Location: Fort Lee, NJ
CIK: 0001009006 · Show all filings
Period: Q3 2019 (← Previous) (Next →)
Filing Date: Nov 6, 2019
Total Value: $3.271B (78.8% shares, 21.2% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| IDA | IDACORP INC | 470,257 | $52.98M | 1.6% | $68.05 | +56.6% | COM | 451107106 |
| ZBRA | ZEBRA TECHNOLOGIES CORP | 217,671 | $44.92M | 1.4% | $128.50 | +57.2% | CL A | 989207105 |
| LFUS | LITTELFUSE INC | 212,443 | $37.67M | 1.2% | $134.76 | +25.5% | COM | 537008104 |
| ICLR | ICON PLC | 255,115 | $37.59M | 1.1% | $122.83 | +25.0% | SHS | G4705A100 |
| HEI/A | HEICO CORP NEW | 379,340 | $36.91M | 1.1% | $36.84 | +184.9% | CL A | 422806208 |
| RJF | RAYMOND JAMES FINANCIAL INC | 441,422 | $36.4M | 1.1% | $39.72 | +23.9% | COM | 754730109 |
| TDY | TELEDYNE TECHNOLOGIES INC | 111,654 | $35.95M | 1.1% | $105.92 | +181.9% | COM | 879360105 |
| — | HMS HLDGS CORP | 1,038,116 | $35.78M | 1.1% | $19.01 | — | COM | 40425J101 |
| AIT | APPLIED INDL TECHNOLOGIES IN | 621,242 | $35.29M | 1.1% | $56.65 | -8.4% | COM | 03820C105 |
| ACIW | ACI WORLDWIDE INC | 1,122,917 | $35.17M | 1.1% | $23.74 | +33.5% | COM | 004498101 |
| NGVT | INGEVITY CORP | 408,782 | $34.68M | 1.1% | $75.92 | +17.3% | COM | 45688C107 |
| CUZ | COUSINS PPTYS INC | 909,889 | $34.2M | 1.0% | $36.35 | — | COM NEW | 222795502 |
| RNST | RENASANT CORP | 975,931 | $34.17M | 1.0% | $44.35 | -22.6% | COM | 75970E107 |
| — | CORELOGIC INC | 704,378 | $32.59M | 1.0% | $38.67 | — | COM | 21871D103 |
| — | AARONS INC | 494,068 | $31.75M | 1.0% | $33.56 | — | COM PAR $0.50 | 002535300 |
| DHR | DANAHER CORPORATION | 218,804 | $31.6M | 1.0% | $52.88 | +130.2% | COM | 235851102 |
| RLI | RLI CORP | 337,919 | $31.4M | 1.0% | $20.84 | +74.3% | COM | 749607107 |
| — | SYNEOS HEALTH INC | 586,067 | $31.18M | 1.0% | $40.23 | — | CL A | 87166B102 |
| AAPL | APPLE INC | 138,786 | $31.08M | 1.0% | $69.40 | -27.6% | COM | 037833100 |
| GPI | GROUP 1 AUTOMOTIVE INC | 333,674 | $30.8M | 0.9% | $68.79 | +19.5% | COM | 398905109 |
| LKQ | LKQ CORP | 978,501 | $30.77M | 0.9% | $24.73 | -0.7% | COM | 501889208 |
| RGEN | REPLIGEN CORP | 400,262 | $30.7M | 0.9% | $31.75 | +175.5% | COM | 759916109 |
| WAL | WESTERN ALLIANCE BANCORP | 656,122 | $30.23M | 0.9% | $39.20 | +0.2% | COM | 957638109 |
| EGP | EASTGROUP PPTY INC | 238,288 | $29.79M | 0.9% | $98.76 | — | COM | 277276101 |
| — | POLYONE CORP | 908,834 | $29.67M | 0.9% | $40.82 | — | COM | 73179P106 |
| SMTC | SEMTECH CORP | 565,661 | $27.5M | 0.8% | $37.17 | +27.7% | COM | 816850101 |
| WABC | WESTAMERICA BANCORPORATION | 441,254 | $27.44M | 0.8% | $42.46 | +18.2% | COM | 957090103 |
| BRKR | BRUKER CORP | 608,564 | $26.73M | 0.8% | $23.13 | +89.7% | COM | 116794108 |
| — | RITCHIE BROS AUCTIONEERS | 665,921 | $26.57M | 0.8% | $30.65 | — | COM | 767744105 |
| PFGC | PERFORMANCE FOOD GROUP CO | 575,163 | $26.46M | 0.8% | $31.81 | +39.7% | COM | 71377A103 |
| PB | PROSPERITY BANCSHARES INC | 372,480 | $26.31M | 0.8% | $48.52 | +12.8% | COM | 743606105 |
| — | IBERIABANK CORP | 326,644 | $24.68M | 0.8% | $64.53 | — | COM | 450828108 |
| WTS | WATTS WATER TECHNOLOGIES INC | 262,212 | $24.58M | 0.8% | $69.67 | +33.3% | CL A | 942749102 |
| ACHC | ACADIA HEALTHCARE COMPANY IN | 788,766 | $24.52M | 0.7% | $34.29 | -11.2% | COM | 00404A109 |
| — | CORNERSTONE ONDEMAND INC | 445,022 | $24.4M | 0.7% | $37.13 | — | COM | 21925Y103 |
| WLY | WILEY JOHN & SONS INC | 552,381 | $24.27M | 0.7% | $40.25 | -10.8% | CL A | 968223206 |
| APH | AMPHENOL CORP NEW | 247,665 | $23.9M | 0.7% | $34.16 | -36.5% | CL A | 032095101 |
| FULT | FULTON FINL CORP PA | 1,465,641 | $23.71M | 0.7% | $9.98 | +23.9% | COM | 360271100 |
| BURL | BURLINGTON STORES INC | 118,484 | $23.68M | 0.7% | $98.03 | +87.6% | COM | 122017106 |
| WWD | WOODWARD INC | 218,878 | $23.6M | 0.7% | $61.09 | +72.8% | COM | 980745103 |
| — | BARNES GROUP INC | 457,386 | $23.57M | 0.7% | $43.93 | — | COM | 067806109 |
| MLI | MUELLER INDS INC | 817,556 | $23.45M | 0.7% | $18.02 | -28.9% | COM | 624756102 |
| — | IAC INTERACTIVECORP | 107,411 | $23.41M | 0.7% | $135.76 | — | COM | 44919P508 |
| JPM | JPMORGAN CHASE & CO | 195,302 | $22.98M | 0.7% | $56.48 | +68.3% | COM | 46625H100 |
| — | REALPAGE INC | 365,386 | $22.97M | 0.7% | $44.58 | — | COM | 75606N109 |
| KWR | QUAKER CHEM CORP | 144,994 | $22.93M | 0.7% | $107.91 | +58.8% | COM | 747316107 |
| CFR | CULLEN FROST BANKERS INC | 258,265 | $22.87M | 0.7% | $66.47 | +9.7% | COM | 229899109 |
| — | WELLS FARGO CO NEW | 14,793 | $22.44M | 0.7% | $547.08 | — | PERP PFD CNV A | 949746804 |
| AMSF | AMERISAFE INC | 337,804 | $22.33M | 0.7% | $34.18 | +11.6% | COM | 03071H100 |
| — | RESOURCES CONNECTION INC | 1,313,267 | $22.31M | 0.7% | $14.96 | — | COM | 76122q105 |
| WSFS | WSFS FINL CORP | 504,924 | $22.27M | 0.7% | $47.29 | -11.0% | COM | 929328102 |
| RLJ | RLJ LODGING TR | 1,261,795 | $21.44M | 0.7% | $20.92 | — | COM | 74965L101 |
