Location: New York, NY
CIK: 0000061227 · Show all filings
Period: Q2 2021 (← Previous) (Next →)
Filing Date: Aug 13, 2021
Total Value: $10.64B (72.1% shares, 27.9% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| SPY | SPDR S&P 500 ETF TR | 1,817,684 | $778M | 7.3% | $261.36 | — | TR UNIT | 78462F103 |
| VOO | VANGUARD INDEX FDS | 999,910 | $393M | 3.7% | $292.84 | — | S&P 500 ETF SHS | 922908363 |
| AAPL | APPLE INC | 2,472,989 | $339M | 3.2% | $90.90 | +39.1% | COM | 037833100 |
| MSFT | MICROSOFT CORP | 1,183,852 | $321M | 3.0% | $85.86 | +185.0% | COM | 594918104 |
| AMZN | AMAZON COM INC | 67,422 | $232M | 2.2% | $83.37 | +99.4% | COM | 023135106 |
| GPOR | GULFPORT ENERGY CORP | 2,237,064 | $145M | 1.4% | $64.14 | 0.0% | COMMON SHARES | 402635502 |
| — | WELLPOINT INC | 24,910,000 | $135M | 1.3% | $3.14 | — | NOTE 2.750%10/1 | 94973VBG1 |
| META | FACEBOOK INC | 377,397 | $131M | 1.2% | $176.80 | +80.2% | CL A | 30303M102 |
| GOOGL | ALPHABET INC | 47,337 | $116M | 1.1% | $56.64 | +104.7% | CAP STK CL A | 02079K305 |
| GOOG | ALPHABET INC | 44,911 | $113M | 1.1% | $56.22 | +110.4% | CAP STK CL C | 02079K107 |
| — | PIONEER NAT RES CO | 62,118,000 | $99.39M | 0.9% | $1.60 | — | NOTE 0.250% 5/1 | 723787AP2 |
| — | SOUTHWEST AIRLS CO | 63,300,000 | $96.14M | 0.9% | $1.27 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | LUMENTUM HLDGS INC | 61,759,000 | $90.11M | 0.8% | $1.29 | — | NOTE 0.250% 3/1 | 55024UAB5 |
| — | EQT CORP | 53,668,000 | $89.63M | 0.8% | $1.67 | — | NOTE 1.750% 5/0 | 26884LAK5 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 296,700 | $82.46M | 0.8% | $208.70 | +33.9% | CL B NEW | 084670702 |
| TSLA | TESLA INC | 121,201 | $82.38M | 0.8% | $144.11 | +50.6% | COM | 88160R101 |
| — | TELADOC HEALTH INC | 70,702,000 | $79.45M | 0.7% | $1.12 | — | NOTE 1.250% 6/0 | 87918AAF2 |
| NVDA | NVIDIA CORPORATION | 97,820 | $78.27M | 0.7% | $5.98 | +167.4% | COM | 67066G104 |
| BAC | BK OF AMERICA CORP | 1,855,843 | $76.52M | 0.7% | $22.91 | +59.6% | COM | 060505104 |
| JPM | JPMORGAN CHASE & CO | 475,790 | $74M | 0.7% | $91.28 | +53.1% | COM | 46625H100 |
| — | MICROCHIP TECHNOLOGY INC. | 21,898,000 | $72.28M | 0.7% | $1.50 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | BURLINGTON STORES INC | 43,110,000 | $68.68M | 0.6% | $1.59 | — | NOTE 2.250% 4/1 | 122017AB2 |
| JNJ | JOHNSON & JOHNSON | 414,864 | $68.34M | 0.6% | $110.45 | +31.2% | COM | 478160104 |
| — | RINGCENTRAL INC | 61,500,000 | $68.19M | 0.6% | $1.10 | — | NOTE 3/0 | 76680RAF4 |
| — | FORUM ENERGY TECHNOLOGIES IN | 67,931,698 | $68.17M | 0.6% | $0.64 | — | NOTE 9.000% 8/0 | 34984VAC4 |
| — | EXACT SCIENCES CORP | 54,790,000 | $67.97M | 0.6% | $1.30 | — | NOTE 0.375% 3/0 | 30063PAC9 |
| — | DISH NETWORK CORPORATION | 67,694,000 | $65.88M | 0.6% | $0.88 | — | NOTE 2.375% 3/1 | 25470MAD1 |
| — | ETSY INC | 27,350,000 | $65.64M | 0.6% | $1.58 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| — | NRG ENERGY INC | 54,051,000 | $63.05M | 0.6% | $1.13 | — | DBCV 2.750% 6/0 | 629377CG5 |
| — | BIOMARIN PHARMACEUTICAL INC | 60,380,000 | $62.69M | 0.6% | $1.01 | — | NOTE 0.599% 8/0 | 09061GAH4 |
| V | VISA INC | 265,517 | $62.08M | 0.6% | $116.14 | +90.3% | COM CL A | 92826C839 |
| — | CONMED CORP | 38,286,000 | $61.84M | 0.6% | $1.08 | — | NOTE 2.625% 2/0 | 207410AF8 |
| UNH | UNITEDHEALTH GROUP INC | 148,502 | $59.47M | 0.6% | $206.28 | +78.9% | COM | 91324P102 |
| — | DEXCOM INC | 55,521,000 | $58.26M | 0.5% | $1.05 | — | NOTE 0.250%11/1 | 252131AK3 |
| — | HELIX ENERGY SOLUTIONS GRP I | 46,811,000 | $57.43M | 0.5% | $1.00 | — | NOTE 6.750% 2/1 | 42330PAK3 |
| PYPL | PAYPAL HLDGS INC | 184,971 | $53.91M | 0.5% | $102.38 | +157.4% | COM | 70450Y103 |
| HD | HOME DEPOT INC | 167,588 | $53.44M | 0.5% | $173.08 | +64.0% | COM | 437076102 |
| — | LAM RESEARCH CORP | 81,694 | $53.16M | 0.5% | $504.20 | — | COM | 512807108 |
| TALO | TALOS ENERGY INC | 3,388,354 | $52.99M | 0.5% | $32.68 | -57.7% | COM | 87484T108 |
| PG | PROCTER AND GAMBLE CO | 385,823 | $52.06M | 0.5% | $70.63 | +70.9% | COM | 742718109 |
| — | AMERICAN EAGLE OUTFITTERS IN | 11,542,000 | $50.43M | 0.5% | $4.37 | — | NOTE 3.750% 4/1 | 02553EAB2 |
| DIS | DISNEY WALT CO | 285,607 | $50.2M | 0.5% | $104.45 | +68.2% | COM | 254687106 |
| MA | MASTERCARD INCORPORATED | 137,501 | $50.2M | 0.5% | $166.16 | +118.0% | CL A | 57636Q104 |
| TSM | TAIWAN SEMICONDUCTOR MFG LTD | 405,565 | $48.73M | 0.5% | $58.05 | — | SPONSORED ADS | 874039100 |
| — | VIAVI SOLUTIONS INC | 33,707,000 | $47.62M | 0.4% | $1.15 | — | NOTE 1.000% 3/0 | 925550AB1 |
| — | PATRICK INDS INC | 43,411,000 | $47.2M | 0.4% | $0.92 | — | DBCV 1.000% 2/0 | 703343AB9 |
| — | DISH NETWORK CORPORATION | 45,113,000 | $46.13M | 0.4% | $1.02 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | ARES CAPITAL CORP | 41,329,000 | $45.18M | 0.4% | $1.00 | — | NOTE 4.625% 3/0 | 04010LAW3 |
| — | STANLEY BLACK & DECKER INC | 371,500 | $44.79M | 0.4% | $109.40 | — | UNIT 11/15/2022 | 854502846 |
| ADBE | ADOBE SYSTEMS INCORPORATED | 75,151 | $44.01M | 0.4% | $249.48 | +106.6% | COM | 00724F101 |
| — | BLACKROCK MUN TARGET TERM TR | 1,666,886 | $43.72M | 0.4% | $24.54 | — | COM SHS BEN IN | 09257P105 |
| — | SHOPIFY INC | 32,822,000 | $42.9M | 0.4% | $1.18 | — | NOTE 0.125%11/0 | 82509LAA5 |
| — | PG&E CORP | 420,067 | $42.59M | 0.4% | $98.45 | — | UNIT 99/99/9999 | 69331C140 |
| — | AES CORP | 398,003 | $42.48M | 0.4% | $104.59 | — | UNIT 99/99/9999 | 00130H204 |
| — | PALO ALTO NETWORKS INC | 29,078,000 | $42.45M | 0.4% | $1.09 | — | NOTE 0.750% 7/0 | 697435AD7 |
| XOM | EXXON MOBIL CORP | 665,162 | $41.96M | 0.4% | $55.43 | -9.7% | COM | 30231G102 |
| — | WORKDAY INC | 25,180,000 | $41.73M | 0.4% | $1.36 | — | NOTE 0.250%10/0 | 98138HAF8 |
| CMCSA | COMCAST CORP NEW | 720,349 | $41.08M | 0.4% | $32.94 | +48.9% | CL A | 20030N101 |
| — | CENTENNIAL RESOURCE DEV INC | 31,089,000 | $41.06M | 0.4% | $1.13 | — | NOTE 3.250% 4/0 | 15136AAA0 |
| — | WIX COM LTD | 19,797,000 | $40.77M | 0.4% | $1.35 | — | NOTE 7/0 | 92940WAB5 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 36,791,000 | $40.19M | 0.4% | $1.00 | — | NOTE 2.250% 6/0 | 049164BH8 |
| — | MICROCHIP TECHNOLOGY INC. | 17,953,000 | $40.05M | 0.4% | $1.44 | — | NOTE 1.625% 2/1 | 595017AF1 |
| — | PRICELINE GRP INC | 35,420,000 | $38.55M | 0.4% | $1.21 | — | NOTE 0.900% 9/1 | 741503AX4 |
| — | ILLUMINA INC | 30,249,000 | $38.23M | 0.4% | $1.14 | — | NOTE 8/1 | 452327AK5 |
| — | ENVESTNET INC | 30,611,000 | $37.63M | 0.4% | $1.12 | — | NOTE 1.750% 6/0 | 29404KAB2 |
| — | NEUROCRINE BIOSCIENCES INC | 27,806,000 | $37.41M | 0.4% | $1.40 | — | NOTE 2.250% 5/1 | 64125CAD1 |
| — | AKAMAI TECHNOLOGIES INC | 31,823,000 | $36.98M | 0.3% | $1.14 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| NFLX | NETFLIX INC | 69,703 | $36.82M | 0.3% | $29.34 | +74.2% | COM | 64110L106 |
| — | APELLIS PHARMACEUTICALS INC | 19,851,000 | $36.7M | 0.3% | $1.23 | — | NOTE 3.500% 9/1 | 03753UAB2 |
| VZ | VERIZON COMMUNICATIONS INC | 650,634 | $36.45M | 0.3% | $35.99 | +20.6% | COM | 92343V104 |
| INTC | INTEL CORP | 637,204 | $35.77M | 0.3% | $42.44 | +26.2% | COM | 458140100 |
| CRM | SALESFORCE COM INC | 145,466 | $35.53M | 0.3% | $131.07 | +73.7% | COM | 79466L302 |
| — | SILICON LABORATORIES INC | 25,364,000 | $35.29M | 0.3% | $1.39 | — | NOTE 0.625% 6/1 | 826919AD4 |
| CSCO | CISCO SYS INC | 663,797 | $35.18M | 0.3% | $34.36 | +33.4% | COM | 17275R102 |
| PFE | PFIZER INC | 880,844 | $34.49M | 0.3% | $24.67 | +25.7% | COM | 717081103 |
| — | SPLUNK INC | 28,305,000 | $33.08M | 0.3% | $1.08 | — | NOTE 0.500% 9/1 | 848637AC8 |
| KO | COCA COLA CO | 611,055 | $33.06M | 0.3% | $35.98 | +31.4% | COM | 191216100 |
| — | NUVEEN AMT FREE QLTY MUN INC | 2,098,405 | $32.95M | 0.3% | $14.63 | — | COM | 670657105 |
| ABT | ABBOTT LABS | 279,109 | $32.36M | 0.3% | $69.84 | +53.6% | COM | 002824100 |
| T | AT&T INC | 1,122,195 | $32.3M | 0.3% | $15.48 | +9.7% | COM | 00206R102 |
| PEP | PEPSICO INC | 217,292 | $32.2M | 0.3% | $89.77 | +40.6% | COM | 713448108 |
| CVX | CHEVRON CORP NEW | 305,772 | $32.03M | 0.3% | $82.35 | +5.8% | COM | 166764100 |
