Location: Fort Lee, NJ
CIK: 0001009006 · Show all filings
Period: Q3 2021 (← Previous) (Next →)
Filing Date: Nov 15, 2021
Total Value: $4.583B (82.2% shares, 17.8% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| RGEN | REPLIGEN CORP | 292,600 | $84.56M | 1.8% | $288.99 | — | — | COM | 759916109 |
| — | SYNEOS HEALTH INC | 808,763 | $70.75M | 1.5% | $87.48 | — | — | CL A | 87166B102 |
| AIT | APPLIED INDL TECHNOLOGIES IN | 748,539 | $67.47M | 1.5% | $90.13 | — | — | COM | 03820C105 |
| LFUS | LITTELFUSE INC | 241,674 | $66.04M | 1.4% | $273.27 | — | — | COM | 537008104 |
| AAPL | APPLE INC | 428,380 | $60.62M | 1.3% | $141.50 | — | — | COM | 037833100 |
| DHR | DANAHER CORPORATION | 192,254 | $58.53M | 1.3% | $304.44 | — | — | COM | 235851102 |
| RJF | RAYMOND JAMES FINL INC | 623,962 | $57.58M | 1.3% | $92.28 | — | — | COM | 754730109 |
| AVNT | AVIENT CORPORATION | 1,223,274 | $56.7M | 1.2% | $46.35 | — | — | COM | 05368V106 |
| GPI | GROUP 1 AUTOMOTIVE INC | 297,594 | $55.91M | 1.2% | $187.88 | — | — | COM | 398905109 |
| BRKR | BRUKER CORP | 680,098 | $53.12M | 1.2% | $78.10 | — | — | COM | 116794108 |
| ICLR | ICON PLC | 199,901 | $52.38M | 1.1% | $262.02 | — | — | SHS | G4705A100 |
| IDA | IDACORP INC | 502,905 | $51.99M | 1.1% | $103.38 | — | — | COM | 451107106 |
| ACHC | ACADIA HEALTHCARE COMPANY IN | 807,076 | $51.48M | 1.1% | $63.78 | — | — | COM | 00404A109 |
| — | ALTRA INDL MOTION CORP | 929,409 | $51.44M | 1.1% | $55.35 | — | — | COM | 02208R106 |
| LKQ | LKQ CORP | 1,022,181 | $51.44M | 1.1% | $50.32 | — | — | COM | 501889208 |
| SMTC | SEMTECH CORP | 653,641 | $50.96M | 1.1% | $77.97 | — | — | COM | 816850101 |
| WLY | WILEY JOHN & SONS INC | 959,545 | $50.1M | 1.1% | $52.21 | — | — | CL A | 968223206 |
| — | PDC ENERGY INC | 973,086 | $46.12M | 1.0% | $47.39 | — | — | COM | 69327R101 |
| EGP | EASTGROUP PPTYS INC | 267,668 | $44.6M | 1.0% | $166.63 | — | — | COM | 277276101 |
| AZTA | BROOKS AUTOMATION INC NEW | 433,019 | $44.32M | 1.0% | $102.35 | — | — | COM | 114340102 |
| UIS | UNISYS CORP | 1,748,269 | $43.95M | 1.0% | $25.14 | — | — | COM NEW | 909214306 |
| WSFS | WSFS FINL CORP | 848,540 | $43.54M | 1.0% | $51.31 | — | — | COM | 929328102 |
| WAL | WESTERN ALLIANCE BANCORP | 398,337 | $43.35M | 0.9% | $108.82 | — | — | COM | 957638109 |
| NGVT | INGEVITY CORP | 591,925 | $42.25M | 0.9% | $71.37 | — | — | COM | 45688C107 |
| RNST | RENASANT CORP | 1,153,208 | $41.57M | 0.9% | $36.05 | — | — | COM | 75970E107 |
| SAIA | SAIA INC | 170,087 | $40.49M | 0.9% | $238.03 | — | — | COM | 78709Y105 |
| ONTO | ONTO INNOVATION INC | 536,333 | $38.75M | 0.8% | $72.25 | — | — | COM | 683344105 |
| MLI | MUELLER INDS INC | 938,299 | $38.56M | 0.8% | $41.10 | — | — | COM | 624756102 |
| CUZ | COUSINS PPTYS INC | 1,029,151 | $38.38M | 0.8% | $37.29 | — | — | COM NEW | 222795502 |
| PB | PROSPERITY BANCSHARES INC | 522,673 | $37.18M | 0.8% | $71.13 | — | — | COM | 743606105 |
| ACIW | ACI WORLDWIDE INC | 1,194,559 | $36.71M | 0.8% | $30.73 | — | — | COM | 004498101 |
| APH | AMPHENOL CORP NEW | 495,338 | $36.27M | 0.8% | $73.23 | — | — | CL A | 032095101 |
| INDB | INDEPENDENT BK CORP MASS | 472,922 | $36.01M | 0.8% | $76.15 | — | — | COM | 453836108 |
| MSFT | MICROSOFT CORP | 125,504 | $35.38M | 0.8% | $281.92 | — | — | COM | 594918104 |
| RLI | RLI CORP | 351,137 | $35.21M | 0.8% | $100.27 | — | — | COM | 749607107 |
| KWR | QUAKER CHEM CORP | 147,862 | $35.15M | 0.8% | $237.72 | — | — | COM | 747316107 |
| AMZN | AMAZON COM INC | 10,681 | $35.09M | 0.8% | $3285.09 | — | — | COM | 023135106 |
| — | RITCHIE BROS AUCTIONEERS | 554,567 | $34.2M | 0.7% | $61.66 | — | — | COM | 767744105 |
| CFR | CULLEN FROST BANKERS INC | 273,592 | $32.45M | 0.7% | $118.62 | — | — | COM | 229899109 |
| — | COVETRUS INC | 1,780,911 | $32.31M | 0.7% | $18.14 | — | — | COM | 22304C100 |
| HEI/A | HEICO CORP NEW | 272,588 | $32.28M | 0.7% | $118.43 | — | — | CL A | 422806208 |
| EBS | EMERGENT BIOSOLUTIONS INC | 643,464 | $32.22M | 0.7% | $50.07 | — | — | COM | 29089Q105 |
| — | BARNES GROUP INC | 764,635 | $31.91M | 0.7% | $41.73 | — | — | COM | 067806109 |
| PFGC | PERFORMANCE FOOD GROUP CO | 672,069 | $31.22M | 0.7% | $46.46 | — | — | COM | 71377A103 |
| — | ALTAIR ENGR INC | 447,497 | $30.85M | 0.7% | $68.94 | — | — | COM CL A | 021369103 |
| JPM | JPMORGAN CHASE & CO | 186,848 | $30.59M | 0.7% | $163.69 | — | — | COM | 46625H100 |
| — | PRIMO WATER CORPORATION | 1,903,475 | $29.92M | 0.7% | $15.72 | — | — | COM | 74167P108 |
| — | NATIONAL INSTRS CORP | 735,736 | $28.86M | 0.6% | $39.23 | — | — | COM | 636518102 |
| ZBRA | ZEBRA TECHNOLOGIES CORPORATI | 55,646 | $28.68M | 0.6% | $515.42 | — | — | CL A | 989207105 |
| BLKB | BLACKBAUD INC | 405,992 | $28.56M | 0.6% | $70.35 | — | — | COM | 09227Q100 |
| TXRH | TEXAS ROADHOUSE INC | 304,553 | $27.82M | 0.6% | $91.33 | — | — | COM | 882681109 |
