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

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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
AAON INC COM PAR $0.004 000360206 5,612 89,659 SH   OTR 1 89,659 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 479 21,829 SH   SOLE 1 21,829 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 31,919 140,749 SH   SOLE 1 140,749 0 0
ALPHABET INC CAP STK CL C 02079K107 4,153 1,657 SH   OTR 1 1,657 0 0
ALPHABET INC CAP STK CL C 02079K107 62,643 24,994 SH   SOLE 1 24,994 0 0
AMARIN CORP PLC SPONS ADR NEW 023111206 3 724 SH   SOLE 1 724 0 0
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L203 1,368 44,056 SH   SOLE 1 44,056 0 0
BAIDU INC SPON ADR REP A 056752108 33,204 162,845 SH   SOLE 1 162,845 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 5,409 1,054,315 SH   SOLE 1 1,054,315 0 0
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 443 54,000 SH   SOLE 1 54,000 0 0
BENTLEY SYS INC COM CL B 08265T208 568 8,764 SH   SOLE 1 8,764 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 21,315 76,696 SH   SOLE 1 76,696 0 0
BILIBILI INC SPONS ADS REP Z 090040106 4,555 37,388 SH   SOLE 1 37,388 0 0
BIONTECH SE SPONSORED ADS 09075V102 35 157 SH   SOLE 1 157 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 612 44,657 SH   SOLE 1 44,657 0 0
BROWN FORMAN CORP CL B 115637209 1,189 15,864 SH   SOLE 1 15,864 0 0
CAMDEN PPTY TR SH BEN INT 133131102 4,438 33,452 SH   SOLE 1 33,452 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 1,167 44,272 SH   SOLE 1 44,272 0 0
CELLECTIS S A SPON ADS 15117K103 1 40 SH   SOLE 1 40 0 0
CIMPRESS PLC SHS EURO G2143T103 1,010 9,316 SH   OTR 1 9,316 0 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 822 29,370 SH   SOLE 1 29,370 0 0
CRISPR THERAPEUTICS AG NAMEN AKT H17182108 24 149 SH   SOLE 1 149 0 0
CRITEO S A SPONS ADS 226718104 627 13,861 SH   OTR 1 13,861 0 0
DELL TECHNOLOGIES INC CL C 24703L202 1,259 12,627 SH   SOLE 1 12,627 0 0
DISCOVERY INC COM SER A 25470F104 349 11,369 SH   SOLE 1 11,369 0 0
DISCOVERY INC COM SER C 25470F302 697 24,061 SH   SOLE 1 24,061 0 0
DIVERSIFIED HEALTHCARE TR COM SH BEN INT 25525P107 249 59,585 SH   SOLE 1 59,585 0 0
EPR PPTYS COM SH BEN INT 26884U109 1,005 19,076 SH   SOLE 1 19,076 0 0
EQUITY COMWLTH COM SH BEN INT 294628102 796 30,375 SH   SOLE 1 30,375 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 9,032 117,303 SH   SOLE 1 117,303 0 0
FEDERAL RLTY INVT TR SH BEN INT NEW 313747206 2,223 18,970 SH   SOLE 1 18,970 0 0
FEDERATED HERMES INC CL B 314211103 214 6,300 SH   SOLE 1 6,300 0 0
FIRST TR EXCHANGE-TRADED FD NAT GAS ETF 33733E807 274 16,700 SH   SOLE 1 16,700 0 0
FLEXSHARES TR MORNSTAR UPSTR 33939L407 126 3,300 SH   SOLE 1 3,300 0 0
FREEPORT-MCMORAN INC CL B 35671D857 1,935 52,167 PRN   DFND 4 52,167 0 0
FREEPORT-MCMORAN INC CL B 35671D857 2,883 77,680 SH   SOLE 1 77,680 0 0
GDS HLDGS LTD SPONSORED ADS 36165L108 71 900 SH   SOLE 1 900 0 0
GENMAB A/S SPONSORED ADS 372303206 4 86 SH   SOLE 1 86 0 0
GERDAU SA SPON ADR REP PFD 373737105 1,831 310,300 SH   SOLE 1 310,300 0 0
GLOBAL X FDS SOCIAL MED ETF 37950E416 125,597 1,735,000 SH   SOLE 1 1,735,000 0 0
GLOBAL X FDS TELMDC&DIG ETF 37954Y285 70,542 3,655,000 SH   SOLE 1 3,655,000 0 0
GLOBAL X FDS VDEO GAM ESPRT 37954Y392 61,354 1,898,909 SH   SOLE 1 1,898,909 0 0
GLOBAL X FDS E COMMERCE ETF 37954Y467 98,072 2,852,587 SH   SOLE 1 2,852,587 0 0
GLOBAL X FDS ARTIFICIAL ETF 37954Y632 44,624 1,463,079 SH   SOLE 1 1,463,079 0 0
GLOBAL X FDS CONSCIOUS COS 37954Y731 298,575 9,540,000 SH   SOLE 1 9,540,000 0 0
GLOBAL X FDS REIT ETF 37950E127 189 19,186 PRN   DFND 4 19,186 0 0
GLOBAL X FDS REIT ETF 37950E127 34,615 3,500,000 SH   SOLE 1 3,500,000 0 0
GRIFOLS S A SP ADR REP B NVT 398438408 4 224 SH   SOLE 1 224 0 0
HDFC BANK LTD SPONSORED ADS 40415F101 676 9,241 SH   SOLE 1 9,241 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 140,726 5,270,624 SH   OTR 1 5,270,624 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 1,513 56,656 SH   SOLE 1 56,656 0 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 88 8,206 SH   SOLE 1 8,206 0 0
HUTCHMED CHINA LTD SPONSORED ADS 44842L103 4 97 SH   SOLE 1 97 0 0
I MAB SPONSORED ADS 44975P103 5 63 SH   SOLE 1 63 0 0
INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 430 16,447 SH   SOLE 1 16,447 0 0
INSMED INC COM PAR $.01 457669307 6 204 SH   SOLE 1 204 0 0
INVESCO DB COMMDY INDX TRCK UNIT 46138B103 2 100 SH   SOLE 1 100 0 0
INVESCO DB MULTI-SECTOR COMM AGRICULTURE FD 46140H106 2,420 129,900 SH   SOLE 1 129,900 0 0
INVESCO DB MULTI-SECTOR COMM BASE METALS FD 46140H700 263 13,000 SH   SOLE 1 13,000 0 0
INVESCO EXCH TRADED FD TR II S&P500 LOW VOL 46138E354 1,176 19,300 SH   SOLE 1 19,300 0 0
INVESCO EXCH TRADED FD TR II S&P500 HDL VOL 46138E362 383 8,700 SH   SOLE 1 8,700 0 0
INVESCO EXCH TRADED FD TR II FTSE RAFI EMNG 46138E727 7,673 328,600 SH   SOLE 1 328,600 0 0
INVESCO QQQ TR UNIT SER 1 46090E103 8,200 23,137 PRN   DFND 4 23,137 0 0
INVESCO QQQ TR UNIT SER 1 46090E103 7,727 21,800 SH   SOLE 1 21,800 0 0
ISHARES TR MSCI USA MIN VOL 46429B697 3,202 43,500 SH   SOLE 1 43,500 0 0
ISHARES INC MSCI BRAZIL ETF 464286400 48 1,180 SH   SOLE 1 1,180 0 0
ISHARES INC MSCI CDA ETF 464286509 648 17,395 SH   SOLE 1 17,395 0 0
ISHARES INC MSCI EMERG MRKT 464286533 1,392 21,700 SH   SOLE 1 21,700 0 0
ISHARES INC MSCI PAC JP ETF 464286665 654 12,657 SH   SOLE 1 12,657 0 0
ISHARES INC MSCI MEXICO ETF 464286822 24 500 SH   SOLE 1 500 0 0
ISHARES INC CORE MSCI EMKT 46434G103 7,296 108,910 SH   SOLE 1 108,910 0 0
ISHARES INC MSCI GBL ETF NEW 46434G848 402 8,900 SH   SOLE 1 8,900 0 0
ISHARES SILVER TR ISHARES 46428Q109 513 21,200 SH   SOLE 1 21,200 0 0
ISHARES TR CORE S&P500 ETF 464287200 27,188 63,240 SH   SOLE 1 63,240 0 0
ISHARES TR CORE US AGGBD ET 464287226 15,281 132,500 SH   SOLE 1 132,500 0 0
ISHARES TR IBOXX INV CP ETF 464287242 12,737 94,800 SH   SOLE 1 94,800 0 0
ISHARES TR GLOBAL ENERG ETF 464287341 125 4,700 SH   SOLE 1 4,700 0 0
ISHARES TR ISHARES BIOTECH 464287556 1,177 7,190 SH   SOLE 1 7,190 0 0
ISHARES TR U.S. BAS MTL ETF 464287838 378 2,900 SH   SOLE 1 2,900 0 0
ISHARES TR IBOXX HI YD ETF 464288513 11,436 129,900 SH   SOLE 1 129,900 0 0
ISHARES TR CRE U S REIT ETF 464288521 44 760 SH   SOLE 1 760 0 0
ISHARES TR I NTL SEL DIV ETF 464288448 1,312 40,500 SH   SOLE 1 40,500 0 0
ITAU UNIBANCO HLDG S A SPON ADR REP PFD 465562106 5,081 845,347 SH   SOLE 1 845,347 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 536 3,016 SH   SOLE 1 3,016 0 0
JOYY INC ADS REPSTG COM A 46591M109 666 10,100 SH   SOLE 1 10,100 0 0
KE HLDGS INC SPONSORED ADS 482497104 408 8,550 SH   SOLE 1 8,550 0 0
LEGEND BIOTECH CORP SPONSORED ADS 52490G102 2 40 SH   SOLE 1 40 0 0
LIBERTY BROADBAND CORP COM SER A 530307107 243 1,445 SH   SOLE 1 1,445 0 0
LIBERTY BROADBAND CORP COM SER C 530307305 1,896 10,918 SH   SOLE 1 10,918 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 489 18,081 SH   SOLE 1 18,081 0 0
LIBERTY MEDIA CORP DEL COM A SIRIUSXM 531229409 232 4,978 SH   SOLE 1 4,978 0 0
LIBERTY MEDIA CORP DEL COM C SIRIUSXM 531229607 342 7,373 SH   SOLE 1 7,373 0 0
LIBERTY MEDIA CORP DEL COM SER C FRMLA 531229854 767 15,904 SH   OTR 1 15,904 0 0
LIBERTY MEDIA CORP DEL COM SER C FRMLA 531229854 471 9,762 SH   SOLE 1 9,762 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 40 387 SH   OTR 1 387 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 1,832 17,809 SH   SOLE 1 17,809 0 0
MCCORMICK & CO INC COM NON VTG 579780206 1,185 13,422 SH   SOLE 1 13,422 0 0
