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:
06-30-2023
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:
Pierre PICARD
Title:
Global Head of Compliance
Phone:
33158971455


Signature, Place, and Date of Signing:

Pierre PICARD
                         [Signature]
Paris, FRANCE
                 [City, State]
07-28-2023
                           [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:
1179
Form 13F Information table Value Total:
32304041
          (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 Ltd
 
03
 
BNP PARIBAS ASSET MANAGEMENT Holding
 
04
028-14706
BNP PARIBAS ASSET MANAGEMENT Asia Ltd
 
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 11/188554DAD83,0264,000,000SHDFND01 0 111,346 0
3M COCOM88579Y10161,329612,742SHDFND01 0 606,286 0
ABBOTT LABSCOM0028241002,69924,755SHDFND06 0 17,422 0
ABBOTT LABSCOM00282410040,372370,318SHDFND01 0 347,681 0
ABBVIE INCCOM00287Y10988,510656,947SHDFND01 0 640,839 0
ACCENTURE PLC IRELANDSHS CLASS AG1151C10197,092314,641SHDFND01 0 297,580 0
ACCENTURE PLC IRELANDSHS CLASS AG1151C1017752,511SHDFND02 0 2,511 0
ACCENTURE PLC IRELANDSHS CLASS AG1151C1012,8489,229SHDFND06 0 6,325 0
ACTIVISION BLIZZARD INCCOM00507V1091,87422,227SHDFND01 0 7,359 0
ADOBE SYSTEMS INCORPORATEDCOM00724F101464,057949,012SHDFND01 0 941,823 0
ADOBE SYSTEMS INCORPORATEDCOM00724F1016091,245SHDFND06 0 1,245 0
ADOBE SYSTEMS INCORPORATEDCOM00724F1012,8345,795SHDFND05 0 5,795 0
ADOBE SYSTEMS INCORPORATEDCOM00724F10123,08547,210SHDFND02 0 47,210 0
ADVANCE AUTO PARTS INCCOM00751Y10615,484220,261SHDFND01 0 220,261 0
ADVANCE AUTO PARTS INCCOM00751Y1061,46020,768SHDFND06 0 14,364 0
ADVANCED DRAIN SYS INC DELCOM00790R1045905,182SHDFND02 0 5,182 0
ADVANCED MICRO DEVICES INCCOM007903107221,4081,943,707SHDFND01 0 1,933,533 0
ADVANCED MICRO DEVICES INCCOM0079031077596,661SHDFND03 0 0 0
ADVANCED MICRO DEVICES INCCOM007903107243,6382,138,864SHDFND05 0 1,628,943 0
ADVANCED MICRO DEVICES INCCOM0079031074984,369SHDFND06 0 4,369 0
ADVENT TECHNOLOGIES HOLDNG ICOM CL A00788A1053,2165,464,216SHDFND02 0 5,464,216 0
AECOMCOM00766T1001,41216,674SHDFND02 0 16,674 0
AECOMCOM00766T1006,23173,572SHDFND01 0 73,572 0
AERCAP HOLDINGS NVSHSN009851069,076142,890SHDFND01 0 68,060 0
AES CORPCOM00130H10555326,676SHDFND05 0 26,676 0
AES CORPCOM00130H10592644,664SHDFND02 0 44,664 0
AFLAC INCCOM00105510214,125202,358SHDFND01 0 194,530 0
AGCO CORPCOM0010841024583,488SHDFND01 0 3,488 0
AGILENT TECHNOLOGIES INCCOM00846U10164,028532,459SHDFND01 0 532,459 0
AGIOS PHARMACEUTICALS INCCOM00847X10426,288928,259SHDFND05 0 928,259 0
AIR PRODS & CHEMS INCCOM0091581062,4428,154SHDFND06 0 5,631 0
AIR PRODS & CHEMS INCCOM00915810682,497275,423SHDFND01 0 272,100 0
AIRBNB INCCOM CL A00906610111,83092,303SHDFND01 0 92,190 0
AIRBNB INCNOTE 3/1009066AB716,21918,500,000SHDFND01 0 46,771 0
AKAMAI TECHNOLOGIES INCCOM00971T1017,34781,752SHDFND01 0 77,345 0
AKAMAI TECHNOLOGIES INCNOTE 0.125% 5/000971TAJ017,90416,700,000SHDFND01 0 175,601 0
AKAMAI TECHNOLOGIES INCNOTE 0.375% 9/000971TAL52,8913,000,000SHDFND01 0 0 0
ALARM COM HLDGS INCNOTE 1/1011642AB12,5633,000,000SHDFND01 0 20,382 0
ALBEMARLE CORPCOM01265310117,85480,030SHDFND05 0 80,030 0
ALBEMARLE CORPCOM0126531012,72212,203SHDFND01 0 12,203 0
ALBEMARLE CORPCOM01265310161,114273,943SHDFND02 0 269,676 0
ALCOA CORPCOM0138721063,22895,129SHDFND01 0 35,035 0
ALCOA CORPCOM0138721066,098179,723SHDFND05 0 179,723 0
ALEXANDRIA REAL ESTATE EQ INCOM0152711096,31755,665SHDFND01 0 36,609 0
ALIBABA GROUP HLDG LTDSPONSORED ADS01609W1022,81533,777SHDFND05 0 270,216 0
ALIBABA GROUP HLDG LTDSPONSORED ADS01609W1025987,171SHDFND01 0 57,368 0
ALIGN TECHNOLOGY INCCOM01625510124,41869,048SHDFND01 0 68,331 0
ALLEGION PLCORD SHSG0176J10927,923232,651SHDFND01 0 232,651 0
ALLSTATE CORPCOM0200021014,24838,960SHDFND01 0 31,342 0
ALLY FINL INCCOM02005N10014,496536,701SHDFND01 0 536,701 0
ALNYLAM PHARMACEUTICALS INCCOM02043Q1072,27211,961SHDFND01 0 11,695 0
ALNYLAM PHARMACEUTICALS INCCOM02043Q10717,01589,581SHDFND05 0 89,581 0
ALPHABET INCCAP STK CL C02079K1071,67713,866SHDFND06 0 13,866 0
ALPHABET INCCAP STK CL C02079K107203,9281,685,774SHDFND01 0 1,621,253 0
ALPHABET INCCAP STK CL A02079K305351,4382,935,993SHDFND05 0 2,409,580 0
ALPHABET INCCAP STK CL A02079K305352,3912,943,954SHDFND01 0 2,873,390 0
ALPHABET INCCAP STK CL A02079K3059117,607SHDFND03 0 0 0
ALPHABET INCCAP STK CL A02079K3058,15168,097SHDFND06 0 52,228 0
ALPHABET INCCAP STK CL A02079K30548,761407,359SHDFND02 0 407,359 0
ALTERYX INCNOTE 0.500% 8/002156BAD5407429,000SHDFND01 0 2,266 0
ALTERYX INCNOTE 1.000% 8/002156BAF02,9053,429,000SHDFND01 0 18,109 0
AMAZON COM INCCOM023135106259,9871,994,375SHDFND01 0 1,906,373 0
AMAZON COM INCCOM023135106305,1342,340,699SHDFND05 0 2,081,511 0
AMAZON COM INCCOM02313510646,231354,638SHDFND02 0 354,638 0
AMAZON COM INCCOM0231351065,96245,733SHDFND06 0 32,144 0
AMAZON COM INCCOM0231351063742,870SHDFND03 0 0 0
AMER STATES WTR COCOM0298991014,71954,237SHDFND05 0 54,237 0
AMERICA MOVIL SAB DE CVSPON ADS RP CL B02390A10136316,793SHDFND03 0 335,860 0
AMERICA MOVIL SAB DE CVSPON ADS RP CL B02390A1011,99392,119SHDFND01 0 1,842,380 0
AMERICAN AIRLINES GROUP INCNOTE 6.500% 7/002376RAF97,6896,000,000SHDFND01 0 370,370 0
AMERICAN EAGLE OUTFITTERS INCOM02553E1069,438799,814SHDFND05 0 799,814 0
AMERICAN ELEC PWR CO INCCOM0255371011,38416,439SHDFND01 0 0 0
AMERICAN EXPRESS COCOM02581610966,149379,730SHDFND01 0 368,992 0
AMERICAN HOMES 4 RENTCL A02665T3063499,844SHDFND01 0 9,844 0
AMERICAN INTL GROUP INCCOM NEW02687478417,886310,840SHDFND01 0 296,625 0
AMERICAN INTL GROUP INCCOM NEW02687478420,013347,807SHDFND02 0 347,807 0
AMERICAN INTL GROUP INCCOM NEW0268747841,73830,202SHDFND05 0 30,202 0
AMERICAN TOWER CORP NEWCOM03027X10046,901241,835SHDFND01 0 237,352 0
AMERICAN TOWER CORP NEWCOM03027X1003301,703SHDFND03 0 0 0
AMERICAN TOWER CORP NEWCOM03027X10010,72655,306SHDFND02 0 55,306 0
AMERICAN TOWER CORP NEWCOM03027X100102,692529,502SHDFND05 0 409,054 0
AMERICAN WTR WKS CO INC NEWCOM030420103116,766817,975SHDFND01 0 814,373 0
AMERICAN WTR WKS CO INC NEWCOM0304201032,08914,637SHDFND02 0 14,637 0
AMERICOLD REALTY TRUST INCCOM03064D10851215,846SHDFND01 0 15,846 0
AMERIPRISE FINL INCCOM03076C10641,991126,418SHDFND01 0 126,418 0
AMERISOURCEBERGEN CORPCOM03073E10554,846285,018SHDFND01 0 273,997 0
AMETEK INCCOM0311001004492,771SHDFND01 0 2,771 0
AMGEN INCCOM031162100113,265510,157SHDFND01 0 493,400 0
AMPHENOL CORP NEWCL A0320951013974,670SHDFND01 0 75 0
ANALOG DEVICES INCCOM03265410514,67075,304SHDFND01 0 67,614 0
ANALOG DEVICES INCCOM0326541052611,341SHDFND06 0 1,341 0
ANSYS INCCOM03662Q1057,46622,607SHDFND01 0 22,607 0
APARTMENT INCOME REIT CORPCOM03750L10954815,178SHDFND01 0 15,178 0
APARTMENT INVT & MGMT COCL A03748R74711313,313SHDFND01 0 13,313 0
APOLLO GLOBAL MGMT INCCOM03769M1061,22815,986SHDFND01 0 15,986 0
APPHARVEST INCCOM03783T1032,8547,713,153SHDFND02 0 7,713,153 0
APPLE HOSPITALITY REIT INCCOM NEW03784Y20023115,277SHDFND01 0 15,277 0
APPLE INCCOM037833100482,4002,486,982SHDFND05 0 2,036,782 0
APPLE INCCOM03783310077,316398,596SHDFND02 0 398,596 0
APPLE INCCOM03783310019,574100,912SHDFND06 0 82,518 0
APPLE INCCOM0378331001,2416,400SHDFND03 0 0 0
APPLE INCCOM0378331001,058,0465,454,690SHDFND01 0 5,269,366 0
APPLIED MATLS INCCOM0382221053242,241SHDFND06 0 2,241 0
APPLIED MATLS INCCOM03822210561,152423,078SHDFND01 0 414,212 0
APPLIED MATLS INCCOM0382221057,39951,193SHDFND02 0 51,193 0
APTARGROUP INCCOM03833610315,271131,803SHDFND01 0 131,803 0
ARAMARKCOM03852U1061,79141,610SHDFND01 0 41,610 0
ARCH CAP GROUP LTDORDG0450A10545,401606,566SHDFND01 0 589,108 0
ARCHER DANIELS MIDLAND COCOM0394831027,30696,697SHDFND01 0 74,536 0
ARCUS BIOSCIENCES INCCOM03969F10912,413611,172SHDFND05 0 611,172 0
ARISTA NETWORKS INCCOM040413106124,950771,008SHDFND05 0 596,389 0
ARISTA NETWORKS INCCOM0404131063842,372SHDFND03 0 0 0
ARISTA NETWORKS INCCOM04041310642,363261,406SHDFND01 0 248,217 0
ARMSTRONG WORLD INDS INC NEWCOM04247X1026,05782,457SHDFND05 0 82,457 0
ARMSTRONG WORLD INDS INC NEWCOM04247X1021,87025,453SHDFND01 0 0 0
ARRAY TECHNOLOGIES INCCOM SHS04271T10091,0134,027,140SHDFND02 0 3,961,618 0
ARROW ELECTRS INCCOM0427351006154,293SHDFND01 0 1,877 0
ARTISAN PARTNERS ASSET MGMTCL A04316A10811,196284,815SHDFND05 0 284,815 0
ARTISAN PARTNERS ASSET MGMTCL A04316A1082,49163,363SHDFND01 0 0 0
ASSURANT INCCOM04621X1081,2119,632SHDFND01 0 8,480 0
AT&T INCCOM00206R10220,6501,294,674SHDFND01 0 1,211,250 0
ATLANTICA SUSTAINABLE INFR PSHSG0751N1031,90081,046SHDFND01 0 81,046 0
ATMOS ENERGY CORPCOM0495601053,44529,608SHDFND01 0 29,608 0
ATRICURE INCCOM04963C2091,85537,591SHDFND01 0 0 0
ATRICURE INCCOM04963C20921,900443,683SHDFND05 0 443,683 0
AUTODESK INCCOM05276910678,837385,305SHDFND01 0 382,803 0
AUTOMATIC DATA PROCESSING INCOM053015103179,975818,851SHDFND01 0 811,871 0
AUTOZONE INCCOM05333210263,22725,358SHDFND01 0 23,984 0
AVALONBAY CMNTYS INCCOM0534841014,94126,103SHDFND01 0 26,103 0
AVANGRID INCCOM05351W1032,47765,745SHDFND01 0 65,745 0
AVERY DENNISON CORPCOM05361110922,032128,240SHDFND01 0 128,240 0
AXCELIS TECHNOLOGIES INCCOM NEW0545402084,26423,257SHDFND01 0 0 0
AXCELIS TECHNOLOGIES INCCOM NEW05454020814,77280,578SHDFND05 0 80,578 0
AXIS CAP HLDGS LTDSHSG0692U1092,86653,237SHDFND01 0 0 0
AXIS CAP HLDGS LTDSHSG0692U10913,392248,783SHDFND05 0 248,783 0
