Location: Fort Lee, NJ
CIK: 0001009006 · Show all filings
Period: Q2 2021 (← Previous) (Next →)
Filing Date: Aug 12, 2021
Total Value: $4.432B (81.9% shares, 18.1% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | SYNEOS HEALTH INC | 731,507 | $65.46M | 1.5% | $89.49 | — | — | CL A | 87166B102 |
| AIT | APPLIED INDL TECHNOLOGIES IN | 687,211 | $62.58M | 1.4% | $91.06 | — | — | COM | 03820C105 |
| AAPL | APPLE INC | 440,577 | $60.34M | 1.4% | $136.96 | — | — | COM | 037833100 |
| RGEN | REPLIGEN CORP | 287,727 | $57.44M | 1.3% | $199.62 | — | — | COM | 759916109 |
| — | ALTRA INDL MOTION CORP | 853,093 | $55.47M | 1.3% | $65.02 | — | — | COM | 02208R106 |
| AVNT | AVIENT CORPORATION | 1,125,660 | $55.34M | 1.2% | $49.16 | — | — | COM | 05368V106 |
| LFUS | LITTELFUSE INC | 216,383 | $55.13M | 1.2% | $254.79 | — | — | COM | 537008104 |
| DHR | DANAHER CORPORATION | 203,009 | $54.48M | 1.2% | $268.36 | — | — | COM | 235851102 |
| ICLR | ICON PLC | 261,198 | $53.99M | 1.2% | $206.71 | — | — | SHS | G4705A100 |
| WLY | WILEY JOHN & SONS INC | 879,317 | $52.92M | 1.2% | $60.18 | — | — | CL A | 968223206 |
| RJF | RAYMOND JAMES FINL INC | 390,711 | $50.75M | 1.1% | $129.90 | — | — | COM | 754730109 |
| BRKR | BRUKER CORP | 631,841 | $48.01M | 1.1% | $75.98 | — | — | COM | 116794108 |
| WAL | WESTERN ALLIANCE BANCORP | 510,425 | $47.39M | 1.1% | $92.85 | — | — | COM | 957638109 |
| ACHC | ACADIA HEALTHCARE COMPANY IN | 739,427 | $46.4M | 1.0% | $62.75 | — | — | COM | 00404A109 |
| LKQ | LKQ CORP | 938,619 | $46.2M | 1.0% | $49.22 | — | — | COM | 501889208 |
| NGVT | INGEVITY CORP | 543,227 | $44.2M | 1.0% | $81.36 | — | — | COM | 45688C107 |
| RNST | RENASANT CORP | 1,058,025 | $42.32M | 1.0% | $40.00 | — | — | COM | 75970E107 |
| GPI | GROUP 1 AUTOMOTIVE INC | 273,183 | $42.19M | 1.0% | $154.43 | — | — | COM | 398905109 |
| SMTC | SEMTECH CORP | 600,080 | $41.29M | 0.9% | $68.80 | — | — | COM | 816850101 |
| ACIW | ACI WORLDWIDE INC | 1,096,384 | $40.72M | 0.9% | $37.14 | — | — | COM | 004498101 |
| IDA | IDACORP INC | 417,069 | $40.66M | 0.9% | $97.50 | — | — | COM | 451107106 |
| UIS | UNISYS CORP | 1,597,513 | $40.43M | 0.9% | $25.31 | — | — | COM NEW | 909214306 |
| EGP | EASTGROUP PPTYS INC | 245,384 | $40.35M | 0.9% | $164.45 | — | — | COM | 277276101 |
| — | PDC ENERGY INC | 845,993 | $38.74M | 0.9% | $45.79 | — | — | COM | 69327R101 |
| EBS | EMERGENT BIOSOLUTIONS INC | 602,480 | $37.95M | 0.9% | $62.99 | — | — | COM | 29089Q105 |
| AZTA | BROOKS AUTOMATION INC NEW | 396,898 | $37.82M | 0.9% | $95.28 | — | — | COM | 114340102 |
| MLI | MUELLER INDS INC | 864,706 | $37.45M | 0.8% | $43.31 | — | — | COM | 624756102 |
| RVLV | REVOLVE GROUP INC | 543,070 | $37.42M | 0.8% | $68.90 | — | — | CL A | 76156B107 |
| AMZN | AMAZON COM INC | 10,544 | $36.27M | 0.8% | $3440.16 | — | — | COM | 023135106 |
| WSFS | WSFS FINL CORP | 777,838 | $36.24M | 0.8% | $46.59 | — | — | COM | 929328102 |
| ONTO | ONTO INNOVATION INC | 492,286 | $35.96M | 0.8% | $73.04 | — | — | COM | 683344105 |
| — | BARNES GROUP INC | 701,526 | $35.95M | 0.8% | $51.25 | — | — | COM | 067806109 |
| APH | AMPHENOL CORP NEW | 512,456 | $35.06M | 0.8% | $68.41 | — | — | CL A | 032095101 |
| CUZ | COUSINS PPTYS INC | 943,340 | $34.7M | 0.8% | $36.78 | — | — | COM NEW | 222795502 |
| RLI | RLI CORP | 328,390 | $34.35M | 0.8% | $104.59 | — | — | COM | 749607107 |
| MSFT | MICROSOFT CORP | 125,893 | $34.1M | 0.8% | $270.90 | — | — | COM | 594918104 |
| SAIA | SAIA INC | 155,565 | $32.59M | 0.7% | $209.49 | — | — | COM | 78709Y105 |
| HEI/A | HEICO CORP NEW | 261,323 | $32.45M | 0.7% | $124.18 | — | — | CL A | 422806208 |
| KWR | QUAKER CHEM CORP | 136,246 | $32.32M | 0.7% | $237.19 | — | — | COM | 747316107 |
| PFGC | PERFORMANCE FOOD GROUP CO | 635,186 | $30.8M | 0.7% | $48.49 | — | — | COM | 71377A103 |
| — | COVETRUS INC | 1,140,530 | $30.79M | 0.7% | $27.00 | — | — | COM | 22304C100 |
| BKE | BUCKLE INC | 610,267 | $30.36M | 0.7% | $49.75 | — | — | COM | 118440106 |
| — | RITCHIE BROS AUCTIONEERS | 508,505 | $30.14M | 0.7% | $59.28 | — | — | COM | 767744105 |
| ZBRA | ZEBRA TECHNOLOGIES CORPORATI | 55,956 | $29.63M | 0.7% | $529.49 | — | — | CL A | 989207105 |
| — | PRIMO WATER CORPORATION | 1,750,832 | $29.29M | 0.7% | $16.73 | — | — | COM | 74167P108 |
| JPM | JPMORGAN CHASE & CO | 187,378 | $29.14M | 0.7% | $155.54 | — | — | COM | 46625H100 |
| HCSG | HEALTHCARE SVCS GROUP INC | 918,842 | $29.01M | 0.7% | $31.57 | — | — | COM | 421906108 |
| — | NATIONAL INSTRS CORP | 674,787 | $28.53M | 0.6% | $42.28 | — | — | COM | 636518102 |
| BLKB | BLACKBAUD INC | 372,040 | $28.49M | 0.6% | $76.57 | — | — | COM | 09227Q100 |
| — | ALTAIR ENGR INC | 410,650 | $28.32M | 0.6% | $68.97 | — | — | COM CL A | 021369103 |
| PRG | PROG HOLDINGS INC | 588,170 | $28.31M | 0.6% | $48.13 | — | — | COM NPV | 74319R101 |
