The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||||||
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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COLUMN 1 | COLUMN 2 | COLUMN 3 | COLUMN 4 | COLUMN 5 | COLUMN 6 | COLUMN 7 | COLUMN 8 | ||||
VALUE | SHRS OR | SH/ | PUT/ | INVESTMENT | OTHER | VOTING AUTHORITY | |||||
NAME OF ISSUER | TITLE OF CLASS | CUSIP | (x$1000) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
1LIFE HEALTHCARE INC | COM | 68269G107 | 1,503 | 41,395 | SH | SOLE | 41,395 | 0 | 0 | ||
2U INC | COM | 90214J101 | 503 | 13,249 | SH | SOLE | 13,249 | 0 | 0 | ||
3M CO | COM | 88579Y101 | 14,110 | 90,453 | SH | SOLE | 90,453 | 0 | 0 | ||
8X8 INC NEW | NOTE 0.500% 2/0 | 282914AB6 | 9,192 | 10,197,000 | PRN | SOLE | 10,197 | 0 | 0 | ||
ABBOTT LABS | COM | 002824100 | 34,115 | 373,124 | SH | SOLE | 373,124 | 0 | 0 | ||
ABBVIE INC | COM | 00287Y109 | 28,748 | 292,808 | SH | SOLE | 292,808 | 0 | 0 | ||
ACADIA PHARMACEUTICALS INC | COM | 004225108 | 610 | 12,590 | SH | SOLE | 12,590 | 0 | 0 | ||
ACCENTURE PLC IRELAND | SHS CLASS A | G1151C101 | 34,926 | 162,657 | SH | SOLE | 162,657 | 0 | 0 | ||
ACM RESEARCH INC | COM CL A | 00108J109 | 267 | 4,278 | SH | SOLE | 4,278 | 0 | 0 | ||
ACTIVISION BLIZZARD INC | COM | 00507V109 | 9,995 | 131,685 | SH | SOLE | 131,685 | 0 | 0 | ||
ADDUS HOMECARE CORP | COM | 006739106 | 422 | 4,564 | SH | SOLE | 4,564 | 0 | 0 | ||
ADOBE INC | COM | 00724F101 | 46,327 | 106,424 | SH | SOLE | 106,424 | 0 | 0 | ||
ADVANCED DRAIN SYS INC DEL | COM | 00790R104 | 2,199 | 44,514 | SH | SOLE | 44,514 | 0 | 0 | ||
ADVANCED ENERGY INDS | COM | 007973100 | 591 | 8,713 | SH | SOLE | 8,713 | 0 | 0 | ||
ADVANCED MICRO DEVICES INC | COM | 007903107 | 27,181 | 516,657 | SH | SOLE | 514,977 | 0 | 1,680 | ||
ADVANCED MICRO DEVICES INC | NOTE 2.125% 9/0 | 007903BD8 | 263,770 | 40,410,000 | PRN | SOLE | 40,405 | 0 | 5 | ||
AEROJET ROCKETDYNE HLDGS INC | NOTE 2.250%12/1 | 007800AB1 | 7,957 | 5,000,000 | PRN | SOLE | 5,000 | 0 | 0 | ||
AES CORP | COM | 00130H105 | 4,728 | 326,277 | SH | SOLE | 326,277 | 0 | 0 | ||
AFFILIATED MANAGERS GROUP IN | COM | 008252108 | 2,642 | 35,430 | SH | SOLE | 35,430 | 0 | 0 | ||
AFLAC INC | COM | 001055102 | 4,152 | 115,249 | SH | SOLE | 115,249 | 0 | 0 | ||
AGILENT TECHNOLOGIES INC | COM | 00846U101 | 22,405 | 253,538 | SH | SOLE | 253,514 | 0 | 24 | ||
AIR LEASE CORP | CL A | 00912X302 | 23,807 | 812,811 | SH | SOLE | 804,683 | 0 | 8,128 | ||
AIR PRODS & CHEMS INC | COM | 009158106 | 13,162 | 54,511 | SH | SOLE | 54,478 | 0 | 33 | ||
AIR TRANSPORT SERVICES GRP I | NOTE 1.125%10/1 | 00922RAB1 | 17,796 | 18,825,000 | PRN | SOLE | 18,825 | 0 | 0 | ||
AKAMAI TECHNOLOGIES INC | COM | 00971T101 | 1,733 | 16,181 | SH | SOLE | 16,181 | 0 | 0 | ||
AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 7,446 | 5,967,000 | PRN | SOLE | 5,953 | 0 | 14 | ||
AKEBIA THERAPEUTICS INC | COM | 00972D105 | 772 | 56,866 | SH | SOLE | 56,866 | 0 | 0 | ||
ALCON AG | ORD SHS | H01301128 | 24,296 | 423,866 | SH | SOLE | 418,166 | 0 | 5,700 | ||
ALEXANDRIA REAL ESTATE EQ IN | COM | 015271109 | 7,418 | 45,717 | SH | SOLE | 45,717 | 0 | 0 | ||
ALEXION PHARMACEUTICALS INC | COM | 015351109 | 13,327 | 118,740 | SH | SOLE | 118,730 | 0 | 10 | ||
ALIBABA GROUP HLDG LTD | SPONSORED ADS | 01609W102 | 24,179 | 112,094 | SH | SOLE | 110,774 | 0 | 1,320 | ||
ALIBABA GROUP HLDG LTD | COM | 01609W102 | 14,107 | 65,400 | SH | Call | SOLE | 65,400 | 0 | 0 | |
ALLEGION PLC | ORD SHS | G0176J109 | 4,847 | 47,419 | SH | SOLE | 47,419 | 0 | 0 | ||
ALLSTATE CORP | COM | 020002101 | 8,731 | 90,015 | SH | SOLE | 90,015 | 0 | 0 | ||
ALNYLAM PHARMACEUTICALS INC | COM | 02043Q107 | 1,727 | 11,660 | SH | SOLE | 11,660 | 0 | 0 | ||
ALPHABET INC | CAP STK CL C | 02079K107 | 83,759 | 59,252 | SH | SOLE | 59,252 | 0 | 0 | ||
ALPHABET INC | CAP STK CL A | 02079K305 | 187,211 | 132,020 | SH | SOLE | 131,046 | 0 | 974 | ||
ALPHABET INC | COM | 02079K305 | 24,249 | 17,100 | SH | Call | SOLE | 17,100 | 0 | 0 | |
ALTAIR ENGR INC | NOTE 0.250% 6/0 | 021369AA1 | 10,545 | 10,000,000 | PRN | SOLE | 10,000 | 0 | 0 | ||
ALTERYX INC | COM CL A | 02156B103 | 1,240 | 7,549 | SH | SOLE | 7,549 | 0 | 0 | ||
ALTERYX INC | NOTE 0.500% 6/0 | 02156BAB9 | 46,204 | 12,500,000 | PRN | SOLE | 12,500 | 0 | 0 | ||
ALTRIA GROUP INC | COM | 02209S103 | 15,499 | 394,887 | SH | SOLE | 394,887 | 0 | 0 | ||
ALZA CORP | SDCV 7/2 | 02261WAB5 | 866 | 447,000 | PRN | SOLE | 447 | 0 | 0 | ||
AMAG PHARMACEUTICALS INC | NOTE 3.250% 6/0 | 00163UAD8 | 3,956 | 5,000,000 | PRN | SOLE | 5,000 | 0 | 0 | ||
AMAZON COM INC | COM | 023135106 | 414,030 | 150,075 | SH | SOLE | 149,363 | 0 | 712 | ||
AMAZON COM INC | COM | 023135106 | 77,799 | 28,200 | SH | Call | SOLE | 28,200 | 0 | 0 | |
AMEDISYS INC | COM | 023436108 | 515 | 2,593 | SH | SOLE | 2,593 | 0 | 0 | ||
AMERICA MOVIL SAB DE CV | SPON ADR L SHS | 02364W105 | 1,098 | 86,500 | SH | SOLE | 86,500 | 0 | 0 | ||
AMERICAN AIRLS GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 | 52,019 | 55,228,000 | PRN | SOLE | 55,138 | 0 | 90 | ||
AMERICAN CAMPUS CMNTYS INC | COM | 024835100 | 5,594 | 160,000 | SH | SOLE | 160,000 | 0 | 0 | ||
AMERICAN ELEC PWR CO INC | COM | 025537101 | 10,162 | 127,595 | SH | SOLE | 127,595 | 0 | 0 | ||
AMERICAN ELEC PWR CO INC | UNIT 03/15/2022 | 025537127 | 49,412 | 1,020,708 | SH | SOLE | 1,018,252 | 0 | 2,456 | ||
AMERICAN EXPRESS CO | COM | 025816109 | 16,353 | 171,780 | SH | SOLE | 171,679 | 0 | 101 | ||
AMERICAN INTL GROUP INC | COM NEW | 026874784 | 27,863 | 893,613 | SH | SOLE | 893,351 | 0 | 262 | ||
AMERICAN TOWER CORP NEW | COM | 03027X100 | 37,421 | 144,741 | SH | SOLE | 144,741 | 0 | 0 | ||
AMERIPRISE FINL INC | COM | 03076C106 | 6,760 | 45,052 | SH | SOLE | 45,052 | 0 | 0 | ||
AMGEN INC | COM | 031162100 | 25,994 | 110,210 | SH | SOLE | 110,210 | 0 | 0 | ||
AMPHENOL CORP NEW | CL A | 032095101 | 6,659 | 69,507 | SH | SOLE | 69,507 | 0 | 0 | ||
ANTHEM INC | COM | 036752103 | 5,291 | 20,118 | SH | SOLE | 20,118 | 0 | 0 | ||
APARTMENT INVT & MGMT CO | CL A | 03748R754 | 3,873 | 102,889 | SH | SOLE | 102,889 | 0 | 0 | ||
APOLLO COML REAL EST FIN INC | NOTE 4.750% 8/2 | 03762UAB1 | 3,045 | 3,500,000 | PRN | SOLE | 3,500 | 0 | 0 | ||
APPLE INC | COM | 037833100 | 412,100 | 1,129,659 | SH | SOLE | 1,127,483 | 0 | 2,176 | ||
APPLE INC | COM | 037833100 | 13,680 | 37,500 | SH | Call | SOLE | 37,500 | 0 | 0 | |
APPLIED MATLS INC | COM | 038222105 | 66,567 | 1,101,189 | SH | SOLE | 1,096,664 | 0 | 4,525 | ||
APTIV PLC | SHS | G6095L109 | 12,084 | 155,079 | SH | SOLE | 155,079 | 0 | 0 | ||
ARCHER DANIELS MIDLAND CO | COM | 039483102 | 5,455 | 136,723 | SH | SOLE | 136,723 | 0 | 0 | ||
ARES CAPITAL CORP | NOTE 3.750% 2/0 | 04010LAT0 | 9,206 | 9,245,000 | PRN | SOLE | 9,245 | 0 | 0 | ||
ARES CAPITAL CORP | NOTE 4.625% 3/0 | 04010LAW3 | 3,344 | 3,365,000 | PRN | SOLE | 3,351 | 0 | 14 | ||
ASML HOLDING N V | N Y REGISTRY SHS | N07059210 | 8,842 | 24,025 | SH | SOLE | 24,025 | 0 | 0 | ||
ASSURANT INC | COM | 04621X108 | 6,980 | 67,579 | SH | SOLE | 67,579 | 0 | 0 | ||
ASSURANT INC | 6.50% CONV PFD D | 04621X207 | 55,496 | 533,415 | SH | SOLE | 532,516 | 0 | 899 | ||
AT&T INC | COM | 00206R102 | 58,757 | 1,943,652 | SH | SOLE | 1,940,652 | 0 | 3,000 | ||
ATLAS AIR WORLDWIDE HLDGS IN | NOTE 1.875% 6/0 | 049164BJ4 | 10,759 | 11,100,000 | PRN | SOLE | 11,100 | 0 | 0 | ||
AUDIOCODES LTD | ORD | M15342104 | 1,951 | 61,387 | SH | SOLE | 61,387 | 0 | 0 | ||
AUTODESK INC | COM | 052769106 | 10,974 | 45,879 | SH | SOLE | 45,879 | 0 | 0 | ||
AUTOMATIC DATA PROCESSING IN | COM | 053015103 | 13,463 | 90,425 | SH | SOLE | 90,425 | 0 | 0 | ||
AVADEL PHARMACEUTICALS PLC | SPONSORED ADR | 05337M104 | 333 | 41,217 | SH | SOLE | 41,217 | 0 | 0 | ||
AVALONBAY CMNTYS INC | COM | 053484101 | 6,504 | 42,058 | SH | SOLE | 42,058 | 0 | 0 | ||
AVANTOR INC | 6.25 PFD CNV SR | 05352A209 | 14,895 | 259,500 | SH | SOLE | 259,500 | 0 | 0 | ||
AVAYA HLDGS CORP | NOTE 2.250% 6/1 | 05351XAB7 | 4,102 | 5,000,000 | PRN | SOLE | 5,000 | 0 | 0 | ||
AVERY DENNISON CORP | COM | 053611109 | 5,015 | 43,958 | SH | SOLE | 43,958 | 0 | 0 | ||
AXON ENTERPRISE INC | COM | 05464C101 | 929 | 9,463 | SH | SOLE | 9,463 | 0 | 0 | ||
AXONICS MODULATION TECHNOLOG | COM | 05465P101 | 1,672 | 47,634 | SH | SOLE | 47,634 | 0 | 0 | ||
AXSOME THERAPEUTICS INC | COM | 05464T104 | 328 | 3,989 | SH | SOLE | 3,989 | 0 | 0 | ||
AZEK CO INC | CL A | 05478C105 | 460 | 14,443 | SH | SOLE | 14,443 | 0 | 0 | ||
BALL CORP | COM | 058498106 | 8,475 | 121,963 | SH | SOLE | 121,963 | 0 | 0 | ||
BANDWIDTH INC | COM CL A | 05988J103 | 993 | 7,816 | SH | SOLE | 7,816 | 0 | 0 | ||
BANK NEW YORK MELLON CORP | COM | 064058100 | 9,270 | 239,841 | SH | SOLE | 239,841 | 0 | 0 | ||
BAOZUN INC | NOTE 1.625% 5/0 | 06684LAB9 | 1,333 | 1,374,000 | PRN | SOLE | 1,374 | 0 | 0 | ||
BAXTER INTL INC | COM | 071813109 | 41,834 | 485,878 | SH | SOLE | 481,877 | 0 | 4,001 | ||
BECTON DICKINSON & CO | COM | 075887109 | 13,407 | 56,032 | SH | SOLE | 56,032 | 0 | 0 | ||
BENEFITFOCUS INC | NOTE 1.250%12/1 | 08180DAB2 | 5,910 | 7,500,000 | PRN | SOLE | 7,500 | 0 | 0 | ||
BERKSHIRE HATHAWAY INC DEL | CL B NEW | 084670702 | 53,049 | 297,175 | SH | SOLE | 297,175 | 0 | 0 | ||
BILIBILI INC | NOTE 1.375% 4/0 | 090040AB2 | 23,112 | 12,000,000 | PRN | SOLE | 12,000 | 0 | 0 | ||
BILL COM HLDGS INC | COM | 090043100 | 896 | 9,935 | SH | SOLE | 9,935 | 0 | 0 | ||
BIOGEN INC | COM | 09062X103 | 9,644 | 36,045 | SH | SOLE | 36,045 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 19,709 | 159,791 | SH | SOLE | 157,838 | 0 | 1,953 | ||
BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 5,920 | 48,000 | SH | Call | SOLE | 48,000 | 0 | 0 | |
BIOMARIN PHARMACEUTICAL INC | NOTE 1.500%10/1 | 09061GAF8 | 13,114 | 9,964,000 | PRN | SOLE | 9,937 | 0 | 27 | ||
BK OF AMERICA CORP | COM | 060505104 | 83,830 | 3,529,674 | SH | SOLE | 3,518,449 | 0 | 11,225 | ||
BK OF AMERICA CORP | 7.25%CNV PFD L | 060505682 | 49,303 | 36,733 | SH | SOLE | 36,484 | 0 | 249 | ||
BK OF AMERICA CORP | COM | 060505104 | 23,524 | 990,500 | SH | Call | SOLE | 990,500 | 0 | 0 | |
BLACKROCK INC | COM | 09247X101 | 9,496 | 17,453 | SH | SOLE | 17,453 | 0 | 0 | ||
BOEING CO | COM | 097023105 | 38,699 | 211,126 | SH | SOLE | 210,104 | 0 | 1,022 | ||
BOOKING HOLDINGS INC | COM | 09857L108 | 9,978 | 6,266 | SH | SOLE | 6,266 | 0 | 0 | ||
BOSTON BEER INC | CL A | 100557107 | 1,469 | 2,738 | SH | SOLE | 2,738 | 0 | 0 | ||
BOSTON SCIENTIFIC CORP | COM | 101137107 | 26,590 | 757,333 | SH | SOLE | 751,926 | 0 | 5,407 | ||
BOSTON SCIENTIFIC CORP | 5.50% CNV PFD A | 101137206 | 59,665 | 569,916 | SH | SOLE | 568,055 | 0 | 1,861 | ||
BP PLC | SPONSORED ADR | 055622104 | 12,441 | 533,500 | SH | SOLE | 533,500 | 0 | 0 | ||
BRISTOL-MYERS SQUIBB CO | COM | 110122108 | 43,231 | 735,216 | SH | SOLE | 733,045 | 0 | 2,171 | ||
BRISTOL-MYERS SQUIBB CO | RIGHT 99/99/9999 | 110122157 | 73 | 20,458 | SH | SOLE | 20,458 | 0 | 0 | ||
BROADCOM INC | COM | 11135F101 | 49,080 | 155,507 | SH | SOLE | 154,549 | 0 | 958 | ||
BROADCOM INC | 8% CNV PFD SER A | 11135F200 | 97,314 | 87,328 | SH | SOLE | 87,008 | 0 | 320 | ||
