Location: Fort Lee, NJ
CIK: 0001009006 · Show all filings
Period: Q3 2020 (← Previous) (Next →)
Filing Date: Nov 12, 2020
Total Value: $3.374B (79.3% shares, 20.7% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| AAPL | APPLE INC | 498,768 | $57.76M | 1.7% | $115.81 | — | — | COM | 037833100 |
| IWM | ISHARES TR | 375,000 | $56.17M | 1.7% | $149.79 | — | — | Put | 464287655 |
| ICLR | ICON PLC | 268,974 | $51.4M | 1.5% | $191.09 | — | — | SHS | G4705A100 |
| RGEN | REPLIGEN CORP | 341,197 | $50.34M | 1.5% | $147.54 | — | — | COM | 759916109 |
| DHR | DANAHER CORPORATION | 207,649 | $44.71M | 1.3% | $215.33 | — | — | COM | 235851102 |
| EBS | EMERGENT BIOSOLUTIONS INC | 428,875 | $44.32M | 1.3% | $103.33 | — | — | COM | 29089Q105 |
| AIT | APPLIED INDL TECHNOLOGIES IN | 711,937 | $39.23M | 1.2% | $55.10 | — | — | COM | 03820C105 |
| LFUS | LITTELFUSE INC | 219,355 | $38.9M | 1.2% | $177.34 | — | — | COM | 537008104 |
| — | RITCHIE BROS AUCTIONEERS | 647,847 | $38.38M | 1.1% | $59.25 | — | — | COM | 767744105 |
| IDA | IDACORP INC | 450,862 | $36.02M | 1.1% | $79.90 | — | — | COM | 451107106 |
| — | SYNEOS HEALTH INC | 656,692 | $34.91M | 1.0% | $53.16 | — | — | CL A | 87166B102 |
| AMZN | AMAZON COM INC | 10,866 | $34.21M | 1.0% | $3148.72 | — | — | COM | 023135106 |
| SMTC | SEMTECH CORP | 628,954 | $33.31M | 1.0% | $52.96 | — | — | COM | 816850101 |
| EGP | EASTGROUP PPTY INC | 248,426 | $32.13M | 1.0% | $129.33 | — | — | COM | 277276101 |
| AVNT | AVIENT CORPORATION | 1,139,272 | $30.14M | 0.9% | $26.46 | — | — | COM | 05368V106 |
| RJF | RAYMOND JAMES FINL INC | 410,544 | $29.87M | 0.9% | $72.76 | — | — | COM | 754730109 |
| KWR | QUAKER CHEM CORP | 160,883 | $28.91M | 0.9% | $179.71 | — | — | COM | 747316107 |
| ACIW | ACI WORLDWIDE INC | 1,094,338 | $28.59M | 0.8% | $26.13 | — | — | COM | 004498101 |
| TDY | TELEDYNE TECHNOLOGIES INC | 91,373 | $28.34M | 0.8% | $310.21 | — | — | COM | 879360105 |
| RLI | RLI CORP | 338,345 | $28.33M | 0.8% | $83.73 | — | — | COM | 749607107 |
| LKQ | LKQ CORP | 1,007,753 | $27.95M | 0.8% | $27.73 | — | — | COM | 501889208 |
| NGVT | INGEVITY CORP | 550,171 | $27.2M | 0.8% | $49.44 | — | — | COM | 45688C107 |
| CUZ | COUSINS PPTYS INC | 938,346 | $26.83M | 0.8% | $28.59 | — | — | COM NEW | 222795502 |
| HEI/A | HEICO CORP NEW | 301,095 | $26.7M | 0.8% | $88.66 | — | — | CL A | 422806208 |
| WABC | WESTAMERICA BANCORPORATION | 490,411 | $26.65M | 0.8% | $54.35 | — | — | COM | 957090103 |
| ACHC | ACADIA HEALTHCARE COMPANY IN | 892,920 | $26.32M | 0.8% | $29.48 | — | — | COM | 00404A109 |
| APH | AMPHENOL CORP NEW | 239,725 | $25.95M | 0.8% | $108.27 | — | — | CL A | 032095101 |
| — | BIOTELEMETRY INC | 563,598 | $25.69M | 0.8% | $45.58 | — | — | COM | 090672106 |
| — | COVETRUS INC | 1,047,888 | $25.57M | 0.8% | $24.40 | — | — | COM | 22304C100 |
| TRUP | TRUPANION INC | 323,240 | $25.5M | 0.8% | $78.90 | — | — | COM | 898202106 |
| WTS | WATTS WATER TECHNOLOGIES INC | 248,961 | $24.93M | 0.7% | $100.15 | — | — | CL A | 942749102 |
| GPI | GROUP 1 AUTOMOTIVE INC | 281,426 | $24.88M | 0.7% | $88.39 | — | — | COM | 398905109 |
| BRKR | BRUKER CORP | 625,386 | $24.86M | 0.7% | $39.75 | — | — | COM | 116794108 |
| MLI | MUELLER INDS INC | 908,077 | $24.57M | 0.7% | $27.06 | — | — | COM | 624756102 |
| RNST | RENASANT CORP | 1,078,237 | $24.5M | 0.7% | $22.72 | — | — | COM | 75970E107 |
| MSFT | MICROSOFT CORP | 115,961 | $24.39M | 0.7% | $210.33 | — | — | COM | 594918104 |
| — | HMS HLDGS CORP | 995,756 | $23.85M | 0.7% | $23.95 | — | — | COM | 40425J101 |
| — | PRIMO WATER CORPORATION | 1,629,404 | $23.14M | 0.7% | $14.20 | — | — | COM | 74167P108 |
| — | NIC INC | 1,137,514 | $22.41M | 0.7% | $19.70 | — | — | COM | 62914B100 |
| — | CORELOGIC INC | 325,317 | $22.01M | 0.7% | $67.67 | — | — | COM | 21871D103 |
| PFGC | PERFORMANCE FOOD GROUP CO | 634,602 | $21.97M | 0.7% | $34.62 | — | — | COM | 71377A103 |
| WLY | WILEY JOHN & SONS INC | 691,632 | $21.93M | 0.7% | $31.71 | — | — | CL A | 968223206 |
| WAL | WESTERN ALLIANCE BANCORP | 677,127 | $21.41M | 0.6% | $31.62 | — | — | COM | 957638109 |
| TXRH | TEXAS ROADHOUSE INC | 348,249 | $21.17M | 0.6% | $60.79 | — | — | COM | 882681109 |
| — | MICROCHIP TECHNOLOGY INC. | 13,740,000 | $21.13M | 0.6% | $1.54 | — | — | NOTE 1.625% 2/1 | 595017AF1 |
| — | WELLS FARGO CO NEW | 15,568 | $21.11M | 0.6% | $1355.99 | — | — | PERP PFD CNV A | 949746804 |
| BURL | BURLINGTON STORES INC | 101,305 | $20.88M | 0.6% | $206.09 | — | — | COM | 122017106 |
| BL | BLACKLINE INC | 231,017 | $20.71M | 0.6% | $89.63 | — | — | COM | 09239B109 |
| PB | PROSPERITY BANCSHARES INC | 396,493 | $20.55M | 0.6% | $51.83 | — | — | COM | 743606105 |
