0000009631-20-000024.txt : 20200811 0000009631-20-000024.hdr.sgml : 20200811 20200811171925 ACCESSION NUMBER: 0000009631-20-000024 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20200630 FILED AS OF DATE: 20200811 DATE AS OF CHANGE: 20200811 EFFECTIVENESS DATE: 20200811 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: 201093388 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 06-30-2020 06-30-2020 BANK OF NOVA SCOTIA

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

13F COMBINATION REPORT 028-11475 0001483272 028-13705 1832 Asset Management L.P. 0001335382 028-11459 BANK OF NOVA SCOTIA TRUST CO 0001123778 028-06075 Jarislowsky, Fraser Ltd 0001724264 028-18242 MD Financial Management Inc. 0001335644 028-11461 SCOTIA CAPITAL INC. N Ann Amirthanayagam 416-945-4277 /s/Ann Amirthanayagam Toronto Z4 08-11-2020 5 1363 29001142 false 1 0001336244 028-11472 BNS INVESTMENTS INC. 2 0001697694 028-17829 SCOTIA CAPITAL (USA) INC 3 0001698322 028-18067 Scotia Fondos, S.A. de C.V., Sociedad Operadora de Fondos de Inversion, Grupo Financiero Scotiabank Inverlat 4 0001614987 028-16220 Profuturo AFP S.A. 5 0001614991 028-16219 Tangerine Investment Management Inc. 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INCCOM24906P1092746211SHDFND4621100DENTSPLY SIRONA INCCOM24906P10911044250658SHSOLE 25065800DESCARTES SYS GROUP INCCOM24990610813542255999SHSOLE 25599900DEVON ENERGY CORP NEWCOM25179M10312911418SHDFND41141800DEVON ENERGY CORP NEWCOM25179M10327924646SHSOLE 2464600DEXCOM INCCOM25213110710482585SHDFND4258500DEXCOM INCCOM25213110735478748SHSOLE 874800DIAMONDBACK ENERGY INCCOM25278X10949311789SHSOLE 1178900DICKS SPORTING GOODS INCCOM253393102330180005SHSOLE 8000500DIGITAL RLTY TR INCCOM253868103408928773SHSOLE 2877300DIGITAL RLTY TR INCCOM25386810310817608SHDFND4760800DISCOVER FINL SVCSCOM2547091084368697SHDFND4869700DISCOVER FINL SVCSCOM25470910861312238SHSOLE 1223800DISCOVERY INCCOM SER A25470F10431915141SHSOLE 1514100DISCOVERY INCCOM SER C25470F3025906306646SHSOLE 30664600DISH NETWORK CORPORATIONCL A25470M1092437046SHDFND4704600DISH NETWORK CORPORATIONCL A25470M10983924300SHSOLE 2430000DISNEY WALT COCOM DISNEY254687106573351413SHDFND45141300DISNEY WALT COCOM DISNEY25468710642982385454SHSOLE 38545400DOCUSIGN INCCOM25616310642333245822SHSOLE 24582200DOLLAR GEN CORP NEWCOM2566771051302568369SHSOLE 6836900DOLLAR GEN CORP NEWCOM25667710513807244SHDFND4724400DOLLAR TREE INCCOM25674610820966226219SHSOLE 22621900DOLLAR TREE INCCOM2567461086256744SHDFND4674400DOMINION ENERGY INCCOM25746U109194623970SHDFND42397000DOMINION ENERGY INCCOM25746U109708287233SHSOLE 8723300DOMINION ENERGY INCUNIT 99/99/999925746U133610760000SHDFND10600000DOMINOS PIZZA INCCOM25754A2013891053SHDFND4105300DOMINOS PIZZA INCCOM25754A20157848156583SHSOLE 15658300DOVER CORPCOM2600031084064203SHDFND4420300DOVER CORPCOM260003108131013567SHSOLE 1356700DOW INCCOM26055710399924511SHDFND42451100DOW INCCOM260557103284669823SHSOLE 6982300DROPBOX INCCL A26210C104314131442949SHSOLE 144294900DTE ENERGY COCOM2333311076606137SHDFND4613700DTE ENERGY COCOM233331107567552791SHSOLE 5279100DTE ENERGY COUNIT 11/01/2022S23333184284920000SHDFND10200000DUKE ENERGY CORP NEWCOM NEW26441C204192324066SHDFND42406600DUKE ENERGY CORP NEWCOM NEW26441C20414337179454SHSOLE 17945400DUKE REALTY CORPCOM NEW26441150536910437SHDFND41043700DUKE REALTY CORPCOM NEW264411505122934727SHSOLE 3472700DUNKIN BRANDS GROUP INCCOM265504100456669998SHSOLE 6999800DUPONT DE NEMOURS INCCOM26614N102112921246SHDFND42124600DUPONT DE NEMOURS INCCOM26614N10242582801468SHSOLE 80146800DXC TECHNOLOGY COCOM23355L1066080368485SHSOLE 36848500DYNATRACE INCCOM2681501095684140000SHSOLE 14000000E TRADE FINANCIAL CORPCOM NEW2692464013186401SHDFND4640100E TRADE FINANCIAL CORPCOM NEW2692464011227262467849SHSOLE 246784900EASTMAN CHEM COCOM2774321003114462SHDFND4446200EASTMAN CHEM COCOM2774321003665256SHSOLE 525600EATON CORP PLCSHSG29183103117813471SHDFND41347100EBAY INC.COM278642103100619179SHDFND41917900EBAY INC.COM27864210347225900381SHSOLE 90038100ECOLAB INCCOM27886510013987026SHDFND4702600ECOLAB INCCOM27886510029319147367SHSOLE 14736700EDISON INTLCOM281020107213339270SHSOLE 3927000EDISON INTLCOM28102010766212198SHDFND41219800EDWARDS LIFESCIENCES CORPCOM28176E1087040101890SHDFND 10189000ELECTRONIC ARTS INCCOM28551210910898247SHDFND4824700ELECTRONIC ARTS INCCOM285512109401330388SHSOLE 3038800ELEMENT SOLUTIONS INCCOM28618M10627325161SHSOLE 2516100EMERSON ELEC COCOM291011104125120165SHDFND42016500EMERSON ELEC COCOM291011104349356311SHSOLE 5631100ENBRIDGE INCCOM29250N10564061221058704SHSOLE 2105870400ENEL AMERICAS S ASPONSORED ADR29274F10426134753SHDFND10347530ENERPLUS CORPCOM2927661021167412367SHSOLE 41236700ENTEGRIS INCCOM29362U104146024725SHSOLE 2472500ENTERGY CORP NEWCOM29364G1035405759SHDFND4575900ENTERGY CORP NEWCOM29364G103734678307SHSOLE 7830700EOG RES INCCOM26875P10185016779SHDFND41677900EOG RES INCCOM26875P10114427284781SHSOLE 28478100EQT CORPCOM26884L10943036134SHSOLE 3613400EQUIFAX INCCOM2944291056043512SHDFND4351200EQUIFAX INCCOM294429105200311653SHSOLE 1165300EQUINIX INCCOM29444U70017762529SHDFND4252900EQUITY COMWLTHCOM SH BEN INT29462810242713261SHSOLE 1326100EQUITY LIFESTYLE PPTYS INCCOM29472R1084837730SHSOLE 773000EQUITY RESIDENTIALSH BEN INT29476L1075739742SHDFND4974200EQUITY RESIDENTIALSH BEN INT29476L107193932965SHSOLE 3296500ERIE INDTY COCL A29530P1025132673SHSOLE 267300ESSEX PPTY TR INCCOM2971781054281866SHDFND4186600ESSEX PPTY TR INCCOM29717810514136166SHSOLE 616600ETSY INCCOM29786A106302928512SHSOLE 2851200EURONET WORLDWIDE INCCOM298736109421643999SHSOLE 4399900EVERBRIDGE INCNOTE 1.500%11/029978AAA276191857000PRNDFND1018570000EVERCORE INCCLASS A29977A1058623146351SHSOLE 14635100EVEREST RE GROUP LTDCOMG3223R1082351140SHDFND4114000EVERGY INCCOM30034W1064517600SHDFND4760000EVERGY INCCOM30034W1061112531876421SHSOLE 187642100EVERSOURCE ENERGYCOM30040W10892111061SHDFND41106100EVERSOURCE ENERGYCOM30040W10811284135511SHSOLE 13551100EXACT SCIENCES CORPNOTE 1.000% 1/130063PAA320521500000PRNDFND1015000000EXELON CORPCOM30161N101100827768SHDFND42776800EXELON CORPCOM30161N1015572153534SHSOLE 15353400EXPEDIA GROUP INCCOM NEW30212P3033334055SHDFND4405500EXPEDIA GROUP INCCOM NEW30212P30314680178589SHSOLE 17858900EXPEDIA GROUP INCCOM NEW30212P3033354078SHDFND 407800EXPEDITORS INTL WASH INCCOM302130109167322002SHSOLE 2200200EXPEDITORS INTL WASH INCCOM3021301093664819SHDFND4481900EXTENDED STAY AMER INCUNIT 99/99/9999B30224P2006184552636SHSOLE 55263600EXTRA SPACE STORAGE INCCOM30225T1023313580SHDFND4358000EXTRA SPACE STORAGE INCCOM30225T102158417148SHSOLE 1714800EXXON MOBIL CORPCOM30231G1023357491SHDFND3749100EXXON MOBIL CORPCOM30231G1026200138648SHDFND413864800EXXON MOBIL CORPCOM30231G102522121167531SHSOLE 116753100F M C CORPCOM NEW302491303121612206SHSOLE 1220600F M C CORPCOM NEW3024913033513527SHDFND4352700F5 NETWORKS INCCOM31561610225432182334SHSOLE 18233400F5 NETWORKS INCCOM3156161022451755SHDFND4175500FACEBOOK INCCL A30303M1021453164010SHDFND 6401000FACEBOOK INCCL A30303M1021562268800SHDFND46880000FACEBOOK INCCL A30303M1025052482225077SHSOLE 222507700FACTSET RESH SYS INCCOM303075105946228805SHSOLE 2880500FAIR ISAAC CORPCOM3032501041985747500SHSOLE 4750000FASTENAL COCOM31190010480718844SHDFND41884400FASTENAL COCOM311900104273963935SHSOLE 6393500FEDERAL REALTY INVT TRSH BEN INT NEW3137472065656631SHSOLE 663100FEDEX CORPCOM31428X1069556809SHDFND4680900FEDEX CORPCOM31428X10619820141349SHSOLE 14134900FIDELITY NATIONAL