP 4 7/8 11/15/25 Corporate Bond - Domestic 88947EAR1 5,425 4,910,000 PRN   SOLE   4,910,000 0 0
TOLL BROTHERS INC Common Stock - Domestic 889478103 9,140 126,254 SH   SOLE   126,254 0 0
TOPBUILD COR Corporate Bond - Domestic 89055FAB9 686 680,000 PRN   SOLE   680,000 0 0
TOPBUILD COR Corporate Bond - Domestic 89055FAC7 303 295,000 PRN   SOLE   295,000 0 0
TOPBUILD CORP Common Stock - Domestic 89055F103 1,157 4,193 SH   SOLE   4,193 0 0
TORO CO Common Stock - Domestic 891092108 1,462 14,631 SH   SOLE   14,631 0 0
TORONTO DOMINION BK ONT Common Stock - Foreign US$ 891160509 1,072 13,974 SH   SOLE   13,974 0 0
TOTALENERGIES SE Common Stock - Foreign US$ 89151E109 4,656 94,133 SH   SOLE   94,133 0 0
TOYOTA MOTOR CORP Common Stock - Foreign US$ 892331307 1,829 9,871 SH   SOLE   9,871 0 0
TRACTOR SUPPLY CO Common Stock - Domestic 892356106 1,815 7,608 SH   SOLE   7,608 0 0
TRANE TECHNOLOGIES PLC Common Stock - Foreign US$ G8994E103 2,814 13,927 SH   SOLE   13,927 0 0
TRANSDIGM GROUP INC Common Stock - Domestic 893641100 3,099 4,871 SH   SOLE   4,871 0 0
TRANSDIGM INC Corporate Bond - Domestic 893647BL0 258 250,000 PRN   SOLE   250,000 0 0
TRANSDIGM INC Corporate Bond - Domestic 893647BP1 2,162 2,165,000 PRN   SOLE   2,165,000 0 0
TRANSDIGM INC Corporate Bond - Domestic 893647BQ9 1,413 1,405,000 PRN   SOLE   1,405,000 0 0
TRAVEL PLUS LEISURE CO Common Stock - Domestic 894164102 494 8,944 SH   SOLE   8,944 0 0
TRAVEL PLUS LEISURE CO Corporate Bond - Domestic 894164AA0 298 295,000 PRN   SOLE   295,000 0 0
TRAVEL PLUS LEISURE CO Corporate Bond - Domestic 98310WAN8 327 300,000 PRN   SOLE   300,000 0 0
TRAVEL PLUS LEISURE CO Corporate Bond - Domestic 98310WAQ1 489 485,000 PRN   SOLE   485,000 0 0
TRAVELERS COMPANIES INC Common Stock - Domestic 89417E109 1,991 12,726 SH   SOLE   12,726 0 0
TRAVERSE MIDSTREAM T/L Bank Loan 0LX168620 242 242,843 PRN   SOLE   242,843 0 0
TREEHOUSE FOODS INC Corporate Bond - Domestic 89469AAD6 1,476 1,535,000 PRN   SOLE   1,535,000 0 0
TREX CO INC Common Stock - Domestic 89531P105 2,205 16,332 SH   SOLE   16,332 0 0
TRI POINTE GROUP INC Common Stock - Domestic 87265H109 346 12,411 SH   SOLE   12,411 0 0
TRI POINTE HOMES INC Corporate Bond - Domestic 87265HAF6 322 300,000 PRN   SOLE   300,000 0 0
TRI POINTE HOMES INC Corporate Bond - Domestic 87265HAG4 743 675,000 PRN   SOLE   675,000 0 0
TRIMAS CORP Corporate Bond - Domestic 896215AH3 1,667 1,660,000 PRN   SOLE   1,660,000 0 0
TRIMBLE INC Common Stock - Domestic 896239100 5,074 58,195 SH   SOLE   58,195 0 0
TRINET GROUP INC Corporate Bond - Domestic 896288AA5 294 295,000 PRN   SOLE   295,000 0 0
TRINITY INDS INC Common Stock - Domestic 896522109 258 8,554 SH   SOLE   8,554 0 0
TRIPADVISOR INC Common Stock - Domestic 896945201 388 14,234 SH   SOLE   14,234 0 0
TRONOX INC Corporate Bond - Domestic 897051AC2 295 295,000 PRN   SOLE   295,000 0 0
TRUIST FINANCIAL CORP Common Stock - Domestic 89832Q109 4,061 69,361 SH   SOLE   69,361 0 0
TWILIO INC Common Stock - Domestic 90138F102 63 241 SH   SOLE   241 0 0
TWILIO INC Corporate Bond - Domestic 90138FAC6 298 295,000 PRN   SOLE   295,000 0 0
TWITTER INC Common Stock - Domestic 90184L102 5,270 121,941 SH   SOLE   121,941 0 0
TWITTER INC Corporate Bond - Domestic 90184LAG7 309 295,000 PRN   SOLE   295,000 0 0