MOLSON COORS BEVERAGE CO CL B 60871R209 536 9,977 SH   SOLE 1 9,977 0 0
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 908 17,954 SH   SOLE 1 17,954 0 0
NETEASE INC SPONSORED ADS 64110W102 4,638 40,242 SH   SOLE 1 40,242 0 0
NEWS CORP NEW CL B 65249B208 12 511 SH   SOLE 1 511 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 60 2,419 SH   SOLE 1 2,419 0 0
NIKE INC CL B 654106103 852 5,521 PRN   DFND 4 5,521 0 0
NIKE INC CL B 654106103 249 1,614 SH   OTR 1 1,614 0 0
NIKE INC CL B 654106103 17,283 111,871 SH   SOLE 1 111,871 0 0
NIO INC SPON ADS 62914V106 3,200 60,150 SH   SOLE 1 60,150 0 0
OFFICE PPTYS INCOME TR COM SHS BEN INT 67623C109 357 12,194 SH   SOLE 1 12,194 0 0
ORCHARD THERAPEUTICS PLC ADS 68570P101 1 133 SH   SOLE 1 133 0 0
ORGANON & CO COMMON STOCK ADDED 68622V106 17 560 SH   OTR 1 560 0 0
ORGANON & CO COMMON STOCK ADDED 68622V106 52 1,707 SH   SOLE 1 1,707 0 0
PENNSYLVANIA REAL ESTATE INV SH BEN INT 709102107 42 17,000 SH   SOLE 1 17,000 0 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 4,043 342,300 SH   SOLE 1 342,300 0 0
PINDUODUO INC SPONSORED ADS 722304102 2,663 20,967 SH   SOLE 1 20,967 0 0
REDHILL BIOPHARMA LTD SPONSORED ADS 757468103 0 70 SH   SOLE 1 70 0 0
RPT REALTY SH BEN INT 74971D101 283 21,769 SH   SOLE 1 21,769 0 0
RYANAIR HOLDINGS PLC SPONSORED ADS 783513203 1,436 13,270 SH   OTR 1 13,270 0 0
SCHLUMBERGER LTD COM STK 806857108 2,448 76,487 SH   SOLE 1 76,487 0 0
SEA LTD SPONSORD ADS 81141R100 3,103 11,300 SH   SOLE 1 11,300 0 0
SEA LTD SPONSORD ADS 81141R100 1,291 4,700 SH   SOLE 1 4,700 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 642 7,800 SH   SOLE 1 7,800 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 253 4,700 SH   SOLE 1 4,700 0 0
SERVICE PPTYS TR COM SH BEN INT 81761L102 543 43,128 SH   SOLE 1 43,128 0 0
SPDR DOW JONES INDL AVERAGE UT SER 1 78467X109 8,203 23,780 SH   SOLE 1 23,780 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 6,171 14,418 PRN   DFND 4 14,418 0 0
SPDR SER TR S&P OILGAS EXP 78468R556 138 1,425 SH   SOLE 1 1,425 0 0
SPDR SER TR S&P METALS MNG 78464A755 775 18,000 SH   SOLE 1 18,000 0 0
STERIS PLC SHS USD G8473T100 876 4,248 SH   OTR 1 4,248 0 0
STERIS PLC SHS USD G8473T100 947 4,589 SH   SOLE 1 4,589 0 0
TERNIUM SA SPONSORED ADS 880890108 3 70 SH   SOLE 1 70 0 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS 881624209 831 83,987 SH   OTR 1 83,987 0 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS 881624209 514 51,915 SH   SOLE 1 51,915 0 0
TRIP COM GROUP LTD ADS 89677Q107 1,427 40,237 SH   SOLE 1 40,237 0 0
UNDER ARMOUR INC CL C 904311206 21 1,148 SH   SOLE 1 1,148 0 0
UNITED PARCEL SERVICE INC CL B 911312106 473 2,275 SH   OTR 1 2,275 0 0
UNITED PARCEL SERVICE INC CL B 911312106 9,058 43,555 SH   SOLE 1 43,555 0 0
UNITED STS BRENT OIL FD LP UNIT 91167Q100 1,188 61,700 SH   SOLE 1 61,700 0 0
UNITED STS NAT GAS FD LP UNIT PAR 912318300 877 67,075 SH   SOLE 1 67,075 0 0
UNIVERSAL HEALTH RLTY INCOME SH BEN INT 91359E105 196 3,189 SH   SOLE 1 3,189 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 611 4,170 SH   SOLE 1 4,170 0 0
VALE S A SPONSORED ADS 91912E105 6,642 291,194 SH   SOLE 1 291,194 0 0
VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 248 7,300 SH   SOLE 1 7,300 0 0
VANECK VECTORS ETF TR RUSSIA ETF 92189F403 29 1,000 SH   SOLE 1 1,000 0 0
VANECK VECTORS ETF TR AGRIBUSINESS ETF 92189F700 1,029 11,300 SH   SOLE 1 11,300 0 0
VANGUARD INDEX FDS REAL ESTATE ETF 922908553 4,112 40,400 SH   SOLE 1 40,400 0 0
VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 4,020 48,600 SH   SOLE 1 48,600 0 0
VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 1,882 17,600 SH   SOLE 1 17,600 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 2,786 29,300 SH   SOLE 1 29,300 0 0
VANGUARD WHITEHALL FDS HIGH DIV YLD 921946406 916 8,740 SH   SOLE 1 8,740 0 0
VIACOMCBS INC CL B 92556H206 2,004 44,327 SH   SOLE 1 44,327 0 0
VIPSHOP HOLDINGS LIMITED SPONSORED ADS A 92763W103 112 5,600 SH   SOLE 1 5,600 0 0
VORNADO RLTY TR SH BEN INT 929042109 2,736 58,630 SH   SOLE 1 58,630 0 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 511 22,227 SH   SOLE 1 22,227 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 1,001 31,223 SH   SOLE 1 31,223 0 0
XPENG INC ADS 98422D105 1,075 24,200 SH   SOLE 1 24,200 0 0
ZILLOW GROUP INC CL C CAP STK 98954M200 884 7,236 SH   SOLE 1 7,236 0 0
10X GENOMICS INC CL COM 88025U109 1,036 5,292 SH   SOLE 1 5,292 0 0
2U COM 90214J101 65 1,565 SH   SOLE 1 1,565 0 0
3M COM 88579Y101 15,377 77,414 SH   SOLE 1 77,414 0 0
ABBOTT COM 002824100 531 4,581 SH   OTR 1 4,581 0 0
ABBOTT COM 002824100 11,568 99,787 SH   SOLE 1 99,787 0 0
ABBVIE COM 00287Y109 11,652 103,445 SH   SOLE 1 103,445 0 0
ABCAM PLC ADS 000380204 202 10,587 SH   OTR 1 10,587 0 0
ABERDEEN STD PLATINUM ETF TR PHYSCL SHS 003260106 642 6,400 SH   SOLE 1 6,400 0 0
ABIOMED COM 003654100 771 2,471 SH   SOLE 1 2,471 0 0
AC IMMUNE SHS H00263105 1 158 SH   SOLE 1 158 0 0
ACADIA PHARMACEUTICALS COM 004225108 8 317 SH   SOLE 1 317 0 0
ACCELERON PHARMA COM 00434H108 15 120 SH   SOLE 1 120 0 0
ACCENTURE PLC IRELAND CLASS A G1151C101 324 1,098 SH   OTR 1 1,098 0 0
ACCENTURE PLC IRELAND CLASS A G1151C101 10,199 34,598 SH   SOLE 1 34,598 0 0
ACTIVISION BLIZZARD COM 00507V109 281 2,947 SH   OTR 1 2,947 0 0
ACTIVISION BLIZZARD COM 00507V109 8,225 86,182 SH   SOLE 1 86,182 0 0
ADAPTIMMUNE THERAPEUTICS PLC ADR 00653A107 1 256 SH   SOLE 1 256 0 0
ADAPTIVE BIOTECHNOLOGIES COM 00650F109 11 276 SH   SOLE 1 276 0 0
ADICET BIO COM 007002108 1 59 SH   SOLE 1 59 0 0
ADOBE SYSTEMS COM 00724F101 1,812 3,095 PRN   DFND 4 3,095 0 0
ADOBE SYSTEMS COM 00724F101 757 1,292 SH   OTR 1 1,292 0 0
ADOBE SYSTEMS COM 00724F101 26,459 45,180 SH   SOLE 1 45,180 0 0
ADVANCE AUTO PARTS COM 00751Y106 741 3,611 SH   SOLE 1 3,611 0 0
ADVANCED DRAIN SYS INC COM 00790R104 2,961 25,400 SH   SOLE 1 25,400 0 0
ADVANCED MICRO DEVICES COM 007903107 12,066 128,459 PRN   DFND 4 128,459 0 0
ADVANCED MICRO DEVICES COM 007903107 10,255 109,182 SH   SOLE 1 109,182 0 0
ADVERUM BIOTECHNOLOGIES COM 00773U108 1 183 SH   SOLE 1 183 0 0
AECOM COM 00766T100 2,799 44,200 SH   SOLE 1 44,200 0 0
AEGLEA BIOTHERAPEUTICS COM 00773J103 1 98 SH   SOLE 1 98 0 0
AERCAP HOLDINGS SHS N00985106 2,177 42,516 SH   OTR 1 42,516 0 0
AERIE PHARMACEUTICALS COM 00771V108 2 102 SH   SOLE 1 102 0 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 28,121 15,146,000 PRN   DFND 3,5,2 15,146,000 0 0
AES COM 00130H105 947 36,336 SH   SOLE 1 36,336 0 0
AFFIMED N COM N01045108 2 186 SH   SOLE 1 186 0 0
AFLAC COM 001055102 283 5,267 SH   OTR 1 5,267 0 0
AFLAC COM 001055102 1,893 35,283 SH   SOLE 1 35,283 0 0
AFYA LTD CL COM G01125106 53 2,075 SH   SOLE 1 2,075 0 0
AGILENT TECHNOLOGIES COM 00846U101 3,066 20,740 SH   SOLE 1 20,740 0 0
AGIOS PHARMACEUTICALS COM 00847X104 7 122 SH   SOLE 1 122 0 0
AGNC INVT COM 00123Q104 433 25,659 SH   SOLE 1 25,659 0 0
AGREE RLTY COM 008492100 86,487 1,226,946 SH   OTR 1 1,226,946 0 0
AGREE RLTY COM 008492100 1,265 17,940 SH   SOLE 1 17,940 0 0
AIR PRODS & CHEMS COM 009158106 228 793 SH   OTR 1 793 0 0
AIR PRODS & CHEMS COM 009158106 3,724 12,945 SH   SOLE 1 12,945 0 0
AIRBNB INC CL A 009066101 1,068 6,972 SH   SOLE 1 6,972 0 0
AKAMAI TECHNOLOGIES COM 00971T101 1,430 12,264 SH   SOLE 1 12,264 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 38,008 29,000,000 PRN   DFND 3,5,2 29,000,000 0 0
AKEBIA THERAPEUTICS COM 00972D105 1 316 SH   SOLE 1 316 0 0
