0000009631-21-000018.txt : 20210506 0000009631-21-000018.hdr.sgml : 20210506 20210506113120 ACCESSION NUMBER: 0000009631-21-000018 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20210331 FILED AS OF DATE: 20210506 DATE AS OF CHANGE: 20210506 EFFECTIVENESS DATE: 20210506 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: 21896594 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 03-31-2021 03-31-2021 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 05-06-2021 6 1674 51027385 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 0001614991 028-16219 Tangerine Investment Management Inc. 5 0001614987 028-16220 Profuturo AFP S.A. 6 0001614992 028-16218 Bank of Nova Scotia Trust Co (Bahamas) Ltd INFORMATION TABLE 2 scotiabank.inftab.xml 3M COCOM88579Y10156536293403SHSOLE 293403003M COCOM88579Y101342317767SHDFND41776700ABBOTT LABSCOM002824100567347341SHDFND44734100ABBOTT LABSCOM00282410033984283589SHSOLE 28358900ABBVIE INCCOM00287Y109585854128SHDFND45412800ABBVIE INCCOM00287Y10998310908423SHSOLE 90842300ABIOMED INCCOM0036541003781186SHDFND4118600ABIOMED INCCOM00365410023037226SHSOLE 722600ACCENTURE PLC IRELANDSHS CLASS AG1151C101467816933SHDFND41693300ACTIVISION BLIZZARD 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INCCOM12503M108472347859SHSOLE 4785900CBRE GROUP INCCL A12504L1096998840SHDFND4884000CBRE GROUP INCCL A12504L109623378794SHSOLE 7879400CDW CORPCOM12514G1084952987SHDFND 298700CDW CORPCOM12514G1086383848SHDFND4384800CDW CORPCOM12514G108792747823SHSOLE 4782300CELANESE CORP DELCOM1508701035513681SHDFND4368100CELANESE CORP DELCOM15087010341570277486SHSOLE 27748600CENOVUS ENERGY INCCOM15135U1099436412565042SHSOLE 1256504200CENOVUS ENERGY INC*W EXP 01/01/20215135U11714035207SHSOLE 3520700CENTENE CORP DELCOM15135B10199215522SHDFND41552200CENTENE CORP DELCOM15135B10111112173862SHSOLE 17386200CENTENNIAL RESOURCE DEV INCCL A15136A102486115600SHSOLE 11560000CENTERPOINT ENERGY INCCOM15189T10731714003SHDFND41400300CENTERPOINT ENERGY INCCOM15189T107130557619SHSOLE 5761900CERENCE INCCOM15672710992810359SHDFND31035900CERNER CORPCOM1567821042122933SHDFND 293300CERNER CORPCOM1567821046018368SHDFND4836800CERNER CORPCOM156782104351548896SHSOLE 4889600CF INDS HLDGS INCCOM1252691002605734SHDFND4573400CF INDS HLDGS INCCOM125269100354078009SHSOLE 7800900CGI INCCL A SUB VTG12532H1041573901889881SHSOLE 188988100CHANGE HEALTHCARE INCCOM15912K100299471355051SHSOLE 135505100CHARTER COMMUNICATIONS INC NCL A16119P10823183757SHDFND4375700CHARTER COMMUNICATIONS INC NCL A16119P1081396922639SHSOLE 2263900CHECK POINT SOFTWARE TECH LTORDM224651046575872SHDFND4587200CHEGG INCNOTE 0.250% 5/1163092AB5855270000PRNDFND102700000CHENIERE ENERGY INCCOM NEW16411R2084786642SHSOLE 664200CHEVRON CORP NEWCOM166764100538251364SHDFND45136400CHEVRON CORP NEWCOM16676410077701741489SHSOLE 74148900CHIPOTLE MEXICAN GRILL INCCOM1696561051056743SHDFND474300CHIPOTLE MEXICAN GRILL INCCOM16965610564254522SHSOLE 452200CHUBB LIMITEDCOMH1467J104216913729SHDFND41372900CHURCH & DWIGHT INCCOM1713401029271106129SHSOLE 10612900CHURCH & DWIGHT INCCOM1713401025756588SHDFND4658800CHURCH & DWIGHT INCCOM1713401028798100725SHDFND 10072500CIGNA CORP NEWCOM12552310022769414SHDFND4941400CIGNA CORP NEWCOM12552310032726135375SHSOLE 13537500CINCINNATI FINL CORPCOM1720621014174047SHDFND4404700CINCINNATI FINL CORPCOM172062101453143949SHSOLE 4394900CINTAS CORPCOM1729081058042355SHDFND4235500CINTAS CORPCOM172908105484614199SHSOLE 1419900CISCO SYS INCCOM17275R102347867260SHDFND36726000CISCO SYS INCCOM17275R1026713129824SHDFND412982400CISCO SYS INCCOM17275R102814411574962SHSOLE 157496200CITIGROUP INCCOM NEW1729674244656392SHDFND3639200CITIGROUP INCCOM NEW172967424402255291SHDFND45529100CITIGROUP INCCOM NEW1729674242916424008823SHSOLE 400882300CITIZENS FINANCIAL GROUP INCCOM17461010558213182SHDFND41318200CITIZENS FINANCIAL GROUP INCCOM17461010517063386480SHSOLE 38648000CITRIX SYS INCCOM1773761004533224SHDFND4322400CITRIX SYS INCCOM177376100323023015SHSOLE 2301500CLEVELAND-CLIFFS INC NEWCOM18589910193246380SHSOLE 4638000CLEVELAND-CLIFFS INC NEWDBCV 1.500% 1/1185899AA9152735845000PRNDFND1058450000CLOROX CO DELCOM1890541097403839SHDFND4383900CLOROX CO DELCOM189054109434922548SHSOLE 2254800CLOUDFLARE INCCL A COM18915M1074486371SHSOLE 637100CME GROUP INCCOM12572Q10526474129626SHSOLE 12962600CME GROUP INCCOM12572Q105224310981SHDFND41098100CME GROUP INCCOM12572Q1052201077SHDFND3107700CME GROUP INCCOM12572Q105816940000SHDFND10400000CMS ENERGY CORPCOM125896100282646157SHSOLE 4615700CMS ENERGY CORPCOM1258961004737730SHDFND4773000COCA COLA COCOM1912161002174115SHDFND 411500COCA COLA COCOM1912161006308119683SHDFND411968300COCA COLA COCOM1912161002096623977662SHSOLE 397766200COGNEX CORPCOM1924221035006030SHSOLE 603000COGNIZANT TECHNOLOGY SOLUTIOCL A192446102111514279SHDFND41427900COGNIZANT TECHNOLOGY SOLUTIOCL A192446102668085503SHSOLE 8550300COHERENT INCCOM1924791031570762111SHSOLE 6211100COLGATE PALMOLIVE COCOM194162103205526075SHDFND42607500COLGATE PALMOLIVE COCOM19416210329636375952SHSOLE 37595200COLGATE PALMOLIVE COCOM1941621032362994SHDFND3299400COLUMBIA SPORTSWEAR COCOM1985161065054783SHSOLE 478300COMCAST CORP NEWCL A20030N1014287910SHDFND3791000COMCAST CORP NEWCL A20030N1016602122012SHDFND412201200COMCAST CORP NEWCL A20030N10140246743802SHSOLE 74380200COMERICA INCCOM2003401072833939SHDFND4393900COMERICA INCCOM2003401077464104045SHSOLE 10404500COMMERCE BANCSHARES INCCOM2005251035206788SHSOLE 678800COMPANHIA SIDERURGICA NACIONSPONSORED ADR20440W10527440772SHSOLE 4077200COMPANIA DE MINAS BUENAVENTUSPONSORED ADR204448104772187698612SHDFND5769861200COMPANIA DE MINAS BUENAVENTUSPONSORED ADR204448104109991096577SHSOLE 109657700CONAGRA BRANDS INCCOM20588710255914867SHDFND41486700CONAGRA BRANDS INCCOM205887102301580187SHSOLE 8018700CONOCOPHILLIPSCOM20825C104189135707SHDFND43570700CONOCOPHILLIPSCOM20825C10411461216356SHSOLE 21635600CONSOLIDATED EDISON INCCOM20911510476810265SHDFND41026500CONSOLIDATED EDISON INCCOM209115104460061495SHSOLE 6149500CONSTELLATION BRANDS INCCL A21036P10810354540SHDFND4454000CONSTELLATION BRANDS INCCL A21036P10844348194509SHSOLE 19450900COOPER COS INCCOM NEW2166484024951288SHDFND4128800COOPER COS INCCOM NEW21664840230988067SHSOLE 806700COPART INCCOM2172041066025545SHDFND4554500COPART INCCOM217204106370434098SHSOLE 3409800CORELOGIC INCCOM21871D10317831225000SHSOLE 22500000CORESITE RLTY CORPCOM21870Q1054663887SHSOLE 388700CORNING INCCOM219350105102323511SHDFND42351100CORNING INCCOM21935010522442515786SHSOLE 51578600CORNING INCCOM219350105186642887SHDFND34288700CORTEVA INCCOM22052L1046044129653SHSOLE 12965300CORTEVA INCCOM22052L10491619648SHDFND41964800COSTCO WHSL CORP NEWCOM22160K105934426510SHDFND 2651000COSTCO WHSL CORP NEWCOM22160K10511043133SHDFND3313300COSTCO WHSL CORP NEWCOM22160K105416911827SHDFND41182700COSTCO WHSL CORP NEWCOM22160K10591866260629SHSOLE 26062900COUPA SOFTWARE INCCOM22266L10675030294838SHSOLE 29483800COUPA SOFTWARE INCNOTE 0.125% 6/122266LAC02467914479000PRNDFND10144790000COWEN INCNOTE 3.000%12/1223622AE174003625000SHSOLE 362500000CREDICORP LTDCOMG2519Y1081683341232580SHDFND5123258000CREDICORP LTDCOMG2519Y10846890343337SHSOLE 34333700CREE INCNOTE 0.875% 9/0225447AB735391925000PRNDFND1019250000CRESCENT PT ENERGY CORPCOM22576C1012836680132SHSOLE 68013200CRITEO S ASPONS ADS22671810447413652SHSOLE 1365200CROWDSTRIKE HLDGS INCCL A22788C1054172284SHSOLE 228400CROWN CASTLE INTL CORP NEWCOM22822V101196711425SHDFND41142500CROWN CASTLE INTL CORP NEWCOM22822V1011238871966SHSOLE 7196600CROWN HLDGS INCCOM22836810610525108457SHSOLE 10845700CSX CORPCOM126408103194920214SHDFND42021400CSX CORPCOM12640810341652431986SHSOLE 43198600CUBESMARTCOM22966310952213786SHSOLE 1378600CUMMINS INCCOM23102110611794549SHDFND4454900CUMMINS INCCOM231021106617723841SHSOLE 2384100CVS HEALTH CORPCOM1266501001142921519237SHSOLE 151923700CVS HEALTH CORPCOM126650100299939869SHDFND43986900CYBERARK SOFTWARE LTDSHSM2682V1082722100SHDFND4210000CYRUSONE INCCOM23283R1005277784SHSOLE 778400D R HORTON INCCOM23331A1098039011SHDFND4901100D R HORTON INCCOM23331A109477053518SHSOLE 5351800DANAHER CORPORATIONCOM2358511021321558710SHDFND 5871000DANAHER CORPORATIONCOM2358511022911293SHDFND3129300DANAHER CORPORATIONCOM235851102378516817SHDFND41681700DANAHER CORPORATIONCOM23585110223000102187SHSOLE 10218700DAQO NEW ENERGY CORPSPNSRD ADS NEW23703Q2033985272SHSOLE 527200DARDEN RESTAURANTS INCCOM2371941054903452SHDFND4345200DARDEN RESTAURANTS INCCOM237194105232516371SHSOLE 1637100DATADOG INCCL A COM23804L10328890346651SHSOLE 34665100DAVITA INCCOM23918K1082021871SHDFND4187100DAVITA INCCOM23918K108129912055SHSOLE 1205500DBX ETF TRXTRACK HRVST CSI2330518791725874468850SHDFND5446885000DEERE & COCOM24419910531228344SHDFND4834400DEERE & COCOM24419910564244171711SHSOLE 17171100DELL TECHNOLOGIES INCCL C24703L202647873489SHSOLE 7348900DELTA AIR LINES INC DELCOM NEW24736170282517094SHDFND41709400DELTA AIR LINES INC DELCOM NEW2473617027750160593SHSOLE 16059300DELTA AIR LINES INC DELCOM NEW2473617024828100000SHCallDFND710000000DENISON MINES CORPCOM2483561071311856SHSOLE 1185600DENTSPLY SIRONA INCCOM24906P1093755879SHDFND4587900DENTSPLY SIRONA INCCOM24906P109223334992SHSOLE 3499200DERMTECH INCCOM24984K1053146178SHSOLE 617800DESCARTES SYS GROUP INCCOM24990610816206265671SHSOLE 26567100DEVON ENERGY CORP NEWCOM25179M10336216579SHDFND41657900DEVON ENERGY CORP NEWCOM25179M103206894638SHSOLE 9463800DEXCOM INCCOM2521311079182554SHDFND4255400DEXCOM INCCOM252131107553415399SHSOLE 1539900DIAMONDBACK ENERGY INCCOM25278X1093384594SHDFND4459400DIAMONDBACK ENERGY INCCOM25278X109212328895SHSOLE 2889500DIGITAL RLTY TR