Chief Compliance Officer

0001567619-22-019496.txt : 20221110 0001567619-22-019496.hdr.sgml : 20221110 20221110141123 ACCESSION NUMBER: 0001567619-22-019496 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20220930 FILED AS OF DATE: 20221110 DATE AS OF CHANGE: 20221110 EFFECTIVENESS DATE: 20221110 FILER: COMPANY DATA: COMPANY CONFORMED NAME: AGF Investments LLC CENTRAL INDEX KEY: 0001479598 IRS NUMBER: 271070018 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-17612 FILM NUMBER: 221376407 BUSINESS ADDRESS: STREET 1: 53 STATE STREET STREET 2: SUITE 1308 CITY: BOSTON STATE: MA ZIP: 02109 BUSINESS PHONE: 617-292-9801 MAIL ADDRESS: STREET 1: 53 STATE STREET STREET 2: SUITE 1308 CITY: BOSTON STATE: MA ZIP: 02109 FORMER COMPANY: FORMER CONFORMED NAME: FFCM LLC DATE OF NAME CHANGE: 20091229 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0001479598 XXXXXXXX 09-30-2022 09-30-2022 AGF Investments LLC

53 STATE STREET SUITE 1308 BOSTON MA 02109

13F COMBINATION REPORT 028-17612 0001157765 028-10049 AGF INVESTMENTS INC. N Heather Wahl Chief Compliance Officer 416-865-4244 /s/ Heather Wahl Toronto A6 11-10-2022 0 287 1090748 false INFORMATION TABLE 2 form13fInfoTable.xml John Hancock Multifactor Consumer Staples ETF ETF 47804J875 0 4 SH SOLE NONE 0 0 0 JPMorgan USD Emerging Markets Sovereign Bond ETF ETF 46641Q746 0 5 SH SOLE NONE 0 0 0 John Hancock Multifactor Utilities ETF ETF 47804J867 1 28 SH SOLE NONE 0 0 0 SPDR Portfolio Emerging Markets ETF ETF 78463X509 1 29 SH SOLE NONE 17 0 0 John Hancock Multifactor Consumer Discretionary ETF ETF 47804J305 2 41 SH SOLE NONE 0 0 0 John Hancock Multifactor Materials ETF ETF 47804J800 2 44 SH SOLE NONE 0 0 0 iShares iBoxx $ Investment Grade Corporate Bond ETF ETF 464287242 5 46 SH SOLE NONE 46 0 0 Xtrackers USD High Yield Corporate Bond ETF ETF 233051432 2 51 SH SOLE NONE 0 0 0 John Hancock Multifactor Energy ETF ETF 47804J701 2 53 SH SOLE NONE 0 0 0 John Hancock Multifactor Financials ETF ETF 47804J404 3 65 SH SOLE NONE 0 0 0 DTE Energy Co. COM 233331107 8 66 SH SOLE NONE 66 0 0 John Hancock Multifactor Industrials ETF ETF 47804J883 3 71 SH SOLE NONE 0 0 0 John Hancock Multifactor Media And Communications ETF ETF 47804J826 2 72 SH SOLE NONE 0 0 0 John Hancock Multifactor Technology ETF ETF 47804J602 5 73 SH SOLE NONE 0 0 0 John Hancock Multifactor Healthcare ETF ETF 47804J503 3 76 SH SOLE NONE 0 0 0 Microsoft Corp. COM 594918104 18 77 SH SOLE NONE 77 0 0 SPDR Dow Jones REIT ETF ETF 78464A607 9 107 SH SOLE NONE 107 0 0 Alerian ML ETF ETF 00162Q452 5 137 SH SOLE NONE 137 0 0 Atmos Energy Corp. COM 049560105 15 147 SH SOLE NONE 147 0 0 Grupo Aeroportuario del Sureste SAB de CV ADR ADR 40051E202 30 