FINANCIALFNF GROUP COM31620R30315180495108SHSOLE 49510800FIDELITY NATL INFORMATION SVCOM31620M106234417481SHDFND41748100FIDELITY NATL INFORMATION SVCOM31620M106124723930144SHSOLE 93014400FIFTH THIRD BANCORPCOM31677310044923263SHDFND42326300FIFTH THIRD BANCORPCOM31677310050826349SHSOLE 2634900FIREEYE INCCOM31816Q1012305189322SHSOLE 18932200FIRST AMERN FINL CORPCOM31847R1024802100000SHSOLE 10000000FIRST FINL BANKSHARESCOM32020R10935512300SHSOLE 1230000FIRST HAWAIIAN INCCOM32051X10848227958SHSOLE 2795800FIRST REP BK SAN FRANCISCO CCOM33616C100479445234SHSOLE 4523400FIRST REP BK SAN FRANCISCO CCOM33616C1004844564SHDFND4456400FIRSTENERGY CORPCOM33793210758515079SHDFND41507900FIRSTENERGY CORPCOM337932107217956187SHSOLE 5618700FISERV INCCOM337738108158116198SHDFND41619800FISERV INCCOM337738108538155121SHSOLE 5512100FLEETCOR TECHNOLOGIES INCCOM3390411056332515SHDFND4251500FLEETCOR TECHNOLOGIES INCCOM339041105883335115SHSOLE 3511500FLIR SYS INCCOM302445101207851220SHSOLE 5122000FLOWERS FOODS INCCOM34349810145720438SHSOLE 2043800FLOWSERVE CORPCOM34354P10535012272SHSOLE 1227200FOOT LOCKER INCCOM3448491042508573SHSOLE 857300FORD MTR CO DELCOM3453708604584753948SHSOLE 75394800FORD MTR CO DELCOM345370860684112505SHDFND411250500FORTIS INCCOM3495531073248508SHDFND3850800FORTIS INCCOM3495531072393016284180SHSOLE 628418000FORTIVE CORPCOM34959J1085678381SHDFND4838100FORTIVE CORPCOM34959J10819454287526SHSOLE 28752600FORTIVE CORPNOTE 0.875% 2/134959JAK430782312825SHSOLE 31282500FORTUNE BRANDS HOME & SEC INCOM34964C1062624105SHDFND4410500FOX CORPCL A COM35137L10586632289SHSOLE 3228900FOX CORPCL A COM35137L10527210150SHDFND41015000FOX CORPCL B COM35137L2048074300820SHSOLE 30082000FRANCO NEV CORPCOM3518581052224191592800SHSOLE 159280000FRANKLIN RESOURCES INCCOM354613101132162995SHSOLE 6299500FREEPORT-MCMORAN INCCL B35671D85747541034SHDFND44103400FREEPORT-MCMORAN INCCL B35671D8572502216248SHSOLE 21624800FRONTDOOR INCCOM35905A10911459258493SHSOLE 25849300FTI CONSULTING INCCOM3029411094734129SHSOLE 412900GALLAGHER ARTHUR J & COCOM3635761094995114SHDFND4511400GALLAGHER ARTHUR J & COCOM363576109224222998SHSOLE 2299800GAP INCCOM36476010825320048SHSOLE 2004800GARMIN LTDSHSH2906T1094574692SHDFND4469200GARTNER INCCOM366651107581347911SHSOLE 4791100GARTNER INCCOM3666511073152596SHDFND4259600GCI LIBERTY INCCOM CLASS A36164V3057503105498SHSOLE 10549800GENERAL DYNAMICS CORPCOM36955010811607763SHDFND4776300GENERAL DYNAMICS CORPCOM36955010826658178362SHSOLE 17836200GENERAL ELECTRIC COCOM3696041031706249795SHDFND424979500GENERAL ELECTRIC COCOM369604103316684636603SHSOLE 463660300GENERAL MLS INCCOM370334104122219828SHDFND41982800GENERAL MLS INCCOM370334104571992765SHSOLE 9276500GENERAL MTRS COCOM37045V10090335673SHDFND43567300GENERAL MTRS COCOM37045V100581112296877SHSOLE 229687700GENTEX CORPCOM37190110947018238SHSOLE 1823800GENUINE PARTS COCOM3724601054084690SHDFND4469000GENUINE PARTS COCOM372460105138215893SHSOLE 1589300GILDAN ACTIVEWEAR INCCOM375916103248051601393SHSOLE 160139300GILEAD SCIENCES INCCOM375558103319041466SHDFND44146600GILEAD SCIENCES INCCOM37555810344168574058SHSOLE 57405800GLACIER BANCORP INC NEWCOM37637Q10543212241SHSOLE 1224100GLAXOSMITHKLINE PLCSPONSORED ADR37733W105267465556SHSOLE 6555600GLOBAL PMTS INCCOM37940X1021166868789SHSOLE 6878900GLOBAL PMTS INCCOM37940X10214518555SHDFND4855500GLOBUS MED INCCL A3795772084218824SHSOLE 882400GODADDY INCCL A38023710728232385002SHSOLE 38500200GOLDMAN SACHS ETF TRACTIVEBETA EME381430206162653687SHDFND 5368700GOLDMAN SACHS GROUP INCCOM38141G10417849029SHDFND4902900GOLDMAN SACHS GROUP INCCOM38141G104713236089SHSOLE 3608900GRACO INCCOM38410910448010002SHSOLE 1000200GRAHAM HLDGS COCOM CL B384637104759822173SHSOLE 2217300GRAINGER W W INCCOM3848021043941253SHDFND4125300GRAINGER W W INCCOM384802104976531083SHSOLE 3108300GRANA Y MONTERO S A ASPONSORED ADS38500P20870463122961SHDFND5312296100GRAND CANYON ED INCCOM38526M10626067287938SHSOLE 28793800GRAPHIC PACKAGING HLDG COCOM3886891016296450036SHSOLE 45003600GUARDANT HEALTH INCCOM40131M109597173598SHSOLE 7359800GUIDEWIRE SOFTWARE INCCOM40171V1005214700SHSOLE 470000HAIN CELESTIAL GROUP INCCOM4052171003850122183SHSOLE 12218300HALLIBURTON COCOM40621610133225567SHDFND42556700HANESBRANDS INCCOM41034510211710401SHDFND41040100HANESBRANDS INCCOM4103451021193105669SHSOLE 10566900HANNON ARMSTRONG SUST INFR CNOTE 4.125% 9/041068XAB683537272000PRNDFND1072720000HANOVER INS GROUP INCCOM410867105119411783SHSOLE 1178300HARLEY DAVIDSON INCCOM4128221084523190282SHSOLE 19028200HARTFORD FINL SVCS GROUP INCCOM41651510445211714SHDFND41171400HARTFORD FINL SVCS GROUP INCCOM416515104211354812SHSOLE 5481200HASBRO INCCOM4180561073024036SHDFND4403600HASBRO INCCOM418056107134017879SHSOLE 1787900HAWAIIAN ELEC INDUSTRIESCOM41987010044112230SHSOLE 1223000HCA HEALTHCARE INCCOM40412C1017307521SHDFND4752100HCA HEALTHCARE INCCOM40412C10178349807222SHSOLE 80722200HD SUPPLY HLDGS INCCOM40416M1057675221501SHSOLE 22150100HDFC BANK LTDSPONSORED ADS40415F1012174781SHDFND 478100HDFC BANK LTDSPONSORED ADS40415F1013587876SHSOLE 787600HEALTHCARE TR AMER INCCL A NEW42225P50148318213SHSOLE 1821300HEALTHPEAK PROPERTIES INCCOM42250P103139850726SHSOLE 5072600HEALTHPEAK PROPERTIES INCCOM42250P10340414649SHDFND41464900HELEN OF TROY CORP LTDCOMG4388N1065002652SHSOLE 265200HENRY JACK & ASSOC INCCOM4262811014162262SHDFND4226200HENRY JACK & ASSOC INCCOM42628110113497330SHSOLE 733000HENRY SCHEIN INCCOM8064071022394094SHDFND4409400HENRY SCHEIN INCCOM80640710278613461SHSOLE 1346100HERBALIFE NUTRITION LTDCOM SHSG4412G10142758950596SHSOLE 95059600HERSHEY COCOM4278661086194774SHDFND4477400HERSHEY COCOM427866108915970660SHSOLE 7066000HESS CORPCOM42809H1073867442SHDFND4744200HESS CORPCOM42809H107114522092SHSOLE 2209200HEWLETT PACKARD ENTERPRISE CCOM42824C109140461443563SHSOLE 144356300HEWLETT PACKARD ENTERPRISE CCOM42824C10936037017SHDFND43701700HILTON GRAND VACATIONS INCCOM43283X1055050258312SHSOLE 25831200HILTON WORLDWIDE HLDGS INCCOM43300A2035877995SHDFND4799500HILTON WORLDWIDE HLDGS INCCOM43300A203192226167SHSOLE 2616700HOLLYFRONTIER CORPCOM436106108152352158SHSOLE 5215800HOLOGIC INCCOM4364401014417738SHDFND4773800HOLOGIC INCCOM43644010113482236526SHSOLE 23652600HOME DEPOT INCCOM4370761021177046995SHDFND 4699500HOME DEPOT INCCOM437076102117264468101SHSOLE 46810100HOME DEPOT INCCOM437076102890635551SHDFND43555100HOME DEPOT INCCOM4370761027573022SHDFND3302200HONEYWELL INTL INCCOM4385161067575235SHDFND3523500HONEYWELL INTL INCCOM438516106338523408SHDFND42340800HONEYWELL INTL INCCOM43851610628984200456SHSOLE 20045600HORMEL FOODS CORPCOM4404521003727697SHDFND4769700HORMEL FOODS CORPCOM440452100288459747SHSOLE 5974700HOST HOTELS & RESORTS INCCOM44107P10422320621SHDFND42062100HOST HOTELS & RESORTS INCCOM44107P10491584828SHSOLE 8482800HOWMET AEROSPACE INCCOM44320110817110776SHDFND41077600HOWMET AEROSPACE INCCOM4432011089766616151SHSOLE 61615100HP INCCOM40434L105206641185521SHSOLE 118552100HP INCCOM40434L10582447250SHDFND44725000HUBBELL INCCOM443510607727158001SHSOLE 5800100HUBSPOT INCNOTE 0.250% 6/0443573AB6867364000PRNDFND103640000HUMANA INCCOM44485910214623770SHDFND4377000HUMANA INCCOM444859102952924575SHSOLE 2457500HUNT J B TRANS SVCS INCCOM4456581072782314SHDFND4231400HUNT J B TRANS SVCS INCCOM445658107144211983SHSOLE 1198300HUNTINGTON BANCSHARES INCCOM4461501041063117659SHSOLE 11765900HUNTINGTON BANCSHARES INCCOM44615010429632738SHDFND43273800HUNTINGTON INGALLS INDS INCCOM4464131066663817SHSOLE 381700IAA INCCOM44925310331438815089SHSOLE 