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
3M CO COMMON STOCK 88579Y101 18,438 104,510 SH   SOLE   104,510 0 0
3M CO COMMON STOCK 88579Y901 17,642 100,000 SH Call SOLE   100,000 0 0
ABBOTT LABORATORIES COMMON STOCK 002824100 37,961 437,033 SH   SOLE   437,033 0 0
ABBVIE INC COMMON STOCK 00287Y109 25,076 283,218 SH   SOLE   283,218 0 0
ACCENTURE PLC COMMON STOCK G1151C101 59,795 283,967 SH   SOLE   283,967 0 0
ACI WORLDWIDE INC COMMON STOCK 004498101 417 11,000 SH   SOLE   11,000 0 0
ACM RESEARCH INC COMMON STOCK 00108J109 631 34,203 SH   SOLE   34,203 0 0
ACTIVISION BLIZZARD INC COMMON STOCK 00507V109 7,554 127,130 SH   SOLE   127,130 0 0
ADDUS HOMECARE CORP COMMON STOCK 006739106 2,768 28,467 SH   SOLE   28,467 0 0
ADOBE INC COMMON STOCK 00724F101 48,143 145,971 SH   SOLE   145,971 0 0
ADVANCED DRAINAGE SYSTEMS IN COMMON STOCK 00790R104 1,185 30,516 SH   SOLE   30,516 0 0
ADVANCED ENERGY INDUSTRIES COMMON STOCK 007973100 2,339 32,853 SH   SOLE   32,853 0 0
ADVANCED MICRO DEVICES COMMON STOCK 007903107 21,651 472,112 SH   SOLE   472,112 0 0
ADVANCED MICRO DEVICES CONVERTIBLE SECURITY 007903BD8 270,005 46,645,000 PRN   SOLE   46,637 0 8
ADVANCED MICRO DEVICES INC COMMON STOCK 007903907 6,352 138,500 SH Call SOLE   138,500 0 0
AERCAP HOLDINGS NV COMMON STOCK N00985106 406 6,600 SH   SOLE   6,600 0 0
AEROJET ROCKETDYNE HLDG CONVERTIBLE SECURITY 007800AB1 9,100 5,000,000 PRN   SOLE   5,000 0 0
AES CORP COMMON STOCK 00130H105 7,640 383,923 SH   SOLE   383,923 0 0
AFFILIATED MANAGERS GROUP COMMON STOCK 008252108 3,002 35,430 SH   SOLE   35,430 0 0
AFLAC INC COMMON STOCK 001055102 6,969 131,730 SH   SOLE   131,730 0 0
AGCO CORP COMMON STOCK 001084102 553 7,155 SH   SOLE   7,155 0 0
AGILENT TECHNOLOGIES INC COMMON STOCK 00846U101 42,141 493,980 SH   SOLE   493,843 0 137
AIR LEASE CORP COMMON STOCK 00912X302 30,263 636,850 SH   SOLE   631,080 0 5,770
AIR PRODUCTS & CHEMICALS INC COMMON STOCK 009158106 34,205 145,558 SH   SOLE   144,799 0 759
AIR TRANSPORT SERVICES G CONVERTIBLE SECURITY 00922RAB1 29,274 29,924,000 PRN   SOLE   29,903 0 21
AKAMAI TECHNOLOGIES INC COMMON STOCK 00971T101 858 9,930 SH   SOLE   9,930 0 0
AKAMAI TECHNOLOGIES INC CONVERTIBLE SECURITY 00971TAJ0 41,660 37,615,000 PRN   SOLE   37,601 0 14
ALCON INC COMMON STOCK H01301128 28,589 505,377 SH   SOLE   499,252 0 6,125
ALEXANDRIA REAL ESTATE EQUIT COMMON STOCK 015271109 8,672 53,672 SH   SOLE   53,672 0 0
ALEXION PHARMACEUTICALS INC COMMON STOCK 015351109 73,970 683,955 SH   SOLE   679,479 0 4,476
ALIBABA GROUP HOLDING LTD COMMON STOCK 01609W902 19,513 92,000 SH Call SOLE   92,000 0 0
ALIBABA GROUP HOLDING COMMON STOCK 01609W102 54,619 257,517 SH   SOLE   256,197 0 1,320
ALLEGHENY TECHNOLOGIES CONVERTIBLE SECURITY 01741RAG7 31,870 20,000,000 PRN   SOLE   20,000 0 0
ALLEGION PLC COMMON STOCK G0176J109 6,819 54,751 SH   SOLE   54,751 0 0
ALLERGAN PLC COMMON STOCK G0177J108 71,219 372,541 SH   SOLE   372,541 0 0
ALLSTATE CORP COMMON STOCK 020002101 11,787 104,817 SH   SOLE   104,817 0 0
ALPHABET INC COMMON STOCK 02079K107 89,726 67,109 SH   SOLE   67,109 0 0
ALPHABET INC COMMON STOCK 02079K305 323,171 241,282 SH   SOLE   239,935 0 1,347
ALTAIR ENGINEERING INC CONVERTIBLE SECURITY 021369AA1 10,162 10,000,000 PRN   SOLE   10,000 0 0
ALTERYX INC CONVERTIBLE SECURITY 02156BAB9 28,940 12,500,000 PRN   SOLE   12,500 0 0
ALTRIA GROUP INC COMMON STOCK 02209S103 22,276 446,319 SH   SOLE   446,319 0 0
ALZA CORP CONVERTIBLE SECURITY 02261WAB5 899 447,000 PRN   SOLE   447 0 0
AMAG PHARMACEUTICALS INC CONVERTIBLE SECURITY 00163UAD8 4,118 5,000,000 PRN   SOLE   5,000 0 0
AMAZON.COM INC COMMON STOCK 023135106 377,799 204,454 SH   SOLE   203,646 0 808
AMAZON.COM INC COMMON STOCK 023135906 49,337 26,700 SH Call SOLE   26,700 0 0
AMEDISYS INC COMMON STOCK 023436108 2,410 14,440 SH   SOLE   14,440 0 0
AMERICA MOVIL COMMON STOCK 02364W105 1,384 86,500 SH   SOLE   86,500 0 0
AMERICAN ELECTRIC POWER COMMON STOCK 025537101 14,122 149,422 SH   SOLE   149,422 0 0
AMERICAN ELECTRIC POWER CONVERTIBLE PREFERRED SECURITY 025537127 68,593 1,267,192 SH   SOLE   1,264,994 0 2,198
AMERICAN EXPRESS CO COMMON STOCK 025816109 23,383 187,827 SH   SOLE   187,827 0 0
AMERICAN INTERNATIONAL GROUP COMMON STOCK 026874784 64,411 1,254,843 SH   SOLE   1,254,391 0 452
AMERICAN TOWER CORP COMMON STOCK 03027X100 51,760 225,221 SH   SOLE   225,221 0 0
AMERICAN WOODMARK CORP COMMON STOCK 030506109 680 6,511 SH   SOLE   6,511 0 0
AMERIPRISE FINANCIAL INC COMMON STOCK 03076C106 8,777 52,692 SH   SOLE   52,692 0 0
AMGEN INC COMMON STOCK 031162100 38,426 159,397 SH   SOLE   159,397 0 0
AMN HEALTHCARE SERVICES INC COMMON STOCK 001744101 963 15,459 SH   SOLE   15,459 0 0
AMPHENOL CORP COMMON STOCK 032095101 8,685 80,244 SH   SOLE   80,244 0 0
ANSYS INC COMMON STOCK 03662Q105 952 3,700 SH   SOLE   3,700 0 0
ANTHEM INC COMMON STOCK 036752103 25,453 84,273 SH   SOLE   84,200 0 73
ANTHEM INC CONVERTIBLE SECURITY 94973VBG1 2,212 526,000 PRN   SOLE   526 0 0
AON PLC COMMON STOCK G0408V102 15,772 75,721 SH   SOLE   74,871 0 850
APARTMENT INVT & MGMT CO COMMON STOCK 03748R754 6,136 118,801 SH   SOLE   118,801 0 0
APOLLO CMMRL REAL EST FI CONVERTIBLE SECURITY 03762UAB1 3,528 3,500,000 PRN   SOLE   3,500 0 0
APPLE INC COMMON STOCK 037833100 413,738 1,408,951 SH   SOLE   1,408,836 0 115
APPLIED MATERIALS INC COMMON STOCK 038222105 47,679 781,110 SH   SOLE   780,941 0 169
APTIV PLC COMMON STOCK G6095L109 46,670 491,419 SH   SOLE   488,649 0 2,770
APYX MEDICAL CORP COMMON STOCK 03837C106 380 44,923 SH   SOLE   44,923 0 0
AQUA AMERICA INC CONVERTIBLE PREFERRED SECURITY 03836W202 45,052 722,564 SH   SOLE   722,369 0 195
ARCH CAPITAL GROUP LTD COMMON STOCK G0450A105 1,070 24,950 SH   SOLE   24,950 0 0
ARCHER-DANIELS-MIDLAND CO COMMON STOCK 039483102 7,318 157,875 SH   SOLE   157,875 0 0
ARCO PLATFORM LTD COMMON STOCK G04553106 1,158 26,190 SH   SOLE   26,190 0 0
ARCONIC INC COMMON STOCK 03965L100 518 16,825 SH   SOLE   16,825 0 0
ARDAGH GROUP SA COMMON STOCK L0223L101 225 11,500 SH   SOLE   11,500 0 0
ARES CAPITAL CORP COMMON STOCK 04010L103 681 36,500 SH   SOLE   36,500 0 0
ARES CAPITAL CORP CONVERTIBLE SECURITY 04010LAT0 14,431 13,950,000 PRN   SOLE   13,950 0 0
ARES CAPITAL CORP CONVERTIBLE SECURITY 04010LAW3 7,983 7,480,000 PRN   SOLE   7,466 0 14
ARQULE INC COMMON STOCK 04269E107 1,022 51,181 SH   SOLE   51,181 0 0
ARROWHEAD PHARMACEUTICALS IN COMMON STOCK 04280A100 317 5,000 SH   SOLE   5,000 0 0
ARTHUR J GALLAGHER & CO COMMON STOCK 363576109 8,838 92,804 SH   SOLE   92,804 0 0
ASBURY AUTOMOTIVE GROUP COMMON STOCK 043436104 552 4,940 SH   SOLE   4,940 0 0
ASML HOLDING NV COMMON STOCK N07059210 7,657 25,873 SH   SOLE   25,873 0 0
ASSETMARK FINANCIAL HOLDINGS COMMON STOCK 04546L106 448 15,453 SH   SOLE   15,453 0 0
ASSURANT INC COMMON STOCK 04621X108 10,402 79,357 SH   SOLE   79,357 0 0
ASSURANT INC CONVERTIBLE PREFERRED SECURITY 04621X207 75,388 586,126 SH   SOLE   585,984 0 142
AT&T INC COMMON STOCK 00206R102 89,454 2,289,003 SH   SOLE   2,289,003 0 0
ATLAS AIR WORLDWIDE HLDG CONVERTIBLE SECURITY 049164BJ4 9,840 11,578,000 PRN   SOLE   11,578 0 0
AUTODESK INC COMMON STOCK 052769106 9,696 52,851 SH   SOLE   52,851 0 0
AUTOMATIC DATA PROCESSING COMMON STOCK 053015103 17,812 104,472 SH   SOLE   104,472 0 0
AVALONBAY COMMUNITIES INC COMMON STOCK 053484101 10,327 49,246 SH   SOLE   49,246 0 0
AVANTOR INC CONVERTIBLE PREFERRED SECURITY 05352A209 12,600 200,000 SH   SOLE   200,000 0 0
AVAYA HOLDINGS CORP CONVERTIBLE SECURITY 05351XAB7 4,442 5,000,000 PRN   SOLE   5,000 0 0
AVERY DENNISON CORP COMMON STOCK 053611109 6,630 50,682 SH   SOLE   50,682 0 0
BAIDU INC COMMON STOCK 056752908 4,563 36,100 SH Call SOLE   36,100 0 0
BALL CORP COMMON STOCK 058498106 9,106 140,814 SH   SOLE   140,814 0 0
BANDWIDTH INC COMMON STOCK 05988J103 714 11,145 SH   SOLE   11,145 0 0
BANK OF AMERICA CORP COMMON STOCK 060505104 184,722 5,244,800 SH   SOLE   5,233,713 0 11,087
BANK OF AMERICA CORP CONVERTIBLE PREFERRED SECURITY 060505682 54,797 37,817 SH   SOLE   37,788 0 29
BANK OF NEW YORK MELLON CORP COMMON STOCK 064058100 17,574 349,171 SH   SOLE   349,171 0 0
BAXTER INTERNATIONAL INC COMMON STOCK 071813109 80,385 961,318 SH   SOLE   953,794 0 7,524
BECTON DICKINSON AND CO COMMON STOCK 075887109 17,573 64,612 SH   SOLE   64,612 0 0
BECTON DICKINSON AND CO CONVERTIBLE PREFERRED SECURITY 075887208 94,735 1,447,217 SH   SOLE   1,446,952 0 265
BENEFITFOCUS INC CONVERTIBLE SECURITY 08180DAB2 6,543 7,500,000 PRN   SOLE   7,500 0 0
BERKSHIRE HATHAWAY INC COMMON STOCK 084670702 98,732 435,905 SH   SOLE   434,855 0 1,050
BIOGEN INC COMMON STOCK 09062X103 12,260 41,317 SH   SOLE   41,317 0 0
BIOGEN INC COMMON STOCK 09062X903 7,774 26,200 SH Call SOLE   26,200 0 0
BIOMARIN PHARMACEUTICAL CONVERTIBLE SECURITY 09061GAF8 53,288 49,022,000 PRN   SOLE   49,022 0 0
I SHARES TR EXPND TEC SC ETF COMMON STOCK 464287906 13,581 112,700 SH Call SOLE   112,700 0 0
ISHARES TR RUSSELL 2000 ETF COMMON STOCK 464287905 175,445 1,059,000 SH Call SOLE   1,059,000 0 0
ISHARES TR U.S. REAL ES ETF COMMON STOCK 464287959 14,911 160,200 SH Put SOLE   160,200 0 0
BLACKROCK INC COMMON STOCK 09247X101 10,133 20,158 SH   SOLE   20,158 0 0
BLACKSTONE MORTGAGE TR CONVERTIBLE SECURITY 09257WAB6 1,611 1,510,000 PRN   SOLE   1,500 0 10
BOEING CO/THE COMMON STOCK 097023105 152,947 469,509 SH   SOLE   467,587 0 1,922
BOEING CO/THE COMMON STOCK 097023955 64,175 197,000 SH Put SOLE   197,000 0 0
BOOKING HOLDINGS INC COMMON STOCK 09857L108 15,078 7,342 SH   SOLE   7,342 0 0
BOOKING HOLDINGS INC COMMON STOCK 09857L908 10,063 4,900 SH Call SOLE   4,900 0 0
BOOKING HOLDINGS INC COMMON STOCK 09857L958 28,752 14,000 SH Put SOLE   14,000 0 0
BOOKING HOLDINGS INC CONVERTIBLE SECURITY 741503AS5 175,719 112,731,000 PRN   SOLE   112,716 0 15
BOOKING HOLDINGS INC CONVERTIBLE SECURITY 741503AX4 9,047 7,834,000 PRN   SOLE   7,834 0 0
BOOT BARN HOLDINGS INC COMMON STOCK 099406100 2,748 61,702 SH   SOLE   61,702 0 0
BOOZ ALLEN HAMILTON HOLDINGS COMMON STOCK 099502106 917 12,885 SH   SOLE   12,885 0 0
BOSTON SCIENTIFIC CORP COMMON STOCK 101137107 11,442 253,021 SH   SOLE   253,021 0 0
BP PLC COMMON STOCK 055622954 8,748 231,800 SH Put SOLE   231,800 0 0
BP PLC COMMON STOCK 055622104 28,753 761,866 SH   SOLE   761,866 0 0
BRISTOL-MYERS SQUIBB CO COMMON STOCK 110122108 43,262 673,966 SH   SOLE   673,966 0 0
BRISTOL-MYERS SQUIBB CO RIGHTS 110122157 62 20,458 SH   SOLE   20,458 0 0
