Location: Naperville, IL
CIK: 0001316507 · Show all filings
Period: Q2 2020 (← Previous) (Next →)
Filing Date: Jul 27, 2020
Total Value: $14.15B (69.8% shares, 30.2% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| MSFT | MICROSOFT CORP | 2,691,294 | $548M | 3.9% | $46.17 | +274.8% | COM | 594918104 |
| AMZN | AMAZON COM INC | 150,075 | $414M | 2.9% | $33.52 | +260.3% | COM | 023135106 |
| AAPL | APPLE INC | 1,129,659 | $412M | 2.9% | $19.21 | +290.9% | COM | 037833100 |
| — | TESLA INC | 88,422,000 | $310M | 2.2% | $1.05 | — | NOTE 2.000% 5/1 | 88160RAG6 |
| — | ADVANCED MICRO DEVICES INC | 40,410,000 | $264M | 1.9% | $1.69 | — | NOTE 2.125% 9/0 | 007903BD8 |
| — | TESLA INC | 69,424,000 | $230M | 1.6% | $1.17 | — | NOTE 2.375% 3/1 | 88160RAD3 |
| META | FACEBOOK INC | 1,000,571 | $227M | 1.6% | $96.00 | +116.0% | CL A | 30303M102 |
| GOOGL | ALPHABET INC | 132,020 | $187M | 1.3% | $38.07 | +75.8% | CAP STK CL A | 02079K305 |
| — | SERVICENOW INC | 50,393,000 | $151M | 1.1% | $1.60 | — | NOTE 6/0 | 81762PAC6 |
| V | VISA INC | 740,625 | $143M | 1.0% | $81.23 | +116.1% | COM CL A | 92826C839 |
| — | SOUTHWEST AIRLS CO | 96,869,000 | $116M | 0.8% | $1.20 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | SQUARE INC | 25,000,000 | $114M | 0.8% | $2.21 | — | NOTE 0.375% 3/0 | 852234AB9 |
| SPY | SPDR S&P 500 ETF TR | 364,000 | $112M | 0.8% | $257.98 | — | Put | 78462F103 |
| NVDA | NVIDIA CORPORATION | 293,674 | $112M | 0.8% | $4.16 | +93.7% | COM | 67066G104 |
| JPM | JPMORGAN CHASE & CO | 1,180,616 | $111M | 0.8% | $55.34 | +47.7% | COM | 46625H100 |
| UNH | UNITEDHEALTH GROUP INC | 357,973 | $106M | 0.7% | $151.96 | +71.8% | COM | 91324P102 |
| — | WORKDAY INC | 75,040,000 | $104M | 0.7% | $1.28 | — | NOTE 0.250%10/0 | 98138HAF8 |
| — | TWILIO INC | 31,920,000 | $99.16M | 0.7% | $1.88 | — | NOTE 0.250% 6/0 | 90138FAB8 |
| — | RINGCENTRAL INC | 28,009,000 | $97.5M | 0.7% | $1.63 | — | NOTE 3/1 | 76680RAD9 |
| — | BROADCOM INC | 87,328 | $97.31M | 0.7% | $1177.97 | — | 8% CNV PFD SER A | 11135F200 |
| — | MICRON TECHNOLOGY INC | 17,475,000 | $90.5M | 0.6% | $3.67 | — | NOTE 3.125% 5/0 | 595112AX1 |
| DIS | DISNEY WALT CO | 786,208 | $87.67M | 0.6% | $98.03 | +10.0% | COM DISNEY | 254687106 |
| — | MICROCHIP TECHNOLOGY INC. | 58,393,000 | $86.24M | 0.6% | $1.20 | — | NOTE 1.625% 2/1 | 595017AF1 |
| QQQ | INVESCO QQQ TR | 345,000 | $85.42M | 0.6% | — | — | Put | 46090E103 |
| JNJ | JOHNSON & JOHNSON | 606,642 | $85.31M | 0.6% | $79.29 | +56.7% | COM | 478160104 |
| — | NEXTERA ENERGY INC | 1,757,172 | $85.29M | 0.6% | $50.19 | — | UNIT 09/01/2022S | 65339F796 |
| BAC | BK OF AMERICA CORP | 3,529,674 | $83.83M | 0.6% | $18.49 | +11.2% | COM | 060505104 |
| GOOG | ALPHABET INC | 59,252 | $83.76M | 0.6% | $42.41 | +57.9% | CAP STK CL C | 02079K107 |
| — | LINDE PLC | 381,787 | $80.98M | 0.6% | $192.99 | — | SHS | G5494J103 |
| TSLA | TESLA INC | 74,500 | $80.45M | 0.6% | $41.46 | +30.5% | Put | 88160R101 |
| — | TESLA INC | 26,567,000 | $79.83M | 0.6% | $0.91 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| AMZN | AMAZON COM INC | 28,200 | $77.8M | 0.5% | $33.52 | +260.3% | Call | 023135106 |
| — | PALO ALTO NETWORKS INC | 72,036,000 | $77.66M | 0.5% | $1.06 | — | NOTE 0.750% 7/0 | 697435AD7 |
| HD | HOME DEPOT INC | 309,610 | $77.56M | 0.5% | $81.41 | +145.3% | COM | 437076102 |
| PG | PROCTER AND GAMBLE CO | 640,510 | $76.59M | 0.5% | $65.03 | +56.1% | COM | 742718109 |
| CVX | CHEVRON CORP NEW | 822,406 | $73.38M | 0.5% | $75.47 | -7.5% | COM | 166764100 |
| — | FORTIVE CORP | 84,893 | $73.11M | 0.5% | $1019.31 | — | 5% PFD CNV SER A | 34959J207 |
| — | CROWN CASTLE INTL CORP NEW | 47,669 | $70.8M | 0.5% | $1104.82 | — | 6.875% CON PFD A | 22822V309 |
| KO | COCA COLA CO | 1,559,419 | $69.67M | 0.5% | $32.56 | +18.9% | COM | 191216100 |
| CRM | SALESFORCE COM INC | 366,452 | $68.65M | 0.5% | $108.61 | +53.3% | COM | 79466L302 |
| MA | MASTERCARD INCORPORATED | 232,008 | $68.61M | 0.5% | $97.38 | +180.7% | CL A | 57636Q104 |
| — | ZYNGA INC | 52,846,000 | $67.95M | 0.5% | $1.29 | — | NOTE 0.250% 6/0 | 98986TAB4 |
| AMAT | APPLIED MATLS INC | 1,101,189 | $66.57M | 0.5% | $37.87 | +35.3% | COM | 038222105 |
| — | STANLEY BLACK & DECKER INC | 705,710 | $63.15M | 0.4% | $104.23 | — | UNIT 11/15/2022 | 854502846 |
| — | SEMPRA ENERGY | 646,054 | $63.14M | 0.4% | $110.54 | — | 6% PFD CONV A | 816851406 |
| — | MERCADOLIBRE INC | 27,500,000 | $63.04M | 0.4% | $1.46 | — | NOTE 2.000% 8/1 | 58733RAD4 |
| WMT | WALMART INC | 519,134 | $62.18M | 0.4% | $25.93 | +46.8% | COM | 931142103 |
| NKE | NIKE INC | 618,963 | $60.69M | 0.4% | $59.64 | +43.3% | CL B | 654106103 |
| — | BOSTON SCIENTIFIC CORP | 569,916 | $59.66M | 0.4% | $104.69 | — | 5.50% CNV PFD A | 101137206 |
| — | DANAHER CORPORATION | 47,704 | $59.48M | 0.4% | $1075.24 | — | 4.75 MND CV PFD | 235851300 |
| T | AT&T INC | 1,943,652 | $58.76M | 0.4% | $13.42 | +15.5% | COM | 00206R102 |
| — | TELADOC HEALTH INC | 16,500,000 | $58.71M | 0.4% | $1.59 | — | NOTE 1.375% 5/1 | 87918AAC9 |
| — | SPLUNK INC | 39,878,000 | $58.65M | 0.4% | $1.16 | — | NOTE 1.125% 9/1 | 848637AD6 |
| CSCO | CISCO SYS INC | 1,241,931 | $57.92M | 0.4% | $27.45 | +34.8% | COM | 17275R102 |
| — | SAREPTA THERAPEUTICS INC | 25,136,000 | $57.83M | 0.4% | $1.81 | — | DBCV 1.500%11/1 | 803607AB6 |
| PYPL | PAYPAL HLDGS INC | 331,371 | $57.73M | 0.4% | $76.45 | +80.4% | COM | 70450Y103 |
| LLY | LILLY ELI & CO | 341,850 | $56.13M | 0.4% | $75.58 | +90.4% | COM | 532457108 |
| — | ASSURANT INC | 533,415 | $55.5M | 0.4% | $111.01 | — | 6.50% CONV PFD D | 04621X207 |
| — | SEA LTD | 10,000,000 | $54.18M | 0.4% | $1.80 | — | NOTE 2.250% 7/0 | 81141RAB6 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 297,175 | $53.05M | 0.4% | $156.72 | +16.5% | CL B NEW | 084670702 |
| MRK | MERCK & CO. INC | 685,429 | $53M | 0.4% | $41.04 | +53.2% | COM | 58933Y105 |
| — | SPLUNK INC | 36,623,000 | $52.58M | 0.4% | $1.08 | — | NOTE 0.500% 9/1 | 848637AC8 |
| — | AMERICAN AIRLS GROUP INC | 55,228,000 | $52.02M | 0.4% | $0.94 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| CSX | CSX CORP | 730,292 | $50.93M | 0.4% | $14.81 | +38.5% | COM | 126408103 |
| RTX | RAYTHEON TECHNOLOGIES CORP | 817,539 | $50.38M | 0.4% | $54.61 | 0.0% | COM | 75513E101 |
| VRTX | VERTEX PHARMACEUTICALS INC | 171,944 | $49.92M | 0.4% | $221.63 | +22.3% | COM | 92532F100 |
| MCD | MCDONALDS CORP | 270,370 | $49.88M | 0.4% | $114.16 | +41.0% | COM | 580135101 |
| NFLX | NETFLIX INC | 109,186 | $49.68M | 0.4% | $24.11 | +76.5% | COM | 64110L106 |
| INTC | INTEL CORP | 827,763 | $49.52M | 0.4% | $32.28 | +64.8% | COM | 458140100 |
| — | COLONY STARWOOD HOMES | 38,388,000 | $49.52M | 0.4% | $1.15 | — | NOTE 3.500% 1/1 | 19625XAB8 |
| — | AMERICAN ELEC PWR CO INC | 1,020,708 | $49.41M | 0.3% | $51.45 | — | UNIT 03/15/2022 | 025537127 |
| — | BK OF AMERICA CORP | 36,733 | $49.3M | 0.3% | $1196.11 | — | 7.25%CNV PFD L | 060505682 |
| AVGO | BROADCOM INC | 155,507 | $49.08M | 0.3% | $20.85 | +17.6% | COM | 11135F101 |
| GS | GOLDMAN SACHS GROUP INC | 246,162 | $48.65M | 0.3% | $190.16 | -13.7% | COM | 38141G104 |
| MU | MICRON TECHNOLOGY INC | 913,096 | $47.04M | 0.3% | $47.18 | -2.5% | COM | 595112103 |
| LOW | LOWES COS INC | 347,140 | $46.91M | 0.3% | $74.34 | +39.0% | COM | 548661107 |
| CMCSA | COMCAST CORP NEW | 1,196,526 | $46.64M | 0.3% | $25.28 | +29.6% | CL A | 20030N101 |
| — | QUIDEL CORP | 6,661,000 | $46.58M | 0.3% | $1.36 | — | NOTE 3.250%12/1 | 74838JAA9 |
| ADBE | ADOBE INC | 106,424 | $46.33M | 0.3% | $208.60 | +77.6% | COM | 00724F101 |
| — | ALTERYX INC | 12,500,000 | $46.2M | 0.3% | $2.53 | — | NOTE 0.500% 6/0 | 02156BAB9 |
| PFE | PFIZER INC | 1,408,169 | $46.05M | 0.3% | $22.37 | +16.2% | COM | 717081103 |
| — | NICE SYS INC | 20,000,000 | $45.9M | 0.3% | $1.47 | — | NOTE 1.250% 1/1 | 65366HAB9 |
| — | WELLS FARGO CO NEW | 35,246 | $45.71M | 0.3% | $1225.85 | — | PERP PFD CNV A | 949746804 |
| PEP | PEPSICO INC | 340,355 | $45.02M | 0.3% | $68.93 | +60.7% | COM | 713448108 |
| FIS | FIDELITY NATL INFORMATION SV | 335,617 | $45M | 0.3% | $88.66 | +31.7% | COM | 31620M106 |
