Location: Fort Lee, NJ
CIK: 0001009006 · Show all filings
Period: Q4 2020 (← Previous) (Next →)
Filing Date: Feb 11, 2021
Total Value: $3.911B (81.0% shares, 19.0% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| AAPL | APPLE INC | 480,352 | $63.74M | 1.6% | $132.69 | — | — | COM | 037833100 |
| LFUS | LITTELFUSE INC | 217,948 | $55.5M | 1.4% | $254.66 | — | — | COM | 537008104 |
| AIT | APPLIED INDL TECHNOLOGIES IN | 711,651 | $55.5M | 1.4% | $77.99 | — | — | COM | 03820C105 |
| RGEN | REPLIGEN CORP | 282,718 | $54.18M | 1.4% | $191.63 | — | — | COM | 759916109 |
| EBS | EMERGENT BIOSOLUTIONS INC | 579,009 | $51.88M | 1.3% | $89.60 | — | — | COM | 29089Q105 |
| ICLR | ICON PLC | 256,415 | $50M | 1.3% | $194.98 | — | — | SHS | G4705A100 |
| — | SYNEOS HEALTH INC | 705,703 | $48.08M | 1.2% | $68.13 | — | — | CL A | 87166B102 |
| AVNT | AVIENT CORPORATION | 1,095,887 | $44.14M | 1.1% | $40.28 | — | — | COM | 05368V106 |
| SMTC | SEMTECH CORP | 606,040 | $43.69M | 1.1% | $72.09 | — | — | COM | 816850101 |
| ACHC | ACADIA HEALTHCARE COMPANY IN | 865,346 | $43.49M | 1.1% | $50.26 | — | — | COM | 00404A109 |
| DHR | DANAHER CORPORATION | 190,098 | $42.23M | 1.1% | $222.14 | — | — | COM | 235851102 |
| IDA | IDACORP INC | 432,360 | $41.52M | 1.1% | $96.03 | — | — | COM | 451107106 |
| ACIW | ACI WORLDWIDE INC | 1,053,148 | $40.47M | 1.0% | $38.43 | — | — | COM | 004498101 |
| NGVT | INGEVITY CORP | 523,877 | $39.67M | 1.0% | $75.73 | — | — | COM | 45688C107 |
| — | BIOTELEMETRY INC | 542,118 | $39.08M | 1.0% | $72.08 | — | — | COM | 090672106 |
| WAL | WESTERN ALLIANCE BANCORP | 643,457 | $38.58M | 1.0% | $59.95 | — | — | COM | 957638109 |
| RJF | RAYMOND JAMES FINL INC | 391,695 | $37.47M | 1.0% | $95.67 | — | — | COM | 754730109 |
| — | RITCHIE BROS AUCTIONEERS | 535,945 | $37.27M | 1.0% | $69.55 | — | — | COM | 767744105 |
| GPI | GROUP 1 AUTOMOTIVE INC | 270,856 | $35.52M | 0.9% | $131.14 | — | — | COM | 398905109 |
| — | ALTRA INDL MOTION CORP | 637,323 | $35.33M | 0.9% | $55.43 | — | — | COM | 02208R106 |
| — | HMS HLDGS CORP | 955,889 | $35.13M | 0.9% | $36.75 | — | — | COM | 40425J101 |
| RLI | RLI CORP | 333,808 | $34.77M | 0.9% | $104.15 | — | — | COM | 749607107 |
| RNST | RENASANT CORP | 1,030,050 | $34.69M | 0.9% | $33.68 | — | — | COM | 75970E107 |
| AMZN | AMAZON COM INC | 10,630 | $34.62M | 0.9% | $3256.91 | — | — | COM | 023135106 |
| WLY | WILEY JOHN & SONS INC | 738,358 | $33.71M | 0.9% | $45.66 | — | — | CL A | 968223206 |
| LKQ | LKQ CORP | 953,469 | $33.6M | 0.9% | $35.24 | — | — | COM | 501889208 |
| TDY | TELEDYNE TECHNOLOGIES INC | 85,513 | $33.52M | 0.9% | $391.98 | — | — | COM | 879360105 |
| KWR | QUAKER CHEM CORP | 131,688 | $33.37M | 0.9% | $253.39 | — | — | COM | 747316107 |
| HEI/A | HEICO CORP NEW | 281,551 | $32.96M | 0.8% | $117.06 | — | — | CL A | 422806208 |
| WSFS | WSFS FINL CORP | 731,682 | $32.84M | 0.8% | $44.88 | — | — | COM | 929328102 |
| EGP | EASTGROUP PPTYS INC | 234,865 | $32.42M | 0.8% | $138.06 | — | — | COM | 277276101 |
| BRKR | BRUKER CORP | 592,358 | $32.06M | 0.8% | $54.13 | — | — | COM | 116794108 |
| APH | AMPHENOL CORP NEW | 239,382 | $31.3M | 0.8% | $130.77 | — | — | CL A | 032095101 |
| MLI | MUELLER INDS INC | 875,768 | $30.75M | 0.8% | $35.11 | — | — | COM | 624756102 |
| CUZ | COUSINS PPTYS INC | 888,090 | $29.75M | 0.8% | $33.50 | — | — | COM NEW | 222795502 |
| — | COVETRUS INC | 1,008,105 | $28.97M | 0.7% | $28.74 | — | — | COM | 22304C100 |
| PFGC | PERFORMANCE FOOD GROUP CO | 606,640 | $28.88M | 0.7% | $47.61 | — | — | COM | 71377A103 |
| RVLV | REVOLVE GROUP INC | 924,433 | $28.82M | 0.7% | $31.17 | — | — | CL A | 76156B107 |
| — | REALPAGE INC | 328,496 | $28.66M | 0.7% | $87.24 | — | — | COM | 75606N109 |
| — | NIC INC | 1,095,072 | $28.29M | 0.7% | $25.83 | — | — | COM | 62914B100 |
| SAIA | SAIA INC | 152,630 | $27.6M | 0.7% | $180.80 | — | — | COM | 78709Y105 |
| UIS | UNISYS CORP | 1,376,439 | $27.09M | 0.7% | $19.68 | — | — | COM NEW | 909214306 |
| — | BARNES GROUP INC | 517,548 | $26.23M | 0.7% | $50.69 | — | — | COM | 067806109 |
| TXRH | TEXAS ROADHOUSE INC | 334,752 | $26.16M | 0.7% | $78.16 | — | — | COM | 882681109 |
| — | NATIONAL INSTRS CORP | 592,999 | $26.06M | 0.7% | $43.94 | — | — | COM | 636518102 |
| WABC | WESTAMERICA BANCORPORATION | 469,072 | $25.93M | 0.7% | $55.29 | — | — | COM | 957090103 |
| MSFT | MICROSOFT CORP | 115,932 | $25.79M | 0.7% | $222.42 | — | — | COM | 594918104 |
| ZBRA | ZEBRA TECHNOLOGIES CORPORATI | 66,662 | $25.62M | 0.7% | $384.33 | — | — | CL A | 989207105 |