BROADCOM INC COMMON STOCK 11135F101 50,115 158,583 SH   SOLE   158,244 0 339
BROADCOM INC CONVERTIBLE PREFERRED SECURITY 11135F200 158,744 134,761 SH   SOLE   134,531 0 230
BRUKER CORP COMMON STOCK 116794108 600 11,780 SH   SOLE   11,780 0 0
BUILDERS FIRSTSOURCE INC COMMON STOCK 12008R107 211 8,300 SH   SOLE   8,300 0 0
CABOT MICROELECTRONICS CORP COMMON STOCK 12709P103 1,327 9,196 SH   SOLE   9,196 0 0
CACI INTERNATIONAL INC COMMON STOCK 127190304 800 3,200 SH   SOLE   3,200 0 0
CADENCE DESIGN SYS INC COMMON STOCK 127387108 1,011 14,580 SH   SOLE   14,580 0 0
CAESARS ENTERTAIN CORP CONVERTIBLE SECURITY 127686AA1 8,203 4,260,000 PRN   SOLE   4,250 0 10
CAESARS ENTERTAINMENT CORP COMMON STOCK 127686103 6,800 500,000 SH   SOLE   500,000 0 0
CALAMP CORP CONVERTIBLE SECURITY 128126AD1 2,511 3,000,000 PRN   SOLE   3,000 0 0
CAPITAL ONE FINANCIAL CORP COMMON STOCK 14040H105 46,114 448,097 SH   SOLE   448,006 0 91
CARDLYTICS INC COMMON STOCK 14161W105 1,170 18,606 SH   SOLE   18,606 0 0
CARDTRONICS INC CONVERTIBLE SECURITY 14161HAG3 9,357 8,800,000 PRN   SOLE   8,800 0 0
CARLISLE COS INC COMMON STOCK 142339100 739 4,565 SH   SOLE   4,565 0 0
CARNIVAL CORP COMMON STOCK 143658300 10,875 213,950 SH   SOLE   213,950 0 0
CASTLE BIOSCIENCES INC COMMON STOCK 14843C105 1,148 33,411 SH   SOLE   33,411 0 0
CATERPILLAR INC COMMON STOCK 149123101 23,637 160,057 SH   SOLE   160,057 0 0
CBOE GLOBAL MARKETS INC COMMON STOCK 12503M108 84,918 707,652 SH   SOLE   703,294 0 4,358
CBOE SPX VOLATILITY INDEX COMMON STOCK 151290909 1,013 73,500 SH Call SOLE   73,500 0 0
CBRE GROUP INC COMMON STOCK 12504L109 225 3,665 SH   SOLE   3,665 0 0
CDW CORP/DE COMMON STOCK 12514G108 1,059 7,415 SH   SOLE   7,415 0 0
CEMEX SA COMMON STOCK 151290909 3,860 1,021,100 SH Call SOLE   1,021,100 0 0
CEMEX SAB DE CV CONVERTIBLE SECURITY 151290BR3 5,280 5,262,000 PRN   SOLE   5,262 0 0
CENTERPOINT ENERGY INC CONVERTIBLE PREFERRED SECURITY 15189T503 20,471 420,000 SH   SOLE   420,000 0 0
CHARTER COMMUNICATIONS INC COMMON STOCK 16119P108 17,963 37,032 SH   SOLE   37,032 0 0
CHEGG INC COMMON STOCK 163092109 2,516 66,367 SH   SOLE   66,367 0 0
CHEGG INC CONVERTIBLE SECURITY 163092AB5 22,655 15,000,000 PRN   SOLE   15,000 0 0
CHEMED CORP COMMON STOCK 16359R103 417 950 SH   SOLE   950 0 0
CHESAPEAKE ENERGY CORP CONVERTIBLE SECURITY 165167CY1 7,500 15,000,000 PRN   SOLE   15,000 0 0
CHEVRON CORP COMMON STOCK 166764100 125,282 1,039,602 SH   SOLE   1,036,805 0 2,797
CHUBB LTD COMMON STOCK H1467J104 27,288 175,302 SH   SOLE   175,302 0 0
CHURCH & DWIGHT CO INC COMMON STOCK 171340102 7,144 101,570 SH   SOLE   101,570 0 0
CIGNA CORP COMMON STOCK 125523100 10,666 52,159 SH   SOLE   52,159 0 0
CINCINNATI FINANCIAL CORP COMMON STOCK 172062101 536 5,100 SH   SOLE   5,100 0 0
CIRRUS LOGIC INC COMMON STOCK 172755100 469 5,690 SH   SOLE   5,690 0 0
CISCO SYSTEMS INC COMMON STOCK 17275R102 82,975 1,730,080 SH   SOLE   1,729,902 0 178
CITIGROUP INC COMMON STOCK 172967424 79,262 992,135 SH   SOLE   992,135 0 0
CITRIX SYSTEMS INC COMMON STOCK 177376100 7,596 68,492 SH   SOLE   68,492 0 0
CME GROUP INC COMMON STOCK 12572Q105 8,394 41,820 SH   SOLE   41,820 0 0
CMS ENERGY CORP COMMON STOCK 125896100 8,596 136,793 SH   SOLE   136,793 0 0
COCA-COLA CO/THE COMMON STOCK 191216100 102,909 1,859,237 SH   SOLE   1,854,289 0 4,948
COGNIZANT TECH SOLUTIONS COMMON STOCK 192446102 8,384 135,187 SH   SOLE   135,187 0 0
COHERENT INC COMMON STOCK 192479103 744 4,472 SH   SOLE   4,472 0 0
COLFAX CORP CONVERTIBLE PREFERRED SECURITY 194014205 37,862 240,000 SH   SOLE   240,000 0 0
COLGATE-PALMOLIVE CO COMMON STOCK 194162103 10,884 158,103 SH   SOLE   157,989 0 114
COLUMBUS MCKINNON CORP/NY COMMON STOCK 199333105 466 11,643 SH   SOLE   11,643 0 0
COMCAST CORP COMMON STOCK 20030N101 88,942 1,977,813 SH   SOLE   1,972,784 0 5,029
CONOCOPHILLIPS COMMON STOCK 20825C104 53,559 823,609 SH   SOLE   819,871 0 3,738
CONSOLIDATED EDISON INC COMMON STOCK 209115104 10,520 116,287 SH   SOLE   116,287 0 0
CONSTELLATION BRANDS INC COMMON STOCK 21036P908 29,981 158,000 SH Call SOLE   158,000 0 0
CONSTELLATION BRANDS INC COMMON STOCK 21036P108 24,319 128,163 SH   SOLE   126,980 0 1,183
COPA HOLDINGS SA COMMON STOCK P31076905 1,837 17,000 SH Call SOLE   17,000 0 0
CORTEVA INC COMMON STOCK 22052L104 11,803 399,295 SH   SOLE   399,295 0 0
COSAN LTD COMMON STOCK G25343107 571 25,000 SH   SOLE   25,000 0 0
COSTCO WHOLESALE CORP COMMON STOCK 22160K105 53,142 180,803 SH   SOLE   180,238 0 565
COUPA SOFTWARE INC COMMON STOCK 22266L106 1,695 11,590 SH   SOLE   11,590 0 0
CROWN CASTLE INTL CORP COMMON STOCK 22822V101 9,803 68,965 SH   SOLE   68,965 0 0
CROWN CASTLE INTL CORP CONVERTIBLE PREFERRED SECURITY 22822V309 123,438 96,305 SH   SOLE   96,133 0 172
CSG SYSTEMS INTERNATIONA CONVERTIBLE SECURITY 126349AF6 12,554 11,000,000 PRN   SOLE   11,000 0 0
CSX CORP COMMON STOCK 126408103 55,073 761,098 SH   SOLE   759,780 0 1,318
CSX CORP COMMON STOCK 126408903 10,601 146,500 SH Call SOLE   146,500 0 0
CUMULUS MEDIA INC COMMON STOCK 231082801 488 27,760 SH   SOLE   27,760 0 0
CUTERA INC COMMON STOCK 232109108 1,822 50,883 SH   SOLE   50,883 0 0
CVS HEALTH CORP COMMON STOCK 126650100 19,419 261,393 SH   SOLE   261,393 0 0
CYPRESS SEMICONDUCTOR CO CONVERTIBLE SECURITY 232806AM1 34,894 20,000,000 PRN   SOLE   20,000 0 0
CYPRESS SEMICONDUCTOR CORP COMMON STOCK 232806109 3,523 151,000 SH   SOLE   151,000 0 0
DANAHER CORP COMMON STOCK 235851102 15,264 99,454 SH   SOLE   99,454 0 0
DANAHER CORP CONVERTIBLE PREFERRED SECURITY 235851300 71,219 60,404 SH   SOLE   60,224 0 180
DANAHER CORP CONVERTIBLE SECURITY 235851AF9 1,575 269,000 PRN   SOLE   269 0 0
DARDEN RESTAURANTS INC COMMON STOCK 237194105 6,011 55,142 SH   SOLE   55,142 0 0
DAVITA INC COMMON STOCK 23918K108 450 6,000 SH   SOLE   6,000 0 0
DEERE & CO COMMON STOCK 244199105 9,373 54,098 SH   SOLE   54,098 0 0
DELTA AIR LINES INC COMMON STOCK 247361702 84,682 1,448,059 SH   SOLE   1,441,715 0 6,344
DEUTSCHE X TRACKERS HARVEST COMMON STOCK 233051909 5,424 183,000 SH Call SOLE   183,000 0 0
DEVON ENERGY CORP COMMON STOCK 25179M103 610 23,500 SH   SOLE   23,500 0 0
DEXCOM INC COMMON STOCK 252131107 213 975 SH   SOLE   975 0 0
DEXCOM INC CONVERTIBLE SECURITY 252131AF4 51,328 22,953,000 PRN   SOLE   22,953 0 0
DEXCOM INC CONVERTIBLE SECURITY 252131AH0 25,371 17,064,000 PRN   SOLE   17,042 0 22
DIAMOND OFFSHORE DRILLING COMMON STOCK 25271C102 431 60,000 SH   SOLE   60,000 0 0
DIGITAL REALTY TRUST INC COMMON STOCK 253868103 6,865 57,331 SH   SOLE   57,331 0 0
DIGITAL TURBINE INC COMMON STOCK 25400W102 1,042 146,094 SH   SOLE   146,094 0 0
DIODES INC COMMON STOCK 254543101 2,415 42,843 SH   SOLE   42,843 0 0
DISCOVER FINANCIAL SERVICES COMMON STOCK 254709108 22,576 266,163 SH   SOLE   266,163 0 0
DISCOVERY INC COMMON STOCK 25470F104 656 20,040 SH   SOLE   20,040 0 0
DISH NETWORK CORP CONVERTIBLE SECURITY 25470MAB5 34,974 36,183,000 PRN   SOLE   36,160 0 23
DISH NETWORK CORP CONVERTIBLE SECURITY 25470MAD1 29,071 31,750,000 PRN   SOLE   31,730 0 20
DOCUSIGN INC CONVERTIBLE SECURITY 256163AB2 27,585 22,169,000 PRN   SOLE   22,159 0 10
DOLLAR GENERAL CORP COMMON STOCK 256677105 7,629 48,913 SH   SOLE   48,913 0 0
DOLLAR TREE INC COMMON STOCK 256746108 10,017 106,505 SH   SOLE   106,505 0 0
DOMINION ENERGY INC COMMON STOCK 25746U109 11,428 137,988 SH   SOLE   137,988 0 0
DOMINION ENERGY INC CONVERTIBLE PREFERRED SECURITY 25746U133 25,416 237,553 SH   SOLE   237,405 0 148
DOVER CORP COMMON STOCK 260003108 604 5,240 SH   SOLE   5,240 0 0
DOW INC COMMON STOCK 260557103 9,918 181,226 SH   SOLE   181,226 0 0
DR HORTON INC COMMON STOCK 23331A109 8,847 167,724 SH   SOLE   167,724 0 0
DTE ENERGY CO CONVERTIBLE PREFERRED SECURITY 233331842 45,187 881,532 SH   SOLE   881,222 0 310
DTE ENERGY COMPANY COMMON STOCK 233331107 15,865 122,158 SH   SOLE   122,158 0 0
DUKE ENERGY CORP COMMON STOCK 26441C204 17,621 193,194 SH   SOLE   193,113 0 81
DUPONT DE NEMOURS INC COMMON STOCK 26614N102 25,634 399,290 SH   SOLE   399,290 0 0
DYCOM INDUSTRIES INC CONVERTIBLE SECURITY 267475AB7 44 45,000 PRN   SOLE   45 0 0
DYNATRACE INC COMMON STOCK 268150109 989 39,075 SH   SOLE   39,075 0 0
EATON CORP PLC COMMON STOCK G29183103 7,506 79,245 SH   SOLE   79,245 0 0
EBAY INC COMMON STOCK 278642103 7,162 198,336 SH   SOLE   198,336 0 0
EDISON INTERNATIONAL COMMON STOCK 281020107 6,752 89,538 SH   SOLE   89,538 0 0
EDWARDS LIFESCIENCES CORP COMMON STOCK 28176E108 21,387 91,674 SH   SOLE   91,644 0 30
EHEALTH INC COMMON STOCK 28238P109 2,270 23,626 SH   SOLE   23,626 0 0
ELI LILLY & CO COMMON STOCK 532457108 34,878 265,374 SH   SOLE   265,374 0 0
EMERSON ELECTRIC CO COMMON STOCK 291011104 30,319 397,576 SH   SOLE   397,576 0 0
ENERGIZER HOLDINGS INC CONVERTIBLE PREFERRED SECURITY 29272W208 11,122 106,364 SH   SOLE   106,364 0 0
ENERGY TRANSFER LP COMMON STOCK 29273V100 3,028 236,000 SH   SOLE   236,000 0 0
ENSIGN GROUP INC/THE COMMON STOCK 29358P101 378 8,329 SH   SOLE   8,329 0 0
ENTERGY CORP COMMON STOCK 29364G103 10,219 85,303 SH   SOLE   85,303 0 0
ENTERPRISE PRODUCTS PARTNERS COMMON STOCK 293792107 7,283 258,630 SH   SOLE   258,630 0 0
ENVESTNET INC CONVERTIBLE SECURITY 29404KAB2 31,215 25,944,000 PRN   SOLE   25,944 0 0
EOG RESOURCES INC COMMON STOCK 26875P101 16,063 191,774 SH   SOLE   191,774 0 0
EPAM SYSTEMS INC COMMON STOCK 29414B104 770 3,629 SH   SOLE   3,629 0 0
EQUINIX INC COMMON STOCK 29444U700 8,238 14,113 SH   SOLE   14,097 0 16
ESSENT GROUP LTD COMMON STOCK G3198U102 734 14,110 SH   SOLE   14,110 0 0
ESTABLISHMENT LABS HOLDINGS COMMON STOCK G31249108 919 33,233 SH   SOLE   33,233 0 0
ETSY INC CONVERTIBLE SECURITY 29786AAC0 30,553 21,578,000 PRN   SOLE   21,569 0 9
EURONET WORLDWIDE INC COMMON STOCK 298736109 1,849 11,737 SH   SOLE   11,737 0 0
EVERBRIDGE INC COMMON STOCK 29978A104 2,212 28,334 SH   SOLE   28,334 0 0
EVERQUOTE INC COMMON STOCK 30041R108 1,684 49,031 SH   SOLE   49,031 0 0
EVOLENT HEALTH INC CONVERTIBLE SECURITY 30050BAD3 3,506 5,000,000 PRN   SOLE   5,000 0 0
EXACT SCIENCES CORP CONVERTIBLE SECURITY 30063PAB1 46,441 40,779,000 PRN   SOLE   40,760 0 19
EXAGEN INC COMMON STOCK 30068X103 1,805 71,081 SH   SOLE   71,081 0 0
EXELON CORP COMMON STOCK 30161N101 14,081 308,859 SH   SOLE   308,859 0 0
EXPEDIA GROUP INC COMMON STOCK 30212P303 8,223 76,036 SH   SOLE   76,036 0 0
EXXON MOBIL CORP COMMON STOCK 30231G102 110,732 1,586,880 SH   SOLE   1,581,926 0 4,954
FACEBOOK INC COMMON STOCK 30303M902 10,139 49,400 SH Call SOLE   49,400 0 0
FACEBOOK INC COMMON STOCK 30303M102 288,245 1,404,362 SH   SOLE   1,398,866 0 5,496
FEDERAL REALTY INVS TRUST COMMON STOCK 313747206 6,042 46,936 SH   SOLE   46,936 0 0
FEDERAL SIGNAL CORP COMMON STOCK 313855108 954 29,566 SH   SOLE   29,566 0 0
FEDEX CORP COMMON STOCK 31428X106 6,042 39,955 SH   SOLE   39,955 0 0
FERRARI NV COMMON STOCK N3167Y103 1,589 9,600 SH   SOLE   9,600 0 0
FIDELITY NATIONAL INFO SERV COMMON STOCK 31620M106 77,206 555,077 SH   SOLE   551,538 0 3,539
FIREEYE INC CONVERTIBLE SECURITY 31816QAB7 5,145 5,183,000 PRN   SOLE   5,183 0 0
FIREEYE INC CONVERTIBLE SECURITY 31816QAD3 6,094 6,308,000 PRN   SOLE   6,308 0 0
FIREEYE INC CONVERTIBLE SECURITY 31816QAF8 7,561 7,500,000 PRN   SOLE   7,500 0 0
FIRST REPUBLIC BANK/CA COMMON STOCK 33616C100 16,557 140,967 SH   SOLE   140,967 0 0
FIRST SOLAR INC COMMON STOCK 336433107 23,334 416,975 SH   SOLE   413,519 0 3,456
FIRSTENERGY CORP COMMON STOCK 337932107 9,454 194,526 SH   SOLE   194,526 0 0
FISERV INC COMMON STOCK 337738108 14,438 124,861 SH   SOLE   124,861 0 0
FITBIT INC COMMON STOCK 33812L102 3,029 461,000 SH   SOLE   461,000 0 0
FIVE9 INC COMMON STOCK 338307101 2,713 41,363 SH   SOLE   41,363 0 0
FIVE9 INC CONVERTIBLE SECURITY 338307AB7 28,720 17,000,000 PRN   SOLE   17,000 0 0
FLEXION THERAPEUTICS INC CONVERTIBLE SECURITY 33938JAB2 16,683 15,608,000 PRN   SOLE   15,601 0 7
FLIR SYSTEMS INC COMMON STOCK 302445101 5,522 106,045 SH   SOLE   106,045 0 0
FORD MOTOR CO COMMON STOCK 345370860 15,573 1,674,493 SH   SOLE   1,674,493 0 0
FORESTAR GROUP INC CONVERTIBLE SECURITY 346232AB7 6,068 6,000,000 PRN   SOLE   6,000 0 0
FORTINET INC COMMON STOCK 34959E109 339 3,180 SH   SOLE   3,180 0 0
FORTIVE CORPORATION CONVERTIBLE PREFERRED SECURITY 34959J207 100,266 103,074 SH   SOLE   103,037 0 37
FORTUNE BRANDS HOME & SECURI COMMON STOCK 34964C106 7,670 117,387 SH   SOLE   117,387 0 0
FOX CORP COMMON STOCK 35137L105 5,789 156,165 SH   SOLE   156,165 0 0
FREEPORT-MCMORAN INC COMMON STOCK 35671D857 15,126 1,152,907 SH   SOLE   1,143,257 0 9,650
FTI CONSULTING INC CONVERTIBLE SECURITY 302941AP4 28,292 22,508,000 PRN   SOLE   22,500 0 8
FULGENT GENETICS INC COMMON STOCK 359664109 236 18,267 SH   SOLE   18,267 0 0
GARTNER INC COMMON STOCK 366651107 7,067 45,863 SH   SOLE   45,863 0 0
GASLOG LTD COMMON STOCK G37585109 531 54,250 SH   SOLE   54,250 0 0
GDS HOLDINGS LIMITED CONVERTIBLE SECURITY 36165LAB4 5,989 5,000,000 PRN   SOLE   5,000 0 0
GDS HOLDINGS LTD COMMON STOCK 36165L108 2,413 46,785 SH   SOLE   46,785 0 0
GENERAL DYNAMICS CORP COMMON STOCK 369550108 8,175 46,358 SH   SOLE   46,358 0 0
GENERAL ELECTRIC CO COMMON STOCK 369604103 35,561 3,186,507 SH   SOLE   3,186,507 0 0
GENERAL MILLS INC COMMON STOCK 370334104 9,342 174,414 SH   SOLE   174,414 0 0
GENERAL MOTORS CO COMMON STOCK 37045V100 20,368 556,513 SH   SOLE   556,513 0 0
GENPACT LTD COMMON STOCK G3922B107 1,111 26,353 SH   SOLE   26,353 0 0
GENTEX CORP COMMON STOCK 371901109 212 7,300 SH   SOLE   7,300 0 0
GILEAD SCIENCES INC COMMON STOCK 375558103 34,933 537,596 SH   SOLE   537,596 0 0
GLOBAL PAYMENTS INC COMMON STOCK 37940X102 39,847 218,268 SH   SOLE   217,248 0 1,020
GLOBANT SA COMMON STOCK L44385109 770 7,265 SH   SOLE   7,265 0 0
GOLDMAN SACHS BDC INC CONVERTIBLE SECURITY 38147UAB3 10,334 10,000,000 PRN   SOLE   10,000 0 0
GOLDMAN SACHS GROUP INC COMMON STOCK 38141G104 86,793 377,476 SH   SOLE   376,895 0 581
GRAND CANYON EDUCATION INC COMMON STOCK 38526M106 420 4,381 SH   SOLE   4,381 0 0
GUIDEWIRE SOFTWARE INC CONVERTIBLE SECURITY 40171VAA8 39,131 33,236,000 PRN   SOLE   33,236 0 0
HARTFORD FINANCIAL SVCS GRP COMMON STOCK 416515104 994 16,360 SH   SOLE   16,360 0 0
HCA HEALTHCARE INC COMMON STOCK 40412C101 7,780 52,635 SH   SOLE   52,635 0 0
HDFC BANK LTD COMMON STOCK 40415F101 5,837 92,116 SH   SOLE   88,316 0 3,800
SELECT SECTOR SPDR TR SBI HEALTHCARE COMMON STOCK 81369Y909 20,983 206,000 SH Call SOLE   206,000 0 0
HEICO CORP COMMON STOCK 464287952 586 5,134 SH   SOLE   5,134 0 0
HELIX ENERGY SOLUTIONS CONVERTIBLE SECURITY 71654V908 13,729 10,519,000 PRN   SOLE   10,500 0 19
HERBALIFE LTD CONVERTIBLE SECURITY 42703MAD5 10,389 10,000,000 PRN   SOLE   10,000 0 0
HERITAGE INSURANCE CONVERTIBLE SECURITY 42727JAB8 5,843 5,000,000 PRN   SOLE   5,000 0 0
HERMAN MILLER INC COMMON STOCK 600544100 342 8,200 SH   SOLE   8,200 0 0
HESS CORP COMMON STOCK 42809H107 29,089 435,403 SH   SOLE   435,403 0 0
HOME DEPOT INC COMMON STOCK 437076102 106,012 485,446 SH   SOLE   484,284 0 1,162
HONEYWELL INTERNATIONAL INC COMMON STOCK 438516106 95,499 539,545 SH   SOLE   538,170 0 1,375
HOPE BANCORP INC CONVERTIBLE SECURITY 43940TAB5 20,359 21,569,000 PRN   SOLE   21,569 0 0
HORIZON PHARMA INV LTD CONVERTIBLE SECURITY 44052TAB7 504 380,000 PRN   SOLE   380 0 0
HORIZON THERAPEUTICS PLC COMMON STOCK G46188101 485 13,400 SH   SOLE   13,400 0 0
HP INC COMMON STOCK 40434L105 5,421 263,817 SH   SOLE   263,817 0 0
HUBSPOT INC CONVERTIBLE SECURITY 443573AB6 51,989 30,000,000 PRN   SOLE   30,000 0 0
HUMANA INC COMMON STOCK 444859102 82,193 224,252 SH   SOLE   223,034 0 1,218
HUNTINGTON BANCSHARES INC COMMON STOCK 446150104 183 12,155 SH   SOLE   12,155 0 0
ICICI BANK LTD-SPON ADR COMMON STOCK 45104G104 1,308 86,696 SH   SOLE   86,696 0 0
IDEXX LABORATORIES INC COMMON STOCK 45168D104 366 1,400 SH   SOLE   1,400 0 0
IH MERGER SUB LLC CONVERTIBLE SECURITY 19625XAB8 67,930 50,491,000 PRN   SOLE   50,465 0 26
II-VI INC CONVERTIBLE SECURITY 902104AB4 37,119 36,175,000 PRN   SOLE   36,165 0 10
ILLINOIS TOOL WORKS COMMON STOCK 452308109 11,879 66,132 SH   SOLE   66,132 0 0
ILLUMINA INC COMMON STOCK 452327109 9,668 29,143 SH   SOLE   29,143 0 0
ILLUMINA INC CONVERTIBLE SECURITY 452327AH2 33,276 24,007,000 PRN   SOLE   23,993 0 14
ILLUMINA INC CONVERTIBLE SECURITY 452327AK5 177 160,000 PRN   SOLE   160 0 0
IMMUNOMEDICS INC CONVERTIBLE SECURITY 452907AK4 10,398 2,500,000 PRN   SOLE   2,500 0 0
INCYTE CORP COMMON STOCK 45337C102 410 4,700 SH   SOLE   4,700 0 0
INCYTE CORP COMMON STOCK 45337C902 14,932 171,000 SH Call SOLE   171,000 0 0
INFINERA CORP CONVERTIBLE SECURITY 45667GAC7 15,663 15,000,000 PRN   SOLE   15,000 0 0
INGEVITY CORP COMMON STOCK 45688C107 1,376 15,746 SH   SOLE   15,746 0 0
INNOVIVA INC CONVERTIBLE SECURITY 88338TAB0 37 37,000 PRN   SOLE   37 0 0
INNOVIVA INC CONVERTIBLE SECURITY 45781MAB7 19,282 17,663,000 PRN   SOLE   17,663 0 0
INOVALON HOLDINGS INC COMMON STOCK 45781D101 474 25,200 SH   SOLE   25,200 0 0
INPHI CORP CONVERTIBLE SECURITY 45772FAB3 14,960 8,000,000 PRN   SOLE   8,000 0 0
INPHI CORP CONVERTIBLE SECURITY 45772FAC1 60,632 42,746,000 PRN   SOLE   42,732 0 14
INSMED INC CONVERTIBLE SECURITY 457669AA7 16,133 16,671,000 PRN   SOLE   16,667 0 4
INSPIRE MEDICAL SYSTEMS INC COMMON STOCK 457730109 1,564 21,078 SH   SOLE   21,078 0 0
INSULET CORP COMMON STOCK 45784P101 793 4,633 SH   SOLE   4,633 0 0
INTEL CORP COMMON STOCK 458140100 64,633 1,079,915 SH   SOLE   1,079,915 0 0
INTELLICHECK INC COMMON STOCK 45817G201 275 36,662 SH   SOLE   36,662 0 0
INTELLIGENT SYSTEMS CORP COMMON STOCK 45816D100 215 5,371 SH   SOLE   5,371 0 0
INTELSAT SA CONVERTIBLE SECURITY 45790VAB6 1,361 2,000,000 PRN   SOLE   2,000 0 0
INTERCEPT PHARMAS CONVERTIBLE SECURITY 45845PAA6 5,047 5,000,000 PRN   SOLE   5,000 0 0
INTERCEPT PHARMAS CONVERTIBLE SECURITY 45845PAB4 6,649 5,000,000 PRN   SOLE   5,000 0 0
INTERCONTINENTAL EXCHANGE IN COMMON STOCK 45866F104 37,930 409,830 SH   SOLE   406,170 0 3,660
INTERCONTINENTAL EXCHANGE INC COMMON STOCK 45866F904 4,267 46,100 SH Call SOLE   46,100 0 0
INTL BUSINESS MACHINES CORP COMMON STOCK 459200101 16,872 125,870 SH   SOLE   125,870 0 0
INTL FLAVOR & FRAGRANCES CONVERTIBLE PREFERRED SECURITY 459506309 12,709 264,706 SH   SOLE   264,706 0 0
INTUIT INC COMMON STOCK 461202103 13,997 53,437 SH   SOLE   53,437 0 0
INTUITIVE SURGICAL INC COMMON STOCK 46120E602 42,058 71,146 SH   SOLE   70,871 0 275
INVACARE CORP CONVERTIBLE SECURITY 461203AH4 2,798 3,000,000 PRN   SOLE   3,000 0 0
INVESCO S&P SMALLCAP ENERGY COMMON STOCK 46138E164 86 11,500 SH   SOLE   11,500 0 0
INVESCO SENIOR LOAN ETF COMMON STOCK 46138G508 945 41,400 SH   SOLE   41,400 0 0
IONIS PHARMACEUTICALS IN CONVERTIBLE SECURITY 464337AJ3 3,383 2,950,000 PRN   SOLE   2,935 0 15
IQIYI INC CONVERTIBLE SECURITY 46267XAB4 11,072 10,000,000 PRN   SOLE   10,000 0 0
IRONWOOD PHARMACEUTICALS CONVERTIBLE SECURITY 46333XAD0 2,846 2,423,000 PRN   SOLE   2,423 0 0
ISHARES TR 20 YR TR BD ETF COMMON STOCK 464287952 51,889 383,000 SH Put SOLE   383,000 0 0
ISHARES CHINA LARGE CAP ETF COMMON STOCK 71654V908 9,162 210,000 SH Call SOLE   210,000 0 0
ISHARES CORE MSCI EAFE ETF COMMON STOCK 46432F842 253 3,884 SH   SOLE   3,443 0 441
ISHARES CORE S&P 500 ETF COMMON STOCK 464287200 9,442 29,210 SH   SOLE   7,978 0 21,232
ISHARES CORE U.S. AGGREGATE COMMON STOCK 464287226 2,094 18,637 SH   SOLE   7,950 0 10,687
ISHARES IBOXX HIGH YLD CORP COMMON STOCK 464288513 2,625 29,850 SH   SOLE   29,850 0 0
ISHARES MSCI ACWI EX US ETF COMMON STOCK 464288240 817 16,625 SH   SOLE   6,419 0 10,206
ISHARES MSCI EAFE ETF COMMON STOCK 464287465 29,501 424,835 SH   SOLE   424,835 0 0
ISHARES MSCI EAFE ETF COMMON STOCK 464287905 379,385 5,463,500 SH Call SOLE   5,463,500 0 0
ISHARES MSCI EAFE ETF COMMON STOCK 464287955 31,630 455,500 SH Put SOLE   455,500 0 0
ISHARES MSCI EMERGING MARKET COMMON STOCK 464287234 10,473 233,410 SH   SOLE   233,410 0 0
ISHARES MSCI EMERGING MARKETS ETF COMMON STOCK 464287904 207,322 4,620,500 SH Call SOLE   4,620,500 0 0
ISHARES MSCI EMERGING MARKETS ETF COMMON STOCK 464287954 36,861 821,500 SH Put SOLE   821,500 0 0
ISHARES MSCI UNITED KINGDOM COMMON STOCK 46435G334 13,129 385,000 SH   SOLE   385,000 0 0
ISHARES NASDAQ BIOTECHNOLOGY COMMON STOCK 464287556 7,428 61,635 SH   SOLE   61,635 0 0
ISHARES PREFERRED & INCOME S COMMON STOCK 464288687 499 13,275 SH   SOLE   13,275 0 0
ISHARES RUSSELL 1000 ETF COMMON STOCK 464287622 1,805 10,118 SH   SOLE   7,803 0 2,315
ISHARES RUSSELL 2000 VALUE E COMMON STOCK 464287630 12,290 95,580 SH   SOLE   95,580 0 0
ISHARES RUSSELL MID-CAP VALU COMMON STOCK 464287473 2,369 25,000 SH   SOLE   25,000 0 0
ISHARES S&P 500 VALUE ETF COMMON STOCK 464287408 470 3,615 SH   SOLE   0 0 3,615
ISHARES S&P SMALL-CAP 600 VA COMMON STOCK 464287879 547 3,400 SH   SOLE   3,400 0 0
