Location: Fort Lee, NJ
CIK: 0001009006 · Show all filings
Period: Q2 2022 (← Previous) (Next →)
Filing Date: Aug 10, 2022
Total Value: $3.691B (83.7% shares, 16.3% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| AIT | APPLIED INDL TECHNOLOGIES IN | 640,621 | $61.61M | 1.7% | $96.17 | — | — | COM | 03820C105 |
| LFUS | LITTELFUSE INC | 238,709 | $60.64M | 1.6% | $254.04 | — | — | COM | 537008104 |
| ACHC | ACADIA HEALTHCARE COMPANY IN | 777,709 | $52.6M | 1.4% | $67.63 | — | — | COM | 00404A109 |
| RJF | RAYMOND JAMES FINL INC | 587,055 | $52.49M | 1.4% | $89.41 | — | — | COM | 754730109 |
| IDA | IDACORP INC | 491,944 | $52.11M | 1.4% | $105.92 | — | — | COM | 451107106 |
| — | SYNEOS HEALTH INC | 725,278 | $51.99M | 1.4% | $71.68 | — | — | CL A | 87166B102 |
| AAPL | APPLE INC | 360,239 | $49.25M | 1.3% | $136.72 | — | — | COM | 037833100 |
| — | PDC ENERGY INC | 783,207 | $48.25M | 1.3% | $61.61 | — | — | COM | 69327R101 |
| DHR | DANAHER CORPORATION | 187,580 | $47.55M | 1.3% | $253.52 | — | — | COM | 235851102 |
| AVNT | AVIENT CORPORATION | 1,184,054 | $47.46M | 1.3% | $40.08 | — | — | COM | 05368V106 |
| WLY | WILEY JOHN & SONS INC | 937,888 | $44.79M | 1.2% | $47.76 | — | — | CL A | 968223206 |
| LKQ | LKQ CORP | 904,632 | $44.41M | 1.2% | $49.09 | — | — | COM | 501889208 |
| RLI | RLI CORP | 346,856 | $40.44M | 1.1% | $116.59 | — | — | COM | 749607107 |
| EGP | EASTGROUP PPTYS INC | 257,283 | $39.71M | 1.1% | $154.33 | — | — | COM | 277276101 |
| RGEN | REPLIGEN CORP | 234,682 | $38.11M | 1.0% | $162.40 | — | — | COM | 759916109 |
| BRKR | BRUKER CORP | 595,223 | $37.36M | 1.0% | $62.76 | — | — | COM | 116794108 |
| — | ALTRA INDL MOTION CORP | 1,057,570 | $37.28M | 1.0% | $35.25 | — | — | COM | 02208R106 |
| INDB | INDEPENDENT BK CORP MASS | 467,914 | $37.17M | 1.0% | $79.43 | — | — | COM | 453836108 |
| NGVT | INGEVITY CORP | 572,769 | $36.16M | 1.0% | $63.14 | — | — | COM | 45688C107 |
| MLI | MUELLER INDS INC | 672,625 | $35.84M | 1.0% | $53.29 | — | — | COM | 624756102 |
| GPI | GROUP 1 AUTOMOTIVE INC | 204,256 | $34.68M | 0.9% | $169.80 | — | — | COM | 398905109 |
| SMTC | SEMTECH CORP | 630,187 | $34.64M | 0.9% | $54.97 | — | — | COM | 816850101 |
| PB | PROSPERITY BANCSHARES INC | 498,775 | $34.05M | 0.9% | $68.27 | — | — | COM | 743606105 |
| WSFS | WSFS FINL CORP | 838,433 | $33.61M | 0.9% | $40.09 | — | — | COM | 929328102 |
| CSGS | CSG SYS INTL INC | 556,401 | $33.21M | 0.9% | $59.68 | — | — | COM | 126349109 |
| CFR | CULLEN FROST BANKERS INC | 275,226 | $32.05M | 0.9% | $116.45 | — | — | COM | 229899109 |
| — | RITCHIE BROS AUCTIONEERS | 484,414 | $31.52M | 0.9% | $65.06 | — | — | COM | 767744105 |
| MSFT | MICROSOFT CORP | 122,522 | $31.47M | 0.9% | $256.83 | — | — | COM | 594918104 |
| ONTO | ONTO INNOVATION INC | 446,876 | $31.16M | 0.8% | $69.74 | — | — | COM | 683344105 |
| CUZ | COUSINS PPTYS INC | 1,062,592 | $31.06M | 0.8% | $29.23 | — | — | COM NEW | 222795502 |
| RNST | RENASANT CORP | 1,077,427 | $31.04M | 0.8% | $28.81 | — | — | COM | 75970E107 |
| APH | AMPHENOL CORP NEW | 472,598 | $30.43M | 0.8% | $64.38 | — | — | CL A | 032095101 |
| PFGC | PERFORMANCE FOOD GROUP CO | 651,433 | $29.95M | 0.8% | $45.98 | — | — | COM | 71377A103 |
| ACIW | ACI WORLDWIDE INC | 1,154,541 | $29.89M | 0.8% | $25.89 | — | — | COM | 004498101 |
| LRN | STRIDE INC | 726,168 | $29.62M | 0.8% | $40.79 | — | — | COM | 86333M108 |
| VRRM | VERRA MOBILITY CORP | 1,775,684 | $27.9M | 0.8% | $15.71 | — | — | CL A COM STK | 92511U102 |
| — | EASTERLY GOVT PPTYS INC | 1,437,489 | $27.37M | 0.7% | $19.04 | — | — | COM | 27616P103 |
| CNC | CENTENE CORP DEL | 322,972 | $27.33M | 0.7% | $84.61 | — | — | COM | 15135B101 |
| RGP | RESOURCES CONNECTION INC | 1,336,451 | $27.22M | 0.7% | $20.37 | — | — | COM | 76122Q105 |
| SAIA | SAIA INC | 144,730 | $27.21M | 0.7% | $188.00 | — | — | COM | 78709Y105 |
| HEI/A | HEICO CORP NEW | 257,737 | $27.16M | 0.7% | $105.38 | — | — | CL A | 422806208 |
| BLKB | BLACKBAUD INC | 462,339 | $26.85M | 0.7% | $58.07 | — | — | COM | 09227Q100 |
| ICLR | ICON PLC | 122,935 | $26.64M | 0.7% | $216.70 | — | — | SHS | G4705A100 |
| WAL | WESTERN ALLIANCE BANCORP | 375,199 | $26.49M | 0.7% | $70.60 | — | — | COM | 957638109 |
| WABC | WESTAMERICA BANCORPORATION | 471,924 | $26.27M | 0.7% | $55.66 | — | — | COM | 957090103 |
| — | PING IDENTITY HLDG CORP | 1,434,879 | $26.03M | 0.7% | $18.14 | — | — | COM | 72341T103 |
| — | IAA INC | 793,898 | $26.02M | 0.7% | $32.77 | — | — | COM | 449253103 |
| — | COVETRUS INC | 1,241,810 | $25.77M | 0.7% | $20.75 | — | — | COM | 22304C100 |
| — | PRIMO WATER CORPORATION | 1,851,210 | $24.77M | 0.7% | $13.38 | — | — | COM | 74167P108 |
| OIS | OIL STS INTL INC | 4,502,197 | $24.4M | 0.7% | $5.42 | — | — | COM | 678026105 |
| AZTA | AZENTA INC | 338,411 | $24.4M | 0.7% | $72.10 | — | — | COM | 114340102 |
| CMC | COMMERCIAL METALS CO | 736,904 | $24.39M | 0.7% | $33.10 | — | — | COM | 201723103 |
| RLJ | RLJ LODGING TR | 2,197,326 | $24.24M | 0.7% | $11.03 | — | — | COM | 74965L101 |
