NPORT-P
false
0000826732
XXXXXXXX
S000047914
C000150500
C000150501
C000150502
Calamos Investment Trust/IL
811-05443
0000826732
3MM2UW658H6KOU4WEW86
2020 Calamos Court
Naperville
60563
6302457200
Calamos Hedged Equity Income Fund
S000047914
549300JM7NF9W7DL7A72
2021-10-31
2021-01-31
N
427083765.280000000000
24680729.930000000000
402403035.350000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
2096.020000000000
N
Aflac Inc
549300N0B7DOGLXWPP39
AFLAC INC
001055102
7850.0000000000
NS
USD
354663.0000000000
0.0881362636
Long
EC
CORP
US
N
1
N
N
N
AES Corp/The
2NUNNB7D43COUIRE5295
AES CORP
00130H105
27257.0000000000
NS
USD
664798.2300000000
0.1652070615
Long
EC
CORP
US
N
1
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206R102
96608.0000000000
NS
USD
2765887.0400000000
0.6873424893
Long
EC
CORP
US
N
1
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
ABBOTT LABORATORIES
002824100
19483.0000000000
NS
USD
2407903.9700000000
0.5983811648
Long
EC
CORP
US
N
1
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287Y109
24200.0000000000
NS
USD
2480016.0000000000
0.6163015142
Long
EC
CORP
US
N
1
N
N
N
Activision Blizzard Inc
549300TPQQDBP9GNOF40
ACTIVISION BLIZZARD INC
00507V109
8998.0000000000
NS
USD
818818.0000000000
0.2034820635
Long
EC
CORP
US
N
1
N
N
N
Adobe Inc
FU4LY2G4933NH2E1CP29
ADOBE INC
00724F101
6390.0000000000
NS
USD
2931540.3000000000
0.7285084958
Long
EC
CORP
US
N
1
N
N
N
Advanced Micro Devices Inc
R2I72C950HOYXII45366
ADVANCED MICRO DEVICES
007903107
32802.0000000000
NS
USD
2809163.2800000000
0.6980969409
Long
EC
CORP
US
N
1
N
N
N
Agilent Technologies Inc
QUIX8Y7A2WP0XRMW7G29
AGILENT TECHNOLOGIES INC
00846U101
16227.0000000000
NS
USD
1949998.5900000000
0.4845884396
Long
EC
CORP
US
N
1
N
N
N
Air Products and Chemicals Inc
7QEON6Y1RL5XR3R1W237
AIR PRODUCTS & CHEMICALS INC
009158106
4385.0000000000
NS
USD
1169742.6000000000
0.2906893083
Long
EC
CORP
US
N
1
N
N
N
Alexandria Real Estate Equities Inc
MGCJBT4MKTQBVLNUIS88
ALEXANDRIA REAL ESTATE EQUIT
015271109
3820.0000000000
NS
USD
638360.2000000000
0.1586370241
Long
CORP
US
N
1
N
N
N
Alexion Pharmaceuticals Inc
M1YXUUZR0EIMU8T0EM75
ALEXION PHARMACEUTICALS INC
015351109
8662.0000000000
NS
USD
1328144.4600000000
0.3300532907
Long
EC
CORP
US
N
1
N
N
N
Allstate Corp/The
OBT0W1ED8G0NWVOLOJ77
ALLSTATE CORP
020002101
6029.0000000000
NS
USD
646188.2200000000
0.1605823424
Long
EC
CORP
US
N
1
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
ALPHABET INC-CL C
02079K107
3963.0000000000
NS
USD
7275037.6200000000
1.8078982962
Long
EC
CORP
US
N
1
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
ALPHABET INC-CL A
02079K305
3902.0000000000
NS
USD
7130358.7200000000
1.7719445664
Long
EC
CORP
US
N
1
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC
02209S103
25980.0000000000
NS
USD
1067258.4000000000
0.2652212598
Long
EC
CORP
US
N
1
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
AMAZON.COM INC
023135106
5794.0000000000
NS
USD
18576722.8000000000
4.6164469867
Long
EC
CORP
US
N
1
N
N
N
American Electric Power Co Inc
1B4S6S7G0TW5EE83BO58
AMERICAN ELECTRIC POWER
025537101
10673.0000000000
NS
USD
863552.4300000000
0.2145988857
Long
EC
CORP
US
N
1
N
N
N
American Express Co
R4PP93JZOLY261QX3811
AMERICAN EXPRESS CO
025816109
8683.0000000000
NS
USD
1009485.5800000000
0.2508643055
Long
EC
CORP
US
N
1
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
AMERICAN INTERNATIONAL GROUP
026874784
26837.0000000000
NS
USD
1004777.2800000000
0.2496942597
Long
EC
CORP
US
N
1
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
AMERICAN TOWER CORP
03027X100
4800.0000000000
NS
USD
1091328.0000000000
0.2712027257
Long
CORP
US
N
1
N
N
N
Ameriprise Financial Inc
6ZLKQF7QB6JAEKQS5388
AMERIPRISE FINANCIAL INC
03076C106
3693.0000000000
NS
USD
730733.9100000000
0.1815925442
Long
EC
CORP
US
N
1
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
AMGEN INC
031162100
5479.0000000000
NS
USD
1322794.9700000000
0.3287239046
Long
EC
CORP
US
N
1
N
N
N
Amphenol Corp
549300D3L3G0R4U4VT04
AMPHENOL CORP-CL A
032095101
5802.0000000000
NS
USD
724553.7600000000
0.1800567333
Long
EC
CORP
US
N
1
N
N
N
Johnson Controls International plc
549300XQ6S1GYKGBL205
JOHNSON CONTROLS INTERNATION
G51502105
12133.0000000000
NS
USD
604466.0600000000
0.1502140906
Long
EC
CORP
US
N
1
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833100
200526.0000000000
NS
USD
26461410.9600000000
6.5758477535
Long
EC
CORP
US
N
1
N
N
N
Applied Materials Inc
41BNNE1AFPNAZELZ6K07
APPLIED MATERIALS INC
038222105
31809.0000000000
NS
USD
3075294.1200000000
0.7642323367
Long
EC
CORP
US
N
1
N
N
N
Linde PLC
8945002PAZHZLBGKGF02
LINDE PLC
G5494J103
9798.0000000000
NS
USD
2404429.2000000000
0.5975176599
Long
EC
CORP
GB
N
1
N
N
N
Medtronic PLC
549300GX3ZBSQWUXY261
MEDTRONIC PLC
G5960L103
18891.0000000000
NS
USD
2103135.0300000000
0.5226439279
Long
EC
CORP
IE
N
1
N
N
N
Archer-Daniels-Midland Co
549300LO13MQ9HYSTR83
ARCHER-DANIELS-MIDLAND CO
039483102
11453.0000000000
NS
USD
572764.5300000000
0.1423360362
Long
EC
CORP
US
N
1
N
N
N
Assurant Inc
H3F39CAXWQRVWURFXL38
ASSURANT INC
04621X108
5545.0000000000
NS
USD
751181.1500000000
0.1866738280
Long
EC
CORP
US
N
1
N
N
N
Autodesk Inc
FRKKVKAIQEF3FCSTPG55
AUTODESK INC
052769106
3765.0000000000
NS
USD
1044523.9500000000
0.2595715882
Long
EC
CORP
US
N
1
N
N
N
Automatic Data Processing Inc
HGBOLILQXWER4SAL2I23
AUTOMATIC DATA PROCESSING
053015103
7560.0000000000
NS
USD
1248307.2000000000
0.3102131670
Long
EC
CORP
US
N
1
N
N
N
Aptiv PLC
N/A
APTIV PLC
G6095L109
8911.0000000000
NS
USD
1190509.6000000000
0.2958500547
Long
EC
CORP
IE
N
1
N
N
N
Pentair PLC
549300EVR9D56WPSRP15
