CIK: 0001009006 · Show all filings
Period: Q1 2020 (← Previous) (Next →)
Filing Date: May 13, 2020
Total Value ($000): $2,828,953 (77.0% shares, 23.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| IWM | ISHARES TR | 952,500 | $109,023 | 3.9% | $163.54 | — | Put | 464287655 |
| IDA | IDACORP INC | 456,206 | $40,050 | 1.4% | $68.63 | +50.0% | COM | 451107106 |
| ZBRA | ZEBRA TECHNOLOGIES CORP | 207,268 | $38,054 | 1.3% | $128.50 | +74.9% | CL A | 989207105 |
| ICLR | ICON PLC | 259,110 | $35,239 | 1.2% | $123.72 | +29.4% | SHS | G4705A100 |
| AAPL | APPLE INC | 137,676 | $35,010 | 1.2% | $69.40 | +2.4% | COM | 037833100 |
| RGEN | REPLIGEN CORP | 326,739 | $31,543 | 1.1% | $31.75 | +204.0% | COM | 759916109 |
| AIT | APPLIED INDL TECHNOLOGIES IN | 679,634 | $31,073 | 1.1% | $56.57 | -2.6% | COM | 03820C105 |
| TDY | TELEDYNE TECHNOLOGIES INC | 98,773 | $29,362 | 1.0% | $105.92 | +224.3% | COM | 879360105 |
| DHR | DANAHER CORPORATION | 208,332 | $28,835 | 1.0% | $53.65 | +144.7% | COM | 235851102 |
| RLI | RLI CORP | 323,756 | $28,468 | 1.0% | $21.58 | +66.1% | COM | 749607107 |
| WABC | WESTAMERICA BANCORPORATION | 466,335 | $27,411 | 1.0% | $42.87 | +18.8% | COM | 957090103 |
| LFUS | LITTELFUSE INC | 200,742 | $26,783 | 0.9% | $134.76 | +24.2% | COM | 537008104 |
| CUZ | COUSINS PPTYS INC | 910,480 | $26,650 | 0.9% | $36.25 | — | COM NEW | 222795502 |
| KWR | QUAKER CHEM CORP | 204,540 | $25,829 | 0.9% | $121.67 | +33.3% | COM | 747316107 |
| EGP | EASTGROUP PPTY INC | 240,435 | $25,121 | 0.9% | $98.76 | — | COM | 277276101 |
| RJF | RAYMOND JAMES FINANCIAL INC | 394,086 | $24,906 | 0.9% | $39.72 | +29.7% | COM | 754730109 |
| — | HMS HLDGS CORP | 953,930 | $24,106 | 0.9% | $19.01 | — | COM | 40425J101 |
| — | RITCHIE BROS AUCTIONEERS | 705,045 | $24,098 | 0.9% | $30.83 | — | COM | 767744105 |
| HCSG | HEALTHCARE SVCS GROUP INC | 1,002,140 | $23,961 | 0.8% | $28.95 | -11.2% | COM | 421906108 |
| WLY | WILEY JOHN & SONS INC | 638,337 | $23,931 | 0.8% | $39.43 | -13.1% | CL A | 968223206 |
| HEI/A | HEICO CORP NEW | 362,088 | $23,137 | 0.8% | $38.31 | +131.4% | CL A | 422806208 |
| — | SYNEOS HEALTH INC | 585,943 | $23,098 | 0.8% | $41.17 | — | CL A | 87166B102 |
| AMSF | AMERISAFE INC | 356,665 | $22,994 | 0.8% | $34.46 | +16.0% | COM | 03071H100 |
| SMTC | SEMTECH CORP | 599,317 | $22,474 | 0.8% | $37.60 | +20.3% | COM | 816850101 |
| RNST | RENASANT CORP | 1,024,131 | $22,367 | 0.8% | $43.71 | -32.1% | COM | 75970E107 |
| — | NIC INC | 964,214 | $22,177 | 0.8% | $17.18 | — | COM | 62914b100 |
| BRKR | BRUKER CORP | 604,657 | $21,683 | 0.8% | $23.13 | +96.5% | COM | 116794108 |
| ACIW | ACI WORLDWIDE INC | 887,993 | $21,445 | 0.8% | $23.74 | +34.5% | COM | 004498101 |
| — | BARNES GROUP INC | 505,488 | $21,145 | 0.7% | $44.50 | — | COM | 067806109 |
| CNC | CENTENE CORP DEL | 351,181 | $20,864 | 0.7% | $51.78 | +17.2% | COM | 15135B101 |
| MLI | MUELLER INDS INC | 864,946 | $20,707 | 0.7% | $17.78 | -25.6% | COM | 624756102 |
| AMZN | AMAZON COM INC | 10,436 | $20,347 | 0.7% | $69.22 | +39.8% | COM | 023135106 |
| WTS | WATTS WATER TECHNOLOGIES INC | 238,024 | $20,149 | 0.7% | $71.04 | +34.8% | CL A | 942749102 |
| WAL | WESTERN ALLIANCE BANCORP | 653,307 | $19,998 | 0.7% | $39.20 | +7.2% | COM | 957638109 |
| LKQ | LKQ CORP | 972,513 | $19,946 | 0.7% | $24.73 | +7.6% | COM | 501889208 |
| — | CORELOGIC INC | 646,219 | $19,736 | 0.7% | $38.67 | — | COM | 21871D103 |
| — | POLYONE CORP | 1,001,621 | $19,001 | 0.7% | $38.85 | — | COM | 73179P106 |
| — | EASTERLY GOVT PPTYS INC | 745,075 | $18,359 | 0.6% | $20.53 | — | COM | 27616P103 |
| PB | PROSPERITY BANCSHARES INC | 375,833 | $18,134 | 0.6% | $48.52 | +10.6% | COM | 743606105 |
| JPM | JPMORGAN CHASE & CO | 200,073 | $18,013 | 0.6% | $57.90 | +78.9% | COM | 46625H100 |
| — | IAC INTERACTIVECORP | 100,112 | $17,943 | 0.6% | $135.76 | — | COM | 44919P508 |
| FULT | FULTON FINL CORP PA | 1,546,637 | $17,771 | 0.6% | $10.07 | +17.9% | COM | 360271100 |
| — | WELLS FARGO CO NEW | 13,841 | $17,647 | 0.6% | $547.08 | — | PERP PFD CNV A | 949746804 |
| — | REALPAGE INC | 328,603 | $17,393 | 0.6% | $44.58 | — | COM | 75606N109 |
| BURL | BURLINGTON STORES INC | 106,945 | $16,947 | 0.6% | $98.03 | +114.8% | COM | 122017106 |
| NGVT | INGEVITY CORP | 472,387 | $16,628 | 0.6% | $74.19 | -21.3% | COM | 45688C107 |
| APH | AMPHENOL CORP NEW | 226,887 | $16,536 | 0.6% | $34.16 | -34.0% | CL A | 032095101 |
| — | CORESITE RLTY CORP | 141,292 | $16,376 | 0.6% | $65.00 | — | COM | 21870Q105 |
| WWD | WOODWARD INC | 274,861 | $16,338 | 0.6% | $69.38 | +43.8% | COM | 980745103 |
| PFGC | PERFORMANCE FOOD GROUP CO | 646,922 | $15,992 | 0.6% | $33.01 | +30.3% | COM | 71377A103 |
| RGP | RESOURCES CONNECTION INC | 1,444,509 | $15,846 | 0.6% | $13.60 | 0.0% | COM | 76122Q105 |
