UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F COVER PAGE
OMB APPROVAL
OMB Number:3235-0006
Expires:July 31, 2015
Estimated average burden
hours per response:23.8
Report for the Calendar Year or Quarter Ended:
12-31-2023
Check here if Amendment: ☐ Amendment Number:
This Amendment (Check only one.):☐ is a restatement.
☐ adds new holdings entries.

Institutional Investment Manager Filing this Report:

Name:
BNP Paribas Asset Management Holding S.A.
Address:
1 BOULEVARD HAUSSMANN
PARIS, I0 75009
Form 13F File Number:
028-14490

The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form.


Person Signing this Report on Behalf of Reporting Manager:
Name:
Sylvain NOYELLE
Title:
Global Chief Compliance Officer
Phone:
33158976083


Signature, Place, and Date of Signing:

Sylvain NOYELLE
                         [Signature]
Nanterre, FRANCE
                 [City, State]
01-30-2024
                           [Date]
                          

Report Type (Check only one.):

☒ 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) 

☐ 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) 

☐ 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).)


Form 13F Summary Page

Report Summary:

Number of Other Included Managers:
6
Form 13F Information table Entry Total:
1163
Form 13F Information table Value Total:
35903371
          (thousands)

List of Other Included Managers:

Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report.
[If there are no entries in this list, state "NONE" and omit the column headings and list entries.]

No.Form 13F File NumberNameCIK
01
028-05228
BNP PARIBAS ASSET MANAGEMENT France
 
02
028-12217
BNP PARIBAS ASSET MANAGEMENT UK Limited
 
03
 
BNP PARIBAS ASSET MANAGEMENT Holding
 
04
028-14706
BNP PARIBAS ASSET MANAGEMENT Asia Limited
 
05
028-17465
BNP PARIBAS ASSET MANAGEMENT USA, Inc.
 
