Location: New York, NY
CIK: 0000061227 · Show all filings
Period: Q1 2022 (← Previous) (Next →)
Filing Date: May 13, 2022
Total Value: $11.38B (68.4% shares, 31.6% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| SPY | SPDR S&P 500 ETF TR | 1,600,741 | $723M | 6.4% | $261.36 | — | TR UNIT | 78462F103 |
| VOO | VANGUARD INDEX FDS | 1,038,810 | $431M | 3.8% | $296.45 | — | S&P 500 ETF SHS | 922908363 |
| AAPL | APPLE INC | 2,231,707 | $390M | 3.4% | $90.90 | +81.3% | COM | 037833100 |
| MSFT | MICROSOFT CORP | 1,076,137 | $332M | 2.9% | $85.86 | +239.4% | COM | 594918104 |
| AMZN | AMAZON COM INC | 62,940 | $205M | 1.8% | $83.37 | +85.3% | COM | 023135106 |
| GPOR | GULFPORT ENERGY CORP | 2,241,913 | $201M | 1.8% | $64.39 | +12.6% | COMMON SHARES | 402635502 |
| — | PIONEER NAT RES CO | 67,115,000 | $160M | 1.4% | $1.60 | — | NOTE 0.250% 5/1 | 723787AP2 |
| — | DANAHER CORPORATION | 86,269 | $136M | 1.2% | $1584.49 | — | 5% CONV PFD B | 235851409 |
| — | EQT CORP | 55,821,000 | $133M | 1.2% | $1.68 | — | NOTE 1.750% 5/0 | 26884LAK5 |
| TSLA | TESLA INC | 120,294 | $130M | 1.1% | $146.18 | +113.1% | COM | 88160R101 |
| GOOGL | ALPHABET INC | 43,308 | $120M | 1.1% | $56.64 | +138.0% | CAP STK CL A | 02079K305 |
| — | NICE LTD | 112,115,000 | $118M | 1.0% | $1.18 | — | NOTE 9/1 | 653656AB4 |
| GOOG | ALPHABET INC | 39,865 | $111M | 1.0% | $56.22 | +140.0% | CAP STK CL C | 02079K107 |
| — | ANTHEM INC | 14,989,000 | $105M | 0.9% | $3.14 | — | NOTE 2.750%10/1 | 94973VBG1 |
| NVDA | NVIDIA CORPORATION | 359,399 | $98.06M | 0.9% | $16.93 | +47.8% | COM | 67066G104 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 261,822 | $92.4M | 0.8% | $208.70 | +55.0% | CL B NEW | 084670702 |
| — | MICROCHIP TECHNOLOGY INC. | 80,787,000 | $92.02M | 0.8% | $1.17 | — | NOTE 0.125%11/1 | 595017AU8 |
| — | SOUTHWEST AIRLS CO | 66,705,000 | $90.74M | 0.8% | $1.29 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | DISH NETWORK CORPORATION | 91,444,000 | $85.84M | 0.8% | $0.91 | — | NOTE 2.375% 3/1 | 25470MAD1 |
| — | BIOMARIN PHARMACEUTICAL INC | 76,920,000 | $77.4M | 0.7% | $1.02 | — | NOTE 1.250% 5/1 | 09061GAK7 |
| — | FORD MTR CO DEL | 64,673,000 | $76.77M | 0.7% | $1.19 | — | NOTE 3/1 | 345370CZ1 |
| META | META PLATFORMS INC | 332,224 | $73.87M | 0.6% | $176.80 | +40.4% | CL A | 30303M102 |
| — | NRG ENERGY INC | 63,942,000 | $70.36M | 0.6% | $1.13 | — | DBCV 2.750% 6/0 | 629377CG5 |
| BAC | BK OF AMERICA CORP | 1,690,038 | $69.66M | 0.6% | $22.91 | +78.2% | COM | 060505104 |
| — | VAIL RESORTS INC | 71,159,000 | $69.22M | 0.6% | $1.06 | — | NOTE 1/0 | 91879QAN9 |
| UNH | UNITEDHEALTH GROUP INC | 135,367 | $69.03M | 0.6% | $206.28 | +118.7% | COM | 91324P102 |
| — | FORUM ENERGY TECHNOLOGIES IN | 67,869,521 | $67.77M | 0.6% | $0.64 | — | NOTE 9.000% 8/0 | 34984VAC4 |
| — | PALO ALTO NETWORKS INC | 28,786,000 | $67.44M | 0.6% | $1.09 | — | NOTE 0.750% 7/0 | 697435AD7 |
| JNJ | JOHNSON & JOHNSON | 378,104 | $67.01M | 0.6% | $110.45 | +37.4% | COM | 478160104 |
| — | CONMED CORP | 38,008,000 | $65.47M | 0.6% | $1.08 | — | NOTE 2.625% 2/0 | 207410AF8 |
| — | LUMENTUM HLDGS INC | 55,733,000 | $64.87M | 0.6% | $1.25 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | ENVESTNET INC | 53,345,000 | $63.91M | 0.6% | $1.18 | — | NOTE 1.750% 6/0 | 29404KAB2 |
| — | SILICON LABORATORIES INC | 46,372,000 | $63.87M | 0.6% | $1.56 | — | NOTE 0.625% 6/1 | 826919AD4 |
| — | TELADOC HEALTH INC | 70,049,000 | $59.39M | 0.5% | $1.12 | — | NOTE 1.250% 6/0 | 87918AAF2 |
| — | HELIX ENERGY SOLUTIONS GRP I | 51,603,000 | $59.3M | 0.5% | $1.02 | — | NOTE 6.750% 2/1 | 42330PAK3 |
| — | PALO ALTO NETWORKS INC | 27,756,000 | $58.57M | 0.5% | $1.50 | — | NOTE 0.375% 6/0 | 697435AF2 |
| — | DISH NETWORK CORPORATION | 64,630,000 | $58.26M | 0.5% | $1.01 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| JPM | JPMORGAN CHASE & CO | 424,796 | $57.91M | 0.5% | $91.28 | +46.4% | COM | 46625H100 |
| — | BROADCOM INC | 29,492 | $57.91M | 0.5% | $2074.20 | — | 8% MCNV PFD SR A | 11135F200 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 38,044,000 | $57.2M | 0.5% | $1.49 | — | NOTE 1.875% 6/0 | 049164BJ4 |
| — | BURLINGTON STORES INC | 48,900,000 | $56.05M | 0.5% | $1.58 | — | NOTE 2.250% 4/1 | 122017AB2 |
| — | RINGCENTRAL INC | 61,041,000 | $53.34M | 0.5% | $1.10 | — | NOTE 3/0 | 76680RAF4 |
| TALO | TALOS ENERGY INC | 3,358,284 | $53.03M | 0.5% | $32.68 | -59.6% | COM | 87484T108 |
| V | VISA INC | 238,242 | $52.84M | 0.5% | $116.14 | +80.9% | COM CL A | 92826C839 |
| PG | PROCTER AND GAMBLE CO | 345,209 | $52.75M | 0.5% | $70.63 | +101.2% | COM | 742718109 |
| TSM | TAIWAN SEMICONDUCTOR MFG LTD | 485,704 | $50.64M | 0.4% | $73.81 | — | SPONSORED ADS | 874039100 |
| — | DEXCOM INC | 44,013,000 | $50.44M | 0.4% | $1.07 | — | NOTE 0.250%11/1 | 252131AK3 |
| XOM | EXXON MOBIL CORP | 610,593 | $50.43M | 0.4% | $55.43 | +22.5% | COM | 30231G102 |
| — | WORKDAY INC | 29,352,000 | $48.26M | 0.4% | $1.43 | — | NOTE 0.250%10/0 | 98138HAF8 |
| — | EXACT SCIENCES CORP | 54,511,000 | $48.15M | 0.4% | $1.30 | — | NOTE 0.375% 3/0 | 30063PAC9 |
| — | NEUROCRINE BIOSCIENCES INC | 36,316,000 | $47.89M | 0.4% | $1.38 | — | NOTE 2.250% 5/1 | 64125CAD1 |
| — | CENTENNIAL RESOURCE DEV INC | 30,841,000 | $47.01M | 0.4% | $1.13 | — | NOTE 3.250% 4/0 | 15136AAA0 |
| — | PG&E CORP | 416,093 | $46.89M | 0.4% | $98.45 | — | UNIT 99/99/9999 | 69331C140 |
| — | KKR & CO INC | 632,056 | $46.76M | 0.4% | $93.24 | — | 6% MCONV PFD C | 48251W401 |
| MMCA | INDEXIQ ACTIVE ETF TR | 1,980,000 | $45.45M | 0.4% | $25.01 | — | IQ MACKAY CA MUN | 45409F777 |
| CVX | CHEVRON CORP NEW | 278,360 | $45.33M | 0.4% | $82.35 | +49.1% | COM | 166764100 |
| HD | HOME DEPOT INC | 150,075 | $44.92M | 0.4% | $173.08 | +81.4% | COM | 437076102 |
| MA | MASTERCARD INCORPORATED | 124,093 | $44.35M | 0.4% | $166.16 | +111.6% | CL A | 57636Q104 |
| — | ILLUMINA INC | 39,730,000 | $43.62M | 0.4% | $1.14 | — | NOTE 8/1 | 452327AK5 |
| — | BK OF AMERICA CORP | 33,090 | $43.49M | 0.4% | $1448.22 | — | 7.25%CNV PFD L | 060505682 |
| — | VIAVI SOLUTIONS INC | 33,409,000 | $43.44M | 0.4% | $1.15 | — | NOTE 1.000% 3/0 | 925550AB1 |
| — | AKAMAI TECHNOLOGIES INC | 36,882,000 | $42.58M | 0.4% | $1.13 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| PFE | PFIZER INC | 806,614 | $41.76M | 0.4% | $24.67 | +72.2% | COM | 717081103 |
| — | LIBERTY MEDIA CORP DEL | 29,449,000 | $41.63M | 0.4% | $1.17 | — | NOTE 1.375%10/1 | 531229AB8 |
| ABBV | ABBVIE INC | 254,342 | $41.23M | 0.4% | $72.95 | +73.3% | COM | 00287Y109 |
| — | DISH NETWORK CORPORATION | 42,198,000 | $41.15M | 0.4% | $1.01 | — | NOTE 12/1 | 25470MAF6 |
| — | ZILLOW GROUP INC | 36,132,000 | $40.96M | 0.4% | $1.30 | — | NOTE 2.750% 5/1 | 98954MAH4 |
| — | SPLUNK INC | 35,636,000 | $40.69M | 0.4% | $1.10 | — | NOTE 0.500% 9/1 | 848637AC8 |
| — | WELLS FARGO CO NEW | 30,269 | $39.57M | 0.3% | $1492.74 | — | PERP PFD CNV A | 949746804 |
| — | AES CORP | 398,251 | $39.54M | 0.3% | $104.53 | — | UNIT 99/99/9999 | 00130H204 |
| — | LIBERTY MEDIA CORP DEL | 20,244,000 | $38.42M | 0.3% | $1.19 | — | NOTE 1.000% 1/3 | 531229AF9 |
| AVGO | BROADCOM INC | 59,400 | $37.4M | 0.3% | $21.81 | +152.5% | COM | 11135F101 |
| — | DATADOG INC | 20,889,000 | $37.08M | 0.3% | $1.40 | — | NOTE 0.125% 6/1 | 23804LAB9 |
| COST | COSTCO WHSL CORP NEW | 63,683 | $36.67M | 0.3% | $216.21 | +131.6% | COM | 22160K105 |
| DIS | DISNEY WALT CO | 261,831 | $35.91M | 0.3% | $104.45 | +35.2% | COM | 254687106 |
| — | BLACKROCK MUN TARGET TERM TR | 1,495,247 | $35.33M | 0.3% | $24.54 | — | COM SHS BEN IN | 09257P105 |
| KO | COCA COLA CO | 559,096 | $34.66M | 0.3% | $35.98 | +50.3% | COM | 191216100 |
| — | CABLE ONE INC | 38,490,000 | $34.6M | 0.3% | $0.90 | — | NOTE 1.125% 3/1 | 12685JAG0 |
| IAU | ISHARES GOLD TR | 929,500 | $34.23M | 0.3% | $33.71 | — | ISHARES NEW | 464285204 |
| — | ARES CAPITAL CORP | 29,940,000 | $33.95M | 0.3% | $1.00 | — | NOTE 4.625% 3/0 | 04010LAW3 |
| CSCO | CISCO SYS INC | 606,782 | $33.83M | 0.3% | $34.36 | +46.3% | COM | 17275R102 |
| — | MONGODB INC | 15,487,000 | $33.6M | 0.3% | $1.53 | — | NOTE 0.250% 1/1 | 60937PAD8 |
| — | SHOPIFY INC | 35,260,000 | $33.48M | 0.3% | $1.18 | — | NOTE 0.125%11/0 | 82509LAA5 |
| TMO | THERMO FISHER SCIENTIFIC INC | 56,647 | $33.46M | 0.3% | $252.80 | +124.7% | COM | 883556102 |
| PEP | PEPSICO INC | 198,699 | $33.26M | 0.3% | $89.77 | +65.3% | COM | 713448108 |