| PBH | PRESTIGE CONSMR HEALTHCARE I | 430,520 | $15,791 | 0.6% | $40.29 | -3.6% | COM | 74112D101 |
| V | VISA INC | 97,799 | $15,757 | 0.6% | $101.83 | +77.4% | COM CL A | 92826C839 |
| ACHC | ACADIA HEALTHCARE COMPANY IN | 852,299 | $15,640 | 0.6% | $33.87 | -15.5% | COM | 00404A109 |
| WSFS | WSFS FINL CORP | 615,556 | $15,340 | 0.5% | $45.33 | -20.3% | COM | 929328102 |
| HMN | HORACE MANN EDUCATORS CORP N | 412,113 | $15,079 | 0.5% | $40.79 | +1.2% | COM | 440327104 |
| MSFT | MICROSOFT CORP | 95,110 | $15,000 | 0.5% | $117.61 | +32.9% | COM | 594918104 |
| — | K12 INC | 779,074 | $14,693 | 0.5% | $17.99 | — | COM | 48273u102 |
| — | BIOTELEMETRY INC | 377,060 | $14,521 | 0.5% | $37.79 | — | COM | 090672106 |
| FNV | FRANCO NEVADA CORP | 145,821 | $14,512 | 0.5% | $64.47 | +59.7% | COM | 351858105 |
| CSGS | CSG SYS INTL INC | 344,252 | $14,407 | 0.5% | $36.89 | +13.8% | COM | 126349109 |
| IWM | ISHARES TR | 125,000 | $14,307 | 0.5% | $163.54 | — | Call | 464287655 |
| ONTO | ONTO INNOVATION INC | 468,873 | $13,911 | 0.5% | $34.26 | -0.2% | COM | 683344105 |
| CMC | COMMERCIAL METALS CO | 876,587 | $13,841 | 0.5% | $15.40 | +12.5% | COM | 201723103 |
| TXRH | TEXAS ROADHOUSE INC | 332,288 | $13,723 | 0.5% | $29.32 | +72.0% | COM | 882681109 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 167,859 | $13,555 | 0.5% | $57.59 | +45.8% | COM | 45866F104 |
| — | BK OF AMERICA CORP | 10,482 | $13,468 | 0.5% | $1208.04 | — | 7.25%CNV PFD L | 060505682 |
| — | IBERIABANK CORP | 371,321 | $13,427 | 0.5% | $63.58 | — | COM | 450828108 |
| — | FORTIVE CORP | 14,400,000 | $13,415 | 0.5% | $0.93 | — | NOTE 0.875% 2/1 | 34959jak4 |
| — | PRIMO WATER CORPORATION | 1,468,124 | $13,301 | 0.5% | $9.06 | — | COM | 74167P108 |
| BLKB | BLACKBAUD INC | 237,102 | $13,171 | 0.5% | $86.59 | -18.4% | COM | 09227Q100 |
| MSA | MSA SAFETY INC | 128,958 | $13,051 | 0.5% | $95.06 | +32.4% | COM | 553498106 |
| BDX | BECTON DICKINSON & CO | 55,241 | $12,693 | 0.4% | $176.21 | +27.7% | COM | 075887109 |
| CMP | COMPASS MINERALS INTL INC | 316,798 | $12,187 | 0.4% | $49.60 | -2.8% | COM | 20451N101 |
| CFR | CULLEN FROST BANKERS INC | 215,340 | $12,014 | 0.4% | $66.47 | +2.5% | COM | 229899109 |
| SMP | STANDARD MTR PRODS INC | 288,043 | $11,974 | 0.4% | $47.34 | -0.4% | COM | 853666105 |
| ROP | ROPER TECHNOLOGIES INC | 37,706 | $11,757 | 0.4% | $287.41 | +19.1% | COM | 776696106 |
| — | MICROCHIP TECHNOLOGY INC | 11,300,000 | $11,646 | 0.4% | $1.16 | — | NOTE 1.625% 2/1 | 595017af1 |
| BL | BLACKLINE INC | 221,325 | $11,644 | 0.4% | $41.38 | +41.4% | COM | 09239B109 |
| EBS | EMERGENT BIOSOLUTIONS INC | 200,602 | $11,607 | 0.4% | $55.52 | +3.8% | COM | 29089Q105 |
| GPI | GROUP 1 AUTOMOTIVE INC | 254,368 | $11,258 | 0.4% | $70.34 | +19.8% | COM | 398905109 |
| SAIA | SAIA INC | 151,948 | $11,174 | 0.4% | $94.26 | -7.0% | COM | 78709Y105 |
| FISV | FISERV INC | 117,238 | $11,136 | 0.4% | $78.19 | +42.1% | COM | 337738108 |
| — | CTRIP COM INTL LTD | 11,246,000 | $10,993 | 0.4% | $1.00 | — | NOTE 1.000% 7/0 | 22943faf7 |
| — | CORNERSTONE ONDEMAND INC | 334,811 | $10,630 | 0.4% | $36.84 | — | COM | 21925Y103 |
| UIS | UNISYS CORP | 858,590 | $10,604 | 0.4% | $12.79 | 0.0% | COM NEW | 909214306 |
| RLJ | RLJ LODGING TR | 1,370,129 | $10,577 | 0.4% | $19.79 | — | COM | 74965L101 |
| JNJ | JOHNSON & JOHNSON | 80,633 | $10,573 | 0.4% | $73.03 | +64.5% | COM | 478160104 |
| FTV | FORTIVE CORP | 185,915 | $10,261 | 0.4% | $37.17 | +14.7% | COM | 34959J108 |
| — | AARONS INC | 445,714 | $10,153 | 0.4% | $32.54 | — | COM PAR $0.50 | 002535300 |
| — | EXACT SCIENCES CORP | 9,250,000 | $10,084 | 0.4% | $1.24 | — | NOTE 1.000% 1/1 | 30063paa3 |
| BKE | BUCKLE INC | 730,350 | $10,013 | 0.4% | $18.92 | -35.7% | COM | 118440106 |
| — | NATIONAL INSTRS CORP | 298,422 | $9,872 | 0.3% | $39.83 | — | COM | 636518102 |
| — | ALTAIR ENGR INC | 372,405 | $9,869 | 0.3% | $35.40 | — | COM CL A | 021369103 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 53,702 | $9,818 | 0.3% | $177.94 | +19.4% | CL B NEW | 084670702 |
| ZTS | ZOETIS INC | 83,199 | $9,792 | 0.3% | $36.99 | +238.8% | CL A | 98978V103 |
| AZTA | BROOKS AUTOMATION INC NEW | 317,329 | $9,679 | 0.3% | $37.11 | -3.1% | COM | 114340102 |
| — | NUTANIX INC | 11,847,000 | $9,648 | 0.3% | $0.92 | — | NOTE 1/1 | 67059nab4 |
| — | SQUARE INC | 9,230,000 | $9,530 | 0.3% | $1.18 | — | NOTE 0.500% 5/1 | 852234ad5 |
| — | II VI INC | 10,248,000 | $9,434 | 0.3% | $1.04 | — | NOTE 0.250% 9/0 | 902104ab4 |
| — | TWITTER INC | 9,791,000 | $9,338 | 0.3% | $0.95 | — | NOTE 1.000% 9/1 | 90184lad4 |
| — | PACIRA BIOSCIENCES | 9,595,000 | $9,246 | 0.3% | $0.99 | — | NOTE 2.375% 4/0 | 695127ad2 |
| — | PORTFOLIO RECOVERY ASSOCS IN | 9,275,000 | $9,182 | 0.3% | $0.94 | — | NOTE 3.000% 8/0 | 73640qab1 |
| — | BROADCOM INC | 9,600 | $9,162 | 0.3% | $1143.73 | — | 8% CNV PFD SER A | 11135f200 |