AXON ENTERPRISE INCCOM05464C1014,50723,097SHDFND01 0 23,097 0
AXONICS INCCOM05465P10124,038476,286SHDFND05 0 476,286 0
AXONICS INCCOM05465P1011,84536,548SHDFND01 0 0 0
AZEK CO INCCL A05478C10535,8161,182,441SHDFND05 0 1,182,441 0
AZEK CO INCCL A05478C1053,228106,556SHDFND01 0 0 0
BAKER HUGHES COMPANYCL A05722G10016,829532,403SHDFND02 0 532,403 0
BAKER HUGHES COMPANYCL A05722G1003,314104,843SHDFND05 0 104,843 0
BAKER HUGHES COMPANYCL A05722G10035,9171,136,241SHDFND01 0 1,136,241 0
BALL CORPCOM0584981064,58978,828SHDFND01 0 74,145 0
BALL CORPCOM0584981062,44942,066SHDFND02 0 42,066 0
BALL CORPCOM0584981061,13919,569SHDFND05 0 19,569 0
BANCOLOMBIA S ASPON ADR PREF05968L1022318,640SHDFND01 0 34,560 0
BANK AMERICA CORPCOM0605051041,63456,965SHDFND05 0 56,965 0
BANK AMERICA CORPCOM06050510422,326778,168SHDFND02 0 778,168 0
BANK AMERICA CORPCOM060505104244,3428,516,610SHDFND01 0 8,466,180 0
BANK NEW YORK MELLON CORPCOM06405810039,461886,367SHDFND01 0 886,367 0
BATH & BODY WORKS INCCOM07083010480521,467SHDFND01 0 21,467 0
BAXTER INTL INCCOM0718131092,02744,482SHDFND01 0 33,758 0
BECTON DICKINSON & COCOM07588710978,966299,101SHDFND01 0 294,333 0
BEIGENE LTDSPONSORED ADR07725L10216,76294,008SHDFND04 0 959,166 0
BENTLEY SYS INCCOM CL B08265T20862011,440SHDFND01 0 11,440 0
BENTLEY SYS INCNOTE 0.125% 1/108265TAB55,1245,000,000SHDFND01 0 77,963 0
BENTLEY SYS INCNOTE 0.375% 7/008265TAD12,2612,500,000SHDFND01 0 30,038 0
BERKLEY W R CORPCOM08442310213,168221,095SHDFND01 0 197,172 0
BERKSHIRE HATHAWAY INC DELCL B NEW0846707026,05517,756SHDFND01 0 1 0
BEST BUY INCCOM0865161017,46491,074SHDFND01 0 88,076 0
BEYOND MEAT INCNOTE 3/108862EAB52,0478,000,000SHDFND01 0 38,836 0
BICYCLE THERAPEUTICS PLCSPONSORED ADS08878610812,998509,310SHDFND05 0 509,310 0
BILIBILI INCSPONS ADS REP Z09004010628318,761SHDFND02 0 18,761 0
BILL HOLDINGS INCCOM0900431001,34311,491SHDFND01 0 9,843 0
BILL HOLDINGS INCNOTE 12/0090043AB66,2836,000,000SHDFND01 0 37,295 0
BIO-TECHNE CORPCOM09073M1045096,232SHDFND01 0 6,232 0
BIOCRYST PHARMACEUTICALS INCCOM09058V10315,6302,220,185SHDFND05 0 2,220,185 0
BIOCRYST PHARMACEUTICALS INCCOM09058V1031,338190,005SHDFND01 0 0 0
BIOGEN INCCOM09062X10317,27760,652SHDFND02 0 60,652 0
BIOGEN INCCOM09062X10338,095133,736SHDFND05 0 133,736 0
BIOGEN INCCOM09062X1031,8676,555SHDFND06 0 4,584 0
BIOGEN INCCOM09062X10399,915350,762SHDFND01 0 348,950 0
BIOMARIN PHARMACEUTICAL INCCOM09061G1011,68319,420SHDFND06 0 13,297 0
BIOMARIN PHARMACEUTICAL INCCOM09061G10114,689169,468SHDFND01 0 160,484 0
BIOMARIN PHARMACEUTICAL INCNOTE 0.599% 8/009061GAH43,4383,500,000SHDFND01 0 28,074 0
BIOMARIN PHARMACEUTICAL INCNOTE 1.250% 5/109061GAK74,4594,400,000SHDFND01 0 32,007 0
BIONTECH SESPONSORED ADS09075V1021,28311,883SHDFND01 0 11,883 0
BJS RESTAURANTS INCCOM09180C1067,190226,102SHDFND05 0 226,102 0
BLACK KNIGHT INCCOM09215C1051,11518,666SHDFND01 0 12,414 0
BLACKLINE INCNOTE 0.125% 8/009239BAB5558556,000SHDFND01 0 7,575 0
BLACKROCK INCCOM09247X10191,146131,878SHDFND01 0 130,289 0
BLACKROCK INCCOM09247X1012,0112,909SHDFND05 0 2,909 0
BLACKROCK INCCOM09247X1016,5339,453SHDFND02 0 9,453 0
BLOCK INCCL A8522341037,670115,217SHDFND01 0 111,521 0
BLOCK INCCL A85223410393,1401,399,135SHDFND05 0 1,107,981 0
BLOCK INCCL A8522341032714,071SHDFND03 0 0 0
BLOCK INCNOTE 0.125% 3/0852234AF05,6396,000,000SHDFND01 0 49,585 0
BLOCK INCNOTE 5/0852234AJ22,0612,500,000SHDFND01 0 8,358 0
BLOOM ENERGY CORPCOM CL A0937121071,51692,694SHDFND01 0 92,694 0
BLOOM ENERGY CORPCOM CL A09371210739,0352,387,436SHDFND02 0 2,348,076 0
BOK FINL CORPCOM NEW05561Q2011,98424,559SHDFND01 0 0 0
BOK FINL CORPCOM NEW05561Q2015,49868,067SHDFND05 0 68,067 0
BOOKING HOLDINGS INCCOM09857L108589218SHDFND03 0 0 0
BOOKING HOLDINGS INCCOM09857L108231,35185,675SHDFND05 0 69,381 0
BOOKING HOLDINGS INCCOM09857L1081,869692SHDFND06 0 479 0
BOOKING HOLDINGS INCCOM09857L10889,67833,210SHDFND01 0 32,434 0
BOOKING HOLDINGS INCNOTE 0.750% 5/009857LAN85,9714,000,000SHDFND01 0 2,120 0
BOOZ ALLEN HAMILTON HLDG CORCL A0995021061,94417,417SHDFND01 0 17,417 0
BORGWARNER INCCOM09972410616,206331,344SHDFND01 0 331,344 0
BOSTON PROPERTIES INCCOM1011211016,861119,140SHDFND01 0 33,103 0
BOSTON SCIENTIFIC CORPCOM10113710746,512859,900SHDFND01 0 843,866 0
BOSTON SCIENTIFIC CORPCOM1011371072,13439,445SHDFND06 0 27,467 0
BOSTON SCIENTIFIC CORPCOM10113710788,1851,630,344SHDFND05 0 1,630,344 0
BOX INCNOTE 1/110316TAB02,4982,000,000SHDFND01 0 77,592 0
BRIDGEBIO PHARMA INCNOTE 2.250% 2/010806XAD41,5432,500,000SHDFND01 0 25,763 0
BRIGHT HORIZONS FAM SOL IN DCOM1091941007,12277,033SHDFND01 0 77,033 0
BRISTOL-MYERS SQUIBB COCOM11012210824,906389,453SHDFND02 0 389,453 0
BRISTOL-MYERS SQUIBB COCOM11012210892,6241,448,383SHDFND05 0 1,448,383 0
BRISTOL-MYERS SQUIBB COCOM110122108143,5782,245,165SHDFND01 0 2,197,365 0
BROADCOM INCCOM11135F1019811,131SHDFND06 0 1,131 0
BROADCOM INCCOM11135F101112,559129,761SHDFND01 0 124,236 0
BROADRIDGE FINL SOLUTIONS INCOM11133T10338,006229,462SHDFND01 0 229,462 0
BROWN & BROWN INCCOM1152361012,10230,541SHDFND01 0 29,141 0
BROWN FORMAN CORPCL B1156372091,32519,845SHDFND01 0 19,845 0
BUILDERS FIRSTSOURCE INCCOM12008R10710,82279,577SHDFND01 0 79,577 0
BUNGE LIMITEDCOMG169621051,07211,363SHDFND01 0 7,144 0
BUNGE LIMITEDCOMG169621053,22534,176SHDFND05 0 34,176 0
BURLINGTON STORES INCCOM1220171061,1397,239SHDFND01 0 6,392 0
C H ROBINSON WORLDWIDE INCCOM NEW12541W20919,187203,362SHDFND01 0 187,467 0
CADENCE DESIGN SYSTEM INCCOM12738710860,461257,809SHDFND01 0 255,474 0
CAESARS ENTERTAINMENT INC NECOM12769G10069013,529SHDFND01 0 13,529 0
CAMDEN PPTY TRSH BEN INT1331311021,45513,365SHDFND01 0 13,365 0
CAMPBELL SOUP COCOM13442910927,070592,209SHDFND01 0 543,673 0
CAPITAL ONE FINL CORPCOM14040H1051,75016,001SHDFND01 0 12,503 0
CARDINAL HEALTH INCCOM14149Y10836,420385,110SHDFND01 0 362,660 0
CARLISLE COS INCCOM1423391008343,253SHDFND01 0 3,253 0
CARLYLE GROUP INCCOM14316J10854417,041SHDFND01 0 17,041 0
CARMAX INCCOM1431301021,94323,212SHDFND01 0 23,212 0
CARRIER GLOBAL CORPORATIONCOM14448C1049,731195,764SHDFND01 0 188,407 0
CASELLA WASTE SYS INCCL A14744810411,949132,108SHDFND05 0 132,108 0
CASELLA WASTE SYS INCCL A1474481043,70240,926SHDFND01 0 0 0
CATALENT INCCOM14880610273817,025SHDFND01 0 17,025 0
CATERPILLAR INCCOM14912310124,15698,176SHDFND01 0 92,352 0
CBOE GLOBAL MKTS INCCOM12503M1085,19537,643SHDFND01 0 17,458 0
CBRE GROUP INCCL A12504L1099,774121,095SHDFND01 0 115,310 0
CBRE GROUP INCCL A12504L1091,26915,728SHDFND05 0 15,728 0
CDW CORPCOM12514G1082,27912,421SHDFND01 0 12,421 0
CDW CORPCOM12514G1085933,233SHDFND05 0 3,233 0
CELANESE CORP DELCOM1508701035294,566SHDFND01 0 4,566 0
CEMEX SAB DE CVSPON ADR NEW151290889779109,959SHDFND01 0 1,099,590 0
CEMEX SAB DE CVSPON ADR NEW15129088918225,752SHDFND03 0 257,520 0
CENTENE CORP DELCOM15135B10129,876442,940SHDFND01 0 442,940 0
CENTENE CORP DELCOM15135B10153,955799,926SHDFND05 0 799,926 0
CENTENE CORP DELCOM15135B1015,49081,387SHDFND02 0 81,387 0
CENTERPOINT ENERGY INCCOM15189T10731110,660SHDFND01 0 10,660 0
CEREVEL THERAPEUTICS HLDNG ICOM15678U12811,343356,799SHDFND05 0 356,799 0
CEREVEL THERAPEUTICS HLDNG ICOM15678U1281,36943,069SHDFND01 0 0 0
CERIDIAN HCM HLDG INCCOM15677J1085,16077,055SHDFND01 0 77,055 0
CF INDS HLDGS INCCOM1252691002,81240,513SHDFND01 0 39,269 0
CGI INCCL A SUB VTG12532H10428,451203,660SHDFND01 0 203,660 0
CHAMPIONX CORPORATIONCOM15872M1043,01397,064SHDFND01 0 0 0
CHAMPIONX CORPORATIONCOM15872M10411,920384,013SHDFND05 0 384,013 0
CHARLES RIV LABS INTL INCCOM15986410741,779198,709SHDFND05 0 198,709 0
CHARLES RIV LABS INTL INCCOM1598641074502,142SHDFND01 0 2,142 0
CHART INDS INCCOM16115Q3084,87030,478SHDFND01 0 16,151 0
CHART INDS INCCOM16115Q30880,689504,967SHDFND02 0 496,904 0
CHART INDS INCCOM16115Q3089,51059,515SHDFND05 0 59,515 0
CHARTER COMMUNICATIONS INC NCL A16119P1083,71710,118SHDFND01 0 8,679 0
CHECK POINT SOFTWARE TECH LTORDM2246510427,351217,726SHDFND01 0 217,726 0
CHEGG INCNOTE 0.125% 3/1163092AD16,8877,850,000SHDFND01 0 152,255 0
CHEMOURS COCOM1638511082,35963,958SHDFND01 0 63,958 0
CHENIERE ENERGY INCCOM NEW16411R2082,50916,467SHDFND01 0 15,916 0
CHEVRON CORP NEWCOM16676410065,981419,327SHDFND01 0 397,988 0
CHEVRON CORP NEWCOM1667641003,56922,682SHDFND06 0 15,703 0
CHINDATA GROUP HLDGS LTDADS16955F10749569,099SHDFND02 0 138,198 0
CHIPOTLE MEXICAN GRILL INCCOM16965610531,91014,918SHDFND01 0 13,798 0
CHUBB LIMITEDCOMH1467J10410,06452,265SHDFND01 0 46,286 0
CHURCH & DWIGHT CO INCCOM17134010260,059599,211SHDFND01 0 594,442 0
CIENA CORPCOM NEW17177930943110,151SHDFND03 0 0 0
CIENA CORPCOM NEW171779309146,5763,449,670SHDFND05 0 2,714,828 0
CIENA CORPCOM NEW1717793091,93645,564SHDFND06 0 31,284 0
CIENA CORPCOM NEW17177930933,176780,790SHDFND01 0 702,035 0
CINTAS CORPCOM17290810538,98578,428SHDFND01 0 73,862 0
CISCO SYS INCCOM17275R102154,3502,983,176SHDFND01 0 2,894,870 0
CISCO SYS INCCOM17275R1023,02658,491SHDFND06 0 43,831 0
CITIGROUP INCCOM NEW1729674249,810213,073SHDFND01 0 199,759 0
CITIZENS FINL GROUP INCCOM1746101051,41554,275SHDFND01 0 54,275 0
CLEAN HARBORS INCCOM1844961074,31726,257SHDFND01 0 26,257 0
CLEARWAY ENERGY INCCL C18539C2041,74761,184SHDFND01 0 0 0
CLEARWAY ENERGY INCCL C18539C2046,296220,457SHDFND05 0 2,205 0
CLEVELAND-CLIFFS INC NEWCOM1858991011,801107,466SHDFND01 0 107,466 0
CLOROX CO DELCOM18905410925,586160,879SHDFND01 0 158,149 0
