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Pacer Advisors

Filed: 15 Oct 21, 11:12am

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

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

FORM 13F INFORMATION TABLE

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

COLUMN 1COLUMN 2COLUMN 3COLUMN 4COLUMN 5COLUMN 6COLUMN 7COLUMN 8
VALUESHRS ORSH/PUT/INVESTMENTOTHERVOTING AUTHORITY
NAME OF ISSUERTITLE OF CLASSCUSIP(x$1000)PRN AMTPRNCALLDISCRETIONMANAGERSOLESHAREDNONE
ABB LTDCommon Stock - Foreign US$00037520446413,917SH SOLE 13,91700
ABM INDS INCCommon Stock - Domestic0009571008,474188,275SH SOLE 188,27500
THE ADT CORPORATIONCorporate Bond - Domestic00101JAH94,9974,770,000PRN SOLE 4,770,00000
AFLAC INCCommon Stock - Domestic0010551021,82234,944SH SOLE 34,94400
AGCO CORPCommon Stock - Domestic0010841021,0598,640SH SOLE 8,64000
AGNC INVT CORPREIT - Domestic00123Q104623,963SH SOLE 3,96300
AES CORPCommon Stock - Domestic00130H10581235,565SH SOLE 35,56500
AIA GROUP LTDCommon Stock - Foreign US$0013172051,08823,637SH SOLE 23,63700
AMC NETWORKS INCCommon Stock - Domestic00164V1038,576184,071SH SOLE 184,07100
ASGN INCCommon Stock - Domestic00191U1026705,921SH SOLE 5,92100
AT&T INCCommon Stock - Domestic00206R10231,1621,153,718SH SOLE 1,153,71800
THE AARONS COMPANY INC COMCommon Stock - Domestic00258W1086,193224,888SH SOLE 224,88800
ABBOTT LABSCommon Stock - Domestic00282410013,158111,382SH SOLE 111,38200
ABBVIE INCCommon Stock - Domestic00287Y10931,025287,617SH SOLE 287,61700
ABERCROMBIE & FITCH COCommon Stock - Domestic0028962077,698204,579SH SOLE 204,57900
ABIOMED INCCommon Stock - Domestic0036541001,3934,279SH SOLE 4,27900
ACADIA HEALTHCARE COMPANY INC COMCommon Stock - Domestic00404A10999915,657SH SOLE 15,65700
ACI WORLDWIDE INCCommon Stock - Domestic00449810137012,054SH SOLE 12,05400
CONTRA ACHILLION PHARMCommon Stock - Domestic004CVR03136,273SH SOLE 6,27300
ACTIVISION BLIZZARD INCCommon Stock - Domestic00507V1095,01664,819SH SOLE 64,81900
ACUITY BRANDS INCCommon Stock - Domestic00508Y1026433,708SH SOLE 3,70800
ADOBE SYSTEMS INCORPORATEDCommon Stock - Domestic00724F10124,63542,790SH SOLE 42,79000
ADTALEM GLOBAL ED INCCommon Stock - Domestic00737L1033,63596,133SH SOLE 96,13300
ADVANCE AUTO PARTS INCCommon Stock - Domestic00751Y1066,13429,364SH SOLE 29,36400
AECOMCommon Stock - Domestic00766T1005,34684,656SH SOLE 84,65600
ADVANSIX INCCommon Stock - Domestic00773T1012,94974,178SH SOLE 74,17800
AECOMCorporate Bond - Domestic00774CAB35,3224,800,000PRN SOLE 4,800,00000
ADYEN N VCommon Stock - Foreign US$00783V10466423,674SH SOLE 23,67400
ADVANCED MICRO DEVICES INCCommon Stock - Domestic00790310710,381100,881SH SOLE 100,88100
AFFILIATED MANAGERS GROUP INC COMCommon Stock - Domestic0082521089065,997SH SOLE 5,99700
AGILENT TECHNOLOGIES INCCommon Stock - Domestic00846U1015,59335,505SH SOLE 35,50500
AGNICO EAGLE MINES LTDCommon Stock - Foreign US$0084741081021,971SH SOLE 1,97100
AIRBNB INCCommon Stock - Domestic0090661012731,628SH SOLE 1,62800
AIR PRODS & CHEMS INCCommon Stock - Domestic0091581063,03911,867SH SOLE 11,86700
AIRBUS SECommon Stock - Foreign US$00927910066119,795SH SOLE 19,79500
AKAMAI TECHNOLOGIES INCCommon Stock - Domestic00971T1011,12310,736SH SOLE 10,73600
ALASKA AIR GROUP INCCommon Stock - Domestic0116591094828,223SH SOLE 8,22300
ALBEMARLE CORPCommon Stock - Domestic0126531011,3846,321SH SOLE 6,32100
ALBERTSONS COS INC / SAFEWAY I SR GLBL 144A 29Corporate Bond - Domestic013092AG64,9284,940,000PRN SOLE 4,940,00000
HOWMET AEROSPACE INCCorporate Bond - Domestic013817AW14,9634,495,000PRN SOLE 4,495,00000
ALCOA CORPCommon Stock - Domestic013872106601,233SH SOLE 1,23300
ALEXANDRIA REAL ESTATE EQ INC COMREIT - Domestic0152711093,81819,984SH SOLE 19,98400
ALIGN TECHNOLOGY INCCommon Stock - Domestic0162551014,8397,272SH SOLE 7,27200
ALLEGHANY CORP MDCommon Stock - Domestic0171751009061,451SH SOLE 1,45100
ALLETE INCCommon Stock - Domestic0185223003185,347SH SOLE 5,34700
ALLIANCE DATA SYSTEMS CORPCommon Stock - Domestic0185811088,29382,194SH SOLE 82,19400
ALLIANT ENERGY CORPCommon Stock - Domestic0188021083,03254,158SH SOLE 54,15800
ALLIANZ SECommon Stock - Foreign US$01882010001SH SOLE 100
ALLISON TRANSMISSION INCCorporate Bond - Domestic019736AG24,9175,050,000PRN SOLE 5,050,00000
ALLISON TRANSMISSION HLDGS INC COMCommon Stock - Domestic01973R1012,04557,912SH SOLE 57,91200
ALLSTATE CORPCommon Stock - Domestic0200021014,44634,924SH SOLE 34,92400
ALLY FINL INCCommon Stock - Domestic02005N100611,196SH SOLE 1,19600
ALLY FINL INCCorporate Bond - Domestic02005NBF65,3864,710,000PRN SOLE 4,710,00000
ALPHABET INCCommon Stock - Domestic02079K10756,85421,331SH SOLE 21,33100
ALPHABET INCCommon Stock - Domestic02079K30559,16222,129SH SOLE 22,12900
ALTRIA GROUP INCCommon Stock - Domestic02209S10310,216224,419SH SOLE 224,41900
ALTUS MIDSTREAM COCommon Stock - Domestic02215L2095017,253SH SOLE 7,25300
AMAZON COM INCCommon Stock - Domestic023135106109,38233,297SH SOLE 33,29700
AMEDISYS INCCommon Stock - Domestic0234361087084,749SH SOLE 4,74900
AMEREN CORPCommon Stock - Domestic0236081023,45842,697SH SOLE 42,69700
AMERICA MOVIL SAB DE CVCommon Stock - Foreign US$02364W10521312,063SH SOLE 12,06300
AMERICAN AIRLS GROUP INCCommon Stock - Domestic02376R10279438,712SH SOLE 38,71200
AMERICAN AIRLINESCorporate Bond - Domestic023771S5812,62310,190,000PRN SOLE 10,190,00000
AMERICAN AXLE & MFG HLDGS INC COMCommon Stock - Domestic0240611039,3201,057,892SH SOLE 1,057,89200
AMERICAN AXLE & MFG INCCorporate Bond - Domestic02406PBB511,39711,665,000PRN SOLE 11,665,00000
AMERICAN CAMPUS CMNTYS INCREIT - Domestic02483510074815,437SH SOLE 15,43700
AMERICAN ELEC PWR CO INCCommon Stock - Domestic0255371015,84672,010SH SOLE 72,01000
AMERICAN EAGLE OUTFITTERS INC COMCommon Stock - Domestic02553E10670427,302SH SOLE 27,30200
AMERICAN EXPRESS COCommon Stock - Domestic0258161096,91841,294SH SOLE 41,29400
AMERICAN FINL GROUP INC OHIO COMCommon Stock - Domestic0259321041,2229,714SH SOLE 9,71400
AMERICAN HOMES 4 RENTREIT - Domestic02665T306601,569SH SOLE 1,56900
AMERICAN INTL GROUP INCCommon Stock - Domestic0268747842,65248,310SH SOLE 48,31000
AMERICAN PUB ED INCCommon Stock - Domestic02913V10333913,256SH SOLE 13,25600
AMERICAN TOWER CORPREIT - Domestic03027X100231,451872,051SH SOLE 872,05100
AMERICAN VANGUARD CORPCommon Stock - Domestic0303711081,01967,675SH SOLE 67,67500
AMERICAN WTR WKS CO INC NEWCommon Stock - Domestic0304201033,82522,630SH SOLE 22,63000
AMERICOLD RLTY TRREIT - Domestic03064D1089,934341,947SH SOLE 341,94700
AMERISOURCEBERGEN CORPCommon Stock - Domestic03073E10513,626114,071SH SOLE 114,07100
AMERIPRISE FINL INCCommon Stock - Domestic03076C1061,9097,226SH SOLE 7,22600
AMETEK INCCommon Stock - Domestic0311001003,64729,407SH SOLE 29,40700
AMGEN INCCommon Stock - Domestic03116210013,43563,181SH SOLE 63,18100
AMKOR TECHNOLOGY INCCommon Stock - Domestic03165210029411,794SH SOLE 11,79400
AMPHENOL CORP NEWCommon Stock - Domestic0320951014,50361,488SH SOLE 61,48800
ANALOG DEVICES INCCommon Stock - Domestic0326541057,52744,944SH SOLE 44,94400
ANGLOGOLD ASHANTI LIMITEDCommon Stock - Foreign US$035128206462,891SH SOLE 2,89100
ANHEUSER BUSCH INBEV SA/NVCommon Stock - Foreign US$03524A10880214,222SH SOLE 14,22200
ANSYS INCCommon Stock - Domestic03662Q1052,4827,289SH SOLE 7,28900
ANTHEM INCCommon Stock - Domestic0367521035,45514,632SH SOLE 14,63200
ANTERO MIDSTREAM CORPCommon Stock - Domestic03676B1024,142397,525SH SOLE 397,52500
APACHE CORPCorporate Bond - Domestic037411BE44,9694,590,000PRN SOLE 4,590,00000
APA CORPORATIONCommon Stock - Domestic03743Q1088,267385,773SH SOLE 385,77300
APARTMENT INCOME REIT CORPREIT - Domestic03750L10999120,294SH SOLE 20,29400
APOGEE ENTERPRISES INCCommon Stock - Domestic0375981092,17757,644SH SOLE 57,64400
APPLE INCCommon Stock - Domestic037833100167,1831,181,504SH SOLE 1,181,50400
APPLIED MATLS INCCommon Stock - Domestic03822210510,93484,938SH SOLE 84,93800
APTARGROUP INCCommon Stock - Domestic0383361038216,879SH SOLE 6,87900
ARAMARKCommon Stock - Domestic03852U106611,870SH SOLE 1,87000
ARCBEST CORPCommon Stock - Domestic03937C1054,97960,893SH SOLE 60,89300
ARCHER DANIELS MIDLAND COCommon Stock - Domestic0394831025,21486,891SH SOLE 86,89100
ARCHROCK INCCommon Stock - Domestic03957W1065,812704,510SH SOLE 704,51000
ARGENX SECommon Stock - Foreign US$04016X101136450SH SOLE 45000
ARISTA NETWORKS INCCommon Stock - Domestic0404131061,2463,625SH SOLE 3,62500
ARROW ELECTRS INCCommon Stock - Domestic0427351001,0989,780SH SOLE 9,78000
ARROWHEAD PHARMACEUTICALS INC COMCommon Stock - Domestic04280A10090414,485SH SOLE 14,48500
ASBURY AUTOMOTIVE GROUP INCCommon Stock - Domestic0434361049,99550,803SH SOLE 50,80300
ASHLAND GLOBAL HLDGS INCCommon Stock - Domestic0441861045005,610SH SOLE 5,61000
ASPEN TECHNOLOGY INCCommon Stock - Domestic0453271031,1529,381SH SOLE 9,38100
ASSOCIATED BANC CORPCommon Stock - Domestic04548710533715,723SH SOLE 15,72300
ASSURANT INCCommon Stock - Domestic04621X1085613,555SH SOLE 3,55500
ASTRAZENECA PLCCommon Stock - Foreign US$0463531081,42923,789SH SOLE 23,78900
ATLAS AIR WORLDWIDE HLDGS INC COM NEWCommon Stock - Domestic0491642057,82495,793SH SOLE 95,79300
ATMOS ENERGY CORPCommon Stock - Domestic0495601052,51628,526SH SOLE 28,52600
AUTODESK INCCommon Stock - Domestic0527691065,27818,510SH SOLE 18,51000
AUTOMATIC DATA PROCESSING INC COMCommon Stock - Domestic0530151039,74348,735SH SOLE 48,73500
AUTONATION INCCommon Stock - Domestic05329W10211,44393,980SH SOLE 93,98000
AUTOZONE INCCommon Stock - Domestic05333210221,15412,458SH SOLE 12,45800
AVALONBAY CMNTYS INCREIT - Domestic0534841011,9618,848SH SOLE 8,84800
AVAYA INCCorporate Bond - Domestic053499AL312,59611,965,000PRN SOLE 11,965,00000
AVERY DENNISON CORPCommon Stock - Domestic0536111099614,637SH SOLE 4,63700
AVIENT CORPORATIONCommon Stock - Domestic05368V10656412,168SH SOLE 12,16800
AVIS BUDGET CAR RENT LLC /AVIS SR GLBL 144A 28Corporate Bond - Domestic053773BG112,47612,085,000PRN SOLE 12,085,00000
AVIS BUDGET GROUPCommon Stock - Domestic0537741051,0378,903SH SOLE 8,90300
AVNET INCCommon Stock - Domestic05380710337810,228SH SOLE 10,22800
AXON ENTERPRISE INCCommon Stock - Domestic05464C1011,90010,857SH SOLE 10,85700
B & G FOODS INCCorporate Bond - Domestic05508WAB113,40512,835,000PRN SOLE 12,835,00000
BCE INCCommon Stock - Foreign US$05534B7602,03340,605SH SOLE 40,60500
BHP GROUP PLCCommon Stock - Foreign US$05545E2094158,189SH SOLE 8,18900
BJS WHSL CLUB HLDGS INCCommon Stock - Domestic05550J10177514,111SH SOLE 14,11100
BP PLCCommon Stock - Foreign US$0556221043,574130,758SH SOLE 130,75800
BAIDU INCCommon Stock - Foreign US$0567521081,2147,898SH SOLE 7,89800
BAKER HUGHES COMPANYCommon Stock - Domestic05722G1001,36655,231SH SOLE 55,23100
BALL CORPCommon Stock - Domestic0584981063,71341,267SH SOLE 41,26700
BALL CORPCorporate Bond - Domestic058498AT34,9674,455,000PRN SOLE 4,455,00000
BANCO BILBAO VIZCAYA ARGENTARI SPONSORED ADRCommon Stock - Foreign US$05946K101744112,889SH SOLE 112,88900
BANCO SANTANDER S.A.Common Stock - Foreign US$05964H1051,036286,286SH SOLE 286,28600
BANCORPSOUTH BK TUPELO MISSCommon Stock - Domestic05971J1022959,919SH SOLE 9,91900
BK OF AMERICA CORPCommon Stock - Domestic06050510419,403457,074SH SOLE 457,07400
BANK HAWAII CORPCommon Stock - Domestic0625401093404,134SH SOLE 4,13400
BANK MONTREAL QUECommon Stock - Foreign US$0636711015175,188SH SOLE 5,18800
BANK NEW YORK MELLON CORPCommon Stock - Domestic0640581002,33244,984SH SOLE 44,98400
BANK NOVA SCOTIA B CCommon Stock - Foreign US$0641491075869,528SH SOLE 9,52800
BANK OZKCommon Stock - Domestic06417N10353412,427SH SOLE 12,42700
BARCLAYS PLCCommon Stock - Foreign US$06738E20433232,135SH SOLE 32,13500
BARRICK GOLD CORPCommon Stock - Foreign US$06790110869938,736SH SOLE 38,73600
BATH & BODY WORKS INCCommon Stock - Domestic07083010410,513166,786SH SOLE 166,78600
BAXTER INTL INCCommon Stock - Domestic0718131095,61769,833SH SOLE 69,83300
BAYER AGCommon Stock - Foreign US$07273030243031,591SH SOLE 31,59100
BECTON DICKINSON & COCommon Stock - Domestic0758871096,72827,370SH SOLE 27,37000
BED BATH & BEYOND INCCommon Stock - Domestic0758961005,986346,513SH SOLE 346,51300
BELDEN INCCommon Stock - Domestic0774541062684,603SH SOLE 4,60300
BENCHMARK ELECTRS INCCommon Stock - Domestic08160H1012,10878,936SH SOLE 78,93600
BERKLEY W R CORPCommon Stock - Domestic0844231026358,677SH SOLE 8,67700
BERKSHIRE HATHAWAY INC DELCommon Stock - Domestic08467070230,109110,315SH SOLE 110,31500
BEST BUY INCCommon Stock - Domestic0865161011,53914,559SH SOLE 14,55900
BHP GROUP LTDCommon Stock - Foreign US$0886061082,66849,855SH SOLE 49,85500
BIO RAD LABS INCCommon Stock - Domestic0905722071,4861,992SH SOLE 1,99200
BIOGEN INCCommon Stock - Domestic09062X1034,42915,652SH SOLE 15,65200
BIO-TECHNE CORPCommon Stock - Domestic09073M1041,2762,634SH SOLE 2,63400
BIONTECH SECommon Stock - Foreign US$09075V102253927SH SOLE 92700
BLACK HILLS CORPCommon Stock - Domestic0921131094066,466SH SOLE 6,46600
BLACK KNIGHT INCCommon Stock - Domestic09215C10562859SH SOLE 85900
BLACKBAUD INCCommon Stock - Domestic09227Q1004065,768SH SOLE 5,76800
BLACKROCK INCCommon Stock - Domestic09247X1016,5247,779SH SOLE 7,77900
BLOCK H & R INCCommon Stock - Domestic0936711053,471138,849SH SOLE 138,84900
BLOOMIN BRANDS INCCommon Stock - Domestic0942351087,895315,798SH SOLE 315,79800
BOEING COCommon Stock - Domestic0970231056,79730,905SH SOLE 30,90500
BOISE CASCADE CO DELCommon Stock - Domestic09739D1007,686142,395SH SOLE 142,39500
BOOKING HOLDINGS INCCommon Stock - Domestic09857L1088,1233,422SH SOLE 3,42200
BOOZ ALLEN HAMILTON HLDG CORP CL ACommon Stock - Domestic09950210615190SH SOLE 19000
BOOZ ALLEN HAMILTON INCCorporate Bond - Domestic09951LAA15,0344,905,000PRN SOLE 4,905,00000
BORGWARNER INCCommon Stock - Domestic09972410656012,962SH SOLE 12,96200
BOSTON BEER INCCommon Stock - Domestic1005571076581,290SH SOLE 1,29000
BOSTON PROPERTIES INCREIT - Domestic1011211019949,173SH SOLE 9,17300
BOSTON SCIENTIFIC CORPCommon Stock - Domestic1011371073,94790,974SH SOLE 90,97400
