2021-09-27T01:08:07-05:00 2020-12-31 861065772 DELOITTE TAX LLP 7900 TYSONS ONE PLACE STE 800 MCLEAN VA 22102 990PF 2020-01-01 463022974 THE GOIZUETA FOUNDATION INC OLGA GOIZUETA RAWLS CHAIR & CEO GOIZ 4042390390 4401 NORTHSIDE PARKWAY NO 400 ATLANTA GA 303273057 OLGA GOIZUETA RAWLS CHAIR & CEO 4042390390 2021-09-18 1 OLGA GOIZUETA RAWLS 999009999 DAVID F DOTSON P00738401 7032511000 2021-09-18 3 AAL1 IAL1 2020 2022-09-23 18:48:47Z X 726082546 X 330000 20746459 20633167 3202837 189214039 3227047 3123166 4597 27402462 23864811 568770 121290 447480 409795 0 409795 376829 30134 346695 30474 0 30474 87778 0 87778 542398 536433 5965 305000 46211 0 319511 0 319511 9854 0 9854 356984 0 344947 3007393 734068 2002499 34501376 34501376 37508769 734068 36503875 -10106307 23130743 581562 319101 319101 4495762 5709512 5709512 86381014 35518170 36558894 351758986 341178725 615330127 12655203 20365043 21423923 0 11775906 12160583 0 31849262 34580406 455872527 446715719 726082546 0 951911 0 951911 X 455872527 445763808 0 0 0 0 455872527 445763808 455872527 446715719 455872527 -10106307 0 445766220 2412 445763808 PUBLICLY TRADED SECURITIES P 189171559 185986992 3184567 3184567 CAPITAL GAINS DIVIDENDS P 42480 42480 42480 3227047 321517 0 321517 0 321517 210000 0 150000 0 360000 X 545 37938 37938 0 0 0 0 0 0 0 0 0 0 0 1 1 GA 1 0 0 0 0 1 WWW.GOIZUETAFOUNDATION.ORG DEANA UTBERG 4042390390 4401 NORTHSIDE PKWY SUITE 400 ATLANTA GA 30327 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 ROBERTO S GOIZUETA 4401 NORTHSIDE PARKWAY SUITE 400 ATLANTA GA 30327 BOARD MEMBER 0.25 0 0 0 MARY H JUDSON 4401 NORTHSIDE PARKWAY SUITE 400 ATLANTA GA 30327 PRESIDENT 40.00 338067 32263 0 DEANA UTBERG 4401 NORTHSIDE PARKWAY SUITE 400 ATLANTA GA 30327 TREASURER/SECRETARY 40.00 185703 48339 0 OLGA GOIZUETA RAWLS 4401 NORTHSIDE PARKWAY SUITE 400 ATLANTA GA 30327 CHAIR AND CEO 20.00 45000 38685 0 JAVIER C GOIZUETA 4401 NORTHSIDE PARKWAY SUITE 400 ATLANTA GA 30327 BOARD MEMBER 0.25 0 0 0 JULIANNA CAGLE 4401 NORTHSIDE PARKWAY SUITE 400 ATLANTA GA 30330 VP OF PROGRAMS 40.00 159667 32630 0 MARY JEANE THORNE 4401 NORTHSIDE PARKWAY SUITE 400 ATLANTA GA 30331 GRANTS ADMINISTRATOR 40.00 109946 47122 0 AMY BROWN 4401 NORTHSIDE PARKWAY SUITE 400 ATLANTA GA 30329 PROGRAM OFFICER 40.00 85250 26265 0 COURTNEY LEE 4401 NORTHSIDE PARKWAY SUITE 400 ATLANTA GA 30328 ADMINISTRATIVE ASSIS 40.00 54933 17123 0 0 THE NORTHERN TRUST COMPANY 4401 NORTHSIDE PARKWAY SUITE 400 ATLANTA GA 30327 INVESTMENT MANAGEMENT 536433 DELOITTE & TOUCHE 191 PEACHTREE ST NE SUITE 1500 ATLANTA GA 30327 ACCOUNTING 87778 0 0 674335505 415669 0 674751174 0 0 674751174 10121268 664629906 33231495 33231495 321517 321517 32909978 0 32909978 0 32909978 36503875 0 12037 36515912 0 36515912 32909978 0 0 1891473 2398709 720217 1747868 6758267 36515912 0 0 0 32909978 3605934 0 0 10364201 0 0 0 0 0 0 0 10364201 1891473 2398709 720217 1747868 3605934 THE GOIZUETA FOUNDATION INC ATTENTI 4401 NORTHSIDE PKWY STE 400 ATLANTA GA 30327 4042390390 THOSE INTERESTED IN REQUESTING SUPPORT SHOULD FIRST VISIT THE GOIZUETA FOUNDATION'S WEBSITE AT WWW.GOIZUETAFOUNDATION.ORG AND FOLLOW THE DIRECTIONS UNDER "APPLY FOR FUNDING/ONLINE APPLICATION". NO DEADLINES - APPLICATIONS ARE ACCEPTED THROUGHOUT THE YEAR. PLEASE SEE OUR WEBSITE TO REVIEW OUR STRATEGIC PRIORITIES, AS WELL AS ELIGIBILITY REQUIREMENTS AND TYPES OF FUNDING. IF YOU BELIEVE YOUR ORGANIZATION FITS WITHIN OUR FUNDING PRIORITIES, PLEASE CALL BEFORE SUBMITTING A FORMAL REQUEST. AGAPE YOUTH & FAMILY CENTER 2210 MARIETTA BOULEVARD NW ATLANTA GA 30318 PC PROGRAM 400000 AGAPE YOUTH & FAMILY CENTER 2210 MARIETTA BOULEVARD NW ATLANTA GA 30318 PC COVID RELIEF 32500 AGNES SCOTT COLLEGE 141 EAST COLLEGE AVENUE DECATUR GA 300303797 PC PROGRAM 1000000 AMERICAN ENTERPRISE INSTITUTE 1789 MASSACHUSETTS AVENUE NW WASHINGTON DC 20036 PC MATCHING GIFTS 1250 ATLANTA HISTORY CENTER 130 WEST PACES FERRY RD NW ATLANTA GA 30305 PC PROGRAM 1300000 ATLANTA HISTORY CENTER 130 WEST PACES FERRY RD NW ATLANTA GA 30305 PC ENDOWMENT 2000000 ATLANTA LEGAL AID SOCIETY INC 54 ELLIS STREET NE ATLANTA GA 30303 PC PROGRAM 600000 ATLANTA POLICE FOUNDATION INC 191 PEACHTREE STREET SUITE 191 ATLANTA GA 30303 PC DISCRETIONARY 325000 ATLANTA RONALD MCDONALD HOUSE CHARITIES INC 795 GATEWOOD ROAD NE ATLANTA GA 30329 PC PROGRAM 500000 ATLANTA RONALD MCDONALD HOUSE CHARITIES INC 795 GATEWOOD ROAD NE ATLANTA GA 30329 PC DISCRETIONARY 250000 ATLANTA RONALD MCDONALD HOUSE CHARITIES INC 795 GATEWOOD ROAD NE ATLANTA GA 30329 PC MATCHING GIFTS 7500 AUBURN UNIVERSITY FOUNDATION 317 SOUTH COLLEGE STREET AUBURN AL 36849 PC DISCRETIONARY 100000 BARD COLLEGE PO BOX 5000 ANNANDALEONHUDSON NY 12504 PC DISCRETIONARY 100000 BOBBY JONES GOLF COURSE FOUNDATION INC 2560 BROOKDALE DRIVE NW ATLANTA GA 30305 PC DISCRETIONARY 50000 BOSTON COLLEGE 140 COMMONWEALTH AVENUE CHESTNUT HILL MA 02467 PC DISCRETIONARY 50000 BOYS & GIRLS CLUBS OF METRO ATLANTA 1275 PEACHTREE ROAD NE ATLANTA GA 30309 PC COVID RELIEF 75000 BREAKTHROUGH ATLANTA 4075 PACES FERRY ROAD NW ATLANTA GA 30327 PC PROGRAM 400000 BREAKTHROUGH ATLANTA 4075 PACES FERRY ROAD NW ATLANTA GA 30327 PC COVID RELIEF 35000 CATHOLIC CHARITABLE BUREAU OF THE ARCHDIOCESE OF BOSTON 275 WEST BROADWAY BOSTON MA 02127 PC DISCRETIONARY 100000 CATHOLIC SCHOOLS FOUNDATION INC 67 BATTERYMARCH STREET BOSTON MA 02110 PC DISCRETIONARY 125000 CHILDRENS HOSPITAL CORPORATION 401 PARK DRIVE BOSTON MA 02215 PC DISCRETIONARY 75000 COMMUNITIES IN SCHOOLS OF ATLANTA INC 260 PEACHTREE STREET ATLANTA GA 30303 PC COVID RELIEF 50000 COMMUNITY FOUNDATION FOR GREATER ATLANTA INC 191 PEACHTREE STREET ATLANTA GA 30303 PC COVID RELIEF 1000000 COMMUNITY GUILDS (STEAM TRUCK) 501 DANCING FOX ROAD DECATUR GA 30032 PC PROGRAM 250000 CRISTO REY ATLANTA JESUIT HIGH SCHOOL 222 PIEDMONT AVENUE NE ATLANTA GA 30308 PC COVID RELIEF 70000 EASTER SEALS NORTH GEORGIA INC 53 PERIMETER CENTER EAST ATLANTA GA 30346 PC COVID RELIEF 75000 EMORY UNIVERSITY 201 DOWMAN DRIVE ATLANTA GA 30322 PC SPONSORSHIPS 100000 EMORY UNIVERSITY 1300 CLIFTON ROAD ATLANTA GA 30322 PC ENDOWMENT 2950000 EMORY UNIVERSITY 201 DOWMAN DRIVE ATLANTA GA 30322 PC PROGRAM 5000000 EMORY UNIVERSITY 1300 CLIFTON ROAD ATLANTA GA 30322 PC PROGRAM 3050000 FBIAA MEMORIAL COLLEGE FUND PO BOX 320215 ALEXANDRIA VA 22320 PC MATCHING GIFTS 1000 FRIENDS OF REFUGEES PO BOX 548 CLARKSTON GA 30021 PC COVID RELIEF 50000 GEORGIA ASYLUM & IMMIGRATION NETWORK INC 229 PEACHTREE STREET NE ATLANTA GA 30303 PC MATCHING GIFTS 4000 GEORGIA ASYLUM & IMMIGRATION NETWORK INC 229 PEACHTREE STREET NE ATLANTA GA 30303 PC DISCRETIONARY 25000 GEORGIA GWINNETT COLLEGE 1000 UNIVERSITY CENTER LANE LAWRENCEVILLE GA 30043 PC PROGRAM 750000 GEORGIA INSTITUTE OF TECHNOLOGY 255 NORTH AVENUE NW ATLANTA GA 303320325 PC PROGRAM 2000000 GEORGIA LEGAL SERVICES PROGRAM INC 104 MARIETTA STREET NW SUITE 250 ATLANTA GA 30303 PC COVID RELIEF 25000 GIVING KITCHEN INITIATIVE INC 970 JEFFERSON STREET NW ATLANTA GA 30318 PC DISCRETIONARY 100000 GOOD SAMARITAN HEALTH CENTER 1015 DONALD LEE HOLLOWELL PARKWAY ATLANTA GA 30318 PC DISCRETIONARY 25000 H O P E INC (HISPANIC ORGANIZATION PROMOTING EDUCATION) 5828 RIVERMOORE DRIVE BRASELTON GA 30517 PC PROGRAM 50000 H O P E INC (HISPANIC ORGANIZATION PROMOTING EDUCATION) 5828 RIVERMOORE DRIVE BRASELTON GA 30517 PC DISCRETIONARY 25000 HANDS ON ATLANTA 600 MEANS STREET NW ATLANTA GA 30318 PC MATCHING GIFTS 1030 HIGH MEADOWS SCHOOL 1055 WILLEO ROAD ROSWELL GA 30075 PC COVID RELIEF 60000 HISPANIC SOCIETY OF AMERICA 613 W 155TH STREET NEW YORK NY 10032 PC DISCRETIONARY 75000 HOLY INNOCENTS' EPISCOPAL SCHOOL 805 MOUNT VERNON HWY NW ATLANTA GA 30327 PC PROGRAM 350000 HOLY SPIRIT CHURCH ATLANTA INC 4465 NORTHSIDE DRIVE NW ATLANTA GA 30327 PC DISCRETIONARY 25000 HOLY SPIRIT CHURCH ATLANTA INC 4465 NORTHSIDE DRIVE NW ATLANTA GA 30327 PC MATCHING GIFTS 5000 HOLY SPIRIT CHURCH ATLANTA INC 4465 NORTHSIDE DRIVE NW ATLANTA GA 30327 PC DISCRETIONARY 50000 HOLY SPIRIT CHURCH ATLANTA INC 4465 NORTHSIDE DRIVE NW ATLANTA GA 30327 PC MATCHING GIFTS 1000 HOLY SPIRIT CHURCH ATLANTA INC 4465 NORTHSIDE DRIVE NW ATLANTA GA 30327 PC MATCHING GIFTS 2000 HORIZONS ATLANTA 177 NORTH AVENUE NW ATLANTA GA 30332 PC PROGRAM 300000 INTERNATIONAL SCHOLARSHIP AND TUITION SERVICES 1321 MURFREESBORO PIKE SUITE 800 NASHVILLE TN 37217 PC INTERNATIONAL SCHOLARSHIP AND TUITION SERVICES 363598 JUMPSTART FOR YOUNG CHILDREN INC 308 CONGRESS STREET BOSTON MA 02210 PC PROGRAM 400000 KAIROS CHURCH 5855 RIVERSIDE DRIVE ATLANTA GA 30327 PC MATCHING GIFTS 10498 KENNESAW STATE UNIVERSITY 1000 CHASTAIN ROAD KENNESAW GA 301445591 PC PROGRAM 1000000 KIPP METRO ATLANTA SCHOOLS 504 FAIR STREET SW ATLANTA GA 30313 PC COVID RELIEF 75000 LAAMISTAD 3434 ROSWELL RD ATLANTA GA 30305 PC PROGRAM 400000 LAAMISTAD 3434 ROSWELL RD ATLANTA GA 30305 PC MATCHING GIFTS 3500 LOS NINOS PRIMERO INC 471 MOUNT VERNON HIGHWAY NE SANDY SPRINGS GA 30328 PC PROGRAM 250000 LOS NINOS PRIMERO INC 471 MOUNT VERNON HIGHWAY NE SANDY SPRINGS GA 30328 PC COVID RELIEF 50000 MARIST SCHOOL 3790 ASHFORD DUNWOODY ROAD NE ATLANTA GA 30319 PC MATCHING GIFTS 2500 MARS HILL UNIVERSITY PO BOX 370 MARS HILL NC 28754 PC MATCHING GIFTS 2000 MASSACHUSETTS FOUNDATION FOR HUMANITIES & PUBLIC POLICY INC 66 BRIDGE STREET NORTHHAMPTON MA 01060 PC DISCRETIONARY 75000 MONASTERY OF THE HOLY SPIRIT 2625 HIGHWAY 212 SW CONYERS GA 30094 PC DISCRETIONARY 50000 NEW AMERICAN PATHWAYS 2300 HENDERSON MILL RD NE ATLANTA GA 30345 PC MATCHING GIFTS 5000 NEW AMERICAN PATHWAYS 2300 HENDERSON MILL RD NE ATLANTA GA 30345 PC PROGRAM 1250000 NICHOLAS HOUSE INC 1790 LAVISTA ROAD ATLANTA GA 30329 PC MATCHING GIFTS 1000 NICHOLAS HOUSE INC 1790 LAVISTA ROAD ATLANTA GA 30329 PC DISCRETIONARY 25000 ODYSSEY 1424 WEST PACES FERRY ROAD ATLANTA GA 30327 PC COVID RELIEF 25000 ODYSSEY 1424 WEST PACES FERRY ROAD ATLANTA GA 30327 PC PROGRAM 400000 PAIDEIA SCHOOL 1509 PONCE DE LEON AVE NE ATLANTA GA 30307 PC PROGRAM 450000 PAIDEIA SCHOOL 1509 PONCE DE LEON AVE NE ATLANTA GA 30307 PC ENDOWMENT 400000 POWER UP SCHOLARSHIP FUND INC 6100 LAKE FORREST DRIVE ATLANTA GA 30328 PC DISCRETIONARY 25000 POWER UP SCHOLARSHIP FUND INC 6100 LAKE FORREST DRIVE ATLANTA GA 30328 PC MATCHING GIFTS 5000 POWERMYLEARNING INC 1550 SOUTHLAND CIRCLE NW ATLANTA GA 30318 PC COVID RELIEF 50000 PRO BONO PARTNERSHIP OF ATLANTA 999 PEACHTREE STREET NE ATLANTA GA 30309 PC MATCHING GIFTS 2500 PRO BONO PARTNERSHIP OF ATLANTA 999 PEACHTREE STREET NE ATLANTA GA 30309 PC DISCRETIONARY 25000 QUALITY CARE FOR CHILDREN INC 3 CORPORATE BLVD NE ATLANTA GA 30329 PC COVID RELIEF 50000 QUALITY CARE FOR CHILDREN INC 3 CORPORATE BLVD NE ATLANTA GA 30329 PC PROGRAM 700000 REACH FOR EXCELLENCE INC 3790 ASHFORD DUNWOODY ROAD NE ATLANTA GA 30319 PC PROGRAM 300000 REACH FOR EXCELLENCE INC 3790 ASHFORD DUNWOODY ROAD NE ATLANTA GA 30319 PC ENDOWMENT 500000 RESOLVE INC 7918 JONES BRANCH DRIVE MCLEAN VA 22102 PC MATCHING GIFTS 2000 ROBERT W WOODRUFF ARTS CENTER 1280 PEACHTREE STREET NE ATLANTA GA 30309 PC COVID RELIEF 250000 RONALD MCDONALD HOUSE CHARITIES INC 110 NORTH CARPENTER STREET CHICAGO IL 606072101 PC DISCRETIONARY 75000 SCOTTDALE EARLY LEARNING INC 2939 MIDWAY ROAD DECATUR GA 30030 PC COVID RELIEF 100000 SOLIDARITY SANDY SPRINGS 115 HIGH POINT WALK ATLANTA GA 30342 PC MATCHING GIFTS 1000 ST BENEDICT'S EPISCOPAL SCHOOL 2160 COOPER LAKE ROAD SMYRNA GA 30080 PC PROGRAM 500000 ST PIUS X CATHOLIC HIGH SCHOOL 2674 JOHNSON RD ATLANTA GA 30345 PC DISCRETIONARY 125000 TAPESTRI INC PMB 362 3939 LAVISTA RD STEE