Location: Fort Lee, NJ
CIK: 0001009006 · Show all filings
Period: Q1 2022 (← Previous) (Next →)
Filing Date: May 9, 2022
Total Value: $4.352B (82.3% shares, 17.7% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| AIT | APPLIED INDL TECHNOLOGIES IN | 713,127 | $73.21M | 1.7% | $102.66 | — | — | COM | 03820C105 |
| AAPL | APPLE INC | 373,799 | $65.27M | 1.5% | $174.61 | — | — | COM | 037833100 |
| RJF | RAYMOND JAMES FINL INC | 581,356 | $63.9M | 1.5% | $109.91 | — | — | COM | 754730109 |
| LFUS | LITTELFUSE INC | 237,617 | $59.26M | 1.4% | $249.41 | — | — | COM | 537008104 |
| — | SYNEOS HEALTH INC | 715,287 | $57.9M | 1.3% | $80.95 | — | — | CL A | 87166B102 |
| — | PDC ENERGY INC | 796,675 | $57.9M | 1.3% | $72.68 | — | — | COM | 69327R101 |
| DHR | DANAHER CORPORATION | 192,153 | $56.36M | 1.3% | $293.33 | — | — | COM | 235851102 |
| AVNT | AVIENT CORPORATION | 1,170,538 | $56.19M | 1.3% | $48.00 | — | — | COM | 05368V106 |
| IDA | IDACORP INC | 485,642 | $56.02M | 1.3% | $115.36 | — | — | COM | 451107106 |
| EGP | EASTGROUP PPTYS INC | 254,458 | $51.73M | 1.2% | $203.28 | — | — | COM | 277276101 |
| ACHC | ACADIA HEALTHCARE COMPANY IN | 768,396 | $50.35M | 1.2% | $65.53 | — | — | COM | 00404A109 |
| WLY | WILEY JOHN & SONS INC | 926,678 | $49.14M | 1.1% | $53.03 | — | — | CL A | 968223206 |
| RGEN | REPLIGEN CORP | 231,250 | $43.5M | 1.0% | $188.09 | — | — | COM | 759916109 |
| SMTC | SEMTECH CORP | 623,312 | $43.22M | 1.0% | $69.34 | — | — | COM | 816850101 |
| CUZ | COUSINS PPTYS INC | 1,049,493 | $42.28M | 1.0% | $40.29 | — | — | COM NEW | 222795502 |
| — | ALTRA INDL MOTION CORP | 1,047,588 | $40.78M | 0.9% | $38.93 | — | — | COM | 02208R106 |
| LKQ | LKQ CORP | 882,791 | $40.09M | 0.9% | $45.41 | — | — | COM | 501889208 |
| UIS | UNISYS CORP | 1,845,819 | $39.89M | 0.9% | $21.61 | — | — | COM NEW | 909214306 |
| — | PING IDENTITY HLDG CORP | 1,414,676 | $38.8M | 0.9% | $27.43 | — | — | COM | 72341T103 |
| WSFS | WSFS FINL CORP | 829,799 | $38.69M | 0.9% | $46.62 | — | — | COM | 929328102 |
| MSFT | MICROSOFT CORP | 124,578 | $38.41M | 0.9% | $308.30 | — | — | COM | 594918104 |
| ONTO | ONTO INNOVATION INC | 441,881 | $38.4M | 0.9% | $86.89 | — | — | COM | 683344105 |
| RLI | RLI CORP | 344,634 | $38.13M | 0.9% | $110.63 | — | — | COM | 749607107 |
| INDB | INDEPENDENT BK CORP MASS | 464,463 | $37.94M | 0.9% | $81.69 | — | — | COM | 453836108 |
| BRKR | BRUKER CORP | 587,724 | $37.79M | 0.9% | $64.30 | — | — | COM | 116794108 |
| CFR | CULLEN FROST BANKERS INC | 271,823 | $37.62M | 0.9% | $138.41 | — | — | COM | 229899109 |
| MLI | MUELLER INDS INC | 681,814 | $36.93M | 0.8% | $54.17 | — | — | COM | 624756102 |
| APH | AMPHENOL CORP NEW | 485,578 | $36.59M | 0.8% | $75.35 | — | — | CL A | 032095101 |
| RNST | RENASANT CORP | 1,091,301 | $36.5M | 0.8% | $33.45 | — | — | COM | 75970E107 |
| NGVT | INGEVITY CORP | 565,748 | $36.25M | 0.8% | $64.07 | — | — | COM | 45688C107 |
| ACIW | ACI WORLDWIDE INC | 1,141,012 | $35.93M | 0.8% | $31.49 | — | — | COM | 004498101 |
| CSGS | CSG SYS INTL INC | 563,862 | $35.84M | 0.8% | $63.57 | — | — | COM | 126349109 |
| SAIA | SAIA INC | 143,667 | $35.03M | 0.8% | $243.82 | — | — | COM | 78709Y105 |
| GPI | GROUP 1 AUTOMOTIVE INC | 207,112 | $34.76M | 0.8% | $167.83 | — | — | COM | 398905109 |
| PB | PROSPERITY BANCSHARES INC | 496,703 | $34.46M | 0.8% | $69.38 | — | — | COM | 743606105 |
| HEI/A | HEICO CORP NEW | 264,186 | $33.51M | 0.8% | $126.83 | — | — | CL A | 422806208 |
| PFGC | PERFORMANCE FOOD GROUP CO | 645,665 | $32.87M | 0.8% | $50.91 | — | — | COM | 71377A103 |
| — | EASTERLY GOVT PPTYS INC | 1,455,768 | $30.77M | 0.7% | $21.14 | — | — | COM | 27616P103 |
| WAL | WESTERN ALLIANCE BANCORP | 369,792 | $30.63M | 0.7% | $82.82 | — | — | COM | 957638109 |
| RLJ | RLJ LODGING TR | 2,167,324 | $30.52M | 0.7% | $14.08 | — | — | COM | 74965L101 |
| — | COVETRUS INC | 1,813,531 | $30.45M | 0.7% | $16.79 | — | — | COM | 22304C100 |
| CMC | COMMERCIAL METALS CO | 725,844 | $30.21M | 0.7% | $41.62 | — | — | COM | 201723103 |
| — | BARNES GROUP INC | 731,733 | $29.41M | 0.7% | $40.19 | — | — | COM | 067806109 |
| ICLR | ICON PLC | 120,035 | $29.2M | 0.7% | $243.22 | — | — | SHS | G4705A100 |
| WABC | WESTAMERICA BANCORPORATION | 477,892 | $28.91M | 0.7% | $60.50 | — | — | COM | 957090103 |
| — | NATIONAL INSTRS CORP | 703,767 | $28.57M | 0.7% | $40.59 | — | — | COM | 636518102 |
| VRRM | VERRA MOBILITY CORP | 1,751,108 | $28.51M | 0.7% | $16.28 | — | — | COM | 92511U102 |
| — | RITCHIE BROS AUCTIONEERS | 477,766 | $28.2M | 0.6% | $59.03 | — | — | COM | 767744105 |
| OIS | OIL STS INTL INC | 3,992,822 | $27.75M | 0.6% | $6.95 | — | — | COM | 678026105 |
| CNC | CENTENE CORP DEL | 328,480 | $27.66M | 0.6% | $84.19 | — | — | COM | 15135B101 |
| AZTA | AZENTA INC | 333,602 | $27.65M | 0.6% | $82.88 | — | — | COM | 114340102 |
| — | ALTAIR ENGR INC | 427,960 | $27.56M | 0.6% | $64.40 | — | — | COM CL A | 021369103 |
| LRN | STRIDE INC | 735,787 | $26.73M | 0.6% | $36.33 | — | — | COM | 86333M108 |
