0000009631-21-000027.txt : 20210812 0000009631-21-000027.hdr.sgml : 20210812 20210812121100 ACCESSION NUMBER: 0000009631-21-000027 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20210630 FILED AS OF DATE: 20210812 DATE AS OF CHANGE: 20210812 EFFECTIVENESS DATE: 20210812 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: 211166342 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 06-30-2021 06-30-2021 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 08-12-2021 6 1711 54248544 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 COCOM88579Y10154251273125SHSOLE 273125003M COCOM88579Y101359118074SHDFND41807400ABBOTT LABSCOM002824100552247638SHDFND44763800ABBOTT LABSCOM00282410093732808523SHSOLE 80852300ABBVIE INCCOM00287Y109622255234SHDFND45523400ABBVIE INCCOM00287Y10981429722914SHSOLE 72291400ABIOMED INCCOM0036541003701186SHDFND4118600ABIOMED INCCOM00365410017305542SHSOLE 554200ACADIA PHARMACEUTICALS INCCOM00422510854722440SHSOLE 2244000ACCELERON PHARMA INCCOM00434H1084973958SHSOLE 395800ACCENTURE PLC IRELANDSHS CLASS AG1151C101503417078SHDFND41707800ACTIVISION BLIZZARD INCCOM00507V10912118126971SHSOLE 12697100ACTIVISION BLIZZARD INCCOM00507V109199020856SHDFND42085600ADOBE SYSTEMS INCORPORATEDCOM00724F10159035100805SHSOLE 10080500ADOBE SYSTEMS INCORPORATEDCOM00724F10135035981SHDFND3598100ADOBE SYSTEMS INCORPORATEDCOM00724F101749312795SHDFND41279500ADVANCE AUTO PARTS INCCOM00751Y1063451681SHDFND4168100ADVANCE AUTO PARTS INCCOM00751Y10656847277113SHSOLE 27711300ADVANCED MICRO DEVICES INCCOM007903107219823400SHDFND 2340000ADVANCED MICRO DEVICES INCCOM00790310722099235305SHDFND223530500ADVANCED MICRO DEVICES INCCOM007903107254327069SHDFND42706900ADVANCED MICRO DEVICES INCCOM00790310752179555509SHSOLE 55550900AECOMCOM00766T1008676137011SHSOLE 13701100AENZA S.A.ASPONSORED ADS00776D10354723122961SHDFND5312296100AEROJET ROCKETDYNE HLDGS INCNOTE 2.250%12/1007800AB119861073000SHSOLE 107300000AES CORPCOM00130H10546417773SHDFND41777300AES CORPCOM00130H1055489210533SHSOLE 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CORPNOTE 3.250% 5/1138098AB458382725000SHSOLE 272500000CAPITAL ONE FINL CORPCOM14040H105186912088SHDFND41208800CAPITAL ONE FINL CORPCOM14040H10532989213256SHSOLE 21325600CAPRI HOLDINGS LIMITEDSHSG1890L10718930331000SHSOLE 33100000CARDINAL HEALTH INCCOM14149Y1084317534SHDFND4753400CARDINAL HEALTH INCCOM14149Y108298152211SHSOLE 5221100CARLYLE GROUP INCCOM14316J10841124884768SHSOLE 88476800CARMAX INCCOM1431301025664380SHDFND4438000CARMAX INCCOM143130102264320463SHSOLE 2046300CARNIVAL CORPUNIT 99/99/999914365830055321028SHDFND42102800CARNIVAL CORPUNIT 99/99/9999143658300228686726SHSOLE 8672600CARRIER GLOBAL CORPORATIONCOM14448C1044819897SHDFND3989700CARRIER GLOBAL CORPORATIONCOM14448C1049317191706SHSOLE 19170600CARRIER GLOBAL CORPORATIONCOM14448C104106521919SHDFND42191900CARVANA COCL A14686910256624187609SHSOLE 18760900CATALENT INCCOM1488061025014627SHDFND4462700CATALENT INCCOM148806102230521322SHSOLE 2132200CATERPILLAR INCCOM149123101319414677SHDFND41467700CATERPILLAR INCCOM149123101140666646352SHSOLE 64635200CBOE GLOBAL MKTS INCCOM12503M1083352803SHDFND4280300CBOE GLOBAL MKTS INCCOM12503M10813204110911SHSOLE 11091100CBRE GROUP INCCL A12504L1097739022SHDFND4902200CBRE GROUP INCCL A12504L109357041643SHSOLE 4164300CDW CORPCOM12514G1081216769665SHSOLE 6966500CDW CORPCOM12514G1086353636SHDFND4363600CELANESE CORP DELCOM1508701035433579SHDFND4357900CELANESE CORP DELCOM15087010320334134131SHSOLE 13413100CENOVUS ENERGY INCCOM15135U10912063412608935SHSOLE 1260893500CENTENE CORP DELCOM15135B101112015352SHDFND41535200CENTENE CORP DELCOM15135B1018557117333SHSOLE 11733300CENTERPOINT ENERGY INCCOM15189T10735814603SHDFND41460300CENTERPOINT ENERGY INCCOM15189T107110044851SHSOLE 4485100CERENCE INCCOM1567271099288696SHDFND3869600CERNER CORPCOM1567821042413086SHDFND 308600CERNER CORPCOM1567821046308066SHDFND4806600CERNER CORPCOM15678210428518364867SHSOLE 36486700CF INDS HLDGS INCCOM1252691003045889SHDFND4588900CF INDS HLDGS INCCOM125269100135126265SHSOLE 2626500CGI INCCL A SUB VTG12532H1041718901895980SHSOLE 189598000CHANGE HEALTHCARE INCCOM15912K100532932313051SHSOLE 231305100CHARLES RIV LABS INTL INCCOM1598641075031360SHDFND4136000CHARLES RIV LABS INTL INCCOM15986410723456340SHSOLE 634000CHARTER COMMUNICATIONS INC NCL A16119P10826683697SHDFND4369700CHECK POINT SOFTWARE TECH LTORDM224651047056072SHDFND4607200CHEGG INCCOM163092109298635923SHSOLE 3592300CHEMED CORP NEWCOM16359R10323725000SHSOLE 500000CHENIERE ENERGY INCCOM NEW16411R20811679134642SHSOLE 13464200CHEVRON CORP NEWCOM166764100543951915SHDFND45191500CHEVRON CORP NEWCOM16676410095862915237SHSOLE 91523700CHIPOTLE MEXICAN GRILL INCCOM1696561051166752SHDFND475200CHIPOTLE MEXICAN GRILL INCCOM16965610553863474SHSOLE 347400CHUBB LIMITEDCOMH1467J104222914029SHDFND41402900CHURCH & DWIGHT INCCOM17134010216772196807SHSOLE 19680700CHURCH & DWIGHT INCCOM1713401025516465SHDFND4646500CHURCH & DWIGHT INCCOM17134010286910200SHDFND 1020000CHURCH & DWIGHT INCCOM1713401028751102705SHDFND210270500CIGNA CORP NEWCOM12552310021989271SHDFND4927100CIGNA CORP NEWCOM12552310030195127366SHSOLE 12736600CIMAREX ENERGY COCOM171798101347047900SHSOLE 4790000CINCINNATI FINL CORPCOM1720621014744062SHDFND4406200CINCINNATI FINL CORPCOM172062101885275904SHSOLE 7590400CINTAS CORPCOM1729081058962347SHDFND4234700CINTAS CORPCOM172908105416910914SHSOLE 1091400CIRRUS LOGIC INCCOM1727551005276189SHSOLE 618900CISCO SYS INCCOM17275R102351366283SHDFND36628300CISCO SYS INCCOM17275R102746801409051SHSOLE 140905100CISCO SYS INCCOM17275R1026986131816SHDFND413181600CITIGROUP INCCOM NEW1729674245057138SHDFND3713800CITIGROUP INCCOM NEW172967424393055550SHDFND45555000CITIGROUP INCCOM NEW1729674242307963262145SHSOLE 326214500CITIGROUP INCCOM NEW17296742426178370000SHPutDFND737000000CITIZENS FINL GROUP INCCOM17461010560013077SHDFND41307700CITIZENS FINL GROUP INCCOM17461010524789540425SHSOLE 54042500CITRIX SYS INCCOM1773761003993403SHDFND4340300CITRIX SYS INCCOM177376100226819338SHSOLE 1933800CLEAN HARBORS INCCOM184496107402643222SHSOLE 4322200CLEVELAND-CLIFFS INC NEWDBCV 1.500% 1/1185899AA9205717345000PRNDFND1073450000CLOROX CO DELCOM1890541096883820SHDFND4382000CLOROX CO DELCOM189054109321917894SHSOLE 1789400CME GROUP INCCOM12572Q1052621232SHDFND3123200CME GROUP INCCOM12572Q105238011191SHDFND41119100CME GROUP INCCOM12572Q105989946543SHSOLE 4654300CME GROUP INCCOM12572Q105850340000SHDFND10400000CMS ENERGY CORPCOM12589610059110000SHDFND10100000CMS ENERGY CORPCOM1258961004587730SHDFND4773000CMS ENERGY CORPCOM125896100253942975SHSOLE 4297500COCA COLA COCOM1912161006617122295SHDFND412229500COCA COLA COCOM1912161001699013139934SHSOLE 313993400COGNIZANT TECHNOLOGY SOLUTIOCL A19244610296513923SHDFND41392300COGNIZANT TECHNOLOGY SOLUTIOCL A19244610262781906458SHSOLE 90645800COHERENT INCCOM19247910341475156900SHSOLE 15690000COLGATE PALMOLIVE COCOM194162103214126320SHDFND42632000COLGATE PALMOLIVE COCOM19416210313367164313SHSOLE 16431300COLLIERS INTL GROUP INCNOTE 4.000% 6/0194693AB3143917110000PRNDFND1071100000COMCAST CORP NEWCL A20030N10162210908SHDFND31090800COMCAST CORP NEWCL A20030N1018197143759SHDFND414375900COMCAST CORP NEWCL A20030N101879251542003SHSOLE 154200300COMERICA INCCOM2003401072663727SHDFND4372700COMERICA INCCOM20034010711578162295SHSOLE 16229500COMMERCE BANCSHARES INCCOM2005251035126864SHSOLE 686400COMPANIA DE MINAS BUENAVENTUSPONSORED ADR204448104705907799957SHDFND5779995700COMPANIA DE MINAS BUENAVENTUSPONSORED ADR2044481047231798981SHSOLE 79898100CONAGRA BRANDS INCCOM20588710256215453SHDFND41545300CONAGRA BRANDS INCCOM205887102221560876SHSOLE 6087600CONOCOPHILLIPSCOM20825C104219636066SHDFND43606600CONOCOPHILLIPSCOM20825C10410069165346SHSOLE 16534600CONSOLIDATED EDISON INCCOM209115104345048098SHSOLE 4809800CONSOLIDATED EDISON INCCOM20911510477410814SHDFND41081400CONSTELLATION BRANDS INCCL A21036P10810524503SHDFND4450300CONSTELLATION BRANDS INCCL A21036P1081710873147SHSOLE 7314700COOPER COS INCCOM NEW2166484025281331SHDFND4133100COOPER COS INCCOM NEW21664840224746242SHSOLE 624200COPART INCCOM2172041067455641SHDFND4564100COPART INCCOM217204106349526512SHSOLE 2651200CORESITE RLTY CORPCOM21870Q1056264650SHSOLE 465000CORNING INCCOM219350105186645623SHDFND34562300CORNING INCCOM21935010598624117SHDFND42411700CORNING INCCOM21935010518230445732SHSOLE 44573200CORTEVA INCCOM22052L10486919586SHDFND41958600CORTEVA INCCOM22052L10443163973235SHSOLE 97323500COSTCO WHSL CORP NEWCOM22160K10510682700SHDFND 270000COSTCO WHSL CORP NEWCOM22160K1051069327030SHDFND22703000COSTCO WHSL CORP NEWCOM22160K10512253096SHDFND3309600COSTCO WHSL CORP NEWCOM22160K105467411813SHDFND41181300COSTCO WHSL CORP NEWCOM22160K10580854204346SHSOLE 20434600COUPA SOFTWARE INCNOTE 0.125% 6/122266LAC02509614479000PRNDFND10144790000COUPA SOFTWARE INCNOTE 0.375% 6/122266LAF3465401000PRNDFND104010000CRANE COCOM224399105202821956SHSOLE 2195600CREDICORP LTDCOMG2519Y1082787032301243SHDFND5230124300CREDICORP LTDCOMG2519Y10830326250397SHSOLE 25039700CREE INCNOTE 0.875% 9/0225447AB732191925000PRNDFND1019250000CRESCENT PT ENERGY CORPCOM22576C1013108686928SHSOLE 68692800CROWN CASTLE INTL CORP NEWCOM22822V101224611515SHDFND41151500CROWN CASTLE INTL CORP NEWCOM22822V1011087155720SHSOLE 5572000CROWN HLDGS INCCOM22836810612823125457SHSOLE 12545700CSX CORPCOM126408103195460912SHDFND46091200CSX CORPCOM126408103425531326450SHSOLE 132645000CUBESMARTCOM22966310958612644SHSOLE 1264400CUMMINS INCCOM23102110611094548SHDFND4454800CUMMINS INCCOM231021106487720002SHSOLE 2000200CURTISS WRIGHT CORPCOM231561101385232439SHSOLE 3243900CVS HEALTH CORPCOM126650100342141001SHDFND44100100CVS HEALTH CORPCOM12665010036912442371SHSOLE 44237100CYBERARK SOFTWARE LTDSHSM2682V1082732100SHDFND4210000CYRUSONE INCCOM23283R1005147183SHSOLE 718300D R HORTON INCCOM23331A1097998826SHDFND4882600D R HORTON INCCOM23331A109369040827SHSOLE 4082700DANAHER CORPORATIONCOM23585110226039700SHDFND 970000DANAHER CORPORATIONCOM2358511022554195190SHDFND29519000DANAHER