06
028-20750
PT. BNP Paribas Asset Management
 


UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number:3235-0006
Expires:July 31, 2015
Estimated average burden
hours per response:23.8
COLUMN 1COLUMN 2COLUMN 3COLUMN 4COLUMN 5COLUMN 6COLUMN 7COLUMN 8
VALUESHRS ORSH/PUT/INVESTMENTOTHERVOTING AUTHORITY
NAME OF ISSUERTITLE OF CLASSCUSIP(x$1000)PRN AMTPRNCALLDISCRETIONMANAGERSOLESHAREDNONE
3D SYS CORP DELNOTE 11/188554DAD83,0154,000,000SHDFND01 0 111,346 0
3M COCOM88579Y10140,294368,588SHDFND01 0 359,080 0
ABBOTT LABSCOM00282410033,440303,804SHDFND01 0 269,621 0
ABBOTT LABSCOM0028241002,20019,989SHDFND06 0 13,729 0
ABBVIE INCCOM00287Y10997,403628,527SHDFND01 0 610,969 0
ACCENTURE PLC IRELANDSHS CLASS AG1151C1018812,511SHDFND02 0 2,511 0
ACCENTURE PLC IRELANDSHS CLASS AG1151C1012,4957,110SHDFND06 0 4,937 0
ACCENTURE PLC IRELANDSHS CLASS AG1151C101115,572329,349SHDFND01 0 277,605 0
ADOBE INCCOM00724F10116,26527,262SHDFND02 0 27,262 0
ADOBE INCCOM00724F101423,865710,468SHDFND01 0 650,686 0
ADOBE INCCOM00724F10111,39019,092SHDFND05 0 19,092 0
ADOBE INCCOM00724F101572958SHDFND06 0 958 0
ADVANCE AUTO PARTS INCCOM00751Y1069,935162,793SHDFND01 0 162,793 0
ADVANCED DRAIN SYS INC DELCOM00790R1044763,384SHDFND02 0 3,384 0
ADVANCED MICRO DEVICES INCCOM0079031077004,752SHDFND02 0 4,752 0
ADVANCED MICRO DEVICES INCCOM0079031079886,700SHDFND03 0 0 0
ADVANCED MICRO DEVICES INCCOM007903107258,8101,755,717SHDFND01 0 1,674,002 0
ADVANCED MICRO DEVICES INCCOM007903107307,0362,082,872SHDFND05 0 1,595,453 0
ADVANCED MICRO DEVICES INCCOM0079031075013,398SHDFND06 0 3,398 0
ADVENT TECHNOLOGIES HOLDNG ICOM CL A00788A1054462,000,000SHDFND02 0 2,000,000 0
AECOMCOM00766T1007,13377,172SHDFND01 0 75,045 0
AECOMCOM00766T1003,45737,405SHDFND02 0 37,405 0
AERCAP HOLDINGS NVSHSN0098510610,709144,092SHDFND01 0 144,092 0
AES CORPCOM00130H10558830,556SHDFND05 0 30,556 0
AFLAC INCCOM00105510246,730566,430SHDFND01 0 555,775 0
AGCO CORPCOM0010841024233,488SHDFND01 0 3,488 0
AGILENT TECHNOLOGIES INCCOM00846U10169,778501,893SHDFND01 0 494,695 0
AGIOS PHARMACEUTICALS INCCOM00847X10423,3051,046,460SHDFND05 0 1,046,460 0
AGREE RLTY CORPCOM0084921006,796107,966SHDFND01 0 1,816 0
AIR PRODS & CHEMS INCCOM0091581061,5405,623SHDFND06 0 3,865 0
AIR PRODS & CHEMS INCCOM00915810668,327249,550SHDFND01 0 207,747 0
AIRBNB INCCOM CL A00906610144,028323,399SHDFND01 0 320,824 0
AIRBNB INCNOTE 3/1009066AB711,22012,500,000SHDFND01 0 43,307 0
AKAMAI TECHNOLOGIES INCCOM00971T10115,428130,357SHDFND01 0 118,787 0
AKAMAI TECHNOLOGIES INCNOTE 0.125% 5/000971TAJ021,25316,700,000SHDFND01 0 175,601 0
AKAMAI TECHNOLOGIES INCNOTE 0.375% 9/000971TAL54,6854,200,000SHDFND01 0 0 0
ALARM COM HLDGS INCNOTE 1/1011642AB12,6733,000,000SHDFND01 0 20,382 0
ALBEMARLE CORPCOM01265310114,18198,153SHDFND05 0 98,153 0
ALBEMARLE CORPCOM01265310180,051554,064SHDFND02 0 545,438 0
ALBEMARLE CORPCOM0126531011,47910,239SHDFND01 0 9,534 0
ALCOA CORPCOM0138721062,81682,829SHDFND01 0 0 0
ALCOA CORPCOM0138721067,906232,525SHDFND05 0 232,525 0
ALEXANDRIA REAL ESTATE EQ INCOM0152711094,11632,471SHDFND01 0 31,422 0
ALIGN TECHNOLOGY INCCOM01625510121,52678,561SHDFND01 0 77,355 0
ALLEGION PLCORD SHSG0176J10923,745187,427SHDFND01 0 185,366 0
ALLSTATE CORPCOM0200021016,28644,905SHDFND01 0 35,246 0
ALLY FINL INCCOM02005N1005,350153,210SHDFND01 0 148,844 0
ALNYLAM PHARMACEUTICALS INCCOM02043Q1071,8949,896SHDFND01 0 9,640 0
ALNYLAM PHARMACEUTICALS INCCOM02043Q10722,105115,483SHDFND05 0 115,483 0
ALPHABET INCCAP STK CL C02079K107315,2772,237,119SHDFND01 0 2,069,552 0
ALPHABET INCCAP STK CL C02079K1071,44410,248SHDFND06 0 10,248 0
ALPHABET INCCAP STK CL A02079K305660,2654,726,647SHDFND01 0 4,188,862 0
ALPHABET INCCAP STK CL A02079K3059346,689SHDFND03 0 0 0
ALPHABET INCCAP STK CL A02079K30533,734241,489SHDFND02 0 241,489 0
ALPHABET INCCAP STK CL A02079K305399,8452,862,374SHDFND05 0 2,373,374 0
ALPHABET INCCAP STK CL A02079K3057,14451,139SHDFND06 0 38,994 0
ALPHATEC HLDGS INCCOM NEW02081G2011,37390,872SHDFND01 0 0 0
ALPHATEC HLDGS INCCOM NEW02081G20120,3101,344,148SHDFND05 0 1,344,148 0
ALTERYX INCNOTE 1.000% 8/002156BAF02,9143,000,000SHDFND01 0 15,843 0
ALTRIA GROUP INCCOM02209S1033,39884,237SHDFND01 0 73,780 0
AMAZON COM INCCOM0231351068185,384SHDFND03 0 0 0
AMAZON COM INCCOM023135106404,7772,664,058SHDFND01 0 2,100,613 0
AMAZON COM INCCOM023135106454,0832,988,567SHDFND05 0 2,568,988 0
AMAZON COM INCCOM0231351064,76031,331SHDFND06 0 21,565 0
AMAZON COM INCCOM02313510632,660214,956SHDFND02 0 214,956 0
AMER STATES WTR COCOM0298991014,72358,726SHDFND05 0 58,726 0
AMERESCO INCCL A02361E10822,650715,189SHDFND02 0 704,592 0
AMERICA MOVIL SAB DE CVSPON ADS RP CL B02390A10125713,895SHDFND03 0 277,900 0
AMERICA MOVIL SAB DE CVSPON ADS RP CL B02390A1011,67390,319SHDFND01 0 1,806,380 0
AMERICAN AIRLINES GROUP INCNOTE 6.500% 7/002376RAF96,6626,000,000SHDFND01 0 370,370 0
AMERICAN AIRLS GROUP INCCOM02376R10223116,812SHDFND01 0 11,858 0
AMERICAN ELEC PWR CO INCCOM0255371011,59819,675SHDFND01 0 0 0
AMERICAN EXPRESS COCOM02581610963,654339,779SHDFND01 0 321,579 0
AMERICAN HOMES 4 RENTCL A02665T3062847,909SHDFND01 0 7,909 0
AMERICAN INTL GROUP INCCOM NEW02687478415,901234,707SHDFND02 0 234,707 0
AMERICAN INTL GROUP INCCOM NEW02687478422,493331,997SHDFND01 0 312,321 0
AMERICAN INTL GROUP INCCOM NEW0268747849,361138,175SHDFND05 0 138,175 0
AMERICAN TOWER CORP NEWCOM03027X10053,809249,255SHDFND01 0 181,382 0
AMERICAN TOWER CORP NEWCOM03027X10013,28561,537SHDFND02 0 61,537 0
AMERICAN TOWER CORP NEWCOM03027X1003681,703SHDFND03 0 0 0
AMERICAN TOWER CORP NEWCOM03027X100119,898555,392SHDFND05 0 429,558 0
AMERICAN WTR WKS CO INC NEWCOM03042010395,757725,483SHDFND01 0 658,339 0
AMERICAN WTR WKS CO INC NEWCOM0304201039,48171,830SHDFND02 0 71,830 0
AMERICOLD REALTY TRUST INCCOM03064D10847015,543SHDFND01 0 15,543 0
AMERIPRISE FINL INCCOM03076C10639,480103,942SHDFND01 0 101,869 0
AMETEK INCCOM0311001006804,121SHDFND01 0 2,771 0
AMGEN INCCOM031162100155,908541,310SHDFND01 0 510,943 0
AMPHENOL CORP NEWCL A0320951011,95319,697SHDFND01 0 11,220 0
ANALOG DEVICES INCCOM0326541058,73944,012SHDFND01 0 36,861 0
ANALOG DEVICES INCCOM0326541052081,048SHDFND06 0 1,048 0
ANSYS INCCOM03662Q10519,77254,487SHDFND01 0 41,967 0
APA CORPORATIONCOM03743Q1082527,016SHDFND01 0 5,162 0
APARTMENT INCOME REIT CORPCOM03750L10961417,672SHDFND01 0 17,672 0
APARTMENT INVT & MGMT COCL A03748R74714518,468SHDFND01 0 18,468 0
APOLLO GLOBAL MGMT INCCOM03769M1062,33025,001SHDFND01 0 25,001 0
APPLE HOSPITALITY REIT INCCOM NEW03784Y20028216,949SHDFND01 0 16,949 0
APPLE INCCOM03783310054,969285,511SHDFND02 0 285,511 0
APPLE INCCOM037833100485,7912,523,195SHDFND05 0 2,088,861 0
APPLE INCCOM037833100910,3284,728,242SHDFND01 0 4,161,500 0
APPLE INCCOM0378331001,2326,398SHDFND03 0 0 0
APPLE INCCOM03783310014,95977,695SHDFND06 0 62,832 0
APPLIED MATLS INCCOM0382221052851,759SHDFND06 0 1,759 0
APPLIED MATLS INCCOM0382221056,94542,850SHDFND02 0 42,850 0
APPLIED MATLS INCCOM038222105129,778800,755SHDFND01 0 734,341 0
APTARGROUP INCCOM03833610314,086113,946SHDFND01 0 113,946 0
ARCH CAP GROUP LTDORDG0450A10556,186756,512SHDFND01 0 724,523 0
ARCHER DANIELS MIDLAND COCOM0394831022,25831,270SHDFND01 0 28,079 0
ARCOS DORADOS HOLDINGS INCSHS CLASS -A -G0457F1076,509512,909SHDFND05 0 512,909 0
ARCOS DORADOS HOLDINGS INCSHS CLASS -A -G0457F1071,746137,617SHDFND02 0 137,617 0
ARCOS DORADOS HOLDINGS INCSHS CLASS -A -G0457F1073,578281,968SHDFND01 0 281,968 0
ARCUS BIOSCIENCES INCCOM03969F10910,309539,727SHDFND05 0 539,727 0
ARISTA NETWORKS INCCOM040413106125,596533,292SHDFND05 0 409,003 0
ARISTA NETWORKS INCCOM04041310667,560286,866SHDFND01 0 218,173 0
ARISTA NETWORKS INCCOM0404131063541,505SHDFND03 0 0 0
ARMSTRONG WORLD INDS INC NEWCOM04247X1029,840100,077SHDFND05 0 100,077 0
ARMSTRONG WORLD INDS INC NEWCOM04247X1023,41834,762SHDFND01 0 0 0
ARRAY TECHNOLOGIES INCCOM SHS04271T10092,2265,489,636SHDFND02 0 5,399,350 0
ARTISAN PARTNERS ASSET MGMTCL A04316A1082,99767,832SHDFND01 0 0 0
ARTISAN PARTNERS ASSET MGMTCL A04316A10812,802289,780SHDFND05 0 289,780 0
ASML HOLDING N VN Y REGISTRY SHSN070592103,4064,500SHDFND01 0 4,500 0
ASSURANT INCCOM04621X1089,60056,977SHDFND01 0 55,555 0
AT&T INCCOM00206R10224,2641,445,980SHDFND01 0 1,314,715 0
ATLANTICA SUSTAINABLE INFR PSHSG0751N1031,96291,250SHDFND01 0 91,250 0
ATMOS ENERGY CORPCOM0495601051,24710,760SHDFND01 0 7,217 0
ATRICURE INCCOM04963C2091,12131,401SHDFND01 0 0 0
ATRICURE INCCOM04963C20915,181425,361SHDFND05 0 425,361 0
AUTODESK INCCOM052769106141,282580,263SHDFND01 0 572,831 0
AUTOMATIC DATA PROCESSING INCOM053015103115,838497,223SHDFND01 0 483,365 0
AUTOZONE INCCOM053332102100,41238,835SHDFND01 0 30,060 0
AVALONBAY CMNTYS INCCOM0534841015,39528,814SHDFND01 0 27,961 0
AVERY DENNISON CORPCOM05361110922,841112,987SHDFND01 0 111,195 0
AXCELIS TECHNOLOGIES INCCOM NEW0545402082,82721,798SHDFND01 0 2,631 0
AXCELIS TECHNOLOGIES INCCOM NEW05454020836,729283,204SHDFND05 0 226,591 0
AXIS CAP HLDGS LTDSHSG0692U10912,483225,441SHDFND05 0 225,441 0
AXIS CAP HLDGS LTDSHSG0692U1092,95953,432SHDFND01 0 0 0
AXON ENTERPRISE INCCOM05464C10121,53183,348SHDFND01 0 81,789 0
AXON ENTERPRISE INCNOTE 0.500%12/105464CAB74,2833,400,000SHDFND01 0 14,865 0
AXONICS INCCOM05465P1012,43539,127SHDFND01 0 0 0
AXONICS INCCOM05465P10133,188533,310SHDFND05 0 533,310 0
AZEK CO INCCL A05478C1052,51065,624SHDFND01 0 0 0
AZEK CO INCCL A05478C10521,520562,616SHDFND05 0 562,616 0
BAKER HUGHES COMPANYCL A05722G10070,9932,077,028SHDFND01 0 1,767,597 0
BAKER HUGHES COMPANYCL A05722G10014,310418,660SHDFND02 0 418,660 0
BAKER HUGHES COMPANYCL A05722G1009,295271,951SHDFND05 0 271,951 0
BAKER HUGHES COMPANYCL A05722G1001,40841,203SHDFND06 0 28,360 0
BALL CORPCOM0584981062,35140,877SHDFND01 0 30,686 0
BALL CORPCOM0584981064,65980,996SHDFND02 0 80,996 0
BALL CORPCOM0584981061,07618,707SHDFND05 0 18,707 0
BANK AMERICA CORPCOM06050510415,736467,350SHDFND02 0 467,350 0
BANK AMERICA CORPCOM060505104111,2903,305,322SHDFND01 0 2,671,309 0
BANK AMERICA CORPCOM0605051049,763289,957SHDFND05 0 289,957 0
BANK NEW YORK MELLON CORPCOM06405810039,471758,319SHDFND01 0 741,141 0
BATH & BODY WORKS INCCOM0708301041,02723,791SHDFND01 0 22,064 0
BAXTER INTL INCCOM0718131092,07853,751SHDFND01 0 41,508 0
BECTON DICKINSON & COCOM07588710955,850229,051SHDFND01 0 217,764 0
BEIGENE LTDSPONSORED ADR07725L10218,572102,970SHDFND04 0 909,324 0
BENTLEY SYS INCCOM CL B08265T20858711,241SHDFND01 0 11,241 0
BENTLEY SYS INCNOTE 0.125% 1/108265TAB56,2426,300,000SHDFND01 0 77,963 0