| — | LAM RESEARCH CORP | 137,902 | $44.61M | 0.3% | $149.28 | — | COM | 512807108 |
| — | MICROCHIP TECHNOLOGY INC. | 20,000,000 | $44.5M | 0.3% | $1.03 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | CHEGG INC | 17,500,000 | $43.79M | 0.3% | $1.51 | — | NOTE 0.250% 5/1 | 163092AB5 |
| BMY | BRISTOL-MYERS SQUIBB CO | 735,216 | $43.23M | 0.3% | $43.71 | +9.6% | COM | 110122108 |
| XOM | EXXON MOBIL CORP | 955,132 | $42.71M | 0.3% | $55.68 | -37.5% | COM | 30231G102 |
| VZ | VERIZON COMMUNICATIONS INC | 766,282 | $42.24M | 0.3% | $30.98 | +31.5% | COM | 92343V104 |
| UNP | UNION PAC CORP | 249,096 | $42.12M | 0.3% | $105.82 | +33.7% | COM | 907818108 |
| BAX | BAXTER INTL INC | 485,878 | $41.83M | 0.3% | $39.92 | +94.5% | COM | 071813109 |
| MRSH | MARSH & MCLENNAN COS INC | 376,585 | $40.43M | 0.3% | $81.75 | +13.8% | COM | 571748102 |
| — | TERADYNE INC | 15,000,000 | $40.18M | 0.3% | $1.75 | — | NOTE 1.250%12/1 | 880770AG7 |
| — | CYPRESS SEMICONDUCTOR CORP | 22,500,000 | $39.78M | 0.3% | $1.44 | — | NOTE 4.500% 1/1 | 232806AM1 |
| — | DEXCOM INC | 15,651,000 | $38.87M | 0.3% | $1.67 | — | NOTE 0.750%12/0 | 252131AH0 |
| BA | BOEING CO | 211,126 | $38.7M | 0.3% | $275.77 | -44.3% | COM | 097023105 |
| — | DOMINION ENERGY INC | 379,742 | $38.48M | 0.3% | $100.24 | — | UNIT 99/99/9999 | 25746U133 |
| MDT | MEDTRONIC PLC | 417,769 | $38.31M | 0.3% | $71.47 | +14.4% | SHS | G5960L103 |
| — | LIBERTY MEDIA CORP DEL | 35,952,000 | $37.93M | 0.3% | $0.98 | — | NOTE 1.375%10/1 | 531229AB8 |
| AMT | AMERICAN TOWER CORP NEW | 144,741 | $37.42M | 0.3% | $112.47 | +87.2% | COM | 03027X100 |
| — | LENDINGTREE INC NEW | 25,000,000 | $37.33M | 0.3% | $1.36 | — | NOTE 0.625% 6/0 | 52603BAA5 |
| — | WAYFAIR INC | 20,635,000 | $36.9M | 0.3% | $1.02 | — | NOTE 1.125%11/0 | 94419LAD3 |
| MAS | MASCO CORP | 727,980 | $36.55M | 0.3% | $33.07 | +19.1% | COM | 574599106 |
| — | TWITTER INC | 38,710,000 | $36.51M | 0.3% | $0.99 | — | NOTE 0.250% 6/1 | 90184LAF9 |
| LHX | L3HARRIS TECHNOLOGIES INC | 214,035 | $36.31M | 0.3% | $180.07 | -6.8% | COM | 502431109 |
| HON | HONEYWELL INTL INC | 249,787 | $36.12M | 0.3% | $87.46 | +34.8% | COM | 438516106 |
| C | CITIGROUP INC | 703,969 | $35.97M | 0.3% | $42.78 | -9.6% | COM NEW | 172967424 |
| — | REPLIGEN CORP | 28,054,000 | $35.5M | 0.3% | $1.00 | — | NOTE 0.375% 7/1 | 759916AB5 |
| — | NEUROCRINE BIOSCIENCES INC | 21,268,000 | $35.29M | 0.2% | $1.47 | — | NOTE 2.250% 5/1 | 64125CAD1 |
| WFC | WELLS FARGO CO NEW | 1,374,299 | $35.18M | 0.2% | $36.87 | -35.0% | COM | 949746101 |
| GPN | GLOBAL PMTS INC | 207,397 | $35.18M | 0.2% | $157.86 | +0.6% | COM | 37940X102 |
| ACN | ACCENTURE PLC IRELAND | 162,657 | $34.93M | 0.2% | $105.80 | +65.0% | SHS CLASS A | G1151C101 |
| LULU | LULULEMON ATHLETICA INC | 111,602 | $34.82M | 0.2% | $173.03 | +47.8% | COM | 550021109 |
| ABT | ABBOTT LABS | 373,124 | $34.12M | 0.2% | $42.32 | +93.6% | COM | 002824100 |
| TMO | THERMO FISHER SCIENTIFIC INC | 94,019 | $34.07M | 0.2% | $139.51 | +136.8% | COM | 883556102 |
| — | LIBERTY MEDIA CORP DEL | 30,681,000 | $33.55M | 0.2% | $1.11 | — | NOTE 1.000% 1/3 | 531229AF9 |
| GILD | GILEAD SCIENCES INC | 425,921 | $32.77M | 0.2% | $53.46 | +15.0% | COM | 375558103 |
| NOC | NORTHROP GRUMMAN CORP | 105,169 | $32.33M | 0.2% | $207.38 | +43.9% | COM | 666807102 |
| — | REALPAGE INC | 20,000,000 | $32.27M | 0.2% | $1.40 | — | NOTE 1.500%11/1 | 75606NAB5 |
| LMT | LOCKHEED MARTIN CORP | 86,990 | $31.74M | 0.2% | $165.64 | +95.4% | COM | 539830109 |
| — | CHEGG INC | 22,229,000 | $31.6M | 0.2% | $1.42 | — | NOTE 0.125% 3/1 | 163092AD1 |
| TWLO | TWILIO INC | 142,712 | $31.31M | 0.2% | $107.26 | +49.7% | CL A | 90138F102 |
| — | SEMPRA ENERGY | 318,407 | $31.29M | 0.2% | $100.94 | — | 6.75% CNV PFD B | 816851505 |
| — | ETSY INC | 10,663,000 | $31.15M | 0.2% | $1.80 | — | NOTE 3/0 | 29786AAC0 |
| HUM | HUMANA INC | 80,012 | $31.02M | 0.2% | $259.43 | +37.1% | COM | 444859102 |
| TJX | TJX COS INC NEW | 607,145 | $30.7M | 0.2% | $42.83 | +8.9% | COM | 872540109 |
| — | EXACT SCIENCES CORP | 29,168,000 | $30.36M | 0.2% | $1.07 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| LYFT | LYFT INC | 916,460 | $30.25M | 0.2% | $42.27 | -25.2% | CL A COM | 55087P104 |
| — | J2 GLOBAL INC | 27,500,000 | $30.04M | 0.2% | $1.31 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| WDAY | WORKDAY INC | 160,271 | $30.03M | 0.2% | $164.14 | -1.5% | CL A | 98138H101 |
| — | DTE ENERGY CO | 696,129 | $29.46M | 0.2% | $50.52 | — | UNIT 11/01/2022S | 233331842 |
| — | COLFAX CORP | 240,000 | $29.28M | 0.2% | $131.07 | — | UNIT 01/15/2022T | 194014205 |
| COST | COSTCO WHSL CORP NEW | 96,092 | $29.14M | 0.2% | $132.69 | +110.4% | COM | 22160K105 |
| MDLZ | MONDELEZ INTL INC | 567,277 | $29M | 0.2% | $27.54 | +61.8% | CL A | 609207105 |
| — | ILLUMINA INC | 19,383,000 | $28.79M | 0.2% | $1.30 | — | NOTE 0.500% 6/1 | 452327AH2 |
| ABBV | ABBVIE INC | 292,808 | $28.75M | 0.2% | $64.29 | +9.7% | COM | 00287Y109 |
| STZ | CONSTELLATION BRANDS INC | 161,404 | $28.24M | 0.2% | $151.44 | +0.3% | CL A | 21036P108 |
| AIG | AMERICAN INTL GROUP INC | 893,613 | $27.86M | 0.2% | $45.03 | -45.9% | COM NEW | 026874784 |
| MS | MORGAN STANLEY | 575,128 | $27.78M | 0.2% | $34.01 | +3.5% | COM NEW | 617446448 |
| — | II-VI INC | 23,119,000 | $27.59M | 0.2% | $1.14 | — | NOTE 0.250% 9/0 | 902104AB4 |
| TSM | TAIWAN SEMICONDUCTOR MFG LTD | 485,969 | $27.59M | 0.2% | $51.38 | — | SPONSORED ADS | 874039100 |
| AMD | ADVANCED MICRO DEVICES INC | 516,657 | $27.18M | 0.2% | $26.14 | +102.8% | COM | 007903107 |
| MPC | MARATHON PETE CORP | 715,734 | $26.75M | 0.2% | $43.81 | -38.0% | COM | 56585A102 |
| — | NUVASIVE INC | 24,293,000 | $26.73M | 0.2% | $1.31 | — | NOTE 2.250% 3/1 | 670704AG0 |
| ISRG | INTUITIVE SURGICAL INC | 46,700 | $26.61M | 0.2% | $172.42 | +4.0% | COM NEW | 46120E602 |
| BSX | BOSTON SCIENTIFIC CORP | 757,333 | $26.59M | 0.2% | $39.79 | -9.5% | COM | 101137107 |
| RCL | ROYAL CARIBBEAN CRUISES LTD | 527,777 | $26.55M | 0.2% | $99.67 | -55.4% | COM | V7780T103 |
| AMGN | AMGEN INC | 110,210 | $25.99M | 0.2% | $138.10 | +38.8% | COM | 031162100 |
| IWM | ISHARES TR | 180,000 | $25.77M | 0.2% | $114.46 | — | Put | 464287655 |
| — | ENERGIZER HLDGS INC NEW | 264,455 | $25.43M | 0.2% | $78.28 | — | 7.5 MCNV PFD A | 29272W208 |
| PM | PHILIP MORRIS INTL INC | 361,184 | $25.3M | 0.2% | $57.17 | -4.2% | COM | 718172109 |
| V | VISA INC | 130,000 | $25.11M | 0.2% | $81.23 | +116.1% | Call | 92826C839 |
| — | Q2 HLDGS INC | 15,719,000 | $24.77M | 0.2% | $1.31 | — | NOTE 0.750% 2/1 | 74736LAB5 |
| — | GUIDEWIRE SOFTWARE INC | 21,000,000 | $24.5M | 0.2% | $0.98 | — | NOTE 1.250% 3/1 | 40171VAA8 |
| ALC | ALCON AG | 423,866 | $24.3M | 0.2% | $58.36 | -4.4% | ORD SHS | H01301128 |
| GOOGL | ALPHABET INC | 17,100 | $24.25M | 0.2% | $38.07 | +75.8% | Call | 02079K305 |
| TSLA | TESLA INC | 22,432 | $24.22M | 0.2% | $41.46 | +30.5% | COM | 88160R101 |
| — | WORLD WRESTLING ENTMT INC | 13,000,000 | $24.2M | 0.2% | $3.54 | — | NOTE 3.375%12/1 | 98156QAB4 |
| BABA | ALIBABA GROUP HLDG LTD | 112,094 | $24.18M | 0.2% | $162.53 | — | SPONSORED ADS | 01609W102 |
| — | NUANCE COMMUNICATIONS INC | 20,229,000 | $23.9M | 0.2% | $0.95 | — | DBCV 1.000%12/1 | 67020YAK6 |
| — | WAYFAIR INC | 12,500,000 | $23.88M | 0.2% | $1.34 | — | NOTE 0.375% 9/0 | 94419LAB7 |
| QCOM | QUALCOMM INC | 261,767 | $23.88M | 0.2% | $54.94 | +29.2% | COM | 747525103 |
| AL | AIR LEASE CORP | 812,811 | $23.81M | 0.2% | $33.97 | -28.9% | CL A | 00912X302 |
| BAC | BK OF AMERICA CORP | 990,500 | $23.52M | 0.2% | $18.49 | +11.2% | Call | 060505104 |
| — | BILIBILI INC | 12,000,000 | $23.11M | 0.2% | $1.93 | — | NOTE 1.375% 4/0 | 090040AB2 |
| — | MARVELL TECHNOLOGY GROUP LTD | 657,555 | $23.05M | 0.2% | $22.97 | — | ORD | G5876H105 |
| IWM | ISHARES TR | 160,500 | $22.98M | 0.2% | $114.46 | — | Call | 464287655 |
| NVO | NOVO-NORDISK A S | 346,663 | $22.7M | 0.2% | $61.15 | — | ADR | 670100205 |
| — | CONMED CORP | 21,531,000 | $22.65M | 0.2% | $0.94 | — | NOTE 2.625% 2/0 | 207410AF8 |
