Location: London, United Kingdom
CIK: 0001535784 · Show all filings
Period: Q1 2022 (← Previous) (Next →)
Filing Date: May 16, 2022
Total Value: $2.607B (54.8% shares, 45.2% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | AKAMAI TECHNOLOGIES INC | 79,582,000 | $91.83M | 3.5% | $1.15 | $1.17 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | SPLUNK INC | 64,966,000 | $76.47M | 2.9% | $1.18 | $1.24 | — | NOTE 1.125% 9/1 | 848637AD6 |
| — | OKTA INC | 58,248,000 | $57.36M | 2.2% | $0.98 | $0.99 | — | NOTE 0.375% 6/1 | 679295AF2 |
| — | RINGCENTRAL INC | 65,094,000 | $56.59M | 2.2% | $0.87 | $0.87 | — | NOTE 3/0 | 76680RAF4 |
| — | FORD MTR CO DEL | 44,603,000 | $53.12M | 2.0% | $1.19 | $1.19 | — | NOTE 3/1 | 345370CZ1 |
| AWK | AMERICAN WTR WKS CO INC NEW | 292,713 | $48.45M | 1.9% | $165.53 * | $146.61 | -0.4% | COM | 030420103 |
| AGCO | AGCO CORP | 321,426 | $46.94M | 1.8% | $146.03 * | $113.45 | -3.4% | COM | 001084102 |
| AA | ALCOA CORP | 480,664 | $43.27M | 1.7% | $90.03 * | $40.41 | +72.1% | COM | 013872106 |
| — | JAZZ INVESTMENTS I LTD | 32,185,000 | $39.23M | 1.5% | $1.22 | $2.30 | — | NOTE 2.000% 6/1 | 472145AF8 |
| — | DROPBOX INC | 41,350,000 | $39.19M | 1.5% | $0.95 | $0.95 | — | NOTE 3/0 | 26210CAC8 |
| — | EXPEDIA GROUP INC | 31,356,000 | $39.12M | 1.5% | $1.25 | $1.25 | — | NOTE 2/1 | 30212PBE4 |
| — | ROYAL CARIBBEAN GROUP | 31,640,000 | $38.4M | 1.5% | $1.21 | $2.29 | — | NOTE 2.875%11/1 | 780153BF8 |
| — | SEA LTD | 47,903,000 | $38.36M | 1.5% | $0.80 | $0.80 | — | NOTE 0.250% 9/1 | 81141RAG5 |
| — | SHOPIFY INC | 38,118,000 | $36.42M | 1.4% | $0.96 | $0.96 | — | NOTE 0.125%11/0 | 82509LAA5 |
| — | AIRBNB INC | 36,446,000 | $35.46M | 1.4% | $0.97 | $0.97 | — | NOTE 3/1 | 009066AB7 |
| SBNY | SIGNATURE BK NEW YORK N Y | 116,117 | $34.08M | 1.3% | $293.49 | $226.80 | — | COM | 82669G104 |
| — | DEXCOM INC | 29,508,000 | $33.84M | 1.3% | $1.15 | $1.98 | — | NOTE 0.250%11/1 | 252131AK3 |
| — | ZENDESK INC | 25,960,000 | $32.45M | 1.2% | $1.25 | $1.30 | — | NOTE 0.625% 6/1 | 98936JAD3 |
| — | LYFT INC | 25,892,000 | $32.22M | 1.2% | $1.24 | $1.24 | — | NOTE 1.500% 5/1 | 55087PAB0 |
| — | CHEGG INC | 37,947,000 | $31.13M | 1.2% | $0.82 | $1.88 | — | NOTE 9/0 | 163092AF6 |
| — | BOOKING HOLDINGS INC | 21,227,000 | $31.06M | 1.2% | $1.46 | $1.46 | — | NOTE 0.750% 5/0 | 09857LAN8 |
| AAPL | APPLE INC | 177,280 | $30.95M | 1.2% | $174.61 * | $113.88 | +44.8% | COM | 037833100 |
| — | NICE LTD | 28,970,000 | $30.5M | 1.2% | $1.05 | $1.38 | — | NOTE 9/1 | 653656AB4 |