| HCSG | HEALTHCARE SVCS GROUP INC | 886,284 | $24.91M | 0.6% | $28.10 | — | — | COM | 421906108 |
| TRUP | TRUPANION INC | 207,188 | $24.8M | 0.6% | $119.71 | — | — | COM | 898202106 |
| — | PRIMO WATER CORPORATION | 1,566,491 | $24.56M | 0.6% | $15.68 | — | — | COM | 74167P108 |
| AZTA | BROOKS AUTOMATION INC NEW | 354,803 | $24.07M | 0.6% | $67.85 | — | — | COM | 114340102 |
| — | ALTAIR ENGR INC | 402,315 | $23.41M | 0.6% | $58.18 | — | — | COM CL A | 021369103 |
| ONTO | ONTO INNOVATION INC | 478,644 | $22.76M | 0.6% | $47.55 | — | — | COM | 683344105 |
| BURL | BURLINGTON STORES INC | 86,999 | $22.75M | 0.6% | $261.55 | — | — | COM | 122017106 |
| JPM | JPMORGAN CHASE & CO | 178,102 | $22.63M | 0.6% | $127.07 | — | — | COM | 46625H100 |
| PRG | PROG HOLDINGS INC | 415,838 | $22.4M | 0.6% | $53.87 | — | — | COM NPV | 74319R101 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 192,986 | $22.25M | 0.6% | $115.29 | — | — | COM | 45866F104 |
| BKE | BUCKLE INC | 739,858 | $21.6M | 0.6% | $29.20 | — | — | COM | 118440106 |
| PB | PROSPERITY BANCSHARES INC | 311,274 | $21.59M | 0.6% | $69.36 | — | — | COM | 743606105 |
| — | CORNERSTONE ONDEMAND INC | 489,433 | $21.55M | 0.6% | $44.04 | — | — | COM | 21925Y103 |
| CFR | CULLEN FROST BANKERS INC | 246,533 | $21.5M | 0.5% | $87.23 | — | — | COM | 229899109 |
| — | MICROCHIP TECHNOLOGY INC. | 10,490,000 | $21.26M | 0.5% | $2.03 | — | — | NOTE 1.625% 2/1 | 595017AF1 |
| MTCH | MATCH GROUP INC NEW | 139,248 | $21.05M | 0.5% | $151.19 | — | — | COM | 57667L107 |
| CNC | CENTENE CORP DEL | 338,817 | $20.34M | 0.5% | $60.03 | — | — | COM | 15135B101 |
| INDB | INDEPENDENT BANK CORP MASS | 277,919 | $20.3M | 0.5% | $73.04 | — | — | COM | 453836108 |
| FULT | FULTON FINL CORP PA | 1,594,027 | $20.28M | 0.5% | $12.72 | — | — | COM | 360271100 |
| CMP | COMPASS MINERALS INTL INC | 318,276 | $19.64M | 0.5% | $61.72 | — | — | COM | 20451N101 |
| RLJ | RLJ LODGING TR | 1,380,718 | $19.54M | 0.5% | $14.15 | — | — | COM | 74965L101 |
| V | VISA INC | 89,003 | $19.47M | 0.5% | $218.73 | — | — | COM CL A | 92826C839 |
| — | IAA INC | 294,357 | $19.13M | 0.5% | $64.98 | — | — | COM | 449253103 |
| HRTX | HERON THERAPEUTICS INC | 890,618 | $18.85M | 0.5% | $21.17 | — | — | COM | 427746102 |
| CSGS | CSG SYS INTL INC | 414,169 | $18.67M | 0.5% | $45.07 | — | — | COM | 126349109 |
| FISV | FISERV INC | 163,410 | $18.61M | 0.5% | $113.86 | — | — | COM | 337738108 |
| RGP | RESOURCES CONNECTION INC | 1,461,418 | $18.37M | 0.5% | $12.57 | — | — | COM | 76122Q105 |
| MD | MEDNAX INC | 744,835 | $18.28M | 0.5% | $24.54 | — | — | COM | 58502B106 |
| — | ETSY INC | 8,576,000 | $18.22M | 0.5% | $2.12 | — | — | NOTE 0.125%10/0 | 29786AAJ5 |
| DECK | DECKERS OUTDOOR CORP | 62,908 | $18.04M | 0.5% | $286.78 | — | — | COM | 243537107 |
| WWD | WOODWARD INC | 147,275 | $17.9M | 0.5% | $121.53 | — | — | COM | 980745103 |
| AMSF | AMERISAFE INC | 307,668 | $17.67M | 0.5% | $57.43 | — | — | COM | 03071H100 |
| HMN | HORACE MANN EDUCATORS CORP N | 417,808 | $17.57M | 0.4% | $42.04 | — | — | COM | 440327104 |
| BL | BLACKLINE INC | 130,672 | $17.43M | 0.4% | $133.38 | — | — | COM | 09239B109 |
| — | EASTERLY GOVT PPTYS INC | 753,135 | $17.06M | 0.4% | $22.65 | — | — | COM | 27616P103 |
| — | CORESITE RLTY CORP | 135,252 | $16.94M | 0.4% | $125.28 | — | — | COM | 21870Q105 |
| TMHC | TAYLOR MORRISON HOME CORP | 648,763 | $16.64M | 0.4% | $25.65 | — | — | COM | 87724P106 |
| — | PDC ENERGY INC | 808,761 | $16.6M | 0.4% | $20.53 | — | — | COM | 69327R101 |
| — | SQUARE INC | 5,888,000 | $16.58M | 0.4% | $2.82 | — | — | NOTE 0.500% 5/1 | 852234AD5 |
| BLKB | BLACKBAUD INC | 283,241 | $16.3M | 0.4% | $57.56 | — | — | COM | 09227Q100 |
| AME | AMETEK INC | 132,916 | $16.07M | 0.4% | $120.94 | — | — | COM | 031100100 |
| CMC | COMMERCIAL METALS CO | 758,609 | $15.58M | 0.4% | $20.54 | — | — | COM | 201723103 |
| GOOG | ALPHABET INC | 8,822 | $15.46M | 0.4% | $1751.87 | — | — | CAP STK CL C | 02079K107 |
| — | IAC INTERACTIVECORP NEW | 80,633 | $15.27M | 0.4% | $189.35 | — | — | COM | 44891N109 |
| FTV | FORTIVE CORP | 212,823 | $15.07M | 0.4% | $70.82 | — | — | COM | 34959J108 |
| AMAT | APPLIED MATLS INC | 172,710 | $14.9M | 0.4% | $86.30 | — | — | COM | 038222105 |
| MSA | MSA SAFETY INC | 99,403 | $14.85M | 0.4% | $149.39 | — | — | COM | 553498106 |
| — | II-VI INC | 8,852,000 | $14.77M | 0.4% | $1.67 | — | — | NOTE 0.250% 9/0 | 902104AB4 |
