0000009631-19-000038.txt : 20191114 0000009631-19-000038.hdr.sgml : 20191114 20191114161532 ACCESSION NUMBER: 0000009631-19-000038 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20190930 FILED AS OF DATE: 20191114 DATE AS OF CHANGE: 20191114 EFFECTIVENESS DATE: 20191114 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: 191220368 BUSINESS ADDRESS: STREET 1: 44 KING STREET WEST STREET 2: SCOTIA PLAZA 8TH FL. CITY: TORONTO STATE: A6 ZIP: M5H 1H1 BUSINESS PHONE: (416) 866-3672 MAIL ADDRESS: STREET 1: 44 KING STREET WEST STREET 2: SCOTIA PLAZA 8TH FL. CITY: TORONTO STATE: A6 ZIP: M5H 1H1 FORMER COMPANY: FORMER CONFORMED NAME: BANK OF NOVA SCOTIA / DATE OF NAME CHANGE: 19970702 13F-HR 1 primary_doc.xml 13F-HR LIVE false false false 0000009631 XXXXXXXX 09-30-2019 09-30-2019 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 11-14-2019 5 1421 33722340 false 1 0001614987 028-16220 Profuturo AFP S.A. 2 0001614991 028-16219 Tangerine Investment Management Inc. 3 0001698322 028-18067 Scotia Fondos, S.A. de C.V., Sociedad Operadora de Fondos de Inversion, Grupo Financiero Scotiabank Inverlat 4 0001697694 028-17829 SCOTIA CAPITAL (USA) INC 5 0001336244 028-11472 BNS INVESTMENTS INC. 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B15189T503131325000SHDFND12500000CENTURYLINK INCCOM15670010632926389SHDFND42638900CENTURYLINK INCCOM156700106290012323798SHSOLE 232379800CERNER CORPCOM1567821046299224SHDFND4922400CF INDS HLDGS INCCOM1252691003206497SHDFND4649700CF INDS HLDGS INCCOM125269100185937785SHSOLE 3778500CHANGE HEALTHCARE INCUNIT 99/99/999915912K2097158150000SHSOLE 15000000CHARLES RIV LABS INTL INCCOM15986410717519132349SHSOLE 13234900CHARTER COMMUNICATIONS INC NCL A16119P10818664529SHDFND4452900CHARTER COMMUNICATIONS INC NCL A16119P1081159728140SHSOLE 2814000CHECK POINT SOFTWARE TECH LTORDM224651046435872SHDFND4587200CHEMED CORP NEWCOM16359R1031142627363SHSOLE 2736300CHEVRON CORP NEWCOM166764100632853352SHDFND45335200CHEVRON CORP NEWCOM1667641001450831213473SHSOLE 121347300CHIPOTLE MEXICAN GRILL INCCOM169656105578688SHDFND468800CHIPOTLE MEXICAN GRILL INCCOM16965610546295508SHSOLE 550800CHUBB LIMITEDCOMH1467J104206212772SHDFND41277200CHURCH & DWIGHT INCCOM1713401025076734SHDFND4673400CHURCH & DWIGHT INCCOM171340102364948500SHDFND74850000CHURCH & DWIGHT INCCOM171340102326543394SHSOLE 4339400CIENA CORPCOM NEW17177930995824420SHSOLE 2442000CIGNA CORP NEWCOM125523100161410632SHDFND41063200CIGNA CORP NEWCOM12552310015235100369SHSOLE 10036900CIMAREX ENERGY COCOM17179810183717459SHSOLE 1745900CINCINNATI FINL CORPCOM1720621015454671SHDFND4467100CINCINNATI FINL CORPCOM172062101314826982SHSOLE 2698200CINTAS CORPCOM1729081056342364SHDFND4236400CINTAS CORPCOM1729081051156943152SHSOLE 4315200CISCO SYS INCCOM17275R10264813115SHDFND31311500CISCO SYS INCCOM17275R1026593133426SHDFND413342600CISCO SYS INCCOM17275R1021540753118296SHSOLE 311829600CITIGROUP INCCOM NEW1729674242764000SHPutDFND 400000CITIGROUP INCCOM NEW1729674245327701SHDFND3770100CITIGROUP INCCOM NEW172967424437763357SHDFND46335700CITIGROUP INCCOM NEW17296742469078999971SHSOLE 99997100CITIZENS FINL GROUP INCCOM17461010516001452389SHSOLE 45238900CITIZENS FINL GROUP INCCOM17461010551014425SHDFND41442500CITRIX SYS INCCOM1773761003513640SHDFND4364000CITRIX SYS INCCOM177376100205621301SHSOLE 2130100CLEVELAND CLIFFS INCDBCV 1.500% 1/1185899AA976547000000PRNDFND1700000000CLOROX CO DELCOM1890541096033968SHDFND4396800CLOROX CO DELCOM189054109336722170SHSOLE 2217000CME GROUP INCCOM12572Q105845440000SHDFND14000000CME GROUP INCCOM12572Q105237311226SHDFND41122600CME GROUP INCCOM12572Q10538180180657SHSOLE 18065700CMS ENERGY CORPCOM1258961005047878SHDFND4787800CMS ENERGY CORPCOM125896100324650758SHSOLE 5075800COCA COLA COCOM1912161001942613568350SHSOLE 356835000COCA COLA COCOM1912161006598121193SHDFND412119300COGNIZANT TECHNOLOGY SOLUTIOCL A19244610296416000SHDFND41600000COGNIZANT TECHNOLOGY SOLUTIOCL A19244610219733327437SHSOLE 32743700COLFAX CORPUNIT 01/15/2022T194014205208416000SHDFND11600000COLGATE PALMOLIVE COCOM194162103195926648SHDFND42664800COLGATE PALMOLIVE COCOM19416210351571701551SHSOLE 70155100COMCAST CORP NEWCL A20030N1015721126897SHDFND412689700COMCAST CORP NEWCL A20030N1012201304922624SHSOLE 492262400COMERICA INCCOM2003401073315016SHDFND4501600COMERICA INCCOM200340107576587357SHSOLE 8735700COMPANHIA ENERGETICA DE MINASP ADR N-V PFD20440960150851500000SHSOLE 150000000COMPANIA CERVECERIAS UNIDASSPONSORED ADR20442910437717000SHDFND11700000COMPANIA DE MINAS BUENAVENTUSPONSORED ADR204448104164371082806SHSOLE 108280600COMPANIA DE MINAS BUENAVENTUSPONSORED ADR204448104118778123SHSOLE57812300COMPASS MINERALS INTL INCCOM20451N1012444290SHSOLE 429000CONAGRA BRANDS INCCOM20588710241913644SHDFND41364400CONCHO RES INCCOM20605P1013785567SHDFND4556700CONOCOPHILLIPSCOM20825C104179631516SHDFND43151600CONOCOPHILLIPSCOM20825C104681251195595SHSOLE 119559500CONSOLIDATED EDISON INCCOM20911510497310298SHDFND41029800CONSOLIDATED EDISON INCCOM20911510438204404404SHSOLE 40440400CONSTELLATION BRANDS INCCL A21036P108521725170SHDFND72517000CONSTELLATION BRANDS INCCL A21036P108911043950SHSOLE 4395000CONSTELLATION BRANDS INCCL A21036P1089814732SHDFND4473200CONTINENTAL RESOURCES INCCOM2120151018809286099SHSOLE 28609900CONTROLADORA VUELA CIA DE AVSPON ADR RP 1021240E10512011998SHSOLE51199800COOPER COS INCCOM NEW2166484024021354SHDFND4135400COOPER COS INCCOM NEW216648402626021077SHSOLE 2107700COPA HOLDINGS SACL AP31076105867087797SHSOLE 8779700COPART INCCOM2172041064535640SHDFND4564000COPART INCCOM21720410621669269750SHSOLE 26975000CORNING INCCOM21935010570624767SHDFND42476700CORNING INCCOM2193501054423155084SHSOLE 15508400CORTEVA INCCOM22052L1046486231643SHSOLE 23164300CORTEVA INCCOM22052L10466523744SHDFND42374400COSTAR GROUP INCCOM22160N109786613260SHSOLE 1326000COSTCO WHSL CORP NEWCOM22160K1053241125SHDFND3112500COSTCO WHSL CORP NEWCOM22160K105354712310SHDFND41231000COSTCO WHSL CORP NEWCOM22160K105543818875SHDFND71887500COSTCO WHSL CORP NEWCOM22160K105121592405848SHSOLE 40584800COTY INCCOM CL A22207020353350714SHSOLE 5071400COUPA SOFTWARE INCNOTE 0.375% 1/122266LAB23844313196000PRNDFND11319600000CRANE COCOM224399105689485502SHSOLE 8550200CREDICORP LTDCOMG2519Y108165426793639SHSOLE579363900CREDIT ACCEP CORP MICHCOM225310101844018296SHSOLE 1829600CRESCENT PT ENERGY CORPCOM22576C10113331221SHDFND33122100CRESCENT PT ENERGY CORPCOM22576C1012780652515SHSOLE 65251500CROWN CASTLE INTL CORP NEWCOM22822V101162611695SHDFND41169500CROWN CASTLE INTL CORP NEWCOM22822V1011008572549SHSOLE 7254900CSX CORPCOM126408103153422151SHDFND42215100CSX CORPCOM1264081039571138169SHSOLE 13816900CTRIP COM INTL LTDSPONSORED ADS22943F1002618923SHDFND 892300CUMMINS INCCOM2310211061390885498SHSOLE 8549800CUMMINS INCCOM2310211067794788SHDFND4478800CURTISS WRIGHT CORPCOM231561101511039499SHSOLE 3949900CVS HEALTH CORPCOM126650100258340956SHDFND44095600CVS HEALTH CORPCOM12665010019857334463SHSOLE 33446300CYPRESS SEMICONDUCTOR CORPCOM232806109280351201157SHSOLE 120115700D R HORTON INCCOM23331A1095119691SHDFND4969100D R HORTON INCCOM23331A10927455520869SHSOLE 52086900DANAHER CORPORATIONCOM235851102254617629SHDFND41762900DANAHER CORPORATIONCOM235851102716449605SHDFND74960500DANAHER CORPORATIONCOM23585110298506682033SHSOLE 68203300DARDEN RESTAURANTS INCCOM23719410513167111377SHSOLE 11137700DARDEN RESTAURANTS INCCOM2371941054703979SHDFND4397900DAVITA INCCOM23918K10825020438409SHSOLE 43840900DEERE & COCOM24419910548831289489SHSOLE 28948900DEERE & COCOM24419910515038910SHDFND4891000DELL TECHNOLOGIES INCCL C24703L2024689024SHSOLE 902400DELTA AIR LINES INC DELCOM NEW24736170293816288SHDFND41628800DELTA AIR LINES INC DELCOM NEW24736170222091383524SHSOLE 38352400DENISON MINES CORPCOM248356107613319SHSOLE 1331900DENTSPLY SIRONA INCCOM24906P1093486523SHDFND4652300DENTSPLY SIRONA INCCOM24906P109207238867SHSOLE 3886700DESCARTES SYS GROUP INCCOM24990610812110300422SHSOLE 30042200DEVON ENERGY CORP