0000009631-20-000033.txt : 20201112 0000009631-20-000033.hdr.sgml : 20201112 20201112110912 ACCESSION NUMBER: 0000009631-20-000033 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20200930 FILED AS OF DATE: 20201112 DATE AS OF CHANGE: 20201112 EFFECTIVENESS DATE: 20201112 FILER: COMPANY DATA: COMPANY CONFORMED NAME: BANK OF NOVA SCOTIA CENTRAL INDEX KEY: 0000009631 STANDARD INDUSTRIAL CLASSIFICATION: STATE COMMERCIAL BANKS [6022] IRS NUMBER: 134941099 STATE OF INCORPORATION: Z4 FISCAL YEAR END: 1031 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-11475 FILM NUMBER: 201304677 BUSINESS ADDRESS: STREET 1: 44 KING STREET WEST STREET 2: SCOTIA PLAZA 8TH FL. CITY: TORONTO STATE: A6 ZIP: M5H 1H1 BUSINESS PHONE: (416) 866-3672 MAIL ADDRESS: STREET 1: 44 KING STREET WEST STREET 2: SCOTIA PLAZA 8TH FL. CITY: TORONTO STATE: A6 ZIP: M5H 1H1 FORMER COMPANY: FORMER CONFORMED NAME: BANK OF NOVA SCOTIA / DATE OF NAME CHANGE: 19970702 13F-HR 1 primary_doc.xml 13F-HR LIVE false false false 0000009631 XXXXXXXX 09-30-2020 09-30-2020 BANK OF NOVA SCOTIA

44 KING STREET WEST SCOTIA PLAZA 8TH FL. TORONTO A6 M5H 1H1

13F COMBINATION REPORT 028-11475 0001483272 028-13705 1832 Asset Management L.P. 0001335382 028-11459 BANK OF NOVA SCOTIA TRUST CO 0001123778 028-06075 Jarislowsky, Fraser Ltd 0001724264 028-18242 MD Financial Management Inc. 0001335644 028-11461 SCOTIA CAPITAL INC. N Ann Amirthanayagam 416 945-4277 /s/Ann Amirthanayagam Toronto Z4 11-12-2020 5 1538 36844033 false 1 0001336244 028-11472 BNS INVESTMENTS INC. 2 0001697694 028-17829 SCOTIA CAPITAL (USA) INC 3 0001698322 028-18067 Scotia Fondos, S.A. de C.V., Sociedad Operadora de Fondos de Inversion, Grupo Financiero Scotiabank Inverlat 4 0001614991 028-16219 Tangerine Investment Management Inc. 5 0001614987 028-16220 Profuturo AFP S.A. 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INCCOM NEW172967424250858168SHDFND45816800CITIZENS FINL GROUP INCCOM17461010535113878SHDFND41387800CITIZENS FINL GROUP INCCOM174610105140255455SHSOLE 5545500CITRIX SYS INCCOM1773761004413204SHDFND4320400CITRIX SYS INCCOM177376100224516301SHSOLE 1630100CLEVELAND-CLIFFS INC NEWDBCV 1.500% 1/1185899AA955115345000PRNDFND 053450000CLOROX CO DELCOM1890541098373981SHDFND4398100CLOROX CO DELCOM189054109319815217SHSOLE 1521700CLOUDFLARE INCCL A COM18915M107391695363SHSOLE 9536300CME GROUP INCCOM12572Q105668540000SHDFND 0400000CME GROUP INCCOM12572Q105192811526SHDFND41152600CME GROUP INCCOM12572Q10549842297904SHSOLE 29788700CMS ENERGY CORPCOM1258961004757730SHDFND4773000CMS ENERGY CORPCOM125896100162126403SHSOLE 2640300CNA FINL CORPCOM126117100135345100SHSOLE 4510000COCA COLA COCOM1912161006213125854SHDFND412585400COCA COLA COCOM1912161002018944089417SHSOLE 408500100COGNEX CORPCOM1924221035268078SHSOLE 807800COGNIZANT TECHNOLOGY SOLUTIOCL A192446102103614928SHDFND41492800COGNIZANT TECHNOLOGY SOLUTIOCL A192446102374853983SHSOLE 5398300COLGATE PALMOLIVE COCOM194162103212027485SHDFND42748500COLGATE PALMOLIVE COCOM19416210337043480148SHSOLE 48014800COLUMBIA SPORTSWEAR COCOM1985161065756607SHSOLE 660700COMCAST CORP NEWCL A20030N1012836118SHDFND3611800COMCAST CORP NEWCL A20030N1015880127118SHDFND412711800COMCAST CORP NEWCL A20030N10122652489652SHSOLE 48965200COMERICA INCCOM200340107234261221SHSOLE 6122100COMMERCE BANCSHARES INCCOM2005251034247524SHSOLE 752400COMPANIA DE MINAS BUENAVENTUSPONSORED ADR204448104999418178478SHDFND5817847800COMPANIA DE MINAS BUENAVENTUSPONSORED ADR20444810410103826759SHSOLE 82675900COMPASS MINERALS INTL INCCOM20451N1012514290SHDFND 429000CONAGRA BRANDS INCCOM205887102176549415SHSOLE 4941500CONAGRA BRANDS INCCOM20588710249413839SHDFND41383900CONCHO RES INCCOM20605P1012535727SHDFND4572700CONCHO RES INCCOM20605P1019726220442SHSOLE 22015000CONOCOPHILLIPSCOM20825C10497929806SHDFND42980600CONOCOPHILLIPSCOM20825C10410284313157SHSOLE 31163500CONSOLIDATED EDISON INCCOM20911510483410715SHDFND41071500CONSOLIDATED EDISON INCCOM209115104342744047SHSOLE 4404700CONSTELLATION BRANDS INCCL A21036P1088844665SHDFND4466500CONSTELLATION BRANDS INCCL A21036P1081264066699SHSOLE 6672500COOPER COS INCCOM NEW2166484024681387SHDFND4138700COOPER COS INCCOM NEW21664840216464884SHSOLE 488400COPART INCCOM217204106208719853SHSOLE 1985300COPART INCCOM2172041066225911SHDFND4591100CORELOGIC INCCOM21871D10315248225331SHSOLE 22533100CORESITE RLTY CORPCOM21870Q1055674773SHSOLE 474900CORNING INCCOM21935010578824323SHDFND42432300CORNING INCCOM219350105272384024SHSOLE 8402400CORTEVA INCCOM22052L10460721062SHDFND42106200CORTEVA INCCOM22052L104652072263337SHSOLE 226323700COSTAR GROUP INCCOM22160N1092511929604SHSOLE 2958500COSTCO WHSL CORP NEWCOM22160K105674318994SHDFND 1899400COSTCO WHSL CORP NEWCOM22160K1056861932SHDFND3193200COSTCO WHSL CORP NEWCOM22160K105438512352SHDFND41235200COSTCO WHSL CORP NEWCOM22160K10573698207600SHSOLE 20760000COUPA SOFTWARE INCCOM22266L1064791745SHSOLE 173600COUPA SOFTWARE INCNOTE 0.375% 1/122266LAB2177152884000PRNDFND 028840000COUPA SOFTWARE INCNOTE 0.125% 6/122266LAC021481178000PRNDFND 011780000CRANE COCOM224399105189837853SHSOLE 3785300CREDICORP LTDCOMG2519Y1081434281156771SHDFND5115677100CREDICORP LTDCOMG2519Y10832244260053SHSOLE 26005300CRESCENT PT ENERGY CORPCOM22576C101822680132SHSOLE 68013200CROWDSTRIKE HLDGS INCCL A22788C10537536273345SHSOLE 27413000CROWN CASTLE INTL CORP NEWCOM22822V101193011593SHDFND41159300CROWN CASTLE INTL CORP NEWCOM22822V101754345302SHSOLE 4528400CSX CORPCOM126408103164521179SHDFND42117900CSX CORPCOM126408103595276629SHSOLE 7662900CUBESMARTCOM22966310957417777SHSOLE 1777700CUMMINS INCCOM231021106314414888SHSOLE 1488800CUMMINS INCCOM23102110610094776SHDFND4477600CVS HEALTH CORPCOM126650100245942112SHDFND44211200CVS HEALTH CORPCOM126650100662311134085SHSOLE 113408500CYRUSONE INCCOM23283R1004937039SHSOLE 700400D R HORTON INCCOM23331A1096919136SHDFND4913600D R HORTON INCCOM23331A1099944131488SHSOLE 13148800DANAHER CORPORATIONCOM2358511021074049877SHDFND 4987700DANAHER CORPORATIONCOM235851102377417527SHDFND41752700DANAHER CORPORATIONCOM2358511021374063811SHSOLE 6381100DARDEN RESTAURANTS INCCOM2371941052042023SHSOLE 202300DARDEN RESTAURANTS INCCOM2371941053543513SHDFND4351300DAVITA INCCOM23918K1086677789SHSOLE 778900DBX ETF TRXTRACK HRVST CSI233051879421571222650SHDFND5122265000DEERE & COCOM24419910519308710SHDFND4871000DEERE & COCOM244199105742633505SHSOLE 3350500DELL TECHNOLOGIES INCCL C24703L20210153150000SHSOLE 15000000DELTA AIR LINES INC DELCOM NEW24736170251416804SHDFND41680400DELTA AIR LINES INC DELCOM NEW247361702101833278SHSOLE 3327800DENISON MINES CORPCOM248356107511856SHSOLE 1185600DENTSPLY SIRONA INCCOM24906P1092726211SHDFND4621100DENTSPLY SIRONA INCCOM24906P109405592718SHSOLE 9271800DESCARTES SYS GROUP INCCOM24990610814825260281SHSOLE 26028100DEVON ENERGY CORP NEWCOM25179M10310811418SHDFND41141800DEVON ENERGY CORP NEWCOM25179M10325226657SHSOLE 2589700DEXCOM INCCOM25213110710702595SHDFND4259500DEXCOM INCCOM25213110739419561SHSOLE 956100DIAMONDBACK ENERGY INCCOM25278X10936512120SHSOLE 1239300DIGITAL RLTY TR INCCOM25386810310927438SHDFND4743800DIGITAL RLTY TR INCCOM253868103446730435SHSOLE 3043500DISCOVER FINL SVCSCOM2547091084988626SHDFND4862600DISCOVER FINL SVCSCOM25470910817770307549SHSOLE 30754900DISCOVERY INCCOM SER A25470F10434715924SHSOLE 1592400DISCOVERY INCCOM SER C25470F30260330770SHSOLE 3077000DISH NETWORK CORPORATIONCL A25470M10971224523SHSOLE 2452300DISH NETWORK CORPORATIONCL A25470M1092057046SHDFND4704600DISNEY WALT COCOM DISNEY254687106627150536SHDFND45053600DISNEY WALT COCOM DISNEY254687106105954853922SHSOLE 100392200DOCUSIGN INCCOM25616310648845226932SHSOLE 22693200DOLLAR GEN CORP NEWCOM25667710514576949SHDFND4694900DOLLAR GEN CORP NEWCOM256677105578327587SHSOLE 2758700DOLLAR TREE INCCOM2567461086166744SHDFND4674400DOLLAR TREE INCCOM25674610820803227752SHSOLE 22775200DOMINION ENERGY INCCOM25746U109184123330SHDFND42333000DOMINION ENERGY INCCOM25746U109736893353SHSOLE 9323400DOMINION ENERGY INCUNIT 99/99/999925746U133611160000SHDFND 0600000DOMINOS PIZZA INCCOM25754A20122555303SHSOLE 529600DOMINOS PIZZA INCCOM25754A2014481053SHDFND4105300DONALDSON INCCOM2576511095310114400SHSOLE 11440000DOVER CORPCOM2600031084213890SHDFND4389000DOVER CORPCOM260003108155014310SHSOLE 1431000DOW INCCOM260557103112523920SHDFND42392000DOW INCCOM260557103346673668SHSOLE 7366800DROPBOX INCCL A26210C10451826897SHSOLE 2675500DTE ENERGY COCOM2333311077106172SHDFND4617200DTE ENERGY COCOM233331107117810237SHSOLE 1023700DTE ENERGY COUNIT 11/01/2022S23333184291020000SHDFND 