| — | MARRIOTT VACATIONS WORLDWIDE | 27,225,000 | $29.93M | 1.1% | $1.10 | $1.10 | — | NOTE 1/1 | 57164YAD9 |
| SLN | SILENCE THERAPEUTICS PLC | 1,561,551 | $29.67M | 1.1% | $19.00 | $19.00 | — | ADS | 82686Q101 |
| — | SHIFT4 PMTS INC | 27,650,000 | $28.99M | 1.1% | $1.05 | $1.05 | — | NOTE 12/1 | 82452JAB5 |
| TSCO | TRACTOR SUPPLY CO | 118,427 | $27.64M | 1.1% | $233.37 * | $30.21 | +36.6% | COM | 892356106 |
| NEE | NEXTERA ENERGY INC | 326,044 | $27.62M | 1.1% | $84.71 * | $68.30 | +5.5% | COM | 65339F101 |
| — | LUMENTUM HLDGS INC | 22,748,000 | $26.52M | 1.0% | $1.17 | $1.30 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | ARES CAPITAL CORP | 23,345,000 | $26.3M | 1.0% | $1.13 | $1.13 | — | NOTE 4.625% 3/0 | 04010LAW3 |
| — | BLOCK INC | 19,550,000 | $25.6M | 1.0% | $1.31 | $1.31 | — | NOTE 0.125% 3/0 | 852234AF0 |
| — | TWITTER INC | 24,607,000 | $25.21M | 1.0% | $1.02 | $2.05 | — | NOTE 0.250% 6/1 | 90184LAF9 |
| CARR | CARRIER GLOBAL CORPORATION | 545,064 | $25M | 1.0% | $45.87 * | $36.76 | +21.3% | COM | 14448C104 |
| — | EVOQUA WATER TECHNOLOGIES CO | 530,444 | $24.92M | 1.0% | $46.98 | $28.08 | — | COM | 30057T105 |
| AES | AES CORP | 953,115 | $24.52M | 0.9% | $25.73 * | $19.36 | 0.0% | COM | 00130H105 |
| URI | UNITED RENTALS INC | 68,006 | $24.16M | 0.9% | $355.20 * | $274.16 | +15.3% | COM | 911363109 |
| MSFT | MICROSOFT CORP | 78,300 | $24.14M | 0.9% | $308.31 * | $146.21 | +99.3% | COM | 594918104 |
| — | GUARDANT HEALTH INC | 28,856,000 | $23.36M | 0.9% | $0.81 | $1.75 | — | NOTE 11/1 | 40131MAB5 |
| BXP | BOSTON PROPERTIES INC | 180,808 | $23.29M | 0.9% | $128.80 * | $97.37 | 0.0% | COM | 101121101 |
| DKS | DICKS SPORTING GOODS INC | 229,813 | $22.99M | 0.9% | $100.02 | $72.40 | +38.5% | COM | 253393102 |
| — | FIVE9 INC | 20,926,000 | $22.75M | 0.9% | $1.09 | $1.71 | — | NOTE 0.500% 6/0 | 338307AD3 |
| WCN | WASTE CONNECTIONS INC | 160,567 | $22.43M | 0.9% | $139.70 * | $114.37 | +9.2% | COM | 94106B101 |
| CMI | CUMMINS INC | 107,062 | $21.96M | 0.8% | $205.11 * | $186.96 | +5.2% | COM | 231021106 |
| MTZ | MASTEC INC | 249,482 | $21.73M | 0.8% | $87.10 | $87.37 | 0.0% | COM | 576323109 |
| RVTY | PERKINELMER INC | 124,051 | $21.64M | 0.8% | $174.46 | $139.15 | +26.5% | COM | 714046109 |
| CAG | CONAGRA BRANDS INC | 623,387 | $20.93M | 0.8% | $33.57 * | $28.33 | 0.0% | COM | 205887102 |
| — | NEXTERA ENERGY INC | 400,000 | $20.89M | 0.8% | $52.23 | $52.23 | — | UNIT 99/99/9999 | 65339F739 |
| — | ENPHASE ENERGY INC | 19,716,000 | $20.75M | 0.8% | $1.05 | $1.05 | — | NOTE 3/0 | 29355AAK3 |
