Location: Fort Lee, NJ
CIK: 0001009006 · Show all filings
Period: Q2 2020 (← Previous) (Next →)
Filing Date: Aug 6, 2020
Total Value: $3.145B (77.7% shares, 22.3% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| ZBRA | ZEBRA TECHNOLOGIES CORPORATI | 198,844 | $50.89M | 1.6% | $255.95 | — | — | CL A | 989207105 |
| AAPL | APPLE INC | 132,684 | $48.4M | 1.5% | $364.80 | — | — | COM | 037833100 |
| ICLR | ICON PLC | 260,368 | $43.86M | 1.4% | $168.46 | — | — | SHS | G4705A100 |
| AIT | APPLIED INDL TECHNOLOGIES IN | 683,067 | $42.62M | 1.4% | $62.39 | — | — | COM | 03820C105 |
| RGEN | REPLIGEN CORP | 327,926 | $40.53M | 1.3% | $123.61 | — | — | COM | 759916109 |
| IDA | IDACORP INC | 459,535 | $40.15M | 1.3% | $87.37 | — | — | COM | 451107106 |
| DHR | DANAHER CORPORATION | 212,982 | $37.66M | 1.2% | $176.83 | — | — | COM | 235851102 |
| — | SYNEOS HEALTH INC | 603,420 | $35.15M | 1.1% | $58.25 | — | — | CL A | 87166B102 |
| LFUS | LITTELFUSE INC | 200,269 | $34.17M | 1.1% | $170.63 | — | — | COM | 537008104 |
| — | CORELOGIC INC | 508,301 | $34.17M | 1.1% | $67.22 | — | — | COM | 21871D103 |
| KWR | QUAKER CHEM CORP | 170,294 | $31.61M | 1.0% | $185.65 | — | — | COM | 747316107 |
| SMTC | SEMTECH CORP | 602,416 | $31.46M | 1.0% | $52.22 | — | — | COM | 816850101 |
| — | HMS HLDGS CORP | 958,672 | $31.05M | 1.0% | $32.39 | — | — | COM | 40425J101 |
| EBS | EMERGENT BIOSOLUTIONS INC | 370,050 | $29.26M | 0.9% | $79.08 | — | — | COM | 29089Q105 |
| — | RITCHIE BROS AUCTIONEERS | 709,086 | $28.97M | 0.9% | $40.85 | — | — | COM | 767744105 |
| EGP | EASTGROUP PPTY INC | 240,824 | $28.56M | 0.9% | $118.61 | — | — | COM | 277276101 |
| AMZN | AMAZON COM INC | 10,281 | $28.36M | 0.9% | $2758.78 | — | — | COM | 023135106 |
| RJF | RAYMOND JAMES FINL INC | 408,740 | $28.13M | 0.9% | $68.83 | — | — | COM | 754730109 |
| TDY | TELEDYNE TECHNOLOGIES INC | 89,742 | $27.91M | 0.9% | $310.95 | — | — | COM | 879360105 |
| CUZ | COUSINS PPTYS INC | 912,064 | $27.21M | 0.9% | $29.83 | — | — | COM NEW | 222795502 |
| WABC | WESTAMERICA BANCORPORATION | 469,199 | $26.94M | 0.9% | $57.42 | — | — | COM | 957090103 |
| RLI | RLI CORP | 325,117 | $26.69M | 0.8% | $82.10 | — | — | COM | 749607107 |
| IWM | ISHARES TR | 185,000 | $26.49M | 0.8% | $143.18 | — | — | RUSSELL 2000 ETF | 464287655 |
| — | POLYONE CORP | 1,006,840 | $26.41M | 0.8% | $26.23 | — | — | COM | 73179P106 |
| WLY | WILEY JOHN & SONS INC | 666,371 | $25.99M | 0.8% | $39.00 | — | — | CL A | 968223206 |
| RNST | RENASANT CORP | 1,037,075 | $25.82M | 0.8% | $24.90 | — | — | COM | 75970E107 |
| ACIW | ACI WORLDWIDE INC | 954,253 | $25.75M | 0.8% | $26.99 | — | — | COM | 004498101 |
| LKQ | LKQ CORP | 977,555 | $25.61M | 0.8% | $26.20 | — | — | COM | 501889208 |
| HEI/A | HEICO CORP NEW | 308,685 | $25.08M | 0.8% | $81.24 | — | — | CL A | 422806208 |
| NGVT | INGEVITY CORP | 474,705 | $24.95M | 0.8% | $52.57 | — | — | COM | 45688C107 |
| WAL | WESTERN ALLIANCE BANCORP | 656,470 | $24.86M | 0.8% | $37.87 | — | — | COM | 957638109 |
| BRKR | BRUKER CORP | 607,361 | $24.71M | 0.8% | $40.68 | — | — | COM | 116794108 |
| HCSG | HEALTHCARE SVCS GROUP INC | 1,007,228 | $24.64M | 0.8% | $24.46 | — | — | COM | 421906108 |
| MSFT | MICROSOFT CORP | 114,534 | $23.31M | 0.7% | $203.51 | — | — | COM | 594918104 |
| MLI | MUELLER INDS INC | 869,744 | $23.12M | 0.7% | $26.58 | — | — | COM | 624756102 |
| APH | AMPHENOL CORP NEW | 237,518 | $22.76M | 0.7% | $95.81 | — | — | CL A | 032095101 |
| PB | PROSPERITY BANCSHARES INC | 381,571 | $22.66M | 0.7% | $59.38 | — | — | COM | 743606105 |
| CNC | CENTENE CORP DEL | 355,451 | $22.59M | 0.7% | $63.55 | — | — | COM | 15135B101 |
| — | NIC INC | 969,271 | $22.25M | 0.7% | $22.96 | — | — | COM | 62914B100 |
| — | PRIMO WATER CORPORATION | 1,567,881 | $21.56M | 0.7% | $13.75 | — | — | COM | 74167P108 |
| ACHC | ACADIA HEALTHCARE COMPANY IN | 856,560 | $21.52M | 0.7% | $25.12 | — | — | COM | 00404A109 |
| — | K12 INC | 783,247 | $21.34M | 0.7% | $27.24 | — | — | COM | 48273U102 |
| — | REALPAGE INC | 327,390 | $21.28M | 0.7% | $65.01 | — | — | COM | 75606N109 |
| — | MICROCHIP TECHNOLOGY INC. | 14,225,000 | $21M | 0.7% | $1.48 | — | — | NOTE 1.625% 2/1 | 595017AF1 |
| — | WELLS FARGO CO NEW | 15,881 | $20.77M | 0.7% | $1307.54 | — | — | PERP PFD CNV A | 949746804 |
| — | AARONS INC | 447,365 | $20.31M | 0.6% | $45.40 | — | — | COM PAR $0.50 | 002535300 |
| — | BARNES GROUP INC | 508,228 | $20.11M | 0.6% | $39.56 | — | — | COM | 067806109 |
| BURL | BURLINGTON STORES INC | 100,568 | $19.8M | 0.6% | $196.93 | — | — | COM | 122017106 |
| WSFS | WSFS FINL CORP | 685,449 | $19.67M | 0.6% | $28.70 | — | — | COM | 929328102 |