| CFR | CULLEN FROST BANKERS INC | 252,216 | $28.25M | 0.6% | $112.00 | — | — | COM | 229899109 |
| HRTX | HERON THERAPEUTICS INC | 1,819,131 | $28.23M | 0.6% | $15.52 | — | — | COM | 427746102 |
| PB | PROSPERITY BANCSHARES INC | 386,674 | $27.76M | 0.6% | $71.80 | — | — | COM | 743606105 |
| INDB | INDEPENDENT BK CORP MASS | 361,572 | $27.3M | 0.6% | $75.50 | — | — | COM | 453836108 |
| TXRH | TEXAS ROADHOUSE INC | 279,038 | $26.84M | 0.6% | $96.20 | — | — | COM | 882681109 |
| WABC | WESTAMERICA BANCORPORATION | 454,516 | $26.38M | 0.6% | $58.03 | — | — | COM | 957090103 |
| — | CORNERSTONE ONDEMAND INC | 507,102 | $26.16M | 0.6% | $51.58 | — | — | COM | 21925Y103 |
| CNC | CENTENE CORP DEL | 338,487 | $24.69M | 0.6% | $72.93 | — | — | COM | 15135B101 |
| FULT | FULTON FINL CORP PA | 1,557,050 | $24.57M | 0.6% | $15.78 | — | — | COM | 360271100 |
| TRUP | TRUPANION INC | 213,423 | $24.57M | 0.6% | $115.10 | — | — | COM | 898202106 |
| TMHC | TAYLOR MORRISON HOME CORP | 921,344 | $24.34M | 0.5% | $26.42 | — | — | COM | 87724P106 |
| DECK | DECKERS OUTDOOR CORP | 63,334 | $24.32M | 0.5% | $384.07 | — | — | COM | 243537107 |
| — | THE AARONS COMPANY INC | 749,437 | $23.97M | 0.5% | $31.99 | — | — | COM | 00258W108 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 201,125 | $23.87M | 0.5% | $118.70 | — | — | COM | 45866F104 |
| VRRM | VERRA MOBILITY CORP | 1,548,659 | $23.8M | 0.5% | $15.37 | — | — | COM | 92511U102 |
| — | AVID BIOSERVICES INC | 869,040 | $22.29M | 0.5% | $25.65 | — | — | COM | 05368M106 |
| AMAT | APPLIED MATLS INC | 153,513 | $21.86M | 0.5% | $142.40 | — | — | COM | 038222105 |
| RLJ | RLJ LODGING TR | 1,425,508 | $21.71M | 0.5% | $15.23 | — | — | COM | 74965L101 |
| LRN | STRIDE INC | 671,086 | $21.56M | 0.5% | $32.13 | — | — | COM | 86333M108 |
| CMC | COMMERCIAL METALS CO | 694,873 | $21.35M | 0.5% | $30.72 | — | — | COM | 201723103 |
| V | VISA INC | 90,837 | $21.24M | 0.5% | $233.83 | — | — | COM CL A | 92826C839 |
| BLFS | BIOLIFE SOLUTIONS INC | 475,684 | $21.17M | 0.5% | $44.51 | — | — | COM NEW | 09062W204 |
| OIS | OIL STS INTL INC | 2,688,420 | $21.1M | 0.5% | $7.85 | — | — | COM | 678026105 |
| GOOG | ALPHABET INC | 8,418 | $21.1M | 0.5% | $2506.30 | — | — | CAP STK CL C | 02079K107 |
| ROCK | GIBRALTAR INDS INC | 271,845 | $20.74M | 0.5% | $76.31 | — | — | COM | 374689107 |
| MTCH | MATCH GROUP INC NEW | 127,023 | $20.48M | 0.5% | $161.25 | — | — | COM | 57667L107 |
| CAKE | CHEESECAKE FACTORY INC | 373,202 | $20.22M | 0.5% | $54.18 | — | — | COM | 163072101 |
| ROP | ROPER TECHNOLOGIES INC | 42,690 | $20.07M | 0.5% | $470.20 | — | — | COM | 776696106 |
| — | PLANTRONICS INC NEW | 480,059 | $20.03M | 0.5% | $41.73 | — | — | COM | 727493108 |
| — | CORESITE RLTY CORP | 146,736 | $19.75M | 0.4% | $134.60 | — | — | COM | 21870Q105 |
| — | EASTERLY GOVT PPTYS INC | 935,899 | $19.73M | 0.4% | $21.08 | — | — | COM | 27616P103 |
| CMP | COMPASS MINERALS INTL INC | 324,280 | $19.22M | 0.4% | $59.26 | — | — | COM | 20451N101 |
| — | MERITOR INC | 814,941 | $19.09M | 0.4% | $23.42 | — | — | COM | 59001K100 |
| RGP | RESOURCES CONNECTION INC | 1,308,688 | $18.79M | 0.4% | $14.36 | — | — | COM | 76122Q105 |
| WWD | WOODWARD INC | 151,489 | $18.61M | 0.4% | $122.88 | — | — | COM | 980745103 |
| AME | AMETEK INC | 137,382 | $18.34M | 0.4% | $133.50 | — | — | COM | 031100100 |
| FTV | FORTIVE CORP | 261,949 | $18.27M | 0.4% | $69.74 | — | — | COM | 34959J108 |
| AMSF | AMERISAFE INC | 304,953 | $18.2M | 0.4% | $59.69 | — | — | COM | 03071H100 |
| CSGS | CSG SYS INTL INC | 383,481 | $18.09M | 0.4% | $47.18 | — | — | COM | 126349109 |
| — | PING IDENTITY HLDG CORP | 781,260 | $17.89M | 0.4% | $22.90 | — | — | COM | 72341T103 |
| MD | MEDNAX INC | 587,025 | $17.7M | 0.4% | $30.15 | — | — | COM | 58502B106 |
| MSA | MSA SAFETY INC | 102,243 | $16.93M | 0.4% | $165.58 | — | — | COM | 553498106 |
| MATW | MATTHEWS INTL CORP | 464,722 | $16.71M | 0.4% | $35.96 | — | — | CL A | 577128101 |
| — | IAA INC | 303,204 | $16.54M | 0.4% | $54.54 | — | — | COM | 449253103 |
| FNV | FRANCO NEV CORP | 111,363 | $16.16M | 0.4% | $145.07 | — | — | COM | 351858105 |
| — | SOUTHWEST AIRLS CO | 10,435,000 | $15.8M | 0.4% | $1.51 | — | — | NOTE 1.250% 5/0 | 844741BG2 |
| ARKK | ARK ETF TR | 117,665 | $15.39M | 0.3% | $130.78 | — | — | INNOVATION ETF | 00214Q104 |
| HMN | HORACE MANN EDUCATORS CORP N | 411,186 | $15.39M | 0.3% | $37.42 | — | — | COM | 440327104 |
| FISV | FISERV INC | 143,904 | $15.38M | 0.3% | $106.89 | — | — | COM | 337738108 |
| JNJ | JOHNSON & JOHNSON | 92,999 | $15.32M | 0.3% | $164.74 | — | — | COM | 478160104 |
| — | MICROCHIP TECHNOLOGY INC. | 6,781,000 | $15.1M | 0.3% | $2.23 | — | — | NOTE 1.625% 2/1 | 595017AF1 |
| — | PALO ALTO NETWORKS INC | 10,304,000 | $15.04M | 0.3% | $1.46 | — | — | NOTE 0.750% 7/0 | 697435AD7 |
| SBUX | STARBUCKS CORP | 133,324 | $14.91M | 0.3% | $111.81 | — | — | COM | 855244109 |