INCCOM25386810310497445SHDFND4744500DIGITAL RLTY TR INCCOM253868103685848691SHSOLE 4869100DISCOVER FINL SVCSCOM2547091087778184SHDFND4818400DISCOVER FINL SVCSCOM25470910828500300031SHSOLE 30003100DISCOVERY INCCOM SER A25470F10442937987972SHSOLE 98797200DISCOVERY INCCOM SER C25470F302759382058509SHSOLE 205850900DISCOVERY INCCOM SER C25470F3022917898SHDFND4789800DISH NETWORK CORPORATIONCL A25470M109143239556SHSOLE 3955600DISH NETWORK CORPORATIONCL A25470M1092557046SHDFND4704600DISNEY WALT COCOM2546871062421312SHDFND 131200DISNEY WALT COCOM254687106891548315SHDFND44831500DISNEY WALT COCOM2546871061965411065144SHSOLE 106514400DOCUSIGN INCCOM25616310649790245961SHSOLE 24596100DOCUSIGN INCNOTE 0.500% 9/1256163AB2187726646000PRNDFND1066460000DOCUSIGN INCNOTE 0.500% 9/1256163AB2186016593000SHSOLE 659300000DOLBY LABORATORIES INCCOM CL A25659T107712272141SHSOLE 7214100DOLLAR GEN CORP NEWCOM25667710513116470SHDFND4647000DOLLAR GEN CORP NEWCOM256677105840541483SHSOLE 4148300DOLLAR TREE INCCOM256746108481142028SHSOLE 4202800DOLLAR TREE INCCOM2567461087196285SHDFND4628500DOMINION ENERGY INCCOM25746U109189924995SHDFND42499500DOMINION ENERGY INCUNIT 99/99/999925746U13365247657652SHSOLE 65765200DOMINION ENERGY INCUNIT 99/99/999925746U133347135000SHDFND10350000DOMINOS PIZZA INCCOM25754A2013871053SHDFND4105300DOMINOS PIZZA INCCOM25754A20127437457SHSOLE 745700DOVER CORPCOM2600031085353902SHDFND4390200DOVER CORPCOM260003108320123342SHSOLE 2334200DOW INCCOM260557103143422434SHDFND42243400DOW INCCOM26055710326195409668SHSOLE 40966800DROPBOX INCCL A26210C10453119911SHSOLE 1991100DTE ENERGY COCOM2333311077685772SHDFND4577200DTE ENERGY COCOM233331107349926282SHSOLE 2628200DTE ENERGY COUNIT 11/01/2022S233331842100220000SHDFND10200000DUKE ENERGY CORP NEWCOM NEW26441C20441776432772SHSOLE 43277200DUKE ENERGY CORP NEWCOM NEW26441C204225123319SHDFND42331900DUKE REALTY CORPCOM NEW2644115054199999SHDFND4999900DUKE REALTY CORPCOM NEW264411505260662152SHSOLE 6215200DUPONT DE NEMOURS INCCOM26614N102109614186SHDFND41418600DUPONT DE NEMOURS INCCOM26614N102664385958SHSOLE 8595800DXC TECHNOLOGY COCOM23355L1062116740SHDFND4674000DXC TECHNOLOGY COCOM23355L1065031160956SHSOLE 16095600EAGLE MATLS INCCOM26969P108299322268SHSOLE 2226800EASTMAN CHEM COCOM2774321004634206SHDFND4420600EASTMAN CHEM COCOM277432100181516484SHSOLE 1648400EATON CORP PLCSHSG29183103167612121SHDFND41212100EBAY INC.COM2786421035949700SHDFND3970000EBAY INC.COM278642103106817446SHDFND41744600EBAY INC.COM2786421038911145509SHSOLE 14550900ECOLAB INCCOM27886510014096581SHDFND4658100ECOLAB INCCOM278865100854839929SHSOLE 3992900EDISON INTLCOM28102010768411665SHDFND41166500EDISON INTLCOM281020107354960558SHSOLE 6055800EDWARDS LIFESCIENCES CORPCOM28176E10815318183140SHDFND 18314000EDWARDS LIFESCIENCES CORPCOM28176E108137516438SHDFND41643800EDWARDS LIFESCIENCES CORPCOM28176E1088406100499SHSOLE 10049900ELECTRONIC ARTS INCCOM28551210910427697SHDFND4769700ELECTRONIC ARTS INCCOM285512109670149499SHSOLE 4949900EMERSON ELEC COCOM291011104869996423SHSOLE 9642300EMERSON ELEC COCOM291011104164518231SHDFND41823100ENBRIDGE INCCOM29250N10580130622102971SHSOLE 2210297100ENCOMPASS HEALTH CORPCOM29261A100595272672SHSOLE 7267200ENERPLUS CORPCOM2927661022082414683SHSOLE 41468300ENPHASE ENERGY INCCOM29355A1075433348SHDFND4334800ENPHASE ENERGY INCCOM29355A107542333449SHSOLE 3344900ENTERGY CORP NEWCOM29364G1035325351SHDFND4535100ENTERGY CORP NEWCOM29364G103821482575SHSOLE 8257500ENTERPRISE PRODS PARTNERS LCOM2937921072159435SHDFND 943500EOG RES INCCOM26875P101111215326SHDFND41532600EOG RES INCCOM26875P10111405157242SHSOLE 15724200EQT CORPCOM26884L10948626148SHSOLE 2614800EQUIFAX INCCOM294429105357619740SHSOLE 1974000EQUIFAX INCCOM2944291055783189SHDFND4318900EQUINIX INCCOM29444U70015932344SHDFND4234400EQUINIX INCCOM29444U7001016314954SHSOLE 1495400EQUITRANS MIDSTREAM CORPCOM29460010151763396SHSOLE 6339600EQUITY COMWLTHCOM SH BEN INT29462810250218056SHSOLE 1805600EQUITY RESIDENTIALSH BEN INT29476L1076689320SHDFND4932000EQUITY RESIDENTIALSH BEN INT29476L107392354770SHSOLE 5477000ERIE INDTY COCL A29530P1024391989SHSOLE 198900ESSEX PPTY TR INCCOM2971781054711732SHDFND4173200ESSEX PPTY TR INCCOM297178105282210382SHSOLE 1038200ETSY INCCOM29786A1066733337SHDFND4333700ETSY INCCOM29786A106410120335SHSOLE 2033500EVERBRIDGE INCNOTE 1.500%11/029978AAA29025000PRNDFND10250000EVERCORE INCCLASS A29977A105927770420SHSOLE 7042000EVEREST RE GROUP LTDCOMG3223R1081197248311SHSOLE 4831100EVEREST RE GROUP LTDCOMG3223R1082761114SHDFND4111400EVERGY INCCOM30034W1064126919SHDFND4691900EVERGY INCCOM30034W106215836254SHSOLE 3625400EVERSOURCE ENERGYCOM30040W10891410552SHDFND41055200EVERSOURCE ENERGYCOM30040W108708081766SHSOLE 8176600EXACT SCIENCES CORPNOTE 1.000% 1/130063PAA332101700000PRNDFND1017000000EXELON CORPCOM30161N101112125629SHDFND42562900EXELON CORPCOM30161N1016817155863SHSOLE 15586300EXPEDIA GROUP INCCOM NEW30212P3036333675SHDFND4367500EXPEDIA GROUP INCCOM NEW30212P303384322328SHSOLE 2232800EXPEDITORS INTL WASH INCCOM302130109351832669SHSOLE 3266900EXPEDITORS INTL WASH INCCOM3021301094794445SHDFND4444500EXTENDED STAY AMER INCUNIT 99/99/9999B30224P2003406172437SHSOLE 17243700EXTRA SPACE STORAGE INCCOM30225T102333125129SHSOLE 2512900EXTRA SPACE STORAGE INCCOM30225T1024533414SHDFND4341400EXXON MOBIL CORPCOM30231G1026315113120SHDFND411312000EXXON MOBIL CORPCOM30231G1021579062828352SHSOLE 282835200F5 NETWORKS INCCOM3156161023451655SHDFND4165500F5 NETWORKS INCCOM315616102211010112SHSOLE 1011200FACEBOOK INCCL A30303M1022290477762SHDFND 7776200FACEBOOK INCCL A30303M1024531538SHDFND3153800FACEBOOK INCCL A30303M1021891864232SHDFND46423200FACEBOOK INCCL A30303M1023995571356592SHSOLE 135659200FASTENAL COCOM311900104502599949SHSOLE 9994900FASTENAL COCOM31190010488117513SHDFND41751300FASTLY INCCL A31188V1004086065SHSOLE 606500FEDERAL RLTY INVT TRSH BEN INT NEW313747206113311164SHSOLE 1116400FEDEX CORPCOM31428X10618246421SHDFND4642100FEDEX CORPCOM31428X10662991221768SHSOLE 22176800FIDELITY NATIONAL FINANCIALFNF GROUP COM31620R30330121740800SHSOLE 74080000FIDELITY NATL INFORMATION SVCOM31620M106232516538SHDFND41653800FIDELITY NATL INFORMATION SVCOM31620M10671169506145SHSOLE 50614500FIFTH THIRD BANCORPCOM31677310081821843SHDFND42184300FIFTH THIRD BANCORPCOM316773100362096663SHSOLE 9666300FIREEYE INCCOM31816Q101191797944SHSOLE 9794400FIRST FINL BANKSHARESCOM32020R10951811091SHSOLE 1109100FIRST HORIZON CORPORATIONCOM32051710512072713900SHSOLE 71390000FIRST MAJESTIC SILVER CORPNOTE 1.875% 3/032076VAB968114134000PRNDFND1041340000FIRST REP BK SAN FRANCISCO CCOM33616C1007864714SHDFND4471400FIRST REP BK SAN FRANCISCO CCOM33616C100473828414SHSOLE 2841400FIRSTCASH INCCOM33767D1054717165SHSOLE 716500FIRSTENERGY CORPCOM33793210749814367SHDFND41436700FIRSTENERGY CORPCOM337932107505951458476SHSOLE 145847600FIRSTSERVICE CORP NEWCOM33767E202782752723SHSOLE 5272300FISERV INCCOM337738108182515329SHDFND41532900FISERV INCCOM3377381081099992396SHSOLE 9239600FIVE9 INCCOM3383071014362786SHSOLE 278600FIVE9 INCNOTE 0.125% 5/0338307AB746901230000PRNDFND1012300000FLEETCOR TECHNOLOGIES INCCOM3390411056092267SHDFND4226700FLEETCOR TECHNOLOGIES INCCOM339041105406915151SHSOLE 1515100FLIR SYS INCCOM302445101604371070243SHSOLE 107024300FLOWERS FOODS INCCOM34349810161125675SHSOLE 2567500FMC CORPCOM NEW3024913033793427SHDFND4342700FMC CORPCOM NEW302491303484943837SHSOLE 4383700FORD MTR CO DELCOM3453708601271103790SHDFND410379000FORD MTR CO DELCOM3453708609331761398SHSOLE 76139800FORTINET INCCOM34959E1096713637SHDFND4363700FORTINET INCCOM34959E109452224520SHSOLE 2452000FORTIS INCCOM3495531073147240SHDFND3724000FORTIS INCCOM3495531072834636533712SHSOLE 653371200FORTIVE CORPCOM34959J1086228807SHDFND4880700FORTUNE BRANDS HOME & SEC INCOM34964C1063403548SHDFND4354800FORTUNE BRANDS HOME & SEC INCOM34964C106458947887SHSOLE 4788700FOX CORPCL A COM35137L1053258991SHDFND4899100FOX CORPCL A COM35137L105192853404SHSOLE 5340400FOX CORPCL B COM35137L2047076202566SHSOLE 20256600FOX CORPCL B COM35137L2042426928SHDFND3692800FRANCO NEV CORPCOM3518581052006321601247SHSOLE 160124700FRANKLIN RESOURCES INCCOM3546131012468303SHDFND4830300FRANKLIN RESOURCES INCCOM354613101179660673SHSOLE 6067300FREEPORT-MCMORAN INCCL B35671D857127838797SHDFND43879700FREEPORT-MCMORAN INCCL B35671D857429301303658SHSOLE 130365800FRONTDOOR INCCOM35905A109141326284SHSOLE 2628400FTI CONSULTING INCCOM3029411096034307SHSOLE 430700FUBOTV INCCOM35953D104185683918SHSOLE 8391800FUELCELL ENERGY INCCOM35952H60161042362SHSOLE 4236200FULGENT GENETICS INCCOM3596641093643762SHSOLE 376200GALLAGHER ARTHUR J & COCOM36357610912603101012SHSOLE 10101200GALLAGHER ARTHUR J & COCOM3635761096435151SHDFND4515100GAP INCCOM3647601082147183SHSOLE 718300GARMIN LTDSHSH2906T1096074601SHDFND4460100GARTNER INCCOM3666511074312359SHDFND4235900GARTNER INCCOM366651107638334967SHSOLE 3496700GENERAC HLDGS INCCOM3687361045421654SHDFND4165400GENERAC HLDGS INCCOM368736104331310118SHSOLE 1011800GENERAL DYNAMICS CORPCOM36955010813027169SHDFND4716900GENERAL DYNAMICS CORPCOM36955010823244128023SHSOLE 12802300GENERAL ELECTRIC COCOM369604103343002612338SHSOLE 261233800GENERAL ELECTRIC COCOM36960410341231379SHDFND33137900GENERAL ELECTRIC COCOM3696041033070233805SHDFND423380500GENERAL MLS INCCOM370334104114018585SHDFND41858500GENERAL MLS INCCOM3703341046637108241SHSOLE 10824100GENERAL MTRS COCOM37045V100191633341SHDFND43334100GENERAL MTRS COCOM37045V10043862763340SHSOLE 76334000GENPACT LIMITEDSHSG3922B10723886557835SHSOLE 55783500GENTEX CORPCOM37190110952114619SHSOLE 1461900GENUINE PARTS COCOM3724601055134434SHDFND4443400GENUINE PARTS COCOM372460105503343539SHSOLE 4353900GEVO INCCOM