SSI INVESTMENT MANAGEMENT LLC

SSI INVESTMENT MANAGEMENT LLC latest Q1_2021 13F filings reported $1,387,178,000 in market value on this 2021-05-28 report date . The portfolio quarterly return is -1.00%. This fund has 306 securities concentrations of 100% weights.

SSI INVESTMENT MANAGEMENT LLC largest holding is Southwest Airlines Company with weight of 5.15% and $71,500,000 in market value. The portfolio return is computed based on the amount invested in the new quarter. The following shows the portfolio details.

Portfolio Performance History

FILE DATE	REPORT PERIOD	QTR YEAR	FILE TYPE	NOS. OF STOCKS	REPORTED VALUE	RETURN
2021-05-28	2021-03-31	Q1_2021	13F-HR	306	$1,387,178,000	-1.00%
2021-02-11	2020-12-31	Q4_2020	13F-HR	280	$1,401,214,000	20.84%
2020-11-16	2020-09-30	Q3_2020	13F-HR	259	$1,159,521,000	1.55%
2020-08-12	2020-06-30	Q2_2020	13F-HR	246	$1,141,852,000	0.67%
2020-05-13	2020-03-31	Q1_2020	13F-HR	240	$1,134,250,000	-24.49%
2020-02-12	2019-12-31	Q4_2019	13F-HR	292	$1,502,178,000	9.37%
2019-11-12	2019-09-30	Q3_2019	13F-HR	287	$1,373,466,000	2.02%
2019-08-12	2019-06-30	Q2_2019	13F-HR	287	$1,346,274,000	12.77%
2019-05-13	2019-03-31	Q1_2019	13F-HR	272	$1,193,833,000	11.67%
2019-02-08	2018-12-31	Q4_2018	13F-HR	257	$1,069,036,000	-17.65%
2018-11-13	2018-09-30	Q3_2018	13F-HR	300	$1,298,157,000	6.18%
2018-08-07	2018-06-30	Q2_2018	13F-HR	290	$1,222,598,000	-0.76%
2018-05-14	2018-03-31	Q1_2018	13F-HR	310	$1,231,975,000	2.76%
2018-02-09	2017-12-31	Q4_2017	13F-HR	311	$1,198,888,000	60419.33%
2017-11-14	2017-09-30	Q3_2017	13F-HR	310	$1,171,764,000	3.42%
2017-11-14	2017-06-30	Q2_2017	13F-HR/A	1	$1,981,000	0.00%
2017-08-11	2017-06-30	Q2_2017	13F-HR	311	$1,132,982,000	4.07%
2017-05-15	2017-03-31	Q1_2017	13F-HR	306	$1,088,701,000	-0.27%
2017-02-10	2016-12-31	Q4_2016	13F-HR	302	$1,091,695,000	0.46%
2016-11-14	2016-09-30	Q3_2016	13F-HR	292	$1,086,719,000	8.75%
2016-08-09	2016-06-30	Q2_2016	13F-HR	277	$999,320,000	4.98%

Portfolio Details

Stock Name	Tickers	Value	Current Value (x1000)	Change Value %	Weight	Computed Price	Shares Change %	Current Shares
SOUTHWEST AIRLS CO	LUV	INCR	$71,500	0.20%	5.15%	$1.72	0.01%	41,646,000
ISHARES CORE S&P 500 INDEX ETF	IVV	DECR	$66,188	-0.19%	4.77%	$397.82	-0.23%	166,377
TESLA INC		DECR	$40,355	-0.62%	2.91%	$10.74	-0.59%	3,756,000
ZILLOW GROUP INC		DECR	$31,148	-0.06%	2.25%	$2.08	-0.06%	15,009,000
SQUARE INC		INCR	$29,949	0.02%	2.16%	$2.92	-0.03%	10,264,000
PALO ALTO NETWORKS INC		DECR	$28,165	-0.06%	2.03%	$1.32	0.01%	21,303,000
SNAP INC		INCR	$28,091	0.00%	2.03%	$2.36	-0.04%	11,912,000
MICROCHIP TECHNOLOGY INC.		DECR	$24,714	-0.03%	1.78%	$2.28	-0.14%	10,861,000
ILLUMINA INC		DECR	$23,316	-0.15%	1.68%	$1.19	-0.20%	19,653,000
WELLPOINT INC	ANTM	INCR	$22,007	0.35%	1.59%	$5.01	0.21%	4,392,000
ON SEMICONDUCTOR CORP		INCR	$20,780	0.16%	1.50%	$2.07	-0.05%	10,024,000
WORKDAY INC	WDAY	DECR	$19,918	-0.01%	1.44%	$1.72	-0.04%	11,571,000
ISHARES TR	AGG	DECR	$19,887	-0.28%	1.43%	$113.81	-0.26%	174,734
