Location: New York, NY
CIK: 0000061227 · Show all filings
Period: Q1 2018 (← Previous) (Next →)
Filing Date: May 3, 2018
Total Value: $16.04B (87.1% shares, 12.9% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| HFXI | INDEXIQ ETF TR | 22,838,379 | $481M | 3.0% | $21.05 | — | HDGD FTSE INTL | 45409B560 |
| SPY | SPDR S&P 500 ETF TR | 1,742,009 | $458M | 2.9% | $263.15 | — | TR UNIT | 78462F103 |
| VOO | VANGUARD INDEX FDS | 1,724,347 | $417M | 2.6% | $242.08 | — | S&P 500 ETF SHS | 922908363 |
| AAPL | APPLE INC | 1,984,177 | $333M | 2.1% | $40.42 | 0.0% | COM | 037833100 |
| MSFT | MICROSOFT CORP | 3,385,204 | $309M | 1.9% | $84.31 | 0.0% | COM | 594918104 |
| — | INDEXIQ ETF TR | 10,400,603 | $284M | 1.8% | $27.28 | — | IQ CHAIKIN US | 45409B396 |
| — | INDEXIQ ETF TR | 11,289,792 | $283M | 1.8% | $25.07 | — | IQ CHAIKIN US | 45409B388 |
| AMZN | AMAZON COM INC | 171,979 | $249M | 1.6% | $71.51 | 0.0% | COM | 023135106 |
| META | FACEBOOK INC | 1,042,555 | $167M | 1.0% | $178.31 | 0.0% | CL A | 30303M102 |
| — | INDEXIQ ETF TR | 7,768,589 | $153M | 1.0% | $19.64 | — | HDGD FTSE EURO | 45409B552 |
| — | STONE ENERGY CORP | 4,042,851 | $150M | 0.9% | $22.30 | — | COM PAR | 861642403 |
| JPM | JPMORGAN CHASE & CO | 1,271,456 | $140M | 0.9% | $91.43 | 0.0% | COM | 46625H100 |
| GOOGL | ALPHABET INC | 127,432 | $132M | 0.8% | $55.03 | 0.0% | CAP STK CL A | 02079K305 |
| — | INDEXIQ ETF TR | 6,845,612 | $132M | 0.8% | $19.29 | — | IQ ENCH COR PL | 45409B479 |
| — | INDEXIQ ETF TR | 4,653,828 | $128M | 0.8% | $27.55 | — | IQ GLB RES ETF | 45409B883 |
| BAC | BANK AMER CORP | 3,995,712 | $120M | 0.7% | $23.88 | +9.2% | COM | 060505104 |
| GOOG | ALPHABET INC | 114,272 | $118M | 0.7% | $54.79 | 0.0% | CAP STK CL C | 02079K107 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 555,315 | $111M | 0.7% | $205.34 | 0.0% | CL B NEW | 084670702 |
| JNJ | JOHNSON & JOHNSON | 860,716 | $110M | 0.7% | $108.36 | 0.0% | COM | 478160104 |
| XOM | EXXON MOBIL CORP | 1,374,879 | $103M | 0.6% | $55.74 | 0.0% | COM | 30231G102 |
| BA | BOEING CO | 306,338 | $100M | 0.6% | $322.88 | 0.0% | COM | 097023105 |
| — | INDEXIQ ETF TR | 4,052,107 | $99.48M | 0.6% | $24.55 | — | IQ S&P HGH YLD | 45409B412 |
| — | DISH NETWORK CORP | 100,190,000 | $96.74M | 0.6% | $1.12 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| UNH | UNITEDHEALTH GROUP INC | 431,688 | $92.38M | 0.6% | $201.13 | 0.0% | COM | 91324P102 |
| V | VISA INC | 763,509 | $91.33M | 0.6% | $114.76 | 0.0% | COM CL A | 92826C839 |
| CVX | CHEVRON CORP NEW | 784,319 | $89.44M | 0.6% | $85.03 | 0.0% | COM | 166764100 |
| PEP | PEPSICO INC | 802,856 | $87.63M | 0.5% | $89.25 | 0.0% | COM | 713448108 |
| — | DANAHER CORP DEL | 22,790,000 | $85.41M | 0.5% | $1.94 | — | DBCV 1/2 | 235851AF9 |
| WFC | WELLS FARGO CO NEW | 1,574,970 | $82.54M | 0.5% | $47.72 | 0.0% | COM | 949746101 |
| INTC | INTEL CORP | 1,556,280 | $81.05M | 0.5% | $40.06 | 0.0% | COM | 458140100 |
| HD | HOME DEPOT INC | 453,986 | $80.92M | 0.5% | $154.72 | 0.0% | COM | 437076102 |
| T | AT&T INC | 2,128,077 | $75.87M | 0.5% | $15.81 | 0.0% | COM | 00206R102 |
| — | MICROCHIP TECHNOLOGY INC | 40,644,000 | $72.15M | 0.4% | $1.14 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | RED HAT INC | 35,531,000 | $71.99M | 0.4% | $1.38 | — | NOTE 0.250%10/0 | 756577AD4 |
| ABBV | ABBVIE INC | 732,607 | $69.34M | 0.4% | $78.53 | 0.0% | COM | 00287Y109 |
| PG | PROCTER AND GAMBLE CO | 868,700 | $68.87M | 0.4% | $67.87 | 0.0% | COM | 742718109 |
| IBM | INTERNATIONAL BUSINESS MACHS | 442,224 | $67.85M | 0.4% | $107.30 | 0.0% | COM | 459200101 |
| MA | MASTERCARD INCORPORATED | 383,366 | $67.15M | 0.4% | $163.70 | 0.0% | CL A | 57636Q104 |
| PFE | PFIZER INC | 1,864,171 | $66.16M | 0.4% | $24.24 | 0.0% | COM | 717081103 |
| — | LAM RESEARCH CORP | 18,963,000 | $64.04M | 0.4% | $1.90 | — | NOTE 1.250% 5/1 | 512807AL2 |
| NVDA | NVIDIA CORP | 276,322 | $63.99M | 0.4% | $5.81 | 0.0% | COM | 67066G104 |
| KO | COCA COLA CO | 1,449,164 | $62.94M | 0.4% | $35.07 | 0.0% | COM | 191216100 |
| — | AIR LEASE CORP | 41,676,000 | $62.12M | 0.4% | $1.32 | — | NOTE 3.875%12/0 | 00912XAK0 |
| — | NICE SYS INC | 48,746,000 | $60.56M | 0.4% | $1.24 | — | NOTE 1.250% 1/1 | 65366HAB9 |
| — | INTEL CORP | 23,755,000 | $59.13M | 0.4% | $2.01 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | WEATHERFORD INTL LTD | 63,389,000 | $56.96M | 0.4% | $1.12 | — | NOTE 5.875% 7/0 | 947075AH0 |
| C | CITIGROUP INC | 839,656 | $56.68M | 0.4% | $57.64 | 0.0% | COM NEW | 172967424 |
| WMT | WALMART INC | 636,752 | $56.65M | 0.4% | $28.34 | 0.0% | COM | 931142103 |
| GILD | GILEAD SCIENCES INC | 728,956 | $54.96M | 0.3% | $58.92 | 0.0% | COM | 375558103 |
| — | ANTHEM INC | 18,082,000 | $54.55M | 0.3% | $2.17 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | PRICELINE GRP INC | 42,309,000 | $52.91M | 0.3% | $1.25 | — | NOTE 0.900% 9/1 | 741503AX4 |
| CSCO | CISCO SYS INC | 1,202,041 | $51.56M | 0.3% | $33.46 | 0.0% | COM | 17275R102 |
| — | MICRON TECHNOLOGY INC | 28,548,000 | $51.23M | 0.3% | $1.09 | — | NOTE 3.000%11/1 | 595112AY9 |
| ORCL | ORACLE CORP | 1,115,317 | $51.03M | 0.3% | $44.25 | 0.0% | COM | 68389X105 |
| — | MACQUARIE INFRASTRUCTURE COR | 50,546,000 | $50.21M | 0.3% | $1.15 | — | NOTE 2.875% 7/1 | 55608BAA3 |
| XPO | XPO LOGISTICS INC | 490,838 | $49.97M | 0.3% | $26.79 | +24.5% | COM | 983793100 |
| — | BANK AMER CORP | 38,570 | $49.66M | 0.3% | $1222.91 | — | 7.25%CNV PFD L | 060505682 |
| MU | MICRON TECHNOLOGY INC | 951,453 | $49.61M | 0.3% | $46.70 | 0.0% | COM | 595112103 |
| — | COMSTOCK RES INC | 52,022,706 | $48.86M | 0.3% | $0.75 | — | NOTE 9.500% 6/1 | 205768AN4 |
| CMI | CUMMINS INC | 300,784 | $48.75M | 0.3% | $139.76 | 0.0% | COM | 231021106 |
| NFLX | NETFLIX INC | 164,421 | $48.56M | 0.3% | $27.22 | 0.0% | COM | 64110L106 |
| — | LUMENTUM HLDGS INC | 38,131,000 | $48.41M | 0.3% | $1.27 | — | NOTE 0.250% 3/1 | 55024UAB5 |
| LMT | LOCKHEED MARTIN CORP | 142,808 | $48.26M | 0.3% | $275.43 | 0.0% | COM | 539830109 |
| CMCSA | COMCAST CORP NEW | 1,403,190 | $47.95M | 0.3% | $31.79 | 0.0% | CL A | 20030N101 |
| VZ | VERIZON COMMUNICATIONS INC | 1,000,937 | $47.87M | 0.3% | $33.03 | 0.0% | COM | 92343V104 |
| WDC | WESTERN DIGITAL CORP | 512,366 | $47.28M | 0.3% | $61.52 | 0.0% | COM | 958102105 |
| CNC | CENTENE CORP DEL | 436,957 | $46.7M | 0.3% | $52.13 | 0.0% | COM | 15135B101 |
| LOW | LOWES COS INC | 504,828 | $44.3M | 0.3% | $81.91 | 0.0% | COM | 548661107 |
| LLY | LILLY ELI & CO | 569,149 | $44.03M | 0.3% | $71.71 | 0.0% | COM | 532457108 |
| MPC | MARATHON PETE CORP | 599,389 | $43.82M | 0.3% | $53.75 | 0.0% | COM | 56585A102 |
| — | WELLS FARGO CO NEW | 33,936 | $43.81M | 0.3% | $1289.11 | — | PERP PFD CNV A | 949746804 |
| ABT | ABBOTT LABS | 723,786 | $43.37M | 0.3% | $52.58 | 0.0% | COM | 002824100 |
| HUM | HUMANA INC | 161,156 | $43.32M | 0.3% | $253.12 | 0.0% | COM | 444859102 |
| — | HESS CORP | 722,902 | $43.31M | 0.3% | $59.91 | — | DEP PDF SR A | 42809H404 |
| PM | PHILIP MORRIS INTL INC | 434,227 | $43.16M | 0.3% | $68.70 | 0.0% | COM | 718172109 |
| — | ON SEMICONDUCTOR CORP | 30,050,000 | $43.01M | 0.3% | $0.99 | — | NOTE 1.000%12/0 | 682189AK1 |
| COST | COSTCO WHSL CORP NEW | 226,502 | $42.68M | 0.3% | $169.26 | 0.0% | COM | 22160K105 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 37,199,000 | $42.52M | 0.3% | $1.02 | — | NOTE 2.250% 6/0 | 049164BH8 |
| — | VERINT SYS INC | 42,740,000 | $41.8M | 0.3% | $1.07 | — | NOTE 1.500% 6/0 | 92343XAA8 |
| MMM | 3M CO | 188,991 | $41.49M | 0.3% | $150.16 | 0.0% | COM | 88579Y101 |
| WYNN | WYNN RESORTS LTD | 221,310 | $40.36M | 0.3% | $158.47 | 0.0% | COM | 983134107 |
| PGR | PROGRESSIVE CORP OHIO | 657,777 | $40.08M | 0.2% | $44.72 | 0.0% | COM | 743315103 |
| — | BIOMARIN PHARMACEUTICAL INC | 39,006,000 | $39.95M | 0.2% | $1.14 | — | NOTE 0.750%10/1 | 09061GAE1 |
| EL | LAUDER ESTEE COS INC | 262,011 | $39.23M | 0.2% | $125.48 | 0.0% | CL A | 518439104 |
| BBY | BEST BUY INC | 556,064 | $38.92M | 0.2% | $53.63 | 0.0% | COM | 086516101 |
| AMGN | AMGEN INC | 225,707 | $38.48M | 0.2% | $144.43 | 0.0% | COM | 031162100 |
| COP | CONOCOPHILLIPS | 645,426 | $38.27M | 0.2% | $43.76 | 0.0% | COM | 20825C104 |
| DXC | DXC TECHNOLOGY CO | 380,142 | $38.22M | 0.2% | $83.42 | 0.0% | COM | 23355L106 |
| — | HOLLYFRONTIER CORP | 779,350 | $38.08M | 0.2% | $48.86 | — | COM | 436106108 |
| FCX | FREEPORT-MCMORAN INC | 2,166,677 | $38.07M | 0.2% | $17.03 | 0.0% | CL B | 35671D857 |
| TSM | TAIWAN SEMICONDUCTOR MFG LTD | 864,534 | $37.83M | 0.2% | $43.76 | — | SPONSORED ADR | 874039100 |
| — | WELLCARE HEALTH PLANS INC | 192,150 | $37.21M | 0.2% | $193.63 | — | COM | 94946T106 |
| AMAT | APPLIED MATLS INC | 662,183 | $36.82M | 0.2% | $50.88 | 0.0% | COM | 038222105 |
| — | OASIS PETE INC NEW | 35,064,000 | $36.28M | 0.2% | $1.16 | — | NOTE 2.625% 9/1 | 674215AJ7 |
| VLO | VALERO ENERGY CORP NEW | 387,200 | $35.92M | 0.2% | $68.16 | 0.0% | COM | 91913Y100 |
| HON | HONEYWELL INTL INC | 246,065 | $35.56M | 0.2% | $117.49 | 0.0% | COM | 438516106 |
| DIS | DISNEY WALT CO | 353,683 | $35.52M | 0.2% | $100.96 | 0.0% | COM DISNEY | 254687106 |
| — | PROOFPOINT INC | 24,174,000 | $35.38M | 0.2% | $1.21 | — | DBCV 0.750% 6/1 | 743424AD5 |
| ADBE | ADOBE SYS INC | 163,339 | $35.29M | 0.2% | $203.33 | 0.0% | COM | 00724F101 |
| — | BLACKHAWK NETWORK HLDGS INC | 31,806,000 | $35.19M | 0.2% | $1.12 | — | NOTE 1.500% 1/1 | 09238EAB0 |
| AMP | AMERIPRISE FINL INC | 236,213 | $34.95M | 0.2% | $139.94 | 0.0% | COM | 03076C106 |
| DRI | DARDEN RESTAURANTS INC | 409,364 | $34.9M | 0.2% | $76.11 | 0.0% | COM | 237194105 |
| URI | UNITED RENTALS INC | 201,579 | $34.82M | 0.2% | $171.97 | 0.0% | COM | 911363109 |
| — | INDEXIQ ETF TR | 1,422,810 | $34.46M | 0.2% | $24.22 | — | IQ LEADERS GTA | 45409B511 |
| — | CITRIX SYS INC | 26,064,000 | $34.36M | 0.2% | $1.11 | — | NOTE 0.500% 4/1 | 177376AD2 |
| GWW | GRAINGER W W INC | 120,198 | $33.93M | 0.2% | $235.02 | 0.0% | COM | 384802104 |
| HST | HOST HOTELS & RESORTS INC | 1,820,123 | $33.93M | 0.2% | $14.47 | 0.0% | COM | 44107P104 |
| RHI | ROBERT HALF INTL INC | 584,724 | $33.85M | 0.2% | $57.15 | 0.0% | COM | 770323103 |
| — | CIGNA CORPORATION | 201,267 | $33.76M | 0.2% | $167.74 | — | COM | 125509109 |
| — | INPHI CORP | 31,957,000 | $33.52M | 0.2% | $1.23 | — | NOTE 1.125%12/0 | 45772FAB3 |
| — | ILLUMINA INC | 26,976,000 | $33M | 0.2% | $1.17 | — | NOTE 0.500% 6/1 | 452327AH2 |
| AKAM | AKAMAI TECHNOLOGIES INC | 457,525 | $32.48M | 0.2% | $68.09 | 0.0% | COM | 00971T101 |
| PYPL | PAYPAL HLDGS INC | 427,842 | $32.46M | 0.2% | $79.13 | 0.0% | COM | 70450Y103 |
| — | HELIX ENERGY SOLUTIONS GRP I | 34,116,000 | $32.36M | 0.2% | $1.04 | — | NOTE 4.250% 5/0 | 42330PAH0 |
| GAP | GAP INC DEL | 1,036,132 | $32.33M | 0.2% | $24.80 | 0.0% | COM | 364760108 |
| — | DOWDUPONT INC | 504,453 | $32.14M | 0.2% | $63.71 | — | COM | 26078J100 |
| — | VIAVI SOLUTIONS INC | 31,411,000 | $32.01M | 0.2% | $1.02 | — | NOTE 1.000% 3/0 | 925550AB1 |
| — | SERVICENOW INC | 14,245,000 | $31.85M | 0.2% | $1.15 | — | NOTE 11/0 | 81762PAB8 |
| CF | CF INDS HLDGS INC | 815,616 | $30.77M | 0.2% | $33.41 | 0.0% | COM | 125269100 |
| — | CARRIAGE SVCS INC | 23,294,000 | $30.65M | 0.2% | $1.26 | — | NOTE 2.750% 3/1 | 143905AM9 |
| ELV | ANTHEM INC | 138,050 | $30.33M | 0.2% | $211.75 | 0.0% | COM | 036752103 |
| — | LIBERTY MEDIA CORP DELAWARE | 26,352,000 | $30.32M | 0.2% | $1.06 | — | NOTE 1.375%10/1 | 531229AB8 |
| MRK | MERCK & CO INC | 556,448 | $30.31M | 0.2% | $42.25 | 0.0% | COM | 58933Y105 |
| NTAP | NETAPP INC | 489,918 | $30.22M | 0.2% | $49.49 | 0.0% | COM | 64110D104 |
| — | FOOT LOCKER INC | 658,438 | $29.98M | 0.2% | $45.54 | — | COM | 344849104 |
| CAT | CATERPILLAR INC DEL | 202,938 | $29.91M | 0.2% | $133.07 | 0.0% | COM | 149123101 |
| STT | STATE STR CORP | 298,420 | $29.76M | 0.2% | $81.93 | 0.0% | COM | 857477103 |
| MMIT | INDEXIQ ACTIVE ETF TR | 1,198,300 | $29.51M | 0.2% | $24.63 | — | IQ MACKAY SHLD | 45409F827 |
| EXPE | EXPEDIA GROUP INC | 265,711 | $29.34M | 0.2% | $112.62 | 0.0% | COM NEW | 30212P303 |
| PII | POLARIS INDS INC | 255,240 | $29.23M | 0.2% | $120.31 | 0.0% | COM | 731068102 |
| EBAY | EBAY INC | 725,780 | $29.2M | 0.2% | $36.84 | 0.0% | COM | 278642103 |
| FSLR | FIRST SOLAR INC | 410,810 | $29.16M | 0.2% | $68.06 | 0.0% | COM | 336433107 |
| — | INDEXIQ ETF TR | 1,327,287 | $29.1M | 0.2% | $21.92 | — | HDGD FTSE JAPN | 45409B537 |
| JLL | JONES LANG LASALLE INC | 166,383 | $29.06M | 0.2% | $158.88 | 0.0% | COM | 48020Q107 |
| — | EXPRESS SCRIPTS HLDG CO | 417,339 | $28.83M | 0.2% | $69.08 | — | COM | 30219G108 |
| — | SILICON LABORATORIES INC | 24,830,000 | $28.8M | 0.2% | $1.16 | — | NOTE 1.375% 3/0 | 826919AB8 |
| KSS | KOHLS CORP | 436,371 | $28.59M | 0.2% | $63.46 | 0.0% | COM | 500255104 |
| DAL | DELTA AIR LINES INC DEL | 520,742 | $28.54M | 0.2% | $42.89 | +18.3% | COM NEW | 247361702 |
| — | BECTON DICKINSON & CO | 486,733 | $28.38M | 0.2% | $55.89 | — | PFD SHS CONV A | 075887208 |
| TROW | PRICE T ROWE GROUP INC | 262,277 | $28.32M | 0.2% | $82.41 | 0.0% | COM | 74144T108 |
| MCD | MCDONALDS CORP | 180,526 | $28.23M | 0.2% | $136.66 | 0.0% | COM | 580135101 |
| TSN | TYSON FOODS INC | 385,221 | $28.19M | 0.2% | $61.52 | 0.0% | CL A | 902494103 |
| — | INDEXIQ ETF TR | 1,491,985 | $28.12M | 0.2% | $18.85 | — | IQ ENCH BD US | 45409B487 |
| — | WABASH NATL CORP | 15,367,000 | $27.26M | 0.2% | $1.23 | — | NOTE 3.375% 5/0 | 929566AH0 |
| — | ZILLOW GROUP INC | 22,199,000 | $26.94M | 0.2% | $1.10 | — | NOTE 2.000%12/0 | 98954MAB7 |
| — | DELL TECHNOLOGIES INC | 366,638 | $26.84M | 0.2% | $73.21 | — | COM CL V | 24703L103 |
| COR | AMERISOURCEBERGEN CORP | 311,342 | $26.84M | 0.2% | $73.93 | 0.0% | COM | 03073E105 |
| — | MICROCHIP TECHNOLOGY INC | 22,600,000 | $26.83M | 0.2% | $1.19 | — | NOTE 1.625% 2/1 | 595017AF1 |
| AFL | AFLAC INC | 611,668 | $26.77M | 0.2% | $36.79 | 0.0% | COM | 001055102 |