| AME | AMETEK INC | 126,149 | $9,085 | 0.3% | $70.26 | +23.4% | COM | 031100100 |
| SXT | SENSIENT TECHNOLOGIES CORP | 206,957 | $9,005 | 0.3% | $73.27 | -24.8% | COM | 81725T100 |
| — | DYCOM INDS INC | 10,188,000 | $8,813 | 0.3% | $1.01 | — | NOTE 0.750% 9/1 | 267475ab7 |
| — | DEXCOM INC | 5,000,000 | $8,675 | 0.3% | $1.48 | — | NOTE 0.750%12/0 | 252131ah0 |
| GOOG | ALPHABET INC | 7,448 | $8,661 | 0.3% | $42.24 | +59.4% | CAP STK CL C | 02079K107 |
| MD | MEDNAX INC | 741,043 | $8,626 | 0.3% | $41.18 | -49.9% | COM | 58502B106 |
| — | VERINT SYS INC | 8,712,000 | $8,573 | 0.3% | $1.02 | — | NOTE 1.500% 6/0 | 92343xaa8 |
| — | INPHI CORP | 5,695,000 | $8,465 | 0.3% | $1.13 | — | NOTE 0.750% 9/0 | 45772fac1 |
| — | JAZZ INVESTMENTS I LTD | 8,710,000 | $8,405 | 0.3% | $1.02 | — | NOTE 1.875% 8/1 | 472145ab7 |
| DECK | DECKERS OUTDOOR CORP | 62,698 | $8,402 | 0.3% | $20.36 | +36.6% | COM | 243537107 |
| — | ETSY INC | 6,599,000 | $8,332 | 0.3% | $1.54 | — | NOTE 3/0 | 29786aac0 |
| — | ENCORE CAP GROUP INC | 9,036,000 | $8,285 | 0.3% | $0.95 | — | NOTE 2.875% 3/1 | 292554ah5 |
| NMFC | NEW MTN FIN CORP | 1,216,280 | $8,271 | 0.3% | $8.05 | -20.4% | COM | 647551100 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 9,207,000 | $8,142 | 0.3% | $1.00 | — | NOTE 2.250% 6/0 | 049164bh8 |
| NEE | NEXTERA ENERGY INC | 33,780 | $8,128 | 0.3% | $22.46 | +141.7% | COM | 65339F101 |
| — | SPLUNK INC | 7,488,000 | $8,081 | 0.3% | $1.08 | — | NOTE 0.500% 9/1 | 848637ac8 |
| HRTX | HERON THERAPEUTICS INC | 670,238 | $7,869 | 0.3% | $24.10 | -22.0% | COM | 427746102 |
| — | LUMENTUM HLDGS INC | 5,751,000 | $7,818 | 0.3% | $1.25 | — | NOTE 0.250% 3/1 | 55024uab5 |
| — | BECTON DICKINSON & CO | 140,716 | $7,752 | 0.3% | $55.80 | — | PFD SHS CONV A | 075887208 |
| TRUP | TRUPANION INC | 293,234 | $7,633 | 0.3% | $32.53 | -3.8% | COM | 898202106 |
| — | OSI SYSTEMS INC | 8,000,000 | $7,580 | 0.3% | $0.94 | — | NOTE 1.250% 9/0 | 671044ad7 |
| — | TUTOR PERINI CORP | 8,221,000 | $7,574 | 0.3% | $1.07 | — | NOTE 2.875% 6/1 | 901109ad0 |
| — | ALTRA INDL MOTION CORP | 432,752 | $7,569 | 0.3% | $30.27 | — | COM | 02208R106 |
| — | BIOMARIN PHARMACEUTICAL INC | 7,121,000 | $7,553 | 0.3% | $1.10 | — | NOTE 1.500%10/1 | 09061gaf8 |
| — | COVETRUS INC | 915,471 | $7,452 | 0.3% | $12.06 | — | COM | 22304C100 |
| INTU | INTUIT | 32,144 | $7,393 | 0.3% | $242.86 | +7.4% | COM | 461202103 |
| — | LIGAND PHARMACEUTICALS INC | 8,875,000 | $7,338 | 0.3% | $0.86 | — | NOTE 0.750% 5/1 | 53220kaf5 |
| — | DANAHER CORPORATION | 6,900 | $7,270 | 0.3% | $1104.91 | — | 4.75 MND CV PFD | 235851300 |
| MNRO | MONRO INC | 163,901 | $7,181 | 0.3% | $58.98 | +2.8% | COM | 610236101 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 7,298,000 | $7,152 | 0.3% | $1.00 | — | NOTE 1.250% 7/0 | 01988pad0 |
| CBRL | CRACKER BARREL OLD CTRY STOR | 85,616 | $7,125 | 0.3% | $115.15 | -4.8% | COM | 22410J106 |
| — | SYNAPTICS INC | 6,843,000 | $7,103 | 0.3% | $0.94 | — | NOTE 0.500% 6/1 | 87157dad1 |
| — | IAA INC | 237,013 | $7,101 | 0.3% | $29.96 | — | COM | 449253103 |
| — | FIREEYE INC | 7,097,000 | $7,045 | 0.2% | $0.95 | — | NOTE 1.000% 6/0 | 31816qab7 |
| UNP | UNION PAC CORP | 49,650 | $7,003 | 0.2% | $72.52 | +99.9% | COM | 907818108 |
| — | SEACOR HOLDINGS INC | 8,641,000 | $6,945 | 0.2% | $1.01 | — | NOTE 3.250% 5/1 | 811904an1 |
| — | SPIRIT RLTY CAP INC NEW | 7,373,000 | $6,931 | 0.2% | $1.00 | — | NOTE 3.750% 5/1 | 84860wab8 |
| — | ECHO GLOBAL LOGISTICS INC | 6,902,000 | $6,885 | 0.2% | $0.99 | — | NOTE 2.500% 5/0 | 27875taa9 |
| — | NUANCE COMMUNICATIONS INC | 6,473,000 | $6,751 | 0.2% | $0.98 | — | DEBT 1.500%11/0 | 67020yag5 |
| — | ARES CAPITAL CORP | 7,326,000 | $6,667 | 0.2% | $1.00 | — | NOTE 3.750% 2/0 | 04010lat0 |
| — | HORIZON PHARMA INVT LTD | 5,603,000 | $6,593 | 0.2% | $0.86 | — | NOTE 2.500% 3/1 | 44052tab7 |
| COST | COSTCO WHSL CORP NEW | 22,785 | $6,497 | 0.2% | $266.05 | +4.4% | COM | 22160K105 |
| — | RAMBUS INC DEL | 6,711,000 | $6,493 | 0.2% | $0.91 | — | NOTE 1.375% 2/0 | 750917ag1 |
| — | COLONY CAP INC | 7,764,000 | $6,366 | 0.2% | $0.95 | — | NOTE 3.875% 1/1 | 19624rab2 |
| — | DISH NETWORK CORPORATION | 7,765,000 | $6,299 | 0.2% | $1.12 | — | NOTE 3.375% 8/1 | 25470mab5 |
| — | PALO ALTO NETWORKS INC | 6,500,000 | $6,244 | 0.2% | $1.05 | — | NOTE 0.750% 7/0 | 697435ad7 |
| — | FIREEYE INC | 7,343,000 | $6,187 | 0.2% | $0.95 | — | NOTE 0.875% 6/0 | 31816qaf8 |
| DIS | DISNEY WALT CO | 61,728 | $5,963 | 0.2% | $108.63 | +13.7% | COM DISNEY | 254687106 |
| — | PURE STORAGE INC | 6,775,000 | $5,883 | 0.2% | $0.96 | — | NOTE 0.125% 4/1 | 74624mab8 |
| CAKE | CHEESECAKE FACTORY INC | 342,932 | $5,857 | 0.2% | $37.78 | -20.4% | COM | 163072101 |
| — | HERCULES CAPITAL INC | 6,420,000 | $5,834 | 0.2% | $0.99 | — | DBCV 4.375% 2/0 | 427096af9 |