| ODFL | OLD DOMINION FREIGHT LINE IN | 121,422 | $20.64M | 0.6% | $32.36 | +62.9% | COM | 679580100 |
| CMP | COMPASS MINERALS INTL INC | 357,085 | $20.17M | 0.6% | $49.60 | -6.8% | COM | 20451N101 |
| HCSG | HEALTHCARE SVCS GRP INC | 813,024 | $19.75M | 0.6% | $29.84 | -15.4% | COM | 421906108 |
| — | BANK AMER CORP | 12,827 | $19.18M | 0.6% | $1208.04 | — | 7.25%CNV PFD L | 060505682 |
| BLKB | BLACKBAUD INC | 208,796 | $18.86M | 0.6% | $88.68 | -0.1% | COM | 09227Q100 |
| — | K12 INC | 707,186 | $18.67M | 0.6% | $17.85 | — | COM | 48273u102 |
| V | VISA INC | 108,123 | $18.6M | 0.6% | $101.83 | +67.2% | COM CL A | 92826C839 |
| DECK | DECKERS OUTDOOR CORP | 125,937 | $18.56M | 0.6% | $20.36 | +25.7% | COM | 243537107 |
| AMZN | AMAZON COM INC | 10,565 | $18.34M | 0.6% | $69.02 | +34.3% | COM | 023135106 |
| MD | MEDNAX INC | 798,653 | $18.07M | 0.6% | $41.50 | -45.1% | COM | 58502B106 |
| HMN | HORACE MANN EDUCATORS CORP N | 389,298 | $18.04M | 0.6% | $40.77 | +7.3% | COM | 440327104 |
| — | CORESITE RLTY CORP | 146,828 | $17.89M | 0.5% | $65.00 | — | COM | 21870Q105 |
| OIS | OIL STS INTL INC | 1,320,623 | $17.56M | 0.5% | $26.70 | -46.1% | COM | 678026105 |
| — | NIC INC | 834,498 | $17.23M | 0.5% | $16.31 | — | COM | 62914b100 |
| GIII | G-III APPAREL GROUP LTD | 659,911 | $17.01M | 0.5% | $30.16 | -17.2% | COM | 36237H101 |
| CSGS | CSG SYS INTL INC | 319,243 | $16.5M | 0.5% | $36.42 | +22.9% | COM | 126349109 |
| — | GENESEE & WYO INC | 146,926 | $16.24M | 0.5% | $76.62 | — | CL A | 371559105 |
| — | COTT CORP QUE | 1,298,579 | $16.19M | 0.5% | $15.23 | — | COM | 22163N106 |
| TXRH | TEXAS ROADHOUSE INC | 296,149 | $15.55M | 0.5% | $26.81 | +78.6% | COM | 882681109 |
| BL | BLACKLINE INC | 317,524 | $15.18M | 0.5% | $41.38 | +20.3% | COM | 09239B109 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 162,390 | $14.98M | 0.5% | $56.67 | +48.4% | COM | 45866F104 |
| CMC | COMMERCIAL METALS CO | 828,813 | $14.4M | 0.4% | $15.29 | +0.6% | COM | 201723103 |
| — | EASTERLY GOVT PPTYS INC | 675,537 | $14.39M | 0.4% | $20.14 | — | COM | 27616P103 |
| BKE | BUCKLE INC | 691,746 | $14.25M | 0.4% | $19.27 | -49.7% | COM | 118440106 |
| PBH | PRESTIGE CONSMR HEALTHCARE I | 408,646 | $14.18M | 0.4% | $40.36 | -18.4% | COM | 74112D101 |
| SM | SM ENERGY CO | 1,452,457 | $14.07M | 0.4% | $15.31 | -39.7% | COM | 78454L100 |
| — | BIOTELEMETRY INC | 341,950 | $13.93M | 0.4% | $37.27 | — | COM | 090672106 |
| NMFC | NEW MTN FIN CORP | 1,017,987 | $13.88M | 0.4% | $8.33 | -19.2% | COM | 647551100 |
| MSA | MSA SAFETY INC | 127,053 | $13.86M | 0.4% | $94.59 | +11.5% | COM | 553498106 |
| — | JAZZ INVESTMENTS I LTD | 13,799,000 | $13.82M | 0.4% | $1.02 | — | NOTE 1.875% 8/1 | 472145ab7 |
| DIS | DISNEY WALT CO | 103,677 | $13.51M | 0.4% | $108.63 | +23.6% | COM DISNEY | 254687106 |
| SXT | SENSIENT TECHNOLOGIES CORP | 193,633 | $13.29M | 0.4% | $74.35 | -8.4% | COM | 81725T100 |
| — | NATIONAL INSTRS CORP | 314,910 | $13.22M | 0.4% | $39.83 | — | COM | 636518102 |
| SMP | STANDARD MTR PRODS INC | 270,167 | $13.12M | 0.4% | $47.35 | -3.3% | COM | 853666105 |
| CBRL | CRACKER BARREL OLD CTRY STOR | 80,228 | $13.05M | 0.4% | $115.49 | +14.1% | COM | 22410J106 |
| FNV | FRANCO NEVADA CORP | 142,545 | $12.99M | 0.4% | $62.56 | +38.3% | COM | 351858105 |
| — | RUDOLPH TECHNOLOGIES INC | 487,728 | $12.86M | 0.4% | $19.12 | — | COM | 781270103 |
| CNC | CENTENE CORP DEL | 296,350 | $12.82M | 0.4% | $51.21 | -4.9% | COM | 15135B101 |
| CAKE | CHEESECAKE FACTORY INC | 300,891 | $12.54M | 0.4% | $38.37 | -5.8% | COM | 163072101 |
| FISV | FISERV INC | 119,419 | $12.37M | 0.4% | $77.72 | +31.4% | COM | 337738108 |
| — | DYCOM INDS INC | 12,841,000 | $12.32M | 0.4% | $1.01 | — | NOTE 0.750% 9/1 | 267475ab7 |
| FTV | FORTIVE CORP | 179,257 | $12.29M | 0.4% | $36.92 | +21.5% | COM | 34959J108 |
| MNRO | MONRO INC | 154,794 | $12.23M | 0.4% | $58.89 | +36.0% | COM | 610236101 |
| — | MICROCHIP TECHNOLOGY INC | 9,250,000 | $11.93M | 0.4% | $1.19 | — | NOTE 1.625% 2/1 | 595017af1 |
| — | MICROCHIP TECHNOLOGY INC | 6,166,000 | $11.73M | 0.4% | $1.36 | — | NOTE 1.625% 2/1 | 595017ad6 |
| — | CARRIZO OIL & GAS INC | 1,365,618 | $11.72M | 0.4% | $17.58 | — | COM | 144577103 |
| BDX | BECTON DICKINSON & CO | 46,109 | $11.66M | 0.4% | $166.38 | +34.4% | COM | 075887109 |
| — | VERINT SYS INC | 11,212,000 | $11.32M | 0.3% | $1.02 | — | NOTE 1.500% 6/0 | 92343xaa8 |
| ZTS | ZOETIS INC | 90,577 | $11.29M | 0.3% | $36.99 | +209.7% | CL A | 98978V103 |
| AME | AMETEK INC NEW | 122,787 | $11.27M | 0.3% | $69.82 | +21.1% | COM | 031100100 |
| — | BECTON DICKINSON & CO | 172,145 | $10.66M | 0.3% | $55.80 | — | PFD SHS CONV A | 075887208 |
| JNJ | JOHNSON & JOHNSON | 80,624 | $10.43M | 0.3% | $73.03 | +50.6% | COM | 478160104 |
| HRTX | HERON THERAPEUTICS INC | 540,819 | $10.01M | 0.3% | $25.03 | -26.5% | COM | 427746102 |
| — | PACIRA BIOSCIENCES | 9,685,000 | $9.654M | 0.3% | $0.99 | — | NOTE 2.375% 4/0 | 695127ad2 |