| WABC | WESTAMERICA BANCORPORATION | 493,283 | $27.75M | 0.6% | $56.26 | — | — | COM | 957090103 |
| PRG | PROG HOLDINGS INC | 642,136 | $26.98M | 0.6% | $42.01 | — | — | COM NPV | 74319R101 |
| HCSG | HEALTHCARE SVCS GROUP INC | 1,077,202 | $26.92M | 0.6% | $24.99 | — | — | COM | 421906108 |
| HRTX | HERON THERAPEUTICS INC | 2,491,583 | $26.64M | 0.6% | $10.69 | — | — | COM | 427746102 |
| BKE | BUCKLE INC | 666,000 | $26.37M | 0.6% | $39.59 | — | — | COM | 118440106 |
| LRN | STRIDE INC | 732,794 | $26.34M | 0.6% | $35.94 | — | — | COM | 86333M108 |
| ROCK | GIBRALTAR INDS INC | 376,134 | $26.2M | 0.6% | $69.65 | — | — | COM | 374689107 |
| TMHC | TAYLOR MORRISON HOME CORP | 1,003,993 | $25.88M | 0.6% | $25.78 | — | — | COM | 87724P106 |
| FULT | FULTON FINL CORP PA | 1,693,100 | $25.87M | 0.6% | $15.28 | — | — | COM | 360271100 |
| — | PING IDENTITY HLDG CORP | 1,022,973 | $25.13M | 0.5% | $24.57 | — | — | COM | 72341T103 |
| VRRM | VERRA MOBILITY CORP | 1,662,759 | $25.06M | 0.5% | $15.07 | — | — | COM | 92511U102 |
| DECK | DECKERS OUTDOOR CORP | 68,915 | $24.82M | 0.5% | $360.20 | — | — | COM | 243537107 |
| BLFS | BIOLIFE SOLUTIONS INC | 584,301 | $24.73M | 0.5% | $42.32 | — | — | COM NEW | 09062W204 |
| — | THE AARONS COMPANY INC | 893,563 | $24.61M | 0.5% | $27.54 | — | — | COM | 00258W108 |
| RLJ | RLJ LODGING TR | 1,609,536 | $23.92M | 0.5% | $14.86 | — | — | COM | 74965L101 |
| CSGS | CSG SYS INTL INC | 487,334 | $23.49M | 0.5% | $48.20 | — | — | COM | 126349109 |
| CMC | COMMERCIAL METALS CO | 758,488 | $23.1M | 0.5% | $30.46 | — | — | COM | 201723103 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 200,379 | $23.01M | 0.5% | $114.82 | — | — | COM | 45866F104 |
| CMP | COMPASS MINERALS INTL INC | 353,346 | $22.75M | 0.5% | $64.40 | — | — | COM | 20451N101 |
| — | EASTERLY GOVT PPTYS INC | 1,099,195 | $22.71M | 0.5% | $20.66 | — | — | COM | 27616P103 |
| RGP | RESOURCES CONNECTION INC | 1,425,808 | $22.5M | 0.5% | $15.78 | — | — | COM | 76122Q105 |
| — | CORESITE RLTY CORP | 160,527 | $22.24M | 0.5% | $138.54 | — | — | COM | 21870Q105 |
| GOOG | ALPHABET INC | 8,307 | $22.14M | 0.5% | $2665.34 | — | — | CAP STK CL C | 02079K107 |
| RVLV | REVOLVE GROUP INC | 355,967 | $21.99M | 0.5% | $61.77 | — | — | CL A | 76156B107 |
| CNC | CENTENE CORP DEL | 337,511 | $21.03M | 0.5% | $62.31 | — | — | COM | 15135B101 |
| OIS | OIL STS INTL INC | 3,238,825 | $20.7M | 0.5% | $6.39 | — | — | COM | 678026105 |
| — | AVID BIOSERVICES INC | 944,645 | $20.38M | 0.4% | $21.57 | — | — | COM | 05368M106 |
| V | VISA INC | 90,882 | $20.24M | 0.4% | $222.75 | — | — | COM CL A | 92826C839 |
| MTCH | MATCH GROUP INC NEW | 125,272 | $19.67M | 0.4% | $156.99 | — | — | COM | 57667L107 |
| FTV | FORTIVE CORP | 274,682 | $19.38M | 0.4% | $70.57 | — | — | COM | 34959J108 |
| CAKE | CHEESECAKE FACTORY INC | 407,249 | $19.14M | 0.4% | $47.00 | — | — | COM | 163072101 |
| — | MERITOR INC | 890,866 | $18.98M | 0.4% | $21.31 | — | — | COM | 59001K100 |
| AMSF | AMERISAFE INC | 333,002 | $18.7M | 0.4% | $56.16 | — | — | COM | 03071H100 |
| WWD | WOODWARD INC | 165,087 | $18.69M | 0.4% | $113.20 | — | — | COM | 980745103 |
| AMAT | APPLIED MATLS INC | 143,269 | $18.44M | 0.4% | $128.73 | — | — | COM | 038222105 |
| MD | MEDNAX INC | 643,155 | $18.29M | 0.4% | $28.43 | — | — | COM | 58502B106 |
| ROP | ROPER TECHNOLOGIES INC | 40,575 | $18.1M | 0.4% | $446.14 | — | — | COM | 776696106 |
| TRUP | TRUPANION INC | 232,604 | $18.07M | 0.4% | $77.67 | — | — | COM | 898202106 |
| — | IAA INC | 330,415 | $18.03M | 0.4% | $54.57 | — | — | COM | 449253103 |
| HMN | HORACE MANN EDUCATORS CORP N | 448,033 | $17.83M | 0.4% | $39.79 | — | — | COM | 440327104 |
| — | HANGER INC | 809,274 | $17.77M | 0.4% | $21.96 | — | — | COM NEW | 41043F208 |
| AME | AMETEK INC | 141,962 | $17.61M | 0.4% | $124.01 | — | — | COM | 031100100 |
| MATW | MATTHEWS INTL CORP | 506,448 | $17.57M | 0.4% | $34.69 | — | — | CL A | 577128101 |
| — | PALO ALTO NETWORKS INC | 9,585,000 | $17.43M | 0.4% | $1.82 | — | — | NOTE 0.750% 7/0 | 697435AD7 |
| AHCO | ADAPTHEALTH CORP | 729,779 | $17M | 0.4% | $23.29 | — | — | COMMON STOCK | 00653Q102 |
| MSA | MSA SAFETY INC | 111,451 | $16.24M | 0.4% | $145.70 | — | — | COM | 553498106 |
| — | PURE STORAGE INC | 13,873,000 | $16.04M | 0.3% | $1.16 | — | — | NOTE 0.125% 4/1 | 74624MAB8 |
| SBUX | STARBUCKS CORP | 140,771 | $15.53M | 0.3% | $110.31 | — | — | COM | 855244109 |
| JNJ | JOHNSON & JOHNSON | 92,415 | $14.93M | 0.3% | $161.50 | — | — | COM | 478160104 |
| FNV | FRANCO NEV CORP | 114,199 | $14.84M | 0.3% | $129.91 | — | — | COM | 351858105 |
| FISV | FISERV INC | 135,028 | $14.65M | 0.3% | $108.50 | — | — | COM | 337738108 |
| HD | HOME DEPOT INC | 43,468 | $14.27M | 0.3% | $328.26 | — | — | COM | 437076102 |
| BL | BLACKLINE INC | 115,845 | $13.68M | 0.3% | $118.06 | — | — | COM | 09239B109 |