TYLER TECHNOLOGIES INC Common Stock - Domestic 902252105 1,621 3,013 SH   SOLE   3,013 0 0
TYSON FOODS INC Common Stock - Domestic 902494103 18,935 217,241 SH   SOLE   217,241 0 0
U S ACUTE CARE SOLUTIONS LLC SR SEC GLBL 26 Corporate Bond - Domestic 90367UAA9 5,154 4,915,000 PRN   SOLE   4,915,000 0 0
U.S. Bank Money Market Deposit Account Money Market Fund 8AMMF0A84 106,573 106,573,439 SH   SOLE   106,573,439 0 0
U.S. SILICA T/L (4/18) Bank Loan 0LX172957 243 248,056 PRN   SOLE   248,056 0 0
UBER TECHNOLOGIES INC Common Stock - Domestic 90353T100 73 1,736 SH   SOLE   1,736 0 0
UBER TECHNOLOGIES T/L B (2/21) Bank Loan 0LX192873 476 475,000 PRN   SOLE   475,000 0 0
UDR INC REIT - Domestic 902653104 1,104 18,407 SH   SOLE   18,407 0 0
UGI CORP NEW Common Stock - Domestic 902681105 996 21,705 SH   SOLE   21,705 0 0
ULTA BEAUTY INC Common Stock - Domestic 90384S303 1,563 3,791 SH   SOLE   3,791 0 0
ULTIMATE SOFTWARE T/L Bank Loan 0LX179563 246 246,231 PRN   SOLE   246,231 0 0
UMB FINL CORP Common Stock - Domestic 902788108 617 5,818 SH   SOLE   5,818 0 0
UMPQUA HLDGS CORP Common Stock - Domestic 904214103 441 22,940 SH   SOLE   22,940 0 0
UNDER ARMOUR INC Common Stock - Domestic 904311107 388 18,296 SH   SOLE   18,296 0 0
UNDER ARMOUR INC Common Stock - Domestic 904311206 372 20,604 SH   SOLE   20,604 0 0
UNIFRAX ESCROW ISSUER CORPORA 144A NT 5.25 percent 28 Corporate Bond - Domestic 90473LAA0 299 295,000 PRN   SOLE   295,000 0 0
UNIFRAX ESCROW ISSUER CORPORA 144A NT 7.5 percent 29 Corporate Bond - Domestic 90473LAC6 1,037 1,025,000 PRN   SOLE   1,025,000 0 0
UNILEVER PLC Common Stock - Foreign US$ 904767704 3,771 70,108 SH   SOLE   70,108 0 0
UNION PAC CORP Common Stock - Domestic 907818108 8,815 34,989 SH   SOLE   34,989 0 0
UNIQURE NV Common Stock - Foreign US$ N90064101 6,074 292,869 SH   SOLE   292,869 0 0
UNITED AIR LINES INC Corporate Bond - Domestic 90932LAG2 5,132 4,915,000 PRN   SOLE   4,915,000 0 0
UNITED AIRLS HLDGS INC Common Stock - Domestic 910047109 4,244 96,938 SH   SOLE   96,938 0 0
UNITED BANKSHARES INC WEST VA COM Common Stock - Domestic 909907107 487 13,428 SH   SOLE   13,428 0 0
UNITED PARCEL SERVICE INC Common Stock - Domestic 911312106 8,442 39,388 SH   SOLE   39,388 0 0
UNITED RENTALS INC Common Stock - Domestic 911363109 4,655 14,008 SH   SOLE   14,008 0 0
UNITED RENTALS NORTH AMER INC SR GLBL NT 30 Corporate Bond - Domestic 911365BL7 325 300,000 PRN   SOLE   300,000 0 0
UNITED RENTALS NORTH AMER INC SR GLBL NT 4 percent 30 Corporate Bond - Domestic 911365BN3 304 295,000 PRN   SOLE   295,000 0 0
UNITED SHORE FINL SVC LLC Corporate Bond - Domestic 91153LAA5 5,012 4,915,000 PRN   SOLE   4,915,000 0 0
UNITED STATES STL CORP Corporate Bond - Domestic 912909AD0 1,098 975,000 PRN   SOLE   975,000 0 0
UNITED STATES STL CORP NEW Common Stock - Domestic 912909108 16,396 688,626 SH   SOLE   688,626 0 0
UNITED STATES TREAS BDS US Government Note/Bond 912810QU5 566 468,000 PRN   SOLE   468,000 0 0
UNITED STATES TREAS BDS US Government Note/Bond 912810QW1 518 436,000 PRN   SOLE   436,000 0 0
UNITED STATES TREAS BDS US Government Note/Bond 912810QX9 582 509,000 PRN   SOLE   509,000 0 0
UNITED STATES TREAS BDS US Government Note/Bond 912810QY7 852 745,000 PRN   SOLE   745,000 0 0