PENTAIR PLC
G7S00T104
9411.0000000000
NS
USD
512523.0600000000
0.1273656049
Long
EC
CORP
GB
N
1
N
N
N
Chubb Ltd
E0JAN6VLUDI1HITHT809
CHUBB LTD
H1467J104
6117.0000000000
NS
USD
891063.3900000000
0.2214355538
Long
EC
CORP
CH
N
1
N
N
N
TE Connectivity Ltd
894500ZRIX9K13RHXR17
TE CONNECTIVITY LTD
H84989104
4844.0000000000
NS
USD
583217.6000000000
0.1449336980
Long
EC
CORP
CH
N
1
N
N
N
AvalonBay Communities Inc
K9G90K85RBWD2LAGQX17
AVALONBAY COMMUNITIES INC
053484101
3511.0000000000
NS
USD
574645.3700000000
0.1428034382
Long
CORP
US
N
1
N
N
N
Avery Dennison Corp
549300PW7VPFCYKLIV37
AVERY DENNISON CORP
053611109
3582.0000000000
NS
USD
540416.3400000000
0.1342972822
Long
EC
CORP
US
N
1
N
N
N
Royal Caribbean Cruises Ltd
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN CRUISES LTD
V7780T103
9950.0000000000
NS
USD
646750.0000000000
0.1607219487
Long
EC
CORP
US
N
1
N
N
N
Ball Corp
0BGI85ALH27ZJP15DY16
BALL CORP
058498106
10193.0000000000
NS
USD
897187.8600000000
0.2229575279
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
060505104
149086.0000000000
NS
USD
4420399.9000000000
1.0985006354
Long
EC
CORP
US
N
1
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
BANK OF NEW YORK MELLON CORP
064058100
13681.0000000000
NS
USD
544914.2300000000
0.1354150397
Long
EC
CORP
US
N
1
N
N
N
Baxter International Inc
J5OIVXX3P24RJRW5CK77
BAXTER INTERNATIONAL INC
071813109
17235.0000000000
NS
USD
1324165.0500000000
0.3290643792
Long
EC
CORP
US
N
1
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON AND CO
075887109
4576.0000000000
NS
USD
1197951.0400000000
0.2976993051
Long
EC
CORP
US
N
1
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
BERKSHIRE HATHAWAY INC-CL B
084670702
24847.0000000000
NS
USD
5661885.8900000000
1.4070186834
Long
EC
CORP
US
N
1
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
BIOGEN INC
09062X103
2849.0000000000
NS
USD
805155.8900000000
0.2000869326
Long
EC
CORP
US
N
1
N
N
N
BlackRock Inc
549300LRIF3NWCU26A80
BLACKROCK INC
09247X101
1419.0000000000
NS
USD
995087.9400000000
0.2472863902
Long
EC
CORP
US
N
1
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
BOEING CO/THE
097023105
7134.0000000000
NS
USD
1385351.4600000000
0.3442696347
Long
EC
CORP
US
N
1
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
BOOKING HOLDINGS INC
09857L108
504.0000000000
NS
USD
979942.3200000000
0.2435225965
Long
EC
CORP
US
N
1
N
N
N
Boston Scientific Corp
Y6ZDD9FP4P8JSSJMW954
BOSTON SCIENTIFIC CORP
101137107
17979.0000000000
NS
USD
637175.7600000000
0.1583426823
Long
EC
CORP
US
N
1
N
N
N
Bristol Myers Squibb Co
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO
110122108
35076.0000000000
NS
USD
2154718.6800000000
0.5354628297
Long
EC
CORP
US
N
1
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
BROADCOM INC
11135F101
5966.0000000000
NS
USD
2687683.0000000000
0.6679082323
Long
EC
CORP
US
N
1
N
N
N
Cboe Global Markets Inc
529900RLNSGA90UPEH54
CBOE GLOBAL MARKETS INC
12503M108
9433.0000000000
NS
USD
865289.0900000000
0.2150304580
Long
EC
CORP
US
N
1
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
CIGNA CORP
125523100
3780.0000000000
NS
USD
820449.0000000000
0.2038873786
Long
EC
CORP
US
N
1
N
N
N
CME Group Inc
LCZ7XYGSLJUHFXXNXD88
CME GROUP INC
12572Q105
2954.0000000000
NS
USD
536859.9600000000
0.1334134966
Long
EC
CORP
US
N
1
N
N
N
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS ENERGY CORP
125896100
9929.0000000000
NS
USD
564761.5200000000
0.1403472316
Long
EC
CORP
US
N
1
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX CORP
126408103
18644.0000000000
NS
USD
1598816.2200000000
0.3973171372
Long
EC
CORP
US
N
1
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS HEALTH CORP
126650100
16720.0000000000
NS
USD
1197988.0000000000
0.2977084899
Long
EC
CORP
US
N
1
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP
14040H105
19050.0000000000
NS
USD
1986153.0000000000
0.4935730662
Long
EC
CORP
US
N
1
N
N
N
Carnival Corp
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP
143658300
9294.0000000000
NS
USD
173518.9800000000
0.0431206936
Long
EC
CORP
US
N
1
N
N
N
Carrier Global Corp
549300JE3W6CWY2NAN77
CARRIER GLOBAL CORP
14448C104
9936.0000000000
NS
USD
382536.0000000000
0.0950629012
Long
EC
CORP
US
N
1
N
N
N
Caterpillar Inc
WRJR7GS4GTRECRRTVX92
CATERPILLAR INC
149123101
11278.0000000000
NS
USD
2062069.5200000000
0.5124388583
Long
EC
CORP
US
N
1
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
CENTENE CORP
15135B101
8899.0000000000
NS
USD
536609.7000000000
0.1333513052
Long
EC
CORP
US
N
1
N
N
N
Charter Communications Inc
0J0XRGZE3PBRFEZ7MV65
CHARTER COMMUNICATIONS INC-A
16119P108
2582.0000000000
NS
USD
1568719.9200000000
0.3898379938
Long
EC
CORP
US
N
1
N
N
N
Chevron Corp
N/A
CHEVRON CORP
166764100
31103.0000000000
NS
USD
2649975.6000000000
0.6585376767
Long
EC
CORP
US
N
1
N
N
N
Church & Dwight Co Inc
POOXSI30AWAQGYJZC921
CHURCH & DWIGHT CO INC
171340102
7347.0000000000
NS
USD
620307.2100000000
0.1541507284
Long
EC
CORP
US
N
1
N
N
N
Cisco Systems Inc/Delaware
N/A
CISCO SYSTEMS INC
17275R102
73325.0000000000
NS
USD
3268828.5000000000
0.8123269988
Long
EC
CORP
US
N
1
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967424
32513.0000000000
NS
USD
1885428.8700000000
0.4685424076
Long
EC
CORP
US
N
1
N
N
N
Citrix Systems Inc
HCTKJGUQOPZ5NBK7NP58
CITRIX SYSTEMS INC
177376100
4972.0000000000
NS
USD
662817.3200000000
0.1647147913
Long
EC
CORP
US
N
1
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
COCA-COLA CO/THE
191216100
55934.0000000000
NS
USD
2693222.1000000000
0.6692847378
Long
EC
CORP
US
N
1
N
N
N
Cognizant Technology Solutions Corp
5493006IEVQEFQO40L83