PAR3743964061318134362SHSOLE 13436200GFL ENVIRONMENTAL INCSUB VTG SHS36168Q1048858253552SHSOLE 25355200GILDAN ACTIVEWEAR INCCOM375916103499911633829SHSOLE 163382900GILEAD SCIENCES INCCOM375558103248538444SHDFND43844400GILEAD SCIENCES INCCOM37555810340509626777SHSOLE 62677700GLACIER BANCORP INC NEWCOM37637Q1055179050SHSOLE 905000GLOBAL PMTS INCCOM37940X102889944147SHSOLE 4414700GLOBAL PMTS INCCOM37940X10215997932SHDFND4793200GLOBANT S ACOML44385109857941323SHSOLE 4132300GLOBE LIFE INCCOM37959E1022442526SHDFND4252600GLOBE LIFE INCCOM37959E102232724079SHSOLE 2407900GOHEALTH INCCOM CL A38046W105100586000SHSOLE 8600000GOLDMAN SACHS ETF TRACTIVEBETA EME381430206209653067SHDFND 5306700GOLDMAN SACHS GROUP INCCOM38141G10429909145SHDFND4914500GOLDMAN SACHS GROUP INCCOM38141G104117326358794SHSOLE 35879400GRACO INCCOM3841091045367479SHSOLE 747900GRAFTECH INTL LTDCOM3843135087353601200SHSOLE 60120000GRAHAM HLDGS COCOM CL B38463710412532227SHSOLE 222700GRAINGER W W INCCOM3848021044821201SHDFND4120100GRAINGER W W INCCOM38480210428617135SHSOLE 713500GRAND CANYON ED INCCOM38526M1064544239SHSOLE 423900GRAPHIC PACKAGING HLDG COCOM388689101109060029SHSOLE 6002900GRUBHUB INCCOM40011010225080418000SHSOLE 41800000GUIDEWIRE SOFTWARE INCCOM40171V1003933872SHSOLE 387200HAIN CELESTIAL GROUP INCCOM40521710052512046SHSOLE 1204600HALLIBURTON COCOM40621610151524007SHDFND42400700HALLIBURTON COCOM4062161017640356009SHSOLE 35600900HANESBRANDS INCCOM41034510220710522SHDFND41052200HANESBRANDS INCCOM410345102160181396SHSOLE 8139600HANNON ARMSTRONG SUST INFR CNOTE 4.125% 9/041068XAB62770613422000PRNDFND10134220000HANOVER INS GROUP INCCOM410867105265420500SHSOLE 2050000HARTFORD FINL SVCS GROUP INCCOM416515104386557866SHSOLE 5786600HARTFORD FINL SVCS GROUP INCCOM41651510474111090SHDFND41109000HASBRO INCCOM418056107217222603SHSOLE 2260300HASBRO INCCOM4180561073854010SHDFND4401000HAWAIIAN ELEC INDUSTRIESCOM41987010058013060SHSOLE 1306000HCA HEALTHCARE INCCOM40412C10113207007SHDFND4700700HCA HEALTHCARE INCCOM40412C10119954105945SHSOLE 10594500HDFC BANK LTDSPONSORED ADS40415F1014125300SHDFND 530000HEALTHPEAK PROPERTIES INCCOM42250P10344514018SHDFND41401800HEALTHPEAK PROPERTIES INCCOM42250P103273186051SHSOLE 8605100HEICO CORP NEWCOM422806109429034100SHSOLE 3410000HELEN OF TROY LTDCOMG4388N1064832295SHSOLE 229500HENRY JACK & ASSOC INCCOM4262811013132062SHDFND4206200HENRY JACK & ASSOC INCCOM426281101184412153SHSOLE 1215300HENRY SCHEIN INCCOM8064071022663841SHDFND4384100HENRY SCHEIN INCCOM806407102161423315SHSOLE 2331500HERSHEY COCOM427866108946359831SHSOLE 5983100HERSHEY COCOM4278661087254587SHDFND4458700HESS CORPCOM42809H1075277442SHDFND4744200HESS CORPCOM42809H107308843645SHSOLE 4364500HEWLETT PACKARD ENTERPRISE CCOM42824C10953433918SHDFND43391800HEWLETT PACKARD ENTERPRISE CCOM42824C1093272207847SHSOLE 20784700HILTON WORLDWIDE HLDGS INCCOM43300A2038917365SHDFND4736500HILTON WORLDWIDE HLDGS INCCOM43300A203540144666SHSOLE 4466600HOLLYFRONTIER CORPCOM43610610885523885SHSOLE 2388500HOLOGIC INCCOM436440101311141820SHSOLE 4182000HOLOGIC INCCOM4364401015056794SHDFND4679400HOME DEPOT INCCOM43707610279733261208SHSOLE 26120800HOME DEPOT INCCOM4370761021008333033SHDFND43303300HOME DEPOT INCCOM4370761029183008SHDFND3300800HOME DEPOT INCCOM4370761021727756600SHDFND 5660000HONEYWELL INTL INCCOM4385161068784045SHDFND3404500HONEYWELL INTL INCCOM438516106464321391SHDFND42139100HONEYWELL INTL INCCOM43851610689710413278SHSOLE 41327800HORMEL FOODS CORPCOM4404521003487290SHDFND4729000HORMEL FOODS CORPCOM440452100261054617SHSOLE 5461700HOST HOTELS & RESORTS INCCOM44107P10430718209SHDFND41820900HOST HOTELS & RESORTS INCCOM44107P1041899112678SHSOLE 11267800HOWMET AEROSPACE INCCOM4432011088409261704SHSOLE 26170400HOWMET AEROSPACE INCCOM44320110852816433SHDFND31643300HOWMET AEROSPACE INCCOM44320110832710187SHDFND41018700HP INCCOM40434L105123038746SHDFND43874600HP INCCOM40434L1056412201962SHSOLE 20196200HUBBELL INCCOM443510607753140298SHSOLE 4029800HUBSPOT INCNOTE 0.250% 6/0443573AB6320656441289PRNDFND1064412890HUMANA INCCOM44485910214733513SHDFND4351300HUMANA INCCOM4448591023941894020SHSOLE 9402000HUNT J B TRANS SVCS INCCOM4456581073682191SHDFND4219100HUNT J B TRANS SVCS INCCOM445658107284416921SHSOLE 1692100HUNTINGTON BANCSHARES INCCOM44615010450832286SHDFND43228600HUNTINGTON BANCSHARES INCCOM4461501042591164828SHSOLE 16482800HUNTINGTON INGALLS INDS INCCOM4464131062701311SHDFND4131100HUNTINGTON INGALLS INDS INCCOM446413106867342133SHSOLE 4213300HUNTSMAN CORPCOM4470111074235146900SHSOLE 14690000IAA INCCOM4492531038052146020SHSOLE 14602000IAC INTERACTIVECORP NEWCOM44891N109414019140SHSOLE 1914000ICICI BANK LIMITEDADR45104G10421113163SHDFND31316300ICU MED INCCOM44930G1074372127SHSOLE 212700IDACORP INCCOM451107106178917900SHSOLE 1790000IDEX CORPCOM45167R1044202005SHDFND4200500IDEX CORPCOM45167R104258912367SHSOLE 1236700IDEXX LABS INCCOM45168D10411212291SHDFND4229100IDEXX LABS INCCOM45168D104965519732SHSOLE 1973200IHS MARKIT LTDSHSG475671059479780SHDFND4978000IHS MARKIT LTDSHSG4756710515505160208SHSOLE 16020800ILLINOIS TOOL WKS INCCOM45230810919708895SHDFND4889500ILLINOIS TOOL WKS INCCOM4523081091024246233SHSOLE 4623300ILLINOIS TOOL WKS INCCOM4523081094432000SHDFND 200000ILLUMINA INCCOM45232710914673815SHSOLE 381500ILLUMINA INCCOM45232710914893878SHDFND4387800ILLUMINA INCNOTE 0.500% 6/1452327AH22311915351000PRNDFND10153510000ILLUMINA INCNOTE 0.500% 6/1452327AH283835575000SHSOLE 557500000IMPERIAL OIL LTDCOM NEW453038408526802175215SHSOLE 217521500INCYTE CORPCOM45337C1024054985SHDFND4498500INCYTE CORPCOM45337C102290035684SHSOLE 3568400INFOSYS LTDSPONSORED ADR45678810825813800SHDFND 1380000INGERSOLL RAND INCCOM45687V10650010155SHDFND41015500INGERSOLL RAND INCCOM45687V106405782442SHSOLE 8244200INPHI CORPCOM45772F1071284672000SHSOLE 7200000INSULET CORPNOTE 1.375%11/145784PAH442011500000PRNDFND1015000000INTEGRA LIFESCIENCES HLDGS CCOM NEW457985208667296567SHSOLE 9656700INTEL CORPCOM458140100267841844SHDFND34184400INTEL CORPCOM4581401007967124477SHDFND412447700INTEL CORPCOM4581401001375022148472SHSOLE 214847200INTERACTIVE BROKERS GROUP INCOM CL A45841N107383952561SHSOLE 5256100INTERCONTINENTAL EXCHANGE INCOM45866F104176615810SHDFND10158100INTERCONTINENTAL EXCHANGE INCOM45866F104167414988SHDFND41498800INTERCONTINENTAL EXCHANGE INCOM45866F10435615318906SHSOLE 31890600INTERCORP FINL SVCS INCSHSP5626F12838913045SHDFND51304500INTERNATIONAL BUSINESS MACHSCOM459200101364227333SHDFND42733300INTERNATIONAL BUSINESS MACHSCOM45920010119431145815SHSOLE 14581500INTERNATIONAL FLAVORS&FRAGRACOM45950610191209653311SHSOLE 65331100INTERNATIONAL FLAVORS&FRAGRACOM45950610110557554SHDFND4755400INTERNATIONAL PAPER COCOM46014610365412098SHDFND41209800INTERNATIONAL PAPER COCOM460146103622721151683SHSOLE 115168300INTERPUBLIC GROUP COS INCCOM46069010035412115SHDFND41211500INTERPUBLIC GROUP COS INCCOM460690100117440209SHSOLE 4020900INTUITCOM46120210327887278SHDFND4727800INTUITCOM4612021032717070930SHSOLE 7093000INTUITIVE SURGICAL INCCOM NEW46120E6021486820120SHDFND 2012000INTUITIVE SURGICAL INCCOM NEW46120E60223173136SHDFND4313600INTUITIVE SURGICAL INCCOM NEW46120E6021329617993SHSOLE 1799300INVESCO EXCHANGE TRADED FD TFTSE RAFI 150046137V5973982255SHDFND 225500INVESCO LTDSHSG491BT10827110763SHDFND41076300INVESCO LTDSHSG491BT108151860174SHSOLE 6017400INVESCO QQQ TRUNIT SER 146090E10311163494SHSOLE 349400INVITAE CORPCOM46185L1032035350SHSOLE 535000IPG PHOTONICS CORPCOM44980X10912105734SHSOLE 573400IQVIA HLDGS INCCOM46266C1059775060SHDFND4506000IQVIA HLDGS INCCOM46266C105534227654SHSOLE 2765400IRON MTN INC NEWCOM46284V1012777471SHDFND4747100IRON MTN INC NEWCOM46284V101175847510SHSOLE 4751000ISHARES INCEM MKTS DIV ETF46428631994924225SHDFND 2422500ISHARES INCMSCI BRAZIL ETF46428640041112300SHDFND 1230000ISHARES INCMSCI BRAZIL ETF464286400916122738771SHDFND5273877100ISHARES INCMSCI BRAZIL ETF464286400116834930SHSOLE 3493000ISHARES INCMSCI BRAZIL ETF4642864005018150000SHCallDFND715000000ISHARES INCMSCI CDA ETF46428650911918350000SHPutDFND735000000ISHARES INCMSCI CDA ETF464286509235669200SHDFND56920000ISHARES INCMSCI EMERG MRKT4642865334587255SHDFND 725500ISHARES INCMSCI EURZONE ETF46428660818543399400SHDFND539940000ISHARES INCMSCI EURZONE ETF4642866082094500SHDFND 450000ISHARES INCMSCI CHILE ETF46428664075321981SHDFND 2198100ISHARES INCMSCI FRANCE ETF46428670752215000SHDFND 1500000ISHARES INCMSCI FRANCE ETF464286707227065180SHDFND56518000ISHARES INCMSCI STH KOR ETF46428677298410971SHDFND 1097100ISHARES INCMSCI GERMANY ETF46428680645813700SHDFND 1370000ISHARES INCMSCI GERMANY ETF464286806126537842SHDFND53784200ISHARES INCMSCI MEXICO ETF4642868223077000SHSOLE 700000ISHARES INCCORE MSCI EMKT46434G10390914131SHDFND51413100ISHARES INCMSCI JPN ETF NEW46434G8221027801500000SHSOLE 150000000ISHARES INCMSCI JPN ETF NEW46434G822859581254484SHDFND5125448400ISHARES S&P GSCI COMMODITY-UNIT BEN INT46428R10724817752SHDFND31775200ISHARES SILVER TRISHARES46428Q10921632953248SHSOLE 95324800ISHARES TRMORNINGSTAR GRWT46428711915535384SHDFND3538400ISHARES TRSELECT DIVID ETF4642871686275495SHDFND3549500ISHARES TRCHINA LG-CAP ETF46428718451311000SHDFND 1100000ISHARES TRCHINA LG-CAP ETF46428718448510394SHDFND31039400ISHARES TRCHINA LG-CAP ETF46428718415769337950SHDFND533795000ISHARES TRCHINA LG-CAP ETF464287184113924400SHSOLE 2440000ISHARES TRCHINA LG-CAP ETF4642871844666100000SHCallDFND710000000ISHARES TRCHINA LG-CAP ETF4642871849332200000SHPutDFND720000000ISHARES TRCORE S&P500 ETF464287200126717318528SHDFND531852800ISHARES TRCORE S&P500 ETF4642872004376021100000SHSOLE 110000000ISHARES TRCORE S&P500 ETF4642872007911988SHDFND3198800ISHARES TRCORE