TUCKER GA 30084 PC DISCRETIONARY 50000 TENEO 2605 WEST 8TH STREET AUSTIN TX 78703 PC MATCHING GIFTS 2000 THE ATLANTA GIRLS' SCHOOL 3254 NORTHSIDE PARKWAY ATLANTA GA 30327 PC COVID RELIEF 50000 THE FEDERALIST SOCIETY FOR LAW AND PUBLIC POLICY 1776 I STREET NW ARLINGTON VA 20006 PC MATCHING GIFTS 1000 THE KINDEZI SCHOOLS 386 PINE STREET NE ATLANTA GA 30308 PC COVID RELIEF 90000 THE PATH PROJECT 279 WEST CROGAN ST LAWRENCEVILLE GA 30046 PC COVID RELIEF 50000 THE ROXBURY LATIN SCHOOL 101 ST THERESA AVE WEST ROXBURY MA 02132 PC DISCRETIONARY 125000 THE SHELTERING ARMS INC 385 CENTENNIAL OLYMPIC PARK DRIVE NW ATLANTA GA 30313 PC PROGRAM 1500000 THE SHELTERING ARMS INC 385 CENTENNIAL OLYMPIC PARK DRIVE NW ATLANTA GA 30313 PC COVID RELIEF 75000 THE UNIVERSITY OF GEORGIA 394 SOUTH MILLEDGE AVENUE ATHENS GA 30602 PC DISCRETIONARY 25000 WESTMINSTER SCHOOLS INC 1424 WEST PACES FERRY ROAD NW ATLANTA GA 30327 PC DISCRETIONARY 300000 WESTMINSTER SCHOOLS INC 1424 WEST PACES FERRY ROAD NW ATLANTA GA 30327 PC MATCHING GIFTS 8500 WHITEFOORD INC 1353 GEORGE W BRUMLEY WAY SE ATLANTA GA 30317 PC COVID RELIEF 30000 YMCA OF METRO ATLANTA 569 MARTIN LUTHER KING DRIVE NW ATLANTA GA 303149622 PC COVID RELIEF 250000 YMCA OF METRO ATLANTA 569 MARTIN LUTHER KING DRIVE NW ATLANTA GA 303149622 PC MATCHING GIFTS 1000 34501376 KENNESAW STATE UNIVERSITY 1000 CHASTAIN ROAD KENNESAW GA 301445591 PC PROGRAM 1000000 LOS NINOS PRIMERO INC 471 MOUNT VERNON HIGHWAY NE SANDY SPRINGS GA 30328 PC PROGRAM 1000000 2000000 14 20746459 18 3202837 UNREALIZED GAIN ON QUALIFYING STOCK DISTRIBUTIONS 18 3118511 OTHER INCOME 14 4597 BANK SERVICE CHARGE 01 58 0 27072462 0 27072462 0 0 0 0 0 0 0 0 0 0 X X 1 THE OLGA CASTELEIRO DE GOIZUETA CHA 4401 NORTHSIDE PARKWAY STE 400 ATLANTA GA 303273057 330000 X ACCOUNTING FEES 87778 0 87778 $ GEN CORP NEW FIXED 4.125% DUE 04-03-2050 76439 75934 ABBVIE INC 2.6% DUE 11-21-2024 REG 64942 69667 ABBVIE INC 2.85% DUE 05-14-2023 20040 21029 ABBVIE INC 3.375% DUE 11-14-2021 25354 25672 ACE INA HLDGS INC 3.35% DUE 05-03-2026 22549 22539 ACUITY BRANDS LTG FIXED 2.15% 12-15-2030 54855 55799 ADVANCE AUTO PTS INC NT 1.75% 10-01-2027 39869 40624 ADVOCATE HLTH & 3.387% DUE 10-15-2049 55000 62439 AERCAP IRELAND CAPITAL DAC 4.625% DUE 10-15-2027 REG 49148 56619 AIR LEASE CORP FIXED 3% DUE 02-01-2030 63638 66729 ALLSTATE CORP 4.5% DUE 06-15-2043 40145 40156 AMERADA HESS CORP 7.125 DUE 03-15-2033 BEO 59408 65297 AMEREN CORP 3.5% DUE 01-15-2031 REG 114365 115375 AMERICAN CAMPUS CMNTYS OPER PARTNERSHIP LP 2.85% DUE 02-01-2030 47909 50255 AMERICAN ELEC PWR CO INC 3.25% DUE 03-01-2050/03-05-2020 REG 55729 58009 AMERN HONDA FIN 2.3% DUE 09-09-2026 64610 65134 AMERN TOWER CORP 3.125% DUE 01-15-2027 88219 99287 AMGEN INC 2.3% DUE 02-25-2031 49821 53330 AMGEN INC FIXED 3.125% DUE 05-01-2025 53098 55088 ANHEUSER-BUSCH COS LLC CORP 3.65% 02-01-2026 44442 50867 ANHEUSER-BUSCH COS LLC CORP 4.9% 02-01-2046 77379 97517 ANTHEM INC 2.375% DUE 01-15-2025 35939 37434 ANTHEM INC 4.65% DUE 01-15-2043 53426 72080 ARES CAP CORP 4.25% DUE 03-01-2025 58352 65041 AT&T INC 3.85% DUE 06-01-2060 42173 41929 AT&T INC 5.35% 12-15-2043 98672 114104 AT&T INC 6.55% 06-15-2034 145248 155205 ATHENE HLDG LTD 3.5% DUE 01-15-2031 54194 58124 AVALONBAY CMNTYS INC MEDIUM TERM NTS 2.3% DUE 03-01-2030 21051 21331 AVANGRID INC 3.8% DUE 06-01-2029 44936 51610 AVERY DENNISON CORP 2.65% DUE 04-30-2030REG 34850 37540 BAIDU INC 1.72% DUE 04-09-2026 80000 81070 BAKER HUGHES A GE CO LLC/BAKER HUGHES 2.773% 12-15-2022 34205 36554 BAKER HUGHES A GE CO LLC/BAKER HUGHES 4.08% 12-15-2047 14873 16949 BANK AMER CORP 2.831% DUE 10-24-2051 40000 41723 BANK AMER CORP 4.083% DUE 03-20-2051 75639 75772 BANK AMER CORP 4.3% DUE 12-31-2049 120000 123727 BANK AMER CORP FIXED 2.496% DUE 02-13-2031 104566 106207 BANK AMER CORP FLTG RT 2.592% DUE 04-29-2031 55000 58947 BARCLAYS PLC 2.852% DUE 05-07-2026 85104 85915 BARCLAYS PLC FIXED 2.645% DUE 06-24-2031 72382 72894 BARRICK PD 5.95% DUE 10-15-2039 14400 14396 BECTON DICKINSON & FIXED 3.794% DUE 05-20-2050 39437 41575 BERKSHIRE HATHAWAY 1.85% DUE 03-12-2030 9990 10538 BERKSHIRE HATHAWAY FIN CORP 2.85% DUE 10-15-2050 24980 26774 BEST BUY CO INC 1.95% 10-01-2030 49806 50240 BHP BILLITON FIN 5% DUE 09-30-2043 43517 44127 BLOCK FINL LLC 3.875% DUE 08-15-2030 49844 54014 BOARDWALK PIPELINES LP 4.8% 05-03-2029 39965 45836 BOEING CO 2.95% DUE 02-01-2030 36023 36199 BOEING CO FIXED 3.95% DUE 08-01-2059 32087 32108 BP CAP MKTS AMER 1.749% DUE 08-10-2030 100597 100613 BRITISH TELECOMMUNICATIONS P L C 5.125% DUE 12-04-2028 BEO 73484 73813 BRIXMOR OPER 4.05% DUE 07-01-2030 29933 34433 BROADCOM CORP/ CAYMN FI 3.875% 01-15-2027 105801 106619 BROADCOM INC 3.15% DUE 11-15-2025 59918 65517 BROADRIDGE FINL 2.9% DUE 12-01-2029 44873 49292 BROWN & BROWN INC 2.375% DUE 03-15-2031 49945 52331 BSTN PPTYS LTD 3.2% DUE 01-15-2025 142204 158004 BSTN SCIENTIFIC 1.9% DUE 06-01-2025 34983 36764 BURL NORTHN SANTA FIXED 3.05% 02-15-2051 23005 22777 CANADIAN NAT RES LTD 2.95% DUE 07-15-2030/06-24-2020 REG 41427 42785 CARLISLE COS INC FIXED 2.75% DUE 03-01-2030 34565 37493 CARRIER GLOBAL CORP 3.37% DUE 04-05-2040 27678 32911 CBS CORP NEW FIXED 3.7% DUE 06-01-2028 39460 39977 CENTERPOINT ENERGY INCCORP 2.95% 03-01-2030 80635 87074 CHARLES SCHWAB CORP 5.0% 12-31-2049 46150 47981 CHARTER COMMUNICATIONS OPER LLC CAP 5.125% DUE 07-01-2049 BEO 64383 67128 CHEVRON CORP NEW 2.978% DUE 05-11-2040 38374 38748 CHUBB INA HLDGS INC 1.375% 09-15-2030 19771 19964 CITIGROUP INC 3.668% DUE 07-24-2028 140649 141713 CITIGROUP INC 4.412% DUE 03-31-2031 167423 169772 CITIGROUP INC 8.125% DUE 07-15-2039 135269 134065 CITRIX SYS INC 4.5% 12-01-2027 33224 41157 CNH INDUSTRIAL CAPITAL LLC 1.875% 01-15-2026 99761 104725 COMCAST CORP 4.7% 10-15-2048 213128 258470 CONAGRA BRANDS INC 1.375% DUE 11-01-2027 34586 35323 CONOCOPHILLIPS GTD NT 6.5 DUE 02-15-2039REG 30306 30931 CONS EDISON CO N Y 3% DUE 12-01-2060 39759 40765 CONSTELLATION 2.875% DUE 05-01-2030 39920 43831 CORNING INC 5.45% DUE 11-15-2079 23030 27456 CR SUISSE GROUP AG FLTG RT 2.193% DUE 06-05-2026 135000 141082 CUMMINS INC FIXED 2.6% DUE 09-01-2050 19868 20411 CVS HEALTH CORP 5.05% DUE 03-25-2048 76966 81317 D R HORTON INC 1.4% DUE 10-15-2027 54559 55171 D R HORTON INC 5.75% DUE 08-15-2023 47803 50491 DEUTSCHE BK AG N Y 3.3% 11-16-2022 65855 67785 DEUTSCHE BK AG N Y FLTG RT 2.222% DUE 09-18-2024 150000 154311 DIAMOND 1 FIN CORP 5.45% DUE 06-15-2023 31212 33181 DISCOVERY 3.625% DUE 05-15-2030 68185 68730 DISNEY WALT CO 2.2% DUE 01-13-2028 REG 49838 53518 DISNEY WALT CO 3.5% DUE 05-13-2040 REG 39960 47020 DISNEY WALT CO FIXED 1.75% DUE 01-13-2026 49871 52414 DOLLAR GEN CORP NEW 3.5% DUE 04-03-2030/04-03-2020 REG 49967 57399 DOMINION ENERGY INC STEP CPN DUE 08-15-2024 30007 32386 DOW CHEMICAL CO 3.6% 11-15-2050 22052 22471 DOW CHEMICAL CO NT 3.625% 05-15-2026 44818 45072 DTE ENERGY CO FIXED 1.05% DUE 06-01-2025 70758 70786 DUKE ENERGY CORP .9% DUE 09-15-2025 100090 100239 DUKE ENERGY CORP 4.2% DUE 06-15-2049 39158 44323 DUPONT DE NEMOURS INC 2.169% DUE 05-01-2023 REG 186856 187451 EBAY INC FIXED 2.7% DUE 03-11-2030 99298 107574 EBAY INC FIXED 3.6% DUE 06-05-2027 35827 39664 EMERSON ELEC CO FIXED 2.75% DUE 10-15-2050 19976 21064 ENERGY TRANSFER 4.2% DUE 09-15-2023 35136 37724 ENTERGY TEX INC 1.75% DUE 03-15-2031 44834 45105 ENTERPRISE PRODS FIXED 3.95% DUE 01-31-2060 54648 60883 EQUIFAX INC FIXED 3.1% DUE 05-15-2030 50621 55617 EQUINIX INC FIXED 3.2% 11-18-2029 44954 49400 ERP OPER LTD 3.25% DUE 08-01-2027 22224 22347 ESSEX PORTFOLIO L FIXED 2.65% DUE 03-15-2032 34870 37555 EVERSOURCE ENERGY FIXED 1.65% DUE 08-15-2030 59744 59757 EXELON CORP 5.625% DUE 06-15-2035 71705 87915 EXXON MOBIL CORP 2.61% DUE 10-15-2030 65390 65537 EXXON MOBIL CORP FIXED 4.327% DUE 03-19-2050 51196 52370 FEDEX CORP 3.8% DUE 05-15-2025 67844 67731 FISERV INC 3.2% DUE 07-01-2026 95997 100816 FLEX LTD 4.875% DUE 06-15-2029 70726 70872 FLEXTRONICS INTL LTD 4.75% DUE 06-15-2025 63700 73777 FS KKR CAP CORP 4.125% DUE 02-01-2025 118984 124912 GATX CORP FIXED 4% DUE 06-30-2030 34925 41363 GENERAL MTRS CO 6.75% DUE 04-01-2046 56467 57630 GENERAL MTRS FINL CO INC 2.7% DUE 08-20-2027 REG 104767 111359 GENUINE PARTS CO 1.875% DUE 11-01-2030 34674 34732 GILEAD SCIENCES 2.5% DUE 09-01-2023 25741 26296 GILEAD SCIENCES INC 2.6% DUE 10-01-2040 24888 25241 GILEAD SCIENCES INC 2.8% DUE 10-01-2050/09-30-2020 REG 24854 24811 GLAXOSMITHKLINE 3% DUE 06-01-2024 36549 37712 GLENCORE FDG LLC 3.875% DUE 10-27-2027 51125 56345 GLOBAL PMTS INC 4.15% DUE 08-15-2049 33487 36993 GOLDMAN SACHS 6.25% DUE 02-01-2041 126065 125293 GOLDMAN SACHS BDC 3.75% DUE 02-10-2025 39964 42438 GOLDMAN SACHS FIXED 3.5% DUE 04-01-2025 64977 72214 HALLIBURTON CO 2.92% DUE 03-01-2030 20727 21079 HALLIBURTON CO 5% DUE 11-15-2045 22884 23775 HCP INC 3.25% DUE 07-15-2026 29972 33865 HEALTHCARE RLTY TR FIXED 2.4% DUE 03-15-2030 35090 36503 HEALTHCARE TR AMER HLDGS LP 3.75% 07-01-2027 11169 11336 HEWLETT PACKARD FIXED 4.45% DUE 10-02-2023 44980 49504 HEWLETT PACKARD FIXED 4.65% DUE 10-01-2024 44918 51079 HEWLETT PACKARD STEP CPN 4.4% DUE 10-15-2022 51146 53109 HEWLETT PACKARD STEP CPN 6.35% DUE 10-15-2045 84596 85675 HOME DEPOT INC 2.5% DUE 04-15-2027 29854 32921 HORMEL FOODS CORP 1.8% DUE 06-11-2030 34904 36198 HSBC HLDGS PLC 2.357% DUE 08-18-2031 REG 113235 113610 HSBC HLDGS PLC 4.3% DUE 03-08-2026 126499 126737 HUNT J B TRANS 3.875% DUE 03-01-2026 68893 68898 IDEX CORP FIXED 3% 05-01-2030 14973 16514 INTERCONTINENTAL EXCHANGE INC 2.65% 09-15-2040 59592 61474 JABIL INC 3.6% 01-15-2030 24958 27820 JEFFERIES GROUP LLC/JEFFERIES 2.75% 10-15-2032 34639 36732 JOHNSON CTLS INTL 5.125% DUE 09-14-2045 5209 6865 JOHNSON CTLS INTL PLC SR NT STEP UP 07-02-2044 12-23-2016 38475 39560 JPMORGAN CHASE & CO 3.875 09-10-2024 46922 50392 JPMORGAN CHASE & CO 2.083% DUE 04-22-2026/10-22-2020 REG 60000 63368 JPMORGAN CHASE & CO 4.493% 03-24-2031 68039 67657 JPMORGAN CHASE & CO 4.6% DUE 12-31-2049 80000 82600 JPMORGAN CHASE & FIXED 5% 12-31-2049 115000 120984 KELLOGG CO 2.1% DUE 06-01-2030/06-01-2020 REG 84771 89286 KEYSIGHT 4.55% DUE 10-30-2024 14280 15830 KEYSIGHT TECHNOLOGIES INC 3.0% DUE 10-30-2029 REG 61085 66245 KIMCO RLTY CORP 2.7% DUE 10-01-2030 20712 21582 KINDER MORGAN INC 4.3% DUE 06-01-2025 34181 34230 KINDER MORGAN INC DEL 2.0% DUE 02-15-2031 69377 70374 KLA CORP 3.3% 03-01-2050 29989 33853 KLA CORP 5.65% DUE 11-01-2034 29859 33708 LLOYDS BKG GROUP 1.326% DUE 06-15-2023 95000 96047 LLOYDS BKG GROUP 2.438% DUE 02-05-2026 40000 42258 LOWES COS INC 1.3% DUE 04-15-2028 49965 50441 LYB INTL FIN III 2.25% DUE 10-01-2030 20435 20576 LYB INTL FIN III LLC 4.2% DUE 05-01-2050REG 23088 23307 MA INST TECH FIXED 2.989% DUE 07-01-2050 11518 11597 MARATHON PETE CORP 3.8% 04-01-2028 71841 72462 MARRIOTT INTL INC 3.125% DUE 06-15-2026 26271 26674 MARSH & MCLENNAN 4.9% DUE 03-15-2049 28863 28992 MARSH & MCLENNAN FIXED 3.75% DUE 03-14-2026 22751 22692 MARTIN MARIETTA FIXED 2.5% DUE 03-15-2030 63166 63928 MERCK & CO INC NEW FIXED 2.45% DUE 06-24-2050 39058 41415 MFO BLACKROCK FDS V HIGH YIELD BD PORT INSTLCL 3115822 3308163 MIZUHO FINL GROUP INC 1.979% DUE 09-08-2031/09-08-2030 REG 99873 101777 MOODYS CORP 4.25% 02-01-2029 58007 66094 MORGAN STANLEY 1.794% 02-13-2032 75000 75536 MORGAN STANLEY 3.737% DUE 04-24-2024 57115 59178 MORGAN STANLEY FLTG RT 2.188% DUE 04-28-2026 55000 58093 MORGAN STANLEY FLTG RT 2.699% DUE 01-22-2031 105000 114319 MOTOROLA SOLUTIONS INC 2.3% DUE 11-15-2030/08-14-2020 REG 49901 50967 MPLX LP 