Location: Naperville, IL
CIK: 0001316507 · Show all filings
Period: Q3 2020 (← Previous) (Next →)
Filing Date: Oct 26, 2020
Total Value: $15.54B (69.0% shares, 31.0% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| AAPL | APPLE INC | 4,709,857 | $545M | 3.5% | $115.81 * | $85.16 | +32.2% | COM | 037833100 |
| MSFT | MICROSOFT CORP | 2,534,627 | $533M | 3.4% | $210.33 * | $46.17 | +336.0% | COM | 594918104 |
| — | TESLA INC | 76,217,000 | $527M | 3.4% | $6.92 | $1.05 | — | NOTE 2.000% 5/1 | 88160RAG6 |
| AMZN | AMAZON COM INC | 142,822 | $450M | 2.9% | $3148.73 * | $33.52 | +369.7% | COM | 023135106 |
| — | TESLA INC | 65,948,000 | $432M | 2.8% | $6.56 | $1.17 | — | NOTE 2.375% 3/1 | 88160RAD3 |
| SPY | SPDR S&P 500 ETF TR | 819,900 | $275M | 1.8% | $334.89 | $331.38 | +1.1% | Put | 78462F103 |
| SPY | SPDR S&P 500 ETF TR | 735,782 | $246M | 1.6% | $334.89 | $331.38 | +1.1% | TR UNIT | 78462F103 |
| META | FACEBOOK INC | 927,443 | $243M | 1.6% | $261.90 | $96.00 | +170.9% | CL A | 30303M102 |
| TSLA | TESLA INC | 525,000 | $225M | 1.4% | $429.01 * | $99.59 | +43.6% | Put | 88160R101 |
| QQQ | INVESCO QQQ TR | 683,100 | $190M | 1.2% | $277.84 | — | — | Put | 46090E103 |
| GOOGL | ALPHABET INC | 125,344 | $184M | 1.2% | $1465.60 * | $38.07 | +91.0% | CAP STK CL A | 02079K305 |
| — | SQUARE INC | 25,000,000 | $178M | 1.1% | $7.10 | $2.21 | — | NOTE 0.375% 3/0 | 852234AB9 |
| — | TESLA INC | 25,314,000 | $151M | 1.0% | $5.95 | $0.91 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| NVDA | NVIDIA CORPORATION | 268,370 | $145M | 0.9% | $541.22 * | $4.16 | +224.2% | COM | 67066G104 |
| V | VISA INC | 686,423 | $137M | 0.9% | $199.97 * | $81.23 | +137.0% | COM CL A | 92826C839 |
| — | SOUTHWEST AIRLS CO | 98,281,000 | $128M | 0.8% | $1.30 | $1.20 | — | NOTE 1.250% 5/0 | 844741BG2 |
| JPM | JPMORGAN CHASE & CO | 1,132,014 | $109M | 0.7% | $96.27 * | $55.34 | +51.4% | COM | 46625H100 |
| UNH | UNITEDHEALTH GROUP INC | 338,245 | $105M | 0.7% | $311.77 * | $151.96 | +88.4% | COM | 91324P102 |
| — | NEXTERA ENERGY INC | 1,744,354 | $94.47M | 0.6% | $54.16 | $50.19 | — | UNIT 09/01/2022S | 65339F796 |
| — | RINGCENTRAL INC | 28,000,000 | $94.18M | 0.6% | $3.36 | $1.63 | — | NOTE 3/1 | 76680RAD9 |
| — | WORKDAY INC | 60,010,000 | $92.72M | 0.6% | $1.55 | $1.28 | — | NOTE 0.250%10/0 | 98138HAF8 |
| — | TWILIO INC | 26,309,000 | $91.52M | 0.6% | $3.48 | $1.88 | — | NOTE 0.250% 6/0 | 90138FAB8 |
| CRM | SALESFORCE COM INC | 352,369 | $88.56M | 0.6% | $251.32 | $108.61 | +128.6% | COM | 79466L302 |
| JNJ | JOHNSON & JOHNSON | 572,001 | $85.16M | 0.5% | $148.88 * | $79.29 | +61.8% | COM | 478160104 |
| PG | PROCTER AND GAMBLE CO | 607,809 | $84.48M | 0.5% | $138.99 * | $65.03 | +87.6% | COM | 742718109 |
| — | SNAP INC | 59,351,000 | $82.43M | 0.5% | $1.39 | $1.39 | — | NOTE 0.750% 8/0 | 83304AAB2 |
| — | MICRON TECHNOLOGY INC | 17,475,000 | $82.01M | 0.5% | $4.69 | $3.67 | — | NOTE 3.125% 5/0 | 595112AX1 |
| HD | HOME DEPOT INC | 293,493 | $81.51M | 0.5% | $277.71 * | $81.41 | +200.4% | COM | 437076102 |
| GOOG | ALPHABET INC | 55,333 | $81.32M | 0.5% | $1469.59 * | $42.41 | +72.0% | CAP STK CL C | 02079K107 |
| BAC | BK OF AMERICA CORP | 3,369,108 | $81.16M | 0.5% | $24.09 * | $18.49 | +14.7% | COM | 060505104 |
| — | PALO ALTO NETWORKS INC | 71,628,000 | $80.94M | 0.5% | $1.13 | $1.06 | — | NOTE 0.750% 7/0 | 697435AD7 |
| DIS | DISNEY WALT CO | 651,147 | $80.79M | 0.5% | $124.08 * | $98.03 | +23.7% | COM DISNEY | 254687106 |
| — | SEA LTD | 10,000,000 | $77.98M | 0.5% | $7.80 | $1.80 | — | NOTE 2.250% 7/0 | 81141RAB6 |
| KO | COCA COLA CO | 1,530,090 | $75.54M | 0.5% | $49.37 * | $32.56 | +29.4% | COM | 191216100 |
| NKE | NIKE INC | 585,600 | $73.52M | 0.5% | $125.54 * | $59.64 | +95.6% | CL B | 654106103 |
| — | WAYFAIR INC | 35,000,000 | $72.6M | 0.5% | $2.07 | $2.07 | — | NOTE 1.000% 8/1 | 94419LAF8 |
| MA | MASTERCARD INCORPORATED | 211,493 | $71.52M | 0.5% | $338.17 * | $97.38 | +237.2% | CL A | 57636Q104 |
| — | STANLEY BLACK & DECKER INC | 698,321 | $70.46M | 0.5% | $100.90 | $104.23 | — | UNIT 11/15/2022 | 854502846 |
| PYPL | PAYPAL HLDGS INC | 356,897 | $70.32M | 0.5% | $197.03 | $84.42 | +132.9% | COM | 70450Y103 |
| — | DANAHER CORPORATION | 47,257 | $69.74M | 0.4% | $1475.84 | $1075.24 | — | 4.75 MND CV PFD | 235851300 |
| — | MERCADOLIBRE INC | 27,500,000 | $69.67M | 0.4% | $2.53 | $1.46 | — | NOTE 2.000% 8/1 | 58733RAD4 |
| WMT | WALMART INC | 494,141 | $69.14M | 0.4% | $139.91 * | $25.93 | +67.5% | COM | 931142103 |
| AMZN | AMAZON COM INC | 21,900 | $68.96M | 0.4% | $3148.72 * | $33.52 | +369.7% | Call | 023135106 |
| — | ZYNGA INC | 53,660,000 | $68M | 0.4% | $1.27 | $1.29 | — | NOTE 0.250% 6/0 | 98986TAB4 |
| — | LINDE PLC | 285,415 | $67.97M | 0.4% | $238.13 | $192.99 | — | SHS | G5494J103 |
| — | TELADOC HEALTH INC | 16,500,000 | $67.53M | 0.4% | $4.09 | $1.59 | — | NOTE 1.375% 5/1 | 87918AAC9 |
| — | OKTA INC | 50,161,000 | $66.32M | 0.4% | $1.32 | $1.32 | — | NOTE 0.125% 9/0 | 679295AD7 |
| — | MICROCHIP TECHNOLOGY INC. | 42,184,000 | $65.03M | 0.4% | $1.54 | $1.20 | — | NOTE 1.625% 2/1 | 595017AF1 |
| IWM | ISHARES TR | 433,000 | $64.86M | 0.4% | $149.79 | — | — | Call | 464287655 |
| — | SEMPRA ENERGY | 643,604 | $63.36M | 0.4% | $98.45 | $110.54 | — | 6% PFD CONV A | 816851406 |
| — | BOSTON SCIENTIFIC CORP | 553,239 | $61.89M | 0.4% | $111.87 | $104.69 | — | 5.50% CNV PFD A | 101137206 |
| AMAT | APPLIED MATLS INC | 1,038,633 | $61.75M | 0.4% | $59.45 * | $37.87 | +49.9% | COM | 038222105 |
| TMO | THERMO FISHER SCIENTIFIC INC | 137,250 | $60.6M | 0.4% | $441.52 | $223.89 | +94.5% | COM | 883556102 |
| UNP | UNION PAC CORP | 307,482 | $60.53M | 0.4% | $196.87 * | $117.03 | +49.7% | COM | 907818108 |
| HON | HONEYWELL INTL INC | 358,171 | $58.96M | 0.4% | $164.61 * | $101.31 | +37.6% | COM | 438516106 |
| — | ASSURANT INC | 499,022 | $58.2M | 0.4% | $116.62 | $111.01 | — | 6.50% CONV PFD D | 04621X207 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 273,198 | $58.17M | 0.4% | $212.94 | $156.72 | +35.9% | CL B NEW | 084670702 |
| — | SPLUNK INC | 39,858,000 | $57.73M | 0.4% | $1.45 | $1.16 | — | NOTE 1.125% 9/1 | 848637AD6 |
| EEM | ISHARES TR | 1,299,000 | $57.27M | 0.4% | $44.09 | $47.33 | -6.8% | Call | 464287234 |
| MCD | MCDONALDS CORP | 259,916 | $57.05M | 0.4% | $219.49 * | $114.16 | +70.5% | COM | 580135101 |
| CVX | CHEVRON CORP NEW | 765,665 | $55.13M | 0.4% | $72.00 * | $75.47 | -24.0% | COM | 166764100 |
| — | NICE SYS INC | 20,000,000 | $54.42M | 0.4% | $2.72 | $1.47 | — | NOTE 1.250% 1/1 | 65366HAB9 |
| CSX | CSX CORP | 698,865 | $54.28M | 0.3% | $77.67 * | $14.81 | +62.9% | COM | 126408103 |
| MRK | MERCK & CO. INC | 649,148 | $53.85M | 0.3% | $82.95 * | $41.04 | +63.3% | COM | 58933Y105 |
| LLY | LILLY ELI & CO | 359,975 | $53.28M | 0.3% | $148.02 * | $79.11 | +76.7% | COM | 532457108 |
| NFLX | NETFLIX INC | 106,556 | $53.28M | 0.3% | $500.03 * | $24.11 | +107.4% | COM | 64110L106 |
| LOW | LOWES COS INC | 319,401 | $52.98M | 0.3% | $165.86 * | $74.34 | +102.8% | COM | 548661107 |
| — | BK OF AMERICA CORP | 35,440 | $52.73M | 0.3% | $1488.01 | $1196.11 | — | 7.25%CNV PFD L | 060505682 |
| ADBE | ADOBE SYSTEMS INCORPORATED | 107,226 | $52.59M | 0.3% | $490.43 | $208.60 | +135.1% | COM | 00724F101 |
| T | AT&T INC | 1,844,343 | $52.58M | 0.3% | $28.51 * | $13.42 | +11.9% | COM | 00206R102 |
| CMCSA | COMCAST CORP NEW | 1,133,076 | $52.42M | 0.3% | $46.26 * | $25.28 | +58.4% | CL A | 20030N101 |
| — | WAYFAIR INC | 20,229,000 | $52.17M | 0.3% | $2.58 | $1.02 | — | NOTE 1.125%11/0 | 94419LAD3 |
| — | SAREPTA THERAPEUTICS INC | 25,051,000 | $51.95M | 0.3% | $2.07 | $1.81 | — | DBCV 1.500%11/1 | 803607AB6 |
| — | SPLUNK INC | 36,519,000 | $50.86M | 0.3% | $1.39 | $1.08 | — | NOTE 0.500% 9/1 | 848637AC8 |
| — | COLONY STARWOOD HOMES | 38,151,000 | $49.32M | 0.3% | $1.29 | $1.15 | — | NOTE 3.500% 1/1 | 19625XAB8 |
| — | AMERICAN AIRLS GROUP INC | 53,042,000 | $48.89M | 0.3% | $0.92 | $0.94 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| — | ON SEMICONDUCTOR CORP | 36,204,000 | $47.83M | 0.3% | $1.32 | $1.29 | — | NOTE 1.625%10/1 | 682189AP0 |
| — | NIO INC | 20,000,000 | $47.59M | 0.3% | $2.38 | $2.38 | — | NOTE 4.500% 2/0 | 62914VAB2 |
| — | WELLS FARGO CO NEW | 35,036 | $47.02M | 0.3% | $1342.05 | $1225.85 | — | PERP PFD CNV A | 949746804 |
| AVGO | BROADCOM INC | 127,889 | $46.59M | 0.3% | $364.32 * | $20.85 | +55.8% | COM | 11135F101 |
| — | CHEGG INC | 17,500,000 | $46.57M | 0.3% | $2.66 | $1.51 | — | NOTE 0.250% 5/1 | 163092AB5 |
| — | AKAMAI TECHNOLOGIES INC | 40,085,000 | $46.37M | 0.3% | $1.16 | $1.16 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | LAM RESEARCH CORP | 139,183 | $46.17M | 0.3% | $331.75 | $149.28 | — | COM | 512807108 |
| — | QUIDEL CORP | 6,661,000 | $45.65M | 0.3% | $6.85 | $1.36 | — | NOTE 3.250%12/1 | 74838JAA9 |
| RTX | RAYTHEON TECHNOLOGIES CORP | 783,180 | $45.06M | 0.3% | $57.54 * | $54.61 | -6.7% | COM | 75513E101 |