| FFIV | F5 NETWORKS INC | 184,815 | $26.73M | 0.2% | $143.36 | 0.0% | COM | 315616102 |
| — | UNITED STATES STL CORP NEW | 750,914 | $26.43M | 0.2% | $35.19 | — | COM | 912909108 |
| — | AMERICAN RLTY CAP PPTYS INC | 26,085,000 | $26.36M | 0.2% | $1.00 | — | NOTE 3.750%12/1 | 02917TAB0 |
| — | LIBERTY INTERACTIVE CORP | 1,038,387 | $26.14M | 0.2% | $25.17 | — | QVC GP COM SER A | 53071M104 |
| SCZ | ISHARES TR | 398,963 | $26.01M | 0.2% | $65.19 | — | EAFE SML CP ETF | 464288273 |
| — | MERCADOLIBRE INC | 9,120,000 | $25.83M | 0.2% | $1.38 | — | NOTE 2.250% 7/0 | 58733RAB8 |
| HPQ | HP INC | 1,165,516 | $25.55M | 0.2% | $17.36 | 0.0% | COM | 40434L105 |
| MO | ALTRIA GROUP INC | 409,603 | $25.53M | 0.2% | $36.57 | 0.0% | COM | 02209S103 |
| SYF | SYNCHRONY FINL | 757,541 | $25.4M | 0.2% | $30.49 | 0.0% | COM | 87165B103 |
| XEL | XCEL ENERGY INC | 551,312 | $25.07M | 0.2% | $34.95 | 0.0% | COM | 98389B100 |
| AMT | AMERICAN TOWER CORP NEW | 172,115 | $25.02M | 0.2% | $114.77 | 0.0% | COM | 03027X100 |
| ALL | ALLSTATE CORP | 261,693 | $24.81M | 0.2% | $80.71 | 0.0% | COM | 020002101 |
| — | UNITED TECHNOLOGIES CORP | 194,199 | $24.43M | 0.2% | $115.75 | — | COM | 913017109 |
| — | STANLEY BLACK & DECKER INC | 210,859 | $24.27M | 0.2% | $111.65 | — | UNIT 05/15/2020 | 854502887 |
| — | CELGENE CORP | 270,562 | $24.14M | 0.2% | $89.21 | — | COM | 151020104 |
| — | ISIS PHARMACEUTICALS INC DEL | 24,364,000 | $24.12M | 0.2% | $1.06 | — | NOTE 1.000%11/1 | 464337AJ3 |
| NUS | NU SKIN ENTERPRISES INC | 324,283 | $23.9M | 0.1% | $54.48 | 0.0% | CL A | 67018T105 |
| GLD | SPDR GOLD TRUST | 189,000 | $23.77M | 0.1% | $112.08 | — | GOLD SHS | 78463V107 |
| — | NUVEEN AMT FREE QLTY MUN INC | 1,795,140 | $23.34M | 0.1% | $14.60 | — | COM | 670657105 |
| BAX | BAXTER INTL INC | 357,595 | $23.26M | 0.1% | $58.91 | 0.0% | COM | 071813109 |
| BKNG | BOOKING HLDGS INC | 11,147 | $23.19M | 0.1% | $1933.58 | 0.0% | COM | 09857L108 |
| RL | RALPH LAUREN CORP | 205,952 | $23.02M | 0.1% | $92.65 | 0.0% | CL A | 751212101 |
| AAXJ | ISHARES TR | 295,392 | $22.9M | 0.1% | $77.53 | — | MSCI AC ASIA ETF | 464288182 |
| — | GENERAL ELECTRIC CO | 1,697,103 | $22.88M | 0.1% | $13.48 | — | COM | 369604103 |
| HUN | HUNTSMAN CORP | 776,720 | $22.72M | 0.1% | $32.73 | 0.0% | COM | 447011107 |
| CCL | CARNIVAL CORP | 344,759 | $22.61M | 0.1% | $62.77 | 0.0% | UNIT 99/99/9999 | 143658300 |
| — | COMSTOCK RES INC | 24,190,554 | $22.6M | 0.1% | $0.74 | — | NOTE 7.750% 4/0 | 205768AM6 |
| HII | HUNTINGTON INGALLS INDS INC | 87,343 | $22.51M | 0.1% | $210.53 | 0.0% | COM | 446413106 |
| WLK | WESTLAKE CHEM CORP | 201,093 | $22.35M | 0.1% | $98.39 | 0.0% | COM | 960413102 |
| IWF | ISHARES TR | 163,588 | $22.26M | 0.1% | $136.09 | — | RUS 1000 GRW ETF | 464287614 |
| LYV | LIVE NATION ENTERTAINMENT IN | 527,032 | $22.21M | 0.1% | $44.35 | 0.0% | COM | 538034109 |
| BABA | ALIBABA GROUP HLDG LTD | 120,710 | $22.16M | 0.1% | $183.54 | — | SPONSORED ADS | 01609W102 |
| ADM | ARCHER DANIELS MIDLAND CO | 510,217 | $22.13M | 0.1% | $33.35 | 0.0% | COM | 039483102 |
| CRI | CARTER INC | 211,740 | $22.04M | 0.1% | $92.13 | 0.0% | COM | 146229109 |
| — | TWITTER INC | 22,817,000 | $22M | 0.1% | $0.87 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| UNP | UNION PAC CORP | 162,164 | $21.8M | 0.1% | $113.06 | 0.0% | COM | 907818108 |
| — | LIBERTY MEDIA CORP DELAWARE | 20,630,000 | $21.73M | 0.1% | $1.05 | — | NOTE 1.000% 1/3 | 531229AF9 |
| PRU | PRUDENTIAL FINL INC | 209,317 | $21.68M | 0.1% | $77.10 | 0.0% | COM | 744320102 |
| TGT | TARGET CORP | 311,579 | $21.63M | 0.1% | $58.46 | 0.0% | COM | 87612E106 |
| TRV | TRAVELERS COMPANIES INC | 154,900 | $21.51M | 0.1% | $117.60 | 0.0% | COM | 89417E109 |
| JBL | JABIL INC | 743,100 | $21.35M | 0.1% | $25.92 | 0.0% | COM | 466313103 |
| — | NOVELLUS SYS INC | 3,511,000 | $21.27M | 0.1% | $3.56 | — | NOTE 2.625% 5/1 | 670008AD3 |
| ED | CONSOLIDATED EDISON INC | 271,223 | $21.14M | 0.1% | $58.47 | 0.0% | COM | 209115104 |
| NEE | NEXTERA ENERGY INC | 128,614 | $21.01M | 0.1% | $31.70 | 0.0% | COM | 65339F101 |
| TFX | TELEFLEX INC | 82,214 | $20.96M | 0.1% | $207.38 | +21.1% | COM | 879369106 |
| LPLA | LPL FINL HLDGS INC | 342,996 | $20.95M | 0.1% | $61.98 | 0.0% | COM | 50212V100 |
| GM | GENERAL MTRS CO | 575,375 | $20.91M | 0.1% | $35.73 | 0.0% | COM | 37045V100 |
| TDC | TERADATA CORP DEL | 524,359 | $20.8M | 0.1% | $39.39 | 0.0% | COM | 88076W103 |
| PSX | PHILLIPS 66 | 216,849 | $20.8M | 0.1% | $71.47 | 0.0% | COM | 718546104 |
| TXN | TEXAS INSTRS INC | 195,924 | $20.36M | 0.1% | $86.84 | 0.0% | COM | 882508104 |
| WU | WESTERN UN CO | 1,054,598 | $20.28M | 0.1% | $19.23 | — | COM | 959802109 |
| CRM | SALESFORCE COM INC | 174,370 | $20.28M | 0.1% | $113.46 | 0.0% | COM | 79466L302 |
| — | WYNDHAM WORLDWIDE CORP | 176,060 | $20.15M | 0.1% | $114.43 | — | COM | 98310W108 |
| MDY | SPDR S&P MIDCAP 400 ETF TR | 58,946 | $20.14M | 0.1% | $341.74 | — | UTSER1 S&PDCRP | 78467Y107 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 276,939 | $20.08M | 0.1% | $66.03 | 0.0% | COM | 45866F104 |
| IQV | IQVIA HLDGS INC | 204,595 | $20.07M | 0.1% | $101.08 | 0.0% | COM | 46266C105 |
| FTNT | FORTINET INC | 369,099 | $19.78M | 0.1% | $9.74 | 0.0% | COM | 34959E109 |
| BMY | BRISTOL MYERS SQUIBB CO | 311,867 | $19.73M | 0.1% | $48.10 | 0.0% | COM | 110122108 |
| GD | GENERAL DYNAMICS CORP | 88,040 | $19.45M | 0.1% | $181.99 | 0.0% | COM | 369550108 |
| PSA | PUBLIC STORAGE | 96,387 | $19.32M | 0.1% | $140.87 | 0.0% | COM | 74460D109 |
| SABR | SABRE CORP | 895,790 | $19.21M | 0.1% | $21.42 | 0.0% | COM | 78573M104 |
| PBF | PBF ENERGY INC | 562,901 | $19.08M | 0.1% | $32.28 | 0.0% | CL A | 69318G106 |
| — | PALO ALTO NETWORKS INC | 11,419,000 | $18.9M | 0.1% | $1.64 | — | NOTE 7/0 | 697435AB1 |
| TRN | TRINITY INDS INC | 578,584 | $18.88M | 0.1% | $18.58 | 0.0% | COM | 896522109 |
| BDX | BECTON DICKINSON & CO | 86,819 | $18.81M | 0.1% | $194.57 | 0.0% | COM | 075887109 |
| QCOM | QUALCOMM INC | 339,068 | $18.79M | 0.1% | $51.91 | 0.0% | COM | 747525103 |
| MAR | MARRIOTT INTL INC NEW | 136,925 | $18.62M | 0.1% | $131.25 | 0.0% | CL A | 571903202 |
| ON | ON SEMICONDUCTOR CORP | 756,670 | $18.51M | 0.1% | $24.12 | 0.0% | COM | 682189105 |
| BFH | ALLIANCE DATA SYSTEMS CORP | 86,884 | $18.49M | 0.1% | $170.90 | 0.0% | COM | 018581108 |
| — | HD SUPPLY HLDGS INC | 486,508 | $18.46M | 0.1% | $37.94 | — | COM | 40416M105 |
| FDX | FEDEX CORP | 76,825 | $18.45M | 0.1% | $220.51 | 0.0% | COM | 31428X106 |
| URBN | URBAN OUTFITTERS INC | 497,036 | $18.37M | 0.1% | $35.06 | 0.0% | COM | 917047102 |
| — | LAM RESEARCH CORP | 90,066 | $18.3M | 0.1% | $203.16 | — | COM | 512807108 |
| BIIB | BIOGEN INC | 66,702 | $18.26M | 0.1% | $310.41 | 0.0% | COM | 09062X103 |
| — | CA INC | 538,668 | $18.26M | 0.1% | $33.90 | — | COM | 12673P105 |
| IWD | ISHARES TR | 151,189 | $18.14M | 0.1% | $119.96 | — | RUS 1000 VAL ETF | 464287598 |
| WM | WASTE MGMT INC DEL | 213,760 | $17.98M | 0.1% | $74.90 | 0.0% | COM | 94106L109 |
| — | NUVEEN MUNICIPAL CREDIT INC | 1,265,291 | $17.89M | 0.1% | $15.65 | — | COM SH BEN INT | 67070X101 |
| — | LEGG MASON INC | 436,835 | $17.76M | 0.1% | $40.65 | — | COM | 524901105 |
| — | MOLINA HEALTHCARE INC | 8,808,000 | $17.75M | 0.1% | $1.91 | — | NOTE 1.125% 1/1 | 60855RAC4 |
| CTSH | COGNIZANT TECHNOLOGY SOLUTIO | 220,500 | $17.75M | 0.1% | $70.61 | 0.0% | CL A | 192446102 |
| — | NUVASIVE INC | 16,083,000 | $17.72M | 0.1% | $1.17 | — | NOTE 2.250% 3/1 | 670704AG0 |
| — | CROWN CASTLE INTL CORP NEW | 15,886 | $17.7M | 0.1% | $1062.02 | — | 6.875% CON PFD A | 22822V309 |
| FE | FIRSTENERGY CORP | 516,126 | $17.55M | 0.1% | $23.30 | 0.0% | COM | 337932107 |
| HAL | HALLIBURTON CO | 371,237 | $17.43M | 0.1% | $48.69 | -13.5% | COM | 406216101 |
| — | ECHO GLOBAL LOGISTICS INC | 17,040,000 | $17.38M | 0.1% | $1.01 | — | NOTE 2.500% 5/0 | 27875TAA9 |
| CDW | CDW CORP | 246,562 | $17.34M | 0.1% | $66.43 | 0.0% | COM | 12514G108 |
| — | FINISAR CORP | 19,145,000 | $17.25M | 0.1% | $0.93 | — | NOTE 0.500%12/1 | 31787AAP6 |
| SBUX | STARBUCKS CORP | 293,184 | $16.97M | 0.1% | $48.70 | 0.0% | COM | 855244109 |
| — | HOSPITALITY PPTYS TR | 667,922 | $16.93M | 0.1% | $25.34 | — | COM SH BEN INT | 44106M102 |
| SLB | SCHLUMBERGER LTD | 260,600 | $16.88M | 0.1% | $55.74 | 0.0% | COM | 806857108 |
| HCA | HCA HEALTHCARE INC | 172,852 | $16.77M | 0.1% | $90.31 | 0.0% | COM | 40412C101 |
| — | MEDICINES CO | 17,248,000 | $16.63M | 0.1% | $0.99 | — | NOTE 2.750% 7/1 | 584688AG0 |
| GS | GOLDMAN SACHS GROUP INC | 65,590 | $16.52M | 0.1% | $218.41 | 0.0% | COM | 38141G104 |
| ISRG | INTUITIVE SURGICAL INC | 40,001 | $16.51M | 0.1% | $139.55 | 0.0% | COM NEW | 46120E602 |
| KLAC | KLA-TENCOR CORP | 151,188 | $16.48M | 0.1% | $98.66 | 0.0% | COM | 482480100 |
| — | NUVEEN AMT FREE MUN CR INC F | 1,130,278 | $16.4M | 0.1% | $16.18 | — | COM | 67071L106 |
| CHTR | CHARTER COMMUNICATIONS INC N | 52,589 | $16.37M | 0.1% | $351.59 | 0.0% | CL A | 16119P108 |
| SYY | SYSCO CORP | 270,868 | $16.24M | 0.1% | $49.25 | 0.0% | COM | 871829107 |
| MET | METLIFE INC | 353,748 | $16.23M | 0.1% | $37.04 | 0.0% | COM | 59156R108 |
| — | AEROJET ROCKETDYNE HLDGS INC | 12,747,000 | $16.22M | 0.1% | $1.28 | — | NOTE 2.250%12/1 | 007800AB1 |
| VRSN | VERISIGN INC | 136,606 | $16.2M | 0.1% | $114.83 | 0.0% | COM | 92343E102 |
| LNC | LINCOLN NATL CORP IND | 220,984 | $16.14M | 0.1% | $55.97 | 0.0% | COM | 534187109 |
| — | CAESARS ENTMT CORP | 9,094,000 | $15.9M | 0.1% | $1.77 | — | NOTE 5.000%10/0 | 127686AA1 |
| — | ALZA CORP | 8,929,000 | $15.81M | 0.1% | $1.33 | — | SDCV 7/2 | 02261WAB5 |
| NKE | NIKE INC | 237,115 | $15.75M | 0.1% | $59.62 | 0.0% | CL B | 654106103 |
| AJG | GALLAGHER ARTHUR J & CO | 225,495 | $15.5M | 0.1% | $60.39 | 0.0% | COM | 363576109 |
| TMO | THERMO FISHER SCIENTIFIC INC | 75,032 | $15.49M | 0.1% | $205.54 | 0.0% | COM | 883556102 |
| — | SUNTRUST BKS INC | 225,750 | $15.36M | 0.1% | $68.04 | — | COM | 867914103 |
| WEC | WEC ENERGY GROUP INC | 244,943 | $15.36M | 0.1% | $48.22 | 0.0% | COM | 92939U106 |
| — | DOMTAR CORP | 360,404 | $15.33M | 0.1% | $42.54 | — | COM NEW | 257559203 |
| FAF | FIRST AMERN FINL CORP | 259,835 | $15.25M | 0.1% | $45.00 | 0.0% | COM | 31847R102 |
| CME | CME GROUP INC | 94,159 | $15.23M | 0.1% | $121.09 | 0.0% | COM CL A | 12572Q105 |
| USB | US BANCORP DEL | 299,092 | $15.1M | 0.1% | $39.92 | 0.0% | COM NEW | 902973304 |
| NTES | NETEASE INC | 53,864 | $15.1M | 0.1% | $280.39 | — | SPONSORED ADR | 64110W102 |
| NEM | NEWMONT MINING CORP | 385,303 | $15.05M | 0.1% | $30.65 | 0.0% | COM | 651639106 |
| MMIN | INDEXIQ ACTIVE ETF TR | 598,500 | $14.96M | 0.1% | $25.00 | — | IQ MACKAY SHLD | 45409F843 |
| QRVO | QORVO INC | 212,211 | $14.95M | 0.1% | $75.36 | 0.0% | COM | 74736K101 |
| — | DR PEPPER SNAPPLE GROUP INC | 126,194 | $14.94M | 0.1% | $118.38 | — | COM | 26138E109 |
| — | ANDEAVOR | 146,295 | $14.71M | 0.1% | $100.56 | — | COM | 03349M105 |
| FLR | FLUOR CORP NEW | 256,928 | $14.7M | 0.1% | $54.24 | 0.0% | COM | 343412102 |
| SPGI | S&P GLOBAL INC | 76,197 | $14.56M | 0.1% | $172.26 | 0.0% | COM | 78409V104 |
| — | LIBERTY EXPEDIA HOLDINGS | 369,078 | $14.5M | 0.1% | $39.28 | — | SER A COM | 53046P109 |
| AEP | AMERICAN ELEC PWR INC | 210,171 | $14.42M | 0.1% | $50.98 | 0.0% | COM | 025537101 |
| — | PUTNAM MUN OPPORTUNITIES TR | 1,234,990 | $14.4M | 0.1% | $13.28 | — | SH BEN INT | 746922103 |
| — | ENSCO JERSEY FIN LTD | 17,905,000 | $14.39M | 0.1% | $0.89 | — | NOTE 3.000% 1/3 | 29359WAB1 |
| IWM | ISHARES TR | 94,515 | $14.35M | 0.1% | $151.83 | — | RUSSELL 2000 ETF | 464287655 |
| MS | MORGAN STANLEY | 265,274 | $14.31M | 0.1% | $43.68 | 0.0% | COM NEW | 617446448 |
| UTHR | UNITED THERAPEUTICS CORP DEL | 126,374 | $14.2M | 0.1% | $127.04 | 0.0% | COM | 91307C102 |
| — | INTERCEPT PHARMACEUTICALS IN | 17,620,000 | $14.2M | 0.1% | $1.11 | — | NOTE 3.250% 7/0 | 45845PAA6 |
| — | BGC PARTNERS INC | 1,049,135 | $14.11M | 0.1% | $13.45 | — | CL A | 05541T101 |
| — | NORDSTROM INC | 290,326 | $14.05M | 0.1% | $48.41 | — | COM | 655664100 |
| — | MONSANTO CO NEW | 120,427 | $14.05M | 0.1% | $116.69 | — | COM | 61166W101 |
| — | NUANCE COMMUNICATIONS INC | 884,176 | $13.93M | 0.1% | $15.75 | — | COM | 67020Y100 |
| AEE | AMEREN CORP | 245,841 | $13.92M | 0.1% | $44.14 | 0.0% | COM | 023608102 |
| — | TIME WARNER INC | 147,083 | $13.91M | 0.1% | $94.58 | — | COM NEW | 887317303 |
| WHR | WHIRLPOOL CORP | 89,763 | $13.74M | 0.1% | $167.03 | 0.0% | COM | 963320106 |
| CNP | CENTERPOINT ENERGY INC | 501,012 | $13.73M | 0.1% | $21.46 | 0.0% | COM | 15189T107 |
| SPG | SIMON PPTY GROUP INC NEW | 88,905 | $13.72M | 0.1% | $103.84 | 0.0% | COM | 828806109 |
| NWSA | NEWS CORP NEW | 867,539 | $13.71M | 0.1% | $15.05 | 0.0% | CL A | 65249B109 |
| OLN | OLIN CORP | 449,132 | $13.65M | 0.1% | $27.28 | 0.0% | COM PAR $1 | 680665205 |
| PNC | PNC FINL SVCS GROUP INC | 89,573 | $13.55M | 0.1% | $118.19 | 0.0% | COM | 693475105 |
| DVA | DAVITA INC | 202,230 | $13.34M | 0.1% | $73.45 | 0.0% | COM | 23918K108 |
| — | CERNER CORP | 228,933 | $13.28M | 0.1% | $58.00 | — | COM | 156782104 |
| NOC | NORTHROP GRUMMAN CORP | 37,812 | $13.2M | 0.1% | $294.31 | 0.0% | COM | 666807102 |
| PBI | PITNEY BOWES INC | 1,205,518 | $13.13M | 0.1% | $12.39 | 0.0% | COM | 724479100 |
| AGCO | AGCO CORP | 201,987 | $13.1M | 0.1% | $56.43 | 0.0% | COM | 001084102 |
| — | BLACKROCK INC | 24,128 | $13.07M | 0.1% | $541.74 | — | COM | 09247X101 |
| AXP | AMERICAN EXPRESS CO | 140,064 | $13.06M | 0.1% | $87.01 | 0.0% | COM | 025816109 |
| FITB | FIFTH THIRD BANCORP | 407,221 | $12.93M | 0.1% | $24.19 | 0.0% | COM | 316773100 |
| — | HILL ROM HLDGS INC | 147,085 | $12.8M | 0.1% | $87.00 | — | COM | 431475102 |
| DTE | DTE ENERGY CO | 121,883 | $12.72M | 0.1% | $67.23 | 0.0% | COM | 233331107 |
| NRG | NRG ENERGY INC | 416,721 | $12.72M | 0.1% | $22.96 | 0.0% | COM NEW | 629377508 |
| AA | ALCOA CORP | 278,312 | $12.51M | 0.1% | $47.30 | 0.0% | COM | 013872106 |