| — | IAA INC | 697,282 | $26.67M | 0.6% | $38.25 | — | — | COM | 449253103 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 198,495 | $26.23M | 0.6% | $132.12 | — | — | COM | 45866F104 |
| FULT | FULTON FINL CORP PA | 1,577,251 | $26.21M | 0.6% | $16.62 | — | — | COM | 360271100 |
| — | PRIMO WATER CORPORATION | 1,828,817 | $26.06M | 0.6% | $14.25 | — | — | COM | 74167P108 |
| BLKB | BLACKBAUD INC | 424,797 | $25.43M | 0.6% | $59.87 | — | — | COM | 09227Q100 |
| TMHC | TAYLOR MORRISON HOME CORP | 931,084 | $25.34M | 0.6% | $27.22 | — | — | COM | 87724P106 |
| ZBRA | ZEBRA TECHNOLOGIES CORPORATI | 60,892 | $25.19M | 0.6% | $413.70 | — | — | CL A | 989207105 |
| FNV | FRANCO NEV CORP | 154,468 | $24.64M | 0.6% | $159.52 | — | — | COM | 351858105 |
| KWR | QUAKER HOUGHTON | 140,914 | $24.35M | 0.6% | $172.81 | — | — | COM | 747316107 |
| JPM | JPMORGAN CHASE & CO | 178,592 | $24.35M | 0.6% | $136.32 | — | — | COM | 46625H100 |
| TXRH | TEXAS ROADHOUSE INC | 290,694 | $24.34M | 0.6% | $83.73 | — | — | COM | 882681109 |
| RGP | RESOURCES CONNECTION INC | 1,353,649 | $23.2M | 0.5% | $17.14 | — | — | COM | 76122Q105 |
| EBS | EMERGENT BIOSOLUTIONS INC | 560,409 | $23.01M | 0.5% | $41.06 | — | — | COM | 29089Q105 |
| GOOG | ALPHABET INC | 8,118 | $22.67M | 0.5% | $2792.93 | — | — | CAP STK CL C | 02079K107 |
| WWD | WOODWARD INC | 178,776 | $22.33M | 0.5% | $124.91 | — | — | COM | 980745103 |
| V | VISA INC | 95,824 | $21.25M | 0.5% | $221.77 | — | — | COM CL A | 92826C839 |
| CMP | COMPASS MINERALS INTL INC | 337,731 | $21.21M | 0.5% | $62.79 | — | — | COM | 20451N101 |
| BKE | BUCKLE INC | 621,459 | $20.53M | 0.5% | $33.04 | — | — | COM | 118440106 |
| CAKE | CHEESECAKE FACTORY INC | 514,315 | $20.46M | 0.5% | $39.79 | — | — | COM | 163072101 |
| AME | AMETEK INC | 148,219 | $19.74M | 0.5% | $133.18 | — | — | COM | 031100100 |
| DECK | DECKERS OUTDOOR CORP | 71,938 | $19.69M | 0.5% | $273.76 | — | — | COM | 243537107 |
| ROP | ROPER TECHNOLOGIES INC | 40,617 | $19.18M | 0.4% | $472.24 | — | — | COM | 776696106 |
| — | THE AARONS COMPANY INC | 953,486 | $19.15M | 0.4% | $20.08 | — | — | COM | 00258W108 |
| — | PLANTRONICS INC NEW | 484,292 | $19.08M | 0.4% | $39.40 | — | — | COM | 727493108 |
| HCSG | HEALTHCARE SVCS GROUP INC | 1,026,422 | $19.06M | 0.4% | $18.57 | — | — | COM | 421906108 |
| FTV | FORTIVE CORP | 302,961 | $18.46M | 0.4% | $60.93 | — | — | COM | 34959J108 |
| CSTL | CASTLE BIOSCIENCES INC | 409,232 | $18.36M | 0.4% | $44.86 | — | — | COM | 14843C105 |
| — | BROADCOM INC | 9,328 | $18.31M | 0.4% | $1962.80 | — | — | 8% MCNV PFD SR A | 11135F200 |
| AMAT | APPLIED MATLS INC | 137,661 | $18.14M | 0.4% | $131.80 | — | — | COM | 038222105 |
| — | HANGER INC | 980,295 | $17.97M | 0.4% | $18.33 | — | — | COM NEW | 41043F208 |
| HMN | HORACE MANN EDUCATORS CORP N | 428,197 | $17.91M | 0.4% | $41.83 | — | — | COM | 440327104 |
| AHCO | ADAPTHEALTH CORP | 1,115,180 | $17.88M | 0.4% | $16.03 | — | — | COMMON STOCK | 00653Q102 |
| — | AVID BIOSERVICES INC | 858,426 | $17.49M | 0.4% | $20.37 | — | — | COM | 05368M106 |
| ABBV | ABBVIE INC | 107,566 | $17.44M | 0.4% | $162.11 | — | — | COM | 00287Y109 |
| PRG | PROG HOLDINGS INC | 598,710 | $17.23M | 0.4% | $28.77 | — | — | COM NPV | 74319R101 |
| TRUP | TRUPANION INC | 189,114 | $16.85M | 0.4% | $89.12 | — | — | COM | 898202106 |
| MATW | MATTHEWS INTL CORP | 520,133 | $16.83M | 0.4% | $32.36 | — | — | CL A | 577128101 |
| HRTX | HERON THERAPEUTICS INC | 2,921,107 | $16.71M | 0.4% | $5.72 | — | — | COM | 427746102 |
| JNJ | JOHNSON & JOHNSON | 93,141 | $16.51M | 0.4% | $177.23 | — | — | COM | 478160104 |
| — | DANAHER CORPORATION | 10,224 | $16.11M | 0.4% | $1575.70 | — | — | 5% CONV PFD B | 235851409 |
| AMSF | AMERISAFE INC | 324,173 | $16.1M | 0.4% | $49.67 | — | — | COM | 03071H100 |
| — | WELLS FARGO CO NEW | 12,234 | $15.99M | 0.4% | $1307.42 | — | — | PERP PFD CNV A | 949746804 |
| AVGO | BROADCOM INC | 25,315 | $15.94M | 0.4% | $629.67 | — | — | COM | 11135F101 |
| — | PALO ALTO NETWORKS INC | 6,685,000 | $15.65M | 0.4% | $2.34 | — | — | NOTE 0.750% 7/0 | 697435AD7 |
| ROCK | GIBRALTAR INDS INC | 359,280 | $15.43M | 0.4% | $42.95 | — | — | COM | 374689107 |
| AMZN | AMAZON COM INC | 4,591 | $14.97M | 0.3% | $3259.86 | — | — | COM | 023135106 |
| — | BIOMARIN PHARMACEUTICAL INC | 14,548,000 | $14.61M | 0.3% | $1.00 | — | — | NOTE 0.599% 8/0 | 09061GAH4 |
| MD | MEDNAX INC | 612,749 | $14.39M | 0.3% | $23.48 | — | — | COM | 58502B106 |
| UNP | UNION PAC CORP | 51,499 | $14.07M | 0.3% | $273.21 | — | — | COM | 907818108 |
| MSA | MSA SAFETY INC | 106,005 | $14.07M | 0.3% | $132.70 | — | — | COM | 553498106 |
| — | DEXCOM INC | 12,144,000 | $13.92M | 0.3% | $1.15 | — | — | NOTE 0.250%11/1 | 252131AK3 |
| RVLV | REVOLVE GROUP INC | 254,186 | $13.65M | 0.3% | $53.69 | — | — | CL A | 76156B107 |
| HD | HOME DEPOT INC | 43,086 | $12.9M | 0.3% | $299.33 | — | — | COM | 437076102 |
| SBUX | STARBUCKS CORP | 140,585 | $12.79M | 0.3% | $90.97 | — | — | COM | 855244109 |