ISHARES US REAL ESTATE ETF COMMON STOCK 464287739 854 9,170 SH   SOLE   9,170 0 0
ISTAR INC CONVERTIBLE SECURITY 45031UCB5 8,496 7,500,000 PRN   SOLE   7,500 0 0
ITAU UNIBANCO H-SPON PRF ADR COMMON STOCK 465562106 7,666 837,810 SH   SOLE   837,810 0 0
J2 GLOBAL COMMUNICATIONS CONVERTIBLE SECURITY 48123VAC6 39,946 27,500,000 PRN   SOLE   27,500 0 0
J2 GLOBAL INC COMMON STOCK 48123V102 773 8,250 SH   SOLE   8,250 0 0
JACK HENRY & ASSOCIATES INC COMMON STOCK 426281101 6,790 46,611 SH   SOLE   46,611 0 0
JAZZ INVESTMENTS I LTD CONVERTIBLE SECURITY 472145AB7 490 475,000 PRN   SOLE   475 0 0
JOHN BEAN TECHNOLOGIES CORP COMMON STOCK 477839104 428 3,800 SH   SOLE   3,800 0 0
JOHNSON & JOHNSON COMMON STOCK 478160104 183,614 1,258,754 SH   SOLE   1,255,367 0 3,387
JOHNSON CONTROLS INTERNATION COMMON STOCK G51502105 7,368 180,992 SH   SOLE   180,992 0 0
JPMORGAN CHASE & CO COMMON STOCK 46625H100 224,696 1,611,876 SH   SOLE   1,609,525 0 2,351
KELLOGG CO COMMON STOCK 487836108 8,723 126,131 SH   SOLE   126,131 0 0
KEMET CORP COMMON STOCK 488360207 1,371 50,670 SH   SOLE   50,670 0 0
KEYCORP COMMON STOCK 493267108 10,992 543,080 SH   SOLE   543,080 0 0
KEYSIGHT TECHNOLOGIES IN COMMON STOCK 49338L103 2,094 20,405 SH   SOLE   20,405 0 0
KIMBERLY-CLARK CORP COMMON STOCK 494368103 13,039 94,797 SH   SOLE   94,797 0 0
KINDER MORGAN INC COMMON STOCK 49456B101 11,482 542,384 SH   SOLE   542,384 0 0
KINSALE CAPITAL GROUP INC COMMON STOCK 49714P108 1,644 16,176 SH   SOLE   16,176 0 0
KLA CORP COMMON STOCK 482480100 232 1,300 SH   SOLE   1,300 0 0
KNOLL INC COMMON STOCK 498904200 548 21,707 SH   SOLE   21,707 0 0
KNOWLES CORP COMMON STOCK 49926D109 823 38,924 SH   SOLE   38,924 0 0
KRAFT HEINZ CO/THE COMMON STOCK 500754106 6,985 217,394 SH   SOLE   217,394 0 0
KROGER CO COMMON STOCK 501044101 6,664 229,877 SH   SOLE   229,877 0 0
KURA SUSHI USA INC COMMON STOCK 501270102 747 29,355 SH   SOLE   29,355 0 0
L3HARRIS TECHNOLOGIES INC COMMON STOCK 502431109 75,020 379,136 SH   SOLE   376,003 0 3,133
LABORATORY CRP OF AMER HLDGS COMMON STOCK 50540R409 88,225 521,520 SH   SOLE   518,124 0 3,396
LAM RESEARCH CORP COMMON STOCK 512807108 55,596 190,137 SH   SOLE   189,822 0 315
LAM RESEARCH CORP COMMON STOCK 512807908 27,720 94,800 SH Call SOLE   94,800 0 0
LAMB WESTON HOLDINGS INC COMMON STOCK 513272104 11,304 131,396 SH   SOLE   129,639 0 1,757
LATTICE SEMICONDUCTOR CORP COMMON STOCK 518415104 2,143 111,984 SH   SOLE   111,984 0 0
LCI INDUSTRIES COMMON STOCK 50189K103 720 6,721 SH   SOLE   6,721 0 0
LEGGETT & PLATT INC COMMON STOCK 524660107 5,758 113,278 SH   SOLE   113,278 0 0
LEIDOS HOLDINGS INC COMMON STOCK 525327102 673 6,870 SH   SOLE   6,870 0 0
LENDINGTREE INC COMMON STOCK 52603B107 1,058 3,487 SH   SOLE   3,487 0 0
LENDINGTREE INC CONVERTIBLE SECURITY 52603BAA5 47,143 30,000,000 PRN   SOLE   30,000 0 0
LENNAR CORP COMMON STOCK 526057104 2,465 44,175 SH   SOLE   44,175 0 0
LGI HOMES INC COMMON STOCK 50187T106 628 8,884 SH   SOLE   8,884 0 0
LHC GROUP INC COMMON STOCK 50187A107 2,182 15,836 SH   SOLE   15,836 0 0
LIBERTY INTERACTIVE LLC CONVERTIBLE SECURITY 530715AL5 3,466 5,014,000 PRN   SOLE   5,005 0 9
LIBERTY INTERACTIVE LLC CONVERTIBLE SECURITY 530715AG6 2,912 4,137,591 PRN   SOLE   4,122 0 15
LIBERTY MEDIA CORP CONVERTIBLE SECURITY 531229AF9 51,999 39,024,000 PRN   SOLE   39,006 0 18
LIBERTY MEDIA CORP CONVERTIBLE SECURITY 531229AE2 27,788 48,136,000 PRN   SOLE   48,117 0 19
LIBERTY MEDIA CORP CONVERTIBLE SECURITY 531229AB8 70,305 52,444,000 PRN   SOLE   52,423 0 21
LIGAND PHARMACEUTICALS I CONVERTIBLE SECURITY 53220KAF5 13,033 15,000,000 PRN   SOLE   15,000 0 0
LINDE PLC COMMON STOCK G5494J103 115,772 543,787 SH   SOLE   541,055 0 2,732
LITHIA MOTORS INC COMMON STOCK 536797103 2,468 16,789 SH   SOLE   16,789 0 0
LIVE NATION ENTERTAINMEN CONVERTIBLE SECURITY 538034AQ2 4,925 4,009,000 PRN   SOLE   4,000 0 9
LIVEPERSON INC COMMON STOCK 538146101 637 17,221 SH   SOLE   17,221 0 0
LOCKHEED MARTIN CORP COMMON STOCK 539830109 44,911 115,339 SH   SOLE   115,339 0 0
LOWE'S COS INC COMMON STOCK 548661107 83,762 699,413 SH   SOLE   696,082 0 3,331
LPL FINANCIAL HOLDINGS INC COMMON STOCK 50212V100 3,048 33,038 SH   SOLE   33,038 0 0
LULULEMON ATHLETICA INC COMMON STOCK 550021109 34,134 147,341 SH   SOLE   145,077 0 2,264
LUMENTUM HOLDINGS INC CONVERTIBLE SECURITY 55024UAB5 2,030 1,388,000 PRN   SOLE   1,375 0 13
LUNA INNOVATIONS INC COMMON STOCK 550351100 447 61,352 SH   SOLE   61,352 0 0
LYFT INC COMMON STOCK 55087P104 6,718 156,161 SH   SOLE   154,834 0 1,327
M & T BANK CORP COMMON STOCK 55261F104 8,768 51,653 SH   SOLE   51,653 0 0
MAGELLAN MIDSTREAM PARTNERS COMMON STOCK 559080106 4,488 71,380 SH   SOLE   71,380 0 0
MANTECH INTERNATIONAL CORP COMMON STOCK 564563104 519 6,500 SH   SOLE   6,500 0 0
MARATHON PETROLEUM CORP COMMON STOCK 56585A102 34,352 570,166 SH   SOLE   570,006 0 160
MARRIOTT VACATIONS WORLD COMMON STOCK 57164Y107 490 3,806 SH   SOLE   3,806 0 0
MARSH & MCLENNAN COS COMMON STOCK 571748102 44,928 403,269 SH   SOLE   403,269 0 0
MARTIN MARIETTA MATERIALS COMMON STOCK 573284106 319 1,141 SH   SOLE   1,141 0 0
MARVELL TECHNOLOGY GROUP LTD COMMON STOCK G5876H105 10,796 406,475 SH   SOLE   403,186 0 3,289
MASCO CORP COMMON STOCK 574599106 49,891 1,039,609 SH   SOLE   1,039,389 0 220
MASTEC INC COMMON STOCK 576323109 2,695 42,008 SH   SOLE   42,008 0 0
MASTERCARD INC COMMON STOCK 57636Q104 110,830 371,179 SH   SOLE   370,444 0 735
MCDONALD'S CORP COMMON STOCK 580135101 94,357 477,491 SH   SOLE   475,966 0 1,525
MCKESSON CORP COMMON STOCK 58155Q103 6,917 50,006 SH   SOLE   50,006 0 0
MEDICINES COMPANY COMMON STOCK 584688105 2,548 30,000 SH   SOLE   30,000 0 0
MEDICINES COMPANY CONVERTIBLE SECURITY 584688AE5 21,786 8,603,000 PRN   SOLE   8,600 0 3
MEDICINES COMPANY CONVERTIBLE SECURITY 584688AG0 24,415 14,000,000 PRN   SOLE   14,000 0 0
MEDICINES COMPANY CONVERTIBLE SECURITY 584688AJ4 13,676 4,000,000 PRN   SOLE   4,000 0 0
MEDTRONIC PLC COMMON STOCK G5960L103 94,179 830,139 SH   SOLE   827,932 0 2,207
MELCO RESORTS & ENTERTAIN ADR COMMON STOCK 585464900 4,440 183,700 SH Call SOLE   183,700 0 0
MELLANOX TECHNOLOGIES LTD COMMON STOCK M51363113 3,679 31,400 SH   SOLE   31,400 0 0
MERCADOLIBRE INC COMMON STOCK 58733R102 5,947 10,398 SH   SOLE   10,398 0 0
MERCADOLIBRE INC CONVERTIBLE SECURITY 58733RAD4 37,418 25,000,000 PRN   SOLE   25,000 0 0
MERCK & CO. INC. COMMON STOCK 58933Y105 105,852 1,163,845 SH   SOLE   1,161,049 0 2,796
MERCURY SYSTEMS INC COMMON STOCK 589378108 1,990 28,797 SH   SOLE   28,797 0 0
METLIFE INC COMMON STOCK 59156R108 7,969 156,342 SH   SOLE   156,342 0 0
MGM RESORTS INTERNATIONAL COMMON STOCK 552953101 40,904 1,229,460 SH   SOLE   1,221,315 0 8,145
MICROCHIP TECHNOLOGY INC COMMON STOCK 595017104 224 2,135 SH   SOLE   2,135 0 0
MICROCHIP TECHNOLOGY INC CONVERTIBLE SECURITY 595017AD6 42,923 20,000,000 PRN   SOLE   20,000 0 0
MICROCHIP TECHNOLOGY INC CONVERTIBLE SECURITY 595017AF1 149,003 104,722,000 PRN   SOLE   104,662 0 60
MICROCHIP TECHNOLOGY INC CONVERTIBLE SECURITY 595017AH7 10,870 7,500,000 PRN   SOLE   7,500 0 0
MICRON TECHNOLOGY INC COMMON STOCK 595112103 34,962 650,093 SH   SOLE   648,188 0 1,905
MICRON TECHNOLOGY INC COMMON STOCK 595112903 38,802 721,500 SH Call SOLE   721,500 0 0
MICRON TECHNOLOGY INC CONVERTIBLE SECURITY 595112AV5 4,600 936,000 PRN   SOLE   936 0 0
MICRON TECHNOLOGY INC CONVERTIBLE SECURITY 595112AX1 128,896 23,975,000 PRN   SOLE   23,975 0 0
MICROSOFT CORP COMMON STOCK 594918104 571,744 3,625,519 SH   SOLE   3,611,690 0 13,829
MID-AMERICA APARTMENT COMM COMMON STOCK 59522J103 8,299 62,939 SH   SOLE   62,939 0 0
MOHAWK INDUSTRIES INC COMMON STOCK 608190104 6,239 45,744 SH   SOLE   45,744 0 0
MOMO INC CONVERTIBLE SECURITY 60879BAB3 15,799 17,000,000 PRN   SOLE   17,000 0 0
MONDELEZ INTERNATIONAL INC COMMON STOCK 609207105 46,316 840,877 SH   SOLE   840,877 0 0
MONGODB INC CONVERTIBLE SECURITY 60937PAB2 30,188 15,000,000 PRN   SOLE   15,000 0 0
MONOLITHIC POWER SYSTEMS INC COMMON STOCK 609839105 229 1,288 SH   SOLE   1,288 0 0
MONSTER BEVERAGE CORP COMMON STOCK 61174X109 6,198 97,535 SH   SOLE   97,535 0 0
MORGAN STANLEY COMMON STOCK 617446448 67,685 1,324,040 SH   SOLE   1,324,040 0 0
NABORS INDUSTRIES INC CONVERTIBLE SECURITY 62957HAB1 23,980 31,955,000 PRN   SOLE   31,955 0 0
NETFLIX INC COMMON STOCK 64110L106 64,575 199,569 SH   SOLE   198,996 0 573
NETFLIX INC COMMON STOCK 64110L956 6,374 19,700 SH Put SOLE   19,700 0 0
NEUROCRINE BIOSCIENCES CONVERTIBLE SECURITY 64125CAD1 47,492 30,906,000 PRN   SOLE   30,901 0 5
NEW ORIENTAL EDUCATIO COMMON STOCK 647581107 5,623 46,379 SH   SOLE   46,379 0 0
NEW RELIC INC CONVERTIBLE SECURITY 64829BAB6 33,489 34,145,000 PRN   SOLE   34,145 0 0
NEWELL BRANDS INC COMMON STOCK 651229106 337 17,525 SH   SOLE   17,525 0 0
NEWMONT GOLDCORP CORP COMMON STOCK 651639106 6,910 159,029 SH   SOLE   159,029 0 0
NEXTERA ENERGY INC COMMON STOCK 65339F101 19,143 79,050 SH   SOLE   79,004 0 46
NEXTERA ENERGY INC CONVERTIBLE PREFERRED SECURITY 65339F796 110,903 2,162,689 SH   SOLE   2,159,817 0 2,872
NICE LTD COMMON STOCK 653656108 1,448 9,335 SH   SOLE   9,335 0 0
NICE SYSTEMS INC CONVERTIBLE SECURITY 65366HAB9 38,309 20,000,000 PRN   SOLE   20,000 0 0
NIKE INC COMMON STOCK 654106103 65,130 642,879 SH   SOLE   640,796 0 2,083
NISOURCE INC COMMON STOCK 65473P105 6,460 232,025 SH   SOLE   232,025 0 0
NMI HOLDINGS INC COMMON STOCK 629209305 1,707 51,440 SH   SOLE   51,440 0 0
NOBLE CORP PLC COMMON STOCK 655044105 29 24,000 SH   SOLE   24,000 0 0
NOKIA CORP COMMON STOCK 654902204 5,639 1,520,000 SH   SOLE   1,520,000 0 0
NOODLES & CO COMMON STOCK 65540B105 388 70,105 SH   SOLE   70,105 0 0
NORFOLK SOUTHERN CORP COMMON STOCK 655844108 8,085 41,645 SH   SOLE   41,645 0 0
NORTHERN TRUST CORP COMMON STOCK 665859104 17,597 165,634 SH   SOLE   165,634 0 0
NORTHROP GRUMMAN CORP COMMON STOCK 666807102 51,546 149,855 SH   SOLE   149,825 0 30
NOVA MEASURING INSTRUMENTS COMMON STOCK M7516K103 1,256 33,202 SH   SOLE   33,202 0 0
NOVELLUS SYSTEMS INC CONVERTIBLE SECURITY 670008AD3 2,784 305,000 PRN   SOLE   302 0 3
NOVO-NORDISK A/S COMMON STOCK 670100205 1,569 27,100 SH   SOLE   27,100 0 0
NRG ENERGY INC CONVERTIBLE SECURITY 629377CG5 38,733 34,091,000 PRN   SOLE   34,077 0 14
NUANCE COMMUNICATIONS CONVERTIBLE SECURITY 67020YAK6 20,499 20,229,000 PRN   SOLE   20,229 0 0
NUANCE COMMUNICATIONS CONVERTIBLE SECURITY 67020YAG5 101 95,000 PRN   SOLE   95 0 0