NEWCOM25179M10327811550SHDFND41155000DEVON ENERGY CORP NEWCOM25179M1039360389027SHSOLE 38902700DIAMONDBACK ENERGY INCCOM25278X1093764187SHDFND4418700DIGITAL RLTY TR INCCOM2538681037515789SHDFND4578900DIGITAL RLTY TR INCCOM253868103474736569SHSOLE 3656900DIREXION SHS ETF TRBRZ BL 3X SH NEW25490K315208075858SHSOLE 7585800DISCOVER FINL SVCSCOM2547091087429151SHDFND4915100DISCOVER FINL SVCSCOM25470910813652168356SHSOLE 16835600DISCOVERY INCCOM SER A25470F10472627262SHSOLE 2726200DISCOVERY INCCOM SER C25470F30225410302SHDFND41030200DISCOVERY INCCOM SER C25470F3027378299675SHSOLE 29967500DISH NETWORK CORPCL A25470M1092176364SHDFND4636400DISH NETWORK CORPCL A25470M1095708167537SHSOLE 16753700DISNEY WALT COCOM DISNEY254687106658650538SHDFND45053800DISNEY WALT COCOM DISNEY25468710681215623186SHSOLE 62318600DISNEY WALT COCOM DISNEY2546871062131635SHDFND 163500DOLLAR GEN CORP NEWCOM25667710511547258SHDFND4725800DOLLAR GEN CORP NEWCOM25667710517658111096SHSOLE 11109600DOLLAR TREE INCCOM2567461087466535SHDFND4653500DOLLAR TREE INCCOM256746108468040995SHSOLE 4099500DOMINION ENERGY INCCOM25746U109183322621SHDFND42262100DOMINION ENERGY INCCOM25746U10911595143077SHSOLE 14307700DOMINION ENERGY INCUNIT 99/99/999925746U133370235000SHDFND13500000DOVER CORPCOM260003108874487826SHSOLE 8782600DOVER CORPCOM2600031084214227SHDFND4422700DOW INCCOM260557103113023705SHDFND42370500DROPBOX INCCL A26210C1042673132524SHSOLE 13252400DTE ENERGY COCOM2333311077575692SHDFND4569200DTE ENERGY COCOM233331107709153332SHSOLE 5333200DUKE ENERGY CORP NEWCOM NEW26441C204217922731SHDFND42273100DUKE ENERGY CORP NEWCOM NEW26441C20415933166211SHSOLE 16621100DUKE REALTY CORPCOM NEW2644115053329772SHDFND4977200DUKE REALTY CORPCOM NEW264411505221765263SHSOLE 6526300DUPONT DE NEMOURS INCCOM26614N102169123716SHDFND42371600DUPONT DE NEMOURS INCCOM26614N10243194605719SHSOLE 60571900DXC TECHNOLOGY COCOM23355L106397941348949SHSOLE 134894900DXC TECHNOLOGY COCOM23355L1062307794SHDFND4779400E TRADE FINANCIAL CORPCOM NEW2692464013016884SHDFND4688400E TRADE FINANCIAL CORPCOM NEW2692464017042161181SHSOLE 16118100EASTMAN CHEMICAL COCOM2774321003184307SHDFND4430700EASTMAN CHEMICAL COCOM2774321007421100515SHSOLE 10051500EATON CORP PLCSHSG29183103111813444SHDFND41344400EBAY INCCOM27864210388022565SHDFND42256500EBAY INCCOM278642103454421165777SHSOLE 116577700ECOLAB INCCOM278865100865243688SHSOLE 4368800ECOLAB INCCOM27886510013917023SHDFND4702300EDISON INTLCOM281020107467561986SHSOLE 6198600EDISON INTLCOM28102010781010743SHDFND41074300EDWARDS LIFESCIENCES CORPCOM28176E10812865848SHDFND4584800EDWARDS LIFESCIENCES CORPCOM28176E108562525580SHDFND72558000EDWARDS LIFESCIENCES CORPCOM28176E1081017046246SHSOLE 4624600ELANCO ANIMAL HEALTH INCCOM28414H1036759254193SHSOLE 25419300ELECTRONIC ARTS INCCOM2855121098238414SHDFND4841400ELECTRONIC ARTS INCCOM285512109499051012SHSOLE 5101200EMERSON ELEC COCOM291011104129119313SHDFND41931300EMERSON ELEC COCOM29101110410087150867SHSOLE 15086700ENBRIDGE INCCOM29250N10563649118144338SHSOLE 1814433800ENCANA CORPCOM2925051045011210893996SHSOLE 1089399600ENCOMPASS HEALTH CORPCOM29261A100395862547SHSOLE 6254700ENEL CHILE S ASPONSORED ADR29278D1057016521SHDFND11652100ENERPLUS CORPCOM2927661021710229839SHSOLE 22983900ENTERGY CORP NEWCOM29364G1036235311SHDFND4531100ENTERGY CORP NEWCOM29364G10328302241155SHSOLE 24115500ENTERPRISE PRODS PARTNERS LCOM2937921072348130SHSOLE 813000EOG RES INCCOM26875P101121516374SHDFND41637400EOG RES INCCOM26875P1011165821570763SHSOLE 157076300EPAM SYS INCCOM29414B104236112950SHSOLE 1295000EQUIFAX INCCOM2944291054713349SHDFND4334900EQUIFAX INCCOM2944291057755509SHSOLE 550900EQUINIX INCCOM29444U70013502341SHDFND4234100EQUINIX INCCOM29444U700853014788SHSOLE 1478800EQUITY RESIDENTIALSH BEN INT29476L10786510033SHDFND41003300EQUITY RESIDENTIALSH BEN INT29476L107526461025SHSOLE 6102500ESSEX PPTY TR INCCOM2971781055901805SHDFND4180500ESSEX PPTY TR INCCOM297178105377911569SHSOLE 1156900EVERBRIDGE INCNOTE 1.500%11/029978AAA21685889000PRNDFND188900000EVERCORE INCCLASS A29977A105216327004SHSOLE 2700400EVEREST RE GROUP LTDCOMG3223R1083221210SHDFND4121000EVERGY INCCOM30034W1065027546SHDFND4754600EVERGY INCCOM30034W106280142082SHSOLE 4208200EVERSOURCE ENERGYCOM30040W108484956733SHSOLE 5673300EVERSOURCE ENERGYCOM30040W1088459890SHDFND4989000EXACT SCIENCES CORPNOTE 1.000% 1/130063PAA363634500000PRNDFND1450000000EXELIXIS INCCOM30161Q104125270794SHSOLE 7079400EXELON CORPCOM30161N101130026910SHDFND42691000EXELON CORPCOM30161N101529971097019SHSOLE 109701900EXPEDIA GROUP INCCOM NEW30212P3034323217SHDFND 321700EXPEDIA GROUP INCCOM NEW30212P3035273920SHDFND4392000EXPEDIA GROUP INCCOM NEW30212P30321802162205SHSOLE 16220500EXPEDITORS INTL WASH INCCOM3021301093574807SHDFND4480700EXPEDITORS INTL WASH INCCOM30213010917497235523SHSOLE 23552300EXTENDED STAY AMER INCUNIT 99/99/9999B30224P2005640385246SHSOLE 38524600EXTRA SPACE STORAGE INCCOM30225T1024213602SHDFND4360200EXTRA SPACE STORAGE INCCOM30225T102267422890SHSOLE 2289000EXXON MOBIL CORPCOM30231G1023695226SHDFND3522600EXXON MOBIL CORPCOM30231G1029366132646SHDFND413264600EXXON MOBIL CORPCOM30231G1021371541892128SHSOLE 189212800F M C CORPCOM NEW3024913033243699SHDFND4369900F M C CORPCOM NEW302491303202923141SHSOLE 2314100F5 NETWORKS INCCOM31561610218939134874SHSOLE 13487400F5 NETWORKS INCCOM3156161022461755SHDFND4175500FACEBOOK INCCL A30303M1023893322186261SHSOLE 218626100FACEBOOK INCCL A30303M1021198767314SHDFND46731400FACEBOOK INCCL A30303M102575832335SHDFND73233500FAIR ISAAC CORPCOM303250104336811096SHSOLE 1109600FASTENAL COCOM31190010459018058SHDFND41805800FASTENAL COCOM31190010419950610652SHSOLE 61065200FEDERAL REALTY INVT TRSH BEN INT NEW3137472062882119SHDFND4211900FEDERAL REALTY INVT TRSH BEN INT NEW313747206164312068SHSOLE 1206800FEDEX CORPCOM31428X1069766702SHDFND4670200FEDEX CORPCOM31428X106604841547SHSOLE 4154700FIDELITY NATL INFORMATION SVCOM31620M106227917166SHDFND41716600FIDELITY NATL INFORMATION SVCOM31620M10679807601140SHSOLE 60114000FIFTH THIRD BANCORPCOM31677310061122333SHDFND42233300FIFTH THIRD BANCORPCOM3167731003462126443SHSOLE 12644300FIRST AMERN FINL CORPCOM31847R102271045924SHSOLE 4592400FIRST CTZNS BANCSHARES INC NCL A31946M10312322613SHSOLE 261300FIRST MAJESTIC SILVER CORPNOTE 1.875% 3/032076VAB950764305000PRNDFND1430500000FIRST REP BK SAN FRANCISCO CCOM33616C1004254400SHDFND4440000FIRST REP BK SAN FRANCISCO CCOM33616C10064582667863SHSOLE 66786300FIRST TR EXCHANGE TRADED FDDJ INTERNT IDX33733E302136010100SHSOLE51010000FIRSTENERGY CORPCOM3379321077809161912SHSOLE 16191200FIRSTENERGY CORPCOM33793210769814462SHDFND41446200FISERV INCCOM337738108164215849SHDFND41584900FISERV INCCOM337738108100380969012SHSOLE 96901200FLEETCOR TECHNOLOGIES INCCOM3390411056912408SHDFND4240800FLEETCOR TECHNOLOGIES INCCOM3390411051250843615SHSOLE 4361500FLOWSERVE CORPCOM34354P105105922672SHSOLE 2267200FLUOR CORP NEWCOM3434121023436179613SHSOLE 17961300FORD MTR CO DELCOM3453708601001109257SHDFND410925700FORD MTR CO DELCOM345370860167021823363SHSOLE 182336300FORTINET INCCOM34959E1093114047SHDFND4404700FORTINET INCCOM34959E10937692491037SHSOLE 49103700FORTIS INCCOM3495531072475455847987SHSOLE 584798700FORTIVE CORPCOM34959J108350451109SHSOLE 5110900FORTIVE CORPCOM34959J1085658241SHDFND4824100FORTIVE CORPCOM34959J108408759615SHDFND75961500FORTUNE BRANDS HOME & SEC INCOM34964C1062133902SHDFND4390200FOX CORPCL A COM35137L1053099790SHDFND4979000FOX CORPCL A COM35137L10514805469478SHSOLE 46947800FOX CORPCL B COM35137L20411158353773SHSOLE 35377300FRANCO NEVADA CORPCOM3518581051254731376428SHSOLE 137642800FRANKLIN RES INCCOM3546131012729421SHDFND4942100FRANKLIN RES INCCOM354613101141348960SHSOLE 4896000FREEPORT-MCMORAN INCCL B35671D8573532368921SHSOLE 36892100FREEPORT-MCMORAN INCCL B35671D85738039678SHDFND43967800FRONTDOOR INCCOM35905A10913143270599SHSOLE 27059900GALLAGHER ARTHUR J & COCOM363576109297233181SHSOLE 3318100GALLAGHER ARTHUR J & COCOM3635761095265871SHDFND4587100GAP