CLOUDFLARE INCCL A COM18915M1071,55623,802SHDFND01 0 19,765 0
CLOUDFLARE INCNOTE 8/118915MAC15,0956,000,000SHDFND01 0 31,358 0
CME GROUP INCCOM12572Q10540,175216,824SHDFND01 0 208,886 0
CMS ENERGY CORPCOM1258961001,48325,237SHDFND01 0 14,469 0
CNH INDL N VSHSN209441091,33192,451SHDFND02 0 92,451 0
COCA COLA COCOM19121610049,491821,835SHDFND01 0 821,835 0
COCA-COLA EUROPACIFIC PARTNESHSG2583910464,104994,943SHDFND01 0 822,732 0
COCA-COLA EUROPACIFIC PARTNESHSG258391049,767151,589SHDFND02 0 151,589 0
COGNEX CORPCOM1924221033,15856,367SHDFND01 0 56,367 0
COGNIZANT TECHNOLOGY SOLUTIOCL A19244610247,063720,933SHDFND01 0 712,038 0
COLGATE PALMOLIVE COCOM19416210336,621475,345SHDFND01 0 468,338 0
COLUMBIA BKG SYS INCCOM1972361021,98998,055SHDFND01 0 1,609 0
COLUMBIA BKG SYS INCCOM1972361026,777334,148SHDFND05 0 334,148 0
COLUMBIA SPORTSWEAR COCOM19851610618,165235,176SHDFND05 0 235,176 0
COLUMBIA SPORTSWEAR COCOM1985161062,39531,005SHDFND01 0 0 0
COMCAST CORP NEWCL A20030N10172,8801,757,417SHDFND01 0 108,813 0
COMCAST CORP NEWCL A20030N1012,36857,098SHDFND05 0 3,620 0
COMCAST CORP NEWCL A20030N10127,708668,142SHDFND02 0 42,360 0
COMPANIA DE MINAS BUENAVENTUSPONSORED ADR20444810413418,280SHDFND01 0 18,280 0
CONAGRA BRANDS INCCOM20588710216,123478,130SHDFND01 0 457,270 0
CONMED CORPCOM2074101012,57318,931SHDFND01 0 0 0
CONMED CORPCOM20741010128,116206,900SHDFND05 0 206,900 0
CONOCOPHILLIPSCOM20825C1042,29922,188SHDFND01 0 2,352 0
CONSOLIDATED EDISON INCCOM2091151048,96099,119SHDFND01 0 86,420 0
CONSTELLATION BRANDS INCCL A21036P1086,75927,461SHDFND01 0 24,641 0
CONSTELLATION ENERGY CORPCOM21037T1091,10312,044SHDFND01 0 12,044 0
COOPER COS INCCOM NEW21664840214,61138,107SHDFND01 0 38,107 0
COOPER COS INCCOM NEW21664840235,07091,465SHDFND05 0 91,465 0
COPART INCCOM21720410620,281222,357SHDFND01 0 216,778 0
COPART INCCOM217204106191,3192,097,571SHDFND05 0 1,583,349 0
COPART INCCOM2172041066246,843SHDFND03 0 0 0
CORNING INCCOM2193501053,991113,906SHDFND01 0 99,941 0
CORPORATE OFFICE PPTYS TRSH BEN INT22002T1084,438186,874SHDFND02 0 186,874 0
CORPORATE OFFICE PPTYS TRSH BEN INT22002T10862426,258SHDFND05 0 26,258 0
CORPORATE OFFICE PPTYS TRSH BEN INT22002T1084,799202,043SHDFND01 0 202,043 0
CORTEVA INCCOM22052L1041,86332,511SHDFND01 0 32,511 0
COSTAR GROUP INCCOM22160N1094865,459SHDFND03 0 0 0
COSTAR GROUP INCCOM22160N1093,70241,591SHDFND01 0 36,681 0
COSTAR GROUP INCCOM22160N109134,0671,506,368SHDFND05 0 1,112,637 0
COSTCO WHSL CORP NEWCOM22160K1056,16311,447SHDFND02 0 11,447 0
COSTCO WHSL CORP NEWCOM22160K1051,8963,522SHDFND05 0 3,522 0
COSTCO WHSL CORP NEWCOM22160K10582,276152,821SHDFND01 0 152,821 0
COUPANG INCCL A22266T10934119,593SHDFND02 0 19,593 0
COUSINS PPTYS INCCOM NEW2227955022,316101,564SHDFND01 0 13,174 0
CREDICORP LTDCOMG2519Y1088415,695SHDFND01 0 5,695 0
CRINETICS PHARMACEUTICALS INCOM22663K10711,557641,345SHDFND05 0 641,345 0
CROWN CASTLE INCCOM22822V10194,713831,250SHDFND01 0 825,802 0
CROWN HLDGS INCCOM2283681065,24660,389SHDFND01 0 60,389 0
CRYOPORT INCCOM PAR $0.0012290503071,02359,292SHDFND01 0 0 0
CRYOPORT INCCOM PAR $0.00122905030711,067641,561SHDFND05 0 641,561 0
CSX CORPCOM12640810310,156297,822SHDFND01 0 275,373 0
CUBESMARTCOM22966310971616,038SHDFND01 0 16,038 0
CUMMINS INCCOM23102110622,37391,257SHDFND05 0 91,257 0
CUMMINS INCCOM23102110611,13145,401SHDFND02 0 45,401 0
CUMMINS INCCOM23102110616,39866,885SHDFND01 0 64,745 0
CVS HEALTH CORPCOM12665010026,488383,169SHDFND01 0 367,896 0
CYBERARK SOFTWARE LTDNOTE 11/123248VAB13,6293,200,000SHDFND01 0 20,313 0
CYBERARK SOFTWARE LTDSHSM2682V1086,19239,610SHDFND01 0 15,428 0
CYBERARK SOFTWARE LTDSHSM2682V108108,886696,515SHDFND05 0 679,641 0
CYTOKINETICS INCCOM NEW23282W60512,653387,900SHDFND05 0 387,900 0
CYTOKINETICS INCCOM NEW23282W6051,34841,319SHDFND01 0 0 0
D R HORTON INCCOM23331A1092,84923,413SHDFND01 0 17,159 0
DANAHER CORPORATIONCOM235851102128,659536,081SHDFND01 0 529,550 0
DANAHER CORPORATIONCOM2358511022,44910,203SHDFND06 0 7,046 0
DAQO NEW ENERGY CORPSPNSRD ADS NEW23703Q20377719,566SHDFND02 0 97,830 0
DARDEN RESTAURANTS INCCOM23719410518,147108,611SHDFND05 0 108,611 0
DARDEN RESTAURANTS INCCOM23719410514,05184,098SHDFND01 0 70,603 0
DARLING INGREDIENTS INCCOM2372661013,73858,601SHDFND01 0 58,601 0
DARLING INGREDIENTS INCCOM2372661012,97246,596SHDFND02 0 46,596 0
DATADOG INCCL A COM23804L1033003,045SHDFND01 0 2,490 0
DATADOG INCNOTE 0.125% 6/123804LAB96,8535,500,000SHDFND01 0 59,586 0
DAVITA INCCOM23918K10814,770147,008SHDFND01 0 147,008 0
DECKERS OUTDOOR CORPCOM24353710735,08866,497SHDFND01 0 66,497 0
DEERE & COCOM2441991052,3235,732SHDFND05 0 5,732 0
DEERE & COCOM24419910557,516141,948SHDFND01 0 138,445 0
DEERE & COCOM24419910530,36274,933SHDFND02 0 74,933 0
DELL TECHNOLOGIES INCCL C24703L2022,11539,087SHDFND01 0 39,087 0
DELTA AIR LINES INC DELCOM NEW24736170230,511641,791SHDFND01 0 641,791 0
DENTSPLY SIRONA INCCOM24906P1093428,557SHDFND01 0 8,557 0
DEVON ENERGY CORP NEWCOM25179M1032224,600SHDFND01 0 1,247 0
DEXCOM INCCOM2521311079,05070,426SHDFND01 0 59,300 0
DEXCOM INCNOTE 0.250%11/1252131AK35,1114,800,000SHDFND01 0 3,198 0
DIAMONDROCK HOSPITALITY COCOM25278430119424,254SHDFND01 0 24,254 0
DICKS SPORTING GOODS INCCOM25339310213,09199,028SHDFND01 0 75,252 0
DICKS SPORTING GOODS INCCOM25339310221,902165,686SHDFND05 0 165,686 0
DIGITAL RLTY TR INCCOM25386810330,179265,026SHDFND01 0 95,768 0
DIGITAL RLTY TR INCCOM2538681031,0709,399SHDFND05 0 9,399 0
DIGITALBRIDGE GROUP INCCL A NEW25401T6036,742458,337SHDFND05 0 458,337 0
DIGITALBRIDGE GROUP INCCL A NEW25401T6031,772120,453SHDFND01 0 0 0
DIGITALOCEAN HLDGS INCNOTE 12/025402DAB88,25810,500,000SHDFND01 0 47,616 0
DISCOVER FINL SVCSCOM25470910814,818126,814SHDFND01 0 126,814 0
DISNEY WALT COCOM2546871064665,219SHDFND02 0 5,219 0
DISNEY WALT COCOM25468710612,809143,467SHDFND05 0 143,467 0
DISNEY WALT COCOM254687106140,6371,575,236SHDFND01 0 1,559,576 0
DOCUSIGN INCCOM2561631061,47528,880SHDFND01 0 26,650 0
DOLLAR GEN CORP NEWCOM2566771053,84922,673SHDFND01 0 16,210 0
DOLLAR TREE INCCOM25674610822,123154,168SHDFND01 0 150,355 0
DOMINION ENERGY INCCOM25746U1094,21181,314SHDFND01 0 63,976 0
DOMINOS PIZZA INCCOM25754A2013,66710,883SHDFND01 0 9,163 0
DOUGLAS EMMETT INCCOM25960P10925820,530SHDFND01 0 20,530 0
DOVER CORPCOM26000310839,962270,654SHDFND01 0 270,654 0
DOW INCCOM2605571036,100114,525SHDFND01 0 114,525 0
DR REDDYS LABS LTDADR2561352031,45122,996SHDFND04 0 22,996 0
DROPBOX INCCL A26210C1044,434166,260SHDFND01 0 166,260 0
DROPBOX INCNOTE 3/026210CAC88,0758,500,000SHDFND01 0 222,239 0
DROPBOX INCNOTE 3/026210CAD66,2366,500,000SHDFND01 0 42,433 0
DUKE ENERGY CORP NEWCOM NEW26441C2049,274103,345SHDFND01 0 85,425 0
DUPONT DE NEMOURS INCCOM26614N1025,56577,898SHDFND01 0 77,898 0
DYNATRACE INCCOM NEW2681501091,47128,572SHDFND01 0 28,572 0
EASTGROUP PPTYS INCCOM2772761013632,093SHDFND01 0 2,093 0
EASTMAN CHEM COCOM2774321002803,342SHDFND01 0 3,342 0
EASTMAN CHEM COCOM2774321001,10813,233SHDFND05 0 13,233 0
EATON CORP PLCSHSG291831033,28316,324SHDFND01 0 9,738 0
EBAY INC.COM27864210320,527459,324SHDFND01 0 451,879 0
ECOLAB INCCOM2788651002,37312,710SHDFND06 0 8,777 0
ECOLAB INCCOM27886510021,996117,822SHDFND01 0 115,193 0
ECOLAB INCCOM2788651007514,025SHDFND02 0 4,025 0
ECOPETROL S ASPONSORED ADS27915810920620,101SHDFND01 0 402,020 0
EDISON INTLCOM2810201076,22690,797SHDFND01 0 83,625 0
EDWARDS LIFESCIENCES CORPCOM28176E108102,7451,089,207SHDFND01 0 1,082,662 0
EDWARDS LIFESCIENCES CORPCOM28176E10856,483598,776SHDFND05 0 598,776 0
ELECTRONIC ARTS INCCOM2855121098,78467,724SHDFND05 0 67,724 0
ELECTRONIC ARTS INCCOM28551210994,769730,681SHDFND01 0 713,560 0
ELEVANCE HEALTH INCCOM03675210380,784181,827SHDFND01 0 172,423 0
EMCOR GROUP INCCOM29084Q1009,58851,888SHDFND05 0 51,888 0
EMCOR GROUP INCCOM29084Q1003,37418,257SHDFND01 0 0 0
EMERSON ELEC COCOM2910111046,74274,592SHDFND01 0 63,340 0
EMPIRE ST RLTY TR INCCL A29210410612817,039SHDFND01 0 17,039 0
ENEL CHILE S.A.SPONSORED ADR29278D1054413,137SHDFND03 0 656,850 0
ENEL CHILE S.A.SPONSORED ADR29278D10516850,590SHDFND01 0 2,529,500 0
ENPHASE ENERGY INCCOM29355A10714,73487,977SHDFND01 0 86,978 0
ENPHASE ENERGY INCNOTE 3/029355AAH07,5078,000,000SHDFND01 0 26,018 0
ENTEGRIS INCCOM29362U1046465,826SHDFND03 0 0 0
ENTEGRIS INCCOM29362U104204,0871,841,611SHDFND05 0 1,384,846 0
ENTEGRIS INCCOM29362U1044,46040,248SHDFND01 0 40,248 0
ENTERGY CORP NEWCOM29364G1034,64547,702SHDFND01 0 47,702 0
ENVESTNET INCNOTE 0.750% 8/129404KAE63,2193,500,000SHDFND01 0 32,789 0
EOG RES INCCOM26875P1019258,080SHDFND01 0 1,137 0
EPAM SYS INCCOM29414B1043131,393SHDFND03 0 0 0
EPAM SYS INCCOM29414B10497,888435,541SHDFND05 0 331,084 0
EPAM SYS INCCOM29414B1044,70520,933SHDFND01 0 10,962 0
EQT CORPCOM26884L1092496,057SHDFND01 0 703 0
EQUIFAX INCCOM2944291053171,348SHDFND01 0 1,348 0
EQUINIX INCCOM29444U70023,12029,492SHDFND01 0 28,401 0
EQUITABLE HLDGS INCCOM29452E1011,58058,184SHDFND01 0 58,184 0
EQUITY LIFESTYLE PPTYS INCCOM29472R10890413,517SHDFND01 0 13,517 0
EQUITY RESIDENTIALSH BEN INT29476L10716,883255,921SHDFND01 0 74,337 0
ERIE INDTY COCL A29530P1025492,616SHDFND01 0 1,449 0
ESSENTIAL UTILS INCCOM29670G10295323,882SHDFND05 0 23,882 0
ESSENTIAL UTILS INCCOM29670G1024,457111,674SHDFND01 0 77,785 0
ESSEX PPTY TR INCCOM2971781052,34310,000SHDFND01 0 10,000 0
