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:
06-30-2020
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:
Pierre PICARD
Title:
Global Head of Compliance
Phone:
33158971455


Signature, Place, and Date of Signing:

Pierre PICARD
                         [Signature]
Paris, FRANCE
                 [City, State]
07-30-2020
                           [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:
7
Form 13F Information table Entry Total:
1135
Form 13F Information table Value Total:
14789683
          (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
028-14708
BNP PARIBAS ASSET MANAGEMENT Nederland N.V.
 
06
028-16506
BNP PARIBAS ASSET MANAGEMENT BRASIL
 
07
028-17465
BNP PARIBAS ASSET MANAGEMENT USA, Inc.
 


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
21VIANET GROUP INCSPONSORED ADS A90138A1031,23351,660SHDFND04 0 309,960 0
3M COCOM88579Y10138,589247,379SHDFND01 0 247,379 0
3M COCOM88579Y1019856,313SHDFND03 0 0 0
51JOB INCSPONSORED ADS31682710491312,714SHDFND04 0 12,714 0
51JOB INCSPONSORED ADS3168271048,117113,068SHDFND07 0 113,068 0
58 COM INCSPON ADR REP A31680Q10428,632530,821SHDFND02 0 1,061,642 0
58 COM INCSPON ADR REP A31680Q1044,50983,596SHDFND07 0 167,192 0
ABBOTT LABSCOM0028241001,88420,610SHDFND05 0 20,610 0
ABBOTT LABSCOM00282410025,863282,871SHDFND07 0 282,871 0
ABBOTT LABSCOM00282410038,332419,249SHDFND01 0 419,249 0
ABBVIE INCCOM00287Y10937,663383,613SHDFND01 0 377,978 0
ABBVIE INCCOM00287Y1091,40614,321SHDFND05 0 14,321 0
ABIOMED INCCOM0036541004,16717,249SHDFND01 0 17,249 0
ACCELERON PHARMA INCCOM00434H1087,50378,756SHDFND07 0 78,756 0
ACCENTURE PLC IRELANDSHS CLASS AG1151C1012,0769,667SHDFND03 0 0 0
ACCENTURE PLC IRELANDSHS CLASS AG1151C10186,348402,142SHDFND01 0 388,082 0
ACTIVISION BLIZZARD INCCOM00507V1096,39084,184SHDFND07 0 84,184 0
ACTIVISION BLIZZARD INCCOM00507V1093,82250,362SHDFND01 0 50,362 0
ACUITY BRANDS INCCOM00508Y1022482,590SHDFND01 0 2,590 0
ADOBE INCCOM00724F10179,284182,133SHDFND07 0 182,133 0
ADOBE INCCOM00724F10153,845123,694SHDFND01 0 114,457 0
ADOBE INCCOM00724F10142,51497,663SHDFND02 0 97,663 0
ADVANCE AUTO PARTS INCCOM00751Y10620,180141,665SHDFND01 0 141,665 0
ADVANCE AUTO PARTS INCCOM00751Y1061,0887,639SHDFND03 0 0 0
ADVANCED MICRO DEVICES INCCOM00790310746,799889,548SHDFND07 0 889,548 0
ADVANCED MICRO DEVICES INCCOM00790310712,206232,009SHDFND01 0 232,009 0
AERCAP HOLDINGS NVSHSN009851062,00064,943SHDFND01 0 61,109 0
AES CORPCOM00130H10516311,241SHDFND01 0 11,241 0
AFLAC INCCOM0010551021,65145,826SHDFND05 0 45,826 0
AFLAC INCCOM0010551023,742103,853SHDFND01 0 103,853 0
AGILENT TECHNOLOGIES INCCOM00846U10119,504220,706SHDFND01 0 162,088 0
AGIOS PHARMACEUTICALS INCCOM00847X10418,702349,708SHDFND07 0 349,708 0
AGNC INVT CORPCOM00123Q10414611,283SHDFND01 0 11,283 0
AIR PRODS & CHEMS INCCOM0091581061,5296,334SHDFND03 0 0 0
AIR PRODS & CHEMS INCCOM00915810693,513387,282SHDFND01 0 387,282 0
AIR PRODS & CHEMS INCCOM0091581061,9418,040SHDFND05 0 8,040 0
AKAMAI TECHNOLOGIES INCCOM00971T10122,536210,438SHDFND07 0 210,438 0
AKAMAI TECHNOLOGIES INCCOM00971T1011,98518,538SHDFND05 0 18,538 0
AKAMAI TECHNOLOGIES INCCOM00971T10128,760268,562SHDFND01 0 265,975 0
AKAMAI TECHNOLOGIES INCNOTE 0.125% 5/000971TAJ017,37614,000,000SHDFND01 0 131,438 0
ALBEMARLE CORPCOM0126531013925,080SHDFND01 0 5,080 0
ALEXANDRIA REAL ESTATE EQ INCOM0152711094,87330,034SHDFND05 0 27,988 0
ALEXANDRIA REAL ESTATE EQ INCOM0152711096083,750SHDFND01 0 3,750 0
ALEXION PHARMACEUTICALS INCCOM0153511092,68823,951SHDFND01 0 21,821 0
ALIBABA GROUP HLDG LTDSPONSORED ADS01609W10271,180329,994SHDFND02 0 329,994 0
ALIBABA GROUP HLDG LTDSPONSORED ADS01609W102104,827485,985SHDFND04 0 485,985 0
ALIBABA GROUP HLDG LTDSPONSORED ADS01609W10292,050426,752SHDFND07 0 426,752 0
ALIBABA GROUP HLDG LTDSPONSORED ADS01609W1027,22233,484SHDFND01 0 33,484 0
ALIBABA GROUP HLDG LTDSPONSORED ADS01609W1025,66926,283SHDFND03 0 0 0
ALIGN TECHNOLOGY INCCOM0162551018,22029,953SHDFND01 0 29,953 0
ALLEGION PLCORD SHSG0176J1093,43733,624SHDFND01 0 33,624 0
ALLSTATE CORPCOM0200021011,75718,111SHDFND05 0 18,111 0
ALLSTATE CORPCOM02000210137,202383,569SHDFND01 0 375,230 0
ALLY FINL INCCOM02005N1006,399322,683SHDFND01 0 322,683 0
ALNYLAM PHARMACEUTICALS INCCOM02043Q1072511,693SHDFND01 0 1,693 0
ALNYLAM PHARMACEUTICALS INCCOM02043Q1076,86846,370SHDFND07 0 46,370 0
ALPHABET INCCAP STK CL C02079K10753,01037,500SHDFND05 0 37,500 0
ALPHABET INCCAP STK CL C02079K10743,63730,869SHDFND01 0 10,209 0
ALPHABET INCCAP STK CL A02079K30554,54238,463SHDFND01 0 35,619 0
ALPHABET INCCAP STK CL A02079K3054,6573,284SHDFND03 0 0 0
ALPHABET INCCAP STK CL A02079K30542,28829,821SHDFND02 0 29,821 0
ALPHABET INCCAP STK CL A02079K305127,18589,690SHDFND07 0 89,690 0
ALTRIA GROUP INCCOM02209S1031,09727,952SHDFND01 0 27,952 0
AMAZON COM INCCOM02313510653,65919,450SHDFND05 0 19,450 0
AMAZON COM INCCOM023135106312113SHDFND03 0 113 0
AMAZON COM INCCOM023135106194,78970,606SHDFND07 0 70,606 0
AMAZON COM INCCOM02313510669,91425,342SHDFND02 0 25,342 0
AMAZON COM INCCOM023135106121,12943,906SHDFND01 0 27,221 0
AMBEV SASPONSORED ADR02319V103974368,900SHDFND01 0 368,900 0
AMBEV SASPONSORED ADR02319V1033,4171,294,307SHDFND06 0 1,294,307 0
AMER STATES WTR COCOM0298991017,65297,318SHDFND07 0 97,318 0
AMEREN CORPCOM0236081022673,801SHDFND01 0 3,801 0
AMERICA MOVIL SAB DE CVSPON ADR L SHS02364W10568854,200SHDFND06 0 1,084,000 0
AMERICA MOVIL SAB DE CVSPON ADR L SHS02364W1052,317182,600SHDFND01 0 3,652,000 0
AMERICAN ELEC PWR CO INCCOM0255371015927,433SHDFND01 0 7,433 0
AMERICAN EXPRESS COCOM02581610930,307320,640SHDFND01 0 320,640 0
AMERICAN FINL GROUP INC OHIOCOM0259321043144,948SHDFND01 0 4,948 0
AMERICAN HOMES 4 RENTCL A02665T3065,034187,131SHDFND05 0 176,680 0
AMERICAN INTL GROUP INCCOM NEW0268747841,08634,842SHDFND01 0 34,842 0
AMERICAN SUPERCONDUCTOR CORPSHS NEW0301112074,138509,009SHDFND02 0 509,009 0
AMERICAN TOWER CORP NEWCOM03027X10055,509214,701SHDFND01 0 214,701 0
AMERICAN WTR WKS CO INC NEWCOM03042010313,791107,187SHDFND01 0 68,285 0
AMERIPRISE FINL INCCOM03076C1062,05213,677SHDFND05 0 13,677 0
AMERIPRISE FINL INCCOM03076C10630,081200,484SHDFND01 0 194,632 0
AMERISOURCEBERGEN CORPCOM03073E1057,26272,062SHDFND01 0 64,754 0
AMETEK INCCOM0311001003063,420SHDFND01 0 3,420 0
AMETEK INCCOM0311001007,19780,533SHDFND07 0 80,533 0
AMGEN INCCOM03116210079,991339,148SHDFND01 0 337,238 0
AMGEN INCCOM0311621001,9228,150SHDFND05 0 8,150 0
AMICUS THERAPEUTICS INCCOM03152W10920,4871,358,545SHDFND07 0 1,358,545 0
AMPHENOL CORP NEWCL A0320951014254,439SHDFND01 0 4,439 0
ANALOG DEVICES INCCOM03265410522,259181,499SHDFND07 0 181,499 0
ANALOG DEVICES INCCOM0326541059,08374,063SHDFND01 0 74,063 0
ANGLOGOLD ASHANTI LIMITEDSPONSORED ADR0351282064,229143,395SHDFND07 0 143,395 0
ANNALY CAPITAL MANAGEMENT INCOM03571040944668,022SHDFND01 0 68,022 0
ANSYS INCCOM03662Q1054,69416,089SHDFND01 0 3,009 0
ANTHEM INCCOM0367521038,21631,242SHDFND01 0 31,242 0
APOLLO GLOBAL MGMT INCCOM CL A03768E1052174,351SHDFND01 0 4,351 0
APPLE INCCOM037833100181,419497,311SHDFND07 0 497,311 0
APPLE INCCOM0378331007,03019,271SHDFND03 0 0 0
APPLE INCCOM03783310039,763109,000SHDFND05 0 109,000 0
APPLE INCCOM037833100165,794454,480SHDFND01 0 431,598 0
APPLIED MATLS INCCOM03822210599816,503SHDFND05 0 16,503 0
APPLIED MATLS INCCOM03822210516,344270,377SHDFND01 0 270,377 0
APTARGROUP INCCOM03833610310,83896,783SHDFND01 0 96,783 0
ARCHER DANIELS MIDLAND COCOM03948310259314,864SHDFND01 0 14,864 0
ARENA PHARMACEUTICALS INCCOM NEW04004760716,512262,308SHDFND07 0 262,308 0
ARISTA NETWORKS INCCOM0404131068914,244SHDFND01 0 3,234 0
ARISTA NETWORKS INCCOM0404131065742,735SHDFND05 0 2,735 0
ASML HOLDING N VN Y REGISTRY SHSN0705921017,41847,327SHDFND02 0 425,943 0
ASSURANT INCCOM04621X1082562,483SHDFND01 0 2,483 0
AT&T INCCOM00206R10233,2811,100,933SHDFND01 0 1,072,856 0
AT&T INCCOM00206R1021,80059,538SHDFND05 0 59,538 0
ATMOS ENERGY CORPCOM0495601058248,270SHDFND01 0 8,270 0
ATRICURE INCCOM04963C20918,138403,505SHDFND07 0 403,505 0
AUTODESK INCCOM05276910615,84666,248SHDFND01 0 44,093 0
AUTOLIV INCCOM0528001092944,561SHDFND01 0 4,561 0
AUTOMATIC DATA PROCESSING INCOM05301510318,219122,366SHDFND05 0 122,366 0
AUTOMATIC DATA PROCESSING INCOM05301510317,793119,501SHDFND01 0 119,501 0
AUTOZONE INCCOM05333210215,79514,001SHDFND01 0 13,797 0
AVALARA INCCOM05338G1062481,862SHDFND01 0 1,862 0
AVALONBAY CMNTYS INCCOM0534841016914,471SHDFND01 0 4,471 0
AVALONBAY CMNTYS INCCOM0534841012511,624SHDFND05 0 0 0
AVANGRID INCCOM05351W1032285,430SHDFND01 0 5,430 0
AVERY DENNISON CORPCOM0536111098597,529SHDFND05 0 7,529 0
AVERY DENNISON CORPCOM0536111094483,925SHDFND01 0 3,925 0
AXALTA COATING SYS LTDCOMG0750C1082,767122,727SHDFND01 0 122,727 0
AXCELIS TECHNOLOGIES INCCOM NEW0545402085,497197,395SHDFND07 0 197,395 0
AXIS CAPITAL HOLDINGS LTDSHSG0692U1096,143151,450SHDFND07 0 151,450 0
B2GOLD CORPCOM11777Q209771135,448SHDFND01 0 15,612 0
B2GOLD CORPCOM11777Q20923,2714,089,861SHDFND07 0 4,089,861 0