152 SH SOLE NONE 152 0 0 SPDR Portfolio Developed World ex-US ETF ETF 78463X889 4 153 SH SOLE NONE 78 0 0 SPDR S&P Global Infrastructure ETF ETF 78463X855 7 155 SH SOLE NONE 155 0 0 iShares Core U.S. Aggregate Bond ETF ETF 464287226 15 155 SH SOLE NONE 155 0 0 Cogent Communications Holdings Inc. COM 19239V302 9 180 SH SOLE NONE 180 0 0 SPDR Dow Jones International Real Estate ETF ETF 78463X863 5 194 SH SOLE NONE 194 0 0 SBA Communications Corp. REIT 78410G104 56 195 SH SOLE NONE 195 0 0 Amazon.com Inc. COM 023135106 23 201 SH SOLE NONE 201 0 0 iShares iBoxx $ High Yield Corporate Bond ETF ETF 464288513 15 205 SH SOLE NONE 205 0 0 iShares Core International Aggregate Bond ETF ETF 46435G672 10 207 SH SOLE NONE 0 0 0 Quanta Services Inc. COM 74762E102 27 210 SH SOLE NONE 210 0 0 Pinnacle West Capital Corp. COM 723484101 18 279 SH SOLE NONE 279 0 0 Brookfield Infrastructure Corp. COM 11275Q107 12 288 SH SOLE NONE 288 0 0 iShares Preferred & Income Securities ETF ETF 464288687 10 316 SH SOLE NONE 316 0 0 EnerSys COM 29275Y102 19 321 SH SOLE NONE 321 0 0 National Fuel Gas Co. COM 636180101 20 330 SH SOLE NONE 330 0 0 SPDR Portfolio Aggregate Bond ETF ETF 78464A649 8 338 SH SOLE NONE 150 0 0 SPDR Portfolio S&P 500 ETF ETF 78464A854 17 395 SH SOLE NONE 180 0 0 Alphabet Inc. COM 02079K107 39 407 SH SOLE NONE 0 0 0 Pembina Pipeline Corp. COM 706327103 13 426 SH SOLE NONE 426 0 0 AGFiQ Global Infrastructure ETF ETF 00110G606 10 433 SH SOLE NONE 0 0 0 OGE Energy Corp. COM 670837103 16 438 SH SOLE NONE 438 0 0 Eversource Energy COM 30040W108 37 477 SH SOLE NONE 477 0 0 Cheniere Energy Inc. COM 16411R208 83 498 SH SOLE NONE 498 0 0 Evergy Inc. COM 30034W106 31 522 SH SOLE NONE 522 0 0 The Southern Co. COM 842587107 38 552 SH SOLE NONE 552 0 0 Consolidated Edison Inc. COM 209115104 51 591 SH SOLE NONE 591 0 0 Sempra Energy COM 816851109 102 681 SH SOLE NONE 681 0 0 Avangrid Inc. COM 05351W103 30 726 SH SOLE NONE 726 0 0 Fortis Inc. COM 349553107 29 774 SH SOLE NONE 774 0 0 Clearway Energy Inc. COM 18539C204 28 876 SH SOLE NONE 876 0 0 White Mountains Insurance Group Ltd. COM G9618E107 1582 1214 SH SOLE NONE 912 0 0 Crown Castle Inc. REIT REIT 22822V101 178 1228 SH SOLE NONE 1228 0 0 American Tower Corp. REIT REIT 03027X100 298 1388 SH SOLE NONE 1388 0 0 Alleghany Corp. COM 017175100 1529 1822 SH SOLE NONE 1520 0 0 Energy Transfer LP MLP 29273V100 22 2014 SH SOLE NONE 2014 0 0 TC Energy Corp. COM 87807B107 81 2019 SH SOLE NONE 2019 0 0 O'Reilly Automotive Inc. COM 67103H107 1708 2428 SH SOLE NONE 1824 0 0 ONEOK Inc. COM 682680103 134 2613 SH SOLE NONE 2613 0 0 Algonquin Power & Utilities Corp. COM 015857105 33 3021 SH SOLE NONE 3021 0 0 AGFiQ US Market