| — | WALGREENS BOOTS ALLIANCE INC | 190,968 | $12.5M | 0.1% | $65.47 | — | COM | 931427108 |
| VOE | VANGUARD INDEX FDS | 113,693 | $12.44M | 0.1% | $109.39 | — | MCAP VL IDXVIP | 922908512 |
| EWX | SPDR INDEX SHS FDS | 236,418 | $12.41M | 0.1% | $52.49 | — | S&P EMKTSC ETF | 78463X756 |
| SCHW | SCHWAB CHARLES CORP NEW | 236,005 | $12.32M | 0.1% | $48.14 | 0.0% | COM | 808513105 |
| — | RAYTHEON CO | 57,094 | $12.32M | 0.1% | $215.82 | — | COM NEW | 755111507 |
| NDAQ | NASDAQ INC | 142,847 | $12.32M | 0.1% | $23.90 | 0.0% | COM | 631103108 |
| VFC | V F CORP | 166,145 | $12.31M | 0.1% | $72.31 | 0.0% | COM | 918204108 |
| — | EXTENDED STAY AMER INC | 617,694 | $12.21M | 0.1% | $19.77 | — | UNIT 99/99/9999B | 30224P200 |
| BK | BANK NEW YORK MELLON CORP | 236,898 | $12.21M | 0.1% | $44.73 | 0.0% | COM | 064058100 |
| — | ILLUMINA INC | 10,948,000 | $12.17M | 0.1% | $1.18 | — | NOTE 6/1 | 452327AF6 |
| UPS | UNITED PARCEL SERVICE INC | 115,881 | $12.13M | 0.1% | $85.46 | 0.0% | CL B | 911312106 |
| CL | COLGATE PALMOLIVE CO | 169,134 | $12.12M | 0.1% | $59.73 | 0.0% | COM | 194162103 |
| CVS | CVS HEALTH CORP | 194,587 | $12.11M | 0.1% | $55.85 | 0.0% | COM | 126650100 |
| — | PACIRA PHARMACEUTICALS INC | 13,185,000 | $12.08M | 0.1% | $0.92 | — | NOTE 2.375% 4/0 | 695127AD2 |
| MDLZ | MONDELEZ INTL INC | 288,281 | $12.03M | 0.1% | $35.85 | 0.0% | CL A | 609207105 |
| — | VANECK VECTORS ETF TR | 613,121 | $12.02M | 0.1% | $19.60 | — | JP MORGAN MKTS | 92189F494 |
| DHR | DANAHER CORP DEL | 121,406 | $11.89M | 0.1% | $84.28 | 0.0% | COM | 235851102 |
| EOG | EOG RES INC | 111,871 | $11.78M | 0.1% | $80.82 | 0.0% | COM | 26875P101 |
| PPC | PILGRIMS PRIDE CORP NEW | 476,187 | $11.72M | 0.1% | $26.84 | 0.0% | COM | 72147K108 |
| SBAC | SBA COMMUNICATIONS CORP NEW | 68,110 | $11.64M | 0.1% | $153.09 | 0.0% | CL A | 78410G104 |
| AEO | AMERICAN EAGLE OUTFITTERS NE | 575,817 | $11.48M | 0.1% | $10.97 | +39.1% | COM | 02553E106 |
| ALSN | ALLISON TRANSMISSION HLDGS I | 293,401 | $11.46M | 0.1% | $36.61 | 0.0% | COM | 01973R101 |
| ORI | OLD REP INTL CORP | 531,552 | $11.4M | 0.1% | $11.30 | 0.0% | COM | 680223104 |
| MUR | MURPHY OIL CORP | 437,767 | $11.31M | 0.1% | $21.71 | 0.0% | COM | 626717102 |
| REGN | REGENERON PHARMACEUTICALS | 32,569 | $11.21M | 0.1% | $345.90 | 0.0% | COM | 75886F107 |
| TMUS | T MOBILE US INC | 183,683 | $11.21M | 0.1% | $58.95 | +2.5% | COM | 872590104 |
| PCG | PG&E CORP | 253,540 | $11.14M | 0.1% | $41.94 | 0.0% | COM | 69331C108 |
| M | MACYS INC | 368,890 | $10.97M | 0.1% | $27.02 | 0.0% | COM | 55616P104 |
| — | TWITTER INC | 376,144 | $10.91M | 0.1% | $29.01 | — | COM | 90184L102 |
| ENR | ENERGIZER HLDGS INC NEW | 182,997 | $10.9M | 0.1% | $41.00 | 0.0% | COM | 29272W109 |
| OC | OWENS CORNING NEW | 135,130 | $10.86M | 0.1% | $87.14 | 0.0% | COM | 690742101 |
| PCAR | PACCAR INC | 163,872 | $10.84M | 0.1% | $34.80 | 0.0% | COM | 693718108 |
| — | U S G CORP | 266,885 | $10.79M | 0.1% | $40.42 | — | COM NEW | 903293405 |
| — | AETNA INC NEW | 63,801 | $10.78M | 0.1% | $168.99 | — | COM | 00817Y108 |
| DUK | DUKE ENERGY CORP NEW | 137,546 | $10.66M | 0.1% | $56.05 | 0.0% | COM NEW | 26441C204 |
| — | SPIRIT AEROSYSTEMS HLDGS INC | 127,023 | $10.63M | 0.1% | $83.70 | — | COM CL A | 848574109 |
| XMUIX | BLACKROCK MUNI INTER DR FD I | 800,000 | $10.49M | 0.1% | $15.20 | — | COM | 09253X102 |
| PLD | PROLOGIS INC | 166,390 | $10.48M | 0.1% | $49.87 | 0.0% | COM | 74340W103 |
| HPE | HEWLETT PACKARD ENTERPRISE C | 594,463 | $10.43M | 0.1% | $13.27 | 0.0% | COM | 42824C109 |
| — | CIT GROUP INC | 201,398 | $10.37M | 0.1% | $51.50 | — | COM NEW | 125581801 |
| KEY | KEYCORP NEW | 529,173 | $10.35M | 0.1% | $14.60 | 0.0% | COM | 493267108 |
| GDDY | GODADDY INC | 165,914 | $10.19M | 0.1% | $56.55 | 0.0% | CL A | 380237107 |
| OXY | OCCIDENTAL PETE CORP DEL | 156,264 | $10.15M | 0.1% | $57.44 | 0.0% | COM | 674599105 |
| RGA | REINSURANCE GROUP AMER INC | 65,305 | $10.06M | 0.1% | $157.16 | 0.0% | COM NEW | 759351604 |
| EXC | EXELON CORP | 256,818 | $10.02M | 0.1% | $20.53 | 0.0% | COM | 30161N101 |
| AES | AES CORP | 880,755 | $10.01M | 0.1% | $8.19 | 0.0% | COM | 00130H105 |
| VTIP | VANGUARD MALVERN FDS | 201,083 | $9.835M | 0.1% | $48.91 | — | STRM INFPROIDX | 922020805 |
| AIG | AMERICAN INTL GROUP INC | 179,013 | $9.742M | 0.1% | $48.06 | 0.0% | COM NEW | 026874784 |
| CINF | CINCINNATI FINL CORP | 131,179 | $9.741M | 0.1% | $60.86 | 0.0% | COM | 172062101 |
| SF | STIFEL FINL CORP | 163,814 | $9.703M | 0.1% | $37.80 | 0.0% | COM | 860630102 |
| CSX | CSX CORP | 173,977 | $9.692M | 0.1% | $16.81 | 0.0% | COM | 126408103 |
| PEG | PUBLIC SVC ENTERPRISE GROUP | 191,461 | $9.619M | 0.1% | $37.56 | 0.0% | COM | 744573106 |
| WRB | W R BERKLEY CORPORATION | 131,040 | $9.527M | 0.1% | $17.46 | 0.0% | COM | 084423102 |
| MAN | MANPOWERGROUP INC | 82,733 | $9.523M | 0.1% | $123.55 | 0.0% | COM | 56418H100 |
| — | PRICELINE GRP INC | 5,923,000 | $9.509M | 0.1% | $1.29 | — | NOTE 0.350% 6/1 | 741503AS5 |
| BC | BRUNSWICK CORP | 159,347 | $9.464M | 0.1% | $51.14 | 0.0% | COM | 117043109 |
| LAMR | LAMAR ADVERTISING CO NEW | 148,435 | $9.449M | 0.1% | $63.66 | — | CL A | 512816109 |
| COF | CAPITAL ONE FINL CORP | 97,610 | $9.353M | 0.1% | $86.88 | 0.0% | COM | 14040H105 |
| STZ | CONSTELLATION BRANDS INC | 40,925 | $9.328M | 0.1% | $194.12 | 0.0% | CL A | 21036P108 |
| — | NEXTERA ENERGY INC | 127,390 | $9.293M | 0.1% | $52.49 | — | UNIT 08/31/2018 | 65339F846 |
| TSCO | TRACTOR SUPPLY CO | 147,282 | $9.282M | 0.1% | $12.33 | 0.0% | COM | 892356106 |
| GLPI | GAMING & LEISURE PPTYS INC | 275,889 | $9.234M | 0.1% | $33.47 | — | COM | 36467J108 |
| LVS | LAS VEGAS SANDS CORP | 127,596 | $9.174M | 0.1% | $62.41 | 0.0% | COM | 517834107 |
| LUV | SOUTHWEST AIRLS CO | 160,100 | $9.171M | 0.1% | $54.35 | 0.0% | COM | 844741108 |
| SO | SOUTHERN CO | 203,718 | $9.098M | 0.1% | $32.15 | 0.0% | COM | 842587107 |
| EMR | EMERSON ELEC CO | 132,741 | $9.066M | 0.1% | $58.98 | 0.0% | COM | 291011104 |
| D | DOMINION ENERGY INC | 132,069 | $8.905M | 0.1% | $51.93 | 0.0% | COM | 25746U109 |
| OPK | OPKO HEALTH INC | 2,799,098 | $8.873M | 0.1% | $4.03 | 0.0% | COM | 68375N103 |
| F | FORD MTR CO DEL | 795,759 | $8.817M | 0.1% | $7.48 | 0.0% | COM PAR $0.01 | 345370860 |
| — | BB&T CORP | 169,022 | $8.796M | 0.1% | $52.04 | — | COM | 054937107 |
| TDG | TRANSDIGM GROUP INC | 28,575 | $8.771M | 0.1% | $218.67 | 0.0% | COM | 893641100 |
| SYK | STRYKER CORP | 54,172 | $8.717M | 0.1% | $147.88 | 0.0% | COM | 863667101 |
| — | PRAXAIR INC | 60,387 | $8.714M | 0.1% | $144.30 | — | COM | 74005P104 |
| CNA | CNA FINL CORP | 176,283 | $8.7M | 0.1% | $29.65 | 0.0% | COM | 126117100 |
| TJX | TJX COS INC NEW | 106,564 | $8.691M | 0.1% | $35.48 | 0.0% | COM | 872540109 |
| CSL | CARLISLE COS INC | 83,065 | $8.673M | 0.1% | $99.37 | 0.0% | COM | 142339100 |
| CMS | CMS ENERGY CORP | 190,777 | $8.64M | 0.1% | $34.73 | 0.0% | COM | 125896100 |
| — | VERISIGN INC | 2,500,000 | $8.627M | 0.1% | $3.12 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| — | ACTIVISION BLIZZARD INC | 127,837 | $8.624M | 0.1% | $67.46 | — | COM | 00507V109 |
| APLE | APPLE HOSPITALITY REIT INC | 490,286 | $8.614M | 0.1% | $17.57 | — | COM NEW | 03784Y200 |
| H | HYATT HOTELS CORP | 112,843 | $8.605M | 0.1% | $76.05 | 0.0% | COM CL A | 448579102 |
| — | CORELOGIC INC | 190,029 | $8.595M | 0.1% | $45.23 | — | COM | 21871D103 |
| DE | DEERE & CO | 54,554 | $8.473M | 0.1% | $143.98 | 0.0% | COM | 244199105 |
| ADP | AUTOMATIC DATA PROCESSING IN | 74,650 | $8.471M | 0.1% | $98.61 | 0.0% | COM | 053015103 |
| AYI | ACUITY BRANDS INC | 60,660 | $8.443M | 0.1% | $149.74 | 0.0% | COM | 00508Y102 |
| IRM | IRON MTN INC NEW | 256,491 | $8.428M | 0.1% | $21.76 | 0.0% | COM | 46284V101 |
| — | SKECHERS U S A INC | 215,456 | $8.379M | 0.1% | $38.89 | — | CL A | 830566105 |
| MGM | MGM RESORTS INTERNATIONAL | 238,630 | $8.357M | 0.1% | $33.68 | 0.0% | COM | 552953101 |
| — | EXACT SCIENCES CORP | 9,333,000 | $8.338M | 0.1% | $0.89 | — | DBCV 1.000% 1/1 | 30063PAA3 |
| EEFT | EURONET WORLDWIDE INC | 103,668 | $8.181M | 0.1% | $88.03 | 0.0% | COM | 298736109 |
| CFG | CITIZENS FINL GROUP INC | 194,480 | $8.164M | 0.1% | $32.31 | 0.0% | COM | 174610105 |
| ITW | ILLINOIS TOOL WKS INC | 51,900 | $8.131M | 0.1% | $136.85 | 0.0% | COM | 452308109 |
| WSM | WILLIAMS SONOMA INC | 154,121 | $8.131M | 0.1% | $22.14 | 0.0% | COM | 969904101 |
| NSC | NORFOLK SOUTHERN CORP | 59,436 | $8.07M | 0.1% | $122.67 | 0.0% | COM | 655844108 |
| — | TWENTY FIRST CENTY FOX INC | 219,503 | $8.054M | 0.1% | $36.69 | — | CL A | 90130A101 |
| KMB | KIMBERLY CLARK CORP | 73,002 | $8.04M | 0.1% | $86.21 | 0.0% | COM | 494368103 |
| — | ISHARES GOLD TRUST | 627,900 | $7.993M | 0.0% | $12.01 | — | ISHARES | 464285105 |
| MOS | MOSAIC CO NEW | 326,655 | $7.931M | 0.0% | $23.14 | 0.0% | COM | 61945C103 |
| — | NUVEEN NEW YORK AMT QLT MUNI | 648,590 | $7.887M | 0.0% | $13.51 | — | COM | 670656107 |
| SSNC | SS&C TECHNOLOGIES HLDGS INC | 146,796 | $7.874M | 0.0% | $49.58 | 0.0% | COM | 78467J100 |
| — | MARATHON OIL CORP | 487,631 | $7.865M | 0.0% | $16.13 | — | COM | 565849106 |
| — | L BRANDS INC | 204,135 | $7.8M | 0.0% | $38.21 | — | COM | 501797104 |
| KHC | KRAFT HEINZ CO | 125,104 | $7.793M | 0.0% | $48.97 | 0.0% | COM | 500754106 |
| — | CLEVELAND CLIFFS INC | 7,162,000 | $7.746M | 0.0% | $1.08 | — | DBCV 1.500% 1/1 | 185899AA9 |
| CCI | CROWN CASTLE INTL CORP NEW | 70,114 | $7.685M | 0.0% | $77.70 | 0.0% | COM | 22822V101 |
| OKE | ONEOK INC NEW | 134,878 | $7.677M | 0.0% | $34.99 | 0.0% | COM | 682680103 |
| FIS | FIDELITY NATL INFORMATION SV | 79,404 | $7.647M | 0.0% | $84.95 | 0.0% | COM | 31620M106 |
| SWKS | SKYWORKS SOLUTIONS INC | 75,237 | $7.543M | 0.0% | $86.96 | 0.0% | COM | 83088M102 |
| — | REALOGY HLDGS CORP | 276,442 | $7.541M | 0.0% | $27.28 | — | COM | 75605Y106 |
| — | TREEHOUSE FOODS INC | 196,822 | $7.532M | 0.0% | $38.27 | — | COM | 89469A104 |
| OPLN | KAR AUCTION SVCS INC | 138,935 | $7.53M | 0.0% | $20.17 | 0.0% | COM | 48238T109 |
| EMN | EASTMAN CHEM CO | 71,283 | $7.526M | 0.0% | $77.04 | 0.0% | COM | 277432100 |
| MKSI | MKS INSTRUMENT INC | 65,057 | $7.524M | 0.0% | $103.13 | 0.0% | COM | 55306N104 |
| — | VANECK VECTORS ETF TR | 241,386 | $7.481M | 0.0% | $31.31 | — | HIGH YLD MUN ETF | 92189F361 |
| UNM | UNUM GROUP | 156,233 | $7.438M | 0.0% | $52.25 | 0.0% | COM | 91529Y106 |
| PK | PARK HOTELS RESORTS INC | 275,103 | $7.433M | 0.0% | $27.02 | — | COM | 700517105 |
| APD | AIR PRODS & CHEMS INC | 46,234 | $7.353M | 0.0% | $135.74 | 0.0% | COM | 009158106 |
| — | ANADARKO PETE CORP | 121,636 | $7.348M | 0.0% | $60.41 | — | COM | 032511107 |
| AFG | AMERICAN FINL GROUP INC OHIO | 65,256 | $7.323M | 0.0% | $57.74 | 0.0% | COM | 025932104 |
| ZBRA | ZEBRA TECHNOLOGIES CORP | 52,451 | $7.301M | 0.0% | $128.01 | 0.0% | CL A | 989207105 |
| — | JUNIPER NETWORKS INC | 298,619 | $7.265M | 0.0% | $24.33 | — | COM | 48203R104 |
| MMS | MAXIMUS INC | 108,847 | $7.264M | 0.0% | $67.99 | 0.0% | COM | 577933104 |
| ESRT | EMPIRE ST RLTY TR INC | 430,809 | $7.233M | 0.0% | $16.79 | — | CL A | 292104106 |
| THO | THOR INDS INC | 62,631 | $7.213M | 0.0% | $113.07 | 0.0% | COM | 885160101 |
| FISV | FISERV INC | 100,822 | $7.19M | 0.0% | $70.32 | 0.0% | COM | 337738108 |
| — | RPM INTL INC | 6,328,000 | $7.129M | 0.0% | $1.15 | — | NOTE 2.250%12/1 | 749685AT0 |
| XVMMX | DELAWARE INV MN MUN INC FD I | 564,399 | $7.128M | 0.0% | $15.18 | — | COM | 24610V103 |
| R | RYDER SYS INC | 97,749 | $7.115M | 0.0% | $80.56 | 0.0% | COM | 783549108 |
| MRSH | MARSH & MCLENNAN COS INC | 85,903 | $7.095M | 0.0% | $72.87 | 0.0% | COM | 571748102 |
| INTU | INTUIT | 40,878 | $7.086M | 0.0% | $159.49 | 0.0% | COM | 461202103 |
| TAP | MOLSON COORS BREWING CO | 93,994 | $7.081M | 0.0% | $64.84 | 0.0% | CL B | 60871R209 |
| — | NUVEEN PENNSYLVANIA QLT MUN | 563,000 | $7.049M | 0.0% | $14.14 | — | COM | 670972108 |
| MSI | MOTOROLA SOLUTIONS INC | 66,812 | $7.035M | 0.0% | $91.54 | 0.0% | COM NEW | 620076307 |
| ZTS | ZOETIS INC | 83,506 | $6.974M | 0.0% | $74.07 | 0.0% | CL A | 98978V103 |
| VRTX | VERTEX PHARMACEUTICALS INC | 42,568 | $6.938M | 0.0% | $163.34 | 0.0% | COM | 92532F100 |
| NTRS | NORTHERN TR CORP | 66,898 | $6.899M | 0.0% | $82.97 | 0.0% | COM | 665859104 |
| LEN | LENNAR CORP | 116,942 | $6.893M | 0.0% | $55.25 | 0.0% | CL A | 526057104 |
| — | TOTAL SYS SVCS INC | 79,544 | $6.861M | 0.0% | $86.25 | — | COM | 891906109 |
| GPK | GRAPHIC PACKAGING HLDG CO | 442,266 | $6.789M | 0.0% | $15.60 | 0.0% | COM | 388689101 |
| — | WRIGHT MED GROUP INC | 6,778,000 | $6.726M | 0.0% | $1.05 | — | NOTE 2.000% 2/1 | 98235TAE7 |
| — | NEKTAR THERAPEUTICS | 62,018 | $6.59M | 0.0% | $106.26 | — | COM | 640268108 |
| PPG | PPG INDS INC | 58,647 | $6.545M | 0.0% | $99.50 | 0.0% | COM | 693506107 |
| — | BERRY GLOBAL GROUP INC | 119,275 | $6.537M | 0.0% | $54.81 | — | COM | 08579W103 |
| — | PIONEER NAT RES CO | 37,657 | $6.469M | 0.0% | $171.79 | — | COM | 723787107 |
| CNDT | CONDUENT INC | 346,620 | $6.461M | 0.0% | $17.60 | 0.0% | COM | 206787103 |
| GIS | GENERAL MLS INC | 143,018 | $6.444M | 0.0% | $40.98 | 0.0% | COM | 370334104 |
| BAH | BOOZ ALLEN HAMILTON HLDG COR | 166,199 | $6.435M | 0.0% | $33.57 | 0.0% | CL A | 099502106 |
| MCK | MCKESSON CORP | 45,508 | $6.411M | 0.0% | $146.42 | 0.0% | COM | 58155Q103 |
| DVN | DEVON ENERGY CORP NEW | 201,579 | $6.408M | 0.0% | $26.09 | 0.0% | COM | 25179M103 |
| WLY | WILEY JOHN & SONS INC | 100,286 | $6.388M | 0.0% | $50.25 | 0.0% | CL A | 968223206 |
| — | SPIRIT RLTY CAP INC NEW | 822,067 | $6.379M | 0.0% | $7.76 | — | COM | 84860W102 |
| KMI | KINDER MORGAN INC DEL | 421,682 | $6.351M | 0.0% | $11.08 | 0.0% | COM | 49456B101 |
| BSX | BOSTON SCIENTIFIC CORP | 231,137 | $6.315M | 0.0% | $27.18 | 0.0% | COM | 101137107 |
| WPC | W P CAREY INC | 101,464 | $6.29M | 0.0% | $61.99 | — | COM | 92936U109 |
