0000009631-19-000034.txt : 20190813 0000009631-19-000034.hdr.sgml : 20190813 20190813123019 ACCESSION NUMBER: 0000009631-19-000034 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20190630 FILED AS OF DATE: 20190813 DATE AS OF CHANGE: 20190813 EFFECTIVENESS DATE: 20190813 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: 191019287 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 06-30-2019 06-30-2019 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 08-13-2019 5 1404 23868847 false 1 0001614987 028-16220 Profuturo AFP S.A. 2 0001336244 028-11472 BNS INVESTMENTS INC. 3 0001697694 028-17829 SCOTIA CAPITAL (USA) INC 4 0001698322 028-18067 Scotia Fondos, S.A. de C.V., Sociedad Operadora de Fondos de Inversion, Grupo Financiero Scotiabank Inverlat 5 0001614991 028-16219 Tangerine Investment Management Inc. 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INCCOM125269100145531147SHSOLE 3114700CHARLES RIV LABS INTL INCCOM159864107159811260SHSOLE 1126000CHARTER COMMUNICATIONS INC NCL A16119P10819134841SHDFND4484100CHARTER COMMUNICATIONS INC NCL A16119P108960830256SHSOLE 3025600CHECK POINT SOFTWARE TECH LTORDM224651047026072SHDFND4607200CHECK POINT SOFTWARE TECH LTORDM224651044013468SHDFND 346800CHEVRON CORP NEWCOM16676410053488450271SHSOLE 45027100CHEVRON CORP NEWCOM166764100667053600SHDFND45360000CHINA MOBILE LIMITEDSPONSORED ADR16941M10963714074SHSOLE 1407400CHIPOTLE MEXICAN GRILL INCCOM169656105504688SHDFND468800CHIPOTLE MEXICAN GRILL INCCOM16965610527613767SHSOLE 376700CHUBB LIMITEDCOMH1467J104188312782SHDFND41278200CHURCH & DWIGHT INCCOM1713401024906700SHDFND4670000CHURCH & DWIGHT INCCOM171340102208028475SHDFND72847500CHURCH & DWIGHT INCCOM171340102643088004SHSOLE 8800400CIGNA CORP NEWCOM125523100167210614SHDFND41061400CIMAREX ENERGY COCOM171798101113119056SHSOLE 1905600CINCINNATI FINL CORPCOM1720621014804627SHDFND4462700CINCINNATI FINL CORPCOM172062101551553193SHSOLE 5319300CINTAS CORPCOM1729081055612364SHDFND4236400CINTAS CORPCOM172908105273311517SHSOLE 1151700CISCO SYS INCCOM17275R10270212827SHDFND31282700CISCO SYS INCCOM17275R1027385134935SHDFND413493500CISCO SYS INCCOM17275R1021616803161592SHSOLE 316159200CITIGROUP INCCOM NEW1729674242804000SHCallDFND 400000CITIGROUP INCCOM NEW17296742482811824SHDFND31182400CITIGROUP INCCOM NEW172967424457565326SHDFND46532600CITIGROUP INCCOM NEW17296742458571843552SHSOLE 84355200CITIZENS FINL GROUP INCCOM1746101055412153049SHSOLE 15304900CITIZENS FINL GROUP INCCOM17461010551014430SHDFND41443000CITRIX SYS INCCOM1773761003573640SHDFND4364000CITRIX SYS INCCOM17737610016941172619SHSOLE 17261900CLEVELAND CLIFFS INCDBCV 1.500% 1/1185899AA928812000000PRNDFND1200000000CLOROX CO DELCOM1890541096033937SHDFND4393700CLOROX CO DELCOM189054109328321445SHSOLE 2144500CME GROUP INCCOM12572Q105776440000SHDFND14000000CME GROUP INCCOM12572Q105216711162SHDFND41116200CME GROUP INCCOM12572Q10526603143101SHSOLE 14310100CMS ENERGY CORPCOM1258961004567878SHDFND4787800CMS ENERGY CORPCOM125896100251343400SHSOLE 4340000COCA COLA COCOM1912161001783443519484SHSOLE 351948400COCA COLA COCOM1912161006162121010SHDFND412101000COGNIZANT TECHNOLOGY SOLUTIOCL A1924461025889283SHDFND 928300COGNIZANT TECHNOLOGY SOLUTIOCL A192446102101416000SHDFND41600000COGNIZANT TECHNOLOGY SOLUTIOCL A19244610236822580882SHSOLE 58088200COLGATE PALMOLIVE COCOM194162103190726605SHDFND42660500COLGATE PALMOLIVE COCOM19416210327004382087SHSOLE 38208700COMCAST CORP NEWCL A20030N1011481823521524SHSOLE 352152400COMCAST CORP NEWCL A20030N1012185156SHDFND3515600COMCAST CORP NEWCL A20030N1015375127140SHDFND412714000COMERICA INCCOM200340107712698101SHSOLE 9810100COMERICA INCCOM2003401073645016SHDFND4501600COMPANHIA PARANAENSE ENERG CSPON ADR PFD20441B40715612273SHSOLE51227300COMPANHIA SIDERURGICA NACIONSPONSORED ADR20440W10515435662SHSOLE53566200COMPANIA DE MINAS BUENAVENTUSPONSORED ADR204448104168971013592SHSOLE 101359200COMPANIA DE MINAS BUENAVENTUSPONSORED ADR204448104135281098SHSOLE58109800COMPASS MINERALS INTL INCCOM20451N1012384331SHSOLE 433100CONAGRA BRANDS INCCOM20588710236213644SHDFND41364400CONAGRA BRANDS INCCOM205887102217982171SHSOLE 8217100CONCHO RES INCCOM20605P101355434446SHSOLE 3444600CONCHO RES INCCOM20605P1015745567SHDFND4556700CONDUENT INCCOM2067871031300135565SHSOLE 13556500CONOCOPHILLIPSCOM20825C104192231516SHDFND43151600CONOCOPHILLIPSCOM20825C104646991066649SHSOLE 106664900CONOCOPHILLIPSCOM20825C104366160000SHDFND16000000CONSOLIDATED EDISON INCCOM20911510489810237SHDFND41023700CONSOLIDATED EDISON INCCOM20911510459559679274SHSOLE 67927400CONSTELLATION BRANDS INCCL A21036P1089324732SHDFND4473200CONSTELLATION BRANDS INCCL A21036P108602530600SHDFND73060000CONSTELLATION BRANDS INCCL A21036P108466323675SHSOLE 2367500CONTROLADORA VUELA CIA DE AVSPON ADR RP 1021240E10511412199SHSOLE51219900COOPER COS INCCOM NEW2166484024591363SHDFND4136300COOPER COS INCCOM NEW21664840223336925SHSOLE 692500COPART INCCOM2172041064075440SHDFND4544000COPART INCCOM217204106194325995SHSOLE 2599500CORELOGIC INCCOM21871D103197947301SHSOLE 4730100CORNING INCCOM21935010581824606SHDFND42460600CORNING INCCOM2193501054158125133SHSOLE 12513300CORTEVA INCCOM22052L10469723573SHDFND42357300COSTCO WHSL CORP NEWCOM22160K10541239166136SHSOLE 16613600COSTCO WHSL CORP NEWCOM22160K105324812291SHDFND41229100COSTCO WHSL CORP NEWCOM22160K105606322950SHDFND72295000COTY INCCOM CL A22207020382661660SHSOLE 6166000COUPA SOFTWARE INCNOTE 0.375% 1/122266LAB2176996200000PRNDFND1620000000CRANE COCOM22439910595711472SHSOLE 1147200CREDICORP LTDCOMG2519Y10889593391391SHSOLE 39139100CREDICORP LTDCOMG2519Y108170558745087SHSOLE574508700CRESCENT PT ENERGY CORPCOM22576C10110130606SHDFND33060600CRESCENT PT ENERGY CORPCOM22576C101872295946SHSOLE 29594600CROWN CASTLE INTL CORP NEWCOM22822V101149611480SHDFND41148000CROWN CASTLE INTL CORP NEWCOM22822V101849265149SHSOLE 6514900CSX CORPCOM12640810322344293963SHSOLE 29396300CSX CORPCOM126408103170422023SHDFND42202300CSX CORPCOM1264081033093994SHDFND3399400CTRIP COM INTL LTDSPONSORED ADS22943F1003308947SHDFND 894700CTRIP COM INTL LTDNOTE 1.250% 9/122943FAM2199200000PRNDFND120000000CUMMINS INCCOM2310211067904612SHDFND4461200CUMMINS INCCOM23102110644582260199SHSOLE 26019900CVS HEALTH CORPCOM126650100222440810SHDFND44081000CVS HEALTH CORPCOM12665010041038759292SHSOLE 75929200CYBERARK SOFTWARE LTDSHSM2682V1082171700SHDFND4170000D R HORTON INCCOM23331A1094189691SHDFND4969100D R HORTON INCCOM23331A10929354680599SHSOLE 68059900DANAHER CORPORATIONCOM235851102252017629SHDFND41762900DANAHER CORPORATIONCOM235851102861460290SHDFND76029000DANAHER CORPORATIONCOM23585110231866230738SHSOLE 23073800DARDEN RESTAURANTS INCCOM2371941054803940SHDFND4394000DARDEN RESTAURANTS INCCOM237194105771463374SHSOLE 6337400DAVITA INCCOM23918K1082103730SHDFND4373000DAVITA INCCOM23918K10821894389152SHSOLE 38915200DEERE & COCOM24419910514768910SHDFND4891000DEERE & COCOM244199105812849048SHSOLE 4904800DELL TECHNOLOGIES INCCL C24703L20245781901202SHSOLE 90120200DELTA AIR LINES INC DELCOM NEW24736170215426271821SHSOLE 27182100DELTA AIR LINES INC DELCOM NEW24736170299217485SHDFND41748500DENISON MINES CORPCOM248356107611403SHSOLE 1140300DENTSPLY SIRONA INCCOM24906P1093816523SHDFND4652300DENTSPLY SIRONA INCCOM24906P109175930144SHSOLE 3014400DESCARTES SYS GROUP INCCOM2499061089923268557SHSOLE 26855700DEVON ENERGY CORP NEWCOM25179M1036417225000SHDFND122500000DEVON ENERGY CORP NEWCOM25179M10335812550SHDFND41255000DEVON ENERGY CORP NEWCOM25179M1039058317593SHSOLE 31759300DIAMOND OFFSHORE DRILLING INCOM25271C10266575000SHDFND17500000DIAMONDBACK ENERGY INCCOM25278X109250522988SHSOLE 2298800DIAMONDBACK ENERGY INCCOM25278X1092171991SHDFND3199100DIAMONDBACK ENERGY INCCOM25278X1094504130SHDFND4413000DIGITAL