BOX INCCommon Stock - Domestic10316T104723,041SH SOLE 3,04100
BOYD GAMING CORPCommon Stock - Domestic1033041014,27367,539SH SOLE 67,53900
BRIGHTHOUSE FINL INCCommon Stock - Domestic10922N1034078,994SH SOLE 8,99400
BRINKS COCommon Stock - Domestic1096961043415,394SH SOLE 5,39400
BRISTOL-MYERS SQUIBB COCommon Stock - Domestic11012210827,047457,106SH SOLE 457,10600
BRISTOW GROUP INCCommon Stock - Domestic11040G1032,39575,241SH SOLE 75,24100
BRITISH AMERN TOB PLCCommon Stock - Foreign US$1104481073,735105,872SH SOLE 105,87200
BRIXMOR PPTY GROUP INCREIT - Domestic11120U10584638,270SH SOLE 38,27000
BROADRIDGE FINL SOLUTIONS INC COMCommon Stock - Domestic11133T1033,32019,924SH SOLE 19,92400
BROADCOM INCCommon Stock - Domestic11135F10119,40840,023SH SOLE 40,02300
BROOKFIELD PPTY REIT INC / BPR SR SEC GLBL 26Corporate Bond - Domestic11284DAA312,54212,045,000PRN SOLE 12,045,00000
BROOKS AUTOMATION INC NEWCommon Stock - Domestic1143401021,08010,554SH SOLE 10,55400
BROWN & BROWN INCCommon Stock - Domestic11523610176513,799SH SOLE 13,79900
BROWN FORMAN CORPCommon Stock - Domestic1156372094,06460,646SH SOLE 60,64600
BRUNSWICK CORPCommon Stock - Domestic1170431094,23844,482SH SOLE 44,48200
BUCKLE INCCommon Stock - Domestic1184401066,274158,464SH SOLE 158,46400
BUILDERS FIRSTSOURCE INCCommon Stock - Domestic12008R1071,15822,373SH SOLE 22,37300
BUILDERS FIRSTSOURCE INCCorporate Bond - Domestic12008RAN75,4375,075,000PRN SOLE 5,075,00000
CCO HLDGS LLC / CCO HLDGS CAP SR GLBL 144A 30Corporate Bond - Domestic1248EPCE15,3405,170,000PRN SOLE 5,170,00000
CBOE GLOBAL MKTS INCCommon Stock - Domestic12503M1087676,194SH SOLE 6,19400
CBRE GROUP INCCommon Stock - Domestic12504L1092,10021,574SH SOLE 21,57400
CDK GLOBAL INCCommon Stock - Domestic12508E10159714,032SH SOLE 14,03200
CDW CORPCommon Stock - Domestic12514G1082,16911,919SH SOLE 11,91900
CF INDS HLDGS INCCommon Stock - Domestic12526910065111,666SH SOLE 11,66600
CGI INCCommon Stock - Foreign US$12532H1041451,716SH SOLE 1,71600
C H ROBINSON WORLDWIDE INCCommon Stock - Domestic12541W2096797,799SH SOLE 7,79900
COMMUNITY HEALTH SYS INC NEW SR SEC GLBL 29Corporate Bond - Domestic12543DBH212,54411,820,000PRN SOLE 11,820,00000
CIGNA CORP NEWCommon Stock - Domestic1255231004,81024,030SH SOLE 24,03000
CIT GROUP INCCommon Stock - Domestic12558180152810,156SH SOLE 10,15600
CIT GROUP INCCorporate Bond - Domestic125581GY85,0194,690,000PRN SOLE 4,690,00000
CMC MATERIALS INCCommon Stock - Domestic12571T1005474,436SH SOLE 4,43600
CME GROUP INCCommon Stock - Domestic12572Q1053,85519,937SH SOLE 19,93700
CMS ENERGY CORPCommon Stock - Domestic1258961003,35556,173SH SOLE 56,17300
CNO FINL GROUP INCCommon Stock - Domestic12621E10332613,851SH SOLE 13,85100
CRH PLCCommon Stock - Foreign US$12626K20368414,626SH SOLE 14,62600
CSC HLDGS LLCCorporate Bond - Domestic126307AH013,40612,500,000PRN SOLE 12,500,00000
CSX CORPCommon Stock - Domestic1264081035,869197,355SH SOLE 197,35500
CTS CORPCommon Stock - Domestic1265011051,62452,554SH SOLE 52,55400
CNX RES CORPCommon Stock - Domestic12653C10830924,511SH SOLE 24,51100
CNX RES CORPCorporate Bond - Domestic12653CAJ75,0614,780,000PRN SOLE 4,780,00000
CVR PARTNERS LP/CVR NITROGEN SR SEC GLBL 28Corporate Bond - Domestic12663QAC911,71311,155,000PRN SOLE 11,155,00000
CVS HEALTH CORPCommon Stock - Domestic1266501006,70378,988SH SOLE 78,98800
CABLE ONE INCCommon Stock - Domestic12685J1051,220673SH SOLE 67300
CABLE ONE INCCorporate Bond - Domestic12685JAC94,9434,955,000PRN SOLE 4,955,00000
CABOT CORPCommon Stock - Domestic1270551012935,836SH SOLE 5,83600
COTERRA ENERGY INCCommon Stock - Domestic12709710356726,045SH SOLE 26,04500
CACI INTL INCCommon Stock - Domestic1271903043,62613,833SH SOLE 13,83300
CADENCE DESIGN SYSTEM INCCommon Stock - Domestic1273871083,55523,476SH SOLE 23,47600
CAESARS ENTERTAINMENT INC NEW COMCommon Stock - Domestic12769G1001,29011,491SH SOLE 11,49100
CALERES INC COMCommon Stock - Domestic1295001043,463155,871SH SOLE 155,87100
CALIFORNIA RES CORPCorporate Bond - Domestic13057QAH012,64211,965,000PRN SOLE 11,965,00000
CALLAWAY GOLF COCommon Stock - Domestic13119310432911,907SH SOLE 11,90700
CAMDEN PPTY TRREIT - Domestic1331311021,99513,529SH SOLE 13,52900
CAMPBELL SOUP COCommon Stock - Domestic1344291091,77542,450SH SOLE 42,45000
CANADIAN IMP BK COMMCommon Stock - Foreign US$1360691014033,624SH SOLE 3,62400
CANADIAN NATL RY COCommon Stock - Foreign US$1363751025534,780SH SOLE 4,78000
CANADIAN NAT RES LTDCommon Stock - Foreign US$1363851013519,600SH SOLE 9,60000
CANADIAN PAC RY LTDCommon Stock - Foreign US$13645T1003405,232SH SOLE 5,23200
CANON INCCommon Stock - Foreign US$1380063092048,381SH SOLE 8,38100
CAPITAL ONE FINL CORPCommon Stock - Domestic14040H1054,81129,704SH SOLE 29,70400
CARDINAL HEALTH INCCommon Stock - Domestic14149Y10810,804218,448SH SOLE 218,44800
CARGO AIRCRAFT MGMT INCCorporate Bond - Domestic14180LAA412,58312,155,000PRN SOLE 12,155,00000
CARLISLE COS INCCommon Stock - Domestic1423391001,4197,137SH SOLE 7,13700
CARMAX INCCommon Stock - Domestic1431301021,1098,665SH SOLE 8,66500
CARNIVAL CORPCommon Stock - Foreign US$14365830095638,210SH SOLE 38,21000
CARRIER GLOBAL CORPORATIONCommon Stock - Domestic14448C1042,40346,430SH SOLE 46,43000
CARTERS INCCommon Stock - Domestic1462291092,17122,331SH SOLE 22,33100
CASEYS GEN STORES INCCommon Stock - Domestic1475281037163,802SH SOLE 3,80200
CATALENT INCCommon Stock - Domestic1488061021,83413,783SH SOLE 13,78300
CATERPILLAR INCCommon Stock - Domestic1491231015,83030,368SH SOLE 30,36800
CATHAY GEN BANCORPCommon Stock - Domestic1491501043187,695SH SOLE 7,69500
CATO CORP NEWCommon Stock - Domestic1492051061,999120,888SH SOLE 120,88800
CELANESE CORP DELCommon Stock - Domestic1508701031,0206,771SH SOLE 6,77100
CEMEX SAB DE CVCommon Stock - Foreign US$15129088911916,556SH SOLE 16,55600
CENTENE CORP DELCommon Stock - Domestic15135B1012,60241,757SH SOLE 41,75700
CENTERPOINT ENERGY INCCommon Stock - Domestic15189T10770728,734SH SOLE 28,73400
CENTRAL GARDEN & PET COCommon Stock - Domestic1535271066,865143,030SH SOLE 143,03000
CENTRAL GARDEN & PET COCorporate Bond - Domestic153527AN64,9914,875,000PRN SOLE 4,875,00000
CENTURY CMNTYS INCCommon Stock - Domestic1565043005,45388,746SH SOLE 88,74600
LUMEN TECHNOLOGIES INCCorporate Bond - Domestic156700AZ912,46111,445,000PRN SOLE 11,445,00000
CERENCE INCCommon Stock - Domestic1567271094614,801SH SOLE 4,80100
CERIDIAN HCM HLDG INCCommon Stock - Domestic15677J1081,35212,007SH SOLE 12,00700
CERNER CORPCommon Stock - Domestic1567821044,75467,416SH SOLE 67,41600
CHAMPIONX CORPORATIONCommon Stock - Domestic15872M10442919,175SH SOLE 19,17500
CHARLES RIV LABS INTL INCCommon Stock - Domestic1598641071,7074,136SH SOLE 4,13600
CHARTER COMMUNICATIONS INC NEW CL ACommon Stock - Domestic16119P1088,95312,306SH SOLE 12,30600
CHEMED CORP NEWCommon Stock - Domestic16359R1038331,791SH SOLE 1,79100
CHEMOURS COCommon Stock - Domestic1638511083,610124,241SH SOLE 124,24100
CHEMOURS COCorporate Bond - Domestic163851AE812,42111,505,000PRN SOLE 11,505,00000
CHENIERE ENERGY INCCommon Stock - Domestic16411R2081,07110,966SH SOLE 10,96600
CHENIERE ENERGY INCCorporate Bond - Domestic16411RAK54,9984,740,000PRN SOLE 4,740,00000
CHESAPEAKE ENERGY CORPCorporate Bond - Domestic165167DG95,0504,725,000PRN SOLE 4,725,00000
CHEVRON CORP NEWCommon Stock - Domestic16676410012,302121,258SH SOLE 121,25800
CHICOS FAS INCCommon Stock - Domestic1686151025,6971,268,765SH SOLE 1,268,76500
CHINDATA GROUP HLDGS LTDCommon Stock - Foreign US$16955F1079,4111,118,982SH SOLE 1,118,98200
CHIPOTLE MEXICAN GRILL INCCommon Stock - Domestic1696561052,7151,494SH SOLE 1,49400
CHOICE HOTELS INTL INCCommon Stock - Domestic1699051065544,380SH SOLE 4,38000
CHURCH & DWIGHT INCCommon Stock - Domestic1713401024,78357,924SH SOLE 57,92400
CHURCHILL DOWNS INCCommon Stock - Domestic1714841081,1874,943SH SOLE 4,94300
CIENA CORPCommon Stock - Domestic17177930991817,880SH SOLE 17,88000
CIMAREX ENERGY COCommon Stock - Domestic1717981015,69265,275SH SOLE 65,27500
CINCINNATI FINL CORPCommon Stock - Domestic1720621019758,535SH SOLE 8,53500
CIRRUS LOGIC INCCommon Stock - Domestic1727551001,93323,469SH SOLE 23,46900
CISCO SYS INCCommon Stock - Domestic17275R10224,112442,992SH SOLE 442,99200
CINTAS CORPCommon Stock - Domestic1729081053,3198,719SH SOLE 8,71900
CITIGROUP INCCommon Stock - Domestic1729674247,989113,834SH SOLE 113,83400
CITIZENS FINL GROUP INCCommon Stock - Domestic1746101051,29527,573SH SOLE 27,57300
CITRIX SYS INCCommon Stock - Domestic1773761008898,277SH SOLE 8,27700
CLEAN HARBORS INC COMCommon Stock - Domestic1844961075395,189SH SOLE 5,18900
CLEAR CHANNEL OUTDOOR HLDGS IN COMCommon Stock - Domestic18453H10612,6074,652,021SH SOLE 4,652,02100
CLEAR CHANNEL OUTDOOR HLDGS IN SR SEC GLBL 27Corporate Bond - Domestic18453HAA412,66212,220,000PRN SOLE 12,220,00000
CLEARWATER PAPER CORPCommon Stock - Domestic18538R1033,05079,579SH SOLE 79,57900
CLEVELAND-CLIFFS INC NEWCommon Stock - Domestic1858991011,55478,452SH SOLE 78,45200
CLEVELAND-CLIFFS INC NEWCorporate Bond - Domestic185899AK74,9174,800,000PRN SOLE 4,800,00000
CLOROX CO DELCommon Stock - Domestic1890541092,54315,355SH SOLE 15,35500
CLOUDERA INCCommon Stock - Domestic18914U100744,659SH SOLE 4,65900
COCA COLA COCommon Stock - Domestic19121610016,913322,339SH SOLE 322,33900
COCA-COLA FEMSA SAB DE CVCommon Stock - Foreign US$191241108831,474SH SOLE 1,47400
COGENT COMMUNICATIONS HOLDINCommon Stock - Domestic19239V30227,036381,652SH SOLE 381,65200
COGNEX CORPCommon Stock - Domestic1924221031,98724,775SH SOLE 24,77500
COGNIZANT TECHNOLOGY SOLUTIONS CL ACommon Stock - Domestic1924461023,52547,498SH SOLE 47,49800
COHERENT INCCommon Stock - Domestic1924791038693,473SH SOLE 3,47300
COLFAX CORPCommon Stock - Domestic19401410658812,812SH SOLE 12,81200
COLGATE PALMOLIVE COCommon Stock - Domestic1941621037,603100,593SH SOLE 100,59300
COLLEGIUM PHARMACEUTICAL INC COMCommon Stock - Domestic19459J1042,099106,334SH SOLE 106,33400
COLUMBIA SPORTSWEAR COCommon Stock - Domestic1985161063023,150SH SOLE 3,15000
COMCAST CORP NEWCommon Stock - Domestic20030N10121,363381,957SH SOLE 381,95700
COMERICA INCCommon Stock - Domestic20034010783910,418SH SOLE 10,41800
COMMERCE BANCSHARES INCCommon Stock - Domestic20052510375510,837SH SOLE 10,83700
COMMERCIAL METALS COCommon Stock - Domestic20172310337612,351SH SOLE 12,35100
COMMSCOPE INCCorporate Bond - Domestic203372AX512,55612,525,000PRN SOLE 12,525,00000
COMMSCOPE HLDG CO INCCommon Stock - Domestic20337X109674,936SH SOLE 4,93600
COMMVAULT SYS INCCommon Stock - Domestic2041661025807,705SH SOLE 7,70500
CIA ENERGETICA DE MINAS GERAIS SP ADR N-V PFDPreferred Stock - Foreign US$2044096019236,448SH SOLE 36,44800
COMPANHIA SIDERURGICA NACIONAL SPONSORED ADRCommon Stock - Foreign US$20440W1059317,622SH SOLE 17,62200
COMPANHIA PARANAENSE ENERG COP SPON ADSPreferred Stock - Foreign US$20441B605527,920SH SOLE 7,92000
COMPASS MINERALS INTL INCCommon Stock - Domestic20451N1013255,053SH SOLE 5,05300
COMPASS GROUP DIVERSIFIED HLDG SR GLBL 144A 29Corporate Bond - Domestic20451RAB811,74811,215,000PRN SOLE 11,215,00000
COMPUTER PROGRAMS & SYS INCCommon Stock - Domestic2053061031,00928,445SH SOLE 28,44500
CONAGRA BRANDS INCCommon Stock - Domestic2058871024,474132,092SH SOLE 132,09200
CONCENTRIX CORPCommon Stock - Domestic20602D1017584,282SH SOLE 4,28200
CONNS INCCommon Stock - Domestic2082421076,882301,431SH SOLE 301,43100
CONOCOPHILLIPSCommon Stock - Domestic20825C1045,72484,457SH SOLE 84,45700
CONSOL ENERGY INC NEWCommon Stock - Domestic20854L1082,914111,976SH SOLE 111,97600
CONSOLIDATED COMMUNICATIONSCorporate Bond - Domestic20903XAF012,32711,335,000PRN SOLE 11,335,00000
CONSOLIDATED EDISON INCCommon Stock - Domestic2091151043,69050,835SH SOLE 50,83500
CONSTELLATION BRANDS INCCommon Stock - Domestic21036P1083,09914,707SH SOLE 14,70700
CONTINENTAL RES INCCorporate Bond - Domestic212015AQ44,9564,420,000PRN SOLE 4,420,00000
COOPER COS INCCommon Stock - Domestic2166484024,0249,735SH SOLE 9,73500
COPART INCCommon Stock - Domestic2172041062,66419,203SH SOLE 19,20300
CORESITE RLTY CORPREIT - Domestic21870Q10558,769424,205SH SOLE 424,20500
CORNING INCCommon Stock - Domestic2193501051,45739,936SH SOLE 39,93600
CORPORATE OFFICE PPTYS TRREIT - Domestic22002T10831111,543SH SOLE 11,54300
CORTEVA INCCommon Stock - Domestic22052L1041,62938,720SH SOLE 38,72000
COSTCO WHSL CORP NEWCommon Stock - Domestic22160K10523,83453,042SH SOLE 53,04200
COTY INCCommon Stock - Domestic22207020332040,651SH SOLE 40,65100
COTY INCCorporate Bond - Domestic222070AE413,29112,995,000PRN SOLE 12,995,00000
COUPA SOFTWARE INCCommon Stock - Domestic22266L106136622SH SOLE 62200
COUPANG INCCommon Stock - Domestic22266T10927964SH SOLE 96400
COUSINS PPTYS INCREIT - Domestic22279550263417,010SH SOLE 17,01000
CRACKER BARREL OLD CTRY STORE COMCommon Stock - Domestic22410J1063412,441SH SOLE 2,44100
CRANE COCommon Stock - Domestic2243991052,43625,694SH SOLE 25,69400
CREE INCCommon Stock - Domestic2254471011,37417,015SH SOLE 17,01500
CRESTWOOD EQUITY PARTNERS LP UNIT LTD PARTNERCommon Stock - Partnership Domestic2263442081073,775SH SOLE 3,77500
CROCS INCCommon Stock - Domestic2270461091,59511,115SH SOLE 11,11500
CROWDSTRIKE HLDGS INCCommon Stock - Domestic22788C1051,1524,686SH SOLE 4,68600
CROWN CASTLE INTL CORP NEWREIT - Domestic22822V101224,2141,293,643SH SOLE 1,293,64300
CUBESMARTREIT - Domestic229663109581,194SH SOLE 1,19400
CULLEN FROST BANKERS INCCommon Stock - Domestic2298991096865,787SH SOLE 5,78700
CUMMINS INCCommon Stock - Domestic23102110614,50864,606SH SOLE 64,60600
CURTISS WRIGHT CORPCommon Stock - Domestic2315611015314,212SH SOLE 4,21200
CYRUSONE INCREIT - Domestic23283R10074,896967,520SH SOLE 967,52000
CYXTERA TECHNOLOGIES INCCommon Stock - Domestic23284C1024,151448,760SH SOLE 448,76000
DCP MIDSTREAM OPERATING PLCorporate Bond - Domestic23311VAG25,0394,555,000PRN SOLE 4,555,00000
D R HORTON INCCommon Stock - Domestic23331A1091,44617,216SH SOLE 17,21600
