0000950123-20-003201.txt : 20200409
0000950123-20-003201.hdr.sgml : 20200409
20200409075623
ACCESSION NUMBER: 0000950123-20-003201
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20200331
FILED AS OF DATE: 20200409
DATE AS OF CHANGE: 20200409
EFFECTIVENESS DATE: 20200409
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: M&G INVESTMENT MANAGEMENT LTD
CENTRAL INDEX KEY: 0000922898
IRS NUMBER: 000000000
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-03513
FILM NUMBER: 20783162
BUSINESS ADDRESS:
STREET 1: 10 FENCHURCH AVENUE
CITY: LONDON
STATE: X0
ZIP: EC3M 5AG
BUSINESS PHONE: 02075482293
MAIL ADDRESS:
STREET 1: 10 FENCHURCH AVENUE
CITY: LONDON
STATE: X0
ZIP: EC3M 5AG
13F-HR
1
primary_doc.xml
13F-HR
LIVE
false
true
false
0000922898
XXXXXXXX
03-31-2020
03-31-2020
M&G INVESTMENT MANAGEMENT LTD
10 Fenchurch Avenue
London
X0
EC3M 5AG
13F HOLDINGS REPORT
028-03513
Y
Form 13F File Number: 028-03513
Tamara Postoj
Regulatory Reporting Technical Manager
0044 203 977 3812
Tamara Postoj
London
X0
04-07-2020
0
400
8234398
false
INFORMATION TABLE
2
form13fInfoTable.xml
INFORMATION TABLE FOR FORM 13F
3M CO
COM
88579Y101
273
1991
SH
SOLE
1991
0
0
51JOB INC
SPONSORED ADS
316827104
1482
24297
SH
SOLE
24297
0
0
ABBOTT LABS
COM
002824100
493
6244
SH
SOLE
6244
0
0
ABBVIE INC
COM
00287Y109
27768
365372
SH
SOLE
365372
0
0
ACCENTURE PLC IRELAND
SHS CLASS A
G1151C101
541
3317
SH
SOLE
3317
0
0
ADOBE INC
COM
00724F101
563
1771
SH
SOLE
1771
0
0
ADVANCED MICRO DEVICES INC
COM
007903107
1243
27615
SH
SOLE
27615
0
0
AFLAC INC
COM
001055102
795
23379
SH
SOLE
23379
0
0
AGILENT TECHNOLOGIES INC
COM
00846U101
14499
201373
SH
SOLE
201373
0
0
AGNC INVT CORP
COM
00123Q104
230
20893
SH
SOLE
20893
0
0
AGNICO EAGLE MINES LTD
COM
008474108
5472
137413
SH
SOLE
137413
0
0
AIR PRODS & CHEMS INC
COM
009158106
58432
292159
SH
SOLE
292159
0
0
AKAMAI TECHNOLOGIES INC
COM
00971T101
135
1481
SH
SOLE
1481
0
0
AKAMAI TECHNOLOGIES INC
NOTE 0.125% 5/0
00971TAJ0
19940
17646000
PRN
SOLE
17646000
0
0
ALCON INC
ORD SHS
H01301128
36265
711447
SH
SOLE
711447
0
0
ALEXION PHARMACEUTICALS INC
COM
015351109
1692
18798
SH
SOLE
18798
0
0
ALIBABA GROUP HLDG LTD
SPONSORED ADS
01609W102
22018
113496
SH
SOLE
113496
0
0
ALLERGAN PLC
SHS
G0177J108
247
1395
SH
SOLE
1395
0
0
ALLSTATE CORP
COM
020002101
456
4956
SH
SOLE
4956
0
0
ALPHABET INC
CAP STK CL C
02079K107
2183
1877
SH
SOLE
1877
0
0
ALPHABET INC
CAP STK CL A
02079K305
54679
47056
SH
SOLE
47056
0
0
ALTAIR ENGR INC
NOTE 0.250% 6/0
021369AA1
9474
10527000
PRN
SOLE
10527000
0
0
ALTRIA GROUP INC
COM
02209S103
296
7578
SH
SOLE
7578
0
0
AMAZON COM INC
COM
023135106
4023
2063
SH
SOLE
2063
0
0
AMERICAN EXPRESS CO
COM
025816109
112271
1305477
SH
SOLE
1305477
0
0
AMERICAN TOWER CORP NEW
COM
03027X100
32753
150241
SH
SOLE
150241
0
0
AMERICAN WTR WKS CO INC NEW
COM
030420103
30571
254758
SH
SOLE
254758
0
0
AMERISAFE INC
COM
03071H100
3563
55669
SH
SOLE
55669
0
0
AMGEN INC
COM
031162100
4535
22340
SH
SOLE
22340
0
0
AMPHENOL CORP NEW
CL A
032095101
364
4987
SH
SOLE
4987
0
0
ANNALY CAPITAL MANAGEMENT IN
COM
035710409
63
12622
SH
SOLE
12622
0
0
ANSYS INC
COM
03662Q105
27553
118762
SH
SOLE
118762
0
0
ANTHEM INC
COM
036752103
164435
724382
SH
SOLE
724382
0
0
APPLE INC
COM
037833100
57299
225587
SH
SOLE
225587
0
0
APPLIED MATLS INC
COM
038222105
940
20443
SH
SOLE
20443
0
0
ARISTA NETWORKS INC
COM
040413106
972
4788
SH
SOLE
4788
0
0
AT&T INC
COM
00206R102
11846
408498
SH
SOLE
408498
0
0
ATHERSYS INC NEW
COM
04744L106
2051
683795
SH
SOLE
683795
0
0
ATKORE INTL GROUP INC