| — | SVB FINANCIAL GROUP | 37,078 | $20.74M | 0.8% | $559.44 | $507.39 | — | COM | 78486Q101 |
| TTEK | TETRA TECH INC NEW | 124,653 | $20.56M | 0.8% | $164.94 * | $24.58 | +25.2% | COM | 88162G103 |
| — | EXACT SCIENCES CORP | 21,768,000 | $20.56M | 0.8% | $0.94 | $0.95 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| WY | WEYERHAEUSER CO MTN BE | 541,201 | $20.51M | 0.8% | $37.90 * | $34.12 | 0.0% | COM NEW | 962166104 |
| — | BK OF AMERICA CORP | 15,178 | $19.9M | 0.8% | $1311.24 | $1311.24 | — | 7.25%CNV PFD L | 060505682 |
| SPGI | S&P GLOBAL INC | 47,973 | $19.68M | 0.8% | $410.19 * | $413.24 | -4.6% | COM | 78409V104 |
| MU | MICRON TECHNOLOGY INC | 246,692 | $19.21M | 0.7% | $77.89 * | $72.27 | +15.4% | COM | 595112103 |
| WMS | ADVANCED DRAIN SYS INC DEL | 160,419 | $19.06M | 0.7% | $118.81 | $82.74 | +40.8% | COM | 00790R104 |
| HON | HONEYWELL INTL INC | 97,057 | $18.89M | 0.7% | $194.58 * | $184.27 | -7.6% | COM | 438516106 |
| DHR | DANAHER CORPORATION | 63,625 | $18.66M | 0.7% | $293.33 * | $245.73 | 0.0% | COM | 235851102 |
| — | BROOKFIELD ASSET MGMT INC | 326,334 | $18.46M | 0.7% | $56.57 | $42.78 | — | CL A LTD VT SH | 112585104 |
| ACM | AECOM | 237,498 | $18.24M | 0.7% | $76.81 * | $70.75 | 0.0% | COM | 00766T100 |
| TJX | TJX COS INC NEW | 299,893 | $18.17M | 0.7% | $60.58 * | $56.98 | +11.0% | COM | 872540109 |
| — | IQIYI INC | 25,600,000 | $17.87M | 0.7% | $0.70 | $0.70 | — | NOTE 4.000%12/1 | 46267XAE8 |
| CDNS | CADENCE DESIGN SYSTEM INC | 105,366 | $17.33M | 0.7% | $164.46 * | $99.09 | +54.8% | COM | 127387108 |
| HASI | HANNON ARMSTRONG SUST INFR C | 346,214 | $16.42M | 0.6% | $47.43 * | $35.85 | 0.0% | COM | 41068X100 |
| HAIN | HAIN CELESTIAL GROUP INC | 476,963 | $16.41M | 0.6% | $34.40 * | $38.73 | -6.2% | COM | 405217100 |
| HXL | HEXCEL CORP NEW | 275,356 | $16.38M | 0.6% | $59.47 * | $49.42 | +11.6% | COM | 428291108 |
| MTD | METTLER TOLEDO INTERNATIONAL | 11,656 | $16.01M | 0.6% | $1373.20 * | $1155.07 | +25.0% | COM | 592688105 |
| LW | LAMB WESTON HLDGS INC | 266,489 | $15.96M | 0.6% | $59.91 * | $58.14 | 0.0% | COM | 513272104 |
| CBT | CABOT CORP | 226,388 | $15.49M | 0.6% | $68.41 * | $60.87 | 0.0% | COM | 127055101 |
| — | ENPHASE ENERGY INC | 15,232,000 | $15.45M | 0.6% | $1.01 | $1.01 | — | NOTE 3/0 | 29355AAH0 |
| CCK | CROWN HLDGS INC | 123,469 | $15.45M | 0.6% | $125.09 * | $80.16 | +41.3% | COM | 228368106 |
| DOV | DOVER CORP | 98,084 | $15.39M | 0.6% | $156.90 | $122.64 | +27.2% | COM | 260003108 |