Neutral Anti-Beta Fund ETF 00110G408 66 3240 SH SOLE NONE 0 0 0 Citrix Systems Inc. COM 177376100 345 3322 SH SOLE NONE 3322 0 0 Fair Isaac Corp. COM 303250104 1376 3340 SH SOLE NONE 2736 0 0 Northrop Grumman Corp. COM 666807102 1571 3340 SH SOLE NONE 2736 0 0 Lockheed Martin Corp. COM 539830109 1524 3946 SH SOLE NONE 3040 0 0 Domino's Pizza Inc. COM 25754A201 1318 4250 SH SOLE NONE 3344 0 0 Mastercard Inc. COM 57636Q104 1381 4858 SH SOLE NONE 3952 0 0 Murphy USA Inc. COM 626755102 1586 5768 SH SOLE NONE 4560 0 0 CACI International Inc. COM 127190304 1585 6072 SH SOLE NONE 4864 0 0 Everest Re Group Ltd. COM G3223R108 1594 6072 SH SOLE NONE 4864 0 0 Lithia Motors Inc. COM 536797103 1303 6072 SH SOLE NONE 4864 0 0 NewMarket Corp. COM 651587107 1827 6072 SH SOLE NONE 4864 0 0 Vertex Pharmaceuticals Inc. COM 92532F100 1758 6072 SH SOLE NONE 4864 0 0 McDonald's Corp. COM 580135101 1471 6376 SH SOLE NONE 5168 0 0 Becton Dickinson and Co. COM 075887109 1489 6680 SH SOLE NONE 5472 0 0 Norfolk Southern Corp. COM 655844108 1407 6710 SH SOLE NONE 5472 0 0 Amgen Inc. COM 031162100 1642 7286 SH SOLE NONE 5776 0 0 General Dynamics Corp. COM 369550108 1546 7286 SH SOLE NONE 5776 0 0 Huntington Ingalls Industries Inc. COM 446413106 1614 7286 SH SOLE NONE 5776 0 0 L3Harris Technologies Inc. COM 502431109 1514 7286 SH SOLE NONE 5776 0 0 Union Pacific Corp. COM 907818108 1442 7404 SH SOLE NONE 5776 0 0 Cummins Inc. COM 231021106 1545 7590 SH SOLE NONE 6080 0 0 FedEx Corp. COM 31428X106 1127 7590 SH SOLE NONE 6080 0 0 FleetCor Technologies Inc. COM 339041105 1337 7590 SH SOLE NONE 6080 0 0 Enbridge Inc. COM 29250N105 282 7599 SH SOLE NONE 7599 0 0 Aspen Technology Inc. COM 29109X106 1880 7894 SH SOLE NONE 6384 0 0 Caterpillar Inc. COM 149123101 1445 8804 SH SOLE NONE 6992 0 0 Jack Henry and Associates Inc. COM 426281101 1605 8804 SH SOLE NONE 6992 0 0 Tractor Supply Co. COM 892356106 1636 8804 SH SOLE NONE 6992 0 0 Broadridge Financial Solutions Inc. COM 11133T103 1402 9716 SH SOLE NONE 7904 0 0 Waste Management Inc. COM 94106L109 1605 10018 SH SOLE NONE 7904 0 0 Chevron Corp. COM 166764100 1483 10322 SH SOLE NONE 8208 0 0 Johnson & Johnson COM 478160104 1686 10322 SH SOLE NONE 8208 0 0 The Travelers Cos. Inc. COM 89417E109 1581 10322 SH SOLE NONE 8208 0 0 Kinder Morgan Inc. COM 49456B101 173 10401 SH SOLE NONE 10401 0 0 Assurant Inc. COM 04621X108 1544 10626 SH SOLE NONE 8512 0 0 FTI Consulting Inc. COM 302941109 1761 10626 SH SOLE NONE 8512 0 0 Marriott International Inc. COM 571903202 1489 10626 SH SOLE NONE 8512 0 0 WEX Inc. COM 96208T104 1349 10626 SH SOLE NONE 8512 0 0 Jazz Pharmaceuticals plc COM G50871105 1457 10930 SH SOLE NONE 8816 0 0 Curtiss-Wright