4.5% 04-15-2038 32942 34314 MPLX LP FIXED 4.125% DUE 03-01-2027 33859 34600 MYLAN INC FORMERLY FIXED 5.2% DUE 04-15-2048 169850 175751 NATIONAL RETAIL PPTYS INC 3.1% DUE 04-15-2050 39191 38605 NATL OILWELL VARCO 3.6% DUE 12-01-2029 19853 20914 NEXTERA ENERGY CAP HLDGS INC 2.25% DUE 06-01-2030/05-12-2020 REG 62797 62905 NISOURCE INC 3.6% DUE 05-01-2030 46313 46287 NOBLE ENERGY INC 5.25% DUE 11-15-2043 54013 57458 NORTHROP GRUMMAN FIXED 5.25% DUE 05-01-2050 50986 52029 NUTRIEN LTD FIXED 4% DUE 12-15-2026 46289 46492 O REILLY AUTOMOTIVE INC NEW 1.75% 03-15-2031 54749 55085 OMEGA HEALTHCARE INVS INC 3.375% 02-01-2031 20062 20966 ONEOK INC NEW 4% DUE 07-13-2027 76341 78053 ORACLE CORP 3.6% DUE 04-01-2050 REG 54084 52429 ORANGE 5.375% DUE 01-13-2042 27956 28369 PAC GAS & ELEC CO FIXED 4.95% DUE 07-01-2050 53151 53623 PACKAGING CORP 3.4% DUE 12-15-2027 15018 16900 PATTERSON-UTI FIXED 3.95% DUE 02-01-2028 50091 46157 PENSKE TRUCK 4% DUE 07-15-2025 94692 107731 PHILLIPS 66 2.15% 12-15-2030 39780 40607 PPG INDS INC 2.55% DUE 06-15-2030 39746 42971 PPL CAP FDG INC 4% DUE 09-15-2047 40972 46596 PRECISION 4.375% DUE 06-15-2045 31773 31451 PRESIDENT TAXABLE BD SER 2010C 4.875 DUE10-15-2040 14053 14188 PROGRESSIVE CORP 3.2% DUE 03-26-2030 11548 11516 PUB SVC ENTERPRISE .8% DUE 08-15-2025 69882 70022 PVTPL AES CORP 1.375% DUE 01-15-2026/12-04-2020 BEO 59967 60515 PVTPL AT&T INC 2.55% DUE 12-01-2033 BEO 74389 87137 PVTPL AUSTRALIA & NEW ZEALAND BKG GROUP LTD 2.95% DUE 07-22-2030 100000 105510 PVTPL AVOLON HLDGS FDG LTD SR NT 144A 3.25% DUE 02-15-2027/01-14-2020 BEO 54940 56118 PVTPL BERKSHIRE HATHAWAY ENERGY CO 2.85%DUE 05-15-2051/10-29-2020 BEO 39951 41147 PVTPL BERKSHIRE HATHAWAY ENERGY CO SR NT144A 1.65% DUE 05-15-2031 BEO 59838 59992 PVTPL BERRY GLOBAL INC 1.57% DUE 01-15-2026/12-22-2020 BEO 24992 25226 PVTPL BNP PARIBAS 4.5% DUE 12-31-2049 48065 50527 PVTPL BPCE SA 3.5% DUE 10-23-2027 REG 44138 50168 PVTPL CARGILL INC NT 1.375% DUE 07-23-2023 BEO 54943 56373 PVTPL COX COMMUNICATIONS INC NEW GTD NT 2.95% 10-01-2050 39676 40897 PVTPL CREDIT SUISSE GROUP AG SR CALL NT 4.194% DUE 04-01-2031 BEO 45000 52964 PVTPL DELL INTL L L C/EMC CORP 5.85% DUE 07-15-2025 BEO 124416 138094 PVTPL EAST OHIO GAS CO 3.0% DUE 06-15-2050 54217 59953 PVTPL FMR LLC NT 144A 6.45% DUE 11-15-2039 BEO 53433 53307 PVTPL GE CAP FDG LLC GTD NT 144A 3.45% DUE 05-15-2025/05-18-2020 BEO 49055 49650 PVTPL GLENCORE FDG LLC 4.125% 03-12-2024 51974 55020 PVTPL INFOR INC SR NT 144A 1.75% DUE 07-15-2025/06-05-2020 REG 39953 41550 PVTPL LEIDOS INC NT 144A 3.625% DUE 05-15-2025/05-12-2020 BEO 24911 27952 PVTPL LENOVO GROUP LTD 3.421% DUE 11-02-2030/11-02-2020 BEO 25000 26278 PVTPL NATIONAL AUSTRALIA BK LTD 3.933% DUE 08-02-2034 45000 50536 PVTPL NATIONWIDE BLDG SOC MEDIUM TERM SRNTS B 1.0% DUE 08-28-2025 BEO 99859 100259 PVTPL NRG ENERGY INC 2.45% DUE 12-02-2027/12-02-2020 BEO 24965 26321 PVTPL NXP B V/NXP FDG LLC/NXP USA INC 2.7% DUE 05-01-2025/05-01-2020 BEO 19983 21526 PVTPL PERNOD RICARD INTL FIN LLC 0% DUE 04-01-2028/10-01-2020 BEO 24899 24759 PVTPL PERNOD RICARD INTL FIN LLC 1.625% DUE 04-01-2031/10-01-2020 BEO 24790 24588 PVTPL PROSUS N V 3.832% DUE 02-08-2051/12-08-2020 BEO 29997 29440 PVTPL ROYALTY PHARMA PLC SR NT 1.75% 09-02-2027 39314 41159 PVTPL ROYALTY PHARMA PLC SR NT 3.3% 09-02-2040 19111 21029 PVTPL T-MOBILE USA INC 3.5% DUE 04-15-2025 99977 110498 PVTPL T-MOBILE USA INC 3.6% DUE 11-15-2060/10-28-2020 BEO 44885 47765 PVTPLLIBERTY UTILS FIN GP1 GTD NT 2.05% 09-15-2030 59695 60310 QUEST DIAGNOSTICS 2.8% DUE 06-30-2031 34949 38377 RAYTHEON TECHNOLOGIES CORP 3.125% DUE 07-01-2050 REG 14950 16540 REALTY INCOME CORP 4.125% 10-15-2026 46557 47058 REGENERON FIXED 2.8% DUE 09-15-2050 24929 24247 REINS GROUP AMER 4.7% DUE 09-15-2023 86714 90588 REPUBLIC SVCS INC 1.75% DUE 02-15-2032 59964 60144 ROGERS 2.9% DUE 11-15-2026 55386 55275 ROPER TECHNOLOGIES 3.8% DUE 12-15-2026 20783 23106 ROPER TECHNOLOGIES FIXED 2% DUE 06-30-2030 29663 30664 ROSS STORES INC .875% DUE 04-15-2026 54690 54978 ROSS STORES INC FIXED 4.6% DUE 04-15-2025 53116 57680 ROYAL BK SCOTLAND 3.073% DUE 05-22-2028 105803 108537 RPM INTL INC 4.55% DUE 03-01-2029 44935 52423 RWJ BARNABAS HLTH 3.477% DUE 07-01-2049 65000 73360 RYDER SYSTEM INC FIXED 2.9% DUE 12-01-2026 108555 109890 SAN DIEGO GAS & 1.7% DUE 10-01-2030 34939 35400 SCHLUMBERGER INVT FIXED 2.65% DUE 06-26-2030 20989 21351 SERVICENOW INC 1.4% DUE 09-01-2030 14944 14633 SHELL INTERNATIONAL FIN 4.375% DUE 05-11-2045 60180 65882 SHERWIN-WILLIAMS FIXED 3.95% DUE 01-15-2026 45674 45750 SHIRE ACQUISITIONS 3.2% DUE 09-23-2026 18615 22374 SIMON PPTY GROUP L 2.65% DUE 07-15-2030 83603 84790 SMITH & NEPHEW PLC FIXED 2.032% DUE 10-14-2030 50000 50936 SOCIETE GENERALE 2.625% DUE 10-16-2024 94753 100660 SOUTHERN CO 3.7% DUE 04-30-2030 REG 69593 69478 SOUTHN CAL GAS CO 2.6% DUE 06-15-2026 53954 54315 SOUTHN COPPER 6.75% DUE 04-16-2040 29788 30101 SOUTHWEST AIRLS CO 4.75% DUE 05-04-2023 74690 81516 STANLEY BLACK & DECKER INC 2.75% 11-15-2050 29921 31408 STARBUCKS CORP 1.3% DUE 05-07-2022 REG 14990 15210 STARBUCKS CORP 2% DUE 03-12-2027 34857 37141 STARBUCKS CORP 3.5% DUE 11-15-2050 39732 45990 STATE STR CORP 3.152% 03-30-2031 20000 22793 STORE CAP CORP 2.75% DUE 11-18-2030 39823 40679 STRYKER CORP 4.375 DUE 05-15-2044 REG 32002 31583 SUMITOMO MITSUI 2.13% DUE 07-08-2030 82880 83384 SUNOCO LOGISTICS 3.9% DUE 07-15-2026 71976 82183 SYSCO CORP 3.3% DUE 02-15-2050 94820 99339 TELEFONICA FIXED 4.103% DUE 03-08-2027 51546 52094 TJX COS INC NEW 1.6% DUE 05-15-2031 49938 50515 TOTAL CAP INTL 3.127% DUE 05-29-2050 REG 26910 27093 TOTAL CAP INTL FIXED 2.829% 01-10-2030 38984 39003 TOYOTA MTR CR CORP 2.15% 02-13-2030 REG 63827 64460 TRACTOR SUPPLY CO 1.75% DUE 11-01-2030 34606 35178 TRANSCANADA 4.875% DUE 05-15-2048 25807 25861 TRANSCANADA PIPELINES LIMITED JR SUB NT DUE 05-15-2067/05-15-2017 REG 29717 25028 TRAVELERS FIXED 2.55% DUE 04-27-2050 20619 21054 TYSON FOODS INC 4.35% DUE 03-01-2029 29335 30326 TYSON FOODS INC 4.5% DUE 06-15-2022 26010 26216 UNION PAC CORP 3.25% DUE 02-05-2050 45262 45600 UTD TECHNOLOGIES 4.625% DUE 11-16-2048 49482 47516 UTD TECHNOLOGIES FIXED 3.65% 08-16-2023 22422 22642 V F CORP 2.4% DUE 04-23-2025 REG 79862 85336 V F CORP 2.95% DUE 04-23-2030 REG 49893 55323 VALE OVERSEAS LTD FIXED 3.75% DUE 07-08-2030 22124 22250 VENTAS RLTY LTD PARTNERSHIP 4.4% 01-15-2029 25526 29320 VEREIT OPER 2.2% DUE 06-15-2028 34608 35789 VEREIT OPER 3.4% DUE 01-15-2028 19829 22079 VERISK ANALYTICS FIXED 3.625% DUE 05-15-2050 19794 23310 VERIZON 1.75% DUE 01-20-2031 54750 54725 VERIZON 5.012% DUE 08-21-2054 48843 49019 VERIZON COMMUNICATIONS 4.4% DUE 11-01-2034 REG 126761 137272 VERIZON COMMUNICATIONS INC 3.0% DUE 11-20-2060 REG 39650 40402 VIACOMCBS INC FIXED 4.95% DUE 05-19-2050 37264 38860 VMWARE INC 2.95% DUE 08-21-2022 35188 36307 VMWARE INC 4.7% DUE 05-15-2030 BEO 72416 72182 VODAFONE GROUP PLC 4.25% DUE 09-17-2050 REG 48998 49543 VODAFONE GROUP PLC 4.375% 05-30-2028 48062 47906 WASTE CONNECTIONS 2.6% DUE 02-01-2030 39996 43054 WASTE CONNECTIONS 3.05% DUE 04-01-2050 14779 16283 WELLS FARGO & CO 3% DUE 10-23-2026 82499 83098 WELLS FARGO & CO FLTG RT 4.478% DUE 04-04-2031 109091 110030 WELLS FARGO & CO MEDIUM TERM 5.013% 04-04-2051 63437 63955 WELLTOWER INC FIXED 2.75% DUE 01-15-2031 51776 52906 WESTPAC BKG 2.894% DUE 02-04-2030 95000 99592 WESTPAC BKG CORP FIXED 4.11% DUE 07-24-2034 56124 57056 WEYERHAEUSER CO 4% DUE 11-15-2029 69623 82651 WILLIS NORTH AMERICA INC 2.95% DUE 09-15-2029 11052 10941 XCEL ENERGY INC 2.6% DUE 12-01-2029 84387 91958 XYLEM INC FIXED 2.25% DUE 01-30-2031 29764 31595 # REORG/EIDOS THERAPEUTICS STOCK MERGER BRIDGEBIO PHARMA 2X1RA82 01-27-2021 995 1052 #REORG GRUBHUB INC STOCK MERGER JUST EAT 2Y1XA63 06-15-2021 3909 4010 #REORG/ ALEXION PHARMACEUTICALS STOCK MERGER 07-21-2021 19688 25623 #REORG/ FITBIT INC CASH MERGER 01-14-2021 1289 1251 #REORG/ SLACK TECHNOLOGIES STOCK MERGER 07-21-2021 7482 9715 #REORG/AEGION CORP CASH MERGER 05-18-2021 1174 873 #REORG/ANWORTH MTG ASSET CASH AND STOCK MERGER READY CAP 2S1LAG2 03-22-2021 701 371 #REORG/APACHE CORP NAME CHANGE WITH CUSIP CHANGE APA CORP 2S1UAG3 03-02-2021 12289 4058 #REORG/APARTMENT INVESTMENT REVERSE SPLIT APARTMENT INVST 2M19AK3 12-01-2020 32 23 #REORG/BIOTELEMETRY CASH MERGER 02-10-2021 1359 3243 #REORG/BMC STOCK MERGER BUILDERS 2014659 01-04-2021 2342 4938 #REORG/BOINGO WIRELESS INC CASH MERGER 06-02-2021 1188 470 #REORG/BOSTON PRIVATE CASH AND STOK MERGER SVB FINANCIAL '2013995 07-01-2021 1836 997 #REORG/BRIDGE BANCORP NAME CHNGE WITH CUSIP CHNGE DIME CMNTY 2Q15A63 02-01-2 949 652 #REORG/CANTEL MED CASH AND STOCK MERGER STERIS PLC 2W1LAA2 06-02-2021 5370 4100 #REORG/CARDTRONICS PLC CASH MERGER 06-22-2021 1180 2259 #REORG/CENTURYLINK INC NAME CHANGE LUMEN TECH INC 2N1MA53 01-22-2021 16803 9857 #REORG/COLONY NAME CHNG WITH CUSIP CHNG DIGITALBRIDGE 0002Y1KAT3 06-22-2021 8504 3660 #REORG/COLONY NAME CHNGE WITH CUSIP CHNGE BRIGHTSPIRE 0002Y1GAZ3 06-25-2021 1437 562 #REORG/CONCHO STOCK MERGER CONOCOPHILLIPS 2197249 01-19-2021 4778 5543 #REORG/COOPER TIRE CASH AND STOCK MERGER GOODYEAR 0002352798 06-07-2021 2596 2956 #REORG/CUBIC CORP COM CASH MERGER 05-25-2021 2123 2233 #REORG/ENTERCOM NAM CHANG WITH CUSIP CHANG 0002V1PAV3 04-09-2021 1962 442 #REORG/EXTENDED STAY AMER INC CASH MERGER 06-16-2021 3806 2502 #REORG/FLIR SYS INC CASH AND STOCK MERGER TELEDYNE TECH 2856228 05-14-2021 1547 1445 #REORG/FRONT YD RESIDENTIAL CORP CASH MERGER 01-12-2021 754 1134 #REORG/GULFPORT ENERGY WORTHLESS SECURITY 06-11-2021 2958 9 #REORG/HMS HLDGS CORP COM CASH MERGER 04-01-2021 2002 4336 #REORG/IAC/INTERACTIVE MANDATORY EXCHANGE IAC/INTERACTIVE 0002W1KAM3 05-25-2 1925 9278 #REORG/KNOLL INC CASH AND STOCK MERGER HERMAN MILLER 0002572470 07-20-2021 1543 983 #REORG/L BRANDS INC MANDATORY EXCHANGE BATH & BODY WORKS '2X1JAY3 08-03-2021 10867 6657 #REORG/LUMINEX CORP DEL CASH MERGER 07-14-2021 1121 1317 #REORG/MARVELL TECH GROUP STOCK MERGER MARVELL TECHNOLOGY 2U1DA63 04-21-2021 10925 23960 #REORG/MSG NETWORK STOCK MERGER MADISON 0002F1HAU3 07-09-2021 1698 1238 #REORG/MTS SYS CORP COM CASH MERGER 04-07-2021 1239 1338 #REORG/NATIONAL NAME CHANGE WITH CUSIP CHANGE NOV 2N1VA53 01-04-2021 6629 3391 #REORG/NIC INC COM CASH MERGER 04-21-2021 1504 2325 #REORG/PARSLEY ENERGY STOCK MERGER PARSLEY ENERGY 2730689 01-13-2021 2500 1193 #REORG/PERSPECTA INC COM CASH MERGER 05-07-2021 2600 2552 #REORG/PLURALSIGHT CASH MERGER 04-07-2021 1690 1048 #REORG/PROVIDENCE NAME CHANG WITH CUSIP CHANG MODVICARE 2N1CAR3 1-7-2021 895 2079 #REORG/TCF FINL CORP STOCK MERGER HUNTINGTON 0002407055 06-09-2021 7478 6627 #REORG/TIFFANY CASH MERGER 01-07-2021 8040 8413 #REORG/VARIAN CASH MERGER 04-15-2021 7625 11901 #REORG/VIRTUSA CASH MERGER 02-11-2021 1660 1892 #REORG/WADDELL & REED CASH MERGER 05-03-2021 2562 2904 #REORG/WEINGARTEN RLTY INVS STOCK MERGER KIMCO RLTY 0002452833 08-04-2021 5531 3662 #REORG/WPX STOCK MERGER DEVON 2276844 01-07-2021 5836 2893 10X GENOMICS INC CL A CL A 4389 4956 1911 GOLD CORPORATION COM NPV 15 13 1ST COMWLTH FNCL CORP COM LM 1968 1488 1ST SOURCE CORP COM 1154 927 2U INC COM 4315 2681 3D SYS CORP DEL COM NEW STK 1362 1603 3M CO COM 81736 60477 5TH 3RD BANCORP COM 19226 17590 8X8 INC NEW COM 1779 4309 AAR CORP COM 1784 1630 AARONS CO INC COM 611 853 ABBOTT LAB COM 61417 116826 ABBVIE INC COM USD0.01 101421 117008 ABERCROMBIE & FITCH CO CL A 1738 1955 ABIOMED INC COM 5715 9726 ABM INDS INC COM 1982 2270 ACADIA HEALTHCARE CO INC COM 3606 5579 ACADIA PHARMACEUTICALS