| WTS | WATTS WATER TECHNOLOGIES INC | 239,177 | $19.37M | 0.6% | $81.00 | — | — | CL A | 942749102 |
| JPM | JPMORGAN CHASE & CO | 201,263 | $18.93M | 0.6% | $94.06 | — | — | COM | 46625H100 |
| AMSF | AMERISAFE INC | 307,449 | $18.8M | 0.6% | $61.16 | — | — | COM | 03071H100 |
| BL | BLACKLINE INC | 222,420 | $18.44M | 0.6% | $82.91 | — | — | COM | 09239B109 |
| GPI | GROUP 1 AUTOMOTIVE INC | 272,481 | $17.98M | 0.6% | $65.97 | — | — | COM | 398905109 |
| TXRH | TEXAS ROADHOUSE INC | 334,168 | $17.57M | 0.6% | $52.57 | — | — | COM | 882681109 |
| V | VISA INC | 90,296 | $17.44M | 0.6% | $193.18 | — | — | COM CL A | 92826C839 |
| — | BIOTELEMETRY INC | 385,944 | $17.44M | 0.6% | $45.19 | — | — | COM | 090672106 |
| RGP | RESOURCES CONNECTION INC | 1,451,259 | $17.37M | 0.6% | $11.97 | — | — | COM | 76122Q105 |
| — | CORESITE RLTY CORP | 141,610 | $17.14M | 0.5% | $121.06 | — | — | COM | 21870Q105 |
| SAIA | SAIA INC | 152,658 | $16.97M | 0.5% | $111.18 | — | — | COM | 78709Y105 |
| FULT | FULTON FINL CORP PA | 1,589,456 | $16.74M | 0.5% | $10.53 | — | — | COM | 360271100 |
| — | COVETRUS INC | 920,060 | $16.46M | 0.5% | $17.89 | — | — | COM | 22304C100 |
| PBH | PRESTIGE CONSMR HEALTHCARE I | 433,033 | $16.27M | 0.5% | $37.56 | — | — | COM | 74112D101 |
| CFR | CULLEN FROST BANKERS INC | 216,530 | $16.18M | 0.5% | $74.71 | — | — | COM | 229899109 |
| ONTO | ONTO INNOVATION INC | 471,101 | $16.04M | 0.5% | $34.04 | — | — | COM | 683344105 |
| PFGC | PERFORMANCE FOOD GROUP CO | 548,682 | $15.99M | 0.5% | $29.14 | — | — | COM | 71377A103 |
| — | ALTAIR ENGR INC | 400,340 | $15.91M | 0.5% | $39.75 | — | — | COM CL A | 021369103 |
| AZTA | BROOKS AUTOMATION INC NEW | 355,112 | $15.71M | 0.5% | $44.24 | — | — | COM | 114340102 |
| — | EASTERLY GOVT PPTYS INC | 677,994 | $15.68M | 0.5% | $23.12 | — | — | COM | 27616P103 |
| — | BK OF AMERICA CORP | 11,509 | $15.6M | 0.5% | $1355.03 | — | — | 7.25%CNV PFD L | 060505682 |
| CMC | COMMERCIAL METALS CO | 762,942 | $15.56M | 0.5% | $20.40 | — | — | COM | 201723103 |
| CMP | COMPASS MINERALS INTL INC | 318,323 | $15.52M | 0.5% | $48.75 | — | — | COM | 20451N101 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 167,214 | $15.32M | 0.5% | $91.60 | — | — | COM | 45866F104 |
| CSGS | CSG SYS INTL INC | 369,167 | $15.28M | 0.5% | $41.39 | — | — | COM | 126349109 |
| HMN | HORACE MANN EDUCATORS CORP N | 414,406 | $15.22M | 0.5% | $36.73 | — | — | COM | 440327104 |
| — | ALTRA INDL MOTION CORP | 472,685 | $15.06M | 0.5% | $31.86 | — | — | COM | 02208R106 |
| — | INOVIO PHARMACEUTICALS INC | 3,000,000 | $15.01M | 0.5% | $5.00 | — | — | NOTE 6.500% 3/0 | 45773HAB8 |
| — | CORNERSTONE ONDEMAND INC | 373,485 | $14.4M | 0.5% | $38.56 | — | — | COM | 21925Y103 |
| BLKB | BLACKBAUD INC | 250,938 | $14.32M | 0.5% | $57.08 | — | — | COM | 09227Q100 |
| — | EXACT SCIENCES CORP | 10,430,000 | $14.25M | 0.5% | $1.37 | — | — | NOTE 1.000% 1/1 | 30063PAA3 |
| — | SQUARE INC | 9,580,000 | $14.24M | 0.5% | $1.49 | — | — | NOTE 0.500% 5/1 | 852234AD5 |
| FTV | FORTIVE CORP | 204,869 | $13.86M | 0.4% | $67.66 | — | — | COM | 34959J108 |
| ROP | ROPER TECHNOLOGIES INC | 35,499 | $13.78M | 0.4% | $388.26 | — | — | COM | 776696106 |
| — | FORTIVE CORP | 13,992,000 | $13.7M | 0.4% | $0.98 | — | — | NOTE 0.875% 2/1 | 34959JAK4 |
| FISV | FISERV INC | 138,736 | $13.54M | 0.4% | $97.62 | — | — | COM | 337738108 |
| — | SPLUNK INC | 9,388,000 | $13.52M | 0.4% | $1.44 | — | — | NOTE 0.500% 9/1 | 848637AC8 |
| INDB | INDEPENDENT BANK CORP MASS | 200,079 | $13.42M | 0.4% | $67.09 | — | — | COM | 453836108 |
| TRUP | TRUPANION INC | 311,012 | $13.28M | 0.4% | $42.69 | — | — | COM | 898202106 |
| RLJ | RLJ LODGING TR | 1,390,390 | $13.13M | 0.4% | $9.44 | — | — | COM | 74965L101 |
| MD | MEDNAX INC | 743,796 | $12.72M | 0.4% | $17.10 | — | — | COM | 58502B106 |
| DECK | DECKERS OUTDOOR CORP | 62,985 | $12.37M | 0.4% | $196.40 | — | — | COM | 243537107 |
| — | NATIONAL INSTRS CORP | 317,900 | $12.31M | 0.4% | $38.71 | — | — | COM | 636518102 |
| FNV | FRANCO NEV CORP | 87,286 | $12.19M | 0.4% | $139.64 | — | — | COM | 351858105 |
| GOOG | ALPHABET INC | 8,537 | $12.07M | 0.4% | $1413.61 | — | — | CAP STK CL C | 02079K107 |
| JNJ | JOHNSON & JOHNSON | 85,437 | $12.02M | 0.4% | $140.63 | — | — | COM | 478160104 |
| — | CHEGG INC | 8,470,000 | $12.01M | 0.4% | $1.42 | — | — | NOTE 0.125% 3/1 | 163092AD1 |
| SMP | STANDARD MTR PRODS INC | 289,782 | $11.94M | 0.4% | $41.20 | — | — | COM | 853666105 |
| BDX | BECTON DICKINSON & CO | 49,756 | $11.9M | 0.4% | $239.27 | — | — | COM | 075887109 |