COM
047649108
548
26118
SH
SOLE
26118
0
0
ATMOS ENERGY CORP
COM
049560105
7601
76777
SH
SOLE
76777
0
0
AUTODESK INC
COM
052769106
994
6370
SH
SOLE
6370
0
0
AUTOHOME INC
SP ADR RP CL A
05278C107
4166
58675
SH
SOLE
58675
0
0
AUTOMATIC DATA PROCESSING IN
COM
053015103
123571
901978
SH
SOLE
901978
0
0
AUTOZONE INC
COM
053332102
818
967
SH
SOLE
967
0
0
BAIDU INC
SPON ADR REP A
056752108
35167
348189
SH
SOLE
348189
0
0
BALL CORP
COM
058498106
26827
412727
SH
SOLE
412727
0
0
BANCO SANTANDER MEXICO S A
SPONSORED ADS B
05969B103
7460
2486616
SH
SOLE
2486616
0
0
BANK MONTREAL
COM
063671101
45182
894975
SH
SOLE
894975
0
0
BANK NEW YORK MELLON CORP
COM
064058100
53067
1560784
SH
SOLE
1560784
0
0
BANK NOVA SCOTIA B C
COM
064149107
47140
1163102
SH
SOLE
1163102
0
0
BARRICK GOLD CORPORATION
COM
067901108
18778
1015762
SH
SOLE
1015762
0
0
BAUSCH HEALTH COS INC
COM
071734107
3155
201713
SH
SOLE
201713
0
0
BCE INC
COM NEW
05534B760
7119
172632
SH
SOLE
172632
0
0
BECTON DICKINSON & CO
COM
075887109
114238
496688
SH
SOLE
496688
0
0
BEIGENE LTD
SPONSORED ADR
07725L102
2063
16772
SH
SOLE
16772
0
0
BERKSHIRE HATHAWAY INC DEL
CL B NEW
084670702
1327
7252
SH
SOLE
7252
0
0
BIOGEN INC
COM
09062X103
6052
19153
SH
SOLE
19153
0
0
BIOMARIN PHARMACEUTICAL INC
NOTE 0.599% 8/0
09061GAH4
8848
8508000
PRN
SOLE
8508000
0
0
BK OF AMERICA CORP
COM
060505104
73941
3520989
SH
SOLE
3520989
0
0
BLACKROCK INC
COM
09247X101
13684
31100
SH
SOLE
31100
0
0
BOEING CO
COM
097023105
295
1978
SH
SOLE
1978
0
0
BOOKING HLDGS INC
COM
09857L108
928
690
SH
SOLE
690
0
0
BOOZ ALLEN HAMILTON HLDG COR
CL A
099502106
427
6189
SH
SOLE
6189
0
0
BOSTON SCIENTIFIC CORP
COM
101137107
210
6371
SH
SOLE
6371
0
0
BRIGHT HORIZONS FAM SOL IN D
COM
109194100
3726
36532
SH
SOLE
36532
0
0
BRISTOL-MYERS SQUIBB CO
COM
110122108
302974
5410255
SH
SOLE
5410255
0
0
BRISTOL-MYERS SQUIBB CO
RIGHT 99/99/9999
110122157
1473
368203
SH
SOLE
368203
0
0
BROADCOM INC
COM
11135F101
26674
112550
SH
SOLE
112550
0
0
BROADRIDGE FINL SOLUTIONS IN
COM
11133T103
21369
224934
SH
SOLE
224934
0
0
BROOKFIELD ASSET MGMT INC
CL A LTD VT SH
112585104
22998
521671
SH
SOLE
521671
0
0
BUNGE LIMITED
COM
G16962105
13175
321351
SH
SOLE
321351
0
0
BURLINGTON STORES INC
COM
122017106
597
3777
SH
SOLE
3777
0
0
BWX TECHNOLOGIES INC
COM
05605H100
731
14910
SH
SOLE
14910
0
0
CABLE ONE INC
COM
12685J105
1180
718
SH
SOLE
718
0
0
CANADIAN IMP BK COMM
COM
136069101
14852
254727
SH
SOLE
254727
0
0
CANADIAN NAT RES LTD
COM
136385101
9158
677883
SH
SOLE
677883
0
0
CANADIAN NATL RY CO
COM
136375102
32635
417252
SH
SOLE
417252
0
0
CANADIAN PAC RY LTD
COM
13645T100
17918
81027
SH
SOLE
81027
0
0
CANOPY GROWTH CORP
COM
138035100
1437
101026
SH
SOLE
101026
0
0
CAPITOL FED FINL INC
COM
14057J101
3500
291689
SH
SOLE
291689
0
0
CARDINAL HEALTH INC
COM
14149Y108
294
6116
SH
SOLE
6116
0
0
CARNIVAL CORP
UNIT 99/99/9999
143658300
405
31188
SH
SOLE
31188
0
0
CATERPILLAR INC DEL
COM
149123101
5247
45229
SH
SOLE
45229
0
0
CDW CORP
COM
12514G108
780
8384
SH
SOLE
8384
0
0
CELESTICA INC
SUB VTG SHS
15101Q108
1654
465232
SH
SOLE
465232
0
0
CENOVUS ENERGY INC
COM
15135U109
1409
660332
SH
SOLE
660332
0
0
CENTURYLINK INC
COM
156700106
10503
1167022
SH
SOLE
1167022
0
0
CERNER CORP
COM
156782104
371
5892
SH
SOLE
5892
0
0
CGI INC
CL A SUB VTG
12532H104
9621
178030
SH
SOLE
178030
0
0
CHAPARRAL ENERGY INC
COM CL A
15942R208
0
297016
SH
SOLE
297016
0
0
CHARTER COMMUNICATIONS INC N
CL A
16119P108
352
808
SH
SOLE
808
0
0
CHENIERE ENERGY INC
COM NEW
16411R208
38592
1135050
SH
SOLE
1135050
0