INCCOM36476010864837327SHSOLE 3732700GARMIN LTDSHSH2906T1093263845SHDFND4384500GARTNER INCCOM3666511073572498SHDFND4249800GENERAL DYNAMICS CORPCOM36955010811966546SHDFND4654600GENERAL DYNAMICS CORPCOM36955010874096405494SHSOLE 40549400GENERAL ELECTRIC COCOM3696041032193245275SHDFND424527500GENERAL ELECTRIC COCOM369604103845559458054SHSOLE 945805400GENERAL MLS INCCOM370334104102718634SHDFND41863400GENERAL MLS INCCOM37033410413273240809SHSOLE 24080900GENERAL MTRS COCOM37045V100133035491SHDFND43549100GENERAL MTRS COCOM37045V1008151217476SHSOLE 21747600GENESEE & WYO INCCL A37155910550800459683SHSOLE 45968300GENUINE PARTS COCOM3724601054554565SHDFND4456500GENUINE PARTS COCOM372460105251825284SHSOLE 2528400GERDAU S ASPON ADR REP PFD373737105945300000SHSOLE 30000000GILDAN ACTIVEWEAR INCCOM375916103548881546142SHSOLE 154614200GILEAD SCIENCES INCCOM375558103252139776SHDFND43977600GILEAD SCIENCES INCCOM37555810353227839808SHSOLE 83980800GLOBAL PMTS INCCOM37940X10213098235SHDFND4823500GLOBAL PMTS INCCOM37940X10284682532592SHSOLE 53259200GLOBE LIFE INCCOM37959E102166417377SHSOLE 1737700GLOBE LIFE INCCOM37959E1022712825SHDFND4282500GODADDY INCCL A380237107135920597SHSOLE 2059700GOLDMAN SACHS ETF TRACTIVEBETA EME381430206211767520SHDFND 6752000GOLDMAN SACHS GROUP INCCOM38141G10418799066SHDFND4906600GOLDMAN SACHS GROUP INCCOM38141G10434974168769SHSOLE 16876900GRAHAM HLDGS COCOM38463710458368796SHSOLE 879600GRAINGER W W INCCOM3848021043651227SHDFND4122700GRAINGER W W INCCOM38480210422737649SHSOLE 764900GRAN TIERRA ENERGY INCCOM38500T101464371200SHSOLE 37120000GRANA Y MONTERO S A ASPONSORED ADS38500P20875163122961SHSOLE5312296100GRANITE REAL ESTATE INVT TRUNIT 99/99/9999387437114257653113SHSOLE 5311300GRAPHIC PACKAGING HLDG COCOM388689101106972475SHSOLE 7247500GRUPO AVAL ACCIONES Y VALORESPONSORED ADS40053W10110313735SHSOLE51373500GRUPO FINANCIERO GALICIA S ASPONSORED ADR3999091001763135615SHSOLE 13561500HALLIBURTON COCOM40621610145023874SHDFND42387400HALLIBURTON COCOM4062161015853310504SHSOLE 31050400HANESBRANDS INCCOM41034510216911036SHDFND41103600HANESBRANDS INCCOM41034510295362206SHSOLE 6220600HANNON ARMSTRONG SUST INFR CNOTE 4.125% 9/041068XAB641243672000PRNDFND1367200000HARLEY DAVIDSON INCCOM41282210897627134SHSOLE 2713400HARTFORD FINL SVCS GROUP INCCOM41651510460710009SHDFND41000900HARTFORD FINL SVCS GROUP INCCOM41651510430361500924SHSOLE 50092400HASBRO INCCOM4180561074223558SHDFND4355800HASBRO INCCOM418056107284123937SHSOLE 2393700HCA HEALTHCARE INCCOM40412C1018997469SHDFND4746900HCA HEALTHCARE INCCOM40412C101558246354SHSOLE 4635400HCP INCCOM40414L10947113230SHDFND41323000HCP INCCOM40414L109308886669SHSOLE 8666900HD SUPPLY HLDGS INCCOM40416M10557714729SHSOLE 1472900HDFC BANK LTDSPONSORED ADS40415F1013976954SHDFND 695400HEICO CORP NEWCL A42280620818430189395SHSOLE 18939500HELMERICH & PAYNE INCCOM42345210176519092SHSOLE 1909200HENRY JACK & ASSOC INCCOM4262811013072100SHDFND4210000HENRY JACK & ASSOC INCCOM426281101194413318SHSOLE 1331800HENRY SCHEIN INCCOM8064071022724287SHDFND4428700HENRY SCHEIN INCCOM806407102163325717SHSOLE 2571700HERBALIFE NUTRITION LTDCOM SHSG4412G10111043291680SHSOLE 29168000HERSHEY COCOM4278661086664299SHDFND4429900HERSHEY COCOM427866108858055358SHSOLE 5535800HESS CORPCOM42809H1074206941SHDFND4694100HEWLETT PACKARD ENTERPRISE CCOM42824C1093429226038SHSOLE 22603800HEWLETT PACKARD ENTERPRISE CCOM42824C10958138279SHDFND43827900HEXCEL CORP NEWCOM428291108815699306SHSOLE 9930600HILTON WORLDWIDE HLDGS INCCOM43300A20320620221458SHSOLE 22145800HILTON WORLDWIDE HLDGS INCCOM43300A2037628188SHDFND4818800HOLLYFRONTIER CORPCOM4361061082504670SHDFND4467000HOLLYFRONTIER CORPCOM43610610822181413516SHSOLE 41351600HOLOGIC INCCOM4364401013767441SHDFND4744100HOLOGIC INCCOM436440101239147356SHSOLE 4735600HOME DEPOT INCCOM43707610291585370143SHSOLE 37014300HOME DEPOT INCCOM4370761028943853SHDFND3385300HOME DEPOT INCCOM437076102801034521SHDFND43452100HOME DEPOT INCCOM437076102919839645SHDFND73964500HONEYWELL INTL INCCOM43851610645841284513SHSOLE 28451300HONEYWELL INTL INCCOM4385161068374947SHDFND3494700HONEYWELL INTL INCCOM438516106341520183SHDFND42018300HORMEL FOODS CORPCOM4404521003397751SHDFND4775100HORMEL FOODS CORPCOM440452100218750011SHSOLE 5001100HOST HOTELS & RESORTS INCCOM44107P10434820132SHDFND42013200HOST HOTELS & RESORTS INCCOM44107P1042185126374SHSOLE 12637400HP INCCOM40434L10588346670SHDFND44667000HP INCCOM40434L105237361254545SHSOLE 125454500HUBSPOT INCCOM443573100928161216SHSOLE 6121600HUBSPOT INCNOTE 0.250% 6/0443573AB623531405000PRNDFND1140500000HUDBAY MINERALS INCCOM4436281025114127SHDFND31412700HUMANA INCCOM4448591029713797SHDFND4379700HUMANA INCCOM44485910230599119682SHSOLE 11968200HUNT J B TRANS SVCS INCCOM4456581072612360SHDFND4236000HUNT J B TRANS SVCS INCCOM445658107163414767SHSOLE 1476700HUNTINGTON BANCSHARES INCCOM44615010447633338SHDFND43333800HUNTINGTON BANCSHARES INCCOM4461501042564179678SHSOLE 17967800HUNTINGTON INGALLS INDS INCCOM4464131062581220SHDFND4122000HUNTINGTON INGALLS INDS INCCOM446413106408819302SHSOLE 1930200HYATT HOTELS CORPCOM CL A44857910221901297279SHSOLE 29727900IAA INCCOM449253103370188689SHSOLE 8868900IAC INTERACTIVECORPCOM44919P50837273171001SHSOLE 17100100ICICI BK LTDADR45104G10416013136SHDFND31313600IDACORP INCCOM45110710614604129617SHSOLE 12961700IDEX CORPCOM45167R1043442100SHDFND4210000IDEX CORPCOM45167R1041470589730SHSOLE 8973000IDEXX LABS INCCOM45168D1046442370SHDFND4237000IDEXX LABS INCCOM45168D1041070939381SHSOLE 3938100IHS MARKIT LTDSHSG4756710571110624SHDFND41062400IHS MARKIT LTDSHSG47567105471570499SHSOLE 7049900ILLINOIS TOOL WKS INCCOM452308109797450955SHSOLE 5095500ILLINOIS TOOL WKS INCCOM4523081092031300SHDFND 130000ILLINOIS TOOL WKS INCCOM45230810914919529SHDFND4952900ILLUMINA INCCOM45232710912514111SHDFND4411100ILLUMINA INCCOM4523271092371377947SHSOLE 7794700IMPERIAL OIL LTDCOM NEW453038408521122002007SHSOLE 200200700INCYTE CORPCOM45337C1023785086SHDFND4508600INCYTE CORPCOM45337C102377850896SHSOLE 5089600INFOSYS LTDSPONSORED ADR45678810812310798SHDFND 1079800INGERSOLL-RAND PLCSHSG477911018396807SHDFND4680700INOGEN INCCOM45780L1046041126091SHSOLE 12609100INTEL CORPCOM458140100914901775449SHSOLE 177544900INTEL CORPCOM4581401003697161SHDFND3716100INTEL CORPCOM4581401007167139076SHDFND413907600INTERCONTINENTAL EXCHANGE INCOM45866F10434930378563SHSOLE 37856300INTERCONTINENTAL EXCHANGE INCOM45866F104146315851SHDFND41585100INTERCONTINENTAL EXCHANGE INCOM45866F104145915810SHDFND11581000INTERNATIONAL BUSINESS MACHSCOM459200101402827697SHDFND42769700INTERNATIONAL BUSINESS MACHSCOM4592001011526631049808SHSOLE 104980800INTERNATIONAL FLAVORS&FRAGRACOM4595061013452812SHDFND4281200INTERPUBLIC GROUP COS INCCOM46069010025611887SHDFND41188700INTERPUBLIC GROUP COS INCCOM460690100147568414SHSOLE 6841400INTL PAPER COCOM46014610352212494SHDFND41249400INTL PAPER COCOM4601461038748209192SHSOLE 20919200INTUITCOM46120210319327264SHDFND4726400INTUITCOM4612021031203545255SHSOLE 4525500INTUITIVE SURGICAL INCCOM NEW46120E6022643448958SHSOLE 4895800INTUITIVE SURGICAL INCCOM NEW46120E60217573255SHDFND4325500INVESCO EXCHANGE TRADED FD TFTSE RAFI 150046137V5973562807SHDFND 280700INVESCO LTDSHSG491BT10820412051SHDFND41205100INVESCO LTDSHSG491BT108113266824SHSOLE 6682400INVESCO QQQ TRUNIT SER 146090E103169929899999SHSOLE 89999900IPG PHOTONICS CORPCOM44980X1098346150SHSOLE 615000IQVIA HLDGS INCCOM46266C1057605087SHDFND4508700IQVIA HLDGS INCCOM46266C10535119235098SHSOLE 23509800IRON MTN INC NEWCOM46284V1012638122SHDFND4812200IRON MTN INC NEWCOM46284V101161049707SHSOLE 4970700ISHARES INCMSCI AUST ETF46428610381036400SHSOLE53640000ISHARES INCJP MRG EM CRP BD4642862514057912SHDFND3791200ISHARES INCEM MKTS DIV ETF46428631992824790SHDFND 2479000ISHARES INCMSCI BRAZIL ETF46428640097523143SHSOLE 2314300ISHARES INCMSCI BRAZIL ETF464286400556281320370SHSOLE5132037000ISHARES INCMSCI CDA ETF464286509200069200SHSOLE56920000ISHARES INCMIN VOL EMRG MKT4642865334728265SHDFND 