| — | ASPEN TECHNOLOGY INC | 91,512 | $15.13M | 0.6% | $165.37 | $139.86 | — | COM | 045327103 |
| ZBRA | ZEBRA TECHNOLOGIES CORPORATI | 35,943 | $14.87M | 0.6% | $413.71 * | $567.76 | -19.1% | CL A | 989207105 |
| JLL | JONES LANG LASALLE INC | 61,586 | $14.75M | 0.6% | $239.45 | $243.69 | 0.0% | COM | 48020Q107 |
| MIDD | MIDDLEBY CORP | 88,907 | $14.57M | 0.6% | $163.94 * | $181.61 | 0.0% | COM | 596278101 |
| STLD | STEEL DYNAMICS INC | 174,524 | $14.56M | 0.6% | $83.43 * | $41.23 | +53.9% | COM | 858119100 |
| DAR | DARLING INGREDIENTS INC | 180,871 | $14.54M | 0.6% | $80.38 * | $71.74 | -2.9% | COM | 237266101 |
| FCX | FREEPORT-MCMORAN INC | 291,615 | $14.51M | 0.6% | $49.74 * | $36.03 | +16.1% | CL B | 35671D857 |
| PTC | PTC INC | 134,198 | $14.46M | 0.6% | $107.72 * | $127.99 | -12.2% | COM | 69370C100 |
| NVDA | NVIDIA CORPORATION | 52,189 | $14.24M | 0.5% | $272.85 * | $26.34 | -5.0% | COM | 67066G104 |
| EMN | EASTMAN CHEM CO | 125,767 | $14.09M | 0.5% | $112.06 * | $100.97 | 0.0% | COM | 277432100 |
| SEE | SEALED AIR CORP NEW | 208,882 | $13.99M | 0.5% | $66.96 * | $61.47 | 0.0% | COM | 81211K100 |
| AMAT | APPLIED MATLS INC | 103,906 | $13.7M | 0.5% | $131.80 | $134.23 | -1.0% | COM | 038222105 |
| — | VAIL RESORTS INC | 13,550,000 | $13.19M | 0.5% | $0.97 | $0.97 | — | NOTE 1/0 | 91879QAN9 |
| — | LIVE NATION ENTERTAINMENT IN | 10,133,000 | $13.13M | 0.5% | $1.30 | $1.29 | — | NOTE 2.000% 2/1 | 538034AU3 |
| ELAN | ELANCO ANIMAL HEALTH INC | 497,264 | $12.97M | 0.5% | $26.09 * | $31.34 | -15.0% | COM | 28414H103 |
| FIS | FIDELITY NATL INFORMATION SV | 119,671 | $12.02M | 0.5% | $100.42 * | $117.82 | -19.5% | COM | 31620M106 |
| — | EXACT SCIENCES CORP | 12,689,000 | $11.25M | 0.4% | $0.89 | $0.89 | — | NOTE 0.375% 3/0 | 30063PAC9 |
| ZTS | ZOETIS INC | 58,515 | $11.04M | 0.4% | $188.58 | $148.92 | +27.8% | CL A | 98978V103 |
| CX | CEMEX SAB DE CV | 2,069,874 | $10.95M | 0.4% | $5.29 | $5.29 | — | SPON ADR NEW | 151290889 |
| SXT | SENSIENT TECHNOLOGIES CORP | 128,147 | $10.76M | 0.4% | $83.95 | $85.46 | -1.4% | COM | 81725T100 |
| HLI | HOULIHAN LOKEY INC | 118,500 | $10.4M | 0.4% | $87.80 * | $95.83 | 0.0% | CL A | 441593100 |
| RSG | REPUBLIC SVCS INC | 73,715 | $9.767M | 0.4% | $132.50 * | $94.45 | +28.1% | COM | 760759100 |
| JBTM | JOHN BEAN TECHNOLOGIES CORP | 82,255 | $9.745M | 0.4% | $118.47 * | $137.77 | -8.4% | COM | 477839104 |
| — | FLEETCOR TECHNOLOGIES INC | 39,037 | $9.723M | 0.4% | $249.07 | $249.07 | — | COM | 339041105 |