UNITED STATES TREAS BDS US Government Note/Bond 912810QZ4 772 638,000 PRN   SOLE   638,000 0 0
UNITED STATES TREAS BDS US Government Note/Bond 912810RB6 1,180 1,012,000 PRN   SOLE   1,012,000 0 0
UNITED STATES TREAS BDS US Government Note/Bond 912810RC4 937 720,000 PRN   SOLE   720,000 0 0
UNITED STATES TREAS BDS US Government Note/Bond 912810RD2 979 738,000 PRN   SOLE   738,000 0 0
UNITED STATES TREAS BDS US Government Note/Bond 912810RE0 1,033 791,000 PRN   SOLE   791,000 0 0
UNITED STATES TREAS BDS US Government Note/Bond 912810RG5 912 722,000 PRN   SOLE   722,000 0 0
UNITED STATES TREAS BDS US Government Note/Bond 912810RH3 1,158 950,000 PRN   SOLE   950,000 0 0
UNITED STATES TREAS BDS US Government Note/Bond 912810RJ9 992 829,000 PRN   SOLE   829,000 0 0
UNITED STATES TREAS BDS US Government Note/Bond 912810RK6 1,211 1,097,000 PRN   SOLE   1,097,000 0 0
UNITED STATES TREAS BDS US Government Note/Bond 912810RM2 650 541,000 PRN   SOLE   541,000 0 0
UNITED STATES TREAS BDS US Government Note/Bond 912810RN0 857 727,000 PRN   SOLE   727,000 0 0
UNITED STATES TREAS BDS US Government Note/Bond 912810RP5 515 427,000 PRN   SOLE   427,000 0 0
UNITED STATES TREAS BDS US Government Note/Bond 912810RQ3 993 895,000 PRN   SOLE   895,000 0 0
UNITED STATES TREAS BDS US Government Note/Bond 912810RS9 993 895,000 PRN   SOLE   895,000 0 0
UNITED STATES TREAS BDS US Government Note/Bond 912810RT7 1,177 1,108,000 PRN   SOLE   1,108,000 0 0
UNITED STATES TREAS BDS US Government Note/Bond 912810RU4 595 501,000 PRN   SOLE   501,000 0 0
UNITED STATES TREAS BDS US Government Note/Bond 912810RV2 1,227 1,010,000 PRN   SOLE   1,010,000 0 0
UNITED STATES TREAS BDS US Government Note/Bond 912810RX8 914 750,000 PRN   SOLE   750,000 0 0
UNITED STATES TREAS BDS US Government Note/Bond 912810RY6 1,254 1,073,000 PRN   SOLE   1,073,000 0 0
UNITED STATES TREAS BDS US Government Note/Bond 912810RZ3 1,292 1,105,000 PRN   SOLE   1,105,000 0 0
UNITED STATES TREAS BDS US Government Note/Bond 912810SA7 1,546 1,261,000 PRN   SOLE   1,261,000 0 0
UNITED STATES TREAS BDS US Government Note/Bond 912810SC3 1,667 1,328,000 PRN   SOLE   1,328,000 0 0
UNITED STATES TREAS BDS US Government Note/Bond 912810SD1 1,820 1,481,000 PRN   SOLE   1,481,000 0 0
UNITED STATES TREAS BDS US Government Note/Bond 912810SE9 1,954 1,487,000 PRN   SOLE   1,487,000 0 0
UNITED STATES TREAS BDS US Government Note/Bond 912810SF6 1,937 1,569,000 PRN   SOLE   1,569,000 0 0
UNITED STATES TREAS BDS US Government Note/Bond 912810SH2 1,851 1,530,000 PRN   SOLE   1,530,000 0 0
UNITED STATES TREAS BDS US Government Note/Bond 912810SJ8 1,552 1,443,000 PRN   SOLE   1,443,000 0 0
UNITED STATES TREAS BDS US Government Note/Bond 912810SK5 1,493 1,353,000 PRN   SOLE   1,353,000 0 0
UNITED STATES TREAS BDS US Government Note/Bond 912810SL3 1,736 1,701,000 PRN   SOLE   1,701,000 0 0
UNITED STATES TREAS BDS US Government Note/Bond 912810SN9 1,689 1,978,000 PRN   SOLE   1,978,000 0 0
UNITED STATES TREAS BDS US Government Note/Bond 912810SP4 1,965 2,231,000 PRN   SOLE   2,231,000 0 0
UNITED STATES TREAS BDS US Government Note/Bond 912810SS8 2,069 2,210,000 PRN   SOLE   2,210,000 0 0
UNITED STATES TREAS BDS US Government Note/Bond 912810SU3 2,444 2,458,000 PRN   SOLE   2,458,000 0 0