0200000DUKE ENERGY CORP NEWCOM NEW26441C204208623552SHDFND42355200DUKE ENERGY CORP NEWCOM NEW26441C20412143137118SHSOLE 12238000DUKE REALTY CORPCOM NEW26441150538510437SHDFND41043700DUKE REALTY CORPCOM NEW264411505138837616SHSOLE 3761600DUPONT DE NEMOURS INCCOM26614N10225462458943SHSOLE 45894300DUPONT DE NEMOURS INCCOM26614N102112520273SHDFND42027300DXC TECHNOLOGY COCOM23355L1063857216060SHSOLE 21630400DYNATRACE INCCOM NEW268150109288470312SHSOLE 7031200E TRADE FINANCIAL CORPCOM NEW2692464013066105SHDFND4610500E TRADE FINANCIAL CORPCOM NEW2692464011296742590898SHSOLE 259089800EASTMAN CHEM COCOM2774321003494462SHDFND4446200EASTMAN CHEM COCOM2774321003334259SHSOLE 425900EATON CORP PLCSHSG29183103131712908SHDFND41290800EBAY INC.COM27864210316987326038SHSOLE 32603800EBAY INC.COM27864210395318297SHDFND41829700ECHOSTAR CORPCL A278768106130452400SHSOLE 5240000ECOLAB INCCOM27886510013786897SHDFND4689700ECOLAB INCCOM278865100484824257SHSOLE 2425700EDISON INTLCOM28102010763912568SHDFND41256800EDISON INTLCOM281020107211541594SHSOLE 4159400EDWARDS LIFESCIENCES CORPCOM28176E10811660146079SHDFND 14607900EDWARDS LIFESCIENCES CORPCOM28176E10816417205680SHSOLE 20568000ELECTRONIC ARTS INCCOM28551210910528066SHDFND4806600ELECTRONIC ARTS INCCOM28551210925659196753SHSOLE 19675300EMERSON ELEC COCOM291011104125819191SHDFND41919100EMERSON ELEC COCOM291011104389559400SHSOLE 5940000ENBRIDGE INCCOM29250N10563787221836853SHSOLE 2182738000ENBRIDGE INCCOM29250N10514600500000SHCallDFND 50000000ENCOMPASS HEALTH CORPCOM29261A1006695103024SHSOLE 10310100ENERPLUS CORPCOM292766102760414683SHSOLE 41468300ENTEGRIS INCCOM29362U10416010215360SHSOLE 21536000ENTERGY CORP NEWCOM29364G1035465540SHDFND4554000ENTERGY CORP NEWCOM29364G103125012687SHSOLE 924800EOG RES INCCOM26875P10158216190SHDFND41619000EOG RES INCCOM26875P101471251311217SHSOLE 131142500EQT CORPCOM26884L10934926974SHSOLE 2351800EQUIFAX INCCOM2944291055323388SHDFND4338800EQUIFAX INCCOM29442910529136185696SHSOLE 18569600EQUINIX INCCOM29444U70018852480SHDFND4248000EQUINIX INCCOM29444U70071489403SHSOLE 939400EQUITABLE HLDGS INCCOM29452E1014610252761SHSOLE 25276100EQUITRANS MIDSTREAM CORPCOM29460010144352364SHSOLE 5236400EQUITY COMWLTHCOM SH BEN INT29462810244216599SHSOLE 1659900EQUITY LIFESTYLE PPTYS INCCOM29472R1085248546SHSOLE 850100EQUITY RESIDENTIALSH BEN INT29476L1074979681SHDFND4968100EQUITY RESIDENTIALSH BEN INT29476L107174734038SHSOLE 3403800ERIE INDTY COCL A29530P1025662692SHSOLE 267800ESSEX PPTY TR INCCOM2971781053721852SHDFND4185200ESSEX PPTY TR INCCOM29717810513026482SHSOLE 648200ETSY INCCOM29786A106146812073SHSOLE 1109900ETSY INCCOM29786A1064063337SHDFND4333700EURONET WORLDWIDE INCCOM298736109166818312SHSOLE 1831200EVERBRIDGE INCNOTE 1.500%11/029978AAA269031857000PRNDFND 018570000EVERCORE INCCLASS A29977A1059297142028SHSOLE 14210300EVEREST RE GROUP LTDCOMG3223R1082251140SHDFND4114000EVEREST RE GROUP LTDCOMG3223R1081035652423SHSOLE 5241000EVERGY INCCOM30034W1063867600SHDFND4760000EVERGY INCCOM30034W1061040422053089SHSOLE 161372700EVERSOURCE ENERGYCOM30040W10892911121SHDFND41112100EVERSOURCE ENERGYCOM30040W108263031476SHSOLE 3262100EXACT SCIENCES CORPNOTE 1.000% 1/130063PAA323341500000PRNDFND 015000000EXELON CORPCOM30161N101532691489624SHSOLE 148954600EXELON CORPCOM30161N10197727310SHDFND42731000EXPEDIA GROUP INCCOM NEW30212P303123713489SHSOLE 1348900EXPEDIA GROUP INCCOM NEW30212P3033523834SHDFND4383400EXPEDITORS INTL WASH INCCOM3021301094354805SHDFND4480500EXPEDITORS INTL WASH INCCOM302130109697877091SHSOLE 7709100EXTENDED STAY AMER INCUNIT 99/99/9999B30224P20011785986169SHSOLE 98616900EXTRA SPACE STORAGE INCCOM30225T1023833580SHDFND4358000EXTRA SPACE STORAGE INCCOM30225T102193218059SHSOLE 1803100EXXON MOBIL CORPCOM30231G1024698136837SHDFND413683700EXXON MOBIL CORPCOM30231G102424141235492SHSOLE 124348600F M C CORPCOM NEW3024913033743527SHDFND4352700F M C CORPCOM NEW302491303309829252SHSOLE 2925200F N B CORPCOM3025201011753258500SHSOLE 25850000F5 NETWORKS INCCOM3156161022151755SHDFND4175500F5 NETWORKS INCCOM315616102333627173SHSOLE 2717300FACEBOOK INCCL A30303M1021714665468SHDFND 6546800FACEBOOK INCCL A30303M1021757767113SHDFND46711300FACEBOOK INCCL A30303M1023037971159974SHSOLE 115992900FASTENAL COCOM31190010483618543SHDFND41854300FASTENAL COCOM311900104302767121SHSOLE 6712100FEDERAL RLTY INVT TRSH BEN INT NEW3137472065036843SHSOLE 684300FEDEX CORPCOM31428X10616886712SHDFND4671200FEDEX CORPCOM31428X10631823126524SHSOLE 12651000FIDELITY NATIONAL FINANCIALFNF GROUP COM31620R30314562465100SHSOLE 46510000FIDELITY NATL INFORMATION SVCOM31620M106254417279SHDFND41727900FIDELITY NATL INFORMATION SVCOM31620M10666523452289SHSOLE 48908900FIFTH THIRD BANCORPCOM31677310049623263SHDFND42326300FIFTH THIRD BANCORPCOM31677310056226376SHSOLE 2637600FIREEYE INCCOM31816Q1011234100000SHSOLE 10000000FIRST AMERN FINL CORPCOM31847R1027784152900SHSOLE 15290000FIRST CTZNS BANCSHARES INC NCL A31946M10313904361SHSOLE 444500FIRST FINL BANKSHARESCOM32020R10939114026SHSOLE 1421600FIRST HAWAIIAN INCCOM32051X10849334047SHSOLE 3386800FIRST HORIZON NATL CORPCOM32051710520621808SHSOLE 2180800FIRST REP BK SAN FRANCISCO CCOM33616C1005294850SHDFND4485000FIRST REP BK SAN FRANCISCO CCOM33616C100175816118SHSOLE 1613300FIRST TR EXCHANGE-TRADED FDDJ INTERNT IDX33733E30297611518298SHDFND551829800FIRSTCASH INCCOM33767D1055209090SHSOLE 750900FIRSTENERGY CORPCOM33793210721805759485SHSOLE 75948500FIRSTENERGY CORPCOM33793210743014986SHDFND41498600FISERV INCCOM337738108160115536SHDFND41553600FISERV INCCOM337738108559454292SHSOLE 5429200FIVE BELOW INCCOM33829M101190515001SHSOLE 1403400FIVE9 INCCOM338307101261920195SHSOLE 2019500FLEETCOR TECHNOLOGIES INCCOM3390411055552331SHDFND4233100FLEETCOR TECHNOLOGIES INCCOM33904110519908356SHSOLE 835600FLOWERS FOODS INCCOM34349810157423607SHSOLE 2360700FLOWSERVE CORPCOM34354P10535312936SHSOLE 1293600FOOT LOCKER INCCOM3448491042467449SHSOLE 744900FORD MTR CO DELCOM3453708604541681838SHSOLE 68183800FORD MTR CO DELCOM345370860723108539SHDFND410853900FORTINET INCCOM34959E109206317513SHSOLE 1751300FORTIS INCCOM3495531073127636SHDFND3763600FORTIS INCCOM3495531072006604908492SHSOLE 490632000FORTIVE CORPCOM34959J1087189417SHDFND4941700FORTIVE CORPNOTE 0.875% 2/134959JAK431331312720SHSOLE 31272000FORTUNE BRANDS HOME & SEC INCOM34964C1063554105SHDFND4410500FORTUNE BRANDS HOME & SEC INCOM34964C106185821476SHSOLE 353100FOX CORPCL A COM35137L1052669557SHDFND4955700FOX CORPCL A COM35137L10595134161SHSOLE 3416100FOX CORPCL B COM35137L2045051180571SHSOLE 18057100FRANCO NEV CORPCOM3518581052239171602568SHSOLE 160168000FRANKLIN RESOURCES INCCOM354613101106752426SHSOLE 5242600FREEPORT-MCMORAN INCCL B35671D85764140964SHDFND44096400FREEPORT-MCMORAN INCCL B35671D8572247143616SHSOLE 15084400FRONTDOOR INCCOM35905A1094025103439SHSOLE 10336800FTI CONSULTING INCCOM3029411095134840SHSOLE 484000GALLAGHER ARTHUR J & COCOM3635761095725422SHDFND4542200GALLAGHER ARTHUR J & COCOM36357610916186153304SHSOLE 15330400GAP INCCOM36476010834820425SHSOLE 2042500GARMIN LTDSHSH2906T1094454692SHDFND4469200GARTNER INCCOM366651107296223709SHSOLE 2370900GARTNER INCCOM3666511073222575SHDFND4257500GCI LIBERTY INCCOM CLASS A36164V30512695154890SHSOLE 15489000GENERAC HLDGS INCCOM368736104334417271SHSOLE 1727100GENERAL DYNAMICS CORPCOM3695501082091510SHDFND 151000GENERAL DYNAMICS CORPCOM36955010810327457SHDFND4745700GENERAL DYNAMICS CORPCOM369550108541339102SHSOLE 3910200GENERAL ELECTRIC COCOM3696041031516243346SHDFND424334600GENERAL ELECTRIC COCOM369604103346525562075SHSOLE 556207500GENERAL MLS INCCOM370334104121119633SHDFND41963300GENERAL MLS INCCOM3703341047074114689SHSOLE 11464400GENERAL MTRS COCOM37045V100105135518SHDFND43551800GENERAL MTRS COCOM37045V10018499625180SHSOLE 63376500GENPACT LIMITEDSHSG3922B10714295367000SHSOLE 36700000GENTEX CORPCOM3719011093638141282SHSOLE 14128200GENUINE PARTS COCOM372460105160216836SHSOLE 1683600GENUINE PARTS COCOM3724601054464690SHDFND4469000GERDAU SASPON ADR REP PFD3737371055013514SHDFND51351400GILDAN ACTIVEWEAR INCCOM375916103319371620808SHSOLE 161988100GILEAD SCIENCES INCCOM375558103256040514SHDFND44051400GILEAD SCIENCES INCCOM37555810342902678931SHSOLE 67544600GLACIER BANCORP INC NEWCOM37637Q10552216288SHSOLE 1620500GLOBAL PMTS INCCOM37940X10214898384SHDFND4838400GLOBAL PMTS INCCOM37940X102436324568SHSOLE 2459500GLOBE LIFE INCCOM37959E102392749149SHSOLE 4914900GODADDY INCCL A38023710726233345302SHSOLE 34530200GOLDMAN SACHS ETF TRACTIVEBETA EME381430206183956082SHDFND 5608200GOLDMAN SACHS GROUP