BAIDU INCSPON ADR REP A05675210811,67797,399SHDFND07 0 9,740 0
BAKER HUGHES COMPANYCL A05722G10041526,982SHDFND01 0 26,982 0
BALL CORPCOM05849810611,996172,626SHDFND01 0 172,626 0
BANCO BRADESCO S ASP ADR PFD NEW0594603034,3791,149,277SHDFND06 0 1,149,277 0
BANCO BRADESCO S ASP ADR PFD NEW059460303507133,192SHDFND01 0 133,192 0
BANCO SANTANDER CHILE NEWSP ADR REP COM05965X1091,661101,306SHDFND07 0 40,522,400 0
BANCOLOMBIA S ASPON ADR PREF05968L10246117,533SHDFND01 0 70,132 0
BANCOLOMBIA S ASPON ADR PREF05968L10286832,992SHDFND07 0 131,968 0
BANK NEW YORK MELLON CORPCOM06405810013,170340,753SHDFND01 0 328,765 0
BANKUNITED INCCOM06652K1034,891241,534SHDFND07 0 241,534 0
BARRICK GOLD CORPORATIONCOM06790110866,8542,481,579SHDFND07 0 2,481,579 0
BAXTER INTL INCCOM07181310924,153280,524SHDFND01 0 280,524 0
BAXTER INTL INCCOM07181310938,622448,568SHDFND07 0 448,568 0
BECTON DICKINSON & COCOM07588710942,116176,020SHDFND01 0 176,020 0
BEIGENE LTDSPONSORED ADR07725L1022,04910,875SHDFND01 0 141,375 0
BERKLEY W R CORPCOM0844231023486,068SHDFND01 0 6,068 0
BERKSHIRE HATHAWAY INC DELCL B NEW0846707024,89327,412SHDFND01 0 3 0
BERRY GLOBAL GROUP INCCOM08579W1038,043181,473SHDFND07 0 181,473 0
BEST BUY INCCOM08651610136,552418,836SHDFND01 0 413,738 0
BEST BUY INCCOM0865161011,11112,736SHDFND05 0 12,736 0
BILIBILI INCNOTE 1.375% 4/0090040AB22,3931,250,000SHDFND01 0 50,505 0
BIOGEN INCCOM09062X10341,956156,816SHDFND01 0 156,816 0
BIOMARIN PHARMACEUTICAL INCCOM09061G1011,26410,247SHDFND03 0 0 0
BIOMARIN PHARMACEUTICAL INCCOM09061G10110,58585,823SHDFND01 0 85,823 0
BIOMARIN PHARMACEUTICAL INCNOTE 0.599% 8/009061GAH44,2853,500,000SHDFND01 0 28,074 0
BJS RESTAURANTS INCCOM09180C1065,928283,083SHDFND07 0 283,083 0
BK OF AMERICA CORPCOM06050510426,4861,115,215SHDFND01 0 1,006,940 0
BLACKROCK INCCOM09247X10179,042145,274SHDFND01 0 139,144 0
BLACKROCK INCCOM09247X1012,0583,782SHDFND05 0 3,782 0
BLACKROCK INCCOM09247X1018,23715,139SHDFND07 0 15,139 0
BLACKROCK INCCOM09247X1011,9913,659SHDFND02 0 3,659 0
BLOOM ENERGY CORPCOM CL A09371210717,6131,618,881SHDFND02 0 1,618,881 0
BOOKING HOLDINGS INCCOM09857L1084,3122,708SHDFND01 0 2,708 0
BOOKING HOLDINGS INCCOM09857L1081,325832SHDFND03 0 0 0
BOOKING HOLDINGS INCCOM09857L1085,1073,207SHDFND07 0 3,207 0
BOOKING HOLDINGS INCCOM09857L10834,05221,385SHDFND02 0 21,385 0
BOOZ ALLEN HAMILTON HLDG CORCL A0995021067749,954SHDFND01 0 9,954 0
BORGWARNER INCCOM0997241064,027114,091SHDFND01 0 99,148 0
BOSTON BEER INCCL A1005571079,97018,579SHDFND07 0 18,579 0
BOSTON PPTYS LTD PARTNERSHIPCOM1011211015,32258,884SHDFND05 0 58,884 0
BOSTON PPTYS LTD PARTNERSHIPCOM1011211015415,987SHDFND01 0 5,987 0
BOSTON PRIVATE FINL HLDGS INCOM1011191055,638819,457SHDFND07 0 819,457 0
BOSTON SCIENTIFIC CORPCOM10113710719,100544,000SHDFND05 0 544,000 0
BOSTON SCIENTIFIC CORPCOM1011371076,191176,323SHDFND01 0 176,323 0
BOSTON SCIENTIFIC CORPCOM10113710729,301834,561SHDFND07 0 834,561 0
BRF SASPONSORED ADR10552T1071,044262,900SHDFND06 0 262,900 0
BRF SASPONSORED ADR10552T10738597,100SHDFND01 0 97,100 0
BRIGHT HORIZONS FAM SOL IN DCOM1091941003,81532,549SHDFND01 0 32,549 0
BRIGHTSPHERE INVT GROUP INCCOM10948W1035,746461,157SHDFND07 0 461,157 0
BRISTOL-MYERS SQUIBB COCOM11012210860,0991,022,088SHDFND07 0 1,022,088 0
BRISTOL-MYERS SQUIBB COCOM11012210850,384856,870SHDFND01 0 856,870 0
BRISTOL-MYERS SQUIBB COCOM1101221081,30122,127SHDFND02 0 22,127 0
BRISTOL-MYERS SQUIBB COCOM1101221084,89083,158SHDFND05 0 83,158 0
BRISTOL-MYERS SQUIBB CORIGHT 99/99/99991101221572,353657,352SHDFND07 0 657,352 0
BRISTOL-MYERS SQUIBB CORIGHT 99/99/999911012215714640,679SHDFND01 0 40,679 0
BRIXMOR PPTY GROUP INCCOM11120U10514,6991,146,594SHDFND05 0 240,112 0
BROADCOM INCCOM11135F10118,14357,484SHDFND01 0 57,484 0
BROADRIDGE FINL SOLUTIONS INCOM11133T10324,663195,443SHDFND01 0 192,383 0
BROWN FORMAN CORPCL B11563720982212,912SHDFND01 0 12,912 0
BRUNSWICK CORPCOM1170431094,76274,393SHDFND07 0 74,393 0
BRUNSWICK CORPCOM11704310932,873513,563SHDFND02 0 513,563 0
BRUNSWICK CORPCOM1170431092,61140,783SHDFND01 0 40,783 0
BUNGE LIMITEDCOMG1696210515,806384,284SHDFND07 0 384,284 0
BUNGE LIMITEDCOMG169621052,32856,613SHDFND01 0 56,613 0
BURLINGTON STORES INCCOM1220171068,54343,380SHDFND07 0 43,380 0
C H ROBINSON WORLDWIDE INCCOM NEW12541W2095,01163,382SHDFND01 0 54,723 0
CABLE ONE INCCOM12685J1053,1431,771SHDFND01 0 1,771 0
CABOT OIL & GAS CORPCOM12709710346827,270SHDFND01 0 27,270 0
CADENCE DESIGN SYSTEM INCCOM1273871085,61958,560SHDFND01 0 58,560 0
CAMPBELL SOUP COCOM1344291098,526171,794SHDFND01 0 156,575 0
CAPITAL ONE FINL CORPCOM14040H1051,13118,075SHDFND01 0 18,075 0
CARDINAL HEALTH INCCOM14149Y1081,75033,531SHDFND05 0 33,531 0
CARDINAL HEALTH INCCOM14149Y10830,805590,238SHDFND01 0 585,375 0
CARMAX INCCOM1431301024304,801SHDFND01 0 4,801 0
CARRIER GLOBAL CORPORATIONCOM14448C10497443,856SHDFND01 0 43,856 0
CASELLA WASTE SYS INCCL A1474481049,697186,048SHDFND07 0 186,048 0
CATALENT INCCOM1488061022873,922SHDFND01 0 3,922 0
CATERPILLAR INC DELCOM14912310128,283223,578SHDFND01 0 223,578 0
CBOE GLOBAL MARKETS INCCOM12503M1082782,983SHDFND01 0 2,983 0
CBRE GROUP INCCL A12504L1097,824173,027SHDFND01 0 173,027 0
CDK GLOBAL INCCOM12508E1012085,014SHDFND01 0 5,014 0
CDW CORPCOM12514G1082,10718,138SHDFND01 0 18,138 0
CDW CORPCOM12514G10828,870248,493SHDFND07 0 248,493 0
CELANESE CORP DELCOM1508701037388,550SHDFND01 0 8,550 0
CEMEX SAB DE CVSPON ADR NEW15129088915955,249SHDFND01 0 552,490 0
CEMEX SAB DE CVSPON ADR NEW1512908895217,890SHDFND07 0 178,900 0
CEMEX SAB DE CVSPON ADR NEW15129088913546,768SHDFND06 0 467,680 0
CENTENE CORP DELCOM15135B10132,439510,455SHDFND01 0 510,455 0
CENTENE CORP DELCOM15135B10143,667687,133SHDFND02 0 687,133 0
CENTENE CORP DELCOM15135B10124,825390,635SHDFND07 0 390,635 0
CENTERPOINT ENERGY INCCOM15189T10741122,033SHDFND01 0 22,033 0
CENTURYLINK INCCOM1567001061,510150,561SHDFND05 0 150,561 0
CENTURYLINK INCCOM1567001068,606858,037SHDFND01 0 858,037 0
CERNER CORPCOM1567821041,24218,119SHDFND05 0 18,119 0
CERNER CORPCOM15678210434,059496,847SHDFND01 0 484,812 0
CF INDS HLDGS INCCOM1252691001,05437,471SHDFND01 0 22,285 0
CGI INCCL A SUB VTG12532H10431,331431,917SHDFND01 0 431,917 0
CHARLES RIV LABS INTL INCCOM15986410728,200161,746SHDFND07 0 161,746 0
CHARTER COMMUNICATIONS INC NCL A16119P1082,0664,051SHDFND01 0 4,051 0
CHEGG INCNOTE 0.125% 3/1163092AD111,2227,850,000SHDFND01 0 152,255 0
CHEVRON CORP NEWCOM1667641006,25270,066SHDFND01 0 70,066 0
CHEWY INCCL A16679L1092,80962,856SHDFND07 0 62,856 0
CHIPOTLE MEXICAN GRILL INCCOM1696561052,1542,047SHDFND01 0 2,047 0
CHIPOTLE MEXICAN GRILL INCCOM1696561051,9681,870SHDFND05 0 1,870 0
CHUBB LIMITEDCOMH1467J10432,531256,921SHDFND01 0 245,133 0
CHURCH & DWIGHT INCCOM1713401022,96138,307SHDFND01 0 38,307 0
CIA ENERGETICA DE MINAS GERASP ADR N-V PFD204409601262127,683SHDFND01 0 127,683 0
CIA ENERGETICA DE MINAS GERASP ADR N-V PFD2044096011,513737,977SHDFND06 0 737,977 0
CIENA CORPCOM NEW1717793092,19340,484SHDFND01 0 40,484 0
CIENA CORPCOM NEW17177930944,457820,853SHDFND07 0 820,853 0
CIGNA CORP NEWCOM1255231005432,892SHDFND05 0 2,892 0
CIGNA CORP NEWCOM12552310027,644147,315SHDFND01 0 143,811 0
CINCINNATI FINL CORPCOM1720621015,54186,531SHDFND01 0 86,531 0
CINTAS CORPCOM1729081055,27919,818SHDFND01 0 19,818 0
CISCO SYS INCCOM17275R10272,0771,545,389SHDFND07 0 1,545,389 0
CISCO SYS INCCOM17275R10242,559912,494SHDFND01 0 912,494 0
CISCO SYS INCCOM17275R10253,9201,156,098SHDFND02 0 1,156,098 0
CISCO SYS INCCOM17275R10212,966278,000SHDFND05 0 278,000 0
CISCO SYS INCCOM17275R1021,50632,281SHDFND03 0 0 0
CITIGROUP INCCOM NEW1729674243,99978,264SHDFND01 0 78,264 0
CITIZENS FINANCIAL GROUP INCCOM17461010539015,465SHDFND01 0 15,465 0
CITRIX SYS INCCOM17737610054,102365,776SHDFND01 0 363,881 0
CITRIX SYS INCCOM1773761001,94713,166SHDFND05 0 13,166 0
CLOROX CO DELCOM18905410941,526189,297SHDFND01 0 185,663 0
CLOROX CO DELCOM1890541092,0629,398SHDFND05 0 9,398 0
CME GROUP INCCOM12572Q1051,4048,640SHDFND01 0 8,640 0
CMS ENERGY CORPCOM1258961002414,117SHDFND01 0 4,117 0
COCA COLA COCOM19121610012,114271,137SHDFND01 0 271,137 0
COCA COLA EUROPEAN PARTNERSSHSG2583910416,700442,260SHDFND01 0 360,300 0
COCA COLA EUROPEAN PARTNERSSHSG258391042,06154,591SHDFND02 0 54,591 0
COGNIZANT TECHNOLOGY SOLUTIOCL A19244610215,904279,905SHDFND01 0 279,905 0
COLGATE PALMOLIVE COCOM19416210376610,450SHDFND05 0 10,450 0
COLGATE PALMOLIVE COCOM19416210349,290672,811SHDFND01 0 660,707 0
COLUMBIA BKG SYS INCCOM1972361027,531265,676SHDFND07 0 265,676 0
COLUMBIA PPTY TR INCCOM NEW1982872032,977226,551SHDFND05 0 0 0
COLUMBIA SPORTSWEAR COCOM19851610620,957260,081SHDFND07 0 260,081 0
COMCAST CORP NEWCL A20030N10146,6231,196,078SHDFND02 0 74,875 0
COMCAST CORP NEWCL A20030N10141,2721,058,810SHDFND01 0 63,143 0
COMCAST CORP NEWCL A20030N1019,102233,494SHDFND07 0 14,617 0
COMERICA INCCOM2003401072,15956,667SHDFND01 0 56,667 0
COMPANHIA DE SANEAMENTO BASISPONSORED ADR20441A1022,428231,000SHDFND06 0 231,000 0