UNITED STATES TREAS BDS US Government Note/Bond 912810SX7 2,749 2,477,000 PRN   SOLE   2,477,000 0 0
UNITED STATES TREAS BDS US Government Note/Bond 912810SZ2 2,525 2,465,000 PRN   SOLE   2,465,000 0 0
UNITED STATES TREAS BDS US Government Note/Bond 912810TB4 1,549 1,554,000 PRN   SOLE   1,554,000 0 0
UNITED STATES TREAS BILLS US Treasury Bill 912796K73 298,931 298,932,000 PRN   SOLE   298,932,000 0 0
UNITED STATES TREAS BILLS US Treasury Bill 912796L80 159,995 160,000,000 PRN   SOLE   160,000,000 0 0
UNITED THERAPEUTICS CORP DEL COM Common Stock - Domestic 91307C102 1,003 4,644 SH   SOLE   4,644 0 0
UNITED WHOLESALE MORTGAGE LLC SR GLBL 144A 27 Corporate Bond - Domestic 913229AC4 301 300,000 PRN   SOLE   300,000 0 0
UNITEDHEALTH GROUP INC Common Stock - Domestic 91324P102 24,620 49,030 SH   SOLE   49,030 0 0
UNITI GROUP INC REIT - Domestic 91325V108 32,287 2,304,543 SH   SOLE   2,304,543 0 0
UNITI GROUP LP / UNITI FIBER/ SR GLBL 144A 30 Corporate Bond - Domestic 91327AAB8 1,870 1,940,000 PRN   SOLE   1,940,000 0 0
UNITI GROUP LP / UNITI FIBER/ SR SEC GLBL 28 Corporate Bond - Domestic 91327BAB6 1,574 1,585,000 PRN   SOLE   1,585,000 0 0
UNITY SOFTWARE INC Common Stock - Domestic 91332U101 65 456 SH   SOLE   456 0 0
UNIVAR SOLUTIONS INC Common Stock - Domestic 91336L107 500 17,637 SH   SOLE   17,637 0 0
UNIVERSAL CORP VA Common Stock - Domestic 913456109 6,165 112,262 SH   SOLE   112,262 0 0
UNIVERSAL DISPLAY CORP Common Stock - Domestic 91347P105 997 6,043 SH   SOLE   6,043 0 0
UNIVERSAL HLTH SVCS INC Common Stock - Domestic 913903100 486 3,750 SH   SOLE   3,750 0 0
UNIVISION COMMUNICATIONS INC SR SEC 144A NT29 Corporate Bond - Domestic 914906AV4 2,575 2,545,000 PRN   SOLE   2,545,000 0 0
UNUM GROUP Common Stock - Domestic 91529Y106 503 20,464 SH   SOLE   20,464 0 0
UPWORK INC Common Stock - Domestic 91688F104 64 1,871 SH   SOLE   1,871 0 0
URBAN EDGE PPTYS REIT - Domestic 91704F104 218 11,455 SH   SOLE   11,455 0 0
URBAN ONE INC Corporate Bond - Domestic 91705JAC9 923 895,000 PRN   SOLE   895,000 0 0
URBAN OUTFITTERS INC Common Stock - Domestic 917047102 209 7,134 SH   SOLE   7,134 0 0
US BANCORP DEL Common Stock - Domestic 902973304 3,937 70,084 SH   SOLE   70,084 0 0
US FOODS INC Corporate Bond - Domestic 90290MAD3 305 300,000 PRN   SOLE   300,000 0 0
USA COMPRESSION PARTNERS LP Corporate Bond - Domestic 91740PAF5 5,197 4,915,000 PRN   SOLE   4,915,000 0 0
USANA HEALTH SCIENCES INC Common Stock - Domestic 90328M107 4,024 39,764 SH   SOLE   39,764 0 0
USI INCREMENTAL T/L Bank Loan 0LX167989 381 384,000 PRN   SOLE   384,000 0 0
V F CORP Common Stock - Domestic 918204108 1,816 24,796 SH   SOLE   24,796 0 0
VALE S A Common Stock - Foreign US$ 91912E105 187 13,305 SH   SOLE   13,305 0 0
VALEANT PHARMACEUTICALS T/L B (05/18) Bank Loan 0LX173606 308 309,224 PRN   SOLE   309,224 0 0
VALERO ENERGY CORP Common Stock - Domestic 91913Y100 4,782 63,664 SH   SOLE   63,664 0 0
VALLEY NATL BANCORP Common Stock - Domestic 919794107 581 42,229 SH   SOLE   42,229 0 0
VALMONT INDS INC Common Stock - Domestic 920253101 760 3,034 SH   SOLE   3,034 0 0
VALVOLINE INC Common Stock - Domestic 92047W101 879 23,559 SH   SOLE   23,559 0 0
VALVOLINE INC Corporate Bond - Domestic 92047WAD3 301 295,000 PRN   SOLE   295,000 0 0