81508900IAC INTERACTIVECORPCOM44919P508232123717758SHSOLE 71775800ICICI BANK LIMITEDADR45104G10416017223SHDFND31722300ICU MED INCCOM44930G1074452414SHSOLE 241400IDACORP INCCOM451107106476354515SHSOLE 5451500IDEX CORPCOM45167R1043562250SHDFND4225000IDEX CORPCOM45167R10412337802SHSOLE 780200IDEXX LABS INCCOM45168D10426678078SHSOLE 807800IDEXX LABS INCCOM45168D1048182478SHDFND4247800IHS MARKIT LTDSHSG4756710587111534SHDFND41153400IHS MARKIT LTDSHSG4756710552291692596SHSOLE 69259600ILLINOIS TOOL WKS INCCOM4523081093231848SHDFND 184800ILLINOIS TOOL WKS INCCOM45230810916989711SHDFND4971100ILLINOIS TOOL WKS INCCOM452308109473827099SHSOLE 2709900ILLUMINA INCCOM45232710915504185SHDFND4418500ILLUMINA INCCOM452327109503413592SHSOLE 1359200IMPERIAL OIL LTDCOM NEW453038408356142218960SHSOLE 221896000INCYTE CORPCOM45337C1025405193SHDFND4519300INCYTE CORPCOM45337C10242316407002SHSOLE 40700200INGERSOLL RAND INCCOM45687V1062749747SHDFND4974700INPHI CORPNOTE 1.125%12/045772FAB34484415365000PRNDFND10153650000INTEGRA LIFESCIENCES HLDGS CCOM NEW457985208234949996SHSOLE 4999600INTEL CORPCOM4581401002464115SHDFND 411500INTEL CORPCOM4581401003095165SHDFND3516500INTEL CORPCOM4581401008357139682SHDFND413968200INTEL CORPCOM4581401001603842680661SHSOLE 268066100INTERACTIVE BROKERS GROUP INCOM CL A45841N10748511612SHSOLE 1161200INTERCONTINENTAL EXCHANGE INCOM45866F104144815810SHDFND10158100INTERCONTINENTAL EXCHANGE INCOM45866F104145015825SHDFND41582500INTERNATIONAL BUSINESS MACHSCOM459200101352229167SHDFND42916700INTERNATIONAL BUSINESS MACHSCOM45920010156247465737SHSOLE 46573700INTERNATIONAL FLAVORS&FRAGRACOM459506101123310069SHSOLE 1006900INTERNATIONAL FLAVORS&FRAGRACOM4595061013693010SHDFND4301000INTERNATIONAL GAME TECHNOLOGSHS USDG4863A1082893325056SHSOLE 32505600INTERPUBLIC GROUP COS INCCOM46069010022312993SHDFND41299300INTL PAPER COCOM46014610342912173SHDFND41217300INTL PAPER COCOM46014610312644359103SHSOLE 35910300INTUITCOM46120210322027436SHDFND4743600INTUITCOM46120210353288179912SHSOLE 17991200INTUITIVE SURGICAL INCCOM NEW46120E60253899457SHSOLE 945700INTUITIVE SURGICAL INCCOM NEW46120E60218873311SHDFND4331100INVESCO EXCHANGE TRADED FD TFTSE RAFI 150046137V5972652369SHDFND 236900INVESCO LTDSHSG491BT10811410619SHDFND41061900IPG PHOTONICS CORPCOM44980X1095373348SHSOLE 334800IQVIA HLDGS INCCOM46266C1057395206SHDFND4520600IQVIA HLDGS INCCOM46266C105163711540SHSOLE 1154000IRON MTN INC NEWCOM46284V1012108063SHDFND4806300IRON MTN INC NEWCOM46284V10191535057SHSOLE 3505700ISHARES INCJP MRG EM CRP BD4642862514138156SHDFND3815600ISHARES INCEM MKTS DIV ETF46428631964520601SHDFND 2060100ISHARES INCMSCI BRAZIL ETF46428640020143700371SHDFND570037100ISHARES INCMSCI BRAZIL ETF4642864005004173992SHSOLE 17399200ISHARES INCMSCI BRAZIL ETF46428640068223700SHDFND 2370000ISHARES INCMSCI CDA ETF464286509179169200SHDFND56920000ISHARES INCMIN VOL GBL ETF464286525137815734SHDFND31573400ISHARES INCMIN VOL EMRG MKT4642865333576863SHDFND 686300ISHARES INCMSCI EURZONE ETF4642866081544514233860SHDFND5423386000ISHARES INCMSCI CHILE ETF46428664049319553SHDFND 1955300ISHARES INCMSCI FRANCE ETF46428670746617000SHDFND 1700000ISHARES INCMSCI FRANCE ETF4642867073325121280SHDFND512128000ISHARES INCMSCI GERMANY ETF46428680645316700SHDFND 1670000ISHARES INCMSCI GERMANY ETF4642868062288268440642SHDFND5844064200ISHARES INCCORE MSCI EMKT46434G1033503157359550SHDFND5735955000ISHARES INCMSCI JPN ETF NEW46434G822774161409622SHDFND5140962200ISHARES S&P GSCI COMMODITY-UNIT BEN INT46428R10726725747SHDFND32574700ISHARES TRCHINA LG-CAP ETF4642871842907295SHDFND 729500ISHARES TRCHINA LG-CAP ETF464287184709421786950SHDFND5178695000ISHARES TRCORE S&P500 ETF46428720021687000SHDFND 700000ISHARES TRCORE S&P500 ETF4642872005931915SHDFND3191500ISHARES TRCORE S&P500 ETF46428720083052268178SHDFND526817800ISHARES TRCORE US AGGBD ET464287226340028762SHDFND32876200ISHARES TRCORE US AGGBD ET4642872261950471650004SHSOLE 165000400ISHARES TRMSCI EMG MKT ETF46428723460415100SHDFND 1510000ISHARES TRMSCI EMG MKT ETF464287234150437604SHDFND53760400ISHARES TRIBOXX INV CP ETF4642872422693012002404SHSOLE 200240400ISHARES TRIBOXX INV CP ETF464287242266519814SHDFND31981400ISHARES TRGLOBAL TECH ETF46428729111664950SHDFND 495000ISHARES TRS&P 500 GRWT ETF46428730913376444SHDFND3644400ISHARES TRGLOB HLTHCRE ETF4642873253955743SHDFND3574300ISHARES TRLATN AMER 40 ETF46428739063429400SHDFND 2940000ISHARES TR20 YR TR BD ETF464287432737745001SHSOLE 4500100ISHARES TRMSCI EAFE ETF46428746549422811928SHSOLE 81192800ISHARES TRRUS MD CP GR ETF4642874816083844SHDFND 384400ISHARES TRRUS MID CAP ETF4642874996961129869SHSOLE 12986900ISHARES TRNASDAQ BIOTECH4642875562962169SHDFND5216900ISHARES TRGLOBAL 100 ETF4642875722474680SHDFND3468000ISHARES TRU.S. CNSM SV ETF4642875806312882SHDFND 288200ISHARES TRRUSSELL 2000 ETF46428765542547297806SHSOLE 29780600ISHARES TRU.S. TECH ETF46428772114305300SHDFND 530000ISHARES TRU.S. TECH ETF4642877216952576SHDFND3257600ISHARES TRU.S. FINLS ETF464287788121211000SHDFND 1100000ISHARES TRU.S. CNSM GD ETF4642878122421896SHDFND 189600ISHARES TRMSCI AC ASIA ETF4642881822272443285304SHDFND5328530400ISHARES TRMSCI AC ASIA ETF464288182100914587SHDFND 1458700ISHARES TRMSCI ACWI ETF464288257133118050SHDFND 1805000ISHARES TRMSCI ACWI ETF46428825736860500000SHSOLE 50000000ISHARES TRJPMORGAN USD EMG4642882815284834SHDFND3483400ISHARES TRJPMORGAN USD EMG464288281100511920270SHDFND592027000ISHARES TRJPMORGAN USD EMG46428828154610500000SHSOLE 50000000ISHARES TRINTL DEVPPTY ETF4642884222076848SHDFND3684800ISHARES TRINTL SEL DIV ETF46428844831712625SHDFND 1262500ISHARES TRIBOXX HI YD ETF46428851318426225747SHDFND522574700ISHARES TR3 7 YR TREAS BD464288661196814722SHSOLE 1472200ISHARES TRSHORT TREAS BD464288679515846580SHSOLE 4658000ISHARES TRSHORT TREAS BD464288679710864200SHDFND 6420000ISHARES TRMSCI PERU ETF4642898423964139438SHDFND513943800ISHARES TRMSCI INDIA ETF46429B59829010000SHDFND51000000ISHARES TRMSCI CHINA ETF46429B671159724405SHDFND 2440500ISHARES TRMSCI CHINA ETF46429B6718069123290SHDFND512329000ISHARES TRMSCI MIN VOL ETF46429B69776412600SHDFND 1260000ISHARES TRMSCI MIN VOL ETF46429B697158326109SHDFND32610900ISHARES TRCORE MSCI EAFE46432F84272412661SHDFND 1266100ISHARES TR0-5YR INVT GR CP46434V1002584950SHDFND3495000ISHARES TRMULTIFACTOR USA46434V282108134779SHDFND 3477900ITT INCCOM45073V1089217156912SHSOLE 15691200J2 GLOBAL INCNOTE 3.250% 6/148123VAC616501511000PRNDFND1015110000JABIL INCCOM466313103107733572SHSOLE 3357200JACOBS ENGR GROUP INCCOM469814107104012264SHSOLE 1226400JACOBS ENGR GROUP INCCOM4698141073193766SHDFND4376600JAZZ PHARMACEUTICALS PLCSHS USDG5087110513903125998SHSOLE 12599800JOHNSON & JOHNSONCOM478160104593042180SHDFND 4218000JOHNSON & JOHNSONCOM4781601046824850SHDFND3485000JOHNSON & JOHNSONCOM4781601041196085046SHDFND48504600JOHNSON & JOHNSONCOM47816010477282549542SHSOLE 54954200JOHNSON CTLS INTL PLCSHSG5150210587125525SHDFND42552500JPMORGAN CHASE & COCOM46625H100505553760SHDFND 5376000JPMORGAN CHASE & COCOM46625H1002262405SHPutDFND 240500JPMORGAN CHASE & COCOM46625H1004064320SHCallDFND 432000JPMORGAN CHASE & COCOM46625H1008128633SHDFND3863300JPMORGAN CHASE & COCOM46625H100820687246SHDFND48724600JPMORGAN CHASE & COCOM46625H1001819061933939SHSOLE 193393900JUNIPER NETWORKS INCCOM48203R10424810843SHDFND41084300JUNIPER NETWORKS INCCOM48203R1045351234077SHSOLE 23407700KANSAS CITY SOUTHERNCOM NEW4851703024172795SHDFND4279500KANSAS CITY SOUTHERNCOM NEW485170302880258959SHSOLE 5895900KELLOGG