CORPORATIONCOM2358511022821051SHDFND3105100DANAHER CORPORATIONCOM235851102458317076SHDFND41707600DANAHER CORPORATIONCOM23585110265674244721SHSOLE 24472100DARDEN RESTAURANTS INCCOM2371941055223573SHDFND4357300DARDEN RESTAURANTS INCCOM237194105237716280SHSOLE 1628000DATADOG INCCL A COM23804L10312032115603SHSOLE 11560300DAVITA INCCOM23918K1082251871SHDFND4187100DAVITA INCCOM23918K108248120605SHSOLE 2060500DBX ETF TRXTRACK HRVST CSI233051879994672453550SHDFND5245355000DEERE & COCOM24419910529498362SHDFND4836200DEERE & COCOM2441991051423640364SHSOLE 4036400DELL TECHNOLOGIES INCCL C24703L20221577216489SHSOLE 21648900DELTA AIR LINES INC DELCOM NEW24736170272716808SHDFND41680800DELTA AIR LINES INC DELCOM NEW2473617024914113591SHSOLE 11359100DELTA AIR LINES INC DELCOM NEW2473617024326100000SHCallDFND710000000DENTSPLY SIRONA INCCOM24906P1093735879SHDFND4587900DENTSPLY SIRONA INCCOM24906P109436969067SHSOLE 6906700DERMTECH INCCOM24984K10548211604SHSOLE 1160400DESCARTES SYS GROUP INCCOM24990610817271249759SHSOLE 24975900DEVON ENERGY CORP NEWCOM25179M10346715979SHDFND41597900DEVON ENERGY CORP NEWCOM25179M103212872899SHSOLE 7289900DEXCOM INCCOM252131107428210027SHSOLE 1002700DEXCOM INCCOM25213110711072591SHDFND4259100DIAMONDBACK ENERGY INCCOM25278X109208022151SHSOLE 2215100DIAMONDBACK ENERGY INCCOM25278X1094584886SHDFND4488600DICKS SPORTING GOODS INCCOM2533931026576554SHSOLE 655400DIGITAL RLTY TR INCCOM25386810311367553SHDFND4755300DIGITAL RLTY TR INCCOM253868103572338038SHSOLE 3803800DIREXION SHS ETF TRDLY SCOND 3XBU25459W458310269750SHSOLE 6975000DISCOVER FINL SVCSCOM2547091089618118SHDFND4811800DISCOVER FINL SVCSCOM25470910812539106006SHSOLE 10600600DISCOVERY INCCOM SER A25470F10463420650SHSOLE 2065000DISCOVERY INCCOM SER C25470F3022297898SHDFND4789800DISCOVERY INCCOM SER C25470F302106636785SHSOLE 3678500DISH NETWORK CORPORATIONCL A25470M10964115335SHSOLE 1533500DISH NETWORK CORPORATIONCL A25470M1092947046SHDFND4704600DISNEY WALT COCOM254687106855848688SHDFND44868800DISNEY WALT COCOM25468710693382531272SHSOLE 53127200DOCUSIGN INCNOTE 0.500% 9/1256163AB2255756552000PRNDFND1065520000DOLBY LABORATORIES INCCOM CL A25659T1075895991SHSOLE 599100DOLLAR GEN CORP NEWCOM25667710513746347SHDFND4634700DOLLAR GEN CORP NEWCOM256677105677531309SHSOLE 3130900DOLLAR TREE INCCOM2567461086256285SHDFND4628500DOLLAR TREE INCCOM256746108287028846SHSOLE 2884600DOMINION ENERGY INCCOM25746U109183724974SHDFND42497400DOMINION ENERGY INCUNIT 99/99/999925746U133340935000SHDFND10350000DOMINION ENERGY INCUNIT 99/99/999925746U13375225772652SHSOLE 77265200DOMINOS PIZZA INCCOM25754A2014721012SHDFND4101200DOMINOS PIZZA INCCOM25754A20128276060SHSOLE 606000DOVER CORPCOM2600031085853880SHDFND4388000DOVER CORPCOM260003108885758811SHSOLE 5881100DOW INCCOM26055710339999632100SHSOLE 63210000DOW INCCOM260557103145723025SHDFND42302500DROPBOX INCCL A26210C10454117859SHSOLE 1785900DTE ENERGY COCOM2333311077816030SHDFND4603000DTE ENERGY COCOM233331107739957094SHSOLE 5709400DTE ENERGY COUNIT 11/01/2022S23333184297520000SHDFND10200000DUKE ENERGY CORP NEWCOM NEW26441C204237224033SHDFND42403300DUKE ENERGY CORP NEWCOM NEW26441C20424938252616SHSOLE 25261600DUKE REALTY CORPCOM NEW26441150549610457SHDFND41045700DUKE REALTY CORPCOM NEW264411505228948339SHSOLE 4833900DUN & BRADSTREET HLDGS INCCOM26484T1062400112300SHSOLE 11230000DUPONT DE NEMOURS INCCOM26614N10250488651752SHSOLE 65175200DUPONT DE NEMOURS INCCOM26614N102111514404SHDFND41440400DXC TECHNOLOGY COCOM23355L1062787128SHDFND4712800DXC TECHNOLOGY COCOM23355L106243462495SHSOLE 6249500EAST WEST BANCORP INCCOM27579R104260036268SHSOLE 3626800EASTMAN CHEM COCOM2774321004994272SHDFND4427200EASTMAN CHEM COCOM277432100200017127SHSOLE 1712700EATON CORP PLCSHSG29183103185412511SHDFND41251100EBAY INC.COM2786421035948460SHDFND3846000EBAY INC.COM278642103119517030SHDFND41703000EBAY INC.COM278642103561679993SHSOLE 7999300ECOLAB INCCOM27886510013846713SHDFND4671300ECOLAB INCCOM278865100631830672SHSOLE 3067200EDISON INTLCOM281020107268546437SHSOLE 4643700EDISON INTLCOM28102010770812241SHDFND41224100EDWARDS LIFESCIENCES CORPCOM28176E10846335447375SHSOLE 44737500EDWARDS LIFESCIENCES CORPCOM28176E108171516557SHDFND41655700EDWARDS LIFESCIENCES CORPCOM28176E10823386225835SHDFND222583500EDWARDS LIFESCIENCES CORPCALL28176E908238223000SHDFND 2300000ELANCO ANIMAL HEALTH INCCOM28414H1039713280000SHSOLE 28000000ELECTRONIC ARTS INCCOM28551210911077701SHDFND4770100ELECTRONIC ARTS INCCOM28551210927725192762SHSOLE 19276200EMERSON ELEC COCOM291011104180118714SHDFND41871400EMERSON ELEC COCOM29101110410415108223SHSOLE 10822300ENBRIDGE INCCOM29250N10585891521455243SHSOLE 2145524300ENCOMPASS HEALTH CORPCOM29261A10016891216467SHSOLE 21646700ENERPLUS CORPCOM2927661022980414683SHSOLE 41468300ENPHASE ENERGY INCCOM29355A107222212101SHSOLE 1210100ENPHASE ENERGY INCCOM29355A1076563572SHDFND4357200ENTERGY CORP NEWCOM29364G1035505526SHDFND4552600ENTERGY CORP NEWCOM29364G103254825558SHSOLE 2555800ENTERPRISE PRODS PARTNERS LCOM29379210736215000SHDFND10150000EOG RES INCCOM26875P101129315500SHDFND41550000EOG RES INCCOM26875P10113636163422SHSOLE 16342200EQUIFAX INCCOM2944291057723223SHDFND4322300EQUIFAX INCCOM294429105363815190SHSOLE 1519000EQUINIX INCCOM29444U70019402418SHDFND4241800EQUINIX INCCOM29444U700931911611SHSOLE 1161100EQUITRANS MIDSTREAM CORPCOM29460010149257858SHSOLE 5785800EQUITY COMWLTHCOM SH BEN INT29462810251019470SHSOLE 1947000EQUITY RESIDENTIALSH BEN INT29476L107324242110SHSOLE 4211000EQUITY RESIDENTIALSH BEN INT29476L1077029120SHDFND4912000ERIE INDTY COCL A29530P1024702433SHSOLE 243300ESSEX PPTY TR INCCOM2971781055351786SHDFND4178600ESSEX PPTY TR INCCOM29717810523877955SHSOLE 795500ETSY INCCOM29786A1067103452SHDFND4345200ETSY INCCOM29786A106324515765SHSOLE 1576500EURONET WORLDWIDE INCCOM298736109278520578SHSOLE 2057800EVERBRIDGE INCCOM29978A104601044164SHSOLE 4416400EVEREST RE GROUP LTDCOMG3223R1082781104SHDFND4110400EVEREST RE GROUP LTDCOMG3223R1081582762909SHSOLE 6290900EVERGY INCCOM30034W1064417303SHDFND4730300EVERSOURCE ENERGYCOM30040W10887810939SHDFND41093900EVERSOURCE ENERGYCOM30040W1089319116141SHSOLE 11614100EXACT SCIENCES CORPCOM30063P1055624523SHSOLE 452300EXACT SCIENCES CORPNOTE 1.000% 1/130063PAA330271700000PRNDFND1017000000EXELIXIS INCCOM30161Q10438921356SHSOLE 2135600EXELON CORPCOM30161N101114325793SHDFND42579300EXELON CORPCOM30161N1014653105018SHSOLE 10501800EXPEDIA GROUP INCCOM NEW30212P3036193783SHDFND4378300EXPEDIA GROUP INCCOM NEW30212P30318624113760SHSOLE 11376000EXPEDITORS INTL WASH INCCOM3021301095674480SHDFND4448000EXPEDITORS INTL WASH INCCOM302130109318125126SHSOLE 2512600EXTRA SPACE STORAGE INCCOM30225T1025783524SHDFND4352400EXTRA SPACE STORAGE INCCOM30225T102327419986SHSOLE 1998600EXXON MOBIL CORPCOM30231G1027146113278SHDFND411327800EXXON MOBIL CORPCOM30231G1021050841665882SHSOLE 166588200F N B CORPCOM30252010158847691SHSOLE 4769100F5 NETWORKS INCCOM315616102189510150SHSOLE 1015000F5 NETWORKS INCCOM3156161023091655SHDFND4165500FACEBOOK INCCL A30303M10228168100SHDFND 810000FACEBOOK INCCL A30303M1022733078610SHDFND27861000FACEBOOK INCCL A30303M1026801956SHDFND3195600FACEBOOK INCCL A30303M1022230364143SHDFND46414300FACEBOOK INCCL A30303M1024300841236905SHSOLE 123690500FACEBOOK INCCL A30303M10250418145000SHPutDFND714500000FASTENAL COCOM31190010492317767SHDFND41776700FASTENAL COCOM311900104408578547SHSOLE 7854700FEDERAL RLTY INVT TRSH BEN INT NEW3137472062341994SHDFND4199400FEDERAL RLTY INVT TRSH BEN INT NEW31374720610158663SHSOLE 866300FEDEX CORPCOM31428X10619376495SHDFND4649500FEDEX CORPCOM31428X106895030002SHSOLE 3000200FIBROGEN INCCOM31572Q80861523102SHSOLE 2310200FIDELITY NATIONAL FINANCIALFNF GROUP COM31620R303203946914SHSOLE 4691400FIDELITY NATL INFORMATION SVCOM31620M106235116594SHDFND41659400FIDELITY NATL INFORMATION SVCOM31620M10625721181553SHSOLE 18155300FIFTH THIRD BANCORPCOM31677310084422057SHDFND42205700FIFTH THIRD BANCORPCOM31677310017067446442SHSOLE 44644200FIREEYE INCCOM31816Q1018093400244SHSOLE 40024400FIRST HORIZON CORPORATIONCOM3205171053820221062SHSOLE 22106200FIRST MAJESTIC SILVER CORPNOTE 1.875% 3/032076VAB968214084000PRNDFND1040840000FIRST REP BK SAN FRANCISCO CCOM33616C1008634614SHDFND4461400FIRST REP BK SAN FRANCISCO CCOM33616C10024118128855SHSOLE 12885500FIRSTCASH INCCOM33767D1054706151SHSOLE 615100FIRSTENERGY CORPCOM33793210753214286SHDFND41428600FIRSTENERGY CORPCOM33793210734477926562SHSOLE 92656200FIRSTSERVICE CORP NEWCOM33767E202909153001SHSOLE 5300100FISERV INCCOM337738108171216025SHDFND41602500FIVE BELOW INCCOM33829M1015562876SHSOLE 287600FIVE9 INCCOM3383071015402944SHSOLE 294400FIVE9 INCNOTE 0.125% 5/0338307AB755061230000PRNDFND1012300000FLEETCOR TECHNOLOGIES INCCOM3390411055512152SHDFND4215200FLEETCOR TECHNOLOGIES INCCOM33904110519967797SHSOLE 779700FLOWERS FOODS INCCOM34349810159924768SHSOLE 2476800FMC CORPCOM NEW3024913033723427SHDFND4342700FMC CORPCOM NEW302491303174716145SHSOLE 1614500FORD MTR CO DELCOM34537086010320694434SHSOLE 69443400FORD MTR CO DELCOM3453708601551104374SHDFND410437400FORTINET INCCOM34959E1098613613SHDFND4361300FORTINET INCCOM34959E109398816741SHSOLE 1674100FORTIS INCCOM3495531073076941SHDFND3694100FORTIS INCCOM3495531073064436923790SHSOLE 692379000FORTIVE CORPCOM34959J1086228917SHDFND4891700FORTUNE BRANDS HOME & SEC INCOM34964C1063613620SHDFND4362000FORTUNE BRANDS HOME & SEC INCOM34964C106173517414SHSOLE 1741400FOX CORPCL A COM35137L1053348991SHDFND4899100FOX CORPCL A COM35137L105196352876SHSOLE 5287600FOX CORPCL B COM35137L2042426875SHDFND3687500FOX CORPCL B COM35137L20415421438100SHSOLE 43810000FRANCO NEV CORPCOM3518581052325571602690SHSOLE 160269000FRANKLIN RESOURCES INCCOM35461310143413567SHSOLE 1356700FRANKLIN RESOURCES INCCOM3546131012858917SHDFND4891700FREEPORT-MCMORAN INCCL B35671D85711546311115SHSOLE 31111500FREEPORT-MCMORAN INCCL B35671D857144538943SHDFND43894300FRONTDOOR INCCOM35905A1094879772SHSOLE 977200FTI CONSULTING INCCOM3029411094933612SHSOLE 361200FUBOTV INCCOM35953D1043764117436SHSOLE 11743600FULGENT GENETICS