VALVOLINE INC Corporate Bond - Domestic 92047WAG6 398 410,000 PRN   SOLE   410,000 0 0
VANDA PHARMACEUTICALS INC Common Stock - Domestic 921659108 1,665 106,123 SH   SOLE   106,123 0 0
VECTOR GROUP LTD Common Stock - Domestic 92240M108 5,747 500,605 SH   SOLE   500,605 0 0
VENTAS INC REIT - Domestic 92276F100 1,060 20,739 SH   SOLE   20,739 0 0
VENTURE GLOBAL CALCASIEU PASS SR SEC 144A NT33 Corporate Bond - Domestic 92328MAC7 1,341 1,275,000 PRN   SOLE   1,275,000 0 0
VERA BRADLEY INC Common Stock - Domestic 92335C106 1,897 222,908 SH   SOLE   222,908 0 0
VERICAST MERGER SUB INC Corporate Bond - Domestic 92348BAA1 2,568 2,420,000 PRN   SOLE   2,420,000 0 0
VERISIGN INC Common Stock - Domestic 92343E102 3,054 12,031 SH   SOLE   12,031 0 0
VERISK ANALYTICS INC Common Stock - Domestic 92345Y106 3,809 16,654 SH   SOLE   16,654 0 0
VERIZON COMMUNICATIONS INC Common Stock - Domestic 92343V104 11,241 216,347 SH   SOLE   216,347 0 0
VERSCEND T/L (2/21) Bank Loan 0LX192759 499 498,750 PRN   SOLE   498,750 0 0
VERTEX PHARMACEUTICALS INC Common Stock - Domestic 92532F100 4,711 21,453 SH   SOLE   21,453 0 0
VERTIV GROUP CORP Corporate Bond - Domestic 92535UAB0 708 700,000 PRN   SOLE   700,000 0 0
VIACOM INC Corporate Bond - Domestic 92553PBC5 3,873 3,435,000 PRN   SOLE   3,435,000 0 0
VIACOMCBS INC Common Stock - Domestic 92556H206 950 31,488 SH   SOLE   31,488 0 0
VIASAT INC Common Stock - Domestic 92552V100 302 6,774 SH   SOLE   6,774 0 0
VIASAT INC Corporate Bond - Domestic 92552VAL4 5,068 4,915,000 PRN   SOLE   4,915,000 0 0
VIASAT INC Corporate Bond - Domestic 92552VAN0 2,445 2,435,000 PRN   SOLE   2,435,000 0 0
VIATRIS INC Common Stock - Domestic 92556V106 1,094 80,839 SH   SOLE   80,839 0 0
VIAVI SOLUTIONS INC Corporate Bond - Domestic 925550AF2 295 295,000 PRN   SOLE   295,000 0 0
VICI PPTYS INC Corporate Bond - Domestic 92564RAD7 5,082 4,915,000 PRN   SOLE   4,915,000 0 0
VICI PPTYS INC Corporate Bond - Domestic 92564RAE5 318 300,000 PRN   SOLE   300,000 0 0
VICOR CORP Common Stock - Domestic 925815102 305 2,403 SH   SOLE   2,403 0 0
VICTORIAS SECRET AND CO Common Stock - Domestic 926400102 4,047 72,874 SH   SOLE   72,874 0 0
VICTORIAS SECRET AND CO Corporate Bond - Domestic 926400AA0 302 295,000 PRN   SOLE   295,000 0 0
VICTORS MERGER CORPORATION Corporate Bond - Domestic 92641PAA4 1,638 1,740,000 PRN   SOLE   1,740,000 0 0
VIKING CRUISES LTD Corporate Bond - Foreign US$ 92676XAF4 251 250,000 PRN   SOLE   250,000 0 0
VINE ENERGY HOLDINGS LLC Corporate Bond - Domestic 92735LAA0 2,891 2,660,000 PRN   SOLE   2,660,000 0 0
VIR BIOTECHNOLOGY INC Common Stock - Domestic 92764N102 14 339 SH   SOLE   339 0 0
VIRTUSA CORP Corporate Bond - Domestic 92837TAA0 1,784 1,725,000 PRN   SOLE   1,725,000 0 0
VISA INC Common Stock - Domestic 92826C839 21,748 100,357 SH   SOLE   100,357 0 0
VISHAY INTERTECHNOLOGY INC Common Stock - Domestic 928298108 302 13,805 SH   SOLE   13,805 0 0
VISTA OUTDOOR INC Common Stock - Domestic 928377100 7,603 165,021 SH   SOLE   165,021 0 0
VISTA OUTDOOR INC Corporate Bond - Domestic 928377AC4 1,809 1,795,000 PRN   SOLE   1,795,000 0 0
VISTEON CORP Common Stock - Domestic 92839U206 324 2,917 SH   SOLE   2,917 0 0
VISTRA OPERATIONS CO LLC Corporate Bond - Domestic 92840VAF9 5,107 4,915,000 PRN   SOLE   4,915,000 0 0