| WSFS | WSFS FINL CORP | 759,063 | $20.47M | 0.6% | $26.97 | — | — | COM | 929328102 |
| CNC | CENTENE CORP DEL | 346,262 | $20.2M | 0.6% | $58.33 | — | — | COM | 15135B101 |
| — | NATIONAL INSTRS CORP | 564,718 | $20.16M | 0.6% | $35.70 | — | — | COM | 636518102 |
| SAIA | SAIA INC | 159,017 | $20.06M | 0.6% | $126.14 | — | — | COM | 78709Y105 |
| — | ALTRA INDL MOTION CORP | 537,811 | $19.88M | 0.6% | $36.97 | — | — | COM | 02208R106 |
| CMP | COMPASS MINERALS INTL INC | 330,868 | $19.64M | 0.6% | $59.35 | — | — | COM | 20451N101 |
| — | REALPAGE INC | 334,425 | $19.28M | 0.6% | $57.64 | — | — | COM | 75606N109 |
| ZBRA | ZEBRA TECHNOLOGIES CORPORATI | 75,684 | $19.11M | 0.6% | $252.46 | — | — | CL A | 989207105 |
| — | BARNES GROUP INC | 532,209 | $19.02M | 0.6% | $35.74 | — | — | COM | 067806109 |
| HCSG | HEALTHCARE SVCS GROUP INC | 876,827 | $18.88M | 0.6% | $21.53 | — | — | COM | 421906108 |
| — | SQUARE INC | 8,638,000 | $18.65M | 0.6% | $2.16 | — | — | NOTE 0.500% 5/1 | 852234AD5 |
| AMSF | AMERISAFE INC | 319,608 | $18.33M | 0.5% | $57.36 | — | — | COM | 03071H100 |
| V | VISA INC | 89,913 | $17.98M | 0.5% | $199.97 | — | — | COM CL A | 92826C839 |
| JPM | JPMORGAN CHASE & CO | 185,871 | $17.89M | 0.5% | $96.27 | — | — | COM | 46625H100 |
| RGP | RESOURCES CONNECTION INC | 1,514,780 | $17.5M | 0.5% | $11.55 | — | — | COM | 76122Q105 |
| — | ALTAIR ENGR INC | 415,756 | $17.45M | 0.5% | $41.98 | — | — | COM CL A | 021369103 |
| CSGS | CSG SYS INTL INC | 425,665 | $17.43M | 0.5% | $40.95 | — | — | COM | 126349109 |
| — | CORESITE RLTY CORP | 144,542 | $17.18M | 0.5% | $118.88 | — | — | COM | 21870Q105 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 171,267 | $17.14M | 0.5% | $100.05 | — | — | COM | 45866F104 |
| AZTA | BROOKS AUTOMATION INC NEW | 369,182 | $17.08M | 0.5% | $46.26 | — | — | COM | 114340102 |
| — | BK OF AMERICA CORP | 11,251 | $16.82M | 0.5% | $1494.98 | — | — | 7.25%CNV PFD L | 060505682 |
| MTCH | MATCH GROUP INC NEW | 151,006 | $16.71M | 0.5% | $110.65 | — | — | COM | 57667L107 |
| — | EXACT SCIENCES CORP | 10,433,000 | $16.2M | 0.5% | $1.55 | — | — | NOTE 1.000% 1/1 | 30063PAA3 |
| BLKB | BLACKBAUD INC | 287,454 | $16.05M | 0.5% | $55.83 | — | — | COM | 09227Q100 |
| — | CORNERSTONE ONDEMAND INC | 441,340 | $16.05M | 0.5% | $36.36 | — | — | COM | 21925Y103 |
| — | IAA INC | 307,390 | $16.01M | 0.5% | $52.07 | — | — | COM | 449253103 |
| FTV | FORTIVE CORP | 208,743 | $15.91M | 0.5% | $76.21 | — | — | COM | 34959J108 |
| CMC | COMMERCIAL METALS CO | 792,408 | $15.83M | 0.5% | $19.98 | — | — | COM | 201723103 |
| — | EASTERLY GOVT PPTYS INC | 700,223 | $15.69M | 0.5% | $22.41 | — | — | COM | 27616P103 |
| BKE | BUCKLE INC | 767,283 | $15.64M | 0.5% | $20.39 | — | — | COM | 118440106 |
| FULT | FULTON FINL CORP PA | 1,660,237 | $15.49M | 0.5% | $9.33 | — | — | COM | 360271100 |
| ONTO | ONTO INNOVATION INC | 496,998 | $14.8M | 0.4% | $29.78 | — | — | COM | 683344105 |
| HMN | HORACE MANN EDUCATORS CORP N | 432,461 | $14.44M | 0.4% | $33.40 | — | — | COM | 440327104 |
| DECK | DECKERS OUTDOOR CORP | 65,580 | $14.43M | 0.4% | $220.01 | — | — | COM | 243537107 |
| FISV | FISERV INC | 140,007 | $14.43M | 0.4% | $103.05 | — | — | COM | 337738108 |
| CFR | CULLEN FROST BANKERS INC | 223,976 | $14.32M | 0.4% | $63.95 | — | — | COM | 229899109 |
| — | FORTIVE CORP | 14,158,000 | $14.24M | 0.4% | $1.01 | — | — | NOTE 0.875% 2/1 | 34959JAK4 |
| MSA | MSA SAFETY INC | 103,820 | $13.93M | 0.4% | $134.17 | — | — | COM | 553498106 |
| JNJ | JOHNSON & JOHNSON | 91,458 | $13.62M | 0.4% | $148.88 | — | — | COM | 478160104 |
| SMP | STANDARD MTR PRODS INC | 304,645 | $13.6M | 0.4% | $44.65 | — | — | COM | 853666105 |
| PBH | PRESTIGE CONSMR HEALTHCARE I | 373,462 | $13.6M | 0.4% | $36.42 | — | — | COM | 74112D101 |
| INDB | INDEPENDENT BANK CORP MASS | 256,383 | $13.43M | 0.4% | $52.38 | — | — | COM | 453836108 |
| AME | AMETEK INC | 133,162 | $13.24M | 0.4% | $99.40 | — | — | COM | 031100100 |
| GOOG | ALPHABET INC | 8,830 | $12.98M | 0.4% | $1469.65 | — | — | CAP STK CL C | 02079K107 |
| ROP | ROPER TECHNOLOGIES INC | 32,192 | $12.72M | 0.4% | $395.10 | — | — | COM | 776696106 |
| MD | MEDNAX INC | 773,518 | $12.59M | 0.4% | $16.28 | — | — | COM | 58502B106 |
| — | SPLUNK INC | 8,991,000 | $12.51M | 0.4% | $1.39 | — | — | NOTE 0.500% 9/1 | 848637AC8 |
| RLJ | RLJ LODGING TR | 1,443,062 | $12.5M | 0.4% | $8.66 | — | — | COM | 74965L101 |
| WWD | WOODWARD INC | 153,913 | $12.34M | 0.4% | $80.16 | — | — | COM | 980745103 |
| HRTX | HERON THERAPEUTICS INC | 820,539 | $12.16M | 0.4% | $14.82 | — | — | COM | 427746102 |
| — | DANAHER CORPORATION | 8,222 | $12.15M | 0.4% | $1477.99 | — | — | 4.75 MND CV PFD | 235851300 |