826500ISHARES INCMSCI EURZONE ETF464286608846292176100SHSOLE5217610000ISHARES INCMSCI CHILE ETF46428664071118993SHDFND 1899300ISHARES INCMSCI FRANCE ETF4642867072218327360080SHSOLE5736008000ISHARES INCMSCI GERMANY ETF4642868061397185192042SHSOLE5519204200ISHARES INCCORE MSCI EMKT46434G1032606775317770SHSOLE5531777000ISHARES INCMSCI JPN ETF NEW46434G8224030277103048SHSOLE5710304800ISHARES S&P GSCI COMMODITY IUNIT BEN INT46428R10726717741SHDFND31774100ISHARES TRCHINA LG-CAP ETF464287184329882850SHSOLE58285000ISHARES TRCORE S&P500 ETF464287200222744SHDFND374400ISHARES TRCORE S&P500 ETF46428720010443498SHSOLE 349800ISHARES TRCORE S&P500 ETF4642872003113781043068SHSOLE5104306800ISHARES TRCORE US AGGBD ET464287226315027834SHDFND32783400ISHARES TRCORE US AGGBD ET4642872261584381400000SHSOLE 140000000ISHARES TRMSCI EMG MKT ETF46428723455413550SHCallDFND 1355000ISHARES TRMSCI EMG MKT ETF46428723413854339004SHSOLE533900400ISHARES TRIBOXX INV CP ETF464287242212716685SHDFND31668500ISHARES TRIBOXX INV CP ETF46428724263740500000SHSOLE 50000000ISHARES TRIBOXX INV CP ETF4642872422331840SHSOLE5184000ISHARES TRS&P 500 GRWT ETF46428730913377427SHDFND3742700ISHARES TRGLOB HLTHCRE ETF4642873253956466SHDFND3646600ISHARES TR20 YR TR BD ETF4642874322460981720003SHSOLE 172000300ISHARES TRMSCI EAFE ETF46428746532605500000SHSOLE 50000000ISHARES TRMSCI EAFE ETF4642874653265000SHCallDFND 500000ISHARES TRRUS MD CP GR ETF4642874817034971SHDFND 497100ISHARES TREXPANDED TECH46428751511415385SHSOLE5538500ISHARES TRNASDAQ BIOTECH4642875562162169SHSOLE5216900ISHARES TRGLOBAL 100 ETF4642875722474995SHDFND3499500ISHARES TRU.S. CNSM SV ETF4642875807453428SHDFND 342800ISHARES TRRUSSELL 2000 ETF46428765513258750SHCallDFND 875000ISHARES TRU.S. TECH ETF4642877216953403SHDFND3340300ISHARES TRU.S. CNSM GD ETF4642878122401896SHDFND 189600ISHARES TRMSCI AC ASIA ETF4642881821408612123954SHSOLE5212395400ISHARES TRJPMORGAN USD EMG4642882812833752500000SHSOLE 250000000ISHARES TRJPMORGAN USD EMG46428828113277117134SHSOLE511713400ISHARES TRINTL DEVPPTY ETF4642884222075376SHDFND3537600ISHARES TRINTL SEL DIV ETF46428844848215693SHDFND 1569300ISHARES TRINTL SEL DIV ETF4642884482578360SHDFND3836000ISHARES TRIBOXX HI YD ETF46428851333953389500SHSOLE538950000ISHARES TRSH TR CRPORT ETF4642886462614863SHDFND3486300ISHARES TRSHORT TREAS BD464288679140112665SHDFND31266500ISHARES TRSHORT TREAS BD464288679694262755SHDFND76275500ISHARES TRU.S. MED DVC ETF46428881086634350403SHSOLE535040300ISHARES TRUS OIL GS EX ETF464288851356569900SHSOLE56990000ISHARES TRMSCI PERU ETF4642898425263150138SHSOLE515013800ISHARES TRMSCI INDIA ETF46429B59825177749985SHSOLE 74998500ISHARES TRMSCI INDIA ETF46429B59833610000SHSOLE51000000ISHARES TRMSCI CHINA ETF46429B67128040500000SHSOLE 50000000ISHARES TRMSCI CHINA ETF46429B6716135109390SHSOLE510939000ISHARES TRMIN VOL EAFE ETF46429B6892393255SHDFND 325500ISHARES TRCORE MSCI EAFE46432F84295715669SHDFND 1566900ISHARES TR0-5YR INVT GR CP46434V1002314517SHDFND3451700ISHARES TRMULTIFACTOR USA46434V282142844730SHDFND 4473000ISHARES TRHDG MSCI EAFE46434V8032438105SHDFND 810500ISHARES TRMORTGE REL ETF46435G3424119756SHSOLE 975600ITT INCCOM45073V10810472171139SHSOLE 17113900J2 GLOBAL INCNOTE 3.250% 6/148123VAC628582011000PRNDFND1201100000JABIL INCCOM466313103337594353SHSOLE 9435300JACOBS ENGR GROUP INCCOM4698141073263562SHDFND4356200JACOBS ENGR GROUP INCCOM469814107220924142SHSOLE 2414200JEFFERIES FINL GROUP INCCOM47233W1092063112120SHSOLE 11212000JETBLUE AWYS CORPCOM4771431017112424597SHSOLE 42459700JOHNSON & JOHNSONCOM4781601046695171SHDFND3517100JOHNSON & JOHNSONCOM4781601041071282793SHDFND48279300JOHNSON & JOHNSONCOM478160104386029835SHDFND72983500JOHNSON & JOHNSONCOM4781601043216682486213SHSOLE 248621300JOHNSON CTLS INTL PLCSHSG51502105111425388SHDFND42538800JPMORGAN CHASE & COCOM46625H100643554675SHDFND75467500JPMORGAN CHASE & COCOM46625H1002270211946026SHSOLE 194602600JPMORGAN CHASE & COCOM46625H1001053989553SHDFND48955300JPMORGAN CHASE & COCOM46625H1009287885SHDFND3788500JPMORGAN CHASE & COCOM46625H1004503820SHCallDFND 382000JUNIPER NETWORKS INCCOM48203R10427511122SHDFND41112200JUNIPER NETWORKS INCCOM48203R104336371359071SHSOLE 135907100KANSAS CITY SOUTHERNCOM NEW4851703023782845SHDFND4284500KANSAS CITY SOUTHERNCOM NEW485170302237217833SHSOLE 1783300KAR AUCTION SVCS INCCOM48238T10981633238SHSOLE 3323800KELLOGG COCOM4878361084877565SHDFND4756500KELLOGG COCOM487836108215633505SHSOLE 3350500KEYCORP NEWCOM4932671083104173991SHSOLE 17399100KEYCORP NEWCOM49326710857332130SHDFND43213000KEYSIGHT TECHNOLOGIES INCCOM49338L103319532853SHSOLE 3285300KEYSIGHT TECHNOLOGIES INCCOM49338L1035185325SHDFND4532500KIMBERLY CLARK CORPCOM494368103152610745SHDFND41074500KIMBERLY CLARK CORPCOM494368103880061950SHSOLE 6195000KIMCO RLTY CORPCOM49446R10924511718SHDFND41171800KIMCO RLTY CORPCOM49446R109152372941SHSOLE 7294100KINDER MORGAN INC DELCOM49456B101112154407SHDFND45440700KINDER MORGAN INC DELCOM49456B1017009340078SHSOLE 34007800KINROSS GOLD CORPCOM4969024046863514920897SHSOLE 1492089700KIRKLAND LAKE GOLD LTDCOM49741E100558281246166SHSOLE 124616600KLA CORPORATIONCOM NEW4824801008195136SHDFND4513600KLA CORPORATIONCOM NEW48248010016162101361SHSOLE 10136100KOHLS CORPCOM500255104329566351SHSOLE 6635100KOHLS CORPCOM5002551042535096SHDFND4509600KRAFT HEINZ COCOM50075410648217250SHDFND41725000KRAFT HEINZ COCOM5007541063009107714SHSOLE 10771400KROGER COCOM50104410158122518SHDFND42251800L BRANDS INCCOM50179710478940276SHSOLE 4027600L3HARRIS TECHNOLOGIES INCCOM50243110912856160SHDFND4616000L3HARRIS TECHNOLOGIES INCCOM502431109112907541157SHSOLE 54115700LABORATORY CORP AMER HLDGSCOM NEW50540R40912227274SHSOLE 727400LABORATORY CORP AMER HLDGSCOM NEW50540R4094752829SHDFND4282900LAM RESEARCH CORPCOM51280710810644606SHDFND4460600LAM RESEARCH CORPCOM51280710855549240357SHSOLE 24035700LAMB WESTON HLDGS INCCOM5132721042763794SHDFND4379400LAMB WESTON HLDGS INCCOM513272104183625248SHSOLE 2524800LATAM AIRLS GROUP S ASPONSORED ADR51817R10616715000SHDFND11500000LAUDER ESTEE COS INCCL A51843910412286173SHDFND4617300LAUDER ESTEE COS INCCL A518439104696535010SHDFND73501000LAUDER ESTEE COS INCCL A51843910422201111591SHSOLE 11159100LEAR CORPCOM NEW521865204946680288SHSOLE 8028800LEGGETT & PLATT INCCOM52466010792422570SHSOLE 2257000LEIDOS HLDGS INCCOM5253271023524100SHDFND4410000LEIDOS HLDGS INCCOM52532710235144409222SHSOLE 40922200LENNAR CORPCL A526057104275049239SHSOLE 4923900LENNAR CORPCL A5260571044357782SHDFND4778200LGI HOMES INCNOTE 4.250%11/150187TAB2190284913000PRNDFND1491300000LIBERTY MEDIA CORP DELAWARECOM C SIRIUSXM531229607105325095SHSOLE 2509500LILLY ELI & COCOM532457108267823950SHDFND42395000LILLY ELI & COCOM532457108104728936493SHSOLE 93649300LINCOLN NATL CORP INDCOM5341871093525833SHDFND4583300LINCOLN NATL CORP INDCOM53418710914587241827SHSOLE 24182700LINDE PLCSHSG5494J103293815168SHDFND41516800LKQ CORPCOM5018892082768760SHDFND4876000LKQ CORPCOM501889208133442417SHSOLE 4241700LOCKHEED MARTIN CORPCOM539830109265679SHDFND367900LOCKHEED MARTIN CORPCOM53983010930167733SHDFND4773300LOCKHEED MARTIN CORPCOM539830109452111590SHDFND71159000LOCKHEED MARTIN CORPCOM53983010977917199756SHSOLE 19975600LOEWS CORPCOM5404241083907584SHDFND4758400LOEWS CORPCOM540424108231745008SHSOLE 4500800LOWES COS INCCOM548661107238921724SHDFND42172400LOWES COS INCCOM54866110744084400909SHSOLE 40090900LULULEMON ATHLETICA INCCOM550021109111100577053SHSOLE 57705300LYONDELLBASELL INDUSTRIES NSHS - A -N537451007558443SHDFND4844300LYONDELLBASELL INDUSTRIES NSHS - A -N53745100516157684SHSOLE 5768400M & T BK CORPCOM55261F104365523137SHSOLE 2313700M & T BK CORPCOM55261F1046043821SHDFND4382100MACERICH COCOM55438210160119025SHSOLE 1902500MACYS INCCOM55616P10483153475SHSOLE 5347500MAGNA INTL INCCOM5592224011270242381807SHSOLE 238180700MANHATTAN ASSOCS INCCOM56275010987910896SHSOLE 1089600MANPOWERGROUP INCCOM56418H100608672246SHSOLE 7224600MANULIFE FINL CORPCOM56501R10644453424212019SHSOLE 