| EA | ELECTRONIC ARTS INC | 51,832 | $6.284M | 0.0% | $117.84 | 0.0% | COM | 285512109 |
| HSY | HERSHEY CO | 62,985 | $6.233M | 0.0% | $85.63 | 0.0% | COM | 427866108 |
| CAG | CONAGRA BRANDS INC | 168,757 | $6.224M | 0.0% | $27.24 | 0.0% | COM | 205887102 |
| GLW | CORNING INC | 217,854 | $6.074M | 0.0% | $24.81 | 0.0% | COM | 219350105 |
| — | ARCONIC INC | 263,444 | $6.07M | 0.0% | $23.04 | — | COM | 03965L100 |
| HYMB | SPDR SERIES TRUST | 108,515 | $6.049M | 0.0% | $57.10 | — | NUV HGHYLD MUN | 78464A284 |
| — | BLACKROCK MUNIYLD MICH QLTY | 451,928 | $6.006M | 0.0% | $15.21 | — | COM | 09254V105 |
| ECL | ECOLAB INC | 43,767 | $5.999M | 0.0% | $123.54 | 0.0% | COM | 278865100 |
| — | DISCOVER FINL SVCS | 82,649 | $5.945M | 0.0% | $71.93 | — | COM | 254709108 |
| GME | GAMESTOP CORP NEW | 467,410 | $5.899M | 0.0% | $3.59 | 0.0% | CL A | 36467W109 |
| PANW | PALO ALTO NETWORKS INC | 32,400 | $5.881M | 0.0% | $27.78 | 0.0% | COM | 697435105 |
| AMG | AFFILIATED MANAGERS GROUP | 30,930 | $5.864M | 0.0% | $189.64 | 0.0% | COM | 008252108 |
| ILMN | ILLUMINA INC | 24,767 | $5.855M | 0.0% | $229.19 | 0.0% | COM | 452327109 |
| WY | WEYERHAEUSER CO | 165,430 | $5.79M | 0.0% | $25.91 | 0.0% | COM | 962166104 |
| TXT | TEXTRON INC | 97,283 | $5.737M | 0.0% | $58.18 | 0.0% | COM | 883203101 |
| — | CATALENT INC | 139,644 | $5.734M | 0.0% | $41.06 | — | COM | 148806102 |
| — | ALEXION PHARMACEUTICALS INC | 51,257 | $5.713M | 0.0% | $111.46 | — | COM | 015351109 |
| STWD | STARWOOD PPTY TR INC | 271,668 | $5.691M | 0.0% | $20.95 | — | COM | 85571B105 |
| SRE | SEMPRA ENERGY | 51,031 | $5.676M | 0.0% | $41.80 | 0.0% | COM | 816851109 |
| ADI | ANALOG DEVICES INC | 62,050 | $5.655M | 0.0% | $78.62 | 0.0% | COM | 032654105 |
| EQIX | EQUINIX INC | 13,402 | $5.604M | 0.0% | $361.54 | 0.0% | COM PAR $0.001 | 29444U700 |
| MOH | MOLINA HEALTHCARE INC | 68,533 | $5.564M | 0.0% | $80.43 | 0.0% | COM | 60855R100 |
| XENWX | EATON VANCE NEW YORK MUN BD | 481,489 | $5.537M | 0.0% | $14.11 | — | COM | 27827Y109 |
| FHI | FEDERATED INVS INC PA | 165,608 | $5.531M | 0.0% | $23.87 | 0.0% | CL B | 314211103 |
| DK | DELEK US HLDGS INC NEW | 135,766 | $5.526M | 0.0% | $27.75 | 0.0% | COM | 24665A103 |
| — | IAC INTERACTIVECORP | 35,152 | $5.497M | 0.0% | $156.38 | — | COM | 44919P508 |
| SHW | SHERWIN WILLIAMS CO | 13,851 | $5.431M | 0.0% | $127.08 | 0.0% | COM | 824348106 |
| USFD | US FOODS HLDG CORP | 165,302 | $5.417M | 0.0% | $32.68 | 0.0% | COM | 912008109 |
| — | CITRIX SYS INC | 58,152 | $5.397M | 0.0% | $92.81 | — | COM | 177376100 |
| HGV | HILTON GRAND VACATIONS INC | 125,386 | $5.394M | 0.0% | $43.81 | 0.0% | COM | 43283X105 |
| MTB | M & T BK CORP | 29,075 | $5.36M | 0.0% | $146.61 | 0.0% | COM | 55261F104 |
| HRB | BLOCK H & R INC | 210,512 | $5.349M | 0.0% | $19.35 | 0.0% | COM | 093671105 |
| KR | KROGER CO | 223,134 | $5.342M | 0.0% | $22.97 | 0.0% | COM | 501044101 |
| EQR | EQUITY RESIDENTIAL | 86,449 | $5.327M | 0.0% | $44.25 | 0.0% | SH BEN INT | 29476L107 |
| LEA | LEAR CORP | 28,337 | $5.273M | 0.0% | $160.63 | 0.0% | COM NEW | 521865204 |
| VNO | VORNADO RLTY TR | 78,145 | $5.26M | 0.0% | $67.31 | — | SH BEN INT | 929042109 |
| WMB | WILLIAMS COS INC DEL | 210,720 | $5.238M | 0.0% | $19.06 | 0.0% | COM | 969457100 |
| VST | VISTRA ENERGY CORP | 247,110 | $5.147M | 0.0% | $16.53 | 0.0% | COM | 92840M102 |
| EWL | ISHARES INC | 148,946 | $5.119M | 0.0% | $34.37 | — | MSCI SWITZERLAND | 464286749 |
| — | TAILORED BRANDS INC | 204,000 | $5.112M | 0.0% | $25.06 | — | COM | 87403A107 |
| XLP | SELECT SECTOR SPDR TR | 96,290 | $5.068M | 0.0% | $52.63 | — | SBI CONS STPLS | 81369Y308 |
| ROST | ROSS STORES INC | 64,903 | $5.061M | 0.0% | $73.33 | 0.0% | COM | 778296103 |
| CROX | CROCS INC | 311,300 | $5.059M | 0.0% | $13.87 | 0.0% | COM | 227046109 |
| PFG | PRINCIPAL FINL GROUP INC | 82,985 | $5.055M | 0.0% | $48.41 | 0.0% | COM | 74251V102 |
| INDA | ISHARES TR | 147,845 | $5.046M | 0.0% | $34.13 | — | MSCI INDIA ETF | 46429B598 |
| — | PLANTRONICS INC NEW | 83,200 | $5.023M | 0.0% | $60.37 | — | COM | 727493108 |
| EW | EDWARDS LIFESCIENCES CORP | 35,622 | $4.97M | 0.0% | $43.43 | 0.0% | COM | 28176E108 |
| GVI | ISHARES TR | 45,727 | $4.951M | 0.0% | $108.27 | — | INTRM GOV CR ETF | 464288612 |
| — | TCF FINL CORP | 216,187 | $4.931M | 0.0% | $22.81 | — | COM | 872275102 |
| MANH | MANHATTAN ASSOCS INC | 116,922 | $4.897M | 0.0% | $46.69 | 0.0% | COM | 562750109 |
| ROP | ROPER TECHNOLOGIES INC | 17,202 | $4.828M | 0.0% | $263.40 | 0.0% | COM | 776696106 |
| — | MOLINA HEALTHCARE INC | 3,367,000 | $4.79M | 0.0% | $1.22 | — | DBCV 1.625% 8/1 | 60855RAD2 |
| — | GANNETT CO INC | 479,800 | $4.788M | 0.0% | $9.98 | — | COM | 36473H104 |
| YUM | YUM BRANDS INC | 56,034 | $4.77M | 0.0% | $71.00 | 0.0% | COM | 988498101 |
| HAE | HAEMONETICS CORP | 64,800 | $4.741M | 0.0% | $68.61 | 0.0% | COM | 405024100 |
| A | AGILENT TECHNOLOGIES INC | 70,620 | $4.724M | 0.0% | $66.14 | 0.0% | COM | 00846U101 |
| AEIS | ADVANCED ENERGY INDS | 73,400 | $4.69M | 0.0% | $67.77 | 0.0% | COM | 007973100 |
| HLT | HILTON WORLDWIDE HLDGS INC | 59,206 | $4.663M | 0.0% | $79.88 | 0.0% | COM | 43300A203 |
| RUSHA | RUSH ENTERPRISES INC | 109,626 | $4.658M | 0.0% | $20.78 | 0.0% | CL A | 781846209 |
| WNC | WABASH NATL CORP | 222,944 | $4.639M | 0.0% | $19.04 | 0.0% | COM | 929566107 |
| ADSK | AUTODESK INC | 36,895 | $4.633M | 0.0% | $119.09 | 0.0% | COM | 052769106 |
| CBRL | CRACKER BARREL OLD CTRY STOR | 28,949 | $4.609M | 0.0% | $119.30 | 0.0% | COM | 22410J106 |
| TPICQ | TPI COMPOSITES INC | 201,300 | $4.519M | 0.0% | $20.52 | 0.0% | COM | 87266J104 |
| MCO | MOODYS CORP | 27,985 | $4.514M | 0.0% | $151.00 | 0.0% | COM | 615369105 |
| MNST | MONSTER BEVERAGE CORP NEW | 78,906 | $4.514M | 0.0% | $31.23 | 0.0% | COM | 61174X109 |
| STLD | STEEL DYNAMICS INC | 100,761 | $4.456M | 0.0% | $39.00 | 0.0% | COM | 858119100 |
| — | RED HAT INC | 29,784 | $4.453M | 0.0% | $149.51 | — | COM | 756577102 |
| PAHC | PHIBRO ANIMAL HEALTH CORP | 111,721 | $4.435M | 0.0% | $37.03 | 0.0% | CL A COM | 71742Q106 |
| APH | AMPHENOL CORP NEW | 51,396 | $4.427M | 0.0% | $20.87 | 0.0% | CL A | 032095101 |
| NWS | NEWS CORP NEW | 273,587 | $4.405M | 0.0% | $15.36 | 0.0% | CL B | 65249B208 |
| RHP | RYMAN HOSPITALITY PPTYS INC | 56,767 | $4.397M | 0.0% | $77.46 | — | COM | 78377T107 |
| TBBK | BANCORP INC DEL | 403,504 | $4.358M | 0.0% | $10.67 | 0.0% | COM | 05969A105 |
| AVB | AVALONBAY CMNTYS INC | 26,500 | $4.358M | 0.0% | $124.68 | 0.0% | COM | 053484101 |
| ANF | ABERCROMBIE & FITCH CO | 179,100 | $4.336M | 0.0% | $19.24 | 0.0% | CL A | 002896207 |
| DECK | DECKERS OUTDOOR CORP | 48,100 | $4.33M | 0.0% | $15.02 | 0.0% | COM | 243537107 |
| LNTH | LANTHEUS HLDGS INC | 270,600 | $4.303M | 0.0% | $19.50 | 0.0% | COM | 516544103 |
| AMPH | AMPHASTAR PHARMACEUTICALS IN | 229,000 | $4.294M | 0.0% | $18.80 | 0.0% | COM | 03209R103 |
| BLMN | BLOOMIN BRANDS INC | 176,381 | $4.283M | 0.0% | $18.24 | 0.0% | COM | 094235108 |
| — | SHUTTERFLY INC | 52,600 | $4.274M | 0.0% | $81.25 | — | COM | 82568P304 |
| ATKR | ATKORE INTL GROUP INC | 215,082 | $4.269M | 0.0% | $20.73 | 0.0% | COM | 047649108 |
| ARCB | ARCBEST CORP | 133,000 | $4.263M | 0.0% | $32.97 | 0.0% | COM | 03937C105 |
| — | IBERIABANK CORP | 54,600 | $4.259M | 0.0% | $78.00 | — | COM | 450828108 |
| — | TWENTY FIRST CENTY FOX INC | 116,492 | $4.237M | 0.0% | $36.37 | — | CL B | 90130A200 |
| CW | CURTISS WRIGHT CORP | 31,357 | $4.235M | 0.0% | $125.89 | 0.0% | COM | 231561101 |
| TITN | TITAN MACHY INC | 179,404 | $4.227M | 0.0% | $20.92 | 0.0% | COM | 88830R101 |
| — | MAXIM INTEGRATED PRODS INC | 69,724 | $4.199M | 0.0% | $60.22 | — | COM | 57772K101 |
| TIP | ISHARES TR | 37,120 | $4.196M | 0.0% | $113.04 | — | TIPS BD ETF | 464287176 |
| TNET | TRINET GROUP INC | 90,000 | $4.169M | 0.0% | $43.04 | 0.0% | COM | 896288107 |
| — | CYPRESS SEMICONDUCTOR CORP | 2,985,000 | $4.167M | 0.0% | $1.37 | — | NOTE 4.500% 1/1 | 232806AM1 |
| GHC | GRAHAM HLDGS CO | 6,906 | $4.159M | 0.0% | $541.55 | 0.0% | COM | 384637104 |
| CPRT | COPART INC | 81,611 | $4.156M | 0.0% | $11.57 | 0.0% | COM | 217204106 |
| SUPN | SUPERNUS PHARMACEUTICALS INC | 90,500 | $4.145M | 0.0% | $41.73 | 0.0% | COM | 868459108 |
| — | MAGELLAN HEALTH INC | 38,600 | $4.134M | 0.0% | $107.10 | — | COM NEW | 559079207 |
| SYNA | SYNAPTICS INC | 90,321 | $4.13M | 0.0% | $45.38 | 0.0% | COM | 87157D109 |
| GDOT | GREEN DOT CORP | 64,349 | $4.129M | 0.0% | $63.03 | 0.0% | CL A | 39304D102 |
| ITGR | INTEGER HLDGS CORP | 72,800 | $4.117M | 0.0% | $50.36 | 0.0% | COM | 45826H109 |
| DG | DOLLAR GEN CORP NEW | 43,850 | $4.102M | 0.0% | $86.78 | 0.0% | COM | 256677105 |
| — | MOBILE TELESYSTEMS PJSC | 358,400 | $4.082M | 0.0% | $11.39 | — | SPONSORED ADR | 607409109 |
| — | EXTERRAN CORP | 150,862 | $4.028M | 0.0% | $26.70 | — | COM | 30227H106 |
| MMSI | MERIT MED SYS INC | 88,600 | $4.018M | 0.0% | $45.28 | 0.0% | COM | 589889104 |
| — | HFF INC | 80,600 | $4.006M | 0.0% | $49.70 | — | CL A | 40418F108 |
| — | ANIXTER INTL INC | 52,800 | $4M | 0.0% | $75.76 | — | COM | 035290105 |
| SWK | STANLEY BLACK & DECKER INC | 26,059 | $3.992M | 0.0% | $130.20 | 0.0% | COM | 854502101 |
| — | TRIPLE-S MGMT CORP | 152,710 | $3.992M | 0.0% | $26.14 | — | CL B | 896749108 |
| FTV | FORTIVE CORP | 51,481 | $3.991M | 0.0% | $46.09 | 0.0% | COM | 34959J108 |
| GNW | GENWORTH FINL INC | 1,406,100 | $3.979M | 0.0% | $3.00 | 0.0% | COM CL A | 37247D106 |
| — | MERITOR INC | 193,439 | $3.977M | 0.0% | $20.56 | — | COM | 59001K100 |
| PARR | PAR PACIFIC HOLDINGS INC | 231,400 | $3.973M | 0.0% | $18.05 | 0.0% | COM NEW | 69888T207 |
| SHO | SUNSTONE HOTEL INVS INC NEW | 261,056 | $3.973M | 0.0% | $15.22 | — | COM | 867892101 |
| PCH | POTLATCHDELTIC CORPORATION | 75,653 | $3.938M | 0.0% | $52.05 | — | COM | 737630103 |
| CUBI | CUSTOMERS BANCORP INC | 134,814 | $3.93M | 0.0% | $30.03 | 0.0% | COM | 23204G100 |
| ETR | ENTERGY CORP NEW | 49,838 | $3.926M | 0.0% | $28.84 | 0.0% | COM | 29364G103 |
| ZBH | ZIMMER BIOMET HLDGS INC | 35,891 | $3.914M | 0.0% | $108.85 | 0.0% | COM | 98956P102 |
| — | HARRIS CORP DEL | 24,162 | $3.897M | 0.0% | $161.29 | — | COM | 413875105 |
| AZO | AUTOZONE INC | 6,001 | $3.893M | 0.0% | $715.82 | 0.0% | COM | 053332102 |
| — | KEMET CORP | 212,600 | $3.854M | 0.0% | $18.13 | — | COM NEW | 488360207 |
| PH | PARKER HANNIFIN CORP | 22,424 | $3.835M | 0.0% | $168.05 | 0.0% | COM | 701094104 |
| BLDR | BUILDERS FIRSTSOURCE INC | 193,300 | $3.835M | 0.0% | $21.18 | 0.0% | COM | 12008R107 |
| ENVA | ENOVA INTL INC | 173,727 | $3.831M | 0.0% | $20.12 | 0.0% | COM | 29357K103 |
| — | CONCHO RES INC | 25,485 | $3.831M | 0.0% | $150.32 | — | COM | 20605P101 |
| — | SANDERSON FARMS INC | 32,167 | $3.829M | 0.0% | $119.04 | — | COM | 800013104 |
| — | NUVEEN MICHIGAN QLT MUN INC | 300,000 | $3.801M | 0.0% | $14.56 | — | COM | 670979103 |
| OFG | OFG BANCORP | 363,031 | $3.794M | 0.0% | $10.59 | 0.0% | COM | 67103X102 |
| — | VEREIT INC | 544,609 | $3.79M | 0.0% | $6.96 | — | COM | 92339V100 |
| WKC | WORLD FUEL SVCS CORP | 154,317 | $3.788M | 0.0% | $25.71 | 0.0% | COM | 981475106 |
| DLTR | DOLLAR TREE INC | 39,907 | $3.787M | 0.0% | $104.83 | 0.0% | COM | 256746108 |
| USNA | USANA HEALTH SCIENCES INC | 44,000 | $3.78M | 0.0% | $77.44 | 0.0% | COM | 90328M107 |
| RRGB | RED ROBIN GOURMET BURGERS IN | 65,100 | $3.776M | 0.0% | $55.67 | 0.0% | COM | 75689M101 |
| ROK | ROCKWELL AUTOMATION INC | 21,628 | $3.768M | 0.0% | $163.88 | 0.0% | COM | 773903109 |
| — | SCHNITZER STL INDS | 115,900 | $3.749M | 0.0% | $32.35 | — | CL A | 806882106 |
| TREE | LENDINGTREE INC NEW | 11,400 | $3.741M | 0.0% | $328.16 | — | COM | 52603B107 |
| SATS | ECHOSTAR CORP | 70,839 | $3.738M | 0.0% | $47.59 | 0.0% | CL A | 278768106 |
| BTU | PEABODY ENERGY CORP NEW | 102,000 | $3.723M | 0.0% | $34.66 | 0.0% | COM | 704551100 |
| IP | INTL PAPER CO | 69,502 | $3.713M | 0.0% | $39.21 | 0.0% | COM | 460146103 |
| GBX | GREENBRIER COS INC | 73,867 | $3.712M | 0.0% | $40.08 | 0.0% | COM | 393657101 |
| NSIT | INSIGHT ENTERPRISES INC | 106,074 | $3.705M | 0.0% | $36.16 | 0.0% | COM | 45765U103 |
| BBSI | BARRETT BUSINESS SERVICES IN | 44,631 | $3.699M | 0.0% | $16.32 | 0.0% | COM | 068463108 |
| — | ROCKWELL COLLINS INC | 27,403 | $3.695M | 0.0% | $134.84 | — | COM | 774341101 |
| AAL | AMERICAN AIRLS GROUP INC | 70,979 | $3.688M | 0.0% | $52.27 | 0.0% | COM | 02376R102 |
| DLR | DIGITAL RLTY TR INC | 34,581 | $3.644M | 0.0% | $80.05 | 0.0% | COM | 253868103 |
| EZPW | EZCORP INC | 274,400 | $3.622M | 0.0% | $12.77 | 0.0% | CL A NON VTG | 302301106 |
| — | LIFE STORAGE INC | 43,360 | $3.621M | 0.0% | $83.51 | — | COM | 53223X107 |
| TBI | TRUEBLUE INC | 139,529 | $3.614M | 0.0% | $27.32 | 0.0% | COM | 89785X101 |
| AIZ | ASSURANT INC | 39,386 | $3.6M | 0.0% | $78.65 | 0.0% | COM | 04621X108 |
| MCHP | MICROCHIP TECHNOLOGY INC | 39,372 | $3.597M | 0.0% | $39.79 | 0.0% | COM | 595017104 |
| HBAN | HUNTINGTON BANCSHARES INC | 237,798 | $3.591M | 0.0% | $11.01 | 0.0% | COM | 446150104 |
| RF | REGIONS FINL CORP NEW | 193,104 | $3.588M | 0.0% | $13.90 | 0.0% | COM | 7591EP100 |
| — | BLACKROCK MUN 2030 TAR TERM | 167,704 | $3.574M | 0.0% | $24.26 | — | COM SHS BEN IN | 09257P105 |
| — | NEW MEDIA INVT GROUP INC | 208,530 | $3.574M | 0.0% | $17.14 | — | COM | 64704V106 |
| — | FLAGSTAR BANCORP INC | 100,444 | $3.556M | 0.0% | $35.40 | — | COM PAR .001 | 337930705 |
| — | VARIAN MED SYS INC | 28,905 | $3.545M | 0.0% | $122.64 | — | COM | 92220P105 |
| COKE | COCA COLA BOTTLING CO CONS | 20,461 | $3.533M | 0.0% | $18.01 | 0.0% | COM | 191098102 |
| CACC | CREDIT ACCEP CORP MICH | 10,694 | $3.533M | 0.0% | $331.36 | 0.0% | COM | 225310101 |
| DKS | DICKS SPORTING GOODS INC | 100,523 | $3.523M | 0.0% | $25.66 | 0.0% | COM | 253393102 |
| HCC | WARRIOR MET COAL INC | 125,700 | $3.521M | 0.0% | $28.96 | 0.0% | COM | 93627C101 |
| SFM | SPROUTS FMRS MKT INC | 149,859 | $3.517M | 0.0% | $25.63 | 0.0% | COM | 85208M102 |