| — | HANGER INC | 373,206 | $5,815 | 0.2% | $15.58 | — | COM NEW | 41043F208 |
| MDLZ | MONDELEZ INTL INC | 115,988 | $5,809 | 0.2% | $32.44 | +44.0% | CL A | 609207105 |
| — | ON SEMICONDUCTOR CORP | 5,764,000 | $5,753 | 0.2% | $0.99 | — | NOTE 1.000%12/0 | 682189ak1 |
| — | CSG SYS INTL INC | 5,394,000 | $5,751 | 0.2% | $1.04 | — | NOTE 4.250% 3/1 | 126349af6 |
| — | LIVE NATION ENTERTAINMENT IN | 5,935,000 | $5,651 | 0.2% | $1.12 | — | NOTE 2.500% 3/1 | 538034aq2 |
| — | NEUROCRINE BIOSCIENCES INC | 4,350,000 | $5,560 | 0.2% | $1.36 | — | NOTE 2.250% 5/1 | 64125cad1 |
| NVO | NOVO-NORDISK A S | 90,375 | $5,441 | 0.2% | $68.29 | — | ADR | 670100205 |
| — | INTRICON CORP | 450,562 | $5,303 | 0.2% | $30.72 | — | COM | 46121H109 |
| VZ | VERIZON COMMUNICATIONS INC | 97,184 | $5,222 | 0.2% | $31.29 | +31.1% | COM | 92343V104 |
| — | TWILIO INC | 3,726,000 | $5,218 | 0.2% | $1.80 | — | NOTE 0.250% 6/0 | 90138fab8 |
| — | MICROCHIP TECHNOLOGY INC | 3,631,000 | $5,211 | 0.2% | $1.36 | — | NOTE 1.625% 2/1 | 595017ad6 |
| SBUX | STARBUCKS CORP | 78,958 | $5,191 | 0.2% | $72.76 | -2.4% | COM | 855244109 |
| — | TTM TECHNOLOGIES INC | 4,500,000 | $5,133 | 0.2% | $1.26 | — | NOTE 1.750%12/1 | 87305rad1 |
| — | MARRIOTT VACTINS WORLDWID CO | 6,400,000 | $5,103 | 0.2% | $1.02 | — | NOTE 1.500% 9/1 | 57164yab3 |
| — | AEROJET ROCKETDYNE HLDGS INC | 3,080,000 | $5,094 | 0.2% | $1.45 | — | NOTE 2.250%12/1 | 007800ab1 |
| — | WORKDAY INC | 4,584,000 | $5,085 | 0.2% | $1.23 | — | NOTE 0.250%10/0 | 98138haf8 |
| — | XILINX INC | 64,925 | $5,060 | 0.2% | $73.68 | — | COM | 983919101 |
| PEP | PEPSICO INC | 41,462 | $4,980 | 0.2% | $107.01 | +5.4% | COM | 713448108 |
| — | MONMOUTH REAL ESTATE INVT CO | 411,857 | $4,963 | 0.2% | $13.57 | — | CL A | 609720107 |
| — | ISIS PHARMACEUTICALS INC DEL | 4,871,000 | $4,956 | 0.2% | $1.09 | — | NOTE 1.000%11/1 | 464337aj3 |
| — | HUBSPOT INC | 3,310,000 | $4,941 | 0.2% | $1.48 | — | NOTE 0.250% 6/0 | 443573ab6 |
| — | CROWN CASTLE INTL CORP NEW | 3,800 | $4,933 | 0.2% | $1129.07 | — | 6.875% CON PFD A | 22822V309 |
| MCD | MCDONALDS CORP | 29,699 | $4,911 | 0.2% | $97.36 | +76.5% | COM | 580135101 |
| DPZ | DOMINOS PIZZA INC | 15,100 | $4,893 | 0.2% | $237.57 | +20.9% | COM | 25754A201 |
| — | AMERICAN ELEC PWR CO INC | 98,700 | $4,800 | 0.2% | $50.45 | — | UNIT 03/15/2022 | 025537127 |
| — | DOCUSIGN INC | 3,380,000 | $4,774 | 0.2% | $1.24 | — | NOTE 0.500% 9/1 | 256163ab2 |
| — | ISTAR INC | 4,925,000 | $4,761 | 0.2% | $1.13 | — | NOTE 3.125% 9/1 | 45031ucb5 |
| — | TELADOC HEALTH INC | 1,343,000 | $4,758 | 0.2% | $1.79 | — | NOTE 3.000%12/1 | 87918aab1 |
| — | SEACOR HOLDINGS INC | 5,140,000 | $4,755 | 0.2% | $1.04 | — | NOTE 2.500%12/1 | 811904am3 |
| META | FACEBOOK INC | 28,225 | $4,708 | 0.2% | $114.15 | +70.3% | CL A | 30303M102 |
| — | CALAMP CORP | 4,743,000 | $4,707 | 0.2% | $1.00 | — | NOTE 1.625% 5/1 | 128126ab5 |
| — | EVOLENT HEALTH INC | 5,304,000 | $4,618 | 0.2% | $1.00 | — | NOTE 2.000%12/0 | 30050bab7 |
| — | ADVANCED MICRO DEVICES INC | 800,000 | $4,589 | 0.2% | $1.57 | — | NOTE 2.125% 9/0 | 007903bd8 |
| — | SEMPRA ENERGY | 47,840 | $4,578 | 0.2% | $107.39 | — | 6% PFD CONV A | 816851406 |
| — | SAREPTA THERAPEUTICS INC | 2,885,000 | $4,558 | 0.2% | $1.72 | — | DBCV 1.500%11/1 | 803607ab6 |
| — | REPLIGEN CORP | 4,250,000 | $4,506 | 0.2% | $1.02 | — | NOTE 0.375% 7/1 | 759916ab5 |
| — | GDS HLDGS LTD | 3,500,000 | $4,467 | 0.2% | $0.99 | — | NOTE 2.000% 6/0 | 36165lab4 |
| — | BLACK KNIGHT INC | 76,485 | $4,441 | 0.2% | $47.79 | — | COM | 09215C105 |
| — | INOVIO PHARMACEUTICALS INC | 3,000,000 | $4,427 | 0.2% | $1.48 | — | NOTE 6.500% 3/0 | 45773hab8 |
| NOC | NORTHROP GRUMMAN CORP | 14,270 | $4,317 | 0.2% | $236.78 | +33.2% | COM | 666807102 |
| ADBE | ADOBE INC | 13,440 | $4,277 | 0.2% | $258.73 | +32.2% | COM | 00724F101 |
| — | PRICELINE GRP INC | 3,800,000 | $4,223 | 0.1% | $1.43 | — | NOTE 0.350% 6/1 | 741503as5 |
| — | SILICON LABORATORIES INC | 3,750,000 | $4,158 | 0.1% | $1.18 | — | NOTE 1.375% 3/0 | 826919ab8 |
| — | NOVELLUS SYS INC | 550,000 | $4,126 | 0.1% | $2.79 | — | NOTE 2.625% 5/1 | 670008ad3 |
| — | GUIDEWIRE SOFTWARE INC | 4,199,000 | $4,099 | 0.1% | $0.99 | — | NOTE 1.250% 3/1 | 40171vaa8 |
| — | IRONWOOD PHARMACEUTICALS INC | 3,800,000 | $4,028 | 0.1% | $1.00 | — | DBCV 2.250% 6/1 | 46333xad0 |
| — | WEIBO CORP | 4,686,000 | $4,008 | 0.1% | $0.91 | — | NOTE 1.250%11/1 | 948596ac5 |
| ARCC | ARES CAPITAL CORP | 371,205 | $4,002 | 0.1% | $11.13 | -14.0% | COM | 04010L103 |
| HD | HOME DEPOT INC | 21,178 | $3,954 | 0.1% | $172.06 | +10.5% | COM | 437076102 |
| — | MERCADOLIBRE INC | 3,000,000 | $3,911 | 0.1% | $1.48 | — | NOTE 2.000% 8/1 | 58733rad4 |
| QCOM | QUALCOMM INC | 57,050 | $3,859 | 0.1% | $59.44 | +21.0% | COM | 747525103 |
| — | CARDTRONICS INC | 4,019,000 | $3,848 | 0.1% | $0.96 | — | NOTE 1.000%12/0 | 14161hag3 |