INCCOM359664109476051686SHSOLE 5168600FUTU HLDGS LTDSPON ADS CL A36118L1065012800SHDFND4280000GABELLI EQUITY TR INCRIGHT 07/14/2021362397218325707SHSOLE 2570700GALLAGHER ARTHUR J & COCOM3635761097645455SHDFND4545500GALLAGHER ARTHUR J & COCOM36357610920937149605SHSOLE 14960500GARMIN LTDSHSH2906T1096834733SHDFND4473300GARTNER INCCOM366651107774231967SHSOLE 3196700GARTNER INCCOM3666511075542286SHDFND4228600GENERAC HLDGS INCCOM3687361047061702SHDFND4170200GENERAC HLDGS INCCOM368736104489511792SHSOLE 1179200GENERAL DYNAMICS CORPCOM36955010813517176SHDFND4717600GENERAL DYNAMICS CORPCOM36955010830965164478SHSOLE 16447800GENERAL ELECTRIC COCOM36960410341230609SHDFND33060900GENERAL ELECTRIC COCOM3696041033154234364SHDFND423436400GENERAL ELECTRIC COCOM369604103255951901560SHSOLE 190156000GENERAL MLS INCCOM370334104118119369SHDFND41936900GENERAL MLS INCCOM37033410411987196747SHSOLE 19674700GENERAL MTRS COCOM37045V100200933951SHDFND43395100GENERAL MTRS COCOM37045V1001233952085441SHSOLE 208544100GENPACT LIMITEDSHSG3922B10738667851135SHSOLE 85113500GENUINE PARTS COCOM372460105396531352SHSOLE 3135200GENUINE PARTS COCOM3724601055754544SHDFND4454400GFL ENVIRONMENTAL INCSUB VTG SHS36168Q1046756211378SHSOLE 21137800GILDAN ACTIVEWEAR INCCOM375916103606481643745SHSOLE 164374500GILEAD SCIENCES INCCOM3755581032493632SHDFND 363200GILEAD SCIENCES INCCOM375558103231533615SHDFND43361500GILEAD SCIENCES INCCOM37555810312502181552SHSOLE 18155200GLOBAL PMTS INCCOM37940X10214847914SHDFND4791400GLOBAL PMTS INCCOM37940X10288724473092SHSOLE 47309200GLOBE LIFE INCCOM37959E1022312426SHDFND4242600GLOBE LIFE INCCOM37959E102491651608SHSOLE 5160800GODADDY INCCL A380237107223225665SHSOLE 2566500GOLDMAN SACHS GROUP INCCOM38141G10434749153SHDFND4915300GOLDMAN SACHS GROUP INCCOM38141G10477355203818SHSOLE 20381800GRACE W R & CO DEL NEWCOM38388F108276540000SHSOLE 4000000GRACO INCCOM38410910410119133672SHSOLE 13367200GRAFTECH INTL LTDCOM3843135081978170200SHSOLE 17020000GRAHAM HLDGS COCOM CL B38463710414122227SHSOLE 222700GRAINGER W W INCCOM3848021045231194SHDFND4119400GRAINGER W W INCCOM384802104852619466SHSOLE 1946600GRAND CANYON ED INCCOM38526M1064715236SHSOLE 523600GRANITE REAL ESTATE INVT TRUNIT 99/99/9999387437114343851666SHSOLE 5166600GRAPHIC PACKAGING HLDG COCOM3886891014730260729SHSOLE 26072900GUARDANT HEALTH INCCOM40131M109986179400SHSOLE 7940000GUIDEWIRE SOFTWARE INCCOM40171V100395835163SHSOLE 3516300HAIN CELESTIAL GROUP INCCOM40521710051812899SHSOLE 1289900HALLIBURTON COCOM40621610112884557286SHSOLE 55728600HALLIBURTON COCOM40621610155524007SHDFND42400700HANESBRANDS INCCOM41034510279842746SHSOLE 4274600HANNON ARMSTRONG SUST INFR CNOTE 4.125% 9/041068XAB62645012803000PRNDFND10128030000HANNON ARMSTRONG SUST INFR CNOTE 8/141068XAD216381325000PRNDFND1013250000HANOVER INS GROUP INCCOM410867105574642365SHSOLE 4236500HARTFORD FINL SVCS GROUP INCCOM41651510469211165SHDFND41116500HARTFORD FINL SVCS GROUP INCCOM41651510416699269468SHSOLE 26946800HASBRO INCCOM4180561073864084SHDFND4408400HASBRO INCCOM418056107168917866SHSOLE 1786600HAWAIIAN ELEC INDUSTRIESCOM41987010047011127SHSOLE 1112700HCA HEALTHCARE INCCOM40412C10114426974SHDFND4697400HCA HEALTHCARE INCCOM40412C101605429282SHSOLE 2928200HDFC BANK LTDSPONSORED ADS40415F1013394630SHDFND 463000HEALTHPEAK PROPERTIES INCCOM42250P10347714318SHDFND41431800HEALTHPEAK PROPERTIES INCCOM42250P103228168512SHSOLE 6851200HELEN OF TROY LTDCOMG4388N1065682489SHSOLE 248900HENRY JACK & ASSOC INCCOM4262811013352047SHDFND4204700HENRY JACK & ASSOC INCCOM42628110114879096SHSOLE 909600HENRY SCHEIN INCCOM8064071022933955SHDFND4395500HENRY SCHEIN INCCOM806407102131917785SHSOLE 1778500HERBALIFE NUTRITION LTDCOM SHSG4412G1017224137000SHSOLE 13700000HERSHEY COCOM4278661088094644SHDFND4464400HERSHEY COCOM42786610824968143348SHSOLE 14334800HESS CORPCOM42809H1076257153SHDFND4715300HESS CORPCOM42809H107293333594SHSOLE 3359400HEWLETT PACKARD ENTERPRISE CCOM42824C10951034947SHDFND43494700HEWLETT PACKARD ENTERPRISE CCOM42824C1092385163563SHSOLE 16356300HILTON WORLDWIDE HLDGS INCCOM43300A2039057504SHDFND4750400HILTON WORLDWIDE HLDGS INCCOM43300A203415334433SHSOLE 3443300HOLLYFRONTIER CORPCOM43610610819559594500SHSOLE 59450000HOLOGIC INCCOM4364401014536794SHDFND4679400HOLOGIC INCCOM436440101213832037SHSOLE 3203700HOME DEPOT INCCOM43707610218505800SHDFND 580000HOME DEPOT INCCOM4370761021840457720SHDFND25772000HOME DEPOT INCCOM4370761029863092SHDFND3309200HOME DEPOT INCCOM4370761021064433379SHDFND43337900HOME DEPOT INCCOM43707610270013219555SHSOLE 21955500HONEYWELL INTL INCCOM43851610610194645SHDFND3464500HONEYWELL INTL INCCOM438516106475421680SHDFND42168000HONEYWELL INTL INCCOM43851610683792382001SHSOLE 38200100HORMEL FOODS CORPCOM4404521004128636SHDFND4863600HORMEL FOODS CORPCOM440452100223846870SHSOLE 4687000HOST HOTELS & RESORTS INCCOM44107P10481247501SHSOLE 4750100HOST HOTELS & RESORTS INCCOM44107P10433619622SHDFND41962200HOWMET AEROSPACE INCCOM44320110852815318SHDFND31531800HOWMET AEROSPACE INCCOM44320110836710658SHDFND41065800HOWMET AEROSPACE INCCOM4432011088606249664SHSOLE 24966400HP INCCOM40434L105115538254SHDFND43825400HP INCCOM40434L10521830723098SHSOLE 72309800HUBBELL INCCOM443510607752940298SHSOLE 4029800HUBSPOT INCCOM44357310039656805SHSOLE 680500HUBSPOT INCNOTE 0.250% 6/0443573AB6411646704000PRNDFND1067040000HUMANA INCCOM44485910215293454SHDFND4345400HUMANA INCCOM444859102704415911SHSOLE 1591100HUNT J B TRANS SVCS INCCOM4456581073562191SHDFND4219100HUNT J B TRANS SVCS INCCOM445658107219213449SHSOLE 1344900HUNTINGTON BANCSHARES INCCOM44615010465145658SHDFND44565800HUNTINGTON BANCSHARES INCCOM446150104263501846534SHSOLE 184653400HUNTINGTON INGALLS INDS INCCOM4464131062801334SHDFND4133400HUNTINGTON INGALLS INDS INCCOM446413106419019881SHSOLE 1988100HUNTSMAN CORPCOM4470111074540171200SHSOLE 17120000ICICI BANK LIMITEDADR45104G10421112339SHDFND31233900IDACORP INCCOM4511071069808100600SHSOLE 10060000IDEX CORPCOM45167R1044412005SHDFND4200500IDEX CORPCOM45167R10420989535SHSOLE 953500IDEXX LABS INCCOM45168D10414402279SHDFND4227900IDEXX LABS INCCOM45168D1041044116533SHSOLE 1653300IHS MARKIT LTDSHSG4756710511119866SHDFND4986600IHS MARKIT LTDSHSG475671051387681231739SHSOLE 123173900ILLINOIS TOOL WKS INCCOM452308109791635409SHSOLE 3540900ILLINOIS TOOL WKS INCCOM45230810920379109SHDFND4910900ILLUMINA INCCOM45232710918433895SHDFND4389500ILLUMINA INCCOM452327109850617975SHSOLE 1797500IMPERIAL OIL LTDCOM NEW453038408675452216441SHSOLE 221644100INCYTE CORPCOM45337C1024194985SHDFND4498500INCYTE CORPCOM45337C102241028646SHSOLE 2864600INFOSYS LTDSPONSORED ADR45678810829213800SHDFND 1380000INGERSOLL RAND INCCOM45687V10649410100SHDFND41010000INGERSOLL RAND INCCOM45687V106422586565SHSOLE 8656500INSULET CORPNOTE 1.375%11/145784PAH4129334400000PRNDFND1044000000INTEGRA LIFESCIENCES HLDGS CCOM NEW457985208595387229SHSOLE 8722900INTEL CORPCOM458140100269247952SHDFND34795200INTEL CORPCOM45814010034771619360SHSOLE 61936000INTEL CORPCOM4581401007116126754SHDFND412675400INTERCONTINENTAL EXCHANGE INCOM45866F104187715810SHDFND10158100INTERCONTINENTAL EXCHANGE INCOM45866F104177714972SHDFND41497200INTERCONTINENTAL EXCHANGE INCOM45866F10436347306209SHSOLE 30620900INTERCORP FINL SVCS INCSHSP5626F12832813045SHDFND51304500INTERNATIONAL BUSINESS MACHSCOM459200101408627872SHDFND42787200INTERNATIONAL BUSINESS MACHSCOM45920010182544563100SHSOLE 56310000INTERNATIONAL FLAVORS&FRAGRACOM45950610111587750SHDFND4775000INTERNATIONAL FLAVORS&FRAGRACOM45950610177241517011SHSOLE 51701100INTERNATIONAL PAPER COCOM46014610375712332SHDFND41233200INTERNATIONAL PAPER COCOM460146103708341155342SHSOLE 115534200INTERPUBLIC GROUP COS INCCOM46069010041212680SHDFND41268000INTERPUBLIC GROUP COS INCCOM460690100161949821SHSOLE 4982100INTUITCOM4612021031842437587SHSOLE 3758700INTUITCOM46120210335837309SHDFND4730900INTUITIVE SURGICAL INCCOM NEW46120E60224832700SHDFND 270000INTUITIVE SURGICAL INCCOM NEW46120E6022389325985SHDFND22598500INTUITIVE SURGICAL INCCOM NEW46120E60229203175SHDFND4317500INTUITIVE SURGICAL INCCOM NEW46120E6027327079672SHSOLE 7967200INVESCO CURRENCYSHARES EUROEURO SHS46138K103266624100SHSOLE 2410000INVESCO DB COMMDY INDX TRCKUNIT46138B103195271014400SHSOLE 101440000INVESCO DB US DLR INDEX TRBULLISH FD46141D20338615536SHSOLE 1553600INVESCO EXCH TRADED FD TR IISR LN ETF46138G50817720800000SHSOLE 80000000INVESCO LTDSHSG491BT108377131410898SHSOLE 141089800INVESCO LTDSHSG491BT1082649858SHDFND4985800INVESCO QQQ TRUNIT SER 146090E1035325301502500SHSOLE 150250000IONIS PHARMACEUTICALS INCCOM46222210054013535SHSOLE 1353500IPG PHOTONICS CORPCOM44980X1099274396SHSOLE 439600IQVIA HLDGS INCCOM46266C10512515162SHDFND4516200IQVIA HLDGS INCCOM46266C105583424080SHSOLE 2408000IRON MTN INC NEWCOM46284V1013307780SHDFND4778000IRON MTN INC NEWCOM46284V101202447837SHSOLE 4783700ISHARES GOLD TRISHARES NEW46428520428771853500SHSOLE 85350000ISHARES INCMSCI BRAZIL ETF46428640049912300SHDFND 1230000ISHARES INCMSCI BRAZIL ETF4642864001677984139071SHDFND5413907100ISHARES INCMSCI BRAZIL ETF464286400368690930SHSOLE 9093000ISHARES INCMSCI CDA ETF464286509361797054SHSOLE 9705400ISHARES INCMSCI CDA ETF46428650913045350000SHPutDFND735000000ISHARES INCMSCI CDA ETF464286509257969200SHDFND56920000ISHARES INCMSCI EURZONE ETF46428660817499354600SHDFND535460000ISHARES INCMSCI FRANCE ETF464286707246865180SHDFND56518000ISHARES INCMSCI STH KOR ETF4642867724194500SHDFND 450000ISHARES INCMSCI GERMANY ETF464286806131037842SHDFND53784200ISHARES INCMSCI MEXICO ETF4642868223367000SHSOLE 700000ISHARES INCCORE MSCI EMKT46434G103646796531SHDFND59653100ISHARES INCMSCI JPN ETF NEW46434G8221109401642584SHDFND5164258400ISHARES S&P GSCI COMMODITY-UNIT BEN INT46428R10724815413SHDFND31541300ISHARES SILVER TRISHARES46428Q109256341058348SHSOLE 105834800ISHARES SILVER TRISHARES46428Q1092664110000SHCallDFND711000000ISHARES TRMORNINGSTAR GRWT4642871197768119951SHDFND311995100ISHARES TRSELECT DIVID ETF464287168512043900SHSOLE 4390000ISHARES TRSELECT DIVID ETF4642871686275376SHDFND3537600ISHARES TRTIPS BD