| — | PLANTRONICS INC NEW | 524,240 | $13.48M | 0.3% | $25.71 | — | — | COM | 727493108 |
| OSW | ONESPAWORLD HOLDINGS LIMITED | 1,316,377 | $13.12M | 0.3% | $9.97 | — | — | COM | P73684113 |
| ARKK | ARK ETF TR | 117,865 | $13.03M | 0.3% | $110.53 | — | — | INNOVATION ETF | 00214Q104 |
| DIS | DISNEY WALT CO | 76,274 | $12.9M | 0.3% | $169.17 | — | — | COM | 254687106 |
| XYZ | SQUARE INC | 53,629 | $12.86M | 0.3% | $239.83 | — | — | CL A | 852234103 |
| MNRO | MONRO INC | 221,446 | $12.73M | 0.3% | $57.51 | — | — | COM | 610236101 |
| CBRL | CRACKER BARREL OLD CTRY STOR | 88,423 | $12.37M | 0.3% | $139.84 | — | — | COM | 22410J106 |
| — | MICROCHIP TECHNOLOGY INC. | 5,406,000 | $12.36M | 0.3% | $2.29 | — | — | NOTE 1.625% 2/1 | 595017AF1 |
| — | MONGODB INC | 5,352,000 | $12.24M | 0.3% | $2.29 | — | — | NOTE 0.250% 1/1 | 60937PAD8 |
| — | DANIMER SCIENTIFIC INC | 697,477 | $11.4M | 0.2% | $16.34 | — | — | COM CL A | 236272100 |
| IWM | ISHARES TR | 52,088 | $11.39M | 0.2% | $218.75 | — | — | RUSSELL 2000 ETF | 464287655 |
| — | LUMENTUM HLDGS INC | 7,727,000 | $11.36M | 0.2% | $1.47 | — | — | NOTE 0.250% 3/1 | 55024UAB5 |
| ZTS | ZOETIS INC | 58,320 | $11.32M | 0.2% | $194.14 | — | — | CL A | 98978V103 |
| — | SOUTHWEST AIRLS CO | 7,560,000 | $11.29M | 0.2% | $1.49 | — | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | BIOMARIN PHARMACEUTICAL INC | 10,836,000 | $11.15M | 0.2% | $1.03 | — | — | NOTE 0.599% 8/0 | 09061GAH4 |
| — | BURLINGTON STORES INC | 7,651,000 | $11.14M | 0.2% | $1.46 | — | — | NOTE 2.250% 4/1 | 122017AB2 |
| NEE | NEXTERA ENERGY INC | 141,825 | $11.14M | 0.2% | $78.52 | — | — | COM | 65339F101 |
| NMFC | NEW MTN FIN CORP | 833,878 | $11.1M | 0.2% | $13.31 | — | — | COM | 647551100 |
| — | FIREEYE INC | 10,296,000 | $10.96M | 0.2% | $1.06 | — | — | NOTE 0.875% 6/0 | 31816QAF8 |
| BDX | BECTON DICKINSON & CO | 44,475 | $10.93M | 0.2% | $245.82 | — | — | COM | 075887109 |
| — | HERBALIFE NUTRITION LTD | 10,630,000 | $10.81M | 0.2% | $1.02 | — | — | NOTE 2.625% 3/1 | 42703MAD5 |
| — | NUTANIX INC | 10,243,000 | $10.77M | 0.2% | $1.05 | — | — | NOTE 1/1 | 67059NAB4 |
| — | LENDINGTREE INC NEW | 10,536,000 | $10.55M | 0.2% | $1.00 | — | — | NOTE 0.625% 6/0 | 52603BAA5 |
| — | BOOKING HOLDINGS INC | 7,135,000 | $10.55M | 0.2% | $1.48 | — | — | NOTE 0.750% 5/0 | 09857LAN8 |
| IAC | IAC INTERACTIVECORP NEW | 79,634 | $10.38M | 0.2% | $130.30 | — | — | COM NEW | 44891N208 |
| UNP | UNION PAC CORP | 51,559 | $10.11M | 0.2% | $196.01 | — | — | COM | 907818108 |
| — | PACIRA BIOSCIENCES INC | 9,727,000 | $10.08M | 0.2% | $1.04 | — | — | NOTE 2.375% 4/0 | 695127AD2 |
| — | SQUARE INC | 3,248,000 | $10M | 0.2% | $3.08 | — | — | NOTE 0.500% 5/1 | 852234AD5 |
| — | II-VI INC | 7,515,000 | $9.99M | 0.2% | $1.33 | — | — | NOTE 0.250% 9/0 | 902104AB4 |
| — | WORKDAY INC | 5,824,000 | $9.982M | 0.2% | $1.71 | — | — | NOTE 0.250%10/0 | 98138HAF8 |
| — | ETSY INC | 4,102,000 | $9.952M | 0.2% | $2.43 | — | — | NOTE 0.125%10/0 | 29786AAJ5 |
| AVGO | BROADCOM INC | 20,515 | $9.948M | 0.2% | $484.91 | — | — | COM | 11135F101 |
| BBBY | OVERSTOCK COM INC DEL | 127,327 | $9.921M | 0.2% | $77.92 | — | — | COM | 690370101 |
| META | FACEBOOK INC | 28,865 | $9.796M | 0.2% | $339.37 | — | — | CL A | 30303M102 |
| — | NEW MTN FIN CORP | 9,214,000 | $9.757M | 0.2% | $1.06 | — | — | NOTE 5.750% 8/1 | 647551AC4 |
| — | OKTA INC | 6,865,000 | $9.709M | 0.2% | $1.41 | — | — | NOTE 0.125% 9/0 | 679295AD7 |
| — | XILINX INC | 63,500 | $9.588M | 0.2% | $150.99 | — | — | COM | 983919101 |
| — | LIGAND PHARMACEUTICALS INC | 9,501,000 | $9.536M | 0.2% | $1.00 | — | — | NOTE 0.750% 5/1 | 53220KAF5 |
| — | KAMAN CORP | 9,395,000 | $9.512M | 0.2% | $1.01 | — | — | NOTE 3.250% 5/0 | 483548AF0 |
| DPZ | DOMINOS PIZZA INC | 19,734 | $9.412M | 0.2% | $476.94 | — | — | COM | 25754A201 |
| — | ON SEMICONDUCTOR CORP | 4,086,000 | $9.211M | 0.2% | $2.25 | — | — | NOTE 1.625%10/1 | 682189AP0 |
| COST | COSTCO WHSL CORP NEW | 20,386 | $9.161M | 0.2% | $449.38 | — | — | COM | 22160K105 |
| — | INTRICON CORP | 495,379 | $8.996M | 0.2% | $18.16 | — | — | COM | 46121H109 |
| — | ALTERYX INC | 9,446,000 | $8.95M | 0.2% | $0.95 | — | — | NOTE 0.500% 8/0 | 02156BAD5 |
| — | NEW RELIC INC | 8,812,000 | $8.941M | 0.2% | $1.01 | — | — | NOTE 0.500% 5/0 | 64829BAB6 |
| — | FORTIVE CORP | 8,745,000 | $8.766M | 0.2% | $1.00 | — | — | NOTE 0.875% 2/1 | 34959JAK4 |
| ARCC | ARES CAPITAL CORP | 428,124 | $8.704M | 0.2% | $20.33 | — | — | COM | 04010L103 |
| — | DEXCOM INC | 7,316,000 | $8.697M | 0.2% | $1.19 | — | — | NOTE 0.250%11/1 | 252131AK3 |
| — | SPLUNK INC | 7,397,000 | $8.645M | 0.2% | $1.17 | — | — | NOTE 0.500% 9/1 | 848637AC8 |
| — | LIVE NATION ENTERTAINMENT IN | 5,953,000 | $8.616M | 0.2% | $1.45 | — | — | NOTE 2.500% 3/1 | 538034AQ2 |
| NVO | NOVO-NORDISK A S | 89,112 | $8.556M | 0.2% | $96.01 | — | — | ADR | 670100205 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 31,161 | $8.505M | 0.2% | $272.94 | — | — | CL B NEW | 084670702 |