| — | TUTOR PERINI CORP | 10,002,000 | $9.508M | 0.3% | $1.07 | — | NOTE 2.875% 6/1 | 901109ad0 |
| — | PORTFOLIO RECOVERY ASSOCS IN | 9,351,000 | $9.295M | 0.3% | $0.94 | — | NOTE 3.000% 8/0 | 73640qab1 |
| — | SQUARE INC | 8,230,000 | $9.154M | 0.3% | $1.19 | — | NOTE 0.500% 5/1 | 852234ad5 |
| NEE | NEXTERA ENERGY INC | 38,980 | $9.082M | 0.3% | $22.46 | +105.9% | COM | 65339F101 |
| — | CAESARS ENTMT CORP | 5,290,000 | $9.003M | 0.3% | $1.90 | — | NOTE 5.000%10/0 | 127686aa1 |
| — | ALTAIR ENGR INC | 257,771 | $8.924M | 0.3% | $36.99 | — | COM CL A | 021369103 |
| — | ECHO GLOBAL LOGISTICS INC | 8,865,000 | $8.843M | 0.3% | $0.99 | — | NOTE 2.500% 5/0 | 27875taa9 |
| GOOG | ALPHABET INC | 7,091 | $8.644M | 0.3% | $41.04 | +43.1% | CAP STK CL C | 02079K107 |
| — | CTRIP COM INTL LTD | 8,580,000 | $8.394M | 0.3% | $1.01 | — | NOTE 1.000% 7/0 | 22943faf7 |
| — | PLANTRONICS INC NEW | 222,823 | $8.316M | 0.3% | $37.12 | — | COM | 727493108 |
| UNP | UNION PACIFIC CORP | 51,250 | $8.301M | 0.3% | $72.52 | +101.0% | COM | 907818108 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 9,300,000 | $8.265M | 0.3% | $1.00 | — | NOTE 2.250% 6/0 | 049164bh8 |
| — | INTRICON CORP | 425,043 | $8.263M | 0.3% | $32.02 | — | COM | 46121H109 |
| — | GREENBRIER COS INC | 8,510,000 | $8.142M | 0.2% | $1.11 | — | NOTE 2.875% 2/0 | 393657ak7 |
| — | SEACOR HOLDINGS INC | 8,641,000 | $8.117M | 0.2% | $1.01 | — | NOTE 3.250% 5/1 | 811904an1 |
| — | SPLUNK INC | 7,488,000 | $8.056M | 0.2% | $1.08 | — | NOTE 0.500% 9/1 | 848637ac8 |
| — | SYNAPTICS INC | 8,640,000 | $8.053M | 0.2% | $0.94 | — | NOTE 0.500% 6/1 | 87157dad1 |
| CVX | CHEVRON CORP NEW | 67,297 | $7.981M | 0.2% | $84.96 | +7.7% | COM | 166764100 |
| — | ENCORE CAP GROUP INC | 7,927,000 | $7.759M | 0.2% | $0.94 | — | NOTE 2.875% 3/1 | 292554ah5 |
| — | ARES CAP CORP | 7,416,000 | $7.685M | 0.2% | $1.00 | — | NOTE 3.750% 2/0 | 04010lat0 |
| — | COLONY CAP INC | 7,752,000 | $7.674M | 0.2% | $0.95 | — | NOTE 3.875% 1/1 | 19624rab2 |
| — | SPIRIT RLTY CAP INC NEW | 7,463,000 | $7.665M | 0.2% | $1.00 | — | NOTE 3.750% 5/1 | 84860wab8 |
| MSFT | MICROSOFT CORP | 54,910 | $7.634M | 0.2% | $84.70 | +53.4% | COM | 594918104 |
| — | LIGAND PHARMACEUTICALS INC | 8,875,000 | $7.42M | 0.2% | $0.86 | — | NOTE 0.750% 5/1 | 53220kaf5 |
| — | WORKDAY INC | 5,584,000 | $7.304M | 0.2% | $1.23 | — | NOTE 0.250%10/0 | 98138haf8 |
| — | COVETRUS INC | 604,879 | $7.192M | 0.2% | $11.89 | — | COM | 22304C100 |
| — | DISH NETWORK CORP | 7,765,000 | $7.158M | 0.2% | $1.12 | — | NOTE 3.375% 8/1 | 25470mab5 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 6,973,000 | $6.918M | 0.2% | $1.01 | — | NOTE 1.250% 7/0 | 01988pad0 |
| — | NEVRO CORP | 5,994,000 | $6.816M | 0.2% | $1.05 | — | NOTE 1.750% 6/0 | 64157faa1 |
| — | GUIDEWIRE SOFTWARE INC | 5,880,000 | $6.733M | 0.2% | $0.99 | — | NOTE 1.250% 3/1 | 40171vaa8 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 32,154 | $6.689M | 0.2% | $154.47 | +33.4% | CL B NEW | 084670702 |
| — | INPHI CORP | 5,365,000 | $6.68M | 0.2% | $0.94 | — | NOTE 0.750% 9/0 | 45772fac1 |
| — | PURE STORAGE INC | 6,775,000 | $6.67M | 0.2% | $0.96 | — | NOTE 0.125% 4/1 | 74624mab8 |
| — | HERCULES CAPITAL INC | 6,420,000 | $6.613M | 0.2% | $0.99 | — | DBCV 4.375% 2/0 | 427096af9 |
| — | PALO ALTO NETWORKS INC | 6,200,000 | $6.549M | 0.2% | $1.06 | — | NOTE 0.750% 7/0 | 697435ad7 |
| — | HORIZON PHARMA INVT LTD | 5,603,000 | $6.546M | 0.2% | $0.86 | — | NOTE 2.500% 3/1 | 44052tab7 |
| — | COLONY CAP INC | 6,619,000 | $6.503M | 0.2% | $0.91 | — | NOTE 5.000% 4/1 | 19624raa4 |
| — | MONMOUTH REAL ESTATE INVT CO | 450,881 | $6.497M | 0.2% | $13.57 | — | CL A | 609720107 |
| — | NUANCE COMMUNICATIONS INC | 6,473,000 | $6.482M | 0.2% | $0.98 | — | DEBT 1.500%11/0 | 67020yag5 |
| — | PRICELINE GRP INC | 4,300,000 | $6.43M | 0.2% | $1.43 | — | NOTE 0.350% 6/1 | 741503as5 |
| ROP | ROPER TECHNOLOGIES INC | 17,780 | $6.34M | 0.2% | $234.13 | +49.4% | COM | 776696106 |
| — | EXACT SCIENCES CORP | 4,400,000 | $6.21M | 0.2% | $1.02 | — | NOTE 1.000% 1/1 | 30063paa3 |
| — | EXACT SCIENCES CORP | 5,700,000 | $6.158M | 0.2% | $1.23 | — | NOTE 0.375% 3/1 | 30063pab1 |
| TRUP | TRUPANION INC | 241,868 | $6.148M | 0.2% | $33.07 | -11.4% | COM | 898202106 |
| — | CSG SYS INTL INC | 5,394,000 | $6.107M | 0.2% | $1.04 | — | NOTE 4.250% 3/1 | 126349af6 |
| — | TELADOC HEALTH INC | 4,000,000 | $5.984M | 0.2% | $1.48 | — | NOTE 1.375% 5/1 | 87918AAC9 |
| — | BIOMARIN PHARMACEUTICAL INC | 5,721,000 | $5.896M | 0.2% | $1.10 | — | NOTE 1.500%10/1 | 09061gaf8 |
| — | LUMENTUM HLDGS INC | 5,001,000 | $5.807M | 0.2% | $1.23 | — | NOTE 0.250% 3/1 | 55024uab5 |
| — | XILINX INC | 60,175 | $5.771M | 0.2% | $72.93 | — | COM | 983919101 |
| — | NOVELLUS SYS INC | 800,000 | $5.728M | 0.2% | $2.79 | — | NOTE 2.625% 5/1 | 670008ad3 |
