Location: Fort Lee, NJ
CIK: 0001009006 · Show all filings
Period: Q4 2019 (← Previous) (Next →)
Filing Date: Feb 4, 2020
Total Value: $3.527B (79.1% shares, 20.9% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| ZBRA | ZEBRA TECHNOLOGIES CORP | 206,763 | $52.82M | 1.5% | $128.50 | +82.1% | CL A | 989207105 |
| IDA | IDACORP INC | 448,697 | $47.92M | 1.4% | $68.05 | +57.0% | COM | 451107106 |
| ICLR | ICON PLC | 262,516 | $45.21M | 1.3% | $123.72 | +24.7% | SHS | G4705A100 |
| AIT | APPLIED INDL TECHNOLOGIES IN | 643,025 | $42.88M | 1.2% | $56.65 | +0.4% | COM | 03820C105 |
| AAPL | APPLE INC | 140,016 | $41.12M | 1.2% | $69.40 | -10.6% | COM | 037833100 |
| ACIW | ACI WORLDWIDE INC | 1,075,540 | $40.75M | 1.2% | $23.74 | +43.5% | COM | 004498101 |
| LFUS | LITTELFUSE INC | 210,544 | $40.28M | 1.1% | $134.76 | +36.1% | COM | 537008104 |
| TDY | TELEDYNE TECHNOLOGIES INC | 108,177 | $37.49M | 1.1% | $105.92 | +217.4% | COM | 879360105 |
| RJF | RAYMOND JAMES FINANCIAL INC | 418,032 | $37.4M | 1.1% | $39.72 | +32.1% | COM | 754730109 |
| CUZ | COUSINS PPTYS INC | 897,338 | $36.97M | 1.0% | $36.35 | — | COM NEW | 222795502 |
| RGEN | REPLIGEN CORP | 399,496 | $36.95M | 1.0% | $31.75 | +164.6% | COM | 759916109 |
| WAL | WESTERN ALLIANCE BANCORP | 647,097 | $36.88M | 1.0% | $39.20 | +14.1% | COM | 957638109 |
| — | SYNEOS HEALTH INC | 616,284 | $36.65M | 1.0% | $41.17 | — | CL A | 87166B102 |
| NGVT | INGEVITY CORP | 418,950 | $36.61M | 1.0% | $76.20 | +14.7% | COM | 45688C107 |
| HEI/A | HEICO CORP NEW | 389,220 | $34.85M | 1.0% | $38.31 | +146.4% | CL A | 422806208 |
| RNST | RENASANT CORP | 979,361 | $34.69M | 1.0% | $44.35 | -20.4% | COM | 75970E107 |
| LKQ | LKQ CORP | 965,565 | $34.47M | 1.0% | $24.73 | +23.3% | COM | 501889208 |
| DHR | DANAHER CORPORATION | 221,256 | $33.96M | 1.0% | $53.65 | +129.2% | COM | 235851102 |
| KWR | QUAKER CHEM CORP | 204,707 | $33.68M | 1.0% | $121.67 | +27.5% | COM | 747316107 |
| — | POLYONE CORP | 911,427 | $33.53M | 1.0% | $40.82 | — | COM | 73179P106 |
| EGP | EASTGROUP PPTY INC | 238,470 | $31.64M | 0.9% | $98.76 | — | COM | 277276101 |
| — | CORELOGIC INC | 706,922 | $30.9M | 0.9% | $38.67 | — | COM | 21871D103 |
| — | HMS HLDGS CORP | 1,041,638 | $30.83M | 0.9% | $19.01 | — | COM | 40425J101 |
| BRKR | BRUKER CORP | 599,460 | $30.55M | 0.9% | $23.13 | +101.7% | COM | 116794108 |
| WABC | WESTAMERICA BANCORPORATION | 443,437 | $30.05M | 0.9% | $42.46 | +25.3% | COM | 957090103 |
| SMTC | SEMTECH CORP | 567,751 | $30.03M | 0.9% | $37.17 | +34.7% | COM | 816850101 |
| PFGC | PERFORMANCE FOOD GROUP CO | 577,524 | $29.73M | 0.8% | $31.81 | +43.7% | COM | 71377A103 |
| — | BARNES GROUP INC | 476,611 | $29.53M | 0.8% | $44.66 | — | COM | 067806109 |
| — | RITCHIE BROS AUCTIONEERS | 668,731 | $28.72M | 0.8% | $30.65 | — | COM | 767744105 |
| JPM | JPMORGAN CHASE & CO | 200,771 | $27.99M | 0.8% | $57.90 | +87.7% | COM | 46625H100 |
| RLI | RLI CORP | 307,719 | $27.7M | 0.8% | $20.84 | +82.0% | COM | 749607107 |
| — | IAC INTERACTIVECORP | 108,346 | $26.99M | 0.8% | $135.76 | — | COM | 44919P508 |
| APH | AMPHENOL CORP NEW | 249,221 | $26.97M | 0.8% | $34.16 | -29.5% | CL A | 032095101 |
| PB | PROSPERITY BANCSHARES INC | 373,921 | $26.88M | 0.8% | $48.52 | +19.2% | COM | 743606105 |
| WLY | WILEY JOHN & SONS INC | 550,969 | $26.73M | 0.8% | $40.25 | -6.3% | CL A | 968223206 |
| BURL | BURLINGTON STORES INC | 116,892 | $26.66M | 0.8% | $98.03 | +113.2% | COM | 122017106 |
| — | IBERIABANK CORP | 350,302 | $26.21M | 0.7% | $65.23 | — | COM | 450828108 |
| ACHC | ACADIA HEALTHCARE COMPANY IN | 788,594 | $26.2M | 0.7% | $34.29 | -8.6% | COM | 00404A109 |
| MLI | MUELLER INDS INC | 820,889 | $26.06M | 0.7% | $18.02 | -22.0% | COM | 624756102 |
| FULT | FULTON FINL CORP PA | 1,473,055 | $25.68M | 0.7% | $9.98 | +30.5% | COM | 360271100 |
| WWD | WOODWARD INC | 215,937 | $25.58M | 0.7% | $61.09 | +77.7% | COM | 980745103 |
| CFR | CULLEN FROST BANKERS INC | 253,355 | $24.77M | 0.7% | $66.47 | +16.0% | COM | 229899109 |
| — | AARONS INC | 403,598 | $23.05M | 0.7% | $33.56 | — | COM PAR $0.50 | 002535300 |
| GIII | G-III APPAREL GROUP LTD | 687,722 | $23.04M | 0.7% | $30.08 | -6.2% | COM | 36237H101 |
| CNC | CENTENE CORP DEL | 364,545 | $22.92M | 0.6% | $51.78 | +4.8% | COM | 15135B101 |
| GPI | GROUP 1 AUTOMOTIVE INC | 228,873 | $22.89M | 0.6% | $68.79 | +43.4% | COM | 398905109 |
| HCSG | HEALTHCARE SVCS GRP INC | 934,594 | $22.73M | 0.6% | $29.19 | -15.1% | COM | 421906108 |
| MD | MEDNAX INC | 814,335 | $22.63M | 0.6% | $41.18 | -39.1% | COM | 58502B106 |
| WTS | WATTS WATER TECHNOLOGIES INC | 225,548 | $22.5M | 0.6% | $69.67 | +36.2% | CL A | 942749102 |
| OIS | OIL STS INTL INC | 1,376,101 | $22.44M | 0.6% | $26.24 | -42.1% | COM | 678026105 |
