Location: London, United Kingdom
CIK: 0001535784 · Show all filings
Period: Q2 2023 (← Previous) (Next →)
Filing Date: Aug 14, 2023
Total Value: $2.126B (67.7% shares, 32.3% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | AKAMAI TECHNOLOGIES INC | 86,155,000 | $83.45M | 3.9% | $0.97 | $1.11 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | SOUTHWEST AIRLS CO | 59,248,000 | $68.26M | 3.2% | $1.15 | $1.21 | — | NOTE 1.250% 5/0 | 844741BG2 |
| MSFT | MICROSOFT CORP | 136,500 | $46.48M | 2.2% | $340.54 * | $193.42 | +58.8% | Call | 594918104 |
| MSFT | MICROSOFT CORP | 117,997 | $40.18M | 1.9% | $340.54 * | $193.42 | +58.8% | COM | 594918104 |
| AAPL | APPLE INC | 200,181 | $38.83M | 1.8% | $193.97 * | $123.75 | +39.0% | COM | 037833100 |
| — | FORD MTR CO DEL | 34,376,000 | $37.66M | 1.8% | $1.10 | $1.05 | — | NOTE 3/1 | 345370CZ1 |
| — | CYBERARK SOFTWARE LTD | 29,534,000 | $33.63M | 1.6% | $1.14 | $1.14 | — | NOTE 11/1 | 23248VAB1 |
| — | ANSYS INC | 94,940 | $31.36M | 1.5% | $330.27 | $274.06 | — | COM | 03662Q105 |
| SPGI | S&P GLOBAL INC | 78,051 | $31.29M | 1.5% | $400.89 * | $357.41 | +0.1% | COM | 78409V104 |
| CDNS | CADENCE DESIGN SYSTEM INC | 129,372 | $30.34M | 1.4% | $234.52 * | $189.68 | +14.7% | COM | 127387108 |
| — | JAZZ INVESTMENTS I LTD | 29,278,000 | $29.89M | 1.4% | $1.02 | $1.94 | — | NOTE 2.000% 6/1 | 472145AF8 |
| CARR | CARRIER GLOBAL CORPORATION | 595,315 | $29.59M | 1.4% | $49.71 * | $42.52 | 0.0% | COM | 14448C104 |
| — | SPLUNK INC | 29,153,000 | $29.23M | 1.4% | $1.00 | $1.24 | — | NOTE 1.125% 9/1 | 848637AD6 |
| GPK | GRAPHIC PACKAGING HLDG CO | 1,160,183 | $27.88M | 1.3% | $24.03 * | $24.37 | +3.0% | COM | 388689101 |
| NVDA | NVIDIA CORPORATION | 65,038 | $27.51M | 1.3% | $423.02 * | $21.23 | +56.2% | COM | 67066G104 |
| TMO | THERMO FISHER SCIENTIFIC INC | 52,411 | $27.35M | 1.3% | $521.75 * | $540.22 | -0.9% | COM | 883556102 |
| CCK | CROWN HLDGS INC | 308,743 | $26.82M | 1.3% | $86.87 * | $81.51 | -1.9% | COM | 228368106 |
| NEE | NEXTERA ENERGY INC | 360,094 | $26.72M | 1.3% | $74.20 * | $69.31 | +1.0% | COM | 65339F101 |
| MTZ | MASTEC INC | 226,172 | $26.68M | 1.3% | $117.97 * | $88.83 | +10.3% | COM | 576323109 |
| TTEK | TETRA TECH INC NEW | 161,407 | $26.43M | 1.2% | $163.74 * | $28.88 | +1.8% | COM | 88162G103 |
| ON | ON SEMICONDUCTOR CORP | 276,443 | $26.15M | 1.2% | $94.58 * | $70.23 | +17.8% | COM | 682189105 |
| — | SEA LTD | 32,393,000 | $26M | 1.2% | $0.80 | $0.80 | — | NOTE 0.250% 9/1 | 81141RAG5 |
| ADSK | AUTODESK INC | 126,284 | $25.84M | 1.2% | $204.61 * | $200.04 | -0.0% | COM | 052769106 |
| V | VISA INC | 106,508 | $25.29M | 1.2% | $237.48 * | $216.22 | +3.8% | COM CL A | 92826C839 |
| SYY | SYSCO CORP | 333,192 | $24.72M | 1.2% | $74.20 * | $69.99 | -2.1% | COM | 871829107 |
| — | ARES CAPITAL CORP | 24,193,000 | $24.41M | 1.1% | $1.01 | $1.10 | — | NOTE 4.625% 3/0 | 04010LAW3 |
| SFM | SPROUTS FMRS MKT INC | 650,261 | $23.88M | 1.1% | $36.73 * | $29.62 | +17.9% | COM | 85208M102 |