EXACT SCIENCES CORP		DECR	$19,588	-0.03%	1.41%	$1.37	-0.01%	14,326,000
TWILIO INC		DECR	$17,599	-0.03%	1.27%	$4.79	-0.03%	3,672,000
STANLEY BLACK & DECKER INC	SWT	DECR	$16,431	-0.26%	1.18%	$117.99	-0.32%	139,256
LIVE NATION ENTERTAINMENT IN		INCR	$16,124	0.54%	1.16%	$1.40	0.42%	11,541,000
SYNAPTICS INC		INCR	$15,415	0.34%	1.11%	$1.84	0.01%	8,365,000
NEXTERA ENERGY INC	NEE/PP	INCR	$15,009	0.71%	1.08%	$49.54	0.76%	302,990
LUMENTUM HLDGS INC		DECR	$14,842	-0.43%	1.07%	$1.16	-0.40%	12,765,000
ILLUMINA INC	ILMN	DECR	$14,719	-0.01%	1.06%	$1.50	-0.04%	9,787,000
NUANCE COMMUNICATIONS INC		DECR	$14,634	-0.03%	1.05%	$1.85	-0.02%	7,926,000
EURONET WORLDWIDE INC		INCR	$14,129	0.16%	1.02%	$1.14	0.15%	12,400,000
OKTA INC	OKTA	DECR	$14,120	-0.09%	1.02%	$1.35	0.01%	10,463,000
MICRON TECHNOLOGY INC	MU	INCR	$13,530	1.28%	0.98%	$8.83	0.95%	1,533,000
INSULET CORP		DECR	$13,248	-0.33%	0.96%	$1.33	-0.34%	9,970,000
CONMED CORP		INCR	$13,144	0.13%	0.95%	$1.56	0.01%	8,408,000
TERADYNE INC		DECR	$12,769	-0.01%	0.92%	$3.85	-0.03%	3,320,000
CLEVELAND-CLIFFS INC NEW		INCR	$12,662	0.42%	0.91%	$2.60	0.06%	4,862,000
PENN NATL GAMING INC		INCR	$12,423	0.20%	0.90%	$4.51	0.00%	2,754,000
VANGUARD STAR FDS	VXUS	BUY	$12,407	0.00%	0.89%	$62.70	0.00%	197,883
MERCADOLIBRE INC		DECR	$11,979	-0.35%	0.86%	$3.34	-0.26%	3,582,000
MERITOR INC	MTOR	INCR	$11,934	0.10%	0.86%	$1.15	0.09%	10,347,000
COLFAX CORP	CFXA	INCR	$11,441	0.15%	0.82%	$180.21	0.02%	63,488
SPIRIT AIRLINES INC		INCR	$11,258	0.48%	0.81%	$3.06	0.04%	3,674,000
ARES CAPITAL CORP		INCR	$10,842	0.15%	0.78%	$1.09	0.11%	9,975,000
PRICELINE GRP INC		INCR	$10,886	0.01%	0.78%	$1.17	0.00%	9,287,000
II-VI INC		DECR	$10,477	-0.08%	0.76%	$1.53	0.00%	6,865,000
FTI CONSULTING INC		INCR	$10,244	2.69%	0.74%	$1.46	2.18%	7,028,000
HALOZYME THERAPEUTICS INC		BUY	$10,091	0.00%	0.73%	$1.83	0.00%	5,511,000
LIBERTY MEDIA CORP DEL		INCR	$10,082	0.26%	0.73%	$1.27	0.26%	7,951,000
PINDUODUO INC		DECR	$9,887	-0.52%	0.71%	$1.06	-0.44%	9,339,000
PEBBLEBROOK HOTEL TR		INCR	$9,618	0.48%	0.69%	$1.17	0.34%	8,216,000
RINGCENTRAL INC		BUY	$9,272	0.00%	0.67%	$1.10	0.00%	8,465,000
NOVELLUS SYS INC	NVLS	DECR	$9,110	-0.02%	0.66%	$18.94	-0.24%	481,000
RH		DECR	$9,150	-0.23%	0.66%	$3.08	-0.41%	2,974,000
FIRST TR EXCHANGE-TRADED FD	LMBS	INCR	$8,940	0.07%	0.64%	$51.06	0.08%	175,078
HELIX ENERGY SOLUTIONS GRP I		INCR	$8,480	1.88%	0.61%	$1.15	1.60%	7,367,000
AMERICAN AIRLS GROUP INC		INCR	$8,390	2.52%	0.60%	$1.72	1.57%	4,884,000
SHOPIFY INC		DECR	$8,360	-0.06%	0.60%	$1.14	-0.03%	7,334,000
WAYFAIR INC		INCR	$8,276	0.29%	0.60%	$2.74	-0.04%	3,020,000
TWITTER INC		INCR	$8,118	0.96%	0.59%	$1.33	0.79%	6,109,000
SUMMIT HOTEL PROPERTIES		BUY	$8,006	0.00%	0.58%	$1.10	0.00%	7,265,000
GUESS INC		INCR	$7,922	0.27%	0.57%	$1.14	0.24%	6,957,000
LIBERTY MEDIA CORP DEL		INCR	$7,743	0.00%	0.56%	$1.27	0.00%	6,079,000
ARES CAP CORP		DECR	$7,552	-0.01%	0.54%	$1.03	-0.01%	7,340,000
PROSPECT CAP CORP		DECR	$7,492	-0.15%	0.54%	$1.08	-0.19%	6,961,000