0
CHEVRON CORP NEW
COM
166764100
14838
206083
SH
SOLE
206083
0
0
CIGNA CORP NEW
COM
125523100
5430
30676
SH
SOLE
30676
0
0
CISCO SYS INC
COM
17275R102
151082
3873910
SH
SOLE
3873910
0
0
CITIGROUP INC
COM NEW
172967424
82791
1971206
SH
SOLE
1971206
0
0
CITRIX SYS INC
COM
177376100
3988
28083
SH
SOLE
28083
0
0
CME GROUP INC
COM
12572Q105
9457
54664
SH
SOLE
54664
0
0
CNH INDL N V
SHS
N20944109
2116
383608
SH
SOLE
383608
0
0
COCA COLA CO
COM
191216100
605
13750
SH
SOLE
13750
0
0
COCA COLA EUROPEAN PARTNERS
SHS
G25839104
13215
347767
SH
SOLE
347767
0
0
COGENT COMMUNICATIONS HLDGS
COM NEW
19239V302
794
9680
SH
SOLE
9680
0
0
COGNIZANT TECHNOLOGY SOLUTIO
CL A
192446102
14677
319064
SH
SOLE
319064
0
0
COHEN & STEERS INC
COM
19247A100
695
15451
SH
SOLE
15451
0
0
COLGATE PALMOLIVE CO
COM
194162103
75098
1137850
SH
SOLE
1137850
0
0
COLUMBIA SPORTSWEAR CO
COM
198516106
3397
48533
SH
SOLE
48533
0
0
COMCAST CORP NEW
CL A
20030N101
99539
2927616
SH
SOLE
2927616
0
0
COMERICA INC
COM
200340107
223
7683
SH
SOLE
7683
0
0
CONOCOPHILLIPS
COM
20825C104
6164
198829
SH
SOLE
198829
0
0
CONSOLIDATED COMM HLDGS INC
COM
209034107
2661
532100
SH
SOLE
532100
0
0
CONSTELLATION BRANDS INC
CL A
21036P108
72135
504442
SH
SOLE
504442
0
0
COPART INC
COM
217204106
682
9885
SH
SOLE
9885
0
0
CORESITE RLTY CORP
COM
21870Q105
61031
526125
SH
SOLE
526125
0
0
COSTCO WHSL CORP NEW
COM
22160K105
1211
4248
SH
SOLE
4248
0
0
COTY INC
COM CL A
222070203
4600
920064
SH
SOLE
920064
0
0
CROWN CASTLE INTL CORP NEW
COM
22822V101
64652
448970
SH
SOLE
448970
0
0
CSX CORP
COM
126408103
65212
1144071
SH
SOLE
1144071
0
0
CTRIP COM INTL LTD
DBCV 1.990% 7/0
22943FAH3
34870
35582000
PRN
SOLE
35582000
0
0
CUMMINS INC
COM
231021106
220
1631
SH
SOLE
1631
0
0
CVS HEALTH CORP
COM
126650100
63220
1071525
SH
SOLE
1071525
0
0
D R HORTON INC
COM
23331A109
816
23990
SH
SOLE
23990
0
0
DANAHER CORPORATION
COM
235851102
1137
8238
SH
SOLE
8238
0
0
DAQO NEW ENERGY CORP
SPNSRD ADR NEW
23703Q203
1017
17530
SH
SOLE
17530
0
0
DENBURY RES INC
COM NEW
247916208
0
769577
SH
SOLE
769577
0
0
DEUTSCHE BANK A G
NAMEN AKT
D18190898
5040
761262
SH
SOLE
761262
0
0
DISCOVER FINL SVCS
COM
254709108
10694
297048
SH
SOLE
297048
0
0
DISH NETWORK CORPORATION
CL A
25470M109
489
24442
SH
SOLE
24442
0
0
DISNEY WALT CO
COM DISNEY
254687106
102649
1058233
SH
SOLE
1058233
0
0
DOCUSIGN INC
NOTE 0.500% 9/1
256163AB2
11600
8286000
PRN
SOLE
8286000
0
0
DOLLAR GEN CORP NEW
COM
256677105
628
4157
SH
SOLE
4157
0
0
DOMINION ENERGY INC
COM
25746U109
254
3529
SH
SOLE
3529
0
0
DOMTAR CORP
COM NEW
257559203
2365
107484
SH
SOLE
107484
0
0
DOVER CORP
COM
260003108
267
3178
SH
SOLE
3178
0
0
DXC TECHNOLOGY CO
COM
23355L106
4402
338597
SH
SOLE
338597
0
0
EAGLE MATERIALS INC
COM
26969P108
5284
91099
SH
SOLE
91099
0
0
EATON CORP PLC
SHS
G29183103
375
4809
SH
SOLE
4809
0
0
EBAY INC
COM
278642103
1288
42940
SH
SOLE
42940
0
0
EDISON INTL
COM
281020107
36812
669313
SH
SOLE
669313
0
0
EDWARDS LIFESCIENCES CORP
COM
28176E108
1107
5856
SH
SOLE
5856
0
0
ELECTRONIC ARTS INC
COM
285512109
16819
168188
SH
SOLE
168188
0
0
EMERSON ELEC CO
COM
291011104
4475
93230
SH
SOLE
93230
0
0
ENBRIDGE INC
COM
29250N105
49892
1714366
SH
SOLE
1714366
0
0
ENERGIZER HLDGS INC NEW
COM
29272W109
4287
142900
SH
SOLE
142900
0
0
ENTERGY CORP NEW
COM
29364G103
345
3675
SH
SOLE
3675
0
0
EPAM SYS INC
COM
29414B104
1140
6128
SH
SOLE
6128
0
0
EQUINIX INC
COM
29444U700
53371
85394
SH
SOLE
85394
0
0
EURONAV NV ANTWERPEN
SHS
B38564108
121316
10998403
SH
SOLE
10998403
0
0
EXACT SCIENCES CORP
NOTE 1.000% 1/1