| — | MICROCHIP TECHNOLOGY INC. | 20,000,000 | $44.81M | 0.3% | $2.24 | $1.03 | — | NOTE 1.625% 2/1 | 595017AD6 |
| PEP | PEPSICO INC | 322,047 | $44.64M | 0.3% | $138.60 * | $68.93 | +71.1% | COM | 713448108 |
| GS | GOLDMAN SACHS GROUP INC | 215,613 | $43.33M | 0.3% | $200.97 * | $190.16 | -6.7% | COM | 38141G104 |
| — | TWITTER INC | 38,710,000 | $43.09M | 0.3% | $1.11 | $0.99 | — | NOTE 0.250% 6/1 | 90184LAF9 |
| CSCO | CISCO SYS INC | 1,074,022 | $42.31M | 0.3% | $39.39 * | $27.45 | +22.0% | COM | 17275R102 |
| PFE | PFIZER INC | 1,149,786 | $42.2M | 0.3% | $36.70 * | $22.37 | +20.7% | COM | 717081103 |
| — | AMERICAN ELEC PWR CO INC | 863,465 | $41.89M | 0.3% | $48.51 | $51.45 | — | UNIT 03/15/2022 | 025537127 |
| AMD | ADVANCED MICRO DEVICES INC | 507,307 | $41.59M | 0.3% | $81.99 | $26.14 | +213.7% | COM | 007903107 |
| BMY | BRISTOL-MYERS SQUIBB CO | 689,878 | $41.59M | 0.3% | $60.29 * | $43.71 | +11.4% | COM | 110122108 |
| MDT | MEDTRONIC PLC | 396,794 | $41.23M | 0.3% | $103.92 * | $71.47 | +25.5% | SHS | G5960L103 |
| MRSH | MARSH & MCLENNAN COS INC | 358,779 | $41.15M | 0.3% | $114.70 * | $81.75 | +29.1% | COM | 571748102 |
| MU | MICRON TECHNOLOGY INC | 868,754 | $40.8M | 0.3% | $46.96 * | $47.18 | -2.9% | COM | 595112103 |
| — | LIBERTY MEDIA CORP DEL | 37,034,000 | $40.73M | 0.3% | $1.10 | $0.99 | — | NOTE 1.375%10/1 | 531229AB8 |
| COST | COSTCO WHSL CORP NEW | 114,630 | $40.69M | 0.3% | $355.00 * | $161.21 | +102.6% | COM | 22160K105 |
| LULU | LULULEMON ATHLETICA INC | 122,078 | $40.21M | 0.3% | $329.37 | $186.82 | +76.3% | COM | 550021109 |
| TSLA | TESLA INC | 92,978 | $39.89M | 0.3% | $429.00 * | $99.59 | +43.6% | COM | 88160R101 |
| VRTX | VERTEX PHARMACEUTICALS INC | 146,155 | $39.77M | 0.3% | $272.12 | $221.63 | +22.8% | COM | 92532F100 |
| — | DEXCOM INC | 15,647,000 | $39.56M | 0.3% | $2.53 | $1.67 | — | NOTE 0.750%12/0 | 252131AH0 |
| ABT | ABBOTT LABS | 354,314 | $38.56M | 0.2% | $108.83 * | $42.32 | +134.2% | COM | 002824100 |
| TSM | TAIWAN SEMICONDUCTOR MFG LTD | 474,327 | $38.45M | 0.2% | $81.07 | $47.43 | +70.9% | SPONSORED ADS | 874039100 |
| — | TERADYNE INC | 15,005,000 | $38.41M | 0.2% | $2.56 | $1.75 | — | NOTE 1.250%12/1 | 880770AG7 |
| — | DOMINION ENERGY INC | 376,637 | $38.33M | 0.2% | $101.76 | $100.24 | — | UNIT 99/99/9999 | 25746U133 |
| VZ | VERIZON COMMUNICATIONS INC | 640,360 | $38.09M | 0.2% | $59.49 * | $30.98 | +40.8% | COM | 92343V104 |
| — | ILLUMINA INC | 28,796,000 | $37.13M | 0.2% | $1.29 | $1.30 | — | NOTE 0.500% 6/1 | 452327AH2 |
| CCI | CROWN CASTLE INTL CORP NEW | 222,642 | $37.07M | 0.2% | $166.50 * | $111.38 | +17.6% | COM | 22822V101 |
| — | LIBERTY MEDIA CORP DEL | 30,408,000 | $36.2M | 0.2% | $1.19 | $1.11 | — | NOTE 1.000% 1/3 | 531229AF9 |
| LHX | L3HARRIS TECHNOLOGIES INC | 209,213 | $35.53M | 0.2% | $169.84 * | $180.07 | -15.2% | COM | 502431109 |
| FIS | FIDELITY NATL INFORMATION SV | 238,657 | $35.13M | 0.2% | $147.21 * | $88.66 | +48.2% | COM | 31620M106 |
| — | ETSY INC | 10,394,000 | $35M | 0.2% | $3.37 | $1.80 | — | NOTE 3/0 | 29786AAC0 |
| ACN | ACCENTURE PLC IRELAND | 154,822 | $34.99M | 0.2% | $225.99 * | $105.80 | +98.0% | SHS CLASS A | G1151C101 |
| — | WAYFAIR INC | 12,500,000 | $34.9M | 0.2% | $2.79 | $1.34 | — | NOTE 0.375% 9/0 | 94419LAB7 |
| BAX | BAXTER INTL INC | 433,809 | $34.89M | 0.2% | $80.42 * | $39.92 | +80.5% | COM | 071813109 |
| GPN | GLOBAL PMTS INC | 195,632 | $34.74M | 0.2% | $177.58 * | $157.86 | +7.6% | COM | 37940X102 |
| BABA | ALIBABA GROUP HLDG LTD | 116,499 | $34.25M | 0.2% | $293.98 | $170.63 | +72.3% | SPONSORED ADS | 01609W102 |
| — | REPLIGEN CORP | 23,390,000 | $33.27M | 0.2% | $1.42 | $1.00 | — | NOTE 0.375% 7/1 | 759916AB5 |
| — | AKAMAI TECHNOLOGIES INC | 25,599,000 | $33M | 0.2% | $1.29 | $1.24 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | EXACT SCIENCES CORP | 27,467,000 | $32.28M | 0.2% | $1.18 | $1.07 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | COLFAX CORP | 240,000 | $32.21M | 0.2% | $134.21 | $131.07 | — | UNIT 01/15/2022T | 194014205 |
| — | PROOFPOINT INC | 31,871,000 | $31.87M | 0.2% | $1.00 | $1.00 | — | NOTE 0.250% 8/1 | 743424AF0 |
| TJX | TJX COS INC NEW | 572,159 | $31.84M | 0.2% | $55.65 * | $42.83 | +20.7% | COM | 872540109 |
| NOC | NORTHROP GRUMMAN CORP | 100,748 | $31.79M | 0.2% | $315.49 * | $207.38 | +39.5% | COM | 666807102 |
| — | J2 GLOBAL INC | 27,500,000 | $31.39M | 0.2% | $1.14 | $1.31 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| INTC | INTEL CORP | 605,785 | $31.37M | 0.2% | $51.78 * | $32.28 | +44.0% | COM | 458140100 |
| — | DTE ENERGY CO | 693,975 | $31.34M | 0.2% | $45.16 | $50.52 | — | UNIT 11/01/2022S | 233331842 |
| HUM | HUMANA INC | 75,691 | $31.33M | 0.2% | $413.89 * | $259.43 | +52.2% | COM | 444859102 |
| AMT | AMERICAN TOWER CORP NEW | 129,501 | $31.3M | 0.2% | $241.73 * | $112.47 | +84.6% | COM | 03027X100 |
| MDLZ | MONDELEZ INTL INC | 541,909 | $31.13M | 0.2% | $57.45 * | $27.54 | +83.0% | CL A | 609207105 |
| — | SEMPRA ENERGY | 316,592 | $31.03M | 0.2% | $98.01 | $100.94 | — | 6.75% CNV PFD B | 816851505 |
| LMT | LOCKHEED MARTIN CORP | 77,780 | $29.81M | 0.2% | $383.29 * | $165.64 | +100.3% | COM | 539830109 |
| TWLO | TWILIO INC | 119,627 | $29.56M | 0.2% | $247.09 | $107.26 | +130.4% | CL A | 90138F102 |
| — | NUANCE COMMUNICATIONS INC | 20,229,000 | $29.48M | 0.2% | $1.46 | $0.95 | — | DBCV 1.000%12/1 | 67020YAK6 |
| — | REALPAGE INC | 20,000,000 | $29.38M | 0.2% | $1.47 | $1.40 | — | NOTE 1.500%11/1 | 75606NAB5 |
| — | NEUROCRINE BIOSCIENCES INC | 21,268,000 | $29.37M | 0.2% | $1.38 | $1.47 | — | NOTE 2.250% 5/1 | 64125CAD1 |
| C | CITIGROUP INC | 672,479 | $28.99M | 0.2% | $43.11 * | $42.78 | -16.7% | COM NEW | 172967424 |
| QCOM | QUALCOMM INC | 245,972 | $28.95M | 0.2% | $117.68 * | $54.94 | +91.5% | COM | 747525103 |
| MS | MORGAN STANLEY | 593,375 | $28.69M | 0.2% | $48.35 * | $34.27 | +19.4% | COM NEW | 617446448 |
| STZ | CONSTELLATION BRANDS INC | 149,951 | $28.42M | 0.2% | $189.51 * | $151.44 | +14.8% | CL A | 21036P108 |
| CHTR | CHARTER COMMUNICATIONS INC N | 44,924 | $28.05M | 0.2% | $624.34 | $389.84 | +60.2% | CL A | 16119P108 |
| XOM | EXXON MOBIL CORP | 813,466 | $27.93M | 0.2% | $34.33 * | $55.68 | -50.8% | COM | 30231G102 |
| WM | WASTE MGMT INC DEL | 246,096 | $27.85M | 0.2% | $113.17 * | $85.44 | +21.9% | COM | 94106L109 |
| — | ESSENTIAL UTILS INC | 517,443 | $27.68M | 0.2% | $53.50 | $53.55 | — | UNIT 04/30/2022 | 29670G201 |
| BSX | BOSTON SCIENTIFIC CORP | 710,928 | $27.16M | 0.2% | $38.21 | $39.79 | -4.0% | COM | 101137107 |
| CAT | CATERPILLAR INC DEL | 182,117 | $27.16M | 0.2% | $149.15 * | $98.20 | +37.3% | COM | 149123101 |
| RCL | ROYAL CARIBBEAN GROUP | 416,543 | $26.96M | 0.2% | $64.73 | $99.67 | -36.2% | COM | V7780T103 |
| TGT | TARGET CORP | 171,164 | $26.95M | 0.2% | $157.42 * | $78.95 | +72.8% | COM | 87612E106 |
| AMGN | AMGEN INC | 104,921 | $26.67M | 0.2% | $254.16 * | $138.10 | +56.2% | COM | 031162100 |
| — | II-VI INC | 23,174,000 | $26.21M | 0.2% | $1.13 | $1.14 | — | NOTE 0.250% 9/0 | 902104AB4 |
| NVO | NOVO-NORDISK A S | 376,467 | $26.14M | 0.2% | $69.43 | $60.56 | +14.6% | ADR | 670100205 |
| — | CONMED CORP | 22,766,000 | $25.61M | 0.2% | $1.12 | $0.95 | — | NOTE 2.625% 2/0 | 207410AF8 |
| — | MARVELL TECHNOLOGY GROUP LTD | 644,974 | $25.61M | 0.2% | $39.70 | $22.97 | — | ORD | G5876H105 |
| PM | PHILIP MORRIS INTL INC | 339,727 | $25.48M | 0.2% | $74.99 * | $57.17 | +1.5% | COM | 718172109 |
| — | Q2 HLDGS INC | 15,000,000 | $25.32M | 0.2% | $1.69 | $1.31 | — | NOTE 0.750% 2/1 | 74736LAB5 |
| — | NUVASIVE INC | 24,292,000 | $25.05M | 0.2% | $1.03 | $1.31 | — | NOTE 2.250% 3/1 | 670704AG0 |
| UPS | UNITED PARCEL SERVICE INC | 149,172 | $24.86M | 0.2% | $166.63 * | $88.24 | +52.7% | CL B | 911312106 |
| ISRG | INTUITIVE SURGICAL INC | 34,758 | $24.66M | 0.2% | $709.53 * | $172.42 | +37.2% | COM NEW | 46120E602 |
| GOOGL | ALPHABET INC | 16,700 | $24.48M | 0.2% | $1465.63 * | $38.07 | +91.0% | Call | 02079K305 |
| ZTS | ZOETIS INC | 147,706 | $24.43M | 0.2% | $165.37 * | $110.26 | +43.2% | CL A | 98978V103 |
| — | GUIDEWIRE SOFTWARE INC | 21,000,000 | $23.99M | 0.2% | $1.14 | $0.98 | — | NOTE 1.250% 3/1 | 40171VAA8 |
| A | AGILENT TECHNOLOGIES INC | 237,577 | $23.98M | 0.2% | $100.94 * | $61.81 | +57.6% | COM | 00846U101 |
| ALC | ALCON AG | 420,402 | $23.94M | 0.2% | $56.95 | $58.36 | -3.8% | ORD SHS | H01301128 |
| AIG | AMERICAN INTL GROUP INC | 867,246 | $23.88M | 0.2% | $27.53 * | $45.03 | -45.9% | COM NEW | 026874784 |
| BAC | BK OF AMERICA CORP | 990,500 | $23.86M | 0.2% | $24.09 * | $18.49 | +14.7% | Call | 060505104 |
| ABBV | ABBVIE INC | 269,214 | $23.58M | 0.2% | $87.59 * | $64.29 | +10.6% | COM | 00287Y109 |
| — | NEXTERA ENERGY INC | 493,362 | $23.56M | 0.2% | $47.75 | $47.75 | — | UNIT 99/99/9999 | 65339F739 |
| — | WORLD WRESTLING ENTMT INC | 13,000,000 | $23.05M | 0.1% | $1.77 | $3.54 | — | NOTE 3.375%12/1 | 98156QAB4 |
| PAYC | PAYCOM SOFTWARE INC | 73,298 | $22.82M | 0.1% | $311.30 | $285.51 | +6.9% | COM | 70432V102 |