NUCOR CORP COMMON STOCK 670346105 4,730 84,050 SH   SOLE   84,050 0 0
NUTANIX INC CONVERTIBLE SECURITY 67059NAB4 11,410 11,500,000 PRN   SOLE   11,500 0 0
NUVASIVE INC CONVERTIBLE SECURITY 670704AG0 59,872 44,769,000 PRN   SOLE   44,761 0 8
NVIDIA CORP COMMON STOCK 67066G104 84,226 357,951 SH   SOLE   356,444 0 1,507
OASIS PETROLEUM INC CONVERTIBLE SECURITY 674215AJ7 3,857 5,000,000 PRN   SOLE   5,000 0 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK 674599105 7,007 170,036 SH   SOLE   170,036 0 0
OIL STATES INTL INC CONVERTIBLE SECURITY 678026AH8 14,013 15,558,000 PRN   SOLE   15,558 0 0
OKTA INC CONVERTIBLE SECURITY 679295AB1 55,552 23,000,000 PRN   SOLE   23,000 0 0
OMNICELL INC COMMON STOCK 68213N109 1,576 19,285 SH   SOLE   19,285 0 0
ON SEMICONDUCTOR CORP CONVERTIBLE SECURITY 682189AK1 53,108 38,994,000 PRN   SOLE   38,971 0 23
ON SEMICONDUCTOR CORP CONVERTIBLE SECURITY 682189AP0 63,348 45,866,000 PRN   SOLE   45,858 0 8
ONEOK INC COMMON STOCK 682680103 8,296 109,639 SH   SOLE   109,639 0 0
ONESPAN INC COMMON STOCK 68287N100 451 26,354 SH   SOLE   26,354 0 0
OPKO HEALTH INC CONVERTIBLE SECURITY 68375NAD5 3,942 5,000,000 PRN   SOLE   5,000 0 0
OPTIMIZERX CORP COMMON STOCK 68401U204 551 53,620 SH   SOLE   53,620 0 0
ORACLE CORP COMMON STOCK 68389X105 31,685 598,055 SH   SOLE   598,055 0 0
O'REILLY AUTOMOTIVE INC COMMON STOCK 67103H107 10,085 23,012 SH   SOLE   23,012 0 0
OSI SYSTEMS INC CONVERTIBLE SECURITY 671044AD7 32,483 29,598,000 PRN   SOLE   29,598 0 0
PACCAR INC COMMON STOCK 693718108 9,354 118,258 SH   SOLE   118,258 0 0
PACIRA BIOSCIENCES INC CONVERTIBLE SECURITY 695127AD2 6,863 6,574,000 PRN   SOLE   6,574 0 0
PALO ALTO NETWORKS CONVERTIBLE SECURITY 697435AD7 130,557 118,201,000 PRN   SOLE   118,172 0 29
PAYCHEX INC COMMON STOCK 704326107 8,336 97,998 SH   SOLE   97,998 0 0
PAYLOCITY HOLDING CORP COMMON STOCK 70438V106 435 3,600 SH   SOLE   3,600 0 0
PAYPAL HOLDINGS INC COMMON STOCK 70450Y103 38,648 357,287 SH   SOLE   355,385 0 1,902
PAYPAL HOLDINGS INC COMMON STOCK 70450Y903 29,206 270,000 SH Call SOLE   270,000 0 0
PDC ENERGY INC CONVERTIBLE SECURITY 69327RAD3 9,438 10,071,000 PRN   SOLE   10,055 0 16
PEGASYSTEMS INC COMMON STOCK 705573103 900 11,296 SH   SOLE   11,296 0 0
PENNANT GROUP INC/THE COMMON STOCK 70805E109 545 16,478 SH   SOLE   16,478 0 0
PENTAIR PLC COMMON STOCK G7S00T104 5,958 129,885 SH   SOLE   129,885 0 0
PENUMBRA INC COMMON STOCK 70975L107 613 3,733 SH   SOLE   3,733 0 0
PEPSICO INC COMMON STOCK 713448108 72,642 531,512 SH   SOLE   531,512 0 0
PERFICIENT INC COMMON STOCK 71375U101 205 4,440 SH   SOLE   4,440 0 0
PERSPECTA INC COMMON STOCK 715347100 410 15,500 SH   SOLE   15,500 0 0
PETROLEO BRASILEIRO SA PETRO COMMON STOCK 71654V908 3,886 243,800 SH Call SOLE   243,800 0 0
PFENEX INC COMMON STOCK 717071104 387 35,234 SH   SOLE   35,234 0 0
PFIZER INC COMMON STOCK 717081103 133,146 3,398,314 SH   SOLE   3,388,301 0 10,013
PHILIP MORRIS INTERNATIONAL COMMON STOCK 718172109 47,056 553,020 SH   SOLE   553,020 0 0
PHILLIPS 66 COMMON STOCK 718546104 8,654 77,673 SH   SOLE   77,673 0 0
PHREESIA INC COMMON STOCK 71944F106 1,118 41,970 SH   SOLE   41,970 0 0
PIONEER NATURAL RESOURCES CO COMMON STOCK 723787107 28,528 188,464 SH   SOLE   188,400 0 64
PIONEER NATURAL RESOURCES CO COMMON STOCK 723787907 6,812 45,000 SH Call SOLE   45,000 0 0
PLANET FITNESS INC COMMON STOCK 72703H101 1,995 26,710 SH   SOLE   26,710 0 0
PNC FINANCIAL SERVICES GROUP COMMON STOCK 693475105 354 2,215 SH   SOLE   2,215 0 0
PPG INDUSTRIES INC COMMON STOCK 693506107 10,206 76,454 SH   SOLE   76,454 0 0
PRA GROUP INC CONVERTIBLE SECURITY 69354NAB2 5,237 5,000,000 PRN   SOLE   5,000 0 0
PRETIUM RESOURCES INC CONVERTIBLE SECURITY 74139CAB8 3,114 3,000,000 PRN   SOLE   3,000 0 0
PROCTER & GAMBLE CO/THE COMMON STOCK 742718109 121,857 975,638 SH   SOLE   975,638 0 0
PROGRESSIVE CORP COMMON STOCK 743315103 10,545 145,670 SH   SOLE   143,760 0 1,910
PROLOGIS INC COMMON STOCK 74340W103 8,978 100,714 SH   SOLE   100,714 0 0
PROSPECT CAPITAL CORP CONVERTIBLE SECURITY 74348TAR3 5,561 5,409,000 PRN   SOLE   5,380 0 29
PRUDENTIAL FINANCIAL INC COMMON STOCK 744320102 5,827 62,165 SH   SOLE   62,165 0 0
PUBLIC SERVICE ENTERPRISE GP COMMON STOCK 744573106 8,601 145,663 SH   SOLE   145,663 0 0
PUBLIC STORAGE COMMON STOCK 74460D109 7,380 34,656 SH   SOLE   34,656 0 0
PURE STORAGE INC CONVERTIBLE SECURITY 74624MAB8 29,954 29,967,000 PRN   SOLE   29,957 0 10
PVH CORP COMMON STOCK 693656100 4,793 45,586 SH   SOLE   45,586 0 0
Q2 HOLDINGS INC CONVERTIBLE SECURITY 74736LAB5 26,670 17,684,000 PRN   SOLE   17,684 0 0
QUALCOMM INC COMMON STOCK 747525103 31,045 351,867 SH   SOLE   351,867 0 0
QUEST DIAGNOSTICS INC COMMON STOCK 74834L100 6,907 64,674 SH   SOLE   64,674 0 0
QUIDEL CORP CONVERTIBLE SECURITY 74838JAA9 15,697 6,661,000 PRN   SOLE   6,661 0 0
QUOTIENT TECHNOLOGY INC CONVERTIBLE SECURITY 749119AB9 8,766 8,875,000 PRN   SOLE   8,875 0 0
R1 RCM INC COMMON STOCK 749397105 466 35,938 SH   SOLE   35,938 0 0
RA PHARMACEUTICALS INC COMMON STOCK 74933V108 5,045 107,500 SH   SOLE   107,500 0 0
RADIAN GROUP INC COMMON STOCK 750236101 469 18,660 SH   SOLE   18,660 0 0
RADIUS HEALTH INC CONVERTIBLE SECURITY 750469AA6 4,271 5,000,000 PRN   SOLE   5,000 0 0
RAPID7 INC COMMON STOCK 753422104 675 12,058 SH   SOLE   12,058 0 0
RAPID7 INC CONVERTIBLE SECURITY 753422AB0 12,955 8,649,000 PRN   SOLE   8,642 0 7
RAYTHEON COMPANY COMMON STOCK 755111507 65,109 296,302 SH   SOLE   294,194 0 2,108
REALPAGE INC CONVERTIBLE SECURITY 75606NAB5 27,913 20,000,000 PRN   SOLE   20,000 0 0
REALTY INCOME CORP COMMON STOCK 756109104 8,848 120,164 SH   SOLE   120,164 0 0
RECRO PHARMA INC COMMON STOCK 75629F109 1,011 55,130 SH   SOLE   55,130 0 0
REDFIN CORP COMMON STOCK 75737F108 903 42,721 SH   SOLE   42,721 0 0
REDWOOD TRUST INC CONVERTIBLE SECURITY 758075AC9 5,098 5,000,000 PRN   SOLE   5,000 0 0
REDWOOD TRUST INC CONVERTIBLE SECURITY 758075AD7 5,121 5,000,000 PRN   SOLE   5,000 0 0
REGENCY CENTERS CORP COMMON STOCK 758849103 6,183 98,008 SH   SOLE   98,008 0 0
REGENERON PHARMACEUTICALS COMMON STOCK 75886F107 4,818 12,831 SH   SOLE   12,831 0 0
REGIONS FINANCIAL CORP COMMON STOCK 7591EP100 182 10,610 SH   SOLE   10,610 0 0
RENAISSANCERE HOLDINGS LTD COMMON STOCK G7496G103 353 1,800 SH   SOLE   1,800 0 0
RENEWABLE ENERGY GROUP I CONVERTIBLE SECURITY 75972AAC7 10,177 4,000,000 PRN   SOLE   4,000 0 0
REPLIGEN CORP CONVERTIBLE SECURITY 759916AB5 41,228 38,206,000 PRN   SOLE   38,107 0 99
RESMED INC COMMON STOCK 761152107 217 1,400 SH   SOLE   1,400 0 0
RETROPHIN INC CONVERTIBLE SECURITY 761299AB2 3,917 5,000,000 PRN   SOLE   5,000 0 0
REXNORD CORP COMMON STOCK 76169B102 21,522 659,781 SH   SOLE   659,781 0 0
RH CONVERTIBLE SECURITY 74967XAA1 10,330 8,097,000 PRN   SOLE   8,087 0 10
RINGCENTRAL INC CONVERTIBLE SECURITY 76680RAD9 48,389 23,000,000 PRN   SOLE   23,000 0 0
RINGCENTRAL INC COMMON STOCK 76680R206 3,251 19,276 SH   SOLE   19,276 0 0
ROKU INC COMMON STOCK 77543R102 846 6,320 SH   SOLE   6,320 0 0
ROSS STORES INC COMMON STOCK 778296103 11,254 96,671 SH   SOLE   96,671 0 0
ROVI CORP CONVERTIBLE SECURITY 779376AD4 7,452 7,500,000 PRN   SOLE   7,500 0 0
ROYAL CARIBBEAN CRUISES LTD COMMON STOCK V7780T103 48,041 359,828 SH   SOLE   357,729 0 2,099
ROYAL DUTCH SHELL COMMON STOCK 780259206 21,138 358,400 SH   SOLE   358,400 0 0
RUBICON PROJECT INC/THE COMMON STOCK 78112V102 515 63,159 SH   SOLE   63,159 0 0
S&P GLOBAL INC COMMON STOCK 78409V104 14,895 54,551 SH   SOLE   54,551 0 0
SAILPOINT TECHNOLOGIES HOLDI COMMON STOCK 78781P105 354 15,018 SH   SOLE   15,018 0 0
SALESFORCE.COM INC COMMON STOCK 79466L302 81,456 500,837 SH   SOLE   498,189 0 2,648
SAPIENS INTERNATIONAL CORP COMMON STOCK G7T16G103 897 39,002 SH   SOLE   39,002 0 0
SAREPTA THERAPEUTICS INC CONVERTIBLE SECURITY 803607AB6 55,765 28,471,000 PRN   SOLE   28,465 0 6
SCHLUMBERGER LTD COMMON STOCK 806857108 21,840 543,296 SH   SOLE   543,296 0 0
SCHWAB (CHARLES) CORP COMMON STOCK 808513105 6,976 146,680 SH   SOLE   146,680 0 0
SCHWAB US LARGE-CAP ETF COMMON STOCK 808524201 961 12,510 SH   SOLE   0 0 12,510
SCHWAB US MID CAP ETF COMMON STOCK 808524508 498 8,283 SH   SOLE   0 0 8,283
SCHWAB US SMALL-CAP ETF COMMON STOCK 808524607 275 3,638 SH   SOLE   0 0 3,638
SCORPIO TANKERS INC COMMON STOCK Y7542C130 2,636 66,998 SH   SOLE   66,998 0 0
SEA LTD COMMON STOCK 81141R100 1,709 42,500 SH   SOLE   42,500 0 0
SEA LTD CONVERTIBLE SECURITY 81141RAB6 21,541 10,000,000 PRN   SOLE   10,000 0 0
SEACOR HOLDINGS INC CONVERTIBLE SECURITY 811904AN1 3,664 4,000,000 PRN   SOLE   4,000 0 0
SELECT MEDICAL HOLDINGS CORP COMMON STOCK 81619Q105 467 20,000 SH   SOLE   20,000 0 0
SEMPRA ENERGY CONVERTIBLE PREFERRED SECURITY 816851406 85,558 712,862 SH   SOLE   712,749 0 113
SEMPRA ENERGY CONVERTIBLE PREFERRED SECURITY 816851505 47,565 399,474 SH   SOLE   399,330 0 144
SERVICENOW INC CONVERTIBLE SECURITY 81762PAC6 105,587 50,010,000 PRN   SOLE   50,000 0 10
SHERWIN-WILLIAMS CO/THE COMMON STOCK 824348106 9,090 15,578 SH   SOLE   15,578 0 0
SHOPIFY INC COMMON STOCK 82509L107 3,251 8,176 SH   SOLE   7,956 0 220
SHOPIFY INC COMMON STOCK 82509L907 3,340 8,400 SH Call SOLE   8,400 0 0
SHOTSPOTTER INC COMMON STOCK 82536T107 616 24,170 SH   SOLE   24,170 0 0
SILICON LABORATORIES INC CONVERTIBLE SECURITY 826919AB8 54,463 41,016,000 PRN   SOLE   41,016 0 0
SIMON PROPERTY GROUP INC COMMON STOCK 828806109 11,786 79,124 SH   SOLE   79,124 0 0
SIMPLY GOOD FOODS CO/THE COMMON STOCK 82900L102 1,698 59,510 SH   SOLE   59,510 0 0
SITIME CORP COMMON STOCK 82982T106 425 16,655 SH   SOLE   16,655 0 0
SKYWEST INC COMMON STOCK 830879102 452 7,000 SH   SOLE   7,000 0 0
SKYWORKS SOLUTIONS INC COMMON STOCK 83088M102 9,959 82,390 SH   SOLE   82,390 0 0
SLACK TECHNOLOGIES INC COMMON STOCK 83088V102 14,834 659,883 SH   SOLE   651,565 0 8,318
SM ENERGY CO CONVERTIBLE SECURITY 78454LAM2 16,622 17,438,000 PRN   SOLE   17,438 0 0
SONY CORP COMMON STOCK 835699307 1,741 25,600 SH   SOLE   25,600 0 0
SOUTH JERSEY INDUSTRIES CONVERTIBLE PREFERRED SECURITY 838518116 5,191 100,000 SH   SOLE   100,000 0 0
SOUTHERN CO CONVERTIBLE PREFERRED SECURITY 842587602 21,560 400,000 SH   SOLE   400,000 0 0
SOUTHERN CO/THE COMMON STOCK 842587107 13,556 212,805 SH   SOLE   212,805 0 0
SOUTHWEST AIRLINES CO COMMON STOCK 844741108 7,429 137,630 SH   SOLE   137,630 0 0
SOUTHWESTERN ENERGY CO COMMON STOCK 845467109 2,545 1,051,465 SH   SOLE   1,051,465 0 0