| A | AGILENT TECHNOLOGIES INC | 253,538 | $22.41M | 0.2% | $61.81 | +27.6% | COM | 00846U101 |
| WM | WASTE MGMT INC DEL | 209,799 | $22.22M | 0.2% | $82.68 | +11.4% | COM | 94106L109 |
| DAL | DELTA AIR LINES INC DEL | 787,380 | $22.09M | 0.2% | $29.77 | -16.9% | COM NEW | 247361702 |
| ZTS | ZOETIS INC | 159,394 | $21.84M | 0.2% | $110.26 | +12.9% | CL A | 98978V103 |
| — | ON SEMICONDUCTOR CORP | 17,940,000 | $21.84M | 0.2% | $1.25 | — | NOTE 1.625%10/1 | 682189AP0 |
| TGT | TARGET CORP | 181,171 | $21.73M | 0.2% | $78.95 | +24.4% | COM | 87612E106 |
| — | ESSENTIAL UTILS INC | 382,467 | $21.63M | 0.2% | $53.56 | — | UNIT 04/30/2022 | 29670G201 |
| — | IQIYI INC | 21,711,000 | $21.61M | 0.2% | $1.00 | — | NOTE 2.000% 4/0 | 46267XAD0 |
| — | HESS CORP | 413,528 | $21.43M | 0.2% | $58.62 | — | COM | 42809H107 |
| WFC | WELLS FARGO CO NEW | 825,000 | $21.12M | 0.1% | $36.87 | -35.0% | Call | 949746101 |
| CB | CHUBB LIMITED | 163,678 | $20.73M | 0.1% | $116.92 | -9.2% | COM | H1467J104 |
| — | COUPA SOFTWARE INC | 11,403,000 | $20.68M | 0.1% | $1.81 | — | NOTE 0.125% 6/1 | 22266LAC0 |
| SBUX | STARBUCKS CORP | 279,193 | $20.55M | 0.1% | $45.37 | +46.2% | COM | 855244109 |
| — | WIX COM LTD | 11,023,000 | $20.47M | 0.1% | $1.11 | — | NOTE 7/0 | 92940WAB5 |
| COP | CONOCOPHILLIPS | 475,423 | $19.98M | 0.1% | $45.21 | -27.2% | COM | 20825C104 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 159,791 | $19.71M | 0.1% | $86.16 | +15.3% | COM | 09061G101 |
| ORCL | ORACLE CORP | 353,744 | $19.55M | 0.1% | $38.38 | +27.6% | COM | 68389X105 |
| — | LABORATORY CORP AMER HLDGS | 116,238 | $19.31M | 0.1% | $159.20 | — | COM NEW | 50540R409 |
| — | WRIGHT MED GROUP N V | 13,500,000 | $19.14M | 0.1% | $1.43 | — | NOTE 2.250%11/1 | 98236JAB4 |
| USB | US BANCORP DEL | 515,675 | $18.99M | 0.1% | $38.60 | -27.9% | COM NEW | 902973304 |
| SPY | SPDR S&P 500 ETF TR | 61,500 | $18.96M | 0.1% | $257.98 | — | Call | 78462F103 |
| — | TTM TECHNOLOGIES INC | 15,000,000 | $18.93M | 0.1% | $1.35 | — | NOTE 1.750%12/1 | 87305RAD1 |
| — | NEXTERA ENERGY INC | 440,890 | $18.72M | 0.1% | $44.09 | — | UNIT 99/99/9999 | 65339F770 |
| — | INNOVIVA INC | 17,454,000 | $18.24M | 0.1% | $1.13 | — | NOTE 2.500% 8/1 | 45781MAB7 |
| CCI | CROWN CASTLE INTL CORP NEW | 107,364 | $17.97M | 0.1% | $92.41 | +35.3% | COM | 22822V101 |
| — | Q2 HLDGS INC | 15,831,000 | $17.82M | 0.1% | $1.13 | — | NOTE 0.750% 6/0 | 74736LAD1 |
| — | AIR TRANSPORT SERVICES GRP I | 18,825,000 | $17.8M | 0.1% | $0.97 | — | NOTE 1.125%10/1 | 00922RAB1 |
| — | SOUTHERN CO | 400,000 | $17.62M | 0.1% | $53.51 | — | UNIT 08/01/2022 | 842587602 |
| CAT | CATERPILLAR INC DEL | 138,309 | $17.5M | 0.1% | $89.13 | +19.1% | COM | 149123101 |
| — | SQUARE INC | 11,466,000 | $17.04M | 0.1% | $1.19 | — | NOTE 0.500% 5/1 | 852234AD5 |
| — | GENERAL ELECTRIC CO | 2,492,241 | $17.02M | 0.1% | $21.86 | — | COM | 369604103 |
| EQIX | EQUINIX INC | 24,120 | $16.94M | 0.1% | $459.89 | +32.4% | COM | 29444U700 |
| — | COUPA SOFTWARE INC | 60,701 | $16.82M | 0.1% | $184.20 | — | COM | 22266L106 |
| — | NEW RELIC INC | 17,013,000 | $16.57M | 0.1% | $1.07 | — | NOTE 0.500% 5/0 | 64829BAB6 |
| AXP | AMERICAN EXPRESS CO | 171,780 | $16.35M | 0.1% | $65.31 | +31.1% | COM | 025816109 |
| NEE | NEXTERA ENERGY INC | 67,855 | $16.3M | 0.1% | $22.36 | +132.4% | COM | 65339F101 |
| — | ZENDESK INC | 10,891,000 | $16.29M | 0.1% | $1.46 | — | NOTE 0.250% 3/1 | 98936JAB7 |
| CHTR | CHARTER COMMUNICATIONS INC N | 31,726 | $16.18M | 0.1% | $306.56 | +65.5% | CL A | 16119P108 |
| SCHW | SCHWAB CHARLES CORP | 478,898 | $16.16M | 0.1% | $39.72 | -16.5% | COM | 808513105 |
| — | ZENDESK INC | 179,813 | $15.92M | 0.1% | $61.45 | — | COM | 98936J101 |
| LUV | SOUTHWEST AIRLS CO | 462,371 | $15.8M | 0.1% | $32.80 | -9.9% | COM | 844741108 |
| KMI | KINDER MORGAN INC DEL | 1,032,122 | $15.66M | 0.1% | $12.88 | -15.8% | COM | 49456B101 |
| MO | ALTRIA GROUP INC | 394,887 | $15.5M | 0.1% | $27.27 | -8.5% | COM | 02209S103 |
| SPGI | S&P GLOBAL INC | 46,877 | $15.45M | 0.1% | $182.78 | +57.0% | COM | 78409V104 |
| DHR | DANAHER CORPORATION | 85,797 | $15.17M | 0.1% | $97.98 | +42.9% | COM | 235851102 |
| SYY | SYSCO CORP | 276,457 | $15.11M | 0.1% | $51.26 | -11.9% | COM | 871829107 |
| — | LIBERTY MEDIA CORP DEL | 31,126,000 | $15.05M | 0.1% | $1.06 | — | DEB 2.250% 9/3 | 531229AE2 |
| — | SPIRIT AIRLS INC | 10,000,000 | $15.04M | 0.1% | $1.50 | — | NOTE 4.750% 5/1 | 848577AA0 |
| — | CENTERPOINT ENERGY INC | 420,000 | $14.94M | 0.1% | $50.37 | — | DEP RP PFD CV B | 15189T503 |
| — | AVANTOR INC | 259,500 | $14.89M | 0.1% | $61.72 | — | 6.25 PFD CNV SR | 05352A209 |
| EWU | ISHARES TR | 574,500 | $14.8M | 0.1% | $30.73 | — | MSCI UK ETF NEW | 46435G334 |
| — | GUESS INC | 21,889,000 | $14.76M | 0.1% | $0.67 | — | NOTE 2.000% 4/1 | 401617AD7 |
| CVS | CVS HEALTH CORP | 226,672 | $14.73M | 0.1% | $51.98 | +1.2% | COM | 126650100 |
| — | TWITTER INC | 15,000,000 | $14.71M | 0.1% | $0.89 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| WYNN | WYNN RESORTS LTD | 197,533 | $14.71M | 0.1% | $87.19 | -10.6% | COM | 983134107 |
| — | FTI CONSULTING INC | 11,415,000 | $14.6M | 0.1% | $1.22 | — | NOTE 2.000% 8/1 | 302941AP4 |
| COF | CAPITAL ONE FINL CORP | 232,984 | $14.58M | 0.1% | $78.31 | -27.7% | COM | 14040H105 |
| MMM | 3M CO | 90,453 | $14.11M | 0.1% | $108.78 | -5.8% | COM | 88579Y101 |
| BABA | ALIBABA GROUP HLDG LTD | 65,400 | $14.11M | 0.1% | $162.53 | — | Call | 01609W102 |
| META | FACEBOOK INC | 62,000 | $14.08M | 0.1% | $96.00 | +116.0% | Call | 30303M102 |
| AAPL | APPLE INC | 37,500 | $13.68M | 0.1% | $19.21 | +290.9% | Call | 037833100 |
| — | LAM RESEARCH CORP | 42,000 | $13.59M | 0.1% | $149.28 | — | Call | 512807108 |
| — | ENVESTNET INC | 11,045,000 | $13.53M | 0.1% | $1.20 | — | NOTE 1.750% 6/0 | 29404KAB2 |
| INTU | INTUIT | 45,528 | $13.48M | 0.1% | $217.13 | +22.0% | COM | 461202103 |
| ADP | AUTOMATIC DATA PROCESSING IN | 90,425 | $13.46M | 0.1% | $128.30 | -1.0% | COM | 053015103 |
| TXN | TEXAS INSTRS INC | 105,893 | $13.45M | 0.1% | $70.66 | +40.8% | COM | 882508104 |
| BDX | BECTON DICKINSON & CO | 56,032 | $13.41M | 0.1% | $220.91 | -0.3% | COM | 075887109 |
| — | ALEXION PHARMACEUTICALS INC | 118,740 | $13.33M | 0.1% | $120.33 | — | COM | 015351109 |
| — | SYNAPTICS INC | 12,500,000 | $13.31M | 0.1% | $0.98 | — | NOTE 0.500% 6/1 | 87157DAD1 |
| CMG | CHIPOTLE MEXICAN GRILL INC | 12,599 | $13.26M | 0.1% | $18.51 | 0.0% | COM | 169656105 |
| APD | AIR PRODS & CHEMS INC | 54,511 | $13.16M | 0.1% | $131.13 | +51.5% | COM | 009158106 |
| IBM | INTERNATIONAL BUSINESS MACHS | 108,699 | $13.13M | 0.1% | $104.09 | -12.2% | COM | 459200101 |
| DTE | DTE ENERGY CO | 122,123 | $13.13M | 0.1% | $87.47 | -16.3% | COM | 233331107 |
| — | BIOMARIN PHARMACEUTICAL INC | 9,964,000 | $13.11M | 0.1% | $1.13 | — | NOTE 1.500%10/1 | 09061GAF8 |
| DUK | DUKE ENERGY CORP NEW | 162,542 | $12.99M | 0.1% | $49.72 | +36.0% | COM NEW | 26441C204 |
| — | INFINERA CORP | 15,000,000 | $12.81M | 0.1% | $1.01 | — | NOTE 2.125% 9/0 | 45667GAC7 |
| EW | EDWARDS LIFESCIENCES CORP | 184,510 | $12.75M | 0.1% | $62.97 | +12.9% | COM | 28176E108 |
| JNK | SPDR SER TR | 123,992 | $12.54M | 0.1% | $108.94 | — | BLOOMBERG BRCLYS | 78468R622 |
| BP | BP PLC | 533,500 | $12.44M | 0.1% | $38.94 | — | SPONSORED ADR | 055622104 |
| — | TIFFANY & CO NEW | 100,040 | $12.2M | 0.1% | $130.28 | — | COM | 886547108 |
| UPS | UNITED PARCEL SERVICE INC | 109,153 | $12.14M | 0.1% | $77.57 | +2.8% | CL B | 911312106 |
| — | APTIV PLC | 155,079 | $12.08M | 0.1% | $87.25 | — | SHS | G6095L109 |
| — | PACIRA BIOSCIENCES | 10,929,000 | $11.98M | 0.1% | $0.94 | — | NOTE 2.375% 4/0 | 695127AD2 |
| EFA | ISHARES TR | 195,550 | $11.9M | 0.1% | $69.12 | — | MSCI EAFE ETF | 464287465 |
| — | XILINX INC | 119,804 | $11.79M | 0.1% | $77.57 | — | COM | 983919101 |
| — | INTERNATIONAL FLAVORS&FRAGRA | 264,706 | $11.73M | 0.1% | $57.50 | — | UNIT 09/15/2021 | 459506309 |
| RNG | RINGCENTRAL INC | 40,816 | $11.63M | 0.1% | $133.18 | +89.9% | CL A | 76680R206 |
| NOW | SERVICENOW INC | 28,434 | $11.52M | 0.1% | $62.52 | +12.9% | COM | 81762P102 |