30063PAA3
2587
2395000
PRN
SOLE
2395000
0
0
EXACT SCIENCES CORP
NOTE 0.375% 3/1
30063PAB1
16776
19737000
PRN
SOLE
19737000
0
0
EXELON CORP
COM
30161N101
24458
661035
SH
SOLE
661035
0
0
EXPEDIA GROUP INC
COM NEW
30212P303
507
9054
SH
SOLE
9054
0
0
EXTENDED STAY AMER INC
UNIT 99/99/9999B
30224P200
5827
832482
SH
SOLE
832482
0
0
EXXON MOBIL CORP
COM
30231G102
595
15669
SH
SOLE
15669
0
0
FACEBOOK INC
CL A
30303M102
2535
15182
SH
SOLE
15182
0
0
FAIR ISAAC CORP
COM
303250104
875
2840
SH
SOLE
2840
0
0
FEDEX CORP
COM
31428X106
9280
76693
SH
SOLE
76693
0
0
FERRARI N V
COM
N3167Y103
7810
49845
SH
SOLE
49845
0
0
FIAT CHRYSLER AUTOMOBILES N
SHS
N31738102
3242
419778
SH
SOLE
419778
0
0
FIDELITY NATL INFORMATION SV
COM
31620M106
36202
296735
SH
SOLE
296735
0
0
FIFTH THIRD BANCORP
COM
316773100
11604
773574
SH
SOLE
773574
0
0
FIRST AMERN FINL CORP
COM
31847R102
578
13761
SH
SOLE
13761
0
0
FIRST FINL BANKSHARES
COM
32020R109
360
13317
SH
SOLE
13317
0
0
FIRST REP BK SAN FRANCISCO C
COM
33616C100
90684
1105903
SH
SOLE
1105903
0
0
FISERV INC
COM
337738108
695
7315
SH
SOLE
7315
0
0
FOOT LOCKER INC
COM
344849104
6039
274478
SH
SOLE
274478
0
0
FORD MTR CO DEL
COM
345370860
9057
1811438
SH
SOLE
1811438
0
0
FORTIS INC
COM
349553107
10342
269361
SH
SOLE
269361
0
0
FORTUNE BRANDS HOME & SEC IN
COM
34964C106
233
5408
SH
SOLE
5408
0
0
FOX CORP
CL A COM
35137L105
450
18768
SH
SOLE
18768
0
0
FOX CORP
CL B COM
35137L204
47
2022
SH
SOLE
2022
0
0
FRANCO NEVADA CORP
COM
351858105
80174
799682
SH
SOLE
799682
0
0
GALLAGHER ARTHUR J & CO
COM
363576109
168658
2056804
SH
SOLE
2056804
0
0
GARMIN LTD
SHS
H2906T109
49553
660708
SH
SOLE
660708
0
0
GENERAL DYNAMICS CORP
COM
369550108
6947
52626
SH
SOLE
52626
0
0
GENERAL ELECTRIC CO
COM
369604103
9240
1155018
SH
SOLE
1155018
0
0
GENERAL MLS INC
COM
370334104
524
9883
SH
SOLE
9883
0
0
GENERAL MTRS CO
COM
37045V100
4843
230615
SH
SOLE
230615
0
0
GILEAD SCIENCES INC
COM
375558103
3643
48567
SH
SOLE
48567
0
0
GLOBAL PMTS INC
COM
37940X102
1026
7122
SH
SOLE
7122
0
0
GODADDY INC
CL A
380237107
1655
29027
SH
SOLE
29027
0
0
GOLDMAN SACHS GROUP INC
COM
38141G104
6004
38738
SH
SOLE
38738
0
0
GRACO INC
COM
384109104
19402
395964
SH
SOLE
395964
0
0
GRAPHIC PACKAGING HLDG CO
COM
388689101
900
75026
SH
SOLE
75026
0
0
GREENBRIER COS INC
NOTE 2.875% 2/0
393657AK7
4269
5270000
PRN
SOLE
5270000
0
0
GRIDSUM HLDG INC
SPONSORED ADR
398132100
355
355369
SH
SOLE
355369
0
0
GUIDEWIRE SOFTWARE INC
NOTE 1.250% 3/1
40171VAA8
6470
6670000
PRN
SOLE
6670000
0
0
GW PHARMACEUTICALS PLC
ADS
36197T103
71305
810280
SH
SOLE
810280
0
0
HANNON ARMSTRONG SUST INFR C
COM
41068X100
405
20258
SH
SOLE
20258
0
0
HARLEY DAVIDSON INC
COM
412822108
546
28716
SH
SOLE
28716
0
0
HARTFORD FINL SVCS GROUP INC
COM
416515104
11936
341022
SH
SOLE
341022
0
0
HDFC BANK LTD
SPONSORED ADS
40415F101
5003
131647
SH
SOLE
131647
0
0
HELEN OF TROY CORP LTD
COM
G4388N106
442
3066
SH
SOLE
3066
0
0
HELIX ENERGY SOLUTIONS GRP I
NOTE 4.250% 5/0
42330PAH0
5061
6933000
PRN
SOLE
6933000
0
0
HELMERICH & PAYNE INC
COM
423452101
937
58546
SH
SOLE
58546
0
0
HERSHEY CO
COM
427866108
1293
9722
SH
SOLE
9722
0
0
HESS CORP
COM
42809H107
3222
97636
SH
SOLE
97636
0
0
HEWLETT PACKARD ENTERPRISE C
COM
42824C109
12278
1227754
SH
SOLE
1227754
0
0
HOLLYSYS AUTOMATION TECHNOLO
SHS
G45667105
35295
2714962
SH
SOLE
2714962
0
0
HOME DEPOT INC
COM
437076102
17596
94096
SH
SOLE
94096
0
0
HONEYWELL INTL INC
COM
438516106
24048
179464
SH
SOLE
179464
0
0
HORIZON PHARMA INVT LTD
NOTE 2.500% 3/1
44052TAB7
12772
11010000
PRN
SOLE