SPDR BBG BARC CONVERTIBLE COMMON STOCK 78464A359 901 16,240 SH   SOLE   16,240 0 0
SPDR BBG BARC HIGH YIELD BND COMMON STOCK 78468R622 14,057 128,323 SH   SOLE   128,323 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS COMMON STOCK 81369Y956 25,215 390,200 SH Put SOLE   390,200 0 0
SPDR S&P 500 ETF TRUST COMMON STOCK 78462F103 5,784 17,972 SH   SOLE   17,972 0 0
SPDR S&P 500 ETF TRUST COMMON STOCK 78462F903 90,825 1,129,000 SH Call SOLE   1,129,000 0 0
SPDR S&P 500 ETF TRUST COMMON STOCK 78462F953 448,673 1,394,000 SH Put SOLE   1,394,000 0 0
SPDR WELLS FARGO PREFERRED COMMON STOCK 78464A292 283 6,425 SH   SOLE   6,425 0 0
SPIRIT REALTY CAPITAL IN CONVERTIBLE SECURITY 84860WAB8 1,545 1,484,000 PRN   SOLE   1,484 0 0
SPLUNK INC CONVERTIBLE SECURITY 848637AC8 113,135 93,810,000 PRN   SOLE   93,730 0 80
SPLUNK INC CONVERTIBLE SECURITY 848637AD6 60,345 48,659,000 PRN   SOLE   48,630 0 29
SPROUT SOCIAL INC COMMON STOCK 85209W109 394 24,524 SH   SOLE   24,524 0 0
SQUARE INC CONVERTIBLE SECURITY 852234AB9 68,346 25,000,000 PRN   SOLE   25,000 0 0
SQUARE INC CONVERTIBLE SECURITY 852234AD5 90,043 80,687,000 PRN   SOLE   80,452 0 235
STANLEY BLACK & DECKER I CONVERTIBLE PREFERRED SECURITY 854502887 25,021 229,281 SH   SOLE   229,177 0 104
STANLEY BLACK & DECKER INC COMMON STOCK 854502101 13,015 78,524 SH   SOLE   78,524 0 0
STANLEY BLACK & DECKER INC CONVERTIBLE PREFERRED SECURITY 854502846 78,158 717,305 SH   SOLE   716,184 0 1,121
STARBUCKS CORP COMMON STOCK 855244109 33,509 381,132 SH   SOLE   381,132 0 0
STARWOOD PROPERTY TRUST CONVERTIBLE SECURITY 85571BAH8 15,984 15,361,000 PRN   SOLE   15,346 0 15
STARWOOD PROPERTY TRUST INC COMMON STOCK 85571B105 8,693 349,678 SH   SOLE   349,276 0 402
STATE STREET CORP COMMON STOCK 857477103 6,358 80,380 SH   SOLE   80,380 0 0
STRATEGIC EDUCATION INC COMMON STOCK 86272C103 521 3,281 SH   SOLE   3,281 0 0
STRYKER CORP COMMON STOCK 863667101 17,868 85,112 SH   SOLE   85,112 0 0
SUPERNUS PHARMACEUTICALS CONVERTIBLE SECURITY 868459AD0 11,809 13,008,000 PRN   SOLE   13,000 0 8
SYNAPTICS INC CONVERTIBLE SECURITY 87157DAD1 13,951 12,500,000 PRN   SOLE   12,500 0 0
SYNCHRONY FINANCIAL COMMON STOCK 87165B103 4,517 125,426 SH   SOLE   125,426 0 0
SYNOPSYS INC COMMON STOCK 871607107 325 2,335 SH   SOLE   2,335 0 0
SYSCO CORP COMMON STOCK 871829107 11,370 132,921 SH   SOLE   132,921 0 0
TACTILE SYSTEMS TECHNOLOGY I COMMON STOCK 87357P100 1,418 21,003 SH   SOLE   21,003 0 0
TAIWAN SEMICONDUCTOR COMMON STOCK 874039950 5,717 98,400 SH Put SOLE   98,400 0 0
TAIWAN SEMICONDUCTOR COMMON STOCK 874039100 37,015 637,098 SH   SOLE   633,828 0 3,270
TAKE-TWO INTERACTIVE SOFTWRE COMMON STOCK 874054109 656 5,355 SH   SOLE   5,355 0 0
TALLGRASS ENERGY LP COMMON STOCK 874696107 2,013 91,000 SH   SOLE   91,000 0 0
TARGA RESOURCES CORP COMMON STOCK 87612G101 4,242 103,905 SH   SOLE   103,905 0 0
TARGET CORP COMMON STOCK 87612E106 45,256 352,984 SH   SOLE   352,920 0 64
TE CONNECTIVITY LTD COMMON STOCK H84989104 6,515 67,974 SH   SOLE   67,974 0 0
TELADOC HEALTH INC COMMON STOCK 87918A105 1,486 17,746 SH   SOLE   17,746 0 0
TELADOC HEALTH INC CONVERTIBLE SECURITY 87918AAB1 16,087 8,000,000 PRN   SOLE   8,000 0 0
TELADOC HEALTH INC CONVERTIBLE SECURITY 87918AAC9 34,958 20,041,000 PRN   SOLE   20,032 0 9
TELARIA INC COMMON STOCK 879181105 1,397 158,612 SH   SOLE   158,612 0 0
TELEFLEX INC COMMON STOCK 879369106 10,046 26,687 SH   SOLE   26,687 0 0
TERADYNE INC COMMON STOCK 880770102 1,286 18,856 SH   SOLE   18,856 0 0
TERADYNE INC CONVERTIBLE SECURITY 880770AG7 32,926 15,000,000 PRN   SOLE   15,000 0 0
TESLA INC CONVERTIBLE SECURITY 88160RAC5 72,130 56,336,000 PRN   SOLE   56,315 0 21
TESLA INC CONVERTIBLE SECURITY 88160RAD3 86,877 61,355,000 PRN   SOLE   61,355 0 0
TESLA INC CONVERTIBLE SECURITY 88160RAG6 133,365 87,832,000 PRN   SOLE   87,812 0 20
TEXAS INSTRUMENTS INC COMMON STOCK 882508104 15,941 124,255 SH   SOLE   124,255 0 0
THERAVANCE BIOPHARMA INC CONVERTIBLE SECURITY 88339KAA0 5,205 5,000,000 PRN   SOLE   5,000 0 0
THERMO FISHER SCIENTIFIC INC COMMON STOCK 883556102 45,179 139,067 SH   SOLE   139,067 0 0
TIDEWATER INC COMMON STOCK 88642R109 1,761 91,343 SH   SOLE   91,343 0 0
TIDEWATER INC WARRANTS 88642R125 20 16,676 SH   SOLE   16,676 0 0
TIFFANY & CO COMMON STOCK 886547108 2,539 19,000 SH   SOLE   19,000 0 0
TILRAY INC CONVERTIBLE SECURITY 88688TAB6 2,668 5,000,000 PRN   SOLE   5,000 0 0
TIMKENSTEEL CONVERTIBLE SECURITY 887399AA1 5,175 5,000,000 PRN   SOLE   5,000 0 0
TJX COMPANIES INC COMMON STOCK 872540109 33,513 548,860 SH   SOLE   548,860 0 0
TOLL BROTHERS INC COMMON STOCK 889478103 554 14,020 SH   SOLE   14,020 0 0
TOPBUILD CORP COMMON STOCK 89055F103 3,279 31,810 SH   SOLE   31,810 0 0
TPG SPECIALTY LENDING IN CONVERTIBLE SECURITY 87265KAD4 744 700,000 PRN   SOLE   700 0 0
TRANSOCEAN INC CONVERTIBLE SECURITY 893830BJ7 10,163 10,103,000 PRN   SOLE   10,085 0 18
TRANSOCEAN LTD COMMON STOCK H8817H100 849 123,383 SH   SOLE   123,383 0 0
TRANSUNION COMMON STOCK 89400J107 15,625 182,509 SH   SOLE   179,700 0 2,809
TRAVELERS COS INC/THE COMMON STOCK 89417E109 9,489 69,291 SH   SOLE   69,291 0 0
TREX COMPANY INC COMMON STOCK 89531P105 833 9,264 SH   SOLE   9,264 0 0
TRIP.COM GROUP LTD CONVERTIBLE SECURITY 22943FAH3 43,786 41,577,000 PRN   SOLE   41,577 0 0
TRUIST FINANCIAL CORP COMMON STOCK 89832Q109 7,840 139,204 SH   SOLE   139,204 0 0
TTM TECHNOLOGIES INC CONVERTIBLE SECURITY 87305RAD1 23,776 15,000,000 PRN   SOLE   15,000 0 0
TWILIO INC CONVERTIBLE SECURITY 90138FAB8 61,663 40,215,000 PRN   SOLE   40,205 0 10
TWILIO INC COMMON STOCK 90138F102 39,470 401,613 SH   SOLE   398,185 0 3,428
TWITTER INC COMMON STOCK 90184L102 4,786 149,339 SH   SOLE   149,339 0 0
TWITTER INC CONVERTIBLE SECURITY 90184LAD4 15,425 15,854,000 PRN   SOLE   15,854 0 0
TWITTER INC CONVERTIBLE SECURITY 90184LAF9 85,801 88,391,000 PRN   SOLE   88,367 0 24
TYSON FOODS INC COMMON STOCK 902494903 9,068 99,600 SH Call SOLE   99,600 0 0
UBS GROUP AG COMMON STOCK H42097107 18,467 1,468,000 SH   SOLE   1,468,000 0 0
UDR INC COMMON STOCK 902653104 7,249 155,231 SH   SOLE   155,231 0 0
ULTA BEAUTY INC COMMON STOCK 90384S303 4,416 17,446 SH   SOLE   17,446 0 0
ULTA BEAUTY INC COMMON STOCK 90384S903 6,683 26,400 SH Call SOLE   26,400 0 0
UNION PACIFIC CORP COMMON STOCK 907818108 69,527 384,572 SH   SOLE   384,025 0 547
UNITED AIRLINES HOLDINGS INC COMMON STOCK 910047109 8,554 97,103 SH   SOLE   97,103 0 0
UNITED PARCEL SERVICE COMMON STOCK 911312106 14,907 127,346 SH   SOLE   127,346 0 0
UNITED TECHNOLOGIES CORP COMMON STOCK 913017109 21,108 140,947 SH   SOLE   140,947 0 0
UNITEDHEALTH GROUP INC COMMON STOCK 91324P102 153,778 523,091 SH   SOLE   522,153 0 938
UNIVERSAL DISPLAY CORP COMMON STOCK 91347P105 495 2,400 SH   SOLE   2,400 0 0
US BANCORP COMMON STOCK 902973304 62,364 1,051,853 SH   SOLE   1,048,072 0 3,781
VAIL RESORTS INC COMMON STOCK 91879Q109 696 2,900 SH   SOLE   2,900 0 0
VALE SA COMMON STOCK 91912E905 2,029 153,700 SH Call SOLE   153,700 0 0
VALERO ENERGY CORP COMMON STOCK 91913Y100 6,854 73,183 SH   SOLE   73,183 0 0
VEECO INSTRUMENTS INC COMMON STOCK 922417100 795 54,152 SH   SOLE   54,152 0 0
VERACYTE INC COMMON STOCK 92337F107 331 11,859 SH   SOLE   11,859 0 0
VERICEL CORP COMMON STOCK 92346J108 1,273 73,156 SH   SOLE   73,156 0 0
VERINT SYSTEMS INC CONVERTIBLE SECURITY 92343XAA8 1,769 1,636,000 PRN   SOLE   1,636 0 0
VERISK ANALYTICS INC COMMON STOCK 92345Y106 9,204 61,631 SH   SOLE   61,631 0 0
VERIZON COMMUNICATIONS INC COMMON STOCK 92343V104 93,239 1,518,549 SH   SOLE   1,516,602 0 1,947
VERTEX PHARMACEUTICALS INC COMMON STOCK 92532F100 9,136 41,725 SH   SOLE   41,725 0 0
VF CORP COMMON STOCK 918204108 10,026 100,599 SH   SOLE   100,599 0 0
VIAVI SOLUTIONS INC COMMON STOCK 925550105 469 31,294 SH   SOLE   31,294 0 0
VIAVI SOLUTIONS INC CONVERTIBLE SECURITY 925550AE5 19,172 15,250,000 PRN   SOLE   15,250 0 0
VIAVI SOLUTIONS INC CONVERTIBLE SECURITY 925550AB1 18,478 14,289,000 PRN   SOLE   14,272 0 17
VIPSHOP HOLDINGS LTD COMMON STOCK 92763W103 425 30,000 SH   SOLE   30,000 0 0
VIRTUS INVESTMENT PARTNE CONVERTIBLE PREFERRED SECURITY 92828Q208 18,445 181,740 SH   SOLE   181,685 0 55
VISA INC-CLASS A SHARES COMMON STOCK 92826C839 201,366 1,071,667 SH   SOLE   1,067,473 0 4,194
VISHAY INTERTECHNOLOGY CONVERTIBLE SECURITY 928298AP3 10,082 10,000,000 PRN   SOLE   10,000 0 0
WABTEC CORP COMMON STOCK 929740108 2,186 28,098 SH   SOLE   28,098 0 0
WALGREENS BOOTS ALLIANCE INC COMMON STOCK 931427108 12,450 211,160 SH   SOLE   211,160 0 0
WALMART INC COMMON STOCK 931142103 128,255 1,079,226 SH   SOLE   1,074,694 0 4,532
WALT DISNEY CO/THE COMMON STOCK 254687106 202,008 1,396,724 SH   SOLE   1,388,209 0 8,515
WASTE MANAGEMENT INC COMMON STOCK 94106L109 32,943 289,079 SH   SOLE   286,194 0 2,885
WAYFAIR INC CONVERTIBLE SECURITY 94419LAB7 13,469 12,500,000 PRN   SOLE   12,500 0 0
WAYFAIR INC CONVERTIBLE SECURITY 94419LAD3 25,905 25,006,000 PRN   SOLE   25,000 0 6
WEIBO CORP CONVERTIBLE SECURITY 948596AC5 14,193 15,000,000 PRN   SOLE   15,000 0 0
WELLCARE HEALTH PLANS INC COMMON STOCK 94946T106 11,975 36,265 SH   SOLE   36,265 0 0
WELLS FARGO & CO COMMON STOCK 949746101 42,661 792,962 SH   SOLE   791,387 0 1,575
WELLS FARGO & COMPANY CONVERTIBLE PREFERRED SECURITY 949746804 70,757 48,798 SH   SOLE   48,761 0 37
WELLS FARGO & COMPANY COMMON STOCK 949746901 60,525 1,125,000 SH Call SOLE   1,125,000 0 0
WELLTOWER INC COMMON STOCK 95040Q104 18,838 230,347 SH   SOLE   230,347 0 0
WESTERN DIGITAL CORP COMMON STOCK 958102105 4,364 68,760 SH   SOLE   68,760 0 0
WESTERN DIGITAL CORP CONVERTIBLE SECURITY 958102AP0 359 365,000 PRN   SOLE   365 0 0
WESTERN UNION CO COMMON STOCK 959802109 8,432 314,845 SH   SOLE   314,845 0 0
WEYERHAEUSER CO COMMON STOCK 962166104 7,102 235,168 SH   SOLE   235,168 0 0
WHITING PETROLEUM CORP CONVERTIBLE SECURITY 966387AL6 4,188 4,267,000 PRN   SOLE   4,267 0 0
WILLIAMS COS INC COMMON STOCK 969457100 7,206 303,786 SH   SOLE   303,786 0 0
WIX LTD CONVERTIBLE SECURITY 92940WAB5 39,980 35,122,000 PRN   SOLE   35,103 0 19
WNS HOLDINGS LTD COMMON STOCK 92932M101 2,305 34,843 SH   SOLE   34,843 0 0
WORKDAY INC CONVERTIBLE SECURITY 98138HAD3 25,253 12,500,000 PRN   SOLE   12,500 0 0
WORKDAY INC CONVERTIBLE SECURITY 98138HAF8 114,833 89,706,000 PRN   SOLE   89,682 0 24
WORKDAY INC COMMON STOCK 98138H101 11,632 70,733 SH   SOLE   69,783 0 950