COGNIZANT TECH SOLUTIONS-A
192446102
9061.0000000000
NS
USD
706304.9500000000
0.1755217749
Long
EC
CORP
US
N
1
N
N
N
Colgate-Palmolive Co
YMEGZFW4SBUSS5BQXF88
COLGATE-PALMOLIVE CO
194162103
11066.0000000000
NS
USD
863148.0000000000
0.2144983820
Long
EC
CORP
US
N
1
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP-CLASS A
20030N101
64224.0000000000
NS
USD
3183583.6800000000
0.7911430582
Long
EC
CORP
US
N
1
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
CONOCOPHILLIPS
20825C104
25705.0000000000
NS
USD
1028971.1500000000
0.2557066075
Long
EC
CORP
US
N
1
N
N
N
Consolidated Edison Inc
54930033SBW53OO8T749
CONSOLIDATED EDISON INC
209115104
8313.0000000000
NS
USD
588394.1400000000
0.1462201048
Long
EC
CORP
US
N
1
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
CONSTELLATION BRANDS INC-A
21036P108
3546.0000000000
NS
USD
747957.7800000000
0.1858727977
Long
EC
CORP
US
N
1
N
N
N
Corteva Inc
549300WZN9I2QKLS0O94
CORTEVA INC
22052L104
12497.0000000000
NS
USD
498130.4200000000
0.1237889321
Long
EC
CORP
US
N
1
N
N
N
Costco Wholesale Corp
29DX7H14B9S6O3FD6V18
COSTCO WHOLESALE CORP
22160K105
4517.0000000000
NS
USD
1591926.3100000000
0.3956049458
Long
EC
CORP
US
N
1
N
N
N
Crown Castle International Corp
54930012H97VSM0I2R19
CROWN CASTLE INTL CORP
22822V101
4764.0000000000
NS
USD
758714.6400000000
0.1885459535
Long
CORP
US
N
1
N
N
N
DR Horton Inc
529900ZIUEYVSB8QDD25
DR HORTON INC
23331A109
12158.0000000000
NS
USD
933734.4000000000
0.2320396016
Long
EC
CORP
US
N
1
N
N
N
Danaher Corp
S4BKK9OTCEWQ3YHPFM11
DANAHER CORP
235851102
6683.0000000000
NS
USD
1589484.7200000000
0.3949981934
Long
EC
CORP
US
N
1
N
N
N
Darden Restaurants Inc
CY1NFSCCB5GUXC7WZC70
DARDEN RESTAURANTS INC
237194105
3913.0000000000
NS
USD
457390.5700000000
0.1136647912
Long
EC
CORP
US
N
1
N
N
N
Deere & Co
PWFTNG3EI0Y73OXWDH08
DEERE & CO
244199105
3802.0000000000
NS
USD
1098017.6000000000
0.2728651386
Long
EC
CORP
US
N
1
N
N
N
Delta Air Lines Inc
Q2CCMS6R0AS67HJMBN42
DELTA AIR LINES INC
247361702
16895.0000000000
NS
USD
641334.2000000000
0.1593760841
Long
EC
CORP
US
N
1
N
N
N
Digital Realty Trust Inc
549300HKCZ31D08NEI41
DIGITAL REALTY TRUST INC
253868103
3799.0000000000
NS
USD
546866.0500000000
0.1359000808
Long
CORP
US
N
1
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
WALT DISNEY CO/THE
254687106
25620.0000000000
NS
USD
4308515.4000000000
1.0706965459
Long
EC
CORP
US
N
1
N
N
N
Discover Financial Services
Z1YLO2USPORE63VVUL20
DISCOVER FINANCIAL SERVICES
254709108
6029.0000000000
NS
USD
503662.6600000000
0.1251637328
Long
EC
CORP
US
N
1
N
N
N
Dollar General Corp
OPX52SQVOZI8IVSWYU66
DOLLAR GENERAL CORP
256677105
3535.0000000000
NS
USD
687946.3500000000
0.1709595330
Long
EC
CORP
US
N
1
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY INC
25746U109
9830.0000000000
NS
USD
716508.7000000000
0.1780574790
Long
EC
CORP
US
N
1
N
N
N
Dow Inc
5493003S21INSLK2IP73
DOW INC
260557103
12495.0000000000
NS
USD
648490.5000000000
0.1611544752
Long
EC
CORP
US
N
1
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP
26441C204
13593.0000000000
NS
USD
1277742.0000000000
0.3175279229
Long
EC
CORP
US
N
1
N
N
N
DuPont de Nemours Inc
5493004JF0SDFLM8GD76
DUPONT DE NEMOURS INC
26614N102
12492.0000000000
NS
USD
992489.4000000000
0.2466406346
Long
EC
CORP
US
N
1
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG RESOURCES INC
26875P101
5629.0000000000
NS
USD
286853.8400000000
0.0712852078
Long
EC
CORP
US
N
1
N
N
N
eBay Inc
OML71K8X303XQONU6T67
EBAY INC
278642103
13656.0000000000
NS
USD
771700.5600000000
0.1917730465
Long
EC
CORP
US
N
1
N
N
N
Edison International
549300I7ROF15MAEVP56
EDISON INTERNATIONAL
281020107
6015.0000000000
NS
USD
349832.4000000000
0.0869358253
Long
EC
CORP
US
N
1
N
N
N
Edwards Lifesciences Corp
YA13X31F3V31L8TMPR58
EDWARDS LIFESCIENCES CORP
28176E108
8083.0000000000
NS
USD
667494.1400000000
0.1658770142
Long
EC
CORP
US
N
1
N
N
N
Emerson Electric Co
FGLT0EWZSUIRRITFOA30
EMERSON ELECTRIC CO
291011104
14928.0000000000
NS
USD
1184536.8000000000
0.2943657716
Long
EC
CORP
US
N
1
N
N
N
Entergy Corp
4XM3TW50JULSLG8BNC79
ENTERGY CORP
29364G103
6086.0000000000
NS
USD
580178.3800000000
0.1441784303
Long
EC
CORP
US
N
1
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
EQUINIX INC
29444U700
879.0000000000
NS
USD
650424.8400000000
0.1616351724
Long
CORP
US
N
1
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
EXELON CORP
30161N101
8383.0000000000
NS
USD
348397.4800000000
0.0865792376
Long
EC
CORP
US
N
1
N
N
N
Expedia Group Inc
N/A
EXPEDIA GROUP INC
30212P303
5425.0000000000
NS
USD
673242.5000000000
0.1673055223
Long
EC
CORP
US
N
1
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP
30231G102
34242.0000000000
NS
USD
1535411.2800000000
0.3815605612
Long
EC
CORP
US
N
1
N
N
N
FLIR Systems Inc
VOBD35NEPH6WISIRTJ85
FLIR SYSTEMS INC
302445101
7485.0000000000
NS
USD
389594.2500000000
0.0968169263
Long
EC
CORP
US
N
1
N
N
N
Facebook Inc
BQ4BKCS1HXDV9HN80Z93
FACEBOOK INC-CLASS A
30303M102
38870.0000000000
NS
USD
10041287.1000000000
2.4953308544
Long
EC
CORP
US
N
1
N
N
N
Federal Realty Investment Trust
549300LI6XZ51GOCJ427
FEDERAL REALTY INVS TRUST
313747206
3399.0000000000
NS
USD
297616.4400000000
0.0739597900
Long
CORP
US
N
1
N
N
N
FedEx Corp
549300E707U7WNPZN687
FEDEX CORP
31428X106
2842.0000000000
NS
USD
668836.2800000000
0.1662105455
Long
EC
CORP
US
N
1
N
N
N
First Republic Bank/CA
YWC0TIKBQM2JV8L4IV08
FIRST REPUBLIC BANK/CA
33616C100
6983.0000000000
NS
USD
1012465.1700000000
0.2516047547
Long
EC
CORP
US
N
1
N
N
N
Fiserv Inc
GI7UBEJLXYLGR2C7GV83
FISERV INC
337738108
8961.0000000000
NS
USD
920205.0900000000
0.2286774724