REPLIGEN CORP		DECR	$7,481	-0.23%	0.54%	$1.76	-0.24%	4,261,000
KBR INC		INCR	$7,336	0.18%	0.53%	$1.58	0.02%	4,652,000
GOSSAMER BIO INC		INCR	$7,235	7.04%	0.52%	$0.90	7.03%	8,025,000
MONGODB INC		BUY	$7,271	0.00%	0.52%	$1.44	0.00%	5,051,000
NEOGENOMICS		BUY	$7,272	0.00%	0.52%	$1.01	0.00%	7,234,000
DOCUSIGN INC	DOCU	DECR	$6,935	-0.24%	0.50%	$2.82	-0.16%	2,459,000
ISHARES TR	IWD	INCR	$6,742	0.75%	0.49%	$151.53	0.58%	44,492
AKAMAI TECHNOLOGIES INC		DECR	$6,528	-0.18%	0.47%	$1.21	-0.16%	5,396,000
FIREEYE INC		BUY	$6,025	0.00%	0.43%	$1.13	0.00%	5,348,000
FIRST TRUST PREFERRED SECURITIES AND INCOME ETF	FPE	INCR	$5,959	0.10%	0.43%	$20.14	0.10%	295,827
SPLUNK INC		DECR	$5,943	-0.38%	0.43%	$1.14	-0.29%	5,200,000
WINNEBAGO INDS INC		INCR	$5,800	0.17%	0.42%	$1.38	0.00%	4,189,000
CHEFS WHSE INC		INCR	$5,473	1.27%	0.39%	$1.02	1.16%	5,390,000
NUVASIVE, INC		BUY	$5,407	0.00%	0.39%	$1.02	0.00%	5,309,000
COWEN INC		BUY	$5,222	0.00%	0.38%	$2.05	0.00%	2,546,000
AES		BUY	$5,164	0.00%	0.37%	$103.28	0.00%	50,000
PATRICK INDS INC		BUY	$5,076	0.00%	0.37%	$1.17	0.00%	4,355,000
PURE STORAGE INC		INCR	$5,095	0.55%	0.37%	$1.10	0.55%	4,645,000
SERVICENOW INC	NOW	DECR	$4,989	-0.48%	0.36%	$3.71	-0.42%	1,346,000
HANNON ARMSTRONG SUST INFR C		DECR	$4,840	-0.13%	0.35%	$1.25	-0.06%	3,883,000
REVANCE THERAPEUTICS		BUY	$4,800	0.00%	0.35%	$1.12	0.00%	4,287,000
RH		BUY	$4,798	0.00%	0.35%	$2.82	0.00%	1,700,000
ISHARES TR	ACWX	INCR	$4,611	0.36%	0.33%	$55.15	0.30%	83,603
WAYFAIR INC		INCR	$4,589	0.38%	0.33%	$2.22	0.04%	2,071,000
ISHARES INC	IEMG	INCR	$4,500	0.66%	0.32%	$64.38	0.60%	69,902
MFA FINL INC		INCR	$4,409	0.01%	0.32%	$0.99	0.01%	4,454,000
NEXTERA ENERGY INC	NEE/PO	DECR	$4,477	-0.03%	0.32%	$57.40	0.00%	77,995
INVITAE CORP	FCVT	DECR	$4,239	-0.27%	0.31%	$1.51	-0.23%	2,810,000
BLACKLINE INC		DECR	$4,127	-0.56%	0.30%	$1.58	-0.48%	2,606,000
GRANITE CONSTR INC		INCR	$4,172	0.38%	0.30%	$1.39	0.07%	3,005,000
APOLLO COML REAL EST FIN INC		INCR	$4,067	0.06%	0.29%	$0.98	0.00%	4,150,000
APPLE INC	AAPL	DECR	$4,038	-0.08%	0.29%	$122.15	0.00%	33,057
DEXCOM INC		INCR	$4,042	3.71%	0.29%	$2.20	3.85%	1,834,000
PENNYMAC CORP		INCR	$4,023	0.02%	0.29%	$1.01	0.00%	3,997,000
SAILPOINT TECHNOLOGIES HLDGS		BUY	$4,050	0.00%	0.29%	$1.86	0.00%	2,182,000
FIRST TR EXCHANGE-TRADED FD	FTSL	BUY	$3,886	0.00%	0.28%	$47.88	0.00%	81,154
MICROSOFT CORP	MSFT	INCR	$3,826	0.06%	0.28%	$235.71	0.00%	16,232
REDWOOD TR INC		DECR	$3,872	-0.14%	0.28%	$1.00	-0.19%	3,882,000
IQIYI INC		BUY	$3,692	0.00%	0.27%	$0.92	0.00%	4,000,000
LIGAND PHARMACEUTICALS INC		INCR	$3,726	0.10%	0.27%	$1.04	0.00%	3,600,000
SPDR BLOOMBERG BARCLAYS CONVERTIBLE SECURITIES ETF	CWB	INCR	$3,734	0.00%	0.27%	$83.35	0.00%	44,798
ARBOR REALTY TRUST INC		DECR	$3,644	-0.18%	0.26%	$1.04	-0.21%	3,500,000
FLEXION THERAPEUTICS INC		INCR	$3,623	0.64%	0.26%	$0.91	0.60%	4,000,000
Ionis Pharmaceuticals Inc		INCR	$3,576	0.56%	0.26%	$0.95	0.66%	3,745,000
ISHARES TR	IWM	INCR	$3,644	0.09%	0.26%	$220.89	-0.04%	16,497
JAZZ INVESTMENTS I LTD		INCR	$3,580	0.12%	0.26%	$1.08	0.10%	3,312,000