Corp. COM 231561101 1605 11536 SH SOLE NONE 9120 0 0 Biohaven Pharmaceutical Holding Co. Ltd. COM G11196105 1748 11560 SH SOLE NONE 9120 0 0 Republic Services Inc. COM 760759100 1611 11840 SH SOLE NONE 9424 0 0 The J M Smucker Co. COM 832696405 1627 11840 SH SOLE NONE 9424 0 0 Packaging Corp. of America COM 695156109 1364 12144 SH SOLE NONE 9728 0 0 RenaissanceRe Holdings Ltd. COM G7496G103 1748 12448 SH SOLE NONE 10032 0 0 The Hanover Insurance Group Inc. COM 410867105 1595 12448 SH SOLE NONE 10032 0 0 Concentrix Corp. COM 20602D101 1457 13054 SH SOLE NONE 10336 0 0 Electronic Arts Inc. COM 285512109 1510 13054 SH SOLE NONE 10336 0 0 International Business Machines Corp. COM 459200101 1551 13054 SH SOLE NONE 10336 0 0 Kimberly-Clark Corp. COM 494368103 1469 13054 SH SOLE NONE 10336 0 0 AutoNation Inc. COM 05329W102 1361 13358 SH SOLE NONE 10640 0 0 Helen of Troy Ltd. COM G4388N106 1288 13358 SH SOLE NONE 10640 0 0 Quest Diagnostics Inc. COM 74834L100 1639 13358 SH SOLE NONE 10640 0 0 Take-Two Interactive Software Inc. COM 874054109 1456 13358 SH SOLE NONE 10640 0 0 Global Payments Inc. COM 37940X102 1476 13662 SH SOLE NONE 10944 0 0 The Progressive Corp. COM 743315103 1588 13662 SH SOLE NONE 10944 0 0 CBOE Global Markets Inc. COM 12503M108 1629 13879 SH SOLE NONE 11161 0 0 Clean Harbors Inc. COM 184496107 1526 13879 SH SOLE NONE 11161 0 0 Penske Automotive Group Inc. COM 70959W103 1366 13879 SH SOLE NONE 11161 0 0 Valero Energy Corp. COM 91913Y100 1483 13879 SH SOLE NONE 11161 0 0 CF Industries Holdings Inc. COM 125269100 1394 14485 SH SOLE NONE 11465 0 0 CH Robinson Worldwide Inc. COM 12541W209 1424 14789 SH SOLE NONE 11769 0 0 RLI Corp. COM 749607107 1514 14789 SH SOLE NONE 11769 0 0 Yum! Brands Inc. COM 988498101 1605 15093 SH SOLE NONE 12073 0 0 Arrow Electronics Inc. COM 042735100 1447 15701 SH SOLE NONE 12681 0 0 Duke Energy Corp. COM 26441C204 1464 15739 SH SOLE NONE 12377 0 0 Neurocrine Biosciences Inc. COM 64125C109 1700 16003 SH SOLE NONE 12681 0 0 WEC Energy Group Inc. COM 92939U106 1455 16273 SH SOLE NONE 12681 0 0 Fiserv Inc. COM 337738108 1526 16307 SH SOLE NONE 12985 0 0 Bunge Ltd. COM G16962105 1372 16611 SH SOLE NONE 13289 0 0 Cincinnati Financial Corp. COM 172062101 1488 16611 SH SOLE NONE 13289 0 0 Exxon Mobil Corp. COM 30231G102 1477 16915 SH SOLE NONE 13593 0 0 Globe Life Inc. COM 37959E102 1686 16915 SH SOLE NONE 13593 0 0 American Electric Power Co. Inc. COM 025537101 1467 16974 SH SOLE NONE 13289 0 0 Booz Allen Hamilton Holding Corp. COM 099502106 1618 17521 SH SOLE NONE 13897 0 0 Leidos Holdings Inc. COM 525327102 1533 17521 SH SOLE NONE 13897 0 0 Royal Gold Inc. COM 780287108 1644 17521 SH SOLE NONE 13897 0 0 