ETF464287176209816420SHSOLE 1642000ISHARES TRCHINA LG-CAP ETF46428718451011000SHDFND 1100000ISHARES TRCHINA LG-CAP ETF46428718448510468SHDFND31046800ISHARES TRCHINA LG-CAP ETF464287184142730800SHSOLE 3080000ISHARES TRCHINA LG-CAP ETF4642871844633100000SHCallDFND710000000ISHARES TRCHINA LG-CAP ETF4642871849266200000SHPutDFND720000000ISHARES TRCORE S&P500 ETF4642872007911840SHDFND3184000ISHARES TRCORE S&P500 ETF46428720075420175428SHDFND517542800ISHARES TRCORE S&P500 ETF4642872004729121100000SHSOLE 110000000ISHARES TRCORE US AGGBD ET4642872262954982562242SHSOLE 256224200ISHARES TRMSCI EMG MKT ETF464287234250045326SHDFND54532600ISHARES TRMSCI EMG MKT ETF46428723416269295000SHCallDFND729500000ISHARES TRMSCI EMG MKT ETF46428723418036327035SHDFND332703500ISHARES TRMSCI EMG MKT ETF464287234176532000SHDFND 3200000ISHARES TRMSCI EMG MKT ETF46428723435848650000SHPutDFND765000000ISHARES TRIBOXX INV CP ETF464287242188514026SHDFND51402600ISHARES TRS&P 500 GRWT ETF464287309193526605SHDFND32660500ISHARES TRGLOB HLTHCRE ETF4642873254996003SHDFND3600300ISHARES TRLATN AMER 40 ETF4642873903461109800SHDFND 10980000ISHARES TRLATN AMER 40 ETF4642873902297265SHDFND3726500ISHARES TRS&P 500 VAL ETF464287408328722262SHDFND 2226200ISHARES TRMSCI EAFE ETF46428746529018367875SHDFND336787500ISHARES TRMSCI EAFE ETF46428746512317156139SHSOLE 15613900ISHARES TRRUS MD CP GR ETF464287481241021292SHDFND 2129200ISHARES TRRUS MID CAP ETF4642874998316104942SHSOLE 10494200ISHARES TRCORE S&P MCP ETF46428750754430202545SHDFND320254500ISHARES TRISHARES BIOTECH4642875563552169SHDFND5216900ISHARES TRISHARES BIOTECH46428755681825500000SHSOLE 50000000ISHARES TRGLOBAL 100 ETF464287572168323708SHDFND32370800ISHARES TRRUS 1000 VAL ETF46428759846278291754SHDFND329175400ISHARES TRRUS 1000 VAL ETF46428759823932150875SHSOLE 15087500ISHARES TRRUS 1000 GRW ETF46428761455656205010SHDFND320501000ISHARES TRRUS 1000 GRW ETF464287614795629306SHSOLE 2930600ISHARES TRRUS 2000 VAL ETF4642876306383849SHDFND3384900ISHARES TRRUS 2000 VAL ETF4642876306884150SHSOLE 415000ISHARES TRRUS 2000 VAL ETF4642876301160470000SHCallDFND77000000ISHARES TRRUSSELL 2000 ETF464287655165720722500SHPutDFND772250000ISHARES TRRUSSELL 2000 ETF4642876554201831SHDFND3183100ISHARES TRRUSSELL 2000 ETF464287655186919814923SHSOLE 81492300ISHARES TRRUSSELL 2000 ETF464287655229410000SHCallDFND71000000ISHARES TRU.S. TECH ETF464287721119412012SHDFND31201200ISHARES TRU.S. REAL ES ETF46428773950970500000SHSOLE 50000000ISHARES TRU.S. FIN SVC ETF464287770414522378SHDFND32237800ISHARES TRCORE S&P SCP ETF46428780449120434767SHDFND343476700ISHARES TRU.S. BAS MTL ETF464287838415631881SHDFND33188100ISHARES TRMSCI AC ASIA ETF464288182489751820SHDFND 5182000ISHARES TRMSCI AC ASIA ETF4642881821625411720004SHDFND5172000400ISHARES TRGL CLEAN ENE ETF46428822470129860SHSOLE 2986000ISHARES TRMSCI ACWI ETF464288257420441544SHDFND 4154400ISHARES TRMSCI ACWI ETF4642882572472441SHDFND3244100ISHARES TRMSCI ACWI ETF4642882574502954450000SHSOLE 445000000ISHARES TREAFE SML CP ETF4642882732022724SHDFND3272400ISHARES TRJPMORGAN USD EMG4642882811707581518410SHSOLE 151841000ISHARES TRJPMORGAN USD EMG46428828128550253870SHDFND525387000ISHARES TRIBOXX HI YD ETF464288513719381707SHDFND58170700ISHARES TRIBOXX HI YD ETF464288513450251212SHSOLE 5121200ISHARES TRSHORT TREAS BD464288679383734735SHDFND23473500ISHARES TRSHORT TREAS BD46428867927955253448SHSOLE 25344800ISHARES TRPFD AND INCM SEC4642886878268210294SHSOLE 21029400ISHARES TRMSCI EURO FL ETF4642891802334119400SHDFND 11940000ISHARES TRMSCI PERU ETF4642898424235145739SHDFND514573900ISHARES TRMSCI INDIA ETF46429B59844310000SHDFND51000000ISHARES TRMSCI CHINA ETF46429B671334740600SHDFND 4060000ISHARES TRMSCI CHINA ETF46429B67140642492990SHDFND549299000ISHARES TRMSCI USA MIN VOL46429B6973364565SHDFND3456500ISHARES TRCORE MSCI TOTAL46432F8344736453SHDFND3645300ISHARES TR0-5YR INVT GR CP46434V1002625055SHDFND3505500ISHARES TRCONV BD ETF46435G10218895185300SHDFND518530000ISHARES TRMSCI UK ETF NEW46435G33442212900SHSOLE 1290000ISHARES TRESG AWR MSCI USA46435G42522658230100SHSOLE 23010000ITT INCCOM45073V108587564146SHSOLE 6414600J P MORGAN EXCHANGE-TRADED FULTRA SHRT INC46641Q8373015928SHDFND5592800J2 GLOBAL INCNOTE 3.250% 6/148123VAC62634413028000PRNDFND10130280000J2 GLOBAL INCNOTE 3.250% 6/148123VAC6141627000000SHSOLE 700000000JACOBS ENGR GROUP INCCOM4698141074853635SHDFND4363500JACOBS ENGR GROUP INCCOM469814107218216351SHSOLE 1635100JEFFERIES FINL GROUP INCCOM47233W1099540278960SHSOLE 27896000JETBLUE AWYS CORPCOM477143101168921006670SHSOLE 100667000JOHNSON & JOHNSONCOM4781601041669671013520SHSOLE 101352000JOHNSON & JOHNSONCOM4781601041357282383SHDFND48238300JOHNSON & JOHNSONCOM47816010410586422SHDFND3642200JOHNSON CTLS INTL PLCSHSG51502105152122155SHDFND42215500JPMORGAN CHASE & COCOM46625H10011047100SHDFND 710000JPMORGAN CHASE & COCOM46625H1001026866025SHDFND26602500JPMORGAN CHASE & COCOM46625H10011447355SHDFND3735500JPMORGAN CHASE & COCOM46625H1001262881187SHDFND48118700JPMORGAN CHASE & COCOM46625H1002968471908495SHSOLE 190849500JUNIPER NETWORKS INCCOM48203R10427910231SHDFND41023100JUNIPER NETWORKS INCCOM48203R104117342896SHSOLE 4289600KANSAS CITY SOUTHERNCOM NEW4851703027002468SHDFND4246800KANSAS CITY SOUTHERNCOM NEW485170302230143812164SHSOLE 81216400KELLOGG COCOM4878361085087897SHDFND4789700KELLOGG COCOM487836108198430837SHSOLE 3083700KELLOGG COCOM4878361082453812SHDFND 381200KEMPER CORPCOM488401100118216000SHSOLE 1600000KEYCORPCOM49326710861829990SHDFND42999000KEYCORPCOM493267108241971174652SHSOLE 117465200KEYSIGHT TECHNOLOGIES INCCOM49338L1037544884SHDFND4488400KIMBERLY-CLARK CORPCOM494368103142610663SHDFND41066300KIMBERLY-CLARK CORPCOM494368103560541897SHSOLE 4189700KIMCO RLTY CORPCOM49446R10924211617SHDFND41161700KIMCO RLTY CORPCOM49446R10944221217SHSOLE 2121700KINDER MORGAN INC DELCOM49456B101110760796SHDFND46079600KINDER MORGAN INC DELCOM49456B1014820264412SHSOLE 26441200KINROSS GOLD CORPCOM49690240425440000SHDFND10400000KINROSS GOLD CORPCOM4969024049144014422300SHSOLE 1442230000KIRKLAND LAKE GOLD LTDCOM49741E100820882130288SHSOLE 213028800KKR & CO INCCOM48251W104262344272SHSOLE 4427200KLA CORPCOM NEW48248010013154056SHDFND4405600KLA CORPCOM NEW48248010052281161257SHSOLE 16125700KNIGHT-SWIFT TRANSN HLDGS INCL A49904910445910089SHSOLE 1008900KOHLS CORPCOM50025510424806450123SHSOLE 45012300KRAFT HEINZ COCOM50075410670517306SHDFND41730600KRAFT HEINZ COCOM500754106406899735SHSOLE 9973500KROGER COCOM50104410190623651SHDFND42365100KROGER COCOM5010441014107107195SHSOLE 10719500L BRANDS INCCOM5017971044566325SHDFND4632500L BRANDS INCCOM501797104312543364SHSOLE 4336400L3HARRIS TECHNOLOGIES INCCOM50243110913796382SHDFND4638200L3HARRIS TECHNOLOGIES INCCOM502431109551425508SHSOLE 2550800LABORATORY CORP AMER HLDGSCOM NEW50540R4097172600SHDFND4260000LABORATORY CORP AMER HLDGSCOM NEW50540R4091227944513SHSOLE 4451300LABORATORY CORP AMER HLDGSCOM NEW50540R4092971077SHDFND3107700LAM RESEARCH CORPCOM51280710824883822SHDFND4382200LAM RESEARCH CORPCOM5128071083082047365SHSOLE 4736500LAMB WESTON HLDGS INCCOM5132721043153899SHDFND4389900LAMB WESTON HLDGS INCCOM5132721047879762SHSOLE 976200LANDSTAR SYS INCCOM5150981015073206SHSOLE 320600LAS VEGAS SANDS CORPCOM5178341074598696SHDFND4869600LAS VEGAS SANDS CORPCOM51783410725829490204SHSOLE 49020400LAUDER ESTEE COS INCCL A51843910419906254SHDFND4625400LAUDER ESTEE COS INCCL A5184391043064296333SHSOLE 9633300LAUDER ESTEE COS INCCL A51843910420366400SHDFND 640000LAUDER ESTEE COS INCCL A5184391041995762750SHDFND26275000LAZARD LTDSHS AG54050102205445382SHSOLE 4538200LEGGETT & PLATT INCCOM52466010789717316SHSOLE 1731600LEIDOS HOLDINGS INCCOM5253271023473432SHDFND4343200LEIDOS HOLDINGS INCCOM525327102164516269SHSOLE 1626900LENDINGTREE INC NEWCOM52603B1075132419SHSOLE 241900LENNAR CORPCL A5260571047187228SHDFND4722800LENNAR CORPCL A526057104341934418SHSOLE 3441800LENNAR CORPCL B526057302405549783SHSOLE 4978300LIFE STORAGE INCCOM53223X1075875469SHSOLE 546900LIGHTSPEED POS INCSUB VTG SHS53227R10610844129557SHSOLE 12955700LILLY ELI & COCOM532457108573825000SHDFND42500000LILLY ELI & COCOM53245710822998100200SHSOLE 10020000LILLY ELI & COCOM53245710818317978SHDFND3797800LINCOLN NATL CORP INDCOM53418710976512173SHSOLE 1217300LINCOLN NATL CORP INDCOM5341871093475530SHDFND4553000LINDE PLCSHSG5494J103402813934SHDFND41393400LIVE NATION ENTERTAINMENT INCOM5380341093393855SHDFND4385500LIVE NATION ENTERTAINMENT INCOM53803410911029125914SHSOLE 12591400LKQ CORPCOM5018892083597289SHDFND4728900LKQ CORPCOM501889208172935132SHSOLE 3513200LOCKHEED MARTIN CORPCOM539830109243641SHDFND 64100LOCKHEED MARTIN CORPCOM53983010929177707SHDFND4770700LOCKHEED MARTIN CORPCOM53983010938845102670SHSOLE 10267000LOEWS CORPCOM5404241083205860SHDFND4586000LOEWS CORPCOM54042410816703305640SHSOLE 30564000LOWES COS INCCOM548661107369319040SHDFND41904000LOWES COS INCCOM5486611071683886806SHSOLE 8680600LPL FINL HLDGS INCCOM50212V100194314393SHSOLE 1439300LUMEN TECHNOLOGIES INCCOM55024110336026448SHDFND42644800LYONDELLBASELL INDUSTRIES NSHS - A -N537451008238000SHDFND4800000M & T BK CORPCOM55261F1045894057SHDFND4405700M & T BK CORPCOM55261F104233716085SHSOLE 1608500MACQUARIE INFRASTRUCTURE CORCOM55608B10523808622104SHSOLE 62210400MADISON SQUARE GRDN SPRT CORCL A55825T103655838000SHSOLE 3800000MAGNA INTL INCCOM5592224012661092874476SHSOLE 287447600MANHATTAN ASSOCIATES INCCOM562750109517735741SHSOLE 3574100MANPOWERGROUP INC WISCOM56418H100208117503SHSOLE 1750300MANULIFE FINL CORPCOM56501R10651319026074559SHSOLE 2607455900MARATHON DIGITAL HOLDINGS INCOM56578810655417718SHSOLE 1771800MARATHON OIL CORPCOM56584910630022023SHDFND42202300MARATHON OIL CORPCOM5658491062513184502SHSOLE 18450200MARATHON PETE CORPCOM56585A102122020190SHDFND42019000MARATHON PETE CORPCOM56585A10259669987578SHSOLE 98757800MARKETAXESS HLDGS INCCOM57060D1084761027SHDFND4102700MARKETAXESS HLDGS INCCOM57060D10826375689SHSOLE 568900MARRIOTT INTL INC NEWCL A5719032029627046SHDFND4704600MARRIOTT INTL INC NEWCL