| RSG | REPUBLIC SVCS INC | 152,768 | $23.4M | 1.1% | $153.17 * | $123.10 | +12.5% | COM | 760759100 |
| — | ENPHASE ENERGY INC | 24,774,000 | $23.26M | 1.1% | $0.94 | $1.04 | — | NOTE 3/0 | 29355AAK3 |
| ZTS | ZOETIS INC | 132,456 | $22.81M | 1.1% | $172.21 * | $154.62 | +8.7% | CL A | 98978V103 |
| — | PDD HOLDINGS INC | 23,148,000 | $22.56M | 1.1% | $0.97 | $0.96 | — | NOTE 12/0 | 722304AC6 |
| — | NICE LTD | 22,026,000 | $21.43M | 1.0% | $0.97 | $1.18 | — | NOTE 9/1 | 653656AB4 |
| DHR | DANAHER CORPORATION | 85,860 | $20.61M | 1.0% | $240.00 * | $213.01 | -2.0% | COM | 235851102 |
| — | MARRIOTT VACATIONS WORLDWIDE | 22,121,000 | $20.47M | 1.0% | $0.93 | $1.02 | — | NOTE 1/1 | 57164YAD9 |
| AWK | AMERICAN WTR WKS CO INC NEW | 141,291 | $20.17M | 0.9% | $142.75 * | $144.74 | -4.4% | COM | 030420103 |
| — | UNITY SOFTWARE INC | 24,375,000 | $19.49M | 0.9% | $0.80 | $0.99 | — | NOTE 11/1 | 91332UAB7 |
| SEDG | SOLAREDGE TECHNOLOGIES INC | 69,880 | $18.8M | 0.9% | $269.05 * | $280.57 | +2.2% | COM | 83417M104 |
| SLN | SILENCE THERAPEUTICS PLC | 3,415,360 | $18.78M | 0.9% | $5.50 | $9.79 | — | ADS | 82686Q101 |
| ALB | ALBEMARLE CORP | 83,214 | $18.56M | 0.9% | $223.09 * | $222.47 | -11.9% | COM | 012653101 |
| AES | AES CORP | 895,297 | $18.56M | 0.9% | $20.73 * | $19.79 | -1.4% | COM | 00130H105 |
| — | DATADOG INC | 14,750,000 | $18.33M | 0.9% | $1.24 | $1.24 | — | NOTE 0.125% 6/1 | 23804LAB9 |
| CAG | CONAGRA BRANDS INC | 540,248 | $18.22M | 0.9% | $33.72 * | $29.21 | +7.5% | COM | 205887102 |
| STN | STANTEC INC | 157,197 | $18.07M | 0.9% | $114.97 | $113.76 | — | COM | 85472N109 |
| TSLA | TESLA INC | 68,791 | $18.01M | 0.8% | $261.77 * | $211.88 | -5.6% | COM | 88160R101 |
| — | SOLAREDGE TECHNOLOGIES INC | 14,267,000 | $17.02M | 0.8% | $1.19 | $1.22 | — | NOTE 9/1 | 83417MAD6 |
| — | ZILLOW GROUP INC | 15,723,000 | $16.59M | 0.8% | $1.06 | $1.06 | — | NOTE 2.750% 5/1 | 98954MAH4 |
| — | BIOMARIN PHARMACEUTICAL INC | 16,354,000 | $16.5M | 0.8% | $1.01 | $1.35 | — | NOTE 1.250% 5/1 | 09061GAK7 |
| — | BURLINGTON STORES INC | 14,934,000 | $15.5M | 0.7% | $1.04 | $1.06 | — | NOTE 2.250% 4/1 | 122017AB2 |
| AMZN | AMAZON COM INC | 114,712 | $14.95M | 0.7% | $130.36 * | $116.84 | -2.3% | COM | 023135106 |
| — | EXACT SCIENCES CORP | 12,573,000 | $13.55M | 0.6% | $1.08 | $1.08 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| GOOGL | ALPHABET INC | 111,886 | $13.39M | 0.6% | $119.70 * | $107.97 | +5.8% | CAP STK CL A | 02079K305 |
| ACM | AECOM | 158,095 | $13.39M | 0.6% | $84.69 * | $78.45 | +1.8% | COM | 00766T100 |
| — | ETSY INC | 17,035,000 | $13.22M | 0.6% | $0.78 | $1.12 | — | NOTE 0.250% 6/1 | 29786AAN6 |
| — | H WORLD GROUP LTD | 11,509,000 | $13.09M | 0.6% | $1.14 | $1.29 | — | NOTE 3.000% 5/0 | 44332NAB2 |
| — | ZILLOW GROUP INC | 10,350,000 | $13.05M | 0.6% | $1.26 | $1.26 | — | NOTE 1.375% 9/0 | 98954MAG6 |
| BSY | BENTLEY SYS INC | 228,547 | $12.39M | 0.6% | $54.23 * | $36.42 | +26.4% | COM CL B | 08265T208 |