AKERO THERAPEUTICS COM 00973Y108 2 65 SH   SOLE 1 65 0 0
AKOUOS COM 00973J101 1 65 SH   SOLE 1 65 0 0
ALASKA AIR GROUP COM 011659109 43 721 SH   SOLE 1 721 0 0
ALBEMARLE COM 012653101 139 823 SH   OTR 1 823 0 0
ALBEMARLE COM 012653101 3,207 19,036 SH   SOLE 1 19,036 0 0
ALECTOR COM 014442107 3 149 SH   SOLE 1 149 0 0
ALEXANDER & BALDWIN INC COM 014491104 352 19,220 SH   SOLE 1 19,220 0 0
ALEXANDERS COM 014752109 137 510 SH   SOLE 1 510 0 0
ALEXANDRIA REAL ESTATE EQ COM 015271109 8,341 45,845 SH   SOLE 1 45,845 0 0
ALEXION PHARMACEUTICALS COM 015351109 3,086 16,799 SH   SOLE 1 16,799 0 0
ALGONQUIN PWR UTILS PUT 015857955 33 1,103 SH   DFND 3,5,2 1,103 0 0
ALGONQUIN PWR UTILS CORP UNIT 99/99/9999 ADDED 015857873 16,125 325,000 SH   DFND 3,5,2 325,000 0 0
ALIGN TECHNOLOGY COM 016255101 4,146 6,786 SH   SOLE 1 6,786 0 0
ALKERMES SHS G01767105 7 299 SH   SOLE 1 299 0 0
ALLAKOS COM 01671P100 9 104 SH   SOLE 1 104 0 0
ALLEGHANY CORP COM 017175100 418 626 SH   SOLE 1 626 0 0
ALLEGION PLC SHS G0176J109 671 4,817 SH   SOLE 1 4,817 0 0
ALLIANT ENERGY COM 018802108 1,190 21,346 SH   OTR 1 21,346 0 0
ALLIANT ENERGY COM 018802108 770 13,808 SH   SOLE 1 13,808 0 0
ALLOGENE THERAPEUTICS COM 019770106 7 279 SH   SOLE 1 279 0 0
ALLOVIR COM 019818103 2 122 SH   SOLE 1 122 0 0
ALLSTATE COM 020002101 2,106 16,146 SH   SOLE 1 16,146 0 0
ALLY FINL COM 02005N100 912 18,294 SH   SOLE 1 18,294 0 0
ALNYLAM PHARMACEUTICALS COM 02043Q107 983 5,798 SH   SOLE 1 5,798 0 0
ALPHABET INC CAP CL A 02079K305 16,723 6,849 PRN   DFND 4 6,849 0 0
ALPHABET INC CAP CL A 02079K305 5,094 2,086 SH   OTR 1 2,086 0 0
ALPHABET INC CAP CL A 02079K305 78,066 31,971 SH   SOLE 1 31,971 0 0
ALTICE USA CL A 02156K103 606 17,747 SH   SOLE 1 17,747 0 0
ALTIMMUNE COM NEW 02155H200 1 62 SH   SOLE 1 62 0 0
ALTRIA GROUP COM 02209S103 162 3,392 SH   OTR 1 3,392 0 0
ALTRIA GROUP COM 02209S103 5,482 114,971 SH   SOLE 1 114,971 0 0
ALX ONCOLOGY HLDGS COM 00166B105 4 79 SH   SOLE 1 79 0 0
AMAZON COM COM 023135106 41,736 12,132 PRN   DFND 4 12,132 0 0
AMAZON COM COM 023135106 1,025 298 SH   OTR 1 298 0 0
AMAZON COM COM 023135106 135,136 39,282 SH   SOLE 1 39,282 0 0
AMCOR ORD G0250X107 938 81,856 SH   SOLE 1 81,856 0 0
AMDOCS SHS G02602103 720 9,304 SH   OTR 1 9,304 0 0
AMDOCS SHS G02602103 1,702 22,005 SH   OTR 1 22,005 0 0
AMERCO COM 023586100 242 410 SH   SOLE 1 410 0 0
AMEREN COM 023608102 1,079 13,486 SH   SOLE 1 13,486 0 0
AMERICAN AIRLS GROUP COM 02376R102 92 4,328 SH   SOLE 1 4,328 0 0
AMERICAN ASSETS TR COM 024013104 471 12,630 SH   SOLE 1 12,630 0 0
AMERICAN CAMPUS CMNTYS COM 024835100 1,668 35,704 SH   SOLE 1 35,704 0 0
AMERICAN ELEC PWR CO COM 025537101 3,107 36,736 SH   SOLE 1 36,736 0 0
AMERICAN EXPRESS COM 025816109 401 2,428 SH   OTR 1 2,428 0 0
AMERICAN EXPRESS COM 025816109 13,214 79,972 SH   SOLE 1 79,972 0 0
AMERICAN FIN TR INC CLASS A 02607T109 226 26,700 SH   SOLE 1 26,700 0 0
AMERICAN FINL GROUP INC COM 025932104 437 3,504 SH   SOLE 1 3,504 0 0
AMERICAN HOMES 4 CL A 02665T306 2,775 71,420 SH   SOLE 1 71,420 0 0
AMERICAN INTL GROUP COM NEW 026874784 1,994 41,885 SH   OTR 1 41,885 0 0
AMERICAN INTL GROUP COM NEW 026874784 2,204 46,295 SH   SOLE 1 46,295 0 0
AMERICAN TOWER CORP COM 03027X100 99,642 368,852 SH   OTR 1 368,852 0 0
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COMPANHIA SIDERURGICA NACION ADR 20440W105 809 92,100 SH   SOLE 1 92,100 0 0
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CVS HEALTH COM 126650100 6,894 82,622 SH   SOLE 1 82,622 0 0
CYBERARK SOFTWARE SHS M2682V108 683 5,246 SH   OTR 1 5,246 0 0
CYBERARK SOFTWARE SHS M2682V108 249 1,909 SH   SOLE 1 1,909 0 0
CYMABAY THERAPEUTICS COM 23257D103 1 152 SH   SOLE 1 152 0 0
CYRUSONE COM 23283R100 327,855 4,584,096 SH   OTR 1 4,584,096 0 0
CYRUSONE COM 23283R100 2,322 32,462 SH   SOLE 1 32,462 0 0
CYTOKINETICS COM NEW 23282W605 3 133 SH   SOLE 1 133 0 0
CYTOMX THERAPEUTICS COM 23284F105 1 102 SH   SOLE 1 102 0 0
D R HORTON COM 23331A109 1,771 19,601 SH   SOLE 1 19,601 0 0
DANAHER COM 235851102 3,962 14,765 SH   OTR 1 14,765 0 0
DANAHER COM 235851102 9,425 35,122 SH   SOLE 1 35,122 0 0
DARDEN RESTAURANTS COM 237194105 983 6,731 SH   SOLE 1 6,731 0 0
DATADOG INC CL COM 23804L103 1,432 13,759 SH   SOLE 1 13,759 0 0
DAVITA COM 23918K108 509 4,224 SH   SOLE 1 4,224 0 0
DECIPHERA PHARMACEUTICALS COM 24344T101 4 107 SH   SOLE 1 107 0 0
DEERE & COM 244199105 142 404 SH   OTR 1 404 0 0
DEERE & COM 244199105 5,768 16,352 SH   SOLE 1 16,352 0 0
DELTA AIR LINES INC COM NEW 247361702 45 1,029 SH   OTR 1 1,029 0 0
DELTA AIR LINES INC COM NEW 247361702 598 13,817 SH   SOLE 1 13,817 0 0
DENALI THERAPEUTICS COM 24823R105 19 240 SH   SOLE 1 240 0 0
DENTSPLY SIRONA COM 24906P109 835 13,203 SH   OTR 1 13,203 0 0
DENTSPLY SIRONA COM 24906P109 723 11,423 SH   SOLE 1 11,423 0 0
DEVON ENERGY CORP COM 25179M103 997 34,165 SH   SOLE 1 34,165 0 0
DEXCOM COM 252131107 3,072 7,195 SH   SOLE 1 7,195 0 0
DIAMONDBACK ENERGY COM 25278X109 115 1,226 SH   SOLE 1 1,226 0 0
DIAMONDROCK HOSPITALITY COM 252784301 514 52,998 SH   SOLE 1 52,998 0 0
DICERNA PHARMACEUTICALS COM 253031108 5 141 SH   SOLE 1 141 0 0
DIGITAL RLTY TR COM 253868103 201,097 1,336,547 SH   OTR 1 1,336,547 0 0
DIGITAL RLTY TR COM 253868103 14,243 94,662 SH   SOLE 1 94,662 0 0
DIGITALBRIDGE GROUP INC CL COM 25401T108 979 123,904 SH   SOLE 1 123,904 0 0
DISCOVER FINL COM 254709108 125 1,060 SH   OTR 1 1,060 0 0
DISCOVER FINL COM 254709108 3,208 27,116 SH   SOLE 1 27,116 0 0
DISH NETWORK CL A 25470M109 538 12,861 SH   SOLE 1 12,861 0 0
DISH NETWORK CORPORATION NOTE 2.375% 3/1 25470MAD1 6,811 7,000,000 PRN   DFND 3,5,2 7,000,000 0 0
DISNEY WALT COM 254687106 3,787 21,549 PRN   DFND 4 21,549 0 0
DISNEY WALT COM 254687106 661 3,759 SH   OTR 1 3,759 0 0
DISNEY WALT COM 254687106 24,781 140,986 SH   SOLE 1 140,986 0 0
DOCEBO COM 25609L105 77 1,300 SH   SOLE 1 1,300 0 0
DOCUSIGN COM 256163106 3,646 13,043 SH   SOLE 1 13,043 0 0
DOLBY LABORATORIES INC CL A 25659T107 840 8,549 SH   OTR 1 8,549 0 0
DOLLAR GEN CORP COM 256677105 3,115 14,393 SH   SOLE 1 14,393 0 0
DOLLAR TREE COM 256746108 109 1,099 SH   OTR 1 1,099 0 0
DOLLAR TREE COM 256746108 1,700 17,090 SH   SOLE 1 17,090 0 0
DOMINION ENERGY COM 25746U109 3,680 50,024 SH   SOLE 1 50,024 0 0
DOMINOS PIZZA COM 25754A201 1,082 2,320 SH   SOLE 1 2,320 0 0
DOORDASH CL A 25809K105 75 420 SH   SOLE 1 420 0 0
DOUGLAS EMMETT COM 25960P109 1,855 55,163 SH   SOLE 1 55,163 0 0
DOVER COM 260003108 1,184 7,859 SH   SOLE 1 7,859 0 0
DOW COM 260557103 24 386 SH   OTR 1 386 0 0
DOW COM 260557103 5,846 92,390 SH   SOLE 1 92,390 0 0
DOXIMITY CL A 26622P107 64 1,098 SH   OTR 1 1,098 0 0
DRAFTKINGS INC CL A 26142R104 901 17,268 SH   SOLE 1 17,268 0 0
DROPBOX CL A 26210C104 391 12,892 SH   SOLE 1 12,892 0 0
DROPBOX PUT 26210C954 14 998 SH   DFND 3,5,2 998 0 0
DROPBOX PUT 26210C954 24 841 SH   DFND 3,5,2 841 0 0
DTE ENERGY COM 233331107 1,886 17,108 SH   SOLE 1 17,108 0 0
DUCK CREEK TECHNOLOGIES SHS 264120106 5,703 131,066 SH   OTR 1 131,066 0 0
DUKE ENERGY CORP COM NEW 26441C204 4,058 41,105 SH   SOLE 1 41,105 0 0
DUKE REALTY COM NEW 264411505 570,538 12,049,372 SH   OTR 1 12,049,372 0 0
DUKE REALTY COM NEW 264411505 6,166 130,219 SH   SOLE 1 130,219 0 0
DUPONT DE NEMOURS COM 26614N102 45 578 SH   OTR 1 578 0 0
DUPONT DE NEMOURS COM 26614N102 2,399 30,997 SH   SOLE 1 30,997 0 0
DXC TECHNOLOGY COM 23355L106 67 1,718 SH   SOLE 1 1,718 0 0
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 1,600 1,600,000 PRN   DFND 3,5,2 1,600,000 0 0