| UIS | UNISYS CORP | 1,069,836 | $11.67M | 0.4% | $10.91 | — | — | COM NEW | 909214306 |
| BKE | BUCKLE INC | 734,503 | $11.52M | 0.4% | $15.68 | — | — | COM | 118440106 |
| WWD | WOODWARD INC | 148,304 | $11.5M | 0.4% | $77.55 | — | — | COM | 980745103 |
| MSA | MSA SAFETY INC | 99,957 | $11.44M | 0.4% | $114.44 | — | — | COM | 553498106 |
| — | IAA INC | 295,959 | $11.41M | 0.4% | $38.57 | — | — | COM | 449253103 |
| AME | AMETEK INC | 127,448 | $11.39M | 0.4% | $89.37 | — | — | COM | 031100100 |
| — | DANAHER CORPORATION | 8,550 | $10.72M | 0.3% | $1253.80 | — | — | 4.75 MND CV PFD | 235851300 |
| — | LUMENTUM HLDGS INC | 7,301,000 | $10.71M | 0.3% | $1.47 | — | — | NOTE 0.250% 3/1 | 55024UAB5 |
| — | PURE STORAGE INC | 10,151,000 | $10.04M | 0.3% | $0.99 | — | — | NOTE 0.125% 4/1 | 74624MAB8 |
| HRTX | HERON THERAPEUTICS INC | 675,365 | $9.935M | 0.3% | $14.71 | — | — | COM | 427746102 |
| HD | HOME DEPOT INC | 38,996 | $9.769M | 0.3% | $250.51 | — | — | COM | 437076102 |
| CBRL | CRACKER BARREL OLD CTRY STOR | 86,004 | $9.539M | 0.3% | $110.91 | — | — | COM | 22410J106 |
| — | TWILIO INC | 3,006,000 | $9.338M | 0.3% | $3.11 | — | — | NOTE 0.250% 6/0 | 90138FAB8 |
| — | ETSY INC | 3,159,000 | $9.272M | 0.3% | $2.94 | — | — | NOTE 3/0 | 29786AAC0 |
| — | INPHI CORP | 4,392,000 | $9.196M | 0.3% | $2.09 | — | — | NOTE 0.750% 9/0 | 45772FAC1 |
| — | LENDINGTREE INC NEW | 6,159,000 | $9.154M | 0.3% | $1.49 | — | — | NOTE 0.625% 6/0 | 52603BAA5 |
| MNRO | MONRO INC | 164,768 | $9.052M | 0.3% | $54.94 | — | — | COM | 610236101 |
| ZTS | ZOETIS INC | 64,681 | $8.864M | 0.3% | $137.04 | — | — | CL A | 98978V103 |
| — | II-VI INC | 7,413,000 | $8.832M | 0.3% | $1.19 | — | — | NOTE 0.250% 9/0 | 902104AB4 |
| — | HUBSPOT INC | 3,685,000 | $8.762M | 0.3% | $2.38 | — | — | NOTE 0.250% 6/0 | 443573AB6 |
| — | LIGAND PHARMACEUTICALS INC | 9,875,000 | $8.598M | 0.3% | $0.87 | — | — | NOTE 0.750% 5/1 | 53220KAF5 |
| — | PDC ENERGY INC | 680,746 | $8.468M | 0.3% | $12.44 | — | — | COM | 69327R101 |
| INTU | INTUIT | 28,567 | $8.461M | 0.3% | $296.18 | — | — | COM | 461202103 |
| UNP | UNION PAC CORP | 49,650 | $8.394M | 0.3% | $169.06 | — | — | COM | 907818108 |
| — | DISH NETWORK CORPORATION | 9,015,000 | $8.305M | 0.3% | $0.92 | — | — | NOTE 3.375% 8/1 | 25470MAB5 |
| NEE | NEXTERA ENERGY INC | 33,630 | $8.077M | 0.3% | $240.17 | — | — | COM | 65339F101 |
| — | PALO ALTO NETWORKS INC | 7,380,000 | $7.949M | 0.3% | $1.08 | — | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | NEUROCRINE BIOSCIENCES INC | 4,750,000 | $7.901M | 0.3% | $1.66 | — | — | NOTE 2.250% 5/1 | 64125CAD1 |
| CAKE | CHEESECAKE FACTORY INC | 344,591 | $7.898M | 0.3% | $22.92 | — | — | COM | 163072101 |
| — | BIOMARIN PHARMACEUTICAL INC | 5,961,000 | $7.862M | 0.2% | $1.32 | — | — | NOTE 1.500%10/1 | 09061GAF8 |
| — | NUTANIX INC | 8,649,000 | $7.703M | 0.2% | $0.89 | — | — | NOTE 1/1 | 67059NAB4 |
| NMFC | NEW MTN FIN CORP | 824,994 | $7.664M | 0.2% | $9.29 | — | — | COM | 647551100 |
| — | SAREPTA THERAPEUTICS INC | 3,335,000 | $7.663M | 0.2% | $2.30 | — | — | DBCV 1.500%11/1 | 803607AB6 |
| VZ | VERIZON COMMUNICATIONS INC | 137,768 | $7.595M | 0.2% | $55.13 | — | — | COM | 92343V104 |
| — | DEXCOM INC | 3,000,000 | $7.454M | 0.2% | $2.48 | — | — | NOTE 0.750%12/0 | 252131AH0 |
| COST | COSTCO WHSL CORP NEW | 24,466 | $7.418M | 0.2% | $303.20 | — | — | COM | 22160K105 |
| — | PACIRA BIOSCIENCES | 6,632,000 | $7.242M | 0.2% | $1.09 | — | — | NOTE 2.375% 4/0 | 695127AD2 |
| — | WORKDAY INC | 5,154,000 | $7.113M | 0.2% | $1.38 | — | — | NOTE 0.250%10/0 | 98138HAF8 |
| — | NEW RELIC INC | 7,175,000 | $6.975M | 0.2% | $0.97 | — | — | NOTE 0.500% 5/0 | 64829BAB6 |
| — | LIVE NATION ENTERTAINMENT IN | 6,785,000 | $6.924M | 0.2% | $1.02 | — | — | NOTE 2.500% 3/1 | 538034AQ2 |
| OIS | OIL STS INTL INC | 1,454,162 | $6.907M | 0.2% | $4.75 | — | — | COM | 678026105 |
| DIS | DISNEY WALT CO | 61,932 | $6.906M | 0.2% | $111.51 | — | — | COM DISNEY | 254687106 |
| — | CROWN CASTLE INTL CORP NEW | 4,620 | $6.877M | 0.2% | $1488.53 | — | — | 6.875% CON PFD A | 22822V309 |
| ARKK | ARK ETF TR | 95,925 | $6.84M | 0.2% | $71.31 | — | — | INNOVATION ETF | 00214Q104 |
| SBUX | STARBUCKS CORP | 92,511 | $6.808M | 0.2% | $73.59 | — | — | COM | 855244109 |
| — | ON SEMICONDUCTOR CORP | 5,751,000 | $6.718M | 0.2% | $1.17 | — | — | NOTE 1.000%12/0 | 682189AK1 |
| — | OSI SYSTEMS INC | 6,799,000 | $6.533M | 0.2% | $0.96 | — | — | NOTE 1.250% 9/0 | 671044AD7 |
| — | SEACOR HOLDINGS INC | 8,641,000 | $6.519M | 0.2% | $0.75 | — | — | NOTE 3.250% 5/1 | 811904AN1 |
| AMAT | APPLIED MATLS INC | 106,806 | $6.456M | 0.2% | $60.45 | — | — | COM | 038222105 |