INC COM 497 855 ACADIA RLTY TR COM 3213 1660 ACCELERON PHARMA INC COM 4012 5246 ACCENTURE PLC SHS CL A NEW 60361 102917 ACCO BRANDS CORP COM 1861 1242 ACI WORLDWIDE INC COM STK 2679 3958 ACTIVISION BLIZZARD INC COM STK 29760 43640 ACUITY BRANDS INC COM 2482 1695 ADAPTIVE BIOTECHNOLOGIES CORP COM USD0.0001 1655 3784 ADIENT PLC ADIENT PLC LTD COM 3770 2921 ADOBE SYS INC COM 52445 149536 ADTRAN INC COM 1529 1019 ADVANCE AUTO PTS INC COM 6240 6458 ADVANCED MICRO DEVICES INC COM 12552 65848 ADVANSIX INC COM 1829 860 AERIE PHARMACEUTICALS INC COM 2917 635 AEROJET ROCKETDYNE HLDGS INC COM 3075 5179 AEROVIRONMENT INC COM 1722 2607 AES CORP COM 6228 9565 AFFILIATED MANAGERS GROUP INC COM STK 4118 2034 AFLAC INC COM 25705 25970 AGILENT TECHNOLOGIES INC COM 16277 28675 AGIOS PHARMACEUTICALS INC COM 3564 2556 AGNC INVT CORP COM 5656 6162 AGREE RLTY CORP COM 2025 2663 AIR PROD & CHEM INC COM 26488 43988 AIR TRANS SVCS GROUP INC COM STK 1892 2601 AKAMAI TECHNOLOGIES INC COM STK 7315 11759 AKEBIA THERAPEUTICS INC COM 988 176 ALAMO GROUP INC COM 1180 1380 ALASKA AIR GROUP INC COM 3342 2340 ALBANY INTL CORP NEW CL A 2532 3010 ALBEMARLE CORP COM 5245 7376 ALDER BIOPHARMACEUTICALS INC SHS 53 136 ALEXANDER & BALDWIN INC 1830 1134 ALEXANDRIA REAL ESTATE EQUITIES INC COM 2601 3564 ALIGN TECHNOLOGY INC COM 13598 32063 ALKERMES PLC SHS 3984 1436 ALLAKOS INC COM 2455 2380 ALLEGHANY CORP DEL COM 1188 1207 ALLEGHENY TECHNOLOGIES INC COM 3058 1878 ALLEGIANT TRAVEL CO COM 2796 3406 ALLETE INC COM NEW 3742 2911 ALLIANCE DATA SYS CORP COM 5892 1778 ALLIANT ENERGY CORP COM 9010 8966 ALLSCRIPTS HEALTHCARE SOLUTIONS INC 3727 3697 ALLSTATE CORP COM 20727 21766 ALNYLAM PHARMACEUTICALS INC COM 10459 11437 ALPHABET INC CAP STK USD0.001 CL C 191773 320594 ALPHABET INC CAPITAL STOCK USD0.001 CL A 196682 325991 ALTAIR ENGR INC CL A COM 1454 2094 ALTERYX INC COM CL A COM CL A 852 4019 ALTICE USA INC CL A CL A 7159 11134 ALTRA INDUSTRIAL MOTION CORP COM STK USD0.001 2069 2273 AMAZON COM INC COM 317314 846802 AMBAC FINL GROUP INC COM 1000 984 AMBARELLA INC SHS 2662 4132 AMC NETWORKS INC CL A 3804 2504 AMCOR PLC ORD USD0.01 9525 11593 AMDOCS ORD GBP0.01 2159 2341 AMEDISYS INC COM 3520 8507 AMER ELEC PWR CO INC COM 27169 30810 AMER FINL GROUP INC OH COM STK 10877 8762 AMEREN CORP COM 14496 15066 AMERICAN AIRLINES INC COM USD1 16988 5125 AMERICAN EXPRESS CO 40952 49694 AMERICAN FIN TR INC COM CL A COM CL A 1030 736 AMERICAN INTERNATIONAL GROUP INC COM 30699 22678 AMERICAN STS WTR CO COM 2983 4135 AMERICAN TOWER CORP 42812 61278 AMERICAN VANGUARD CORP COM 808 636 AMERICAN WTR WKS CO INC NEW COM 12762 21486 AMERICOLD RLTY TR COM 6544 6719 AMERIPRISE FINL INC COM 19049 21571 AMERIS BANCORP COM 2538 1980 AMERISAFE INC COM 1658 1551 AMERISOURCEBERGEN CORP COM 7718 8505 AMERN WOODMARK CORP COM 2590 1877 AMETEK INC NEW COM 12411 20681 AMGEN INC COM 64251 84151 AMICUS THERAPEUTICS INC COM 3462 5426 AMN HEALTHCARE SVCS INC COM 3324 4573 AMNEAL PHARMACEUTICALS INC COM 1753 475 AMPHASTAR PHARMACEUTICALS INC DEL COM 1011 1026 AMPHENOL CORP NEW CL A 19755 29292 ANALOG DEVICES INC COM 24577 40626 ANAPLAN INC COM 3548 4814 ANAPTYSBIO INC COM 2626 559 ANDERSONS INC COM 1218 931 ANGIODYNAMICS INC COM STK 876 797 ANIKA THERAPEUTICS INC COM STK 1126 950 ANNALY CAP MGMT INC COM 6039 7428 ANSYS INC COM 9405 23283 ANTERO MIDSTREAM CORPORATION COM USD1.00 1444 1635 ANTHEM INC COM 35838 50732 AON PLC 25024 39296 APARTMENT COM USD0.01 CL A(POST RE) 7188 744 APARTMENT INCOME REIT CORP COM 5342 5416 APELLIS PHARMACEUTICALS INC COM 2681 4176 APOGEE ENTERPRISES INC COM 1799 1267 APOLLO COML REAL ESTATE FIN INC COM 2741 1698 APOLLO GLOBAL MGMT INC COM USD0.00001 CLASS A 6196 6563 APPFOLIO INC COM CL A COM CL A 1534 2701 APPIAN CORP CL A CL A 1046 4701 APPLE INC COM STK 425861 1323052 APPLIED MATERIALS INC COM 29590 49364 APTIV PLC COM USD 17050 26058 ARAMARK COM 5256 4695 ARBOR RLTY TR INC COM 2364 2382 ARCBEST CORP COM USD0.01 1342 1579 ARCH CAPITAL GROUP COM STK 5528 6601 ARCH RES INC DEL CL A CL A 2515 1182 ARCHER-DANIELS-MIDLAND CO COM 31348 39320 ARCHROCK INC COM 1349 987 ARCONIC CORPORATION COM USD0.01 1374 2384 ARCOSA INC COM 1092 2472 ARENA PHARMACEUTICALS INC COM NEW COM NEW 1936 4302 ARES MANAGEMENT LP COM SHS REPSTG LTD PARTNER 2043 3199 ARGAN INC COM 964 934 ARGO GROUP INTERNATIONAL HOLDINGS COM STK 2466 2010 ARISTA NETWORKS INC COM 13239 13947 ARLO TECHNOLOGIES INC COM 943 662 ARMADA HOFFLER PPTYS INC REIT 955 707 ARMOUR RESIDENTIAL REIT INC COM NEW COM NEW 1338 637 ARMSTRONG WORLD INDS INC NEW COM STK 3771 4687 ARROW ELECTR INC COM 1279 1557 ARROWHEAD PHARMACEUTICALS INC COM 1034 5985 ARTISAN PARTNERS ASSET MGMT INC CL A CL A 2274 3222 ARVINAS INC COM 1776 1868 ASSEMBLY BIOSCIENCES INC COM 1019 139 ASSOCTD BANC-CORP COM 5481 3649 ASTEC INDS INC COM 1734 1736 ASTRONICS CORP COM 1132 410 AT&T INC COM 161988 130110 ATARA BIOTHERAPEUTICS INC COM 1563 726 ATKORE INC 1112 1768 ATLANTIC UN BANKSHARES CORP COM 2203 1976 ATLAS AIR WORLDWIDE HLDGS INC COM NEW STK 1941 1800 ATLASSIAN CORPORATION PLC COM USD0.1 CL A 8056 21282 ATRICURE INC COM STK 845 2561 ATRION CORP COM 1270 1284 AUTODESK INC COM 16311 47633 AUTOMATIC DATA PROCESSING INC COM 39228 59203 AUTOZONE INC COM 11436 18967 AVALARA INC COM 5033 8409 AVALONBAY CMNTYS REIT 19557 17166 AVANOS MED INC COM 3084 3028 AVANTOR INC COM 6061 7713 AVAYA HLDGS CORP COM 1980 1800 AVERY DENNISON CORP COM 3571 4808 AVIENT CORPORATION 4956 4552 AVIS BUDGET GROUP INC COM STK 4519 3805 AVISTA CORP COM ISIN # US05379B1070 2720 2449 AXCELIS TECHNOLOGIES INC COM NEW COM NEW 1275 1252 AXOGEN INC COM USD0.01 1118 698 AXON ENTERPRISE INC COM 3179 5759 AXOS FINL INC COM 1486 2027 AXSOME THERAPEUTICS INC. COM 2397 1955 AZZ INC COM 1902 1755 B & G FOODS INC COMMON STOCK 3134 2579 B RILEY FINL INC COM 1324 1327 BADGER METER INC COM 1920 3762 BAKER HUGHES CO 10625 8465 BALCHEM CORP COM 3608 5185 BALL CORP COM 14574 24413 BANC CALIF INC COM 1303 912 BANCO LATINOAMERICANO DE COMERCIO EXTERIOR SA 1139 665 BANCORPSOUTH BK TUPELO MISS COM 3859 3293 BANDWIDTH INC CL A CL A 1125 2305 BANK MARIN BANCORP COM STK 677 687 BANK NEW YORK MELLON CORP COM STK 26863 21093 BANK NT BUTTERFIELD COM BMD1(POST REV SPLIT) 1608 1527 BANK OF AMERICA CORP 148060 150125 BANK OZK COM 8304 5347 BANNER CORP COM NEW COM NEW 2633 2190 BAXTER INTL INC COM 19889 23992 BEACON ROOFING SUPPLY INC COM 2355 2492 BEAZER HOMES USA INC COM NEW COM NEW 847 667 BECTON DICKINSON & CO COM 36256 41537 BED BATH & BEYOND INC COM 4369 3445 BELDEN INC COM 2230 1508 BELLRING BRANDS INC CL A COM 1441 1483 BENCHMARK ELECTRS INC COM 2070 1918 BERKSHIRE HATHAWAY INC-CL B 235243 273607 BERKSHIRE HILLS BANCORP INC COM 2107 976 BEST BUY INC COM STK 9620 14070 BEYOND MEAT INC COM USD0.0001 4902 6750 BGC PARTNERS INC CL A CL A 1692 940 BIG LOTS INC COM 3329 2576 BIOCRYST PHARMACEUTICALS INC COM 701 1028 BIOGEN INC COMMON STOCK 34655 26445 BIOHAVEN PHARMACEUTICAL HLDG CO LTD COM NPV 2745 3428 BIOMARIN PHARMACEUTICAL INC COM ISIN CH0008107010 11841 11487 BIO-TECHNE CORP COM 4844 9527 BJS RESTAURANTS INC COM 1072 1116 BLACK HILLS CORP COM 2859 3011 BLACK KNIGHT INC COM USD0.0001 WI 7773 12104 BLACKBAUD INC COM 3512 2590 BLACKROCK INC COM STK 48660 67825 BLACKSTONE MTG TR INC COM CL A COM CL A 3568 2836 BLOCK H & R INC COM 4513 3013 BLOOMIN BRANDS INC COM 2826 2544 BLUCORA INC COM 1383 1002 BLUEBIRD BIO INC COM 2436 1731 BLUEPRINT MEDICINES CORP COM 3261 4710 BOEING CO COM 96858 70212 BOISE CASCADE CO COM 2179 2629 BOK FINL CORP COM NEW 881 616 BONANZA CREEK ENERGY INC COM NEW COM NEW 869 561 BOOKING HLDGS INC COM 45778 57909 BOOT BARN HLDGS INC COM 1169 1171 BOOZ ALLEN HAMILTON HLDG CORP CL A COM STK 6323 7410 BORG WARNER INC COM 5241 3903 BOSTON BEER INC CL A CL A 2320 11931 BOSTON SCIENTIFIC CORP COM 21638 30917 BOTTOMLINE TECHNOLOGIES DE INC COM 1944 2953 BOX INC CL A CL A 3059 2058 BOYD GAMING CORP COM 4149 5022 BRADY CORP CL A 2519 3486 BRANDYWINE RLTY TR SH BEN INT NEW REIT 4371 2906 BRIDGEBIO PHARMA INC COM 1934 5049 BRIGHT HORIZONS FA COM USD0.001 3474 6401 BRINKER INTL INC COM 2636 3734 BRINKS CO COM 5129 4680 BRISTOL MYERS SQUIBB CO COM 86020 89881 BROADCOM INC COM 63485 106835 BROADRIDGE FINL SOLUTIONS INC COM STK 3892 6588 BROOKDALE SR LIVING INC COM STK 2584 1156 BROOKLINE BANCORP INC DEL COM BROOKLINE BANCORP INC + 1681 1276 BROWN & BROWN INC COM 438 806 BROWN FORMAN CORP CL A CL A 4145 5657 BROWN-FORMAN INC CL B NON-VTG COM 18127 26291 BRYN MAWR BK CORP COM STK 1213 826 BSTN PPTYS INC 15318 11249 BUILDERS FIRSTSOURCE INC COM STK 1863 4122 BUNGE LTD 13228 12985 BURLINGTON STORES INC COM 7280 10462 BWX TECHNOLOGIES INC COM 3841 5485 C H ROBINSON WORLDWIDE INC COM NEW COM NEW 7304 7697 CABLE ONE INC COM 2125 6683 CABOT CORP COM 5380 3905 CABOT OIL & GAS CORP COM 9006 5161 CACTUS INC CL A CL A 1318 912 CADENCE BANCORPORATION CL A CL A 1565 1084 CADENCE DESIGN SYS INC COM 8757 28377 CAESARS ENTMT INC NEW COM 2793 4530 CAL MAINE FOODS INC COM NEW STK 1817 1539 CALAMP CORP COM 1039 486 CALAVO GROWERS INC COM 1918 1597 CALERES INC COM 2007 939 CALIFORNIA WTR SVC GROUP COM 3061 3674 CALLAWAY GOLF CO COM 1870 3169 CAMDEN NATL CORP COM 935 787 CAMPBELL SOUP CO COM 14527 14553 CAMPING WORLD HLDGS INC CL A CL A 2020 1172 CANNAE HLDGS INC COM USD0.0001 1497 3851 CAPITAL ONE FINL CORP COM 27855 27579 CAPITOL FED FINL INC COM . 2440 2263 CAPRI HOLDINGS LTD COM NPV 6797 4494 CAPSTEAD MTG CORP COM NO PAR COM NO PAR 1111 779 CARDINAL HLTH INC 14756 12747 CARDIOVASCULAR SYS INC DEL COM 1145 2057 CAREDX INC COM 1235 2391 CARETRUST REIT INC COM 1766 2351 CARGURUS INC CL A CL A 1118 920 CARMAX INC COM 6449 9446 CARNIVAL CORP COM PAIRED 4365 5632 CARPENTER TECHNOLOGY CORP COM 2111 1281 CARRIER GLOBAL CORPORATION COM USD0.01 WI 15102 23801 CARVANA CO CL A CL A 1049 6228 CASELLA WASTE SYS INC CL A COM STK 1240 3407 CASEYS GEN STORES INC COM 6065 9645 CASS INFORMATION SYS INC COM 993 778 CATALENT INC COM 1943 4891 CATCHMARK TIMBER TR INC CL A CL A 739 571 CATERPILLAR INC COM 52564 60613 CAVCO INDS INC DEL COM STK 1969 2281 CBIZ INC COM 1113 1916 CBOE GLOBAL MARKETS INC 10309 7729 CBRE GROUP INC CL A CL A 9968 15429 CDW CORP COM 4657 8830 CELANESE CORP DEL COM SER A STK 10953 13254 CENT GARDEN & PET CO CL A 1887 1817 CENTENE CORP DEL COM 20705 22571 CENTERPOINT ENERGY INC COM 5487 6708 CENTERSPACE COM NPV 966 1201 CENTRAL GARDEN & PET CO COM 588 579 CENTRAL PAC FINL CORP COM NEW 1268 798 CERENCE INC COM 865 5024 CERIDIAN HCM HLDG INC COM 4808 9484 CERNER CORP COM 14661 16952 CEVA INC COM 1426 1411 CF INDS HLDGS INC COM 7564 6774 CHAMPIONX CORPORATION COM USD0.01 WI 4572 1668 CHARLES RIV LABORATORIES INTL INC COM 6852 7746 CHART INDS INC COM PAR $0.01 COM PAR $0.01 2058 5183 CHARTER COMMUNICATIONS INC NEW CL A CL A 31442 61524 CHASE CORP COM 1350 1111 CHATHAM LODGING TR COM 1416 680 CHEESECAKE FACTORY INC COM 3029 2261 CHEFS' WAREHOUSE HOLDINGS IN 573 719 CHEGG INC COM 4906 6775 CHEMOCENTRYX INC COM STK 1398 2415 CHEMOURS CO COM 7049 3446 CHENIERE ENERGY INC COM NEW 6253 8464 CHES UTILS CORP COM 1282 1623 CHEVRON CORP COM 156636 103367 CHICOS FAS INC COM 1589 288 CHILDRENS PL INC NEW COM 3622 1253 CHIMERA INVT CORP COM NEW COM NEW 3048 1732 CHIPOTLE MEXICAN GRILL INC COM STK 12458 23574 CHUBB LTD ORD CHF24.15 40851 42944 CHURCH & DWIGHT INC COM 11953 20848 CHUYS HOLDINGS INC COM USD0.01 676 636 CIGNA CORP NEW COM 43929 47257 CIMAREX ENERGY CO COM 5294 1725 CIMPRESS PLC COM 4142 3071 CINEMARK HLDGS INC COM 5196 2629 CINTAS CORP COM 9952 20854 CIRCOR INTL INC COM 1175 