| KMB | KIMBERLY CLARK CORP | 81,404 | $11.51M | 0.1% | $84.66 | +33.1% | COM | 494368103 |
| — | NABORS INDS INC NEW | 31,565,000 | $11.43M | 0.1% | $0.79 | — | NOTE 0.750% 1/1 | 62957HAB1 |
| — | CSG SYS INTL INC | 11,000,000 | $11.41M | 0.1% | $1.04 | — | NOTE 4.250% 3/1 | 126349AF6 |
| EMR | EMERSON ELEC CO | 182,854 | $11.34M | 0.1% | $54.28 | -7.4% | COM | 291011104 |
| — | FIREEYE INC | 12,500,000 | $11.34M | 0.1% | $0.92 | — | NOTE 0.875% 6/0 | 31816QAF8 |
| PPG | PPG INDS INC | 106,759 | $11.32M | 0.1% | $91.16 | -5.3% | COM | 693506107 |
| ZION | ZIONS BANCORPORATION N A | 331,174 | $11.26M | 0.1% | $44.95 | -29.6% | COM | 989701107 |
| — | YY INC | 10,000,000 | $11.14M | 0.1% | $1.11 | — | NOTE 0.750% 6/1 | 98426TAD8 |
| FRCB | FIRST REP BK SAN FRANCISCO C | 105,071 | $11.14M | 0.1% | $84.57 | +19.2% | COM | 33616C100 |
| — | NUTANIX INC | 12,500,000 | $11.13M | 0.1% | $1.05 | — | NOTE 1/1 | 67059NAB4 |
| — | IQIYI INC | 10,000,000 | $10.97M | 0.1% | $1.11 | — | NOTE 3.750%12/0 | 46267XAB4 |
| ADSK | AUTODESK INC | 45,879 | $10.97M | 0.1% | $105.67 | +86.0% | COM | 052769106 |
| — | YY INC | 10,000,000 | $10.95M | 0.1% | $1.10 | — | NOTE 1.375% 6/1 | 98426TAF3 |
| — | MICROCHIP TECHNOLOGY INC. | 7,500,000 | $10.95M | 0.1% | $1.21 | — | NOTE 2.250% 2/1 | 595017AH7 |
| — | PIONEER NAT RES CO | 110,854 | $10.83M | 0.1% | $154.28 | — | COM | 723787107 |
| SYK | STRYKER CORPORATION | 59,983 | $10.81M | 0.1% | $81.30 | +113.6% | COM | 863667101 |
| CBOE | CBOE GLOBAL MARKETS INC | 115,760 | $10.8M | 0.1% | $93.27 | -2.1% | COM | 12503M108 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 11,100,000 | $10.76M | 0.1% | $1.03 | — | NOTE 1.875% 6/0 | 049164BJ4 |
| — | MOMO INC | 13,908,000 | $10.74M | 0.1% | $0.90 | — | NOTE 1.250% 7/0 | 60879BAB3 |
| — | ALTAIR ENGR INC | 10,000,000 | $10.54M | 0.1% | $1.09 | — | NOTE 0.250% 6/0 | 021369AA1 |
| GM | GENERAL MTRS CO | 416,456 | $10.54M | 0.1% | $31.98 | -26.6% | COM | 37045V100 |
| — | DOCUSIGN INC | 4,302,000 | $10.47M | 0.1% | $1.26 | — | NOTE 0.500% 9/1 | 256163AB2 |
| FISV | FISERV INC | 106,822 | $10.43M | 0.1% | $59.90 | +68.1% | COM | 337738108 |
| — | DISCOVER FINL SVCS | 204,478 | $10.24M | 0.1% | $60.63 | — | COM | 254709108 |
| WMB | WILLIAMS COS INC | 536,990 | $10.21M | 0.1% | $16.52 | -16.5% | COM | 969457100 |
| AEP | AMERICAN ELEC PWR CO INC | 127,595 | $10.16M | 0.1% | $46.50 | +43.3% | COM | 025537101 |
| LYV | LIVE NATION ENTERTAINMENT IN | 228,006 | $10.11M | 0.1% | $43.83 | 0.0% | COM | 538034109 |
| ITW | ILLINOIS TOOL WKS INC | 57,335 | $10.03M | 0.1% | $83.97 | +70.2% | COM | 452308109 |
| — | ACTIVISION BLIZZARD INC | 131,685 | $9.995M | 0.1% | $60.92 | — | COM | 00507V109 |
| — | SLACK TECHNOLOGIES INC | 321,003 | $9.98M | 0.1% | $31.09 | — | COM CL A | 83088V102 |
| BKNG | BOOKING HOLDINGS INC | 6,266 | $9.978M | 0.1% | $1816.55 | -17.6% | COM | 09857L108 |
| — | MONGODB INC | 3,000,000 | $9.943M | 0.1% | $1.90 | — | NOTE 0.750% 6/1 | 60937PAB2 |
| CL | COLGATE PALMOLIVE CO | 135,502 | $9.927M | 0.1% | $51.57 | +20.9% | COM | 194162103 |
| — | VIAVI SOLUTIONS INC | 8,750,000 | $9.891M | 0.1% | $1.16 | — | NOTE 1.750% 6/0 | 925550AE5 |
| — | PURE STORAGE INC | 10,000,000 | $9.89M | 0.1% | $0.96 | — | NOTE 0.125% 4/1 | 74624MAB8 |
| — | HERBALIFE LTD | 10,000,000 | $9.875M | 0.1% | $0.97 | — | NOTE 2.625% 3/1 | 42703MAD5 |
| MGM | MGM RESORTS INTERNATIONAL | 585,394 | $9.835M | 0.1% | $27.24 | -40.8% | COM | 552953101 |
| D | DOMINION ENERGY INC | 119,994 | $9.741M | 0.1% | $48.22 | +29.9% | COM | 25746U109 |
| BIIB | BIOGEN INC | 36,045 | $9.644M | 0.1% | $317.34 | -5.3% | COM | 09062X103 |
| — | OSI SYSTEMS INC | 10,000,000 | $9.632M | 0.1% | $0.92 | — | NOTE 1.250% 9/0 | 671044AD7 |
| F | FORD MTR CO DEL | 1,574,991 | $9.576M | 0.1% | $7.61 | -44.8% | COM | 345370860 |
| — | PENN NATL GAMING INC | 6,357,000 | $9.545M | 0.1% | $1.50 | — | NOTE 2.750% 5/1 | 707569AU3 |
| — | RENEWABLE ENERGY GROUP INC | 4,000,000 | $9.539M | 0.1% | $1.36 | — | NOTE 4.000% 6/1 | 75972AAC7 |
| — | BLACKROCK INC | 17,453 | $9.496M | 0.1% | $336.16 | — | COM | 09247X101 |
| — | PLURALSIGHT INC | 10,693,000 | $9.458M | 0.1% | $0.88 | — | NOTE 0.375% 3/0 | 72941BAB2 |
| SO | SOUTHERN CO | 181,099 | $9.39M | 0.1% | $41.68 | +7.4% | COM | 842587107 |
| — | VISHAY INTERTECHNOLOGY INC | 10,000,000 | $9.377M | 0.1% | $0.94 | — | NOTE 2.250% 6/1 | 928298AP3 |
| — | WEIBO CORP | 10,000,000 | $9.347M | 0.1% | $0.94 | — | NOTE 1.250%11/1 | 948596AC5 |
| — | LIVEPERSON INC | 7,500,000 | $9.335M | 0.1% | $1.24 | — | NOTE 0.750% 3/0 | 538146AB7 |
| ILMN | ILLUMINA INC | 25,199 | $9.332M | 0.1% | $194.75 | +65.2% | COM | 452327109 |
| SWK | STANLEY BLACK & DECKER INC | 66,717 | $9.299M | 0.1% | $114.02 | -11.3% | COM | 854502101 |
| SLB | SCHLUMBERGER LTD | 505,149 | $9.29M | 0.1% | $53.06 | -70.8% | COM | 806857108 |
| HCA | HCA HEALTHCARE INC | 95,645 | $9.283M | 0.1% | $109.03 | -8.9% | COM | 40412C101 |
| BK | BANK NEW YORK MELLON CORP | 239,841 | $9.27M | 0.1% | $35.38 | -12.2% | COM | 064058100 |
| — | DISH NETWORK CORPORATION | 10,256,000 | $9.255M | 0.1% | $0.85 | — | NOTE 2.375% 3/1 | 25470MAD1 |
| NTRS | NORTHERN TR CORP | 116,139 | $9.214M | 0.1% | $80.72 | -17.5% | COM | 665859104 |
| — | ARES CAPITAL CORP | 9,245,000 | $9.206M | 0.1% | $1.02 | — | NOTE 3.750% 2/0 | 04010LAT0 |
| — | 8X8 INC NEW | 10,197,000 | $9.192M | 0.1% | $0.85 | — | NOTE 0.500% 2/0 | 282914AB6 |
| IWN | ISHARES TR | 93,905 | $9.152M | 0.1% | $128.58 | — | RUS 2000 VAL ETF | 464287630 |
| GIS | GENERAL MLS INC | 148,187 | $9.136M | 0.1% | $35.43 | +40.8% | COM | 370334104 |
| VRSK | VERISK ANALYTICS INC | 53,379 | $9.085M | 0.1% | $115.05 | +32.5% | COM | 92345Y106 |
| XEL | XCEL ENERGY INC | 144,696 | $9.044M | 0.1% | $37.53 | +40.7% | COM | 98389B100 |
| — | SUPERNUS PHARMACEUTICALS INC | 10,000,000 | $8.846M | 0.1% | $0.98 | — | NOTE 0.625% 4/0 | 868459AD0 |
| ASML | ASML HOLDING N V | 24,025 | $8.842M | 0.1% | $293.42 | — | N Y REGISTRY SHS | N07059210 |
| SLM | SLM CORP | 1,250,237 | $8.789M | 0.1% | $7.47 | 0.0% | COM | 78442P106 |
| — | CITRIX SYS INC | 59,382 | $8.783M | 0.1% | $97.99 | — | COM | 177376100 |
| EBAY | EBAY INC. | 167,212 | $8.77M | 0.1% | $25.31 | +51.8% | COM | 278642103 |
| ALL | ALLSTATE CORP | 90,015 | $8.731M | 0.1% | $56.94 | +50.4% | COM | 020002101 |
| — | LIGAND PHARMACEUTICALS INC | 10,000,000 | $8.73M | 0.1% | $0.86 | — | NOTE 0.750% 5/1 | 53220KAF5 |
| EL | LAUDER ESTEE COS INC | 45,418 | $8.569M | 0.1% | $172.76 | -4.2% | CL A | 518439104 |
| EEM | ISHARES TR | 213,500 | $8.538M | 0.1% | $45.27 | — | MSCI EMG MKT ETF | 464287234 |
| — | VIAVI SOLUTIONS INC | 7,388,000 | $8.516M | 0.1% | $1.01 | — | NOTE 1.000% 3/0 | 925550AB1 |
| — | PDC ENERGY INC | 9,250,000 | $8.495M | 0.1% | $1.06 | — | NOTE 1.125% 9/1 | 69327RAD3 |
| NEM | NEWMONT CORP | 137,578 | $8.494M | 0.1% | $32.71 | +52.4% | COM | 651639106 |
| CI | CIGNA CORP NEW | 45,223 | $8.486M | 0.1% | $187.13 | -7.2% | COM | 125523100 |
| BALL | BALL CORP | 121,963 | $8.475M | 0.1% | $39.89 | +58.4% | COM | 058498106 |
| FCX | FREEPORT-MCMORAN INC | 720,991 | $8.342M | 0.1% | $11.97 | -28.3% | CL B | 35671D857 |
| DHI | D R HORTON INC | 149,960 | $8.315M | 0.1% | $32.04 | +43.0% | COM | 23331A109 |
| — | GAN LTD | 326,341 | $8.306M | 0.1% | $25.45 | — | ORD SHS | G3728V109 |
| ORLY | OREILLY AUTOMOTIVE INC | 19,662 | $8.291M | 0.1% | $19.06 | +37.1% | COM | 67103H107 |
| LAD | LITHIA MTRS INC | 54,776 | $8.289M | 0.1% | $121.69 | -5.9% | CL A | 536797103 |
| — | INSMED INC | 8,500,000 | $8.286M | 0.1% | $0.89 | — | NOTE 1.750% 1/1 | 457669AA7 |
| — | ROYAL DUTCH SHELL PLC | 250,000 | $8.173M | 0.1% | $58.98 | — | SPONS ADR A | 780259206 |
| DD | DUPONT DE NEMOURS INC | 153,222 | $8.141M | 0.1% | $27.19 | -35.8% | COM | 26614N102 |
| — | WALGREENS BOOTS ALLIANCE INC | 190,118 | $8.059M | 0.1% | $77.06 | — | COM | 931427108 |
| — | GDS HLDGS LTD | 5,000,000 | $8.024M | 0.1% | $0.98 | — | NOTE 2.000% 6/0 | 36165LAB4 |
| — | NRG ENERGY INC | 7,906,000 | $8.017M | 0.1% | $1.08 | — | DBCV 2.750% 6/0 | 629377CG5 |
| PLD | PROLOGIS INC. | 85,658 | $7.994M | 0.1% | $39.88 | +91.3% | COM | 74340W103 |