| — | BOOKING HOLDINGS INC | 22,763,000 | $32.96M | 0.3% | $1.47 | — | NOTE 0.750% 5/0 | 09857LAN8 |
| — | ROYAL CARIBBEAN GROUP | 25,099,000 | $32.88M | 0.3% | $1.36 | — | NOTE 4.250% 6/1 | 780153BB7 |
| LLY | LILLY ELI & CO | 114,222 | $32.71M | 0.3% | $97.50 | +154.9% | COM | 532457108 |
| — | STANLEY BLACK & DECKER INC | 367,400 | $32.17M | 0.3% | $109.40 | — | UNIT 11/15/2022 | 854502846 |
| — | ZSCALER INC | 18,705,000 | $31.92M | 0.3% | $1.83 | — | NOTE 0.125% 7/0 | 98980GAB8 |
| — | LIVE NATION ENTERTAINMENT IN | 17,778,000 | $31.46M | 0.3% | $1.25 | — | NOTE 2.500% 3/1 | 538034AQ2 |
| ADBE | ADOBE SYSTEMS INCORPORATED | 67,767 | $30.88M | 0.3% | $249.48 | +92.8% | COM | 00724F101 |
| VZ | VERIZON COMMUNICATIONS INC | 602,381 | $30.69M | 0.3% | $35.99 | +15.3% | COM | 92343V104 |
| CMCSA | COMCAST CORP NEW | 651,305 | $30.49M | 0.3% | $32.94 | +30.1% | CL A | 20030N101 |
| WMT | WALMART INC | 203,416 | $30.29M | 0.3% | $29.22 | +52.6% | COM | 931142103 |
| ABT | ABBOTT LABS | 254,327 | $30.1M | 0.3% | $69.84 | +65.2% | COM | 002824100 |
| CRM | SALESFORCE COM INC | 141,610 | $30.07M | 0.3% | $133.52 | +59.2% | COM | 79466L302 |
| — | NUVASIVE INC | 31,112,000 | $30.04M | 0.3% | $1.02 | — | NOTE 0.375% 3/1 | 670704AJ4 |
| MRK | MERCK & CO INC | 363,946 | $29.86M | 0.3% | $50.25 | +39.0% | COM | 58933Y105 |
| — | PACIRA BIOSCIENCES INC | 23,996,000 | $29.84M | 0.3% | $1.09 | — | NOTE 0.750% 8/0 | 695127AF7 |
| — | BLOCK INC | 31,373,000 | $29.16M | 0.3% | $1.03 | — | NOTE 5/0 | 852234AJ2 |
| INTC | INTEL CORP | 585,527 | $29.02M | 0.3% | $42.44 | +8.8% | COM | 458140100 |
| — | SUMMIT HOTEL PPTYS | 27,298,000 | $28.69M | 0.3% | $1.08 | — | NOTE 1.500% 2/1 | 866082AA8 |
| — | INTEGRA LIFESCIENCES HLDGS C | 27,147,000 | $28.58M | 0.3% | $1.11 | — | NOTE 0.500% 8/1 | 457985AM1 |
| — | EURONET WORLDWIDE INC | 25,056,000 | $28.13M | 0.2% | $0.95 | — | NOTE 0.750% 3/1 | 298736AL3 |
| — | EVERBRIDGE INC | 30,705,000 | $27.66M | 0.2% | $1.31 | — | NOTE 0.125%12/1 | 29978AAC8 |
| — | CHEESECAKE FACTORY INC | 30,403,000 | $27.31M | 0.2% | $0.98 | — | NOTE 0.375% 6/1 | 163072AA9 |
| WFC | WELLS FARGO CO NEW | 558,491 | $27.06M | 0.2% | $45.25 | +7.2% | COM | 949746101 |
| — | ON SEMICONDUCTOR CORP | 8,933,000 | $27.04M | 0.2% | $1.29 | — | NOTE 1.625%10/1 | 682189AP0 |
| DHR | DANAHER CORPORATION | 91,474 | $26.83M | 0.2% | $113.14 | +117.2% | COM | 235851102 |
| MCD | MCDONALDS CORP | 107,925 | $26.69M | 0.2% | $149.43 | +52.4% | COM | 580135101 |
| NICE | NICE LTD | 121,660 | $26.64M | 0.2% | $202.25 | — | SPONSORED ADR | 653656108 |
| — | UBER TECHNOLOGIES INC | 29,544,000 | $26.59M | 0.2% | $0.95 | — | NOTE 12/1 | 90353TAJ9 |
| — | CHEFS WHSE INC | 24,897,000 | $26.33M | 0.2% | $1.00 | — | NOTE 1.875%12/0 | 163086AB7 |
| AMD | ADVANCED MICRO DEVICES INC | 234,684 | $25.66M | 0.2% | $54.85 | +117.6% | COM | 007903107 |
| UNP | UNION PAC CORP | 91,581 | $25.02M | 0.2% | $130.92 | +76.1% | COM | 907818108 |
| QCOM | QUALCOMM INC | 162,166 | $24.78M | 0.2% | $60.64 | +153.3% | COM | 747525103 |
| NKE | NIKE INC | 183,382 | $24.68M | 0.2% | $85.51 | +54.3% | CL B | 654106103 |
| XMUIX | BLACKROCK MUNICIPAL INCOME | 1,853,870 | $24.34M | 0.2% | $14.37 | — | COM | 09253X102 |
| TXN | TEXAS INSTRS INC | 132,589 | $24.33M | 0.2% | $93.23 | +68.7% | COM | 882508104 |
| T | AT&T INC | 1,028,604 | $24.31M | 0.2% | $15.48 | -3.7% | COM | 00206R102 |
| — | BLOCK INC | 26,497,000 | $24.13M | 0.2% | $1.07 | — | NOTE 0.250%11/0 | 852234AK9 |
| NEE | NEXTERA ENERGY INC | 282,612 | $23.94M | 0.2% | $57.79 | +24.7% | COM | 65339F101 |
| — | ZENDESK INC | 18,917,000 | $23.94M | 0.2% | $1.42 | — | NOTE 0.625% 6/1 | 98936JAD3 |
| NFLX | NETFLIX INC | 63,897 | $23.93M | 0.2% | $29.34 | +41.9% | COM | 64110L106 |
| — | DROPBOX INC | 24,972,000 | $23.65M | 0.2% | $0.95 | — | NOTE 3/0 | 26210CAD6 |
| — | SOLAREDGE TECHNOLOGIES INC | 17,028,000 | $23.27M | 0.2% | $1.24 | — | NOTE 9/1 | 83417MAD6 |
| — | WHITING PETE CORP NEW | 284,149 | $23.16M | 0.2% | $17.29 | — | COM NEW | 966387508 |
| BMY | BRISTOL-MYERS SQUIBB CO | 312,962 | $22.86M | 0.2% | $46.48 | +22.3% | COM | 110122108 |
| UPS | UNITED PARCEL SERVICE INC | 104,932 | $22.5M | 0.2% | $105.68 | +67.6% | CL B | 911312106 |
| — | NUVEEN AMT FREE QLTY MUN INC | 1,707,583 | $22.44M | 0.2% | $14.63 | — | COM | 670657105 |
| GLD | SPDR GOLD TR | 120,336 | $21.74M | 0.2% | $112.08 | — | GOLD SHS | 78463V107 |
| RTX | RAYTHEON TECHNOLOGIES CORP | 214,400 | $21.24M | 0.2% | $54.57 | +59.0% | COM | 75513E101 |
| — | BLACKROCK MUNIHLDNGS CALI QL | 1,599,281 | $20.92M | 0.2% | $13.93 | — | COM | 09254L107 |
| SPGI | S&P GLOBAL INC | 50,766 | $20.82M | 0.2% | $305.16 | +29.2% | COM | 78409V104 |
| — | ENPHASE ENERGY INC | 19,853,000 | $20.26M | 0.2% | $1.02 | — | NOTE 3/0 | 29355AAH0 |
| PM | PHILIP MORRIS INTL INC | 212,151 | $19.93M | 0.2% | $64.52 | +28.3% | COM | 718172109 |
| — | AMERICAN AIRLINES GROUP INC | 14,496,000 | $19.9M | 0.2% | $1.06 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| — | COUPA SOFTWARE INC | 23,573,000 | $19.9M | 0.2% | $1.09 | — | NOTE 0.375% 6/1 | 22266LAF3 |
| AMGN | AMGEN INC | 81,415 | $19.69M | 0.2% | $170.27 | +19.4% | COM | 031162100 |
| LOW | LOWES COS INC | 97,081 | $19.63M | 0.2% | $112.29 | +90.0% | COM | 548661107 |
| INTU | INTUIT | 40,617 | $19.53M | 0.2% | $258.36 | +93.3% | COM | 461202103 |
| — | BECTON DICKINSON & CO | 367,002 | $19.5M | 0.2% | $52.62 | — | 6% DP CONV PFD B | 075887406 |
| PYPL | PAYPAL HLDGS INC | 167,363 | $19.36M | 0.2% | $102.38 | +29.7% | COM | 70450Y103 |
| HON | HONEYWELL INTL INC | 98,711 | $19.21M | 0.2% | $118.39 | +43.9% | COM | 438516106 |
| CVS | CVS HEALTH CORP | 188,367 | $19.07M | 0.2% | $57.08 | +61.2% | COM | 126650100 |
| — | ZYNGA INC | 18,473,000 | $18.9M | 0.2% | $0.92 | — | NOTE 12/1 | 98986TAD0 |
| ORCL | ORACLE CORP | 227,248 | $18.8M | 0.2% | $47.13 | +63.3% | COM | 68389X105 |
| COP | CONOCOPHILLIPS | 187,544 | $18.75M | 0.2% | $40.73 | +95.6% | COM | 20825C104 |
| — | BLACKROCK MUNIHLDGS NJ QLTY | 1,364,586 | $18.22M | 0.2% | $13.76 | — | COM | 09254X101 |
| SCHW | SCHWAB CHARLES CORP | 215,943 | $18.21M | 0.2% | $43.44 | +91.9% | COM | 808513105 |
| MS | MORGAN STANLEY | 203,274 | $17.77M | 0.2% | $43.73 | +93.5% | COM NEW | 617446448 |
| — | BLACKROCK MUNIHLDGS NY QLTY | 1,373,290 | $17.61M | 0.2% | $13.55 | — | COM | 09255C106 |
| CAT | CATERPILLAR INC | 77,754 | $17.32M | 0.2% | $127.86 | +52.9% | COM | 149123101 |
| PLD | PROLOGIS INC. | 106,613 | $17.22M | 0.2% | $68.63 | +97.4% | COM | 74340W103 |
| — | PEBBLEBROOK HOTEL TR | 14,942,000 | $17.16M | 0.2% | $1.17 | — | NOTE 1.750%12/1 | 70509VAA8 |
| ELV | ANTHEM INC | 34,892 | $17.14M | 0.2% | $251.54 | +72.0% | COM | 036752103 |
| AMAT | APPLIED MATLS INC | 127,684 | $16.83M | 0.1% | $36.31 | +265.9% | COM | 038222105 |
| — | BILL COM HLDGS INC | 10,524,000 | $16.78M | 0.1% | $1.71 | — | NOTE 12/0 | 090043AB6 |
| DE | DEERE & CO | 40,361 | $16.77M | 0.1% | $158.55 | +129.0% | COM | 244199105 |
| IBM | INTERNATIONAL BUSINESS MACHS | 128,765 | $16.74M | 0.1% | $104.85 | +6.9% | COM | 459200101 |
| — | INFINERA CORP | 12,063,000 | $16.64M | 0.1% | $1.45 | — | NOTE 2.500% 3/0 | 45667GAE3 |
| — | CHEGG INC | 20,144,000 | $16.56M | 0.1% | $0.99 | — | NOTE 9/0 | 163092AF6 |
| AXP | AMERICAN EXPRESS CO | 88,476 | $16.55M | 0.1% | $103.28 | +66.3% | COM | 025816109 |
| AMT | AMERICAN TOWER CORP NEW | 65,346 | $16.42M | 0.1% | $144.30 | +48.9% | COM | 03027X100 |
| GS | GOLDMAN SACHS GROUP INC | 48,684 | $16.07M | 0.1% | $209.50 | +52.6% | COM | 38141G104 |
| NOW | SERVICENOW INC | 28,692 | $15.98M | 0.1% | $58.31 | +92.2% | COM | 81762P102 |
| — | BLACKROCK INC | 20,499 | $15.66M | 0.1% | $523.28 | — | COM | 09247X101 |
| ISRG | INTUITIVE SURGICAL INC | 51,329 | $15.48M | 0.1% | $282.31 | +3.5% | COM NEW | 46120E602 |
| — | OKTA INC | 14,344,000 | $15.45M | 0.1% | $1.33 | — | NOTE 0.125% 9/0 | 679295AD7 |
| LMT | LOCKHEED MARTIN CORP | 34,815 | $15.37M | 0.1% | $293.71 | +24.3% | COM | 539830109 |
| C | CITIGROUP INC | 285,777 | $15.26M | 0.1% | $56.17 | -4.7% | COM NEW | 172967424 |
| — | RAMBUS INC DEL | 8,927,000 | $15.14M | 0.1% | $0.93 | — | NOTE 1.375% 2/0 | 750917AG1 |
| BA | BOEING CO | 78,671 | $15.06M | 0.1% | $299.70 | -33.0% | COM | 097023105 |
| SBUX | STARBUCKS CORP | 165,202 | $15.03M | 0.1% | $52.01 | +65.2% | COM | 855244109 |
| — | BLACKROCK MUNIYLD MICH QLTY | 1,163,655 | $14.91M | 0.1% | $14.50 | — | COM | 09254V105 |