| — | SQUARE INC | 4,535,000 | $14.19M | 0.3% | $3.13 | — | — | NOTE 0.500% 5/1 | 852234AD5 |
| HD | HOME DEPOT INC | 44,065 | $14.05M | 0.3% | $318.89 | — | — | COM | 437076102 |
| DIS | DISNEY WALT CO | 77,956 | $13.7M | 0.3% | $175.77 | — | — | COM | 254687106 |
| — | II-VI INC | 8,524,000 | $13.61M | 0.3% | $1.60 | — | — | NOTE 0.250% 9/0 | 902104AB4 |
| — | ETSY INC | 5,601,000 | $13.45M | 0.3% | $2.40 | — | — | NOTE 0.125%10/0 | 29786AAJ5 |
| — | BURLINGTON STORES INC | 8,359,000 | $13.3M | 0.3% | $1.59 | — | — | NOTE 2.250% 4/1 | 122017AB2 |
| XYZ | SQUARE INC | 53,539 | $13.05M | 0.3% | $243.80 | — | — | CL A | 852234103 |
| — | LUMENTUM HLDGS INC | 8,920,000 | $13.01M | 0.3% | $1.46 | — | — | NOTE 0.250% 3/1 | 55024UAB5 |
| MNRO | MONRO INC | 203,167 | $12.9M | 0.3% | $63.51 | — | — | COM | 610236101 |
| AHCO | ADAPTHEALTH CORP | 458,254 | $12.56M | 0.3% | $27.41 | — | — | COM CL A | 00653Q102 |
| — | HANGER INC | 496,170 | $12.54M | 0.3% | $25.28 | — | — | COM NEW | 41043F208 |
| IAC | IAC INTERACTIVECORP NEW | 79,744 | $12.29M | 0.3% | $154.17 | — | — | COM NEW | 44891N208 |
| — | SPLUNK INC | 10,364,000 | $12.06M | 0.3% | $1.16 | — | — | NOTE 0.500% 9/1 | 848637AC8 |
| CBRL | CRACKER BARREL OLD CTRY STOR | 81,092 | $12.04M | 0.3% | $148.46 | — | — | COM | 22410J106 |
| BL | BLACKLINE INC | 106,130 | $11.81M | 0.3% | $111.27 | — | — | COM | 09239B109 |
| OSW | ONESPAWORLD HOLDINGS LIMITED | 1,213,278 | $11.76M | 0.3% | $9.69 | — | — | COM | P73684113 |
| — | BOOKING HOLDINGS INC | 8,312,000 | $11.75M | 0.3% | $1.41 | — | — | NOTE 0.750% 5/0 | 09857LAN8 |
| — | DANIMER SCIENTIFIC INC | 468,439 | $11.73M | 0.3% | $25.05 | — | — | COM CL A | 236272100 |
| ZTS | ZOETIS INC | 60,406 | $11.26M | 0.3% | $186.36 | — | — | CL A | 98978V103 |
| — | PURE STORAGE INC | 10,684,000 | $11.22M | 0.3% | $1.05 | — | — | NOTE 0.125% 4/1 | 74624MAB8 |
| UNP | UNION PAC CORP | 50,749 | $11.16M | 0.3% | $219.93 | — | — | COM | 907818108 |
| NMFC | NEW MTN FIN CORP | 842,383 | $11.09M | 0.3% | $13.17 | — | — | COM | 647551100 |
| — | MONGODB INC | 6,000,000 | $10.86M | 0.2% | $1.81 | — | — | NOTE 0.250% 1/1 | 60937PAD8 |
| BDX | BECTON DICKINSON & CO | 44,143 | $10.73M | 0.2% | $243.19 | — | — | COM | 075887109 |
| — | WORKDAY INC | 6,386,000 | $10.54M | 0.2% | $1.65 | — | — | NOTE 0.250%10/0 | 98138HAF8 |
| NEE | NEXTERA ENERGY INC | 142,275 | $10.43M | 0.2% | $73.28 | — | — | COM | 65339F101 |
| ROK | ROCKWELL AUTOMATION INC | 36,310 | $10.38M | 0.2% | $286.01 | — | — | COM | 773903109 |
| — | ON SEMICONDUCTOR CORP | 5,413,000 | $10.29M | 0.2% | $1.90 | — | — | NOTE 1.625%10/1 | 682189AP0 |
| — | OKTA INC | 7,125,000 | $10.29M | 0.2% | $1.44 | — | — | NOTE 0.125% 9/0 | 679295AD7 |
| — | INTRICON CORP | 454,351 | $10.21M | 0.2% | $22.48 | — | — | COM | 46121H109 |
| META | FACEBOOK INC | 28,865 | $10.04M | 0.2% | $347.72 | — | — | CL A | 30303M102 |
| — | NEW MTN FIN CORP | 9,214,000 | $9.824M | 0.2% | $1.07 | — | — | NOTE 5.750% 8/1 | 647551AC4 |
| — | TELADOC HEALTH INC | 8,738,000 | $9.781M | 0.2% | $1.12 | — | — | NOTE 1.250% 6/0 | 87918AAF2 |
| IWM | ISHARES TR | 40,780 | $9.354M | 0.2% | $229.38 | — | — | RUSSELL 2000 ETF | 464287655 |
| — | INSIGHT ENTERPRISES INC | 6,104,000 | $9.316M | 0.2% | $1.53 | — | — | NOTE 0.750% 2/1 | 45765UAB9 |
| DPZ | DOMINOS PIZZA INC | 19,734 | $9.206M | 0.2% | $466.50 | — | — | COM | 25754A201 |
| — | XILINX INC | 63,500 | $9.185M | 0.2% | $144.65 | — | — | COM | 983919101 |
| — | LIVE NATION ENTERTAINMENT IN | 6,466,000 | $9.048M | 0.2% | $1.40 | — | — | NOTE 2.500% 3/1 | 538034AQ2 |
| AVGO | BROADCOM INC | 18,810 | $8.969M | 0.2% | $476.82 | — | — | COM | 11135F101 |
| — | RAMBUS INC DEL | 6,742,000 | $8.882M | 0.2% | $1.32 | — | — | NOTE 1.375% 2/0 | 750917AG1 |
| QCOM | QUALCOMM INC | 61,075 | $8.729M | 0.2% | $142.92 | — | — | COM | 747525103 |
| ARCC | ARES CAPITAL CORP | 438,641 | $8.593M | 0.2% | $19.59 | — | — | COM | 04010L103 |
| MDLZ | MONDELEZ INTL INC | 136,920 | $8.549M | 0.2% | $62.44 | — | — | CL A | 609207105 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 30,666 | $8.523M | 0.2% | $277.93 | — | — | CL B NEW | 084670702 |
| — | CONMED CORP | 5,208,000 | $8.417M | 0.2% | $1.62 | — | — | NOTE 2.625% 2/0 | 207410AF8 |
| — | RH | 2,406,000 | $8.402M | 0.2% | $3.49 | — | — | NOTE 6/1 | 74967XAA1 |
| — | TWITTER INC | 6,066,000 | $8.349M | 0.2% | $1.38 | — | — | NOTE 0.250% 6/1 | 90184LAF9 |
| COST | COSTCO WHSL CORP NEW | 20,652 | $8.171M | 0.2% | $395.65 | — | — | COM | 22160K105 |
| KKR | KKR & CO INC | 136,618 | $8.093M | 0.2% | $59.24 | — | — | COM | 48251W104 |
| — | CHEGG INC | 4,708,000 | $7.98M | 0.2% | $1.69 | — | — | NOTE 0.125% 3/1 | 163092AD1 |
| ADBE | ADOBE SYSTEMS INCORPORATED | 13,545 | $7.932M | 0.2% | $585.60 | — | — | COM | 00724F101 |