VMWARE INC Common Stock - Domestic 928563402 23,643 204,032 SH   SOLE   204,032 0 0
VNET GROUP INC Common Stock - Foreign US$ 90138A103 9,376 1,038,269 SH   SOLE   1,038,269 0 0
VODAFONE GROUP PLC NEW Common Stock - Foreign US$ 92857W308 3,759 251,766 SH   SOLE   251,766 0 0
VONTIER CORPORATION Common Stock - Domestic 928881101 539 17,541 SH   SOLE   17,541 0 0
VONTIER CORPORATION Corporate Bond - Domestic 928881AA9 296 300,000 PRN   SOLE   300,000 0 0
VONTIER CORPORATION Corporate Bond - Domestic 928881AC5 286 295,000 PRN   SOLE   295,000 0 0
VONTIER CORPORATION Corporate Bond - Domestic 928881AE1 2,063 2,080,000 PRN   SOLE   2,080,000 0 0
VORNADO RLTY TR REIT - Domestic 929042109 347 8,284 SH   SOLE   8,284 0 0
VULCAN MATLS CO Common Stock - Domestic 929160109 2,273 10,950 SH   SOLE   10,950 0 0
W. R. GRACE HOLDINGS LLC Corporate Bond - Domestic 92943GAA9 308 300,000 PRN   SOLE   300,000 0 0
W. R. GRACE HOLDINGS LLC Corporate Bond - Domestic 92943GAD3 4,407 4,285,000 PRN   SOLE   4,285,000 0 0
WABASH NATL CORP Corporate Bond - Domestic 929566AL1 1,229 1,215,000 PRN   SOLE   1,215,000 0 0
WABTEC Common Stock - Domestic 929740108 1,243 13,494 SH   SOLE   13,494 0 0
WALGREENS BOOTS ALLIANCE INC COM Common Stock - Domestic 931427108 4,858 93,128 SH   SOLE   93,128 0 0
WALMART INC Common Stock - Domestic 931142103 11,115 76,822 SH   SOLE   76,822 0 0
WARRIOR MET COAL INC Common Stock - Domestic 93627C101 4,506 175,250 SH   SOLE   175,250 0 0
WARRIOR MET COAL INC Corporate Bond - Domestic 93627CAB7 303 295,000 PRN   SOLE   295,000 0 0
WASH MULTIFAMILY ACQUISITION I SR SEC 144A NT26 Corporate Bond - Domestic 93710WAA3 5,166 4,910,000 PRN   SOLE   4,910,000 0 0
WASHINGTON FED INC Common Stock - Domestic 938824109 233 6,986 SH   SOLE   6,986 0 0
WASTE CONNECTIONS INC Common Stock - Foreign US$ 94106B101 273 2,000 SH   SOLE   2,000 0 0
WASTE MGMT INC DEL Common Stock - Domestic 94106L109 3,725 22,319 SH   SOLE   22,319 0 0
WATCO COS LLC / WATCO FIN CORP SR GLBL 144A 27 Corporate Bond - Domestic 941130AB2 1,791 1,720,000 PRN   SOLE   1,720,000 0 0
WATERS CORP Common Stock - Domestic 941848103 1,473 3,954 SH   SOLE   3,954 0 0
WATSCO INC Common Stock - Domestic 942622200 1,072 3,425 SH   SOLE   3,425 0 0
WEBSTER FINL CORP CONN Common Stock - Domestic 947890109 525 9,402 SH   SOLE   9,402 0 0
WEC ENERGY GROUP INC Common Stock - Domestic 92939U106 1,654 17,038 SH   SOLE   17,038 0 0
WEEKLEY HOMES LLC/ FIN CORP Corporate Bond - Domestic 948565AD8 5,065 4,910,000 PRN   SOLE   4,910,000 0 0
WELLS FARGO & CO Corporate Bond - Domestic 949746TB7 2,019 1,465,000 PRN   SOLE   1,465,000 0 0
WELLS FARGO CO NEW Common Stock - Domestic 949746101 9,934 207,051 SH   SOLE   207,051 0 0
WELLTOWER INC REIT - Domestic 95040Q104 1,940 22,624 SH   SOLE   22,624 0 0
WENDYS CO Common Stock - Domestic 95058W100 578 24,253 SH   SOLE   24,253 0 0
WERNER ENTERPRISES INC Common Stock - Domestic 950755108 283 5,944 SH   SOLE   5,944 0 0
WEST PHARMACEUTICAL SVSC INC COM Common Stock - Domestic 955306105 2,290 4,883 SH   SOLE   4,883 0 0
WESTERN DIGITAL CORP. Common Stock - Domestic 958102105 6,149 94,296 SH   SOLE   94,296 0 0
WESTERN DIGITAL CORP. Corporate Bond - Domestic 958102AM7 323 295,000 PRN   SOLE   295,000 0 0