A571903202632646340SHSOLE 4634000MARSH & MCLENNAN COS INCCOM5717481024843441SHDFND3344100MARSH & MCLENNAN COS INCCOM571748102192813698SHDFND41369800MARSH & MCLENNAN COS INCCOM571748102942166970SHSOLE 6697000MARTIN MARIETTA MATLS INCCOM5732841061468641743SHSOLE 4174300MARTIN MARIETTA MATLS INCCOM5732841065821655SHDFND4165500MASCO CORPCOM574599106240140761SHSOLE 4076100MASCO CORPCOM5745991063936681SHDFND4668100MASTEC INCCOM576323109545951450SHSOLE 5145000MASTERCARD INCORPORATEDCL A57636Q10425196900SHDFND 690000MASTERCARD INCORPORATEDCL A57636Q1042455667270SHDFND26727000MASTERCARD INCORPORATEDCL A57636Q104855623436SHDFND42343600MASTERCARD INCORPORATEDCL A57636Q104254181696214SHSOLE 69621400MATTEL INCCOM57708110252225968SHSOLE 2596800MAXIM INTEGRATED PRODS INCCOM57772K101126211979SHDFND41197900MAXIM INTEGRATED PRODS INCCOM57772K10166839634391SHSOLE 63439100MAXIMUS INCCOM5779331045105803SHSOLE 580300MCAFEE CORPCOM CL A5790631083587128000SHSOLE 12800000MCCORMICK & CO INCCOM NON VTG5797802066156957SHDFND4695700MCCORMICK & CO INCCOM NON VTG579780206269130474SHSOLE 3047400MCDONALDS CORPCOM580135101128583556662SHSOLE 55666200MCDONALDS CORPCOM580135101539723369SHDFND42336900MCKESSON CORPCOM58155Q1038094233SHDFND4423300MCKESSON CORPCOM58155Q10320176105503SHSOLE 10550300MEDTRONIC PLCSHSG5960L103521742034SHDFND44203400MELCO RESORTS AND ENTMNT LTDADR58546410019311622SHDFND41162200MERCADOLIBRE INCCOM58733R102452290SHDFND 29000MERCADOLIBRE INCNOTE 2.000% 8/158733RAD46399218052000PRNDFND10180520000MERCK & CO INCCOM58933Y1052493181SHDFND 318100MERCK & CO INCCOM58933Y105198425511SHDFND32551100MERCK & CO INCCOM58933Y105615379110SHDFND47911000MERCK & CO INCCOM58933Y10568774884328SHSOLE 88432800MERCURY GENL CORP NEWCOM589400100216433325SHSOLE 3332500METLIFE INCCOM59156R108550491968SHSOLE 9196800METLIFE INCCOM59156R108120320108SHDFND42010800METTLER TOLEDO INTERNATIONALCOM592688105845610SHDFND461000METTLER TOLEDO INTERNATIONALCOM59268810532962379SHSOLE 237900MGIC INVT CORP WISCOM552848103998747343674SHSOLE 734367400MGM RESORTS INTERNATIONALCOM55295310147010983SHDFND41098300MGM RESORTS INTERNATIONALCOM552953101150435262SHSOLE 3526200MICROCHIP TECHNOLOGY INC.COM59501710410857245SHDFND4724500MICROCHIP TECHNOLOGY INC.COM5950171041223481699SHSOLE 8169900MICROCHIP TECHNOLOGY INC.NOTE 1.625% 2/1595017AD6168305070000PRNDFND1050700000MICRON TECHNOLOGY INCCOM595112103254729971SHDFND42997100MICROSOFT CORPCOM59491810433000121835SHDFND212183500MICROSOFT CORPCOM59491810417771946560332SHSOLE 656033200MICROSOFT CORPCOM594918104519919192SHDFND31919200MICROSOFT CORPCOM594918104363813431SHDFND 1343100MICROSOFT CORPCOM59491810454630201662SHDFND420166200MID-AMER APT CMNTYS INCCOM59522J1035123044SHDFND4304400MID-AMER APT CMNTYS INCCOM59522J103243214438SHSOLE 1443800MIDDLEBY CORPCOM59627810175946438338SHSOLE 43833800MODERNA INCCOM60770K10735272150108SHSOLE 15010800MOHAWK INDS INCCOM6081901043061594SHDFND4159400MOHAWK INDS INCCOM60819010425421132268SHSOLE 13226800MOLSON COORS BEVERAGE COCL B60871R2092805208SHDFND4520800MOLSON COORS BEVERAGE COCL B60871R209123823062SHSOLE 2306200MONDELEZ INTL INCCL A609207105766841228134SHSOLE 122813400MONDELEZ INTL INCCL A6092071052113379SHDFND3337900MONDELEZ INTL INCCL A609207105274944051SHDFND44405100MONGODB INCCL A60937P1065971652SHSOLE 165200MONOLITHIC PWR SYS INCCOM6098391054141110SHDFND4111000MONOLITHIC PWR SYS INCCOM60983910531308382SHSOLE 838200MONSTER BEVERAGE CORP NEWCOM61174X1098929755SHDFND4975500MONSTER BEVERAGE CORP NEWCOM61174X10917075186921SHSOLE 18692100MOODYS CORPCOM61536910511233100SHDFND 310000MOODYS CORPCOM6153691051140931490SHDFND23149000MOODYS CORPCOM61536910515584301SHDFND4430100MOODYS CORPCOM6153691053269990236SHSOLE 9023600MORGAN STANLEYCOM NEW61744644810086110000SHPutDFND711000000MORGAN STANLEYCOM NEW617446448366539966SHDFND43996600MORGAN STANLEYCOM NEW61744644875701825802SHSOLE 82580200MORGAN STANLEYCOM NEW61744644810086110000SHCallDFND711000000MORNINGSTAR INCCOM617700109510019837SHSOLE 1983700MOSAIC CO NEWCOM61945C10327134850317SHSOLE 85031700MOSAIC CO NEWCOM61945C1032979301SHDFND4930100MOTOROLA SOLUTIONS INCCOM NEW6200763079914573SHDFND4457300MOTOROLA SOLUTIONS INCCOM NEW6200763071996192051SHSOLE 9205100MSC INDL DIRECT INCCL A5535301065085658SHSOLE 565800MSCI INCCOM55354G10011642185SHDFND4218500MSCI INCCOM55354G100594311148SHSOLE 1114800MURPHY USA INCCOM6267551025344005SHSOLE 400500NASDAQ INCCOM6311031085493123SHDFND4312300NASDAQ INCCOM6311031081241270603SHSOLE 7060300NATERA INCNOTE 2.250% 5/0632307AB030801017000PRNDFND1010170000NATIONAL FUEL GAS COCOM6361801014889332SHSOLE 933200NATIONAL INSTRS CORPCOM63651810217081404000SHSOLE 40400000NAVISTAR INTL CORP NEWCOM63934E10848010790SHSOLE 1079000NETAPP INCCOM64110D1045546784SHDFND4678400NETAPP INCCOM64110D104229628062SHSOLE 2806200NETEASE INCSPONSORED ADS64110W1024553950SHDFND 395000NETEASE INCSPONSORED ADS64110W10210929475SHDFND3947500NETFLIX INCCOM64110L106273517SHDFND351700NETFLIX INCCOM64110L106627611882SHDFND41188200NETFLIX INCCOM64110L106294424557401SHSOLE 55740100NETFLIX INCCOM64110L1062641150000SHPutDFND75000000NEW RELIC INCCOM64829B100320347826SHSOLE 4782600NEW YORK CMNTY BANCORP INCCOM64944510349044486SHSOLE 4448600NEW YORK TIMES COCL A65011110728785660956SHSOLE 66095600NEWELL BRANDS INCCOM651229106132748319SHSOLE 4831900NEWELL BRANDS INCCOM6512291062659628SHDFND4962800NEWMARKET CORPCOM65158710713884312SHSOLE 431200NEWMONT CORPCOM65163910630128475343SHSOLE 47534300NEWMONT CORPCOM651639106135721416SHDFND42141600NEWS CORP NEWCL A65249B10928210959SHDFND41095900NEWS CORP NEWCL A65249B109129650295SHSOLE 5029500NEWS CORP NEWCL B65249B20842517438SHSOLE 1743800NEXTERA ENERGY INCCOM65339F101448061139SHDFND46113900NEXTERA ENERGY INCUNIT 99/99/999965339F739693991410000SHSOLE 141000000NEXTERA ENERGY INCUNIT 99/99/999965339F770564161157368SHSOLE 115736800NEXTERA ENERGY INCUNIT 09/01/2022S65339F7961452822601062SHSOLE 260106200NIELSEN HLDGS PLCSHS EURG6518L1082349487SHDFND4948700NIKE INCCL B654106103199312900SHDFND 1290000NIKE INCCL B6541061032031851315196SHSOLE 131519600NIKE INCCL B654106103527934173SHDFND43417300NIKE INCCL B654106103220614279SHDFND31427900NIKE INCCL B65410610319458125970SHDFND212597000NIO INCSPON ADS62914V106137625898SHSOLE 2589800NISOURCE INCCOM65473P10526310776SHDFND41077600NISOURCE INCCOM65473P105117748025SHSOLE 4802500NOKIA CORPSPONSORED ADR6549022046111466SHDFND31146600NORDSON CORPCOM655663102222610140SHSOLE 1014000NORFOLK SOUTHN CORPCOM65584410817876731SHDFND4673100NORFOLK SOUTHN CORPCOM655844108819230867SHSOLE 3086700NORTHERN TR CORPCOM6658591047566537SHDFND4653700NORTHERN TR CORPCOM665859104237020502SHSOLE 2050200NORTHROP GRUMMAN CORPCOM66680710214834081SHDFND4408100NORTHROP GRUMMAN CORPCOM6668071023622399669SHSOLE 9966900NORTONLIFELOCK INCCOM6687711083800139610SHSOLE 13961000NORTONLIFELOCK INCCOM66877110849618195SHDFND41819500NORWEGIAN CRUISE LINE HLDG LSHSG667211042929953SHDFND4995300NORWEGIAN CRUISE LINE HLDG LSHSG66721104126843108SHSOLE 4310800NOV INCCOM62955J10316911031SHDFND41103100NOV INCCOM62955J10373347830SHSOLE 4783000NOVAVAX INCCOM NEW670002401451721312SHSOLE 2131200NRG ENERGY INCCOM NEW6293775082666596SHDFND4659600NRG ENERGY INCCOM NEW62937750828537708115SHSOLE 70811500NU SKIN ENTERPRISES INCCL A67018T105288951000SHSOLE 5100000NUANCE COMMUNICATIONS INCCOM67020Y1001695583114580SHSOLE 311458000NUANCE COMMUNICATIONS INCCOM67020Y100361866458SHDFND36645800NUANCE COMMUNICATIONS INCDBCV 1.000%12/167020YAK63563415831000SHSOLE 1583100000NUANCE COMMUNICATIONS INCDBCV 1.000%12/167020YAK645042000000PRNDFND1020000000NUCOR CORPCOM6703461059139522SHDFND4952200NUCOR CORPCOM670346105549457266SHSOLE 5726600NUTANIX INCCL A67059N108180447200SHSOLE 4720000NUTRIEN LTDCOM67077M1084116816795032SHSOLE 679503200NUVASIVE INCCOM67070410512860189733SHSOLE 18973300NVIDIA CORPORATIONCOM67066G10449616200SHDFND 620000NVIDIA CORPORATIONCOM67066G1044756759460SHDFND25946000NVIDIA CORPORATIONCOM67066G1041335416690SHDFND41669000NVIDIA CORPORATIONCOM67066G104589413736675SHSOLE 73667500NVIDIA CORPORATIONCOM67066G1046000175000SHPutDFND77500000NVR INCCOM62944T10545792SHDFND49200NVR INCCOM62944T1052143431SHSOLE 43100NXP SEMICONDUCTORS N VCOMN6596X10915277422SHDFND4742200OCCIDENTAL PETE CORPCOM67459910570122430SHDFND42243000OCCIDENTAL PETE CORPCOM67459910521881699748SHSOLE 69974800OKTA INCCL A6792951051814374150SHSOLE 7415000OLD DOMINION FREIGHT LINE INCOM6795801006522568SHDFND4256800OLD DOMINION FREIGHT LINE INCOM679580100301211868SHSOLE 1186800OLD REP INTL CORPCOM6802231043404136654SHSOLE 13665400OLLIES BARGAIN OUTLET HLDGSCOM6811161095486513SHSOLE 651300OMNICOM GROUP INCCOM6819191065286596SHDFND4659600OMNICOM GROUP INCCOM681919106216427049SHSOLE 2704900ON SEMICONDUCTOR CORPCOM68218910512344322464SHSOLE 32246400ONEMAIN HLDGS INCCOM68268W1036233104033SHSOLE 10403300ONEOK INC NEWCOM68268010366912036SHDFND41203600ONEOK INC NEWCOM68268010315641281106SHSOLE 28110600OPEN TEXT CORPCOM6837151061164732293801SHSOLE 229380100ORACLE CORPCOM68389X105380648898SHDFND44889800ORACLE CORPCOM68389X10517856229395SHSOLE 22939500OREILLY AUTOMOTIVE INCCOM67103H10710631877SHDFND4187700OREILLY AUTOMOTIVE INCCOM67103H1073371059537SHSOLE 5953700ORGANON & COCOMMON STOCK68622V1062026686SHDFND4668600ORGANON & COCOMMON STOCK68622V1066369210464SHSOLE 21046400OSHKOSH CORPCOM68823920112902103518SHSOLE 10351800OTIS WORLDWIDE CORPCOM68902V1073904769SHDFND3476900OTIS WORLDWIDE CORPCOM68902V10788110768SHDFND41076800OTIS WORLDWIDE CORPCOM68902V1078347102080SHSOLE 10208000OWENS CORNING NEWCOM690742101881190000SHSOLE 9000000PACCAR INCCOM69371810897210898SHDFND41089800PACCAR INCCOM69371810841636466510SHSOLE 46651000PACKAGING CORP AMERCOM6951561094012960SHDFND4296000PACKAGING CORP AMERCOM695156109208215373SHSOLE 1537300PAN AMERN SILVER CORPCOM6979001088070282597SHSOLE 28259700PARKER-HANNIFIN CORPCOM70109410410603454SHDFND4345400PARKER-HANNIFIN CORPCOM70109410455604181057SHSOLE 18105700PAYCHEX INCCOM704326107108310086SHDFND41008600PAYCHEX INCCOM704326107878681885SHSOLE 