| — | NUVASIVE INC | 8,231,000 | $8.398M | 0.2% | $1.02 | — | — | NOTE 1.000% 6/0 | 670704AL9 |
| — | OSI SYSTEMS INC | 8,013,000 | $8.333M | 0.2% | $1.04 | — | — | NOTE 1.250% 9/0 | 671044AD7 |
| — | JAZZ INVESTMENTS I LTD | 8,192,000 | $8.311M | 0.2% | $1.01 | — | — | NOTE 1.500% 8/1 | 472145AD3 |
| KKR | KKR & CO INC | 136,118 | $8.287M | 0.2% | $60.88 | — | — | COM | 48251W104 |
| ADBE | ADOBE SYSTEMS INCORPORATED | 13,945 | $8.028M | 0.2% | $575.69 | — | — | COM | 00724F101 |
| QCOM | QUALCOMM INC | 61,425 | $7.923M | 0.2% | $128.99 | — | — | COM | 747525103 |
| MDLZ | MONDELEZ INTL INC | 135,417 | $7.879M | 0.2% | $58.18 | — | — | CL A | 609207105 |
| — | DISH NETWORK CORPORATION | 7,991,000 | $7.813M | 0.2% | $0.98 | — | — | NOTE 2.375% 3/1 | 25470MAD1 |
| — | CONMED CORP | 4,998,000 | $7.762M | 0.2% | $1.55 | — | — | NOTE 2.625% 2/0 | 207410AF8 |
| — | TELADOC HEALTH INC | 7,613,000 | $7.684M | 0.2% | $1.01 | — | — | NOTE 1.250% 6/0 | 87918AAF2 |
| FNF | FIDELITY NATIONAL FINANCIAL | 169,000 | $7.662M | 0.2% | $45.34 | — | — | FNF GROUP COM | 31620R303 |
| ABBV | ABBVIE INC | 70,390 | $7.593M | 0.2% | $107.87 | — | — | COM | 00287Y109 |
| — | BLACKLINE INC | 4,295,000 | $7.201M | 0.2% | $1.68 | — | — | NOTE 0.125% 8/0 | 09239BAB5 |
| — | RAMBUS INC DEL | 5,699,000 | $7.199M | 0.2% | $1.26 | — | — | NOTE 1.375% 2/0 | 750917AG1 |
| — | WESTERN DIGITAL CORP. | 7,125,000 | $7.192M | 0.2% | $1.01 | — | — | NOTE 1.500% 2/0 | 958102AP0 |
| NOC | NORTHROP GRUMMAN CORP | 19,915 | $7.172M | 0.2% | $360.13 | — | — | COM | 666807102 |
| — | EVOLENT HEALTH INC | 3,990,000 | $7.091M | 0.2% | $1.78 | — | — | NOTE 3.500%12/0 | 30050BAF8 |
| — | AVAYA HLDGS CORP | 6,700,000 | $7.026M | 0.2% | $1.05 | — | — | NOTE 2.250% 6/1 | 05351XAB7 |
| PEP | PEPSICO INC | 46,435 | $6.984M | 0.2% | $150.40 | — | — | COM | 713448108 |
| VZ | VERIZON COMMUNICATIONS INC | 129,254 | $6.981M | 0.2% | $54.01 | — | — | COM | 92343V104 |
| — | TWITTER INC | 5,533,000 | $6.961M | 0.2% | $1.26 | — | — | NOTE 0.250% 6/1 | 90184LAF9 |
| — | SPLUNK INC | 5,617,000 | $6.878M | 0.2% | $1.22 | — | — | NOTE 1.125% 9/1 | 848637AD6 |
| — | BLACK KNIGHT INC | 93,930 | $6.763M | 0.1% | $72.00 | — | — | COM | 09215C105 |
| — | INSIGHT ENTERPRISES INC | 4,720,000 | $6.619M | 0.1% | $1.40 | — | — | NOTE 0.750% 2/1 | 45765UAB9 |
| MCD | MCDONALDS CORP | 26,946 | $6.497M | 0.1% | $241.11 | — | — | COM | 580135101 |
| — | HUBSPOT INC | 2,644,000 | $6.424M | 0.1% | $2.43 | — | — | NOTE 0.375% 6/0 | 443573AD2 |
| — | SILICON LABORATORIES INC | 4,967,000 | $6.388M | 0.1% | $1.29 | — | — | NOTE 0.625% 6/1 | 826919AD4 |
| — | PRA GROUP INC | 5,733,000 | $6.334M | 0.1% | $1.10 | — | — | NOTE 3.500% 6/0 | 69354NAB2 |
| — | AMERICAN ELEC PWR CO INC | 131,005 | $6.277M | 0.1% | $47.91 | — | — | UNIT 08/01/2021 | 025537127 |
| — | ZENDESK INC | 4,886,000 | $6.208M | 0.1% | $1.27 | — | — | NOTE 0.625% 6/1 | 98936JAD3 |
| TMO | THERMO FISHER SCIENTIFIC INC | 10,617 | $6.066M | 0.1% | $571.35 | — | — | COM | 883556102 |
| — | SQUARE INC | 2,900,000 | $5.889M | 0.1% | $2.03 | — | — | NOTE 0.125% 3/0 | 852234AF0 |
| — | INSULET CORP | 4,208,000 | $5.873M | 0.1% | $1.40 | — | — | NOTE 0.375% 9/0 | 45784PAK7 |
| — | CHEGG INC | 4,065,000 | $5.843M | 0.1% | $1.44 | — | — | NOTE 0.125% 3/1 | 163092AD1 |
| SHW | SHERWIN WILLIAMS CO | 20,575 | $5.755M | 0.1% | $279.71 | — | — | COM | 824348106 |
| — | ARES CAPITAL CORP | 5,281,000 | $5.688M | 0.1% | $1.08 | — | — | NOTE 3.750% 2/0 | 04010LAT0 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 4,806,000 | $5.638M | 0.1% | $1.17 | — | — | NOTE 2.250% 6/0 | 049164BH8 |
| — | RH | 1,625,000 | $5.58M | 0.1% | $3.43 | — | — | NOTE 6/1 | 74967XAA1 |
| TXN | TEXAS INSTRS INC | 29,025 | $5.579M | 0.1% | $192.21 | — | — | COM | 882508104 |
| — | FTI CONSULTING INC | 3,966,000 | $5.549M | 0.1% | $1.40 | — | — | NOTE 2.000% 8/1 | 302941AP4 |
| — | DEXCOM INC | 1,659,000 | $5.518M | 0.1% | $3.33 | — | — | NOTE 0.750%12/0 | 252131AH0 |
| — | RAPID7 INC | 2,822,000 | $5.478M | 0.1% | $1.94 | — | — | NOTE 2.250% 5/0 | 753422AD6 |
| — | COUPA SOFTWARE INC | 3,581,000 | $5.406M | 0.1% | $1.51 | — | — | NOTE 0.125% 6/1 | 22266LAC0 |
| — | NCL CORP LTD | 3,158,000 | $5.398M | 0.1% | $1.71 | — | — | NOTE 5.375% 8/0 | 62886HAX9 |
| — | Q2 HLDGS INC | 4,583,000 | $5.161M | 0.1% | $1.13 | — | — | NOTE 0.750% 6/0 | 74736LAD1 |
| — | NISOURCE INC | 48,000 | $4.98M | 0.1% | $103.75 | — | — | UNIT 12/01/2023 | 65473P121 |
| NKE | NIKE INC | 34,275 | $4.978M | 0.1% | $145.24 | — | — | CL B | 654106103 |
| — | FIVE9 INC | 3,694,000 | $4.978M | 0.1% | $1.35 | — | — | NOTE 0.500% 6/0 | 338307AD3 |
| — | TERADYNE INC | 1,435,000 | $4.95M | 0.1% | $3.45 | — | — | NOTE 1.250%12/1 | 880770AG7 |
| — | LIBERTY MEDIA CORP DEL | 3,479,000 | $4.939M | 0.1% | $1.42 | — | — | NOTE 1.000% 1/3 | 531229AF9 |