BENTLEY SYS INCNOTE 0.375% 7/008265TAD12,9563,300,000SHDFND01 0 30,038 0
BERKLEY W R CORPCOM08442310211,636164,540SHDFND01 0 138,640 0
BERKSHIRE HATHAWAY INC DELCL B NEW08467070261,403172,162SHDFND01 0 10 0
BEST BUY INCCOM0865161017,08590,504SHDFND01 0 82,681 0
BICYCLE THERAPEUTICS PLCSPONSORED ADS08878610814,157782,998SHDFND05 0 782,998 0
BILL HOLDINGS INCCOM09004310089911,014SHDFND01 0 9,225 0
BILL HOLDINGS INCNOTE 12/0090043AB65,6286,000,000SHDFND01 0 37,295 0
BIO RAD LABS INCCL A090572207264817SHDFND01 0 65 0
BIO-TECHNE CORPCOM09073M1045947,702SHDFND01 0 6,552 0
BIOGEN INCCOM09062X10380,896312,616SHDFND01 0 267,351 0
BIOGEN INCCOM09062X10333,406129,095SHDFND05 0 129,095 0
BIOGEN INCCOM09062X1031,7396,721SHDFND06 0 4,667 0
BIOMARIN PHARMACEUTICAL INCCOM09061G1011,52715,838SHDFND06 0 10,910 0
BIOMARIN PHARMACEUTICAL INCCOM09061G10130,409315,383SHDFND01 0 160,738 0
BIOMARIN PHARMACEUTICAL INCNOTE 0.599% 8/009061GAH43,4413,500,000SHDFND01 0 28,074 0
BIOMARIN PHARMACEUTICAL INCNOTE 1.250% 5/109061GAK74,5134,400,000SHDFND01 0 32,007 0
BIONTECH SESPONSORED ADS09075V1021,0119,577SHDFND01 0 9,577 0
BJS RESTAURANTS INCCOM09180C1068,816244,812SHDFND05 0 244,812 0
BLACKLINE INCNOTE 0.125% 8/009239BAB5569556,000SHDFND01 0 7,575 0
BLACKROCK INCCOM09247X10116,75620,641SHDFND02 0 20,641 0
BLACKROCK INCCOM09247X10110,80213,306SHDFND05 0 13,306 0
BLACKROCK INCCOM09247X101121,940150,210SHDFND01 0 123,945 0
BLOCK INCCL A8522341033154,071SHDFND03 0 0 0
BLOCK INCCL A852234103102,0081,318,782SHDFND05 0 1,005,010 0
BLOCK INCCL A85223410334,927451,540SHDFND01 0 447,526 0
BLOCK INCNOTE 0.125% 3/0852234AF03,4043,500,000SHDFND01 0 28,924 0
BLOOM ENERGY CORPCOM CL A0937121071,740117,555SHDFND01 0 117,555 0
BLOOM ENERGY CORPCOM CL A09371210758,4223,947,421SHDFND02 0 3,879,275 0
BOK FINL CORPCOM NEW05561Q2012,25226,290SHDFND01 0 0 0
BOK FINL CORPCOM NEW05561Q2016,20772,474SHDFND05 0 72,474 0
BOOKING HOLDINGS INCCOM09857L108681192SHDFND03 0 0 0
BOOKING HOLDINGS INCCOM09857L108189,51053,425SHDFND01 0 43,376 0
BOOKING HOLDINGS INCCOM09857L108259,50073,156SHDFND05 0 57,651 0
BOOKING HOLDINGS INCCOM09857L1081,557439SHDFND06 0 300 0
BOOKING HOLDINGS INCNOTE 0.750% 5/009857LAN83,7612,000,000SHDFND01 0 1,060 0
BORGWARNER INCCOM09972410667618,865SHDFND01 0 17,085 0
BOSTON PROPERTIES INCCOM10112110111,775167,803SHDFND01 0 40,884 0
BOSTON SCIENTIFIC CORPCOM10113710714,878257,352SHDFND02 0 257,352 0
BOSTON SCIENTIFIC CORPCOM101137107132,2022,286,832SHDFND01 0 2,071,263 0
BOSTON SCIENTIFIC CORPCOM101137107111,7321,932,743SHDFND05 0 1,932,743 0
BOSTON SCIENTIFIC CORPCOM1011371071,86232,201SHDFND06 0 22,358 0
BOX INCNOTE 1/110316TAB02,2342,000,000SHDFND01 0 77,592 0
BRIDGEBIO PHARMA INCNOTE 2.250% 2/010806XAD42,1172,500,000SHDFND01 0 25,763 0
BRIGHT HORIZONS FAM SOL IN DCOM1091941008,91394,580SHDFND01 0 94,580 0
BRISTOL-MYERS SQUIBB COCOM11012210814,296278,622SHDFND02 0 278,622 0
BRISTOL-MYERS SQUIBB COCOM11012210890,0861,755,716SHDFND01 0 1,505,236 0
BRISTOL-MYERS SQUIBB COCOM11012210820,969408,678SHDFND05 0 408,678 0
BROADCOM INCCOM11135F10177,75169,654SHDFND01 0 61,246 0
BROADCOM INCCOM11135F1011,008903SHDFND06 0 903 0
BROADRIDGE FINL SOLUTIONS INCOM11133T1038,27440,213SHDFND01 0 37,608 0
BROWN & BROWN INCCOM11523610199213,951SHDFND01 0 11,137 0
BROWN FORMAN CORPCL B1156372091,32923,274SHDFND01 0 22,175 0
BUILDERS FIRSTSOURCE INCCOM12008R10726,717160,039SHDFND01 0 157,333 0
BURLINGTON STORES INCCOM1220171061,6018,232SHDFND01 0 7,312 0
C H ROBINSON WORLDWIDE INCCOM NEW12541W2094,32250,026SHDFND01 0 44,364 0
CADENCE DESIGN SYSTEM INCCOM127387108219,890807,322SHDFND01 0 679,308 0
CAESARS ENTERTAINMENT INC NECOM12769G10078916,822SHDFND01 0 15,529 0
CAMDEN PPTY TRSH BEN INT1331311027,56476,180SHDFND01 0 75,389 0
CAMPBELL SOUP COCOM13442910910,306238,396SHDFND01 0 224,246 0
CAPITAL ONE FINL CORPCOM14040H1052,97022,653SHDFND01 0 16,610 0
CARDINAL HEALTH INCCOM14149Y10838,969386,598SHDFND01 0 354,846 0
CARLISLE COS INCCOM1423391001,3384,283SHDFND01 0 4,283 0
CARLYLE GROUP INCCOM14316J1081,13627,925SHDFND01 0 27,925 0
CARMAX INCCOM1431301023,40444,364SHDFND01 0 43,414 0
CARRIER GLOBAL CORPORATIONCOM14448C10414,942260,080SHDFND01 0 233,746 0
CASELLA WASTE SYS INCCL A1474481044,22649,455SHDFND01 0 0 0
CASELLA WASTE SYS INCCL A14744810413,380156,566SHDFND05 0 156,566 0
CASELLA WASTE SYS INCCL A1474481042,67831,334SHDFND02 0 31,334 0
CATALENT INCCOM14880610280217,850SHDFND01 0 16,450 0
CATERPILLAR INCCOM14912310131,815107,602SHDFND01 0 98,181 0
CBOE GLOBAL MKTS INCCOM12503M10831,580176,862SHDFND01 0 159,337 0
CBRE GROUP INCCL A12504L1091,40015,035SHDFND05 0 15,035 0
CBRE GROUP INCCL A12504L10910,970117,847SHDFND01 0 105,671 0
CDW CORPCOM12514G1082,98713,141SHDFND01 0 11,228 0
CELANESE CORP DELCOM1508701037224,649SHDFND01 0 4,045 0
CEMEX SAB DE CVSPON ADR NEW15129088917122,013SHDFND03 0 220,130 0
CEMEX SAB DE CVSPON ADR NEW151290889835107,759SHDFND01 0 1,077,590 0
CENCORA INCCOM03073E10557,219278,602SHDFND01 0 258,814 0
CENTENE CORP DELCOM15135B10130,893416,292SHDFND01 0 404,107 0
CENTENE CORP DELCOM15135B10156,007754,704SHDFND05 0 754,704 0
CENTERPOINT ENERGY INCCOM15189T1076,856239,957SHDFND01 0 236,166 0
CEREVEL THERAPEUTICS HLDNG ICOM15678U1281,38132,570SHDFND01 0 0 0
CEREVEL THERAPEUTICS HLDNG ICOM15678U12814,618344,759SHDFND05 0 344,759 0
CERIDIAN HCM HLDG INCCOM15677J1084,03060,039SHDFND01 0 56,747 0
CF INDS HLDGS INCCOM1252691006,20578,050SHDFND01 0 75,635 0
CGI INCCL A SUB VTG12532H10415,678110,445SHDFND01 0 110,445 0
CHAMPIONX CORPORATIONCOM15872M1042,80195,875SHDFND01 0 0 0
CHAMPIONX CORPORATIONCOM15872M10411,607397,356SHDFND05 0 397,356 0
CHARLES RIV LABS INTL INCCOM15986410759,369251,139SHDFND05 0 251,139 0
CHARLES RIV LABS INTL INCCOM1598641078693,677SHDFND01 0 3,299 0
CHART INDS INCCOM16115Q3083,86228,325SHDFND01 0 12,911 0
CHART INDS INCCOM16115Q3088,70163,822SHDFND05 0 63,822 0
CHARTER COMMUNICATIONS INC NCL A16119P1085,48514,112SHDFND01 0 11,940 0
CHECK POINT SOFTWARE TECH LTORDM2246510439,777260,336SHDFND01 0 216,336 0
CHEGG INCNOTE 0.125% 3/1163092AD13,2613,550,000SHDFND01 0 68,854 0
CHEMOURS COCOM1638511081,78556,596SHDFND01 0 56,596 0
CHENIERE ENERGY INCCOM NEW16411R2082,22113,010SHDFND01 0 8,861 0
CHEVRON CORP NEWCOM16676410059,032395,762SHDFND01 0 362,028 0
CHEVRON CORP NEWCOM1667641002,62517,597SHDFND06 0 12,112 0
CHIPOTLE MEXICAN GRILL INCCOM16965610559,49826,016SHDFND01 0 18,558 0
CHUBB LIMITEDCOMH1467J10436,972163,591SHDFND01 0 152,529 0
CHURCH & DWIGHT CO INCCOM17134010247,245499,626SHDFND01 0 489,357 0
CIENA CORPCOM NEW17177930937,672836,969SHDFND01 0 564,520 0
CIENA CORPCOM NEW17177930952611,690SHDFND03 0 0 0
CIENA CORPCOM NEW171779309186,1714,136,206SHDFND05 0 3,225,222 0
CIENA CORPCOM NEW1717793091,65936,854SHDFND06 0 25,247 0
CINCINNATI FINL CORPCOM1720621012752,656SHDFND01 0 1,712 0
CINTAS CORPCOM17290810588,141146,253SHDFND01 0 142,616 0
CISCO SYS INCCOM17275R102167,1363,308,310SHDFND01 0 3,149,985 0
CISCO SYS INCCOM17275R1022,48549,195SHDFND06 0 36,448 0
CITIGROUP INCCOM NEW17296742412,927251,304SHDFND01 0 225,441 0
CITIZENS FINL GROUP INCCOM1746101051,90757,554SHDFND01 0 54,647 0
CLEAN HARBORS INCCOM1844961073,09817,755SHDFND01 0 17,755 0
CLEARWAY ENERGY INCCL C18539C2041,79765,500SHDFND01 0 0 0
CLEARWAY ENERGY INCCL C18539C2046,548238,702SHDFND05 0 2,387 0
CLEVELAND-CLIFFS INC NEWCOM1858991012,508122,797SHDFND01 0 122,797 0
CLOROX CO DELCOM18905410918,651130,804SHDFND01 0 125,173 0
CLOUDFLARE INCCL A COM18915M1072,15925,925SHDFND01 0 21,541 0
CLOUDFLARE INCNOTE 8/118915MAC15,4076,000,000SHDFND01 0 31,358 0
CME GROUP INCCOM12572Q10541,567197,374SHDFND01 0 180,948 0
CMS ENERGY CORPCOM1258961001,43624,736SHDFND01 0 7,100 0
CNH INDL N VSHSN2094410914011,486SHDFND01 0 11,486 0
COCA COLA COCOM191216100136,4752,315,883SHDFND01 0 2,220,364 0
COCA-COLA EUROPACIFIC PARTNESHSG258391049,882148,062SHDFND02 0 148,062 0
COCA-COLA EUROPACIFIC PARTNESHSG2583910454,143811,253SHDFND01 0 688,111 0
COGNEX CORPCOM1924221033,02772,512SHDFND01 0 72,512 0
COGNIZANT TECHNOLOGY SOLUTIOCL A19244610273,593974,361SHDFND01 0 959,608 0
COLGATE PALMOLIVE COCOM19416210361,093766,444SHDFND01 0 753,847 0
COLUMBIA BKG SYS INCCOM1972361022,46192,256SHDFND01 0 1,837 0
COLUMBIA BKG SYS INCCOM1972361027,961298,390SHDFND05 0 298,390 0
COLUMBIA SPORTSWEAR COCOM1985161062,64033,193SHDFND01 0 0 0
COLUMBIA SPORTSWEAR COCOM19851610616,031201,550SHDFND05 0 201,550 0
COMCAST CORP NEWCL A20030N10115,561354,872SHDFND02 0 22,499 0
COMCAST CORP NEWCL A20030N10193,0802,122,689SHDFND01 0 116,718 0
COMCAST CORP NEWCL A20030N10111,455261,233SHDFND05 0 16,562 0
CONAGRA BRANDS INCCOM2058871028,803307,147SHDFND01 0 275,025 0
CONFLUENT INCCLASS A COM20717M10330312,959SHDFND01 0 12,959 0
CONMED CORPCOM2074101011,78616,312SHDFND01 0 0 0
CONMED CORPCOM20741010126,581242,723SHDFND05 0 242,723 0
CONOCOPHILLIPSCOM20825C1045,57548,034SHDFND01 0 19,224 0
CONSOLIDATED EDISON INCCOM2091151048,80796,814SHDFND01 0 76,707 0
CONSTELLATION BRANDS INCCL A21036P1087,61831,510SHDFND01 0 27,502 0
CONSTELLATION ENERGY CORPCOM21037T1091,63914,022SHDFND01 0 12,116 0
COOPER COS INCCOM NEW21664840226,26469,400SHDFND01 0 68,306 0
COOPER COS INCCOM NEW21664840225,69367,892SHDFND05 0 67,892 0
COPART INCCOM21720410624,504500,081SHDFND01 0 438,456 0
COPART INCCOM21720410655511,320SHDFND03 0 0 0
COPART INCCOM217204106178,9083,651,174SHDFND05 0 2,689,637 0
COPT DEFENSE PROPERTIESSHS BEN INT22002T1086,888268,763SHDFND01 0 268,763 0
COPT DEFENSE PROPERTIESSHS BEN INT22002T1083,325129,726SHDFND02 0 129,726 0
COPT DEFENSE PROPERTIESSHS BEN INT22002T1084,572178,375SHDFND05 0 178,375 0
CORNING INCCOM2193501052,99398,284SHDFND01 0 79,118 0
CORTEVA INCCOM22052L1044,48193,512SHDFND01 0 89,348 0
COSTAR GROUP INCCOM22160N1095676,487SHDFND03 0 0 0
COSTAR GROUP INCCOM22160N10912,172139,288SHDFND01 0 131,562 0
COSTAR GROUP INCCOM22160N109158,5471,814,247SHDFND05 0 1,341,757 0
COSTCO WHSL CORP NEWCOM22160K10574,962113,565SHDFND01 0 88,709 0
COSTCO WHSL CORP NEWCOM22160K10518,71928,359SHDFND02 0 28,359 0
COSTCO WHSL CORP NEWCOM22160K10510,63616,113SHDFND05 0 16,113 0
COUPANG INCCL A22266T10970243,353SHDFND01 0 43,353 0
COUPANG INCCL A22266T10930618,902SHDFND02 0 18,902 0
COUSINS PPTYS INCCOM NEW2227955022,995122,982SHDFND01 0 13,485 0
CREDICORP LTDCOMG2519Y1088545,695SHDFND01 0 5,695 0
CRINETICS PHARMACEUTICALS INCOM22663K10723,422658,289SHDFND05 0 658,289 0
CROWN CASTLE INCCOM22822V101108,441941,406SHDFND01 0 925,961 0
CROWN HLDGS INCCOM2283681065,87563,799SHDFND01 0 63,799 0