WORKIVA INC COMMON STOCK 98139A105 601 14,281 SH   SOLE   14,281 0 0
WORLD FUEL SERVICES CORP COMMON STOCK 981475106 2,946 67,852 SH   SOLE   67,852 0 0
WORLD WRESTLING ENTERTAI CONVERTIBLE SECURITY 98156QAB4 34,826 13,000,000 PRN   SOLE   13,000 0 0
WPX ENERGY INC COMMON STOCK 98212B103 536 39,000 SH   SOLE   39,000 0 0
WRIGHT MEDICAL GROUP INC CONVERTIBLE SECURITY 98235TAE7 1,109 1,097,000 PRN   SOLE   1,097 0 0
WRIGHT MEDICAL GROUP NV CONVERTIBLE SECURITY 98236JAB4 14,555 10,000,000 PRN   SOLE   10,000 0 0
WYNDHAM DESTINATIONS INC COMMON STOCK 98310W108 393 7,600 SH   SOLE   7,600 0 0
WYNN RESORTS LTD COMMON STOCK 983134107 11,882 85,565 SH   SOLE   85,565 0 0
WYNN RESORTS LTD COMMON STOCK 983134907 7,332 52,800 SH Call SOLE   52,800 0 0
XCEL ENERGY INC COMMON STOCK 98389B100 10,592 166,832 SH   SOLE   166,832 0 0
XILINX INC COMMON STOCK 983919101 16,009 163,745 SH   SOLE   163,745 0 0
XYLEM INC COMMON STOCK 98419M100 6,823 86,601 SH   SOLE   86,601 0 0
YETI HOLDINGS INC COMMON STOCK 98585X104 2,288 65,795 SH   SOLE   65,795 0 0
ZAYO GROUP HOLDINGS INC COMMON STOCK 98919V105 5,094 147,000 SH   SOLE   147,000 0 0
ZEBRA TECHNOLOGIES CORP COMMON STOCK 989207105 644 2,520 SH   SOLE   2,520 0 0
ZENDESK INC COMMON STOCK 98936J101 16,481 215,077 SH   SOLE   211,024 0 4,053
ZENDESK INC CONVERTIBLE SECURITY 98936JAB7 49,490 36,080,000 PRN   SOLE   36,059 0 21
ZIMMER BIOMET HOLDINGS INC COMMON STOCK 98956P102 7,385 49,337 SH   SOLE   49,337 0 0
ZIONS BANCORP NA COMMON STOCK 989701107 25,452 490,225 SH   SOLE   490,028 0 197
ZOETIS INC COMMON STOCK 98978V103 8,628 65,191 SH   SOLE   65,191 0 0
ZYNEX INC COMMON STOCK 98986M103 648 82,364 SH   SOLE   82,364 0 0
ADDUS HOMECARE CORP COMMON STOCK 006739106 693 7,132 SH   OTR 1 7,132 0 0
ADVANCED DRAINAGE SYSTEMS IN COMMON STOCK 00790R104 298 7,671 SH   OTR 1 7,671 0 0
ADVANCED ENERGY INDUSTRIES COMMON STOCK 007973100 574 8,063 SH   OTR 1 8,063 0 0
AMEDISYS INC COMMON STOCK 023436108 591 3,543 SH   OTR 1 3,543 0 0
AMN HEALTHCARE SERVICES INC COMMON STOCK 001744101 243 3,894 SH   OTR 1 3,894 0 0
APYX MEDICAL CORP COMMON STOCK 03837C106 102 12,085 SH   OTR 1 12,085 0 0
BOOT BARN HOLDINGS INC COMMON STOCK 099406100 675 15,153 SH   OTR 1 15,153 0 0
CABOT MICROELECTRONICS CORP COMMON STOCK 12709P103 332 2,303 SH   OTR 1 2,303 0 0
CARDLYTICS INC COMMON STOCK 14161W105 291 4,631 SH   OTR 1 4,631 0 0
CASTLE BIOSCIENCES INC COMMON STOCK 14843C105 309 9,001 SH   OTR 1 9,001 0 0
CHEGG INC COMMON STOCK 163092109 617 16,281 SH   OTR 1 16,281 0 0
CUTERA INC COMMON STOCK 232109108 457 12,762 SH   OTR 1 12,762 0 0
DIGITAL TURBINE INC COMMON STOCK 25400W102 270 37,903 SH   OTR 1 37,903 0 0
DIODES INC COMMON STOCK 254543101 592 10,509 SH   OTR 1 10,509 0 0
DYNATRACE INC COMMON STOCK 268150109 241 9,511 SH   OTR 1 9,511 0 0
EHEALTH INC COMMON STOCK 28238P109 558 5,803 SH   OTR 1 5,803 0 0
ESTABLISHMENT LABS HOLDINGS COMMON STOCK G31249108 247 8,935 SH   OTR 1 8,935 0 0
EURONET WORLDWIDE INC COMMON STOCK 298736109 425 2,698 SH   OTR 1 2,698 0 0
EVERBRIDGE INC COMMON STOCK 29978A104 552 7,069 SH   OTR 1 7,069 0 0
EVERQUOTE INC COMMON STOCK 30041R108 430 12,509 SH   OTR 1 12,509 0 0
EXAGEN INC COMMON STOCK 30068X103 482 18,995 SH   OTR 1 18,995 0 0
FEDERAL SIGNAL CORP COMMON STOCK 313855108 231 7,156 SH   OTR 1 7,156 0 0
FIVE9 INC COMMON STOCK 338307101 668 10,190 SH   OTR 1 10,190 0 0
GDS HOLDINGS LTD COMMON STOCK 36165L108 579 11,231 SH   OTR 1 11,231 0 0
INGEVITY CORP COMMON STOCK 45688C107 343 3,921 SH   OTR 1 3,921 0 0
INSPIRE MEDICAL SYSTEMS INC COMMON STOCK 457730109 393 5,291 SH   OTR 1 5,291 0 0
KEMET CORP COMMON STOCK 488360207 366 13,547 SH   OTR 1 13,547 0 0
KINSALE CAPITAL GROUP INC COMMON STOCK 49714P108 403 3,961 SH   OTR 1 3,961 0 0
KNOWLES CORP COMMON STOCK 49926D109 206 9,728 SH   OTR 1 9,728 0 0
KURA SUSHI USA INC COMMON STOCK 501270102 201 7,908 SH   OTR 1 7,908 0 0
LATTICE SEMICONDUCTOR CORP COMMON STOCK 518415104 527 27,548 SH   OTR 1 27,548 0 0
LENDINGTREE INC COMMON STOCK 52603B107 252 832 SH   OTR 1 832 0 0
LHC GROUP INC COMMON STOCK 50187A107 540 3,921 SH   OTR 1 3,921 0 0
LITHIA MOTORS INC COMMON STOCK 536797103 491 3,341 SH   OTR 1 3,341 0 0
LPL FINANCIAL HOLDINGS INC COMMON STOCK 50212V100 495 5,361 SH   OTR 1 5,361 0 0
LUNA INNOVATIONS INC COMMON STOCK 550351100 120 16,403 SH   OTR 1 16,403 0 0
MASTEC INC COMMON STOCK 576323109 518 8,075 SH   OTR 1 8,075 0 0
MERCURY SYSTEMS INC COMMON STOCK 589378108 487 7,046 SH   OTR 1 7,046 0 0
NICE LTD COMMON STOCK 653656108 229 1,479 SH   OTR 1 1,479 0 0
NOODLES & CO COMMON STOCK 65540B105 104 18,822 SH   OTR 1 18,822 0 0
NOVA MEASURING INSTRUMENTS COMMON STOCK M7516K103 307 8,103 SH   OTR 1 8,103 0 0
OMNICELL INC COMMON STOCK 68213N109 391 4,789 SH   OTR 1 4,789 0 0
OPTIMIZERX CORP COMMON STOCK 68401U204 147 14,336 SH   OTR 1 14,336 0 0
PEGASYSTEMS INC COMMON STOCK 705573103 212 2,660 SH   OTR 1 2,660 0 0
PHREESIA INC COMMON STOCK 71944F106 275 10,308 SH   OTR 1 10,308 0 0
PLANET FITNESS INC COMMON STOCK 72703H101 475 6,367 SH   OTR 1 6,367 0 0
RECRO PHARMA INC COMMON STOCK 75629F109 272 14,822 SH   OTR 1 14,822 0 0
REDFIN CORP COMMON STOCK 75737F108 223 10,557 SH   OTR 1 10,557 0 0
RINGCENTRAL INC COMMON STOCK 76680R206 648 3,842 SH   OTR 1 3,842 0 0
RUBICON PROJECT INC/THE COMMON STOCK 78112V102 138 16,877 SH   OTR 1 16,877 0 0
SAPIENS INTERNATIONAL CORP COMMON STOCK G7T16G103 222 9,645 SH   OTR 1 9,645 0 0
SCORPIO TANKERS INC COMMON STOCK Y7542C130 651 16,553 SH   OTR 1 16,553 0 0
SIMPLY GOOD FOODS CO/THE COMMON STOCK 82900L102 414 14,490 SH   OTR 1 14,490 0 0
TACTILE SYSTEMS TECHNOLOGY I COMMON STOCK 87357P100 354 5,251 SH   OTR 1 5,251 0 0
TELADOC HEALTH INC COMMON STOCK 87918A105 368 4,395 SH   OTR 1 4,395 0 0
TELARIA INC COMMON STOCK 879181105 374 42,400 SH   OTR 1 42,400 0 0
TOPBUILD CORP COMMON STOCK 89055F103 696 6,750 SH   OTR 1 6,750 0 0
TREX COMPANY INC COMMON STOCK 89531P105 208 2,316 SH   OTR 1 2,316 0 0
VEECO INSTRUMENTS INC COMMON STOCK 922417100 199 13,523 SH   OTR 1 13,523 0 0
VERICEL CORP COMMON STOCK 92346J108 319 18,352 SH   OTR 1 18,352 0 0
WNS HOLDINGS LTD COMMON STOCK 92932M101 474 7,168 SH   OTR 1 7,168 0 0
WORLD FUEL SERVICES CORP COMMON STOCK 981475106 686 15,792 SH   OTR 1 15,792 0 0
YETI HOLDINGS INC COMMON STOCK 98585X104 560 16,107 SH   OTR 1 16,107 0 0
ZYNEX INC COMMON STOCK 98986M103 174 22,148 SH   OTR 1 22,148 0 0
ACM RESEARCH INC COMMON STOCK 00108J109 756 40,969 SH   OTR 2 0 0 40,969
ADDUS HOMECARE CORP COMMON STOCK 006739106 3,106 31,951 SH   OTR 2 0 0 31,951
ADVANCED DRAINAGE SYSTEMS IN COMMON STOCK 00790R104 1,335 34,360 SH   OTR 2 0 0 34,360
ADVANCED ENERGY INDUSTRIES COMMON STOCK 007973100 2,571 36,116 SH   OTR 2 0 0 36,116
AMEDISYS INC COMMON STOCK 023436108 2,657 15,915 SH   OTR 2 0 0 15,915
AMERICAN WOODMARK CORP COMMON STOCK 030506109 747 7,152 SH   OTR 2 0 0 7,152
AMN HEALTHCARE SERVICES INC COMMON STOCK 001744101 1,087 17,448 SH   OTR 2 0 0 17,448
APYX MEDICAL CORP COMMON STOCK 03837C106 458 54,166 SH   OTR 2 0 0 54,166
ASBURY AUTOMOTIVE GROUP COMMON STOCK 043436104 628 5,618 SH   OTR 2 0 0 5,618
ASSETMARK FINANCIAL HOLDINGS COMMON STOCK 04546L106 490 16,895 SH   OTR 2 0 0 16,895
BANDWIDTH INC COMMON STOCK 05988J103 788 12,299 SH   OTR 2 0 0 12,299
BOOT BARN HOLDINGS INC COMMON STOCK 099406100 3,023 67,880 SH   OTR 2 0 0 67,880
CABOT MICROELECTRONICS CORP COMMON STOCK 12709P103 1,490 10,327 SH   OTR 2 0 0 10,327
CARDLYTICS INC COMMON STOCK 14161W105 1,304 20,751 SH   OTR 2 0 0 20,751
CASTLE BIOSCIENCES INC COMMON STOCK 14843C105 1,387 40,344 SH   OTR 2 0 0 40,344
CHEGG INC COMMON STOCK 163092109 2,773 73,139 SH   OTR 2 0 0 73,139
COHERENT INC COMMON STOCK 192479103 811 4,873 SH   OTR 2 0 0 4,873
COLUMBUS MCKINNON CORP/NY COMMON STOCK 199333105 558 13,952 SH   OTR 2 0 0 13,952
CUTERA INC COMMON STOCK 232109108 2,047 57,175 SH   OTR 2 0 0 57,175
DIGITAL TURBINE INC COMMON STOCK 25400W102 1,214 170,277 SH   OTR 2 0 0 170,277
DIODES INC COMMON STOCK 254543101 2,654 47,085 SH   OTR 2 0 0 47,085
DYNATRACE INC COMMON STOCK 268150109 1,078 42,602 SH   OTR 2 0 0 42,602
EHEALTH INC COMMON STOCK 28238P109 2,498 26,001 SH   OTR 2 0 0 26,001
ENSIGN GROUP INC/THE COMMON STOCK 29358P101 413 9,092 SH   OTR 2 0 0 9,092
ESTABLISHMENT LABS HOLDINGS COMMON STOCK G31249108 1,107 40,021 SH   OTR 2 0 0 40,021
EURONET WORLDWIDE INC COMMON STOCK 298736109 1,904 12,087 SH   OTR 2 0 0 12,087
EVERBRIDGE INC COMMON STOCK 29978A104 2,472 31,665 SH   OTR 2 0 0 31,665
EVERQUOTE INC COMMON STOCK 30041R108 1,925 56,039 SH   OTR 2 0 0 56,039
EXAGEN INC COMMON STOCK 30068X103 2,161 85,095 SH   OTR 2 0 0 85,095
FEDERAL SIGNAL CORP COMMON STOCK 313855108 1,034 32,058 SH   OTR 2 0 0 32,058
FIVE9 INC COMMON STOCK 338307101 2,994 45,649 SH   OTR 2 0 0 45,649
FULGENT GENETICS INC COMMON STOCK 359664109 282 21,884 SH   OTR 2 0 0 21,884
GDS HOLDINGS LTD COMMON STOCK 36165L108 2,596 50,320 SH   OTR 2 0 0 50,320
GLOBANT SA COMMON STOCK L44385109 825 7,776 SH   OTR 2 0 0 7,776
GRAND CANYON EDUCATION INC COMMON STOCK 38526M106 451 4,705 SH   OTR 2 0 0 4,705
HEICO CORP COMMON STOCK 422806109 404 3,539 SH   OTR 2 0 0 3,539
INGEVITY CORP COMMON STOCK 45688C107 1,535 17,571 SH   OTR 2 0 0 17,571
INSPIRE MEDICAL SYSTEMS INC COMMON STOCK 457730109 1,761 23,728 SH   OTR 2 0 0 23,728
INSULET CORP COMMON STOCK 45784P101 842 4,917 SH   OTR 2 0 0 4,917
INTELLICHECK INC COMMON STOCK 45817G201 330 44,084 SH   OTR 2 0 0 44,084
INTELLIGENT SYSTEMS CORP COMMON STOCK 45816D100 257 6,437 SH   OTR 2 0 0 6,437
J2 GLOBAL INC COMMON STOCK 48123V102 855 9,122 SH   OTR 2 0 0 9,122
KEMET CORP COMMON STOCK 488360207 1,642 60,696 SH   OTR 2 0 0 60,696
KINSALE CAPITAL GROUP INC COMMON STOCK 49714P108 1,803 17,739 SH   OTR 2 0 0 17,739
KNOLL INC COMMON STOCK 498904200 603 23,877 SH   OTR 2 0 0 23,877
KNOWLES CORP COMMON STOCK 49926D109 922 43,587 SH   OTR 2 0 0 43,587
KURA SUSHI USA INC COMMON STOCK 501270102 902 35,446 SH   OTR 2 0 0 35,446
LATTICE SEMICONDUCTOR CORP COMMON STOCK 518415104 2,362 123,401 SH   OTR 2 0 0 123,401
LCI INDUSTRIES COMMON STOCK 50189K103 803 7,492 SH   OTR 2 0 0 7,492
LENDINGTREE INC COMMON STOCK 52603B107 1,135 3,741 SH   OTR 2 0 0 3,741
LGI HOMES INC COMMON STOCK 50187T106 687 9,730 SH   OTR 2 0 0 9,730
LHC GROUP INC COMMON STOCK 50187A107 2,426 17,611 SH   OTR 2 0 0 17,611
LITHIA MOTORS INC COMMON STOCK 536797103 2,200 14,965 SH   OTR 2 0 0 14,965
LIVEPERSON INC COMMON STOCK 538146101 706 19,079 SH   OTR 2 0 0 19,079