| XMUIX | BLACKROCK MUNI INTER DR FD I | 2,023,529 | $31.65M | 0.3% | $14.37 | — | COM | 09253X102 |
| ABBV | ABBVIE INC | 278,204 | $31.34M | 0.3% | $72.95 | +29.9% | COM | 00287Y109 |
| IAU | ISHARES GOLD TR | 929,500 | $31.33M | 0.3% | $33.71 | — | ISHARES NEW | 464285204 |
| TMO | THERMO FISHER SCIENTIFIC INC | 61,864 | $31.21M | 0.3% | $252.80 | +84.3% | COM | 883556102 |
| MRK | MERCK & CO INC | 399,374 | $31.06M | 0.3% | $50.25 | +27.6% | COM | 58933Y105 |
| NKE | NIKE INC | 200,418 | $30.96M | 0.3% | $85.51 | +47.0% | CL B | 654106103 |
| — | NUVASIVE INC | 31,273,000 | $30.94M | 0.3% | $1.02 | — | NOTE 0.375% 3/1 | 670704AJ4 |
| — | LIBERTY MEDIA CORP DEL | 23,136,000 | $30.83M | 0.3% | $1.11 | — | NOTE 1.375%10/1 | 531229AB8 |
| AVGO | BROADCOM INC | 64,327 | $30.67M | 0.3% | $21.81 | +92.8% | COM | 11135F101 |
| WMT | WALMART INC | 216,047 | $30.47M | 0.3% | $29.04 | +50.8% | COM | 931142103 |
| — | INTEGRA LIFESCIENCES HLDGS C | 27,229,000 | $30.15M | 0.3% | $1.11 | — | NOTE 0.500% 8/1 | 457985AM1 |
| WFC | WELLS FARGO CO NEW | 649,812 | $29.43M | 0.3% | $45.25 | -11.6% | COM | 949746101 |
| — | EURONET WORLDWIDE INC | 25,245,000 | $28.87M | 0.3% | $0.95 | — | NOTE 0.750% 3/1 | 298736AL3 |
| LLY | LILLY ELI & CO | 125,365 | $28.77M | 0.3% | $97.50 | +96.8% | COM | 532457108 |
| TXN | TEXAS INSTRS INC | 145,185 | $27.92M | 0.3% | $93.23 | +76.1% | COM | 882508104 |
| — | EVERBRIDGE INC | 20,290,000 | $27.77M | 0.3% | $1.39 | — | NOTE 0.125%12/1 | 29978AAC8 |
| — | SLACK TECHNOLOGIES INC | 18,164,000 | $27.6M | 0.3% | $1.52 | — | NOTE 0.500% 4/1 | 83088VAB8 |
| COST | COSTCO WHSL CORP NEW | 69,426 | $27.47M | 0.3% | $216.21 | +66.1% | COM | 22160K105 |
| MCD | MCDONALDS CORP | 117,264 | $27.09M | 0.3% | $149.43 | +40.1% | COM | 580135101 |
| — | BLACKROCK MUNIHLDNGS CALI QL | 1,682,151 | $26.8M | 0.3% | $13.93 | — | COM | 09254L107 |
| DHR | DANAHER CORPORATION | 99,447 | $26.69M | 0.3% | $113.14 | +91.9% | COM | 235851102 |
| — | PALO ALTO NETWORKS INC | 19,255,000 | $26.28M | 0.2% | $1.36 | — | NOTE 0.375% 6/0 | 697435AF2 |
| — | CHEFS WHSE INC | 24,996,000 | $26.18M | 0.2% | $1.00 | — | NOTE 1.875%12/0 | 163086AB7 |
| QCOM | QUALCOMM INC | 177,697 | $25.4M | 0.2% | $60.64 | +101.4% | COM | 747525103 |
| — | MONGODB INC | 14,015,000 | $25.36M | 0.2% | $1.45 | — | NOTE 0.250% 1/1 | 60937PAD8 |
| — | LIVE NATION ENTERTAINMENT IN | 17,912,000 | $25.1M | 0.2% | $1.25 | — | NOTE 2.500% 3/1 | 538034AQ2 |
| — | WHITING PETE CORP NEW | 456,540 | $24.9M | 0.2% | $17.29 | — | COM NEW | 966387508 |
| GLD | SPDR GOLD TR | 150,336 | $24.9M | 0.2% | $112.08 | — | GOLD SHS | 78463V107 |
| — | BIOMARIN PHARMACEUTICAL INC | 24,500,000 | $24.67M | 0.2% | $1.01 | — | NOTE 1.250% 5/1 | 09061GAK7 |
| — | BRIDGEBIO PHARMA INC | 14,611,000 | $24.04M | 0.2% | $1.65 | — | NOTE 2.500% 3/1 | 10806XAB8 |
| HON | HONEYWELL INTL INC | 109,106 | $23.93M | 0.2% | $118.39 | +62.3% | COM | 438516106 |
| UPS | UNITED PARCEL SERVICE INC | 114,230 | $23.76M | 0.2% | $105.68 | +55.3% | CL B | 911312106 |
| BMY | BRISTOL-MYERS SQUIBB CO | 351,081 | $23.46M | 0.2% | $46.48 | +15.9% | COM | 110122108 |
| — | BLACKROCK MUNIHLDGS NJ QLTY | 1,467,874 | $23.41M | 0.2% | $13.76 | — | COM | 09254X101 |
| — | LIBERTY MEDIA CORP DEL | 17,109,000 | $23.33M | 0.2% | $1.14 | — | NOTE 1.000% 1/3 | 531229AF9 |
| — | ON SEMICONDUCTOR CORP | 12,204,000 | $23.26M | 0.2% | $1.29 | — | NOTE 1.625%10/1 | 682189AP0 |
| — | AMERICAN AIRLS GROUP INC | 14,726,000 | $23.16M | 0.2% | $1.06 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| C | CITIGROUP INC | 325,629 | $23.04M | 0.2% | $56.17 | +11.7% | COM NEW | 172967424 |
| UNP | UNION PAC CORP | 104,506 | $22.98M | 0.2% | $130.92 | +53.1% | COM | 907818108 |
| PM | PHILIP MORRIS INTL INC | 230,458 | $22.84M | 0.2% | $64.52 | +18.4% | COM | 718172109 |
| — | RAMBUS INC DEL | 17,196,000 | $22.72M | 0.2% | $0.93 | — | NOTE 1.375% 2/0 | 750917AG1 |
| NEE | NEXTERA ENERGY INC | 307,454 | $22.53M | 0.2% | $57.79 | +15.1% | COM | 65339F101 |
| — | DATADOG INC | 16,702,000 | $22.33M | 0.2% | $1.34 | — | NOTE 0.125% 6/1 | 23804LAB9 |
| ORCL | ORACLE CORP | 286,564 | $22.31M | 0.2% | $47.13 | +56.2% | COM | 68389X105 |
| — | ZENDESK INC | 15,197,000 | $22.21M | 0.2% | $1.46 | — | NOTE 0.625% 6/1 | 98936JAD3 |
| AMGN | AMGEN INC | 90,830 | $22.14M | 0.2% | $170.27 | +24.8% | COM | 031162100 |
| — | BLACKROCK MUNIHLDGS NY QLTY | 1,477,304 | $21.79M | 0.2% | $13.55 | — | COM | 09255C106 |
| LOW | LOWES COS INC | 111,890 | $21.7M | 0.2% | $112.29 | +59.9% | COM | 548661107 |
| MS | MORGAN STANLEY | 233,428 | $21.4M | 0.2% | $43.73 | +68.5% | COM NEW | 617446448 |
| INTU | INTUIT | 42,948 | $21.05M | 0.2% | $254.43 | +65.6% | COM | 461202103 |
| — | OKTA INC | 14,458,000 | $20.89M | 0.2% | $1.33 | — | NOTE 0.125% 9/0 | 679295AD7 |
| SBUX | STARBUCKS CORP | 185,224 | $20.71M | 0.2% | $52.01 | +95.5% | COM | 855244109 |
| BA | BOEING CO | 86,412 | $20.7M | 0.2% | $299.70 | -19.3% | COM | 097023105 |
| AMAT | APPLIED MATLS INC | 144,877 | $20.63M | 0.2% | $36.31 | +254.8% | COM | 038222105 |
| IBM | INTERNATIONAL BUSINESS MACHS | 140,495 | $20.59M | 0.2% | $104.85 | +8.2% | COM | 459200101 |
| RTX | RAYTHEON TECHNOLOGIES CORP | 238,279 | $20.33M | 0.2% | $54.57 | +38.7% | COM | 75513E101 |
| GS | GOLDMAN SACHS GROUP INC | 53,400 | $20.27M | 0.2% | $209.50 | +52.5% | COM | 38141G104 |
| CPLB | INDEXIQ ACTIVE ETF TR | 800,000 | $20.04M | 0.2% | $25.05 | — | IQ MACKAY ESG CR | 45409F785 |
| — | CHEESECAKE FACTORY INC | 20,000,000 | $19.79M | 0.2% | $0.99 | — | NOTE 0.375% 6/1 | 163072AA9 |
| — | BLACKROCK INC | 22,332 | $19.54M | 0.2% | $523.28 | — | COM | 09247X101 |
| AMT | AMERICAN TOWER CORP NEW | 71,450 | $19.3M | 0.2% | $144.30 | +53.3% | COM | 03027X100 |
| NICE | NICE LTD | 77,820 | $19.26M | 0.2% | $181.29 | — | SPONSORED ADR | 653656108 |
| TGT | TARGET CORP | 78,189 | $18.9M | 0.2% | $84.91 | +125.6% | COM | 87612E106 |
| XMQTX | BLACKROCK MUNIYIELD QUALITY | 1,295,474 | $18.77M | 0.2% | $12.97 | — | COM | 09254G108 |
| CAT | CATERPILLAR INC | 86,192 | $18.76M | 0.2% | $127.86 | +65.7% | COM | 149123101 |
| — | BLACKROCK MUNIYLD MICH QLTY | 1,212,055 | $18.68M | 0.2% | $14.50 | — | COM | 09254V105 |
| — | GENERAL ELECTRIC CO | 1,379,945 | $18.57M | 0.2% | $12.14 | — | COM | 369604103 |
| — | INFINERA CORP | 12,063,000 | $18.37M | 0.2% | $1.45 | — | NOTE 2.500% 3/0 | 45667GAE3 |
| MMM | 3M CO | 91,122 | $18.1M | 0.2% | $140.87 | -0.3% | COM | 88579Y101 |
| — | COUPA SOFTWARE INC | 15,559,000 | $18.03M | 0.2% | $1.16 | — | NOTE 0.375% 6/1 | 22266LAF3 |
| AMD | ADVANCED MICRO DEVICES INC | 191,051 | $17.95M | 0.2% | $35.37 | +128.5% | COM | 007903107 |
| DE | DEERE & CO | 49,329 | $17.4M | 0.2% | $158.55 | +116.2% | COM | 244199105 |
| CVS | CVS HEALTH CORP | 206,902 | $17.26M | 0.2% | $57.08 | +23.5% | COM | 126650100 |
| SCHW | SCHWAB CHARLES CORP | 235,188 | $17.12M | 0.2% | $43.44 | +53.3% | COM | 808513105 |
| ISRG | INTUITIVE SURGICAL INC | 18,608 | $17.11M | 0.2% | $162.28 | +72.9% | COM NEW | 46120E602 |
| NOW | SERVICENOW INC | 31,027 | $17.05M | 0.2% | $58.31 | +73.9% | COM | 81762P102 |
| — | LENDINGTREE INC NEW | 14,244,000 | $16.88M | 0.2% | $1.33 | — | NOTE 0.625% 6/0 | 52603BAA5 |
| AXP | AMERICAN EXPRESS CO | 102,101 | $16.87M | 0.2% | $103.28 | +43.2% | COM | 025816109 |
| — | PEBBLEBROOK HOTEL TR | 14,822,000 | $16.84M | 0.2% | $1.17 | — | NOTE 1.750%12/1 | 70509VAA8 |
| — | BLACKROCK MUNIYIELD N Y QUAL | 1,191,727 | $16.76M | 0.2% | $13.04 | — | COM | 09255E102 |
| — | CANTEL MED CORP | 7,536,000 | $16.36M | 0.2% | $2.17 | — | NOTE 3.250% 5/1 | 138098AB4 |
| — | VONAGE HLDGS CORP | 14,093,000 | $15.78M | 0.1% | $0.94 | — | NOTE 1.750% 6/0 | 92886TAJ1 |
| CHTR | CHARTER COMMUNICATIONS INC N | 21,793 | $15.72M | 0.1% | $401.98 | +67.5% | CL A | 16119P108 |
| — | SUMMIT HOTEL PPTYS INC | 15,092,000 | $15.63M | 0.1% | $1.11 | — | NOTE 1.500% 2/1 | 866082AA8 |
| — | NICE SYS INC | 5,232,000 | $15.51M | 0.1% | $1.48 | — | NOTE 1.250% 1/1 | 65366HAB9 |
| SPGI | S&P GLOBAL INC | 37,745 | $15.49M | 0.1% | $268.36 | +37.8% | COM | 78409V104 |
| XPMAX | PIONEER MUNICIPAL HIGH INCOM | 1,225,298 | $15.12M | 0.1% | $10.93 | — | COM | 723762100 |