| AMSF | AMERISAFE INC | 339,203 | $22.4M | 0.6% | $34.18 | +15.0% | COM | 03071H100 |
| WSFS | WSFS FINL CORP | 507,499 | $22.32M | 0.6% | $47.29 | -7.6% | COM | 929328102 |
| — | RESOURCES CONNECTION INC | 1,362,646 | $22.25M | 0.6% | $15.01 | — | COM | 76122q105 |
| RLJ | RLJ LODGING TR | 1,252,806 | $22.2M | 0.6% | $20.92 | — | COM | 74965L101 |
| CMP | COMPASS MINERALS INTL INC | 358,327 | $21.84M | 0.6% | $49.60 | -0.0% | COM | 20451N101 |
| — | WELLS FARGO CO NEW | 14,818 | $21.44M | 0.6% | $547.08 | — | PERP PFD CNV A | 949746804 |
| DECK | DECKERS OUTDOOR CORP | 126,466 | $21.36M | 0.6% | $20.36 | +30.2% | COM | 243537107 |
| IWM | ISHARES TR | 125,000 | $20.71M | 0.6% | $163.54 | — | Put | 464287655 |
| AMZN | AMAZON COM INC | 10,675 | $19.73M | 0.6% | $69.22 | +27.9% | COM | 023135106 |
| V | VISA INC | 104,968 | $19.72M | 0.6% | $101.83 | +69.4% | COM CL A | 92826C839 |
| BKE | BUCKLE INC | 694,992 | $18.79M | 0.5% | $19.27 | -36.9% | COM | 118440106 |
| — | BANK AMER CORP | 12,827 | $18.73M | 0.5% | $1208.04 | — | 7.25%CNV PFD L | 060505682 |
| — | NIC INC | 837,715 | $18.72M | 0.5% | $16.31 | — | COM | 62914b100 |
| — | CORNERSTONE ONDEMAND INC | 317,095 | $18.57M | 0.5% | $37.13 | — | COM | 21925Y103 |
| CMC | COMMERCIAL METALS CO | 832,255 | $18.53M | 0.5% | $15.29 | +19.6% | COM | 201723103 |
| — | COTT CORP QUE | 1,302,560 | $17.82M | 0.5% | $15.23 | — | COM | 22163N106 |
| — | REALPAGE INC | 331,182 | $17.8M | 0.5% | $44.58 | — | COM | 75606N109 |
| HMN | HORACE MANN EDUCATORS CORP N | 390,905 | $17.07M | 0.5% | $40.77 | +8.4% | COM | 440327104 |
| SM | SM ENERGY CO | 1,517,178 | $17.05M | 0.5% | $15.01 | -45.4% | COM | 78454L100 |
| — | BIOTELEMETRY INC | 361,776 | $16.75M | 0.5% | $37.76 | — | COM | 090672106 |
| CSGS | CSG SYS INTL INC | 323,464 | $16.75M | 0.5% | $36.56 | +29.6% | COM | 126349109 |
| TXRH | TEXAS ROADHOUSE INC | 296,967 | $16.73M | 0.5% | $26.81 | +85.8% | COM | 882681109 |
| BLKB | BLACKBAUD INC | 209,617 | $16.69M | 0.5% | $88.68 | -5.8% | COM | 09227Q100 |
| PBH | PRESTIGE CONSMR HEALTHCARE I | 410,320 | $16.62M | 0.5% | $40.36 | -7.6% | COM | 74112D101 |
| BL | BLACKLINE INC | 318,558 | $16.43M | 0.5% | $41.38 | +20.6% | COM | 09239B109 |
| MSA | MSA SAFETY INC | 129,389 | $16.35M | 0.5% | $95.06 | +26.6% | COM | 553498106 |
| — | EASTERLY GOVT PPTYS INC | 680,209 | $16.14M | 0.5% | $20.14 | — | COM | 27616P103 |
| — | CORESITE RLTY CORP | 143,674 | $16.11M | 0.5% | $65.00 | — | COM | 21870Q105 |
| FNV | FRANCO NEVADA CORP | 152,609 | $15.77M | 0.4% | $64.47 | +41.9% | COM | 351858105 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 165,250 | $15.29M | 0.4% | $57.17 | +50.0% | COM | 45866F104 |
| NMFC | NEW MTN FIN CORP | 1,102,919 | $15.15M | 0.4% | $8.22 | -16.6% | COM | 647551100 |
| ONTO | ONTO INNOVATION INC | 412,964 | $15.09M | 0.4% | $34.27 | 0.0% | COM | 683344105 |
| — | K12 INC | 730,566 | $14.87M | 0.4% | $17.93 | — | COM | 48273u102 |
| SMP | STANDARD MTR PRODS INC | 272,470 | $14.5M | 0.4% | $47.35 | +7.8% | COM | 853666105 |
| FTV | FORTIVE CORP | 185,832 | $14.2M | 0.4% | $37.17 | +18.4% | COM | 34959J108 |
| — | JAZZ INVESTMENTS I LTD | 13,799,000 | $14.18M | 0.4% | $1.02 | — | NOTE 1.875% 8/1 | 472145ab7 |
| BDX | BECTON DICKINSON & CO | 51,655 | $14.05M | 0.4% | $172.83 | +31.0% | COM | 075887109 |
| FISV | FISERV INC | 121,134 | $14.01M | 0.4% | $78.19 | +41.2% | COM | 337738108 |
| HRTX | HERON THERAPEUTICS INC | 595,198 | $13.99M | 0.4% | $24.76 | -10.7% | COM | 427746102 |
| ROP | ROPER TECHNOLOGIES INC | 38,530 | $13.65M | 0.4% | $287.41 | +15.9% | COM | 776696106 |
| SAIA | SAIA INC | 144,725 | $13.48M | 0.4% | $94.59 | 0.0% | COM | 78709Y105 |
| — | EXACT SCIENCES CORP | 9,250,000 | $13.42M | 0.4% | $1.24 | — | NOTE 1.000% 1/1 | 30063paa3 |
| — | MICROCHIP TECHNOLOGY INC | 6,166,000 | $13.27M | 0.4% | $1.36 | — | NOTE 1.625% 2/1 | 595017ad6 |
| — | MICROCHIP TECHNOLOGY INC | 9,250,000 | $13.2M | 0.4% | $1.19 | — | NOTE 1.625% 2/1 | 595017af1 |
| — | NATIONAL INSTRS CORP | 306,857 | $12.99M | 0.4% | $39.83 | — | COM | 636518102 |
| SXT | SENSIENT TECHNOLOGIES CORP | 195,354 | $12.91M | 0.4% | $74.35 | -13.9% | COM | 81725T100 |
| CAKE | CHEESECAKE FACTORY INC | 323,390 | $12.57M | 0.4% | $38.25 | -4.4% | COM | 163072101 |
| AME | AMETEK INC NEW | 125,387 | $12.51M | 0.4% | $70.26 | +29.4% | COM | 031100100 |
| — | DYCOM INDS INC | 12,841,000 | $12.46M | 0.4% | $1.01 | — | NOTE 0.750% 9/1 | 267475ab7 |
| CBRL | CRACKER BARREL OLD CTRY STOR | 80,665 | $12.4M | 0.4% | $115.49 | +7.9% | COM | 22410J106 |
| MNRO | MONRO INC | 155,350 | $12.15M | 0.3% | $58.89 | +28.0% | COM | 610236101 |
| ZTS | ZOETIS INC | 91,253 | $12.08M | 0.3% | $36.99 | +219.3% | CL A | 98978V103 |
| — | VERINT SYS INC | 11,212,000 | $12.07M | 0.3% | $1.02 | — | NOTE 1.500% 6/0 | 92343xaa8 |