| XMQTX | BLACKROCK MUNIYIELD QUALITY | 1,216,218 | $14.78M | 0.1% | $12.97 | — | COM | 09254G108 |
| TGT | TARGET CORP | 68,775 | $14.6M | 0.1% | $84.91 | +125.3% | COM | 87612E106 |
| — | NEXTERA ENERGY INC | 278,553 | $14.54M | 0.1% | $43.65 | — | UNIT 99/99/9999 | 65339F770 |
| GE | GENERAL ELECTRIC CO | 158,348 | $14.49M | 0.1% | $62.95 | -7.0% | COM NEW | 369604301 |
| BKNG | BOOKING HOLDINGS INC | 5,889 | $13.83M | 0.1% | $1937.10 | +18.7% | COM | 09857L108 |
| ADP | AUTOMATIC DATA PROCESSING IN | 60,362 | $13.73M | 0.1% | $122.21 | +61.1% | COM | 053015103 |
| — | LUMENTUM HLDGS INC | 8,302,000 | $13.72M | 0.1% | $1.31 | — | NOTE 0.250% 3/1 | 55024UAB5 |
| MO | ALTRIA GROUP INC | 249,570 | $13.04M | 0.1% | $33.26 | +11.6% | COM | 02209S103 |
| SYK | STRYKER CORPORATION | 48,127 | $12.87M | 0.1% | $160.81 | +54.4% | COM | 863667101 |
| ZTS | ZOETIS INC | 68,093 | $12.84M | 0.1% | $98.35 | +93.5% | CL A | 98978V103 |
| MDLZ | MONDELEZ INTL INC | 200,152 | $12.57M | 0.1% | $37.03 | +58.4% | CL A | 609207105 |
| MU | MICRON TECHNOLOGY INC | 160,946 | $12.54M | 0.1% | $46.36 | +79.9% | COM | 595112103 |
| ADI | ANALOG DEVICES INC | 75,557 | $12.48M | 0.1% | $100.25 | +50.9% | COM | 032654105 |
| — | GUARDANT HEALTH INC | 15,358,000 | $12.39M | 0.1% | $1.02 | — | NOTE 11/1 | 40131MAB5 |
| MRSH | MARSH & MCLENNAN COS INC | 72,372 | $12.33M | 0.1% | $81.58 | +82.2% | COM | 571748102 |
| DUK | DUKE ENERGY CORP NEW | 110,232 | $12.31M | 0.1% | $59.67 | +49.5% | COM NEW | 26441C204 |
| CME | CME GROUP INC | 51,595 | $12.27M | 0.1% | $133.21 | +50.7% | COM | 12572Q105 |
| — | BLACKROCK MUNIYIELD N Y QUAL | 1,011,219 | $12.24M | 0.1% | $13.04 | — | COM | 09255E102 |
| MMM | 3M CO | 81,996 | $12.21M | 0.1% | $140.87 | -18.6% | COM | 88579Y101 |
| — | AMERICAN EAGLE OUTFITTERS IN | 5,819,000 | $12.21M | 0.1% | $4.37 | — | NOTE 3.750% 4/1 | 02553EAB2 |
| CSX | CSX CORP | 319,094 | $11.95M | 0.1% | $26.49 | +26.4% | COM | 126408103 |
| — | NCL CORP LTD | 8,233,000 | $11.94M | 0.1% | $1.71 | — | NOTE 5.375% 8/0 | 62886HAX9 |
| — | BIOMARIN PHARMACEUTICAL INC | 11,822,000 | $11.82M | 0.1% | $1.01 | — | NOTE 0.599% 8/0 | 09061GAH4 |
| — | LENDINGTREE INC | 11,782,000 | $11.76M | 0.1% | $1.33 | — | NOTE 0.625% 6/0 | 52603BAA5 |
| CCI | CROWN CASTLE INTL CORP NEW | 61,975 | $11.44M | 0.1% | $99.14 | +47.0% | COM | 22822V101 |
| — | PDC ENERGY INC | 153,669 | $11.17M | 0.1% | $72.68 | — | COM | 69327R101 |
| CI | CIGNA CORP NEW | 46,524 | $11.15M | 0.1% | $174.03 | +25.5% | COM | 125523100 |
| PNC | PNC FINL SVCS GROUP INC | 60,305 | $11.12M | 0.1% | $115.62 | +50.6% | COM | 693475105 |
| SO | SOUTHERN CO | 151,893 | $11.01M | 0.1% | $38.92 | +50.8% | COM | 842587107 |
| — | FIVE9 INC | 10,128,000 | $11M | 0.1% | $1.35 | — | NOTE 0.500% 6/0 | 338307AD3 |
| TFC | TRUIST FINL CORP | 192,070 | $10.89M | 0.1% | $35.70 | +41.8% | COM | 89832Q109 |
| BDX | BECTON DICKINSON & CO | 40,839 | $10.86M | 0.1% | $212.90 | +13.2% | COM | 075887109 |
| TMUS | T-MOBILE US INC | 84,610 | $10.86M | 0.1% | $88.75 | +29.7% | COM | 872590104 |
| — | LAM RESEARCH CORP | 20,113 | $10.81M | 0.1% | $504.20 | — | COM | 512807108 |
| — | BLACKROCK MUNIHOLDINGS FD IN | 759,388 | $10.81M | 0.1% | $16.00 | — | COM | 09253N104 |
| GILD | GILEAD SCIENCES INC | 181,555 | $10.79M | 0.1% | $58.32 | -5.4% | COM | 375558103 |
| REGN | REGENERON PHARMACEUTICALS | 15,343 | $10.72M | 0.1% | $445.02 | +41.4% | COM | 75886F107 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 80,515 | $10.64M | 0.1% | $74.86 | +63.7% | COM | 45866F104 |
| EW | EDWARDS LIFESCIENCES CORP | 89,508 | $10.54M | 0.1% | $65.06 | +72.4% | COM | 28176E108 |
| FCX | FREEPORT-MCMORAN INC | 211,443 | $10.52M | 0.1% | $14.56 | +187.5% | CL B | 35671D857 |
| TJX | TJX COS INC NEW | 171,454 | $10.39M | 0.1% | $47.87 | +32.1% | COM | 872540109 |
| USB | US BANCORP DEL | 195,411 | $10.39M | 0.1% | $39.23 | +21.9% | COM NEW | 902973304 |
| — | DELAWARE INVTS NATL MUN INCO | 817,042 | $10.34M | 0.1% | $13.32 | — | SH BEN INT | 24610T108 |
| EOG | EOG RES INC | 84,076 | $10.02M | 0.1% | $58.66 | +59.4% | COM | 26875P101 |
| D | DOMINION ENERGY INC | 116,279 | $9.88M | 0.1% | $56.68 | +18.0% | COM | 25746U109 |
| XPMAX | PIONEER MUNICIPAL HIGH INCOM | 1,003,451 | $9.864M | 0.1% | $10.93 | — | COM | 723762100 |
| NSC | NORFOLK SOUTHN CORP | 34,452 | $9.827M | 0.1% | $134.61 | +87.9% | COM | 655844108 |
| F | FORD MTR CO DEL | 568,914 | $9.62M | 0.1% | $6.57 | +121.3% | COM | 345370860 |
| — | NUVEEN NEW YORK AMT QLT MUNI | 791,405 | $9.607M | 0.1% | $13.57 | — | COM | 670656107 |
| EQIX | EQUINIX INC | 12,943 | $9.598M | 0.1% | $517.02 | +28.5% | COM | 29444U700 |
| PGR | PROGRESSIVE CORP | 83,929 | $9.567M | 0.1% | $47.68 | +106.5% | COM | 743315103 |
| VRTX | VERTEX PHARMACEUTICALS INC | 36,585 | $9.548M | 0.1% | $236.50 | +0.3% | COM | 92532F100 |
| NOC | NORTHROP GRUMMAN CORP | 21,085 | $9.43M | 0.1% | $292.47 | +32.5% | COM | 666807102 |
| CHTR | CHARTER COMMUNICATIONS INC N | 17,222 | $9.395M | 0.1% | $401.98 | +46.0% | CL A | 16119P108 |
| CL | COLGATE PALMOLIVE CO | 121,310 | $9.199M | 0.1% | $62.54 | +15.6% | COM | 194162103 |
| NEM | NEWMONT CORP | 114,709 | $9.114M | 0.1% | $33.67 | +78.3% | COM | 651639106 |
| GM | GENERAL MTRS CO | 208,121 | $9.104M | 0.1% | $36.42 | +32.3% | COM | 37045V100 |
| EL | LAUDER ESTEE COS INC | 33,313 | $9.072M | 0.1% | $142.01 | +98.7% | CL A | 518439104 |
| BSX | BOSTON SCIENTIFIC CORP | 204,571 | $9.061M | 0.1% | $29.64 | +46.2% | COM | 101137107 |
| — | ACTIVISION BLIZZARD INC | 111,918 | $8.965M | 0.1% | $65.19 | — | COM | 00507V109 |
| FIS | FIDELITY NATL INFORMATION SV | 87,707 | $8.808M | 0.1% | $97.85 | -3.1% | COM | 31620M106 |
| WM | WASTE MGMT INC DEL | 55,250 | $8.758M | 0.1% | $82.79 | +72.1% | COM | 94106L109 |
| MRNA | MODERNA INC | 50,705 | $8.734M | 0.1% | $368.80 | -54.4% | COM | 60770K107 |
| FISV | FISERV INC | 85,479 | $8.668M | 0.1% | $86.14 | +17.5% | COM | 337738108 |
| HCA | HCA HEALTHCARE INC | 34,518 | $8.651M | 0.1% | $110.73 | +119.2% | COM | 40412C101 |
| SHW | SHERWIN WILLIAMS CO | 34,602 | $8.637M | 0.1% | $228.89 | +16.4% | COM | 824348106 |
| — | PARSONS CORP DEL | 8,147,000 | $8.62M | 0.1% | $1.01 | — | NOTE 0.250% 8/1 | 70202LAB8 |
| ITW | ILLINOIS TOOL WKS INC | 41,163 | $8.62M | 0.1% | $134.88 | +51.0% | COM | 452308109 |
| PSA | PUBLIC STORAGE | 21,956 | $8.569M | 0.1% | $165.91 | +81.5% | COM | 74460D109 |
| — | BRIDGEBIO PHARMA INC | 14,611,000 | $8.533M | 0.1% | $1.65 | — | NOTE 2.500% 3/1 | 10806XAB8 |
| — | NCL CORP LTD | 4,824,000 | $8.444M | 0.1% | $2.33 | — | NOTE 6.000% 5/1 | 62886HAT8 |
| EMR | EMERSON ELEC CO | 85,535 | $8.386M | 0.1% | $58.17 | +50.3% | COM | 291011104 |
| — | HAEMONETICS CORP MASS | 9,919,000 | $8.359M | 0.1% | $0.84 | — | NOTE 3/0 | 405024AB6 |
| SLB | SCHLUMBERGER LTD | 202,125 | $8.35M | 0.1% | $36.38 | -1.3% | COM STK | 806857108 |
| KOS | KOSMOS ENERGY LTD | 1,159,141 | $8.334M | 0.1% | $5.10 | 0.0% | COM | 500688106 |
| XMHIX | PIONEER MUNICIPAL HIGH INCOM | 787,359 | $8.267M | 0.1% | $11.60 | — | COM SHS | 723763108 |
| FDX | FEDEX CORP | 35,233 | $8.153M | 0.1% | $200.63 | +7.7% | COM | 31428X106 |
| — | ETSY INC | 5,067,000 | $8.128M | 0.1% | $1.58 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| — | PIONEER NAT RES CO | 32,504 | $8.127M | 0.1% | $107.58 | — | COM | 723787107 |
| HUM | HUMANA INC | 18,546 | $8.07M | 0.1% | $287.06 | +40.1% | COM | 444859102 |
| — | INTERDIGITAL INC | 7,805,000 | $8.039M | 0.1% | $1.04 | — | NOTE 2.000% 6/0 | 45867GAB7 |
| GD | GENERAL DYNAMICS CORP | 33,092 | $7.981M | 0.1% | $174.55 | +17.3% | COM | 369550108 |
| KLAC | KLA CORP | 21,743 | $7.96M | 0.1% | $180.80 | +98.6% | COM NEW | 482480100 |
| APD | AIR PRODS & CHEMS INC | 31,753 | $7.935M | 0.1% | $147.29 | +57.5% | COM | 009158106 |
| MCO | MOODYS CORP | 23,298 | $7.861M | 0.1% | $207.03 | +57.1% | COM | 615369105 |
| ILMN | ILLUMINA INC | 22,433 | $7.838M | 0.1% | $287.90 | +17.3% | COM | 452327109 |
| — | Q2 HLDGS INC | 7,840,000 | $7.825M | 0.1% | $1.14 | — | NOTE 0.750% 6/0 | 74736LAD1 |
| COF | CAPITAL ONE FINL CORP | 59,546 | $7.818M | 0.1% | $81.65 | +66.4% | COM | 14040H105 |
| SRE | SEMPRA | 45,616 | $7.669M | 0.1% | $44.53 | +42.4% | COM | 816851109 |
| — | AKAMAI TECHNOLOGIES INC | 5,757,000 | $7.567M | 0.1% | $1.11 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| AIG | AMERICAN INTL GROUP INC | 119,342 | $7.491M | 0.1% | $40.11 | +37.2% | COM NEW | 026874784 |