ETSY INCCOM29786A1061,60418,959SHDFND01 0 18,959 0
ETSY INCNOTE 0.125%10/029786AAJ52,9752,500,000SHDFND01 0 28,510 0
ETSY INCNOTE 0.250% 6/129786AAN610,31913,500,000SHDFND01 0 44,570 0
EURONET WORLDWIDE INCNOTE 0.750% 3/1298736AL35,6595,800,000SHDFND01 0 25,434 0
EVERBRIDGE INCNOTE 0.125%12/129978AAC81,8442,000,000SHDFND01 0 17,800 0
EVEREST RE GROUP LTDCOMG3223R10814,88843,551SHDFND01 0 43,551 0
EVERGY INCCOM30034W1062924,994SHDFND01 0 0 0
EVERSOURCE ENERGYCOM30040W1088,368117,990SHDFND01 0 107,721 0
EXACT SCIENCES CORPCOM30063P1051,11411,863SHDFND01 0 11,863 0
EXACT SCIENCES CORPNOTE 1.000% 1/130063PAA32,7282,000,000SHDFND01 0 26,514 0
EXACT SCIENCES CORPNOTE 0.375% 3/030063PAC95,1505,000,000SHDFND01 0 41,038 0
EXELON CORPCOM30161N10136,653899,688SHDFND01 0 890,968 0
EXPEDIA GROUP INCCOM NEW30212P3033613,298SHDFND01 0 3,298 0
EXPEDIA GROUP INCNOTE 2/130212PBE47,1348,000,000SHDFND01 0 31,370 0
EXPEDITORS INTL WASH INCCOM30213010946,631384,970SHDFND01 0 370,375 0
EXTRA SPACE STORAGE INCCOM30225T1022,20714,828SHDFND01 0 14,828 0
EXXON MOBIL CORPCOM30231G10276,144709,972SHDFND01 0 675,151 0
F5 INCCOM3156161026944,745SHDFND01 0 3,197 0
FACTSET RESH SYS INCCOM30307510525,96864,814SHDFND01 0 63,240 0
FAIR ISAAC CORPCOM3032501049,20411,374SHDFND01 0 10,544 0
FARFETCH LTDNOTE 3.750% 5/030744WAD94,7055,750,000SHDFND01 0 356,424 0
FASTENAL COCOM31190010452,439888,941SHDFND01 0 878,776 0
FEDERAL RLTY INVT TR NEWSH BEN INT NEW3137451013,59137,112SHDFND01 0 6,254 0
FEDEX CORPCOM31428X10659,302239,217SHDFND01 0 236,496 0
FIDELITY NATL INFORMATION SVCOM31620M1066,667121,878SHDFND01 0 116,381 0
FIFTH THIRD BANCORPCOM31677310023,416893,383SHDFND01 0 893,383 0
FIRST CTZNS BANCSHARES INC NCL A31946M103208162SHDFND01 0 162 0
FIRST HORIZON CORPORATIONCOM32051710527724,590SHDFND01 0 5,776 0
FIRST INDL RLTY TR INCCOM32054K1033,48666,221SHDFND01 0 4,356 0
FIRST MERCHANTS CORPCOM3208171093,327117,854SHDFND05 0 117,854 0
FIRST SOLAR INCCOM3364331071,2976,822SHDFND06 0 4,723 0
FIRST SOLAR INCCOM3364331076303,314SHDFND03 0 0 0
FIRST SOLAR INCCOM336433107190,8271,003,877SHDFND05 0 761,814 0
FIRST SOLAR INCCOM33643310712,67266,662SHDFND02 0 66,662 0
FIRST SOLAR INCCOM33643310754,010284,126SHDFND01 0 271,055 0
FIRSTENERGY CORPCOM33793210755514,273SHDFND01 0 7,654 0
FISERV INCCOM33773810825,517202,278SHDFND01 0 187,428 0
FISKER INCCL A COM STK33813J10641,2537,314,437SHDFND02 0 7,194,138 0
FLEETCOR TECHNOLOGIES INCCOM3390411055922,357SHDFND01 0 2,357 0
FLUENCE ENERGY INCCOM CL A34379V103102,8853,862,041SHDFND02 0 3,799,597 0
FMC CORPCOM NEW3024913033,13029,995SHDFND01 0 29,995 0
FOMENTO ECONOMICO MEXICANO SSPON ADR UNITS3444191061,64314,826SHDFND01 0 148,260 0
FOMENTO ECONOMICO MEXICANO SSPON ADR UNITS3444191063933,547SHDFND03 0 35,470 0
FOMENTO ECONOMICO MEXICANO SSPON ADR UNITS3444191064,48940,496SHDFND05 0 404,960 0
FORD MTR CO DELCOM34537086028,6241,891,887SHDFND01 0 1,861,741 0
FORD MTR CO DELNOTE 3/1345370CZ122,80421,000,000SHDFND01 0 894,321 0
FORTINET INCCOM34959E10910,888144,037SHDFND01 0 125,943 0
FORTIS INCCOM3495531071,60728,152SHDFND01 0 28,152 0
FORTIVE CORPCOM34959J10857,714771,893SHDFND01 0 771,893 0
FORTIVE CORPCOM34959J1082,24930,082SHDFND06 0 20,774 0
FORTUNE BRANDS INNOVATIONS ICOM34964C10620,976291,541SHDFND01 0 291,541 0
FOX CORPCL A COM35137L10561318,034SHDFND05 0 18,034 0
FOX CORPCL A COM35137L1052,47572,787SHDFND01 0 72,787 0
FOX CORPCL B COM35137L2044,818151,077SHDFND01 0 151,077 0
FRANCO NEV CORPCOM3518581051,5958,450SHDFND01 0 0 0
FRANKLIN RESOURCES INCCOM3546131014,302161,079SHDFND01 0 161,079 0
FREEPORT-MCMORAN INCCL B35671D8571,53538,383SHDFND01 0 38,383 0
FRONTDOOR INCCOM35905A10913,088410,277SHDFND05 0 410,277 0
FUELCELL ENERGY INCCOM35952H6011,432662,874SHDFND01 0 662,874 0
GALLAGHER ARTHUR J & COCOM3635761094,24719,343SHDFND01 0 16,012 0
GALLAGHER ARTHUR J & COCOM3635761091,9248,763SHDFND05 0 8,763 0
GAMING & LEISURE PPTYS INCCOM36467J10888518,254SHDFND01 0 18,254 0
GARMIN LTDSHSH2906T10928,050268,962SHDFND01 0 268,962 0
GARTNER INCCOM36665110798,265280,510SHDFND05 0 213,215 0
GARTNER INCCOM36665110723,01765,704SHDFND01 0 62,676 0
GE HEALTHCARE TECHNOLOGIES ICOMMON STOCK36266G1072,25227,724SHDFND01 0 27,724 0
GENERAC HLDGS INCCOM3687361043832,565SHDFND01 0 2,565 0
GENERAL ELECTRIC COCOM NEW36960430110,36894,380SHDFND01 0 94,380 0
GENERAL MLS INCCOM370334104156,2422,037,055SHDFND01 0 1,987,838 0
GENERAL MTRS COCOM37045V1001,46738,050SHDFND05 0 38,050 0
GENERAL MTRS COCOM37045V10010,524272,930SHDFND01 0 262,957 0
GENERAL MTRS COCOM37045V10017,341449,713SHDFND02 0 449,713 0
GENMAB A/SSPONSORED ADS37230320690123,704SHDFND05 0 2,370 0
GENUINE PARTS COCOM37246010560,479357,379SHDFND01 0 353,199 0
GILEAD SCIENCES INCCOM37555810373,656955,709SHDFND01 0 896,224 0
GLOBAL PMTS INCCOM37940X1022,49625,335SHDFND01 0 22,557 0
GLOBE LIFE INCCOM37959E1021,82716,768SHDFND01 0 16,768 0
GODADDY INCCL A3802371072,64635,222SHDFND01 0 35,222 0
GOLDMAN SACHS GROUP INCCOM38141G1049,79730,376SHDFND01 0 26,499 0
GRACO INCCOM3841091049,482109,805SHDFND01 0 109,805 0
GRAINGER W W INCCOM38480210446,62659,126SHDFND01 0 56,788 0
GREEN PLAINS INCCOM39322210453,4321,657,320SHDFND02 0 1,631,475 0
GREENBRIER COS INCCOM3936571016,565152,323SHDFND05 0 152,323 0
GREENLIGHT BIOSCIENCS HLDS PCOMMON STOCK39536G1053781,269,179SHDFND02 0 1,269,179 0
GRUPO AEROPORTUARIO DEL SURESPON ADR SER B40051E2023051,100SHDFND01 0 11,000 0
GRUPO AEROPUERTO DEL PACIFICSPON ADR B4005061015262,945SHDFND01 0 29,450 0
HAEMONETICS CORP MASSNOTE 3/0405024AB65,1186,000,000SHDFND01 0 34,220 0
HALLIBURTON COCOM40621610113,630413,167SHDFND01 0 397,367 0
HAMILTON LANE INCCL A40749710611,102138,814SHDFND05 0 138,814 0
HAMILTON LANE INCCL A4074971062,87035,890SHDFND01 0 0 0
HANNON ARMSTRONG SUST INFR CCOM41068X10045,2311,800,581SHDFND02 0 1,771,161 0
HANOVER INS GROUP INCCOM4108671052,20419,501SHDFND01 0 0 0
HARTFORD FINL SVCS GROUP INCCOM41651510437,960527,073SHDFND01 0 527,073 0
HASBRO INCCOM41805610726,679411,903SHDFND01 0 411,903 0
HCA HEALTHCARE INCCOM40412C10158,609193,123SHDFND01 0 187,193 0
HDFC BANK LTDSPONSORED ADS40415F1014,27361,300SHDFND02 0 183,900 0
HDFC BANK LTDSPONSORED ADS40415F1012,88741,422SHDFND04 0 124,266 0
HDFC BANK LTDSPONSORED ADS40415F1011,31518,864SHDFND05 0 56,592 0
HDFC BANK LTDSPONSORED ADS40415F10195513,695SHDFND01 0 41,085 0
HEALTHCARE RLTY TRCL A COM42226K1059,117483,419SHDFND05 0 483,419 0
HEALTHCARE RLTY TRCL A COM42226K1055,211276,296SHDFND01 0 145,390 0
HEALTHPEAK PROPERTIES INCCOM42250P1033,306164,466SHDFND01 0 153,691 0
HEICO CORP NEWCOM4228061098264,666SHDFND01 0 0 0
HENRY JACK & ASSOC INCCOM4262811011,0116,040SHDFND01 0 2,794 0
HENRY SCHEIN INCCOM80640710219,921245,629SHDFND01 0 243,407 0
HERC HLDGS INCCOM42704L1043,21023,455SHDFND01 0 0 0
HERC HLDGS INCCOM42704L10412,60592,111SHDFND05 0 92,111 0
HERSHEY COCOM42786610857,306229,499SHDFND01 0 214,813 0
HERSHEY COCOM42786610810,92043,734SHDFND05 0 43,734 0
HESS CORPCOM42809H1075323,915SHDFND01 0 537 0
HEWLETT PACKARD ENTERPRISE CCOM42824C10918,9841,129,989SHDFND01 0 1,129,989 0
HEXCEL CORP NEWCOM4282911083,63547,813SHDFND01 0 0 0
HEXCEL CORP NEWCOM42829110812,414163,297SHDFND05 0 163,297 0
HF SINCLAIR CORPCOM40394910012,687284,387SHDFND01 0 284,387 0
HF SINCLAIR CORPCOM4039491009,666216,686SHDFND02 0 216,686 0
HILTON WORLDWIDE HLDGS INCCOM43300A20354,035371,250SHDFND01 0 367,894 0
HILTON WORLDWIDE HLDGS INCCOM43300A20321,930150,670SHDFND05 0 150,670 0
HOLOGIC INCCOM43644010175,205928,804SHDFND05 0 928,804 0
HOLOGIC INCCOM43644010118,812232,338SHDFND02 0 232,338 0
HOLOGIC INCCOM43644010195,2211,176,003SHDFND01 0 1,174,050 0
HOLOGIC INCCOM4364401011,88523,285SHDFND06 0 16,183 0
HOME DEPOT INCCOM4370761023,0719,886SHDFND06 0 6,889 0
HOME DEPOT INCCOM437076102141,913456,840SHDFND01 0 441,131 0
HOME DEPOT INCCOM437076102111,895360,209SHDFND05 0 360,209 0
HONEYWELL INTL INCCOM4385161062991,443SHDFND01 0 1,443 0
HORIZON THERAPEUTICS PUB LSHSG461881011,12410,928SHDFND01 0 6,885 0
HORMEL FOODS CORPCOM4404521002,81369,937SHDFND01 0 36,273 0
HOST HOTELS & RESORTS INCCOM44107P1042,690159,833SHDFND01 0 159,833 0
HOWMET AEROSPACE INCCOM4432011081,68934,083SHDFND01 0 17,324 0
HP INCCOM40434L1054,028131,177SHDFND01 0 116,251 0
HUBBELL INCCOM44351060719,15057,757SHDFND01 0 57,757 0
HUBSPOT INCCOM4435731003,2166,045SHDFND01 0 6,045 0
HUDSON PAC PPTYS INCCOM4440971098520,098SHDFND01 0 20,098 0
HUMANA INCCOM4448591026,70815,003SHDFND01 0 11,378 0
HUNT J B TRANS SVCS INCCOM44565810727,655152,765SHDFND01 0 147,503 0
HUNTINGTON BANCSHARES INCCOM44615010430,6542,843,598SHDFND01 0 2,843,598 0
HUNTINGTON BANCSHARES INCCOM44615010493086,308SHDFND05 0 86,308 0
ICICI BANK LIMITEDADR45104G1043,425148,402SHDFND04 0 296,804 0
IDACORP INCCOM4511071061,79617,507SHDFND01 0 0 0
IDACORP INCCOM45110710610,502102,358SHDFND05 0 102,358 0
IDEX CORPCOM45167R10447,640221,312SHDFND01 0 221,312 0
IDEXX LABS INCCOM45168D10469,653138,688SHDFND01 0 137,530 0
ILLINOIS TOOL WKS INCCOM45230810986,577346,086SHDFND01 0 337,482 0
ILLUMINA INCCOM45232710922,665120,886SHDFND01 0 119,468 0
ILLUMINA INCNOTE 8/1452327AK513,30813,500,000SHDFND01 0 16,384 0
INCYTE CORPCOM45337C1021,25720,192SHDFND01 0 5,402 0
INDEPENDENCE RLTY TR INCCOM45378A10621411,718SHDFND01 0 11,718 0
INDEPENDENT BK CORP MASSCOM4538361086,723151,042SHDFND05 0 151,042 0
INDEPENDENT BK CORP MASSCOM4538361081,46532,920SHDFND01 0 0 0