| WELL | WELLTOWER INC | 64,533 | $3.512M | 0.0% | $42.96 | 0.0% | COM | 95040Q104 |
| — | CARE COM INC | 215,524 | $3.507M | 0.0% | $16.27 | — | COM | 141633107 |
| MLCO | MELCO RESORT ENTERTAINMENT L | 120,700 | $3.498M | 0.0% | $28.98 | — | ADR | 585464100 |
| EIX | EDISON INTL | 54,843 | $3.491M | 0.0% | $43.79 | 0.0% | COM | 281020107 |
| ORLY | O REILLY AUTOMOTIVE INC NEW | 14,099 | $3.488M | 0.0% | $16.91 | 0.0% | COM | 67103H107 |
| GCO | GENESCO INC | 85,900 | $3.488M | 0.0% | $37.10 | 0.0% | COM | 371532102 |
| — | L3 TECHNOLOGIES INC | 16,725 | $3.479M | 0.0% | $208.01 | — | COM | 502413107 |
| — | DISCOVERY COMMUNICATNS NEW | 177,202 | $3.459M | 0.0% | $19.52 | — | COM SER C | 25470F302 |
| VVX | VECTRUS INC | 92,843 | $3.457M | 0.0% | $32.36 | 0.0% | COM | 92242T101 |
| BEN | FRANKLIN RES INC | 99,282 | $3.443M | 0.0% | $26.18 | 0.0% | COM | 354613101 |
| KBH | KB HOME | 120,700 | $3.434M | 0.0% | $27.99 | 0.0% | COM | 48666K109 |
| BKR | BAKER HUGHES A GE CO | 123,428 | $3.428M | 0.0% | $26.04 | -5.9% | CL A | 05722G100 |
| — | H & E EQUIPMENT SERVICES INC | 88,800 | $3.418M | 0.0% | $38.49 | — | COM | 404030108 |
| — | AMERICAN RLTY CAP PPTYS INC | 3,390,000 | $3.394M | 0.0% | $0.99 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| PDM | PIEDMONT OFFICE REALTY TR IN | 192,742 | $3.39M | 0.0% | $17.59 | — | COM CL A | 720190206 |
| XHR | XENIA HOTELS & RESORTS INC | 171,668 | $3.385M | 0.0% | $19.72 | — | COM | 984017103 |
| — | CUTERA INC | 67,100 | $3.372M | 0.0% | $50.25 | — | COM | 232109108 |
| — | LIONS GATE ENTMNT CORP | 130,178 | $3.362M | 0.0% | $25.83 | — | CL A VTG | 535919401 |
| — | ISHARES INC | 95,596 | $3.356M | 0.0% | $35.11 | — | MSCI FRNTR100ETF | 464286145 |
| CAH | CARDINAL HEALTH INC | 53,485 | $3.352M | 0.0% | $54.18 | 0.0% | COM | 14149Y108 |
| WSBC | WESBANCO INC | 79,242 | $3.352M | 0.0% | $42.17 | 0.0% | COM | 950810101 |
| BIO | BIO RAD LABS INC | 13,342 | $3.337M | 0.0% | $254.62 | 0.0% | CL A | 090572207 |
| TSLA | TESLA INC | 12,500 | $3.327M | 0.0% | $22.00 | 0.0% | COM | 88160R101 |
| PAYX | PAYCHEX INC | 53,827 | $3.315M | 0.0% | $52.37 | 0.0% | COM | 704326107 |
| — | CYPRESS SEMICONDUCTOR CORP | 195,268 | $3.312M | 0.0% | $16.96 | — | COM | 232806109 |
| PPL | PPL CORP | 116,957 | $3.309M | 0.0% | $20.88 | 0.0% | COM | 69351T106 |
| EIDO | ISHARES TR | 122,552 | $3.304M | 0.0% | $26.96 | — | MSCI INDONIA ETF | 46429B309 |
| HIW | HIGHWOODS PPTYS INC | 75,138 | $3.293M | 0.0% | $43.83 | — | COM | 431284108 |
| PLUS | EPLUS INC | 42,200 | $3.279M | 0.0% | $38.54 | 0.0% | COM | 294268107 |
| — | FRANKLIN FINL NETWORK INC | 100,471 | $3.275M | 0.0% | $32.60 | — | COM | 35352P104 |
| NUE | NUCOR CORP | 53,513 | $3.269M | 0.0% | $55.79 | 0.0% | COM | 670346105 |
| — | CHART INDS INC | 3,219,000 | $3.267M | 0.0% | $1.43 | — | NOTE 2.000% 8/0 | 16115QAC4 |
| QUAD | QUAD / GRAPHICS INC | 128,834 | $3.266M | 0.0% | $24.35 | 0.0% | COM CL A | 747301109 |
| — | ARISTA NETWORKS INC | 12,736 | $3.252M | 0.0% | $255.34 | — | COM | 040413106 |
| RDNT | RADNET INC | 225,700 | $3.25M | 0.0% | $10.89 | 0.0% | COM | 750491102 |
| — | DELAWARE INVT NAT MUNI INC F | 256,199 | $3.234M | 0.0% | $14.77 | — | SH BEN INT | 24610T108 |
| BBT | BERKSHIRE HILLS BANCORP INC | 84,824 | $3.219M | 0.0% | $29.85 | 0.0% | COM | 084680107 |
| HTO | SJW GROUP | 60,837 | $3.207M | 0.0% | $56.16 | 0.0% | COM | 784305104 |
| BXP | BOSTON PROPERTIES INC | 26,016 | $3.206M | 0.0% | $85.13 | 0.0% | COM | 101121101 |
| — | VONAGE HLDGS CORP | 297,622 | $3.17M | 0.0% | $10.65 | — | COM | 92886T201 |
| NNN | NATIONAL RETAIL PPTYS INC | 80,343 | $3.154M | 0.0% | $39.26 | — | COM | 637417106 |
| HY | HYSTER YALE MATLS HANDLING I | 45,032 | $3.149M | 0.0% | $63.54 | 0.0% | CL A | 449172105 |
| ES | EVERSOURCE ENERGY | 53,336 | $3.143M | 0.0% | $44.88 | 0.0% | COM | 30040W108 |
| OMC | OMNICOM GROUP INC | 42,936 | $3.12M | 0.0% | $56.50 | 0.0% | COM | 681919106 |
| — | INTERPUBLIC GROUP COS INC | 134,998 | $3.109M | 0.0% | $16.40 | 0.0% | COM | 460690100 |
| — | XILINX INC | 42,913 | $3.1M | 0.0% | $72.24 | — | COM | 983919101 |
| HIG | HARTFORD FINL SVCS GROUP INC | 60,044 | $3.093M | 0.0% | $45.90 | 0.0% | COM | 416515104 |
| TEX | TEREX CORP NEW | 81,988 | $3.067M | 0.0% | $43.38 | 0.0% | COM | 880779103 |
| ALGN | ALIGN TECHNOLOGY INC | 12,148 | $3.051M | 0.0% | $256.81 | 0.0% | COM | 016255101 |
| NSP | INSPERITY INC | 43,770 | $3.044M | 0.0% | $52.97 | 0.0% | COM | 45778Q107 |
| — | CBS CORP NEW | 58,506 | $3.007M | 0.0% | $51.40 | — | CL B | 124857202 |
| CBOE | CBOE GLOBAL MARKETS INC | 26,350 | $3.007M | 0.0% | $109.72 | 0.0% | COM | 12503M108 |
| RMR | RMR GROUP INC | 42,938 | $3.004M | 0.0% | $34.59 | 0.0% | CL A | 74967R106 |
| — | GLOBAL BRASS & COPPR HLDGS I | 89,674 | $3M | 0.0% | $33.45 | — | COM | 37953G103 |
| ASIX | ADVANSIX INC | 86,100 | $2.995M | 0.0% | $36.01 | 0.0% | COM | 00773T101 |
| FNF | FIDELITY NATIONAL FINANCIAL | 74,676 | $2.989M | 0.0% | $27.27 | 0.0% | FNF GROUP COM | 31620R303 |
| GPN | GLOBAL PMTS INC | 26,787 | $2.987M | 0.0% | $105.17 | 0.0% | COM | 37940X102 |
| — | DISH NETWORK CORP | 78,701 | $2.982M | 0.0% | $37.89 | — | CL A | 25470M109 |
| VTR | VENTAS INC | 59,946 | $2.969M | 0.0% | $37.43 | 0.0% | COM | 92276F100 |
| — | DISCOVERY COMMUNICATNS NEW | 137,976 | $2.957M | 0.0% | $21.43 | — | COM SER A | 25470F104 |
| AME | AMETEK INC NEW | 38,904 | $2.956M | 0.0% | $71.98 | 0.0% | COM | 031100100 |
| — | E TRADE FINANCIAL CORP | 53,289 | $2.953M | 0.0% | $55.41 | — | COM NEW | 269246401 |
| — | TRONC INC | 179,501 | $2.947M | 0.0% | $16.42 | — | COM | 89703P107 |
| — | ELECTRONICS FOR IMAGING INC | 106,500 | $2.911M | 0.0% | $27.33 | — | COM | 286082102 |
| — | MFS MUN INCOME TR | 446,137 | $2.909M | 0.0% | $7.24 | — | SH BEN INT | 552738106 |
| CLX | CLOROX CO DEL | 21,700 | $2.888M | 0.0% | $106.77 | 0.0% | COM | 189054109 |
| XYZ | SQUARE INC | 58,455 | $2.876M | 0.0% | $45.90 | 0.0% | CL A | 852234103 |
| FHB | FIRST HAWAIIAN INC | 102,761 | $2.86M | 0.0% | $20.53 | 0.0% | COM | 32051X108 |
| PSTG | PURE STORAGE INC | 142,100 | $2.835M | 0.0% | $19.62 | 0.0% | CL A | 74624M102 |
| — | DIME CMNTY BANCSHARES | 153,735 | $2.829M | 0.0% | $18.40 | — | COM | 253922108 |
| UAL | UNITED CONTL HLDGS INC | 40,689 | $2.827M | 0.0% | $69.09 | 0.0% | COM | 910047109 |
| EPHE | ISHARES TR | 80,885 | $2.826M | 0.0% | $34.94 | — | MSCI PHILIPS ETF | 46429B408 |
| IDXX | IDEXX LABS INC | 14,681 | $2.81M | 0.0% | $184.56 | 0.0% | COM | 45168D104 |
| CMA | COMERICA INC | 29,274 | $2.808M | 0.0% | $66.87 | 0.0% | COM | 200340107 |
| — | TESLA INC | 2,800,000 | $2.787M | 0.0% | $1.16 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | LABORATORY CORP AMER HLDGS | 17,137 | $2.772M | 0.0% | $161.76 | — | COM NEW | 50540R409 |
| — | GREAT PLAINS ENERGY INC | 86,782 | $2.759M | 0.0% | $31.79 | — | COM | 391164100 |
| — | WESTROCK CO | 42,857 | $2.75M | 0.0% | $64.17 | — | COM | 96145D105 |
| BJRI | BJS RESTAURANTS INC | 61,251 | $2.75M | 0.0% | $39.35 | 0.0% | COM | 09180C106 |
| SANM | SANMINA CORPORATION | 104,640 | $2.736M | 0.0% | $28.59 | 0.0% | COM | 801056102 |
| — | KELLOGG CO | 41,866 | $2.722M | 0.0% | $47.27 | 0.0% | COM | 487836108 |
| VRSK | VERISK ANALYTICS INC | 26,161 | $2.721M | 0.0% | $95.40 | 0.0% | COM | 92345Y106 |
| — | ZAGG INC | 222,200 | $2.711M | 0.0% | $12.20 | — | COM | 98884U108 |
| — | SYMANTEC CORP | 104,356 | $2.698M | 0.0% | $25.85 | — | COM | 871503108 |
| ESS | ESSEX PPTY TR INC | 11,182 | $2.691M | 0.0% | $175.97 | 0.0% | COM | 297178105 |
| — | CENTURYLINK INC | 163,741 | $2.69M | 0.0% | $16.43 | — | COM | 156700106 |
| SCSC | SCANSOURCE INC | 75,334 | $2.678M | 0.0% | $34.17 | 0.0% | COM | 806037107 |
| — | AMERICAN EQTY INVT LIFE HLD | 90,900 | $2.669M | 0.0% | $29.36 | — | COM | 025676206 |
| — | BLACKROCK FLA MUN 2020 TERM | 187,485 | $2.664M | 0.0% | $15.50 | — | COM SHS | 09250M109 |
| WAT | WATERS CORP | 13,388 | $2.66M | 0.0% | $206.81 | 0.0% | COM | 941848103 |
| XYL | XYLEM INC | 34,510 | $2.655M | 0.0% | $67.29 | 0.0% | COM | 98419M100 |
| CUBE | CUBESMART | 93,948 | $2.65M | 0.0% | $28.21 | — | COM | 229663109 |
| SXC | SUNCOKE ENERGY INC | 245,400 | $2.641M | 0.0% | $11.35 | 0.0% | COM | 86722A103 |
| FAST | FASTENAL CO | 48,374 | $2.641M | 0.0% | $11.23 | 0.0% | COM | 311900104 |
| — | YY INC | 25,050 | $2.635M | 0.0% | $105.19 | — | ADS REPCOM CLA | 98426T106 |
| NVRI | HARSCO CORP | 127,600 | $2.635M | 0.0% | $19.19 | 0.0% | COM | 415864107 |
| — | CARROLS RESTAURANT GROUP INC | 233,316 | $2.613M | 0.0% | $11.20 | — | COM | 14574X104 |
| EVC | ENTRAVISION COMMUNICATIONS C | 550,100 | $2.585M | 0.0% | $4.12 | 0.0% | CL A | 29382R107 |
| DOV | DOVER CORP | 26,225 | $2.576M | 0.0% | $72.48 | 0.0% | COM | 260003108 |
| — | VERSO CORP | 152,800 | $2.573M | 0.0% | $16.84 | — | CL A | 92531L207 |
| GLIN | VANECK VECTORS ETF TR | 44,860 | $2.566M | 0.0% | $57.20 | — | INDIA SMALL CAP | 92189F767 |
| LNT | ALLIANT ENERGY CORP | 62,388 | $2.549M | 0.0% | $30.84 | 0.0% | COM | 018802108 |
| CTAS | CINTAS CORP | 14,901 | $2.542M | 0.0% | $38.40 | 0.0% | COM | 172908105 |
| VMC | VULCAN MATLS CO | 22,266 | $2.542M | 0.0% | $117.48 | 0.0% | COM | 929160109 |
| RSG | REPUBLIC SVCS INC | 38,257 | $2.534M | 0.0% | $59.25 | 0.0% | COM | 760759100 |
| TPR | TAPESTRY INC | 47,866 | $2.518M | 0.0% | $39.76 | 0.0% | COM | 876030107 |
| DHI | D R HORTON INC | 57,446 | $2.518M | 0.0% | $42.78 | 0.0% | COM | 23331A109 |
| — | BLUEBIRD BIO INC | 14,655 | $2.502M | 0.0% | $170.73 | — | COM | 09609G100 |
| — | NOBLE ENERGY INC | 81,905 | $2.482M | 0.0% | $30.30 | — | COM | 655044105 |
| BIDU | BAIDU INC | 11,100 | $2.477M | 0.0% | $223.15 | — | SPON ADR REP A | 056752108 |
| MTD | METTLER TOLEDO INTERNATIONAL | 4,306 | $2.476M | 0.0% | $628.64 | 0.0% | COM | 592688105 |
| MHK | MOHAWK INDS INC | 10,638 | $2.47M | 0.0% | $257.62 | 0.0% | COM | 608190104 |
| — | APACHE CORP | 64,121 | $2.467M | 0.0% | $38.47 | — | COM | 037411105 |
| AWK | AMERICAN WTR WKS CO INC NEW | 30,024 | $2.466M | 0.0% | $70.30 | 0.0% | COM | 030420103 |
| INCY | INCYTE CORP | 29,485 | $2.457M | 0.0% | $90.16 | 0.0% | COM | 45337C102 |
| O | REALTY INCOME CORP | 47,431 | $2.454M | 0.0% | $34.12 | 0.0% | COM | 756109104 |
| — | ISHARES INC | 67,300 | $2.452M | 0.0% | $36.43 | — | MSCI RUSSIA ETF | 46434G798 |
| KOP | KOPPERS HOLDINGS INC | 59,586 | $2.449M | 0.0% | $42.63 | 0.0% | COM | 50060P106 |
| — | NUVEEN MARYLAND QLT MUN INC | 200,000 | $2.416M | 0.0% | $13.95 | — | COM | 67061Q107 |
| EGBN | EAGLE BANCORP INC MD | 40,300 | $2.412M | 0.0% | $48.34 | 0.0% | COM | 268948106 |
| CBRE | CBRE GROUP INC | 50,855 | $2.401M | 0.0% | $45.55 | 0.0% | CL A | 12504L109 |
| BF/B | BROWN FORMAN CORP | 44,000 | $2.394M | 0.0% | $46.83 | 0.0% | CL B | 115637209 |
| EFX | EQUIFAX INC | 20,212 | $2.381M | 0.0% | $111.89 | 0.0% | COM | 294429105 |
| SJM | SMUCKER J M CO | 19,121 | $2.371M | 0.0% | $97.06 | 0.0% | COM NEW | 832696405 |
| RMD | RESMED INC | 24,081 | $2.371M | 0.0% | $87.58 | 0.0% | COM | 761152107 |
| — | LEUCADIA NATL CORP | 104,247 | $2.37M | 0.0% | $22.73 | — | COM | 527288104 |
| SNPS | SYNOPSYS INC | 28,358 | $2.361M | 0.0% | $87.85 | 0.0% | COM | 871607107 |
| EME | EMCOR GROUP INC | 30,236 | $2.356M | 0.0% | $76.91 | 0.0% | COM | 29084Q100 |
| — | NATIONAL OILWELL VARCO INC | 63,970 | $2.355M | 0.0% | $36.81 | — | COM | 637071101 |
| BHF | BRIGHTHOUSE FINL INC | 45,715 | $2.35M | 0.0% | $57.75 | 0.0% | COM | 10922N103 |
| BALL | BALL CORP | 58,922 | $2.34M | 0.0% | $35.83 | 0.0% | COM | 058498106 |
| RRX | REGAL BELOIT CORP | 31,875 | $2.338M | 0.0% | $75.24 | 0.0% | COM | 758750103 |
| — | WEB COM GROUP INC | 127,200 | $2.302M | 0.0% | $18.10 | — | COM | 94733A104 |
| DGX | QUEST DIAGNOSTICS INC | 22,939 | $2.301M | 0.0% | $87.50 | 0.0% | COM | 74834L100 |
| — | HESS CORP | 45,460 | $2.301M | 0.0% | $50.62 | — | COM | 42809H107 |
| FLWS | FLWS/1-800 FLOWERS | 191,647 | $2.261M | 0.0% | $11.63 | 0.0% | CL A | 68243Q106 |
| L | LOEWS CORP | 45,439 | $2.26M | 0.0% | $48.83 | 0.0% | COM | 540424108 |
| FMC | F M C CORP | 29,400 | $2.251M | 0.0% | $60.69 | 0.0% | COM NEW | 302491303 |
| — | DIPLOMAT PHARMACY INC | 111,250 | $2.242M | 0.0% | $20.15 | — | COM | 25456K101 |
| — | ANSYS INC | 14,282 | $2.238M | 0.0% | $156.70 | — | COM | 03662Q105 |
| — | YAHOO INC | 1,595,000 | $2.233M | 0.0% | $1.23 | — | NOTE 12/0 | 984332AF3 |
| GPC | GENUINE PARTS CO | 24,679 | $2.217M | 0.0% | $76.83 | 0.0% | COM | 372460105 |
| CHRW | C H ROBINSON WORLDWIDE INC | 23,467 | $2.199M | 0.0% | $76.47 | 0.0% | COM NEW | 12541W209 |
| EXR | EXTRA SPACE STORAGE INC | 25,172 | $2.199M | 0.0% | $62.65 | 0.0% | COM | 30225T102 |
| UHAL | AMERCO | 6,359 | $2.194M | 0.0% | $35.55 | 0.0% | COM | 023586100 |
| MLM | MARTIN MARIETTA MATLS INC | 10,581 | $2.193M | 0.0% | $204.42 | 0.0% | COM | 573284106 |
| — | EXPRESS INC | 305,000 | $2.184M | 0.0% | $7.16 | — | COM | 30219E103 |
| — | GGP INC | 106,488 | $2.179M | 0.0% | $20.46 | — | COM | 36174X101 |
| MCY | MERCURY GENL CORP NEW | 47,338 | $2.171M | 0.0% | $47.65 | 0.0% | COM | 589400100 |
| MKC | MCCORMICK & CO INC | 20,401 | $2.17M | 0.0% | $45.28 | 0.0% | COM NON VTG | 579780206 |
| MASI | MASIMO CORP | 24,548 | $2.159M | 0.0% | $87.17 | 0.0% | COM | 574795100 |
| PRGS | PROGRESS SOFTWARE CORP | 55,800 | $2.146M | 0.0% | $45.83 | 0.0% | COM | 743312100 |
| MAS | MASCO CORP | 52,949 | $2.141M | 0.0% | $37.94 | 0.0% | COM | 574599106 |
| ARE | ALEXANDRIA REAL ESTATE EQ IN | 17,134 | $2.14M | 0.0% | $92.80 | 0.0% | COM | 015271109 |
| — | ASPEN TECHNOLOGY INC | 27,100 | $2.138M | 0.0% | $78.89 | — | COM | 045327103 |
| NVR | NVR INC | 761 | $2.131M | 0.0% | $3179.30 | 0.0% | COM | 62944T105 |
| — | SVB FINL GROUP | 8,863 | $2.127M | 0.0% | $239.99 | — | COM | 78486Q101 |
| NWL | NEWELL BRANDS INC | 82,494 | $2.102M | 0.0% | $19.61 | 0.0% | COM | 651229106 |
| EVTC | EVERTEC INC | 128,371 | $2.099M | 0.0% | $15.07 | 0.0% | COM | 30040P103 |