923 CISCO SYSTEMS INC 102324 118811 CITIGROUP INC COM NEW COM NEW 98211 80775 CITIZENS FINL GROUP INC COM 4133 3504 CITRIX SYS INC COM 6446 9497 CITY HLDG CO COM 1505 1530 CLEAN HBRS INC COM 3413 3653 CLEARWAY ENERGY INC CL A CL A 813 1418 CLEARWAY ENERGY INC CL C CL C 1538 2906 CLEVELAND CLIFFS USD0.125 5563 8678 CLOROX CO COM 12596 16759 CLOUDERA INC COM 3082 2573 CLOUDFLARE INC COM 5201 5167 CLOVIS ONCOLOGY INC COM 4183 298 CMC MATLS INC COM 304 454 CME GROUP INC COM STK 32117 40051 CMS ENERGY CORP COM 3210 4149 COCA COLA CO COM 296995593 559668139 COGENT COMMUNICATIONS HLDGS INC 3611 3892 COGNEX CORP COM 7718 10036 COGNIZANT TECH SOLUTIONS CORP CL A 23680 27289 COHEN & STEERS INC COM 1412 1635 COHERENT INC COM 2285 1200 COHERUS BIOSCIENCES INC COM 1281 1008 COHU INC COM 1242 2062 COLGATE-PALMOLIVE CO COM 41420 47287 COM ALCOA CORPORATION COM USD0.01 5135 2190 COMCAST CORP NEW-CL A 112375 146248 COMFORT SYS USA INC COM 2278 2738 COML METALS CO COM 2172 2157 COMM BANCSHARES INC COM 7404 10486 COMMSCOPE HLDG CO INC COM 2592 911 COMMUNITY BK SYS INC COM 3743 4299 COMMUNITY HEALTHCARE TR INC REIT 673 1178 COMMUNITY TR BANCORP INC COM 1052 815 COMMVAULT SYS INC COM STK 2987 3156 COMPASS MINERALS INTL INC COM 2046 1913 COMTECH TELECOMMUNICATIONS CORP COM NEW COM NEW 734 683 CONAGRA BRANDS INC COM USD5 24674 23895 CONCENTRIX CORP COM USD0.0001 783 1579 CONDUENT INC COM 4317 1291 CONMED CORP COM 2000 4368 CONNECTONE BANCORP INC NEW COM 1121 851 CONNS INC COM 984 316 CONOCOPHILLIPS COM 37203 26913 CONS EDISON INC COM 19848 16911 CONSOL ENERGY INC NEW COM 1618 296 CONSTELLATION BRANDS INC CL A CL A 31853 30667 CONTRA BM TECHNOLOGIES RR 0 15 COOPER COS INC COM NEW COM NEW 8422 9083 COOPER-STANDARD HOLDING COM 3088 867 COPA HOLDINGS SA COM STK 5830 3321 COPART INC COM 3886 11453 CORCEPT THERAPEUTICS INC OC-COM CORCEPT THERAPEUTICS 1380 2328 CORECIVIC INC COM 2451 694 CORENERGY INFRASTRUCTURE TR INC COM NEW COM NEW 637 116 CORESITE RLTY CORP COM CORESITE REALTY CORP 4020 4260 CORNERSTONE BLDG BRANDS INC COM 1084 520 CORNERSTONE ONDEMAND INC COM 2651 3303 CORNING INC COM 20724 23112 CORP OFFICE PPTYS TR COM 4106 3677 CORTEVA INC COM USD0.01 WI 22841 24006 COSTAR GROUP INC COM 7640 24031 COSTCO WHOLESALE CORP NEW COM 53030 102861 COTY INC COM CL A COM CL A 5334 1931 COUPA SOFTWARE INC COM 3022 16268 COUSINS PPTYS INC 1329 1642 COVANTA HLDG CORP COM 2454 2166 COVETRUS INC COM NPV 1825 1351 CRACKER BARREL OLD COUNTRY STORE COM 4551 3694 CRANE CO COM 6328 5514 CROCS INC COM 2335 4449 CROWDSTRIKE HLDGS INC CL A CL A 11183 20970 CROWN CASTLE INTL CORP NEW COM 28703 41071 CROWN HLDGS INC COM 1850 3307 CRYOLIFE INC COM 886 1086 CSG SYS INTL INC COM 2062 2118 CSW INDUSTRIALS INC COM 963 2350 CSX CORP COM STK 25151 41473 CTS CORP COM 1184 1545 CUBESMART 4857 6151 CUMMINS INC 21180 27252 CUSTOMERS BANCORP INC COM 1046 727 CUTERA INC COM 892 458 CVB FINL CORP COM 3511 2847 CVS HEALTH CORP COM 58722 54982 CYCLERION THERAPEUTICS INC 307 58 CYTOMX THERAPEUTICS INC. COM 920 269 D R HORTON INC COM 10837 14060 DANA INC COM 6654 4002 DANAHER CORP COM 36188 85968 DARDEN RESTAURANTS INC COM 9156 11197 DARLING INGREDIENTS INC COMSTK 4200 13324 DATADOG INC COM USD0.00001 CL A 7943 9253 DAVE & BUSTERS ENTMT INC COM 3336 1771 DAVITA INC COM 2921 4696 DECIPHERA PHARMACEUTICALS INC COM 1008 1027 DEERE & CO COM 27408 46815 DELL TECHNOLOGIES INC COM USD0.01 CL C WI COMMON STOCK 3696 5936 DELTA AIR LINES INC DEL COM NEW COM NEW 21312 15199 DELUXE CORP COM STK USD1 5260 2015 DENALI THERAPEUTICS INC COM 1097 3434 DENNYS CORP COM 1200 1321 DENTSPLY SIRONA INC COM 11159 8849 DESIGNER BRANDS INC COM CL A NPV 1994 711 DEXCOM INC COM 5432 21074 DIAMOND HILL INVT OH 1038 746 DIAMONDBACK ENERGY INC COM 10886 4453 DIAMONDROCK HOSPITALITY CO COM STK 3201 2318 DICERNA PHARMACEUTICALS INC COM 1133 1079 DIGITAL RLTY TR INC COM 18826 25391 DIGITAL TURBINE INC COM NEW 945 1018 DINE BRANDS GLOBAL INC 1276 1450 DISCOVER FINL SVCS COM STK 14830 17382 DISCOVERY INC - A 1035 1384 DISH NETWORK CORP CL A COM STK 7247 6727 DIVERSIFIED HEALTHCARE TR SHS OF BENEFICIAL INTEREST USD0.01 3691 865 DOCUSIGN INC COM 7622 24453 DOLLAR GEN CORP NEW COM 14599 33227 DOLLAR TREE INC COM STK 18649 18691 DOMINION ENERGY INC COM STK NPV 38502 38352 DOMINOS PIZZA INC COM 7487 12271 DOMO INC CL B CL B 1938 1913 DOMTAR CORP COM NEW COM NEW 1969 1836 DONNELLEY FINL SOLUTIONS INC COM 930 815 DOUGLAS DYNAMICS INC COM 1181 898 DOVER CORP COM USD1.00 3872 6060 DOW INC COM USD0.01 WI 33378 25752 DRIL-QUIP INC COM 2598 1599 DTE ENERGY CO COM 15136 16876 DUKE ENERGY CORP NEW COM NEW COM NEW 39369 41385 DUPONT DE NEMOURS INC COMMON STOCK 48564 32711 DYCOM INDS INC COM 4893 3247 DYNATRACE INC COM 3009 5365 DYNAVAX TECHNOLOGIES CORP COM NEW COM NEW 1643 383 EAGLE BANCORP INC MD COM 1349 1280 EAGLE MATLS INC COM 7510 6790 EASTERLY GOVERNMENT PROPERTI COMMON STOCK 1218 1359 EASTGROUP PPTYS INC REIT 4260 6627 EATON CORP PLC COM USD0.50 24314 40247 EBAY INC COM USD0.001 17625 23467 EBIX INC FORMERLY EBIX COM INC TO 01/02/2004 COM NEW COM NEW 2697 1291 ECHO GLOBAL LOGISTICS INC COM 1080 1019 ECOLAB INC COM STK USD1 21047 33969 EDGEWELL PERS CARE CO COM 4864 2801 EDISON INTL COM 16526 15328 EDITAS MEDICINE INC COM 1528 3435 EDWARDS LIFESCIENCES CORP COM 14656 35032 EHEALTH INC COM STK 1722 1412 ELANCO ANIMAL HEALTH INC COM 2711 4416 ELASTIC N V COM USD0.01 5378 7307 ELECTR ARTS COM 23663 32310 ELEMENT SOLUTION INC COM 3151 5532 ELI LILLY & CO COM 44678 88810 EMERGENT BIOSOLUTIONS INC COM 2295 4301 EMERSON ELECTRIC CO COM 26431 30460 EMPIRE ST RLTY TR INC CL A CL A 3663 1696 EMPLOYERS HLDGS INC COM 2010 1449 ENANTA PHARMACEUTICALS INC COM 1313 926 ENCORE CAP GROUP INC COM 1447 1324 ENCORE WIRE CORP COM 1426 1757 ENDO INTL LTD COM STK 2465 2255 ENERGIZER HLDGS INC NEW COM 4058 3585 ENERPAC TOOL GROUP CORP CL A COM CL A COM 2155 1899 ENOVA INTL INC COM 724 1164 ENPHASE ENERGY INC COM 1531 14739 ENPRO INDS INC COM 2820 2266 ENSIGN GROUP INC COM STK 1254 4959 ENSTAR GROUP LIMITED COM 3067 3073 ENTERGY CORP NEW COM 9418 12180 ENTERPRISE FINL SVCS CORP COM STK 1456 1118 EOG RESOURCES INC COM 39071 17953 EPAM SYS INC COM STK 8064 11826 EPIZYME INC COM 891 749 EPLUS INC COM 1469 1671 EPR PPTYS COM SH BEN INT COM SH BEN INT 5675 2893 EQTY RESDNTL EFF 5/15/02 17214 15887 EQUIFAX INC COM 10729 17356 EQUINIX INC COM PAR $0.001 26860 42137 EQUITRANS MIDSTREAM CORP COM NPV WI 5496 2878 ESCO TECHNOLOGIES INC 2173 3716 ESPERION THERAPEUTICS INC NEW COM 1631 624 ESSENTIAL PROPERTIES REALTY TR INC USD0.01 1630 1484 ESSENTIAL UTILS INC COM 5720 7708 ESSEX PPTY TR REIT 6489 6410 ESTEE LAUDER COMPANIES INC CL A USD0.01 22808 45518 ETSY INC COM 2547 12810 EVERBRIDGE INC COM 2682 4472 EVERCORE INC 4978 6030 EVERSOURCE ENERGY COM 8400 11592 EVERTEC INC COM 1153 3342 EVOLENT HEALTH INC CL A CL A 1389 962 EXACT SCIENCES CORP COM 9256 14839 EXELIXIS INC COM STK 6710 4355 EXELON CORP COM 28224 30398 EXLSERVICE COM INC COM STK 2795 3916 EXPEDIA GROUP INC COM USD0.001 14722 15623 EXPEDITORS INTL WASH INC COM 3771 5516 EXPONENT INC COM STK 2640 6662 EXPRESS INC COM 1149 99 EXTRA SPACE STORAGE INC COM 8341 11007 EXTREME NETWORKS INC COM 1992 1089 EXXON MOBIL CORP COM 217294 108079 EZCORP INC CL A NON VTG CL A NON VTG 856 340 F N B CORP PA COM 3519 2822 F5 NETWORKS INC COM STK 2761 3695 FABRINET COM USD0.01 1441 3880 FACEBOOK INC COM USD0.000006 CL 'A' 264035 404277 FACTSET RESH SYS INC COM STK 3843 6650 FAIR ISAAC CORPORATION COM 7312 9199 FARO TECHNOLOGIES INC COM 1133 1695 FASTENAL CO COM 11926 21192 FASTLY INC CL A CL A 3893 3932 FATE THERAPEUTICS INC COM 1295 5274 FEDERAL AGRIC MTG CORP CL C 1029 965 FEDERAL SIGNAL CORP COM 1677 2753 FEDERATED HERMES INC COM NPV CLASS B 2010 2485 FEDEX CORP COM 37009 38683 FERRO CORP COM 2780 1726 FIDELITY NATL FINL INC NEW FORMERLY FIDELITY COMMON STOCK 5097 6606 FIDELITY NATL INFORMATION SVCS INC COM STK 39167 53330 FIESTA RESTAURANT GROUP INC COM 696 422 FIREEYE INC COM 3667 5926 FIRST BANCORP N C COM 1430 1353 FIRST BANCORP P R COM NEW COM NEW 1382 2489 FIRST BUSEY CORP COM NEW COM NEW 1755 1250 FIRST FINL BANCORP OHIO COM 3594 2349 FIRST FINL BANKSHARES INC COM 4172 6512 FIRST HORIZON CORPORATION COM 5590 4211 FIRST MERCHANTS CORP COM 2481 2170 FIRST MIDWEST BANCORP INC DEL COM 2512 1481 FIRST OF LONG ISLAND CORP COM STK USD0.10 985 607 FIRST REP BK SAN FRANCISCO CALIF NEW COM 10901 15428 FIRST SOLAR INC COM 2248 3264 FIRSTCASH INC COM 2807 2802 FIRSTENERGY CORP COM 10130 10193 FISERV INC COM 24263 39737 FIVE BELOW INC COM USD0.01 4414 5949 FIVE9 INC COM 1532 4534 FLEETCOR TECHNOLOGIES INC COM 10706 14187 FLEXION THERAPEUTICS INC COM 1218 542 FLOOR & DECOR HLDGS INC CL A CL A 3206 5850 FLOWERS FOODS INC COM 6004 6789 FLOWSERVE CORP COM 4772 4311 FLUOR CORP NEW COM 2323 719 FMC CORP COM (NEW) 8274 11608 FOOT LOCKER INC COM 2075 1779 FORD MTR CO DEL COM PAR $0.01 COM PAR $0.01 30375 21289 FORMFACTOR INC COM STK 1643 4388 FORTINET INC COM 2372 8021 FORTIVE CORP COM MON STOCK 14293 16359 FORWARD AIR CORP COM 2439 3227 FOSSIL GROUP INC COM 1240 347 FOUR CORNERS PPTY TR INC COM 2224 2590 FOX CORP CL B CL B 4385 3148 FOX FACTORY HLDG CORP COM 1956 5286 FRANKLIN ELEC INC COM 3014 4568 FRANKLIN STR PPTYS CORP COM 1554 642 FREEPORT-MCMORAN INC 20530 28518 FRESH DEL MONTE PRODUCE INC COM STK 2169 1083 FRESHPET INC COM 3341 8519 FRONTDOOR INC COM 3202 4720 FUELCELL ENERGY INC COM USD0.0001(POST REV SPLIT) 931 972 FULLER H B CO COM 3849 3683 G1 THERAPEUTICS IN COM USD0.0001 1000 558 GALLAGHER ARTHUR J & CO COM 4558 8907 GAMESTOP CORP NEW CL A 2544 2656 GAMING & LEISURE PPTYS INC COM 6480 7844 GANNETT CO INC NEW COM 541 286 GAP INC COM 5192 4018 GARMIN LTD COMMON STOCK 7980 11966 GARTNER INC COM 8170 10573 GATX CORP COM 3365 4492 GCP APPLIED TECHNOLOGIES INC COM 3263 2389 GEN MTRS CO COM 31665 31980 GENERAL DYNAMICS CORP COM 31950 23365 GENERAL ELECTRIC CO 88804 57888 GENERAL MILLS INC COM 42255 41807 GENTHERM INC COM NPV 1691 3391 GENUINE PARTS CO COM 10256 10846 GENWORTH FINL INC COM CL A COM CL A 2226 2672 GEO GROUP INC(THE) COM USD0.01 NEW 3783 1524 GERMAN AMERICAN BANCORP INC COM 1103 993 GETTY RLTY CORP NEW COM 1202 1212 GIBRALTAR INDS INC COM 1476 3237 G-III APPAREL GROUP LTD COM 2274 1448 GILEAD SCIENCES INC 57141 46025 GLACIER BANCORP INC NEW COM 4335 5061 GLADSTONE COML CORP COM STK 743 702 GLATFELTER CORP COM 1334 1016 GLAUKOS CORP COM 1186 2183 GLOBAL BLOOD THERAPEUTICS INC COM 1850 1906 GLOBAL NET LEASE INC COM NEW COMN STOCK 1720 1645 GLOBAL PMTS INC COM 20926 45238 GLOBE LIFE INC COM 1634 1709 GLOBUS MED INC CL A NEW COM STK 2960 4565 GMS INC COM 1466 1189 GODADDY INC CL A CL A 2417 3982 GOLAR LNG LIMITED 2402 810 GOLDMAN SACHS GROUP INC COM 52248 53797 GOODYEAR TIRE & RUBBER CO COM 2185 731 GRAINGER W W INC COM 3375 4083 GRANITE CONST INC COM 3644 1496 GRANITE PT MTG TR INC COM 1091 609 GRAY T.V INC COM CL B 1522 1610 GREAT WESTN BANCORP INC COM 2331 1129 GREEN DOT CORP COM STK 3996 3683 GREEN PLAINS INC COM STK 947 738 GREENBRIER COS INC COM STK 2097 1419 GREENLIGHT CAPITAL RE LTD CLASS A 857 307 GREIF INC. 2183 1688 GROUP 1 AUTOMOTIVE INC COM 1426 2098 GROUPON INC COM NEW COM NEW 1444 722 GTT COMMUNICATIONS INC COM 1792 139 GUARDANT HEALTH INC COM 4666 6573 GUESS INC COM 1025 1063 GUIDEWIRE SOFTWARE INC COM USD0.0001 1329 2317 H & E EQUIP SVCS INC COM 1806 1341 HAEMONETICS CORP MASS COM 5655 5581 HAIN CELESTIAL GROUP INC COM 6087 5782 HALLIBURTON CO COM 34638 13476 HAMILTON LANE INC CL A CL A 1141 1561 HANESBRANDS INC COM STK 2920 2027 HANMI