INGERSOLL RAND INCCOM45687V10659,316907,534SHDFND01 0 900,196 0
INNOVATIVE INDL PPTYS INCCOM45781V1012012,759SHDFND01 0 2,759 0
INSMED INCCOM PAR $.014576693071,33063,039SHDFND01 0 0 0
INSMED INCCOM PAR $.0145766930716,914801,596SHDFND05 0 801,596 0
INSMED INCNOTE 1.750% 1/1457669AA71,8971,975,000SHDFND01 0 50,438 0
INSULET CORPCOM45784P10116,76658,148SHDFND01 0 58,148 0
INSULET CORPNOTE 0.375% 9/045784PAK75,5034,000,000SHDFND01 0 17,642 0
INTEGRA LIFESCIENCES HLDGS CNOTE 0.500% 8/1457985AM14,1034,500,000SHDFND01 0 61,083 0
INTEL CORPCOM458140100143,2684,284,319SHDFND01 0 4,251,404 0
INTEL CORPCOM45814010037011,061SHDFND06 0 11,061 0
INTERCONTINENTAL EXCHANGE INCOM45866F10482,772731,974SHDFND05 0 552,686 0
INTERCONTINENTAL EXCHANGE INCOM45866F1045,68750,293SHDFND01 0 43,008 0
INTERCONTINENTAL EXCHANGE INCOM45866F1042382,102SHDFND03 0 0 0
INTERNATIONAL BUSINESS MACHSCOM459200101142,2331,062,950SHDFND01 0 1,044,074 0
INTERNATIONAL FLAVORS&FRAGRACOM4595061016327,944SHDFND05 0 7,944 0
INTERNATIONAL FLAVORS&FRAGRACOM45950610180910,161SHDFND02 0 10,161 0
INTERNATIONAL FLAVORS&FRAGRACOM45950610125,125315,676SHDFND01 0 315,676 0
INTERNATIONAL PAPER COCOM46014610358618,415SHDFND01 0 15,870 0
INTERPUBLIC GROUP COS INCCOM46069010042,8381,110,356SHDFND01 0 1,110,356 0
INTUITCOM461202103342747SHDFND03 0 0 0
INTUITCOM46120210394,531206,314SHDFND01 0 203,555 0
INTUITCOM461202103111,683243,749SHDFND05 0 187,440 0
INTUITIVE SURGICAL INCCOM NEW46120E602103,843303,687SHDFND01 0 299,807 0
INVENTRUST PPTYS CORPCOM NEW46124J20130513,194SHDFND01 0 13,194 0
INVESCO LTDSHSG491BT10815,989951,172SHDFND01 0 951,172 0
INVITATION HOMES INCCOM46187W1076,482188,419SHDFND01 0 29,213 0
IQVIA HLDGS INCCOM46266C10546,804208,231SHDFND01 0 205,324 0
IRHYTHM TECHNOLOGIES INCCOM4500561061,71416,426SHDFND01 0 5,569 0
IRHYTHM TECHNOLOGIES INCCOM45005610645,428435,472SHDFND05 0 360,896 0
IRON MTN INC DELCOM46284V10140,778717,670SHDFND01 0 717,670 0
ITAU UNIBANCO HLDG S ASPON ADR REP PFD4655621063,766647,117SHDFND05 0 647,117 0
ITAU UNIBANCO HLDG S ASPON ADR REP PFD4655621061,214208,661SHDFND03 0 208,661 0
ITT INCCOM45073V1089,774104,861SHDFND01 0 65,510 0
ITT INCCOM45073V10812,183130,703SHDFND05 0 130,703 0
JACK IN THE BOX INCCOM46636710910,206104,643SHDFND05 0 104,643 0
JACOBS SOLUTIONS INCCOM46982L1084583,852SHDFND01 0 3,852 0
JAZZ INVESTMENTS I LTDNOTE 1.500% 8/1472145AD37,5808,000,000SHDFND01 0 36,527 0
JAZZ INVESTMENTS I LTDNOTE 2.000% 6/1472145AF83,0603,000,000SHDFND01 0 0 0
JAZZ PHARMACEUTICALS PLCSHS USDG5087110512,37599,825SHDFND01 0 76,714 0
JAZZ PHARMACEUTICALS PLCSHS USDG5087110574,891604,104SHDFND05 0 604,104 0
JAZZ PHARMACEUTICALS PLCSHS USDG508711059,50276,651SHDFND02 0 76,651 0
JETBLUE AIRWAYS CORPNOTE 0.500% 4/0477143AP65,7417,000,000SHDFND01 0 270,061 0
JOHNSON & JOHNSONCOM47816010496,577583,479SHDFND01 0 574,876 0
JOHNSON CTLS INTL PLCSHSG5150210512,423182,318SHDFND01 0 167,972 0
JPMORGAN CHASE & COCOM46625H10065,036447,169SHDFND01 0 405,630 0
JUNIPER NETWORKS INCCOM48203R10412,417396,324SHDFND01 0 371,677 0
KANZHUN LIMITEDSPONSORED ADS48553T10689059,158SHDFND01 0 118,316 0
KELLOGG COCOM48783610835,486526,500SHDFND01 0 494,403 0
KEURIG DR PEPPER INCCOM49271V10013,370427,564SHDFND01 0 397,395 0
KEYCORPCOM49326710812,8161,387,015SHDFND01 0 1,387,015 0
KEYSIGHT TECHNOLOGIES INCCOM49338L1031,4688,764SHDFND05 0 8,764 0
KEYSIGHT TECHNOLOGIES INCCOM49338L10383,838500,673SHDFND01 0 493,883 0
KEYSIGHT TECHNOLOGIES INCCOM49338L1032,30413,759SHDFND06 0 9,560 0
KEYSIGHT TECHNOLOGIES INCCOM49338L10319,337115,477SHDFND02 0 115,477 0
KILROY RLTY CORPCOM49427F10843314,389SHDFND01 0 14,389 0
KIMBERLY-CLARK CORPCOM49436810333,098239,737SHDFND01 0 220,332 0
KIMCO RLTY CORPCOM49446R1096,186313,706SHDFND01 0 77,379 0
KINDER MORGAN INC DELCOM49456B1012,704157,043SHDFND01 0 134,273 0
KKR & CO INCCOM48251W1042,04036,433SHDFND01 0 36,433 0
KLA CORPCOM NEW48248010032,34466,686SHDFND01 0 65,540 0
KNIGHT-SWIFT TRANSN HLDGS INCL A4990491045,29395,263SHDFND01 0 95,263 0
KOSMOS ENERGY LTDCOM50068810610,3251,723,730SHDFND05 0 1,723,730 0
KOSMOS ENERGY LTDCOM5006881062,587431,823SHDFND01 0 0 0
KRAFT HEINZ COCOM5007541063,44296,962SHDFND01 0 88,305 0
KROGER COCOM5010441011,58833,783SHDFND05 0 33,783 0
KROGER COCOM50104410123,101491,508SHDFND02 0 491,508 0
KROGER COCOM50104410179,8161,698,212SHDFND01 0 1,660,206 0
LABORATORY CORP AMER HLDGSCOM NEW50540R40923,37097,180SHDFND01 0 94,990 0
LAM RESEARCH CORPCOM512807108230357SHDFND06 0 357 0
LAM RESEARCH CORPCOM51280710898,320152,942SHDFND01 0 151,510 0
LAMB WESTON HLDGS INCCOM5132721048,43573,376SHDFND01 0 39,240 0
LAS VEGAS SANDS CORPCOM5178341073,04852,552SHDFND01 0 52,552 0
LATTICE SEMICONDUCTOR CORPCOM5184151046136,384SHDFND01 0 6,384 0
LAUDER ESTEE COS INCCL A5184391045642,872SHDFND02 0 2,872 0
LAUDER ESTEE COS INCCL A51843910429,242148,905SHDFND01 0 148,905 0
LAUDER ESTEE COS INCCL A51843910419,47599,168SHDFND05 0 99,168 0
LEAR CORPCOM NEW5218652044132,877SHDFND01 0 2,877 0
LEIDOS HOLDINGS INCCOM5253271026166,958SHDFND01 0 6,958 0
LENNAR CORPCL A52605710414,420115,072SHDFND01 0 112,789 0
LENNOX INTL INCCOM52610710712,35737,898SHDFND01 0 37,898 0
LI AUTO INCNOTE 0.250% 5/050202MAB87,5295,524,000SHDFND01 0 389,793 0
LI-CYCLE HOLDINGS CORPCOMMON SHARES50202P10544,4088,001,403SHDFND02 0 7,877,798 0
LIBERTY GLOBAL PLCSHS CL AG5480U1047,729458,434SHDFND01 0 458,434 0
LIBERTY GLOBAL PLCSHS CL CG5480U12013,047734,239SHDFND01 0 734,239 0
LIBERTY MEDIA CORP DELCOM SER C FRMLA5312298541,65722,009SHDFND01 0 22,009 0
LIBERTY MEDIA CORP DELNOTE 1.375%10/1531229AB88,0347,000,000SHDFND01 0 147,601 0
LIFE STORAGE INCCOM53223X1077,73258,152SHDFND01 0 2,533 0
LILLY ELI & COCOM532457108144,761308,673SHDFND05 0 308,673 0
LILLY ELI & COCOM5324571083,1996,822SHDFND06 0 4,783 0
LILLY ELI & COCOM53245710827,90959,510SHDFND02 0 59,510 0
LILLY ELI & COCOM532457108143,636306,273SHDFND01 0 292,927 0
LIVE NATION ENTERTAINMENT INCOM5380341092372,601SHDFND01 0 2,601 0
LIVENT CORPCOM53814L1082,953107,664SHDFND01 0 0 0
LIVENT CORPCOM53814L1087,575276,146SHDFND05 0 276,146 0
LIVENT CORPCOM53814L10828,8111,050,354SHDFND02 0 1,032,983 0
LKQ CORPCOM50188920823,925410,586SHDFND01 0 410,586 0
LOCAL BOUNTI CORPCOM NEW53960E2051,006369,685SHDFND02 0 365,439 0
LOEWS CORPCOM54042410870311,837SHDFND01 0 0 0
LOWES COS INCCOM548661107107,788477,571SHDFND01 0 464,795 0
LPL FINL HLDGS INCCOM50212V10010,59648,733SHDFND01 0 48,733 0
LUCID GROUP INCCOM54949810321330,907SHDFND01 0 20,060 0
LULULEMON ATHLETICA INCCOM55002110975,817200,308SHDFND01 0 199,018 0
LULULEMON ATHLETICA INCCOM55002110941,360109,273SHDFND05 0 109,273 0
LUMENTUM HLDGS INCNOTE 0.250% 3/155024UAB55,0414,750,000SHDFND01 0 78,359 0
LUMENTUM HLDGS INCNOTE 0.500%12/155024UAD12,2142,500,000SHDFND01 0 25,178 0
LUMENTUM HLDGS INCNOTE 0.500% 6/155024UAF61,5672,000,000SHDFND01 0 0 0
LYONDELLBASELL INDUSTRIES NSHS - A -N537451001,92620,978SHDFND01 0 20,978 0
M & T BK CORPCOM55261F1042,37519,192SHDFND01 0 19,192 0
MARATHON PETE CORPCOM56585A1028,39071,954SHDFND01 0 41,955 0
MARKEL GROUP INCCOM570535104622450SHDFND01 0 144 0
MARKETAXESS HLDGS INCCOM57060D1089,00334,440SHDFND01 0 34,440 0
MARRIOTT INTL INC NEWCL A5719032027,67341,774SHDFND01 0 386,190 0
MARRIOTT VACATIONS WORLDWIDENOTE 1/157164YAD93,6904,000,000SHDFND01 0 24,105 0
MARSH & MCLENNAN COS INCCOM57174810230,807163,797SHDFND02 0 163,797 0
MARSH & MCLENNAN COS INCCOM571748102156,534832,274SHDFND01 0 814,218 0
MARSH & MCLENNAN COS INCCOM5717481022,79714,869SHDFND05 0 14,869 0
MARTIN MARIETTA MATLS INCCOM57328410632,67170,765SHDFND01 0 70,765 0
MASCO CORPCOM57459910669912,182SHDFND01 0 12,182 0
MASIMO CORPCOM5747951001,5079,161SHDFND01 0 9,161 0
MASIMO CORPCOM57479510063,310384,746SHDFND05 0 310,337 0
MASTEC INCCOM5763231093583,034SHDFND01 0 3,034 0
MASTERCARD INCORPORATEDCL A57636Q10495,682243,279SHDFND01 0 233,734 0
MATCH GROUP INC NEWCOM57667L1072054,907SHDFND01 0 4,907 0
MCCORMICK & CO INCCOM NON VTG5797802062,87232,923SHDFND01 0 22,666 0
MCDONALDS CORPCOM580135101214,298718,134SHDFND01 0 706,542 0
MCKESSON CORPCOM58155Q10345,163105,691SHDFND01 0 98,610 0
MEDICAL PPTYS TRUST INCCOM58463J3042,323250,826SHDFND01 0 250,826 0
MEDTRONIC PLCSHSG5960L10358,316661,932SHDFND01 0 643,149 0
MERCADOLIBRE INCCOM58733R102426360SHDFND03 0 360 0
MERCADOLIBRE INCCOM58733R1029,0237,617SHDFND01 0 7,227 0
MERCADOLIBRE INCCOM58733R10239,21133,101SHDFND05 0 33,101 0
MERCK & CO INCCOM58933Y1053,02426,206SHDFND06 0 18,410 0
MERCK & CO INCCOM58933Y105141,1761,223,464SHDFND01 0 1,164,221 0
MERITAGE HOMES CORPCOM59001A10210,29872,382SHDFND05 0 72,382 0
MERITAGE HOMES CORPCOM59001A1021,47910,398SHDFND01 0 0 0
META PLATFORMS INCCL A30303M1021,7226,002SHDFND06 0 6,002 0
META PLATFORMS INCCL A30303M10255,688194,049SHDFND01 0 174,879 0
METLIFE INCCOM59156R10841,168728,246SHDFND01 0 713,743 0
METTLER TOLEDO INTERNATIONALCOM59268810558,72244,770SHDFND01 0 44,770 0
MGM RESORTS INTERNATIONALCOM5529531014,38999,938SHDFND01 0 99,938 0
MICROCHIP TECHNOLOGY INC.COM59501710443,146481,597SHDFND01 0 461,497 0
MICROCHIP TECHNOLOGY INC.NOTE 1.625% 2/1595017AF111,5534,500,000SHDFND01 0 98,516 0
MICRON TECHNOLOGY INCCOM59511210358,061919,992SHDFND01 0 909,809 0
MICRON TECHNOLOGY INCCOM59511210386,6711,373,339SHDFND05 0 1,073,480 0
MICRON TECHNOLOGY INCCOM5951121037,895125,105SHDFND02 0 125,105 0