| — | LIVONGO HEALTH INC | 85,253 | $11.94M | 0.4% | $140.05 | — | — | COM | 539183103 |
| FNV | FRANCO NEV CORP | 84,962 | $11.86M | 0.4% | $139.58 | — | — | COM | 351858105 |
| UIS | UNISYS CORP | 1,111,280 | $11.86M | 0.4% | $10.67 | — | — | COM NEW | 909214306 |
| — | LIGAND PHARMACEUTICALS INC | 12,569,000 | $11.4M | 0.3% | $0.91 | — | — | NOTE 0.750% 5/1 | 53220KAF5 |
| — | PURE STORAGE INC | 11,587,000 | $11.14M | 0.3% | $0.96 | — | — | NOTE 0.125% 4/1 | 74624MAB8 |
| — | CHEGG INC | 7,261,000 | $11.02M | 0.3% | $1.52 | — | — | NOTE 0.125% 3/1 | 163092AD1 |
| HD | HOME DEPOT INC | 39,366 | $10.93M | 0.3% | $277.70 | — | — | COM | 437076102 |
| — | K12 INC | 410,080 | $10.8M | 0.3% | $26.34 | — | — | COM | 48273U102 |
| ZTS | ZOETIS INC | 64,748 | $10.71M | 0.3% | $165.36 | — | — | CL A | 98978V103 |
| ROCK | GIBRALTAR INDS INC | 162,021 | $10.55M | 0.3% | $65.14 | — | — | COM | 374689107 |
| MATW | MATTHEWS INTL CORP | 471,235 | $10.54M | 0.3% | $22.36 | — | — | CL A | 577128101 |
| — | PDC ENERGY INC | 837,966 | $10.39M | 0.3% | $12.40 | — | — | COM | 69327R101 |
| CBRL | CRACKER BARREL OLD CTRY STOR | 90,367 | $10.36M | 0.3% | $114.65 | — | — | COM | 22410J106 |
| SBUX | STARBUCKS CORP | 117,220 | $10.07M | 0.3% | $85.92 | — | — | COM | 855244109 |
| — | ETSY INC | 2,992,000 | $10.05M | 0.3% | $3.36 | — | — | NOTE 3/0 | 29786AAC0 |
| — | WORKDAY INC | 6,482,000 | $9.993M | 0.3% | $1.54 | — | — | NOTE 0.250%10/0 | 98138HAF8 |
| AMAT | APPLIED MATLS INC | 167,864 | $9.98M | 0.3% | $59.45 | — | — | COM | 038222105 |
| CAKE | CHEESECAKE FACTORY INC | 358,876 | $9.955M | 0.3% | $27.74 | — | — | COM | 163072101 |
| NEE | NEXTERA ENERGY INC | 35,855 | $9.952M | 0.3% | $277.56 | — | — | COM | 65339F101 |
| — | INTERDIGITAL INC | 9,586,000 | $9.873M | 0.3% | $1.03 | — | — | NOTE 2.000% 6/0 | 45867GAB7 |
| — | LUMENTUM HLDGS INC | 7,013,000 | $9.799M | 0.3% | $1.40 | — | — | NOTE 0.250% 3/1 | 55024UAB5 |
| UNP | UNION PAC CORP | 49,650 | $9.775M | 0.3% | $196.88 | — | — | COM | 907818108 |
| ARKK | ARK ETF TR | 105,375 | $9.694M | 0.3% | $92.00 | — | — | INNOVATION ETF | 00214Q104 |
| BDX | BECTON DICKINSON & CO | 41,529 | $9.663M | 0.3% | $232.68 | — | — | COM | 075887109 |
| — | NEW MTN FIN CORP | 9,401,000 | $9.377M | 0.3% | $1.00 | — | — | NOTE 5.750% 8/1 | 647551AC4 |
| — | IAC INTERACTIVECORP NEW | 77,933 | $9.335M | 0.3% | $119.78 | — | — | COM | 44891N109 |
| INTU | INTUIT | 28,516 | $9.302M | 0.3% | $326.20 | — | — | COM | 461202103 |
| — | II-VI INC | 8,212,000 | $9.274M | 0.3% | $1.13 | — | — | NOTE 0.250% 9/0 | 902104AB4 |
| — | TWILIO INC | 2,607,000 | $9.09M | 0.3% | $3.49 | — | — | NOTE 0.250% 6/0 | 90138FAB8 |
| COST | COSTCO WHSL CORP NEW | 24,849 | $8.821M | 0.3% | $354.98 | — | — | COM | 22160K105 |
| RVLV | REVOLVE GROUP INC | 520,999 | $8.56M | 0.3% | $16.43 | — | — | CL A | 76156B107 |
| — | PALO ALTO NETWORKS INC | 7,567,000 | $8.539M | 0.3% | $1.13 | — | — | NOTE 0.750% 7/0 | 697435AD7 |
| XYZ | SQUARE INC | 51,064 | $8.3M | 0.2% | $162.54 | — | — | CL A | 852234103 |
| — | NEW RELIC INC | 8,638,000 | $8.247M | 0.2% | $0.95 | — | — | NOTE 0.500% 5/0 | 64829BAB6 |
| — | NUTANIX INC | 8,707,000 | $8.175M | 0.2% | $0.94 | — | — | NOTE 1/1 | 67059NAB4 |
| — | SOUTHWEST AIRLS CO | 6,200,000 | $8.122M | 0.2% | $1.31 | — | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | ZENDESK INC | 4,730,000 | $8.106M | 0.2% | $1.71 | — | — | NOTE 0.250% 3/1 | 98936JAB7 |
| NMFC | NEW MTN FIN CORP | 830,598 | $7.941M | 0.2% | $9.56 | — | — | COM | 647551100 |
| — | DISH NETWORK CORPORATION | 8,620,000 | $7.905M | 0.2% | $0.92 | — | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | HANGER INC | 499,098 | $7.896M | 0.2% | $15.82 | — | — | COM NEW | 41043F208 |
| VZ | VERIZON COMMUNICATIONS INC | 130,480 | $7.762M | 0.2% | $59.49 | — | — | COM | 92343V104 |
| — | ADVANCED MICRO DEVICES INC | 747,000 | $7.654M | 0.2% | $10.25 | — | — | NOTE 2.125% 9/0 | 007903BD8 |
| OSW | ONESPAWORLD HOLDINGS LIMITED | 1,164,652 | $7.57M | 0.2% | $6.50 | — | — | COM | P73684113 |
| DIS | DISNEY WALT CO | 59,514 | $7.384M | 0.2% | $124.07 | — | — | COM DISNEY | 254687106 |
| — | RH | 3,597,000 | $7.358M | 0.2% | $2.05 | — | — | NOTE 6/1 | 74967XAA1 |
| — | LIVE NATION ENTERTAINMENT IN | 6,529,000 | $7.279M | 0.2% | $1.11 | — | — | NOTE 2.500% 3/1 | 538034AQ2 |
| — | DEXCOM INC | 2,801,000 | $7.105M | 0.2% | $2.54 | — | — | NOTE 0.750%12/0 | 252131AH0 |
| — | SNAP INC | 5,119,000 | $7.104M | 0.2% | $1.39 | — | — | NOTE 0.750% 8/0 | 83304AAB2 |
| META | FACEBOOK INC | 27,025 | $7.078M | 0.2% | $261.91 | — | — | CL A | 30303M102 |