| — | INSMED INC | 4,550,000 | $3,848 | 0.1% | $0.88 | — | NOTE 1.750% 1/1 | 457669aa7 |
| FNF | FIDELITY NATIONAL FINANCIAL | 154,000 | $3,832 | 0.1% | $20.34 | +47.4% | FNF GROUP COM | 31620R303 |
| — | FIVE9 INC | 2,000,000 | $3,800 | 0.1% | $1.39 | — | NOTE 0.125% 5/0 | 338307ab7 |
| ARKK | ARK ETF TR | 86,125 | $3,789 | 0.1% | $44.94 | — | INNOVATION ETF | 00214Q104 |
| — | NEW YORK CMNTY CAP TR V | 86,366 | $3,757 | 0.1% | $49.79 | — | UNIT 11/01/2051 | 64944p307 |
| — | VECTOR GROUP LTD | 3,680,000 | $3,749 | 0.1% | $1.06 | — | FRNT 4/1 | 92240mbc1 |
| — | SERVICENOW INC | 1,737,000 | $3,715 | 0.1% | $1.49 | — | NOTE 6/0 | 81762pac6 |
| — | NEW RELIC INC | 4,300,000 | $3,651 | 0.1% | $0.98 | — | NOTE 0.500% 5/0 | 64829bab6 |
| — | AKAMAI TECHNOLOGIES INC | 3,250,000 | $3,635 | 0.1% | $1.07 | — | NOTE 0.125% 5/0 | 00971taj0 |
| — | NEVRO CORP | 3,000,000 | $3,604 | 0.1% | $1.05 | — | NOTE 1.750% 6/0 | 64157faa1 |
| — | WAYFAIR INC | 4,500,000 | $3,546 | 0.1% | $1.32 | — | NOTE 0.375% 9/0 | 94419lab7 |
| — | REALPAGE INC | 2,556,000 | $3,492 | 0.1% | $1.42 | — | NOTE 1.500%11/1 | 75606nab5 |
| ABBV | ABBVIE INC | 45,698 | $3,482 | 0.1% | $50.02 | +34.3% | COM | 00287Y109 |
| — | FORTIVE CORP | 4,733 | $3,460 | 0.1% | $991.29 | — | 5% PFD CNV SER A | 34959J207 |
| — | MICRON TECHNOLOGY INC | 900,000 | $3,458 | 0.1% | $2.07 | — | NOTE 2.125% 2/1 | 595112av5 |
| — | CLEVELAND CLIFFS INC | 4,871,000 | $3,417 | 0.1% | $1.08 | — | DBCV 1.500% 1/1 | 185899aa9 |
| — | CONMED CORP | 3,650,000 | $3,407 | 0.1% | $0.93 | — | NOTE 2.625% 2/0 | 207410af8 |
| — | GREENBRIER COS INC | 4,150,000 | $3,364 | 0.1% | $1.11 | — | NOTE 2.875% 2/0 | 393657ak7 |
| — | PRA GROUP INC | 3,775,000 | $3,336 | 0.1% | $1.08 | — | NOTE 3.500% 6/0 | 69354nab2 |
| — | CLOVIS ONCOLOGY INC | 3,636,000 | $3,309 | 0.1% | $0.99 | — | NOTE 2.500% 9/1 | 189464ab6 |
| — | LIBERTY MEDIA CORP DEL | 3,500,000 | $3,309 | 0.1% | $1.33 | — | NOTE 1.000% 1/3 | 531229af9 |
| — | NEXTERA ENERGY INC | 75,000 | $3,270 | 0.1% | $43.60 | — | UNIT 99/99/9999 | 65339F770 |
| — | VIAVI SOLUTIONS INC | 3,000,000 | $3,223 | 0.1% | $1.26 | — | NOTE 1.750% 6/0 | 925550ae5 |
| — | ILLUMINA INC | 2,615,000 | $3,201 | 0.1% | $1.39 | — | NOTE 0.500% 6/1 | 452327ah2 |
| — | RADIUS HEALTH INC | 4,000,000 | $3,159 | 0.1% | $0.89 | — | NOTE 3.000% 9/0 | 750469aa6 |
| KKR | KKR & CO INC | 133,718 | $3,138 | 0.1% | $24.65 | +9.9% | CL A | 48251W104 |
| TXN | TEXAS INSTRS INC | 31,225 | $3,120 | 0.1% | $48.77 | +108.4% | COM | 882508104 |
| — | REDFIN CORP | 3,420,000 | $3,119 | 0.1% | $0.91 | — | NOTE 1.750% 7/1 | 75737faa6 |
| — | ENVESTNET INC | 3,025,000 | $3,101 | 0.1% | $1.03 | — | NOTE 1.750% 6/0 | 29404kab2 |
| OSW | ONESPAWORLD HOLDINGS LIMITED | 762,521 | $3,096 | 0.1% | $11.87 | 0.0% | COM | P73684113 |
| — | TERADYNE INC | 1,720,000 | $3,081 | 0.1% | $1.36 | — | NOTE 1.250%12/1 | 880770ag7 |
| — | AVANTOR INC | 65,000 | $3,026 | 0.1% | $53.38 | — | 6.25 PFD CNV SR | 05352A209 |
| OIS | OIL STS INTL INC | 1,446,400 | $2,936 | 0.1% | $25.41 | -63.9% | COM | 678026105 |
| — | CHINA LODGING GROUP LTD | 3,000,000 | $2,900 | 0.1% | $0.98 | — | NOTE 0.375%11/0 | 16949nac3 |
| — | HERBALIFE LTD | 3,500,000 | $2,820 | 0.1% | $0.98 | — | NOTE 2.625% 3/1 | 42703mad5 |
| — | CREE INC | 3,000,000 | $2,794 | 0.1% | $1.04 | — | NOTE 0.875% 9/0 | 225447ab7 |
| — | ZENDESK INC | 2,350,000 | $2,786 | 0.1% | $1.46 | — | NOTE 0.250% 3/1 | 98936jab7 |
| — | SHIP FINANCE INTERNATIONAL L | 3,000,000 | $2,767 | 0.1% | $1.00 | — | NOTE 5.750%10/1 | g81075af3 |
| — | TWITTER INC | 3,100,000 | $2,763 | 0.1% | $0.98 | — | NOTE 0.250% 6/1 | 90184laf9 |
| — | SPLUNK INC | 2,500,000 | $2,752 | 0.1% | $1.10 | — | NOTE 1.125% 9/1 | 848637ad6 |
| — | RH | 3,401,000 | $2,734 | 0.1% | $1.08 | — | NOTE 6/1 | 74967xaa1 |
| — | THERAVANCE INC | 2,926,000 | $2,719 | 0.1% | $0.93 | — | NOTE 2.125% 1/1 | 88338tab0 |
| NKE | NIKE INC | 32,450 | $2,685 | 0.1% | $57.24 | +50.1% | CL B | 654106103 |
| XYZ | SQUARE INC | 51,114 | $2,677 | 0.1% | $67.78 | +0.9% | CL A | 852234103 |
| — | PARATEK PHARMACEUTICALS INC | 3,750,000 | $2,653 | 0.1% | $0.70 | — | NOTE 4.750% 5/0 | 699374ab0 |
| — | JAZZ INVESTMENTS I LTD | 3,000,000 | $2,623 | 0.1% | $0.87 | — | NOTE 1.500% 8/1 | 472145ad3 |
| — | 8X8 INC NEW | 3,000,000 | $2,583 | 0.1% | $0.86 | — | NOTE 0.500% 2/0 | 282914ab6 |
| — | PTC THERAPEUTICS INC | 2,300,000 | $2,569 | 0.1% | $1.04 | — | NOTE 3.000% 8/1 | 69366jab7 |
| — | NEW MTN FIN CORP | 3,000,000 | $2,507 | 0.1% | $1.03 | — | NOTE 5.750% 8/1 | 647551ac4 |
| — | WELLPOINT INC | 782,000 | $2,482 | 0.1% | $3.39 | — | NOTE 2.750%10/1 | 94973vbg1 |
| — | PATRICK INDS INC | 3,100,000 | $2,472 | 0.1% | $0.80 | — | DBCV 1.000% 2/0 | 703343ab9 |
| T | AT&T INC | 83,784 | $2,442 | 0.1% | $14.58 | +24.6% | COM | 00206R102 |