CAESARS ENTMT CORP | COM | 127686103 | 6,283 | 518,000 | SH | SOLE | 518,000 | 0 | 0 | ||
CALAMP CORP | NOTE 2.000% 8/0 | 128126AD1 | 2,371 | 3,000,000 | PRN | SOLE | 3,000 | 0 | 0 | ||
CALLAWAY GOLF CO | COM | 131193104 | 707 | 40,395 | SH | SOLE | 40,395 | 0 | 0 | ||
CAPITAL ONE FINL CORP | COM | 14040H105 | 14,582 | 232,984 | SH | SOLE | 232,968 | 0 | 16 | ||
CARDLYTICS INC | COM | 14161W105 | 1,309 | 18,701 | SH | SOLE | 18,701 | 0 | 0 | ||
CARNIVAL CORP | UNIT 99/99/9999 | 143658300 | 973 | 59,260 | SH | SOLE | 59,260 | 0 | 0 | ||
CARRIER GLOBAL CORPORATION | COM | 14448C104 | 2,689 | 121,019 | SH | SOLE | 121,019 | 0 | 0 | ||
CASTLE BIOSCIENCES INC | COM | 14843C105 | 1,276 | 33,842 | SH | SOLE | 33,842 | 0 | 0 | ||
CATERPILLAR INC DEL | COM | 149123101 | 17,496 | 138,309 | SH | SOLE | 138,309 | 0 | 0 | ||
CBOE GLOBAL MARKETS INC | COM | 12503M108 | 10,798 | 115,760 | SH | SOLE | 115,737 | 0 | 23 | ||
CENTENE CORP DEL | COM | 15135B101 | 6,746 | 106,150 | SH | SOLE | 106,150 | 0 | 0 | ||
CENTERPOINT ENERGY INC | DEP RP PFD CV B | 15189T503 | 14,935 | 420,000 | SH | SOLE | 420,000 | 0 | 0 | ||
CENTURY CMNTYS INC | COM | 156504300 | 578 | 18,848 | SH | SOLE | 18,848 | 0 | 0 | ||
CHARTER COMMUNICATIONS INC N | CL A | 16119P108 | 16,182 | 31,726 | SH | SOLE | 31,726 | 0 | 0 | ||
CHEGG INC | COM | 163092109 | 1,742 | 25,896 | SH | SOLE | 25,896 | 0 | 0 | ||
CHEGG INC | NOTE 0.250% 5/1 | 163092AB5 | 43,793 | 17,500,000 | PRN | SOLE | 17,500 | 0 | 0 | ||
CHEGG INC | NOTE 0.125% 3/1 | 163092AD1 | 31,596 | 22,229,000 | PRN | SOLE | 22,218 | 0 | 11 | ||
CHESAPEAKE ENERGY CORP | NOTE 5.500% 9/1 | 165167CY1 | 444 | 15,000,000 | PRN | SOLE | 15,000 | 0 | 0 | ||
CHEVRON CORP NEW | COM | 166764100 | 73,383 | 822,406 | SH | SOLE | 818,234 | 0 | 4,172 | ||
CHEWY INC | CL A | 16679L109 | 662 | 14,806 | SH | SOLE | 14,806 | 0 | 0 | ||
CHIPOTLE MEXICAN GRILL INC | COM | 169656105 | 13,259 | 12,599 | SH | SOLE | 12,443 | 0 | 156 | ||
CHUBB LIMITED | COM | H1467J104 | 20,725 | 163,678 | SH | SOLE | 163,678 | 0 | 0 | ||
CHURCH & DWIGHT INC | COM | 171340102 | 6,805 | 88,028 | SH | SOLE | 88,028 | 0 | 0 | ||
CHURCHILL DOWNS INC | COM | 171484108 | 331 | 2,484 | SH | SOLE | 2,484 | 0 | 0 | ||
CIGNA CORP NEW | COM | 125523100 | 8,486 | 45,223 | SH | SOLE | 45,223 | 0 | 0 | ||
CISCO SYS INC | COM | 17275R102 | 57,924 | 1,241,931 | SH | SOLE | 1,241,734 | 0 | 197 | ||
CITIGROUP INC | COM NEW | 172967424 | 35,973 | 703,969 | SH | SOLE | 703,969 | 0 | 0 | ||
CITRIX SYS INC | COM | 177376100 | 8,783 | 59,382 | SH | SOLE | 59,382 | 0 | 0 | ||
CME GROUP INC | COM | 12572Q105 | 5,892 | 36,251 | SH | SOLE | 36,251 | 0 | 0 | ||
CMS ENERGY CORP | COM | 125896100 | 6,921 | 118,464 | SH | SOLE | 118,464 | 0 | 0 | ||
COCA COLA CO | COM | 191216100 | 69,675 | 1,559,419 | SH | SOLE | 1,549,641 | 0 | 9,778 | ||
COGNIZANT TECHNOLOGY SOLUTIO | CL A | 192446102 | 6,681 | 117,589 | SH | SOLE | 117,589 | 0 | 0 | ||
COLFAX CORP | UNIT 01/15/2022T | 194014205 | 29,282 | 240,000 | SH | SOLE | 240,000 | 0 | 0 | ||
COLGATE PALMOLIVE CO | COM | 194162103 | 9,927 | 135,502 | SH | SOLE | 135,482 | 0 | 20 | ||
COLLEGIUM PHARMACEUTICAL INC | NOTE 2.625% 2/1 | 19459JAA2 | 3,158 | 3,500,000 | PRN | SOLE | 3,500 | 0 | 0 | ||
COLONY STARWOOD HOMES | NOTE 3.500% 1/1 | 19625XAB8 | 49,523 | 38,388,000 | PRN | SOLE | 38,362 | 0 | 26 | ||
COMCAST CORP NEW | CL A | 20030N101 | 46,641 | 1,196,526 | SH | SOLE | 1,196,526 | 0 | 0 | ||
CONMED CORP | NOTE 2.625% 2/0 | 207410AF8 | 22,653 | 21,531,000 | PRN | SOLE | 21,531 | 0 | 0 | ||
CONOCOPHILLIPS | COM | 20825C104 | 19,977 | 475,423 | SH | SOLE | 475,423 | 0 | 0 | ||
CONSOLIDATED EDISON INC | COM | 209115104 | 7,134 | 99,185 | SH | SOLE | 99,185 | 0 | 0 | ||
CONSTELLATION BRANDS INC | CL A | 21036P108 | 28,238 | 161,404 | SH | SOLE | 159,721 | 0 | 1,683 | ||
COPA HOLDINGS SA | CL A | P31076105 | 1,077 | 21,300 | SH | SOLE | 21,300 | 0 | 0 | ||
CORTEVA INC | COM | 22052L104 | 4,105 | 153,222 | SH | SOLE | 153,222 | 0 | 0 | ||
COSTCO WHSL CORP NEW | COM | 22160K105 | 29,136 | 96,092 | SH | SOLE | 96,092 | 0 | 0 | ||
COUPA SOFTWARE INC | COM | 22266L106 | 16,817 | 60,701 | SH | SOLE | 60,002 | 0 | 699 | ||
COUPA SOFTWARE INC | NOTE 0.125% 6/1 | 22266LAC0 | 20,683 | 11,403,000 | PRN | SOLE | 11,376 | 0 | 27 | ||
CROWDSTRIKE HLDGS INC | CL A | 22788C105 | 1,411 | 14,066 | SH | SOLE | 14,066 | 0 | 0 | ||
CROWN CASTLE INTL CORP NEW | COM | 22822V101 | 17,967 | 107,364 | SH | SOLE | 106,682 | 0 | 682 | ||
CROWN CASTLE INTL CORP NEW | 6.875% CON PFD A | 22822V309 | 70,802 | 47,669 | SH | SOLE | 47,558 | 0 | 111 | ||
CSG SYS INTL INC | NOTE 4.250% 3/1 | 126349AF6 | 11,409 | 11,000,000 | PRN | SOLE | 11,000 | 0 | 0 | ||
CSX CORP | COM | 126408103 | 50,931 | 730,292 | SH | SOLE | 726,551 | 0 | 3,741 | ||
CUMULUS MEDIA INC | COM CLASS A | 231082801 | 104 | 26,233 | SH | SOLE | 26,233 | 0 | 0 | ||
CVS HEALTH CORP | COM | 126650100 | 14,727 | 226,672 | SH | SOLE | 226,672 | 0 | 0 | ||
CYPRESS SEMICONDUCTOR CORP | NOTE 4.500% 1/1 | 232806AM1 | 39,784 | 22,500,000 | PRN | SOLE | 22,500 | 0 | 0 | ||
D R HORTON INC | COM | 23331A109 | 8,315 | 149,960 | SH | SOLE | 149,960 | 0 | 0 | ||
DANAHER CORPORATION | COM | 235851102 | 15,171 | 85,797 | SH | SOLE | 85,797 | 0 | 0 | ||
DANAHER CORPORATION | 4.75 MND CV PFD | 235851300 | 59,481 | 47,704 | SH | SOLE | 47,464 | 0 | 240 | ||
DANAHER CORPORATION | DBCV 1/2 | 235851AF9 | 1,681 | 249,000 | PRN | SOLE | 249 | 0 | 0 | ||
DARDEN RESTAURANTS INC | COM | 237194105 | 3,623 | 47,815 | SH | SOLE | 47,815 | 0 | 0 | ||
DECKERS OUTDOOR CORP | COM | 243537107 | 1,036 | 5,276 | SH | SOLE | 5,276 | 0 | 0 | ||
DEERE & CO | COM | 244199105 | 7,362 | 46,850 | SH | SOLE | 46,850 | 0 | 0 | ||
DELTA AIR LINES INC DEL | COM NEW | 247361702 | 22,086 | 787,380 | SH | SOLE | 781,668 | 0 | 5,712 | ||
DEVON ENERGY CORP NEW | COM | 25179M103 | 266 | 23,500 | SH | SOLE | 23,500 | 0 | 0 | ||
DEXCOM INC | COM | 252131107 | 1,037 | 2,557 | SH | SOLE | 2,557 | 0 | 0 | ||
DEXCOM INC | NOTE 0.750%12/0 | 252131AH0 | 38,872 | 15,651,000 | PRN | SOLE | 15,651 | 0 | 0 | ||
DIAMOND OFFSHORE DRILLING IN | COM | 25271C102 | 15 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | ||
DIGITAL RLTY TR INC | COM | 253868103 | 7,091 | 49,900 | SH | SOLE | 49,900 | 0 | 0 | ||
DIODES INC | COM | 254543101 | 895 | 17,646 | SH | SOLE | 17,646 | 0 | 0 | ||
DISCOVER FINL SVCS | COM | 254709108 | 10,242 | 204,478 | SH | SOLE | 204,478 | 0 | 0 | ||
DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 5,669 | 6,139,000 | PRN | SOLE | 6,139 | 0 | 0 | ||
DISH NETWORK CORPORATION | NOTE 2.375% 3/1 | 25470MAD1 | 9,255 | 10,256,000 | PRN | SOLE | 10,218 | 0 | 38 | ||
DISNEY WALT CO | COM DISNEY | 254687106 | 87,670 | 786,208 | SH | SOLE | 781,693 | 0 | 4,515 | ||
DOCUSIGN INC | NOTE 0.500% 9/1 | 256163AB2 | 10,473 | 4,302,000 | PRN | SOLE | 4,288 | 0 | 14 | ||
DOLLAR GEN CORP NEW | COM | 256677105 | 7,913 | 41,536 | SH | SOLE | 41,536 | 0 | 0 | ||
DOLLAR TREE INC | COM | 256746108 | 5,373 | 57,972 | SH | SOLE | 57,972 | 0 | 0 | ||
DOMINION ENERGY INC | COM | 25746U109 | 9,741 | 119,994 | SH | SOLE | 119,865 | 0 | 129 | ||
DOMINION ENERGY INC | UNIT 99/99/9999 | 25746U133 | 38,483 | 379,742 | SH | SOLE | 379,561 | 0 | 181 | ||
DOW INC | COM | 260557103 | 6,245 | 153,221 | SH | SOLE | 153,221 | 0 | 0 | ||
DRAFTKINGS INC | COM CL A | 26142R104 | 1,155 | 34,736 | SH | SOLE | 34,736 | 0 | 0 | ||
DTE ENERGY CO | COM | 233331107 | 13,128 | 122,123 | SH | SOLE | 122,123 | 0 | 0 | ||
DTE ENERGY CO | UNIT 11/01/2022S | 233331842 | 29,460 | 696,129 | SH | SOLE | 695,708 | 0 | 421 | ||
DUKE ENERGY CORP NEW | COM NEW | 26441C204 | 12,986 | 162,542 | SH | SOLE | 162,530 | 0 | 12 | ||
DUPONT DE NEMOURS INC | COM | 26614N102 | 8,141 | 153,222 | SH | SOLE | 153,222 | 0 | 0 | ||
DYNATRACE INC | COM | 268150109 | 1,409 | 34,697 | SH | SOLE | 34,697 | 0 | 0 | ||
E TRADE FINANCIAL CORP | COM NEW | 269246401 | 5,245 | 105,462 | SH | SOLE | 105,462 | 0 | 0 | ||
EATON CORP PLC | SHS | G29183103 | 6,035 | 68,991 | SH | SOLE | 68,991 | 0 | 0 | ||
EBAY INC. | COM | 278642103 | 8,770 | 167,212 | SH | SOLE | 167,212 | 0 | 0 | ||
EDISON INTL | COM | 281020107 | 4,237 | 78,020 | SH | SOLE | 78,020 | 0 | 0 | ||
EDWARDS LIFESCIENCES CORP | COM | 28176E108 | 12,752 | 184,510 | SH | SOLE | 184,411 | 0 | 99 | ||
EHEALTH INC | COM | 28238P109 | 792 | 8,063 | SH | SOLE | 8,063 | 0 | 0 | ||
ELANCO ANIMAL HEALTH INC | COM | 28414H103 | 3,293 | 153,500 | SH | Call | SOLE | 153,500 | 0 | 0 | |
EMERSON ELEC CO | COM | 291011104 | 11,342 | 182,854 | SH | SOLE | 182,854 | 0 | 0 | ||
ENERGIZER HLDGS INC NEW | 7.5 MCNV PFD A | 29272W208 | 25,427 | 264,455 | SH | SOLE | 264,343 | 0 | 112 | ||
ENERGY TRANSFER LP | COM UT LTD PTN | 29273V100 | 1,637 | 229,900 | SH | SOLE | 229,900 | 0 | 0 | ||
ENTERGY CORP NEW | COM | 29364G103 | 6,804 | 72,526 | SH | SOLE | 72,526 | 0 | 0 | ||
ENTERPRISE PRODS PARTNERS L | COM | 293792107 | 4,615 | 253,985 | SH | SOLE | 253,985 | 0 | 0 | ||
ENVESTNET INC | NOTE 1.750% 6/0 | 29404KAB2 | 13,526 | 11,045,000 | PRN | SOLE | 11,045 | 0 | 0 | ||
EOG RES INC | COM | 26875P101 | 3,394 | 66,997 | SH | SOLE | 66,997 | 0 | 0 | ||
EPAM SYS INC | COM | 29414B104 | 606 | 2,406 | SH | SOLE | 2,406 | 0 | 0 | ||
EQUINIX INC | COM | 29444U700 | 16,939 | 24,120 | SH | SOLE | 23,945 | 0 | 175 | ||
ESSENTIAL UTILS INC | UNIT 04/30/2022 | 29670G201 | 21,625 | 382,467 | SH | SOLE | 382,297 | 0 | 170 | ||
ETSY INC | COM | 29786A106 | 1,701 | 16,009 | SH | SOLE | 16,009 | 0 | 0 | ||
ETSY INC | NOTE 3/0 | 29786AAC0 | 31,150 | 10,663,000 | PRN | SOLE | 10,663 | 0 | 0 | ||
EURONET WORLDWIDE INC | NOTE 0.750% 3/1 | 298736AL3 | 1,181 | 1,215,000 | PRN | SOLE | 1,215 | 0 | 0 | ||
EVENTBRITE INC | COM CL A | 29975E109 | 103 | 12,000 | SH | SOLE | 12,000 | 0 | 0 | ||
EVERBRIDGE INC | COM | 29978A104 | 1,818 | 13,143 | SH | SOLE | 13,143 | 0 | 0 | ||
EVERQUOTE INC | COM CL A | 30041R108 | 1,251 | 21,511 | SH | SOLE | 21,511 | 0 | 0 | ||
EVOLENT HEALTH INC | NOTE 1.500%10/1 | 30050BAD3 | 3,194 | 5,000,000 | PRN | SOLE | 5,000 | 0 | 0 | ||
EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 30,355 | 29,168,000 | PRN | SOLE | 29,160 | 0 | 8 | ||
EXELON CORP | COM | 30161N101 | 4,338 | 119,526 | SH | SOLE | 119,526 | 0 | 0 | ||
EXPEDIA GROUP INC | COM NEW | 30212P303 | 5,418 | 65,911 | SH | SOLE | 65,911 | 0 | 0 | ||
EXXON MOBIL CORP | COM | 30231G102 | 42,714 | 955,132 | SH | SOLE | 955,132 | 0 | 0 | ||
FACEBOOK INC | CL A | 30303M102 | 227,200 | 1,000,571 | SH | SOLE | 995,801 | 0 | 4,770 | ||
FACEBOOK INC | COM | 30303M102 | 14,078 | 62,000 | SH | Call | SOLE | 62,000 | 0 | 0 | |
FASTLY INC | CL A | 31188V100 | 1,285 | 15,092 | SH | SOLE | 15,092 | 0 | 0 | ||
FEDERAL REALTY INVT TR | SH BEN INT NEW | 313747206 | 3,470 | 40,720 | SH | SOLE | 40,720 | 0 | 0 | ||
FEDEX CORP | COM | 31428X106 | 4,847 | 34,569 | SH | SOLE | 34,569 | 0 | 0 | ||
FIDELITY NATL INFORMATION SV | COM | 31620M106 | 45,003 | 335,617 | SH | SOLE | 333,035 | 0 | 2,582 | ||
FIREEYE INC | NOTE 1.625% 6/0 | 31816QAD3 | 5,785 | 6,102,000 | PRN | SOLE | 6,102 | 0 | 0 | ||