| — | LUMENTUM HLDGS INC | 7,702,000 | $12.75M | 0.3% | $1.66 | — | — | NOTE 0.250% 3/1 | 55024UAB5 |
| — | BLOCK INC | 9,688,000 | $12.71M | 0.3% | $1.31 | — | — | NOTE 0.125% 3/0 | 852234AF0 |
| BLFS | BIOLIFE SOLUTIONS INC | 551,769 | $12.54M | 0.3% | $22.73 | — | — | COM NEW | 09062W204 |
| — | HERBALIFE NUTRITION LTD | 13,226,000 | $12.41M | 0.3% | $0.94 | — | — | NOTE 2.625% 3/1 | 42703MAD5 |
| MTCH | MATCH GROUP INC NEW | 113,689 | $12.36M | 0.3% | $108.74 | — | — | COM | 57667L107 |
| OSW | ONESPAWORLD HOLDINGS LIMITED | 1,188,873 | $12.13M | 0.3% | $10.20 | — | — | COM | P73684113 |
| NEE | NEXTERA ENERGY INC | 141,925 | $12.02M | 0.3% | $84.71 | — | — | COM | 65339F101 |
| AMD | ADVANCED MICRO DEVICES INC | 109,902 | $12.02M | 0.3% | $109.34 | — | — | COM | 007903107 |
| VERX | VERTEX INC | 780,038 | $11.97M | 0.3% | $15.34 | — | — | CL A | 92538J106 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 33,628 | $11.87M | 0.3% | $352.92 | — | — | CL B NEW | 084670702 |
| — | SPLUNK INC | 9,774,000 | $11.73M | 0.3% | $1.20 | — | — | NOTE 1.125% 9/1 | 848637AD6 |
| — | KAMAN CORP | 11,256,000 | $11.59M | 0.3% | $1.03 | — | — | NOTE 3.250% 5/0 | 483548AF0 |
| — | SOUTHWEST AIRLS CO | 8,305,000 | $11.34M | 0.3% | $1.36 | — | — | NOTE 1.250% 5/0 | 844741BG2 |
| FISV | FISERV INC | 109,614 | $11.12M | 0.3% | $101.40 | — | — | COM | 337738108 |
| COST | COSTCO WHSL CORP NEW | 19,259 | $11.09M | 0.3% | $575.83 | — | — | COM | 22160K105 |
| DIS | DISNEY WALT CO | 80,562 | $11.05M | 0.3% | $137.16 | — | — | COM | 254687106 |
| ZTS | ZOETIS INC | 58,333 | $11M | 0.3% | $188.59 | — | — | CL A | 98978V103 |
| — | BK OF AMERICA CORP | 8,290 | $10.99M | 0.3% | $1325.93 | — | — | 7.25%CNV PFD L | 060505682 |
| — | MICROCHIP TECHNOLOGY INC. | 4,981,000 | $10.95M | 0.3% | $2.20 | — | — | NOTE 1.625% 2/1 | 595017AF1 |
| — | NEW MTN FIN CORP | 10,343,000 | $10.92M | 0.3% | $1.06 | — | — | NOTE 5.750% 8/1 | 647551AC4 |
| — | ZENDESK INC | 8,581,000 | $10.85M | 0.2% | $1.26 | — | — | NOTE 0.625% 6/1 | 98936JAD3 |
| TDY | TELEDYNE TECHNOLOGIES INC | 22,622 | $10.69M | 0.2% | $472.64 | — | — | COM | 879360105 |
| — | FORD MTR CO DEL | 8,883,000 | $10.52M | 0.2% | $1.18 | — | — | NOTE 3/1 | 345370CZ1 |
| — | MONGODB INC | 4,740,000 | $10.28M | 0.2% | $2.17 | — | — | NOTE 0.250% 1/1 | 60937PAD8 |
| MNRO | MONRO INC | 229,381 | $10.17M | 0.2% | $44.34 | — | — | COM | 610236101 |
| — | BOOKING HOLDINGS INC | 6,926,000 | $10.12M | 0.2% | $1.46 | — | — | NOTE 0.750% 5/0 | 09857LAN8 |
| NMFC | NEW MTN FIN CORP | 727,903 | $10.08M | 0.2% | $13.85 | — | — | COM | 647551100 |
| CRSR | CORSAIR GAMING INC | 475,593 | $10.06M | 0.2% | $21.16 | — | — | COM | 22041X102 |
| — | JAZZ INVESTMENTS I LTD | 9,771,000 | $10.04M | 0.2% | $1.03 | — | — | NOTE 1.500% 8/1 | 472145AD3 |
| NVO | NOVO-NORDISK A S | 89,479 | $9.937M | 0.2% | $111.05 | — | — | ADR | 670100205 |
| — | LIGAND PHARMACEUTICALS INC | 10,006,000 | $9.832M | 0.2% | $0.98 | — | — | NOTE 0.750% 5/1 | 53220KAF5 |
| BBBY | OVERSTOCK COM INC DEL | 222,173 | $9.777M | 0.2% | $44.01 | — | — | COM | 690370101 |
| — | TWITTER INC | 9,138,000 | $9.345M | 0.2% | $1.02 | — | — | NOTE 0.250% 6/1 | 90184LAF9 |
| — | WORKDAY INC | 5,673,000 | $9.321M | 0.2% | $1.64 | — | — | NOTE 0.250%10/0 | 98138HAF8 |
| — | SHARECARE INC | 3,762,099 | $9.292M | 0.2% | $2.47 | — | — | COM CL A | 81948W104 |
| — | ETSY INC | 9,200,000 | $9.232M | 0.2% | $1.00 | — | — | NOTE 0.125% 9/0 | 29786AAL0 |
| QCOM | QUALCOMM INC | 59,600 | $9.108M | 0.2% | $152.82 | — | — | COM | 747525103 |
| NOC | NORTHROP GRUMMAN CORP | 19,830 | $8.868M | 0.2% | $447.20 | — | — | COM | 666807102 |
| ARCC | ARES CAPITAL CORP | 423,045 | $8.863M | 0.2% | $20.95 | — | — | COM | 04010L103 |
| — | NUVASIVE INC | 8,750,000 | $8.766M | 0.2% | $1.00 | — | — | NOTE 1.000% 6/0 | 670704AL9 |
| — | LIVE NATION ENTERTAINMENT IN | 4,948,000 | $8.757M | 0.2% | $1.77 | — | — | NOTE 2.500% 3/1 | 538034AQ2 |
| — | BURLINGTON STORES INC | 7,579,000 | $8.659M | 0.2% | $1.14 | — | — | NOTE 2.250% 4/1 | 122017AB2 |
| MDLZ | MONDELEZ INTL INC | 136,703 | $8.582M | 0.2% | $62.78 | — | — | CL A | 609207105 |
| — | DISH NETWORK CORPORATION | 9,138,000 | $8.549M | 0.2% | $0.94 | — | — | NOTE 2.375% 3/1 | 25470MAD1 |
| — | ALTERYX INC | 9,137,000 | $8.485M | 0.2% | $0.93 | — | — | NOTE 0.500% 8/0 | 02156BAD5 |
| FNF | FIDELITY NATIONAL FINANCIAL | 173,100 | $8.454M | 0.2% | $48.84 | — | — | FNF GROUP COM | 31620R303 |
| — | NUTANIX INC | 8,406,000 | $8.337M | 0.2% | $0.99 | — | — | NOTE 1/1 | 67059NAB4 |
| BL | BLACKLINE INC | 111,065 | $8.132M | 0.2% | $73.22 | — | — | COM | 09239B109 |
| — | OSI SYSTEMS INC | 8,041,000 | $8.092M | 0.2% | $1.01 | — | — | NOTE 1.250% 9/0 | 671044AD7 |
| DPZ | DOMINOS PIZZA INC | 19,719 | $8.026M | 0.2% | $407.02 | — | — | COM | 25754A201 |
| — | DOCUSIGN INC | 8,524,000 | $7.985M | 0.2% | $0.94 | — | — | NOTE 1/1 | 256163AD8 |
| KKR | KKR & CO INC | 135,698 | $7.934M | 0.2% | $58.47 | — | — | COM | 48251W104 |
| — | PURE STORAGE INC | 5,607,000 | $7.849M | 0.2% | $1.40 | — | — | NOTE 0.125% 4/1 | 74624MAB8 |