| — | ALTAIR ENGR INC | 456,554 | $23.97M | 0.6% | $52.50 | — | — | COM CL A | 021369103 |
| — | NATIONAL INSTRS CORP | 763,195 | $23.84M | 0.6% | $31.23 | — | — | COM | 636518102 |
| — | BARNES GROUP INC | 741,970 | $23.11M | 0.6% | $31.14 | — | — | COM | 067806109 |
| UIS | UNISYS CORP | 1,871,543 | $22.52M | 0.6% | $12.03 | — | — | COM NEW | 909214306 |
| FULT | FULTON FINL CORP PA | 1,557,798 | $22.51M | 0.6% | $14.45 | — | — | COM | 360271100 |
| TXRH | TEXAS ROADHOUSE INC | 294,692 | $21.57M | 0.6% | $73.20 | — | — | COM | 882681109 |
| TMHC | TAYLOR MORRISON HOME CORP | 919,623 | $21.48M | 0.6% | $23.36 | — | — | COM | 87724P106 |
| KWR | QUAKER HOUGHTON | 138,916 | $20.77M | 0.6% | $149.52 | — | — | COM | 747316107 |
| AHCO | ADAPTHEALTH CORP | 1,131,428 | $20.41M | 0.6% | $18.04 | — | — | COMMON STOCK | 00653Q102 |
| FNV | FRANCO NEV CORP | 151,620 | $19.95M | 0.5% | $131.58 | — | — | COM | 351858105 |
| JPM | JPMORGAN CHASE & CO | 175,491 | $19.76M | 0.5% | $112.61 | — | — | COM | 46625H100 |
| V | VISA INC | 95,637 | $18.83M | 0.5% | $196.89 | — | — | COM CL A | 92826C839 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 197,482 | $18.57M | 0.5% | $94.04 | — | — | COM | 45866F104 |
| DECK | DECKERS OUTDOOR CORP | 72,454 | $18.5M | 0.5% | $255.35 | — | — | COM | 243537107 |
| ZBRA | ZEBRA TECHNOLOGIES CORPORATI | 61,672 | $18.13M | 0.5% | $293.94 | — | — | CL A | 989207105 |
| HCSG | HEALTHCARE SVCS GROUP INC | 1,034,901 | $18.02M | 0.5% | $17.41 | — | — | COM | 421906108 |
| GOOG | ALPHABET INC | 8,097 | $17.71M | 0.5% | $2187.48 | — | — | CAP STK CL C | 02079K107 |
| EBS | EMERGENT BIOSOLUTIONS INC | 566,080 | $17.57M | 0.5% | $31.04 | — | — | COM | 29089Q105 |
| BKE | BUCKLE INC | 629,846 | $17.44M | 0.5% | $27.69 | — | — | COM | 118440106 |
| WWD | WOODWARD INC | 181,411 | $16.78M | 0.5% | $92.49 | — | — | COM | 980745103 |
| AMSF | AMERISAFE INC | 319,969 | $16.64M | 0.5% | $52.01 | — | — | COM | 03071H100 |
| HMN | HORACE MANN EDUCATORS CORP N | 431,664 | $16.57M | 0.4% | $38.38 | — | — | COM | 440327104 |
| JNJ | JOHNSON & JOHNSON | 93,118 | $16.53M | 0.4% | $177.51 | — | — | COM | 478160104 |
| ABBV | ABBVIE INC | 106,667 | $16.34M | 0.4% | $153.16 | — | — | COM | 00287Y109 |
| FTV | FORTIVE CORP | 295,072 | $16.05M | 0.4% | $54.38 | — | — | COM | 34959J108 |
| AME | AMETEK INC | 144,259 | $15.85M | 0.4% | $109.89 | — | — | COM | 031100100 |
| — | HANGER INC | 1,077,881 | $15.44M | 0.4% | $14.32 | — | — | COM NEW | 41043F208 |
| ROP | ROPER TECHNOLOGIES INC | 39,027 | $15.4M | 0.4% | $394.65 | — | — | COM | 776696106 |
| — | WELLS FARGO CO NEW | 12,244 | $14.88M | 0.4% | $1214.96 | — | — | PERP PFD CNV A | 949746804 |
| MATW | MATTHEWS INTL CORP | 513,316 | $14.72M | 0.4% | $28.67 | — | — | CL A | 577128101 |
| — | AVID BIOSERVICES INC | 942,103 | $14.38M | 0.4% | $15.26 | — | — | COM | 05368M106 |
| ROCK | GIBRALTAR INDS INC | 363,938 | $14.1M | 0.4% | $38.75 | — | — | COM | 374689107 |
| — | THE AARONS COMPANY INC | 966,466 | $14.06M | 0.4% | $14.55 | — | — | COM | 00258W108 |
| CAKE | CHEESECAKE FACTORY INC | 521,871 | $13.79M | 0.4% | $26.42 | — | — | COM | 163072101 |
| — | DANAHER CORPORATION | 10,224 | $13.66M | 0.4% | $1336.07 | — | — | 5% CONV PFD B | 235851409 |
| MD | MEDNAX INC | 619,534 | $13.02M | 0.4% | $21.01 | — | — | COM | 58502B106 |
| BLFS | BIOLIFE SOLUTIONS INC | 920,184 | $12.71M | 0.3% | $13.81 | — | — | COM NEW | 09062W204 |
| CSTL | CASTLE BIOSCIENCES INC | 578,933 | $12.71M | 0.3% | $21.95 | — | — | COM | 14843C105 |
| MSA | MSA SAFETY INC | 104,581 | $12.66M | 0.3% | $121.07 | — | — | COM | 553498106 |
| — | BROADCOM INC | 8,328 | $12.64M | 0.3% | $1517.89 | — | — | 8% MCNV PFD SR A | 11135F200 |
| — | PALO ALTO NETWORKS INC | 6,685,000 | $12.53M | 0.3% | $1.87 | — | — | NOTE 0.750% 7/0 | 697435AD7 |
| AVGO | BROADCOM INC | 25,546 | $12.41M | 0.3% | $485.83 | — | — | COM | 11135F101 |
| MNRO | MONRO INC | 284,068 | $12.18M | 0.3% | $42.88 | — | — | COM | 610236101 |
| CMP | COMPASS MINERALS INTL INC | 341,921 | $12.1M | 0.3% | $35.39 | — | — | COM | 20451N101 |
| HD | HOME DEPOT INC | 42,947 | $11.78M | 0.3% | $274.27 | — | — | COM | 437076102 |
| AMAT | APPLIED MATLS INC | 128,315 | $11.67M | 0.3% | $90.98 | — | — | COM | 038222105 |
| TRUP | TRUPANION INC | 192,264 | $11.59M | 0.3% | $60.26 | — | — | COM | 898202106 |
| — | HERBALIFE NUTRITION LTD | 12,806,000 | $11.36M | 0.3% | $0.89 | — | — | NOTE 2.625% 3/1 | 42703MAD5 |
| — | DEXCOM INC | 12,305,000 | $11.3M | 0.3% | $0.92 | — | — | NOTE 0.250%11/1 | 252131AK3 |
| PRG | PROG HOLDINGS INC | 680,193 | $11.22M | 0.3% | $16.50 | — | — | COM NPV | 74319R101 |
| UNP | UNION PAC CORP | 51,449 | $10.97M | 0.3% | $213.28 | — | — | COM | 907818108 |
| NEE | NEXTERA ENERGY INC | 140,125 | $10.85M | 0.3% | $77.46 | — | — | COM | 65339F101 |
| CRSR | CORSAIR GAMING INC | 815,978 | $10.71M | 0.3% | $13.13 | — | — | COM | 22041X102 |
| — | LUMENTUM HLDGS INC | 7,702,000 | $10.71M | 0.3% | $1.39 | — | — | NOTE 0.250% 3/1 | 55024UAB5 |