MICRON TECHNOLOGY INCCOM5951121032544,019SHDFND03 0 0 0
MICRON TECHNOLOGY INCCOM5951121031,91130,282SHDFND06 0 21,762 0
MICROSOFT CORPCOM594918104524,1551,539,189SHDFND05 0 1,237,914 0
MICROSOFT CORPCOM59491810417,05650,085SHDFND06 0 40,916 0
MICROSOFT CORPCOM59491810476,886225,778SHDFND02 0 225,778 0
MICROSOFT CORPCOM5949181041,328,6593,901,624SHDFND01 0 3,809,838 0
MICROSOFT CORPCOM5949181041,3954,097SHDFND03 0 0 0
MID-AMER APT CMNTYS INCCOM59522J1038,10453,366SHDFND01 0 12,565 0
MIDDLEBY CORPNOTE 1.000% 9/0596278AB74,9684,000,000SHDFND01 0 31,098 0
MODERNA INCCOM60770K1075,36644,165SHDFND01 0 41,481 0
MOHAWK INDS INCCOM6081901042942,851SHDFND01 0 2,851 0
MOLINA HEALTHCARE INCCOM60855R10019,76665,616SHDFND01 0 59,335 0
MOLSON COORS BEVERAGE COCL B60871R2092,80142,542SHDFND01 0 36,289 0
MONDELEZ INTL INCCL A60920710546,613639,054SHDFND01 0 636,001 0
MONDELEZ INTL INCCL A6092071051,97827,125SHDFND06 0 18,641 0
MONGODB INCCL A60937P10610,19524,805SHDFND01 0 23,873 0
MONGODB INCNOTE 0.250% 1/160937PAD87,9204,000,000SHDFND01 0 18,940 0
MONOLITHIC PWR SYS INCCOM609839105270499SHDFND01 0 499 0
MONSTER BEVERAGE CORP NEWCOM61174X1091,28022,291SHDFND01 0 8,230 0
MOODYS CORPCOM61536910557,202164,507SHDFND01 0 162,164 0
MORGAN STANLEYCOM NEW61744644812,070141,338SHDFND01 0 124,565 0
MORNINGSTAR INCCOM6177001091,9119,748SHDFND01 0 0 0
MORNINGSTAR INCCOM6177001093,65918,660SHDFND05 0 18,660 0
MOSAIC CO NEWCOM61945C1032,74878,521SHDFND01 0 78,521 0
MOTOROLA SOLUTIONS INCCOM NEW62007630777,390263,877SHDFND01 0 257,448 0
MP MATERIALS CORPCOM CL A5533681017,680335,669SHDFND05 0 335,669 0
MP MATERIALS CORPCOM CL A5533681012,20496,327SHDFND01 0 1,679 0
MSA SAFETY INCCOM55349810614,64984,207SHDFND05 0 84,207 0
MSA SAFETY INCCOM5534981064,53026,039SHDFND01 0 0 0
MSCI INCCOM55354G1002,6555,658SHDFND01 0 4,574 0
NASDAQ INCCOM6311031085,560111,538SHDFND01 0 111,538 0
NETAPP INCCOM64110D10426,382345,314SHDFND01 0 345,314 0
NETFLIX INCCOM64110L10639,52689,732SHDFND01 0 86,094 0
NEUROCRINE BIOSCIENCES INCCOM64125C1093,18033,722SHDFND01 0 2,424 0
NEUROCRINE BIOSCIENCES INCCOM64125C10958,777623,300SHDFND05 0 623,300 0
NEUROCRINE BIOSCIENCES INCNOTE 2.250% 5/164125CAD13,9403,100,000SHDFND01 0 40,831 0
NEVRO CORPCOM64157F1032,07481,594SHDFND05 0 81,594 0
NEVRO CORPCOM64157F10351220,135SHDFND01 0 0 0
NEW RELIC INCCOM64829B1004,28765,512SHDFND01 0 25,039 0
NEW RELIC INCCOM64829B100105,4211,610,964SHDFND05 0 1,259,613 0
NEW RELIC INCCOM64829B1003114,750SHDFND03 0 0 0
NEWMONT CORPCOM65163910678,7911,846,952SHDFND01 0 1,813,270 0
NEWS CORP NEWCL A65249B1091,69186,740SHDFND01 0 86,740 0
NEXSTAR MEDIA GROUP INCCOMMON STOCK65336K10311,88271,341SHDFND05 0 71,341 0
NEXSTAR MEDIA GROUP INCCOMMON STOCK65336K1032,71916,323SHDFND01 0 0 0
NEXTERA ENERGY INCCOM65339F10170,796954,130SHDFND01 0 940,062 0
NEXTERA ENERGY INCCOM65339F1011,66922,494SHDFND02 0 22,494 0
NEXTRACKER INCCLASS A COM65290E10128,138706,817SHDFND02 0 695,500 0
NIKE INCCL B654106103137,1201,242,364SHDFND05 0 1,037,162 0
NIKE INCCL B65410610365,265591,332SHDFND01 0 580,651 0
NIKE INCCL B6541061033002,715SHDFND03 0 0 0
NIO INCSPON ADS62914V1064,306444,391SHDFND01 0 444,391 0
NIO INCSPON ADS62914V10625426,164SHDFND06 0 26,164 0
NIO INCNOTE 2/062914VAE6238250,000SHDFND01 0 2,686 0
NORDSON CORPCOM6556631021,0934,405SHDFND01 0 4,405 0
NORFOLK SOUTHN CORPCOM6558441085,31523,439SHDFND01 0 20,623 0
NORTHERN TR CORPCOM66585910425,482343,705SHDFND01 0 340,220 0
NOVOCURE LTDNOTE 11/067011XAB92,5723,000,000SHDFND01 0 17,832 0
NOVOCURE LTDORD SHSG6674U10846011,090SHDFND01 0 11,090 0
NUCOR CORPCOM67034610517,934109,368SHDFND01 0 100,325 0
NVIDIA CORPORATIONCOM67066G104125,447296,551SHDFND05 0 241,867 0
NVIDIA CORPORATIONCOM67066G104344814SHDFND03 0 0 0
NVIDIA CORPORATIONCOM67066G104538,1771,272,226SHDFND01 0 1,242,902 0
NVIDIA CORPORATIONCOM67066G1046,91716,351SHDFND06 0 13,427 0
NVIDIA CORPORATIONCOM67066G10439,55593,506SHDFND02 0 93,506 0
NVR INCCOM62944T10535,3865,572SHDFND01 0 5,572 0
NXP SEMICONDUCTORS N VCOMN6596X1095122,500SHDFND02 0 2,500 0
NXP SEMICONDUCTORS N VCOMN6596X109131,044640,240SHDFND01 0 637,637 0
OATLY GROUP ABSPONSORED ADS67421J1084,6022,244,710SHDFND02 0 2,244,710 0
OCCIDENTAL PETE CORPCOM67459910599116,855SHDFND01 0 4,553 0
OCEANEERING INTL INCCOM6752321022,571137,493SHDFND01 0 0 0
OCEANEERING INTL INCCOM6752321029,214492,736SHDFND05 0 492,736 0
OKTA INCCL A6792951054,47864,566SHDFND01 0 62,966 0
OKTA INCNOTE 0.125% 9/0679295AD72,7283,000,000SHDFND01 0 15,897 0
OKTA INCNOTE 0.375% 6/1679295AF21,8302,143,000SHDFND01 0 8,982 0
OLD DOMINION FREIGHT LINE INCOM6795801001,2673,426SHDFND05 0 3,426 0
OLD DOMINION FREIGHT LINE INCOM67958010031,58585,423SHDFND01 0 85,423 0
OMEGA HEALTHCARE INVS INCCOM6819361003,434111,896SHDFND01 0 111,896 0
OMNICOM GROUP INCCOM68191910628,828302,975SHDFND01 0 295,865 0
ON SEMICONDUCTOR CORPCOM68218910526,192276,930SHDFND01 0 262,710 0
ON SEMICONDUCTOR CORPNOTE 5/0682189AS411,8756,500,000SHDFND01 0 122,717 0
ONEOK INC NEWCOM6826801032,36738,353SHDFND01 0 38,353 0
ORACLE CORPCOM68389X10552,793443,301SHDFND01 0 407,575 0
OREILLY AUTOMOTIVE INCCOM67103H10723,46824,566SHDFND01 0 22,384 0
ORIGIN MATERIALS INCCOM68622D10627,8886,546,523SHDFND02 0 6,442,202 0
ORMAT TECHNOLOGIES INCCOM6866881022,01124,990SHDFND01 0 24,990 0
OSHKOSH CORPCOM6882392019,753112,634SHDFND05 0 112,634 0
OSHKOSH CORPCOM6882392012,52829,192SHDFND01 0 0 0
OTIS WORLDWIDE CORPCOM68902V10754,285609,873SHDFND01 0 606,275 0
OWENS CORNING NEWCOM69074210120,194154,745SHDFND01 0 154,745 0
PACCAR INCCOM69371810832,814392,281SHDFND01 0 392,281 0
PACIFIC PREMIER BANCORPCOM69478X1051,06551,480SHDFND01 0 0 0
PACIFIC PREMIER BANCORPCOM69478X1054,233204,696SHDFND05 0 204,696 0
PACKAGING CORP AMERCOM6951561096454,882SHDFND01 0 4,882 0
PALANTIR TECHNOLOGIES INCCL A69608A10833321,748SHDFND01 0 21,748 0
PALO ALTO NETWORKS INCCOM697435105101,965399,065SHDFND01 0 398,988 0
PALO ALTO NETWORKS INCCOM697435105219,820860,319SHDFND05 0 639,118 0
PALO ALTO NETWORKS INCCOM69743510529,860116,863SHDFND02 0 116,863 0
PALO ALTO NETWORKS INCCOM6974351052,60210,185SHDFND06 0 7,281 0
PALO ALTO NETWORKS INCCOM6974351056522,552SHDFND03 0 0 0
PARAMOUNT GLOBALCLASS B COM92556H2061,955122,886SHDFND01 0 117,073 0
PARAMOUNT GROUP INCCOM69924R1089621,628SHDFND01 0 21,628 0
PARK HOTELS & RESORTS INCCOM70051710528422,174SHDFND01 0 22,174 0
PARKER-HANNIFIN CORPCOM7010941046,40416,420SHDFND01 0 13,725 0
PAYCHEX INCCOM70432610746,759417,976SHDFND01 0 417,976 0
PAYCOM SOFTWARE INCCOM70432V102235731SHDFND03 0 0 0
PAYCOM SOFTWARE INCCOM70432V1023,55911,078SHDFND01 0 11,078 0
PAYCOM SOFTWARE INCCOM70432V10282,948258,212SHDFND05 0 191,111 0
PAYLOCITY HLDG CORPCOM70438V1062,77715,050SHDFND01 0 15,050 0
PAYPAL HLDGS INCCOM70450Y103125,0331,873,715SHDFND01 0 1,864,667 0
PDD HOLDINGS INCSPONSORED ADS7223041025628,135SHDFND02 0 32,540 0
PDD HOLDINGS INCNOTE 12/0722304AC67,2827,500,000SHDFND01 0 157,377 0
PEBBLEBROOK HOTEL TRCOM70509V10023817,104SHDFND01 0 17,104 0
PEGASYSTEMS INCNOTE 0.750% 3/0705573AB94,0984,500,000SHDFND01 0 33,320 0
PENTAIR PLCSHSG7S00T10443,828678,456SHDFND01 0 678,456 0
PEPSICO INCCOM71344810822,621122,128SHDFND05 0 122,128 0
PEPSICO INCCOM7134481082,45013,229SHDFND06 0 9,240 0
PEPSICO INCCOM713448108193,3291,043,780SHDFND01 0 1,018,008 0
PFIZER INCCOM71708110362,4171,701,660SHDFND01 0 1,647,248 0
PHILLIPS 66COM7185461045,94062,281SHDFND01 0 42,666 0
PIONEER NAT RES COCOM7237871079904,778SHDFND01 0 454 0
PLANET FITNESS INCCL A72703H10110,275152,355SHDFND05 0 152,355 0
PLANET FITNESS INCCL A72703H1012,46136,487SHDFND01 0 0 0
PLEXUS CORPCOM7291321003,88139,501SHDFND01 0 15,216 0
PLEXUS CORPCOM72913210088,943905,368SHDFND05 0 719,451 0
PLEXUS CORPCOM7291321002782,832SHDFND03 0 0 0
PLUG POWER INCCOM NEW72919P2021,415136,224SHDFND01 0 130,243 0
PLUG POWER INCCOM NEW72919P202229,00522,040,890SHDFND02 0 21,684,772 0
PNC FINL SVCS GROUP INCCOM69347510540,234319,448SHDFND01 0 316,437 0
POLESTAR AUTOMOTIVE HLDG UKADS A7311052017,3541,925,193SHDFND02 0 1,925,193 0
POOL CORPCOM73278L10535,24194,067SHDFND01 0 94,067 0
POST HLDGS INCCOM7374461042,42427,969SHDFND01 0 0 0
POWER INTEGRATIONS INCCOM73927610310,713113,160SHDFND05 0 113,160 0
POWER INTEGRATIONS INCCOM7392761032,73828,925SHDFND01 0 0 0
PPG INDS INCCOM69350610730,032202,511SHDFND01 0 200,109 0
PPL CORPCOM69351T10648618,373SHDFND01 0 0 0
PRICE T ROWE GROUP INCCOM74144T10829,678264,938SHDFND01 0 261,316 0
PRICE T ROWE GROUP INCCOM74144T1089838,773SHDFND05 0 8,773 0
PRINCIPAL FINANCIAL GROUP INCOM74251V1027,913104,343SHDFND01 0 104,343 0
PROCEPT BIOROBOTICS CORPCOM74276L1057,903223,553SHDFND05 0 223,553 0
PROCTER AND GAMBLE COCOM74271810972,249476,140SHDFND01 0 468,513 0
PROCTER AND GAMBLE COCOM7427181092,99719,748SHDFND06 0 13,835 0
PROGRESSIVE CORPCOM74331510321,307160,965SHDFND01 0 141,550 0
PROLOGIS INC.COM74340W103150,2791,225,469SHDFND01 0 1,188,706 0
PRUDENTIAL FINL INCCOM74432010251,931588,649SHDFND01 0 578,670 0
PTC INCCOM69370C1001,68211,823SHDFND01 0 11,823 0
PTC THERAPEUTICS INCCOM69366J20019,557480,865SHDFND05 0 480,865 0
PTC THERAPEUTICS INCCOM69366J2001,91547,081SHDFND01 0 0 0
PUBLIC STORAGECOM74460D1098,04627,566SHDFND01 0 24,081 0
PUBLIC SVC ENTERPRISE GRP INCOM7445731066,968111,286SHDFND01 0 111,286 0
PULMONX CORPCOM74584810111,901907,792SHDFND05 0 907,792 0