| — | OSI SYSTEMS INC | 6,933,000 | $7.002M | 0.2% | $1.01 | — | — | NOTE 1.250% 9/0 | 671044AD7 |
| MNRO | MONRO INC | 171,858 | $6.972M | 0.2% | $40.57 | — | — | COM | 610236101 |
| — | BLACK KNIGHT INC | 79,685 | $6.937M | 0.2% | $87.06 | — | — | COM | 09215C105 |
| — | ISIS PHARMACEUTICALS INC DEL | 6,624,000 | $6.855M | 0.2% | $1.03 | — | — | NOTE 1.000%11/1 | 464337AJ3 |
| MDLZ | MONDELEZ INTL INC | 118,993 | $6.836M | 0.2% | $57.45 | — | — | CL A | 609207105 |
| — | PACIRA BIOSCIENCES | 5,927,000 | $6.786M | 0.2% | $1.14 | — | — | NOTE 2.375% 4/0 | 695127AD2 |
| — | RAMBUS INC DEL | 6,472,000 | $6.765M | 0.2% | $1.05 | — | — | NOTE 1.375% 2/0 | 750917AG1 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 31,650 | $6.74M | 0.2% | $212.95 | — | — | CL B NEW | 084670702 |
| — | SAREPTA THERAPEUTICS INC | 3,242,000 | $6.705M | 0.2% | $2.07 | — | — | DBCV 1.500%11/1 | 803607AB6 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 6,045,000 | $6.596M | 0.2% | $1.09 | — | — | NOTE 2.250% 6/0 | 049164BH8 |
| — | AMERICAN ELEC PWR CO INC | 134,420 | $6.546M | 0.2% | $48.70 | — | — | UNIT 03/15/2022 | 025537127 |
| — | INSIGHT ENTERPRISES INC | 6,218,000 | $6.523M | 0.2% | $1.05 | — | — | NOTE 0.750% 2/1 | 45765UAB9 |
| — | ZYNGA INC | 5,111,000 | $6.498M | 0.2% | $1.27 | — | — | NOTE 0.250% 6/0 | 98986TAB4 |
| DPZ | DOMINOS PIZZA INC | 15,274 | $6.496M | 0.2% | $425.30 | — | — | COM | 25754A201 |
| — | REPLIGEN CORP | 4,503,000 | $6.444M | 0.2% | $1.43 | — | — | NOTE 0.375% 7/1 | 759916AB5 |
| QCOM | QUALCOMM INC | 54,700 | $6.437M | 0.2% | $117.68 | — | — | COM | 747525103 |
| — | SEACOR HOLDINGS INC | 8,493,000 | $6.364M | 0.2% | $0.75 | — | — | NOTE 3.250% 5/1 | 811904AN1 |
| — | NEUROCRINE BIOSCIENCES INC | 4,600,000 | $6.339M | 0.2% | $1.38 | — | — | NOTE 2.250% 5/1 | 64125CAD1 |
| PEP | PEPSICO INC | 45,249 | $6.272M | 0.2% | $138.61 | — | — | COM | 713448108 |
| — | TELADOC HEALTH INC | 1,253,000 | $6.257M | 0.2% | $4.99 | — | — | NOTE 3.000%12/1 | 87918AAB1 |
| NVO | NOVO-NORDISK A S | 90,075 | $6.254M | 0.2% | $69.43 | — | — | ADR | 670100205 |
| — | LENDINGTREE INC NEW | 3,948,000 | $6.203M | 0.2% | $1.57 | — | — | NOTE 0.625% 6/0 | 52603BAA5 |
| ADBE | ADOBE SYSTEMS INCORPORATED | 12,490 | $6.125M | 0.2% | $490.39 | — | — | COM | 00724F101 |
| — | XILINX INC | 58,575 | $6.106M | 0.2% | $104.24 | — | — | COM | 983919101 |
| — | COUPA SOFTWARE INC | 3,302,000 | $6.026M | 0.2% | $1.82 | — | — | NOTE 0.125% 6/1 | 22266LAC0 |
| — | TWITTER INC | 5,991,000 | $5.976M | 0.2% | $1.00 | — | — | NOTE 1.000% 9/1 | 90184LAD4 |
| — | MICROCHIP TECHNOLOGY INC. | 2,670,000 | $5.944M | 0.2% | $2.23 | — | — | NOTE 1.625% 2/1 | 595017AD6 |
| MCD | MCDONALDS CORP | 27,074 | $5.942M | 0.2% | $219.47 | — | — | COM | 580135101 |
| — | Q2 HLDGS INC | 4,836,000 | $5.912M | 0.2% | $1.22 | — | — | NOTE 0.750% 6/0 | 74736LAD1 |
| — | CONMED CORP | 5,271,000 | $5.903M | 0.2% | $1.12 | — | — | NOTE 2.625% 2/0 | 207410AF8 |
| — | ON SEMICONDUCTOR CORP | 4,902,000 | $5.879M | 0.2% | $1.20 | — | — | NOTE 1.000%12/0 | 682189AK1 |
| — | TTM TECHNOLOGIES INC | 4,884,000 | $5.793M | 0.2% | $1.19 | — | — | NOTE 1.750%12/1 | 87305RAD1 |
| — | INTRICON CORP | 473,221 | $5.764M | 0.2% | $12.18 | — | — | COM | 46121H109 |
| ARCC | ARES CAPITAL CORP | 401,161 | $5.596M | 0.2% | $13.95 | — | — | COM | 04010L103 |
| — | CSG SYS INTL INC | 5,251,000 | $5.453M | 0.2% | $1.04 | — | — | NOTE 4.250% 3/1 | 126349AF6 |
| ABBV | ABBVIE INC | 61,890 | $5.421M | 0.2% | $87.59 | — | — | COM | 00287Y109 |
| — | TERADYNE INC | 2,119,000 | $5.407M | 0.2% | $2.55 | — | — | NOTE 1.250%12/1 | 880770AG7 |
| — | NOVELLUS SYS INC | 514,000 | $5.376M | 0.2% | $10.46 | — | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | INSMED INC | 4,845,000 | $5.294M | 0.2% | $1.09 | — | — | NOTE 1.750% 1/1 | 457669AA7 |
| — | INPHI CORP | 2,600,000 | $5.22M | 0.2% | $2.01 | — | — | NOTE 0.750% 9/0 | 45772FAC1 |
| — | ENCORE CAP GROUP INC | 5,175,000 | $5.162M | 0.2% | $1.00 | — | — | NOTE 2.875% 3/1 | 292554AH5 |
| — | BLACKLINE INC | 3,707,000 | $5.106M | 0.2% | $1.38 | — | — | NOTE 0.125% 8/0 | 09239BAB5 |
| — | AEROJET ROCKETDYNE HLDGS INC | 3,184,000 | $5.081M | 0.2% | $1.60 | — | — | NOTE 2.250%12/1 | 007800AB1 |
| — | SILICON LABORATORIES INC | 4,172,000 | $5.018M | 0.1% | $1.20 | — | — | NOTE 1.375% 3/0 | 826919AB8 |
| — | NEVRO CORP | 3,254,000 | $4.914M | 0.1% | $1.51 | — | — | NOTE 1.750% 6/0 | 64157FAA1 |
| — | LIBERTY MEDIA CORP DEL | 4,044,000 | $4.808M | 0.1% | $1.19 | — | — | NOTE 1.000% 1/3 | 531229AF9 |
| FNF | FIDELITY NATIONAL FINANCIAL | 152,750 | $4.783M | 0.1% | $31.31 | — | — | FNF GROUP COM | 31620R303 |
| — | DOCUSIGN INC | 1,566,000 | $4.734M | 0.1% | $3.02 | — | — | NOTE 0.500% 9/1 | 256163AB2 |