S&P500 ETF46428720030237600SHDFND 760000ISHARES TRCORE US AGGBD ET4642872262384742095000SHSOLE 209500000ISHARES TRMSCI EMG MKT ETF464287234197437000SHDFND 3700000ISHARES TRMSCI EMG MKT ETF46428723418036338133SHDFND333813300ISHARES TRMSCI EMG MKT ETF464287234361867828SHDFND56782800ISHARES TRMSCI EMG MKT ETF46428723415735295000SHCallDFND729500000ISHARES TRMSCI EMG MKT ETF46428723434672650000SHPutDFND765000000ISHARES TRIBOXX INV CP ETF464287242262720198SHDFND52019800ISHARES TRIBOXX INV CP ETF46428724265025500000SHSOLE 50000000ISHARES TRS&P 500 GRWT ETF464287309193529719SHDFND32971900ISHARES TRGLOB HLTHCRE ETF4642873254996475SHDFND3647500ISHARES TRGLOBAL ENERG ETF4642873416418260342SHSOLE 26034200ISHARES TRLATN AMER 40 ETF4642873903722134800SHDFND 13480000ISHARES TRLATN AMER 40 ETF4642873902298294SHDFND3829400ISHARES TRS&P 500 VAL ETF464287408439131088SHDFND 3108800ISHARES TRMSCI EAFE ETF46428746529018382470SHDFND338247000ISHARES TRMSCI EAFE ETF46428746513477177639SHSOLE 17763900ISHARES TRRUS MD CP GR ETF4642874816826680SHDFND 668000ISHARES TRRUS MID CAP ETF4642874997758104942SHSOLE 10494200ISHARES TRCORE S&P MCP ETF46428750754424209098SHDFND320909800ISHARES TRNASDAQ BIOTECH4642875563272169SHDFND5216900ISHARES TRGLOBAL 100 ETF464287572168325496SHDFND32549600ISHARES TRU.S. CNSM SV ETF46428758077210312SHDFND 1031200ISHARES TRRUS 1000 VAL ETF46428759846278305365SHDFND330536500ISHARES TRRUS 1000 VAL ETF46428759815666103375SHSOLE 10337500ISHARES TRRUS 1000 GRW ETF46428761455656228999SHDFND322899900ISHARES TRRUS 1000 GRW ETF464287614712329306SHSOLE 2930600ISHARES TRRUS 2000 VAL ETF4642876306624150SHSOLE 415000ISHARES TRRUS 2000 VAL ETF4642876301116370000SHCallDFND77000000ISHARES TRRUS 2000 VAL ETF4642876306384001SHDFND3400100ISHARES TRRUSSELL 2000 ETF4642876554201901SHDFND3190100ISHARES TRRUSSELL 2000 ETF46428765547485214923SHSOLE 21492300ISHARES TRRUSSELL 2000 ETF464287655220910000SHCallDFND71000000ISHARES TRRUSSELL 2000 ETF464287655168467762500SHPutDFND776250000ISHARES TRU.S. TECH ETF464287721119413615SHDFND31361500ISHARES TRU.S. FIN SVC ETF464287770414524202SHDFND32420200ISHARES TRU.S. FINLS ETF464287788292039000SHDFND 3900000ISHARES TRCORE S&P SCP ETF46428780449120452594SHDFND345259400ISHARES TRU.S. CNSM GD ETF4642878123361896SHDFND 189600ISHARES TRU.S. BAS MTL ETF464287838415633097SHDFND33309700ISHARES TRMSCI AC ASIA ETF4642881821211401307354SHDFND5130735400ISHARES TRMSCI AC ASIA ETF464288182451448720SHDFND 4872000ISHARES TRGL CLEAN ENE ETF4642882246341260208SHSOLE 26020800ISHARES TRMSCI ACWI ETF464288257644267700SHDFND 6770000ISHARES TRMSCI ACWI ETF4642882572472596SHDFND3259600ISHARES TRMSCI ACWI ETF4642882572017182120000SHSOLE 212000000ISHARES TREAFE SML CP ETF4642882732022812SHDFND3281200ISHARES TRJPMORGAN USD EMG46428828140577372670SHDFND537267000ISHARES TRJPMORGAN USD EMG4642882811306561200000SHSOLE 120000000ISHARES TRINTL SEL DIV ETF46428844847515083SHDFND 1508300ISHARES TRIBOXX HI YD ETF46428851313064149845SHDFND514984500ISHARES TRSHORT TREAS BD464288679330329890SHDFND 2989000ISHARES TRMSCI PERU ETF4642898424954145739SHDFND514573900ISHARES TRMSCI INDIA ETF46429B59842210000SHDFND51000000ISHARES TRMSCI CHINA ETF46429B6711464871792990SHDFND5179299000ISHARES TRMSCI CHINA ETF46429B671474758100SHDFND 5810000ISHARES TRMSCI EAFE MIN VL46429B6892182984SHDFND 298400ISHARES TRMSCI USA MIN VOL46429B697145521030SHDFND 2103000ISHARES TRMSCI USA MIN VOL46429B6973364856SHDFND3485600ISHARES TRMSCI USA MMENTM46432F3967544690SHDFND5469000ISHARES TRCORE MSCI TOTAL46432F8344736730SHDFND3673000ISHARES TRCORE MSCI EAFE46432F84292512839SHDFND 1283900ISHARES TR0-5YR INVT GR CP46434V1002625060SHDFND3506000ISHARES TRMSCI USA MULTIFT46434V282144935659SHDFND 3565900ISHARES TRMSCI INTL QUALTY46434V45646012614SHDFND51261400ISHARES TRHDG MSCI EAFE46434V8032357133SHDFND 713300ISHARES TRBLACKROCK ULTRA46434V8784017937SHDFND3793700ISHARES TRCONV BD ETF46435G10239809405300SHDFND540530000ISHARES TRMSCI UK ETF NEW46435G33440412900SHSOLE 1290000ITT INCCOM45073V108309534046SHSOLE 3404600J P MORGAN EXCHANGE-TRADED FULTRA SHRT INC46641Q8373015928SHDFND5592800J2 GLOBAL INCNOTE 3.250% 6/148123VAC650502979621PRNDFND1029796210JABIL INCCOM466313103440984529SHSOLE 8452900JACOBS ENGR GROUP INCCOM4698141074353366SHDFND4336600JACOBS ENGR GROUP INCCOM469814107274021194SHSOLE 2119400JAMF HLDG CORPCOM47074L105152743229SHSOLE 4322900JD.COM INCSPON ADR CL A47215P1062022400SHDFND 240000JEFFERIES FINL GROUP INCCOM47233W109329881095960SHSOLE 109596000JOHNSON & JOHNSONCOM478160104834750790SHDFND 5079000JOHNSON & JOHNSONCOM478160104118544721291SHSOLE 72129100JOHNSON & JOHNSONCOM47816010410436346SHDFND3634600JOHNSON & JOHNSONCOM4781601041322480463SHDFND48046300JOHNSON CTLS INTL PLCSHSG51502105132722235SHDFND42223500JPMORGAN CHASE & COCOM46625H100985664745SHDFND 6474500JPMORGAN CHASE & COCOM46625H10010316773SHDFND3677300JPMORGAN CHASE & COCOM46625H1001239081390SHDFND48139000JPMORGAN CHASE & COCOM46625H1003680592417774SHSOLE 241777400JUMIA TECHNOLOGIES AGSPONSORED ADS48138M10559616800SHSOLE 1680000JUNIPER NETWORKS INCCOM48203R10425410040SHDFND41004000JUNIPER NETWORKS INCCOM48203R104132852425SHSOLE 5242500KANSAS CITY SOUTHERNCOM NEW48517030250468191224SHSOLE 19122400KANSAS CITY SOUTHERNCOM NEW4851703026572489SHDFND4248900KELLOGG COCOM487836108257440659SHSOLE 4065900KELLOGG COCOM4878361084957820SHDFND4782000KEYCORPCOM49326710861030508SHDFND43050800KEYCORPCOM49326710818065904177SHSOLE 90417700KEYSIGHT TECHNOLOGIES INCCOM49338L1037004884SHDFND4488400KEYSIGHT TECHNOLOGIES INCCOM49338L103480633513SHSOLE 3351300KIMBERLY-CLARK CORPCOM494368103144110361SHDFND41036100KIMBERLY-CLARK CORPCOM49436810328445204569SHSOLE 20456900KIMCO RLTY CORPCOM49446R10922011744SHDFND41174400KIMCO RLTY CORPCOM49446R109129669126SHSOLE 6912600KINDER MORGAN INC DELCOM49456B10185151114SHDFND45111400KINDER MORGAN INC DELCOM49456B10112074725149SHSOLE 72514900KINROSS GOLD CORPCOM49690240410433615668196SHSOLE 1566819600KIRKLAND LAKE GOLD LTDCOM49741E100711732107994SHSOLE 210799400KKR & CO INCCOM48251W104182637372SHSOLE 3737200KLA CORPCOM NEW48248010013674137SHDFND4413700KLA CORPCOM NEW48248010062428188946SHSOLE 18894600KNIGHT-SWIFT TRANSN HLDGS INCL A49904910451210639SHSOLE 1063900KOHLS CORPCOM50025510418101303649SHSOLE 30364900KRAFT HEINZ COCOM50075410669517376SHDFND41737600KRAFT HEINZ COCOM5007541064828120695SHSOLE 12069500KROGER COCOM50104410185623773SHDFND42377300KROGER COCOM5010441014929136967SHSOLE 13696700L BRANDS INCCOM5017971044086603SHDFND4660300L BRANDS INCCOM50179710419258311311SHSOLE 31131100L3HARRIS TECHNOLOGIES INCCOM50243110911435638SHDFND4563800L3HARRIS TECHNOLOGIES INCCOM502431109715135281SHSOLE 3528100LABORATORY CORP AMER HLDGSCOM NEW50540R4092601019SHDFND3101900LABORATORY CORP AMER HLDGSCOM NEW50540R4096642605SHDFND4260500LABORATORY CORP AMER HLDGSCOM NEW50540R409758629747SHSOLE 2974700LAM RESEARCH CORPCOM51280710822863841SHDFND4384100LAM RESEARCH CORPCOM5128071081894131820SHSOLE 3182000LAMB WESTON HLDGS INCCOM5132721043023899SHDFND4389900LAMB WESTON HLDGS INCCOM513272104463059755SHSOLE 5975500LANDSTAR SYS INCCOM5150981015273194SHSOLE 319400LAS VEGAS SANDS CORPCOM5178341075499032SHDFND4903200LAS VEGAS SANDS CORPCOM51783410741285679469SHSOLE 67946900LAUDER ESTEE COS INCCL A51843910417385974SHDFND4597400LAUDER ESTEE COS INCCL A5184391041072436872SHSOLE 3687200LAUDER ESTEE COS INCCL A5184391041789661530SHDFND 6153000LAZARD LTDSHS AG540501024891112400SHSOLE 11240000LEGGETT & PLATT INCCOM52466010797021258SHSOLE 2125800LEIDOS HOLDINGS INCCOM5253271023303432SHDFND4343200LEIDOS HOLDINGS INCCOM525327102830586259SHSOLE 8625900LENNAR CORPCL A5260571047607509SHDFND4750900LENNAR CORPCL A526057104450444493SHSOLE 4449300LENNAR CORPCL B526057302220526783SHSOLE 2678300LEXINGTON REALTY TRUSTCOM52904310152347060SHSOLE 4706000LIBERTY BROADBAND CORPCOM SER C530307305413527537SHSOLE 2753700LIBERTY MEDIA CORP DELCOM C SIRIUSXM531229607113125644SHSOLE 2564400LILLY ELI & COCOM53245710839721212619SHSOLE 21261900LILLY ELI & COCOM53245710818319801SHDFND3980100LILLY ELI & COCOM532457108459424590SHDFND42459000LINCOLN NATL CORP INDCOM534187109110117684SHSOLE 1768400LINCOLN NATL CORP INDCOM5341871093325330SHDFND4533000LINDE PLCSHSG5494J103392614016SHDFND41401600LIVE NATION ENTERTAINMENT INCOM5380341093293889SHDFND4388900LIVE NATION ENTERTAINMENT INCOM538034109138516365SHSOLE 1636500LKQ CORPCOM5018892083277733SHDFND4773300LKQ CORPCOM501889208358484673SHSOLE 8467300LOCKHEED MARTIN CORPCOM539830109530114347SHDFND 1434700LOCKHEED MARTIN CORPCOM53983010928017581SHDFND4758100LOCKHEED MARTIN CORPCOM53983010978545212572SHSOLE 21257200LOEWS CORPCOM5404241083226288SHDFND4628800LOEWS CORPCOM540424108185936261SHSOLE 3626100LOWES COS INCCOM548661107371919553SHDFND41955300LOWES COS INCCOM54866110722366117603SHSOLE 11760300LPL FINL HLDGS INCCOM50212V10030905217393SHSOLE 21739300LULULEMON ATHLETICA INCCOM550021109381112426SHSOLE 1242600LUMEN TECHNOLOGIES INCCOM55024110337928422SHDFND42842200LUMEN TECHNOLOGIES INCCOM5502411032105157694SHSOLE 15769400LUMINAR TECHNOLOGIES INCCOM CL A55042410528611760SHSOLE 1176000LYONDELLBASELL INDUSTRIES NSHS - A -N537451008257929SHDFND4792900M & T BK CORPCOM55261F1046053991SHDFND4399100M & T BK CORPCOM55261F104311620550SHSOLE 2055000MACQUARIE INFRASTRUCTURE CORCOM55608B10526178822940SHSOLE 82294000MADISON SQUARE GRDN SPRT CORCL A55825T103610234000SHSOLE 3400000MAGNA INTL INCCOM5592224012491392829283SHSOLE 282928300MAGNITE INCCOM55955D10049211800SHSOLE 1180000MANHATTAN ASSOCIATES INCCOM562750109130711139SHSOLE 1113900MANULIFE FINL CORPCOM56501R10653717225400029SHSOLE 2540002900MARATHON DIGITAL HOLDINGS