| — | PEOPLES UNITED FINANCIAL INC | 112,003 | $2.09M | 0.0% | $18.66 | — | COM | 712704105 |
| — | MCDERMOTT INTL INC | 342,171 | $2.084M | 0.0% | $6.09 | — | COM | 580037109 |
| CHD | CHURCH & DWIGHT INC | 41,128 | $2.071M | 0.0% | $44.65 | 0.0% | COM | 171340102 |
| — | REGIS CORP MINN | 136,465 | $2.065M | 0.0% | $15.13 | — | COM | 758932107 |
| — | KRATON CORPORATION | 43,200 | $2.061M | 0.0% | $47.71 | — | COM | 50077C106 |
| MORN | MORNINGSTAR INC | 21,431 | $2.047M | 0.0% | $96.16 | 0.0% | COM | 617700109 |
| — | SL GREEN RLTY CORP | 21,116 | $2.045M | 0.0% | $96.85 | — | COM | 78440X101 |
| ENS | ENERSYS | 29,400 | $2.039M | 0.0% | $65.93 | 0.0% | COM | 29275Y102 |
| — | SAGE THERAPEUTICS INC | 12,638 | $2.036M | 0.0% | $161.10 | — | COM | 78667J108 |
| CMG | CHIPOTLE MEXICAN GRILL INC | 6,302 | $2.036M | 0.0% | $6.30 | 0.0% | COM | 169656105 |
| PRI | PRIMERICA INC | 20,940 | $2.023M | 0.0% | $100.44 | 0.0% | COM | 74164M108 |
| ULTA | ULTA BEAUTY INC | 9,826 | $2.007M | 0.0% | $216.39 | 0.0% | COM | 90384S303 |
| PAYC | PAYCOM SOFTWARE INC | 18,600 | $1.997M | 0.0% | $94.10 | 0.0% | COM | 70432V102 |
| RJF | RAYMOND JAMES FINANCIAL INC | 22,314 | $1.995M | 0.0% | $55.10 | 0.0% | COM | 754730109 |
| — | NCI BUILDING SYS INC | 112,600 | $1.993M | 0.0% | $17.70 | — | COM NEW | 628852204 |
| LKQ | LKQ CORP | 52,019 | $1.974M | 0.0% | $36.45 | 0.0% | COM | 501889208 |
| AWR | AMERICAN STS WTR CO | 37,200 | $1.974M | 0.0% | $46.64 | 0.0% | COM | 029899101 |
| PVH | PVH CORP | 13,032 | $1.973M | 0.0% | $144.16 | 0.0% | COM | 693656100 |
| EQT | EQT CORP | 41,209 | $1.958M | 0.0% | $26.50 | 0.0% | COM | 26884L109 |
| FCNCA | FIRST CTZNS BANCSHARES INC N | 4,725 | $1.953M | 0.0% | $419.26 | 0.0% | CL A | 31946M103 |
| — | PS BUSINESS PKS INC CALIF | 17,230 | $1.948M | 0.0% | $113.06 | — | COM | 69360J107 |
| XRAY | DENTSPLY SIRONA INC | 38,660 | $1.945M | 0.0% | $58.89 | 0.0% | COM | 24906P109 |
| FICO | FAIR ISAAC CORP | 11,466 | $1.942M | 0.0% | $167.00 | 0.0% | COM | 303250104 |
| — | KANSAS CITY SOUTHERN | 17,429 | $1.915M | 0.0% | $109.87 | — | COM NEW | 485170302 |
| — | K12 INC | 134,753 | $1.911M | 0.0% | $14.18 | — | COM | 48273U102 |
| CNNE | CANNAE HLDGS INC | 101,000 | $1.905M | 0.0% | $17.09 | 0.0% | COM | 13765N107 |
| KMX | CARMAX INC | 30,691 | $1.901M | 0.0% | $65.37 | 0.0% | COM | 143130102 |
| EXPD | EXPEDITORS INTL WASH INC | 29,911 | $1.893M | 0.0% | $58.41 | 0.0% | COM | 302130109 |
| — | COOPER COS INC | 8,241 | $1.886M | 0.0% | $228.86 | — | COM NEW | 216648402 |
| TTWO | TAKE-TWO INTERACTIVE SOFTWAR | 19,277 | $1.885M | 0.0% | $112.01 | 0.0% | COM | 874054109 |
| PGC | PEAPACK-GLADSTONE FINL CORP | 56,274 | $1.879M | 0.0% | $32.97 | 0.0% | COM | 704699107 |
| MTRN | MATERION CORP | 36,700 | $1.874M | 0.0% | $51.05 | 0.0% | COM | 576690101 |
| CTRA | CABOT OIL & GAS CORP | 77,846 | $1.867M | 0.0% | $18.91 | 0.0% | COM | 127097103 |
| — | VIACOM INC NEW | 59,388 | $1.845M | 0.0% | $31.07 | — | CL B | 92553P201 |
| — | HCP INC | 79,078 | $1.837M | 0.0% | $23.23 | — | COM | 40414L109 |
| — | MACQUARIE INFRASTRUCTURE COR | 2,040,000 | $1.821M | 0.0% | $0.97 | — | NOTE 2.000%10/0 | 55608BAB1 |
| IFF | INTERNATIONAL FLAVORS&FRAGRA | 13,292 | $1.82M | 0.0% | $118.06 | 0.0% | COM | 459506101 |
| — | ADVANCED MICRO DEVICES INC | 1,240,000 | $1.818M | 0.0% | $1.26 | — | NOTE 2.125% 9/0 | 007903BD8 |
| MTRX | MATRIX SVC CO | 132,400 | $1.814M | 0.0% | $16.45 | 0.0% | COM | 576853105 |
| — | GRUBHUB INC | 17,800 | $1.806M | 0.0% | $101.46 | — | COM | 400110102 |
| IT | GARTNER INC | 15,258 | $1.795M | 0.0% | $124.90 | 0.0% | COM | 366651107 |
| FISI | FINANCIAL INSTNS INC | 60,495 | $1.791M | 0.0% | $21.89 | 0.0% | COM | 317585404 |
| PKG | PACKAGING CORP AMER | 15,881 | $1.79M | 0.0% | $95.04 | 0.0% | COM | 695156109 |
| APPF | APPFOLIO INC | 43,800 | $1.789M | 0.0% | $41.61 | 0.0% | COM CL A | 03783C100 |
| — | BLACKROCK MUNIHLDGS NJ QLTY | 132,807 | $1.778M | 0.0% | $15.34 | — | COM | 09254X101 |
| HSIC | SCHEIN HENRY INC | 26,419 | $1.776M | 0.0% | $55.40 | 0.0% | COM | 806407102 |
| WRLD | WORLD ACCEP CORP DEL | 16,862 | $1.776M | 0.0% | $102.99 | 0.0% | COM | 981419104 |
| ZION | ZIONS BANCORPORATION | 33,620 | $1.773M | 0.0% | $53.82 | 0.0% | COM | 989701107 |
| AFK | VANECK VECTORS ETF TR | 69,207 | $1.773M | 0.0% | $25.62 | — | AFRICA INDEX ETF | 92189F866 |
| — | INDEXIQ ETF TR | 80,000 | $1.758M | 0.0% | $21.98 | — | LNG SHT TRACK | 45409B305 |
| CDNS | CADENCE DESIGN SYSTEM INC | 47,526 | $1.748M | 0.0% | $40.78 | 0.0% | COM | 127387108 |
| UHS | UNIVERSAL HLTH SVCS INC | 14,750 | $1.747M | 0.0% | $114.66 | 0.0% | CL B | 913903100 |
| MAA | MID AMER APT CMNTYS INC | 19,126 | $1.745M | 0.0% | $68.97 | 0.0% | COM | 59522J103 |
| CVI | CVR ENERGY INC | 57,600 | $1.741M | 0.0% | $17.96 | 0.0% | COM | 12662P108 |
| — | SPRINT CORP | 356,773 | $1.741M | 0.0% | $4.88 | — | COM SER 1 | 85207U105 |
| HOLX | HOLOGIC INC | 46,403 | $1.734M | 0.0% | $40.41 | 0.0% | COM | 436440101 |
| APEI | AMERICAN PUBLIC EDUCATION IN | 40,305 | $1.733M | 0.0% | $30.67 | 0.0% | COM | 02913V103 |
| — | CONVERGYS CORP | 76,300 | $1.726M | 0.0% | $22.62 | — | COM | 212485106 |
| ALB | ALBEMARLE CORP | 18,600 | $1.725M | 0.0% | $98.71 | 0.0% | COM | 012653101 |
| MD | MEDNAX INC | 30,762 | $1.711M | 0.0% | $54.82 | 0.0% | COM | 58502B106 |
| — | SENIOR HSG PPTYS TR | 108,620 | $1.701M | 0.0% | $15.66 | — | SH BEN INT | 81721M109 |
| — | XEROX CORP | 58,882 | $1.695M | 0.0% | $28.79 | — | COM NEW | 984121608 |
| ALNT | ALLIED MOTION TECHNOLOGIES I | 42,506 | $1.69M | 0.0% | $22.16 | 0.0% | COM | 019330109 |
| TDS | TELEPHONE & DATA SYS INC | 60,246 | $1.689M | 0.0% | $27.16 | 0.0% | COM NEW | 879433829 |
| JBHT | HUNT J B TRANS SVCS INC | 14,409 | $1.688M | 0.0% | $111.28 | 0.0% | COM | 445658107 |
| JOUT | JOHNSON OUTDOORS INC | 27,121 | $1.682M | 0.0% | $63.91 | 0.0% | CL A | 479167108 |
| — | TIFFANY & CO NEW | 17,186 | $1.678M | 0.0% | $97.64 | — | COM | 886547108 |
| BWA | BORGWARNER INC | 33,359 | $1.676M | 0.0% | $41.05 | 0.0% | COM | 099724106 |
| — | OUTFRONT MEDIA INC | 89,417 | $1.676M | 0.0% | $18.74 | — | COM | 69007J106 |
| — | INDEXIQ ETF TR | 80,000 | $1.673M | 0.0% | $20.91 | — | HDG EVE DRIV | 45409B404 |
| — | BIOMARIN PHARMACEUTICAL INC | 1,498,000 | $1.657M | 0.0% | $1.19 | — | NOTE 1.500%10/1 | 09061GAF8 |
| — | LIONS GATE ENTMNT CORP | 68,342 | $1.646M | 0.0% | $24.08 | — | CL B NON VTG | 535919500 |
| FFWM | FIRST FNDTN INC | 88,110 | $1.634M | 0.0% | $17.15 | 0.0% | COM | 32026V104 |
| RYAM | RAYONIER ADVANCED MATLS INC | 76,031 | $1.632M | 0.0% | $19.57 | 0.0% | COM | 75508B104 |
| WTI | W & T OFFSHORE INC | 367,900 | $1.63M | 0.0% | $4.23 | 0.0% | COM | 92922P106 |
| ANIP | ANI PHARMACEUTICALS INC | 27,800 | $1.619M | 0.0% | $63.47 | 0.0% | COM | 00182C103 |
| MMI | MARCUS & MILLICHAP INC | 44,800 | $1.615M | 0.0% | $30.21 | 0.0% | COM | 566324109 |
| HAS | HASBRO INC | 19,079 | $1.608M | 0.0% | $70.02 | 0.0% | COM | 418056107 |
| UDR | UDR INC | 45,038 | $1.604M | 0.0% | $26.50 | 0.0% | COM | 902653104 |
| CRAI | CRA INTL INC | 30,615 | $1.601M | 0.0% | $43.01 | 0.0% | COM | 12618T105 |
| — | DUKE REALTY CORP | 60,225 | $1.594M | 0.0% | $26.47 | — | COM NEW | 264411505 |
| EPAM | EPAM SYS INC | 13,900 | $1.592M | 0.0% | $114.37 | 0.0% | COM | 29414B104 |
| — | COLONY STARWOOD HOMES | 1,415,000 | $1.584M | 0.0% | $1.12 | — | NOTE 3.500% 1/1 | 19625XAB8 |
| AVY | AVERY DENNISON CORP | 14,877 | $1.581M | 0.0% | $100.63 | 0.0% | COM | 053611109 |
| RITM | NEW RESIDENTIAL INVT CORP | 96,024 | $1.58M | 0.0% | $16.45 | — | COM NEW | 64828T201 |
| SEB | SEABOARD CORP | 370 | $1.578M | 0.0% | $4091.11 | 0.0% | COM | 811543107 |
| — | EATON VANCE MUN INCOME 2028 | 82,787 | $1.569M | 0.0% | $21.18 | — | SHS | 27829U105 |
| AOS | SMITH A O | 24,544 | $1.561M | 0.0% | $56.02 | 0.0% | COM | 831865209 |
| SBH | SALLY BEAUTY HLDGS INC | 94,908 | $1.561M | 0.0% | $17.15 | 0.0% | COM | 79546E104 |
| CHMI | CHERRY HILL MTG INVT CORP | 88,900 | $1.559M | 0.0% | $17.54 | — | COM | 164651101 |
| — | FIRSTCASH INC | 19,150 | $1.556M | 0.0% | $81.25 | — | COM | 33767D105 |
| HRL | HORMEL FOODS CORP | 45,310 | $1.555M | 0.0% | $27.67 | 0.0% | COM | 440452100 |
| SRPT | SAREPTA THERAPEUTICS INC | 20,894 | $1.548M | 0.0% | $66.68 | 0.0% | COM | 803607100 |
| LGND | LIGAND PHARMACEUTICALS INC | 9,313 | $1.538M | 0.0% | $98.89 | 0.0% | COM NEW | 53220K504 |
| FBIN | FORTUNE BRANDS HOME & SEC IN | 25,925 | $1.527M | 0.0% | $49.41 | 0.0% | COM | 34964C106 |
| JBLU | JETBLUE AIRWAYS CORP | 74,895 | $1.522M | 0.0% | $21.26 | 0.0% | COM | 477143101 |
| — | TORCHMARK CORP | 18,074 | $1.521M | 0.0% | $84.15 | — | COM | 891027104 |
| — | RADIUS HEALTH INC | 1,500,000 | $1.515M | 0.0% | $1.01 | — | NOTE 3.000% 9/0 | 750469AA6 |
| — | ESSENDANT INC | 193,900 | $1.512M | 0.0% | $7.80 | — | COM | 296689102 |
| — | INTERSECT ENT INC | 38,400 | $1.509M | 0.0% | $39.30 | — | COM | 46071F103 |
| PNW | PINNACLE WEST CAP CORP | 18,807 | $1.501M | 0.0% | $56.89 | 0.0% | COM | 723484101 |
| — | CIMAREX ENERGY CO | 16,033 | $1.499M | 0.0% | $93.49 | — | COM | 171798101 |
| EXAS | EXACT SCIENCES CORP | 37,161 | $1.499M | 0.0% | $48.78 | 0.0% | COM | 30063P105 |
| — | MFS HIGH INCOME MUN TR | 303,705 | $1.494M | 0.0% | $5.46 | — | SH BEN INT | 59318D104 |
| ARI | APOLLO COML REAL EST FIN INC | 82,686 | $1.487M | 0.0% | $17.98 | — | COM | 03762U105 |
| REG | REGENCY CTRS CORP | 25,053 | $1.478M | 0.0% | $43.83 | 0.0% | COM | 758849103 |
| — | ASHFORD HOSPITALITY TR INC | 228,402 | $1.475M | 0.0% | $6.46 | — | COM SHS | 044103109 |
| AAP | ADVANCE AUTO PARTS INC | 12,442 | $1.475M | 0.0% | $100.42 | 0.0% | COM | 00751Y106 |
| IPGP | IPG PHOTONICS CORP | 6,317 | $1.474M | 0.0% | $246.76 | 0.0% | COM | 44980X109 |
| KEX | KIRBY CORP | 19,099 | $1.47M | 0.0% | $74.83 | 0.0% | COM | 497266106 |
| EPOL | ISHARES TR | 58,526 | $1.469M | 0.0% | $25.10 | — | MSCI POLAND ETF | 46429B606 |
| — | STAMPS COM INC | 7,300 | $1.468M | 0.0% | $201.10 | — | COM NEW | 852857200 |
| — | CHESAPEAKE ENERGY CORP | 1,685,000 | $1.459M | 0.0% | $0.87 | — | NOTE 5.500% 9/1 | 165167CY1 |
| COTY | COTY INC | 79,479 | $1.454M | 0.0% | $17.91 | 0.0% | COM CL A | 222070203 |
| — | LIVEPERSON INC | 88,400 | $1.445M | 0.0% | $16.35 | — | COM | 538146101 |
| — | SYKES ENTERPRISES INC | 49,900 | $1.444M | 0.0% | $28.94 | — | COM | 871237103 |
| — | STARWOOD PPTY TR INC | 1,332,000 | $1.44M | 0.0% | $1.14 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| — | HERBALIFE LTD | 1,180,000 | $1.432M | 0.0% | $1.00 | — | NOTE 2.000% 8/1 | 42703MAB9 |
| — | CARBONITE INC | 49,600 | $1.428M | 0.0% | $28.79 | — | COM | 141337105 |
| — | PROSPECT CAPITAL CORPORATION | 1,420,000 | $1.425M | 0.0% | $1.01 | — | NOTE 4.750% 4/1 | 74348TAQ5 |
| INBK | FIRST INTERNET BANCORP | 38,470 | $1.423M | 0.0% | $38.08 | 0.0% | COM | 320557101 |
| — | FEDERAL REALTY INVT TR | 12,215 | $1.418M | 0.0% | $116.09 | — | SH BEN INT NEW | 313747206 |
| SNA | SNAP ON INC | 9,595 | $1.416M | 0.0% | $134.24 | 0.0% | COM | 833034101 |
| — | VANECK VECTORS ETF TR | 62,200 | $1.414M | 0.0% | $22.73 | — | RUSSIA ETF | 92189F403 |
| RNG | RINGCENTRAL INC | 22,200 | $1.41M | 0.0% | $58.57 | 0.0% | CL A | 76680R206 |
| RVTY | PERKINELMER INC | 18,555 | $1.405M | 0.0% | $75.69 | 0.0% | COM | 714046109 |
| CPB | CAMPBELL SOUP CO | 32,372 | $1.402M | 0.0% | $34.67 | 0.0% | COM | 134429109 |
| — | LASALLE HOTEL PPTYS | 48,225 | $1.399M | 0.0% | $29.01 | — | COM SH BEN INT | 517942108 |
| — | DEUTSCHE MUN INCOME | 124,496 | $1.394M | 0.0% | $11.81 | — | COM | 25160C106 |
| — | CALAMP CORP | 60,600 | $1.387M | 0.0% | $22.89 | — | COM | 128126109 |
| AMD | ADVANCED MICRO DEVICES INC | 138,036 | $1.387M | 0.0% | $11.86 | 0.0% | COM | 007903107 |
| TBHC | KIRKLANDS INC | 141,812 | $1.374M | 0.0% | $10.49 | 0.0% | COM | 497498105 |
| — | VERINT SYS INC | 32,101 | $1.368M | 0.0% | $42.62 | — | COM | 92343X100 |
| — | TERADYNE INC | 888,000 | $1.356M | 0.0% | $1.43 | — | NOTE 1.250%12/1 | 880770AG7 |
| NI | NISOURCE INC | 56,690 | $1.355M | 0.0% | $18.30 | 0.0% | COM | 65473P105 |
| ELS | EQUITY LIFESTYLE PPTYS INC | 15,398 | $1.352M | 0.0% | $87.80 | — | COM | 29472R108 |
| PHM | PULTE GROUP INC | 45,525 | $1.343M | 0.0% | $28.40 | 0.0% | COM | 745867101 |
| — | INPHI CORP | 1,416,000 | $1.334M | 0.0% | $1.00 | — | NOTE 0.750% 9/0 | 45772FAC1 |
| BRKR | BRUKER CORP | 44,509 | $1.332M | 0.0% | $31.56 | 0.0% | COM | 116794108 |
| CRL | CHARLES RIV LABS INTL INC | 12,401 | $1.324M | 0.0% | $107.79 | 0.0% | COM | 159864107 |
| — | BLUEPRINT MEDICINES CORP | 14,300 | $1.311M | 0.0% | $91.68 | — | COM | 09627Y109 |
| REX | REX AMERICAN RESOURCES CORP | 17,889 | $1.302M | 0.0% | $13.65 | 0.0% | COM | 761624105 |
| — | FINISH LINE INC | 96,000 | $1.3M | 0.0% | $13.54 | — | CL A | 317923100 |
| — | ZENDESK INC | 27,100 | $1.297M | 0.0% | $47.86 | — | COM | 98936J101 |
| OII | OCEANEERING INTL INC | 69,883 | $1.296M | 0.0% | $20.05 | 0.0% | COM | 675232102 |
| — | ARES CAP CORP | 1,260,000 | $1.291M | 0.0% | $1.02 | — | NOTE 3.750% 2/0 | 04010LAT0 |
| SCVL | SHOE CARNIVAL INC | 54,000 | $1.285M | 0.0% | $12.03 | 0.0% | COM | 824889109 |
| ALK | ALASKA AIR GROUP INC | 20,713 | $1.283M | 0.0% | $63.43 | 0.0% | COM | 011659109 |
| — | BRIGGS & STRATTON CORP | 59,800 | $1.28M | 0.0% | $21.40 | — | COM | 109043109 |
| FBP | FIRST BANCORP P R | 207,637 | $1.25M | 0.0% | $4.80 | 0.0% | COM NEW | 318672706 |
| DCO | DUCOMMUN INC DEL | 41,105 | $1.249M | 0.0% | $28.88 | 0.0% | COM | 264147109 |
| — | SPIRIT RLTY CAP INC NEW | 1,225,000 | $1.245M | 0.0% | $1.02 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| OMF | ONEMAIN HLDGS INC | 41,142 | $1.232M | 0.0% | $31.78 | 0.0% | COM | 68268W103 |
| NFG | NATIONAL FUEL GAS CO N J | 23,901 | $1.23M | 0.0% | $52.27 | 0.0% | COM | 636180101 |
| — | JAZZ INVESTMENTS I LTD | 1,169,000 | $1.226M | 0.0% | $1.10 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | FIREEYE INC | 1,285,000 | $1.225M | 0.0% | $0.95 | — | NOTE 1.000% 6/0 | 31816QAB7 |