Long
EC
CORP
US
N
1
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FIRSTENERGY CORP
337932107
13766.0000000000
NS
USD
423442.1600000000
0.1052283713
Long
EC
CORP
US
N
1
N
N
N
Ford Motor Co
20S05OYHG0MQM4VUIC57
FORD MOTOR CO
345370860
53110.0000000000
NS
USD
559248.3000000000
0.1389771574
Long
EC
CORP
US
N
1
N
N
N
Fortune Brands Home & Security Inc
54930032LHW54PQUJD44
FORTUNE BRANDS HOME & SECURI
34964C106
8107.0000000000
NS
USD
699228.7500000000
0.1737632892
Long
EC
CORP
US
N
1
N
N
N
Fox Corp
549300DDU6FDRBIELS05
FOX CORP - CLASS A
35137L105
11309.0000000000
NS
USD
352614.6200000000
0.0876272267
Long
EC
CORP
US
N
1
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
FREEPORT-MCMORAN INC
35671D857
35226.0000000000
NS
USD
947931.6600000000
0.2355677211
Long
EC
CORP
US
N
1
N
N
N
Arthur J Gallagher & Co
54930049QLLMPART6V29
ARTHUR J GALLAGHER & CO
363576109
6723.0000000000
NS
USD
775901.4300000000
0.1928169924
Long
EC
CORP
US
N
1
N
N
N
Gartner Inc
PP55B5R38BFB8O8HH686
GARTNER INC
366651107
3339.0000000000
NS
USD
507227.4900000000
0.1260496183
Long
EC
CORP
US
N
1
N
N
N
Tesla Inc
54930043XZGB27CTOV49
TESLA INC
88160RAG6
575000.0000000000
PA
USD
7342836.2500000000
1.8247467352
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
2.000
N
N
N
N
Y
TESLA INC
TESLA INC
USD
XXXX
N
N
S & P 500 INDEX
N/A
S & P 500 INDEX
N/A
400.0000000000
NC
USD
1000.0000000000
0.0002485071
N/A
DE
US
N
1
The Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Purchased
S & P 500 INDEX
S & P 500 INDEX
100
4000.000000000000
USD
2021-01-29
XXXX
-436494.2800000000
N
N
N
S & P 500 INDEX
N/A
S & P 500 INDEX
N/A
175.0000000000
NC
USD
412125.0000000000
0.1024159770
N/A
DE
US
N
1
The Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Purchased
S & P 500 INDEX
S & P 500 INDEX
100
4000.000000000000
USD
2021-03-31
XXXX
-41441.2600000000
N
N
N
S & P 500 INDEX
N/A
S & P 500 INDEX
N/A
-225.0000000000
NC
USD
-7047000.0000000000
-1.7512293350
N/A
DE
US
N
1
The Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
S & P 500 INDEX
S & P 500 INDEX
100
3400.000000000000
USD
2021-01-29
XXXX
-3953453.0400000000
N
N
N
S & P 500 INDEX
N/A
S & P 500 INDEX
N/A
225.0000000000
NC
USD
4500.0000000000
0.0011182818
N/A
DE
US
N
1
The Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Purchased
S & P 500 INDEX
S & P 500 INDEX
100
3500.000000000000
USD
2021-01-29
XXXX
-1154003.0400000000
N
N
N
S & P 500 INDEX
N/A
S & P 500 INDEX
N/A
-375.0000000000
NC
USD
-6738750.0000000000
-1.6746270301
N/A
DE
US
N
1
The Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
S & P 500 INDEX
S & P 500 INDEX
100
3800.000000000000
USD
2021-06-30
XXXX
-556213.3900000000
N
N
N
S & P 500 INDEX
N/A
S & P 500 INDEX
N/A
-100.0000000000
NC
USD
-1000500.0000000000
-0.2486313253
N/A
DE
US
N
1
The Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
S & P 500 INDEX
S & P 500 INDEX
100
3800.000000000000
USD
2021-03-31
XXXX
-80398.5800000000
N
N
N
S & P 500 INDEX
N/A
S & P 500 INDEX
N/A
-20.0000000000
NC
USD
-455700.0000000000
-0.1132446726
N/A
DE
US
N
1
The Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
S & P 500 INDEX
S & P 500 INDEX
100
3600.000000000000
USD
2021-03-31
XXXX
-27149.3400000000
N
N
N
S & P 500 INDEX
N/A
S & P 500 INDEX
N/A
250.0000000000
NC
USD
1875.0000000000
0.0004659508
N/A
DE
US
N
1
The Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Purchased
S & P 500 INDEX
S & P 500 INDEX
100
3300.000000000000
USD
2021-01-29
XXXX
-273933.9300000000
N
N
N
S & P 500 INDEX
N/A
S & P 500 INDEX
N/A
-150.0000000000
NC
USD
-4528500.0000000000
-1.1253642747
N/A
DE
US
N
1
The Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
S & P 500 INDEX
S & P 500 INDEX
100
3500.000000000000
USD
2021-03-31
XXXX
128964.6400000000
N
N
N
S & P 500 INDEX
N/A
S & P 500 INDEX
N/A
-235.0000000000
NC
USD
-748475.0000000000
-0.1860013306
N/A
DE
US
N
1
The Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Written
S & P 500 INDEX
S & P 500 INDEX
100
3000.000000000000
USD
2021-03-31
XXXX
-224035.3900000000
N
N
N
S & P 500 INDEX
N/A
S & P 500 INDEX
N/A
235.0000000000
NC
USD
1921125.0000000000
0.4774131483
N/A
DE
US
N
1
The Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Purchased
S & P 500 INDEX
S & P 500 INDEX
100
3400.000000000000
USD
2021-03-31
XXXX
484864.6100000000
N
N
N
S & P 500 INDEX
N/A
S & P 500 INDEX
N/A
100.0000000000
NC
USD
303500.0000000000
0.0754218963
N/A
DE
US
N
1
The Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Purchased
S & P 500 INDEX
S & P 500 INDEX
100
3400.000000000000
USD
2021-02-19
XXXX
69176.4300000000
N
N
N
S & P 500 INDEX
N/A
S & P 500 INDEX
N/A
-20.0000000000
NC
USD
-79400.0000000000
-0.0197314615
N/A
DE
US
N
1
The Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
S & P 500 INDEX
S & P 500 INDEX
100
3800.000000000000
USD
2021-02-19
XXXX
77535.2800000000
N
N
N
S & P 500 INDEX
N/A
S & P 500 INDEX
N/A
150.0000000000
NC
USD
111000.0000000000
0.0275842850
N/A
DE
US
N
1
The Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Purchased
S & P 500 INDEX
S & P 500 INDEX
100
3000.000000000000
USD
2021-02-19
XXXX
34014.6400000000
N
N
N
S & P 500 INDEX
N/A
S & P 500 INDEX
N/A
250.0000000000
NC
USD
49375.0000000000
0.0122700367
N/A
DE
US
N
1
The Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Purchased
S & P 500 INDEX
S & P 500 INDEX
100
4000.000000000000
USD
2021-02-19
XXXX
-251433.9300000000
N
N
N
S & P 500 INDEX
N/A
S & P 500 INDEX
N/A
-20.0000000000
NC
USD
-305200.0000000000
-0.0758443583
N/A
DE
US
N
1
The Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
S & P 500 INDEX
S & P 500 INDEX
100
3850.000000000000
USD
2021-06-30
XXXX
79595.2800000000