11010000
0
0
HUMANA INC
COM
444859102
5211
16596
SH
SOLE
16596
0
0
HUTCHISON CHINA MEDITECH LTD
SPONSORED ADR
44842L103
70203
3900189
SH
SOLE
3900189
0
0
ICICI BANK LIMITED
ADR
45104G104
763
84766
SH
SOLE
84766
0
0
II VI INC
NOTE 0.250% 9/0
902104AB4
16875
18342000
PRN
SOLE
18342000
0
0
ILLINOIS TOOL WKS INC
COM
452308109
420
2956
SH
SOLE
2956
0
0
ILLUMINA INC
COM
452327109
4730
17325
SH
SOLE
17325
0
0
IMPERIAL OIL LTD
COM NEW
453038408
1549
136132
SH
SOLE
136132
0
0
INCYTE CORP
COM
45337C102
1505
20618
SH
SOLE
20618
0
0
INTEL CORP
COM
458140100
25186
466408
SH
SOLE
466408
0
0
INTERNATIONAL BUSINESS MACHS
COM
459200101
1066
9604
SH
SOLE
9604
0
0
INTUIT
COM
461202103
243
1057
SH
SOLE
1057
0
0
INTUITIVE SURGICAL INC
COM NEW
46120E602
232
468
SH
SOLE
468
0
0
IPG PHOTONICS CORP
COM
44980X109
4877
44338
SH
SOLE
44338
0
0
JACOBS ENGR GROUP INC
COM
469814107
380
4805
SH
SOLE
4805
0
0
JAZZ INVESTMENTS I LTD
NOTE 1.875% 8/1
472145AB7
12351
13001000
PRN
SOLE
13001000
0
0
JAZZ INVESTMENTS I LTD
NOTE 1.500% 8/1
472145AD3
19043
21889000
PRN
SOLE
21889000
0
0
JD COM INC
SPON ADR CL A
47215P106
2731
66614
SH
SOLE
66614
0
0
JOHNSON & JOHNSON
COM
478160104
99014
755832
SH
SOLE
755832
0
0
JOHNSON CTLS INTL PLC
SHS
G51502105
19125
708351
SH
SOLE
708351
0
0
JPMORGAN CHASE & CO
COM
46625H100
180023
2000261
SH
SOLE
2000261
0
0
KANSAS CITY SOUTHERN
COM NEW
485170302
680
5351
SH
SOLE
5351
0
0
KEYCORP
COM
493267108
13277
1327669
SH
SOLE
1327669
0
0
KEYSIGHT TECHNOLOGIES INC
COM
49338L103
397
4731
SH
SOLE
4731
0
0
KIMBERLY CLARK CORP
COM
494368103
483
3771
SH
SOLE
3771
0
0
KINSALE CAP GROUP INC
COM
49714P108
780
7424
SH
SOLE
7424
0
0
KLA CORPORATION
COM NEW
482480100
46863
325436
SH
SOLE
325436
0
0
KONTOOR BRANDS INC
COM
50050N103
2139
112590
SH
SOLE
112590
0
0
KOSMOS ENERGY LTD
COM
500688106
14869
14868634
SH
SOLE
14868634
0
0
KROGER CO
COM
501044101
18305
610160
SH
SOLE
610160
0
0
L3HARRIS TECHNOLOGIES INC
COM
502431109
30599
169993
SH
SOLE
169993
0
0
LAM RESEARCH CORP
COM
512807108
18518
77158
SH
SOLE
77158
0
0
LAMB WESTON HLDGS INC
COM
513272104
575
10081
SH
SOLE
10081
0
0
LAS VEGAS SANDS CORP
COM
517834107
17604
419148
SH
SOLE
419148
0
0
LIGAND PHARMACEUTICALS INC
NOTE 0.750% 5/1
53220KAF5
13213
15919000
PRN
SOLE
15919000
0
0
LILLY ELI & CO
COM
532457108
4931
35477
SH
SOLE
35477
0
0
LINDE PLC
SHS
G5494J103
58108
327135
SH
SOLE
327135
0
0
LIVE NATION ENTERTAINMENT IN
NOTE 2.500% 3/1
538034AQ2
6892
7255000
PRN
SOLE
7255000
0
0
LKQ CORP
COM
501889208
320
15226
SH
SOLE
15226
0
0
LOEWS CORP
COM
540424108
8719
249110
SH
SOLE
249110
0
0
LOGITECH INTL S A
SHS
H50430232
2892
66195
SH
SOLE
66195
0
0
LOWES COS INC
COM
548661107
162719
1892080
SH
SOLE
1892080
0
0
LYONDELLBASELL INDUSTRIES N
SHS - A -
N53745100
3446
68920
SH
SOLE
68920
0
0
M & T BK CORP
COM
55261F104
23238
225607
SH
SOLE
225607
0
0
MAGNA INTL INC
COM
559222401
8690
271573
SH
SOLE
271573
0
0
MANHATTAN ASSOCS INC
COM
562750109
24471
489427
SH
SOLE
489427
0
0
MANPOWERGROUP INC
COM
56418H100
3538
66756
SH
SOLE
66756
0
0
MANULIFE FINL CORP
COM
56501R106
66218
5111824
SH
SOLE
5111824
0
0
MARATHON PETE CORP
COM
56585A102
484
20148
SH
SOLE
20148
0
0
MARSH & MCLENNAN COS INC
COM
571748102
18377
213681
SH
SOLE
213681
0
0
MARTIN MARIETTA MATLS INC
COM
573284106
102519
542427
SH
SOLE
542427
0
0
MASTERCARD INC
CL A
57636Q104
37656
155602
SH
SOLE
155602
0
0
MATCH GROUP INC
COM
57665R106
1394
21115
SH
SOLE
21115
0
0
MCDONALDS CORP
COM
580135101
449
2720
SH
SOLE
2720
0
0
MEDTRONIC PLC
SHS
G5960L103
130000
1444441
SH
SOLE
1444441