FIREEYE INC | NOTE 0.875% 6/0 | 31816QAF8 | 11,336 | 12,500,000 | PRN | SOLE | 12,500 | 0 | 0 | ||
FIRST REP BK SAN FRANCISCO C | COM | 33616C100 | 11,136 | 105,071 | SH | SOLE | 105,071 | 0 | 0 | ||
FIRSTENERGY CORP | COM | 337932107 | 6,367 | 164,178 | SH | SOLE | 164,178 | 0 | 0 | ||
FISERV INC | COM | 337738108 | 10,428 | 106,822 | SH | SOLE | 106,822 | 0 | 0 | ||
FITBIT INC | CL A | 33812L102 | 2,978 | 461,000 | SH | SOLE | 461,000 | 0 | 0 | ||
FIVE BELOW INC | COM | 33829M101 | 816 | 7,634 | SH | SOLE | 7,634 | 0 | 0 | ||
FIVE9 INC | COM | 338307101 | 2,066 | 18,672 | SH | SOLE | 18,672 | 0 | 0 | ||
FLEXION THERAPEUTICS INC | NOTE 3.375% 5/0 | 33938JAB2 | 6,912 | 8,091,000 | PRN | SOLE | 8,091 | 0 | 0 | ||
FLIR SYS INC | COM | 302445101 | 3,732 | 91,979 | SH | SOLE | 91,979 | 0 | 0 | ||
FORD MTR CO DEL | COM | 345370860 | 9,576 | 1,574,991 | SH | SOLE | 1,574,991 | 0 | 0 | ||
FORESCOUT TECHNOLOGIES INC | COM | 34553D101 | 2,798 | 132,000 | SH | SOLE | 132,000 | 0 | 0 | ||
FORTIVE CORP | 5% PFD CNV SER A | 34959J207 | 73,111 | 84,893 | SH | SOLE | 84,863 | 0 | 30 | ||
FORTIVE CORP | NOTE 0.875% 2/1 | 34959JAK4 | 1,535 | 1,555,000 | PRN | SOLE | 1,555 | 0 | 0 | ||
FORTUNE BRANDS HOME & SEC IN | COM | 34964C106 | 6,371 | 99,661 | SH | SOLE | 99,661 | 0 | 0 | ||
FOX CORP | CL A COM | 35137L105 | 3,628 | 135,256 | SH | SOLE | 135,256 | 0 | 0 | ||
FREEPORT-MCMORAN INC | CL B | 35671D857 | 8,342 | 720,991 | SH | SOLE | 720,991 | 0 | 0 | ||
FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 14,598 | 11,415,000 | PRN | SOLE | 11,415 | 0 | 0 | ||
GALLAGHER ARTHUR J & CO | COM | 363576109 | 7,836 | 80,377 | SH | SOLE | 80,377 | 0 | 0 | ||
GAN LTD | ORD SHS | G3728V109 | 3,124 | 122,762 | SH | SOLE | 122,762 | 0 | 0 | ||
GARTNER INC | COM | 366651107 | 4,818 | 39,710 | SH | SOLE | 39,710 | 0 | 0 | ||
GASLOG LTD | SHS | G37585109 | 148 | 52,725 | SH | SOLE | 52,725 | 0 | 0 | ||
GDS HLDGS LTD | SPONSORED ADS | 36165L108 | 2,528 | 31,736 | SH | SOLE | 31,736 | 0 | 0 | ||
GDS HLDGS LTD | NOTE 2.000% 6/0 | 36165LAB4 | 8,024 | 5,000,000 | PRN | SOLE | 5,000 | 0 | 0 | ||
GENERAC HLDGS INC | COM | 368736104 | 2,832 | 23,223 | SH | SOLE | 23,223 | 0 | 0 | ||
GENERAL DYNAMICS CORP | COM | 369550108 | 6,007 | 40,190 | SH | SOLE | 40,190 | 0 | 0 | ||
GENERAL ELECTRIC CO | COM | 369604103 | 17,022 | 2,492,241 | SH | SOLE | 2,492,241 | 0 | 0 | ||
GENERAL MLS INC | COM | 370334104 | 9,136 | 148,187 | SH | SOLE | 148,187 | 0 | 0 | ||
GENERAL MTRS CO | COM | 37045V100 | 10,536 | 416,456 | SH | SOLE | 416,456 | 0 | 0 | ||
GILEAD SCIENCES INC | COM | 375558103 | 32,770 | 425,921 | SH | SOLE | 425,921 | 0 | 0 | ||
GLAUKOS CORP | COM | 377322102 | 2,924 | 76,100 | SH | SOLE | 76,100 | 0 | 0 | ||
GLOBAL PMTS INC | COM | 37940X102 | 35,179 | 207,397 | SH | SOLE | 205,946 | 0 | 1,451 | ||
GLOBANT S A | COM | L44385109 | 1,276 | 8,514 | SH | SOLE | 8,514 | 0 | 0 | ||
GOLDMAN SACHS GROUP INC | COM | 38141G104 | 48,646 | 246,162 | SH | SOLE | 244,894 | 0 | 1,268 | ||
GROCERY OUTLET HLDG CORP | COM | 39874R101 | 434 | 10,632 | SH | SOLE | 10,632 | 0 | 0 | ||
GRUPO TELEVISA SA | COM | 40049J206 | 757 | 144,500 | SH | Call | SOLE | 144,500 | 0 | 0 | |
GUESS INC | NOTE 2.000% 4/1 | 401617AD7 | 14,755 | 21,889,000 | PRN | SOLE | 21,889 | 0 | 0 | ||
GUIDEWIRE SOFTWARE INC | NOTE 1.250% 3/1 | 40171VAA8 | 24,500 | 21,000,000 | PRN | SOLE | 21,000 | 0 | 0 | ||
HALOZYME THERAPEUTICS INC | COM | 40637H109 | 475 | 17,715 | SH | SOLE | 17,715 | 0 | 0 | ||
HCA HEALTHCARE INC | COM | 40412C101 | 9,283 | 95,645 | SH | SOLE | 95,645 | 0 | 0 | ||
HDFC BANK LTD | SPONSORED ADS | 40415F101 | 4,219 | 92,805 | SH | SOLE | 89,005 | 0 | 3,800 | ||
HELIX ENERGY SOLUTIONS GRP I | NOTE 4.125% 9/1 | 42330PAJ6 | 7,288 | 8,312,000 | PRN | SOLE | 8,300 | 0 | 12 | ||
HENRY JACK & ASSOC INC | COM | 426281101 | 7,428 | 40,363 | SH | SOLE | 40,363 | 0 | 0 | ||
HERBALIFE LTD | NOTE 2.625% 3/1 | 42703MAD5 | 9,875 | 10,000,000 | PRN | SOLE | 10,000 | 0 | 0 | ||
HERITAGE INS HLDGS INC | NOTE 5.875% 8/0 | 42727JAB8 | 5,365 | 5,000,000 | PRN | SOLE | 5,000 | 0 | 0 | ||
HESS CORP | COM | 42809H107 | 21,425 | 413,528 | SH | SOLE | 413,528 | 0 | 0 | ||
HOME DEPOT INC | COM | 437076102 | 77,560 | 309,610 | SH | SOLE | 309,610 | 0 | 0 | ||
HONEYWELL INTL INC | COM | 438516106 | 36,117 | 249,787 | SH | SOLE | 249,720 | 0 | 67 | ||
HOPE BANCORP INC | NOTE 2.000% 5/1 | 43940TAB5 | 4,117 | 5,000,000 | PRN | SOLE | 5,000 | 0 | 0 | ||
HORIZON PHARMA INVT LTD | NOTE 2.500% 3/1 | 44052TAB7 | 735 | 380,000 | PRN | SOLE | 380 | 0 | 0 | ||
HORIZON THERAPEUTICS PUB LTD | SHS | G46188101 | 651 | 11,713 | SH | SOLE | 11,713 | 0 | 0 | ||
HP INC | COM | 40434L105 | 3,988 | 228,826 | SH | SOLE | 228,826 | 0 | 0 | ||
HUMANA INC | COM | 444859102 | 31,025 | 80,012 | SH | SOLE | 80,007 | 0 | 5 | ||
ICAD INC | COM NEW | 44934S206 | 874 | 87,518 | SH | SOLE | 87,518 | 0 | 0 | ||
II-VI INC | NOTE 0.250% 9/0 | 902104AB4 | 27,594 | 23,119,000 | PRN | SOLE | 23,109 | 0 | 10 | ||
ILLINOIS TOOL WKS INC | COM | 452308109 | 10,025 | 57,335 | SH | SOLE | 57,335 | 0 | 0 | ||
ILLUMINA INC | COM | 452327109 | 9,332 | 25,199 | SH | SOLE | 25,199 | 0 | 0 | ||
ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 28,793 | 19,383,000 | PRN | SOLE | 19,369 | 0 | 14 | ||
ILLUMINA INC | NOTE 8/1 | 452327AK5 | 175 | 160,000 | PRN | SOLE | 160 | 0 | 0 | ||
IMMUNOMEDICS INC | COM | 452907108 | 797 | 22,487 | SH | SOLE | 22,487 | 0 | 0 | ||
INFINERA CORP | NOTE 2.125% 9/0 | 45667GAC7 | 12,808 | 15,000,000 | PRN | SOLE | 15,000 | 0 | 0 | ||
INNOVIVA INC | NOTE 2.500% 8/1 | 45781MAB7 | 18,244 | 17,454,000 | PRN | SOLE | 17,454 | 0 | 0 | ||
INPHI CORP | COM | 45772F107 | 1,055 | 8,976 | SH | SOLE | 8,976 | 0 | 0 | ||
INPHI CORP | NOTE 0.750% 9/0 | 45772FAC1 | 2,750 | 1,311,000 | PRN | SOLE | 1,311 | 0 | 0 | ||
INSMED INC | NOTE 1.750% 1/1 | 457669AA7 | 8,286 | 8,500,000 | PRN | SOLE | 8,500 | 0 | 0 | ||
INSPIRE MED SYS INC | COM | 457730109 | 2,362 | 27,145 | SH | SOLE | 27,145 | 0 | 0 | ||
INSULET CORP | COM | 45784P101 | 809 | 4,164 | SH | SOLE | 4,164 | 0 | 0 | ||
INTEL CORP | COM | 458140100 | 49,525 | 827,763 | SH | SOLE | 827,763 | 0 | 0 | ||
INTERCEPT PHARMACEUTICALS IN | NOTE 3.250% 7/0 | 45845PAA6 | 3,763 | 5,000,000 | PRN | SOLE | 5,000 | 0 | 0 | ||
INTERCEPT PHARMACEUTICALS IN | NOTE 2.000% 5/1 | 45845PAB4 | 3,602 | 5,000,000 | PRN | SOLE | 5,000 | 0 | 0 | ||
INTERCONTINENTAL EXCHANGE IN | COM | 45866F104 | 3,218 | 35,135 | SH | SOLE | 35,135 | 0 | 0 | ||
INTERNATIONAL BUSINESS MACHS | COM | 459200101 | 13,128 | 108,699 | SH | SOLE | 108,699 | 0 | 0 | ||
INTERNATIONAL FLAVORS&FRAGRA | UNIT 09/15/2021 | 459506309 | 11,726 | 264,706 | SH | SOLE | 264,706 | 0 | 0 | ||
INTUIT | COM | 461202103 | 13,485 | 45,528 | SH | SOLE | 45,528 | 0 | 0 | ||
INTUITIVE SURGICAL INC | COM NEW | 46120E602 | 26,611 | 46,700 | SH | SOLE | 46,700 | 0 | 0 | ||
INVACARE CORP | NOTE 4.500% 6/0 | 461203AH4 | 2,515 | 3,000,000 | PRN | SOLE | 3,000 | 0 | 0 | ||
INVESCO QQQ TR | COM | 46090E103 | 85,422 | 345,000 | SH | Put | SOLE | 345,000 | 0 | 0 | |
IQIYI INC | NOTE 3.750%12/0 | 46267XAB4 | 10,975 | 10,000,000 | PRN | SOLE | 10,000 | 0 | 0 | ||
IQIYI INC | NOTE 2.000% 4/0 | 46267XAD0 | 21,614 | 21,711,000 | PRN | SOLE | 21,711 | 0 | 0 | ||
IRHYTHM TECHNOLOGIES INC | COM | 450056106 | 243 | 2,099 | SH | SOLE | 2,099 | 0 | 0 | ||
IRONWOOD PHARMACEUTICALS INC | DBCV 2.250% 6/1 | 46333XAD0 | 2,550 | 2,423,000 | PRN | SOLE | 2,423 | 0 | 0 | ||
ISHARES INC | MSCI MEXICO ETF | 464286822 | 4,208 | 132,000 | SH | SOLE | 132,000 | 0 | 0 | ||
ISHARES TR | CORE S&P500 ETF | 464287200 | 6,988 | 22,566 | SH | SOLE | 6,205 | 0 | 16,361 | ||
ISHARES TR | CORE US AGGBD ET | 464287226 | 707 | 5,978 | SH | SOLE | 1,743 | 0 | 4,235 | ||
ISHARES TR | IBOXX HI YD ETF | 464288513 | 2,649 | 32,450 | SH | SOLE | 32,450 | 0 | 0 | ||
ISHARES TR | MSCI EAFE ETF | 464287465 | 11,903 | 195,550 | SH | SOLE | 195,550 | 0 | 0 | ||
ISHARES TR | MSCI EMG MKT ETF | 464287234 | 8,538 | 213,500 | SH | SOLE | 213,500 | 0 | 0 | ||
ISHARES TR | MSCI UK ETF NEW | 46435G334 | 14,799 | 574,500 | SH | SOLE | 574,500 | 0 | 0 | ||
ISHARES TR | PFD AND INCM SEC | 464288687 | 1,269 | 36,625 | SH | SOLE | 36,625 | 0 | 0 | ||
ISHARES TR | COM | 464287655 | 22,980 | 160,500 | SH | Call | SOLE | 160,500 | 0 | 0 | |
ISHARES TR | COM | 464287655 | 25,772 | 180,000 | SH | Put | SOLE | 180,000 | 0 | 0 | |
ISHARES TR | RUS 2000 VAL ETF | 464287630 | 9,152 | 93,905 | SH | SOLE | 93,905 | 0 | 0 | ||
ISHARES TR | RUS MID CAP ETF | 464287499 | 472 | 8,800 | SH | SOLE | 8,800 | 0 | 0 | ||
ISHARES TR | RUS TOP 200 ETF | 464289446 | 267 | 3,600 | SH | SOLE | 3,600 | 0 | 0 | ||
ISIS PHARMACEUTICALS INC DEL | NOTE 1.000%11/1 | 464337AJ3 | 1,934 | 1,750,000 | PRN | SOLE | 1,750 | 0 | 0 | ||
ISTAR INC | NOTE 3.125% 9/1 | 45031UCB5 | 7,992 | 7,500,000 | PRN | SOLE | 7,500 | 0 | 0 | ||
ITAMAR MED LTD | SPONSORED ADS | 465437101 | 391 | 21,042 | SH | SOLE | 21,042 | 0 | 0 | ||
ITAU UNIBANCO HLDG S A | SPON ADR REP PFD | 465562106 | 1,205 | 256,900 | SH | SOLE | 256,900 | 0 | 0 | ||
J2 GLOBAL INC | NOTE 3.250% 6/1 | 48123VAC6 | 30,038 | 27,500,000 | PRN | SOLE | 27,500 | 0 | 0 | ||
JAZZ INVESTMENTS I LTD | NOTE 1.875% 8/1 | 472145AB7 | 464 | 475,000 | PRN | SOLE | 475 | 0 | 0 | ||
JD.COM INC | SPON ADR CL A | 47215P106 | 1,661 | 27,597 | SH | SOLE | 27,597 | 0 | 0 | ||
JOHNSON & JOHNSON | COM | 478160104 | 85,312 | 606,642 | SH | SOLE | 606,642 | 0 | 0 | ||
JOHNSON CTLS INTL PLC | SHS | G51502105 | 5,375 | 157,427 | SH | SOLE | 157,427 | 0 | 0 | ||
JPMORGAN CHASE & CO | COM | 46625H100 | 111,049 | 1,180,616 | SH | SOLE | 1,175,249 | 0 | 5,367 | ||
KARYOPHARM THERAPEUTICS INC | COM | 48576U106 | 293 | 15,482 | SH | SOLE | 15,482 | 0 | 0 | ||
KELLOGG CO | COM | 487836108 | 7,215 | 109,220 | SH | SOLE | 109,220 | 0 | 0 | ||
KEYCORP | COM | 493267108 | 2,755 | 226,225 | SH | SOLE | 226,225 | 0 | 0 | ||
KIMBERLY CLARK CORP | COM | 494368103 | 11,506 | 81,404 | SH | SOLE | 81,404 | 0 | 0 | ||
KINDER MORGAN INC DEL | COM | 49456B101 | 15,657 | 1,032,122 | SH | SOLE | 1,032,122 | 0 | 0 | ||
KINSALE CAP GROUP INC | COM | 49714P108 | 508 | 3,275 | SH | SOLE | 3,275 | 0 | 0 | ||
KNIGHT SWIFT TRANSN HLDGS IN | CL A | 499049104 | 1,104 | 26,474 | SH | SOLE | 26,474 | 0 | 0 | ||
KRAFT HEINZ CO | COM | 500754106 | 6,004 | 188,259 | SH | SOLE | 188,259 | 0 | 0 | ||
KROGER CO | COM | 501044101 | 6,620 | 195,574 | SH | SOLE | 195,574 | 0 | 0 | ||
L3HARRIS TECHNOLOGIES INC | COM | 502431109 | 36,315 | 214,035 | SH | SOLE | 212,094 | 0 | 1,941 | ||
LABORATORY CORP AMER HLDGS | COM NEW | 50540R409 | 19,308 | 116,238 | SH | SOLE | 116,152 | 0 | 86 | ||
LAM RESEARCH CORP | COM | 512807108 | 44,606 | 137,902 | SH | SOLE | 137,266 | 0 | 636 | ||
LAM RESEARCH CORP | COM | 512807108 | 13,585 | 42,000 | SH | Call | SOLE | 42,000 | 0 | 0 | |
LANDCADIA HLDGS II INC | CL A | 51476X105 | 570 | 34,879 | SH | SOLE | 34,879 | 0 | 0 | ||
LAS VEGAS SANDS CORP | COM | 517834107 | 7,063 | 155,101 | SH | SOLE | 155,101 | 0 | 0 | ||
LATTICE SEMICONDUCTOR CORP | COM | 518415104 | 1,166 | 41,064 | SH | SOLE | 41,064 | 0 | 0 | ||