| — | MARRIOTT VACATIONS WORLDWIDE | 6,828,000 | $7.442M | 0.1% | $1.09 | — | NOTE 1/1 | 57164YAD9 |
| DG | DOLLAR GEN CORP NEW | 33,377 | $7.431M | 0.1% | $123.06 | +61.6% | COM | 256677105 |
| SNPS | SYNOPSYS INC | 22,139 | $7.378M | 0.1% | $143.57 | +117.4% | COM | 871607107 |
| — | BENTLEY SYS INC | 7,449,000 | $7.318M | 0.1% | $0.98 | — | NOTE 0.125% 1/1 | 08265TAB5 |
| ADM | ARCHER DANIELS MIDLAND CO | 80,675 | $7.282M | 0.1% | $37.64 | +85.0% | COM | 039483102 |
| OXY | OCCIDENTAL PETE CORP | 127,420 | $7.23M | 0.1% | $45.91 | -9.0% | COM | 674599105 |
| AEP | AMERICAN ELEC PWR CO INC | 72,296 | $7.213M | 0.1% | $59.73 | +32.6% | COM | 025537101 |
| — | EXPEDIA GROUP INC | 5,898,000 | $7.203M | 0.1% | $1.22 | — | NOTE 2/1 | 30212PBE4 |
| ROP | ROPER TECHNOLOGIES INC | 15,169 | $7.164M | 0.1% | $276.21 | +59.0% | COM | 776696106 |
| DXCM | DEXCOM INC | 13,963 | $7.143M | 0.1% | $85.18 | +28.4% | COM | 252131107 |
| MPC | MARATHON PETE CORP | 83,518 | $7.141M | 0.1% | $49.03 | +42.1% | COM | 56585A102 |
| MET | METLIFE INC | 101,226 | $7.114M | 0.1% | $35.95 | +67.2% | COM | 59156R108 |
| CNC | CENTENE CORP DEL | 83,453 | $7.026M | 0.1% | $60.08 | +36.5% | COM | 15135B101 |
| LHX | L3HARRIS TECHNOLOGIES INC | 28,261 | $7.022M | 0.1% | $177.72 | +20.8% | COM | 502431109 |
| — | NUVEEN PENNSYLVANIA QLT MUN | 517,097 | $6.981M | 0.1% | $14.14 | — | COM | 670972108 |
| MAR | MARRIOTT INTL INC NEW | 39,364 | $6.918M | 0.1% | $118.47 | +35.3% | CL A | 571903202 |
| — | SHIFT4 PMTS INC | 6,460,000 | $6.796M | 0.1% | $1.05 | — | NOTE 12/1 | 82452JAB5 |
| ADSK | AUTODESK INC | 31,684 | $6.791M | 0.1% | $169.20 | +36.1% | COM | 052769106 |
| CTSH | COGNIZANT TECHNOLOGY SOLUTIO | 75,541 | $6.774M | 0.1% | $69.69 | +18.3% | CL A | 192446102 |
| — | OMNICELL COM | 4,784,000 | $6.767M | 0.1% | $1.60 | — | NOTE 0.250% 9/1 | 68213NAD1 |
| — | HALOZYME THERAPEUTICS INC | 7,716,000 | $6.761M | 0.1% | $0.88 | — | NOTE 0.250% 3/0 | 40637HAD1 |
| DOW | DOW INC | 106,096 | $6.76M | 0.1% | $36.38 | +32.7% | COM | 260557103 |
| EXC | EXELON CORP | 140,623 | $6.698M | 0.1% | $22.26 | +65.5% | COM | 30161N101 |
| FTNT | FORTINET INC | 19,478 | $6.656M | 0.1% | $13.21 | +370.6% | COM | 34959E109 |
| IDXX | IDEXX LABS INC | 12,153 | $6.648M | 0.1% | $317.89 | +65.5% | COM | 45168D104 |
| — | PATRICK INDS INC | 6,689,000 | $6.645M | 0.1% | $0.92 | — | DBCV 1.000% 2/0 | 703343AB9 |
| ORLY | OREILLY AUTOMOTIVE INC | 9,698 | $6.642M | 0.1% | $28.35 | +57.5% | COM | 67103H107 |
| MCK | MCKESSON CORP | 21,619 | $6.618M | 0.1% | $130.40 | +104.4% | COM | 58155Q103 |
| CDNS | CADENCE DESIGN SYSTEM INC | 39,867 | $6.556M | 0.1% | $83.66 | +83.4% | COM | 127387108 |
| APH | AMPHENOL CORP NEW | 86,226 | $6.497M | 0.1% | $25.64 | +45.6% | CL A | 032095101 |
| — | BLACKROCK MUNIYILD QULT FD I | 468,775 | $6.465M | 0.1% | $16.64 | — | COM | 09254F100 |
| CMG | CHIPOTLE MEXICAN GRILL INC | 4,076 | $6.449M | 0.1% | $13.52 | +122.7% | COM | 169656105 |
| PRU | PRUDENTIAL FINL INC | 54,384 | $6.427M | 0.1% | $70.86 | +32.8% | COM | 744320102 |
| IQV | IQVIA HLDGS INC | 27,395 | $6.334M | 0.1% | $144.98 | +63.3% | COM | 46266C105 |
| ECL | ECOLAB INC | 35,744 | $6.311M | 0.1% | $162.05 | +10.8% | COM | 278865100 |
| TRV | TRAVELERS COMPANIES INC | 34,506 | $6.306M | 0.1% | $116.82 | +35.9% | COM | 89417E109 |
| PAYX | PAYCHEX INC | 46,159 | $6.299M | 0.1% | $54.63 | +100.9% | COM | 704326107 |
| SPG | SIMON PPTY GROUP INC NEW | 47,122 | $6.2M | 0.1% | $90.62 | +26.3% | COM | 828806109 |
| — | ALARM COM HLDGS INC | 7,280,000 | $6.188M | 0.1% | $0.85 | — | NOTE 1/1 | 011642AB1 |
| — | SPLUNK INC | 5,152,000 | $6.169M | 0.1% | $1.23 | — | NOTE 1.125% 9/1 | 848637AD6 |
| — | BLOCK INC | 3,376,000 | $6.12M | 0.1% | $1.26 | — | NOTE 0.500% 5/1 | 852234AD5 |
| HLT | HILTON WORLDWIDE HLDGS INC | 40,089 | $6.083M | 0.1% | $78.77 | +84.9% | COM | 43300A203 |
| AZO | AUTOZONE INC | 2,958 | $6.048M | 0.1% | $907.29 | +115.4% | COM | 053332102 |
| VLO | VALERO ENERGY CORP | 59,482 | $6.04M | 0.1% | $61.71 | +24.7% | COM | 91913Y100 |
| WELL | WELLTOWER INC | 62,558 | $6.014M | 0.1% | $60.68 | +29.7% | COM | 95040Q104 |
| CTVA | CORTEVA INC | 104,484 | $6.006M | 0.1% | $28.78 | +70.2% | COM | 22052L104 |
| MCHP | MICROCHIP TECHNOLOGY INC. | 79,773 | $5.994M | 0.1% | $58.61 | +17.7% | COM | 595017104 |
| SYY | SYSCO CORP | 73,199 | $5.977M | 0.1% | $58.51 | +24.2% | COM | 871829107 |
| KMB | KIMBERLY-CLARK CORP | 48,476 | $5.97M | 0.1% | $101.67 | +12.1% | COM | 494368103 |
| — | SNAP INC | 3,381,000 | $5.89M | 0.1% | $2.87 | — | NOTE 0.750% 8/0 | 83304AAB2 |
| MSI | MOTOROLA SOLUTIONS INC | 24,258 | $5.875M | 0.1% | $127.74 | +73.6% | COM NEW | 620076307 |
| GIS | GENERAL MLS INC | 86,712 | $5.872M | 0.1% | $41.94 | +40.1% | COM | 370334104 |
| NUE | NUCOR CORP | 39,443 | $5.863M | 0.1% | $51.02 | +126.5% | COM | 670346105 |
| MSCI | MSCI INC | 11,656 | $5.861M | 0.1% | $253.28 | +96.0% | COM | 55354G100 |
| WMB | WILLIAMS COS INC | 174,674 | $5.836M | 0.1% | $17.64 | +44.8% | COM | 969457100 |
| PSX | PHILLIPS 66 | 67,250 | $5.81M | 0.1% | $71.42 | +2.0% | COM | 718546104 |
| DLR | DIGITAL RLTY TR INC | 40,603 | $5.758M | 0.1% | $98.35 | +27.6% | COM | 253868103 |
| HPQ | HP INC | 158,050 | $5.738M | 0.1% | $16.00 | +100.3% | COM | 40434L105 |
| A | AGILENT TECHNOLOGIES INC | 43,237 | $5.722M | 0.1% | $75.61 | +77.2% | COM | 00846U101 |
| — | INDEXIQ ETF TR | 199,044 | $5.665M | 0.0% | $25.21 | — | HEALTHY HEARTS | 45409B321 |
| CARR | CARRIER GLOBAL CORPORATION | 122,696 | $5.628M | 0.0% | $23.88 | +86.8% | COM | 14448C104 |
| ALL | ALLSTATE CORP | 40,560 | $5.618M | 0.0% | $79.97 | +42.9% | COM | 020002101 |
| KR | KROGER CO | 97,583 | $5.598M | 0.0% | $24.34 | +87.6% | COM | 501044101 |
| O | REALTY INCOME CORP | 80,751 | $5.596M | 0.0% | $48.63 | +13.8% | COM | 756109104 |
| GPN | GLOBAL PMTS INC | 40,846 | $5.589M | 0.0% | $141.65 | -5.0% | COM | 37940X102 |
| XEL | XCEL ENERGY INC | 77,333 | $5.581M | 0.0% | $38.37 | +57.3% | COM | 98389B100 |
| BAX | BAXTER INTL INC | 71,879 | $5.573M | 0.0% | $65.29 | +17.0% | COM | 071813109 |
| AFL | AFLAC INC | 85,975 | $5.536M | 0.0% | $38.37 | +49.3% | COM | 001055102 |
| DD | DUPONT DE NEMOURS INC | 74,417 | $5.476M | 0.0% | $27.20 | +10.5% | COM | 26614N102 |
| — | WESTERN DIGITAL CORP. | 5,622,000 | $5.453M | 0.0% | $0.96 | — | NOTE 1.500% 2/0 | 958102AP0 |
| STZ | CONSTELLATION BRANDS INC | 23,666 | $5.451M | 0.0% | $185.57 | +16.4% | CL A | 21036P108 |
| DVN | DEVON ENERGY CORP NEW | 91,617 | $5.417M | 0.0% | $10.06 | +343.0% | COM | 25179M103 |
| SBAC | SBA COMMUNICATIONS CORP NEW | 15,698 | $5.402M | 0.0% | $224.52 | +35.8% | CL A | 78410G104 |
| CTAS | CINTAS CORP | 12,630 | $5.373M | 0.0% | $58.79 | +59.7% | COM | 172908105 |
| — | SABRE GLBL INC | 3,235,000 | $5.356M | 0.0% | $1.83 | — | NOTE 4.000% 4/1 | 78573NAE2 |
| BK | BANK NEW YORK MELLON CORP | 106,931 | $5.307M | 0.0% | $34.91 | +45.4% | COM | 064058100 |
| KMI | KINDER MORGAN INC DEL | 280,083 | $5.296M | 0.0% | $11.46 | +23.8% | COM | 49456B101 |
| PH | PARKER-HANNIFIN CORP | 18,407 | $5.223M | 0.0% | $180.21 | +58.8% | COM | 701094104 |
| AJG | GALLAGHER ARTHUR J & CO | 29,883 | $5.217M | 0.0% | $64.03 | +139.6% | COM | 363576109 |
| DLTR | DOLLAR TREE INC | 32,411 | $5.191M | 0.0% | $97.04 | +45.8% | COM | 256746108 |
| EBAY | EBAY INC. | 90,609 | $5.188M | 0.0% | $36.36 | +48.6% | COM | 278642103 |
| XENWX | EATON VANCE NEW YORK MUN BD | 494,730 | $5.185M | 0.0% | $14.03 | — | COM | 27827Y109 |
| EA | ELECTRONIC ARTS INC | 40,435 | $5.115M | 0.0% | $115.69 | +10.1% | COM | 285512109 |
| RMD | RESMED INC | 21,013 | $5.096M | 0.0% | $136.32 | +71.4% | COM | 761152107 |
| PEG | PUBLIC SVC ENTERPRISE GRP IN | 72,480 | $5.074M | 0.0% | $42.05 | +38.0% | COM | 744573106 |
| AVB | AVALONBAY CMNTYS INC | 20,100 | $4.992M | 0.0% | $149.77 | +42.0% | COM | 053484101 |
| TROW | PRICE T ROWE GROUP INC | 32,909 | $4.976M | 0.0% | $98.74 | +30.7% | COM | 74144T108 |
| VRSK | VERISK ANALYTICS INC | 23,019 | $4.94M | 0.0% | $138.31 | +39.0% | COM | 92345Y106 |
| HAL | HALLIBURTON CO | 130,149 | $4.928M | 0.0% | $30.19 | -1.1% | COM | 406216101 |
| YUM | YUM BRANDS INC | 41,540 | $4.924M | 0.0% | $82.91 | +38.0% | COM | 988498101 |
| FAST | FASTENAL CO | 82,731 | $4.914M | 0.0% | $13.30 | +91.1% | COM | 311900104 |
| TDG | TRANSDIGM GROUP INC | 7,527 | $4.904M | 0.0% | $404.42 | +32.0% | COM | 893641100 |