FINL CORP COM NEW COM NEW 1384 510 HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAP INC COM 1594 4567 HARSCO CORP COM 2103 2032 HARTFORD FINL SVCS GROUP INC COM 11631 13518 HASBRO INC COM 5863 5987 HAWAIIAN ELEC INDS INC COM 3739 3468 HAWAIIAN HOLDINGS INC COM 2997 1292 HCA HEALTHCARE INC COM 14631 27300 HEALTHCARE RLTY TR 3717 3730 HEALTHCARE SVCS GROUP INC COM 5323 2838 HEALTHCARE TR AMER INC CL A NEW CL A NEW 5382 5233 HEALTHEQUITY INC COM 3310 4880 HEALTHPEAK PROPERTIES INC 3119 3688 HEALTHSTREAM INC COM STK ISIN# US42222N1037 859 808 HEARTLAND FINL USA INC COM STK 1864 1413 HEICO CORP NEW CL A CL A 5017 8077 HELIOS TECHNOLOGIES INC 2138 1759 HELIX ENERGY SOLUTIONS GROUP INC COM STK 1495 832 HELMERICH & PAYNE INC COM 9731 3474 HERBALIFE NUTRITION LTD COM STK 3234 4517 HERC HLDGS INC COM 2225 2324 HERITAGE COMM CORP COM STK 797 452 HERITAGE FINL CORP WASH COM 1313 982 HERMAN MILLER INC COM STK USD0.20 3292 2805 HERON THERAPEUTICS INC COM 1197 1355 HERSHA HOSPITALITY TR PRIORITY SHS BEN INT CL A NEW PRTY SHS BEN INT CL A N 882 434 HERSHEY COMPANY COM STK USD1 26657 34427 HESKA CORP COM RESTRICTED NEW STOCK 815 1457 HESS CORP COM STK 10326 11244 HEWLETT PACKARD ENTERPRISE CO COM 17729 14410 HIGHWOODS PPTYS INC COM 3456 3884 HILLENBRAND INC COM STK 2081 2746 HILTON GRAND VACATIONS INC COM 2844 2759 HILTON WORLDWIDE HLDGS INC COM NEW COM NEW 14074 16021 HNI CORP COM 2331 2102 HOLLYFRONTIER CORP COM 6820 3438 HOLOGIC INC COM 9052 15221 HOME BANCSHARES INC COM 5190 4325 HOME DEPOT INC COM 128169 179294 HOMESTREET INC INC 1099 1283 HONEYWELL INTL INC COM STK 65821 94652 HOPE BANCORP INC COM 3375 1997 HORACE MANN EDUCATORS CORP COM 2579 2438 HORIZON BANCORP INC/IN COM 911 777 HORIZON THERAPEUTICS PLC COM USD0.0001 6169 8193 HORMEL FOODS CORP COM 16178 20042 HOSTESS BRANDS INC CL A CL A 1685 1654 HOULIHAN LOKEY INC CL A CL A 1731 2555 HOWARD HUGHES CORP COM STOCK 6452 3868 HOWMET AEROSPACE INC COM USD1.00 WI 7426 9133 HP INC COM 19026 22131 HUB GROUP INC CL A 2206 2622 HUBBELL INC COM 10617 12230 HUBSPOT INC COM 7459 9911 HUDSON PACIFIC PROPERTIES INC COM 4825 3411 HUMANA INC COM 24345 33232 HUNTINGTON BANCSHARES INC COM 11875 10230 HUNTSMAN CORP COM STK 3649 4978 HURON CONSULTING GROUP INC COM STK 1247 1827 ICF INTL INC COM STK 1381 1933 ICU MED INC COM 2720 3646 IDEX CORP COM 2385 3586 IDEXX LABS INC COM 10415 32991 IHS MARKIT LTD COM 12960 25781 ILL TOOL WKS INC COM 33306 40776 ILLUMINA INC COM 19564 33300 IMAX CORP COM 1841 1424 IMMUNOGEN INC COM 950 909 INCYTE CORP COM 12514 11394 INDEPENDENCE RLTY TR INC COM 1177 1585 INDEPENDENT BK CORP MASS COM 2762 2849 INDEPENDENT BK GROUP INC COM 934 938 INDUSTRIAL LOGISTICS PPTYS TR COM SHS BEN INT COM SHS BEN INT 1220 1374 INFINERA CORP COM STK USD0.001 1408 2180 INGERSOLL RAND INC COM 3750 7517 INGEVITY CORP COM 3995 2878 INGLES MKTS INC CL A 700 853 INGREDION INC COM 14086 7946 INNOSPEC INC COM STK 2401 3085 INNOVATIVE INDL PPTYS INC COM 2017 2564 INOGEN INC COM 1068 715 INOVALON HLDGS INC COM CL A COM CL A 1339 1653 INOVIO PHARMACEUTICALS INC COM NEW COM NEW 4527 1336 INSIGHT ENTERPRISES INC COM 1935 3881 INSMED INC COM PAR $.01 4505 4561 INSPERITY INC COM 2913 4152 INSPIRE MED SYS INC COM 1132 1129 INSTEEL INDS INC COM 739 579 INSULET CORP COM STK 4012 13548 INTEL CORP COM 122602 132123 INTER PARFUMS INC COM 1089 968 INTERCEPT PHARMACEUTICALS INC COM 1627 469 INTERCONTINENTAL EXCHANGE INC COM 23936 39199 INTERDIGITAL INC COM 3747 2973 INTERFACE INC COM 2055 882 INTERNATIONAL BUSINESS MACHS CORP COM 84069 69234 INTERNATIONAL GAME TECHNOLOGY COMMON STOCK 4022 2575 INTERNATIONAL SEAWAYS INC INTERNATIONAL SEAWAYS INC COMMON STOCK 768 670 INTERPUBLIC GROUP COMPANIES INC COM 2902 3363 INTERSECT ENT INC COM 1243 870 INTL BANCSHARES CORP COM 3073 2883 INTL FLAVORS & FRAGRANCES INC COM 17164 12190 INTL PAPER CO COM 17716 15314 INTRA-CELLULAR THERAPIES INC COM 2646 3148 INTUIT COM 24432 58497 INTUITIVE SURGICAL INC COM NEW STK 30617 67902 INVACARE CORP COM 782 412 INVESCO MTG CAP INC COM STK 2646 585 INVITAE CORP COM 1380 2509 INVITATION HOMES INC COM 9122 9950 IONIS PHARMACEUTICALS INC COM 4380 4241 IOVANCE BIOTHERAPEUTICS INC COM 1102 4501 IQVIA HLDGS INC COM USD0.01 18010 23113 IRHYTHM TECHNOLOGIES INC COM 1157 4981 IRIDIUM COMMUNICATIONS INC COM STK 2097 3461 IROBOT CORP COM 3016 3051 IRON MTN INC NEW COM 11837 12971 IRONWOOD PHARMACEUTICALS INC COM CL A 2611 2164 ISTAR INC 1056 1381 ITRON INC COM STK NPV 3337 4699 J & J SNACK FOODS CORP COM STK NPV 3342 3418 J2 GLOBAL INC COM 3392 4103 JACK HENRY & ASSOC INC COM 6897 9557 JACK IN THE BOX INC COM 4092 3805 JACOBS ENGR GROUP INC COM 3319 5448 JAMES RIVER GROUP HOLDINGS COM USD0.0002 1398 1720 JAZZ PHARMACEUTICALS PLC COM USD0.0001 6311 7427 JOHN BEAN TECHNOLOGIES CORP COM STK 2544 3074 JOHNSON & JOHNSON COM USD1 231607 258890 JOHNSON CTLS INTL PLC COM USD0.01 18064 22084 JPMORGAN CHASE & CO COM 207864 245499 KADANT INC COM 1516 2115 KAISER ALUM CORP COM PAR $0.01 COM PAR $0.01 2472 2275 KAMAN CORP COM 2236 2171 KAR AUCTION SVCS INC COM STK 3777 3555 KARYOPHARM THERAPEUTICS INC COM 994 836 KB HOME COM 3826 3989 KBR INC COM 3958 6093 KEARNY FINL CORP MD COM 1638 1172 KELLOGG CO COM USD0.25 25959 24021 KELLY SERVICES INC CL A COM 1158 864 KEMPER CORP DEL COM 5184 5609 KENNAMETAL INC CAP 2602 2609 KENNEDY-WILSON HLDGS INC COM 2328 2004 KEYSIGHT TECHNOLOGIES INC COM 9979 19417 KFORCE INC 831 1347 KIMBERLY-CLARK CORP COM 35271 39505 KINDER MORGAN INC DEL COM 20988 16513 KINSALE CAP GROUP INC COM 904 4003 KITE RLTY GROUP TR COM NEW COM NEW 2139 1735 KKR & CO INC CL A CL A 9705 13281 KLA CORPORATION COM USD0.001 12630 30292 KNIGHT-SWIFT TRANSN HLDGS INC CL A CLASSA COMMON STOCK USD0.01 3997 4851 KODIAK SCIENCES INC COM USD0.0001 1481 3232 KOHLS CORP COM 4650 3459 KONTOOR BRANDS INC COM NPV WI 1088 1379 KOPPERS HLDGS INC COM 1416 872 KORN FERRY COM 3050 3176 KOSMOS ENERGY LTD COM USD0.01 2259 764 KRAFT HEINZ CO COM 55963 31159 KRATON CORPORATION 2069 1167 KRATOS DEFENSE & SECURITY SOLUTIONS INC 1278 3292 KROGER CO COM 13571 15594 KS CY SOUTHN 6233 8573 L3HARRIS TECHNOLOGIES INC COM 21339 26274 LA Z BOY INC COM 2135 2669 LAB CORP AMER HLDGS COM NEW 6896 10381 LADDER CAP CORP CL A CL A 1520 1076 LAKELAND BANCORP INC COM 1239 800 LAKELAND FINL CORP COM STK 1624 1768 LAM RESH CORP COM 16518 42032 LAMAR ADVERTISING CO NEW CL A CL A 5077 6158 LAMB WESTON HLDGS INC COM USD5 11485 16220 LANCASTER COLONY CORP COM 3394 4777 LANDSTAR SYS INC COM 4185 5117 LANNETT INC COM 936 254 LANTHEUS HLDGS INC COM 899 567 LAS VEGAS SANDS CORP COM STK 14610 12397 LAUREATE ED INC CL A CL A 1039 1121 LEIDOS HLDGS INC COM 3426 5571 LENNAR CORP CL A CL A 10505 10139 LENNOX INTL INC COM 2721 3562 LEXINGTON RLTY TR COM 2866 3228 LGI HOMES INC COM 1847 2540 LIBERTY BROADBAND CORP COM SER C COM SERC 7903 14887 LIBERTY LATIN AMERICA LTD COM USD0.01 CLASS C 2196 1431 LIBERTY MEDIA CORP DEL COM SER C SIRIUSXM GROUP COM SER C SIRIUSXM GR 2151 2437 LIBERTY MEDIA CORP DEL COM SER C BRAVES GROUP COM SER C BRAVES GROUP 1077 1194 LIBERTY MEDIA CORPORATION COM USD0.01 SER C FORMULA 6692 7796 LIBERTY TRIPADVISOR HLDGS INC COM USD0.01 'A' 1056 278 LIFE STORAGE INC COM 4145 5134 LIGAND PHARMACEUTICALS INCORPORATED CL BCOMMON STOCK 1751 1691 LINCOLN ELEC HLDGS INC COM 4879 6743 LINCOLN NATL CORP COM 12562 8201 LINDE PLC COM USD0.001 53042 87485 LIONS GATE ENTMT CORP CL B NON VTG NON VOTING SHS CL B 4516 1495 LIONS GATE ENTMT CORP VOTING SHARES CL A 2434 830 LIVANOVA PLC ORD GBP1.00 (DI) 4077 2913 LIVE NATION ENTERTAINMENT INC 3708 6393 LIVENT CORP COM 1298 1771 LIVEPERSON INC COM STK ISIN# US5381461012 879 4792 LIVERAMP HOLDINGS INC 2101 5123 LKQ CORP COM LKQ CORP 9362 8070 LOCKHEED MARTIN CORP COM 49190 54312 LOUISIANA-PACIFIC CORP COM 5426 7583 LOWES COS INC COM 44110 76724 LPL FINL HLDGS INC COM 5428 8233 LTC PPTYS INC COM 2396 2140 LULULEMON ATHLETICA INC COM 9832 25406 LUMBER LIQUIDATORS HLDGS INC COM 1227 1199 LUMENTUM HLDGS INC COM 1422 2939 LYDALL INC COM 1179 691 LYFT INC CL A CL A 5357 9138 LYONDELLBASELL IND N V COM USD0.01 CL 'A' 18188 15032 M & T BK CORP COM 13393 9929 M / I HOMES INC 1272 1639 MACERICH CO REIT 12340 2155 MACK CALI RLTY CORP COM REIT 2770 1582 MACROGENICS INC COM 920 1074 MACYS INC COM STK 3799 1665 MADDEN STEVEN LTD COM 2874 2755 MADISON SQUARE GARDEN ENTMT CORP CL A CLA 467 840 MADISON SQUARE GARDEN SPORTS CORP 1237 1473 MAGELLAN HEALTH INC COM NEW COM NEW 3241 2734 MALLINCKRODT PLC COMMON STOCK 3035 27 MANITOWOC CO INC COM USD0.01(POST REV SPLIT) 1733 586 MANPOWERGROUP INC 2533 1804 MANTECH INTL CORP CL A CL A 1813 3202 MARATHON PETE CORP COM 26574 16461 MARKEL CORP HOLDING CO COM 7059 8266 MARKETAXESS HLDGS INC COM STK 8178 12552 MARRIOTT INTL INC NEW COM STK CL A 23026 22294 MARSH & MCLENNAN CO'S INC COM 25638 36621 MARTIN MARIETTA MATLS INC COM 10148 13347 MASCO CORP COM 10307 12909 MASIMO CORP COM STK 257 805 MASONITE INTL CORP NEW COM 2869 3835 MASTERCARD INC CL A 83119 195960 MATADOR RES CO COM 4266 1640 MATCH GROUP INC NEW COM 6079 23283 MATERION CORP COM 1318 1720 MATRIX SVC CO COM 652 397 MATSON INC COM 1795 3361 MATTEL INC COM STOCK 1.00 PAR 2051 2321 MATTHEWS INTL CORP CL A CL A 2275 1264 MAXAR TECHNOLOGIES INC COM NPV 2436 1930 MAXIM INTEGRATED PRODS INC COM 11113 18705 MAXLINEAR INC COMMON STOCK 2318 3284 MBIA INC COM 932 816 MC CORMICK & CO INC COM NON-VTG 17231 32313 MC DONALDS CORP COM 80502 99994 MCGRATH RENTCORP COM 1508 2147 MCKESSON CORP 14739 17218 MDU RES GROUP INC COM 4948 4557 MEDICAL PPTYS TR INC COM REIT 5443 7191 MEDIFAST INC COM 984 2749 MEDNAX INC COM 6802 3141 MEDPACE HLDGS INC COM 2129 3480 MEDTRONIC PLC COMMON STOCK STOCK 69016 97343 MERCANTILE BK CORP COM 793 598 MERCK & CO INC NEW COM 89283 129080 MEREDITH CORP COM 3677 1056 MERIDIAN BIOSCIENCE INC COM 821 1084 MERIT MED SYS INC COM 2986 3775 MERITAGE HOMES CORP COM 2790 4472 META FINL GROUP INC COM 1064 1170 METHODE ELECTRS INC COM 1139 1302 METLIFE INC COM STK USD0.01 24047 22207 METTLER-TOLEDO INTL INC COM 11764 21654 MFA FINL INC 2783 1381 MFC ETF I SHARES MSCI EAFE 12781623 14881140 MFC FLEXSHARES TR MORNINGSTAR GLOBAL UPSTREAM NAT RES INDEX FD 3814492 4904494 MFC ISHARES TR GLOBAL INFRASTRUCTURE ETFINDEX FD 3300749 3726802 MFC VANGUARD INDEX FDS TOTAL STOCK MARKET ETF 1899837 2153886 MFC VANGUARD INTL EQUITY INDEX FDS FTSE EMERGING MKTS ETF 5605128 6598084 MGE ENERGY INC COM . 