DTE ENERGY COCommon Stock - Domestic2333311073,33029,810SH SOLE 29,81000
DXP ENTERPRISES INCCommon Stock - Domestic2333774072,55086,223SH SOLE 86,22300
DT MIDSTREAM INCCommon Stock - Domestic23345M1074439,580SH SOLE 9,58000
DXC TECHNOLOGY COCommon Stock - Domestic23355L10646213,755SH SOLE 13,75500
DAKTRONICS INCCommon Stock - Domestic2342641091,019187,669SH SOLE 187,66900
DANA INCCommon Stock - Domestic23582520533114,877SH SOLE 14,87700
DANAHER CORPORATIONCommon Stock - Domestic23585110211,02236,205SH SOLE 36,20500
DARDEN RESTAURANTS INCCommon Stock - Domestic2371941051,1217,400SH SOLE 7,40000
DARLING INGREDIENTS INCCommon Stock - Domestic2372661011,73224,083SH SOLE 24,08300
DATADOG INCCommon Stock - Domestic23804L1032121,501SH SOLE 1,50100
DAVITA INCCommon Stock - Domestic23918K1081,19110,243SH SOLE 10,24300
DECKERS OUTDOOR CORPCommon Stock - Domestic2435371071,4293,967SH SOLE 3,96700
DEERE & COCommon Stock - Domestic2441991055,24815,661SH SOLE 15,66100
DELL TECHNOLOGIES INCCommon Stock - Domestic24703L20217,543168,622SH SOLE 168,62200
DELTA AIR LINES INC DELCommon Stock - Domestic2473617021,57436,942SH SOLE 36,94200
DENTSPLY SIRONA INCCommon Stock - Domestic24906P1091,34123,103SH SOLE 23,10300
DEVON ENERGY CORP NEWCommon Stock - Domestic25179M1031,47741,601SH SOLE 41,60100
DEXCOM INCCommon Stock - Domestic2521311075,0859,299SH SOLE 9,29900
DIAGEO PLCCommon Stock - Foreign US$25243Q2059014,669SH SOLE 4,66900
DIAMONDBACK ENERGY INCCommon Stock - Domestic25278X10999010,459SH SOLE 10,45900
DICKS SPORTING GOODS INCCommon Stock - Domestic2533931026,89057,529SH SOLE 57,52900
DIGI INTL INCCommon Stock - Domestic2537981021,09952,307SH SOLE 52,30700
DIGITAL RLTY TR INCREIT - Domestic25386810367,191465,149SH SOLE 465,14900
DIGITAL TURBINE INCCommon Stock - Domestic25400W1025958,649SH SOLE 8,64900
DIGITALBRIDGE GROUP INCREIT - Domestic25401T10828,7194,762,632SH SOLE 4,762,63200
DISNEY WALT COCommon Stock - Domestic25468710615,98894,507SH SOLE 94,50700
DISCOVER FINL SVCSCommon Stock - Domestic2547091082,44019,861SH SOLE 19,86100
DISCOVERY INCCommon Stock - Domestic25470F1049,784385,520SH SOLE 385,52000
DISCOVERY INCCommon Stock - Domestic25470F30236615,067SH SOLE 15,06700
DISH NETWORK CORPORATIONCommon Stock - Domestic25470M10965415,046SH SOLE 15,04600
DISH DBS CORPORATIONCorporate Bond - Domestic25470XAW512,38011,500,000PRN SOLE 11,500,00000
DIVERSIFIED HEALTHCARE TRCorporate Bond - Domestic25525PAB37,9668,225,000PRN SOLE 8,225,00000
DOCUSIGN INCCommon Stock - Domestic2561631061,7636,847SH SOLE 6,84700
DOLLAR GEN CORP NEWCommon Stock - Domestic2566771054,77422,502SH SOLE 22,50200
DOLLAR TREE INCCommon Stock - Domestic2567461081,90019,846SH SOLE 19,84600
DOMINION ENERGY INCCommon Stock - Domestic25746U1095,64477,293SH SOLE 77,29300
DOMINOS PIZZA INCCommon Stock - Domestic25754A2011,0212,141SH SOLE 2,14100
DONALDSON INCCommon Stock - Domestic25765110976613,336SH SOLE 13,33600
DOUGLAS EMMETT INCREIT - Domestic25960P10953616,965SH SOLE 16,96500
DOVER CORPCommon Stock - Domestic2600031083,31121,291SH SOLE 21,29100
DOW INCCommon Stock - Domestic2605571033,92968,256SH SOLE 68,25600
DROPBOX INCCommon Stock - Domestic26210C1041033,539SH SOLE 3,53900
DUKE REALTY CORPREIT - Domestic26441150541,658870,233SH SOLE 870,23300
DUKE ENERGY CORP NEWCommon Stock - Domestic26441C2046,27364,278SH SOLE 64,27800
DUPONT DE NEMOURS INCCommon Stock - Domestic26614N1021,90628,029SH SOLE 28,02900
DYCOM INDS INCCommon Stock - Domestic2674751012253,160SH SOLE 3,16000
DYCOM INDS INCCorporate Bond - Domestic267475AD312,23712,150,000PRN SOLE 12,150,00000
DYNATRACE INCCommon Stock - Domestic26815010962870SH SOLE 87000
ENI S P ACommon Stock - Foreign US$26874R10826810,037SH SOLE 10,03700
EOG RES INCCommon Stock - Domestic26875P1012,99637,327SH SOLE 37,32700
EQT CORPCommon Stock - Domestic26884L10958728,675SH SOLE 28,67500
EQT CORPCorporate Bond - Domestic26884LAH25,0304,390,000PRN SOLE 4,390,00000
EPR PPTYSREIT - Domestic26884U1093807,696SH SOLE 7,69600
EQUITRANS MIDSTREAM CORPCorporate Bond - Domestic26885BAF712,61011,490,000PRN SOLE 11,490,00000
EAGLE MATLS INCCommon Stock - Domestic26969P1083,31925,305SH SOLE 25,30500
EAST WEST BANCORP INCCommon Stock - Domestic27579R1041,44518,638SH SOLE 18,63800
EASTGROUP PPTYS INCREIT - Domestic27727610112,49474,980SH SOLE 74,98000
EASTMAN CHEM COCommon Stock - Domestic2774321007467,405SH SOLE 7,40500
EBAY INC.Common Stock - Domestic2786421034,58765,842SH SOLE 65,84200
ECOLAB INCCommon Stock - Domestic2788651002,83813,603SH SOLE 13,60300
EDISON INTLCommon Stock - Domestic2810201071,15320,792SH SOLE 20,79200
EDWARDS LIFESCIENCES CORPCommon Stock - Domestic28176E1084,38238,710SH SOLE 38,71000
ELECTRONIC ARTS INCCommon Stock - Domestic2855121093,41824,031SH SOLE 24,03100
ELEMENT SOLUTIONS INCCorporate Bond - Domestic28618MAA44,9964,940,000PRN SOLE 4,940,00000
EMCOR GROUP INCCommon Stock - Domestic29084Q1008297,182SH SOLE 7,18200
EMERGENT BIOSOLUTIONS INCCommon Stock - Domestic29089Q1052615,210SH SOLE 5,21000
EMERSON ELEC COCommon Stock - Domestic2910111043,13533,276SH SOLE 33,27600
ENBRIDGE INCCommon Stock - Foreign US$29250N10563215,889SH SOLE 15,88900
ENCOMPASS HEALTH CORPCommon Stock - Domestic29261A10076610,207SH SOLE 10,20700
ENERGIZER HLDGS INC NEWCommon Stock - Domestic29272W1092376,074SH SOLE 6,07400
ENERGIZER HLDGS INCCorporate Bond - Domestic29272WAD112,34212,420,000PRN SOLE 12,420,00000
ENERGY TRANSFER L PCommon Stock - Partnership Domestic29273V1001,013105,739SH SOLE 105,73900
ENERSYSCommon Stock - Domestic29275Y1023274,388SH SOLE 4,38800
ENLINK MIDSTREAM LLCCommon Stock - Partnership Domestic29336T10060788,956SH SOLE 88,95600
ENPHASE ENERGY INCCommon Stock - Domestic29355A1071,0066,706SH SOLE 6,70600
ENTERGY CORP NEWCommon Stock - Domestic29364G1033,05230,737SH SOLE 30,73700
ENTERPRISE PRODS PARTNERS L P COMCommon Stock - Partnership Domestic2937921071,67577,394SH SOLE 77,39400
ENVESTNET INCCommon Stock - Domestic29404K1064475,568SH SOLE 5,56800
ENVISTA HOLDINGS CORPORATION COMCommon Stock - Domestic29415F10492222,049SH SOLE 22,04900
EQUIFAX INCCommon Stock - Domestic2944291051,7676,974SH SOLE 6,97400
EQUINIX INCREIT - Domestic29444U700233,137295,062SH SOLE 295,06200
EQUINOR ASACommon Stock - Foreign US$29446M1022309,026SH SOLE 9,02600
EQUITABLE HLDGS INC COMCommon Stock - Domestic29452E101612,061SH SOLE 2,06100
EQUITRANS MIDSTREAM CORPCommon Stock - Domestic2946001011,196117,995SH SOLE 117,99500
EQUITY RESIDENTIALREIT - Domestic29476L1071,81422,417SH SOLE 22,41700
ERICSSONCommon Stock - Foreign US$29482160823921,332SH SOLE 21,33200
ESSENTIAL UTILS INCCommon Stock - Domestic29670G1021,05822,964SH SOLE 22,96400
ESSEX PPTY TR INCREIT - Domestic2971781051,3234,139SH SOLE 4,13900
ETHAN ALLEN INTERIORS INCCommon Stock - Domestic2976021043,099130,765SH SOLE 130,76500
ETSY INCCommon Stock - Domestic29786A1061,7858,583SH SOLE 8,58300
EVERCORE INCCommon Stock - Domestic29977A1058486,344SH SOLE 6,34400
SPY 12/17/2021 5.51 CFlex OptionC000055102,95470SHCallSOLE 7000
SPY 12/17/2021 5.55 CFlex OptionC000055504,13598SHCallSOLE 9800
SPY 12/17/2021 5.58 CFlex OptionC000055802,36356SHCallSOLE 5600
SPY 12/17/2021 220.34 PFlex OptionP00220340156SHPutSOLE 5600
SPY 12/17/2021 348.88 PFlex OptionP003488801770SHPutSOLE 7000
SPY 12/17/2021 367.24 PFlex OptionP003672402156SHPutSOLE 5600
SPY 12/17/2021 367.28 PFlex OptionP003672803698SHPutSOLE 9800
SPY 03/31/2022 5.94 CFlex OptionC000059402,18552SHCallSOLE 5200
SPY 03/31/2022 5.98 CFlex OptionC000059808,192195SHCallSOLE 19500
SPY 03/31/2022 6.02 CFlex OptionC000060207,645182SHCallSOLE 18200
SPY 03/31/2022 237.8 PFlex OptionP0023780022182SHPutSOLE 18200
SPY 03/31/2022 376.51 PFlex OptionP003765105852SHPutSOLE 5200
SPY 03/31/2022 396.33 PFlex OptionP00396330285182SHPutSOLE 18200
SPY 03/31/2022 396.37 PFlex OptionP00396370295195SHPutSOLE 19500
SPY 06/30/2022 6.42 CFlex OptionC000064204,01496SHCallSOLE 9600
SPY 06/30/2022 6.46 CFlex OptionC0000646016,555396SHCallSOLE 39600
SPY 06/30/2022 6.51 CFlex OptionC000065106,019144SHCallSOLE 14400
SPY 06/30/2022 256.84 PFlex OptionP0025684044144SHPutSOLE 14400
SPY 06/30/2022 406.66 PFlex OptionP0040666022996SHPutSOLE 9600
SPY 06/30/2022 428.06 PFlex OptionP00428060444144SHPutSOLE 14400
SPY 06/30/2022 428.1 PFlex OptionP004281001,222396SHPutSOLE 39600
EVERGY INCCommon Stock - Domestic30034W10681913,175SH SOLE 13,17500
EVERSOURCE ENERGYCommon Stock - Domestic30040W1083,55343,455SH SOLE 43,45500
EXELON CORPCommon Stock - Domestic30161N1016,246129,201SH SOLE 129,20100
EXELIXIS INCCommon Stock - Domestic30161Q10473734,869SH SOLE 34,86900
EXPEDIA GROUP INCCommon Stock - Domestic30212P30317,455106,499SH SOLE 106,49900
EXPEDITORS INTL WASH INCCommon Stock - Domestic3021301093,55729,856SH SOLE 29,85600
EXTRA SPACE STORAGE INCREIT - Domestic30225T1021,4148,418SH SOLE 8,41800
EXTREME NETWORKS INCCommon Stock - Domestic30226D1062,956300,101SH SOLE 300,10100
EXXON MOBIL CORPCommon Stock - Domestic30231G10215,622265,595SH SOLE 265,59500
FMC CORPCommon Stock - Domestic3024913037578,271SH SOLE 8,27100
F N B CORPCommon Stock - Domestic30252010138433,057SH SOLE 33,05700
FTI CONSULTING INCCommon Stock - Domestic3029411095163,828SH SOLE 3,82800
FACEBOOK INCCommon Stock - Domestic30303M10259,195174,417SH SOLE 174,41700
FACTSET RESH SYS INCCommon Stock - Domestic3030751052,2035,581SH SOLE 5,58100
FAIR ISAAC CORPCommon Stock - Domestic3032501041,6864,238SH SOLE 4,23800
FASTLY INCCommon Stock - Domestic31188V100812,000SH SOLE 2,00000
FASTENAL COCommon Stock - Domestic3119001042,74453,164SH SOLE 53,16400
FEDERAL RLTY INVT TRREIT - Domestic3137472065244,442SH SOLE 4,44200
FEDERATED HERMES INCCommon Stock - Domestic3142111033149,649SH SOLE 9,64900
FEDEX CORPCommon Stock - Domestic31428X1062,97113,549SH SOLE 13,54900
F5 NETWORKS INCCommon Stock - Domestic3156161026763,403SH SOLE 3,40300
FIDELITY NATL INFORMATION SVCS COMCommon Stock - Domestic31620M1063,99332,815SH SOLE 32,81500
FIFTH THIRD BANCORPCommon Stock - Domestic3167731001,75041,244SH SOLE 41,24400
FIRST AMERN FINL CORPCommon Stock - Domestic31847R10275811,304SH SOLE 11,30400
FIRST FINL BANKSHARES INCCommon Stock - Domestic32020R10958212,671SH SOLE 12,67100
FIRST HORIZON CORPORATIONCommon Stock - Domestic32051710599561,106SH SOLE 61,10600
FIRST INDL RLTY TR INCREIT - Domestic32054K10312,376237,643SH SOLE 237,64300
FIRST REP BK SAN FRANCISCO CAL COMCommon Stock - Domestic33616C1001,8319,495SH SOLE 9,49500
FIRST SOLAR INCCommon Stock - Domestic3364331079339,775SH SOLE 9,77500
FIRSTCASH INCCommon Stock - Domestic33767D1053694,222SH SOLE 4,22200
FISERV INCCommon Stock - Domestic3377381085,67652,311SH SOLE 52,31100
FIRSTENERGY CORPCommon Stock - Domestic3379321071,08530,450SH SOLE 30,45000
FIVE BELOW INCCommon Stock - Domestic33829M1011,6069,083SH SOLE 9,08300
FLEETCOR TECHNOLOGIES INCCommon Stock - Domestic3390411051,2724,869SH SOLE 4,86900
FLUOR CORP NEWCommon Stock - Domestic34341210220612,883SH SOLE 12,88300
FLOWERS FOODS INCCommon Stock - Domestic34349810147920,250SH SOLE 20,25000
FLOWSERVE CORPCommon Stock - Domestic34354P10546513,400SH SOLE 13,40000
FOOT LOCKER INCCommon Stock - Domestic3448491046,063132,785SH SOLE 132,78500
FORD MTR CO DELCommon Stock - Domestic34537086020,8721,474,044SH SOLE 1,474,04400
FORD MTR CO DELCorporate Bond - Domestic345370CQ16,4966,190,000PRN SOLE 6,190,00000
FORRESTER RESH INCCommon Stock - Domestic3465631092,00440,686SH SOLE 40,68600
FORTIS INCCommon Stock - Foreign US$3495531071673,765SH SOLE 3,76500
FORTINET INCCommon Stock - Domestic34959E1092,4768,477SH SOLE 8,47700
FORTIVE CORPCommon Stock - Domestic34959J1081,50321,291SH SOLE 21,29100
FORTUNE BRANDS HOME & SEC INC COMCommon Stock - Domestic34964C1067198,044SH SOLE 8,04400
FOSSIL GROUP INCCommon Stock - Domestic34988V1063,912330,118SH SOLE 330,11800
FOX CORPCommon Stock - Domestic35137L10512,711316,911SH SOLE 316,91100
FOX CORPCommon Stock - Domestic35137L20462116,722SH SOLE 16,72200
FOX FACTORY HLDG CORPCommon Stock - Domestic35138V1028445,839SH SOLE 5,83900
FRANCO NEV CORPCommon Stock - Foreign US$3518581052011,545SH SOLE 1,54500
FRANKLIN RESOURCES INCCommon Stock - Domestic35461310152417,632SH SOLE 17,63200
FREEPORT-MCMORAN INCCommon Stock - Domestic35671D85717,257530,495SH SOLE 530,49500
FREEPORT MCMORAN INCCorporate Bond - Domestic35671DBL85,0014,620,000PRN SOLE 4,620,00000
FRESENIUS MED CARE AG&CO KGAA SPONSORED ADRCommon Stock - Foreign US$35802910641811,963SH SOLE 11,96300
FULGENT GENETICS INCCommon Stock - Domestic3596641097,97388,642SH SOLE 88,64200
FULTON FINL CORP PACommon Stock - Domestic36027110025516,696SH SOLE 16,69600
GATX CORPCommon Stock - Domestic3614481033243,622SH SOLE 3,62200
GEO GROUP INC NEWREIT - Domestic36162J1066,011804,676SH SOLE 804,67600
GDS HLDGS LTDCommon Stock - Foreign US$36165L10858,5181,033,701SH SOLE 1,033,70100
G III APPAREL GROUP LTDCommon Stock - Domestic36237H1015,280186,576SH SOLE 186,57600
GXO LOGISTICS INCORPORATEDCommon Stock - Domestic36262G1017659,750SH SOLE 9,75000
GALAPAGOS NVCommon Stock - Foreign US$36315X10122420SH SOLE 42000
GALLAGHER ARTHUR J & COCommon Stock - Domestic3635761094,25628,632SH SOLE 28,63200
GAMESTOP CORP NEWCommon Stock - Domestic36467W1091,5879,047SH SOLE 9,04700
GAP INCCommon Stock - Domestic36476010832014,112SH SOLE 14,11200
GAP INCCorporate Bond - Domestic364760AN812,53010,755,000PRN SOLE 10,755,00000
GARTNER INCCommon Stock - Domestic3666511071,4214,677SH SOLE 4,67700
GENERAC HLDGS INCCommon Stock - Domestic3687361041,5873,883SH SOLE 3,88300
GENERAL DYNAMICS CORPCommon Stock - Domestic3695501084,81024,535SH SOLE 24,53500
GENERAL ELECTRIC COCommon Stock - Domestic3696043016,28761,022SH SOLE 61,02200
GENERAL MLS INCCommon Stock - Domestic3703341046,932115,887SH SOLE 115,88700
GENERAL MTRS COCommon Stock - Domestic37045V1003,95675,054SH SOLE 75,05400
GENESCO INCCommon Stock - Domestic3715321024,10471,085SH SOLE 71,08500
GENTEX CORPCommon Stock - Domestic3719011093,357101,778SH SOLE 101,77800
GENESIS ENERGY L PCommon Stock - Partnership Domestic371927104808,001SH SOLE 8,00100