| HP | HELMERICH & PAYNE INC | 18,284 | $1.217M | 0.0% | $67.45 | 0.0% | COM | 423452101 |
| HOG | HARLEY DAVIDSON INC | 28,327 | $1.215M | 0.0% | $47.85 | 0.0% | COM | 412822108 |
| SEE | SEALED AIR CORP NEW | 28,233 | $1.208M | 0.0% | $39.19 | 0.0% | COM | 81211K100 |
| — | HEIDRICK & STRUGGLES INTL IN | 38,600 | $1.206M | 0.0% | $31.24 | — | COM | 422819102 |
| — | QEP RES INC | 123,000 | $1.204M | 0.0% | $9.79 | — | COM | 74733V100 |
| — | JACOBS ENGR GROUP INC DEL | 20,279 | $1.2M | 0.0% | $59.17 | — | COM | 469814107 |
| SSTK | SHUTTERSTOCK INC | 24,900 | $1.199M | 0.0% | $47.20 | 0.0% | COM | 825690100 |
| MATX | MATSON INC | 41,700 | $1.194M | 0.0% | $27.27 | 0.0% | COM | 57686G105 |
| — | INVESCO QUALITY MUNI INC TRS | 99,857 | $1.188M | 0.0% | $12.52 | — | COM | 46133G107 |
| — | RETAIL PPTYS AMER INC | 101,697 | $1.186M | 0.0% | $11.66 | — | CL A | 76131V202 |
| — | FLIR SYS INC | 23,323 | $1.166M | 0.0% | $49.99 | — | COM | 302445101 |
| — | AVEXIS INC | 9,400 | $1.162M | 0.0% | $123.62 | — | COM | 05366U100 |
| KELYA | KELLY SVCS INC | 40,000 | $1.162M | 0.0% | $26.20 | 0.0% | CL A | 488152208 |
| ATHM | AUTOHOME INC | 13,500 | $1.16M | 0.0% | $85.93 | — | SP ADR RP CL A | 05278C107 |
| FRCB | FIRST REP BK SAN FRANCISCO C | 12,402 | $1.149M | 0.0% | $89.12 | 0.0% | COM | 33616C100 |
| — | INSULET CORP | 740,000 | $1.149M | 0.0% | $1.31 | — | NOTE 1.250% 9/1 | 45784PAF8 |
| ANGO | ANGIODYNAMICS INC | 66,314 | $1.144M | 0.0% | $16.68 | 0.0% | COM | 03475V101 |
| — | HOVNANIAN ENTERPRISES INC | 624,132 | $1.142M | 0.0% | $1.83 | — | CL A | 442487203 |
| EEM | ISHARES TR | 23,559 | $1.137M | 0.0% | $48.26 | — | MSCI EMG MKT ETF | 464287234 |
| — | CSRA INC | 27,569 | $1.137M | 0.0% | $41.24 | — | COM | 12650T104 |
| FFIC | FLUSHING FINL CORP | 42,107 | $1.135M | 0.0% | $18.69 | 0.0% | COM | 343873105 |
| — | ARRAY BIOPHARMA INC | 69,500 | $1.134M | 0.0% | $16.32 | — | COM | 04269X105 |
| PEB | PEBBLEBROOK HOTEL TR | 32,950 | $1.132M | 0.0% | $34.36 | — | COM | 70509V100 |
| — | HANESBRANDS INC | 61,368 | $1.13M | 0.0% | $18.41 | — | COM | 410345102 |
| RAIL | FREIGHTCAR AMER INC | 83,900 | $1.124M | 0.0% | $15.14 | 0.0% | COM | 357023100 |
| CTRN | CITI TRENDS INC | 35,900 | $1.11M | 0.0% | $23.66 | 0.0% | COM | 17306X102 |
| — | TRINITY INDS INC | 810,000 | $1.108M | 0.0% | $1.35 | — | NOTE 3.875% 6/0 | 896522AF6 |
| — | SQUARE INC | 505,000 | $1.107M | 0.0% | $2.19 | — | NOTE 0.375% 3/0 | 852234AB9 |
| GT | GOODYEAR TIRE & RUBR CO | 41,462 | $1.102M | 0.0% | $30.92 | 0.0% | COM | 382550101 |
| — | IMPAX LABORATORIES INC | 56,400 | $1.097M | 0.0% | $19.45 | — | COM | 45256B101 |
| — | CIENA CORP | 830,000 | $1.096M | 0.0% | $1.21 | — | NOTE 3.750%10/1 | 171779AJ0 |
| — | WORKDAY INC | 675,000 | $1.094M | 0.0% | $1.41 | — | NOTE 1.500% 7/1 | 98138HAD3 |
| — | CRAFT BREW ALLIANCE INC | 58,600 | $1.09M | 0.0% | $18.60 | — | COM | 224122101 |
| — | HALYARD HEALTH INC | 23,564 | $1.086M | 0.0% | $46.09 | — | COM | 40650V100 |
| — | APARTMENT INVT & MGMT CO | 26,660 | $1.086M | 0.0% | $40.74 | — | CL A | 03748R101 |
| — | VEDANTA LTD | 61,700 | $1.084M | 0.0% | $17.57 | — | SPONSORED ADR | 92242Y100 |
| — | SOUTHWESTERN ENERGY CO | 250,161 | $1.083M | 0.0% | $4.33 | — | COM | 845467109 |
| — | FIBROGEN INC | 23,390 | $1.081M | 0.0% | $46.22 | — | COM | 31572Q808 |
| — | FINISAR CORP | 1,095,000 | $1.079M | 0.0% | $1.08 | — | NOTE 0.500%12/1 | 31787AAM3 |
| AMKR | AMKOR TECHNOLOGY INC | 106,367 | $1.077M | 0.0% | $9.70 | 0.0% | COM | 031652100 |
| SGI | TEMPUR SEALY INTL INC | 23,169 | $1.049M | 0.0% | $13.73 | 0.0% | COM | 88023U101 |
| — | EBIX INC | 14,000 | $1.043M | 0.0% | $74.50 | — | COM NEW | 278715206 |
| GNRC | GENERAC HLDGS INC | 22,700 | $1.042M | 0.0% | $47.53 | 0.0% | COM | 368736104 |
| FSTR | FOSTER L B CO | 44,000 | $1.036M | 0.0% | $25.83 | 0.0% | COM | 350060109 |
| — | NIC INC | 77,800 | $1.035M | 0.0% | $13.30 | — | COM | 62914B100 |
| KIM | KIMCO RLTY CORP | 71,647 | $1.032M | 0.0% | $10.41 | 0.0% | COM | 49446R109 |
| — | ELLIS PERRY INTL INC | 39,600 | $1.022M | 0.0% | $25.81 | — | COM | 288853104 |
| MAC | MACERICH CO | 18,246 | $1.022M | 0.0% | $56.01 | — | COM | 554382101 |
| HUBS | HUBSPOT INC | 9,400 | $1.018M | 0.0% | $104.22 | 0.0% | COM | 443573100 |
| TTI | TETRA TECHNOLOGIES INC DEL | 267,100 | $1.002M | 0.0% | $3.93 | 0.0% | COM | 88162F105 |
| — | BOTTOMLINE TECH DEL INC | 25,700 | $996K | 0.0% | $38.75 | — | COM | 101388106 |
| QNST | QUINSTREET INC | 77,800 | $994K | 0.0% | $11.70 | 0.0% | COM | 74874Q100 |
| FOLD | AMICUS THERAPEUTICS INC | 66,032 | $993K | 0.0% | $15.22 | 0.0% | COM | 03152W109 |
| — | LOXO ONCOLOGY INC | 8,600 | $992K | 0.0% | $115.35 | — | COM | 548862101 |
| LEG | LEGGETT & PLATT INC | 22,187 | $984K | 0.0% | $45.85 | 0.0% | COM | 524660107 |
| — | CLOUD PEAK ENERGY INC | 337,500 | $982K | 0.0% | $2.91 | — | COM | 18911Q102 |
| XMHIX | PIONEER MUN HIGH INCOME TR | 84,969 | $956K | 0.0% | $11.73 | — | COM SHS | 723763108 |
| MTW | MANITOWOC CO INC | 33,500 | $953K | 0.0% | $34.31 | 0.0% | COM NEW | 563571405 |
| FLS | FLOWSERVE CORP | 21,990 | $953K | 0.0% | $36.91 | 0.0% | COM | 34354P105 |
| BZH | BEAZER HOMES USA INC | 59,700 | $952K | 0.0% | $17.72 | 0.0% | COM NEW | 07556Q881 |
| — | LIGAND PHARMACEUTICALS INC | 432,000 | $947K | 0.0% | $1.66 | — | NOTE 0.750% 8/1 | 53220KAD0 |
| CLH | CLEAN HARBORS INC | 19,277 | $941K | 0.0% | $52.41 | 0.0% | COM | 184496107 |
| MOFG | MIDWESTONE FINL GROUP INC NE | 27,955 | $931K | 0.0% | $33.02 | 0.0% | COM | 598511103 |
| BDN | BRANDYWINE RLTY TR | 58,410 | $928K | 0.0% | $15.89 | — | SH BEN INT NEW | 105368203 |
| XBTAX | BLACKROCK LONG-TERM MUNI ADV | 81,807 | $926K | 0.0% | $12.22 | — | COM | 09250B103 |
| EBS | EMERGENT BIOSOLUTIONS INC | 17,580 | $926K | 0.0% | $49.84 | 0.0% | COM | 29089Q105 |
| — | XPERI CORP | 43,650 | $923K | 0.0% | $21.15 | — | COM | 98421B100 |
| — | MDC PARTNERS INC | 127,200 | $916K | 0.0% | $7.20 | — | CL A SUB VTG | 552697104 |
| — | WHITING PETE CORP NEW | 955,000 | $904K | 0.0% | $0.90 | — | NOTE 1.250% 4/0 | 966387AL6 |
| — | ILG INC | 29,000 | $902K | 0.0% | $31.10 | — | COM | 44967H101 |
| MDU | MDU RES GROUP INC | 32,029 | $902K | 0.0% | $8.03 | 0.0% | COM | 552690109 |
| — | SCANA CORP NEW | 24,006 | $901K | 0.0% | $37.53 | — | COM | 80589M102 |
| PWR | QUANTA SVCS INC | 26,045 | $895K | 0.0% | $35.57 | 0.0% | COM | 74762E102 |
| NTNX | NUTANIX INC | 18,200 | $894K | 0.0% | $39.67 | 0.0% | CL A | 67059N108 |
| — | LYON WILLIAM HOMES | 32,300 | $888K | 0.0% | $27.49 | — | CL A NEW | 552074700 |
| — | RENEWABLE ENERGY GROUP INC | 69,013 | $883K | 0.0% | $12.79 | — | COM NEW | 75972A301 |
| LYTS | LSI INDS INC | 108,478 | $880K | 0.0% | $7.79 | 0.0% | COM | 50216C108 |
| — | AVANGRID INC | 17,193 | $879K | 0.0% | $51.13 | — | COM | 05351W103 |
| HALO | HALOZYME THERAPEUTICS INC | 44,863 | $879K | 0.0% | $19.37 | 0.0% | COM | 40637H109 |
| IRWD | IRONWOOD PHARMACEUTICALS INC | 56,269 | $868K | 0.0% | $12.46 | 0.0% | COM CL A | 46333X108 |
| — | PETROQUEST ENERGY INC | 1,493,209 | $867K | 0.0% | $3.46 | — | COM NEW | 716748306 |
| — | J2 GLOBAL INC | 665,000 | $849K | 0.0% | $1.37 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| — | AKAMAI TECHNOLOGIES INC | 825,000 | $848K | 0.0% | $0.97 | — | DBCV 2/1 | 00971TAG6 |
| — | BLUCORA INC | 34,479 | $848K | 0.0% | $24.59 | — | COM | 095229100 |
| — | STERICYCLE INC | 14,371 | $841K | 0.0% | $58.52 | — | COM | 858912108 |
| — | LANNET INC | 52,100 | $836K | 0.0% | $16.05 | — | COM | 516012101 |
| MLR | MILLER INDS INC TENN | 33,400 | $835K | 0.0% | $21.32 | 0.0% | COM NEW | 600551204 |
| — | UNIVAR INC | 30,056 | $834K | 0.0% | $27.75 | — | COM | 91336L107 |
| — | CLOVIS ONCOLOGY INC | 15,733 | $831K | 0.0% | $52.82 | — | COM | 189464100 |
| — | ASCENA RETAIL GROUP INC | 412,900 | $830K | 0.0% | $2.01 | — | COM | 04351G101 |
| ARAY | ACCURAY INC | 165,400 | $827K | 0.0% | $5.24 | 0.0% | COM | 004397105 |
| — | DYCOM INDS INC | 647,000 | $822K | 0.0% | $1.17 | — | NOTE 0.750% 9/1 | 267475AB7 |
| RBCAA | REPUBLIC BANCORP KY | 21,397 | $820K | 0.0% | $38.91 | 0.0% | CL A | 760281204 |
| — | NEWFIELD EXPL CO | 33,530 | $819K | 0.0% | $24.43 | — | COM | 651290108 |
| PEGA | PEGASYSTEMS INC | 13,400 | $813K | 0.0% | $27.01 | 0.0% | COM | 705573103 |
| BSET | BASSETT FURNITURE INDS INC | 26,798 | $813K | 0.0% | $22.88 | 0.0% | COM | 070203104 |
| — | MEDIDATA SOLUTIONS INC | 720,000 | $812K | 0.0% | $1.38 | — | NOTE 1.000% 8/0 | 58471AAB1 |
| CORT | CORCEPT THERAPEUTICS INC | 49,300 | $811K | 0.0% | $18.53 | 0.0% | COM | 218352102 |
| — | PRESIDIO INC | 51,500 | $805K | 0.0% | $15.63 | — | COM | 74102M103 |
| — | IRONWOOD PHARMACEUTICALS INC | 679,000 | $803K | 0.0% | $1.34 | — | DBCV 2.250% 6/1 | 46333XAD0 |
| — | MIDSTATES PETE CO INC | 60,100 | $801K | 0.0% | $13.33 | — | COM PAR | 59804T407 |
| RARE | ULTRAGENYX PHARMACEUTICAL IN | 15,698 | $800K | 0.0% | $50.36 | 0.0% | COM | 90400D108 |
| — | NEW RELIC INC | 10,800 | $800K | 0.0% | $74.07 | — | COM | 64829B100 |
| — | ROYAL GOLD INC | 755,000 | $797K | 0.0% | $1.11 | — | NOTE 2.875% 6/1 | 780287AA6 |
| VAC | MARRIOTT VACATIONS WRLDWDE C | 5,900 | $786K | 0.0% | $141.37 | 0.0% | COM | 57164Y107 |
| — | ENVISION HEALTHCARE CORP | 20,365 | $783K | 0.0% | $38.45 | — | COM | 29414D100 |
| CWT | CALIFORNIA WTR SVC GROUP | 20,900 | $779K | 0.0% | $34.09 | 0.0% | COM | 130788102 |
| — | SPARK THERAPEUTICS INC | 11,689 | $778K | 0.0% | $66.56 | — | COM | 84652J103 |
| — | ALLEGHENY TECHNOLOGIES INC | 425,000 | $777K | 0.0% | $1.84 | — | NOTE 4.750% 7/0 | 01741RAG7 |
| PBYI | PUMA BIOTECHNOLOGY INC | 11,407 | $776K | 0.0% | $74.88 | 0.0% | COM | 74587V107 |
| — | EMCORE CORP | 135,700 | $773K | 0.0% | $5.70 | — | COM NEW | 290846203 |
| MBWM | MERCANTILE BANK CORP | 23,153 | $770K | 0.0% | $25.60 | 0.0% | COM | 587376104 |
| — | CLOVIS ONCOLOGY INC | 660,000 | $768K | 0.0% | $1.46 | — | NOTE 2.500% 9/1 | 189464AB6 |
| — | CHENIERE ENERGY INC | 975,000 | $762K | 0.0% | $0.73 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| CDE | COEUR MNG INC | 95,100 | $761K | 0.0% | $8.00 | 0.0% | COM NEW | 192108504 |
| MAT | MATTEL INC | 57,858 | $761K | 0.0% | $15.59 | 0.0% | COM | 577081102 |
| — | IMPAX LABORATORIES INC | 765,000 | $761K | 0.0% | $0.90 | — | NOTE 2.000% 6/1 | 45256BAE1 |
| ACIW | ACI WORLDWIDE INC | 31,900 | $757K | 0.0% | $23.64 | 0.0% | COM | 004498101 |
| CVGI | COMMERCIAL VEH GROUP INC | 97,291 | $754K | 0.0% | $10.63 | 0.0% | COM | 202608105 |
| — | ZIX CORP | 176,400 | $753K | 0.0% | $4.27 | — | COM | 98974P100 |
| RGEN | REPLIGEN CORP | 20,706 | $749K | 0.0% | $35.17 | 0.0% | COM | 759916109 |
| — | TOWER INTL INC | 26,981 | $749K | 0.0% | $27.76 | — | COM | 891826109 |
| — | HAWAIIAN TELCOM HOLDCO INC | 28,000 | $747K | 0.0% | $26.68 | — | COM | 420031106 |
| TRIP | TRIPADVISOR INC | 18,252 | $746K | 0.0% | $34.77 | 0.0% | COM | 896945201 |
| BLKB | BLACKBAUD INC | 7,300 | $743K | 0.0% | $98.52 | 0.0% | COM | 09227Q100 |
| — | COLONY CAP INC | 790,000 | $743K | 0.0% | $1.01 | — | NOTE 3.875% 1/1 | 19624RAB2 |
| ANAB | ANAPTYSBIO INC | 7,100 | $739K | 0.0% | $112.70 | 0.0% | COM | 032724106 |
| — | SPARTAN MTRS INC | 42,850 | $737K | 0.0% | $17.20 | — | COM | 846819100 |
| TLYS | TILLYS INC | 64,600 | $730K | 0.0% | $9.42 | 0.0% | CL A | 886885102 |
| — | GLOBAL BLOOD THERAPEUTICS IN | 15,100 | $729K | 0.0% | $48.28 | — | COM | 37890U108 |
| MYGN | MYRIAD GENETICS INC | 24,602 | $727K | 0.0% | $33.84 | 0.0% | COM | 62855J104 |
| — | DDR CORP | 97,618 | $716K | 0.0% | $7.33 | — | COM | 23317H102 |
| — | CENTURY BANCORP INC MASS | 8,993 | $714K | 0.0% | $79.40 | — | CL A NON VTG | 156432106 |
| — | TECHTARGET INC | 35,600 | $708K | 0.0% | $19.89 | — | COM | 87874R100 |
| — | CHARTER FINL CORP MD | 34,690 | $707K | 0.0% | $20.38 | — | COM | 16122W108 |
| — | SUNPOWER CORP | 910,000 | $704K | 0.0% | $0.80 | — | DBCV 0.875% 6/0 | 867652AJ8 |
| RUSHB | RUSH ENTERPRISES INC | 16,910 | $683K | 0.0% | $17.63 | 0.0% | CL B | 781846308 |
| — | LIBERTY MEDIA CORP DELAWARE | 645,000 | $674K | 0.0% | $1.07 | — | DEB 2.250% 9/3 | 531229AE2 |
| FMNB | FARMERS NATL BANC CORP | 48,430 | $671K | 0.0% | $10.63 | 0.0% | COM | 309627107 |
| — | ARENA PHARMACEUTICALS INC | 16,942 | $669K | 0.0% | $39.49 | — | COM NEW | 040047607 |
| — | 2U INC | 7,900 | $664K | 0.0% | $84.05 | — | COM | 90214J101 |
| — | PORTOLA PHARMACEUTICALS INC | 20,214 | $660K | 0.0% | $32.65 | — | COM | 737010108 |
| BURL | BURLINGTON STORES INC | 4,926 | $656K | 0.0% | $123.55 | 0.0% | COM | 122017106 |
| — | HILLENBRAND INC | 14,300 | $656K | 0.0% | $45.87 | — | COM | 431571108 |
| INSM | INSMED INC | 28,908 | $651K | 0.0% | $26.32 | 0.0% | COM PAR $.01 | 457669307 |
| — | TESARO INC | 360,000 | $649K | 0.0% | $3.44 | — | NOTE 3.000%10/0 | 881569AA5 |
| — | PDL BIOPHARMA INC | 219,296 | $645K | 0.0% | $2.94 | — | COM | 69329Y104 |
| SGMO | SANGAMO THERAPEUTICS INC | 33,700 | $640K | 0.0% | $21.38 | 0.0% | COM | 800677106 |
| PRIM | PRIMORIS SVCS CORP | 25,500 | $637K | 0.0% | $25.66 | 0.0% | COM | 74164F103 |
| PKOH | PARK OHIO HLDGS CORP | 16,300 | $633K | 0.0% | $36.25 | 0.0% | COM | 700666100 |
| — | AMERICAN NATL INS CO | 5,393 | $631K | 0.0% | $117.00 | — | COM | 028591105 |
| — | CRAY INC | 30,400 | $629K | 0.0% | $20.69 | — | COM NEW | 225223304 |
| — | ACCELERON PHARMA INC | 16,083 | $629K | 0.0% | $39.11 | — | COM | 00434H108 |
| — | CENTRAL VALLEY CMNTY BANCORP | 32,063 | $627K | 0.0% | $19.56 | — | COM | 155685100 |
| VVV | VALVOLINE INC | 28,078 | $621K | 0.0% | $23.79 | 0.0% | COM | 92047W101 |
| — | MOMENTA PHARMACEUTICALS INC | 34,075 | $618K | 0.0% | $18.14 | — | COM | 60877T100 |
| — | IMMUNOMEDICS INC | 42,000 | $614K | 0.0% | $14.62 | — | COM | 452907108 |
| IMMR | IMMERSION CORP | 50,700 | $606K | 0.0% | $10.14 | 0.0% | COM | 452521107 |
| — | RADIUS HEALTH INC | 16,805 | $604K | 0.0% | $35.94 | — | COM NEW | 750469207 |
| ASH | ASHLAND GLOBAL HLDGS INC | 8,613 | $601K | 0.0% | $63.18 | 0.0% | COM | 044186104 |