| — | SOUTHWEST AIRLS CO | 10,120,000 | $14.75M | 0.4% | $1.46 | — | — | NOTE 1.250% 5/0 | 844741BG2 |
| ARKK | ARK ETF TR | 118,375 | $14.74M | 0.4% | $124.49 | — | — | INNOVATION ETF | 00214Q104 |
| JNJ | JOHNSON & JOHNSON | 91,730 | $14.44M | 0.4% | $157.37 | — | — | COM | 478160104 |
| ROP | ROPER TECHNOLOGIES INC | 33,162 | $14.3M | 0.4% | $431.10 | — | — | COM | 776696106 |
| — | LUMENTUM HLDGS INC | 8,513,000 | $14.08M | 0.4% | $1.65 | — | — | NOTE 0.250% 3/1 | 55024UAB5 |
| ROCK | GIBRALTAR INDS INC | 193,671 | $13.93M | 0.4% | $71.94 | — | — | COM | 374689107 |
| MATW | MATTHEWS INTL CORP | 454,638 | $13.37M | 0.3% | $29.40 | — | — | CL A | 577128101 |
| — | PURE STORAGE INC | 11,683,000 | $12.93M | 0.3% | $1.11 | — | — | NOTE 0.125% 4/1 | 74624MAB8 |
| CAKE | CHEESECAKE FACTORY INC | 347,259 | $12.87M | 0.3% | $37.06 | — | — | COM | 163072101 |
| — | PALO ALTO NETWORKS INC | 9,067,000 | $12.83M | 0.3% | $1.41 | — | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | ON SEMICONDUCTOR CORP | 7,039,000 | $11.91M | 0.3% | $1.69 | — | — | NOTE 1.625%10/1 | 682189AP0 |
| — | HANGER INC | 538,605 | $11.84M | 0.3% | $21.99 | — | — | COM NEW | 41043F208 |
| SBUX | STARBUCKS CORP | 109,955 | $11.76M | 0.3% | $106.98 | — | — | COM | 855244109 |
| CBRL | CRACKER BARREL OLD CTRY STOR | 88,062 | $11.62M | 0.3% | $131.92 | — | — | COM | 22410J106 |
| XYZ | SQUARE INC | 53,214 | $11.58M | 0.3% | $217.63 | — | — | CL A | 852234103 |
| — | MERITOR INC | 410,197 | $11.45M | 0.3% | $27.91 | — | — | COM | 59001K100 |
| OSW | ONESPAWORLD HOLDINGS LIMITED | 1,125,330 | $11.41M | 0.3% | $10.14 | — | — | COM | P73684113 |
| — | THE AARONS COMPANY INC | 600,597 | $11.39M | 0.3% | $18.96 | — | — | COM | 00258W108 |
| HD | HOME DEPOT INC | 41,800 | $11.1M | 0.3% | $265.62 | — | — | COM | 437076102 |
| — | SPLUNK INC | 8,491,000 | $11.1M | 0.3% | $1.31 | — | — | NOTE 0.500% 9/1 | 848637AC8 |
| NEE | NEXTERA ENERGY INC | 142,570 | $11M | 0.3% | $77.15 | — | — | COM | 65339F101 |
| — | WORKDAY INC | 6,482,000 | $10.83M | 0.3% | $1.67 | — | — | NOTE 0.250%10/0 | 98138HAF8 |
| FNV | FRANCO NEV CORP | 86,284 | $10.81M | 0.3% | $125.33 | — | — | COM | 351858105 |
| ZTS | ZOETIS INC | 63,966 | $10.59M | 0.3% | $165.49 | — | — | CL A | 98978V103 |
| MNRO | MONRO INC | 198,245 | $10.57M | 0.3% | $53.30 | — | — | COM | 610236101 |
| DIS | DISNEY WALT CO | 58,064 | $10.52M | 0.3% | $181.18 | — | — | COM | 254687106 |
| INTU | INTUIT | 27,622 | $10.49M | 0.3% | $379.84 | — | — | COM | 461202103 |
| BDX | BECTON DICKINSON & CO | 41,804 | $10.46M | 0.3% | $250.22 | — | — | COM | 075887109 |
| UNP | UNION PAC CORP | 50,161 | $10.45M | 0.3% | $208.23 | — | — | COM | 907818108 |
| VRRM | VERRA MOBILITY CORP | 775,349 | $10.4M | 0.3% | $13.42 | — | — | COM | 92511U102 |
| LRN | STRIDE INC | 485,516 | $10.31M | 0.3% | $21.23 | — | — | COM | 86333M108 |
| — | NEW MTN FIN CORP | 9,401,000 | $9.66M | 0.2% | $1.03 | — | — | NOTE 5.750% 8/1 | 647551AC4 |
| NMFC | NEW MTN FIN CORP | 819,169 | $9.306M | 0.2% | $11.36 | — | — | COM | 647551100 |
| — | CHEGG INC | 5,001,000 | $9.102M | 0.2% | $1.82 | — | — | NOTE 0.125% 3/1 | 163092AD1 |
| QCOM | QUALCOMM INC | 56,500 | $8.607M | 0.2% | $152.34 | — | — | COM | 747525103 |
| — | INTRICON CORP | 471,169 | $8.528M | 0.2% | $18.10 | — | — | COM | 46121H109 |
| — | LIVE NATION ENTERTAINMENT IN | 6,529,000 | $8.439M | 0.2% | $1.29 | — | — | NOTE 2.500% 3/1 | 538034AQ2 |
| — | ZENDESK INC | 3,650,000 | $8.352M | 0.2% | $2.29 | — | — | NOTE 0.250% 3/1 | 98936JAB7 |
| — | XILINX INC | 58,575 | $8.304M | 0.2% | $141.77 | — | — | COM | 983919101 |
| — | PLANTRONICS INC NEW | 301,548 | $8.151M | 0.2% | $27.03 | — | — | COM | 727493108 |
| — | FORTIVE CORP | 7,896,000 | $8.139M | 0.2% | $1.03 | — | — | NOTE 0.875% 2/1 | 34959JAK4 |
| AVGO | BROADCOM INC | 18,542 | $8.119M | 0.2% | $437.87 | — | — | COM | 11135F101 |
| — | TERADYNE INC | 2,119,000 | $8.031M | 0.2% | $3.79 | — | — | NOTE 1.250%12/1 | 880770AG7 |
| — | INSULET CORP | 6,040,000 | $8.029M | 0.2% | $1.33 | — | — | NOTE 0.375% 9/0 | 45784PAK7 |
| — | PING IDENTITY HLDG CORP | 279,257 | $7.998M | 0.2% | $28.64 | — | — | COM | 72341T103 |
| — | ADVANCED MICRO DEVICES INC | 697,000 | $7.984M | 0.2% | $11.45 | — | — | NOTE 2.125% 9/0 | 007903BD8 |
| — | SAREPTA THERAPEUTICS INC | 3,242,000 | $7.951M | 0.2% | $2.45 | — | — | DBCV 1.500%11/1 | 803607AB6 |
| — | LENDINGTREE INC NEW | 5,528,000 | $7.898M | 0.2% | $1.43 | — | — | NOTE 0.625% 6/0 | 52603BAA5 |
| — | INSIGHT ENTERPRISES INC | 6,218,000 | $7.872M | 0.2% | $1.27 | — | — | NOTE 0.750% 2/1 | 45765UAB9 |