| — | MICROCHIP TECHNOLOGY INC. | 2,881,000 | $6.438M | 0.2% | $2.23 | — | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | TTM TECHNOLOGIES INC | 5,050,000 | $6.407M | 0.2% | $1.27 | — | — | NOTE 1.750%12/1 | 87305RAD1 |
| — | COUPA SOFTWARE INC | 3,480,000 | $6.311M | 0.2% | $1.81 | — | — | NOTE 0.125% 6/1 | 22266LAC0 |
| — | PORTFOLIO RECOVERY ASSOCS IN | 6,317,000 | $6.282M | 0.2% | $0.99 | — | — | NOTE 3.000% 8/0 | 73640QAB1 |
| — | RAMBUS INC DEL | 6,032,000 | $6.274M | 0.2% | $1.04 | — | — | NOTE 1.375% 2/0 | 750917AG1 |
| — | HANGER INC | 374,862 | $6.208M | 0.2% | $16.56 | — | — | COM NEW | 41043F208 |
| — | LIVONGO HEALTH INC | 82,394 | $6.195M | 0.2% | $75.19 | — | — | COM | 539183103 |
| META | FACEBOOK INC | 27,025 | $6.137M | 0.2% | $227.09 | — | — | CL A | 30303M102 |
| — | INTRICON CORP | 452,867 | $6.123M | 0.2% | $13.52 | — | — | COM | 46121H109 |
| — | XILINX INC | 61,725 | $6.073M | 0.2% | $98.39 | — | — | COM | 983919101 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 33,992 | $6.068M | 0.2% | $178.51 | — | — | CL B NEW | 084670702 |
| — | TERADYNE INC | 2,240,000 | $6.018M | 0.2% | $2.69 | — | — | NOTE 1.250%12/1 | 880770AG7 |
| MDLZ | MONDELEZ INTL INC | 117,588 | $6.012M | 0.2% | $51.13 | — | — | CL A | 609207105 |
| — | AMERICAN ELEC PWR CO INC | 123,210 | $5.989M | 0.2% | $48.61 | — | — | UNIT 03/15/2022 | 025537127 |
| — | ZENDESK INC | 3,950,000 | $5.924M | 0.2% | $1.50 | — | — | NOTE 0.250% 3/1 | 98936JAB7 |
| — | ISIS PHARMACEUTICALS INC DEL | 5,371,000 | $5.916M | 0.2% | $1.10 | — | — | NOTE 1.000%11/1 | 464337AJ3 |
| NVO | NOVO-NORDISK A S | 90,075 | $5.898M | 0.2% | $65.48 | — | — | ADR | 670100205 |
| — | TELADOC HEALTH INC | 1,343,000 | $5.841M | 0.2% | $4.35 | — | — | NOTE 3.000%12/1 | 87918AAB1 |
| — | REPLIGEN CORP | 4,620,000 | $5.816M | 0.2% | $1.26 | — | — | NOTE 0.375% 7/1 | 759916AB5 |
| — | WAYFAIR INC | 3,000,000 | $5.719M | 0.2% | $1.91 | — | — | NOTE 0.375% 9/0 | 94419LAB7 |
| MCD | MCDONALDS CORP | 30,974 | $5.714M | 0.2% | $184.48 | — | — | COM | 580135101 |
| PEP | PEPSICO INC | 42,818 | $5.663M | 0.2% | $132.26 | — | — | COM | 713448108 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 6,045,000 | $5.66M | 0.2% | $0.94 | — | — | NOTE 2.250% 6/0 | 049164BH8 |
| — | TWITTER INC | 5,761,000 | $5.652M | 0.2% | $0.98 | — | — | NOTE 1.000% 9/1 | 90184LAD4 |
| — | Q2 HLDGS INC | 4,940,000 | $5.632M | 0.2% | $1.14 | — | — | NOTE 0.750% 6/0 | 74736LAD1 |
| — | NOVELLUS SYS INC | 550,000 | $5.597M | 0.2% | $10.18 | — | — | NOTE 2.625% 5/1 | 670008AD3 |
| DPZ | DOMINOS PIZZA INC | 15,100 | $5.579M | 0.2% | $369.47 | — | — | COM | 25754A201 |
| — | ZYNGA INC | 4,320,000 | $5.542M | 0.2% | $1.28 | — | — | NOTE 0.250% 6/0 | 98986TAB4 |
| — | BLACK KNIGHT INC | 76,385 | $5.542M | 0.2% | $72.55 | — | — | COM | 09215C105 |
| — | REDFIN CORP | 3,720,000 | $5.52M | 0.2% | $1.48 | — | — | NOTE 1.750% 7/1 | 75737FAA6 |
| — | FIREEYE INC | 6,143,000 | $5.518M | 0.2% | $0.90 | — | — | NOTE 0.875% 6/0 | 31816QAF8 |
| ABBV | ABBVIE INC | 55,795 | $5.478M | 0.2% | $98.18 | — | — | COM | 00287Y109 |
| — | SEMPRA ENERGY | 55,840 | $5.464M | 0.2% | $97.85 | — | — | 6% PFD CONV A | 816851406 |
| ADBE | ADOBE INC | 12,490 | $5.437M | 0.2% | $435.31 | — | — | COM | 00724F101 |
| — | ILLUMINA INC | 3,615,000 | $5.389M | 0.2% | $1.49 | — | — | NOTE 0.500% 6/1 | 452327AH2 |
| XYZ | SQUARE INC | 50,964 | $5.348M | 0.2% | $104.94 | — | — | CL A | 852234103 |
| OSW | ONESPAWORLD HOLDINGS LIMITED | 1,121,195 | $5.348M | 0.2% | $4.77 | — | — | COM | P73684113 |
| — | RH | 3,776,000 | $5.287M | 0.2% | $1.40 | — | — | NOTE 6/1 | 74967XAA1 |
| — | SILICON LABORATORIES INC | 4,325,000 | $5.284M | 0.2% | $1.22 | — | — | NOTE 1.375% 3/0 | 826919AB8 |
| — | ADVANCED MICRO DEVICES INC | 800,000 | $5.274M | 0.2% | $6.59 | — | — | NOTE 2.125% 9/0 | 007903BD8 |
| ARCC | ARES CAPITAL CORP | 364,661 | $5.269M | 0.2% | $14.45 | — | — | COM | 04010L103 |
| ROCK | GIBRALTAR INDS INC | 109,660 | $5.265M | 0.2% | $48.01 | — | — | COM | 374689107 |
| — | VERINT SYS INC | 5,276,000 | $5.259M | 0.2% | $1.00 | — | — | NOTE 1.500% 6/0 | 92343XAA8 |
| — | SERVICENOW INC | 1,737,000 | $5.22M | 0.2% | $3.01 | — | — | NOTE 6/0 | 81762PAC6 |
| — | SYNAPTICS INC | 4,863,000 | $5.178M | 0.2% | $1.06 | — | — | NOTE 0.500% 6/1 | 87157DAD1 |
| — | AEROJET ROCKETDYNE HLDGS INC | 3,230,000 | $5.136M | 0.2% | $1.59 | — | — | NOTE 2.250%12/1 | 007800AB1 |
| QCOM | QUALCOMM INC | 55,700 | $5.08M | 0.2% | $91.20 | — | — | COM | 747525103 |
| — | ENCORE CAP GROUP INC | 5,184,000 | $5.019M | 0.2% | $0.97 | — | — | NOTE 2.875% 3/1 | 292554AH5 |