| IFF | INTERNATIONAL FLAVORS&FRAGRA | 36,700 | $4.82M | 0.0% | $114.06 | +4.2% | COM | 459506101 |
| AMP | AMERIPRISE FINL INC | 16,032 | $4.816M | 0.0% | $132.00 | +116.4% | COM | 03076C106 |
| — | INDEXIQ ETF TR | 190,000 | $4.81M | 0.0% | $25.32 | — | IQ US MID CAP R& | 45409B271 |
| ED | CONSOLIDATED EDISON INC | 50,566 | $4.788M | 0.0% | $65.11 | +16.1% | COM | 209115104 |
| LRND | INDEXIQ ETF TR | 190,000 | $4.782M | 0.0% | $25.17 | — | IQ US LARGE CAP | 45409B263 |
| — | SVB FINANCIAL GROUP | 8,482 | $4.745M | 0.0% | $242.87 | — | COM | 78486Q101 |
| — | INDEXIQ ETF TR | 200,000 | $4.714M | 0.0% | $25.07 | — | IQ ENGENDER EQUA | 45409B313 |
| BKR | BAKER HUGHES COMPANY | 129,267 | $4.707M | 0.0% | $22.24 | +24.5% | CL A | 05722G100 |
| ROK | ROCKWELL AUTOMATION INC | 16,780 | $4.699M | 0.0% | $153.65 | +74.6% | COM | 773903109 |
| OTIS | OTIS WORLDWIDE CORP | 60,954 | $4.69M | 0.0% | $51.59 | +45.6% | COM | 68902V107 |
| — | SPIRIT AIRLS INC | 5,166,000 | $4.635M | 0.0% | $0.95 | — | NOTE 1.000% 5/1 | 848577AB8 |
| STT | STATE STR CORP | 53,094 | $4.625M | 0.0% | $59.33 | +36.5% | COM | 857477103 |
| — | WALGREENS BOOTS ALLIANCE INC | 103,090 | $4.615M | 0.0% | $55.63 | — | COM | 931427108 |
| ROST | ROSS STORES INC | 50,899 | $4.604M | 0.0% | $82.38 | +10.5% | COM | 778296103 |
| ALGN | ALIGN TECHNOLOGY INC | 10,537 | $4.594M | 0.0% | $374.10 | +30.1% | COM | 016255101 |
| WRND | INDEXIQ ETF TR | 190,000 | $4.594M | 0.0% | $24.18 | — | IQ GLOBAL EQUITY | 45409B255 |
| — | DISCOVER FINL SVCS | 41,303 | $4.551M | 0.0% | $75.20 | — | COM | 254709108 |
| HSY | HERSHEY CO | 20,994 | $4.548M | 0.0% | $125.17 | +47.3% | COM | 427866108 |
| MTD | METTLER TOLEDO INTERNATIONAL | 3,311 | $4.546M | 0.0% | $736.70 | +95.9% | COM | 592688105 |
| OKE | ONEOK INC NEW | 64,061 | $4.524M | 0.0% | $34.76 | +49.7% | COM | 682680103 |
| — | ARISTA NETWORKS INC | 32,411 | $4.505M | 0.0% | $160.76 | — | COM | 040413106 |
| WEC | WEC ENERGY GROUP INC | 44,964 | $4.488M | 0.0% | $60.43 | +36.8% | COM | 92939U106 |
| BIIB | BIOGEN INC | 21,286 | $4.483M | 0.0% | $307.86 | -29.4% | COM | 09062X103 |
| PPG | PPG INDS INC | 34,166 | $4.479M | 0.0% | $101.08 | +32.4% | COM | 693506107 |
| CRC | CALIFORNIA RES CORP | 99,448 | $4.448M | 0.0% | $19.01 | +104.7% | COM STOCK | 13057Q305 |
| — | TWITTER INC | 114,865 | $4.444M | 0.0% | $37.00 | — | COM | 90184L102 |
| AME | AMETEK INC | 33,207 | $4.423M | 0.0% | $80.99 | +61.6% | COM | 031100100 |
| EQR | EQUITY RESIDENTIAL | 49,070 | $4.413M | 0.0% | $51.01 | +47.6% | SH BEN INT | 29476L107 |
| CBRE | CBRE GROUP INC | 48,125 | $4.404M | 0.0% | $55.47 | +75.7% | CL A | 12504L109 |
| PCAR | PACCAR INC | 49,955 | $4.4M | 0.0% | $41.11 | +27.5% | COM | 693718108 |
| MTCH | MATCH GROUP INC NEW | 40,431 | $4.396M | 0.0% | $148.76 | -27.5% | COM | 57667L107 |
| — | INDEXIQ ETF TR | 190,000 | $4.378M | 0.0% | $25.72 | — | IQ CLEANER TRANS | 45409B297 |
| WST | WEST PHARMACEUTICAL SVSC INC | 10,639 | $4.369M | 0.0% | $177.37 | +118.5% | COM | 955306105 |
| — | INVESCO PA VALUE MUN INC TR | 373,920 | $4.368M | 0.0% | $12.71 | — | COM | 46132K109 |
| ES | EVERSOURCE ENERGY | 49,264 | $4.344M | 0.0% | $55.12 | +32.2% | COM | 30040W108 |
| MNST | MONSTER BEVERAGE CORP NEW | 54,157 | $4.327M | 0.0% | $31.33 | +33.9% | COM | 61174X109 |
| AWK | AMERICAN WTR WKS CO INC NEW | 26,082 | $4.317M | 0.0% | $85.44 | +70.9% | COM | 030420103 |
| — | INDEXIQ ETF TR | 190,000 | $4.291M | 0.0% | $26.00 | — | IQ CLEAN OCEANS | 45409B289 |
| — | HESS CORP | 39,745 | $4.255M | 0.0% | $56.13 | — | COM | 42809H107 |
| EXPE | EXPEDIA GROUP INC | 21,678 | $4.242M | 0.0% | $98.38 | +88.7% | COM NEW | 30212P303 |
| — | ZYNGA INC | 3,484,000 | $4.235M | 0.0% | $1.29 | — | NOTE 0.250% 6/0 | 98986TAB4 |
| ARE | ALEXANDRIA REAL ESTATE EQ IN | 21,018 | $4.23M | 0.0% | $111.58 | +45.7% | COM | 015271109 |
| FITB | FIFTH THIRD BANCORP | 98,084 | $4.222M | 0.0% | $19.03 | +109.6% | COM | 316773100 |
| CMI | CUMMINS INC | 20,524 | $4.21M | 0.0% | $168.51 | +16.7% | COM | 231021106 |
| BALL | BALL CORP | 46,456 | $4.181M | 0.0% | $54.95 | +56.9% | COM | 058498106 |
| FRCB | FIRST REP BK SAN FRANCISCO C | 25,768 | $4.177M | 0.0% | $105.30 | +64.4% | COM | 33616C100 |
| EFX | EQUIFAX INC | 17,593 | $4.172M | 0.0% | $117.49 | +95.0% | COM | 294429105 |
| KEYS | KEYSIGHT TECHNOLOGIES INC | 26,399 | $4.17M | 0.0% | $78.62 | +111.9% | COM | 49338L103 |
| WY | WEYERHAEUSER CO MTN BE | 107,790 | $4.086M | 0.0% | $21.81 | +56.4% | COM NEW | 962166104 |
| KHC | KRAFT HEINZ CO | 102,044 | $4.019M | 0.0% | $40.60 | -23.6% | COM | 500754106 |
| ODFL | OLD DOMINION FREIGHT LINE IN | 13,433 | $4.012M | 0.0% | $71.80 | +112.4% | COM | 679580100 |
| EXR | EXTRA SPACE STORAGE INC | 19,373 | $3.983M | 0.0% | $80.23 | +110.5% | COM | 30225T102 |
| — | ANSYS INC | 12,496 | $3.969M | 0.0% | $180.11 | — | COM | 03662Q105 |
| GLW | CORNING INC | 107,501 | $3.968M | 0.0% | $26.68 | +30.9% | COM | 219350105 |
| — | CERNER CORP | 42,374 | $3.964M | 0.0% | $70.27 | — | COM | 156782104 |
| RSG | REPUBLIC SVCS INC | 29,717 | $3.938M | 0.0% | $66.77 | +81.2% | COM | 760759100 |
| ENPH | ENPHASE ENERGY INC | 19,178 | $3.87M | 0.0% | $179.51 | -12.5% | COM | 29355A107 |
| TSCO | TRACTOR SUPPLY CO | 16,542 | $3.861M | 0.0% | $20.83 | +98.2% | COM | 892356106 |
| ZBH | ZIMMER BIOMET HOLDINGS INC | 30,038 | $3.842M | 0.0% | $108.65 | +7.2% | COM | 98956P102 |
| CPRT | COPART INC | 30,591 | $3.838M | 0.0% | $14.72 | +115.7% | COM | 217204106 |
| LUV | SOUTHWEST AIRLS CO | 83,470 | $3.823M | 0.0% | $47.92 | -14.7% | COM | 844741108 |
| EIX | EDISON INTL | 54,536 | $3.823M | 0.0% | $44.77 | +19.7% | COM | 281020107 |
| TSN | TYSON FOODS INC | 42,318 | $3.793M | 0.0% | $58.84 | +36.6% | CL A | 902494103 |
| — | MARRIOTT VACATIONS WORLDWIDE | 3,349,000 | $3.782M | 0.0% | $0.91 | — | NOTE 1.500% 9/1 | 57164YAB3 |
| FE | FIRSTENERGY CORP | 81,876 | $3.755M | 0.0% | $29.59 | +22.1% | COM | 337932107 |
| ALB | ALBEMARLE CORP | 16,785 | $3.712M | 0.0% | $88.27 | +127.4% | COM | 012653101 |
| URI | UNITED RENTALS INC | 10,406 | $3.697M | 0.0% | $190.97 | +65.6% | COM | 911363109 |
| DTE | DTE ENERGY CO | 27,702 | $3.663M | 0.0% | $70.89 | +50.8% | COM | 233331107 |
| MKC | MCCORMICK & CO INC | 35,991 | $3.592M | 0.0% | $68.20 | +31.3% | COM NON VTG | 579780206 |
| MOS | MOSAIC CO NEW | 53,797 | $3.578M | 0.0% | $20.70 | +119.5% | COM | 61945C103 |
| DAL | DELTA AIR LINES INC DEL | 90,190 | $3.569M | 0.0% | $43.23 | -12.4% | COM NEW | 247361702 |
| VTR | VENTAS INC | 57,351 | $3.542M | 0.0% | $46.96 | +1.4% | COM | 92276F100 |
| — | LABORATORY CORP AMER HLDGS | 13,423 | $3.539M | 0.0% | $188.26 | — | COM NEW | 50540R409 |
| CDW | CDW CORP | 19,626 | $3.511M | 0.0% | $108.86 | +60.0% | COM | 12514G108 |
| VMC | VULCAN MATLS CO | 19,100 | $3.509M | 0.0% | $112.81 | +60.3% | COM | 929160109 |
| MAA | MID-AMER APT CMNTYS INC | 16,753 | $3.509M | 0.0% | $92.12 | +97.1% | COM | 59522J103 |
| IT | GARTNER INC | 11,789 | $3.506M | 0.0% | $155.94 | +85.7% | COM | 366651107 |
| NTRS | NORTHERN TR CORP | 29,877 | $3.479M | 0.0% | $79.16 | +32.1% | COM | 665859104 |
| DHI | D R HORTON INC | 46,656 | $3.477M | 0.0% | $46.32 | +79.9% | COM | 23331A109 |
| HIG | HARTFORD FINL SVCS GROUP INC | 48,416 | $3.476M | 0.0% | $43.18 | +51.0% | COM | 416515104 |
| CHD | CHURCH & DWIGHT CO INC | 34,911 | $3.469M | 0.0% | $58.44 | +62.8% | COM | 171340102 |
| MLM | MARTIN MARIETTA MATLS INC | 8,991 | $3.46M | 0.0% | $202.47 | +86.8% | COM | 573284106 |
| AEE | AMEREN CORP | 36,801 | $3.45M | 0.0% | $55.75 | +39.6% | COM | 023608102 |
| — | RBC BEARINGS INC | 34,454 | $3.437M | 0.0% | $110.51 | — | 5% CNV PFD SR A | 75524B203 |
| FANG | DIAMONDBACK ENERGY INC | 24,655 | $3.38M | 0.0% | $78.74 | +36.7% | COM | 25278X109 |
| ETR | ENTERGY CORP NEW | 28,922 | $3.377M | 0.0% | $38.45 | +23.6% | COM | 29364G103 |
| COR | AMERISOURCEBERGEN CORP | 21,725 | $3.361M | 0.0% | $76.53 | +78.0% | COM | 03073E105 |
| — | PARAMOUNT GLOBAL | 87,400 | $3.305M | 0.0% | $40.31 | — | CLASS B COM | 92556H206 |
| SWK | STANLEY BLACK & DECKER INC | 23,474 | $3.282M | 0.0% | $129.95 | +9.6% | COM | 854502101 |
| GWW | GRAINGER W W INC | 6,298 | $3.249M | 0.0% | $288.18 | +64.3% | COM | 384802104 |
| ESS | ESSEX PPTY TR INC | 9,395 | $3.246M | 0.0% | $195.95 | +46.9% | COM | 297178105 |
| DOV | DOVER CORP | 20,589 | $3.231M | 0.0% | $88.23 | +76.9% | COM | 260003108 |