COCOM487836108225334105SHSOLE 3410500KELLOGG COCOM4878361082674057SHDFND 405700KELLOGG COCOM4878361085418188SHDFND4818800KEYCORPCOM49326710838131248SHDFND43124800KEYCORPCOM4932671082946241906SHSOLE 24190600KEYSIGHT TECHNOLOGIES INCCOM49338L1035285238SHDFND4523800KEYSIGHT TECHNOLOGIES INCCOM49338L103222622088SHSOLE 2208800KIMBERLY CLARK CORPCOM494368103158911243SHDFND41124300KIMBERLY CLARK CORPCOM494368103462232699SHSOLE 3269900KIMCO RLTY CORPCOM49446R10914911592SHDFND41159200KIMCO RLTY CORPCOM49446R10977460280SHSOLE 6028000KINDER MORGAN INC DELCOM49456B101209041377983SHSOLE 137798300KINDER MORGAN INC DELCOM49456B10185156097SHDFND45609700KINROSS GOLD CORPCOM49690240411162015459983SHSOLE 1545998300KLA CORPCOM NEW4824801008744492SHDFND4449200KLA CORPCOM NEW482480100286814747SHSOLE 1474700KNIGHT SWIFT TRANSN HLDGS INCL A49904910448311580SHSOLE 1158000KRAFT HEINZ COCOM50075410656017557SHDFND41755700KRAFT HEINZ COCOM50075410624037753747SHSOLE 75374700KROGER COCOM50104410176722650SHDFND42265000KROGER COCOM50104410128439840148SHSOLE 84014800L BRANDS INCCOM50179710432921977SHSOLE 2197700L3HARRIS TECHNOLOGIES INCCOM50243110910706306SHDFND4630600L3HARRIS TECHNOLOGIES INCCOM5024311091640196664SHSOLE 9666400LABORATORY CORP AMER HLDGSCOM NEW50540R40922335134459SHSOLE 13445900LABORATORY CORP AMER HLDGSCOM NEW50540R4094602772SHDFND4277200LAM RESEARCH CORPCOM51280710813424149SHDFND4414900LAM RESEARCH CORPCOM512807108677320939SHSOLE 2093900LAMB WESTON HLDGS INCCOM5132721042624098SHDFND4409800LAMB WESTON HLDGS INCCOM513272104419565615SHSOLE 6561500LANDSTAR SYS INCCOM515098101388034547SHSOLE 3454700LAS VEGAS SANDS CORPCOM5178341074429714SHDFND4971400LAS VEGAS SANDS CORPCOM5178341079842216118SHSOLE 21611800LAUDER ESTEE COS INCCL A518439104649734440SHDFND 3444000LAUDER ESTEE COS INCCL A518439104399921194SHSOLE 2119400LAUDER ESTEE COS INCCL A51843910412016365SHDFND4636500LEAR CORPCOM NEW52186520410099251SHSOLE 925100LEGG MASON INCCOM5249011051750103517789SHSOLE 351778900LEGGETT & PLATT INCCOM52466010768719545SHSOLE 1954500LEIDOS HOLDINGS INCCOM5253271023553790SHDFND4379000LEIDOS HOLDINGS INCCOM52532710221724231921SHSOLE 23192100LENNAR CORPCL A5260571045048180SHDFND4818000LENNAR CORPCL A52605710415596253100SHSOLE 25310000LENNOX INTL INCCOM5261071077663288SHSOLE 328800LEXINGTON REALTY TRUSTCOM52904310152349573SHSOLE 4957300LIBERTY BROADBAND CORPCOM SER A530307107158812996SHSOLE 1299600LIBERTY GLOBAL PLCSHS CL CG5480U12050323384SHSOLE 2338400LIBERTY MEDIA CORP DELCOM A SIRIUSXM5312294099055262312SHSOLE 26231200LIBERTY MEDIA CORP DELCOM C SIRIUSXM53122960710163295007SHSOLE 29500700LIBERTY MEDIA CORP DELCOM SER C FRMLA53122985416077507001SHSOLE 50700100LILLY ELI & COCOM532457108393823985SHDFND42398500LILLY ELI & COCOM53245710876029463083SHSOLE 46308300LINCOLN NATL CORP INDCOM5341871092446638SHDFND4663800LINDE PLCSHSG5494J1032004594503SHSOLE 9450300LINDE PLCSHSG5494J103324215285SHDFND41528500LIONS GATE ENTMNT CORPCL A VTG5359194011860251012SHSOLE 25101200LIONS GATE ENTMNT CORPCL B NON VTG5359195002937430015SHSOLE 43001500LKQ CORPCOM5018892082188310SHDFND4831000LKQ CORPCOM50188920814329546890SHSOLE 54689000LOCKHEED MARTIN CORPCOM539830109416511415SHDFND 1141500LOCKHEED MARTIN CORPCOM539830109264724SHDFND372400LOCKHEED MARTIN CORPCOM53983010929818168SHDFND4816800LOCKHEED MARTIN CORPCOM53983010984375231215SHSOLE 23121500LOEWS CORPCOM54042410868920093SHSOLE 2009300LOEWS CORPCOM5404241082437081SHDFND4708100LOGMEIN INCCOM54142L1091520321793465SHSOLE 179346500LOWES COS INCCOM54866110761508455210SHSOLE 45521000LOWES COS INCCOM548661107294021755SHDFND42175500LULULEMON ATHLETICA INCCOM55002110920916702SHSOLE 670200LYONDELLBASELL INDUSTRIES NSHS - A -N537451005578481SHDFND4848100LYONDELLBASELL INDUSTRIES NSHS - A -N53745100537981847SHSOLE 8184700M & T BK CORPCOM55261F1044424248SHDFND4424800M & T BK CORPCOM55261F104125812100SHSOLE 1210000MACQUARIE INFRASTRUCTURE CORCOM55608B1057432242164SHSOLE 24216400MADISON SQUARE GRDN ENTERTNMCL A55826T102487565000SHSOLE 6500000MADISON SQUARE GRDN SPRT CORCL A55825T103734550003SHSOLE 5000300MAGNA INTL INCCOM5592224011225452751990SHSOLE 275199000MANPOWERGROUP INCCOM56418H10011211163067SHSOLE 16306700MANULIFE FINL CORPCOM56501R10634399725256821SHSOLE 2525682100MARATHON OIL CORPCOM56584910613522023SHDFND42202300MARATHON OIL CORPCOM56584910632653260SHSOLE 5326000MARATHON PETE CORPCOM56585A10281121685SHDFND42168500MARATHON PETE CORPCOM56585A102555951487293SHSOLE 148729300MARKETAXESS HLDGS INCCOM57060D1085391077SHDFND4107700MARKETAXESS HLDGS INCCOM57060D1081290625765SHSOLE 2576500MARRIOTT INTL INC NEWCL A571903202217525370SHSOLE 2537000MARRIOTT INTL INC NEWCL A5719032026637735SHDFND4773500MARSH & MCLENNAN COS INCCOM571748102516448095SHSOLE 4809500MARSH & MCLENNAN COS INCCOM5717481024864526SHDFND3452600MARSH & MCLENNAN COS INCCOM571748102155814515SHDFND41451500MARTIN MARIETTA MATLS INCCOM5732841063771823SHDFND4182300MARTIN MARIETTA MATLS INCCOM573284106885642872SHSOLE 4287200MASCO CORPCOM5745991064038017SHDFND4801700MASCO CORPCOM574599106124824856SHSOLE 2485600MASIMO CORPCOM57479510048093210943SHSOLE 21094300MASTERCARD INCORPORATEDCL A57636Q104206092696964SHSOLE 69696400MASTERCARD INCORPORATEDCL A57636Q104974732970SHDFND 3297000MASTERCARD INCORPORATEDCL A57636Q104744825187SHDFND42518700MAXIM INTEGRATED PRODS INCCOM57772K101152325128SHSOLE 2512800MAXIM INTEGRATED PRODS INCCOM57772K1015338792SHDFND4879200MAXIMUS INCCOM5779331044726700SHSOLE 670000MCCORMICK & CO INCCOM NON VTG5797802066363543SHDFND4354300MCCORMICK & CO INCCOM NON VTG579780206211611794SHSOLE 1179400MCDONALDS CORPCOM580135101453624590SHDFND42459000MCDONALDS CORPCOM58013510126347142825SHSOLE 14282500MCKESSON CORPCOM58155Q1036824447SHDFND4444700MCKESSON CORPCOM58155Q103243315859SHSOLE 1585900MDU RES GROUP INCCOM5526901094163187677SHSOLE 18767700MEDALLIA INCCOM584021109113544984SHSOLE 4498400MEDTRONIC PLCSHSG5960L10324888271407SHSOLE 27140700MEDTRONIC PLCSHSG5960L103350738246SHDFND43824600MELCO RESORTS AND ENTMNT LTDADR58546410016810850SHDFND41085000MERCADOLIBRE INCCOM58733R102496503SHDFND 50300MERCK & CO. INCCOM58933Y1052012599SHDFND3259900MERCK & CO. INCCOM58933Y105643083154SHDFND48315400MERCK & CO. INCCOM58933Y10564629835756SHSOLE 83575600MERCURY SYS INCCOM5893781084385568SHSOLE 556800METLIFE INCCOM59156R10835427970071SHSOLE 97007100METLIFE INCCOM59156R10882222511SHDFND42251100METTLER TOLEDO INTERNATIONALCOM592688105556690SHDFND469000METTLER TOLEDO INTERNATIONALCOM59268810518162254SHSOLE 225400MFA FINL INCCOM55272X102303121687SHSOLE 12168700MGIC INVT CORP WISCOM552848103414365059335SHSOLE 505933500MGM RESORTS INTERNATIONALCOM55295310124514606SHDFND41460600MICROCHIP TECHNOLOGY INC.COM5950171047296926SHDFND4692600MICROCHIP TECHNOLOGY INC.COM595017104156814889SHSOLE 1488900MICROCHIP TECHNOLOGY INC.NOTE 1.625% 2/1595017AD6171257662000PRNDFND1076620000MICRON TECHNOLOGY INCCOM59511210350138973174SHSOLE 97317400MICRON TECHNOLOGY INCCOM595112103162031450SHDFND43145000MICROSOFT CORPCOM5949181047532783701430SHSOLE 370143000MICROSOFT CORPCOM59491810444159216985SHDFND421698500MICROSOFT CORPCOM59491810421205104222SHDFND 10422200MICROSOFT CORPCOM5949181049254546SHDFND3454600MID-AMER APT CMNTYS INCCOM59522J1033643170SHDFND4317000MID-AMER APT CMNTYS INCCOM59522J103123610779SHSOLE 1077900MIDDLEBY CORPCOM5962781012203522791386SHSOLE 279138600MODERNA INCCOM60770K1075238145SHSOLE 814500MOHAWK INDS INCCOM608190104449344158SHSOLE 4415800MONDELEZ INTL INCCL A609207105209240908SHDFND44090800MONDELEZ INTL INCCL A60920710533106647487SHSOLE 64748700MONDELEZ INTL INCCL A6092071052033970SHDFND3397000MONOLITHIC PWR SYS INCCOM609839105475820076SHSOLE 2007600MONSTER BEVERAGE CORP NEWCOM61174X10973910657SHDFND41065700MONSTER BEVERAGE CORP NEWCOM61174X10911320163294SHSOLE 16329400MOODYS CORPCOM61536910512754641SHDFND4464100MOODYS CORPCOM61536910589440325556SHSOLE 32555600MORGAN STANLEYCOM NEW617446448164434047SHDFND43404700MORGAN STANLEYCOM NEW61744644813389276963SHSOLE 27696300MORGAN STANLEYCOM NEW6174464482425000SHCallDFND 500000MORNINGSTAR INCCOM617700109921265349SHSOLE 6534900MOSAIC CO NEWCOM61945C10312710120SHDFND41012000MOSAIC CO NEWCOM61945C10341232952SHSOLE 3295200MOTOROLA SOLUTIONS INCCOM NEW6200763076664754SHDFND4475400MOTOROLA SOLUTIONS INCCOM NEW620076307274619596SHSOLE 1959600MSC INDL DIRECT INCCL A553530106396754484SHSOLE 5448400MSCI INCCOM55354G1008042408SHDFND4240800MSCI INCCOM55354G10030829233SHSOLE 923300MURPHY USA INCCOM6267551024674148SHSOLE 414800MYLAN NVSHS EURON5946510924014953SHDFND41495300NASDAQ INCCOM631103108132611099SHSOLE 1109900NASDAQ INCCOM6311031084023368SHDFND4336800NATIONAL FUEL GAS CO N JCOM63618010168016229SHSOLE 1622900NATIONAL INSTRS CORPCOM6365181022857362SHSOLE 736200NATIONAL OILWELL VARCO INCCOM63707110113310873SHDFND41087300NATIONAL OILWELL VARCO INCCOM637071101226881852076SHSOLE 185207600NETAPP INCCOM64110D1043277375SHDFND4737500NETAPP INCCOM64110D104423295380SHSOLE 9538000NETEASE INCSPONSORED ADS64110W1025801351SHDFND 135100NETFLIX INCCOM64110L106569712519SHDFND41251900NETFLIX INCCOM64110L106136888300826SHSOLE 30082600NEUROCRINE BIOSCIENCES INCCOM64125C1095014107SHSOLE 410700NEW JERSEY RESCOM64602510644813721SHSOLE 1372100NEW RELIC INCCOM64829B100410059507SHSOLE 5950700NEW YORK CMNTY BANCORP INCCOM64944510369468039SHSOLE 6803900NEWELL BRANDS INCCOM65122910616910633SHDFND41063300NEWELL BRANDS INCCOM65122910679750189SHSOLE 5018900NEWMARKET CORPCOM65158710720455106SHSOLE 510600NEWMONT CORPCOM651639106143823290SHDFND42329000NEWMONT CORPCOM651639106762651235261SHSOLE 123526100NEWS CORP NEWCL A65249B10913211135SHDFND41113500NEWS CORP NEWCL A65249B10943536678SHSOLE 3667800NEWS CORP NEWCL B65249B20813711464SHSOLE 1146400NEXTERA ENERGY INCCOM65339F101385916068SHDFND41606800NEXTERA ENERGY INCCOM65339F1011144047633SHSOLE 4763300NEXTERA ENERGY PARTNERS LPCOM UNIT PART IN65341B1063176182SHSOLE 618200NIELSEN HLDGS PLCSHS EURG6518L10815010104SHDFND41010400NIKE INCCL B654106103418542695SHDFND 4269500NIKE INCCL B654106103347735465SHDFND43546500NIKE INCCL B6541061031351331378205SHSOLE 137820500NISOURCE INCCOM65473P10524510776SHDFND41077600NISOURCE INCCOM65473P10582036060SHSOLE 3606000NOBLE ENERGY INCCOM65504410512113467SHDFND41346700NORDSTROM INCCOM65566410019112331SHSOLE 1233100NORFOLK SOUTHERN CORPCOM65584410813067436SHDFND4743600NORFOLK SOUTHERN CORPCOM655844108424024150SHSOLE 2415000NORTHERN TR CORPCOM6658591045376767SHDFND4676700NORTHERN TR CORPCOM665859104155619612SHSOLE 1961200NORTHROP GRUMMAN CORPCOM66680710213684451SHDFND4445100NORTHROP GRUMMAN CORPCOM66680710264701210451SHSOLE 21045100NORTONLIFELOCK INCCOM66877110832316304SHDFND41630400NORTONLIFELOCK INCCOM668771108367301852244SHSOLE 185224400NRG ENERGY INCCOM NEW6293775082307067SHDFND4706700NRG ENERGY INCCOM NEW62937750810179312623SHSOLE 31262300NU SKIN ENTERPRISES INCCL A67018T1054730123725SHSOLE 12372500NUANCE COMMUNICATIONS INCCOM67020Y10021797861371SHSOLE 86137100NUCOR CORPCOM6703461054039730SHDFND4973000NUCOR CORPCOM670346105139233615SHSOLE 3361500NUTRIEN LTDCOM67077M1082335967277118SHSOLE 727711800NUVASIVE INCCOM6707041057794140029SHSOLE 14002900NVENT ELECTRIC PLCSHSG6700G10762133155SHSOLE 3315500NVIDIA CORPORATIONCOM67066G1041323634847SHDFND 3484700NVIDIA CORPORATIONCOM67066G104669417619SHDFND41761900NVIDIA CORPORATIONCOM67066G1042208058119SHSOLE 5811900NVR INCCOM62944T105326100SHDFND410000NVR INCCOM62944T105169005186SHSOLE 518600OCCIDENTAL PETE CORPCOM6745991058026438556SHSOLE 43855600OCCIDENTAL PETE CORPCOM67459910546225229SHDFND42522900OGE ENERGY CORPCOM670837103192263316SHSOLE 6331600OKTA INCCL A6792951055402697SHSOLE 269700OKTA INCNOTE 0.250% 2/1679295AB1103472500000PRNDFND1025000000OLD DOMINION FREIGHT LINE INCOM6795801004492649SHDFND4264900OLD DOMINION FREIGHT LINE INCOM679580100200711834SHSOLE 1183400OLIN CORPCOM PAR $16806652051459126980SHSOLE 12698000OLLIES BARGAIN OUTLET HLDGSCOM6811161095455581SHSOLE 558100OMEGA HEALTHCARE INVS INCCOM6819361002117097SHSOLE 709700OMNICOM GROUP INCCOM681919106130223855SHSOLE 2385500OMNICOM GROUP INCCOM6819191063716792SHDFND4679200ON SEMICONDUCTOR CORPCOM682189105680083431282SHSOLE 343128200ONEOK INC NEWCOM68268010338711639SHDFND41163900ONEOK INC NEWCOM68268010394928567SHSOLE 2856700OPEN TEXT CORPCOM683715106969012281090SHSOLE 228109000ORACLE CORPCOM68389X1053666625SHDFND 662500ORACLE CORPCOM68389X105330359753SHDFND45975300ORACLE CORPCOM68389X10516876305338SHSOLE 30533800OREILLY AUTOMOTIVE INCCOM67103H1079052146SHDFND4214600OREILLY AUTOMOTIVE INCCOM67103H1072159651216SHSOLE 5121600OTIS WORLDWIDE CORPCOM68902V107218238375SHSOLE 3837500OTIS WORLDWIDE CORPCOM68902V10764711373SHDFND41137300OWENS CORNING NEWCOM690742101317856994SHSOLE 5699400PACCAR INCCOM69371810884811336SHDFND41133600PACCAR INCCOM693718108633184582SHSOLE 8458200PACKAGING CORP AMERCOM6951561092992998SHDFND4299800PACKAGING CORP AMERCOM695156109326332695SHSOLE 3269500PAGERDUTY INCCOM69553P1005721199895SHSOLE 19989500PALO ALTO NETWORKS INCCOM69743510552596229007SHSOLE 22900700PAN AMERN SILVER CORPCOM6979001088292272859SHSOLE 27285900PARKER HANNIFIN CORPCOM701094104251213707SHSOLE 1370700PARKER HANNIFIN CORPCOM7010941046863742SHDFND4374200PAYCHEX INCCOM70432610778710393SHDFND41039300PAYCHEX INCCOM704326107232530693SHSOLE 3069300PAYCOM SOFTWARE INCCOM70432V1024351403SHDFND4140300PAYCOM SOFTWARE INCCOM70432V10214084546SHSOLE 454600PAYPAL HLDGS INCCOM70450Y103583333476SHDFND43347600PAYPAL HLDGS INCCOM70450Y10371939412894SHSOLE 41289400PEGASYSTEMS INCCOM705573103829682001SHSOLE 8200100PEMBINA PIPELINE CORPCOM7063271032036038144141SHSOLE 814414100PENUMBRA INCCOM70975L107393422000SHSOLE 2200000PEOPLES UNITED FINANCIAL INCCOM71270410516414210SHDFND41421000PEOPLES UNITED FINANCIAL INCCOM71270410566257242SHSOLE 5724200PEPSICO INCCOM713448108603445623SHDFND44562300PEPSICO INCCOM71344810894596715228SHSOLE 71522800PERKINELMER INCCOM7140461093103158SHDFND4315800PERKINELMER INCCOM71404610910875110868SHSOLE 11086800PERRIGO CO PLCSHSG978221032133845SHDFND4384500PFIZER INCCOM71708110358217798SHDFND31779800PFIZER INCCOM7170811035989183141SHDFND418314100PFIZER INCCOM717081103834112550810SHSOLE 255081000PHILIP MORRIS INTL INCCOM718172109358451150SHDFND45115000PHILIP MORRIS INTL INCCOM71817210967677965988SHSOLE 96598800PHILLIPS 66COM7185461044115716SHDFND3571600PHILLIPS 66COM718546104105214628SHDFND41462800PHILLIPS 66COM718546104321244673SHSOLE 4467300PILGRIMS PRIDE CORPCOM72147K1082922173002SHSOLE 17300200PINNACLE WEST CAP CORPCOM7234841012793812SHDFND4381200PINNACLE WEST CAP CORPCOM723484101257435119SHSOLE 3511900PIONEER NAT RES COCOM7237871074744849SHDFND4484900PIONEER NAT RES COCOM72378710724132247004SHSOLE 24700400PNC FINL SVCS GROUP INCCOM693475105131112458SHDFND41245800PNC FINL SVCS GROUP INCCOM69347510514297135892SHSOLE 13589200POOL CORPORATIONCOM73278L1055131887SHSOLE 188700POST HLDGS INCCOM73744610411969136602SHSOLE 13660200PPD INCCOM69355F102241290000SHSOLE 9000000PPG INDS INCCOM6935061077096684SHDFND4668400PPG INDS INCCOM693506107373735235SHSOLE 