| JNJ | JOHNSON & JOHNSON | 80,629 | $11.76M | 0.3% | $73.03 | +56.2% | COM | 478160104 |
| — | ALTRA INDL MOTION CORP | 320,881 | $11.62M | 0.3% | $34.72 | — | COM | 02208R106 |
| — | ALTAIR ENGR INC | 322,860 | $11.59M | 0.3% | $36.77 | — | COM CL A | 021369103 |
| — | COVETRUS INC | 866,631 | $11.44M | 0.3% | $12.29 | — | COM | 22304C100 |
| — | CALLON PETE CO DEL | 2,363,008 | $11.41M | 0.3% | $4.83 | — | COM | 13123X102 |
| — | BECTON DICKINSON & CO | 172,145 | $11.28M | 0.3% | $55.80 | — | PFD SHS CONV A | 075887208 |
| DIS | DISNEY WALT CO | 75,570 | $10.93M | 0.3% | $108.63 | +24.9% | COM DISNEY | 254687106 |
| — | II VI INC | 10,350,000 | $10.55M | 0.3% | $1.04 | — | NOTE 0.250% 9/0 | 902104ab4 |
| TRUP | TRUPANION INC | 277,735 | $10.4M | 0.3% | $32.60 | -9.9% | COM | 898202106 |
| — | PACIRA BIOSCIENCES | 9,685,000 | $10.1M | 0.3% | $0.99 | — | NOTE 2.375% 4/0 | 695127ad2 |
| — | BROADCOM INC | 8,500 | $9.93M | 0.3% | $1168.24 | — | 8% CNV PFD SER A | 11135f200 |
| GOOG | ALPHABET INC | 7,241 | $9.681M | 0.3% | $41.52 | +54.3% | CAP STK CL C | 02079K107 |
| — | SYNAPTICS INC | 8,640,000 | $9.61M | 0.3% | $0.94 | — | NOTE 0.500% 6/1 | 87157dad1 |
| NEE | NEXTERA ENERGY INC | 38,980 | $9.439M | 0.3% | $22.46 | +123.4% | COM | 65339F101 |
| — | PORTFOLIO RECOVERY ASSOCS IN | 9,351,000 | $9.351M | 0.3% | $0.94 | — | NOTE 3.000% 8/0 | 73640qab1 |
| — | ETSY INC | 6,599,000 | $9.323M | 0.3% | $1.54 | — | NOTE 3/0 | 29786aac0 |
| UNP | UNION PACIFIC CORP | 51,250 | $9.265M | 0.3% | $72.52 | +105.9% | COM | 907818108 |
| — | SQUARE INC | 8,230,000 | $9.213M | 0.3% | $1.19 | — | NOTE 0.500% 5/1 | 852234ad5 |
| — | ECHO GLOBAL LOGISTICS INC | 9,158,000 | $9.135M | 0.3% | $0.99 | — | NOTE 2.500% 5/0 | 27875taa9 |
| — | SPLUNK INC | 7,488,000 | $9.023M | 0.3% | $1.08 | — | NOTE 0.500% 9/1 | 848637ac8 |
| — | ENCORE CAP GROUP INC | 8,951,000 | $8.817M | 0.2% | $0.95 | — | NOTE 2.875% 3/1 | 292554ah5 |
| — | CTRIP COM INTL LTD | 8,858,000 | $8.734M | 0.2% | $1.01 | — | NOTE 1.000% 7/0 | 22943faf7 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 9,300,000 | $8.486M | 0.2% | $1.00 | — | NOTE 2.250% 6/0 | 049164bh8 |
| INTU | INTUIT | 31,351 | $8.212M | 0.2% | $242.41 | +3.7% | COM | 461202103 |
| MSFT | MICROSOFT CORP | 51,422 | $8.109M | 0.2% | $84.70 | +64.4% | COM | 594918104 |
| — | SEACOR HOLDINGS INC | 8,641,000 | $7.869M | 0.2% | $1.01 | — | NOTE 3.250% 5/1 | 811904an1 |
| — | TUTOR PERINI CORP | 8,221,000 | $7.815M | 0.2% | $1.07 | — | NOTE 2.875% 6/1 | 901109ad0 |
| — | COLONY CAP INC | 7,859,000 | $7.761M | 0.2% | $0.95 | — | NOTE 3.875% 1/1 | 19624rab2 |
| — | SPIRIT RLTY CAP INC NEW | 7,463,000 | $7.757M | 0.2% | $1.00 | — | NOTE 3.750% 5/1 | 84860wab8 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 34,119 | $7.728M | 0.2% | $158.08 | +37.4% | CL B NEW | 084670702 |
| — | BIOMARIN PHARMACEUTICAL INC | 7,121,000 | $7.718M | 0.2% | $1.10 | — | NOTE 1.500%10/1 | 09061gaf8 |
| — | LIGAND PHARMACEUTICALS INC | 8,875,000 | $7.682M | 0.2% | $0.86 | — | NOTE 0.750% 5/1 | 53220kaf5 |
| — | ARES CAP CORP | 7,416,000 | $7.678M | 0.2% | $1.00 | — | NOTE 3.750% 2/0 | 04010lat0 |
| — | TWITTER INC | 7,806,000 | $7.591M | 0.2% | $0.95 | — | NOTE 1.000% 9/1 | 90184lad4 |
| — | INTRICON CORP | 421,592 | $7.589M | 0.2% | $32.02 | — | COM | 46121H109 |
| — | DISH NETWORK CORP | 7,765,000 | $7.499M | 0.2% | $1.12 | — | NOTE 3.375% 8/1 | 25470mab5 |
| — | DANAHER CORPORATION | 6,300 | $7.485M | 0.2% | $1109.79 | — | 4.75 MND CV PFD | 235851300 |
| — | HORIZON PHARMA INVT LTD | 5,603,000 | $7.448M | 0.2% | $0.86 | — | NOTE 2.500% 3/1 | 44052tab7 |
| — | DEXCOM INC | 5,000,000 | $7.409M | 0.2% | $1.48 | — | NOTE 0.750%12/0 | 252131ah0 |
| — | LUMENTUM HLDGS INC | 5,001,000 | $7.313M | 0.2% | $1.23 | — | NOTE 0.250% 3/1 | 55024uab5 |
| AZTA | BROOKS AUTOMATION INC | 172,246 | $7.227M | 0.2% | $38.09 | +8.7% | COM | 114340102 |
| — | WORKDAY INC | 5,584,000 | $7.137M | 0.2% | $1.23 | — | NOTE 0.250%10/0 | 98138haf8 |
| — | TELADOC HEALTH INC | 4,000,000 | $6.962M | 0.2% | $1.48 | — | NOTE 1.375% 5/1 | 87918AAC9 |
| — | GUIDEWIRE SOFTWARE INC | 5,880,000 | $6.94M | 0.2% | $0.99 | — | NOTE 1.250% 3/1 | 40171vaa8 |
| — | NUANCE COMMUNICATIONS INC | 6,473,000 | $6.856M | 0.2% | $0.98 | — | DEBT 1.500%11/0 | 67020yag5 |
| — | PALO ALTO NETWORKS INC | 6,200,000 | $6.85M | 0.2% | $1.06 | — | NOTE 0.750% 7/0 | 697435ad7 |
| — | MARRIOTT VACTINS WORLDWID CO | 6,400,000 | $6.844M | 0.2% | $1.02 | — | NOTE 1.500% 9/1 | 57164yab3 |
| — | PURE STORAGE INC | 6,775,000 | $6.771M | 0.2% | $0.96 | — | NOTE 0.125% 4/1 | 74624mab8 |
| EBS | EMERGENT BIOSOLUTIONS INC | 124,916 | $6.739M | 0.2% | $54.24 | 0.0% | COM | 29089Q105 |
| — | PRICELINE GRP INC | 4,300,000 | $6.708M | 0.2% | $1.43 | — | NOTE 0.350% 6/1 | 741503as5 |