| — | AKAMAI TECHNOLOGIES INC | 3,950,000 | $4.936M | 0.2% | $1.25 | — | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | GUIDEWIRE SOFTWARE INC | 4,239,000 | $4.934M | 0.2% | $1.16 | — | — | NOTE 1.250% 3/1 | 40171VAA8 |
| — | INSMED INC | 5,020,000 | $4.904M | 0.2% | $0.98 | — | — | NOTE 1.750% 1/1 | 457669AA7 |
| — | SOUTHWEST AIRLS CO | 4,020,000 | $4.829M | 0.2% | $1.20 | — | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | NEXTERA ENERGY INC | 110,000 | $4.67M | 0.1% | $42.45 | — | — | UNIT 99/99/9999 | 65339F770 |
| — | LIBERTY MEDIA CORP DEL | 4,270,000 | $4.655M | 0.1% | $1.09 | — | — | NOTE 1.000% 1/3 | 531229AF9 |
| FNF | FIDELITY NATIONAL FINANCIAL | 151,350 | $4.64M | 0.1% | $30.66 | — | — | FNF GROUP COM | 31620R303 |
| — | NEVRO CORP | 3,380,000 | $4.616M | 0.1% | $1.37 | — | — | NOTE 1.750% 6/0 | 64157FAA1 |
| — | CLEVELAND CLIFFS INC | 5,056,000 | $4.601M | 0.1% | $0.91 | — | — | DBCV 1.500% 1/1 | 185899AA9 |
| NOC | NORTHROP GRUMMAN CORP | 14,310 | $4.399M | 0.1% | $307.41 | — | — | COM | 666807102 |
| — | CONMED CORP | 4,010,000 | $4.234M | 0.1% | $1.06 | — | — | NOTE 2.625% 2/0 | 207410AF8 |
| — | NEW YORK CMNTY CAP TR V | 95,066 | $4.231M | 0.1% | $44.51 | — | — | UNIT 11/01/2051 | 64944P307 |
| — | SPIRIT RLTY CAP INC NEW | 4,205,000 | $4.197M | 0.1% | $1.00 | — | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | PLURALSIGHT INC | 4,750,000 | $4.192M | 0.1% | $0.88 | — | — | NOTE 0.375% 3/0 | 72941BAB2 |
| — | ARES CAPITAL CORP | 4,194,000 | $4.163M | 0.1% | $0.99 | — | — | NOTE 3.750% 2/0 | 04010LAT0 |
| — | DOCUSIGN INC | 1,705,000 | $4.15M | 0.1% | $2.43 | — | — | NOTE 0.500% 9/1 | 256163AB2 |
| — | CSG SYS INTL INC | 3,951,000 | $4.064M | 0.1% | $1.03 | — | — | NOTE 4.250% 3/1 | 126349AF6 |
| — | JAZZ INVESTMENTS I LTD | 4,057,000 | $3.988M | 0.1% | $0.98 | — | — | NOTE 1.875% 8/1 | 472145AB7 |
| TXN | TEXAS INSTRS INC | 31,025 | $3.939M | 0.1% | $126.96 | — | — | COM | 882508104 |
| — | NUANCE COMMUNICATIONS INC | 3,034,000 | $3.925M | 0.1% | $1.29 | — | — | DEBT 1.500%11/0 | 67020YAG5 |
| — | PRA GROUP INC | 3,775,000 | $3.915M | 0.1% | $1.04 | — | — | NOTE 3.500% 6/0 | 69354NAB2 |
| KKR | KKR & CO INC | 125,218 | $3.867M | 0.1% | $30.88 | — | — | COM | 48251W104 |
| — | ON SEMICONDUCTOR CORP | 3,150,000 | $3.83M | 0.1% | $1.22 | — | — | NOTE 1.625%10/1 | 682189AP0 |
| — | LIVEPERSON INC | 3,000,000 | $3.729M | 0.1% | $1.24 | — | — | NOTE 0.750% 3/0 | 538146AB7 |
| — | ENVESTNET INC | 3,025,000 | $3.721M | 0.1% | $1.23 | — | — | NOTE 1.750% 6/0 | 29404KAB2 |
| — | HERBALIFE LTD | 3,720,000 | $3.679M | 0.1% | $0.99 | — | — | NOTE 2.625% 3/1 | 42703MAD5 |
| — | SPLUNK INC | 2,500,000 | $3.674M | 0.1% | $1.47 | — | — | NOTE 1.125% 9/1 | 848637AD6 |
| — | EVOLENT HEALTH INC | 4,078,000 | $3.58M | 0.1% | $0.88 | — | — | NOTE 2.000%12/0 | 30050BAB7 |
| — | NEW MTN FIN CORP | 3,800,000 | $3.563M | 0.1% | $0.94 | — | — | NOTE 5.750% 8/1 | 647551AC4 |
| — | CREE INC | 3,000,000 | $3.529M | 0.1% | $1.18 | — | — | NOTE 0.875% 9/0 | 225447AB7 |
| — | PLANTRONICS INC NEW | 236,896 | $3.478M | 0.1% | $14.68 | — | — | COM | 727493108 |
| — | SEACOR HOLDINGS INC | 4,009,000 | $3.468M | 0.1% | $0.87 | — | — | NOTE 2.500%12/1 | 811904AM3 |
| — | HERCULES CAPITAL INC | 3,548,000 | $3.464M | 0.1% | $0.98 | — | — | DBCV 4.375% 2/0 | 427096AF9 |
| NKE | NIKE INC | 35,300 | $3.461M | 0.1% | $98.05 | — | — | CL B | 654106103 |
| — | GREENBRIER COS INC | 4,150,000 | $3.423M | 0.1% | $0.82 | — | — | NOTE 2.875% 2/0 | 393657AK7 |
| — | VONAGE HLDGS CORP | 3,600,000 | $3.405M | 0.1% | $0.95 | — | — | NOTE 1.750% 6/0 | 92886TAJ1 |
| — | VIAVI SOLUTIONS INC | 3,000,000 | $3.386M | 0.1% | $1.13 | — | — | NOTE 1.750% 6/0 | 925550AE5 |
| — | MARRIOTT VACTINS WORLDWID CO | 3,611,000 | $3.325M | 0.1% | $0.92 | — | — | NOTE 1.500% 9/1 | 57164YAB3 |
| — | GUESS INC | 4,825,000 | $3.235M | 0.1% | $0.67 | — | — | NOTE 2.000% 4/1 | 401617AD7 |
| — | PARATEK PHARMACEUTICALS INC | 3,950,000 | $3.197M | 0.1% | $0.81 | — | — | NOTE 4.750% 5/0 | 699374AB0 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 3,300,000 | $3.173M | 0.1% | $0.96 | — | — | NOTE 1.875% 6/0 | 049164BJ4 |
| — | TWITTER INC | 3,300,000 | $3.108M | 0.1% | $0.94 | — | — | NOTE 0.250% 6/1 | 90184LAF9 |
| — | RADIUS HEALTH INC | 4,000,000 | $2.98M | 0.1% | $0.74 | — | — | NOTE 3.000% 9/0 | 750469AA6 |
| — | ISTAR INC | 2,783,000 | $2.964M | 0.1% | $1.07 | — | — | NOTE 3.125% 9/1 | 45031UCB5 |
| — | ILLUMINA INC | 2,725,000 | $2.957M | 0.1% | $1.09 | — | — | NOTE 8/1 | 452327AK5 |
| — | ASSURANT INC | 27,721 | $2.905M | 0.1% | $104.79 | — | — | 6.50% CONV PFD D | 04621X207 |