Akamai Technologies Inc. COM 00971T101 1456 18129 SH SOLE NONE 14505 0 0 Fidelity National Information Services Inc. COM 31620M106 1370 18129 SH SOLE NONE 14505 0 0 Science Applications International Corp. COM 808625107 1630 18433 SH SOLE NONE 14809 0 0 Merck & Co. Inc. COM 58933Y105 1640 19039 SH SOLE NONE 15113 0 0 LyondellBasell Industries NV COM N53745100 1456 19343 SH SOLE NONE 15417 0 0 Amdocs Ltd. COM G02602103 1561 19647 SH SOLE NONE 15721 0 0 Thor Industries Inc. COM 885160101 1375 19647 SH SOLE NONE 15721 0 0 WP Carey Inc. REIT REIT 92936U109 1371 19647 SH SOLE NONE 15721 0 0 Grand Canyon Education Inc. COM 38526M106 1641 19951 SH SOLE NONE 16025 0 0 QuidelOrtho Corp. COM 219798105 1469 20557 SH SOLE NONE 16329 0 0 Hasbro Inc. COM 418056107 1406 20861 SH SOLE NONE 16633 0 0 Selective Insurance Group Inc. COM 816300107 1698 20861 SH SOLE NONE 16633 0 0 Activision Blizzard Inc. COM 00507V109 1596 21469 SH SOLE NONE 17241 0 0 Tyson Foods Inc. COM 902494103 1415 21469 SH SOLE NONE 17241 0 0 Carter's Inc. COM 146229109 1447 22075 SH SOLE NONE 17545 0 0 General Mills Inc. COM 370334104 1691 22075 SH SOLE NONE 17545 0 0 Mirati Therapeutics Inc. COM 60468T105 1542 22075 SH SOLE NONE 17545 0 0 Welltower Inc. REIT REIT 95040Q104 1420 22075 SH SOLE NONE 17545 0 0 Kellogg Co. COM 487836108 1580 22683 SH SOLE NONE 18153 0 0 ManpowerGroup Inc. COM 56418H100 1467 22683 SH SOLE NONE 18153 0 0 Dolby Laboratories Inc. COM 25659T107 1498 22987 SH SOLE NONE 18457 0 0 Spire Inc. COM 84857L101 1433 22987 SH SOLE NONE 18457 0 0 Xcel Energy Inc. COM 98389B100 1471 22988 SH SOLE NONE 17849 0 0 Equity LifeStyle Properties Inc. REIT REIT 29472R108 1463 23289 SH SOLE NONE 18457 0 0 Prosperity Bancshares Inc. COM 743606105 1553 23289 SH SOLE NONE 18457 0 0 Incyte Corp. COM 45337C102 1572 23593 SH SOLE NONE 18761 0 0 Bristol-Myers Squibb Co. COM 110122108 1699 23897 SH SOLE NONE 19065 0 0 Commerce Bancshares Inc. COM 200525103 1581 23897 SH SOLE NONE 19065 0 0 Realty Income Corp. REIT REIT 756109104 1408 24201 SH SOLE NONE 19369 0 0 Omnicom Group Inc. COM 681919106 1546 24505 SH SOLE NONE 19673 0 0 Black Knight Inc. COM 09215C105 1625 25111 SH SOLE NONE 19977 0 0 CRISPR Therapeutics AG COM H17182108 1641 25111 SH SOLE NONE 19977 0 0 The Hartford Financial Services Group Inc. COM 416515104 1574 25415 SH SOLE NONE 20281 0 0 W. R. Berkley Corp. COM 084423102 1641 25415 SH SOLE NONE 20281 0 0 Wyndham Hotels and Resorts Inc. COM 98311A105 1559 25415 SH SOLE NONE 20281 0 0 Cognizant Technology Solutions Corp. COM 192446102 1495 26023 SH SOLE NONE 20889 0 0 Sonoco Products Co. COM 835495102 1476 26023 SH SOLE NONE 20889 0 0 HealthEquity Inc. COM 42226A107 1789 26629 SH