| — | ISTAR INC | 7,500,000 | $7.992M | 0.1% | $0.95 | — | NOTE 3.125% 9/1 | 45031UCB5 |
| — | OIL STS INTL INC | 15,558,000 | $7.979M | 0.1% | $0.89 | — | NOTE 1.500% 2/1 | 678026AH8 |
| — | AEROJET ROCKETDYNE HLDGS INC | 5,000,000 | $7.957M | 0.1% | $1.38 | — | NOTE 2.250%12/1 | 007800AB1 |
| DG | DOLLAR GEN CORP NEW | 41,536 | $7.913M | 0.1% | $83.11 | +101.1% | COM | 256677105 |
| PLMR | PALOMAR HLDGS INC | 91,904 | $7.882M | 0.1% | $54.44 | +21.9% | COM | 69753M105 |
| AJG | GALLAGHER ARTHUR J & CO | 80,377 | $7.836M | 0.1% | $56.40 | +47.2% | COM | 363576109 |
| SHW | SHERWIN WILLIAMS CO | 13,218 | $7.638M | 0.1% | $132.03 | +29.9% | COM | 824348106 |
| — | AKAMAI TECHNOLOGIES INC | 5,967,000 | $7.446M | 0.1% | $1.08 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| JKHY | HENRY JACK & ASSOC INC | 40,363 | $7.428M | 0.1% | $128.02 | +27.1% | COM | 426281101 |
| ARE | ALEXANDRIA REAL ESTATE EQ IN | 45,717 | $7.418M | 0.1% | $90.98 | +34.1% | COM | 015271109 |
| BLD | TOPBUILD CORP | 65,187 | $7.416M | 0.1% | $67.54 | +47.9% | COM | 89055F103 |
| GNRC | GENERAC HLDGS INC | 60,396 | $7.364M | 0.1% | $104.10 | +1.1% | COM | 368736104 |
| DE | DEERE & CO | 46,850 | $7.362M | 0.1% | $92.51 | +45.1% | COM | 244199105 |
| — | HELIX ENERGY SOLUTIONS GRP I | 8,312,000 | $7.288M | 0.1% | $0.68 | — | NOTE 4.125% 9/1 | 42330PAJ6 |
| NOW | SERVICENOW INC | 17,900 | $7.251M | 0.1% | $62.52 | +12.9% | Call | 81762P102 |
| — | KELLOGG CO | 109,220 | $7.215M | 0.1% | $43.44 | +13.9% | COM | 487836108 |
| ED | CONSOLIDATED EDISON INC | 99,185 | $7.134M | 0.1% | $56.26 | +11.3% | COM | 209115104 |
| PCAR | PACCAR INC | 95,204 | $7.126M | 0.1% | $33.68 | +13.3% | COM | 693718108 |
| DLR | DIGITAL RLTY TR INC | 49,900 | $7.091M | 0.1% | $77.01 | +51.1% | COM | 253868103 |
| LVS | LAS VEGAS SANDS CORP | 155,101 | $7.063M | 0.0% | $44.86 | 0.0% | COM | 517834107 |
| ROST | ROSS STORES INC | 82,568 | $7.038M | 0.0% | $76.46 | +12.0% | COM | 778296103 |
| — | SSR MNG INC | 5,000,000 | $6.999M | 0.0% | $1.40 | — | NOTE 2.500% 4/0 | 784730AB9 |
| IVV | ISHARES TR | 22,566 | $6.988M | 0.0% | $240.96 | — | CORE S&P500 ETF | 464287200 |
| AIZ | ASSURANT INC | 67,579 | $6.98M | 0.0% | $85.02 | +10.2% | COM | 04621X108 |
| REGN | REGENERON PHARMACEUTICALS | 11,140 | $6.947M | 0.0% | $408.13 | +38.3% | COM | 75886F107 |
| — | LIVE NATION ENTERTAINMENT IN | 6,781,000 | $6.923M | 0.0% | $1.07 | — | NOTE 2.500% 3/1 | 538034AQ2 |
| CMS | CMS ENERGY CORP | 118,464 | $6.921M | 0.0% | $33.15 | +47.4% | COM | 125896100 |
| — | FLEXION THERAPEUTICS INC | 8,091,000 | $6.912M | 0.0% | $1.22 | — | NOTE 3.375% 5/0 | 33938JAB2 |
| — | REDFIN CORP | 163,506 | $6.853M | 0.0% | $19.68 | — | COM | 75737F108 |
| TRV | TRAVELERS COMPANIES INC | 60,092 | $6.853M | 0.0% | $94.24 | -0.7% | COM | 89417E109 |
| — | VONAGE HLDGS CORP | 7,319,000 | $6.824M | 0.0% | $0.93 | — | NOTE 1.750% 6/0 | 92886TAJ1 |
| CHD | CHURCH & DWIGHT INC | 88,028 | $6.805M | 0.0% | $49.46 | +37.7% | COM | 171340102 |
| ETR | ENTERGY CORP NEW | 72,526 | $6.804M | 0.0% | $32.77 | +20.6% | COM | 29364G103 |
| AMP | AMERIPRISE FINL INC | 45,052 | $6.76M | 0.0% | $125.23 | -6.7% | COM | 03076C106 |
| CNC | CENTENE CORP DEL | 106,150 | $6.746M | 0.0% | $60.68 | +7.3% | COM | 15135B101 |
| — | RAPID7 INC | 5,000,000 | $6.738M | 0.0% | $1.28 | — | NOTE 1.250% 8/0 | 753422AB0 |
| NOK | NOKIA CORP | 1,520,000 | $6.688M | 0.0% | $3.74 | — | SPONSORED ADR | 654902204 |
| CTSH | COGNIZANT TECHNOLOGY SOLUTIO | 117,589 | $6.681M | 0.0% | $52.68 | -6.4% | CL A | 192446102 |
| APH | AMPHENOL CORP NEW | 69,507 | $6.659M | 0.0% | $15.68 | +35.0% | CL A | 032095101 |
| KR | KROGER CO | 195,574 | $6.62M | 0.0% | $23.02 | +25.0% | COM | 501044101 |
| AVB | AVALONBAY CMNTYS INC | 42,058 | $6.504M | 0.0% | $145.85 | -11.1% | COM | 053484101 |
| MCK | MCKESSON CORP | 42,086 | $6.457M | 0.0% | $134.05 | +3.9% | COM | 58155Q103 |
| PAYX | PAYCHEX INC | 84,868 | $6.429M | 0.0% | $69.53 | -15.2% | COM | 704326107 |
| ZYXIQ | ZYNEX INC | 258,293 | $6.424M | 0.0% | $8.20 | +104.1% | COM | 98986M103 |
| SE | SEA LTD | 59,671 | $6.399M | 0.0% | $41.96 | — | SPONSORED ADS | 81141R100 |
| FBIN | FORTUNE BRANDS HOME & SEC IN | 99,661 | $6.371M | 0.0% | $38.95 | +9.7% | COM | 34964C106 |
| FE | FIRSTENERGY CORP | 164,178 | $6.367M | 0.0% | $24.49 | +33.1% | COM | 337932107 |
| NSC | NORFOLK SOUTHERN CORP | 36,069 | $6.333M | 0.0% | $115.28 | +31.0% | COM | 655844108 |
| — | QUOTIENT TECHNOLOGY INC | 7,000,000 | $6.323M | 0.0% | $0.95 | — | NOTE 1.750%12/0 | 749119AB9 |
| — | CAESARS ENTMT CORP | 518,000 | $6.283M | 0.0% | $13.36 | — | COM | 127686103 |
| MAA | MID-AMER APT CMNTYS INC | 54,503 | $6.25M | 0.0% | $90.90 | +2.3% | COM | 59522J103 |
| DOW | DOW INC | 153,221 | $6.245M | 0.0% | $36.37 | -26.2% | COM | 260557103 |
| DGX | QUEST DIAGNOSTICS INC | 54,781 | $6.243M | 0.0% | $72.49 | +31.3% | COM | 74834L100 |
| PEG | PUBLIC SVC ENTERPRISE GRP IN | 126,147 | $6.201M | 0.0% | $35.23 | +16.7% | COM | 744573106 |
| O | REALTY INCOME CORP | 104,050 | $6.191M | 0.0% | $38.49 | +4.3% | COM | 756109104 |
| — | TECH DATA CORP | 42,354 | $6.141M | 0.0% | $133.37 | — | COM | 878237106 |
| TFX | TELEFLEX INCORPORATED | 16,605 | $6.044M | 0.0% | $278.15 | +20.0% | COM | 879369106 |
| ETN | EATON CORP PLC | 68,991 | $6.035M | 0.0% | $53.59 | +39.5% | SHS | G29183103 |
| GD | GENERAL DYNAMICS CORP | 40,190 | $6.007M | 0.0% | $102.51 | +21.3% | COM | 369550108 |
| KHC | KRAFT HEINZ CO | 188,259 | $6.004M | 0.0% | $32.95 | -30.0% | COM | 500754106 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 48,000 | $5.92M | 0.0% | $86.16 | +15.3% | Call | 09061G101 |
| — | BENEFITFOCUS INC | 7,500,000 | $5.91M | 0.0% | $0.87 | — | NOTE 1.250%12/1 | 08180DAB2 |
| WU | WESTERN UN CO | 272,698 | $5.896M | 0.0% | $20.17 | — | COM | 959802109 |
| CME | CME GROUP INC | 36,251 | $5.892M | 0.0% | $134.65 | +7.2% | COM | 12572Q105 |
| MNST | MONSTER BEVERAGE CORP NEW | 84,588 | $5.864M | 0.0% | $24.48 | +33.4% | COM | 61174X109 |
| — | FIREEYE INC | 6,102,000 | $5.785M | 0.0% | $0.92 | — | NOTE 1.625% 6/0 | 31816QAD3 |
| — | RH | 4,121,000 | $5.775M | 0.0% | $1.08 | — | NOTE 6/1 | 74967XAA1 |
| PSA | PUBLIC STORAGE | 30,013 | $5.759M | 0.0% | $152.45 | -0.6% | COM | 74460D109 |
| INSP | INSPIRE MED SYS INC | 66,167 | $5.758M | 0.0% | $59.02 | +30.2% | COM | 457730109 |
| — | ON SEMICONDUCTOR CORP | 4,907,000 | $5.734M | 0.0% | $0.97 | — | NOTE 1.000%12/0 | 682189AK1 |
| VLO | VALERO ENERGY CORP | 96,947 | $5.702M | 0.0% | $46.77 | +2.1% | COM | 91913Y100 |
| — | DISH NETWORK CORPORATION | 6,139,000 | $5.669M | 0.0% | $1.03 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| WMS | ADVANCED DRAIN SYS INC DEL | 114,030 | $5.633M | 0.0% | $36.69 | +9.0% | COM | 00790R104 |
| SWKS | SKYWORKS SOLUTIONS INC | 44,000 | $5.626M | 0.0% | $84.82 | +13.8% | COM | 83088M102 |
| — | AMERICAN CAMPUS CMNTYS INC | 160,000 | $5.594M | 0.0% | $34.96 | — | COM | 024835100 |
| WELL | WELLTOWER INC | 106,782 | $5.526M | 0.0% | $49.47 | -15.5% | COM | 95040Q104 |
| ADM | ARCHER DANIELS MIDLAND CO | 136,723 | $5.455M | 0.0% | $31.66 | +0.8% | COM | 039483102 |
| — | WRIGHT MED GROUP N V | 183,316 | $5.448M | 0.0% | $28.97 | — | ORD SHS | N96617118 |
| FIVN | FIVE9 INC | 49,083 | $5.432M | 0.0% | $53.05 | +83.5% | COM | 338307101 |
| EXPE | EXPEDIA GROUP INC | 65,911 | $5.418M | 0.0% | $114.52 | -37.0% | COM NEW | 30212P303 |
| JCI | JOHNSON CTLS INTL PLC | 157,427 | $5.375M | 0.0% | $33.07 | -17.0% | SHS | G51502105 |
| DLTR | DOLLAR TREE INC | 57,972 | $5.373M | 0.0% | $97.73 | -14.6% | COM | 256746108 |
| — | HERITAGE INS HLDGS INC | 5,000,000 | $5.365M | 0.0% | $1.16 | — | NOTE 5.875% 8/0 | 42727JAB8 |
| GDS | GDS HLDGS LTD | 66,984 | $5.336M | 0.0% | $56.60 | — | SPONSORED ADS | 36165L108 |
| AUDC | AUDIOCODES LTD | 167,663 | $5.329M | 0.0% | $21.87 | +20.8% | ORD | M15342104 |
| VFC | V F CORP | 87,116 | $5.309M | 0.0% | $84.51 | -31.1% | COM | 918204108 |
| LGIH | LGI HOMES INC | 60,134 | $5.294M | 0.0% | $70.52 | -0.6% | COM | 50187T106 |
| ELV | ANTHEM INC | 20,118 | $5.291M | 0.0% | $193.43 | +27.7% | COM | 036752103 |