PROSHARES TR	TBF	BUY	$3,624	0.00%	0.26%	$18.12	0.00%	200,000
WORKIVA INC		DECR	$3,671	-0.01%	0.26%	$1.32	0.00%	2,784,000
CHENIERE ENERGY INC		INCR	$3,431	0.05%	0.25%	$0.82	0.00%	4,200,000
Q2 HLDGS INC		DECR	$3,455	-0.15%	0.25%	$1.30	0.00%	2,651,000
FIRST TR EXCHANGE-TRADED FD	FDN	INCR	$3,304	0.03%	0.24%	$218.03	0.00%	15,154
ISHARES TR	EMB	INCR	$3,341	12.31%	0.24%	$108.85	13.15%	30,695
OSI SYSTEMS INC		INCR	$3,315	0.01%	0.24%	$1.08	0.00%	3,075,000
MOMO INC		INCR	$3,236	0.05%	0.23%	$0.87	0.00%	3,700,000
NRG ENERGY INC		INCR	$3,203	0.03%	0.23%	$1.16	0.00%	2,750,000
PRA GROUP INC		DECR	$3,211	-0.01%	0.23%	$1.07	0.00%	3,000,000
AIR TRANSPORT SERVICES GRP I		DECR	$3,071	-0.45%	0.22%	$1.12	-0.41%	2,749,000
NEW YORK CMNTY CAP TR V	NYCB/PU	INCR	$3,057	0.09%	0.22%	$49.99	0.00%	61,158
VANECK VECTORS ETF TR	ANGL	DECR	$3,105	-0.27%	0.22%	$31.93	-0.26%	97,251
AVAYA HLDGS CORP		INCR	$2,890	1.77%	0.21%	$1.23	1.34%	2,343,000
CREE INC		INCR	$2,929	0.01%	0.21%	$1.84	-0.01%	1,589,000
NEW RELIC INC	NEWR	DECR	$2,925	0.00%	0.21%	$0.98	0.00%	3,000,000
8X8 INC NEW		DECR	$2,779	-0.04%	0.20%	$1.39	0.00%	2,000,000
BLACKSTONE MTG TR INC		INCR	$2,713	0.03%	0.20%	$1.02	0.00%	2,650,000
INSMED INC		DECR	$2,715	-0.63%	0.20%	$1.11	-0.63%	2,440,000
ISHARES TR	IYW	INCR	$2,705	0.01%	0.20%	$87.77	-0.02%	30,820
KKR REAL ESTATE FIN TR INC		INCR	$2,820	0.24%	0.20%	$1.02	0.22%	2,752,000
AMAZON COM INC	AMZN	DECR	$2,637	-0.05%	0.19%	$3091.44	0.00%	853
INFINERA CORP		INCR	$2,673	0.72%	0.19%	$1.19	0.80%	2,250,000
VONAGE HLDGS CORP		INCR	$2,621	0.57%	0.19%	$1.05	0.61%	2,500,000
BOINGO WIRELESS INC		INCR	$2,475	0.52%	0.18%	$0.98	0.42%	2,525,000
ENCORE CAP EUROPE FIN LTD		INCR	$2,491	0.26%	0.18%	$1.14	0.25%	2,188,000
RADIUS HEALTH INC		INCR	$2,555	0.14%	0.18%	$0.93	0.10%	2,750,000
SELECT SECTOR SPDR TR	XLE	BUY	$2,524	0.00%	0.18%	$49.03	0.00%	51,478
SELECT SECTOR SPDR TR	XLF	BUY	$2,478	0.00%	0.18%	$34.03	0.00%	72,826
TABULA RASA HEALTHCARE INC		BUY	$2,525	0.00%	0.18%	$1.01	0.00%	2,500,000
ALPHABET INC USD 0.001 CLS A	GOOGL	INCR	$2,375	0.18%	0.17%	$2063.42	0.00%	1,151
ISTAR INC		INCR	$2,305	0.12%	0.17%	$1.32	0.00%	1,750,000
JOYY INC		DECR	$2,359	-0.20%	0.17%	$1.18	-0.31%	2,000,000
CENTENNIAL RESOURCE DEV INC		BUY	$2,272	0.00%	0.16%	$0.96	0.00%	2,376,000
DBX ETF TR	ASHR	INCR	$2,259	3.36%	0.16%	$38.66	3.51%	58,434
ENVESTNET INC		DECR	$2,285	-0.25%	0.16%	$1.23	-0.20%	1,860,000
EVERBRIDGE INC		DECR	$2,163	-0.14%	0.16%	$1.27	0.00%	1,700,000
GRANITE PT MTG TR INC		INCR	$2,200	0.04%	0.16%	$0.95	0.00%	2,316,000
SUNPOWER CORP		DECR	$2,220	-0.31%	0.16%	$1.57	-0.44%	1,411,000
		BUY	$2,177	0.00%	0.16%	$1.09	0.00%	2,000,000
APELLIS PHARMACEUTICALS INC		DECR	$2,106	-0.16%	0.15%	$1.40	0.00%	1,500,000
NEW YORK MTG TR INC		DECR	$2,031	-0.15%	0.15%	$1.02	-0.17%	2,000,000
NUANCE COMMUNICATIONS INC		DECR	$2,083	-0.03%	0.15%	$2.27	-0.03%	916,000
WESTERN ASSET MTG CAP CORP Note		INCR	$2,112	0.05%	0.15%	$0.92	0.00%	2,297,000
DOMINION ENERGY INC	DCUE	DECR	$1,932	-0.19%	0.14%	$98.87	-0.18%	19,540