| — | BIOMARIN PHARMACEUTICAL INC | 10,703,000 | $10.6M | 0.3% | $0.99 | — | — | NOTE 0.599% 8/0 | 09061GAH4 |
| — | BK OF AMERICA CORP | 8,411 | $10.17M | 0.3% | $1208.77 | — | — | 7.25%CNV PFD L | 060505682 |
| NVO | NOVO-NORDISK A S | 89,870 | $10.01M | 0.3% | $111.43 | — | — | ADR | 670100205 |
| — | SOUTHWEST AIRLS CO | 8,305,000 | $9.828M | 0.3% | $1.18 | — | — | NOTE 1.250% 5/0 | 844741BG2 |
| ZTS | ZOETIS INC | 57,007 | $9.799M | 0.3% | $171.89 | — | — | CL A | 98978V103 |
| — | NEW MTN FIN CORP | 9,632,000 | $9.632M | 0.3% | $1.00 | — | — | NOTE 5.750% 8/1 | 647551AC4 |
| NMFC | NEW MTN FIN CORP | 807,111 | $9.613M | 0.3% | $11.91 | — | — | COM | 647551100 |
| NOC | NORTHROP GRUMMAN CORP | 19,830 | $9.49M | 0.3% | $478.57 | — | — | COM | 666807102 |
| FISV | FISERV INC | 103,938 | $9.247M | 0.3% | $88.97 | — | — | COM | 337738108 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 33,699 | $9.201M | 0.2% | $273.03 | — | — | CL B NEW | 084670702 |
| — | SPLUNK INC | 9,774,000 | $9.181M | 0.2% | $0.94 | — | — | NOTE 1.125% 9/1 | 848637AD6 |
| — | BLOCK INC | 9,688,000 | $9.15M | 0.2% | $0.94 | — | — | NOTE 0.125% 3/0 | 852234AF0 |
| DVN | DEVON ENERGY CORP NEW | 165,358 | $9.113M | 0.2% | $55.11 | — | — | COM | 25179M103 |
| VERX | VERTEX INC | 791,022 | $8.962M | 0.2% | $11.33 | — | — | CL A | 92538J106 |
| TDY | TELEDYNE TECHNOLOGIES INC | 23,856 | $8.949M | 0.2% | $375.13 | — | — | COM | 879360105 |
| — | INTERDIGITAL INC | 8,996,000 | $8.817M | 0.2% | $0.98 | — | — | NOTE 2.000% 6/0 | 45867GAB7 |
| — | MICROCHIP TECHNOLOGY INC. | 4,981,000 | $8.499M | 0.2% | $1.71 | — | — | NOTE 1.625% 2/1 | 595017AF1 |
| AMD | ADVANCED MICRO DEVICES INC | 110,185 | $8.426M | 0.2% | $76.47 | — | — | COM | 007903107 |
| MDLZ | MONDELEZ INTL INC | 135,433 | $8.409M | 0.2% | $62.09 | — | — | CL A | 609207105 |
| OSW | ONESPAWORLD HOLDINGS LIMITED | 1,169,695 | $8.387M | 0.2% | $7.17 | — | — | COM | P73684113 |
| RVLV | REVOLVE GROUP INC | 322,864 | $8.365M | 0.2% | $25.91 | — | — | CL A | 76156B107 |
| — | BOOKING HOLDINGS INC | 6,926,000 | $8.332M | 0.2% | $1.20 | — | — | NOTE 0.750% 5/0 | 09857LAN8 |
| HRTX | HERON THERAPEUTICS INC | 2,964,074 | $8.27M | 0.2% | $2.79 | — | — | COM | 427746102 |
| — | FORD MTR CO DEL | 8,883,000 | $8.132M | 0.2% | $0.92 | — | — | NOTE 3/1 | 345370CZ1 |
| BDX | BECTON DICKINSON & CO | 32,831 | $8.094M | 0.2% | $246.54 | — | — | COM | 075887109 |
| — | DIGITALBRIDGE GROUP INC | 7,994,000 | $7.874M | 0.2% | $0.98 | — | — | NOTE 5.000% 4/1 | 19624RAA4 |
| ATKR | ATKORE INC | 94,275 | $7.826M | 0.2% | $83.01 | — | — | COM | 047649108 |
| CHCT | COMMUNITY HEALTHCARE TR INC | 212,632 | $7.699M | 0.2% | $36.21 | — | — | COM | 20369C106 |
| QCOM | QUALCOMM INC | 60,200 | $7.69M | 0.2% | $127.74 | — | — | COM | 747525103 |
| DPZ | DOMINOS PIZZA INC | 19,719 | $7.685M | 0.2% | $389.73 | — | — | COM | 25754A201 |
| ARCC | ARES CAPITAL CORP | 426,045 | $7.639M | 0.2% | $17.93 | — | — | COM | 04010L103 |
| COST | COSTCO WHSL CORP NEW | 15,787 | $7.567M | 0.2% | $479.32 | — | — | COM | 22160K105 |
| — | BURLINGTON STORES INC | 7,579,000 | $7.519M | 0.2% | $0.99 | — | — | NOTE 2.250% 4/1 | 122017AB2 |
| BL | BLACKLINE INC | 111,627 | $7.434M | 0.2% | $66.60 | — | — | COM | 09239B109 |
| — | BLACK KNIGHT INC | 113,518 | $7.423M | 0.2% | $65.39 | — | — | COM | 09215C105 |
| PEP | PEPSICO INC | 44,012 | $7.335M | 0.2% | $166.66 | — | — | COM | 713448108 |
| DIS | DISNEY WALT CO | 77,011 | $7.27M | 0.2% | $94.40 | — | — | COM | 254687106 |
| — | ETSY INC | 9,200,000 | $7.11M | 0.2% | $0.77 | — | — | NOTE 0.125% 9/0 | 29786AAL0 |
| — | STARWOOD PPTY TR INC | 7,088,000 | $7.028M | 0.2% | $0.99 | — | — | NOTE 4.375% 4/0 | 85571BAH8 |
| — | KAMAN CORP | 7,356,000 | $6.93M | 0.2% | $0.94 | — | — | NOTE 3.250% 5/0 | 483548AF0 |
| — | FTI CONSULTING INC | 3,825,000 | $6.889M | 0.2% | $1.80 | — | — | NOTE 2.000% 8/1 | 302941AP4 |
| — | ZENDESK INC | 7,081,000 | $6.872M | 0.2% | $0.97 | — | — | NOTE 0.625% 6/1 | 98936JAD3 |
| — | PANDORA MEDIA INC | 6,192,000 | $6.78M | 0.2% | $1.09 | — | — | NOTE 1.750%12/0 | 698354AD9 |
| — | OKTA INC | 7,565,000 | $6.737M | 0.2% | $0.89 | — | — | NOTE 0.125% 9/0 | 679295AD7 |
| — | PARSONS CORP DEL | 6,371,000 | $6.722M | 0.2% | $1.06 | — | — | NOTE 0.250% 8/1 | 70202LAB8 |
| — | WESTERN DIGITAL CORP. | 6,986,000 | $6.654M | 0.2% | $0.95 | — | — | NOTE 1.500% 2/0 | 958102AP0 |
| — | MONGODB INC | 4,740,000 | $6.643M | 0.2% | $1.40 | — | — | NOTE 0.250% 1/1 | 60937PAD8 |
| FNF | FIDELITY NATIONAL FINANCIAL | 173,900 | $6.427M | 0.2% | $36.96 | — | — | FNF GROUP COM | 31620R303 |
| — | LIVE NATION ENTERTAINMENT IN | 4,948,000 | $6.386M | 0.2% | $1.29 | — | — | NOTE 2.500% 3/1 | 538034AQ2 |
| MTCH | MATCH GROUP INC NEW | 91,060 | $6.346M | 0.2% | $69.69 | — | — | COM | 57667L107 |
| KKR | KKR & CO INC | 136,198 | $6.305M | 0.2% | $46.29 | — | — | COM | 48251W104 |
| — | INSULET CORP | 5,472,000 | $6.275M | 0.2% | $1.15 | — | — | NOTE 0.375% 9/0 | 45784PAK7 |
| — | SILICON LABORATORIES INC | 4,797,000 | $6.215M | 0.2% | $1.30 | — | — | NOTE 0.625% 6/1 | 826919AD4 |