| CF | CF INDS HLDGS INC | 31,261 | $3.221M | 0.0% | $29.24 | +153.9% | COM | 125269100 |
| CTRA | COTERRA ENERGY INC | 118,064 | $3.184M | 0.0% | $16.01 | +20.2% | COM | 127097103 |
| ZBRA | ZEBRA TECHNOLOGIES CORPORATI | 7,682 | $3.178M | 0.0% | $282.50 | +62.6% | CL A | 989207105 |
| — | DUKE REALTY CORP | 54,669 | $3.174M | 0.0% | $33.22 | — | COM NEW | 264411505 |
| TDY | TELEDYNE TECHNOLOGIES INC | 6,675 | $3.155M | 0.0% | $353.25 | +21.8% | COM | 879360105 |
| SWKS | SKYWORKS SOLUTIONS INC | 23,616 | $3.147M | 0.0% | $87.70 | +42.6% | COM | 83088M102 |
| MTB | M & T BK CORP | 18,537 | $3.142M | 0.0% | $141.12 | +10.1% | COM | 55261F104 |
| RVTY | PERKINELMER INC | 17,984 | $3.137M | 0.0% | $88.69 | +98.5% | COM | 714046109 |
| HPE | HEWLETT PACKARD ENTERPRISE C | 187,529 | $3.133M | 0.0% | $12.82 | +16.7% | COM | 42824C109 |
| FTV | FORTIVE CORP | 51,329 | $3.127M | 0.0% | $47.74 | +1.9% | COM | 34959J108 |
| VRSN | VERISIGN INC | 14,019 | $3.119M | 0.0% | $178.37 | +21.2% | COM | 92343E102 |
| ULTA | ULTA BEAUTY INC | 7,828 | $3.118M | 0.0% | $277.56 | +35.6% | COM | 90384S303 |
| PPL | PPL CORP | 108,189 | $3.09M | 0.0% | $23.44 | +5.3% | COM | 69351T106 |
| LEN | LENNAR CORP | 37,843 | $3.071M | 0.0% | $57.81 | +46.9% | CL A | 526057104 |
| MPWR | MONOLITHIC PWR SYS INC | 6,306 | $3.063M | 0.0% | $351.26 | +20.4% | COM | 609839105 |
| RF | REGIONS FINANCIAL CORP NEW | 136,491 | $3.038M | 0.0% | $13.31 | +49.5% | COM | 7591EP100 |
| HBAN | HUNTINGTON BANCSHARES INC | 206,139 | $3.014M | 0.0% | $11.11 | +17.7% | COM | 446150104 |
| KEY | KEYCORP | 134,074 | $3.001M | 0.0% | $13.71 | +48.1% | COM | 493267108 |
| NDAQ | NASDAQ INC | 16,795 | $2.992M | 0.0% | $32.09 | +74.5% | COM | 631103108 |
| — | COOPER COS INC | 7,148 | $2.985M | 0.0% | $313.14 | — | COM NEW | 216648402 |
| RJF | RAYMOND JAMES FINL INC | 26,989 | $2.967M | 0.0% | $54.87 | +82.1% | COM | 754730109 |
| CINF | CINCINNATI FINL CORP | 21,518 | $2.926M | 0.0% | $62.03 | +79.1% | COM | 172062101 |
| — | FLEETCOR TECHNOLOGIES INC | 11,742 | $2.924M | 0.0% | $247.31 | — | COM | 339041105 |
| IR | INGERSOLL RAND INC | 57,953 | $2.918M | 0.0% | $35.44 | +50.4% | COM | 45687V106 |
| CMS | CMS ENERGY CORP | 41,633 | $2.912M | 0.0% | $38.09 | +50.9% | COM | 125896100 |
| BBY | BEST BUY INC | 31,415 | $2.856M | 0.0% | $52.09 | +57.8% | COM | 086516101 |
| — | CATALENT INC | 25,749 | $2.856M | 0.0% | $79.77 | — | COM | 148806102 |
| MOH | MOLINA HEALTHCARE INC | 8,434 | $2.814M | 0.0% | $307.82 | 0.0% | COM | 60855R100 |
| CFG | CITIZENS FINL GROUP INC | 61,659 | $2.795M | 0.0% | $27.16 | +59.5% | COM | 174610105 |
| AKAM | AKAMAI TECHNOLOGIES INC | 23,296 | $2.781M | 0.0% | $70.53 | +59.0% | COM | 00971T101 |
| HOLX | HOLOGIC INC | 36,191 | $2.78M | 0.0% | $55.94 | +28.5% | COM | 436440101 |
| TER | TERADYNE INC | 23,471 | $2.775M | 0.0% | $82.97 | +50.1% | COM | 880770102 |
| CNP | CENTERPOINT ENERGY INC | 90,218 | $2.764M | 0.0% | $22.90 | +11.0% | COM | 15189T107 |
| — | MARATHON OIL CORP | 109,710 | $2.754M | 0.0% | $14.89 | — | COM | 565849106 |
| WAT | WATERS CORP | 8,801 | $2.731M | 0.0% | $222.47 | +46.2% | COM | 941848103 |
| — | OIL STS INTL INC | 2,827,000 | $2.704M | 0.0% | $0.89 | — | NOTE 1.500% 2/1 | 678026AH8 |
| GNRC | GENERAC HLDGS INC | 9,090 | $2.702M | 0.0% | $294.70 | +1.8% | COM | 368736104 |
| NTAP | NETAPP INC | 32,228 | $2.675M | 0.0% | $50.44 | +56.8% | COM | 64110D104 |
| DOC | HEALTHPEAK PROPERTIES INC | 77,797 | $2.671M | 0.0% | $24.18 | +11.5% | COM | 42250P103 |
| SBNY | SIGNATURE BK NEW YORK N Y | 9,072 | $2.662M | 0.0% | $323.50 | — | COM | 82669G104 |
| BXP | BOSTON PROPERTIES INC | 20,531 | $2.644M | 0.0% | $84.43 | +15.3% | COM | 101121101 |
| PWR | QUANTA SVCS INC | 20,080 | $2.642M | 0.0% | $47.15 | +134.1% | COM | 74762E102 |
| VFC | V F CORP | 46,400 | $2.638M | 0.0% | $72.22 | -14.1% | COM | 918204108 |
| CEG | CONSTELLATION ENERGY CORP | 46,858 | $2.635M | 0.0% | $47.25 | 0.0% | COM | 21037T109 |
| SYF | SYNCHRONY FINANCIAL | 75,634 | $2.633M | 0.0% | $29.41 | +29.8% | COM | 87165B103 |
| — | JACOBS ENGR GROUP INC | 19,092 | $2.631M | 0.0% | $72.70 | — | COM | 469814107 |
| BR | BROADRIDGE FINL SOLUTIONS IN | 16,855 | $2.624M | 0.0% | $109.50 | +31.0% | COM | 11133T103 |
| PFG | PRINCIPAL FINANCIAL GROUP IN | 35,671 | $2.618M | 0.0% | $40.56 | +55.1% | COM | 74251V102 |
| TRMB | TRIMBLE INC | 36,272 | $2.617M | 0.0% | $72.23 | -1.4% | COM | 896239100 |
| TYL | TYLER TECHNOLOGIES INC | 5,874 | $2.614M | 0.0% | $336.57 | +33.6% | COM | 902252105 |
| IP | INTERNATIONAL PAPER CO | 56,073 | $2.588M | 0.0% | $33.02 | +17.1% | COM | 460146103 |
| WAB | WABTEC | 26,827 | $2.58M | 0.0% | $70.17 | +29.1% | COM | 929740108 |
| TTWO | TAKE-TWO INTERACTIVE SOFTWAR | 16,663 | $2.562M | 0.0% | $140.62 | +13.8% | COM | 874054109 |
| OMC | OMNICOM GROUP INC | 30,164 | $2.56M | 0.0% | $57.04 | +23.0% | COM | 681919106 |
| EXPD | EXPEDITORS INTL WASH INC | 24,595 | $2.537M | 0.0% | $63.44 | +65.7% | COM | 302130109 |
| GPC | GENUINE PARTS CO | 20,070 | $2.529M | 0.0% | $79.43 | +46.2% | COM | 372460105 |
| — | NUVEEN QUALITY MUNCP INCOME | 188,362 | $2.517M | 0.0% | $16.01 | — | COM | 67066V101 |
| TECH | BIO-TECHNE CORP | 5,764 | $2.496M | 0.0% | $119.43 | -15.1% | COM | 09073M104 |
| AES | AES CORP | 96,852 | $2.492M | 0.0% | $11.26 | +72.0% | COM | 00130H105 |
| CLX | CLOROX CO DEL | 17,741 | $2.466M | 0.0% | $121.92 | +10.5% | COM | 189054109 |
| DRI | DARDEN RESTAURANTS INC | 18,507 | $2.46M | 0.0% | $70.56 | +72.3% | COM | 237194105 |
| BRO | BROWN & BROWN INC | 33,841 | $2.445M | 0.0% | $54.15 | +20.7% | COM | 115236101 |
| POOL | POOL CORP | 5,752 | $2.432M | 0.0% | $328.73 | +35.0% | COM | 73278L105 |
| SEDG | SOLAREDGE TECHNOLOGIES INC | 7,501 | $2.418M | 0.0% | $315.73 | -13.0% | COM | 83417M104 |
| UDR | UDR INC | 42,157 | $2.418M | 0.0% | $32.82 | +48.5% | COM | 902653104 |
| JBHT | HUNT J B TRANS SVCS INC | 12,039 | $2.418M | 0.0% | $122.96 | +56.1% | COM | 445658107 |
| EPAM | EPAM SYS INC | 8,142 | $2.415M | 0.0% | $643.63 | -39.1% | COM | 29414B104 |
| TFX | TELEFLEX INCORPORATED | 6,801 | $2.413M | 0.0% | $242.20 | +32.2% | COM | 879369106 |
| FMC | FMC CORP | 18,262 | $2.403M | 0.0% | $63.90 | +60.4% | COM NEW | 302491303 |
| CZR | CAESARS ENTERTAINMENT INC NE | 31,027 | $2.4M | 0.0% | $55.90 | +43.7% | COM | 12769G100 |
| TXT | TEXTRON INC | 32,199 | $2.395M | 0.0% | $40.11 | +79.3% | COM | 883203101 |
| PAYC | PAYCOM SOFTWARE INC | 6,884 | $2.385M | 0.0% | $269.46 | +22.0% | COM | 70432V102 |
| — | KELLOGG CO | 36,953 | $2.383M | 0.0% | $46.56 | +12.9% | COM | 487836108 |
| — | CONTEXTLOGIC INC | 1,057,983 | $2.38M | 0.0% | $7.62 | — | COM CL A | 21077C107 |
| DGX | QUEST DIAGNOSTICS INC | 17,282 | $2.366M | 0.0% | $93.86 | +37.6% | COM | 74834L100 |
| FDS | FACTSET RESH SYS INC | 5,428 | $2.357M | 0.0% | $431.08 | -5.7% | COM | 303075105 |
| IRM | IRON MTN INC NEW | 42,115 | $2.334M | 0.0% | $24.10 | +69.9% | COM | 46284V101 |
| CCL | CARNIVAL CORP | 115,260 | $2.331M | 0.0% | $35.56 | -43.1% | COMMON STOCK | 143658300 |
| ATO | ATMOS ENERGY CORP | 19,492 | $2.329M | 0.0% | $83.43 | +18.9% | COM | 049560105 |
| — | DWS MUN INCOME TR | 223,391 | $2.326M | 0.0% | $11.01 | — | COM | 233368109 |
| CAG | CONAGRA BRANDS INC | 69,098 | $2.319M | 0.0% | $25.66 | +10.4% | COM | 205887102 |
| LYV | LIVE NATION ENTERTAINMENT IN | 19,636 | $2.31M | 0.0% | $61.27 | +86.3% | COM | 538034109 |
| MGM | MGM RESORTS INTERNATIONAL | 54,781 | $2.298M | 0.0% | $29.69 | +44.8% | COM | 552953101 |
| CAH | CARDINAL HEALTH INC | 40,162 | $2.277M | 0.0% | $44.15 | +11.4% | COM | 14149Y108 |
| ETSY | ETSY INC | 18,266 | $2.27M | 0.0% | $83.21 | +78.7% | COM | 29786A106 |
| KMX | CARMAX INC | 23,288 | $2.247M | 0.0% | $69.03 | +55.8% | COM | 143130102 |
| CE | CELANESE CORP DEL | 15,727 | $2.247M | 0.0% | $85.90 | +66.2% | COM | 150870103 |
| KIM | KIMCO RLTY CORP | 90,805 | $2.243M | 0.0% | $14.36 | +40.3% | COM | 49446R109 |
| WDC | WESTERN DIGITAL CORP. | 44,992 | $2.234M | 0.0% | $55.30 | -26.0% | COM | 958102105 |
| GEN | NORTONLIFELOCK INC | 83,894 | $2.225M | 0.0% | $15.58 | +62.7% | COM | 668771108 |
| XYL | XYLEM INC | 25,911 | $2.21M | 0.0% | $67.80 | +34.8% | COM | 98419M100 |
| EVRG | EVERGY INC | 32,306 | $2.208M | 0.0% | $47.54 | +15.4% | COM | 30034W106 |
| LNT | ALLIANT ENERGY CORP | 35,280 | $2.204M | 0.0% | $36.64 | +42.9% | COM | 018802108 |
| LDOS | LEIDOS HOLDINGS INC | 20,243 | $2.187M | 0.0% | $68.52 | +33.8% | COM | 525327102 |