INCCOM38141G10419319607SHDFND4960700GOLDMAN SACHS GROUP INCCOM38141G10470345347720SHSOLE 45872000GRACO INCCOM38410910462610207SHSOLE 1020700GRAHAM HLDGS COCOM CL B384637104608015045SHSOLE 1504500GRAINGER W W INCCOM3848021044281199SHDFND4119900GRAINGER W W INCCOM38480210416424602SHSOLE 460200GRANA Y MONTERO S A ASPONSORED ADS38500P20870583109251SHDFND5310925100GRAND CANYON ED INCCOM38526M1064836039SHSOLE 600700GRUBHUB INCCOM40011010253307737000SHSOLE 73700000GUIDEWIRE SOFTWARE INCCOM40171V1005184971SHSOLE 494500HAEMONETICS CORPCOM405024100516559200SHSOLE 5920000HAIN CELESTIAL GROUP INCCOM40521710046113436SHSOLE 1343600HALLIBURTON COCOM40621610123719634SHSOLE 1963400HALLIBURTON COCOM40621610130825567SHDFND42556700HANESBRANDS INCCOM41034510216410401SHDFND41040100HANESBRANDS INCCOM410345102140589192SHSOLE 8919200HANNON ARMSTRONG SUST INFR CNOTE 4.125% 9/041068XAB6119667493000PRNDFND 074930000HANOVER INS GROUP INCCOM41086710510744115300SHSOLE 11530000HARTFORD FINL SVCS GROUP INCCOM41651510441611291SHDFND41129100HARTFORD FINL SVCS GROUP INCCOM41651510431608857506SHSOLE 85750600HASBRO INCCOM4180561073344036SHDFND4403600HASBRO INCCOM418056107153018492SHSOLE 1876500HAWAIIAN ELEC INDUSTRIESCOM41987010042512792SHSOLE 1279200HCA HEALTHCARE INCCOM40412C10190271724018SHSOLE 72405400HCA HEALTHCARE INCCOM40412C1019167347SHDFND4734700HD SUPPLY HLDGS INCCOM40416M105255762000SHSOLE 6200000HDFC BANK LTDSPONSORED ADS40415F1012775554SHDFND 555400HEALTHCARE TR AMER INCCL A NEW42225P50156521732SHSOLE 2161800HEALTHPEAK PROPERTIES INCCOM42250P10339814649SHDFND41464900HEALTHPEAK PROPERTIES INCCOM42250P103167161549SHSOLE 5350900HELEN OF TROY LTDCOMG4388N1065302739SHSOLE 272500HELMERICH & PAYNE INCCOM4234521011781121549SHSOLE 12154900HENRY JACK & ASSOC INCCOM4262811013682262SHDFND4226200HENRY JACK & ASSOC INCCOM42628110112397618SHSOLE 761800HENRY SCHEIN INCCOM8064071022414094SHDFND4409400HENRY SCHEIN INCCOM80640710283414190SHSOLE 1419000HERBALIFE NUTRITION LTDCOM SHSG4412G10114695315000SHSOLE 31500000HERSHEY COCOM4278661086844774SHDFND4477400HERSHEY COCOM427866108210014653SHSOLE 1465300HESS CORPCOM42809H1073057442SHDFND4744200HESS CORPCOM42809H107100424530SHSOLE 2451300HEWLETT PACKARD ENTERPRISE CCOM42824C10934737017SHDFND43701700HEWLETT PACKARD ENTERPRISE CCOM42824C1091414150949SHSOLE 15018600HILTON WORLDWIDE HLDGS INCCOM43300A2036527644SHDFND4764400HILTON WORLDWIDE HLDGS INCCOM43300A203235427591SHSOLE 2759100HOLLYFRONTIER CORPCOM43610610811311573852SHSOLE 57385200HOLOGIC INCCOM4364401014907375SHDFND4737500HOLOGIC INCCOM436440101471971000SHSOLE 7100000HOME DEPOT INCCOM4370761021335048072SHDFND 4807200HOME DEPOT INCCOM4370761026622384SHDFND3238400HOME DEPOT INCCOM437076102965034749SHDFND43474900HOME DEPOT INCCOM437076102137278494321SHSOLE 49432100HONEYWELL INTL INCCOM4385161065973627SHDFND3362700HONEYWELL INTL INCCOM438516106372822645SHDFND42264500HONEYWELL INTL INCCOM43851610619384117757SHSOLE 11775700HORMEL FOODS CORPCOM4404521003897960SHDFND4796000HORMEL FOODS CORPCOM440452100370575791SHSOLE 7579100HOST HOTELS & RESORTS INCCOM44107P10475670103SHSOLE 9023300HOST HOTELS & RESORTS INCCOM44107P10422320621SHDFND42062100HOWMET AEROSPACE INCCOM44320110818010776SHDFND41077600HOWMET AEROSPACE INCCOM44320110865239017SHSOLE 3901700HP INCCOM40434L10585144822SHDFND44482200HP INCCOM40434L10514550766197SHSOLE 76726100HUBBELL INCCOM443510607797558279SHSOLE 5827900HUBSPOT INCNOTE 0.250% 6/0443573AB62973964000PRNDFND 09640000HUMANA INCCOM44485910215293694SHDFND4369400HUMANA INCCOM4448591022192852981SHSOLE 5298100HUNT J B TRANS SVCS INCCOM4456581072922314SHDFND4231400HUNT J B TRANS SVCS INCCOM445658107156212359SHSOLE 1235900HUNTINGTON BANCSHARES INCCOM4461501041148125169SHSOLE 12516900HUNTINGTON BANCSHARES INCCOM44615010430032738SHDFND43273800HUNTINGTON INGALLS INDS INCCOM4464131065664024SHSOLE 402400IAA INCCOM44925310312313236479SHSOLE 23647900IAC INTERACTIVECORP NEWCOM44891N10922296186144SHSOLE 18614400ICICI BANK LIMITEDADR45104G10411211394SHDFND31139400ICU MED INCCOM44930G1075282889SHSOLE 287400IDACORP INCCOM451107106485160718SHSOLE 6071800IDEX CORPCOM45167R1043822094SHDFND4209400IDEX CORPCOM45167R10414247804SHSOLE 780400IDEXX LABS INCCOM45168D1049232347SHDFND4234700IDEXX LABS INCCOM45168D10446497118279SHSOLE 11855300IHS MARKIT LTDSHSG4756710528086357735SHSOLE 35773500IHS MARKIT LTDSHSG4756710581510383SHDFND41038300ILLINOIS TOOL WKS INCCOM452308109557728865SHSOLE 2886500ILLINOIS TOOL WKS INCCOM4523081093571848SHDFND 184800ILLINOIS TOOL WKS INCCOM45230810918079350SHDFND4935000ILLUMINA INCCOM45232710912674099SHDFND4409900ILLUMINA INCCOM4523271091212639233SHSOLE 3923300IMMUNOMEDICS INCCOM45290710836706431684SHSOLE 43168400IMPERIAL OIL LTDCOM NEW453038408260942180017SHSOLE 217881500INCYTE CORPCOM45337C1024665193SHDFND4519300INCYTE CORPCOM45337C102218824379SHSOLE 2434800INFOSYS LTDSPONSORED ADR45678810815311066SHDFND 1106600INGERSOLL RAND INCCOM45687V106120533860SHSOLE 3322000INGERSOLL RAND INCCOM45687V10635910095SHDFND41009500INPHI CORPNOTE 1.125%12/045772FAB34332915542000PRNDFND 0155420000INTEGRA LIFESCIENCES HLDGS CCOM NEW457985208456196600SHSOLE 9660000INTEL CORPCOM4581401002144115SHDFND 411500INTEL CORPCOM4581401004438555SHDFND3855500INTEL CORPCOM4581401007080136733SHDFND413673300INTEL CORPCOM458140100596201151415SHSOLE 115141500INTERACTIVE BROKERS GROUP INCOM CL A45841N10752010757SHSOLE 1070200INTERCONTINENTAL EXCHANGE INCOM45866F104158215810SHDFND 0158100INTERCONTINENTAL EXCHANGE INCOM45866F104151915181SHDFND41518100INTERCONTINENTAL EXCHANGE INCOM45866F10456700566712SHSOLE 56663500INTERCORP FINL SVCS INCSHSP5626F12830113025SHDFND51302500INTERNATIONAL BUSINESS MACHSCOM459200101348328625SHDFND42862500INTERNATIONAL BUSINESS MACHSCOM45920010182651679307SHSOLE 67932400INTERNATIONAL FLAVORS&FRAGRACOM459506101130110628SHSOLE 1062800INTERNATIONAL FLAVORS&FRAGRACOM4595061013693010SHDFND4301000INTERNATIONAL PAPER COCOM46014610349312173SHDFND41217300INTERNATIONAL PAPER COCOM4601461039821242243SHSOLE 24224300INTERPUBLIC GROUP COS INCCOM46069010021712993SHDFND41299300INTUITCOM46120210323657251SHDFND4725100INTUITCOM46120210338259117284SHSOLE 11728400INTUITIVE SURGICAL INCCOM NEW46120E602896612636SHDFND 1263600INTUITIVE SURGICAL INCCOM NEW46120E60223133260SHDFND4326000INTUITIVE SURGICAL INCCOM NEW46120E602725710227SHSOLE 1020400INVESCO EXCHANGE TRADED FD TFTSE RAFI 150046137V5973012573SHDFND 257300INVESCO LTDSHSG491BT10842737426SHSOLE 3742600INVESCO LTDSHSG491BT10812110619SHDFND41061900INVESCO QQQ TRUNIT SER 146090E10357374206500SHSOLE 20650000IPG PHOTONICS CORPCOM44980X1096033547SHSOLE 354700IQVIA HLDGS INCCOM46266C1058245230SHDFND4523000IQVIA HLDGS INCCOM46266C105213913570SHSOLE 1360000IRON MTN INC NEWCOM46284V1012168063SHDFND4806300IRON MTN INC NEWCOM46284V10198436744SHSOLE 3696300ISHARES INCJP MRG EM CRP BD4642862512825453SHDFND3545300ISHARES INCEM MKTS DIV ETF46428631975425041SHDFND 2504100ISHARES INCMSCI BRAZIL ETF46428640019372700362SHDFND570036200ISHARES INCMSCI BRAZIL ETF46428640017817650000SHPutDFND 65000000ISHARES INCMSCI BRAZIL ETF4642864004426160000SHSOLE 16000000ISHARES INCMSCI BRAZIL ETF46428640037113400SHDFND 1340000ISHARES INCMSCI BRAZIL ETF4642864004192151500SHCallDFND 15150000ISHARES INCMSCI CDA ETF464286509189769208SHDFND56920800ISHARES INCMSCI EMERG MRKT4642865334057332SHDFND 733200ISHARES INCMSCI EURZONE ETF464286608114530200SHDFND 3020000ISHARES INCMSCI EURZONE ETF46428660823058608070SHDFND560807000ISHARES INCMSCI CHILE ETF46428664052421772SHDFND 2177200ISHARES INCMSCI FRANCE ETF46428670747517000SHDFND 1700000ISHARES INCMSCI FRANCE ETF4642867073389121296SHDFND512129600ISHARES INCMSCI GERMANY ETF464286806135346447SHDFND54644700ISHARES INCMSCI GERMANY ETF46428680654518700SHDFND 1870000ISHARES INCCORE MSCI EMKT46434G1032195564158258SHDFND5415825800ISHARES INCMSCI JPN ETF NEW46434G8221680262844524SHDFND5284452400ISHARES S&P GSCI COMMODITY-UNIT BEN INT46428R10716515349SHDFND31534900ISHARES SILVER TRISHARES46428Q10996544600SHSOLE 4460000ISHARES TRMRNGSTR LG-CP GR4642871194151552SHDFND3155200ISHARES TRTIPS BD ETF4642871761075285000SHSOLE 8500000ISHARES TRCHINA LG-CAP ETF4642871842946995SHDFND 699500ISHARES TRCHINA LG-CAP ETF46428718414194337953SHDFND533795300ISHARES TRCORE S&P500 ETF46428720021516400SHDFND 640000ISHARES TRCORE S&P500 ETF4642872005141529SHDFND3152900ISHARES TRCORE S&P500 ETF464287200221339658629SHDFND565862900ISHARES TRCORE US AGGBD ET464287226346629358SHDFND32935800ISHARES TRCORE US AGGBD ET4642872262473362095000SHSOLE 209500000ISHARES TRMSCI EMG