| MU | MICRON TECHNOLOGY INC | 176,478 | $15M | 0.1% | $46.36 | +77.7% | COM | 595112103 |
| ELV | ANTHEM INC | 38,674 | $14.77M | 0.1% | $251.54 | +42.5% | COM | 036752103 |
| LMT | LOCKHEED MARTIN CORP | 38,463 | $14.55M | 0.1% | $293.71 | +15.3% | COM | 539830109 |
| BKNG | BOOKING HOLDINGS INC | 6,446 | $14.1M | 0.1% | $1937.10 | +18.6% | COM | 09857L108 |
| PLD | PROLOGIS INC. | 116,675 | $13.95M | 0.1% | $68.63 | +49.1% | COM | 74340W103 |
| ZTS | ZOETIS INC | 74,802 | $13.94M | 0.1% | $98.35 | +69.3% | CL A | 98978V103 |
| FIS | FIDELITY NATL INFORMATION SV | 97,156 | $13.76M | 0.1% | $97.85 | +36.3% | COM | 31620M106 |
| MDLZ | MONDELEZ INTL INC | 219,878 | $13.73M | 0.1% | $37.03 | +47.5% | CL A | 609207105 |
| GILD | GILEAD SCIENCES INC | 198,489 | $13.67M | 0.1% | $58.32 | -4.2% | COM | 375558103 |
| SYK | STRYKER CORPORATION | 51,476 | $13.37M | 0.1% | $160.81 | +51.4% | COM | 863667101 |
| TMUS | T-MOBILE US INC | 91,804 | $13.3M | 0.1% | $88.75 | +50.1% | COM | 872590104 |
| ADP | AUTOMATIC DATA PROCESSING IN | 66,939 | $13.29M | 0.1% | $122.21 | +44.2% | COM | 053015103 |
| — | NEXTERA ENERGY INC | 271,221 | $13.28M | 0.1% | $43.33 | — | UNIT 99/99/9999 | 65339F770 |
| CCI | CROWN CASTLE INTL CORP NEW | 67,870 | $13.24M | 0.1% | $99.14 | +51.3% | COM | 22822V101 |
| MO | ALTRIA GROUP INC | 273,650 | $13.05M | 0.1% | $33.26 | +2.1% | COM | 02209S103 |
| COP | CONOCOPHILLIPS | 212,605 | $12.95M | 0.1% | $40.73 | +15.8% | COM | 20825C104 |
| CI | CIGNA CORP NEW | 54,052 | $12.81M | 0.1% | $174.03 | +32.0% | COM | 125523100 |
| TJX | TJX COS INC NEW | 189,756 | $12.79M | 0.1% | $47.87 | +33.0% | COM | 872540109 |
| — | BLACKROCK MUNIHOLDINGS FD IN | 760,591 | $12.76M | 0.1% | $16.00 | — | COM | 09253N104 |
| PNC | PNC FINL SVCS GROUP INC | 66,786 | $12.74M | 0.1% | $115.62 | +37.3% | COM | 693475105 |
| USB | US BANCORP DEL | 212,787 | $12.12M | 0.1% | $39.23 | +21.6% | COM NEW | 902973304 |
| CME | CME GROUP INC | 56,320 | $11.98M | 0.1% | $133.21 | +31.8% | COM | 12572Q105 |
| DUK | DUKE ENERGY CORP NEW | 120,726 | $11.92M | 0.1% | $59.67 | +40.6% | COM NEW | 26441C204 |
| GM | GENERAL MTRS CO | 200,670 | $11.87M | 0.1% | $34.91 | +62.4% | COM | 37045V100 |
| TFC | TRUIST FINL CORP | 211,849 | $11.76M | 0.1% | $35.70 | +31.8% | COM | 89832Q109 |
| — | ACTIVISION BLIZZARD INC | 122,233 | $11.66M | 0.1% | $65.19 | — | COM | 00507V109 |
| EL | LAUDER ESTEE COS INC | 36,403 | $11.58M | 0.1% | $142.01 | +99.2% | CL A | 518439104 |
| FDX | FEDEX CORP | 38,743 | $11.56M | 0.1% | $200.63 | +34.7% | COM | 31428X106 |
| CSX | CSX CORP | 353,697 | $11.35M | 0.1% | $26.49 | +16.9% | COM | 126408103 |
| EQIX | EQUINIX INC | 14,100 | $11.32M | 0.1% | $517.02 | +31.3% | COM | 29444U700 |
| MRSH | MARSH & MCLENNAN COS INC | 79,824 | $11.23M | 0.1% | $81.58 | +53.5% | COM | 571748102 |
| — | NCL CORP LTD | 4,824,000 | $11.22M | 0.1% | $2.33 | — | NOTE 6.000% 5/1 | 62886HAT8 |
| BDX | BECTON DICKINSON & CO | 45,663 | $11.1M | 0.1% | $212.90 | +4.3% | COM | 075887109 |
| COF | CAPITAL ONE FINL CORP | 71,003 | $10.98M | 0.1% | $81.65 | +69.7% | COM | 14040H105 |
| ILMN | ILLUMINA INC | 22,973 | $10.87M | 0.1% | $283.87 | +41.9% | COM | 452327109 |
| CL | COLGATE PALMOLIVE CO | 133,294 | $10.84M | 0.1% | $62.54 | +17.4% | COM | 194162103 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 88,309 | $10.48M | 0.1% | $74.86 | +44.7% | COM | 45866F104 |
| XMHIX | PIONEER MUNICIPAL HIGH INCOM | 807,427 | $10.48M | 0.1% | $11.60 | — | COM SHS | 723763108 |
| — | Q2 HLDGS INC | 7,957,000 | $10.44M | 0.1% | $1.14 | — | NOTE 0.750% 6/0 | 74736LAD1 |
| NSC | NORFOLK SOUTHN CORP | 39,338 | $10.44M | 0.1% | $134.61 | +85.9% | COM | 655844108 |
| — | SQUARE INC | 3,310,000 | $10.36M | 0.1% | $1.20 | — | NOTE 0.500% 5/1 | 852234AD5 |
| SHW | SHERWIN WILLIAMS CO | 37,606 | $10.25M | 0.1% | $228.89 | +14.9% | COM | 824348106 |
| ADSK | AUTODESK INC | 34,816 | $10.16M | 0.1% | $169.20 | +68.6% | COM | 052769106 |
| ITW | ILLINOIS TOOL WKS INC | 45,342 | $10.14M | 0.1% | $134.88 | +52.0% | COM | 452308109 |
| EW | EDWARDS LIFESCIENCES CORP | 97,609 | $10.11M | 0.1% | $65.06 | +44.9% | COM | 28176E108 |
| SO | SOUTHERN CO | 166,173 | $10.06M | 0.1% | $38.92 | +38.2% | COM | 842587107 |
| ADI | ANALOG DEVICES INC | 58,023 | $9.99M | 0.1% | $77.23 | +91.2% | COM | 032654105 |
| APD | AIR PRODS & CHEMS INC | 34,717 | $9.987M | 0.1% | $147.29 | +77.0% | COM | 009158106 |
| FISV | FISERV INC | 93,283 | $9.971M | 0.1% | $86.14 | +35.0% | COM | 337738108 |
| BSX | BOSTON SCIENTIFIC CORP | 223,384 | $9.552M | 0.1% | $29.64 | +41.9% | COM | 101137107 |
| CRC | CALIFORNIA RES CORP | 313,470 | $9.448M | 0.1% | $19.01 | +29.9% | COM STOCK | 13057Q305 |
| D | DOMINION ENERGY INC | 126,795 | $9.328M | 0.1% | $56.68 | +10.6% | COM | 25746U109 |
| — | DEXCOM INC | 3,577,000 | $9.296M | 0.1% | $1.64 | — | NOTE 0.750%12/0 | 252131AH0 |
| F | FORD MTR CO DEL | 623,383 | $9.263M | 0.1% | $6.57 | +53.4% | COM | 345370860 |
| REGN | REGENERON PHARMACEUTICALS | 16,485 | $9.208M | 0.1% | $445.02 | +13.2% | COM | 75886F107 |
| — | NUVEEN NEW YORK AMT QLT MUNI | 648,590 | $9.203M | 0.1% | $13.51 | — | COM | 670656107 |
| MCO | MOODYS CORP | 25,391 | $9.201M | 0.1% | $207.03 | +54.7% | COM | 615369105 |
| EMR | EMERSON ELEC CO | 94,519 | $9.096M | 0.1% | $58.17 | +47.0% | COM | 291011104 |
| — | BLACKROCK MUNIYILD QULT FD I | 542,354 | $9.084M | 0.1% | $16.64 | — | COM | 09254F100 |
| HUM | HUMANA INC | 20,446 | $9.052M | 0.1% | $287.06 | +45.6% | COM | 444859102 |
| PGR | PROGRESSIVE CORP | 91,966 | $9.032M | 0.1% | $47.68 | +85.6% | COM | 743315103 |
| — | CREE INC | 4,117,000 | $8.957M | 0.1% | $2.18 | — | NOTE 1.750% 5/0 | 225447AD3 |
| GPN | GLOBAL PMTS INC | 46,343 | $8.691M | 0.1% | $141.65 | +36.2% | COM | 37940X102 |
| — | INTERDIGITAL INC | 7,805,000 | $8.688M | 0.1% | $1.04 | — | NOTE 2.000% 6/0 | 45867GAB7 |
| TFX | TELEFLEX INCORPORATED | 21,508 | $8.642M | 0.1% | $242.20 | +64.0% | COM | 879369106 |
| — | TWITTER INC | 125,547 | $8.639M | 0.1% | $37.00 | — | COM | 90184L102 |
| HCA | HCA HEALTHCARE INC | 41,732 | $8.627M | 0.1% | $110.73 | +76.8% | COM | 40412C101 |
| FCX | FREEPORT-MCMORAN INC | 231,080 | $8.575M | 0.1% | $14.56 | +151.0% | CL B | 35671D857 |
| NOC | NORTHROP GRUMMAN CORP | 23,545 | $8.557M | 0.1% | $292.47 | +14.1% | COM | 666807102 |
| WM | WASTE MGMT INC DEL | 60,843 | $8.525M | 0.1% | $82.79 | +55.3% | COM | 94106L109 |
| IDXX | IDEXX LABS INC | 13,387 | $8.455M | 0.1% | $317.89 | +73.7% | COM | 45168D104 |
| BIIB | BIOGEN INC | 24,027 | $8.32M | 0.1% | $307.86 | -1.6% | COM | 09062X103 |
| VRTX | VERTEX PHARMACEUTICALS INC | 40,723 | $8.211M | 0.1% | $236.50 | -11.6% | COM | 92532F100 |
| DG | DOLLAR GEN CORP NEW | 37,518 | $8.118M | 0.1% | $123.06 | +58.9% | COM | 256677105 |
| ECL | ECOLAB INC | 39,061 | $8.046M | 0.1% | $162.05 | +27.3% | COM | 278865100 |
| NEM | NEWMONT CORP | 126,165 | $7.996M | 0.1% | $33.67 | +72.0% | COM | 651639106 |
| XVMMX | DELAWARE INVTS MINN MUN INCO | 564,399 | $7.978M | 0.1% | $15.18 | — | COM | 24610V103 |
| KLAC | KLA CORP | 24,198 | $7.845M | 0.1% | $180.80 | +68.7% | COM NEW | 482480100 |
| — | NUVEEN PENNSYLVANIA QLT MUN | 517,097 | $7.808M | 0.1% | $14.14 | — | COM | 670972108 |
| ROP | ROPER TECHNOLOGIES INC | 16,571 | $7.792M | 0.1% | $276.21 | +55.6% | COM | 776696106 |
| EOG | EOG RES INC | 91,830 | $7.663M | 0.1% | $58.66 | +7.1% | COM | 26875P101 |
| DOW | DOW INC | 117,891 | $7.46M | 0.1% | $36.38 | +40.3% | COM | 260557103 |
| — | AKAMAI TECHNOLOGIES INC | 5,694,000 | $7.445M | 0.1% | $1.11 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| IQV | IQVIA HLDGS INC | 30,431 | $7.374M | 0.1% | $144.98 | +59.3% | COM | 46266C105 |
| EBAY | EBAY INC. | 103,662 | $7.278M | 0.1% | $36.36 | +58.7% | COM | 278642103 |
| PSA | PUBLIC STORAGE | 23,985 | $7.212M | 0.1% | $165.91 | +37.7% | COM | 74460D109 |
| KMB | KIMBERLY-CLARK CORP | 53,174 | $7.113M | 0.1% | $101.67 | +10.5% | COM | 494368103 |
| A | AGILENT TECHNOLOGIES INC | 47,815 | $7.067M | 0.1% | $75.61 | +74.9% | COM | 00846U101 |
| TROW | PRICE T ROWE GROUP INC | 35,674 | $7.062M | 0.1% | $98.74 | +53.4% | COM | 74144T108 |