| — | FIREEYE INC | 5,013,000 | $4.725M | 0.1% | $0.94 | — | — | NOTE 0.875% 6/0 | 31816QAF8 |
| — | NEXTERA ENERGY INC | 99,500 | $4.666M | 0.1% | $46.89 | — | — | UNIT 99/99/9999 | 65339F770 |
| — | FIREEYE INC | 4,788,000 | $4.649M | 0.1% | $0.97 | — | — | NOTE 1.625% 6/0 | 31816QAD3 |
| — | GUIDEWIRE SOFTWARE INC | 4,072,000 | $4.648M | 0.1% | $1.14 | — | — | NOTE 1.250% 3/1 | 40171VAA8 |
| NOC | NORTHROP GRUMMAN CORP | 14,604 | $4.607M | 0.1% | $315.46 | — | — | COM | 666807102 |
| — | VERINT SYS INC | 4,519,000 | $4.592M | 0.1% | $1.02 | — | — | NOTE 1.500% 6/0 | 92343XAA8 |
| — | LIVEPERSON INC | 3,000,000 | $4.591M | 0.1% | $1.53 | — | — | NOTE 0.750% 3/0 | 538146AB7 |
| KKR | KKR & CO INC | 131,718 | $4.523M | 0.1% | $34.34 | — | — | COM | 48251W104 |
| — | PROOFPOINT INC | 4,515,000 | $4.509M | 0.1% | $1.00 | — | — | NOTE 0.250% 8/1 | 743424AF0 |
| — | ILLUMINA INC | 3,467,000 | $4.467M | 0.1% | $1.29 | — | — | NOTE 0.500% 6/1 | 452327AH2 |
| NKE | NIKE INC | 34,025 | $4.271M | 0.1% | $125.53 | — | — | CL B | 654106103 |
| — | ARES CAPITAL CORP | 4,194,000 | $4.27M | 0.1% | $1.02 | — | — | NOTE 3.750% 2/0 | 04010LAT0 |
| — | HUBSPOT INC | 1,365,000 | $4.211M | 0.1% | $3.08 | — | — | NOTE 0.250% 6/0 | 443573AB6 |
| — | SERVICENOW INC | 1,168,000 | $4.203M | 0.1% | $3.60 | — | — | NOTE 6/0 | 81762PAC6 |
| — | JAZZ INVESTMENTS I LTD | 4,112,000 | $4.145M | 0.1% | $1.01 | — | — | NOTE 1.875% 8/1 | 472145AB7 |
| TXN | TEXAS INSTRS INC | 29,025 | $4.144M | 0.1% | $142.77 | — | — | COM | 882508104 |
| OIS | OIL STS INTL INC | 1,515,606 | $4.138M | 0.1% | $2.73 | — | — | COM | 678026105 |
| — | RAPID7 INC | 2,647,000 | $4.137M | 0.1% | $1.56 | — | — | NOTE 1.250% 8/0 | 753422AB0 |
| — | PLURALSIGHT INC | 4,634,000 | $4.125M | 0.1% | $0.89 | — | — | NOTE 0.375% 3/0 | 72941BAB2 |
| — | CLEVELAND-CLIFFS INC NEW | 3,995,000 | $4.124M | 0.1% | $1.03 | — | — | DBCV 1.500% 1/1 | 185899AA9 |
| — | INVITAE CORP | 2,467,000 | $4.069M | 0.1% | $1.65 | — | — | NOTE 2.000% 9/0 | 46185LAB9 |
| — | ON SEMICONDUCTOR CORP | 3,039,000 | $4.018M | 0.1% | $1.32 | — | — | NOTE 1.625%10/1 | 682189AP0 |
| — | ILLUMINA INC | 3,772,000 | $4.003M | 0.1% | $1.06 | — | — | NOTE 8/1 | 452327AK5 |
| — | FTI CONSULTING INC | 3,250,000 | $3.993M | 0.1% | $1.23 | — | — | NOTE 2.000% 8/1 | 302941AP4 |
| — | NEW YORK CMNTY CAP TR V | 92,410 | $3.992M | 0.1% | $43.20 | — | — | UNIT 11/01/2051 | 64944P307 |
| — | OKTA INC | 3,008,000 | $3.987M | 0.1% | $1.33 | — | — | NOTE 0.125% 9/0 | 679295AD7 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 3,169,000 | $3.822M | 0.1% | $1.21 | — | — | NOTE 1.875% 6/0 | 049164BJ4 |
| — | GUESS INC | 4,725,000 | $3.815M | 0.1% | $0.81 | — | — | NOTE 2.000% 4/1 | 401617AD7 |
| — | GREENBRIER COS INC | 4,150,000 | $3.784M | 0.1% | $0.91 | — | — | NOTE 2.875% 2/0 | 393657AK7 |
| — | MARRIOTT VACTINS WORLDWID CO | 3,763,000 | $3.708M | 0.1% | $0.99 | — | — | NOTE 1.500% 9/1 | 57164YAB3 |
| — | HERBALIFE LTD | 3,654,000 | $3.669M | 0.1% | $1.00 | — | — | NOTE 2.625% 3/1 | 42703MAD5 |
| — | HERCULES CAPITAL INC | 3,548,000 | $3.576M | 0.1% | $1.01 | — | — | DBCV 4.375% 2/0 | 427096AF9 |
| — | SEACOR HOLDINGS INC | 4,009,000 | $3.55M | 0.1% | $0.89 | — | — | NOTE 2.500%12/1 | 811904AM3 |
| — | CARDTRONICS INC | 3,550,000 | $3.527M | 0.1% | $0.99 | — | — | NOTE 1.000%12/0 | 14161HAG3 |
| — | SPLUNK INC | 2,439,000 | $3.524M | 0.1% | $1.44 | — | — | NOTE 1.125% 9/1 | 848637AD6 |
| — | WAYFAIR INC | 1,700,000 | $3.523M | 0.1% | $2.07 | — | — | NOTE 1.000% 8/1 | 94419LAF8 |
| — | PATRICK INDS INC | 3,499,000 | $3.425M | 0.1% | $0.98 | — | — | DBCV 1.000% 2/0 | 703343AB9 |
| — | VONAGE HLDGS CORP | 3,494,000 | $3.421M | 0.1% | $0.98 | — | — | NOTE 1.750% 6/0 | 92886TAJ1 |
| BABA | ALIBABA GROUP HLDG LTD | 11,415 | $3.356M | 0.1% | $294.00 | — | — | SPONSORED ADS | 01609W102 |
| — | VIAVI SOLUTIONS INC | 3,000,000 | $3.341M | 0.1% | $1.11 | — | — | NOTE 1.750% 6/0 | 925550AE5 |
| — | PARATEK PHARMACEUTICALS INC | 3,859,000 | $3.202M | 0.1% | $0.83 | — | — | NOTE 4.750% 5/0 | 699374AB0 |
| — | ASSURANT INC | 26,138 | $3.092M | 0.1% | $118.30 | — | — | 6.50% CONV PFD D | 04621X207 |
| — | ENCORE CAP GROUP INC | 2,678,000 | $3.066M | 0.1% | $1.14 | — | — | NOTE 3.250%10/0 | 292554AM4 |
| — | COLONY CAP INC | 3,008,000 | $3M | 0.1% | $1.00 | — | — | NOTE 3.875% 1/1 | 19624RAB2 |
| — | SYNAPTICS INC | 2,413,000 | $2.99M | 0.1% | $1.24 | — | — | NOTE 0.500% 6/1 | 87157DAD1 |
| SFL 5.75 10/15/21 | SHIP FINANCE INTERNATIONAL L | 3,000,000 | $2.951M | 0.1% | $0.98 | — | — | NOTE 5.750%10/1 | G81075AF3 |
| SHW | SHERWIN WILLIAMS CO | 4,200 | $2.926M | 0.1% | $696.67 | — | — | COM | 824348106 |
