Location: Naperville, IL
CIK: 0001316507 · Show all filings
Period: Q1 2020 (← Previous) (Next →)
Filing Date: Apr 28, 2020
Total Value: $12.74B (70.4% shares, 29.6% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| SPY | SPDR S&P 500 ETF TR | 1,976,155 | $509M | 4.0% | $257.75 | $304.86 | -15.5% | TR UNIT | 78462F103 |
| MSFT | MICROSOFT CORP | 2,715,238 | $428M | 3.4% | $157.71 * | $46.17 | +225.2% | COM | 594918104 |
| AMZN | AMAZON COM INC | 166,508 | $325M | 2.5% | $1949.72 * | $33.52 | +190.8% | COM | 023135106 |
| AAPL | APPLE INC | 1,253,951 | $319M | 2.5% | $254.29 * | $19.21 | +220.2% | COM | 037833100 |
| — | ADVANCED MICRO DEVICES INC | 43,486,000 | $249M | 2.0% | $5.72 | $1.69 | — | NOTE 2.125% 9/0 | 007903BD8 |
| GOOGL | ALPHABET INC | 153,379 | $178M | 1.4% | $1161.95 * | $38.07 | +51.4% | CAP STK CL A | 02079K305 |
| — | TESLA INC | 95,962,000 | $175M | 1.4% | $1.83 | $1.05 | — | NOTE 2.000% 5/1 | 88160RAG6 |
| META | FACEBOOK INC | 1,032,708 | $172M | 1.4% | $166.80 | $96.00 | +72.5% | CL A | 30303M102 |
| V | VISA INC | 788,852 | $127M | 1.0% | $161.12 * | $81.23 | +90.4% | COM CL A | 92826C839 |
| — | TESLA INC | 72,598,000 | $125M | 1.0% | $1.72 | $1.17 | — | NOTE 2.375% 3/1 | 88160RAD3 |
| UNH | UNITEDHEALTH GROUP INC | 457,037 | $114M | 0.9% | $249.38 * | $151.96 | +49.5% | COM | 91324P102 |
| — | SERVICENOW INC | 50,390,000 | $108M | 0.8% | $2.15 | $1.60 | — | NOTE 6/0 | 81762PAC6 |
| — | MICRON TECHNOLOGY INC | 23,975,000 | $101M | 0.8% | $4.22 | $3.67 | — | NOTE 3.125% 5/0 | 595112AX1 |
| JPM | JPMORGAN CHASE & CO | 1,038,056 | $93.46M | 0.7% | $90.03 * | $51.71 | +48.5% | COM | 46625H100 |
| — | SPLUNK INC | 86,339,000 | $92.56M | 0.7% | $1.07 | $1.08 | — | NOTE 0.500% 9/1 | 848637AC8 |
| — | BROADCOM INC | 96,596 | $90.25M | 0.7% | $934.36 | $1177.97 | — | 8% CNV PFD SER A | 11135F200 |
| — | MICROCHIP TECHNOLOGY INC | 81,494,000 | $84.48M | 0.7% | $1.04 | $1.20 | — | NOTE 1.625% 2/1 | 595017AF1 |
| — | WORKDAY INC | 75,136,000 | $83.58M | 0.7% | $1.11 | $1.28 | — | NOTE 0.250%10/0 | 98138HAF8 |
| JNJ | JOHNSON & JOHNSON | 634,274 | $83.17M | 0.7% | $131.13 * | $79.29 | +40.6% | COM | 478160104 |
| — | NEXTERA ENERGY INC | 1,667,395 | $82.75M | 0.6% | $49.63 | $50.28 | — | UNIT 09/01/2022S | 65339F796 |
| NVDA | NVIDIA CORP | 312,984 | $82.5M | 0.6% | $263.60 * | $4.16 | +57.8% | COM | 67066G104 |
| PG | PROCTER & GAMBLE CO | 704,507 | $77.5M | 0.6% | $110.00 * | $65.03 | +46.5% | COM | 742718109 |
| BAC | BK OF AMERICA CORP | 3,637,644 | $77.23M | 0.6% | $21.23 * | $18.49 | -0.3% | COM | 060505104 |
| MA | MASTERCARD INC | 314,038 | $75.86M | 0.6% | $241.56 * | $97.38 | +140.2% | CL A | 57636Q104 |
| — | LINDE PLC | 435,399 | $75.32M | 0.6% | $173.00 | $192.99 | — | SHS | G5494J103 |
| DIS | DISNEY WALT CO | 767,073 | $74.1M | 0.6% | $96.60 * | $97.79 | -3.5% | COM DISNEY | 254687106 |
| HD | HOME DEPOT INC | 388,558 | $72.55M | 0.6% | $186.71 * | $81.41 | +99.7% | COM | 437076102 |
| GOOG | ALPHABET INC | 62,366 | $72.52M | 0.6% | $1162.81 * | $42.41 | +36.1% | CAP STK CL C | 02079K107 |
| — | RINGCENTRAL INC | 28,009,000 | $72.46M | 0.6% | $2.59 | $1.63 | — | NOTE 3/1 | 76680RAD9 |
| CRM | SALESFORCE COM INC | 497,150 | $71.58M | 0.6% | $143.98 | $108.61 | +31.0% | COM | 79466L302 |
| — | SQUARE INC | 68,709,000 | $70.91M | 0.6% | $1.03 | $1.19 | — | NOTE 0.500% 5/1 | 852234AD5 |
| — | PALO ALTO NETWORKS INC | 72,177,000 | $69.44M | 0.5% | $0.96 | $1.06 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | ALLERGAN PLC | 378,418 | $67.02M | 0.5% | $177.10 | $183.38 | — | SHS | G0177J108 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 358,435 | $65.53M | 0.5% | $182.83 | $156.72 | +16.7% | CL B NEW | 084670702 |
| BABA | ALIBABA GROUP HLDG LTD | 336,761 | $65.49M | 0.5% | $194.48 | $166.98 | +16.5% | SPONSORED ADS | 01609W102 |
| — | CROWN CASTLE INTL CORP NEW | 49,189 | $63.7M | 0.5% | $1295.00 | $1104.82 | — | 6.875% CON PFD A | 22822V309 |
| — | TELADOC HEALTH INC | 21,841,000 | $63.55M | 0.5% | $2.91 | $1.59 | — | NOTE 1.375% 5/1 | 87918AAC9 |
| VZ | VERIZON COMMUNICATIONS INC | 1,167,542 | $62.73M | 0.5% | $53.73 * | $30.98 | +24.4% | COM | 92343V104 |
| — | DEXCOM INC | 22,953,000 | $62.59M | 0.5% | $2.73 | $1.45 | — | NOTE 0.750% 5/1 | 252131AF4 |
| — | SEMPRA ENERGY | 646,495 | $61.32M | 0.5% | $94.85 | $110.54 | — | 6% PFD CONV A | 816851406 |
| MRK | MERCK & CO. INC | 780,747 | $60.07M | 0.5% | $76.94 * | $41.04 | +49.2% | COM | 58933Y105 |
| CVX | CHEVRON CORP NEW | 817,145 | $59.21M | 0.5% | $72.46 * | $75.47 | -25.7% | COM | 166764100 |
| KO | COCA COLA CO | 1,333,447 | $59.01M | 0.5% | $44.25 * | $31.52 | +17.8% | COM | 191216100 |
| NKE | NIKE INC | 710,654 | $58.8M | 0.5% | $82.74 * | $59.64 | +28.3% | CL B | 654106103 |
| — | TWILIO INC | 41,649,000 | $58.49M | 0.5% | $1.40 | $1.88 | — | NOTE 0.250% 6/0 | 90138FAB8 |
| — | OKTA INC | 22,500,000 | $57.53M | 0.5% | $2.56 | $1.87 | — | NOTE 0.250% 2/1 | 679295AB1 |
| — | SQUARE INC | 25,000,000 | $57.36M | 0.5% | $2.29 | $2.21 | — | NOTE 0.375% 3/0 | 852234AB9 |
| BAX | BAXTER INTL INC | 695,693 | $56.48M | 0.4% | $81.19 * | $39.92 | +81.2% | COM | 071813109 |
| — | FORTIVE CORP | 77,925 | $56.09M | 0.4% | $719.73 | $1033.45 | — | 5% PFD CNV SER A | 34959J207 |
| BA | BOEING CO | 374,310 | $55.83M | 0.4% | $149.14 | $275.77 | -45.9% | COM | 097023105 |
| MU | MICRON TECHNOLOGY INC | 1,311,278 | $55.15M | 0.4% | $42.06 * | $47.18 | -13.0% | COM | 595112103 |
| T | AT&T INC | 1,877,510 | $54.73M | 0.4% | $29.15 * | $13.34 | +9.9% | COM | 00206R102 |
| WMT | WALMART INC | 475,065 | $53.98M | 0.4% | $113.62 * | $24.80 | +41.0% | COM | 931142103 |
| — | ASSURANT INC | 501,256 | $53.37M | 0.4% | $106.48 | $111.45 | — | 6.50% CONV PFD D | 04621X207 |
| — | INPHI CORP | 36,242,000 | $52.94M | 0.4% | $1.46 | $1.08 | — | NOTE 0.750% 9/0 | 45772FAC1 |
| — | HUBSPOT INC | 35,341,000 | $52.82M | 0.4% | $1.49 | $1.59 | — | NOTE 0.250% 6/0 | 443573AB6 |
| LULU | LULULEMON ATHLETICA INC | 275,897 | $52.3M | 0.4% | $189.55 | $173.03 | +9.6% | COM | 550021109 |
| MDT | MEDTRONIC PLC | 571,456 | $51.53M | 0.4% | $90.18 * | $71.47 | +7.6% | SHS | G5960L103 |
| — | BECTON DICKINSON & CO | 977,329 | $51.09M | 0.4% | $52.28 | $56.44 | — | PFD SHS CONV A | 075887208 |
| CSCO | CISCO SYS INC | 1,298,995 | $51.06M | 0.4% | $39.31 * | $27.45 | +19.7% | COM | 17275R102 |
| CMCSA | COMCAST CORP NEW | 1,482,200 | $50.96M | 0.4% | $34.38 * | $25.28 | +17.0% | CL A | 20030N101 |
| MCD | MCDONALDS CORP | 299,849 | $49.58M | 0.4% | $165.35 * | $114.16 | +26.9% | COM | 580135101 |
| — | AMERICAN ELEC PWR CO INC | 1,021,650 | $49.3M | 0.4% | $48.25 | $51.45 | — | UNIT 03/15/2022 | 025537127 |
| UNP | UNION PAC CORP | 345,175 | $48.68M | 0.4% | $141.04 * | $105.82 | +17.4% | COM | 907818108 |
| LHX | L3HARRIS TECHNOLOGIES INC | 268,815 | $48.42M | 0.4% | $180.12 * | $180.07 | -10.8% | COM | 502431109 |
| PFE | PFIZER INC | 1,468,577 | $47.93M | 0.4% | $32.64 * | $22.37 | +5.3% | COM | 717081103 |
| INTC | INTEL CORP | 870,151 | $47.09M | 0.4% | $54.12 * | $32.28 | +48.6% | COM | 458140100 |
| — | TELADOC HEALTH INC | 13,000,000 | $45.97M | 0.4% | $3.54 | $2.63 | — | NOTE 3.000%12/1 | 87918AAB1 |
| NFLX | NETFLIX INC | 122,343 | $45.94M | 0.4% | $375.50 * | $24.11 | +55.7% | COM | 64110L106 |
| — | DANAHER CORPORATION | 44,251 | $45.72M | 0.4% | $1033.15 | $1061.85 | — | 4.75 MND CV PFD | 235851300 |
| PEP | PEPSICO INC | 380,423 | $45.69M | 0.4% | $120.10 * | $68.93 | +46.1% | COM | 713448108 |
| HON | HONEYWELL INTL INC | 339,630 | $45.44M | 0.4% | $133.79 * | $87.46 | +27.9% | COM | 438516106 |
| AMAT | APPLIED MATLS INC | 987,977 | $45.27M | 0.4% | $45.82 * | $36.34 | +19.5% | COM | 038222105 |
| FIS | FIDELITY NATL INFORMATION SV | 371,080 | $45.14M | 0.4% | $121.64 * | $88.66 | +21.9% | COM | 31620M106 |
| — | PRICELINE GRP INC | 40,515,000 | $45.04M | 0.4% | $1.11 | $1.45 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | WELLS FARGO CO NEW | 35,311 | $44.99M | 0.4% | $1274.02 | $1225.85 | — | PERP PFD CNV A | 949746804 |
| WFC | WELLS FARGO CO NEW | 1,545,622 | $44.36M | 0.3% | $28.70 * | $36.87 | -32.6% | COM | 949746101 |
| — | ON SEMICONDUCTOR CORP | 42,866,000 | $42.92M | 0.3% | $1.00 | $1.25 | — | NOTE 1.625%10/1 | 682189AP0 |
| — | TESLA INC | 27,208,000 | $42.57M | 0.3% | $1.56 | $0.91 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| LOW | LOWES COS INC | 490,423 | $42.2M | 0.3% | $86.05 * | $74.34 | +4.2% | COM | 548661107 |
| — | BK OF AMERICA CORP | 33,146 | $41.96M | 0.3% | $1266.00 | $1180.31 | — | 7.25%CNV PFD L | 060505682 |
| — | TWITTER INC | 46,423,000 | $41.52M | 0.3% | $0.89 | $0.99 | — | NOTE 0.250% 6/1 | 90184LAF9 |
| — | COLONY STARWOOD HOMES | 38,617,000 | $41.08M | 0.3% | $1.06 | $1.15 | — | NOTE 3.500% 1/1 | 19625XAB8 |
| — | SILICON LABORATORIES INC | 36,777,000 | $40.87M | 0.3% | $1.11 | $1.16 | — | NOTE 1.375% 3/0 | 826919AB8 |