SOLE NONE 21193 0 0 Service Corp. International COM 817565104 1538 26629 SH SOLE NONE 21193 0 0 Gilead Sciences Inc. COM 375558103 1661 26933 SH SOLE NONE 21497 0 0 MAXIMUS Inc. COM 577933104 1576 27237 SH SOLE NONE 21801 0 0 Ollie's Bargain Outlet Holdings Inc. COM 681116109 1421 27541 SH SOLE NONE 22105 0 0 Allete Inc. COM 018522300 1409 28147 SH SOLE NONE 22409 0 0 Baxter International Inc. COM 071813109 1598 29665 SH SOLE NONE 23625 0 0 Northwestern Corp. COM 668074305 1492 30273 SH SOLE NONE 24233 0 0 HF Sinclair Corp. COM 403949100 1679 31183 SH SOLE NONE 24841 0 0 Axis Capital Holdings Ltd. COM G0692U109 1548 31487 SH SOLE NONE 25145 0 0 BWX Technologies Inc. COM 05605H100 1601 31791 SH SOLE NONE 25449 0 0 Portland General Electric Co. COM 736508847 1395 32095 SH SOLE NONE 25753 0 0 Glacier Bancorp Inc. COM 37637Q105 1622 33005 SH SOLE NONE 26361 0 0 Hormel Foods Corp. COM 440452100 1500 33005 SH SOLE NONE 26361 0 0 Stericycle Inc. COM 858912108 1390 33005 SH SOLE NONE 26361 0 0 Campbell Soup Co. COM 134429109 1570 33309 SH SOLE NONE 26665 0 0 Gaming and Leisure Properties Inc. REIT REIT 36467J108 1474 33309 SH SOLE NONE 26665 0 0 Verint Systems Inc. COM 92343X100 1149 34219 SH SOLE NONE 27273 0 0 Mercury Systems Inc. COM 589378108 1402 34523 SH SOLE NONE 27577 0 0 Ventas Inc. REIT REIT 92276F100 1399 34827 SH SOLE NONE 27881 0 0 PNM Resources Inc. COM 69349H107 1634 35737 SH SOLE NONE 28489 0 0 Genpact Ltd. COM G3922B107 1578 36041 SH SOLE NONE 28793 0 0 Pfizer Inc. COM 717081103 1577 36041 SH SOLE NONE 28793 0 0 Arch Capital Group Ltd. COM G0450A105 1655 36345 SH SOLE NONE 29097 0 0 H&R Block Inc. COM 093671105 1546 36345 SH SOLE NONE 29097 0 0 Silgan Holdings Inc. COM 827048109 1528 36345 SH SOLE NONE 29097 0 0 Cisco Systems Inc. COM 17275R102 1478 36951 SH SOLE NONE 29401 0 0 National Retail Properties Inc. REIT REIT 637417106 1473 36951 SH SOLE NONE 29401 0 0 Avnet Inc. COM 053807103 1368 37863 SH SOLE NONE 30313 0 0 Newmont Corp. COM 651639106 1642 39077 SH SOLE NONE 31225 0 0 Royalty Pharma PLC COM G7709Q104 1570 39077 SH SOLE NONE 31225 0 0 Terminix Global Holdings Inc. COM 88087E100 1496 39077 SH SOLE NONE 31225 0 0 Verizon Communications Inc. COM 92343V104 1484 39077 SH SOLE NONE 31225 0 0 Avista Corp. COM 05379B107 1459 39381 SH SOLE NONE 31529 0 0 International Paper Co. COM 460146103 1248 39381 SH SOLE NONE 31529 0 0 Dell Technologies Inc. COM 24703L202 1387 40595 SH SOLE NONE 32441 0 0 Leggett and Platt Inc. COM 524660107 1436 43240 SH SOLE NONE 34482 0 0 Perrigo Co. PLC COM G97822103 1542 43240 SH SOLE NONE 34482 0 0 The Kraft Heinz Co. COM 500754106 1483 44454 SH SOLE NONE 35394 0 0 United Bankshares Inc. COM 909907107 