GENMAB A/SCommon Stock - Foreign US$3723032062305,266SH SOLE 5,26600
GENUINE PARTS COCommon Stock - Domestic3724601058,91873,563SH SOLE 73,56300
GERDAU SAPreferred Stock - Foreign US$3737371056212,619SH SOLE 12,61900
GILEAD SCIENCES INCCommon Stock - Domestic37555810329,302419,503SH SOLE 419,50300
GLACIER BANCORP INC NEWCommon Stock - Domestic37637Q1055439,815SH SOLE 9,81500
GLAXOSMITHKLINE PLCCommon Stock - Foreign US$37733W1053,62394,820SH SOLE 94,82000
GLOBAL PMTS INCCommon Stock - Domestic37940X1022,42215,370SH SOLE 15,37000
GLOBUS MED INCCommon Stock - Domestic37957720876810,028SH SOLE 10,02800
GLOBE LIFE INCCommon Stock - Domestic37959E1024655,223SH SOLE 5,22300
GODADDY INCCommon Stock - Domestic3802371071171,684SH SOLE 1,68400
GOLDMAN SACHS GROUP INCCommon Stock - Domestic38141G1047,09118,758SH SOLE 18,75800
GOODYEAR TIRE & RUBR COCommon Stock - Domestic38255010150628,584SH SOLE 28,58400
GOODYEAR TIRE & RUBR COCorporate Bond - Domestic382550BG512,52311,595,000PRN SOLE 11,595,00000
GRACO INCCommon Stock - Domestic3841091041,93227,618SH SOLE 27,61800
GRAHAM HLDGS COCommon Stock - Domestic384637104316536SH SOLE 53600
GRAINGER W W INCCommon Stock - Domestic3848021049642,452SH SOLE 2,45200
GRAND CANYON ED INCCommon Stock - Domestic38526M1064254,832SH SOLE 4,83200
GREIF INCCommon Stock - Domestic3976241071762,726SH SOLE 2,72600
GROCERY OUTLET HLDG CORPCommon Stock - Domestic39874R1011928,923SH SOLE 8,92300
GROUP 1 AUTOMOTIVE INCCommon Stock - Domestic39890510910,32054,929SH SOLE 54,92900
GUESS INCCommon Stock - Domestic4016171053,550168,967SH SOLE 168,96700
H & E EQUIPMENT SERVICES INC SR GLBL 144A 28Corporate Bond - Domestic404030AJ74,9945,000,000PRN SOLE 5,000,00000
HCA HEALTHCARE INCCommon Stock - Domestic40412C1013,99016,437SH SOLE 16,43700
HNI CORPCommon Stock - Domestic4042511003,60298,094SH SOLE 98,09400
HSBC HLDGS PLCCommon Stock - Foreign US$40428040684932,462SH SOLE 32,46200
HP INCCommon Stock - Domestic40434L10516,790613,659SH SOLE 613,65900
HAEMONETICS CORP MASSCommon Stock - Domestic4050241003705,236SH SOLE 5,23600
HAIN CELESTIAL GROUP INCCommon Stock - Domestic4052171003618,428SH SOLE 8,42800
HALLIBURTON COCommon Stock - Domestic4062161011,30660,389SH SOLE 60,38900
HALOZYME THERAPEUTICS INCCommon Stock - Domestic40637H10979519,552SH SOLE 19,55200
HANCOCK WHITNEY CORPORATIONCommon Stock - Domestic41012010955011,664SH SOLE 11,66400
HANESBRANDS INCCommon Stock - Domestic41034510233819,669SH SOLE 19,66900
HANOVER INS GROUP INCCommon Stock - Domestic4108671054853,742SH SOLE 3,74200
HARLEY DAVIDSON INCCommon Stock - Domestic4128221085,714156,069SH SOLE 156,06900
HARTFORD FINL SVCS GROUP INC COMCommon Stock - Domestic4165151041,37419,554SH SOLE 19,55400
HASBRO INCCommon Stock - Domestic4180561075,80165,022SH SOLE 65,02200
HAVERTY FURNITURE COS INCCommon Stock - Domestic4195961012,87985,396SH SOLE 85,39600
HAWAIIAN ELEC INDUSTRIESCommon Stock - Domestic41987010045811,226SH SOLE 11,22600
HAYNES INTERNATIONAL INCCommon Stock - Domestic4208772011,02227,432SH SOLE 27,43200
HEALTHCARE SVCS GROUP INCCommon Stock - Domestic4219061082,872114,936SH SOLE 114,93600
HEALTHCARE RLTY TRREIT - Domestic42194610442814,368SH SOLE 14,36800
HEALTHEQUITY INCCommon Stock - Domestic42226A10775011,574SH SOLE 11,57400
HEALTHPEAK PROPERTIES INC.REIT - Domestic42250P1031,14234,097SH SOLE 34,09700
HEIDRICK & STRUGGLES INTL INC COMCommon Stock - Domestic4228191021,98944,559SH SOLE 44,55900
HENRY JACK & ASSOC INCCommon Stock - Domestic4262811017644,655SH SOLE 4,65500
HERSHEY COCommon Stock - Domestic4278661085,67833,548SH SOLE 33,54800
HESS CORPCommon Stock - Domestic42809H1071,36417,466SH SOLE 17,46600
HESS MIDSTREAM LPCommon Stock - Partnership Domestic42810310554519,330SH SOLE 19,33000
HEWLETT PACKARD ENTERPRISE CO COMCommon Stock - Domestic42824C1091,00770,689SH SOLE 70,68900
HEXCEL CORP NEWCommon Stock - Domestic4282911085118,601SH SOLE 8,60100
HIGHWOODS PPTYS INCREIT - Domestic43128410846910,692SH SOLE 10,69200
HILCORP ENERGY I L P / HILCORP SR GLBL 144A 29Corporate Bond - Domestic431318AU86,5176,335,000PRN SOLE 6,335,00000
HILL-ROM HLDGS INCCommon Stock - Domestic4314751021,0246,824SH SOLE 6,82400
HILLENBRAND INCCommon Stock - Domestic4315711088,723204,519SH SOLE 204,51900
HILTON DOMESTIC OPER CO INCCorporate Bond - Domestic432833AJ04,9604,905,000PRN SOLE 4,905,00000
HILTON WORLDWIDE HLDGS INCCommon Stock - Domestic43300A2031,91014,461SH SOLE 14,46100
HOLLY ENERGY PARTNERS L PCommon Stock - Partnership Domestic435763107633,444SH SOLE 3,44400
HOLLYFRONTIER CORPCommon Stock - Domestic43610610850815,322SH SOLE 15,32200
HOLOGIC INCCommon Stock - Domestic43644010111,436154,936SH SOLE 154,93600
HOME BANCSHARES INCCommon Stock - Domestic43689320036815,623SH SOLE 15,62300
HOME DEPOT INCCommon Stock - Domestic43707610220,96463,863SH SOLE 63,86300
HONDA MOTOR LTDCommon Stock - Foreign US$43812830842813,969SH SOLE 13,96900
HONEYWELL INTL INCCommon Stock - Domestic43851610612,81460,365SH SOLE 60,36500
HORMEL FOODS CORPCommon Stock - Domestic4404521004,07199,300SH SOLE 99,30000
SERVICE PPTYS TRCorporate Bond - Domestic44106MAZ513,39213,210,000PRN SOLE 13,210,00000
HOST HOTELS & RESORTS INCREIT - Domestic44107P10476246,651SH SOLE 46,65100
HOWARD HUGHES CORPCorporate Bond - Domestic44267DAE75,0195,000,000PRN SOLE 5,000,00000
HOWMET AEROSPACE INCCommon Stock - Domestic44320110883026,615SH SOLE 26,61500
HOWMET AEROSPACE INCCorporate Bond - Domestic443201AB44,9974,960,000PRN SOLE 4,960,00000
HUBBELL INCCommon Stock - Domestic4435106071,0105,590SH SOLE 5,59000
HUDSON PAC PPTYS INCREIT - Domestic44409710940815,527SH SOLE 15,52700
HUMANA INCCommon Stock - Domestic4448591023,2638,385SH SOLE 8,38500
HUNT J B TRANS SVCS INCCommon Stock - Domestic4456581077774,648SH SOLE 4,64800
HUNTINGTON BANCSHARES INCCommon Stock - Domestic4461501041,45794,237SH SOLE 94,23700
HUNTINGTON INGALLS INDS INCCommon Stock - Domestic4464131063,46517,949SH SOLE 17,94900
IAA INCCommon Stock - Domestic4492531031,01618,625SH SOLE 18,62500
ICU MED INCCommon Stock - Domestic44930G1074732,028SH SOLE 2,02800
IPG PHOTONICS CORPCommon Stock - Domestic44980X1093021,907SH SOLE 1,90700
ISTAR INCCorporate Bond - Domestic45031UCF64,9554,680,000PRN SOLE 4,680,00000
ITT INCCommon Stock - Domestic45073V10897111,312SH SOLE 11,31200
ITT HOLDINGS LLCCorporate Bond - Domestic45074JAA213,32213,190,000PRN SOLE 13,190,00000
ICAHN ENTERPRISES LP/CORPCorporate Bond - Domestic451102BW613,41112,880,000PRN SOLE 12,880,00000
IDACORP INCCommon Stock - Domestic4511071065375,196SH SOLE 5,19600
IDEX CORPCommon Stock - Domestic45167R1042,88513,942SH SOLE 13,94200
IDEXX LABS INCCommon Stock - Domestic45168D1045,5228,880SH SOLE 8,88000
IHEARTCOMMUNICATIONS INCCorporate Bond - Domestic45174HBG112,55112,165,000PRN SOLE 12,165,00000
ILLINOIS TOOL WKS INCCommon Stock - Domestic4523081095,95528,821SH SOLE 28,82100
ILLUMINA INCCommon Stock - Domestic4523271095,76214,206SH SOLE 14,20600
IMPERIAL OIL LTDCommon Stock - Foreign US$453038408591,860SH SOLE 1,86000
INCYTE CORPCommon Stock - Domestic45337C1021,78225,910SH SOLE 25,91000
INDUS REALTY TRUST INCCommon Stock - Domestic45580R1036,78596,797SH SOLE 96,79700
INDUSTRIAL LOGISTICS PPTYS TR COM SHS BEN INTREIT - Domestic45623710611,638458,015SH SOLE 458,01500
ING GROEP N.V.Common Stock - Foreign US$45683710394865,447SH SOLE 65,44700
INGERSOLL RAND INCCommon Stock - Domestic45687V1061,03820,594SH SOLE 20,59400
INGEVITY CORPCommon Stock - Domestic45688C1073374,715SH SOLE 4,71500
INGEVITY CORPCorporate Bond - Domestic45688CAB39,2939,305,000PRN SOLE 9,305,00000
INGREDION INCCommon Stock - Domestic4571871026156,908SH SOLE 6,90800
INSTEEL INDS INCCommon Stock - Domestic45774W1081,33735,131SH SOLE 35,13100
INSPERITY INCCommon Stock - Domestic45778Q1074423,989SH SOLE 3,98900
INNOVIVA INCCommon Stock - Domestic45781M1017,247433,699SH SOLE 433,69900
INNOVATIVE INDL PPTYS INCREIT - Domestic45781V10111,80251,053SH SOLE 51,05300
INTEGRA LIFESCIENCES HLDGS CP COM NEWCommon Stock - Domestic4579852084997,291SH SOLE 7,29100
INTEL CORPCommon Stock - Domestic45814010034,326644,250SH SOLE 644,25000
INTERACTIVE BROKERS GROUP INC COM CL ACommon Stock - Domestic45841N1075188,308SH SOLE 8,30800
INTERCONTINENTAL EXCHANGE INC COMCommon Stock - Domestic45866F1046,06552,822SH SOLE 52,82200
INTERNATIONAL BANCSHARES CORP COMCommon Stock - Domestic4590441032395,738SH SOLE 5,73800
INTERNATIONAL BUSINESS MACHS COMCommon Stock - Domestic45920010125,418182,958SH SOLE 182,95800
INTERNATIONAL FLAVORS&FRAGRANC COMCommon Stock - Domestic4595061011,75013,089SH SOLE 13,08900
INTERNATIONAL PAPER COCommon Stock - Domestic46014610312,096216,310SH SOLE 216,31000
INTERPUBLIC GROUP COS INCCommon Stock - Domestic46069010011,901324,530SH SOLE 324,53000
INTUITCommon Stock - Domestic46120210312,35822,906SH SOLE 22,90600
INTUITIVE SURGICAL INCCommon Stock - Domestic46120E60210,46610,528SH SOLE 10,52800
IQVIA HLDGS INCCommon Stock - Domestic46266C1052,98012,441SH SOLE 12,44100
IRIDIUM COMMUNICATIONS INCCommon Stock - Domestic46269C10268017,060SH SOLE 17,06000
IROBOT CORPCommon Stock - Domestic4627261003,27441,702SH SOLE 41,70200
IRON MTN INC NEWREIT - Domestic46284V10167,4711,552,850SH SOLE 1,552,85000
IRON MTN INC DELCorporate Bond - Domestic46284VAF812,28111,710,000PRN SOLE 11,710,00000
ISHARES INC MSCI STH KOR ETFETF4642867726,95886,266SH SOLE 86,26600
JBG SMITH PPTYSREIT - Domestic46590V10033711,370SH SOLE 11,37000
JPMORGAN CHASE & CO.Common Stock - Domestic46625H10029,255178,725SH SOLE 178,72500
JABIL INCCommon Stock - Domestic46631310386214,771SH SOLE 14,77100
JACK IN THE BOX INC COMCommon Stock - Domestic4663671092482,551SH SOLE 2,55100
JACKSON FINANCIAL INCCommon Stock - Domestic46817M10713490SH SOLE 49000
JACOBS ENGR GROUP INCCommon Stock - Domestic4698141079547,196SH SOLE 7,19600
JD.COM INCCommon Stock - Foreign US$47215P1061,78224,671SH SOLE 24,67100
JEFFERIES FINL GROUP INCCommon Stock - Domestic47233W1091,11730,096SH SOLE 30,09600
JETBLUE AWYS CORPCommon Stock - Domestic47714310177950,954SH SOLE 50,95400
JOHNSON & JOHNSONCommon Stock - Domestic47816010425,865160,155SH SOLE 160,15500
JONES LANG LASALLE INCCommon Stock - Domestic48020Q1071,7477,040SH SOLE 7,04000
J2 GLOBAL INCCommon Stock - Domestic48123V1021,0097,388SH SOLE 7,38800
JUNIPER NETWORKS INCCommon Stock - Domestic48203R10460121,821SH SOLE 21,82100
JUST EAT TAKEAWAY COM N VCommon Stock - Foreign US$48214T3051157,932SH SOLE 7,93200
KAR AUCTION SVCS INCCommon Stock - Domestic48238T10921913,345SH SOLE 13,34500
KBR INCCommon Stock - Domestic48242W10671518,137SH SOLE 18,13700
KLA CORPCommon Stock - Domestic4824801005,00614,966SH SOLE 14,96600
KAISER ALUMINIUM CORPORATION SR GLBL 144A 31Corporate Bond - Domestic483007AL44,9214,795,000PRN SOLE 4,795,00000
KANSAS CITY SOUTHERNCommon Stock - Domestic4851703021,3575,015SH SOLE 5,01500
KB HOMECommon Stock - Domestic48666K1093569,153SH SOLE 9,15300
KELLOGG COCommon Stock - Domestic4878361084,70873,657SH SOLE 73,65700
KELLY SVCS INCCommon Stock - Domestic4881522081,30168,932SH SOLE 68,93200
KEMPER CORPCommon Stock - Domestic4884011004236,326SH SOLE 6,32600
KENNAMETAL INCCommon Stock - Domestic4891701002948,590SH SOLE 8,59000
KENNEDY WILSON INCCorporate Bond - Domestic489399AL95,3135,215,000PRN SOLE 5,215,00000
KEURIG DR PEPPER INCCommon Stock - Domestic49271V1001,58846,473SH SOLE 46,47300
KEYCORPCommon Stock - Domestic4932671081,21055,987SH SOLE 55,98700
KEYSIGHT TECHNOLOGIES INCCommon Stock - Domestic49338L1031,6059,770SH SOLE 9,77000
KILROY RLTY CORPREIT - Domestic49427F10872210,899SH SOLE 10,89900
KIMBERLY-CLARK CORPCommon Stock - Domestic4943681037,53556,895SH SOLE 56,89500
KIMCO RLTY CORPREIT - Domestic49446R10961129,435SH SOLE 29,43500
KINDER MORGAN INC DELCommon Stock - Domestic49456B1015,545331,448SH SOLE 331,44800
KINSALE CAP GROUP INCCommon Stock - Domestic49714P1083562,202SH SOLE 2,20200
KIRBY CORPCommon Stock - Domestic4972661061,60433,436SH SOLE 33,43600
KNIGHT-SWIFT TRANSN HLDGS INC CL ACommon Stock - Domestic49904910491417,871SH SOLE 17,87100
KOHLS CORPCommon Stock - Domestic50025510411,644247,265SH SOLE 247,26500
KONTOOR BRANDS INCCommon Stock - Domestic50050N1035,983119,774SH SOLE 119,77400
KRAFT HEINZ COCommon Stock - Domestic5007541065,265142,983SH SOLE 142,98300
KROGER COCommon Stock - Domestic5010441012,87371,050SH SOLE 71,05000
LHC GROUP INCCommon Stock - Domestic50187A1075103,250SH SOLE 3,25000
LKQ CORPCommon Stock - Domestic5018892087,025139,599SH SOLE 139,59900
LPL HLDGS INCCorporate Bond - Domestic50212YAD65,0184,880,000PRN SOLE 4,880,00000
L3HARRIS TECHNOLOGIES INCCommon Stock - Domestic5024311092,50311,366SH SOLE 11,36600
LVMH MOET HENNESSY LOU VUITTON ADRCommon Stock - Foreign US$5024413063,06521,392SH SOLE 21,39200
LA Z BOY INCCommon Stock - Domestic5053361074,855150,630SH SOLE 150,63000
LABORATORY CORP AMER HLDGSCommon Stock - Domestic50540R40914,98953,260SH SOLE 53,26000
LADDER CAPITAL FIN HLDGS/CORP SR GLBL 144A 27Corporate Bond - Domestic505742AM812,33112,440,000PRN SOLE 12,440,00000
LAM RESEARCH CORPCommon Stock - Domestic5128071087,68413,501SH SOLE 13,50100
LAMAR ADVERTISING CO NEWREIT - Domestic51281610974,344655,304SH SOLE 655,30400
LAMB WESTON HLDGS INCCommon Stock - Domestic5132721041,72428,097SH SOLE 28,09700
LANCASTER COLONY CORPCommon Stock - Domestic5138471033412,018SH SOLE 2,01800
LANDSTAR SYS INCCommon Stock - Domestic5150981016233,946SH SOLE 3,94600
LAS VEGAS SANDS CORPCommon Stock - Domestic51783410762517,084SH SOLE 17,08400
LATTICE SEMICONDUCTOR CORPCommon Stock - Domestic5184151041,28519,883SH SOLE 19,88300
LAUDER ESTEE COS INCCommon Stock - Domestic5184391044,66815,564SH SOLE 15,56400
LD HOLDINGS GROUP LLCCorporate Bond - Domestic521088AA212,18512,230,000PRN SOLE 12,230,00000
LEAR CORPCommon Stock - Domestic5218652045,58935,717SH SOLE 35,71700
LEGGETT & PLATT INCCommon Stock - Domestic5246601073177,069SH SOLE 7,06900
LEIDOS HOLDINGS INCCommon Stock - Domestic5253271027317,601SH SOLE 7,60100
LENDINGTREE INC NEWCommon Stock - Domestic52603B1072121,517SH SOLE 1,51700