| SBUX | STARBUCKS CORP | 264,733 | $22.75M | 0.1% | $85.92 * | $45.37 | +68.4% | COM | 855244109 |
| — | Q2 HLDGS INC | 18,183,000 | $22.27M | 0.1% | $1.22 | $1.14 | — | NOTE 0.750% 6/0 | 74736LAD1 |
| — | ENERGIZER HLDGS INC NEW | 263,260 | $21.91M | 0.1% | $83.23 | $78.28 | — | 7.5 MCNV PFD A | 29272W208 |
| WDAY | WORKDAY INC | 100,828 | $21.69M | 0.1% | $215.13 | $164.14 | +31.1% | CL A | 98138H101 |
| DHI | D R HORTON INC | 282,395 | $21.36M | 0.1% | $75.63 * | $47.36 | +51.5% | COM | 23331A109 |
| BA | BOEING CO | 126,577 | $20.92M | 0.1% | $165.26 | $275.77 | -40.1% | COM | 097023105 |
| — | LABORATORY CORP AMER HLDGS | 111,071 | $20.91M | 0.1% | $188.27 | $159.20 | — | COM NEW | 50540R409 |
| — | BILIBILI INC | 12,000,000 | $20.87M | 0.1% | $1.74 | $1.93 | — | NOTE 1.375% 4/0 | 090040AB2 |
| — | COUPA SOFTWARE INC | 11,384,000 | $20.71M | 0.1% | $1.82 | $1.81 | — | NOTE 0.125% 6/1 | 22266LAC0 |
| — | IQIYI INC | 21,711,000 | $20.69M | 0.1% | $0.95 | $1.00 | — | NOTE 2.000% 4/0 | 46267XAD0 |
| LUV | SOUTHWEST AIRLS CO | 549,019 | $20.59M | 0.1% | $37.50 * | $32.84 | +6.2% | COM | 844741108 |
| — | AMERICAN ELEC PWR CO INC | 420,000 | $20.59M | 0.1% | $49.02 | $49.02 | — | UNIT 99/99/9999 | 02557T307 |
| WFC | WELLS FARGO CO NEW | 875,014 | $20.57M | 0.1% | $23.51 * | $36.87 | -43.4% | COM | 949746101 |
| — | NEXTERA ENERGY INC | 438,340 | $20.46M | 0.1% | $46.68 | $44.09 | — | UNIT 99/99/9999 | 65339F770 |
| — | CHEGG INC | 13,457,000 | $20.43M | 0.1% | $1.52 | $1.42 | — | NOTE 0.125% 3/1 | 163092AD1 |
| MAS | MASCO CORP | 363,334 | $20.03M | 0.1% | $55.13 * | $33.07 | +51.9% | COM | 574599106 |
| — | RENEWABLE ENERGY GROUP INC | 4,000,000 | $19.9M | 0.1% | $4.97 | $1.36 | — | NOTE 4.000% 6/1 | 75972AAC7 |
| — | DISCOVER FINL SVCS | 344,065 | $19.88M | 0.1% | $57.78 | $59.48 | — | COM | 254709108 |
| — | AIR TRANSPORT SERVICES GRP I | 18,549,000 | $19.82M | 0.1% | $1.07 | $0.97 | — | NOTE 1.125%10/1 | 00922RAB1 |
| — | LENDINGTREE INC NEW | 12,500,000 | $19.66M | 0.1% | $1.57 | $1.36 | — | NOTE 0.625% 6/0 | 52603BAA5 |
| — | WRIGHT MED GROUP N V | 13,500,000 | $19.45M | 0.1% | $1.44 | $1.43 | — | NOTE 2.250%11/1 | 98236JAB4 |
| WFC | WELLS FARGO CO NEW | 825,000 | $19.4M | 0.1% | $23.51 * | $36.87 | -43.4% | Call | 949746101 |
| UBER | UBER TECHNOLOGIES INC | 529,949 | $19.33M | 0.1% | $36.48 | $32.95 | +10.7% | COM | 90353T100 |
| — | BLACKLINE INC | 14,000,000 | $19.3M | 0.1% | $1.38 | $1.38 | — | NOTE 0.125% 8/0 | 09239BAB5 |
| — | RITCHIE BROS AUCTIONEERS | 322,200 | $19.09M | 0.1% | $59.25 | $59.25 | — | Call | 767744105 |
| — | ADVANCED MICRO DEVICES INC | 1,862,000 | $19.07M | 0.1% | $10.24 | $1.69 | — | NOTE 2.125% 9/0 | 007903BD8 |
| — | ZENDESK INC | 10,871,000 | $18.63M | 0.1% | $1.71 | $1.46 | — | NOTE 0.250% 3/1 | 98936JAB7 |
| — | SOUTHERN CO | 400,000 | $18.62M | 0.1% | $46.54 | $53.51 | — | UNIT 08/01/2022 | 842587602 |
| MPC | MARATHON PETE CORP | 619,222 | $18.17M | 0.1% | $29.34 * | $43.81 | -42.1% | COM | 56585A102 |
| V | VISA INC | 90,600 | $18.12M | 0.1% | $199.97 * | $81.23 | +137.0% | Call | 92826C839 |
| — | PINDUODUO INC | 10,000,000 | $18.1M | 0.1% | $1.81 | $1.81 | — | NOTE 10/0 | 722304AB8 |
| — | ZILLOW GROUP INC | 7,500,000 | $17.93M | 0.1% | $2.39 | $2.39 | — | NOTE 1.375% 9/0 | 98954MAG6 |
| — | TTM TECHNOLOGIES INC | 15,000,000 | $17.9M | 0.1% | $1.19 | $1.35 | — | NOTE 1.750%12/1 | 87305RAD1 |
| SYY | SYSCO CORP | 286,336 | $17.82M | 0.1% | $62.22 * | $51.23 | +5.2% | COM | 871829107 |
| — | GUESS INC | 21,838,000 | $17.64M | 0.1% | $0.81 | $0.67 | — | NOTE 2.000% 4/1 | 401617AD7 |
| — | INVITAE CORP | 10,692,000 | $17.6M | 0.1% | $1.65 | $1.65 | — | NOTE 2.000% 9/0 | 46185LAB9 |
| — | INNOVIVA INC | 18,254,000 | $17.56M | 0.1% | $0.96 | $1.12 | — | NOTE 2.500% 8/1 | 45781MAB7 |
| USB | US BANCORP DEL | 486,369 | $17.44M | 0.1% | $35.85 * | $38.60 | -25.7% | COM NEW | 902973304 |
| NEE | NEXTERA ENERGY INC | 62,431 | $17.33M | 0.1% | $277.55 * | $22.36 | +171.8% | COM | 65339F101 |
| ORCL | ORACLE CORP | 286,647 | $17.11M | 0.1% | $59.70 * | $38.38 | +44.5% | COM | 68389X105 |
| — | NEW RELIC INC | 17,830,000 | $17.04M | 0.1% | $0.96 | $1.06 | — | NOTE 0.500% 5/0 | 64829BAB6 |
| DHR | DANAHER CORPORATION | 78,874 | $16.98M | 0.1% | $215.33 * | $97.98 | +90.4% | COM | 235851102 |
| EQIX | EQUINIX INC | 22,315 | $16.96M | 0.1% | $760.12 * | $459.89 | +49.6% | COM | 29444U700 |
| PPG | PPG INDS INC | 135,767 | $16.57M | 0.1% | $122.08 * | $94.18 | +17.0% | COM | 693506107 |
| SCHW | SCHWAB CHARLES CORP | 452,456 | $16.39M | 0.1% | $36.23 * | $39.72 | -14.9% | COM | 808513105 |
| AXP | AMERICAN EXPRESS CO | 163,345 | $16.38M | 0.1% | $100.25 * | $65.31 | +43.4% | COM | 025816109 |
| — | HESS CORP | 398,746 | $16.32M | 0.1% | $40.93 | $58.62 | — | COM | 42809H107 |
| AL | AIR LEASE CORP | 540,469 | $15.9M | 0.1% | $29.42 * | $33.97 | -21.0% | CL A | 00912X302 |
| DXCM | DEXCOM INC | 38,026 | $15.68M | 0.1% | $412.22 * | $102.20 | +0.8% | COM | 252131107 |
| SPGI | S&P GLOBAL INC | 43,101 | $15.54M | 0.1% | $360.59 * | $182.78 | +88.9% | COM | 78409V104 |
| — | SYNAPTICS INC | 12,500,000 | $15.52M | 0.1% | $1.24 | $0.98 | — | NOTE 0.500% 6/1 | 87157DAD1 |
| — | COUPA SOFTWARE INC | 56,199 | $15.41M | 0.1% | $274.24 | $184.20 | — | COM | 22266L106 |
| GILD | GILEAD SCIENCES INC | 243,822 | $15.41M | 0.1% | $63.19 * | $53.46 | -3.5% | COM | 375558103 |
| COF | CAPITAL ONE FINL CORP | 214,187 | $15.39M | 0.1% | $71.86 * | $78.31 | -16.2% | COM | 14040H105 |
| — | CENTERPOINT ENERGY INC | 420,000 | $15.3M | 0.1% | $36.44 | $50.37 | — | DEP RP PFD CV B | 15189T503 |
| NOW | SERVICENOW INC | 31,253 | $15.16M | 0.1% | $485.01 * | $64.94 | +49.4% | COM | 81762P102 |
| META | FACEBOOK INC | 57,700 | $15.11M | 0.1% | $261.91 | $96.00 | +170.9% | Call | 30303M102 |
| — | BLACKROCK INC | 26,763 | $15.08M | 0.1% | $563.54 | $415.26 | — | COM | 09247X101 |
| — | TWITTER INC | 15,000,000 | $14.94M | 0.1% | $1.00 | $0.89 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| — | WORKIVA INC | 14,856,000 | $14.86M | 0.1% | $1.00 | $1.00 | — | NOTE 1.125% 8/1 | 98139AAB1 |
| — | GENERAL ELECTRIC CO | 2,380,187 | $14.83M | 0.1% | $6.23 | $21.86 | — | COM | 369604103 |
| APD | AIR PRODS & CHEMS INC | 49,570 | $14.77M | 0.1% | $297.86 * | $131.13 | +99.7% | COM | 009158106 |
| — | PG&E CORP | 150,000 | $14.71M | 0.1% | $98.09 | $98.09 | — | UNIT 99/99/9999 | 69331C140 |
| EWU | ISHARES TR | 574,500 | $14.64M | 0.1% | $25.49 | $31.67 | -19.5% | MSCI UK ETF NEW | 46435G334 |
| — | LIBERTY MEDIA CORP DEL | 30,892,000 | $14.57M | 0.1% | $0.47 | $1.06 | — | DEB 2.250% 9/3 | 531229AE2 |
| — | SPIRIT AIRLS INC | 10,000,000 | $14.55M | 0.1% | $1.46 | $1.50 | — | NOTE 4.750% 5/1 | 848577AA0 |
| MO | ALTRIA GROUP INC | 367,767 | $14.21M | 0.1% | $38.64 * | $27.27 | -6.0% | COM | 02209S103 |
| SNOW | SNOWFLAKE INC | 56,460 | $14.17M | 0.1% | $250.99 | $238.10 | +5.4% | CL A | 833445109 |
| — | FTI CONSULTING INC | 11,415,000 | $14.09M | 0.1% | $1.23 | $1.22 | — | NOTE 2.000% 8/1 | 302941AP4 |
| EW | EDWARDS LIFESCIENCES CORP | 176,369 | $14.08M | 0.1% | $79.82 | $62.97 | +26.8% | COM | 28176E108 |
| DTE | DTE ENERGY CO | 122,123 | $14.05M | 0.1% | $115.04 * | $87.47 | -5.9% | COM | 233331107 |
| — | ENVESTNET INC | 10,911,000 | $13.97M | 0.1% | $1.28 | $1.20 | — | NOTE 1.750% 6/0 | 29404KAB2 |
| — | LAM RESEARCH CORP | 42,000 | $13.93M | 0.1% | $331.76 | $149.28 | — | Call | 512807108 |
| — | INFINERA CORP | 15,000,000 | $13.91M | 0.1% | $0.93 | $1.01 | — | NOTE 2.125% 9/0 | 45667GAC7 |
| TXN | TEXAS INSTRS INC | 97,349 | $13.9M | 0.1% | $142.79 * | $70.66 | +74.1% | COM | 882508104 |
| CMG | CHIPOTLE MEXICAN GRILL INC | 11,101 | $13.81M | 0.1% | $1243.67 * | $18.51 | +34.3% | COM | 169656105 |
| INTU | INTUIT | 41,855 | $13.65M | 0.1% | $326.22 * | $217.13 | +45.3% | COM | 461202103 |
| CB | CHUBB LIMITED | 116,123 | $13.48M | 0.1% | $116.12 * | $116.92 | -7.9% | COM | H1467J104 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 11,100,000 | $13.44M | 0.1% | $1.21 | $1.03 | — | NOTE 1.875% 6/0 | 049164BJ4 |
| MMM | 3M CO | 83,155 | $13.32M | 0.1% | $160.18 * | $108.78 | +1.5% | COM | 88579Y101 |
| DUK | DUKE ENERGY CORP NEW | 149,190 | $13.21M | 0.1% | $88.56 * | $49.72 | +45.0% | COM NEW | 26441C204 |
| XLF | SELECT SECTOR SPDR TR | 542,500 | $13.06M | 0.1% | $24.07 | — | — | Call | 81369Y605 |
| LAD | LITHIA MTRS INC | 57,143 | $13.03M | 0.1% | $227.95 | $125.96 | +81.0% | CL A | 536797103 |
| JNK | SPDR SER TR | 123,992 | $12.93M | 0.1% | $104.27 | $107.89 | -3.4% | BLOOMBERG BRCLYS | 78468R622 |
| — | ALEXION PHARMACEUTICALS INC | 109,160 | $12.49M | 0.1% | $114.43 | $120.33 | — | COM | 015351109 |
| EFA | ISHARES TR | 195,550 | $12.45M | 0.1% | $63.65 | $67.96 | -6.3% | MSCI EAFE ETF | 464287465 |
| JBHT | HUNT J B TRANS SVCS INC | 98,000 | $12.38M | 0.1% | $126.38 * | $126.74 | -5.0% | Call | 445658107 |
| CVS | CVS HEALTH CORP | 210,572 | $12.3M | 0.1% | $58.40 * | $51.98 | -5.3% | COM | 126650100 |