| SLB | SCHLUMBERGER LTD | 220,492 | $7.058M | 0.1% | $36.38 | -23.7% | COM STK | 806857108 |
| MET | METLIFE INC | 117,344 | $7.023M | 0.1% | $35.95 | +53.2% | COM | 59156R108 |
| LHX | L3HARRIS TECHNOLOGIES INC | 32,292 | $6.98M | 0.1% | $177.72 | +10.1% | COM | 502431109 |
| ROST | ROSS STORES INC | 56,234 | $6.973M | 0.1% | $82.38 | +43.7% | COM | 778296103 |
| — | ARES CAPITAL CORP | 6,638,000 | $6.953M | 0.1% | $0.99 | — | NOTE 3.750% 2/0 | 04010LAT0 |
| ALGN | ALIGN TECHNOLOGY INC | 11,333 | $6.924M | 0.1% | $374.10 | +58.2% | COM | 016255101 |
| MSCI | MSCI INC | 12,947 | $6.902M | 0.1% | $253.28 | +79.3% | COM | 55354G100 |
| CMG | CHIPOTLE MEXICAN GRILL INC | 4,452 | $6.902M | 0.1% | $13.52 | +111.0% | COM | 169656105 |
| — | PACIRA BIOSCIENCES INC | 6,272,000 | $6.855M | 0.1% | $0.96 | — | NOTE 2.375% 4/0 | 695127AD2 |
| EXC | EXELON CORP | 153,627 | $6.808M | 0.1% | $22.26 | +22.9% | COM | 30161N101 |
| GD | GENERAL DYNAMICS CORP | 35,990 | $6.776M | 0.1% | $174.55 | -2.1% | COM | 369550108 |
| SPG | SIMON PPTY GROUP INC NEW | 51,593 | $6.731M | 0.1% | $90.62 | +6.3% | COM | 828806109 |
| — | SPIRIT AIRLS INC | 7,000,000 | $6.707M | 0.1% | $0.96 | — | NOTE 1.000% 5/1 | 848577AB8 |
| CNC | CENTENE CORP DEL | 91,296 | $6.658M | 0.1% | $60.08 | +14.0% | COM | 15135B101 |
| AEP | AMERICAN ELEC PWR CO INC | 78,565 | $6.646M | 0.1% | $59.73 | +21.8% | COM | 025537101 |
| DLR | DIGITAL RLTY TR INC | 44,135 | $6.64M | 0.1% | $98.35 | +30.6% | COM | 253868103 |
| SNPS | SYNOPSYS INC | 23,886 | $6.588M | 0.1% | $143.57 | +76.8% | COM | 871607107 |
| BK | BANK NEW YORK MELLON CORP | 128,536 | $6.584M | 0.1% | $34.91 | +25.6% | COM | 064058100 |
| DD | DUPONT DE NEMOURS INC | 84,839 | $6.567M | 0.1% | $27.20 | +12.4% | COM | 26614N102 |
| SRE | SEMPRA ENERGY | 49,313 | $6.533M | 0.1% | $44.53 | +32.2% | COM | 816851109 |
| DXCM | DEXCOM INC | 15,252 | $6.513M | 0.1% | $85.18 | +12.7% | COM | 252131107 |
| EA | ELECTRONIC ARTS INC | 45,047 | $6.479M | 0.1% | $115.69 | +19.6% | COM | 285512109 |
| APH | AMPHENOL CORP NEW | 94,196 | $6.444M | 0.1% | $25.64 | +26.0% | CL A | 032095101 |
| MCHP | MICROCHIP TECHNOLOGY INC. | 42,990 | $6.437M | 0.1% | $43.65 | +58.4% | COM | 595017104 |
| AIG | AMERICAN INTL GROUP INC | 134,974 | $6.425M | 0.1% | $40.11 | +10.9% | COM NEW | 026874784 |
| — | ALEXION PHARMACEUTICALS INC | 34,871 | $6.406M | 0.1% | $109.64 | — | COM | 015351109 |
| BAX | BAXTER INTL INC | 79,045 | $6.363M | 0.1% | $65.29 | +15.9% | COM | 071813109 |
| XENWX | EATON VANCE NEW YORK MUN BD | 494,730 | $6.357M | 0.1% | $14.03 | — | COM | 27827Y109 |
| PRU | PRUDENTIAL FINL INC | 62,015 | $6.355M | 0.1% | $70.86 | +15.4% | COM | 744320102 |
| PPG | PPG INDS INC | 37,356 | $6.342M | 0.1% | $101.08 | +54.7% | COM | 693506107 |
| SYY | SYSCO CORP | 81,194 | $6.313M | 0.1% | $58.51 | +21.9% | COM | 871829107 |
| — | CONTEXTLOGIC INC | 474,778 | $6.253M | 0.1% | $13.17 | — | COM CL A | 21077C107 |
| CARR | CARRIER GLOBAL CORPORATION | 128,392 | $6.24M | 0.1% | $23.07 | +82.0% | COM | 14448C104 |
| STZ | CONSTELLATION BRANDS INC | 26,628 | $6.228M | 0.1% | $185.57 | +17.2% | CL A | 21036P108 |
| — | SPLUNK INC | 5,101,000 | $6.223M | 0.1% | $1.23 | — | NOTE 1.125% 9/1 | 848637AD6 |
| ORLY | OREILLY AUTOMOTIVE INC | 10,986 | $6.221M | 0.1% | $28.35 | +26.5% | COM | 67103H107 |
| PH | PARKER-HANNIFIN CORP | 20,252 | $6.22M | 0.1% | $180.21 | +61.5% | COM | 701094104 |
| ALL | ALLSTATE CORP | 47,679 | $6.219M | 0.1% | $79.97 | +44.2% | COM | 020002101 |
| — | WESTERN DIGITAL CORP. | 5,622,000 | $6.033M | 0.1% | $0.96 | — | NOTE 1.500% 2/0 | 958102AP0 |
| HYG | ISHARES TR | 68,153 | $6.001M | 0.1% | $87.30 | — | IBOXX HI YD ETF | 464288513 |
| CDNS | CADENCE DESIGN SYSTEM INC | 43,821 | $5.996M | 0.1% | $83.66 | +58.4% | COM | 127387108 |
| — | WALGREENS BOOTS ALLIANCE INC | 113,023 | $5.946M | 0.1% | $55.63 | — | COM | 931427108 |
| PSX | PHILLIPS 66 | 68,997 | $5.921M | 0.1% | $71.38 | -1.1% | COM | 718546104 |
| — | SABRE GLBL INC | 3,235,000 | $5.904M | 0.1% | $1.83 | — | NOTE 4.000% 4/1 | 78573NAE2 |
| — | PIONEER NAT RES CO | 36,332 | $5.904M | 0.1% | $107.58 | — | COM | 723787107 |
| TRV | TRAVELERS COMPANIES INC | 39,384 | $5.897M | 0.1% | $116.82 | +21.0% | COM | 89417E109 |
| GIS | GENERAL MLS INC | 96,079 | $5.854M | 0.1% | $41.94 | +26.1% | COM | 370334104 |
| HPQ | HP INC | 192,524 | $5.812M | 0.1% | $16.00 | +69.9% | COM | 40434L105 |
| IFF | INTERNATIONAL FLAVORS&FRAGRA | 38,785 | $5.794M | 0.1% | $114.06 | +10.7% | COM | 459506101 |
| MSI | MOTOROLA SOLUTIONS INC | 26,681 | $5.786M | 0.1% | $127.74 | +47.8% | COM NEW | 620076307 |
| CTSH | COGNIZANT TECHNOLOGY SOLUTIO | 83,042 | $5.752M | 0.1% | $69.69 | -0.6% | CL A | 192446102 |
| MAR | MARRIOTT INTL INC NEW | 42,084 | $5.746M | 0.1% | $118.47 | +17.3% | CL A | 571903202 |
| — | DISCOVER FINL SVCS | 47,839 | $5.658M | 0.1% | $75.20 | — | COM | 254709108 |
| RMD | RESMED INC | 22,898 | $5.645M | 0.1% | $136.32 | +48.2% | COM | 761152107 |
| CMI | CUMMINS INC | 23,054 | $5.621M | 0.1% | $168.51 | +35.5% | COM | 231021106 |
| KMI | KINDER MORGAN INC DEL | 306,304 | $5.584M | 0.1% | $11.46 | +19.7% | COM | 49456B101 |
| — | XILINX INC | 38,608 | $5.584M | 0.1% | $102.83 | — | COM | 983919101 |
| XEL | XCEL ENERGY INC | 84,610 | $5.574M | 0.1% | $38.37 | +56.1% | COM | 98389B100 |
| TDG | TRANSDIGM GROUP INC | 8,587 | $5.558M | 0.1% | $404.42 | +28.9% | COM | 893641100 |
| SBAC | SBA COMMUNICATIONS CORP NEW | 17,406 | $5.547M | 0.1% | $224.52 | +24.9% | CL A | 78410G104 |
| — | INDEXIQ ETF TR | 199,044 | $5.483M | 0.1% | $25.21 | — | HEALTHY HEARTS | 45409B321 |
| WELL | WELLTOWER INC | 65,753 | $5.464M | 0.1% | $60.68 | +11.9% | COM | 95040Q104 |
| PAYX | PAYCHEX INC | 50,444 | $5.412M | 0.1% | $54.63 | +61.6% | COM | 704326107 |
| YUM | YUM BRANDS INC | 46,858 | $5.39M | 0.1% | $82.91 | +30.4% | COM | 988498101 |
| ADM | ARCHER DANIELS MIDLAND CO | 88,180 | $5.344M | 0.1% | $37.64 | +48.1% | COM | 039483102 |
| MNST | MONSTER BEVERAGE CORP NEW | 58,404 | $5.335M | 0.1% | $31.33 | +49.8% | COM | 61174X109 |
| AFL | AFLAC INC | 99,126 | $5.319M | 0.0% | $38.37 | +27.8% | COM | 001055102 |
| HLT | HILTON WORLDWIDE HLDGS INC | 43,865 | $5.291M | 0.0% | $78.77 | +56.6% | COM | 43300A203 |
| CTAS | CINTAS CORP | 13,843 | $5.288M | 0.0% | $58.79 | +44.5% | COM | 172908105 |
| ZBH | ZIMMER BIOMET HOLDINGS INC | 32,833 | $5.28M | 0.0% | $108.65 | +43.3% | COM | 98956P102 |
| ROK | ROCKWELL AUTOMATION INC | 18,330 | $5.243M | 0.0% | $153.65 | +62.2% | COM | 773903109 |
| SWK | STANLEY BLACK & DECKER INC | 25,469 | $5.221M | 0.0% | $129.95 | +35.9% | COM | 854502101 |
| FRCB | FIRST REP BK SAN FRANCISCO C | 27,709 | $5.186M | 0.0% | $105.30 | +72.5% | COM | 33616C100 |
| OTIS | OTIS WORLDWIDE CORP | 63,418 | $5.186M | 0.0% | $50.79 | +41.2% | COM | 68902V107 |
| CTVA | CORTEVA INC | 115,961 | $5.143M | 0.0% | $28.78 | +52.5% | COM | 22052L104 |
| FTNT | FORTINET INC | 21,559 | $5.135M | 0.0% | $13.21 | +223.1% | COM | 34959E109 |
| MTD | METTLER TOLEDO INTERNATIONAL | 3,697 | $5.121M | 0.0% | $736.70 | +75.1% | COM | 592688105 |
| VLO | VALERO ENERGY CORP | 65,448 | $5.11M | 0.0% | $61.71 | +6.9% | COM | 91913Y100 |
| WMB | WILLIAMS COS INC | 191,212 | $5.076M | 0.0% | $17.64 | +15.8% | COM | 969457100 |
| AZO | AUTOZONE INC | 3,393 | $5.063M | 0.0% | $907.29 | +59.8% | COM | 053332102 |
| VTV | VANGUARD INDEX FDS | 36,762 | $5.053M | 0.0% | $104.51 | — | VALUE ETF | 922908744 |
| SWKS | SKYWORKS SOLUTIONS INC | 26,025 | $4.991M | 0.0% | $87.70 | +78.5% | COM | 83088M102 |
| GLW | CORNING INC | 121,978 | $4.989M | 0.0% | $26.68 | +43.6% | COM | 219350105 |
| PCAR | PACCAR INC | 54,673 | $4.88M | 0.0% | $41.11 | +24.5% | COM | 693718108 |
| LUV | SOUTHWEST AIRLS CO | 91,432 | $4.854M | 0.0% | $47.92 | +16.4% | COM | 844741108 |
| AME | AMETEK INC | 36,301 | $4.846M | 0.0% | $80.99 | +60.4% | COM | 031100100 |
| — | SVB FINANCIAL GROUP | 8,598 | $4.785M | 0.0% | $225.35 | — | COM | 78486Q101 |
| MCK | MCKESSON CORP | 24,956 | $4.772M | 0.0% | $130.40 | +44.3% | COM | 58155Q103 |
| — | ZYNGA INC | 3,462,000 | $4.765M | 0.0% | $1.30 | — | NOTE 0.250% 6/0 | 98986TAB4 |
| MPC | MARATHON PETE CORP | 78,636 | $4.751M | 0.0% | $48.36 | +8.1% | COM | 56585A102 |