| — | WELLPOINT INC | 782,000 | $2.876M | 0.1% | $3.68 | — | — | NOTE 2.750%10/1 | 94973VBG1 |
| SFL 5.75 10/15/21 | SHIP FINANCE INTERNATIONAL L | 3,000,000 | $2.842M | 0.1% | $0.95 | — | — | NOTE 5.750%10/1 | G81075AF3 |
| — | COLONY CAP INC | 3,019,000 | $2.838M | 0.1% | $0.94 | — | — | NOTE 3.875% 1/1 | 19624RAB2 |
| — | TUTOR PERINI CORP | 2,931,000 | $2.792M | 0.1% | $0.95 | — | — | NOTE 2.875% 6/1 | 901109AD0 |
| — | PRICELINE GRP INC | 2,578,000 | $2.742M | 0.1% | $1.06 | — | — | NOTE 0.900% 9/1 | 741503AX4 |
| — | FIREEYE INC | 2,887,000 | $2.739M | 0.1% | $0.95 | — | — | NOTE 1.625% 6/0 | 31816QAD3 |
| — | 8X8 INC NEW | 3,000,000 | $2.705M | 0.1% | $0.90 | — | — | NOTE 0.500% 2/0 | 282914AB6 |
| — | RAPID7 INC | 2,000,000 | $2.693M | 0.1% | $1.35 | — | — | NOTE 1.250% 8/0 | 753422AB0 |
| — | PTC THERAPEUTICS INC | 2,254,000 | $2.653M | 0.1% | $1.18 | — | — | NOTE 3.000% 8/1 | 69366JAB7 |
| — | WEIBO CORP | 2,741,000 | $2.563M | 0.1% | $0.94 | — | — | NOTE 1.250%11/1 | 948596AC5 |
| STZ | CONSTELLATION BRANDS INC | 14,370 | $2.514M | 0.1% | $174.95 | — | — | CL A | 21036P108 |
| — | MONMOUTH REAL ESTATE INVT CO | 173,189 | $2.51M | 0.1% | $14.49 | — | — | CL A | 609720107 |
| — | BIOMARIN PHARMACEUTICAL INC | 2,000,000 | $2.46M | 0.1% | $1.23 | — | — | NOTE 0.599% 8/0 | 09061GAH4 |
| — | KBR INC | 2,165,000 | $2.433M | 0.1% | $1.12 | — | — | NOTE 2.500%11/0 | 48242WAB2 |
| SHW | SHERWIN WILLIAMS CO | 4,200 | $2.427M | 0.1% | $577.86 | — | — | COM | 824348106 |
| — | CLOVIS ONCOLOGY INC | 2,664,000 | $2.398M | 0.1% | $0.90 | — | — | NOTE 2.500% 9/1 | 189464AB6 |
| — | VISHAY INTERTECHNOLOGY INC | 2,500,000 | $2.334M | 0.1% | $0.93 | — | — | NOTE 2.250% 6/1 | 928298AP3 |
| — | IRONWOOD PHARMACEUTICALS INC | 2,127,000 | $2.235M | 0.1% | $1.05 | — | — | DBCV 2.250% 6/1 | 46333XAD0 |
| — | WIX COM LTD | 1,200,000 | $2.227M | 0.1% | $1.86 | — | — | NOTE 7/0 | 92940WAB5 |
| ARKW | ARK ETF TR | 26,175 | $2.221M | 0.1% | $84.85 | — | — | NEXT GNRTN INTER | 00214Q401 |
| — | CARDTRONICS INC | 2,200,000 | $2.178M | 0.1% | $0.99 | — | — | NOTE 1.000%12/0 | 14161HAG3 |
| — | KNOWLES CORP | 2,000,000 | $2.166M | 0.1% | $1.08 | — | — | NOTE 3.250%11/0 | 49926DAB5 |
| — | REALPAGE INC | 2,000,000 | $2.158M | 0.1% | $1.08 | — | — | NOTE 1.500% 5/1 | 75606NAC3 |
| — | INCYTE CORP | 1,071,000 | $2.141M | 0.1% | $2.00 | — | — | NOTE 1.250%11/1 | 45337CAN2 |
| BRK/A | BERKSHIRE HATHAWAY INC DEL | 8 | $2.138M | 0.1% | $267250.00 | — | — | CL A | 084670108 |
| — | INSULET CORP | 1,000,000 | $2.127M | 0.1% | $2.13 | — | — | NOTE 1.375%11/1 | 45784PAH4 |
| — | WESTERN ASSET MTG CAP CORP | 3,000,000 | $2.121M | 0.1% | $0.71 | — | — | NOTE 6.750%10/0 | 95790DAA3 |
| — | ALTAIR ENGR INC | 2,000,000 | $2.11M | 0.1% | $1.05 | — | — | NOTE 0.250% 6/0 | 021369AA1 |
| — | APOLLO COML REAL EST FIN INC | 2,414,000 | $2.101M | 0.1% | $0.87 | — | — | NOTE 4.750% 8/2 | 03762UAB1 |
| — | ELANCO ANIMAL HEALTH INC | 51,640 | $2.008M | 0.1% | $38.88 | — | — | UNIT 02/01/2023T | 28414H202 |
| — | EVOLENT HEALTH INC | 3,200,000 | $2.008M | 0.1% | $0.63 | — | — | NOTE 1.500%10/1 | 30050BAD3 |
| — | VOCERA COMMUNICATIONS INC | 2,000,000 | $1.963M | 0.1% | $0.98 | — | — | NOTE 1.500% 5/1 | 92857FAB3 |
| — | EXACT SCIENCES CORP | 2,000,000 | $1.924M | 0.1% | $0.96 | — | — | NOTE 0.375% 3/0 | 30063PAC9 |
| — | KAMAN CORP | 2,000,000 | $1.911M | 0.1% | $0.96 | — | — | NOTE 3.250% 5/0 | 483548AF0 |
| PM | PHILIP MORRIS INTL INC | 26,950 | $1.888M | 0.1% | $70.06 | — | — | COM | 718172109 |
| — | CHANGE HEALTHCARE INC | 43,300 | $1.873M | 0.1% | $43.26 | — | — | UNIT 99/99/9999 | 15912K209 |
| TMO | THERMO FISHER SCIENTIFIC INC | 5,125 | $1.857M | 0.1% | $362.34 | — | — | COM | 883556102 |
| BABA | ALIBABA GROUP HLDG LTD | 8,605 | $1.856M | 0.1% | $215.69 | — | — | SPONSORED ADS | 01609W102 |
| — | THERAVANCE INC | 1,777,000 | $1.764M | 0.1% | $0.99 | — | — | NOTE 2.125% 1/1 | 88338TAB0 |
| — | INTERNATIONAL FLAVORS&FRAGRA | 39,500 | $1.763M | 0.1% | $44.63 | — | — | UNIT 09/15/2021 | 459506309 |
| SSNC | SS&C TECHNOLOGIES HLDGS INC | 30,600 | $1.728M | 0.1% | $56.47 | — | — | COM | 78467J100 |
| ALLE | ALLEGION PLC | 16,779 | $1.715M | 0.1% | $102.21 | — | — | ORD SHS | G0176J109 |
| GOOGL | ALPHABET INC | 1,193 | $1.692M | 0.1% | $1418.27 | — | — | CAP STK CL A | 02079K305 |
| — | INFINERA CORP | 1,943,000 | $1.665M | 0.1% | $0.86 | — | — | NOTE 2.125% 9/0 | 45667GAC7 |
| — | PATRICK INDS INC | 1,625,000 | $1.609M | 0.1% | $0.99 | — | — | DBCV 1.000% 2/0 | 703343AB9 |
| RTX | RAYTHEON TECHNOLOGIES CORP | 25,996 | $1.602M | 0.1% | $61.62 | — | — | COM | 75513E101 |
| CMCSA | COMCAST CORP NEW | 40,248 | $1.569M | 0.0% | $38.98 | — | — | CL A | 20030N101 |