COMPANHIA DE SANEAMENTO BASISPONSORED ADR20441A10237435,600SHDFND01 0 35,600 0
COMPANIA DE MINAS BUENAVENTUSPONSORED ADR20444810423025,200SHDFND01 0 25,200 0
CONAGRA BRANDS INCCOM2058871022,51771,576SHDFND01 0 71,576 0
CONMED CORPCOM2074101019,452131,297SHDFND07 0 131,297 0
CONOCOPHILLIPSCOM20825C1041,22429,138SHDFND03 0 0 0
CONOCOPHILLIPSCOM20825C10413,051310,593SHDFND01 0 271,932 0
CONSOLIDATED EDISON INCCOM2091151041,03714,412SHDFND01 0 14,412 0
CONSTELLATION BRANDS INCCL A21036P1086553,745SHDFND01 0 3,745 0
COOPER COS INCCOM NEW2166484023931,384SHDFND01 0 1,384 0
COPART INCCOM2172041065416,495SHDFND01 0 6,495 0
CORNING INCCOM21935010549319,025SHDFND01 0 19,025 0
CORTEVA INCCOM22052L10443916,394SHDFND01 0 16,394 0
COSAN LTDSHS AG2534310741527,569SHDFND01 0 27,569 0
COSAN LTDSHS AG253431071,05369,931SHDFND06 0 69,931 0
COSTAR GROUP INCCOM22160N109557784SHDFND01 0 784 0
COSTCO WHSL CORP NEWCOM22160K1051,9646,478SHDFND07 0 6,478 0
COSTCO WHSL CORP NEWCOM22160K10527,99992,342SHDFND01 0 83,488 0
COSTCO WHSL CORP NEWCOM22160K1054801,582SHDFND02 0 1,582 0
COUPA SOFTWARE INCCOM22266L1064631,673SHDFND01 0 1,673 0
COUPA SOFTWARE INCNOTE 0.375% 1/122266LAB26,2221,000,000SHDFND01 0 0 0
COUPA SOFTWARE INCNOTE 0.125% 6/122266LAC03,9932,200,000SHDFND01 0 13,785 0
COUSINS PPTYS INCCOM NEW22279550210,094338,374SHDFND05 0 238,374 0
COVETRUS INCCOM22304C1001,53885,977SHDFND01 0 85,977 0
COVETRUS INCCOM22304C10021,0931,179,022SHDFND02 0 1,179,022 0
COVETRUS INCCOM22304C1003,387189,338SHDFND07 0 189,338 0
CREDICORP LTDCOMG2519Y1082,67720,025SHDFND07 0 20,025 0
CREDICORP LTDCOMG2519Y1085043,773SHDFND06 0 3,773 0
CREDICORP LTDCOMG2519Y1081,2979,700SHDFND01 0 9,700 0
CREE INCNOTE 0.875% 9/0225447AB74,6974,000,000SHDFND01 0 66,699 0
CROWN CASTLE INTL CORP NEWCOM22822V1012,53615,155SHDFND01 0 15,155 0
CROWN HLDGS INCCOM2283681062,21634,027SHDFND01 0 34,027 0
CSG SYS INTL INCCOM1263491096,487156,730SHDFND07 0 156,730 0
CSX CORPCOM12640810322,813327,117SHDFND01 0 327,117 0
CUBIC CORPCOM22966910653,7971,120,066SHDFND07 0 1,120,066 0
CUBIC CORPCOM2296691061,94740,547SHDFND01 0 40,547 0
CUMMINS INCCOM23102110632,158185,603SHDFND01 0 179,911 0
CUMMINS INCCOM2310211062,07211,958SHDFND05 0 11,958 0
CVS HEALTH CORPCOM12665010017,627271,306SHDFND05 0 271,306 0
CVS HEALTH CORPCOM12665010028,962445,771SHDFND01 0 441,037 0
CYBERARK SOFTWARE LTDSHSM2682V10844,480448,068SHDFND07 0 448,068 0
CYBERARK SOFTWARE LTDSHSM2682V1081,95219,661SHDFND01 0 19,661 0
D R HORTON INCCOM23331A1095289,531SHDFND01 0 9,531 0
DADA NEXUS LTDADS23344D10849222,064SHDFND04 0 88,256 0
DANAHER CORPORATIONCOM23585110229,691167,909SHDFND01 0 145,708 0
DANAHER CORPORATIONCOM2358511021,7599,945SHDFND03 0 0 0
DARDEN RESTAURANTS INCCOM2371941052883,804SHDFND01 0 3,804 0
DARLING INGREDIENTS INCCOM2372661013,528143,285SHDFND02 0 143,285 0
DATADOG INCCL A COM23804L1032302,645SHDFND01 0 2,645 0
DAVITA INCCOM23918K10834,490435,807SHDFND01 0 425,645 0
DAVITA INCCOM23918K1081,73321,900SHDFND05 0 21,900 0
DEERE & COCOM24419910526,908171,225SHDFND01 0 171,225 0
DELL TECHNOLOGIES INCCL C24703L2022,24140,790SHDFND01 0 40,790 0
DELTA AIR LINES INC DELCOM NEW2473617023,761134,098SHDFND01 0 134,098 0
DENTSPLY SIRONA INCCOM24906P1093,84187,171SHDFND01 0 87,171 0
DEXCOM INCCOM2521311071,2603,107SHDFND05 0 3,107 0
DEXCOM INCCOM2521311071,2603,107SHDFND01 0 3,107 0
DICKS SPORTING GOODS INCCOM25339310216,856408,531SHDFND07 0 408,531 0
DIGITAL RLTY TR INCCOM2538681039,70668,299SHDFND01 0 68,299 0
DIGITAL RLTY TR INCCOM2538681036,17143,427SHDFND05 0 36,533 0
DISCOVER FINL SVCSCOM2547091085,403107,866SHDFND01 0 107,866 0
DISCOVERY INCCOM SER A25470F1044,077193,202SHDFND01 0 193,202 0
DISCOVERY INCCOM SER C25470F30223912,423SHDFND01 0 12,423 0
DISH NETWORK CORPORATIONNOTE 2.375% 3/125470MAD12,2572,500,000SHDFND01 0 30,408 0
DISNEY WALT COCOM DISNEY25468710614,145126,853SHDFND07 0 126,853 0
DISNEY WALT COCOM DISNEY25468710695,770858,843SHDFND01 0 838,175 0
DISNEY WALT COCOM DISNEY25468710618,734168,000SHDFND05 0 168,000 0
DOCUSIGN INCCOM2561631062,24713,049SHDFND01 0 13,049 0
DOCUSIGN INCNOTE 0.500% 9/1256163AB212,1965,050,000SHDFND01 0 70,629 0
DOLLAR GEN CORP NEWCOM2566771051,1375,968SHDFND05 0 5,968 0
DOLLAR GEN CORP NEWCOM25667710536,578191,998SHDFND01 0 187,890 0
DOLLAR TREE INCCOM2567461084985,371SHDFND01 0 5,371 0
DOMINION ENERGY INCCOM25746U1094,33253,361SHDFND01 0 53,361 0
DOMINOS PIZZA INCCOM25754A2011,6764,536SHDFND01 0 2,128 0
DOVER CORPCOM2600031085,55957,574SHDFND01 0 57,574 0
DOW INCCOM26055710377418,981SHDFND01 0 18,981 0
DR REDDYS LABS LTDADR2561352034498,464SHDFND04 0 8,464 0
DROPBOX INCCL A26210C10450022,954SHDFND01 0 4,091 0
DTE ENERGY COCOM2333311072,96627,595SHDFND01 0 27,595 0
DUKE ENERGY CORP NEWCOM NEW26441C2044,01050,188SHDFND01 0 50,188 0
DUKE REALTY CORPCOM NEW26441150511,802333,476SHDFND01 0 333,476 0
DUKE REALTY CORPCOM NEW2644115056,729190,150SHDFND05 0 174,988 0
DUPONT DE NEMOURS INCCOM26614N10286216,226SHDFND01 0 16,226 0
E TRADE FINANCIAL CORPCOM NEW2692464012354,728SHDFND01 0 4,728 0
EAST WEST BANCORP INCCOM27579R1043,60899,548SHDFND01 0 93,389 0
EASTMAN CHEM COCOM27743210020,432293,399SHDFND01 0 285,685 0
EASTMAN CHEM COCOM2774321001,69024,268SHDFND05 0 24,268 0
EATON CORP PLCSHSG291831034,50451,481SHDFND02 0 51,481 0
EATON CORP PLCSHSG291831031,34915,417SHDFND01 0 15,417 0
EATON VANCE CORPCOM NON VTG2782651032987,713SHDFND01 0 7,713 0
EBAY INC.COM2786421031,57129,955SHDFND05 0 29,955 0
EBAY INC.COM27864210335,243671,928SHDFND01 0 671,928 0
ECOLAB INCCOM27886510052,323262,995SHDFND01 0 240,712 0
ECOLAB INCCOM2788651001,2206,132SHDFND03 0 0 0
ECOPETROL S ASPONSORED ADS27915810948143,221SHDFND01 0 864,420 0
EDISON INTLCOM2810201071,00718,538SHDFND01 0 18,538 0
EDWARDS LIFESCIENCES CORPCOM28176E1089,103131,721SHDFND07 0 131,721 0
EDWARDS LIFESCIENCES CORPCOM28176E1081,04115,057SHDFND05 0 15,057 0
EDWARDS LIFESCIENCES CORPCOM28176E10854,510788,737SHDFND01 0 753,436 0
EDWARDS LIFESCIENCES CORPCOM28176E1081,42920,684SHDFND03 0 0 0
ELECTRONIC ARTS INCCOM28551210925,245191,181SHDFND01 0 191,181 0
ELECTRONIC ARTS INCCOM2855121095,77243,714SHDFND07 0 43,714 0
EMBRAER S.A.SPONSORED ADS29082A10730951,713SHDFND06 0 206,852 0
EMCOR GROUP INCCOM29084Q10010,532159,240SHDFND07 0 159,240 0
EMERSON ELEC COCOM2910111042,78744,927SHDFND01 0 44,927 0
EMERSON ELEC COCOM2910111041,32821,415SHDFND03 0 0 0
ENEL AMERICAS S ASPONSORED ADR29274F10418724,921SHDFND06 0 1,246,050 0
ENEL AMERICAS S ASPONSORED ADR29274F10426935,876SHDFND01 0 1,793,800 0
ENEL CHILE S.A.SPONSORED ADR29278D10528575,545SHDFND01 0 3,777,250 0
ENEL CHILE S.A.SPONSORED ADR29278D1056617,457SHDFND06 0 872,850 0
ENERGIZER HLDGS INC NEWCOM29272W10960212,679SHDFND01 0 12,679 0
ENPHASE ENERGY INCCOM29355A10716,638349,748SHDFND02 0 349,748 0
ENTEGRIS INCCOM29362U10446,765791,964SHDFND07 0 791,964 0
ENTEGRIS INCCOM29362U1041,88731,958SHDFND01 0 31,958 0
ENTERGY CORP NEWCOM29364G1033,64038,799SHDFND01 0 38,799 0
EOG RES INCCOM26875P10159811,803SHDFND01 0 11,803 0
EPAM SYS INCCOM29414B1041,0714,250SHDFND01 0 4,250 0
EPAM SYS INCCOM29414B10415,61161,947SHDFND07 0 61,947 0
EQUIFAX INCCOM2944291053141,824SHDFND01 0 1,824 0
EQUINIX INCCOM29444U70036,98252,658SHDFND07 0 52,658 0
EQUINIX INCCOM29444U70031,35344,643SHDFND01 0 44,643 0
EQUITABLE HLDGS INCCOM29452E1016,360329,685SHDFND01 0 329,685 0
EQUITY LIFESTYLE PPTYS INCCOM29472R1082173,474SHDFND01 0 3,474 0
EQUITY LIFESTYLE PPTYS INCCOM29472R1085,96195,414SHDFND05 0 0 0
EQUITY RESIDENTIALSH BEN INT29476L10774312,627SHDFND01 0 12,627 0
EQUITY RESIDENTIALSH BEN INT29476L1074,80981,755SHDFND05 0 81,755 0
ERIE INDTY COCL A29530P1027884,104SHDFND01 0 1,797 0
ESSENTIAL UTILS INCCOM29670G1023849,082SHDFND01 0 9,082 0
ESSEX PPTY TR INCCOM2971781053771,644SHDFND01 0 1,644 0
ESSEX PPTY TR INCCOM2971781052971,297SHDFND05 0 0 0
EURONET WORLDWIDE INCNOTE 0.750% 3/1298736AL34,3124,500,000SHDFND01 0 10,597 0
EVERBRIDGE INCCOM29978A1046114,415SHDFND01 0 4,415 0
EVERBRIDGE INCCOM29978A10417,643127,512SHDFND07 0 127,512 0
EVERCORE INCCLASS A29977A1056,025102,259SHDFND07 0 102,259 0
EVEREST RE GROUP LTDCOMG3223R1084412,141SHDFND01 0 2,141 0
EVERSOURCE ENERGYCOM30040W1081,57318,885SHDFND01 0 18,885 0
EXACT SCIENCES CORPCOM30063P1052032,331SHDFND01 0 2,331 0
EXACT SCIENCES CORPNOTE 1.000% 1/130063PAA32,7172,000,000SHDFND01 0 26,514 0
EXELON CORPCOM30161N1011,60844,312SHDFND01 0 44,312 0
EXPEDIA GROUP INCCOM NEW30212P30315,929193,778SHDFND01 0 172,064 0
EXPEDITORS INTL WASH INCCOM30213010920,606270,995SHDFND01 0 270,995 0
EXTRA SPACE STORAGE INCCOM30225T1022702,927SHDFND01 0 2,927 0
EXXON MOBIL CORPCOM30231G1026,552146,508SHDFND01 0 146,508 0
F M C CORPCOM NEW3024913031,35013,554SHDFND01 0 13,554 0
F5 NETWORKS INCCOM3156161029606,886SHDFND01 0 2,538 0
FACEBOOK INCCL A30303M10244,953197,968SHDFND01 0 50,651 0
FACTSET RESH SYS INCCOM3030751054,69314,288SHDFND01 0 14,288 0
FAIR ISAAC CORPCOM303250104306732SHDFND01 0 732 0
FASTENAL COCOM3119001041,54636,095SHDFND05 0 36,095 0