| — | INVESCO QUALITY MUN INCOME T | 192,750 | $2.184M | 0.0% | $12.73 | — | COM | 46133G107 |
| — | ABIOMED INC | 6,513 | $2.157M | 0.0% | $320.89 | — | COM | 003654100 |
| INCY | INCYTE CORP | 27,009 | $2.145M | 0.0% | $80.13 | -9.2% | COM | 45337C102 |
| PKG | PACKAGING CORP AMER | 13,686 | $2.137M | 0.0% | $79.70 | +62.7% | COM | 695156109 |
| DPZ | DOMINOS PIZZA INC | 5,219 | $2.124M | 0.0% | $312.21 | +32.3% | COM | 25754A201 |
| SJM | SMUCKER J M CO | 15,642 | $2.118M | 0.0% | $97.33 | +22.8% | COM NEW | 832696405 |
| IEX | IDEX CORP | 11,008 | $2.111M | 0.0% | $153.77 | +25.6% | COM | 45167R104 |
| APA | APA CORPORATION | 51,074 | $2.111M | 0.0% | $16.01 | +92.8% | COM | 03743Q108 |
| UAL | UNITED AIRLS HLDGS INC | 45,515 | $2.11M | 0.0% | $72.11 | -39.9% | COM | 910047109 |
| EMN | EASTMAN CHEM CO | 18,784 | $2.105M | 0.0% | $72.15 | +39.9% | COM | 277432100 |
| NVR | NVR INC | 471 | $2.105M | 0.0% | $3420.16 | +49.0% | COM | 62944T105 |
| HRL | HORMEL FOODS CORP | 40,765 | $2.101M | 0.0% | $30.31 | +43.1% | COM | 440452100 |
| JKHY | HENRY JACK & ASSOC INC | 10,467 | $2.063M | 0.0% | $132.76 | +25.4% | COM | 426281101 |
| CRL | CHARLES RIV LABS INTL INC | 7,251 | $2.059M | 0.0% | $132.32 | +133.0% | COM | 159864107 |
| AVY | AVERY DENNISON CORP | 11,811 | $2.055M | 0.0% | $98.88 | +75.4% | COM | 053611109 |
| — | INTERPUBLIC GROUP COS INC | 57,803 | $2.049M | 0.0% | $16.89 | +83.7% | COM | 460690100 |
| — | MFS MUN INCOME TR | 333,155 | $2.039M | 0.0% | $7.19 | — | SH BEN INT | 552738106 |
| CHRW | C H ROBINSON WORLDWIDE INC | 18,776 | $2.022M | 0.0% | $75.73 | +22.0% | COM NEW | 12541W209 |
| HWM | HOWMET AEROSPACE INC | 55,912 | $2.009M | 0.0% | $17.26 | +95.4% | COM | 443201108 |
| WRB | BERKLEY W R CORP | 30,119 | $2.006M | 0.0% | $29.70 | +22.5% | COM | 084423102 |
| HST | HOST HOTELS & RESORTS INC | 103,068 | $2.003M | 0.0% | $11.86 | +25.8% | COM | 44107P104 |
| QRVO | QORVO INC | 15,587 | $1.934M | 0.0% | $86.35 | +56.7% | COM | 74736K101 |
| LVS | LAS VEGAS SANDS CORP | 49,525 | $1.925M | 0.0% | $57.76 | -31.4% | COM | 517834107 |
| VTRS | VIATRIS INC | 173,561 | $1.888M | 0.0% | $13.33 | -17.1% | COM | 92556V106 |
| AAP | ADVANCE AUTO PARTS INC | 9,040 | $1.871M | 0.0% | $138.05 | +43.9% | COM | 00751Y106 |
| MKTX | MARKETAXESS HLDGS INC | 5,444 | $1.852M | 0.0% | $286.84 | +19.9% | COM | 57060D108 |
| FFIV | F5 INC | 8,823 | $1.844M | 0.0% | $151.50 | +38.5% | COM | 315616102 |
| FOXA | FOX CORP | 46,713 | $1.843M | 0.0% | $33.34 | +15.7% | CL A COM | 35137L105 |
| MAS | MASCO CORP | 35,702 | $1.82M | 0.0% | $38.53 | +43.2% | COM | 574599106 |
| — | CITRIX SYS INC | 17,932 | $1.809M | 0.0% | $135.17 | — | COM | 177376100 |
| — | WESTROCK CO | 38,107 | $1.792M | 0.0% | $40.97 | — | COM | 96145D105 |
| L | LOEWS CORP | 27,648 | $1.792M | 0.0% | $47.91 | +26.2% | COM | 540424108 |
| BBWI | BATH & BODY WORKS INC | 37,434 | $1.79M | 0.0% | $57.14 | -14.7% | COM | 070830104 |
| BF/B | BROWN FORMAN CORP | 26,686 | $1.789M | 0.0% | $49.16 | +26.0% | CL B | 115637209 |
| BIO | BIO RAD LABS INC | 3,138 | $1.767M | 0.0% | $444.66 | +35.6% | CL A | 090572207 |
| RHI | ROBERT HALF INTL INC | 15,437 | $1.763M | 0.0% | $57.68 | +100.0% | COM | 770323103 |
| NI | NISOURCE INC | 55,202 | $1.755M | 0.0% | $19.31 | +32.1% | COM | 65473P105 |
| CBOE | CBOE GLOBAL MKTS INC | 15,290 | $1.749M | 0.0% | $91.69 | +23.2% | COM | 12503M108 |
| NDSN | NORDSON CORP | 7,627 | $1.732M | 0.0% | $219.29 | 0.0% | COM | 655663102 |
| LKQ | LKQ CORP | 37,696 | $1.712M | 0.0% | $30.60 | +51.0% | COM | 501889208 |
| HSIC | HENRY SCHEIN INC | 19,492 | $1.699M | 0.0% | $60.28 | +35.1% | COM | 806407102 |
| — | JUNIPER NETWORKS INC | 45,709 | $1.698M | 0.0% | $26.10 | — | COM | 48203R104 |
| CMA | COMERICA INC | 18,435 | $1.667M | 0.0% | $40.96 | +90.1% | COM | 200340107 |
| AAL | AMERICAN AIRLS GROUP INC | 91,017 | $1.661M | 0.0% | $34.91 | -51.3% | COM | 02376R102 |
| PTC | PTC INC | 15,250 | $1.643M | 0.0% | $133.66 | -15.9% | COM | 69370C100 |
| SNA | SNAP ON INC | 7,552 | $1.552M | 0.0% | $135.87 | +40.2% | COM | 833034101 |
| REG | REGENCY CTRS CORP | 21,660 | $1.545M | 0.0% | $43.05 | +38.2% | COM | 758849103 |
| XRAY | DENTSPLY SIRONA INC | 31,329 | $1.542M | 0.0% | $52.80 | +0.1% | COM | 24906P109 |
| PHM | PULTE GROUP INC | 36,795 | $1.541M | 0.0% | $27.10 | +76.4% | COM | 745867101 |
| LNC | LINCOLN NATL CORP IND | 23,487 | $1.535M | 0.0% | $41.76 | +31.1% | COM | 534187109 |
| HAS | HASBRO INC | 18,626 | $1.526M | 0.0% | $71.38 | +11.2% | COM | 418056107 |
| LUMN | LUMEN TECHNOLOGIES INC | 132,832 | $1.497M | 0.0% | $10.83 | -0.6% | COM | 550241103 |
| UHS | UNIVERSAL HLTH SVCS INC | 10,278 | $1.49M | 0.0% | $108.32 | +25.1% | CL B | 913903100 |
| WHR | WHIRLPOOL CORP | 8,522 | $1.472M | 0.0% | $146.30 | +38.5% | COM | 963320106 |
| AIZ | ASSURANT INC | 8,009 | $1.457M | 0.0% | $101.05 | +51.6% | COM | 04621X108 |
| FBIN | FORTUNE BRANDS HOME & SEC IN | 19,481 | $1.447M | 0.0% | $54.78 | +31.5% | COM | 34964C106 |
| TAP | MOLSON COORS BEVERAGE CO | 26,484 | $1.414M | 0.0% | $33.95 | +31.5% | CL B | 60871R209 |
| ZION | ZIONS BANCORPORATION N A | 21,387 | $1.402M | 0.0% | $51.42 | +33.0% | COM | 989701107 |
| SEE | SEALED AIR CORP NEW | 20,825 | $1.394M | 0.0% | $38.41 | +60.1% | COM | 81211K100 |
| TPR | TAPESTRY INC | 37,239 | $1.383M | 0.0% | $25.32 | +35.6% | COM | 876030107 |
| — | CERIDIAN HCM HLDG INC | 19,674 | $1.345M | 0.0% | $105.00 | -29.4% | COM | 15677J108 |
| NRG | NRG ENERGY INC | 34,416 | $1.32M | 0.0% | $30.38 | +15.2% | COM NEW | 629377508 |
| NWSA | NEWS CORP NEW | 59,308 | $1.314M | 0.0% | $13.45 | +58.8% | CL A | 65249B109 |
| GL | GLOBE LIFE INC | 13,058 | $1.313M | 0.0% | $85.27 | +15.2% | COM | 37959E102 |
| BWA | BORGWARNER INC | 33,704 | $1.311M | 0.0% | $30.06 | +17.5% | COM | 099724106 |
| CPB | CAMPBELL SOUP CO | 28,853 | $1.286M | 0.0% | $34.05 | +13.9% | COM | 134429109 |
| XBNYX | BLACKROCK N Y MUN INCOME TRU | 105,138 | $1.281M | 0.0% | $13.78 | — | SH BEN INT | 09248L106 |
| — | BLACKROCK MUNIHLDS INVSTM QL | 103,791 | $1.272M | 0.0% | $13.11 | — | COM | 09254P108 |
| WYNN | WYNN RESORTS LTD | 15,633 | $1.246M | 0.0% | $115.49 | -29.1% | COM | 983134107 |
| OGN | ORGANON & CO | 35,640 | $1.245M | 0.0% | $26.93 | +6.0% | COMMON STOCK | 68622V106 |
| PNW | PINNACLE WEST CAP CORP | 15,858 | $1.239M | 0.0% | $66.69 | -9.4% | COM | 723484101 |
| LW | LAMB WESTON HLDGS INC | 20,533 | $1.23M | 0.0% | $72.78 | -20.1% | COM | 513272104 |
| FRT | FEDERAL RLTY INVT TR NEW | 9,967 | $1.217M | 0.0% | $103.82 | 0.0% | SH BEN INT NEW | 313745101 |
| — | PEOPLES UNITED FINANCIAL INC | 60,165 | $1.203M | 0.0% | $17.89 | — | COM | 712704105 |
| AOS | SMITH A O CORP | 18,526 | $1.184M | 0.0% | $52.02 | +30.3% | COM | 831865209 |
| NWL | NEWELL BRANDS INC | 53,219 | $1.139M | 0.0% | $15.67 | +23.5% | COM | 651229106 |
| DXC | DXC TECHNOLOGY CO | 34,483 | $1.125M | 0.0% | $23.30 | +41.9% | COM | 23355L106 |
| HII | HUNTINGTON INGALLS INDS INC | 5,631 | $1.123M | 0.0% | $157.71 | +13.4% | COM | 446413106 |
| ROL | ROLLINS INC | 31,815 | $1.115M | 0.0% | $28.53 | +8.2% | COM | 775711104 |
| — | DISCOVERY INC | 44,495 | $1.111M | 0.0% | $24.34 | — | COM SER C | 25470F302 |
| — | DISH NETWORK CORPORATION | 35,100 | $1.111M | 0.0% | $36.91 | — | CL A | 25470M109 |
| BEN | FRANKLIN RESOURCES INC | 39,501 | $1.103M | 0.0% | $19.99 | +24.4% | COM | 354613101 |
| ASHR | DBX ETF TR | 31,274 | $1.035M | 0.0% | $33.87 | — | XTRACK HRVST CSI | 233051879 |
| ALK | ALASKA AIR GROUP INC | 17,740 | $1.029M | 0.0% | $58.85 | -7.3% | COM | 011659109 |
| VNO | VORNADO RLTY TR | 22,349 | $1.013M | 0.0% | $65.41 | — | SH BEN INT | 929042109 |
| PENN | PENN NATL GAMING INC | 23,350 | $990K | 0.0% | $39.64 | +15.3% | COM | 707569109 |
| DVA | DAVITA INC | 8,697 | $984K | 0.0% | $68.48 | +63.9% | COM | 23918K108 |
| MHK | MOHAWK INDS INC | 7,712 | $958K | 0.0% | $116.23 | +29.1% | COM | 608190104 |
| PVH | PVH CORPORATION | 9,864 | $755K | 0.0% | $80.57 | +14.1% | COM | 693656100 |
| FOX | FOX CORP | 20,669 | $750K | 0.0% | $29.85 | +17.9% | CL B COM | 35137L204 |
| XBFZX | BLACKROCK CALIF MUN INCOME T | 60,663 | $745K | 0.0% | $14.75 | — | SH BEN INT | 09248E102 |
| RL | RALPH LAUREN CORP | 6,534 | $741K | 0.0% | $98.07 | +10.6% | CL A | 751212101 |
| HYG | ISHARES TR | 8,643 | $711K | 0.0% | $87.30 | — | IBOXX HI YD ETF | 464288513 |