2421201900MARATHON OIL CORPCOM5658491063880316218SHSOLE 31621800MARATHON OIL CORPCOM56584910628723426SHDFND42342600MARATHON PETE CORPCOM56585A10241296679770SHSOLE 67977000MARATHON PETE CORPCOM56585A102126720850SHDFND42085000MARATHON PETE CORPCOM56585A10291115000SHDFND11500000MARKETAXESS HLDGS INCCOM57060D108311951SHDFND495100MARKETAXESS HLDGS INCCOM57060D10821806656SHSOLE 665600MARRIOTT INTL INC NEWCL A5719032029607716SHDFND4771600MARRIOTT INTL INC NEWCL A571903202588547318SHSOLE 4731800MARSH & MCLENNAN COS INCCOM5717481024904898SHDFND3489800MARSH & MCLENNAN COS INCCOM571748102142914286SHDFND41428600MARSH & MCLENNAN COS INCCOM571748102886788626SHSOLE 8862600MARTIN MARIETTA MATLS INCCOM573284106300910978SHSOLE 1097800MARTIN MARIETTA MATLS INCCOM5732841064891783SHDFND4178300MASCO CORPCOM5745991063568531SHDFND4853100MASCO CORPCOM57459910611075265715SHSOLE 26571500MASTERCARD INCCL A57636Q104681925110SHDFND42511000MASTERCARD INCCL A57636Q104822430285SHDFND73028500MASTERCARD INCCL A57636Q10442024154739SHSOLE 15473900MAXIM INTEGRATED PRODS INCCOM57772K1015008637SHDFND4863700MAXIM INTEGRATED PRODS INCCOM57772K1019424162735SHSOLE 16273500MCCORMICK & CO INCCOM NON VTG5797802065403454SHDFND4345400MCDONALDS CORPCOM580135101512623874SHDFND42387400MCDONALDS CORPCOM58013510128317131885SHSOLE 13188500MCKESSON CORPCOM58155Q1037385400SHDFND4540000MCKESSON CORPCOM58155Q103792758005SHSOLE 5800500MDU RES GROUP INCCOM552690109192368159SHSOLE 6815900MEDIDATA SOLUTIONS INCCOM58471A10512710138907SHSOLE 13890700MEDTRONIC PLCSHSG5960L103407937553SHDFND43755300MELCO RESORTS AND ENTMT LTDADR58546410021411050SHDFND41105000MERCADOLIBRE INCCOM58733R102470853SHDFND 85300MERCK & CO INCCOM58933Y105677680494SHDFND48049400MERCK & CO INCCOM58933Y1051664091976866SHSOLE 197686600MERCURY SYS INCCOM589378108557968732SHSOLE 6873200METHANEX CORPCOM59151K108264274476SHSOLE 7447600METLIFE INCCOM59156R108105022259SHDFND42225900METLIFE INCCOM59156R108549791165797SHSOLE 116579700METTLER TOLEDO INTERNATIONALCOM59268810530044265SHSOLE 426500METTLER TOLEDO INTERNATIONALCOM592688105479680SHDFND468000MGM RESORTS INTERNATIONALCOM55295310139114089SHDFND41408900MGM RESORTS INTERNATIONALCOM5529531018254297763SHSOLE 29776300MICROCHIP TECHNOLOGY INCCOM5950171046226693SHDFND4669300MICROCHIP TECHNOLOGY INCNOTE 1.625% 2/1595017AD666583500000PRNDFND1350000000MICRON TECHNOLOGY INCCOM595112103134031261SHDFND43126100MICRON TECHNOLOGY INCCOM5951121038188191085SHSOLE 19108500MICROSOFT CORPCOM5949181049977171SHDFND3717100MICROSOFT CORPCOM5949181047663115511795SHSOLE 551179500MICROSOFT CORPCOM5949181041374198835SHDFND79883500MICROSOFT CORPCOM59491810410007191SHDFND 719100MICROSOFT CORPCOM59491810429733213862SHDFND421386200MID AMER APT CMNTYS INCCOM59522J1034133175SHDFND4317500MID AMER APT CMNTYS INCCOM59522J103265820445SHSOLE 2044500MOHAWK INDS INCCOM6081901042161742SHDFND4174200MOHAWK INDS INCCOM608190104128810381SHSOLE 1038100MOLSON COORS BREWING COCL B60871R2092874983SHDFND4498300MONDELEZ INTL INCCL A609207105974321761244SHSOLE 176124400MONDELEZ INTL INCCL A6092071052033670SHDFND3367000MONDELEZ INTL INCCL A609207105223540398SHDFND44039800MONSTER BEVERAGE CORP NEWCOM61174X10963710963SHDFND41096300MONSTER BEVERAGE CORP NEWCOM61174X10918500318636SHSOLE 31863600MOODYS CORPCOM6153691059564665SHDFND4466500MOODYS CORPCOM61536910537741184255SHSOLE 18425500MORGAN STANLEYCOM NEW617446448152035628SHDFND43562800MORGAN STANLEYCOM NEW61744644825811604898SHSOLE 60489800MOSAIC CO NEWCOM61945C10320710120SHDFND41012000MOSAIC CO NEWCOM61945C103125561220SHSOLE 6122000MOTOROLA SOLUTIONS INCCOM NEW6200763077874618SHDFND4461800MOTOROLA SOLUTIONS INCCOM NEW6200763071098864477SHSOLE 6447700MSCI INCCOM55354G1005252412SHDFND4241200MSCI INCCOM55354G100326414990SHSOLE 1499000MYLAN N VSHS EURON5946510928214270SHDFND41427000NASDAQ INCCOM6311031083203222SHDFND4322200NASDAQ INCCOM631103108205520684SHSOLE 2068400NATIONAL OILWELL VARCO INCCOM63707110122110435SHDFND41043500NATIONAL OILWELL VARCO INCCOM637071101141266604SHSOLE 6660400NEKTAR THERAPEUTICSCOM64026810854629975SHSOLE 2997500NETAPP INCCOM64110D1043727084SHDFND4708400NETAPP INCCOM64110D10418204346677SHSOLE 34667700NETEASE INCSPONSORED ADS64110W1026002254SHDFND 225400NETFLIX INCCOM64110L106327112221SHDFND41222100NETFLIX INCCOM64110L10642648159361SHSOLE 15936100NEW RELIC INCCOM64829B1009064147502SHSOLE 14750200NEWELL BRANDS INCCOM651229106123365865SHSOLE 6586500NEWMONT GOLDCORP CORPORATIONCOM65163910686322769SHDFND42276900NEWMONT GOLDCORP CORPORATIONCOM65163910631967843012SHSOLE 84301200NEWS CORP NEWCL A65249B10914210176SHDFND41017600NEWS CORP NEWCL A65249B10992366307SHSOLE 6630700NEWS CORP NEWCL B65249B20830421266SHSOLE 2126600NEXTERA ENERGY INCCOM65339F101353815184SHDFND41518400NEXTERA ENERGY INCCOM65339F10124113103494SHSOLE 10349400NIELSEN HLDGS PLCSHS EURG6518L1082029504SHDFND 950400NIELSEN HLDGS PLCSHS EURG6518L1082029506SHDFND4950600NIKE INCCL B654106103330335171SHDFND43517100NIKE INCCL B654106103407543390SHDFND74339000NIKE INCCL B65410610320411217323SHSOLE 21732300NISOURCE INCCOM65473P10530510190SHDFND41019000NISOURCE INCCOM65473P105201867447SHSOLE 6744700NOBLE ENERGY INCCOM65504410530213467SHDFND41346700NORDSTROM INCCOM65566410062418533SHSOLE 1853300NORFOLK SOUTHERN CORPCOM65584410813477499SHDFND4749900NORFOLK SOUTHERN CORPCOM655844108819245597SHSOLE 4559700NORTHERN TR CORPCOM6658591045666065SHDFND4606500NORTHERN TR CORPCOM665859104347637248SHSOLE 3724800NORTHROP GRUMMAN CORPCOM6668071021026527389SHSOLE 2738900NORTHROP GRUMMAN CORPCOM66680710216524407SHDFND4440700NORWEGIAN CRUISE LINE HLDG LSHSG667211043126022SHDFND4602200NORWEGIAN CRUISE LINE HLDG LSHSG66721104193237319SHSOLE 3731900NRG ENERGY INCCOM NEW6293775082877248SHDFND4724800NRG ENERGY INCCOM NEW629377508172943662SHSOLE 4366200NU SKIN ENTERPRISES INCCL A67018T10515302359793SHSOLE 35979300NUANCE COMMUNICATIONS INCCOM67020Y1002561157020SHSOLE 15702000NUCOR CORPCOM6703461056546128580SHSOLE 12858000NUCOR CORPCOM6703461054889586SHDFND4958600NUTRIEN LTDCOM67077M1082837185687980SHSOLE 568798000NVENT ELECTRIC PLCSHSG6700G1075175234800SHSOLE 23480000NVIDIA CORPCOM67066G104296617038SHDFND41703800NVIDIA CORPCOM67066G104453226037SHDFND72603700NVIDIA CORPCOM67066G10424126138599SHSOLE 13859900NVR INCCOM62944T10534994SHDFND49400NVR INCCOM62944T105297618006SHSOLE 800600NXP SEMICONDUCTORS N VCOMN6596X109149713717SHDFND41371700O REILLY AUTOMOTIVE INC NEWCOM67103H1078622164SHDFND4216400O REILLY AUTOMOTIVE INC NEWCOM67103H107536413460SHSOLE 1346000OCCIDENTAL PETE CORPCOM674599105110824924SHDFND42492400OCCIDENTAL PETE CORPCOM67459910523604530785SHSOLE 53078500OGE ENERGY CORPCOM67083710313744302865SHSOLE 30286500OKTA INCCL A67929510539173397857SHSOLE 39785700OKTA INCNOTE 0.250% 2/1679295AB1106765075000PRNDFND1507500000OLIN CORPCOM PAR $168066520558831410SHSOLE 3141000OMNICOM GROUP INCCOM6819191065456961SHDFND4696100OMNICOM GROUP INCCOM681919106300338352SHSOLE 3835200ONEMAIN HLDGS INCCOM68268W103207356516SHSOLE 5651600ONEOK INC NEWCOM68268010384311434SHDFND41143400ONEOK INC NEWCOM682680103533772425SHSOLE 7242500OPEN TEXT CORPCOM683715106809131982662SHSOLE 198266200ORACLE CORPCOM68389X1055129301SHDFND 930100ORACLE CORPCOM68389X1051412692567127SHSOLE 256712700ORACLE CORPCOM68389X105339761726SHDFND46172600PACCAR INCCOM69371810876110868SHDFND41086800PACCAR INCCOM69371810815882226853SHSOLE 22685300PACKAGING CORP AMERCOM6951561093072897SHDFND4289700PACKAGING CORP AMERCOM695156109364434345SHSOLE 3434500PAMPA ENERGIA S ASPONS ADR LVL I697660207141381394SHSOLE 8139400PARKER HANNIFIN CORPCOM7010941046513604SHDFND4360400PARKER HANNIFIN CORPCOM70109410430114166735SHSOLE 16673500PATTERN ENERGY GROUP INCNOTE 4.000% 7/170338PAB6162155000PRNDFND115500000PAYCHEX INCCOM70432610783310058SHDFND41005800PAYCHEX INCCOM70432610712482150803SHSOLE 15080300PAYLOCITY HLDG CORPCOM70438V1068498701SHSOLE 870100PAYPAL HLDGS INCCOM70450Y103340932906SHDFND43290600PAYPAL HLDGS