| COST | COSTCO WHSL CORP NEW | 20,622 | $7.77M | 0.2% | $376.78 | — | — | COM | 22160K105 |
| VZ | VERIZON COMMUNICATIONS INC | 131,009 | $7.697M | 0.2% | $58.75 | — | — | COM | 92343V104 |
| ARCC | ARES CAPITAL CORP | 452,661 | $7.645M | 0.2% | $16.89 | — | — | COM | 04010L103 |
| — | REPLIGEN CORP | 4,345,000 | $7.623M | 0.2% | $1.75 | — | — | NOTE 0.375% 7/1 | 759916AB5 |
| — | RAMBUS INC DEL | 6,742,000 | $7.604M | 0.2% | $1.13 | — | — | NOTE 1.375% 2/0 | 750917AG1 |
| — | INTERDIGITAL INC | 7,186,000 | $7.554M | 0.2% | $1.05 | — | — | NOTE 2.000% 6/0 | 45867GAB7 |
| — | BLACK KNIGHT INC | 85,131 | $7.521M | 0.2% | $88.35 | — | — | COM | 09215C105 |
| — | ISIS PHARMACEUTICALS INC DEL | 6,887,000 | $7.507M | 0.2% | $1.09 | — | — | NOTE 1.000%11/1 | 464337AJ3 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 7,185,000 | $7.499M | 0.2% | $1.04 | — | — | NOTE 2.250% 6/0 | 049164BH8 |
| — | OSI SYSTEMS INC | 6,933,000 | $7.451M | 0.2% | $1.07 | — | — | NOTE 1.250% 9/0 | 671044AD7 |
| — | NEXTERA ENERGY INC | 147,250 | $7.436M | 0.2% | $50.50 | — | — | UNIT 99/99/9999 | 65339F770 |
| — | Q2 HLDGS INC | 4,836,000 | $7.431M | 0.2% | $1.54 | — | — | NOTE 0.750% 6/0 | 74736LAD1 |
| — | CONMED CORP | 5,271,000 | $7.387M | 0.2% | $1.40 | — | — | NOTE 2.625% 2/0 | 207410AF8 |
| META | FACEBOOK INC | 27,021 | $7.381M | 0.2% | $273.16 | — | — | CL A | 30303M102 |
| OIS | OIL STS INTL INC | 1,466,298 | $7.361M | 0.2% | $5.02 | — | — | COM | 678026105 |
| — | TWILIO INC | 1,537,000 | $7.336M | 0.2% | $4.77 | — | — | NOTE 0.250% 6/0 | 90138FAB8 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 31,385 | $7.277M | 0.2% | $231.86 | — | — | CL B NEW | 084670702 |
| — | COUPA SOFTWARE INC | 3,302,000 | $7.202M | 0.2% | $2.18 | — | — | NOTE 0.125% 6/1 | 22266LAC0 |
| — | SNAP INC | 3,119,000 | $7.095M | 0.2% | $2.27 | — | — | NOTE 0.750% 8/0 | 83304AAB2 |
| — | BLACKLINE INC | 3,707,000 | $6.977M | 0.2% | $1.88 | — | — | NOTE 0.125% 8/0 | 09239BAB5 |
| — | EXACT SCIENCES CORP | 3,649,000 | $6.896M | 0.2% | $1.89 | — | — | NOTE 1.000% 1/1 | 30063PAA3 |
| MDLZ | MONDELEZ INTL INC | 117,900 | $6.894M | 0.2% | $58.47 | — | — | CL A | 609207105 |
| — | NOVELLUS SYS INC | 460,000 | $6.885M | 0.2% | $14.97 | — | — | NOTE 2.625% 5/1 | 670008AD3 |
| ABBV | ABBVIE INC | 64,245 | $6.884M | 0.2% | $107.15 | — | — | COM | 00287Y109 |
| — | ZYNGA INC | 5,111,000 | $6.829M | 0.2% | $1.34 | — | — | NOTE 0.250% 6/0 | 98986TAB4 |
| PEP | PEPSICO INC | 45,618 | $6.765M | 0.2% | $148.30 | — | — | COM | 713448108 |
| — | PACIRA BIOSCIENCES INC | 5,927,000 | $6.762M | 0.2% | $1.14 | — | — | NOTE 2.375% 4/0 | 695127AD2 |
| FNF | FIDELITY NATIONAL FINANCIAL | 172,350 | $6.737M | 0.2% | $39.09 | — | — | FNF GROUP COM | 31620R303 |
| DPZ | DOMINOS PIZZA INC | 17,524 | $6.72M | 0.2% | $383.47 | — | — | COM | 25754A201 |
| — | AMERICAN ELEC PWR CO INC | 134,420 | $6.661M | 0.2% | $49.55 | — | — | UNIT 08/01/2021 | 025537127 |
| ADBE | ADOBE SYSTEMS INCORPORATED | 13,090 | $6.547M | 0.2% | $500.15 | — | — | COM | 00724F101 |
| — | DEXCOM INC | 2,801,000 | $6.384M | 0.2% | $2.28 | — | — | NOTE 0.750%12/0 | 252131AH0 |
| — | NUTANIX INC | 6,241,000 | $6.316M | 0.2% | $1.01 | — | — | NOTE 1/1 | 67059NAB4 |
| NVO | NOVO-NORDISK A S | 90,387 | $6.314M | 0.2% | $69.86 | — | — | ADR | 670100205 |
| — | RH | 2,647,000 | $6.212M | 0.2% | $2.35 | — | — | NOTE 6/1 | 74967XAA1 |
| — | TWITTER INC | 6,080,000 | $6.205M | 0.2% | $1.02 | — | — | NOTE 1.000% 9/1 | 90184LAD4 |
| — | FIREEYE INC | 5,013,000 | $6.098M | 0.2% | $1.22 | — | — | NOTE 0.875% 6/0 | 31816QAF8 |
| VNT | VONTIER CORPORATION | 182,490 | $6.095M | 0.2% | $33.40 | — | — | COM | 928881101 |
| — | NEW RELIC INC | 6,125,000 | $6.031M | 0.2% | $0.98 | — | — | NOTE 0.500% 5/0 | 64829BAB6 |
| — | LIGAND PHARMACEUTICALS INC | 6,311,000 | $5.989M | 0.2% | $0.95 | — | — | NOTE 0.750% 5/1 | 53220KAF5 |
| — | ZILLOW GROUP INC | 2,000,000 | $5.983M | 0.2% | $2.99 | — | — | NOTE 0.750% 9/0 | 98954MAE1 |
| — | NEVRO CORP | 3,254,000 | $5.865M | 0.1% | $1.80 | — | — | NOTE 1.750% 6/0 | 64157FAA1 |
| — | CLEVELAND-CLIFFS INC NEW | 2,995,000 | $5.84M | 0.1% | $1.95 | — | — | DBCV 1.500% 1/1 | 185899AA9 |
| — | DISH NETWORK CORPORATION | 6,070,000 | $5.812M | 0.1% | $0.96 | — | — | NOTE 3.375% 8/1 | 25470MAB5 |
| MCD | MCDONALDS CORP | 27,074 | $5.81M | 0.1% | $214.60 | — | — | COM | 580135101 |
| — | SILICON LABORATORIES INC | 4,172,000 | $5.786M | 0.1% | $1.39 | — | — | NOTE 1.375% 3/0 | 826919AB8 |