FASTENAL COCOM31190010422,539526,123SHDFND01 0 526,123 0
FEDEX CORPCOM31428X10619,567139,545SHDFND01 0 127,283 0
FIDELITY NATIONAL FINANCIALFNF GROUP COM31620R30340013,038SHDFND01 0 13,038 0
FIDELITY NATL INFORMATION SVCOM31620M10610,37977,401SHDFND05 0 77,401 0
FIDELITY NATL INFORMATION SVCOM31620M10641,360308,449SHDFND01 0 308,449 0
FIFTH THIRD BANCORPCOM3167731009,980517,623SHDFND01 0 517,623 0
FIREEYE INCCOM31816Q10136029,585SHDFND01 0 29,585 0
FIREEYE INCNOTE 1.625% 6/031816QAD31,1771,250,000SHDFND01 0 0 0
FIREEYE INCNOTE 0.875% 6/031816QAF84,9605,500,000SHDFND01 0 237,417 0
FIRST INDL RLTY TR INCCOM32054K1034,835125,790SHDFND05 0 125,790 0
FIRST MERCHANTS CORPCOM3208171095,565201,866SHDFND07 0 201,866 0
FIRST REP BK SAN FRANCISCO CCOM33616C1002652,497SHDFND01 0 2,497 0
FIRST SOLAR INCCOM33643310789,6861,811,834SHDFND07 0 1,811,834 0
FIRST SOLAR INCCOM33643310710,675215,653SHDFND02 0 215,653 0
FIRST SOLAR INCCOM3364331071,24825,204SHDFND03 0 0 0
FIRST SOLAR INCCOM33643310726,915543,739SHDFND01 0 507,406 0
FIRSTENERGY CORPCOM3379321073188,210SHDFND01 0 8,210 0
FISERV INCCOM33773810838,219391,510SHDFND01 0 386,016 0
FIVE BELOW INCCOM33829M10122,572211,135SHDFND07 0 211,135 0
FLEETCOR TECHNOLOGIES INCCOM3390411055032,000SHDFND01 0 2,000 0
FLOWSERVE CORPCOM34354P1051,26344,290SHDFND01 0 44,290 0
FOMENTO ECONOMICO MEXICANO SSPON ADR UNITS3444191064036,501SHDFND02 0 65,010 0
FOMENTO ECONOMICO MEXICANO SSPON ADR UNITS3444191065629,059SHDFND06 0 90,590 0
FOMENTO ECONOMICO MEXICANO SSPON ADR UNITS3444191062,47039,837SHDFND01 0 398,370 0
FOMENTO ECONOMICO MEXICANO SSPON ADR UNITS3444191061,66926,914SHDFND07 0 269,140 0
FORD MTR CO DELCOM3453708601,989327,199SHDFND01 0 327,199 0
FORTINET INCCOM34959E1091,60411,682SHDFND05 0 11,682 0
FORTINET INCCOM34959E10926,261191,306SHDFND01 0 186,142 0
FORTIS INCCOM3495531073,62397,291SHDFND01 0 97,291 0
FORTIVE CORPCOM34959J10821,246314,014SHDFND01 0 284,193 0
FORTIVE CORPCOM34959J1081,30719,318SHDFND03 0 0 0
FORTIVE CORPNOTE 0.875% 2/134959JAK412,96413,234,000SHDFND01 0 35,954 0
FORTUNE BRANDS HOME & SEC INCOM34964C1068,355130,695SHDFND01 0 130,695 0
FRANCO NEV CORPCOM3518581051,01513,363SHDFND01 0 9,890 0
FRANKLIN RESOURCES INCCOM35461310111,947569,709SHDFND01 0 569,709 0
FREEPORT-MCMORAN INCCL B35671D85750943,999SHDFND01 0 43,999 0
FRESENIUS MED CARE AG&CO KGASPONSORED ADR35802910615,471357,462SHDFND02 0 178,733 0
FRONTDOOR INCCOM35905A10977,8171,755,402SHDFND02 0 1,755,402 0
FRONTDOOR INCCOM35905A1095,237118,144SHDFND01 0 118,144 0
FRONTDOOR INCCOM35905A10921,771491,118SHDFND07 0 491,118 0
GALLAGHER ARTHUR J & COCOM36357610912,978133,126SHDFND01 0 133,126 0
GARMIN LTDSHSH2906T10922,145227,128SHDFND01 0 227,128 0
GARTNER INCCOM3666511076435,303SHDFND01 0 5,303 0
GENERAL ELECTRIC COCOM3696041032,917427,063SHDFND01 0 427,063 0
GENERAL MLS INCCOM37033410445,926744,941SHDFND01 0 744,941 0
GENERAL MLS INCCOM3703341041,90730,925SHDFND05 0 30,925 0
GENERAL MTRS COCOM37045V10070027,676SHDFND01 0 27,676 0
GENUINE PARTS COCOM3724601053173,648SHDFND01 0 3,648 0
GEOPARK LTDUSD SHSG383271051,862190,221SHDFND07 0 190,221 0
GERDAU SASPON ADR REP PFD37373710527191,700SHDFND01 0 91,700 0
GERDAU SASPON ADR REP PFD3737371051,830618,300SHDFND06 0 618,300 0
GILEAD SCIENCES INCCOM3755581031,54220,047SHDFND03 0 0 0
GILEAD SCIENCES INCCOM3755581031,91224,852SHDFND05 0 24,852 0
GILEAD SCIENCES INCCOM37555810317,210223,676SHDFND07 0 223,676 0
GILEAD SCIENCES INCCOM37555810380,4141,045,151SHDFND01 0 1,020,420 0
GLOBAL BLOOD THERAPEUTICS INCOM37890U10814,774234,018SHDFND07 0 234,018 0
GLOBAL PMTS INCCOM37940X1024,15824,514SHDFND01 0 24,514 0
GLOBANT S ACOML443851093902,600SHDFND01 0 2,600 0
GLOBE LIFE INCCOM37959E10288611,936SHDFND01 0 11,936 0
GODADDY INCCL A3802371072563,492SHDFND01 0 3,492 0
GOLDMAN SACHS GROUP INCCOM38141G1041,4457,314SHDFND01 0 7,314 0
GRAINGER W W INCCOM3848021041,3814,395SHDFND05 0 4,395 0
GRAINGER W W INCCOM38480210418,70759,545SHDFND01 0 59,545 0
GRAN TIERRA ENERGY INCCOM38500T10114,38341,545,933SHDFND07 0 41,545,933 0
GRUPO AEROPORTUARIO DEL SURESPON ADR SER B40051E2022362,100SHDFND01 0 21,000 0
GRUPO AEROPUERTO DEL PACIFICSPON ADR B4005061013094,300SHDFND01 0 43,000 0
GRUPO AVAL ACCIONES Y VALORESPONSORED ADS40053W10111827,000SHDFND01 0 540,000 0
GRUPO FINANCIERO GALICIA S.ASPONSORED ADR39990910073475,707SHDFND07 0 757,070 0
GRUPO TELEVISA SASPON ADR REP ORD40049J2067313,900SHDFND06 0 69,500 0
HALLIBURTON COCOM4062161011,11886,122SHDFND01 0 86,122 0
HAMILTON LANE INCCL A4074971064,66069,171SHDFND07 0 69,171 0
HANNON ARMSTRONG SUST INFR CCOM41068X10012,581446,296SHDFND02 0 446,296 0
HANOVER INS GROUP INCCOM4108671051,26412,470SHDFND07 0 12,470 0
HARTFORD FINL SVCS GROUP INCCOM4165151045,560144,216SHDFND01 0 144,216 0
HASBRO INCCOM41805610750,830678,186SHDFND02 0 678,186 0
HASBRO INCCOM41805610725,604341,621SHDFND01 0 341,621 0
HASBRO INCCOM41805610713,772183,748SHDFND07 0 183,748 0
HCA HEALTHCARE INCCOM40412C10110,851111,801SHDFND01 0 111,801 0
HDFC BANK LTDSPONSORED ADS40415F10115,538341,794SHDFND04 0 1,025,382 0
HDFC BANK LTDSPONSORED ADS40415F10113,861304,906SHDFND05 0 914,718 0
HDFC BANK LTDSPONSORED ADS40415F10178417,241SHDFND07 0 51,723 0
HEALTHCARE RLTY TRCOM4219461048,606293,814SHDFND07 0 293,814 0
HEALTHCARE TR AMER INCCL A NEW42225P50132312,361SHDFND05 0 12,361 0
HEALTHPEAK PROPERTIES INCCOM42250P1035,636204,493SHDFND01 0 204,493 0
HEALTHPEAK PROPERTIES INCCOM42250P10337,9431,376,757SHDFND05 0 753,397 0
HENRY JACK & ASSOC INCCOM4262811019805,326SHDFND05 0 5,326 0
HENRY JACK & ASSOC INCCOM42628110156,369306,303SHDFND01 0 301,572 0
HENRY SCHEIN INCCOM8064071023,46359,313SHDFND01 0 59,313 0
HERC HLDGS INCCOM42704L1048,320270,741SHDFND07 0 270,741 0
HERSHEY COCOM42786610823,308179,817SHDFND01 0 173,640 0
HERSHEY COCOM4278661081,71913,265SHDFND05 0 13,265 0
HESS CORPCOM42809H1076,846132,143SHDFND01 0 101,289 0
HESS CORPCOM42809H10769513,413SHDFND02 0 13,413 0
HESS CORPCOM42809H1072,87855,543SHDFND07 0 55,543 0
HEWLETT PACKARD ENTERPRISE CCOM42824C10956057,535SHDFND05 0 57,535 0
HEWLETT PACKARD ENTERPRISE CCOM42824C1099,180943,430SHDFND01 0 943,430 0
HIGHWOODS PPTYS INCCOM4312841087,179192,306SHDFND07 0 192,306 0
HILL ROM HLDGS INCCOM4314751028,67379,000SHDFND05 0 79,000 0
HILTON WORLDWIDE HLDGS INCCOM43300A20375810,315SHDFND01 0 10,315 0
HOLLYFRONTIER CORPCOM4361061081,63756,049SHDFND01 0 45,081 0
HOLLYFRONTIER CORPCOM4361061081,11938,305SHDFND05 0 38,305 0
HOLLYSYS AUTOMATION TCHNGY LSHSG4566710521215,946SHDFND04 0 15,946 0
HOLOGIC INCCOM43644010147,309829,986SHDFND07 0 829,986 0
HOLOGIC INCCOM43644010132,683573,394SHDFND02 0 573,394 0
HOLOGIC INCCOM43644010110,629186,474SHDFND01 0 186,474 0
HOME DEPOT INCCOM4370761022,1078,410SHDFND03 0 0 0
HOME DEPOT INCCOM43707610254,765218,614SHDFND07 0 218,614 0
HOME DEPOT INCCOM437076102108,921434,798SHDFND01 0 425,137 0
HONEYWELL INTL INCCOM43851610621,753150,445SHDFND01 0 150,445 0
HONEYWELL INTL INCCOM4385161068,88461,446SHDFND07 0 61,446 0
HORMEL FOODS CORPCOM44045210056011,594SHDFND01 0 11,594 0
HOST HOTELS & RESORTS INCCOM44107P1046,748625,394SHDFND05 0 141,361 0
HOST HOTELS & RESORTS INCCOM44107P10424022,205SHDFND01 0 22,205 0
HOWMET AEROSPACE INCCOM4432011082,972187,479SHDFND01 0 187,479 0
HP INCCOM40434L10598356,386SHDFND01 0 56,386 0
HUBBELL INCCOM4435106074,00231,925SHDFND01 0 0 0
HUDSON PAC PPTYS INCCOM4440971092,25689,670SHDFND05 0 89,670 0
HUMANA INCCOM44485910223,91961,687SHDFND01 0 61,687 0
HUNT J B TRANS SVCS INCCOM4456581078,16267,826SHDFND01 0 67,826 0
HUNTINGTON BANCSHARES INCCOM44615010448353,459SHDFND01 0 53,459 0
HUNTINGTON INGALLS INDS INCCOM4464131068,33647,776SHDFND01 0 44,228 0
IAC INTERACTIVECORPCOM44919P5083891,202SHDFND01 0 1,202 0
IBERIABANK CORPCOM4508281086,739147,990SHDFND07 0 147,990 0
ICICI BANK LIMITEDADR45104G10484891,315SHDFND04 0 182,630 0
IDEX CORPCOM45167R1048,77155,497SHDFND01 0 29,762 0
IDEXX LABS INCCOM45168D10410,97733,249SHDFND01 0 33,249 0
IHS MARKIT LTDSHSG4756710514,381190,476SHDFND01 0 190,476 0
ILLINOIS TOOL WKS INCCOM45230810943,328247,800SHDFND01 0 247,800 0
ILLUMINA INCCOM4523271091,7574,743SHDFND01 0 4,743 0
ILLUMINA INCCOM45232710912,07832,613SHDFND07 0 32,613 0
ILLUMINA INCNOTE 8/1452327AK58,4387,800,000SHDFND01 0 7,646 0
INCYTE CORPCOM45337C1021,45213,967SHDFND01 0 13,967 0
INCYTE CORPCOM45337C1022,07819,983SHDFND05 0 19,983 0
INFOSYS LTDSPONSORED ADR45678810835136,296SHDFND04 0 36,296 0
INGERSOLL RAND INCCOM45687V1063,508124,757SHDFND01 0 124,757 0
INGREDION INCCOM4571871026517,842SHDFND01 0 4,347 0
INSMED INCNOTE 1.750% 1/1457669AA71,9061,975,000SHDFND01 0 50,438 0
INSULET CORPCOM45784P1011,6028,248SHDFND01 0 8,248 0
INSULET CORPCOM45784P10127,235140,197SHDFND07 0 140,197 0
INTEL CORPCOM45814010013,383223,687SHDFND01 0 223,687 0
INTEL CORPCOM4581401008,875148,334SHDFND05 0 148,334 0
INTERCONTINENTAL EXCHANGE INCOM45866F10442,542464,437SHDFND07 0 464,437 0
INTERCONTINENTAL EXCHANGE INCOM45866F10429,628323,448SHDFND01 0 313,159 0
INTERCONTINENTAL EXCHANGE INCOM45866F1042,00721,906SHDFND05 0 21,906 0