FIRST TR EXCHANGE TRADED FD	FPXI	BUY	$1,964	0.00%	0.14%	$65.94	0.00%	29,783
GOLAR LNG LTD		BUY	$1,930	0.00%	0.14%	$0.97	0.00%	2,000,000
ISHARES TR	EUFN	BUY	$1,989	0.00%	0.14%	$19.26	0.00%	103,282
SEACOR HOLDINGS INC		DECR	$1,911	-0.01%	0.14%	$0.96	0.00%	2,000,000
SOUTH JERSEY INDS INC		BUY	$1,987	0.00%	0.14%	$49.68	0.00%	40,000
AMERICAN ELEC PWR CO INC	AEPPL	DECR	$1,743	-0.03%	0.13%	$48.27	0.00%	36,110
		BUY	$1,743	0.00%	0.13%	$1.12	0.00%	1,559,000
Retrophin Inc	FCVSX	INCR	$1,779	0.18%	0.13%	$1.02	0.17%	1,739,000
SOUTHERN CO	SOLN	DECR	$1,850	-0.03%	0.13%	$50.94	-0.02%	36,315
THERAVANCE BIOPHARMA INC		INCR	$1,772	0.08%	0.13%	$1.01	0.00%	1,750,000
THERAVANCE INC		INCR	$1,756	0.01%	0.13%	$1.00	0.00%	1,755,000
APOLLO	APO	INCR	$1,641	0.05%	0.12%	$1.00	0.00%	1,639,000
CHEGG INC		DECR	$1,695	-0.01%	0.12%	$1.74	0.04%	976,000
DTE ENERGY CO	DTP	INCR	$1,650	0.05%	0.12%	$49.70	0.00%	33,200
FACEBOOK INC	FB	INCR	$1,619	0.08%	0.12%	$294.52	0.00%	5,497
J P MORGAN CHASE & CO COM	JPM	INCR	$1,632	0.20%	0.12%	$152.17	0.00%	10,725
MICROCHIP TECHNOLOGY INC.		BUY	$1,611	0.00%	0.12%	$2.29	0.00%	705,000
SHIP FIN INTL LTD		INCR	$1,683	0.09%	0.12%	$0.96	0.00%	1,750,000
VISHAY INTERTECHNOLOGY INC		INCR	$1,631	0.04%	0.12%	$1.09	0.00%	1,500,000
HOPE BANCORP INC		BUY	$1,569	0.00%	0.11%	$0.98	0.00%	1,600,000
KNOWLES CORP		INCR	$1,461	0.03%	0.11%	$1.17	0.00%	1,250,000
SELECT SECTOR SPDR TR	XLU	INCR	$1,517	0.02%	0.11%	$63.96	0.00%	23,718
AKAMAI TECHNOLOGIES INC		DECR	$1,340	-0.48%	0.10%	$1.08	-0.47%	1,236,000
GREENBRIER COS INC		BUY	$1,438	0.00%	0.10%	$1.09	0.00%	1,324,000
KAMAN CORP		DECR	$1,301	-0.06%	0.09%	$1.08	0.00%	1,200,000
KIMBERLY-CLARK CORP	KMB	INCR	$1,208	0.03%	0.09%	$139.09	0.00%	8,685
BERKSHIRE HATHAWAY INC NEW	BRK/B	INCR	$1,042	0.10%	0.08%	$256.02	0.00%	4,070
ETSY INC		INCR	$1,127	0.25%	0.08%	$2.36	0.12%	477,000
HOME DEPOT INC	HD	INCR	$1,101	0.15%	0.08%	$305.32	0.00%	3,606
NEW MTN FIN CORP	NMFC	DECR	$1,043	-0.45%	0.08%	$1.04	-0.46%	1,000,000
BK OF AMERICA CORP	BAC	INCR	$911	0.27%	0.07%	$38.68	0.00%	23,555
COUPA SOFTWARE INC	COUP	DECR	$1,001	-0.12%	0.07%	$1.70	0.13%	588,000
DISH NETWORK CORP		DECR	$1,014	-0.15%	0.07%	$0.96	-0.16%	1,054,000
HELIX ENERGY SOLUTIONS GRP I		INCR	$957	0.00%	0.07%	$0.96	0.00%	1,000,000
INTERNATIONAL FLAVORS FRAGRA	IFFT	INCR	$939	1.32%	0.07%	$49.07	0.91%	19,135
JOHNSON & JOHNSON	JNJ	INCR	$981	0.04%	0.07%	$163.80	0.00%	5,989
LIBERTY INTERACTIVE LLC		INCR	$996	0.11%	0.07%	$1.00	0.00%	1,000,000
PROCTER AND GAMBLE CO	PG	DECR	$921	-0.03%	0.07%	$135.46	0.00%	6,799
WESTERN DIGITAL CORP.	WDC	DECR	$930	-0.59%	0.07%	$1.02	-0.60%	910,000
ZENDESK INC		DECR	$957	-0.60%	0.07%	$2.13	-0.57%	450,000
ZILLOW GROUP INC		DECR	$958	-0.11%	0.07%	$1.68	-0.09%	570,000
DISNEY WALT CO	DIS	INCR	$771	0.02%	0.06%	$184.27	0.00%	4,184
INPHI CORP		DECR	$794	-0.16%	0.06%	$3.15	-0.24%	252,000
MARRIOTT VACTINS WORLDWID CO		INCR	$828	0.14%	0.06%	$1.29	0.00%	640,000
PAYPAL HLDGS INC	PYPL	INCR	$847	0.04%	0.06%	$242.83	0.00%	3,488