RLTY TR INCCOM2538681036825789SHDFND4578900DIGITAL RLTY TR INCCOM253868103394933525SHSOLE 3352500DISCOVER FINL SVCSCOM2547091087269351SHDFND4935100DISCOVER FINL SVCSCOM254709108373148088SHSOLE 4808800DISCOVERY INCCOM SER A25470F10467622029SHSOLE 2202900DISCOVERY INCCOM SER C25470F30229310302SHDFND41030200DISCOVERY INCCOM SER C25470F3025291185973SHSOLE 18597300DISH NETWORK CORPCL A25470M1092446364SHDFND4636400DISH NETWORK CORPCL A25470M109115930177SHSOLE 3017700DISNEY WALT COCOM DISNEY254687106684449012SHDFND44901200DISNEY WALT COCOM DISNEY25468710674802556632SHSOLE 55663200DISNEY WALT COCOM DISNEY2546871062281635SHDFND 163500DOLBY LABORATORIES INCCOM CL A25659T1078451130819SHSOLE 13081900DOLLAR GEN CORP NEWCOM2566771059957358SHDFND4735800DOLLAR GEN CORP NEWCOM256677105500837050SHSOLE 3705000DOLLAR TREE INCCOM2567461087026535SHDFND4653500DOLLAR TREE INCCOM256746108399137166SHSOLE 3716600DOMINION ENERGY INCCOM25746U109172322290SHDFND42229000DOMINION ENERGY INCCOM25746U1099781131902SHSOLE 13190200DOMINION ENERGY INCUNIT 99/99/999925746U133361635000SHDFND13500000DOMINION ENERGY INCUNIT 08/15/201925746U836349369953SHDFND16995300DOVER CORPCOM2600031084244227SHDFND4422700DOVER CORPCOM26000310813017129915SHSOLE 12991500DOW INCCOM260557103116923705SHDFND42370500DTE ENERGY COCOM2333311077235652SHDFND4565200DTE ENERGY COCOM233331107836265387SHSOLE 6538700DUKE ENERGY CORP NEWCOM NEW26441C204200122672SHDFND42267200DUKE ENERGY CORP NEWCOM NEW26441C20417551204429SHSOLE 20442900DUKE REALTY CORPCOM NEW2644115053099772SHDFND4977200DUKE REALTY CORPCOM NEW264411505175455491SHSOLE 5549100DUPONT DE NEMOURS INCCOM26614N1024886501SHDFND3650100DUPONT DE NEMOURS INCCOM26614N102177523640SHDFND42364000DXC TECHNOLOGY COCOM23355L1064307794SHDFND4779400DXC TECHNOLOGY COCOM23355L106275549953SHSOLE 4995300E TRADE FINANCIAL CORPCOM NEW2692464013076884SHDFND4688400E TRADE FINANCIAL CORPCOM NEW269246401717061607760SHSOLE 160776000EASTMAN CHEMICAL COCOM2774321003354307SHDFND4430700EASTMAN CHEMICAL COCOM277432100776499755SHSOLE 9975500EATON CORP PLCSHSG29183103112013444SHDFND41344400EBAY INCCOM27864210393523666SHDFND42366600EBAY INCCOM27864210336002911437SHSOLE 91143700ECOLAB INCCOM27886510014027101SHDFND4710100ECOLAB INCCOM2788651001312166458SHSOLE 6645800EDISON INTLCOM28102010768510160SHDFND41016000EDISON INTLCOM281020107322147785SHSOLE 4778500EDWARDS LIFESCIENCES CORPCOM28176E108634734357SHSOLE 3435700EDWARDS LIFESCIENCES CORPCOM28176E10810805848SHDFND4584800ELECTRONIC ARTS INCCOM2855121098528414SHDFND4841400ELECTRONIC ARTS INCCOM285512109486248011SHSOLE 4801100EMERSON ELEC COCOM2910111043314961SHDFND3496100EMERSON ELEC COCOM291011104128919313SHDFND41931300EMERSON ELEC COCOM2910111046718100690SHSOLE 10069000ENBRIDGE INCCOM29250N10544858712535497SHSOLE 1253549700ENCANA CORPCOM292505104474849376647SHSOLE 937664700ENCOMPASS HEALTH CORPCOM29261A10011575182691SHSOLE 18269100ENERPLUS CORPCOM29276610241396162SHSOLE 9616200ENTERGY CORP NEWCOM29364G1035475311SHDFND4531100ENTERGY CORP NEWCOM29364G103289528123SHSOLE 2812300ENTERPRISE PRODS PARTNERS LCOM2937921072348105SHSOLE 810500EOG RES INCCOM26875P101150716174SHDFND41617400EOG RES INCCOM26875P10175442809810SHSOLE 80981000EPAM SYS INCCOM29414B104794945924SHSOLE 4592400EQUIFAX INCCOM2944291054393249SHDFND4324900EQUIFAX INCCOM294429105228416886SHSOLE 1688600EQUINIX INCCOM29444U70011812341SHDFND4234100EQUITY RESIDENTIALSH BEN INT29476L10778110290SHDFND41029000EQUITY RESIDENTIALSH BEN INT29476L107444958601SHSOLE 5860100ESSEX PPTY TR INCCOM297178105303410392SHSOLE 1039200ESSEX PPTY TR INCCOM2971781055271805SHDFND4180500EVEREST RE GROUP LTDCOMG3223R1082991210SHDFND4121000EVERGY INCCOM30034W1064878093SHDFND4809300EVERGY INCCOM30034W106236039238SHSOLE 3923800EVERSOURCE ENERGYCOM30040W1087449821SHDFND4982100EVERSOURCE ENERGYCOM30040W108359147398SHSOLE 4739800EXACT SCIENCES CORPNOTE 1.000% 1/130063PAA343122500000PRNDFND1250000000EXELON CORPCOM30161N101598111247629SHSOLE 124762900EXELON CORPCOM30161N101129026910SHDFND42691000EXPEDIA GROUP INCCOM NEW30212P30331973240343SHSOLE 24034300EXPEDIA GROUP INCCOM NEW30212P3034393300SHDFND4330000EXPEDITORS INTL WASH INCCOM3021301093654807SHDFND4480700EXPEDITORS INTL WASH INCCOM302130109208027424SHSOLE 2742400EXTRA SPACE STORAGE INCCOM30225T1023823602SHDFND4360200EXTRA SPACE STORAGE INCCOM30225T102207219524SHSOLE 1952400EXTRACTION OIL AND GAS INCCOM30227M1051472339976SHSOLE 33997600EXXON MOBIL CORPCOM30231G1024005220SHDFND3522000EXXON MOBIL CORPCOM30231G10210155132524SHDFND413252400EXXON MOBIL CORPCOM30231G10247834746319SHSOLE 74631900F M C CORPCOM NEW3024913033073699SHDFND4369900F M C CORPCOM NEW302491303165219913SHSOLE 1991300F5 NETWORKS INCCOM315616102148910228SHSOLE 1022800F5 NETWORKS INCCOM3156161022561755SHDFND4175500FACEBOOK INCCL A30303M1022091083SHDFND3108300FACEBOOK INCCL A30303M1021303467535SHDFND46753500FACEBOOK INCCL A30303M102758339300SHDFND73930000FACEBOOK INCCL A30303M1024545852395132SHSOLE 239513200FAIR ISAAC CORPCOM303250104918129238SHSOLE 2923800FASTENAL COCOM31190010458617972SHDFND41797200FASTENAL COCOM311900104293990170SHSOLE 9017000FEDERAL REALTY INVT TRSH BEN INT NEW3137472062732119SHDFND4211900FEDERAL REALTY INVT TRSH BEN INT NEW313747206163712712SHSOLE 1271200FEDEX CORPCOM31428X10611006702SHDFND4670200FEDEX CORPCOM31428X106695642363SHSOLE 4236300FIDELITY NATL INFORMATION SVCOM31620M10611169094SHDFND4909400FIDELITY NATL INFORMATION SVCOM31620M10625600208676SHSOLE 20867600FIFTH THIRD BANCORPCOM31677310066923993SHDFND42399300FIFTH THIRD BANCORPCOM3167731007589272001SHSOLE 27200100FIREEYE INCCOM31816Q1012687181398SHSOLE 18139800FIRST AMERN FINL CORPCOM31847R102462586124SHSOLE 8612400FIRST CTZNS BANCSHARES INC NCL A31946M10311372526SHSOLE 252600FIRST DATA CORP NEWCOM CL A32008D106593412192128SHSOLE 219212800FIRST HAWAIIAN INCCOM32051X108187872604SHSOLE 7260400FIRST MAJESTIC SILVER CORPNOTE 1.875% 3/032076VAB977007175000PRNDFND1717500000FIRST REP BK SAN FRANCISCO CCOM33616C1004304400SHDFND4440000FIRST REP BK SAN FRANCISCO CCOM33616C100329633765SHDFND73376500FIRST REP BK SAN FRANCISCO CCOM33616C10023333238948SHSOLE 23894800FIRST SOLAR INCCOM336433107391059536SHSOLE 5953600FIRST TR EXCH TRD ALPHA FD IEUROPE ALPHADEX33737J1178301235364SHSOLE 23536400FIRST TR EXCHANGE TRADED FDDJ INTERNT IDX33733E302145310100SHSOLE51010000FIRSTENERGY CORPCOM33793210759413870SHDFND41387000FIRSTENERGY CORPCOM337932107334678162SHSOLE 7816200FISERV INCCOM33773810899610925SHDFND41092500FISERV INCCOM337738108552060553SHSOLE 6055300FLEETCOR TECHNOLOGIES INCCOM3390411056792416SHDFND4241600FLEETCOR TECHNOLOGIES INCCOM339041105338112038SHSOLE 1203800FLIR SYS INCCOM302445101102718990SHSOLE 1899000FLOWSERVE CORPCOM34354P10594317890SHSOLE 1789000FLUOR CORP NEWCOM34341210281924304SHSOLE 2430400FOOT LOCKER INCCOM3448491046908164797SHSOLE 16479700FORD MTR CO DELCOM3453708601118109257SHDFND410925700FORD MTR CO DELCOM345370860356263482483SHSOLE 348248300FORTINET INCCOM34959E109647484261SHSOLE 8426100FORTINET INCCOM34959E1093114047SHDFND4404700FORTIS INCCOM3495531071415203716795SHSOLE 371679500FORTIVE CORPCOM34959J108590572460SHDFND77246000FORTIVE CORPCOM34959J108394548388SHSOLE 4838800FORTIVE CORPCOM34959J1086728241SHDFND4824100FORTUNE BRANDS HOME & SEC INCOM34964C1062253947SHDFND4394700FORTUNE BRANDS HOME & SEC INCOM34964C106106718673SHSOLE 1867300FOX CORPCL A COM35137L1053599790SHDFND4979000FOX CORPCL B COM35137L20426911736682SHSOLE 73668200FRANCO NEVADA CORPCOM35185810558755714324SHSOLE 71432400FRANKLIN RES INCCOM354613101156444935SHSOLE 4493500FRANKLIN RES INCCOM3546131013289421SHDFND4942100FREEPORT-MCMORAN INCCL B35671D8573800518551SHSOLE 51855100FREEPORT-MCMORAN INCCL B35671D85746139678SHDFND43967800GALLAGHER