LENNAR CORPCommon Stock - Domestic52605710416,044171,261SH SOLE 171,26100
LENNOX INTL INCCommon Stock - Domestic5261071071,3964,747SH SOLE 4,74700
LEVEL 3 FING INCCorporate Bond - Domestic527298BR312,49612,385,000PRN SOLE 12,385,00000
LEVI STRAUSS & CO NEWCorporate Bond - Domestic52736RBJ04,9604,905,000PRN SOLE 4,905,00000
LEXINGTON REALTY TRUSTREIT - Domestic52904310111,839928,523SH SOLE 928,52300
LIFE STORAGE INCREIT - Domestic53223X10727,895243,115SH SOLE 243,11500
LILLY ELI & COCommon Stock - Domestic53245710811,28948,859SH SOLE 48,85900
LINCOLN ELEC HLDGS INCCommon Stock - Domestic5339001061,0658,269SH SOLE 8,26900
LINCOLN NATL CORP INDCommon Stock - Domestic5341871096799,872SH SOLE 9,87200
LITHIA MTRS INCCommon Stock - Domestic5367971031,0473,303SH SOLE 3,30300
LITHIA MTRS INCCorporate Bond - Domestic536797AG84,9784,790,000PRN SOLE 4,790,00000
LITTELFUSE INCCommon Stock - Domestic5370081047132,610SH SOLE 2,61000
LIVE NATION ENTERTAINMENT INC COMCommon Stock - Domestic5380341097528,255SH SOLE 8,25500
LIVE NATION ENTERTAINMENT INC SR SEC GLBL 28Corporate Bond - Domestic538034AX75,0215,045,000PRN SOLE 5,045,00000
LIVERAMP HLDGS INCCommon Stock - Domestic53815P1084429,354SH SOLE 9,35400
LLOYDS BANKING GROUP PLCCommon Stock - Foreign US$539439109346141,281SH SOLE 141,28100
LOCKHEED MARTIN CORPCommon Stock - Domestic5398301099,87228,606SH SOLE 28,60600
LOEWS CORPCommon Stock - Domestic54042410866712,360SH SOLE 12,36000
LOUISIANA PAC CORPCommon Stock - Domestic5463471056,282102,361SH SOLE 102,36100
LOWES COS INCCommon Stock - Domestic5486611077,68737,892SH SOLE 37,89200
LULULEMON ATHLETICA INCCommon Stock - Domestic5500211091,6033,962SH SOLE 3,96200
LUMBER LIQUIDATORS HLDGS INC COMCommon Stock - Domestic55003T1071,884100,869SH SOLE 100,86900
LUMEN TECHNOLOGIES INCCommon Stock - Domestic55024110317,3451,399,957SH SOLE 1,399,95700
LUMENTUM HLDGS INCCommon Stock - Domestic55024U1093,70244,320SH SOLE 44,32000
M & T BK CORPCommon Stock - Domestic55261F1041,1737,853SH SOLE 7,85300
MDU RES GROUP INCCommon Stock - Domestic55269010961220,626SH SOLE 20,62600
MGIC INVT CORP WISCommon Stock - Domestic55284810358138,866SH SOLE 38,86600
MGM RESORTS INTERNATIONALCommon Stock - Domestic5529531011,00123,188SH SOLE 23,18800
MGM RESORTS INTERNATIONALCorporate Bond - Domestic552953CF69,5758,815,000PRN SOLE 8,815,00000
M/I HOMES INCCommon Stock - Domestic55305B1014,78182,716SH SOLE 82,71600
MKS INSTRS INCCommon Stock - Domestic55306N1049526,311SH SOLE 6,31100
MPLX LPCommon Stock - Partnership Domestic55336V10059320,823SH SOLE 20,82300
MSA SAFETY INCCommon Stock - Domestic5534981067254,978SH SOLE 4,97800
MSC INDL DIRECT INCCommon Stock - Domestic5535301063864,814SH SOLE 4,81400
MSCI INCCommon Stock - Domestic55354G1002,7764,564SH SOLE 4,56400
MSCI INCCorporate Bond - Domestic55354GAQ35,9095,835,000PRN SOLE 5,835,00000
MACERICH COREIT - Domestic55438210135221,070SH SOLE 21,07000
MACYS INCCommon Stock - Domestic55616P1049,459418,545SH SOLE 418,54500
MACYS RETAIL HOLDINGS LLCCorporate Bond - Domestic55617LAP711,92710,980,000PRN SOLE 10,980,00000
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LPCommon Stock - Partnership Domestic55908010655912,269SH SOLE 12,26900
MAGIC MERGECO INCCorporate Bond - Domestic55916AAA212,86312,455,000PRN SOLE 12,455,00000
MAGNA INTL INCCommon Stock - Foreign US$5592224013925,205SH SOLE 5,20500
MANHATTAN ASSOCIATES INCCommon Stock - Domestic5627501091,3778,996SH SOLE 8,99600
MANPOWERGROUP INC WISCommon Stock - Domestic56418H1002,87126,519SH SOLE 26,51900
MANULIFE FINL CORPCommon Stock - Foreign US$56501R10630315,748SH SOLE 15,74800
MARATHON OIL CORPCommon Stock - Domestic5658491067,430543,500SH SOLE 543,50000
MARATHON PETE CORPCommon Stock - Domestic56585A1022,56741,528SH SOLE 41,52800
MARINEMAX INCCommon Stock - Domestic5679081087,971164,279SH SOLE 164,27900
MARKETAXESS HLDGS INCCommon Stock - Domestic57060D1081,0142,411SH SOLE 2,41100
MARRIOTT OWNERSHIP RESORTS INC SR GLBL 144A 29Corporate Bond - Domestic57164PAH95,0184,950,000PRN SOLE 4,950,00000
MARRIOTT VACATIONS WORLDWIDE C COMCommon Stock - Domestic57164Y1076674,242SH SOLE 4,24200
MARSH & MCLENNAN COS INCCommon Stock - Domestic5717481027,01246,307SH SOLE 46,30700
MARRIOTT INTL INC NEWCommon Stock - Domestic5719032023,63124,516SH SOLE 24,51600
MARTIN MARIETTA MATLS INCCommon Stock - Domestic5732841061,1123,254SH SOLE 3,25400
MARVELL TECHNOLOGY INCCommon Stock - Domestic5738741041,62326,910SH SOLE 26,91000
MASCO CORPCommon Stock - Domestic57459910679214,261SH SOLE 14,26100
MASIMO CORPCommon Stock - Domestic5747951001,9077,043SH SOLE 7,04300
MASTEC INCCommon Stock - Domestic5763231093,56141,272SH SOLE 41,27200
MASTERCARD INCORPORATEDCommon Stock - Domestic57636Q10418,05851,938SH SOLE 51,93800
MATADOR RES COCorporate Bond - Domestic576485AE612,54612,135,000PRN SOLE 12,135,00000
MATCH GROUP INC NEWCommon Stock - Domestic57667L1073,42221,800SH SOLE 21,80000
MATTEL INCCommon Stock - Domestic57708110299153,392SH SOLE 53,39200
MATTEL INCCorporate Bond - Domestic577081BF84,9734,765,000PRN SOLE 4,765,00000
MAXIMUS INCCommon Stock - Domestic5779331045266,319SH SOLE 6,31900
MCCORMICK & CO INCCommon Stock - Domestic5797802064,68757,847SH SOLE 57,84700
MCDONALDS CORPCommon Stock - Domestic58013510112,55052,051SH SOLE 52,05100
MCKESSON CORPCommon Stock - Domestic58155Q10318,15991,078SH SOLE 91,07800
MEDICAL PPTYS TRUST INCREIT - Domestic58463J3041,19759,642SH SOLE 59,64200
MEDPACE HLDGS INCCommon Stock - Domestic58506Q1095973,152SH SOLE 3,15200
MERCADOLIBRE INCCommon Stock - Domestic58733R1022,6011,549SH SOLE 1,54900
MERCER INTL INCCorporate Bond - Domestic588056BB612,81712,535,000PRN SOLE 12,535,00000
MERCK & CO INCCommon Stock - Domestic58933Y10513,564180,592SH SOLE 180,59200
MERCURY SYS INCCommon Stock - Domestic5893781082745,778SH SOLE 5,77800
MERCURY GENL CORP NEWCommon Stock - Domestic5894001001522,736SH SOLE 2,73600
MEREDITH CORPCommon Stock - Domestic58943310111,271202,354SH SOLE 202,35400
METHODE ELECTRS INCCommon Stock - Domestic5915202002,89168,747SH SOLE 68,74700
METLIFE INCCommon Stock - Domestic59156R1082,53141,008SH SOLE 41,00800
METTLER TOLEDO INTERNATIONAL COMCommon Stock - Domestic5926881052,3541,709SH SOLE 1,70900
MICROSOFT CORPCommon Stock - Domestic594918104157,113557,296SH SOLE 557,29600
MICROCHIP TECHNOLOGY INC.Common Stock - Domestic5950171043,53423,027SH SOLE 23,02700
MICRON TECHNOLOGY INCCommon Stock - Domestic5951121036,65593,762SH SOLE 93,76200
MID-AMER APT CMNTYS INCREIT - Domestic59522J1033,76220,147SH SOLE 20,14700
MIDDLEBY CORPCommon Stock - Domestic5962781011,3347,824SH SOLE 7,82400
MILLER HERMAN INCCommon Stock - Domestic6005441002817,452SH SOLE 7,45200
MINERALS TECHNOLOGIES INCCommon Stock - Domestic6031581062433,484SH SOLE 3,48400
MODERNA INCCommon Stock - Domestic60770K10712,32632,026SH SOLE 32,02600
MODIVCARE INCCommon Stock - Domestic60783X1047,56441,646SH SOLE 41,64600
MOHAWK INDS INCCommon Stock - Domestic6081901045,77232,535SH SOLE 32,53500
MOLINA HEALTHCARE INCCommon Stock - Domestic60855R1001,6195,969SH SOLE 5,96900
MOLSON COORS BEVERAGE COCommon Stock - Domestic60871R2091,78838,558SH SOLE 38,55800
MONDELEZ INTL INCCommon Stock - Domestic60920710510,978188,692SH SOLE 188,69200
MONMOUTH REAL ESTATE INVT CORP CL AREIT - Domestic60972010712,344661,889SH SOLE 661,88900
MONOLITHIC PWR SYS INCCommon Stock - Domestic6098391051,1392,350SH SOLE 2,35000
MONSTER BEVERAGE CORP NEWCommon Stock - Domestic61174X1096,27870,676SH SOLE 70,67600
MOODYS CORPCommon Stock - Domestic6153691055,60415,780SH SOLE 15,78000
MOOG INCCorporate Bond - Domestic615394AM55,0154,875,000PRN SOLE 4,875,00000
MORGAN STANLEYCommon Stock - Domestic6174464487,96881,887SH SOLE 81,88700
MOSAIC CO NEWCommon Stock - Domestic61945C10373720,645SH SOLE 20,64500
MOTOROLA SOLUTIONS INCCommon Stock - Domestic6200763074,38718,884SH SOLE 18,88400
MOVADO GROUP INCCommon Stock - Domestic6245801062,01964,102SH SOLE 64,10200
MURPHY OIL CORPCommon Stock - Domestic62671710237114,848SH SOLE 14,84800
MURPHY OIL USA INCCorporate Bond - Domestic626738AF55,0435,005,000PRN SOLE 5,005,00000
MURPHY USA INCCommon Stock - Domestic6267551024382,617SH SOLE 2,61700
NCR CORP NEWCommon Stock - Domestic62886E10869517,929SH SOLE 17,92900
NCR CORP NEWCorporate Bond - Domestic62886EBA512,36911,980,000PRN SOLE 11,980,00000
NRG ENERGY INCCommon Stock - Domestic6293775086,148150,565SH SOLE 150,56500
NVR INCCommon Stock - Domestic62944T105973203SH SOLE 20300
NOV INCCommon Stock - Domestic62955J10354441,470SH SOLE 41,47000
NASDAQ INCCommon Stock - Domestic6311031083,61618,732SH SOLE 18,73200
NATIONAL FUEL GAS COCommon Stock - Domestic6361801014939,378SH SOLE 9,37800
NATIONAL GRID PLCCommon Stock - Foreign US$6362744093676,152SH SOLE 6,15200
NATIONAL INSTRS CORPCommon Stock - Domestic63651810253113,539SH SOLE 13,53900
NATIONAL RETAIL PROPERTIES INC COMREIT - Domestic63741710677818,018SH SOLE 18,01800
NATIONAL STORAGE AFFILIATES TR COM SHS BEN INREIT - Domestic63787010658010,995SH SOLE 10,99500
NATUS MED INC DELCommon Stock - Domestic6390501031,36554,418SH SOLE 54,41800
NAVIENT CORPORATIONCommon Stock - Domestic63938C10853326,995SH SOLE 26,99500
NEKTAR THERAPEUTICSCommon Stock - Domestic64026810851528,689SH SOLE 28,68900
NEOGEN CORPCommon Stock - Domestic64049110664714,906SH SOLE 14,90600
NESTLE S ACommon Stock - Foreign US$6410694062,64021,960SH SOLE 21,96000
NETAPP INCCommon Stock - Domestic64110D1041,04211,606SH SOLE 11,60600
NETFLIX INCCommon Stock - Domestic64110L10623,30138,177SH SOLE 38,17700
NETFLIX INC.Corporate Bond - Domestic64110LAU05,5114,545,000PRN SOLE 4,545,00000
NETEASE INCCommon Stock - Foreign US$64110W1028319,731SH SOLE 9,73100
NETGEAR INCCommon Stock - Domestic64111Q1041,73054,220SH SOLE 54,22000
NETSCOUT SYS INCCommon Stock - Domestic64115T1042037,549SH SOLE 7,54900
NEUROCRINE BIOSCIENCES INCCommon Stock - Domestic64125C1099279,666SH SOLE 9,66600
NEW FORTRESS ENERGY INCCommon Stock - Domestic64439310055520,010SH SOLE 20,01000
NEW FORTRESS ENERGY INCCorporate Bond - Domestic644393AB611,68612,205,000PRN SOLE 12,205,00000
NEW JERSEY RES CORPCommon Stock - Domestic6460251063459,900SH SOLE 9,90000
NEW RESIDENTIAL INVT CORPREIT - Domestic64828T201625,628SH SOLE 5,62800
NEW YORK CMNTY BANCORP INCCommon Stock - Domestic64944510361647,883SH SOLE 47,88300
NEW YORK TIMES COCommon Stock - Domestic6501111071,18023,952SH SOLE 23,95200
NEWELL BRANDS INCCommon Stock - Domestic6512291065,191234,475SH SOLE 234,47500
NEWELL BRANDS INCCorporate Bond - Domestic651229BB14,9784,505,000PRN SOLE 4,505,00000
NEWMARKET CORPCommon Stock - Domestic651587107254750SH SOLE 75000
NEWMONT CORPCommon Stock - Domestic65163910617,454321,433SH SOLE 321,43300
NEWS CORP NEWCommon Stock - Domestic65249B10948720,687SH SOLE 20,68700
NEWS CORP NEWCommon Stock - Domestic65249B2081526,558SH SOLE 6,55800
NEWS CORP NEWCorporate Bond - Domestic65249BAA75,0054,865,000PRN SOLE 4,865,00000
NEXSTAR MEDIA GROUP INCCommon Stock - Domestic65336K1034,75931,316SH SOLE 31,31600
NEXSTAR BROADCASTING INCCorporate Bond - Domestic65336YAN312,80612,330,000PRN SOLE 12,330,00000
NEXTERA ENERGY INCCommon Stock - Domestic65339F1018,004101,936SH SOLE 101,93600
NEXTERA ENERGY OPER PARTNER LP SR GLBL 144A 24Corporate Bond - Domestic65342QAK85,0794,785,000PRN SOLE 4,785,00000
NICE LTDCommon Stock - Foreign US$653656108145510SH SOLE 51000
NIKE INCCommon Stock - Domestic6541061039,67766,630SH SOLE 66,63000
NINTENDO LTDCommon Stock - Foreign US$6544453034497,579SH SOLE 7,57900
NISOURCE INCCommon Stock - Domestic65473P10548219,887SH SOLE 19,88700
NOKIA CORPCommon Stock - Foreign US$654902204938172,081SH SOLE 172,08100
NORDSON CORPCommon Stock - Domestic6556631021,7657,410SH SOLE 7,41000
NORDSTROM INCCommon Stock - Domestic6556641003,691139,546SH SOLE 139,54600
NORDSTROM INCCorporate Bond - Domestic655664AR15,1215,215,000PRN SOLE 5,215,00000
NORFOLK SOUTHN CORPCommon Stock - Domestic6558441083,34013,962SH SOLE 13,96200
NORTHERN TR CORPCommon Stock - Domestic6658591041,22411,356SH SOLE 11,35600
NORTHROP GRUMMAN CORPCommon Stock - Domestic6668071025,75415,977SH SOLE 15,97700
NORTHWESTERN CORPCommon Stock - Domestic6680743052985,206SH SOLE 5,20600
NORTONLIFELOCK INC.Common Stock - Domestic66877110878130,885SH SOLE 30,88500
NOVARTIS AGCommon Stock - Foreign US$66987V1094,10950,249SH SOLE 50,24900
NOVELIS CORPCorporate Bond - Domestic670001AH94,9424,990,000PRN SOLE 4,990,00000
NOVO-NORDISK A SCommon Stock - Foreign US$6701002051,25513,075SH SOLE 13,07500
NU SKIN ENTERPRISES INCCommon Stock - Domestic67018T1052125,234SH SOLE 5,23400
NUCOR CORPCommon Stock - Domestic6703461051,58316,069SH SOLE 16,06900
NUSTAR ENERGY LPCommon Stock - Partnership Domestic67058H1021016,431SH SOLE 6,43100
NUTANIX INCCommon Stock - Domestic67059N108972,564SH SOLE 2,56400
NVIDIA CORPORATIONCommon Stock - Domestic67066G10443,437209,680SH SOLE 209,68000
NUVASIVE INCCommon Stock - Domestic6707041054257,103SH SOLE 7,10300
OGE ENERGY CORPCommon Stock - Domestic67083710367820,576SH SOLE 20,57600
OREILLY AUTOMOTIVE INCCommon Stock - Domestic67103H1076,0349,875SH SOLE 9,87500
OCCIDENTAL PETE CORPCommon Stock - Domestic67459910520,097679,398SH SOLE 679,39800
OCCIDENTAL PETE CORPCorporate Bond - Domestic674599EB75,0434,495,000PRN SOLE 4,495,00000
OCEANEERING INTL INCCommon Stock - Domestic6752321023,098232,564SH SOLE 232,56400
OCEANEERING INTL INCCorporate Bond - Domestic675232AA012,84712,580,000PRN SOLE 12,580,00000
OKTA INCCommon Stock - Domestic6792951051,2525,276SH SOLE 5,27600
OLD DOMINION FREIGHT LINE INC COMCommon Stock - Domestic6795801001,5695,488SH SOLE 5,48800
OLD REP INTL CORPCommon Stock - Domestic68022310484436,487SH SOLE 36,48700
OLIN CORPCommon Stock - Domestic6806652055,587115,783SH SOLE 115,78300
OLIN CORPCorporate Bond - Domestic680665AL05,0244,565,000PRN SOLE 4,565,00000
OLLIES BARGAIN OUTLET HLDGS IN COMCommon Stock - Domestic6811161093876,425SH SOLE 6,42500
OMNICOM GROUP INCCommon Stock - Domestic68191910611,672161,078SH SOLE 161,07800