INTERFACE INCCOM4586653043,847472,610SHDFND07 0 472,610 0
INTERNATIONAL BUSINESS MACHSCOM45920010125,228208,892SHDFND01 0 208,892 0
INTERNATIONAL FLAVORS&FRAGRACOM45950610113,593111,000SHDFND05 0 111,000 0
INTERNATIONAL FLAVORS&FRAGRACOM4595061014,28534,990SHDFND01 0 34,990 0
INTERPUBLIC GROUP COS INCCOM4606901001,52889,052SHDFND05 0 89,052 0
INTERPUBLIC GROUP COS INCCOM4606901006,117356,493SHDFND01 0 356,493 0
INTL PAPER COCOM4601461034,229120,110SHDFND01 0 109,350 0
INTUITCOM46120210316,69956,379SHDFND01 0 56,379 0
INTUITIVE SURGICAL INCCOM NEW46120E6026,68311,728SHDFND07 0 11,728 0
INTUITIVE SURGICAL INCCOM NEW46120E6022,1723,811SHDFND01 0 3,811 0
INVESCO LTDSHSG491BT10811,0481,026,744SHDFND01 0 1,026,744 0
INVITATION HOMES INCCOM46187W1075,829211,742SHDFND05 0 0 0
INVITATION HOMES INCCOM46187W1072248,151SHDFND01 0 8,151 0
IQIYI INCNOTE 2.000% 4/046267XAD07,1897,250,000SHDFND01 0 1,674,766 0
IQVIA HLDGS INCCOM46266C10510,29672,567SHDFND01 0 72,567 0
IRHYTHM TECHNOLOGIES INCCOM4500561061,44112,436SHDFND01 0 12,436 0
IRHYTHM TECHNOLOGIES INCCOM45005610634,196295,073SHDFND07 0 295,073 0
IRON MTN INC NEWCOM46284V1012,933112,361SHDFND01 0 112,361 0
IRONWOOD PHARMACEUTICALS INCCOM CL A46333X10813,0531,264,796SHDFND07 0 1,264,796 0
ISIS PHARMACEUTICALS INC DELNOTE 1.000%11/1464337AJ37,7287,000,000SHDFND01 0 104,780 0
ITAU UNIBANCO HLDG S ASPON ADR REP PFD4655621062,476509,554SHDFND01 0 509,554 0
ITAU UNIBANCO HLDG S ASPON ADR REP PFD4655621064,9121,010,799SHDFND06 0 1,010,799 0
ITRON INCCOM4657411065,45682,350SHDFND02 0 82,350 0
JACK IN THE BOX INCCOM4663671098,406113,460SHDFND07 0 113,460 0
JACOBS ENGR GROUP INCCOM4698141073,08336,352SHDFND01 0 36,352 0
JAZZ INVESTMENTS I LTDNOTE 1.875% 8/1472145AB79781,000,000SHDFND01 0 0 0
JAZZ INVESTMENTS I LTDNOTE 1.500% 8/1472145AD37,3668,000,000SHDFND01 0 36,527 0
JAZZ PHARMACEUTICALS PLCSHS USDG5087110531,080281,675SHDFND07 0 281,675 0
JAZZ PHARMACEUTICALS PLCSHS USDG5087110519,419175,992SHDFND01 0 153,425 0
JAZZ PHARMACEUTICALS PLCSHS USDG508711051,54313,983SHDFND05 0 13,983 0
JAZZ PHARMACEUTICALS PLCSHS USDG508711053583,244SHDFND02 0 3,244 0
JD.COM INCSPON ADR CL A47215P10647,824794,689SHDFND04 0 1,589,378 0
JD.COM INCSPON ADR CL A47215P1064,40373,163SHDFND03 0 0 0
JD.COM INCSPON ADR CL A47215P1068,383139,299SHDFND07 0 278,598 0
JOHNSON & JOHNSONCOM47816010413,01792,559SHDFND01 0 92,559 0
JOHNSON CTLS INTL PLCSHSG5150210515,878465,088SHDFND01 0 465,088 0
JONES LANG LASALLE INCCOM48020Q1075,25450,782SHDFND07 0 50,782 0
JONES LANG LASALLE INCCOM48020Q1072,31822,405SHDFND01 0 19,864 0
JPMORGAN CHASE & COCOM46625H10011,083117,831SHDFND01 0 117,831 0
JPMORGAN CHASE & COCOM46625H10012,510133,000SHDFND05 0 133,000 0
JUNIPER NETWORKS INCCOM48203R10432314,108SHDFND01 0 14,108 0
KANSAS CITY SOUTHERNCOM NEW48517030211,59877,686SHDFND01 0 77,686 0
KELLOGG COCOM4878361087,313110,709SHDFND01 0 110,709 0
KEURIG DR PEPPER INCCOM49271V1002508,832SHDFND01 0 8,832 0
KEYCORPCOM49326710815,5631,277,783SHDFND01 0 1,134,932 0
KEYSIGHT TECHNOLOGIES INCCOM49338L1031,52915,167SHDFND01 0 10,625 0
KIMBERLY CLARK CORPCOM49436810349,552350,561SHDFND01 0 345,131 0
KIMBERLY CLARK CORPCOM4943681031,94913,792SHDFND05 0 13,792 0
KIMCO RLTY CORPCOM49446R10917,9061,394,569SHDFND05 0 450,227 0
KINDER MORGAN INC DELCOM49456B1012,708178,541SHDFND01 0 178,541 0
KINROSS GOLD CORPCOM49690240415221,000SHDFND01 0 21,000 0
KINROSS GOLD CORPCOM49690240465,9979,140,900SHDFND07 0 9,140,900 0
KKR & CO INCCOM48251W1042417,801SHDFND01 0 7,801 0
KLA CORPCOM NEW4824801003,94120,262SHDFND01 0 20,262 0
KRAFT HEINZ COCOM50075410642413,308SHDFND01 0 13,308 0
KROGER COCOM5010441011,95057,618SHDFND05 0 57,618 0
KROGER COCOM50104410132,835970,008SHDFND01 0 955,608 0
L3HARRIS TECHNOLOGIES INCCOM5024311095803,416SHDFND01 0 3,416 0
LABORATORY CORP AMER HLDGSCOM NEW50540R40916,28498,033SHDFND05 0 98,033 0
LABORATORY CORP AMER HLDGSCOM NEW50540R4096483,902SHDFND01 0 3,902 0
LAM RESEARCH CORPCOM51280710814,39844,512SHDFND01 0 42,447 0
LAM RESEARCH CORPCOM5128071081,4264,408SHDFND05 0 4,408 0
LAS VEGAS SANDS CORPCOM51783410770015,375SHDFND01 0 15,375 0
LAUDER ESTEE COS INCCL A5184391049,85552,230SHDFND05 0 52,230 0
LAUDER ESTEE COS INCCL A51843910411,07958,719SHDFND01 0 58,719 0
LEAR CORPCOM NEW5218652042111,932SHDFND01 0 1,932 0
LEIDOS HOLDINGS INCCOM5253271025,06154,031SHDFND01 0 54,031 0
LENNAR CORPCL A5260571045559,007SHDFND01 0 4,268 0
LENNOX INTL INCCOM5261071073,67615,779SHDFND01 0 13,538 0
LIBERTY GLOBAL PLCSHS CL AG5480U1041,42665,222SHDFND01 0 65,222 0
LIBERTY GLOBAL PLCSHS CL CG5480U1203,491162,286SHDFND01 0 162,286 0
LIBERTY MEDIA CORP DELNOTE 1.375%10/1531229AB87,4237,000,000SHDFND01 0 147,601 0
LIBERTY MEDIA CORP DELNOTE 1.000% 1/3531229AF94,3564,000,000SHDFND01 0 108,436 0
LIGAND PHARMACEUTICALS INCNOTE 0.750% 5/153220KAF51,7452,000,000SHDFND01 0 8,049 0
LILLY ELI & COCOM53245710822,834139,081SHDFND01 0 133,476 0
LILLY ELI & COCOM53245710831,396191,227SHDFND07 0 191,227 0
LILLY ELI & COCOM5324571081,82711,125SHDFND03 0 0 0
LINCOLN NATL CORP INDCOM53418710973619,997SHDFND01 0 19,997 0
LIONS GATE ENTMNT CORPCL A VTG5359194012,024273,100SHDFND07 0 273,100 0
LIONS GATE ENTMNT CORPCL B NON VTG5359195003,546519,183SHDFND07 0 519,183 0
LIVE NATION ENTERTAINMENT INNOTE 2.500% 3/1538034AQ23,5703,500,000SHDFND01 0 51,452 0
LOEWS CORPCOM5404241082427,069SHDFND01 0 7,069 0
LOWES COS INCCOM54866110756,762420,085SHDFND01 0 420,085 0
LULULEMON ATHLETICA INCCOM55002110918,48559,246SHDFND07 0 59,246 0
LULULEMON ATHLETICA INCCOM5500211092,1156,778SHDFND05 0 6,778 0
LULULEMON ATHLETICA INCCOM55002110921,95570,367SHDFND01 0 68,646 0
LUMENTUM HLDGS INCCOM55024U1097,43891,338SHDFND02 0 91,338 0
LUMENTUM HLDGS INCNOTE 0.250% 3/155024UAB57,0244,750,000SHDFND01 0 78,359 0
LYONDELLBASELL INDUSTRIES NSHS - A -N537451001,78327,137SHDFND01 0 27,137 0
M & T BK CORPCOM55261F1043383,253SHDFND01 0 3,253 0
MACERICH COCOM55438210110111,305SHDFND05 0 11,305 0
MACQUARIE INFRASTRUCTURE CORNOTE 2.000%10/055608BAB1570653,000SHDFND01 0 5,896 0
MARATHON PETE CORPCOM56585A10244912,006SHDFND01 0 12,006 0
MARKEL CORPCOM570535104313339SHDFND01 0 339 0
MARKETAXESS HLDGS INCCOM57060D1081,5373,068SHDFND01 0 2,475 0
MARRIOTT INTL INC NEWCL A57190320293010,851SHDFND01 0 108,510 0
MARSH & MCLENNAN COS INCCOM5717481026,12057,000SHDFND05 0 57,000 0
MARSH & MCLENNAN COS INCCOM57174810241,736388,713SHDFND02 0 388,713 0
MARSH & MCLENNAN COS INCCOM5717481026,56461,130SHDFND07 0 61,130 0
MARSH & MCLENNAN COS INCCOM57174810225,876240,994SHDFND01 0 234,369 0
MARVELL TECHNOLOGY GROUP LTDORDG5876H10566819,063SHDFND01 0 19,063 0
MASCO CORPCOM57459910613,260264,083SHDFND01 0 264,083 0
MASIMO CORPCOM5747951005,52024,213SHDFND07 0 24,213 0
MASIMO CORPCOM5747951002941,290SHDFND01 0 1,290 0
MASTERCARD INCORPORATEDCL A57636Q10412,21041,293SHDFND01 0 41,293 0
MATCH GROUP INCCOM57665R1061,20511,253SHDFND01 0 6,777 0
MATCH GROUP INCCOM57665R1066,99765,366SHDFND07 0 65,366 0
MAXIM INTEGRATED PRODS INCCOM57772K10173112,057SHDFND01 0 12,057 0
MCCORMICK & CO INCCOM NON VTG5797802067033,917SHDFND01 0 3,917 0
MCDONALDS CORPCOM5801351011,7539,501SHDFND03 0 0 0
MCDONALDS CORPCOM58013510151,654280,012SHDFND01 0 268,155 0
MCKESSON CORPCOM58155Q1035983,901SHDFND05 0 3,901 0
MCKESSON CORPCOM58155Q10345,199294,609SHDFND01 0 290,692 0
MEDTRONIC PLCSHSG5960L10336,453397,524SHDFND01 0 397,524 0
MEDTRONIC PLCSHSG5960L1031,87420,436SHDFND03 0 0 0
MEDTRONIC PLCSHSG5960L1036457,036SHDFND05 0 7,036 0
MELCO RESORTS AND ENTMNT LTDADR58546410095661,580SHDFND01 0 184,740 0
MERCADOLIBRE INCCOM58733R102620629SHDFND07 0 629 0
MERCADOLIBRE INCCOM58733R10217,10217,349SHDFND01 0 17,349 0
MERCK & CO. INCCOM58933Y1052,57733,325SHDFND03 0 0 0
MERCK & CO. INCCOM58933Y10514,431186,615SHDFND05 0 186,615 0
MERCK & CO. INCCOM58933Y10571,657926,640SHDFND01 0 917,863 0
METLIFE INCCOM59156R1081,93853,054SHDFND05 0 53,054 0
METLIFE INCCOM59156R10810,601290,278SHDFND01 0 290,278 0
METTLER TOLEDO INTERNATIONALCOM59268810513,20116,387SHDFND01 0 12,177 0
MGM RESORTS INTERNATIONALCOM55295310145927,333SHDFND01 0 27,333 0
MICROCHIP TECHNOLOGY INC.COM5950171043763,574SHDFND01 0 3,574 0
MICROCHIP TECHNOLOGY INC.NOTE 1.625% 2/1595017AD66,6563,000,000SHDFND01 0 48,364 0
MICROCHIP TECHNOLOGY INC.NOTE 1.625% 2/1595017AF113,2579,000,000SHDFND01 0 91,401 0
MICRON TECHNOLOGY INCCOM59511210312,511242,847SHDFND01 0 242,847 0
MICROSOFT CORPCOM5949181047,83638,505SHDFND03 0 0 0
MICROSOFT CORPCOM594918104282,2421,386,868SHDFND01 0 1,346,678 0
MICROSOFT CORPCOM594918104179,925884,111SHDFND07 0 884,111 0
MICROSOFT CORPCOM59491810460,442297,000SHDFND05 0 297,000 0
MID-AMER APT CMNTYS INCCOM59522J1033463,021SHDFND01 0 3,021 0
MID-AMER APT CMNTYS INCCOM59522J10310,98095,757SHDFND05 0 67,689 0
MODERNA INCCOM60770K1074396,834SHDFND01 0 6,834 0
MOHAWK INDS INCCOM6081901046216,104SHDFND01 0 6,104 0
MOLINA HEALTHCARE INCCOM60855R1002811,580SHDFND01 0 1,580 0
MOLSON COORS BEVERAGE COCL B60871R20981023,583SHDFND01 0 16,714 0