| — | ANSYS INC | 13,674 | $4.746M | 0.0% | $180.11 | — | COM | 03662Q105 |
| PEG | PUBLIC SVC ENTERPRISE GRP IN | 79,291 | $4.737M | 0.0% | $42.05 | +25.7% | COM | 744573106 |
| FAST | FASTENAL CO | 90,398 | $4.701M | 0.0% | $13.30 | +75.1% | COM | 311900104 |
| DHI | D R HORTON INC | 51,918 | $4.691M | 0.0% | $46.32 | +93.5% | COM | 23331A109 |
| KR | KROGER CO | 120,050 | $4.599M | 0.0% | $24.34 | +40.1% | COM | 501044101 |
| EFX | EQUIFAX INC | 19,200 | $4.598M | 0.0% | $117.49 | +84.1% | COM | 294429105 |
| AVB | AVALONBAY CMNTYS INC | 21,984 | $4.587M | 0.0% | $149.77 | +13.8% | COM | 053484101 |
| — | INVESCO QUALITY MUN INCOME T | 338,536 | $4.57M | 0.0% | $12.73 | — | COM | 46133G107 |
| AMP | AMERIPRISE FINL INC | 18,318 | $4.559M | 0.0% | $132.00 | +78.2% | COM | 03076C106 |
| STT | STATE STR CORP | 55,268 | $4.547M | 0.0% | $58.45 | +23.9% | COM | 857477103 |
| NUE | NUCOR CORP | 47,365 | $4.544M | 0.0% | $51.02 | +70.5% | COM | 670346105 |
| CBRE | CBRE GROUP INC | 52,845 | $4.53M | 0.0% | $55.47 | +53.9% | CL A | 12504L109 |
| AJG | GALLAGHER ARTHUR J & CO | 32,177 | $4.507M | 0.0% | $64.03 | +110.3% | COM | 363576109 |
| KEYS | KEYSIGHT TECHNOLOGIES INC | 29,081 | $4.49M | 0.0% | $78.62 | +84.6% | COM | 49338L103 |
| ZBRA | ZEBRA TECHNOLOGIES CORPORATI | 8,473 | $4.486M | 0.0% | $282.50 | +76.4% | CL A | 989207105 |
| — | MAXIM INTEGRATED PRODS INC | 42,291 | $4.456M | 0.0% | $52.55 | — | COM | 57772K101 |
| VRSK | VERISK ANALYTICS INC | 25,360 | $4.431M | 0.0% | $138.31 | +24.5% | COM | 92345Y106 |
| DAL | DELTA AIR LINES INC DEL | 101,962 | $4.411M | 0.0% | $43.23 | +4.2% | COM NEW | 247361702 |
| AWK | AMERICAN WTR WKS CO INC NEW | 28,556 | $4.401M | 0.0% | $85.44 | +66.2% | COM | 030420103 |
| WEC | WEC ENERGY GROUP INC | 49,269 | $4.382M | 0.0% | $60.43 | +33.4% | COM | 92939U106 |
| LEN | LENNAR CORP | 43,635 | $4.335M | 0.0% | $57.81 | +56.2% | CL A | 526057104 |
| ES | EVERSOURCE ENERGY | 53,902 | $4.325M | 0.0% | $55.12 | +27.5% | COM | 30040W108 |
| — | VIACOMCBS INC | 95,533 | $4.318M | 0.0% | $40.31 | — | CL B | 92556H206 |
| CPRT | COPART INC | 32,687 | $4.309M | 0.0% | $14.72 | +110.6% | COM | 217204106 |
| — | LABORATORY CORP AMER HLDGS | 15,396 | $4.247M | 0.0% | $188.26 | — | COM NEW | 50540R409 |
| FITB | FIFTH THIRD BANCORP | 110,539 | $4.226M | 0.0% | $19.03 | +75.9% | COM | 316773100 |
| SYF | SYNCHRONY FINANCIAL | 86,488 | $4.197M | 0.0% | $29.22 | +40.4% | COM | 87165B103 |
| BALL | BALL CORP | 51,550 | $4.177M | 0.0% | $54.95 | +48.4% | COM | 058498106 |
| WST | WEST PHARMACEUTICAL SVSC INC | 11,614 | $4.171M | 0.0% | $177.37 | +84.2% | COM | 955306105 |
| KHC | KRAFT HEINZ CO | 102,226 | $4.169M | 0.0% | $40.93 | -17.4% | COM | 500754106 |
| EQR | EQUITY RESIDENTIAL | 54,099 | $4.165M | 0.0% | $51.01 | +23.6% | SH BEN INT | 29476L107 |
| VFC | V F CORP | 50,617 | $4.153M | 0.0% | $72.22 | +15.4% | COM | 918204108 |
| OXY | OCCIDENTAL PETE CORP | 132,228 | $4.135M | 0.0% | $46.41 | -45.5% | COM | 674599105 |
| ETSY | ETSY INC | 20,052 | $4.128M | 0.0% | $83.21 | +122.4% | COM | 29786A106 |
| GNRC | GENERAC HLDGS INC | 9,932 | $4.124M | 0.0% | $294.70 | +13.8% | COM | 368736104 |
| — | KANSAS CITY SOUTHERN | 14,459 | $4.098M | 0.0% | $115.37 | — | COM NEW | 485170302 |
| — | INVESCO PA VALUE MUN INC TR | 305,980 | $4.094M | 0.0% | $12.58 | — | COM | 46132K109 |
| WY | WEYERHAEUSER CO MTN BE | 118,336 | $4.073M | 0.0% | $21.81 | +40.0% | COM NEW | 962166104 |
| BBY | BEST BUY INC | 35,352 | $4.065M | 0.0% | $52.09 | +82.3% | COM | 086516101 |
| HSY | HERSHEY CO | 23,122 | $4.027M | 0.0% | $125.17 | +20.4% | COM | 427866108 |
| ARE | ALEXANDRIA REAL ESTATE EQ IN | 21,708 | $3.95M | 0.0% | $111.58 | +31.4% | COM | 015271109 |
| DTE | DTE ENERGY CO | 30,312 | $3.928M | 0.0% | $70.89 | +41.3% | COM | 233331107 |
| O | REALTY INCOME CORP | 58,756 | $3.921M | 0.0% | $45.76 | +13.3% | COM | 756109104 |
| ENPH | ENPHASE ENERGY INC | 21,280 | $3.907M | 0.0% | $179.51 | -18.3% | COM | 29355A107 |
| OKE | ONEOK INC NEW | 70,082 | $3.9M | 0.0% | $34.76 | +18.8% | COM | 682680103 |
| — | MARRIOTT VACATIONS WORLDWIDE | 3,258,000 | $3.884M | 0.0% | $0.90 | — | NOTE 1.500% 9/1 | 57164YAB3 |
| CDW | CDW CORP | 22,177 | $3.873M | 0.0% | $108.86 | +49.6% | COM | 12514G108 |
| ED | CONSOLIDATED EDISON INC | 53,701 | $3.852M | 0.0% | $65.11 | +0.1% | COM | 209115104 |
| ODFL | OLD DOMINION FREIGHT LINE IN | 15,003 | $3.808M | 0.0% | $71.80 | +74.5% | COM | 679580100 |
| IP | INTERNATIONAL PAPER CO | 62,065 | $3.805M | 0.0% | $33.02 | +41.2% | COM | 460146103 |
| NTRS | NORTHERN TR CORP | 32,755 | $3.787M | 0.0% | $79.16 | +25.4% | COM | 665859104 |
| — | HESS CORP | 43,339 | $3.784M | 0.0% | $56.13 | — | COM | 42809H107 |
| XBNYX | BLACKROCK N Y MUN INCOME TRU | 247,898 | $3.743M | 0.0% | $13.78 | — | SH BEN INT | 09248L106 |
| — | CERNER CORP | 47,485 | $3.711M | 0.0% | $70.27 | — | COM | 156782104 |
| FTV | FORTIVE CORP | 53,139 | $3.706M | 0.0% | $47.58 | +11.1% | COM | 34959J108 |
| EXPE | EXPEDIA GROUP INC | 22,368 | $3.662M | 0.0% | $98.38 | +73.0% | COM NEW | 30212P303 |
| VMC | VULCAN MATLS CO | 20,911 | $3.64M | 0.0% | $112.81 | +52.7% | COM | 929160109 |
| DLTR | DOLLAR TREE INC | 36,561 | $3.638M | 0.0% | $97.04 | +12.0% | COM | 256746108 |
| URI | UNITED RENTALS INC | 11,390 | $3.634M | 0.0% | $190.97 | +63.8% | COM | 911363109 |
| — | DELAWARE INVTS NATL MUN INCO | 256,199 | $3.621M | 0.0% | $14.77 | — | SH BEN INT | 24610T108 |
| RSG | REPUBLIC SVCS INC | 32,854 | $3.614M | 0.0% | $66.77 | +51.4% | COM | 760759100 |
| VRSN | VERISIGN INC | 15,721 | $3.579M | 0.0% | $178.37 | +21.0% | COM | 92343E102 |
| CLX | CLOROX CO DEL | 19,629 | $3.531M | 0.0% | $121.92 | +29.1% | COM | 189054109 |
| HIG | HARTFORD FINL SVCS GROUP INC | 56,385 | $3.494M | 0.0% | $43.18 | +38.0% | COM | 416515104 |
| MKC | MCCORMICK & CO INC | 39,298 | $3.471M | 0.0% | $68.20 | +18.3% | COM NON VTG | 579780206 |
| EXR | EXTRA SPACE STORAGE INC | 21,175 | $3.469M | 0.0% | $80.23 | +55.6% | COM | 30225T102 |
| QRVO | QORVO INC | 17,707 | $3.465M | 0.0% | $86.35 | +113.6% | COM | 74736K101 |
| MLM | MARTIN MARIETTA MATLS INC | 9,843 | $3.463M | 0.0% | $202.47 | +70.9% | COM | 573284106 |
| TER | TERADYNE INC | 25,829 | $3.46M | 0.0% | $82.97 | +51.3% | COM | 880770102 |
| — | EATON VANCE MUN BD FD | 252,701 | $3.457M | 0.0% | $12.63 | — | COM | 27827X101 |
| CZR | CAESARS ENTERTAINMENT INC NE | 33,283 | $3.453M | 0.0% | $55.90 | +80.5% | COM | 12769G100 |
| EIX | EDISON INTL | 59,663 | $3.449M | 0.0% | $44.77 | +5.4% | COM | 281020107 |
| EXPD | EXPEDITORS INTL WASH INC | 27,205 | $3.444M | 0.0% | $63.44 | +76.0% | COM | 302130109 |
| TSN | TYSON FOODS INC | 46,598 | $3.437M | 0.0% | $58.84 | +14.3% | CL A | 902494103 |
| WDC | WESTERN DIGITAL CORP. | 48,279 | $3.436M | 0.0% | $55.30 | -2.6% | COM | 958102105 |
| TSCO | TRACTOR SUPPLY CO | 18,319 | $3.409M | 0.0% | $20.83 | +62.9% | COM | 892356106 |
| XYL | XYLEM INC | 28,340 | $3.4M | 0.0% | $67.80 | +59.5% | COM | 98419M100 |
| DOV | DOVER CORP | 22,552 | $3.396M | 0.0% | $88.23 | +57.6% | COM | 260003108 |
| PPL | PPL CORP | 121,359 | $3.394M | 0.0% | $23.44 | +3.6% | COM | 69351T106 |
| — | FLEETCOR TECHNOLOGIES INC | 13,177 | $3.375M | 0.0% | $247.31 | — | COM | 339041105 |
| VTR | VENTAS INC | 59,099 | $3.374M | 0.0% | $47.03 | +0.9% | COM | 92276F100 |
| WAT | WATERS CORP | 9,739 | $3.366M | 0.0% | $222.47 | +42.3% | COM | 941848103 |
| KMX | CARMAX INC | 25,723 | $3.323M | 0.0% | $69.03 | +79.1% | COM | 143130102 |
| HBAN | HUNTINGTON BANCSHARES INC | 231,621 | $3.305M | 0.0% | $11.11 | +11.6% | COM | 446150104 |
| CHD | CHURCH & DWIGHT INC | 38,718 | $3.299M | 0.0% | $58.44 | +40.1% | COM | 171340102 |
| CCL | CARNIVAL CORP | 124,723 | $3.288M | 0.0% | $35.56 | -21.3% | UNIT 99/99/9999 | 143658300 |
| IT | GARTNER INC | 13,508 | $3.272M | 0.0% | $155.94 | +40.3% | COM | 366651107 |
| HAL | HALLIBURTON CO | 140,757 | $3.254M | 0.0% | $30.19 | -32.6% | COM | 406216101 |
| TRMB | TRIMBLE INC | 39,640 | $3.244M | 0.0% | $72.23 | +10.1% | COM | 896239100 |
| TTWO | TAKE-TWO INTERACTIVE SOFTWAR | 18,281 | $3.236M | 0.0% | $140.62 | +26.2% | COM | 874054109 |