| KMI | KINDER MORGAN INC DEL | 994,709 | $12.27M | 0.1% | $12.33 * | $12.88 | -30.0% | COM | 49456B101 |
| — | PENN NATL GAMING INC | 3,817,000 | $12.21M | 0.1% | $3.20 | $1.50 | — | NOTE 2.750% 5/1 | 707569AU3 |
| IBM | INTERNATIONAL BUSINESS MACHS | 99,929 | $12.16M | 0.1% | $121.67 * | $104.09 | -10.4% | COM | 459200101 |
| BABA | ALIBABA GROUP HLDG LTD | 40,900 | $12.02M | 0.1% | $293.99 | $170.63 | +72.3% | Call | 01609W102 |
| BDX | BECTON DICKINSON & CO | 51,511 | $11.99M | 0.1% | $232.69 * | $220.91 | -5.5% | COM | 075887109 |
| GM | GENERAL MTRS CO | 402,497 | $11.91M | 0.1% | $29.59 * | $31.98 | -10.7% | COM | 37045V100 |
| SYK | STRYKER CORPORATION | 56,781 | $11.83M | 0.1% | $208.36 * | $81.30 | +142.8% | COM | 863667101 |
| — | NUTANIX INC | 12,500,000 | $11.77M | 0.1% | $0.94 | $1.05 | — | NOTE 1/1 | 67059NAB4 |
| — | INTERNATIONAL FLAVORS&FRAGRA | 264,706 | $11.73M | 0.1% | $44.30 | $57.50 | — | UNIT 09/15/2021 | 459506309 |
| FDX | FEDEX CORP | 46,600 | $11.72M | 0.1% | $251.52 * | $143.32 | +59.1% | COM | 31428X106 |
| — | APTIV PLC | 127,627 | $11.7M | 0.1% | $91.68 | $87.25 | — | SHS | G6095L109 |
| — | FIREEYE INC | 12,500,000 | $11.66M | 0.1% | $0.93 | $0.92 | — | NOTE 0.875% 6/0 | 31816QAF8 |
| — | ALTERYX INC | 11,549,000 | $11.6M | 0.1% | $1.00 | $1.00 | — | NOTE 1.000% 8/0 | 02156BAF0 |
| ADP | AUTOMATIC DATA PROCESSING IN | 83,129 | $11.6M | 0.1% | $139.49 * | $128.30 | -2.5% | COM | 053015103 |
| — | TIFFANY & CO NEW | 100,040 | $11.59M | 0.1% | $115.85 | $130.28 | — | COM | 886547108 |
| — | ALTERYX INC | 11,547,000 | $11.53M | 0.1% | $1.00 | $1.00 | — | NOTE 0.500% 8/0 | 02156BAD5 |
| — | CSG SYS INTL INC | 11,000,000 | $11.51M | 0.1% | $1.05 | $1.04 | — | NOTE 4.250% 3/1 | 126349AF6 |
| — | LIVEPERSON INC | 7,500,000 | $11.5M | 0.1% | $1.53 | $1.24 | — | NOTE 0.750% 3/0 | 538146AB7 |
| — | XILINX INC | 110,137 | $11.48M | 0.1% | $104.24 | $77.57 | — | COM | 983919101 |
| DAL | DELTA AIR LINES INC DEL | 373,937 | $11.44M | 0.1% | $30.58 * | $29.77 | -0.1% | COM NEW | 247361702 |
| GNRC | GENERAC HLDGS INC | 58,480 | $11.32M | 0.1% | $193.64 | $104.10 | +86.0% | COM | 368736104 |
| — | MICROCHIP TECHNOLOGY INC. | 7,500,000 | $11.27M | 0.1% | $1.50 | $1.21 | — | NOTE 2.250% 2/1 | 595017AH7 |
| — | ACTIVISION BLIZZARD INC | 138,204 | $11.19M | 0.1% | $80.95 | $61.86 | — | COM | 00507V109 |
| — | ALTAIR ENGR INC | 10,000,000 | $11.11M | 0.1% | $1.11 | $1.09 | — | NOTE 0.250% 6/0 | 021369AA1 |
| KMB | KIMBERLY CLARK CORP | 74,836 | $11.05M | 0.1% | $147.66 * | $84.66 | +44.1% | COM | 494368103 |
| EMR | EMERSON ELEC CO | 168,101 | $11.02M | 0.1% | $65.57 * | $54.28 | +8.1% | COM | 291011104 |
| — | MOMO INC | 13,908,000 | $10.92M | 0.1% | $0.79 | $0.90 | — | NOTE 1.250% 7/0 | 60879BAB3 |
| — | YY INC | 10,000,000 | $10.87M | 0.1% | $1.09 | $1.11 | — | NOTE 0.750% 6/1 | 98426TAD8 |
| BLD | TOPBUILD CORP | 63,673 | $10.87M | 0.1% | $170.70 | $67.54 | +152.7% | COM | 89055F103 |
| — | YY INC | 10,000,000 | $10.85M | 0.1% | $1.08 | $1.10 | — | NOTE 1.375% 6/1 | 98426TAF3 |
| — | IQIYI INC | 10,000,000 | $10.69M | 0.1% | $1.07 | $1.11 | — | NOTE 3.750%12/0 | 46267XAB4 |
| WMT | WALMART INC | 75,000 | $10.49M | 0.1% | $139.91 * | $25.93 | +67.5% | Call | 931142103 |
| — | INSIGHT ENTERPRISES INC | 10,000,000 | $10.49M | 0.1% | $1.05 | $1.05 | — | NOTE 0.750% 2/1 | 45765UAB9 |
| COP | CONOCOPHILLIPS | 319,185 | $10.48M | 0.1% | $32.84 * | $45.21 | -40.1% | COM | 20825C104 |
| — | 8X8 INC NEW | 11,086,000 | $10.33M | 0.1% | $0.93 | $0.85 | — | NOTE 0.500% 2/0 | 282914AB6 |
| ASML | ASML HOLDING N V | 27,947 | $10.32M | 0.1% | $369.27 | $285.59 | +29.3% | N Y REGISTRY SHS | N07059210 |
| — | MONGODB INC | 3,000,000 | $10.23M | 0.1% | $3.41 | $1.90 | — | NOTE 0.750% 6/1 | 60937PAB2 |
| ITW | ILLINOIS TOOL WKS INC | 52,709 | $10.18M | 0.1% | $193.21 * | $83.97 | +103.8% | COM | 452308109 |
| WMB | WILLIAMS COS INC | 518,112 | $10.18M | 0.1% | $19.65 * | $16.52 | -8.7% | COM | 969457100 |
| F | FORD MTR CO DEL | 1,522,591 | $10.14M | 0.1% | $6.66 * | $7.61 | -33.6% | COM | 345370860 |
| — | OSI SYSTEMS INC | 10,000,000 | $10.12M | 0.1% | $1.01 | $0.92 | — | NOTE 1.250% 9/0 | 671044AD7 |
| FISV | FISERV INC | 98,203 | $10.12M | 0.1% | $103.05 | $59.90 | +72.0% | COM | 337738108 |
| — | HERBALIFE LTD | 10,000,000 | $10.07M | 0.1% | $1.01 | $0.97 | — | NOTE 2.625% 3/1 | 42703MAD5 |
| SWK | STANLEY BLACK & DECKER INC | 61,334 | $9.948M | 0.1% | $162.19 * | $114.02 | +20.2% | COM | 854502101 |
| BKNG | BOOKING HOLDINGS INC | 5,761 | $9.855M | 0.1% | $1710.64 | $1816.55 | -7.3% | COM | 09857L108 |
| — | VIAVI SOLUTIONS INC | 8,750,000 | $9.753M | 0.1% | $1.11 | $1.16 | — | NOTE 1.750% 6/0 | 925550AE5 |
| ADSK | AUTODESK INC | 42,181 | $9.744M | 0.1% | $231.00 | $105.67 | +118.6% | COM | 052769106 |
| — | VISHAY INTERTECHNOLOGY INC | 10,000,000 | $9.696M | 0.1% | $0.97 | $0.94 | — | NOTE 2.250% 6/1 | 928298AP3 |
| — | PURE STORAGE INC | 10,000,000 | $9.661M | 0.1% | $0.97 | $0.96 | — | NOTE 0.125% 4/1 | 74624MAB8 |
| CL | COLGATE PALMOLIVE CO | 124,571 | $9.611M | 0.1% | $77.15 * | $51.57 | +32.2% | COM | 194162103 |
| AEP | AMERICAN ELEC PWR CO INC | 117,300 | $9.587M | 0.1% | $81.73 * | $46.50 | +45.2% | COM | 025537101 |
| DE | DEERE & CO | 43,070 | $9.546M | 0.1% | $221.64 * | $92.51 | +123.8% | COM | 244199105 |
| — | WEIBO CORP | 10,000,000 | $9.544M | 0.1% | $0.95 | $0.94 | — | NOTE 1.250%11/1 | 948596AC5 |
| POOL | POOL CORP | 28,511 | $9.538M | 0.1% | $334.54 * | $278.84 | +13.0% | COM | 73278L105 |
| — | PLURALSIGHT INC | 10,693,000 | $9.53M | 0.1% | $0.89 | $0.88 | — | NOTE 0.375% 3/0 | 72941BAB2 |
| BIIB | BIOGEN INC | 33,293 | $9.445M | 0.1% | $283.69 | $317.34 | -10.6% | COM | 09062X103 |
| — | IRONWOOD PHARMACEUTICALS INC | 9,500,000 | $9.404M | 0.1% | $0.99 | $0.99 | — | NOTE 1.500% 6/1 | 46333XAH1 |
| SLM | SLM CORP | 1,161,376 | $9.396M | 0.1% | $8.09 | $7.47 | +8.2% | COM | 78442P106 |
| PLMR | PALOMAR HLDGS INC | 90,087 | $9.389M | 0.1% | $104.22 | $54.44 | +91.5% | COM | 69753M105 |
| CBOE | CBOE GLOBAL MARKETS INC | 106,332 | $9.33M | 0.1% | $87.74 * | $93.27 | -12.2% | COM | 12503M108 |
| IWN | ISHARES TR | 93,905 | $9.328M | 0.1% | $99.33 | $123.65 | -19.7% | RUS 2000 VAL ETF | 464287630 |
| — | SLACK TECHNOLOGIES INC | 346,980 | $9.32M | 0.1% | $26.86 | $30.77 | — | COM CL A | 83088V102 |
| BALL | BALL CORP | 112,123 | $9.32M | 0.1% | $83.12 * | $39.89 | +95.5% | COM | 058498106 |
| — | DISH NETWORK CORPORATION | 10,256,000 | $9.315M | 0.1% | $0.91 | $0.85 | — | NOTE 2.375% 3/1 | 25470MAD1 |
| MGM | MGM RESORTS INTERNATIONAL | 425,766 | $9.26M | 0.1% | $21.75 | $27.24 | -20.2% | COM | 552953101 |
| — | SUPERNUS PHARMACEUTICALS INC | 10,000,000 | $9.237M | 0.1% | $0.92 | $0.98 | — | NOTE 0.625% 4/0 | 868459AD0 |
| — | INSMED INC | 8,500,000 | $9.232M | 0.1% | $1.09 | $0.89 | — | NOTE 1.750% 1/1 | 457669AA7 |
| XEL | XCEL ENERGY INC | 133,052 | $9.182M | 0.1% | $69.01 * | $37.53 | +55.9% | COM | 98389B100 |
| — | SQUARE INC | 4,218,000 | $9.107M | 0.1% | $2.16 | $1.19 | — | NOTE 0.500% 5/1 | 852234AD5 |
| — | DOCUSIGN INC | 3,008,000 | $9.104M | 0.1% | $3.03 | $1.26 | — | NOTE 0.500% 9/1 | 256163AB2 |
| VRSK | VERISK ANALYTICS INC | 49,071 | $9.093M | 0.1% | $185.30 * | $115.05 | +55.8% | COM | 92345Y106 |
| — | LIGAND PHARMACEUTICALS INC | 10,000,000 | $9.091M | 0.1% | $0.91 | $0.86 | — | NOTE 0.750% 5/1 | 53220KAF5 |
| SO | SOUTHERN CO | 166,169 | $9.01M | 0.1% | $54.22 * | $41.68 | +6.6% | COM | 842587107 |
| — | PIONEER NAT RES CO | 104,108 | $8.952M | 0.1% | $85.99 | $154.28 | — | COM | 723787107 |
| LVS | LAS VEGAS SANDS CORP | 187,601 | $8.753M | 0.1% | $46.66 * | $44.99 | -1.0% | COM | 517834107 |
| — | AXONICS MODULATION TECHNOLOG | 171,135 | $8.735M | 0.1% | $51.04 | $36.74 | — | COM | 05465P101 |
| D | DOMINION ENERGY INC | 110,468 | $8.719M | 0.1% | $78.93 * | $48.22 | +30.4% | COM | 25746U109 |
| — | MYOKARDIA INC | 63,551 | $8.664M | 0.1% | $136.33 | $93.15 | — | COM | 62857M105 |
| NTRS | NORTHERN TR CORP | 110,351 | $8.604M | 0.1% | $77.97 * | $80.72 | -17.7% | COM | 665859104 |
| — | ARES CAPITAL CORP | 8,425,000 | $8.589M | 0.1% | $1.02 | $1.02 | — | NOTE 3.750% 2/0 | 04010LAT0 |
| SHW | SHERWIN WILLIAMS CO | 12,151 | $8.466M | 0.1% | $696.73 * | $132.03 | +67.9% | COM | 824348106 |
| — | GDS HLDGS LTD | 5,000,000 | $8.447M | 0.1% | $1.69 | $0.98 | — | NOTE 2.000% 6/0 | 36165LAB4 |
| RNG | RINGCENTRAL INC | 30,743 | $8.442M | 0.1% | $274.60 | $133.18 | +106.2% | CL A | 76680R206 |
| GIS | GENERAL MLS INC | 136,231 | $8.403M | 0.1% | $61.68 * | $35.43 | +45.2% | COM | 370334104 |
| FRCB | FIRST REP BK SAN FRANCISCO C | 76,636 | $8.358M | 0.1% | $109.06 | $84.57 | +27.0% | COM | 33616C100 |
| INSP | INSPIRE MED SYS INC | 64,677 | $8.347M | 0.1% | $129.06 | $59.02 | +118.7% | COM | 457730109 |
| ORLY | OREILLY AUTOMOTIVE INC | 18,076 | $8.334M | 0.1% | $461.05 * | $19.06 | +61.3% | COM | 67103H107 |