| — | NUVASIVE INC | 1,425,000 | $1.565M | 0.0% | $1.10 | — | — | NOTE 2.250% 3/1 | 670704AG0 |
| HIG | HARTFORD FINL SVCS GROUP INC | 38,500 | $1.484M | 0.0% | $38.55 | — | — | COM | 416515104 |
| EPD | ENTERPRISE PRODS PARTNERS L | 80,330 | $1.46M | 0.0% | $18.18 | — | — | COM | 293792107 |
| — | WESTERN DIGITAL CORP. | 1,520,000 | $1.434M | 0.0% | $0.94 | — | — | NOTE 1.500% 2/0 | 958102AP0 |
| CVX | CHEVRON CORP NEW | 15,740 | $1.404M | 0.0% | $89.20 | — | — | COM | 166764100 |
| — | RETROPHIN INC | 1,700,000 | $1.401M | 0.0% | $0.82 | — | — | NOTE 2.500% 9/1 | 761299AB2 |
| PG | PROCTER AND GAMBLE CO | 11,674 | $1.396M | 0.0% | $119.58 | — | — | COM | 742718109 |
| — | REALPAGE INC | 856,000 | $1.383M | 0.0% | $1.62 | — | — | NOTE 1.500%11/1 | 75606NAB5 |
| — | QUOTIENT TECHNOLOGY INC | 1,434,000 | $1.31M | 0.0% | $0.91 | — | — | NOTE 1.750%12/0 | 749119AB9 |
| — | AVAYA HLDGS CORP | 1,500,000 | $1.247M | 0.0% | $0.83 | — | — | NOTE 2.250% 6/1 | 05351XAB7 |
| — | COLONY STARWOOD HOMES | 969,000 | $1.246M | 0.0% | $1.29 | — | — | NOTE 3.500% 1/1 | 19625XAB8 |
| — | EZCORP INC | 1,200,000 | $1.112M | 0.0% | $0.93 | — | — | NOTE 2.875% 7/0 | 302301AF3 |
| EA | ELECTRONIC ARTS INC | 8,100 | $1.07M | 0.0% | $132.10 | — | — | COM | 285512109 |
| NTRS | NORTHERN TR CORP | 13,000 | $1.031M | 0.0% | $79.31 | — | — | COM | 665859104 |
| HBAN | HUNTINGTON BANCSHARES INC | 112,713 | $1.018M | 0.0% | $9.03 | — | — | COM | 446150104 |
| — | ENCORE CAP GROUP INC | 1,000,000 | $968K | 0.0% | $0.97 | — | — | NOTE 3.250% 3/1 | 292554AK8 |
| — | AIR TRANSPORT SERVICES GRP I | 1,000,000 | $952K | 0.0% | $0.95 | — | — | NOTE 1.125%10/1 | 00922RAB1 |
| — | BRICKELL BIOTECH INC | 950,905 | $951K | 0.0% | $1.00 | — | — | COM | 10802T105 |
| — | TEAM INC | 1,380,000 | $950K | 0.0% | $0.69 | — | — | NOTE 5.000% 8/0 | 878155AE0 |
| APD | AIR PRODS & CHEMS INC | 3,870 | $934K | 0.0% | $241.34 | — | — | COM | 009158106 |
| AVGO | BROADCOM INC | 2,950 | $931K | 0.0% | $315.59 | — | — | COM | 11135F101 |
| BAC | BK OF AMERICA CORP | 36,000 | $855K | 0.0% | $23.75 | — | — | COM | 060505104 |
| — | APPLIED OPTOELECTRONICS INC | 1,000,000 | $845K | 0.0% | $0.84 | — | — | NOTE 5.000% 3/1 | 03823UAB8 |
| TSN | TYSON FOODS INC | 13,650 | $815K | 0.0% | $59.71 | — | — | CL A | 902494103 |
| — | ALLEGHENY TECHNOLOGIES INC | 740,000 | $796K | 0.0% | $1.08 | — | — | NOTE 4.750% 7/0 | 01741RAG7 |
| COP | CONOCOPHILLIPS | 18,424 | $774K | 0.0% | $42.01 | — | — | COM | 20825C104 |
| XOM | EXXON MOBIL CORP | 16,905 | $756K | 0.0% | $44.72 | — | — | COM | 30231G102 |
| TDG | TRANSDIGM GROUP INC | 1,700 | $751K | 0.0% | $441.76 | — | — | COM | 893641100 |
| — | ACTIVISION BLIZZARD INC | 9,310 | $707K | 0.0% | $75.94 | — | — | COM | 00507V109 |
| MO | ALTRIA GROUP INC | 16,140 | $633K | 0.0% | $39.22 | — | — | COM | 02209S103 |
| JD | JD.COM INC | 10,445 | $629K | 0.0% | $60.22 | — | — | SPON ADR CL A | 47215P106 |
| SPY | SPDR S&P 500 ETF TR | 2,000 | $617K | 0.0% | $308.50 | — | — | TR UNIT | 78462F103 |
| — | SEAGATE TECHNOLOGY PLC | 12,500 | $605K | 0.0% | $48.40 | — | — | SHS | G7945M107 |
| VST | VISTRA ENERGY CORP | 32,326 | $602K | 0.0% | $18.62 | — | — | COM | 92840M102 |
| — | INFINERA CORP | 100,000 | $592K | 0.0% | $5.92 | — | — | COM | 45667G103 |
| IBM | INTERNATIONAL BUSINESS MACHS | 4,798 | $579K | 0.0% | $120.68 | — | — | COM | 459200101 |
| CNP | CENTERPOINT ENERGY INC | 30,950 | $578K | 0.0% | $18.68 | — | — | COM | 15189T107 |
| — | ALLETE INC | 10,000 | $546K | 0.0% | $54.60 | — | — | COM NEW | 018522300 |
| ED | CONSOLIDATED EDISON INC | 7,500 | $539K | 0.0% | $71.87 | — | — | COM | 209115104 |
| NXPI | NXP SEMICONDUCTORS N V | 4,620 | $527K | 0.0% | $114.07 | — | — | COM | N6596X109 |
| — | VERINT SYS INC | 11,500 | $520K | 0.0% | $45.22 | — | — | COM | 92343X100 |
| TTWO | TAKE-TWO INTERACTIVE SOFTWAR | 3,694 | $516K | 0.0% | $139.69 | — | — | COM | 874054109 |
| — | ANCHIANO THERAPEUTICS LTD | 369,640 | $506K | 0.0% | $1.37 | — | — | SPONSORED ADS | 03280X102 |
| — | JUNIPER NETWORKS INC | 22,000 | $503K | 0.0% | $22.86 | — | — | COM | 48203R104 |
| MAS | MASCO CORP | 10,000 | $502K | 0.0% | $50.20 | — | — | COM | 574599106 |
| GS | GOLDMAN SACHS GROUP INC | 2,520 | $498K | 0.0% | $197.62 | — | — | COM | 38141G104 |
| HTGC | HERCULES CAPITAL INC | 46,467 | $487K | 0.0% | $10.48 | — | — | COM | 427096508 |
| ELAN | ELANCO ANIMAL HEALTH INC | 22,500 | $483K | 0.0% | $21.47 | — | — | COM | 28414H103 |
| C | CITIGROUP INC | 8,985 | $459K | 0.0% | $51.09 | — | — | COM NEW | 172967424 |
| — | TILRAY INC | 1,000,000 | $447K | 0.0% | $0.45 | — | — | NOTE 5.000%10/0 | 88688TAB6 |