WESTERN MIDSTREAM OPER LP Corporate Bond - Domestic 958254AD6 2,758 2,305,000 PRN   SOLE   2,305,000 0 0
WESTERN MIDSTREAM OPER LP Corporate Bond - Domestic 958254AF1 327 300,000 PRN   SOLE   300,000 0 0
WESTERN MIDSTREAM PARTNERS LP COM UNIT LP INT Common Stock - Partnership Domestic 958669103 256 11,509 SH   SOLE   11,509 0 0
WESTERN UN CO Common Stock - Domestic 959802109 804 45,047 SH   SOLE   45,047 0 0
WESTINGHOUSE AIR BRAKE TECHNOL 4.7 percent 28 Corporate Bond - Domestic 960386AM2 342 300,000 PRN   SOLE   300,000 0 0
WESTINGHOUSE AIR BRAKE TECHNOL CR SEN SR GLBL25 Corporate Bond - Domestic 960386AQ3 5,122 4,915,000 PRN   SOLE   4,915,000 0 0
WESTINGHOUSE AIR BRAKE TECHNOL SR GLBL NT 26 Corporate Bond - Domestic 960386AL4 318 300,000 PRN   SOLE   300,000 0 0
WESTLAKE CHEM CORP Common Stock - Domestic 960413102 10,030 103,265 SH   SOLE   103,265 0 0
WESTROCK CO Common Stock - Domestic 96145D105 10,664 240,404 SH   SOLE   240,404 0 0
WEX INC Common Stock - Domestic 96208T104 879 6,263 SH   SOLE   6,263 0 0
WEYERHAEUSER CO MTN BE REIT - Domestic 962166104 20,697 502,610 SH   SOLE   502,610 0 0
WHEATON PRECIOUS METALS CORP COM Common Stock - Foreign US$ 962879102 148 3,452 SH   SOLE   3,452 0 0
WHEEL PROS INCORPORATED Corporate Bond - Domestic 96289WAA7 942 980,000 PRN   SOLE   980,000 0 0
WHIRLPOOL CORP Common Stock - Domestic 963320106 13,950 59,446 SH   SOLE   59,446 0 0
WHITE CAP BUYER LLC Corporate Bond - Domestic 96350RAA2 1,608 1,540,000 PRN   SOLE   1,540,000 0 0
WILEY JOHN & SONS INC Common Stock - Domestic 968223206 260 4,532 SH   SOLE   4,532 0 0
WILLIAMS COS INC Common Stock - Domestic 969457100 3,327 127,771 SH   SOLE   127,771 0 0
WILLIAMS SONOMA INC Common Stock - Domestic 969904101 11,016 65,132 SH   SOLE   65,132 0 0
WILLIS TOWERS WATSON PLC LTD SHS Common Stock - Foreign US$ G96629103 1,526 6,425 SH   SOLE   6,425 0 0
WINDSTREAM ESCROW LLC / WINDST SR SEC 144A NT28 Corporate Bond - Domestic 97382WAA1 5,220 4,915,000 PRN   SOLE   4,915,000 0 0
WINGSTOP INC Common Stock - Domestic 974155103 745 4,310 SH   SOLE   4,310 0 0
WINNEBAGO INDS INC Common Stock - Domestic 974637100 6,383 85,193 SH   SOLE   85,193 0 0
WINTRUST FINL CORP Common Stock - Domestic 97650W108 538 5,926 SH   SOLE   5,926 0 0
WIRB-COPERNCUS GROUP T/L B Bank Loan 0LX184508 496 494,987 PRN   SOLE   494,987 0 0
WIX COM LTD Common Stock - Foreign US$ M98068105 69 437 SH   SOLE   437 0 0
WMG ACQUISITION CORP Corporate Bond - Domestic 92933BAR5 1,040 1,085,000 PRN   SOLE   1,085,000 0 0
WMG ACQUISITION CORP Corporate Bond - Domestic 92933BAT1 769 770,000 PRN   SOLE   770,000 0 0
WOLFSPEED INC Common Stock - Domestic 977852102 1,936 17,320 SH   SOLE   17,320 0 0
WOODWARD INC Common Stock - Domestic 980745103 697 6,370 SH   SOLE   6,370 0 0
WORKDAY INC Common Stock - Domestic 98138H101 1,626 5,953 SH   SOLE   5,953 0 0
WORLD ACCEP CORPORATION Corporate Bond - Domestic 981419AC8 1,229 1,225,000 PRN   SOLE   1,225,000 0 0
WORLD FUEL SVCS CORP Common Stock - Domestic 981475106 7,460 281,837 SH   SOLE   281,837 0 0
WORLD WRESTLING ENTMT INC Common Stock - Domestic 98156Q108 321 6,497 SH   SOLE   6,497 0 0
WORTHINGTON INDS INC Common Stock - Domestic 981811102 196 3,594 SH   SOLE   3,594 0 0
WPP PLC NEW Common Stock - Foreign US$ 92937A102 815 10,793 SH   SOLE   10,793 0 0