| — | LIVE NATION ENTERTAINMENT IN | 7,530,000 | $8.323M | 0.1% | $1.11 | $1.07 | — | NOTE 2.500% 3/1 | 538034AQ2 |
| BP | BP PLC | 475,000 | $8.294M | 0.1% | $17.46 | $39.55 | -55.9% | SPONSORED ADR | 055622104 |
| — | VIAVI SOLUTIONS INC | 7,275,000 | $8.279M | 0.1% | $1.14 | $1.01 | — | NOTE 1.000% 3/0 | 925550AB1 |
| — | IMMUNOMEDICS INC | 94,422 | $8.029M | 0.1% | $85.03 | $56.47 | — | COM | 452907108 |
| NEM | NEWMONT CORP | 126,479 | $8.025M | 0.1% | $63.45 * | $32.71 | +64.5% | COM | 651639106 |
| EBAY | EBAY INC. | 153,721 | $8.009M | 0.1% | $52.10 * | $25.31 | +88.1% | COM | 278642103 |
| DG | DOLLAR GEN CORP NEW | 38,190 | $8.005M | 0.1% | $209.61 * | $83.11 | +133.5% | COM | 256677105 |
| — | ISTAR INC | 7,500,000 | $7.994M | 0.1% | $1.07 | $0.95 | — | NOTE 3.125% 9/1 | 45031UCB5 |
| — | REDFIN CORP | 159,750 | $7.977M | 0.1% | $49.93 | $19.68 | — | COM | 75737F108 |
| LYFT | LYFT INC | 289,061 | $7.964M | 0.1% | $27.55 | $42.27 | -34.8% | CL A COM | 55087P104 |
| SITM | SITIME CORP | 94,449 | $7.937M | 0.1% | $84.03 | $30.29 | +177.4% | COM | 82982T106 |
| FBIN | FORTUNE BRANDS HOME & SEC IN | 91,621 | $7.927M | 0.1% | $86.52 * | $38.95 | +75.3% | COM | 34964C106 |
| PLD | PROLOGIS INC. | 78,746 | $7.923M | 0.1% | $100.61 * | $39.88 | +118.1% | COM | 74340W103 |
| — | NRG ENERGY INC | 7,598,000 | $7.91M | 0.1% | $1.04 | $1.08 | — | DBCV 2.750% 6/0 | 629377CG5 |
| LGIH | LGI HOMES INC | 67,915 | $7.89M | 0.1% | $116.17 | $75.11 | +54.7% | COM | 50187T106 |
| DD | DUPONT DE NEMOURS INC | 140,859 | $7.815M | 0.1% | $55.48 * | $27.19 | -22.8% | COM | 26614N102 |
| AJG | GALLAGHER ARTHUR J & CO | 73,892 | $7.802M | 0.1% | $105.59 * | $56.40 | +76.8% | COM | 363576109 |
| CSTL | CASTLE BIOSCIENCES INC | 151,592 | $7.8M | 0.1% | $51.45 | $30.13 | +70.8% | COM | 14843C105 |
| ALL | ALLSTATE CORP | 82,760 | $7.791M | 0.1% | $94.14 * | $56.94 | +45.4% | COM | 020002101 |
| — | RAPID7 INC | 5,000,000 | $7.783M | 0.1% | $1.56 | $1.28 | — | NOTE 1.250% 8/0 | 753422AB0 |
| BK | BANK NEW YORK MELLON CORP | 226,303 | $7.771M | 0.1% | $34.34 * | $35.38 | -16.7% | COM | 064058100 |
| SLB | SCHLUMBERGER LTD | 488,461 | $7.6M | 0.0% | $15.56 * | $53.06 | -73.8% | COM | 806857108 |
| CHD | CHURCH & DWIGHT INC | 80,939 | $7.585M | 0.0% | $93.71 * | $49.46 | +78.1% | COM | 171340102 |
| — | HELIX ENERGY SOLUTIONS GRP I | 8,300,000 | $7.537M | 0.0% | $0.91 | $0.68 | — | NOTE 4.125% 9/1 | 42330PAJ6 |
| AIZ | ASSURANT INC | 62,126 | $7.537M | 0.0% | $121.32 * | $85.02 | +30.2% | COM | 04621X108 |
| — | CITRIX SYS INC | 54,596 | $7.518M | 0.0% | $137.70 | $97.99 | — | COM | 177376100 |
| CTSH | COGNIZANT TECHNOLOGY SOLUTIO | 108,102 | $7.504M | 0.0% | $69.42 * | $52.68 | +21.6% | CL A | 192446102 |
| PCAR | PACCAR INC | 87,627 | $7.473M | 0.0% | $85.28 * | $33.68 | +38.5% | COM | 693718108 |
| — | MGM GROWTH PPTYS LLC | 265,500 | $7.429M | 0.0% | $27.98 | $24.87 | — | CL A COM | 55303A105 |
| — | IRONWOOD PHARMACEUTICALS INC | 7,500,000 | $7.424M | 0.0% | $0.99 | $0.99 | — | NOTE 0.750% 6/1 | 46333XAF5 |
| CX | CEMEX SAB DE CV | 1,921,041 | $7.3M | 0.0% | $3.80 | $3.27 | +16.2% | SPON ADR NEW | 151290889 |
| SPT | SPROUT SOCIAL INC | 187,851 | $7.231M | 0.0% | $38.49 | $19.46 | +97.9% | COM CL A | 85209W109 |
| ILMN | ILLUMINA INC | 23,168 | $7.161M | 0.0% | $309.09 * | $194.75 | +54.4% | COM | 452327109 |
| NSC | NORFOLK SOUTHN CORP | 33,160 | $7.096M | 0.0% | $213.99 * | $115.28 | +66.6% | COM | 655844108 |
| ED | CONSOLIDATED EDISON INC | 91,183 | $7.094M | 0.0% | $77.80 * | $56.26 | +14.5% | COM | 209115104 |
| ROST | ROSS STORES INC | 75,907 | $7.084M | 0.0% | $93.32 * | $76.46 | +15.4% | COM | 778296103 |
| CI | CIGNA CORP NEW | 41,528 | $7.035M | 0.0% | $169.40 * | $187.13 | -17.2% | COM | 125523100 |
| APH | AMPHENOL CORP NEW | 63,898 | $6.918M | 0.0% | $108.27 * | $15.68 | +64.4% | CL A | 032095101 |
| PYPL | PAYPAL HLDGS INC | 35,000 | $6.896M | 0.0% | $197.03 | $84.42 | +132.9% | Call | 70450Y103 |
| IVV | ISHARES TR | 20,394 | $6.854M | 0.0% | $336.08 | $245.53 | +36.9% | CORE S&P500 ETF | 464287200 |
| DLR | DIGITAL RLTY TR INC | 45,874 | $6.732M | 0.0% | $146.75 * | $77.01 | +58.9% | COM | 253868103 |
| ARE | ALEXANDRIA REAL ESTATE EQ IN | 42,029 | $6.725M | 0.0% | $160.01 * | $90.98 | +42.2% | COM | 015271109 |
| — | QUOTIENT TECHNOLOGY INC | 7,000,000 | $6.699M | 0.0% | $0.96 | $0.95 | — | NOTE 1.750%12/0 | 749119AB9 |
| CMS | CMS ENERGY CORP | 108,905 | $6.688M | 0.0% | $61.41 * | $33.15 | +57.9% | COM | 125896100 |
| DOW | DOW INC | 140,858 | $6.627M | 0.0% | $47.05 * | $36.37 | -2.7% | COM | 260557103 |
| ETR | ENTERGY CORP NEW | 66,675 | $6.569M | 0.0% | $98.52 * | $32.77 | +23.9% | COM | 29364G103 |
| — | KELLOGG CO | 100,408 | $6.485M | 0.0% | $64.59 * | $43.44 | +15.8% | COM | 487836108 |
| ETN | EATON CORP PLC | 63,424 | $6.471M | 0.0% | $102.03 * | $53.59 | +74.2% | SHS | G29183103 |
| — | WALGREENS BOOTS ALLIANCE INC | 179,026 | $6.431M | 0.0% | $35.92 | $77.06 | — | COM | 931427108 |
| SWKS | SKYWORKS SOLUTIONS INC | 44,000 | $6.402M | 0.0% | $145.50 * | $84.82 | +50.2% | COM | 83088M102 |
| AMP | AMERIPRISE FINL INC | 41,417 | $6.383M | 0.0% | $154.12 * | $125.23 | +13.3% | COM | 03076C106 |
| — | FLEXION THERAPEUTICS INC | 8,091,000 | $6.377M | 0.0% | $0.79 | $1.22 | — | NOTE 3.375% 5/0 | 33938JAB2 |
| PEG | PUBLIC SVC ENTERPRISE GRP IN | 115,969 | $6.368M | 0.0% | $54.91 * | $35.23 | +30.7% | COM | 744573106 |
| — | RH | 3,131,000 | $6.361M | 0.0% | $2.03 | $1.08 | — | NOTE 6/1 | 74967XAA1 |
| LYFT | LYFT INC | 230,000 | $6.337M | 0.0% | $27.55 | $42.27 | -34.8% | Call | 55087P104 |
| SHOP | SHOPIFY INC | 6,100 | $6.24M | 0.0% | $1022.95 * | $31.18 | +228.1% | Call | 82509L107 |
| MNST | MONSTER BEVERAGE CORP NEW | 77,763 | $6.237M | 0.0% | $80.21 * | $24.48 | +63.8% | COM | 61174X109 |
| PAYX | PAYCHEX INC | 78,020 | $6.224M | 0.0% | $79.77 * | $69.53 | -1.1% | COM | 704326107 |
| EL | LAUDER ESTEE COS INC | 28,193 | $6.153M | 0.0% | $218.25 * | $172.76 | +17.3% | CL A | 518439104 |
| PSA | PUBLIC STORAGE | 27,592 | $6.145M | 0.0% | $222.71 * | $152.45 | +16.8% | COM | 74460D109 |
| SAM | BOSTON BEER INC | 6,919 | $6.111M | 0.0% | $883.22 | $439.84 | +100.8% | CL A | 100557107 |
| KR | KROGER CO | 179,829 | $6.098M | 0.0% | $33.91 * | $23.02 | +31.7% | COM | 501044101 |
| — | BENEFITFOCUS INC | 7,500,000 | $6.095M | 0.0% | $0.81 | $0.87 | — | NOTE 1.250%12/1 | 08180DAB2 |
| FCX | FREEPORT-MCMORAN INC | 387,490 | $6.06M | 0.0% | $15.64 * | $11.97 | +22.3% | CL B | 35671D857 |
| JKHY | HENRY JACK & ASSOC INC | 37,107 | $6.033M | 0.0% | $162.58 * | $128.02 | +19.1% | COM | 426281101 |
| WMS | ADVANCED DRAIN SYS INC DEL | 96,112 | $6.002M | 0.0% | $62.45 * | $36.69 | +66.2% | COM | 00790R104 |
| TRV | TRAVELERS COMPANIES INC | 55,243 | $5.977M | 0.0% | $108.19 * | $94.24 | +3.2% | COM | 89417E109 |
| NOK | NOKIA CORP | 1,520,000 | $5.943M | 0.0% | $3.91 | $3.52 | +11.1% | SPONSORED ADR | 654902204 |
| — | FIREEYE INC | 6,102,000 | $5.942M | 0.0% | $0.97 | $0.92 | — | NOTE 1.625% 6/0 | 31816QAD3 |
| CCS | CENTURY CMNTYS INC | 140,301 | $5.939M | 0.0% | $42.33 * | $30.32 | +30.8% | COM | 156504300 |
| — | OPKO HEALTH INC | 5,000,000 | $5.914M | 0.0% | $1.18 | $0.95 | — | NOTE 4.500% 2/1 | 68375NAD5 |
| JCI | JOHNSON CTLS INTL PLC | 144,724 | $5.912M | 0.0% | $40.85 * | $33.07 | +11.6% | SHS | G51502105 |
| SAIA | SAIA INC | 46,494 | $5.865M | 0.0% | $126.15 | $107.28 | +17.6% | COM | 78709Y105 |
| — | STAMPS COM INC | 24,322 | $5.86M | 0.0% | $240.93 | $192.33 | — | COM NEW | 852857200 |
| ADM | ARCHER DANIELS MIDLAND CO | 125,692 | $5.843M | 0.0% | $46.49 * | $31.66 | +26.8% | COM | 039483102 |
| SE | SEA LTD | 37,852 | $5.831M | 0.0% | $154.05 | $38.42 | +300.9% | SPONSORD ADS | 81141R100 |
| O | REALTY INCOME CORP | 95,655 | $5.811M | 0.0% | $60.75 * | $38.49 | +17.5% | COM | 756109104 |
| ZION | ZIONS BANCORPORATION N A | 198,820 | $5.81M | 0.0% | $29.22 | $44.95 | -35.0% | COM | 989701107 |
| MAA | MID-AMER APT CMNTYS INC | 50,105 | $5.81M | 0.0% | $115.96 * | $90.90 | +6.4% | COM | 59522J103 |
| XYL | XYLEM INC | 69,035 | $5.807M | 0.0% | $84.12 * | $52.71 | +50.1% | COM | 98419M100 |
| AVB | AVALONBAY CMNTYS INC | 38,665 | $5.774M | 0.0% | $149.33 * | $145.85 | -14.3% | COM | 053484101 |
| DGX | QUEST DIAGNOSTICS INC | 50,361 | $5.766M | 0.0% | $114.49 * | $72.49 | +42.5% | COM | 74834L100 |
| MCK | MCKESSON CORP | 38,690 | $5.762M | 0.0% | $148.93 * | $134.05 | +7.6% | COM | 58155Q103 |
| REGN | REGENERON PHARMACEUTICALS | 10,229 | $5.726M | 0.0% | $559.78 | $408.13 | +36.4% | COM | 75886F107 |
| PHM | PULTE GROUP INC | 123,100 | $5.698M | 0.0% | $46.29 * | $39.81 | +10.4% | COM | 745867101 |
| CNC | CENTENE CORP DEL | 97,585 | $5.692M | 0.0% | $58.33 | $60.68 | -3.9% | COM | 15135B101 |
| VFC | V F CORP | 80,210 | $5.635M | 0.0% | $70.25 | $84.51 | -16.9% | COM | 918204108 |
| — | WRIGHT MED GROUP N V | 183,316 | $5.598M | 0.0% | $30.54 | $28.97 | — | ORD SHS | N96617118 |