| — | HERCULES CAPITAL INC | 6,420,000 | $6.609M | 0.2% | $0.99 | — | DBCV 4.375% 2/0 | 427096af9 |
| — | MONMOUTH REAL ESTATE INVT CO | 440,210 | $6.374M | 0.2% | $13.57 | — | CL A | 609720107 |
| — | TTM TECHNOLOGIES INC | 4,000,000 | $6.325M | 0.2% | $1.28 | — | NOTE 1.750%12/1 | 87305rad1 |
| — | CEMEX SAB DE CV | 6,278,000 | $6.303M | 0.2% | $1.03 | — | NOTE 3.720% 3/1 | 151290bt9 |
| — | CSG SYS INTL INC | 5,394,000 | $6.151M | 0.2% | $1.04 | — | NOTE 4.250% 3/1 | 126349af6 |
| — | PLANTRONICS INC NEW | 221,196 | $6.047M | 0.2% | $37.12 | — | COM | 727493108 |
| — | XILINX INC | 61,425 | $6.006M | 0.2% | $73.44 | — | COM | 983919101 |
| VZ | VERIZON COMMUNICATIONS INC | 97,102 | $5.962M | 0.2% | $31.29 | +36.7% | COM | 92343V104 |
| MDLZ | MONDELEZ INTL INC | 107,839 | $5.94M | 0.2% | $31.36 | +46.3% | CL A | 609207105 |
| — | NOVELLUS SYS INC | 650,000 | $5.919M | 0.2% | $2.79 | — | NOTE 2.625% 5/1 | 670008ad3 |
| — | FIREEYE INC | 5,843,000 | $5.88M | 0.2% | $0.98 | — | NOTE 0.875% 6/0 | 31816qaf8 |
| — | IRONWOOD PHARMACEUTICALS INC | 5,000,000 | $5.85M | 0.2% | $1.00 | — | DBCV 2.250% 6/1 | 46333xad0 |
| — | CLEVELAND CLIFFS INC | 4,871,000 | $5.833M | 0.2% | $1.08 | — | DBCV 1.500% 1/1 | 185899aa9 |
| FNF | FIDELITY NATIONAL FINANCIAL | 128,450 | $5.825M | 0.2% | $18.42 | +82.6% | FNF GROUP COM | 31620R303 |
| — | ADVANCED MICRO DEVICES INC | 1,000,000 | $5.804M | 0.2% | $1.57 | — | NOTE 2.125% 9/0 | 007903bd8 |
| ARCC | ARES CAP CORP | 310,869 | $5.798M | 0.2% | $11.43 | -9.8% | COM | 04010L103 |
| — | HUBSPOT INC | 3,270,000 | $5.663M | 0.2% | $1.48 | — | NOTE 0.250% 6/0 | 443573ab6 |
| PEP | PEPSICO INC | 41,425 | $5.662M | 0.2% | $107.01 | +5.4% | COM | 713448108 |
| — | ISTAR INC | 5,000,000 | $5.65M | 0.2% | $1.13 | — | NOTE 3.125% 9/1 | 45031ucb5 |
| — | TWILIO INC | 3,676,000 | $5.641M | 0.2% | $1.80 | — | NOTE 0.250% 6/0 | 90138fab8 |
| — | NEVRO CORP | 4,144,000 | $5.638M | 0.2% | $1.05 | — | NOTE 1.750% 6/0 | 64157faa1 |
| MCD | MCDONALDS CORP | 28,407 | $5.614M | 0.2% | $93.97 | +83.0% | COM | 580135101 |
| — | SAREPTA THERAPEUTICS INC | 2,885,000 | $5.611M | 0.2% | $1.72 | — | DBCV 1.500%11/1 | 803607ab6 |
| META | FACEBOOK INC | 27,281 | $5.599M | 0.2% | $111.38 | +72.7% | CL A | 30303M102 |
| — | AEROJET ROCKETDYNE HLDGS INC | 3,080,000 | $5.586M | 0.2% | $1.45 | — | NOTE 2.250%12/1 | 007800ab1 |
| — | ISIS PHARMACEUTICALS INC DEL | 4,871,000 | $5.58M | 0.2% | $1.09 | — | NOTE 1.000%11/1 | 464337aj3 |
| — | LIVE NATION ENTERTAINMENT IN | 4,435,000 | $5.433M | 0.2% | $1.18 | — | NOTE 2.500% 3/1 | 538034aq2 |
| SBUX | STARBUCKS CORP | 59,564 | $5.237M | 0.1% | $73.34 | +1.6% | COM | 855244109 |
| NVO | NOVO-NORDISK A S | 90,375 | $5.231M | 0.1% | $68.29 | — | ADR | 670100205 |
| — | INPHI CORP | 3,665,000 | $5.191M | 0.1% | $0.94 | — | NOTE 0.750% 9/0 | 45772fac1 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 5,193,000 | $5.157M | 0.1% | $1.01 | — | NOTE 1.250% 7/0 | 01988pad0 |
| — | BLACK KNIGHT INC | 79,563 | $5.13M | 0.1% | $47.79 | — | COM | 09215C105 |
| — | ROVI CORP | 5,045,000 | $5.02M | 0.1% | $0.97 | — | NOTE 0.500% 3/0 | 779376ad4 |
| — | SEACOR HOLDINGS INC | 5,140,000 | $5.012M | 0.1% | $1.04 | — | NOTE 2.500%12/1 | 811904am3 |
| — | DERMIRA INC | 5,392,000 | $5.011M | 0.1% | $0.82 | — | NOTE 3.000% 5/1 | 24983lab0 |
| — | SILICON LABORATORIES INC | 3,750,000 | $4.995M | 0.1% | $1.18 | — | NOTE 1.375% 3/0 | 826919ab8 |
| HON | HONEYWELL INTL INC | 28,168 | $4.986M | 0.1% | $87.25 | +64.9% | COM | 438516106 |
| — | NUTANIX INC | 4,947,000 | $4.922M | 0.1% | $1.07 | — | NOTE 1/1 | 67059nab4 |
| — | WAYFAIR INC | 4,500,000 | $4.891M | 0.1% | $1.32 | — | NOTE 0.375% 9/0 | 94419lab7 |
| — | NEW RELIC INC | 5,000,000 | $4.866M | 0.1% | $0.98 | — | NOTE 0.500% 5/0 | 64829bab6 |
| QCOM | QUALCOMM INC | 54,950 | $4.848M | 0.1% | $58.96 | +23.6% | COM | 747525103 |
| NOC | NORTHROP GRUMMAN CORP | 14,070 | $4.84M | 0.1% | $235.66 | +34.8% | COM | 666807102 |
| — | EVOLENT HEALTH INC | 5,304,000 | $4.772M | 0.1% | $1.00 | — | NOTE 2.000%12/0 | 30050bab7 |
| — | WRIGHT MED GROUP INC | 4,670,000 | $4.723M | 0.1% | $1.01 | — | NOTE 2.000% 2/1 | 98235tae7 |
| — | INTERDIGITAL INC | 4,720,000 | $4.72M | 0.1% | $1.03 | — | NOTE 1.500% 3/0 | 458660ad9 |
| — | CALAMP CORP | 4,743,000 | $4.702M | 0.1% | $1.00 | — | NOTE 1.625% 5/1 | 128126ab5 |
| — | LIBERTY MEDIA CORP DELAWARE | 3,500,000 | $4.657M | 0.1% | $1.33 | — | NOTE 1.000% 1/3 | 531229af9 |
| — | FIREEYE INC | 4,800,000 | $4.639M | 0.1% | $0.93 | — | NOTE 1.625% 6/0 | 31816qad3 |
| — | FORTIVE CORP | 4,733 | $4.61M | 0.1% | $991.29 | — | 5% PFD CNV SER A | 34959J207 |
| — | ON SEMICONDUCTOR CORP | 3,364,000 | $4.591M | 0.1% | $0.99 | — | NOTE 1.000%12/0 | 682189ak1 |