DYNATRACE COM NEW 268150109 631 10,796 SH   OTR 1 10,796 0 0
DYNATRACE COM NEW 268150109 567 9,714 SH   SOLE 1 9,714 0 0
EAGLE PHARMACEUTICALS COM 269796108 1 30 SH   SOLE 1 30 0 0
EASTERLY GOVT PPTYS COM 27616P103 460 21,826 SH   SOLE 1 21,826 0 0
EASTGROUP PPTYS COM 277276101 1,784 10,851 SH   SOLE 1 10,851 0 0
EASTMAN CHEM COM 277432100 842 7,213 SH   SOLE 1 7,213 0 0
EATON CORP SHS G29183103 377 2,544 SH   OTR 1 2,544 0 0
EATON CORP SHS G29183103 28 192 SH   OTR 1 192 0 0
EATON CORP SHS G29183103 7,953 53,671 SH   SOLE 1 53,671 0 0
EBAY COM 278642103 3,500 49,851 SH   SOLE 1 49,851 0 0
ECOLAB COM 278865100 211 1,024 SH   OTR 1 1,024 0 0
ECOLAB COM 278865100 2,834 13,760 SH   SOLE 1 13,760 0 0
EDISON COM 281020107 1,214 20,996 SH   SOLE 1 20,996 0 0
EDITAS MEDICINE COM 28106W103 8 133 SH   SOLE 1 133 0 0
EDWARDS LIFESCIENCES COM 28176E108 3,972 38,347 SH   SOLE 1 38,347 0 0
EIGER BIOPHARMACEUTICALS COM 28249U105 1 72 SH   SOLE 1 72 0 0
ELANCO ANIMAL HEALTH COM 28414H103 793 22,847 SH   OTR 1 22,847 0 0
ELANCO ANIMAL HEALTH COM 28414H103 690 19,882 SH   SOLE 1 19,882 0 0
ELECTRONIC ARTS COM 285512109 4,934 34,302 SH   SOLE 1 34,302 0 0
EMERGENT BIOSOLUTIONS COM 29089Q105 235 3,723 SH   OTR 1 3,723 0 0
EMERSON ELEC COM 291011104 7,456 77,472 SH   SOLE 1 77,472 0 0
EMPIRE ST RLTY TR CL A 292104106 421 35,063 SH   SOLE 1 35,063 0 0
ENANTA PHARMACEUTICALS COM 29251M106 2 38 SH   SOLE 1 38 0 0
ENBRIDGE COM 29250N105 356 8,900 SH   SOLE 1 8,900 0 0
ENDO INTL SHS G30401106 2 433 SH   SOLE 1 433 0 0
ENPHASE ENERGY COM 29355A107 1,787 9,730 SH   SOLE 1 9,730 0 0
ENSTAR GROUP SHS G3075P101 3,694 15,461 SH   OTR 1 15,461 0 0
ENTERGY CORP COM 29364G103 1,063 10,667 SH   SOLE 1 10,667 0 0
ENVISTA HOLDINGS COM 29415F104 920 21,300 SH   OTR 1 21,300 0 0
EOG RES COM 26875P101 2,678 32,093 SH   SOLE 1 32,093 0 0
EPAM SYS COM 29414B104 1,405 2,749 SH   SOLE 1 2,749 0 0
EPIZYME COM 29428V104 2 191 SH   SOLE 1 191 0 0
EQUIFAX COM 294429105 1,572 6,562 SH   SOLE 1 6,562 0 0
EQUINIX COM 29444U700 667,372 831,512 SH   OTR 1 831,512 0 0
EQUINIX COM 29444U700 24,208 30,162 SH   SOLE 1 30,162 0 0
EQUITABLE HLDGS COM 29452E101 593 19,484 SH   SOLE 1 19,484 0 0
EQUITY LIFESTYLE PPTYS COM 29472R108 4,336 58,344 SH   SOLE 1 58,344 0 0
ERIE INDTY CL A 29530P102 226 1,169 SH   SOLE 1 1,169 0 0
ESPERION THERAPEUTICS INC COM 29664W105 1 52 SH   SOLE 1 52 0 0
ESSENTIAL PPTYS RLTY TR COM 29670E107 827 30,591 SH   SOLE 1 30,591 0 0
ESSENTIAL UTILS COM 29670G102 493 10,778 SH   SOLE 1 10,778 0 0
ESSEX PPTY TR COM 297178105 364,041 1,213,428 SH   OTR 1 1,213,428 0 0
ESSEX PPTY TR COM 297178105 6,664 22,211 SH   SOLE 1 22,211 0 0
ETSY COM 29786A106 1,996 9,699 SH   SOLE 1 9,699 0 0
EVEREST RE GROUP COM G3223R108 552 2,192 SH   SOLE 1 2,192 0 0
EVERGY COM 30034W106 758 12,540 SH   SOLE 1 12,540 0 0
EVERSOURCE COM 30040W108 1,502 18,718 SH   SOLE 1 18,718 0 0
EXACT SCIENCES COM 30063P105 1,015 8,169 SH   SOLE 1 8,169 0 0
EXELIXIS COM 30161Q104 11 618 SH   SOLE 1 618 0 0
EXELON COM 30161N101 407 9,187 SH   OTR 1 9,187 0 0
EXELON COM 30161N101 3,208 72,392 SH   SOLE 1 72,392 0 0
EXPEDIA GROUP COM NEW 30212P303 126 769 SH   OTR 1 769 0 0
EXPEDIA GROUP COM NEW 30212P303 1,716 10,480 SH   SOLE 1 10,480 0 0
EXPEDITORS INTL WASH COM 302130109 1,585 12,516 SH   SOLE 1 12,516 0 0
EXTRA SPACE STORAGE COM 30225T102 370,151 2,259,501 SH   OTR 1 2,259,501 0 0
EXTRA SPACE STORAGE COM 30225T102 7,506 45,818 SH   SOLE 1 45,818 0 0
EXXON MOBIL COM 30231G102 381 6,053 PRN   DFND 4 6,053 0 0
EXXON MOBIL COM 30231G102 275 4,364 SH   OTR 1 4,364 0 0
EXXON MOBIL COM 30231G102 20,620 326,882 SH   SOLE 1 326,882 0 0
F5 NETWORKS COM 315616102 590 3,162 SH   SOLE 1 3,162 0 0
FACEBOOK CL A 30303M102 56,978 163,867 PRN   DFND 4 163,867 0 0
FACEBOOK CL A 30303M102 3,424 9,847 SH   OTR 1 9,847 0 0
FACEBOOK CL A 30303M102 95,154 273,658 SH   SOLE 1 273,658 0 0
FACTSET RESH SYS COM 303075105 3,703 11,034 SH   OTR 1 11,034 0 0
FACTSET RESH SYS COM 303075105 601 1,790 SH   SOLE 1 1,790 0 0
FAIR ISAAC COM 303250104 703 1,398 SH   SOLE 1 1,398 0 0
FARMLAND PARTNERS COM 31154R109 83 6,919 SH   SOLE 1 6,919 0 0
FASTENAL COM 311900104 6,127 117,821 SH   SOLE 1 117,821 0 0
FATE THERAPEUTICS COM 31189P102 16 186 SH   SOLE 1 186 0 0
FEDEX COM 31428X106 4,005 13,426 SH   SOLE 1 13,426 0 0
FIBROGEN COM 31572Q808 5 171 SH   SOLE 1 171 0 0
FIDELITY NATIONAL FINANCIAL FNF COM 31620R303 560 12,896 SH   SOLE 1 12,896 0 0
FIDELITY NATL INFORMATION COM 31620M106 8,019 56,600 SH   OTR 1 56,600 0 0
FIDELITY NATL INFORMATION COM 31620M106 4,687 33,083 SH   SOLE 1 33,083 0 0
FIFTH THIRD COM 316773100 1,451 37,948 SH   SOLE 1 37,948 0 0
FIRST INDL RLTY TR COM 32054K103 1,843 35,284 SH   SOLE 1 35,284 0 0
FIRST REP BK SAN FRANCISCO COM 33616C100 1,739 9,291 SH   SOLE 1 9,291 0 0
FIRSTENERGY COM 337932107 944 25,377 SH   OTR 1 25,377 0 0
FIRSTENERGY COM 337932107 1,049 28,179 SH   SOLE 1 28,179 0 0
FISERV COM 337738108 3,748 35,065 SH   OTR 1 35,065 0 0
FISERV COM 337738108 5,524 51,677 SH   SOLE 1 51,677 0 0
FIVERR INTL LTD SHS M4R82T106 1,098 4,530 SH   OTR 1 4,530 0 0
FLEETCOR TECHNOLOGIES COM 339041105 1,106 4,318 SH   SOLE 1 4,318 0 0
FLEX ORD Y2573F102 1,202 67,240 SH   OTR 1 67,240 0 0
FLEXION THERAPEUTICS COM 33938J106 1 109 SH   SOLE 1 109 0 0
FLOWSERVE COM 34354P105 996 24,700 SH   OTR 1 24,700 0 0
FMC COM NEW 302491303 718 6,633 SH   SOLE 1 6,633 0 0
FORD MTR CO COM 345370860 3,141 211,381 SH   SOLE 1 211,381 0 0
FORMA THERAPEUTICS HLDGS SHS 34633R104 2 89 SH   SOLE 1 89 0 0
FORTINET COM 34959E109 2,609 10,955 SH   SOLE 1 10,955 0 0
FORTIS COM 349553107 752 17,000 SH   SOLE 1 17,000 0 0
FORTIVE COM 34959J108 4,800 68,828 SH   OTR 1 68,828 0 0
FORTIVE COM 34959J108 3,956 56,719 SH   SOLE 1 56,719 0 0
FORTIVE CORP NOTE 0.875% 2/1 34959JAK4 6,516 6,500,000 PRN   DFND 3,5,2 6,500,000 0 0
FORTUNE BRANDS HOME & SEC COM 34964C106 4,297 43,137 SH   SOLE 1 43,137 0 0
FOUR CORNERS PPTY TR COM 35086T109 532 19,259 SH   SOLE 1 19,259 0 0
FOX CORP CL COM 35137L105 949 25,558 SH   SOLE 1 25,558 0 0
FOX CORP CL COM 35137L204 460 13,061 SH   SOLE 1 13,061 0 0
FOX FACTORY HLDG COM 35138V102 14,850 95,400 SH   OTR 1 95,400 0 0
FRANKLIN RESOURCES COM 354613101 514 16,054 SH   SOLE 1 16,054 0 0
FRANKLIN STR PPTYS COM 35471R106 115 21,875 SH   SOLE 1 21,875 0 0
FREQUENCY THERAPEUTICS COM 35803L108 1 63 SH   SOLE 1 63 0 0
FRONTDOOR COM 35905A109 756 15,177 SH   OTR 1 15,177 0 0
FTI CONSULTING INC NOTE 2.000% 8/1 302941AP4 9,286 6,500,000 PRN   DFND 3,5,2 6,500,000 0 0
FULCRUM THERAPEUTICS COM 359616109 1 52 SH   SOLE 1 52 0 0
FUSION PHARMACEUTICALS COM 36118A100 1 78 SH   SOLE 1 78 0 0
FUTU HLDGS LTD SPON CL A 36118L106 1,021 5,700 SH   SOLE 1 5,700 0 0
G1 THERAPEUTICS COM 3621LQ109 2 72 SH   SOLE 1 72 0 0
GALAPAGOS NV ADR 36315X101 1 13 SH   SOLE 1 13 0 0
GALLAGHER ARTHUR J & COM 363576109 4,599 32,832 SH   OTR 1 32,832 0 0
GALLAGHER ARTHUR J & COM 363576109 1,466 10,468 SH   SOLE 1 10,468 0 0
GAMIDA CELL SHS M47364100 1 93 SH   SOLE 1 93 0 0
GAMING & LEISURE PPTYS COM 36467J108 3,048 65,788 SH   SOLE 1 65,788 0 0
GAP COM 364760108 40 1,201 SH   SOLE 1 1,201 0 0
GARMIN SHS H2906T109 1,738 12,013 SH   SOLE 1 12,013 0 0
GARTNER COM 366651107 1,188 4,904 SH   SOLE 1 4,904 0 0
GENERAC HLDGS COM 368736104 1,395 3,361 SH   SOLE 1 3,361 0 0
GENERAL DYNAMICS COM 369550108 691 3,670 SH   OTR 1 3,670 0 0
GENERAL DYNAMICS COM 369550108 2,442 12,969 SH   SOLE 1 12,969 0 0
GENERAL ELECTRIC COM 369604103 216 16,024 SH   OTR 1 16,024 0 0
GENERAL ELECTRIC COM 369604103 6,362 472,638 SH   SOLE 1 472,638 0 0