| — | RAPID7 INC | 2,647,000 | $5.779M | 0.1% | $2.18 | — | — | NOTE 1.250% 8/0 | 753422AB0 |
| — | TELADOC HEALTH INC | 1,253,000 | $5.701M | 0.1% | $4.55 | — | — | NOTE 3.000%12/1 | 87918AAB1 |
| — | CSG SYS INTL INC | 5,251,000 | $5.581M | 0.1% | $1.06 | — | — | NOTE 4.250% 3/1 | 126349AF6 |
| — | HUBSPOT INC | 1,315,000 | $5.489M | 0.1% | $4.17 | — | — | NOTE 0.250% 6/0 | 443573AB6 |
| — | INSMED INC | 4,845,000 | $5.483M | 0.1% | $1.13 | — | — | NOTE 1.750% 1/1 | 457669AA7 |
| — | FTI CONSULTING INC | 4,250,000 | $5.365M | 0.1% | $1.26 | — | — | NOTE 2.000% 8/1 | 302941AP4 |
| KKR | KKR & CO INC | 131,218 | $5.313M | 0.1% | $40.49 | — | — | COM | 48251W104 |
| BABA | ALIBABA GROUP HLDG LTD | 22,690 | $5.281M | 0.1% | $232.75 | — | — | SPONSORED ADS | 01609W102 |
| — | FIREEYE INC | 5,338,000 | $5.259M | 0.1% | $0.99 | — | — | NOTE 1.625% 6/0 | 31816QAD3 |
| — | LIBERTY MEDIA CORP DEL | 4,044,000 | $5.176M | 0.1% | $1.28 | — | — | NOTE 1.000% 1/3 | 531229AF9 |
| — | ENCORE CAP GROUP INC | 5,142,000 | $5.133M | 0.1% | $1.00 | — | — | NOTE 2.875% 3/1 | 292554AH5 |
| — | PROOFPOINT INC | 4,515,000 | $5.054M | 0.1% | $1.12 | — | — | NOTE 0.250% 8/1 | 743424AF0 |
| — | NEUROCRINE BIOSCIENCES INC | 3,600,000 | $4.986M | 0.1% | $1.39 | — | — | NOTE 2.250% 5/1 | 64125CAD1 |
| — | VERINT SYS INC | 4,505,000 | $4.947M | 0.1% | $1.10 | — | — | NOTE 1.500% 6/0 | 92343XAA8 |
| — | AEROJET ROCKETDYNE HLDGS INC | 2,380,000 | $4.838M | 0.1% | $2.03 | — | — | NOTE 2.250%12/1 | 007800AB1 |
| NKE | NIKE INC | 34,025 | $4.814M | 0.1% | $141.48 | — | — | CL B | 654106103 |
| TXN | TEXAS INSTRS INC | 29,025 | $4.764M | 0.1% | $164.13 | — | — | COM | 882508104 |
| — | DOCUSIGN INC | 1,521,000 | $4.732M | 0.1% | $3.11 | — | — | NOTE 0.500% 9/1 | 256163AB2 |
| — | GUIDEWIRE SOFTWARE INC | 3,652,000 | $4.723M | 0.1% | $1.29 | — | — | NOTE 1.250% 3/1 | 40171VAA8 |
| NOC | NORTHROP GRUMMAN CORP | 15,329 | $4.671M | 0.1% | $304.72 | — | — | COM | 666807102 |
| — | HERBALIFE LTD | 4,294,000 | $4.595M | 0.1% | $1.07 | — | — | NOTE 2.625% 3/1 | 42703MAD5 |
| — | PATRICK INDS INC | 4,299,000 | $4.565M | 0.1% | $1.06 | — | — | DBCV 1.000% 2/0 | 703343AB9 |
| — | SERVICENOW INC | 1,118,000 | $4.559M | 0.1% | $4.08 | — | — | NOTE 6/0 | 81762PAC6 |
| — | OKTA INC | 3,008,000 | $4.493M | 0.1% | $1.49 | — | — | NOTE 0.125% 9/0 | 679295AD7 |
| — | ILLUMINA INC | 3,072,000 | $4.489M | 0.1% | $1.46 | — | — | NOTE 0.500% 6/1 | 452327AH2 |
| — | SSR MNG INC | 3,230,000 | $4.446M | 0.1% | $1.38 | — | — | NOTE 2.500% 4/0 | 784730AB9 |
| — | PRA GROUP INC | 4,033,000 | $4.386M | 0.1% | $1.09 | — | — | NOTE 3.500% 6/0 | 69354NAB2 |
| — | 8X8 INC NEW | 3,000,000 | $4.373M | 0.1% | $1.46 | — | — | NOTE 0.500% 2/0 | 282914AB6 |
| — | ARES CAPITAL CORP | 4,194,000 | $4.297M | 0.1% | $1.02 | — | — | NOTE 3.750% 2/0 | 04010LAT0 |
| — | WINNEBAGO INDS INC | 3,600,000 | $4.275M | 0.1% | $1.19 | — | — | NOTE 1.500% 4/0 | 974637AB6 |
| — | SEACOR HOLDINGS INC | 4,312,000 | $4.269M | 0.1% | $0.99 | — | — | NOTE 3.250% 5/1 | 811904AN1 |
| — | NEW YORK CMNTY CAP TR V | 92,410 | $4.251M | 0.1% | $46.00 | — | — | UNIT 11/01/2051 | 64944P307 |
| — | ILLUMINA INC | 3,772,000 | $4.241M | 0.1% | $1.12 | — | — | NOTE 8/1 | 452327AK5 |
| — | JAZZ INVESTMENTS I LTD | 4,112,000 | $4.217M | 0.1% | $1.03 | — | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | AKAMAI TECHNOLOGIES INC | 3,385,000 | $4.197M | 0.1% | $1.24 | — | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | EXACT SCIENCES CORP | 3,000,000 | $4.17M | 0.1% | $1.39 | — | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | SEACOR HOLDINGS INC | 4,009,000 | $3.989M | 0.1% | $1.00 | — | — | NOTE 2.500%12/1 | 811904AM3 |
| — | APELLIS PHARMACEUTICALS INC | 2,370,000 | $3.983M | 0.1% | $1.68 | — | — | NOTE 3.500% 9/1 | 03753UAB2 |
| ARKW | ARK ETF TR | 26,425 | $3.868M | 0.1% | $146.38 | — | — | NEXT GNRTN INTER | 00214Q401 |
| — | CYBERARK SOFTWARE LTD | 3,141,000 | $3.819M | 0.1% | $1.22 | — | — | NOTE 11/1 | 23248VAB1 |
| — | VONAGE HLDGS CORP | 3,494,000 | $3.81M | 0.1% | $1.09 | — | — | NOTE 1.750% 6/0 | 92886TAJ1 |
| — | INVITAE CORP | 2,354,000 | $3.791M | 0.1% | $1.61 | — | — | NOTE 2.000% 9/0 | 46185LAB9 |
| — | HERCULES CAPITAL INC | 3,548,000 | $3.692M | 0.1% | $1.04 | — | — | DBCV 4.375% 2/0 | 427096AF9 |
| — | REDFIN CORP | 1,623,000 | $3.67M | 0.1% | $2.26 | — | — | NOTE 1.750% 7/1 | 75737FAA6 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 3,169,000 | $3.623M | 0.1% | $1.14 | — | — | NOTE 1.875% 6/0 | 049164BJ4 |