| — | FIREEYE INC | 4,581,000 | $4.545M | 0.1% | $0.93 | — | NOTE 1.000% 6/0 | 31816qab7 |
| — | TWITTER INC | 4,647,000 | $4.498M | 0.1% | $0.98 | — | NOTE 0.250% 6/1 | 90184laf9 |
| — | MERCADOLIBRE INC | 3,000,000 | $4.481M | 0.1% | $1.48 | — | NOTE 2.000% 8/1 | 58733rad4 |
| — | MICRON TECHNOLOGY INC | 900,000 | $4.423M | 0.1% | $2.07 | — | NOTE 2.125% 2/1 | 595112av5 |
| DPZ | DOMINOS PIZZA INC | 15,000 | $4.407M | 0.1% | $237.57 | +7.8% | COM | 25754A201 |
| T | AT&T INC | 111,594 | $4.361M | 0.1% | $14.58 | +29.4% | COM | 00206R102 |
| — | ZILLOW GROUP INC | 3,882,000 | $4.345M | 0.1% | $1.02 | — | NOTE 2.000%12/0 | 98954mab7 |
| — | NEW YORK CMNTY CAP TR V | 86,366 | $4.336M | 0.1% | $49.79 | — | UNIT 11/01/2051 | 64944p307 |
| — | CARDTRONICS INC | 4,075,000 | $4.335M | 0.1% | $0.96 | — | NOTE 1.000%12/0 | 14161hag3 |
| — | RH | 3,401,000 | $4.326M | 0.1% | $1.08 | — | NOTE 6/1 | 74967xaa1 |
| — | SEMPRA ENERGY | 34,840 | $4.231M | 0.1% | $111.75 | — | 6% PFD CONV A | 816851406 |
| — | DOCUSIGN INC | 3,380,000 | $4.208M | 0.1% | $1.24 | — | NOTE 0.500% 9/1 | 256163ab2 |
| — | GDS HLDGS LTD | 3,500,000 | $4.207M | 0.1% | $0.99 | — | NOTE 2.000% 6/0 | 36165lab4 |
| — | INPHI CORP | 2,250,000 | $4.191M | 0.1% | $1.18 | — | NOTE 1.125%12/0 | 45772fab3 |
| — | ALLEGHENY TECHNOLOGIES INC | 2,610,000 | $4.155M | 0.1% | $1.90 | — | NOTE 4.750% 7/0 | 01741rag7 |
| ADBE | ADOBE INC | 12,540 | $4.136M | 0.1% | $252.76 | +16.4% | COM | 00724F101 |
| — | AVANTOR INC | 65,000 | $4.107M | 0.1% | $53.38 | — | 6.25 PFD CNV SR | 05352A209 |
| NKE | NIKE INC | 40,275 | $4.08M | 0.1% | $57.24 | +51.7% | CL B | 654106103 |
| — | GREENBRIER COS INC | 4,150,000 | $4.043M | 0.1% | $1.11 | — | NOTE 2.875% 2/0 | 393657ak7 |
| — | CAESARS ENTMT CORP | 2,100,000 | $4.037M | 0.1% | $1.90 | — | NOTE 5.000%10/0 | 127686aa1 |
| — | PRA GROUP INC | 3,775,000 | $3.955M | 0.1% | $1.08 | — | NOTE 3.500% 6/0 | 69354nab2 |
| COST | COSTCO WHSL CORP NEW | 13,223 | $3.887M | 0.1% | $257.56 | +5.4% | COM | 22160K105 |
| — | RAMBUS INC DEL | 3,811,000 | $3.868M | 0.1% | $0.87 | — | NOTE 1.375% 2/0 | 750917ag1 |
| — | VECTOR GROUP LTD | 3,680,000 | $3.814M | 0.1% | $1.06 | — | FRNT 4/1 | 92240mbc1 |
| — | TERADYNE INC | 1,720,000 | $3.779M | 0.1% | $1.36 | — | NOTE 1.250%12/1 | 880770ag7 |
| — | VIAVI SOLUTIONS INC | 3,000,000 | $3.766M | 0.1% | $1.26 | — | NOTE 1.750% 6/0 | 925550ae5 |
| TXN | TEXAS INSTRS INC | 29,025 | $3.724M | 0.1% | $44.77 | +131.7% | COM | 882508104 |
| — | SERVICENOW INC | 1,737,000 | $3.669M | 0.1% | $1.49 | — | NOTE 6/0 | 81762pac6 |
| KKR | KKR & CO INC | 124,758 | $3.639M | 0.1% | $24.47 | +9.4% | CL A | 48251W104 |
| — | ILLUMINA INC | 2,615,000 | $3.638M | 0.1% | $1.39 | — | NOTE 0.500% 6/1 | 452327ah2 |
| — | HERBALIFE LTD | 3,500,000 | $3.63M | 0.1% | $0.98 | — | NOTE 2.625% 3/1 | 42703mad5 |
| ALLE | ALLEGION PUB LTD CO | 29,046 | $3.617M | 0.1% | $90.51 | +17.8% | ORD SHS | G0176J109 |
| — | NEUROCRINE BIOSCIENCES INC | 2,350,000 | $3.605M | 0.1% | $1.42 | — | NOTE 2.250% 5/1 | 64125cad1 |
| — | AKAMAI TECHNOLOGIES INC | 3,250,000 | $3.598M | 0.1% | $1.07 | — | NOTE 0.125% 5/0 | 00971taj0 |
| — | REALPAGE INC | 2,556,000 | $3.572M | 0.1% | $1.42 | — | NOTE 1.500%11/1 | 75606nab5 |
| — | REPLIGEN CORP | 3,250,000 | $3.508M | 0.1% | $1.01 | — | NOTE 0.375% 7/1 | 759916ab5 |
| — | CROWN CASTLE INTL CORP NEW | 2,708 | $3.474M | 0.1% | $1060.88 | — | 6.875% CON PFD A | 22822V309 |
| — | INSMED INC | 3,550,000 | $3.431M | 0.1% | $0.89 | — | NOTE 1.750% 1/1 | 457669aa7 |
| — | RADIUS HEALTH INC | 4,000,000 | $3.417M | 0.1% | $0.89 | — | NOTE 3.000% 9/0 | 750469aa6 |
| CVX | CHEVRON CORP NEW | 28,094 | $3.386M | 0.1% | $84.96 | +5.6% | COM | 166764100 |
| — | REDFIN CORP | 3,420,000 | $3.379M | 0.1% | $0.91 | — | NOTE 1.750% 7/1 | 75737faa6 |
| — | FIVE9 INC | 2,000,000 | $3.374M | 0.1% | $1.39 | — | NOTE 0.125% 5/0 | 338307ab7 |
| — | CHINA LODGING GROUP LTD | 3,000,000 | $3.356M | 0.1% | $0.98 | — | NOTE 0.375%11/0 | 16949nac3 |
| STZ | CONSTELLATION BRANDS INC | 17,430 | $3.307M | 0.1% | $149.14 | +14.5% | CL A | 21036P108 |
| — | ANTHEM INC | 782,000 | $3.291M | 0.1% | $3.39 | — | NOTE 2.750%10/1 | 94973vbg1 |
| — | CLOVIS ONCOLOGY INC | 3,636,000 | $3.236M | 0.1% | $0.99 | — | NOTE 2.500% 9/1 | 189464ab6 |
| — | ZENDESK INC | 2,350,000 | $3.219M | 0.1% | $1.46 | — | NOTE 0.250% 3/1 | 98936jab7 |
| — | SHIP FINANCE INTERNATIONAL L | 3,000,000 | $3.21M | 0.1% | $1.00 | — | NOTE 5.750%10/1 | g81075af3 |
| — | FORESTAR GROUP INC | 3,200,000 | $3.208M | 0.1% | $1.03 | — | NOTE 3.750% 3/0 | 346232ab7 |
| — | TELADOC HEALTH INC | 1,593,000 | $3.206M | 0.1% | $1.79 | — | NOTE 3.000%12/1 | 87918aab1 |
| NXPI | NXP SEMICONDUCTORS N V | 25,000 | $3.181M | 0.1% | $99.54 | +5.2% | Call | N6596X109 |