| — | SAREPTA THERAPEUTICS INC | 26,471,000 | $40.57M | 0.3% | $1.53 | $1.81 | — | DBCV 1.500%11/1 | 803607AB6 |
| GILD | GILEAD SCIENCES INC | 542,481 | $40.56M | 0.3% | $74.76 * | $53.46 | +11.9% | COM | 375558103 |
| ADBE | ADOBE INC | 125,615 | $39.98M | 0.3% | $318.24 | $208.60 | +52.6% | COM | 00724F101 |
| NOW | SERVICENOW INC | 138,997 | $39.83M | 0.3% | $286.57 * | $62.52 | -8.3% | COM | 81762P102 |
| — | DOMINION ENERGY INC | 432,560 | $39.8M | 0.3% | $92.01 | $100.24 | — | UNIT 99/99/9999 | 25746U133 |
| — | CTRIP COM INTL LTD | 40,614,000 | $39.59M | 0.3% | $0.97 | $1.12 | — | DBCV 1.990% 7/0 | 22943FAH3 |
| — | LABORATORY CORP AMER HLDGS | 311,580 | $39.38M | 0.3% | $126.39 | $159.20 | — | COM NEW | 50540R409 |
| XOM | EXXON MOBIL CORP | 1,022,934 | $38.84M | 0.3% | $37.97 * | $55.68 | -47.6% | COM | 30231G102 |
| — | CYPRESS SEMICONDUCTOR CORP | 22,500,000 | $38.6M | 0.3% | $1.72 | $1.44 | — | NOTE 4.500% 1/1 | 232806AM1 |
| HUM | HUMANA INC | 120,875 | $37.96M | 0.3% | $314.02 * | $259.43 | +15.1% | COM | 444859102 |
| BSX | BOSTON SCIENTIFIC CORP | 1,146,366 | $37.41M | 0.3% | $32.63 | $39.79 | -18.0% | COM | 101137107 |
| — | STANLEY BLACK & DECKER INC | 534,407 | $37.39M | 0.3% | $69.96 | $108.96 | — | UNIT 11/15/2022 | 854502846 |
| — | SPLUNK INC | 33,550,000 | $36.9M | 0.3% | $1.10 | $1.10 | — | NOTE 1.125% 9/1 | 848637AD6 |
| — | ALEXION PHARMACEUTICALS INC | 407,855 | $36.62M | 0.3% | $89.79 | $120.33 | — | COM | 015351109 |
| AVGO | BROADCOM INC | 154,434 | $36.62M | 0.3% | $237.10 * | $20.85 | -0.5% | COM | 11135F101 |
| GPN | GLOBAL PMTS INC | 251,123 | $36.22M | 0.3% | $144.23 * | $157.86 | -12.8% | COM | 37940X102 |
| — | LAM RESEARCH CORP | 150,196 | $36.05M | 0.3% | $240.00 | $149.28 | — | COM | 512807108 |
| LMT | LOCKHEED MARTIN CORP | 106,226 | $36.01M | 0.3% | $338.95 * | $165.64 | +75.0% | COM | 539830109 |
| — | MERCADOLIBRE INC | 27,500,000 | $35.92M | 0.3% | $1.31 | $1.46 | — | NOTE 2.000% 8/1 | 58733RAD4 |
| — | ZENDESK INC | 30,342,000 | $35.9M | 0.3% | $1.18 | $1.46 | — | NOTE 0.250% 3/1 | 98936JAB7 |
| BMY | BRISTOL-MYERS SQUIBB CO | 642,148 | $35.79M | 0.3% | $55.74 * | $43.10 | +2.8% | COM | 110122108 |
| — | NICE SYS INC | 20,000,000 | $35.51M | 0.3% | $1.78 | $1.47 | — | NOTE 1.250% 1/1 | 65366HAB9 |
| LLY | LILLY ELI & CO | 253,623 | $35.18M | 0.3% | $138.72 * | $51.81 | +150.4% | COM | 532457108 |
| — | LIBERTY MEDIA CORP DEL | 36,381,000 | $34.98M | 0.3% | $0.96 | $0.98 | — | NOTE 1.375%10/1 | 531229AB8 |
| CSX | CSX CORP | 607,382 | $34.8M | 0.3% | $57.30 * | $13.66 | +29.5% | COM | 126408103 |
| CBOE | CBOE GLOBAL MARKETS INC | 387,443 | $34.58M | 0.3% | $89.25 * | $93.27 | -11.4% | COM | 12503M108 |
| — | BIOMARIN PHARMACEUTICAL INC | 32,553,000 | $34.51M | 0.3% | $1.06 | $1.13 | — | NOTE 1.500%10/1 | 09061GAF8 |
| — | DOCUSIGN INC | 24,207,000 | $34.01M | 0.3% | $1.41 | $1.26 | — | NOTE 0.500% 9/1 | 256163AB2 |
| — | NEUROCRINE BIOSCIENCES INC | 26,136,000 | $33.46M | 0.3% | $1.28 | $1.47 | — | NOTE 2.250% 5/1 | 64125CAD1 |
| — | J2 GLOBAL INC | 27,500,000 | $33.39M | 0.3% | $1.21 | $1.31 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| — | LENDINGTREE INC NEW | 30,000,000 | $33.35M | 0.3% | $1.11 | $1.36 | — | NOTE 0.625% 6/0 | 52603BAA5 |
| — | RAYTHEON CO | 250,709 | $32.88M | 0.3% | $131.15 | $162.80 | — | COM NEW | 755111507 |
| AMT | AMERICAN TOWER CORP NEW | 148,882 | $32.42M | 0.3% | $217.75 * | $112.47 | +64.1% | COM | 03027X100 |
| — | FIVE9 INC | 17,000,000 | $32.41M | 0.3% | $1.91 | $1.39 | — | NOTE 0.125% 5/0 | 338307AB7 |
| GS | GOLDMAN SACHS GROUP INC | 206,876 | $31.98M | 0.3% | $154.59 * | $195.10 | -30.9% | COM | 38141G104 |
| PYPL | PAYPAL HLDGS INC | 333,314 | $31.91M | 0.3% | $95.74 | $76.45 | +24.9% | COM | 70450Y103 |
| — | LIBERTY MEDIA CORP DEL | 32,761,000 | $31.06M | 0.2% | $0.95 | $1.11 | — | NOTE 1.000% 1/3 | 531229AF9 |
| C | CITIGROUP INC | 729,175 | $30.71M | 0.2% | $42.12 * | $42.78 | -20.3% | COM NEW | 172967424 |
| COST | COSTCO WHSL CORP NEW | 107,599 | $30.68M | 0.2% | $285.13 * | $132.69 | +96.9% | COM | 22160K105 |
| SBUX | STARBUCKS CORP | 466,203 | $30.65M | 0.2% | $65.74 * | $45.37 | +27.4% | COM | 855244109 |
| ACN | ACCENTURE PLC IRELAND | 187,669 | $30.64M | 0.2% | $163.26 * | $105.80 | +41.9% | SHS CLASS A | G1151C101 |
| ABT | ABBOTT LABS | 387,878 | $30.61M | 0.2% | $78.91 * | $42.32 | +68.4% | COM | 002824100 |
| — | AKAMAI TECHNOLOGIES INC | 26,989,000 | $29.97M | 0.2% | $1.11 | $1.08 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | SEMPRA ENERGY | 318,672 | $29.93M | 0.2% | $93.93 | $100.94 | — | 6.75% CNV PFD B | 816851505 |
| — | REPLIGEN CORP | 28,109,000 | $29.66M | 0.2% | $1.06 | $1.00 | — | NOTE 0.375% 7/1 | 759916AB5 |
| MDLZ | MONDELEZ INTL INC | 587,654 | $29.43M | 0.2% | $50.08 * | $27.54 | +57.7% | CL A | 609207105 |
| LYFT | LYFT INC | 1,093,938 | $29.37M | 0.2% | $26.85 | $42.27 | -36.5% | CL A COM | 55087P104 |
| DHR | DANAHER CORPORATION | 211,286 | $29.24M | 0.2% | $138.41 * | $97.98 | +22.2% | COM | 235851102 |
| — | MICROCHIP TECHNOLOGY INC | 20,000,000 | $29.04M | 0.2% | $1.45 | $1.03 | — | NOTE 1.625% 2/1 | 595017AD6 |
| NOC | NORTHROP GRUMMAN CORP | 93,355 | $28.25M | 0.2% | $302.55 * | $195.84 | +40.4% | COM | 666807102 |
| — | ALTERYX INC | 12,500,000 | $27.92M | 0.2% | $2.23 | $2.53 | — | NOTE 0.500% 6/0 | 02156BAB9 |
| — | DISH NETWORK CORPORATION | 34,050,000 | $27.65M | 0.2% | $0.81 | $0.85 | — | NOTE 2.375% 3/1 | 25470MAD1 |
| TMO | THERMO FISHER SCIENTIFIC INC | 96,981 | $27.5M | 0.2% | $283.60 | $139.51 | +100.3% | COM | 883556102 |
| USB | US BANCORP DEL | 795,957 | $27.42M | 0.2% | $34.45 * | $38.60 | -30.3% | COM NEW | 902973304 |
| — | REALPAGE INC | 20,000,000 | $27.33M | 0.2% | $1.37 | $1.40 | — | NOTE 1.500%11/1 | 75606NAB5 |
| VRTX | VERTEX PHARMACEUTICALS INC | 114,656 | $27.28M | 0.2% | $237.95 | $196.90 | +20.9% | COM | 92532F100 |
| PM | PHILIP MORRIS INTL INC | 372,882 | $27.2M | 0.2% | $72.96 * | $57.17 | -4.3% | COM | 718172109 |
| MPC | MARATHON PETE CORP | 1,145,856 | $27.07M | 0.2% | $23.62 * | $43.81 | -54.8% | COM | 56585A102 |
| — | TERADYNE INC | 15,000,000 | $26.88M | 0.2% | $1.79 | $1.75 | — | NOTE 1.250%12/1 | 880770AG7 |
| ALC | ALCON INC | 526,094 | $26.74M | 0.2% | $50.82 | $58.36 | -14.2% | ORD SHS | H01301128 |
| ISRG | INTUITIVE SURGICAL INC | 53,158 | $26.32M | 0.2% | $495.20 * | $172.42 | -4.3% | COM NEW | 46120E602 |
| STZ | CONSTELLATION BRANDS INC | 183,295 | $26.28M | 0.2% | $143.36 * | $151.44 | -13.9% | CL A | 21036P108 |
| — | II VI INC | 28,334,000 | $26.1M | 0.2% | $0.92 | $1.14 | — | NOTE 0.250% 9/0 | 902104AB4 |
| TWLO | TWILIO INC | 291,326 | $26.07M | 0.2% | $89.49 | $107.26 | -16.6% | CL A | 90138F102 |
| — | NUVASIVE INC | 24,294,000 | $25.4M | 0.2% | $1.05 | $1.31 | — | NOTE 2.250% 3/1 | 670704AG0 |
| A | AGILENT TECHNOLOGIES INC | 353,789 | $25.34M | 0.2% | $71.62 * | $61.81 | +11.6% | COM | 00846U101 |
| — | DTE ENERGY CO | 638,429 | $25.26M | 0.2% | $39.57 | $51.26 | — | UNIT 11/01/2022S | 233331842 |
| MGM | MGM RESORTS INTERNATIONAL | 2,110,432 | $24.9M | 0.2% | $11.80 | $27.24 | -56.7% | COM | 552953101 |
| — | CHEGG INC | 17,500,000 | $24.84M | 0.2% | $1.42 | $1.51 | — | NOTE 0.250% 5/1 | 163092AB5 |
| — | 8X8 INC NEW | 29,290,000 | $24.81M | 0.2% | $0.85 | $0.85 | — | NOTE 0.500% 2/0 | 282914AB6 |
| — | EXACT SCIENCES CORP | 29,188,000 | $24.63M | 0.2% | $0.84 | $1.07 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| RSG | REPUBLIC SVCS INC | 325,733 | $24.45M | 0.2% | $75.06 * | $83.07 | -16.5% | COM | 760759100 |
| AL | AIR LEASE CORP | 1,096,218 | $24.27M | 0.2% | $22.14 * | $33.97 | -41.1% | CL A | 00912X302 |
| AMD | ADVANCED MICRO DEVICES INC | 526,309 | $23.94M | 0.2% | $45.48 | $26.14 | +74.0% | COM | 007903107 |
| — | ILLUMINA INC | 19,423,000 | $23.89M | 0.2% | $1.23 | $1.30 | — | NOTE 0.500% 6/1 | 452327AH2 |
| — | DISH NETWORK CORPORATION | 29,379,000 | $23.83M | 0.2% | $0.81 | $1.03 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | SEA LTD | 10,000,000 | $23.32M | 0.2% | $2.33 | $1.80 | — | NOTE 2.250% 7/0 | 81141RAB6 |
| APD | AIR PRODS & CHEMS INC | 116,371 | $23.23M | 0.2% | $199.61 * | $131.13 | +32.5% | COM | 009158106 |
| AMGN | AMGEN INC | 114,480 | $23.21M | 0.2% | $202.73 * | $138.10 | +22.9% | COM | 031162100 |
| MRSH | MARSH & MCLENNAN COS INC | 265,454 | $22.95M | 0.2% | $86.46 * | $77.03 | +2.9% | COM | 571748102 |
| — | GUIDEWIRE SOFTWARE INC | 23,174,000 | $22.84M | 0.2% | $0.99 | $0.98 | — | NOTE 1.250% 3/1 | 40171VAA8 |
| BKNG | BOOKING HLDGS INC | 16,667 | $22.42M | 0.2% | $1345.29 | $1816.55 | -27.1% | COM | 09857L108 |
| — | FTI CONSULTING INC | 17,047,000 | $22.35M | 0.2% | $1.31 | $1.22 | — | NOTE 2.000% 8/1 | 302941AP4 |
| AIG | AMERICAN INTL GROUP INC | 914,465 | $22.18M | 0.2% | $24.25 * | $45.03 | -53.3% | COM NEW | 026874784 |