| — | PLANTRONICS INC NEW | 247,077 | $2.925M | 0.1% | $11.84 | — | — | COM | 727493108 |
| SSNC | SS&C TECHNOLOGIES HLDGS INC | 48,076 | $2.91M | 0.1% | $60.53 | — | — | COM | 78467J100 |
| — | AKAMAI TECHNOLOGIES INC | 2,500,000 | $2.883M | 0.1% | $1.15 | — | — | NOTE 0.375% 9/0 | 00971TAL5 |
| ARKW | ARK ETF TR | 26,425 | $2.87M | 0.1% | $108.61 | — | — | NEXT GNRTN INTER | 00214Q401 |
| — | REDFIN CORP | 1,623,000 | $2.821M | 0.1% | $1.74 | — | — | NOTE 1.750% 7/1 | 75737FAA6 |
| — | 8X8 INC NEW | 3,000,000 | $2.79M | 0.1% | $0.93 | — | — | NOTE 0.500% 2/0 | 282914AB6 |
| — | NUANCE COMMUNICATIONS INC | 1,684,000 | $2.779M | 0.1% | $1.65 | — | — | DEBT 1.500%11/0 | 67020YAG5 |
| — | PRICELINE GRP INC | 2,578,000 | $2.756M | 0.1% | $1.07 | — | — | NOTE 0.900% 9/1 | 741503AX4 |
| — | AKAMAI TECHNOLOGIES INC | 2,135,000 | $2.751M | 0.1% | $1.29 | — | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | WELLPOINT INC | 728,000 | $2.74M | 0.1% | $3.76 | — | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | WEIBO CORP | 2,734,000 | $2.603M | 0.1% | $0.95 | — | — | NOTE 1.250%11/1 | 948596AC5 |
| — | PTC THERAPEUTICS INC | 2,254,000 | $2.57M | 0.1% | $1.14 | — | — | NOTE 3.000% 8/1 | 69366JAB7 |
| — | APELLIS PHARMACEUTICALS INC | 2,370,000 | $2.561M | 0.1% | $1.08 | — | — | NOTE 3.500% 9/1 | 03753UAB2 |
| BRK/A | BERKSHIRE HATHAWAY INC DEL | 8 | $2.56M | 0.1% | $320000.00 | — | — | CL A | 084670108 |
| — | PRA GROUP INC | 2,333,000 | $2.553M | 0.1% | $1.09 | — | — | NOTE 3.500% 6/0 | 69354NAB2 |
| — | WESTERN ASSET MTG CAP CORP | 2,940,000 | $2.497M | 0.1% | $0.85 | — | — | NOTE 6.750%10/0 | 95790DAA3 |
| — | EVOLENT HEALTH INC | 3,200,000 | $2.49M | 0.1% | $0.78 | — | — | NOTE 1.500%10/1 | 30050BAD3 |
| — | RADIUS HEALTH INC | 3,000,000 | $2.468M | 0.1% | $0.82 | — | — | NOTE 3.000% 9/0 | 750469AA6 |
| — | SPIRIT RLTY CAP INC NEW | 2,405,000 | $2.456M | 0.1% | $1.02 | — | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | TWITTER INC | 2,200,000 | $2.443M | 0.1% | $1.11 | — | — | NOTE 0.250% 6/1 | 90184LAF9 |
| — | VISHAY INTERTECHNOLOGY INC | 2,500,000 | $2.429M | 0.1% | $0.97 | — | — | NOTE 2.250% 6/1 | 928298AP3 |
| — | INSULET CORP | 942,000 | $2.41M | 0.1% | $2.56 | — | — | NOTE 1.375%11/1 | 45784PAH4 |
| STZ | CONSTELLATION BRANDS INC | 12,470 | $2.363M | 0.1% | $189.49 | — | — | CL A | 21036P108 |
| — | MONMOUTH REAL ESTATE INVT CO | 169,577 | $2.349M | 0.1% | $13.85 | — | — | CL A | 609720107 |
| — | APOLLO COML REAL EST FIN INC | 2,414,000 | $2.273M | 0.1% | $0.94 | — | — | NOTE 4.750% 8/2 | 03762UAB1 |
| TMO | THERMO FISHER SCIENTIFIC INC | 5,125 | $2.263M | 0.1% | $441.56 | — | — | COM | 883556102 |
| — | ALTERYX INC | 2,250,000 | $2.255M | 0.1% | $1.00 | — | — | NOTE 0.500% 8/0 | 02156BAD5 |
| — | VOCERA COMMUNICATIONS INC | 2,000,000 | $2.245M | 0.1% | $1.12 | — | — | NOTE 1.500% 5/1 | 92857FAB3 |
| — | ALTAIR ENGR INC | 2,000,000 | $2.217M | 0.1% | $1.11 | — | — | NOTE 0.250% 6/0 | 021369AA1 |
| — | ELANCO ANIMAL HEALTH INC | 49,620 | $2.21M | 0.1% | $44.54 | — | — | UNIT 02/01/2023T | 28414H202 |
| — | IRONWOOD PHARMACEUTICALS INC | 2,127,000 | $2.203M | 0.1% | $1.04 | — | — | DBCV 2.250% 6/1 | 46333XAD0 |
| — | CHANGE HEALTHCARE INC | 40,972 | $2.175M | 0.1% | $53.09 | — | — | UNIT 99/99/9999 | 15912K209 |
| — | INOVIO PHARMACEUTICALS INC | 1,000,000 | $2.155M | 0.1% | $2.15 | — | — | NOTE 6.500% 3/0 | 45773HAB8 |
| NCLH | NORWEGIAN CRUISE LINE HLDG L | 125,000 | $2.138M | 0.1% | $17.10 | — | — | Call | G66721104 |
| — | KNOWLES CORP | 2,000,000 | $2.112M | 0.1% | $1.06 | — | — | NOTE 3.250%11/0 | 49926DAB5 |
| — | BIOMARIN PHARMACEUTICAL INC | 2,000,000 | $2.086M | 0.1% | $1.04 | — | — | NOTE 0.599% 8/0 | 09061GAH4 |
| — | REALPAGE INC | 2,000,000 | $2.069M | 0.1% | $1.03 | — | — | NOTE 1.500% 5/1 | 75606NAC3 |
| — | WORKIVA INC | 2,000,000 | $1.998M | 0.1% | $1.00 | — | — | NOTE 1.125% 8/1 | 98139AAB1 |
| PM | PHILIP MORRIS INTL INC | 26,550 | $1.991M | 0.1% | $74.99 | — | — | COM | 718172109 |
| — | KAMAN CORP | 2,000,000 | $1.976M | 0.1% | $0.99 | — | — | NOTE 3.250% 5/0 | 483548AF0 |
| CMCSA | COMCAST CORP NEW | 40,248 | $1.862M | 0.1% | $46.26 | — | — | CL A | 20030N101 |
| — | INFINERA CORP | 1,943,000 | $1.815M | 0.1% | $0.93 | — | — | NOTE 2.125% 9/0 | 45667GAC7 |
| — | THERAVANCE INC | 1,842,000 | $1.763M | 0.1% | $0.96 | — | — | NOTE 2.125% 1/1 | 88338TAB0 |
| — | INCYTE CORP | 996,000 | $1.742M | 0.1% | $1.75 | — | — | NOTE 1.250%11/1 | 45337CAN2 |
| GOOGL | ALPHABET INC | 1,171 | $1.716M | 0.1% | $1465.41 | — | — | CAP STK CL A | 02079K305 |
| — | INTERNATIONAL FLAVORS&FRAGRA | 37,309 | $1.662M | 0.0% | $44.55 | — | — | UNIT 09/15/2021 | 459506309 |