| ABBV | ABBVIE INC | 70,028 | $7.888M | 0.2% | $112.64 | — | — | COM | 00287Y109 |
| — | ADVANCED MICRO DEVICES INC | 660,000 | $7.739M | 0.2% | $11.73 | — | — | NOTE 2.125% 9/0 | 007903BD8 |
| — | INSULET CORP | 5,659,000 | $7.736M | 0.2% | $1.37 | — | — | NOTE 0.375% 9/0 | 45784PAK7 |
| — | REPLIGEN CORP | 4,306,000 | $7.718M | 0.2% | $1.79 | — | — | NOTE 0.375% 7/1 | 759916AB5 |
| — | ILLUMINA INC | 6,074,000 | $7.715M | 0.2% | $1.27 | — | — | NOTE 8/1 | 452327AK5 |
| NVO | NOVO-NORDISK A S | 89,112 | $7.465M | 0.2% | $83.77 | — | — | ADR | 670100205 |
| — | SILICON LABORATORIES INC | 5,352,000 | $7.436M | 0.2% | $1.39 | — | — | NOTE 0.625% 6/1 | 826919AD4 |
| — | BLACKLINE INC | 4,614,000 | $7.434M | 0.2% | $1.61 | — | — | NOTE 0.125% 8/0 | 09239BAB5 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 6,814,000 | $7.393M | 0.2% | $1.08 | — | — | NOTE 2.250% 6/0 | 049164BH8 |
| — | HUBSPOT INC | 3,475,000 | $7.354M | 0.2% | $2.12 | — | — | NOTE 0.375% 6/0 | 443573AD2 |
| FNF | FIDELITY NATIONAL FINANCIAL | 168,800 | $7.336M | 0.2% | $43.46 | — | — | FNF GROUP COM | 31620R303 |
| — | BLACK KNIGHT INC | 93,834 | $7.317M | 0.2% | $77.98 | — | — | COM | 09215C105 |
| — | TERADYNE INC | 1,721,000 | $7.29M | 0.2% | $4.24 | — | — | NOTE 1.250%12/1 | 880770AG7 |
| VZ | VERIZON COMMUNICATIONS INC | 130,038 | $7.286M | 0.2% | $56.03 | — | — | COM | 92343V104 |
| BABA | ALIBABA GROUP HLDG LTD | 31,975 | $7.251M | 0.2% | $226.77 | — | — | SPONSORED ADS | 01609W102 |
| — | AMERICAN ELEC PWR CO INC | 147,385 | $7.251M | 0.2% | $49.20 | — | — | UNIT 08/01/2021 | 025537127 |
| NOC | NORTHROP GRUMMAN CORP | 19,915 | $7.238M | 0.2% | $363.44 | — | — | COM | 666807102 |
| — | VIMEO INC | 145,963 | $7.152M | 0.2% | $49.00 | — | — | COMMON STOCK | 92719V100 |
| — | NUTANIX INC | 6,719,000 | $7.109M | 0.2% | $1.06 | — | — | NOTE 1/1 | 67059NAB4 |
| — | HERBALIFE LTD | 6,420,000 | $6.985M | 0.2% | $1.09 | — | — | NOTE 2.625% 3/1 | 42703MAD5 |
| — | ZYNGA INC | 5,053,000 | $6.976M | 0.2% | $1.38 | — | — | NOTE 0.250% 6/0 | 98986TAB4 |
| — | LENDINGTREE INC NEW | 5,858,000 | $6.973M | 0.2% | $1.19 | — | — | NOTE 0.625% 6/0 | 52603BAA5 |
| PEP | PEPSICO INC | 46,876 | $6.946M | 0.2% | $148.18 | — | — | COM | 713448108 |
| — | DEXCOM INC | 6,627,000 | $6.926M | 0.2% | $1.05 | — | — | NOTE 0.250%11/1 | 252131AK3 |
| — | DEXCOM INC | 2,659,000 | $6.923M | 0.2% | $2.60 | — | — | NOTE 0.750%12/0 | 252131AH0 |
| — | NEW RELIC INC | 6,675,000 | $6.679M | 0.2% | $1.00 | — | — | NOTE 0.500% 5/0 | 64829BAB6 |
| VNT | VONTIER CORPORATION | 203,370 | $6.626M | 0.1% | $32.58 | — | — | COM | 928881101 |
| — | TWITTER INC | 6,452,000 | $6.584M | 0.1% | $1.02 | — | — | NOTE 1.000% 9/1 | 90184LAD4 |
| — | PACIRA BIOSCIENCES INC | 5,927,000 | $6.495M | 0.1% | $1.10 | — | — | NOTE 2.375% 4/0 | 695127AD2 |
| — | COUPA SOFTWARE INC | 3,651,000 | $6.326M | 0.1% | $1.73 | — | — | NOTE 0.125% 6/1 | 22266LAC0 |
| — | FORTIVE CORP | 6,305,000 | $6.32M | 0.1% | $1.00 | — | — | NOTE 0.875% 2/1 | 34959JAK4 |
| — | EXACT SCIENCES CORP | 3,551,000 | $6.306M | 0.1% | $1.78 | — | — | NOTE 1.000% 1/1 | 30063PAA3 |
| — | ZENDESK INC | 2,738,000 | $6.293M | 0.1% | $2.30 | — | — | NOTE 0.250% 3/1 | 98936JAB7 |
| — | Q2 HLDGS INC | 4,796,000 | $6.28M | 0.1% | $1.31 | — | — | NOTE 0.750% 6/0 | 74736LAD1 |
| MCD | MCDONALDS CORP | 26,946 | $6.224M | 0.1% | $230.98 | — | — | COM | 580135101 |
| — | PRA GROUP INC | 5,733,000 | $6.22M | 0.1% | $1.08 | — | — | NOTE 3.500% 6/0 | 69354NAB2 |
| — | JAZZ INVESTMENTS I LTD | 4,653,000 | $6.204M | 0.1% | $1.33 | — | — | NOTE 2.000% 6/1 | 472145AF8 |
| — | APELLIS PHARMACEUTICALS INC | 3,306,000 | $6.173M | 0.1% | $1.87 | — | — | NOTE 3.500% 9/1 | 03753UAB2 |
| — | 8X8 INC NEW | 4,909,000 | $6.103M | 0.1% | $1.24 | — | — | NOTE 0.500% 2/0 | 282914AB6 |
| — | FTI CONSULTING INC | 4,175,000 | $5.998M | 0.1% | $1.44 | — | — | NOTE 2.000% 8/1 | 302941AP4 |
| — | SQUARE INC | 2,900,000 | $5.975M | 0.1% | $2.06 | — | — | NOTE 0.125% 3/0 | 852234AF0 |
| — | NEXTERA ENERGY INC | 121,932 | $5.931M | 0.1% | $48.64 | — | — | UNIT 99/99/9999 | 65339F770 |
| — | SNAP INC | 1,939,000 | $5.852M | 0.1% | $3.02 | — | — | NOTE 0.750% 8/0 | 83304AAB2 |
| — | FIREEYE INC | 5,781,000 | $5.747M | 0.1% | $0.99 | — | — | NOTE 1.625% 6/0 | 31816QAD3 |
| TXN | TEXAS INSTRS INC | 29,275 | $5.63M | 0.1% | $192.31 | — | — | COM | 882508104 |
| — | INTERDIGITAL INC | 5,052,000 | $5.604M | 0.1% | $1.11 | — | — | NOTE 2.000% 6/0 | 45867GAB7 |
| SHW | SHERWIN WILLIAMS CO | 20,550 | $5.599M | 0.1% | $272.46 | — | — | COM | 824348106 |
| — | CSG SYS INTL INC | 5,351,000 | $5.516M | 0.1% | $1.03 | — | — | NOTE 4.250% 3/1 | 126349AF6 |
| — | LIGAND PHARMACEUTICALS INC | 5,464,000 | $5.399M | 0.1% | $0.99 | — | — | NOTE 0.750% 5/1 | 53220KAF5 |
| — | LIBERTY MEDIA CORP DEL | 3,957,000 | $5.378M | 0.1% | $1.36 | — | — | NOTE 1.000% 1/3 | 531229AF9 |