| — | ADVANCED MICRO DEVICES INC | 1,530,000 | $5.723M | 0.2% | $1.57 | — | NOTE 2.125% 9/0 | 007903bd8 |
| MDLZ | MONDELEZ INTL INC | 102,989 | $5.697M | 0.2% | $30.68 | +52.2% | CL A | 609207105 |
| VZ | VERIZON COMMUNICATIONS INC | 94,338 | $5.694M | 0.2% | $30.96 | +30.6% | COM | 92343V104 |
| PCTY | PAYLOCITY HLDG CORP | 57,264 | $5.588M | 0.2% | $52.48 | +95.1% | COM | 70438V106 |
| MCD | MCDONALDS CORP | 25,821 | $5.544M | 0.2% | $86.16 | +114.4% | COM | 580135101 |
| PEP | PEPSICO INC | 40,288 | $5.523M | 0.2% | $106.85 | +2.3% | COM | 713448108 |
| — | TPG SPECIALTY LENDING INC | 5,474,000 | $5.515M | 0.2% | $1.01 | — | NOTE 4.500%12/1 | 87265kab8 |
| — | FIREEYE INC | 5,843,000 | $5.511M | 0.2% | $0.98 | — | NOTE 0.875% 6/0 | 31816qaf8 |
| FNF | FIDELITY NATIONAL FINANCIAL | 123,450 | $5.482M | 0.2% | $17.81 | +75.9% | FNF GROUP COM | 31620R303 |
| ARCC | ARES CAP CORP | 288,769 | $5.381M | 0.2% | $11.52 | -12.5% | COM | 04010L103 |
| — | CLEVELAND CLIFFS INC | 4,871,000 | $5.38M | 0.2% | $1.08 | — | DBCV 1.500% 1/1 | 185899aa9 |
| — | TTM TECHNOLOGIES INC | 4,000,000 | $5.338M | 0.2% | $1.28 | — | NOTE 1.750%12/1 | 87305rad1 |
| — | DANAHER CORPORATION | 4,550 | $5.243M | 0.2% | $1079.68 | — | 4.75 MND CV PFD | 235851300 |
| — | TERADYNE INC | 2,720,000 | $5.177M | 0.2% | $1.36 | — | NOTE 1.250%12/1 | 880770ag7 |
| — | SEACOR HOLDINGS INC | 5,140,000 | $5.072M | 0.2% | $1.04 | — | NOTE 2.500%12/1 | 811904am3 |
| SPG | SIMON PPTY GROUP INC NEW | 32,501 | $5.059M | 0.2% | $108.94 | 0.0% | COM | 828806109 |
| — | MARRIOTT VACTINS WORLDWID CO | 5,000,000 | $5.019M | 0.2% | $1.00 | — | NOTE 1.500% 9/1 | 57164yab3 |
| — | IRONWOOD PHARMACEUTICALS INC | 5,000,000 | $5.016M | 0.2% | $1.00 | — | DBCV 2.250% 6/1 | 46333xad0 |
| — | RTI INTL METALS INC | 5,006,000 | $5.006M | 0.2% | $1.01 | — | NOTE 1.625%10/1 | 74973wab3 |
| — | ROVI CORP | 5,045,000 | $4.969M | 0.2% | $0.97 | — | NOTE 0.500% 3/0 | 779376ad4 |
| — | WAYFAIR INC | 4,000,000 | $4.946M | 0.2% | $1.35 | — | NOTE 0.375% 9/0 | 94419lab7 |
| — | TWITTER INC | 4,647,000 | $4.937M | 0.2% | $0.98 | — | NOTE 0.250% 6/1 | 90184laf9 |
| — | SILICON LABORATORIES INC | 3,750,000 | $4.905M | 0.1% | $1.18 | — | NOTE 1.375% 3/0 | 826919ab8 |
| META | FACEBOOK INC | 27,518 | $4.9M | 0.1% | $111.38 | +69.5% | CL A | 30303M102 |
| — | BLACK KNIGHT INC | 77,963 | $4.76M | 0.1% | $47.45 | — | COM | 09215C105 |
| NOC | NORTHROP GRUMMAN CORP | 12,695 | $4.758M | 0.1% | $226.78 | +40.5% | COM | 666807102 |
| — | AEROJET ROCKETDYNE HLDGS INC | 2,380,000 | $4.752M | 0.1% | $1.34 | — | NOTE 2.250%12/1 | 007800ab1 |
| — | MACQUARIE INFRASTRUCTURE COR | 5,215,000 | $4.747M | 0.1% | $0.88 | — | NOTE 2.000%10/0 | 55608bab1 |
| — | NEW RELIC INC | 5,000,000 | $4.738M | 0.1% | $0.98 | — | NOTE 0.500% 5/0 | 64829bab6 |
| — | INTERDIGITAL INC | 4,720,000 | $4.711M | 0.1% | $1.03 | — | NOTE 1.500% 3/0 | 458660ad9 |
| HON | HONEYWELL INTL INC | 27,789 | $4.702M | 0.1% | $86.48 | +61.1% | COM | 438516106 |
| — | EVOLENT HEALTH INC | 5,304,000 | $4.681M | 0.1% | $1.00 | — | NOTE 2.000%12/0 | 30050bab7 |
| NVO | NOVO-NORDISK A S | 90,375 | $4.672M | 0.1% | $68.29 | — | ADR | 670100205 |
| — | WRIGHT MED GROUP INC | 4,670,000 | $4.659M | 0.1% | $1.01 | — | NOTE 2.000% 2/1 | 98235tae7 |
| — | HUBSPOT INC | 2,770,000 | $4.64M | 0.1% | $1.43 | — | NOTE 0.250% 6/0 | 443573ab6 |
| — | NUTANIX INC | 4,947,000 | $4.629M | 0.1% | $1.07 | — | NOTE 1/1 | 67059nab4 |
| — | CALAMP CORP | 4,615,000 | $4.552M | 0.1% | $1.00 | — | NOTE 1.625% 5/1 | 128126ab5 |
| — | FIREEYE INC | 4,800,000 | $4.538M | 0.1% | $0.93 | — | NOTE 1.625% 6/0 | 31816qad3 |
| — | DERMIRA INC | 5,392,000 | $4.533M | 0.1% | $0.82 | — | NOTE 3.000% 5/1 | 24983lab0 |
| — | FIREEYE INC | 4,581,000 | $4.507M | 0.1% | $0.93 | — | NOTE 1.000% 6/0 | 31816qab7 |
| — | CEMEX SAB DE CV | 4,492,000 | $4.489M | 0.1% | $1.04 | — | NOTE 3.720% 3/1 | 151290bt9 |
| — | MERCADOLIBRE INC | 3,000,000 | $4.433M | 0.1% | $1.48 | — | NOTE 2.000% 8/1 | 58733rad4 |
| — | ISIS PHARMACEUTICALS INC DEL | 3,871,000 | $4.413M | 0.1% | $1.07 | — | NOTE 1.000%11/1 | 464337aj3 |
| STZ | CONSTELLATION BRANDS INC | 21,074 | $4.368M | 0.1% | $149.14 | +21.3% | CL A | 21036P108 |
| — | AK STL CORP | 4,348,000 | $4.353M | 0.1% | $0.99 | — | NOTE 5.000%11/1 | 001546ap5 |
| — | NEW YORK CMNTY CAP TR V | 86,366 | $4.34M | 0.1% | $49.79 | — | UNIT 11/01/2051 | 64944p307 |
| — | FORTIVE CORP | 4,733 | $4.269M | 0.1% | $991.29 | — | 5% PFD CNV SER A | 34959J207 |
| QCOM | QUALCOMM INC | 54,950 | $4.192M | 0.1% | $58.96 | +10.2% | COM | 747525103 |
| — | SAREPTA THERAPEUTICS INC | 3,135,000 | $4.144M | 0.1% | $1.72 | — | DBCV 1.500%11/1 | 803607ab6 |
| T | AT&T INC | 108,898 | $4.121M | 0.1% | $14.47 | +17.5% | COM | 00206R102 |
| — | SEMPRA ENERGY | 34,840 | $4.115M | 0.1% | $111.75 | — | 6% PFD CONV A | 816851406 |
| — | TELADOC HEALTH INC | 2,393,000 | $4.11M | 0.1% | $1.79 | — | NOTE 3.000%12/1 | 87918aab1 |