INCOM5657881066288130914SHSOLE 13091400MARATHON OIL CORPCOM56584910623522023SHDFND42202300MARATHON OIL CORPCOM5658491061822170649SHSOLE 17064900MARATHON PETE CORPCOM56585A10292717328SHDFND41732800MARATHON PETE CORPCOM56585A102914271709236SHSOLE 170923600MARKETAXESS HLDGS INCCOM57060D108489982SHDFND498200MARKETAXESS HLDGS INCCOM57060D10834606948SHSOLE 694800MARRIOTT INTL INC NEWCL A57190320210497084SHDFND4708400MARRIOTT INTL INC NEWCL A571903202632642712SHSOLE 4271200MARSH & MCLENNAN COS INCCOM571748102164113470SHDFND41347000MARSH & MCLENNAN COS INCCOM57174810214539119366SHSOLE 11936600MARSH & MCLENNAN COS INCCOM5717481024363579SHDFND3357900MARTIN MARIETTA MATLS INCCOM5732841062520775062SHSOLE 7506200MARTIN MARIETTA MATLS INCCOM5732841065621673SHDFND4167300MASCO CORPCOM5745991064036731SHDFND4673100MASCO CORPCOM5745991068018133859SHSOLE 13385900MASIMO CORPCOM5747951001116048592SHSOLE 4859200MASTERCARD INCORPORATEDCL A57636Q1042348765965SHDFND 6596500MASTERCARD INCORPORATEDCL A57636Q104833023396SHDFND42339600MASTERCARD INCORPORATEDCL A57636Q104243207683069SHSOLE 68306900MATCH GROUP INC NEWCOM57667L107581842349SHSOLE 4234900MAXIM INTEGRATED PRODS INCCOM57772K101127013897SHDFND41389700MAXIM INTEGRATED PRODS INCCOM57772K1011316231440545SHSOLE 144054500MAXIMUS INCCOM5779331045406068SHSOLE 606800MCCORMICK & CO INCCOM NON VTG5797802065826524SHDFND4652400MCCORMICK & CO INCCOM NON VTG579780206354439750SHSOLE 3975000MCDONALDS CORPCOM580135101511722830SHDFND42283000MCDONALDS CORPCOM58013510169136308452SHSOLE 30845200MCKESSON CORPCOM58155Q1038474344SHDFND4434400MCKESSON CORPCOM58155Q10322403114866SHSOLE 11486600MEDTRONIC PLCSHSG5960L103486641193SHDFND44119300MELCO RESORTS AND ENTMNT LTDADR58546410023211650SHDFND41165000MERCADOLIBRE INCCOM58733R102427290SHDFND 29000MERCADOLIBRE INCNOTE 2.000% 8/158733RAD45861118371678PRNDFND10183716780MERCK & CO. INCCOM58933Y1051547642007580SHSOLE 200758000MERCK & CO. INCCOM58933Y1052122755SHDFND 275500MERCK & CO. INCCOM58933Y105198425736SHDFND32573600MERCK & CO. INCCOM58933Y105598077573SHDFND47757300MERCURY GENL CORP NEWCOM589400100386063476SHSOLE 6347600MERCURY SYS INCCOM5893781084906942SHSOLE 694200METLIFE INCCOM59156R108125220597SHDFND42059700METLIFE INCCOM59156R10814221233933SHSOLE 23393300METTLER TOLEDO INTERNATIONALCOM592688105728630SHDFND463000METTLER TOLEDO INTERNATIONALCOM59268810543673779SHSOLE 377900MGIC INVT CORP WISCOM552848103833656019100SHSOLE 601910000MGM RESORTS INTERNATIONALCOM55295310143511458SHDFND41145800MGM RESORTS INTERNATIONALCOM55295310129159767550SHSOLE 76755000MICROCHIP TECHNOLOGY INC.COM59501710410586814SHDFND4681400MICROCHIP TECHNOLOGY INC.COM595017104610939354SHSOLE 3935400MICROCHIP TECHNOLOGY INC.NOTE 1.625% 2/1595017AD6176255120000PRNDFND1051200000MICRON TECHNOLOGY INCCOM595112103260329513SHDFND42951300MICRON TECHNOLOGY INCCOM59511210330982351227SHSOLE 35122700MICROSOFT CORPCOM59491810429300124270SHDFND 12427000MICROSOFT CORPCOM594918104501621275SHDFND32127500MICROSOFT CORPCOM59491810447383200971SHDFND420097100MICROSOFT CORPCOM59491810422692409624803SHSOLE 962480300MID-AMER APT CMNTYS INCCOM59522J1034563162SHDFND4316200MID-AMER APT CMNTYS INCCOM59522J103269918699SHSOLE 1869900MIDDLEBY CORPCOM59627810172379436673SHSOLE 43667300MODERNA INCCOM60770K1074403361SHSOLE 336100MOHAWK GROUP HLDGS INCCOM60818910670823976SHSOLE 2397600MOHAWK INDS INCCOM6081901043131630SHDFND4163000MOHAWK INDS INCCOM6081901041093756872SHSOLE 5687200MOLINA HEALTHCARE INCCOM60855R100863536938SHSOLE 3693800MOLSON COORS BEVERAGE COCL B60871R2092665205SHDFND4520500MOLSON COORS BEVERAGE COCL B60871R2097575148090SHSOLE 14809000MONDELEZ INTL INCCL A6092071052113605SHDFND3360500MONDELEZ INTL INCCL A609207105257343958SHDFND44395800MONDELEZ INTL INCCL A60920710542196720932SHSOLE 72093200MONGODB INCCL A60937P1063471296SHSOLE 129600MONOLITHIC PWR SYS INCCOM6098391053921110SHDFND4111000MONOLITHIC PWR SYS INCCOM60983910524606964SHSOLE 696400MONSTER BEVERAGE CORP NEWCOM61174X1098949810SHDFND4981000MONSTER BEVERAGE CORP NEWCOM61174X10915300167963SHSOLE 16796300MOODYS CORPCOM6153691051622254325SHSOLE 5432500MOODYS CORPCOM61536910512874311SHDFND4431100MORGAN STANLEYCOM NEW61744644812426160000SHPutDFND716000000MORGAN STANLEYCOM NEW6174464487766100000SHCallDFND710000000MORGAN STANLEYCOM NEW617446448809361042345SHSOLE 104234500MORGAN STANLEYCOM NEW617446448311140054SHDFND44005400MORNINGSTAR INCCOM6177001095032234SHSOLE 223400MOSAIC CO NEWCOM61945C1032979394SHDFND4939400MOSAIC CO NEWCOM61945C10314482458144SHSOLE 45814400MOTOROLA SOLUTIONS INCCOM NEW6200763078564550SHDFND4455000MOTOROLA SOLUTIONS INCCOM NEW620076307964251275SHSOLE 5127500MSC INDL DIRECT INCCL A5535301065385964SHSOLE 596400MSCI INCCOM55354G1009362232SHDFND4223200MSCI INCCOM55354G100600714328SHSOLE 1432800MURPHY USA INCCOM6267551025944108SHSOLE 410800NASDAQ INCCOM6311031084613123SHDFND4312300NASDAQ INCCOM631103108281119065SHSOLE 1906500NATIONAL FUEL GAS COCOM63618010150310070SHSOLE 1007000NATIONAL INSTRS CORPCOM63651810213754318500SHSOLE 31850000NCINO INCCOM63947U10719282289000SHSOLE 28900000NETAPP INCCOM64110D1045076971SHDFND4697100NETAPP INCCOM64110D104258435559SHSOLE 3555900NETEASE INCSPONSORED ADS64110W1028788500SHDFND 850000NETFLIX INCCOM64110L106616111810SHDFND41181000NETFLIX INCCOM64110L106115262220953SHSOLE 22095300NEW JERSEY RES CORPCOM64602510646811743SHSOLE 1174300NEW RELIC INCCOM64829B10015923259000SHSOLE 25900000NEW YORK CMNTY BANCORP INCCOM6494451031621128479SHSOLE 12847900NEW YORK TIMES COCL A65011110748855965130SHSOLE 96513000NEWELL BRANDS INCCOM6512291062619728SHDFND4972800NEWELL BRANDS INCCOM651229106167062378SHSOLE 6237800NEWMARKET CORPCOM65158710715484072SHSOLE 407200NEWMONT CORPCOM651639106129321453SHDFND42145300NEWMONT CORPCOM651639106644091068677SHSOLE 106867700NEWS CORP NEWCL A65249B10927910959SHDFND41095900NEWS CORP NEWCL A65249B109165164913SHSOLE 6491300NEWS CORP NEWCL B65249B208128954958SHSOLE 5495800NEXTERA ENERGY INCCOM65339F101454560114SHDFND46011400NEXTERA ENERGY INCUNIT 99/99/999965339F739799411610000SHSOLE 161000000NEXTERA ENERGY INCUNIT 99/99/999965339F770576311157368SHSOLE 115736800NEXTERA ENERGY INCUNIT 09/01/2022S65339F7961499252601062SHSOLE 260106200NIELSEN HLDGS PLCSHS EURG6518L10825710225SHDFND41022500NIKE INCCL B6541061031750881317541SHSOLE 131754100NIKE INCCL B654106103448133723SHDFND43372300NIKE INCCL B65410610316416123530SHDFND 12353000NIKE INCCL B654106103216416284SHDFND31628400NISOURCE INCCOM65473P10526010776SHDFND41077600NISOURCE INCCOM65473P1054547188594SHSOLE 18859400NOKIA CORPSPONSORED ADR6549022046115404SHDFND31540400NORFOLK SOUTHN CORPCOM65584410818156760SHDFND4676000NORFOLK SOUTHN CORPCOM6558441081086340455SHSOLE 4045500NORTHERN TR CORPCOM6658591046756423SHDFND4642300NORTHERN TR CORPCOM665859104480945746SHSOLE 4574600NORTHROP GRUMMAN CORPCOM666807102851326303SHSOLE 2630300NORTHROP GRUMMAN CORPCOM66680710213384135SHDFND4413500NORTHROP GRUMMAN CORPCOM666807102213664SHDFND 66400NORTONLIFELOCK INCCOM6687711082520118537SHSOLE 11853700NORTONLIFELOCK INCCOM66877110833315684SHDFND41568400NORWEGIAN CRUISE LINE HLDG LSHSG667211042549193SHDFND4919300NORWEGIAN CRUISE LINE HLDG LSHSG66721104139750515SHSOLE 5051500NOV INCCOM62955J10315111031SHDFND41103100NOV INCCOM62955J10311944870582SHSOLE 87058200NOVAVAX INCCOM NEW6700024013441898SHSOLE 189800NRG ENERGY INCCOM NEW6293775082496596SHDFND4659600NRG ENERGY INCCOM NEW6293775086892182661SHSOLE 18266100NU SKIN ENTERPRISES INCCL A67018T105269751000SHSOLE 5100000NUANCE COMMUNICATIONS INCCOM67020Y10022979526553SHSOLE 52655300NUANCE COMMUNICATIONS INCCOM67020Y100361882906SHDFND38290600NUCOR CORPCOM6703461057469295SHDFND4929500NUCOR CORPCOM670346105448255835SHSOLE 5583500NUTRIEN LTDCOM67077M1084303557989823SHSOLE 798982300NUVASIVE INCCOM67070410512439189733SHSOLE 18973300NVIDIA CORPORATIONCOM67066G1042721750975SHDFND 5097500NVIDIA CORPORATIONCOM67066G104882016519SHDFND41651900NVIDIA CORPORATIONCOM67066G104133505250043SHSOLE 25004300NVR INCCOM62944T10543893SHDFND49300NVR INCCOM62944T10553051126SHSOLE 112600NXP SEMICONDUCTORS N VCOMN6596X10914807349SHDFND4734900OAK STR HEALTH INCCOM67181A107119422000SHSOLE 2200000OCCIDENTAL PETE CORPCOM6745991053906146696SHSOLE 14669600OCCIDENTAL PETE CORPCOM67459910559722430SHDFND42243000OKTA INCCL A6792951054191901SHSOLE 190100OLD DOMINION FREIGHT LINE INCOM6795801006172568SHDFND4256800OLD DOMINION FREIGHT LINE INCOM679580100426017719SHSOLE 1771900OLD REP INTL CORPCOM68022310414892681854SHSOLE 68185400OLLIES BARGAIN OUTLET HLDGSCOM6811161094945677SHSOLE 567700OMNICOM GROUP INCCOM6819191065016753SHDFND4675300OMNICOM GROUP INCCOM681919106254734344SHSOLE 3434400ONEMAIN HLDGS INCCOM68268W10327407510190SHSOLE 51019000ONEOK INC NEWCOM68268010359011639SHDFND41163900ONEOK INC NEWCOM682680103289857204SHSOLE 5720400OPEN TEXT CORPCOM6837151061092052290779SHSOLE 229077900ORACLE CORPCOM68389X10521352304291SHSOLE 30429100ORACLE CORPCOM68389X105346449372SHDFND44937200OREILLY AUTOMOTIVE INCCOM67103H1079701912SHDFND4191200OREILLY AUTOMOTIVE INCCOM67103H1073161962334SHSOLE 6233400OTIS WORLDWIDE CORPCOM68902V1073905698SHDFND3569800OTIS WORLDWIDE CORPCOM68902V10775511023SHDFND41102300OTIS WORLDWIDE CORPCOM68902V10750259734246SHSOLE 73424600PACCAR INCCOM69371810897010443SHDFND41044300PACCAR INCCOM693718108872693911SHSOLE 9391100PACKAGING CORP AMERCOM6951561094053015SHDFND4301500PACKAGING CORP AMERCOM695156109392029146SHSOLE 2914600PAN AMERN SILVER CORPCOM6979001088910297004SHSOLE 29700400PARKER-HANNIFIN CORPCOM70109410410903456SHDFND4345600PARKER-HANNIFIN CORPCOM70109410491744290854SHSOLE 29085400PAYCHEX INCCOM7043261079549732SHDFND4973200PAYCHEX