| NKE | NIKE INC | 34,275 | $5.295M | 0.1% | $154.49 | — | — | CL B | 654106103 |
| — | DOCUSIGN INC | 1,345,000 | $5.245M | 0.1% | $3.90 | — | — | NOTE 0.500% 9/1 | 256163AB2 |
| — | ZENDESK INC | 3,325,000 | $4.86M | 0.1% | $1.46 | — | — | NOTE 0.625% 6/1 | 98936JAD3 |
| — | OSI SYSTEMS INC | 4,513,000 | $4.843M | 0.1% | $1.07 | — | — | NOTE 1.250% 9/0 | 671044AD7 |
| — | JAZZ INVESTMENTS I LTD | 4,675,000 | $4.777M | 0.1% | $1.02 | — | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | PATRICK INDS INC | 4,299,000 | $4.691M | 0.1% | $1.09 | — | — | DBCV 1.000% 2/0 | 703343AB9 |
| BURL | BURLINGTON STORES INC | 14,496 | $4.668M | 0.1% | $322.02 | — | — | COM | 122017106 |
| TMO | THERMO FISHER SCIENTIFIC INC | 9,150 | $4.616M | 0.1% | $504.48 | — | — | COM | 883556102 |
| — | WINNEBAGO INDS INC | 3,584,000 | $4.6M | 0.1% | $1.28 | — | — | NOTE 1.500% 4/0 | 974637AB6 |
| — | SAREPTA THERAPEUTICS INC | 3,469,000 | $4.584M | 0.1% | $1.32 | — | — | DBCV 1.500%11/1 | 803607AB6 |
| — | SAILPOINT TECHNOLOGIES HLDGS | 2,411,000 | $4.529M | 0.1% | $1.88 | — | — | NOTE 0.125% 9/1 | 78781PAB1 |
| — | FIREEYE INC | 3,902,000 | $4.458M | 0.1% | $1.14 | — | — | NOTE 0.875% 6/0 | 31816QAF8 |
| — | AEROJET ROCKETDYNE HLDGS INC | 2,380,000 | $4.408M | 0.1% | $1.85 | — | — | NOTE 2.250%12/1 | 007800AB1 |
| — | HERCULES CAPITAL INC | 4,153,000 | $4.397M | 0.1% | $1.06 | — | — | DBCV 4.375% 2/0 | 427096AF9 |
| BBBY | OVERSTOCK COM INC DEL | 47,368 | $4.367M | 0.1% | $92.19 | — | — | COM | 690370101 |
| SSNC | SS&C TECHNOLOGIES HLDGS INC | 59,746 | $4.305M | 0.1% | $72.06 | — | — | COM | 78467J100 |
| — | AKAMAI TECHNOLOGIES INC | 3,269,000 | $4.286M | 0.1% | $1.31 | — | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | SERVICENOW INC | 1,052,000 | $4.282M | 0.1% | $4.07 | — | — | NOTE 6/0 | 81762PAC6 |
| — | ENVISTA HOLDINGS CORPORATION | 2,000,000 | $4.277M | 0.1% | $2.14 | — | — | NOTE 2.375% 6/0 | 29415FAB0 |
| — | GUIDEWIRE SOFTWARE INC | 3,647,000 | $4.268M | 0.1% | $1.17 | — | — | NOTE 1.250% 3/1 | 40171VAA8 |
| ARKW | ARK ETF TR | 26,925 | $4.148M | 0.1% | $154.06 | — | — | NEXT GNRTN INTER | 00214Q401 |
| — | STARWOOD PPTY TR INC | 3,850,000 | $4.147M | 0.1% | $1.08 | — | — | NOTE 4.375% 4/0 | 85571BAH8 |
| — | DATADOG INC | 3,093,000 | $4.138M | 0.1% | $1.34 | — | — | NOTE 0.125% 6/1 | 23804LAB9 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 3,223,000 | $4.121M | 0.1% | $1.28 | — | — | NOTE 1.875% 6/0 | 049164BJ4 |
| INTU | INTUIT | 8,309 | $4.073M | 0.1% | $490.19 | — | — | COM | 461202103 |
| — | VIAVI SOLUTIONS INC | 3,000,000 | $4.031M | 0.1% | $1.34 | — | — | NOTE 1.750% 6/0 | 925550AE5 |
| — | GREENBRIER COS INC | 3,750,000 | $4.005M | 0.1% | $1.07 | — | — | NOTE 2.875% 2/0 | 393657AK7 |
| — | EXACT SCIENCES CORP | 3,000,000 | $3.996M | 0.1% | $1.33 | — | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | CYBERARK SOFTWARE LTD | 3,655,000 | $3.962M | 0.1% | $1.08 | — | — | NOTE 11/1 | 23248VAB1 |
| — | CHEESECAKE FACTORY INC | 4,000,000 | $3.947M | 0.1% | $0.99 | — | — | NOTE 0.375% 6/1 | 163072AA9 |
| — | HALOZYME THERAPEUTICS INC | 2,000,000 | $3.915M | 0.1% | $1.96 | — | — | NOTE 1.250%12/0 | 40637HAB5 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 2,600,000 | $3.895M | 0.1% | $1.50 | — | — | NOTE 0.875% 1/0 | 01988PAF5 |
| — | WESTERN DIGITAL CORP. | 3,615,000 | $3.871M | 0.1% | $1.07 | — | — | NOTE 1.500% 2/0 | 958102AP0 |
| — | APOLLO COML REAL EST FIN INC | 3,816,000 | $3.86M | 0.1% | $1.01 | — | — | NOTE 4.750% 8/2 | 03762UAB1 |
| — | VONAGE HLDGS CORP | 3,421,000 | $3.815M | 0.1% | $1.12 | — | — | NOTE 1.750% 6/0 | 92886TAJ1 |
| — | SSR MNG INC | 3,196,000 | $3.815M | 0.1% | $1.19 | — | — | NOTE 2.500% 4/0 | 784730AB9 |
| — | AVAYA HLDGS CORP | 3,200,000 | $3.769M | 0.1% | $1.18 | — | — | NOTE 2.250% 6/1 | 05351XAB7 |
| — | GUESS INC | 3,000,000 | $3.731M | 0.1% | $1.24 | — | — | NOTE 2.000% 4/1 | 401617AD7 |
| — | DISH NETWORK CORPORATION | 3,802,000 | $3.693M | 0.1% | $0.97 | — | — | NOTE 2.375% 3/1 | 25470MAD1 |
| — | EVERBRIDGE INC | 2,693,000 | $3.687M | 0.1% | $1.37 | — | — | NOTE 0.125%12/1 | 29978AAC8 |
| — | NUVASIVE INC | 3,435,000 | $3.584M | 0.1% | $1.04 | — | — | NOTE 1.000% 6/0 | 670704AL9 |
| — | ENCORE CAP GROUP INC | 2,649,000 | $3.574M | 0.1% | $1.35 | — | — | NOTE 3.250%10/0 | 292554AM4 |
| — | BLACKSTONE MTG TR INC | 3,459,000 | $3.526M | 0.1% | $1.02 | — | — | NOTE 4.375% 5/0 | 09257WAB6 |
| — | ARES CAPITAL CORP | 3,323,000 | $3.48M | 0.1% | $1.05 | — | — | NOTE 3.750% 2/0 | 04010LAT0 |
| — | COUPA SOFTWARE INC | 3,000,000 | $3.472M | 0.1% | $1.16 | — | — | NOTE 0.375% 6/1 | 22266LAF3 |
| — | MONMOUTH REAL ESTATE INVT CO | 184,409 | $3.452M | 0.1% | $18.72 | — | — | CL A | 609720107 |
| — | NUVASIVE INC | 3,457,000 | $3.426M | 0.1% | $0.99 | — | — | NOTE 0.375% 3/1 | 670704AJ4 |
| — | RAPID7 INC | 1,467,000 | $3.355M | 0.1% | $2.29 | — | — | NOTE 1.250% 8/0 | 753422AB0 |