8188500PAYCOM SOFTWARE INCCOM70432V1024851335SHDFND4133500PAYCOM SOFTWARE INCCOM70432V1021963854030SHSOLE 5403000PAYPAL HLDGS INCCOM70450Y103151038518174SHSOLE 51817400PAYPAL HLDGS INCCOM70450Y10323888193SHDFND3819300PAYPAL HLDGS INCCOM70450Y103917631479SHDFND43147900PEGASYSTEMS INCCOM70557310319681141396SHSOLE 14139600PELOTON INTERACTIVE INCCL A COM70614W1005954794SHSOLE 479400PEMBINA PIPELINE CORPCOM7063271032571298092702SHSOLE 809270200PENN NATL GAMING INCCOM7075691093003910SHDFND4391000PENN NATL GAMING INCCOM707569109141018437SHSOLE 1843700PENN NATL GAMING INCNOTE 2.750% 5/1707569AU365421958000PRNDFND1019580000PENTAIR PLCSHSG7S00T1042954369SHDFND4436900PENUMBRA INCCOM70975L1075231910SHSOLE 191000PEOPLES UNITED FINANCIAL INCCOM71270410517810417SHDFND41041700PEOPLES UNITED FINANCIAL INCCOM712704105248121447599SHSOLE 144759900PEPSICO INCCOM7134481082610431761778SHSOLE 176177800PEPSICO INCCOM7134481082501687SHDFND3168700PEPSICO INCCOM713448108639343151SHDFND44315100PERKINELMER INCCOM7140461094683028SHDFND4302800PERKINELMER INCCOM714046109644241719SHSOLE 4171900PFIZER INCCOM71708110373018641SHDFND31864100PFIZER INCCOM7170811036875175585SHDFND417558500PFIZER INCCOM7170811032107535381848SHSOLE 538184800PG&E CORPCOM69331C108300242952242SHSOLE 295224200PHILIP MORRIS INTL INCCOM7181721092442466SHDFND 246600PHILIP MORRIS INTL INCCOM718172109483148751SHDFND44875100PHILIP MORRIS INTL INCCOM7181721094575424616504SHSOLE 461650400PHILLIPS 66COM7185461043263799SHDFND3379900PHILLIPS 66COM71854610499111550SHDFND41155000PHILLIPS 66COM718546104460053595SHSOLE 5359500PINDUODUO INCSPONSORED ADS72230410212702100000SHSOLE 10000000PINDUODUO INCSPONSORED ADS72230410212702100000SHPutDFND710000000PINNACLE WEST CAP CORPCOM7234841012813428SHDFND4342800PINNACLE WEST CAP CORPCOM723484101260731807SHSOLE 3180700PIONEER NAT RES COCOM72378710710186262SHDFND4626200PIONEER NAT RES COCOM72378710761492378367SHSOLE 37836700PLANET FITNESS INCCL A72703H101237231522SHSOLE 3152200PLAYTIKA HLDG CORPCOM72815L1074980208900SHSOLE 20890000PLUG POWER INCCOM NEW72919P2022046000SHSOLE 600000PLUG POWER INCNOTE 3.750% 6/072919PAD53947578000PRNDFND105780000PNC FINL SVCS GROUP INCCOM693475105252713252SHDFND41325200PNC FINL SVCS GROUP INCCOM693475105998252329SHSOLE 5232900PNM RES INCCOM69349H1074759746SHSOLE 974600POLARIS INCCOM7310681022521842SHDFND 184200POLARIS INCCOM731068102497636329SHSOLE 3632900POOL CORPCOM73278L105601413113SHSOLE 1311300POOL CORPCOM73278L1055011090SHDFND4109000POPULAR INCCOM NEW733174700454760590SHSOLE 6059000POST HLDGS INCCOM73744610452247481675SHSOLE 48167500PPD INCCOM69355F1021128102447600SHSOLE 244760000PPG INDS INCCOM69350610710716308SHDFND4630800PPG INDS INCCOM693506107960056546SHSOLE 5654600PPL CORPCOM69351T10666923898SHDFND42389800PPL CORPCOM69351T10614812529564SHSOLE 52956400PRA HEALTH SCIENCES INCCOM69354M10857578348512SHSOLE 34851200PRETIUM RES INCNOTE 2.250% 3/174139CAB819601954000PRNDFND1019540000PRICE T ROWE GROUP INCCOM74144T108555428057SHSOLE 2805700PRICE T ROWE GROUP INCCOM74144T10813997068SHDFND4706800PRINCIPAL FINANCIAL GROUP INCOM74251V1025057982SHDFND4798200PRINCIPAL FINANCIAL GROUP INCOM74251V10221830345464SHSOLE 34546400PROCTER AND GAMBLE COCOM7427181096094513SHDFND3451300PROCTER AND GAMBLE COCOM7427181091035176714SHDFND47671400PROCTER AND GAMBLE COCOM7427181092559641897009SHSOLE 189700900PROGRESSIVE CORPCOM743315103158116100SHDFND 1610000PROGRESSIVE CORPCOM74331510315993162865SHDFND216286500PROGRESSIVE CORPCOM743315103179518269SHDFND41826900PROGRESSIVE CORPCOM74331510322530229409SHSOLE 22940900PROLOGIS INC.COM74340W1038747312SHDFND3731200PROLOGIS INC.COM74340W103236519790SHDFND41979000PROLOGIS INC.COM74340W1031082190532SHSOLE 9053200PROOFPOINT INCCOM743424103100276577096SHSOLE 57709600PRUDENTIAL FINL INCCOM744320102107510480SHDFND41048000PRUDENTIAL FINL INCCOM744320102500048790SHSOLE 4879000PTC INCCOM69370C100315622339SHSOLE 2233900PTC INCCOM69370C1004002837SHDFND4283700PUBLIC STORAGECOM74460D10912264078SHDFND4407800PUBLIC STORAGECOM74460D109619320596SHSOLE 2059600PUBLIC SVC ENTERPRISE GRP INCOM74457310693215586SHDFND41558600PUBLIC SVC ENTERPRISE GRP INCOM74457310615855265392SHSOLE 26539200PULTE GROUP INCCOM7458671013756877SHDFND4687700PULTE GROUP INCCOM745867101182633453SHSOLE 3345300PVH CORPORATIONCOM6936561002081936SHDFND4193600PVH CORPORATIONCOM69365610014395133795SHSOLE 13379500QORVO INCCOM74736K1011118057143SHSOLE 5714300QORVO INCCOM74736K1015832981SHDFND4298100QUALCOMM INCCOM747525103321622500SHPutDFND72250000QUALCOMM INCCOM747525103104584731712SHSOLE 73171200QUALCOMM INCCOM747525103505435349SHDFND43534900QUANTA SVCS INCCOM74762E1023203525SHDFND4352500QUANTA SVCS INCCOM74762E10220458225882SHSOLE 22588200QUEST DIAGNOSTICS INCCOM74834L1005444124SHDFND4412400QUEST DIAGNOSTICS INCCOM74834L100264420037SHSOLE 2003700QUIDEL CORPCOM74838J1015144011SHSOLE 401100RALPH LAUREN CORPCL A7512121016965907SHSOLE 590700RAYMOND JAMES FINL INCCOM7547301094223256SHDFND4325600RAYMOND JAMES FINL INCCOM75473010922316171797SHSOLE 17179700RAYTHEON TECHNOLOGIES CORPCOM75513E10151723606325SHSOLE 60632500RAYTHEON TECHNOLOGIES CORPCOM75513E10191810761SHDFND31076100RAYTHEON TECHNOLOGIES CORPCOM75513E101345940543SHDFND44054300REALTY INCOME CORPCOM75610910467110057SHDFND41005700REALTY INCOME CORPCOM756109104305145718SHSOLE 4571800REGAL BELOIT CORPCOM758750103539640413SHSOLE 4041300REGENCY CTRS CORPCOM7588491032644111SHDFND4411100REGENCY CTRS CORPCOM758849103130520370SHSOLE 2037000REGENERON PHARMACEUTICALSCOM75886F10715662802SHDFND4280200REGENERON PHARMACEUTICALSCOM75886F10779785142846SHSOLE 14284600REGIONS FINANCIAL CORP NEWCOM7591EP10061430415SHDFND43041500REGIONS FINANCIAL CORP NEWCOM7591EP1008198406237SHSOLE 40623700REINSURANCE GRP OF AMERICA ICOM NEW759351604261122900SHSOLE 2290000RELIANCE STEEL & ALUMINUM COCOM759509102232015376SHSOLE 1537600REPUBLIC SVCS INCCOM7607591006175611SHDFND4561100REPUBLIC SVCS INCCOM76075910016920153801SHSOLE 15380100REPUBLIC SVCS INCCOM760759100112210200SHDFND 1020000REPUBLIC SVCS INCCOM76075910011093100855SHDFND210085500RESMED INCCOM7611521079553874SHDFND4387400RESMED INCCOM76115210729669120353SHSOLE 12035300RESTAURANT BRANDS INTL INCCOM76131D1032133305SHDFND3330500RESTAURANT BRANDS INTL INCCOM76131D1032433993778016SHSOLE 377801600RHCOM74967X10361549064SHSOLE 906400RHNOTE 9/174967XAD53466410832000PRNDFND10108320000RINGCENTRAL INCCL A76680R2065451876SHSOLE 187600RITCHIE BROS AUCTIONEERSCOM7677441058762147790SHSOLE 14779000RLI CORPCOM7496071075275036SHSOLE 503600ROBERT HALF INTL INCCOM770323103376642326SHSOLE 4232600ROBERT HALF INTL INCCOM7703231032973341SHDFND4334100ROCKWELL AUTOMATION INCCOM7739031098923121SHDFND4312100ROCKWELL AUTOMATION INCCOM773903109522918282SHSOLE 1828200ROGERS COMMUNICATIONS INCCL B7751092002113971SHDFND3397100ROGERS COMMUNICATIONS INCCL B7751092003305636218700SHSOLE 621870000ROKU INCCOM CL A77543R1023132268203SHSOLE 6820300ROLLINS INCCOM775711104140741143SHSOLE 4114300ROPER TECHNOLOGIES INCCOM77669610613192805SHDFND4280500ROPER TECHNOLOGIES INCCOM776696106610312979SHSOLE 1297900ROSS STORES INCCOM77829610311869566SHDFND4956600ROSS STORES INCCOM77829610324919200956SHSOLE 20095600ROYAL BK CDACOM780087102148414648SHDFND31464800ROYAL BK CDACOM780087102213255521050093SHSOLE 2105009300ROYAL CARIBBEAN GROUPCOMV7780T1035146036SHDFND4603600ROYAL CARIBBEAN GROUPCOMV7780T1035376292SHSOLE 629200ROYAL GOLD INCCOM7802871084784188SHSOLE 418800RYDER SYS INCCOM783549108171723100SHSOLE 2310000S&P GLOBAL INCCOM78409V10427506700SHDFND 670000S&P GLOBAL INCCOM78409V1042690165550SHDFND26555000S&P GLOBAL INCCOM78409V10426406434SHDFND4643400S&P GLOBAL INCCOM78409V1041266830864SHSOLE 3086400SALESFORCE COM INCCOM79466L3022441000SHDFND 100000SALESFORCE COM INCCOM79466L302607924886SHDFND42488600SALESFORCE COM INCCOM79466L30252134213429SHSOLE 21342900SALESFORCE COM INCCOM79466L30224427100000SHPutDFND710000000SANTANDER CONSUMER USA HLDGSCOM80283M101312686067SHSOLE 8606700SAREPTA THERAPEUTICS INCCOM8036071004946359SHSOLE 635900SBA COMMUNICATIONS CORP NEWCL A78410G1049152872SHDFND4287200SBA COMMUNICATIONS CORP NEWCL A78410G104485415230SHSOLE 1523000SCHLUMBERGER LTDCOM STK806857108117936824SHDFND43682400SCHLUMBERGER LTDCOM STK80685710825737804033SHSOLE 80403300SCHNEIDER NATIONAL INCCL B80689H1026509299000SHSOLE 29900000SCHWAB CHARLES CORPCOM808513105291340021SHDFND44002100SCHWAB CHARLES CORPCOM80851310513419184300SHSOLE 18430000SCIENCE APPLICATIONS INTL COCOM8086251074725380SHSOLE 538000SCOTTS MIRACLE-GRO COCL A8101861065242731SHSOLE 273100SEA LTDSPONSORD ADS81141R100219800SHDFND480000SEA LTDSPONSORD ADS81141R1007412700SHSOLE 270000SEAGATE TECHNOLOGY HLDNGS PLORD SHSG7997R1035506256SHDFND4625600SEAGEN INCCOM81181C10423065146095SHSOLE 14609500SEALED AIR CORP NEWCOM81211K1002333920SHDFND4392000SEALED AIR CORP NEWCOM81211K1004697922SHSOLE 792200SELECT SECTOR SPDR TRSBI MATERIALS81369Y10041213500700SHSOLE 50070000SELECT SECTOR SPDR TRSBI HEALTHCARE81369Y2095244160SHDFND3416000SELECT SECTOR SPDR TRSBI HEALTHCARE81369Y209100760800000SHSOLE 80000000SELECT SECTOR SPDR TRSBI CONS STPLS81369Y3084326174SHDFND320200SELECT SECTOR SPDR TRSBI CONS STPLS81369Y308699701000000SHSOLE 100000000SELECT SECTOR SPDR TRSBI CONS DISCR81369Y4077434161SHDFND3123400SELECT SECTOR SPDR TRENERGY81369Y5062601804829773SHSOLE 482977300SELECT SECTOR SPDR TRENERGY81369Y506269450000SHCallDFND75000000SELECT SECTOR SPDR TRFINANCIAL81369Y6059173250000SHCallDFND725000000SELECT SECTOR SPDR TRFINANCIAL81369Y6057338200000SHPutDFND720000000SELECT SECTOR SPDR TRFINANCIAL81369Y605749252042101SHDFND5204210100SELECT SECTOR SPDR TRFINANCIAL81369Y605329589800SHDFND 8980000SELECT SECTOR SPDR TRFINANCIAL81369Y60562373017000000SHSOLE 1700000000SELECT SECTOR SPDR TRSBI INT-INDS81369Y7041199341171231SHDFND5117123100SELECT SECTOR SPDR TRSBI INT-INDS81369Y7041536001500000SHSOLE 150000000SELECT SECTOR SPDR TRSBI INT-INDS81369Y704921690000SHPutDFND79000000SELECT SECTOR SPDR TRTECHNOLOGY81369Y8031478671001400SHSOLE 100140000SELECT SECTOR SPDR