| — | MARRIOTT VACTINS WORLDWID CO | 3,152,000 | $3.609M | 0.1% | $1.14 | — | — | NOTE 1.500% 9/1 | 57164YAB3 |
| — | INPHI CORP | 1,270,000 | $3.607M | 0.1% | $2.84 | — | — | NOTE 0.750% 9/0 | 45772FAC1 |
| SSNC | SS&C TECHNOLOGIES HLDGS INC | 49,122 | $3.574M | 0.1% | $72.76 | — | — | COM | 78467J100 |
| — | MACQUARIE INFRASTRUCTURE COR | 3,550,000 | $3.541M | 0.1% | $1.00 | — | — | NOTE 2.000%10/0 | 55608BAB1 |
| — | STARWOOD PPTY TR INC | 3,400,000 | $3.394M | 0.1% | $1.00 | — | — | NOTE 4.375% 4/0 | 85571BAH8 |
| — | AVAYA HLDGS CORP | 3,200,000 | $3.356M | 0.1% | $1.05 | — | — | NOTE 2.250% 6/1 | 05351XAB7 |
| — | GUESS INC | 3,000,000 | $3.349M | 0.1% | $1.12 | — | — | NOTE 2.000% 4/1 | 401617AD7 |
| SHW | SHERWIN WILLIAMS CO | 4,500 | $3.307M | 0.1% | $734.89 | — | — | COM | 824348106 |
| — | BIOMARIN PHARMACEUTICAL INC | 3,000,000 | $3.216M | 0.1% | $1.07 | — | — | NOTE 0.599% 8/0 | 09061GAH4 |
| — | MICROCHIP TECHNOLOGY INC. | 1,050,000 | $3.182M | 0.1% | $3.03 | — | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | ENCORE CAP GROUP INC | 2,678,000 | $3.153M | 0.1% | $1.18 | — | — | NOTE 3.250%10/0 | 292554AM4 |
| — | PRICELINE GRP INC | 2,578,000 | $3.007M | 0.1% | $1.17 | — | — | NOTE 0.900% 9/1 | 741503AX4 |
| — | COLONY CAP INC | 2,989,000 | $2.982M | 0.1% | $1.00 | — | — | NOTE 3.875% 1/1 | 19624RAB2 |
| — | PARATEK PHARMACEUTICALS INC | 3,448,000 | $2.97M | 0.1% | $0.86 | — | — | NOTE 4.750% 5/0 | 699374AB0 |
| — | MONMOUTH REAL ESTATE INVT CO | 171,275 | $2.966M | 0.1% | $17.32 | — | — | CL A | 609720107 |
| — | SAILPOINT TECHNOLOGIES HLDGS | 1,500,000 | $2.921M | 0.1% | $1.95 | — | — | NOTE 0.125% 9/1 | 78781PAB1 |
| — | PTC THERAPEUTICS INC | 2,254,000 | $2.901M | 0.1% | $1.29 | — | — | NOTE 3.000% 8/1 | 69366JAB7 |
| — | WAYFAIR INC | 1,700,000 | $2.857M | 0.1% | $1.68 | — | — | NOTE 1.000% 8/1 | 94419LAF8 |
| — | VOCERA COMMUNICATIONS INC | 2,000,000 | $2.813M | 0.1% | $1.41 | — | — | NOTE 1.500% 5/1 | 92857FAB3 |
| — | AKAMAI TECHNOLOGIES INC | 2,500,000 | $2.789M | 0.1% | $1.12 | — | — | NOTE 0.375% 9/0 | 00971TAL5 |
| BRK/A | BERKSHIRE HATHAWAY INC DEL | 8 | $2.783M | 0.1% | $347875.00 | — | — | CL A | 084670108 |
| — | ALTAIR ENGR INC | 2,000,000 | $2.751M | 0.1% | $1.38 | — | — | NOTE 0.250% 6/0 | 021369AA1 |
| — | EVOLENT HEALTH INC | 3,200,000 | $2.741M | 0.1% | $0.86 | — | — | NOTE 1.500%10/1 | 30050BAD3 |
| — | SPLUNK INC | 1,999,000 | $2.7M | 0.1% | $1.35 | — | — | NOTE 1.125% 9/1 | 848637AD6 |
| — | WORKIVA INC | 2,000,000 | $2.684M | 0.1% | $1.34 | — | — | NOTE 1.125% 8/1 | 98139AAB1 |
| — | RADIUS HEALTH INC | 3,000,000 | $2.676M | 0.1% | $0.89 | — | — | NOTE 3.000% 9/0 | 750469AA6 |
| — | WEIBO CORP | 2,751,000 | $2.67M | 0.1% | $0.97 | — | — | NOTE 1.250%11/1 | 948596AC5 |
| — | TWITTER INC | 2,200,000 | $2.668M | 0.1% | $1.21 | — | — | NOTE 0.250% 6/1 | 90184LAF9 |
| STZ | CONSTELLATION BRANDS INC | 12,170 | $2.666M | 0.1% | $219.06 | — | — | CL A | 21036P108 |
| — | CHANGE HEALTHCARE INC | 40,972 | $2.665M | 0.1% | $65.04 | — | — | UNIT 99/99/9999 | 15912K209 |
| — | SYNAPTICS INC | 1,913,000 | $2.644M | 0.1% | $1.38 | — | — | NOTE 0.500% 6/1 | 87157DAD1 |
| — | VISHAY INTERTECHNOLOGY INC | 2,500,000 | $2.592M | 0.1% | $1.04 | — | — | NOTE 2.250% 6/1 | 928298AP3 |
| — | INSULET CORP | 942,000 | $2.584M | 0.1% | $2.74 | — | — | NOTE 1.375%11/1 | 45784PAH4 |
| — | REALPAGE INC | 2,000,000 | $2.573M | 0.1% | $1.29 | — | — | NOTE 1.500% 5/1 | 75606NAC3 |
| — | WELLPOINT INC | 553,000 | $2.49M | 0.1% | $4.50 | — | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | ELANCO ANIMAL HEALTH INC | 51,120 | $2.446M | 0.1% | $47.85 | — | — | UNIT 02/01/2023T | 28414H202 |
| — | INFINERA CORP | 1,943,000 | $2.417M | 0.1% | $1.24 | — | — | NOTE 2.125% 9/0 | 45667GAC7 |
| TMO | THERMO FISHER SCIENTIFIC INC | 5,145 | $2.396M | 0.1% | $465.69 | — | — | COM | 883556102 |
| — | ALTERYX INC | 2,250,000 | $2.339M | 0.1% | $1.04 | — | — | NOTE 0.500% 8/0 | 02156BAD5 |
| — | APOLLO COML REAL EST FIN INC | 2,414,000 | $2.308M | 0.1% | $0.96 | — | — | NOTE 4.750% 8/2 | 03762UAB1 |
| — | KAMAN CORP | 2,000,000 | $2.307M | 0.1% | $1.15 | — | — | NOTE 3.250% 5/0 | 483548AF0 |
| — | IRONWOOD PHARMACEUTICALS INC | 2,127,000 | $2.298M | 0.1% | $1.08 | — | — | DBCV 2.250% 6/1 | 46333XAD0 |
| — | KNOWLES CORP | 2,000,000 | $2.268M | 0.1% | $1.13 | — | — | NOTE 3.250%11/0 | 49926DAB5 |
| — | EVERBRIDGE INC | 1,500,000 | $2.223M | 0.1% | $1.48 | — | — | NOTE 0.125%12/1 | 29978AAC8 |
| PM | PHILIP MORRIS INTL INC | 26,800 | $2.219M | 0.1% | $82.80 | — | — | COM | 718172109 |