| ABBV | ABBVIE INC | 35,850 | $3.174M | 0.1% | $45.30 | +42.7% | COM | 00287Y109 |
| — | LENDINGTREE INC NEW | 2,019,000 | $3.167M | 0.1% | $1.37 | — | NOTE 0.625% 6/0 | 52603baa5 |
| — | NEW MTN FIN CORP | 3,000,000 | $3.148M | 0.1% | $1.03 | — | NOTE 5.750% 8/1 | 647551ac4 |
| HIG | HARTFORD FINL SVCS GROUP INC | 51,000 | $3.099M | 0.1% | $25.51 | +105.3% | COM | 416515104 |
| — | SPLUNK INC | 2,500,000 | $3.094M | 0.1% | $1.10 | — | NOTE 1.125% 9/1 | 848637ad6 |
| PM | PHILIP MORRIS INTL INC | 36,279 | $3.087M | 0.1% | $70.74 | -15.2% | COM | 718172109 |
| — | MACQUARIE INFRASTRUCTURE COR | 3,215,000 | $3.074M | 0.1% | $0.88 | — | NOTE 2.000%10/0 | 55608bab1 |
| — | WESTERN ASSET MTG CAP CORP | 3,000,000 | $3.06M | 0.1% | $1.00 | — | NOTE 6.750%10/0 | 95790daa3 |
| — | EPR PPTYS | 79,400 | $3.016M | 0.1% | $29.80 | — | CONV PFD 9% SR E | 26884U307 |
| XYZ | SQUARE INC | 47,914 | $2.997M | 0.1% | $67.74 | -5.7% | CL A | 852234103 |
| — | ASSURANT INC | 22,721 | $2.92M | 0.1% | $103.21 | — | 6.50% CONV PFD D | 04621x207 |
| — | WEIBO CORP | 3,000,000 | $2.835M | 0.1% | $0.94 | — | NOTE 1.250%11/1 | 948596ac5 |
| — | RINGCENTRAL INC | 1,350,000 | $2.833M | 0.1% | $1.42 | — | NOTE 3/1 | 76680rad9 |
| IWM | ISHARES TR | 16,955 | $2.809M | 0.1% | $163.54 | — | RUSSELL 2000 ETF | 464287655 |
| — | OSI SYSTEMS INC | 2,500,000 | $2.768M | 0.1% | $0.91 | — | NOTE 1.250% 9/0 | 671044ad7 |
| — | AMERICAN ELEC PWR CO INC | 50,000 | $2.7M | 0.1% | $52.22 | — | UNIT 03/15/2022 | 025537127 |
| — | PARATEK PHARMACEUTICALS INC | 3,750,000 | $2.684M | 0.1% | $0.70 | — | NOTE 4.750% 5/0 | 699374ab0 |
| — | PTC THERAPEUTICS INC | 2,300,000 | $2.645M | 0.1% | $1.04 | — | NOTE 3.000% 8/1 | 69366jab7 |
| — | MOMO INC | 2,850,000 | $2.645M | 0.1% | $0.91 | — | NOTE 1.250% 7/0 | 60879bab3 |
| — | KNOWLES CORP | 2,000,000 | $2.624M | 0.1% | $1.18 | — | NOTE 3.250%11/0 | 49926dab5 |
| — | QUOTIENT TECHNOLOGY INC | 2,600,000 | $2.555M | 0.1% | $0.98 | — | NOTE 1.750%12/0 | 749119ab9 |
| — | APOLLO COML REAL EST FIN INC | 2,500,000 | $2.525M | 0.1% | $1.01 | — | NOTE 4.750% 8/2 | 03762uab1 |
| — | VISHAY INTERTECHNOLOGY INC | 2,500,000 | $2.509M | 0.1% | $0.98 | — | NOTE 2.250% 6/1 | 928298ap3 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 2,900,000 | $2.452M | 0.1% | $1.12 | — | NOTE 1.875% 6/0 | 049164bj4 |
| — | SILVER STD RES INC | 2,332,000 | $2.43M | 0.1% | $0.99 | — | NOTE 2.875% 2/0 | 82823lac0 |
| — | KAMAN CORP | 2,000,000 | $2.4M | 0.1% | $1.21 | — | NOTE 3.250% 5/0 | 483548af0 |
| MPC | MARATHON PETE CORP | 38,822 | $2.339M | 0.1% | $54.25 | -4.8% | COM | 56585A102 |
| SHW | SHERWIN WILLIAMS CO | 4,000 | $2.334M | 0.1% | $83.01 | +117.6% | COM | 824348106 |
| EPD | ENTERPRISE PRODS PARTNERS L | 80,330 | $2.262M | 0.1% | $41.68 | — | COM | 293792107 |
| — | RAYTHEON CO | 10,260 | $2.255M | 0.1% | $193.37 | — | COM NEW | 755111507 |
| — | EVOLENT HEALTH INC | 3,200,000 | $2.207M | 0.1% | $0.69 | — | NOTE 1.500%10/1 | 30050bad3 |
| SSNC | SS&C TECHNOLOGIES HLDGS INC | 35,033 | $2.151M | 0.1% | $44.23 | +26.8% | COM | 78467J100 |
| — | CREE INC | 2,000,000 | $2.124M | 0.1% | $1.09 | — | NOTE 0.875% 9/0 | 225447ab7 |
| — | BIOMARIN PHARMACEUTICAL INC | 2,000,000 | $2.119M | 0.1% | $1.04 | — | NOTE 0.599% 8/0 | 09061gah4 |
| — | COLONY CAP INC | 2,119,000 | $2.108M | 0.1% | $0.91 | — | NOTE 5.000% 4/1 | 19624raa4 |
| — | CHANGE HEALTHCARE INC | 35,000 | $2.106M | 0.1% | $49.42 | — | UNIT 99/99/9999 | 15912k209 |
| — | NEWPARK RES INC | 2,000,000 | $2.072M | 0.1% | $1.22 | — | NOTE 4.000%12/0 | 651718ae8 |
| — | ALTAIR ENGR INC | 2,000,000 | $2.052M | 0.1% | $1.08 | — | NOTE 0.250% 6/0 | 021369aa1 |
| — | REDWOOD TR INC | 2,000,000 | $2.044M | 0.1% | $1.00 | — | NOTE 4.750% 8/1 | 758075ac9 |
| MO | ALTRIA GROUP INC | 39,840 | $1.988M | 0.1% | $29.56 | -2.6% | COM | 02209S103 |
| — | VOCERA COMMUNICATIONS INC | 2,000,000 | $1.975M | 0.1% | $1.20 | — | NOTE 1.500% 5/1 | 92857fab3 |
| — | INSULET CORP | 1,000,000 | $1.904M | 0.1% | $1.42 | — | NOTE 1.375%11/1 | 45784pah4 |
| HBAN | HUNTINGTON BANCSHARES INC | 124,912 | $1.884M | 0.1% | $11.01 | -0.4% | COM | 446150104 |
| — | MACQUARIE INFRASTRUCTURE COR | 43,800 | $1.876M | 0.1% | $46.12 | — | COM | 55608B105 |
| — | INCYTE CORP | 1,071,000 | $1.832M | 0.1% | $1.61 | — | NOTE 1.250%11/1 | 45337can2 |
| XOM | EXXON MOBIL CORP | 26,155 | $1.825M | 0.1% | $67.99 | -23.4% | COM | 30231G102 |
| CMCSA | COMCAST CORP NEW | 40,248 | $1.81M | 0.1% | $29.05 | +30.3% | CL A | 20030N101 |
| — | INFINERA CORPORATION | 1,700,000 | $1.794M | 0.1% | $0.92 | — | NOTE 2.125% 9/0 | 45667gac7 |
| BABA | ALIBABA GROUP HLDG LTD | 8,055 | $1.708M | 0.0% | $169.90 | — | SPONSORED ADS | 01609W102 |
| WELL | WELLTOWER INC | 20,718 | $1.694M | 0.0% | $61.17 | +16.3% | COM | 95040Q104 |