GENERAL MLS COM 370334104 2,039 33,464 SH   SOLE 1 33,464 0 0
GENERAL MTRS COM 37045V100 3,376 57,054 SH   OTR 1 57,054 0 0
GENERAL MTRS COM 37045V100 4,610 77,915 SH   SOLE 1 77,915 0 0
GENERATION BIO COM 37148K100 3 108 SH   SOLE 1 108 0 0
GENUINE PARTS COM 372460105 992 7,845 SH   SOLE 1 7,845 0 0
GEO GROUP INC COM 36162J106 18 2,600 SH   DFND 3,5,2 2,600 0 0
GEO GROUP INC COM 36162J106 201 28,239 SH   SOLE 1 28,239 0 0
GEO GROUP INC PUT 36162J956 42 769 SH   DFND 3,5,2 769 0 0
GERON COM 374163103 1 684 SH   SOLE 1 684 0 0
GETTY RLTY CORP COM 374297109 284 9,105 SH   SOLE 1 9,105 0 0
GILDAN ACTIVEWEAR COM 375916103 1,217 32,963 SH   OTR 1 32,963 0 0
GILEAD SCIENCES COM 375558103 133 1,927 SH   OTR 1 1,927 0 0
GILEAD SCIENCES COM 375558103 7,060 102,528 SH   SOLE 1 102,528 0 0
GLADSTONE COMMERCIAL COM 376536108 204 9,054 SH   SOLE 1 9,054 0 0
GLADSTONE LD COM 376549101 159 6,627 SH   SOLE 1 6,627 0 0
GLOBAL BLOOD THERAPEUTICS COM 37890U108 4 116 SH   SOLE 1 116 0 0
GLOBAL MED REIT COM NEW 37954A204 209 14,186 SH   SOLE 1 14,186 0 0
GLOBAL NET LEASE COM NEW 379378201 462 24,951 SH   SOLE 1 24,951 0 0
GLOBAL PMTS COM 37940X102 1,239 6,604 SH   OTR 1 6,604 0 0
GLOBAL PMTS COM 37940X102 2,962 15,793 SH   SOLE 1 15,793 0 0
GLOBE LIFE COM 37959E102 5,198 54,570 SH   OTR 1 54,570 0 0
GLOBE LIFE COM 37959E102 503 5,279 SH   SOLE 1 5,279 0 0
GODADDY CL A 380237107 7,387 84,944 SH   OTR 1 84,944 0 0
GODADDY CL A 380237107 690 7,930 SH   SOLE 1 7,930 0 0
GOHEALTH INC CL A 38046W105 1,417 126,370 SH   OTR 1 126,370 0 0
GOLDMAN SACHS GROUP COM 38141G104 349 920 SH   OTR 1 920 0 0
GOLDMAN SACHS GROUP COM 38141G104 24,045 63,354 SH   SOLE 1 63,354 0 0
GOOSEHEAD INS INC CL A 38267D109 3,012 23,664 SH   OTR 1 23,664 0 0
GOSSAMER BIO COM 38341P102 1 143 SH   SOLE 1 143 0 0
GRAHAM HLDGS CO COM CL B 384637104 48 75 SH   SOLE 1 75 0 0
GRAINGER W W COM 384802104 1,079 2,463 SH   SOLE 1 2,463 0 0
GROCERY OUTLET HLDG COM 39874R101 2,949 85,095 SH   OTR 1 85,095 0 0
GRUPO TELEVISA S A B SPON ADR ORD 40049J206 965 67,600 SH   OTR 1 67,600 0 0
GUARDANT HEALTH COM 40131M109 25 199 SH   SOLE 1 199 0 0
GUIDEWIRE SOFTWARE COM 40171V100 443 3,928 SH   SOLE 1 3,928 0 0
HALLIBURTON COM 406216101 1,097 47,435 SH   SOLE 1 47,435 0 0
HALOZYME THERAPEUTICS COM 40637H109 12 268 SH   SOLE 1 268 0 0
HANESBRANDS COM 410345102 38 2,026 SH   SOLE 1 2,026 0 0
HARPOON THERAPEUTICS COM 41358P106 1 48 SH   SOLE 1 48 0 0
HARTFORD FINL SVCS GROUP COM 416515104 1,235 19,927 SH   SOLE 1 19,927 0 0
HASBRO COM 418056107 634 6,712 SH   SOLE 1 6,712 0 0
HCA HEALTHCARE COM 40412C101 8,478 41,006 SH   OTR 1 41,006 0 0
HCA HEALTHCARE COM 40412C101 3,015 14,584 SH   SOLE 1 14,584 0 0
HEALTHCARE RLTY COM 421946104 1,097 36,315 SH   SOLE 1 36,315 0 0
HEALTHPEAK PROPERTIES COM 42250P103 451,507 13,562,850 SH   OTR 1 13,562,850 0 0
HEALTHPEAK PROPERTIES COM 42250P103 6,185 185,797 SH   SOLE 1 185,797 0 0
HEICO CORP COM 422806109 270 1,935 SH   SOLE 1 1,935 0 0
HEICO CORP CL A 422806208 4,596 37,008 SH   OTR 1 37,008 0 0
HEICO CORP CL A 422806208 437 3,518 SH   SOLE 1 3,518 0 0
HENRY JACK & ASSOC COM 426281101 647 3,958 SH   SOLE 1 3,958 0 0
HENRY SCHEIN COM 806407102 588 7,920 SH   SOLE 1 7,920 0 0
HERC HLDGS COM 42704L104 2,656 23,700 SH   SOLE 1 23,700 0 0
HERSHEY COM 427866108 1,377 7,903 SH   SOLE 1 7,903 0 0
HESS COM 42809H107 1,202 13,765 SH   SOLE 1 13,765 0 0
HEWLETT PACKARD ENTERPRISE COM 42824C109 1,001 68,630 SH   SOLE 1 68,630 0 0
HIGHWOODS PPTYS COM 431284108 1,221 27,032 SH   SOLE 1 27,032 0 0
HILTON WORLDWIDE HLDGS COM 43300A203 1,362 11,289 SH   OTR 1 11,289 0 0
HILTON WORLDWIDE HLDGS COM 43300A203 1,884 15,622 SH   SOLE 1 15,622 0 0
HOLOGIC COM 436440101 2,060 30,870 SH   OTR 1 30,870 0 0
HOLOGIC COM 436440101 929 13,921 SH   SOLE 1 13,921 0 0
HOME DEPOT COM 437076102 565 1,771 SH   OTR 1 1,771 0 0
HOME DEPOT COM 437076102 34,484 108,137 SH   SOLE 1 108,137 0 0
HOMOLOGY MEDICINES COM 438083107 1 100 SH   SOLE 1 100 0 0
HONEYWELL INTL COM 438516106 289 1,318 SH   OTR 1 1,318 0 0
HONEYWELL INTL COM 438516106 18,866 86,008 SH   SOLE 1 86,008 0 0
HORIZON THERAPEUTICS PUB SHS G46188101 1,416 15,127 SH   SOLE 1 15,127 0 0
HORMEL FOODS COM 440452100 753 15,773 SH   SOLE 1 15,773 0 0
HOST HOTELS & RESORTS COM 44107P104 353,884 20,707,094 SH   OTR 1 20,707,094 0 0
HOST HOTELS & RESORTS COM 44107P104 4,251 248,731 SH   SOLE 1 248,731 0 0
HOWMET AEROSPACE COM 443201108 1,213 35,200 SH   OTR 1 35,200 0 0
HOWMET AEROSPACE COM 443201108 683 19,821 SH   SOLE 1 19,821 0 0
HP COM 40434L105 2,652 87,835 SH   SOLE 1 87,835 0 0
HUBSPOT COM 443573100 1,203 2,064 SH   SOLE 1 2,064 0 0
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HUMANA COM 444859102 6,474 14,623 SH   OTR 1 14,623 0 0
HUMANA COM 444859102 7,040 15,901 SH   SOLE 1 15,901 0 0
HUNT J B TRANS SVCS COM 445658107 1,622 9,952 SH   OTR 1 9,952 0 0
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HUNTINGTON BANCSHARES COM 446150104 810 56,768 SH   SOLE 1 56,768 0 0
HUNTINGTON INGALLS INDS COM 446413106 452 2,143 SH   SOLE 1 2,143 0 0
IAC INTERACTIVECORP COM NEW 44891N208 847 5,491 SH   SOLE 1 5,491 0 0
ICICI BANK ADR 45104G104 2,690 157,300 SH   SOLE 1 157,300 0 0
ICICI BANK ADR 45104G104 11,621 679,600 SH   SOLE 1 679,600 0 0
ICON SHS G4705A100 81 392 SH   OTR 1 392 0 0
ICU MED COM 44930G107 745 3,620 SH   OTR 1 3,620 0 0
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IDEX COM 45167R104 941 4,278 SH   SOLE 1 4,278 0 0
IDEXX LABS COM 45168D104 4,189 6,633 SH   SOLE 1 6,633 0 0
IGM BIOSCIENCES COM 449585108 4 46 SH   SOLE 1 46 0 0
IHS MARKIT SHS G47567105 2,279 20,229 SH   SOLE 1 20,229 0 0
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INFOSYS LTD ADR 456788108 3,424 161,600 SH   SOLE 1 161,600 0 0
INFOSYS LTD ADR 456788108 4,064 191,800 SH   SOLE 1 191,800 0 0
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INGERSOLL RAND COM 45687V106 2,525 51,728 SH   SOLE 1 51,728 0 0
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INNOVIVA COM 45781M101 3 191 SH   SOLE 1 191 0 0
INOVIO PHARMACEUTICALS COM NEW 45773H201 4 409 SH   SOLE 1 409 0 0
INOZYME PHARMA COM 45790W108 1 44 SH   SOLE 1 44 0 0
INSIGHT ENTERPRISES INC NOTE 0.750% 2/1 45765UAB9 3,060 2,000,000 PRN   DFND 3,5,2 2,000,000 0 0
INSULET COM 45784P101 1,344 4,897 SH   SOLE 1 4,897 0 0
INTEL COM 458140100 2,989 53,255 PRN   DFND 4 53,255 0 0
INTEL COM 458140100 375 6,680 SH   OTR 1 6,680 0 0
INTEL COM 458140100 19,927 354,957 SH   SOLE 1 354,957 0 0
INTELLIA THERAPEUTICS COM 45826J105 22 134 SH   SOLE 1 134 0 0
INTERACTIVE BROKERS GROUP IN CL A 45841N107 5,660 86,111 SH   OTR 1 86,111 0 0
INTERCEPT PHARMACEUTICALS COM 45845P108 1 62 SH   SOLE 1 62 0 0
INTERCONTINENTAL EXCHANGE COM 45866F104 408 3,434 SH   OTR 1 3,434 0 0
INTERCONTINENTAL EXCHANGE COM 45866F104 4,246 35,770 SH   SOLE 1 35,770 0 0
INTERNATIONAL COM 459506101 1,867 12,498 SH   SOLE 1 12,498 0 0
INTERNATIONAL BUSINESS COM 459200101 14,524 99,077 SH   SOLE 1 99,077 0 0
INTERNATIONAL PAPER COM 460146103 1,219 19,890 SH   SOLE 1 19,890 0 0
INTERPUBLIC GROUP COS COM 460690100 1,326 40,800 SH   OTR 1 40,800 0 0
INTERPUBLIC GROUP COS COM 460690100 692 21,286 SH   SOLE 1 21,286 0 0
INTRA-CELLULAR THERAPIES COM 46116X101 6 151 SH   SOLE 1 151 0 0
INTUIT COM 461202103 336 686 SH   OTR 1 686 0 0
INTUIT COM 461202103 10,584 21,592 SH   SOLE 1 21,592 0 0
INTUITIVE SURGICAL COM NEW 46120E602 8,160 8,873 SH   SOLE 1 8,873 0 0
INVESCO SHS G491BT108 1,405 52,553 SH   SOLE 1 52,553 0 0