| GOOG | ALPHABET INC | 101,881 | $12.32M | 0.6% | $120.97 * | $108.83 | +5.6% | CAP STK CL C | 02079K107 |
| PTC | PTC INC | 85,000 | $12.1M | 0.6% | $142.30 * | $130.22 | +1.7% | COM | 69370C100 |
| CP | CANADIAN PACIFIC KANSAS CITY | 142,409 | $11.5M | 0.5% | $80.77 * | $77.51 | 0.0% | COM | 13646K108 |
| URI | UNITED RENTALS INC | 25,606 | $11.4M | 0.5% | $445.37 * | $287.40 | +25.6% | COM | 911363109 |
| — | AIRBNB INC | 12,776,000 | $11.17M | 0.5% | $0.87 | $0.97 | — | NOTE 3/1 | 009066AB7 |
| — | NIO INC | 11,100,000 | $10.6M | 0.5% | $0.96 | $0.87 | — | NOTE 2/0 | 62914VAE6 |
| — | SEA LTD | 10,200,000 | $10.41M | 0.5% | $1.02 | $1.02 | — | NOTE 2.375%12/0 | 81141RAF7 |
| META | META PLATFORMS INC | 36,207 | $10.39M | 0.5% | $286.98 * | $275.91 | -11.2% | CL A | 30303M102 |
| HXL | HEXCEL CORP NEW | 132,789 | $10.09M | 0.5% | $76.02 * | $52.61 | +35.5% | COM | 428291108 |
| JNJ | JOHNSON & JOHNSON | 60,142 | $9.955M | 0.5% | $165.52 * | $150.52 | -1.1% | COM | 478160104 |
| UNH | UNITEDHEALTH GROUP INC | 20,563 | $9.883M | 0.5% | $480.64 * | $446.19 | +4.2% | COM | 91324P102 |
| BMO | BANK MONTREAL QUE | 57,963 | $9.218M | 0.4% | $159.04 * | $86.49 | -8.6% | COM | 063671101 |
| PEP | PEPSICO INC | 49,767 | $9.218M | 0.4% | $185.22 * | $146.00 | +16.8% | COM | 713448108 |
| MA | MASTERCARD INCORPORATED | 22,781 | $8.96M | 0.4% | $393.30 * | $337.29 | +9.7% | CL A | 57636Q104 |
| BNS | BANK NOVA SCOTIA HALIFAX | 95,297 | $8.396M | 0.4% | $88.11 * | $53.88 | -20.0% | COM | 064149107 |
| TD | TORONTO DOMINION BK ONT | 74,759 | $8.16M | 0.4% | $109.15 * | $64.60 | -6.9% | COM NEW | 891160509 |
| ACN | ACCENTURE PLC IRELAND | 25,813 | $7.965M | 0.4% | $308.58 * | $288.05 | -2.9% | SHS CLASS A | G1151C101 |
| ADBE | ADOBE SYSTEMS INCORPORATED | 16,162 | $7.903M | 0.4% | $488.99 * | $427.23 | -5.7% | COM | 00724F101 |
| — | SHOPIFY INC | 8,499,000 | $7.745M | 0.4% | $0.91 | $0.94 | — | NOTE 0.125%11/0 | 82509LAA5 |
| SHLS | SHOALS TECHNOLOGIES GROUP IN | 302,021 | $7.72M | 0.4% | $25.56 * | $24.68 | -6.3% | CL A | 82489W107 |
| RY | ROYAL BK CDA | 44,961 | $7.566M | 0.4% | $168.28 * | $103.21 | -7.5% | COM | 780087102 |
| ARRY | ARRAY TECHNOLOGIES INC | 330,424 | $7.468M | 0.4% | $22.60 * | $21.28 | +0.6% | COM SHS | 04271T100 |
| STLD | STEEL DYNAMICS INC | 66,497 | $7.244M | 0.3% | $108.93 * | $97.72 | 0.0% | COM | 858119100 |
| LIN | LINDE PLC | 18,945 | $7.22M | 0.3% | $381.08 * | $322.30 | +9.5% | SHS | G54950103 |
| PYPL | PAYPAL HLDGS INC | 107,500 | $7.173M | 0.3% | $66.73 | $78.24 | -13.1% | COM | 70450Y103 |
| — | BIOMARIN PHARMACEUTICAL INC | 7,224,000 | $7.124M | 0.3% | $0.99 | $1.42 | — | NOTE 0.599% 8/0 | 09061GAH4 |
| TECK | TECK RESOURCES LTD | 167,617 | $7.057M | 0.3% | $42.10 * | $42.97 | 0.0% | CL B | 878742204 |
| ENPH | ENPHASE ENERGY INC | 42,011 | $7.036M | 0.3% | $167.48 * | $224.66 | -20.5% | COM | 29355A107 |
| — | ZSCALER INC | 5,980,000 | $6.992M | 0.3% | $1.17 | $1.18 | — | NOTE 0.125% 7/0 | 98980GAB8 |