| — | ALLEGHENY TECHNOLOGIES INC | 2,610,000 | $4.093M | 0.1% | $1.90 | — | NOTE 4.750% 7/0 | 01741rag7 |
| — | REALPAGE INC | 2,556,000 | $4.041M | 0.1% | $1.42 | — | NOTE 1.500%11/1 | 75606nab5 |
| NKE | NIKE INC | 42,875 | $4.027M | 0.1% | $57.24 | +37.6% | CL B | 654106103 |
| — | CARDTRONICS INC | 4,075,000 | $3.998M | 0.1% | $0.96 | — | NOTE 1.000%12/0 | 14161hag3 |
| MPC | MARATHON PETE CORP | 65,508 | $3.98M | 0.1% | $54.25 | -20.6% | COM | 56585A102 |
| — | ON SEMICONDUCTOR CORP | 3,364,000 | $3.957M | 0.1% | $0.99 | — | NOTE 1.000%12/0 | 682189ak1 |
| — | II VI INC | 3,800,000 | $3.933M | 0.1% | $1.09 | — | NOTE 0.250% 9/0 | 902104ab4 |
| — | INPHI CORP | 2,500,000 | $3.92M | 0.1% | $1.18 | — | NOTE 1.125%12/0 | 45772fab3 |
| — | ZILLOW GROUP INC | 3,882,000 | $3.858M | 0.1% | $1.02 | — | NOTE 2.000%12/0 | 98954mab7 |
| — | PRA GROUP INC | 3,775,000 | $3.826M | 0.1% | $1.08 | — | NOTE 3.500% 6/0 | 69354nab2 |
| — | VECTOR GROUP LTD | 3,680,000 | $3.823M | 0.1% | $1.06 | — | FRNT 4/1 | 92240mbc1 |
| — | RAMBUS INC DEL | 3,811,000 | $3.79M | 0.1% | $0.87 | — | NOTE 1.375% 2/0 | 750917ag1 |
| TXN | TEXAS INSTRS INC | 29,225 | $3.777M | 0.1% | $44.77 | +129.8% | COM | 882508104 |
| — | AKAMAI TECHNOLOGIES INC | 3,250,000 | $3.726M | 0.1% | $1.07 | — | NOTE 0.125% 5/0 | 00971taj0 |
| — | RH | 3,401,000 | $3.682M | 0.1% | $1.08 | — | NOTE 6/1 | 74967xaa1 |
| — | RADIUS HEALTH INC | 4,000,000 | $3.681M | 0.1% | $0.89 | — | NOTE 3.000% 9/0 | 750469aa6 |
| — | INSULET CORP | 2,000,000 | $3.681M | 0.1% | $1.42 | — | NOTE 1.375%11/1 | 45784pah4 |
| AZTA | BROOKS AUTOMATION INC | 98,998 | $3.666M | 0.1% | $35.63 | 0.0% | COM | 114340102 |
| — | GDS HLDGS LTD | 3,500,000 | $3.638M | 0.1% | $0.99 | — | NOTE 2.000% 6/0 | 36165lab4 |
| DPZ | DOMINOS PIZZA INC | 14,800 | $3.62M | 0.1% | $237.32 | -3.3% | COM | 25754A201 |
| — | MICRON TECHNOLOGY INC | 900,000 | $3.523M | 0.1% | $2.07 | — | NOTE 2.125% 2/1 | 595112av5 |
| — | WRIGHT MED GROUP N V | 3,000,000 | $3.512M | 0.1% | $1.22 | — | NOTE 2.250%11/1 | 98236jab4 |
| COST | COSTCO WHSL CORP NEW | 12,161 | $3.504M | 0.1% | $256.34 | 0.0% | COM | 22160K105 |
| — | ILLUMINA INC | 2,615,000 | $3.491M | 0.1% | $1.39 | — | NOTE 0.500% 6/1 | 452327ah2 |
| — | TWILIO INC | 2,076,000 | $3.47M | 0.1% | $2.01 | — | NOTE 0.250% 6/0 | 90138fab8 |
| — | AVANTOR INC | 65,000 | $3.47M | 0.1% | $53.38 | — | 6.25 PFD CNV SR | 05352A209 |
| ADBE | ADOBE INC | 12,540 | $3.464M | 0.1% | $252.76 | +15.5% | COM | 00724F101 |
| — | CROWN CASTLE INTL CORP NEW | 2,708 | $3.423M | 0.1% | $1060.88 | — | 6.875% CON PFD A | 22822V309 |
| INTU | INTUIT | 12,626 | $3.358M | 0.1% | $228.99 | +15.3% | COM | 461202103 |
| KKR | KKR & CO INC | 124,758 | $3.35M | 0.1% | $24.47 | +0.8% | CL A | 48251W104 |
| — | SERVICENOW INC | 1,737,000 | $3.338M | 0.1% | $1.49 | — | NOTE 6/0 | 81762pac6 |
| — | HERBALIFE LTD | 3,500,000 | $3.266M | 0.1% | $0.98 | — | NOTE 2.625% 3/1 | 42703mad5 |
| — | MOLINA HEALTHCARE INC | 1,210,000 | $3.26M | 0.1% | $1.50 | — | NOTE 1.125% 1/1 | 60855rac4 |
| — | FORESTAR GROUP INC | 3,200,000 | $3.208M | 0.1% | $1.03 | — | NOTE 3.750% 3/0 | 346232ab7 |
| — | CLOVIS ONCOLOGY INC | 3,636,000 | $3.165M | 0.1% | $0.99 | — | NOTE 2.500% 9/1 | 189464ab6 |
| — | REDFIN CORP | 3,420,000 | $3.156M | 0.1% | $0.91 | — | NOTE 1.750% 7/1 | 75737faa6 |
| — | CHINA LODGING GROUP LTD | 3,000,000 | $3.151M | 0.1% | $0.98 | — | NOTE 0.375%11/0 | 16949nac3 |
| — | NEW MTN FIN CORP | 3,000,000 | $3.139M | 0.1% | $1.03 | — | NOTE 5.750% 8/1 | 647551ac4 |
| — | SHIP FINANCE INTERNATIONAL L | 3,000,000 | $3.12M | 0.1% | $1.00 | — | NOTE 5.750%10/1 | g81075af3 |
| — | ZENDESK INC | 2,350,000 | $3.112M | 0.1% | $1.46 | — | NOTE 0.250% 3/1 | 98936jab7 |
| — | LIVE NATION ENTERTAINMENT IN | 2,635,000 | $3.106M | 0.1% | $1.15 | — | NOTE 2.500% 3/1 | 538034aq2 |
| HIG | HARTFORD FINL SVCS GROUP INC | 51,000 | $3.091M | 0.1% | $25.51 | +99.2% | COM | 416515104 |
| ALLE | ALLEGION PUB LTD CO | 29,756 | $3.084M | 0.1% | $90.51 | +3.8% | ORD SHS | G0176J109 |
| — | EPR PPTYS | 79,400 | $3.082M | 0.1% | $29.80 | — | CONV PFD 9% SR E | 26884U307 |
| — | WESTERN ASSET MTG CAP CORP | 3,000,000 | $3.026M | 0.1% | $1.00 | — | NOTE 6.750%10/0 | 95790daa3 |
| — | INSMED INC | 3,550,000 | $2.982M | 0.1% | $0.89 | — | NOTE 1.750% 1/1 | 457669aa7 |
| — | FIVE9 INC | 2,000,000 | $2.896M | 0.1% | $1.39 | — | NOTE 0.125% 5/0 | 338307ab7 |
| — | NEUROCRINE BIOSCIENCES INC | 2,100,000 | $2.884M | 0.1% | $1.41 | — | NOTE 2.250% 5/1 | 64125cad1 |
| PM | PHILIP MORRIS INTL INC | 37,450 | $2.844M | 0.1% | $70.74 | -19.8% | COM | 718172109 |
| — | ASSURANT INC | 22,721 | $2.843M | 0.1% | $103.21 | — | 6.50% CONV PFD D | 04621x207 |
| XYZ | SQUARE INC | 45,715 | $2.832M | 0.1% | $67.93 | 0.0% | CL A | 852234103 |
| — | DEXCOM INC | 1,767,000 | $2.807M | 0.1% | $1.48 | — | NOTE 0.750% 5/1 | 252131af4 |
| — | OSI SYSTEMS INC | 2,500,000 | $2.8M | 0.1% | $0.91 | — | NOTE 1.250% 9/0 | 671044ad7 |