INVITATION HOMES COM 46187W107 94,968 2,546,732 SH   OTR 1 2,546,732 0 0
INVITATION HOMES COM 46187W107 7,087 190,042 SH   SOLE 1 190,042 0 0
IONIS PHARMACEUTICALS COM 462222100 11 279 SH   SOLE 1 279 0 0
IOVANCE BIOTHERAPEUTICS COM 462260100 8 291 SH   SOLE 1 291 0 0
IPG PHOTONICS COM 44980X109 370 1,756 SH   SOLE 1 1,756 0 0
IQVIA HLDGS COM 46266C105 2,538 10,472 SH   SOLE 1 10,472 0 0
IRON MTN INC COM 46284V101 4,253 100,490 SH   SOLE 1 100,490 0 0
IRONWOOD PHARMACEUTICALS INC CL A 46333X108 4 301 SH   SOLE 1 301 0 0
ITEOS THERAPEUTICS COM 46565G104 2 66 SH   SOLE 1 66 0 0
IVERIC BIO COM 46583P102 1 168 SH   SOLE 1 168 0 0
J2 GLOBAL COM 48123V102 472 3,428 SH   OTR 1 3,428 0 0
JACOBS ENGR GROUP COM 469814107 5,865 43,959 SH   SOLE 1 43,959 0 0
JBG SMITH COM 46590V100 911 28,922 SH   SOLE 1 28,922 0 0
JD.COM INC SPON CL A 47215P106 2,196 27,518 SH   SOLE 1 27,518 0 0
JOHNSON & COM 478160104 858 5,207 SH   OTR 1 5,207 0 0
JOHNSON & COM 478160104 33,575 203,803 SH   SOLE 1 203,803 0 0
JOHNSON CTLS INTL SHS G51502105 889 12,960 SH   OTR 1 12,960 0 0
JOHNSON CTLS INTL SHS G51502105 6,993 101,890 SH   SOLE 1 101,890 0 0
JOUNCE THERAPEUTICS COM 481116101 1 75 SH   SOLE 1 75 0 0
JPMORGAN CHASE & COM 46625H100 233 1,500 PRN   DFND 4 1,500 0 0
JPMORGAN CHASE & COM 46625H100 742 4,773 SH   OTR 1 4,773 0 0
JPMORGAN CHASE & COM 46625H100 200 1,285 SH   OTR 1 1,285 0 0
JPMORGAN CHASE & COM 46625H100 34,410 221,228 SH   SOLE 1 221,228 0 0
JUNIPER NETWORKS COM 48203R104 504 18,423 SH   SOLE 1 18,423 0 0
KADMON HLDGS COM 48283N106 1 323 SH   SOLE 1 323 0 0
KALA PHARMACEUTICALS COM 483119103 1 105 SH   SOLE 1 105 0 0
KALEIDO BIOSCIENCES COM 483347100 1 68 SH   SOLE 1 68 0 0
KALVISTA PHARMACEUTICALS COM 483497103 1 46 SH   SOLE 1 46 0 0
KAMADA SHS M6240T109 0 84 SH   SOLE 1 84 0 0
KANSAS CITY COM NEW 485170302 1,429 5,042 SH   SOLE 1 5,042 0 0
KARUNA THERAPEUTICS COM 48576A100 6 54 SH   SOLE 1 54 0 0
KARYOPHARM THERAPEUTICS COM 48576U106 1 138 SH   SOLE 1 138 0 0
KARYOPHARM THERAPEUTICS INC NOTE 3.000%10/1 48576UAA4 3,004 3,000,000 PRN   DFND 3,5,2 3,000,000 0 0
KB FINL GROUP INC ADR 48241A105 7 150 SH   SOLE 1 150 0 0
KELLOGG COM 487836108 1,106 17,190 SH   SOLE 1 17,190 0 0
KEROS THERAPEUTICS COM 492327101 2 44 SH   SOLE 1 44 0 0
KEURIG DR PEPPER COM 49271V100 3,971 112,680 SH   OTR 1 112,680 0 0
KEURIG DR PEPPER COM 49271V100 2,195 62,284 SH   SOLE 1 62,284 0 0
KEYCORP COM 493267108 1,081 52,333 SH   SOLE 1 52,333 0 0
KEYSIGHT TECHNOLOGIES COM 49338L103 1,562 10,114 SH   SOLE 1 10,114 0 0
KEZAR LIFE SCIENCES COM 49372L100 0 87 SH   SOLE 1 87 0 0
KILROY RLTY COM 49427F108 104,961 1,507,189 SH   OTR 1 1,507,189 0 0
KILROY RLTY COM 49427F108 1,928 27,690 SH   SOLE 1 27,690 0 0
KIMBERLY-CLARK COM 494368103 2,972 22,214 SH   SOLE 1 22,214 0 0
KIMCO RLTY COM 49446R109 163,118 7,823,396 SH   OTR 1 7,823,396 0 0
KIMCO RLTY COM 49446R109 2,392 114,723 SH   SOLE 1 114,723 0 0
KINDER MORGAN INC COM 49456B101 2,054 112,674 SH   SOLE 1 112,674 0 0
KINIKSA PHARMACEUTICALS LTD CL A G5269C101 1 60 SH   SOLE 1 60 0 0
KITE RLTY GROUP COM NEW 49803T300 470 21,346 SH   SOLE 1 21,346 0 0
KKR & CO COM 48251W104 1,469 24,789 SH   SOLE 1 24,789 0 0
KLA COM NEW 482480100 2,573 7,935 SH   OTR 1 7,935 0 0
KLA COM NEW 482480100 3,761 11,599 SH   SOLE 1 11,599 0 0
KNIGHT-SWIFT TRANSN HLDGS CL A 499049104 327 7,194 SH   SOLE 1 7,194 0 0
KODIAK SCIENCES COM 50015M109 9 100 SH   SOLE 1 100 0 0
KORNIT DIGITAL SHS M6372Q113 875 7,040 SH   OTR 1 7,040 0 0
KRAFT HEINZ COM 500754106 2,481 60,831 SH   SOLE 1 60,831 0 0
KROGER COM 501044101 1,591 41,521 SH   SOLE 1 41,521 0 0
KRYSTAL BIOTECH COM 501147102 3 43 SH   SOLE 1 43 0 0
KURA ONCOLOGY COM 50127T109 3 131 SH   SOLE 1 131 0 0
L BRANDS COM 501797104 934 12,958 SH   SOLE 1 12,958 0 0
L3HARRIS TECHNOLOGIES COM 502431109 1,375 6,363 SH   OTR 1 6,363 0 0
L3HARRIS TECHNOLOGIES COM 502431109 2,430 11,241 SH   SOLE 1 11,241 0 0
LABORATORY CORP AMER COM NEW 50540R409 237 859 SH   OTR 1 859 0 0
LABORATORY CORP AMER COM NEW 50540R409 1,458 5,285 SH   SOLE 1 5,285 0 0
LAM RESEARCH COM 512807108 368 566 PRN   DFND 4 566 0 0
LAM RESEARCH COM 512807108 1,196 1,838 SH   OTR 1 1,838 0 0
LAM RESEARCH COM 512807108 9,822 15,095 SH   SOLE 1 15,095 0 0
LAMAR ADVERTISING CO CL A 512816109 135,819 1,300,697 SH   OTR 1 1,300,697 0 0
LAMAR ADVERTISING CO CL A 512816109 46 438 SH   SOLE 1 438 0 0
LAMB WESTON HLDGS COM 513272104 608 7,537 SH   SOLE 1 7,537 0 0
LARIMAR THERAPEUTICS COM 517125100 0 29 SH   SOLE 1 29 0 0
LAS VEGAS SANDS COM 517834107 1,006 19,096 SH   SOLE 1 19,096 0 0
LAUDER ESTEE COS CL A 518439104 3,982 12,518 SH   SOLE 1 12,518 0 0
LEAR COM NEW 521865204 1,823 10,400 SH   OTR 1 10,400 0 0
LEAR COM NEW 521865204 482 2,750 SH   SOLE 1 2,750 0 0
LEGGETT & PLATT COM 524660107 47 904 SH   SOLE 1 904 0 0
LEIDOS HOLDINGS COM 525327102 698 6,900 SH   SOLE 1 6,900 0 0
LENNAR CL A 526057104 2,215 22,293 SH   SOLE 1 22,293 0 0
LENNOX INTL COM 526107107 579 1,650 SH   SOLE 1 1,650 0 0
LEXINGTON REALTY COM 529043101 901 75,431 SH   SOLE 1 75,431 0 0
LGI HOMES COM 50187T106 65 400 SH   SOLE 1 400 0 0
LIBERTY GLOBAL PLC CL A G5480U104 1,429 52,600 SH   OTR 1 52,600 0 0
LIBERTY GLOBAL PLC CL A G5480U104 219 8,053 SH   SOLE 1 8,053 0 0
LIFE STORAGE COM 53223X107 2,152 20,048 SH   SOLE 1 20,048 0 0
LIGAND PHARMACEUTICALS COM NEW 53220K504 4 33 SH   SOLE 1 33 0 0
LILLY ELI & COM 532457108 14,664 63,891 SH   SOLE 1 63,891 0 0
LINCOLN NATL CORP COM 534187109 660 10,506 SH   SOLE 1 10,506 0 0
LINDE SHS G5494J103 8,079 27,947 SH   SOLE 1 27,947 0 0
LIVANOVA SHS G5509L101 1,577 18,750 SH   OTR 1 18,750 0 0
LIVE NATION ENTERTAINMENT COM 538034109 750 8,560 SH   SOLE 1 8,560 0 0
LKQ COM 501889208 759 15,425 SH   SOLE 1 15,425 0 0
LOCKHEED MARTIN COM 539830109 267 707 SH   OTR 1 707 0 0
LOCKHEED MARTIN COM 539830109 6,531 17,262 SH   SOLE 1 17,262 0 0
LOEWS COM 540424108 732 13,400 SH   SOLE 1 13,400 0 0
LOGITECH INTL S SHS H50430232 437 3,617 SH   SOLE 1 3,617 0 0
LOWES COS COM 548661107 7,736 39,885 SH   SOLE 1 39,885 0 0
LPL FINL HLDGS COM 50212V100 2,633 19,507 SH   OTR 1 19,507 0 0
LTC PPTYS COM 502175102 379 9,878 SH   SOLE 1 9,878 0 0
LULULEMON ATHLETICA COM 550021109 3,091 8,470 SH   SOLE 1 8,470 0 0
LUMEN TECHNOLOGIES COM 550241103 689 50,727 SH   SOLE 1 50,727 0 0
LUMINEX CORP COM 55027E102 3 87 SH   SOLE 1 87 0 0
LUMINEX CORP DEL NOTE 3.000% 5/1 ADDED 55027EAA0 5,998 6,000,000 PRN   DFND 3,5,2 6,000,000 0 0
LYFT INC NOTE 1.500% 5/1 ADDED 55087PAB0 8,543 5,000,000 PRN   DFND 3,5,2 5,000,000 0 0
LYFT INC CL COM 55087P104 1,193 19,732 SH   SOLE 1 19,732 0 0
M & T BK COM 55261F104 970 6,678 SH   SOLE 1 6,678 0 0
MACERICH COM 554382101 796 43,639 SH   SOLE 1 43,639 0 0
MACK CALI RLTY COM 554489104 357 20,824 SH   SOLE 1 20,824 0 0
MACROGENICS COM 556099109 3 106 SH   SOLE 1 106 0 0
MADRIGAL PHARMACEUTICALS COM 558868105 3 29 SH   SOLE 1 29 0 0
MAGENTA THERAPEUTICS COM 55910K108 1 106 SH   SOLE 1 106 0 0
MANNKIND COM NEW 56400P706 545 100,000 SH   DFND 3,5,2 100,000 0 0
MANNKIND COM NEW 56400P706 2 437 SH   SOLE 1 437 0 0
MANPOWERGROUP INC COM 56418H100 1,847 15,530 SH   OTR 1 15,530 0 0
MARATHON OIL COM 565849106 198 14,518 SH   SOLE 1 14,518 0 0
MARATHON PETE COM 56585A102 2,593 42,921 SH   SOLE 1 42,921 0 0
MARINUS PHARMACEUTICALS COM NEW 56854Q200 1 58 SH   SOLE 1 58 0 0
MARKEL COM 570535104 780 657 SH   SOLE 1 657 0 0
MARKETAXESS HLDGS COM 57060D108 4,468 9,638 SH   OTR 1 9,638 0 0
MARKETAXESS HLDGS COM 57060D108 916 1,976 SH   SOLE 1 1,976 0 0