| RCL | ROYAL CARIBBEAN CRUISES LTD | 689,048 | $22.17M | 0.2% | $32.17 | $99.67 | -68.3% | COM | V7780T103 |
| — | COLFAX CORP | 240,000 | $22.04M | 0.2% | $91.84 | $131.07 | — | UNIT 01/15/2022T | 194014205 |
| — | DEXCOM INC | 12,701,000 | $22.04M | 0.2% | $1.74 | $1.49 | — | NOTE 0.750%12/0 | 252131AH0 |
| TGT | TARGET CORP | 234,553 | $21.81M | 0.2% | $92.97 * | $78.95 | +1.0% | COM | 87612E106 |
| ORCL | ORACLE CORP | 449,974 | $21.75M | 0.2% | $48.33 * | $38.38 | +15.9% | COM | 68389X105 |
| TSM | TAIWAN SEMICONDUCTOR MFG LTD | 451,074 | $21.56M | 0.2% | $47.79 | $47.02 | +1.6% | SPONSORED ADS | 874039100 |
| WM | WASTE MGMT INC DEL | 226,557 | $20.97M | 0.2% | $92.56 * | $82.68 | +2.0% | COM | 94106L109 |
| COP | CONOCOPHILLIPS | 678,209 | $20.89M | 0.2% | $30.80 * | $45.21 | -44.9% | COM | 20825C104 |
| MAS | MASCO CORP | 601,063 | $20.78M | 0.2% | $34.57 * | $31.74 | -1.3% | COM | 574599106 |
| — | ESSENTIAL UTILS INC | 383,767 | $20.55M | 0.2% | $53.56 | $53.56 | — | UNIT 04/30/2022 | 29670G201 |
| — | GENERAL ELECTRIC CO | 2,581,106 | $20.49M | 0.2% | $7.94 | $21.86 | — | COM | 369604103 |
| — | QUIDEL CORP | 6,661,000 | $20.16M | 0.2% | $3.03 | $1.36 | — | NOTE 3.250%12/1 | 74838JAA9 |
| TJX | TJX COS INC NEW | 420,384 | $20.1M | 0.2% | $47.81 * | $41.14 | +7.9% | COM | 872540109 |
| — | ENVESTNET INC | 19,609,000 | $19.96M | 0.2% | $1.02 | $1.20 | — | NOTE 1.750% 6/0 | 29404KAB2 |
| — | WORKDAY INC | 12,500,000 | $19.94M | 0.2% | $1.60 | $1.48 | — | NOTE 1.500% 7/1 | 98138HAD3 |
| — | WORLD WRESTLING ENTMT INC | 13,000,000 | $19.81M | 0.2% | $1.52 | $3.54 | — | NOTE 3.375%12/1 | 98156QAB4 |
| ABBV | ABBVIE INC | 258,094 | $19.66M | 0.2% | $76.19 * | $63.46 | -5.1% | COM | 00287Y109 |
| — | NEXTERA ENERGY INC | 441,530 | $19.47M | 0.2% | $44.09 | $44.09 | — | UNIT 99/99/9999 | 65339F770 |
| — | NUANCE COMMUNICATIONS INC | 20,229,000 | $19.35M | 0.2% | $0.96 | $0.95 | — | DBCV 1.000%12/1 | 67020YAK6 |
| — | CONMED CORP | 20,269,000 | $18.96M | 0.1% | $0.94 | $0.94 | — | NOTE 2.625% 2/0 | 207410AF8 |
| — | WRIGHT MED GROUP N V | 13,500,000 | $18.68M | 0.1% | $1.38 | $1.43 | — | NOTE 2.250%11/1 | 98236JAB4 |
| — | APTIV PLC | 377,831 | $18.6M | 0.1% | $49.24 | $87.25 | — | SHS | G6095L109 |
| — | Q2 HLDGS INC | 15,714,000 | $18.57M | 0.1% | $1.18 | $1.31 | — | NOTE 0.750% 2/1 | 74736LAB5 |
| QCOM | QUALCOMM INC | 274,292 | $18.56M | 0.1% | $67.65 * | $54.94 | +8.7% | COM | 747525103 |
| MS | MORGAN STANLEY | 529,552 | $18M | 0.1% | $34.00 * | $33.90 | -16.5% | COM NEW | 617446448 |
| — | ENERGIZER HLDGS INC NEW | 264,831 | $17.98M | 0.1% | $67.90 | $78.28 | — | 7.5 MCNV PFD A | 29272W208 |
| — | SOUTHERN CO | 400,000 | $17.76M | 0.1% | $44.40 | $53.51 | — | UNIT 08/01/2022 | 842587602 |
| — | WAYFAIR INC | 25,808,000 | $17.52M | 0.1% | $0.68 | $1.02 | — | NOTE 1.125%11/0 | 94419LAD3 |
| NEE | NEXTERA ENERGY INC | 72,033 | $17.33M | 0.1% | $240.63 * | $22.36 | +133.1% | COM | 65339F101 |
| — | INNOVIVA INC | 17,454,000 | $17.32M | 0.1% | $0.99 | $1.13 | — | NOTE 2.500% 8/1 | 45781MAB7 |
| — | ZENDESK INC | 267,967 | $17.15M | 0.1% | $64.01 | $61.45 | — | COM | 98936J101 |
| — | TTM TECHNOLOGIES INC | 15,000,000 | $17.08M | 0.1% | $1.14 | $1.35 | — | NOTE 1.750%12/1 | 87305RAD1 |
| CAT | CATERPILLAR INC DEL | 147,093 | $17.07M | 0.1% | $116.04 * | $89.13 | +15.7% | COM | 149123101 |
| CB | CHUBB LIMITED | 145,555 | $16.26M | 0.1% | $111.69 * | $118.25 | -13.5% | COM | H1467J104 |
| — | AIR TRANSPORT SERVICES GRP I | 18,854,000 | $16.25M | 0.1% | $0.86 | $0.97 | — | NOTE 1.125%10/1 | 00922RAB1 |
| COF | CAPITAL ONE FINL CORP | 320,089 | $16.14M | 0.1% | $50.42 * | $78.31 | -41.7% | COM | 14040H105 |
| MO | ALTRIA GROUP INC | 416,396 | $16.1M | 0.1% | $38.67 * | $27.27 | -9.7% | COM | 02209S103 |
| — | INPHI CORP | 8,000,000 | $15.79M | 0.1% | $1.97 | $1.27 | — | NOTE 1.125%12/0 | 45772FAB3 |
| AXP | AMERICAN EXPRESS CO | 178,189 | $15.26M | 0.1% | $85.61 * | $65.31 | +21.2% | COM | 025816109 |
| SCHW | SCHWAB CHARLES CORP | 453,319 | $15.24M | 0.1% | $33.62 * | $40.09 | -22.6% | COM | 808513105 |
| — | NIO INC | 29,459,000 | $15.24M | 0.1% | $0.52 | $0.52 | — | NOTE 4.500% 2/0 | 62914VAB2 |
| NVO | NOVO-NORDISK A S | 250,504 | $15.08M | 0.1% | $60.20 | $58.59 | +2.8% | ADR | 670100205 |
| — | LIBERTY MEDIA CORP DEL | 31,126,000 | $14.93M | 0.1% | $0.48 | $1.06 | — | DEB 2.250% 9/3 | 531229AE2 |
| CHTR | CHARTER COMMUNICATIONS INC N | 33,756 | $14.73M | 0.1% | $436.31 | $306.56 | +42.3% | CL A | 16119P108 |
| — | MARVELL TECHNOLOGY GROUP LTD | 650,187 | $14.71M | 0.1% | $22.63 | $22.83 | — | ORD | G5876H105 |
| — | NEW RELIC INC | 17,228,000 | $14.62M | 0.1% | $0.85 | $1.07 | — | NOTE 0.500% 5/0 | 64829BAB6 |
| — | TWITTER INC | 15,085,000 | $14.39M | 0.1% | $0.95 | $0.89 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| — | RAPID7 INC | 11,743,000 | $14.21M | 0.1% | $1.21 | $1.28 | — | NOTE 1.250% 8/0 | 753422AB0 |
| CVS | CVS HEALTH CORP | 239,279 | $14.2M | 0.1% | $59.33 * | $51.98 | -5.3% | COM | 126650100 |
| DUK | DUKE ENERGY CORP NEW | 172,824 | $13.98M | 0.1% | $80.88 * | $49.72 | +29.4% | COM NEW | 26441C204 |
| EWU | ISHARES TR | 574,500 | $13.72M | 0.1% | $23.88 | $31.67 | -24.6% | MSCI UK ETF NEW | 46435G334 |
| BDX | BECTON DICKINSON & CO | 59,617 | $13.7M | 0.1% | $229.77 * | $220.91 | -7.3% | COM | 075887109 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 161,291 | $13.63M | 0.1% | $84.50 | $86.16 | -1.9% | COM | 09061G101 |
| — | ETSY INC | 10,693,000 | $13.56M | 0.1% | $1.27 | $1.80 | — | NOTE 3/0 | 29786AAC0 |
| ADP | AUTOMATIC DATA PROCESSING IN | 96,211 | $13.15M | 0.1% | $136.68 * | $128.30 | -5.7% | COM | 053015103 |
| MMM | 3M CO | 96,241 | $13.14M | 0.1% | $136.51 * | $108.78 | -15.1% | COM | 88579Y101 |
| — | MOMO INC | 16,408,000 | $13.13M | 0.1% | $0.80 | $0.90 | — | NOTE 1.250% 7/0 | 60879BAB3 |
| TSLA | TESLA INC | 25,000 | $13.1M | 0.1% | $524.00 * | $41.46 | -15.7% | COM | 88160R101 |
| — | ALLEGHENY TECHNOLOGIES INC | 15,000,000 | $13.09M | 0.1% | $0.87 | $1.59 | — | NOTE 4.750% 7/0 | 01741RAG7 |
| — | SYNAPTICS INC | 12,500,000 | $12.98M | 0.1% | $1.04 | $0.98 | — | NOTE 0.500% 6/1 | 87157DAD1 |
| — | TIFFANY & CO NEW | 100,040 | $12.96M | 0.1% | $129.50 | $130.28 | — | COM | 886547108 |
| IBM | INTERNATIONAL BUSINESS MACHS | 115,654 | $12.83M | 0.1% | $110.93 * | $104.09 | -20.5% | COM | 459200101 |
| — | INSMED INC | 15,171,000 | $12.7M | 0.1% | $0.84 | $0.89 | — | NOTE 1.750% 1/1 | 457669AA7 |
| IWM | ISHARES TR | 110,000 | $12.59M | 0.1% | $114.46 | $149.09 | -23.2% | COM | 464287655 |
| — | LIGAND PHARMACEUTICALS INC | 15,000,000 | $12.42M | 0.1% | $0.83 | $0.86 | — | NOTE 0.750% 5/1 | 53220KAF5 |
| — | NRG ENERGY INC | 12,742,000 | $12.31M | 0.1% | $0.97 | $1.08 | — | DBCV 2.750% 6/0 | 629377CG5 |
| — | WIX COM LTD | 12,428,000 | $12.27M | 0.1% | $0.99 | $1.11 | — | NOTE 7/0 | 92940WAB5 |
| SPGI | S&P GLOBAL INC | 49,872 | $12.22M | 0.1% | $245.05 * | $182.78 | +27.8% | COM | 78409V104 |
| — | UNITED TECHNOLOGIES CORP | 128,764 | $12.15M | 0.1% | $94.33 | $107.17 | — | COM | 913017109 |
| — | CENTERPOINT ENERGY INC | 420,000 | $12.1M | 0.1% | $28.80 | $50.37 | — | DEP RP PFD CV B | 15189T503 |
| BIIB | BIOGEN INC | 38,228 | $12.1M | 0.1% | $316.39 | $317.34 | -0.3% | COM | 09062X103 |
| — | INFINERA CORP | 15,000,000 | $12.06M | 0.1% | $0.80 | $1.01 | — | NOTE 2.125% 9/0 | 45667GAC7 |
| EW | EDWARDS LIFESCIENCES CORP | 63,577 | $11.99M | 0.1% | $188.62 * | $47.56 | +32.2% | COM | 28176E108 |
| — | ARES CAPITAL CORP | 13,215,000 | $11.96M | 0.1% | $0.91 | $1.02 | — | NOTE 3.750% 2/0 | 04010LAT0 |
| JNK | SPDR SER TR | 125,532 | $11.89M | 0.1% | $94.74 | $107.89 | -12.2% | BLOOMBERG BRCLYS | 78468R622 |
| DTE | DTE ENERGY CO | 122,123 | $11.6M | 0.1% | $94.97 * | $87.47 | -23.7% | COM | 233331107 |
| BP | BP PLC | 475,000 | $11.59M | 0.1% | $24.39 | $41.47 | -41.2% | SPONSORED ADR | 055622104 |
| — | CSG SYS INTL INC | 11,000,000 | $11.31M | 0.1% | $1.03 | $1.04 | — | NOTE 4.250% 3/1 | 126349AF6 |
| TXN | TEXAS INSTRS INC | 112,669 | $11.26M | 0.1% | $99.93 * | $70.66 | +20.1% | COM | 882508104 |
| INTU | INTUIT | 48,441 | $11.14M | 0.1% | $229.99 * | $217.13 | +2.1% | COM | 461202103 |
| KMB | KIMBERLY CLARK CORP | 86,613 | $11.07M | 0.1% | $127.87 * | $84.66 | +23.0% | COM | 494368103 |
| WDAY | WORKDAY INC | 83,840 | $10.92M | 0.1% | $130.22 | $166.40 | -21.7% | CL A | 98138H101 |
| AEP | AMERICAN ELEC PWR CO INC | 135,759 | $10.86M | 0.1% | $79.98 * | $46.50 | +39.6% | COM | 025537101 |
| UPS | UNITED PARCEL SERVICE INC | 116,137 | $10.85M | 0.1% | $93.42 * | $77.57 | -4.2% | CL B | 911312106 |
| FISV | FISERV INC | 113,656 | $10.8M | 0.1% | $94.99 | $59.90 | +58.6% | COM | 337738108 |
| — | FIREEYE INC | 12,500,000 | $10.52M | 0.1% | $0.84 | $0.92 | — | NOTE 0.875% 6/0 | 31816QAF8 |
| — | PACIRA BIOSCIENCES | 10,929,000 | $10.49M | 0.1% | $0.96 | $0.94 | — | NOTE 2.375% 4/0 | 695127AD2 |