| — | WORLD WRESTLING ENTMT INC | 25,450 | $1.651M | 0.0% | $72.60 | — | CL A | 98156Q108 |
| GOOGL | ALPHABET INC | 1,198 | $1.605M | 0.0% | $42.41 | +51.0% | CAP STK CL A | 02079K305 |
| — | INTERNATIONAL FLAVORS&FRAGRA | 32,500 | $1.559M | 0.0% | $52.08 | — | UNIT 09/15/2021 | 459506309 |
| — | WESTERN DIGITAL CORP | 1,520,000 | $1.493M | 0.0% | $0.97 | — | NOTE 1.500% 2/0 | 958102ap0 |
| — | RAPID7 INC | 1,000,000 | $1.489M | 0.0% | $1.30 | — | NOTE 1.250% 8/0 | 753422ab0 |
| PG | PROCTER & GAMBLE CO | 11,875 | $1.483M | 0.0% | $66.82 | +57.5% | COM | 742718109 |
| HD | HOME DEPOT INC | 6,775 | $1.48M | 0.0% | $133.64 | +45.9% | COM | 437076102 |
| — | WRIGHT MED GROUP N V | 1,000,000 | $1.453M | 0.0% | $1.22 | — | NOTE 2.250%11/1 | 98236jab4 |
| — | TEAM INC | 1,380,000 | $1.448M | 0.0% | $1.27 | — | NOTE 5.000% 8/0 | 878155ae0 |
| — | CHENIERE ENERGY INC | 1,795,000 | $1.41M | 0.0% | $0.81 | — | NOTE 4.250% 3/1 | 16411rag4 |
| NTRS | NORTHERN TR CORP | 13,000 | $1.381M | 0.0% | $50.14 | +68.6% | COM | 665859104 |
| — | ON SEMICONDUCTOR CORP | 1,000,000 | $1.38M | 0.0% | $1.27 | — | NOTE 1.625%10/1 | 682189ap0 |
| — | WIX COM LTD | 1,200,000 | $1.37M | 0.0% | $1.11 | — | NOTE 7/0 | 92940wab5 |
| — | RETROPHIN INC | 1,700,000 | $1.343M | 0.0% | $0.99 | — | NOTE 2.500% 9/1 | 761299ab2 |
| — | AVAYA HLDGS CORP | 1,500,000 | $1.334M | 0.0% | $0.85 | — | NOTE 2.250% 6/1 | 05351xab7 |
| — | NUVASIVE INC | 1,000,000 | $1.333M | 0.0% | $1.18 | — | NOTE 2.250% 3/1 | 670704ag0 |
| TMO | THERMO FISHER SCIENTIFIC INC | 4,100 | $1.332M | 0.0% | $153.21 | +94.8% | COM | 883556102 |
| ARKW | ARK ETF TR | 21,600 | $1.244M | 0.0% | $52.65 | — | NEXT GNRTN INTER | 00214Q401 |
| — | VEECO INSTRS INC DEL | 1,300,000 | $1.219M | 0.0% | $1.02 | — | NOTE 2.700% 1/1 | 922417ad2 |
| COP | CONOCOPHILLIPS | 18,724 | $1.218M | 0.0% | $55.48 | -15.0% | COM | 20825C104 |
| EA | ELECTRONIC ARTS INC | 10,800 | $1.161M | 0.0% | $48.76 | +97.9% | COM | 285512109 |
| — | ALLERGAN PLC | 5,992 | $1.145M | 0.0% | $166.41 | — | SHS | G0177J108 |
| — | EZCORP INC | 1,200,000 | $1.135M | 0.0% | $1.24 | — | NOTE 2.875% 7/0 | 302301af3 |
| ARKK | ARK ETF TR | 22,300 | $1.116M | 0.0% | $47.65 | — | INNOVATION ETF | 00214Q104 |
| — | ILLUMINA INC | 1,000,000 | $1.107M | 0.0% | $1.11 | — | NOTE 8/1 | 452327ak5 |
| — | COLONY STARWOOD HOMES | 794,000 | $1.071M | 0.0% | $1.12 | — | NOTE 3.500% 1/1 | 19625xab8 |
| — | ENCORE CAP GROUP INC | 1,000,000 | $1.036M | 0.0% | $1.17 | — | NOTE 3.250% 3/1 | 292554ak8 |
| — | AIR TRANSPORT SERVICES GRP I | 1,000,000 | $974K | 0.0% | $1.00 | — | NOTE 1.125%10/1 | 00922rab1 |
| C | CITIGROUP INC | 11,985 | $957K | 0.0% | $52.69 | +12.5% | COM NEW | 172967424 |
| TDG | TRANSDIGM GROUP INC | 1,700 | $952K | 0.0% | $273.51 | +57.7% | COM | 893641100 |
| NAVI | NAVIENT CORPORATION | 67,200 | $919K | 0.0% | $16.89 | -20.3% | COM | 63938C108 |
| CNP | CENTERPOINT ENERGY INC | 33,450 | $912K | 0.0% | $19.14 | +19.9% | COM | 15189T107 |
| APD | AIR PRODS & CHEMS INC | 3,870 | $909K | 0.0% | $119.15 | +62.9% | COM | 009158106 |
| CWB | SPDR SERIES TRUST | 15,000 | $832K | 0.0% | $55.47 | — | BLMBRG BRC CNVRT | 78464A359 |
| LUV | SOUTHWEST AIRLS CO | 15,293 | $826K | 0.0% | $50.03 | +2.5% | COM | 844741108 |
| PFE | PFIZER INC | 20,928 | $820K | 0.0% | $17.65 | +51.3% | COM | 717081103 |
| — | ALLETE INC | 10,000 | $812K | 0.0% | $51.35 | — | COM NEW | 018522300 |
| — | OKTA INC | 325,000 | $790K | 0.0% | $1.81 | — | NOTE 0.250% 2/1 | 679295ab1 |
| AAL | AMERICAN AIRLS GROUP INC | 27,300 | $783K | 0.0% | $39.12 | -27.5% | COM | 02376R102 |
| — | NEW YORK MTG TR INC | 750,000 | $764K | 0.0% | $0.98 | — | NOTE 6.250% 1/1 | 649604ad7 |
| — | INFINERA CORPORATION | 90,000 | $715K | 0.0% | $4.40 | — | COM | 45667G103 |
| BX | BLACKSTONE GROUP INC | 12,572 | $703K | 0.0% | $39.22 | +7.3% | COM CL A | 09260D107 |
| ED | CONSOLIDATED EDISON INC | 7,500 | $679K | 0.0% | $55.52 | +29.3% | COM | 209115104 |
| MLM | MARTIN MARIETTA MATLS INC | 2,275 | $636K | 0.0% | $159.00 | +60.7% | COM | 573284106 |
| NXPI | NXP SEMICONDUCTORS N V | 4,620 | $588K | 0.0% | $99.54 | +5.2% | COM | N6596X109 |
| EXPE | EXPEDIA GROUP INC | 5,250 | $568K | 0.0% | $115.73 | 0.0% | COM NEW | 30212P303 |
| — | ACTIVISION BLIZZARD INC | 9,310 | $553K | 0.0% | $56.21 | — | COM | 00507V109 |
| ULTA | ULTA BEAUTY INC | 2,184 | $553K | 0.0% | $306.82 | -20.4% | COM | 90384S303 |
| — | TILRAY INC | 1,000,000 | $522K | 0.0% | $0.52 | — | NOTE 5.000%10/0 | 88688tab6 |
| — | ANCHIANO THERAPEUTICS LTD | 369,640 | $517K | 0.0% | $4.48 | — | SPONSORED ADS | 03280X102 |
| AFL | AFLAC INC | 9,500 | $503K | 0.0% | $44.78 | +2.4% | COM | 001055102 |
| MAS | MASCO CORP | 10,000 | $480K | 0.0% | $16.70 | +145.8% | COM | 574599106 |
| PYPL | PAYPAL HLDGS INC | 4,289 | $464K | 0.0% | $99.14 | +4.9% | COM | 70450Y103 |