3159 3431 MGIC INVT CORP WIS COM 1182 1029 MGM RESORTS INTERNATIONAL COM 5034 6050 MGP INGREDIENTS INC NEW COM 1374 847 MICROCHIP TECHNOLOGY INC COM 15033 23479 MICRON TECH INC COM 28866 51498 MICROSOFT CORP COM 425950 1046486 MICROSTRATEGY INC CL A NEW CL A NEW 1718 5051 MIDDLESEX WTR CO COM 896 1594 MINERALS TECHNOLOGIES INC COM 3401 3044 MIRATI THERAPEUTICS INC COM 1286 4393 MKS INSTRS INC COM 1723 2708 MODEL N INC COM USD0.00015 1054 1070 MODERNA INC COM 5073 18282 MODINE MFG CO COM STK 1439 867 MOELIS & CO CL A CL A 3542 3741 MOLINA HEALTHCARE INC COM 4494 8082 MOLSON COORS BEVERAGE COMPANY COM USD0.01 CLASS B 19927 11026 MONDELEZ INTL INC COM 58355 79461 MONGODB INC CL A CL A 4830 10412 MONMOUTH REAL ESTATE CORP MD 1685 1715 MONOLITHIC PWR SYS INC COM 5882 9522 MONRO INC COM USD0.01 2522 2345 MOODYS CORP COM 16434 29024 MOOG INC CL A 3867 3489 MORGAN STANLEY COM STK USD0.01 47873 63801 MOTOROLA SOLUTIONS INC 10990 20747 MRC GLOBAL INC COM 2115 829 MSCI INC COMMON 8401 29918 MUELLER INDS INC COM 2864 2809 MUELLER WTR PRODS INC COM SER A STK 2723 2674 MURPHY OIL CORP COM 4993 1767 MYR GROUP INC DEL COM STK 787 1322 MYRIAD GENETICS INC COM 3138 1800 NABORS INDUSTRIES LTD SHS NEW 2708 466 NATERA INC COM 1406 5076 NATIONAL BK HLDGS CORP CL A COM STK 1116 1114 NATIONAL HEALTH INVS INC COM 4193 3874 NATIONAL STORAGE AFFILIATES TR COM SHS BEN INT COM SHS BEN INT 1665 2234 NATL FUEL GAS CO COM 5644 5470 NATL HEALTHCARE CORP COM 925 996 NATUS MED INC DEL COM 1622 842 NAVIENT CORP COM 2846 2357 NBT BANCORP INC COM 2210 1894 NCR CORP COM 5756 6387 NEENAH INC COM USD0.01 2094 1272 NEKTAR THERAPEUTICS COM 7841 2465 NEOGENOMICS INC COM NEW COM NEW 1755 4307 NETAPP INC COM STK 11319 13447 NETFLIX INC COM STK 49891 140590 NETGEAR INC COM 1558 1747 NETSCOUT SYS INC COM 3612 3236 NEUROCRINE BIOSCIENCES INC COM 4854 5368 NEW JERSEY RES CORP COM 3585 2773 NEW RELIC INC COM 4336 2681 NEW RESIDENTIAL INVT CORP COM NEW COM NEW 5031 3280 NEW SR INVT GROUP INC COM 723 596 NEW YORK MTG TR INC COM PAR $.02 COM PAR$.02 895 579 NEW YORK TIMES CO CL A ISIN #US6501111073 3284 9112 NEWELL BRANDS INC COM 11216 7749 NEWMARK GROUP INC CL A CL A 1070 795 NEWMONT CORPORATION 19198 30304 NEWS CORP COM CL A 1516 1671 NEWS CORP COM CL B 2849 3039 NEXSTAR MEDIA GROUP INC CL A CL A 4780 6661 NEXTERA ENERGY INC COM 47515 93197 NEXTGEN HEALTHCARE INC COM 1015 1350 NEXTIER OILFIELD SOLUTIONS INC 1229 320 NIELSEN HOLDINGS PLC COMSTK 9553 5572 NIKE INC CL B 45670 102424 NKARTA INC COM 895 861 NMI HLDGS INC CL A CL A 1377 1812 NN INC COM 1061 250 NORDSON CORP COM 2051 2813 NORFOLK SOUTHN CORP COM 22730 37305 NORTHERN TR CORP COM 10178 8848 NORTHROP GRUMMAN CORP COM 29519 29253 NORTHWEST BANCSHARES INC MD COM 2224 1682 NORTHWEST NAT HLDG CO COM 2336 1794 NORTHWESTERN CORP COM NEW COM NEW 4026 3965 NORTONLIFE LOCK INC 12989 9517 NORWEGIAN CRUISE LINE HLDGS LTD COM USD0.001 7955 3789 NOVAGOLD RES INC COM NEW 1792 2118 NOVAVAX INC 2709 3903 NOVOCURE LTD COM USD0.00 1661 14016 NOW INC COM 1628 1077 NRG ENERGY INC COM NEW 4462 5595 NU SKIN ENTERPRISES INC CL A CL A 4946 3933 NUCOR CORP COM 15284 12712 NUTANIX INC CL A CL A 4288 3506 NVIDIA CORP COM 71507 188514 O REILLY AUTOMOTIVE INC NEW COM USD0.01 11141 20818 OCCIDENTAL PETROLEUM CORP 33300 8620 OCEANEERING INTL INC COM 2875 1097 OCEANFIRST FINL CORP COM 1171 782 OFFICE PPTYS INCOME TR COM SHS BEN INT COM SHS BEN INT 2292 750 OFG BANCORP COM 1029 871 O-I GLASS INC COM 2428 1714 OIL STS INTL INC COM ISIN US6780261052 2003 356 OKTA INC CL A CL A 3709 19070 OLD DOMINION FREIGHT LINE INC COM 9617 11516 OLD NATL BANCORP IND COM 3358 3113 OMEGA HEALTHCARE INVS INC REIT 5688 5848 OMEROS CORP COM 1234 900 OMNICELL INC COM 2575 6241 OMNICOM GROUP INC COM 12660 10790 ON SEMICONDUCTOR CORP COM 6596 10212 ONEOK INC COM STK 17620 13510 ONTO INNOVATION INC 1835 3186 ORACLE CORP COM 59055 80410 ORASURE TECHNOLOGIES INC COM 1483 836 ORION ENGINEERED CARBONS SA COMMON STOCK 1156 926 ORMAT TECHNOLOGIES INC COM 3581 5056 ORTHOFIX MED INC COM USD0.10 1326 1032 OSHKOSH CORPORATION 4807 5595 OTIS WORLDWIDE CORP COM USD0.01 WI 21087 21278 OTTER TAIL CORP 2467 2344 OUTFRONT MEDIA INC COM 4416 3814 OWENS & MINOR INC NEW COM 1604 2299 OXFORD INDS INC COM 1750 1507 PAC PREMIER BANCORP COM 4251 3822 PACCAR INC COM 18309 22174 PACIFIC BIOSCIENCES OF CALIFORNIA INC COMMON STOCK 918 934 PACIRA BIOSCIENCES INC COM USD0.001 2509 3291 PACKAGING CORP AMER COM ISIN US6951561090 8323 9516 PACWEST BANCORP DEL COM 4433 2845 PALO ALTO NETWORKS INC COM USD0.0001 11848 21679 PAN AMERN SILVER CORP(TAHOE RESOURCES) RIGHTS 12-31-2099 364 359 PAPA JOHNS INTL INC COM 2067 3055 PARAMOUNT GROUP INC COM 4567 2622 PARK HOTELS & RESORTS INC COM 1345 892 PARK NATL CORP COM 1158 1260 PARKER-HANNIFIN CORP COM 19683 26969 PASSAGE BIO INC COM 959 921 PATTERSON COS INC COM 4170 3407 PATTERSON-UTI ENERGY INC COM 6721 1546 PAYCHEX INC COM 16395 22456 PAYCOM SOFTWARE INC COM 3899 12663 PAYLOCITY HLDG CORP COM 2984 6589 PAYPAL HLDGS INC COM 53965 170263 PBF ENERGY INC CL A CL A 5442 1093 PDC ENERGY INC COM 5294 2299 PEAPACK-GLADSTONE FINL CORP COM 844 546 PEBBLEBROOK HOTEL TR COM STK 3617 1805 PELOTON INTERACTIVE INC 20060 23668 PENN NATL GAMING INC COM 2482 6996 PENN VA CORP NEW COM 780 203 PENNANT GROUP INC 244 1974 PENNYMAC MTG INVT TR COM REIT 1355 1601 PEOPLES BANCORP INC COM STK 760 623 PERDOCEO ED CORP COM 1174 1212 PERFICIENT INC COM STK 929 2287 PERFORMANCE FOOD GROUP CO COM 4159 5999 PERKINELMER INC COM 3370 6601 PERRIGO COMPANY LIMITED COM EUR0.001 1693 1386 PETMED EXPRESS INC COM STK 1237 866 PFD BK L A CAL COM 1083 908 PFIZER INC COM 118586 126884 PGT INC COM 1126 1363 PHIBRO ANIMAL HEALTH CORP CL A COM CL A COM 909 524 PHILLIPS 66 COM 27800 19094 PHOTRONICS INC COM 791 1038 PHYSICIANS RLTY TR COM 3008 2955 PIEDMONT OFFICE REALTY TRU-A 2311 1883 PILGRIMS PRIDE CORP 2339 1451 PINNACLE FINL PARTNERS INC COM 6676 6440 PINTEREST INC CL A CL A 5316 16211 PIONEER NAT RES CO COM 21717 14350 PIPER SANDLER COMPANIES COM USD0.01 1723 2018 PITNEY BOWES INC COM 2919 1620 PJT PARTNERS INC COM CL A COM CL A 1136 1881 PLANTRONICS INC NEW COM 2333 1243 PLEXUS CORP COM 2867 3676 PLUG PWR INC COM NEW 781 10851 PNC FINANCIAL SERVICES GROUP COM STK 38835 39783 PNM RES INC COM 4548 5435 POOL CORP COM STK 1302 3725 POST HLDGS INC COM STK 7095 9192 POTLATCHDELTIC CORPORATION 2879 2951 PPD INC COM 1220 2190 PPG IND INC COM 22416 27690 PPL CORP COM ISIN US69351T1060 15785 14467 PRA GROUP INC COM 2075 2459 PREFERRED APT CMNTYS INC COM 968 377 PREMIER FINL CORP 744 644 PRESTIGE CONSUMER HEALTHCARE INC COM 3290 2580 PRIMORIS SVCS CORP COM 1539 1519 PRINCIPAL FINL GROUP INC COM STK 14149 9872 PROASSURANCE CORP COM 4219 1316 PROCTER & GAMBLE COM NPV 155253 231529 PROG HOLDINGS INC COM 3003 4848 PROGRESS SOFTWARE CORP COM 2814 2983 PROGRESSIVE CORP OH COM 24430 42914 PROLOGIS INC COM 36469 56806 PROPETRO HLDG CORP COM 1089 466 PROS HLDGS INC COM 969 1878 PROTAGONIST THERAPEUTICS INC COM 1056 988 PROTO LABS INC COM 3506 5216 PROVENTION BIO INC COM 1233 1220 PROVIDENT FINL SVCS INC COM 2353 1545 PRUDENTIAL FINL INC COM 36940 25060 PTC INC COM 2740 5382 PTC THERAPEUTICS INC COM 937 3418 PUB SERVICE ENTERPRISE GROUP INC COM 19363 22096 PUB STORAGE COM 23070 25402 PUMA BIOTECHNOLOGY INC COM . 1220 267 PURE STORAGE INC CL A CL A 2203 3075 Q2 HLDGS INC COM 2748 4555 QIAGEN NV EUR0.01 2461 4175 QORVO INC COM 6286 15629 QTS RLTY TR INC COM CL A COM CL A 3729 4270 QUAKER CHEM CORP COM 2726 4561 QUALCOMM INC COM 45594 107704 QUALYS INC COM USD0.001 2707 5484 QUANEX BLDG PRODS CORP COM STK 1121 1064 QUEST DIAGNOSTICS INC COM 5871 8223 QUIDEL CORP COM 4862 3952 QUOTIENT TECHNOLOGY INC COM 1252 999 QURATE RETAIL INC 4910 3576 QURATE RETAIL INC CUM RED PFD SER A 8% 2237 891 R1 RCM INC COM 612 3363 RADIAN GROUP INC COM 3923 3929 RADIUS HEALTH INC COM NEW COM NEW 1679 947 RALPH LAUREN CORP CL A CL A 306 311 RAPID7 INC COM 1009 2975 RAVEN INDS INC COM STOCK 1728 1655 RAYMOND JAMES FNCL INC COM STK 8594 9184 RAYONIER ADVANCED MATLS INC COM 1231 391 RAYONIER INC REIT 3454 3437 RAYTHEON TECHNOLOGIES CORP 66791 64788 RBC BEARINGS INC COM 4067 5729 RE/MAX HLDGS INC CL A CL A 1212 908 REALOGY HLDGS CORP COM 4931 2453 REALTY INCOME CORP COM 12050 13429 REATA PHARMACEUTICALS INC CL A CL A 1698 2225 RED ROBIN GOURMET BURGERS INC COM 1012 346 RED ROCK RESORTS INC CL A CL A 3235 2404 REDFIN CORP COM 1456 5559 REDWOOD TR INC COM 1607 939 REGENERON PHARMACEUTICALS INC COM 22582 28503 REGENXBIO INC COM 1306 1724 REINSURANCE GROUP AMER INC COM NEW STK 1252 927 RENASANT CORP COM 2617 2122 RENT A CTR INC NEW COM 1168 1723 REPLIGEN CORP COM STK USD0.01 1877 9965 REPLIMUNE GROUP INC COM 972 916 REPUBLIC SVCS INC COM 11562 16564 RESIDEO TECHNOLOGIES INC COM USD0.001 2721 2169 RESMED INC COM 8944 22106 RETAIL OPPORTUNITY INVTS CORP COM STK 2981 2035 RETAIL PPTYS AMER INC CL A 2532 1678 RETAIL VALUE INC COM USD0.10 633 312 REVANCE THERAPEUTICS INC COM 1168 907 REXFORD INDL RLTY INC COM 3158 5304 RHYTHM PHARMACEUTICALS INC COM 1020 1011 RIGEL PHARMACEUTICALS INC COM NEW STK 769 725 RINGCENTRAL INC CL A CL A 2215 17433 RITE AID CORP COM USD1.00(POST REV SPLIT) 2975 1171 RLJ LODGING TR L P COM REIT 5254 3368 ROCKWELL AUTOMATION 18912 24078 ROGERS CORP COM 3957 3882 ROKU INC COM CL A COM CL A 5050 24902 ROPER TECHNOLOGIES , INC 19542 32332 ROSS STORES INC COM 17643 26895 ROYAL CARIBBEAN GROUP COM STK 16218 9336 ROYAL GOLD INC COM STK USD0.01 2264 2021 RPT REALTY COM USD0.01 SHS OF BENEFICIALINTEREST 1542 952 RUSH ENTERPRISES INC CL A CL A 2157 2609 RUTHS HOSPITALITY GROUP INC 904 727 RYDER SYS INC COM 6260 4570 RYMAN HOSPITALITY PPTYS INC COM 4265 4201 S & T BANCORP INC COM STK 1939 1192 S&P GLOBAL INC COM 25052 48652 S.W. AIRL CO COM 18026 12818 SABRA HEALTH CARE REIT INC COM 3249 2744 SABRE CORP COM 5989 3486 SAFETY INS GROUP INC COM 1606 1558 SAGE THERAPEUTICS INC COM 7486 3893 SAIA INC COM STK 2487 6328 SAILPOINT TECHNOLOGIES HLDGS INC COM 1583 4206 SALESFORCE COM INC COM STK 55527 115716 SALLY BEAUTY HLDGS INC COM STK USD0.01 3383 2360 SANDERSON FARMS INC COM 3961 3702 SANDY SPRING BANCORP INC CMT-COM CMT-COM 1233 998 SANFILIPPO JOHN B & SON INC COM 762 946 SANGAMO THERAPEUTICS INC COM 1984 1826 SANMINA CORP COM 3316 3189 SAREPTA THERAPEUTICS INC COM 5798 9377 SBA COMMUNICATIONS CORP COM USD0.01 CL A 12867 19467 SCANSOURCE INC COM 1214 897 SCHLUMBERGER LTD COM COM 57890 18708 SCHNITZER STL INDS INC CL A 1253 1181 SCHOLAR ROCK HLDG CORP COM 1847 1893 SCHWAB CHARLES CORP COM NEW 47411 50176 SCHWEITZER-MAUDUIT INTL INC COM 1913 1689 SCIENCE APPLICATIONS INTL CORP NEW COM USD0.0001 4599 5678 SCIENTIFIC GAMES CORP 2498 1992 SCORPIO TANKERS INC COM USD0.01 (POST REV SPLIT) 997 369 SEACOAST BKG CORP FLA COM NEW COM NEW 1508 1738 SEAGEN INC COM 6351 16638 SELECT MED HLDGS CORP COM 1705 2821 SEMPRA COM 20157 23953 SENSATA TECHNOLOGIES B V HOLDING 3115 3217 SENSIENT TECHNOLOGIES CORP COM 4549 4574 SERITAGE GROWTH PPTYS CL A 1288 440 SERVICE CORP INTL COM 5000 6579 SERVICE PPTYS TR COM SH BEN INT 4102 1666 SERVICENOW INC COM USD0.001 16663 63299 SERVISFIRST BANCSHARES INC COMMON STOCK 2692 2579 SFL CORPORATION LTD COM USD 1320 528 SHAKE SHACK INC CL A CL A 2725 2289 SHENANDOAH TELECOMMUNICATIONS CO CDT-COMCDT-COM 1369 1773 SHERWIN-WILLIAMS CO COM 25076 44830 SHYFT GROUP INC COM 762 1334 SIGNET JEWELERS LTD ORD USD0.18 4698 2318 SILGAN HLDGS INC COM 2138 2670 SIMMONS 1ST NATL CORP CL A $0.01 PAR CL A $0.01 PAR 3367 2504 SIMON PROPERTY GROUP INC COM 46488 23196 SIMPLY GOOD FOODS CO COM 1006 1693 SIMPSON MFG INC COM 3297 5327 SINCLAIR BROADCAST GROUP INC CL A 3791 3185 SIRIUS XM HLDGS INC COM 8911 10587 SITE CENTERS CORP 3071 2206 SITEONE LANDSCAPE SUPPLY INC COM 3599 7456 SIX FLAGS ENTMT CORP NEW COM 6244 3171 SKECHERS U S A INC CL A CL A ISIN #US8305661055 1271 1186 SKYLINE CHAMPION CORPORATION COM USD0.0277 1259 1423 SKYWEST INC COM 3799 2862 SKYWORKS SOLUTIONS INC COM 10643 16511 SLEEP NUMBER CORP COM 2065 4502 SM ENERGY CO COM 3543 955 SMARTSHEET INC CL A CL A 4210 5612 SMUCKER J M CO COM NEW 19276 17918 SNAP-ON INC COM 2794 2738 SOLAREDGE TECHNOLOGIES INC COM 3756 9254 SORRENTO THERAPEUTICS INC COM NEW COM NEW 2488 1679 SOUTH JERSEY INDS INC COM 3488 2414 SOUTH ST CORP COM 4996 4049 SOUTHERN CO COM STK 32592 39561 SOUTHN COPPER CORP DEL COM 3271 5014 SOUTHSIDE BANCSHARES INC CMT-COM CMT-COM 1290 1179 SOUTHWEST GAS HLDGS INC COM 5338 4010 SP PLUS CORP COM 889 692 SPARTANNASH CO COM NPV 1362 888 SPECTRUM BRANDS HLDGS INC COM USD0.01 4945 4502 SPECTRUM PHARMACEUTICALS INC COM 2314 416 SPIRE INC COM 3243 2818 SPIRIT AEROSYSTEMS HLDGS INC CL A 4445 1994 SPIRIT AIRLS INC COM 4435 2396 SPIRIT REALTY