| EFA | ISHARES TR | 195,550 | $10.45M | 0.1% | $53.46 | $67.96 | -21.3% | MSCI EAFE ETF | 464287465 |
| SO | SOUTHERN CO | 192,504 | $10.42M | 0.1% | $54.14 * | $41.68 | +4.0% | COM | 842587107 |
| SYK | STRYKER CORP | 62,592 | $10.42M | 0.1% | $166.49 * | $81.30 | +92.8% | COM | 863667101 |
| — | STANLEY BLACK & DECKER INC | 142,078 | $10.32M | 0.1% | $72.65 | $112.35 | — | UNIT 05/15/2020 | 854502887 |
| BK | BANK NEW YORK MELLON CORP | 302,578 | $10.19M | 0.1% | $33.68 * | $35.38 | -19.7% | COM | 064058100 |
| TRU | TRANSUNION | 153,102 | $10.13M | 0.1% | $66.18 * | $36.13 | +78.2% | COM | 89400J107 |
| EEM | ISHARES TR | 296,500 | $10.12M | 0.1% | $34.13 | $47.33 | -27.9% | MSCI EMG MKT ETF | 464287234 |
| — | NUTANIX INC | 12,500,000 | $10.12M | 0.1% | $0.81 | $1.05 | — | NOTE 1/1 | 67059NAB4 |
| KMI | KINDER MORGAN INC DEL | 726,292 | $10.11M | 0.1% | $13.92 * | $13.74 | -28.6% | COM | 49456B101 |
| — | INTERNATIONAL FLAVORS&FRAGRA | 264,706 | $10.1M | 0.1% | $38.17 | $57.50 | — | UNIT 09/15/2021 | 459506309 |
| — | IQIYI INC | 10,000,000 | $10.1M | 0.1% | $1.01 | $1.11 | — | NOTE 3.750%12/0 | 46267XAB4 |
| — | XILINX INC | 127,469 | $9.935M | 0.1% | $77.94 | $77.57 | — | COM | 983919101 |
| — | HESS CORP | 294,282 | $9.8M | 0.1% | $33.30 | $61.38 | — | COM | 42809H107 |
| — | WAYFAIR INC | 12,500,000 | $9.782M | 0.1% | $0.78 | $1.34 | — | NOTE 0.375% 9/0 | 94419LAB7 |
| CL | COLGATE PALMOLIVE CO | 144,169 | $9.567M | 0.1% | $66.36 * | $51.57 | +12.4% | COM | 194162103 |
| EHTH | EHEALTH INC | 67,670 | $9.53M | 0.1% | $140.83 | $70.51 | +99.7% | COM | 28238P109 |
| — | OSI SYSTEMS INC | 10,000,000 | $9.382M | 0.1% | $0.94 | $0.92 | — | NOTE 1.250% 9/0 | 671044AD7 |
| — | GOLDMAN SACHS BDC INC | 10,000,000 | $9.345M | 0.1% | $0.93 | $1.03 | — | NOTE 4.500% 4/0 | 38147UAB3 |
| PPG | PPG INDS INC | 110,995 | $9.279M | 0.1% | $83.60 * | $91.16 | -18.1% | COM | 693506107 |
| XEL | XCEL ENERGY INC | 153,815 | $9.275M | 0.1% | $60.30 * | $37.53 | +34.5% | COM | 98389B100 |
| EMR | EMERSON ELEC CO | 194,554 | $9.27M | 0.1% | $47.65 * | $54.28 | -22.7% | COM | 291011104 |
| ZION | ZIONS BANCORPORATION N A | 345,266 | $9.239M | 0.1% | $26.76 | $44.95 | -40.5% | COM | 989701107 |
| — | VIAVI SOLUTIONS INC | 8,750,000 | $9.196M | 0.1% | $1.05 | $1.16 | — | NOTE 1.750% 6/0 | 925550AE5 |
| D | DOMINION ENERGY INC | 127,188 | $9.182M | 0.1% | $72.19 * | $48.22 | +16.5% | COM | 25746U109 |
| NTRS | NORTHERN TR CORP | 120,844 | $9.119M | 0.1% | $75.46 * | $80.72 | -21.6% | COM | 665859104 |
| — | WALGREENS BOOTS ALLIANCE INC | 198,915 | $9.1M | 0.1% | $45.75 | $77.06 | — | COM | 931427108 |
| FRCB | FIRST REP BK SAN FRANCISCO C | 110,405 | $9.084M | 0.1% | $82.28 | $84.57 | -4.5% | COM | 33616C100 |
| WMB | WILLIAMS COS INC | 634,762 | $8.982M | 0.1% | $14.15 * | $16.52 | -36.8% | COM | 969457100 |
| CCI | CROWN CASTLE INTL CORP NEW | 62,107 | $8.968M | 0.1% | $144.40 * | $68.62 | +63.1% | COM | 22822V101 |
| — | CITRIX SYS INC | 63,107 | $8.933M | 0.1% | $141.55 | $97.99 | — | COM | 177376100 |
| — | VISHAY INTERTECHNOLOGY INC | 10,000,000 | $8.931M | 0.1% | $0.89 | $0.94 | — | NOTE 2.250% 6/1 | 928298AP3 |
| GM | GENERAL MTRS CO | 427,527 | $8.884M | 0.1% | $20.78 * | $31.98 | -37.3% | COM | 37045V100 |
| — | ALTAIR ENGR INC | 10,000,000 | $8.829M | 0.1% | $0.88 | $1.09 | — | NOTE 0.250% 6/0 | 021369AA1 |
| ALL | ALLSTATE CORP | 95,768 | $8.785M | 0.1% | $91.73 * | $56.94 | +40.1% | COM | 020002101 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 11,100,000 | $8.737M | 0.1% | $0.79 | $1.03 | — | NOTE 1.875% 6/0 | 049164BJ4 |
| — | ROYAL DUTCH SHELL PLC | 250,000 | $8.723M | 0.1% | $34.89 | $58.98 | — | SPONS ADR A | 780259206 |
| — | PURE STORAGE INC | 10,000,000 | $8.678M | 0.1% | $0.87 | $0.96 | — | NOTE 0.125% 4/1 | 74624MAB8 |
| — | AVANTOR INC | 200,000 | $8.672M | 0.1% | $43.36 | $63.00 | — | 6.25 PFD CNV SR | 05352A209 |
| ITW | ILLINOIS TOOL WKS INC | 61,004 | $8.67M | 0.1% | $142.12 * | $83.97 | +48.1% | COM | 452308109 |
| — | WEIBO CORP | 10,000,000 | $8.547M | 0.1% | $0.85 | $0.94 | — | NOTE 1.250%11/1 | 948596AC5 |
| CI | CIGNA CORP NEW | 48,063 | $8.516M | 0.1% | $177.18 * | $187.13 | -13.4% | COM | 125523100 |
| — | CARDTRONICS INC | 8,800,000 | $8.471M | 0.1% | $0.96 | $0.99 | — | NOTE 1.000%12/0 | 14161HAG3 |
| BALL | BALL CORP | 129,767 | $8.391M | 0.1% | $64.66 * | $39.89 | +51.4% | COM | 058498106 |
| GIS | GENERAL MLS INC | 157,669 | $8.32M | 0.1% | $52.77 * | $35.43 | +22.2% | COM | 370334104 |
| ED | CONSOLIDATED EDISON INC | 105,532 | $8.231M | 0.1% | $78.00 * | $56.26 | +12.4% | COM | 209115104 |
| EQIX | EQUINIX INC | 13,132 | $8.202M | 0.1% | $624.58 * | $335.28 | +67.3% | COM | 29444U700 |
| — | BLACKROCK INC | 18,552 | $8.162M | 0.1% | $439.95 | $336.16 | — | COM | 09247X101 |
| — | AEROJET ROCKETDYNE HLDGS INC | 5,000,000 | $8.138M | 0.1% | $1.63 | $1.38 | — | NOTE 2.250%12/1 | 007800AB1 |
| — | SUPERNUS PHARMACEUTICALS INC | 10,000,000 | $8.133M | 0.1% | $0.81 | $0.98 | — | NOTE 0.625% 4/0 | 868459AD0 |
| — | PIONEER NAT RES CO | 115,870 | $8.128M | 0.1% | $70.15 | $154.28 | — | COM | 723787107 |
| — | PDC ENERGY INC | 10,013,000 | $8.094M | 0.1% | $0.81 | $1.06 | — | NOTE 1.125% 9/1 | 69327RAD3 |
| — | HERBALIFE LTD | 10,000,000 | $8.03M | 0.1% | $0.80 | $0.97 | — | NOTE 2.625% 3/1 | 42703MAD5 |
| — | RENEWABLE ENERGY GROUP INC | 4,000,000 | $7.978M | 0.1% | $1.99 | $1.36 | — | NOTE 4.000% 6/1 | 75972AAC7 |
| — | MGM GROWTH PPTYS LLC | 334,780 | $7.924M | 0.1% | $23.67 | $23.67 | — | CL A COM | 55303A105 |
| VRSK | VERISK ANALYTICS INC | 56,794 | $7.916M | 0.1% | $139.38 * | $115.05 | +16.8% | COM | 92345Y106 |
| — | VIAVI SOLUTIONS INC | 7,395,000 | $7.886M | 0.1% | $1.07 | $1.01 | — | NOTE 1.000% 3/0 | 925550AB1 |
| F | FORD MTR CO DEL | 1,616,550 | $7.808M | 0.1% | $4.83 * | $7.61 | -51.8% | COM | 345370860 |
| WELL | WELLTOWER INC | 170,015 | $7.783M | 0.1% | $45.78 * | $49.47 | -22.0% | COM | 95040Q104 |
| IWN | ISHARES TR | 93,905 | $7.703M | 0.1% | $82.03 | $123.65 | -33.7% | RUS 2000 VAL ETF | 464287630 |
| ROST | ROSS STORES INC | 87,851 | $7.64M | 0.1% | $86.97 * | $76.46 | +7.6% | COM | 778296103 |
| ADSK | AUTODESK INC | 48,751 | $7.61M | 0.1% | $156.10 | $105.67 | +47.7% | COM | 052769106 |
| RNG | RINGCENTRAL INC | 35,506 | $7.524M | 0.1% | $211.91 | $115.27 | +83.8% | CL A | 76680R206 |
| AIZ | ASSURANT INC | 72,063 | $7.501M | 0.1% | $104.09 * | $85.02 | +10.5% | COM | 04621X108 |
| — | DISCOVER FINL SVCS | 209,565 | $7.475M | 0.1% | $35.67 | $60.63 | — | COM | 254709108 |
| CTVA | CORTEVA INC | 316,821 | $7.445M | 0.1% | $23.50 * | $25.08 | -12.6% | COM | 22052L104 |
| — | QUOTIENT TECHNOLOGY INC | 8,245,000 | $7.429M | 0.1% | $0.90 | $0.95 | — | NOTE 1.750%12/0 | 749119AB9 |
| CMS | CMS ENERGY CORP | 126,044 | $7.405M | 0.1% | $58.75 * | $33.15 | +49.0% | COM | 125896100 |
| DLR | DIGITAL RLTY TR INC | 53,093 | $7.375M | 0.1% | $138.91 * | $77.01 | +48.0% | COM | 253868103 |
| PLD | PROLOGIS INC. | 91,139 | $7.325M | 0.1% | $80.37 * | $39.88 | +72.1% | COM | 74340W103 |
| ILMN | ILLUMINA INC | 26,809 | $7.322M | 0.1% | $273.12 * | $194.75 | +36.4% | COM | 452327109 |
| ASML | ASML HOLDING N V | 27,927 | $7.307M | 0.1% | $261.65 | $271.19 | -3.5% | N Y REGISTRY SHS | N07059210 |
| ETR | ENTERGY CORP NEW | 77,166 | $7.251M | 0.1% | $93.97 * | $32.77 | +16.0% | COM | 29364G103 |
| — | ISTAR INC | 7,500,000 | $7.196M | 0.1% | $0.96 | $0.95 | — | NOTE 3.125% 9/1 | 45031UCB5 |
| ZTS | ZOETIS INC | 60,374 | $7.105M | 0.1% | $117.68 * | $86.97 | +28.8% | CL A | 98978V103 |
| SWK | STANLEY BLACK & DECKER INC | 70,985 | $7.099M | 0.1% | $100.01 * | $114.02 | -26.6% | COM | 854502101 |
| — | MICROCHIP TECHNOLOGY INC | 7,500,000 | $7.087M | 0.1% | $0.94 | $1.21 | — | NOTE 2.250% 2/1 | 595017AH7 |
| FSLR | FIRST SOLAR INC | 195,994 | $7.068M | 0.1% | $36.06 | $65.02 | -44.5% | COM | 336433107 |
| — | FITBIT INC | 1,061,000 | $7.066M | 0.1% | $6.66 | $6.62 | — | CL A | 33812L102 |
| FE | FIRSTENERGY CORP | 174,684 | $7M | 0.1% | $40.07 * | $24.49 | +28.3% | COM | 337932107 |
| DG | DOLLAR GEN CORP NEW | 46,329 | $6.996M | 0.1% | $151.01 * | $83.11 | +67.5% | COM | 256677105 |
| SLB | SCHLUMBERGER LTD | 518,384 | $6.993M | 0.1% | $13.49 * | $53.06 | -77.6% | COM | 806857108 |
| — | ACTIVISION BLIZZARD INC | 117,528 | $6.991M | 0.1% | $59.48 | $59.11 | — | COM | 00507V109 |
| AJG | GALLAGHER ARTHUR J & CO | 85,520 | $6.971M | 0.1% | $81.51 * | $56.40 | +35.3% | COM | 363576109 |
| — | KELLOGG CO | 116,208 | $6.971M | 0.1% | $59.99 * | $43.44 | +5.6% | COM | 487836108 |
| DE | DEERE & CO | 49,848 | $6.887M | 0.1% | $138.16 * | $92.51 | +38.3% | COM | 244199105 |
| — | ON SEMICONDUCTOR CORP | 6,886,000 | $6.873M | 0.1% | $1.00 | $0.97 | — | NOTE 1.000%12/0 | 682189AK1 |
| CNC | CENTENE CORP DEL | 112,942 | $6.71M | 0.1% | $59.41 | $60.68 | -2.1% | COM | 15135B101 |