| BRK/A | BERKSHIRE HATHAWAY INC DEL | 8 | $3.349M | 0.1% | $418625.00 | — | — | CL A | 084670108 |
| — | PARATEK PHARMACEUTICALS INC | 3,392,000 | $3.154M | 0.1% | $0.93 | — | — | NOTE 4.750% 5/0 | 699374AB0 |
| — | INVITAE CORP | 2,320,000 | $3.146M | 0.1% | $1.36 | — | — | NOTE 2.000% 9/0 | 46185LAB9 |
| — | BIOMARIN PHARMACEUTICAL INC | 3,000,000 | $3.119M | 0.1% | $1.04 | — | — | NOTE 0.599% 8/0 | 09061GAH4 |
| — | ALTAIR ENGR INC | 2,000,000 | $3.107M | 0.1% | $1.55 | — | — | NOTE 0.250% 6/0 | 021369AA1 |
| — | EVOLENT HEALTH INC | 3,200,000 | $3.095M | 0.1% | $0.97 | — | — | NOTE 1.500%10/1 | 30050BAD3 |
| — | BRIDGEBIO PHARMA INC | 1,881,000 | $3.089M | 0.1% | $1.64 | — | — | NOTE 2.500% 3/1 | 10806XAB8 |
| — | WORKIVA INC | 2,000,000 | $3.067M | 0.1% | $1.53 | — | — | NOTE 1.125% 8/1 | 98139AAB1 |
| — | SPLUNK INC | 2,478,000 | $3.029M | 0.1% | $1.22 | — | — | NOTE 1.125% 9/1 | 848637AD6 |
| — | WEIBO CORP | 3,096,000 | $3.026M | 0.1% | $0.98 | — | — | NOTE 1.250%11/1 | 948596AC5 |
| — | MARRIOTT VACATIONS WORLDWIDE | 2,452,000 | $2.947M | 0.1% | $1.20 | — | — | NOTE 1.500% 9/1 | 57164YAB3 |
| — | AKAMAI TECHNOLOGIES INC | 2,500,000 | $2.897M | 0.1% | $1.16 | — | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | CHANGE HEALTHCARE INC | 37,455 | $2.887M | 0.1% | $77.08 | — | — | UNIT 99/99/9999 | 15912K209 |
| — | TABULA RASA HEALTHCARE INC | 2,776,000 | $2.856M | 0.1% | $1.03 | — | — | NOTE 1.750% 2/1 | 873379AA9 |
| — | DICKS SPORTING GOODS INC | 949,000 | $2.809M | 0.1% | $2.96 | — | — | NOTE 3.250% 4/1 | 253393AD4 |
| — | PRICELINE GRP INC | 2,578,000 | $2.806M | 0.1% | $1.09 | — | — | NOTE 0.900% 9/1 | 741503AX4 |
| STZ | CONSTELLATION BRANDS INC | 11,980 | $2.802M | 0.1% | $233.89 | — | — | CL A | 21036P108 |
| — | VOCERA COMMUNICATIONS INC | 2,000,000 | $2.78M | 0.1% | $1.39 | — | — | NOTE 1.500% 5/1 | 92857FAB3 |
| — | PALO ALTO NETWORKS INC | 2,000,000 | $2.72M | 0.1% | $1.36 | — | — | NOTE 0.375% 6/0 | 697435AF2 |
| — | BANDWIDTH INC | 1,660,000 | $2.712M | 0.1% | $1.63 | — | — | NOTE 0.250% 3/0 | 05988JAB9 |
| GOOGL | ALPHABET INC | 1,095 | $2.674M | 0.1% | $2442.01 | — | — | CAP STK CL A | 02079K305 |
| PM | PHILIP MORRIS INTL INC | 26,900 | $2.666M | 0.1% | $99.11 | — | — | COM | 718172109 |
| — | VISHAY INTERTECHNOLOGY INC | 2,500,000 | $2.646M | 0.1% | $1.06 | — | — | NOTE 2.250% 6/1 | 928298AP3 |
| — | PEGASYSTEMS INC | 2,146,000 | $2.568M | 0.1% | $1.20 | — | — | NOTE 0.750% 3/0 | 705573AB9 |
| — | CLEVELAND-CLIFFS INC NEW | 917,000 | $2.56M | 0.1% | $2.79 | — | — | DBCV 1.500% 1/1 | 185899AA9 |
| — | INSMED INC | 2,274,000 | $2.513M | 0.1% | $1.11 | — | — | NOTE 0.750% 6/0 | 457669AB5 |
| — | MICROCHIP TECHNOLOGY INC. | 750,000 | $2.488M | 0.1% | $3.32 | — | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | BIOMARIN PHARMACEUTICAL INC | 2,429,000 | $2.442M | 0.1% | $1.01 | — | — | NOTE 1.250% 5/1 | 09061GAK7 |
| — | LYFT INC | 1,411,000 | $2.411M | 0.1% | $1.71 | — | — | NOTE 1.500% 5/1 | 55087PAB0 |
| — | ELANCO ANIMAL HEALTH INC | 45,183 | $2.405M | 0.1% | $53.23 | — | — | UNIT 02/01/2023T | 28414H202 |
| — | SYNAPTICS INC | 1,113,000 | $2.363M | 0.1% | $2.12 | — | — | NOTE 0.500% 6/1 | 87157DAD1 |
| — | IRONWOOD PHARMACEUTICALS INC | 2,127,000 | $2.334M | 0.1% | $1.10 | — | — | DBCV 2.250% 6/1 | 46333XAD0 |
| CMCSA | COMCAST CORP NEW | 39,948 | $2.278M | 0.1% | $57.02 | — | — | CL A | 20030N101 |
| — | ARBOR REALTY TRUST INC | 2,074,000 | $2.248M | 0.1% | $1.08 | — | — | NOTE 4.750%11/0 | 038923AP3 |
| — | KNOWLES CORP | 2,000,000 | $2.226M | 0.1% | $1.11 | — | — | NOTE 3.250%11/0 | 49926DAB5 |
| — | PEBBLEBROOK HOTEL TR | 1,937,000 | $2.196M | 0.0% | $1.13 | — | — | NOTE 1.750%12/1 | 70509VAA8 |
| — | THERAVANCE INC | 2,152,000 | $2.192M | 0.0% | $1.02 | — | — | NOTE 2.125% 1/1 | 88338TAB0 |
| — | INFINERA CORP | 1,784,000 | $2.187M | 0.0% | $1.23 | — | — | NOTE 2.125% 9/0 | 45667GAC7 |
| NVDA | NVIDIA CORPORATION | 2,700 | $2.16M | 0.0% | $800.00 | — | — | COM | 67066G104 |
| — | ISIS PHARMACEUTICALS INC DEL | 2,141,000 | $2.15M | 0.0% | $1.00 | — | — | NOTE 1.000%11/1 | 464337AJ3 |
| — | KKR REAL ESTATE FIN TR INC | 2,001,000 | $2.147M | 0.0% | $1.07 | — | — | NOTE 6.125% 5/1 | 48251KAB6 |
| — | ENCORE CAP EUROPE FIN LTD | 1,700,000 | $2.144M | 0.0% | $1.26 | — | — | NOTE 4.500% 9/0 | 29260UAA5 |
| — | NEOGENOMICS INC | 1,500,000 | $2.142M | 0.0% | $1.43 | — | — | NOTE 1.250% 5/0 | 64049MAA8 |
| — | KAMAN CORP | 2,000,000 | $2.117M | 0.0% | $1.06 | — | — | NOTE 3.250% 5/0 | 483548AF0 |
| — | WAYFAIR INC | 923,000 | $2.034M | 0.0% | $2.20 | — | — | NOTE 1.000% 8/1 | 94419LAF8 |
| — | BLOOMIN BRANDS INC | 819,000 | $1.985M | 0.0% | $2.42 | — | — | NOTE 5.000% 5/0 | 094235AB4 |
| EPD | ENTERPRISE PRODS PARTNERS L | 80,755 | $1.949M | 0.0% | $24.13 | — | — | COM | 293792107 |