| — | ON SEMICONDUCTOR CORP | 4,662,000 | $5.596M | 0.0% | $1.20 | $0.97 | — | NOTE 1.000%12/0 | 682189AK1 |
| CME | CME GROUP INC | 33,330 | $5.576M | 0.0% | $167.30 * | $134.65 | +0.9% | COM | 12572Q105 |
| EXPE | EXPEDIA GROUP INC | 60,593 | $5.556M | 0.0% | $91.69 | $114.52 | -20.6% | COM NEW | 30212P303 |
| — | MESA LABS INC | 5,000,000 | $5.544M | 0.0% | $1.11 | $0.99 | — | NOTE 1.375% 8/1 | 59064RAA7 |
| RSG | REPUBLIC SVCS INC | 58,500 | $5.461M | 0.0% | $93.35 * | $83.05 | +4.8% | COM | 760759100 |
| — | DISH NETWORK CORPORATION | 5,933,000 | $5.451M | 0.0% | $0.92 | $1.03 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| AES | AES CORP | 299,950 | $5.432M | 0.0% | $18.11 * | $9.29 | +61.0% | COM | 00130H105 |
| WELL | WELLTOWER INC | 98,167 | $5.408M | 0.0% | $55.09 * | $49.47 | -3.6% | COM | 95040Q104 |
| TDOC | TELADOC HEALTH INC | 24,602 | $5.393M | 0.0% | $219.21 | $105.36 | +108.1% | COM | 87918A105 |
| WU | WESTERN UN CO | 250,694 | $5.372M | 0.0% | $21.43 | $20.17 | — | COM | 959802109 |
| ZBH | ZIMMER BIOMET HOLDINGS INC | 39,451 | $5.371M | 0.0% | $136.14 * | $98.89 | +28.1% | COM | 98956P102 |
| WY | WEYERHAEUSER CO MTN BE | 187,482 | $5.347M | 0.0% | $28.52 * | $23.62 | -1.9% | COM NEW | 962166104 |
| INTC | INTEL CORP | 102,500 | $5.307M | 0.0% | $51.78 * | $32.28 | +44.0% | Call | 458140100 |
| — | TE CONNECTIVITY LTD | 54,171 | $5.295M | 0.0% | $97.75 | $69.93 | — | REG SHS | H84989104 |
| — | TWITTER INC | 118,896 | $5.291M | 0.0% | $44.50 | $34.05 | — | COM | 90184L102 |
| — | GRUBHUB INC | 73,000 | $5.28M | 0.0% | $72.33 | $72.33 | — | COM | 400110102 |
| — | E TRADE FINANCIAL CORP | 105,462 | $5.278M | 0.0% | $50.05 | $34.32 | — | COM NEW | 269246401 |
| HCA | HCA HEALTHCARE INC | 41,962 | $5.232M | 0.0% | $124.68 * | $109.03 | +9.3% | COM | 40412C101 |
| DECK | DECKERS OUTDOOR CORP | 23,733 | $5.221M | 0.0% | $219.99 * | $30.43 | +20.5% | COM | 243537107 |
| FIVN | FIVE9 INC | 40,235 | $5.217M | 0.0% | $129.66 | $53.05 | +144.5% | COM | 338307101 |
| KHC | KRAFT HEINZ CO | 173,068 | $5.183M | 0.0% | $29.95 * | $32.95 | -28.8% | COM | 500754106 |
| AVY | AVERY DENNISON CORP | 40,410 | $5.166M | 0.0% | $127.84 * | $72.96 | +60.5% | COM | 053611109 |
| — | PRICELINE GRP INC | 4,837,000 | $5.159M | 0.0% | $1.07 | $1.05 | — | NOTE 0.900% 9/1 | 741503AX4 |
| GD | GENERAL DYNAMICS CORP | 36,947 | $5.115M | 0.0% | $138.44 * | $102.51 | +19.8% | COM | 369550108 |
| ELV | ANTHEM INC | 18,870 | $5.068M | 0.0% | $268.57 * | $193.43 | +29.4% | COM | 036752103 |
| CHGG | CHEGG INC | 70,217 | $5.017M | 0.0% | $71.45 | $41.45 | +72.4% | COM | 163092109 |
| — | TURNING PT BRANDS INC | 5,634,000 | $4.983M | 0.0% | $0.88 | $0.88 | — | NOTE 2.500% 7/1 | 90041LAE5 |
| — | PROSPECT CAP CORP | 4,884,000 | $4.948M | 0.0% | $1.01 | $1.01 | — | NOTE 4.950% 7/1 | 74348TAR3 |
| TNDM | TANDEM DIABETES CARE INC | 42,160 | $4.785M | 0.0% | $113.50 | $76.49 | +48.4% | COM NEW | 875372203 |
| PNR | PENTAIR PLC | 103,415 | $4.733M | 0.0% | $45.77 * | $37.74 | +13.1% | SHS | G7S00T104 |
| — | AVAYA HLDGS CORP | 5,000,000 | $4.723M | 0.0% | $0.94 | $0.85 | — | NOTE 2.250% 6/1 | 05351XAB7 |
| HDB | HDFC BANK LTD | 94,055 | $4.699M | 0.0% | $49.96 | $50.55 | -1.2% | SPONSORED ADS | 40415F101 |
| PRTS | CARPARTS COM INC | 432,582 | $4.676M | 0.0% | $10.81 | $12.24 | -11.7% | COM | 14427M107 |
| — | HERITAGE INS HLDGS INC | 5,000,000 | $4.66M | 0.0% | $0.93 | $1.16 | — | NOTE 5.875% 8/0 | 42727JAB8 |
| MET | METLIFE INC | 124,453 | $4.626M | 0.0% | $37.17 * | $32.93 | -4.4% | COM | 59156R108 |
| — | PING IDENTITY HLDG CORP | 148,113 | $4.623M | 0.0% | $31.21 | $28.69 | — | COM | 72341T103 |
| IT | GARTNER INC | 36,506 | $4.561M | 0.0% | $124.94 | $155.41 | -19.6% | COM | 366651107 |
| GDS | GDS HLDGS LTD | 55,250 | $4.52M | 0.0% | $81.81 | $47.93 | +70.7% | SPONSORED ADS | 36165L108 |
| — | AMAG PHARMACEUTICALS INC | 5,000,000 | $4.507M | 0.0% | $0.90 | $0.96 | — | NOTE 3.250% 6/0 | 00163UAD8 |
| DRI | DARDEN RESTAURANTS INC | 43,957 | $4.428M | 0.0% | $100.73 * | $64.84 | +32.3% | COM | 237194105 |
| EWW | ISHARES INC | 132,000 | $4.404M | 0.0% | $33.36 | $41.69 | -20.0% | MSCI MEXICO ETF | 464286822 |
| FE | FIRSTENERGY CORP | 150,932 | $4.333M | 0.0% | $28.71 * | $24.49 | -5.9% | COM | 337932107 |
| — | LHC GROUP INC | 20,334 | $4.322M | 0.0% | $212.55 | $119.57 | — | COM | 50187A107 |
| ALLE | ALLEGION PLC | 43,593 | $4.312M | 0.0% | $98.91 * | $64.38 | +43.5% | ORD SHS | G0176J109 |
| TREX | TREX CO INC | 60,103 | $4.303M | 0.0% | $71.59 | $50.48 | +41.8% | COM | 89531P105 |
| — | RETROPHIN INC | 5,000,000 | $4.283M | 0.0% | $0.86 | $0.99 | — | NOTE 2.500% 9/1 | 761299AB2 |
| TFC | TRUIST FINL CORP | 111,535 | $4.244M | 0.0% | $38.05 * | $40.89 | -27.1% | COM | 89832Q109 |
| MEG | MONTROSE ENVIRONMENTAL GROUP | 177,327 | $4.225M | 0.0% | $23.83 | $25.41 | -6.3% | COM | 615111101 |
| — | OAK STR HEALTH INC | 77,667 | $4.15M | 0.0% | $53.43 | $53.43 | — | COM | 67181A107 |
| — | RADIUS HEALTH INC | 5,000,000 | $4.119M | 0.0% | $0.82 | $1.01 | — | NOTE 3.000% 9/0 | 750469AA6 |
| — | HOPE BANCORP INC | 5,000,000 | $4.116M | 0.0% | $0.82 | $0.92 | — | NOTE 2.000% 5/1 | 43940TAB5 |
| SPG | SIMON PPTY GROUP INC NEW | 63,288 | $4.093M | 0.0% | $64.67 * | $99.73 | -52.0% | COM | 828806109 |
| NI | NISOURCE INC | 184,734 | $4.064M | 0.0% | $22.00 * | $19.62 | -6.2% | COM | 65473P105 |
| CTVA | CORTEVA INC | 140,857 | $4.058M | 0.0% | $28.81 * | $25.08 | +8.3% | COM | 22052L104 |
| — | INTERCEPT PHARMACEUTICALS IN | 5,000,000 | $4.037M | 0.0% | $0.81 | $1.12 | — | NOTE 3.250% 7/0 | 45845PAA6 |
| EPD | ENTERPRISE PRODS PARTNERS L | 253,985 | $4.01M | 0.0% | $15.79 | $26.07 | — | COM | 293792107 |
| HPQ | HP INC | 210,361 | $3.995M | 0.0% | $18.99 * | $18.30 | -13.2% | COM | 40434L105 |
| VLO | VALERO ENERGY CORP | 91,854 | $3.979M | 0.0% | $43.32 * | $46.77 | -24.2% | COM | 91913Y100 |
| EXC | EXELON CORP | 110,730 | $3.96M | 0.0% | $35.76 * | $18.83 | +12.5% | COM | 30161N101 |
| UDR | UDR INC | 121,376 | $3.958M | 0.0% | $32.61 * | $28.97 | -7.9% | COM | 902653104 |
| — | EVOLENT HEALTH INC | 5,000,000 | $3.926M | 0.0% | $0.79 | $0.70 | — | NOTE 1.500%10/1 | 30050BAD3 |
| — | SHYFT GROUP INC | 207,078 | $3.91M | 0.0% | $18.88 | $17.12 | — | COM | 825698103 |
| AFL | AFLAC INC | 105,948 | $3.851M | 0.0% | $36.35 * | $33.52 | -4.1% | COM | 001055102 |
| CDLX | CARDLYTICS INC | 54,517 | $3.847M | 0.0% | $70.57 * | $52.37 | +38.8% | COM | 14161W105 |
| WYNN | WYNN RESORTS LTD | 53,527 | $3.844M | 0.0% | $71.81 * | $87.19 | -19.9% | COM | 983134107 |
| MTB | M & T BK CORP | 41,172 | $3.792M | 0.0% | $92.10 * | $127.93 | -39.1% | COM | 55261F104 |
| XYZ | SQUARE INC | 22,949 | $3.73M | 0.0% | $162.53 | $115.65 | +40.5% | CL A | 852234103 |
| LEG | LEGGETT & PLATT INC | 90,167 | $3.712M | 0.0% | $41.17 | $43.51 | -5.4% | COM | 524660107 |
| — | DENBURY INC | 210,268 | $3.701M | 0.0% | $17.60 | $17.60 | — | COM | 24790A101 |
| STT | STATE STR CORP | 62,283 | $3.695M | 0.0% | $59.33 * | $53.80 | -6.6% | COM | 857477103 |
| NUE | NUCOR CORP | 82,000 | $3.679M | 0.0% | $44.87 * | $50.30 | -18.1% | COM | 670346105 |
| EIX | EDISON INTL | 71,589 | $3.64M | 0.0% | $50.85 * | $39.59 | +1.9% | COM | 281020107 |
| SPWH | SPORTSMANS WHSE HLDGS INC | 253,619 | $3.63M | 0.0% | $14.31 | $9.40 | +52.2% | COM | 84920Y106 |
| SHOP | SHOPIFY INC | 3,538 | $3.619M | 0.0% | $1022.89 * | $31.18 | +228.1% | CL A | 82509L107 |
| MHK | MOHAWK INDS INC | 36,413 | $3.554M | 0.0% | $97.60 | $203.61 | -52.1% | COM | 608190104 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 35,135 | $3.515M | 0.0% | $100.04 * | $52.76 | +77.4% | COM | 45866F104 |
| UBS | UBS GROUP AG | 314,109 | $3.502M | 0.0% | $11.15 | $10.82 | +3.1% | SHS | H42097107 |
| OTIS | OTIS WORLDWIDE CORP | 55,628 | $3.472M | 0.0% | $62.41 * | $47.48 | +21.6% | COM | 68902V107 |
| — | INTERCEPT PHARMACEUTICALS IN | 5,000,000 | $3.465M | 0.0% | $0.69 | $1.00 | — | NOTE 2.000% 5/1 | 45845PAB4 |
| FOXA | FOX CORP | 124,342 | $3.46M | 0.0% | $27.83 * | $34.59 | -24.6% | CL A COM | 35137L105 |
| — | COLLEGIUM PHARMACEUTICAL INC | 3,500,000 | $3.446M | 0.0% | $0.98 | $0.92 | — | NOTE 2.625% 2/1 | 19459JAA2 |
| CARR | CARRIER GLOBAL CORPORATION | 111,253 | $3.398M | 0.0% | $30.54 * | $17.13 | +66.2% | COM | 14448C104 |
| — | 2U INC | 100,054 | $3.387M | 0.0% | $33.85 | $35.35 | — | COM | 90214J101 |
| — | SOUTH JERSEY INDS INC | 100,000 | $3.337M | 0.0% | $33.37 | $57.32 | — | UNIT 99/99/9999 | 838518116 |
| — | APOLLO COML REAL EST FIN INC | 3,500,000 | $3.316M | 0.0% | $0.95 | $1.02 | — | NOTE 4.750% 8/2 | 03762UAB1 |
| — | SVMK INC | 147,177 | $3.254M | 0.0% | $22.11 | $23.50 | — | COM | 78489X103 |
| LPLA | LPL FINL HLDGS INC | 42,356 | $3.247M | 0.0% | $76.66 | $76.35 | +0.4% | COM | 50212V100 |
| — | MIRATI THERAPEUTICS INC | 19,536 | $3.244M | 0.0% | $166.05 | $166.05 | — | COM | 60468T105 |
| — | FITBIT INC | 461,000 | $3.209M | 0.0% | $6.96 | $6.62 | — | CL A | 33812L102 |
| — | APARTMENT INVT & MGMT CO | 94,588 | $3.19M | 0.0% | $33.73 | $50.45 | — | CL A | 03748R754 |