INCCOM70450Y10324915240515SHSOLE 24051500PBF ENERGY INCCL A69318G1067930291651SHSOLE 29165100PEMBINA PIPELINE CORPCOM7063271032299396202858SHSOLE 620285800PEOPLES UTD FINL INCCOM71270410518011518SHDFND41151800PEOPLES UTD FINL INCCOM712704105108169140SHSOLE 6914000PEPSICO INCCOM713448108601543876SHDFND44387600PEPSICO INCCOM713448108105967755506SHSOLE 75550600PERKINELMER INCCOM7140461092653115SHDFND4311500PERRIGO CO PLCSHSG978221032033629SHDFND4362900PETROLEO BRASILEIRO SA PETROSP ADR NON VTG71654V1014205320015SHSOLE 32001500PETROLEO BRASILEIRO SA PETROSPONSORED ADR71654V408274931900000SHSOLE 190000000PFIZER INCCOM71708110346712997SHDFND31299700PFIZER INCCOM7170811036256174109SHDFND417410900PFIZER INCCOM7170811031429363978180SHSOLE 397818000PG&E CORPCOM69331C1083086308600SHSOLE 30860000PHILIP MORRIS INTL INCCOM718172109369748687SHDFND44868700PHILIP MORRIS INTL INCCOM7181721091191241568864SHSOLE 156886400PHILLIPS 66COM718546104144114069SHDFND41406900PHILLIPS 66COM71854610434063332646SHSOLE 33264600PHILLIPS 66COM7185461042322266SHDFND3226600PINNACLE WEST CAP CORPCOM723484101881190770SHSOLE 9077000PINNACLE WEST CAP CORPCOM7234841013413517SHDFND4351700PIONEER NAT RES COCOM7237871075794603SHDFND4460300PIONEER NAT RES COCOM72378710718000143118SHSOLE 14311800PLAINS ALL AMERN PIPELINE LUNIT LTD PARTN7265031052039778SHSOLE 977800PLANET FITNESS INCCL A72703H10111244194298SHSOLE 19429800PNC FINL SVCS GROUP INCCOM693475105176312580SHDFND41258000PNC FINL SVCS GROUP INCCOM69347510527272194578SHSOLE 19457800POLARIS INCCOM73106810213430152596SHSOLE 15259600POOL CORPORATIONCOM73278L105422720957SHSOLE 2095700POPULAR INCCOM NEW733174700293954345SHSOLE 5434500PPG INDS INCCOM6935061077786562SHDFND4656200PPG INDS INCCOM6935061071149897021SHSOLE 9702100PPL CORPCOM69351T10672523009SHDFND42300900PPL CORPCOM69351T10617131544014SHSOLE 54401400PRECISION DRILLING CORPCOM 201074022D308315276316SHSOLE 27631600PRETIUM RES INCNOTE 2.250% 3/174139CAB839793808000PRNDFND1380800000PRICE T ROWE GROUP INCCOM74144T1088487418SHDFND4741800PRICE T ROWE GROUP INCCOM74144T10817572153799SHSOLE 15379900PRICELINE GRP INCNOTE 0.350% 6/1741503AS575075018000PRNDFND1501800000PRIMERICA INCCOM74164M108698054861SHSOLE 5486100PRINCIPAL FINL GROUP INCCOM74251V1024638110SHDFND4811000PRINCIPAL FINL GROUP INCCOM74251V102256544890SHSOLE 4489000PROCTER & GAMBLE COCOM7427181097045660SHDFND3566000PROCTER & GAMBLE COCOM742718109977778604SHDFND47860400PROCTER & GAMBLE COCOM742718109116361935528SHSOLE 93552800PROGRESSIVE CORP OHIOCOM7433151033624691SHDFND 469100PROGRESSIVE CORP OHIOCOM743315103125716269SHDFND41626900PROGRESSIVE CORP OHIOCOM743315103695590030SHDFND79003000PROGRESSIVE CORP OHIOCOM74331510328440368155SHSOLE 36815500PROLOGIS INCCOM74340W103149517548SHDFND41754800PROLOGIS INCCOM74340W1039311109258SHSOLE 10925800PROLOGIS INCCOM74340W1035636606SHDFND3660600PRUDENTIAL FINL INCCOM744320102102911439SHDFND41143900PRUDENTIAL FINL INCCOM74432010240221447148SHSOLE 44714800PUBLIC STORAGECOM74460D10910294195SHDFND4419500PUBLIC STORAGECOM74460D109644026257SHSOLE 2625700PUBLIC SVC ENTERPRISE GRP INCOM74457310697515710SHDFND41571000PUBLIC SVC ENTERPRISE GRP INCOM7445731068366134762SHSOLE 13476200PULTE GROUP INCCOM7458671012707394SHDFND4739400PULTE GROUP INCCOM74586710124290664569SHSOLE 66456900PVH CORPCOM693656100113412853SHSOLE 1285300QORVO INCCOM74736K1012513382SHDFND4338200QORVO INCCOM74736K101151420421SHSOLE 2042100QUALCOMM INCCOM747525103790601036445SHSOLE 103644500QUALCOMM INCCOM747525103258433875SHDFND43387500QUANTA SVCS INCCOM74762E1028125214947SHSOLE 21494700QUEST DIAGNOSTICS INCCOM74834L1003913649SHDFND4364900QUEST DIAGNOSTICS INCCOM74834L100249523311SHSOLE 2331100RALPH LAUREN CORPCL A7512121018619019SHSOLE 901900RAYMOND JAMES FINANCIAL INCCOM7547301092953583SHDFND4358300RAYMOND JAMES FINANCIAL INCCOM75473010913719166372SHSOLE 16637200RAYTHEON COCOM NEW75511150715357824SHDFND4782400RAYTHEON COCOM NEW755111507136317694824SHSOLE 69482400REALPAGE INCNOTE 1.500%11/175606NAB587025500000PRNDFND1550000000REALTY INCOME CORPCOM756109104428855921SHSOLE 5592100REALTY INCOME CORPCOM7561091046919016SHDFND4901600REGAL BELOIT CORPCOM758750103182124997SHSOLE 2499700REGENCY CTRS CORPCOM7588491033214621SHDFND4462100REGENCY CTRS CORPCOM758849103201829040SHSOLE 2904000REGENERON PHARMACEUTICALSCOM75886F1075922135SHDFND4213500REGENERON PHARMACEUTICALSCOM75886F10733282119978SHSOLE 11997800REGIONS FINL CORP NEWCOM7591EP10050732029SHDFND43202900REGIONS FINL CORP NEWCOM7591EP1002732172693SHSOLE 17269300REINSURANCE GRP OF AMERICA ICOM NEW75935160419100119465SHSOLE 11946500RELIANCE STEEL & ALUMINUM COCOM759509102719272165SHSOLE 7216500RENAISSANCERE HOLDINGS LTDCOMG7496G103677935043SHSOLE 3504300REPLIGEN CORPCOM759916109432856435SHSOLE 5643500REPUBLIC SVCS INCCOM7607591005246051SHDFND4605100REPUBLIC SVCS INCCOM760759100363041945SHDFND74194500REPUBLIC SVCS INCCOM76075910015715181571SHSOLE 18157100RESMED INCCOM7611521075303920SHDFND4392000RESMED INCCOM76115210717464129258SHSOLE 12925800RESTAURANT BRANDS INTL INCCOM76131D1031564572199415SHSOLE 219941500RHCOM74967X103242314184SHSOLE 1418400RINGCENTRAL INCCL A76680R20615167120699SHSOLE 12069900RIO TINTO PLCSPONSORED ADR767204100130224995SHSOLE 2499500ROBERT HALF INTL INCCOM77032310322109397215SHSOLE 39721500ROCKWELL AUTOMATION INCCOM7739031095573378SHDFND4337800ROCKWELL AUTOMATION INCCOM773903109448627221SHSOLE 2722100ROGERS COMMUNICATIONS INCCL B7751092002277764674141SHSOLE 467414100ROLLINS INCCOM77571110482824303SHSOLE 2430300ROPER TECHNOLOGIES INCCOM77669610610382912SHDFND4291200ROPER TECHNOLOGIES INCCOM7766961062521170698SHSOLE 7069800ROSS STORES INCCOM7782961034564151SHDFND 415100ROSS STORES INCCOM778296103114610431SHDFND41043100ROSS STORES INCCOM778296103698763605SHSOLE 6360500ROYAL BK CDA MONTREAL QUECOM780087102140717336SHDFND31733600ROYAL BK CDA MONTREAL QUECOM780087102156902319332463SHSOLE 1933246300ROYAL CARIBBEAN CRUISES LTDCOMV7780T1035184780SHDFND4478000RPM INTL INCCOM749685103346850400SHSOLE 5040000S&P GLOBAL INCCOM78409V10416976929SHDFND4692900S&P GLOBAL INCCOM78409V104842934405SHDFND73440500S&P GLOBAL INCCOM78409V1041459259564SHSOLE 5956400SALESFORCE COM INCCOM79466L302365124593SHDFND42459300SALESFORCE COM INCCOM79466L30220800140124SHSOLE 14012400SANMINA CORPORATIONCOM801056102273385114SHSOLE 8511400SANTANDER CONSUMER USA HDG ICOM80283M1019164359232SHSOLE 35923200SAREPTA THERAPEUTICS INCCOM803607100485064392SHSOLE 6439200SBA COMMUNICATIONS CORP NEWCL A78410G104477419797SHSOLE 1979700SBA COMMUNICATIONS CORP NEWCL A78410G1047693187SHDFND4318700SCHLUMBERGER LTDCOM806857108132438739SHDFND43873900SCHLUMBERGER LTDCOM8068571088181239421SHSOLE 23942100SCHNEIDER NATIONAL INCCL B80689H1022841130801SHSOLE 13080100SEAGATE TECHNOLOGY PLCSHSG7945M1074227845SHDFND4784500SEAGATE TECHNOLOGY PLCSHSG7945M107220440974SHSOLE 4097400SEALED AIR CORP NEWCOM81211K10015864382173SHSOLE 38217300SEI INVESTMENTS COCOM784117103379263995SHSOLE 6399500SELECT SECTOR SPDR TRSBI MATERIALS81369Y100873001500000SHSOLE 150000000SELECT SECTOR SPDR TRSBI HEALTHCARE81369Y2094374849SHDFND3484900SELECT SECTOR SPDR TRSBI CONS STPLS81369Y3083886317SHDFND3631700SELECT SECTOR SPDR TRSBI CONS STPLS81369Y3081076941753400SHSOLE5175340000SELECT SECTOR SPDR TRSBI CONS DISCR81369Y4075334416SHDFND3441600SELECT SECTOR SPDR TRENERGY81369Y506497384000SHDFND18400000SELECT SECTOR SPDR TRENERGY81369Y5068027135701SHSOLE 13570100SELECT SECTOR SPDR TRSBI INT-FINL81369Y6055100182143SHSOLE 18214300SELECT SECTOR SPDR TRSBI INT-FINL81369Y60555719900SHSOLE51990000SELECT SECTOR SPDR TRSBI INT-INDS81369Y70438815500000SHSOLE 50000000SELECT SECTOR SPDR TRSBI INT-INDS81369Y70478810160SHSOLE51016000SELECT SECTOR SPDR TRTECHNOLOGY81369Y8036478034SHDFND3803400SELECT SECTOR SPDR TRTECHNOLOGY81369Y8033063800SHDFND 380000SELECT SECTOR SPDR TRSBI INT-UTILS81369Y886174827000SHDFND12700000SEMPRA ENERGYCOM81685110912678581SHDFND4858100SEMPRA ENERGYCOM816851109708347985SHSOLE 4798500SEMPRA