| IAC | IAC INTERACTIVECORP NEW | 77,572 | $7.779M | 0.2% | $100.28 | — | — | COM NEW | 44891N208 |
| BDX | BECTON DICKINSON & CO | 29,203 | $7.768M | 0.2% | $266.00 | — | — | COM | 075887109 |
| — | II-VI INC | 5,027,000 | $7.766M | 0.2% | $1.54 | — | — | NOTE 0.250% 9/0 | 902104AB4 |
| ARKK | ARK ETF TR | 116,540 | $7.725M | 0.2% | $66.29 | — | — | INNOVATION ETF | 00214Q104 |
| — | WESTERN DIGITAL CORP. | 7,793,000 | $7.529M | 0.2% | $0.97 | — | — | NOTE 1.500% 2/0 | 958102AP0 |
| PEP | PEPSICO INC | 44,529 | $7.453M | 0.2% | $167.37 | — | — | COM | 713448108 |
| — | OKTA INC | 6,815,000 | $7.326M | 0.2% | $1.07 | — | — | NOTE 0.125% 9/0 | 679295AD7 |
| XYZ | BLOCK INC | 53,954 | $7.316M | 0.2% | $135.60 | — | — | CL A | 852234103 |
| — | INSULET CORP | 5,472,000 | $7.274M | 0.2% | $1.33 | — | — | NOTE 0.375% 9/0 | 45784PAK7 |
| — | INTERDIGITAL INC | 6,958,000 | $7.16M | 0.2% | $1.03 | — | — | NOTE 2.000% 6/0 | 45867GAB7 |
| — | NEW RELIC INC | 6,750,000 | $6.792M | 0.2% | $1.01 | — | — | NOTE 0.500% 5/0 | 64829BAB6 |
| — | PARSONS CORP DEL | 6,371,000 | $6.733M | 0.2% | $1.06 | — | — | NOTE 0.250% 8/1 | 70202LAB8 |
| ATKR | ATKORE INC | 68,239 | $6.717M | 0.2% | $98.43 | — | — | COM | 047649108 |
| — | FTI CONSULTING INC | 4,075,000 | $6.473M | 0.1% | $1.59 | — | — | NOTE 2.000% 8/1 | 302941AP4 |
| TMO | THERMO FISHER SCIENTIFIC INC | 10,762 | $6.357M | 0.1% | $590.69 | — | — | COM | 883556102 |
| — | RAMBUS INC DEL | 3,742,000 | $6.33M | 0.1% | $1.69 | — | — | NOTE 1.375% 2/0 | 750917AG1 |
| — | IONIS PHARMACEUTICALS INC | 7,032,000 | $6.32M | 0.1% | $0.90 | — | — | NOTE 0.125%12/1 | 462222AB6 |
| ADBE | ADOBE SYSTEMS INCORPORATED | 13,760 | $6.269M | 0.1% | $455.60 | — | — | COM | 00724F101 |
| CHCT | COMMUNITY HEALTHCARE TR INC | 148,411 | $6.264M | 0.1% | $42.21 | — | — | COM | 20369C106 |
| — | AIR TRANS SVCS GROUP INC | 5,279,000 | $6.258M | 0.1% | $1.19 | — | — | NOTE 1.125%10/1 | 00922RAB1 |
| — | EVERBRIDGE INC | 6,902,000 | $6.233M | 0.1% | $0.90 | — | — | NOTE 0.125%12/1 | 29978AAC8 |
| — | CONMED CORP | 3,564,000 | $6.134M | 0.1% | $1.72 | — | — | NOTE 2.625% 2/0 | 207410AF8 |
| MCD | MCDONALDS CORP | 24,687 | $6.105M | 0.1% | $247.30 | — | — | COM | 580135101 |
| — | BLACK KNIGHT INC | 103,013 | $5.974M | 0.1% | $57.99 | — | — | COM | 09215C105 |
| — | ON SEMICONDUCTOR CORP | 1,940,000 | $5.89M | 0.1% | $3.04 | — | — | NOTE 1.625%10/1 | 682189AP0 |
| VZ | VERIZON COMMUNICATIONS INC | 114,505 | $5.833M | 0.1% | $50.94 | — | — | COM | 92343V104 |
| — | SPLUNK INC | 5,059,000 | $5.786M | 0.1% | $1.14 | — | — | NOTE 0.500% 9/1 | 848637AC8 |
| — | CYBERARK SOFTWARE LTD | 4,629,000 | $5.763M | 0.1% | $1.24 | — | — | NOTE 11/1 | 23248VAB1 |
| — | NCL CORP LTD | 3,957,000 | $5.742M | 0.1% | $1.45 | — | — | NOTE 5.375% 8/0 | 62886HAX9 |
| — | FIVE9 INC | 5,169,000 | $5.621M | 0.1% | $1.09 | — | — | NOTE 0.500% 6/0 | 338307AD3 |
| SSNC | SS&C TECHNOLOGIES HLDGS INC | 74,621 | $5.598M | 0.1% | $75.02 | — | — | COM | 78467J100 |
| — | MIDDLEBY CORP | 4,044,000 | $5.568M | 0.1% | $1.38 | — | — | NOTE 1.000% 9/0 | 596278AB7 |
| — | AKAMAI TECHNOLOGIES INC | 4,214,000 | $5.547M | 0.1% | $1.32 | — | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | NISOURCE INC | 46,200 | $5.532M | 0.1% | $119.74 | — | — | UNIT 12/01/2023 | 65473P121 |
| — | AVAYA HLDGS CORP | 5,624,000 | $5.51M | 0.1% | $0.98 | — | — | NOTE 2.250% 6/1 | 05351XAB7 |
| TXN | TEXAS INSTRS INC | 28,911 | $5.305M | 0.1% | $183.49 | — | — | COM | 882508104 |
| — | ZSCALER INC | 3,090,000 | $5.291M | 0.1% | $1.71 | — | — | NOTE 0.125% 7/0 | 98980GAB8 |
| — | SILICON LABORATORIES INC | 3,797,000 | $5.227M | 0.1% | $1.38 | — | — | NOTE 0.625% 6/1 | 826919AD4 |
| — | LENDINGTREE INC | 5,259,000 | $5.226M | 0.1% | $0.99 | — | — | NOTE 0.625% 6/0 | 52603BAA5 |
| — | SAILPOINT TECHNOLOGIES HLDGS | 2,776,000 | $5.156M | 0.1% | $1.86 | — | — | NOTE 0.125% 9/1 | 78781PAB1 |
| SHW | SHERWIN WILLIAMS CO | 20,590 | $5.14M | 0.1% | $249.64 | — | — | COM | 824348106 |
| — | CHEGG INC | 5,000,000 | $5.032M | 0.1% | $1.01 | — | — | NOTE 0.125% 3/1 | 163092AD1 |
| — | PTC THERAPEUTICS INC | 4,672,000 | $4.858M | 0.1% | $1.04 | — | — | NOTE 3.000% 8/1 | 69366JAB7 |
| — | ROYAL CARIBBEAN GROUP | 3,967,000 | $4.814M | 0.1% | $1.21 | — | — | NOTE 2.875%11/1 | 780153BF8 |
| APTV 5.5 06/15/23 A | APTIV PLC | 35,170 | $4.806M | 0.1% | $136.65 | — | — | 5.5% CNV PFD A | G6095L117 |
| — | JAZZ INVESTMENTS I LTD | 3,932,000 | $4.799M | 0.1% | $1.22 | — | — | NOTE 2.000% 6/1 | 472145AF8 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 3,098,000 | $4.652M | 0.1% | $1.50 | — | — | NOTE 1.875% 6/0 | 049164BJ4 |
| NKE | NIKE INC | 34,340 | $4.621M | 0.1% | $134.57 | — | — | CL B | 654106103 |
| — | INNOVIVA INC | 4,084,000 | $4.548M | 0.1% | $1.11 | — | — | NOTE 2.125% 1/1 | 88338TAB0 |
| — | 8X8 INC NEW | 4,689,000 | $4.416M | 0.1% | $0.94 | — | — | NOTE 0.500% 2/0 | 282914AB6 |
| — | PEGASYSTEMS INC | 4,650,000 | $4.377M | 0.1% | $0.94 | — | — | NOTE 0.750% 3/0 | 705573AB9 |