MONDELEZ INTL INCCL A60920710526,096510,383SHDFND01 0 510,383 0
MONDELEZ INTL INCCL A6092071052,08140,705SHDFND03 0 0 0
MONSTER BEVERAGE CORP NEWCOM61174X10992713,370SHDFND01 0 13,370 0
MOODYS CORPCOM61536910538,675140,773SHDFND01 0 140,773 0
MORGAN STANLEYCOM NEW6174464484,38990,867SHDFND01 0 90,867 0
MORNINGSTAR INCCOM6177001097,65554,431SHDFND07 0 54,431 0
MOSAIC CO NEWCOM61945C1031,802144,049SHDFND01 0 144,049 0
MOTOROLA SOLUTIONS INCCOM NEW6200763071,1818,429SHDFND01 0 8,429 0
MSA SAFETY INCCOM55349810613,408117,163SHDFND07 0 117,163 0
MSCI INCCOM55354G10024,35572,959SHDFND01 0 71,786 0
MSCI INCCOM55354G1001,1823,541SHDFND05 0 3,541 0
MYLAN NVSHS EURON5946510916910,513SHDFND01 0 10,513 0
NASDAQ INCCOM63110310813,149110,065SHDFND01 0 110,065 0
NATIONAL BK HLDGS CORPCL A6337071044,405163,135SHDFND07 0 163,135 0
NATIONAL HEALTH INVS INCCOM63633D1042,90247,791SHDFND05 0 2,820 0
NATIONAL OILWELL VARCO INCCOM6370711011,718140,235SHDFND01 0 140,235 0
NATIONAL RETAIL PROPERTIES ICOM6374171068,430237,611SHDFND05 0 32,799 0
NETAPP INCCOM64110D1041,95444,039SHDFND05 0 44,039 0
NETAPP INCCOM64110D10416,281366,931SHDFND01 0 366,931 0
NETFLIX INCCOM64110L1066,27413,788SHDFND01 0 13,788 0
NETFLIX INCCOM64110L10636,92681,149SHDFND07 0 81,149 0
NEUROCRINE BIOSCIENCES INCCOM64125C10927,005221,353SHDFND07 0 221,353 0
NEUROCRINE BIOSCIENCES INCNOTE 2.250% 5/164125CAD15,1463,100,000SHDFND01 0 40,831 0
NEW JERSEY RESCOM6460251067,300223,573SHDFND07 0 223,573 0
NEW ORIENTAL ED & TECHNOLOGYSPON ADR6475811076,22947,834SHDFND01 0 47,834 0
NEW ORIENTAL ED & TECHNOLOGYSPON ADR64758110714,297109,782SHDFND07 0 109,782 0
NEW ORIENTAL ED & TECHNOLOGYSPON ADR6475811071,1398,749SHDFND02 0 8,749 0
NEW ORIENTAL ED & TECHNOLOGYSPON ADR64758110737,516288,075SHDFND04 0 288,075 0
NEW RELIC INCCOM64829B10081,5651,183,818SHDFND07 0 1,183,818 0
NEW RELIC INCCOM64829B1003,25647,264SHDFND01 0 47,264 0
NEW RELIC INCNOTE 0.500% 5/064829BAB64,3874,500,000SHDFND01 0 40,609 0
NEWELL BRANDS INCCOM6512291064,551286,568SHDFND01 0 261,913 0
NEWELL BRANDS INCCOM65122910651132,159SHDFND05 0 32,159 0
NEWMONT CORPCOM65163910642,278684,777SHDFND07 0 684,777 0
NEWMONT CORPCOM65163910624,066389,802SHDFND01 0 389,802 0
NEXSTAR MEDIA GROUP INCCL A65336K10311,968143,005SHDFND07 0 143,005 0
NEXTERA ENERGY INCCOM65339F1017,20530,000SHDFND05 0 30,000 0
NEXTERA ENERGY INCCOM65339F10125,680106,923SHDFND01 0 93,495 0
NIELSEN HLDGS PLCSHS EURG6518L1082,034136,891SHDFND01 0 136,891 0
NIKE INCCL B65410610382,858845,054SHDFND07 0 845,054 0
NIKE INCCL B65410610333,780344,515SHDFND01 0 344,515 0
NIKE INCCL B65410610338,141389,000SHDFND05 0 389,000 0
NORDSON CORPCOM6556631022621,382SHDFND01 0 1,382 0
NORFOLK SOUTHERN CORPCOM65584410819,037108,428SHDFND01 0 108,428 0
NORTHERN TR CORPCOM66585910412,013151,407SHDFND01 0 151,407 0
NUANCE COMMUNICATIONS INCDBCV 1.000%12/167020YAK66,9475,900,000SHDFND01 0 216,742 0
NUCOR CORPCOM6703461051,76442,600SHDFND01 0 36,494 0
NUTANIX INCNOTE 1/167059NAB44,4335,000,000SHDFND01 0 102,353 0
NUVASIVE INCNOTE 2.250% 3/1670704AG01,9851,800,000SHDFND01 0 30,088 0
NVIDIA CORPORATIONCOM67066G104125,713330,903SHDFND01 0 330,903 0
NVIDIA CORPORATIONCOM67066G1041,6614,373SHDFND03 0 0 0
NVR INCCOM62944T1059,8903,035SHDFND01 0 2,883 0
NXP SEMICONDUCTORS N VCOMN6596X10948,138422,117SHDFND01 0 422,117 0
OCCIDENTAL PETE CORPCOM6745991055,228285,678SHDFND01 0 285,678 0
OKTA INCCL A6792951053521,759SHDFND01 0 1,759 0
OLD DOMINION FREIGHT LINE INCOM6795801007024,140SHDFND01 0 2,259 0
OMEGA HEALTHCARE INVS INCCOM6819361003,740125,815SHDFND05 0 125,815 0
OMNICOM GROUP INCCOM6819191066,662122,015SHDFND01 0 122,015 0
ON SEMICONDUCTOR CORPCOM6821891052,137107,808SHDFND01 0 107,808 0
ON SEMICONDUCTOR CORPCOM68218910532,0941,619,259SHDFND07 0 1,619,259 0
ON SEMICONDUCTOR CORPNOTE 1.000%12/0682189AK19,3238,000,000SHDFND01 0 378,450 0
ONEOK INC NEWCOM68268010343713,162SHDFND01 0 13,162 0
ORACLE CORPCOM68389X10562,3501,128,103SHDFND01 0 1,113,039 0
ORACLE CORPCOM68389X1051,97835,783SHDFND05 0 35,783 0
OREILLY AUTOMOTIVE INCCOM67103H1072,2435,320SHDFND01 0 4,073 0
OREILLY AUTOMOTIVE INCCOM67103H1071,2602,987SHDFND05 0 2,987 0
OSHKOSH CORPCOM68823920110,313143,999SHDFND07 0 143,999 0
OTIS WORLDWIDE CORPCOM68902V1071,24721,928SHDFND01 0 21,928 0
OWENS CORNING NEWCOM6907421013,05854,842SHDFND01 0 46,446 0
P T TELEKOMUNIKASI INDONESIASPONSORED ADR7156841061,76780,772SHDFND07 0 8,077,200 0
PACCAR INCCOM6937181087,702102,897SHDFND01 0 102,897 0
PACKAGING CORP AMERCOM6951561091,94819,515SHDFND05 0 19,515 0
PACKAGING CORP AMERCOM69515610919,124191,627SHDFND01 0 186,394 0
PALO ALTO NETWORKS INCCOM6974351051,5236,633SHDFND03 0 0 0
PALO ALTO NETWORKS INCCOM6974351056,82529,716SHDFND01 0 29,716 0
PALO ALTO NETWORKS INCNOTE 0.750% 7/0697435AD710,85810,097,000SHDFND01 0 37,909 0
PAMPA ENERGIA S ASPONS ADR LVL I6976602073,074293,020SHDFND07 0 7,325,500 0
PAN AMERN SILVER CORPCOM69790010869,5822,289,631SHDFND07 0 2,289,631 0
PARKER HANNIFIN CORPCOM7010941042,18511,925SHDFND01 0 11,925 0
PARSLEY ENERGY INCCL A7018771024,927461,342SHDFND07 0 461,342 0
PAYCHEX INCCOM7043261074,03153,210SHDFND01 0 53,210 0
PAYCOM SOFTWARE INCCOM70432V102234757SHDFND01 0 757 0
PAYPAL HLDGS INCCOM70450Y1037,79244,720SHDFND07 0 44,720 0
PAYPAL HLDGS INCCOM70450Y10315,75090,397SHDFND01 0 67,744 0
PAYPAL HLDGS INCCOM70450Y10351,833297,500SHDFND05 0 297,500 0
PDC ENERGY INCCOM69327R1013,819307,023SHDFND07 0 307,023 0
PENN NATL GAMING INCNOTE 2.750% 5/1707569AU3527350,000SHDFND01 0 14,958 0
PENTAIR PLCSHSG7S00T1045,651148,743SHDFND01 0 55,899 0
PEOPLES UNITED FINANCIAL INCCOM7127041051,836158,710SHDFND01 0 158,710 0
PEPSICO INCCOM71344810879,024597,492SHDFND01 0 583,153 0
PEPSICO INCCOM7134481081,54411,677SHDFND03 0 0 0
PEPSICO INCCOM71344810811,04483,500SHDFND05 0 83,500 0
PERKINELMER INCCOM7140461093763,829SHDFND01 0 3,829 0
PERRIGO CO PLCSHSG978221033596,503SHDFND01 0 6,503 0
PETROLEO BRASILEIRO SA PETROSP ADR NON VTG71654V1011,650207,038SHDFND01 0 414,076 0
PETROLEO BRASILEIRO SA PETROSP ADR NON VTG71654V1014,976624,303SHDFND06 0 1,248,606 0
PETROLEO BRASILEIRO SA PETROSPONSORED ADR71654V4081,959236,915SHDFND06 0 473,830 0
PETROLEO BRASILEIRO SA PETROSPONSORED ADR71654V408985119,095SHDFND01 0 238,190 0
PFIZER INCCOM71708110336,4281,113,997SHDFND01 0 1,113,997 0
PFIZER INCCOM7170811032,01361,573SHDFND05 0 61,573 0
PGT INNOVATIONS INCCOM69336V1019,894630,994SHDFND07 0 630,994 0
PHILIP MORRIS INTL INCCOM7181721091,64623,488SHDFND01 0 23,488 0
PHILLIPS 66COM71854610412,499173,842SHDFND01 0 173,842 0
PHYSICIANS RLTY TRCOM71943U10418010,263SHDFND05 0 10,263 0
PINNACLE WEST CAP CORPCOM7234841013825,216SHDFND01 0 5,216 0
PIONEER NAT RES COCOM7237871073503,583SHDFND01 0 3,583 0
PLAINS ALL AMERN PIPELINE LUNIT LTD PARTN72650310513114,835SHDFND01 0 14,835 0
PLANET FITNESS INCCL A72703H1015,69093,936SHDFND07 0 93,936 0
PLEXUS CORPCOM7291321001,96327,822SHDFND01 0 27,822 0
PLEXUS CORPCOM72913210047,592674,496SHDFND07 0 674,496 0
PLUG POWER INCCOM NEW72919P20221,0942,569,314SHDFND02 0 2,569,314 0
PLURALSIGHT INCNOTE 0.375% 3/072941BAB23,5484,054,000SHDFND01 0 104,603 0
PNC FINL SVCS GROUP INCCOM69347510518,250173,462SHDFND01 0 173,462 0
PPG INDS INCCOM6935061073,61334,061SHDFND01 0 34,061 0
PPL CORPCOM69351T10628310,963SHDFND01 0 10,963 0
PREMIER INCCL A74051N1023,09190,181SHDFND01 0 90,181 0
PREMIER INCCL A74051N1025,596163,246SHDFND07 0 163,246 0
PREMIER INCCL A74051N10236,8881,076,069SHDFND02 0 1,076,069 0
PRICE T ROWE GROUP INCCOM74144T10833,125268,217SHDFND01 0 265,306 0
PRINCIPAL FINANCIAL GROUP INCOM74251V1024,195100,975SHDFND01 0 100,975 0
PROCTER AND GAMBLE COCOM742718109161,4661,350,388SHDFND01 0 1,325,581 0
PROCTER AND GAMBLE COCOM7427181092,82123,592SHDFND03 0 0 0
PROCTER AND GAMBLE COCOM7427181091,91015,974SHDFND05 0 15,974 0
PROGRESSIVE CORP OHIOCOM74331510327,028337,388SHDFND01 0 326,428 0
PROGRESSIVE CORP OHIOCOM7433151031,85623,169SHDFND05 0 23,169 0
PROLOGIS INC.COM74340W10327,108290,457SHDFND01 0 290,457 0
PROLOGIS INC.COM74340W10316,545177,269SHDFND05 0 99,596 0
PROOFPOINT INCCOM7434241036,56259,051SHDFND01 0 59,051 0
PROOFPOINT INCCOM74342410361,572554,101SHDFND07 0 554,101 0
PRUDENTIAL FINL INCCOM74432010220,337333,943SHDFND01 0 316,974 0
PRUDENTIAL FINL INCCOM7443201021,44923,788SHDFND05 0 23,788 0
PTC INCCOM69370C1002,71534,902SHDFND01 0 1,650 0
PTC THERAPEUTICS INCCOM69366J20019,799390,210SHDFND07 0 390,210 0
PUBLIC STORAGECOM74460D10913,32969,463SHDFND05 0 0 0
PUBLIC STORAGECOM74460D1098534,446SHDFND01 0 4,446 0
PUBLIC SVC ENTERPRISE GRP INCOM7445731061,70734,727SHDFND01 0 34,727 0
PULTE GROUP INCCOM7458671011,21335,642SHDFND01 0 35,642 0
PURE STORAGE INCCL A74624M10239,3282,269,340SHDFND07 0 2,269,340 0
PURE STORAGE INCCL A74624M1021,804104,123SHDFND01 0 104,123 0
PURE STORAGE INCNOTE 0.125% 4/174624MAB86,8557,000,000SHDFND01 0 190,297 0
QIWI PLCSPON ADR REP B74735M10845126,042SHDFND01 0 26,042 0
QIWI PLCSPON ADR REP B74735M10811,957690,336SHDFND03 0 690,336 0