WYNDHAM DESTINATIONS INC Corporate Bond - Domestic 98310WAM0 3,925 3,525,000 PRN   SOLE   3,525,000 0 0
WYNDHAM HOTELS & RESORTS INC COM Common Stock - Domestic 98311A105 1,168 13,027 SH   SOLE   13,027 0 0
WYNN LAS VEGAS LLC / WYNN Corporate Bond - Domestic 983130AV7 4,976 4,825,000 PRN   SOLE   4,825,000 0 0
WYNN LAS VEGAS LLC / WYNN Corporate Bond - Domestic 983130AX3 307 300,000 PRN   SOLE   300,000 0 0
WYNN RESORTS FIN LLC / WYNN RE SR GLBL 144A 29 Corporate Bond - Domestic 983133AA7 1,103 1,085,000 PRN   SOLE   1,085,000 0 0
WYNN RESORTS LTD Common Stock - Domestic 983134107 4,271 50,219 SH   SOLE   50,219 0 0
XCEL ENERGY INC Common Stock - Domestic 98389B100 3,104 45,853 SH   SOLE   45,853 0 0
XEROX HOLDINGS CORP Common Stock - Domestic 98421M106 4,616 203,902 SH   SOLE   203,902 0 0
XEROX HOLDINGS CORP Corporate Bond - Domestic 98421MAA4 313 295,000 PRN   SOLE   295,000 0 0
XHR LP Corporate Bond - Domestic 98372MAC9 301 295,000 PRN   SOLE   295,000 0 0
XILINX INC Common Stock - Domestic 983919101 5,172 24,394 SH   SOLE   24,394 0 0
XPERI HOLDING CORP Common Stock - Domestic 98390M103 11,339 599,619 SH   SOLE   599,619 0 0
XPO LOGISTICS INC Common Stock - Domestic 983793100 1,044 13,481 SH   SOLE   13,481 0 0
XYLEM INC Common Stock - Domestic 98419M100 1,497 12,485 SH   SOLE   12,485 0 0
YELP INC Common Stock - Domestic 985817105 266 7,342 SH   SOLE   7,342 0 0
YETI HLDGS INC Common Stock - Domestic 98585X104 1,007 12,154 SH   SOLE   12,154 0 0
YUM BRANDS INC Common Stock - Domestic 988498101 3,815 27,474 SH   SOLE   27,474 0 0
YUM BRANDS INC Corporate Bond - Domestic 988498AD3 1,753 1,380,000 PRN   SOLE   1,380,000 0 0
YUM BRANDS INC Corporate Bond - Domestic 988498AL5 325 300,000 PRN   SOLE   300,000 0 0
YUM BRANDS INC Corporate Bond - Domestic 988498AP6 314 295,000 PRN   SOLE   295,000 0 0
ZAYO GROUP HLDGS INC Corporate Bond - Domestic 98919VAA3 4,847 4,915,000 PRN   SOLE   4,915,000 0 0
ZAYO GROUP HLDGS INC Corporate Bond - Domestic 98919VAB1 1,899 1,925,000 PRN   SOLE   1,925,000 0 0
ZAYO GROUP HOLDINGS INC. T/L Bank Loan 0LX185593 220 222,697 PRN   SOLE   222,697 0 0
ZEBRA TECHNOLOGIES CORPORATION CL A Common Stock - Domestic 989207105 5,134 8,626 SH   SOLE   8,626 0 0
ZIFF DAVIS INC Common Stock - Domestic 48123V102 980 8,842 SH   SOLE   8,842 0 0
ZIFF DAVIS INC Corporate Bond - Domestic 48123VAF9 303 295,000 PRN   SOLE   295,000 0 0
ZIM INTEGRATED SHIPPING SERV SHS Common Stock - Foreign US$ M9T951109 35 596 SH   SOLE   596 0 0
ZIMMER BIOMET HOLDINGS INC Common Stock - Domestic 98956P102 1,373 10,807 SH   SOLE   10,807 0 0
ZIONS BANCORPORATION N A Common Stock - Domestic 989701107 3,684 58,325 SH   SOLE   58,325 0 0
ZOETIS INC Common Stock - Domestic 98978V103 7,488 30,684 SH   SOLE   30,684 0 0
ZOOM VIDEO COMMUNICATIONS INC CL A Common Stock - Domestic 98980L101 1,511 8,217 SH   SOLE   8,217 0 0
ZOOMINFO TECHNOLOGIES INC Common Stock - Domestic 98980F104 64 999 SH   SOLE   999 0 0
ZOOMINFO TECHNOLOGIES LLC / ZO SR GLBL 144A 29 Corporate Bond - Domestic 98981BAA0 293 295,000 PRN   SOLE   295,000 0 0
ZSCALER INC Common Stock - Domestic 98980G102 1,415 4,405 SH   SOLE   4,405 0 0
ZUMIEZ INC Common Stock - Domestic 989817101 6,111 127,344 SH   SOLE   127,344 0 0