| — | PARSONS CORP DEL | 4,914,000 | $4.924M | 0.1% | $1.00 | — | — | NOTE 0.250% 8/1 | 70202LAB8 |
| — | INTERDIGITAL INC | 4,531,000 | $4.901M | 0.1% | $1.08 | — | — | NOTE 2.000% 6/0 | 45867GAB7 |
| — | DATADOG INC | 2,957,000 | $4.881M | 0.1% | $1.65 | — | — | NOTE 0.125% 6/1 | 23804LAB9 |
| — | PATRICK INDS INC | 4,299,000 | $4.863M | 0.1% | $1.13 | — | — | DBCV 1.000% 2/0 | 703343AB9 |
| — | SERVICENOW INC | 1,052,000 | $4.857M | 0.1% | $4.62 | — | — | NOTE 6/0 | 81762PAC6 |
| — | ZYNGA INC | 4,243,000 | $4.845M | 0.1% | $1.14 | — | — | NOTE 0.250% 6/0 | 98986TAB4 |
| — | ADVANCED MICRO DEVICES INC | 375,000 | $4.817M | 0.1% | $12.85 | — | — | NOTE 2.125% 9/0 | 007903BD8 |
| — | REPLIGEN CORP | 1,869,000 | $4.725M | 0.1% | $2.53 | — | — | NOTE 0.375% 7/1 | 759916AB5 |
| BABA | ALIBABA GROUP HLDG LTD | 31,905 | $4.724M | 0.1% | $148.06 | — | — | SPONSORED ADS | 01609W102 |
| — | SAREPTA THERAPEUTICS INC | 3,148,000 | $4.666M | 0.1% | $1.48 | — | — | DBCV 1.500%11/1 | 803607AB6 |
| — | JAZZ INVESTMENTS I LTD | 3,938,000 | $4.548M | 0.1% | $1.15 | — | — | NOTE 2.000% 6/1 | 472145AF8 |
| — | WINNEBAGO INDS INC | 3,394,000 | $4.518M | 0.1% | $1.33 | — | — | NOTE 1.500% 4/0 | 974637AB6 |
| — | SAILPOINT TECHNOLOGIES HLDGS | 2,788,000 | $4.491M | 0.1% | $1.61 | — | — | NOTE 0.125% 9/1 | 78781PAB1 |
| — | THERAVANCE INC | 4,141,000 | $4.451M | 0.1% | $1.07 | — | — | NOTE 2.125% 1/1 | 88338TAB0 |
| — | PTC THERAPEUTICS INC | 4,254,000 | $4.432M | 0.1% | $1.04 | — | — | NOTE 3.000% 8/1 | 69366JAB7 |
| SSNC | SS&C TECHNOLOGIES HLDGS INC | 63,628 | $4.416M | 0.1% | $69.40 | — | — | COM | 78467J100 |
| — | EXACT SCIENCES CORP | 3,014,000 | $4.41M | 0.1% | $1.46 | — | — | NOTE 1.000% 1/1 | 30063PAA3 |
| — | VIMEO INC | 147,661 | $4.337M | 0.1% | $29.37 | — | — | COMMON STOCK | 92719V100 |
| — | HERCULES CAPITAL INC | 4,143,000 | $4.321M | 0.1% | $1.04 | — | — | DBCV 4.375% 2/0 | 427096AF9 |
| — | ZSCALER INC | 2,325,000 | $4.242M | 0.1% | $1.82 | — | — | NOTE 0.125% 7/0 | 98980GAB8 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 2,887,000 | $4.2M | 0.1% | $1.45 | — | — | NOTE 1.875% 6/0 | 049164BJ4 |
| — | NEXTERA ENERGY INC | 81,000 | $4.132M | 0.1% | $51.01 | — | — | UNIT 99/99/9999 | 65339F770 |
| — | PROS HOLDINGS INC | 4,300,000 | $4.117M | 0.1% | $0.96 | — | — | NOTE 1.000% 5/1 | 74346YAH6 |
| BURL | BURLINGTON STORES INC | 14,495 | $4.11M | 0.1% | $283.55 | — | — | COM | 122017106 |
| — | CYBERARK SOFTWARE LTD | 3,455,000 | $4.106M | 0.1% | $1.19 | — | — | NOTE 11/1 | 23248VAB1 |
| — | VONAGE HLDGS CORP | 3,470,000 | $4.055M | 0.1% | $1.17 | — | — | NOTE 1.750% 6/0 | 92886TAJ1 |
| — | AEROJET ROCKETDYNE HLDGS INC | 2,380,000 | $4.025M | 0.1% | $1.69 | — | — | NOTE 2.250%12/1 | 007800AB1 |
| — | STARWOOD PPTY TR INC | 3,797,000 | $4.005M | 0.1% | $1.05 | — | — | NOTE 4.375% 4/0 | 85571BAH8 |
| — | SNAP INC | 1,212,000 | $3.955M | 0.1% | $3.26 | — | — | NOTE 0.750% 8/0 | 83304AAB2 |
| INTU | INTUIT | 7,326 | $3.952M | 0.1% | $539.45 | — | — | COM | 461202103 |
| — | STRIDE INC | 3,950,000 | $3.95M | 0.1% | $1.00 | — | — | NOTE 1.125% 9/0 | 86333MAA6 |
| — | GREENBRIER COS INC | 3,743,000 | $3.869M | 0.1% | $1.03 | — | — | NOTE 2.875% 2/0 | 393657AK7 |
| — | APOLLO COML REAL EST FIN INC | 3,806,000 | $3.844M | 0.1% | $1.01 | — | — | NOTE 4.750% 8/2 | 03762UAB1 |
| ARKW | ARK ETF TR | 26,925 | $3.739M | 0.1% | $138.87 | — | — | NEXT GNRTN INTER | 00214Q401 |
| — | CHEESECAKE FACTORY INC | 3,888,000 | $3.721M | 0.1% | $0.96 | — | — | NOTE 0.375% 6/1 | 163072AA9 |
| — | EVERBRIDGE INC | 2,530,000 | $3.715M | 0.1% | $1.47 | — | — | NOTE 0.125%12/1 | 29978AAC8 |
| — | EVOLENT HEALTH INC | 3,200,000 | $3.672M | 0.1% | $1.15 | — | — | NOTE 1.500%10/1 | 30050BAD3 |
| — | HALOZYME THERAPEUTICS INC | 2,000,000 | $3.557M | 0.1% | $1.78 | — | — | NOTE 1.250%12/0 | 40637HAB5 |
| — | 8X8 INC NEW | 3,150,000 | $3.545M | 0.1% | $1.13 | — | — | NOTE 0.500% 2/0 | 282914AB6 |
| — | SSR MNG INC | 3,036,000 | $3.531M | 0.1% | $1.16 | — | — | NOTE 2.500% 4/0 | 784730AB9 |
| — | ROYAL CARIBBEAN GROUP | 2,496,000 | $3.514M | 0.1% | $1.41 | — | — | NOTE 4.250% 6/1 | 780153BB7 |
| — | BLACKSTONE MORTGAGE TRUST IN | 3,449,000 | $3.496M | 0.1% | $1.01 | — | — | NOTE 4.375% 5/0 | 09257WAB6 |
| — | ENCORE CAP GROUP INC | 2,492,000 | $3.46M | 0.1% | $1.39 | — | — | NOTE 3.250%10/0 | 292554AM4 |
| — | CSG SYS INTL INC | 3,351,000 | $3.455M | 0.1% | $1.03 | — | — | NOTE 4.250% 3/1 | 126349AF6 |
| — | AKAMAI TECHNOLOGIES INC | 2,820,000 | $3.421M | 0.1% | $1.21 | — | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | NUVASIVE INC | 3,525,000 | $3.419M | 0.1% | $0.97 | — | — | NOTE 0.375% 3/1 | 670704AJ4 |
| — | MONMOUTH REAL ESTATE INVT CO | 183,066 | $3.414M | 0.1% | $18.65 | — | — | CL A | 609720107 |
| — | SOLAREDGE TECHNOLOGIES INC | 2,679,000 | $3.323M | 0.1% | $1.24 | — | — | NOTE 9/1 | 83417MAD6 |