LAUDER ESTEE COS INC | CL A | 518439104 | 8,569 | 45,418 | SH | SOLE | 44,940 | 0 | 478 | ||
LEGGETT & PLATT INC | COM | 524660107 | 3,448 | 98,081 | SH | SOLE | 98,081 | 0 | 0 | ||
LENDINGTREE INC NEW | NOTE 0.625% 6/0 | 52603BAA5 | 37,328 | 25,000,000 | PRN | SOLE | 25,000 | 0 | 0 | ||
LENNAR CORP | CL A | 526057104 | 2,375 | 38,550 | SH | SOLE | 38,550 | 0 | 0 | ||
LGI HOMES INC | COM | 50187T106 | 2,070 | 23,513 | SH | SOLE | 23,513 | 0 | 0 | ||
LHC GROUP INC | COM | 50187A107 | 1,378 | 7,903 | SH | SOLE | 7,903 | 0 | 0 | ||
LIBERTY MEDIA CORP | DEB 3.750% 2/1 | 530715AL5 | 3,331 | 4,889,000 | PRN | SOLE | 4,880 | 0 | 9 | ||
LIBERTY MEDIA CORP | DEB 4.000%11/1 | 530715AG6 | 2,763 | 4,037,596 | PRN | SOLE | 4,022 | 0 | 15 | ||
LIBERTY MEDIA CORP DEL | DEB 2.250% 9/3 | 531229AE2 | 15,054 | 31,126,000 | PRN | SOLE | 31,107 | 0 | 19 | ||
LIBERTY MEDIA CORP DEL | NOTE 1.375%10/1 | 531229AB8 | 37,926 | 35,952,000 | PRN | SOLE | 35,931 | 0 | 21 | ||
LIBERTY MEDIA CORP DEL | NOTE 1.000% 1/3 | 531229AF9 | 33,555 | 30,681,000 | PRN | SOLE | 30,663 | 0 | 18 | ||
LIGAND PHARMACEUTICALS INC | NOTE 0.750% 5/1 | 53220KAF5 | 8,730 | 10,000,000 | PRN | SOLE | 10,000 | 0 | 0 | ||
LILLY ELI & CO | COM | 532457108 | 56,125 | 341,850 | SH | SOLE | 340,473 | 0 | 1,377 | ||
LINDE PLC | SHS | G5494J103 | 80,981 | 381,787 | SH | SOLE | 379,654 | 0 | 2,133 | ||
LITHIA MTRS INC | CL A | 536797103 | 3,402 | 22,479 | SH | SOLE | 22,479 | 0 | 0 | ||
LIVE NATION ENTERTAINMENT IN | COM | 538034109 | 10,108 | 228,006 | SH | SOLE | 225,103 | 0 | 2,903 | ||
LIVE NATION ENTERTAINMENT IN | NOTE 2.500% 3/1 | 538034AQ2 | 6,923 | 6,781,000 | PRN | SOLE | 6,697 | 0 | 84 | ||
LIVEPERSON INC | NOTE 0.750% 3/0 | 538146AB7 | 9,335 | 7,500,000 | PRN | SOLE | 7,500 | 0 | 0 | ||
LOCKHEED MARTIN CORP | COM | 539830109 | 31,744 | 86,990 | SH | SOLE | 86,990 | 0 | 0 | ||
LOGMEIN INC | COM | 54142L109 | 1,068 | 12,601 | SH | SOLE | 12,601 | 0 | 0 | ||
LOVESAC COMPANY | COM | 54738L109 | 250 | 9,531 | SH | SOLE | 9,531 | 0 | 0 | ||
LOWES COS INC | COM | 548661107 | 46,906 | 347,140 | SH | SOLE | 345,890 | 0 | 1,250 | ||
LPL FINL HLDGS INC | COM | 50212V100 | 2,301 | 29,355 | SH | SOLE | 29,355 | 0 | 0 | ||
LULULEMON ATHLETICA INC | COM | 550021109 | 34,821 | 111,602 | SH | SOLE | 109,960 | 0 | 1,642 | ||
LUMENTUM HLDGS INC | NOTE 0.250% 3/1 | 55024UAB5 | 1,956 | 1,340,000 | PRN | SOLE | 1,340 | 0 | 0 | ||
LUNA INNOVATIONS | COM | 550351100 | 65 | 11,136 | SH | SOLE | 11,136 | 0 | 0 | ||
LYFT INC | CL A COM | 55087P104 | 30,252 | 916,460 | SH | SOLE | 907,485 | 0 | 8,975 | ||
M & T BK CORP | COM | 55261F104 | 4,656 | 44,786 | SH | SOLE | 44,786 | 0 | 0 | ||
MAGELLAN MIDSTREAM PRTNRS LP | COM UNIT RP LP | 559080106 | 3,002 | 69,540 | SH | SOLE | 69,540 | 0 | 0 | ||
MALIBU BOATS INC | COM CL A | 56117J100 | 1,007 | 19,376 | SH | SOLE | 19,376 | 0 | 0 | ||
MARATHON PETE CORP | COM | 56585A102 | 26,754 | 715,734 | SH | SOLE | 715,706 | 0 | 28 | ||
MARRIOTT VACTINS WORLDWID CO | NOTE 1.500% 9/1 | 57164YAB3 | 346 | 374,000 | PRN | SOLE | 374 | 0 | 0 | ||
MARSH & MCLENNAN COS INC | COM | 571748102 | 40,434 | 376,585 | SH | SOLE | 374,898 | 0 | 1,687 | ||
MARVELL TECHNOLOGY GROUP LTD | ORD | G5876H105 | 23,054 | 657,555 | SH | SOLE | 651,034 | 0 | 6,521 | ||
MASCO CORP | COM | 574599106 | 36,552 | 727,980 | SH | SOLE | 721,468 | 0 | 6,512 | ||
MASIMO CORP | COM | 574795100 | 799 | 3,504 | SH | SOLE | 3,504 | 0 | 0 | ||
MASTERCARD INCORPORATED | CL A | 57636Q104 | 68,605 | 232,008 | SH | SOLE | 231,271 | 0 | 737 | ||
MCDONALDS CORP | COM | 580135101 | 49,875 | 270,370 | SH | SOLE | 268,535 | 0 | 1,835 | ||
MCKESSON CORP | COM | 58155Q103 | 6,457 | 42,086 | SH | SOLE | 42,086 | 0 | 0 | ||
MEDTRONIC PLC | SHS | G5960L103 | 38,309 | 417,769 | SH | SOLE | 417,697 | 0 | 72 | ||
MERCADOLIBRE INC | COM | 58733R102 | 3,769 | 3,823 | SH | SOLE | 3,823 | 0 | 0 | ||
MERCADOLIBRE INC | NOTE 2.000% 8/1 | 58733RAD4 | 63,037 | 27,500,000 | PRN | SOLE | 27,500 | 0 | 0 | ||
MERCK & CO. INC | COM | 58933Y105 | 53,004 | 685,429 | SH | SOLE | 685,340 | 0 | 89 | ||
MERCURY SYS INC | COM | 589378108 | 499 | 6,344 | SH | SOLE | 6,344 | 0 | 0 | ||
MESA LABS INC | NOTE 1.375% 8/1 | 59064RAA7 | 4,959 | 5,000,000 | PRN | SOLE | 5,000 | 0 | 0 | ||
METLIFE INC | COM | 59156R108 | 4,944 | 135,376 | SH | SOLE | 135,376 | 0 | 0 | ||
MGM GROWTH PPTYS LLC | CL A COM | 55303A105 | 5,218 | 191,780 | SH | SOLE | 191,780 | 0 | 0 | ||
MGM RESORTS INTERNATIONAL | COM | 552953101 | 9,835 | 585,394 | SH | SOLE | 585,394 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC. | NOTE 1.625% 2/1 | 595017AD6 | 44,502 | 20,000,000 | PRN | SOLE | 20,000 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC. | NOTE 1.625% 2/1 | 595017AF1 | 86,242 | 58,393,000 | PRN | SOLE | 58,337 | 0 | 56 | ||
MICROCHIP TECHNOLOGY INC. | NOTE 2.250% 2/1 | 595017AH7 | 10,951 | 7,500,000 | PRN | SOLE | 7,500 | 0 | 0 | ||
MICRON TECHNOLOGY INC | COM | 595112103 | 47,043 | 913,096 | SH | SOLE | 906,721 | 0 | 6,375 | ||
MICRON TECHNOLOGY INC | NOTE 3.125% 5/0 | 595112AX1 | 90,497 | 17,475,000 | PRN | SOLE | 17,475 | 0 | 0 | ||
MICROSOFT CORP | COM | 594918104 | 547,705 | 2,691,294 | SH | SOLE | 2,680,009 | 0 | 11,285 | ||
MID-AMER APT CMNTYS INC | COM | 59522J103 | 6,250 | 54,503 | SH | SOLE | 54,503 | 0 | 0 | ||
MODERNA INC | COM | 60770K107 | 665 | 10,364 | SH | SOLE | 10,364 | 0 | 0 | ||
MOHAWK INDS INC | COM | 608190104 | 4,031 | 39,608 | SH | SOLE | 39,608 | 0 | 0 | ||
MOLINA HEALTHCARE INC | COM | 60855R100 | 1,614 | 9,069 | SH | SOLE | 9,069 | 0 | 0 | ||
MOMENTA PHARMACEUTICALS INC | COM | 60877T100 | 261 | 7,831 | SH | SOLE | 7,831 | 0 | 0 | ||
MOMO INC | NOTE 1.250% 7/0 | 60879BAB3 | 10,738 | 13,908,000 | PRN | SOLE | 13,908 | 0 | 0 | ||
MONDELEZ INTL INC | CL A | 609207105 | 29,005 | 567,277 | SH | SOLE | 567,277 | 0 | 0 | ||
MONGODB INC | CL A | 60937P106 | 1,672 | 7,385 | SH | SOLE | 7,385 | 0 | 0 | ||
MONGODB INC | NOTE 0.750% 6/1 | 60937PAB2 | 9,943 | 3,000,000 | PRN | SOLE | 3,000 | 0 | 0 | ||
MONOLITHIC PWR SYS INC | COM | 609839105 | 943 | 3,979 | SH | SOLE | 3,979 | 0 | 0 | ||
MONSTER BEVERAGE CORP NEW | COM | 61174X109 | 5,864 | 84,588 | SH | SOLE | 84,588 | 0 | 0 | ||
MORGAN STANLEY | COM NEW | 617446448 | 27,779 | 575,128 | SH | SOLE | 575,128 | 0 | 0 | ||
MYOKARDIA INC | COM | 62857M105 | 1,488 | 15,403 | SH | SOLE | 15,403 | 0 | 0 | ||
NABORS INDS INC NEW | NOTE 0.750% 1/1 | 62957HAB1 | 11,431 | 31,565,000 | PRN | SOLE | 31,565 | 0 | 0 | ||
NATERA INC | COM | 632307104 | 422 | 8,459 | SH | SOLE | 8,459 | 0 | 0 | ||
NETFLIX INC | COM | 64110L106 | 49,684 | 109,186 | SH | SOLE | 109,186 | 0 | 0 | ||
NEUROCRINE BIOSCIENCES INC | NOTE 2.250% 5/1 | 64125CAD1 | 35,286 | 21,268,000 | PRN | SOLE | 21,260 | 0 | 8 | ||
NEVRO CORP | NOTE 2.750% 4/0 | 64157FAC7 | 685 | 501,000 | PRN | SOLE | 501 | 0 | 0 | ||
NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 16,572 | 17,013,000 | PRN | SOLE | 17,013 | 0 | 0 | ||
NEWELL BRANDS INC | COM | 651229106 | 278 | 17,525 | SH | SOLE | 17,525 | 0 | 0 | ||
NEWMONT CORP | COM | 651639106 | 8,494 | 137,578 | SH | SOLE | 137,578 | 0 | 0 | ||
NEXTERA ENERGY INC | COM | 65339F101 | 16,297 | 67,855 | SH | SOLE | 67,804 | 0 | 51 | ||
NEXTERA ENERGY INC | UNIT 09/01/2022S | 65339F796 | 85,293 | 1,757,172 | SH | SOLE | 1,752,200 | 0 | 4,972 | ||
NEXTERA ENERGY INC | UNIT 99/99/9999 | 65339F770 | 18,716 | 440,890 | SH | SOLE | 440,530 | 0 | 360 | ||
NICE LTD | SPONSORED ADR | 653656108 | 1,014 | 5,360 | SH | SOLE | 5,360 | 0 | 0 | ||
NICE SYS INC | NOTE 1.250% 1/1 | 65366HAB9 | 45,904 | 20,000,000 | PRN | SOLE | 20,000 | 0 | 0 | ||
NIKE INC | CL B | 654106103 | 60,689 | 618,963 | SH | SOLE | 615,627 | 0 | 3,336 | ||
NIO INC | SPON ADS | 62914V106 | 639 | 82,800 | SH | SOLE | 82,800 | 0 | 0 | ||
NISOURCE INC | COM | 65473P105 | 4,570 | 200,948 | SH | SOLE | 200,948 | 0 | 0 | ||
NOBLE CORP PLC | SHS USD | G65431101 | 8 | 24,000 | SH | SOLE | 24,000 | 0 | 0 | ||
NOKIA CORP | SPONSORED ADR | 654902204 | 6,688 | 1,520,000 | SH | SOLE | 1,520,000 | 0 | 0 | ||
NOODLES & CO | COM CL A | 65540B105 | 133 | 22,016 | SH | SOLE | 22,016 | 0 | 0 | ||
NORFOLK SOUTHERN CORP | COM | 655844108 | 6,333 | 36,069 | SH | SOLE | 36,069 | 0 | 0 | ||
NORTHERN TR CORP | COM | 665859104 | 9,214 | 116,139 | SH | SOLE | 116,139 | 0 | 0 | ||
NORTHROP GRUMMAN CORP | COM | 666807102 | 32,333 | 105,169 | SH | SOLE | 105,164 | 0 | 5 | ||
NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 3,001 | 295,000 | PRN | SOLE | 292 | 0 | 3 | ||
NOVO-NORDISK A S | ADR | 670100205 | 22,699 | 346,663 | SH | SOLE | 341,843 | 0 | 4,820 | ||
NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 8,017 | 7,906,000 | PRN | SOLE | 7,906 | 0 | 0 | ||
NUANCE COMMUNICATIONS INC | DBCV 1.000%12/1 | 67020YAK6 | 23,898 | 20,229,000 | PRN | SOLE | 20,229 | 0 | 0 | ||
NUANCE COMMUNICATIONS INC | DEBT 1.500%11/0 | 67020YAG5 | 123 | 95,000 | PRN | SOLE | 95 | 0 | 0 | ||
NUCOR CORP | COM | 670346105 | 3,396 | 82,000 | SH | SOLE | 82,000 | 0 | 0 | ||
NUTANIX INC | NOTE 1/1 | 67059NAB4 | 11,134 | 12,500,000 | PRN | SOLE | 12,500 | 0 | 0 | ||
NUVASIVE INC | NOTE 2.250% 3/1 | 670704AG0 | 26,732 | 24,293,000 | PRN | SOLE | 24,293 | 0 | 0 | ||
NVIDIA CORPORATION | COM | 67066G104 | 111,570 | 293,674 | SH | SOLE | 292,249 | 0 | 1,425 | ||
OASIS PETROLEUM INC | NOTE 2.625% 9/1 | 674215AJ7 | 793 | 5,000,000 | PRN | SOLE | 5,000 | 0 | 0 | ||
OCCIDENTAL PETE CORP | COM | 674599105 | 2,715 | 148,381 | SH | SOLE | 148,381 | 0 | 0 | ||
OIL STS INTL INC | NOTE 1.500% 2/1 | 678026AH8 | 7,979 | 15,558,000 | PRN | SOLE | 15,558 | 0 | 0 | ||
OLD DOMINION FREIGHT LINE IN | COM | 679580100 | 1,186 | 6,996 | SH | SOLE | 6,996 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 5,734 | 4,907,000 | PRN | SOLE | 4,894 | 0 | 13 | ||
ON SEMICONDUCTOR CORP | NOTE 1.625%10/1 | 682189AP0 | 21,843 | 17,940,000 | PRN | SOLE | 17,940 | 0 | 0 | ||
ONEOK INC NEW | COM | 682680103 | 3,088 | 92,949 | SH | SOLE | 92,949 | 0 | 0 | ||
ONEWATER MARINE INC | CL A COM | 68280L101 | 318 | 13,113 | SH | SOLE | 13,113 | 0 | 0 | ||
OPKO HEALTH INC | NOTE 4.500% 2/1 | 68375NAD5 | 5,218 | 5,000,000 | PRN | SOLE | 5,000 | 0 | 0 | ||
ORACLE CORP | COM | 68389X105 | 19,551 | 353,744 | SH | SOLE | 353,744 | 0 | 0 | ||
OREILLY AUTOMOTIVE INC | COM | 67103H107 | 8,291 | 19,662 | SH | SOLE | 19,662 | 0 | 0 | ||
OSI SYSTEMS INC | NOTE 1.250% 9/0 | 671044AD7 | 9,632 | 10,000,000 | PRN | SOLE | 10,000 | 0 | 0 | ||
OTIS WORLDWIDE CORP | COM | 68902V107 | 3,441 | 60,511 | SH | SOLE | 60,511 | 0 | 0 | ||
PACCAR INC | COM | 693718108 | 7,126 | 95,204 | SH | SOLE | 95,204 | 0 | 0 | ||
PACIRA BIOSCIENCES | NOTE 2.375% 4/0 | 695127AD2 | 11,984 | 10,929,000 | PRN | SOLE | 10,929 | 0 | 0 | ||
PAGERDUTY INC | COM | 69553P100 | 927 | 32,400 | SH | SOLE | 32,400 | 0 | 0 | ||
PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 77,655 | 72,036,000 | PRN | SOLE | 72,016 | 0 | 20 | ||
PALOMAR HLDGS INC | COM | 69753M105 | 2,970 | 34,626 | SH | SOLE | 34,626 | 0 | 0 | ||
PAYCHEX INC | COM | 704326107 | 6,429 | 84,868 | SH | SOLE | 84,868 | 0 | 0 | ||