INCCOM704326107920293874SHSOLE 9387400PAYCOM SOFTWARE INCCOM70432V1024941335SHDFND4133500PAYCOM SOFTWARE INCCOM70432V10223086238SHSOLE 623800PAYPAL HLDGS INCCOM70450Y10323889834SHDFND3983400PAYPAL HLDGS INCCOM70450Y103759231265SHDFND43126500PAYPAL HLDGS INCCOM70450Y103115091473954SHSOLE 47395400PEGASYSTEMS INCCOM7055731031079394396SHSOLE 9439600PELOTON INTERACTIVE INCCL A COM70614W10036013320285SHSOLE 32028500PEMBINA PIPELINE CORPCOM7063271032363658184178SHSOLE 818417800PENN NATL GAMING INCCOM7075691094103910SHDFND4391000PENN NATL GAMING INCCOM707569109251423978SHSOLE 2397800PENN NATL GAMING INCNOTE 2.750% 5/1707569AU3128272945962PRNDFND1029459620PENTAIR PLCSHSG7S00T1042744397SHDFND4439700PEOPLES UNITED FINANCIAL INCCOM71270410522112354SHDFND41235400PEOPLES UNITED FINANCIAL INCCOM712704105125870260SHSOLE 7026000PEPSICO INCCOM7134481082001414SHDFND3141400PEPSICO INCCOM713448108599742399SHDFND44239900PEPSICO INCCOM7134481081889241335620SHSOLE 133562000PERKINELMER INCCOM7140461093883028SHDFND4302800PERKINELMER INCCOM714046109871167901SHSOLE 6790100PFIZER INCCOM7170811032155944SHDFND 594400PFIZER INCCOM71708110367818714SHDFND31871400PFIZER INCCOM7170811036187170764SHDFND417076400PFIZER INCCOM7170811032761137621159SHSOLE 762115900PG&E CORPCOM69331C108353323017252SHSOLE 301725200PHILIP MORRIS INTL INCCOM7181721092212456SHDFND 245600PHILIP MORRIS INTL INCCOM7181721093565854018310SHSOLE 401831000PHILIP MORRIS INTL INCCOM718172109422547607SHDFND44760700PHILLIPS 66COM7185461043263998SHDFND3399800PHILLIPS 66COM71854610494611602SHDFND41160200PHILLIPS 66COM71854610440912501741SHSOLE 50174100PINNACLE WEST CAP CORPCOM7234841012933602SHDFND4360200PINNACLE WEST CAP CORPCOM723484101423051999SHSOLE 5199900PINTEREST INCCL A72352L106923331247236SHSOLE 124723600PIONEER NAT RES COCOM7237871078525364SHDFND4536400PIONEER NAT RES COCOM7237871071030164859SHSOLE 6485900PLANET FITNESS INCCL A72703H10113277171759SHSOLE 17175900PLUG POWER INCCOM NEW72919P202133037142SHSOLE 3714200PLURALSIGHT INCCOM CL A72941B106547492450725SHSOLE 245072500PNC FINL SVCS GROUP INCCOM693475105226712926SHDFND41292600PNC FINL SVCS GROUP INCCOM6934751051193068012SHSOLE 6801200POOL CORPCOM73278L1053611045SHDFND4104500POOL CORPCOM73278L105358010369SHSOLE 1036900PPG INDS INCCOM6935061079346215SHDFND4621500PPG INDS INCCOM693506107576438362SHSOLE 3836200PPL CORPCOM69351T10668623782SHDFND42378200PPL CORPCOM69351T10611269390727SHSOLE 39072700PRA HEALTH SCIENCES INCCOM69354M108781350954SHSOLE 5095400PREMIER INCCL A74051N10245613468SHSOLE 1346800PRETIUM RES INCNOTE 2.250% 3/174139CAB820061954000PRNDFND1019540000PRICE T ROWE GROUP INCCOM74144T10826373153689SHSOLE 15368900PRICE T ROWE GROUP INCCOM74144T10811836893SHDFND4689300PRINCIPAL FINANCIAL GROUP INCOM74251V10216095268434SHSOLE 26843400PRINCIPAL FINANCIAL GROUP INCOM74251V1024737888SHDFND4788800PROCTER AND GAMBLE COCOM7427181096094497SHDFND3449700PROCTER AND GAMBLE COCOM7427181091021175398SHDFND47539800PROCTER AND GAMBLE COCOM7427181092265721672986SHSOLE 167298600PROGRESSIVE CORPCOM74331510315758164805SHDFND 16480500PROGRESSIVE CORPCOM743315103171217905SHDFND41790500PROGRESSIVE CORPCOM74331510314676153503SHSOLE 15350300PROLOGIS INC.COM74340W1038608113SHDFND3811300PROLOGIS INC.COM74340W103208819697SHDFND41969700PROLOGIS INC.COM74340W10312638119237SHSOLE 11923700PROTECTIVE INS CORPCL A74368L10438416754SHDFND31675400PRUDENTIAL FINL INCCOM74432010295710507SHDFND41050700PRUDENTIAL FINL INCCOM744320102719478967SHSOLE 7896700PTC INCCOM69370C100245817857SHSOLE 1785700PUBLIC STORAGECOM74460D10910044068SHDFND4406800PUBLIC STORAGECOM74460D109836133885SHSOLE 3388500PUBLIC SVC ENTERPRISE GRP INCOM74457310693115456SHDFND41545600PUBLIC SVC ENTERPRISE GRP INCOM7445731067141118613SHSOLE 11861300PULTE GROUP INCCOM7458671013636926SHDFND4692600PULTE GROUP INCCOM745867101228443562SHSOLE 4356200PVH CORPORATIONCOM6936561002051936SHDFND4193600PVH CORPORATIONCOM69365610014358135842SHSOLE 13584200QORVO INCCOM74736K1015613073SHDFND4307300QORVO INCCOM74736K101337218454SHSOLE 1845400QUALCOMM INCCOM747525103399630141SHDFND43014100QUALCOMM INCCOM74752510324123181939SHSOLE 18193900QUANTA SVCS INCCOM74762E1023283729SHDFND4372900QUANTA SVCS INCCOM74762E10213454152923SHSOLE 15292300QUEST DIAGNOSTICS INCCOM74834L1004683644SHDFND4364400QUEST DIAGNOSTICS INCCOM74834L100278721719SHSOLE 2171900QUIDEL CORPCOM74838J1013532758SHSOLE 275800QURATE RETAIL INCCOM SER A74915M1003210273000SHSOLE 27300000RALPH LAUREN CORPCL A751212101698456710SHSOLE 5671000RAYMOND JAMES FINL INCCOM7547301094113356SHDFND4335600RAYMOND JAMES FINL INCCOM754730109245220010SHSOLE 2001000RAYONIER INCCOM75490710342613196SHSOLE 1319600RAYTHEON TECHNOLOGIES CORPCOM75513E101359946572SHDFND44657200RAYTHEON TECHNOLOGIES CORPCOM75513E1011999252587356SHSOLE 258735600RAYTHEON TECHNOLOGIES CORPCOM75513E10191811880SHDFND31188000REALPAGE INCCOM75606N10940513464600SHSOLE 46460000REALPAGE INCNOTE 1.500%11/175606NAB5557267000PRNDFND102670000REALTY INCOME CORPCOM7561091045919303SHDFND4930300REALTY INCOME CORPCOM756109104378659616SHSOLE 5961600REGAL BELOIT CORPCOM758750103162811413SHSOLE 1141300REGENCY CTRS CORPCOM7588491032624621SHDFND4462100REGENCY CTRS CORPCOM758849103143225247SHSOLE 2524700REGENERON PHARMACEUTICALSCOM75886F10713272805SHDFND4280500REGENERON PHARMACEUTICALSCOM75886F107843517828SHSOLE 1782800REGIONS FINANCIAL CORP NEWCOM7591EP10060029052SHDFND42905200REGIONS FINANCIAL CORP NEWCOM7591EP1003212155453SHSOLE 15545300RELIANCE STEEL & ALUMINUM COCOM759509102180911876SHSOLE 1187600RENAISSANCERE HLDGS LTDCOMG7496G10320192126000SHSOLE 12600000REPLIGEN CORPCOM7599161094642387SHSOLE 238700REPUBLIC SVCS INCCOM760759100493449665SHDFND 4966500REPUBLIC SVCS INCCOM7607591005485511SHDFND4551100REPUBLIC SVCS INCCOM76075910021502216431SHSOLE 21643100RESMED INCCOM7611521077513872SHDFND4387200RESMED INCCOM761152107455223461SHSOLE 2346100RESTAURANT BRANDS INTL INCCOM76131D1032153308SHDFND3330800RESTAURANT BRANDS INTL INCCOM76131D1032387933672339SHSOLE 367233900RINGCENTRAL INCCL A76680R2063521182SHSOLE 118200RINGCENTRAL INCNOTE 3/176680RAD985782350000PRNDFND1023500000RIO TINTO PLCSPONSORED ADR7672041003634668SHSOLE 466800RIOT BLOCKCHAIN INCCOM767292105182834298SHSOLE 3429800RITCHIE BROS AUCTIONEERSCOM7677441058619147203SHSOLE 14720300RLI CORPCOM7496071075354799SHSOLE 479900ROBERT HALF INTL INCCOM7703231032663409SHDFND4340900ROBERT HALF INTL INCCOM770323103145218600SHSOLE 1860000ROCKWELL AUTOMATION INCCOM7739031098273117SHDFND4311700ROCKWELL AUTOMATION INCCOM773903109497018723SHSOLE 1872300ROGERS COMMUNICATIONS INCCL B7751092002124599SHDFND3459900ROGERS COMMUNICATIONS INCCL B7751092002867096218458SHSOLE 621845800ROKU INCCOM CL A77543R1022283570096SHSOLE 7009600ROLLINS INCCOM775711104166648415SHSOLE 4841500ROPER TECHNOLOGIES INCCOM776696106727718043SHSOLE 1804300ROPER TECHNOLOGIES INCCOM776696106212522SHDFND 52200ROPER TECHNOLOGIES INCCOM77669610611362817SHDFND4281700ROSS STORES INCCOM77829610326039217151SHSOLE 21715100ROSS STORES INCCOM7782961033492912SHDFND 291200ROSS STORES INCCOM77829610311339445SHDFND4944500ROYAL BK CDACOM780087102149316191SHDFND31619100ROYAL BK CDACOM780087102182342919780152SHSOLE 1978015200ROYAL CARIBBEAN GROUPCOMV7780T103106412428SHDFND32123900ROYAL CARIBBEAN GROUPCOMV7780T1035296181SHDFND4618100ROYAL CARIBBEAN GROUPCOMV7780T1037028200SHSOLE 820000ROYAL GOLD INCCOM780287108877381517SHSOLE 8151700RYDER SYS INCCOM783549108291338500SHSOLE 3850000S&P GLOBAL INCCOM78409V1041365638700SHSOLE 3870000S&P GLOBAL INCCOM78409V1041777850380SHDFND 5038000S&P GLOBAL INCCOM78409V10422666422SHDFND4642200SALESFORCE COM INCCOM79466L30231026146438SHSOLE 14643800SALESFORCE COM INCCOM79466L302518024449SHDFND42444900SALESFORCE COM INCCOM79466L3021129653315SHDFND 5331500SALESFORCE COM INCCOM79466L3022591222SHDFND3122200SBA COMMUNICATIONS CORP NEWCL A78410G1048002883SHDFND4288300SBA COMMUNICATIONS CORP NEWCL A78410G104536019312SHSOLE 1931200SCHLUMBERGER LTDCOM806857108100336899SHDFND43689900SCHLUMBERGER LTDCOM80685710827143998256SHSOLE 99825600SCHNEIDER NATIONAL INCCL B80689H1023970159000SHSOLE 15900000SCHWAB CHARLES CORPCOM808513105258539654SHDFND43965400SCHWAB CHARLES CORPCOM80851310535859550156SHSOLE 55015600SCOTTS MIRACLE-GRO COCL A81018610619928131SHSOLE 813100SEAGATE TECHNOLOGY PLCSHSG7945M1074896372SHDFND4637200SEAGEN INCCOM81181C1044082935SHSOLE 293500SEALED AIR CORP NEWCOM81211K100118025747SHSOLE 2574700SEI INVTS COCOM784117103129221200SHSOLE 2120000SELECT SECTOR SPDR TRSBI MATERIALS81369Y10039400500000SHSOLE 50000000SELECT SECTOR SPDR TRSBI HEALTHCARE81369Y209228819600SHDFND 1960000SELECT SECTOR SPDR TRSBI HEALTHCARE81369Y2095534737SHDFND3473700SELECT SECTOR SPDR TRSBI HEALTHCARE81369Y2091167401000000SHSOLE 100000000SELECT SECTOR SPDR TRSBI CONS STPLS81369Y3084326324SHDFND3632400SELECT SECTOR SPDR TRSBI CONS STPLS81369Y3081024651500000SHSOLE 150000000SELECT SECTOR SPDR TRSBI CONS DISCR81369Y4077434421SHDFND3442100SELECT SECTOR SPDR TRENERGY81369Y5062968086049873SHSOLE 604987300SELECT SECTOR SPDR TRENERGY81369Y506245350000SHCallDFND75000000SELECT SECTOR SPDR TRSBI INT-FINL81369Y605214563000SHDFND 6300000SELECT SECTOR SPDR TRSBI INT-FINL81369Y6059194270000SHPutDFND727000000SELECT SECTOR SPDR TRSBI INT-FINL81369Y60557885017000000SHSOLE 1700000000SELECT SECTOR SPDR TRSBI INT-FINL81369Y6058513250000SHCallDFND725000000SELECT SECTOR SPDR TRSBI INT-INDS81369Y7041651631677631SHDFND5167763100SELECT SECTOR SPDR TRSBI INT-INDS81369Y7041476751500000SHSOLE 150000000SELECT SECTOR SPDR TRSBI INT-INDS81369Y704886190000SHPutDFND79000000SELECT SECTOR SPDR TRTECHNOLOGY81369Y80310678034SHDFND3123400SELECT SECTOR SPDR