| — | NEW RELIC INC | 6,365,000 | $6.151M | 0.2% | $0.97 | — | — | NOTE 0.500% 5/0 | 64829BAB6 |
| VZ | VERIZON COMMUNICATIONS INC | 120,011 | $6.091M | 0.2% | $50.75 | — | — | COM | 92343V104 |
| MCD | MCDONALDS CORP | 24,646 | $6.085M | 0.2% | $246.90 | — | — | COM | 580135101 |
| — | WORKDAY INC | 5,673,000 | $5.978M | 0.2% | $1.05 | — | — | NOTE 0.250%10/0 | 98138HAF8 |
| AMZN | AMAZON COM INC | 56,060 | $5.954M | 0.2% | $106.21 | — | — | COM | 023135106 |
| — | SHARECARE INC | 3,762,099 | $5.944M | 0.2% | $1.58 | — | — | COM CL A | 81948W104 |
| TMO | THERMO FISHER SCIENTIFIC INC | 10,762 | $5.847M | 0.2% | $543.30 | — | — | COM | 883556102 |
| — | LIGAND PHARMACEUTICALS INC | 5,952,000 | $5.782M | 0.2% | $0.97 | — | — | NOTE 0.750% 5/1 | 53220KAF5 |
| — | JAZZ INVESTMENTS I LTD | 5,771,000 | $5.713M | 0.2% | $0.99 | — | — | NOTE 1.500% 8/1 | 472145AD3 |
| BBBY | OVERSTOCK COM INC DEL | 225,280 | $5.634M | 0.2% | $25.01 | — | — | COM | 690370101 |
| IAC | IAC INTERACTIVECORP NEW | 72,162 | $5.482M | 0.1% | $75.97 | — | — | COM NEW | 44891N208 |
| FOUR | SHIFT4 PMTS INC | 163,976 | $5.421M | 0.1% | $33.06 | — | — | CL A | 82452J109 |
| — | TWITTER INC | 5,424,000 | $5.335M | 0.1% | $0.98 | — | — | NOTE 0.250% 6/1 | 90184LAF9 |
| — | DOCUSIGN INC | 5,674,000 | $5.234M | 0.1% | $0.92 | — | — | NOTE 1/1 | 256163AD8 |
| — | NISOURCE INC | 46,200 | $5.215M | 0.1% | $112.88 | — | — | UNIT 12/01/2023 | 65473P121 |
| — | NUTANIX INC | 5,266,000 | $5.122M | 0.1% | $0.97 | — | — | NOTE 1/1 | 67059NAB4 |
| — | NOVAVAX INC | 5,089,000 | $5.085M | 0.1% | $1.00 | — | — | NOTE 3.750% 2/0 | 670002AB0 |
| — | FIVE9 INC | 5,169,000 | $5.056M | 0.1% | $0.98 | — | — | NOTE 0.500% 6/0 | 338307AD3 |
| ADBE | ADOBE SYSTEMS INCORPORATED | 13,754 | $5.035M | 0.1% | $366.08 | — | — | COM | 00724F101 |
| — | CYBERARK SOFTWARE LTD | 4,629,000 | $4.895M | 0.1% | $1.06 | — | — | NOTE 11/1 | 23248VAB1 |
| — | ON SEMICONDUCTOR CORP | 1,940,000 | $4.75M | 0.1% | $2.45 | — | — | NOTE 1.625%10/1 | 682189AP0 |
| — | HALOZYME THERAPEUTICS INC | 2,500,000 | $4.692M | 0.1% | $1.88 | — | — | NOTE 1.250%12/0 | 40637HAB5 |
| — | AKAMAI TECHNOLOGIES INC | 4,214,000 | $4.631M | 0.1% | $1.10 | — | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | JAZZ INVESTMENTS I LTD | 3,932,000 | $4.617M | 0.1% | $1.17 | — | — | NOTE 2.000% 6/1 | 472145AF8 |
| SHW | SHERWIN WILLIAMS CO | 20,575 | $4.607M | 0.1% | $223.91 | — | — | COM | 824348106 |
| — | NUVASIVE INC | 4,750,000 | $4.59M | 0.1% | $0.97 | — | — | NOTE 1.000% 6/0 | 670704AL9 |
| — | MIDDLEBY CORP | 4,044,000 | $4.579M | 0.1% | $1.13 | — | — | NOTE 1.000% 9/0 | 596278AB7 |
| — | OSI SYSTEMS INC | 4,541,000 | $4.535M | 0.1% | $1.00 | — | — | NOTE 1.250% 9/0 | 671044AD7 |
| — | RAMBUS INC DEL | 3,742,000 | $4.467M | 0.1% | $1.19 | — | — | NOTE 1.375% 2/0 | 750917AG1 |
| — | PATRICK INDS INC | 4,538,000 | $4.46M | 0.1% | $0.98 | — | — | DBCV 1.000% 2/0 | 703343AB9 |
| TXN | TEXAS INSTRS INC | 28,911 | $4.442M | 0.1% | $153.64 | — | — | COM | 882508104 |
| — | DROPBOX INC | 5,027,000 | $4.427M | 0.1% | $0.88 | — | — | NOTE 3/0 | 26210CAD6 |
| PACK | RANPAK HOLDINGS CORP | 630,440 | $4.413M | 0.1% | $7.00 | — | — | COM CL A | 75321W103 |
| — | DISH NETWORK CORPORATION | 4,938,000 | $4.37M | 0.1% | $0.88 | — | — | NOTE 2.375% 3/1 | 25470MAD1 |
| — | CONMED CORP | 3,564,000 | $4.312M | 0.1% | $1.21 | — | — | NOTE 2.625% 2/0 | 207410AF8 |
| — | ALTERYX INC | 4,826,000 | $4.255M | 0.1% | $0.88 | — | — | NOTE 0.500% 8/0 | 02156BAD5 |
| — | PRA GROUP INC | 4,212,000 | $4.237M | 0.1% | $1.01 | — | — | NOTE 3.500% 6/0 | 69354NAB2 |
| — | APOLLO COML REAL ESTATE FIN | 4,233,000 | $4.222M | 0.1% | $1.00 | — | — | NOTE 4.750% 8/2 | 03762UAB1 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 3,598,000 | $4.211M | 0.1% | $1.17 | — | — | NOTE 1.875% 6/0 | 049164BJ4 |
| — | IONIS PHARMACEUTICALS INC | 4,740,000 | $4.168M | 0.1% | $0.88 | — | — | NOTE 0.125%12/1 | 462222AB6 |
| SBUX | STARBUCKS CORP | 53,363 | $4.076M | 0.1% | $76.38 | — | — | COM | 855244109 |
| — | EVERBRIDGE INC | 4,655,000 | $4.029M | 0.1% | $0.87 | — | — | NOTE 0.125%12/1 | 29978AAC8 |
| — | SAREPTA THERAPEUTICS INC | 3,156,000 | $3.98M | 0.1% | $1.26 | — | — | DBCV 1.500%11/1 | 803607AB6 |
| — | GREENBRIER COS INC | 4,060,000 | $3.963M | 0.1% | $0.98 | — | — | NOTE 2.875% 2/0 | 393657AK7 |
| — | II-VI INC | 3,500,000 | $3.891M | 0.1% | $1.11 | — | — | NOTE 0.250% 9/0 | 902104AB4 |
| — | NCL CORP LTD | 3,957,000 | $3.81M | 0.1% | $0.96 | — | — | NOTE 5.375% 8/0 | 62886HAX9 |
| — | ENVESTNET INC | 4,407,000 | $3.773M | 0.1% | $0.86 | — | — | NOTE 0.750% 8/1 | 29404KAE6 |
| — | ZSCALER INC | 3,090,000 | $3.758M | 0.1% | $1.22 | — | — | NOTE 0.125% 7/0 | 98980GAB8 |
| — | AEROJET ROCKETDYNE HLDGS INC | 2,380,000 | $3.718M | 0.1% | $1.56 | — | — | NOTE 2.250%12/1 | 007800AB1 |
| APTV 5.5 06/15/23 A | APTIV PLC | 35,170 | $3.717M | 0.1% | $105.69 | — | — | 5.5% CNV PFD A | G6095L117 |
| — | WINNEBAGO INDS INC | 3,521,000 | $3.631M | 0.1% | $1.03 | — | — | NOTE 1.500% 4/0 | 974637AB6 |