UNITEDHEALTH GROUP INC	UNH	INCR	$844	0.06%	0.06%	$371.97	0.00%	2,269
VISA INC	V	DECR	$786	-0.03%	0.06%	$211.80	0.00%	3,711
ZYNGA INC		DECR	$840	-0.03%	0.06%	$1.37	-0.06%	614,000
FIRST TRUST SSI STRATEGIC CONVERTIBLE SECURITIES ETF	FCVT	INCR	$642	0.93%	0.05%	$50.12	0.88%	12,808
ISHARES TR	IYR	INCR	$693	2.27%	0.05%	$92.11	2.04%	7,524
LOEWS CORP	L	INCR	$679	0.14%	0.05%	$51.31	0.00%	13,232
NVIDIA CORPORATION	NVDA	INCR	$690	0.02%	0.05%	$534.06	0.00%	1,292
PFIZER COMPANY INC	PFE	DECR	$681	-0.01%	0.05%	$36.25	0.00%	18,784
SPLUNK INC	SPLK	DECR	$685	-0.43%	0.05%	$1.18	-0.34%	582,000
TELADOC HEALTH INC		INCR	$722	0.01%	0.05%	$3.41	0.11%	212,000
VERIZON COMMUNICATIONS INC	VZ	DECR	$657	-0.01%	0.05%	$58.30	0.00%	11,269
ABBOTT LABS	ABT	INCR	$613	0.09%	0.04%	$120.01	0.00%	5,108
AMGEN	AMGN	INCR	$500	0.08%	0.04%	$247.16	0.00%	2,023
CISCO SYSTEMS	CSCO	INCR	$586	0.16%	0.04%	$51.82	0.00%	11,308
COCA COLA CO	KO	DECR	$523	-0.04%	0.04%	$52.63	0.00%	9,938
COLONY STARWOOD HOMES		INCR	$595	0.00%	0.04%	$1.41	-0.05%	421,000
COMCAST CORP NEW	CMCSA	INCR	$582	0.03%	0.04%	$54.02	0.00%	10,773
DANAHER CORPORATION	DHR	INCR	$488	0.01%	0.04%	$224.88	0.00%	2,170
ELANCO ANIMAL HEALTH INC	ELAT	DECR	$513	-0.88%	0.04%	$45.74	-0.88%	11,215
FORTIVE CORP		DECR	$616	-0.01%	0.04%	$1.01	0.00%	608,000
HERCULES CAPITAL INC		DECR	$540	-0.83%	0.04%	$1.02	-0.82%	528,000
INSIGHT ENTERPRISES INC		BUY	$488	0.00%	0.04%	$1.47	0.00%	332,000
INTEL CORP	INTC	INCR	$593	0.28%	0.04%	$64.14	0.00%	9,246
INTERCONTINENTAL EXCHANGE IN	ICE	DECR	$486	-0.03%	0.04%	$111.75	0.00%	4,349
ISHARES TR	FLOT	NA	$502	0.00%	0.04%	$50.89	0.00%	9,864
ISHARES MORTGAGE REAL ESTATE ETF	REM	DECR	$572	-0.85%	0.04%	$35.23	-0.87%	16,238
MASTERCARD INCORPORATED	MA	DECR	$549	0.00%	0.04%	$356.03	0.00%	1,542
MERCK & CO INC NEW	MRK	DECR	$494	-0.06%	0.04%	$77.19	0.00%	6,400
UNION PAC CORP	UNP	INCR	$609	0.06%	0.04%	$220.49	0.00%	2,762
VIAVI SOLUTIONS INC		INCR	$524	0.02%	0.04%	$1.31	-0.01%	399,000
ABBVIE INC	ABBV	INCR	$385	0.01%	0.03%	$108.36	0.00%	3,553
ADOBE SYSTEMS INCORPORATED	ADBE	DECR	$422	-0.06%	0.03%	$473.09	0.00%	892
APPLIED MATLS INC	AMAT	INCR	$449	0.54%	0.03%	$133.39	0.00%	3,366
AT&T INC	T	INCR	$429	0.05%	0.03%	$30.13	0.00%	14,240
BIOMARIN PHARMACEUTICAL INC	LSFIX	DECR	$448	-0.20%	0.03%	$1.01	-0.15%	444,000
BOEING CO	BA	INCR	$438	0.20%	0.03%	$255.69	0.00%	1,713
BROADCOM LTD NPV	AVGO	INCR	$436	0.06%	0.03%	$464.32	0.00%	939
CHEVRON CORP NEW	CVX	BUY	$381	0.00%	0.03%	$104.79	0.00%	3,636
COSTCO WHSL CORP NEW	COST	DECR	$458	-0.07%	0.03%	$352.04	0.00%	1,301
Essential Utilities, Inc.	WTRU	DECR	$440	-0.79%	0.03%	$57.22	-0.78%	7,690
FIRST TR EXCHANGE-TRADED FD	MDIV	INCR	$464	0.02%	0.03%	$16.16	-0.05%	28,716
HONEYWELL INTL INC	HON	INCR	$390	0.02%	0.03%	$216.91	0.00%	1,798
ISHARES TR	SHY	DECR	$453	0.00%	0.03%	$86.17	0.00%	5,257
MCDONALDS CORP	MCD	INCR	$483	0.04%	0.03%	$224.34	0.00%	2,153
MEDTRONIC PLC USD 0.1	MDT	INCR	$382	0.01%	0.03%	$118.12	0.00%	3,234
NIKE INC	NKE	DECR	$359	-0.06%	0.03%	$133.21	0.00%	2,695