MKT ETF464287234165837605SHDFND53760500ISHARES TRMSCI EMG MKT ETF46428723425131570000SHCallDFND 57000000ISHARES TRMSCI EMG MKT ETF464287234484991100000SHPutDFND 110000000ISHARES TRMSCI EMG MKT ETF464287234103623500SHDFND 2350000ISHARES TRIBOXX INV CP ETF464287242258319175SHDFND31917500ISHARES TRIBOXX INV CP ETF4642872422603141932400SHSOLE 193240000ISHARES TRGLOBAL TECH ETF46428729116226150SHDFND 615000ISHARES TRS&P 500 GRWT ETF46428730912265306SHDFND3530600ISHARES TRGLOB HLTHCRE ETF4642873253955500SHDFND3550000ISHARES TRLATN AMER 40 ETF46428739031014700SHDFND 1470000ISHARES TR20 YR TR BD ETF46428743219591120000SHSOLE 12000000ISHARES TRMSCI EAFE ETF46428746511457180000SHPutDFND 18000000ISHARES TRMSCI EAFE ETF46428746552372822819SHSOLE 82081900ISHARES TRRUS MD CP GR ETF4642874816293640SHDFND 364000ISHARES TRRUS MID CAP ETF4642874997452129875SHSOLE 12987500ISHARES TRNASDAQ BIOTECH4642875562942171SHDFND5217100ISHARES TRGLOBAL 100 ETF464287572113920231SHDFND32023100ISHARES TRU.S. CNSM SV ETF4642875806452578SHDFND 257800ISHARES TRRUSSELL 2000 ETF46428765549087327705SHSOLE 32770500ISHARES TRRUSSELL 2000 ETF46428765527711185000SHCallDFND 18500000ISHARES TRRUSSELL 2000 ETF464287655101857680000SHPutDFND 68000000ISHARES TRU.S. TECH ETF4642877216962312SHDFND3231200ISHARES TRU.S. FINLS ETF464287788124811000SHDFND 1100000ISHARES TRU.S. CNSM GD ETF4642878122831896SHDFND 189600ISHARES TRMSCI AC ASIA ETF464288182160220754SHDFND 2075400ISHARES TRMSCI AC ASIA ETF4642881824015325203214SHDFND5520321400ISHARES TRMSCI ACWI ETF464288257335742000SHDFND 4200000ISHARES TRMSCI ACWI ETF464288257999001250000SHSOLE 125000000ISHARES TRJPMORGAN USD EMG4642882814504058SHDFND3405800ISHARES TRJPMORGAN USD EMG4642882812018831820570SHDFND5182057000ISHARES TRJPMORGAN USD EMG4642882811108901000000SHSOLE 100000000ISHARES TRNATIONAL MUN ETF464288414857974000SHSOLE 7400000ISHARES TRINTL SEL DIV ETF46428844838915596SHDFND 1559600ISHARES TRIBOXX HI YD ETF46428851354111644946SHDFND564494600ISHARES TRIBOXX HI YD ETF464288513839001000000SHSOLE 100000000ISHARES TRISHS 5-10YR INVT4642886386507107000SHSOLE 10700000ISHARES TRSHORT TREAS BD464288679904381642SHSOLE 8164200ISHARES TRSHORT TREAS BD46428867916594149901SHDFND 14990100ISHARES TR10+ YR INVST GRD464289511297142200SHSOLE 4220000ISHARES TRMSCI PERU ETF4642898424317146336SHDFND514633600ISHARES TRMSCI INDIA ETF46429B59833910012SHDFND51001200ISHARES TRMSCI CHINA ETF46429B671255834485SHDFND 3448500ISHARES TRMSCI CHINA ETF46429B671859251158487SHDFND5115848700ISHARES TRMSCI CHINA ETF46429B671741701000000SHSOLE 100000000ISHARES TRMSCI EAFE MIN VL46429B6892012952SHDFND 295200ISHARES TRMSCI USA MIN VOL46429B697178628030SHDFND 2803000ISHARES TRMSCI USA MIN VOL46429B6972634127SHDFND3412700ISHARES TRCORE MSCI EAFE46432F84281613531SHDFND 1353100ISHARES TR0-5YR INVT GR CP46434V1002544873SHDFND3487300ISHARES TRMSCI USA MULTIFT46434V282124337429SHDFND 3742900ITAU UNIBANCO HLDG S ASPON ADR REP PFD46556210612330905SHDFND53090500ITT INCCOM45073V10811999203200SHSOLE 20320000J2 GLOBAL INCNOTE 3.250% 6/148123VAC617281511000PRNDFND 015110000JACOBS ENGR GROUP INCCOM4698141073493766SHDFND4376600JACOBS ENGR GROUP INCCOM469814107120112943SHSOLE 1294300JOHNSON & JOHNSONCOM478160104642343142SHDFND 4314200JOHNSON & JOHNSONCOM4781601046874614SHDFND3461400JOHNSON & JOHNSONCOM4781601041237183096SHDFND48309600JOHNSON & JOHNSONCOM4781601042142891439339SHSOLE 143932000JOHNSON CTLS INTL PLCSHSG5150210597823936SHDFND42393600JONES LANG LASALLE INCCOM48020Q107153716072SHSOLE 1620300JPMORGAN CHASE & COCOM46625H100529354981SHDFND 5498100JPMORGAN CHASE & COCOM46625H1006256492SHDFND3649200JPMORGAN CHASE & COCOM46625H100819485116SHDFND48511600JPMORGAN CHASE & COCOM46625H1001279881329471SHSOLE 132947100JPMORGAN CHASE & COCOM46625H10036775382000SHCallDFND 38200000JPMORGAN CHASE & COCOM46625H10023153240500SHPutDFND 24050000JUNIPER NETWORKS INCCOM48203R10423310843SHDFND41084300JUNIPER NETWORKS INCCOM48203R10492743132SHSOLE 4247300KANSAS CITY SOUTHERNCOM NEW4851703024742621SHDFND4262100KANSAS CITY SOUTHERNCOM NEW48517030217209512SHSOLE 951200KELLOGG COCOM4878361085298188SHDFND4818800KELLOGG COCOM487836108239737115SHSOLE 3711500KEYCORPCOM493267108115797014SHSOLE 9701400KEYCORPCOM49326710837331248SHDFND43124800KEYSIGHT TECHNOLOGIES INCCOM49338L1034985040SHDFND4504000KEYSIGHT TECHNOLOGIES INCCOM49338L103239424238SHSOLE 2420800KIMBERLY CLARK CORPCOM494368103162911032SHDFND41103200KIMBERLY CLARK CORPCOM494368103515734919SHSOLE 3491900KIMCO RLTY CORPCOM49446R10913111592SHDFND41159200KIMCO RLTY CORPCOM49446R10948442974SHSOLE 5989000KINDER MORGAN INC DELCOM49456B10167054330SHDFND45433000KINDER MORGAN INC DELCOM49456B1012606211345SHSOLE 20811500KINROSS GOLD CORPCOM49690240413760615595752SHSOLE 1559172000KIRKLAND LAKE GOLD LTDCOM49741E1001056122163735SHSOLE 216278800KLA CORPCOM NEW4824801008324296SHDFND4429600KLA CORPCOM NEW482480100302015587SHSOLE 1558700KNIGHT SWIFT TRANSN HLDGS INCL A49904910448111823SHSOLE 1182300KRAFT HEINZ COCOM50075410650716927SHDFND41692700KRAFT HEINZ COCOM500754106192964408SHSOLE 6440800KROGER COCOM50104410173821763SHDFND42176300KROGER COCOM501044101318793982SHSOLE 9398200L BRANDS INCCOM5017971042106603SHDFND4660300L BRANDS INCCOM50179710426698839303SHSOLE 83930300L3HARRIS TECHNOLOGIES INCCOM502431109575133860SHSOLE 3386000L3HARRIS TECHNOLOGIES INCCOM50243110910175989SHDFND4598900LABORATORY CORP AMER HLDGSCOM NEW50540R4095152733SHDFND4273300LABORATORY CORP AMER HLDGSCOM NEW50540R4091198663661SHSOLE 6368700LAM RESEARCH CORPCOM51280710813494067SHDFND4406700LAM RESEARCH CORPCOM512807108483114563SHSOLE 1456300LAMB WESTON HLDGS INCCOM5132721042724098SHDFND4409800LANDSTAR SYS INCCOM5150981015394299SHSOLE 429900LAS VEGAS SANDS CORPCOM5178341074359328SHDFND4932800LAS VEGAS SANDS CORPCOM517834107174637414SHSOLE 3741400LAUDER ESTEE COS INCCL A518439104768735221SHDFND 3522100LAUDER ESTEE COS INCCL A51843910413686268SHDFND4626800LAUDER ESTEE COS INCCL A518439104492922582SHSOLE 2258200LEGGETT & PLATT INCCOM52466010779619338SHSOLE 1933800LEIDOS HOLDINGS INCCOM52532710214779165780SHSOLE 16578000LEIDOS HOLDINGS INCCOM5253271023383790SHDFND4379000LENNAR CORPCL A5260571046237628SHDFND4762800LENNAR CORPCL A526057104225027549SHSOLE 2754900LENNAR CORPCL B526057302172926327SHSOLE 2632700LENNOX INTL INCCOM5261071075241921SHSOLE 192100LEXINGTON REALTY TRUSTCOM52904310152049786SHSOLE 4978600LIBERTY MEDIA CORP DELCOM SER C FRMLA5312298545440150000SHSOLE 15000000LILLY ELI & COCOM532457108328022160SHDFND42216000LILLY ELI & COCOM5324571081560181054033SHSOLE 105403300LINDE PLCSHSG5494J103350114702SHDFND41470200LIONS GATE ENTMNT CORPCL B NON VTG5359195003750430000SHSOLE 43000000LIVE NATION ENTERTAINMENT INCOM5380341092234136SHDFND4413600LKQ CORPCOM50188920866223884SHSOLE 2388400LKQ CORPCOM5018892082177814SHDFND4781400LOCKHEED MARTIN CORPCOM539830109447611678SHDFND 1167800LOCKHEED MARTIN CORPCOM539830109225587SHDFND358700LOCKHEED MARTIN CORPCOM53983010930607983SHDFND4798300LOCKHEED MARTIN CORPCOM53983010991161237845SHSOLE 23784500LOEWS CORPCOM5404241082326688SHDFND4668800LOEWS CORPCOM54042410871920680SHSOLE 2068000LOWES COS INCCOM548661107349021044SHDFND42104400LOWES COS INCCOM54866110779698480515SHSOLE 48051500LPL FINL HLDGS INCCOM50212V100221528893SHSOLE 2898100LULULEMON ATHLETICA INCCOM5500211094751443SHSOLE 144300LUMEN TECHNOLOGIES INCCOM15670010628728422SHDFND42842200LUMEN TECHNOLOGIES INCCOM156700106137041358137SHSOLE 135813700LYONDELLBASELL INDUSTRIES NSHS - A -N537451005918385SHDFND4838500M & T BK CORPCOM55261F1043744064SHDFND4406400M & T BK CORPCOM55261F104117412751SHSOLE 1275100MACQUARIE INFRASTRUCTURE CORCOM55608B105236487900SHSOLE 8806900MADISON SQUARE GRDN SPRT CORCL A55825T103511634000SHSOLE 3400000MAGNA INTL INCCOM5592224011266642768391SHSOLE 276740400MANPOWERGROUP INCCOM56418H100717997899SHSOLE 10105800MANULIFE FINL CORPCOM56501R10636700626389949SHSOLE 2638241300MARATHON OIL CORPCOM5658491069022023SHDFND42202300MARATHON OIL CORPCOM56584910622955954SHSOLE 5595400MARATHON PETE CORPCOM56585A102602932054991SHSOLE 205355200MARATHON PETE CORPCOM56585A10261420914SHDFND42091400MARKEL CORPCOM57053510492589508SHSOLE 950800MARKETAXESS HLDGS INCCOM57060D1085191077SHDFND4107700MARKETAXESS HLDGS INCCOM57060D1083053263398SHSOLE 6340900MARRIOTT INTL INC NEWCL A5719032026907452SHDFND4745200MARRIOTT INTL INC NEWCL A571903202244726433SHSOLE 2643300MARSH & MCLENNAN COS INCCOM5717481024153619SHDFND3361900MARSH & MCLENNAN COS INCCOM571748102162314154SHDFND41415400MARSH & MCLENNAN