0
0
MERCK & CO. INC
COM
58933Y105
48719
632708
SH
SOLE
632708
0
0
MESOBLAST LTD
SPONS ADR
590717104
5682
1420387
SH
SOLE
1420387
0
0
META FINL GROUP INC
COM
59100U108
734
33350
SH
SOLE
33350
0
0
METHANEX CORP
COM
59151K108
171705
14308782
SH
SOLE
14308782
0
0
METLIFE INC
COM
59156R108
4404
142069
SH
SOLE
142069
0
0
MICRON TECHNOLOGY INC
COM
595112103
5454
129851
SH
SOLE
129851
0
0
MICROSOFT CORP
COM
594918104
492665
3118134
SH
SOLE
3118134
0
0
MOBILE TELESYSTEMS PJSC
SPONSORED ADR
607409109
1405
175668
SH
SOLE
175668
0
0
MOLSON COORS BEVERAGE CO
CL B
60871R209
13756
352727
SH
SOLE
352727
0
0
MOMO INC
NOTE 1.250% 7/0
60879BAB3
16318
20398000
PRN
SOLE
20398000
0
0
MONDELEZ INTL INC
CL A
609207105
24784
495673
SH
SOLE
495673
0
0
MONSTER BEVERAGE CORP NEW
COM
61174X109
727
12982
SH
SOLE
12982
0
0
MOTOROLA SOLUTIONS INC
COM NEW
620076307
31460
236540
SH
SOLE
236540
0
0
NATIONAL OILWELL VARCO INC
COM
637071101
4394
439411
SH
SOLE
439411
0
0
NETEASE INC
SPONSORED ADS
64110W102
570
1776
SH
SOLE
1776
0
0
NETFLIX INC
COM
64110L106
566
1505
SH
SOLE
1505
0
0
NEW ORIENTAL ED & TECH GRP I
SPON ADR
647581107
552
5110
SH
SOLE
5110
0
0
NEW YORK CMNTY BANCORP INC
COM
649445103
9966
1107355
SH
SOLE
1107355
0
0
NEWMONT CORP
COM
651639106
6499
144417
SH
SOLE
144417
0
0
NEWS CORP NEW
CL A
65249B109
3634
403787
SH
SOLE
403787
0
0
NEWS CORP NEW
CL B
65249B208
8
897
SH
SOLE
897
0
0
NEXTERA ENERGY INC
COM
65339F101
28887
119861
SH
SOLE
119861
0
0
NEXTERA ENERGY INC
UNIT 99/99/9999
65339F770
7040
160000
SH
SOLE
160000
0
0
NEXTERA ENERGY PARTNERS LP
COM UNIT PART IN
65341B106
8311
193279
SH
SOLE
193279
0
0
NIKE INC
CL B
654106103
6794
81850
SH
SOLE
81850
0
0
NRG ENERGY INC
COM NEW
629377508
81
2991
SH
SOLE
2991
0
0
NRG ENERGY INC
DBCV 2.750% 6/0
629377CG5
15154
15785000
PRN
SOLE
15785000
0
0
NUTANIX INC
CL A
67059N108
323
20174
SH
SOLE
20174
0
0
NUTRIEN LTD
COM
67077M108
11757
344483
SH
SOLE
344483
0
0
NVIDIA CORP
COM
67066G104
614
2326
SH
SOLE
2326
0
0
NXP SEMICONDUCTORS N V
COM
N6596X109
21772
262313
SH
SOLE
262313
0
0
O REILLY AUTOMOTIVE INC NEW
COM
67103H107
815
2706
SH
SOLE
2706
0
0
ON SEMICONDUCTOR CORP
COM
682189105
2892
240966
SH
SOLE
240966
0
0
ON SEMICONDUCTOR CORP
NOTE 1.625%10/1
682189AP0
10947
10947000
PRN
SOLE
10947000
0
0
ONEOK INC NEW
COM
682680103
70334
3196986
SH
SOLE
3196986
0
0
ORACLE CORP
COM
68389X105
22385
466360
SH
SOLE
466360
0
0
OSHKOSH CORP
COM
688239201
6706
104783
SH
SOLE
104783
0
0
OWENS CORNING NEW
COM
690742101
5872
150564
SH
SOLE
150564
0
0
PACCAR INC
COM
693718108
921
15094
SH
SOLE
15094
0
0
PALO ALTO NETWORKS INC
NOTE 0.750% 7/0
697435AD7
34363
35795000
PRN
SOLE
35795000
0
0
PATTERSON UTI ENERGY INC
COM
703481101
59
29304
SH
SOLE
29304
0
0
PAYCHEX INC
COM
704326107
232
3685
SH
SOLE
3685
0
0
PAYCOM SOFTWARE INC
COM
70432V102
784
3880
SH
SOLE
3880
0
0
PAYLOCITY HLDG CORP
COM
70438V106
843
9582
SH
SOLE
9582
0
0
PAYPAL HLDGS INC
COM
70450Y103
407
4244
SH
SOLE
4244
0
0
PEMBINA PIPELINE CORP
COM
706327103
5875
317763
SH
SOLE
317763
0
0
PEPSICO INC
COM
713448108
152563
1271362
SH
SOLE
1271362
0
0
PFIZER INC
COM
717081103
42732
1294909
SH
SOLE
1294909
0
0
PHILIP MORRIS INTL INC
COM
718172109
441
6040
SH
SOLE
6040
0
0
PHILLIPS 66
COM
718546104
649
12024
SH
SOLE
12024
0
0
PNC FINL SVCS GROUP INC
COM
693475105
26559
276656
SH
SOLE
276656
0
0
PRICE T ROWE GROUP INC
COM
74144T108
945
9646
SH
SOLE
9646
0
0
PROCTER & GAMBLE CO
COM
742718109
1235
11225
SH
SOLE
11225
0
0
PROGRESSIVE CORP OHIO
COM
743315103
20996
283736
SH
SOLE
283736
0
0
PROLOGIS INC.