TRTECHNOLOGY81369Y80310677226SHDFND31461700SELECT SECTOR SPDR TRRL EST SEL SEC81369Y860443301000000SHSOLE 100000000SELECT SECTOR SPDR TRSBI INT-UTILS81369Y886632301000001SHSOLE 100000100SEMPRA ENERGYCOM81685110913109886SHDFND4988600SEMPRA ENERGYCOM816851109855364563SHSOLE 6456300SERVICE CORP INTLCOM817565104413977230SHSOLE 7723000SERVICENOW INCCOM81762P10229265325SHDFND4532500SERVICENOW INCCOM81762P10268260124210SHSOLE 12421000SERVICENOW INCNOTE 6/081762PAC6182444480000PRNDFND1044800000SHAW COMMUNICATIONS INCCL B CONV82028K2002094957232505SHSOLE 723250500SHERWIN WILLIAMS COCOM82434810621257800SHDFND 780000SHERWIN WILLIAMS COCOM8243481062086476590SHDFND27659000SHERWIN WILLIAMS COCOM82434810617586453SHDFND4645300SHERWIN WILLIAMS COCOM82434810635861131624SHSOLE 13162400SHOPIFY INCCL A82509L1071317292900799SHSOLE 90079900SHOPIFY INCNOTE 0.125%11/082509LAA541823211000PRNDFND1032110000SILGAN HOLDINGS INCCOM827048109293470702SHSOLE 7070200SIMON PPTY GROUP INC NEWCOM82880610911468788SHDFND4878800SIMON PPTY GROUP INC NEWCOM828806109474436353SHSOLE 3635300SIRIUS XM HOLDINGS INCCOM82968B10360892966SHDFND339900SKILLZ INCCOM83067L10949622828SHSOLE 2282800SKYWORKS SOLUTIONS INCCOM83088M1028334344SHDFND4434400SKYWORKS SOLUTIONS INCCOM83088M102623732525SHSOLE 3252500SLACK TECHNOLOGIES INCCOM CL A83088V1023571648062384SHSOLE 806238400SLACK TECHNOLOGIES INCNOTE 0.500% 4/183088VAB86548843244000SHSOLE 4324400000SLM CORPCOM78442P1062722130009SHSOLE 13000900SMARTSHEET INCCOM CL A83200N10332411448157SHSOLE 44815700SMITH A O CORPCOM8318652092563557SHDFND4355700SMITH A O CORPCOM831865209123917191SHSOLE 1719100SMUCKER J M COCOM NEW8326964054533503SHDFND4350300SMUCKER J M COCOM NEW832696405717755389SHSOLE 5538900SNAP ON INCCOM8330341013551589SHDFND4158900SNAP ON INCCOM83303410115306848SHSOLE 684800SOTERA HEALTH COCOM83601L1023559146900SHSOLE 14690000SOUTHERN COCOM84258710728293467569SHSOLE 46756900SOUTHERN COCOM842587107170628194SHDFND42819400SOUTHERN COCOM8425871073035000SHDFND1050000SOUTHERN COPPER CORPCOM84265V10520333316115SHSOLE 31611500SOUTHERN COPPER CORPCOM84265V10572011197SHDFND51119700SOUTHWEST AIRLS COCOM84474110882415533SHDFND41553300SPDR DOW JONES INDL AVERAGEUT SER 178467X109345010000SHPutDFND71000000SPDR GOLD TRGOLD SHS78463V1079705860SHSOLE 586000SPDR INDEX SHS FDSEURO STOXX 5078463X2025301113200SHDFND 11320000SPDR INDEX SHS FDSEURO STOXX 5078463X20258112397SHDFND51239700SPDR INDEX SHS FDSPORTFLI MSCI GBL78463X4756527117557SHDFND 11755700SPDR S&P 500 ETF TRTR UNIT78462F10310563782467830SHSOLE 246783000SPDR S&P 500 ETF TRTR UNIT78462F103603614100SHDFND 1410000SPDR S&P 500 ETF TRTR UNIT78462F1035551297SHDFND3129700SPDR S&P 500 ETF TRTR UNIT78462F10325055852SHDFND5585200SPDR S&P MIDCAP 400 ETF TRUTSER1 S&PDCRP78467Y10712282500SHSOLE 250000SPDR SER TRS&P REGL BKG78464A698934071425401SHDFND5142540100SPDR SER TRBLOOMBERG SRT TR78468R4082758100000SHSOLE 10000000SPDR SER TRS&P OILGAS EXP78468R5569822101190SHSOLE 10119000SPDR SER TRSPDR BLOOMBERG78468R663610666872SHSOLE 6687200SPECTRUM BRANDS HLDGS INC NECOM84790A105450753000SHSOLE 5300000SPIRIT AEROSYSTEMS HLDGS INCCOM CL A84857410911755249100SHSOLE 24910000SPLUNK INCCOM8486371045814020SHSOLE 402000SPROUTS FMRS MKT INCCOM85208M10246218582SHSOLE 1858200SQUARE INCCL A8522341032124287130SHSOLE 8713000SQUARE INCNOTE 0.500% 5/1852234AD5184045880000PRNDFND1058800000SS&C TECHNOLOGIES HLDGS INCCOM78467J1008993124798SHSOLE 12479800SSR MNG INCNOTE 2.500% 4/0784730AB945443807000PRNDFND1038070000STANLEY BLACK & DECKER INCCOM8545021011831689351SHSOLE 8935100STANLEY BLACK & DECKER INCCOM8545021018944365SHDFND4436500STANLEY BLACK & DECKER INCUNIT 11/15/2022854502846120110000SHDFND10100000STANTEC INCCOM85472N109276761999SHSOLE 6199900STARBUCKS CORPCOM855244109544148663SHDFND34866300STARBUCKS CORPCOM855244109351731455SHDFND43145500STARBUCKS CORPCOM8552441091686551508411SHSOLE 150841100STARWOOD PPTY TR INCCOM85571B1057613290912SHSOLE 29091200STATE STR CORPCOM85747710389310863SHDFND41086300STATE STR CORPCOM8574771039537115905SHSOLE 11590500STEEL DYNAMICS INCCOM858119100166928000SHSOLE 2800000STERIS PLCSHS USDG8473T1005572700SHDFND4270000STONECO LTDCOM CL AG8515810614887222000SHSOLE 22200000STRYKER CORPORATIONCOM86366710122738753SHDFND4875300STRYKER CORPORATIONCOM863667101984437899SHSOLE 3789900SUN CMNTYS INCCOM8666741045773369SHSOLE 336900SUN LIFE FINANCIAL INC.COM8667961054822529352270SHSOLE 935227000SUNCOR ENERGY INC NEWCOM86722410727711557SHDFND31155700SUNCOR ENERGY INC NEWCOM86722410744745418682599SHSOLE 1868259900SUZANO S ASPON ADS86959K10514311900SHDFND 1190000SVB FINANCIAL GROUPCOM78486Q1018071450SHDFND4145000SVB FINANCIAL GROUPCOM78486Q10147918610SHSOLE 861000SWITCH INCCL A87105L104382001809584SHSOLE 180958400SYNAPTICS INCNOTE 0.500% 6/187157DAD14301421225719SHSOLE 2122571900SYNCHRONY FINANCIALCOM87165B10385317588SHDFND41758800SYNCHRONY FINANCIALCOM87165B10311889245025SHSOLE 24502500SYNEOS HEALTH INCCL A87166B1029964111341SHSOLE 11134100SYNNEX CORPCOM87162W100894273441SHSOLE 7344100SYNOPSYS INCCOM87160710711254080SHDFND4408000SYNOPSYS INCCOM87160710743484157669SHSOLE 15766900SYSCO CORPCOM871829107105013498SHDFND41349800SYSCO CORPCOM87182910716452211595SHSOLE 21159500TAIWAN SEMICONDUCTOR MFG LTDSPONSORED ADS8740391002321934SHDFND 193400TAIWAN SEMICONDUCTOR MFG LTDSPONSORED ADS87403910024050200153SHSOLE 20015300TAIWAN SEMICONDUCTOR MFG LTDSPONSORED ADS87403910024032200000SHPutDFND720000000TAKE-TWO INTERACTIVE SOFTWARCOM8740541095343016SHDFND4301600TAKE-TWO INTERACTIVE SOFTWARCOM874054109310217527SHSOLE 1752700TANDEM DIABETES CARE INCCOM NEW87537220316558170000SHSOLE 17000000TAPESTRY INCCOM876030107168638769SHSOLE 3876900TAPESTRY INCCOM8760301073177313SHDFND4731300TARGET CORPCOM87612E106322013321SHDFND41332100TARGET CORPCOM87612E106153890636591SHSOLE 63659100TC ENERGY CORPCOM87807B1073076200SHDFND320200TC ENERGY CORPCOM87807B10784700317475054SHSOLE 1747505400TE CONNECTIVITY LTDREG SHSH8498910411968841SHDFND4884100TECK RESOURCES LTDCL B878742204937594069198SHSOLE 406919800TELEDYNE TECHNOLOGIES INCCOM8793601055201241SHDFND4124100TELEDYNE TECHNOLOGIES INCCOM8793601052567161292SHSOLE 6129200TELEFLEX INCORPORATEDCOM8793691064941228SHDFND4122800TELEFLEX INCORPORATEDCOM8793691061148828591SHSOLE 2859100TELEPHONE & DATA SYS INCCOM NEW8794338293898172000SHSOLE 17200000TELUS CORPORATIONCOM87971M10345903620470793SHSOLE 2047079300TEMPUR SEALY INTL INCCOM88023U101421651075902SHSOLE 107590200TENCENT MUSIC ENTMT GROUPSPON ADS88034P10923114900SHDFND 1490000TERADYNE INCCOM8807701021168287212SHSOLE 8721200TERADYNE INCCOM8807701026014487SHDFND4448700TERADYNE INCNOTE 1.250%12/1880770AG71762416000PRNDFND104160000TERADYNE INCNOTE 1.250%12/1880770AG790532137000SHSOLE 213700000TERMINIX GLOBAL HOLDINGS INCCOM88087E1004719871SHSOLE 987100TESLA INCCOM88160R101260383SHDFND31201700TESLA INCCOM88160R1011403320645SHDFND42064500TESLA INCCOM88160R101334491SHSOLE 49100TESLA INCNOTE 2.375% 3/188160RAD3107931042000PRNDFND1010420000TESLA INCNOTE 2.000% 5/188160RAG611974810937000PRNDFND10109370000TESLA INCNOTE 2.000% 5/188160RAG6710336494000SHSOLE 649400000TEVA PHARMACEUTICAL INDS LTDSPONSORED ADS88162420933734003SHDFND43400300TEVA PHARMACEUTICAL INDS LTDSPONSORED ADS88162420921121313SHDFND32131300TEXAS CAP BANCSHARES INCCOM88224Q107564488900SHSOLE 8890000TEXAS INSTRS INCCOM88250810492561481334SHSOLE 48133400TEXAS INSTRS INCCOM882508104557528989SHDFND42898900TEXTRON INCCOM8832031014256188SHDFND4618800TEXTRON INCCOM883203101635192345SHSOLE 9234500THERMO FISHER SCIENTIFIC INCCOM883556102531510536SHDFND41053600THERMO FISHER SCIENTIFIC INCCOM88355610275114148897SHSOLE 14889700THOMSON REUTERS CORP.COM NEW8849037092036852050795SHSOLE 205079500THOR INDS INCCOM8851601014594058SHSOLE 405800TIMKEN COCOM887389104149418542SHSOLE 1854200TJX COS INC NEWCOM872540109217032188SHDFND43218800TJX COS INC NEWCOM8725401091147401701874SHSOLE 170187400T-MOBILE US INCCOM8725901042439661684502SHSOLE 168450200T-MOBILE US INCCOM872590104228115753SHDFND41575300TORO COCOM891092108218619891SHSOLE 1989100TORONTO DOMINION BK ONTCOM NEW891160509139919972SHDFND31997200TORONTO DOMINION BK ONTCOM NEW891160509133237418894553SHSOLE 1889455300TRACTOR SUPPLY COCOM8923561065863146SHDFND4314600TRACTOR SUPPLY COCOM892356106318617126SHSOLE 1712600TRADEWEB MKTS INCCL A8926721065756800SHSOLE 680000TRANE TECHNOLOGIES PLCSHSG8994E10311906454SHDFND4645400TRANSALTA CORPCOM89346D1079848988624SHSOLE 98862400TRANSDIGM GROUP INCCOM8936411009611485SHDFND4148500TRANSDIGM GROUP INCCOM89364110037265756SHSOLE 575600TRAVEL PLUS LEISURE COCOM894164102593999900SHSOLE 9990000TRAVELERS COMPANIES INCCOM89417E109466131135SHSOLE 3113500TRAVELERS COMPANIES INCCOM89417E10911777859SHDFND4785900TREEHOUSE FOODS INCCOM89469A1044299645SHSOLE 964500TRIMBLE INCCOM896239100190623292SHSOLE 2329200TRIMBLE INCCOM8962391005326501SHDFND4650100TRINITY INDS INCCOM896522109229485300SHSOLE 8530000TRIP COM GROUP LTDADS89677Q10739011000SHDFND 1100000TRIPADVISOR INCCOM896945201448211112186SHSOLE 111218600TRUIST FINL CORPCOM89832Q109233642096SHDFND44209600TRUIST FINL CORPCOM89832Q109688401240357SHSOLE 124035700TWITTER INCCOM90184L102146621312SHDFND42131200TWITTER INCCOM90184L10258236846332SHSOLE 84633200TWITTER INCCOM90184L10220643300000SHPutDFND730000000TYLER TECHNOLOGIES INCCOM90225210528756356SHSOLE 635600TYLER TECHNOLOGIES INCCOM9022521054941094SHDFND4109400TYLER TECHNOLOGIES INCCOM902252105247547SHDFND 54700TYSON FOODS INCCL A902494103539073076SHSOLE 7307600TYSON FOODS INCCL A9024941036879312SHDFND4931200UBER TECHNOLOGIES INCCOM90353T1001467392927762SHSOLE 292776200UDR INCCOM9026531044078297SHDFND4829700UDR INCCOM902653104186838133SHSOLE 3813300ULTA BEAUTY INCCOM90384S3035041455SHDFND4145500ULTA BEAUTY INCCOM90384S30323176701SHSOLE 670100UNDER ARMOUR INCCL A90431110748823085SHSOLE 2308500UNDER ARMOUR INCCL C90431120644724047SHSOLE 2404700UNILEVER PLCSPON ADR NEW9047677042734667SHDFND3466700UNION PAC CORPCOM90781810822622102875SHDFND210287500UNION PAC CORPCOM90781810822333101545SHSOLE 