| FISV | FISERV INC | 55,000 | $6.938M | 0.3% | $126.15 * | $96.99 | +21.4% | COM | 337738108 |
| GPN | GLOBAL PMTS INC | 70,000 | $6.896M | 0.3% | $98.52 | $119.50 | -16.2% | COM | 37940X102 |
| HON | HONEYWELL INTL INC | 32,648 | $6.774M | 0.3% | $207.50 * | $180.74 | -2.9% | COM | 438516106 |
| MCO | MOODYS CORP | 19,358 | $6.731M | 0.3% | $347.72 * | $339.38 | -8.6% | COM | 615369105 |
| INGR | INGREDION INC | 63,307 | $6.707M | 0.3% | $105.95 | $90.73 | +17.2% | COM | 457187102 |
| CNH | CNH INDL N V | 464,819 | $6.693M | 0.3% | $14.40 * | $13.60 | -3.3% | SHS | N20944109 |
| ECL | ECOLAB INC | 34,384 | $6.419M | 0.3% | $186.69 * | $156.07 | +7.2% | COM | 278865100 |
| JBTM | JOHN BEAN TECHNOLOGIES CORP | 51,732 | $6.275M | 0.3% | $121.30 * | $104.74 | +3.7% | COM | 477839104 |
| CRM | SALESFORCE INC | 29,553 | $6.243M | 0.3% | $211.26 * | $229.93 | -12.3% | COM | 79466L302 |
| KMI | KINDER MORGAN INC DEL | 354,358 | $6.102M | 0.3% | $17.22 * | $13.98 | +5.8% | COM | 49456B101 |
| MRK | MERCK & CO INC | 52,508 | $6.059M | 0.3% | $115.39 * | $73.76 | +41.6% | COM | 58933Y105 |
| PAAS | PAN AMERN SILVER CORP | 411,796 | $6.004M | 0.3% | $14.58 * | $16.52 | 0.0% | COM | 697900108 |
| — | JETBLUE AIRWAYS CORP | 7,300,000 | $5.992M | 0.3% | $0.82 | $0.79 | — | NOTE 0.500% 4/0 | 477143AP6 |
| CTVA | CORTEVA INC | 104,352 | $5.979M | 0.3% | $57.30 | $59.02 | -4.1% | COM | 22052L104 |
| KEYS | KEYSIGHT TECHNOLOGIES INC | 35,583 | $5.958M | 0.3% | $167.45 * | $162.82 | -4.7% | COM | 49338L103 |
| APD | AIR PRODS & CHEMS INC | 19,798 | $5.93M | 0.3% | $299.53 * | $247.35 | +7.2% | COM | 009158106 |
| NOMD | NOMAD FOODS LTD | 331,059 | $5.8M | 0.3% | $17.52 * | $17.77 | +2.3% | USD ORD SHS | G6564A105 |
| PNR | PENTAIR PLC | 89,617 | $5.789M | 0.3% | $64.60 * | $41.86 | +33.6% | SHS | G7S00T104 |
| CPB | CAMPBELL SOUP CO | 121,380 | $5.548M | 0.3% | $45.71 * | $47.06 | -0.3% | COM | 134429109 |
| TSM | TAIWAN SEMICONDUCTOR MFG LTD | 51,037 | $5.151M | 0.2% | $100.92 | $100.92 | — | SPONSORED ADS | 874039100 |
| INTC | INTEL CORP | 153,736 | $5.141M | 0.2% | $33.44 * | $44.36 | -30.7% | COM | 458140100 |
| ACI | ALBERTSONS COS INC | 233,689 | $5.099M | 0.2% | $21.82 * | $19.23 | +0.4% | COMMON STOCK | 013091103 |
| MDLZ | MONDELEZ INTL INC | 68,319 | $4.983M | 0.2% | $72.94 * | $56.55 | +21.2% | CL A | 609207105 |
| GO | GROCERY OUTLET HLDG CORP | 159,272 | $4.875M | 0.2% | $30.61 * | $29.16 | +0.2% | COM | 39874R101 |
| — | LI AUTO INC | 3,500,000 | $4.835M | 0.2% | $1.38 | $1.31 | — | NOTE 0.250% 5/0 | 50202MAB8 |
| DOLE | DOLE PLC | 356,834 | $4.824M | 0.2% | $13.52 * | $9.80 | +23.9% | ORD SHS | G27907107 |
| — | ENPHASE ENERGY INC | 5,120,000 | $4.824M | 0.2% | $0.94 | $1.00 | — | NOTE 3/0 | 29355AAH0 |
| CSCO | CISCO SYS INC | 92,512 | $4.787M | 0.2% | $51.74 * | $46.91 | -3.0% | COM | 17275R102 |
| HWM | HOWMET AEROSPACE INC | 95,380 | $4.727M | 0.2% | $49.56 * | $39.02 | +13.2% | COM | 443201108 |
| BR | BROADRIDGE FINL SOLUTIONS IN | 28,000 | $4.638M | 0.2% | $165.63 * | $136.24 | +6.3% | COM | 11133T103 |