ARTHUR J & COCOM3635761095145871SHDFND4587100GALLAGHER ARTHUR J & COCOM363576109229526205SHSOLE 2620500GAP INCCOM36476010889149605SHSOLE 4960500GARMIN LTDSHSH2906T1093073845SHDFND4384500GARTNER INCCOM3666511074022498SHDFND4249800GARTNER INCCOM366651107217213498SHSOLE 1349800GENERAL DYNAMICS CORPCOM36955010813967676SHDFND4767600GENERAL DYNAMICS CORPCOM369550108732240270SHSOLE 4027000GENERAL ELECTRIC COCOM36960410322221143SHDFND32114300GENERAL ELECTRIC COCOM3696041032575245275SHDFND424527500GENERAL ELECTRIC COCOM369604103896048542362SHSOLE 854236200GENERAL MLS INCCOM37033410497918634SHDFND41863400GENERAL MLS INCCOM370334104519898968SHSOLE 9896800GENERAL MTRS COCOM37045V100140236383SHDFND43638300GENERAL MTRS COCOM37045V10030154782614SHSOLE 78261400GENUINE PARTS COCOM3724601054734565SHDFND4456500GENUINE PARTS COCOM372460105261125203SHSOLE 2520300GILDAN ACTIVEWEAR INCCOM37591610332635854408SHSOLE 85440800GILEAD SCIENCES INCCOM3755581031169631738706SHSOLE 173870600GILEAD SCIENCES INCCOM375558103268339708SHDFND43970800GLOBAL PMTS INCCOM37940X102343621455SHSOLE 2145500GLOBAL PMTS INCCOM37940X1027074416SHDFND4441600GOLDMAN SACHS ETF TRACTIVEBETA EME381430206234071196SHDFND 7119600GOLDMAN SACHS GROUP INCCOM38141G104204997SHDFND399700GOLDMAN SACHS GROUP INCCOM38141G10419539547SHDFND4954700GOLDMAN SACHS GROUP INCCOM38141G1041862797002SHSOLE 9700200GRAINGER W W INCCOM3848021043561327SHDFND4132700GRAINGER W W INCCOM384802104878732761SHSOLE 3276100GRAN TIERRA ENERGY INCCOM38500T101178108133SHSOLE 10813300GRANA Y MONTERO S A ASPONSORED ADS38500P20897683100952SHSOLE5310095200GRANITE REAL ESTATE INVT TRUNIT 99/99/9999387437114159634942SHSOLE 3494200GRUPO AEROPORTUARIO CTR NORTSPON ADR4005011022595300SHDFND1530000HALLIBURTON COCOM40621610115697690284SHSOLE 69028400HALLIBURTON COCOM40621610154323874SHDFND42387400HANESBRANDS INCCOM41034510219011036SHDFND41103600HANESBRANDS INCCOM410345102103059821SHSOLE 5982100HANNON ARMSTRONG SUST INFR CNOTE 4.125% 9/041068XAB617341580000PRNDFND1158000000HANOVER INS GROUP INCCOM410867105182714238SHSOLE 1423800HARLEY DAVIDSON INCCOM41282210890725308SHSOLE 2530800HARRIS CORP DELCOM413875105300818835SHSOLE 1883500HARTFORD FINL SVCS GROUP INCCOM416515104285451216SHSOLE 5121600HARTFORD FINL SVCS GROUP INCCOM4165151045559967SHDFND4996700HASBRO INCCOM418056107185317527SHSOLE 1752700HASBRO INCCOM4180561073713513SHDFND4351300HCA HEALTHCARE INCCOM40412C10110107469SHDFND4746900HCA HEALTHCARE INCCOM40412C10122753168327SHSOLE 16832700HCP INCCOM40414L10942313230SHDFND41323000HCP INCCOM40414L109238874662SHSOLE 7466200HD SUPPLY HLDGS INCCOM40416M105228856791SHSOLE 5679100HDFC BANK LTDSPONSORED ADS40415F1014273282SHDFND 328200HDFC BANK LTDSPONSORED ADS40415F101272820985SHSOLE 2098500HELMERICH & PAYNE INCCOM42345210196919140SHSOLE 1914000HENRY JACK & ASSOC INCCOM4262811012812100SHDFND4210000HENRY JACK & ASSOC INCCOM426281101171012766SHSOLE 1276600HENRY SCHEIN INCCOM806407102145320789SHSOLE 2078900HENRY SCHEIN INCCOM8064071022974248SHDFND4424800HERSHEY COCOM4278661085764299SHDFND4429900HERSHEY COCOM427866108783158429SHSOLE 5842900HESS CORPCOM42809H1074607241SHDFND4724100HESS CORPCOM42809H107244838509SHSOLE 3850900HEWLETT PACKARD ENTERPRISE CCOM42824C10958839351SHDFND43935100HEWLETT PACKARD ENTERPRISE CCOM42824C1094982333238SHSOLE 33323800HILTON WORLDWIDE HLDGS INCCOM43300A203388639760SHSOLE 3976000HILTON WORLDWIDE HLDGS INCCOM43300A2038008188SHDFND4818800HOLLYFRONTIER CORPCOM4361061082164670SHDFND4467000HOLLYFRONTIER CORPCOM43610610829814644203SHSOLE 64420300HOLOGIC INCCOM4364401013577441SHDFND4744100HOLOGIC INCCOM436440101207043099SHSOLE 4309900HOME DEPOT INCCOM4370761028233957SHDFND3395700HOME DEPOT INCCOM437076102721234680SHDFND43468000HOME DEPOT INCCOM4370761021001748180SHDFND74818000HOME DEPOT INCCOM43707610237647200667SHSOLE 20066700HONEYWELL INTL INCCOM43851610664872382458SHSOLE 38245800HONEYWELL INTL INCCOM4385161068664960SHDFND3496000HONEYWELL INTL INCCOM438516106358720545SHDFND42054500HORMEL FOODS CORPCOM4404521003147751SHDFND4775100HORMEL FOODS CORPCOM440452100194948066SHSOLE 4806600HOST HOTELS & RESORTS INCCOM44107P10436720132SHDFND42013200HOST HOTELS & RESORTS INCCOM44107P1042235122646SHSOLE 12264600HP INCCOM40434L105101948991SHDFND44899100HP INCCOM40434L1059461455088SHSOLE 45508800HUBSPOT INCNOTE 0.250% 6/0443573AB655633000000PRNDFND1300000000HUDBAY MINERALS INCCOM4436281027714233SHDFND31423300HUMANA INCCOM44485910210073797SHDFND4379700HUMANA INCCOM4448591021719564814SHSOLE 6481400HUNT J B TRANS SVCS INCCOM4456581072162360SHDFND4236000HUNT J B TRANS SVCS INCCOM445658107140715391SHSOLE 1539100HUNTINGTON BANCSHARES INCCOM44615010446133338SHDFND43333800HUNTINGTON BANCSHARES INCCOM4461501046558474500SHSOLE 47450000HUNTINGTON INGALLS INDS INCCOM4464131062741220SHDFND4122000HUNTINGTON INGALLS INDS INCCOM4464131061481965941SHSOLE 6594100HYATT HOTELS CORPCOM CL A44857910227070355571SHSOLE 35557100IAC INTERACTIVECORPCOM44919P50821019659SHSOLE 965900ICICI BK LTDADR45104G10416613185SHDFND31318500IDEXX LABS INCCOM45168D1046532370SHDFND4237000IDEXX LABS INCCOM45168D104530719275SHSOLE 1927500IHS MARKIT LTDSHSG4756710564010042SHDFND41004200IHS MARKIT LTDSHSG47567105315649527SHSOLE 4952700ILLINOIS TOOL WKS INCCOM452308109691745867SHSOLE 4586700ILLINOIS TOOL WKS INCCOM45230810914379529SHDFND4952900ILLUMINA INCCOM45232710915114104SHDFND4410400ILLUMINA INCCOM452327109729219807SHSOLE 1980700IMPERIAL OIL LTDCOM NEW453038408290611222194SHSOLE 122219400INCYTE CORPCOM45337C1024154886SHDFND4488600INCYTE CORPCOM45337C10217217202646SHSOLE 20264600INFOSYS LTDSPONSORED ADR45678810816515375SHDFND 1537500INGERSOLL-RAND PLCSHSG477911018626807SHDFND4680700INGREDION INCCOM457187102445153953SHSOLE 5395300INTEL CORPCOM458140100498231059488SHSOLE 105948800INTEL CORPCOM4581401006739140781SHDFND414078100INTEL CORPCOM45814010049310299SHDFND31029900INTERCONTINENTAL EXCHANGE INCOM45866F104135915810SHDFND11581000INTERCONTINENTAL EXCHANGE INCOM45866F104136215851SHDFND41585100INTERNATIONAL BUSINESS MACHSCOM459200101387028065SHDFND42806500INTERNATIONAL BUSINESS MACHSCOM45920010130804233928SHSOLE 23392800INTERNATIONAL FLAVORS&FRAGRACOM4595061014082812SHDFND4281200INTERNATIONAL FLAVORS&FRAGRACOM459506101208314358SHSOLE 1435800INTERPUBLIC GROUP COS INCCOM4606901007533333483SHSOLE 33348300INTERPUBLIC GROUP COS INCCOM46069010026911887SHDFND41188700INTL PAPER COCOM46014610354112494SHDFND41249400INTL PAPER COCOM460146103295768258SHSOLE 6825800INTUITCOM46120210318987264SHDFND4726400INTUITCOM4612021033815347120SHSOLE 4712000INTUITIVE SURGICAL INCCOM NEW46120E60217053250SHDFND4325000INTUITIVE SURGICAL INCCOM NEW46120E6021047925232SHSOLE 2523200INVESCO ACTIVELY MANAGD ETFULTRA SHRT DUR46090A8873416761SHSOLE5676100INVESCO EXCHANGE TRADED FD TFTSE RAFI 150046137V5973843011SHDFND 301100INVESCO LTDSHSG491BT10824712051SHDFND41205100INVESCO QQQ TRUNIT SER 146090E103530128391SHSOLE 2839100IPG PHOTONICS CORPCOM44980X1098595567SHSOLE 556700IQVIA HLDGS INCCOM46266C105363522589SHSOLE 2258900IQVIA HLDGS INCCOM46266C1057114421SHDFND4442100IRON MTN INC NEWCOM46284V1012548122SHDFND4812200IRON MTN INC NEWCOM46284V101162151801SHSOLE 5180100ISHARES INCMSCI AUST ETF46428610382036400SHSOLE53640000ISHARES INCJP MRG EM CRP BD4642862514037917SHDFND3791700ISHARES INCEM MKTS DIV ETF464286319103125280SHDFND 2528000ISHARES INCMSCI BRAZIL ETF4642864008690739470SHSOLE 73947000ISHARES INCMSCI CDA ETF464286509198169200SHSOLE56920000ISHARES INCMIN VOL EMRG MKT464286533422871823SHSOLE 7182300ISHARES INCMIN VOL EMRG MKT4642865335188798SHDFND 879800ISHARES INCMSCI EURZONE ETF4642866081594344030702SHSOLE5403070200ISHARES INCMSCI CHILE ETF46428664073818071SHDFND 1807100ISHARES INCMSCI FRANCE