OMEGA HEALTHCARE INVS INCREIT - Domestic68193610071423,826SH SOLE 23,82600
ON SEMICONDUCTOR CORPCommon Stock - Domestic682189105601,301SH SOLE 1,30100
ONE GAS INCCommon Stock - Domestic68235P1083475,482SH SOLE 5,48200
ONE LIBERTY PPTYS INCREIT - Domestic6824061039,809321,725SH SOLE 321,72500
ONEOK INC NEWCommon Stock - Domestic6826801033,45659,600SH SOLE 59,60000
ORACLE CORPCommon Stock - Domestic68389X1058,56598,306SH SOLE 98,30600
OPTION CARE HEALTH INCCommon Stock - Domestic68404L20131112,809SH SOLE 12,80900
ORANGECommon Stock - Foreign US$6840601061,924177,674SH SOLE 177,67400
ORGANON & COCommon Stock - Domestic68622V1069,786298,440SH SOLE 298,44000
OSHKOSH CORPCommon Stock - Domestic6882392015,18250,623SH SOLE 50,62300
OTIS WORLDWIDE CORPCommon Stock - Domestic68902V1073,94447,936SH SOLE 47,93600
OUTFRONT MEDIA INCREIT - Domestic69007J10635,4861,408,156SH SOLE 1,408,15600
OVINTIV INCCommon Stock - Domestic69047Q102712,153SH SOLE 2,15300
OWENS & MINOR INCCorporate Bond - Domestic690732AF94,8794,825,000PRN SOLE 4,825,00000
OWENS CORNING NEWCommon Stock - Domestic6907421016,52876,348SH SOLE 76,34800
OXFORD INDS INCCommon Stock - Domestic6914973093,68240,833SH SOLE 40,83300
PBF LOGISTICS LPCommon Stock - Partnership Domestic69318Q104372,899SH SOLE 2,89900
PDC ENERGY INCCommon Stock - Domestic69327R1019,838207,607SH SOLE 207,60700
PNC FINL SVCS GROUP INCCommon Stock - Domestic6934751055,15626,354SH SOLE 26,35400
POSCOCommon Stock - Foreign US$6934831096689,688SH SOLE 9,68800
PNM RES INCCommon Stock - Domestic69349H1074378,830SH SOLE 8,83000
PPG INDS INCCommon Stock - Domestic6935061071,76412,338SH SOLE 12,33800
PPL CORPCommon Stock - Domestic69351T1063,316118,949SH SOLE 118,94900
PS BUSINESS PKS INC CALIFREIT - Domestic69360J10712,82481,814SH SOLE 81,81400
PVH CORPORATIONCommon Stock - Domestic6936561004684,556SH SOLE 4,55600
PTC INCCommon Stock - Domestic69370C1006755,637SH SOLE 5,63700
PACCAR INCCommon Stock - Domestic6937181082,44430,965SH SOLE 30,96500
PACER FDS TR TRENDP US LAR CPETF69374H10512,197323,283SH SOLE 323,28300
PACER FDS TR TRENDP US MID CPETF69374H20412,012342,087SH SOLE 342,08700
PACER FDS TR TRENDP 100 ETFETF69374H30312,204219,255SH SOLE 219,25500
PACER FDS TR SWAN SOS FLEX JUETF69374H4695,007243,187SH SOLE 243,18700
PACER FDS TR SWAN SOS FLEX APETF69374H4772,910132,237SH SOLE 132,23700
PACER FDS TR SWAN SOS MODRTEETF69374H49313,448654,726SH SOLE 654,72600
PACER FDS TR SWAN SOS MODERATETF69374H5195,849271,494SH SOLE 271,49400
PACER FDS TR SWAN SOS CONS JUETF69374H5352,960144,175SH SOLE 144,17500
PACER FDS TR SWAN SOS CONS APETF69374H5431,55772,837SH SOLE 72,83700
PACER FDS TR SWAN SOS MODRTEETF69374H5501,75278,282SH SOLE 78,28200
PACER FDS TR SWAN SOS FLEXETF69374H57679033,966SH SOLE 33,96600
PACER FDS TR SWAN SOS CNS DECETF69374H58450623,016SH SOLE 23,01600
PACER FDS TR TRENDPILOT US BDETF69374H64211,927439,791SH SOLE 439,79100
PACER US CASH COWS GROWTH ETFETF69374H6671,03627,342SH SOLE 27,34200
PACER FDS TR TRENDPILOT INTLETF69374H68311,835414,981SH SOLE 414,98100
PACER FDS TR GLOBL CASH ETFETF69374H70997932,775SH SOLE 32,77500
PACER FDS TR PACER US SMALLETF69374H85798923,322SH SOLE 23,32200
PACER FDS TR DEVELOPED MRKTETF69374H87398131,564SH SOLE 31,56400
PACER FDS TR US CASH COWS 100ETF69374H8811,05924,234SH SOLE 24,23400
PACKAGING CORP AMERCommon Stock - Domestic6951561096965,064SH SOLE 5,06400
PACWEST BANCORP DELCommon Stock - Domestic69526310368615,133SH SOLE 15,13300
PALANTIR TECHNOLOGIES INCCommon Stock - Domestic69608A108632,630SH SOLE 2,63000
PAPA JOHNS INTL INCCommon Stock - Domestic6988131024323,401SH SOLE 3,40100
PARK HOTELS & RESORTS INCREIT - Domestic70051710568936,015SH SOLE 36,01500
PARK INTER HLDGS LLC / PK DOME SR SEC GLBL 28Corporate Bond - Domestic70052LAB912,28611,630,000PRN SOLE 11,630,00000
PARKER-HANNIFIN CORPCommon Stock - Domestic7010941042,0307,259SH SOLE 7,25900
PATTERSON COS INCCommon Stock - Domestic7033951032708,956SH SOLE 8,95600
PAYCHEX INCCommon Stock - Domestic7043261075,77751,374SH SOLE 51,37400
PAYCOM SOFTWARE INCCommon Stock - Domestic70432V1021,2502,522SH SOLE 2,52200
PAYLOCITY HLDG CORPCommon Stock - Domestic70438V1061,4885,307SH SOLE 5,30700
PAYPAL HLDGS INCCommon Stock - Domestic70450Y10326,067100,177SH SOLE 100,17700
PEBBLEBROOK HOTEL TRREIT - Domestic70509V10039717,708SH SOLE 17,70800
PELOTON INTERACTIVE INCCommon Stock - Domestic70614W1007078,122SH SOLE 8,12200
PEMBINA PIPELINE CORPCommon Stock - Foreign US$7063271031344,241SH SOLE 4,24100
PENN NATL GAMING INCCommon Stock - Domestic7075691094556,274SH SOLE 6,27400
PENSKE AUTOMOTIVE GRP INCCommon Stock - Domestic70959W1039,53194,739SH SOLE 94,73900
PENUMBRA INCCommon Stock - Domestic70975L1071,2414,655SH SOLE 4,65500
PEOPLES UNITED FINANCIAL INC COMCommon Stock - Domestic71270410543925,106SH SOLE 25,10600
PEPSICO INCCommon Stock - Domestic71344810821,540143,211SH SOLE 143,21100
PERDOCEO ED CORPCommon Stock - Domestic71363P1062,959280,165SH SOLE 280,16500
PERFORMANCE FOOD GROUP COCorporate Bond - Domestic71376LAE05,0345,015,000PRN SOLE 5,015,00000
PERFORMANCE FOOD GROUP COCommon Stock - Domestic71377A10355311,906SH SOLE 11,90600
PERKINELMER INCCommon Stock - Domestic7140461091,88410,873SH SOLE 10,87300
PETMED EXPRESS INCCommon Stock - Domestic71638210693734,881SH SOLE 34,88100
PETROLEO BRASILEIRO SA PETROBR SP ADR NON VTGPreferred Stock - Foreign US$71654V10116616,575SH SOLE 16,57500
PFIZER INCCommon Stock - Domestic71708110334,862810,566SH SOLE 810,56600
PHILIP MORRIS INTL INCCommon Stock - Domestic71817210913,959147,258SH SOLE 147,25800
PHILLIPS 66Common Stock - Domestic7185461041,97328,172SH SOLE 28,17200
PHILLIPS 66 PARTNERS LPCommon Stock - Partnership Domestic7185492071323,694SH SOLE 3,69400
PHYSICIANS RLTY TRREIT - Domestic71943U10438121,651SH SOLE 21,65100
PILGRIMS PRIDE CORPCommon Stock - Domestic72147K1081465,017SH SOLE 5,01700
PILGRIMS PRIDE CORPCorporate Bond - Domestic72147KAG35,0554,965,000PRN SOLE 4,965,00000
PINDUODUO INCCommon Stock - Foreign US$7223041021,08511,969SH SOLE 11,96900
PINNACLE FINL PARTNERS INCCommon Stock - Domestic72346Q10498910,508SH SOLE 10,50800
PINNACLE WEST CAP CORPCommon Stock - Domestic7234841015006,913SH SOLE 6,91300
PINTEREST INCCommon Stock - Domestic72352L1061863,656SH SOLE 3,65600
PIONEER NAT RES COCommon Stock - Domestic7237871072,47714,876SH SOLE 14,87600
PLAINS GP HLDGS L PCommon Stock - Partnership Domestic72651A20763258,637SH SOLE 58,63700
PLANTRONICS INC NEWCorporate Bond - Domestic727493AC210,43311,125,000PRN SOLE 11,125,00000
PLEXUS CORPCommon Stock - Domestic7291321004,20547,025SH SOLE 47,02500
PLYMOUTH INDL REIT INCREIT - Domestic72964010210,920480,019SH SOLE 480,01900
POLARIS INCCommon Stock - Domestic7310681024,46737,330SH SOLE 37,33000
POOL CORPCommon Stock - Domestic73278L1051,0222,353SH SOLE 2,35300
POST HLDGS INCCommon Stock - Domestic7374461046796,160SH SOLE 6,16000
POST HLDGS INCCorporate Bond - Domestic737446AQ74,9294,885,000PRN SOLE 4,885,00000
POTLATCHDELTIC CORPORATIONREIT - Domestic7376301033556,889SH SOLE 6,88900
PRESTIGE BRANDS INCorporate Bond - Domestic74112BAM74,8895,060,000PRN SOLE 5,060,00000
PRICE T ROWE GROUP INCCommon Stock - Domestic74144T1082,72213,839SH SOLE 13,83900
PRIMERICA INCCommon Stock - Domestic74164M1086234,052SH SOLE 4,05200
PRIMO WTR HLDGS INCCorporate Bond - Domestic74168LAA45,5405,535,000PRN SOLE 5,535,00000
PRINCIPAL FINANCIAL GROUP INC COMCommon Stock - Domestic74251V10292114,304SH SOLE 14,30400
PROCTER AND GAMBLE COCommon Stock - Domestic74271810924,835177,648SH SOLE 177,64800
PROG HOLDINGS INCCommon Stock - Domestic74319R1012936,968SH SOLE 6,96800
PROGRESSIVE CORPCommon Stock - Domestic7433151032,95532,692SH SOLE 32,69200
PROGYNY INCCommon Stock - Domestic74340E1034628,254SH SOLE 8,25400
PROLOGIS INC.REIT - Domestic74340W10347,032374,963SH SOLE 374,96300
PROSPERITY BANCSHARES INCCommon Stock - Domestic7436061056809,554SH SOLE 9,55400
PRUDENTIAL FINL INCCommon Stock - Domestic7443201022,28421,708SH SOLE 21,70800
PRUDENTIAL PLCCommon Stock - Foreign US$74435K2043849,804SH SOLE 9,80400
PUBLIC SVC ENTERPRISE GRP INC COMCommon Stock - Domestic7445731063,82262,757SH SOLE 62,75700
PUBLIC STORAGEREIT - Domestic74460D1095,23917,634SH SOLE 17,63400
PULTE GROUP INCCommon Stock - Domestic7458671016,642144,651SH SOLE 144,65100
QVC INCCorporate Bond - Domestic747262AZ610,2529,905,000PRN SOLE 9,905,00000
QORVO INCCommon Stock - Domestic74736K1011,2937,734SH SOLE 7,73400
QUALCOMM INCCommon Stock - Domestic74752510312,16494,308SH SOLE 94,30800
QUALYS INCCommon Stock - Domestic74758T3035504,946SH SOLE 4,94600
QUANEX BLDG PRODS CORPCommon Stock - Domestic7476191041,63776,458SH SOLE 76,45800
QUANTA SVCS INCCommon Stock - Domestic74762E1029278,147SH SOLE 8,14700
QUEST DIAGNOSTICS INCCommon Stock - Domestic74834L10011,74580,828SH SOLE 80,82800
QUIDEL CORPCommon Stock - Domestic74838J1014,11429,149SH SOLE 29,14900
QUICKEN LNS LLC/QUICKEN LNS CO SR GLBL 144A 29Corporate Bond - Domestic74841CAA95,0044,905,000PRN SOLE 4,905,00000
QURATE RETAIL INCCommon Stock - Domestic74915M1007,981783,174SH SOLE 783,17400
R1 RCM INCCommon Stock - Domestic74939710548822,158SH SOLE 22,15800
RHP HOTEL PPTY/ RHP FINANCECorporate Bond - Domestic749571AF26,2075,990,000PRN SOLE 5,990,00000
RLI CORPCommon Stock - Domestic7496071074114,094SH SOLE 4,09400
RLJ LODGING TRCorporate Bond - Domestic74965LAA912,57812,500,000PRN SOLE 12,500,00000
RHCommon Stock - Domestic74967X1032,0073,009SH SOLE 3,00900
RPM INTL INCCommon Stock - Domestic7496851031,03913,382SH SOLE 13,38200
RADIAN GROUP INCCommon Stock - Domestic750236101632,752SH SOLE 2,75200
RADIAN GROUP INCCorporate Bond - Domestic750236AX94,8674,355,000PRN SOLE 4,355,00000
RALPH LAUREN CORPCommon Stock - Domestic7512121013,06327,583SH SOLE 27,58300
RANGE RES CORPCorporate Bond - Domestic75281AAS812,61111,930,000PRN SOLE 11,930,00000
RATTLER MIDSTREAM LPCommon Stock - Partnership Domestic75419T10352144,416SH SOLE 44,41600
RAYMOND JAMES FINL INCCommon Stock - Domestic7547301091,08011,707SH SOLE 11,70700
RAYONIER INCREIT - Domestic75490710350614,171SH SOLE 14,17100
RAYONIER ADVANCED MATLS INCCommon Stock - Domestic75508B1044,212561,617SH SOLE 561,61700
RAYONIER A.M. PRODS INCCorporate Bond - Domestic75508EAB412,62311,930,000PRN SOLE 11,930,00000
RAYTHEON TECHNOLOGIES CORPCommon Stock - Domestic75513E1017,24584,289SH SOLE 84,28900
REALTY INCOME CORPREIT - Domestic7561091043,53554,501SH SOLE 54,50100
REGAL REXNORD CORPORATIONCommon Stock - Domestic7587501036294,181SH SOLE 4,18100
REGENCY CTRS CORPREIT - Domestic75884910372310,739SH SOLE 10,73900
REGENERON PHARMACEUTICALSCommon Stock - Domestic75886F1076,11610,106SH SOLE 10,10600
REGIONS FINANCIAL CORP NEWCommon Stock - Domestic7591EP1001,37264,406SH SOLE 64,40600
REINSURANCE GRP OF AMERICA INC COM NEWCommon Stock - Domestic7593516047796,998SH SOLE 6,99800
RELIANCE STEEL & ALUMINUM CO COMCommon Stock - Domestic7595091029336,554SH SOLE 6,55400
RELX PLCCommon Stock - Foreign US$75953010846416,089SH SOLE 16,08900
REPLIGEN CORPCommon Stock - Domestic7599161092,0557,110SH SOLE 7,11000
REPUBLIC SVCS INCCommon Stock - Domestic7607591004,37136,409SH SOLE 36,40900
RESMED INCCommon Stock - Domestic7611521072,66510,112SH SOLE 10,11200
RESTAURANT BRANDS INTL INCCommon Stock - Foreign US$76131D1031502,445SH SOLE 2,44500
REXFORD INDL RLTY INCREIT - Domestic76169C10012,277216,338SH SOLE 216,33800
RIO TINTO PLCCommon Stock - Foreign US$7672041003,13546,917SH SOLE 46,91700
ROBERT HALF INTL INCCommon Stock - Domestic7703231037707,677SH SOLE 7,67700
ROCHE HLDG LTDCommon Stock - Foreign US$7711951044,956109,002SH SOLE 109,00200
ROCKWELL AUTOMATION INCCommon Stock - Domestic7739031091,8956,446SH SOLE 6,44600
ROGERS COMMUNICATIONS INCCommon Stock - Foreign US$7751092001342,863SH SOLE 2,86300
ROLLINS INCCommon Stock - Domestic77571110455015,568SH SOLE 15,56800
ROPER TECHNOLOGIES INCCommon Stock - Domestic7766961062,6405,918SH SOLE 5,91800
ROSS STORES INCCommon Stock - Domestic77829610318,867173,330SH SOLE 173,33000
ROYAL BK CDACommon Stock - Foreign US$7800871021,11111,167SH SOLE 11,16700
ROYAL DUTCH SHELL PLCCommon Stock - Foreign US$7802591074,660105,270SH SOLE 105,27000
ROYAL GOLD INCCommon Stock - Domestic7802871086646,958SH SOLE 6,95800
RYANAIR HOLDINGS PLCCommon Stock - Foreign US$78351320385769SH SOLE 76900
RYDER SYS INCCommon Stock - Domestic7835491086277,575SH SOLE 7,57500
S&P Global IncCommon Stock - Domestic78409V1046,55415,424SH SOLE 15,42400
SBA COMMUNICATIONS CORP NEWREIT - Domestic78410G10469,731210,941SH SOLE 210,94100
SBA COMMUNICATIONS CORPCorporate Bond - Domestic78410GAE45,3315,510,000PRN SOLE 5,510,00000
SEI INVTS COCommon Stock - Domestic78411710362910,601SH SOLE 10,60100
SK TELECOM LTDCommon Stock - Foreign US$78440P10873424,401SH SOLE 24,40100
SL GREEN RLTY CORPREIT - Domestic78440X8045057,132SH SOLE 7,13200
NAVIENT CORPORATIONCorporate Bond - Domestic78442FAZ19,82910,315,000PRN SOLE 10,315,00000
SLM CORPCommon Stock - Domestic78442P10690351,295SH SOLE 51,29500
SLM CORPCorporate Bond - Domestic78442PGD24,9544,615,000PRN SOLE 4,615,00000
SVB FINANCIAL GROUPCommon Stock - Domestic78486Q1011,8162,808SH SOLE 2,80800
SABRA HEALTH CARE REIT INCREIT - Domestic78573L10631921,671SH SOLE 21,67100
SABRE CORPCommon Stock - Domestic78573M10460751,227SH SOLE 51,22700
SAIA INCCommon Stock - Domestic78709Y1055942,496SH SOLE 2,49600
SAILPOINT TECHNOLOGIES HLDGS I COMCommon Stock - Domestic78781P10555913,028SH SOLE 13,02800
SALESFORCE COM INCCommon Stock - Domestic79466L30214,12852,090SH SOLE 52,09000
SALLY BEAUTY HLDGS INCCommon Stock - Domestic79546E1046,439382,162SH SOLE 382,16200
SANDERSON FARMS INCCommon Stock - Domestic8000131043852,048SH SOLE 2,04800
SANMINA CORPORATIONCommon Stock - Domestic8010561025,498142,654SH SOLE 142,65400
SANOFICommon Stock - Foreign US$80105N1054,56994,781SH SOLE 94,78100
SAP SECommon Stock - Foreign US$8030542042,46718,265SH SOLE 18,26500
SCANSOURCE INCCommon Stock - Domestic8060371072,80380,577SH SOLE 80,57700
HENRY SCHEIN INCCommon Stock - Domestic8064071021,27416,725SH SOLE 16,72500