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & CO
949746101
48635.0000000000
NS
USD
1453213.8000000000
0.3611339061
Long
EC
CORP
US
N
1
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
WELLTOWER INC
95040Q104
8949.0000000000
NS
USD
542309.4000000000
0.1347677210
Long
CORP
US
N
1
N
N
N
Western Digital Corp
549300QQXOOYEF89IC56
WESTERN DIGITAL CORP
958102105
4918.0000000000
NS
USD
277522.7400000000
0.0689663635
Long
EC
CORP
US
N
1
N
N
N
Western Union Co/The
28ID94QU1140NC23S047
WESTERN UNION CO
959802109
22789.0000000000
NS
USD
507511.0300000000
0.1261200800
Long
EC
CORP
US
N
1
N
N
N
General Dynamics Corp
9C1X8XOOTYY2FNYTVH06
GENERAL DYNAMICS CORP
369550108
3301.0000000000
NS
USD
484190.6800000000
0.1203248081
Long
EC
CORP
US
N
1
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
GENERAL ELECTRIC CO
369604103
112549.0000000000
NS
USD
1202023.3200000000
0.2987112955
Long
EC
CORP
US
N
1
N
N
N
Weyerhaeuser Co
08IRJODWFYBI7QWRGS31
WEYERHAEUSER CO
962166104
16656.0000000000
NS
USD
519500.6400000000
0.1290995828
Long
CORP
US
N
1
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC
969457100
19112.0000000000
NS
USD
405747.7600000000
0.1008311877
Long
EC
CORP
US
N
1
N
N
N
General Mills Inc
2TGYMUGI08PO8X8L6150
GENERAL MILLS INC
370334104
12083.0000000000
NS
USD
702022.3000000000
0.1744575061
Long
EC
CORP
US
N
1
N
N
N
General Motors Co
54930070NSV60J38I987
GENERAL MOTORS CO
37045V100
14139.0000000000
NS
USD
716564.5200000000
0.1780713506
Long
EC
CORP
US
N
1
N
N
N
Wynn Resorts Ltd
254900CEKKWIHTEAB172
WYNN RESORTS LTD
983134107
2862.0000000000
NS
USD
284854.8600000000
0.0707884471
Long
EC
CORP
US
N
1
N
N
N
Xcel Energy Inc
LGJNMI9GH8XIDG5RCM61
XCEL ENERGY INC
98389B100
12114.0000000000
NS
USD
775174.8600000000
0.1926364346
Long
EC
CORP
US
N
1
N
N
N
Xilinx Inc
6EY4K7ZMF9UX1CU6KC79
XILINX INC
983919101
9847.0000000000
NS
USD
1285722.7900000000
0.3195112057
Long
EC
CORP
US
N
1
N
N
N
Xylem Inc/NY
549300DF5MV96DRYLQ48
XYLEM INC
98419M100
6143.0000000000
NS
USD
593352.3700000000
0.1474522600
Long
EC
CORP
US
N
1
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
GILEAD SCIENCES INC
375558103
17811.0000000000
NS
USD
1168401.6000000000
0.2903560603
Long
EC
CORP
US
N
1
N
N
N
Global Payments Inc
549300NOMHGVQBX6S778
GLOBAL PAYMENTS INC
37940X102
4963.0000000000
NS
USD
876068.7600000000
0.2177092822
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC
38141G104
7964.0000000000
NS
USD
2159597.8800000000
0.5366753454
Long
EC
CORP
US
N
1
N
N
N
HCA Healthcare Inc
529900PH4ZGUH2MNEU89
HCA HEALTHCARE INC
40412C101
3729.0000000000
NS
USD
605887.9200000000
0.1505674328
Long
EC
CORP
US
N
1
N
N
N
HP Inc
WHKXQACZ14C5XRO8LW03
HP INC
40434L105
18623.0000000000
NS
USD
453283.8200000000
0.1126442348
Long
EC
CORP
US
N
1
N
N
N
Jack Henry & Associates Inc
529900X1QS8C54W0JB21
JACK HENRY & ASSOCIATES INC
426281101
3386.0000000000
NS
USD
490258.9400000000
0.1218328136
Long
EC
CORP
US
N
1
N
N
N
Zimmer Biomet Holdings Inc
2P2YLDVPES3BXQ1FRB91
ZIMMER BIOMET HOLDINGS INC
98956P102
3310.0000000000
NS
USD
508647.7000000000
0.1264025505
Long
EC
CORP
US
N
1
N
N
N
Zions Bancorp NA
8WH0EE09O9V05QJZ3V89
ZIONS BANCORP NA
989701107
17622.0000000000
NS
USD
777835.0800000000
0.1932975181
Long
EC
CORP
US
N
1
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
ZOETIS INC
98978V103
4502.0000000000
NS
USD
694433.5000000000
0.1725716356
Long
EC
CORP
US
N
1
N
N
N
Allegion plc
N/A
ALLEGION PLC
G0176J109
3968.0000000000
NS
USD
424615.6800000000
0.1055199993
Long
EC
CORP
IE
N
1
N
N
N
Accenture PLC
N/A
ACCENTURE PLC-CL A
G1151C101
8115.0000000000
NS
USD
1963180.8000000000
0.4878643120
Long
EC
CORP
IE
N
1
N
N
N
Eaton Corp PLC
549300VDIGTMXUNT7H71
EATON CORP PLC
G29183103
5219.0000000000
NS
USD
614276.3000000000
0.1526520046
Long
EC
CORP
US
N
1
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
HESS CORP
42809H107
12958.0000000000
NS
USD
699472.8400000000
0.1738239473
Long
EC
CORP
US
N
1
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076102
16289.0000000000
NS
USD
4411386.9800000000
1.0962608610
Long
EC
CORP
US
N
1
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
HONEYWELL INTERNATIONAL INC
438516106
11992.0000000000
NS
USD
2342877.0400000000
0.5822215128
Long
EC
CORP
US
N
1
N
N
N
Humana Inc
529900YLDW34GJAO4J06
HUMANA INC
444859102
4403.0000000000
NS
USD
1686833.3300000000
0.4191900115
Long
EC
CORP
US
N
1
N
N
N
Illinois Tool Works Inc
76NA4I14SZCFAYMNSV04
ILLINOIS TOOL WORKS
452308109
4703.0000000000
NS
USD
913369.6300000000
0.2269788122
Long
EC
CORP
US
N
1
N
N
N
Illumina Inc
SQ95QG8SR5Q56LSNF682
ILLUMINA INC
452327109
2053.0000000000
NS
USD
875481.3200000000
0.2175632993
Long
EC
CORP
US
N
1
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
INTEL CORP
458140100
55244.0000000000
NS
USD
3066594.4400000000
0.7620704047
Long
EC
CORP
US
N
1
N
N
N
International Business Machines Corp
VGRQXHF3J8VDLUA7XE92
INTL BUSINESS MACHINES CORP
459200101
9112.0000000000
NS
USD
1085330.3200000000
0.2697122598
Long
EC
CORP
US
N
1
N
N
N
Intuit Inc
VI90HBPH7XSFMB9E4M29
INTUIT INC
461202103
3816.0000000000
NS
USD
1378453.6800000000
0.3425554876
Long
EC
CORP
US
N
1
N
N
N
Intuitive Surgical Inc
54930052SRG011710797
INTUITIVE SURGICAL INC
46120E602
2127.0000000000
NS
USD
1590230.2800000000
0.3951834704
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46625H100
49005.0000000000
NS
USD
6305473.3500000000
1.5669547185
Long
EC
CORP
US
N
1
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
JOHNSON & JOHNSON
478160104
35972.0000000000
NS
USD
5868112.3600000000
1.4582674196
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN PRIME MONEY MARKET FU JPM PRIME MMKT CAPITAL