| — | HALOZYME THERAPEUTICS INC | 2,500,000 | $4.376M | 0.1% | $1.75 | — | — | NOTE 1.250%12/0 | 40637HAB5 |
| — | PATRICK INDS INC | 4,318,000 | $4.323M | 0.1% | $1.00 | — | — | DBCV 1.000% 2/0 | 703343AB9 |
| META | META PLATFORMS INC | 19,303 | $4.292M | 0.1% | $222.35 | — | — | CL A | 30303M102 |
| — | LYFT INC | 3,420,000 | $4.258M | 0.1% | $1.25 | — | — | NOTE 1.500% 5/1 | 55087PAB0 |
| — | APOLLO COML REAL ESTATE FIN | 4,233,000 | $4.243M | 0.1% | $1.00 | — | — | NOTE 4.750% 8/2 | 03762UAB1 |
| BRK/A | BERKSHIRE HATHAWAY INC DEL | 8 | $4.231M | 0.1% | $528875.00 | — | — | CL A | 084670108 |
| — | STARWOOD PPTY TR INC | 4,088,000 | $4.192M | 0.1% | $1.03 | — | — | NOTE 4.375% 4/0 | 85571BAH8 |
| — | PROS HOLDINGS INC | 4,501,000 | $4.185M | 0.1% | $0.93 | — | — | NOTE 1.000% 5/1 | 74346YAH6 |
| — | SAREPTA THERAPEUTICS INC | 3,156,000 | $4.163M | 0.1% | $1.32 | — | — | DBCV 1.500%11/1 | 803607AB6 |
| — | TERADYNE INC | 1,105,000 | $4.134M | 0.1% | $3.74 | — | — | NOTE 1.250%12/1 | 880770AG7 |
| — | GREENBRIER COS INC | 3,626,000 | $4.083M | 0.1% | $1.13 | — | — | NOTE 2.875% 2/0 | 393657AK7 |
| — | INFINERA CORP | 3,630,000 | $4.081M | 0.1% | $1.12 | — | — | NOTE 2.125% 9/0 | 45667GAC7 |
| — | DIGITALBRIDGE GROUP INC | 3,982,000 | $4.078M | 0.1% | $1.02 | — | — | NOTE 5.000% 4/1 | 19624RAA4 |
| — | SOLAREDGE TECHNOLOGIES INC | 2,872,000 | $3.932M | 0.1% | $1.37 | — | — | NOTE 9/1 | 83417MAD6 |
| — | SNAP INC | 2,197,000 | $3.854M | 0.1% | $1.75 | — | — | NOTE 0.750% 8/0 | 83304AAB2 |
| — | WINNEBAGO INDS INC | 3,521,000 | $3.851M | 0.1% | $1.09 | — | — | NOTE 1.500% 4/0 | 974637AB6 |
| — | DROPBOX INC | 4,027,000 | $3.8M | 0.1% | $0.94 | — | — | NOTE 3/0 | 26210CAD6 |
| — | BLACKLINE INC | 3,187,000 | $3.792M | 0.1% | $1.19 | — | — | NOTE 0.125% 8/0 | 09239BAB5 |
| — | DANIMER SCIENTIFIC INC | 641,726 | $3.761M | 0.1% | $5.86 | — | — | COM CL A | 236272100 |
| — | EXACT SCIENCES CORP | 3,093,000 | $3.732M | 0.1% | $1.21 | — | — | NOTE 1.000% 1/1 | 30063PAA3 |
| — | AEROJET ROCKETDYNE HLDGS INC | 2,380,000 | $3.727M | 0.1% | $1.57 | — | — | NOTE 2.250%12/1 | 007800AB1 |
| — | RAPID7 INC | 1,942,000 | $3.7M | 0.1% | $1.91 | — | — | NOTE 2.250% 5/0 | 753422AD6 |
| — | PRA GROUP INC | 3,281,000 | $3.644M | 0.1% | $1.11 | — | — | NOTE 3.500% 6/0 | 69354NAB2 |
| — | LIBERTY MEDIA CORP DEL | 1,908,000 | $3.62M | 0.1% | $1.90 | — | — | NOTE 1.000% 1/3 | 531229AF9 |
| — | INVITAE CORP | 4,316,000 | $3.542M | 0.1% | $0.82 | — | — | NOTE 2.000% 9/0 | 46185LAB9 |
| — | KKR & CO INC | 47,561 | $3.508M | 0.1% | $73.76 | — | — | 6% MCONV PFD C | 48251W401 |
| — | EVOLENT HEALTH INC | 1,897,000 | $3.497M | 0.1% | $1.84 | — | — | NOTE 3.500%12/0 | 30050BAF8 |
| — | NEXTERA ENERGY INC | 66,258 | $3.468M | 0.1% | $52.34 | — | — | UNIT 99/99/9999 | 65339F770 |
| — | DISH NETWORK CORPORATION | 3,574,000 | $3.467M | 0.1% | $0.97 | — | — | NOTE 12/1 | 25470MAF6 |
| — | PARAMOUNT GLOBAL | 62,409 | $3.466M | 0.1% | $55.54 | — | — | 5.75% CONV PFD A | 92556H305 |
| — | ENPHASE ENERGY INC | 3,370,000 | $3.437M | 0.1% | $1.02 | — | — | NOTE 3/0 | 29355AAH0 |
| — | COUPA SOFTWARE INC | 3,486,000 | $3.401M | 0.1% | $0.98 | — | — | NOTE 0.125% 6/1 | 22266LAC0 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 2,967,000 | $3.397M | 0.1% | $1.14 | — | — | NOTE 2.250% 6/0 | 049164BH8 |
| — | MANDIANT INC | 3,343,000 | $3.343M | 0.1% | $1.00 | — | — | NOTE 1.625% 6/0 | 31816QAD3 |
| — | BLACKSTONE MORTGAGE TRUST IN | 3,340,000 | $3.342M | 0.1% | $1.00 | — | — | NOTE 4.375% 5/0 | 09257WAB6 |
| — | GUIDEWIRE SOFTWARE INC | 3,117,000 | $3.267M | 0.1% | $1.05 | — | — | NOTE 1.250% 3/1 | 40171VAA8 |
| — | INSIGHT ENTERPRISES INC | 2,000,000 | $3.223M | 0.1% | $1.61 | — | — | NOTE 0.750% 2/1 | 45765UAB9 |
| — | BOSTON SCIENTIFIC CORP | 27,500 | $3.202M | 0.1% | $116.44 | — | — | 5.50% CNV PFD A | 101137206 |
| — | BIOMARIN PHARMACEUTICAL INC | 3,143,000 | $3.168M | 0.1% | $1.01 | — | — | NOTE 1.250% 5/1 | 09061GAK7 |
| — | REPLIGEN CORP | 1,831,000 | $3.154M | 0.1% | $1.72 | — | — | NOTE 0.375% 7/1 | 759916AB5 |
| INTU | INTUIT | 6,483 | $3.117M | 0.1% | $480.80 | — | — | COM | 461202103 |
| — | ZILLOW GROUP INC | 2,742,000 | $3.115M | 0.1% | $1.14 | — | — | NOTE 2.750% 5/1 | 98954MAH4 |
| — | ZYNGA INC | 2,501,000 | $3.049M | 0.1% | $1.22 | — | — | NOTE 0.250% 6/0 | 98986TAB4 |
| — | LIVEPERSON INC | 2,996,000 | $2.988M | 0.1% | $1.00 | — | — | NOTE 0.750% 3/0 | 538146AB7 |
| NVDA | NVIDIA CORPORATION | 10,900 | $2.974M | 0.1% | $272.84 | — | — | COM | 67066G104 |
| — | DATADOG INC | 1,657,000 | $2.932M | 0.1% | $1.77 | — | — | NOTE 0.125% 6/1 | 23804LAB9 |
| — | TECHTARGET INC | 2,240,000 | $2.928M | 0.1% | $1.31 | — | — | NOTE 0.125%12/1 | 87874RAB6 |
| — | REDWOOD TRUST INC | 2,917,000 | $2.917M | 0.1% | $1.00 | — | — | NOTE 5.625% 7/1 | 758075AD7 |
| — | ROYAL CARIBBEAN GROUP | 2,232,000 | $2.915M | 0.1% | $1.31 | — | — | NOTE 4.250% 6/1 | 780153BB7 |
| — | BOX INC | 2,288,000 | $2.903M | 0.1% | $1.27 | — | — | NOTE 1/1 | 10316TAB0 |