| — | ROYAL CARIBBEAN GROUP | 3,967,000 | $3.607M | 0.1% | $0.91 | — | — | NOTE 2.875%11/1 | 780153BF8 |
| — | BLACKLINE INC | 3,187,000 | $3.516M | 0.1% | $1.10 | — | — | NOTE 0.125% 8/0 | 09239BAB5 |
| NKE | NIKE INC | 34,340 | $3.51M | 0.1% | $102.21 | — | — | CL B | 654106103 |
| — | SOLAREDGE TECHNOLOGIES INC | 2,872,000 | $3.455M | 0.1% | $1.20 | — | — | NOTE 9/1 | 83417MAD6 |
| — | ON SEMICONDUCTOR CORP | 2,980,000 | $3.44M | 0.1% | $1.15 | — | — | NOTE 5/0 | 682189AS4 |
| — | VIAVI SOLUTIONS INC | 3,000,000 | $3.384M | 0.1% | $1.13 | — | — | NOTE 1.000% 3/0 | 925550AB1 |
| — | PURE STORAGE INC | 3,000,000 | $3.367M | 0.1% | $1.12 | — | — | NOTE 0.125% 4/1 | 74624MAB8 |
| — | CHEGG INC | 3,938,000 | $3.353M | 0.1% | $0.85 | — | — | NOTE 0.125% 3/1 | 163092AD1 |
| — | ENPHASE ENERGY INC | 3,370,000 | $3.332M | 0.1% | $0.99 | — | — | NOTE 3/0 | 29355AAH0 |
| XYZ | BLOCK INC | 54,054 | $3.322M | 0.1% | $61.46 | — | — | CL A | 852234103 |
| — | LIBERTY MEDIA CORP DEL | 1,908,000 | $3.3M | 0.1% | $1.73 | — | — | NOTE 1.000% 1/3 | 531229AF9 |
| — | NEXTERA ENERGY INC | 66,258 | $3.281M | 0.1% | $49.52 | — | — | UNIT 99/99/9999 | 65339F770 |
| BRK/A | BERKSHIRE HATHAWAY INC DEL | 8 | $3.272M | 0.1% | $409000.00 | — | — | CL A | 084670108 |
| — | BIOMARIN PHARMACEUTICAL INC | 3,143,000 | $3.141M | 0.1% | $1.00 | — | — | NOTE 1.250% 5/1 | 09061GAK7 |
| — | TERADYNE INC | 1,105,000 | $3.131M | 0.1% | $2.83 | — | — | NOTE 1.250%12/1 | 880770AG7 |
| — | SPLUNK INC | 3,140,000 | $3.04M | 0.1% | $0.97 | — | — | NOTE 0.500% 9/1 | 848637AC8 |
| — | GUIDEWIRE SOFTWARE INC | 3,182,000 | $2.967M | 0.1% | $0.93 | — | — | NOTE 1.250% 3/1 | 40171VAA8 |
| — | LYFT INC | 3,420,000 | $2.915M | 0.1% | $0.85 | — | — | NOTE 1.500% 5/1 | 55087PAB0 |
| — | COUPA SOFTWARE INC | 3,486,000 | $2.904M | 0.1% | $0.83 | — | — | NOTE 0.125% 6/1 | 22266LAC0 |
| — | EXACT SCIENCES CORP | 3,093,000 | $2.9M | 0.1% | $0.94 | — | — | NOTE 1.000% 1/1 | 30063PAA3 |
| — | BLACKSTONE MORTGAGE TRUST IN | 2,872,000 | $2.843M | 0.1% | $0.99 | — | — | NOTE 4.750% 3/1 | 09257WAC4 |
| XXHYBXX | NEW AMER HIGH INCOME FD INC | 416,000 | $2.833M | 0.1% | $6.81 | — | — | COM NEW | 641876800 |
| — | KKR & CO INC | 47,561 | $2.819M | 0.1% | $59.27 | — | — | 6% MCONV PFD C | 48251W401 |
| — | BOSTON SCIENTIFIC CORP | 27,500 | $2.795M | 0.1% | $101.64 | — | — | 5.50% CNV PFD A | 101137206 |
| — | REPLIGEN CORP | 1,831,000 | $2.787M | 0.1% | $1.52 | — | — | NOTE 0.375% 7/1 | 759916AB5 |
| — | PARATEK PHARMACEUTICALS INC | 3,192,000 | $2.728M | 0.1% | $0.85 | — | — | NOTE 4.750% 5/0 | 699374AB0 |
| — | PENNYMAC CORP | 2,777,000 | $2.719M | 0.1% | $0.98 | — | — | NOTE 5.500%11/0 | 70932AAD5 |
| — | REDWOOD TRUST INC | 2,917,000 | $2.711M | 0.1% | $0.93 | — | — | NOTE 5.625% 7/1 | 758075AD7 |
| — | INFINERA CORP | 2,925,000 | $2.687M | 0.1% | $0.92 | — | — | NOTE 2.125% 9/0 | 45667GAC7 |
| STZ | CONSTELLATION BRANDS INC | 11,460 | $2.671M | 0.1% | $233.07 | — | — | CL A | 21036P108 |
| — | INSIGHT ENTERPRISES INC | 2,000,000 | $2.668M | 0.1% | $1.33 | — | — | NOTE 0.750% 2/1 | 45765UAB9 |
| PM | PHILIP MORRIS INTL INC | 26,750 | $2.641M | 0.1% | $98.73 | — | — | COM | 718172109 |
| — | BOX INC | 2,288,000 | $2.599M | 0.1% | $1.14 | — | — | NOTE 1/1 | 10316TAB0 |
| — | ZILLOW GROUP INC | 2,742,000 | $2.584M | 0.1% | $0.94 | — | — | NOTE 2.750% 5/1 | 98954MAH4 |
| — | TECHTARGET INC | 2,240,000 | $2.531M | 0.1% | $1.13 | — | — | NOTE 0.125%12/1 | 87874RAB6 |
| — | DISH NETWORK CORPORATION | 3,574,000 | $2.528M | 0.1% | $0.71 | — | — | NOTE 12/1 | 25470MAF6 |
| — | KKR REAL ESTATE FIN TR INC | 2,524,000 | $2.508M | 0.1% | $0.99 | — | — | NOTE 6.125% 5/1 | 48251KAB6 |
| — | VAREX IMAGING CORP | 2,040,000 | $2.476M | 0.1% | $1.21 | — | — | NOTE 4.000% 6/0 | 92214XAB2 |
| — | RAPID7 INC | 1,942,000 | $2.476M | 0.1% | $1.27 | — | — | NOTE 2.250% 5/0 | 753422AD6 |
| — | BECTON DICKINSON & CO | 49,545 | $2.46M | 0.1% | $49.65 | — | — | 6% DP CONV PFD B | 075887406 |
| INTU | INTUIT | 6,378 | $2.458M | 0.1% | $385.39 | — | — | COM | 461202103 |
| SSNC | SS&C TECHNOLOGIES HLDGS INC | 42,304 | $2.457M | 0.1% | $58.08 | — | — | COM | 78467J100 |
| BURL | BURLINGTON STORES INC | 17,989 | $2.451M | 0.1% | $136.25 | — | — | COM | 122017106 |
| — | PARAMOUNT GLOBAL | 62,409 | $2.449M | 0.1% | $39.24 | — | — | 5.75% CONV PFD A | 92556H305 |
| — | Q2 HLDGS INC | 2,872,000 | $2.398M | 0.1% | $0.83 | — | — | NOTE 0.750% 6/0 | 74736LAD1 |
| — | EPR PPTYS | 79,400 | $2.376M | 0.1% | $29.92 | — | — | CONV PFD 9% SR E | 26884U307 |
| — | MARRIOTT VACATIONS WORLDWIDE | 2,363,000 | $2.36M | 0.1% | $1.00 | — | — | NOTE 1.500% 9/1 | 57164YAB3 |
| — | HUBSPOT INC | 1,839,000 | $2.349M | 0.1% | $1.28 | — | — | NOTE 0.375% 6/0 | 443573AD2 |
| — | SSR MNG INC | 2,000,000 | $2.285M | 0.1% | $1.14 | — | — | NOTE 2.500% 4/0 | 784730AB9 |
| — | BLOOMIN BRANDS INC | 1,378,000 | $2.182M | 0.1% | $1.58 | — | — | NOTE 5.000% 5/0 | 094235AB4 |
| — | ROYAL CARIBBEAN GROUP | 2,232,000 | $2.132M | 0.1% | $0.96 | — | — | NOTE 4.250% 6/1 | 780153BB7 |