| — | PEBBLEBROOK HOTEL TR | 2,000,000 | $2.123M | 0.1% | $1.06 | — | — | NOTE 1.750%12/1 | 70509VAA8 |
| CMCSA | COMCAST CORP NEW | 40,248 | $2.109M | 0.1% | $52.40 | — | — | CL A | 20030N101 |
| GOOGL | ALPHABET INC | 1,120 | $1.963M | 0.1% | $1752.68 | — | — | CAP STK CL A | 02079K305 |
| NVDA | NVIDIA CORPORATION | 3,600 | $1.88M | 0.0% | $522.22 | — | — | COM | 67066G104 |
| — | THERAVANCE INC | 1,850,000 | $1.865M | 0.0% | $1.01 | — | — | NOTE 2.125% 1/1 | 88338TAB0 |
| — | ISTAR INC | 1,533,000 | $1.825M | 0.0% | $1.19 | — | — | NOTE 3.125% 9/1 | 45031UCB5 |
| — | NUANCE COMMUNICATIONS INC | 838,000 | $1.797M | 0.0% | $2.14 | — | — | DEBT 1.500%11/0 | 67020YAG5 |
| — | LIVEPERSON INC | 1,000,000 | $1.763M | 0.0% | $1.76 | — | — | NOTE 0.750% 3/0 | 538146AB7 |
| — | WESTERN ASSET MTG CAP CORP | 2,000,000 | $1.74M | 0.0% | $0.87 | — | — | NOTE 6.750%10/0 | 95790DAA3 |
| IWM | ISHARES TR | 8,827 | $1.731M | 0.0% | $196.10 | — | — | RUSSELL 2000 ETF | 464287655 |
| RTX | RAYTHEON TECHNOLOGIES CORP | 23,811 | $1.703M | 0.0% | $71.52 | — | — | COM | 75513E101 |
| — | INOVIO PHARMACEUTICALS INC | 1,000,000 | $1.665M | 0.0% | $1.67 | — | — | NOTE 6.500% 3/0 | 45773HAB8 |
| PG | PROCTER AND GAMBLE CO | 11,771 | $1.638M | 0.0% | $139.16 | — | — | COM | 742718109 |
| EPD | ENTERPRISE PRODS PARTNERS L | 80,755 | $1.582M | 0.0% | $19.59 | — | — | COM | 293792107 |
| — | KBR INC | 1,080,000 | $1.48M | 0.0% | $1.37 | — | — | NOTE 2.500%11/0 | 48242WAB2 |
| — | ARBOR REALTY TRUST INC | 1,476,000 | $1.474M | 0.0% | $1.00 | — | — | NOTE 4.750%11/0 | 038923AP3 |
| — | QUOTIENT TECHNOLOGY INC | 1,434,000 | $1.424M | 0.0% | $0.99 | — | — | NOTE 1.750%12/0 | 749119AB9 |
| HBAN | HUNTINGTON BANCSHARES INC | 112,713 | $1.424M | 0.0% | $12.63 | — | — | COM | 446150104 |
| — | WESTERN DIGITAL CORP. | 1,414,000 | $1.415M | 0.0% | $1.00 | — | — | NOTE 1.500% 2/0 | 958102AP0 |
| — | CLOVIS ONCOLOGY INC | 1,472,000 | $1.354M | 0.0% | $0.92 | — | — | NOTE 2.500% 9/1 | 189464AB6 |
| NTRS | NORTHERN TR CORP | 13,000 | $1.211M | 0.0% | $93.15 | — | — | COM | 665859104 |
| — | AIR TRANSPORT SERVICES GRP I | 1,000,000 | $1.183M | 0.0% | $1.18 | — | — | NOTE 1.125%10/1 | 00922RAB1 |
| EA | ELECTRONIC ARTS INC | 8,100 | $1.163M | 0.0% | $143.58 | — | — | COM | 285512109 |
| NXPI | NXP SEMICONDUCTORS N V | 6,870 | $1.092M | 0.0% | $158.95 | — | — | COM | N6596X109 |
| — | EZCORP INC | 1,200,000 | $1.089M | 0.0% | $0.91 | — | — | NOTE 2.875% 7/0 | 302301AF3 |
| — | ENCORE CAP GROUP INC | 1,000,000 | $1.083M | 0.0% | $1.08 | — | — | NOTE 3.250% 3/1 | 292554AK8 |
| APD | AIR PRODS & CHEMS INC | 3,870 | $1.057M | 0.0% | $273.13 | — | — | COM | 009158106 |
| TDG | TRANSDIGM GROUP INC | 1,700 | $1.052M | 0.0% | $618.82 | — | — | COM | 893641100 |
| — | NUVASIVE INC | 966,000 | $979K | 0.0% | $1.01 | — | — | NOTE 2.250% 3/1 | 670704AG0 |
| JD | JD.COM INC | 10,445 | $918K | 0.0% | $87.89 | — | — | SPON ADR CL A | 47215P106 |
| BAC | BK OF AMERICA CORP | 30,000 | $909K | 0.0% | $30.30 | — | — | COM | 060505104 |
| — | ACTIVISION BLIZZARD INC | 9,300 | $864K | 0.0% | $92.90 | — | — | COM | 00507V109 |
| IVV | ISHARES TR | 2,209 | $829K | 0.0% | $375.28 | — | — | CORE S&P500 ETF | 464287200 |
| — | APPLIED OPTOELECTRONICS INC | 1,000,000 | $822K | 0.0% | $0.82 | — | — | NOTE 5.000% 3/1 | 03823UAB8 |
| — | INFINERA CORP | 77,500 | $812K | 0.0% | $10.48 | — | — | COM | 45667G103 |
| EXPE | EXPEDIA GROUP INC | 6,000 | $794K | 0.0% | $132.33 | — | — | COM NEW | 30212P303 |
| TSN | TYSON FOODS INC | 12,200 | $786K | 0.0% | $64.43 | — | — | CL A | 902494103 |
| — | BRICKELL BIOTECH INC | 950,905 | $742K | 0.0% | $0.78 | — | — | COM | 10802T105 |
| IBM | INTERNATIONAL BUSINESS MACHS | 5,339 | $672K | 0.0% | $125.87 | — | — | COM | 459200101 |
| MO | ALTRIA GROUP INC | 16,340 | $670K | 0.0% | $41.00 | — | — | COM | 02209S103 |
| — | CITRIX SYS INC | 5,000 | $650K | 0.0% | $130.00 | — | — | COM | 177376100 |
| VST | VISTRA CORP | 32,326 | $636K | 0.0% | $19.67 | — | — | COM | 92840M102 |
| REGN | REGENERON PHARMACEUTICALS | 1,303 | $629K | 0.0% | $482.73 | — | — | COM | 75886F107 |
| SAH | SONIC AUTOMOTIVE INC | 15,400 | $594K | 0.0% | $38.57 | — | — | CL A | 83545G102 |
| MAS | MASCO CORP | 10,000 | $549K | 0.0% | $54.90 | — | — | COM | 574599106 |
| ED | CONSOLIDATED EDISON INC | 7,500 | $542K | 0.0% | $72.27 | — | — | COM | 209115104 |
| CNP | CENTERPOINT ENERGY INC | 24,450 | $529K | 0.0% | $21.64 | — | — | COM | 15189T107 |