| CME | CME GROUP INC | 38,567 | $6.669M | 0.1% | $172.92 * | $134.65 | +3.3% | COM | 12572Q105 |
| JKHY | HENRY JACK & ASSOC INC | 42,946 | $6.667M | 0.1% | $155.24 * | $128.02 | +13.1% | COM | 426281101 |
| ARE | ALEXANDRIA REAL ESTATE EQ IN | 48,642 | $6.667M | 0.1% | $137.06 * | $90.98 | +20.2% | COM | 015271109 |
| NEM | NEWMONT CORP | 146,381 | $6.628M | 0.1% | $45.28 * | $32.71 | +16.5% | COM | 651639106 |
| AVB | AVALONBAY CMNTYS INC | 44,749 | $6.586M | 0.1% | $147.18 * | $145.85 | -17.3% | COM | 053484101 |
| — | FLEXION THERAPEUTICS INC | 8,208,000 | $6.564M | 0.1% | $0.80 | $1.22 | — | NOTE 3.375% 5/0 | 33938JAB2 |
| IBB | ISHARES TR | 60,856 | $6.557M | 0.1% | $107.75 | $108.67 | -0.9% | NASDAQ BIOTECH | 464287556 |
| — | PRICELINE GRP INC | 6,549,000 | $6.545M | 0.1% | $1.00 | $1.05 | — | NOTE 0.900% 9/1 | 741503AX4 |
| — | GDS HLDGS LTD | 5,000,000 | $6.521M | 0.1% | $1.30 | $0.98 | — | NOTE 2.000% 6/0 | 36165LAB4 |
| — | AMEDISYS INC | 35,279 | $6.475M | 0.1% | $183.54 | $121.59 | — | COM | 023436108 |
| SHW | SHERWIN WILLIAMS CO | 14,064 | $6.463M | 0.1% | $459.54 * | $132.03 | +10.3% | COM | 824348106 |
| — | OIL STS INTL INC | 15,558,000 | $6.431M | 0.1% | $0.41 | $0.89 | — | NOTE 1.500% 2/1 | 678026AH8 |
| — | LIVE NATION ENTERTAINMENT IN | 6,785,000 | $6.425M | 0.1% | $0.95 | $1.07 | — | NOTE 2.500% 3/1 | 538034AQ2 |
| IVV | ISHARES TR | 24,817 | $6.413M | 0.1% | $258.41 | $245.53 | +5.2% | CORE S&P500 ETF | 464287200 |
| TRV | TRAVELERS COMPANIES INC | 63,936 | $6.352M | 0.0% | $99.35 * | $94.24 | -6.6% | COM | 89417E109 |
| PSA | PUBLIC STORAGE | 31,933 | $6.342M | 0.0% | $198.60 * | $152.45 | +2.2% | COM | 74460D109 |
| ORLY | O REILLY AUTOMOTIVE INC NEW | 20,920 | $6.298M | 0.0% | $301.05 * | $19.06 | +5.3% | COM | 67103H107 |
| KR | KROGER CO | 207,611 | $6.253M | 0.0% | $30.12 * | $23.02 | +15.8% | COM | 501044101 |
| MAA | MID AMER APT CMNTYS INC | 60,590 | $6.243M | 0.0% | $103.04 * | $90.90 | -7.2% | COM | 59522J103 |
| DAL | DELTA AIR LINES INC DEL | 218,668 | $6.239M | 0.0% | $28.53 * | $42.81 | -35.2% | COM NEW | 247361702 |
| — | MONGODB INC | 3,000,000 | $6.237M | 0.0% | $2.08 | $1.90 | — | NOTE 0.750% 6/1 | 60937PAB2 |
| INCY | INCYTE CORP | 84,700 | $6.203M | 0.0% | $73.23 | $75.80 | -3.4% | COM | 45337C102 |
| PCAR | PACCAR INC | 101,296 | $6.192M | 0.0% | $61.13 * | $33.68 | -1.5% | COM | 693718108 |
| MCK | MCKESSON CORP | 44,779 | $6.057M | 0.0% | $135.26 * | $134.05 | -2.8% | COM | 58155Q103 |
| PEG | PUBLIC SVC ENTERPRISE GRP IN | 134,218 | $6.028M | 0.0% | $44.91 * | $35.23 | +4.9% | COM | 744573106 |
| CHD | CHURCH & DWIGHT INC | 93,609 | $6.008M | 0.0% | $64.18 * | $49.46 | +21.3% | COM | 171340102 |
| — | RA PHARMACEUTICALS INC | 122,600 | $5.886M | 0.0% | $48.01 | $47.06 | — | COM | 74933V108 |
| — | HERITAGE INS HLDGS INC | 5,000,000 | $5.816M | 0.0% | $1.16 | $1.16 | — | NOTE 5.875% 8/0 | 42727JAB8 |
| CTSH | COGNIZANT TECHNOLOGY SOLUTIO | 125,112 | $5.814M | 0.0% | $46.47 * | $52.68 | -19.2% | CL A | 192446102 |
| REGN | REGENERON PHARMACEUTICALS | 11,852 | $5.787M | 0.0% | $488.27 | $408.13 | +19.0% | COM | 75886F107 |
| — | BENEFITFOCUS INC | 7,500,000 | $5.731M | 0.0% | $0.76 | $0.87 | — | NOTE 1.250%12/1 | 08180DAB2 |
| ETN | EATON CORP PLC | 73,406 | $5.703M | 0.0% | $77.69 * | $53.59 | +31.6% | SHS | G29183103 |
| PAYX | PAYCHEX INC | 90,299 | $5.682M | 0.0% | $62.92 * | $69.53 | -23.4% | COM | 704326107 |
| GD | GENERAL DYNAMICS CORP | 42,761 | $5.658M | 0.0% | $132.32 * | $102.51 | +12.8% | COM | 369550108 |
| — | MELLANOX TECHNOLOGIES LTD | 46,495 | $5.641M | 0.0% | $121.32 | $118.52 | — | SHS | M51363113 |
| — | HELIX ENERGY SOLUTIONS GRP I | 8,319,000 | $5.618M | 0.0% | $0.68 | $0.68 | — | NOTE 4.125% 9/1 | 42330PAJ6 |
| — | COUPA SOFTWARE INC | 40,181 | $5.614M | 0.0% | $139.72 | $136.79 | — | COM | 22266L106 |
| — | FIREEYE INC | 6,102,000 | $5.609M | 0.0% | $0.92 | $0.92 | — | NOTE 1.625% 6/0 | 31816QAD3 |
| NSC | NORFOLK SOUTHERN CORP | 38,377 | $5.603M | 0.0% | $146.00 * | $115.28 | +12.5% | COM | 655844108 |
| DD | DUPONT DE NEMOURS INC | 163,026 | $5.559M | 0.0% | $34.10 * | $27.19 | -53.1% | COM | 26614N102 |
| O | REALTY INCOME CORP | 110,707 | $5.52M | 0.0% | $49.86 * | $38.49 | -5.8% | COM | 756109104 |
| SYY | SYSCO CORP | 120,275 | $5.488M | 0.0% | $45.63 * | $59.15 | -34.4% | COM | 871829107 |
| — | NABORS INDS INC NEW | 31,565,000 | $5.422M | 0.0% | $0.17 | $0.79 | — | NOTE 0.750% 1/1 | 62957HAB1 |
| APH | AMPHENOL CORP NEW | 73,954 | $5.39M | 0.0% | $72.88 * | $15.68 | +10.1% | CL A | 032095101 |
| EBAY | EBAY INC | 177,912 | $5.348M | 0.0% | $30.06 * | $25.31 | +7.8% | COM | 278642103 |
| NI | NISOURCE INC | 213,807 | $5.339M | 0.0% | $24.97 * | $19.62 | +4.7% | COM | 65473P105 |
| DHI | D R HORTON INC | 154,934 | $5.268M | 0.0% | $34.00 * | $32.04 | +0.0% | COM | 23331A109 |
| WU | WESTERN UN CO | 290,148 | $5.26M | 0.0% | $18.13 | $20.17 | — | COM | 959802109 |
| XYL | XYLEM INC | 79,899 | $5.204M | 0.0% | $65.13 * | $52.71 | +15.4% | COM | 98419M100 |
| UDR | UDR INC | 140,479 | $5.133M | 0.0% | $36.54 * | $28.97 | +1.2% | COM | 902653104 |
| ADM | ARCHER DANIELS MIDLAND CO | 145,473 | $5.118M | 0.0% | $35.18 * | $31.66 | -5.8% | COM | 039483102 |
| MNST | MONSTER BEVERAGE CORP NEW | 90,000 | $5.063M | 0.0% | $56.26 * | $24.48 | +14.9% | COM | 61174X109 |
| FCX | FREEPORT-MCMORAN INC | 747,109 | $5.043M | 0.0% | $6.75 * | $11.97 | -47.2% | CL B | 35671D857 |
| VFC | V F CORP | 92,690 | $5.013M | 0.0% | $54.08 | $84.51 | -36.0% | COM | 918204108 |
| — | FIREEYE INC | 5,000,000 | $5.011M | 0.0% | $1.00 | $0.89 | — | NOTE 1.000% 6/0 | 31816QAB7 |
| TFX | TELEFLEX INCORPORATED | 17,111 | $5.011M | 0.0% | $292.85 * | $278.15 | +1.7% | COM | 879369106 |
| KHC | KRAFT HEINZ CO | 200,306 | $4.956M | 0.0% | $24.74 * | $32.95 | -42.6% | COM | 500754106 |
| MTB | M & T BK CORP | 47,651 | $4.929M | 0.0% | $103.44 * | $127.93 | -33.0% | COM | 55261F104 |
| AMP | AMERIPRISE FINL INC | 47,935 | $4.912M | 0.0% | $102.47 * | $125.23 | -25.8% | COM | 03076C106 |
| — | THERAVANCE BIOPHARMA INC | 5,000,000 | $4.879M | 0.0% | $0.98 | $0.99 | — | NOTE 3.250%11/0 | 88339KAA0 |
| — | AON PLC | 29,152 | $4.811M | 0.0% | $165.03 | $186.60 | — | SHS CL A | G0408V102 |
| DOW | DOW INC | 163,027 | $4.767M | 0.0% | $29.24 * | $36.37 | -41.5% | COM | 260557103 |
| AVY | AVERY DENNISON CORP | 46,771 | $4.765M | 0.0% | $101.88 * | $72.96 | +26.6% | COM | 053611109 |
| AES | AES CORP | 347,157 | $4.721M | 0.0% | $13.60 * | $9.29 | +18.6% | COM | 00130H105 |
| NOK | NOKIA CORP | 1,520,000 | $4.712M | 0.0% | $3.10 | $3.52 | -11.9% | SPONSORED ADR | 654902204 |
| DGX | QUEST DIAGNOSTICS INC | 58,386 | $4.688M | 0.0% | $80.29 * | $72.49 | -1.3% | COM | 74834L100 |
| ELV | ANTHEM INC | 20,533 | $4.662M | 0.0% | $227.05 * | $193.43 | +8.6% | COM | 036752103 |
| EXC | EXELON CORP | 126,504 | $4.657M | 0.0% | $36.81 * | $18.83 | +13.4% | COM | 30161N101 |
| ALLE | ALLEGION PLC | 50,453 | $4.643M | 0.0% | $92.03 * | $64.38 | +32.7% | ORD SHS | G0176J109 |
| ZBH | ZIMMER BIOMET HOLDINGS INC | 45,659 | $4.615M | 0.0% | $101.08 * | $98.89 | -5.3% | COM | 98956P102 |
| FBIN | FORTUNE BRANDS HOME & SEC IN | 106,038 | $4.586M | 0.0% | $43.25 * | $38.95 | -13.0% | COM | 34964C106 |
| — | CYPRESS SEMICONDUCTOR CORP | 195,944 | $4.569M | 0.0% | $23.32 | $23.33 | — | COM | 232806109 |
| — | TECH DATA CORP | 34,768 | $4.549M | 0.0% | $130.84 | $130.84 | — | COM | 878237106 |
| EIX | EDISON INTL | 83,002 | $4.548M | 0.0% | $54.79 * | $39.59 | +7.2% | COM | 281020107 |
| LUV | SOUTHWEST AIRLS CO | 126,942 | $4.52M | 0.0% | $35.61 * | $41.35 | -19.9% | COM | 844741108 |
| PLMR | PALOMAR HLDGS INC | 77,689 | $4.518M | 0.0% | $58.15 | $52.26 | +11.3% | COM | 69753M105 |
| JCI | JOHNSON CTLS INTL PLC | 167,502 | $4.516M | 0.0% | $26.96 * | $33.07 | -27.4% | SHS | G51502105 |
| — | PRA GROUP INC | 5,000,000 | $4.466M | 0.0% | $0.89 | $1.07 | — | NOTE 3.500% 6/0 | 69354NAB2 |
| FDX | FEDEX CORP | 36,781 | $4.46M | 0.0% | $121.26 * | $130.23 | -16.3% | COM | 31428X106 |
| MET | METLIFE INC | 144,039 | $4.403M | 0.0% | $30.57 * | $32.93 | -23.4% | COM | 59156R108 |
| HCA | HCA HEALTHCARE INC | 48,565 | $4.364M | 0.0% | $89.86 * | $118.43 | -27.5% | COM | 40412C101 |
| — | PROSPECT CAPITAL CORPORATION | 4,884,000 | $4.357M | 0.0% | $0.89 | $1.01 | — | NOTE 4.950% 7/1 | 74348TAR3 |
| — | INTERCEPT PHARMACEUTICALS IN | 5,000,000 | $4.345M | 0.0% | $0.87 | $1.00 | — | NOTE 2.000% 5/1 | 45845PAB4 |
| IWP | ISHARES TR | 35,500 | $4.316M | 0.0% | $121.58 * | $72.87 | -16.6% | RUS MD CP GR ETF | 464287481 |
| DLTR | DOLLAR TREE INC | 58,087 | $4.268M | 0.0% | $73.48 | $97.73 | -24.8% | COM | 256746108 |
| HPQ | HP INC | 243,469 | $4.227M | 0.0% | $17.36 * | $18.30 | -22.1% | COM | 40434L105 |
| IT | GARTNER INC | 42,251 | $4.207M | 0.0% | $99.57 | $155.41 | -35.9% | COM | 366651107 |
| AFL | AFLAC INC | 122,626 | $4.199M | 0.0% | $34.24 * | $33.52 | -11.1% | COM | 001055102 |