| — | PALO ALTO NETWORKS INC | 2,000,000 | $3.315M | 0.1% | $1.66 | — | — | NOTE 0.375% 6/0 | 697435AF2 |
| BRK/A | BERKSHIRE HATHAWAY INC DEL | 8 | $3.291M | 0.1% | $411375.00 | — | — | CL A | 084670108 |
| VNT | VONTIER CORPORATION | 96,444 | $3.241M | 0.1% | $33.60 | — | — | COM | 928881101 |
| — | FIREEYE INC | 3,224,000 | $3.224M | 0.1% | $1.00 | — | — | NOTE 1.625% 6/0 | 31816QAD3 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 2,634,000 | $3.119M | 0.1% | $1.18 | — | — | NOTE 0.875% 1/0 | 01988PAF5 |
| — | ALTAIR ENGR INC | 2,000,000 | $3.106M | 0.1% | $1.55 | — | — | NOTE 0.250% 6/0 | 021369AA1 |
| — | WAYFAIR INC | 1,664,000 | $3.08M | 0.1% | $1.85 | — | — | NOTE 1.000% 8/1 | 94419LAF8 |
| — | DIGITALBRIDGE GROUP INC | 2,961,000 | $3.036M | 0.1% | $1.03 | — | — | NOTE 5.000% 4/1 | 19624RAA4 |
| — | DICKS SPORTING GOODS INC | 800,000 | $2.938M | 0.1% | $3.67 | — | — | NOTE 3.250% 4/1 | 253393AD4 |
| — | MARRIOTT VACATIONS WORLDWIDE | 2,452,000 | $2.904M | 0.1% | $1.18 | — | — | NOTE 1.500% 9/1 | 57164YAB3 |
| — | MIDDLEBY CORP | 2,000,000 | $2.858M | 0.1% | $1.43 | — | — | NOTE 1.000% 9/0 | 596278AB7 |
| GOOGL | ALPHABET INC | 1,066 | $2.85M | 0.1% | $2673.55 | — | — | CAP STK CL A | 02079K305 |
| — | PARATEK PHARMACEUTICALS INC | 3,192,000 | $2.829M | 0.1% | $0.89 | — | — | NOTE 4.750% 5/0 | 699374AB0 |
| — | AKAMAI TECHNOLOGIES INC | 2,500,000 | $2.732M | 0.1% | $1.09 | — | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | ETSY INC | 2,000,000 | $2.629M | 0.1% | $1.31 | — | — | NOTE 0.125% 9/0 | 29786AAL0 |
| — | ZENDESK INC | 1,402,000 | $2.618M | 0.1% | $1.87 | — | — | NOTE 0.250% 3/1 | 98936JAB7 |
| — | INVITAE CORP | 2,131,000 | $2.606M | 0.1% | $1.22 | — | — | NOTE 2.000% 9/0 | 46185LAB9 |
| — | VISHAY INTERTECHNOLOGY INC | 2,500,000 | $2.582M | 0.1% | $1.03 | — | — | NOTE 2.250% 6/1 | 928298AP3 |
| — | LENDINGTREE INC | 3,000,000 | $2.563M | 0.1% | $0.85 | — | — | NOTE 0.500% 7/1 | 52603BAD9 |
| PM | PHILIP MORRIS INTL INC | 26,900 | $2.55M | 0.1% | $94.80 | — | — | COM | 718172109 |
| — | VIAVI SOLUTIONS INC | 2,000,000 | $2.502M | 0.1% | $1.25 | — | — | NOTE 1.750% 6/0 | 925550AE5 |
| STZ | CONSTELLATION BRANDS INC | 11,520 | $2.427M | 0.1% | $210.68 | — | — | CL A | 21036P108 |
| — | QUOTIENT TECHNOLOGY INC | 2,434,000 | $2.351M | 0.1% | $0.97 | — | — | NOTE 1.750%12/0 | 749119AB9 |
| — | IRONWOOD PHARMACEUTICALS INC | 2,127,000 | $2.319M | 0.1% | $1.09 | — | — | DBCV 2.250% 6/1 | 46333XAD0 |
| — | ARBOR REALTY TRUST INC | 2,064,000 | $2.309M | 0.1% | $1.12 | — | — | NOTE 4.750%11/0 | 038923AP3 |
| — | EXACT SCIENCES CORP | 2,000,000 | $2.288M | 0.0% | $1.14 | — | — | NOTE 0.375% 3/1 | 30063PAB1 |
| NVDA | NVIDIA CORPORATION | 10,800 | $2.237M | 0.0% | $207.13 | — | — | COM | 67066G104 |
| — | GUESS INC | 2,000,000 | $2.221M | 0.0% | $1.11 | — | — | NOTE 2.000% 4/1 | 401617AD7 |
| — | ENCORE CAP EUROPE FIN LTD | 1,700,000 | $2.193M | 0.0% | $1.29 | — | — | NOTE 4.500% 9/0 | 29260UAA5 |
| — | CHANGE HEALTHCARE INC | 31,045 | $2.175M | 0.0% | $70.06 | — | — | UNIT 99/99/9999 | 15912K209 |
| CMCSA | COMCAST CORP NEW | 38,848 | $2.173M | 0.0% | $55.94 | — | — | CL A | 20030N101 |
| — | INSMED INC | 1,961,000 | $2.158M | 0.0% | $1.10 | — | — | NOTE 0.750% 6/0 | 457669AB5 |
| — | ISIS PHARMACEUTICALS INC DEL | 2,126,000 | $2.123M | 0.0% | $1.00 | — | — | NOTE 1.000%11/1 | 464337AJ3 |
| — | KKR REAL ESTATE FIN TR INC | 1,990,000 | $2.115M | 0.0% | $1.06 | — | — | NOTE 6.125% 5/1 | 48251KAB6 |
| — | BIOMARIN PHARMACEUTICAL INC | 2,114,000 | $2.108M | 0.0% | $1.00 | — | — | NOTE 1.250% 5/1 | 09061GAK7 |
| — | PEGASYSTEMS INC | 1,849,000 | $2.09M | 0.0% | $1.13 | — | — | NOTE 0.750% 3/0 | 705573AB9 |
| — | KNOWLES CORP | 2,000,000 | $2.056M | 0.0% | $1.03 | — | — | NOTE 3.250%11/0 | 49926DAB5 |
| — | NEVRO CORP | 1,519,000 | $2.05M | 0.0% | $1.35 | — | — | NOTE 2.750% 4/0 | 64157FAC7 |
| — | DOCUSIGN INC | 567,000 | $2.036M | 0.0% | $3.59 | — | — | NOTE 0.500% 9/1 | 256163AB2 |
| — | WESTERN ASSET MORTGAGE CAPIT | 2,000,000 | $2.022M | 0.0% | $1.01 | — | — | NOTE 6.750% 9/1 | 95790DAD7 |
| — | WAYFAIR INC | 2,000,000 | $1.999M | 0.0% | $1.00 | — | — | NOTE 0.625%10/0 | 94419LAM3 |
| — | BENEFITFOCUS INC | 2,120,000 | $1.986M | 0.0% | $0.94 | — | — | NOTE 1.250%12/1 | 08180DAB2 |
| — | CLEVELAND-CLIFFS INC NEW | 774,000 | $1.985M | 0.0% | $2.56 | — | — | DBCV 1.500% 1/1 | 185899AA9 |
| — | CHEGG INC | 2,000,000 | $1.97M | 0.0% | $0.98 | — | — | NOTE 9/0 | 163092AF6 |
| — | RINGCENTRAL INC | 1,935,000 | $1.915M | 0.0% | $0.99 | — | — | NOTE 3/0 | 76680RAF4 |
| — | NEOGENOMICS INC | 1,293,000 | $1.911M | 0.0% | $1.48 | — | — | NOTE 1.250% 5/0 | 64049MAA8 |
| — | INSULET CORP | 626,000 | $1.906M | 0.0% | $3.04 | — | — | NOTE 1.375%11/1 | 45784PAH4 |
| — | LYFT INC | 1,216,000 | $1.891M | 0.0% | $1.56 | — | — | NOTE 1.500% 5/1 | 55087PAB0 |