| TRMB | TRIMBLE INC | 84,194 | $4.457M | 0.2% | $52.94 * | $61.87 | -20.9% | COM | 896239100 |
| — | FLEETCOR TECHNOLOGIES INC | 17,500 | $4.394M | 0.2% | $251.08 | $227.57 | — | COM | 339041105 |
| — | INTERPUBLIC GROUP COS INC | 112,447 | $4.338M | 0.2% | $38.58 * | $27.45 | +23.7% | COM | 460690100 |
| SMG | SCOTTS MIRACLE-GRO CO | 68,770 | $4.311M | 0.2% | $62.69 * | $54.59 | +8.4% | CL A | 810186106 |
| EVTC | EVERTEC INC | 115,500 | $4.254M | 0.2% | $36.83 * | $36.88 | -7.2% | COM | 30040P103 |
| FMC | FMC CORP | 40,225 | $4.197M | 0.2% | $104.34 * | $100.68 | -0.4% | COM NEW | 302491303 |
| WY | WEYERHAEUSER CO MTN BE | 125,070 | $4.191M | 0.2% | $33.51 * | $33.34 | -16.5% | COM NEW | 962166104 |
| ZBRA | ZEBRA TECHNOLOGIES CORPORATI | 13,933 | $4.122M | 0.2% | $295.83 * | $317.94 | -11.8% | CL A | 989207105 |
| FIS | FIDELITY NATL INFORMATION SV | 75,000 | $4.103M | 0.2% | $54.70 * | $117.82 | -56.3% | COM | 31620M106 |
| SSNC | SS&C TECHNOLOGIES HLDGS INC | 67,500 | $4.09M | 0.2% | $60.60 * | $60.95 | -6.7% | COM | 78467J100 |
| AMGN | AMGEN INC | 18,250 | $4.052M | 0.2% | $222.02 * | $195.47 | +9.3% | COM | 031162100 |
| QCOM | QUALCOMM INC | 33,451 | $3.982M | 0.2% | $119.04 * | $138.12 | -21.6% | COM | 747525103 |
| — | CABLE ONE INC | 4,854,000 | $3.979M | 0.2% | $0.82 | $0.87 | — | NOTE 3/1 | 12685JAE5 |
| AMAT | APPLIED MATLS INC | 27,446 | $3.967M | 0.2% | $144.54 * | $131.34 | -6.9% | COM | 038222105 |
| XYZ | BLOCK INC | 59,500 | $3.961M | 0.2% | $66.57 * | $62.67 | -0.3% | CL A | 852234103 |
| PLD | PROLOGIS INC. | 32,073 | $3.933M | 0.2% | $122.63 * | $132.24 | -14.7% | COM | 74340W103 |
| TRU | TRANSUNION | 50,000 | $3.917M | 0.2% | $78.33 * | $74.31 | -8.2% | COM | 89400J107 |
| VZ | VERIZON COMMUNICATIONS INC | 104,190 | $3.875M | 0.2% | $37.19 * | $40.38 | -22.7% | COM | 92343V104 |
| AVY | AVERY DENNISON CORP | 22,376 | $3.844M | 0.2% | $171.80 * | $168.04 | -3.1% | COM | 053611109 |
| — | BUNGE LIMITED | 40,565 | $3.827M | 0.2% | $94.35 | $83.45 | — | COM | G16962105 |
| NICE | NICE LTD | 18,500 | $3.82M | 0.2% | $206.50 | $198.24 | — | SPONSORED ADR | 653656108 |
| FLO | FLOWERS FOODS INC | 151,828 | $3.777M | 0.2% | $24.88 * | $23.03 | +0.3% | COM | 343498101 |
| — | DROPBOX INC | 3,919,000 | $3.767M | 0.2% | $0.96 | $0.96 | — | NOTE 3/0 | 26210CAD6 |
| MCD | MCDONALDS CORP | 12,430 | $3.709M | 0.2% | $298.41 * | $240.49 | +13.6% | COM | 580135101 |
| LVS | LAS VEGAS SANDS CORP | 62,384 | $3.618M | 0.2% | $58.00 * | $34.96 | +61.6% | COM | 517834107 |
| XYL | XYLEM INC | 31,984 | $3.602M | 0.2% | $112.62 * | $101.31 | +1.2% | COM | 98419M100 |
| FOUR | SHIFT4 PMTS INC | 52,500 | $3.565M | 0.2% | $67.91 * | $47.22 | +38.8% | CL A | 82452J109 |
| F | FORD MTR CO DEL | 234,883 | $3.554M | 0.2% | $15.13 * | $10.52 | +1.6% | COM | 345370860 |
| VRSK | VERISK ANALYTICS INC | 15,500 | $3.503M | 0.2% | $226.03 * | $181.22 | +14.0% | COM | 92345Y106 |
| — | WESTROCK CO | 120,377 | $3.499M | 0.2% | $29.07 | $29.07 | — | COM | 96145D105 |