COS INCCOM571748102583250848SHSOLE 5084800MARTIN MARIETTA MATLS INCCOM5732841064151765SHDFND4176500MARTIN MARIETTA MATLS INCCOM573284106898838190SHSOLE 3819000MASCO CORPCOM5745991064127467SHDFND4746700MASCO CORPCOM574599106148026854SHSOLE 2685400MASTERCARD INCORPORATEDCL A57636Q1041140333720SHDFND 3372000MASTERCARD INCORPORATEDCL A57636Q104834924688SHDFND42468800MASTERCARD INCORPORATEDCL A57636Q104155242459067SHSOLE 45906700MATCH GROUP INC NEWCOM57667L10713591122825SHSOLE 12282500MAXIM INTEGRATED PRODS INCCOM57772K1015728456SHDFND4845600MAXIM INTEGRATED PRODS INCCOM57772K10141038606978SHSOLE 60697800MAXIMUS INCCOM5779331044837061SHSOLE 706100MCCORMICK & CO INCCOM NON VTG579780206244512598SHSOLE 1259800MCCORMICK & CO INCCOM NON VTG5797802066783491SHDFND4349100MCDONALDS CORPCOM580135101527024011SHDFND42401100MCDONALDS CORPCOM58013510173624335434SHSOLE 33543400MCKESSON CORPCOM58155Q1036754531SHDFND4453100MCKESSON CORPCOM58155Q103249016722SHSOLE 1672200MDU RES GROUP INCCOM5526901093700164462SHSOLE 16446200MEDTRONIC PLCSHSG5960L103389737503SHDFND43750300MELCO RESORTS AND ENTMNT LTDADR58546410018411050SHDFND41105000MERCADOLIBRE INCCOM58733R102632584SHDFND 58400MERCK & CO. INCCOM58933Y105676981600SHDFND48160000MERCK & CO. INCCOM58933Y1051488071793939SHSOLE 179393900MERCURY SYS INCCOM5893781085847540SHSOLE 754000METLIFE INCCOM59156R10879121269SHDFND42126900METLIFE INCCOM59156R108421951135188SHSOLE 113518800METTLER TOLEDO INTERNATIONALCOM592688105638661SHDFND466100METTLER TOLEDO INTERNATIONALCOM59268810523522435SHSOLE 243500MGIC INVT CORP WISCOM552848103519615864729SHSOLE 586472900MGM RESORTS INTERNATIONALCOM55295310124911458SHDFND41145800MICROCHIP TECHNOLOGY INC.COM5950171047056863SHDFND4686300MICROCHIP TECHNOLOGY INC.COM595017104173916926SHSOLE 1692600MICROCHIP TECHNOLOGY INC.NOTE 1.625% 2/1595017AD6103664662000PRNDFND 046620000MICRON TECHNOLOGY INCCOM595112103145430954SHDFND43095400MICRON TECHNOLOGY INCCOM595112103414988360SHSOLE 8836000MICROSOFT CORPCOM59491810411065258SHDFND3525800MICROSOFT CORPCOM59491810444403211110SHDFND421111000MICROSOFT CORPCOM59491810422395106475SHDFND 10647500MICROSOFT CORPCOM59491810411476275456322SHSOLE 545702200MID-AMER APT CMNTYS INCCOM59522J1033683170SHDFND4317000MID-AMER APT CMNTYS INCCOM59522J103131811367SHSOLE 1136700MIDDLEBY CORPCOM5962781012686392994529SHSOLE 299452900MODERNA INCCOM60770K1075768146SHSOLE 810500MOHAWK INDS INCCOM60819010413561138955SHSOLE 13895500MOLINA HEALTHCARE INCCOM60855R1001394376174SHSOLE 6417400MOLSON COORS BEVERAGE COCL B60871R20984625206SHSOLE 2501500MONDELEZ INTL INCCL A609207105228739817SHDFND43981700MONDELEZ INTL INCCL A609207105657061158004SHSOLE 31160400MONGODB INCCL A60937P1065792503SHSOLE 249000MONSTER BEVERAGE CORP NEWCOM61174X109201425117SHSOLE 2502700MONSTER BEVERAGE CORP NEWCOM61174X10983010355SHDFND41035500MOODYS CORPCOM61536910513034496SHDFND4449600MOODYS CORPCOM615369105780126915SHSOLE 2691500MORGAN STANLEYCOM NEW617446448162033504SHDFND43350400MORGAN STANLEYCOM NEW61744644814885307596SHSOLE 30739600MORGAN STANLEYCOM NEW61744644819330399800SHCallDFND 39980000MORGAN STANLEYCOM NEW61744644817019352000SHPutDFND 35200000MORNINGSTAR INCCOM617700109254315833SHSOLE 1583300MOSAIC CO NEWCOM61945C10318510120SHDFND41012000MOSAIC CO NEWCOM61945C10351828379SHSOLE 3429100MOTOROLA SOLUTIONS INCCOM NEW6200763077444742SHDFND4474200MOTOROLA SOLUTIONS INCCOM NEW62007630747667303977SHSOLE 30397700MSC INDL DIRECT INCCL A553530106245938859SHSOLE 3885900MSCI INCCOM55354G1008282322SHDFND4232200MSCI INCCOM55354G10034029534SHSOLE 951900MURPHY USA INCCOM6267551025424224SHSOLE 422400MYLAN NVSHS EURON5946510922214953SHDFND41495300NASDAQ INCCOM6311031083973232SHDFND4323200NASDAQ INCCOM63110310820248165010SHSOLE 16501000NATIONAL FUEL GAS CO N JCOM63618010171117515SHSOLE 1751500NATIONAL INSTRS CORPCOM63651810212199341700SHSOLE 34170000NATIONAL OILWELL VARCO INCCOM63707110124827345SHSOLE 2734500NATIONAL OILWELL VARCO INCCOM6370711019910873SHDFND41087300NATIONAL RETAIL PROPERTIES ICOM6374171062116122SHSOLE 612200NCR CORP NEWCOM62886E1082394108117SHSOLE 10811700NETAPP INCCOM64110D1043087033SHDFND4703300NETAPP INCCOM64110D104118527021SHSOLE 2696200NETEASE INCSPONSORED ADS64110W1026631458SHDFND 145800NETFLIX INCCOM64110L106614512289SHDFND41228900NETFLIX INCCOM64110L1062367247339SHSOLE 4732200NEUROCRINE BIOSCIENCES INCCOM64125C1094895083SHSOLE 505700NEW JERSEY RESCOM64602510639614662SHSOLE 1466200NEW RELIC INCCOM64829B1006989124000SHSOLE 12400000NEW YORK CMNTY BANCORP INCCOM64944510368082174SHSOLE 8217400NEWELL BRANDS INCCOM65122910619411310SHDFND41131000NEWELL BRANDS INCCOM65122910687951213SHSOLE 5121300NEWMARKET CORPCOM65158710732469482SHSOLE 948200NEWMONT CORPCOM651639106141222256SHDFND42225600NEWMONT CORPCOM651639106750811183308SHSOLE 118330800NEWS CORP NEWCL A65249B10915611135SHDFND41113500NEWS CORP NEWCL A65249B10954238665SHSOLE 3866500NEWS CORP NEWCL B65249B208134396050SHSOLE 9605000NEXTERA ENERGY INCCOM65339F101439715840SHDFND41584000NEXTERA ENERGY INCCOM65339F10130804110983SHSOLE 11125300NEXTERA ENERGY PARTNERS LPCOM UNIT PART IN65341B1063245398SHSOLE 603500NIELSEN HLDGS PLCSHS EURG6518L10814310104SHDFND41010400NIKE INCCL B654106103952775888SHDFND 7588800NIKE INCCL B6541061031345731074538SHSOLE 147483800NIKE INCCL B654106103434134582SHDFND43458200NISOURCE INCCOM65473P10523710776SHDFND41077600NISOURCE INCCOM65473P10514254647903SHSOLE 63278800NOBLE ENERGY INCCOM65504410511513467SHDFND41346700NOBLE ENERGY INCCOM655044105326553819277SHSOLE 381927700NORBORD INCCOM NEW65548P40362221054SHSOLE 2105400NORFOLK SOUTHN CORPCOM65584410815187094SHDFND4709400NORFOLK SOUTHN CORPCOM655844108545825506SHSOLE 2550600NORTHERN TR CORPCOM6658591045046464SHDFND4646400NORTHERN TR CORPCOM665859104161320683SHSOLE 2068300NORTHROP GRUMMAN CORPCOM66680710213724348SHDFND4434800NORTHROP GRUMMAN CORPCOM666807102537117023SHSOLE 1702300NORTONLIFELOCK INCCOM668771108366351757895SHSOLE 175789500NORTONLIFELOCK INCCOM66877110832515610SHDFND41561000NRG ENERGY INCCOM NEW6293775082036596SHDFND4659600NU SKIN ENTERPRISES INCCL A67018T105406781183SHSOLE 8128100NUANCE COMMUNICATIONS INCCOM67020Y1005005150812SHSOLE 15081200NUCOR CORPCOM6703461054369730SHDFND4973000NUCOR CORPCOM670346105158235258SHSOLE 3525800NUTRIEN LTDCOM67077M1082636706725341SHSOLE 672267800NUVASIVE INCCOM6707041056801140033SHSOLE 14003300NVIDIA CORPORATIONCOM67066G104930117186SHDFND41718600NVIDIA CORPORATIONCOM67066G104153050282787SHSOLE 28278700NVIDIA CORPORATIONCOM67066G1041928635634SHDFND 3563400NVR INCCOM62944T105408100SHDFND410000NVR INCCOM62944T10564681584SHSOLE 157900OCCIDENTAL PETE CORPCOM67459910525325229SHDFND42522900OCCIDENTAL PETE CORPCOM67459910593293116SHSOLE 8558100OGE ENERGY CORPCOM670837103181160401SHSOLE 6040100OKTA INCCL A6792951054322022SHSOLE 202200OKTA INCNOTE 0.250% 2/1679295AB1110402500000PRNDFND 025000000OLD DOMINION FREIGHT LINE INCOM6795801004792649SHDFND4264900OLD DOMINION FREIGHT LINE INCOM679580100226012492SHSOLE 1249200OLIN CORPCOM PAR $168066520559047690SHSOLE 4769000OLLIES BARGAIN OUTLET HLDGSCOM6811161093574084SHSOLE 408400OMEGA HEALTHCARE INVS INCCOM6819361002197307SHSOLE 730700OMNICOM GROUP INCCOM681919106125425339SHSOLE 2533900OMNICOM GROUP INCCOM6819191063366792SHDFND4679200ON SEMICONDUCTOR CORPCOM682189105310621432084SHSOLE 143208400ONEOK INC NEWCOM68268010330211639SHDFND41163900ONEOK INC NEWCOM68268010324474942023SHSOLE 94202300OPEN TEXT CORPCOM683715106968352291317SHSOLE 229004600ORACLE CORPCOM68389X1053966625SHDFND 662500ORACLE CORPCOM68389X105322253968SHDFND45396800ORACLE CORPCOM68389X105700131172744SHSOLE 117269300OREILLY AUTOMOTIVE INCCOM67103H1071246727039SHSOLE 2702200OREILLY AUTOMOTIVE INCCOM67103H1079482056SHDFND4205600OTIS WORLDWIDE CORPCOM68902V10740839654268SHSOLE 65426800OTIS WORLDWIDE CORPCOM68902V10770811347SHDFND41134700OWENS CORNING NEWCOM690742101227133000SHSOLE 3300000PACCAR INCCOM69371810897011375SHDFND41137500PACCAR INCCOM693718108296634777SHSOLE 3477700PACKAGING CORP AMERCOM6951561093403117SHDFND4311700PACKAGING CORP AMERCOM695156109162914937SHSOLE 1493700PALO ALTO NETWORKS INCCOM697435105296412110SHSOLE 1211000PAN AMERN SILVER CORPCOM6979001089041281250SHSOLE 28073000PARKER-HANNIFIN CORPCOM7010941047153535SHDFND4353500PARKER-HANNIFIN CORPCOM70109410444096217929SHSOLE 21792900PAYCHEX INCCOM70432610781010160SHDFND41016000PAYCHEX INCCOM704326107258832445SHSOLE 3244500PAYCOM SOFTWARE INCCOM70432V10215154867SHSOLE 486700PAYCOM SOFTWARE INCCOM70432V1024171340SHDFND4134000PAYPAL HLDGS