SCHLUMBERGER LTDCommon Stock - Foreign US$8068571082,68690,627SH SOLE 90,62700
SCHWAB CHARLES CORPCommon Stock - Domestic8085131055,95581,757SH SOLE 81,75700
SCIENCE APPLICATIONS INTL CORP COMCommon Stock - Domestic8086251073,06335,802SH SOLE 35,80200
SCIENTIFIC GAMES CORPCommon Stock - Domestic80874P1091,32215,920SH SOLE 15,92000
SCOTTS MIRACLE-GRO COCommon Stock - Domestic8101861066124,181SH SOLE 4,18100
SCOTTS MIRACLE-GRO COCorporate Bond - Domestic810186AT34,9174,920,000PRN SOLE 4,920,00000
SEA LTDCommon Stock - Foreign US$81141R1007612,389SH SOLE 2,38900
SEAGEN INCCommon Stock - Domestic81181C1049725,723SH SOLE 5,72300
SEALED AIR CORP NEWCommon Stock - Domestic81211K1004598,380SH SOLE 8,38000
SELECTIVE INS GROUP INCCommon Stock - Domestic8163001074656,160SH SOLE 6,16000
SEMTECH CORPCommon Stock - Domestic8168501016828,750SH SOLE 8,75000
SEMPRACommon Stock - Domestic8168511094,07532,211SH SOLE 32,21100
SENSIENT TECHNOLOGIES CORPCommon Stock - Domestic81725T1005335,856SH SOLE 5,85600
SENSATA TECHNOLOGIES INCCorporate Bond - Domestic81728UAB05,3985,355,000PRN SOLE 5,355,00000
SERVICE CORP INTLCommon Stock - Domestic8175651041,11218,453SH SOLE 18,45300
SERVICE CORP INTLCorporate Bond - Domestic817565CE25,0124,605,000PRN SOLE 4,605,00000
SERVICENOW INCCommon Stock - Domestic81762P1026,35210,208SH SOLE 10,20800
SHELL MIDSTREAM PARTNERS L P UNIT LTD INTCommon Stock - Partnership Domestic822634101958,106SH SOLE 8,10600
SHERWIN WILLIAMS COCommon Stock - Domestic8243481066,22822,266SH SOLE 22,26600
SHOE CARNIVAL INCCommon Stock - Domestic8248891092,72183,940SH SOLE 83,94000
SHOPIFY INCCommon Stock - Foreign US$82509L1071,200885SH SOLE 88500
SIBANYE STILLWATER LTDCommon Stock - Foreign US$82575P107604,865SH SOLE 4,86500
SIEMENS A GCommon Stock - Foreign US$8261975012,11125,700SH SOLE 25,70000
SIGNATURE BK NEW YORK N YCommon Stock - Domestic82669G1042,0847,655SH SOLE 7,65500
SILICON LABORATORIES INCCommon Stock - Domestic8269191027775,544SH SOLE 5,54400
SILGAN HOLDINGS INCCommon Stock - Domestic8270481093088,031SH SOLE 8,03100
SIMON PPTY GROUP INC NEWREIT - Domestic8288061092,76521,274SH SOLE 21,27400
SIMPSON MFG INCCommon Stock - Domestic8290731055184,838SH SOLE 4,83800
SIRIUS XM RADIO INCCorporate Bond - Domestic82967NBL15,4005,320,000PRN SOLE 5,320,00000
SIRIUS XM HOLDINGS INCCommon Stock - Domestic82968B103805131,886SH SOLE 131,88600
SIX FLAGS ENTMT CORP NEWCommon Stock - Domestic83001A10260814,304SH SOLE 14,30400
SKECHERS U S A INCCommon Stock - Domestic83056610559314,073SH SOLE 14,07300
SKYWORKS SOLUTIONS INCCommon Stock - Domestic83088M1022,31014,016SH SOLE 14,01600
SLEEP NUMBER CORPCommon Stock - Domestic83125X1036,41468,609SH SOLE 68,60900
SMITH & NEPHEW PLCCommon Stock - Foreign US$83175M2051253,650SH SOLE 3,65000
SMITH A O CORPCommon Stock - Domestic8318652095519,016SH SOLE 9,01600
SMUCKER J M COCommon Stock - Domestic8326964053,90632,546SH SOLE 32,54600
SNAP ON INCCommon Stock - Domestic8330341015,39925,839SH SOLE 25,83900
SNAP INCCommon Stock - Domestic83304A1063144,251SH SOLE 4,25100
SNOWFLAKE INCCommon Stock - Domestic833445109289957SH SOLE 95700
SOFTBANK GROUP CORPCommon Stock - Foreign US$83404D10958320,068SH SOLE 20,06800
SOLAREDGE TECHNOLOGIES INCCommon Stock - Domestic83417M1041,9647,406SH SOLE 7,40600
SONOCO PRODS COCommon Stock - Domestic83549510261610,333SH SOLE 10,33300
SONY GROUP CORPORATIONCommon Stock - Foreign US$8356993071,78516,145SH SOLE 16,14500
SOUTHERN COCommon Stock - Domestic8425871075,97696,434SH SOLE 96,43400
SOUTHWEST AIRLS COCommon Stock - Domestic8447411081,75234,075SH SOLE 34,07500
SOUTHWEST GAS HLDGS INCCommon Stock - Domestic8448951023945,886SH SOLE 5,88600
SOUTHWESTERN ENERGY COCorporate Bond - Domestic845467AL312,68811,510,000PRN SOLE 11,510,00000
SPECTRUM BRANDS INCCorporate Bond - Domestic84762LAX35,0995,040,000PRN SOLE 5,040,00000
SPIRIT AEROSYSTEMS HLDGS INC COM CL ACommon Stock - Domestic848574109711,600SH SOLE 1,60000
SPIRE INCCommon Stock - Domestic84857L1013255,320SH SOLE 5,32000
SPIRIT RLTY CAP INC NEWREIT - Domestic84860W30054411,817SH SOLE 11,81700
SPLUNK INCCommon Stock - Domestic8486371047395,108SH SOLE 5,10800
SPIRIT AEROSYSTEMS INCCorporate Bond - Domestic85205TAM212,63611,935,000PRN SOLE 11,935,00000
SPROUTS FMRS MKT INCCommon Stock - Domestic85208M10228112,134SH SOLE 12,13400
SQUARE INCCommon Stock - Domestic85223410359246SH SOLE 24600
SQUARE INCCorporate Bond - Domestic852234AM55,8865,715,000PRN SOLE 5,715,00000
STAAR SURGICAL COCommon Stock - Domestic8523123058846,877SH SOLE 6,87700
STAG INDL INCREIT - Domestic85254J10211,669297,296SH SOLE 297,29600
STANDARD MTR PRODS INCCommon Stock - Domestic8536661052,14649,091SH SOLE 49,09100
STANLEY BLACK & DECKER INCCommon Stock - Domestic8545021011,5688,947SH SOLE 8,94700
STAPLES INCCorporate Bond - Domestic855030AN213,16612,955,000PRN SOLE 12,955,00000
STARBUCKS CORPCommon Stock - Domestic85524410910,85998,443SH SOLE 98,44300
STATE STR CORPCommon Stock - Domestic8574771031,62819,212SH SOLE 19,21200
STEEL DYNAMICS INCCommon Stock - Domestic8581191001,63227,911SH SOLE 27,91100
STEPAN COCommon Stock - Domestic858586100434SH SOLE 3400
STERICYCLE INCCommon Stock - Domestic8589121086509,557SH SOLE 9,55700
STERICYCLE INCCorporate Bond - Domestic858912AG34,9714,935,000PRN SOLE 4,935,00000
STERLING BANCORP DELCommon Stock - Domestic85917A10049719,904SH SOLE 19,90400
STIFEL FINL CORPCommon Stock - Domestic86063010298814,532SH SOLE 14,53200
STORE CAP CORPREIT - Domestic86212110079024,673SH SOLE 24,67300
STRYKER CORPORATIONCommon Stock - Domestic8636671015,15019,527SH SOLE 19,52700
SUBURBAN PROPANE PARTNERS L P SR GLBL 144A 31Corporate Bond - Domestic864486AL99,5159,160,000PRN SOLE 9,160,00000
SUMMIT MATERIALS LLCCorporate Bond - Domestic86614RAN74,9574,715,000PRN SOLE 4,715,00000
SUN LIFE FINANCIAL INC.Common Stock - Foreign US$8667961052454,753SH SOLE 4,75300
SUNCOR ENERGY INC NEWCommon Stock - Foreign US$86722410725712,403SH SOLE 12,40300
SUNCOKE ENERGY INCCommon Stock - Domestic86722A1032,626418,172SH SOLE 418,17200
SUNRUN INCCommon Stock - Domestic86771W10589620,366SH SOLE 20,36600
SUPERNUS PHARMACEUTICALS INC COMCommon Stock - Domestic8684591082,42390,866SH SOLE 90,86600
SWITCH INCCommon Stock - Domestic87105L10432,6261,285,010SH SOLE 1,285,01000
SYNAPTICS INCCommon Stock - Domestic87157D1097974,434SH SOLE 4,43400
SYNOPSYS INCCommon Stock - Domestic8716071073,87912,956SH SOLE 12,95600
SYNOVUS FINL CORPCommon Stock - Domestic87161C50185919,576SH SOLE 19,57600
SYNNEX CORPCommon Stock - Domestic87162W1003,76936,202SH SOLE 36,20200
SYNCHRONY FINANCIALCommon Stock - Domestic87165B1031,70934,965SH SOLE 34,96500
SYNEOS HEALTH INCCommon Stock - Domestic87166B10298611,267SH SOLE 11,26700
SYSCO CORPCommon Stock - Domestic8718291073,35142,684SH SOLE 42,68400
TJX COS INC NEWCommon Stock - Domestic8725401094,69071,075SH SOLE 71,07500
T-MOBILE US INCCommon Stock - Domestic8725901048,97370,237SH SOLE 70,23700
T MOBILE USA INCCorporate Bond - Domestic87264ABU84,9704,855,000PRN SOLE 4,855,00000
TRI POINTE GROUP INCCommon Stock - Domestic87265H10925812,261SH SOLE 12,26100
TTM TECHNOLOGIES INCCorporate Bond - Domestic87305RAK55,7575,740,000PRN SOLE 5,740,00000
TAKE-TWO INTERACTIVE SOFTWARE COMCommon Stock - Domestic8740541099336,055SH SOLE 6,05500
TAKEDA PHARMACEUTICAL CO LTD SPONSORED ADSCommon Stock - Foreign US$8740602052,563156,467SH SOLE 156,46700
TANDEM DIABETES CARE INCCommon Stock - Domestic8753722035424,541SH SOLE 4,54100
TANGER FACTORY OUTLET CTRS INC COMREIT - Domestic8754651065,223320,419SH SOLE 320,41900
TAPESTRY INCCommon Stock - Domestic8760301076,039163,122SH SOLE 163,12200
TARGET CORPCommon Stock - Domestic87612E1066,79529,703SH SOLE 29,70300
TARGA RES CORPCommon Stock - Domestic87612G10112,194247,799SH SOLE 247,79900
TAYLOR MORRISON HOME CORPCommon Stock - Domestic87724P10634213,254SH SOLE 13,25400
TAYLOR MORRISON CMNTYS INCCorporate Bond - Domestic87724RAA04,9824,365,000PRN SOLE 4,365,00000
TC ENERGY CORPCommon Stock - Foreign US$87807B1073777,846SH SOLE 7,84600
TEGNA INCCommon Stock - Domestic87901J10544622,593SH SOLE 22,59300
TEGNA INCCorporate Bond - Domestic87901JAH812,45812,080,000PRN SOLE 12,080,00000
TELADOC HEALTH INCCommon Stock - Domestic87918A1051831,443SH SOLE 1,44300
TELEDYNE TECHNOLOGIES INCCommon Stock - Domestic8793601051,0842,524SH SOLE 2,52400
TELEFLEX INCORPORATEDCommon Stock - Domestic8793691061,6444,366SH SOLE 4,36600
TELEFONICA BRASIL SACommon Stock - Foreign US$87936R20514118,151SH SOLE 18,15100
TELEFONICA S ACommon Stock - Foreign US$8793822082,484527,479SH SOLE 527,47900
TELEPHONE & DATA SYS INCCommon Stock - Domestic87943382920010,245SH SOLE 10,24500
TELLURIAN INC NEWCommon Stock - Domestic87968A104639163,451SH SOLE 163,45100
TELUS CORPORATIONCommon Stock - Foreign US$87971M103753,418SH SOLE 3,41800
TEMPUR SEALY INTERNATIONAL INCCommon Stock - Domestic88023U1011,33928,853SH SOLE 28,85300
TEMPUR SEALY INTL INCCorporate Bond - Domestic88023UAH44,9564,800,000PRN SOLE 4,800,00000
TENARIS S ACommon Stock - Foreign US$88031M1091607,603SH SOLE 7,60300
TENET HEALTHCARE CORPCommon Stock - Domestic88033G40797314,643SH SOLE 14,64300
TENET HEALTHCARE CORPCorporate Bond - Domestic88033GDG25,0064,825,000PRN SOLE 4,825,00000
TENNECO INCCorporate Bond - Domestic880349AT212,20811,925,000PRN SOLE 11,925,00000
TERADATA CORP DELCommon Stock - Domestic88076W1032,98452,028SH SOLE 52,02800
TERADYNE INCCommon Stock - Domestic8807701021,20611,049SH SOLE 11,04900
TEREX CORP NEWCommon Stock - Domestic8807791034059,630SH SOLE 9,63000
TEREX CORP NEWCorporate Bond - Domestic880779BA012,21111,770,000PRN SOLE 11,770,00000
TERRENO RLTY CORPREIT - Domestic88146M10111,889188,022SH SOLE 188,02200
TESLA INCCommon Stock - Domestic88160R10151,73866,717SH SOLE 66,71700
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADSCommon Stock - Foreign US$881624209868,847SH SOLE 8,84700
TETRA TECH INC NEWCommon Stock - Domestic88162G1039066,064SH SOLE 6,06400
TEXAS CAP BANCSHARES INCCommon Stock - Domestic88224Q1073125,196SH SOLE 5,19600
TEXAS INSTRS INCCommon Stock - Domestic88250810416,16984,123SH SOLE 84,12300
TEXAS ROADHOUSE INCCommon Stock - Domestic8826811096717,351SH SOLE 7,35100
TEXTRON INCCommon Stock - Domestic8832031017,292104,455SH SOLE 104,45500
THE ODP CORPCommon Stock - Domestic88337F1056,227155,066SH SOLE 155,06600
THERMO FISHER SCIENTIFIC INC COMCommon Stock - Domestic88355610212,99522,746SH SOLE 22,74600
THOMSON REUTERS CORP.Common Stock - Foreign US$8849037091521,373SH SOLE 1,37300
THOR INDS INCCommon Stock - Domestic8851601016995,698SH SOLE 5,69800
3M COCommon Stock - Domestic88579Y10110,96662,511SH SOLE 62,51100
TIMKEN COCommon Stock - Domestic8873891045037,687SH SOLE 7,68700
TIMKENSTEEL CORPORATIONCommon Stock - Domestic8873991032,725208,348SH SOLE 208,34800
TOLL BROTHERS INCCommon Stock - Domestic8894781035,931107,268SH SOLE 107,26800
TOOTSIE ROLL INDS INCCommon Stock - Domestic890516107561,837SH SOLE 1,83700
TOPBUILD CORPCommon Stock - Domestic89055F1037563,693SH SOLE 3,69300
TORO COCommon Stock - Domestic8910921081,42214,594SH SOLE 14,59400
TORONTO DOMINION BK ONTCommon Stock - Foreign US$89116050994414,276SH SOLE 14,27600
TOTALENERGIES SECommon Stock - Foreign US$89151E1094,74398,951SH SOLE 98,95100
TOYOTA MOTOR CORPCommon Stock - Foreign US$8923313071,7729,971SH SOLE 9,97100
TRACTOR SUPPLY COCommon Stock - Domestic8923561061,2256,048SH SOLE 6,04800
TRANSDIGM GROUP INCCommon Stock - Domestic8936411001,8843,016SH SOLE 3,01600
TRANSDIGM INCCorporate Bond - Domestic893647BL013,50213,045,000PRN SOLE 13,045,00000
TRAVEL PLUS LEISURE COCommon Stock - Domestic89416410267012,291SH SOLE 12,29100
TRAVELERS COMPANIES INCCommon Stock - Domestic89417E1092,09313,767SH SOLE 13,76700
TREDEGAR CORPCommon Stock - Domestic8946501001,12992,694SH SOLE 92,69400
TREEHOUSE FOODS INCCorporate Bond - Domestic89469AAD612,75513,015,000PRN SOLE 13,015,00000
TREX CO INCCommon Stock - Domestic89531P1051,65016,192SH SOLE 16,19200
TRIMBLE INCCommon Stock - Domestic89623910088310,736SH SOLE 10,73600
TRINITY INDS INCCommon Stock - Domestic8965221092308,452SH SOLE 8,45200
TRIP.COM GROUPCommon Stock - Foreign US$89677Q10748915,897SH SOLE 15,89700
TRIUMPH GROUP INC NEWCorporate Bond - Domestic896818AS012,38911,250,000PRN SOLE 11,250,00000
TRIPADVISOR INCCommon Stock - Domestic89694520148614,358SH SOLE 14,35800
TRUEBLUE INCCommon Stock - Domestic89785X1011,54757,132SH SOLE 57,13200
TRUIST FINANCIAL CORPCommon Stock - Domestic89832Q1094,38274,711SH SOLE 74,71100
21VIANET GROUP INCCommon Stock - Foreign US$90138A10315,601901,262SH SOLE 901,26200
TWITTER INCCommon Stock - Domestic90184L1022,73545,296SH SOLE 45,29600
II-VI INCCommon Stock - Domestic90210410869911,770SH SOLE 11,77000
TYLER TECHNOLOGIES INCCommon Stock - Domestic9022521059982,177SH SOLE 2,17700
TYSON FOODS INCCommon Stock - Domestic90249410315,872201,064SH SOLE 201,06400
UDR INCREIT - Domestic90265310499418,767SH SOLE 18,76700
UGI CORP NEWCommon Stock - Domestic90268110591421,441SH SOLE 21,44100
UMB FINL CORPCommon Stock - Domestic9027881085515,695SH SOLE 5,69500
US BANCORP DELCommon Stock - Domestic9029733045,18887,284SH SOLE 87,28400
USANA HEALTH SCIENCES INCCommon Stock - Domestic90328M1072,87331,161SH SOLE 31,16100
UBER TECHNOLOGIES INCCorporate Bond - Domestic90353TAK612,89612,805,000PRN SOLE 12,805,00000
ULTA BEAUTY INCCommon Stock - Domestic90384S3031,1853,283SH SOLE 3,28300
UMPQUA HLDGS CORPCommon Stock - Domestic90421410352425,854SH SOLE 25,85400
UNDER ARMOUR INCCommon Stock - Domestic90431110723111,461SH SOLE 11,46100
UNDER ARMOUR INCCommon Stock - Domestic90431120618610,598SH SOLE 10,59800
UNDER ARMOUR INCCorporate Bond - Domestic904311AA55,0004,825,000PRN SOLE 4,825,00000
UNILEVER PLCCommon Stock - Foreign US$9047677043,65067,325SH SOLE 67,32500
UNION PAC CORPCommon Stock - Domestic9078181087,32837,388SH SOLE 37,38800
UNITED AIR LINES INCCorporate Bond - Domestic90932LAH08,6868,395,000PRN SOLE 8,395,00000