| — | FIREEYE INC | 2,567,000 | $2,439 | 0.1% | $0.93 | — | NOTE 1.625% 6/0 | 31816qad3 |
| — | ALLEGHENY TECHNOLOGIES INC | 2,610,000 | $2,414 | 0.1% | $1.90 | — | NOTE 4.750% 7/0 | 01741rag7 |
| — | QUOTIENT TECHNOLOGY INC | 2,600,000 | $2,412 | 0.1% | $0.98 | — | NOTE 1.750%12/0 | 749119ab9 |
| — | ASSURANT INC | 22,721 | $2,397 | 0.1% | $103.21 | — | 6.50% CONV PFD D | 04621x207 |
| — | PDC ENERGY INC | 384,233 | $2,386 | 0.1% | $6.21 | — | COM | 69327R101 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 2,900,000 | $2,380 | 0.1% | $1.12 | — | NOTE 1.875% 6/0 | 049164bj4 |
| — | PLANTRONICS INC NEW | 235,708 | $2,371 | 0.1% | $35.45 | — | COM | 727493108 |
| — | MOMO INC | 2,850,000 | $2,275 | 0.1% | $0.91 | — | NOTE 1.250% 7/0 | 60879bab3 |
| — | CAESARS ENTMT CORP | 2,100,000 | $2,259 | 0.1% | $1.90 | — | NOTE 5.000%10/0 | 127686aa1 |
| — | VISHAY INTERTECHNOLOGY INC | 2,500,000 | $2,259 | 0.1% | $0.98 | — | NOTE 2.250% 6/1 | 928298ap3 |
| — | LENDINGTREE INC NEW | 2,019,000 | $2,256 | 0.1% | $1.37 | — | NOTE 0.625% 6/0 | 52603baa5 |
| BABA | ALIBABA GROUP HLDG LTD | 11,455 | $2,228 | 0.1% | $177.20 | — | SPONSORED ADS | 01609W102 |
| BRK/A | BERKSHIRE HATHAWAY INC DEL | 8 | $2,176 | 0.1% | $318723.75 | 0.0% | CL A | 084670108 |
| STZ | CONSTELLATION BRANDS INC | 14,620 | $2,096 | 0.1% | $149.14 | +7.4% | CL A | 21036P108 |
| — | BIOMARIN PHARMACEUTICAL INC | 2,000,000 | $2,081 | 0.1% | $1.04 | — | NOTE 0.599% 8/0 | 09061gah4 |
| — | KBR INC | 1,965,000 | $2,077 | 0.1% | $1.06 | — | NOTE 2.500%11/0 | 48242wab2 |
| — | KNOWLES CORP | 2,000,000 | $2,075 | 0.1% | $1.18 | — | NOTE 3.250%11/0 | 49926dab5 |
| — | EVOLENT HEALTH INC | 3,200,000 | $2,070 | 0.1% | $0.69 | — | NOTE 1.500%10/1 | 30050bad3 |
| — | VOCERA COMMUNICATIONS INC | 2,000,000 | $1,989 | 0.1% | $1.20 | — | NOTE 1.500% 5/1 | 92857fab3 |
| PM | PHILIP MORRIS INTL INC | 26,950 | $1,966 | 0.1% | $70.74 | -14.1% | COM | 718172109 |
| SHW | SHERWIN WILLIAMS CO | 4,200 | $1,930 | 0.1% | $87.21 | +96.3% | COM | 824348106 |
| — | KAMAN CORP | 2,000,000 | $1,895 | 0.1% | $1.21 | — | NOTE 3.250% 5/0 | 483548af0 |
| — | INSULET CORP | 1,000,000 | $1,843 | 0.1% | $1.42 | — | NOTE 1.375%11/1 | 45784pah4 |
| — | ALTAIR ENGR INC | 2,000,000 | $1,768 | 0.1% | $1.08 | — | NOTE 0.250% 6/0 | 021369aa1 |
| — | APOLLO COML REAL EST FIN INC | 2,438,000 | $1,697 | 0.1% | $1.01 | — | NOTE 4.750% 8/2 | 03762uab1 |
| — | COLONY CAP INC | 2,119,000 | $1,695 | 0.1% | $0.91 | — | NOTE 5.000% 4/1 | 19624raa4 |
| — | EPR PPTYS | 79,400 | $1,665 | 0.1% | $29.80 | — | CONV PFD 9% SR E | 26884U307 |
| — | INCYTE CORP | 1,071,000 | $1,590 | 0.1% | $1.61 | — | NOTE 1.250%11/1 | 45337can2 |
| ALLE | ALLEGION PLC | 17,238 | $1,586 | 0.1% | $90.51 | +22.4% | ORD SHS | G0176J109 |
| — | RAYTHEON CO | 12,060 | $1,582 | 0.1% | $184.08 | — | COM NEW | 755111507 |
| — | EXACT SCIENCES CORP | 2,000,000 | $1,578 | 0.1% | $0.79 | — | NOTE 0.375% 3/0 | 30063pac9 |
| — | CHANGE HEALTHCARE INC | 35,000 | $1,483 | 0.1% | $49.42 | — | UNIT 99/99/9999 | 15912k209 |
| TMO | THERMO FISHER SCIENTIFIC INC | 5,125 | $1,453 | 0.1% | $184.67 | +68.1% | COM | 883556102 |
| — | INFINERA CORP | 1,700,000 | $1,449 | 0.1% | $0.92 | — | NOTE 2.125% 9/0 | 45667gac7 |
| SSNC | SS&C TECHNOLOGIES HLDGS INC | 32,313 | $1,416 | 0.1% | $44.23 | +27.8% | COM | 78467J100 |
| — | WESTERN ASSET MTG CAP CORP | 3,000,000 | $1,398 | 0.0% | $1.00 | — | NOTE 6.750%10/0 | 95790daa3 |
| GOOGL | ALPHABET INC | 1,197 | $1,391 | 0.0% | $42.41 | +58.6% | CAP STK CL A | 02079K305 |
| CMCSA | COMCAST CORP NEW | 40,248 | $1,384 | 0.0% | $29.05 | +24.1% | CL A | 20030N101 |
| — | ELANCO ANIMAL HEALTH INC | 31,000 | $1,376 | 0.0% | $44.39 | — | UNIT 02/01/2023T | 28414h202 |
| HIG | HARTFORD FINL SVCS GROUP INC | 38,500 | $1,357 | 0.0% | $25.51 | +79.1% | COM | 416515104 |
| — | WESTERN DIGITAL CORP. | 1,520,000 | $1,349 | 0.0% | $0.97 | — | NOTE 1.500% 2/0 | 958102ap0 |
| — | RETROPHIN INC | 1,700,000 | $1,348 | 0.0% | $0.99 | — | NOTE 2.500% 9/1 | 761299ab2 |
| — | ALLERGAN PLC | 7,592 | $1,345 | 0.0% | $168.67 | — | SHS | G0177J108 |
| ARKW | ARK ETF TR | 24,700 | $1,302 | 0.0% | $52.66 | — | NEXT GNRTN INTER | 00214Q401 |
| PG | PROCTER & GAMBLE CO | 11,674 | $1,284 | 0.0% | $66.82 | +55.4% | COM | 742718109 |
| — | INTERNATIONAL FLAVORS&FRAGRA | 32,500 | $1,254 | 0.0% | $52.08 | — | UNIT 09/15/2021 | 459506309 |
| — | RAPID7 INC | 1,000,000 | $1,212 | 0.0% | $1.30 | — | NOTE 1.250% 8/0 | 753422ab0 |
| — | CHENIERE ENERGY INC | 1,795,000 | $1,203 | 0.0% | $0.81 | — | NOTE 4.250% 3/1 | 16411rag4 |
| — | REDWOOD TR INC | 2,000,000 | $1,202 | 0.0% | $1.00 | — | NOTE 4.750% 8/1 | 758075ac9 |
| — | AVAYA HLDGS CORP | 1,500,000 | $1,193 | 0.0% | $0.85 | — | NOTE 2.250% 6/1 | 05351xab7 |
| — | WIX COM LTD | 1,200,000 | $1,186 | 0.0% | $1.11 | — | NOTE 7/0 | 92940wab5 |
| — | NUVASIVE INC | 1,125,000 | $1,176 | 0.0% | $1.16 | — | NOTE 2.250% 3/1 | 670704ag0 |