TRTECHNOLOGY81369Y8031331021002200SHSOLE 100220000SELECT SECTOR SPDR TRSBI INT-UTILS81369Y8861280802000001SHSOLE 200000100SELECTIVE INS GROUP INCCOM8163001074916772SHSOLE 677200SEMPRA ENERGYCOM81685110911808903SHDFND4890300SEMPRA ENERGYCOM816851109645548683SHSOLE 4868300SERVICE CORP INTLCOM81756510452910358SHSOLE 1035800SERVICENOW INCCOM81762P102139202278343SHSOLE 27834300SERVICENOW INCCOM81762P10226075212SHDFND4521200SERVICENOW INCNOTE 6/081762PAC6100272788319PRNDFND1027883190SHAW COMMUNICATIONS INCCL B CONV82028K2002329698892582SHSOLE 889258200SHERWIN WILLIAMS COCOM8243481061847625035SHDFND 2503500SHERWIN WILLIAMS COCOM82434810615932158SHDFND4215800SHERWIN WILLIAMS COCOM824348106960413013SHSOLE 1301300SHOPIFY INCCL A82509L107980021887876SHSOLE 88787600SHOPIFY INCNOTE 0.125%11/082509LAA533522951000PRNDFND1029510000SIGNATURE BK NEW YORK N YCOM82669G104570325225SHSOLE 2522500SILGAN HOLDINGS INCCOM827048109199547457SHSOLE 4745700SILVERGATE CAP CORPCL A82837P4084723318SHSOLE 331800SIMON PPTY GROUP INC NEWCOM82880610910048827SHDFND4882700SIMON PPTY GROUP INC NEWCOM828806109550148350SHSOLE 4835000SIRIUS XM HOLDINGS INCCOM82968B10360899836SHDFND331800SKILLZ INCCOM83067L109144876016SHSOLE 7601600SKYWORKS SOLUTIONS INCCOM83088M1028004360SHDFND4436000SKYWORKS SOLUTIONS INCCOM83088M102911049649SHSOLE 4964900SLACK TECHNOLOGIES INCCOM CL A83088V1021841834533184SHSOLE 453318400SMARTSHEET INCCOM CL A83200N1034146481SHSOLE 648100SMITH A O CORPCOM8318652092403557SHDFND4355700SMITH A O CORPCOM831865209151322374SHSOLE 2237400SMUCKER J M COCOM NEW8326964054383464SHDFND4346400SMUCKER J M COCOM NEW832696405278321994SHSOLE 2199400SNAP ON INCCOM8330341013971722SHDFND4172200SNAP ON INCCOM83303410120518887SHSOLE 888700SONOCO PRODS COCOM8354951025358454SHSOLE 845400SOTERA HEALTH COCOM83601L1029934398000SHSOLE 39800000SOUTH JERSEY INDS INCUNIT 99/99/9999838518116192350000SHSOLE 5000000SOUTHERN COCOM842587107173727939SHDFND42793900SOUTHERN COCOM84258710729320471687SHSOLE 47168700SOUTHERN COPPER CORPCOM84265V10576011197SHDFND51119700SOUTHERN COPPER CORPCOM84265V10529419433452SHSOLE 43345200SOUTHWEST AIRLS COCOM84474110896915872SHDFND41587200SOUTHWEST AIRLS COCOM844741108575994312SHSOLE 9431200SPDR DOW JONES INDL AVERAGEUT SER 178467X109330210000SHPutDFND71000000SPDR INDEX SHS FDSEURO STOXX 5078463X202369082900SHDFND 8290000SPDR INDEX SHS FDSEURO STOXX 5078463X20294421205SHDFND52120500SPDR INDEX SHS FDSEURO STOXX 5078463X202305468638SHSOLE 6863800SPDR INDEX SHS FDSPORTFOLIO EMG MK78463X5093147163SHDFND 716300SPDR S&P 500 ETF TRTR UNIT78462F1036411951617830SHSOLE 161783000SPDR S&P 500 ETF TRTR UNIT78462F103213704539209SHDFND553920900SPDR S&P 500 ETF TRTR UNIT78462F103632915970SHDFND 1597000SPDR S&P 500 ETF TRTR UNIT78462F1035551400SHDFND3140000SPDR S&P MIDCAP 400 ETF TRUTSER1 S&PDCRP78467Y10711902500SHSOLE 250000SPDR SER TRPORTFOLIO SHORT78464A47463020140SHSOLE 2014000SPDR SER TRS&P REGL BKG78464A6981203811814601SHDFND5181460100SPDR SER TRS&P RETAIL ETF78464A71444605500000SHSOLE 50000000SPDR SER TRS&P DIVID ETF78464A7638287015SHDFND5701500SPDR SER TRS&P BK ETF78464A7972915600SHSOLE 560000SPDR SER TRBLOOMBERG SRT TR78468R4082733100000SHSOLE 10000000SPDR SER TRS&P OILGAS EXP78468R55612344151750SHSOLE 15175000SPIRE INCCOM84857L1014966719SHSOLE 671900SPOTIFY TECHNOLOGY S ASHSL8681T10216086000SHSOLE 600000SPROUTS FMRS MKT INCCOM85208M10256321163SHSOLE 2116300SQUARE INCCL A85223410329264128888SHSOLE 12888800SS&C TECHNOLOGIES HLDGS INCCOM78467J100547878407SHSOLE 7840700SSR MNG INCCOM7847301034220295083SHSOLE 29508300SSR MNG INCNOTE 2.500% 4/0784730AB954524750000PRNDFND1047500000STANLEY BLACK & DECKER INCCOM8545021018524269SHDFND4426900STANLEY BLACK & DECKER INCCOM854502101459223000SHSOLE 2300000STANLEY BLACK & DECKER INCUNIT 11/15/2022854502846119410000SHDFND10100000STANTEC INCCOM85472N109316773983SHSOLE 7398300STARBUCKS CORPCOM85524410928771263301SHSOLE 26330100STARBUCKS CORPCOM855244109544149794SHDFND34979400STARBUCKS CORPCOM855244109342331326SHDFND43132600STATE STR CORPCOM85747710392010956SHDFND41095600STATE STR CORPCOM85747710327989333168SHSOLE 33316800STERIS PLCSHS USDG8473T1004352284SHDFND4228400STRYKER CORPORATIONCOM86366710121278734SHDFND4873400STRYKER CORPORATIONCOM8636671011218150007SHSOLE 5000700SUN CMNTYS INCCOM8666741044492991SHSOLE 299100SUN LIFE FINANCIAL INC.COM8667961054715009330007SHSOLE 933000700SUNCOR ENERGY INC NEWCOM86722410727112966SHDFND31296600SUNCOR ENERGY INC NEWCOM86722410736741817579329SHSOLE 1757932900SUZANO S ASPON ADS86959K10514511900SHDFND 1190000SVB FINANCIAL GROUPCOM78486Q1016891396SHDFND4139600SVB FINANCIAL GROUPCOM78486Q1012637753432SHSOLE 5343200SWITCH INCCL A87105L104199511227000SHSOLE 122700000SYNAPTICS INCNOTE 0.500% 6/187157DAD1170989372000SHSOLE 937200000SYNCHRONY FINANCIALCOM87165B10367516613SHDFND41661300SYNCHRONY FINANCIALCOM87165B10338162938568SHSOLE 93856800SYNEOS HEALTH INCCL A87166B10212060158992SHSOLE 15899200SYNOPSYS INCCOM8716071079994030SHDFND4403000SYNOPSYS INCCOM8716071071770071436SHSOLE 7143600SYSCO CORPCOM871829107121815474SHDFND41547400SYSCO CORPCOM871829107578773491SHSOLE 7349100TAIWAN SEMICONDUCTOR MFG LTDSPONSORED ADS8740391003122634SHDFND 263400TAKE-TWO INTERACTIVE SOFTWARCOM8740541095333016SHDFND4301600TAKE-TWO INTERACTIVE SOFTWARCOM874054109796245057SHSOLE 4505700TAPESTRY INCCOM87603010730844748457SHSOLE 74845700TAPESTRY INCCOM8760301073017313SHDFND4731300TARGET CORPCOM87612E106302815288SHDFND41528800TARGET CORPCOM87612E106120851610143SHSOLE 61014300TC ENERGY CORPCOM87807B1073096754SHDFND31461700TC ENERGY CORPCOM87807B10760302013175324SHSOLE 1317532400TCF FINL CORPCOM8723071038950192629SHSOLE 19262900TE CONNECTIVITY LTDREG SHSH8498910411468879SHDFND4887900TECK RESOURCES LTDCL B878742204777324059122SHSOLE 405912200TELADOC HEALTH INCCOM87918A1053281802SHSOLE 180200TELADOC HEALTH INCNOTE 1.375% 5/187918AAC910130000PRNDFND10300000TELECOM ARGENTINA S ASPON ADR REP B87927320953396514SHSOLE 9651400TELEDYNE TECHNOLOGIES INCCOM879360105394953SHDFND495300TELEDYNE TECHNOLOGIES INCCOM87936010524976036SHSOLE 603600TELEFLEX INCORPORATEDCOM8793691065341285SHDFND4128500TELEFLEX INCORPORATEDCOM879369106720017329SHSOLE 1732900TELEPHONE & DATA SYS INCCOM NEW8794338293490152000SHSOLE 15200000TELUS CORPORATIONCOM87971M10335261217637208SHSOLE 1763720800TEMPUR SEALY INTL INCCOM88023U101647101769960SHSOLE 176996000TENCENT MUSIC ENTMT GROUPSPON ADS88034P10930514900SHDFND 1490000TERADYNE INCCOM8807701025314365SHDFND4436500TERADYNE INCNOTE 1.250%12/1880770AG752931377000PRNDFND1013770000TERADYNE INCNOTE 1.250%12/1880770AG798342557000SHSOLE 255700000TERMINIX GLOBAL HOLDINGS INCCOM88087E1004479367SHSOLE 936700TESLA INCCOM88160R1011365920449SHDFND42044900TESLA INCCOM88160R1013866557887SHSOLE 5788700TESLA INCNOTE 2.375% 3/188160RAD3128861267000SHSOLE 126700000TESLA INCNOTE 2.375% 3/188160RAD3119601175000PRNDFND1011750000TESLA INCNOTE 2.000% 5/188160RAG623247021607000PRNDFND10216070000TESLA INCNOTE 2.000% 5/188160RAG6306552849000SHSOLE 284900000TETRA TECH INC NEWCOM88162G1034963653SHSOLE 365300TEVA PHARMACEUTICAL INDS LTDSPONSORED ADS88162420921118284SHDFND31828400TEVA PHARMACEUTICAL INDS LTDSPONSORED ADS88162420939534203SHDFND43420300TEXAS CAP BANCSHARES INCCOM88224Q107630588900SHSOLE 8890000TEXAS INSTRS INCCOM882508104530328062SHDFND42806200TEXAS INSTRS INCCOM882508104101267535835SHSOLE 53583500TEXTRON INCCOM8832031013506240SHDFND4624000TEXTRON INCCOM883203101135324118SHSOLE 2411800THERMO FISHER SCIENTIFIC INCCOM883556102481810558SHDFND41055800THERMO FISHER SCIENTIFIC INCCOM883556102167870367829SHSOLE 36782900THOMSON REUTERS CORP.COM NEW8849037091795602050048SHSOLE 205004800TJX COS INC NEWCOM8725401091046161581502SHSOLE 158150200TJX COS INC NEWCOM872540109212432108SHDFND43210800TJX COS INC NEWCOM8725401093976000SHDFND 600000T-MOBILE US INCCOM872590104194615529SHDFND41552900TORO COCOM8910921085315146SHSOLE 514600TORONTO DOMINION BK ONTCOM NEW891160509140921607SHDFND32160700TORONTO DOMINION BK ONTCOM NEW891160509180179627117666SHSOLE 2711766600TRACTOR SUPPLY COCOM8923561065573146SHDFND4314600TRACTOR SUPPLY COCOM892356106385121746SHSOLE 2174600TRADEWEB MKTS INCCL A8926721069124123297SHSOLE 12329700TRANE TECHNOLOGIES PLCSHSG8994E10310446307SHDFND4630700TRANSALTA CORPCOM89346D1079363988927SHSOLE 98892700TRANSDIGM GROUP INCCOM89364110045187684SHSOLE 768400TRANSDIGM GROUP INCCOM8936411008521449SHDFND4144900TRANSUNIONCOM89400J107139015444SHSOLE 1544400TRAVEL PLUS LEISURE COCOM894164102333354500SHSOLE 5450000TRAVELERS COMPANIES INCCOM89417E10911687765SHDFND4776500TRAVELERS COMPANIES INCCOM89417E109610940621SHSOLE 4062100TRIMBLE INCCOM8962391005086536SHDFND4653600TRIMBLE INCCOM89623910021034270394SHSOLE 27039400TRIP COM GROUP LTDADS89677Q10751913100SHDFND 1310000TRIPADVISOR INCCOM89694520125295470260SHSOLE 47026000TRUIST FINL CORPCOM89832Q109241341368SHDFND44136800TRUIST FINL CORPCOM89832Q10952276896374SHSOLE 89637400TWILIO INCCL A90138F102552116202SHSOLE 1620200TWILIO INCNOTE 0.250% 6/090138FAB8477749948000PRNDFND1099480000TWITTER INCCOM90184L102134721167SHDFND42116700TWITTER INCCOM90184L1021354102128077SHSOLE 212807700TYLER TECHNOLOGIES INCCOM9022521054441047SHDFND4104700TYLER TECHNOLOGIES INCCOM90225210532567670SHSOLE 767000TYSON FOODS INCCL A9024941036799133SHDFND4913300TYSON FOODS INCCL A902494103349847080SHSOLE 4708000UBER TECHNOLOGIES INCCOM90353T1002498264583123SHSOLE 458312300UBIQUITI INCCOM90353W1034651560SHSOLE 156000UDR INCCOM9026531043497959SHDFND4795900UDR INCCOM902653104208047416SHSOLE 4741600ULTA BEAUTY INCCOM90384S3034641501SHDFND4150100ULTA BEAUTY INCCOM90384S3032689887002SHSOLE 8700200UMB FINL CORPCOM9027881085455901SHSOLE 