| — | Q2 HLDGS INC | 2,872,000 | $2.868M | 0.1% | $1.00 | — | — | NOTE 0.750% 6/0 | 74736LAD1 |
| — | PARATEK PHARMACEUTICALS INC | 3,192,000 | $2.816M | 0.1% | $0.88 | — | — | NOTE 4.750% 5/0 | 699374AB0 |
| — | SSR MNG INC | 2,000,000 | $2.788M | 0.1% | $1.39 | — | — | NOTE 2.500% 4/0 | 784730AB9 |
| — | BLOOMIN BRANDS INC | 1,378,000 | $2.786M | 0.1% | $2.02 | — | — | NOTE 5.000% 5/0 | 094235AB4 |
| — | EPR PPTYS | 79,400 | $2.779M | 0.1% | $35.00 | — | — | CONV PFD 9% SR E | 26884U307 |
| BURL | BURLINGTON STORES INC | 15,240 | $2.776M | 0.1% | $182.15 | — | — | COM | 122017106 |
| — | PENNYMAC CORP | 2,777,000 | $2.759M | 0.1% | $0.99 | — | — | NOTE 5.500%11/0 | 70932AAD5 |
| — | RH | 1,680,000 | $2.751M | 0.1% | $1.64 | — | — | NOTE 9/1 | 74967XAD5 |
| — | MARRIOTT VACATIONS WORLDWIDE | 2,363,000 | $2.687M | 0.1% | $1.14 | — | — | NOTE 1.500% 9/1 | 57164YAB3 |
| STZ | CONSTELLATION BRANDS INC | 11,510 | $2.651M | 0.1% | $230.32 | — | — | CL A | 21036P108 |
| — | SERVICENOW INC | 642,000 | $2.646M | 0.1% | $4.12 | — | — | NOTE 6/0 | 81762PAC6 |
| — | BECTON DICKINSON & CO | 49,545 | $2.639M | 0.1% | $53.26 | — | — | 6% DP CONV PFD B | 075887406 |
| — | KKR REAL ESTATE FIN TR INC | 2,524,000 | $2.612M | 0.1% | $1.03 | — | — | NOTE 6.125% 5/1 | 48251KAB6 |
| GOOGL | ALPHABET INC | 926 | $2.576M | 0.1% | $2781.86 | — | — | CAP STK CL A | 02079K305 |
| — | VAREX IMAGING CORP | 2,040,000 | $2.572M | 0.1% | $1.26 | — | — | NOTE 4.000% 6/0 | 92214XAB2 |
| PM | PHILIP MORRIS INTL INC | 26,900 | $2.527M | 0.1% | $93.94 | — | — | COM | 718172109 |
| — | VIAVI SOLUTIONS INC | 2,000,000 | $2.505M | 0.1% | $1.25 | — | — | NOTE 1.750% 6/0 | 925550AE5 |
| — | RH | 1,475,000 | $2.504M | 0.1% | $1.70 | — | — | NOTE 6/1 | 74967XAA1 |
| — | RAPID7 INC | 2,000,000 | $2.492M | 0.1% | $1.25 | — | — | NOTE 0.250% 3/1 | 753422AF1 |
| — | WIX COM LTD | 2,350,000 | $2.435M | 0.1% | $1.04 | — | — | NOTE 7/0 | 92940WAB5 |
| — | HUBSPOT INC | 1,339,000 | $2.394M | 0.1% | $1.79 | — | — | NOTE 0.375% 6/0 | 443573AD2 |
| — | GUARDANT HEALTH INC | 2,935,000 | $2.371M | 0.1% | $0.81 | — | — | NOTE 11/1 | 40131MAB5 |
| — | VIAVI SOLUTIONS INC | 1,800,000 | $2.349M | 0.1% | $1.30 | — | — | NOTE 1.000% 3/0 | 925550AB1 |
| — | KBR INC | 1,080,000 | $2.349M | 0.1% | $2.17 | — | — | NOTE 2.500%11/0 | 48242WAB2 |
| — | QUOTIENT TECHNOLOGY INC | 2,388,000 | $2.334M | 0.1% | $0.98 | — | — | NOTE 1.750%12/0 | 749119AB9 |
| — | UNITED STATES STL CORP | 750,000 | $2.192M | 0.1% | $2.92 | — | — | NOTE 5.000%11/0 | 912909AT5 |
| — | BENEFITFOCUS INC | 2,280,000 | $2.183M | 0.1% | $0.96 | — | — | NOTE 1.250%12/1 | 08180DAB2 |
| — | ARBOR REALTY TRUST INC | 2,064,000 | $2.146M | 0.0% | $1.04 | — | — | NOTE 4.750%11/0 | 038923AP3 |
| — | PALO ALTO NETWORKS INC | 1,000,000 | $2.11M | 0.0% | $2.11 | — | — | NOTE 0.375% 6/0 | 697435AF2 |
| — | PELOTON INTERACTIVE INC | 2,500,000 | $2.093M | 0.0% | $0.84 | — | — | NOTE 2/1 | 70614WAB6 |
| — | IRONWOOD PHARMACEUTICALS INC | 2,054,000 | $2.092M | 0.0% | $1.02 | — | — | DBCV 2.250% 6/1 | 46333XAD0 |
| — | STRIDE INC | 2,082,000 | $2.089M | 0.0% | $1.00 | — | — | NOTE 1.125% 9/0 | 86333MAA6 |
| EPD | ENTERPRISE PRODS PARTNERS L | 80,755 | $2.084M | 0.0% | $25.81 | — | — | COM | 293792107 |
| — | MANNKIND CORP | 2,033,000 | $2.072M | 0.0% | $1.02 | — | — | NOTE 2.500% 3/0 | 56400PAQ5 |
| — | PEBBLEBROOK HOTEL TR | 1,793,000 | $2.069M | 0.0% | $1.15 | — | — | NOTE 1.750%12/1 | 70509VAA8 |
| — | VIMEO INC | 174,160 | $2.069M | 0.0% | $11.88 | — | — | COMMON STOCK | 92719V100 |
| — | INSMED INC | 2,075,000 | $2.017M | 0.0% | $0.97 | — | — | NOTE 0.750% 6/0 | 457669AB5 |
| — | RBC BEARINGS INC | 20,000 | $1.99M | 0.0% | $99.50 | — | — | 5% CNV PFD SR A | 75524B203 |
| ARKW | ARK ETF TR | 22,725 | $1.982M | 0.0% | $87.22 | — | — | NEXT GNRTN INTER | 00214Q401 |
| — | VAIL RESORTS INC | 2,000,000 | $1.94M | 0.0% | $0.97 | — | — | NOTE 1/0 | 91879QAN9 |
| — | OAK STR HEALTH INC | 2,428,000 | $1.939M | 0.0% | $0.80 | — | — | NOTE 3/1 | 67181AAB3 |
| — | NOVA LTD | 1,250,000 | $1.939M | 0.0% | $1.55 | — | — | NOTE 10/1 | 66980MAB2 |
| — | EXACT SCIENCES CORP | 2,000,000 | $1.891M | 0.0% | $0.95 | — | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | DICKS SPORTING GOODS INC | 600,000 | $1.867M | 0.0% | $3.11 | — | — | NOTE 3.250% 4/1 | 253393AD4 |
| — | PACIRA BIOSCIENCES INC | 1,500,000 | $1.863M | 0.0% | $1.24 | — | — | NOTE 0.750% 8/0 | 695127AF7 |
| PG | PROCTER AND GAMBLE CO | 11,941 | $1.825M | 0.0% | $152.83 | — | — | COM | 742718109 |
| — | AKAMAI TECHNOLOGIES INC | 1,500,000 | $1.736M | 0.0% | $1.16 | — | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | ALARM COM HLDGS INC | 2,000,000 | $1.702M | 0.0% | $0.85 | — | — | NOTE 1/1 | 011642AB1 |
| — | SHIFT4 PMTS INC | 1,604,000 | $1.683M | 0.0% | $1.05 | — | — | NOTE 12/1 | 82452JAB5 |
| — | ALLEGHENY TECHNOLOGIES INC | 888,000 | $1.669M | 0.0% | $1.88 | — | — | NOTE 3.500% 6/1 | 01741RAK8 |
| — | ETSY INC | 1,022,000 | $1.653M | 0.0% | $1.62 | — | — | NOTE 0.125%10/0 | 29786AAJ5 |