PAYCOM SOFTWARE INC | COM | 70432V102 | 700 | 2,260 | SH | SOLE | 2,260 | 0 | 0 | ||
PAYPAL HLDGS INC | COM | 70450Y103 | 57,735 | 331,371 | SH | SOLE | 329,262 | 0 | 2,109 | ||
PDC ENERGY INC | NOTE 1.125% 9/1 | 69327RAD3 | 8,495 | 9,250,000 | PRN | SOLE | 9,250 | 0 | 0 | ||
PEGASYSTEMS INC | COM | 705573103 | 969 | 9,573 | SH | SOLE | 9,573 | 0 | 0 | ||
PENN NATL GAMING INC | NOTE 2.750% 5/1 | 707569AU3 | 9,545 | 6,357,000 | PRN | SOLE | 6,247 | 0 | 110 | ||
PENTAIR PLC | SHS | G7S00T104 | 4,274 | 112,492 | SH | SOLE | 112,492 | 0 | 0 | ||
PEPSICO INC | COM | 713448108 | 45,015 | 340,355 | SH | SOLE | 340,355 | 0 | 0 | ||
PFIZER INC | COM | 717081103 | 46,047 | 1,408,169 | SH | SOLE | 1,408,130 | 0 | 39 | ||
PHILIP MORRIS INTL INC | COM | 718172109 | 25,305 | 361,184 | SH | SOLE | 361,184 | 0 | 0 | ||
PHILLIPS 66 | COM | 718546104 | 4,691 | 65,241 | SH | SOLE | 65,241 | 0 | 0 | ||
PHREESIA INC | COM | 71944F106 | 699 | 24,702 | SH | SOLE | 24,702 | 0 | 0 | ||
PING IDENTITY HLDG CORP | COM | 72341T103 | 1,689 | 52,647 | SH | SOLE | 52,647 | 0 | 0 | ||
PIONEER NAT RES CO | COM | 723787107 | 10,830 | 110,854 | SH | SOLE | 110,843 | 0 | 11 | ||
PLANET FITNESS INC | CL A | 72703H101 | 1,185 | 19,569 | SH | SOLE | 19,569 | 0 | 0 | ||
PLURALSIGHT INC | NOTE 0.375% 3/0 | 72941BAB2 | 9,458 | 10,693,000 | PRN | SOLE | 10,693 | 0 | 0 | ||
POOL CORPORATION | COM | 73278L105 | 1,277 | 4,696 | SH | SOLE | 4,696 | 0 | 0 | ||
PPG INDS INC | COM | 693506107 | 11,323 | 106,759 | SH | SOLE | 106,759 | 0 | 0 | ||
PRA GROUP INC | NOTE 3.500% 6/0 | 69354NAB2 | 5,164 | 5,000,000 | PRN | SOLE | 5,000 | 0 | 0 | ||
PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 5,175 | 4,859,000 | PRN | SOLE | 4,859 | 0 | 0 | ||
PROCTER AND GAMBLE CO | COM | 742718109 | 76,586 | 640,510 | SH | SOLE | 640,510 | 0 | 0 | ||
PROLOGIS INC. | COM | 74340W103 | 7,994 | 85,658 | SH | SOLE | 85,658 | 0 | 0 | ||
PROSPECT CAP CORP | NOTE 4.950% 7/1 | 74348TAR3 | 4,674 | 4,884,000 | PRN | SOLE | 4,855 | 0 | 29 | ||
PROVENTION BIO INC | COM | 74374N102 | 606 | 42,937 | SH | SOLE | 42,937 | 0 | 0 | ||
PRUDENTIAL FINL INC | COM | 744320102 | 3,283 | 53,911 | SH | SOLE | 53,911 | 0 | 0 | ||
PUBLIC STORAGE | COM | 74460D109 | 5,759 | 30,013 | SH | SOLE | 30,013 | 0 | 0 | ||
PUBLIC SVC ENTERPRISE GRP IN | COM | 744573106 | 6,201 | 126,147 | SH | SOLE | 126,147 | 0 | 0 | ||
PULTE GROUP INC | COM | 745867101 | 245 | 7,200 | SH | SOLE | 7,200 | 0 | 0 | ||
PURE STORAGE INC | NOTE 0.125% 4/1 | 74624MAB8 | 9,890 | 10,000,000 | PRN | SOLE | 10,000 | 0 | 0 | ||
PURPLE INNOVATION INC | COM | 74640Y106 | 760 | 42,200 | SH | SOLE | 42,200 | 0 | 0 | ||
PVH CORPORATION | COM | 693656100 | 1,899 | 39,519 | SH | SOLE | 39,519 | 0 | 0 | ||
Q2 HLDGS INC | NOTE 0.750% 2/1 | 74736LAB5 | 24,768 | 15,719,000 | PRN | SOLE | 15,719 | 0 | 0 | ||
Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 17,822 | 15,831,000 | PRN | SOLE | 15,822 | 0 | 9 | ||
QUALCOMM INC | COM | 747525103 | 23,876 | 261,767 | SH | SOLE | 261,767 | 0 | 0 | ||
QUEST DIAGNOSTICS INC | COM | 74834L100 | 6,243 | 54,781 | SH | SOLE | 54,781 | 0 | 0 | ||
QUIDEL CORP | COM | 74838J101 | 760 | 3,396 | SH | SOLE | 3,396 | 0 | 0 | ||
QUIDEL CORP | NOTE 3.250%12/1 | 74838JAA9 | 46,582 | 6,661,000 | PRN | SOLE | 6,661 | 0 | 0 | ||
QUOTIENT TECHNOLOGY INC | NOTE 1.750%12/0 | 749119AB9 | 6,323 | 7,000,000 | PRN | SOLE | 7,000 | 0 | 0 | ||
RADIUS HEALTH INC | NOTE 3.000% 9/0 | 750469AA6 | 3,708 | 5,000,000 | PRN | SOLE | 5,000 | 0 | 0 | ||
RAPID7 INC | NOTE 1.250% 8/0 | 753422AB0 | 6,738 | 5,000,000 | PRN | SOLE | 5,000 | 0 | 0 | ||
RAYTHEON TECHNOLOGIES CORP | COM | 75513E101 | 50,377 | 817,539 | SH | SOLE | 814,049 | 0 | 3,490 | ||
REALPAGE INC | NOTE 1.500%11/1 | 75606NAB5 | 32,269 | 20,000,000 | PRN | SOLE | 20,000 | 0 | 0 | ||
REALTY INCOME CORP | COM | 756109104 | 6,191 | 104,050 | SH | SOLE | 104,050 | 0 | 0 | ||
REDFIN CORP | COM | 75737F108 | 2,687 | 64,110 | SH | SOLE | 64,110 | 0 | 0 | ||
REGENCY CTRS CORP | COM | 758849103 | 3,895 | 84,868 | SH | SOLE | 84,868 | 0 | 0 | ||
REGENERON PHARMACEUTICALS | COM | 75886F107 | 6,947 | 11,140 | SH | SOLE | 11,140 | 0 | 0 | ||
RENEWABLE ENERGY GROUP INC | NOTE 4.000% 6/1 | 75972AAC7 | 9,539 | 4,000,000 | PRN | SOLE | 4,000 | 0 | 0 | ||
REPLIGEN CORP | COM | 759916109 | 511 | 4,138 | SH | SOLE | 4,138 | 0 | 0 | ||
REPLIGEN CORP | NOTE 0.375% 7/1 | 759916AB5 | 35,501 | 28,054,000 | PRN | SOLE | 27,955 | 0 | 99 | ||
RETROPHIN INC | NOTE 2.500% 9/1 | 761299AB2 | 4,106 | 5,000,000 | PRN | SOLE | 5,000 | 0 | 0 | ||
REVANCE THERAPEUTICS INC | COM | 761330109 | 420 | 17,184 | SH | SOLE | 17,184 | 0 | 0 | ||
RH | NOTE 6/1 | 74967XAA1 | 5,775 | 4,121,000 | PRN | SOLE | 4,111 | 0 | 10 | ||
RINGCENTRAL INC | CL A | 76680R206 | 5,956 | 20,896 | SH | SOLE | 20,896 | 0 | 0 | ||
RINGCENTRAL INC | NOTE 3/1 | 76680RAD9 | 97,495 | 28,009,000 | PRN | SOLE | 28,000 | 0 | 9 | ||
ROKU INC | COM CL A | 77543R102 | 460 | 3,950 | SH | SOLE | 3,950 | 0 | 0 | ||
ROSS STORES INC | COM | 778296103 | 7,038 | 82,568 | SH | SOLE | 82,568 | 0 | 0 | ||
ROYAL CARIBBEAN CRUISES LTD | COM | V7780T103 | 26,547 | 527,777 | SH | SOLE | 524,695 | 0 | 3,082 | ||
ROYAL DUTCH SHELL PLC | SPONS ADR A | 780259206 | 8,173 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
S&P GLOBAL INC | COM | 78409V104 | 15,445 | 46,877 | SH | SOLE | 46,877 | 0 | 0 | ||
SAIA INC | COM | 78709Y105 | 626 | 5,631 | SH | SOLE | 5,631 | 0 | 0 | ||
SALESFORCE COM INC | COM | 79466L302 | 68,648 | 366,452 | SH | SOLE | 365,494 | 0 | 958 | ||
SAPIENS INTL CORP N V | SHS | G7T16G103 | 443 | 15,822 | SH | SOLE | 15,822 | 0 | 0 | ||
SAREPTA THERAPEUTICS INC | DBCV 1.500%11/1 | 803607AB6 | 57,829 | 25,136,000 | PRN | SOLE | 25,130 | 0 | 6 | ||
SCHLUMBERGER LTD | COM | 806857108 | 9,290 | 505,149 | SH | SOLE | 505,149 | 0 | 0 | ||
SCHRODINGER INC | COM | 80810D103 | 1,986 | 21,688 | SH | SOLE | 21,688 | 0 | 0 | ||
SCHWAB CHARLES CORP | COM | 808513105 | 16,158 | 478,898 | SH | SOLE | 475,667 | 0 | 3,231 | ||
SCHWAB STRATEGIC TR | US MID-CAP ETF | 808524508 | 389 | 7,400 | SH | SOLE | 0 | 0 | 7,400 | ||
SCHWAB STRATEGIC TR | US LRG CAP ETF | 808524201 | 834 | 11,261 | SH | SOLE | 0 | 0 | 11,261 | ||
SCORPIO TANKERS INC | NOTE 3.000% 5/1 | 80918TAB5 | 3,392 | 3,925,000 | PRN | SOLE | 3,845 | 0 | 80 | ||
SEA LTD | SPONSORED ADS | 81141R100 | 6,399 | 59,671 | SH | SOLE | 59,671 | 0 | 0 | ||
SEA LTD | NOTE 2.250% 7/0 | 81141RAB6 | 54,184 | 10,000,000 | PRN | SOLE | 10,000 | 0 | 0 | ||
SEACOR HOLDINGS INC | NOTE 3.250% 5/1 | 811904AN1 | 2,885 | 4,000,000 | PRN | SOLE | 4,000 | 0 | 0 | ||
SEATTLE GENETICS INC | COM | 812578102 | 692 | 4,072 | SH | SOLE | 4,072 | 0 | 0 | ||
SELECTQUOTE INC | COM | 816307300 | 648 | 25,595 | SH | SOLE | 25,595 | 0 | 0 | ||
SEMPRA ENERGY | 6% PFD CONV A | 816851406 | 63,139 | 646,054 | SH | SOLE | 645,941 | 0 | 113 | ||
SEMPRA ENERGY | 6.75% CNV PFD B | 816851505 | 31,287 | 318,407 | SH | SOLE | 318,263 | 0 | 144 | ||
SERVICENOW INC | COM | 81762P102 | 11,517 | 28,434 | SH | SOLE | 28,039 | 0 | 395 | ||
SERVICENOW INC | COM | 81762P102 | 7,251 | 17,900 | SH | Call | SOLE | 17,900 | 0 | 0 | |
SERVICENOW INC | NOTE 6/0 | 81762PAC6 | 151,343 | 50,393,000 | PRN | SOLE | 50,381 | 0 | 12 | ||
SHERWIN WILLIAMS CO | COM | 824348106 | 7,638 | 13,218 | SH | SOLE | 13,218 | 0 | 0 | ||
SHOPIFY INC | CL A | 82509L107 | 3,918 | 4,128 | SH | SOLE | 4,128 | 0 | 0 | ||
SHYFT GROUP INC | COM | 825698103 | 840 | 49,859 | SH | SOLE | 49,859 | 0 | 0 | ||
SILICON LABORATORIES INC | NOTE 1.375% 3/0 | 826919AB8 | 1,264 | 1,046,000 | PRN | SOLE | 1,046 | 0 | 0 | ||
SILICON MOTION TECHNOLOGY CO | SPONSORED ADR | 82706C108 | 569 | 11,668 | SH | SOLE | 11,668 | 0 | 0 | ||
SIMON PPTY GROUP INC NEW | COM | 828806109 | 4,707 | 68,842 | SH | SOLE | 68,842 | 0 | 0 | ||
SITIME CORP | COM | 82982T106 | 911 | 19,205 | SH | SOLE | 19,205 | 0 | 0 | ||
SKYWORKS SOLUTIONS INC | COM | 83088M102 | 5,626 | 44,000 | SH | SOLE | 44,000 | 0 | 0 | ||
SLACK TECHNOLOGIES INC | COM CL A | 83088V102 | 9,980 | 321,003 | SH | SOLE | 316,646 | 0 | 4,357 | ||
SLM CORP | COM | 78442P106 | 8,789 | 1,250,237 | SH | SOLE | 1,233,288 | 0 | 16,949 | ||
SONY CORP | SPONSORED ADR | 835699307 | 1,514 | 21,900 | SH | SOLE | 21,900 | 0 | 0 | ||
SOUTH JERSEY INDS INC | UNIT 99/99/9999 | 838518116 | 4,140 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
SOUTHERN CO | COM | 842587107 | 9,390 | 181,099 | SH | SOLE | 181,099 | 0 | 0 | ||
SOUTHERN CO | UNIT 08/01/2022 | 842587602 | 17,624 | 400,000 | SH | SOLE | 400,000 | 0 | 0 | ||
SOUTHWEST AIRLS CO | COM | 844741108 | 15,804 | 462,371 | SH | SOLE | 457,334 | 0 | 5,037 | ||
SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 116,137 | 96,869,000 | PRN | SOLE | 96,701 | 0 | 168 | ||
SOUTHWESTERN ENERGY CO | COM | 845467109 | 2,692 | 1,051,465 | SH | SOLE | 1,051,465 | 0 | 0 | ||
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 248 | 803 | SH | SOLE | 0 | 0 | 803 | ||
SPDR S&P 500 ETF TR | COM | 78462F103 | 18,964 | 61,500 | SH | Call | SOLE | 61,500 | 0 | 0 | |
SPDR S&P 500 ETF TR | COM | 78462F103 | 112,243 | 364,000 | SH | Put | SOLE | 364,000 | 0 | 0 | |
SPDR SER TR | BLOOMBERG BRCLYS | 78468R622 | 12,543 | 123,992 | SH | SOLE | 123,992 | 0 | 0 | ||
SPIRIT AIRLS INC | NOTE 4.750% 5/1 | 848577AA0 | 15,044 | 10,000,000 | PRN | SOLE | 10,000 | 0 | 0 | ||
SPIRIT RLTY CAP INC NEW | NOTE 3.750% 5/1 | 84860WAB8 | 1,448 | 1,459,000 | PRN | SOLE | 1,459 | 0 | 0 | ||
SPLUNK INC | COM | 848637104 | 752 | 3,784 | SH | SOLE | 3,784 | 0 | 0 | ||
SPLUNK INC | NOTE 0.500% 9/1 | 848637AC8 | 52,582 | 36,623,000 | PRN | SOLE | 36,623 | 0 | 0 | ||
SPLUNK INC | NOTE 1.125% 9/1 | 848637AD6 | 58,648 | 39,878,000 | PRN | SOLE | 39,849 | 0 | 29 | ||
SPORTSMANS WHSE HLDGS INC | COM | 84920Y106 | 2,089 | 146,577 | SH | SOLE | 146,577 | 0 | 0 | ||
SPROUT SOCIAL INC | COM CL A | 85209W109 | 1,510 | 55,931 | SH | SOLE | 55,931 | 0 | 0 | ||
SQUARE INC | CL A | 852234103 | 897 | 8,550 | SH | SOLE | 8,550 | 0 | 0 | ||
SQUARE INC | NOTE 0.375% 3/0 | 852234AB9 | 114,344 | 25,000,000 | PRN | SOLE | 25,000 | 0 | 0 | ||
SQUARE INC | NOTE 0.500% 5/1 | 852234AD5 | 17,044 | 11,466,000 | PRN | SOLE | 11,329 | 0 | 137 | ||
SSR MNG INC | NOTE 2.500% 4/0 | 784730AB9 | 6,999 | 5,000,000 | PRN | SOLE | 5,000 | 0 | 0 | ||
STAAR SURGICAL CO | COM PAR $0.01 | 852312305 | 1,437 | 23,344 | SH | SOLE | 23,344 | 0 | 0 | ||
STAMPS COM INC | COM NEW | 852857200 | 1,570 | 8,546 | SH | SOLE | 8,546 | 0 | 0 | ||
STANLEY BLACK & DECKER INC | COM | 854502101 | 9,299 | 66,717 | SH | SOLE | 66,717 | 0 | 0 | ||
STANLEY BLACK & DECKER INC | UNIT 11/15/2022 | 854502846 | 63,147 | 705,710 | SH | SOLE | 703,570 | 0 | 2,140 | ||
STARBUCKS CORP | COM | 855244109 | 20,546 | 279,193 | SH | SOLE | 279,193 | 0 | 0 | ||
STARWOOD PPTY TR INC | COM | 85571B105 | 2,503 | 167,287 | SH | SOLE | 166,739 | 0 | 548 | ||
STARWOOD PPTY TR INC | NOTE 4.375% 4/0 | 85571BAH8 | 2,603 | 2,748,000 | PRN | SOLE | 2,733 | 0 | 15 | ||
STATE STR CORP | COM | 857477103 | 4,305 | 67,749 | SH | SOLE | 67,749 | 0 | 0 | ||