ETF4642867072631838586700SHSOLE5858670000ISHARES INCMSCI STH KOR ETF46428677242667712654SHSOLE 71265400ISHARES INCMSCI GERMANY ETF4642868061544165505042SHSOLE5550504200ISHARES INCCORE MSCI EMKT46434G1033417656643950SHSOLE5664395000ISHARES INCMSCI JPN ETF NEW46434G8225982109598SHSOLE 10959800ISHARES INCMSCI JPN ETF NEW46434G822718401316233SHSOLE5131623300ISHARES S&P GSCI COMMODITY IUNIT BEN INT46428R10727817764SHDFND31776400ISHARES TRCHINA LG-CAP ETF464287184354482850SHSOLE58285000ISHARES TRCORE S&P500 ETF46428720013024416SHDFND4441600ISHARES TRCORE S&P500 ETF4642872005174671755614SHSOLE5175561400ISHARES TRCORE S&P500 ETF464287200219743SHDFND374300ISHARES TRCORE US AGGBD ET464287226109074979561SHSOLE 97956100ISHARES TRMSCI EMG MKT ETF464287234303570737SHSOLE 7073700ISHARES TRMSCI EMG MKT ETF4642872341756904094404SHSOLE5409440400ISHARES TRIBOXX INV CP ETF46428724259532478670SHSOLE 47867000ISHARES TRIBOXX INV CP ETF4642872422291840SHSOLE5184000ISHARES TRS&P 500 GRWT ETF46428730913317426SHDFND3742600ISHARES TRGLOB HLTHCRE ETF4642873253996466SHDFND3646600ISHARES TRMSCI EAFE ETF46428746537954577431SHSOLE 57743100ISHARES TRMSCI EAFE ETF4642874653295000SHCallDFND 500000ISHARES TRRUS MD CP GR ETF4642874817725414SHDFND 541400ISHARES TRRUS MID CAP ETF4642874992965298SHDFND3529800ISHARES TREXPANDED TECH46428751511765385SHSOLE5538500ISHARES TRNASDAQ BIOTECH464287556156214316SHSOLE 1431600ISHARES TRNASDAQ BIOTECH4642875562372169SHSOLE5216900ISHARES TRGLOBAL 100 ETF4642875722444996SHDFND3499600ISHARES TRU.S. CNSM SV ETF46428758011975497SHDFND 549700ISHARES TRRUSSELL 2000 ETF4642876559336000SHCallDFND 600000ISHARES TRU.S. TECH ETF4642877218254169SHDFND3416900ISHARES TRCORE S&P SCP ETF4642878043694714SHDFND3471400ISHARES TRU.S. CNSM GD ETF4642878122301896SHDFND 189600ISHARES TRMSCI AC ASIA ETF4642881821870572680274SHSOLE5268027400ISHARES TRMSCI ACWI ETF46428825754050733280SHSOLE 73328000ISHARES TRJPMORGAN USD EMG4642882811162796640883SHSOLE 664088300ISHARES TRJPMORGAN USD EMG464288281111835987154SHSOLE598715400ISHARES TRINTL DEVPPTY ETF4642884222055392SHDFND3539200ISHARES TRINTL SEL DIV ETF46428844850416392SHDFND 1639200ISHARES TRINTL SEL DIV ETF4642884482578366SHDFND3836600ISHARES TRIBOXX HI YD ETF4642885133924500SHSOLE5450000ISHARES TRMBS ETF464288588448241660SHSOLE 4166000ISHARES TRSH TR CRPORT ETF4642886462614884SHDFND3488400ISHARES TRSHORT TREAS BD46428867919193173453SHSOLE 17345300ISHARES TRSHORT TREAS BD4642886796255648SHDFND3564800ISHARES TRSHORT TREAS BD464288679906381935SHDFND78193500ISHARES TRU.S. MED DVC ETF46428881054548226603SHSOLE522660300ISHARES TRUS OIL GS EX ETF464288851391969900SHSOLE56990000ISHARES TRMSCI PERU ETF4642898425432146638SHSOLE514663800ISHARES TRMSCI INDIA ETF46429B598528771497931SHSOLE 149793100ISHARES TRMSCI INDIA ETF46429B59835310000SHSOLE51000000ISHARES TRMSCI CHINA ETF46429B6715248828SHSOLE 882800ISHARES TRMSCI CHINA ETF46429B6712047523444100SHSOLE5344410000ISHARES TRMIN VOL EAFE ETF46429B6892593563SHDFND 356300ISHARES TRUSA MOMENTUM FCT46432F3969738204SHDFND3820400ISHARES TRCORE MSCI EAFE46432F842101116466SHDFND 1646600ISHARES TRCORE MSCI EAFE46432F8426484105610SHSOLE 10561000ISHARES TR0-5YR INVT GR CP46434V1002314532SHDFND3453200ISHARES TRMULTIFACTOR USA46434V282154348591SHDFND 4859100ISHARES TR0-5YR HI YL CP46434V4075036107834SHSOLE 10783400ISHARES TRHDG MSCI EAFE46434V8032628786SHDFND 878600ISHARES TRULTR SH TRM BD46434V8783416769SHSOLE5676900ISHARES TRCONV BD ETF46435G10266611188SHDFND31118800J2 GLOBAL INCNOTE 3.250% 6/148123VAC621061511000PRNDFND1151100000JACOBS ENGR GROUP INCCOM4698141072793310SHDFND4331000JACOBS ENGR GROUP INCCOM469814107140516645SHSOLE 1664500JAZZ PHARMACEUTICALS PLCSHS USDG50871105328823064SHSOLE 2306400JEFFERIES FINL GROUP INCCOM47233W10978840962SHSOLE 4096200JOHNSON & JOHNSONCOM4781601048666218SHDFND3621800JOHNSON & JOHNSONCOM4781601041158183147SHDFND48314700JOHNSON & JOHNSONCOM478160104642346130SHDFND74613000JOHNSON & JOHNSONCOM4781601042127831559579SHSOLE 155957900JOHNSON CTLS INTL PLCSHSG51502105104425262SHDFND42526200JP MORGAN EXCHANGE TRADED FDCORE PLUS BD ETF46641Q670508097208SHSOLE 9720800JPMORGAN CHASE & COCOM46625H1001023291521SHDFND49152100JPMORGAN CHASE & COCOM46625H1004443970SHCallDFND 397000JPMORGAN CHASE & COCOM46625H10010149070SHDFND3907000JPMORGAN CHASE & COCOM46625H1001689601542601SHSOLE 154260100JPMORGAN CHASE & COCOM46625H100742766450SHDFND76645000JUNIPER NETWORKS INCCOM48203R10429611122SHDFND41112200JUNIPER NETWORKS INCCOM48203R10419593735732SHSOLE 73573200KANSAS CITY SOUTHERNCOM NEW4851703023472845SHDFND4284500KANSAS CITY SOUTHERNCOM NEW485170302186915345SHSOLE 1534500KELLOGG COCOM4878361084057565SHDFND4756500KELLOGG COCOM487836108461786187SHSOLE 8618700KEYCORP NEWCOM4932671085782325726SHSOLE 32572600KEYCORP NEWCOM49326710856531838SHDFND43183800KEYSIGHT TECHNOLOGIES INCCOM49338L1034785325SHDFND4532500KEYSIGHT TECHNOLOGIES INCCOM49338L103261429105SHSOLE 2910500KIMBERLY CLARK CORPCOM494368103142810712SHDFND41071200KIMBERLY CLARK CORPCOM49436810314588109451SHSOLE 10945100KIMCO RLTY CORPCOM49446R10921711718SHDFND41171800KIMCO RLTY CORPCOM49446R109124367240SHSOLE 6724000KINDER MORGAN INC DELCOM49456B101113454291SHDFND45429100KINDER MORGAN INC DELCOM49456B10110425849606SHSOLE 84960600KINROSS GOLD CORPCOM496902404376349700652SHSOLE 970065200KIRKLAND LAKE GOLD LTDCOM49741E1002742198SHSOLE 4219800KLA-TENCOR CORPCOM4824801006155207SHDFND4520700KLA-TENCOR CORPCOM482480100314926645SHSOLE 2664500KOHLS CORPCOM5002551042425096SHDFND4509600KOHLS CORPCOM50025510421435450797SHSOLE 45079700KRAFT HEINZ COCOM50075410653517250SHDFND41725000KRAFT HEINZ COCOM5007541064455143519SHSOLE 14351900KRANESHARES TRCSI CHI INTERNET50076730688420134SHSOLE 2013400KROGER COCOM50104410148922518SHDFND42251800KROGER COCOM5010441016233287112SHSOLE 28711200L BRANDS INCCOM5017971044314165303SHSOLE 16530300L3 TECHNOLOGIES INCCOM50241310751112208477SHSOLE 20847700L3 TECHNOLOGIES INCCOM5024131075292158SHDFND4215800LABORATORY CORP AMER HLDGSCOM NEW50540R4094892829SHDFND4282900LABORATORY CORP AMER HLDGSCOM NEW50540R409240913931SHSOLE 1393100LAM RESEARCH CORPCOM5128071089104843SHDFND4484300LAM RESEARCH CORPCOM51280710824948132816SHSOLE 13281600LAMB WESTON HLDGS INCCOM5132721042403794SHDFND4379400LAMB WESTON HLDGS INCCOM5132721046999110463SHSOLE 11046300LAS VEGAS SANDS CORPCOM51783410737553635518SHSOLE 63551800LAUDER ESTEE COS INCCL A51843910411306173SHDFND4617300LAUDER ESTEE COS INCCL A518439104778842545SHDFND74254500LAUDER ESTEE COS INCCL A518439104576931508SHSOLE 3150800LEAR CORPCOM NEW521865204244317541SHSOLE 1754100LEGG MASON INCCOM52490110546512155SHSOLE 1215500LEGGETT & PLATT INCCOM52466010788222994SHSOLE 2299400LEIDOS HLDGS INCCOM525327102615377055SHSOLE 7705500LENNAR CORPCL A5260571043777782SHDFND4778200LENNAR CORPCL A526057104224146253SHSOLE 4625300LGI HOMES INCNOTE 4.250%11/150187TAB2119853608000PRNDFND1360800000LIBERTY MEDIA CORP DELAWARECOM C SIRIUSXM531229607107528293SHSOLE 2829300LILLY ELI & COCOM532457108267224116SHDFND42411600LILLY ELI & COCOM53245710874135677420SHSOLE 67742000LINCOLN NATL CORP INDCOM534187109191529711SHSOLE 2971100LINCOLN NATL CORP INDCOM5341871093896037SHDFND4603700LINDE PLCSHSG5494J103310115441SHDFND41544100LINDE PLCSHSG5494J10322512121392SHSOLE 12139200LKQ CORPCOM5018892082338760SHDFND4876000LKQ CORPCOM501889208142653605SHSOLE 5360500LOCKHEED MARTIN CORPCOM53983010927997699SHDFND4769900LOCKHEED MARTIN CORPCOM539830109511914085SHDFND71408500LOCKHEED MARTIN CORPCOM5398301092558478031SHSOLE 7803100LOEWS CORPCOM5404241084297849SHDFND4784900LOEWS CORPCOM540424108209738350SHSOLE 3835000LOWES COS INCCOM54866110734578349495SHSOLE 34949500LOWES COS INCCOM548661107225122309SHDFND42230900LPL FINL HLDGS