| CVX | CHEVRON CORP NEW | 16,090 | $1,166 | 0.0% | $84.96 | -10.5% | COM | 166764100 |
| EPD | ENTERPRISE PRODS PARTNERS L | 80,330 | $1,149 | 0.0% | $41.68 | — | COM | 293792107 |
| — | BRICKELL BIOTECH INC | 950,905 | $1,132 | 0.0% | $1.19 | — | COM | 10802T105 |
| AVGO | BROADCOM INC | 4,600 | $1,091 | 0.0% | $24.30 | -0.1% | COM | 11135F101 |
| — | TEAM INC | 1,380,000 | $1,038 | 0.0% | $1.27 | — | NOTE 5.000% 8/0 | 878155ae0 |
| SPY | SPDR S&P 500 ETF TR | 4,000 | $1,031 | 0.0% | $260.85 | — | TR UNIT | 78462F103 |
| — | ON SEMICONDUCTOR CORP | 1,000,000 | $998 | 0.0% | $1.27 | — | NOTE 1.625%10/1 | 682189ap0 |
| — | MACQUARIE INFRASTRUCTURE COR | 39,300 | $992 | 0.0% | $46.12 | — | COM | 55608B105 |
| NTRS | NORTHERN TR CORP | 13,000 | $981 | 0.0% | $50.14 | +52.0% | COM | 665859104 |
| IWM | ISHARES TR | 8,520 | $975 | 0.0% | $163.54 | — | RUSSELL 2000 ETF | 464287655 |
| — | ILLUMINA INC | 1,000,000 | $970 | 0.0% | $1.11 | — | NOTE 8/1 | 452327ak5 |
| — | EZCORP INC | 1,200,000 | $957 | 0.0% | $1.24 | — | NOTE 2.875% 7/0 | 302301af3 |
| HBAN | HUNTINGTON BANCSHARES INC | 112,713 | $925 | 0.0% | $11.01 | -15.6% | COM | 446150104 |
| — | ENCORE CAP GROUP INC | 1,000,000 | $901 | 0.0% | $1.17 | — | NOTE 3.250% 3/1 | 292554ak8 |
| — | AIR TRANSPORT SERVICES GRP I | 1,000,000 | $863 | 0.0% | $1.00 | — | NOTE 1.125%10/1 | 00922rab1 |
| TSN | TYSON FOODS INC | 14,900 | $862 | 0.0% | $64.83 | -3.3% | CL A | 902494103 |
| — | COLONY STARWOOD HOMES | 794,000 | $849 | 0.0% | $1.12 | — | NOTE 3.500% 1/1 | 19625xab8 |
| — | OKTA INC | 325,000 | $831 | 0.0% | $1.81 | — | NOTE 0.250% 2/1 | 679295ab1 |
| IJR | ISHARES TR | 14,486 | $813 | 0.0% | $56.12 | — | CORE S&P SCP ETF | 464287804 |
| EA | ELECTRONIC ARTS INC | 8,100 | $811 | 0.0% | $48.76 | +109.8% | COM | 285512109 |
| APD | AIR PRODS & CHEMS INC | 3,870 | $772 | 0.0% | $119.15 | +65.4% | COM | 009158106 |
| BAC | BK OF AMERICA CORP | 36,050 | $765 | 0.0% | $25.27 | +2.6% | COM | 060505104 |
| — | APPLIED OPTOELECTRONICS INC | 1,000,000 | $745 | 0.0% | $0.74 | — | NOTE 5.000% 3/1 | 03823uab8 |
| QTEC | FIRST TR NASDAQ-100 TECH IND | 8,750 | $740 | 0.0% | $84.57 | — | SHS | 337345102 |
| REGN | REGENERON PHARMACEUTICALS | 1,378 | $673 | 0.0% | $410.21 | 0.0% | COM | 75886F107 |
| NOW | SERVICENOW INC | 2,200 | $630 | 0.0% | $62.52 | 0.0% | COM | 81762P102 |
| XOM | EXXON MOBIL CORP | 16,555 | $629 | 0.0% | $67.99 | -38.1% | COM | 30231G102 |
| MO | ALTRIA GROUP INC | 16,140 | $624 | 0.0% | $29.56 | -6.8% | COM | 02209S103 |
| — | SEAGATE TECHNOLOGY PLC | 12,500 | $610 | 0.0% | $48.80 | — | SHS | G7945M107 |
| — | ALLETE INC | 10,022 | $608 | 0.0% | $51.35 | — | COM NEW | 018522300 |
| ED | CONSOLIDATED EDISON INC | 7,500 | $585 | 0.0% | $55.52 | +27.6% | COM | 209115104 |
| NXPI | NXP SEMICONDUCTORS N V | 6,920 | $574 | 0.0% | $101.72 | +4.3% | COM | N6596X109 |
| COP | CONOCOPHILLIPS | 18,424 | $567 | 0.0% | $55.48 | -26.1% | COM | 20825C104 |
| — | ACTIVISION BLIZZARD INC | 9,310 | $554 | 0.0% | $56.21 | — | COM | 00507V109 |
| TDG | TRANSDIGM GROUP INC | 1,700 | $544 | 0.0% | $273.51 | +65.5% | COM | 893641100 |
| — | INFINERA CORP | 102,500 | $543 | 0.0% | $4.51 | — | COM | 45667G103 |
| IBM | INTERNATIONAL BUSINESS MACHS | 4,823 | $535 | 0.0% | $105.66 | -7.0% | COM | 459200101 |
| — | VERINT SYS INC | 11,500 | $494 | 0.0% | $42.96 | — | COM | 92343X100 |
| PANW | PALO ALTO NETWORKS INC | 3,000 | $492 | 0.0% | $34.91 | 0.0% | COM | 697435105 |
| VST | VISTRA ENERGY CORP | 30,826 | $492 | 0.0% | $19.75 | -10.0% | COM | 92840M102 |
| CNP | CENTERPOINT ENERGY INC | 30,950 | $478 | 0.0% | $19.14 | +2.3% | COM | 15189T107 |
| CWB | SPDR SER TR | 9,385 | $449 | 0.0% | $55.47 | — | BLMBRG BRC CNVRT | 78464A359 |
| KLAC | KLA CORPORATION | 3,100 | $446 | 0.0% | $150.21 | 0.0% | COM NEW | 482480100 |
| NVDA | NVIDIA CORP | 1,653 | $436 | 0.0% | $6.28 | 0.0% | COM | 67066G104 |
| — | TPG SPECIALTY LENDING INC | 31,100 | $433 | 0.0% | $13.92 | — | COM | 87265K102 |
| JD | JD COM INC | 10,445 | $423 | 0.0% | $38.70 | — | SPON ADR CL A | 47215P106 |
| LHX | L3HARRIS TECHNOLOGIES INC | 2,300 | $414 | 0.0% | $180.09 | +1.1% | COM | 502431109 |
| — | JUNIPER NETWORKS INC | 21,500 | $412 | 0.0% | $19.16 | — | COM | 48203R104 |
| LEN | LENNAR CORP | 10,364 | $396 | 0.0% | $50.11 | +4.3% | CL A | 526057104 |
| TGT | TARGET CORP | 4,250 | $395 | 0.0% | $94.98 | 0.0% | COM | 87612E106 |
| C | CITIGROUP INC | 8,985 | $378 | 0.0% | $52.69 | +2.9% | COM NEW | 172967424 |
| — | EZCORP INC | 500,000 | $370 | 0.0% | $0.90 | — | NOTE 2.375% 5/0 | 302301ae6 |
| HTGC | HERCULES CAPITAL INC | 48,467 | $370 | 0.0% | $12.91 | +1.1% | COM | 427096508 |
| AMT | AMERICAN TOWER CORP NEW | 1,683 | $366 | 0.0% | $112.31 | +75.6% | COM | 03027X100 |
| PYPL | PAYPAL HLDGS INC | 3,639 | $348 | 0.0% | $99.14 | +11.1% | COM | 70450Y103 |