ORACLE SYSTEMS	ORCL	INCR	$375	0.08%	0.03%	$69.95	0.00%	5,361
PEPSICO INC	PEP	DECR	$482	-0.04%	0.03%	$141.64	0.00%	3,403
RAMBUS INC DEL		INCR	$438	0.04%	0.03%	$1.19	-0.02%	367,000
SOUTHWEST AIRLINES	LUV	INCR	$359	0.31%	0.03%	$61.01	0.00%	5,884
TESLA MOTORS INC	TSLA	DECR	$404	-0.05%	0.03%	$665.57	0.00%	607
THERMO FISHER SCIENTIFIC INC	TMO	DECR	$398	-0.02%	0.03%	$453.82	0.00%	877
WELLS FARGO CO NEW	WFC	INCR	$411	0.29%	0.03%	$39.06	0.00%	10,522
3M CO	MMM	INCR	$244	0.10%	0.02%	$194.11	0.00%	1,257
ACCENTURE PLC	ACN	INCR	$321	0.06%	0.02%	$277.44	0.00%	1,157
AIR PRODUCTS & CHEMICALS INC	APD	INCR	$224	0.03%	0.02%	$283.90	0.00%	789
AMERICAN INTL GROUP INC	AIG	BUY	$220	0.00%	0.02%	$46.52	0.00%	4,729
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH	MT	BUY	$246	0.00%	0.02%	$29.22	0.00%	8,418
ATLAS AIR WORLDWIDE HLDGS IN		DECR	$331	-0.88%	0.02%	$1.19	-0.88%	278,000
BRISTOL MYERS SQUIBB CO	BMY	INCR	$273	0.02%	0.02%	$63.27	0.00%	4,315
CATERPILLAR INC	CAT	BUY	$219	0.00%	0.02%	$231.26	0.00%	947
CITIGROUP INC COM NEW	C	INCR	$305	0.19%	0.02%	$72.93	0.00%	4,182
CLEVELAND-CLIFFS INC NEW	CLF	BUY	$245	0.00%	0.02%	$20.06	0.00%	12,211
CUMMINS INC	CMI	INCR	$257	0.15%	0.02%	$260.91	0.00%	985
CVS HEALTH CORPORATION	CVS	BUY	$217	0.00%	0.02%	$75.72	0.00%	2,866
D R HORTON INC	DHI	INCR	$293	0.29%	0.02%	$89.22	0.00%	3,284
DEERE & CO	DE	BUY	$272	0.00%	0.02%	$373.11	0.00%	729
DICKS SPORTING GOODS INC	DKS	INCR	$338	0.35%	0.02%	$75.84	0.00%	4,457
DOVER CORP	DOV	BUY	$224	0.00%	0.02%	$136.34	0.00%	1,643
EATON CORP PLC	ETN	INCR	$306	0.16%	0.02%	$138.96	0.00%	2,202
FREEPORT-MCMORAN INC	FCX	BUY	$211	0.00%	0.02%	$32.90	0.00%	6,413
GENERAL MOTORS CO	GM	INCR	$332	0.38%	0.02%	$57.40	0.00%	5,784
ILLINOIS TOOL WORKS INC USD 0.01	ITW	INCR	$229	0.08%	0.02%	$222.11	0.00%	1,031
INPHI CORP	IPHI	INCR	$272	0.11%	0.02%	$177.89	0.00%	1,529
ISHARES US BASIC MATERIALS ETF	IYM	INCR	$224	0.12%	0.02%	$127.20	0.00%	1,761
LABORATORY CORP AMER HLDGS	LH	BUY	$249	0.00%	0.02%	$256.17	0.00%	972
LIBERTY MEDIA CORP DEL	FWONK	INCR	$232	0.02%	0.02%	$43.79	0.00%	5,298
LINDE PLC EUR 0.001	LIN	INCR	$244	0.06%	0.02%	$280.78	0.00%	869
LOCKHEED MARTIN CORP	LMT	INCR	$244	0.03%	0.02%	$370.26	0.00%	659
LOWES COS INC	LOW	INCR	$242	0.19%	0.02%	$191.00	0.00%	1,267
LPL FINL HLDGS INC	LPLA	BUY	$272	0.00%	0.02%	$141.96	0.00%	1,916
MARCUS CORP DEL	MCS	INCR	$221	0.47%	0.02%	$20.00	0.00%	11,052
MICRON TECHNOLOGY INC	MU	BUY	$311	0.00%	0.02%	$88.03	0.00%	3,533
MORGAN STANLEY	MS	BUY	$230	0.00%	0.02%	$77.68	0.00%	2,961
MOTOROLA SOLUTIONS INC	MSI	BUY	$212	0.00%	0.02%	$190.82	0.00%	1,111
NETFLIX INC	NFLX	DECR	$330	-0.03%	0.02%	$524.64	0.00%	629
Neurocrine Biosciences Inc 2.250000 05/15/2024		DECR	$280	-0.03%	0.02%	$1.34	0.00%	209,000
NORWEGIAN CRUISE LINE HLDG L	NCLH	INCR	$237	0.08%	0.02%	$27.65	0.00%	8,571
OREILLY AUTOMOTIVE INC	ORLY	INCR	$226	0.12%	0.02%	$509.01	0.00%	444
PARKER-HANNIFIN CORP	PH	INCR	$260	0.17%	0.02%	$317.85	0.00%	818
PERKINELMER INC	PKI	DECR	$277	-0.11%	0.02%	$128.12	0.00%	2,162