590100UNDER ARMOUR INCCL A90431110766830130SHSOLE 3013000UNDER ARMOUR INCCL C90431120657531129SHSOLE 3112900UNILEVER PLCSPON ADR NEW90476770420940375297SHSOLE 37529700UNILEVER PLCSPON ADR NEW9047677042484442SHDFND3444200UNION PAC CORPCOM90781810829101132030SHDFND 13203000UNION PAC CORPCOM9078181083641651SHDFND3165100UNION PAC CORPCOM907818108394517899SHDFND41789900UNION PAC CORPCOM90781810850072227178SHSOLE 22717800UNITED AIRLS HLDGS INCCOM9100471094567930SHDFND4793000UNITED AIRLS HLDGS INCCOM910047109226739405SHSOLE 3940500UNITED PARCEL SERVICE INCCL B911312106373921995SHDFND42199500UNITED PARCEL SERVICE INCCL B91131210620060118007SHSOLE 11800700UNITED RENTALS INCCOM9113631091798554615SHSOLE 5461500UNITED RENTALS INCCOM9113631096592001SHDFND4200100UNITED STATES STL CORP NEWCOM91290910891634980SHSOLE 3498000UNITED STATES STL CORP NEWCOM91290910832712500SHDFND10125000UNITED STATES STL CORP NEWNOTE 5.000%11/0912909AT5140856500000PRNDFND1065000000UNITED THERAPEUTICS CORP DELCOM91307C1024932945SHSOLE 294500UNITEDHEALTH GROUP INCCOM91324P10210772895SHDFND320200UNITEDHEALTH GROUP INCCOM91324P102937725202SHDFND42520200UNITEDHEALTH GROUP INCCOM91324P10286920233613SHSOLE 23361300UNIVERSAL HLTH SVCS INCCL B9139031002611957SHDFND4195700UNIVERSAL HLTH SVCS INCCL B91390310010277700SHSOLE 770000UNUM GROUPCOM91529Y1063050109585SHSOLE 10958500UP FINTECH HLDG LTDSPONSORED ADS91531W10663035380SHSOLE 3538000US BANCORP DELCOM NEW90297330434516624054SHSOLE 62405400US BANCORP DELCOM NEW902973304231241804SHDFND44180400US FOODS HLDG CORPCOM91200810914116370315SHSOLE 37031500V F CORPCOM918204108409951286SHSOLE 5128600V F CORPCOM9182041086938668SHDFND4866800VALERO ENERGY CORPCOM91913Y100429259950SHDFND 5995000VALERO ENERGY CORPCOM91913Y10077910876SHDFND41087600VALERO ENERGY CORPCOM91913Y10016994237355SHSOLE 23735500VALMONT INDS INCCOM9202531015382262SHSOLE 226200VANECK VECTORS ETF TRGOLD MINERS ETF92189F1061056953252745SHSOLE 325274500VANECK VECTORS ETF TRGOLD MINERS ETF92189F1067150220000SHPutDFND722000000VANECK VECTORS ETF TRRUSSIA ETF92189F40332512592SHDFND31201700VANECK VECTORS ETF TRFALLEN ANGEL HG92189F4371712985364800SHDFND5536480000VANECK VECTORS ETF TRSEMICONDUCTOR ET92189F6764141700SHSOLE 170000VANECK VECTORS ETF TRJR GOLD MINERS E92189F7911146512547137SHSOLE 254713700VANECK VECTORS ETF TRJR GOLD MINERS E92189F7914502100000SHPutDFND710000000VANECK VECTORS ETF TRJP MORGAN MKTS92189H3007657249584SHDFND524958400VANECK VECTORS ETF TRHIGH YLD MUN ETF92189H409559490000SHSOLE 9000000VANGUARD BD INDEX FDSTOTAL BND MRKT921937835668578909SHSOLE 7890900VANGUARD INDEX FDSS&P 500 ETF SHS92290836320775700SHSOLE 570000VANGUARD INDEX FDSMID CAP ETF922908629201908SHDFND390800VANGUARD INDEX FDSVALUE ETF9229087442203271676000SHSOLE 167600000VANGUARD INTL EQUITY INDEX FTT WRLD ST ETF922042742780380204SHDFND58020400VANGUARD INTL EQUITY INDEX FTT WRLD ST ETF92204274237992390500SHSOLE 39050000VANGUARD INTL EQUITY INDEX FFTSE EMR MKT ETF922042858398676579SHDFND57657900VANGUARD INTL EQUITY INDEX FFTSE EMR MKT ETF9220428583586886SHSOLE 688600VANGUARD SCOTTSDALE FDSINTER TERM TREAS92206C706413861555SHSOLE 6155500VANGUARD TAX-MANAGED INTL FDFTSE DEV MKT ETF921943858736651500000SHSOLE 150000000VANGUARD WORLD FDSINF TECH ETF92204A70268004189694SHDFND518969400VARIAN MED SYS INCCOM92220P1053327361884871SHSOLE 188487100VARIAN MED SYS INCCOM92220P1054142345SHDFND4234500VEEVA SYS INCCL A COM9224751084851857SHSOLE 185700VENTAS INCCOM92276F10053710063SHDFND41006300VENTAS INCCOM92276F100264949654SHSOLE 4965400VERINT SYS INCNOTE 1.500% 6/092343XAA8915809649SHSOLE 80964900VERISIGN INCCOM92343E1025322679SHDFND4267900VERISIGN INCCOM92343E102363718299SHSOLE 1829900VERISK ANALYTICS INCCOM92345Y1067654329SHDFND4432900VERISK ANALYTICS INCCOM92345Y1061123063558SHSOLE 6355800VERIZON COMMUNICATIONS INCCOM92343V104935671609066SHSOLE 160906600VERIZON COMMUNICATIONS INCCOM92343V1047389127071SHDFND412707100VERMILION ENERGY INCCOM923725105176832434262SHSOLE 243426200VERTEX PHARMACEUTICALS INCCOM92532F10014916937SHDFND4693700VERTEX PHARMACEUTICALS INCCOM92532F100937543627SHSOLE 4362700VERTIV HOLDINGS COCOM CL A92537N1083630181520SHSOLE 18152000VIACOMCBS INCCL B92556H20679017519SHDFND41751900VIACOMCBS INCCL B92556H20645401810066933SHSOLE 1006693300VIATRIS INCCOM92556V10643631177SHDFND43117700VIATRIS INCCOM92556V1064784342442SHSOLE 34244200VIPSHOP HOLDINGS LIMITEDSPONSORED ADS A92763W1032207374SHDFND 737400VIR BIOTECHNOLOGY INCCOM92764N1023717228SHSOLE 722800VIRTU FINL INCCL A92825410112234394022SHSOLE 39402200VISA INCCOM CL A92826C83915727425SHDFND3629500VISA INCCOM CL A92826C839957945243SHDFND44524300VISA INCCOM CL A92826C83922593106705SHDFND 10670500VISA INCCOM CL A92826C83913546392SHSOLE 639200VONTIER CORPORATIONCOM92888110124325803600SHSOLE 80360000VORNADO RLTY TRSH BEN INT9290421092114638SHDFND4463800VORNADO RLTY TRSH BEN INT92904210946710298SHSOLE 1029800VOYA FINANCIAL INCCOM9290891008474133151SHSOLE 13315100VULCAN MATLS COCOM9291601095903498SHDFND4349800VULCAN MATLS COCOM929160109918354419SHSOLE 5441900WABTECCOM9297401083834843SHDFND4484300WABTECCOM92974010825542322665SHSOLE 32266500WALGREENS BOOTS ALLIANCE INCCOM9314271086285114484SHSOLE 11448400WALGREENS BOOTS ALLIANCE INCCOM9314271084177596SHDFND3759600WALGREENS BOOTS ALLIANCE INCCOM931427108119321737SHDFND42173700WALMART INCCOM9311421031586401167928SHSOLE 116792800WALMART INCCOM931142103503837093SHDFND43709300WALMART INCCOM9311421032111553SHDFND3155300WARRIOR MET COAL INCCOM93627C10129717362SHSOLE 1736200WASTE CONNECTIONS INCCOM94106B1012048051896139SHSOLE 189613900WASTE MGMT INC DELCOM94106L1094393403SHDFND313700WASTE MGMT INC DELCOM94106L109132410261SHDFND41026100WASTE MGMT INC DELCOM94106L109863366914SHSOLE 6691400WATERS CORPCOM9418481034611621SHDFND4162100WATERS CORPCOM941848103287810127SHSOLE 1012700WATSCO INCCOM9426222001414154232SHSOLE 5423200WAYFAIR INCCL A94419L10156871180687SHSOLE 18068700WAYFAIR INCNOTE 1.125%11/094419LAD354962000000PRNDFND1020000000WEC ENERGY GROUP INCCOM92939U1069019629SHDFND4962900WEC ENERGY GROUP INCCOM92939U106789684365SHSOLE 8436500WELLPOINT INCNOTE 2.750%10/194973VBG118426836439000PRNDFND10364390000WELLPOINT INCNOTE 2.750%10/194973VBG1150522998000SHSOLE 299800000WELLS FARGO CO NEWCOM9497461014297109991SHDFND410999100WELLS FARGO CO NEWCOM9497461012879237369355SHSOLE 736935500WELLS FARGO CO NEWCOM9497461019768250000SHPutDFND725000000WELLTOWER INCCOM95040Q10478610980SHDFND41098000WELLTOWER INCCOM95040Q104413157672SHSOLE 5767200WENDYS COCOM95058W1006044298300SHSOLE 29830000WEST FRASER TIMBER CO LTDCOM952845105802661115818SHSOLE 111581800WEST PHARMACEUTICAL SVSC INCCOM955306105654623232SHSOLE 2323200WEST PHARMACEUTICAL SVSC INCCOM9553061055541965SHDFND4196500WESTERN DIGITAL CORP.COM95810210510044150471SHSOLE 15047100WESTERN DIGITAL CORP.COM9581021055498230SHDFND4823000WESTERN UN COCOM95980210932012985SHDFND41298500WESTERN UN COCOM959802109161965641SHSOLE 6564100WESTROCK COCOM96145D1054228117SHDFND4811700WESTROCK COCOM96145D105219142095SHSOLE 4209500WEX INCCOM96208T10413076245SHSOLE 624500WEYERHAEUSER CO MTN BECOM NEW96216610470919908SHDFND41990800WEYERHAEUSER CO MTN BECOM NEW9621661043650102539SHSOLE 10253900WHEATON PRECIOUS METALS CORPCOM9628791021441853775635SHSOLE 377563500WHIRLPOOL CORPCOM9633201064261934SHDFND4193400WHIRLPOOL CORPCOM963320106226210267SHSOLE 1026700WHITE MTNS INS GROUP LTDCOMG9618E107101689120SHSOLE 912000WILLIAMS COS INCCOM96945710077132565SHDFND43256500WILLIAMS COS INCCOM969457100252811067144SHSOLE 106714400WILLIAMS SONOMA INCCOM969904101836846694SHSOLE 4669400WILLIS TOWERS WATSON PLC LTDSHSG9662910312125294SHDFND4529400WINTRUST FINL CORPCOM97650W108148619600SHSOLE 1960000WISDOMTREE TRJAPN HEDGE EQT97717W85172911879SHDFND51187900WISDOMTREE TREM EX ST-OWNED97717X5781896034659680SHDFND5465968000WIX COM LTDSHSM980681057892825SHDFND4282500WORKDAY INCNOTE 0.250%10/098138HAF886225000000PRNDFND1050000000WORLD WRESTLING ENTMT INCCL A98156Q1085199568SHSOLE 956800WORLD WRESTLING ENTMT INCNOTE 3.375%12/198156QAB4127775668000PRNDFND1056680000WYNN RESORTS LTDCOM983134107231418459SHSOLE 1845900WYNN RESORTS LTDCOM9831341073392703SHDFND4270300XCEL ENERGY INCCOM98389B1009500142830SHSOLE 14283000XCEL ENERGY INCCOM98389B100106916073SHDFND41607300XEROX HOLDINGS CORPCOM NEW98421M1063582147606SHSOLE 14760600XILINX INCCOM9839191017946412SHDFND4641200XILINX INCCOM9839191011759561420142SHSOLE 142014200XPENG INCADS98422D10575220572SHSOLE 2057200XYLEM INCCOM98419M1005154894SHDFND4489400XYLEM INCCOM98419M100307629245SHSOLE 2924500YAMANA GOLD INCCOM98462Y100239035501994SHSOLE 550199400YPF SOCIEDAD ANONIMASPON ADR CL D984245100798194247SHSOLE 19424700YUM BRANDS INCCOM9884981018698032SHDFND4803200YUM BRANDS INCCOM98849810113253122510SHSOLE 12251000YUM CHINA HLDGS INCCOM98850P1092083517SHDFND 351700ZEBRA TECHNOLOGIES CORPORATICL A9892071056931428SHDFND4142800ZEBRA TECHNOLOGIES CORPORATICL A989207105663613677SHSOLE 1367700ZILLOW GROUP INCNOTE 1.500% 7/098954MAC5349207000PRNDFND102070000ZILLOW GROUP INCNOTE 0.750% 9/098954MAE1105083525000PRNDFND1035250000ZILLOW GROUP INCNOTE 2.750% 5/198954MAH4663322000PRNDFND103220000ZIMMER BIOMET HOLDINGS INCCOM98956P1028715440SHDFND4544000ZIMMER BIOMET HOLDINGS INCCOM98956P1021016863517SHSOLE 6351700ZIONS BANCORPORATION N ACOM9897011072484521SHDFND4452100ZIONS BANCORPORATION N ACOM989701107148727062SHSOLE 2706200ZOETIS INCCL A98978V103197812562SHDFND41256200ZOETIS INCCL A98978V10327739176145SHSOLE 17614500ZOOM VIDEO COMMUNICATIONS INCL A98980L101195835609528SHSOLE 60952800ZSCALER INCCOM98980G1024052357SHSOLE 235700ZYNGA INCCL A98986T108803167866437SHSOLE 786643700