| — | MICROCHIP TECHNOLOGY INC. | 7,950,000 | $9.131M | 0.4% | $1.15 | $2.06 | — | NOTE 0.125%11/1 | 595017AU8 |
| LNN | LINDSAY CORP | 56,893 | $8.933M | 0.3% | $157.01 * | $131.94 | 0.0% | COM | 535555106 |
| JNJ | JOHNSON & JOHNSON | 47,385 | $8.398M | 0.3% | $177.23 * | $146.11 | +3.9% | COM | 478160104 |
| UNH | UNITEDHEALTH GROUP INC | 16,402 | $8.365M | 0.3% | $510.00 * | $428.08 | +5.4% | COM | 91324P102 |
| PEP | PEPSICO INC | 49,810 | $8.337M | 0.3% | $167.38 * | $144.14 | +3.0% | COM | 713448108 |
| — | IQIYI INC | 9,631,000 | $7.512M | 0.3% | $0.78 | $0.78 | — | NOTE 2.000% 4/0 | 46267XAD0 |
| KMI | KINDER MORGAN INC DEL | 362,368 | $6.852M | 0.3% | $18.91 * | $13.39 | +6.0% | COM | 49456B101 |
| ADBE | ADOBE SYSTEMS INCORPORATED | 14,850 | $6.766M | 0.3% | $455.62 * | $583.93 | -17.6% | COM | 00724F101 |
| META | META PLATFORMS INC | 27,775 | $6.176M | 0.2% | $222.36 * | $321.51 | -22.8% | CL A | 30303M102 |
| INTC | INTEL CORP | 120,489 | $5.971M | 0.2% | $49.56 * | $47.15 | -2.0% | COM | 458140100 |
| AMGN | AMGEN INC | 23,993 | $5.802M | 0.2% | $241.82 * | $185.15 | +9.8% | COM | 031162100 |
| MCO | MOODYS CORP | 16,337 | $5.512M | 0.2% | $337.39 * | $366.31 | -11.2% | COM | 615369105 |
| VZ | VERIZON COMMUNICATIONS INC | 103,968 | $5.296M | 0.2% | $50.94 * | $40.51 | +2.4% | COM | 92343V104 |
| PLD | PROLOGIS INC. | 31,779 | $5.132M | 0.2% | $161.49 * | $135.45 | 0.0% | COM | 74340W103 |
| — | WEIBO CORP | 5,170,000 | $5.02M | 0.2% | $0.97 | $0.97 | — | NOTE 1.250%11/1 | 948596AC5 |
| — | VIAVI SOLUTIONS INC | 3,824,000 | $4.96M | 0.2% | $1.30 | $1.30 | — | NOTE 1.000% 3/0 | 925550AB1 |
| — | EURONET WORLDWIDE INC | 4,185,000 | $4.729M | 0.2% | $1.13 | $1.13 | — | NOTE 0.750% 3/1 | 298736AL3 |
| GS | GOLDMAN SACHS GROUP INC | 14,279 | $4.713M | 0.2% | $330.07 * | $352.22 | -9.2% | COM | 38141G104 |
| CRM | SALESFORCE COM INC | 21,635 | $4.594M | 0.2% | $212.34 | $267.47 | -20.5% | COM | 79466L302 |
| V | VISA INC | 20,059 | $4.448M | 0.2% | $221.75 * | $208.38 | +0.8% | COM CL A | 92826C839 |
| BIDU | BAIDU INC | 32,242 | $4.266M | 0.2% | $132.31 | $132.31 | — | SPON ADR REP A | 056752108 |
| RY | ROYAL BK CDA | 37,511 | $4.128M | 0.2% | $110.05 | $105.64 | +6.1% | COM | 780087102 |
| APD | AIR PRODS & CHEMS INC | 16,439 | $4.108M | 0.2% | $249.89 * | $259.64 | -10.7% | COM | 009158106 |
| ACN | ACCENTURE PLC IRELAND | 12,153 | $4.098M | 0.2% | $337.20 * | $340.64 | -6.5% | SHS CLASS A | G1151C101 |
| MCD | MCDONALDS CORP | 15,816 | $3.911M | 0.2% | $247.28 * | $229.36 | -0.7% | COM | 580135101 |