| — | E TRADE FINANCIAL CORP | 105,462 | $5.245M | 0.0% | $34.32 | — | COM NEW | 269246401 |
| SPWH | SPORTSMANS WHSE HLDGS INC | 367,776 | $5.241M | 0.0% | $9.40 | 0.0% | COM | 84920Y106 |
| — | MGM GROWTH PPTYS LLC | 191,780 | $5.218M | 0.0% | $23.67 | — | CL A COM | 55303A105 |
| — | OPKO HEALTH INC | 5,000,000 | $5.218M | 0.0% | $0.95 | — | NOTE 4.500% 2/1 | 68375NAD5 |
| SDGR | SCHRODINGER INC | 56,676 | $5.19M | 0.0% | $58.21 | 0.0% | COM | 80810D103 |
| — | PRICELINE GRP INC | 4,859,000 | $5.175M | 0.0% | $1.05 | — | NOTE 0.900% 9/1 | 741503AX4 |
| LPLA | LPL FINL HLDGS INC | 65,896 | $5.166M | 0.0% | $76.35 | -12.5% | COM | 50212V100 |
| — | PRA GROUP INC | 5,000,000 | $5.164M | 0.0% | $1.07 | — | NOTE 3.500% 6/0 | 69354NAB2 |
| ZBH | ZIMMER BIOMET HOLDINGS INC | 42,913 | $5.122M | 0.0% | $98.89 | +11.3% | COM | 98956P102 |
| AVY | AVERY DENNISON CORP | 43,958 | $5.015M | 0.0% | $72.96 | +36.8% | COM | 053611109 |
| — | MESA LABS INC | 5,000,000 | $4.959M | 0.0% | $0.99 | — | NOTE 1.375% 8/1 | 59064RAA7 |
| MET | METLIFE INC | 135,376 | $4.944M | 0.0% | $32.93 | -12.0% | COM | 59156R108 |
| UDR | UDR INC | 132,029 | $4.935M | 0.0% | $28.97 | +4.4% | COM | 902653104 |
| WGO | WINNEBAGO INDS INC | 73,671 | $4.907M | 0.0% | $51.06 | 0.0% | COM | 974637100 |
| XYL | XYLEM INC | 75,094 | $4.878M | 0.0% | $52.71 | +17.1% | COM | 98419M100 |
| — | THERAVANCE BIOPHARMA INC | 5,000,000 | $4.859M | 0.0% | $0.99 | — | NOTE 3.250%11/0 | 88339KAA0 |
| ALLE | ALLEGION PLC | 47,419 | $4.847M | 0.0% | $64.38 | +42.3% | ORD SHS | G0176J109 |
| FDX | FEDEX CORP | 34,569 | $4.847M | 0.0% | $130.23 | -13.1% | COM | 31428X106 |
| IT | GARTNER INC | 39,710 | $4.818M | 0.0% | $155.41 | -25.7% | COM | 366651107 |
| — | TE CONNECTIVITY LTD | 58,925 | $4.805M | 0.0% | $69.93 | — | REG SHS | H84989104 |
| THO | THOR INDS INC | 44,710 | $4.763M | 0.0% | $69.97 | 0.0% | COM | 885160101 |
| AES | AES CORP | 326,277 | $4.728M | 0.0% | $9.29 | +15.3% | COM | 00130H105 |
| SPG | SIMON PPTY GROUP INC NEW | 68,842 | $4.707M | 0.0% | $99.73 | -54.3% | COM | 828806109 |
| TREX | TREX CO INC | 36,190 | $4.707M | 0.0% | $38.12 | +39.9% | COM | 89531P105 |
| PSX | PHILLIPS 66 | 65,241 | $4.691M | 0.0% | $63.69 | -11.7% | COM | 718546104 |
| — | PROSPECT CAP CORP | 4,884,000 | $4.674M | 0.0% | $1.01 | — | NOTE 4.950% 7/1 | 74348TAR3 |
| — | EVERBRIDGE INC | 33,731 | $4.667M | 0.0% | $100.79 | — | COM | 29978A104 |
| MTB | M & T BK CORP | 44,786 | $4.656M | 0.0% | $127.93 | -31.4% | COM | 55261F104 |
| EPD | ENTERPRISE PRODS PARTNERS L | 253,985 | $4.615M | 0.0% | $26.07 | — | COM | 293792107 |
| CSTL | CASTLE BIOSCIENCES INC | 122,385 | $4.613M | 0.0% | $26.70 | +28.0% | COM | 14843C105 |
| WY | WEYERHAEUSER CO MTN BE | 203,939 | $4.58M | 0.0% | $23.62 | -30.4% | COM NEW | 962166104 |
| NI | NISOURCE INC | 200,948 | $4.57M | 0.0% | $19.62 | +1.7% | COM | 65473P105 |
| TFC | TRUIST FINL CORP | 121,306 | $4.555M | 0.0% | $40.89 | -32.2% | COM | 89832Q109 |
| SPT | SPROUT SOCIAL INC | 163,448 | $4.412M | 0.0% | $17.62 | +24.4% | COM CL A | 85209W109 |
| — | VAPOTRM INC | 107,584 | $4.41M | 0.0% | $40.99 | — | COM | 922107107 |
| — | AXONICS MODULATION TECHNOLOG | 123,931 | $4.351M | 0.0% | $31.29 | — | COM | 05465P101 |
| EXC | EXELON CORP | 119,526 | $4.338M | 0.0% | $18.83 | +15.3% | COM | 30161N101 |
| — | PING IDENTITY HLDG CORP | 134,309 | $4.31M | 0.0% | $28.43 | — | COM | 72341T103 |
| STT | STATE STR CORP | 67,749 | $4.305M | 0.0% | $53.80 | -6.6% | COM | 857477103 |
| PNR | PENTAIR PLC | 112,492 | $4.274M | 0.0% | $37.74 | -13.5% | SHS | G7S00T104 |
| TDOC | TELADOC HEALTH INC | 22,326 | $4.261M | 0.0% | $94.52 | +85.4% | COM | 87918A105 |
| EIX | EDISON INTL | 78,020 | $4.237M | 0.0% | $39.59 | +12.6% | COM | 281020107 |
| EVER | EVERQUOTE INC | 72,717 | $4.229M | 0.0% | $22.69 | +107.2% | COM CL A | 30041R108 |
| CHGG | CHEGG INC | 62,862 | $4.229M | 0.0% | $37.69 | +41.8% | COM | 163092109 |
| HDB | HDFC BANK LTD | 92,805 | $4.219M | 0.0% | $81.29 | — | SPONSORED ADS | 40415F101 |
| EWW | ISHARES INC | 132,000 | $4.208M | 0.0% | $28.35 | — | MSCI MEXICO ETF | 464286822 |
| — | TRANSOCEAN INC | 10,136,000 | $4.182M | 0.0% | $1.10 | — | DEB 0.500% 1/3 | 893830BJ7 |
| AFL | AFLAC INC | 115,249 | $4.152M | 0.0% | $33.52 | -5.8% | COM | 001055102 |
| — | SOUTH JERSEY INDS INC | 100,000 | $4.14M | 0.0% | $57.32 | — | UNIT 99/99/9999 | 838518116 |
| — | HOPE BANCORP INC | 5,000,000 | $4.117M | 0.0% | $0.92 | — | NOTE 2.000% 5/1 | 43940TAB5 |
| — | RETROPHIN INC | 5,000,000 | $4.106M | 0.0% | $0.99 | — | NOTE 2.500% 9/1 | 761299AB2 |
| CTVA | CORTEVA INC | 153,222 | $4.105M | 0.0% | $25.08 | -2.9% | COM | 22052L104 |
| — | AVAYA HLDGS CORP | 5,000,000 | $4.102M | 0.0% | $0.85 | — | NOTE 2.250% 6/1 | 05351XAB7 |
| — | 1LIFE HEALTHCARE INC | 112,448 | $4.084M | 0.0% | $36.32 | — | COM | 68269G107 |
| MHK | MOHAWK INDS INC | 39,608 | $4.031M | 0.0% | $203.61 | -56.8% | COM | 608190104 |
| STAA | STAAR SURGICAL CO | 65,255 | $4.017M | 0.0% | $40.85 | 0.0% | COM PAR $0.01 | 852312305 |
| HPQ | HP INC | 228,826 | $3.988M | 0.0% | $18.30 | -28.5% | COM | 40434L105 |
| — | AMAG PHARMACEUTICALS INC | 5,000,000 | $3.956M | 0.0% | $0.96 | — | NOTE 3.250% 6/0 | 00163UAD8 |
| — | MYOKARDIA INC | 40,845 | $3.945M | 0.0% | $69.15 | — | COM | 62857M105 |
| SHOP | SHOPIFY INC | 4,128 | $3.918M | 0.0% | $31.18 | +122.6% | CL A | 82509L107 |
| REG | REGENCY CTRS CORP | 84,868 | $3.895M | 0.0% | $51.04 | -34.5% | COM | 758849103 |
| — | APARTMENT INVT & MGMT CO | 102,889 | $3.873M | 0.0% | $50.45 | — | CL A | 03748R754 |
| — | TWITTER INC | 129,333 | $3.853M | 0.0% | $34.05 | — | COM | 90184L102 |
| SAM | BOSTON BEER INC | 7,155 | $3.839M | 0.0% | $439.84 | +10.1% | CL A | 100557107 |
| — | STAMPS COM INC | 20,645 | $3.792M | 0.0% | $183.68 | — | COM NEW | 852857200 |
| MELI | MERCADOLIBRE INC | 3,823 | $3.769M | 0.0% | $523.32 | +43.3% | COM | 58733R102 |
| — | INTERCEPT PHARMACEUTICALS IN | 5,000,000 | $3.763M | 0.0% | $1.12 | — | NOTE 3.250% 7/0 | 45845PAA6 |
| CDLX | CARDLYTICS INC | 53,505 | $3.745M | 0.0% | $51.99 | +11.1% | COM | 14161W105 |
| SITM | SITIME CORP | 78,876 | $3.74M | 0.0% | $23.97 | +23.8% | COM | 82982T106 |
| — | FLIR SYS INC | 91,979 | $3.732M | 0.0% | $40.25 | — | COM | 302445101 |
| — | RADIUS HEALTH INC | 5,000,000 | $3.708M | 0.0% | $1.01 | — | NOTE 3.000% 9/0 | 750469AA6 |
| — | LHC GROUP INC | 20,825 | $3.63M | 0.0% | $119.57 | — | COM | 50187A107 |
| FOXA | FOX CORP | 135,256 | $3.628M | 0.0% | $34.59 | -27.4% | CL A COM | 35137L105 |
| DRI | DARDEN RESTAURANTS INC | 47,815 | $3.623M | 0.0% | $64.84 | -6.8% | COM | 237194105 |
| — | INTERCEPT PHARMACEUTICALS IN | 5,000,000 | $3.602M | 0.0% | $1.00 | — | NOTE 2.000% 5/1 | 45845PAB4 |
| TNDM | TANDEM DIABETES CARE INC | 35,777 | $3.539M | 0.0% | $71.39 | +11.8% | COM NEW | 875372203 |
| — | FEDERAL REALTY INVT TR | 40,720 | $3.47M | 0.0% | $129.73 | — | SH BEN INT NEW | 313747206 |
| LEG | LEGGETT & PLATT INC | 98,081 | $3.448M | 0.0% | $43.51 | -28.7% | COM | 524660107 |
| OTIS | OTIS WORLDWIDE CORP | 60,511 | $3.441M | 0.0% | $47.48 | 0.0% | COM | 68902V107 |
| NUE | NUCOR CORP | 82,000 | $3.396M | 0.0% | $50.30 | -27.6% | COM | 670346105 |
| EOG | EOG RES INC | 66,997 | $3.394M | 0.0% | $60.20 | -37.9% | COM | 26875P101 |
| — | SCORPIO TANKERS INC | 3,925,000 | $3.392M | 0.0% | $0.86 | — | NOTE 3.000% 5/1 | 80918TAB5 |
| — | SVMK INC | 142,793 | $3.361M | 0.0% | $23.54 | — | COM | 78489X103 |
| — | ARES CAPITAL CORP | 3,365,000 | $3.344M | 0.0% | $0.99 | — | NOTE 4.625% 3/0 | 04010LAW3 |
| — | LIBERTY MEDIA CORP | 4,889,000 | $3.331M | 0.0% | $0.71 | — | DEB 3.750% 2/1 | 530715AL5 |
| ELAN | ELANCO ANIMAL HEALTH INC | 153,500 | $3.293M | 0.0% | $27.39 | -19.4% | Call | 28414H103 |
| PRU | PRUDENTIAL FINL INC | 53,911 | $3.283M | 0.0% | $62.77 | -29.5% | COM | 744320102 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 35,135 | $3.218M | 0.0% | $52.76 | +61.4% | COM | 45866F104 |
| — | EVOLENT HEALTH INC | 5,000,000 | $3.194M | 0.0% | $0.70 | — | NOTE 1.500%10/1 | 30050BAD3 |