INCCOM70450Y103646432808SHDFND43280800PAYPAL HLDGS INCCOM70450Y103114106579129SHSOLE 57908100PEGASYSTEMS INCCOM705573103813567206SHSOLE 6720600PELOTON INTERACTIVE INCCL A COM70614W10064106645968SHSOLE 64526500PEMBINA PIPELINE CORPCOM7063271031763328309264SHSOLE 830669200PENTAIR PLCSHSG7S00T1042154688SHDFND4468800PEOPLES UNITED FINANCIAL INCCOM71270410514714210SHDFND41421000PEOPLES UNITED FINANCIAL INCCOM71270410562960987SHSOLE 6098700PEPSICO INCCOM713448108620744781SHDFND44478100PEPSICO INCCOM71344810859258427725SHSOLE 42772500PERKINELMER INCCOM7140461093803028SHDFND4302800PERKINELMER INCCOM71404610931475250780SHSOLE 25078000PFIZER INCCOM71708110352614332SHDFND31433200PFIZER INCCOM7170811036577179211SHDFND417921100PFIZER INCCOM7170811032251506134883SHSOLE 613560300PG&E CORPCOM69331C108215592296000SHSOLE 229600000PHILIP MORRIS INTL INCCOM7181721092112802SHDFND 280200PHILIP MORRIS INTL INCCOM718172109377650358SHDFND45035800PHILIP MORRIS INTL INCCOM71817210935268470299SHSOLE 47029900PHILLIPS 66COM71854610473114107SHDFND41410700PHILLIPS 66COM718546104240746427SHSOLE 4642700PHILLIPS 66COM7185461042144128SHDFND3412800PILGRIMS PRIDE CORPCOM72147K108112275000SHSOLE 7500000PINNACLE WEST CAP CORPCOM7234841012843812SHDFND4381200PINNACLE WEST CAP CORPCOM723484101105514149SHSOLE 1414900PINTEREST INCCL A72352L10614820357033SHSOLE 35703300PIONEER NAT RES COCOM7237871074014662SHDFND4466200PIONEER NAT RES COCOM72378710729385341731SHSOLE 34173100PLANET FITNESS INCCL A72703H10112862208733SHSOLE 20710700PNC FINL SVCS GROUP INCCOM693475105129811814SHDFND41181400PNC FINL SVCS GROUP INCCOM69347510519025173096SHSOLE 17309600POLARIS INCCOM73106810215387163100SHSOLE 16310000POOL CORPCOM73278L10543236129241SHSOLE 12223200PPD INCCOM69355F102213157615SHSOLE 5761500PPG INDS INCCOM6935061078036576SHDFND4657600PPG INDS INCCOM693506107286423456SHSOLE 2345600PPL CORPCOM69351T10667824907SHDFND42490700PPL CORPCOM69351T10610656391611SHSOLE 39222700PRA HEALTH SCIENCES INCCOM69354M10815383151641SHSOLE 15168700PREMIER INCCL A74051N10257917642SHSOLE 1754900PRICE T ROWE GROUP INCCOM74144T1089377304SHDFND4730400PRICE T ROWE GROUP INCCOM74144T108293822914SHSOLE 2291400PRIMERICA INCCOM74164M108231620471SHSOLE 2058100PRINCIPAL FINANCIAL GROUP INCOM74251V1023358321SHDFND4832100PROCTER AND GAMBLE COCOM7427181096234482SHDFND3448200PROCTER AND GAMBLE COCOM7427181091112980067SHDFND48006700PROCTER AND GAMBLE COCOM7427181092021731454598SHSOLE 145339800PROGRESSIVE CORPCOM74331510312365130607SHDFND 13060700PROGRESSIVE CORPCOM743315103178718881SHDFND41888100PROGRESSIVE CORPCOM74331510311114117398SHSOLE 11739800PROLOGIS INC.COM74340W1036456410SHDFND3641000PROLOGIS INC.COM74340W103206820548SHDFND42054800PROLOGIS INC.COM74340W103738973435SHSOLE 7343500PRUDENTIAL FINL INCCOM74432010280112605SHDFND41260500PRUDENTIAL FINL INCCOM744320102442269617SHSOLE 6961700PTC INCCOM69370C10010588128000SHSOLE 12800000PUBLIC STORAGECOM74460D1099454245SHDFND4424500PUBLIC STORAGECOM74460D109395817770SHSOLE 1775600PUBLIC SVC ENTERPRISE GRP INCOM74457310689616325SHDFND41632500PUBLIC SVC ENTERPRISE GRP INCOM744573106300354688SHSOLE 5468800PULTE GROUP INCCOM7458671013186866SHDFND4686600PULTE GROUP INCCOM74586710123507507830SHSOLE 50783000PVH CORPORATIONCOM693656100364061035SHSOLE 6103500QORVO INCCOM74736K1014123195SHDFND4319500QORVO INCCOM74736K101917971146SHSOLE 7114600QUALCOMM INCCOM747525103369031355SHDFND43135500QUALCOMM INCCOM7475251031201421020922SHSOLE 102092200QUANTA SVCS INCCOM74762E10210848205228SHSOLE 20522800QUEST DIAGNOSTICS INCCOM74834L1004243701SHDFND4370100QUEST DIAGNOSTICS INCCOM74834L10015188132658SHSOLE 13265800QURATE RETAIL INCCOM SER A74915M1001399194900SHSOLE 19490000RALPH LAUREN CORPCL A7512121015297782SHSOLE 778200RAYMOND JAMES FINL INCCOM7547301092573531SHDFND4353100RAYMOND JAMES FINL INCCOM75473010988312134SHSOLE 1213400RAYONIER INCCOM75490710350819230SHSOLE 1923000RAYTHEON TECHNOLOGIES CORPCOM75513E1011128941962001SHSOLE 196200100REALPAGE INCNOTE 1.500%11/175606NAB5638435000PRNDFND 04350000REALTY INCOME CORPCOM7561091045889674SHDFND4967400REALTY INCOME CORPCOM756109104208434297SHSOLE 3429700REGAL BELOIT CORPCOM758750103163517413SHSOLE 1741300REGENCY CTRS CORPCOM75884910359615681SHSOLE 1568100REGENERON PHARMACEUTICALSCOM75886F1073102855429SHSOLE 5542400REGENERON PHARMACEUTICALSCOM75886F10716042865SHDFND4286500REGIONS FINANCIAL CORP NEWCOM7591EP10037332331SHDFND43233100REGIONS FINANCIAL CORP NEWCOM7591EP1001318114273SHSOLE 9544000RELIANCE STEEL & ALUMINUM COCOM759509102871485400SHSOLE 8540000RENAISSANCERE HLDGS LTDCOMG7496G103276716300SHSOLE 1630000REPLIGEN CORPCOM7599161095663834SHSOLE 383400REPUBLIC SVCS INCCOM760759100393842185SHDFND 4218500REPUBLIC SVCS INCCOM7607591005535929SHDFND4592900REPUBLIC SVCS INCCOM760759100259827835SHSOLE 2783500RESMED INCCOM761152107420424522SHSOLE 2452200RESMED INCCOM7611521077044104SHDFND4410400RESTAURANT BRANDS INTL INCCOM76131D1031691322944995SHSOLE 294366100RESTAURANT BRANDS INTL INCCOM76131D103214537500SHPutDFND 3750000REYNOLDS CONSUMER PRODS INCCOM76171L1063629118528SHSOLE 11852800RINGCENTRAL INCCL A76680R2064281558SHSOLE 194100RINGCENTRAL INCNOTE 3/176680RAD9824245000PRNDFND 02450000RIO TINTO PLCSPONSORED ADR767204100105117400SHSOLE 1740000RITCHIE BROS AUCTIONEERSCOM76774410510772181645SHSOLE 18140900RLI CORPCOM7496071073864610SHSOLE 461000ROBERT HALF INTL INCCOM7703231032093947SHDFND4394700ROBERT HALF INTL INCCOM77032310360311395SHSOLE 1139500ROCKWELL AUTOMATION INCCOM7739031091141751737SHSOLE 5173700ROCKWELL AUTOMATION INCCOM7739031097133230SHDFND4323000ROGERS COMMUNICATIONS INCCL B7751092002046535159709SHSOLE 515805100ROGERS COMMUNICATIONS INCCL B7751092002155422SHDFND3542200ROLLINS INCCOM7757111042093849SHDFND4384900ROLLINS INCCOM775711104137625386SHSOLE 2538600ROPER TECHNOLOGIES INCCOM77669610611712964SHDFND4296400ROPER TECHNOLOGIES INCCOM776696106726118377SHSOLE 1837700ROSS STORES INCCOM7782961032722912SHDFND 291200ROSS STORES INCCOM7782961039189838SHDFND4983800ROSS STORES INCCOM778296103498153378SHSOLE 5337800ROYAL BK CDACOM78008710217535250000SHPutDFND 25000000ROYAL BK CDACOM780087102109715640SHDFND31564000ROYAL BK CDACOM780087102166481023714060SHSOLE 2370761000ROYAL CARIBBEAN GROUPCOMV7780T1033144857SHDFND4485700ROYAL GOLD INCCOM7802871084033356SHSOLE 335600RPM INTL INCCOM749685103140716985SHSOLE 1698500S&P GLOBAL INCCOM78409V1041543242795SHDFND 4279500S&P GLOBAL INCCOM78409V10424186706SHDFND4670600S&P GLOBAL INCCOM78409V1041398238774SHSOLE 7876000SABRE CORPCOM78573M1041562240000SHSOLE 24000000SALESFORCE COM INCCOM79466L302635025267SHDFND42526700SALESFORCE COM INCCOM79466L302176740703246SHSOLE 70312300SAREPTA THERAPEUTICS INCCOM803607100914265098SHSOLE 6509800SBA COMMUNICATIONS CORP NEWCL A78410G104403412668SHSOLE 1265200SBA COMMUNICATIONS CORP NEWCL A78410G1049963128SHDFND4312800SCHLUMBERGER LTDCOM80685710810612681977SHSOLE 68197700SCHLUMBERGER LTDCOM80685710860338724SHDFND43872400SCHNEIDER NATIONAL INCCL B80689H1028552345796SHSOLE 34579600SCHWAB CHARLES CORPCOM8085131052175990SHDFND 599000SCHWAB CHARLES CORPCOM808513105116232082SHDFND43208200SCHWAB CHARLES CORPCOM8085131054740130820SHSOLE 13082000SEAGATE TECHNOLOGY PLCSHSG7945M1073657409SHDFND4740900SEALED AIR CORP NEWCOM81211K10060115473SHSOLE 1547300SEATTLE GENETICS INCCOM8125781027313733SHSOLE 373300SEI INVTS COCOM784117103193338121SHSOLE 3812100SELECT SECTOR SPDR TRSBI HEALTHCARE81369Y2094354124SHDFND3412400SELECT SECTOR SPDR TRSBI HEALTHCARE81369Y20931644300000SHSOLE 30000000SELECT SECTOR SPDR TRSBI HEALTHCARE81369Y209194118400SHDFND 1840000SELECT SECTOR SPDR TRSBI CONS STPLS81369Y3083455382SHDFND3538200SELECT SECTOR SPDR TRSBI CONS DISCR81369Y4074342953SHDFND3295300SELECT SECTOR SPDR TRENERGY81369Y506778702600000SHSOLE 260000000SELECT SECTOR SPDR TRENERGY81369Y5065092170000SHCallDFND 17000000SELECT SECTOR SPDR TRENERGY81369Y5064493150000SHPutDFND 15000000SELECT SECTOR SPDR TRSBI INT-FINL81369Y605722103000000SHSOLE 300000000SELECT SECTOR SPDR TRSBI INT-FINL81369Y6056460268400SHCallDFND 26840000SELECT SECTOR SPDR TRSBI INT-FINL81369Y60515321636500SHPutDFND 63650000SELECT SECTOR SPDR TRSBI INT-INDS81369Y704692890000SHPutDFND 9000000SELECT SECTOR SPDR TRSBI INT-INDS81369Y704788191023889SHDFND5102388900SELECT SECTOR SPDR TRSBI INT-INDS81369Y704769801000000SHSOLE 100000000SELECT SECTOR SPDR TRTECHNOLOGY81369Y8036465536SHDFND3553600SELECT SECTOR SPDR TRSBI INT-UTILS81369Y886714811203789SHDFND5120378900SELECTIVE INS GROUP INCCOM8163001073897552SHSOLE 755200SEMPRA ENERGYCOM81685110911079351SHDFND4935100SEMPRA