| KEYS | KEYSIGHT TECHNOLOGIES INC | 24,517 | $3.873M | 0.1% | $157.97 * | $182.26 | -8.6% | COM | 49338L103 |
| PYPL | PAYPAL HLDGS INC | 32,453 | $3.753M | 0.1% | $115.64 * | $191.75 | -30.8% | COM | 70450Y103 |
| — | CABLE ONE INC | 4,000,000 | $3.566M | 0.1% | $0.89 | $0.89 | — | NOTE 3/1 | 12685JAE5 |
| SYY | SYSCO CORP | 42,935 | $3.506M | 0.1% | $81.66 * | $69.59 | +4.4% | COM | 871829107 |
| PFE | PFIZER INC | 67,414 | $3.49M | 0.1% | $51.77 * | $40.53 | +4.8% | COM | 717081103 |
| QCOM | QUALCOMM INC | 22,602 | $3.454M | 0.1% | $152.82 | $148.53 | +3.4% | COM | 747525103 |
| HLT | HILTON WORLDWIDE HLDGS INC | 22,436 | $3.404M | 0.1% | $151.72 * | $142.75 | +2.0% | COM | 43300A203 |
| — | ILLUMINA INC | 3,065,000 | $3.364M | 0.1% | $1.10 | $1.25 | — | NOTE 8/1 | 452327AK5 |
| TXN | TEXAS INSTRS INC | 18,277 | $3.353M | 0.1% | $183.45 * | $168.61 | -6.7% | COM | 882508104 |
| — | INTEGRA LIFESCIENCES HLDGS C | 3,157,000 | $3.325M | 0.1% | $1.05 | $1.25 | — | NOTE 0.500% 8/1 | 457985AM1 |
| MRK | MERCK & CO INC | 39,160 | $3.213M | 0.1% | $82.05 * | $69.88 | -0.0% | COM | 58933Y105 |
| CSCO | CISCO SYS INC | 57,294 | $3.195M | 0.1% | $55.77 * | $50.44 | -0.3% | COM | 17275R102 |
| — | TWITTER INC | 3,700,000 | $3.136M | 0.1% | $0.85 | $0.85 | — | NOTE 3/1 | 90184LAN2 |
| NKE | NIKE INC | 22,350 | $3.007M | 0.1% | $134.54 | $102.70 | +28.5% | CL B | 654106103 |
| — | BLOCK INC | 3,094,000 | $2.866M | 0.1% | $0.93 | $16.61 | — | NOTE 5/0 | 852234AJ2 |
| — | INSULET CORP | 2,100,000 | $2.77M | 0.1% | $1.32 | $1.32 | — | NOTE 0.375% 9/0 | 45784PAK7 |
| — | SOUTHWEST AIRLS CO | 2,000,000 | $2.743M | 0.1% | $1.37 | $2.69 | — | NOTE 1.250% 5/0 | 844741BG2 |
| BMO | BANK MONTREAL QUE | 22,218 | $2.613M | 0.1% | $117.61 * | $91.57 | +7.4% | COM | 063671101 |
| DIS | DISNEY WALT CO | 18,859 | $2.587M | 0.1% | $137.18 * | $155.75 | -9.3% | COM | 254687106 |
| GILD | GILEAD SCIENCES INC | 41,244 | $2.452M | 0.1% | $59.45 * | $58.05 | -5.0% | COM | 375558103 |
| MET | METLIFE INC | 34,700 | $2.439M | 0.1% | $70.29 * | $55.96 | +7.4% | COM | 59156R108 |
| — | SPLUNK INC | 2,500,000 | $2.395M | 0.1% | $0.96 | $0.96 | — | NOTE 1.125% 6/1 | 848637AF1 |
| — | LIVONGO HEALTH INC | 2,200,000 | $2.231M | 0.1% | $1.01 | $1.02 | — | NOTE 0.875% 6/0 | 539183AA1 |
| LVS | LAS VEGAS SANDS CORP | 56,576 | $2.199M | 0.1% | $38.87 | $36.70 | +7.9% | COM | 517834107 |
| IBM | INTERNATIONAL BUSINESS MACHS | 16,898 | $2.197M | 0.1% | $130.02 * | $107.27 | +4.5% | COM | 459200101 |