1589 44454 SH SOLE NONE 35394 0 0 Southwest Airlines Co. COM 844741108 1390 45062 SH SOLE NONE 36002 0 0 Allison Transmission Holdings Inc. COM 01973R101 1532 45366 SH SOLE NONE 36306 0 0 Comcast Corp. COM 20030N101 1348 45972 SH SOLE NONE 36610 0 0 Foot Locker Inc. COM 344849104 1431 45972 SH SOLE NONE 36610 0 0 Premier Inc. COM 74051N102 1560 45972 SH SOLE NONE 36610 0 0 Conagra Brands Inc. COM 205887102 1569 48098 SH SOLE NONE 38434 0 0 Rollins Inc. COM 775711104 1700 49008 SH SOLE NONE 39042 0 0 The Williams Cos. Inc. COM 969457100 1439 50276 SH SOLE NONE 38434 0 0 Intel Corp. COM 458140100 1302 50526 SH SOLE NONE 40258 0 0 Mercury General Corp. COM 589400100 1453 51134 SH SOLE NONE 40866 0 0 Omega Healthcare Investors Inc. REIT REIT 681936100 1517 51438 SH SOLE NONE 41170 0 0 Flowserve Corp. COM 34354P105 1309 53866 SH SOLE NONE 42994 0 0 HP Inc. COM 40434L105 1342 53866 SH SOLE NONE 42994 0 0 MDU Resources Group Inc. COM 552690109 1482 54170 SH SOLE NONE 43298 0 0 Blackstone Mortgage Trust Inc. REIT 09257W100 1321 56598 SH SOLE NONE 45122 0 0 Organon & Co. COM 68622V106 1332 56902 SH SOLE NONE 45426 0 0 Huntsman Corp. COM 447011107 1404 57206 SH SOLE NONE 45730 0 0 Cousins Properties Inc. REIT REIT 222795502 1414 60546 SH SOLE NONE 48466 0 0 Gentex Corp. COM 371901109 1458 61152 SH SOLE NONE 48770 0 0 Healthpeak Properties Inc. REIT REIT 42250P103 1443 62974 SH SOLE NONE 50290 0 0 Equity Commonwealth REIT REIT 294628102 1549 63582 SH SOLE NONE 50898 0 0 Corporate Office Properties Trust REIT REIT 22002T108 1491 64188 SH SOLE NONE 51202 0 0 Baker Hughes Co. COM 05722G100 1352 64492 SH SOLE NONE 51506 0 0 Alkermes PLC COM G01767105 1535 68742 SH SOLE NONE 54850 0 0 Vir Biotechnology Inc. COM 92764N102 1331 69046 SH SOLE NONE 55154 0 0 Home Bancshares Inc. COM 436893200 1580 70173 SH SOLE NONE 55979 0 0 First Horizon Corp. COM 320517105 1683 73513 SH SOLE NONE 58715 0 0 NortonLifeLock Inc. COM 668771108 1499 74423 SH SOLE NONE 59323 0 0 Vontier Corp. COM 928881101 1249 74727 SH SOLE NONE 59627 0 0 Radian Group Inc. COM 750236101 1482 76853 SH SOLE NONE 61451 0 0 Tegna Inc. COM 87901J105 1633 78977 SH SOLE NONE 62971 0 0 Chegg Inc. COM 163092109 1837 87175 SH SOLE NONE 69659 0 0 Umpqua Holdings Corp. COM 904214103 1578 92335 SH SOLE NONE 73611 0 0 Exelixis Inc. COM 30161Q104 1453 92639 SH SOLE NONE 73915 0 0 AT&T Inc. COM 00206R102 1449 94461 SH SOLE NONE 75435 0 0 Physicians Realty Trust REIT REIT 71943U104 1465 97410 SH SOLE NONE 77780 0 0 Sabra Health Care REIT Inc. REIT 78573L106 1433 109250 SH SOLE NONE 87204 0 0 Elanco Animal Health Inc. COM 28414H103 1360 109554 SH SOLE NONE 87508 0 0 The Western Union Co. COM 959802109 1495 