| TSLX | SIXTH STREET SPECIALTY LENDN | 27,090 | $447K | 0.0% | $16.50 | — | — | COM | 83012A109 |
| IVV | ISHARES TR | 1,409 | $436K | 0.0% | $309.44 | — | — | CORE S&P500 ETF | 464287200 |
| AMT | AMERICAN TOWER CORP NEW | 1,683 | $435K | 0.0% | $258.47 | — | — | COM | 03027X100 |
| — | VIACOMCBS INC | 18,000 | $420K | 0.0% | $23.33 | — | — | CL B | 92556H206 |
| SDCCQ | SMILEDIRECTCLUB INC | 50,450 | $399K | 0.0% | $7.91 | — | — | CL A COM | 83192H106 |
| — | EZCORP INC | 500,000 | $387K | 0.0% | $0.77 | — | — | NOTE 2.375% 5/0 | 302301AE6 |
| — | VMWARE INC | 2,400 | $372K | 0.0% | $155.00 | — | — | CL A COM | 928563402 |
| VRT | VERTIV HOLDINGS CO | 26,236 | $356K | 0.0% | $13.57 | — | — | COM CL A | 92537N108 |
| AXP | AMERICAN EXPRESS CO | 3,689 | $351K | 0.0% | $95.15 | — | — | COM | 025816109 |
| AFL | AFLAC INC | 9,500 | $342K | 0.0% | $36.00 | — | — | COM | 001055102 |
| — | SEATTLE GENETICS INC | 2,000 | $340K | 0.0% | $170.00 | — | — | COM | 812578102 |
| AVTR | AVANTOR INC | 20,000 | $340K | 0.0% | $17.00 | — | — | COM | 05352A100 |
| — | MACQUARIE INFRASTRUCTURE COR | 11,005 | $338K | 0.0% | $30.71 | — | — | COM | 55608B105 |
| RBBN | RIBBON COMMUNICATIONS INC | 80,000 | $314K | 0.0% | $3.92 | — | — | COM | 762544104 |
| BKNG | BOOKING HOLDINGS INC | 190 | $303K | 0.0% | $1594.74 | — | — | COM | 09857L108 |
| AEP | AMERICAN ELEC PWR CO INC | 3,760 | $299K | 0.0% | $79.52 | — | — | COM | 025537101 |
| TER | TERADYNE INC | 3,500 | $296K | 0.0% | $84.57 | — | — | COM | 880770102 |
| GILD | GILEAD SCIENCES INC | 3,650 | $281K | 0.0% | $76.99 | — | — | COM | 375558103 |
| LHX | L3HARRIS TECHNOLOGIES INC | 1,650 | $280K | 0.0% | $169.70 | — | — | COM | 502431109 |
| IIIV | I3 VERTICALS INC | 9,000 | $272K | 0.0% | $30.22 | — | — | COM CL A | 46571Y107 |
| WDC | WESTERN DIGITAL CORP. | 6,000 | $265K | 0.0% | $44.17 | — | — | COM | 958102105 |
| VTWO | VANGUARD SCOTTSDALE FDS | 2,300 | $265K | 0.0% | $115.22 | — | — | VNG RUS2000IDX | 92206C664 |
| WFC | WELLS FARGO CO NEW | 10,250 | $262K | 0.0% | $25.56 | — | — | COM | 949746101 |
| ABT | ABBOTT LABS | 2,850 | $261K | 0.0% | $91.58 | — | — | COM | 002824100 |
| — | NUVASIVE INC | 4,500 | $250K | 0.0% | $55.56 | — | — | COM | 670704105 |
| — | SEACOR HOLDINGS INC | 250,000 | $247K | 0.0% | $0.99 | — | — | NOTE 3.000%11/1 | 81170YAB5 |
| — | LIBERTY MEDIA CORP DEL | 7,768 | $246K | 0.0% | $31.67 | — | — | COM SER C FRMLA | 531229854 |
| — | ALLEGHANY CORP DEL | 500 | $245K | 0.0% | $490.00 | — | — | COM | 017175100 |
| — | SUNPOWER CORP | 300,000 | $242K | 0.0% | $0.81 | — | — | DBCV 4.000% 1/1 | 867652AL3 |
| — | JACOBS ENGR GROUP INC | 2,790 | $237K | 0.0% | $84.95 | — | — | COM | 469814107 |
| — | SVB FINANCIAL GROUP | 1,100 | $237K | 0.0% | $215.45 | — | — | COM | 78486Q101 |
| NAVI | NAVIENT CORPORATION | 33,000 | $232K | 0.0% | $7.03 | — | — | COM | 63938C108 |
| D | DOMINION ENERGY INC | 2,760 | $224K | 0.0% | $81.16 | — | — | COM | 25746U109 |
| YORW | YORK WTR CO | 4,600 | $221K | 0.0% | $48.04 | — | — | COM | 987184108 |
| LEN | LENNAR CORP | 3,500 | $216K | 0.0% | $61.71 | — | — | CL A | 526057104 |
| EVH | EVOLENT HEALTH INC | 29,382 | $209K | 0.0% | $7.11 | — | — | CL A | 30050B101 |
| MU | MICRON TECHNOLOGY INC | 4,000 | $206K | 0.0% | $51.50 | — | — | COM | 595112103 |
| INTC | INTEL CORP | 3,450 | $206K | 0.0% | $59.71 | — | — | COM | 458140100 |
| — | CLOVIS ONCOLOGY INC | 330,000 | $200K | 0.0% | $0.61 | — | — | NOTE 1.250% 5/0 | 189464AC4 |
| TDS | TELEPHONE & DATA SYS INC | 10,000 | $199K | 0.0% | $19.90 | — | — | COM NEW | 879433829 |
| MTG | MGIC INVT CORP WIS | 22,036 | $180K | 0.0% | $8.17 | — | — | COM | 552848103 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 50,000 | $176K | 0.0% | $3.52 | — | — | COM | 87157B103 |
| — | FIREEYE INC | 11,000 | $134K | 0.0% | $12.18 | — | — | COM | 31816Q101 |
| — | GENERAL ELECTRIC CO | 11,500 | $79,000 | 0.0% | $6.87 | — | — | COM | 369604103 |
| — | PARATEK PHARMACEUTICALS INC | 14,800 | $77,000 | 0.0% | $5.20 | — | — | COM | 699374302 |
| — | COLONY CAP INC NEW | 25,000 | $60,000 | 0.0% | $2.40 | — | — | CL A COM | 19626G108 |
| CX | CEMEX SAB DE CV | 14,800 | $43,000 | 0.0% | $2.91 | — | — | SPON ADR NEW | 151290889 |
| — | FIREEYE INC | 15,000 | $15,000 | 0.0% | $1.00 | — | — | NOTE 1.000% 6/0 | 31816QAB7 |
| — | DYCOM INDS INC | 15,000 | $15,000 | 0.0% | $1.00 | — | — | NOTE 0.750% 9/1 | 267475AB7 |
| — | ENCORE CAP GROUP INC | 15,000 | $15,000 | 0.0% | $1.00 | — | — | NOTE 3.000% 7/0 | 292554AF9 |
| — | PALATIN TECHNOLOGIES INC | 19,010 | $10,000 | 0.0% | $0.53 | — | — | COM PAR $ .01 | 696077403 |