| — | SPLUNK INC | 2,500,000 | $2.741M | 0.1% | $1.10 | — | NOTE 1.125% 9/1 | 848637ad6 |
| — | PARATEK PHARMACEUTICALS INC | 3,750,000 | $2.712M | 0.1% | $0.70 | — | NOTE 4.750% 5/0 | 699374ab0 |
| — | ARBOR RLTY TR INC | 2,487,000 | $2.664M | 0.1% | $1.07 | — | NOTE 5.250% 7/0 | 038923ah1 |
| — | ETSY INC | 1,559,000 | $2.625M | 0.1% | $1.94 | — | NOTE 3/0 | 29786aac0 |
| — | ANTHEM INC | 782,000 | $2.612M | 0.1% | $3.39 | — | NOTE 2.750%10/1 | 94973vbg1 |
| — | KNOWLES CORP | 2,000,000 | $2.59M | 0.1% | $1.18 | — | NOTE 3.250%11/0 | 49926dab5 |
| — | MOMO INC | 2,850,000 | $2.582M | 0.1% | $0.91 | — | NOTE 1.250% 7/0 | 60879bab3 |
| ABBV | ABBVIE INC | 32,850 | $2.487M | 0.1% | $43.54 | +20.8% | COM | 00287Y109 |
| — | REPLIGEN CORP | 2,500,000 | $2.478M | 0.1% | $0.99 | — | NOTE 0.375% 7/1 | 759916ab5 |
| — | LENDINGTREE INC NEW | 1,519,000 | $2.434M | 0.1% | $1.30 | — | NOTE 0.625% 6/0 | 52603baa5 |
| — | SILVER STD RES INC | 2,332,000 | $2.414M | 0.1% | $0.99 | — | NOTE 2.875% 2/0 | 82823lac0 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 2,900,000 | $2.405M | 0.1% | $1.12 | — | NOTE 1.875% 6/0 | 049164bj4 |
| — | TWITTER INC | 2,430,000 | $2.392M | 0.1% | $0.91 | — | NOTE 1.000% 9/1 | 90184lad4 |
| — | PTC THERAPEUTICS INC | 2,300,000 | $2.381M | 0.1% | $1.04 | — | NOTE 3.000% 8/1 | 69366jab7 |
| — | ENDOLOGIX INC | 599,171 | $2.379M | 0.1% | $6.79 | — | COM NEW | 29266S304 |
| — | RWT HLDGS INC | 2,349,000 | $2.361M | 0.1% | $1.01 | — | NOTE 5.625%11/1 | 749772ab5 |
| EPD | ENTERPRISE PRODS PARTNERS L | 80,330 | $2.296M | 0.1% | $41.68 | — | COM | 293792107 |
| — | NEWPARK RES INC | 2,000,000 | $2.263M | 0.1% | $1.22 | — | NOTE 4.000%12/0 | 651718ae8 |
| — | CBS CORP NEW | 55,915 | $2.257M | 0.1% | $58.45 | — | CL B | 124857202 |
| SHW | SHERWIN WILLIAMS CO | 4,000 | $2.199M | 0.1% | $83.01 | +93.7% | COM | 824348106 |
| — | CREE INC | 2,000,000 | $2.188M | 0.1% | $1.09 | — | NOTE 0.875% 9/0 | 225447ab7 |
| — | RINGCENTRAL INC | 1,350,000 | $2.186M | 0.1% | $1.42 | — | NOTE 3/1 | 76680rad9 |
| — | VOCERA COMMUNICATIONS INC | 2,000,000 | $2.093M | 0.1% | $1.20 | — | NOTE 1.500% 5/1 | 92857fab3 |
| — | MEDICINES CO | 1,350,000 | $2.047M | 0.1% | $1.58 | — | NOTE 2.500% 1/1 | 584688ae5 |
| — | ALTAIR ENGR INC | 2,000,000 | $2.029M | 0.1% | $1.08 | — | NOTE 0.250% 6/0 | 021369aa1 |
| — | RAYTHEON CO | 10,260 | $2.013M | 0.1% | $193.37 | — | COM NEW | 755111507 |
| — | REDWOOD TR INC | 2,000,000 | $2M | 0.1% | $1.00 | — | NOTE 4.750% 8/1 | 758075ac9 |
| — | BIOMARIN PHARMACEUTICAL INC | 2,000,000 | $1.968M | 0.1% | $1.04 | — | NOTE 0.599% 8/0 | 09061gah4 |
| XOM | EXXON MOBIL CORP | 27,701 | $1.956M | 0.1% | $67.99 | -20.9% | COM | 30231G102 |
| — | CARBONITE INC | 2,000,000 | $1.903M | 0.1% | $1.19 | — | NOTE 2.500% 4/0 | 141337ab1 |
| SSNC | SS&C TECHNOLOGIES HLDGS INC | 36,862 | $1.901M | 0.1% | $44.23 | +15.6% | COM | 78467J100 |
| WELL | WELLTOWER INC | 20,929 | $1.897M | 0.1% | $61.17 | +17.0% | COM | 95040Q104 |
| MO | ALTRIA GROUP INC | 45,590 | $1.865M | 0.1% | $29.56 | -6.6% | COM | 02209S103 |
| BABA | ALIBABA GROUP HLDG LTD | 11,055 | $1.849M | 0.1% | $169.90 | — | SPONSORED ADS | 01609W102 |
| HD | HOME DEPOT INC | 7,849 | $1.821M | 0.1% | $133.64 | +40.0% | COM | 437076102 |
| — | WORLD WRESTLING ENTMT INC | 25,450 | $1.811M | 0.1% | $72.60 | — | CL A | 98156Q108 |
| — | PATRICK INDS INC | 2,000,000 | $1.804M | 0.1% | $0.89 | — | DBCV 1.000% 2/0 | 703343ab9 |
| HBAN | HUNTINGTON BANCSHARES INC | 124,912 | $1.782M | 0.1% | $11.01 | -8.0% | COM | 446150104 |
| CMCSA | COMCAST CORP NEW | 39,250 | $1.769M | 0.1% | $28.83 | +30.1% | CL A | 20030N101 |
| — | MACQUARIE INFRASTRUCTURE COR | 42,409 | $1.674M | 0.1% | $46.23 | — | COM | 55608B105 |
| — | AMERICAN ELEC PWR CO INC | 30,000 | $1.654M | 0.1% | $51.03 | — | UNIT 03/15/2022 | 025537127 |
| — | INCYTE CORP | 1,071,000 | $1.608M | 0.0% | $1.61 | — | NOTE 1.250%11/1 | 45337can2 |
| — | ALTRA INDL MOTION CORP | 56,138 | $1.555M | 0.0% | $27.70 | — | COM | 02208R106 |
| — | CYPRESS SEMICONDUCTOR CORP | 883,000 | $1.539M | 0.0% | $1.32 | — | NOTE 4.500% 1/1 | 232806am1 |
| — | TEAM INC | 1,380,000 | $1.528M | 0.0% | $1.27 | — | NOTE 5.000% 8/0 | 878155ae0 |
| — | INTERNATIONAL FLAVORS&FRAGRA | 32,500 | $1.525M | 0.0% | $52.08 | — | UNIT 09/15/2021 | 459506309 |
| — | INFINERA CORPORATION | 1,700,000 | $1.483M | 0.0% | $0.92 | — | NOTE 2.125% 9/0 | 45667gac7 |
| — | WESTERN DIGITAL CORP | 1,520,000 | $1.469M | 0.0% | $0.97 | — | NOTE 1.500% 2/0 | 958102ap0 |
| PG | PROCTER & GAMBLE CO | 11,791 | $1.467M | 0.0% | $66.82 | +51.1% | COM | 742718109 |
| GOOGL | ALPHABET INC | 1,183 | $1.445M | 0.0% | $42.14 | +39.5% | CAP STK CL A | 02079K305 |
| — | CHANGE HEALTHCARE INC | 30,000 | $1.429M | 0.0% | $47.63 | — | UNIT 99/99/9999 | 15912k209 |
| — | CHENIERE ENERGY INC | 1,795,000 | $1.396M | 0.0% | $0.81 | — | NOTE 4.250% 3/1 | 16411rag4 |