| — | SOUTH JERSEY INDS INC | 100,000 | $4.159M | 0.0% | $41.59 | $57.32 | — | UNIT 99/99/9999 | 838518116 |
| — | HOPE BANCORP INC | 5,000,000 | $4.128M | 0.0% | $0.83 | $0.92 | — | NOTE 2.000% 5/1 | 43940TAB5 |
| LSCC | LATTICE SEMICONDUCTOR CORP | 229,183 | $4.084M | 0.0% | $17.82 | $18.50 | — | COM | 518415104 |
| — | INTERCEPT PHARMACEUTICALS IN | 5,000,000 | $4.072M | 0.0% | $0.81 | $1.12 | — | NOTE 3.250% 7/0 | 45845PAA6 |
| EL | LAUDER ESTEE COS INC | 25,226 | $4.02M | 0.0% | $159.36 * | $178.51 | -17.3% | CL A | 518439104 |
| SPG | SIMON PPTY GROUP INC NEW | 73,247 | $4.018M | 0.0% | $54.86 * | $99.73 | -60.1% | COM | 828806109 |
| — | TIMKENSTEEL CORP | 5,000,000 | $3.998M | 0.0% | $0.80 | $1.07 | — | NOTE 6.000% 6/0 | 887399AA1 |
| — | LHC GROUP INC | 28,437 | $3.987M | 0.0% | $140.20 | $119.57 | — | COM | 50187A107 |
| TFC | TRUIST FINL CORP | 129,055 | $3.98M | 0.0% | $30.84 * | $40.89 | -42.4% | COM | 89832Q109 |
| — | AVAYA HLDGS CORP | 5,000,000 | $3.971M | 0.0% | $0.79 | $0.85 | — | NOTE 2.250% 6/1 | 05351XAB7 |
| — | TE CONNECTIVITY LTD | 62,696 | $3.949M | 0.0% | $62.99 | $69.93 | — | REG SHS | H84989104 |
| EXPE | EXPEDIA GROUP INC | 70,129 | $3.946M | 0.0% | $56.27 | $114.52 | -51.3% | COM NEW | 30212P303 |
| AEIS | ADVANCED ENERGY INDS | 81,253 | $3.941M | 0.0% | $48.50 | $61.03 | -22.1% | COM | 007973100 |
| SWKS | SKYWORKS SOLUTIONS INC | 44,000 | $3.933M | 0.0% | $89.39 * | $84.82 | -8.4% | COM | 83088M102 |
| BLD | TOPBUILD CORP | 54,468 | $3.902M | 0.0% | $71.64 | $61.17 | +17.1% | COM | 89055F103 |
| FIVN | FIVE9 INC | 51,041 | $3.902M | 0.0% | $76.45 | $53.05 | +44.1% | COM | 338307101 |
| — | AMAG PHARMACEUTICALS INC | 5,000,000 | $3.87M | 0.0% | $0.77 | $0.96 | — | NOTE 3.250% 6/0 | 00163UAD8 |
| MRCY | MERCURY SYS INC | 54,060 | $3.857M | 0.0% | $71.35 | $69.66 | +2.4% | COM | 589378108 |
| — | RETROPHIN INC | 5,000,000 | $3.849M | 0.0% | $0.77 | $0.99 | — | NOTE 2.500% 9/1 | 761299AB2 |
| — | APARTMENT INVT & MGMT CO | 109,475 | $3.848M | 0.0% | $35.15 | $50.45 | — | CL A | 03748R754 |
| STT | STATE STR CORP | 72,084 | $3.84M | 0.0% | $53.27 * | $53.80 | -17.6% | COM | 857477103 |
| EWW | ISHARES INC | 132,000 | $3.742M | 0.0% | $28.35 | $41.69 | -32.0% | MSCI MEXICO ETF | 464286822 |
| PSX | PHILLIPS 66 | 69,415 | $3.724M | 0.0% | $53.65 * | $63.69 | -33.6% | COM | 718546104 |
| INSP | INSPIRE MED SYS INC | 61,635 | $3.714M | 0.0% | $60.26 | $57.71 | +4.5% | COM | 457730109 |
| WY | WEYERHAEUSER CO | 216,990 | $3.678M | 0.0% | $16.95 * | $23.62 | -41.7% | COM | 962166104 |
| — | WRIGHT MED GROUP N V | 127,863 | $3.663M | 0.0% | $28.65 | $28.65 | — | ORD SHS | N96617118 |
| — | TRANSOCEAN INC | 10,176,000 | $3.643M | 0.0% | $0.36 | $1.10 | — | DEB 0.500% 1/3 | 893830BJ7 |
| HDB | HDFC BANK LTD | 94,634 | $3.64M | 0.0% | $38.46 | $50.57 | -24.0% | SPONSORED ADS | 40415F101 |
| EPD | ENTERPRISE PRODS PARTNERS L | 253,985 | $3.632M | 0.0% | $14.30 | $26.07 | — | COM | 293792107 |
| — | E TRADE FINANCIAL CORP | 105,462 | $3.619M | 0.0% | $34.32 | $34.32 | — | COM NEW | 269246401 |
| PNR | PENTAIR PLC | 119,692 | $3.562M | 0.0% | $29.76 * | $37.74 | -27.2% | SHS | G7S00T104 |
| — | RADIUS HEALTH INC | 5,000,000 | $3.544M | 0.0% | $0.71 | $1.01 | — | NOTE 3.000% 9/0 | 750469AA6 |
| — | CAESARS ENTMT CORP | 518,000 | $3.502M | 0.0% | $6.76 | $13.36 | — | COM | 127686103 |
| REG | REGENCY CTRS CORP | 90,299 | $3.47M | 0.0% | $38.43 * | $51.04 | -41.0% | COM | 758849103 |
| WMS | ADVANCED DRAIN SYS INC DEL | 117,472 | $3.458M | 0.0% | $29.44 * | $36.69 | -21.9% | COM | 00790R104 |
| KNSL | KINSALE CAP GROUP INC | 32,959 | $3.445M | 0.0% | $104.52 | $95.32 | +8.5% | COM | 49714P108 |
| ELAN | ELANCO ANIMAL HEALTH INC | 153,500 | $3.437M | 0.0% | $22.39 | $27.39 | -18.3% | COM | 28414H103 |
| — | RH | 4,235,000 | $3.406M | 0.0% | $0.80 | $1.08 | — | NOTE 6/1 | 74967XAA1 |
| FOXA | FOX CORP | 143,912 | $3.401M | 0.0% | $23.63 * | $34.59 | -36.5% | CL A COM | 35137L105 |
| — | TWITTER INC | 137,611 | $3.38M | 0.0% | $24.56 | $34.05 | — | COM | 90184L102 |
| SPT | SPROUT SOCIAL INC | 210,319 | $3.356M | 0.0% | $15.96 | $17.62 | -9.4% | COM CL A | 85209W109 |
| — | OPKO HEALTH INC | 5,000,000 | $3.301M | 0.0% | $0.66 | $0.95 | — | NOTE 4.500% 2/1 | 68375NAD5 |
| SE | SEA LTD | 73,975 | $3.278M | 0.0% | $44.31 | $38.42 | +15.3% | SPONSORED ADS | 81141R100 |
| — | REDWOOD TR INC | 5,000,000 | $3.253M | 0.0% | $0.65 | $1.00 | — | NOTE 4.750% 8/1 | 758075AC9 |
| — | FEDERAL REALTY INVT TR | 43,318 | $3.232M | 0.0% | $74.61 | $129.73 | — | SH BEN INT NEW | 313747206 |
| — | COLLEGIUM PHARMACEUTICAL INC | 3,500,000 | $3.225M | 0.0% | $0.92 | $0.92 | — | NOTE 2.625% 2/1 | 19459JAA2 |
| MHK | MOHAWK INDS INC | 42,142 | $3.213M | 0.0% | $76.24 | $203.61 | -62.6% | COM | 608190104 |
| DIOD | DIODES INC | 78,457 | $3.189M | 0.0% | $40.65 | $39.49 | +2.9% | COM | 254543101 |
| — | EVOLENT HEALTH INC | 5,000,000 | $3.16M | 0.0% | $0.63 | $0.70 | — | NOTE 1.500%10/1 | 30050BAD3 |
| — | FLIR SYS INC | 97,864 | $3.121M | 0.0% | $31.89 | $40.25 | — | COM | 302445101 |
| TSN | TYSON FOODS INC | 53,500 | $3.096M | 0.0% | $57.87 * | $62.67 | -22.2% | COM | 902494103 |
| ACAD | ACADIA PHARMACEUTICALS INC | 72,788 | $3.076M | 0.0% | $42.26 | $41.20 | +2.5% | COM | 004225108 |
| VLO | VALERO ENERGY CORP | 67,224 | $3.049M | 0.0% | $45.36 * | $46.35 | -22.5% | COM | 91913Y100 |
| WYNN | WYNN RESORTS LTD | 50,000 | $3.01M | 0.0% | $60.20 * | $114.57 | -48.9% | COM | 983134107 |
| PRU | PRUDENTIAL FINL INC | 57,360 | $2.991M | 0.0% | $52.14 * | $62.77 | -38.0% | COM | 744320102 |
| — | SEACOR HOLDINGS INC | 4,000,000 | $2.983M | 0.0% | $0.75 | $1.01 | — | NOTE 3.250% 5/1 | 811904AN1 |
| — | ARES CAPITAL CORP | 3,401,000 | $2.973M | 0.0% | $0.87 | $0.99 | — | NOTE 4.625% 3/0 | 04010LAW3 |
| NUE | NUCOR CORP | 82,000 | $2.954M | 0.0% | $36.02 * | $50.30 | -35.5% | COM | 670346105 |
| — | MICRON TECHNOLOGY INC | 763,000 | $2.937M | 0.0% | $3.85 | $3.14 | — | NOTE 2.125% 2/1 | 595112AV5 |
| GNRC | GENERAC HLDGS INC | 31,339 | $2.92M | 0.0% | $93.17 | $102.99 | -9.5% | COM | 368736104 |
| LPLA | LPL FINL HLDGS INC | 52,921 | $2.88M | 0.0% | $54.42 | $78.68 | -30.8% | COM | 50212V100 |
| — | LIBERTY MEDIA CORP | 4,037,595 | $2.875M | 0.0% | $0.71 | $0.71 | — | DEB 4.000%11/1 | 530715AG6 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 35,460 | $2.863M | 0.0% | $80.74 * | $52.76 | +42.3% | COM | 45866F104 |
| ZYXIQ | ZYNEX INC | 258,465 | $2.861M | 0.0% | $11.07 * | $8.20 | +18.6% | COM | 98986M103 |
| ULTA | ULTA BEAUTY INC | 16,094 | $2.828M | 0.0% | $175.72 | $342.15 | -48.6% | COM | 90384S303 |
| SHOP | SHOPIFY INC | 6,731 | $2.806M | 0.0% | $416.88 * | $31.18 | +33.7% | CL A | 82509L107 |
| AUDC | AUDIOCODES LTD | 116,714 | $2.788M | 0.0% | $23.89 * | $19.88 | +3.3% | ORD | M15342104 |
| LEG | LEGGETT & PLATT INC | 104,358 | $2.784M | 0.0% | $26.68 | $43.51 | -38.7% | COM | 524660107 |
| DRI | DARDEN RESTAURANTS INC | 50,875 | $2.771M | 0.0% | $54.47 * | $64.84 | -28.5% | COM | 237194105 |
| — | ISIS PHARMACEUTICALS INC DEL | 2,693,000 | $2.732M | 0.0% | $1.01 | $1.19 | — | NOTE 1.000%11/1 | 464337AJ3 |
| — | LIMELIGHT NETWORKS INC | 470,862 | $2.684M | 0.0% | $5.70 | $5.70 | — | COM | 53261M104 |
| PEGA | PEGASYSTEMS INC | 37,561 | $2.675M | 0.0% | $71.22 * | $37.97 | -6.2% | COM | 705573103 |
| KNX | KNIGHT SWIFT TRANSN HLDGS IN | 81,390 | $2.669M | 0.0% | $32.79 * | $33.25 | -7.1% | CL A | 499049104 |
| WDC | WESTERN DIGITAL CORP. | 63,634 | $2.648M | 0.0% | $41.61 * | $40.69 | -24.0% | COM | 958102105 |
| UAL | UNITED AIRLS HLDGS INC | 83,538 | $2.636M | 0.0% | $31.55 | $84.63 | -62.7% | COM | 910047109 |
| CSTL | CASTLE BIOSCIENCES INC | 87,704 | $2.613M | 0.0% | $29.79 | $23.75 | +25.5% | COM | 14843C105 |
| — | INVACARE CORP | 3,000,000 | $2.61M | 0.0% | $0.87 | $1.34 | — | NOTE 4.500% 6/0 | 461203AH4 |
| — | LIBERTY MEDIA CORP | 4,889,000 | $2.603M | 0.0% | $0.53 | $0.71 | — | DEB 3.750% 2/1 | 530715AL5 |
| NICE | NICE LTD | 18,091 | $2.597M | 0.0% | $143.55 | $143.97 | -0.3% | SPONSORED ADR | 653656108 |
| TDOC | TELADOC HEALTH INC | 16,699 | $2.589M | 0.0% | $155.04 | $67.31 | +130.3% | COM | 87918A105 |
| — | EVERBRIDGE INC | 24,201 | $2.574M | 0.0% | $106.36 | $86.00 | — | COM | 29978A104 |
| EOG | EOG RES INC | 71,284 | $2.561M | 0.0% | $35.93 * | $60.20 | -54.4% | COM | 26875P101 |
| — | STARWOOD PPTY TR INC | 2,926,000 | $2.557M | 0.0% | $0.87 | $1.00 | — | NOTE 4.375% 4/0 | 85571BAH8 |
| — | FORTY SEVEN INC | 26,800 | $2.557M | 0.0% | $95.41 | $95.41 | — | COM | 34983P104 |
| — | MAGELLAN MIDSTREAM PRTNRS LP | 69,540 | $2.538M | 0.0% | $36.50 | $71.06 | — | COM UNIT RP LP | 559080106 |
| — | IRONWOOD PHARMACEUTICALS INC | 2,423,000 | $2.517M | 0.0% | $1.04 | $1.04 | — | DBCV 2.250% 6/1 | 46333XAD0 |
| TREX | TREX CO INC | 31,340 | $2.511M | 0.0% | $80.12 * | $35.77 | +12.0% | COM | 89531P105 |