| NDAQ | NASDAQ INC | 70,000 | $3.49M | 0.2% | $49.85 * | $53.35 | -2.3% | COM | 631103108 |
| — | IQIYI INC | 3,700,000 | $3.482M | 0.2% | $0.94 | $0.90 | — | NOTE 4.000%12/1 | 46267XAE8 |
| — | CYBERARK SOFTWARE LTD | 21,500 | $3.361M | 0.2% | $156.33 | $130.83 | — | SHS | M2682V108 |
| TW | TRADEWEB MKTS INC | 48,500 | $3.321M | 0.2% | $68.48 * | $71.79 | -1.3% | CL A | 892672106 |
| WEX | WEX INC | 18,000 | $3.277M | 0.2% | $182.07 * | $157.00 | +12.8% | COM | 96208T104 |
| WCN | WASTE CONNECTIONS INC | 22,431 | $3.206M | 0.2% | $142.93 * | $133.20 | +3.0% | COM | 94106B101 |
| ATS | ATS CORPORATION | 39,364 | $3.189M | 0.2% | $81.02 * | $43.03 | 0.0% | COM | 00217Y104 |
| PBA | PEMBINA PIPELINE CORP | 57,565 | $3.187M | 0.1% | $55.37 * | $28.25 | 0.0% | COM | 706327103 |
| — | KELLOGG CO | 45,845 | $3.09M | 0.1% | $67.40 * | $61.15 | -4.7% | COM | 487836108 |
| VIRT | VIRTU FINL INC | 180,000 | $3.076M | 0.1% | $17.09 * | $28.63 | -35.9% | CL A | 928254101 |
| SXT | SENSIENT TECHNOLOGIES CORP | 42,621 | $3.032M | 0.1% | $71.13 * | $74.22 | 0.0% | COM | 81725T100 |
| IBM | INTERNATIONAL BUSINESS MACHS | 21,990 | $2.942M | 0.1% | $133.81 * | $110.80 | +6.6% | COM | 459200101 |
| AVB | AVALONBAY CMNTYS INC | 15,348 | $2.905M | 0.1% | $189.27 * | $153.48 | +5.7% | COM | 053484101 |
| — | SPOTIFY USA INC | 3,300,000 | $2.812M | 0.1% | $0.85 | $0.80 | — | NOTE 3/1 | 84921RAB6 |
| WMS | ADVANCED DRAIN SYS INC DEL | 24,152 | $2.748M | 0.1% | $113.78 * | $96.78 | -3.7% | COM | 00790R104 |
| STT | STATE STR CORP | 36,922 | $2.702M | 0.1% | $73.18 * | $69.75 | -6.0% | COM | 857477103 |
| EBAY | EBAY INC. | 56,018 | $2.503M | 0.1% | $44.69 * | $51.60 | -18.2% | COM | 278642103 |
| DOV | DOVER CORP | 16,876 | $2.492M | 0.1% | $147.65 * | $125.04 | +10.7% | COM | 260003108 |
| — | VERINT SYS INC | 70,000 | $2.454M | 0.1% | $35.06 | $42.35 | — | COM | 92343X100 |
| GDOT | GREEN DOT CORP | 130,000 | $2.436M | 0.1% | $18.74 * | $24.36 | -27.2% | CL A | 39304D102 |
| — | MIDDLEBY CORP | 1,948,000 | $2.43M | 0.1% | $1.25 | $1.24 | — | NOTE 1.000% 9/0 | 596278AB7 |
| NTR | NUTRIEN LTD | 41,024 | $2.422M | 0.1% | $59.05 | $58.12 | 0.0% | COM | 67077M108 |
| ADP | AUTOMATIC DATA PROCESSING IN | 10,977 | $2.413M | 0.1% | $219.79 * | $228.99 | -11.2% | COM | 053015103 |
| HAS | HASBRO INC | 36,815 | $2.385M | 0.1% | $64.77 * | $52.00 | 0.0% | COM | 418056107 |
| TGT | TARGET CORP | 17,943 | $2.367M | 0.1% | $131.90 * | $154.30 | -12.5% | COM | 87612E106 |
| HLT | HILTON WORLDWIDE HLDGS INC | 16,139 | $2.349M | 0.1% | $145.55 * | $140.60 | +0.5% | COM | 43300A203 |
| AMD | ADVANCED MICRO DEVICES INC | 20,468 | $2.332M | 0.1% | $113.91 * | $109.26 | -4.8% | COM | 007903107 |
| JCI | JOHNSON CTLS INTL PLC | 34,171 | $2.328M | 0.1% | $68.14 * | $57.70 | +1.7% | SHS | G51502105 |
| CASH | PATHWARD FINANCIAL INC | 50,000 | $2.318M | 0.1% | $46.36 * | $41.98 | +6.0% | COM | 59100U108 |
| FCX | FREEPORT-MCMORAN INC | 56,710 | $2.268M | 0.1% | $40.00 * | $39.77 | -7.6% | CL B | 35671D857 |