| — | SNAP INC | 2,197,000 | $2.109M | 0.1% | $0.96 | — | — | NOTE 0.750% 8/0 | 83304AAB2 |
| — | DATADOG INC | 1,657,000 | $2.102M | 0.1% | $1.27 | — | — | NOTE 0.125% 6/1 | 23804LAB9 |
| — | KBR INC | 1,080,000 | $2.085M | 0.1% | $1.93 | — | — | NOTE 2.500%11/0 | 48242WAB2 |
| — | STRIDE INC | 2,082,000 | $2.073M | 0.1% | $1.00 | — | — | NOTE 1.125% 9/0 | 86333MAA6 |
| — | ARBOR REALTY TRUST INC | 2,064,000 | $2.051M | 0.1% | $0.99 | — | — | NOTE 4.750%11/0 | 038923AP3 |
| — | PELOTON INTERACTIVE INC | 3,200,000 | $2.04M | 0.1% | $0.64 | — | — | NOTE 2/1 | 70614WAB6 |
| — | MANNKIND CORP | 2,033,000 | $2.01M | 0.1% | $0.99 | — | — | NOTE 2.500% 3/0 | 56400PAQ5 |
| — | RH | 1,680,000 | $2.005M | 0.1% | $1.19 | — | — | NOTE 9/1 | 74967XAD5 |
| — | TRIPADVISOR INC | 2,627,000 | $1.989M | 0.1% | $0.76 | — | — | NOTE 0.250% 4/0 | 896945AD4 |
| GOOGL | ALPHABET INC | 906 | $1.974M | 0.1% | $2178.81 | — | — | CAP STK CL A | 02079K305 |
| EPD | ENTERPRISE PRODS PARTNERS L | 80,755 | $1.968M | 0.1% | $24.37 | — | — | COM | 293792107 |
| — | RBC BEARINGS INC | 20,000 | $1.924M | 0.1% | $96.20 | — | — | 5% CNV PFD SR A | 75524B203 |
| — | GUARDANT HEALTH INC | 2,935,000 | $1.853M | 0.1% | $0.63 | — | — | NOTE 11/1 | 40131MAB5 |
| PWR | QUANTA SVCS INC | 14,708 | $1.844M | 0.0% | $125.37 | — | — | COM | 74762E102 |
| — | LIVEPERSON INC | 2,030,000 | $1.839M | 0.0% | $0.91 | — | — | NOTE 0.750% 3/0 | 538146AB7 |
| — | RAPID7 INC | 2,000,000 | $1.819M | 0.0% | $0.91 | — | — | NOTE 0.250% 3/1 | 753422AF1 |
| — | PROS HOLDINGS INC | 2,001,000 | $1.792M | 0.0% | $0.90 | — | — | NOTE 1.000% 5/1 | 74346YAH6 |
| — | ENPHASE ENERGY INC | 722,000 | $1.776M | 0.0% | $2.46 | — | — | NOTE 0.250% 3/0 | 29355AAF4 |
| — | EVOLENT HEALTH INC | 1,000,000 | $1.774M | 0.0% | $1.77 | — | — | NOTE 3.500%12/0 | 30050BAF8 |
| — | VARONIS SYS INC | 1,500,000 | $1.774M | 0.0% | $1.18 | — | — | NOTE 1.250% 8/1 | 922280AB8 |
| PFF | ISHARES TR | 53,500 | $1.759M | 0.0% | $32.88 | — | — | PFD AND INCM SEC | 464288687 |
| FANG | DIAMONDBACK ENERGY INC | 14,469 | $1.753M | 0.0% | $121.16 | — | — | COM | 25278X109 |
| — | VAIL RESORTS INC | 2,000,000 | $1.745M | 0.0% | $0.87 | — | — | NOTE 1/0 | 91879QAN9 |
| — | INSMED INC | 2,075,000 | $1.727M | 0.0% | $0.83 | — | — | NOTE 0.750% 6/0 | 457669AB5 |
| — | OAK STR HEALTH INC | 2,428,000 | $1.727M | 0.0% | $0.71 | — | — | NOTE 3/1 | 67181AAB3 |
| PG | PROCTER AND GAMBLE CO | 11,931 | $1.716M | 0.0% | $143.83 | — | — | COM | 742718109 |
| — | RH | 1,475,000 | $1.716M | 0.0% | $1.16 | — | — | NOTE 6/1 | 74967XAA1 |
| — | PALO ALTO NETWORKS INC | 1,000,000 | $1.713M | 0.0% | $1.71 | — | — | NOTE 0.375% 6/0 | 697435AF2 |
| — | PTC THERAPEUTICS INC | 1,672,000 | $1.681M | 0.0% | $1.01 | — | — | NOTE 3.000% 8/1 | 69366JAB7 |
| — | IMAX CORP | 1,888,000 | $1.674M | 0.0% | $0.89 | — | — | NOTE 0.500% 4/0 | 45245EAJ8 |
| NVDA | NVIDIA CORPORATION | 10,880 | $1.649M | 0.0% | $151.56 | — | — | COM | 67066G104 |
| — | ALARM COM HLDGS INC | 2,000,000 | $1.642M | 0.0% | $0.82 | — | — | NOTE 1/1 | 011642AB1 |
| — | PEBBLEBROOK HOTEL TR | 1,793,000 | $1.616M | 0.0% | $0.90 | — | — | NOTE 1.750%12/1 | 70509VAA8 |
| — | NOVA LTD | 1,250,000 | $1.61M | 0.0% | $1.29 | — | — | NOTE 10/1 | 66980MAB2 |
| HP | HELMERICH & PAYNE INC | 36,522 | $1.573M | 0.0% | $43.07 | — | — | COM | 423452101 |
| — | UNITED STATES STL CORP | 1,000,000 | $1.57M | 0.0% | $1.57 | — | — | NOTE 5.000%11/0 | 912909AT5 |
| — | INVITAE CORP | 1,955,000 | $1.561M | 0.0% | $0.80 | — | — | NOTE 2.000% 9/0 | 46185LAB9 |
| — | PACIRA BIOSCIENCES INC | 1,500,000 | $1.557M | 0.0% | $1.04 | — | — | NOTE 0.750% 8/0 | 695127AF7 |
| — | SNAP INC | 2,190,000 | $1.55M | 0.0% | $0.71 | — | — | NOTE 5/0 | 83304AAF3 |
| — | APELLIS PHARMACEUTICALS INC | 1,017,000 | $1.517M | 0.0% | $1.49 | — | — | NOTE 3.500% 9/1 | 03753UAB2 |
| — | AKAMAI TECHNOLOGIES INC | 1,500,000 | $1.495M | 0.0% | $1.00 | — | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | EXACT SCIENCES CORP | 2,000,000 | $1.477M | 0.0% | $0.74 | — | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | LIVEPERSON INC | 2,000,000 | $1.455M | 0.0% | $0.73 | — | — | NOTE 12/1 | 538146AD3 |
| — | WIX COM LTD | 1,519,000 | $1.447M | 0.0% | $0.95 | — | — | NOTE 7/0 | 92940WAB5 |
| — | ALLEGHENY TECHNOLOGIES INC | 888,000 | $1.441M | 0.0% | $1.62 | — | — | NOTE 3.500% 6/1 | 01741RAK8 |
| — | NEVRO CORP | 1,534,000 | $1.438M | 0.0% | $0.94 | — | — | NOTE 2.750% 4/0 | 64157FAC7 |
| — | DICKS SPORTING GOODS INC | 600,000 | $1.432M | 0.0% | $2.39 | — | — | NOTE 3.250% 4/1 | 253393AD4 |
| — | BANDWIDTH INC | 2,065,000 | $1.426M | 0.0% | $0.69 | — | — | NOTE 0.250% 3/0 | 05988JAB9 |
| TTWO | TAKE-TWO INTERACTIVE SOFTWAR | 11,621 | $1.424M | 0.0% | $122.54 | — | — | COM | 874054109 |
| EA | ELECTRONIC ARTS INC | 11,700 | $1.423M | 0.0% | $121.62 | — | — | COM | 285512109 |
| — | MARRIOTT VACATIONS WORLDWIDE | 1,500,000 | $1.373M | 0.0% | $0.92 | — | — | NOTE 1/1 | 57164YAD9 |
| — | NOVOCURE LTD | 1,580,000 | $1.37M | 0.0% | $0.87 | — | — | NOTE 11/0 | 67011XAB9 |