3523500PPL CORPCOM69351T10663224460SHDFND42446000PPL CORPCOM69351T10611693452497SHSOLE 45249700PRA HEALTH SCIENCES INCCOM69354M108752777367SHSOLE 7736700PREMIER INCCL A74051N10247513856SHSOLE 1385600PRICE T ROWE GROUP INCCOM74144T1089457652SHDFND4765200PRICE T ROWE GROUP INCCOM74144T108264921449SHSOLE 2144900PRINCIPAL FINANCIAL GROUP INCOM74251V1023468321SHDFND4832100PRINCIPAL FINANCIAL GROUP INCOM74251V1023979557SHSOLE 955700PROCTER AND GAMBLE COCOM7427181097065904SHDFND3590400PROCTER AND GAMBLE COCOM742718109975481573SHDFND48157300PROCTER AND GAMBLE COCOM742718109104642875152SHSOLE 87515200PROGRESSIVE CORP OHIOCOM743315103744792981SHDFND 9298100PROGRESSIVE CORP OHIOCOM743315103153719187SHDFND41918700PROGRESSIVE CORP OHIOCOM743315103481860143SHSOLE 6014300PROLOGIS INC.COM74340W103196821083SHDFND42108300PROLOGIS INC.COM74340W1037127629SHDFND3762900PROOFPOINT INCCOM743424103710563940SHSOLE 6394000PRUDENTIAL FINL INCCOM744320102169827882SHSOLE 2788200PRUDENTIAL FINL INCCOM74432010281113315SHDFND41331500PTC INCCOM69370C1008168105001SHSOLE 10500100PUBLIC STORAGECOM74460D1098024182SHDFND4418200PUBLIC STORAGECOM74460D109317616551SHSOLE 1655100PUBLIC SVC ENTERPRISE GRP INCOM74457310679916249SHDFND41624900PUBLIC SVC ENTERPRISE GRP INCOM74457310630826627055SHSOLE 62705500PULTE GROUP INCCOM7458671012346866SHDFND4686600PULTE GROUP INCCOM74586710124751727329SHSOLE 72732900PURE STORAGE INCCL A74624M10211786680092SHSOLE 68009200QORVO INCCOM74736K10136689331937SHSOLE 33193700QORVO INCCOM74736K1013533195SHDFND4319500QUALCOMM INCCOM747525103295532398SHDFND43239800QUALCOMM INCCOM7475251031270661393115SHSOLE 139311500QUEST DIAGNOSTICS INCCOM74834L1004223701SHDFND4370100QUEST DIAGNOSTICS INCCOM74834L100578450755SHSOLE 5075500RAYMOND JAMES FINL INCCOM7547301092433531SHDFND4353100RAYMOND JAMES FINL INCCOM75473010979311518SHSOLE 1151800RAYONIER INCCOM75490710350320290SHSOLE 2029000REALPAGE INCNOTE 1.500%11/175606NAB5703435000PRNDFND104350000REALTY INCOME CORPCOM7561091045649482SHDFND4948200REALTY INCOME CORPCOM756109104192632370SHSOLE 3237000REGENCY CTRS CORPCOM7588491032124621SHDFND4462100REGENCY CTRS CORPCOM75884910373415995SHSOLE 1599500REGENERON PHARMACEUTICALSCOM75886F10718222922SHDFND4292200REGENERON PHARMACEUTICALSCOM75886F107644210330SHSOLE 1033000REGIONS FINANCIAL CORP NEWCOM7591EP10036032331SHDFND43233100REGIONS FINANCIAL CORP NEWCOM7591EP100100390198SHSOLE 9019800RELIANCE STEEL & ALUMINUM COCOM7595091029729102486SHSOLE 10248600REPLIGEN CORPCOM7599161094743835SHSOLE 383500REPUBLIC SVCS INCCOM760759100338441250SHDFND 4125000REPUBLIC SVCS INCCOM760759100506961779SHSOLE 6177900REPUBLIC SVCS INCCOM7607591004755793SHDFND4579300RESMED INCCOM7611521077714016SHDFND4401600RESMED INCCOM7611521071129958849SHSOLE 5884900RESTAURANT BRANDS INTL INCCOM76131D1032494558SHDFND3455800RESTAURANT BRANDS INTL INCCOM76131D1031537802814934SHSOLE 281493400REYNOLDS CONSUMER PRODS INCCOM76171L1064690135003SHSOLE 13500300RINGCENTRAL INCCL A76680R2065161810SHSOLE 181000RINGCENTRAL INCNOTE 3/176680RAD96256918235600PRNDFND10182356000RIO TINTO PLCSPONSORED ADR767204100117420897SHSOLE 2089700RITCHIE BROS AUCTIONEERSCOM7677441057815191319SHSOLE 19131900RLI CORPCOM7496071074135030SHSOLE 503000ROBERT HALF INTL INCCOM770323103242045807SHSOLE 4580700ROBERT HALF INTL INCCOM7703231032093947SHDFND4394700ROCKWELL AUTOMATION INCCOM7739031097123345SHDFND4334500ROCKWELL AUTOMATION INCCOM773903109235011033SHSOLE 1103300ROGERS COMMUNICATIONS INCCL B7751092002476146SHDFND3614600ROGERS COMMUNICATIONS INCCL B7751092002051625104807SHSOLE 510480700ROLLINS INCCOM775711104108925690SHSOLE 2569000ROPER TECHNOLOGIES INCCOM77669610611412940SHDFND4294000ROPER TECHNOLOGIES INCCOM776696106433011152SHSOLE 1115200ROSS STORES INCCOM7782961032482912SHDFND 291200ROSS STORES INCCOM778296103285533494SHSOLE 3349400ROSS STORES INCCOM77829610388610391SHDFND41039100ROYAL BK CDACOM780087102138920487SHDFND32048700ROYAL BK CDACOM780087102170266125112988SHSOLE 2511298800ROYAL CARIBBEAN CRUISES LTDCOMV7780T1032444857SHDFND4485700ROYAL DUTCH SHELL PLCSPONS ADR A78025920638211686SHSOLE 1168600ROYAL GOLD INCCOM780287108626950430SHSOLE 5043000RYDER SYS INCCOM7835491084167111090SHSOLE 11109000S&P GLOBAL INCCOM78409V10422896947SHDFND4694700S&P GLOBAL INCCOM78409V1042071062857SHSOLE 6285700S&P GLOBAL INCCOM78409V1041114333829SHDFND 3382900SABRE CORPCOM78573M1044272530025SHSOLE 53002500SALESFORCE COM INCCOM79466L302483925830SHDFND42583000SALESFORCE COM INCCOM79466L3021599885402SHSOLE 8540200SAREPTA THERAPEUTICS INCCOM803607100467829176SHSOLE 2917600SBA COMMUNICATIONS CORP NEWCL A78410G1049473180SHDFND4318000SBA COMMUNICATIONS CORP NEWCL A78410G104350911779SHSOLE 1177900SCHLUMBERGER LTDCOM80685710873740054SHDFND44005400SCHLUMBERGER LTDCOM80685710810801587330SHSOLE 58733000SCHNEIDER NATIONAL INCCL B80689H1028037325780SHSOLE 32578000SCHWAB CHARLES CORPCOM808513105110032592SHDFND43259200SCHWAB CHARLES CORPCOM8085131054097121429SHSOLE 12142900SCOTTS MIRACLE GRO COCL A810186106714553135SHSOLE 5313500SEAGATE TECHNOLOGY PLCSHSG7945M1073597409SHDFND4740900SEAGATE TECHNOLOGY PLCSHSG7945M107103021277SHSOLE 2127700SEALED AIR CORP NEWCOM81211K10097529680SHSOLE 2968000SEATTLE GENETICS INCCOM8125781025513243SHSOLE 324300SEI INVTS COCOM784117103210038189SHSOLE 3818900SELECT SECTOR SPDR TRSBI HEALTHCARE81369Y20930021300000SHSOLE 30000000SELECT SECTOR SPDR TRSBI HEALTHCARE81369Y2098418400SHDFND 840000SELECT SECTOR SPDR TRSBI HEALTHCARE81369Y2094544537SHDFND3453700SELECT SECTOR SPDR TRSBI CONS STPLS81369Y3083886617SHDFND3661700SELECT SECTOR SPDR TRSBI CONS DISCR81369Y4075334174SHDFND3417400SELECT SECTOR SPDR TRENERGY81369Y50623835629720SHDFND562972000SELECT SECTOR SPDR TRSBI INT-INDS81369Y7041344531957101SHDFND5195710100SELECT SECTOR SPDR TRSBI INT-INDS81369Y70434350500000SHSOLE 50000000SELECT SECTOR SPDR TRTECHNOLOGY81369Y8036456175SHDFND 617500SELECT SECTOR SPDR TRTECHNOLOGY81369Y8036476192SHDFND3619200SELECTIVE INS GROUP INCCOM8163001073877332SHSOLE 733200SEMPRA ENERGYCOM81685110911129484SHDFND4948400SEMPRA ENERGYCOM816851109313526742SHSOLE 2674200SEMPRA ENERGY6% PFD CONV A816851406105610705SHDFND10107050SERVICE CORP INTLCOM81756510447612240SHSOLE 1224000SERVICE PPTYS TRCOM SH BEN INT81761L10224834979SHSOLE 3497900SERVICEMASTER GLOBAL HLDGS ICOM81761R10952514711SHSOLE 1471100SERVICENOW INCCOM81762P10221915410SHDFND4541000SERVICENOW INCCOM81762P102110464272711SHSOLE 27271100SERVICENOW INCNOTE 6/081762PAC64145314220000PRNDFND10142200000SHAKE SHACK INCCL A819047101146127576SHSOLE 2757600SHAW COMMUNICATIONS INCCL B CONV82028K2001573609618572SHSOLE 961857200SHERWIN WILLIAMS COCOM82434810613542344SHDFND4234400SHERWIN WILLIAMS COCOM8243481063657863300SHSOLE 6330000SHERWIN WILLIAMS COCOM8243481061032717875SHDFND 1787500SHOPIFY INCCL A82509L107789330831584SHSOLE 83158400SIGNATURE BK NEW YORK N YCOM82669G104502546998SHSOLE 4699800SILGAN HOLDINGS INCCOM8270481095600172893SHSOLE 17289300SIMON PPTY GROUP INC NEWCOM8288061096008775SHDFND4877500SIMON PPTY GROUP INC NEWCOM828806109146721454SHSOLE 2145400SKYWORKS SOLUTIONS INCCOM83088M1026254892SHDFND4489200SKYWORKS SOLUTIONS INCCOM83088M10211889291SHSOLE 929100SL GREEN RLTY CORPCOM78440X1013567223SHSOLE 722300SMARTSHEET INCCOM CL A83200N1034408641SHSOLE 864100SMITH A O CORPCOM83186520960012733SHSOLE 1273300SMUCKER J M COCOM NEW832696405158514980SHSOLE 1498000SMUCKER J M COCOM NEW8326964054003776SHDFND4377600SNAP ON INCCOM8330341012541835SHDFND4183500SNAP ON INCCOM8330341017105126SHSOLE 