| MAS | MASCO CORP | 10,000 | $346 | 0.0% | $16.70 | +136.8% | COM | 574599106 |
| IVV | ISHARES TR | 1,323 | $342 | 0.0% | $258.50 | — | CORE S&P500 ETF | 464287200 |
| SDCCQ | SMILEDIRECTCLUB INC | 71,450 | $334 | 0.0% | $10.87 | -9.4% | CL A COM | 83192H106 |
| AFL | AFLAC INC | 9,500 | $325 | 0.0% | $44.78 | -11.4% | COM | 001055102 |
| — | LAM RESEARCH CORP | 1,350 | $324 | 0.0% | $240.00 | — | COM | 512807108 |
| — | TILRAY INC | 1,000,000 | $315 | 0.0% | $0.52 | — | NOTE 5.000%10/0 | 88688tab6 |
| AXP | AMERICAN EXPRESS CO | 3,650 | $312 | 0.0% | $107.60 | 0.0% | COM | 025816109 |
| WFC | WELLS FARGO CO NEW | 10,500 | $301 | 0.0% | $40.83 | -10.3% | COM | 949746101 |
| VRT | VERTIV HOLDINGS CO | 34,345 | $297 | 0.0% | $10.98 | 0.0% | COM CL A | 92537N108 |
| — | ANCHIANO THERAPEUTICS LTD | 369,640 | $291 | 0.0% | $4.48 | — | SPONSORED ADS | 03280X102 |
| BKNG | BOOKING HLDGS INC | 210 | $283 | 0.0% | $1726.46 | 0.0% | COM | 09857L108 |
| — | TIVO CORP | 40,000 | $283 | 0.0% | $10.72 | — | COM | 88870P106 |
| RACE | FERRARI N V | 1,850 | $282 | 0.0% | $161.67 | -0.3% | COM | N3167Y103 |
| — | ALLEGHANY CORP DEL | 500 | $276 | 0.0% | $552.00 | — | COM | 017175100 |
| GILD | GILEAD SCIENCES INC | 3,650 | $273 | 0.0% | $64.68 | -15.1% | COM | 375558103 |
| RBBN | RIBBON COMMUNICATIONS INC | 90,000 | $273 | 0.0% | $3.01 | 0.0% | COM | 762544104 |
| TER | TERADYNE INC | 5,000 | $271 | 0.0% | $61.87 | +0.1% | COM | 880770102 |
| WDC | WESTERN DIGITAL CORP. | 6,500 | $271 | 0.0% | $49.29 | -11.7% | COM | 958102105 |
| VRSN | VERISIGN INC | 1,500 | $270 | 0.0% | $194.92 | 0.0% | COM | 92343E102 |
| AEP | AMERICAN ELEC PWR CO INC | 3,360 | $269 | 0.0% | $76.54 | 0.0% | COM | 025537101 |
| — | SUNPOWER CORP | 300,000 | $257 | 0.0% | $0.71 | — | DBCV 4.000% 1/1 | 867652al3 |
| NAVI | NAVIENT CORPORATION | 33,000 | $250 | 0.0% | $16.89 | -29.3% | COM | 63938C108 |
| — | SEACOR HOLDINGS INC | 250,000 | $248 | 0.0% | $0.93 | — | NOTE 3.000%11/1 | 81170yab5 |
| — | VIACOMCBS INC | 17,500 | $245 | 0.0% | $14.00 | — | CL B | 92556H206 |
| URI | UNITED RENTALS INC | 2,350 | $242 | 0.0% | $128.39 | 0.0% | COM | 911363109 |
| — | SVB FINANCIAL GROUP | 1,600 | $242 | 0.0% | $151.25 | — | COM | 78486Q101 |
| GS | GOLDMAN SACHS GROUP INC | 1,520 | $235 | 0.0% | $196.43 | -6.1% | COM | 38141G104 |
| MU | MICRON TECHNOLOGY INC | 5,500 | $231 | 0.0% | $46.46 | +9.2% | COM | 595112103 |
| — | SEATTLE GENETICS INC | 2,000 | $231 | 0.0% | $114.50 | — | COM | 812578102 |
| ABT | ABBOTT LABS | 2,850 | $225 | 0.0% | $57.97 | +29.9% | COM | 002824100 |
| — | JACOBS ENGR GROUP INC | 2,790 | $221 | 0.0% | $75.08 | — | COM | 469814107 |
| INTC | INTEL CORP | 4,050 | $219 | 0.0% | $52.33 | 0.0% | COM | 458140100 |
| LKNCY | LUCKIN COFFEE INC | 8,000 | $218 | 0.0% | $27.25 | — | SPONSORED ADS | 54951L109 |
| IIIV | I3 VERTICALS INC | 11,000 | $210 | 0.0% | $28.15 | 0.0% | COM CL A | 46571Y107 |
| — | CLOVIS ONCOLOGY INC | 330,000 | $206 | 0.0% | $0.92 | — | NOTE 1.250% 5/0 | 189464ac4 |
| BXMT | BLACKSTONE MTG TR INC | 10,000 | $186 | 0.0% | $18.60 | — | COM CL A | 09257W100 |
| UMH | UMH PPTYS INC | 17,000 | $185 | 0.0% | $13.78 | — | COM | 903002103 |
| AVTR | AVANTOR INC | 14,838 | $185 | 0.0% | $16.03 | 0.0% | COM | 05352A100 |
| MTG | MGIC INVT CORP WIS | 29,000 | $184 | 0.0% | $12.08 | 0.0% | COM | 552848103 |
| EVH | EVOLENT HEALTH INC | 33,397 | $181 | 0.0% | $8.12 | +10.0% | CL A | 30050B101 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 52,500 | $160 | 0.0% | $5.78 | — | COM | 87157B103 |
| EOLS | EVOLUS INC | 38,016 | $158 | 0.0% | $18.47 | -54.1% | COM | 30052C107 |
| — | COLONY CAP INC NEW | 83,908 | $147 | 0.0% | $3.92 | — | CL A COM | 19626G108 |
| — | FIREEYE INC | 12,000 | $127 | 0.0% | $14.14 | — | COM | 31816Q101 |
| TPC | TUTOR PERINI CORP | 18,500 | $124 | 0.0% | $10.69 | 0.0% | COM | 901109108 |
| — | BED BATH & BEYOND INC | 28,500 | $120 | 0.0% | $4.21 | — | COM | 075896100 |
| — | CLOVIS ONCOLOGY INC | 16,000 | $102 | 0.0% | $4.23 | — | COM | 189464100 |
| CX | CEMEX SAB DE CV | 47,500 | $101 | 0.0% | $2.13 | — | SPON ADR NEW | 151290889 |
| — | GENERAL ELECTRIC CO | 11,500 | $91 | 0.0% | $7.91 | — | COM | 369604103 |
| — | WESTERN ASSET MTG CAP CORP | 38,500 | $88 | 0.0% | $2.29 | — | COM | 95790D105 |
| — | NEW YORK MTG TR INC | 42,500 | $66 | 0.0% | $1.55 | — | COM PAR $.02 | 649604501 |
| — | PARATEK PHARMACEUTICALS INC | 17,800 | $56 | 0.0% | $4.02 | — | COM | 699374302 |
| — | AMARIN CORP PLC | 13,500 | $54 | 0.0% | $4.00 | — | SPONS ADR NEW | 023111206 |
| — | OCWEN FINL CORP | 55,000 | $27 | 0.0% | $0.49 | — | COM NEW | 675746309 |
| — | ENCORE CAP GROUP INC | 15,000 | $15 | 0.0% | $1.06 | — | NOTE 3.000% 7/0 | 292554AF9 |
| — | PALATIN TECHNOLOGIES INC | 19,010 | $8 | 0.0% | $0.64 | — | COM PAR $ .01 | 696077403 |