| GIS | GENERAL MLS INC | 29,550 | $2.266M | 0.1% | $76.70 | $57.40 | +35.0% | COM | 370334104 |
| SLB | SCHLUMBERGER LTD | 46,079 | $2.263M | 0.1% | $49.12 * | $36.75 | +21.1% | COM STK | 806857108 |
| ILMN | ILLUMINA INC | 12,040 | $2.257M | 0.1% | $187.49 * | $244.61 | -17.3% | COM | 452327109 |
| GILD | GILEAD SCIENCES INC | 29,240 | $2.254M | 0.1% | $77.07 * | $57.34 | +26.6% | COM | 375558103 |
| RVTY | REVVITY INC | 18,599 | $2.209M | 0.1% | $118.79 * | $136.76 | -10.7% | COM | 714046109 |
| HPQ | HP INC | 68,627 | $2.108M | 0.1% | $30.71 * | $29.61 | -8.4% | COM | 40434L105 |
| PAY | PAYMENTUS HOLDINGS INC | 192,000 | $2.028M | 0.1% | $10.56 * | $14.62 | -36.1% | COM CL A | 70439P108 |
| JKHY | HENRY JACK & ASSOC INC | 12,000 | $2.008M | 0.1% | $167.33 * | $178.74 | -15.9% | COM | 426281101 |
| ETSY | ETSY INC | 23,608 | $1.997M | 0.1% | $84.61 * | $104.77 | -10.0% | COM | 29786A106 |
| BIDU | BAIDU INC | 14,472 | $1.981M | 0.1% | $136.91 | $122.04 | — | SPON ADR REP A | 056752108 |
| — | PROSPECT CAP CORP | 2,000,000 | $1.974M | 0.1% | $0.99 | $1.02 | — | NOTE 6.375% 3/0 | 74348TAT9 |
| STNE | STONECO LTD | 150,000 | $1.911M | 0.1% | $12.74 | $9.44 | — | COM CL A | G85158106 |
| MET | METLIFE INC | 33,792 | $1.91M | 0.1% | $56.53 * | $57.00 | -10.1% | COM | 59156R108 |
| DXCM | DEXCOM INC | 14,846 | $1.908M | 0.1% | $128.51 * | $99.78 | +21.2% | COM | 252131107 |
| CSX | CSX CORP | 55,812 | $1.903M | 0.1% | $34.10 * | $30.43 | 0.0% | COM | 126408103 |
| AZN | ASTRAZENECA PLC | 26,292 | $1.882M | 0.1% | $71.57 | $66.06 | — | SPONSORED ADR | 046353108 |
| — | ASPEN TECHNOLOGY INC | 11,046 | $1.851M | 0.1% | $167.61 | $199.08 | — | COM | 29109X106 |
| — | LUFAX HOLDING LTD | 1,275,000 | $1.823M | 0.1% | $1.43 | $3.50 | — | ADS REP SHS CL A | 54975P102 |
| — | BILIBILI INC | 2,000,000 | $1.723M | 0.1% | $0.86 | $0.86 | — | NOTE 0.500%12/0 | 090040AF3 |
| — | ALARM COM HLDGS INC | 1,975,000 | $1.692M | 0.1% | $0.86 | $0.82 | — | NOTE 1/1 | 011642AB1 |
| AGCO | AGCO CORP | 12,853 | $1.689M | 0.1% | $131.42 * | $113.55 | +1.3% | COM | 001084102 |
| NKE | NIKE INC | 15,213 | $1.679M | 0.1% | $110.37 | $116.69 | -4.6% | CL B | 654106103 |
| — | INTEGRA LIFESCIENCES HLDGS C | 1,814,000 | $1.66M | 0.1% | $0.92 | $1.16 | — | NOTE 0.500% 8/1 | 457985AM1 |
| — | LUMENTUM HLDGS INC | 1,841,000 | $1.636M | 0.1% | $0.89 | $1.26 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | APTIV PLC | 15,832 | $1.616M | 0.1% | $102.09 | $93.13 | — | SHS | G6095L109 |
| PAGS | PAGSEGURO DIGITAL LTD | 170,000 | $1.605M | 0.1% | $9.44 * | $12.03 | -15.8% | COM CL A | G68707101 |
| — | SPLUNK INC | 1,833,000 | $1.59M | 0.1% | $0.87 | $0.87 | — | NOTE 1.125% 6/1 | 848637AF1 |
| AEM | AGNICO EAGLE MINES LTD | 17,682 | $1.555M | 0.1% | $87.93 * | $51.06 | 0.0% | COM | 008474108 |
| DAVA | ENDAVA PLC | 30,000 | $1.554M | 0.1% | $51.79 | $87.15 | — | ADS | 29260V105 |
| — | JAZZ INVESTMENTS I LTD | 1,600,000 | $1.526M | 0.1% | $0.95 | $1.33 | — | NOTE 1.500% 8/1 | 472145AD3 |