UNITED BANKSHARES INC WEST VA COMCommon Stock - Domestic90990710748313,266SH SOLE 13,26600
UNITED AIRLS HLDGS INCCommon Stock - Domestic91004710990819,092SH SOLE 19,09200
UNITED PARCEL SERVICE INCCommon Stock - Domestic9113121068,29845,571SH SOLE 45,57100
UNITED RENTALS INCCommon Stock - Domestic9113631091,3993,986SH SOLE 3,98600
UNITED STATES CELLULAR CORPCorporate Bond - Domestic911684AD07,2835,870,000PRN SOLE 5,870,00000
US FOODS HLDG CORPCommon Stock - Domestic912008109651,885SH SOLE 1,88500
UNITED STATES TREAS BILLSUS Treasury Bill912796G52299,998300,000,000PRN SOLE 300,000,00000
UNITED STATES TREAS BILLSUS Treasury Bill912796H69149,995150,000,000PRN SOLE 150,000,00000
UNITED STATES STL CORP NEWCommon Stock - Domestic9129091085,206236,954SH SOLE 236,95400
UNITED STATES STL CORPCorporate Bond - Domestic912909AU212,77211,965,000PRN SOLE 11,965,00000
UNITED THERAPEUTICS CORP DEL COMCommon Stock - Domestic91307C1023,27417,736SH SOLE 17,73600
UNITEDHEALTH GROUP INCCommon Stock - Domestic91324P10222,04856,427SH SOLE 56,42700
UNITI GROUP INCREIT - Domestic91325V10825,8232,087,518SH SOLE 2,087,51800
UNIVAR SOLUTIONS INCCommon Stock - Domestic91336L10741517,424SH SOLE 17,42400
UNIVERSAL DISPLAY CORPCommon Stock - Domestic91347P1051,0416,087SH SOLE 6,08700
UNIVERSAL ELECTRS INCCommon Stock - Domestic9134831031,28126,020SH SOLE 26,02000
UNIVERSAL HLTH SVCS INCCommon Stock - Domestic9139031001,2068,713SH SOLE 8,71300
UNUM GROUPCommon Stock - Domestic91529Y10656622,581SH SOLE 22,58100
URBAN OUTFITTERS INCCommon Stock - Domestic9170471022097,047SH SOLE 7,04700
URBAN EDGE PPTYSREIT - Domestic91704F10420711,317SH SOLE 11,31700
V F CORPCommon Stock - Domestic9182041081,11716,677SH SOLE 16,67700
VALE S ACommon Stock - Foreign US$91912E1051168,295SH SOLE 8,29500
VALERO ENERGY CORPCommon Stock - Domestic91913Y1001,86726,458SH SOLE 26,45800
VALLEY NATL BANCORPCommon Stock - Domestic91979410762246,732SH SOLE 46,73200
VALMONT INDS INCCommon Stock - Domestic9202531016972,965SH SOLE 2,96500
VALVOLINE INCCommon Stock - Domestic92047W10158218,663SH SOLE 18,66300
VANDA PHARMACEUTICALS INCCommon Stock - Domestic9216591081,21070,612SH SOLE 70,61200
VECTOR GROUP LTDCorporate Bond - Domestic92240MBL111,35611,345,000PRN SOLE 11,345,00000
VEEVA SYS INCCommon Stock - Domestic922475108220763SH SOLE 76300
VENTAS INCREIT - Domestic92276F1001,32824,056SH SOLE 24,05600
VERA BRADLEY INCCommon Stock - Domestic92335C1061,138120,942SH SOLE 120,94200
VERISIGN INCCommon Stock - Domestic92343E1024,05319,772SH SOLE 19,77200
VERIZON COMMUNICATIONS INCCommon Stock - Domestic92343V10415,102279,620SH SOLE 279,62000
VERISK ANALYTICS INCCommon Stock - Domestic92345Y1062,83014,132SH SOLE 14,13200
VERTEX PHARMACEUTICALS INCCommon Stock - Domestic92532F1005,24028,888SH SOLE 28,88800
VIASAT INCCommon Stock - Domestic92552V1003696,693SH SOLE 6,69300
VIACOMCBS INCCommon Stock - Domestic92556H2061,22831,089SH SOLE 31,08900
VIATRIS INCCommon Stock - Domestic92556V1061,546114,120SH SOLE 114,12000
VICI PPTYS INCCorporate Bond - Domestic92564RAB14,9624,610,000PRN SOLE 4,610,00000
VICTORIAS SECRET AND COCommon Stock - Domestic9264001022,64247,815SH SOLE 47,81500
VIR BIOTECHNOLOGY INCCommon Stock - Domestic92764N1028182SH SOLE 18200
VISA INCCommon Stock - Domestic92826C83922,02798,885SH SOLE 98,88500
VISHAY INTERTECHNOLOGY INCCommon Stock - Domestic92829810829514,681SH SOLE 14,68100
VISTA OUTDOOR INCCommon Stock - Domestic9283771005,287131,163SH SOLE 131,16300
VISTEON CORPCommon Stock - Domestic92839U2062933,106SH SOLE 3,10600
VMWARE INCCommon Stock - Domestic92856340216,569111,427SH SOLE 111,42700
VODAFONE GROUP PLC NEWCommon Stock - Foreign US$92857W3082,802181,339SH SOLE 181,33900
VONAGE HLDGS CORPCommon Stock - Domestic92886T201815,045SH SOLE 5,04500
VONTIER CORPORATIONCommon Stock - Domestic9288811013,540105,349SH SOLE 105,34900
VORNADO RLTY TRREIT - Domestic92904210943510,351SH SOLE 10,35100
VULCAN MATLS COCommon Stock - Domestic9291601091,1977,074SH SOLE 7,07400
WMG ACQUISITION CORPCorporate Bond - Domestic92933BAQ74,9824,785,000PRN SOLE 4,785,00000
WEC ENERGY GROUP INCCommon Stock - Domestic92939U1063,74942,511SH SOLE 42,51100
WABTECCommon Stock - Domestic92974010890010,442SH SOLE 10,44200
WALMART INCCommon Stock - Domestic93114210315,379110,338SH SOLE 110,33800
WALGREENS BOOTS ALLIANCE INC COMCommon Stock - Domestic9314271085,430115,399SH SOLE 115,39900
WASHINGTON FED INCCommon Stock - Domestic9388241092687,802SH SOLE 7,80200
WASTE CONNECTIONS INCCommon Stock - Foreign US$94106B1012692,137SH SOLE 2,13700
WASTE MGMT INC DELCommon Stock - Domestic94106L1096,15441,205SH SOLE 41,20500
WATERS CORPCommon Stock - Domestic9418481031,7764,971SH SOLE 4,97100
WATSCO INCCommon Stock - Domestic9426222008963,386SH SOLE 3,38600
WAYFAIR INCCommon Stock - Domestic94419L101164642SH SOLE 64200
WEBSTER FINL CORP CONNCommon Stock - Domestic9478901095069,288SH SOLE 9,28800
WELLS FARGO CO NEWCommon Stock - Domestic94974610112,156261,916SH SOLE 261,91600
WELLTOWER INCREIT - Domestic95040Q1042,17726,417SH SOLE 26,41700
WENDYS COCommon Stock - Domestic95058W10051323,678SH SOLE 23,67800
WERNER ENTERPRISES INCCommon Stock - Domestic9507551082605,872SH SOLE 5,87200
WESCO DISTR INCCorporate Bond - Domestic95081QAP913,47112,150,000PRN SOLE 12,150,00000
WEST PHARMACEUTICAL SVSC INC COMCommon Stock - Domestic9553061052,3475,528SH SOLE 5,52800
WESTERN DIGITAL CORP.Common Stock - Domestic95810210589115,795SH SOLE 15,79500
WESTERN MIDSTREAM OPER LPCorporate Bond - Domestic958667AC14,9844,505,000PRN SOLE 4,505,00000
WESTERN MIDSTREAM PARTNERS LP COM UNIT LP INTCommon Stock - Partnership Domestic95866910324111,489SH SOLE 11,48900
WESTERN UN COCommon Stock - Domestic95980210951725,549SH SOLE 25,54900
WESTLAKE CHEM CORPCommon Stock - Domestic9604131026,03366,198SH SOLE 66,19800
WESTROCK COCommon Stock - Domestic96145D1058,698174,553SH SOLE 174,55300
WEX INCCommon Stock - Domestic96208T1041,0846,155SH SOLE 6,15500
WEYERHAEUSER CO MTN BEREIT - Domestic96216610415,426433,684SH SOLE 433,68400
WHEATON PRECIOUS METALS CORP COMCommon Stock - Foreign US$9628791021293,440SH SOLE 3,44000
WHIRLPOOL CORPCommon Stock - Domestic96332010611,61856,989SH SOLE 56,98900
WILEY JOHN & SONS INCCommon Stock - Domestic9682232062344,478SH SOLE 4,47800
WILLIAMS COS INCCommon Stock - Domestic9694571003,753144,691SH SOLE 144,69100
WILLIAMS SCOTSMAN INTL INCCorporate Bond - Domestic96950GAE25,0854,875,000PRN SOLE 4,875,00000
WILLIAMS SONOMA INCCommon Stock - Domestic9699041018,90950,241SH SOLE 50,24100
WINGSTOP INCCommon Stock - Domestic9741551036924,224SH SOLE 4,22400
WINNEBAGO INDS INCCommon Stock - Domestic9746371004,81066,386SH SOLE 66,38600
WINTRUST FINL CORPCommon Stock - Domestic97650W1084705,854SH SOLE 5,85400
WOLVERINE WORLD WIDE INCCommon Stock - Domestic9780971035,639188,974SH SOLE 188,97400
WOLVERINE WORLD WIDE INCCorporate Bond - Domestic978097AG85,0314,975,000PRN SOLE 4,975,00000
WOODWARD INCCommon Stock - Domestic9807451037126,293SH SOLE 6,29300
WORKDAY INCCommon Stock - Domestic98138H1011,7296,921SH SOLE 6,92100
WORLD FUEL SVCS CORPCommon Stock - Domestic9814751067,939236,139SH SOLE 236,13900
WORLD WRESTLING ENTMT INCCommon Stock - Domestic98156Q1082714,815SH SOLE 4,81500
WORTHINGTON INDS INCCommon Stock - Domestic9818111021873,552SH SOLE 3,55200
WW INTL INCCorporate Bond - Domestic98262PAA911,29511,540,000PRN SOLE 11,540,00000
TRAVEL PLUS LEISURE COCorporate Bond - Domestic98310WAS712,66611,110,000PRN SOLE 11,110,00000
WYNDHAM HOTELS & RESORTS INC COMCommon Stock - Domestic98311A1051,01813,187SH SOLE 13,18700
WYNDHAM HOTELS & RESORTS INC SR GLBL 144A 28Corporate Bond - Domestic98311AAB15,1164,895,000PRN SOLE 4,895,00000
WYNN LAS VEGAS LLC / WYNNCorporate Bond - Domestic983130AX39,8569,745,000PRN SOLE 9,745,00000
WYNN RESORTS LTDCommon Stock - Domestic9831341074455,246SH SOLE 5,24600
XPO LOGISTICS INCCommon Stock - Domestic9837931001,04213,094SH SOLE 13,09400
XCEL ENERGY INCCommon Stock - Domestic98389B1005,05080,797SH SOLE 80,79700
XPERI HOLDING CORPCommon Stock - Domestic98390M1037,456395,766SH SOLE 395,76600
XILINX INCCommon Stock - Domestic9839191013,38222,399SH SOLE 22,39900
XYLEM INCCommon Stock - Domestic98419M1001,31410,622SH SOLE 10,62200
XEROX HOLDINGS CORPCommon Stock - Domestic98421M1062,958146,677SH SOLE 146,67700
YELP INCCommon Stock - Domestic9858171052707,255SH SOLE 7,25500
YETI HLDGS INCCommon Stock - Domestic98585X10495211,114SH SOLE 11,11400
YUM BRANDS INCCommon Stock - Domestic9884981014,16634,061SH SOLE 34,06100
YUM BRANDS INCCorporate Bond - Domestic988498AN110,97710,905,000PRN SOLE 10,905,00000
ZEBRA TECHNOLOGIES CORPORATION CL ACommon Stock - Domestic9892071051,4442,801SH SOLE 2,80100
ZILLOW GROUP INCCommon Stock - Domestic98954M10125286SH SOLE 28600
ZILLOW GROUP INCCommon Stock - Domestic98954M2001822,060SH SOLE 2,06000
ZIMMER BIOMET HOLDINGS INCCommon Stock - Domestic98956P1022,32615,891SH SOLE 15,89100
ZIONS BANCORPORATION N ACommon Stock - Domestic98970110776112,290SH SOLE 12,29000
ZOETIS INCCommon Stock - Domestic98978V1038,28142,654SH SOLE 42,65400
ZOOMINFO TECHNOLOGIES INCCommon Stock - Domestic98980F1041221,986SH SOLE 1,98600
ZOOM VIDEO COMMUNICATIONS INC CL ACommon Stock - Domestic98980L1012,3158,854SH SOLE 8,85400
ZUMIEZ INCCommon Stock - Domestic9898171015,430136,571SH SOLE 136,57100
MMC NORILSK NICKELCommon Stock - Foreign US$00BYSW6D01535,122SH SOLE 5,12200
TATNEFT PJSCCommon Stock - Foreign US$00BYY37Q71132,570SH SOLE 2,57000
OIL CO LUKOIL PJSCCommon Stock - Foreign US$00BYZDW271992,077SH SOLE 2,07700
ADIENT PLCCommon Stock - Foreign US$G0084W10154013,026SH SOLE 13,02600
ALLEGION PLCCommon Stock - Foreign US$G0176J1098046,083SH SOLE 6,08300
AMCOR PLCCommon Stock - Foreign US$G0250X10794281,234SH SOLE 81,23400
AMDOCS LTDCommon Stock - Foreign US$G026021033,48245,990SH SOLE 45,99000
AON PLCCommon Stock - Foreign US$G0403H1083,51912,313SH SOLE 12,31300
ATLASSIAN CORP PLCCommon Stock - Foreign US$G062421042,0775,306SH SOLE 5,30600
ACCENTURE PLC IRELANDCommon Stock - Foreign US$G1151C10112,85540,182SH SOLE 40,18200
MIMECAST LTDCommon Stock - Foreign US$G148381094046,350SH SOLE 6,35000
BROOKFIELD PPTY PFD L PPreferred Stock - Foreign US$G1624R107131SH SOLE 3100
CAPRI HOLDINGS LTDCommon Stock - Foreign US$G1890L1071,52031,400SH SOLE 31,40000
COCA-COLA EUROPACIFIC PARTNERS SHSCommon Stock - Foreign US$G25839104891,608SH SOLE 1,60800
EATON CORP PLCCommon Stock - Foreign US$G291831033,31922,227SH SOLE 22,22700
ESSENT GROUP LTDCommon Stock - Foreign US$G3198U10251111,615SH SOLE 11,61500
EVEREST RE GROUP LTDCommon Stock - Foreign US$G3223R1085542,208SH SOLE 2,20800
GENPACT LIMITEDCommon Stock - Foreign US$G3922B10786918,297SH SOLE 18,29700
HELEN OF TROY LTDCommon Stock - Foreign US$G4388N1065632,508SH SOLE 2,50800
JANUS HENDERSON GROUP PLCCommon Stock - Foreign US$G4474Y21495623,125SH SOLE 23,12500
IHS MARKIT LTDCommon Stock - Foreign US$G475671052,42620,801SH SOLE 20,80100
INVESCO LTDCommon Stock - Foreign US$G491BT10855723,100SH SOLE 23,10000
JAZZ PHARMACEUTICALS PLCCommon Stock - Foreign US$G508711058756,723SH SOLE 6,72300
JOHNSON CTLS INTL PLCCommon Stock - Foreign US$G515021052,54937,435SH SOLE 37,43500
LINDE PLCCommon Stock - Foreign US$G5494J1037,99727,257SH SOLE 27,25700
LIVANOVA PLCCommon Stock - Foreign US$G5509L1016027,597SH SOLE 7,59700
MEDTRONIC PLCCommon Stock - Foreign US$G5960L10311,70393,366SH SOLE 93,36600
APTIV PLCCommon Stock - Foreign US$G6095L1092,09114,039SH SOLE 14,03900
NIELSEN HLDGS PLCCommon Stock - Foreign US$G6518L10839220,422SH SOLE 20,42200
NORWEGIAN CRUISE LINE HLDG LTD SHSCommon Stock - Foreign US$G6672110457021,356SH SOLE 21,35600
NVENT ELECTRIC PLCCommon Stock - Foreign US$G6700G10770521,817SH SOLE 21,81700
RENAISSANCERE HLDGS LTDCommon Stock - Foreign US$G7496G1036494,656SH SOLE 4,65600
SEAGATE TECHNOLOGY HLDNGS PLC ORD SHSCommon Stock - Foreign US$G7997R10386410,475SH SOLE 10,47500
PENTAIR PLCCommon Stock - Foreign US$G7S00T1046959,567SH SOLE 9,56700
SIGNET JEWELERS LIMITEDCommon Stock - Foreign US$G812761008,927113,053SH SOLE 113,05300
STERIS PLCCommon Stock - Foreign US$G8473T1003,68018,013SH SOLE 18,01300
TRANE TECHNOLOGIES PLCCommon Stock - Foreign US$G8994E1032,64515,320SH SOLE 15,32000
WILLIS TOWERS WATSON PLC LTD SHSCommon Stock - Foreign US$G966291031,6617,144SH SOLE 7,14400
PERRIGO CO PLCCommon Stock - Foreign US$G9782210362613,225SH SOLE 13,22500
CHUBB LIMITEDCommon Stock - Foreign US$H1467J1044,26824,602SH SOLE 24,60200
GARMIN LTDCommon Stock - Foreign US$H2906T1093,41621,973SH SOLE 21,97300
TE CONNECTIVITY LTDCommon Stock - Foreign US$H849891042,36217,212SH SOLE 17,21200
SPOTIFY TECHNOLOGY S ACommon Stock - Foreign US$L8681T102219971SH SOLE 97100
CHECK POINT SOFTWARE TECH LTD ORDCommon Stock - Foreign US$M224651045865,187SH SOLE 5,18700
CYBERARK SOFTWARE LTDCommon Stock - Foreign US$M2682V10851323SH SOLE 32300
FIVERR INTL LTDCommon Stock - Foreign US$M4R82T10625138SH SOLE 13800
INMODE LTDCommon Stock - Foreign US$M5425M1031274SH SOLE 7400
JFROG LTDCommon Stock - Foreign US$M6191J100387SH SOLE 8700
KORNIT DIGITAL LTDCommon Stock - Foreign US$M6372Q11346319SH SOLE 31900
NOVA LTDCommon Stock - Foreign US$M7516K103552SH SOLE 5200
TARO PHARMACEUTICAL INDS LTD SHSCommon Stock - Foreign US$M8737E108696SH SOLE 9600
WIX COM LTDCommon Stock - Foreign US$M9806810586438SH SOLE 43800
ZIM INTEGRATED SHIPPING SERV SHSCommon Stock - Foreign US$M9T9511098165SH SOLE 16500
ASML HOLDING N VCommon Stock - Foreign US$N070592106,9109,274SH SOLE 9,27400
CNH INDL N VCommon Stock - Foreign US$N209441091348,067SH SOLE 8,06700
LYONDELLBASELL INDUSTRIES N V SHS - A -Common Stock - Foreign US$N537451001,27913,625SH SOLE 13,62500
NXP SEMICONDUCTORS N VCommon Stock - Foreign US$N6596X1094,47222,832SH SOLE 22,83200
QIAGEN NVCommon Stock - Foreign US$N7248212317320SH SOLE 32000
UNIQURE NVCommon Stock - Foreign US$N900641015,348167,060SH SOLE 167,06000
ROYAL CARIBBEAN GROUPCommon Stock - Foreign US$V7780T1031,08112,155SH SOLE 12,15500
DORIAN LPG LTDCommon Stock - Foreign US$Y2106R1103,013242,780SH SOLE 242,78000