CSX CORPCOM12640810310,594305,579SHDFND01 0 269,290 0
CUBESMARTCOM22966310977416,696SHDFND01 0 16,696 0
CUMMINS INCCOM23102110618,39476,778SHDFND05 0 76,778 0
CUMMINS INCCOM23102110610,59544,227SHDFND02 0 44,227 0
CUMMINS INCCOM23102110630,175125,954SHDFND01 0 120,536 0
CVS HEALTH CORPCOM12665010017,039215,798SHDFND01 0 191,783 0
CYBERARK SOFTWARE LTDNOTE 11/123248VAB14,5353,200,000SHDFND01 0 20,313 0
CYBERARK SOFTWARE LTDSHSM2682V1086,86331,333SHDFND01 0 10,330 0
CYBERARK SOFTWARE LTDSHSM2682V108147,225672,109SHDFND05 0 653,109 0
CYTOKINETICS INCCOM NEW23282W6053,02136,187SHDFND01 0 0 0
CYTOKINETICS INCCOM NEW23282W60535,975430,891SHDFND05 0 430,891 0
D R HORTON INCCOM23331A1099,22360,683SHDFND01 0 52,073 0
DANAHER CORPORATIONCOM235851102117,837509,367SHDFND01 0 444,211 0
DANAHER CORPORATIONCOM2358511021,8187,860SHDFND06 0 5,434 0
DAQO NEW ENERGY CORPSPNSRD ADS NEW23703Q2034,001150,430SHDFND02 0 752,150 0
DARDEN RESTAURANTS INCCOM2371941056,29538,315SHDFND01 0 19,267 0
DARDEN RESTAURANTS INCCOM23719410517,788108,265SHDFND05 0 108,265 0
DARLING INGREDIENTS INCCOM23726610143,825879,310SHDFND02 0 870,786 0
DARLING INGREDIENTS INCCOM2372661012,89658,106SHDFND01 0 55,529 0
DATADOG INCCL A COM23804L10315,241125,563SHDFND01 0 124,960 0
DATADOG INCNOTE 0.125% 6/123804LAB97,7165,500,000SHDFND01 0 59,586 0
DAVITA INCCOM23918K10828,085268,090SHDFND01 0 262,561 0
DECKERS OUTDOOR CORPCOM24353710751,80377,499SHDFND01 0 77,074 0
DEERE & COCOM2441991054,69311,737SHDFND02 0 11,737 0
DEERE & COCOM24419910546,076115,227SHDFND01 0 107,316 0
DELL TECHNOLOGIES INCCL C24703L20231,261408,639SHDFND01 0 408,639 0
DELTA AIR LINES INC DELCOM NEW2473617022,54163,162SHDFND01 0 59,301 0
DEVON ENERGY CORP NEWCOM25179M10381117,901SHDFND01 0 10,489 0
DEXCOM INCCOM25213110716,251130,960SHDFND01 0 124,680 0
DEXCOM INCNOTE 0.250%11/1252131AK35,0094,800,000SHDFND01 0 3,198 0
DIAMONDROCK HOSPITALITY COCOM25278430118119,284SHDFND01 0 19,284 0
DICKS SPORTING GOODS INCCOM25339310217,710120,518SHDFND01 0 95,063 0
DICKS SPORTING GOODS INCCOM25339310224,961169,862SHDFND05 0 169,862 0
DIGITAL RLTY TR INCCOM25386810314,345106,590SHDFND01 0 97,548 0
DIGITAL RLTY TR INCCOM2538681039957,392SHDFND05 0 7,392 0
DIGITALBRIDGE GROUP INCCL A NEW25401T6038,705496,266SHDFND05 0 496,266 0
DIGITALBRIDGE GROUP INCCL A NEW25401T6032,369135,069SHDFND01 0 0 0
DIGITALOCEAN HLDGS INCNOTE 12/025402DAB88,19610,000,000SHDFND01 0 44,815 0
DISCOVER FINL SVCSCOM2547091084,49940,030SHDFND01 0 38,418 0
DISNEY WALT COCOM25468710613,376148,142SHDFND05 0 148,142 0
DISNEY WALT COCOM25468710612,896142,834SHDFND02 0 142,834 0
DISNEY WALT COCOM254687106136,4341,511,060SHDFND01 0 1,209,762 0
DOCUSIGN INCCOM25616310678713,239SHDFND01 0 10,817 0
DOLLAR GEN CORP NEWCOM2566771052,90421,359SHDFND01 0 15,851 0
DOLLAR TREE INCCOM2567461084,31230,355SHDFND01 0 24,992 0
DOMINION ENERGY INCCOM25746U1094,12487,750SHDFND01 0 66,118 0
DOMINOS PIZZA INCCOM25754A2014,98312,088SHDFND01 0 10,132 0
DOORDASH INCCL A25809K1052442,467SHDFND01 0 2,335 0
DOUGLAS EMMETT INCCOM25960P10933122,795SHDFND01 0 22,795 0
DOVER CORPCOM26000310833,251216,182SHDFND01 0 213,056 0
DOW INCCOM2605571037,184130,996SHDFND01 0 126,853 0
DR REDDYS LABS LTDADR2561352031,60022,996SHDFND04 0 22,996 0
DROPBOX INCCL A26210C10412,986440,494SHDFND01 0 439,427 0
DROPBOX INCNOTE 3/026210CAC89,5079,700,000SHDFND01 0 222,239 0
DROPBOX INCNOTE 3/026210CAD64,0074,000,000SHDFND01 0 42,433 0
DUKE ENERGY CORP NEWCOM NEW26441C20416,308168,050SHDFND01 0 145,150 0
DUPONT DE NEMOURS INCCOM26614N1026,43383,623SHDFND01 0 81,204 0
DYNATRACE INCCOM NEW2681501091,34624,616SHDFND01 0 24,616 0
E L F BEAUTY INCCOM26856L1032,66118,437SHDFND01 0 1,993 0
E L F BEAUTY INCCOM26856L10331,261216,577SHDFND05 0 216,577 0
EASTGROUP PPTYS INCCOM2772761016293,428SHDFND01 0 3,428 0
EASTMAN CHEM COCOM2774321001,13612,650SHDFND05 0 12,650 0
EASTMAN CHEM COCOM2774321005766,416SHDFND01 0 5,512 0
EATON CORP PLCSHSG291831035,69523,648SHDFND01 0 14,097 0
EBAY INC.COM27864210320,114461,116SHDFND01 0 449,819 0
ECOLAB INCCOM2788651001,5457,787SHDFND06 0 5,351 0
ECOLAB INCCOM27886510089,516451,305SHDFND01 0 442,871 0
ECOLAB INCCOM2788651001,8809,480SHDFND02 0 9,480 0
EDISON INTLCOM28102010710,464146,377SHDFND02 0 146,377 0
EDISON INTLCOM2810201076,63092,747SHDFND01 0 82,657 0
EDISON INTLCOM2810201077,12799,688SHDFND05 0 99,688 0
EDWARDS LIFESCIENCES CORPCOM28176E10892,8051,217,113SHDFND01 0 1,196,636 0
ELECTRONIC ARTS INCCOM28551210979,783583,169SHDFND01 0 516,469 0
ELECTRONIC ARTS INCCOM2855121098,79364,272SHDFND05 0 64,272 0
ELEVANCE HEALTH INCCOM036752103155,732330,249SHDFND01 0 312,952 0
ELI LILLY & COCOM532457108290,635498,585SHDFND01 0 461,037 0
ELI LILLY & COCOM53245710820,29634,817SHDFND02 0 34,817 0
ELI LILLY & COCOM532457108121,316208,117SHDFND05 0 208,117 0
ELI LILLY & COCOM5324571082,5364,351SHDFND06 0 3,018 0
EMCOR GROUP INCCOM29084Q1003,22214,958SHDFND01 0 0 0
EMCOR GROUP INCCOM29084Q1008,73840,561SHDFND05 0 40,561 0
EMERSON ELEC COCOM29101110427,648284,064SHDFND01 0 268,486 0
EMPIRE ST RLTY TR INCCL A29210410617117,675SHDFND01 0 17,675 0
ENPHASE ENERGY INCCOM29355A10721,019159,069SHDFND01 0 157,049 0
ENPHASE ENERGY INCNOTE 3/029355AAH07,3158,000,000SHDFND01 0 26,018 0
ENTEGRIS INCCOM29362U104207,4141,731,046SHDFND05 0 1,300,609 0
ENTEGRIS INCCOM29362U1046465,393SHDFND03 0 0 0
ENTEGRIS INCCOM29362U1043,25127,136SHDFND01 0 27,136 0
ENTERGY CORP NEWCOM29364G1035,23851,761SHDFND01 0 50,331 0
ENVESTNET INCNOTE 0.750% 8/129404KAE63,2533,500,000SHDFND01 0 32,789 0
EOG RES INCCOM26875P1012,46220,353SHDFND01 0 9,388 0
EPAM SYS INCCOM29414B1047042,368SHDFND01 0 1,659 0
EQT CORPCOM26884L10954814,182SHDFND01 0 6,195 0
EQUIFAX INCCOM2944291055162,085SHDFND01 0 1,348 0
EQUINIX INCCOM29444U70038,25447,498SHDFND01 0 45,765 0
EQUITABLE HLDGS INCCOM29452E1011,10733,231SHDFND01 0 33,231 0
EQUITY LIFESTYLE PPTYS INCCOM29472R10884311,950SHDFND01 0 11,950 0
EQUITY RESIDENTIALSH BEN INT29476L10720,594336,717SHDFND01 0 62,503 0
ERIE INDTY COCL A29530P1028502,539SHDFND01 0 1,443 0
ESSENTIAL UTILS INCCOM29670G1022,53267,787SHDFND01 0 12,916 0
ESSENTIAL UTILS INCCOM29670G10292524,770SHDFND05 0 24,770 0
ESSEX PPTY TR INCCOM2971781052,2288,987SHDFND01 0 8,601 0
ETSY INCCOM29786A1061,83322,610SHDFND01 0 21,704 0
ETSY INCNOTE 0.125%10/029786AAJ52,8752,500,000SHDFND01 0 28,510 0
ETSY INCNOTE 0.125% 9/029786AAL01,1031,300,000SHDFND01 0 0 0
ETSY INCNOTE 0.250% 6/129786AAN67,5849,500,000SHDFND01 0 28,363 0
EURONET WORLDWIDE INCNOTE 0.750% 3/1298736AL34,4994,800,000SHDFND01 0 25,434 0
EVERBRIDGE INCNOTE 0.125%12/129978AAC81,8712,000,000SHDFND01 0 17,800 0
EVEREST GROUP LTDCOMG3223R10841,087116,204SHDFND01 0 112,485 0
EVERGY INCCOM30034W1063316,343SHDFND01 0 0 0
EVERSOURCE ENERGYCOM30040W10815,167245,744SHDFND01 0 231,423 0
EXACT SCIENCES CORPCOM30063P1051,74423,571SHDFND01 0 23,571 0
EXACT SCIENCES CORPNOTE 1.000% 1/130063PAA32,2782,000,000SHDFND01 0 26,514 0
EXACT SCIENCES CORPNOTE 0.375% 3/030063PAC94,6685,000,000SHDFND01 0 41,038 0
EXELON CORPCOM30161N10137,8221,053,538SHDFND01 0 1,022,122 0
EXPEDIA GROUP INCCOM NEW30212P3034312,839SHDFND01 0 1,982 0
EXPEDIA GROUP INCNOTE 2/130212PBE43,7784,000,000SHDFND01 0 15,685 0
EXPEDITORS INTL WASH INCCOM30213010929,621232,872SHDFND01 0 217,771 0
EXTRA SPACE STORAGE INCCOM30225T10212,39077,278SHDFND01 0 17,989 0
EXXON MOBIL CORPCOM30231G102172,5131,725,477SHDFND01 0 1,531,271 0
EXXON MOBIL CORPCOM30231G1021,53015,303SHDFND06 0 10,611 0
F5 INCCOM31561610253,446298,612SHDFND01 0 296,664 0
FACTSET RESH SYS INCCOM30307510522,93348,073SHDFND01 0 47,247 0
FAIR ISAAC CORPCOM30325010410,0168,605SHDFND01 0 8,394 0
FASTENAL COCOM31190010490,9151,403,654SHDFND01 0 1,378,580 0
FEDERAL RLTY INVT TR NEWSH BEN INT NEW3137451018,15579,134SHDFND01 0 5,635 0
FEDEX CORPCOM31428X10670,537278,835SHDFND01 0 232,367 0
FIDELITY NATIONAL FINANCIALFNF GROUP COM31620R3034699,202SHDFND01 0 9,202 0
FIDELITY NATL INFORMATION SVCOM31620M10614,034233,628SHDFND01 0 214,632 0
FIFTH THIRD BANCORPCOM31677310040,9511,187,335SHDFND01 0 923,136 0
FIRST CTZNS BANCSHARES INC NCL A31946M103230162SHDFND01 0 162 0
FIRST INDL RLTY TR INCCOM32054K1033,32363,094SHDFND01 0 4,499 0
FIRST MERCHANTS CORPCOM3208171094,732127,607SHDFND05 0 127,607 0
FIRST SOLAR INCCOM33643310749,458287,079SHDFND02 0 283,642 0
FIRST SOLAR INCCOM3364331071,6539,595SHDFND06 0 6,604 0
FIRST SOLAR INCCOM3364331079015,230SHDFND03 0 0 0
FIRST SOLAR INCCOM33643310797,550566,228SHDFND01 0 475,893 0
FIRST SOLAR INCCOM336433107284,9621,654,065SHDFND05 0 1,272,424 0
FIRSTENERGY CORPCOM33793210738310,457SHDFND01 0 0 0
FISERV INCCOM33773810880,220603,884SHDFND01 0 575,605 0
FLEETCOR TECHNOLOGIES INCCOM3390411054311,524SHDFND01 0 1,080 0
FLUENCE ENERGY INCCOM CL A34379V10385,2183,573,093SHDFND02 0 3,511,952 0
FMC CORPCOM NEW30249130378512,451SHDFND01 0 11,544 0
FOMENTO ECONOMICO MEXICANO SSPON ADR UNITS3444191061,89314,526SHDFND01 0 145,260 0
FOMENTO ECONOMICO MEXICANO SSPON ADR UNITS3444191064053,104SHDFND03 0 31,040 0
FOMENTO ECONOMICO MEXICANO SSPON ADR UNITS3444191064,45434,173SHDFND05 0 341,730 0
FORD MTR CO DELCOM3453708601,562128,150SHDFND02 0 128,150 0
FORD MTR CO DELCOM34537086022,3961,837,263SHDFND01 0 1,781,505 0
FORD MTR CO DELNOTE 3/1345370CZ112,54712,600,000SHDFND01 0 590,241 0
FORTINET INCCOM34959E10955,573949,474SHDFND01 0 766,640 0
FORTIS INCCOM3495531071,29523,751SHDFND01 0 16,297 0
FORTIVE CORPCOM34959J10881,4831,106,655SHDFND01 0 972,409 0
FORTIVE CORPCOM34959J1081,55521,123SHDFND06 0 14,470 0
FORTUNE BRANDS INNOVATIONS ICOM34964C10619,234252,608SHDFND01 0 250,493 0
FOUR CORNERS PPTY TR INCCOM35086T1092017,937SHDFND01 0 7,937 0
FOX CORPCL A COM35137L1054,170140,543SHDFND01 0 134,143 0
FOX CORPCL A COM35137L10551117,239SHDFND05 0 17,239 0
FOX CORPCL B COM35137L20412,806463,151SHDFND01 0 455,854 0
FRANCO NEV CORPCOM3518581055863,991SHDFND01 0 0 0
FRANKLIN RESOURCES INCCOM3546131016,069203,738SHDFND01 0 196,676 0
FREEPORT-MCMORAN INCCL B35671D8572,07548,752SHDFND01 0 48,752 0
FRONTDOOR INCCOM35905A10912,775362,711SHDFND05 0 362,711 0
FUELCELL ENERGY INCCOM35952H6011,391869,624SHDFND01 0 869,624 0
GALLAGHER ARTHUR J & COCOM3635761095,47224,335SHDFND01 0 19,972 0
GALLAGHER ARTHUR J & COCOM3635761091,5066,696SHDFND05 0 6,696 0
GAMING & LEISURE PPTYS INCCOM36467J1084,59093,014SHDFND01 0 93,014 0
GARMIN LTDSHSH2906T1091,1068,608SHDFND01 0 5,220 0
GARTNER INCCOM36665110714,82832,871SHDFND01 0 32,188 0
GARTNER INCCOM366651107147,415326,782SHDFND05 0 242,353 0