COM
74340W103
276
3447
SH
SOLE
3447
0
0
PURE STORAGE INC
NOTE 0.125% 4/1
74624MAB8
10032
11665000
PRN
SOLE
11665000
0
0
QIAGEN NV
SHS NEW
N72482123
5459
133703
SH
SOLE
133703
0
0
QIAGEN NV
DEBT 1.000%11/1
N72482AT4
9682
9400000
PRN
SOLE
9400000
0
0
QUALCOMM INC
COM
747525103
325
4773
SH
SOLE
4773
0
0
QUEST DIAGNOSTICS INC
COM
74834L100
18989
237357
SH
SOLE
237357
0
0
RAYTHEON CO
COM NEW
755111507
759
5797
SH
SOLE
5797
0
0
REGENERON PHARMACEUTICALS
COM
75886F107
4258
8726
SH
SOLE
8726
0
0
REPUBLIC SVCS INC
COM
760759100
57361
764809
SH
SOLE
764809
0
0
RESMED INC
COM
761152107
1063
7233
SH
SOLE
7233
0
0
RESTAURANT BRANDS INTL INC
COM
76131D103
6589
162573
SH
SOLE
162573
0
0
ROGERS COMMUNICATIONS INC
CL B
775109200
8658
206385
SH
SOLE
206385
0
0
ROYAL BK CDA
COM
780087102
52399
847050
SH
SOLE
847050
0
0
S&P GLOBAL INC
COM
78409V104
17800
72652
SH
SOLE
72652
0
0
SALESFORCE COM INC
COM
79466L302
462
3205
SH
SOLE
3205
0
0
SANDRIDGE ENERGY INC
COM NEW
80007P869
12
11963
SH
SOLE
11963
0
0
SEAGATE TECHNOLOGY PLC
SHS
G7945M107
266
5419
SH
SOLE
5419
0
0
SERVICENOW INC
COM
81762P102
229
797
SH
SOLE
797
0
0
SHAW COMMUNICATIONS INC
CL B CONV
82028K200
12250
749044
SH
SOLE
749044
0
0
SHOPIFY INC
CL A
82509L107
24463
58312
SH
SOLE
58312
0
0
SILICON MOTION TECHNOLOGY CO
SPONSORED ADR
82706C108
23055
623105
SH
SOLE
623105
0
0
SKYWORKS SOLUTIONS INC
COM
83088M102
570
6408
SH
SOLE
6408
0
0
SOLAREDGE TECHNOLOGIES INC
COM
83417M104
5972
72830
SH
SOLE
72830
0
0
SOUTHERN CO
COM
842587107
1123
20791
SH
SOLE
20791
0
0
SOUTHWEST AIRLS CO
COM
844741108
3997
111034
SH
SOLE
111034
0
0
SPIRIT AEROSYSTEMS HLDGS INC
COM CL A
848574109
1529
63722
SH
SOLE
63722
0
0
SPX FLOW INC
COM
78469X107
3525
125889
SH
SOLE
125889
0
0
STARBUCKS CORP
COM
855244109
285
4319
SH
SOLE
4319
0
0
STEEL DYNAMICS INC
COM
858119100
4412
191810
SH
SOLE
191810
0
0
STERIS PLC
SHS USD
G8473T100
417
2976
SH
SOLE
2976
0
0
STRYKER CORP
COM
863667101
7500
45178
SH
SOLE
45178
0
0
SUN LIFE FINL INC
COM
866796105
11318
353715
SH
SOLE
353715
0
0
SUNCOR ENERGY INC NEW
COM
867224107
14178
906331
SH
SOLE
906331
0
0
SUPERNUS PHARMACEUTICALS INC
NOTE 0.625% 4/0
868459AD0
16339
20172000
PRN
SOLE
20172000
0
0
SYNEOS HEALTH INC
CL A
87166B102
1049
26899
SH
SOLE
26899
0
0
SYSCO CORP
COM
871829107
624
13562
SH
SOLE
13562
0
0
TAIWAN SEMICONDUCTOR MFG LTD
SPONSORED ADS
874039100
11952
249001
SH
SOLE
249001
0
0
TAPESTRY INC
COM
876030107
4776
367388
SH
SOLE
367388
0
0
TARGET CORP
COM
87612E106
4472
48087
SH
SOLE
48087
0
0
TC ENERGY CORP
COM
87807B107
95343
2157050
SH
SOLE
2157050
0
0
TECHNIPFMC PLC
COM
G87110105
986
148995
SH
SOLE
148995
0
0
TECK RESOURCES LTD
CL B
878742204
2226
284636
SH
SOLE
284636
0
0
TELEPHONE & DATA SYS INC
COM NEW
879433829
1848
108701
SH
SOLE
108701
0
0
TELUS CORPORATION
COM
87971M103
3702
236640
SH
SOLE
236640
0
0
TESLA INC
COM
88160R101
268
512
SH
SOLE
512
0
0
TEXAS INSTRS INC
COM
882508104
351
3514
SH
SOLE
3514
0
0