| — | ARES CAPITAL CORP | 3,040,000 | $3.166M | 0.0% | $1.04 | $0.99 | — | NOTE 4.625% 3/0 | 04010LAW3 |
| — | NAUTILUS INC | 183,879 | $3.156M | 0.0% | $17.16 | $17.16 | — | COM | 63910B102 |
| PRPL | PURPLE INNOVATION INC | 126,886 | $3.154M | 0.0% | $24.86 | $14.25 | +74.4% | COM | 74640Y106 |
| LEN | LENNAR CORP | 38,550 | $3.149M | 0.0% | $81.69 * | $48.58 | +51.0% | CL A | 526057104 |
| PRU | PRUDENTIAL FINL INC | 49,561 | $3.148M | 0.0% | $63.52 * | $62.77 | -21.7% | COM | 744320102 |
| ULTA | ULTA BEAUTY INC | 13,905 | $3.114M | 0.0% | $223.95 | $342.15 | -34.5% | COM | 90384S303 |
| PSX | PHILLIPS 66 | 59,977 | $3.109M | 0.0% | $51.84 * | $63.69 | -34.1% | COM | 718546104 |
| ZS | ZSCALER INC | 22,079 | $3.106M | 0.0% | $140.68 | $115.20 | +22.1% | COM | 98980G102 |
| BLFS | BIOLIFE SOLUTIONS INC | 106,018 | $3.068M | 0.0% | $28.94 | $21.60 | +34.0% | COM NEW | 09062W204 |
| — | QUIDEL CORP | 13,975 | $3.066M | 0.0% | $219.39 | $222.18 | — | COM | 74838J101 |
| ZYXIQ | ZYNEX INC | 173,899 | $3.036M | 0.0% | $17.46 * | $8.20 | +105.8% | COM | 98986M103 |
| — | FLIR SYS INC | 84,558 | $3.031M | 0.0% | $35.85 | $40.25 | — | COM | 302445101 |
| — | SEACOR HOLDINGS INC | 4,000,000 | $3.026M | 0.0% | $0.76 | $1.01 | — | NOTE 3.250% 5/1 | 811904AN1 |
| AUDC | AUDIOCODES LTD | 95,876 | $3.016M | 0.0% | $31.46 * | $21.87 | +24.1% | ORD | M15342104 |
| THO | THOR INDS INC | 31,481 | $2.999M | 0.0% | $95.26 * | $69.97 | +22.2% | COM | 885160101 |
| BWIN | BRP GROUP INC | 119,112 | $2.967M | 0.0% | $24.91 | $21.65 | +15.1% | COM CL A | 05589G102 |
| REG | REGENCY CTRS CORP | 78,020 | $2.966M | 0.0% | $38.02 * | $51.04 | -39.8% | COM | 758849103 |
| NTRA | NATERA INC | 41,008 | $2.962M | 0.0% | $72.23 | $47.38 | +52.5% | COM | 632307104 |
| — | VARIAN MED SYS INC | 17,200 | $2.958M | 0.0% | $171.98 | $171.98 | — | COM | 92220P105 |
| LSTR | LANDSTAR SYS INC | 23,279 | $2.922M | 0.0% | $125.52 | $125.52 | — | COM | 515098101 |
| BAND | BANDWIDTH INC | 16,331 | $2.851M | 0.0% | $174.58 | $59.79 | +192.0% | COM CL A | 05988J103 |
| — | RITCHIE BROS AUCTIONEERS | 48,100 | $2.85M | 0.0% | $59.25 | $59.25 | — | COM | 767744105 |
| — | BIOMARIN PHARMACEUTICAL INC | 2,848,000 | $2.848M | 0.0% | $1.00 | $1.13 | — | NOTE 1.500%10/1 | 09061GAF8 |
| DIOD | DIODES INC | 49,805 | $2.812M | 0.0% | $56.46 | $39.49 | +42.9% | COM | 254543101 |
| VMC | VULCAN MATLS CO | 20,585 | $2.79M | 0.0% | $135.54 * | $120.24 | +8.0% | COM | 929160109 |
| SNDR | SCHNEIDER NATIONAL INC | 111,890 | $2.767M | 0.0% | $24.73 | $25.82 | -4.2% | CL B | 80689H102 |
| — | ITAMAR MED LTD | 135,619 | $2.759M | 0.0% | $20.34 | $11.78 | — | SPONSORED ADS | 465437101 |
| MELI | MERCADOLIBRE INC | 2,541 | $2.751M | 0.0% | $1082.64 | $523.32 | +106.8% | COM | 58733R102 |
| — | FEDERAL RLTY INVT TR | 37,443 | $2.75M | 0.0% | $73.44 | $129.73 | — | SH BEN INT NEW | 313747206 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 36,000 | $2.739M | 0.0% | $76.08 | $86.16 | -11.7% | Call | 09061G101 |
| HYG | ISHARES TR | 32,450 | $2.723M | 0.0% | $83.91 | $87.24 | -3.8% | IBOXX HI YD ETF | 464288513 |
| KEY | KEYCORP | 226,225 | $2.699M | 0.0% | $11.93 * | $14.29 | -35.1% | COM | 493267108 |
| GLOB | GLOBANT S A | 14,999 | $2.688M | 0.0% | $179.21 | $107.00 | +67.5% | COM | L44385109 |
| LOVE | LOVESAC COMPANY | 96,826 | $2.682M | 0.0% | $27.70 | $18.70 | +48.2% | COM | 54738L109 |
| AAPL | APPLE INC | 23,000 | $2.664M | 0.0% | $115.83 * | $85.16 | +32.2% | Call | 037833100 |
| — | INVACARE CORP | 3,000,000 | $2.628M | 0.0% | $0.88 | $1.34 | — | NOTE 4.500% 6/0 | 461203AH4 |
| — | INPHI CORP | 1,306,000 | $2.628M | 0.0% | $2.01 | $1.08 | — | NOTE 0.750% 9/0 | 45772FAC1 |
| — | AMERICAN CAMPUS CMNTYS INC | 72,500 | $2.532M | 0.0% | $34.92 | $34.96 | — | COM | 024835100 |
| ZM | ZOOM VIDEO COMMUNICATIONS IN | 5,386 | $2.532M | 0.0% | $470.11 | $319.79 | +47.0% | CL A | 98980L101 |
| STWD | STARWOOD PPTY TR INC | 167,614 | $2.529M | 0.0% | $15.09 | $22.24 | — | COM | 85571B105 |
| HALO | HALOZYME THERAPEUTICS INC | 96,171 | $2.527M | 0.0% | $26.28 | $25.28 | +4.0% | COM | 40637H109 |
| — | NOVELLUS SYS INC | 242,000 | $2.523M | 0.0% | $10.43 | $3.38 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | IRONWOOD PHARMACEUTICALS INC | 2,423,000 | $2.513M | 0.0% | $1.04 | $1.04 | — | DBCV 2.250% 6/1 | 46333XAD0 |
| UAL | UNITED AIRLS HLDGS INC | 72,176 | $2.508M | 0.0% | $34.75 | $84.63 | -58.9% | COM | 910047109 |
| — | AZEK CO INC | 71,276 | $2.481M | 0.0% | $34.81 | $33.72 | — | CL A | 05478C105 |
| TFX | TELEFLEX INCORPORATED | 7,266 | $2.473M | 0.0% | $340.35 * | $278.15 | +18.4% | COM | 879369106 |
| — | SOUTHWESTERN ENERGY CO | 1,051,465 | $2.471M | 0.0% | $2.35 | $4.31 | — | COM | 845467109 |
| CELH | CELSIUS HLDGS INC | 108,303 | $2.459M | 0.0% | $22.70 * | $6.04 | +25.4% | COM NEW | 15118V207 |
| — | AMEDISYS INC | 10,404 | $2.459M | 0.0% | $236.35 | $155.75 | — | COM | 023436108 |
| — | CALAMP CORP | 3,000,000 | $2.456M | 0.0% | $0.82 | $0.82 | — | NOTE 2.000% 8/0 | 128126AD1 |
| AMG | AFFILIATED MANAGERS GROUP IN | 35,430 | $2.423M | 0.0% | $68.39 | $164.42 | -58.5% | COM | 008252108 |
| ONEW | ONEWATER MARINE INC | 116,429 | $2.386M | 0.0% | $20.49 | $15.89 | +28.9% | CL A COM | 68280L101 |
| TTD | THE TRADE DESK INC | 4,584 | $2.378M | 0.0% | $518.76 * | $30.15 | +72.1% | COM CL A | 88339J105 |
| — | PACIRA BIOSCIENCES | 2,071,000 | $2.378M | 0.0% | $1.15 | $0.94 | — | NOTE 2.375% 4/0 | 695127AD2 |
| — | MAGELLAN MIDSTREAM PRTNRS LP | 69,540 | $2.378M | 0.0% | $34.20 | $71.06 | — | COM UNIT RP LP | 559080106 |
| Z | ZILLOW GROUP INC | 23,289 | $2.366M | 0.0% | $101.59 | $78.10 | +30.1% | CL C CAP STK | 98954M200 |
| KNX | KNIGHT SWIFT TRANSN HLDGS IN | 57,748 | $2.35M | 0.0% | $40.69 * | $33.25 | +15.7% | CL A | 499049104 |
| VRNS | VARONIS SYS INC | 19,856 | $2.292M | 0.0% | $115.43 * | $26.02 | +47.8% | COM | 922280102 |
| — | DRAFTKINGS INC | 38,915 | $2.29M | 0.0% | $58.85 | $33.26 | — | COM CL A | 26142R104 |
| YETI | YETI HLDGS INC | 49,247 | $2.232M | 0.0% | $45.32 | $28.98 | +56.4% | COM | 98585X104 |
| OKE | ONEOK INC NEW | 85,448 | $2.22M | 0.0% | $25.98 * | $42.71 | -55.9% | COM | 682680103 |
| EOG | EOG RES INC | 61,592 | $2.214M | 0.0% | $35.95 * | $60.20 | -53.6% | COM | 26875P101 |
| INSM | INSMED INC | 68,763 | $2.209M | 0.0% | $32.12 | $28.74 | +11.8% | COM PAR $.01 | 457669307 |
| — | THERAVANCE BIOPHARMA INC | 2,500,000 | $2.207M | 0.0% | $0.88 | $0.99 | — | NOTE 3.250%11/0 | 88339KAA0 |
| — | TILRAY INC | 5,000,000 | $2.186M | 0.0% | $0.44 | $0.53 | — | NOTE 5.000%10/0 | 88688TAB6 |
| PVH | PVH CORPORATION | 36,331 | $2.167M | 0.0% | $59.65 | $125.35 | -52.8% | COM | 693656100 |
| GOOS | CANADA GOOSE HLDGS INC | 67,011 | $2.155M | 0.0% | $32.16 | $24.62 | +30.7% | SHS SUB VTG | 135086106 |
| RUSHA | RUSH ENTERPRISES INC | 42,362 | $2.141M | 0.0% | $50.54 * | $21.24 | +5.7% | CL A | 781846209 |
| ADUS | ADDUS HOMECARE CORP | 22,564 | $2.133M | 0.0% | $94.53 | $81.47 | +16.0% | COM | 006739106 |
| — | WELLPOINT INC | 567,000 | $2.127M | 0.0% | $3.75 | $2.23 | — | NOTE 2.750%10/1 | 94973VBG1 |
| KNSL | KINSALE CAP GROUP INC | 11,066 | $2.104M | 0.0% | $190.13 | $117.89 | +59.8% | COM | 49714P108 |
| DT | DYNATRACE INC | 50,873 | $2.087M | 0.0% | $41.02 | $21.96 | +86.8% | COM NEW | 268150109 |
| — | DANAHER CORPORATION | 249,000 | $2.052M | 0.0% | $8.24 | $2.47 | — | DBCV 1/2 | 235851AF9 |
| WDC | WESTERN DIGITAL CORP. | 55,032 | $2.011M | 0.0% | $36.54 * | $40.69 | -32.4% | COM | 958102105 |
| — | ICLICK INTERACTIVE ASIA GROU | 293,582 | $1.959M | 0.0% | $6.67 | $6.67 | — | SPONSORED ADR | 45113Y104 |
| JD | JD.COM INC | 24,597 | $1.909M | 0.0% | $77.61 | $39.96 | +94.2% | SPON ADR CL A | 47215P106 |
| RGEN | REPLIGEN CORP | 12,838 | $1.894M | 0.0% | $147.53 | $121.11 | +21.8% | COM | 759916109 |
| — | LUMENTUM HLDGS INC | 1,342,000 | $1.88M | 0.0% | $1.40 | $1.26 | — | NOTE 0.250% 3/1 | 55024UAB5 |
| — | NEVRO CORP | 13,352 | $1.859M | 0.0% | $139.23 | $139.23 | — | COM | 64157F103 |
| EXPI | EXP WORLD HLDGS INC | 45,842 | $1.85M | 0.0% | $40.36 * | $14.47 | +30.9% | COM | 30212W100 |
| ROKU | ROKU INC | 9,738 | $1.839M | 0.0% | $188.85 | $140.37 | +34.5% | COM CL A | 77543R102 |
| — | LIBERTY MEDIA CORP DEL | 2,454,000 | $1.823M | 0.0% | $0.74 | $0.71 | — | DEB 3.750% 2/1 | 530715AL5 |
| AKAM | AKAMAI TECHNOLOGIES INC | 16,009 | $1.77M | 0.0% | $110.56 | $80.78 | +36.8% | COM | 00971T101 |
| SLP | SIMULATIONS PLUS INC | 23,380 | $1.761M | 0.0% | $75.32 * | $45.32 | +62.9% | COM | 829214105 |
| EVER | EVERQUOTE INC | 45,374 | $1.753M | 0.0% | $38.63 | $22.69 | +70.3% | COM CL A | 30041R108 |
| VCYT | VERACYTE INC | 52,666 | $1.711M | 0.0% | $32.49 | $31.78 | +2.2% | COM | 92337F107 |
| NBIS | YANDEX N V | 25,500 | $1.664M | 0.0% | $65.25 | $38.86 | — | SHS CLASS A | N97284108 |
| — | FORTIVE CORP | 1,645,000 | $1.656M | 0.0% | $1.01 | $0.94 | — | NOTE 0.875% 2/1 | 34959JAK4 |