N/A
JPMORGAN PRIME MONEY MARKET FU JPM PRIME MMKT CAPITAL
4812A0367
1256804.4690000000
NS
USD
1257432.8700000000
0.3124809605
Long
EC
RF
US
N
1
N
N
N
Kellogg Co
LONOZNOJYIBXOHXWDB86
KELLOGG CO
487836108
9167.0000000000
NS
USD
540302.9800000000
0.1342691114
Long
EC
CORP
US
N
1
N
N
N
Kimberly-Clark Corp
MP3J6QPYPGN75NVW2S34
KIMBERLY-CLARK CORP
494368103
6832.0000000000
NS
USD
902507.2000000000
0.2242794216
Long
EC
CORP
US
N
1
N
N
N
Kinder Morgan Inc
549300WR7IX8XE0TBO16
KINDER MORGAN INC
49456B101
37868.0000000000
NS
USD
533181.4400000000
0.1324993584
Long
EC
CORP
US
N
1
N
N
N
Kraft Heinz Co/The
N/A
KRAFT HEINZ CO/THE
500754106
15786.0000000000
NS
USD
528988.8600000000
0.1314574726
Long
EC
CORP
US
N
1
N
N
N
Kroger Co/The
6CPEOKI6OYJ13Q6O7870
KROGER CO
501044101
15902.0000000000
NS
USD
548619.0000000000
0.1363357012
Long
EC
CORP
US
N
1
N
N
N
L3Harris Technologies Inc
549300UTE50ZMDBG8A20
L3HARRIS TECHNOLOGIES INC
502431109
4459.0000000000
NS
USD
764763.0900000000
0.1900490361
Long
EC
CORP
US
N
1
N
N
N
Laboratory Corp of America Holdings
OZ7UA8IXAIFILY2VZH07
LABORATORY CRP OF AMER HLDGS
50540R409
4860.0000000000
NS
USD
1112502.6000000000
0.2764647635
Long
EC
CORP
US
N
1
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
LAM RESEARCH CORP
512807108
3787.0000000000
NS
USD
1832718.6500000000
0.4554435452
Long
EC
CORP
US
N
1
N
N
N
Leggett & Platt Inc
DKOVQUCDW4ZLYCUD4T55
LEGGETT & PLATT INC
524660107
8248.0000000000
NS
USD
338168.0000000000
0.0840371395
Long
EC
CORP
US
N
1
N
N
N
Eli Lilly and Co
FRDRIPF3EKNDJ2CQJL29
ELI LILLY & CO
532457108
10708.0000000000
NS
USD
2226942.7600000000
0.5534110244
Long
EC
CORP
US
N
1
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN CORP
539830109
2649.0000000000
NS
USD
852501.1800000000
0.2118525720
Long
EC
CORP
US
N
1
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
LOWE'S COS INC
548661107
13780.0000000000
NS
USD
2299193.0000000000
0.5713657199
Long
EC
CORP
US
N
1
N
N
N
M&T Bank Corp
549300WYXDDBYRASEG81
M & T BANK CORP
55261F104
3670.0000000000
NS
USD
486164.9000000000
0.1208154157
Long
EC
CORP
US
N
1
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM RESORTS INTERNATIONAL
552953101
23131.0000000000
NS
USD
660621.3600000000
0.1641690797
Long
EC
CORP
US
N
1
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
MARATHON PETROLEUM CORP
56585A102
27058.0000000000
NS
USD
1167823.2800000000
0.2902123437
Long
EC
CORP
US
N
1
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
MARSH & MCLENNAN COS
571748102
10428.0000000000
NS
USD
1146141.4800000000
0.2848242631
Long
EC
CORP
US
N
1
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
MASCO CORP
574599106
11099.0000000000
NS
USD
602786.6900000000
0.1497967553
Long
EC
CORP
US
N
1
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
MASTERCARD INC - A
57636Q104
11963.0000000000
NS
USD
3783777.2700000000
0.9402954097
Long
EC
CORP
US
N
1
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
MCDONALD'S CORP
580135101
13259.0000000000
NS
USD
2755750.5600000000
0.6848235023
Long
EC
CORP
US
N
1
N
N
N
McKesson Corp
549300WZWOM80UCFSF54
MCKESSON CORP
58155Q103
3433.0000000000
NS
USD
598955.5100000000
0.1488446799
Long
EC
CORP
US
N
1
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
MERCK & CO. INC.
58933Y105
35122.0000000000
NS
USD
2706852.5400000000
0.6726719985
Long
EC
CORP
US
N
1
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
METLIFE INC
59156R108
11370.0000000000
NS
USD
547465.5000000000
0.1360490483
Long
EC
CORP
US
N
1
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP
594918104
103902.0000000000
NS
USD
24101107.9200000000
5.9892957564
Long
EC
CORP
US
N
1
N
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
MICRON TECHNOLOGY INC
595112103
24290.0000000000
NS
USD
1901178.3000000000
0.4724562523
Long
EC
CORP
US
N
1
N
N
N
Mid-America Apartment Communities Inc
549300FQZKFR5YNSHZ21
MID-AMERICA APARTMENT COMM
59522J103
4570.0000000000
NS
USD
606667.5000000000
0.1507611640
Long
CORP
US
N
1
N
N
N
Mohawk Industries Inc
549300JI1115MG3Q6322
MOHAWK INDUSTRIES INC
608190104
3330.0000000000
NS
USD
478188.0000000000
0.1188330997
Long
EC
CORP
US
N
1
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
MONDELEZ INTERNATIONAL INC-A
609207105
26389.0000000000
NS
USD
1463006.1600000000
0.3635673769
Long
EC
CORP
US
N
1
N
N
N
Monster Beverage Corp
52990090AP0E7HCB6F33
MONSTER BEVERAGE CORP
61174X109
6900.0000000000
NS
USD
599127.0000000000
0.1488872964
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
617446448
26718.0000000000
NS
USD
1791441.9000000000
0.4451859809
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY INSTITUTIONAL L MSILF GOVERNMENT PORT INST
N/A
MORGAN STANLEY INSTITUTIONAL L MSILF GOVERNMENT PORT INST
61747C707
1257432.8700000000
NS
USD
1257432.8700000000
0.3124809605
Long
DBT
CORP
US
N
1
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
NETFLIX INC
64110L106
5829.0000000000
NS
USD
3103301.3100000000
0.7711923215
Long
EC
CORP
US
N
1
N
N
N
Newmont Corp
549300VSP3RIX7FGDZ51
NEWMONT CORP
651639106
11379.0000000000
NS
USD
678188.4000000000
0.1685346134
Long
EC
CORP
US
N
1
N
N
N
NextEra Energy Inc
N/A
NEXTERA ENERGY INC
65339F101
21866.0000000000
NS
USD
1768303.4200000000
0.4394359050
Long
EC
CORP
US
N
1
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE INC -CL B
654106103
17620.0000000000
NS
USD
2353855.8000000000
0.5849498123
Long
EC
CORP
US
N
1
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NISOURCE INC
65473P105
16820.0000000000
NS
USD
372563.0000000000
0.0925845402
Long
EC
CORP
US
N
1
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