512600SONOCO PRODS COCOM835495102237345382SHSOLE 4538200SOUTH JERSEY INDS INCCOM83851810842517007SHSOLE 1700700SOUTHERN COCOM842587107155630018SHDFND43001800SOUTHERN COCOM84258710714812285673SHSOLE 28567300SOUTHERN COUNIT 08/01/2022842587602155035000SHDFND10350000SOUTHERN COPPER CORPCOM84265V10515970401559SHSOLE 40155900SOUTHWEST AIRLS COCOM84474110852915481SHDFND41548100SOUTHWEST AIRLS COCOM844741108172850556SHSOLE 5055600SPDR DOW JONES INDL AVERAGEUT SER 178467X109270810501SHSOLE 1050100SPDR GOLD TRGOLD SHS78463V1072571536SHDFND3153600SPDR GOLD TRGOLD SHS78463V1072605681556839SHSOLE 155683900SPDR INDEX SHS FDSEURO STOXX 5078463X2022065800SHDFND 580000SPDR INDEX SHS FDSPORTFOLIO EMG MK78463X5092407163SHDFND 716300SPDR S&P 500 ETF TRTR UNIT78462F10322257215SHDFND 721500SPDR S&P 500 ETF TRTR UNIT78462F1034981615SHDFND3161500SPDR S&P 500 ETF TRTR UNIT78462F10376573248324SHDFND524832400SPDR S&P 500 ETF TRTR UNIT78462F1032267473531SHSOLE 7353100SPDR S&P MIDCAP 400 ETF TRUTSER1 S&PDCRP78467Y10711543557SHSOLE 355700SPDR SER TRS&P REGL BKG78464A69833783879995SHSOLE 87999500SPDR SER TRS&P RETAIL ETF78464A714536001250000SHSOLE 125000000SPDR SER TRS&P BIOTECH78464A8702572296SHSOLE 229600SPDR SER TRS&P HOMEBUILD78464A8887573172645SHSOLE 17264500SPDR SER TRS&P OILGAS EXP78468R556309759352SHSOLE 5935200SPDR SER TRBLOOMBERG BRCLYS78468R62275870750000SHSOLE 75000000SPECTRUM BRANDS HLDGS INC NECOM84790A105196542810SHSOLE 4281000SPIRE INCCOM84857L1014356620SHSOLE 662000SPROUTS FMRS MKT INCCOM85208M102106241501SHSOLE 4150100SQUARE INCCL A85223410335051334006SHSOLE 33400600SQUARE INCNOTE 0.375% 3/0852234AB9106632332000PRNDFND1023320000SS&C TECHNOLOGIES HLDGS INCCOM78467J10016455291342SHSOLE 29134200SSR MNG INCNOTE 2.500% 4/0784730AB917621250000PRNDFND1012500000STANLEY BLACK & DECKER INCCOM8545021016134400SHDFND4440000STANLEY BLACK & DECKER INCCOM85450210111468224SHSOLE 822400STANLEY BLACK & DECKER INCUNIT 11/15/202285450284694110000SHDFND10100000STANTEC INCCOM85472N109190661808SHSOLE 6180800STARBUCKS CORPCOM855244109246633507SHDFND43350700STARBUCKS CORPCOM85524410916669226512SHSOLE 22651200STARWOOD PPTY TR INCCOM85571B1056864458824SHSOLE 45882400STATE STR CORPCOM85747710374911788SHDFND41178800STATE STR CORPCOM857477103337953171SHSOLE 5317100STEEL DYNAMICS INCCOM8581191002188356SHSOLE 835600STERIS PLCSHS USDG8473T1003782463SHDFND4246300STERLING BANCORP DELCOM85917A100105590017SHSOLE 9001700STRYKER CORPORATIONCOM86366710116469135SHDFND4913500STRYKER CORPORATIONCOM86366710131776176347SHSOLE 17634700SUN CMNTYS INCCOM8666741044773516SHSOLE 351600SUN LIFE FINANCIAL INC.COM8667961053393479234175SHSOLE 923417500SUNCOR ENERGY INC NEWCOM86722410725963815399644SHSOLE 1539964400SUNCOR ENERGY INC NEWCOM86722410743525800SHDFND32580000SVB FINANCIAL GROUPCOM78486Q1013201483SHDFND4148300SVB FINANCIAL GROUPCOM78486Q1019484399SHSOLE 439900SWITCH INCCL A87105L1045346300000SHSOLE 30000000SYNCHRONY FINANCIALCOM87165B10341518710SHDFND41871000SYNCHRONY FINANCIALCOM87165B1037353331814SHSOLE 33181400SYNOPSYS INCCOM8716071078384298SHDFND4429800SYNOPSYS INCCOM871607107559928713SHSOLE 2871300SYSCO CORPCOM87182910791516743SHDFND41674300SYSCO CORPCOM871829107380069521SHSOLE 6952100TAKE-TWO INTERACTIVE SOFTWARCOM87405410989669642466SHSOLE 64246600TAKE-TWO INTERACTIVE SOFTWARCOM8740541094603295SHDFND4329500TARGA RES CORPCOM87612G1018861441525SHSOLE 44152500TC ENERGY CORPCOM87807B10746310803SHDFND31080300TC ENERGY CORPCOM87807B10745081710518362SHSOLE 1051836200TD AMERITRADE HLDG CORPCOM87236Y108568621563002SHSOLE 156300200TE CONNECTIVITY LTDREG SHSH849891047879649SHDFND4964900TE CONNECTIVITY LTDREG SHSH84989104253531085SHSOLE 3108500TECHNIPFMC PLCCOMG871101058212023SHDFND41202300TECK RESOURCES LTDCL B878742204426694094959SHSOLE 409495900TELADOC HEALTH INCCOM87918A1055512887SHSOLE 288700TELADOC HEALTH INCNOTE 3.000%12/187918AAB1208214547000PRNDFND1045470000TELECOM ARGENTINA S ASPON ADR REP B87927320987697877SHSOLE 9787700TELEDYNE TECHNOLOGIES INCCOM8793601051740955986SHSOLE 5598600TELEDYNE TECHNOLOGIES INCCOM8793601053391090SHDFND4109000TELEFLEX INCORPORATEDCOM8793691064701290SHDFND4129000TELEFLEX INCORPORATEDCOM87936910615934377SHSOLE 437700TELUS CORPORATIONCOM87971M10325915515453489SHSOLE 1545348900TENCENT MUSIC ENTMT GROUPSPON ADS88034P10924518225SHDFND 1822500TERADATA CORP DELCOM88076W10346922548SHSOLE 2254800TERADYNE INCCOM88077010210863128541SHSOLE 12854100TERADYNE INCNOTE 1.250%12/1880770AG71339500000PRNDFND105000000TERRAFORM PWR INCCOM CL A88104R20922111985SHSOLE 1198500TESLA INCCOM88160R101110395102236SHSOLE 10223600TESLA INCNOTE 1.250% 3/088160RAC539811325000PRNDFND1013250000TESLA INCNOTE 2.000% 5/188160RAG6245247000000PRNDFND1070000000TETRA TECH INC NEWCOM88162G1034846117SHSOLE 611700TEVA PHARMACEUTICAL INDS LTDSPONSORED ADS88162420936129303SHDFND42930300TEXAS CAP BANCSHARES INCCOM88224Q10715318496210SHSOLE 49621000TEXAS INSTRS INCCOM882508104388730611SHDFND43061100TEXAS INSTRS INCCOM88250810434458271387SHSOLE 27138700TEXTRON INCCOM8832031012086331SHDFND4633100THERMO FISHER SCIENTIFIC INCCOM88355610243974121361SHSOLE 12136100THERMO FISHER SCIENTIFIC INCCOM883556102412211375SHDFND41137500TIFFANY & CO NEWCOM8865471083723051SHDFND4305100TIFFANY & CO NEWCOM8865471081948101597589SHSOLE 159758900TIMKEN COCOM88738910497421411SHSOLE 2141100TJX COS INC NEWCOM8725401092925773SHDFND 577300TJX COS INC NEWCOM872540109173834382SHDFND43438200TJX COS INC NEWCOM87254010944319876563SHSOLE 87656300T-MOBILE US INCCOM872590104169616289SHDFND41628900T-MOBILE US INCCOM87259010428012268958SHSOLE 26895800T-MOBILE US INCRIGHT 07/27/2020872590112210743SHDFND41074300TORO COCOM8910921084506783SHSOLE 678300TORONTO DOMINION BK ONTCOM NEW891160509134030038SHDFND33003800TORONTO DOMINION BK ONTCOM NEW891160509116664226152038SHSOLE 2615203800TRACTOR SUPPLY COCOM8923561064413350SHDFND4335000TRACTOR SUPPLY COCOM89235610614643111109SHSOLE 11110900TRADEWEB MKTS INCCL A8926721064257310SHSOLE 731000TRANE TECHNOLOGIES PLCSHSG8994E1036937791SHDFND4779100TRANSALTA CORPCOM89346D1075864988870SHSOLE 98887000TRANSDIGM GROUP INCCOM8936411006331431SHDFND4143100TRANSDIGM GROUP INCCOM89364110019994521SHSOLE 452100TRANSUNIONCOM89400J107252428998SHSOLE 2899800TRIP COM GROUP LTDADS89677Q10728711063SHDFND 1106300TRUIST FINL CORPCOM89832Q109165243996SHDFND44399600TRUIST FINL CORPCOM89832Q1094769127004SHSOLE 12700400TWILIO INCCL A90138F102551325125SHSOLE 2512500TWILIO INCNOTE 0.250% 6/090138FAB874242386000PRNDFND1023860000TWITTER INCCOM90184L10265922135SHDFND42213500TWITTER INCCOM90184L10227285915899SHSOLE 91589900TYLER TECHNOLOGIES INCCOM9022521054091179SHDFND4117900TYLER TECHNOLOGIES INCCOM90225210517735112SHSOLE 511200TYSON FOODS INCCL A9024941035729583SHDFND4958300TYSON FOODS INCCL A90249410317975301038SHSOLE 30103800UBER TECHNOLOGIES INCCOM90353T10019007611561SHSOLE 61156100UBIQUITI INCCOM90353W1034572618SHSOLE 261800UDR INCCOM902653104103927796SHSOLE 2779600UDR INCCOM9026531043048141SHDFND4814100ULTA BEAUTY INCCOM90384S3033331638SHDFND4163800ULTA BEAUTY INCCOM90384S3039814824SHSOLE 482400UMB FINL CORPCOM9027881084859408SHSOLE 940800UMPQUA HLDGS CORPCOM90421410318417293SHSOLE 1729300UNDER ARMOUR INCCL A90431110717517949SHSOLE 1794900UNDER ARMOUR INCCL C90431120616418552SHSOLE 1855200UNION PAC CORPCOM907818108738543690SHDFND 4369000UNION PAC CORPCOM90781810844425262761SHSOLE 26276100UNION PAC CORPCOM9078181082691591SHDFND3159100UNION PAC CORPCOM907818108333819745SHDFND41974500UNITED AIRLS HLDGS INCCOM9100471092316672SHDFND4667200UNITED