STRYKER CORPORATION | COM | 863667101 | 10,808 | 59,983 | SH | SOLE | 59,983 | 0 | 0 | ||
SUPERNUS PHARMACEUTICALS INC | NOTE 0.625% 4/0 | 868459AD0 | 8,846 | 10,000,000 | PRN | SOLE | 10,000 | 0 | 0 | ||
SVMK INC | COM | 78489X103 | 1,287 | 54,668 | SH | SOLE | 54,668 | 0 | 0 | ||
SYNAPTICS INC | NOTE 0.500% 6/1 | 87157DAD1 | 13,308 | 12,500,000 | PRN | SOLE | 12,500 | 0 | 0 | ||
SYSCO CORP | COM | 871829107 | 15,111 | 276,457 | SH | SOLE | 276,457 | 0 | 0 | ||
TAIWAN SEMICONDUCTOR MFG LTD | SPONSORED ADS | 874039100 | 27,588 | 485,969 | SH | SOLE | 482,699 | 0 | 3,270 | ||
TAKE-TWO INTERACTIVE SOFTWAR | COM | 874054109 | 737 | 5,277 | SH | SOLE | 5,277 | 0 | 0 | ||
TANDEM DIABETES CARE INC | COM NEW | 875372203 | 1,361 | 13,763 | SH | SOLE | 13,763 | 0 | 0 | ||
TARGA RES CORP | COM | 87612G101 | 2,032 | 101,230 | SH | SOLE | 101,230 | 0 | 0 | ||
TARGET CORP | COM | 87612E106 | 21,728 | 181,171 | SH | SOLE | 181,160 | 0 | 11 | ||
TAUBMAN CTRS INC | COM | 876664103 | 950 | 25,158 | SH | SOLE | 25,158 | 0 | 0 | ||
TE CONNECTIVITY LTD | REG SHS | H84989104 | 4,805 | 58,925 | SH | SOLE | 58,925 | 0 | 0 | ||
TECH DATA CORP | COM | 878237106 | 6,141 | 42,354 | SH | SOLE | 42,354 | 0 | 0 | ||
TELADOC HEALTH INC | COM | 87918A105 | 1,987 | 10,411 | SH | SOLE | 10,411 | 0 | 0 | ||
TELADOC HEALTH INC | NOTE 1.375% 5/1 | 87918AAC9 | 58,714 | 16,500,000 | PRN | SOLE | 16,500 | 0 | 0 | ||
TELEFLEX INCORPORATED | COM | 879369106 | 6,044 | 16,605 | SH | SOLE | 16,605 | 0 | 0 | ||
TERADYNE INC | NOTE 1.250%12/1 | 880770AG7 | 40,184 | 15,000,000 | PRN | SOLE | 15,000 | 0 | 0 | ||
TESLA INC | COM | 88160R101 | 24,222 | 22,432 | SH | SOLE | 22,432 | 0 | 0 | ||
TESLA INC | COM | 88160R101 | 80,446 | 74,500 | SH | Put | SOLE | 74,500 | 0 | 0 | |
TESLA INC | NOTE 1.250% 3/0 | 88160RAC5 | 79,831 | 26,567,000 | PRN | SOLE | 26,546 | 0 | 21 | ||
TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 229,759 | 69,424,000 | PRN | SOLE | 69,376 | 0 | 48 | ||
TESLA INC | NOTE 2.000% 5/1 | 88160RAG6 | 310,378 | 88,422,000 | PRN | SOLE | 88,406 | 0 | 16 | ||
TEXAS INSTRS INC | COM | 882508104 | 13,445 | 105,893 | SH | SOLE | 105,893 | 0 | 0 | ||
THE TRADE DESK INC | COM CL A | 88339J105 | 2,299 | 5,656 | SH | SOLE | 5,656 | 0 | 0 | ||
THERAVANCE BIOPHARMA INC | NOTE 3.250%11/0 | 88339KAA0 | 4,859 | 5,000,000 | PRN | SOLE | 5,000 | 0 | 0 | ||
THERMO FISHER SCIENTIFIC INC | COM | 883556102 | 34,067 | 94,019 | SH | SOLE | 93,992 | 0 | 27 | ||
THOR INDS INC | COM | 885160101 | 1,901 | 17,842 | SH | SOLE | 17,842 | 0 | 0 | ||
TIDEWATER INC NEW | COM | 88642R109 | 484 | 86,574 | SH | SOLE | 86,574 | 0 | 0 | ||
TIDEWATER INC NEW | *W EXP 07/31/202 | 88642R125 | 6 | 16,676 | SH | SOLE | 16,676 | 0 | 0 | ||
TIFFANY & CO NEW | COM | 886547108 | 12,199 | 100,040 | SH | SOLE | 100,040 | 0 | 0 | ||
TILRAY INC | NOTE 5.000%10/0 | 88688TAB6 | 2,253 | 5,000,000 | PRN | SOLE | 5,000 | 0 | 0 | ||
TJX COS INC NEW | COM | 872540109 | 30,697 | 607,145 | SH | SOLE | 604,288 | 0 | 2,857 | ||
TOPBUILD CORP | COM | 89055F103 | 2,953 | 25,958 | SH | SOLE | 25,958 | 0 | 0 | ||
TPG SPECIALTY LENDING INC | NOTE 4.500% 8/0 | 87265KAD4 | 681 | 675,000 | PRN | SOLE | 675 | 0 | 0 | ||
TRACTOR SUPPLY CO | COM | 892356106 | 527 | 4,000 | SH | SOLE | 4,000 | 0 | 0 | ||
TRANSOCEAN INC | DEB 0.500% 1/3 | 893830BJ7 | 4,182 | 10,136,000 | PRN | SOLE | 10,118 | 0 | 18 | ||
TRANSOCEAN LTD | REG SHS | H8817H100 | 216 | 117,879 | SH | SOLE | 117,879 | 0 | 0 | ||
TRAVELERS COMPANIES INC | COM | 89417E109 | 6,853 | 60,092 | SH | SOLE | 60,092 | 0 | 0 | ||
TREX CO INC | COM | 89531P105 | 1,808 | 13,900 | SH | SOLE | 13,900 | 0 | 0 | ||
TRUIST FINL CORP | COM | 89832Q109 | 4,555 | 121,306 | SH | SOLE | 121,306 | 0 | 0 | ||
TTM TECHNOLOGIES INC | NOTE 1.750%12/1 | 87305RAD1 | 18,934 | 15,000,000 | PRN | SOLE | 15,000 | 0 | 0 | ||
TWILIO INC | CL A | 90138F102 | 31,314 | 142,712 | SH | SOLE | 140,874 | 0 | 1,838 | ||
TWILIO INC | NOTE 0.250% 6/0 | 90138FAB8 | 99,155 | 31,920,000 | PRN | SOLE | 31,907 | 0 | 13 | ||
TWITTER INC | COM | 90184L102 | 3,853 | 129,333 | SH | SOLE | 129,333 | 0 | 0 | ||
TWITTER INC | NOTE 1.000% 9/1 | 90184LAD4 | 14,715 | 15,000,000 | PRN | SOLE | 15,000 | 0 | 0 | ||
TWITTER INC | NOTE 0.250% 6/1 | 90184LAF9 | 36,509 | 38,710,000 | PRN | SOLE | 38,710 | 0 | 0 | ||
U.S. AUTO PARTS NETWORK INC | COM | 90343C100 | 144 | 16,676 | SH | SOLE | 16,676 | 0 | 0 | ||
UBER TECHNOLOGIES INC | COM | 90353T100 | 569 | 18,300 | SH | SOLE | 18,300 | 0 | 0 | ||
UBS GROUP AG | SHS | H42097107 | 2,515 | 217,937 | SH | SOLE | 217,937 | 0 | 0 | ||
UDR INC | COM | 902653104 | 4,935 | 132,029 | SH | SOLE | 132,029 | 0 | 0 | ||
ULTA BEAUTY INC | COM | 90384S303 | 3,077 | 15,126 | SH | SOLE | 15,126 | 0 | 0 | ||
UNION PAC CORP | COM | 907818108 | 42,115 | 249,096 | SH | SOLE | 248,557 | 0 | 539 | ||
UNITED AIRLS HLDGS INC | COM | 910047109 | 2,717 | 78,512 | SH | SOLE | 78,512 | 0 | 0 | ||
UNITED PARCEL SERVICE INC | CL B | 911312106 | 12,136 | 109,153 | SH | SOLE | 109,153 | 0 | 0 | ||
UNITEDHEALTH GROUP INC | COM | 91324P102 | 105,584 | 357,973 | SH | SOLE | 357,098 | 0 | 875 | ||
US BANCORP DEL | COM NEW | 902973304 | 18,987 | 515,675 | SH | SOLE | 515,675 | 0 | 0 | ||
V F CORP | COM | 918204108 | 5,309 | 87,116 | SH | SOLE | 87,116 | 0 | 0 | ||
VALERO ENERGY CORP | COM | 91913Y100 | 5,702 | 96,947 | SH | SOLE | 96,947 | 0 | 0 | ||
VANGUARD BD INDEX FDS | SHORT TRM BOND | 921937827 | 248 | 2,987 | SH | SOLE | 1,205 | 0 | 1,782 | ||
VAPOTRM INC | COM | 922107107 | 1,684 | 41,081 | SH | SOLE | 41,081 | 0 | 0 | ||
VARONIS SYS INC | COM | 922280102 | 1,174 | 13,272 | SH | SOLE | 13,272 | 0 | 0 | ||
VERINT SYS INC | NOTE 1.500% 6/0 | 92343XAA8 | 715 | 720,000 | PRN | SOLE | 720 | 0 | 0 | ||
VERISK ANALYTICS INC | COM | 92345Y106 | 9,085 | 53,379 | SH | SOLE | 53,379 | 0 | 0 | ||
VERIZON COMMUNICATIONS INC | COM | 92343V104 | 42,245 | 766,282 | SH | SOLE | 766,108 | 0 | 174 | ||
VERTEX PHARMACEUTICALS INC | COM | 92532F100 | 49,917 | 171,944 | SH | SOLE | 170,547 | 0 | 1,397 | ||
VIAVI SOLUTIONS INC | NOTE 1.750% 6/0 | 925550AE5 | 9,891 | 8,750,000 | PRN | SOLE | 8,750 | 0 | 0 | ||
VIAVI SOLUTIONS INC | NOTE 1.000% 3/0 | 925550AB1 | 8,516 | 7,388,000 | PRN | SOLE | 7,378 | 0 | 10 | ||
VISA INC | COM CL A | 92826C839 | 143,067 | 740,625 | SH | SOLE | 737,493 | 0 | 3,132 | ||
VISA INC | COM | 92826C839 | 25,112 | 130,000 | SH | Call | SOLE | 130,000 | 0 | 0 | |
VISHAY INTERTECHNOLOGY INC | NOTE 2.250% 6/1 | 928298AP3 | 9,377 | 10,000,000 | PRN | SOLE | 10,000 | 0 | 0 | ||
VONAGE HLDGS CORP | NOTE 1.750% 6/0 | 92886TAJ1 | 6,824 | 7,319,000 | PRN | SOLE | 7,319 | 0 | 0 | ||
WABTEC | COM | 929740108 | 1,412 | 24,520 | SH | SOLE | 24,520 | 0 | 0 | ||
WALGREENS BOOTS ALLIANCE INC | COM | 931427108 | 8,059 | 190,118 | SH | SOLE | 190,118 | 0 | 0 | ||
WALMART INC | COM | 931142103 | 62,182 | 519,134 | SH | SOLE | 519,023 | 0 | 111 | ||
WASTE MGMT INC DEL | COM | 94106L109 | 22,220 | 209,799 | SH | SOLE | 208,261 | 0 | 1,538 | ||
WAYFAIR INC | NOTE 0.375% 9/0 | 94419LAB7 | 23,877 | 12,500,000 | PRN | SOLE | 12,500 | 0 | 0 | ||
WAYFAIR INC | NOTE 1.125%11/0 | 94419LAD3 | 36,901 | 20,635,000 | PRN | SOLE | 20,635 | 0 | 0 | ||
WEIBO CORP | NOTE 1.250%11/1 | 948596AC5 | 9,347 | 10,000,000 | PRN | SOLE | 10,000 | 0 | 0 | ||
WELLPOINT INC | NOTE 2.750%10/1 | 94973VBG1 | 2,092 | 571,000 | PRN | SOLE | 571 | 0 | 0 | ||
WELLS FARGO CO NEW | COM | 949746101 | 35,182 | 1,374,299 | SH | SOLE | 1,367,874 | 0 | 6,425 | ||
WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 45,714 | 35,246 | SH | SOLE | 35,209 | 0 | 37 | ||
WELLS FARGO CO NEW | COM | 949746101 | 21,120 | 825,000 | SH | Call | SOLE | 825,000 | 0 | 0 | |
WELLTOWER INC | COM | 95040Q104 | 5,526 | 106,782 | SH | SOLE | 106,782 | 0 | 0 | ||
WENDYS CO | COM | 95058W100 | 526 | 24,147 | SH | SOLE | 24,147 | 0 | 0 | ||
WESTERN DIGITAL CORP. | COM | 958102105 | 2,641 | 59,829 | SH | SOLE | 59,829 | 0 | 0 | ||
WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 958102AP0 | 716 | 758,000 | PRN | SOLE | 758 | 0 | 0 | ||
WESTERN UN CO | COM | 959802109 | 5,896 | 272,698 | SH | SOLE | 272,698 | 0 | 0 | ||
WEYERHAEUSER CO MTN BE | COM NEW | 962166104 | 4,580 | 203,939 | SH | SOLE | 203,939 | 0 | 0 | ||
WILLIAMS COS INC | COM | 969457100 | 10,214 | 536,990 | SH | SOLE | 536,990 | 0 | 0 | ||
WINNEBAGO INDS INC | COM | 974637100 | 1,927 | 28,929 | SH | SOLE | 28,929 | 0 | 0 | ||
WIX COM LTD | SHS | M98068105 | 1,182 | 4,615 | SH | SOLE | 4,615 | 0 | 0 | ||
WIX COM LTD | NOTE 7/0 | 92940WAB5 | 20,470 | 11,023,000 | PRN | SOLE | 11,014 | 0 | 9 | ||
WORKDAY INC | CL A | 98138H101 | 30,028 | 160,271 | SH | SOLE | 158,200 | 0 | 2,071 | ||
WORKDAY INC | NOTE 0.250%10/0 | 98138HAF8 | 103,568 | 75,040,000 | PRN | SOLE | 75,021 | 0 | 19 | ||
WORKHORSE GROUP INC | COM NEW | 98138J206 | 299 | 17,217 | SH | SOLE | 17,217 | 0 | 0 | ||
WORLD WRESTLING ENTMT INC | NOTE 3.375%12/1 | 98156QAB4 | 24,201 | 13,000,000 | PRN | SOLE | 13,000 | 0 | 0 | ||
WRIGHT MED GROUP N V | ORD SHS | N96617118 | 5,448 | 183,316 | SH | SOLE | 183,316 | 0 | 0 | ||
WRIGHT MED GROUP N V | NOTE 2.250%11/1 | 98236JAB4 | 19,141 | 13,500,000 | PRN | SOLE | 13,500 | 0 | 0 | ||
WYNN RESORTS LTD | COM | 983134107 | 14,714 | 197,533 | SH | SOLE | 194,319 | 0 | 3,214 | ||
XCEL ENERGY INC | COM | 98389B100 | 9,044 | 144,696 | SH | SOLE | 144,696 | 0 | 0 | ||
XILINX INC | COM | 983919101 | 11,788 | 119,804 | SH | SOLE | 119,804 | 0 | 0 | ||
XYLEM INC | COM | 98419M100 | 4,878 | 75,094 | SH | SOLE | 75,094 | 0 | 0 | ||
YANDEX N V | SHS CLASS A | N97284108 | 1,751 | 35,000 | SH | SOLE | 35,000 | 0 | 0 | ||
YETI HLDGS INC | COM | 98585X104 | 1,186 | 27,753 | SH | SOLE | 27,753 | 0 | 0 | ||
YY INC | NOTE 0.750% 6/1 | 98426TAD8 | 11,136 | 10,000,000 | PRN | SOLE | 10,000 | 0 | 0 | ||
YY INC | NOTE 1.375% 6/1 | 98426TAF3 | 10,954 | 10,000,000 | PRN | SOLE | 10,000 | 0 | 0 | ||
ZAI LAB LTD | ADR | 98887Q104 | 607 | 7,390 | SH | SOLE | 7,390 | 0 | 0 | ||
ZENDESK INC | COM | 98936J101 | 15,919 | 179,813 | SH | SOLE | 177,388 | 0 | 2,425 | ||
ZENDESK INC | NOTE 0.250% 3/1 | 98936JAB7 | 16,287 | 10,891,000 | PRN | SOLE | 10,875 | 0 | 16 | ||
ZIMMER BIOMET HOLDINGS INC | COM | 98956P102 | 5,122 | 42,913 | SH | SOLE | 42,913 | 0 | 0 | ||
ZIONS BANCORPORATION N A | COM | 989701107 | 11,260 | 331,174 | SH | SOLE | 331,141 | 0 | 33 | ||
ZOETIS INC | CL A | 98978V103 | 21,843 | 159,394 | SH | SOLE | 157,930 | 0 | 1,464 | ||
ZSCALER INC | COM | 98980G102 | 756 | 6,900 | SH | SOLE | 6,900 | 0 | 0 | ||
ZYNEX INC | COM | 98986M103 | 2,031 | 81,674 | SH | SOLE | 81,674 | 0 | 0 | ||
ZYNGA INC | NOTE 0.250% 6/0 | 98986TAB4 | 67,952 | 52,846,000 | PRN | SOLE | 52,834 | 0 | 12 | ||
1LIFE HEALTHCARE INC | COM | 68269G107 | 329 | 9,059 | SH | OTR | 1 | 9,059 | 0 | 0 | |
ACM RESEARCH INC | COM CL A | 00108J109 | 221 | 3,546 | SH | OTR | 1 | 3,546 | 0 | 0 | |
ADVANCED DRAIN SYS INC DEL | COM | 00790R104 | 439 | 8,892 | SH | OTR | 1 | 8,892 | 0 | 0 | |
AKEBIA THERAPEUTICS INC | COM | 00972D105 | 194 | 14,290 | SH | OTR | 1 | 14,290 | 0 | 0 | |
AUDIOCODES LTD | ORD | M15342104 | 432 | 13,594 | SH | OTR | 1 | 13,594 | 0 | 0 | |