NORFOLK SOUTHERN CORP
655844108
3016.0000000000
NS
USD
713645.9200000000
0.1773460579
Long
EC
CORP
US
N
1
N
N
N
Northern Trust Corp
549300GLF98S992BC502
NORTHERN TRUST CORP
665859104
5879.0000000000
NS
USD
524348.0100000000
0.1303041886
Long
EC
CORP
US
N
1
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
NORTHROP GRUMMAN CORP
666807102
4359.0000000000
NS
USD
1249332.9900000000
0.3104680831
Long
EC
CORP
US
N
1
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA CORP
67066G104
9669.0000000000
NS
USD
5023915.7100000000
1.2484785821
Long
EC
CORP
US
N
1
N
N
N
O'Reilly Automotive Inc
549300K2RLMQL149Q332
O'REILLY AUTOMOTIVE INC
67103H107
1601.0000000000
NS
USD
681177.4700000000
0.1692774184
Long
EC
CORP
US
N
1
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP
674599105
11244.0000000000
NS
USD
225554.6400000000
0.0560519231
Long
EC
CORP
US
N
1
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK INC
682680103
7590.0000000000
NS
USD
302309.7000000000
0.0751260983
Long
EC
CORP
US
N
1
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389X105
26077.0000000000
NS
USD
1575833.1100000000
0.3916056718
Long
EC
CORP
US
N
1
N
N
N
Otis Worldwide Corp
549300ZLBKR8VSU25153
OTIS WORLDWIDE CORP
68902V107
4968.0000000000
NS
USD
321181.2000000000
0.0798157995
Long
EC
CORP
US
N
1
N
N
N
PPG Industries Inc
549300BKPEP01R3V6C59
PPG INDUSTRIES INC
693506107
5554.0000000000
NS
USD
748179.3400000000
0.1859278570
Long
EC
CORP
US
N
1
N
N
N
PVH Corp
123WALMHY1GZXG2YDL90
PVH CORP
693656100
3246.0000000000
NS
USD
276753.9600000000
0.0687753162
Long
EC
CORP
US
N
1
N
N
N
PACCAR Inc
KDTEY8BWE486IKZ3CC07
PACCAR INC
693718108
7764.0000000000
NS
USD
708232.0800000000
0.1760006804
Long
EC
CORP
US
N
1
N
N
N
Paychex Inc
529900K900DW6SUBM174
PAYCHEX INC
704326107
7107.0000000000
NS
USD
620583.2400000000
0.1542193238
Long
EC
CORP
US
N
1
N
N
N
PayPal Holdings Inc
5493005X2GO78EFZ3E94
PAYPAL HOLDINGS INC
70450Y103
13766.0000000000
NS
USD
3225511.4600000000
0.8015624080
Long
EC
CORP
US
N
1
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC
713448108
18500.0000000000
NS
USD
2526545.0000000000
0.6278642997
Long
EC
CORP
US
N
1
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
PFIZER INC
717081103
78228.0000000000
NS
USD
2808385.2000000000
0.6979035826
Long
EC
CORP
US
N
1
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTERNATIONAL
718172109
14824.0000000000
NS
USD
1180731.6000000000
0.2934201525
Long
EC
CORP
US
N
1
N
N
N
Phillips 66
5493005JBO5YSIGK1814
PHILLIPS 66
718546104
5318.0000000000
NS
USD
360560.4000000000
0.0896018092
Long
EC
CORP
US
N
1
N
N
N
Pioneer Natural Resources Co
FY8JBF7CCL2VE4F1B628
PIONEER NATURAL RESOURCES CO
723787107
6828.0000000000
NS
USD
825505.2000000000
0.2051438800
Long
EC
CORP
US
N
1
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
PROCTER & GAMBLE CO/THE
742718109
33063.0000000000
NS
USD
4239007.2300000000
1.0534232741
Long
EC
CORP
US
N
1
N
N
N
Prologis Inc
529900DFH19P073LZ636
PROLOGIS INC
74340W103
6582.0000000000
NS
USD
679262.4000000000
0.1688015100
Long
CORP
US
N
1
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
PRUDENTIAL FINANCIAL INC
744320102
4403.0000000000
NS
USD
344666.8400000000
0.0856521472
Long
EC
CORP
US
N
1
N
N
N
Public Service Enterprise Group Inc
PUSS41EMO3E6XXNV3U28
PUBLIC SERVICE ENTERPRISE GP
744573106
10570.0000000000
NS
USD
596465.1000000000
0.1482257954
Long
EC
CORP
US
N
1
N
N
N
Public Storage
549300LMZF40TKJ6DM64
PUBLIC STORAGE
74460D109
2515.0000000000
NS
USD
572464.3000000000
0.1422614269
Long
CORP
US
N
1
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM INC
747525103
15954.0000000000
NS
USD
2493291.1200000000
0.6196004754
Long
EC
CORP
US
N
1
N
N
N
Quest Diagnostics Inc
8MCWUBXQ0WE04KMXBX50
QUEST DIAGNOSTICS INC
74834L100
4261.0000000000
NS
USD
550308.1500000000
0.1367554669
Long
EC
CORP
US
N
1
N
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
RAYTHEON TECHNOLOGIES CORP
75513E101
18273.0000000000
NS
USD
1219357.2900000000
0.3030189096
Long
EC
CORP
US
N
1
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
REALTY INCOME CORP
756109104
8741.0000000000
NS
USD
516243.4600000000
0.1282901506
Long
CORP
US
N
1
N
N
N
Regency Centers Corp
529900053A7X7FJ97S58
REGENCY CENTERS CORP
758849103
7124.0000000000
NS
USD
336110.3200000000
0.0835257914
Long
CORP
US
N
1
N
N
N
Regeneron Pharmaceuticals Inc
549300RCBFWIRX3HYQ56
REGENERON PHARMACEUTICALS
75886F107
908.0000000000
NS
USD
457486.7200000000
0.1136886852
Long
EC
CORP
US
N
1
N
N
N
Ross Stores Inc
549300ENZFLPGRDFZQ60
ROSS STORES INC
778296103
6745.0000000000
NS
USD
750651.0500000000
0.1865420944
Long
EC
CORP
US
N
1
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P GLOBAL INC
78409V104
3820.0000000000
NS
USD
1210940.0000000000
0.3009271535
Long
EC
CORP
US
N
1
N
N
N
SPDR S&P 500 ETF Trust
549300NZAMSJ8FXPQQ63
SPDR S&P 500 ETF TRUST
78462F103
13822.0000000000
NS
USD
5115107.5400000000
1.2711403967
Long
RF
US
N
1
N
N
N
salesforce.com Inc
RCGZFPDMRW58VJ54VR07
SALESFORCE.COM INC
79466L302
14661.0000000000
NS
USD
3306935.1600000000
0.8217967733
Long
EC
CORP
US
N
1
N
N
N
Schlumberger NV
213800ZUA17OK3QLGM62
SCHLUMBERGER LTD
806857108
16019.0000000000
NS
USD
355781.9900000000
0.0884143405
Long
EC
CORP
US
N
1
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
SCHWAB (CHARLES) CORP
808513105
10609.0000000000
NS
USD
546787.8600000000
0.1358806500
Long
EC
CORP
US
N
1
N
N
N
Sherwin-Williams Co/The
Z15BMIOX8DDH0X2OBP21
SHERWIN-WILLIAMS CO/THE
824348106
1133.0000000000
NS
USD
783809.4000000000
0.1947821788
Long
EC
CORP
US
N
1
N
N
N
Simon Property Group Inc
529900GQL5X8H7AO3T64
SIMON PROPERTY GROUP INC