INCCOM50212V100118414516SHSOLE 1451600LULULEMON ATHLETICA INCCOM55002110949284273480SHSOLE 27348000LYONDELLBASELL INDUSTRIES NSHS - A -N537451008289615SHDFND4961500LYONDELLBASELL INDUSTRIES NSHS - A -N53745100694580631SHSOLE 8063100M & T BK CORPCOM55261F1046503821SHDFND4382100M & T BK CORPCOM55261F104661438889SHSOLE 3888900MACERICH COCOM55438210173221849SHSOLE 2184900MACYS INCCOM55616P1042059548SHDFND4954800MACYS INCCOM55616P104118054980SHSOLE 5498000MAGNA INTL INCCOM559222401694931551714SHSOLE 155171400MANULIFE FINL CORPCOM56501R10629010415872238SHSOLE 1587223800MARATHON OIL CORPCOM56584910633323426SHDFND42342600MARATHON OIL CORPCOM5658491062184153687SHSOLE 15368700MARATHON PETE CORPCOM56585A102120421550SHDFND42155000MARATHON PETE CORPCOM56585A10215988286119SHSOLE 28611900MARKETAXESS HLDGS INCCOM57060D1083341040SHDFND4104000MARRIOTT INTL INC NEWCL A57190320211117916SHDFND4791600MARRIOTT INTL INC NEWCL A571903202563140138SHSOLE 4013800MARSH & MCLENNAN COS INCCOM5717481024914922SHDFND3492200MARSH & MCLENNAN COS INCCOM571748102141714205SHDFND41420500MARSH & MCLENNAN COS INCCOM571748102888689085SHSOLE 8908500MARTIN MARIETTA MATLS INCCOM5732841064101783SHDFND4178300MARTIN MARIETTA MATLS INCCOM57328410620058714SHSOLE 871400MASCO CORPCOM5745991063358531SHDFND4853100MASCO CORPCOM5745991064089104209SHSOLE 10420900MASIMO CORPCOM57479510017643118555SHSOLE 11855500MASTERCARD INCCL A57636Q104666425192SHDFND42519200MASTERCARD INCCL A57636Q104973636815SHDFND73681500MASTERCARD INCCL A57636Q10435813155827SHSOLE 15582700MATTEL INCCOM57708110271663851SHSOLE 6385100MAXIM INTEGRATED PRODS INCCOM57772K1015308859SHDFND4885900MAXIM INTEGRATED PRODS INCCOM57772K101232138803SHSOLE 3880300MCCORMICK & CO INCCOM NON VTG5797802065333438SHDFND4343800MCCORMICK & CO INCCOM NON VTG579780206294919025SHSOLE 1902500MCDONALDS CORPCOM58013510142486218154SHSOLE 21815400MCDONALDS CORPCOM580135101496423903SHDFND42390300MCKESSON CORPCOM58155Q1037265400SHDFND4540000MCKESSON CORPCOM58155Q103529439396SHSOLE 3939600MDU RES GROUP INCCOM552690109134352062SHSOLE 5206200MEDNAX INCCOM58502B1065143203863SHSOLE 20386300MEDTRONIC PLCSHSG5960L103365537531SHDFND43753100MEDTRONIC PLCSHSG5960L1031112961154102SHSOLE 115410200MELCO RESORTS AND ENTMT LTDADR58546410024011050SHDFND41105000MERCADOLIBRE INCCOM58733R1026121001SHDFND 100100MERCK & CO INCCOM58933Y10549964614536SHSOLE 61453600MERCK & CO INCCOM58933Y105677180748SHDFND48074800MERCURY GENL CORP NEWCOM589400100114718346SHSOLE 1834600METHANEX CORPCOM59151K108276375174SHSOLE 7517400METLIFE INCCOM59156R108135227216SHDFND42721600METLIFE INCCOM59156R10830321610433SHSOLE 61043300METTLER TOLEDO INTERNATIONALCOM592688105574683SHDFND468300METTLER TOLEDO INTERNATIONALCOM59268810528603405SHSOLE 340500MGM RESORTS INTERNATIONALCOM55295310140314089SHDFND41408900MGM RESORTS INTERNATIONALCOM5529531015223182815SHSOLE 18281500MICRO FOCUS INTERNATIONAL PLSPON ADR NEW5948374032439284SHDFND4928400MICROCHIP TECHNOLOGY INCCOM5950171045786667SHDFND4666700MICROCHIP TECHNOLOGY INCCOM595017104313936205SHSOLE 3620500MICROCHIP TECHNOLOGY INCNOTE 1.625% 2/1595017AD643792500000PRNDFND1250000000MICRON TECHNOLOGY INCCOM595112103120631261SHDFND43126100MICRON TECHNOLOGY INCCOM59511210328475737898SHSOLE 73789800MICROSOFT CORPCOM5949181049817326SHDFND 732600MICROSOFT CORPCOM59491810412079010SHDFND3901000MICROSOFT CORPCOM59491810428820215138SHDFND421513800MICROSOFT CORPCOM59491810416088120130SHDFND712013000MICROSOFT CORPCOM5949181044845413705450SHSOLE 370545000MID AMER APT CMNTYS INCCOM59522J1033623075SHDFND4307500MID AMER APT CMNTYS INCCOM59522J103198816885SHSOLE 1688500MOHAWK INDS INCCOM6081901042571742SHDFND4174200MOHAWK INDS INCCOM60819010412368382SHSOLE 838200MOLINA HEALTHCARE INCCOM60855R100454331737SHSOLE 3173700MOLSON COORS BREWING COCL B60871R2092794983SHDFND4498300MONDELEZ INTL INCCL A609207105216040065SHDFND44006500MONDELEZ INTL INCCL A609207105636081376938SHSOLE 137693800MONSTER BEVERAGE CORP NEWCOM61174X10970010963SHDFND41096300MONSTER BEVERAGE CORP NEWCOM61174X10943728685069SHSOLE 68506900MOODYS CORPCOM61536910533004168983SHSOLE 16898300MOODYS CORPCOM6153691059114665SHDFND4466500MORGAN STANLEYCOM NEW617446448158136088SHDFND43608800MORGAN STANLEYCOM NEW61744644818196427166SHSOLE 42716600MOSAIC CO NEWCOM61945C10325310120SHDFND41012000MOSAIC CO NEWCOM61945C1034278170897SHSOLE 17089700MOTOROLA SOLUTIONS INCCOM NEW6200763077504501SHDFND4450100MOTOROLA SOLUTIONS INCCOM NEW620076307943256569SHSOLE 5656900MSCI INCCOM55354G1005732400SHDFND4240000MSCI INCCOM55354G100963740356SHSOLE 4035600MYLAN N VSHS EURON5946510927214270SHDFND41427000NASDAQ INCCOM631103108161816822SHSOLE 1682200NASDAQ INCCOM6311031083103222SHDFND4322200NATIONAL INSTRS CORPCOM63651810253212678SHSOLE 1267800NATIONAL OILWELL VARCO INCCOM63707110123010327SHDFND41032700NATIONAL OILWELL VARCO INCCOM6370711015787260322SHSOLE 26032200NAVIENT CORPORATIONCOM63938C108104176289SHSOLE 7628900NEKTAR THERAPEUTICSCOM64026810893226205SHSOLE 2620500NETAPP INCCOM64110D1044377084SHDFND4708400NETAPP INCCOM64110D104273444319SHSOLE 4431900NETEASE INCSPONSORED ADR64110W1026032357SHDFND 235700NETFLIX INCCOM64110L106448912221SHDFND41222100NETFLIX INCCOM64110L1062615984847SHSOLE 8484700NEWELL BRANDS INCCOM65122910619912882SHDFND41288200NEWELL BRANDS INCCOM65122910695361791SHSOLE 6179100NEWMONT GOLDCORP CORPORATIONCOM65163910610947284575SHSOLE 28457500NEWMONT GOLDCORP CORPORATIONCOM65163910687622769SHDFND42276900NEWS CORP NEWCL A65249B10913710176SHDFND41017600NEWS CORP NEWCL A65249B10976456641SHSOLE 5664100NEWS CORP NEWCL B65249B20824617651SHSOLE 1765100NEXTERA ENERGY INCCOM65339F101307214995SHDFND41499500NEXTERA ENERGY INCCOM65339F1011659489440SHSOLE 8944000NIELSEN HLDGS PLCSHS EURG6518L10823910570SHDFND 1057000NIELSEN HLDGS PLCSHS EURG6518L1082159506SHDFND4950600NIKE INCCL B654106103296435303SHDFND43530300NIKE INCCL B65410610323409287928SHSOLE 28792800NIKE INCCL B654106103442652740SHDFND75274000NISOURCE INCCOM65473P10529310190SHDFND41019000NISOURCE INCCOM65473P105170559185SHSOLE 5918500NOBLE ENERGY INCCOM65504410530213467SHDFND41346700NOBLE ENERGY INCCOM655044105191085248SHSOLE 8524800NORBORD INCCOM NEW65548P4034857195926SHSOLE 19592600NORDSTROM INCCOM65566410075823798SHSOLE 2379800NORFOLK SOUTHERN CORPCOM65584410815157599SHDFND4759900NORFOLK SOUTHERN CORPCOM6558441081452172851SHSOLE 7285100NORTHERN TR CORPCOM6658591045466065SHDFND4606500NORTHERN TR CORPCOM665859104315335035SHSOLE 3503500NORTHROP GRUMMAN CORPCOM6668071021054132625SHSOLE 3262500NORTHROP GRUMMAN CORPCOM66680710215404767SHDFND4476700NORWEGIAN CRUISE LINE HLDG LSHSG667211043236022SHDFND4602200NORWEGIAN CRUISE LINE HLDG LSHSG66721104226042124SHSOLE 4212400NRG ENERGY INCCOM NEW6293775082908260SHDFND4826000NRG ENERGY INCCOM NEW629377508190654272SHSOLE 5427200NU SKIN ENTERPRISES INCCL A67018T10571814557SHSOLE 1455700NUCOR CORPCOM6703461055289589SHDFND4958900NUCOR CORPCOM67034610519476353461SHSOLE 35346100NUTANIX INCCL A67059N1086227240067SHSOLE 24006700NUTRIEN LTDCOM67077M1081741513545186SHSOLE 354518600NVIDIA CORPCOM67066G104279817038SHDFND41703800NVIDIA CORPCOM67066G104364322187SHDFND72218700NVIDIA CORPCOM67066G10417369114358SHSOLE 11435800NXP SEMICONDUCTORS N VCOMN6596X109136814017SHDFND41401700O REILLY AUTOMOTIVE INC NEWCOM67103H1078162209SHDFND4220900O REILLY AUTOMOTIVE INC NEWCOM67103H1071239333556SHSOLE 3355600OCCIDENTAL PETE CORPCOM674599105104520793SHDFND42079300OCCIDENTAL PETE CORPCOM67459910525873514573SHSOLE 51457300OGE ENERGY CORPCOM670837103320675328SHSOLE 7532800OKTA INCNOTE 0.250% 2/1679295AB164842500000PRNDFND1250000000OLD REP INTL CORPCOM6802231043138140220SHSOLE 14022000OMNICOM GROUP INCCOM681919106260731812SHSOLE 3181200OMNICOM GROUP