| — | PEBBLEBROOK HOTEL TR | 1,675,000 | $1.874M | 0.0% | $1.12 | — | — | NOTE 1.750%12/1 | 70509VAA8 |
| — | GUIDEWIRE SOFTWARE INC | 1,510,000 | $1.819M | 0.0% | $1.20 | — | — | NOTE 1.250% 3/1 | 40171VAA8 |
| — | BANDWIDTH INC | 1,498,000 | $1.794M | 0.0% | $1.20 | — | — | NOTE 0.250% 3/0 | 05988JAB9 |
| — | BRIDGEBIO PHARMA INC | 1,297,000 | $1.79M | 0.0% | $1.38 | — | — | NOTE 2.500% 3/1 | 10806XAB8 |
| EPD | ENTERPRISE PRODS PARTNERS L | 80,755 | $1.748M | 0.0% | $21.65 | — | — | COM | 293792107 |
| HBAN | HUNTINGTON BANCSHARES INC | 112,713 | $1.743M | 0.0% | $15.46 | — | — | COM | 446150104 |
| — | KBR INC | 1,080,000 | $1.736M | 0.0% | $1.61 | — | — | NOTE 2.500%11/0 | 48242WAB2 |
| — | INFINERA CORP | 1,502,000 | $1.672M | 0.0% | $1.11 | — | — | NOTE 2.125% 9/0 | 45667GAC7 |
| EA | ELECTRONIC ARTS INC | 11,700 | $1.664M | 0.0% | $142.22 | — | — | COM | 285512109 |
| — | INTEGRA LIFESCIENCES HLDGS C | 1,500,000 | $1.655M | 0.0% | $1.10 | — | — | NOTE 0.500% 8/1 | 457985AM1 |
| PG | PROCTER AND GAMBLE CO | 11,714 | $1.638M | 0.0% | $139.83 | — | — | COM | 742718109 |
| — | COUPA SOFTWARE INC | 1,500,000 | $1.632M | 0.0% | $1.09 | — | — | NOTE 0.375% 6/1 | 22266LAF3 |
| — | ILLUMINA INC | 1,400,000 | $1.629M | 0.0% | $1.16 | — | — | NOTE 8/1 | 452327AK5 |
| — | PIONEER NAT RES CO | 979,000 | $1.58M | 0.0% | $1.61 | — | — | NOTE 0.250% 5/1 | 723787AP2 |
| — | BLOOMIN BRANDS INC | 695,000 | $1.569M | 0.0% | $2.26 | — | — | NOTE 5.000% 5/0 | 094235AB4 |
| — | ELANCO ANIMAL HEALTH INC | 30,258 | $1.508M | 0.0% | $49.84 | — | — | UNIT 02/01/2023T | 28414H202 |
| — | ALLEGHENY TECHNOLOGIES INC | 1,079,000 | $1.449M | 0.0% | $1.34 | — | — | NOTE 3.500% 6/1 | 01741RAK8 |
| — | 1LIFE HEALTHCARE INC | 1,500,000 | $1.433M | 0.0% | $0.96 | — | — | NOTE 3.000% 6/1 | 68269GAB3 |
| — | SPIRIT AIRLS INC | 1,500,000 | $1.415M | 0.0% | $0.94 | — | — | NOTE 1.000% 5/1 | 848577AB8 |
| NTRS | NORTHERN TR CORP | 13,000 | $1.402M | 0.0% | $107.85 | — | — | COM | 665859104 |
| — | ZILLOW GROUP INC | 842,000 | $1.311M | 0.0% | $1.56 | — | — | NOTE 2.750% 5/1 | 98954MAH4 |
| — | EZCORP INC | 1,200,000 | $1.246M | 0.0% | $1.04 | — | — | NOTE 2.875% 7/0 | 302301AF3 |
| APLS | APELLIS PHARMACEUTICALS INC | 35,583 | $1.173M | 0.0% | $32.97 | — | — | COM | 03753U106 |
| — | ENCORE CAP GROUP INC | 1,000,000 | $1.146M | 0.0% | $1.15 | — | — | NOTE 3.250% 3/1 | 292554AK8 |
| IVV | ISHARES TR | 2,658 | $1.145M | 0.0% | $430.78 | — | — | CORE S&P500 ETF | 464287200 |
| — | SUPERNUS PHARMACEUTICALS | 1,145,000 | $1.127M | 0.0% | $0.98 | — | — | NOTE 0.625% 4/0 | 868459AD0 |
| NXPI | NXP SEMICONDUCTORS N V | 5,720 | $1.12M | 0.0% | $195.80 | — | — | COM | N6596X109 |
| — | AIR TRANS SVCS GROUP INC | 1,000,000 | $1.08M | 0.0% | $1.08 | — | — | NOTE 1.125%10/1 | 00922RAB1 |
| — | THERAVANCE BIOPHARMA INC | 1,157,000 | $1.076M | 0.0% | $0.93 | — | — | NOTE 3.250%11/0 | 88339KAA0 |
| TDG | TRANSDIGM GROUP INC | 1,700 | $1.062M | 0.0% | $624.71 | — | — | COM | 893641100 |
| — | ISTAR INC | 533,000 | $970K | 0.0% | $1.82 | — | — | NOTE 3.125% 9/1 | 45031UCB5 |
| — | LAM RESEARCH CORP | 1,700 | $968K | 0.0% | $569.41 | — | — | COM | 512807108 |
| GM | GENERAL MTRS CO | 18,150 | $957K | 0.0% | $52.73 | — | — | COM | 37045V100 |
| APD | AIR PRODS & CHEMS INC | 3,690 | $945K | 0.0% | $256.10 | — | — | COM | 009158106 |
| — | APPLIED OPTOELECTRONICS INC | 1,000,000 | $831K | 0.0% | $0.83 | — | — | NOTE 5.000% 3/1 | 03823UAB8 |
| EXPE | EXPEDIA GROUP INC | 4,858 | $796K | 0.0% | $163.85 | — | — | COM NEW | 30212P303 |
| JD | JD.COM INC | 10,325 | $746K | 0.0% | $72.25 | — | — | SPON ADR CL A | 47215P106 |
| MO | ALTRIA GROUP INC | 16,340 | $744K | 0.0% | $45.53 | — | — | COM | 02209S103 |
| MAR | MARRIOTT INTL INC NEW | 4,950 | $733K | 0.0% | $148.08 | — | — | CL A | 571903202 |
| COP | CONOCOPHILLIPS | 10,800 | $732K | 0.0% | $67.78 | — | — | COM | 20825C104 |
| — | ACTIVISION BLIZZARD INC | 9,065 | $702K | 0.0% | $77.44 | — | — | COM | 00507V109 |
| SEDG | SOLAREDGE TECHNOLOGIES INC | 2,600 | $690K | 0.0% | $265.38 | — | — | COM | 83417M104 |
| — | BRICKELL BIOTECH INC | 950,905 | $685K | 0.0% | $0.72 | — | — | COM | 10802T105 |
| — | QUIDEL CORP | 4,700 | $663K | 0.0% | $141.06 | — | — | COM | 74838J101 |
| RTX | RAYTHEON TECHNOLOGIES CORP | 7,542 | $648K | 0.0% | $85.92 | — | — | COM | 75513E101 |
| — | INFINERA CORP | 77,500 | $645K | 0.0% | $8.32 | — | — | COM | 45667G103 |
| — | NANOSTRING TECHNOLOGIES INC | 500,000 | $640K | 0.0% | $1.28 | — | — | NOTE 2.625% 3/0 | 63009RAD1 |
| IBM | INTERNATIONAL BUSINESS MACHS | 4,415 | $613K | 0.0% | $138.84 | — | — | COM | 459200101 |
| CVX | CHEVRON CORP NEW | 6,045 | $613K | 0.0% | $101.41 | — | — | COM | 166764100 |
| CNP | CENTERPOINT ENERGY INC | 24,450 | $601K | 0.0% | $24.58 | — | — | COM | 15189T107 |
| MAS | MASCO CORP | 10,000 | $555K | 0.0% | $55.50 | — | — | COM | 574599106 |