QORVO INCCOM74736K1012041,847SHDFND01 0 1,847 0
QTS RLTY TR INCCOM CL A74736A10312,528195,481SHDFND07 0 195,481 0
QUALCOMM INCCOM74752510312,042132,026SHDFND01 0 132,026 0
QUEST DIAGNOSTICS INCCOM74834L1005,91851,929SHDFND01 0 51,929 0
QUIDEL CORPCOM74838J10111,21450,121SHDFND07 0 50,121 0
RADIUS HEALTH INCCOM NEW7504692076,562481,418SHDFND07 0 481,418 0
RALPH LAUREN CORPCL A7512121015357,384SHDFND01 0 7,384 0
RAPID7 INCCOM7534221041,34826,425SHDFND01 0 26,425 0
RAPID7 INCCOM75342210436,851722,295SHDFND07 0 722,295 0
RAYMOND JAMES FINL INCCOM7547301095007,265SHDFND01 0 2,128 0
RAYTHEON TECHNOLOGIES CORPCOM75513E1011,74928,381SHDFND01 0 28,381 0
REALTY INCOME CORPCOM7561091043806,392SHDFND01 0 6,392 0
REALTY INCOME CORPCOM7561091047,296122,627SHDFND05 0 0 0
REGENCY CTRS CORPCOM7588491032164,707SHDFND01 0 4,707 0
REGENCY CTRS CORPCOM75884910310,399226,602SHDFND05 0 83,055 0
REGENERON PHARMACEUTICALSCOM75886F1072,7194,360SHDFND01 0 4,360 0
REGIONS FINANCIAL CORP NEWCOM7591EP1004,448400,015SHDFND01 0 400,015 0
REINSURANCE GRP OF AMERICA ICOM NEW75935160494912,102SHDFND01 0 6,336 0
RENAISSANCERE HOLDINGS LTDCOMG7496G1039325,447SHDFND05 0 5,447 0
RENAISSANCERE HOLDINGS LTDCOMG7496G1034742,774SHDFND01 0 766 0
RENEWABLE ENERGY GROUP INCCOM NEW75972A3015,197209,714SHDFND02 0 209,714 0
REPUBLIC SVCS INCCOM76075910029,543360,061SHDFND01 0 349,885 0
REPUBLIC SVCS INCCOM7607591007,14287,042SHDFND07 0 87,042 0
RESMED INCCOM76115210711,26958,695SHDFND01 0 58,695 0
RESTAURANT BRANDS INTL INCCOM76131D1037,544138,098SHDFND07 0 138,098 0
REXFORD INDL RLTY INCCOM76169C10012,908311,559SHDFND07 0 311,559 0
RINGCENTRAL INCCL A76680R2063101,087SHDFND01 0 1,087 0
RINGCENTRAL INCNOTE 3/176680RAD91,750500,000SHDFND01 0 6,139 0
RLJ LODGING TRCOM74965L10114,4871,534,673SHDFND05 0 545,205 0
RLJ LODGING TRCOM74965L1015,244555,532SHDFND07 0 555,532 0
ROBERT HALF INTL INCCOM7703231036,345120,104SHDFND01 0 120,104 0
ROCKWELL AUTOMATION INCCOM77390310921,993103,254SHDFND01 0 84,165 0
ROCKWELL AUTOMATION INCCOM7739031091,1195,254SHDFND05 0 5,254 0
ROLLINS INCCOM7757111043367,916SHDFND01 0 7,916 0
ROPER TECHNOLOGIES INCCOM77669610615,80640,711SHDFND01 0 40,711 0
ROSS STORES INCCOM7782961032,47829,068SHDFND01 0 20,735 0
ROSS STORES INCCOM7782961031,45617,078SHDFND05 0 17,078 0
S&P GLOBAL INCCOM78409V1041,2843,898SHDFND05 0 3,898 0
S&P GLOBAL INCCOM78409V10457,655174,988SHDFND01 0 174,988 0
S&P GLOBAL INCCOM78409V1045,22515,859SHDFND07 0 15,859 0
S&P GLOBAL INCCOM78409V1041,3143,987SHDFND03 0 0 0
S&P GLOBAL INCCOM78409V10436,151109,722SHDFND02 0 109,722 0
SABRE CORPCOM78573M10434442,635SHDFND01 0 42,635 0
SALESFORCE COM INCCOM79466L3022,07311,066SHDFND03 0 0 0
SALESFORCE COM INCCOM79466L30254,328290,013SHDFND07 0 290,013 0
SALESFORCE COM INCCOM79466L30293,232497,689SHDFND01 0 497,689 0
SAREPTA THERAPEUTICS INCCOM80360710012,77479,666SHDFND07 0 79,666 0
SBA COMMUNICATIONS CORP NEWCL A78410G1046,18220,750SHDFND01 0 20,750 0
SCHLUMBERGER LTDCOM8068571081,35273,516SHDFND03 0 0 0
SCHLUMBERGER LTDCOM8068571083,755204,170SHDFND01 0 204,170 0
SCHWAB CHARLES CORPCOM8085131051,71650,854SHDFND05 0 50,854 0
SCHWAB CHARLES CORPCOM8085131053,07791,185SHDFND01 0 67,114 0
SEA LTDSPONSORED ADS81141R1008457,877SHDFND07 0 7,877 0
SEA LTDSPONSORED ADS81141R1003313,090SHDFND04 0 0 0
SEAGATE TECHNOLOGY PLCSHSG7945M10729,136601,865SHDFND01 0 595,753 0
SEAGATE TECHNOLOGY PLCSHSG7945M1071,85038,215SHDFND05 0 38,215 0
SEATTLE GENETICS INCCOM8125781023732,195SHDFND01 0 2,195 0
SEI INVTS COCOM78411710379614,483SHDFND01 0 14,483 0
SEMPRA ENERGYCOM8168511093,20227,312SHDFND01 0 27,312 0
SENSIENT TECHNOLOGIES CORPCOM81725T10060611,621SHDFND01 0 11,621 0
SERVICE CORP INTLCOM81756510415,460397,540SHDFND05 0 397,540 0
SERVICENOW INCCOM81762P1027,96119,655SHDFND01 0 19,655 0
SERVICENOW INCCOM81762P10270,341173,655SHDFND07 0 173,655 0
SHERWIN WILLIAMS COCOM82434810617,73030,683SHDFND01 0 30,683 0
SHIP FIN INTL LTDNOTE 4.875% 5/0824689AG88691,000,000SHDFND03 0 0 0
SHIP FINANCE INTERNATIONAL LNOTE 5.750%10/1G81075AF35,8716,200,000SHDFND03 0 0 0
SHOCKWAVE MED INCCOM82489T10418,798396,838SHDFND07 0 396,838 0
SHOPIFY INCCL A82509L107597629SHDFND01 0 629 0
SIGNATURE BK NEW YORK N YCOM82669G1042,09619,606SHDFND01 0 19,606 0
SILICON LABORATORIES INCNOTE 1.375% 3/0826919AB81,8091,500,000SHDFND01 0 16,162 0
SIMON PPTY GROUP INC NEWCOM82880610979011,554SHDFND01 0 11,554 0
SIMON PPTY GROUP INC NEWCOM8288061097,194105,202SHDFND05 0 58,976 0
SINA CORPORDG814771045,593155,749SHDFND07 0 155,749 0
SIRIUS XM HOLDINGS INCCOM82968B10323439,786SHDFND01 0 39,786 0
SKYWORKS SOLUTIONS INCCOM83088M1023,31325,915SHDFND01 0 25,915 0
SLACK TECHNOLOGIES INCCOM CL A83088V1022407,728SHDFND01 0 7,728 0
SMITH A O CORPCOM83186520971315,132SHDFND01 0 752 0
SMUCKER J M COCOM NEW8326964051,73416,386SHDFND05 0 16,386 0
SMUCKER J M COCOM NEW83269640523,326220,448SHDFND01 0 220,448 0
SNAP INCCL A83304A10630913,153SHDFND01 0 13,153 0
SOLAREDGE TECHNOLOGIES INCCOM83417M10410,44175,231SHDFND02 0 75,231 0
SONOS INCCOM83570H10821,4621,467,000SHDFND05 0 1,467,000 0
SOUTHERN COCOM84258710782215,857SHDFND01 0 15,857 0
SOUTHWEST AIRLS COCOM8447411084,852141,947SHDFND01 0 141,947 0
SOUTHWEST AIRLS CONOTE 1.250% 5/0844741BG217,34514,500,000SHDFND01 0 205,328 0
SPIRE INCCOM84857L1017,947120,939SHDFND07 0 120,939 0
SPLUNK INCCOM8486371041,1305,687SHDFND01 0 5,687 0
SPLUNK INCNOTE 0.500% 9/1848637AC810,0417,000,000SHDFND01 0 47,203 0
SPLUNK INCNOTE 1.125% 9/1848637AD67,3825,000,000SHDFND01 0 33,717 0
SPROUTS FMRS MKT INCCOM85208M10215,862619,847SHDFND07 0 619,847 0
SQUARE INCCL A85223410376,038724,590SHDFND07 0 724,590 0
SQUARE INCCL A8522341033,61534,447SHDFND01 0 34,447 0
SS&C TECHNOLOGIES HLDGS INCCOM78467J1003065,414SHDFND01 0 5,414 0
SSR MNG INCCOM78473010334216,054SHDFND07 0 16,054 0
STANLEY BLACK & DECKER INCCOM8545021011,80112,924SHDFND01 0 12,924 0
STARBUCKS CORPCOM85524410925,967352,864SHDFND07 0 352,864 0
STARBUCKS CORPCOM8552441099,165124,544SHDFND01 0 118,059 0
STATE STR CORPCOM8574771038,833139,000SHDFND05 0 139,000 0
STATE STR CORPCOM85747710317,564276,381SHDFND01 0 271,493 0
STEEL DYNAMICS INCCOM8581191003,674140,829SHDFND01 0 116,147 0
STERLING BANCORP DELCOM85917A1005,369458,097SHDFND07 0 458,097 0
STRYKER CORPORATIONCOM8636671011,3477,475SHDFND01 0 7,475 0
SUN CMNTYS INCCOM8666741043,56126,243SHDFND05 0 26,243 0
SUN CMNTYS INCCOM8666741042011,481SHDFND01 0 1,481 0
SUNPOWER CORPDBCV 0.875% 6/0867652AJ88,4589,261,000SHDFND01 0 189,916 0
SUNRUN INCCOM86771W10517,951910,317SHDFND02 0 910,317 0
SVB FINANCIAL GROUPCOM78486Q10123,670109,823SHDFND05 0 109,823 0
SVB FINANCIAL GROUPCOM78486Q1018,10637,609SHDFND01 0 34,457 0
SYNAPTICS INCNOTE 0.500% 6/187157DAD14,7904,500,000SHDFND01 0 34,237 0
SYNCHRONY FINANCIALCOM87165B10312,791577,226SHDFND01 0 577,226 0
SYNCHRONY FINANCIALCOM87165B10310,677481,831SHDFND05 0 481,831 0
SYNOPSYS INCCOM8716071072,11210,833SHDFND01 0 10,833 0
SYSCO CORPCOM8718291075,694104,625SHDFND01 0 104,625 0
T-MOBILE US INCCOM87259010426,148251,059SHDFND01 0 229,619 0
TAIWAN SEMICONDUCTOR MFG LTDSPONSORED ADS8740391002,14237,726SHDFND02 0 188,630 0
TAIWAN SEMICONDUCTOR MFG LTDSPONSORED ADS8740391003,01453,088SHDFND01 0 265,440 0
TAIWAN SEMICONDUCTOR MFG LTDSPONSORED ADS8740391001,85732,705SHDFND04 0 163,525 0
TAIWAN SEMICONDUCTOR MFG LTDSPONSORED ADS87403910083,5641,471,983SHDFND07 0 7,359,915 0
TAKE-TWO INTERACTIVE SOFTWARCOM8740541094723,385SHDFND01 0 3,385 0
TAL EDUCATION GROUPSPONSORED ADS8740801045,38778,777SHDFND07 0 26,256 0
TAL EDUCATION GROUPSPONSORED ADS87408010426,908393,500SHDFND04 0 131,154 0
TANGER FACTORY OUTLET CTRS ICOM87546510647065,967SHDFND02 0 65,967 0
TANGER FACTORY OUTLET CTRS ICOM8754651061,949273,415SHDFND07 0 273,415 0
TAPESTRY INCCOM8760301077,659576,740SHDFND01 0 576,740 0
TARGET CORPCOM87612E1061,88215,689SHDFND05 0 15,689 0
TARGET CORPCOM87612E10644,435370,505SHDFND01 0 366,723 0
TARGET CORPCOM87612E10625,834215,407SHDFND07 0 215,407 0
TATA MTRS LTDSPONSORED ADR87656850213620,670SHDFND04 0 103,350 0
TD AMERITRADE HLDG CORPCOM87236Y10837110,211SHDFND01 0 10,211 0
TE CONNECTIVITY LTDREG SHSH8498910419,373237,560SHDFND07 0 237,560 0
TE CONNECTIVITY LTDREG SHSH849891041,53818,865SHDFND03 0 0 0
TE CONNECTIVITY LTDREG SHSH8498910429,608363,060SHDFND01 0 318,583 0
TELADOC HEALTH INCCOM87918A10530,790161,341SHDFND07 0 161,341 0
TELADOC HEALTH INCCOM87918A1056,27432,877SHDFND01 0 32,877 0
TELEFLEX INCORPORATEDCOM879369106361991SHDFND01 0 991 0
TELEFONICA BRASIL SASPONSORED ADR87936R1061,079121,500SHDFND06 0 121,500 0
TELUS CORPORATIONCOM87971M1037,772212,008SHDFND01 0 212,008 0
TERADYNE INCCOM8807701025556,566SHDFND01 0 6,566 0
TERRENO RLTY CORPCOM88146M1012,47747,060SHDFND05 0 0 0
TESLA INCCOM88160R10162,75958,120SHDFND01 0 58,120 0
TESLA INCNOTE 1.250% 3/088160RAC511,9804,000,000SHDFND01 0 2,779 0
TESLA INCNOTE 2.375% 3/188160RAD316,2194,900,000SHDFND01 0 14,962 0
TEVA PHARMACEUTICAL INDS LTDSPONSORED ADS88162420915012,125SHDFND01 0 12,125 0