INCCOM6819191065706961SHDFND4696100ONEOK INC NEWCOM68268010378711434SHDFND41143400ONEOK INC NEWCOM682680103459066707SHSOLE 6670700OPEN TEXT CORPCOM683715106433161066438SHSOLE 106643800ORACLE CORPCOM68389X1055479599SHDFND 959900ORACLE CORPCOM68389X105389668390SHDFND46839000ORACLE CORPCOM68389X10521846395521SHSOLE 39552100OSHKOSH CORPCOM68823920190210799SHSOLE 1079900OWENS CORNING NEWCOM6907421016627113859SHSOLE 11385900PACCAR INCCOM693718108377252642SHSOLE 5264200PACCAR INCCOM69371810877410796SHDFND41079600PACKAGING CORP AMERCOM6951561092742871SHDFND4287100PACKAGING CORP AMERCOM695156109149915730SHSOLE 1573000PARKER HANNIFIN CORPCOM7010941046133604SHDFND4360400PARKER HANNIFIN CORPCOM701094104354520851SHSOLE 2085100PATTERN ENERGY GROUP INCNOTE 4.000% 7/170338PAB6157155000PRNDFND115500000PATTERSON UTI ENERGY INCCOM7034811016006521789SHSOLE 52178900PAYCHEX INCCOM7043261078069797SHDFND4979700PAYCHEX INCCOM704326107453355092SHSOLE 5509200PAYPAL HLDGS INCCOM70450Y103376632906SHDFND43290600PAYPAL HLDGS INCCOM70450Y10319446181432SHSOLE 18143200PBF ENERGY INCCL A69318G1067038224853SHSOLE 22485300PBF ENERGY INCCL A69318G1063443110000SHDFND111000000PEMBINA PIPELINE CORPCOM7063271031662624601464SHSOLE 460146400PEOPLES UTD FINL INCCOM71270410521012518SHDFND41251800PEOPLES UTD FINL INCCOM71270410599058978SHSOLE 5897800PEPSICO INCCOM713448108575743905SHDFND44390500PEPSICO INCCOM7134481081624461254676SHSOLE 125467600PERKINELMER INCCOM7140461093003115SHDFND4311500PERKINELMER INCCOM714046109176418308SHSOLE 1830800PFIZER INCCOM71708110389720706SHDFND32070600PFIZER INCCOM717081103907742116482SHSOLE 211648200PFIZER INCCOM7170811037521173625SHDFND417362500PG&E CORPCOM69331C108480622096935SHSOLE 209693500PHILIP MORRIS INTL INCCOM718172109381348554SHDFND44855400PHILIP MORRIS INTL INCCOM718172109846471088461SHSOLE 108846100PHILLIPS 66COM7185461042112256SHDFND3225600PHILLIPS 66COM718546104124613325SHDFND41332500PHILLIPS 66COM71854610446701499268SHSOLE 49926800PILGRIMS PRIDE CORP NEWCOM72147K1083188125545SHSOLE 12554500PINNACLE WEST CAP CORPCOM723484101171218190SHSOLE 1819000PINNACLE WEST CAP CORPCOM7234841013313517SHDFND4351700PIONEER NAT RES COCOM72378710720997136470SHSOLE 13647000PIONEER NAT RES COCOM723787107623140500SHDFND14050000PIONEER NAT RES COCOM7237871077084603SHDFND4460300PLAINS ALL AMERN PIPELINE LUNIT LTD PARTN7265031052379732SHSOLE 973200PLURALSIGHT INCCOM CL A72941B1065790190950SHSOLE 19095000PNC FINL SVCS GROUP INCCOM693475105174712723SHDFND41272300PNC FINL SVCS GROUP INCCOM69347510540107292882SHSOLE 29288200PPG INDS INCCOM6935061077666562SHDFND4656200PPG INDS INCCOM693506107425236428SHSOLE 3642800PPL CORPCOM69351T10610700345034SHSOLE 34503400PPL CORPCOM69351T10670822841SHDFND42284100PRECISION DRILLING CORPCOM 201074022D30814374291SHSOLE 7429100PRETIUM RES INCNOTE 2.250% 3/174139CAB810771100000PRNDFND1110000000PRICE T ROWE GROUP INCCOM74144T1087987275SHDFND4727500PRICE T ROWE GROUP INCCOM74144T10812393112962SHSOLE 11296200PRICELINE GRP INCNOTE 0.350% 6/1741503AS51027715000PRNDFND171500000PRINCIPAL FINL GROUP INCCOM74251V1024708112SHDFND4811200PRINCIPAL FINL GROUP INCCOM74251V102207435815SHSOLE 3581500PROCTER AND GAMBLE COCOM7427181096215663SHDFND3566300PROCTER AND GAMBLE COCOM742718109863978786SHDFND47878600PROCTER AND GAMBLE COCOM74271810994836888696SHSOLE 88869600PROGRESSIVE CORP OHIOCOM7433151033804750SHDFND 475000PROGRESSIVE CORP OHIOCOM743315103672184087SHSOLE 8408700PROGRESSIVE CORP OHIOCOM743315103130016269SHDFND41626900PROGRESSIVE CORP OHIOCOM7433151038743109415SHDFND710941500PROLOGIS INCCOM74340W1035326642SHDFND3664200PROLOGIS INCCOM74340W103140617548SHDFND41754800PROSHARES TRULTSHT RUSS200074348A31933622748SHSOLE 2274800PRUDENTIAL FINL INCCOM744320102115511439SHDFND41143900PRUDENTIAL FINL INCCOM74432010221656214417SHSOLE 21441700PUBLIC STORAGECOM74460D1099994195SHDFND4419500PUBLIC STORAGECOM74460D109521921911SHSOLE 2191100PUBLIC SVC ENTERPRISE GRP INCOM74457310692415710SHDFND41571000PUBLIC SVC ENTERPRISE GRP INCOM74457310619077324334SHSOLE 32433400PULTE GROUP INCCOM7458671012367469SHDFND4746900PULTE GROUP INCCOM745867101113635938SHSOLE 3593800PVH CORPCOM6936561002032141SHDFND4214100QORVO INCCOM74736K1012233350SHDFND4335000QORVO INCCOM74736K101140421076SHSOLE 2107600QUALCOMM INCCOM747525103258934033SHDFND43403300QUALCOMM INCCOM74752510311506159274SHSOLE 15927400QUANTA SVCS INCCOM74762E1023907102311SHSOLE 10231100QUEST DIAGNOSTICS INCCOM74834L1003723649SHDFND4364900QUEST DIAGNOSTICS INCCOM74834L100192818935SHSOLE 1893500QURATE RETAIL INCCOM SER A74915M1002028163653SHSOLE 16365300RAYMOND JAMES FINANCIAL INCCOM7547301093033583SHDFND4358300RAYMOND JAMES FINANCIAL INCCOM754730109503159506SHSOLE 5950600RAYTHEON COCOM NEW75511150713767911SHDFND4791100RAYTHEON COCOM NEW75511150755347318305SHSOLE 31830500REALPAGE INCNOTE 1.500%11/175606NAB559974000000PRNDFND1400000000REALTY INCOME CORPCOM7561091046068782SHDFND4878200REALTY INCOME CORPCOM756109104356851734SHSOLE 5173400RED HAT INCCOM75657710219042101417SHSOLE 10141700RED HAT INCCOM7565771029204898SHDFND4489800RED HAT INCNOTE 0.250%10/0756577AD434371350000PRNDFND1135000000REGENCY CTRS CORPCOM7588491033084621SHDFND4462100REGENCY CTRS CORPCOM758849103180527047SHSOLE 2704700REGENERON PHARMACEUTICALSCOM75886F1076682135SHDFND4213500REGENERON PHARMACEUTICALSCOM75886F107616519697SHSOLE 1969700REGIONS FINL CORP NEWCOM7591EP10047932029SHDFND43202900REGIONS FINL CORP NEWCOM7591EP1003697247488SHSOLE 24748800RELIANCE STEEL & ALUMINUM COCOM7595091024514770SHSOLE 477000REPUBLIC SVCS INCCOM76075910019747227916SHSOLE 22791600REPUBLIC SVCS INCCOM7607591005246051SHDFND4605100REPUBLIC SVCS INCCOM760759100221425560SHDFND72556000RESIDEO TECHNOLOGIES INCCOM76118Y10428913201SHSOLE 1320100RESMED INCCOM761152107237919493SHSOLE 1949300RESMED INCCOM7611521074783920SHDFND4392000RESTAURANT BRANDS INTL INCCOM76131D103773911148006SHSOLE 114800600RIO TINTO PLCSPONSORED ADR767204100625259943SHSOLE 25994300ROBERT HALF INTL INCCOM77032310319956350048SHSOLE 35004800ROCKWELL AUTOMATION INCCOM7739031095533378SHDFND4337800ROCKWELL AUTOMATION INCCOM773903109334920443SHSOLE 2044300ROGERS COMMUNICATIONS INCCL B7751092001412882865710SHSOLE 286571000ROLLINS INCCOM77571110497727247SHSOLE 2724700ROPER TECHNOLOGIES INCCOM77669610610672912SHDFND4291200ROPER TECHNOLOGIES INCCOM776696106565715446SHSOLE 1544600ROSS STORES INCCOM7782961036997055SHDFND 705500ROSS STORES INCCOM778296103103410431SHDFND41043100ROSS STORES INCCOM778296103550955578SHSOLE 5557800ROYAL BK CDA MONTREAL QUECOM780087102137817355SHDFND31735500ROYAL BK CDA MONTREAL QUECOM78008710294768813029167SHSOLE 1302916700ROYAL CARIBBEAN CRUISES LTDCOMV7780T1035794780SHDFND4478000RYDER SYS INCCOM783549108347259547SHSOLE 5954700S&P GLOBAL INCCOM78409V104835636684SHSOLE 3668400S&P GLOBAL INCCOM78409V10415786929SHDFND4692900S&P GLOBAL INCCOM78409V104952341820SHDFND74182000SALESFORCE COM INCCOM79466L302332221895SHDFND42189500SALESFORCE COM INCCOM79466L30221081149020SHSOLE 14902000SANTANDER CONSUMER USA HDG ICOM80283M101105744096SHSOLE 4409600SAP SESPON ADR8030542043502564SHSOLE 256400SAREPTA THERAPEUTICS INCCOM8036071009546275SHSOLE 627500SBA COMMUNICATIONS CORP NEWCL A78410G1047153179SHDFND4317900SBA COMMUNICATIONS CORP NEWCL A78410G104358915964SHSOLE 1596400SCHLUMBERGER LTDCOM806857108153938739SHDFND43873900SCHLUMBERGER LTDCOM806857108499441256762SHSOLE 125676200SEAGATE TECHNOLOGY PLCSHSG7945M107201542776SHSOLE 4277600SEAGATE TECHNOLOGY PLCSHSG7945M1073868188SHDFND4818800SEALED AIR CORP NEWCOM81211K1005519128998SHSOLE 12899800SELECT SECTOR SPDR TRSBI HEALTHCARE81369Y2097097653SHDFND3765300SELECT SECTOR SPDR TRSBI CONS STPLS81369Y3085509471SHDFND3947100SELECT SECTOR SPDR TRSBI CONS STPLS81369Y30856112966284SHSOLE 