| AVGO | BROADCOM INC | 1,450 | $458K | 0.0% | $24.34 | +6.4% | COM | 11135F101 |
| VST | VISTRA ENERGY CORP | 19,826 | $456K | 0.0% | $20.85 | +7.5% | COM | 92840M102 |
| EOLS | EVOLUS INC | 36,016 | $438K | 0.0% | $19.02 | -25.9% | COM | 30052C107 |
| LEN | LENNAR CORP | 7,785 | $434K | 0.0% | $49.40 | +6.4% | CL A | 526057104 |
| EVH | EVOLENT HEALTH INC | 47,524 | $430K | 0.0% | $8.12 | 0.0% | CL A | 30050B101 |
| IBM | INTERNATIONAL BUSINESS MACHS | 3,172 | $425K | 0.0% | $109.51 | -8.8% | COM | 459200101 |
| — | EZCORP INC | 500,000 | $412K | 0.0% | $0.90 | — | NOTE 2.375% 5/0 | 302301ae6 |
| — | GUARDANT HEALTH INC | 5,250 | $410K | 0.0% | $63.83 | — | COM | 40131m109 |
| LHX | L3HARRIS TECHNOLOGIES INC | 2,000 | $396K | 0.0% | $179.81 | -1.2% | COM | 502431109 |
| AMT | AMERICAN TOWER CORP NEW | 1,683 | $387K | 0.0% | $112.31 | +63.7% | COM | 03027X100 |
| UAL | UNITED AIRLINES HLDGS INC | 4,350 | $383K | 0.0% | $88.37 | +1.6% | COM | 910047109 |
| HTGC | HERCULES CAPITAL INC | 27,100 | $380K | 0.0% | $12.79 | +8.7% | COM | 427096508 |
| JD | JD COM INC | 10,445 | $368K | 0.0% | $38.70 | — | SPON ADR CL A | 47215P106 |
| GS | GOLDMAN SACHS GROUP INC | 1,562 | $359K | 0.0% | $196.43 | -4.6% | COM | 38141G104 |
| BA | BOEING CO | 1,100 | $358K | 0.0% | $365.15 | -3.9% | COM | 097023105 |
| SDCCQ | SMILEDIRECTCLUB INC | 40,000 | $350K | 0.0% | $11.67 | -14.3% | CL A COM | 83192H106 |
| — | VMWARE INC | 2,200 | $334K | 0.0% | $161.55 | — | CL A COM | 928563402 |
| SPY | SPDR S&P 500 ETF TR | 1,000 | $322K | 0.0% | $270.15 | — | TR UNIT | 78462F103 |
| TSN | TYSON FOODS INC | 3,526 | $321K | 0.0% | $71.79 | 0.0% | CL A | 902494103 |
| — | APTIV PLC | 3,140 | $298K | 0.0% | $84.77 | — | SHS | G6095L109 |
| — | GW PHARMACEUTICALS PLC | 2,750 | $288K | 0.0% | $104.73 | — | ADS | 36197T103 |
| WDC | WESTERN DIGITAL CORP | 4,500 | $286K | 0.0% | $51.84 | -21.5% | COM | 958102105 |
| MU | MICRON TECHNOLOGY INC | 5,000 | $269K | 0.0% | $46.03 | +1.2% | COM | 595112103 |
| UMH | UMH PPTYS INC | 17,000 | $267K | 0.0% | $13.78 | — | COM | 903002103 |
| FDX | FEDEX CORP | 1,750 | $265K | 0.0% | $142.44 | -3.5% | COM | 31428X106 |
| — | JACOBS ENGR GROUP INC | 2,790 | $251K | 0.0% | $75.08 | — | COM | 469814107 |
| D | DOMINION ENERGY INC | 3,020 | $250K | 0.0% | $57.05 | +9.4% | COM | 25746U109 |
| — | SEACOR HOLDINGS INC | 250,000 | $249K | 0.0% | $0.93 | — | NOTE 3.000%11/1 | 81170yab5 |
| WFC | WELLS FARGO CO NEW | 4,614 | $248K | 0.0% | $46.19 | -3.2% | COM | 949746101 |
| ABT | ABBOTT LABS | 2,850 | $248K | 0.0% | $57.97 | +29.9% | COM | 002824100 |
| — | SUNPOWER CORP | 300,000 | $246K | 0.0% | $0.71 | — | DBCV 4.000% 1/1 | 867652al3 |
| RACE | FERRARI N V | 1,474 | $244K | 0.0% | $161.78 | 0.0% | COM | N3167Y103 |
| — | COLONY CAP INC NEW | 50,865 | $242K | 0.0% | $5.32 | — | CL A COM | 19626G108 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 50,000 | $237K | 0.0% | $5.91 | — | COM | 87157B103 |
| GILD | GILEAD SCIENCES INC | 3,650 | $237K | 0.0% | $64.68 | -20.7% | COM | 375558103 |
| CRWD | CROWDSTRIKE HLDGS INC | 4,700 | $234K | 0.0% | $77.98 | -32.7% | CL A | 22788C105 |
| — | SEATTLE GENETICS INC | 2,000 | $229K | 0.0% | $114.50 | — | COM | 812578102 |
| — | GS ACQUISITION HLDGS CORP | 20,500 | $226K | 0.0% | $11.02 | — | COM CL A | 36255F102 |
| TER | TERADYNE INC | 3,300 | $225K | 0.0% | $61.85 | 0.0% | COM | 880770102 |
| TREE | LENDINGTREE INC NEW | 725 | $220K | 0.0% | $310.00 | — | COM | 52603B107 |
| PEG | PUBLIC SVC ENTERPRISE GRP IN | 3,700 | $218K | 0.0% | $39.72 | +23.7% | COM | 744573106 |
| YORW | YORK WTR CO | 4,600 | $212K | 0.0% | $33.09 | +16.8% | COM | 987184108 |
| — | TIVO CORP | 25,000 | $212K | 0.0% | $12.91 | — | COM | 88870P106 |
| BAC | BANK AMER CORP | 6,000 | $211K | 0.0% | $22.03 | +26.1% | COM | 060505104 |
| — | CLOVIS ONCOLOGY INC | 330,000 | $210K | 0.0% | $0.92 | — | NOTE 1.250% 5/0 | 189464ac4 |
| DEO | DIAGEO P L C | 1,235 | $208K | 0.0% | $163.56 | — | SPON ADR NEW | 25243Q205 |
| — | FIREEYE INC | 11,000 | $182K | 0.0% | $14.47 | — | COM | 31816Q101 |
| — | PARATEK PHARMACEUTICALS INC | 40,800 | $164K | 0.0% | $4.02 | — | COM | 699374302 |
| — | RETROPHIN INC | 11,502 | $163K | 0.0% | $24.53 | — | COM | 761299106 |
| — | CLOVIS ONCOLOGY INC | 14,000 | $146K | 0.0% | $3.92 | — | COM | 189464100 |
| — | NEW YORK CMNTY BANCORP INC | 11,000 | $132K | 0.0% | $12.00 | — | COM | 649445103 |
| — | SENSEONICS HLDGS INC | 75,400 | $69,000 | 0.0% | $0.94 | — | COM | 81727U105 |
| — | NANTHEALTH INC | 41,000 | $42,000 | 0.0% | $2.91 | — | COM | 630104107 |
| — | ENCORE CAP GROUP INC | 15,000 | $15,000 | 0.0% | $1.06 | — | NOTE 3.000% 7/0 | 292554AF9 |
| — | PALATIN TECHNOLOGIES INC | 19,010 | $15,000 | 0.0% | $0.64 | — | COM PAR $ .01 | 696077403 |