TEXAS INSTRS INCCOM8825081042,08616,430SHDFND03 0 0 0
TEXAS INSTRS INCCOM88250810443,460342,284SHDFND01 0 342,284 0
THE TRADE DESK INCCOM CL A88339J1054171,025SHDFND01 0 1,025 0
THERMO FISHER SCIENTIFIC INCCOM88355610230,49584,160SHDFND01 0 84,160 0
TIFFANY & CO NEWCOM8865471085,19342,583SHDFND01 0 42,583 0
TIMKEN COCOM8873891046,976153,350SHDFND01 0 153,350 0
TJX COS INC NEWCOM8725401091,87837,136SHDFND07 0 37,136 0
TJX COS INC NEWCOM87254010937,778747,198SHDFND01 0 700,345 0
TJX COS INC NEWCOM8725401091,30925,881SHDFND03 0 0 0
TJX COS INC NEWCOM8725401091,74634,532SHDFND05 0 34,532 0
TJX COS INC NEWCOM8725401094538,959SHDFND02 0 8,959 0
TORTOISE ACQUISITION CORPCL A89154L1001,14541,726SHDFND02 0 41,726 0
TPI COMPOSITES INCCOM87266J1049,805419,545SHDFND02 0 419,545 0
TPI COMPOSITES INCCOM87266J1041,68171,950SHDFND07 0 71,950 0
TRACTOR SUPPLY COCOM8923561062,22916,910SHDFND05 0 16,910 0
TRACTOR SUPPLY COCOM89235610611,86290,007SHDFND01 0 90,007 0
TRANSDIGM GROUP INCCOM893641100349790SHDFND01 0 790 0
TRANSOCEAN INCDEB 0.500% 1/3893830BJ72,8757,000,000SHDFND01 0 681,083 0
TRANSUNIONCOM89400J1072312,651SHDFND01 0 2,651 0
TRAVELERS COMPANIES INCCOM89417E10911,807103,527SHDFND01 0 103,527 0
TRICO BANCSHARESCOM8960951064,187137,499SHDFND07 0 137,499 0
TRIMBLE INCCOM8962391006,126141,846SHDFND07 0 141,846 0
TRIMBLE INCCOM89623910027,565638,238SHDFND01 0 540,982 0
TRIMBLE INCCOM89623910042,463983,175SHDFND02 0 983,175 0
TRIP COM GROUP LTDADS89677Q10766825,765SHDFND04 0 25,765 0
TRUIST FINL CORPCOM89832Q1091,73246,117SHDFND01 0 46,117 0
TURNING POINT THERAPEUTICS ICOM90041T10814,183219,584SHDFND07 0 219,584 0
TWILIO INCCL A90138F1023911,780SHDFND01 0 1,780 0
TWITTER INCCOM90184L10278026,191SHDFND01 0 26,191 0
TWITTER INCNOTE 1.000% 9/190184LAD44,8895,000,000SHDFND01 0 0 0
TWITTER INCNOTE 0.250% 6/190184LAF99,4249,980,000SHDFND01 0 148,401 0
TYLER TECHNOLOGIES INCCOM902252105338973SHDFND01 0 973 0
TYSON FOODS INCCL A90249410374812,524SHDFND01 0 7,847 0
UBER TECHNOLOGIES INCCOM90353T10044514,304SHDFND01 0 14,304 0
UDR INCCOM9026531042697,187SHDFND01 0 7,187 0
UDR INCCOM9026531048,342223,174SHDFND05 0 148,058 0
ULTA BEAUTY INCCOM90384S3031,6508,110SHDFND01 0 8,110 0
ULTA BEAUTY INCCOM90384S30314,59371,738SHDFND07 0 71,738 0
ULTRAPAR PARTICIPACOES SASP ADR REP COM90400P101865255,236SHDFND06 0 255,236 0
UNION PAC CORPCOM9078181082,01111,896SHDFND05 0 11,896 0
UNION PAC CORPCOM90781810815,42191,212SHDFND01 0 74,115 0
UNITED BANKSHARES INC WEST VCOM9099071076,088220,095SHDFND07 0 220,095 0
UNITED CMNTY BKS BLAIRSVLE GCOM90984P3034,491223,216SHDFND07 0 223,216 0
UNITED PARCEL SERVICE INCCL B9113121062,03818,330SHDFND05 0 18,330 0
UNITED PARCEL SERVICE INCCL B91131210618,027162,145SHDFND01 0 162,145 0
UNITED RENTALS INCCOM9113631091,94513,050SHDFND05 0 13,050 0
UNITED RENTALS INCCOM9113631096,01040,327SHDFND07 0 40,327 0
UNITED RENTALS INCCOM91136310929,818200,065SHDFND01 0 197,281 0
UNITEDHEALTH GROUP INCCOM91324P10237,405126,818SHDFND05 0 126,818 0
UNITEDHEALTH GROUP INCCOM91324P10274,073251,137SHDFND07 0 251,137 0
UNITEDHEALTH GROUP INCCOM91324P10269,951237,163SHDFND01 0 227,318 0
UNITEDHEALTH GROUP INCCOM91324P10265,374221,644SHDFND02 0 221,644 0
UNIVERSAL HLTH SVCS INCCL B9139031007307,863SHDFND01 0 4,955 0
UNUM GROUPCOM91529Y1066,166371,648SHDFND01 0 371,648 0
US BANCORP DELCOM NEW9029733042,45566,665SHDFND01 0 66,665 0
V F CORPCOM9182041089,523156,261SHDFND01 0 156,261 0
VAIL RESORTS INCCOM91879Q1097,68442,183SHDFND07 0 42,183 0
VAIL RESORTS INCCOM91879Q1092,84415,616SHDFND01 0 15,616 0
VALE S ASPONSORED ADS91912E10517717,131SHDFND07 0 17,131 0
VALE S ASPONSORED ADS91912E1052,968287,889SHDFND01 0 287,889 0
VALE S ASPONSORED ADS91912E1058,950868,041SHDFND06 0 868,041 0
VALERO ENERGY CORPCOM91913Y1001,17720,015SHDFND01 0 10,511 0
VARIAN MED SYS INCCOM92220P1054353,553SHDFND01 0 3,553 0
VEEVA SYS INCCL A COM9224751081,9298,230SHDFND01 0 5,806 0
VENTAS INCCOM92276F10059516,240SHDFND01 0 16,240 0
VENTAS INCCOM92276F1009,121249,060SHDFND05 0 21,098 0
VEON LTDSPONSORED ADR91822M10611262,109SHDFND05 0 62,109 0
VEON LTDSPONSORED ADR91822M106840466,627SHDFND01 0 466,627 0
VEON LTDSPONSORED ADR91822M10638,47421,374,489SHDFND03 0 21,374,489 0
VEREIT INCCOM92339V10010,4941,632,005SHDFND05 0 0 0
VEREIT INCCOM92339V10017427,101SHDFND01 0 27,101 0
VERISIGN INCCOM92343E10233,375161,363SHDFND07 0 161,363 0
VERISIGN INCCOM92343E1023,75318,147SHDFND01 0 18,147 0
VERISK ANALYTICS INCCOM92345Y1063,71721,838SHDFND01 0 4,477 0
VERIZON COMMUNICATIONS INCCOM92343V1041,76431,989SHDFND05 0 31,989 0
VERIZON COMMUNICATIONS INCCOM92343V10435,610645,930SHDFND01 0 630,698 0
VERIZON COMMUNICATIONS INCCOM92343V1047,273131,926SHDFND07 0 131,926 0
VERIZON COMMUNICATIONS INCCOM92343V10456910,329SHDFND02 0 10,329 0
VERTEX PHARMACEUTICALS INCCOM92532F1005131,767SHDFND05 0 1,767 0
VERTEX PHARMACEUTICALS INCCOM92532F10068,836237,112SHDFND01 0 224,799 0
VERTEX PHARMACEUTICALS INCCOM92532F10051,529177,497SHDFND07 0 177,497 0
VERTEX PHARMACEUTICALS INCCOM92532F1001,7335,968SHDFND03 0 0 0
VIACOMCBS INCCL B92556H20653022,721SHDFND01 0 22,721 0
VICI PPTYS INCCOM9256521096,516322,732SHDFND05 0 322,732 0
VISA INCCOM CL A92826C8392,93715,206SHDFND03 0 0 0
VISA INCCOM CL A92826C83979,607412,106SHDFND01 0 391,345 0
VISA INCCOM CL A92826C839103,482535,702SHDFND07 0 535,702 0
VISA INCCOM CL A92826C83945,290234,456SHDFND02 0 234,456 0
VMWARE INCCL A COM9285634023,81924,659SHDFND01 0 22,370 0
VORNADO RLTY TRSH BEN INT92904210981321,268SHDFND05 0 21,268 0
VOYA FINANCIAL INCCOM9290891002,37850,986SHDFND01 0 50,986 0
VOYAGER THERAPEUTICS INCCOM92915B10675559,819SHDFND07 0 59,819 0
VULCAN MATLS COCOM9291601095674,894SHDFND01 0 4,894 0
WALGREENS BOOTS ALLIANCE INCCOM93142710891521,585SHDFND05 0 21,585 0
WALGREENS BOOTS ALLIANCE INCCOM93142710812,715299,942SHDFND01 0 299,942 0
WALMART INCCOM9311421033,62330,245SHDFND01 0 30,245 0
WASTE CONNECTIONS INCCOM94106B1013,42436,507SHDFND01 0 36,507 0
WASTE MGMT INC DELCOM94106L10914,827140,000SHDFND05 0 140,000 0
WASTE MGMT INC DELCOM94106L10947,619449,620SHDFND01 0 391,336 0
WATERS CORPCOM9418481031,0235,673SHDFND05 0 5,673 0
WATERS CORPCOM94184810312,49469,256SHDFND01 0 48,290 0
WATTS WATER TECHNOLOGIES INCCL A94274910212,222150,894SHDFND07 0 150,894 0
WEC ENERGY GROUP INCCOM92939U1064244,838SHDFND01 0 4,838 0
WEIBO CORPNOTE 1.250%11/1948596AC52,0922,250,000SHDFND01 0 16,884 0
WEINGARTEN RLTY INVSSH BEN INT94874110310,853573,339SHDFND05 0 0 0
WELBILT INCCOM949090104892146,543SHDFND01 0 0 0
WELLS FARGO CO NEWCOM9497461012,26888,591SHDFND01 0 88,591 0
WELLTOWER INCCOM95040Q10430,112581,873SHDFND05 0 141,404 0
WELLTOWER INCCOM95040Q1041,08020,878SHDFND01 0 20,878 0
WEST PHARMACEUTICAL SVSC INCCOM9553061056,79529,911SHDFND01 0 29,911 0
WESTERN DIGITAL CORP.COM9581021057,114161,125SHDFND01 0 161,125 0
WESTERN DIGITAL CORP.NOTE 1.500% 2/0958102AP05,1925,500,000SHDFND01 0 36,912 0
WESTERN UN COCOM9598021094,158192,329SHDFND01 0 192,329 0
WESTROCK COCOM96145D1053,190112,880SHDFND01 0 10,370 0
WEYERHAEUSER CO MTN BECOM NEW96216610460927,126SHDFND01 0 27,126 0
WHEATON PRECIOUS METALS CORPCOM96287910221,849496,006SHDFND07 0 496,006 0
WHIRLPOOL CORPCOM9633201065,71844,144SHDFND01 0 44,144 0
WILLIAMS COS INCCOM96945710044323,289SHDFND01 0 23,289 0
WILLIS TOWERS WATSON PLC LTDSHSG966291031,0745,451SHDFND01 0 5,451 0
WINGSTOP INCCOM9741551035,82341,901SHDFND07 0 41,901 0
WINTRUST FINL CORPCOM97650W1084,864111,507SHDFND07 0 111,507 0
WIPRO LTDSPON ADR 1 SH97651M10918054,503SHDFND04 0 54,503 0
WOODWARD INCCOM9807451039,628124,154SHDFND07 0 124,154 0
WORKDAY INCCL A98138H1011,0765,744SHDFND01 0 5,744 0
WORKDAY INCNOTE 0.250%10/098138HAF83,0462,200,000SHDFND01 0 14,956 0
WORKHORSE GROUP INCCOM NEW98138J20618,1921,046,099SHDFND02 0 1,046,099 0
WP CAREY INCCOM92936U10985412,625SHDFND01 0 12,625 0
WP CAREY INCCOM92936U10915,880234,736SHDFND05 0 10,346 0
XCEL ENERGY INCCOM98389B1006119,777SHDFND01 0 9,777 0
XILINX INCCOM9839191019,33194,840SHDFND01 0 91,575 0
XILINX INCCOM9839191015996,090SHDFND05 0 6,090 0
XYLEM INCCOM98419M10027,475422,959SHDFND01 0 367,814 0
YANDEX N VSHS CLASS AN9728410842,197843,601SHDFND03 0 843,601 0
YANDEX N VSHS CLASS AN9728410814,618292,251SHDFND07 0 292,251 0
YUM BRANDS INCCOM9884981014,21548,496SHDFND01 0 48,496 0
YUM CHINA HLDGS INCCOM98850P1098,793182,925SHDFND07 0 182,925 0
ZAI LAB LTDADR98887Q1046,88683,839SHDFND07 0 83,839 0
ZEBRA TECHNOLOGIES CORPORATICL A9892071053,44813,473SHDFND01 0 13,473 0
ZEBRA TECHNOLOGIES CORPORATICL A98920710542,527166,152SHDFND02 0 166,152 0
ZEBRA TECHNOLOGIES CORPORATICL A9892071056,13023,950SHDFND07 0 23,950 0
ZENDESK INCNOTE 0.250% 3/198936JAB71,4941,000,000SHDFND01 0 15,855 0
ZIMMER BIOMET HOLDINGS INCCOM98956P1029588,022SHDFND01 0 8,022 0
ZIONS BANCORPORATION N ACOM9897011072,06160,628SHDFND01 0 60,628 0
ZOETIS INCCL A98978V10325,767188,025SHDFND01 0 188,025 0
ZOOM VIDEO COMMUNICATIONS INCL A98980L1016892,719SHDFND01 0 2,719 0
ZYMEWORKS INCCOM98985W10215,672434,487SHDFND07 0 434,487 0