MARRIOTT INTL INC CL A 571903202 2,921 21,398 SH   SOLE 1 21,398 0 0
MARRIOTT VACATIONS WORLDWIDE NOTE 1.500% 9/1 57164YAB3 2,992 2,500,000 PRN   DFND 3,5,2 2,500,000 0 0
MARSH & MCLENNAN COS COM 571748102 3,895 27,685 SH   SOLE 1 27,685 0 0
MARTIN MARIETTA MATLS COM 573284106 6,332 17,998 SH   SOLE 1 17,998 0 0
MARVELL TECHNOLOGY COM 573874104 3,109 53,303 SH   SOLE 1 53,303 0 0
MASCO COM 574599106 958 16,254 SH   SOLE 1 16,254 0 0
MASIMO COM 574795100 604 2,493 SH   SOLE 1 2,493 0 0
MASTEC COM 576323109 4,828 45,500 SH   SOLE 1 45,500 0 0
MASTERCARD CL A 57636Q104 2,571 7,043 SH   OTR 1 7,043 0 0
MASTERCARD CL A 57636Q104 17,460 47,823 SH   SOLE 1 47,823 0 0
MATCH GROUP INC COM 57667L107 2,836 17,588 SH   SOLE 1 17,588 0 0
MAXEON SOLAR TECHNOLOGIES SHS Y58473102 4,259 198,758 SH   DFND 3,5,2 198,758 0 0
MAXIM INTEGRATED PRODS COM 57772K101 2,095 19,885 SH   SOLE 1 19,885 0 0
MCDONALDS COM 580135101 524 2,268 SH   OTR 1 2,268 0 0
MCDONALDS COM 580135101 20,379 88,225 SH   SOLE 1 88,225 0 0
MCKESSON COM 58155Q103 2,078 10,867 SH   SOLE 1 10,867 0 0
MEDIAALPHA CL A 58450V104 4,294 101,986 SH   OTR 1 101,986 0 0
MEDICAL PPTYS TRUST COM 58463J304 7,116 354,050 SH   OTR 1 354,050 0 0
MEDICAL PPTYS TRUST COM 58463J304 4,092 203,563 SH   SOLE 1 203,563 0 0
MEDICINOVA COM NEW 58468P206 0 84 SH   SOLE 1 84 0 0
MEDPACE HLDGS COM 58506Q109 13 71 SH   SOLE 1 71 0 0
MEDTRONIC SHS G5960L103 394 3,178 SH   OTR 1 3,178 0 0
MEDTRONIC SHS G5960L103 287 2,312 SH   OTR 1 2,312 0 0
MEDTRONIC SHS G5960L103 10,131 81,618 SH   SOLE 1 81,618 0 0
MEIRAGTX HLDGS COM G59665102 1 82 SH   SOLE 1 82 0 0
MELCO RESORTS AND ENTMNT ADR 585464100 159 9,600 SH   SOLE 1 9,600 0 0
MERCADOLIBRE COM 58733R102 4,907 3,150 SH   SOLE 1 3,150 0 0
MERCK & CO COM 58933Y105 436 5,605 SH   OTR 1 5,605 0 0
MERCK & CO COM 58933Y105 14,963 192,406 SH   SOLE 1 192,406 0 0
MERSANA THERAPEUTICS COM 59045L106 2 129 SH   SOLE 1 129 0 0
MESA LABS COM 59064R109 1,696 6,255 SH   OTR 1 6,255 0 0
METLIFE COM 59156R108 2,851 47,634 SH   SOLE 1 47,634 0 0
METTLER TOLEDO COM 592688105 1,892 1,366 SH   SOLE 1 1,366 0 0
MGM RESORTS COM 552953101 1,043 24,464 SH   SOLE 1 24,464 0 0
MICROCHIP TECHNOLOGY COM 595017104 1,786 11,929 SH   OTR 1 11,929 0 0
MICROCHIP TECHNOLOGY COM 595017104 3,003 20,052 SH   SOLE 1 20,052 0 0
MICRON TECHNOLOGY COM 595112103 2,141 25,200 PRN   DFND 4 25,200 0 0
MICRON TECHNOLOGY COM 595112103 681 8,018 SH   OTR 1 8,018 0 0
MICRON TECHNOLOGY COM 595112103 7,553 88,883 SH   SOLE 1 88,883 0 0
MICROSOFT COM 594918104 25,095 92,636 PRN   DFND 4 92,636 0 0
MICROSOFT COM 594918104 3,471 12,813 SH   OTR 1 12,813 0 0
MICROSOFT COM 594918104 155,944 575,651 SH   SOLE 1 575,651 0 0
MID-AMER APT CMNTYS COM 59522J103 6,676 39,637 SH   SOLE 1 39,637 0 0
MIDDLEBY COM 596278101 58 332 SH   SOLE 1 332 0 0
MIRATI THERAPEUTICS COM 60468T105 16 100 SH   SOLE 1 100 0 0
MOBILE TELESYSTEMS PJSC ADR 607409109 926 100,000 SH   OTR 1 100,000 0 0
MOBILE TELESYSTEMS PJSC ADR 607409109 327 35,350 SH   SOLE 1 35,350 0 0
MODERNA COM 60770K107 5,465 23,259 SH   SOLE 1 23,259 0 0
MOHAWK INDS COM 608190104 591 3,073 SH   SOLE 1 3,073 0 0
MOLINA HEALTHCARE COM 60855R100 1,012 4,000 SH   SOLE 1 4,000 0 0
MONDELEZ INTL CL A 609207105 6,475 103,702 SH   SOLE 1 103,702 0 0
MONGODB CL A 60937P106 1,462 4,044 SH   SOLE 1 4,044 0 0
MONMOUTH REAL ESTATE INVT CL A 609720107 483 25,781 SH   SOLE 1 25,781 0 0
MONOLITHIC PWR SYS COM 609839105 845 2,263 SH   SOLE 1 2,263 0 0
MONSTER BEVERAGE CORP COM 61174X109 2,904 31,786 SH   SOLE 1 31,786 0 0
MOODYS COM 615369105 3,253 8,978 SH   SOLE 1 8,978 0 0
MORGAN COM NEW 617446448 252 2,751 PRN   DFND 4 2,751 0 0
MORGAN COM NEW 617446448 345 3,767 SH   OTR 1 3,767 0 0
MORGAN COM NEW 617446448 126 1,375 SH   OTR 1 1,375 0 0
MORGAN COM NEW 617446448 12,549 136,864 SH   SOLE 1 136,864 0 0
MORNINGSTAR COM 617700109 6,554 25,490 SH   OTR 1 25,490 0 0
MOSAIC CO COM 61945C103 650 20,355 SH   SOLE 1 20,355 0 0
MOTOROLA SOLUTIONS COM NEW 620076307 9,194 42,397 SH   OTR 1 42,397 0 0
MOTOROLA SOLUTIONS COM NEW 620076307 2,024 9,335 SH   SOLE 1 9,335 0 0
MSCI COM 55354G100 626 1,174 SH   OTR 1 1,174 0 0
MSCI COM 55354G100 2,408 4,517 SH   SOLE 1 4,517 0 0
MYRIAD GENETICS COM 62855J104 4 141 SH   SOLE 1 141 0 0
NANOSTRING TECHNOLOGIES COM 63009R109 5 83 SH   SOLE 1 83 0 0
NASDAQ COM 631103108 1,100 6,255 SH   SOLE 1 6,255 0 0
NATIONAL HEALTH INVS COM 63633D104 772 11,521 SH   SOLE 1 11,521 0 0
NATIONAL INSTRS COM 636518102 1,134 26,832 SH   OTR 1 26,832 0 0
NATIONAL RESH COM NEW 637372202 2,745 59,802 SH   OTR 1 59,802 0 0
NATIONAL RETAIL PROPERTIES COM 637417106 2,534 54,052 SH   SOLE 1 54,052 0 0
NCINO COM 63947U107 4,046 67,518 SH   OTR 1 67,518 0 0
NEKTAR COM 640268108 6 361 SH   SOLE 1 361 0 0
NEOLEUKIN THERAPEUTICS COM 64049K104 1 79 SH   SOLE 1 79 0 0
NETAPP COM 64110D104 990 12,105 SH   SOLE 1 12,105 0 0
NETFLIX COM 64110L106 18,481 34,989 PRN   DFND 4 34,989 0 0
NETFLIX COM 64110L106 1,468 2,780 SH   OTR 1 2,780 0 0
NETFLIX COM 64110L106 45,712 86,541 SH   SOLE 1 86,541 0 0
NETSTREIT COM 64119V303 150 6,500 SH   SOLE 1 6,500 0 0
NEUROCRINE BIOSCIENCES COM 64125C109 575 5,904 SH   OTR 1 5,904 0 0
NEUROCRINE BIOSCIENCES COM 64125C109 461 4,739 SH   SOLE 1 4,739 0 0
NEW ORIENTAL ED & TECHNOLOGY ADR 647581107 631 77,080 SH   SOLE 1 77,080 0 0
NEW SR INVT GROUP COM 648691103 174 19,775 SH   SOLE 1 19,775 0 0
NEWELL BRANDS COM 651229106 551 20,051 SH   SOLE 1 20,051 0 0
NEWMONT COM 651639106 587 9,271 PRN   DFND 4 9,271 0 0
NEWMONT COM 651639106 4,446 70,142 SH   SOLE 1 70,142 0 0
NEWS CORP CL A 65249B109 503 19,525 SH   SOLE 1 19,525 0 0
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NEXTCURE COM 65343E108 0 52 SH   SOLE 1 52 0 0
NEXTERA ENERGY COM 65339F101 812 11,078 SH   OTR 1 11,078 0 0
NEXTERA ENERGY COM 65339F101 8,601 117,365 SH   SOLE 1 117,365 0 0
NGM BIOPHARMACEUTICALS COM 62921N105 3 146 SH   SOLE 1 146 0 0
NICE LTD ADR 653656108 4,155 16,790 SH   OTR 1 16,790 0 0
NISOURCE COM 65473P105 504 20,572 SH   SOLE 1 20,572 0 0
NKARTA COM 65487U108 2 61 SH   SOLE 1 61 0 0
NOMAD FOODS LTD USD SHS G6564A105 4,282 151,459 SH   OTR 1 151,459 0 0
NORDSON COM 655663102 584 2,660 SH   SOLE 1 2,660 0 0
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NORTHERN TR COM 665859104 1,233 10,665 SH   SOLE 1 10,665 0 0
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NORTHROP GRUMMAN COM 666807102 3,056 8,408 SH   SOLE 1 8,408 0 0
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NORTONLIFELOCK PUT 668771958 10 1,000 SH   DFND 3,5,2 1,000 0 0
NORTONLIFELOCK PUT 668771958 5 1,000 SH   DFND 3,5,2 1,000 0 0
NORWEGIAN CRUISE LINE HLDG SHS G66721104 73 2,498 SH   SOLE 1 2,498 0 0
NOV COM 62955J103 1,174 76,650 SH   OTR 1 76,650 0 0
NOV COM 62955J103 41 2,659 SH   SOLE 1 2,659 0 0
NOVAVAX COM NEW 670002401 1,128 5,311 SH   SOLE 1 5,311 0 0
NOVOCURE LTD SHS G6674U108 635 2,864 SH   OTR 1 2,864 0 0
NOVOCURE LTD SHS G6674U108 1,447 6,524 SH   SOLE 1 6,524 0 0
NRG ENERGY COM NEW 629377508 536 13,301 SH   SOLE 1 13,301 0 0
NUANCE COMMUNICATIONS INC DEBT 1.500%11/0 67020YAG5 6,603 2,500,000 PRN   DFND 3,5,2 2,500,000 0 0
NUCOR COM 670346105 4,620 48,162 SH   SOLE 1 48,162 0 0
NURIX THERAPEUTICS COM 67080M103 2 73 SH   SOLE 1 73 0 0
NUTRIEN COM 67077M108 42 695 SH   SOLE 1 695 0 0
NVE COM NEW 629445206 851 11,490 SH   OTR 1 11,490 0 0
NVIDIA COM 67066G104 36,486 45,602 PRN   DFND 4 45,602 0 0
NVIDIA COM 67066G104 307 384 SH   OTR 1 384 0 0
NVIDIA COM 67066G104 78,971 98,701 SH   SOLE 1 98,701 0 0