GE HEALTHCARE TECHNOLOGIES ICOMMON STOCK36266G10796412,464SHDFND01 0 10,139 0
GENERAL ELECTRIC COCOM NEW3696043017,55559,193SHDFND05 0 59,193 0
GENERAL ELECTRIC COCOM NEW36960430130,432238,436SHDFND01 0 231,895 0
GENERAL ELECTRIC COCOM NEW36960430114,533113,870SHDFND02 0 113,870 0
GENERAL MLS INCCOM370334104115,0231,765,788SHDFND01 0 1,720,885 0
GENERAL MTRS COCOM37045V10012,969361,053SHDFND02 0 361,053 0
GENERAL MTRS COCOM37045V10011,639324,022SHDFND01 0 305,017 0
GENERAL MTRS COCOM37045V1007,363204,993SHDFND05 0 204,993 0
GENUINE PARTS COCOM37246010536,604264,290SHDFND01 0 258,983 0
GILEAD SCIENCES INCCOM375558103110,4681,363,637SHDFND01 0 1,293,337 0
GLOBAL PMTS INCCOM37940X1022,83522,325SHDFND01 0 17,737 0
GLOBE LIFE INCCOM37959E10217,377142,764SHDFND01 0 140,938 0
GODADDY INCCL A3802371077,80473,509SHDFND01 0 71,897 0
GOLDMAN SACHS GROUP INCCOM38141G104136,755354,499SHDFND01 0 348,283 0
GRACO INCCOM38410910430,589352,571SHDFND01 0 349,864 0
GRAINGER W W INCCOM38480210442,01050,695SHDFND01 0 47,590 0
GRAPHIC PACKAGING HLDG COCOM3886891012,19689,100SHDFND02 0 89,100 0
GREEN PLAINS INCCOM39322210418,260724,029SHDFND02 0 713,833 0
GREENBRIER COS INCCOM3936571017,287164,929SHDFND05 0 164,929 0
GRUPO AEROPORTUARIO DEL SURESPON ADR SER B40051E2023241,100SHDFND01 0 11,000 0
GRUPO AEROPUERTO DEL PACIFICSPON ADR B4005061014992,845SHDFND01 0 28,450 0
HAEMONETICS CORP MASSNOTE 3/0405024AB65,3216,000,000SHDFND01 0 34,220 0
HALLIBURTON COCOM40621610114,806409,584SHDFND01 0 362,922 0
HALOZYME THERAPEUTICS INCNOTE 0.250% 3/040637HAD11,4211,650,000SHDFND01 0 0 0
HAMILTON LANE INCCL A40749710616,042141,416SHDFND05 0 141,416 0
HAMILTON LANE INCCL A4074971064,20537,068SHDFND01 0 0 0
HANNON ARMSTRONG SUST INFR CCOM41068X10016,681604,812SHDFND02 0 594,379 0
HANOVER INS GROUP INCCOM4108671052,66121,916SHDFND01 0 0 0
HARTFORD FINL SVCS GROUP INCCOM41651510462,421776,575SHDFND01 0 769,678 0
HASBRO INCCOM41805610715,350300,618SHDFND01 0 297,522 0
HCA HEALTHCARE INCCOM40412C10128,866106,643SHDFND01 0 102,139 0
HDFC BANK LTDSPONSORED ADS40415F1015,65184,201SHDFND05 0 252,603 0
HDFC BANK LTDSPONSORED ADS40415F10198114,618SHDFND01 0 43,854 0
HDFC BANK LTDSPONSORED ADS40415F1012,78041,422SHDFND04 0 124,266 0
HEALTHCARE RLTY TRCL A COM42226K10515,054873,685SHDFND01 0 139,678 0
HEALTHCARE RLTY TRCL A COM42226K1058,923517,864SHDFND05 0 517,864 0
HEALTHPEAK PROPERTIES INCCOM42250P1033,601181,876SHDFND01 0 166,251 0
HEICO CORP NEWCOM4228061099075,068SHDFND01 0 0 0
HENRY JACK & ASSOC INCCOM4262811019315,698SHDFND01 0 2,381 0
HENRY SCHEIN INCCOM80640710216,101212,661SHDFND01 0 207,632 0
HERC HLDGS INCCOM42704L10415,447103,745SHDFND05 0 103,745 0
HERC HLDGS INCCOM42704L1043,86825,979SHDFND01 0 0 0
HERSHEY COCOM4278661087,97642,778SHDFND05 0 42,778 0
HERSHEY COCOM42786610871,469383,333SHDFND01 0 371,394 0
HESS CORPCOM42809H1071,4129,798SHDFND01 0 4,511 0
HEWLETT PACKARD ENTERPRISE CCOM42824C10926,7731,576,744SHDFND01 0 1,534,751 0
HEXCEL CORP NEWCOM42829110811,460155,385SHDFND05 0 155,385 0
HEXCEL CORP NEWCOM4282911083,54848,109SHDFND01 0 0 0
HF SINCLAIR CORPCOM4039491006,813122,594SHDFND01 0 122,594 0
HILTON WORLDWIDE HLDGS INCCOM43300A20398,491540,891SHDFND01 0 518,433 0
HILTON WORLDWIDE HLDGS INCCOM43300A20327,208149,418SHDFND05 0 149,418 0
HOLOGIC INCCOM4364401011,55721,787SHDFND06 0 15,038 0
HOLOGIC INCCOM43644010162,825879,288SHDFND01 0 760,896 0
HOLOGIC INCCOM43644010167,530945,140SHDFND05 0 945,140 0
HOME DEPOT INCCOM437076102117,487339,018SHDFND05 0 339,018 0
HOME DEPOT INCCOM437076102201,275580,797SHDFND01 0 518,412 0
HOME DEPOT INCCOM4370761022,4046,936SHDFND06 0 4,797 0
HONEYWELL INTL INCCOM4385161068,94442,651SHDFND01 0 42,651 0
HORMEL FOODS CORPCOM4404521002,15667,158SHDFND01 0 30,265 0
HOST HOTELS & RESORTS INCCOM44107P1043,211164,906SHDFND01 0 160,634 0
HOWMET AEROSPACE INCCOM4432011082,04037,686SHDFND01 0 17,276 0
HP INCCOM40434L10539,1731,301,862SHDFND01 0 1,280,455 0
HUBBELL INCCOM44351060715,95548,507SHDFND01 0 48,153 0
HUBSPOT INCCOM4435731003,5406,097SHDFND01 0 6,097 0
HUDSON PAC PPTYS INCCOM44409710919120,531SHDFND01 0 20,531 0
HUMANA INCCOM4448591028,82819,284SHDFND01 0 13,245 0
HUNT J B TRANS SVCS INCCOM44565810724,358121,951SHDFND01 0 120,162 0
HUNTINGTON BANCSHARES INCCOM44615010437,8892,978,660SHDFND01 0 2,945,682 0
HUNTINGTON BANCSHARES INCCOM4461501041,04982,504SHDFND05 0 82,504 0
ICICI BANK LIMITEDADR45104G1043,538148,402SHDFND04 0 296,804 0
IDACORP INCCOM4511071062,07421,097SHDFND01 0 0 0
IDACORP INCCOM45110710611,535117,317SHDFND05 0 117,317 0
IDEX CORPCOM45167R10481,692376,272SHDFND01 0 374,643 0
IDEXX LABS INCCOM45168D10491,662165,142SHDFND01 0 137,511 0
ILLINOIS TOOL WKS INCCOM45230810983,025316,961SHDFND01 0 301,542 0
ILLUMINA INCCOM45232710959,466427,075SHDFND01 0 315,859 0
IMMUNOCORE HLDGS PLCADS45258D10512,540183,545SHDFND05 0 183,545 0
INCYTE CORPCOM45337C1021,71027,230SHDFND01 0 11,246 0
INDEPENDENT BK CORP MASSCOM4538361082,29434,860SHDFND01 0 0 0
INDEPENDENT BK CORP MASSCOM4538361089,901150,450SHDFND05 0 150,450 0
INGERSOLL RAND INCCOM45687V10658,242753,061SHDFND01 0 734,806 0
INNOVATIVE INDL PPTYS INCCOM45781V1012172,148SHDFND01 0 2,148 0
INSMED INCCOM PAR $.014576693072,09167,486SHDFND01 0 0 0
INSMED INCCOM PAR $.0145766930725,674828,460SHDFND05 0 828,460 0
INSMED INCNOTE 1.750% 1/1457669AA72,0831,975,000SHDFND01 0 50,438 0
INSULET CORPCOM45784P10122,414103,301SHDFND01 0 101,733 0
INSULET CORPNOTE 0.375% 9/045784PAK74,5994,000,000SHDFND01 0 17,642 0
INTEGRA LIFESCIENCES HLDGS CNOTE 0.500% 8/1457985AM14,2264,500,000SHDFND01 0 61,083 0
INTEL CORPCOM458140100207,6554,132,432SHDFND01 0 4,071,632 0
INTEL CORPCOM4581401004468,867SHDFND06 0 8,867 0
INTERCONTINENTAL EXCHANGE INCOM45866F1047,35257,243SHDFND01 0 46,347 0
INTERCONTINENTAL EXCHANGE INCOM45866F10491,740714,321SHDFND05 0 532,465 0
INTERCONTINENTAL EXCHANGE INCOM45866F1042702,102SHDFND03 0 0 0
INTERNATIONAL BUSINESS MACHSCOM459200101131,307802,857SHDFND01 0 789,425 0
INTERNATIONAL FLAVORS&FRAGRACOM45950610122,082272,714SHDFND01 0 267,208 0
INTERNATIONAL FLAVORS&FRAGRACOM4595061016157,593SHDFND02 0 7,593 0
INTERNATIONAL PAPER COCOM46014610392925,705SHDFND01 0 15,727 0
INTERPUBLIC GROUP COS INCCOM46069010025,589783,975SHDFND01 0 775,638 0
INTUITCOM461202103194,992311,973SHDFND05 0 244,904 0
INTUITCOM461202103127,967204,737SHDFND01 0 195,345 0
INTUITCOM461202103568908SHDFND03 0 0 0
INTUITIVE SURGICAL INCCOM NEW46120E60295,027281,677SHDFND05 0 240,936 0
INTUITIVE SURGICAL INCCOM NEW46120E602104,339309,282SHDFND01 0 289,941 0
INVESCO LTDSHSG491BT10819510,936SHDFND01 0 7,413 0
INVITATION HOMES INCCOM46187W1072,68478,686SHDFND01 0 27,496 0
IONIS PHARMACEUTICALS INCCOM46222210017,184339,667SHDFND05 0 339,667 0
IQVIA HLDGS INCCOM46266C10546,469200,836SHDFND01 0 196,592 0
IRHYTHM TECHNOLOGIES INCCOM4500561061,63615,288SHDFND01 0 3,664 0
IRHYTHM TECHNOLOGIES INCCOM45005610646,227431,862SHDFND05 0 356,080 0
IRON MTN INC DELCOM46284V10141,642595,058SHDFND01 0 588,608 0
ITAU UNIBANCO HLDG S ASPON ADR REP PFD4655621061,452208,961SHDFND03 0 208,961 0
ITAU UNIBANCO HLDG S ASPON ADR REP PFD4655621062,852410,394SHDFND05 0 410,394 0
ITRON INCCOM4657411061,09814,547SHDFND02 0 14,547 0
ITT INCCOM45073V10819,481163,271SHDFND01 0 131,356 0
ITT INCCOM45073V10811,37695,344SHDFND02 0 95,344 0
ITT INCCOM45073V10816,055134,553SHDFND05 0 134,553 0
JABIL INCCOM46631310336,553286,917SHDFND01 0 286,235 0
JACK IN THE BOX INCCOM4663671099,249113,303SHDFND05 0 113,303 0
JACOBS SOLUTIONS INCCOM46982L1085774,445SHDFND01 0 3,683 0
JAZZ INVESTMENTS I LTDNOTE 1.500% 8/1472145AD38,7779,100,000SHDFND01 0 36,527 0
JAZZ INVESTMENTS I LTDNOTE 2.000% 6/1472145AF84,7314,700,000SHDFND01 0 0 0
JAZZ PHARMACEUTICALS PLCSHS USDG508711053,39627,609SHDFND02 0 27,609 0
JAZZ PHARMACEUTICALS PLCSHS USDG5087110515,829128,688SHDFND01 0 102,990 0
JAZZ PHARMACEUTICALS PLCSHS USDG5087110568,451556,514SHDFND05 0 556,514 0
JBG SMITH PPTYSCOM46590V10019511,487SHDFND01 0 11,487 0
JETBLUE AIRWAYS CORPNOTE 0.500% 4/0477143AP61,4192,000,000SHDFND01 0 77,160 0
JOHNSON & JOHNSONCOM47816010492,098587,584SHDFND01 0 573,113 0
JOHNSON CTLS INTL PLCSHSG5150210535,132609,507SHDFND01 0 578,836 0
JPMORGAN CHASE & COCOM46625H10087,730515,755SHDFND01 0 458,872 0
JUNIPER NETWORKS INCCOM48203R10415,721533,273SHDFND01 0 520,284 0
KANZHUN LIMITEDSPONSORED ADS48553T1061,31479,138SHDFND06 0 158,276 0
KANZHUN LIMITEDSPONSORED ADS48553T10615,588938,481SHDFND04 0 1,285,564 0
KANZHUN LIMITEDSPONSORED ADS48553T10637522,547SHDFND01 0 45,094 0
KELLANOVACOM48783610828,374507,493SHDFND01 0 467,848 0
KENNEDY-WILSON HOLDINGS INCCOM48939810714811,988SHDFND01 0 11,988 0
KENVUE INCCOM49177J10221910,170SHDFND01 0 0 0
KEURIG DR PEPPER INCCOM49271V1004,271128,193SHDFND01 0 92,749 0
KEYCORPCOM49326710824,3751,692,683SHDFND01 0 1,685,995 0
KEYSIGHT TECHNOLOGIES INCCOM49338L10336,889231,875SHDFND01 0 205,564 0
KILROY RLTY CORPCOM49427F1084,708118,183SHDFND01 0 17,009 0
KIMBERLY-CLARK CORPCOM49436810341,874344,616SHDFND01 0 326,813 0
KIMCO RLTY CORPCOM49446R10914,657687,783SHDFND01 0 62,953 0
KINDER MORGAN INC DELCOM49456B1012,958167,683SHDFND01 0 131,373 0
KKR & CO INCCOM48251W1046,46778,055SHDFND01 0 78,055 0
KLA CORPCOM NEW482480100102,691176,658SHDFND01 0 174,609 0
KNIGHT-SWIFT TRANSN HLDGS INCL A4990491044,91285,207SHDFND01 0 82,832 0
KOSMOS ENERGY LTDCOM5006881063,561530,770SHDFND01 0 0 0
KOSMOS ENERGY LTDCOM50068810613,8982,071,213SHDFND05 0 2,071,213 0
KRAFT HEINZ COCOM5007541064,378118,377SHDFND01 0 99,036 0
KROGER COCOM50104410179,1071,730,620SHDFND01 0 1,504,986 0
KROGER COCOM5010441016,959152,246SHDFND05 0 152,246 0
LABORATORY CORP AMER HLDGSCOM NEW50540R40918,35380,748SHDFND01 0 76,510 0
LAM RESEARCH CORPCOM512807108210,292268,483SHDFND01 0 263,938 0
LAM RESEARCH CORPCOM512807108217277SHDFND06 0 277 0
LAMB WESTON HLDGS INCCOM51327210413,514125,023SHDFND01 0 85,136 0
LAS VEGAS SANDS CORPCOM5178341073,05662,100SHDFND01 0 60,126 0
LATTICE SEMICONDUCTOR CORPCOM5184151042,67738,801SHDFND01 0 38,801 0
LAUDER ESTEE COS INCCL A51843910421,010143,658SHDFND01 0 142,300 0
LAUDER ESTEE COS INCCL A5184391044202,872SHDFND02 0 2,872 0
LEAR CORPCOM NEW5218652044353,084SHDFND01 0 2,132 0
LENNAR CORPCL A52605710413,59291,199SHDFND01 0 87,228 0
LENNOX INTL INCCOM5261071079,17120,493SHDFND01 0 19,997 0
LI AUTO INCNOTE 0.250% 5/050202MAB84,3592,959,000SHDFND01 0 208,797 0
LI-CYCLE HOLDINGS CORPCOMMON SHARES50202P1055,3229,100,925SHDFND02 0 8,935,155 0
LIBERTY BROADBAND CORPCOM SER C5303073052673,310SHDFND01 0 413 0