| — | EATON VANCE MUN BD FD | 60,261 | $693K | 0.0% | $12.63 | — | COM | 27827X101 |
| — | GRANITE PT MTG TR INC | 690,000 | $690K | 0.0% | $0.97 | — | NOTE 6.375%10/0 | 38741LAC1 |
| LQD | ISHARES TR | 5,280 | $639K | 0.0% | $126.69 | — | IBOXX INV CP ETF | 464287242 |
| — | DISCOVERY INC | 23,786 | $593K | 0.0% | $26.57 | — | COM SER A | 25470F104 |
| IPGP | IPG PHOTONICS CORP | 5,021 | $552K | 0.0% | $228.90 | -39.9% | COM | 44980X109 |
| — | INSULET CORP | 379,000 | $504K | 0.0% | $1.32 | — | NOTE 0.375% 9/0 | 45784PAK7 |
| MBB | ISHARES TR | 4,927 | $502K | 0.0% | $105.37 | — | MBS ETF | 464288588 |
| — | CNX RES CORP | 273,000 | $474K | 0.0% | $1.30 | — | NOTE 2.250% 5/0 | 12653CAG3 |
| UA | UNDER ARMOUR INC | 30,230 | $470K | 0.0% | $15.46 | +1.3% | CL C | 904311206 |
| UAA | UNDER ARMOUR INC | 26,517 | $451K | 0.0% | $19.49 | -8.0% | CL A | 904311107 |
| QYLD | GLOBAL X FDS | 20,422 | $428K | 0.0% | $22.43 | — | NASDAQ 100 COVER | 37954Y483 |
| — | AIRBNB INC | 418,000 | $406K | 0.0% | $0.97 | — | NOTE 3/1 | 009066AB7 |
| — | BOSTON SCIENTIFIC CORP | 3,400 | $396K | 0.0% | $114.12 | — | 5.50% CNV PFD A | 101137206 |
| NWS | NEWS CORP NEW | 17,118 | $386K | 0.0% | $11.67 | +85.2% | CL B | 65249B208 |
| — | TESLA INC | 22,000 | $382K | 0.0% | $0.99 | — | NOTE 2.000% 5/1 | 88160RAG6 |
| ACWI | ISHARES TR | 3,700 | $369K | 0.0% | $102.75 | — | MSCI ACWI ETF | 464288257 |
| — | JAZZ INVESTMENTS I LTD | 297,000 | $362K | 0.0% | $1.13 | — | NOTE 2.000% 6/1 | 472145AF8 |
| — | MICROSTRATEGY INC | 500,000 | $360K | 0.0% | $0.72 | — | NOTE 2/1 | 594972AE1 |
| — | DICKS SPORTING GOODS INC | 107,000 | $334K | 0.0% | $3.67 | — | NOTE 3.250% 4/1 | 253393AD4 |
| — | SAILPOINT TECHNOLOGIES HLDGS | 175,000 | $324K | 0.0% | $1.95 | — | NOTE 0.125% 9/1 | 78781PAB1 |
| VST | VISTRA CORP | 13,918 | $324K | 0.0% | $17.11 | +20.5% | COM | 92840M102 |
| BAB | INVESCO EXCH TRADED FD TR II | 10,580 | $314K | 0.0% | $29.68 | — | TAXABLE MUN BD | 46138G805 |
| — | ENVISTA HOLDINGS CORPORATION | 132,000 | $313K | 0.0% | $2.08 | — | NOTE 2.375% 6/0 | 29415FAB0 |
| — | RAPID7 INC | 240,000 | $300K | 0.0% | $1.25 | — | NOTE 0.250% 3/1 | 753422AF1 |
| XNBOX | NEUBERGER BERMAN N Y MUN FD | 25,745 | $299K | 0.0% | $12.51 | — | COM | 64124K102 |
| — | BLACKROCK MUN INCOME QUALITY | 21,958 | $291K | 0.0% | $15.11 | — | COM | 092479104 |
| — | TWITTER INC | 275,000 | $281K | 0.0% | $0.98 | — | NOTE 0.250% 6/1 | 90184LAF9 |
| — | HUBSPOT INC | 157,000 | $280K | 0.0% | $2.12 | — | NOTE 0.375% 6/0 | 443573AD2 |
| — | WAYFAIR INC | 255,000 | $273K | 0.0% | $2.08 | — | NOTE 1.000% 8/1 | 94419LAF8 |
| BX | BLACKSTONE INC | 1,900 | $241K | 0.0% | $100.33 | +6.8% | COM | 09260D107 |
| — | WAYFAIR INC | 280,000 | $231K | 0.0% | $1.00 | — | NOTE 0.625%10/0 | 94419LAM3 |
| TPB | TURNING PT BRANDS INC | 6,802 | $231K | 0.0% | $37.78 | -10.2% | COM | 90041L105 |
| — | PELOTON INTERACTIVE INC | 272,000 | $226K | 0.0% | $0.83 | — | NOTE 2/1 | 70614WAB6 |
| — | TERADYNE INC | 60,000 | $223K | 0.0% | $1.45 | — | NOTE 1.250%12/1 | 880770AG7 |
| — | MANDIANT INC | 200,000 | $221K | 0.0% | $1.14 | — | NOTE 0.875% 6/0 | 31816QAF8 |
| — | TYLER TEX INDPT SCH DIST | 200,000 | $221K | 0.0% | $1.10 | — | NOTE 0.250% 3/1 | 902252AB1 |
| — | TWITTER INC | 260,000 | $220K | 0.0% | $0.85 | — | NOTE 3/1 | 90184LAN2 |
| — | CERIDIAN HCM HLDG INC | 250,000 | $219K | 0.0% | $0.88 | — | NOTE 0.250% 3/1 | 15677JAD0 |
| — | BEYOND MEAT INC | 339,000 | $203K | 0.0% | $0.60 | — | NOTE 3/1 | 08862EAB5 |
| — | CYBERARK SOFTWARE LTD | 160,000 | $199K | 0.0% | $1.09 | — | NOTE 11/1 | 23248VAB1 |
| — | PURE STORAGE INC | 139,000 | $194K | 0.0% | $1.34 | — | NOTE 0.125% 4/1 | 74624MAB8 |
| — | KARYOPHARM THERAPEUTICS INC | 221,000 | $187K | 0.0% | $1.09 | — | NOTE 3.000%10/1 | 48576UAA4 |
| — | CARNIVAL CORP | 88,000 | $185K | 0.0% | $2.11 | — | NOTE 5.750% 4/0 | 143658BE1 |
| — | LCI INDS | 200,000 | $184K | 0.0% | $1.10 | — | NOTE 1.125% 5/1 | 501812AB7 |
| — | IONIS PHARMACEUTICALS INC | 198,000 | $178K | 0.0% | $0.96 | — | NOTE 0.125%12/1 | 462222AB6 |
| — | SAREPTA THERAPEUTICS INC | 135,000 | $177K | 0.0% | $1.84 | — | DBCV 1.500%11/1 | 803607AB6 |
| — | EVOLENT HEALTH INC | 150,000 | $177K | 0.0% | $0.71 | — | NOTE 1.500%10/1 | 30050BAD3 |
| — | ITRON INC | 200,000 | $170K | 0.0% | $0.85 | — | NOTE 3/1 | 465741AN6 |
| — | BLACKLINE INC | 200,000 | $170K | 0.0% | $0.85 | — | NOTE 3/1 | 09239BAD1 |
| — | LYFT INC | 131,000 | $163K | 0.0% | $1.71 | — | NOTE 1.500% 5/1 | 55087PAB0 |
| — | LIVENT CORP | 52,000 | $162K | 0.0% | $3.12 | — | NOTE 4.125% 7/1 | 53814LAB4 |
| — | II-VI INC | 105,000 | $162K | 0.0% | $1.16 | — | NOTE 0.250% 9/0 | 902104AB4 |
| — | LIVEPERSON INC | 200,000 | $160K | 0.0% | $0.85 | — | NOTE 12/1 | 538146AD3 |
| — | PENN NATL GAMING INC | 79,000 | $159K | 0.0% | $3.77 | — | NOTE 2.750% 5/1 | 707569AU3 |
| — | UNITED STATES STL CORP | 54,000 | $158K | 0.0% | $1.50 | — | NOTE 5.000%11/0 | 912909AT5 |
| — | INFINERA CORP | 130,000 | $147K | 0.0% | $0.96 | — | NOTE 2.125% 9/0 | 45667GAC7 |
| — | DRAFTKINGS INC | 200,000 | $145K | 0.0% | $0.72 | — | NOTE 3/1 | 26142RAB0 |
| — | IRONWOOD PHARMACEUTICALS INC | 120,000 | $138K | 0.0% | $1.12 | — | NOTE 0.750% 6/1 | 46333XAF5 |
| — | INSIGHT ENTERPRISES INC | 85,000 | $137K | 0.0% | $1.06 | — | NOTE 0.750% 2/1 | 45765UAB9 |
| — | NOVOCURE LTD | 150,000 | $137K | 0.0% | $0.92 | — | NOTE 11/0 | 67011XAB9 |
| — | VISHAY INTERTECHNOLOGY INC | 135,000 | $135K | 0.0% | $0.94 | — | NOTE 2.250% 6/1 | 928298AP3 |
| — | FTI CONSULTING INC | 85,000 | $135K | 0.0% | $1.22 | — | NOTE 2.000% 8/1 | 302941AP4 |
| — | RH | 83,000 | $135K | 0.0% | $2.83 | — | NOTE 9/1 | 74967XAD5 |
| — | ALTERYX INC | 145,000 | $135K | 0.0% | $1.01 | — | NOTE 0.500% 8/0 | 02156BAD5 |
| — | ALLEGHENY TECHNOLOGIES INC | 70,000 | $132K | 0.0% | $1.85 | — | NOTE 4.750% 7/0 | 01741RAG7 |
| — | WORKIVA INC | 80,000 | $129K | 0.0% | $1.00 | — | NOTE 1.125% 8/1 | 98139AAB1 |
| — | TRANSOCEAN INC | 135,000 | $128K | 0.0% | $1.18 | — | DEB 0.500% 1/3 | 893830BJ7 |
| — | BOX INC | 100,000 | $127K | 0.0% | $1.27 | — | NOTE 1/1 | 10316TAB0 |
| — | GUIDEWIRE SOFTWARE INC | 120,000 | $126K | 0.0% | $1.01 | — | NOTE 1.250% 3/1 | 40171VAA8 |
| — | APELLIS PHARMACEUTICALS INC | 79,000 | $126K | 0.0% | $1.23 | — | NOTE 3.500% 9/1 | 03753UAB2 |
| — | REPLIGEN CORP | 73,000 | $126K | 0.0% | $2.53 | — | NOTE 0.375% 7/1 | 759916AB5 |
| — | ROYAL CARIBBEAN GROUP | 103,000 | $125K | 0.0% | $1.18 | — | NOTE 2.875%11/1 | 780153BF8 |
| — | NEW RELIC INC | 120,000 | $121K | 0.0% | $1.07 | — | NOTE 0.500% 5/0 | 64829BAB6 |
| — | CREDIT SUISSE AG NASSAU BRH | 13,965 | $119K | 0.0% | $8.52 | — | X LINK GOLD SHS | 22542D480 |
| — | IRONWOOD PHARMACEUTICALS INC | 110,000 | $112K | 0.0% | $1.29 | — | DBCV 2.250% 6/1 | 46333XAD0 |
| — | NANOSTRING TECHNOLOGIES INC | 100,000 | $111K | 0.0% | $1.58 | — | NOTE 2.625% 3/0 | 63009RAD1 |
| — | BLACKLINE INC | 90,000 | $107K | 0.0% | $1.38 | — | NOTE 0.125% 8/0 | 09239BAB5 |
| — | CLOVIS ONCOLOGY INC | 140,000 | $106K | 0.0% | $0.87 | — | NOTE 1.250% 5/0 | 189464AC4 |
| — | BLOOMIN BRANDS INC | 51,000 | $103K | 0.0% | $2.43 | — | NOTE 5.000% 5/0 | 094235AB4 |
| — | INVITAE CORP | 120,000 | $100K | 0.0% | $1.63 | — | NOTE 2.000% 9/0 | 46185LAB9 |
| — | PENNYMAC CORP | 100,000 | $99,000 | 0.0% | $0.99 | — | NOTE 5.500%11/0 | 70932AAD5 |
| — | VEECO INSTRS INC DEL | 95,000 | $97,000 | 0.0% | $0.98 | — | NOTE 2.700% 1/1 | 922417AD2 |
| — | INSMED INC | 95,000 | $95,000 | 0.0% | $0.91 | — | NOTE 1.750% 1/1 | 457669AA7 |
| — | DOCUSIGN INC | 60,000 | $89,000 | 0.0% | $1.24 | — | NOTE 0.500% 9/1 | 256163AB2 |
| — | OSI SYSTEMS INC | 87,000 | $88,000 | 0.0% | $1.12 | — | NOTE 1.250% 9/0 | 671044AD7 |
| — | Q2 HLDGS INC | 70,000 | $85,000 | 0.0% | $1.33 | — | NOTE 0.750% 2/1 | 74736LAB5 |
| — | AVAYA HLDGS CORP | 85,000 | $83,000 | 0.0% | $0.86 | — | NOTE 2.250% 6/1 | 05351XAB7 |
| — | WINNEBAGO INDS INC | 75,000 | $82,000 | 0.0% | $1.19 | — | NOTE 1.500% 4/0 | 974637AB6 |
| — | REDWOOD TRUST INC | 80,000 | $79,000 | 0.0% | $0.99 | — | NOTE 4.750% 8/1 | 758075AC9 |
| — | AIR TRANS SVCS GROUP INC | 65,000 | $77,000 | 0.0% | $0.97 | — | NOTE 1.125%10/1 | 00922RAB1 |
| — | AERIE PHARMACEUTICALS INC | 76,000 | $69,000 | 0.0% | $0.82 | — | NOTE 1.500%10/0 | 00771VAB4 |
| — | TABULA RASA HEALTHCARE INC | 75,000 | $56,000 | 0.0% | $1.01 | — | NOTE 1.750% 2/1 | 873379AA9 |
| — | 8X8 INC NEW | 50,000 | $46,000 | 0.0% | $0.88 | — | NOTE 0.500% 2/0 | 282914AB6 |