| — | WIX COM LTD | 1,200,000 | $1.336M | 0.0% | $1.11 | — | NOTE 7/0 | 92940wab5 |
| NTRS | NORTHERN TR CORP | 14,000 | $1.306M | 0.0% | $50.14 | +50.2% | COM | 665859104 |
| — | RETROPHIN INC | 1,700,000 | $1.303M | 0.0% | $0.99 | — | NOTE 2.500% 9/1 | 761299ab2 |
| — | RAPID7 INC | 1,000,000 | $1.301M | 0.0% | $1.30 | — | NOTE 1.250% 8/0 | 753422ab0 |
| — | AVAYA HLDGS CORP | 1,500,000 | $1.277M | 0.0% | $0.85 | — | NOTE 2.250% 6/1 | 05351xab7 |
| — | ON SEMICONDUCTOR CORP | 1,000,000 | $1.209M | 0.0% | $1.27 | — | NOTE 1.625%10/1 | 682189ap0 |
| TMO | THERMO FISHER SCIENTIFIC INC | 4,100 | $1.194M | 0.0% | $153.21 | +83.8% | COM | 883556102 |
| — | NUVASIVE INC | 1,000,000 | $1.182M | 0.0% | $1.18 | — | NOTE 2.250% 3/1 | 670704ag0 |
| — | VEECO INSTRS INC DEL | 1,300,000 | $1.163M | 0.0% | $1.02 | — | NOTE 2.700% 1/1 | 922417ad2 |
| — | ALLERGAN PLC | 6,792 | $1.143M | 0.0% | $166.41 | — | SHS | G0177J108 |
| — | KAMAN CORP | 1,000,000 | $1.143M | 0.0% | $1.22 | — | NOTE 3.250% 5/0 | 483548af0 |
| — | EZCORP INC | 1,200,000 | $1.142M | 0.0% | $1.24 | — | NOTE 2.875% 7/0 | 302301af3 |
| — | ILLUMINA INC | 1,000,000 | $1.114M | 0.0% | $1.11 | — | NOTE 8/1 | 452327ak5 |
| COP | CONOCOPHILLIPS | 18,725 | $1.067M | 0.0% | $55.48 | -18.3% | COM | 20825C104 |
| — | COLONY STARWOOD HOMES | 794,000 | $1.059M | 0.0% | $1.12 | — | NOTE 3.500% 1/1 | 19625xab8 |
| EA | ELECTRONIC ARTS INC | 10,800 | $1.056M | 0.0% | $48.76 | +87.3% | COM | 285512109 |
| — | ENCORE CAP GROUP INC | 1,000,000 | $1.013M | 0.0% | $1.17 | — | NOTE 3.250% 3/1 | 292554ak8 |
| CNP | CENTERPOINT ENERGY INC | 33,450 | $1.01M | 0.0% | $19.14 | +25.9% | COM | 15189T107 |
| — | AIR TRANSPORT SERVICES GRP I | 1,000,000 | $947K | 0.0% | $1.00 | — | NOTE 1.125%10/1 | 00922rab1 |
| — | VISHAY INTERTECHNOLOGY INC | 1,000,000 | $941K | 0.0% | $0.94 | — | NOTE 2.250% 6/1 | 928298ap3 |
| BGS | B & G FOODS INC NEW | 48,500 | $917K | 0.0% | $16.42 | -34.7% | COM | 05508R106 |
| ARKW | ARK ETF TR | 18,800 | $915K | 0.0% | $51.91 | — | WEB X.O ETF | 00214Q401 |
| — | ALLETE INC | 10,000 | $874K | 0.0% | $51.35 | — | COM NEW | 018522300 |
| NAVI | NAVIENT CORPORATION | 67,200 | $860K | 0.0% | $16.89 | -21.1% | COM | 63938C108 |
| APD | AIR PRODS & CHEMS INC | 3,870 | $859K | 0.0% | $119.15 | +61.6% | COM | 009158106 |
| — | ANCHIANO THERAPEUTICS LTD | 369,640 | $850K | 0.0% | $4.48 | — | SPONSORED ADS | 03280X102 |
| ARKK | ARK ETF TR | 19,300 | $828K | 0.0% | $47.28 | — | INNOVATION ETF | 00214Q104 |
| C | CITIGROUP INC | 11,985 | $828K | 0.0% | $52.69 | +2.8% | COM NEW | 172967424 |
| ULTA | ULTA BEAUTY INC | 3,296 | $826K | 0.0% | $306.82 | 0.0% | COM | 90384S303 |
| SBUX | STARBUCKS CORP | 8,770 | $775K | 0.0% | $66.75 | +20.8% | COM | 855244109 |
| — | NEW YORK MTG TR INC | 750,000 | $763K | 0.0% | $0.98 | — | NOTE 6.250% 1/1 | 649604ad7 |
| PFE | PFIZER INC | 20,802 | $747K | 0.0% | $17.65 | +53.0% | COM | 717081103 |
| AAL | AMERICAN AIRLS GROUP INC | 27,550 | $743K | 0.0% | $39.12 | -25.8% | COM | 02376R102 |
| BAC | BANK AMER CORP | 25,400 | $741K | 0.0% | $22.03 | +11.5% | COM | 060505104 |
| ED | CONSOLIDATED EDISON INC | 7,500 | $709K | 0.0% | $55.52 | +27.1% | COM | 209115104 |
| — | OKTA INC | 325,000 | $684K | 0.0% | $1.81 | — | NOTE 0.250% 2/1 | 679295ab1 |
| PYPL | PAYPAL HLDGS INC | 6,439 | $667K | 0.0% | $99.14 | +10.9% | COM | 70450Y103 |
| LUV | SOUTHWEST AIRLS CO | 12,043 | $650K | 0.0% | $49.70 | -2.9% | COM | 844741108 |
| LEN | LENNAR CORP | 11,274 | $630K | 0.0% | $49.40 | -9.2% | CL A | 526057104 |
| MLM | MARTIN MARIETTA MATLS INC | 2,275 | $624K | 0.0% | $159.00 | +48.7% | COM | 573284106 |
| BX | BLACKSTONE GROUP INC | 12,610 | $615K | 0.0% | $39.22 | 0.0% | COM CL A | 09260D107 |
| — | INFINERA CORPORATION | 110,000 | $599K | 0.0% | $4.40 | — | COM | 45667G103 |
| SYNA | SYNAPTICS INC | 15,000 | $599K | 0.0% | $43.27 | -22.0% | COM | 87157D109 |
| KBH | KB HOME | 17,269 | $587K | 0.0% | $20.36 | +24.6% | COM | 48666K109 |
| AFL | AFLAC INC | 10,800 | $565K | 0.0% | $44.78 | +1.3% | COM | 001055102 |
| HTGC | HERCULES CAPITAL INC | 39,300 | $525K | 0.0% | $12.79 | +2.0% | COM | 427096508 |
| TDG | TRANSDIGM GROUP INC | 1,000 | $521K | 0.0% | $163.01 | +140.5% | COM | 893641100 |
| SPY | SPDR S&P 500 ETF TR | 1,750 | $519K | 0.0% | $270.15 | — | TR UNIT | 78462F103 |
| NXPI | NXP SEMICONDUCTORS N V | 4,620 | $504K | 0.0% | $99.54 | -7.7% | COM | N6596X109 |
| — | ACTIVISION BLIZZARD INC | 9,310 | $493K | 0.0% | $56.21 | — | COM | 00507V109 |
| EOLS | EVOLUS INC | 31,000 | $484K | 0.0% | $19.82 | -17.3% | COM | 30052C107 |
| ALGN | ALIGN TECHNOLOGY INC | 2,650 | $479K | 0.0% | $207.89 | 0.0% | COM | 016255101 |
| IBM | INTERNATIONAL BUSINESS MACHS | 3,172 | $461K | 0.0% | $109.51 | -6.4% | COM | 459200101 |
| VST | VISTRA ENERGY CORP | 16,826 | $450K | 0.0% | $20.57 | 0.0% | COM | 92840M102 |
| UAL | UNITED AIRLINES HLDGS INC | 4,750 | $420K | 0.0% | $88.37 | 0.0% | COM | 910047109 |