| — | ISTAR INC | 1,533,000 | $1.629M | 0.0% | $1.06 | — | — | NOTE 3.125% 9/1 | 45031UCB5 |
| — | EXACT SCIENCES CORP | 1,500,000 | $1.629M | 0.0% | $1.09 | — | — | NOTE 0.375% 3/0 | 30063PAC9 |
| PG | PROCTER AND GAMBLE CO | 11,674 | $1.623M | 0.0% | $139.03 | — | — | COM | 742718109 |
| RTX | RAYTHEON TECHNOLOGIES CORP | 25,996 | $1.496M | 0.0% | $57.55 | — | — | COM | 75513E101 |
| HIG | HARTFORD FINL SVCS GROUP INC | 38,500 | $1.419M | 0.0% | $36.86 | — | — | COM | 416515104 |
| — | AVAYA HLDGS CORP | 1,500,000 | $1.411M | 0.0% | $0.94 | — | — | NOTE 2.250% 6/1 | 05351XAB7 |
| — | RETROPHIN INC | 1,642,000 | $1.403M | 0.0% | $0.85 | — | — | NOTE 2.500% 9/1 | 761299AB2 |
| — | NUVASIVE INC | 1,354,000 | $1.391M | 0.0% | $1.03 | — | — | NOTE 2.250% 3/1 | 670704AG0 |
| — | CLOVIS ONCOLOGY INC | 1,472,000 | $1.368M | 0.0% | $0.93 | — | — | NOTE 2.500% 9/1 | 189464AB6 |
| — | QUOTIENT TECHNOLOGY INC | 1,434,000 | $1.365M | 0.0% | $0.95 | — | — | NOTE 1.750%12/0 | 749119AB9 |
| — | BIOMARIN PHARMACEUTICAL INC | 1,359,000 | $1.359M | 0.0% | $1.00 | — | — | NOTE 1.500%10/1 | 09061GAF8 |
| — | WESTERN DIGITAL CORP. | 1,414,000 | $1.351M | 0.0% | $0.96 | — | — | NOTE 1.500% 2/0 | 958102AP0 |
| EPD | ENTERPRISE PRODS PARTNERS L | 80,330 | $1.268M | 0.0% | $15.78 | — | — | COM | 293792107 |
| — | KBR INC | 1,080,000 | $1.221M | 0.0% | $1.13 | — | — | NOTE 2.500%11/0 | 48242WAB2 |
| — | COLONY STARWOOD HOMES | 915,000 | $1.189M | 0.0% | $1.30 | — | — | NOTE 3.500% 1/1 | 19625XAB8 |
| — | REALPAGE INC | 806,000 | $1.183M | 0.0% | $1.47 | — | — | NOTE 1.500%11/1 | 75606NAB5 |
| APD | AIR PRODS & CHEMS INC | 3,870 | $1.153M | 0.0% | $297.93 | — | — | COM | 009158106 |
| CVX | CHEVRON CORP NEW | 15,240 | $1.097M | 0.0% | $71.98 | — | — | COM | 166764100 |
| — | ENCORE CAP GROUP INC | 1,000,000 | $1.086M | 0.0% | $1.09 | — | — | NOTE 3.250% 3/1 | 292554AK8 |
| — | AIR TRANSPORT SERVICES GRP I | 1,000,000 | $1.062M | 0.0% | $1.06 | — | — | NOTE 1.125%10/1 | 00922RAB1 |
| — | EZCORP INC | 1,200,000 | $1.059M | 0.0% | $0.88 | — | — | NOTE 2.875% 7/0 | 302301AF3 |
| EA | ELECTRONIC ARTS INC | 8,100 | $1.056M | 0.0% | $130.37 | — | — | COM | 285512109 |
| HBAN | HUNTINGTON BANCSHARES INC | 112,713 | $1.034M | 0.0% | $9.17 | — | — | COM | 446150104 |
| NTRS | NORTHERN TR CORP | 13,000 | $1.014M | 0.0% | $78.00 | — | — | COM | 665859104 |
| — | APPLIED OPTOELECTRONICS INC | 1,000,000 | $920K | 0.0% | $0.92 | — | — | NOTE 5.000% 3/1 | 03823UAB8 |
| — | BRICKELL BIOTECH INC | 950,905 | $859K | 0.0% | $0.90 | — | — | COM | 10802T105 |
| TSN | TYSON FOODS INC | 13,950 | $830K | 0.0% | $59.50 | — | — | CL A | 902494103 |
| BAC | BK OF AMERICA CORP | 34,050 | $820K | 0.0% | $24.08 | — | — | COM | 060505104 |
| JD | JD.COM INC | 10,445 | $811K | 0.0% | $77.64 | — | — | SPON ADR CL A | 47215P106 |
| TDG | TRANSDIGM GROUP INC | 1,700 | $808K | 0.0% | $475.29 | — | — | COM | 893641100 |
| — | ACTIVISION BLIZZARD INC | 9,310 | $754K | 0.0% | $80.99 | — | — | COM | 00507V109 |
| — | SEAGATE TECHNOLOGY PLC | 13,500 | $665K | 0.0% | $49.26 | — | — | SHS | G7945M107 |
| REGN | REGENERON PHARMACEUTICALS | 1,178 | $659K | 0.0% | $559.42 | — | — | COM | 75886F107 |
| IBM | INTERNATIONAL BUSINESS MACHS | 5,239 | $637K | 0.0% | $121.59 | — | — | COM | 459200101 |
| MO | ALTRIA GROUP INC | 16,140 | $624K | 0.0% | $38.66 | — | — | COM | 02209S103 |
| VST | VISTRA CORP | 32,326 | $610K | 0.0% | $18.87 | — | — | COM | 92840M102 |
| CNP | CENTERPOINT ENERGY INC | 30,950 | $599K | 0.0% | $19.35 | — | — | COM | 15189T107 |
| COP | CONOCOPHILLIPS | 17,991 | $591K | 0.0% | $32.85 | — | — | COM | 20825C104 |
| ED | CONSOLIDATED EDISON INC | 7,500 | $583K | 0.0% | $77.73 | — | — | COM | 209115104 |
| NXPI | NXP SEMICONDUCTORS N V | 4,620 | $577K | 0.0% | $124.89 | — | — | COM | N6596X109 |
| — | INFINERA CORP | 90,000 | $554K | 0.0% | $6.16 | — | — | COM | 45667G103 |
| MAS | MASCO CORP | 10,000 | $551K | 0.0% | $55.10 | — | — | COM | 574599106 |
| — | CREE INC | 8,500 | $542K | 0.0% | $63.76 | — | — | COM | 225447101 |
| IVV | ISHARES TR | 1,603 | $539K | 0.0% | $336.24 | — | — | CORE S&P500 ETF | 464287200 |
| — | ALLETE INC | 10,000 | $517K | 0.0% | $51.70 | — | — | COM NEW | 018522300 |
| — | CITRIX SYS INC | 3,750 | $516K | 0.0% | $137.60 | — | — | COM | 177376100 |
| HTGC | HERCULES CAPITAL INC | 44,467 | $514K | 0.0% | $11.56 | — | — | COM | 427096508 |
| — | VERINT SYS INC | 10,500 | $506K | 0.0% | $48.19 | — | — | COM | 92343X100 |
| — | JUNIPER NETWORKS INC | 22,000 | $473K | 0.0% | $21.50 | — | — | COM | 48203R104 |
| — | VIACOMCBS INC | 15,500 | $434K | 0.0% | $28.00 | — | — | CL B | 92556H206 |