| GM | GENERAL MTRS CO | 12,000 | $500K | 0.0% | $41.67 | — | — | COM | 37045V100 |
| CVX | CHEVRON CORP NEW | 5,906 | $499K | 0.0% | $84.49 | — | — | COM | 166764100 |
| — | JUNIPER NETWORKS INC | 22,000 | $495K | 0.0% | $22.50 | — | — | COM | 48203R104 |
| NEM | NEWMONT CORP | 8,201 | $491K | 0.0% | $59.87 | — | — | COM | 651639106 |
| — | CREE INC | 4,500 | $477K | 0.0% | $106.00 | — | — | COM | 225447101 |
| RBBN | RIBBON COMMUNICATIONS INC | 70,000 | $459K | 0.0% | $6.56 | — | — | COM | 762544104 |
| COP | CONOCOPHILLIPS | 11,150 | $446K | 0.0% | $40.00 | — | — | COM | 20825C104 |
| CRM | SALESFORCE COM INC | 2,000 | $445K | 0.0% | $222.50 | — | — | COM | 79466L302 |
| BKNG | BOOKING HOLDINGS INC | 195 | $434K | 0.0% | $2225.64 | — | — | COM | 09857L108 |
| — | EZCORP INC | 500,000 | $404K | 0.0% | $0.81 | — | — | NOTE 2.375% 5/0 | 302301AE6 |
| SPY | SPDR S&P 500 ETF TR | 1,070 | $400K | 0.0% | $373.83 | — | — | TR UNIT | 78462F103 |
| GS | GOLDMAN SACHS GROUP INC | 1,480 | $390K | 0.0% | $263.51 | — | — | COM | 38141G104 |
| — | SUNPOWER CORP | 300,000 | $386K | 0.0% | $1.29 | — | — | DBCV 4.000% 1/1 | 867652AL3 |
| AMT | AMERICAN TOWER CORP NEW | 1,683 | $378K | 0.0% | $224.60 | — | — | COM | 03027X100 |
| ULTA | ULTA BEAUTY INC | 1,250 | $359K | 0.0% | $287.20 | — | — | COM | 90384S303 |
| — | SEAGEN INC | 2,000 | $350K | 0.0% | $175.00 | — | — | COM | 81181C104 |
| WIX | WIX COM LTD | 1,400 | $350K | 0.0% | $250.00 | — | — | SHS | M98068105 |
| — | VMWARE INC | 2,486 | $349K | 0.0% | $140.39 | — | — | CL A COM | 928563402 |
| — | AMERICAN EQTY INVT LIFE HLD | 12,000 | $332K | 0.0% | $27.67 | — | — | COM | 025676206 |
| AEP | AMERICAN ELEC PWR CO INC | 3,860 | $321K | 0.0% | $83.16 | — | — | COM | 025537101 |
| ZM | ZOOM VIDEO COMMUNICATIONS IN | 950 | $320K | 0.0% | $336.84 | — | — | CL A | 98980L101 |
| IJR | ISHARES TR | 3,403 | $313K | 0.0% | $91.98 | — | — | CORE S&P SCP ETF | 464287804 |
| ABT | ABBOTT LABS | 2,850 | $312K | 0.0% | $109.47 | — | — | COM | 002824100 |
| — | PROOFPOINT INC | 2,250 | $307K | 0.0% | $136.44 | — | — | COM | 743424103 |
| — | JACOBS ENGR GROUP INC | 2,790 | $304K | 0.0% | $108.96 | — | — | COM | 469814107 |
| — | VERINT SYS INC | 4,500 | $302K | 0.0% | $67.11 | — | — | COM | 92343X100 |
| RCL | ROYAL CARIBBEAN GROUP | 4,000 | $299K | 0.0% | $74.75 | — | — | COM | V7780T103 |
| OMER | OMEROS CORP | 20,931 | $299K | 0.0% | $14.29 | — | — | COM | 682143102 |
| — | LIBERTY MEDIA CORP DEL | 6,933 | $295K | 0.0% | $42.55 | — | — | COM SER C FRMLA | 531229854 |
| FDX | FEDEX CORP | 1,100 | $286K | 0.0% | $260.00 | — | — | COM | 31428X106 |
| WFC | WELLS FARGO CO NEW | 9,250 | $279K | 0.0% | $30.16 | — | — | COM | 949746101 |
| IJH | ISHARES TR | 1,192 | $274K | 0.0% | $229.87 | — | — | CORE S&P MCP ETF | 464287507 |
| DOCU | DOCUSIGN INC | 1,150 | $256K | 0.0% | $222.61 | — | — | COM | 256163106 |
| ADSK | AUTODESK INC | 800 | $244K | 0.0% | $305.00 | — | — | COM | 052769106 |
| PYPL | PAYPAL HLDGS INC | 1,039 | $243K | 0.0% | $233.88 | — | — | COM | 70450Y103 |
| WDC | WESTERN DIGITAL CORP. | 4,250 | $235K | 0.0% | $55.29 | — | — | COM | 958102105 |
| TDS | TELEPHONE & DATA SYS INC | 12,500 | $232K | 0.0% | $18.56 | — | — | COM NEW | 879433829 |
| — | CLOVIS ONCOLOGY INC | 330,000 | $231K | 0.0% | $0.70 | — | — | NOTE 1.250% 5/0 | 189464AC4 |
| LULU | LULULEMON ATHLETICA INC | 650 | $226K | 0.0% | $347.69 | — | — | COM | 550021109 |
| PEG | PUBLIC SVC ENTERPRISE GRP IN | 3,700 | $216K | 0.0% | $58.38 | — | — | COM | 744573106 |
| — | WORLD WRESTLING ENTMT INC | 4,500 | $216K | 0.0% | $48.00 | — | — | CL A | 98156Q108 |
| YORW | YORK WTR CO | 4,600 | $214K | 0.0% | $46.52 | — | — | COM | 987184108 |
| — | HAWAIIAN HOLDINGS INC | 12,000 | $212K | 0.0% | $17.67 | — | — | COM | 419879101 |
| PTC | PTC INC | 1,750 | $209K | 0.0% | $119.43 | — | — | COM | 69370C100 |
| GILD | GILEAD SCIENCES INC | 3,500 | $204K | 0.0% | $58.29 | — | — | COM | 375558103 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 42,500 | $200K | 0.0% | $4.71 | — | — | COM | 87157B103 |
| SDCCQ | SMILEDIRECTCLUB INC | 10,000 | $119K | 0.0% | $11.90 | — | — | CL A COM | 83192H106 |
| — | COLONY CAP INC NEW | 14,000 | $67,000 | 0.0% | $4.79 | — | — | 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 | $15,000 | 0.0% | $1.00 | — | — | NOTE 0.750% 9/1 | 267475AB7 |
| — | FIREEYE INC | 15,000 | $15,000 | 0.0% | $1.00 | — | — | NOTE 1.000% 6/0 | 31816QAB7 |
| — | PALATIN TECHNOLOGIES INC | 19,010 | $13,000 | 0.0% | $0.68 | — | — | COM PAR $ .01 | 696077403 |