| CDNA | CAREDX INC | 43,485 | $1.65M | 0.0% | $37.94 | $33.76 | +12.4% | COM | 14167L103 |
| ETSY | ETSY INC | 13,027 | $1.584M | 0.0% | $121.59 | $73.98 | +64.4% | COM | 29786A106 |
| — | REVANCE THERAPEUTICS INC | 62,599 | $1.575M | 0.0% | $25.16 | $24.77 | — | COM | 761330109 |
| — | SPIRIT RLTY CAP INC NEW | 1,459,000 | $1.484M | 0.0% | $1.02 | $1.03 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | MYOVANT SCIENCES LTD | 102,534 | $1.441M | 0.0% | $14.05 | $14.05 | — | COM | G637AM102 |
| TRGP | TARGA RES CORP | 101,230 | $1.42M | 0.0% | $14.03 * | $32.95 | -61.7% | COM | 87612G101 |
| WAB | WABTEC | 22,656 | $1.402M | 0.0% | $61.88 * | $68.50 | -12.4% | COM | 929740108 |
| — | WORKHORSE GROUP INC | 55,178 | $1.394M | 0.0% | $25.26 | $17.39 | — | COM NEW | 98138J206 |
| — | HORIZON THERAPEUTICS PUB L | 17,751 | $1.379M | 0.0% | $77.69 | $63.10 | — | SHS | G46188101 |
| — | SERVICENOW INC | 381,000 | $1.378M | 0.0% | $3.62 | $1.60 | — | NOTE 6/0 | 81762PAC6 |
| OXY | OCCIDENTAL PETE CORP | 136,770 | $1.369M | 0.0% | $10.01 * | $54.96 | -82.8% | COM | 674599105 |
| — | NABORS INDS INC NEW | 5,816,000 | $1.353M | 0.0% | $0.23 | $0.79 | — | NOTE 0.750% 1/1 | 62957HAB1 |
| — | EVERBRIDGE INC | 10,733 | $1.35M | 0.0% | $125.78 | $100.79 | — | COM | 29978A104 |
| PFF | ISHARES TR | 36,625 | $1.335M | 0.0% | $36.45 | $36.28 | +0.5% | PFD AND INCM SEC | 464288687 |
| — | STARWOOD PPTY TR INC | 1,381,000 | $1.328M | 0.0% | $0.96 | $1.00 | — | NOTE 4.375% 4/0 | 85571BAH8 |
| — | BAOZUN INC | 1,374,000 | $1.289M | 0.0% | $0.94 | $0.97 | — | NOTE 1.625% 5/0 | 06684LAB9 |
| GNSS | GENASYS INC | 209,037 | $1.286M | 0.0% | $6.15 | $4.76 | +29.1% | COM | 36872P103 |
| CRNC | CERENCE INC | 26,255 | $1.283M | 0.0% | $48.87 | $48.02 | +1.8% | COM | 156727109 |
| ODFL | OLD DOMINION FREIGHT LINE IN | 6,968 | $1.261M | 0.0% | $180.97 * | $73.97 | +19.3% | COM | 679580100 |
| — | SILICON LABORATORIES INC | 1,050,000 | $1.26M | 0.0% | $1.20 | $1.16 | — | NOTE 1.375% 3/0 | 826919AB8 |
| ET | ENERGY TRANSFER LP | 229,900 | $1.246M | 0.0% | $5.42 | $14.23 | — | COM UT LTD PTN | 29273V100 |
| VCEL | VERICEL CORP | 66,366 | $1.23M | 0.0% | $18.53 | $16.55 | +12.0% | COM | 92346J108 |
| — | SAPIENS INTL CORP N V | 39,923 | $1.221M | 0.0% | $30.58 | $23.00 | — | SHS | G7T16G103 |
| — | GAN LTD | 71,404 | $1.207M | 0.0% | $16.90 | $25.45 | — | ORD SHS | G3728V109 |
| NICE | NICE LTD | 5,302 | $1.204M | 0.0% | $227.08 | $143.97 | +57.7% | SPONSORED ADR | 653656108 |
| — | OASIS PETROLEUM INC | 5,000,000 | $1.173M | 0.0% | $0.23 | $1.12 | — | NOTE 2.625% 9/1 | 674215AJ7 |
| — | EURONET WORLDWIDE INC | 1,215,000 | $1.169M | 0.0% | $0.96 | $0.91 | — | NOTE 0.750% 3/1 | 298736AL3 |
| PEGA | PEGASYSTEMS INC | 9,469 | $1.146M | 0.0% | $121.03 * | $37.97 | +59.4% | COM | 705573103 |
| — | BIOHAVEN PHARMACTL HLDG CO L | 17,578 | $1.143M | 0.0% | $65.02 | $65.02 | — | COM | G11196105 |
| MDB | MONGODB INC | 4,907 | $1.136M | 0.0% | $231.51 | $185.21 | +25.0% | CL A | 60937P106 |
| ACMR | ACM RESEARCH INC | 16,341 | $1.129M | 0.0% | $69.09 * | $4.92 | +368.2% | COM CL A | 00108J109 |
| SONY | SONY CORP | 14,400 | $1.105M | 0.0% | $76.74 | $52.91 | +45.1% | SPONSORED ADR | 835699307 |
| MPWR | MONOLITHIC PWR SYS INC | 3,936 | $1.101M | 0.0% | $279.73 * | $194.18 | +38.7% | COM | 609839105 |
| — | AMERICA MOVIL SAB DE CV | 86,500 | $1.08M | 0.0% | $12.49 | $18.76 | — | SPON ADR L SHS | 02364W105 |
| SMFG | SUMITOMO MITSUI FINL GROUP I | 191,500 | $1.07M | 0.0% | $5.59 | $5.73 | -2.5% | SPONSORED ADR | 86562M209 |
| — | VIVINT SOLAR INC | 24,284 | $1.028M | 0.0% | $42.33 | $42.33 | — | COM | 92854Q106 |
| ITUB | ITAU UNIBANCO HLDG S A | 256,900 | $1.022M | 0.0% | $3.98 | $8.78 | -54.7% | SPON ADR REP PFD | 465562106 |
| FOLD | AMICUS THERAPEUTICS INC | 71,947 | $1.016M | 0.0% | $14.12 | $14.57 | -3.1% | COM | 03152W109 |
| — | MAXIM INTEGRATED PRODS INC | 15,000 | $1.014M | 0.0% | $67.60 | $67.60 | — | COM | 57772K101 |
| — | WHITING PETE CORP NEW | 56,889 | $984K | 0.0% | $17.30 | $17.30 | — | COM NEW | 966387508 |
| PODD | INSULET CORP | 4,119 | $975K | 0.0% | $236.71 | $109.30 | +116.5% | COM | 45784P101 |
| FND | FLOOR & DECOR HLDGS INC | 12,678 | $948K | 0.0% | $74.78 | $68.70 | +8.9% | CL A | 339750101 |
| SCHX | SCHWAB STRATEGIC TR | 11,617 | $937K | 0.0% | $80.66 * | $9.93 | +35.4% | US LRG CAP ETF | 808524201 |
| — | INPHI CORP | 8,283 | $930K | 0.0% | $112.28 | $79.18 | — | COM | 45772F107 |
| CCL | CARNIVAL CORP | 59,260 | $900K | 0.0% | $15.19 | $32.95 | -53.9% | UNIT 99/99/9999 | 143658300 |
| SAH | SONIC AUTOMOTIVE INC | 21,696 | $872K | 0.0% | $40.19 | $40.57 | -1.0% | CL A | 83545G102 |
| FTHM | FATHOM HOLDINGS INC | 54,937 | $864K | 0.0% | $15.73 | $14.91 | +5.6% | COM | 31189V109 |
| KC | KINGSOFT CLOUD HLDGS LTD | 29,063 | $858K | 0.0% | $29.52 | $34.17 | -13.6% | ADS | 49639K101 |
| — | NOBLE ENERGY INC | 100,000 | $855K | 0.0% | $8.55 | $8.55 | — | COM | 655044105 |
| TTWO | TAKE-TWO INTERACTIVE SOFTWAR | 5,136 | $849K | 0.0% | $165.30 | $130.78 | +26.3% | COM | 874054109 |
| — | TAUBMAN CTRS INC | 25,158 | $838K | 0.0% | $33.31 | $37.76 | — | COM | 876664103 |
| OPRX | OPTIMIZERX CORP | 39,660 | $827K | 0.0% | $20.85 | $17.17 | +21.5% | COM NEW | 68401U204 |
| MBUU | MALIBU BOATS INC | 16,325 | $809K | 0.0% | $49.56 | $39.95 | +24.0% | COM CL A | 56117J100 |
| GO | GROCERY OUTLET HLDG CORP | 20,528 | $807K | 0.0% | $39.31 | $32.54 | +20.8% | COM | 39874R101 |
| CHWY | CHEWY INC | 14,646 | $803K | 0.0% | $54.83 | $43.62 | +25.7% | CL A | 16679L109 |
| — | NEVRO CORP | 505,000 | $783K | 0.0% | $1.55 | $1.37 | — | NOTE 2.750% 4/0 | 64157FAC7 |
| EPAM | EPAM SYS INC | 2,380 | $769K | 0.0% | $323.11 | $161.13 | +100.6% | COM | 29414B104 |
| PHR | PHREESIA INC | 22,645 | $727K | 0.0% | $32.10 | $27.64 | +16.2% | COM | 71944F106 |
| IWL | ISHARES TR | 8,950 | $727K | 0.0% | $81.23 | $75.96 | +6.9% | RUS TOP 200 ETF | 464289446 |
| LSF | LAIRD SUPERFOOD INC | 15,770 | $723K | 0.0% | $45.85 | $45.85 | — | COM STK | 50736T102 |
| — | WESTERN DIGITAL CORP. | 758,000 | $723K | 0.0% | $0.95 | $0.92 | — | NOTE 1.500% 2/0 | 958102AP0 |
| — | TPG SPECIALTY LENDING INC | 675,000 | $698K | 0.0% | $1.03 | $1.05 | — | NOTE 4.500% 8/0 | 87265KAD4 |
| AXON | AXON ENTERPRISE INC | 7,309 | $663K | 0.0% | $90.71 | $74.86 | +21.2% | COM | 05464C101 |
| ESTC | ELASTIC N V | 5,566 | $601K | 0.0% | $107.98 | $98.16 | +9.9% | ORD SHS | N14506104 |
| MASI | MASIMO CORP | 2,526 | $596K | 0.0% | $235.95 | $219.47 | +7.6% | COM | 574795100 |
| AGG | ISHARES TR | 5,014 | $592K | 0.0% | $118.07 | $113.22 | +4.3% | CORE US AGGBD ET | 464287226 |
| TDW | TIDEWATER INC NEW | 86,574 | $581K | 0.0% | $6.71 | $26.05 | -74.2% | COM | 88642R109 |
| PWR | QUANTA SVCS INC | 10,900 | $576K | 0.0% | $52.84 | $46.03 | +13.7% | COM | 74762E102 |
| TSCO | TRACTOR SUPPLY CO | 4,000 | $573K | 0.0% | $143.25 * | $20.01 | +31.6% | COM | 892356106 |
| IWR | ISHARES TR | 9,020 | $518K | 0.0% | $57.43 | $54.92 | +4.5% | RUS MID CAP ETF | 464287499 |
| — | NOODLES & CO | 74,458 | $511K | 0.0% | $6.86 | $7.35 | — | COM CL A | 65540B105 |
| — | HUDSON LTD | 67,115 | $510K | 0.0% | $7.60 | $7.60 | — | COM CL A | G46408103 |
| — | JAZZ INVESTMENTS I LTD | 475,000 | $482K | 0.0% | $1.01 | $1.05 | — | NOTE 1.875% 8/1 | 472145AB7 |
| JBHT | HUNT J B TRANS SVCS INC | 3,772 | $477K | 0.0% | $126.46 * | $126.74 | -5.0% | COM | 445658107 |
| SCHM | SCHWAB STRATEGIC TR | 7,291 | $405K | 0.0% | $55.55 * | $16.50 | +12.1% | US MID-CAP ETF | 808524508 |
| ZLAB | ZAI LAB LTD | 3,851 | $320K | 0.0% | $83.10 | $67.65 | +22.9% | ADR | 98887Q104 |
| NWL | NEWELL BRANDS INC | 17,525 | $301K | 0.0% | $17.18 * | $31.35 | -56.5% | COM | 651229106 |
| DVN | DEVON ENERGY CORP NEW | 23,500 | $222K | 0.0% | $9.45 * | $34.31 | -78.9% | COM | 25179M103 |
| SCHA | SCHWAB STRATEGIC TR | 3,145 | $215K | 0.0% | $68.36 * | $17.21 | -0.8% | US SML CAP ETF | 808524607 |
| IWB | ISHARES TR | 1,100 | $206K | 0.0% | $187.27 | $184.70 | +1.3% | RUS 1000 ETF | 464287622 |
| XGN | EXAGEN INC | 17,474 | $189K | 0.0% | $10.82 | $16.52 | -34.4% | COM | 30068X103 |
| — | MARRIOTT VACTINS WORLDWID CO | 164,000 | $162K | 0.0% | $0.99 | $0.78 | — | NOTE 1.500% 9/1 | 57164YAB3 |
| — | GASLOG LTD | 52,725 | $143K | 0.0% | $2.71 | $19.10 | — | SHS | G37585109 |
| CMLS | CUMULUS MEDIA INC | 26,233 | $141K | 0.0% | $5.37 | $18.20 | -70.5% | COM CL A | 231082801 |
| — | NUANCE COMMUNICATIONS INC | 75,000 | $124K | 0.0% | $1.65 | $1.03 | — | DEBT 1.500%11/0 | 67020YAG5 |
| — | VERINT SYS INC | 105,000 | $107K | 0.0% | $1.02 | $1.10 | — | NOTE 1.500% 6/0 | 92343XAA8 |
| — | BRISTOL-MYERS SQUIBB CO | 20,458 | $46,000 | 0.0% | $2.25 | $3.03 | — | RIGHT 99/99/9999 | 110122157 |
| — | HELIX ENERGY SOLUTIONS GRP I | 12,000 | $10,000 | 0.0% | $0.83 | $0.83 | — | NOTE 6.750% 2/1 | 42330PAK3 |
| — | TIDEWATER INC NEW | 16,676 | $5,000 | 0.0% | $0.30 | $1.20 | — | *W EXP 07/31/202 | 88642R125 |
| — | TRANSOCEAN INC | 18,000 | $4,000 | 0.0% | $0.22 | $1.10 | — | DEB 0.500% 1/3 | 893830BJ7 |