| — | COLLEGIUM PHARMACEUTICAL INC | 3,500,000 | $3.158M | 0.0% | $0.92 | — | NOTE 2.625% 2/1 | 19459JAA2 |
| LSCC | LATTICE SEMICONDUCTOR CORP | 110,464 | $3.136M | 0.0% | $18.50 | — | COM | 518415104 |
| FSLY | FASTLY INC | 36,546 | $3.111M | 0.0% | $39.40 | 0.0% | CL A | 31188V100 |
| OKE | ONEOK INC NEW | 92,949 | $3.088M | 0.0% | $42.71 | -46.9% | COM | 682680103 |
| ULTA | ULTA BEAUTY INC | 15,126 | $3.077M | 0.0% | $342.15 | -37.2% | COM | 90384S303 |
| YETI | YETI HLDGS INC | 71,436 | $3.053M | 0.0% | $28.98 | +3.7% | COM | 98585X104 |
| — | APOLLO COML REAL EST FIN INC | 3,500,000 | $3.045M | 0.0% | $1.02 | — | NOTE 4.750% 8/2 | 03762UAB1 |
| — | INPHI CORP | 25,699 | $3.019M | 0.0% | $79.18 | — | COM | 45772F107 |
| — | SHYFT GROUP INC | 179,229 | $3.019M | 0.0% | $16.84 | — | COM | 825698103 |
| — | MAGELLAN MIDSTREAM PRTNRS LP | 69,540 | $3.002M | 0.0% | $71.06 | — | COM UNIT RP LP | 559080106 |
| — | NOVELLUS SYS INC | 295,000 | $3.001M | 0.0% | $3.38 | — | NOTE 2.625% 5/1 | 670008AD3 |
| VRNS | VARONIS SYS INC | 33,883 | $2.997M | 0.0% | $26.02 | -3.9% | COM | 922280102 |
| — | FITBIT INC | 461,000 | $2.978M | 0.0% | $6.62 | — | CL A | 33812L102 |
| DIOD | DIODES INC | 57,971 | $2.94M | 0.0% | $39.49 | +21.2% | COM | 254543101 |
| — | ITAMAR MED LTD | 157,314 | $2.926M | 0.0% | $11.78 | — | SPONSORED ADS | 465437101 |
| GKOS | GLAUKOS CORP | 76,100 | $2.924M | 0.0% | $37.23 | 0.0% | COM | 377322102 |
| — | SEACOR HOLDINGS INC | 4,000,000 | $2.885M | 0.0% | $1.01 | — | NOTE 3.250% 5/1 | 811904AN1 |
| DECK | DECKERS OUTDOOR CORP | 14,339 | $2.817M | 0.0% | $27.72 | -0.6% | COM | 243537107 |
| KNX | KNIGHT SWIFT TRANSN HLDGS IN | 67,488 | $2.814M | 0.0% | $33.25 | +8.1% | CL A | 499049104 |
| — | FORESCOUT TECHNOLOGIES INC | 132,000 | $2.798M | 0.0% | $21.20 | — | COM | 34553D101 |
| — | LIBERTY MEDIA CORP | 4,037,596 | $2.763M | 0.0% | $0.71 | — | DEB 4.000%11/1 | 530715AG6 |
| KEY | KEYCORP | 226,225 | $2.755M | 0.0% | $14.29 | -38.3% | COM | 493267108 |
| — | INPHI CORP | 1,311,000 | $2.75M | 0.0% | $1.08 | — | NOTE 0.750% 9/0 | 45772FAC1 |
| UAL | UNITED AIRLS HLDGS INC | 78,512 | $2.717M | 0.0% | $84.63 | -64.6% | COM | 910047109 |
| OXY | OCCIDENTAL PETE CORP | 148,381 | $2.715M | 0.0% | $54.96 | -73.0% | COM | 674599105 |
| — | SOUTHWESTERN ENERGY CO | 1,051,465 | $2.692M | 0.0% | $4.31 | — | COM | 845467109 |
| CARR | CARRIER GLOBAL CORPORATION | 121,019 | $2.689M | 0.0% | $17.13 | 0.0% | COM | 14448C104 |
| SAIA | SAIA INC | 24,126 | $2.683M | 0.0% | $88.49 | +8.3% | COM | 78709Y105 |
| — | ICAD INC | 267,818 | $2.675M | 0.0% | $9.99 | — | COM NEW | 44934S206 |
| HYG | ISHARES TR | 32,450 | $2.649M | 0.0% | $87.81 | — | IBOXX HI YD ETF | 464288513 |
| AMG | AFFILIATED MANAGERS GROUP IN | 35,430 | $2.642M | 0.0% | $164.42 | -59.0% | COM | 008252108 |
| WDC | WESTERN DIGITAL CORP. | 59,829 | $2.641M | 0.0% | $40.69 | -20.7% | COM | 958102105 |
| — | STARWOOD PPTY TR INC | 2,748,000 | $2.603M | 0.0% | $1.00 | — | NOTE 4.375% 4/0 | 85571BAH8 |
| MBUU | MALIBU BOATS INC | 49,578 | $2.576M | 0.0% | $39.95 | 0.0% | COM CL A | 56117J100 |
| — | IRONWOOD PHARMACEUTICALS INC | 2,423,000 | $2.55M | 0.0% | $1.04 | — | DBCV 2.250% 6/1 | 46333XAD0 |
| DT | DYNATRACE INC | 62,381 | $2.533M | 0.0% | $21.96 | +49.9% | COM | 268150109 |
| — | INVACARE CORP | 3,000,000 | $2.515M | 0.0% | $1.34 | — | NOTE 4.500% 6/0 | 461203AH4 |
| UBS | UBS GROUP AG | 217,937 | $2.515M | 0.0% | $10.30 | 0.0% | SHS | H42097107 |
| STWD | STARWOOD PPTY TR INC | 167,287 | $2.503M | 0.0% | $22.24 | — | COM | 85571B105 |
| PLNT | PLANET FITNESS INC | 40,232 | $2.436M | 0.0% | $68.35 | -12.2% | CL A | 72703H101 |
| ONEW | ONEWATER MARINE INC | 98,064 | $2.381M | 0.0% | $14.13 | 0.0% | CL A COM | 68280L101 |
| LEN | LENNAR CORP | 38,550 | $2.375M | 0.0% | $48.58 | -2.7% | CL A | 526057104 |
| — | CALAMP CORP | 3,000,000 | $2.371M | 0.0% | $0.82 | — | NOTE 2.000% 8/0 | 128126AD1 |
| BAND | BANDWIDTH INC | 18,529 | $2.354M | 0.0% | $59.79 | +68.8% | COM CL A | 05988J103 |
| TTD | THE TRADE DESK INC | 5,656 | $2.299M | 0.0% | $30.15 | 0.0% | COM CL A | 88339J105 |
| GLOB | GLOBANT S A | 15,315 | $2.295M | 0.0% | $107.00 | +15.4% | COM | L44385109 |
| AKBA | AKEBIA THERAPEUTICS INC | 168,955 | $2.294M | 0.0% | $10.35 | 0.0% | COM | 00972D105 |
| — | DRAFTKINGS INC | 68,759 | $2.287M | 0.0% | $33.26 | — | COM CL A | 26142R104 |
| — | TILRAY INC | 5,000,000 | $2.253M | 0.0% | $0.53 | — | NOTE 5.000%10/0 | 88688TAB6 |
| — | WORKHORSE GROUP INC | 128,818 | $2.24M | 0.0% | $17.39 | — | COM NEW | 98138J206 |
| — | WELLPOINT INC | 571,000 | $2.092M | 0.0% | $2.23 | — | NOTE 2.750%10/1 | 94973VBG1 |
| AXON | AXON ENTERPRISE INC | 21,179 | $2.079M | 0.0% | $74.86 | +8.0% | COM | 05464C101 |
| EHTH | EHEALTH INC | 20,902 | $2.054M | 0.0% | $70.51 | +64.9% | COM | 28238P109 |
| TRGP | TARGA RES CORP | 101,230 | $2.032M | 0.0% | $32.95 | -59.2% | COM | 87612G101 |
| — | QUIDEL CORP | 8,993 | $2.012M | 0.0% | $223.73 | — | COM | 74838J101 |
| ACMR | ACM RESEARCH INC | 31,997 | $1.996M | 0.0% | $4.92 | +233.6% | COM CL A | 00108J109 |
| — | LUMENTUM HLDGS INC | 1,340,000 | $1.956M | 0.0% | $1.26 | — | NOTE 0.250% 3/1 | 55024UAB5 |
| — | ISIS PHARMACEUTICALS INC DEL | 1,750,000 | $1.934M | 0.0% | $1.19 | — | NOTE 1.000%11/1 | 464337AJ3 |
| — | IMMUNOMEDICS INC | 54,384 | $1.927M | 0.0% | $35.43 | — | COM | 452907108 |
| PVH | PVH CORPORATION | 39,519 | $1.899M | 0.0% | $125.35 | -63.1% | COM | 693656100 |
| LOVE | LOVESAC COMPANY | 71,271 | $1.869M | 0.0% | $15.21 | 0.0% | COM | 54738L109 |
| BILL | BILL COM HLDGS INC | 20,587 | $1.857M | 0.0% | $64.39 | 0.0% | COM | 090043100 |
| PRPL | PURPLE INNOVATION INC | 102,864 | $1.852M | 0.0% | $12.61 | 0.0% | COM | 74640Y106 |
| PHR | PHREESIA INC | 62,517 | $1.769M | 0.0% | $27.64 | -5.8% | COM | 71944F106 |
| NBIS | YANDEX N V | 35,000 | $1.751M | 0.0% | $38.86 | — | SHS CLASS A | N97284108 |
| AKAM | AKAMAI TECHNOLOGIES INC | 16,181 | $1.733M | 0.0% | $80.78 | +24.5% | COM | 00971T101 |
| ALNY | ALNYLAM PHARMACEUTICALS INC | 11,660 | $1.727M | 0.0% | $134.81 | 0.0% | COM | 02043Q107 |
| CALY | CALLAWAY GOLF CO | 97,649 | $1.71M | 0.0% | $13.89 | 0.0% | COM | 131193104 |
| SIMO | SILICON MOTION TECHNOLOGY CO | 35,019 | $1.708M | 0.0% | $48.77 | — | SPONSORED ADR | 82706C108 |
| ETSY | ETSY INC | 16,009 | $1.701M | 0.0% | $73.98 | 0.0% | COM | 29786A106 |
| — | DANAHER CORPORATION | 249,000 | $1.681M | 0.0% | $2.47 | — | DBCV 1/2 | 235851AF9 |
| MDB | MONGODB INC | 7,385 | $1.672M | 0.0% | $185.21 | 0.0% | CL A | 60937P106 |
| JD | JD.COM INC | 27,597 | $1.661M | 0.0% | $40.51 | — | SPON ADR CL A | 47215P106 |
| ET | ENERGY TRANSFER LP | 229,900 | $1.637M | 0.0% | $14.23 | — | COM UT LTD PTN | 29273V100 |
| ACAD | ACADIA PHARMACEUTICALS INC | 33,534 | $1.625M | 0.0% | $41.20 | +16.5% | COM | 004225108 |
| MOH | MOLINA HEALTHCARE INC | 9,069 | $1.614M | 0.0% | $170.30 | 0.0% | COM | 60855R100 |
| FIVE | FIVE BELOW INC | 14,395 | $1.539M | 0.0% | $93.75 | 0.0% | COM | 33829M101 |
| — | FORTIVE CORP | 1,555,000 | $1.535M | 0.0% | $0.94 | — | NOTE 0.875% 2/1 | 34959JAK4 |
| SONY | SONY CORP | 21,900 | $1.514M | 0.0% | $48.29 | — | SPONSORED ADR | 835699307 |
| — | AMEDISYS INC | 7,307 | $1.451M | 0.0% | $121.59 | — | COM | 023436108 |
| SLQT | SELECTQUOTE INC | 57,271 | $1.45M | 0.0% | $26.84 | 0.0% | COM | 816307300 |
| — | SPIRIT RLTY CAP INC NEW | 1,459,000 | $1.448M | 0.0% | $1.03 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| AEIS | ADVANCED ENERGY INDS | 21,331 | $1.447M | 0.0% | $61.03 | -4.3% | COM | 007973100 |
| CCS | CENTURY CMNTYS INC | 46,392 | $1.422M | 0.0% | $22.39 | 0.0% | COM | 156504300 |
| WAB | WABTEC | 24,520 | $1.412M | 0.0% | $68.50 | -20.0% | COM | 929740108 |
| CRWD | CROWDSTRIKE HLDGS INC | 14,066 | $1.411M | 0.0% | $80.20 | 0.0% | CL A | 22788C105 |
| MRCY | MERCURY SYS INC | 17,778 | $1.398M | 0.0% | $69.66 | +17.5% | COM | 589378108 |
| — | 2U INC | 36,339 | $1.38M | 0.0% | $37.98 | — | COM | 90214J101 |
| RGEN | REPLIGEN CORP | 11,079 | $1.369M | 0.0% | $117.64 | 0.0% | COM | 759916109 |
| — | PROVENTION BIO INC | 96,119 | $1.357M | 0.0% | $14.12 | — | COM | 74374N102 |