| — | WESTERN ASSET MTG CAP CORP | 2,000,000 | $1.92M | 0.0% | $0.96 | — | — | NOTE 6.750%10/0 | 95790DAA3 |
| — | RAPID7 INC | 1,147,000 | $1.903M | 0.0% | $1.66 | — | — | NOTE 2.250% 5/0 | 753422AD6 |
| — | RADIUS HEALTH INC | 2,000,000 | $1.857M | 0.0% | $0.93 | — | — | NOTE 3.000% 9/0 | 750469AA6 |
| — | PROS HOLDINGS INC | 1,800,000 | $1.848M | 0.0% | $1.03 | — | — | NOTE 1.000% 5/1 | 74346YAH6 |
| — | INSULET CORP | 626,000 | $1.843M | 0.0% | $2.94 | — | — | NOTE 1.375%11/1 | 45784PAH4 |
| — | PIONEER NAT RES CO | 1,109,000 | $1.77M | 0.0% | $1.60 | — | — | NOTE 0.250% 5/1 | 723787AP2 |
| EA | ELECTRONIC ARTS INC | 12,200 | $1.755M | 0.0% | $143.85 | — | — | COM | 285512109 |
| — | KBR INC | 1,080,000 | $1.693M | 0.0% | $1.57 | — | — | NOTE 2.500%11/0 | 48242WAB2 |
| — | 1LIFE HEALTHCARE INC | 1,500,000 | $1.657M | 0.0% | $1.10 | — | — | NOTE 3.000% 6/1 | 68269GAB3 |
| — | INTEGRA LIFESCIENCES HLDGS C | 1,500,000 | $1.653M | 0.0% | $1.10 | — | — | NOTE 0.500% 8/1 | 457985AM1 |
| HBAN | HUNTINGTON BANCSHARES INC | 112,713 | $1.608M | 0.0% | $14.27 | — | — | COM | 446150104 |
| — | CLOVIS ONCOLOGY INC | 1,629,000 | $1.596M | 0.0% | $0.98 | — | — | NOTE 2.500% 9/1 | 189464AB6 |
| PG | PROCTER AND GAMBLE CO | 11,714 | $1.581M | 0.0% | $134.97 | — | — | COM | 742718109 |
| — | COHERUS BIOSCIENCES INC | 1,500,000 | $1.533M | 0.0% | $1.02 | — | — | NOTE 1.500% 4/1 | 19249HAB9 |
| — | RINGCENTRAL INC | 1,365,000 | $1.509M | 0.0% | $1.11 | — | — | NOTE 3/0 | 76680RAF4 |
| NTRS | NORTHERN TR CORP | 13,000 | $1.503M | 0.0% | $115.62 | — | — | COM | 665859104 |
| — | QUOTIENT TECHNOLOGY INC | 1,434,000 | $1.446M | 0.0% | $1.01 | — | — | NOTE 1.750%12/0 | 749119AB9 |
| — | SPIRIT AIRLS INC | 1,500,000 | $1.43M | 0.0% | $0.95 | — | — | NOTE 1.000% 5/1 | 848577AB8 |
| — | PTC THERAPEUTICS INC | 1,254,000 | $1.367M | 0.0% | $1.09 | — | — | NOTE 3.000% 8/1 | 69366JAB7 |
| — | ALTERYX INC | 1,250,000 | $1.2M | 0.0% | $0.96 | — | — | NOTE 0.500% 8/0 | 02156BAD5 |
| — | NEVRO CORP | 682,000 | $1.185M | 0.0% | $1.74 | — | — | NOTE 2.750% 4/0 | 64157FAC7 |
| — | EZCORP INC | 1,200,000 | $1.152M | 0.0% | $0.96 | — | — | NOTE 2.875% 7/0 | 302301AF3 |
| — | ENCORE CAP GROUP INC | 1,000,000 | $1.137M | 0.0% | $1.14 | — | — | NOTE 3.250% 3/1 | 292554AK8 |
| IVV | ISHARES TR | 2,621 | $1.127M | 0.0% | $429.99 | — | — | CORE S&P500 ETF | 464287200 |
| APD | AIR PRODS & CHEMS INC | 3,850 | $1.108M | 0.0% | $287.79 | — | — | COM | 009158106 |
| TDG | TRANSDIGM GROUP INC | 1,700 | $1.1M | 0.0% | $647.06 | — | — | COM | 893641100 |
| NXPI | NXP SEMICONDUCTORS N V | 5,270 | $1.084M | 0.0% | $205.69 | — | — | COM | N6596X109 |
| — | COLONY CAPITAL INC | 1,035,000 | $1.069M | 0.0% | $1.03 | — | — | NOTE 5.000% 4/1 | 19624RAA4 |
| — | LIVONGO HEALTH INC | 664,000 | $1.046M | 0.0% | $1.58 | — | — | NOTE 0.875% 6/0 | 539183AA1 |
| EXPE | EXPEDIA GROUP INC | 6,301 | $1.032M | 0.0% | $163.78 | — | — | COM NEW | 30212P303 |
| — | AIR TRANSPORT SERVICES GRP I | 1,000,000 | $1.016M | 0.0% | $1.02 | — | — | NOTE 1.125%10/1 | 00922RAB1 |
| — | BENEFITFOCUS INC | 1,032,000 | $965K | 0.0% | $0.94 | — | — | NOTE 1.250%12/1 | 08180DAB2 |
| MAR | MARRIOTT INTL INC NEW | 6,850 | $935K | 0.0% | $136.50 | — | — | CL A | 571903202 |
| — | BRICKELL BIOTECH INC | 950,905 | $905K | 0.0% | $0.95 | — | — | COM | 10802T105 |
| — | ACTIVISION BLIZZARD INC | 9,065 | $865K | 0.0% | $95.42 | — | — | COM | 00507V109 |
| — | APPLIED OPTOELECTRONICS INC | 1,000,000 | $862K | 0.0% | $0.86 | — | — | NOTE 5.000% 3/1 | 03823UAB8 |
| JD | JD.COM INC | 10,410 | $831K | 0.0% | $79.83 | — | — | SPON ADR CL A | 47215P106 |
| — | ISTAR INC | 533,000 | $807K | 0.0% | $1.51 | — | — | NOTE 3.125% 9/1 | 45031UCB5 |
| — | NANOSTRING TECHNOLOGIES INC | 500,000 | $788K | 0.0% | $1.58 | — | — | NOTE 2.625% 3/0 | 63009RAD1 |
| MO | ALTRIA GROUP INC | 16,340 | $779K | 0.0% | $47.67 | — | — | COM | 02209S103 |
| GM | GENERAL MTRS CO | 13,150 | $778K | 0.0% | $59.16 | — | — | COM | 37045V100 |
| SEDG | SOLAREDGE TECHNOLOGIES INC | 2,800 | $774K | 0.0% | $276.43 | — | — | COM | 83417M104 |
| — | INFINERA CORP | 75,000 | $765K | 0.0% | $10.20 | — | — | COM | 45667G103 |
| COP | CONOCOPHILLIPS | 10,800 | $658K | 0.0% | $60.93 | — | — | COM | 20825C104 |
| RTX | RAYTHEON TECHNOLOGIES CORP | 7,542 | $643K | 0.0% | $85.26 | — | — | COM | 75513E101 |
| IBM | INTERNATIONAL BUSINESS MACHS | 4,315 | $633K | 0.0% | $146.70 | — | — | COM | 459200101 |
| CVX | CHEVRON CORP NEW | 6,045 | $633K | 0.0% | $104.71 | — | — | COM | 166764100 |
| — | QUIDEL CORP | 4,850 | $621K | 0.0% | $128.04 | — | — | COM | 74838J101 |
| CNP | CENTERPOINT ENERGY INC | 24,450 | $600K | 0.0% | $24.54 | — | — | COM | 15189T107 |
| MAS | MASCO CORP | 10,000 | $589K | 0.0% | $58.90 | — | — | COM | 574599106 |
| VST | VISTRA CORP | 30,826 | $572K | 0.0% | $18.56 | — | — | COM | 92840M102 |