| GS | GOLDMAN SACHS GROUP INC | 1,465 | $554K | 0.0% | $378.16 | — | — | COM | 38141G104 |
| VST | VISTRA CORP | 30,826 | $527K | 0.0% | $17.10 | — | — | COM | 92840M102 |
| — | WIX COM LTD | 500,000 | $481K | 0.0% | $0.96 | — | — | NOTE 8/1 | 92940WAD1 |
| — | TABULA RASA HEALTHCARE INC | 557,000 | $462K | 0.0% | $0.83 | — | — | NOTE 1.750% 2/1 | 873379AA9 |
| — | EZCORP INC | 500,000 | $458K | 0.0% | $0.92 | — | — | NOTE 2.375% 5/0 | 302301AE6 |
| AMT | AMERICAN TOWER CORP NEW | 1,683 | $447K | 0.0% | $265.60 | — | — | COM | 03027X100 |
| SPY | SPDR S&P 500 ETF TR | 1,000 | $429K | 0.0% | $429.00 | — | — | TR UNIT | 78462F103 |
| HAE | HAEMONETICS CORP MASS | 6,000 | $424K | 0.0% | $70.67 | — | — | COM | 405024100 |
| HLT | HILTON WORLDWIDE HLDGS INC | 3,114 | $411K | 0.0% | $131.98 | — | — | COM | 43300A203 |
| IJR | ISHARES TR | 3,700 | $404K | 0.0% | $109.19 | — | — | CORE S&P SCP ETF | 464287804 |
| PYPL | PAYPAL HLDGS INC | 1,539 | $400K | 0.0% | $259.91 | — | — | COM | 70450Y103 |
| TTWO | TAKE-TWO INTERACTIVE SOFTWAR | 2,550 | $393K | 0.0% | $154.12 | — | — | COM | 874054109 |
| BKNG | BOOKING HOLDINGS INC | 165 | $392K | 0.0% | $2375.76 | — | — | COM | 09857L108 |
| RBBN | RIBBON COMMUNICATIONS INC | 65,000 | $389K | 0.0% | $5.98 | — | — | COM | 762544104 |
| — | CREE INC | 4,750 | $383K | 0.0% | $80.63 | — | — | COM | 225447101 |
| WIX | WIX COM LTD | 1,900 | $372K | 0.0% | $195.79 | — | — | SHS | M98068105 |
| — | SUNPOWER CORP | 300,000 | $369K | 0.0% | $1.23 | — | — | DBCV 4.000% 1/1 | 867652AL3 |
| ED | CONSOLIDATED EDISON INC | 5,000 | $363K | 0.0% | $72.60 | — | — | COM | 209115104 |
| IJH | ISHARES TR | 1,363 | $359K | 0.0% | $263.39 | — | — | CORE S&P MCP ETF | 464287507 |
| — | LIVONGO HEALTH INC | 273,000 | $359K | 0.0% | $1.32 | — | — | NOTE 0.875% 6/0 | 539183AA1 |
| LYFT | LYFT INC | 6,650 | $356K | 0.0% | $53.53 | — | — | CL A COM | 55087P104 |
| — | SEAGEN INC | 2,000 | $340K | 0.0% | $170.00 | — | — | COM | 81181C104 |
| BAC | BK OF AMERICA CORP | 8,000 | $340K | 0.0% | $42.50 | — | — | COM | 060505104 |
| — | JACOBS ENGR GROUP INC | 2,550 | $338K | 0.0% | $132.55 | — | — | COM | 469814107 |
| ABT | ABBOTT LABS | 2,850 | $337K | 0.0% | $118.25 | — | — | COM | 002824100 |
| YELP | YELP INC | 9,000 | $335K | 0.0% | $37.22 | — | — | CL A | 985817105 |
| — | JUNIPER NETWORKS INC | 12,000 | $330K | 0.0% | $27.50 | — | — | COM | 48203R104 |
| NVCR | NOVOCURE LTD | 2,800 | $325K | 0.0% | $116.07 | — | — | ORD SHS | G6674U108 |
| MU | MICRON TECHNOLOGY INC | 4,250 | $302K | 0.0% | $71.06 | — | — | COM | 595112103 |
| ACN | ACCENTURE PLC IRELAND | 875 | $280K | 0.0% | $320.00 | — | — | SHS CLASS A | G1151C101 |
| Z | ZILLOW GROUP INC | 3,000 | $264K | 0.0% | $88.00 | — | — | CL C CAP STK | 98954M200 |
| — | ESSENTIAL UTILS INC | 4,582 | $263K | 0.0% | $57.40 | — | — | UNIT 04/30/2022 | 29670G201 |
| — | BLACKROCK TCP CAPITAL CORP | 258,000 | $262K | 0.0% | $1.02 | — | — | NOTE 4.625% 3/0 | 87238QAD5 |
| MITK | MITEK SYS INC | 14,000 | $259K | 0.0% | $18.50 | — | — | COM NEW | 606710200 |
| — | DIGITALBRIDGE GROUP INC | 42,000 | $253K | 0.0% | $6.02 | — | — | CL A COM | 25401T108 |
| — | HAWAIIAN HOLDINGS INC | 11,500 | $249K | 0.0% | $21.65 | — | — | COM | 419879101 |
| GILD | GILEAD SCIENCES INC | 3,500 | $244K | 0.0% | $69.71 | — | — | COM | 375558103 |
| AAL | AMERICAN AIRLS GROUP INC | 11,750 | $241K | 0.0% | $20.51 | — | — | COM | 02376R102 |
| TRIP | TRIPADVISOR INC | 7,100 | $240K | 0.0% | $33.80 | — | — | COM | 896945201 |
| — | CLOVIS ONCOLOGY INC | 330,000 | $240K | 0.0% | $0.73 | — | — | NOTE 1.250% 5/0 | 189464AC4 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 3,050 | $236K | 0.0% | $77.38 | — | — | COM | 09061G101 |
| ADSK | AUTODESK INC | 800 | $228K | 0.0% | $285.00 | — | — | COM | 052769106 |
| — | MICROCHIP TECHNOLOGY INC. | 200,000 | $227K | 0.0% | $1.14 | — | — | NOTE 0.125%11/1 | 595017AU8 |
| PEG | PUBLIC SVC ENTERPRISE GRP IN | 3,700 | $225K | 0.0% | $60.81 | — | — | COM | 744573106 |
| NOTV | INOTIV INC | 7,450 | $218K | 0.0% | $29.26 | — | — | COM | 45783Q100 |
| YORW | YORK WTR CO | 4,600 | $201K | 0.0% | $43.70 | — | — | COM | 987184108 |
| TBPH | THERAVANCE BIOPHARMA INC | 22,000 | $163K | 0.0% | $7.41 | — | — | COM | G8807B106 |
| — | NEOGENOMICS INC | 94,000 | $94,000 | 0.0% | $1.00 | — | — | NOTE 0.250% 1/1 | 64049MAB6 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 37,500 | $90,000 | 0.0% | $2.40 | — | — | COM | 87157B103 |
| — | INVACARE CORP | 16,000 | $76,000 | 0.0% | $4.75 | — | — | COM | 461203101 |
| — | NEW YORK MTG TR INC | 30,000 | $30,000 | 0.0% | $1.00 | — | — | NOTE 6.250% 1/1 | 649604AD7 |
| — | WEIBO CORP | 16,000 | $15,000 | 0.0% | $0.94 | — | — | NOTE 1.250%11/1 | 948596AC5 |
| — | FIREEYE INC | 15,000 | $14,000 | 0.0% | $0.93 | — | — | NOTE 1.000% 6/0 | 31816QAB7 |
| — | PALATIN TECHNOLOGIES INC | 19,010 | $8,000 | 0.0% | $0.42 | — | — | COM PAR $ .01 | 696077403 |