NVR COM 62944T105 935 188 SH   SOLE 1 188 0 0
NXP SEMICONDUCTORS N COM N6596X109 500 2,430 SH   OTR 1 2,430 0 0
NXP SEMICONDUCTORS N COM N6596X109 145 707 SH   OTR 1 707 0 0
NXP SEMICONDUCTORS N COM N6596X109 7,473 36,327 SH   SOLE 1 36,327 0 0
OAK STR HEALTH COM 67181A107 308 5,254 SH   SOLE 1 5,254 0 0
OCCIDENTAL PETE COM 674599105 5,329 170,407 SH   SOLE 1 170,407 0 0
OCULAR THERAPEUTIX COM 67576A100 2 134 SH   SOLE 1 134 0 0
ODONATE THERAPEUTICS COM 676079106 0 72 SH   SOLE 1 72 0 0
OKTA CL A 679295105 2,068 8,450 SH   SOLE 1 8,450 0 0
OLD DOMINION FREIGHT LINE COM 679580100 4,409 17,370 SH   SOLE 1 17,370 0 0
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OLO CL A 68134L109 1,643 43,948 SH   OTR 1 43,948 0 0
OLO CL A 68134L109 26 700 SH   SOLE 1 700 0 0
OMEGA FLEX COM 682095104 3,058 20,847 SH   OTR 1 20,847 0 0
OMEGA HEALTHCARE INVS COM 681936100 2,946 81,174 SH   SOLE 1 81,174 0 0
OMEROS COM 682143102 2 116 SH   SOLE 1 116 0 0
OMNICOM GROUP COM 681919106 928 11,601 SH   SOLE 1 11,601 0 0
ON SEMICONDUCTOR COM 682189105 1,670 43,624 SH   OTR 1 43,624 0 0
ON SEMICONDUCTOR COM 682189105 2,884 75,352 SH   SOLE 1 75,352 0 0
ONE LIBERTY PPTYS COM 682406103 108 3,807 SH   SOLE 1 3,807 0 0
ONEOK INC COM 682680103 1,295 23,273 SH   SOLE 1 23,273 0 0
OPKO HEALTH COM 68375N103 5 1,260 SH   SOLE 1 1,260 0 0
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ORACLE COM 68389X105 1,458 18,725 SH   OTR 1 18,725 0 0
ORACLE COM 68389X105 8,001 102,788 SH   SOLE 1 102,788 0 0
OREILLY AUTOMOTIVE COM 67103H107 3,319 5,862 SH   SOLE 1 5,862 0 0
ORIC PHARMACEUTICALS COM 68622P109 1 69 SH   SOLE 1 69 0 0
OSCAR HEALTH CL A 687793109 118 5,470 SH   OTR 1 5,470 0 0
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PALANTIR TECHNOLOGIES CL A 69608A108 691 26,216 SH   SOLE 1 26,216 0 0
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PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 24,060 16,500,000 PRN   DFND 3,5,2 16,500,000 0 0
PALO ALTO NETWORKS INC NOTE 0.375% 6/0 ADDED 697435AF2 3,398 2,500,000 PRN   DFND 3,5,2 2,500,000 0 0
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PERSONALIS COM 71535D106 2 73 SH   SOLE 1 73 0 0
PETIQ INC CL A 71639T106 2 55 SH   SOLE 1 55 0 0
PETROLEO BRASILEIRO SA PETRO ADR 71654V408 2,335 190,917 SH   SOLE 1 190,917 0 0
PETROLEO BRASILEIRO SA PETRO ADR 71654V408 3,268 267,200 SH   SOLE 1 267,200 0 0
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PG&E COM 69331C108 690 67,815 SH   SOLE 1 67,815 0 0
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PHILIP MORRIS INTL COM 718172109 551 5,563 SH   OTR 1 5,563 0 0
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PIEDMONT OFFICE REALTY TR IN CL A 720190206 575 31,152 SH   SOLE 1 31,152 0 0
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PINTEREST CL A 72352L106 1,973 24,993 SH   SOLE 1 24,993 0 0
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POST HLDGS COM 737446104 1,568 14,460 SH   OTR 1 14,460 0 0
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PRECIGEN COM 74017N105 3 401 SH   SOLE 1 401 0 0
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PVH COM 693656100 44 411 SH   SOLE 1 411 0 0
QORVO COM 74736K101 1,626 8,310 SH   SOLE 1 8,310 0 0
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SKYWORKS SOLUTIONS COM 83088M102 2,308 12,036 SH   SOLE 1 12,036 0 0
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SLACK TECHNOLOGIES INC NOTE 0.500% 4/1 ADDED 83088VAB8 13,464 8,919,000 PRN   DFND 3,5,2 8,919,000 0 0
SMITH A O COM 831865209 501 6,957 SH   SOLE 1 6,957 0 0
SMUCKER J M COM NEW 832696405 778 6,002 SH   SOLE 1 6,002 0 0
SNAP CL A 83304A106 3,126 45,875 SH   SOLE 1 45,875 0 0
SNAP PUT 83304A956 1 1,085 SH   DFND 3,5,2 1,085 0 0
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SOUTHERN COM 842587107 3,417 56,468 SH   SOLE 1 56,468 0 0
SOUTHWEST AIRLS COM 844741108 573 10,799 SH   SOLE 1 10,799 0 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 18,188 12,000,000 PRN   DFND 3,5,2 12,000,000 0 0
SPDR GOLD TR SHS 78463V107 2,418 14,600 SH   SOLE 1 14,600 0 0
SPDR S&P 500 ETF PUT 78462F953 29 250 SH   DFND 3,5,2 250 0 0
SPDR SER TR SSGA US LRG ETF 78468R804 1,185 8,900 SH   SOLE 1 8,900 0 0
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SPERO THERAPEUTICS COM 84833T103 1 51 SH   SOLE 1 51 0 0
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SPIRIT RLTY CAP INC COM NEW 84860W300 1,865 38,986 SH   SOLE 1 38,986 0 0
SPLUNK COM 848637104 1,593 11,018 SH   SOLE 1 11,018 0 0
SPRINGWORKS THERAPEUTICS COM 85205L107 8 92 SH   SOLE 1 92 0 0
SPS COMM COM 78463M107 3,061 30,659 SH   OTR 1 30,659 0 0
SQUARE CL A 852234103 15,393 63,138 PRN   DFND 4 63,138 0 0
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SQUARE INC NOTE 0.500% 5/1 852234AD5 18,379 5,870,000 PRN   DFND 3,5,2 5,870,000 0 0
SS&C TECHNOLOGIES HLDGS COM 78467J100 2,076 28,808 SH   OTR 1 28,808 0 0
SS&C TECHNOLOGIES HLDGS COM 78467J100 1,187 16,472 SH   SOLE 1 16,472 0 0
STAG INDL COM 85254J102 1,925 51,421 SH   SOLE 1 51,421 0 0
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STARBUCKS COM 855244109 9,820 87,827 SH   SOLE 1 87,827 0 0
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STORE CAP COM 862121100 2,189 63,441 SH   SOLE 1 63,441 0 0
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STRYKER COM 863667101 4,821 18,563 SH   SOLE 1 18,563 0 0
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SUMMIT MATLS CL A 86614U100 3,255 93,400 SH   SOLE 1 93,400 0 0
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SUN CMNTYS COM 866674104 370,337 2,160,661 SH   OTR 1 2,160,661 0 0
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SUNRUN COM 86771W105 457 8,200 SH   SOLE 1 8,200 0 0
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SVB FINANCIAL COM 78486Q101 851 1,529 SH   OTR 1 1,529 0 0
SVB FINANCIAL COM 78486Q101 1,631 2,932 SH   SOLE 1 2,932 0 0
SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 31,452 15,000,000 PRN   DFND 3,5,2 15,000,000 0 0
SYNCHRONY COM 87165B103 2,428 50,049 SH   SOLE 1 50,049 0 0
SYNDAX PHARMACEUTICALS COM 87164F105 2 93 SH   SOLE 1 93 0 0
SYNEOS HEALTH CL A 87166B102 19 207 SH   SOLE 1 207 0 0
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T-MOBILE US COM 872590104 8,354 57,683 SH   SOLE 1 57,683 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPOSORED ADR 874039100 3,270 27,221 PRN   DFND 4 27,221 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPOSORED ADR 874039100 5,134 42,730 SH   SOLE 1 42,730 0 0
TAKE-TWO INTERACTIVE COM 874054109 2,971 16,782 SH   SOLE 1 16,782 0 0
TALKSPACE COM 87427V103 278 33,400 SH   OTR 1 33,400 0 0
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TAPESTRY COM 876030107 121 2,782 SH   SOLE 1 2,782 0 0
TARGET COM 87612E106 17,431 72,106 SH   SOLE 1 72,106 0 0
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TE CONNECTIVITY LTD SHS H84989104 133 983 SH   OTR 1 983 0 0
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TE CONNECTIVITY LTD SHS H84989104 2,751 20,345 SH   OTR 1 20,345 0 0
TE CONNECTIVITY LTD SHS H84989104 2,410 17,824 SH   SOLE 1 17,824 0 0
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TELEFLEX COM 879369106 1,049 2,612 SH   OTR 1 2,612 0 0
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THE TRADE DESK INC CL A 88339J105 2,294 29,659 SH   SOLE 1 29,659 0 0
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TIM S A ADR 88706T108 388 33,700 SH   SOLE 1 33,700 0 0
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