ENERGY6% PFD CONV A816851406126310705SHDFND11070500SERVICENOW INCCOM81762P102636625078SHSOLE 2507800SERVICENOW INCNOTE 6/081762PAC6101615286000PRNDFND1528600000SHAKE SHACK INCCL A81904710111783120186SHSOLE 12018600SHAW COMMUNICATIONS INCCL B CONV82028K20026413428SHDFND31342800SHAW COMMUNICATIONS INCCL B CONV82028K2001507197666273SHSOLE 766627300SHERWIN WILLIAMS COCOM824348106999118170SHDFND71817000SHERWIN WILLIAMS COCOM8243481061799932733SHSOLE 3273300SHERWIN WILLIAMS COCOM82434810612502273SHDFND4227300SHOPIFY INCCL A82509L107201322645957SHSOLE 64595700SILGAN HOLDINGS INCCOM827048109181460396SHSOLE 6039600SILVER STD RES INCNOTE 2.875% 2/082823LAC010061000000PRNDFND1100000000SIMON PPTY GROUP INC NEWCOM82880610913328560SHDFND4856000SIMON PPTY GROUP INC NEWCOM828806109874956210SHSOLE 5621000SIX FLAGS ENTMT CORP NEWCOM83001A10212977255503SHSOLE 25550300SKYWORKS SOLUTIONS INCCOM83088M1023894904SHDFND4490400SKYWORKS SOLUTIONS INCCOM83088M102236129792SHSOLE 2979200SL GREEN RLTY CORPCOM78440X101116814287SHSOLE 1428700SLM CORPCOM78442P106166391885439SHSOLE 188543900SMITH A O CORPCOM831865209114523999SHSOLE 2399900SMUCKER J M COCOM NEW832696405217219742SHSOLE 1974200SMUCKER J M COCOM NEW8326964053913550SHDFND4355000SNAP ON INCCOM8330341012521608SHDFND4160800SNAP ON INCCOM83303410115019589SHSOLE 958900SONOCO PRODS COCOM835495102402169077SHSOLE 6907700SOUTHERN COCOM842587107182029470SHDFND42947000SOUTHERN COCOM84258710717269279569SHSOLE 27956900SOUTHERN COUNIT 08/01/2022842587602187035000SHDFND13500000SOUTHERN COPPER CORPCOM84265V10562018182SHSOLE51818200SOUTHWEST AIRLS COCOM84474110821317394686SHSOLE 39468600SOUTHWEST AIRLS COCOM84474110875614002SHDFND41400200SPDR DOW JONES INDL AVRG ETFUT SER 178467X109819130430SHSOLE 3043000SPDR GOLD TRUSTGOLD SHS78463V10781239585000SHSOLE 58500000SPDR INDEX SHS FDSPORTFOLIO EMG MK78463X5092467163SHDFND 716300SPDR S&P 500 ETF TRTR UNIT78462F1035381813SHDFND3181300SPDR S&P 500 ETF TRTR UNIT78462F1033013531015444SHSOLE 101544400SPDR S&P 500 ETF TRTR UNIT78462F103194164654258SHSOLE565425800SPDR S&P 500 ETF TRTR UNIT78462F103296810000SHCallDFND 1000000SPDR S&P MIDCAP 400 ETF TRUTSER1 S&PDCRP78467Y1076701901SHSOLE 190100SPDR SERIES TRUSTS&P REGL BKG78464A698527901000000SHSOLE 100000000SPDR SERIES TRUSTS&P REGL BKG78464A6984278090SHSOLE5809000SPDR SERIES TRUSTS&P RETAIL ETF78464A7141272903000000SHSOLE 300000000SPDR SERIES TRUSTS&P OILGAS EXP78464A730376981685957SHSOLE 168595700SPDR SERIES TRUSTS&P OILGAS EXP78464A7303689165000SHDFND116500000SPDR SERIES TRUSTS&P BIOTECH78464A87020702271502SHSOLE 27150200SPDR SERIES TRUSTSPDR BLOOMBERG78468R66320182220352SHSOLE 22035200SPIRIT AEROSYSTEMS HLDGS INCCOM CL A84857410911721142522SHSOLE 14252200SPRINT CORPORATIONCOM85207U10599871618639SHSOLE 161863900SPROUTS FMRS MKT INCCOM85208M1026345328077SHSOLE 32807700STANLEY BLACK & DECKER INCCOM8545021016044185SHDFND4418500STANLEY BLACK & DECKER INCCOM854502101769253265SHSOLE 5326500STARBUCKS CORPCOM8552441091093491236700SHSOLE 123670000STARBUCKS CORPCOM855244109296733552SHDFND43355200STARS GROUP INCCOM85570W1003917261453SHSOLE 26145300STATE STR CORPCOM857477103381764487SHSOLE 6448700STATE STR CORPCOM85747710369311700SHDFND41170000STEEL DYNAMICS INCCOM85811910012413416544SHSOLE 41654400STRYKER CORPCOM86366710119428976SHDFND4897600STRYKER CORPCOM8636671011836184887SHSOLE 8488700SUN LIFE FINL INCCOM8667961053438087672552SHSOLE 767255200SUNCOR ENERGY INC NEWCOM86722410744852514202893SHSOLE 1420289300SUNTRUST BKS INCCOM86791410395713904SHDFND41390400SUNTRUST BKS INCCOM86791410333234483052SHSOLE 48305200SVB FINL GROUPCOM78486Q1012991430SHDFND4143000SVB FINL GROUPCOM78486Q101982547021SHSOLE 4702100SYMANTEC CORPCOM87150310837715940SHDFND41594000SYMANTEC CORPCOM871503108519492198434SHSOLE 219843400SYNCHRONY FINLCOM87165B10366919635SHDFND41963500SYNCHRONY FINLCOM87165B1033602105661SHSOLE 10566100SYNOPSYS INCCOM8716071075834246SHDFND4424600SYNOPSYS INCCOM87160710722897166827SHSOLE 16682700SYSCO CORPCOM871829107126915981SHDFND41598100SYSCO CORPCOM87182910730186380176SHSOLE 38017600T MOBILE US INCCOM8725901047018900SHDFND4890000TAKE-TWO INTERACTIVE SOFTWARCOM8740541093873090SHDFND4309000TAKE-TWO INTERACTIVE SOFTWARCOM874054109245619595SHSOLE 1959500TAPESTRY INCCOM8760301079287356507SHSOLE 35650700TAPESTRY INCCOM8760301072047813SHDFND4781300TARGET CORPCOM87612E106172816165SHDFND41616500TARGET CORPCOM87612E10643140403517SHSOLE 40351700TC ENERGY CORPCOM87807B1074450138592643SHSOLE 859264300TE CONNECTIVITY LTDREG SHSH849891048899543SHDFND4954300TECHNIPFMC PLCCOMG8711010529012023SHDFND41202300TECK RESOURCES LTDCL B878742204598483687509SHSOLE 368750900TELECOM ARGENTINA S ASPON ADR REP B8792732091157115700SHSOLE 11570000TELEDYNE TECHNOLOGIES INCCOM8793601051003731172SHSOLE 3117200TELEFLEX INCCOM87936910627778174SHSOLE 817400TELEFLEX INCCOM8793691064331274SHDFND4127400TELEFONICA BRASIL SASPONSORED ADR87936R1064609349962SHSOLE 34996200TELEPHONE & DATA SYS INCCOM NEW8794338298102314031SHSOLE 31403100TELUS CORPCOM87971M1032468226929858SHSOLE 692985800TEMPUR SEALY INTL INCCOM88023U101433156101SHSOLE 5610100TENCENT MUSIC ENTMT GROUPSPON ADS88034P10926420661SHDFND 2066100TERADYNE INCCOM88077010284314550SHDFND11455000TEVA PHARMACEUTICAL INDS LTDSPONSORED ADS88162420917825803SHDFND42580300TEXAS CAPITAL BANCSHARES INCCOM88224Q1078050147301SHSOLE 14730100TEXAS INSTRS INCCOM882508104380629448SHDFND42944800TEXAS INSTRS INCCOM88250810482117635384SHSOLE 63538400TEXTRON INCCOM8832031013376893SHDFND4689300THE CHARLES SCHWAB CORPORATICOM808513105138733153SHDFND43315300THE CHARLES SCHWAB CORPORATICOM80851310517975429716SHSOLE 42971600THERMO FISHER SCIENTIFIC INCCOM883556102326211198SHDFND41119800THERMO FISHER SCIENTIFIC INCCOM88355610257597197744SHSOLE 19774400TIFFANY & CO NEWCOM8865471082632836SHDFND4283600TJX COS INC NEWCOM8725401094548148SHDFND 814800TJX COS INC NEWCOM872540109189934062SHDFND43406200TJX COS INC NEWCOM87254010934874625655SHSOLE 62565500TOLL BROTHERS INCCOM88947810311494280000SHSOLE 28000000TORONTO DOMINION BK ONTCOM NEW891160509126021628SHDFND32162800TORONTO DOMINION BK ONTCOM NEW891160509128059621980646SHSOLE 2198064600TRACTOR SUPPLY COCOM8923561062943255SHDFND4325500TRACTOR SUPPLY COCOM89235610615393170201SHSOLE 17020100TRANSALTA CORPCOM89346D1075206800923SHSOLE 80092300TRANSDIGM GROUP INCCOM8936411006881322SHDFND4132200TRANSDIGM GROUP INCCOM89364110045438725SHSOLE 872500TRANSPORTADORA DE GAS SURSPONSORED ADS B893870204870102473SHSOLE 10247300TRANSUNIONCOM89400J10724495301997SHSOLE 30199700TRAVELERS COMPANIES INCCOM89417E10912298268SHDFND4826800TRAVELERS COMPANIES INCCOM89417E109833856076SHSOLE 5607600TREX CO INCCOM89531P105401644166SHSOLE 4416600TRIPADVISOR INCCOM896945201263868201SHSOLE 6820100TWILIO INCNOTE 0.250% 6/090138FAB819671175000PRNDFND1117500000TWITTER INCCOM90184L10287121136SHDFND42113600TWITTER INCCOM90184L10225862627718SHSOLE 62771800TYSON FOODS INCCL A9024941037078210SHDFND4821000TYSON FOODS INCCL A90249410341775484966SHSOLE 48496600UDR INCCOM9026531043968161SHDFND4816100UDR INCCOM902653104255652723SHSOLE 5272300UGI CORP NEWCOM90268110517092340004SHSOLE 34000400ULTA BEAUTY INCCOM90384S303255310186SHSOLE 1018600ULTA BEAUTY INCCOM90384S3033891550SHDFND4155000UNDER ARMOUR INCCL A90431110764432297SHSOLE 3229700UNDER ARMOUR INCCL C90431120660933591SHSOLE 3359100UNION PACIFIC CORPCOM9078181082631624SHDFND3162400UNION PACIFIC CORPCOM907818108319919749SHDFND41974900UNION PACIFIC CORPCOM907818108642439660SHDFND73966000UNION PACIFIC CORPCOM90781810853175328281SHSOLE 32828100UNITED AIRLINES HLDGS INCCOM9100471095516227SHDFND4622700UNITED AIRLINES HLDGS INCCOM910047109785688859SHSOLE 8885900UNITED PARCEL SERVICE INCCL B911312106261821846SHDFND42184600UNITED PARCEL SERVICE INCCL B91131210614486120898SHSOLE 12089800UNITED RENTALS INCCOM9113631092892319SHDFND4231900UNITED RENTALS INCCOM911363109166813383SHSOLE 1338300UNITED STATES OIL FUND LPUNITS91232N1085670500000SHSOLE 50000000UNITED