| — | APOLLO COML REAL EST FIN INC | 3,500,000 | $2.437M | 0.0% | $0.70 | $1.02 | — | NOTE 4.750% 8/2 | 03762UAB1 |
| LAD | LITHIA MTRS INC | 29,764 | $2.434M | 0.0% | $81.78 | $127.75 | -36.0% | CL A | 536797103 |
| MELI | MERCADOLIBRE INC | 4,977 | $2.432M | 0.0% | $488.65 | $523.32 | -6.6% | COM | 58733R102 |
| — | WNS HOLDINGS LTD | 56,158 | $2.414M | 0.0% | $42.99 | $59.19 | — | SPON ADR | 92932M101 |
| KEY | KEYCORP | 226,225 | $2.346M | 0.0% | $10.37 * | $14.29 | -45.3% | COM | 493267108 |
| — | TALLGRASS ENERGY LP | 141,901 | $2.336M | 0.0% | $16.46 | $20.09 | — | CLASS A SHS | 874696107 |
| ACMR | ACM RESEARCH INC | 78,345 | $2.32M | 0.0% | $29.61 * | $4.92 | +100.6% | COM CL A | 00108J109 |
| CHGG | CHEGG INC | 64,281 | $2.3M | 0.0% | $35.78 | $37.69 | -5.1% | COM | 163092109 |
| — | NOVELLUS SYS INC | 295,000 | $2.226M | 0.0% | $7.55 | $3.38 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | REDFIN CORP | 143,854 | $2.219M | 0.0% | $15.43 | $16.64 | — | COM | 75737F108 |
| AXON | AXON ENTERPRISE INC | 31,240 | $2.21M | 0.0% | $70.74 | $74.86 | -5.5% | COM | 05464C101 |
| GDS | GDS HLDGS LTD | 37,928 | $2.199M | 0.0% | $57.98 | $37.23 | +55.7% | SPONSORED ADS | 36165L108 |
| — | ITAMAR MED LTD | 186,270 | $2.194M | 0.0% | $11.78 | $11.78 | — | SPONSORED ADS | 465437101 |
| CWST | CASELLA WASTE SYS INC | 56,133 | $2.192M | 0.0% | $39.05 | $48.50 | -19.5% | CL A | 147448104 |
| — | TELARIA INC | 364,526 | $2.186M | 0.0% | $6.00 | $7.15 | — | COM | 879181105 |
| HYG | ISHARES TR | 28,300 | $2.181M | 0.0% | $77.07 | $88.21 | -12.6% | IBOXX HI YD ETF | 464288513 |
| OKE | ONEOK INC NEW | 98,898 | $2.157M | 0.0% | $21.81 * | $42.71 | -65.4% | COM | 682680103 |
| — | NEW ORIENTAL ED & TECH GRP I | 19,789 | $2.142M | 0.0% | $108.24 | $91.93 | — | SPON ADR | 647581107 |
| — | PFENEX INC | 239,574 | $2.113M | 0.0% | $8.82 | $9.70 | — | COM | 717071104 |
| AMG | AFFILIATED MANAGERS GROUP IN | 35,430 | $2.095M | 0.0% | $59.13 | $164.42 | -64.1% | COM | 008252108 |
| CCL | CARNIVAL CORP | 158,707 | $2.09M | 0.0% | $13.17 | $32.95 | -60.0% | UNIT 99/99/9999 | 143658300 |
| — | INPHI CORP | 26,270 | $2.08M | 0.0% | $79.18 | $79.18 | — | COM | 45772F107 |
| SSTI | SHOTSPOTTER INC | 75,493 | $2.075M | 0.0% | $27.49 | $32.57 | -15.6% | COM | 82536T107 |
| PHR | PHREESIA INC | 98,376 | $2.07M | 0.0% | $21.04 | $27.64 | -23.9% | COM | 71944F106 |
| — | ATLASSIAN CORP PLC | 15,002 | $2.059M | 0.0% | $137.25 | $137.25 | — | CL A | G06242104 |
| — | ASSETMARK FINL HLDGS INC | 100,679 | $2.053M | 0.0% | $20.39 | $22.68 | — | COM | 04546L106 |
| FCN | FTI CONSULTING INC | 16,963 | $2.033M | 0.0% | $119.85 | $117.71 | +1.8% | COM | 302941109 |
| YETI | YETI HLDGS INC | 103,253 | $2.014M | 0.0% | $19.51 | $28.98 | -32.6% | COM | 98585X104 |
| TNDM | TANDEM DIABETES CARE INC | 30,914 | $1.989M | 0.0% | $64.34 | $70.07 | -8.2% | COM NEW | 875372203 |
| — | CALAMP CORP | 3,000,000 | $1.969M | 0.0% | $0.66 | $0.82 | — | NOTE 2.000% 8/0 | 128126AD1 |
| SYF | SYNCHRONY FINL | 121,226 | $1.951M | 0.0% | $16.09 * | $27.00 | -48.4% | COM | 87165B103 |
| XGN | EXAGEN INC | 119,071 | $1.898M | 0.0% | $15.94 | $16.52 | -3.5% | COM | 30068X103 |
| DT | DYNATRACE INC | 79,384 | $1.894M | 0.0% | $23.86 | $21.96 | +8.6% | COM | 268150109 |
| EVER | EVERQUOTE INC | 71,794 | $1.884M | 0.0% | $26.24 | $22.38 | +17.3% | COM CL A | 30041R108 |
| VRNS | VARONIS SYS INC | 28,992 | $1.845M | 0.0% | $63.64 * | $26.19 | -19.0% | COM | 922280102 |
| OXY | OCCIDENTAL PETE CORP | 157,591 | $1.825M | 0.0% | $11.58 * | $54.96 | -80.2% | COM | 674599105 |
| — | WELLPOINT INC | 571,000 | $1.806M | 0.0% | $3.16 | $2.23 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | LUMENTUM HLDGS INC | 1,334,000 | $1.805M | 0.0% | $1.35 | $1.26 | — | NOTE 0.250% 3/1 | 55024UAB5 |
| — | SOUTHWESTERN ENERGY CO | 1,051,465 | $1.777M | 0.0% | $1.69 | $4.31 | — | COM | 845467109 |
| STWD | STARWOOD PPTY TR INC | 164,744 | $1.689M | 0.0% | $10.25 | $22.35 | — | COM | 85571B105 |
| PFF | ISHARES TR | 52,375 | $1.668M | 0.0% | $31.85 | $36.28 | -12.2% | PFD AND INCM SEC | 464288687 |
| SAIA | SAIA INC | 21,685 | $1.595M | 0.0% | $73.55 | $87.66 | -16.1% | COM | 78709Y105 |
| PVH | PVH CORPORATION | 42,048 | $1.583M | 0.0% | $37.65 | $125.35 | -70.2% | COM | 693656100 |
| — | TILRAY INC | 5,000,000 | $1.577M | 0.0% | $0.32 | $0.53 | — | NOTE 5.000%10/0 | 88688TAB6 |
| — | SPARTAN MTRS INC | 122,005 | $1.576M | 0.0% | $12.92 | $12.92 | — | COM | 846819100 |
| LUNA | LUNA INNOVATIONS | 249,094 | $1.533M | 0.0% | $6.15 * | $6.80 | +8.9% | COM | 550351100 |
| SONY | SONY CORP | 25,600 | $1.515M | 0.0% | $59.18 | $52.91 | +11.9% | SPONSORED ADR | 835699307 |
| SEDG | SOLAREDGE TECHNOLOGIES INC | 18,092 | $1.482M | 0.0% | $81.91 | $105.76 | -22.6% | COM | 83417M104 |
| LEN | LENNAR CORP | 38,550 | $1.473M | 0.0% | $38.21 * | $48.58 | -29.7% | CL A | 526057104 |
| JD | JD COM INC | 35,100 | $1.422M | 0.0% | $40.51 | $39.96 | +1.4% | SPON ADR CL A | 47215P106 |
| — | DANAHER CORPORATION | 264,000 | $1.392M | 0.0% | $5.27 | $2.47 | — | DBCV 1/2 | 235851AF9 |
| — | SPIRIT RLTY CAP INC NEW | 1,459,000 | $1.386M | 0.0% | $0.95 | $1.03 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| TCMD | TACTILE SYS TECHNOLOGY INC | 33,882 | $1.361M | 0.0% | $40.17 | $52.06 | -22.9% | COM | 87357P100 |
| TXRH | TEXAS ROADHOUSE INC | 32,705 | $1.351M | 0.0% | $41.31 * | $50.44 | -24.8% | COM | 882681109 |
| — | FORTIVE CORP | 1,400,000 | $1.305M | 0.0% | $0.93 | $0.93 | — | NOTE 0.875% 2/1 | 34959JAK4 |
| NVCR | NOVOCURE LTD | 18,882 | $1.272M | 0.0% | $67.37 | $79.03 | -14.8% | ORD SHS | G6674U108 |
| FSS | FEDERAL SIGNAL CORP | 46,160 | $1.26M | 0.0% | $27.30 * | $28.25 | -7.6% | COM | 313855108 |
| PLNT | PLANET FITNESS INC | 25,819 | $1.258M | 0.0% | $48.72 | $72.99 | -33.3% | CL A | 72703H101 |
| WAB | WABTEC | 25,997 | $1.251M | 0.0% | $48.12 * | $68.50 | -32.1% | COM | 929740108 |
| — | CABOT MICROELECTRONICS CORP | 10,958 | $1.25M | 0.0% | $114.07 | $127.28 | — | COM | 12709P103 |
| — | AXONICS MODULATION TECHNOLOG | 48,756 | $1.239M | 0.0% | $25.41 | $25.41 | — | COM | 05465P101 |
| — | MARRIOTT VACTINS WORLDWID CO | 1,566,000 | $1.226M | 0.0% | $0.78 | $0.78 | — | NOTE 1.500% 9/1 | 57164YAB3 |
| CDLX | CARDLYTICS INC | 34,821 | $1.217M | 0.0% | $34.95 * | $48.90 | +44.8% | COM | 14161W105 |
| IYF | ISHARES TR | 12,500 | $1.216M | 0.0% | $97.28 * | $63.28 | -23.1% | U.S. FINLS ETF | 464287788 |
| DECK | DECKERS OUTDOOR CORP | 8,967 | $1.202M | 0.0% | $134.05 * | $27.82 | -19.7% | COM | 243537107 |
| BAND | BANDWIDTH INC | 17,720 | $1.193M | 0.0% | $67.33 | $57.91 | +16.2% | COM CL A | 05988J103 |
| PEN | PENUMBRA INC | 7,353 | $1.187M | 0.0% | $161.43 | $144.42 | +11.7% | COM | 70975L107 |
| — | SAPIENS INTL CORP N V | 62,223 | $1.184M | 0.0% | $19.03 | $23.00 | — | SHS | G7T16G103 |
| — | VERINT SYS INC | 1,208,000 | $1.171M | 0.0% | $0.97 | $1.10 | — | NOTE 1.500% 6/0 | 92343XAA8 |
| ITUB | ITAU UNIBANCO HLDG S A | 259,965 | $1.167M | 0.0% | $4.49 | $8.78 | -48.8% | SPON ADR REP PFD | 465562106 |
| — | GOGO INC | 1,500,000 | $1.116M | 0.0% | $0.74 | $0.74 | — | NOTE 6.000% 5/1 | 38046CAD1 |
| — | EURONET WORLDWIDE INC | 1,215,000 | $1.109M | 0.0% | $0.91 | $0.91 | — | NOTE 0.750% 3/1 | 298736AL3 |
| LSTR | LANDSTAR SYS INC | 11,345 | $1.088M | 0.0% | $95.90 | $95.90 | — | COM | 515098101 |
| AMN | AMN HEALTHCARE SVCS INC | 18,810 | $1.087M | 0.0% | $57.79 | $59.13 | -2.2% | COM | 001744101 |
| — | GLOBAL BLOOD THERAPEUTICS IN | 21,086 | $1.077M | 0.0% | $51.08 | $51.08 | — | COM | 37890U108 |
| ET | ENERGY TRANSFER LP | 229,900 | $1.058M | 0.0% | $4.60 | $14.23 | — | COM UT LTD PTN | 29273V100 |
| — | MYOKARDIA INC | 22,537 | $1.056M | 0.0% | $46.86 | $46.86 | — | COM | 62857M105 |
| — | LOGMEIN INC | 12,601 | $1.049M | 0.0% | $83.25 | $83.25 | — | COM | 54142L109 |
| GO | GROCERY OUTLET HLDG CORP | 30,504 | $1.048M | 0.0% | $34.36 | $32.54 | +5.5% | COM | 39874R101 |
| SAM | BOSTON BEER INC | 2,803 | $1.031M | 0.0% | $367.82 | $370.86 | -0.9% | CL A | 100557107 |
| — | AMERICA MOVIL SAB DE CV | 86,500 | $1.019M | 0.0% | $11.78 | $18.76 | — | SPON ADR L SHS | 02364W105 |
| LGIH | LGI HOMES INC | 21,747 | $982K | 0.0% | $45.16 | $71.27 | -36.7% | COM | 50187T106 |
| SITM | SITIME CORP | 44,450 | $968K | 0.0% | $21.78 | $19.55 | +11.3% | COM | 82982T106 |
| DAVA | ENDAVA PLC | 26,667 | $938K | 0.0% | $35.17 | $45.47 | -22.7% | ADS | 29260V105 |
| GLOB | GLOBANT S A | 10,549 | $927K | 0.0% | $87.88 | $99.53 | -11.7% | COM | L44385109 |
| IBP | INSTALLED BLDG PRODS INC | 22,825 | $910K | 0.0% | $39.87 * | $59.64 | -38.4% | COM | 45780R101 |
| PODD | INSULET CORP | 5,399 | $894K | 0.0% | $165.59 | $109.30 | +51.6% | COM | 45784P101 |
| TV | GRUPO TELEVISA SA | 146,900 | $852K | 0.0% | $5.80 | $9.76 | -40.6% | COM | 40049J206 |
| — | OASIS PETROLEUM INC | 5,000,000 | $845K | 0.0% | $0.17 | $1.12 | — | NOTE 2.625% 9/1 | 674215AJ7 |
