The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
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