| — | ISIS PHARMACEUTICALS INC DEL | 3,193,000 | $3.207M | 0.0% | $1.09 | — | NOTE 1.000%11/1 | 464337AJ3 |
| AEE | AMEREN CORP | 40,011 | $3.202M | 0.0% | $55.75 | +30.9% | COM | 023608102 |
| FE | FIRSTENERGY CORP | 85,590 | $3.185M | 0.0% | $29.59 | +4.1% | COM | 337932107 |
| NDAQ | NASDAQ INC | 18,059 | $3.174M | 0.0% | $32.09 | +60.9% | COM | 631103108 |
| KEY | KEYCORP | 153,251 | $3.165M | 0.0% | $13.71 | +26.1% | COM | 493267108 |
| ETR | ENTERGY CORP NEW | 31,623 | $3.153M | 0.0% | $38.45 | +15.8% | COM | 29364G103 |
| — | ARISTA NETWORKS INC | 8,684 | $3.146M | 0.0% | $210.43 | — | COM | 040413106 |
| — | COOPER COS INC | 7,814 | $3.097M | 0.0% | $313.14 | — | COM NEW | 216648402 |
| CFG | CITIZENS FINL GROUP INC | 67,452 | $3.094M | 0.0% | $27.16 | +42.8% | COM | 174610105 |
| ALB | ALBEMARLE CORP | 18,347 | $3.091M | 0.0% | $88.27 | +72.8% | COM | 012653101 |
| RF | REGIONS FINANCIAL CORP NEW | 152,321 | $3.074M | 0.0% | $13.31 | +34.3% | COM | 7591EP100 |
| ESS | ESSEX PPTY TR INC | 10,222 | $3.067M | 0.0% | $195.95 | +27.2% | COM | 297178105 |
| MAA | MID-AMER APT CMNTYS INC | 18,201 | $3.066M | 0.0% | $92.12 | +47.4% | COM | 59522J103 |
| GWW | GRAINGER W W INC | 6,968 | $3.052M | 0.0% | $288.18 | +45.8% | COM | 384802104 |
| TDY | TELEDYNE TECHNOLOGIES INC | 7,280 | $3.049M | 0.0% | $353.25 | +20.2% | COM | 879360105 |
| DRI | DARDEN RESTAURANTS INC | 20,730 | $3.026M | 0.0% | $70.56 | +71.8% | COM | 237194105 |
| HPE | HEWLETT PACKARD ENTERPRISE C | 207,106 | $3.02M | 0.0% | $12.82 | +7.3% | COM | 42824C109 |
| — | NUVEEN QUALITY MUNCP INCOME | 188,362 | $3.016M | 0.0% | $16.01 | — | COM | 67066V101 |
| CRL | CHARLES RIV LABS INTL INC | 8,145 | $3.013M | 0.0% | $132.32 | +152.4% | COM | 159864107 |
| ULTA | ULTA BEAUTY INC | 8,666 | $2.997M | 0.0% | $277.56 | +18.1% | COM | 90384S303 |
| AKAM | AKAMAI TECHNOLOGIES INC | 25,595 | $2.984M | 0.0% | $70.53 | +58.1% | COM | 00971T101 |
| BR | BROADRIDGE FINL SOLUTIONS IN | 18,355 | $2.965M | 0.0% | $109.50 | +34.9% | COM | 11133T103 |
| MTB | M & T BK CORP | 20,291 | $2.948M | 0.0% | $141.12 | -4.6% | COM | 55261F104 |
| — | CATALENT INC | 26,836 | $2.901M | 0.0% | $79.77 | — | COM | 148806102 |
| POOL | POOL CORP | 6,311 | $2.895M | 0.0% | $328.73 | +21.2% | COM | 73278L105 |
| TYL | TYLER TECHNOLOGIES INC | 6,399 | $2.895M | 0.0% | $336.57 | +26.3% | COM | 902252105 |
| NTAP | NETAPP INC | 35,261 | $2.885M | 0.0% | $50.44 | +38.4% | COM | 64110D104 |
| DPZ | DOMINOS PIZZA INC | 6,103 | $2.847M | 0.0% | $312.21 | +27.9% | COM | 25754A201 |
| IR | INGERSOLL RAND INC | 58,234 | $2.843M | 0.0% | $34.64 | +40.9% | COM | 45687V106 |
| DOC | HEALTHPEAK PROPERTIES INC | 85,124 | $2.834M | 0.0% | $24.18 | +8.4% | COM | 42250P103 |
| GPC | GENUINE PARTS CO | 22,336 | $2.824M | 0.0% | $79.43 | +39.4% | COM | 372460105 |
| — | DUKE REALTY CORP | 58,975 | $2.793M | 0.0% | $33.22 | — | COM NEW | 264411505 |
| PAYC | PAYCOM SOFTWARE INC | 7,679 | $2.791M | 0.0% | $269.46 | +28.9% | COM | 70432V102 |
| DVN | DEVON ENERGY CORP NEW | 95,544 | $2.789M | 0.0% | $9.83 | +106.1% | COM | 25179M103 |
| AVY | AVERY DENNISON CORP | 13,208 | $2.777M | 0.0% | $98.88 | +96.3% | COM | 053611109 |
| AES | AES CORP | 106,028 | $2.765M | 0.0% | $11.26 | +97.1% | COM | 00130H105 |
| MKTX | MARKETAXESS HLDGS INC | 5,965 | $2.765M | 0.0% | $286.84 | +56.7% | COM | 57060D108 |
| — | DWS MUN INCOME TR | 226,012 | $2.764M | 0.0% | $11.01 | — | COM | 233368109 |
| MGM | MGM RESORTS INTERNATIONAL | 64,747 | $2.761M | 0.0% | $29.69 | +39.2% | COM | 552953101 |
| CAG | CONAGRA BRANDS INC | 75,704 | $2.754M | 0.0% | $25.66 | +18.0% | COM | 205887102 |
| — | JACOBS ENGR GROUP INC | 20,633 | $2.752M | 0.0% | $72.70 | — | COM | 469814107 |
| CINF | CINCINNATI FINL CORP | 23,549 | $2.746M | 0.0% | $62.03 | +65.6% | COM | 172062101 |
| LVS | LAS VEGAS SANDS CORP | 51,900 | $2.734M | 0.0% | $58.04 | -5.0% | COM | 517834107 |
| DGX | QUEST DIAGNOSTICS INC | 20,698 | $2.731M | 0.0% | $93.86 | +27.6% | COM | 74834L100 |
| VTRS | VIATRIS INC | 190,430 | $2.722M | 0.0% | $13.33 | -11.0% | COM | 92556V106 |
| CE | CELANESE CORP DEL | 17,914 | $2.716M | 0.0% | $85.90 | +70.9% | COM | 150870103 |
| OMC | OMNICOM GROUP INC | 33,889 | $2.711M | 0.0% | $57.04 | +20.9% | COM | 681919106 |
| HOLX | HOLOGIC INC | 40,566 | $2.706M | 0.0% | $55.94 | +19.5% | COM | 436440101 |
| RVTY | PERKINELMER INC | 17,498 | $2.702M | 0.0% | $79.66 | +74.6% | COM | 714046109 |
| — | OIL STS INTL INC | 2,862,000 | $2.692M | 0.0% | $0.89 | — | NOTE 1.500% 2/1 | 678026AH8 |
| CMS | CMS ENERGY CORP | 45,552 | $2.691M | 0.0% | $38.09 | +41.7% | COM | 125896100 |
| — | L BRANDS INC | 37,310 | $2.688M | 0.0% | $33.92 | — | COM | 501797104 |
| NVR | NVR INC | 538 | $2.676M | 0.0% | $3420.16 | +42.1% | COM | 62944T105 |
| COR | AMERISOURCEBERGEN CORP | 23,366 | $2.675M | 0.0% | $76.53 | +42.3% | COM | 03073E105 |
| IEX | IDEX CORP | 12,014 | $2.643M | 0.0% | $153.77 | +35.6% | COM | 45167R104 |
| — | PGIM GLOBAL HIGH YIELD FD FO | 165,657 | $2.641M | 0.0% | $14.88 | — | COM | 69346J106 |
| PFG | PRINCIPAL FINANCIAL GROUP IN | 41,681 | $2.634M | 0.0% | $40.56 | +33.3% | COM | 74251V102 |
| FANG | DIAMONDBACK ENERGY INC | 27,984 | $2.628M | 0.0% | $78.74 | -14.6% | COM | 25278X109 |
| CAH | CARDINAL HEALTH INC | 45,959 | $2.624M | 0.0% | $44.15 | +18.2% | COM | 14149Y108 |
| UAL | UNITED AIRLS HLDGS INC | 50,028 | $2.616M | 0.0% | $72.11 | -23.1% | COM | 910047109 |
| BKR | BAKER HUGHES COMPANY | 114,121 | $2.61M | 0.0% | $22.47 | -8.6% | CL A | 05722G100 |
| RJF | RAYMOND JAMES FINL INC | 19,942 | $2.591M | 0.0% | $42.79 | +90.2% | COM | 754730109 |
| BXP | BOSTON PROPERTIES INC | 22,459 | $2.573M | 0.0% | $84.43 | +4.2% | COM | 101121101 |
| — | KELLOGG CO | 39,856 | $2.564M | 0.0% | $46.56 | +10.7% | COM | 487836108 |
| MPWR | MONOLITHIC PWR SYS INC | 6,850 | $2.558M | 0.0% | $351.26 | -3.2% | COM | 609839105 |
| EMN | EASTMAN CHEM CO | 21,706 | $2.534M | 0.0% | $72.15 | +40.7% | COM | 277432100 |
| TXT | TEXTRON INC | 36,636 | $2.52M | 0.0% | $40.11 | +60.4% | COM | 883203101 |
| GEN | NORTONLIFELOCK INC | 91,721 | $2.497M | 0.0% | $15.58 | +45.1% | COM | 668771108 |
| INCY | INCYTE CORP | 29,343 | $2.469M | 0.0% | $80.13 | +4.1% | COM | 45337C102 |
| — | PGIM HIGH YIELD BOND FUND IN | 150,000 | $2.441M | 0.0% | $15.25 | — | COM | 69346H100 |
| — | MFS MUN INCOME TR | 333,155 | $2.379M | 0.0% | $7.19 | — | SH BEN INT | 552738106 |
| MAS | MASCO CORP | 40,338 | $2.377M | 0.0% | $38.53 | +46.8% | COM | 574599106 |
| UDR | UDR INC | 48,302 | $2.366M | 0.0% | $32.82 | +20.6% | COM | 902653104 |
| PTC | PTC INC | 16,659 | $2.353M | 0.0% | $133.66 | +2.3% | COM | 69370C100 |
| — | CITRIX SYS INC | 19,597 | $2.298M | 0.0% | $135.17 | — | COM | 177376100 |
| PHM | PULTE GROUP INC | 42,089 | $2.297M | 0.0% | $27.10 | +97.1% | COM | 745867101 |
| WAB | WABTEC | 27,900 | $2.296M | 0.0% | $69.69 | +13.5% | COM | 929740108 |
| SJM | SMUCKER J M CO | 17,317 | $2.244M | 0.0% | $97.33 | +17.0% | COM NEW | 832696405 |
| — | WESTROCK CO | 42,144 | $2.243M | 0.0% | $40.97 | — | COM | 96145D105 |
| CNP | CENTERPOINT ENERGY INC | 91,349 | $2.24M | 0.0% | $22.83 | -4.5% | COM | 15189T107 |
| — | BLACKROCK MUNIHLDS INVSTM QL | 150,482 | $2.223M | 0.0% | $13.11 | — | COM | 09254P108 |
| — | ABIOMED INC | 7,090 | $2.213M | 0.0% | $320.89 | — | COM | 003654100 |
| BIO | BIO RAD LABS INC | 3,431 | $2.21M | 0.0% | $444.66 | +36.9% | CL A | 090572207 |
| LNT | ALLIANT ENERGY CORP | 39,572 | $2.206M | 0.0% | $36.64 | +33.3% | COM | 018802108 |
| FMC | FMC CORP | 20,367 | $2.204M | 0.0% | $63.90 | +55.6% | COM NEW | 302491303 |
| BF/B | BROWN FORMAN CORP | 29,195 | $2.188M | 0.0% | $49.16 | +41.0% | CL B | 115637209 |
| EVRG | EVERGY INC | 36,146 | $2.185M | 0.0% | $47.54 | +9.2% | COM | 30034W106 |
| XRAY | DENTSPLY SIRONA INC | 34,411 | $2.177M | 0.0% | $52.80 | +24.8% | COM | 24906P109 |
| FBIN | FORTUNE BRANDS HOME & SEC IN | 21,806 | $2.172M | 0.0% | $54.78 | +48.5% | COM | 34964C106 |
| WHR | WHIRLPOOL CORP | 9,889 | $2.156M | 0.0% | $146.30 | +59.2% | COM | 963320106 |
| HWM | HOWMET AEROSPACE INC | 62,234 | $2.146M | 0.0% | $17.26 | +90.7% | COM | 443201108 |