110768 SH SOLE NONE 88420 0 0 Dun & Bradstreet Holdings Inc. COM 26484T106 1429 115322 SH SOLE NONE 92068 0 0 Viavi Solutions Inc. COM 925550105 1513 115930 SH SOLE NONE 92676 0 0 Hewlett Packard Enterprise Co. COM 42824C109 1469 122608 SH SOLE NONE 97844 0 0 Utilities Select Sector SPDR ETF ETF 81369Y886 8870 135394 SH SOLE NONE 135375 0 0 Amcor PLC COM G0250X107 1455 135577 SH SOLE NONE 108397 0 0 New York Community Bancorp Inc. COM 649445103 1428 167366 SH SOLE NONE 133542 0 0 SPDR S&P Consumer Discretionary Select Sector ETF ETF 81369Y407 34273 240594 SH SOLE NONE 240554 0 0 Consumer Staples Select Sector SPDR ETF ETF 81369Y308 24074 360765 SH SOLE NONE 360705 0 0 Real Estate Select Sector SPDR ETF ETF 81369Y860 17692 491308 SH SOLE NONE 491225 0 0 Industrial Select Sector SPDR ETF ETF 81369Y704 53086 640823 SH SOLE NONE 640719 0 0 SPDR Bloomberg Barclays 1-3 Month T-Bill ETF ETF 78468R663 61942 676223 SH SOLE NONE 676223 0 0 Enphase Energy Inc. CCB 29355AAH0 866 750000 PRN SOLE NONE 750000 0 0 Materials Select Sector SPDR ETF ETF 81369Y100 53589 787958 SH SOLE NONE 787825 0 0 Health Care Select Sector SPDR ETF ETF 81369Y209 122731 1013386 SH SOLE NONE 1013217 0 0 SPDR S&P Energy Select Sector ETF ETF 81369Y506 73970 1027074 SH SOLE NONE 1026911 0 0 SPDR S&P Technology Select Sector ETF ETF 81369Y803 140446 1182403 SH SOLE NONE 1182209 0 0 Communication Services Select Sector SPDR Fund ETF 81369Y852 67936 1418585 SH SOLE NONE 1418350 0 0 Financial Select Sector SPDR ETF ETF 81369Y605 75749 2495042 SH SOLE NONE 2494635 0 0 Magnite Inc. CCB 55955DAB6 1850 2500000 PRN SOLE NONE 2500000 0 0 Livongo Health Inc. CCB 539183AA1 2669 3200000 PRN SOLE NONE 3200000 0 0 Beyond Meat Inc. CCB 08862EAB5 969 3250000 PRN SOLE NONE 2500000 0 0 Oak Street Health Inc. CCB 67181AAB3 2641 3450000 PRN SOLE NONE 3450000 0 0 Sunrun Inc. CCB 86771WAB1 2474 3500000 PRN SOLE NONE 3500000 0 0 Groupon Inc. CCB 399473AF4 2357 3750000 PRN SOLE NONE 3750000 0 0 LendingTree Inc. CCB 52603BAD9 2852 4000000 PRN SOLE NONE 4000000 0 0 Paratek Pharmaceuticals Inc. CCB 699374AB0 3538 4000000 PRN SOLE NONE 4000000 0 0 Pegasystems Inc. CCB 705573AB9 3215 4000000 PRN SOLE NONE 4000000 0 0 DISH Network Corp. CCB 25470MAD1 4059 4550000 PRN SOLE NONE 4550000 0 0 Invitae Corp. CCB 46185LAB9 3673 4600000 PRN SOLE NONE 4600000 0 0 Peloton Interactive Inc. CCB 70614WAB6 3350 5000000 PRN SOLE NONE 5000000 0 0 Wayfair Inc. CCB 94419LAD3 4573 5500000 PRN SOLE NONE 5500000 0 0 Pinduoduo Inc. CCB 722304AC6 5493 6124000 PRN SOLE NONE 6124000 0 0 Hello Group Inc. CCB 60879BAB3 6473 6883000 PRN SOLE NONE 6883000 0 0 Esperion Therapeutics Inc. CCB 29664WAB1 3872 7000000 PRN SOLE NONE 7000000 0 0