| GS | GOLDMAN SACHS GROUP INC | 2,120 | $426K | 0.0% | $200.94 | — | — | COM | 38141G104 |
| — | ANCHIANO THERAPEUTICS LTD | 369,640 | $421K | 0.0% | $1.14 | — | — | SPONSORED ADS | 03280X102 |
| AMT | AMERICAN TOWER CORP NEW | 1,683 | $407K | 0.0% | $241.83 | — | — | COM | 03027X100 |
| PYPL | PAYPAL HLDGS INC | 2,039 | $402K | 0.0% | $197.16 | — | — | COM | 70450Y103 |
| ILMN | ILLUMINA INC | 1,300 | $402K | 0.0% | $309.23 | — | — | COM | 452327109 |
| — | TILRAY INC | 1,000,000 | $400K | 0.0% | $0.40 | — | — | NOTE 5.000%10/0 | 88688TAB6 |
| TSLX | SIXTH STREET SPECIALTY LENDN | 23,090 | $397K | 0.0% | $17.19 | — | — | COM | 83012A109 |
| EHTH | EHEALTH INC | 5,000 | $395K | 0.0% | $79.00 | — | — | COM | 28238P109 |
| — | EZCORP INC | 500,000 | $394K | 0.0% | $0.79 | — | — | NOTE 2.375% 5/0 | 302301AE6 |
| WIX | WIX COM LTD | 1,500 | $382K | 0.0% | $254.67 | — | — | SHS | M98068105 |
| NEM | NEWMONT CORP | 6,000 | $381K | 0.0% | $63.50 | — | — | COM | 651639106 |
| — | VMWARE INC | 2,600 | $374K | 0.0% | $143.85 | — | — | CL A COM | 928563402 |
| AXP | AMERICAN EXPRESS CO | 3,689 | $370K | 0.0% | $100.30 | — | — | COM | 025816109 |
| — | MACQUARIE INFRASTRUCTURE COR | 13,152 | $354K | 0.0% | $26.92 | — | — | COM | 55608B105 |
| BKNG | BOOKING HOLDINGS INC | 205 | $351K | 0.0% | $1712.20 | — | — | COM | 09857L108 |
| AEP | AMERICAN ELEC PWR CO INC | 4,295 | $351K | 0.0% | $81.72 | — | — | COM | 025537101 |
| SPY | SPDR S&P 500 ETF TR | 1,000 | $335K | 0.0% | $335.00 | — | — | TR UNIT | 78462F103 |
| RBBN | RIBBON COMMUNICATIONS INC | 80,000 | $310K | 0.0% | $3.88 | — | — | COM | 762544104 |
| ABT | ABBOTT LABS | 2,850 | $310K | 0.0% | $108.77 | — | — | COM | 002824100 |
| IIIV | I3 VERTICALS INC | 12,100 | $306K | 0.0% | $25.29 | — | — | COM CL A | 46571Y107 |
| D | DOMINION ENERGY INC | 3,851 | $304K | 0.0% | $78.94 | — | — | COM | 25746U109 |
| — | SUNPOWER CORP | 300,000 | $284K | 0.0% | $0.95 | — | — | DBCV 4.000% 1/1 | 867652AL3 |
| TER | TERADYNE INC | 3,500 | $278K | 0.0% | $79.43 | — | — | COM | 880770102 |
| SAH | SONIC AUTOMOTIVE INC | 6,485 | $260K | 0.0% | $40.09 | — | — | CL A | 83545G102 |
| — | JACOBS ENGR GROUP INC | 2,790 | $259K | 0.0% | $92.83 | — | — | COM | 469814107 |
| — | GW PHARMACEUTICALS PLC | 2,600 | $253K | 0.0% | $97.31 | — | — | ADS | 36197T103 |
| — | LIBERTY MEDIA CORP DEL | 6,933 | $251K | 0.0% | $36.20 | — | — | COM SER C FRMLA | 531229854 |
| WDC | WESTERN DIGITAL CORP. | 6,750 | $247K | 0.0% | $36.59 | — | — | COM | 958102105 |
| WFC | WELLS FARGO CO NEW | 10,250 | $241K | 0.0% | $23.51 | — | — | COM | 949746101 |
| — | PROOFPOINT INC | 2,250 | $237K | 0.0% | $105.33 | — | — | COM | 743424103 |
| ELAN | ELANCO ANIMAL HEALTH INC | 8,500 | $237K | 0.0% | $27.88 | — | — | COM | 28414H103 |
| AFL | AFLAC INC | 6,400 | $233K | 0.0% | $36.41 | — | — | COM | 001055102 |
| OMER | OMEROS CORP | 22,931 | $232K | 0.0% | $10.12 | — | — | COM | 682143102 |
| GILD | GILEAD SCIENCES INC | 3,650 | $231K | 0.0% | $63.29 | — | — | COM | 375558103 |
| — | CLOVIS ONCOLOGY INC | 330,000 | $229K | 0.0% | $0.69 | — | — | NOTE 1.250% 5/0 | 189464AC4 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 3,000 | $228K | 0.0% | $76.00 | — | — | COM | 09061G101 |
| PTC | PTC INC | 2,750 | $227K | 0.0% | $82.55 | — | — | COM | 69370C100 |
| — | APOLLO GLOBAL MGMT INC | 5,000 | $224K | 0.0% | $44.80 | — | — | COM CL A | 03768E105 |
| VRT | VERTIV HOLDINGS CO | 12,480 | $216K | 0.0% | $17.31 | — | — | COM CL A | 92537N108 |
| LHX | L3HARRIS TECHNOLOGIES INC | 1,250 | $212K | 0.0% | $169.60 | — | — | COM | 502431109 |
| MU | MICRON TECHNOLOGY INC | 4,500 | $211K | 0.0% | $46.89 | — | — | COM | 595112103 |
| PEG | PUBLIC SVC ENTERPRISE GRP IN | 3,700 | $203K | 0.0% | $54.86 | — | — | COM | 744573106 |
| TDS | TELEPHONE & DATA SYS INC | 11,000 | $203K | 0.0% | $18.45 | — | — | COM NEW | 879433829 |
| OSK | OSHKOSH CORP | 2,753 | $202K | 0.0% | $73.37 | — | — | COM | 688239201 |
| MTG | MGIC INVT CORP WIS | 22,000 | $195K | 0.0% | $8.86 | — | — | COM | 552848103 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 45,000 | $135K | 0.0% | $3.00 | — | — | COM | 87157B103 |
| SDCCQ | SMILEDIRECTCLUB INC | 11,450 | $134K | 0.0% | $11.70 | — | — | CL A COM | 83192H106 |
| — | COLONY CAP INC NEW | 37,400 | $102K | 0.0% | $2.73 | — | — | CL A COM | 19626G108 |
| — | TUTOR PERINI CORP | 21,000 | $21,000 | 0.0% | $1.00 | — | — | NOTE 2.875% 6/1 | 901109AD0 |
| — | DYCOM INDS INC | 15,000 | $14,000 | 0.0% | $0.93 | — | — | NOTE 0.750% 9/1 | 267475AB7 |
| — | FIREEYE INC | 15,000 | $14,000 | 0.0% | $0.93 | — | — | NOTE 1.000% 6/0 | 31816QAB7 |
| — | PALATIN TECHNOLOGIES INC | 19,010 | $9,000 | 0.0% | $0.47 | — | — | COM PAR $ .01 | 696077403 |