| ADUS | ADDUS HOMECARE CORP | 14,495 | $1.341M | 0.0% | $74.69 | +15.8% | COM | 006739106 |
| — | BAOZUN INC | 1,374,000 | $1.333M | 0.0% | $0.97 | — | NOTE 1.625% 5/0 | 06684LAB9 |
| POOL | POOL CORPORATION | 4,696 | $1.277M | 0.0% | $217.33 | 0.0% | COM | 73278L105 |
| — | LANDCADIA HLDGS II INC | 77,817 | $1.272M | 0.0% | $16.35 | — | CL A | 51476X105 |
| KNSL | KINSALE CAP GROUP INC | 8,190 | $1.271M | 0.0% | $95.32 | +38.3% | COM | 49714P108 |
| PFF | ISHARES TR | 36,625 | $1.269M | 0.0% | $33.19 | — | PFD AND INCM SEC | 464288687 |
| — | SILICON LABORATORIES INC | 1,046,000 | $1.264M | 0.0% | $1.16 | — | NOTE 1.375% 3/0 | 826919AB8 |
| HALO | HALOZYME THERAPEUTICS INC | 46,703 | $1.253M | 0.0% | $22.56 | 0.0% | COM | 40637H109 |
| — | ALTERYX INC | 7,549 | $1.24M | 0.0% | $164.26 | — | COM CL A | 02156B103 |
| ITUB | ITAU UNIBANCO HLDG S A | 256,900 | $1.205M | 0.0% | $9.59 | — | SPON ADR REP PFD | 465562106 |
| ODFL | OLD DOMINION FREIGHT LINE IN | 6,996 | $1.186M | 0.0% | $73.97 | 0.0% | COM | 679580100 |
| WIX | WIX COM LTD | 4,615 | $1.182M | 0.0% | $177.34 | 0.0% | SHS | M98068105 |
| — | EURONET WORLDWIDE INC | 1,215,000 | $1.181M | 0.0% | $0.91 | — | NOTE 0.750% 3/1 | 298736AL3 |
| NTRA | NATERA INC | 23,243 | $1.159M | 0.0% | $40.15 | 0.0% | COM | 632307104 |
| — | SAPIENS INTL CORP N V | 40,919 | $1.146M | 0.0% | $23.00 | — | SHS | G7T16G103 |
| — | AMERICA MOVIL SAB DE CV | 86,500 | $1.098M | 0.0% | $18.76 | — | SPON ADR L SHS | 02364W105 |
| — | U.S. AUTO PARTS NETWORK INC | 124,723 | $1.08M | 0.0% | $8.66 | — | COM | 90343C100 |
| CPA | COPA HOLDINGS SA | 21,300 | $1.077M | 0.0% | $39.23 | 0.0% | CL A | P31076105 |
| — | LOGMEIN INC | 12,601 | $1.068M | 0.0% | $83.25 | — | COM | 54142L109 |
| GO | GROCERY OUTLET HLDG CORP | 25,778 | $1.052M | 0.0% | $32.54 | +10.0% | COM | 39874R101 |
| DXCM | DEXCOM INC | 2,557 | $1.037M | 0.0% | $70.59 | +26.7% | COM | 252131107 |
| NICE | NICE LTD | 5,360 | $1.014M | 0.0% | $146.24 | — | SPONSORED ADR | 653656108 |
| — | NOODLES & CO | 164,544 | $995K | 0.0% | $7.35 | — | COM CL A | 65540B105 |
| CCL | CARNIVAL CORP | 59,260 | $973K | 0.0% | $32.95 | -54.5% | UNIT 99/99/9999 | 143658300 |
| PEGA | PEGASYSTEMS INC | 9,573 | $969K | 0.0% | $37.97 | +14.1% | COM | 705573103 |
| — | TAUBMAN CTRS INC | 25,158 | $950K | 0.0% | $37.76 | — | COM | 876664103 |
| MPWR | MONOLITHIC PWR SYS INC | 3,979 | $943K | 0.0% | $194.18 | 0.0% | COM | 609839105 |
| PD | PAGERDUTY INC | 32,400 | $927K | 0.0% | $24.11 | 0.0% | COM | 69553P100 |
| XYZ | SQUARE INC | 8,550 | $897K | 0.0% | $72.64 | +5.4% | CL A | 852234103 |
| WEN | WENDYS CO | 40,008 | $871K | 0.0% | $19.88 | 0.0% | COM | 95058W100 |
| — | ALZA CORP | 447,000 | $866K | 0.0% | $1.18 | — | SDCV 7/2 | 02261WAB5 |
| — | AVADEL PHARMACEUTICALS PLC | 106,776 | $862K | 0.0% | $8.07 | — | SPONSORED ADR | 05337M104 |
| NSSC | NAPCO SEC TECHNOLOGIES INC | 36,090 | $844K | 0.0% | $10.12 | 0.0% | COM | 630402105 |
| — | AZEK CO INC | 26,329 | $839K | 0.0% | $31.87 | — | CL A | 05478C105 |
| SCHX | SCHWAB STRATEGIC TR | 11,261 | $834K | 0.0% | $58.81 | — | US LRG CAP ETF | 808524201 |
| SLP | SIMULATIONS PLUS INC | 13,541 | $810K | 0.0% | $32.60 | +32.0% | COM | 829214105 |
| — | REVANCE THERAPEUTICS INC | 33,126 | $809K | 0.0% | $24.42 | — | COM | 761330109 |
| PODD | INSULET CORP | 4,164 | $809K | 0.0% | $109.30 | +74.9% | COM | 45784P101 |
| MASI | MASIMO CORP | 3,504 | $799K | 0.0% | $219.47 | 0.0% | COM | 574795100 |
| — | OASIS PETROLEUM INC | 5,000,000 | $793K | 0.0% | $1.12 | — | NOTE 2.625% 9/1 | 674215AJ7 |
| TV | GRUPO TELEVISA SA | 144,500 | $757K | 0.0% | $5.80 | — | Call | 40049J206 |
| ZS | ZSCALER INC | 6,900 | $756K | 0.0% | $83.11 | 0.0% | COM | 98980G102 |
| — | SPLUNK INC | 3,784 | $752K | 0.0% | $198.73 | — | COM | 848637104 |
| TTWO | TAKE-TWO INTERACTIVE SOFTWAR | 5,277 | $737K | 0.0% | $130.78 | 0.0% | COM | 874054109 |
| — | HORIZON PHARMA INVT LTD | 380,000 | $735K | 0.0% | $1.11 | — | NOTE 2.500% 3/1 | 44052TAB7 |
| — | WESTERN DIGITAL CORP. | 758,000 | $716K | 0.0% | $0.92 | — | NOTE 1.500% 2/0 | 958102AP0 |
| — | VERINT SYS INC | 720,000 | $715K | 0.0% | $1.10 | — | NOTE 1.500% 6/0 | 92343XAA8 |
| AGG | ISHARES TR | 5,978 | $707K | 0.0% | $113.08 | — | CORE US AGGBD ET | 464287226 |
| PAYC | PAYCOM SOFTWARE INC | 2,260 | $700K | 0.0% | $260.88 | 0.0% | COM | 70432V102 |
| AXSM | AXSOME THERAPEUTICS INC | 8,446 | $695K | 0.0% | $76.97 | 0.0% | COM | 05464T104 |
| — | SEATTLE GENETICS INC | 4,072 | $692K | 0.0% | $169.94 | — | COM | 812578102 |
| — | NEVRO CORP | 501,000 | $685K | 0.0% | $1.37 | — | NOTE 2.750% 4/0 | 64157FAC7 |
| — | TPG SPECIALTY LENDING INC | 675,000 | $681K | 0.0% | $1.05 | — | NOTE 4.500% 8/0 | 87265KAD4 |
| MRNA | MODERNA INC | 10,364 | $665K | 0.0% | $54.76 | 0.0% | COM | 60770K107 |
| CHWY | CHEWY INC | 14,806 | $662K | 0.0% | $43.62 | 0.0% | CL A | 16679L109 |
| — | HORIZON THERAPEUTICS PUB LTD | 11,713 | $651K | 0.0% | $55.58 | — | SHS | G46188101 |
| CHDN | CHURCHILL DOWNS INC | 4,867 | $648K | 0.0% | $55.83 | 0.0% | COM | 171484108 |
| NIO | NIO INC | 82,800 | $639K | 0.0% | $7.72 | — | SPON ADS | 62914V106 |
| XGN | EXAGEN INC | 50,794 | $631K | 0.0% | $16.52 | -18.1% | COM | 30068X103 |
| ZLAB | ZAI LAB LTD | 7,390 | $607K | 0.0% | $82.14 | — | ADR | 98887Q104 |
| — | KARYOPHARM THERAPEUTICS INC | 32,039 | $607K | 0.0% | $18.95 | — | COM | 48576U106 |
| EPAM | EPAM SYS INC | 2,406 | $606K | 0.0% | $161.13 | +36.6% | COM | 29414B104 |
| UBER | UBER TECHNOLOGIES INC | 18,300 | $569K | 0.0% | $31.17 | 0.0% | COM | 90353T100 |
| — | MOMENTA PHARMACEUTICALS INC | 16,424 | $547K | 0.0% | $33.30 | — | COM | 60877T100 |
| TSCO | TRACTOR SUPPLY CO | 4,000 | $527K | 0.0% | $20.01 | 0.0% | COM | 892356106 |
| IRTC | IRHYTHM TECHNOLOGIES INC | 4,428 | $513K | 0.0% | $110.25 | 0.0% | COM | 450056106 |
| TDW | TIDEWATER INC NEW | 86,574 | $484K | 0.0% | $26.05 | -78.2% | COM | 88642R109 |
| IWR | ISHARES TR | 8,800 | $472K | 0.0% | $43.53 | — | RUS MID CAP ETF | 464287499 |
| — | JAZZ INVESTMENTS I LTD | 475,000 | $464K | 0.0% | $1.05 | — | NOTE 1.875% 8/1 | 472145AB7 |
| ROKU | ROKU INC | 3,950 | $460K | 0.0% | $114.37 | 0.0% | COM CL A | 77543R102 |
| — | CHESAPEAKE ENERGY CORP | 15,000,000 | $444K | 0.0% | $0.86 | — | NOTE 5.500% 9/1 | 165167CY1 |
| LUNA | LUNA INNOVATIONS | 74,047 | $432K | 0.0% | $6.80 | -4.1% | COM | 550351100 |
| KRMD | REPRO MED SYS INC | 47,524 | $427K | 0.0% | $10.11 | 0.0% | COM | 759910102 |
| SCHM | SCHWAB STRATEGIC TR | 7,400 | $389K | 0.0% | $49.35 | — | US MID-CAP ETF | 808524508 |
| — | MARRIOTT VACTINS WORLDWID CO | 374,000 | $346K | 0.0% | $0.78 | — | NOTE 1.500% 9/1 | 57164YAB3 |
| NWL | NEWELL BRANDS INC | 17,525 | $278K | 0.0% | $31.35 | -66.0% | COM | 651229106 |
| IWL | ISHARES TR | 3,600 | $267K | 0.0% | $74.17 | — | RUS TOP 200 ETF | 464289446 |
| DVN | DEVON ENERGY CORP NEW | 23,500 | $266K | 0.0% | $34.31 | -75.5% | COM | 25179M103 |
| BSV | VANGUARD BD INDEX FDS | 2,987 | $248K | 0.0% | $83.03 | — | SHORT TRM BOND | 921937827 |
| SPY | SPDR S&P 500 ETF TR | 803 | $248K | 0.0% | $257.98 | — | TR UNIT | 78462F103 |
| PHM | PULTE GROUP INC | 7,200 | $245K | 0.0% | $28.36 | 0.0% | COM | 745867101 |
| RIG | TRANSOCEAN LTD | 117,879 | $216K | 0.0% | $5.15 | -69.8% | REG SHS | H8817H100 |
| — | ILLUMINA INC | 160,000 | $175K | 0.0% | $1.11 | — | NOTE 8/1 | 452327AK5 |
| — | GASLOG LTD | 52,725 | $148K | 0.0% | $19.10 | — | SHS | G37585109 |
| — | NUANCE COMMUNICATIONS INC | 95,000 | $123K | 0.0% | $1.03 | — | DEBT 1.500%11/0 | 67020YAG5 |
| CMLS | CUMULUS MEDIA INC | 26,233 | $104K | 0.0% | $18.20 | -74.9% | COM CLASS A | 231082801 |
| EB | EVENTBRITE INC | 12,000 | $103K | 0.0% | $8.83 | 0.0% | COM CL A | 29975E109 |
| — | BRISTOL-MYERS SQUIBB CO | 20,458 | $73,000 | 0.0% | $3.03 | — | RIGHT 99/99/9999 | 110122157 |
| — | DIAMOND OFFSHORE DRILLING IN | 60,000 | $15,000 | 0.0% | $68.78 | — | COM | 25271C102 |
| — | NOBLE CORP PLC | 24,000 | $8,000 | 0.0% | $0.25 | — | SHS USD | G65431101 |
| — | TIDEWATER INC NEW | 16,676 | $6,000 | 0.0% | $1.20 | — | *W EXP 07/31/202 | 88642R125 |