| XNCR | XENCOR INC | 20,021 | $600K | 0.0% | $26.15 | 0.0% | COM | 98401F105 |
| — | EURONET WORLDWIDE INC | 505,000 | $598K | 0.0% | $1.36 | — | NOTE 1.500%10/0 | 298736AH2 |
| — | DYNAVAX TECHNOLOGIES CORP | 30,100 | $597K | 0.0% | $19.83 | — | COM NEW | 268158201 |
| — | RTI INTL METALS INC | 550,000 | $581K | 0.0% | $1.07 | — | NOTE 1.625%10/1 | 74973WAB3 |
| NAVI | NAVIENT CORPORATION | 44,271 | $581K | 0.0% | $13.60 | 0.0% | COM | 63938C108 |
| FOSL | FOSSIL GROUP INC | 44,800 | $569K | 0.0% | $11.05 | 0.0% | COM | 34988V106 |
| — | NAVISTAR INTL CORP NEW | 550,000 | $567K | 0.0% | $1.10 | — | NOTE 4.750% 4/1 | 63934EAS7 |
| WTBA | WEST BANCORPORATION INC | 21,940 | $562K | 0.0% | $25.27 | 0.0% | CAP STK | 95123P106 |
| — | SHILOH INDS INC | 63,600 | $553K | 0.0% | $8.69 | — | COM | 824543102 |
| RRC | RANGE RES CORP | 38,008 | $553K | 0.0% | $14.95 | 0.0% | COM | 75281A109 |
| ARMK | ARAMARK | 13,902 | $550K | 0.0% | $27.76 | 0.0% | COM | 03852U106 |
| — | SPECTRUM PHARMACEUTICALS INC | 34,097 | $549K | 0.0% | $16.10 | — | COM | 84763A108 |
| — | ENCORE CAP GROUP INC | 475,000 | $545K | 0.0% | $1.15 | — | NOTE 3.000% 7/0 | 292554AF9 |
| — | INTEGRATED DEVICE TECHNOLOGY | 482,000 | $544K | 0.0% | $1.06 | — | NOTE 0.875%11/1 | 458118AC0 |
| — | DEPOMED INC | 82,500 | $544K | 0.0% | $6.59 | — | COM | 249908104 |
| FONR | FONAR CORP | 18,200 | $542K | 0.0% | $24.95 | 0.0% | COM NEW | 344437405 |
| — | VEECO INSTRS INC DEL | 592,000 | $540K | 0.0% | $1.02 | — | NOTE 2.700% 1/1 | 922417AD2 |
| — | HABIT RESTAURANTS INC | 61,000 | $537K | 0.0% | $8.80 | — | COM CL A | 40449J103 |
| — | BRIDGE BANCORP INC | 15,843 | $532K | 0.0% | $33.58 | — | COM | 108035106 |
| — | LSC COMMUNICATIONS INC | 30,300 | $529K | 0.0% | $17.46 | — | COM | 50218P107 |
| — | HC2 HLDGS INC | 99,300 | $522K | 0.0% | $5.26 | — | COM | 404139107 |
| MGNX | MACROGENICS INC | 20,638 | $519K | 0.0% | $24.29 | 0.0% | COM | 556099109 |
| UAA | UNDER ARMOUR INC | 31,162 | $509K | 0.0% | $15.65 | 0.0% | CL A | 904311107 |
| — | PACIFIC ETHANOL INC | 166,695 | $500K | 0.0% | $3.00 | — | COM PAR $.001 | 69423U305 |
| SCL | STEPAN CO | 5,965 | $496K | 0.0% | $79.22 | 0.0% | COM | 858586100 |
| LPX | LOUISIANA PAC CORP | 17,250 | $496K | 0.0% | $28.66 | 0.0% | COM | 546347105 |
| AL | AIR LEASE CORP | 11,581 | $494K | 0.0% | $39.96 | 0.0% | CL A | 00912X302 |
| — | ANALOGIC CORP | 5,150 | $494K | 0.0% | $95.92 | — | COM PAR $0.05 | 032657207 |
| DRH | DIAMONDROCK HOSPITALITY CO | 47,246 | $493K | 0.0% | $10.43 | — | COM | 252784301 |
| POWL | POWELL INDS INC | 18,156 | $487K | 0.0% | $24.05 | 0.0% | COM | 739128106 |
| — | INTERDIGITAL INC | 418,000 | $486K | 0.0% | $1.22 | — | NOTE 1.500% 3/0 | 458660AD9 |
| — | ACORDA THERAPEUTICS INC | 20,570 | $486K | 0.0% | $23.63 | — | COM | 00484M106 |
| — | GROUPON INC | 111,700 | $485K | 0.0% | $4.34 | — | COM | 399473107 |
| SLAB | SILICON LABORATORIES INC | 5,400 | $485K | 0.0% | $94.32 | 0.0% | COM | 826919102 |
| — | WAYFAIR INC | 500,000 | $476K | 0.0% | $0.97 | — | NOTE 0.375% 9/0 | 94419LAA9 |
| — | GENERAL CABLE CORP DEL NEW | 16,000 | $474K | 0.0% | $29.63 | — | COM | 369300108 |
| HURC | HURCO COMPANIES INC | 10,300 | $473K | 0.0% | $44.77 | 0.0% | COM | 447324104 |
| — | FTD COS INC | 127,900 | $466K | 0.0% | $3.64 | — | COM | 30281V108 |
| NHTC | NATURAL HEALTH TRENDS CORP | 24,500 | $466K | 0.0% | $16.95 | 0.0% | COM PAR $.001 | 63888P406 |
| — | ALDER BIOPHARMACEUTICALS INC | 36,220 | $460K | 0.0% | $12.70 | — | COM | 014339105 |
| — | BRISTOW GROUP INC | 415,000 | $459K | 0.0% | $1.11 | — | NOTE 4.500% 6/0 | 110394AF0 |
| CNTY | CENTURY CASINOS INC | 61,272 | $457K | 0.0% | $8.61 | 0.0% | COM | 156492100 |
| AFIIQ | ARMSTRONG FLOORING INC | 33,700 | $457K | 0.0% | $15.09 | 0.0% | COM | 04238R106 |
| — | MERIDIAN BIOSCIENCE INC | 31,400 | $446K | 0.0% | $14.20 | — | COM | 589584101 |
| UA | UNDER ARMOUR INC | 31,029 | $445K | 0.0% | $14.09 | 0.0% | CL C | 904311206 |
| CATO | CATO CORP NEW | 30,200 | $445K | 0.0% | $8.01 | 0.0% | CL A | 149205106 |
| — | GUIDEWIRE SOFTWARE INC | 450,000 | $442K | 0.0% | $0.98 | — | NOTE 1.250% 3/1 | 40171VAA8 |
| — | INSMED INC | 500,000 | $442K | 0.0% | $0.88 | — | NOTE 1.750% 1/1 | 457669AA7 |
| — | ELECTRONICS FOR IMAGING INC | 452,000 | $439K | 0.0% | $1.08 | — | NOTE 0.750% 9/0 | 286082AC6 |
| — | CHESAPEAKE LODGING TR | 15,699 | $437K | 0.0% | $27.84 | — | SH BEN INT | 165240102 |
| SPSC | SPS COMM INC | 6,800 | $436K | 0.0% | $28.29 | 0.0% | COM | 78463M107 |
| FBIZ | FIRST BUS FINL SVCS INC WIS | 17,290 | $435K | 0.0% | $19.36 | 0.0% | COM | 319390100 |
| ZD | J2 GLOBAL INC | 5,400 | $426K | 0.0% | $67.67 | 0.0% | COM | 48123V102 |
| — | INSTRUCTURE INC | 10,000 | $422K | 0.0% | $42.20 | — | COM | 45781U103 |
| MDXG | MIMEDX GROUP INC | 60,332 | $421K | 0.0% | $11.64 | 0.0% | COM | 602496101 |
| — | GENOMIC HEALTH INC | 13,337 | $417K | 0.0% | $31.27 | — | COM | 37244C101 |
| — | GOGO INC | 465,000 | $414K | 0.0% | $0.92 | — | NOTE 3.750% 3/0 | 38046CAB5 |
| — | RIGNET INC | 29,971 | $408K | 0.0% | $13.61 | — | COM | 766582100 |
| STC | STEWART INFORMATION SVCS COR | 9,200 | $404K | 0.0% | $43.07 | 0.0% | COM | 860372101 |
| — | LIBERTY TAX INC | 39,400 | $398K | 0.0% | $10.10 | — | CL A | 53128T102 |
| RBB | RBB BANCORP | 15,100 | $398K | 0.0% | $26.51 | 0.0% | COM | 74930B105 |
| — | MONOTYPE IMAGING HOLDINGS IN | 17,700 | $397K | 0.0% | $22.43 | — | COM | 61022P100 |
| HOFT | HOOKER FURNITURE CORP | 10,815 | $397K | 0.0% | $38.65 | 0.0% | COM | 439038100 |
| JPPYY | JUPAI HLDGS LTD | 19,400 | $395K | 0.0% | $20.36 | — | ADS | 48205B107 |
| BHE | BENCHMARK ELECTRS INC | 13,200 | $394K | 0.0% | $24.93 | 0.0% | COM | 08160H101 |
| SAIC | SCIENCE APPLICATNS INTL CP N | 4,969 | $392K | 0.0% | $75.45 | 0.0% | COM | 808625107 |
| — | BEMIS INC | 8,974 | $391K | 0.0% | $43.57 | — | COM | 081437105 |
| HBNC | HORIZON BANCORP IND | 12,877 | $386K | 0.0% | $19.51 | 0.0% | COM | 440407104 |
| OGS | ONE GAS INC | 5,850 | $386K | 0.0% | $67.29 | 0.0% | COM | 68235P108 |
| — | USA TECHNOLOGIES INC | 42,450 | $382K | 0.0% | $9.00 | — | COM NO PAR | 90328S500 |
| — | TERRITORIAL BANCORP INC | 12,717 | $377K | 0.0% | $29.65 | — | COM | 88145X108 |
| — | DURECT CORP | 171,400 | $367K | 0.0% | $2.14 | — | COM | 266605104 |
| WMS | ADVANCED DRAIN SYS INC DEL | 14,000 | $363K | 0.0% | $23.25 | 0.0% | COM | 00790R104 |
| YELP | YELP INC | 8,600 | $359K | 0.0% | $43.51 | 0.0% | CL A | 985817105 |
| — | ZIOPHARM ONCOLOGY INC | 91,597 | $359K | 0.0% | $3.92 | — | COM | 98973P101 |
| — | XO GROUP INC | 17,300 | $359K | 0.0% | $20.75 | — | COM | 983772104 |
| — | FIRST FINANCIAL NORTHWEST IN | 21,272 | $356K | 0.0% | $16.74 | — | COM | 32022K102 |
| — | HERITAGE CRYSTAL CLEAN INC | 14,878 | $350K | 0.0% | $23.52 | — | COM | 42726M106 |
| ETSY | ETSY INC | 12,400 | $348K | 0.0% | $22.47 | 0.0% | COM | 29786A106 |
| MPWR | MONOLITHIC PWR SYS INC | 3,000 | $347K | 0.0% | $111.03 | 0.0% | COM | 609839105 |
| EGP | EASTGROUP PPTY INC | 4,200 | $347K | 0.0% | $82.62 | — | COM | 277276101 |
| FNWB | FIRST NORTHWEST BANCORP | 20,025 | $338K | 0.0% | $14.81 | 0.0% | COM | 335834107 |
| — | J ALEXANDERS HLDGS INC | 29,400 | $337K | 0.0% | $11.46 | — | COM | 46609J106 |
| EGRX | EAGLE PHARMACEUTICALS INC | 6,371 | $336K | 0.0% | $58.15 | 0.0% | COM | 269796108 |
| — | MEET GROUP INC | 160,300 | $335K | 0.0% | $2.09 | — | COM | 58513U101 |
| — | YRC WORLDWIDE INC | 37,950 | $335K | 0.0% | $8.83 | — | COM PAR $.01 | 984249607 |
| — | CIVITAS SOLUTIONS INC | 21,600 | $333K | 0.0% | $15.42 | — | COM | 17887R102 |
| PCRX | PACIRA PHARMACEUTICALS INC | 10,500 | $327K | 0.0% | $35.61 | 0.0% | COM | 695127100 |
| MLP | MAUI LD & PINEAPPLE INC | 27,600 | $322K | 0.0% | $13.30 | 0.0% | COM | 577345101 |
| — | FIVE PRIME THERAPEUTICS INC | 18,427 | $317K | 0.0% | $17.20 | — | COM | 33830X104 |
| BLBD | BLUE BIRD CORP | 13,300 | $315K | 0.0% | $21.89 | 0.0% | COM | 095306106 |
| GDEN | GOLDEN ENTMT INC | 13,393 | $311K | 0.0% | $25.71 | 0.0% | COM | 381013101 |
| — | ELEVATE CREDIT INC | 42,800 | $303K | 0.0% | $7.08 | — | COM | 28621V101 |
| — | INDEPENDENCE HLDG CO NEW | 8,428 | $300K | 0.0% | $35.60 | — | COM NEW | 453440307 |
| — | SYNERGY PHARMACEUTICALS DEL | 160,959 | $295K | 0.0% | $1.83 | — | COM NEW | 871639308 |
| — | KERYX BIOPHARMACEUTICALS INC | 71,800 | $294K | 0.0% | $4.09 | — | COM | 492515101 |
| BWFG | BANKWELL FINL GROUP INC | 8,952 | $289K | 0.0% | $27.30 | 0.0% | COM | 06654A103 |
| — | INVESCO MUN TR | 24,087 | $282K | 0.0% | $12.80 | — | COM | 46131J103 |
| — | DEL TACO RESTAURANTS INC | 27,000 | $280K | 0.0% | $10.37 | — | COM | 245496104 |
| EVR | EVERCORE INC | 3,180 | $277K | 0.0% | $79.15 | 0.0% | CLASS A | 29977A105 |
| — | PROVIDENCE SVC CORP | 4,000 | $277K | 0.0% | $69.25 | — | COM | 743815102 |
| — | ELLIE MAE INC | 3,000 | $276K | 0.0% | $92.00 | — | COM | 28849P100 |
| SHBI | SHORE BANCSHARES INC | 14,604 | $275K | 0.0% | $17.92 | 0.0% | COM | 825107105 |
| — | OVERSEAS SHIPHOLDING GROUP I | 95,400 | $271K | 0.0% | $2.84 | — | CL A NEW | 69036R863 |
| TTEC | TTEC HLDGS INC | 8,600 | $264K | 0.0% | $37.11 | 0.0% | COM | 89854H102 |
| — | BITAUTO HLDGS LTD | 12,300 | $260K | 0.0% | $21.14 | — | SPONSORED ADS | 091727107 |
| — | TEVA PHARMACEUTICAL FIN LLC | 295,000 | $260K | 0.0% | $1.05 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| ORN | ORION GROUP HOLDINGS INC | 39,100 | $258K | 0.0% | $7.18 | 0.0% | COM | 68628V308 |
| ACLS | AXCELIS TECHNOLOGIES INC | 10,500 | $258K | 0.0% | $26.28 | 0.0% | COM NEW | 054540208 |
| CMT | CORE MOLDING TECHNOLOGIES IN | 14,400 | $257K | 0.0% | $19.41 | 0.0% | COM | 218683100 |
| — | J JILL INC | 57,000 | $252K | 0.0% | $4.42 | — | COM | 46620W102 |
| PENN | PENN NATL GAMING INC | 9,400 | $247K | 0.0% | $28.89 | 0.0% | COM | 707569109 |
| — | REDWOOD TR INC | 250,000 | $243K | 0.0% | $1.00 | — | NOTE 4.750% 8/1 | 758075AC9 |
| BSRR | SIERRA BANCORP | 9,031 | $241K | 0.0% | $20.44 | 0.0% | COM | 82620P102 |
| — | OLD LINE BANCSHARES INC | 7,100 | $234K | 0.0% | $32.96 | — | COM | 67984M100 |
| — | REALPAGE INC | 4,500 | $232K | 0.0% | $51.56 | — | COM | 75606N109 |
| CCNE | CNB FINL CORP PA | 7,683 | $223K | 0.0% | $22.30 | 0.0% | COM | 126128107 |
| CRD/B | CRAWFORD & CO | 26,900 | $221K | 0.0% | $7.35 | 0.0% | CL B | 224633107 |
| — | QUALITY SYS INC | 15,900 | $217K | 0.0% | $13.65 | — | COM | 747582104 |
| — | ERA GROUP INC | 23,000 | $215K | 0.0% | $9.35 | — | COM | 26885G109 |
| — | NEW YORK CMNTY BANCORP INC | 16,417 | $214K | 0.0% | $13.04 | — | COM | 649445103 |
| — | ARC DOCUMENT SOLUTIONS INC | 96,900 | $213K | 0.0% | $2.20 | — | COM | 00191G103 |
| — | ELECTRO SCIENTIFIC INDS | 11,000 | $213K | 0.0% | $19.36 | — | COM | 285229100 |
| — | UNIT CORP | 10,700 | $211K | 0.0% | $19.72 | — | COM | 909218109 |
| BCBP | BCB BANCORP INC | 13,500 | $211K | 0.0% | $10.29 | 0.0% | COM | 055298103 |
| SMG | SCOTTS MIRACLE GRO CO | 2,448 | $210K | 0.0% | $72.13 | 0.0% | CL A | 810186106 |
| — | PRA HEALTH SCIENCES INC | 2,500 | $207K | 0.0% | $82.80 | — | COM | 69354M108 |
| DIOD | DIODES INC | 6,700 | $204K | 0.0% | $29.93 | 0.0% | COM | 254543101 |
| — | QUIDEL CORP | 3,900 | $202K | 0.0% | $51.79 | — | COM | 74838J101 |
| — | BARNES & NOBLE ED INC | 29,200 | $201K | 0.0% | $6.88 | — | COM | 06777U101 |
| UCTT | ULTRA CLEAN HLDGS INC | 10,400 | $200K | 0.0% | $21.09 | 0.0% | COM | 90385V107 |
| AZTA | BROOKS AUTOMATION INC | 7,400 | $200K | 0.0% | $26.27 | 0.0% | COM | 114340102 |
| — | DEAN FOODS CO NEW | 22,800 | $197K | 0.0% | $8.64 | — | COM NEW | 242370203 |
| AROC | ARCHROCK INC | 22,500 | $197K | 0.0% | $6.09 | 0.0% | COM | 03957W106 |
| — | SPARTON CORP | 11,000 | $192K | 0.0% | $17.45 | — | COM | 847235108 |
| — | DEL FRISCOS RESTAURANT GROUP | 12,500 | $191K | 0.0% | $15.28 | — | COM | 245077102 |
| — | OFFICE DEPOT INC | 81,100 | $174K | 0.0% | $2.15 | — | COM | 676220106 |
| PLAB | PHOTRONICS INC | 21,000 | $173K | 0.0% | $8.37 | 0.0% | COM | 719405102 |
| — | HALCON RES CORP | 35,100 | $171K | 0.0% | $4.87 | — | COM PAR NEW | 40537Q605 |
| — | SI FINL GROUP INC MD | 11,800 | $170K | 0.0% | $14.41 | — | COM | 78425V104 |
| — | LEXICON PHARMACEUTICALS INC | 127,000 | $165K | 0.0% | $2.08 | — | NOTE 5.250%12/0 | 528872AB0 |
| HCKT | HACKETT GROUP INC | 10,200 | $164K | 0.0% | $16.70 | 0.0% | COM | 404609109 |
| — | ASHFORD HOSPITALITY PRIME IN | 16,800 | $163K | 0.0% | $9.70 | — | COM | 044102101 |
| — | RTI SURGICAL INC | 32,800 | $151K | 0.0% | $4.60 | — | COM | 74975N105 |
| — | HIGHPOINT RES CORP | 28,100 | $143K | 0.0% | $5.09 | — | COM | 43114K108 |
| — | VALHI INC NEW | 23,400 | $142K | 0.0% | $6.07 | — | COM | 918905100 |
| — | BANK COMM HLDGS | 12,200 | $142K | 0.0% | $11.64 | — | COM | 06424J103 |
| — | ECLIPSE RES CORP | 96,600 | $139K | 0.0% | $1.44 | — | COM | 27890G100 |
| HNRG | HALLADOR ENERGY COMPANY | 20,100 | $138K | 0.0% | $6.65 | 0.0% | COM | 40609P105 |
| — | REX ENERGY CORPORATION | 141,701 | $129K | 0.0% | $2.89 | — | COM NEW | 761565506 |
| SND | SMART SAND INC | 22,000 | $128K | 0.0% | $8.24 | 0.0% | COM | 83191H107 |
| — | INTEVAC INC | 18,300 | $126K | 0.0% | $6.89 | — | COM | 461148108 |
| — | BLACKROCK MUNIYIELD NY QLTY | 10,000 | $121K | 0.0% | $12.10 | — | COM | 09255E102 |
| VRA | VERA BRADLEY INC | 11,000 | $117K | 0.0% | $10.28 | 0.0% | COM | 92335C106 |
| RVSB | RIVERVIEW BANCORP INC | 10,400 | $97,000 | 0.0% | $7.25 | 0.0% | COM | 769397100 |
| — | CONTANGO OIL & GAS COMPANY | 26,200 | $93,000 | 0.0% | $3.55 | — | COM NEW | 21075N204 |
| — | TELIGENT INC NEW | 25,900 | $87,000 | 0.0% | $3.36 | — | COM | 87960W104 |
| IDT | IDT CORP | 10,700 | $67,000 | 0.0% | $9.13 | 0.0% | CL B NEW | 448947507 |
| — | NEW YORK & CO INC | 19,500 | $66,000 | 0.0% | $3.38 | — | COM | 649295102 |
| — | QUANTUM CORP | 13,500 | $49,000 | 0.0% | $3.63 | — | COM NEW | 747906501 |
| RLGT | RADIANT LOGISTICS INC | 12,400 | $48,000 | 0.0% | $4.26 | 0.0% | COM | 75025X100 |