828806109
5277.0000000000
NS
USD
490391.6100000000
0.1218657830
Long
CORP
US
N
1
N
N
N
Southern Co/The
549300FC3G3YU2FBZD92
SOUTHERN CO/THE
842587107
15092.0000000000
NS
USD
889220.6400000000
0.2209776174
Long
EC
CORP
US
N
1
N
N
N
Southwest Airlines Co
UDTZ87G0STFETI6HGH41
SOUTHWEST AIRLINES CO
844741108
9815.0000000000
NS
USD
431271.1000000000
0.1071739182
Long
EC
CORP
US
N
1
N
N
N
Stanley Black & Decker Inc
549300DJ09SMTO561131
STANLEY BLACK & DECKER INC
854502101
5452.0000000000
NS
USD
945867.4800000000
0.2350547578
Long
EC
CORP
US
N
1
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
STARBUCKS CORP
855244109
16347.0000000000
NS
USD
1582553.0700000000
0.3932756294
Long
EC
CORP
US
N
1
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
STATE STREET CORP
857477103
5181.0000000000
NS
USD
362670.0000000000
0.0901260597
Long
EC
CORP
US
N
1
N
N
N
Stryker Corp
5493002F0SC4JTBU5137
STRYKER CORP
863667101
3327.0000000000
NS
USD
735300.2700000000
0.1827273170
Long
EC
CORP
US
N
1
N
N
N
Sysco Corp
5RGWIFLMGH3YS7KWI652
SYSCO CORP
871829107
9456.0000000000
NS
USD
676198.5600000000
0.1680401241
Long
EC
CORP
US
N
1
N
N
N
TJX Cos Inc/The
V167QI9I69W364E2DY52
TJX COMPANIES INC
872540109
21070.0000000000
NS
USD
1349322.8000000000
0.3353162579
Long
EC
CORP
US
N
1
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
TARGET CORP
87612E106
10401.0000000000
NS
USD
1884349.1700000000
0.4682740945
Long
EC
CORP
US
N
1
N
N
N
Teleflex Inc
UUL85LWXB4NGSWWXIQ25
TELEFLEX INC
879369106
695.0000000000
NS
USD
262452.8500000000
0.0652213892
Long
EC
CORP
US
N
1
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
TEXAS INSTRUMENTS INC
882508104
8883.0000000000
NS
USD
1471824.2700000000
0.3657587395
Long
EC
CORP
US
N
1
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
THERMO FISHER SCIENTIFIC INC
883556102
4118.0000000000
NS
USD
2098944.6000000000
0.5216025764
Long
EC
CORP
US
N
1
N
N
N
3M Co
LUZQVYP4VS22CLWDAR65
3M CO
88579Y101
7568.0000000000
NS
USD
1329394.8800000000
0.3303640289
Long
EC
CORP
US
N
1
N
N
N
Travelers Cos Inc/The
549300Y650407RU8B149
TRAVELERS COS INC/THE
89417E109
4907.0000000000
NS
USD
668824.1000000000
0.1662075186
Long
EC
CORP
US
N
1
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
TRUIST FINANCIAL CORP
89832Q109
9318.0000000000
NS
USD
447077.6400000000
0.1111019552
Long
EC
CORP
US
N
1
N
N
N
Twitter Inc
549300I8RX485XMK6836
TWITTER INC
90184L102
10832.0000000000
NS
USD
547340.9600000000
0.1360180992
Long
EC
CORP
US
N
1
N
N
N
UDR Inc
P3CH2EG5X6Z1XWU1OO74
UDR INC
902653104
11062.0000000000
NS
USD
425333.9000000000
0.1056984820
Long
CORP
US
N
1
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US BANCORP
902973304
30457.0000000000
NS
USD
1305082.4500000000
0.3243222181
Long
EC
CORP
US
N
1
N
N
N
Ulta Beauty Inc
529900CIV6HN8M28YM82
ULTA BEAUTY INC
90384S303
1240.0000000000
NS
USD
346902.4000000000
0.0862076996
Long
EC
CORP
US
N
1
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
UNION PACIFIC CORP
907818108
10685.0000000000
NS
USD
2109966.9500000000
0.5243417083
Long
EC
CORP
US
N
1
N
N
N
United Airlines Holdings Inc
98450079DA0B78DD6764
UNITED AIRLINES HOLDINGS INC
910047109
6434.0000000000
NS
USD
257295.6600000000
0.0639397911
Long
EC
CORP
US
N
1
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
UNITED PARCEL SERVICE-CL B
911312106
8900.0000000000
NS
USD
1379500.0000000000
0.3428155056
Long
EC
CORP
US
N
1
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC
91324P102
15747.0000000000
NS
USD
5252884.2600000000
1.3053788860
Long
EC
CORP
US
N
1
N
N
N
VF Corp
CWAJJ9DJ5Z7P057HV541
VF CORP
918204108
7306.0000000000
NS
USD
561612.2200000000
0.1395646083
Long
EC
CORP
US
N
1
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
VALERO ENERGY CORP
91913Y100
5291.0000000000
NS
USD
298571.1300000000
0.0741970372
Long
EC
CORP
US
N
1
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC
92343V104
58378.0000000000
NS
USD
3196195.5000000000
0.7942771846
Long
EC
CORP
US
N
1
N
N
N
Verisk Analytics Inc
549300I1YSWNIRKBWP67
VERISK ANALYTICS INC
92345Y106
4466.0000000000
NS
USD
819511.0000000000
0.2036542789
Long
EC
CORP
US
N
1
N
N
N
Vertex Pharmaceuticals Inc
54930015RAQRRZ5ZGJ91
VERTEX PHARMACEUTICALS INC
92532F100
2949.0000000000
NS
USD
675556.9200000000
0.1678806720
Long
EC
CORP
US
N
1
N
N
N
Viatris Inc
254900ZZTSW7NL773X71
VIATRIS INC
92556V106
9705.0000000000
NS
USD
164887.9500000000
0.0409758216
Long
EC
CORP
US
N
1
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
VISA INC-CLASS A SHARES
92826C839
26925.0000000000
NS
USD
5203256.2500000000
1.2930459745
Long
EC
CORP
US
N
1
N
N
N
Westinghouse Air Brake Technologies Corp
06BTX5UWZD0GQ5N5Y745
WABTEC CORP
929740108
1942.0000000000
NS
USD
144115.8200000000
0.0358138004
Long
EC
CORP
US
N
1
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
WALMART INC
931142103
22472.0000000000
NS
USD
3157091.2800000000
0.7845595094
Long
EC
CORP
US
N
1
N
N
N
Walgreens Boots Alliance Inc
549300RPTUOIXG4LIH86
WALGREENS BOOTS ALLIANCE INC
931427108
11213.0000000000
NS
USD
563453.2500000000
0.1400221173
Long
EC
CORP
US
N
1
N
N
N
Waste Management Inc
549300YX8JIID70NFS41
WASTE MANAGEMENT INC
94106L109
8548.0000000000
NS
USD
951563.3600000000
0.2364702242
Long
EC
CORP
US
N
1
N
N
N
State Street Navigator Securities Lending Trust - State Street Navigator Securities Lending Government Money Market Portfolio
5493008BJIBKQ5KTIF74
State Street Navigator Securities Lending Government Money Market Portfolio
N/A
7901937.5000000000
NS
USD
7901937.5000000000
1.9636873497
Long
STIV
RF
US
N
1
N
N
2021-03-31
Calamos Investment Trust/IL
Stephen Atkins
Stephen Atkins
Treasurer
XXXX