| MAS | MASCO CORP | 10,000 | $417K | 0.0% | $16.70 | +116.1% | COM | 574599106 |
| — | LUMENTUM HLDGS INC | 7,500 | $402K | 0.0% | $56.49 | — | COM | 55024u109 |
| — | EZCORP INC | 500,000 | $399K | 0.0% | $0.90 | — | NOTE 2.375% 5/0 | 302301ae6 |
| MU | MICRON TECHNOLOGY INC | 9,000 | $386K | 0.0% | $46.03 | -4.2% | COM | 595112103 |
| CRL | CHARLES RIV LABS INTL INC | 2,900 | $384K | 0.0% | $135.63 | -1.1% | COM | 159864107 |
| IWM | ISHARES TR | 2,500 | $378K | 0.0% | $151.20 | — | RUSSELL 2000 ETF | 464287655 |
| — | MEDICINES CO | 7,500 | $375K | 0.0% | $50.00 | — | COM | 584688105 |
| AMT | AMERICAN TOWER CORP NEW | 1,683 | $372K | 0.0% | $112.31 | +63.3% | COM | 03027X100 |
| — | GUARDANT HEALTH INC | 5,750 | $367K | 0.0% | $63.83 | — | COM | 40131m109 |
| WMB | WILLIAMS COS INC DEL | 15,000 | $361K | 0.0% | $19.05 | -7.4% | COM | 969457100 |
| GS | GOLDMAN SACHS GROUP INC | 1,640 | $340K | 0.0% | $196.43 | -8.6% | COM | 38141G104 |
| AVGO | BROADCOM INC | 1,200 | $331K | 0.0% | $24.02 | 0.0% | COM | 11135F101 |
| ESI | ELEMENT SOLUTIONS INC | 31,000 | $316K | 0.0% | $10.31 | -11.3% | COM | 28618M106 |
| LHX | L3HARRIS TECHNOLOGIES INC | 1,500 | $313K | 0.0% | $180.55 | 0.0% | COM | 502431109 |
| — | LAM RESEARCH CORP | 1,350 | $312K | 0.0% | $231.11 | — | COM | 512807108 |
| TREE | LENDINGTREE INC NEW | 1,000 | $310K | 0.0% | $310.00 | — | COM | 52603B107 |
| WFC | WELLS FARGO CO NEW | 6,000 | $303K | 0.0% | $46.19 | -13.9% | COM | 949746101 |
| JD | JD COM INC | 10,595 | $299K | 0.0% | $38.70 | — | SPON ADR CL A | 47215P106 |
| CRM | SALESFORCE COM INC | 1,950 | $289K | 0.0% | $153.78 | -2.4% | COM | 79466L302 |
| — | JACOBS ENGR GROUP INC | 3,090 | $283K | 0.0% | $75.08 | — | COM | 469814107 |
| — | SUNPOWER CORP | 300,000 | $278K | 0.0% | $0.71 | — | DBCV 4.000% 1/1 | 867652al3 |
| — | APTIV PLC | 3,140 | $274K | 0.0% | $84.77 | — | SHS | G6095L109 |
| — | VARIAN MED SYS INC | 2,292 | $273K | 0.0% | $119.11 | — | COM | 92220P105 |
| WDC | WESTERN DIGITAL CORP | 4,500 | $268K | 0.0% | $51.84 | -20.4% | COM | 958102105 |
| AMAT | APPLIED MATLS INC | 5,321 | $266K | 0.0% | $45.34 | 0.0% | COM | 038222105 |
| BA | BOEING CO | 700 | $266K | 0.0% | $373.21 | -5.6% | COM | 097023105 |
| KMB | KIMBERLY CLARK CORP | 1,856 | $264K | 0.0% | $109.72 | 0.0% | COM | 494368103 |
| — | VMWARE INC | 1,750 | $263K | 0.0% | $164.05 | — | CL A COM | 928563402 |
| CRWD | CROWDSTRIKE HLDGS INC | 4,450 | $259K | 0.0% | $79.41 | 0.0% | CL A | 22788C105 |
| — | SEACOR HOLDINGS INC | 250,000 | $248K | 0.0% | $0.93 | — | NOTE 3.000%11/1 | 81170yab5 |
| D | DOMINION ENERGY INC | 3,020 | $245K | 0.0% | $57.05 | +2.4% | COM | 25746U109 |
| UMH | UMH PPTYS INC | 17,000 | $239K | 0.0% | $13.78 | — | COM | 903002103 |
| ABT | ABBOTT LABS | 2,850 | $238K | 0.0% | $57.97 | +31.2% | COM | 002824100 |
| GILD | GILEAD SCIENCES INC | 3,650 | $231K | 0.0% | $64.68 | -21.2% | COM | 375558103 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 42,800 | $231K | 0.0% | $6.11 | — | COM | 87157B103 |
| PEG | PUBLIC SVC ENTERPRISE GRP IN | 3,700 | $230K | 0.0% | $39.72 | +21.0% | COM | 744573106 |
| FDX | FEDEX CORP | 1,500 | $218K | 0.0% | $143.27 | 0.0% | COM | 31428X106 |
| — | VERINT SYS INC | 5,000 | $214K | 0.0% | $42.80 | — | COM | 92343X100 |
| MTG | MGIC INVT CORP WIS | 16,600 | $209K | 0.0% | $12.91 | 0.0% | COM | 552848103 |
| MOH | MOLINA HEALTHCARE INC | 1,900 | $208K | 0.0% | $129.53 | 0.0% | COM | 60855R100 |
| AVTR | AVANTOR INC | 13,784 | $203K | 0.0% | $16.94 | 0.0% | COM | 05352A100 |
| DEO | DIAGEO P L C | 1,235 | $202K | 0.0% | $163.56 | — | SPON ADR NEW | 25243Q205 |
| YORW | YORK WTR CO | 4,600 | $201K | 0.0% | $33.09 | 0.0% | COM | 987184108 |
| — | TIVO CORP | 25,000 | $190K | 0.0% | $12.91 | — | COM | 88870P106 |
| — | FIREEYE INC | 14,000 | $187K | 0.0% | $14.47 | — | COM | 31816Q101 |
| — | RETROPHIN INC | 13,502 | $156K | 0.0% | $24.53 | — | COM | 761299106 |
| — | GENERAL ELECTRIC CO | 17,000 | $152K | 0.0% | $8.94 | — | COM | 369604103 |
| — | CLOVIS ONCOLOGY INC | 330,000 | $139K | 0.0% | $0.92 | — | NOTE 1.250% 5/0 | 189464ac4 |
| SDCCQ | SMILEDIRECTCLUB INC | 10,000 | $139K | 0.0% | $16.68 | 0.0% | CL A COM | 83192H106 |
| — | COLONY CAP INC NEW | 19,607 | $118K | 0.0% | $6.22 | — | CL A COM | 19626G108 |
| — | DERMIRA INC | 11,599 | $74,000 | 0.0% | $6.38 | — | COM | 24983L104 |
| — | CLOVIS ONCOLOGY INC | 18,100 | $71,000 | 0.0% | $3.92 | — | COM | 189464100 |
| CX | CEMEX SAB DE CV | 10,000 | $39,000 | 0.0% | $3.90 | — | SPON ADR NEW | 151290889 |
| — | NANTHEALTH INC | 41,000 | $29,000 | 0.0% | $2.91 | — | COM | 630104107 |
| — | SENSEONICS HLDGS INC | 25,000 | $25,000 | 0.0% | $1.00 | — | COM | 81727U105 |
| — | PALATIN TECHNOLOGIES INC | 19,010 | $17,000 | 0.0% | $0.64 | — | COM PAR $ .01 | 696077403 |
| — | ENCORE CAP GROUP INC | 15,000 | $15,000 | 0.0% | $1.06 | — | NOTE 3.000% 7/0 | 292554AF9 |