| — | QUOTIENT TECHNOLOGY INC | 1,388,000 | $1.356M | 0.0% | $0.98 | — | — | NOTE 1.750%12/0 | 749119AB9 |
| HBAN | HUNTINGTON BANCSHARES INC | 112,462 | $1.353M | 0.0% | $12.03 | — | — | COM | 446150104 |
| — | PEGASYSTEMS INC | 1,650,000 | $1.329M | 0.0% | $0.81 | — | — | NOTE 0.750% 3/0 | 705573AB9 |
| — | NUVASIVE INC | 1,471,000 | $1.324M | 0.0% | $0.90 | — | — | NOTE 0.375% 3/1 | 670704AJ4 |
| — | GREENBRIER COS INC | 1,400,000 | $1.309M | 0.0% | $0.94 | — | — | NOTE 2.875% 4/1 | 393657AM3 |
| — | CRACKER BARREL OLD CTRY STOR | 1,600,000 | $1.305M | 0.0% | $0.82 | — | — | NOTE 0.625% 6/1 | 22410JAB2 |
| — | JOHN BEAN TECHNOLOGIES CORP | 1,400,000 | $1.299M | 0.0% | $0.93 | — | — | NOTE 0.250% 5/1 | 477839AB0 |
| — | SHIFT4 PMTS INC | 1,604,000 | $1.293M | 0.0% | $0.81 | — | — | NOTE 12/1 | 82452JAB5 |
| — | BILL COM HLDGS INC | 1,250,000 | $1.264M | 0.0% | $1.01 | — | — | NOTE 12/0 | 090043AB6 |
| — | BRIDGEBIO PHARMA INC | 3,000,000 | $1.263M | 0.0% | $0.42 | — | — | NOTE 2.250% 2/0 | 10806XAD4 |
| HSIC | HENRY SCHEIN INC | 16,427 | $1.261M | 0.0% | $76.76 | — | — | COM | 806407102 |
| NTRS | NORTHERN TR CORP | 13,000 | $1.254M | 0.0% | $96.46 | — | — | COM | 665859104 |
| — | AIRBNB INC | 1,500,000 | $1.241M | 0.0% | $0.83 | — | — | NOTE 3/1 | 009066AB7 |
| — | ALTAIR ENGR INC | 1,000,000 | $1.239M | 0.0% | $1.24 | — | — | NOTE 0.250% 6/0 | 021369AA1 |
| PAG | PENSKE AUTOMOTIVE GRP INC | 11,714 | $1.226M | 0.0% | $104.66 | — | — | COM | 70959W103 |
| — | ETSY INC | 1,022,000 | $1.166M | 0.0% | $1.14 | — | — | NOTE 0.125%10/0 | 29786AAJ5 |
| BOKF | BOK FINL CORP | 15,192 | $1.148M | 0.0% | $75.57 | — | — | COM NEW | 05561Q201 |
| SCI | SERVICE CORP INTL | 16,408 | $1.134M | 0.0% | $69.11 | — | — | COM | 817565104 |
| GLPI | GAMING & LEISURE PPTYS INC | 24,274 | $1.113M | 0.0% | $45.85 | — | — | COM | 36467J108 |
| — | PIONEER NAT RES CO | 511,000 | $1.106M | 0.0% | $2.16 | — | — | NOTE 0.250% 5/1 | 723787AP2 |
| ATR | APTARGROUP INC | 10,670 | $1.101M | 0.0% | $103.19 | — | — | COM | 038336103 |
| — | BENEFITFOCUS INC | 1,180,000 | $1.09M | 0.0% | $0.92 | — | — | NOTE 1.250%12/1 | 08180DAB2 |
| — | AIR TRANS SVCS GROUP INC | 1,000,000 | $1.079M | 0.0% | $1.08 | — | — | NOTE 1.125%10/1 | 00922RAB1 |
| DCI | DONALDSON INC | 22,342 | $1.076M | 0.0% | $48.16 | — | — | COM | 257651109 |
| — | I3 VERTICALS LLC | 1,102,000 | $1.038M | 0.0% | $0.94 | — | — | NOTE 1.000% 2/1 | 44933TAB2 |
| FRCB | FIRST REP BK SAN FRANCISCO C | 6,868 | $990K | 0.0% | $144.15 | — | — | COM | 33616C100 |
| — | PROGRESS SOFTWARE CORP | 1,000,000 | $974K | 0.0% | $0.97 | — | — | NOTE 1.000% 4/1 | 743312AB6 |
| COP | CONOCOPHILLIPS | 10,821 | $972K | 0.0% | $89.83 | — | — | COM | 20825C104 |
| — | HOPE BANCORP INC | 997,000 | $970K | 0.0% | $0.97 | — | — | NOTE 2.000% 5/1 | 43940TAB5 |
| — | ELANCO ANIMAL HEALTH INC | 30,251 | $966K | 0.0% | $31.93 | — | — | UNIT 02/01/2023 | 28414H202 |
| — | ENVISTA HOLDINGS CORPORATION | 500,000 | $955K | 0.0% | $1.91 | — | — | NOTE 2.375% 6/0 | 29415FAB0 |
| — | ADVANCED MICRO DEVICES INC | 100,000 | $954K | 0.0% | $9.54 | — | — | NOTE 2.125% 9/0 | 007903BD8 |
| — | VISHAY INTERTECHNOLOGY INC | 1,000,000 | $946K | 0.0% | $0.95 | — | — | NOTE 2.250% 6/1 | 928298AP3 |
| ARMK | ARAMARK | 30,547 | $936K | 0.0% | $30.64 | — | — | COM | 03852U106 |
| VNT | VONTIER CORPORATION | 40,410 | $929K | 0.0% | $22.99 | — | — | COM | 928881101 |
| TDG | TRANSDIGM GROUP INC | 1,700 | $912K | 0.0% | $536.47 | — | — | COM | 893641100 |
| — | LCI INDS | 1,000,000 | $908K | 0.0% | $0.91 | — | — | NOTE 1.125% 5/1 | 501812AB7 |
| DEI | DOUGLAS EMMETT INC | 39,519 | $884K | 0.0% | $22.37 | — | — | COM | 25960P109 |
| — | HALOZYME THERAPEUTICS INC | 1,000,000 | $883K | 0.0% | $0.88 | — | — | NOTE 0.250% 3/0 | 40637HAD1 |
| CVX | CHEVRON CORP NEW | 5,854 | $848K | 0.0% | $144.86 | — | — | COM | 166764100 |
| APD | AIR PRODS & CHEMS INC | 3,435 | $826K | 0.0% | $240.47 | — | — | COM | 009158106 |
| — | ZILLOW GROUP INC | 820,000 | $824K | 0.0% | $1.00 | — | — | NOTE 1.375% 9/0 | 98954MAG6 |
| — | VIMEO INC | 135,672 | $817K | 0.0% | $6.02 | — | — | COMMON STOCK | 92719V100 |
| IVV | ISHARES TR | 2,120 | $804K | 0.0% | $379.25 | — | — | CORE S&P500 ETF | 464287200 |
| — | CERENCE INC | 750,000 | $778K | 0.0% | $1.04 | — | — | NOTE 3.000% 6/0 | 156727AB5 |
| BABA | ALIBABA GROUP HLDG LTD | 6,820 | $775K | 0.0% | $113.64 | — | — | SPONSORED ADS | 01609W102 |
| VCSH | VANGUARD SCOTTSDALE FDS | 10,135 | $773K | 0.0% | $76.27 | — | — | SHRT TRM CORP BD | 92206C409 |
| — | CENTURY ALUM CO | 1,000,000 | $766K | 0.0% | $0.77 | — | — | NOTE 2.750% 5/0 | 156431AQ1 |
| — | BEYOND MEAT INC | 1,926,000 | $760K | 0.0% | $0.39 | — | — | NOTE 3/1 | 08862EAB5 |
| — | BRIDGEBIO PHARMA INC | 1,387,000 | $754K | 0.0% | $0.54 | — | — | NOTE 2.500% 3/1 | 10806XAB8 |
| CNP | CENTERPOINT ENERGY INC | 24,680 | $730K | 0.0% | $29.58 | — | — | COM | 15189T107 |
| RTX | RAYTHEON TECHNOLOGIES CORP | 7,565 | $727K | 0.0% | $96.10 | — | — | COM | 75513E101 |
| OZK | BANK OZK | 18,991 | $713K | 0.0% | $37.54 | — | — | COM | 06417N103 |