PULTE GROUP INCCOM7458671014,90563,138SHDFND01 0 63,138 0
PURE STORAGE INCCL A74624M1027,126193,532SHDFND01 0 78,663 0
PURE STORAGE INCCL A74624M102167,3994,546,410SHDFND05 0 3,417,749 0
PURE STORAGE INCCL A74624M10254914,912SHDFND03 0 0 0
PURECYCLE TECHNOLOGIES INCCOM74623V10336,7403,436,849SHDFND02 0 3,382,310 0
QORVO INCCOM74736K10114,893145,971SHDFND01 0 145,971 0
QUALCOMM INCCOM7475251033522,954SHDFND06 0 2,954 0
QUALCOMM INCCOM74752510346,928394,222SHDFND01 0 383,983 0
QUANTA SVCS INCCOM74762E1025462,780SHDFND02 0 2,780 0
QUANTA SVCS INCCOM74762E10221,092107,365SHDFND01 0 107,365 0
QUANTUMSCAPE CORPCOM CL A74767V10954,7736,855,179SHDFND02 0 6,742,297 0
QUEST DIAGNOSTICS INCCOM74834L10027,704197,094SHDFND01 0 192,857 0
RADIAN GROUP INCCOM7502361012,26789,674SHDFND01 0 0 0
RADIAN GROUP INCCOM75023610112,615499,011SHDFND05 0 499,011 0
RALPH LAUREN CORPCL A7512121014,91839,884SHDFND01 0 39,884 0
RAPID7 INCCOM75342210430,510673,805SHDFND05 0 525,022 0
RAPID7 INCCOM7534221041,54634,148SHDFND01 0 10,825 0
RAYMOND JAMES FINL INCCOM7547301092,20221,223SHDFND01 0 21,223 0
REALOGY GRP LLC/REALOGY CONOTE 0.250% 6/175606DAP63,6955,000,000SHDFND01 0 204,199 0
REALTY INCOME CORPCOM75610910419,546326,915SHDFND01 0 24,889 0
REDFIN CORPNOTE 10/175737FAC23,2694,000,000SHDFND01 0 55,168 0
REDFIN CORPNOTE 0.500% 4/075737FAE86921,000,000SHDFND01 0 10,692 0
REGAL REXNORD CORPORATIONCOM7587501032,07413,474SHDFND01 0 0 0
REGENCY CTRS CORPCOM75884910367510,923SHDFND01 0 10,923 0
REGENERON PHARMACEUTICALSCOM75886F10720,90129,088SHDFND05 0 29,088 0
REGENERON PHARMACEUTICALSCOM75886F10762,32186,733SHDFND01 0 85,229 0
REGIONS FINANCIAL CORP NEWCOM7591EP10029,4521,652,751SHDFND01 0 1,652,751 0
RELIANCE STEEL & ALUMINUM COCOM75950910214,01151,588SHDFND01 0 51,588 0
REPLIGEN CORPCOM75991610916,263114,967SHDFND01 0 102,425 0
REPLIGEN CORPCOM75991610931,211220,632SHDFND05 0 220,632 0
REPUBLIC SVCS INCCOM7607591003,17120,700SHDFND02 0 20,700 0
REPUBLIC SVCS INCCOM7607591001,4829,675SHDFND05 0 9,675 0
REPUBLIC SVCS INCCOM76075910060,581395,517SHDFND01 0 386,499 0
RESMED INCCOM7611521072,1789,969SHDFND01 0 9,969 0
REVVITY INCCOM7140461091,1069,309SHDFND01 0 9,309 0
REXFORD INDL RLTY INCCOM76169C1003,35564,245SHDFND01 0 15,259 0
REXFORD INDL RLTY INCCOM76169C1009,752186,746SHDFND05 0 186,746 0
RINGCENTRAL INCNOTE 3/076680RAF45,5136,000,000SHDFND01 0 16,647 0
RIVIAN AUTOMOTIVE INCCOM CL A76954A10313,719823,467SHDFND01 0 822,452 0
RLJ LODGING TRCOM74965L1012,385232,200SHDFND01 0 13,856 0
RLJ LODGING TRCOM74965L10110,078981,332SHDFND05 0 981,332 0
ROBERT HALF INTL INCCOM77032310318,861250,749SHDFND01 0 250,749 0
ROCKWELL AUTOMATION INCCOM77390310944,807136,005SHDFND01 0 133,925 0
ROLLINS INCCOM7757111041,23828,895SHDFND01 0 11,116 0
ROPER TECHNOLOGIES INCCOM77669610648,668101,223SHDFND01 0 98,360 0
ROSS STORES INCCOM7782961034,54640,541SHDFND01 0 36,639 0
ROYAL CARIBBEAN GROUPCOMV7780T1034314,158SHDFND01 0 427 0
ROYAL GOLD INCCOM7802871086865,978SHDFND05 0 5,978 0
ROYALTY PHARMA PLCSHS CLASS AG7709Q1044,348141,431SHDFND01 0 141,431 0
RPM INTL INCCOM7496851034845,392SHDFND01 0 5,392 0
RYMAN HOSPITALITY PPTYS INCCOM78377T1077478,034SHDFND01 0 8,034 0
S&P GLOBAL INCCOM78409V1041,7654,403SHDFND06 0 3,045 0
S&P GLOBAL INCCOM78409V10493,747233,848SHDFND01 0 229,319 0
SAIA INCCOM78709Y1052,6017,595SHDFND01 0 0 0
SAIA INCCOM78709Y1055,52716,142SHDFND05 0 16,142 0
SALESFORCE INCCOM79466L30298,036464,056SHDFND05 0 350,325 0
SALESFORCE INCCOM79466L3025612,656SHDFND06 0 2,656 0
SALESFORCE INCCOM79466L302140,411664,636SHDFND01 0 656,874 0
SALESFORCE INCCOM79466L3022771,310SHDFND03 0 0 0
SBA COMMUNICATIONS CORP NEWCL A78410G10411,20548,346SHDFND01 0 48,346 0
SCHLUMBERGER LTDCOM STK80685710819,113389,117SHDFND01 0 359,218 0
SCHWAB CHARLES CORPCOM8085131057,305128,884SHDFND01 0 113,918 0
SEA LTDSPONSORD ADS81141R1003646,271SHDFND01 0 6,271 0
SEA LTDSPONSORD ADS81141R1001,80631,120SHDFND05 0 31,120 0
SEA LTDSPONSORD ADS81141R1004,50277,573SHDFND04 0 77,573 0
SEA LTDSPONSORD ADS81141R1003916,742SHDFND02 0 6,742 0
SEA LTDNOTE 2.375%12/081141RAF75,0755,000,000SHDFND01 0 55,275 0
SEA LTDNOTE 0.250% 9/181141RAG58,42610,500,000SHDFND01 0 15,723 0
SEAGEN INCCOM81181C1048,09042,034SHDFND05 0 42,034 0
SEAGEN INCCOM81181C1044,92925,610SHDFND01 0 20,915 0
SEALED AIR CORP NEWCOM81211K1002305,751SHDFND01 0 5,751 0
SEMPRACOM8168511097,99155,154SHDFND01 0 49,992 0
SENSIENT TECHNOLOGIES CORPCOM81725T1002,83739,890SHDFND01 0 0 0
SENSIENT TECHNOLOGIES CORPCOM81725T10010,002140,613SHDFND05 0 140,613 0
SERVICENOW INCCOM81762P102303540SHDFND06 0 540 0
SERVICENOW INCCOM81762P10224,71143,972SHDFND01 0 42,025 0
SHERWIN WILLIAMS COCOM82434810662,018233,570SHDFND01 0 230,280 0
SHOCKWAVE MED INCCOM82489T1041,5925,578SHDFND01 0 0 0
SHOCKWAVE MED INCCOM82489T1047,20125,230SHDFND05 0 25,230 0
SHOPIFY INCCL A82509L107107,9671,671,309SHDFND05 0 1,635,915 0
SHOPIFY INCCL A82509L1073645,628SHDFND03 0 0 0
SHOPIFY INCCL A82509L1076,678103,367SHDFND01 0 103,367 0
SHOPIFY INCNOTE 0.125%11/082509LAA54,5265,000,000SHDFND01 0 34,720 0
SILK RD MED INCCOM82710M10018,519569,978SHDFND05 0 569,978 0
SILK RD MED INCCOM82710M1001,65450,916SHDFND01 0 0 0
SIMON PPTY GROUP INC NEWCOM8288061098,55074,043SHDFND01 0 38,535 0
SIMON PPTY GROUP INC NEWCOM8288061091,1469,920SHDFND05 0 9,920 0
SIRIUS XM HOLDINGS INCCOM82968B10330968,221SHDFND01 0 60,870 0
SKYWORKS SOLUTIONS INCCOM83088M1021,29811,722SHDFND01 0 11,722 0
SMITH A O CORPCOM8318652091,74423,956SHDFND01 0 2,396 0
SMUCKER J M COCOM NEW83269640523,516159,248SHDFND01 0 143,396 0
SNAP INCCL A83304A1062,080175,710SHDFND01 0 166,726 0
SNAP INCNOTE 5/083304AAF35,6127,600,000SHDFND01 0 85,152 0
SNAP ON INCCOM8330341015301,839SHDFND01 0 1,839 0
SOCIEDAD QUIMICA Y MINERA DESPON ADR SER B8336351051,09315,045SHDFND01 0 15,045 0
SOCIEDAD QUIMICA Y MINERA DESPON ADR SER B8336351052,45233,766SHDFND02 0 33,766 0
SOCIEDAD QUIMICA Y MINERA DESPON ADR SER B8336351052563,532SHDFND03 0 3,532 0
SOLAREDGE TECHNOLOGIES INCCOM83417M10411,85344,054SHDFND01 0 44,054 0
SOUTHERN COCOM8425871072,22231,634SHDFND01 0 0 0
SOUTHSTATE CORPORATIONCOM8404411091,33720,323SHDFND01 0 0 0
SOUTHSTATE CORPORATIONCOM8404411094,66670,906SHDFND05 0 70,906 0
SOUTHWEST AIRLS COCOM84474110838710,696SHDFND01 0 2,443 0
SOUTHWEST AIRLS CONOTE 1.250% 5/0844741BG214,25312,400,000SHDFND01 0 329,162 0
SPIRIT AIRLS INCNOTE 1.000% 5/1848577AB83,2264,000,000SHDFND01 0 94,440 0
SPLUNK INCCOM8486371042,03619,187SHDFND01 0 19,187 0
SPLUNK INCNOTE 0.500% 9/1848637AC85,7885,900,000SHDFND01 0 39,785 0
SPLUNK INCNOTE 1.125% 9/1848637AD64,5054,500,000SHDFND01 0 30,345 0
SPLUNK INCNOTE 1.125% 6/1848637AF12,8813,333,000SHDFND01 0 13,053 0
SPROUTS FMRS MKT INCCOM85208M1022,73874,549SHDFND01 0 0 0
SPROUTS FMRS MKT INCCOM85208M10220,454556,866SHDFND05 0 556,866 0
STANDARD LITHIUM LTDCOM85360610126,3085,846,153SHDFND02 0 5,749,912 0
STANLEY BLACK & DECKER INCCOM8545021011,07211,443SHDFND01 0 9,510 0
STARBUCKS CORPCOM85524410959,324598,868SHDFND05 0 598,868 0
STARBUCKS CORPCOM85524410916,458166,139SHDFND01 0 166,139 0
STATE STR CORPCOM85747710325,059342,424SHDFND01 0 342,424 0
STEEL DYNAMICS INCCOM85811910025,528234,355SHDFND01 0 222,569 0
STEM INCCOM85859N10217,5613,070,141SHDFND02 0 3,054,442 0
STERICYCLE INCCOM8589121082,50854,000SHDFND01 0 54,000 0
STMICROELECTRONICS N VNY REGISTRY86101210284,6991,694,320SHDFND05 0 1,284,399 0
STRYKER CORPORATIONCOM86366710111,56437,904SHDFND01 0 33,890 0
SUN CMNTYS INCCOM8666741043,86729,639SHDFND01 0 4,879 0
SUNNOVA ENERGY INTL INC.COM86745K104217,97511,904,678SHDFND02 0 11,713,995 0
SUNRUN INCCOM86771W105183,40310,268,938SHDFND02 0 10,102,216 0
SUNSTONE HOTEL INVS INC NEWCOM86789210128127,795SHDFND01 0 27,795 0
SYNCHRONY FINANCIALCOM87165B1037,743228,286SHDFND01 0 228,286 0
SYNEOS HEALTH INCCL A87166B1028,623204,630SHDFND01 0 204,630 0
SYNOPSYS INCCOM87160710740,44092,879SHDFND01 0 92,879 0
SYSCO CORPCOM8718291073,83551,686SHDFND01 0 42,864 0
T-MOBILE US INCCOM8725901044,78434,443SHDFND01 0 26,233 0
TAIWAN SEMICONDUCTOR MFG LTDSPONSORED ADS8740391005,53554,848SHDFND02 0 274,240 0
TAIWAN SEMICONDUCTOR MFG LTDSPONSORED ADS874039100217,8312,158,448SHDFND05 0 7,832,520 0
TAIWAN SEMICONDUCTOR MFG LTDSPONSORED ADS8740391004,63545,926SHDFND01 0 229,630 0
TAKE-TWO INTERACTIVE SOFTWARCOM87405410921,689147,381SHDFND01 0 147,381 0
TANDEM DIABETES CARE INCCOM NEW87537220368928,062SHDFND01 0 0 0
TANDEM DIABETES CARE INCCOM NEW8753722039,791398,963SHDFND05 0 398,963 0
TAPESTRY INCCOM8760301071,53235,799SHDFND01 0 35,799 0
TARGA RES CORPCOM87612G1012603,412SHDFND01 0 3,412 0
TARGET CORPCOM87612E10621,928166,244SHDFND01 0 160,681 0
TE CONNECTIVITY LTDSHSH849891041,44110,280SHDFND06 0 7,099 0
TE CONNECTIVITY LTDSHSH8498910432,749233,651SHDFND01 0 227,059 0
TELEDYNE TECHNOLOGIES INCCOM8793601051,2783,108SHDFND01 0 1,983 0
TELEFLEX INCORPORATEDCOM8793691065782,387SHDFND01 0 2,387 0
TELUS CORPORATIONCOM87971M10321,598837,796SHDFND01 0 819,076 0
TENET HEALTHCARE CORPCOM NEW88033G4074,52855,639SHDFND01 0 55,639 0
TERADYNE INCCOM8807701024413,964SHDFND01 0 3,964 0
TERRENO RLTY CORPCOM88146M1014537,536SHDFND01 0 7,536 0
TESLA INCCOM88160R10191,723350,397SHDFND02 0 344,638 0
TESLA INCCOM88160R101372,7151,423,826SHDFND01 0 1,404,696 0
TESLA INCCOM88160R101118,993454,571SHDFND05 0 454,571 0
TETRA TECH INC NEWCOM88162G1033181,944SHDFND01 0 1,944 0