| — | TRIPADVISOR INC | 1,800,000 | $1.517M | 0.1% | $0.84 | $0.76 | — | NOTE 0.250% 4/0 | 896945AD4 |
| CBT | CABOT CORP | 22,518 | $1.506M | 0.1% | $66.89 | $65.98 | +2.1% | COM | 127055101 |
| — | MACOM TECH SOLUTIONS HLDGS I | 1,400,000 | $1.426M | 0.1% | $1.02 | $0.89 | — | NOTE 0.250% 3/1 | 55405YAB6 |
| CVS | CVS HEALTH CORP | 20,474 | $1.415M | 0.1% | $69.13 * | $78.64 | -18.2% | COM | 126650100 |
| AA | ALCOA CORP | 39,035 | $1.324M | 0.1% | $33.93 * | $42.31 | -16.9% | COM | 013872106 |
| PFE | PFIZER INC | 34,589 | $1.269M | 0.1% | $36.68 * | $40.53 | -18.0% | COM | 717081103 |
| LKQ | LKQ CORP | 21,708 | $1.265M | 0.1% | $58.27 * | $48.50 | +6.3% | COM | 501889208 |
| NEM | NEWMONT CORP | 29,322 | $1.251M | 0.1% | $42.66 | $40.82 | +3.8% | COM | 651639106 |
| — | RINGCENTRAL INC | 1,500,000 | $1.25M | 0.1% | $0.83 | $0.75 | — | NOTE 3/1 | 76680RAH0 |
| — | NUVASIVE INC | 1,297,000 | $1.185M | 0.1% | $0.91 | $0.89 | — | NOTE 0.375% 3/1 | 670704AJ4 |
| — | HALOZYME THERAPEUTICS INC | 1,378,000 | $1.148M | 0.1% | $0.83 | $1.25 | — | NOTE 0.250% 3/0 | 40637HAD1 |
| TREX | TREX CO INC | 17,071 | $1.119M | 0.1% | $65.56 * | $55.79 | 0.0% | COM | 89531P105 |
| — | WAYFAIR INC | 1,305,000 | $1.079M | 0.1% | $0.83 | $0.66 | — | NOTE 1.000% 8/1 | 94419LAF8 |
| HAIN | HAIN CELESTIAL GROUP INC | 79,381 | $993K | 0.0% | $12.51 * | $24.93 | -40.9% | COM | 405217100 |
| — | NEXTGEN HEALTHCARE INC | 57,000 | $925K | 0.0% | $16.22 | $17.44 | — | COM | 65343C102 |
| — | DOCUSIGN INC | 705,000 | $682K | 0.0% | $0.97 | $0.92 | — | NOTE 1/1 | 256163AD8 |
| — | JOYY INC | 740,000 | $681K | 0.0% | $0.92 | $0.92 | — | NOTE 1.375% 6/1 | 98426TAF3 |
| — | ETSY INC | 700,000 | $585K | 0.0% | $0.84 | $0.84 | — | NOTE 0.125% 9/0 | 29786AAL0 |
| — | WAYFAIR INC | 638,000 | $549K | 0.0% | $0.86 | $0.86 | — | NOTE 0.625%10/0 | 94419LAM3 |
| — | CHEGG INC | 613,000 | $543K | 0.0% | $0.89 | $0.89 | — | NOTE 0.125% 3/1 | 163092AD1 |
| — | WIX COM LTD | 600,000 | $526K | 0.0% | $0.88 | $0.88 | — | NOTE 8/1 | 92940WAD1 |
| PRVA | PRIVIA HEALTH GROUP INC | 19,000 | $496K | 0.0% | $26.11 | $31.27 | -15.5% | COM | 74276R102 |
| DH | DEFINITIVE HEALTHCARE CORP | 45,000 | $495K | 0.0% | $11.00 * | $10.30 | 0.0% | CLASS A COM | 24477E103 |
| EVH | EVOLENT HEALTH INC | 16,000 | $485K | 0.0% | $30.30 * | $29.14 | +11.0% | CL A | 30050B101 |
| MRVI | MARAVAI LIFESCIENCES HLDGS I | 35,000 | $435K | 0.0% | $12.43 * | $31.68 | -57.4% | COM CL A | 56600D107 |
| SBS | COMPANHIA DE SANEAMENTO BASI | 23,992 | $284K | 0.0% | $11.84 | $9.16 | — | SPONSORED ADR | 20441A102 |
| TDOC | TELADOC HEALTH INC | 10,000 | $253K | 0.0% | $25.32 | $41.06 | -38.7% | COM | 87918A105 |
| LFST | LIFESTANCE HEALTH GROUP INC | 25,000 | $228K | 0.0% | $9.13 * | $8.31 | 0.0% | COM | 53228F101 |
| QTRX | QUANTERIX CORP | 10,000 | $226K | 0.0% | $22.55 * | $17.82 | 0.0% | COM | 74766Q101 |
| — | OUTSET MED INC | 10,000 | $219K | 0.0% | $21.87 | $24.23 | — | COM | 690145107 |