96628400SELECT SECTOR SPDR TRSBI CONS DISCR81369Y4076175176SHDFND3517600SELECT SECTOR SPDR TRENERGY81369Y5067964125000SHDFND112500000SELECT SECTOR SPDR TRENERGY81369Y506841862036368SHSOLE 203636800SELECT SECTOR SPDR TRSBI INT-FINL81369Y605724892626387SHSOLE 262638700SELECT SECTOR SPDR TRSBI INT-FINL81369Y605222880700SHSOLE58070000SELECT SECTOR SPDR TRSBI INT-INDS81369Y7042523260SHSOLE5326000SELECT SECTOR SPDR TRTECHNOLOGY81369Y8032973800SHDFND 380000SELECT SECTOR SPDR TRTECHNOLOGY81369Y8036278034SHDFND3803400SELECT SECTOR SPDR TRTECHNOLOGY81369Y803622279731SHSOLE 7973100SEMPRA ENERGYCOM81685110911798581SHDFND4858100SEMPRA ENERGYCOM816851109550740068SHSOLE 4006800SEMPRA ENERGY6% PFD CONV A816851406119510705SHDFND11070500SERVICENOW INCCOM81762P102616222444SHSOLE 2244400SERVICENOW INCNOTE 6/081762PAC6129286286000PRNDFND1628600000SHAW COMMUNICATIONS INCCL B CONV82028K20027413445SHDFND31344500SHAW COMMUNICATIONS INCCL B CONV82028K2001154795643926SHSOLE 564392600SHERWIN WILLIAMS COCOM824348106561112244SHSOLE 1224400SHERWIN WILLIAMS COCOM8243481061011622080SHDFND72208000SHERWIN WILLIAMS COCOM82434810610422273SHDFND4227300SHOPIFY INCCL A82509L10783516321970SHSOLE 32197000SIMON PPTY GROUP INC NEWCOM82880610913658545SHDFND4854500SIMON PPTY GROUP INC NEWCOM828806109964460363SHSOLE 6036300SKYWORKS SOLUTIONS INCCOM83088M1023925074SHDFND4507400SKYWORKS SOLUTIONS INCCOM83088M102229229667SHSOLE 2966700SL GREEN RLTY CORPCOM78440X101119914922SHSOLE 1492200SLM CORPCOM78442P106118661220801SHSOLE 122080100SMITH A O CORPCOM831865209120525559SHSOLE 2555900SMUCKER J M COCOM NEW832696405211618372SHSOLE 1837200SMUCKER J M COCOM NEW8326964054093550SHDFND4355000SNAP ON INCCOM8330341012641592SHDFND4159200SNAP ON INCCOM83303410113908392SHSOLE 839200SONOCO PRODS COCOM835495102599391720SHSOLE 9172000SOUTHERN COCOM842587107161029123SHDFND42912300SOUTHERN COCOM84258710727100490233SHSOLE 49023300SOUTHERN COPPER CORPCOM84265V10519126492297SHSOLE 49229700SOUTHERN COPPER CORPCOM84265V10539610182SHSOLE51018200SOUTHWEST AIRLS COCOM84474110871114002SHDFND41400200SOUTHWEST AIRLS COCOM84474110829818587200SHSOLE 58720000SPDR DOW JONES INDL AVRG ETFUT SER 178467X10916976385SHSOLE 638500SPDR GOLD TRUSTGOLD SHS78463V10761007458013SHSOLE 45801300SPDR GOLD TRUSTGOLD SHS78463V1071440831081700SHSOLE5108170000SPDR INDEX SHS FDSPORTFOLIO EMG MK78463X50942912000SHDFND 1200000SPDR S&P 500 ETF TRTR UNIT78462F1035311812SHDFND3181200SPDR S&P 500 ETF TRTR UNIT78462F1033441051174418SHSOLE5117441800SPDR S&P 500 ETF TRTR UNIT78462F103398513600SHCallDFND 1360000SPDR S&P MIDCAP 400 ETF TRUTSER1 S&PDCRP78467Y1076311780SHSOLE 178000SPDR SERIES TRUSTS&P REGL BKG78464A698137125657SHSOLE 2565700SPDR SERIES TRUSTS&P REGL BKG78464A6984328090SHSOLE5809000SPDR SERIES TRUSTS&P RETAIL ETF78464A71422506531174SHSOLE 53117400SPDR SERIES TRUSTS&P OILGAS EXP78464A730464191703454SHSOLE 170345400SPDR SERIES TRUSTS&P OILGAS EXP78464A7302725100000SHDFND110000000SPDR SERIES TRUSTS&P BIOTECH78464A87025353289053SHSOLE 28905300SPLUNK INCCOM84863710411178884SHSOLE 888400SPROUTS FMRS MKT INCCOM85208M1023023160049SHSOLE 16004900STANLEY BLACK & DECKER INCCOM8545021016054185SHDFND4418500STANLEY BLACK & DECKER INCCOM854502101478933117SHSOLE 3311700STARBUCKS CORPCOM855244109286534172SHDFND43417200STARBUCKS CORPCOM85524410969109833214SHSOLE 83321400STARS GROUP INCCOM85570W1002404159215SHSOLE 15921500STATE STR CORPCOM85747710365311654SHDFND41165400STATE STR CORPCOM857477103397970978SHSOLE 7097800STEEL DYNAMICS INCCOM85811910015026497536SHSOLE 49753600STRYKER CORPCOM86366710124563124853SHSOLE 12485300STRYKER CORPCOM86366710117638578SHDFND4857800SUN LIFE FINL INCCOM8667961051522523850853SHSOLE 385085300SUNCOR ENERGY INC NEWCOM8672241071451125383532SHSOLE 538353200SUNTRUST BKS INCCOM86791410386913826SHDFND41382600SUNTRUST BKS INCCOM86791410345557724861SHSOLE 72486100SVB FINL GROUPCOM78486Q1013211430SHDFND4143000SVB FINL GROUPCOM78486Q10118698320SHSOLE 832000SYMANTEC CORPCOM87150310839117976SHDFND41797600SYMANTEC CORPCOM871503108296211361237SHSOLE 136123700SYNCHRONY FINLCOM87165B10371320569SHDFND42056900SYNCHRONY FINLCOM87165B10322139638553SHSOLE 63855300SYNOPSYS INCCOM871607107275221384SHSOLE 2138400SYNOPSYS INCCOM8716071075464246SHDFND4424600SYNOVUS FINL CORPCOM NEW87161C5015835166701SHSOLE 16670100SYSCO CORPCOM871829107105514911SHDFND41491100SYSCO CORPCOM87182910732208455427SHSOLE 45542700TAKE-TWO INTERACTIVE SOFTWARCOM8740541093513090SHDFND4309000TAKE-TWO INTERACTIVE SOFTWARCOM874054109170515020SHSOLE 1502000TAPESTRY INCCOM8760301072487813SHDFND4781300TAPESTRY INCCOM87603010725574805985SHSOLE 80598500TARGET CORPCOM87612E106140016165SHDFND41616500TARGET CORPCOM87612E10617901206689SHSOLE 20668900TCF FINL CORPCOM8722751027670368931SHSOLE 36893100TE CONNECTIVITY LTDREG SHSH849891049149543SHDFND4954300TE CONNECTIVITY LTDREG SHSH84989104436945615SHSOLE 4561500TECHNIPFMC PLCCOMG8711010530911917SHDFND41191700TECK RESOURCES LTDCL B878742204599122612443SHSOLE 261244300TELEDYNE TECHNOLOGIES INCCOM879360105687425098SHSOLE 2509800TELEFLEX INCCOM8793691064221274SHDFND4127400TELEFLEX INCCOM87936910622196702SHSOLE 670200TELUS CORPCOM87971M1031096513185851SHSOLE 318585100TENCENT MUSIC ENTMT GROUPSPON ADS88034P10929619750SHDFND 1975000TERADYNE INCCOM880770102199241580SHSOLE 4158000TERADYNE INCNOTE 1.250%12/1880770AG7809500000PRNDFND150000000TEVA PHARMACEUTICAL INDS LTDSPONSORED ADS88162420916618003SHDFND41800300TEXAS INSTRS INCCOM882508104337629414SHDFND42941400TEXAS INSTRS INCCOM8825081041290701133956SHSOLE 113395600TEXTRON INCCOM8832031013666893SHDFND4689300TEXTRON INCCOM88320310110258193395SHSOLE 19339500THE CHARLES SCHWAB CORPORATICOM808513105133233153SHDFND43315300THE CHARLES SCHWAB CORPORATICOM80851310516650414281SHSOLE 41428100THERMO FISHER SCIENTIFIC INCCOM8835561022480394473SHSOLE 9447300THERMO FISHER SCIENTIFIC INCCOM883556102331511288SHDFND41128800TIFFANY & CO NEWCOM886547108182819526SHSOLE 1952600TIFFANY & CO NEWCOM8865471082662836SHDFND4283600TIMKEN COCOM88738910482916144SHSOLE 1614400TJX COS INC NEWCOM872540109181934391SHDFND43439100TJX COS INC NEWCOM87254010949452940775SHSOLE 94077500TOLL BROTHERS INCCOM88947810311946326227SHSOLE 32622700TORCHMARK CORPCOM8910271042532825SHDFND4282500TORCHMARK CORPCOM891027104665274356SHSOLE 7435600TORONTO DOMINION BK ONTCOM NEW891160509126221625SHDFND32162500TORONTO DOMINION BK ONTCOM NEW89116050985568714846840SHSOLE 1484684000TOTAL S ASPONSORED ADS89151E109134624120SHSOLE 2412000TOTAL SYS SVCS INCCOM8919061095894592SHDFND4459200TOTAL SYS SVCS INCCOM89190610914470112806SHSOLE 11280600TRACTOR SUPPLY COCOM8923561063523233SHDFND4323300TRACTOR SUPPLY COCOM892356106189317401SHSOLE 1740100TRANSALTA CORPCOM89346D1073557653678SHSOLE 65367800TRANSDIGM GROUP INCCOM8936411006381318SHDFND4131800TRANSDIGM GROUP INCCOM89364110035287292SHSOLE 729200TRAVELERS COMPANIES INCCOM89417E10912368268SHDFND4826800TRAVELERS COMPANIES INCCOM89417E1091156277329SHSOLE 7732900TRIBUNE MEDIA COCL A89604750326273568436SHSOLE 56843600TRIMBLE INCCOM896239100293064944SHSOLE 6494400TRIPADVISOR INCCOM89694520184318211SHSOLE 1821100TURQUOISE HILL RES LTDCOM90043510812941043519SHSOLE 104351900TWILIO INCCL A90138F102887565090SHSOLE 6509000TWILIO INCNOTE 0.250% 6/090138FAB836171800000PRNDFND1180000000TWITTER INCCOM90184L10270420170SHDFND42017000TWITTER INCCOM90184L1023824109584SHSOLE 10958400TWITTER INCNOTE 0.250% 9/190184LAB822332250000PRNDFND1225000000TYSON FOODS INCCL A9024941036618184SHDFND4818400TYSON FOODS INCCL A90249410316840208575SHSOLE 20857500UDR INCCOM902653104200144566SHSOLE 4456600UDR INCCOM9026531043537861SHDFND4786100UGI CORP NEWCOM9026811059028169026SHSOLE 16902600ULTA BEAUTY INCCOM90384S303711420507SHSOLE 