THERMO FISHER SCIENTIFIC INC
COM
883556102
6640
23382
SH
SOLE
23382
0
0
THOMSON REUTERS CORP
COM NEW
884903709
7821
114570
SH
SOLE
114570
0
0
TIFFANY & CO NEW
COM
886547108
30819
237066
SH
SOLE
237066
0
0
TJX COS INC NEW
COM
872540109
927
19322
SH
SOLE
19322
0
0
TORONTO DOMINION BK ONT
COM NEW
891160509
45452
1065375
SH
SOLE
1065375
0
0
TOWER SEMICONDUCTOR LTD
SHS NEW
M87915274
783
48932
SH
SOLE
48932
0
0
TRACTOR SUPPLY CO
COM
892356106
19088
224566
SH
SOLE
224566
0
0
TRAVELERS COMPANIES INC
COM
89417E109
29561
298593
SH
SOLE
298593
0
0
TRINSEO S A
SHS
L9340P101
141103
7839044
SH
SOLE
7839044
0
0
TRIP COM GROUP LTD
ADS
89677Q107
18437
801629
SH
SOLE
801629
0
0
TRUIST FINL CORP
COM
89832Q109
13760
443874
SH
SOLE
443874
0
0
TWITTER INC
NOTE 0.250% 6/1
90184LAF9
34643
38492000
PRN
SOLE
38492000
0
0
TYSON FOODS INC
CL A
902494103
5866
101144
SH
SOLE
101144
0
0
UBS GROUP AG
SHS
H42097107
56672
6053079
SH
SOLE
6053079
0
0
UNION PAC CORP
COM
907818108
24721
175324
SH
SOLE
175324
0
0
UNITED PARCEL SERVICE INC
CL B
911312106
249
2681
SH
SOLE
2681
0
0
UNITED STATES CELLULAR CORP
COM
911684108
2046
70558
SH
SOLE
70558
0
0
UNITED TECHNOLOGIES CORP
COM
913017109
416
4429
SH
SOLE
4429
0
0
UNITEDHEALTH GROUP INC
COM
91324P102
190344
764432
SH
SOLE
764432
0
0
US BANCORP DEL
COM NEW
902973304
17510
514988
SH
SOLE
514988
0
0
VERIZON COMMUNICATIONS INC
COM
92343V104
31915
591011
SH
SOLE
591011
0
0
VERTEX PHARMACEUTICALS INC
COM
92532F100
1469
6172
SH
SOLE
6172
0
0
VICI PPTYS INC
COM
925652109
401
23606
SH
SOLE
23606
0
0
VISA INC
COM CL A
92826C839
312414
1940457
SH
SOLE
1940457
0
0
VISHAY INTERTECHNOLOGY INC
COM
928298108
2566
183283
SH
SOLE
183283
0
0
VMWARE INC
CL A COM
928563402
738
6099
SH
SOLE
6099
0
0
VOYA FINANCIAL INC
COM
929089100
5318
129710
SH
SOLE
129710
0
0
WALGREENS BOOTS ALLIANCE INC
COM
931427108
4441
96536
SH
SOLE
96536
0
0
WALKER & DUNLOP INC
COM
93148P102
329
8231
SH
SOLE
8231
0
0
WALMART INC
COM
931142103
907
7952
SH
SOLE
7952
0
0
WASTE CONNECTIONS INC
COM
94106B101
11681
150718
SH
SOLE
150718
0
0
WEIBO CORP
NOTE 1.250%11/1
948596AC5
7866
9147000
PRN
SOLE
9147000
0
0
WEIS MKTS INC
COM
948849104
2643
62925
SH
SOLE
62925
0
0
WELLS FARGO CO NEW
COM
949746101
67911
2341761
SH
SOLE
2341761
0
0
WESTERN DIGITAL CORP.
COM
958102105
3457
82311
SH
SOLE
82311
0
0
WESTERN DIGITAL CORP.
NOTE 1.500% 2/0
958102AP0
18029
20487000
PRN
SOLE
20487000
0
0
WESTERN UN CO
COM
959802109
323
17918
SH
SOLE
17918
0
0
WESTROCK CO
COM
96145D105
5682
202928
SH
SOLE
202928
0
0
WEYERHAEUSER CO
COM
962166104
3193
187806
SH
SOLE
187806
0
0
WHEATON PRECIOUS METALS CORP
COM
962879102
7855
283261
SH
SOLE
283261
0
0
XYLEM INC
COM
98419M100
361
5547
SH
SOLE
5547
0
0
YANDEX N V
SHS CLASS A
N97284108
3458
101711
SH
SOLE
101711
0
0
YUM BRANDS INC
COM
988498101
15734
228026
SH
SOLE
228026
0
0
YUM CHINA HLDGS INC
COM
98850P109
3605
83826
SH
SOLE
83826
0
0
ZOETIS INC
CL A
98978V103
212
1796
SH
SOLE
1796
0
0