| LUMN | LUMEN TECHNOLOGIES INC | 157,098 | $2.135M | 0.0% | $10.83 | +13.2% | COM | 550241103 |
| HRL | HORMEL FOODS CORP | 44,680 | $2.134M | 0.0% | $30.31 | +36.9% | COM | 440452100 |
| JBHT | HUNT J B TRANS SVCS INC | 13,090 | $2.133M | 0.0% | $122.96 | +31.5% | COM | 445658107 |
| LDOS | LEIDOS HOLDINGS INC | 21,088 | $2.132M | 0.0% | $67.75 | +42.6% | COM | 525327102 |
| AAP | ADVANCE AUTO PARTS INC | 10,365 | $2.126M | 0.0% | $138.05 | +26.5% | COM | 00751Y106 |
| LKQ | LKQ CORP | 43,073 | $2.12M | 0.0% | $30.60 | +40.2% | COM | 501889208 |
| AAL | AMERICAN AIRLS GROUP INC | 99,164 | $2.103M | 0.0% | $34.91 | -35.2% | COM | 02376R102 |
| — | INTERPUBLIC GROUP COS INC | 63,879 | $2.076M | 0.0% | $16.89 | +59.1% | COM | 460690100 |
| WYNN | WYNN RESORTS LTD | 16,640 | $2.036M | 0.0% | $115.95 | +6.7% | COM | 983134107 |
| PKG | PACKAGING CORP AMER | 14,987 | $2.029M | 0.0% | $79.70 | +56.8% | COM | 695156109 |
| LYV | LIVE NATION ENTERTAINMENT IN | 22,936 | $2.009M | 0.0% | $61.27 | +39.9% | COM | 538034109 |
| CBOE | CBOE GLOBAL MKTS INC | 16,791 | $1.999M | 0.0% | $91.69 | +12.8% | COM | 12503M108 |
| ATO | ATMOS ENERGY CORP | 20,603 | $1.98M | 0.0% | $83.43 | +7.0% | COM | 049560105 |
| CHRW | C H ROBINSON WORLDWIDE INC | 21,060 | $1.972M | 0.0% | $75.73 | +15.1% | COM NEW | 12541W209 |
| — | SNAP INC | 649,000 | $1.957M | 0.0% | $1.39 | — | NOTE 0.750% 8/0 | 83304AAB2 |
| PWR | QUANTA SVCS INC | 21,543 | $1.951M | 0.0% | $47.15 | +97.5% | COM | 74762E102 |
| L | LOEWS CORP | 35,286 | $1.929M | 0.0% | $47.91 | +14.9% | COM | 540424108 |
| JKHY | HENRY JACK & ASSOC INC | 11,686 | $1.911M | 0.0% | $132.76 | +13.6% | COM | 426281101 |
| HAS | HASBRO INC | 20,180 | $1.908M | 0.0% | $71.38 | +11.6% | COM | 418056107 |
| HST | HOST HOTELS & RESORTS INC | 111,579 | $1.907M | 0.0% | $11.86 | +21.4% | COM | 44107P104 |
| — | PUTNAM MUN OPPORTUNITIES TR | 134,024 | $1.895M | 0.0% | $13.28 | — | SH BEN INT | 746922103 |
| IRM | IRON MTN INC NEW | 44,522 | $1.884M | 0.0% | $23.63 | +46.7% | COM | 46284V101 |
| FOXA | FOX CORP | 50,547 | $1.877M | 0.0% | $33.34 | +6.1% | CL A COM | 35137L105 |
| TPR | TAPESTRY INC | 43,114 | $1.875M | 0.0% | $25.32 | +55.7% | COM | 876030107 |
| LW | LAMB WESTON HLDGS INC | 23,191 | $1.87M | 0.0% | $72.78 | +1.8% | COM | 513272104 |
| SNA | SNAP ON INC | 8,366 | $1.869M | 0.0% | $134.89 | +57.4% | COM | 833034101 |
| BWA | BORGWARNER INC | 37,083 | $1.8M | 0.0% | $30.06 | +36.9% | COM | 099724106 |
| MHK | MOHAWK INDS INC | 9,354 | $1.798M | 0.0% | $116.23 | +75.1% | COM | 608190104 |
| LNC | LINCOLN NATL CORP IND | 28,467 | $1.788M | 0.0% | $41.76 | +24.2% | COM | 534187109 |
| FFIV | F5 NETWORKS INC | 9,517 | $1.776M | 0.0% | $151.50 | +27.0% | COM | 315616102 |
| UHS | UNIVERSAL HLTH SVCS INC | 12,023 | $1.76M | 0.0% | $108.32 | +36.2% | CL B | 913903100 |
| MOS | MOSAIC CO NEW | 55,034 | $1.756M | 0.0% | $20.08 | +52.4% | COM | 61945C103 |
| PENN | PENN NATL GAMING INC | 22,946 | $1.755M | 0.0% | $38.04 | +126.4% | COM | 707569109 |
| CF | CF INDS HLDGS INC | 33,165 | $1.706M | 0.0% | $28.91 | +59.2% | COM | 125269100 |
| REG | REGENCY CTRS CORP | 25,935 | $1.662M | 0.0% | $43.05 | +21.7% | COM | 758849103 |
| — | MARATHON OIL CORP | 121,845 | $1.659M | 0.0% | $14.89 | — | COM | 565849106 |
| NWSA | NEWS CORP NEW | 64,147 | $1.654M | 0.0% | $13.21 | +91.6% | CL A | 65249B109 |
| WRB | BERKLEY W R CORP | 22,026 | $1.639M | 0.0% | $26.73 | +15.2% | COM | 084423102 |
| TAP | MOLSON COORS BEVERAGE CO | 30,414 | $1.633M | 0.0% | $33.95 | +43.2% | CL B | 60871R209 |
| HSIC | HENRY SCHEIN INC | 21,754 | $1.614M | 0.0% | $60.28 | +25.0% | COM | 806407102 |
| — | DISH NETWORK CORPORATION | 38,415 | $1.606M | 0.0% | $36.91 | — | CL A | 25470M109 |
| NWL | NEWELL BRANDS INC | 58,331 | $1.603M | 0.0% | $15.67 | +43.1% | COM | 651229106 |
| RHI | ROBERT HALF INTL INC | 17,456 | $1.553M | 0.0% | $57.68 | +51.2% | COM | 770323103 |
| WU | WESTERN UN CO | 67,440 | $1.549M | 0.0% | $21.87 | — | COM | 959802109 |
| CMA | COMERICA INC | 21,586 | $1.54M | 0.0% | $40.96 | +45.4% | COM | 200340107 |
| DXC | DXC TECHNOLOGY CO | 39,298 | $1.53M | 0.0% | $23.30 | +53.2% | COM | 23355L106 |
| PNW | PINNACLE WEST CAP CORP | 18,575 | $1.523M | 0.0% | $66.69 | +3.4% | COM | 723484101 |
| NRG | NRG ENERGY INC | 37,779 | $1.522M | 0.0% | $30.38 | +4.5% | COM NEW | 629377508 |
| ACWI | ISHARES TR | 15,000 | $1.518M | 0.0% | $101.20 | — | MSCI ACWI ETF | 464288257 |
| AOS | SMITH A O CORP | 20,791 | $1.499M | 0.0% | $52.02 | +22.1% | COM | 831865209 |
| NI | NISOURCE INC | 60,488 | $1.482M | 0.0% | $19.31 | +12.9% | COM | 65473P105 |
| AIZ | ASSURANT INC | 9,363 | $1.462M | 0.0% | $101.05 | +42.7% | COM | 04621X108 |
| CPB | CAMPBELL SOUP CO | 31,730 | $1.447M | 0.0% | $34.05 | +20.9% | COM | 134429109 |
| — | DISCOVERY INC | 48,249 | $1.398M | 0.0% | $24.34 | — | COM SER C | 25470F302 |
| GL | GLOBE LIFE INC | 14,667 | $1.397M | 0.0% | $85.27 | +15.6% | COM | 37959E102 |
| KIM | KIMCO RLTY CORP | 67,017 | $1.397M | 0.0% | $13.25 | +27.7% | COM | 49446R109 |
| SEE | SEALED AIR CORP NEW | 23,499 | $1.392M | 0.0% | $38.41 | +28.4% | COM | 81211K100 |
| — | JUNIPER NETWORKS INC | 50,654 | $1.386M | 0.0% | $26.10 | — | COM | 48203R104 |
| — | INVESCO ADVANTAGE MUN INCOME | 112,398 | $1.372M | 0.0% | $11.24 | — | SH BEN INT | 46132E103 |
| BEN | FRANKLIN RESOURCES INC | 42,127 | $1.347M | 0.0% | $19.99 | +28.5% | COM | 354613101 |
| ZION | ZIONS BANCORPORATION N A | 25,349 | $1.34M | 0.0% | $51.42 | +8.9% | COM | 989701107 |
| — | ANNALY CAPITAL MANAGEMENT IN | 148,472 | $1.318M | 0.0% | $7.02 | — | COM | 035710409 |
| HII | HUNTINGTON INGALLS INDS INC | 6,207 | $1.309M | 0.0% | $156.74 | +22.3% | COM | 446413106 |
| DVA | DAVITA INC | 10,837 | $1.305M | 0.0% | $68.48 | +72.8% | COM | 23918K108 |
| — | FEDERAL RLTY INVT TR | 10,939 | $1.282M | 0.0% | $105.23 | — | SH BEN INT NEW | 313747206 |
| — | WESTERN ASSET HIGH INCOME OP | 241,565 | $1.275M | 0.0% | $4.82 | — | COM | 95766K109 |
| APA | APA CORPORATION | 58,326 | $1.262M | 0.0% | $16.01 | +12.7% | COM | 03743Q108 |
| OGN | ORGANON & CO | 39,845 | $1.205M | 0.0% | $26.93 | 0.0% | COMMON STOCK | 68622V106 |
| PVH | PVH CORPORATION | 10,975 | $1.181M | 0.0% | $80.57 | +35.2% | COM | 693656100 |
| ROL | ROLLINS INC | 34,185 | $1.169M | 0.0% | $28.53 | +15.3% | COM | 775711104 |
| IPGP | IPG PHOTONICS CORP | 5,536 | $1.167M | 0.0% | $228.90 | -8.0% | COM | 44980X109 |
| ALK | ALASKA AIR GROUP INC | 19,173 | $1.156M | 0.0% | $58.85 | +14.7% | COM | 011659109 |
| ASHR | DBX ETF TR | 28,320 | $1.148M | 0.0% | $33.53 | — | XTRACK HRVST CSI | 233051879 |
| — | PEOPLES UNITED FINANCIAL INC | 66,115 | $1.133M | 0.0% | $17.89 | — | COM | 712704105 |
| VNO | VORNADO RLTY TR | 24,222 | $1.13M | 0.0% | $65.41 | — | SH BEN INT | 929042109 |
| — | INVESCO TR INVT GRADE MUNS | 77,998 | $1.094M | 0.0% | $12.87 | — | COM | 46131M106 |
| GAP | GAP INC | 32,111 | $1.081M | 0.0% | $18.01 | +52.3% | COM | 364760108 |
| CTRA | CABOT OIL & GAS CORP | 61,660 | $1.076M | 0.0% | $15.11 | -12.3% | COM | 127097103 |
| LEG | LEGGETT & PLATT INC | 20,527 | $1.064M | 0.0% | $44.41 | +17.2% | COM | 524660107 |
| — | HANESBRANDS INC | 53,840 | $1.005M | 0.0% | $17.60 | — | COM | 410345102 |
| NOV | NOV INC | 60,397 | $925K | 0.0% | $14.51 | +7.2% | COM | 62955J103 |
| FOX | FOX CORP | 25,575 | $900K | 0.0% | $29.85 | +13.6% | CL B COM | 35137L204 |
| — | TESLA INC | 82,000 | $897K | 0.0% | $0.99 | — | NOTE 2.000% 5/1 | 88160RAG6 |
| UNM | UNUM GROUP | 31,447 | $893K | 0.0% | $20.36 | +44.4% | COM | 91529Y106 |
| RL | RALPH LAUREN CORP | 7,446 | $878K | 0.0% | $98.07 | +15.4% | CL A | 751212101 |
| — | ALLIANCEBERNSTEIN GLOBAL HIG | 67,463 | $844K | 0.0% | $10.31 | — | COM | 01879R106 |
| — | ZILLOW GROUP INC | 519,000 | $809K | 0.0% | $1.60 | — | NOTE 1.500% 7/0 | 98954MAC5 |
| — | DISCOVERY INC | 26,075 | $800K | 0.0% | $26.57 | — | COM SER A | 25470F104 |
| — | BLACKROCK CORPOR HI YLD FD I | 63,317 | $780K | 0.0% | $11.74 | — | COM | 09255P107 |
| — | BNY MELLON MUN BD INFRASTRUC | 50,575 | $743K | 0.0% | $13.45 | — | COM SHS | 09662W109 |
| — | GRANITE PT MTG TR INC | 690,000 | $681K | 0.0% | $0.97 | — | NOTE 6.375%10/0 | 38741LAC1 |