CAPITAL INC COM USD0.01(POST REV SPLIT) 3967 3334 SPLUNK INC COMSTK COM USD0.001 8555 17669 SPOTIFY TECHNOLOGY S A COM EUR0.025 13744 29578 SPROUTS FMRS MKT INC COM 4491 3678 SPS COMM INC COM 1119 4995 SPX CORP COM 1861 3218 SPX FLOW INC COM 2747 3362 SQUARE INC CL A CL A 8712 46140 SS&C TECHNOLOGIES HLDGS INC COM 5151 9312 STAAR SURGICAL CO COM NEW PAR $0.01 910 4516 STAG INDL INC COM 3568 4166 STANDARD MTR PRODS INC COM 1351 1214 STANDEX INTL CORP COM 1710 1318 STANLEY BLACK & DECKER INC COM 11401 13392 STARBUCKS CORP COM 42391 78202 STARWOOD PROPERTY TRUST INC COM REIT 3210 4999 STATE STR CORP COM 27496 20378 STEEL DYNAMICS INC COM 4603 3908 STEELCASE INC CL A COM 1786 1599 STEPAN CO COM 2216 3341 STERICYCLE INC COM 1149 1179 STERIS PLC ORD USD0.001 2738 5876 STEWART INFORMATION SVCS CORP COM 1237 1402 STITCH FIX INC CL A CL A 1311 2408 STK YARDS BANCORP INC COM NPV 1152 1214 STONECO LTD COM CLASS A 3604 7972 STONERIDGE INC COM 867 1119 STONEX GROUP INC COM 940 1274 STORE CAPITAL CORPORATION COM USD0.01 6208 8155 STRATEGIC ED INC 2518 2669 STRIDE INC COM USD 874 1146 STRYKER CORP 33041 51948 SUMMIT HOTEL PROPERTIES INC COM 2223 1306 SUMMIT MATLS INC CL A CL A 4802 3112 SUN COMMUNITIES INC COM 7797 10181 SUNCOKE ENERGY INC COM USD0.01 1090 392 SUNRUN INC COM 1165 5828 SUPERNUS PHARMACEUTICALS INC COM STK 2741 1686 SVB FINANCIAL GROUP COMMON STOCK 8967 14738 SWITCH INC CL A CL A 904 819 SYKES ENTERPRISES INC COM 1737 2072 SYNCHRONY FINL COM 14773 13155 SYNEOS HEALTH INC COM 2911 3883 SYNERGY PHARMACEUTICALS INC FLA COM NEW 789 2 SYNNEX CORP COM STK 641 1303 SYNOPSYS INC COM 9560 29035 SYNOVUS FINL CORP COM NEW COM NEW 2618 1716 SYSCO CORP COM 20974 25397 T ROWE PRICE GROUP INC 18480 26645 TABULA RASA HEALTHCARE INC COM 1186 643 TACTILE SYS TECHNOLOGY INC COM 1106 719 TAKE-TWO INTERACTIVE SOFTWARE INC COM STK USD0.01 9062 17247 TALOS ENERGY INC COM STK 878 222 TANDEM DIABETES CARE INC COM NEW COM USD0.001(POST REV SPLT) 3289 4401 TANGER FACTORY OUTLET CTRS INC COM 3417 1295 TAPESTRY INC COM USD0.01 9425 6620 TARGA RES CORP COM 7036 4168 TARGET CORP COM STK 19601 53489 TAYLOR MORRISON HOME CORP COM USD0.00001 3739 3668 TCR2 THERAPEUTICS INC COM 1145 1175 TEGNA INC COM 4272 4227 TELADOC HEALTH INC 5640 12597 TELEDYNE TECHNOLOGIES INC COM 363 784 TELEFLEX INC COM 8260 13582 TELEPHONE & DATA SYS INC COM STK 2797 1708 TEMPUR SEALY INTL INC COM 4129 7020 TENABLE HLDGS INC COM 1373 1411 TENET HEALTHCARE CORP COM NEW . 2708 2955 TENNANT CO COM 1743 1684 TENNECO INC 4187 753 TERADYNE INC COM 3612 10191 TEREX CORP NEW COM 5266 3803 TERRENO RLTY CORP 2632 4388 TESLA INC COM USD0.001 36000 324608 TETRA TECH INC NEW COM 3352 5673 TEXAS CAP BANCSHARES INC DEL COM 6339 4165 TEXAS INSTRUMENTS INC COM 60709 95195 TFS FINL CORP COM STK 1302 1322 TG THERAPEUTICS INC COM 4269 8791 THE ODP CORP COM 2478 2080 THE TRADE DESK INC COM CL A COM CL A 2577 22428 THERAPEUTICSMD INC COM 1044 180 THERAVANCE BIOPHARMA INC COM 1089 675 THERMO FISHER CORP 47207 115048 TIMKENSTEEL CORP COM NPV 'WI' 815 257 TIVITY HEALTH INC COM 2018 1156 TJX COS INC COM NEW 28726 51354 T-MOBILE US INC COM 27749 45579 TOMPKINS FINL CORP COM USD0.10 1669 1412 TOOTSIE ROLL INDS INC COM 764 683 TOPBUILD CORP COM 1901 5706 TORO CO COM 5716 8820 TOWNEBANK PORTSMOUTH VA COM 2477 1855 TRACTOR SUPPLY CO COM 3659 6888 TRANE TECHNOLOGIES PLC COM USD1 12934 27145 TRANSDIGM GROUP INC COM 12814 19184 TRANSLATE BIO INC COM 931 885 TRANSOCEAN LTD 5994 1280 TRANSUNION COM 8142 14089 TRAVELERS COS INC COM STK 20297 21056 TRAVERE THERAPEUTICS INC COM 1162 1445 TREEHOUSE FOODS INC COM 3746 3314 TREX CO INC COM 1369 4186 TRI POINTE HOMES INC 3755 3623 TRICO BANCSHARES COM STK 1085 988 TRIMAS CORP COM NEW COM NEW 1689 1995 TRIMBLE INC COM TRIMBLE INC 7637 12486 TRINSEO S A COMMON STOCK 4545 3175 TRIPADVISOR INC COM USD0.001 2761 2302 TRIPLE-S MGMT CORP COMN STK 814 705 TRIUMPH GROUP INC NEW COM 996 540 TRONOX HOLDINGS PLC ORD USD0.01 2597 1842 TRUEBLUE INC COM STK 1571 1065 TRUECAR INC COM 1146 349 TRUIST FINL CORP COM 44833 42897 TRUSTMARK CORP COM 3052 2567 TTM TECHNOLOGIES INC COM 2021 1780 TUCOWS INC COM NEW COM NEW 826 887 TUPPERWARE BRANDS CORPORATION 4381 2300 TURNING PT THERAPEUTICS INC COM 1127 3168 TWILIO INC CL A CL A 9588 29111 TWIST BIOSCIENCE CORP COM 837 848 TWITTER INC COM 13053 25451 TWO HARBORS INVESMENT CORP 4089 1637 TYLER TECHNOLOGIES INC COM STK 710 1746 TYSON FOODS INC CL A COM (DELAWARE) 32123 25389 U S CONCRETE INC COMMON STOCK 1824 879 U S PHYSICAL THERAPY COM 1147 1924 U S SILICA HLDGS INC 3698 800 UBER TECHNOLOGIES INC COM USD0.00001 23224 42738 UFP INDUSTRIES INC COM USD1.00 1433 3000 ULTA BEAUTY INC COM STK USD0.01 9657 12348 ULTRA CLEAN HLDGS INC COM 977 1433 ULTRAGENYX PHARMACEUTICAL INC COM 2602 7614 UMB FINL CORP COM STK 4582 4346 UMPQUA HLDGS CORP COM 3736 5102 UNDER ARMOR INC CL A 4043 4447 UNDER ARMOUR INC CL C COM 3700 3913 UNIFIRST CORP MASS COM 3472 4445 UNION PAC CORP COM 58829 90784 UNIT CORP WT EXP 1588 0 UNITED AIRLINES HOLDINGS INC COM USD0.01 11785 7569 UNITED BANKSHARES INC W VA COM 995 972 UNITED CMNTY BK BLAIRSVILLE GA COM 2888 2901 UNITED FIRE GROUP INC COM USD0.001 1366 753 UNITED NAT FOODS INC COM 3510 1134 UNITED PARCEL SVC INC CL B 51271 72749 UNITED RENTALS INC COM 10879 14610 UNITED STS STL CORP NEW COM 4598 2180 UNITED THERAPEUTICS CORP DEL COM STK 2090 2125 UNITEDHEALTH GROUP INC COM 130016 205148 UNITI GROUP INC COM 4047 2733 UNITIL CORP COM 870 841 UNIVAR SOLUTIONS INC 4978 3042 UNIVERSAL HEALTH RLTY INCOME TR SH BEN INT SH BEN INT 1276 1093 UNIVERSAL INS HLDGS INC COM 1172 650 UNIVEST FINANCIAL CORP 1023 741 UNUM GROUP 3578 1491 UNVL DISPLAY CORP COM 3832 4826 UNVL HEALTH SERVICES INC CL B COM 2284 2750 UPLAND SOFTWARE INC COM 910 918 URBAN EDGE PPTYS COM 3684 1876 URSTADT BIDDLE PPTYS INC CL A CL A 867 579 US BANCORP 46419 40161 US ECOLOGY INC COM 1527 1090 US FOODS HLDG CORP COM 9135 9593 V F CORP COM 17018 20840 VAIL RESORTS INC COM 2572 3348 VAL NATL BANCORP COM 4091 3530 VALERO ENERGY CORP COM STK NEW 23023 14143 VALMONT INDS INC COM 5154 5423 VANDA PHARMACEUTICALS INC COM 937 802 VAREX IMAGING CORP COM 2148 867 VARONIS SYS INC COM 1303 4417 VEECO INSTRS INC DEL COM 977 1146 VEEVA SYS INC CL A COM CL A COM 7765 22325 VENTAS INC REIT 15811 12996 VERACYTE INC COM 1197 2055 VEREIT INC COM 8063 6802 VERISIGN INC COM 8086 13417 VERISK ANALYTICS INC COM USD0.001 10891 23458 VERITEX HLDGS INC COM 1178 1232 VERIZON COMMUNICATIONS COM 141468 154454 VERSO CORP CL A CL A 805 577 VERTEX PHARMACEUTICALS INC COM 27737 37814 VERTIV HOLDINGS LLC COM USD0.0001 5676 6292 VIACOMCBS INC NPV CLASS B 20058 15314 VIAD CORP COM NEW COM NEW 1561 1013 VIASAT INC COM 4122 1665 VIATRIS INC 6530 8002 VICI PPTYS INC COM 5769 7344 VIRTUS INVT PARTNERS INC COM 1016 1953 VISA INC COM CL A STK 120996 232073 VISHAY INTERTECHNOLOGY INC COM STK 3931 3852 VISTEON CORP COM NEW COM NEW 5587 5523 VISTRA CORP COM USD0.01 7745 6213 VMWARE INC CL A COM CL A COM 7190 6031 VOCERA COMMUNICATIONS INC 1033 1080 VONAGE HLDGS CORP COM 2356 2678 VONTIER CORP COM USD0.0001 WI 2465 3073 VOYA FINL INC COM 3365 3940 VULCAN MATERIALS CO COM 12424 14534 W P CAREY INC COM 6044 6705 WABASH NATL CORP COM 1779 1413 WABTEC CORP COM 4224 4026 WALGREENS BOOTS ALLIANCE INC COM 33841 18584 WALMART INC COM 85763 125411 WALT DISNEY CO 105256 196037 WARRIOR MET COAL INC COM 1149 981 WASH FED INC COM 2450 1931 WASHINGTON REAL ESTATE INVT TR SH BEN INT SH BEN INT 3334 2379 WASHINGTON TR BANCORP INC COM 1149 941 WASTE MGMT INC DEL COM STK 27937 38327 WATERS CORP COM 8610 9897 WATTS WTR TECHNOLOGIES INC 2988 4746 WAYFAIR INC CL A CL A 3140 8807 WD 40 CO COM STK 2229 5048 WEC ENERGY GROUP INC COM 16070 22363 WELBILT INC COM 4255 2389 WELLS FARGO & CO NEW COM STK 140141 69686 WELLTOWER INC COM REIT 17359 17706 WESBANCO INC COM 2426 1768 WESCO INTL INC COM 4413 5181 WEST PHARMACEUTICAL SVCS INC COM 4465 12749 WESTAMERICA BANCORPORATION COM 2102 1935 WESTERN ALLIANCE BANCORPORATION COM 7813 8213 WESTERN UNION CO 3174 3686 WESTN DIGITAL CORP COM 17913 12297 WESTROCK CO COM 11846 8184 WESTWOOD HLDGS GROUP INC COM 752 160 WEYERHAEUSER CO COM 19654 18743 WHIRLPOOL CORP COM 8865 9385 WHITESTONE REIT COMMON SHARES 736 414 WHITING PETE CORP COM NEW 2166 25 WHITING PETE CORP WT EXP SER B 410 6 WHITING PETE CORP WTS 820 11 WILEY JOHN & SONS INC CL A 4071 2831 WILLIAMS CO INC COM 21199 15058 WILLIS TOWERS WATSON PLC COM USD0.000115 10729 15380 WILLSCOT MOBILE MINI HLDGS CORP COM USD0.01 2104 3383 WINGSTOP INC COM 1366 5302 WISDOMTREE INVTS INC COM 2038 872 WOLVERINE WORLD WIDE INC COM 4199 4125 WORKDAY INC CL A COM USD0.001 10098 23721 WORKIVA INC COM CL A COM CL A 1858 2932 WORLD FUEL SERVICE COM STK USD0.01 2667 2929 WORLD WRESTLING ENTMNT 1618 2595 WORTHINGTON INDS INC COM 1562 1848 WSFS FINANCIAL CORP COM 3371 3186 WW INTL INC COM 3420 830 WYNN RESORTS LTD COM 12439 8011 XCEL ENERGY INC COM 18168 25335 XENCOR INC COM 1190 2312 XENIA HOTELS & RESORTS INC COM 3325 2295 XEROX HLDGS CORP COM NEW COM NEW 4256 3386 XILINX INC COM 12698 26369 XPERI HLDG CORP COM 3119 2445 XYLEM INC COM 9123 13640 YETI HLDGS INC COM 1275 2533 YEXT INC COM 1370 1132 YUM BRANDS INC COM 15270 20084 YUM CHINA HLDGS INC COM 11275 15757 ZEBRA TECHNOLOGIES CORP CL A 2077 7687 ZENDESK INC COM 5963 9875 ZILLOW GROUP INC COM USD0.0001 2380 7069 ZILLOW GROUP INC COM USD0.0001 CLASS C 4640 14148 ZIMMER BIOMET HLDGS INC COM 18324 23268 ZOETIS INC COM USD0.01 CL 'A' 21398 48988 ZOGENIX INC COM NEW COM NEW 2024 960 ZOOM VIDEO COMMUNICATIONS INC CL A CL A 26193 34407 ZSCALER INC COM 4292 11184 ZUORA INC CL A COM CL A COM 1195 1087 35308170 36334510 210000 224384 CNH EQUIP TR SER-2019-C CL-A3 2.01% DUE 12-16-2024 FMV 354959 362953 COLOMBIA REP GLOBAL BD 3% DUE 01-30-2030REG FMV 52129 52400 INDONESIA REP 3.85% DUE 10-15-2030 REG FMV 46688 46482 MFB NORTHERN FDS GLOBAL REAL ESTATE INDEX FD FMV 1080113 1258862 MFC FLEXSHARES TR TR IBOXX 3 YR TARGET DURATION TIPS INDEX FD FMV 4645194 4953943 MFC ISHARES IBOXX $ HIGH YIELD CORPORATEBOND ETF FMV 3210417 3317313 MFC ISHARES TRUST CORE US AGGREGATE BD ETF FMV 21841904 23960895 PANAMA REP 4.5% DUE 04-16-2050 REG FMV 50910 51300 PHILIPPINES REP GLOBAL BD 3.75% DUE 01-14-2029 REG FMV 58303 58264 REPUBLIC OF PERU 2.844% DUE 06-20-2030 FMV 32725 33210 REPUBLICA ORIENTAL DEL URUGUAY SR NT 5.1% DUE 06-18-2050 REG FMV 27385 27975 STATE OF ISRAEL 2.75% DUE 07-03-2030 REG FMV 44210 44102 UNITED MEXICAN STATES 4.5% DUE 01-31-2050 REG FMV 51085 52706 UNITED MEXICAN STS GLOBAL NT 3.25% DUE 04-16-2030 REG FMV 53263 53989 WORLD OMNI AUTO RECEIVABLES TR SER 19-C CL A3 1.96% 12-16-2024 REG FMV 299977 306012 LEGAL FEES 30474 0 30474 TIMING AND OTHER BOOK/TAX DIFFERENCES 2412 SCHOLARSHIP MANAGEMENT 8427 0 8427 SECURITY 1189 0 1189 SUPPLIES 6813 0 6813 POSTAGE 1836 0 1836 RESOURCE MATERIALS 200 0 200 GALLERY DEVELOPMENT 1392 0 1392 INSURANCE 20268 0 20268 MISCELLANEOUS 2783 0 2783 INTERNET 12302 0 12302 OFFICE EQUIPMENT 12037 0 0 DUES AND SUBSCRIPTIONS 146118 0 146118 OFFICE MAINTENANCE 18732 0 18732 PAYROLL EXPENSE 440 0 440 AMORTIZATION EXPENSE 124307 0 124307 TELEPHONE 140 0 140 UNREALIZED GAIN ON QUALIFYING STOCK DISTRIBUTIONS 3118511 3118511 OTHER INCOME 4597 4597 4597 BANK SERVICE CHARGE 58 58 INVESTMENT PURCHASES PAYABLE 0 951911 BANK SERVICE CHARGES 0 0 0 COMPUTER CONSULTANT 1926 0 1926 CONSULTING SERVICES 908 0 908 WEBSITE 2880 0 2880 INVESTMENT MANAGEMENT FEES 536433 536433 0 LICENSES AND PERMITS 251 0 251 EXCISE TAX 305000 0 0 FOREIGN TAXES 0 46211 0