LIBERTY MEDIA CORP DELCOM LBTY ONE S C5312297551,35021,391SHDFND01 0 21,391 0
LIVE NATION ENTERTAINMENT INCOM5380341093243,466SHDFND01 0 2,601 0
LIVENT CORPCOM53814L10827,9591,554,983SHDFND02 0 1,529,265 0
LIVENT CORPCOM53814L1082,712150,853SHDFND01 0 0 0
LIVENT CORPCOM53814L1088,575476,909SHDFND05 0 476,909 0
LKQ CORPCOM50188920817,750371,414SHDFND01 0 365,253 0
LOCAL BOUNTI CORPCOM NEW53960E205411198,329SHDFND02 0 198,329 0
LOEWS CORPCOM5404241081,30218,708SHDFND01 0 0 0
LOWES COS INCCOM548661107100,217450,312SHDFND01 0 430,176 0
LPL FINL HLDGS INCCOM50212V1007,33732,235SHDFND01 0 32,235 0
LUCID GROUP INCCOM54949810321551,064SHDFND01 0 40,103 0
LULULEMON ATHLETICA INCCOM55002110971,899140,622SHDFND01 0 106,861 0
LULULEMON ATHLETICA INCCOM55002110963,031123,278SHDFND05 0 123,278 0
LUMENTUM HLDGS INCNOTE 0.500%12/155024UAD12,2132,500,000SHDFND01 0 25,178 0
LYONDELLBASELL INDUSTRIES NSHS - A -N537451002,28424,020SHDFND01 0 22,496 0
M & T BK CORPCOM55261F10422,739165,883SHDFND01 0 164,887 0
MANHATTAN ASSOCIATES INCCOM5627501094,15119,276SHDFND01 0 19,276 0
MARATHON OIL CORPCOM56584910637415,482SHDFND01 0 11,772 0
MARATHON PETE CORPCOM56585A10259,993404,376SHDFND01 0 375,594 0
MARKEL GROUP INCCOM570535104645454SHDFND01 0 144 0
MARKETAXESS HLDGS INCCOM57060D1088,71129,746SHDFND01 0 28,866 0
MARRIOTT INTL INC NEWCL A57190320242,448188,231SHDFND01 0 1,763,330 0
MARRIOTT VACATIONS WORLDWIDENOTE 1/157164YAD93,5304,000,000SHDFND01 0 24,244 0
MARRIOTT VACATIONS WORLDWIDENOTE 3.250%12/157164YAF41,7812,000,000SHDFND01 0 0 0
MARSH & MCLENNAN COS INCCOM5717481024,56024,069SHDFND02 0 24,069 0
MARSH & MCLENNAN COS INCCOM571748102144,816764,322SHDFND01 0 740,880 0
MARTIN MARIETTA MATLS INCCOM57328410623,02346,147SHDFND01 0 45,775 0
MASCO CORPCOM5745991068,869132,412SHDFND01 0 131,060 0
MASIMO CORPCOM57479510016,092137,294SHDFND05 0 137,294 0
MASTEC INCCOM5763231092303,034SHDFND01 0 3,034 0
MASTERCARD INCORPORATEDCL A57636Q104100,043234,561SHDFND01 0 179,919 0
MATCH GROUP INC NEWCOM57667L10747412,982SHDFND01 0 11,309 0
MCCORMICK & CO INCCOM NON VTG5797802062,56637,508SHDFND01 0 25,360 0
MCDONALDS CORPCOM580135101238,073802,918SHDFND01 0 753,115 0
MCKESSON CORPCOM58155Q10354,976118,744SHDFND01 0 111,126 0
MEDICAL PPTYS TRUST INCCOM58463J3041,332271,278SHDFND01 0 271,278 0
MEDTRONIC PLCSHSG5960L10363,690773,120SHDFND01 0 603,575 0
MERCADOLIBRE INCCOM58733R10242,49827,042SHDFND05 0 27,042 0
MERCADOLIBRE INCCOM58733R10224,47815,576SHDFND01 0 15,152 0
MERCADOLIBRE INCCOM58733R102314200SHDFND03 0 200 0
MERCK & CO INCCOM58933Y1052,47322,683SHDFND06 0 15,613 0
MERCK & CO INCCOM58933Y105114,6171,051,341SHDFND01 0 893,723 0
MERITAGE HOMES CORPCOM59001A1021,93911,132SHDFND01 0 0 0
MERITAGE HOMES CORPCOM59001A10213,05874,958SHDFND05 0 74,958 0
META PLATFORMS INCCL A30303M1021,6174,567SHDFND06 0 4,567 0
META PLATFORMS INCCL A30303M10253,533151,240SHDFND05 0 151,240 0
META PLATFORMS INCCL A30303M10230,60786,471SHDFND01 0 30,975 0
METLIFE INCCOM59156R10884,2051,273,330SHDFND01 0 1,030,605 0
METTLER TOLEDO INTERNATIONALCOM59268810555,04345,379SHDFND01 0 44,894 0
MGM RESORTS INTERNATIONALCOM5529531014,561102,082SHDFND01 0 100,268 0
MICROCHIP TECHNOLOGY INC.COM59501710411,032122,332SHDFND01 0 119,124 0
MICROCHIP TECHNOLOGY INC.NOTE 1.625% 2/1595017AF111,5514,500,000SHDFND01 0 99,684 0
MICRON TECHNOLOGY INCCOM5951121036,97481,722SHDFND02 0 81,722 0
MICRON TECHNOLOGY INCCOM5951121031,82321,362SHDFND06 0 15,316 0
MICRON TECHNOLOGY INCCOM59511210382,466966,326SHDFND05 0 705,849 0
MICRON TECHNOLOGY INCCOM59511210371,255834,956SHDFND01 0 680,020 0
MICRON TECHNOLOGY INCCOM5951121032763,233SHDFND03 0 0 0
MICROSOFT CORPCOM594918104594,0831,579,841SHDFND05 0 1,276,211 0
MICROSOFT CORPCOM5949181041,393,5073,705,742SHDFND01 0 3,394,991 0
MICROSOFT CORPCOM5949181041,6054,267SHDFND03 0 0 0
MICROSOFT CORPCOM59491810454,985146,221SHDFND02 0 146,221 0
MICROSOFT CORPCOM59491810415,31940,737SHDFND06 0 32,806 0
MID-AMER APT CMNTYS INCCOM59522J1031,69112,575SHDFND01 0 10,818 0
MIDDLEBY CORPNOTE 1.000% 9/0596278AB74,9164,000,000SHDFND01 0 31,098 0
MODERNA INCCOM60770K10729,743299,077SHDFND01 0 294,241 0
MOLINA HEALTHCARE INCCOM60855R10014,33639,678SHDFND01 0 29,409 0
MOLSON COORS BEVERAGE COCL B60871R20917,827291,250SHDFND01 0 283,331 0
MONDELEZ INTL INCCL A60920710558,645809,675SHDFND01 0 669,476 0
MONDELEZ INTL INCCL A6092071051,69323,381SHDFND06 0 16,081 0
MONGODB INCCL A60937P1066,39215,634SHDFND01 0 14,622 0
MONGODB INCNOTE 0.250% 1/160937PAD87,9124,000,000SHDFND01 0 18,940 0
MONOLITHIC PWR SYS INCCOM6098391051,1631,843SHDFND01 0 1,572 0
MONSTER BEVERAGE CORP NEWCOM61174X10935,429614,975SHDFND01 0 458,230 0
MOODYS CORPCOM61536910555,551142,233SHDFND01 0 136,107 0
MORGAN STANLEYCOM NEW61744644815,185162,839SHDFND01 0 136,843 0
MORNINGSTAR INCCOM6177001092,98710,435SHDFND01 0 0 0
MOSAIC CO NEWCOM61945C1032,34465,595SHDFND01 0 63,600 0
MOTOROLA SOLUTIONS INCCOM NEW62007630773,078233,408SHDFND01 0 225,712 0
MP MATERIALS CORPCOM CL A5533681016,778341,471SHDFND05 0 341,471 0
MSA SAFETY INCCOM5534981068,35949,514SHDFND05 0 49,514 0
MSA SAFETY INCCOM5534981062,92817,341SHDFND01 0 0 0
MSCI INCCOM55354G1004,1637,359SHDFND01 0 5,713 0
MUELLER INDS INCCOM6247561029,503201,555SHDFND02 0 201,555 0
NASDAQ INCCOM63110310816,216278,910SHDFND01 0 271,354 0
NETAPP INCCOM64110D10420,855236,556SHDFND01 0 234,126 0
NETFLIX INCCOM64110L10676,690157,513SHDFND01 0 117,892 0
NEUROCRINE BIOSCIENCES INCCOM64125C10989,723680,960SHDFND05 0 680,960 0
NEUROCRINE BIOSCIENCES INCCOM64125C1095,22239,633SHDFND01 0 6,423 0
NEUROCRINE BIOSCIENCES INCNOTE 2.250% 5/164125CAD12,7981,600,000SHDFND01 0 21,074 0
NEW ORIENTAL ED & TECHNOLOGYSPON ADR64758120641,314563,780SHDFND04 0 3,703,140 0
NEWMONT CORPCOM65163910659,9051,447,331SHDFND01 0 1,387,284 0
NEWS CORP NEWCL A65249B1092,467100,470SHDFND01 0 97,450 0
NEXSTAR MEDIA GROUP INCCOMMON STOCK65336K1032,73917,475SHDFND01 0 0 0
NEXSTAR MEDIA GROUP INCCOMMON STOCK65336K10310,38066,223SHDFND05 0 66,223 0
NEXTERA ENERGY INCCOM65339F1015,94097,795SHDFND02 0 97,795 0
NEXTERA ENERGY INCCOM65339F10187,7351,444,440SHDFND01 0 1,301,932 0
NEXTRACKER INCCLASS A COM65290E10123,632504,409SHDFND02 0 495,716 0
NICE LTDNOTE 9/1653656AB41,4051,480,000SHDFND01 0 0 0
NIKE INCCL B654106103101,843938,038SHDFND01 0 819,521 0
NIKE INCCL B654106103137,5041,266,498SHDFND05 0 1,038,312 0
NIKE INCCL B6541061033393,125SHDFND03 0 0 0
NIKE INCCL B6541061036,98364,320SHDFND02 0 64,320 0
NIO INCSPON ADS62914V1061,286141,757SHDFND01 0 141,757 0
NIO INCSPON ADS62914V10622624,945SHDFND06 0 24,945 0
NNN REIT INCCOM6374171063087,145SHDFND01 0 7,145 0
NORDSON CORPCOM6556631028,55532,387SHDFND01 0 32,064 0
NORFOLK SOUTHN CORPCOM6558441084,48518,975SHDFND01 0 14,583 0
NORTHERN TR CORPCOM66585910424,308288,080SHDFND01 0 278,572 0
NOVOCURE LTDNOTE 11/067011XAB92,5973,000,000SHDFND01 0 17,832 0
NRG ENERGY INCCOM NEW6293775083075,938SHDFND01 0 4,544 0
NUCOR CORPCOM6703461059,10852,335SHDFND01 0 45,840 0
NVIDIA CORPORATIONCOM67066G10427,63755,807SHDFND02 0 55,807 0
NVIDIA CORPORATIONCOM67066G104437883SHDFND03 0 0 0
NVIDIA CORPORATIONCOM67066G104434,046876,471SHDFND01 0 777,716 0
NVIDIA CORPORATIONCOM67066G104192,573388,864SHDFND05 0 328,771 0
NVIDIA CORPORATIONCOM67066G1046,82213,776SHDFND06 0 11,066 0
NVR INCCOM62944T10546,1896,598SHDFND01 0 6,580 0
NXP SEMICONDUCTORS N VCOMN6596X1095742,500SHDFND02 0 2,500 0
NXP SEMICONDUCTORS N VCOMN6596X109125,180545,019SHDFND01 0 536,486 0
OATLY GROUP ABSPONSORED ADS67421J1087,1096,024,369SHDFND02 0 6,024,369 0
OCCIDENTAL PETE CORPCOM6745991051,04917,569SHDFND01 0 0 0
OCEANEERING INTL INCCOM6752321029,989469,389SHDFND05 0 469,389 0
OCEANEERING INTL INCCOM6752321022,511117,975SHDFND01 0 0 0
OKTA INCCL A6792951056,08167,171SHDFND01 0 65,434 0
OKTA INCNOTE 0.125% 9/0679295AD72,7513,000,000SHDFND01 0 15,897 0
OKTA INCNOTE 0.375% 6/1679295AF21,8872,143,000SHDFND01 0 8,982 0
OLD DOMINION FREIGHT LINE INCOM6795801009602,368SHDFND05 0 2,368 0
OLD DOMINION FREIGHT LINE INCOM67958010038,21994,292SHDFND01 0 92,170 0
OMEGA HEALTHCARE INVS INCCOM6819361002,71788,606SHDFND01 0 88,606 0
OMNICOM GROUP INCCOM6819191067,82090,389SHDFND01 0 82,618 0
ON SEMICONDUCTOR CORPCOM68218910537,507449,021SHDFND01 0 446,492 0
ON SEMICONDUCTOR CORPNOTE 5/0682189AS410,6396,500,000SHDFND01 0 122,717 0
ONEOK INC NEWCOM6826801033,44449,042SHDFND01 0 35,094 0
ORACLE CORPCOM68389X10536,070342,125SHDFND01 0 309,328 0
OREILLY AUTOMOTIVE INCCOM67103H10769,44573,094SHDFND01 0 34,343 0
ORIGIN MATERIALS INCCOM68622D1061,3801,649,984SHDFND02 0 1,649,984 0
ORMAT TECHNOLOGIES INCCOM68668810216,400216,393SHDFND02 0 212,683 0
ORMAT TECHNOLOGIES INCCOM6866881022,08627,518SHDFND01 0 27,518 0
ORMAT TECHNOLOGIES INCNOTE 2.500% 7/1686688AB85,1565,000,000SHDFND01 0 55,388 0
OTIS WORLDWIDE CORPCOM68902V10759,235662,065SHDFND01 0 655,736 0
OWENS CORNING NEWCOM69074210141,037276,845SHDFND01 0 275,391 0
PACCAR INCCOM69371810855,705570,455SHDFND01 0 560,651 0
PACIFIC PREMIER BANCORPCOM69478X1051,90865,531SHDFND01 0 0 0
PACIFIC PREMIER BANCORPCOM69478X1057,330251,809SHDFND05 0 251,809 0
PACKAGING CORP AMERCOM69515610936,447223,722SHDFND01 0 223,031 0
PALANTIR TECHNOLOGIES INCCL A69608A10837321,748SHDFND01 0 21,748 0
PALO ALTO NETWORKS INCCOM697435105232,619788,860SHDFND05 0 582,022 0
PALO ALTO NETWORKS INCCOM6974351052,0556,968SHDFND06 0 5,038 0
PALO ALTO NETWORKS INCCOM697435105104,787355,354SHDFND01 0 316,400 0
PALO ALTO NETWORKS INCCOM6974351056672,263SHDFND03 0 0 0
PALO ALTO NETWORKS INCCOM69743510514,33848,622SHDFND02 0 48,622 0
PARAMOUNT GLOBALCLASS B COM92556H2064,702317,886SHDFND01 0 307,733 0
PARAMOUNT GROUP INCCOM69924R10814928,740SHDFND01 0 28,740 0
PARK HOTELS & RESORTS INCCOM70051710531320,429SHDFND01 0 20,429 0
PARKER-HANNIFIN CORPCOM7010941043,6998,030SHDFND01 0 4,352 0
PAYCHEX INCCOM70432610729,654248,965SHDFND01 0 247,085 0
PAYCOM SOFTWARE INCCOM70432V102110,706535,538SHDFND05 0 390,397 0
PAYCOM SOFTWARE INCCOM70432V1022,0519,921SHDFND01 0 9,629 0
PAYCOM SOFTWARE INCCOM70432V1023901,888SHDFND03 0 0 0
PAYLOCITY HLDG CORPCOM70438V1062,30713,995SHDFND01 0 13,321 0
PAYPAL HLDGS INCCOM70450Y103135,8342,211,919SHDFND01 0 1,913,939 0
PDD HOLDINGS INCSPONSORED ADS7223041027044,812SHDFND02 0 19,248 0
PDD HOLDINGS INCSPONSORED ADS72230410233,595229,613SHDFND04 0 674,876 0
PDD HOLDINGS INCSPONSORED ADS7223041022,32315,874SHDFND05 0 63,496 0
PDD HOLDINGS INCSPONSORED ADS7223041022,26315,469SHDFND06 0 61,876 0
PDD HOLDINGS INCNOTE 12/0722304AC62,5482,500,000SHDFND01 0 52,459 0