PHILLIPS 66	PSX	BUY	$241	0.00%	0.02%	$81.56	0.00%	2,955
PRUDENTIAL FINANCIAL	PRU	BUY	$231	0.00%	0.02%	$91.09	0.00%	2,536
QUALCOMM INCORPORATED	QCOM	DECR	$235	-0.12%	0.02%	$133.30	0.00%	1,763
SALESFORCE.COM	CRM	DECR	$332	-0.05%	0.02%	$211.73	0.00%	1,568
SERVICENOW INC	NOW	DECR	$279	-0.08%	0.02%	$506.35	0.00%	551
TAIWAN SEMICONDUCTOR MFG LTD	TSM	INCR	$337	0.08%	0.02%	$118.16	0.00%	2,852
TEMPUR SEALY INTL INC	TPX	INCR	$296	0.35%	0.02%	$36.50	0.00%	8,109
TEXAS INSTRUMENTS INC	TXN	BUY	$232	0.00%	0.02%	$190.48	0.00%	1,218
UNITED PARCEL SERVICE	UPS	INCR	$227	0.01%	0.02%	$170.93	0.00%	1,328
WALMART INC	WMT	DECR	$323	-0.06%	0.02%	$135.49	0.00%	2,384
WIX COM LTD		BUY	$312	0.00%	0.02%	$2.00	0.00%	156,000
ARES CAPITAL CORP	ARCC	INCR	$195	0.11%	0.01%	$18.71	0.00%	10,420
BLOOMIN BRANDS INC	BLMN	DECR	$207	-0.28%	0.01%	$27.31	-0.48%	7,581
CSG SYS INTL INC		DECR	$111	-0.31%	0.01%	$1.05	-0.31%	106,000
FEDEX CORP	FDX	BUY	$204	0.00%	0.01%	$285.31	0.00%	715
INTUIT	INTU	BUY	$202	0.00%	0.01%	$386.23	0.00%	523
MICROCHIP TECHNOLOGY INC.		BUY	$130	0.00%	0.01%	$1.18	0.00%	110,000
ROSECLIFF ACQUISITION CORP I		BUY	$99	0.00%	0.01%	$9.90	0.00%	10,000
TRUIST FINL CORP	TFC	BUY	$206	0.00%	0.01%	$58.61	0.00%	3,515
CHIMERA INVT CORP		INCR	$35	0.25%	0.00%	$1.94	0.00%	18,000
MICROCHIP TECHNOLOGY INC.		INCR	$38	0.15%	0.00%	$3.45	0.00%	11,000
NICE SYS INC		DECR	$65	-0.97%	0.00%	$2.60	-0.96%	25,000
ACIES ACQUISITION CORP	ACACU	SOLD	$0	0.00%	-100.00%	$0.00	0.00%	0
ADVANCED MICRO DEVICES INC		SOLD	$0	0.00%	-100.00%	$0.00	0.00%	0
ALLEGHENY TECHNOLOGIES INC		SOLD	$0	0.00%	-100.00%	$0.00	0.00%	0
CELANESE CORP DEL	CE	SOLD	$0	0.00%	-100.00%	$0.00	0.00%	0
CERBERUS TELECOM ACQUISITION	CTAC/U	SOLD	$0	0.00%	-100.00%	$0.00	0.00%	0
CHANGE HEALTHCARE INC	CHNGU	SOLD	$0	0.00%	-100.00%	$0.00	0.00%	0
CONX CORP	CONXU	SOLD	$0	0.00%	-100.00%	$0.00	0.00%	0
EMPOWER LTD	EMPW/U	SOLD	$0	0.00%	-100.00%	$0.00	0.00%	0
ENCORE CAP GROUP INC		SOLD	$0	0.00%	-100.00%	$0.00	0.00%	0
ETSY INC	ETSY	SOLD	$0	0.00%	-100.00%	$0.00	0.00%	0
FAR PEAK ACQUISITION CORP	FPAC/U	SOLD	$0	0.00%	-100.00%	$0.00	0.00%	0
FIREEYE INC		SOLD	$0	0.00%	-100.00%	$0.00	0.00%	0
FIRST MAJESTIC SILVER CORP		SOLD	$0	0.00%	-100.00%	$0.00	0.00%	0
MACQUARIE INFRASTRUCTURE COR	MIC	SOLD	$0	0.00%	-100.00%	$0.00	0.00%	0
NOVAVAX INC		SOLD	$0	0.00%	-100.00%	$0.00	0.00%	0
NUVASIVE INC		SOLD	$0	0.00%	-100.00%	$0.00	0.00%	0
REALPAGE INC		SOLD	$0	0.00%	-100.00%	$0.00	0.00%	0
RINGCENTRAL INC		SOLD	$0	0.00%	-100.00%	$0.00	0.00%	0
SAREPTA THERAPEUTICS INC	SRPT	SOLD	$0	0.00%	-100.00%	$0.00	0.00%	0
SAREPTA THERAPEUTICS INC		SOLD	$0	0.00%	-100.00%	$0.00	0.00%	0
SILICON LABORATORIES INC		SOLD	$0	0.00%	-100.00%	$0.00	0.00%	0
SILVER SPIKE ACQUISITION COR	SSPK	SOLD	$0	0.00%	-100.00%	$0.00	0.00%	0
SSR MNG INC		SOLD	$0	0.00%	-100.00%	$0.00	0.00%	0
TESLA INC		SOLD	$0	0.00%	-100.00%	$0.00	0.00%	0
TWO HBRS INVT CORP		SOLD	$0	0.00%	-100.00%	$0.00	0.00%	0
WEIBO CORP		SOLD	$0	0.00%	-100.00%	$0.00	0.00%	0
WILLIS TOWERS WATSON PLC LTD	WLTW	SOLD	$0	0.00%	-100.00%	$0.00	0.00%	0