| ADUS | ADDUS HOMECARE CORP | 12,417 | $840K | 0.0% | $67.65 | $72.71 | -7.0% | COM | 006739106 |
| NBIS | YANDEX N V | 24,465 | $833K | 0.0% | $34.05 | $34.05 | — | SHS CLASS A | N97284108 |
| APPN | APPIAN CORP | 20,591 | $828K | 0.0% | $40.21 | $46.47 | -13.4% | CL A | 03782L101 |
| — | PING IDENTITY HLDG CORP | 40,786 | $817K | 0.0% | $20.03 | $20.03 | — | COM | 72341T103 |
| SLP | SIMULATIONS PLUS INC | 23,188 | $810K | 0.0% | $34.93 * | $32.60 | +4.7% | COM | 829214105 |
| — | ALZA CORP | 447,000 | $807K | 0.0% | $1.81 | $1.18 | — | SDCV 7/2 | 02261WAB5 |
| SCHX | SCHWAB STRATEGIC TR | 12,989 | $796K | 0.0% | $61.28 * | $9.82 | +3.9% | US LRG CAP ETF | 808524201 |
| COLL | COLLEGIUM PHARMACEUTICAL INC | 48,718 | $795K | 0.0% | $16.32 | $20.64 | -20.9% | COM | 19459J104 |
| — | RUBICON PROJ INC | 139,898 | $778K | 0.0% | $5.56 | $6.36 | — | COM | 78112V102 |
| BAH | BOOZ ALLEN HAMILTON HLDG COR | 11,290 | $775K | 0.0% | $68.64 * | $42.90 | +43.6% | CL A | 099502106 |
| ENPH | ENPHASE ENERGY INC | 23,994 | $775K | 0.0% | $32.30 | $37.69 | -14.3% | COM | 29355A107 |
| AKAM | AKAMAI TECHNOLOGIES INC | 8,275 | $757K | 0.0% | $91.48 | $61.90 | +47.8% | COM | 00971T101 |
| — | CHESAPEAKE ENERGY CORP | 15,000,000 | $732K | 0.0% | $0.05 | $0.86 | — | NOTE 5.500% 9/1 | 165167CY1 |
| NVMI | NOVA MEASURING INSTRUMENTS L | 22,363 | $730K | 0.0% | $32.64 | $35.07 | -6.9% | COM | M7516K103 |
| LCII | LCI INDS | 10,540 | $704K | 0.0% | $66.79 * | $82.13 | -33.3% | COM | 50189K103 |
| TRGP | TARGA RES CORP | 101,230 | $699K | 0.0% | $6.91 * | $32.95 | -81.4% | COM | 87612G101 |
| — | WESTERN DIGITAL CORP. | 758,000 | $663K | 0.0% | $0.87 | $0.92 | — | NOTE 1.500% 2/0 | 958102AP0 |
| EXI | ISHARES TR | 9,000 | $640K | 0.0% | $71.11 | $89.26 | -20.4% | GLOB INDSTRL ETF | 464288729 |
| — | TPG SPECIALTY LENDING INC | 675,000 | $628K | 0.0% | $0.93 | $1.05 | — | NOTE 4.500% 8/0 | 87265KAD4 |
| TDW | TIDEWATER INC NEW | 86,574 | $613K | 0.0% | $7.08 | $26.05 | -72.8% | COM | 88642R109 |
| AGG | ISHARES TR | 5,251 | $606K | 0.0% | $115.41 | $112.69 | +2.4% | CORE US AGGBD ET | 464287226 |
| CDW | CDW CORP | 6,300 | $588K | 0.0% | $93.33 * | $79.10 | +10.0% | COM | 12514G108 |
| G | GENPACT LIMITED | 19,347 | $565K | 0.0% | $29.20 * | $32.92 | -17.3% | SHS | G3922B107 |
| — | NOODLES & CO | 116,965 | $551K | 0.0% | $4.71 | $7.88 | — | COM CL A | 65540B105 |
| CACI | CACI INTL INC | 2,600 | $549K | 0.0% | $211.15 | $170.36 | +23.9% | CL A | 127190304 |
| EPAM | EPAM SYS INC | 2,888 | $536K | 0.0% | $185.60 | $161.13 | +15.2% | COM | 29414B104 |
| TER | TERADYNE INC | 9,433 | $511K | 0.0% | $54.17 * | $39.79 | +32.9% | COM | 880770102 |
| — | ANSYS INC | 2,100 | $488K | 0.0% | $232.38 | $189.02 | — | COM | 03662Q105 |
| — | ANTECH INTL CORP | 6,680 | $485K | 0.0% | $72.60 | $79.65 | — | CL A | 564563104 |
| LDOS | LEIDOS HOLDINGS INC | 5,160 | $473K | 0.0% | $91.67 * | $76.95 | +10.4% | COM | 525327102 |
| VIPS | VIPSHOP HLDGS LTD | 30,000 | $467K | 0.0% | $15.57 | $11.85 | +31.5% | SPONSORED ADS A | 92763W103 |
| DVA | DAVITA INC | 6,000 | $456K | 0.0% | $76.00 | $66.33 | +14.7% | COM | 23918K108 |
| — | JAZZ INVESTMENTS I LTD | 475,000 | $452K | 0.0% | $0.95 | $1.05 | — | NOTE 1.875% 8/1 | 472145AB7 |
| CSL | CARLISLE COS INC | 3,610 | $452K | 0.0% | $125.21 * | $129.94 | -10.1% | COM | 142339100 |
| KEYS | KEYSIGHT TECHNOLOGIES INC | 5,310 | $444K | 0.0% | $83.62 | $81.43 | +2.8% | COM | 49338L103 |
| — | HORIZON PHARMA INVT LTD | 380,000 | $439K | 0.0% | $1.16 | $1.11 | — | NOTE 2.500% 3/1 | 44052TAB7 |
| BRKR | BRUKER CORP | 11,780 | $422K | 0.0% | $35.82 | $35.54 | -1.0% | COM | 116794108 |
| — | INOVALON HLDGS INC | 25,200 | $420K | 0.0% | $16.67 | $16.39 | — | COM CL A | 45781D101 |
| — | KANSAS CITY SOUTHERN | 3,300 | $420K | 0.0% | $127.27 | $127.27 | — | COM NEW | 485170302 |
| — | INTELSAT S A | 1,953,000 | $417K | 0.0% | $0.21 | $0.68 | — | NOTE 4.500% 6/1 | 45790VAB6 |
| CHE | CHEMED CORP NEW | 950 | $412K | 0.0% | $433.68 | $412.44 | +3.1% | COM | 16359R103 |
| GOLF | ACUSHNET HOLDINGS CORP | 16,000 | $412K | 0.0% | $25.75 | $28.73 | -10.5% | COM | 005098108 |
| VCEL | VERICEL CORP | 43,353 | $398K | 0.0% | $9.18 | $17.06 | -46.2% | COM | 92346J108 |
| HELE | HELEN OF TROY CORP LTD | 2,700 | $389K | 0.0% | $144.07 | $169.44 | -15.0% | COM | G4388N106 |
| COR | AMERISOURCEBERGEN CORP | 4,340 | $384K | 0.0% | $88.48 * | $74.64 | +2.1% | COM | 03073E105 |
| CRUS | CIRRUS LOGIC INC | 5,690 | $373K | 0.0% | $65.55 | $67.75 | -3.1% | COM | 172755100 |
| IWR | ISHARES TR | 8,500 | $367K | 0.0% | $43.18 | $55.04 | -21.6% | RUS MID CAP ETF | 464287499 |
| SBAC | SBA COMMUNICATIONS CORP NEW | 1,350 | $364K | 0.0% | $269.63 * | $244.52 | +2.4% | CL A | 78410G104 |
| SCHM | SCHWAB STRATEGIC TR | 8,587 | $362K | 0.0% | $42.16 * | $16.50 | -14.8% | US MID-CAP ETF | 808524508 |
| OMCL | OMNICELL INC | 5,497 | $360K | 0.0% | $65.49 | $80.65 | -18.7% | COM | 68213N109 |
| KLAC | KLA CORPORATION | 2,500 | $359K | 0.0% | $143.60 * | $139.25 | -3.4% | COM NEW | 482480100 |
| APLS | APELLIS PHARMACEUTICALS INC | 12,882 | $345K | 0.0% | $26.78 | $35.50 | -24.5% | COM | 03753U106 |
| ENSG | ENSIGN GROUP INC | 9,092 | $342K | 0.0% | $37.62 | $49.04 | -24.4% | COM | 29358P101 |
| — | AIR TRANSPORT SERVICES GRP I | 18,454 | $337K | 0.0% | $18.26 | $18.26 | — | COM | 00922R105 |
| DOV | DOVER CORP | 4,000 | $336K | 0.0% | $84.00 * | $89.83 | -13.6% | COM | 260003108 |
| — | SYNEOS HEALTH INC | 8,500 | $335K | 0.0% | $39.41 | $39.41 | — | CL A | 87166B102 |
| MLCO | MELCO RESORTS AND ENTMNT LTD | 26,935 | $334K | 0.0% | $12.40 | $19.11 | -35.1% | ADR | 585464100 |
| FTNT | FORTINET INC | 3,180 | $322K | 0.0% | $101.26 * | $15.29 | +32.3% | COM | 34959E109 |
| PCTY | PAYLOCITY HLDG CORP | 3,600 | $318K | 0.0% | $88.33 | $102.38 | -13.7% | COM | 70438V106 |
| HSY | HERSHEY CO | 2,390 | $317K | 0.0% | $132.64 * | $128.46 | -9.9% | COM | 427866108 |
| AMH | AMERICAN HOMES 4 RENT | 13,500 | $313K | 0.0% | $23.19 | $23.19 | — | CL A | 02665T306 |
| IYR | ISHARES TR | 4,470 | $311K | 0.0% | $69.57 | $81.53 | -14.7% | U.S. REAL ES ETF | 464287739 |
| — | SM ENERGY CO | 704,000 | $284K | 0.0% | $0.40 | $1.09 | — | NOTE 1.500% 7/0 | 78454LAM2 |
| — | PERSPECTA INC | 15,500 | $283K | 0.0% | $18.26 | $26.14 | — | COM | 715347100 |
| SPOT | SPOTIFY TECHNOLOGY S A | 2,300 | $279K | 0.0% | $121.30 | $141.56 | -14.2% | SHS | L8681T102 |
| KGC | KINROSS GOLD CORP | 69,500 | $277K | 0.0% | $3.99 | $4.84 | -17.7% | COM | 496902404 |
| — | IHS MARKIT LTD | 4,610 | $277K | 0.0% | $60.09 | $60.09 | — | SHS | G47567105 |
| — | BLACKROCK TCP CAPITAL CORP | 305,000 | $274K | 0.0% | $0.90 | $0.90 | — | NOTE 4.625% 3/0 | 87238QAD5 |
| PSK | SPDR SER TR | 6,925 | $271K | 0.0% | $39.13 | $43.07 | -9.0% | WELLS FG PFD ETF | 78464A292 |
| RS | RELIANCE STEEL & ALUMINUM CO | 3,000 | $263K | 0.0% | $87.67 | $106.68 | -17.9% | COM | 759509102 |
| DXCM | DEXCOM INC | 953 | $257K | 0.0% | $269.67 * | $38.85 | +73.3% | COM | 252131107 |
| BF/B | BROWN FORMAN CORP | 4,600 | $255K | 0.0% | $55.43 * | $57.84 | -13.5% | CL B | 115637209 |
| NWL | NEWELL BRANDS INC | 17,525 | $233K | 0.0% | $13.30 * | $31.35 | -67.4% | COM | 651229106 |
| IVE | ISHARES TR | 2,379 | $229K | 0.0% | $96.26 | $109.40 | -12.0% | S&P 500 VAL ETF | 464287408 |
| IDN | INTELLICHECK INC | 66,120 | $225K | 0.0% | $3.40 | $6.20 | -45.3% | COM NEW | 45817G201 |
| BILI | BILIBILI INC | 9,500 | $222K | 0.0% | $23.37 | $24.14 | -3.0% | SPONS ADS REP Z | 090040106 |
| XYZ | SQUARE INC | 4,100 | $215K | 0.0% | $52.44 | $68.39 | -23.4% | CL A | 852234103 |
| RMD | RESMED INC | 1,400 | $206K | 0.0% | $147.14 * | $136.79 | +2.5% | COM | 761152107 |
| — | GASLOG LTD | 52,725 | $191K | 0.0% | $3.62 | $19.10 | — | SHS | G37585109 |
| IYE | ISHARES TR | 12,200 | $187K | 0.0% | $15.33 | $25.21 | -39.3% | U.S. ENERGY ETF | 464287796 |
| DVN | DEVON ENERGY CORP NEW | 23,500 | $162K | 0.0% | $6.89 * | $34.31 | -85.2% | COM | 25179M103 |
| — | ILLUMINA INC | 160,000 | $155K | 0.0% | $0.97 | $1.11 | — | NOTE 8/1 | 452327AK5 |
| CMLS | CUMULUS MEDIA INC | 26,233 | $142K | 0.0% | $5.41 | $18.20 | -70.2% | COM CLASS A | 231082801 |
| RIG | TRANSOCEAN LTD | 117,879 | $137K | 0.0% | $1.16 | $5.15 | -77.5% | REG SHS | H8817H100 |
| — | DIAMOND OFFSHORE DRILLING IN | 60,000 | $110K | 0.0% | $1.83 | $68.78 | — | COM | 25271C102 |
| — | NUANCE COMMUNICATIONS INC | 95,000 | $101K | 0.0% | $1.06 | $1.03 | — | DEBT 1.500%11/0 | 67020YAG5 |
| — | BRISTOL-MYERS SQUIBB CO | 20,458 | $78,000 | 0.0% | $3.81 | $3.03 | — | RIGHT 99/99/9999 | 110122157 |
| — | TIDEWATER INC NEW | 16,676 | $10,000 | 0.0% | $0.60 | $1.20 | — | *W EXP 07/31/202 | 88642R125 |
| — | BLACKSTONE MTG TR INC | 10,000 | $8,000 | 0.0% | $0.80 | $1.02 | — | NOTE 4.375% 5/0 | 09257WAB6 |
| — | NOBLE CORP PLC | 24,000 | $6,000 | 0.0% | $0.25 | $0.25 | — | SHS USD | G65431101 |