PEBBLEBROOK HOTEL TRCOM70509V10023714,839SHDFND01 0 14,839 0
PEGASYSTEMS INCNOTE 0.750% 3/0705573AB94,1524,500,000SHDFND01 0 33,320 0
PENTAIR PLCSHSG7S00T10438,598530,854SHDFND01 0 527,229 0
PEPSICO INCCOM7134481082,08912,301SHDFND06 0 8,478 0
PEPSICO INCCOM713448108238,7081,405,490SHDFND01 0 1,348,879 0
PFIZER INCCOM71708110372,4672,517,100SHDFND01 0 2,424,099 0
PG&E CORPCOM69331C10822412,440SHDFND01 0 0 0
PHILIP MORRIS INTL INCCOM7181721098779,324SHDFND01 0 0 0
PHILLIPS 66COM7185461047,07253,118SHDFND01 0 27,669 0
PIONEER NAT RES COCOM7237871072,2279,905SHDFND01 0 3,840 0
PIPER SANDLER COMPANIESCOM7240781006,21335,528SHDFND05 0 35,528 0
PIPER SANDLER COMPANIESCOM7240781002,08111,902SHDFND01 0 0 0
PJT PARTNERS INCCOM CL A69343T1074,89348,031SHDFND05 0 48,031 0
PJT PARTNERS INCCOM CL A69343T1071,47314,462SHDFND01 0 0 0
PLANET FITNESS INCCL A72703H1012,85139,059SHDFND01 0 0 0
PLANET FITNESS INCCL A72703H1015,92081,102SHDFND05 0 81,102 0
PLEXUS CORPCOM7291321003062,832SHDFND03 0 0 0
PLEXUS CORPCOM7291321003,82535,370SHDFND01 0 9,372 0
PLEXUS CORPCOM72913210099,117916,651SHDFND05 0 717,568 0
PLUG POWER INCCOM NEW72919P20232,7857,285,608SHDFND02 0 7,161,489 0
PLUG POWER INCCOM NEW72919P202764169,699SHDFND01 0 169,699 0
PNC FINL SVCS GROUP INCCOM69347510541,161265,811SHDFND01 0 253,842 0
POOL CORPCOM73278L10531,60979,277SHDFND01 0 78,424 0
POST HLDGS INCNOTE 2.500% 8/1737446AT14,0734,000,000SHDFND01 0 37,699 0
POWER INTEGRATIONS INCCOM7392761032,54931,045SHDFND01 0 0 0
POWER INTEGRATIONS INCCOM73927610310,521128,138SHDFND05 0 128,138 0
PPG INDS INCCOM69350610713,45789,980SHDFND01 0 81,560 0
PPL CORPCOM69351T10666124,380SHDFND01 0 0 0
PRICE T ROWE GROUP INCCOM74144T1081,11610,366SHDFND05 0 10,366 0
PRICE T ROWE GROUP INCCOM74144T10824,236225,051SHDFND01 0 216,201 0
PRINCIPAL FINANCIAL GROUP INCOM74251V1024,06151,622SHDFND01 0 50,266 0
PROCEPT BIOROBOTICS CORPCOM74276L10524,162576,517SHDFND05 0 576,517 0
PROCTER AND GAMBLE COCOM74271810992,382630,419SHDFND01 0 524,011 0
PROCTER AND GAMBLE COCOM7427181092,43316,600SHDFND06 0 11,525 0
PROGRESSIVE CORPCOM74331510343,835275,210SHDFND01 0 234,945 0
PROLOGIS INC.COM74340W103141,9291,064,735SHDFND01 0 984,498 0
PRUDENTIAL FINL INCCOM74432010257,553554,946SHDFND01 0 535,925 0
PTC INCCOM69370C1006,63037,893SHDFND01 0 35,984 0
PTC THERAPEUTICS INCCOM69366J2001,18442,968SHDFND01 0 0 0
PTC THERAPEUTICS INCCOM69366J2009,955361,224SHDFND05 0 361,224 0
PUBLIC STORAGECOM74460D1099,15830,025SHDFND01 0 20,149 0
PUBLIC SVC ENTERPRISE GRP INCOM7445731067,049115,269SHDFND01 0 112,272 0
PULMONX CORPCOM74584810111,852929,588SHDFND05 0 929,588 0
PULTE GROUP INCCOM74586710138,645374,395SHDFND01 0 357,490 0
PURE STORAGE INCCL A74624M10257516,135SHDFND03 0 0 0
PURE STORAGE INCCL A74624M1026,230174,715SHDFND01 0 51,743 0
PURE STORAGE INCCL A74624M102200,5045,622,665SHDFND05 0 4,441,325 0
PURECYCLE TECHNOLOGIES INCCOM74623V10337592,477SHDFND02 0 92,477 0
QORVO INCCOM74736K10117,320153,806SHDFND01 0 153,206 0
QUALCOMM INCCOM747525103110,343762,931SHDFND01 0 745,120 0
QUALCOMM INCCOM7475251033392,341SHDFND06 0 2,341 0
QUANTA SVCS INCCOM74762E1023,94818,295SHDFND02 0 18,295 0
QUANTA SVCS INCCOM74762E10221,34598,911SHDFND01 0 95,218 0
QUANTUMSCAPE CORPCOM CL A74767V10924,4413,516,648SHDFND02 0 3,455,392 0
QUEST DIAGNOSTICS INCCOM74834L10015,279110,815SHDFND01 0 104,064 0
RADIAN GROUP INCCOM7502361012,51488,063SHDFND01 0 0 0
RADIAN GROUP INCCOM75023610112,937453,140SHDFND05 0 453,140 0
RALPH LAUREN CORPCL A7512121018,27257,365SHDFND01 0 57,200 0
RAPID7 INCCOM75342210435,635624,089SHDFND05 0 473,119 0
RAPID7 INCCOM7534221041,83232,089SHDFND01 0 7,121 0
RAYMOND JAMES FINL INCCOM7547301091,35712,173SHDFND01 0 11,027 0
REALOGY GRP LLC/REALOGY CONOTE 0.250% 6/175606DAP63,8955,000,000SHDFND01 0 204,199 0
REALTY INCOME CORPCOM75610910416,569288,555SHDFND01 0 26,324 0
REDFIN CORPNOTE 10/175737FAC23,3514,000,000SHDFND01 0 55,168 0
REDFIN CORPNOTE 0.500% 4/075737FAE86481,000,000SHDFND01 0 10,692 0
REGAL REXNORD CORPORATIONCOM7587501032,13514,424SHDFND01 0 0 0
REGENCY CTRS CORPCOM75884910394914,160SHDFND01 0 12,981 0
REGENERON PHARMACEUTICALSCOM75886F107129,789147,775SHDFND01 0 128,077 0
REGENERON PHARMACEUTICALSCOM75886F107208,122236,963SHDFND05 0 202,645 0
REGENERON PHARMACEUTICALSCOM75886F107423482SHDFND03 0 0 0
REGIONS FINANCIAL CORP NEWCOM7591EP10019,8241,022,895SHDFND01 0 1,001,828 0
RELIANCE STEEL & ALUMINUM COCOM7595091028,07028,856SHDFND01 0 28,856 0
REPLIGEN CORPCOM75991610917,55297,621SHDFND01 0 83,342 0
REPLIGEN CORPCOM75991610941,934233,227SHDFND05 0 233,227 0
REPUBLIC SVCS INCCOM7607591004,89429,674SHDFND02 0 29,674 0
REPUBLIC SVCS INCCOM76075910032,432196,665SHDFND01 0 186,207 0
REPUBLIC SVCS INCCOM7607591001,3218,008SHDFND05 0 8,008 0
RESMED INCCOM7611521072,72015,815SHDFND01 0 14,932 0
REVVITY INCCOM7140461096215,678SHDFND01 0 4,924 0
REXFORD INDL RLTY INCCOM76169C10011,247200,486SHDFND05 0 200,486 0
REXFORD INDL RLTY INCCOM76169C1003,87469,059SHDFND01 0 14,472 0
RINGCENTRAL INCNOTE 3/076680RAF45,5756,000,000SHDFND01 0 16,647 0
RIVIAN AUTOMOTIVE INCCOM CL A76954A10314,697626,469SHDFND01 0 615,086 0
RLJ LODGING TRCOM74965L10112,4531,062,539SHDFND05 0 1,062,539 0
RLJ LODGING TRCOM74965L1013,044259,758SHDFND01 0 14,875 0
ROBERT HALF INC.COM77032310313,731156,178SHDFND01 0 153,723 0
ROBINHOOD MKTS INCCOM CL A77070010235828,076SHDFND01 0 28,076 0
ROCKWELL AUTOMATION INCCOM77390310935,030112,825SHDFND01 0 107,934 0
ROCKWELL AUTOMATION INCCOM77390310919,73863,574SHDFND05 0 63,574 0
ROLLINS INCCOM7757111042104,808SHDFND01 0 0 0
ROPER TECHNOLOGIES INCCOM77669610648,32988,649SHDFND01 0 84,256 0
ROSS STORES INCCOM77829610315,347110,900SHDFND01 0 104,659 0
ROYAL CARIBBEAN GROUPCOMV7780T1031,81614,027SHDFND01 0 10,398 0
ROYAL GOLD INCCOM7802871081,92415,906SHDFND01 0 0 0
ROYAL GOLD INCCOM7802871088426,959SHDFND05 0 6,959 0
ROYALTY PHARMA PLCSHS CLASS AG7709Q1044,553162,101SHDFND01 0 162,101 0
RPM INTL INCCOM7496851035945,319SHDFND01 0 5,319 0
RYMAN HOSPITALITY PPTYS INCCOM78377T1078237,481SHDFND01 0 7,481 0
S&P GLOBAL INCCOM78409V10486,546196,464SHDFND01 0 184,067 0
S&P GLOBAL INCCOM78409V1041,4343,256SHDFND06 0 2,240 0
SABRA HEALTH CARE REIT INCCOM78573L1062,780194,842SHDFND01 0 887 0
SAIA INCCOM78709Y1055,23711,951SHDFND05 0 11,951 0
SAIA INCCOM78709Y1052,6666,084SHDFND01 0 0 0
SALESFORCE INCCOM79466L302258,596982,731SHDFND01 0 905,137 0
SALESFORCE INCCOM79466L3022,76910,522SHDFND06 0 7,842 0
SALESFORCE INCCOM79466L3029,50036,104SHDFND05 0 36,104 0
SALESFORCE INCCOM79466L30216,75663,679SHDFND02 0 63,679 0
SBA COMMUNICATIONS CORP NEWCL A78410G10419,73677,797SHDFND01 0 77,146 0
SBA COMMUNICATIONS CORP NEWCL A78410G1045,84123,023SHDFND02 0 23,023 0
SBA COMMUNICATIONS CORP NEWCL A78410G1047,72030,429SHDFND05 0 30,429 0
SCHLUMBERGER LTDCOM STK80685710820,836400,382SHDFND01 0 357,242 0
SCHWAB CHARLES CORPCOM8085131059,760141,861SHDFND01 0 116,578 0
SEA LTDSPONSORD ADS81141R1002676,583SHDFND01 0 6,583 0
SEA LTDNOTE 0.250% 9/181141RAG52,0562,500,000SHDFND01 0 5,241 0
SEMPRACOM8168511099,196123,058SHDFND01 0 98,068 0
SENSIENT TECHNOLOGIES CORPCOM81725T1002,82642,811SHDFND01 0 0 0
SENSIENT TECHNOLOGIES CORPCOM81725T1008,533129,289SHDFND05 0 129,289 0
SERVICENOW INCCOM81762P102304431SHDFND06 0 431 0
SERVICENOW INCCOM81762P102133,782189,361SHDFND01 0 161,017 0
SHERWIN WILLIAMS COCOM82434810693,910301,091SHDFND01 0 296,298 0
SHIMMICK CORPORATIONCOM82455M1092,885439,768SHDFND02 0 439,768 0
SHOALS TECHNOLOGIES GROUP INCL A82489W10760,9643,923,048SHDFND02 0 3,844,536 0
SHOCKWAVE MED INCCOM82489T10412,50865,636SHDFND05 0 65,636 0
SHOCKWAVE MED INCCOM82489T1041,6118,454SHDFND01 0 0 0
SHOPIFY INCCL A82509L107123,0951,580,173SHDFND05 0 1,548,158 0
SHOPIFY INCCL A82509L1074,19653,858SHDFND01 0 53,858 0
SHOPIFY INCCL A82509L1073975,090SHDFND03 0 0 0
SHOPIFY INCNOTE 0.125%11/082509LAA56,5036,900,000SHDFND01 0 34,720 0
SIMON PPTY GROUP INC NEWCOM8288061091,3539,483SHDFND05 0 9,483 0
SIMON PPTY GROUP INC NEWCOM82880610914,812103,841SHDFND01 0 38,011 0
SKYWORKS SOLUTIONS INCCOM83088M10215,163134,875SHDFND01 0 133,919 0
SL GREEN RLTY CORPCOM78440X8872705,984SHDFND01 0 5,984 0
SMITH A O CORPCOM83186520911,327137,397SHDFND01 0 13,657 0
SMUCKER J M COCOM NEW8326964058,38266,320SHDFND01 0 56,235 0
SNAP INCCL A83304A1062,391141,245SHDFND01 0 131,489 0
SNAP INCNOTE 5/083304AAF33,2844,100,000SHDFND01 0 45,938 0
SNAP ON INCCOM83303410110,36335,878SHDFND01 0 35,560 0
SOCIEDAD QUIMICA Y MINERA DESPON ADR SER B8336351051,40123,269SHDFND02 0 23,269 0
SOCIEDAD QUIMICA Y MINERA DESPON ADR SER B83363510590014,945SHDFND01 0 14,945 0
SOLAREDGE TECHNOLOGIES INCCOM83417M1041,85019,769SHDFND01 0 19,769 0
SOLAREDGE TECHNOLOGIES INCCOM83417M1048719,303SHDFND02 0 9,303 0
SOUTHERN COCOM8425871072,68738,320SHDFND01 0 0 0
SOUTHSTATE CORPORATIONCOM8404411091,83721,757SHDFND01 0 0 0
SOUTHSTATE CORPORATIONCOM8404411095,96070,573SHDFND05 0 70,573 0
SOUTHWEST AIRLS COCOM84474110836212,537SHDFND01 0 0 0
SOUTHWEST AIRLS CONOTE 1.250% 5/0844741BG26,9646,900,000SHDFND01 0 187,401 0
SPLUNK INCCOM8486371043,08320,235SHDFND01 0 20,235 0
SPLUNK INCNOTE 1.125% 9/1848637AD64,9364,500,000SHDFND01 0 30,345 0
SPLUNK INCNOTE 1.125% 6/1848637AF14,3714,532,000SHDFND01 0 13,053 0
SPROUTS FMRS MKT INCCOM85208M10223,605490,644SHDFND05 0 490,644 0
SPROUTS FMRS MKT INCCOM85208M1023,73177,560SHDFND01 0 0 0
SPS COMM INCCOM78463M1071,6018,261SHDFND01 0 0 0
SPS COMM INCCOM78463M1076,63734,238SHDFND05 0 34,238 0
STANLEY BLACK & DECKER INCCOM8545021013,53736,052SHDFND01 0 32,859 0
STARBUCKS CORPCOM85524410924,021250,190SHDFND01 0 243,274 0
STARBUCKS CORPCOM85524410956,931592,972SHDFND05 0 592,972 0
STATE STR CORPCOM85747710321,909282,849SHDFND01 0 276,549 0
STEEL DYNAMICS INCCOM8581191008,43071,376SHDFND01 0 57,599 0
STEM INCCOM85859N10225,7546,637,625SHDFND02 0 6,526,173 0
STERICYCLE INCCOM8589121082,77355,948SHDFND01 0 55,948 0
STMICROELECTRONICS N VNY REGISTRY86101210279,1081,578,053SHDFND05 0 1,110,814 0
STRYKER CORPORATIONCOM86366710111,02036,801SHDFND01 0 30,393 0
SUN CMNTYS INCCOM8666741045,23339,158SHDFND01 0 4,188 0
SUNNOVA ENERGY INTL INC.COM86745K104174,87711,467,313SHDFND02 0 11,282,073 0
SUNRUN INCCOM86771W105111,6555,687,953SHDFND02 0 5,596,268 0
SUNSTONE HOTEL INVS INC NEWCOM86789210127926,045SHDFND01 0 26,045 0
SUPER MICRO COMPUTER INCCOM86800U1041,6115,666SHDFND01 0 5,666 0
SYNCHRONY FINANCIALCOM87165B10313,317348,708SHDFND01 0 318,019 0
SYNOPSYS INCCOM87160710784,372163,857SHDFND01 0 138,965 0
SYSCO CORPCOM8718291074,47461,183SHDFND01 0 48,635 0