ENERGYCOM816851109328227729SHSOLE 2772900SEMPRA ENERGY6% PFD CONV A816851406105010705SHDFND 0107050SERVICE CORP INTLCOM81756510450912077SHSOLE 1207700SERVICEMASTER GLOBAL HLDGS ICOM81761R10955613935SHSOLE 1386200SERVICENOW INCCOM81762P10225835325SHDFND4532500SERVICENOW INCCOM81762P102916118889SHSOLE 1885500SERVICENOW INCNOTE 6/081762PAC64980013867000PRNDFND 0138670000SHAKE SHACK INCCL A819047101257639936SHSOLE 3993600SHAW COMMUNICATIONS INCCL B CONV82028K2001771189706512SHSOLE 970432900SHERWIN WILLIAMS COCOM82434810615622242SHDFND4224200SHERWIN WILLIAMS COCOM8243481066398691836SHSOLE 9183600SHERWIN WILLIAMS COCOM8243481061273718281SHDFND 1828100SHOPIFY INCCL A82509L107665376651184SHSOLE 85068100SIGNATURE BK NEW YORK N YCOM82669G104309637308SHSOLE 3730800SILGAN HOLDINGS INCCOM8270481094815130936SHSOLE 13093600SIMON PPTY GROUP INC NEWCOM8288061095648716SHDFND4871600SIMON PPTY GROUP INC NEWCOM828806109117318127SHSOLE 1819900SKECHERS U S A INCCL A8305661053022100000SHSOLE 10000000SKYWORKS SOLUTIONS INCCOM83088M10216986116740SHSOLE 11674000SKYWORKS SOLUTIONS INCCOM83088M1026634557SHDFND4455700SL GREEN RLTY CORPCOM78440X1013387280SHSOLE 728000SMARTSHEET INCCOM CL A83200N10353410814SHSOLE 1075800SMITH A O CORPCOM83186520971013455SHSOLE 1345500SMUCKER J M COCOM NEW8326964054363776SHDFND4377600SMUCKER J M COCOM NEW832696405183215860SHSOLE 1586000SNAP ON INCCOM8330341012701835SHDFND4183500SNAP ON INCCOM8330341017975415SHSOLE 541500SONOCO PRODS COCOM83549510252310241SHSOLE 1024100SOUTH JERSEY INDS INCCOM83851810848024903SHSOLE 2490300SOUTHERN COCOM842587107158729275SHDFND42927500SOUTHERN COCOM842587107595211097766SHSOLE 109776600SOUTHERN COUNIT 08/01/2022842587602162435000SHDFND 0350000SOUTHERN COPPER CORPCOM84265V10566514690SHDFND51469000SOUTHERN COPPER CORPCOM84265V10515852350163SHSOLE 35016300SOUTHWEST AIRLS COCOM84474110862216589SHDFND41658900SOUTHWEST AIRLS COCOM844741108219958632SHSOLE 5863200SPDR DOW JONES INDL AVERAGEUT SER 178467X10927199800SHSOLE 980000SPDR DOW JONES INDL AVERAGEUT SER 178467X109277510000SHPutDFND 1000000SPDR GOLD TRGOLD SHS78463V1074062292SHDFND3229200SPDR GOLD TRGOLD SHS78463V107129092728840SHSOLE 72884000SPDR GOLD TRGOLD SHS78463V107885650000SHCallDFND 5000000SPDR INDEX SHS FDSEURO STOXX 5078463X202127435050SHDFND 3505000SPDR INDEX SHS FDSPORTFOLIO EMG MK78463X5092627163SHDFND 716300SPDR S&P 500 ETF TRTR UNIT78462F103543016215SHDFND 1621500SPDR S&P 500 ETF TRTR UNIT78462F10315274144572231SHSOLE 307223100SPDR S&P 500 ETF TRTR UNIT78462F10340898122124SHDFND512212400SPDR S&P 500 ETF TRTR UNIT78462F1033611078SHDFND3107800SPDR S&P MIDCAP 400 ETF TRUTSER1 S&PDCRP78467Y1079182711SHSOLE 271100SPDR SER TRBLMBRG BRC CNVRT78464A359255637100SHSOLE 3710000SPDR SER TRS&P REGL BKG78464A698178450000SHCallDFND 5000000SPDR SER TRS&P REGL BKG78464A698178450000SHPutDFND 5000000SPDR SER TRS&P BIOTECH78464A870225220199SHSOLE 1819900SPDR SER TRS&P HOMEBUILD78464A8886037112048SHSOLE 11204800SPDR SER TRS&P OILGAS EXP78468R556244958224SHSOLE 5822400SPDR SER TRBLOOMBERG BRCLYS78468R6221199101150000SHSOLE 115000000SPIRE INCCOM84857L1015139650SHSOLE 777100SPIRIT AEROSYSTEMS HLDGS INCCOM CL A848574109262211386610SHSOLE 138661000SPROUTS FMRS MKT INCCOM85208M10247722769SHSOLE 2264900SQUARE INCCL A85223410347791294006SHSOLE 29400600SQUARE INCNOTE 0.375% 3/0852234AB9165982346000PRNDFND 023460000SSR MNG INCCOM7847301035454292304SHSOLE 29128000STANLEY BLACK & DECKER INCCOM8545021016914260SHDFND4426000STANLEY BLACK & DECKER INCCOM854502101571335223SHSOLE 3522300STANLEY BLACK & DECKER INCUNIT 11/15/2022854502846100610000SHDFND 0100000STANTEC INCCOM85472N109213370270SHSOLE 7069200STARBUCKS CORPCOM855244109280032588SHDFND43258800STARBUCKS CORPCOM85524410912598146620SHSOLE 14662000STATE STR CORPCOM85747710367111311SHDFND41131100STATE STR CORPCOM857477103504585026SHSOLE 8502600STEEL DYNAMICS INCCOM8581191002388326SHSOLE 832600STERIS PLCSHS USDG8473T1004172365SHDFND4236500STORE CAP CORPCOM8621211002509122SHSOLE 912200STRYKER CORPORATIONCOM86366710118728985SHDFND4898500STRYKER CORPORATIONCOM86366710150990244709SHSOLE 24470900SUN CMNTYS INCCOM8666741045273750SHSOLE 375000SUN LIFE FINANCIAL INC.COM8667961053895039559548SHSOLE 955370900SUNCOR ENERGY INC NEWCOM86722410722818642SHDFND31864200SUNCOR ENERGY INC NEWCOM86722410719703616137306SHSOLE 1613016400SVB FINANCIAL GROUPCOM78486Q10111304696SHSOLE 466500SVB FINANCIAL GROUPCOM78486Q1013571483SHDFND4148300SWITCH INCCL A87105L104102365538SHSOLE 6553800SYNCHRONY FINANCIALCOM87165B10324204924877SHSOLE 92507100SYNCHRONY FINANCIALCOM87165B10346417729SHDFND41772900SYNOPSYS INCCOM8716071079064234SHDFND4423400SYNOPSYS INCCOM871607107962144964SHSOLE 4496400SYSCO CORPCOM871829107101516320SHDFND41632000SYSCO CORPCOM8718291078391134857SHSOLE 13485700TAIWAN SEMICONDUCTOR MFG LTDSPONSORED ADS8740391002463034SHDFND 303400TAKE-TWO INTERACTIVE SOFTWARCOM8740541095313211SHDFND4321100TAKE-TWO INTERACTIVE SOFTWARCOM87405410940477244987SHSOLE 24498700TANDEM DIABETES CARE INCCOM NEW875372203625255080SHSOLE 5508000TARGA RES CORPCOM87612G1013162225365SHSOLE 21877200TARGET CORPCOM87612E10658839373770SHSOLE 37377000TC ENERGY CORPCOM87807B1074179924SHDFND3000TC ENERGY CORPCOM87807B10734421820000SHSOLE 82000000TD AMERITRADE HLDG CORPCOM87236Y108691001765000SHSOLE 176500000TE CONNECTIVITY LTDREG SHSH849891048909107SHDFND4910700TECHNIPFMC PLCCOMG871101057612023SHDFND41202300TECK RESOURCES LTDCL B878742204566394068259SHSOLE 406605600TELADOC HEALTH INCCOM87918A1055902692SHSOLE 267800TELADOC HEALTH INCNOTE 3.000%12/187918AAB1298125967000PRNDFND 059670000TELECOM ARGENTINA S ASPON ADR REP B87927320963697227SHSOLE 9722700TELEDYNE TECHNOLOGIES INCCOM87936010510343332SHSOLE 333200TELEDYNE TECHNOLOGIES INCCOM8793601053381090SHDFND4109000TELEFLEX INCORPORATEDCOM8793691064361281SHDFND4128100TELEFLEX INCORPORATEDCOM8793691061998258699SHSOLE 5869900TELEPHONE & DATA SYS INCCOM NEW8794338295956322987SHSOLE 32298700TELUS CORPORATIONCOM87971M10327251315488906SHSOLE 1548695100TENCENT MUSIC ENTMT GROUPSPON ADS88034P10931321173SHDFND 2117300TERADATA CORP DELCOM88076W10351022481SHSOLE 2236300TERADYNE INCCOM8807701023694643SHDFND4464300TERADYNE INCCOM8807701025306654SHSOLE 665400TERADYNE INCNOTE 1.250%12/1880770AG71274500000PRNDFND 05000000TESLA INCCOM88160R1011203428086SHSOLE 2454700TESLA INCNOTE 1.250% 3/088160RAC584193141500SHSOLE 14150000TESLA INCNOTE 1.250% 3/088160RAC517996230266000PRNDFND 0302660000TESLA INCNOTE 2.000% 5/188160RAG610493315191000PRNDFND 0151910000TETRA TECH INC NEWCOM88162G1035685945SHSOLE 591400TEVA PHARMACEUTICAL INDS LTDSPONSORED ADS88162420926129003SHDFND42900300TEXAS CAP BANCSHARES INCCOM88224Q1077739248600SHSOLE 24860000TEXAS INSTRS INCCOM882508104421429514SHDFND42951400TEXAS INSTRS INCCOM88250810420167141238SHSOLE 14123800TEXTRON INCCOM8832031012286331SHDFND4633100THERMO FISHER SCIENTIFIC INCCOM883556102488411062SHDFND41106200THERMO FISHER SCIENTIFIC INCCOM883556102125703284706SHSOLE 28470600TIFFANY & CO NEWCOM8865471083533051SHDFND4305100TIFFANY & CO NEWCOM8865471081975051704837SHSOLE 170483700TJX COS INC NEWCOM8725401093215773SHDFND 577300TJX COS INC NEWCOM872540109187233647SHDFND43364700TJX COS INC NEWCOM872540109593081065739SHSOLE 106573900T-MOBILE US INCCOM872590104183916083SHDFND41608300T-MOBILE US INCCOM87259010452401458208SHSOLE 45820800TORO COCOM891092108262731288SHSOLE 3128800TORONTO DOMINION BK ONTCOM NEW89116050999621540SHDFND3000TORONTO DOMINION BK ONTCOM NEW891160509122647726493102SHSOLE 2648463800TRACTOR SUPPLY COCOM8923561064563180SHDFND4318000TRACTOR SUPPLY COCOM892356106218915272SHSOLE 1527200TRADEWEB MKTS INCCL A8926721065739885SHSOLE 988500TRANE TECHNOLOGIES PLCSHSG8994E1039367720SHDFND4772000TRANSALTA CORPCOM89346D1076082988927SHSOLE 98892700TRANSDIGM GROUP INCCOM8936411006981470SHDFND4147000TRANSDIGM GROUP INCCOM89364110015653294SHSOLE 329400TRAVELERS COMPANIES INCCOM89417E109272325166SHSOLE 2516600TRIP COM GROUP LTDADS89677Q10745114490SHDFND 1449000TRUIST FINL CORPCOM89832Q109165543493SHDFND44349300TRUIST FINL CORPCOM89832Q1095097133951SHSOLE 13395100TWILIO INCNOTE 0.250% 6/090138FAB8343729877000PRNDFND 098770000TWITTER INCCOM90184L10298222077SHDFND42207700TWITTER INCCOM90184L10211138250291SHSOLE 25272000TYLER TECHNOLOGIES INCCOM9022521054081170SHDFND4117000TYLER TECHNOLOGIES INCCOM90225210519805681SHSOLE 568100TYSON FOODS INCCL A90249410347307795349SHSOLE 79534900TYSON FOODS INCCL A9024941035529279SHDFND4927900UBER TECHNOLOGIES INCCOM90353T1005035138019SHSOLE 13767500UBIQUITI