AXONICS MODULATION TECHNOLOG | COM | 05465P101 | 342 | 9,735 | SH | OTR | 1 | 9,735 | 0 | 0 | |
BOSTON BEER INC | CL A | 100557107 | 303 | 565 | SH | OTR | 1 | 565 | 0 | 0 | |
CARDLYTICS INC | COM | 14161W105 | 312 | 4,452 | SH | OTR | 1 | 4,452 | 0 | 0 | |
CASTLE BIOSCIENCES INC | COM | 14843C105 | 426 | 11,309 | SH | OTR | 1 | 11,309 | 0 | 0 | |
CHEGG INC | COM | 163092109 | 318 | 4,728 | SH | OTR | 1 | 4,728 | 0 | 0 | |
DECKERS OUTDOOR CORP | COM | 243537107 | 228 | 1,159 | SH | OTR | 1 | 1,159 | 0 | 0 | |
DIODES INC | COM | 254543101 | 262 | 5,158 | SH | OTR | 1 | 5,158 | 0 | 0 | |
EVERBRIDGE INC | COM | 29978A104 | 364 | 2,633 | SH | OTR | 1 | 2,633 | 0 | 0 | |
EVERQUOTE INC | COM CL A | 30041R108 | 381 | 6,550 | SH | OTR | 1 | 6,550 | 0 | 0 | |
FASTLY INC | CL A | 31188V100 | 233 | 2,737 | SH | OTR | 1 | 2,737 | 0 | 0 | |
FIVE9 INC | COM | 338307101 | 431 | 3,890 | SH | OTR | 1 | 3,890 | 0 | 0 | |
GAN LTD | ORD SHS | G3728V109 | 663 | 26,040 | SH | OTR | 1 | 26,040 | 0 | 0 | |
GDS HLDGS LTD | SPONSORED ADS | 36165L108 | 358 | 4,497 | SH | OTR | 1 | 4,497 | 0 | 0 | |
GENERAC HLDGS INC | COM | 368736104 | 580 | 4,755 | SH | OTR | 1 | 4,755 | 0 | 0 | |
ICAD INC | COM NEW | 44934S206 | 230 | 23,063 | SH | OTR | 1 | 23,063 | 0 | 0 | |
INPHI CORP | COM | 45772F107 | 251 | 2,139 | SH | OTR | 1 | 2,139 | 0 | 0 | |
INSPIRE MED SYS INC | COM | 457730109 | 433 | 4,979 | SH | OTR | 1 | 4,979 | 0 | 0 | |
ITAMAR MED LTD | SPONSORED ADS | 465437101 | 324 | 17,431 | SH | OTR | 1 | 17,431 | 0 | 0 | |
KNIGHT SWIFT TRANSN HLDGS IN | CL A | 499049104 | 219 | 5,246 | SH | OTR | 1 | 5,246 | 0 | 0 | |
LATTICE SEMICONDUCTOR CORP | COM | 518415104 | 252 | 8,877 | SH | OTR | 1 | 8,877 | 0 | 0 | |
LGI HOMES INC | COM | 50187T106 | 412 | 4,684 | SH | OTR | 1 | 4,684 | 0 | 0 | |
LHC GROUP INC | COM | 50187A107 | 287 | 1,648 | SH | OTR | 1 | 1,648 | 0 | 0 | |
LITHIA MTRS INC | CL A | 536797103 | 625 | 4,131 | SH | OTR | 1 | 4,131 | 0 | 0 | |
LOVESAC COMPANY | COM | 54738L109 | 207 | 7,897 | SH | OTR | 1 | 7,897 | 0 | 0 | |
LPL FINL HLDGS INC | COM | 50212V100 | 366 | 4,664 | SH | OTR | 1 | 4,664 | 0 | 0 | |
MALIBU BOATS INC | COM CL A | 56117J100 | 201 | 3,863 | SH | OTR | 1 | 3,863 | 0 | 0 | |
MYOKARDIA INC | COM | 62857M105 | 314 | 3,254 | SH | OTR | 1 | 3,254 | 0 | 0 | |
NOODLES & CO | COM CL A | 65540B105 | 110 | 18,231 | SH | OTR | 1 | 18,231 | 0 | 0 | |
ONEWATER MARINE INC | CL A COM | 68280L101 | 264 | 10,866 | SH | OTR | 1 | 10,866 | 0 | 0 | |
PALOMAR HLDGS INC | COM | 69753M105 | 628 | 7,326 | SH | OTR | 1 | 7,326 | 0 | 0 | |
PING IDENTITY HLDG CORP | COM | 72341T103 | 335 | 10,446 | SH | OTR | 1 | 10,446 | 0 | 0 | |
REDFIN CORP | COM | 75737F108 | 533 | 12,714 | SH | OTR | 1 | 12,714 | 0 | 0 | |
RINGCENTRAL INC | CL A | 76680R206 | 726 | 2,548 | SH | OTR | 1 | 2,548 | 0 | 0 | |
SAIA INC | COM | 78709Y105 | 263 | 2,366 | SH | OTR | 1 | 2,366 | 0 | 0 | |
SCHRODINGER INC | COM | 80810D103 | 410 | 4,475 | SH | OTR | 1 | 4,475 | 0 | 0 | |
SHYFT GROUP INC | COM | 825698103 | 279 | 16,548 | SH | OTR | 1 | 16,548 | 0 | 0 | |
SITIME CORP | COM | 82982T106 | 362 | 7,633 | SH | OTR | 1 | 7,633 | 0 | 0 | |
SPORTSMANS WHSE HLDGS INC | COM | 84920Y106 | 403 | 28,294 | SH | OTR | 1 | 28,294 | 0 | 0 | |
SPROUT SOCIAL INC | COM CL A | 85209W109 | 371 | 13,753 | SH | OTR | 1 | 13,753 | 0 | 0 | |
STAAR SURGICAL CO | COM PAR $0.01 | 852312305 | 330 | 5,361 | SH | OTR | 1 | 5,361 | 0 | 0 | |
STAMPS COM INC | COM NEW | 852857200 | 284 | 1,547 | SH | OTR | 1 | 1,547 | 0 | 0 | |
SVMK INC | COM | 78489X103 | 265 | 11,272 | SH | OTR | 1 | 11,272 | 0 | 0 | |
TANDEM DIABETES CARE INC | COM NEW | 875372203 | 279 | 2,816 | SH | OTR | 1 | 2,816 | 0 | 0 | |
TELADOC HEALTH INC | COM | 87918A105 | 291 | 1,524 | SH | OTR | 1 | 1,524 | 0 | 0 | |
THOR INDS INC | COM | 885160101 | 366 | 3,437 | SH | OTR | 1 | 3,437 | 0 | 0 | |
TOPBUILD CORP | COM | 89055F103 | 569 | 5,005 | SH | OTR | 1 | 5,005 | 0 | 0 | |
TREX CO INC | COM | 89531P105 | 371 | 2,851 | SH | OTR | 1 | 2,851 | 0 | 0 | |
U.S. AUTO PARTS NETWORK INC | COM | 90343C100 | 120 | 13,821 | SH | OTR | 1 | 13,821 | 0 | 0 | |
VAPOTHERM INC | COM | 922107107 | 349 | 8,507 | SH | OTR | 1 | 8,507 | 0 | 0 | |
VARONIS SYS INC | COM | 922280102 | 233 | 2,636 | SH | OTR | 1 | 2,636 | 0 | 0 | |
WINNEBAGO INDS INC | COM | 974637100 | 381 | 5,723 | SH | OTR | 1 | 5,723 | 0 | 0 | |
WORKHORSE GROUP INC | COM NEW | 98138J206 | 247 | 14,227 | SH | OTR | 1 | 14,227 | 0 | 0 | |
YETI HLDGS INC | COM | 98585X104 | 239 | 5,588 | SH | OTR | 1 | 5,588 | 0 | 0 | |
ZYNEX INC | COM | 98986M103 | 562 | 22,592 | SH | OTR | 1 | 22,592 | 0 | 0 | |
1LIFE HEALTHCARE INC | COM | 68269G107 | 1,501 | 41,319 | SH | OTR | 2 | 0 | 0 | 41,319 | |
2U INC | COM | 90214J101 | 585 | 15,406 | SH | OTR | 2 | 0 | 0 | 15,406 | |
ACADIA PHARMACEUTICALS INC | COM | 004225108 | 677 | 13,974 | SH | OTR | 2 | 0 | 0 | 13,974 | |
ACM RESEARCH INC | COM CL A | 00108J109 | 1,006 | 16,129 | SH | OTR | 2 | 0 | 0 | 16,129 | |
ADDUS HOMECARE CORP | COM | 006739106 | 613 | 6,626 | SH | OTR | 2 | 0 | 0 | 6,626 | |
ADVANCED DRAIN SYS INC DEL | COM | 00790R104 | 1,998 | 40,449 | SH | OTR | 2 | 0 | 0 | 40,449 | |
ADVANCED ENERGY INDS | COM | 007973100 | 571 | 8,419 | SH | OTR | 2 | 0 | 0 | 8,419 | |
AKEBIA THERAPEUTICS INC | COM | 00972D105 | 885 | 65,185 | SH | OTR | 2 | 0 | 0 | 65,185 | |
AMEDISYS INC | COM | 023436108 | 624 | 3,145 | SH | OTR | 2 | 0 | 0 | 3,145 | |
AUDIOCODES LTD | ORD | M15342104 | 1,966 | 61,839 | SH | OTR | 2 | 0 | 0 | 61,839 | |
AVADEL PHARMACEUTICALS PLC | SPONSORED ADR | 05337M104 | 353 | 43,742 | SH | OTR | 2 | 0 | 0 | 43,742 | |
AXON ENTERPRISE INC | COM | 05464C101 | 767 | 7,817 | SH | OTR | 2 | 0 | 0 | 7,817 | |
AXONICS MODULATION TECHNOLOG | COM | 05465P101 | 1,559 | 44,411 | SH | OTR | 2 | 0 | 0 | 44,411 | |
AXSOME THERAPEUTICS INC | COM | 05464T104 | 367 | 4,457 | SH | OTR | 2 | 0 | 0 | 4,457 | |
AZEK CO INC | CL A | 05478C105 | 379 | 11,886 | SH | OTR | 2 | 0 | 0 | 11,886 | |
BANDWIDTH INC | COM CL A | 05988J103 | 908 | 7,148 | SH | OTR | 2 | 0 | 0 | 7,148 | |
BILL COM HLDGS INC | COM | 090043100 | 641 | 7,107 | SH | OTR | 2 | 0 | 0 | 7,107 | |
BOSTON BEER INC | CL A | 100557107 | 1,379 | 2,570 | SH | OTR | 2 | 0 | 0 | 2,570 | |
CALLAWAY GOLF CO | COM | 131193104 | 669 | 38,201 | SH | OTR | 2 | 0 | 0 | 38,201 | |
CARDLYTICS INC | COM | 14161W105 | 1,417 | 20,251 | SH | OTR | 2 | 0 | 0 | 20,251 | |
CASTLE BIOSCIENCES INC | COM | 14843C105 | 1,942 | 51,532 | SH | OTR | 2 | 0 | 0 | 51,532 | |
CENTURY CMNTYS INC | COM | 156504300 | 563 | 18,378 | SH | OTR | 2 | 0 | 0 | 18,378 | |
CHEGG INC | COM | 163092109 | 1,447 | 21,510 | SH | OTR | 2 | 0 | 0 | 21,510 | |
CHURCHILL DOWNS INC | COM | 171484108 | 317 | 2,383 | SH | OTR | 2 | 0 | 0 | 2,383 | |
DECKERS OUTDOOR CORP | COM | 243537107 | 1,036 | 5,274 | SH | OTR | 2 | 0 | 0 | 5,274 | |
DIODES INC | COM | 254543101 | 1,190 | 23,464 | SH | OTR | 2 | 0 | 0 | 23,464 | |
DRAFTKINGS INC | COM CL A | 26142R104 | 755 | 22,701 | SH | OTR | 2 | 0 | 0 | 22,701 | |
DYNATRACE INC | COM | 268150109 | 750 | 18,471 | SH | OTR | 2 | 0 | 0 | 18,471 | |
EHEALTH INC | COM | 28238P109 | 842 | 8,566 | SH | OTR | 2 | 0 | 0 | 8,566 | |
EVERBRIDGE INC | COM | 29978A104 | 1,658 | 11,980 | SH | OTR | 2 | 0 | 0 | 11,980 | |
EVERQUOTE INC | COM CL A | 30041R108 | 1,733 | 29,795 | SH | OTR | 2 | 0 | 0 | 29,795 | |
EXAGEN INC | COM | 30068X103 | 421 | 33,891 | SH | OTR | 2 | 0 | 0 | 33,891 | |
FASTLY INC | CL A | 31188V100 | 1,063 | 12,488 | SH | OTR | 2 | 0 | 0 | 12,488 | |
FIVE BELOW INC | COM | 33829M101 | 482 | 4,511 | SH | OTR | 2 | 0 | 0 | 4,511 | |
FIVE9 INC | COM | 338307101 | 1,958 | 17,695 | SH | OTR | 2 | 0 | 0 | 17,695 | |
GAN LTD | ORD SHS | G3728V109 | 3,015 | 118,457 | SH | OTR | 2 | 0 | 0 | 118,457 | |
GDS HLDGS LTD | SPONSORED ADS | 36165L108 | 1,635 | 20,519 | SH | OTR | 2 | 0 | 0 | 20,519 | |
GENERAC HLDGS INC | COM | 368736104 | 2,637 | 21,630 | SH | OTR | 2 | 0 | 0 | 21,630 | |
GLOBANT S A | COM | L44385109 | 680 | 4,538 | SH | OTR | 2 | 0 | 0 | 4,538 | |
GROCERY OUTLET HLDG CORP | COM | 39874R101 | 412 | 10,106 | SH | OTR | 2 | 0 | 0 | 10,106 | |
HALOZYME THERAPEUTICS INC | COM | 40637H109 | 519 | 19,341 | SH | OTR | 2 | 0 | 0 | 19,341 | |
ICAD INC | COM NEW | 44934S206 | 1,048 | 104,911 | SH | OTR | 2 | 0 | 0 | 104,911 | |
IMMUNOMEDICS INC | COM | 452907108 | 754 | 21,282 | SH | OTR | 2 | 0 | 0 | 21,282 | |
INPHI CORP | COM | 45772F107 | 1,143 | 9,731 | SH | OTR | 2 | 0 | 0 | 9,731 | |
INSPIRE MED SYS INC | COM | 457730109 | 1,977 | 22,714 | SH | OTR | 2 | 0 | 0 | 22,714 | |
IRHYTHM TECHNOLOGIES INC | COM | 450056106 | 270 | 2,329 | SH | OTR | 2 | 0 | 0 | 2,329 | |
ITAMAR MED LTD | SPONSORED ADS | 465437101 | 1,475 | 79,293 | SH | OTR | 2 | 0 | 0 | 79,293 | |
KARYOPHARM THERAPEUTICS INC | COM | 48576U106 | 314 | 16,557 | SH | OTR | 2 | 0 | 0 | 16,557 | |
KINSALE CAP GROUP INC | COM | 49714P108 | 509 | 3,279 | SH | OTR | 2 | 0 | 0 | 3,279 | |
KNIGHT SWIFT TRANSN HLDGS IN | CL A | 499049104 | 995 | 23,865 | SH | OTR | 2 | 0 | 0 | 23,865 | |
LANDCADIA HLDGS II INC | CL A | 51476X105 | 469 | 28,670 | SH | OTR | 2 | 0 | 0 | 28,670 | |
LATTICE SEMICONDUCTOR CORP | COM | 518415104 | 1,146 | 40,382 | SH | OTR | 2 | 0 | 0 | 40,382 | |
LGI HOMES INC | COM | 50187T106 | 1,876 | 21,309 | SH | OTR | 2 | 0 | 0 | 21,309 | |
LHC GROUP INC | COM | 50187A107 | 1,311 | 7,522 | SH | OTR | 2 | 0 | 0 | 7,522 | |
LITHIA MTRS INC | CL A | 536797103 | 2,844 | 18,793 | SH | OTR | 2 | 0 | 0 | 18,793 | |
LOVESAC COMPANY | COM | 54738L109 | 942 | 35,925 | SH | OTR | 2 | 0 | 0 | 35,925 | |
LPL FINL HLDGS INC | COM | 50212V100 | 1,667 | 21,269 | SH | OTR | 2 | 0 | 0 | 21,269 | |
LUNA INNOVATIONS | COM | 550351100 | 245 | 41,975 | SH | OTR | 2 | 0 | 0 | 41,975 | |
MALIBU BOATS INC | COM CL A | 56117J100 | 913 | 17,574 | SH | OTR | 2 | 0 | 0 | 17,574 | |
MERCURY SYS INC | COM | 589378108 | 600 | 7,629 | SH | OTR | 2 | 0 | 0 | 7,629 | |
MOMENTA PHARMACEUTICALS INC | COM | 60877T100 | 286 | 8,593 | SH | OTR | 2 | 0 | 0 | 8,593 | |
MYOKARDIA INC | COM | 62857M105 | 1,430 | 14,804 | SH | OTR | 2 | 0 | 0 | 14,804 | |
NAPCO SEC TECHNOLOGIES INC | COM | 630402105 | 563 | 24,080 | SH | OTR | 2 | 0 | 0 | 24,080 | |
NATERA INC | COM | 632307104 | 492 | 9,865 | SH | OTR | 2 | 0 | 0 | 9,865 | |
NOODLES & CO | COM CL A | 65540B105 | 502 | 82,933 | SH | OTR | 2 | 0 | 0 | 82,933 | |
ONEWATER MARINE INC | CL A COM | 68280L101 | 1,200 | 49,431 | SH | OTR | 2 | 0 | 0 | 49,431 | |
PALOMAR HLDGS INC | COM | 69753M105 | 2,858 | 33,329 | SH | OTR | 2 | 0 | 0 | 33,329 | |
PHREESIA INC | COM | 71944F106 | 714 | 25,231 | SH | OTR | 2 | 0 | 0 | 25,231 | |
PING IDENTITY HLDG CORP | COM | 72341T103 | 1,525 | 47,517 | SH | OTR | 2 | 0 | 0 | 47,517 | |
PLANET FITNESS INC | CL A | 72703H101 | 835 | 13,787 | SH | OTR | 2 | 0 | 0 | 13,787 | |
PROVENTION BIO INC | COM | 74374N102 | 501 | 35,484 | SH | OTR | 2 | 0 | 0 | 35,484 | |
PURPLE INNOVATION INC | COM | 74640Y106 | 729 | 40,476 | SH | OTR | 2 | 0 | 0 | 40,476 | |
QUIDEL CORP | COM | 74838J101 | 835 | 3,734 | SH | OTR | 2 | 0 | 0 | 3,734 | |