T-MOBILE US INCCOM8725901046,19238,618SHDFND01 0 26,153 0
TAIWAN SEMICONDUCTOR MFG LTDSPONSORED ADS8740391003,40132,698SHDFND01 0 163,490 0
TAIWAN SEMICONDUCTOR MFG LTDSPONSORED ADS874039100219,3512,109,144SHDFND05 0 7,815,620 0
TAKE-TWO INTERACTIVE SOFTWARCOM87405410932,232200,261SHDFND01 0 197,015 0
TARGA RES CORPCOM87612G1011,69819,552SHDFND01 0 14,713 0
TARGET CORPCOM87612E10661,783433,806SHDFND01 0 425,061 0
TE CONNECTIVITY LTDSHSH849891041,1578,232SHDFND06 0 5,609 0
TE CONNECTIVITY LTDSHSH8498910440,379287,397SHDFND01 0 278,393 0
TE CONNECTIVITY LTDSHSH849891043,04921,703SHDFND02 0 21,703 0
TELEDYNE TECHNOLOGIES INCCOM8793601051,1502,577SHDFND01 0 1,356 0
TELEFLEX INCORPORATEDCOM8793691068523,418SHDFND01 0 3,070 0
TELUS CORPORATIONCOM87971M10310,980465,639SHDFND01 0 438,106 0
TENET HEALTHCARE CORPCOM NEW88033G4072,39731,713SHDFND01 0 31,713 0
TERADYNE INCCOM8807701028728,034SHDFND01 0 7,103 0
TERRENO RLTY CORPCOM88146M1013535,634SHDFND01 0 5,634 0
TESLA INCCOM88160R10113,55454,547SHDFND02 0 53,682 0
TESLA INCCOM88160R101298,5391,201,461SHDFND01 0 1,118,847 0
TESLA INCCOM88160R101102,053410,711SHDFND05 0 410,711 0
TETRA TECH INC NEWCOM88162G1033251,944SHDFND01 0 1,944 0
TEXAS INSTRS INCCOM882508104279,3221,638,634SHDFND01 0 1,606,065 0
TEXAS INSTRS INCCOM8825081042,21112,969SHDFND06 0 9,553 0
TEXAS PACIFIC LAND CORPORATICOM88262P1027,1884,571SHDFND01 0 4,571 0
TEXAS ROADHOUSE INCCOM8826811093,99532,688SHDFND01 0 0 0
TFS FINL CORPCOM87240R10716612,776SHDFND01 0 12,776 0
THE CIGNA GROUPCOM12552310049,962166,846SHDFND01 0 156,426 0
THE TRADE DESK INCCOM CL A88339J1054,53963,075SHDFND01 0 58,299 0
THERMO FISHER SCIENTIFIC INCCOM88355610224,86946,852SHDFND01 0 40,305 0
THERMO FISHER SCIENTIFIC INCCOM88355610271,518134,739SHDFND05 0 134,739 0
THOMSON REUTERS CORP.COM88490380834,614178,671SHDFND01 0 174,169 0
TIMKEN COCOM8873891049,995124,704SHDFND01 0 0 0
TJX COS INC NEWCOM87254010916,274173,478SHDFND02 0 173,478 0
TJX COS INC NEWCOM8725401091,99221,239SHDFND06 0 14,694 0
TJX COS INC NEWCOM8725401099,06196,594SHDFND05 0 96,594 0
TJX COS INC NEWCOM872540109193,2622,060,140SHDFND01 0 1,873,505 0
TOLL BROTHERS INCCOM8894781032652,575SHDFND01 0 2,575 0
TOPBUILD CORPCOM89055F1037,84220,953SHDFND05 0 20,953 0
TOPBUILD CORPCOM89055F1039,30424,860SHDFND01 0 24,860 0
TOPBUILD CORPCOM89055F10312,16032,490SHDFND02 0 32,490 0
TORO COCOM8910921082,12522,140SHDFND01 0 20,460 0
TRACTOR SUPPLY COCOM89235610618,70286,972SHDFND01 0 80,429 0
TRANSDIGM GROUP INCCOM8936411001,6181,599SHDFND01 0 87 0
TRANSUNIONCOM89400J1075908,590SHDFND01 0 8,590 0
TRAVEL PLUS LEISURE COCOM8941641022,52564,602SHDFND01 0 0 0
TRAVELERS COMPANIES INCCOM89417E109101,840534,621SHDFND01 0 521,251 0
TRIMBLE INCCOM8962391002,33243,830SHDFND02 0 43,830 0
TRIMBLE INCCOM89623910011,942224,474SHDFND01 0 222,959 0
TRUIST FINL CORPCOM89832Q10941,0691,112,379SHDFND01 0 1,067,154 0
TWILIO INCCL A90138F1024,24956,005SHDFND01 0 53,973 0
TYLER TECHNOLOGIES INCCOM9022521051,1932,854SHDFND01 0 2,602 0
TYLER TEX INDPT SCH DISTNOTE 0.250% 3/1902252AB14,6454,600,000SHDFND01 0 9,323 0
TYSON FOODS INCCL A90249410377314,374SHDFND01 0 12,658 0
UBER TECHNOLOGIES INCCOM90353T10012,287199,559SHDFND01 0 177,216 0
UBIQUITI INCCOM90353W1031,95013,972SHDFND01 0 13,972 0
UDR INCCOM9026531041,81447,374SHDFND01 0 42,743 0
UIPATH INCCL A90364P10554321,840SHDFND01 0 21,840 0
ULTA BEAUTY INCCOM90384S3033,0966,318SHDFND01 0 6,017 0
ULTA BEAUTY INCCOM90384S30316,49533,663SHDFND05 0 33,663 0
ULTRAGENYX PHARMACEUTICAL INCOM90400D1083,95182,619SHDFND05 0 82,619 0
UNDER ARMOUR INCNOTE 1.500% 6/0904311AC13,1213,077,000SHDFND01 0 313,420 0
UNION PAC CORPCOM90781810870,947288,849SHDFND01 0 223,968 0
UNION PAC CORPCOM90781810816,09065,508SHDFND02 0 65,508 0
UNION PAC CORPCOM90781810830,591124,547SHDFND05 0 124,547 0
UNION PAC CORPCOM9078181082,0818,473SHDFND06 0 5,857 0
UNITED BANKSHARES INC WEST VCOM90990710710,236272,602SHDFND05 0 272,602 0
UNITED BANKSHARES INC WEST VCOM9099071073,17184,444SHDFND01 0 0 0
UNITED CMNTY BKS BLAIRSVLE GCOM90984P3038,456288,999SHDFND05 0 288,999 0
UNITED CMNTY BKS BLAIRSVLE GCOM90984P3032,65190,594SHDFND01 0 0 0
UNITED PARCEL SERVICE INCCL B91131210612,56579,913SHDFND01 0 68,315 0
UNITED RENTALS INCCOM91136310971,081123,959SHDFND01 0 120,580 0
UNITEDHEALTH GROUP INCCOM91324P102198,962377,917SHDFND01 0 343,261 0
UNITEDHEALTH GROUP INCCOM91324P102146,418278,113SHDFND05 0 278,113 0
UNITEDHEALTH GROUP INCCOM91324P10221,38840,626SHDFND02 0 40,626 0
UNITY SOFTWARE INCCOM91332U1012987,283SHDFND01 0 3,874 0
UNITY SOFTWARE INCNOTE 11/191332UAB75,8267,000,000SHDFND01 0 22,674 0
UNIVERSAL DISPLAY CORPCOM91347P1053261,705SHDFND01 0 1,705 0
UNIVERSAL HLTH SVCS INCCL B9139031002,55116,733SHDFND01 0 16,455 0
US BANCORP DELCOM NEW9029733048,188189,195SHDFND01 0 140,407 0
US FOODS HLDG CORPCOM9120081091,22326,932SHDFND05 0 26,932 0
V F CORPCOM9182041083,226171,606SHDFND01 0 158,168 0
VAIL RESORTS INCCOM91879Q10914,89569,774SHDFND01 0 68,413 0
VAIL RESORTS INCNOTE 1/091879QAN92,6313,000,000SHDFND01 0 7,942 0
VALE S ASPONSORED ADS91912E1055,718360,514SHDFND03 0 360,514 0
VALE S ASPONSORED ADS91912E10544027,746SHDFND01 0 27,746 0
VALERO ENERGY CORPCOM91913Y1004,99338,404SHDFND01 0 18,146 0
VEEVA SYS INCCL A COM9224751083,70919,268SHDFND01 0 17,051 0
VENTAS INCCOM92276F1005,886118,100SHDFND01 0 111,488 0
VEON LTDSPONSORED ADS91822M5029,878501,439SHDFND03 0 12,030,725 0
VERALTO CORPCOM SHS92338C10317,651214,576SHDFND01 0 176,870 0
VERICEL CORPCOM92346J1082,57472,295SHDFND01 0 0 0
VERICEL CORPCOM92346J10830,219848,603SHDFND05 0 848,603 0
VERISIGN INCCOM92343E10273,635357,523SHDFND01 0 354,667 0
VERISK ANALYTICS INCCOM92345Y1063,81415,969SHDFND01 0 15,050 0
VERIZON COMMUNICATIONS INCCOM92343V10445,1721,198,205SHDFND01 0 1,030,873 0
VERTEX PHARMACEUTICALS INCCOM92532F10016,46340,460SHDFND02 0 40,460 0
VERTEX PHARMACEUTICALS INCCOM92532F10071,799176,459SHDFND05 0 176,459 0
VERTEX PHARMACEUTICALS INCCOM92532F100156,488384,595SHDFND01 0 323,342 0
VERTIV HOLDINGS COCOM CL A92537N1082,90760,521SHDFND01 0 60,521 0
VESTA REAL ESTATE CORPADS92540K1092,28457,645SHDFND05 0 576,450 0
VIATRIS INCCOM92556V1062,091193,038SHDFND01 0 165,620 0
VICI PPTYS INCCOM92565210913,549425,015SHDFND01 0 40,116 0
VIPSHOP HLDGS LTDSPONSORED ADS A92763W10363235,606SHDFND01 0 7,121 0
VISA INCCOM CL A92826C83920,83680,031SHDFND02 0 80,031 0
VISA INCCOM CL A92826C8396932,663SHDFND03 0 0 0
VISA INCCOM CL A92826C8392,83210,879SHDFND06 0 7,554 0
VISA INCCOM CL A92826C839258,713993,712SHDFND05 0 788,733 0
VISA INCCOM CL A92826C839211,181811,144SHDFND01 0 701,314 0
VISTEON CORPCOM NEW92839U2069,29274,394SHDFND05 0 74,394 0
VISTEON CORPCOM NEW92839U2062,80222,435SHDFND01 0 0 0
VORNADO RLTY TRSH BEN INT92904210963622,506SHDFND01 0 22,506 0
VULCAN MATLS COCOM9291601092,44510,770SHDFND01 0 5,875 0
WABTECCOM9297401081,32310,429SHDFND01 0 9,349 0
WALGREENS BOOTS ALLIANCE INCCOM9314271082,33489,377SHDFND01 0 85,075 0
WALMART INCCOM93114210338,481244,089SHDFND01 0 214,726 0
WARNER BROS DISCOVERY INCCOM SER A9344231043,355294,857SHDFND01 0 264,552 0
WASTE CONNECTIONS INCCOM94106B10116,935113,451SHDFND02 0 113,451 0
WASTE CONNECTIONS INCCOM94106B1019,89066,254SHDFND05 0 66,254 0
WASTE CONNECTIONS INCCOM94106B10148,305323,606SHDFND01 0 266,913 0
WASTE MGMT INC DELCOM94106L10966,762372,765SHDFND01 0 357,235 0
WASTE MGMT INC DELCOM94106L1098,16145,565SHDFND02 0 45,565 0
WATERS CORPCOM94184810339,437119,786SHDFND01 0 118,505 0
WATSCO INCCOM942622200422984SHDFND01 0 984 0
WATTS WATER TECHNOLOGIES INCCL A94274910210,48250,312SHDFND05 0 50,312 0
WATTS WATER TECHNOLOGIES INCCL A9427491022,74313,167SHDFND01 0 0 0
WAYFAIR INCCL A94419L1013,32953,962SHDFND01 0 7,295 0
WAYFAIR INCCL A94419L10158,975955,833SHDFND05 0 799,420 0
WAYFAIR INCNOTE 0.625%10/094419LAM34,1604,625,000SHDFND01 0 11,087 0
WEC ENERGY GROUP INCCOM92939U1061,57318,693SHDFND01 0 4,718 0
WELLS FARGO CO NEWCOM9497461012,55951,998SHDFND01 0 0 0
WELLTOWER INCCOM95040Q10479,561882,340SHDFND01 0 833,055 0
WEST FRASER TIMBER CO LTDCOM9528451053282,897SHDFND01 0 1,980 0
WEST PHARMACEUTICAL SVSC INCCOM95530610534,52598,048SHDFND01 0 96,449 0
WESTERN DIGITAL CORP.COM9581021052,24842,924SHDFND01 0 36,673 0
WESTERN DIGITAL CORP.NOTE 1.500% 2/0958102AP07,9118,003,000SHDFND01 0 0 0
WESTROCK COCOM96145D1051,79843,301SHDFND01 0 41,347 0
WEYERHAEUSER CO MTN BECOM NEW9621661043,47099,786SHDFND01 0 84,416 0
WILLIAMS COS INCCOM9694571003,565102,343SHDFND01 0 70,669 0
WILLIS TOWERS WATSON PLC LTDSHSG966291032,72911,314SHDFND01 0 7,843 0
WINTRUST FINL CORPCOM97650W1083,11033,526SHDFND01 0 0 0
WINTRUST FINL CORPCOM97650W1088,06486,946SHDFND05 0 86,946 0
WOLFSPEED INCNOTE 0.250% 2/1977852AB86801,000,000SHDFND01 0 7,860 0
WOLFSPEED INCNOTE 1.875%12/0977852AD49,55514,000,000SHDFND01 0 117,765 0
WOODWARD INCCOM9807451032,58018,951SHDFND01 0 0 0
WOODWARD INCCOM9807451036,93150,917SHDFND05 0 50,917 0
WORKDAY INCCL A98138H10177,845281,984SHDFND01 0 275,591 0
WORKIVA INCNOTE 1.125% 8/198139AAB11,5931,150,000SHDFND01 0 14,347 0
WP CAREY INCCOM92936U1093,33051,388SHDFND01 0 9,729 0
WYNN RESORTS LTDCOM9831341075465,997SHDFND01 0 5,418 0
XCEL ENERGY INCCOM98389B1001,47323,785SHDFND01 0 123 0
XCEL ENERGY INCCOM98389B1001,24720,145SHDFND05 0 20,145 0
XENIA HOTELS & RESORTS INCCOM98401710317412,796SHDFND01 0 12,796 0
XYLEM INCCOM98419M1005,89751,569SHDFND02 0 51,569 0
XYLEM INCCOM98419M100105,454922,126SHDFND01 0 806,710 0
XYLEM INCCOM98419M1001,21610,632SHDFND06 0 7,248 0
YANDEX N VSHS CLASS AN97284108 0 614,021SHDFND03 0 607,967 0
YANDEX N VSHS CLASS AN97284108 0 75,399SHDFND05 0 75,399 0
YUM BRANDS INCCOM98849810148,421370,586SHDFND01 0 354,777 0
YUM CHINA HLDGS INCCOM98850P1098,228193,917SHDFND05 0 193,917 0
YUM CHINA HLDGS INCCOM98850P10933,600791,888SHDFND04 0 549,770 0
YUM CHINA HLDGS INCCOM98850P1091,79942,396SHDFND01 0 42,396 0
ZEBRA TECHNOLOGIES CORPORATICL A9892071051,0303,767SHDFND01 0 3,458 0
ZIMMER BIOMET HOLDINGS INCCOM98956P10228,615235,125SHDFND01 0 230,519 0
ZOETIS INCCL A98978V1036,98035,363SHDFND02 0 35,363 0
ZOETIS INCCL A98978V10393,708474,785SHDFND01 0 457,033 0
ZOOM VIDEO COMMUNICATIONS INCL A98980L1011,11115,443SHDFND01 0 13,534 0
ZSCALER INCCOM98980G1022,46711,135SHDFND01 0 10,872 0
ZSCALER INCNOTE 0.125% 7/098980GAB811,3757,500,000SHDFND01 0 49,736 0
ZURN ELKAY WATER SOLNS CORPCOM98983L1082,68591,284SHDFND01 0 91,284 0
ZYMEWORKS INCCOM98985Y10816,8131,618,174SHDFND05 0 1,618,174 0
ZYMEWORKS INCCOM98985Y1081,596153,602SHDFND01 0 0 0