| GS | GOLDMAN SACHS GROUP INC | 1,465 | $556K | 0.0% | $379.52 | — | — | COM | 38141G104 |
| HAE | HAEMONETICS CORP MASS | 8,250 | $550K | 0.0% | $66.67 | — | — | COM | 405024100 |
| HLT | HILTON WORLDWIDE HLDGS INC | 4,500 | $543K | 0.0% | $120.67 | — | — | COM | 43300A203 |
| BAC | BK OF AMERICA CORP | 12,600 | $519K | 0.0% | $41.19 | — | — | COM | 060505104 |
| RBBN | RIBBON COMMUNICATIONS INC | 65,000 | $495K | 0.0% | $7.62 | — | — | COM | 762544104 |
| AMT | AMERICAN TOWER CORP NEW | 1,683 | $455K | 0.0% | $270.35 | — | — | COM | 03027X100 |
| — | EZCORP INC | 500,000 | $439K | 0.0% | $0.88 | — | — | NOTE 2.375% 5/0 | 302301AE6 |
| SPY | SPDR S&P 500 ETF TR | 1,000 | $428K | 0.0% | $428.00 | — | — | TR UNIT | 78462F103 |
| — | SUNPOWER CORP | 300,000 | $424K | 0.0% | $1.41 | — | — | DBCV 4.000% 1/1 | 867652AL3 |
| BKNG | BOOKING HOLDINGS INC | 190 | $416K | 0.0% | $2189.47 | — | — | COM | 09857L108 |
| IJR | ISHARES TR | 3,647 | $412K | 0.0% | $112.97 | — | — | CORE S&P SCP ETF | 464287804 |
| URI | UNITED RENTALS INC | 1,250 | $399K | 0.0% | $319.20 | — | — | COM | 911363109 |
| — | CREE INC | 4,000 | $392K | 0.0% | $98.00 | — | — | COM | 225447101 |
| — | LIBERTY MEDIA CORP DEL | 8,000 | $386K | 0.0% | $48.25 | — | — | COM SER C FRMLA | 531229854 |
| YELP | YELP INC | 9,455 | $378K | 0.0% | $39.98 | — | — | CL A | 985817105 |
| Z | ZILLOW GROUP INC | 3,000 | $367K | 0.0% | $122.33 | — | — | CL C CAP STK | 98954M200 |
| IJH | ISHARES TR | 1,345 | $362K | 0.0% | $269.14 | — | — | CORE S&P MCP ETF | 464287507 |
| ED | CONSOLIDATED EDISON INC | 5,000 | $359K | 0.0% | $71.80 | — | — | COM | 209115104 |
| — | JUNIPER NETWORKS INC | 13,000 | $356K | 0.0% | $27.38 | — | — | COM | 48203R104 |
| WIX | WIX COM LTD | 1,200 | $348K | 0.0% | $290.00 | — | — | SHS | M98068105 |
| TTWO | TAKE-TWO INTERACTIVE SOFTWAR | 1,950 | $345K | 0.0% | $176.92 | — | — | COM | 874054109 |
| — | JACOBS ENGR GROUP INC | 2,550 | $340K | 0.0% | $133.33 | — | — | COM | 469814107 |
| ABT | ABBOTT LABS | 2,850 | $330K | 0.0% | $115.79 | — | — | COM | 002824100 |
| REGN | REGENERON PHARMACEUTICALS | 578 | $323K | 0.0% | $558.82 | — | — | COM | 75886F107 |
| — | SEAGEN INC | 2,000 | $316K | 0.0% | $158.00 | — | — | COM | 81181C104 |
| LYFT | LYFT INC | 5,100 | $308K | 0.0% | $60.39 | — | — | CL A COM | 55087P104 |
| MITK | MITEK SYS INC | 16,000 | $308K | 0.0% | $19.25 | — | — | COM NEW | 606710200 |
| PYPL | PAYPAL HLDGS INC | 1,039 | $303K | 0.0% | $291.63 | — | — | COM | 70450Y103 |
| ACN | ACCENTURE PLC IRELAND | 877 | $259K | 0.0% | $295.32 | — | — | SHS CLASS A | G1151C101 |
| NICE | NICE LTD | 1,000 | $247K | 0.0% | $247.00 | — | — | SPONSORED ADR | 653656108 |
| AAL | AMERICAN AIRLS GROUP INC | 11,500 | $244K | 0.0% | $21.22 | — | — | COM | 02376R102 |
| — | HAWAIIAN HOLDINGS INC | 10,000 | $244K | 0.0% | $24.40 | — | — | COM | 419879101 |
| — | CLOVIS ONCOLOGY INC | 330,000 | $243K | 0.0% | $0.74 | — | — | NOTE 1.250% 5/0 | 189464AC4 |
| GOEWQ | CANOO INC | 80,000 | $241K | 0.0% | $3.01 | — | — | *W EXP 12/21/202 | 13803R110 |
| GILD | GILEAD SCIENCES INC | 3,500 | $241K | 0.0% | $68.86 | — | — | COM | 375558103 |
| ADSK | AUTODESK INC | 800 | $234K | 0.0% | $292.50 | — | — | COM | 052769106 |
| CHKP | CHECK POINT SOFTWARE TECH LT | 2,000 | $232K | 0.0% | $116.00 | — | — | ORD | M22465104 |
| — | MICROCHIP TECHNOLOGY INC. | 200,000 | $224K | 0.0% | $1.12 | — | — | NOTE 0.125%11/1 | 595017AU8 |
| TRIP | TRIPADVISOR INC | 5,550 | $224K | 0.0% | $40.36 | — | — | COM | 896945201 |
| PEG | PUBLIC SVC ENTERPRISE GRP IN | 3,700 | $221K | 0.0% | $59.73 | — | — | COM | 744573106 |
| MU | MICRON TECHNOLOGY INC | 2,500 | $212K | 0.0% | $84.80 | — | — | COM | 595112103 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 2,500 | $209K | 0.0% | $83.60 | — | — | COM | 09061G101 |
| YORW | YORK WTR CO | 4,600 | $208K | 0.0% | $45.22 | — | — | COM | 987184108 |
| SPOT | SPOTIFY TECHNOLOGY S A | 750 | $207K | 0.0% | $276.00 | — | — | SHS | L8681T102 |
| — | BLACKROCK TCP CAPITAL CORP | 158,000 | $161K | 0.0% | $1.02 | — | — | NOTE 4.625% 3/0 | 87238QAD5 |
| — | THERAVANCE BIOPHARMA INC | 157,000 | $148K | 0.0% | $0.94 | — | — | NOTE 3.250%11/0 | 88339KAA0 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 35,000 | $126K | 0.0% | $3.60 | — | — | COM | 87157B103 |
| — | NEOGENOMICS INC | 94,000 | $91,000 | 0.0% | $0.97 | — | — | NOTE 0.250% 1/1 | 64049MAB6 |
| — | SUPERNUS PHARMACEUTICALS INC | 45,000 | $44,000 | 0.0% | $0.98 | — | — | NOTE 0.625% 4/0 | 868459AD0 |
| — | NEW YORK MTG TR INC | 30,000 | $30,000 | 0.0% | $1.00 | — | — | NOTE 6.250% 1/1 | 649604AD7 |
| — | FIREEYE INC | 15,000 | $14,000 | 0.0% | $0.93 | — | — | NOTE 1.000% 6/0 | 31816QAB7 |
| — | DYCOM INDS INC | 15,000 | $14,000 | 0.0% | $0.93 | — | — | NOTE 0.750% 9/1 | 267475AB7 |
| — | PALATIN TECHNOLOGIES INC | 19,010 | $12,000 | 0.0% | $0.63 | — | — | COM PAR $ .01 | 696077403 |