REDFIN CORP | COM | 75737F108 | 2,424 | 57,836 | SH | OTR | 2 | 0 | 0 | 57,836 | |
REPLIGEN CORP | COM | 759916109 | 572 | 4,631 | SH | OTR | 2 | 0 | 0 | 4,631 | |
REPRO MED SYS INC | COM | 759910102 | 285 | 31,709 | SH | OTR | 2 | 0 | 0 | 31,709 | |
REVANCE THERAPEUTICS INC | COM | 761330109 | 389 | 15,942 | SH | OTR | 2 | 0 | 0 | 15,942 | |
RINGCENTRAL INC | CL A | 76680R206 | 3,304 | 11,591 | SH | OTR | 2 | 0 | 0 | 11,591 | |
SAIA INC | COM | 78709Y105 | 1,197 | 10,762 | SH | OTR | 2 | 0 | 0 | 10,762 | |
SAPIENS INTL CORP N V | SHS | G7T16G103 | 469 | 16,745 | SH | OTR | 2 | 0 | 0 | 16,745 | |
SCHRODINGER INC | COM | 80810D103 | 1,864 | 20,359 | SH | OTR | 2 | 0 | 0 | 20,359 | |
SELECTQUOTE INC | COM | 816307300 | 535 | 21,135 | SH | OTR | 2 | 0 | 0 | 21,135 | |
SHYFT GROUP INC | COM | 825698103 | 1,268 | 75,277 | SH | OTR | 2 | 0 | 0 | 75,277 | |
SILICON MOTION TECHNOLOGY CO | SPONSORED ADR | 82706C108 | 760 | 15,580 | SH | OTR | 2 | 0 | 0 | 15,580 | |
SIMULATIONS PLUS INC | COM | 829214105 | 540 | 9,035 | SH | OTR | 2 | 0 | 0 | 9,035 | |
SITIME CORP | COM | 82982T106 | 1,646 | 34,721 | SH | OTR | 2 | 0 | 0 | 34,721 | |
SPORTSMANS WHSE HLDGS INC | COM | 84920Y106 | 1,834 | 128,710 | SH | OTR | 2 | 0 | 0 | 128,710 | |
SPROUT SOCIAL INC | COM CL A | 85209W109 | 1,689 | 62,561 | SH | OTR | 2 | 0 | 0 | 62,561 | |
STAAR SURGICAL CO | COM PAR $0.01 | 852312305 | 1,501 | 24,387 | SH | OTR | 2 | 0 | 0 | 24,387 | |
STAMPS COM INC | COM NEW | 852857200 | 1,293 | 7,040 | SH | OTR | 2 | 0 | 0 | 7,040 | |
SVMK INC | COM | 78489X103 | 1,207 | 51,278 | SH | OTR | 2 | 0 | 0 | 51,278 | |
TANDEM DIABETES CARE INC | COM NEW | 875372203 | 1,267 | 12,809 | SH | OTR | 2 | 0 | 0 | 12,809 | |
TELADOC HEALTH INC | COM | 87918A105 | 1,323 | 6,933 | SH | OTR | 2 | 0 | 0 | 6,933 | |
THOR INDS INC | COM | 885160101 | 1,665 | 15,634 | SH | OTR | 2 | 0 | 0 | 15,634 | |
TOPBUILD CORP | COM | 89055F103 | 2,598 | 22,835 | SH | OTR | 2 | 0 | 0 | 22,835 | |
TREX CO INC | COM | 89531P105 | 1,687 | 12,970 | SH | OTR | 2 | 0 | 0 | 12,970 | |
U.S. AUTO PARTS NETWORK INC | COM | 90343C100 | 544 | 62,869 | SH | OTR | 2 | 0 | 0 | 62,869 | |
VAPOTRM INC | COM | 922107107 | 1,586 | 38,696 | SH | OTR | 2 | 0 | 0 | 38,696 | |
VARONIS SYS INC | COM | 922280102 | 1,061 | 11,993 | SH | OTR | 2 | 0 | 0 | 11,993 | |
WENDYS CO | COM | 95058W100 | 345 | 15,861 | SH | OTR | 2 | 0 | 0 | 15,861 | |
WINNEBAGO INDS INC | COM | 974637100 | 1,734 | 26,034 | SH | OTR | 2 | 0 | 0 | 26,034 | |
WORKHORSE GROUP INC | COM NEW | 98138J206 | 1,129 | 64,904 | SH | OTR | 2 | 0 | 0 | 64,904 | |
YETI HLDGS INC | COM | 98585X104 | 1,086 | 25,418 | SH | OTR | 2 | 0 | 0 | 25,418 | |
ZYNEX INC | COM | 98986M103 | 2,556 | 102,770 | SH | OTR | 2 | 0 | 0 | 102,770 | |
1LIFE HEALTHCARE INC | COM | 68269G107 | 751 | 20,675 | SH | OTR | 3 | 20,675 | 0 | 0 | |
2U INC | COM | 90214J101 | 292 | 7,684 | SH | OTR | 3 | 7,684 | 0 | 0 | |
ACADIA PHARMACEUTICALS INC | COM | 004225108 | 338 | 6,970 | SH | OTR | 3 | 6,970 | 0 | 0 | |
ACM RESEARCH INC | COM CL A | 00108J109 | 502 | 8,044 | SH | OTR | 3 | 8,044 | 0 | 0 | |
ADDUS HOMECARE CORP | COM | 006739106 | 306 | 3,305 | SH | OTR | 3 | 3,305 | 0 | 0 | |
ADVANCED DRAIN SYS INC DEL | COM | 00790R104 | 997 | 20,175 | SH | OTR | 3 | 20,175 | 0 | 0 | |
ADVANCED ENERGY INDS | COM | 007973100 | 285 | 4,199 | SH | OTR | 3 | 4,199 | 0 | 0 | |
AKEBIA THERAPEUTICS INC | COM | 00972D105 | 443 | 32,614 | SH | OTR | 3 | 32,614 | 0 | 0 | |
AMEDISYS INC | COM | 023436108 | 312 | 1,569 | SH | OTR | 3 | 1,569 | 0 | 0 | |
AUDIOCODES LTD | ORD | M15342104 | 980 | 30,843 | SH | OTR | 3 | 30,843 | 0 | 0 | |
AVADEL PHARMACEUTICALS PLC | SPONSORED ADR | 05337M104 | 176 | 21,817 | SH | OTR | 3 | 21,817 | 0 | 0 | |
AXON ENTERPRISE INC | COM | 05464C101 | 383 | 3,899 | SH | OTR | 3 | 3,899 | 0 | 0 | |
AXONICS MODULATION TECHNOLOG | COM | 05465P101 | 778 | 22,151 | SH | OTR | 3 | 22,151 | 0 | 0 | |
BANDWIDTH INC | COM CL A | 05988J103 | 453 | 3,565 | SH | OTR | 3 | 3,565 | 0 | 0 | |
BILL COM HLDGS INC | COM | 090043100 | 320 | 3,545 | SH | OTR | 3 | 3,545 | 0 | 0 | |
BOSTON BEER INC | CL A | 100557107 | 688 | 1,282 | SH | OTR | 3 | 1,282 | 0 | 0 | |
CALLAWAY GOLF CO | COM | 131193104 | 334 | 19,053 | SH | OTR | 3 | 19,053 | 0 | 0 | |
CARDLYTICS INC | COM | 14161W105 | 707 | 10,101 | SH | OTR | 3 | 10,101 | 0 | 0 | |
CASTLE BIOSCIENCES INC | COM | 14843C105 | 969 | 25,702 | SH | OTR | 3 | 25,702 | 0 | 0 | |
CENTURY CMNTYS INC | COM | 156504300 | 281 | 9,166 | SH | OTR | 3 | 9,166 | 0 | 0 | |
CHEGG INC | COM | 163092109 | 722 | 10,728 | SH | OTR | 3 | 10,728 | 0 | 0 | |
DECKERS OUTDOOR CORP | COM | 243537107 | 517 | 2,630 | SH | OTR | 3 | 2,630 | 0 | 0 | |
DIODES INC | COM | 254543101 | 593 | 11,703 | SH | OTR | 3 | 11,703 | 0 | 0 | |
DRAFTKINGS INC | COM CL A | 26142R104 | 377 | 11,322 | SH | OTR | 3 | 11,322 | 0 | 0 | |
DYNATRACE INC | COM | 268150109 | 374 | 9,213 | SH | OTR | 3 | 9,213 | 0 | 0 | |
EHEALTH INC | COM | 28238P109 | 420 | 4,273 | SH | OTR | 3 | 4,273 | 0 | 0 | |
EVERBRIDGE INC | COM | 29978A104 | 827 | 5,975 | SH | OTR | 3 | 5,975 | 0 | 0 | |
EVERQUOTE INC | COM CL A | 30041R108 | 864 | 14,861 | SH | OTR | 3 | 14,861 | 0 | 0 | |
EXAGEN INC | COM | 30068X103 | 210 | 16,903 | SH | OTR | 3 | 16,903 | 0 | 0 | |
FASTLY INC | CL A | 31188V100 | 530 | 6,229 | SH | OTR | 3 | 6,229 | 0 | 0 | |
FIVE BELOW INC | COM | 33829M101 | 241 | 2,250 | SH | OTR | 3 | 2,250 | 0 | 0 | |
FIVE9 INC | COM | 338307101 | 977 | 8,826 | SH | OTR | 3 | 8,826 | 0 | 0 | |
GAN LTD | ORD SHS | G3728V109 | 1,504 | 59,082 | SH | OTR | 3 | 59,082 | 0 | 0 | |
GDS HLDGS LTD | SPONSORED ADS | 36165L108 | 815 | 10,232 | SH | OTR | 3 | 10,232 | 0 | 0 | |
GENERAC HLDGS INC | COM | 368736104 | 1,315 | 10,788 | SH | OTR | 3 | 10,788 | 0 | 0 | |
GLOBANT S A | COM | L44385109 | 339 | 2,263 | SH | OTR | 3 | 2,263 | 0 | 0 | |
GROCERY OUTLET HLDG CORP | COM | 39874R101 | 206 | 5,040 | SH | OTR | 3 | 5,040 | 0 | 0 | |
HALOZYME THERAPEUTICS INC | COM | 40637H109 | 259 | 9,647 | SH | OTR | 3 | 9,647 | 0 | 0 | |
ICAD INC | COM NEW | 44934S206 | 523 | 52,326 | SH | OTR | 3 | 52,326 | 0 | 0 | |
IMMUNOMEDICS INC | COM | 452907108 | 376 | 10,615 | SH | OTR | 3 | 10,615 | 0 | 0 | |
INPHI CORP | COM | 45772F107 | 570 | 4,853 | SH | OTR | 3 | 4,853 | 0 | 0 | |
INSPIRE MED SYS INC | COM | 457730109 | 986 | 11,329 | SH | OTR | 3 | 11,329 | 0 | 0 | |
ITAMAR MED LTD | SPONSORED ADS | 465437101 | 736 | 39,548 | SH | OTR | 3 | 39,548 | 0 | 0 | |
KINSALE CAP GROUP INC | COM | 49714P108 | 254 | 1,636 | SH | OTR | 3 | 1,636 | 0 | 0 | |
KNIGHT SWIFT TRANSN HLDGS IN | CL A | 499049104 | 496 | 11,903 | SH | OTR | 3 | 11,903 | 0 | 0 | |
LANDCADIA HLDGS II INC | CL A | 51476X105 | 233 | 14,268 | SH | OTR | 3 | 14,268 | 0 | 0 | |
LATTICE SEMICONDUCTOR CORP | COM | 518415104 | 572 | 20,141 | SH | OTR | 3 | 20,141 | 0 | 0 | |
LGI HOMES INC | COM | 50187T106 | 936 | 10,628 | SH | OTR | 3 | 10,628 | 0 | 0 | |
LHC GROUP INC | COM | 50187A107 | 654 | 3,752 | SH | OTR | 3 | 3,752 | 0 | 0 | |
LITHIA MTRS INC | CL A | 536797103 | 1,418 | 9,373 | SH | OTR | 3 | 9,373 | 0 | 0 | |
LOVESAC COMPANY | COM | 54738L109 | 470 | 17,918 | SH | OTR | 3 | 17,918 | 0 | 0 | |
LPL FINL HLDGS INC | COM | 50212V100 | 832 | 10,608 | SH | OTR | 3 | 10,608 | 0 | 0 | |
LUNA INNOVATIONS | COM | 550351100 | 122 | 20,936 | SH | OTR | 3 | 20,936 | 0 | 0 | |
MALIBU BOATS INC | COM CL A | 56117J100 | 455 | 8,765 | SH | OTR | 3 | 8,765 | 0 | 0 | |
MERCURY SYS INC | COM | 589378108 | 299 | 3,805 | SH | OTR | 3 | 3,805 | 0 | 0 | |
MYOKARDIA INC | COM | 62857M105 | 713 | 7,384 | SH | OTR | 3 | 7,384 | 0 | 0 | |
NAPCO SEC TECHNOLOGIES INC | COM | 630402105 | 281 | 12,010 | SH | OTR | 3 | 12,010 | 0 | 0 | |
NATERA INC | COM | 632307104 | 245 | 4,919 | SH | OTR | 3 | 4,919 | 0 | 0 | |
NOODLES & CO | COM CL A | 65540B105 | 250 | 41,364 | SH | OTR | 3 | 41,364 | 0 | 0 | |
ONEWATER MARINE INC | CL A COM | 68280L101 | 599 | 24,654 | SH | OTR | 3 | 24,654 | 0 | 0 | |
PALOMAR HLDGS INC | COM | 69753M105 | 1,426 | 16,623 | SH | OTR | 3 | 16,623 | 0 | 0 | |
PHREESIA INC | COM | 71944F106 | 356 | 12,584 | SH | OTR | 3 | 12,584 | 0 | 0 | |
PING IDENTITY HLDG CORP | COM | 72341T103 | 761 | 23,699 | SH | OTR | 3 | 23,699 | 0 | 0 | |
PLANET FITNESS INC | CL A | 72703H101 | 416 | 6,876 | SH | OTR | 3 | 6,876 | 0 | 0 | |
PROVENTION BIO INC | COM | 74374N102 | 250 | 17,698 | SH | OTR | 3 | 17,698 | 0 | 0 | |
PURPLE INNOVATION INC | COM | 74640Y106 | 363 | 20,188 | SH | OTR | 3 | 20,188 | 0 | 0 | |
QUIDEL CORP | COM | 74838J101 | 417 | 1,863 | SH | OTR | 3 | 1,863 | 0 | 0 | |
REDFIN CORP | COM | 75737F108 | 1,209 | 28,846 | SH | OTR | 3 | 28,846 | 0 | 0 | |
REPLIGEN CORP | COM | 759916109 | 286 | 2,310 | SH | OTR | 3 | 2,310 | 0 | 0 | |
REPRO MED SYS INC | COM | 759910102 | 142 | 15,815 | SH | OTR | 3 | 15,815 | 0 | 0 | |
RINGCENTRAL INC | CL A | 76680R206 | 1,648 | 5,781 | SH | OTR | 3 | 5,781 | 0 | 0 | |
SAIA INC | COM | 78709Y105 | 597 | 5,367 | SH | OTR | 3 | 5,367 | 0 | 0 | |
SAPIENS INTL CORP N V | SHS | G7T16G103 | 234 | 8,352 | SH | OTR | 3 | 8,352 | 0 | 0 | |
SCHRODINGER INC | COM | 80810D103 | 930 | 10,154 | SH | OTR | 3 | 10,154 | 0 | 0 | |
SELECTQUOTE INC | COM | 816307300 | 267 | 10,541 | SH | OTR | 3 | 10,541 | 0 | 0 | |
SHYFT GROUP INC | COM | 825698103 | 632 | 37,545 | SH | OTR | 3 | 37,545 | 0 | 0 | |
SILICON MOTION TECHNOLOGY CO | SPONSORED ADR | 82706C108 | 379 | 7,771 | SH | OTR | 3 | 7,771 | 0 | 0 | |
SIMULATIONS PLUS INC | COM | 829214105 | 270 | 4,506 | SH | OTR | 3 | 4,506 | 0 | 0 | |
SITIME CORP | COM | 82982T106 | 821 | 17,317 | SH | OTR | 3 | 17,317 | 0 | 0 | |
SPORTSMANS WHSE HLDGS INC | COM | 84920Y106 | 915 | 64,195 | SH | OTR | 3 | 64,195 | 0 | 0 | |
SPROUT SOCIAL INC | COM CL A | 85209W109 | 842 | 31,203 | SH | OTR | 3 | 31,203 | 0 | 0 | |
STAAR SURGICAL CO | COM PAR $0.01 | 852312305 | 749 | 12,163 | SH | OTR | 3 | 12,163 | 0 | 0 | |
STAMPS COM INC | COM NEW | 852857200 | 645 | 3,512 | SH | OTR | 3 | 3,512 | 0 | 0 | |
SVMK INC | COM | 78489X103 | 602 | 25,575 | SH | OTR | 3 | 25,575 | 0 | 0 | |
TANDEM DIABETES CARE INC | COM NEW | 875372203 | 632 | 6,389 | SH | OTR | 3 | 6,389 | 0 | 0 | |
TELADOC HEALTH INC | COM | 87918A105 | 660 | 3,458 | SH | OTR | 3 | 3,458 | 0 | 0 | |
THOR INDS INC | COM | 885160101 | 831 | 7,797 | SH | OTR | 3 | 7,797 | 0 | 0 | |
TOPBUILD CORP | COM | 89055F103 | 1,296 | 11,389 | SH | OTR | 3 | 11,389 | 0 | 0 | |
TREX CO INC | COM | 89531P105 | 841 | 6,469 | SH | OTR | 3 | 6,469 | 0 | 0 | |
U.S. AUTO PARTS NETWORK INC | COM | 90343C100 | 272 | 31,357 | SH | OTR | 3 | 31,357 | 0 | 0 | |
VAPOTRM INC | COM | 922107107 | 791 | 19,300 | SH | OTR | 3 | 19,300 | 0 | 0 | |
VARONIS SYS INC | COM | 922280102 | 529 | 5,982 | SH | OTR | 3 | 5,982 | 0 | 0 | |
WINNEBAGO INDS INC | COM | 974637100 | 865 | 12,985 | SH | OTR | 3 | 12,985 | 0 | 0 | |
WORKHORSE GROUP INC | COM NEW | 98138J206 | 565 | 32,470 | SH | OTR | 3 | 32,470 | 0 | 0 | |
YETI HLDGS INC | COM | 98585X104 | 542 | 12,677 | SH | OTR | 3 | 12,677 | 0 | 0 | |
ZYNEX INC | COM | 98986M103 | 1,275 | 51,257 | SH | OTR | 3 | 51,257 | 0 | 0 |