PARCEL SERVICE INCCL B911312106255622987SHDFND42298700UNITED PARCEL SERVICE INCCL B911312106814173224SHSOLE 7322400UNITED RENTALS INCCOM9113631093232169SHDFND4216900UNITED THERAPEUTICS CORP DELCOM91307C1024954091SHSOLE 409100UNITEDHEALTH GROUP INCCOM91324P10239652134436SHSOLE 13443600UNITEDHEALTH GROUP INCCOM91324P1027062394SHDFND3239400UNITEDHEALTH GROUP INCCOM91324P102799627111SHDFND42711100UNIVAR SOLUTIONS INCCOM91336L10711489681435SHSOLE 68143500UNIVERSAL HLTH SVCS INCCL B9139031002182350SHDFND4235000US BANCORP DELCOM NEW902973304170846383SHDFND44638300US BANCORP DELCOM NEW90297330415591423438SHSOLE 42343800US FOODS HLDG CORPCOM91200810911135564674SHSOLE 56467400V F CORPCOM91820410865210692SHDFND41069200V F CORPCOM918204108183230062SHSOLE 3006200VALERO ENERGY CORPCOM91913Y10080013600SHDFND41360000VALERO ENERGY CORPCOM91913Y100573697518SHSOLE 9751800VALMONT INDS INCCOM9202531014814233SHSOLE 423300VALVOLINE INCCOM92047W10114438746922SHSOLE 74692200VANECK VECTORS ETF TRGOLD MINERS ETF92189F1069835267818SHSOLE 26781800VANECK VECTORS ETF TRFALLEN ANGEL HG92189F4377505261500SHDFND526150000VANECK VECTORS ETF TRJR GOLD MINERS E92189F791529981068939SHSOLE 106893900VANECK VECTORS ETF TRJP MORGAN MKTS92189H3001788585818424SHDFND5581842400VANGUARD CHARLOTTE FDSINTL BD IDX ETF92203J407380565910SHDFND36591000VANGUARD INTL EQUITY INDEX FTT WRLD ST ETF92204274215862212064SHDFND521206400VANGUARD INTL EQUITY INDEX FALLWRLD EX US922042775476101000000SHSOLE 100000000VANGUARD INTL EQUITY INDEX FFTSE EMR MKT ETF922042858303376579SHDFND57657900VANGUARD SCOTTSDALE FDSSHRT TRM CORP BD92206C409269232568SHSOLE 3256800VANGUARD TAX-MANAGED FDSFTSE DEV MKT ETF92194385819395500000SHSOLE 50000000VANGUARD WORLD FDEXTENDED DUR921910709315218984SHSOLE 1898400VANGUARD WORLD FDSINF TECH ETF92204A702276383991651SHDFND599165100VARIAN MED SYS INCCOM92220P1053132555SHDFND4255500VARIAN MED SYS INCCOM92220P10510498562SHSOLE 856200VEDANTA LTDSPONSORED ADR92242Y100679121034SHSOLE 12103400VEEVA SYS INCCL A COM9224751085412308SHSOLE 230800VENTAS INCCOM92276F10038810603SHDFND41060300VENTAS INCCOM92276F10071019378SHSOLE 1937800VEREIT INCCOM92339V10024838569SHSOLE 3856900VERISK ANALYTICS INCCOM92345Y10620914122879SHSOLE 12287900VERISK ANALYTICS INCCOM92345Y1067814588SHDFND4458800VERIZON COMMUNICATIONS INCCOM92343V1047518136366SHDFND413636600VERIZON COMMUNICATIONS INCCOM92343V1041453342636207SHSOLE 263620700VERMILION ENERGY INCCOM923725105112342518834SHSOLE 251883400VERTEX PHARMACEUTICALS INCCOM92532F10021377362SHDFND4736200VERTEX PHARMACEUTICALS INCCOM92532F100118803409228SHSOLE 40922800VIACOMCBS INCCL B92556H20635215093SHDFND41509300VIACOMCBS INCCL B92556H20632013723SHSOLE 1372300VIRTU FINL INCCL A9282541012149068SHSOLE 906800VISA INCCOM CL A92826C839938148564SHDFND44856400VISA INCCOM CL A92826C8391140559057SHDFND 5905700VISA INCCOM CL A92826C83912766605SHDFND3660500VISTRA ENERGY CORPCOM92840M1028604462084SHSOLE 46208400VMWARE INCCL A COM928563402851754998SHSOLE 5499800VOYA FINANCIAL INCCOM9290891005915126792SHSOLE 12679200VULCAN MATLS COCOM9291601094403797SHDFND4379700VULCAN MATLS COCOM929160109144712492SHSOLE 1249200WABTECCOM9297401082945115SHDFND4511500WABTECCOM9297401082364099SHSOLE 409900WALGREENS BOOTS ALLIANCE INCCOM931427108104724709SHDFND42470900WALGREENS BOOTS ALLIANCE INCCOM9314271086535154168SHSOLE 15416800WALMART INCCOM931142103483740379SHDFND44037900WALMART INCCOM93114210342933358429SHSOLE 35842900WARRIOR MET COAL INCCOM93627C10126717349SHSOLE 1734900WASTE CONNECTIONS INCCOM94106B1011787071905395SHSOLE 190539500WASTE MGMT INC DELCOM94106L1098107648SHDFND3764800WASTE MGMT INC DELCOM94106L109118211157SHDFND41115700WASTE MGMT INC DELCOM94106L10935280333113SHSOLE 33311300WATERS CORPCOM9418481033301832SHDFND4183200WATERS CORPCOM94184810310535837SHSOLE 583700WATSCO INCCOM9426222001139164103SHSOLE 6410300WEC ENERGY GROUP INCCOM92939U106251228659SHSOLE 2865900WEC ENERGY GROUP INCCOM92939U10690110280SHDFND41028000WELLPOINT INCNOTE 2.750%10/194973VBG112652435077000PRNDFND10350770000WELLS FARGO CO NEWCOM94974610149819453SHDFND31945300WELLS FARGO CO NEWCOM9497461012745107209SHDFND410720900WELLS FARGO CO NEWCOM9497461011398795464022SHSOLE 546402200WELLTOWER INCCOM95040Q10459411482SHDFND41148200WELLTOWER INCCOM95040Q104203639343SHSOLE 3934300WESCO INTL INCCOM95082P1058426239989SHSOLE 23998900WEST PHARMACEUTICAL SVSC INCCOM9553061054902156SHDFND4215600WEST PHARMACEUTICAL SVSC INCCOM9553061051516366747SHSOLE 6674700WESTERN ALLIANCE BANCORPCOM957638109333488036SHSOLE 8803600WESTERN DIGITAL CORP.COM9581021053708384SHDFND4838400WESTERN DIGITAL CORP.COM9581021057195162967SHSOLE 16296700WESTERN UN COCOM959802109106249121SHSOLE 4912100WESTERN UN COCOM95980210929913825SHDFND41382500WESTROCK COCOM96145D1052438592SHDFND4859200WESTROCK COCOM96145D1055717202300SHSOLE 20230000WEYERHAEUSER CO MTN BECOM NEW96216610448321484SHDFND42148400WEYERHAEUSER CO MTN BECOM NEW96216610489940010SHSOLE 4001000WHEATON PRECIOUS METALS CORPCOM9628791021655843759055SHSOLE 375905500WHIRLPOOL CORPCOM9633201062672064SHDFND4206400WHIRLPOOL CORPCOM9633201069577391SHSOLE 739100WHITE MTNS INS GROUP LTDCOMG9618E107467526SHSOLE 52600WILLIAMS COS INCCOM9694571004217221714SHSOLE 22171400WILLIAMS COS INCCOM96945710066735089SHDFND43508900WILLIS TOWERS WATSON PLC LTDSHSG966291037213662SHDFND4366200WIPRO LTDSPON ADR 1 SH97651M1098826617SHDFND 2661700WISDOMTREE TREMG MKTS SMCAP97717W28186022041SHDFND 2204100WISDOMTREE TRINTL SMCAP DIV97717W7603456197SHDFND 619700WISDOMTREE TRJAPN HEDGE EQT97717W851349874390SHDFND57439000WISDOMTREE TRUS QTLY DIV GRT97717X66983718392SHDFND 1839200WIX COM LTDSHSM980681056152400SHDFND4240000WORKDAY INCCL A98138H101526128079SHSOLE 2807900WORKDAY INCNOTE 1.500% 7/198138HAD36330027655000PRNDFND10276550000WORLD WRESTLING ENTMT INCCL A98156Q10845310426SHSOLE 1042600WORLD WRESTLING ENTMT INCNOTE 3.375%12/198156QAB4140347528000PRNDFND1075280000WPX ENERGY INCCOM98212B1034337679772SHSOLE 67977200WYNDHAM DESTINATIONS INCCOM98310W108140950000SHSOLE 5000000WYNN RESORTS LTDCOM9831341072032727SHDFND4272700WYNN RESORTS LTDCOM9831341079892132796SHSOLE 13279600XCEL ENERGY INCCOM98389B100107617222SHDFND41722200XCEL ENERGY INCCOM98389B100299547920SHSOLE 4792000XEROX HOLDINGS CORPCOM NEW98421M106174071138457SHSOLE 113845700XILINX INCCOM9839191016897005SHDFND4700500XILINX INCCOM983919101621563167SHSOLE 6316700XYLEM INCCOM98419M1003435279SHDFND4527900XYLEM INCCOM98419M100110216964SHSOLE 1696400YAMANA GOLD INCCOM98462Y10067651239130SHSOLE 123913000YANDEX N VSHS CLASS AN972841082935860SHDFND 586000YPF SOCIEDAD ANONIMASPON ADR CL D9842451001133197043SHSOLE 19704300YUM BRANDS INCCOM9884981017588720SHDFND4872000YUM BRANDS INCCOM98849810160861700276SHSOLE 70027600YUM CHINA HLDGS INCCOM98850P1092214600SHDFND 460000YUM CHINA HLDGS INCCOM98850P10974515498SHSOLE 1549800ZEBRA TECHNOLOGIES CORPORATICL A9892071053891519SHDFND4151900ZEBRA TECHNOLOGIES CORPORATICL A98920710517826962SHSOLE 696200ZENDESK INCCOM98936J10127304308415SHSOLE 30841500ZILLOW GROUP INCCL A98954M101229939997SHSOLE 3999700ZIMMER BIOMET HOLDINGS INCCOM98956P1027095936SHDFND4593600ZIMMER BIOMET HOLDINGS INCCOM98956P102411734492SHSOLE 3449200ZIONS BANCORPORATION N ACOM98970110752515441SHSOLE 1544100ZOETIS INCCL A98978V103185013500SHDFND41350000ZOETIS INCCL A98978V10318523135165SHSOLE 13516500ZOOM VIDEO COMMUNICATIONS INCL A98980L1016812686SHSOLE 268600ZSCALER INCCOM98980G1025695196SHSOLE 519600ZYNGA INCCL A98986T108395644147170SHSOLE 414717000