| HBAN | HUNTINGTON BANCSHARES INC | 112,713 | $1.648M | 0.0% | $14.62 | — | — | COM | 446150104 |
| — | MARRIOTT VACATIONS WORLDWIDE | 1,500,000 | $1.646M | 0.0% | $1.10 | — | — | NOTE 1/1 | 57164YAD9 |
| — | NEVRO CORP | 1,534,000 | $1.643M | 0.0% | $1.07 | — | — | NOTE 2.750% 4/0 | 64157FAC7 |
| — | APELLIS PHARMACEUTICALS INC | 1,017,000 | $1.607M | 0.0% | $1.58 | — | — | NOTE 3.500% 9/1 | 03753UAB2 |
| — | I3 VERTICALS LLC | 1,600,000 | $1.597M | 0.0% | $1.00 | — | — | NOTE 1.000% 2/1 | 44933TAB2 |
| — | BILL COM HLDGS INC | 1,000,000 | $1.595M | 0.0% | $1.59 | — | — | NOTE 12/0 | 090043AB6 |
| — | BANDWIDTH INC | 2,065,000 | $1.589M | 0.0% | $0.77 | — | — | NOTE 0.250% 3/0 | 05988JAB9 |
| — | LIVEPERSON INC | 2,000,000 | $1.587M | 0.0% | $0.79 | — | — | NOTE 12/1 | 538146AD3 |
| NTRS | NORTHERN TR CORP | 13,000 | $1.514M | 0.0% | $116.46 | — | — | COM | 665859104 |
| — | REDFIN CORP | 2,000,000 | $1.487M | 0.0% | $0.74 | — | — | NOTE 10/1 | 75737FAC2 |
| — | HOPE BANCORP INC | 1,500,000 | $1.482M | 0.0% | $0.99 | — | — | NOTE 2.000% 5/1 | 43940TAB5 |
| EA | ELECTRONIC ARTS INC | 11,700 | $1.48M | 0.0% | $126.50 | — | — | COM | 285512109 |
| — | ILLUMINA INC | 1,344,000 | $1.478M | 0.0% | $1.10 | — | — | NOTE 8/1 | 452327AK5 |
| — | ALTAIR ENGR INC | 1,000,000 | $1.445M | 0.0% | $1.45 | — | — | NOTE 0.250% 6/0 | 021369AA1 |
| — | NOVOCURE LTD | 1,580,000 | $1.438M | 0.0% | $0.91 | — | — | NOTE 11/0 | 67011XAB9 |
| — | BRIDGEBIO PHARMA INC | 3,000,000 | $1.429M | 0.0% | $0.48 | — | — | NOTE 2.250% 2/0 | 10806XAD4 |
| — | NUVASIVE INC | 1,471,000 | $1.398M | 0.0% | $0.95 | — | — | NOTE 0.375% 3/1 | 670704AJ4 |
| — | ADVANCED MICRO DEVICES INC | 100,000 | $1.365M | 0.0% | $13.65 | — | — | NOTE 2.125% 9/0 | 007903BD8 |
| — | SUPERNUS PHARMACEUTICALS | 1,338,000 | $1.331M | 0.0% | $0.99 | — | — | NOTE 0.625% 4/0 | 868459AD0 |
| — | THERAVANCE BIOPHARMA INC | 1,308,000 | $1.254M | 0.0% | $0.96 | — | — | NOTE 3.250%11/0 | 88339KAA0 |
| — | ELANCO ANIMAL HEALTH INC | 30,251 | $1.251M | 0.0% | $41.35 | — | — | UNIT 02/01/2023T | 28414H202 |
| — | PIONEER NAT RES CO | 511,000 | $1.215M | 0.0% | $2.38 | — | — | NOTE 0.250% 5/1 | 723787AP2 |
| — | ENVISTA HOLDINGS CORPORATION | 500,000 | $1.191M | 0.0% | $2.38 | — | — | NOTE 2.375% 6/0 | 29415FAB0 |
| — | BEYOND MEAT INC | 1,926,000 | $1.165M | 0.0% | $0.60 | — | — | NOTE 3/1 | 08862EAB5 |
| TDG | TRANSDIGM GROUP INC | 1,700 | $1.108M | 0.0% | $651.76 | — | — | COM | 893641100 |
| — | ZILLOW GROUP INC | 820,000 | $1.089M | 0.0% | $1.33 | — | — | NOTE 1.375% 9/0 | 98954MAG6 |
| COP | CONOCOPHILLIPS | 10,821 | $1.082M | 0.0% | $99.99 | — | — | COM | 20825C104 |
| — | VISHAY INTERTECHNOLOGY INC | 1,000,000 | $1.007M | 0.0% | $1.01 | — | — | NOTE 2.250% 6/1 | 928298AP3 |
| BABA | ALIBABA GROUP HLDG LTD | 9,020 | $981K | 0.0% | $108.76 | — | — | SPONSORED ADS | 01609W102 |
| CVX | CHEVRON CORP NEW | 5,937 | $967K | 0.0% | $162.88 | — | — | COM | 166764100 |
| IVV | ISHARES TR | 2,114 | $959K | 0.0% | $453.64 | — | — | CORE S&P500 ETF | 464287200 |
| DVN | DEVON ENERGY CORP NEW | 15,948 | $943K | 0.0% | $59.13 | — | — | COM | 25179M103 |
| — | CERENCE INC | 750,000 | $943K | 0.0% | $1.26 | — | — | NOTE 3.000% 6/0 | 156727AB5 |
| — | LCI INDS | 1,000,000 | $924K | 0.0% | $0.92 | — | — | NOTE 1.125% 5/1 | 501812AB7 |
| — | BLACKSTONE MORTGAGE TRUST IN | 872,000 | $886K | 0.0% | $1.02 | — | — | NOTE 4.750% 3/1 | 09257WAC4 |
| APD | AIR PRODS & CHEMS INC | 3,435 | $858K | 0.0% | $249.78 | — | — | COM | 009158106 |
| NXPI | NXP SEMICONDUCTORS N V | 4,620 | $855K | 0.0% | $185.06 | — | — | COM | N6596X109 |
| — | BRIDGEBIO PHARMA INC | 1,387,000 | $821K | 0.0% | $0.59 | — | — | NOTE 2.500% 3/1 | 10806XAB8 |
| MO | ALTRIA GROUP INC | 15,240 | $796K | 0.0% | $52.23 | — | — | COM | 02209S103 |
| CNP | CENTERPOINT ENERGY INC | 24,680 | $756K | 0.0% | $30.63 | — | — | COM | 15189T107 |
| RTX | RAYTHEON TECHNOLOGIES CORP | 7,565 | $749K | 0.0% | $99.01 | — | — | COM | 75513E101 |
| — | ACTIVISION BLIZZARD INC | 8,665 | $694K | 0.0% | $80.09 | — | — | COM | 00507V109 |
| — | INFINERA CORP | 77,500 | $672K | 0.0% | $8.67 | — | — | COM | 45667G103 |
| — | APPLIED OPTOELECTRONICS INC | 1,000,000 | $669K | 0.0% | $0.67 | — | — | NOTE 5.000% 3/1 | 03823UAB8 |
| — | ENCORE CAP GROUP INC | 389,000 | $642K | 0.0% | $1.65 | — | — | NOTE 3.250%10/0 | 292554AM4 |
| RH | RH | 1,850 | $603K | 0.0% | $325.95 | — | — | COM | 74967X103 |
| JD | JD.COM INC | 10,115 | $585K | 0.0% | $57.83 | — | — | SPON ADR CL A | 47215P106 |
| PRAA | PRA GROUP INC | 11,526 | $520K | 0.0% | $45.12 | — | — | COM | 69354N106 |
| MAS | MASCO CORP | 10,000 | $510K | 0.0% | $51.00 | — | — | COM | 574599106 |
| DEO | DIAGEO PLC | 2,415 | $491K | 0.0% | $203.31 | — | — | SPON ADR NEW | 25243Q205 |
| GS | GOLDMAN SACHS GROUP INC | 1,475 | $487K | 0.0% | $330.17 | — | — | COM | 38141G104 |
| VST | VISTRA CORP | 20,826 | $484K | 0.0% | $23.24 | — | — | COM | 92840M102 |
| FANG | DIAMONDBACK ENERGY INC | 3,529 | $484K | 0.0% | $137.15 | — | — | COM | 25278X109 |