| NXPI | NXP SEMICONDUCTORS N V | 4,620 | $684K | 0.0% | $148.05 | — | — | COM | N6596X109 |
| — | ACTIVISION BLIZZARD INC | 8,665 | $675K | 0.0% | $77.90 | — | — | COM | 00507V109 |
| JD | JD.COM INC | 10,115 | $650K | 0.0% | $64.26 | — | — | SPON ADR CL A | 47215P106 |
| — | APPLIED OPTOELECTRONICS INC | 1,000,000 | $645K | 0.0% | $0.65 | — | — | NOTE 5.000% 3/1 | 03823UAB8 |
| MO | ALTRIA GROUP INC | 15,100 | $631K | 0.0% | $41.79 | — | — | COM | 02209S103 |
| — | ENCORE CAP GROUP INC | 389,000 | $591K | 0.0% | $1.52 | — | — | NOTE 3.250%10/0 | 292554AM4 |
| PHM | PULTE GROUP INC | 13,652 | $541K | 0.0% | $39.63 | — | — | COM | 745867101 |
| MAS | MASCO CORP | 10,000 | $506K | 0.0% | $50.60 | — | — | COM | 574599106 |
| ODFL | OLD DOMINION FREIGHT LINE IN | 1,859 | $476K | 0.0% | $256.05 | — | — | COM | 679580100 |
| ED | CONSOLIDATED EDISON INC | 5,000 | $475K | 0.0% | $95.00 | — | — | COM | 209115104 |
| RH | RH | 2,100 | $446K | 0.0% | $212.38 | — | — | COM | 74967X103 |
| — | EZCORP INC | 500,000 | $443K | 0.0% | $0.89 | — | — | NOTE 2.375% 5/0 | 302301AE6 |
| — | INFINERA CORP | 82,500 | $442K | 0.0% | $5.36 | — | — | COM | 45667G103 |
| GS | GOLDMAN SACHS GROUP INC | 1,475 | $438K | 0.0% | $296.95 | — | — | COM | 38141G104 |
| AMT | AMERICAN TOWER CORP NEW | 1,698 | $434K | 0.0% | $255.59 | — | — | COM | 03027X100 |
| PRAA | PRA GROUP INC | 11,526 | $419K | 0.0% | $36.35 | — | — | COM | 69354N106 |
| — | WIX COM LTD | 500,000 | $405K | 0.0% | $0.81 | — | — | NOTE 8/1 | 92940WAD1 |
| IJR | ISHARES TR | 4,322 | $399K | 0.0% | $92.32 | — | — | CORE S&P SCP ETF | 464287804 |
| SPY | SPDR S&P 500 ETF TR | 1,000 | $377K | 0.0% | $377.00 | — | — | TR UNIT | 78462F103 |
| — | AMERICAN AIRLINES GROUP INC | 350,000 | $368K | 0.0% | $1.05 | — | — | NOTE 6.500% 7/0 | 02376RAF9 |
| — | FASTLY INC | 500,000 | $365K | 0.0% | $0.73 | — | — | NOTE 3/1 | 31188VAB6 |
| DEO | DIAGEO PLC | 2,086 | $363K | 0.0% | $174.02 | — | — | SPON ADR NEW | 25243Q205 |
| — | SEAGEN INC | 2,000 | $354K | 0.0% | $177.00 | — | — | COM | 81181C104 |
| — | MICROCHIP TECHNOLOGY INC. | 350,000 | $352K | 0.0% | $1.01 | — | — | NOTE 0.125%11/1 | 595017AU8 |
| FORA | FORIAN INC | 80,000 | $351K | 0.0% | $4.39 | — | — | COM | 34630N106 |
| KLAC | KLA CORP | 1,025 | $327K | 0.0% | $319.02 | — | — | COM NEW | 482480100 |
| IBM | INTERNATIONAL BUSINESS MACHS | 2,315 | $327K | 0.0% | $141.25 | — | — | COM | 459200101 |
| — | JACOBS ENGR GROUP INC | 2,560 | $325K | 0.0% | $126.95 | — | — | COM | 469814107 |
| IDCC | INTERDIGITAL INC | 5,250 | $319K | 0.0% | $60.76 | — | — | COM | 45867G101 |
| YELP | YELP INC | 11,300 | $314K | 0.0% | $27.79 | — | — | CL A | 985817105 |
| ABT | ABBOTT LABS | 2,850 | $310K | 0.0% | $108.77 | — | — | COM | 002824100 |
| — | SUNPOWER CORP | 300,000 | $310K | 0.0% | $1.03 | — | — | DBCV 4.000% 1/1 | 867652AL3 |
| IJH | ISHARES TR | 1,306 | $295K | 0.0% | $225.88 | — | — | CORE S&P MCP ETF | 464287507 |
| QDEL | QUIDELORTHO CORP | 3,000 | $292K | 0.0% | $97.33 | — | — | COM | 219798105 |
| — | THERAVANCE BIOPHARMA INC | 308,000 | $286K | 0.0% | $0.93 | — | — | NOTE 3.250%11/0 | 88339KAA0 |
| GM | GENERAL MTRS CO | 8,800 | $279K | 0.0% | $31.70 | — | — | COM | 37045V100 |
| ACN | ACCENTURE PLC IRELAND | 957 | $266K | 0.0% | $277.95 | — | — | SHS CLASS A | G1151C101 |
| BKNG | BOOKING HOLDINGS INC | 140 | $245K | 0.0% | $1750.00 | — | — | COM | 09857L108 |
| LLY | LILLY ELI & CO | 745 | $242K | 0.0% | $324.83 | — | — | COM | 532457108 |
| — | SUPERNUS PHARMACEUTICALS | 238,000 | $231K | 0.0% | $0.97 | — | — | NOTE 0.625% 4/0 | 868459AD0 |
| MU | MICRON TECHNOLOGY INC | 4,050 | $224K | 0.0% | $55.31 | — | — | COM | 595112103 |
| — | APOLLO COML REAL ESTATE FIN | 220,000 | $216K | 0.0% | $0.98 | — | — | NOTE 5.375%10/1 | 03762UAC9 |
| RSP | INVESCO EXCHANGE TRADED FD T | 1,602 | $215K | 0.0% | $134.21 | — | — | S&P500 EQL WGT | 46137V357 |
| RBBN | RIBBON COMMUNICATIONS INC | 70,000 | $213K | 0.0% | $3.04 | — | — | COM | 762544104 |
| BLNK | BLINK CHARGING CO | 10,000 | $165K | 0.0% | $16.50 | — | — | COM | 09354A100 |
| HOOD | ROBINHOOD MKTS INC | 20,000 | $164K | 0.0% | $8.20 | — | — | COM CL A | 770700102 |
| MITK | MITEK SYS INC | 16,000 | $148K | 0.0% | $9.25 | — | — | COM NEW | 606710200 |
| LYFT | LYFT INC | 10,200 | $135K | 0.0% | $13.24 | — | — | CL A COM | 55087P104 |
| AAL | AMERICAN AIRLS GROUP INC | 10,500 | $133K | 0.0% | $12.67 | — | — | COM | 02376R102 |
| — | BRICKELL BIOTECH INC | 970,547 | $122K | 0.0% | $0.13 | — | — | COM | 10802T105 |
| — | CANOO INC | 40,000 | $74,000 | 0.0% | $1.85 | — | — | COM CL A | 13803R102 |
| — | CLOVIS ONCOLOGY INC | 80,000 | $55,000 | 0.0% | $0.69 | — | — | NOTE 1.250% 5/0 | 189464AC4 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 35,000 | $40,000 | 0.0% | $1.14 | — | — | COM | 87157B103 |
| — | MANDIANT INC | 15,000 | $14,000 | 0.0% | $0.93 | — | — | NOTE 1.000% 6/0 | 31816QAB7 |
| — | PALATIN TECHNOLOGIES INC | 19,010 | $5,000 | 0.0% | $0.26 | — | — | COM PAR $ .01 | 696077403 |