| HPQ | HP INC | 59,445 | $2.158M | 0.1% | $36.30 * | $28.61 | +12.0% | COM | 40434L105 |
| EBAY | EBAY INC. | 37,556 | $2.15M | 0.1% | $57.25 * | $62.19 | -13.1% | COM | 278642103 |
| GIS | GENERAL MLS INC | 29,339 | $1.987M | 0.1% | $67.73 * | $55.25 | +6.4% | COM | 370334104 |
| STT | STATE STR CORP | 22,674 | $1.975M | 0.1% | $87.10 * | $81.74 | -0.9% | COM | 857477103 |
| HPE | HEWLETT PACKARD ENTERPRISE C | 117,986 | $1.972M | 0.1% | $16.71 * | $13.35 | +12.1% | COM | 42824C109 |
| BAC | BK OF AMERICA CORP | 46,614 | $1.921M | 0.1% | $41.21 | $40.99 | -0.4% | COM | 060505104 |
| — | ETSY INC | 1,908,000 | $1.913M | 0.1% | $1.00 | $1.00 | — | NOTE 0.125% 9/0 | 29786AAL0 |
| BKR | BAKER HUGHES COMPANY | 51,926 | $1.891M | 0.1% | $36.42 * | $23.19 | +19.4% | CL A | 05722G100 |
| AMD | ADVANCED MICRO DEVICES INC | 15,332 | $1.676M | 0.1% | $109.31 * | $130.68 | -8.7% | COM | 007903107 |
| BALL | BALL CORP | 18,070 | $1.626M | 0.1% | $89.98 * | $87.25 | -1.2% | COM | 058498106 |
| MDLZ | MONDELEZ INTL INC | 25,655 | $1.611M | 0.1% | $62.79 * | $55.31 | +6.0% | CL A | 609207105 |
| — | BIOMARIN PHARMACEUTICAL INC | 1,600,000 | $1.61M | 0.1% | $1.01 | $2.04 | — | NOTE 1.250% 5/1 | 09061GAK7 |
| PBA | PEMBINA PIPELINE CORP | 37,818 | $1.42M | 0.1% | $37.55 * | $26.18 | +6.8% | COM | 706327103 |
| CNI | CANADIAN NATL RY CO | 10,582 | $1.419M | 0.1% | $134.10 * | $116.67 | -0.8% | COM | 136375102 |
| BNS | BANK NOVA SCOTIA B C | 19,028 | $1.363M | 0.1% | $71.63 * | $58.64 | 0.0% | COM | 064149107 |
| CCJ | CAMECO CORP | 41,585 | $1.211M | 0.0% | $29.12 * | $23.85 | -2.6% | COM | 13321L108 |
| — | COUPA SOFTWARE INC | 1,188,000 | $1.16M | 0.0% | $0.98 | $0.98 | — | NOTE 0.125% 6/1 | 22266LAC0 |
| CVS | CVS HEALTH CORP | 11,183 | $1.132M | 0.0% | $101.23 * | $82.38 | +11.7% | COM | 126650100 |
| — | PROSPECT CAP CORP | 1,000,000 | $1.074M | 0.0% | $1.07 | $1.07 | — | NOTE 6.375% 3/0 | 74348TAT9 |
| DAL | DELTA AIR LINES INC DEL | 25,947 | $1.027M | 0.0% | $39.58 * | $37.37 | +1.4% | COM NEW | 247361702 |
| CZR | CAESARS ENTERTAINMENT INC NE | 11,698 | $905K | 0.0% | $77.36 * | $92.89 | -13.5% | COM | 12769G100 |
| SLF | SUN LIFE FINANCIAL INC. | 15,425 | $861K | 0.0% | $55.82 | $55.08 | 0.0% | COM | 866796105 |
| — | VISHAY INTERTECHNOLOGY INC | 790,000 | $794K | 0.0% | $1.01 | $1.00 | — | NOTE 2.250% 6/1 | 928298AP3 |
| — | OKTA INC | 561,000 | $607K | 0.0% | $1.08 | $1.08 | — | NOTE 0.125% 9/0 | 679295AD7 |
| — | BIOMARIN PHARMACEUTICAL INC | 500,000 | $503K | 0.0% | $1.01 | $2.05 | — | NOTE 0.599% 8/0 | 09061GAH4 |