2050700ULTA BEAUTY INCCOM90384S3035381550SHDFND4155000UNDER ARMOUR INCCL A90431110763324963SHSOLE 2496300UNDER ARMOUR INCCL C9043112062645119141SHSOLE 11914100UNION PACIFIC CORPCOM9078181082801656SHDFND3165600UNION PACIFIC CORPCOM907818108337419949SHDFND41994900UNION PACIFIC CORPCOM907818108815048210SHDFND74821000UNION PACIFIC CORPCOM90781810822637144235SHSOLE 14423500UNITED CONTL HLDGS INCCOM91004710914822169292SHSOLE 16929200UNITED CONTL HLDGS INCCOM9100471095456227SHDFND4622700UNITED PARCEL SERVICE INCCL B91131210612414126468SHSOLE 12646800UNITED PARCEL SERVICE INCCL B911312106223921685SHDFND42168500UNITED RENTALS INCCOM9113631093082319SHDFND4231900UNITED RENTALS INCCOM911363109145010932SHSOLE 1093200UNITED TECHNOLOGIES CORPCOM9130171092571974SHDFND3197400UNITED TECHNOLOGIES CORPCOM913017109294522621SHDFND42262100UNITED TECHNOLOGIES CORPCOM91301710926356211487SHSOLE 21148700UNITED THERAPEUTICS CORP DELCOM91307C102246531577SHSOLE 3157700UNITEDHEALTH GROUP INCCOM91324P10262555276209SHSOLE 27620900UNITEDHEALTH GROUP INCCOM91324P1026852807SHDFND3280700UNITEDHEALTH GROUP INCCOM91324P102654826835SHDFND42683500UNIVERSAL HLTH SVCS INCCL B9139031003032320SHDFND4232000UNIVERSAL HLTH SVCS INCCL B913903100900869084SHSOLE 6908400UNUM GROUPCOM91529Y1062256693SHDFND4669300UNUM GROUPCOM91529Y106105083362453SHSOLE 336245300US BANCORP DELCOM NEW902973304246347002SHDFND44700200US BANCORP DELCOM NEW90297330424962483208SHSOLE 48320800V F CORPCOM9182041088719971SHDFND4997100V F CORPCOM91820410813541155016SHSOLE 15501600VALE S ASPONSORED ADS91912E10514911058SHSOLE 1105800VALERO ENERGY CORP NEWCOM91913Y100111513025SHDFND41302500VALERO ENERGY CORP NEWCOM91913Y100655876630SHDFND77663000VALERO ENERGY CORP NEWCOM91913Y10017864208668SHSOLE 20866800VALERO ENERGY CORP NEWCOM91913Y100684980000SHDFND18000000VANECK VECTORS ETF TRGOLD MINERS ETF92189F106517894388425SHSOLE 438842500VANECK VECTORS ETF TRGOLD MINERS ETF92189F10647718650SHSOLE51865000VANECK VECTORS ETF TRRUSSIA ETF92189F403412021743612SHSOLE 174361200VANECK VECTORS ETF TRSEMICONDUCTOR ET92189F67679750723820SHSOLE 72382000VANECK VECTORS ETF TRJP MORGAN MKTS92189H3001169723370950SHSOLE5337095000VANGUARD BD INDEX FD INCSHORT TRM BOND92193782731837395346SHSOLE 39534600VANGUARD INDEX FDSREAL ESTATE ETF922908553174820000SHDFND12000000VANGUARD INTL EQUITY INDEX FTT WRLD ST ETF922042742108714465SHSOLE51446500VANGUARD INTL EQUITY INDEX FFTSE EMR MKT ETF922042858440861036579SHSOLE5103657900VANGUARD INTL EQUITY INDEX FFTSE EUROPE ETF92204287429078529642SHSOLE 52964200VANGUARD WORLD FDSINF TECH ETF92204A7023241540SHSOLE5154000VARIAN MED SYS INCCOM92220P1053402498SHDFND4249800VARIAN MED SYS INCCOM92220P105573942157SHSOLE 4215700VEDANTA LTDSPONSORED ADR92242Y10036636032SHSOLE 3603200VENTAS INCCOM92276F10069610184SHDFND41018400VENTAS INCCOM92276F100362953096SHSOLE 5309600VERISIGN INCCOM92343E1026162947SHDFND4294700VERISIGN INCCOM92343E1021041749803SHSOLE 4980300VERISK ANALYTICS INCCOM92345Y106347223709SHSOLE 2370900VERISK ANALYTICS INCCOM92345Y1066584492SHDFND4449200VERIZON COMMUNICATIONS INCCOM92343V1041405552480839SHSOLE 248083900VERIZON COMMUNICATIONS INCCOM92343V1047411129720SHDFND412972000VERMILION ENERGY INCCOM9237251053629207808SHSOLE 20780800VERSUM MATLS INCCOM92532W1037187139345SHSOLE 13934500VERTEX PHARMACEUTICALS INCCOM92532F10013107145SHDFND4714500VERTEX PHARMACEUTICALS INCCOM92532F100750840943SHSOLE 4094300VIACOM INC NEWCL B92553P2012949834SHDFND4983400VIACOM INC NEWCL B92553P20111284377755SHSOLE 37775500VIPSHOP HLDGS LTDSPONSORED ADS A92763W10323727449SHDFND 2744900VISA INCCOM CL A92826C83912857404SHDFND3740400VISA INCCOM CL A92826C839234313500SHSOLE 1350000VISA INCCOM CL A92826C839849348935SHDFND44893500VISA INCCOM CL A92826C8397064067SHDFND 406700VISA INCCOM CL A92826C8391056360885SHDFND76088500VISTRA ENERGY CORPCOM92840M1025285286945SHSOLE 28694500VODAFONE GROUP PLC NEWSPONSORED ADR92857W30826216032SHSOLE 1603200VORNADO RLTY TRSH BEN INT9290421092994670SHDFND4467000VORNADO RLTY TRSH BEN INT929042109186729125SHSOLE 2912500VULCAN MATLS COCOM9291601094963610SHDFND4361000VULCAN MATLS COCOM929160109249218151SHSOLE 1815100WABTEC CORPCOM929740108164622926SHSOLE 2292600WABTEC CORPCOM9297401083394727SHDFND4472700WALGREENS BOOTS ALLIANCE INCCOM9314271088103148222SHSOLE 14822200WALGREENS BOOTS ALLIANCE INCCOM931427108136524970SHDFND42497000WALMART INCCOM931142103490044347SHDFND44434700WALMART INCCOM93114210377715716746SHSOLE 71674600WARRIOR MET COAL INCCOM93627C10152720188SHSOLE 2018800WASTE CONNECTIONS INCCOM94106B10180942881677SHSOLE 88167700WASTE MGMT INC DELCOM94106L1097146189SHDFND3618900WASTE MGMT INC DELCOM94106L109125710898SHDFND41089800WASTE MGMT INC DELCOM94106L109659457150SHSOLE 5715000WATERS CORPCOM941848103287413352SHSOLE 1335200WATERS CORPCOM9418481034632151SHDFND4215100WEC ENERGY GROUP INCCOM92939U1068139754SHDFND4975400WEC ENERGY GROUP INCCOM92939U106398347779SHSOLE 4777900WELBILT INCCOM9490901042989178970SHSOLE 17897000WELLCARE HEALTH PLANS INCCOM94946T1064161460SHDFND4146000WELLCARE HEALTH PLANS INCCOM94946T10621547555SHSOLE 755500WELLS FARGO CO NEWCOM9497461012956234SHDFND3623400WELLS FARGO CO NEWCOM9497461015424114629SHDFND411462900WELLS FARGO CO NEWCOM9497461011182733196265SHSOLE 319626500WELLTOWER INCCOM95040Q10494011533SHDFND41153300WELLTOWER INCCOM95040Q104478758718SHSOLE 5871800WESTERN DIGITAL CORPCOM9581021053757889SHDFND4788900WESTERN DIGITAL CORPCOM95810210516650350168SHSOLE 35016800WESTERN UN COCOM95980210927713919SHDFND41391900WESTERN UN COCOM959802109128364518SHSOLE 6451800WESTROCK COCOM96145D1052867854SHDFND4785400WESTROCK COCOM96145D1055865160813SHSOLE 16081300WEYERHAEUSER COCOM96216610455020898SHDFND42089800WEYERHAEUSER COCOM9621661043140119199SHSOLE 11919900WHEATON PRECIOUS METALS CORPCOM962879102443181846384SHSOLE 184638400WHIRLPOOL CORPCOM9633201062962077SHDFND4207700WHIRLPOOL CORPCOM96332010613489466SHSOLE 946600WILLIAMS COS INC DELCOM96945710095534067SHDFND43406700WILLIAMS COS INC DELCOM9694571005553198049SHSOLE 19804900WILLIS TOWERS WATSON PUB LTDSHSG966291036873589SHDFND4358900WIPRO LTDSPON ADR 1 SH97651M10918843520SHDFND 4352000WISDOMTREE TREMG MKTS SMCAP97717W281129227463SHDFND 2746300WISDOMTREE TRINTL SMCAP DIV97717W7605057763SHDFND 776300WISDOMTREE TRYIELD ENHANCD US97717X5119946194124SHSOLE 19412400WISDOMTREE TRUS QTLY DIV GRT97717X669114626258SHDFND 2625800WIX COM LTDSHSM980681052842000SHDFND4200000WORLD WRESTLING ENTMT INCNOTE 3.375%12/198156QAB4202546778000PRNDFND1677800000WORLDPAY INCCL A98155810913053106512SHSOLE 10651200WYNN RESORTS LTDCOM9831341073352704SHDFND4270400WYNN RESORTS LTDCOM983134107184614885SHSOLE 1488500XCEL ENERGY INCCOM98389B10096416209SHDFND41620900XCEL ENERGY INCCOM98389B1007145120100SHSOLE 12010000XEROX CORPCOM NEW9841216082136011SHDFND4601100XEROX CORPCOM NEW98412160831199881079SHSOLE 88107900XILINX INCCOM9839191018297033SHDFND4703300XILINX INCCOM98391910115332130024SHSOLE 13002400XYLEM INCCOM98419M1004164970SHDFND4497000XYLEM INCCOM98419M100384745992SHSOLE 4599200YAMANA GOLD INCCOM98462Y10078253105333SHSOLE 310533300YANDEX N VSHS CLASS AN972841082927673SHDFND 767300YUM BRANDS INCCOM9884981019658724SHDFND4872400YUM BRANDS INCCOM98849810116462148746SHSOLE 14874600YUM CHINA HLDGS INCCOM98850P1092775987SHDFND 598700YUM CHINA HLDGS INCCOM98850P1099162198311SHSOLE 19831100ZEBRA TECHNOLOGIES CORPCL A9892071051118253376SHSOLE 5337600ZIMMER BIOMET HLDGS INCCOM98956P1026585590SHDFND4559000ZIMMER BIOMET HLDGS INCCOM98956P102736162523SHSOLE 6252300ZIONS BANCORPORATION N ACOM9897011072635711SHDFND4571100ZIONS BANCORPORATION N ACOM989701107135029358SHSOLE 2935800ZOETIS INCCL A98978V10344157389089SHSOLE 38908900ZOETIS INCCL A98978V103151713365SHDFND41336500