TEXAS INSTRS INCCOM882508104387,4582,152,303SHDFND01 0 2,134,803 0
TEXAS INSTRS INCCOM8825081042,71915,104SHDFND06 0 11,147 0
TEXAS PACIFIC LAND CORPORATICOM88262P1028,7746,665SHDFND01 0 6,665 0
TEXAS ROADHOUSE INCCOM8826811093,42930,536SHDFND01 0 0 0
TFS FINL CORPCOM87240R10713810,596SHDFND01 0 10,596 0
THE CIGNA GROUPCOM12552310052,378186,663SHDFND01 0 181,693 0
THE TRADE DESK INCCOM CL A88339J1053,25942,208SHDFND01 0 37,810 0
THERMO FISHER SCIENTIFIC INCCOM88355610258,768112,636SHDFND01 0 108,741 0
THERMO FISHER SCIENTIFIC INCCOM88355610262,004118,839SHDFND05 0 118,839 0
THOMSON REUTERS CORP.COM88490380861,373343,132SHDFND01 0 338,987 0
TIMKEN COCOM88738910410,598115,787SHDFND01 0 0 0
TJX COS INC NEWCOM8725401092,56030,198SHDFND05 0 30,198 0
TJX COS INC NEWCOM872540109145,9491,721,295SHDFND01 0 1,690,935 0
TJX COS INC NEWCOM87254010927,420323,387SHDFND02 0 323,387 0
TJX COS INC NEWCOM8725401092,46329,052SHDFND06 0 20,242 0
TOPGOLF CALLAWAY BRANDS CORPNOTE 2.750% 5/0131193AE42,5982,000,000SHDFND01 0 113,540 0
TORO COCOM8910921089689,525SHDFND01 0 9,525 0
TRACTOR SUPPLY COCOM89235610624,432110,500SHDFND01 0 106,364 0
TRANSDIGM GROUP INCCOM8936411009931,111SHDFND01 0 0 0
TRANSUNIONCOM89400J1076187,891SHDFND01 0 7,891 0
TRAVEL PLUS LEISURE COCOM8941641022,43460,345SHDFND01 0 0 0
TRAVELERS COMPANIES INCCOM89417E10962,065357,393SHDFND01 0 350,319 0
TRIMBLE INCCOM8962391001,52328,769SHDFND02 0 28,769 0
TRIMBLE INCCOM89623910012,840242,536SHDFND01 0 242,536 0
TRUIST FINL CORPCOM89832Q10937,3701,231,288SHDFND01 0 1,217,342 0
TWILIO INCCL A90138F1024,75974,797SHDFND01 0 72,926 0
TYLER TECHNOLOGIES INCCOM902252105252605SHDFND01 0 605 0
TYLER TEX INDPT SCH DISTNOTE 0.250% 3/1902252AB17,8917,600,000SHDFND01 0 10,336 0
TYSON FOODS INCCL A90249410362512,250SHDFND01 0 12,250 0
UBER TECHNOLOGIES INCCOM90353T1003,07671,247SHDFND01 0 61,645 0
UBIQUITI INCCOM90353W1031,7169,763SHDFND01 0 9,763 0
UDR INCCOM90265310412,265285,503SHDFND01 0 46,390 0
UGI CORP NEWCOM90268110550418,674SHDFND01 0 18,674 0
ULTA BEAUTY INCCOM90384S30321,05844,747SHDFND01 0 44,747 0
ULTA BEAUTY INCCOM90384S30337,15678,955SHDFND05 0 78,955 0
UNDER ARMOUR INCNOTE 1.500% 6/0904311AC12,9863,077,000SHDFND01 0 313,420 0
UNION PAC CORPCOM90781810869,766340,955SHDFND01 0 335,038 0
UNION PAC CORPCOM90781810823,425114,482SHDFND05 0 114,482 0
UNION PAC CORPCOM90781810819,48795,233SHDFND02 0 95,233 0
UNION PAC CORPCOM9078181082,51612,294SHDFND06 0 8,564 0
UNITED BANKSHARES INC WEST VCOM9099071078,461285,174SHDFND05 0 285,174 0
UNITED BANKSHARES INC WEST VCOM9099071072,34078,880SHDFND01 0 0 0
UNITED CMNTY BKS BLAIRSVLE GCOM90984P3038,529341,287SHDFND05 0 341,287 0
UNITED CMNTY BKS BLAIRSVLE GCOM90984P3032,20588,250SHDFND01 0 0 0
UNITED PARCEL SERVICE INCCL B91131210614,98583,598SHDFND01 0 76,928 0
UNITED RENTALS INCCOM91136310913,80430,994SHDFND05 0 30,994 0
UNITED RENTALS INCCOM91136310962,305139,894SHDFND01 0 138,358 0
UNITED THERAPEUTICS CORP DELCOM91307C1024411,998SHDFND01 0 1,182 0
UNITEDHEALTH GROUP INCCOM91324P102195,778407,328SHDFND01 0 400,397 0
UNITEDHEALTH GROUP INCCOM91324P10230,80464,089SHDFND02 0 64,089 0
UNITEDHEALTH GROUP INCCOM91324P102148,855309,701SHDFND05 0 309,701 0
UNITY SOFTWARE INCCOM91332U1013057,013SHDFND01 0 3,874 0
UNITY SOFTWARE INCNOTE 11/191332UAB77,1549,000,000SHDFND01 0 22,674 0
UNIVERSAL HLTH SVCS INCCL B9139031003,05619,372SHDFND01 0 19,372 0
US BANCORP DELCOM NEW9029733046,253189,250SHDFND01 0 175,528 0
US FOODS HLDG CORPCOM9120081091,38431,448SHDFND05 0 31,448 0
V F CORPCOM91820410823,6311,237,885SHDFND01 0 1,232,626 0
VAIL RESORTS INCCOM91879Q10921,56285,644SHDFND01 0 84,988 0
VAIL RESORTS INCNOTE 1/091879QAN94,4525,000,000SHDFND01 0 7,726 0
VALE S ASPONSORED ADS91912E10538028,346SHDFND01 0 28,346 0
VALE S ASPONSORED ADS91912E1054,728352,324SHDFND03 0 352,324 0
VALERO ENERGY CORPCOM91913Y1004,39037,429SHDFND01 0 23,231 0
VALVOLINE INCCOM92047W1012,60369,389SHDFND01 0 0 0
VEEVA SYS INCCL A COM9224751084,87524,656SHDFND01 0 22,615 0
VENTAS INCCOM92276F10019,429411,028SHDFND01 0 116,348 0
VEON LTDSPONSORED ADS91822M50210,249501,439SHDFND03 0 12,030,725 0
VERICEL CORPCOM92346J1083,00179,884SHDFND01 0 0 0
VERICEL CORPCOM92346J10835,575946,893SHDFND05 0 946,893 0
VERISIGN INCCOM92343E10263,946282,985SHDFND01 0 282,342 0
VERISK ANALYTICS INCCOM92345Y1062,87012,699SHDFND01 0 12,699 0
VERIZON COMMUNICATIONS INCCOM92343V10468,4401,840,283SHDFND01 0 1,767,984 0
VERTEX PHARMACEUTICALS INCCOM92532F10021,44560,939SHDFND02 0 60,939 0
VERTEX PHARMACEUTICALS INCCOM92532F100105,899300,925SHDFND01 0 289,201 0
VERTEX PHARMACEUTICALS INCCOM92532F10096,746274,918SHDFND05 0 274,918 0
VIATRIS INCCOM92556V1061,584158,671SHDFND01 0 140,098 0
VICI PPTYS INCCOM9256521096,411203,971SHDFND01 0 59,818 0
VIEW INCCOM CL A92671V1062,40919,890,993SHDFND02 0 19,890,993 0
VIEWRAY INCCOM92672L1073881,103,051SHDFND05 0 1,103,051 0
VIPSHOP HOLDINGS LIMITEDSPONSORED ADS A92763W1031,912115,864SHDFND01 0 23,173 0
VISA INCCOM CL A92826C83935,105147,823SHDFND02 0 147,823 0
VISA INCCOM CL A92826C8393,52514,843SHDFND06 0 10,351 0
VISA INCCOM CL A92826C8396512,743SHDFND03 0 0 0
VISA INCCOM CL A92826C839141,247594,775SHDFND01 0 575,298 0
VISA INCCOM CL A92826C839237,5781,000,413SHDFND05 0 788,689 0
VISTEON CORPCOM NEW92839U2067,84754,641SHDFND05 0 54,641 0
VISTEON CORPCOM NEW92839U2062,89920,189SHDFND01 0 0 0
VMWARE INCCL A COM9285634024,90034,104SHDFND01 0 28,632 0
VORNADO RLTY TRSH BEN INT92904210933018,204SHDFND01 0 18,204 0
VULCAN MATLS COCOM9291601091,9558,670SHDFND01 0 4,899 0
WABTECCOM9297401082672,437SHDFND01 0 2,437 0
WALGREENS BOOTS ALLIANCE INCCOM9314271082,15975,793SHDFND01 0 75,793 0
WALMART INCCOM93114210327,158172,782SHDFND01 0 152,859 0
WARNER BROS DISCOVERY INCCOM SER A9344231043,283261,816SHDFND01 0 246,173 0
WASTE CONNECTIONS INCCOM94106B10125,978181,750SHDFND01 0 173,112 0
WASTE CONNECTIONS INCCOM94106B10125,563178,847SHDFND02 0 178,847 0
WASTE CONNECTIONS INCCOM94106B1012,10114,701SHDFND05 0 14,701 0
WASTE MGMT INC DELCOM94106L1093,09317,836SHDFND02 0 17,836 0
WASTE MGMT INC DELCOM94106L10965,484377,602SHDFND01 0 362,329 0
WATERS CORPCOM94184810337,476140,603SHDFND01 0 140,603 0
WATSCO INCCOM9426222003841,006SHDFND01 0 1,006 0
WATTS WATER TECHNOLOGIES INCCL A9427491022,26012,299SHDFND01 0 0 0
WATTS WATER TECHNOLOGIES INCCL A9427491029,35150,897SHDFND05 0 50,897 0
WAYFAIR INCCL A94419L10122,462345,511SHDFND05 0 345,511 0
WAYFAIR INCCL A94419L1012,64040,602SHDFND01 0 0 0
WAYFAIR INCNOTE 0.625%10/094419LAM310,67512,450,000SHDFND01 0 29,845 0
WEBSTER FINL CORPCOM94789010938810,269SHDFND01 0 10,269 0
WEC ENERGY GROUP INCCOM92939U1061,06012,018SHDFND01 0 0 0
WELLS FARGO CO NEWCOM9497461011,21928,559SHDFND01 0 914 0
WELLTOWER INCCOM95040Q10467,401833,245SHDFND01 0 774,911 0
WEST FRASER TIMBER CO LTDCOM9528451053212,821SHDFND01 0 2,821 0
WEST PHARMACEUTICAL SVSC INCCOM95530610534,26589,588SHDFND01 0 89,588 0
WESTERN DIGITAL CORP.COM95810210513,419353,786SHDFND01 0 349,799 0
WESTERN DIGITAL CORP.NOTE 1.500% 2/0958102AP012,05412,500,000SHDFND01 0 61,520 0
WESTROCK COCOM96145D1052,70493,011SHDFND01 0 93,011 0
WEYERHAEUSER CO MTN BECOM NEW9621661042,81483,968SHDFND01 0 73,866 0
WHIRLPOOL CORPCOM9633201066094,096SHDFND01 0 4,096 0
WILLIAMS COS INCCOM9694571003,02592,694SHDFND01 0 69,966 0
WILLIS TOWERS WATSON PLC LTDSHSG966291032,2449,528SHDFND01 0 6,789 0
WINTRUST FINL CORPCOM97650W1082,27431,317SHDFND01 0 0 0
WINTRUST FINL CORPCOM97650W1087,707106,126SHDFND05 0 106,126 0
WOLFSPEED INCCOM9778521022203,951SHDFND01 0 3,951 0
WOLFSPEED INCNOTE 0.250% 2/1977852AB85,4017,000,000SHDFND01 0 55,021 0
WOODWARD INCCOM9807451037,37562,018SHDFND05 0 62,018 0
WOODWARD INCCOM9807451032,54521,402SHDFND01 0 0 0
WORKDAY INCCL A98138H10164,974287,634SHDFND01 0 285,192 0
WORKIVA INCNOTE 1.125% 8/198139AAB11,6161,150,000SHDFND01 0 14,347 0
WP CAREY INCCOM92936U1099,728143,984SHDFND01 0 9,976 0
XCEL ENERGY INCCOM98389B1005408,690SHDFND05 0 8,690 0
XCEL ENERGY INCCOM98389B1003,86462,160SHDFND01 0 41,813 0
XENIA HOTELS & RESORTS INCCOM98401710316913,689SHDFND01 0 13,689 0
XYLEM INCCOM98419M10098,781877,117SHDFND01 0 877,117 0
XYLEM INCCOM98419M1002,00717,825SHDFND06 0 12,220 0
XYLEM INCCOM98419M1005685,047SHDFND02 0 5,047 0
YANDEX N VSHS CLASS AN97284108 0 614,021SHDFND03 0 607,967 0
YANDEX N VSHS CLASS AN97284108 0 42,183SHDFND01 0 42,183 0
YANDEX N VSHS CLASS AN97284108 0 75,399SHDFND05 0 75,399 0
YUM BRANDS INCCOM98849810148,955353,337SHDFND01 0 339,504 0
YUM CHINA HLDGS INCCOM98850P1097,511132,940SHDFND05 0 132,940 0
YUM CHINA HLDGS INCCOM98850P10966,4411,175,955SHDFND04 0 935,196 0
YUM CHINA HLDGS INCCOM98850P1097,677135,873SHDFND01 0 135,873 0
ZEBRA TECHNOLOGIES CORPORATICL A9892071051,0633,592SHDFND01 0 3,592 0
ZIMMER BIOMET HOLDINGS INCCOM98956P10214,28098,076SHDFND01 0 98,076 0
ZOETIS INCCL A98978V10397,006563,299SHDFND01 0 556,514 0
ZOETIS INCCL A98978V1032,35413,668SHDFND02 0 13,668 0
ZOOM VIDEO COMMUNICATIONS INCL A98980L1011,49221,985SHDFND01 0 20,227 0
ZOOMINFO TECHNOLOGIES INCCOMMON STOCK98980F10416,919666,357SHDFND01 0 666,357 0
ZSCALER INCCOM98980G1026,35143,412SHDFND01 0 43,139 0
ZSCALER INCNOTE 0.125% 7/098980GAB88,7017,500,000SHDFND01 0 49,736 0
ZYMEWORKS INCCOM98985Y1081,037119,984SHDFND01 0 0 0
ZYMEWORKS INCCOM98985Y10817,7522,054,616SHDFND05 0 2,054,616 0