| — | AMERICAN AIRLINES GROUP INC | 350,000 | $480K | 0.0% | $1.37 | — | — | NOTE 6.500% 7/0 | 02376RAF9 |
| ED | CONSOLIDATED EDISON INC | 5,000 | $473K | 0.0% | $94.60 | — | — | COM | 209115104 |
| PWR | QUANTA SVCS INC | 3,584 | $472K | 0.0% | $131.70 | — | — | COM | 74762E102 |
| IJR | ISHARES TR | 4,313 | $465K | 0.0% | $107.81 | — | — | CORE S&P SCP ETF | 464287804 |
| SPY | SPDR S&P 500 ETF TR | 1,000 | $452K | 0.0% | $452.00 | — | — | TR UNIT | 78462F103 |
| HSIC | HENRY SCHEIN INC | 5,161 | $450K | 0.0% | $87.19 | — | — | COM | 806407102 |
| — | EZCORP INC | 500,000 | $446K | 0.0% | $0.89 | — | — | NOTE 2.375% 5/0 | 302301AE6 |
| — | WIX COM LTD | 500,000 | $434K | 0.0% | $0.87 | — | — | NOTE 8/1 | 92940WAD1 |
| AMT | AMERICAN TOWER CORP NEW | 1,698 | $427K | 0.0% | $251.47 | — | — | COM | 03027X100 |
| — | MICROCHIP TECHNOLOGY INC. | 350,000 | $399K | 0.0% | $1.14 | — | — | NOTE 0.125%11/1 | 595017AU8 |
| YELP | YELP INC | 11,300 | $385K | 0.0% | $34.07 | — | — | CL A | 985817105 |
| HP | HELMERICH & PAYNE INC | 8,902 | $381K | 0.0% | $42.80 | — | — | COM | 423452101 |
| — | FASTLY INC | 500,000 | $376K | 0.0% | $0.75 | — | — | NOTE 3/1 | 31188VAB6 |
| GM | GENERAL MTRS CO | 8,605 | $376K | 0.0% | $43.70 | — | — | COM | 37045V100 |
| KLAC | KLA CORP | 1,025 | $375K | 0.0% | $365.85 | — | — | COM NEW | 482480100 |
| — | JACOBS ENGR GROUP INC | 2,560 | $353K | 0.0% | $137.89 | — | — | COM | 469814107 |
| IJH | ISHARES TR | 1,312 | $352K | 0.0% | $268.29 | — | — | CORE S&P MCP ETF | 464287507 |
| BOKF | BOK FINL CORP | 3,702 | $348K | 0.0% | $94.00 | — | — | COM NEW | 05561Q201 |
| ABT | ABBOTT LABS | 2,937 | $348K | 0.0% | $118.49 | — | — | COM | 002824100 |
| — | SUNPOWER CORP | 300,000 | $346K | 0.0% | $1.15 | — | — | DBCV 4.000% 1/1 | 867652AL3 |
| — | QUIDEL CORP | 3,000 | $337K | 0.0% | $112.33 | — | — | COM | 74838J101 |
| ACN | ACCENTURE PLC IRELAND | 991 | $334K | 0.0% | $337.03 | — | — | SHS CLASS A | G1151C101 |
| BKNG | BOOKING HOLDINGS INC | 140 | $329K | 0.0% | $2350.00 | — | — | COM | 09857L108 |
| ATR | APTARGROUP INC | 2,600 | $305K | 0.0% | $117.31 | — | — | COM | 038336103 |
| IBM | INTERNATIONAL BUSINESS MACHS | 2,315 | $301K | 0.0% | $130.02 | — | — | COM | 459200101 |
| MU | MICRON TECHNOLOGY INC | 3,800 | $296K | 0.0% | $77.89 | — | — | COM | 595112103 |
| — | SEAGEN INC | 2,000 | $288K | 0.0% | $144.00 | — | — | COM | 81181C104 |
| IDCC | INTERDIGITAL INC | 4,500 | $287K | 0.0% | $63.78 | — | — | COM | 45867G101 |
| LYFT | LYFT INC | 7,450 | $286K | 0.0% | $38.39 | — | — | CL A COM | 55087P104 |
| DCI | DONALDSON INC | 5,432 | $282K | 0.0% | $51.91 | — | — | COM | 257651109 |
| ARMK | ARAMARK | 7,447 | $280K | 0.0% | $37.60 | — | — | COM | 03852U106 |
| — | CDK GLOBAL INC | 5,635 | $274K | 0.0% | $48.62 | — | — | COM | 12508E101 |
| FRCB | FIRST REP BK SAN FRANCISCO C | 1,676 | $272K | 0.0% | $162.29 | — | — | COM | 33616C100 |
| GLPI | GAMING & LEISURE PPTYS INC | 5,708 | $268K | 0.0% | $46.95 | — | — | COM | 36467J108 |
| PAG | PENSKE AUTOMOTIVE GRP INC | 2,855 | $268K | 0.0% | $93.87 | — | — | COM | 70959W103 |
| SCI | SERVICE CORP INTL | 4,002 | $263K | 0.0% | $65.72 | — | — | COM | 817565104 |
| — | AMERICAN CAMPUS CMNTYS INC | 4,637 | $260K | 0.0% | $56.07 | — | — | COM | 024835100 |
| — | BRICKELL BIOTECH INC | 970,547 | $260K | 0.0% | $0.27 | — | — | COM | 10802T105 |
| RSP | INVESCO EXCHANGE TRADED FD T | 1,620 | $255K | 0.0% | $157.41 | — | — | S&P500 EQL WGT | 46137V357 |
| VNT | VONTIER CORPORATION | 9,848 | $250K | 0.0% | $25.39 | — | — | COM | 928881101 |
| BAC | BK OF AMERICA CORP | 6,000 | $247K | 0.0% | $41.17 | — | — | COM | 060505104 |
| — | CLOVIS ONCOLOGY INC | 330,000 | $244K | 0.0% | $0.74 | — | — | NOTE 1.250% 5/0 | 189464AC4 |
| AAL | AMERICAN AIRLS GROUP INC | 12,000 | $219K | 0.0% | $18.25 | — | — | COM | 02376R102 |
| — | APOLLO COML REAL ESTATE FIN | 220,000 | $219K | 0.0% | $1.00 | — | — | NOTE 5.375%10/1 | 03762UAC9 |
| RBBN | RIBBON COMMUNICATIONS INC | 70,000 | $216K | 0.0% | $3.09 | — | — | COM | 762544104 |
| LLY | LILLY ELI & CO | 745 | $213K | 0.0% | $285.91 | — | — | COM | 532457108 |
| WIX | WIX COM LTD | 2,000 | $209K | 0.0% | $104.50 | — | — | SHS | M98068105 |
| YORW | YORK WTR CO | 4,600 | $207K | 0.0% | $45.00 | — | — | COM | 987184108 |
| PYPL | PAYPAL HLDGS INC | 1,789 | $207K | 0.0% | $115.71 | — | — | COM | 70450Y103 |
| MITK | MITEK SYS INC | 14,000 | $205K | 0.0% | $14.64 | — | — | COM NEW | 606710200 |
| HOOD | ROBINHOOD MKTS INC | 12,136 | $164K | 0.0% | $13.51 | — | — | COM CL A | 770700102 |
| EZPW | EZCORP INC | 14,880 | $90,000 | 0.0% | $6.05 | — | — | CL A NON VTG | 302301106 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 35,000 | $61,000 | 0.0% | $1.74 | — | — | COM | 87157B103 |
| MNKD | MANNKIND CORP | 11,000 | $40,000 | 0.0% | $3.64 | — | — | COM NEW | 56400P706 |
| — | MANDIANT INC | 15,000 | $14,000 | 0.0% | $0.93 | — | — | NOTE 1.000% 6/0 | 31816QAB7 |
| — | PALATIN TECHNOLOGIES INC | 19,010 | $9,000 | 0.0% | $0.47 | — | — | COM PAR $ .01 | 696077403 |