| UAA | UNDER ARMOUR INC | 29,115 | $616K | 0.0% | $19.49 | +14.4% | CL A | 904311107 |
| — | TERADYNE INC | 145,000 | $615K | 0.0% | $1.45 | — | NOTE 1.250%12/1 | 880770AG7 |
| — | NEWPARK RES INC | 600,000 | $597K | 0.0% | $0.99 | — | NOTE 4.000%12/0 | 651718AE8 |
| — | FORTIVE CORP | 570,000 | $574K | 0.0% | $0.93 | — | NOTE 0.875% 2/1 | 34959JAK4 |
| — | WAYFAIR INC | 255,000 | $562K | 0.0% | $2.08 | — | NOTE 1.000% 8/1 | 94419LAF8 |
| UA | UNDER ARMOUR INC | 30,080 | $559K | 0.0% | $15.14 | +24.4% | CL C | 904311206 |
| LQD | ISHARES TR | 3,982 | $535K | 0.0% | $130.09 | — | IBOXX INV CP ETF | 464287242 |
| — | INVESCO MUN TR | 38,647 | $530K | 0.0% | $12.62 | — | COM | 46131J103 |
| — | INSULET CORP | 379,000 | $517K | 0.0% | $1.32 | — | NOTE 0.375% 9/0 | 45784PAK7 |
| — | GOLAR LNG LTD | 498,000 | $496K | 0.0% | $1.00 | — | NOTE 2.750% 2/1 | 38046YAB7 |
| QYLD | GLOBAL X FDS | 20,422 | $458K | 0.0% | $22.43 | — | NASDAQ 100 COVER | 37954Y483 |
| NWS | NEWS CORP NEW | 18,796 | $457K | 0.0% | $11.67 | +103.7% | CL B | 65249B208 |
| — | ARES DYNAMIC CR ALLOCATION F | 27,018 | $437K | 0.0% | $11.93 | — | COM | 04014F102 |
| — | HUBSPOT INC | 200,000 | $424K | 0.0% | $2.12 | — | NOTE 0.375% 6/0 | 443573AD2 |
| — | RH | 120,000 | $385K | 0.0% | $2.83 | — | NOTE 9/1 | 74967XAD5 |
| — | TWITTER INC | 275,000 | $378K | 0.0% | $0.98 | — | NOTE 0.250% 6/1 | 90184LAF9 |
| — | BLACKROCK MUN INCOME QUALITY | 23,305 | $365K | 0.0% | $15.11 | — | COM | 092479104 |
| — | CNX RES CORP | 273,000 | $355K | 0.0% | $1.30 | — | NOTE 2.250% 5/0 | 12653CAG3 |
| XNBOX | NEUBERGER BERMAN N Y MUN FD | 25,745 | $343K | 0.0% | $12.51 | — | COM | 64124K102 |
| — | SAILPOINT TECHNOLOGIES HLDGS | 175,000 | $328K | 0.0% | $1.95 | — | NOTE 0.125% 9/1 | 78781PAB1 |
| VST | VISTRA CORP | 13,918 | $320K | 0.0% | $21.46 | -26.9% | COM | 92840M102 |
| MELI | MERCADOLIBRE INC | 200 | $312K | 0.0% | $1085.04 | +35.3% | COM | 58733R102 |
| TPB | TURNING PT BRANDS INC | 6,802 | $311K | 0.0% | $37.78 | +22.4% | COM | 90041L105 |
| — | BOOKING HOLDINGS INC | 200,000 | $284K | 0.0% | $1.42 | — | NOTE 0.750% 5/0 | 09857LAN8 |
| — | SABA CAPITAL INCOME & OPRNT | 56,194 | $265K | 0.0% | $4.72 | — | SHARES | 78518H103 |
| — | PENN NATL GAMING INC | 79,000 | $264K | 0.0% | $3.77 | — | NOTE 2.750% 5/1 | 707569AU3 |
| — | TWITTER INC | 255,000 | $260K | 0.0% | $0.98 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| JD | JD.COM INC | 3,200 | $255K | 0.0% | $28.06 | — | SPON ADR CL A | 47215P106 |
| JILL | J JILL INC | 12,465 | $246K | 0.0% | $13.46 | 0.0% | COM | 46620W201 |
| XYZ | SQUARE INC | 1,000 | $244K | 0.0% | $127.11 | +82.5% | CL A | 852234103 |
| — | SYNAPTICS INC | 115,000 | $242K | 0.0% | $0.98 | — | NOTE 0.500% 6/1 | 87157DAD1 |
| — | DOCUSIGN INC | 60,000 | $234K | 0.0% | $1.24 | — | NOTE 0.500% 9/1 | 256163AB2 |
| — | CLEVELAND-CLIFFS INC NEW | 81,000 | $227K | 0.0% | $1.27 | — | DBCV 1.500% 1/1 | 185899AA9 |
| — | FIREEYE INC | 200,000 | $227K | 0.0% | $1.14 | — | NOTE 0.875% 6/0 | 31816QAF8 |
| BIDU | BAIDU INC | 1,100 | $224K | 0.0% | $167.46 | — | SPON ADR REP A | 056752108 |
| — | LYFT INC | 131,000 | $224K | 0.0% | $1.71 | — | NOTE 1.500% 5/1 | 55087PAB0 |
| — | CHENIERE ENERGY INC | 260,000 | $222K | 0.0% | $0.76 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| — | PROOFPOINT INC | 175,000 | $220K | 0.0% | $1.00 | — | NOTE 0.250% 8/1 | 743424AF0 |
| — | JAZZ INVESTMENTS I LTD | 215,000 | $216K | 0.0% | $1.08 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | J2 GLOBAL INC | 105,000 | $213K | 0.0% | $1.37 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| — | WESTERN AST INFL LKD OPP & I | 14,400 | $189K | 0.0% | $13.13 | — | COM | 95766R104 |
| — | WESTERN ASSET EMERGING MKTS | 13,258 | $186K | 0.0% | $13.20 | — | COM | 95766A101 |
| — | MONGODB INC | 35,000 | $186K | 0.0% | $1.88 | — | NOTE 0.750% 6/1 | 60937PAB2 |
| — | IONIS PHARMACEUTICALS INC | 198,000 | $185K | 0.0% | $0.96 | — | NOTE 0.125%12/1 | 462222AB6 |
| — | SAREPTA THERAPEUTICS INC | 135,000 | $178K | 0.0% | $1.84 | — | DBCV 1.500%11/1 | 803607AB6 |
| — | CREE INC | 105,000 | $175K | 0.0% | $1.10 | — | NOTE 0.875% 9/0 | 225447AB7 |
| — | CYBERARK SOFTWARE LTD | 160,000 | $174K | 0.0% | $1.09 | — | NOTE 11/1 | 23248VAB1 |
| — | II-VI INC | 105,000 | $166K | 0.0% | $1.16 | — | NOTE 0.250% 9/0 | 902104AB4 |
| — | COLONY STARWOOD HOMES | 101,000 | $165K | 0.0% | $1.14 | — | NOTE 3.500% 1/1 | 19625XAB8 |
| — | INVITAE CORP | 120,000 | $162K | 0.0% | $1.63 | — | NOTE 2.000% 9/0 | 46185LAB9 |
| — | INFINERA CORP | 130,000 | $159K | 0.0% | $0.96 | — | NOTE 2.125% 9/0 | 45667GAC7 |
| — | NANOSTRING TECHNOLOGIES INC | 100,000 | $158K | 0.0% | $1.58 | — | NOTE 2.625% 3/0 | 63009RAD1 |
| — | BLACKLINE INC | 90,000 | $145K | 0.0% | $1.38 | — | NOTE 0.125% 8/0 | 09239BAB5 |
| — | EVOLENT HEALTH INC | 150,000 | $145K | 0.0% | $0.71 | — | NOTE 1.500%10/1 | 30050BAD3 |
| — | IRONWOOD PHARMACEUTICALS INC | 120,000 | $142K | 0.0% | $1.12 | — | NOTE 0.750% 6/1 | 46333XAF5 |
| — | VISHAY INTERTECHNOLOGY INC | 135,000 | $142K | 0.0% | $0.94 | — | NOTE 2.250% 6/1 | 928298AP3 |
| — | NATERA INC | 47,000 | $142K | 0.0% | $3.02 | — | NOTE 2.250% 5/0 | 632307AB0 |
| — | GUIDEWIRE SOFTWARE INC | 120,000 | $141K | 0.0% | $1.01 | — | NOTE 1.250% 3/1 | 40171VAA8 |
| — | ALTERYX INC | 145,000 | $139K | 0.0% | $1.01 | — | NOTE 0.500% 8/0 | 02156BAD5 |
| — | INSIGHT ENTERPRISES INC | 85,000 | $130K | 0.0% | $1.06 | — | NOTE 0.750% 2/1 | 45765UAB9 |
| — | Q2 HLDGS INC | 70,000 | $129K | 0.0% | $1.33 | — | NOTE 0.750% 2/1 | 74736LAB5 |
| — | RAPID7 INC | 55,000 | $125K | 0.0% | $1.30 | — | NOTE 1.250% 8/0 | 753422AB0 |
| — | BLOOMIN BRANDS INC | 51,000 | $124K | 0.0% | $2.43 | — | NOTE 5.000% 5/0 | 094235AB4 |
| — | TRANSOCEAN INC | 135,000 | $122K | 0.0% | $1.18 | — | DEB 0.500% 1/3 | 893830BJ7 |
| — | WORKIVA INC | 80,000 | $122K | 0.0% | $1.00 | — | NOTE 1.125% 8/1 | 98139AAB1 |
| — | FTI CONSULTING INC | 85,000 | $122K | 0.0% | $1.22 | — | NOTE 2.000% 8/1 | 302941AP4 |
| — | IRONWOOD PHARMACEUTICALS INC | 110,000 | $120K | 0.0% | $1.29 | — | DBCV 2.250% 6/1 | 46333XAD0 |
| — | NEW RELIC INC | 120,000 | $119K | 0.0% | $1.07 | — | NOTE 0.500% 5/0 | 64829BAB6 |
| — | ALLEGHENY TECHNOLOGIES INC | 70,000 | $110K | 0.0% | $1.85 | — | NOTE 4.750% 7/0 | 01741RAG7 |
| — | CLOVIS ONCOLOGY INC | 110,000 | $110K | 0.0% | $1.30 | — | NOTE 2.500% 9/1 | 189464AB6 |
| — | UNITED STATES STL CORP NEW | 54,000 | $109K | 0.0% | $1.50 | — | NOTE 5.000%11/0 | 912909AT5 |
| — | CLOVIS ONCOLOGY INC | 140,000 | $104K | 0.0% | $0.87 | — | NOTE 1.250% 5/0 | 189464AC4 |
| — | PENNYMAC CORP | 100,000 | $103K | 0.0% | $0.99 | — | NOTE 5.500%11/0 | 70932AAD5 |
| — | AVAYA HLDGS CORP | 85,000 | $100K | 0.0% | $0.86 | — | NOTE 2.250% 6/1 | 05351XAB7 |
| — | INSMED INC | 95,000 | $100K | 0.0% | $0.91 | — | NOTE 1.750% 1/1 | 457669AA7 |
| — | WINNEBAGO INDS INC | 75,000 | $97,000 | 0.0% | $1.19 | — | NOTE 1.500% 4/0 | 974637AB6 |
| — | VEECO INSTRS INC DEL | 95,000 | $96,000 | 0.0% | $0.98 | — | NOTE 2.700% 1/1 | 922417AD2 |
| — | OSI SYSTEMS INC | 87,000 | $93,000 | 0.0% | $1.12 | — | NOTE 1.250% 9/0 | 671044AD7 |
| — | KARYOPHARM THERAPEUTICS INC | 93,000 | $93,000 | 0.0% | $1.43 | — | NOTE 3.000%10/1 | 48576UAA4 |
| — | REDWOOD TR INC | 80,000 | $80,000 | 0.0% | $0.99 | — | NOTE 4.750% 8/1 | 758075AC9 |
| — | TABULA RASA HEALTHCARE INC | 75,000 | $77,000 | 0.0% | $1.01 | — | NOTE 1.750% 2/1 | 873379AA9 |
| — | AERIE PHARMACEUTICALS INC | 76,000 | $76,000 | 0.0% | $0.82 | — | NOTE 1.500%10/0 | 00771VAB4 |
| — | AIR TRANSPORT SERVICES GRP I | 65,000 | $66,000 | 0.0% | $0.97 | — | NOTE 1.125%10/1 | 00922RAB1 |
| — | 8X8 INC NEW | 50,000 | $62,000 | 0.0% | $0.88 | — | NOTE 0.500% 2/0 | 282914AB6 |
| — | LIBERTY MEDIA CORP DEL | 115,000 | $53,000 | 0.0% | $0.89 | — | DEB 2.250% 9/3 | 531229AE2 |
| — | VOCERA COMMUNICATIONS INC | 30,000 | $41,000 | 0.0% | $1.20 | — | NOTE 1.500% 5/1 | 92857FAB3 |
| — | FLEXION THERAPEUTICS INC | 45,000 | $41,000 | 0.0% | $1.16 | — | NOTE 3.375% 5/0 | 33938JAB2 |
| — | LEXICON PHARMACEUTICALS INC | 30,000 | $30,000 | 0.0% | $1.84 | — | NOTE 5.250%12/0 | 528872AB0 |