LPL FINANCIAL HOLDINGS INC COMMON STOCK 50212V100 2,216 24,026 SH   OTR 2 0 0 24,026
LUNA INNOVATIONS INC COMMON STOCK 550351100 536 73,482 SH   OTR 2 0 0 73,482
MARRIOTT VACATIONS WORLD COMMON STOCK 57164Y107 547 4,248 SH   OTR 2 0 0 4,248
MASTEC INC COMMON STOCK 576323109 2,321 36,169 SH   OTR 2 0 0 36,169
MERCURY SYSTEMS INC COMMON STOCK 589378108 2,181 31,560 SH   OTR 2 0 0 31,560
NICE LTD COMMON STOCK 653656108 1,028 6,628 SH   OTR 2 0 0 6,628
NOODLES & CO COMMON STOCK 65540B105 468 84,410 SH   OTR 2 0 0 84,410
NOVA MEASURING INSTRUMENTS COMMON STOCK M7516K103 1,373 36,294 SH   OTR 2 0 0 36,294
OMNICELL INC COMMON STOCK 68213N109 1,754 21,464 SH   OTR 2 0 0 21,464
ONESPAN INC COMMON STOCK 68287N100 540 31,571 SH   OTR 2 0 0 31,571
OPTIMIZERX CORP COMMON STOCK 68401U204 660 64,226 SH   OTR 2 0 0 64,226
PEGASYSTEMS INC COMMON STOCK 705573103 949 11,914 SH   OTR 2 0 0 11,914
PENNANT GROUP INC/THE COMMON STOCK 70805E109 606 18,316 SH   OTR 2 0 0 18,316
PENUMBRA INC COMMON STOCK 70975L107 641 3,904 SH   OTR 2 0 0 3,904
PFENEX INC COMMON STOCK 717071104 461 41,947 SH   OTR 2 0 0 41,947
PHREESIA INC COMMON STOCK 71944F106 1,230 46,185 SH   OTR 2 0 0 46,185
PLANET FITNESS INC COMMON STOCK 72703H101 2,131 28,530 SH   OTR 2 0 0 28,530
R1 RCM INC COMMON STOCK 749397105 559 43,050 SH   OTR 2 0 0 43,050
RAPID7 INC COMMON STOCK 753422104 749 13,363 SH   OTR 2 0 0 13,363
RECRO PHARMA INC COMMON STOCK 75629F109 1,217 66,391 SH   OTR 2 0 0 66,391
REDFIN CORP COMMON STOCK 75737F108 1,000 47,296 SH   OTR 2 0 0 47,296
RINGCENTRAL INC COMMON STOCK 76680R206 2,911 17,261 SH   OTR 2 0 0 17,261
RUBICON PROJECT INC/THE COMMON STOCK 78112V102 617 75,613 SH   OTR 2 0 0 75,613
SAILPOINT TECHNOLOGIES HOLDI COMMON STOCK 78781P105 392 16,602 SH   OTR 2 0 0 16,602
SAPIENS INTERNATIONAL CORP COMMON STOCK G7T16G103 994 43,214 SH   OTR 2 0 0 43,214
SCORPIO TANKERS INC COMMON STOCK Y7542C130 2,918 74,165 SH   OTR 2 0 0 74,165
SHOTSPOTTER INC COMMON STOCK 82536T107 738 28,955 SH   OTR 2 0 0 28,955
SIMPLY GOOD FOODS CO/THE COMMON STOCK 82900L102 1,853 64,920 SH   OTR 2 0 0 64,920
SITIME CORP COMMON STOCK 82982T106 509 19,950 SH   OTR 2 0 0 19,950
SPROUT SOCIAL INC COMMON STOCK 85209W109 425 26,492 SH   OTR 2 0 0 26,492
STRATEGIC EDUCATION INC COMMON STOCK 86272C103 583 3,668 SH   OTR 2 0 0 3,668
TACTILE SYSTEMS TECHNOLOGY I COMMON STOCK 87357P100 1,589 23,530 SH   OTR 2 0 0 23,530
TELADOC HEALTH INC COMMON STOCK 87918A105 1,648 19,681 SH   OTR 2 0 0 19,681
TELARIA INC COMMON STOCK 879181105 1,678 190,474 SH   OTR 2 0 0 190,474
TOPBUILD CORP COMMON STOCK 89055F103 3,126 30,323 SH   OTR 2 0 0 30,323
TREX COMPANY INC COMMON STOCK 89531P105 932 10,366 SH   OTR 2 0 0 10,366
VEECO INSTRUMENTS INC COMMON STOCK 922417100 890 60,590 SH   OTR 2 0 0 60,590
VERACYTE INC COMMON STOCK 92337F107 374 13,411 SH   OTR 2 0 0 13,411
VERICEL CORP COMMON STOCK 92346J108 1,430 82,207 SH   OTR 2 0 0 82,207
VIAVI SOLUTIONS INC COMMON STOCK 925550105 517 34,498 SH   OTR 2 0 0 34,498
WNS HOLDINGS LTD COMMON STOCK 92932M101 2,124 32,109 SH   OTR 2 0 0 32,109
WORKIVA INC COMMON STOCK 98139A105 680 16,161 SH   OTR 2 0 0 16,161
WORLD FUEL SERVICES CORP COMMON STOCK 981475106 3,080 70,934 SH   OTR 2 0 0 70,934
YETI HOLDINGS INC COMMON STOCK 98585X104 2,517 72,366 SH   OTR 2 0 0 72,366
ZYNEX INC COMMON STOCK 98986M103 781 99,221 SH   OTR 2 0 0 99,221
ACM RESEARCH INC COMMON STOCK 00108J109 370 20,033 SH   OTR 3 20,033 0 0
ADDUS HOMECARE CORP COMMON STOCK 006739106 1,519 15,624 SH   OTR 3 15,624 0 0
ADVANCED DRAINAGE SYSTEMS IN COMMON STOCK 00790R104 654 16,837 SH   OTR 3 16,837 0 0
ADVANCED ENERGY INDUSTRIES COMMON STOCK 007973100 1,258 17,669 SH   OTR 3 17,669 0 0
AMEDISYS INC COMMON STOCK 023436108 1,295 7,760 SH   OTR 3 7,760 0 0
AMERICAN WOODMARK CORP COMMON STOCK 030506109 365 3,497 SH   OTR 3 3,497 0 0
AMN HEALTHCARE SERVICES INC COMMON STOCK 001744101 532 8,536 SH   OTR 3 8,536 0 0
APYX MEDICAL CORP COMMON STOCK 03837C106 224 26,497 SH   OTR 3 26,497 0 0
ASBURY AUTOMOTIVE GROUP COMMON STOCK 043436104 307 2,748 SH   OTR 3 2,748 0 0
ASSETMARK FINANCIAL HOLDINGS COMMON STOCK 04546L106 239 8,236 SH   OTR 3 8,236 0 0
BANDWIDTH INC COMMON STOCK 05988J103 386 6,027 SH   OTR 3 6,027 0 0
BOOT BARN HOLDINGS INC COMMON STOCK 099406100 1,478 33,190 SH   OTR 3 33,190 0 0
CABOT MICROELECTRONICS CORP COMMON STOCK 12709P103 730 5,061 SH   OTR 3 5,061 0 0
CARDLYTICS INC COMMON STOCK 14161W105 638 10,147 SH   OTR 3 10,147 0 0
CASTLE BIOSCIENCES INC COMMON STOCK 14843C105 678 19,737 SH   OTR 3 19,737 0 0
CHEGG INC COMMON STOCK 163092109 1,352 35,665 SH   OTR 3 35,665 0 0
COHERENT INC COMMON STOCK 192479103 396 2,383 SH   OTR 3 2,383 0 0
COLUMBUS MCKINNON CORP/NY COMMON STOCK 199333105 273 6,825 SH   OTR 3 6,825 0 0
CUTERA INC COMMON STOCK 232109108 1,001 27,959 SH   OTR 3 27,959 0 0
DIGITAL TURBINE INC COMMON STOCK 25400W102 592 83,031 SH   OTR 3 83,031 0 0
DIODES INC COMMON STOCK 254543101 1,298 23,033 SH   OTR 3 23,033 0 0
DYNATRACE INC COMMON STOCK 268150109 527 20,840 SH   OTR 3 20,840 0 0
EHEALTH INC COMMON STOCK 28238P109 1,222 12,714 SH   OTR 3 12,714 0 0
ENSIGN GROUP INC/THE COMMON STOCK 29358P101 202 4,446 SH   OTR 3 4,446 0 0
ESTABLISHMENT LABS HOLDINGS COMMON STOCK G31249108 542 19,611 SH   OTR 3 19,611 0 0
EURONET WORLDWIDE INC COMMON STOCK 298736109 932 5,913 SH   OTR 3 5,913 0 0
EVERBRIDGE INC COMMON STOCK 29978A104 1,209 15,484 SH   OTR 3 15,484 0 0
EVERQUOTE INC COMMON STOCK 30041R108 941 27,403 SH   OTR 3 27,403 0 0
EXAGEN INC COMMON STOCK 30068X103 1,057 41,631 SH   OTR 3 41,631 0 0
FEDERAL SIGNAL CORP COMMON STOCK 313855108 506 15,676 SH   OTR 3 15,676 0 0
FIVE9 INC COMMON STOCK 338307101 1,464 22,321 SH   OTR 3 22,321 0 0
FULGENT GENETICS INC COMMON STOCK 359664109 138 10,701 SH   OTR 3 10,701 0 0
GDS HOLDINGS LTD COMMON STOCK 36165L108 1,269 24,605 SH   OTR 3 24,605 0 0
GLOBANT SA COMMON STOCK L44385109 403 3,804 SH   OTR 3 3,804 0 0
GRAND CANYON EDUCATION INC COMMON STOCK 38526M106 220 2,301 SH   OTR 3 2,301 0 0
INGEVITY CORP COMMON STOCK 45688C107 751 8,591 SH   OTR 3 8,591 0 0
INSPIRE MEDICAL SYSTEMS INC COMMON STOCK 457730109 863 11,627 SH   OTR 3 11,627 0 0
INSULET CORP COMMON STOCK 45784P101 412 2,404 SH   OTR 3 2,404 0 0
INTELLICHECK INC COMMON STOCK 45817G201 162 21,594 SH   OTR 3 21,594 0 0
J2 GLOBAL INC COMMON STOCK 48123V102 418 4,460 SH   OTR 3 4,460 0 0
KEMET CORP COMMON STOCK 488360207 803 29,677 SH   OTR 3 29,677 0 0
KINSALE CAPITAL GROUP INC COMMON STOCK 49714P108 882 8,674 SH   OTR 3 8,674 0 0
KNOLL INC COMMON STOCK 498904200 295 11,676 SH   OTR 3 11,676 0 0
KNOWLES CORP COMMON STOCK 49926D109 451 21,313 SH   OTR 3 21,313 0 0
KURA SUSHI USA INC COMMON STOCK 501270102 441 17,341 SH   OTR 3 17,341 0 0
LATTICE SEMICONDUCTOR CORP COMMON STOCK 518415104 1,156 60,371 SH   OTR 3 60,371 0 0
LCI INDUSTRIES COMMON STOCK 50189K103 393 3,664 SH   OTR 3 3,664 0 0
LENDINGTREE INC COMMON STOCK 52603B107 553 1,823 SH   OTR 3 1,823 0 0
LGI HOMES INC COMMON STOCK 50187T106 336 4,760 SH   OTR 3 4,760 0 0
LHC GROUP INC COMMON STOCK 50187A107 1,183 8,590 SH   OTR 3 8,590 0 0
LITHIA MOTORS INC COMMON STOCK 536797103 1,076 7,318 SH   OTR 3 7,318 0 0
LIVEPERSON INC COMMON STOCK 538146101 345 9,333 SH   OTR 3 9,333 0 0
LPL FINANCIAL HOLDINGS INC COMMON STOCK 50212V100 1,084 11,748 SH   OTR 3 11,748 0 0
LUNA INNOVATIONS INC COMMON STOCK 550351100 262 35,932 SH   OTR 3 35,932 0 0
MARRIOTT VACATIONS WORLD COMMON STOCK 57164Y107 267 2,077 SH   OTR 3 2,077 0 0
MASTEC INC COMMON STOCK 576323109 1,135 17,686 SH   OTR 3 17,686 0 0
MERCURY SYSTEMS INC COMMON STOCK 589378108 1,067 15,432 SH   OTR 3 15,432 0 0
NICE LTD COMMON STOCK 653656108 503 3,242 SH   OTR 3 3,242 0 0
NOODLES & CO COMMON STOCK 65540B105 229 41,363 SH   OTR 3 41,363 0 0
NOVA MEASURING INSTRUMENTS COMMON STOCK M7516K103 672 17,755 SH   OTR 3 17,755 0 0
OMNICELL INC COMMON STOCK 68213N109 858 10,495 SH   OTR 3 10,495 0 0
ONESPAN INC COMMON STOCK 68287N100 264 15,438 SH   OTR 3 15,438 0 0
OPTIMIZERX CORP COMMON STOCK 68401U204 323 31,418 SH   OTR 3 31,418 0 0
PEGASYSTEMS INC COMMON STOCK 705573103 465 5,838 SH   OTR 3 5,838 0 0
PENNANT GROUP INC/THE COMMON STOCK 70805E109 295 8,931 SH   OTR 3 8,931 0 0
PENUMBRA INC COMMON STOCK 70975L107 312 1,901 SH   OTR 3 1,901 0 0
PFENEX INC COMMON STOCK 717071104 225 20,520 SH   OTR 3 20,520 0 0
PHREESIA INC COMMON STOCK 71944F106 602 22,594 SH   OTR 3 22,594 0 0
PLANET FITNESS INC COMMON STOCK 72703H101 1,042 13,950 SH   OTR 3 13,950 0 0
R1 RCM INC COMMON STOCK 749397105 273 21,060 SH   OTR 3 21,060 0 0
RAPID7 INC COMMON STOCK 753422104 366 6,537 SH   OTR 3 6,537 0 0
RECRO PHARMA INC COMMON STOCK 75629F109 596 32,533 SH   OTR 3 32,533 0 0
REDFIN CORP COMMON STOCK 75737F108 489 23,126 SH   OTR 3 23,126 0 0
RINGCENTRAL INC COMMON STOCK 76680R206 1,420 8,417 SH   OTR 3 8,417 0 0
RUBICON PROJECT INC/THE COMMON STOCK 78112V102 302 36,992 SH   OTR 3 36,992 0 0
SAPIENS INTERNATIONAL CORP COMMON STOCK G7T16G103 486 21,132 SH   OTR 3 21,132 0 0
SCORPIO TANKERS INC COMMON STOCK Y7542C130 1,427 36,266 SH   OTR 3 36,266 0 0
SHOTSPOTTER INC COMMON STOCK 82536T107 361 14,158 SH   OTR 3 14,158 0 0
SIMPLY GOOD FOODS CO/THE COMMON STOCK 82900L102 906 31,744 SH   OTR 3 31,744 0 0
SITIME CORP COMMON STOCK 82982T106 249 9,760 SH   OTR 3 9,760 0 0
SPROUT SOCIAL INC COMMON STOCK 85209W109 208 12,960 SH   OTR 3 12,960 0 0
STRATEGIC EDUCATION INC COMMON STOCK 86272C103 284 1,790 SH   OTR 3 1,790 0 0
TACTILE SYSTEMS TECHNOLOGY I COMMON STOCK 87357P100 777 11,505 SH   OTR 3 11,505 0 0
TELADOC HEALTH INC COMMON STOCK 87918A105 806 9,623 SH   OTR 3 9,623 0 0
TELARIA INC COMMON STOCK 879181105 818 92,882 SH   OTR 3 92,882 0 0
TOPBUILD CORP COMMON STOCK 89055F103 1,524 14,786 SH   OTR 3 14,786 0 0
TREX COMPANY INC COMMON STOCK 89531P105 456 5,069 SH   OTR 3 5,069 0 0
VEECO INSTRUMENTS INC COMMON STOCK 922417100 435 29,627 SH   OTR 3 29,627 0 0
VERICEL CORP COMMON STOCK 92346J108 699 40,198 SH   OTR 3 40,198 0 0
VIAVI SOLUTIONS INC COMMON STOCK 925550105 253 16,869 SH   OTR 3 16,869 0 0
WNS HOLDINGS LTD COMMON STOCK 92932M101 1,039 15,708 SH   OTR 3 15,708 0 0
WORKIVA INC COMMON STOCK 98139A105 332 7,903 SH   OTR 3 7,903 0 0
WORLD FUEL SERVICES CORP COMMON STOCK 981475106 1,502 34,593 SH   OTR 3 34,593 0 0
YETI HOLDINGS INC COMMON STOCK 98585X104 1,227 35,285 SH   OTR 3 35,285 0 0
ZYNEX INC COMMON STOCK 98986M103 382 48,541 SH   OTR 3 48,541 0 0