10154500UNION PAC CORPCOM9078181083481582SHDFND3158200UNION PAC CORPCOM907818108235310700SHDFND 1070000UNION PAC CORPCOM907818108392317836SHDFND41783600UNITED AIRLS HLDGS INCCOM9100471094588760SHDFND4876000UNITED AIRLS HLDGS INCCOM91004710921072402973SHSOLE 40297300UNITED PARCEL SERVICE INCCL B911312106472122698SHDFND42269800UNITED PARCEL SERVICE INCCL B9113121061847388825SHSOLE 8882500UNITED RENTALS INCCOM9113631095931858SHDFND4185800UNITED RENTALS INCCOM91136310922316992SHSOLE 699200UNITED STATES CELLULAR CORPCOM911684108104628800SHSOLE 2880000UNITED STATES STL CORP NEWCOM91290910833614000SHDFND10140000UNITED STATES STL CORP NEWNOTE 5.000%11/0912909AT5152047504000PRNDFND1075040000UNITED THERAPEUTICS CORP DELCOM91307C1025102845SHSOLE 284500UNITEDHEALTH GROUP INCCOM91324P10211762937SHDFND31201700UNITEDHEALTH GROUP INCCOM91324P10271597178796SHSOLE 17879600UNITEDHEALTH GROUP INCCOM91324P1021012825292SHDFND42529200UNIVERSAL HLTH SVCS INCCL B9139031003152156SHDFND4215600UNIVERSAL HLTH SVCS INCCL B913903100526635961SHSOLE 3596100US BANCORP DELCOM NEW902973304243842779SHDFND44277900US BANCORP DELCOM NEW9029733049518167080SHSOLE 16708000US FOODS HLDG CORPCOM9120081098935232929SHSOLE 23292900V F CORPCOM9182041087118668SHDFND4866800V F CORPCOM918204108322939360SHSOLE 3936000VALERO ENERGY CORPCOM91913Y10084210783SHDFND41078300VALERO ENERGY CORPCOM91913Y10015198194654SHSOLE 19465400VALVOLINE INCCOM92047W101209964660SHSOLE 6466000VANECK VECTORS ETF TRGOLD MINERS ETF92189F1061384634074845SHSOLE 407484500VANECK VECTORS ETF TRGOLD MINERS ETF92189F106601451770000SHPutDFND7177000000VANECK VECTORS ETF TRRUSSIA ETF92189F40332511215SHDFND31201700VANECK VECTORS ETF TRFALLEN ANGEL HG92189F4371164633539900SHDFND5353990000VANECK VECTORS ETF TRFALLEN ANGEL HG92189F437121036846SHSOLE 3684600VANECK VECTORS ETF TRMORNINGSTAR WIDE92189F6435547480SHSOLE 748000VANECK VECTORS ETF TRJR GOLD MINERS E92189F7911609663443137SHSOLE 344313700VANECK VECTORS ETF TRJR GOLD MINERS E92189F7914675100000SHPutDFND710000000VANECK VECTORS ETF TRJP MORGAN MKTS92189H30013502430284SHDFND543028400VANECK VECTORS ETF TRHIGH YLD MUN ETF92189H40910496165000SHSOLE 16500000VANECK VECTORS ETF TROIL SVCS ETF92189H6074241937SHSOLE 193700VANGUARD BD INDEX FDSTOTAL BND MRKT921937835677778909SHSOLE 7890900VANGUARD INDEX FDSS&P 500 ETF SHS92290836322395700SHSOLE 570000VANGUARD INDEX FDSMID CAP ETF922908629201847SHDFND384700VANGUARD INDEX FDSVALUE ETF9229087442283211661000SHSOLE 166100000VANGUARD INTL EQUITY INDEX FTT WRLD ST ETF92204274243115416200SHSOLE 41620000VANGUARD INTL EQUITY INDEX FTT WRLD ST ETF922042742652863004SHDFND56300400VANGUARD INTL EQUITY INDEX FFTSE EMR MKT ETF922042858415976579SHDFND57657900VANGUARD INTL EQUITY INDEX FFTSE EMR MKT ETF92204285845322834500SHSOLE 83450000VANGUARD INTL EQUITY INDEX FFTSE EUROPE ETF922042874978761455200SHDFND5145520000VANGUARD MALVERN FDSSTRM INFPROIDX922020805284054290SHSOLE 5429000VANGUARD SCOTTSDALE FDSSHRT TRM CORP BD92206C409794696228SHSOLE 9622800VANGUARD SCOTTSDALE FDSINTER TERM TREAS92206C706417461555SHSOLE 6155500VANGUARD TAX-MANAGED INTL FDFTSE DEV MKT ETF921943858772801500000SHSOLE 150000000VANGUARD WORLD FDSINF TECH ETF92204A702936823494SHDFND52349400VENTAS INCCOM92276F10057510063SHDFND41006300VENTAS INCCOM92276F100202835507SHSOLE 3550700VERINT SYS INCCOM92343X10052811715SHSOLE 1171500VERISIGN INCCOM92343E1025872580SHDFND4258000VERISIGN INCCOM92343E102332314596SHSOLE 1459600VERISK ANALYTICS INCCOM92345Y1067594343SHDFND4434300VERISK ANALYTICS INCCOM92345Y106605634660SHSOLE 3466000VERIZON COMMUNICATIONS INCCOM92343V104108119293SHDFND31201700VERIZON COMMUNICATIONS INCCOM92343V1047252129416SHDFND412941600VERIZON COMMUNICATIONS INCCOM92343V1041095951956011SHSOLE 195601100VERMILION ENERGY INCCOM923725105213242434271SHSOLE 243427100VERTEX PHARMACEUTICALS INCCOM92532F10014046962SHDFND4696200VERTEX PHARMACEUTICALS INCCOM92532F100684733960SHSOLE 3396000VERTIV HOLDINGS COCOM CL A92537N10810907399520SHSOLE 39952000VIACOMCBS INCCL B92556H20622600500000SHPutDFND750000000VIACOMCBS INCCL B92556H20682918323SHDFND41832300VIACOMCBS INCCL B92556H20623712524594SHSOLE 52459400VIATRIS INCCOM92556V1062114147919SHSOLE 14791900VIATRIS INCCOM92556V10644531177SHDFND43117700VIMEO INCCOMMON STOCK92719V100151130846SHSOLE 3084600VIR BIOTECHNOLOGY INCCOM92764N10250410670SHSOLE 1067000VIRGIN GALACTIC HOLDINGS INCCOM92766K106163835642SHSOLE 3564200VIRTU FINL INCCL A9282541019767353501SHSOLE 35350100VISA INCCOM CL A92826C839250210700SHDFND 1070000VISA INCCOM CL A92826C83924915106570SHDFND210657000VISA INCCOM CL A92826C83917057292SHDFND3141700VISA INCCOM CL A92826C8391060445352SHDFND44535200VISTRA CORPCOM92840M102234021261579SHSOLE 126157900VONTIER CORPORATIONCOM9288811018979275600SHSOLE 27560000VOYA FINANCIAL INCCOM92908910031233507851SHSOLE 50785100VULCAN MATLS COCOM9291601096203560SHDFND4356000VULCAN MATLS COCOM9291601091642994383SHSOLE 9438300WABTECCOM9297401083814632SHDFND4463200WABTECCOM929740108112713691SHSOLE 1369100WALGREENS BOOTS ALLIANCE INCCOM9314271084177926SHDFND3792600WALGREENS BOOTS ALLIANCE INCCOM931427108101319254SHDFND41925400WALGREENS BOOTS ALLIANCE INCCOM9314271086562124724SHSOLE 12472400WALMART INCCOM931142103520936934SHDFND43693400WALMART INCCOM931142103114834814308SHSOLE 81430800WARRIOR MET COAL INCCOM93627C10129917362SHSOLE 1736200WASTE CONNECTIONS INCCOM94106B1012253001885995SHSOLE 188599500WASTE MGMT INC DELCOM94106L109721351479SHSOLE 5147900WASTE MGMT INC DELCOM94106L1094893490SHDFND31123400WASTE MGMT INC DELCOM94106L109146410452SHDFND41045200WATERS CORPCOM94184810326777746SHSOLE 774600WATERS CORPCOM9418481035781673SHDFND4167300WATSCO INCCOM9426222005812028SHSOLE 202800WAYFAIR INCCL A94419L10135769113296SHSOLE 11329600WAYFAIR INCNOTE 1.125%11/094419LAD354752000000PRNDFND1020000000WEBSTER FINL CORP CONNCOM94789010994417700SHSOLE 1770000WEC ENERGY GROUP INCCOM92939U1068729807SHDFND4980700WEC ENERGY GROUP INCCOM92939U106530859679SHSOLE 5967900WELLPOINT INCNOTE 2.750%10/194973VBG142779000PRNDFND10790000WELLS FARGO CO NEWCOM9497461013052356739723SHSOLE 673972300WELLS FARGO CO NEWCOM94974610111323250000SHPutDFND725000000WELLS FARGO CO NEWCOM9497461012044504SHDFND3450400WELLS FARGO CO NEWCOM9497461012605760SHDFND 576000WELLS FARGO CO NEWCOM9497461015015110743SHDFND411074300WELLTOWER INCCOM95040Q10493711266SHDFND41126600WELLTOWER INCCOM95040Q104352142366SHSOLE 4236600WENDYS COCOM95058W10048420609SHSOLE 2060900WEST FRASER TIMBER CO LTDCOM952845105800101114640SHSOLE 111464000WEST PHARMACEUTICAL SVSC INCCOM9553061057222013SHDFND4201300WEST PHARMACEUTICAL SVSC INCCOM955306105873924335SHSOLE 2433500WESTERN ALLIANCE BANCORPCOM957638109547058910SHSOLE 5891000WESTERN DIGITAL CORP.COM9581021055868230SHDFND4823000WESTERN DIGITAL CORP.COM95810210514341201503SHSOLE 20150300WESTERN UN COCOM95980210928712485SHDFND41248500WESTERN UN COCOM959802109115150108SHSOLE 5010800WESTLAKE CHEM CORPCOM960413102832592407SHSOLE 9240700WESTROCK COCOM96145D1053536640SHDFND4664000WESTROCK COCOM96145D105173332567SHSOLE 3256700WEYERHAEUSER CO MTN BECOM NEW96216610468319850SHDFND41985000WEYERHAEUSER CO MTN BECOM NEW962166104259475376SHSOLE 7537600WHEATON PRECIOUS METALS CORPCOM9628791021665813779546SHSOLE 377954600WHIRLPOOL CORPCOM9633201064141901SHDFND4190100WHIRLPOOL CORPCOM96332010617247908SHSOLE 790800WHITE MTNS INS GROUP LTDCOMG9618E10755004791SHSOLE 479100WILLIAMS COS INCCOM96945710085232087SHDFND43208700WILLIAMS COS INCCOM969457100648952444282SHSOLE 244428200WILLIS TOWERS WATSON PLC LTDSHSG9662910311414959SHDFND4495900WINTRUST FINL CORPCOM97650W108311641200SHSOLE 4120000WIPRO LTDSPON ADR 1 SH97651M10921026922SHDFND 2692200WISDOMTREE TREMG MKTS SMCAP97717W281276850800SHDFND 5080000WISDOMTREE TRINTL SMCAP DIV97717W760410755000SHDFND 5500000WISDOMTREE TRJAPN HEDGE EQT97717W85172511879SHDFND51187900WISDOMTREE TREM EX ST-OWNED97717X5783261277751980SHDFND5775198000WISDOMTREE TREM EX ST-OWNED97717X5782385674SHSOLE 567400WISDOMTREE TRCHINADIV EX FI97717X719228933960SHDFND 3396000WIX COM LTDSHSM980681059063125SHDFND4312500WORKDAY INCCL A98138H10137416156724SHSOLE 15672400WORKDAY INCNOTE 0.250%10/098138HAF897695919000PRNDFND1059190000WORLD WRESTLING ENTMT INCNOTE 3.375%12/198156QAB43220412682129PRNDFND10126821290WYNDHAM HOTELS & RESORTS INCCOM98311A105307642555SHSOLE 4255500WYNN RESORTS LTDCOM9831341073432803SHDFND4280300WYNN RESORTS LTDCOM98313410710918920SHSOLE 892000XCEL ENERGY INCCOM98389B100433965863SHSOLE 6586300XCEL ENERGY INCCOM98389B100109016560SHDFND41656000XEROX HOLDINGS CORPCOM NEW98421M106185779039SHSOLE 7903900XILINX INCCOM98391910114219822SHDFND4982200XILINX INCCOM9839191012992682069052SHSOLE 206905200XP INCCL AG982391093147200SHDFND 720000XYLEM INCCOM98419M1005814844SHDFND4484400XYLEM INCCOM98419M100269522467SHSOLE 2246700YAMANA GOLD INCCOM98462Y100233325541125SHSOLE 554112500YANDEX N VSHS CLASS AN972841084396200SHDFND 620000YPF SOCIEDAD ANONIMASPON ADR CL D984245100996212920SHSOLE 21292000YUM BRANDS INCCOM9884981019228016SHDFND4801600YUM BRANDS INCCOM988498101427437153SHSOLE 3715300YUM CHINA HLDGS INCCOM98850P1094246400SHDFND 640000ZEBRA TECHNOLOGIES CORPORATICL A9892071057481414SHDFND4141400ZEBRA TECHNOLOGIES CORPORATICL A989207105549910386SHSOLE 1038600ZILLOW GROUP INCCL C CAP STK98954M20049510405090SHSOLE 40509000ZILLOW GROUP INCNOTE 1.500% 7/098954MAC5380244000PRNDFND102440000ZILLOW GROUP INCNOTE 0.750% 9/098954MAE198973615603PRNDFND1036156030ZILLOW GROUP INCNOTE 2.750% 5/198954MAH424761247000PRNDFND1012470000ZIMMER BIOMET HOLDINGS INCCOM98956P1022411496SHDFND 149600ZIMMER BIOMET HOLDINGS INCCOM98956P1028865511SHDFND4551100ZIMMER BIOMET HOLDINGS INCCOM98956P102785848860SHSOLE 4886000ZIONS BANCORPORATION N ACOM9897011072364471SHDFND4447100ZIONS BANCORPORATION N ACOM989701107110320870SHSOLE 2087000ZOETIS INCCL A98978V103235812655SHDFND41265500ZOETIS INCCL A98978V1031088458401SHSOLE 5840100ZOOM VIDEO COMMUNICATIONS INCL A98980L101201828521480SHSOLE 52148000ZYNGA INCCL A98986T108219852068230SHSOLE 206823000