INCCOM90353W1034962979SHSOLE 296300UDR INCCOM9026531042768478SHDFND4847800UDR INCCOM90265310495629330SHSOLE 2933000UGI CORP NEWCOM9026811052256830SHSOLE 683000ULTA BEAUTY INCCOM90384S3033671638SHDFND4163800ULTA BEAUTY INCCOM90384S30312545599SHSOLE 509100UMB FINL CORPCOM90278810849810152SHSOLE 1015200UMPQUA HLDGS CORPCOM9042141035777544000SHSOLE 54400000UNDER ARMOUR INCCL A90431110721118787SHSOLE 1878700UNDER ARMOUR INCCL C90431120619119378SHSOLE 1937800UNION PAC CORPCOM90781810850540256716SHSOLE 25671600UNION PAC CORPCOM907818108374018995SHDFND41899500UNION PAC CORPCOM9078181082321179SHDFND3000UNION PAC CORPCOM9078181081455373922SHDFND 7392200UNITED AIRLS HLDGS INCCOM9100471092547306SHDFND4730600UNITED AIRLS HLDGS INCCOM91004710916492474595SHSOLE 47459500UNITED PARCEL SERVICE INCCL B911312106379222760SHDFND42276000UNITED PARCEL SERVICE INCCL B91131210631558189392SHSOLE 18939200UNITED RENTALS INCCOM9113631093512014SHDFND4201400UNITED RENTALS INCCOM9113631092431392SHSOLE 139200UNITED THERAPEUTICS CORP DELCOM91307C1025325268SHSOLE 524000UNITEDHEALTH GROUP INCCOM91324P102825926492SHDFND42649200UNITEDHEALTH GROUP INCCOM91324P102189154606708SHSOLE 64172300UNITEDHEALTH GROUP INCCOM91324P1028082592SHDFND3000UNIVAR SOLUTIONS USA INCCOM91336L1072537150277SHSOLE 15053700UNIVERSAL HLTH SVCS INCCL B9139031002512350SHDFND4235000UNIVERSAL HLTH SVCS INCCL B913903100250323392SHSOLE 2339200US BANCORP DELCOM NEW902973304158544220SHDFND44422000US BANCORP DELCOM NEW90297330424580685630SHSOLE 68563000V F CORPCOM91820410872310289SHDFND41028900V F CORPCOM918204108223131759SHSOLE 3175900VAIL RESORTS INCCOM91879Q1091904389000SHSOLE 8900000VALE S ASPONSORED ADS91912E10516815879SHDFND51587900VALERO ENERGY CORPCOM91913Y100955802206374SHSOLE 220504600VALERO ENERGY CORPCOM91913Y10056813102SHDFND41310200VALMONT INDS INCCOM9202531015364316SHSOLE 431600VALVOLINE INCCOM92047W10116322857224SHSOLE 85722400VANECK VECTORS ETF TRGOLD MINERS ETF92189F10614215363054SHSOLE 35525400VANECK VECTORS ETF TRGOLD MINERS ETF92189F10617622450000SHCallDFND 45000000VANECK VECTORS ETF TRGOLD MINERS ETF92189F10623492599900SHPutDFND 59990000VANECK VECTORS ETF TRFALLEN ANGEL HG92189F4371021953436282SHDFND5343628200VANECK VECTORS ETF TRJR GOLD MINERS E92189F791602891089037SHSOLE 108903700VANECK VECTORS ETF TRJR GOLD MINERS E92189F79155360100000SHCallDFND 10000000VANECK VECTORS ETF TRJR GOLD MINERS E92189F79111626210000SHPutDFND 21000000VANECK VECTORS ETF TRJP MORGAN MKTS92189H300348131128826SHDFND5112882600VANGUARD CHARLOTTE FDSINTL BD IDX ETF92203J407363962542SHDFND3000VANGUARD INDEX FDSVALUE ETF92290874441804400000SHSOLE 40000000VANGUARD INTL EQUITY INDEX FTT WRLD ST ETF92204274217101212066SHDFND521206600VANGUARD INTL EQUITY INDEX FFTSE EMR MKT ETF922042858331176572SHDFND57657200VANGUARD TAX-MANAGED INTL FDFTSE DEV MKT ETF921943858613501500000SHSOLE 150000000VANGUARD WORLD FDSINF TECH ETF92204A702173556557251SHDFND555725100VARIAN MED SYS INCCOM92220P1054392555SHDFND4255500VARIAN MED SYS INCCOM92220P1052332761356258SHSOLE 135625800VEDANTA LIMITEDSPONSORED ADR92242Y10067090700SHSOLE 9070000VEEVA SYS INCCL A COM9224751086042149SHSOLE 214900VENTAS INCCOM92276F10044310561SHDFND41056100VENTAS INCCOM92276F10067616112SHSOLE 2216000VERISIGN INCCOM92343E102249612186SHSOLE 1218600VERISK ANALYTICS INCCOM92345Y10635260190273SHSOLE 19025700VERISK ANALYTICS INCCOM92345Y1068324490SHDFND4449000VERISK ANALYTICS INCCOM92345Y106296015973SHDFND 1597300VERIZON COMMUNICATIONS INCCOM92343V1047955133719SHDFND413371900VERIZON COMMUNICATIONS INCCOM92343V104751051262481SHSOLE 126271400VERMILION ENERGY INCCOM92372510558502504774SHSOLE 250477400VERTEX PHARMACEUTICALS INCCOM92532F10019587197SHDFND4719700VERTEX PHARMACEUTICALS INCCOM92532F1002353886500SHSOLE 8648900VIACOMCBS INCCL B92556H20642315093SHDFND41509300VIACOMCBS INCCL B92556H20689932097SHSOLE 2458300VIPSHOP HOLDINGS LIMITEDSPONSORED ADS A92763W10317511167SHDFND 1116700VIRTU FINL INCCL A9282541012301100000SHSOLE 10000000VISA INCCOM CL A92826C8391193659687SHDFND 5968700VISA INCCOM CL A92826C83911815906SHDFND3000VISA INCCOM CL A92826C839942647135SHDFND44713500VISTRA CORPCOM92840M1023990211568SHSOLE 21655400VOYA FINANCIAL INCCOM92908910013338278284SHSOLE 27828400VULCAN MATLS COCOM9291601095153797SHDFND4379700VULCAN MATLS COCOM9291601091195088165SHSOLE 8816500WABTECCOM9297401083175115SHDFND4511500WABTECCOM9297401082644265SHSOLE 426500WALGREENS BOOTS ALLIANCE INCCOM93142710885123683SHDFND42368300WALGREENS BOOTS ALLIANCE INCCOM931427108275276615SHSOLE 7661500WALMART INCCOM93114210349764355683SHSOLE 19568300WALMART INCCOM931142103542338758SHDFND43875800WARRIOR MET COAL INCCOM93627C10129717362SHSOLE 1736200WASTE CONNECTIONS INCCOM94106B1011980551905706SHSOLE 190570600WASTE MGMT INC DELCOM94106L1093272889SHDFND3000WASTE MGMT INC DELCOM94106L109122310810SHDFND41081000WASTE MGMT INC DELCOM94106L10914768130491SHSOLE 13046500WATERS CORPCOM9418481033451765SHDFND4176500WATERS CORPCOM941848103629232155SHSOLE 3215500WATSCO INCCOM9426222001436061661SHSOLE 6166100WEBSTER FINL CORP CONNCOM947890109115443700SHSOLE 4370000WEC ENERGY GROUP INCCOM92939U10697310041SHDFND41004100WEC ENERGY GROUP INCCOM92939U106282229125SHSOLE 2998300WELLPOINT INCNOTE 2.750%10/194973VBG115042839986000PRNDFND 0399860000WELLS FARGO CO NEWCOM9497461018229350000SHPutDFND 35000000WELLS FARGO CO NEWCOM9497461019404400000SHCallDFND 40000000WELLS FARGO CO NEWCOM949746101926083939094SHSOLE 395757800WELLS FARGO CO NEWCOM94974610148220502SHDFND3000WELLS FARGO CO NEWCOM9497461012704115018SHDFND411501800WELLTOWER INCCOM95040Q10465211836SHDFND41183600WELLTOWER INCCOM95040Q10436237657780SHSOLE 65778000WEST PHARMACEUTICAL SVSC INCCOM9553061055622044SHDFND4204400WEST PHARMACEUTICAL SVSC INCCOM955306105999336351SHSOLE 3635100WESTERN ALLIANCE BANCORPCOM9576381093731118000SHSOLE 11800000WESTERN DIGITAL CORP.COM9581021053178682SHSOLE 868200WESTERN DIGITAL CORP.COM9581021053068384SHDFND4838400WESTERN UN COCOM959802109109150899SHSOLE 5089900WESTERN UN COCOM95980210928313193SHDFND41319300WESTROCK COCOM96145D1052848182SHDFND4818200WESTROCK COCOM96145D10589725809SHSOLE 2580900WEYERHAEUSER CO MTN BECOM NEW96216610459120707SHDFND42070700WEYERHAEUSER CO MTN BECOM NEW962166104151553119SHSOLE 5311900WHEATON PRECIOUS METALS CORPCOM9628791021855393782064SHSOLE 377996800WHIRLPOOL CORPCOM9633201063601957SHDFND4195700WHIRLPOOL CORPCOM96332010614728006SHSOLE 800600WHITE MTNS INS GROUP LTDCOMG9618E107492631SHSOLE 62800WILLIAMS COS INCCOM9694571005038256388SHSOLE 25638800WILLIAMS COS INCCOM96945710066533838SHDFND43383800WILLIS TOWERS WATSON PLC LTDSHSG9662910311645573SHDFND4557300WIPRO LTDSPON ADR 1 SH97651M10914530922SHDFND 3092200WISDOMTREE TREMG MKTS SMCAP97717W281100524300SHDFND 2430000WISDOMTREE TRINTL SMCAP DIV97717W7604126877SHDFND 687700WISDOMTREE TRJAPN HEDGE EQT97717W85158211878SHDFND51187800WISDOMTREE TRUS QTLY DIV GRT97717X66994319020SHDFND 1902000WIX COM LTDSHSM980681056692625SHDFND4262500WOODWARD INCCOM980745103113714179SHSOLE 1417900WORLD WRESTLING ENTMT INCCL A98156Q108360989171SHSOLE 8910700WORLD WRESTLING ENTMT INCNOTE 3.375%12/198156QAB497855528000PRNDFND 055280000WP CAREY INCCOM92936U1092183351SHSOLE 320600WPX ENERGY INCCOM98212B1031568320093SHSOLE 32040100WYNDHAM DESTINATIONS INCCOM98310W108153850000SHSOLE 5000000XCEL ENERGY INCCOM98389B100117617037SHDFND41703700XCEL ENERGY INCCOM98389B100342149539SHSOLE 5073900XEROX HOLDINGS CORPCOM NEW98421M10616144860097SHSOLE 91877000XILINX INCCOM9839191017086791SHDFND4679100XILINX INCCOM98391910121956210629SHSOLE 21062900XYLEM INCCOM98419M1004315119SHDFND4511900XYLEM INCCOM98419M100150517890SHSOLE 1789000YAMANA GOLD INCCOM98462Y10072611277413SHSOLE 127296100YPF SOCIEDAD ANONIMASPON ADR CL D984245100699195683SHSOLE 19568300YUM BRANDS INCCOM98849810120813227959SHSOLE 22795900YUM BRANDS INCCOM9884981017678406SHDFND4840600YUM CHINA HLDGS INCCOM98850P1092835344SHDFND 534400ZEBRA TECHNOLOGIES CORPORATICL A989207105444817620SHSOLE 1762000ZEBRA TECHNOLOGIES CORPORATICL A9892071053801505SHDFND4150500ZENDESK INCCOM98936J10110313100208SHSOLE 10020800ZIMMER BIOMET HOLDINGS INCCOM98956P1027815740SHDFND4574000ZIMMER BIOMET HOLDINGS INCCOM98956P102484435581SHSOLE 3558100ZIONS BANCORPORATION N ACOM98970110747616299SHSOLE 1629900ZOETIS INCCL A98978V103219013245SHDFND41324500ZOETIS INCCL A98978V10363892386356SHSOLE 38635600ZOOM VIDEO COMMUNICATIONS INCL A98980L1014545596690SHSOLE 9650100ZSCALER INCCOM98980G1025804120SHSOLE 409900ZYNGA INCCL A98986T108442184848507SHSOLE 484818900