TECHNOLOGIES CORPCOM9130171092701978SHDFND3197800UNITED TECHNOLOGIES CORPCOM913017109308822621SHDFND42262100UNITED TECHNOLOGIES CORPCOM91301710926350193012SHSOLE 19301200UNITEDHEALTH GROUP INCCOM91324P1026102807SHDFND3280700UNITEDHEALTH GROUP INCCOM91324P102578026595SHDFND42659500UNITEDHEALTH GROUP INCCOM91324P102120895556299SHSOLE 55629900UNIVERSAL HLTH SVCS INCCL B9139031003482337SHDFND4233700UNIVERSAL HLTH SVCS INCCL B913903100726748854SHSOLE 4885400UNUM GROUPCOM91529Y10614910501675SHSOLE 50167500US BANCORP DELCOM NEW90297330419539353072SHSOLE 35307200US BANCORP DELCOM NEW902973304250245206SHDFND44520600US FOODS HLDG CORPCOM91200810921122513917SHSOLE 51391700V F CORPCOM91820410891010228SHDFND41022800V F CORPCOM91820410811808132689SHSOLE 13268900VAIL RESORTS INCCOM91879Q109994443698SHSOLE 4369800VALE S ASPONSORED ADS91912E105576345011652SHSOLE 501165200VALERO ENERGY CORP NEWCOM91913Y100111013025SHDFND41302500VALERO ENERGY CORP NEWCOM91913Y100363542645SHDFND74264500VALERO ENERGY CORP NEWCOM91913Y10045903538515SHSOLE 53851500VALVOLINE INCCOM92047W10111782534816SHSOLE 53481600VANECK VECTORS ETF TRGOLD MINERS ETF92189F10649818650SHSOLE51865000VANECK VECTORS ETF TRGOLD MINERS ETF92189F10630211300SHDFND11130000VANECK VECTORS ETF TRGOLD MINERS ETF92189F106837323135100SHSOLE 313510000VANECK VECTORS ETF TRRUSSIA ETF92189F4039124400000SHSOLE 40000000VANECK VECTORS ETF TRSEMICONDUCTOR ET92189F6762978252500000SHSOLE 250000000VANECK VECTORS ETF TROIL SVCS ETF92189F7185875500000SHSOLE 50000000VANECK VECTORS ETF TRJR GOLD MINERS E92189F791390841077882SHSOLE 107788200VANECK VECTORS ETF TRJP MORGAN MKTS92189H300330001000000SHSOLE 100000000VANECK VECTORS ETF TRJP MORGAN MKTS92189H30022142670950SHSOLE567095000VANGUARD CHARLOTTE FDSINTL BD IDX ETF92203J407315853680SHDFND35368000VANGUARD INDEX FDSS&P 500 ETF SHS9229083634261562SHSOLE 156200VANGUARD INTL EQUITY INDEX FTT WRLD ST ETF9220427422539143393664SHSOLE5339366400VANGUARD INTL EQUITY INDEX FALLWRLD EX US922042775499001000000SHSOLE 100000000VANGUARD INTL EQUITY INDEX FFTSE EMR MKT ETF922042858624031550000SHSOLE 155000000VANGUARD INTL EQUITY INDEX FFTSE EMR MKT ETF922042858417331036579SHSOLE5103657900VANGUARD TAX MANAGED INTL FDFTSE DEV MKT ETF921943858821602000000SHSOLE 200000000VANGUARD WORLD FDEXTENDED DUR92191070911307998SHSOLE 799800VANGUARD WORLD FDSINF TECH ETF92204A7023321540SHSOLE5154000VANGUARD WORLD FDSUTILITIES ETF92204A87614089805SHSOLE5980500VARIAN MED SYS INCCOM92220P1052972498SHDFND4249800VARIAN MED SYS INCCOM92220P105187715761SHSOLE 1576100VEDANTA LTDSPONSORED ADR92242Y1001152132757SHSOLE 13275700VEEVA SYS INCCL A COM92247510824419159925SHSOLE 15992500VENTAS INCCOM92276F100477165329SHSOLE 6532900VENTAS INCCOM92276F10075810384SHDFND41038400VERINT SYS INCCOM92343X100344880598SHSOLE 8059800VERISIGN INCCOM92343E1025562947SHDFND4294700VERISIGN INCCOM92343E102562129799SHSOLE 2979900VERISK ANALYTICS INCCOM92345Y1067134509SHDFND4450900VERISK ANALYTICS INCCOM92345Y106455328791SHSOLE 2879100VERIZON COMMUNICATIONS INCCOM92343V1047837129836SHDFND412983600VERIZON COMMUNICATIONS INCCOM92343V1042224553685472SHSOLE 368547200VERMILION ENERGY INCCOM92372510512978774370SHSOLE 77437000VERSUM MATLS INCCOM92532W103659271245547SHSOLE 124554700VERTEX PHARMACEUTICALS INCCOM92532F100845749917SHSOLE 4991700VERTEX PHARMACEUTICALS INCCOM92532F10012117145SHDFND4714500VIACOM INC NEWCL B92553P2012369834SHDFND4983400VIACOM INC NEWCL B92553P201219391261SHSOLE 9126100VIPSHOP HLDGS LTDSPONSORED ADS A92763W10324527449SHDFND 2744900VISA INCCOM CL A92826C8397214191SHDFND 419100VISA INCCOM CL A92826C83911786848SHDFND3684800VISA INCCOM CL A92826C839831848358SHDFND44835800VISA INCCOM CL A92826C839845549155SHDFND74915500VISTRA ENERGY CORPCOM92840M1023097115862SHSOLE 11586200VORNADO RLTY TRSH BEN INT9290421092974670SHDFND4467000VORNADO RLTY TRSH BEN INT929042109174627423SHSOLE 2742300VOYA FINL INCCOM9290891006901126763SHSOLE 12676300VULCAN MATLS COCOM9291601095463610SHDFND4361000VULCAN MATLS COCOM929160109351623248SHSOLE 2324800WABCO HLDGS INCCOM92927K10226799200366SHSOLE 20036600WABTEC CORPCOM9297401083434771SHDFND4477100WALGREENS BOOTS ALLIANCE INCCOM931427108135624519SHDFND42451900WALGREENS BOOTS ALLIANCE INCCOM931427108346462629SHSOLE 6262900WALMART INCCOM931142103528744549SHDFND44454900WALMART INCCOM931142103114022960754SHSOLE 96075400WARRIOR MET COAL INCCOM93627C10133917367SHSOLE 1736700WASTE CONNECTIONS INCCOM94106B1011538891672674SHSOLE 167267400WASTE MGMT INC DELCOM94106L109125310898SHDFND41089800WASTE MGMT INC DELCOM94106L10935845311696SHSOLE 31169600WASTE MGMT INC DELCOM94106L1097126191SHDFND3619100WATERS CORPCOM9418481034321936SHDFND4193600WATERS CORPCOM9418481031842982556SHSOLE 8255600WEC ENERGY GROUP INCCOM92939U1069339811SHDFND4981100WEC ENERGY GROUP INCCOM92939U106528955615SHSOLE 5561500WELBILT INCCOM9490901043076182444SHSOLE 18244400WELLCARE HEALTH PLANS INCCOM94946T10646299178642SHSOLE 17864200WELLCARE HEALTH PLANS INCCOM94946T1063631401SHDFND4140100WELLS FARGO CO NEWCOM9497461011530953035173SHSOLE 303517300WELLS FARGO CO NEWCOM9497461013126186SHDFND3618600WELLS FARGO CO NEWCOM9497461015692112855SHDFND411285500WELLTOWER INCCOM95040Q104104511533SHDFND41153300WELLTOWER INCCOM95040Q104641570767SHSOLE 7076700WESCO INTL INCCOM95082P105154832405SHSOLE 3240500WEST PHARMACEUTICAL SVSC INCCOM955306105197313912SHSOLE 1391200WESTERN DIGITAL CORPCOM9581021054707889SHDFND4788900WESTERN DIGITAL CORPCOM958102105305651241SHSOLE 5124100WESTERN UN COCOM95980210910038433233SHSOLE 43323300WESTERN UN COCOM95980210930713257SHDFND41325700WESTROCK COCOM96145D105162444554SHSOLE 4455400WESTROCK COCOM96145D1052897930SHDFND4793000WEYERHAEUSER COCOM96216610457920898SHDFND42089800WEYERHAEUSER COCOM9621661043572128953SHSOLE 12895300WHEATON PRECIOUS METALS CORPCOM962879102859483275524SHSOLE 327552400WHIRLPOOL CORPCOM9633201063292077SHDFND4207700WHIRLPOOL CORPCOM963320106174411013SHSOLE 1101300WILEY JOHN & SONS INCCL A968223206133930473SHSOLE 3047300WILLIAMS COS INC DELCOM96945710082034067SHDFND43406700WILLIAMS COS INC DELCOM9694571009624400000SHSOLE 40000000WILLIS TOWERS WATSON PUB LTDSHSG966291036933589SHDFND4358900WINTRUST FINL CORPCOM97650W108235336407SHSOLE 3640700WIPRO LTDSPON ADR 1 SH97651M10911030175SHDFND 3017500WISDOMTREE TREMG MKTS SMCAP97717W281116126209SHDFND 2620900WISDOMTREE TRINTL SMCAP DIV97717W7604777509SHDFND 750900WISDOMTREE TRUS QTLY DIV GRT97717X669107723879SHDFND 2387900WIX COM LTDSHSM980681052332000SHDFND4200000WOODWARD INCCOM98074510317981166753SHSOLE 16675300WORKDAY INCCL A98138H10118378108131SHSOLE 10813100WORLD WRESTLING ENTMT INCNOTE 3.375%12/198156QAB4212667203000PRNDFND1720300000WYNDHAM DESTINATIONS INCCOM98310W108150532703SHSOLE 3270300WYNN RESORTS LTDCOM9831341072942704SHDFND4270400WYNN RESORTS LTDCOM983134107181816722SHSOLE 1672200XCEL ENERGY INCCOM98389B100105216209SHDFND41620900XCEL ENERGY INCCOM98389B1006910106488SHSOLE 10648800XEROX HOLDINGS CORPCOM NEW98421M106309781035707SHSOLE 103570700XILINX INCCOM9839191016747033SHDFND4703300XILINX INCCOM983919101553657727SHSOLE 5772700XYLEM INCCOM98419M1003964970SHDFND4497000XYLEM INCCOM98419M100254431952SHSOLE 3195200YAMANA GOLD INCCOM98462Y10095272995912SHSOLE 299591200YANDEX N VSHS CLASS AN972841082697673SHDFND 767300YPF SOCIEDAD ANONIMASPON ADR CL D9842451002154232865SHSOLE 23286500YUM BRANDS INCCOM9884981019678524SHDFND4852400YUM BRANDS INCCOM98849810124749218188SHSOLE 21818800YUM CHINA HLDGS INCCOM98850P1093066740SHDFND 674000YUM CHINA HLDGS INCCOM98850P10913035286925SHSOLE 28692500ZAYO GROUP HLDGS INCCOM98919V10532205950000SHSOLE 95000000ZENDESK INCCOM98936J10116704229199SHSOLE 22919900ZIMMER BIOMET HLDGS INCCOM98956P1027675590SHDFND4559000ZIONS BANCORPORATION N ACOM9897011072545711SHDFND4571100ZIONS BANCORPORATION N ACOM989701107136830728SHSOLE 3072800ZOETIS INCCL A98978V103166513365SHDFND41336500ZOETIS INCCL A98978V10365285523999SHSOLE 52399900ZYNGA INCCL A98986T10849484880SHSOLE 8488000