Location: New York, NY
CIK: 0000061227 · Show all filings
Period: Q2 2018 (← Previous) (Next →)
Filing Date: Aug 6, 2018
Total Value: $14.44B (85.9% shares, 14.1% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| SPY | SPDR S&P 500 ETF TR | 1,762,767 | $478M | 3.3% | $271.28 | $272.89 | -0.6% | TR UNIT | 78462F103 |
| VOO | VANGUARD INDEX FDS | 1,768,384 | $441M | 3.1% | $249.51 | $250.84 | -0.5% | S&P 500 ETF SHS | 922908363 |
| AAPL | APPLE INC | 2,148,038 | $398M | 2.8% | $185.11 * | $40.60 | +7.6% | COM | 037833100 |
| MSFT | MICROSOFT CORP | 3,288,851 | $324M | 2.2% | $98.61 * | $84.31 | +8.5% | COM | 594918104 |
| AMZN | AMAZON COM INC | 172,608 | $293M | 2.0% | $1699.80 * | $71.51 | +18.9% | COM | 023135106 |
| META | FACEBOOK INC | 1,052,225 | $204M | 1.4% | $194.32 | $178.31 | +8.2% | CL A | 30303M102 |
| GOOGL | ALPHABET INC | 122,029 | $138M | 1.0% | $1129.19 * | $55.03 | +1.8% | CAP STK CL A | 02079K305 |
| JPM | JPMORGAN CHASE & CO | 1,246,686 | $130M | 0.9% | $104.20 * | $91.43 | -7.5% | COM | 46625H100 |
| TALO | TALOS ENERGY INC | 3,986,734 | $128M | 0.9% | $32.13 | $32.68 | -1.7% | COM | 87484T108 |
| GOOG | ALPHABET INC | 109,226 | $122M | 0.8% | $1115.65 * | $54.79 | +1.1% | CAP STK CL C | 02079K107 |
| BAC | BANK AMER CORP | 3,967,235 | $112M | 0.8% | $28.19 * | $23.88 | -1.4% | COM | 060505104 |
| JNJ | JOHNSON & JOHNSON | 912,660 | $111M | 0.8% | $121.34 * | $107.93 | -8.8% | COM | 478160104 |
| UNH | UNITEDHEALTH GROUP INC | 435,922 | $107M | 0.7% | $245.34 * | $201.13 | +8.1% | COM | 91324P102 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 569,471 | $106M | 0.7% | $186.65 | $205.08 | -9.0% | CL B NEW | 084670702 |
| XOM | EXXON MOBIL CORP | 1,260,588 | $104M | 0.7% | $82.73 * | $55.74 | +5.1% | COM | 30231G102 |
| BA | BOEING CO | 301,101 | $101M | 0.7% | $335.51 * | $322.88 | +0.0% | COM | 097023105 |
| V | VISA INC | 746,076 | $98.82M | 0.7% | $132.45 * | $114.76 | +9.6% | COM CL A | 92826C839 |
| CVX | CHEVRON CORP NEW | 756,453 | $95.64M | 0.7% | $126.43 * | $85.03 | +7.2% | COM | 166764100 |
| — | DISH NETWORK CORP | 95,931,000 | $93.14M | 0.6% | $0.97 | $1.12 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| WFC | WELLS FARGO CO NEW | 1,638,487 | $90.84M | 0.6% | $55.44 * | $47.55 | -5.4% | COM | 949746101 |
| — | DANAHER CORP DEL | 23,577,000 | $89.12M | 0.6% | $3.78 | $2.00 | — | DBCV 1/2 | 235851AF9 |
| INTC | INTEL CORP | 1,633,882 | $81.22M | 0.6% | $49.71 * | $40.30 | +4.9% | COM | 458140100 |
| PEP | PEPSICO INC | 719,375 | $78.32M | 0.5% | $108.87 * | $89.25 | -2.9% | COM | 713448108 |
| MA | MASTERCARD INCORPORATED | 397,491 | $78.11M | 0.5% | $196.52 * | $164.29 | +14.7% | CL A | 57636Q104 |
| T | AT&T INC | 2,412,207 | $77.46M | 0.5% | $32.11 * | $15.66 | -10.2% | COM | 00206R102 |
| — | MICROCHIP TECHNOLOGY INC | 40,127,000 | $70.1M | 0.5% | $1.75 | $1.14 | — | NOTE 1.625% 2/1 | 595017AD6 |
| HD | HOME DEPOT INC | 355,893 | $69.44M | 0.5% | $195.10 * | $154.72 | +5.0% | COM | 437076102 |
| PG | PROCTER AND GAMBLE CO | 863,180 | $67.38M | 0.5% | $78.06 * | $67.87 | -5.4% | COM | 742718109 |
| NFLX | NETFLIX INC | 169,338 | $66.28M | 0.5% | $391.43 * | $27.42 | +42.7% | COM | 64110L106 |
| — | NICE SYS INC | 48,289,000 | $64.2M | 0.4% | $1.33 | $1.24 | — | NOTE 1.250% 1/1 | 65366HAB9 |
| PFE | PFIZER INC | 1,753,914 | $63.63M | 0.4% | $36.28 * | $24.24 | +1.4% | COM | 717081103 |
| — | WEATHERFORD INTL LTD | 63,755,000 | $62.88M | 0.4% | $0.99 | $1.12 | — | NOTE 5.875% 7/0 | 947075AH0 |
| IBM | INTERNATIONAL BUSINESS MACHS | 435,383 | $60.82M | 0.4% | $139.70 * | $107.30 | -10.4% | COM | 459200101 |
| — | PRICELINE GRP INC | 50,697,000 | $60.69M | 0.4% | $1.20 | $1.24 | — | NOTE 0.900% 9/1 | 741503AX4 |
| — | AIR LEASE CORP | 41,487,000 | $59.94M | 0.4% | $1.44 | $1.32 | — | NOTE 3.875%12/0 | 00912XAK0 |
| ORCL | ORACLE CORP | 1,340,742 | $59.07M | 0.4% | $44.06 * | $43.74 | -9.9% | COM | 68389X105 |
| — | ANTHEM INC | 17,994,000 | $58.89M | 0.4% | $3.27 | $2.17 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | INTEL CORP | 23,866,000 | $57.19M | 0.4% | $2.40 | $2.01 | — | SDCV 3.250% 8/0 | 458140AF7 |
| WMT | WALMART INC | 666,681 | $57.1M | 0.4% | $85.65 * | $28.20 | -9.8% | COM | 931142103 |
| — | HESS CORP | 738,788 | $55.84M | 0.4% | $75.59 | $60.25 | — | DEP PDF SR A | 42809H404 |
| C | CITIGROUP INC | 821,315 | $54.96M | 0.4% | $66.92 * | $57.64 | -10.4% | COM NEW | 172967424 |
| NVDA | NVIDIA CORP | 229,939 | $54.47M | 0.4% | $236.90 * | $5.81 | +0.9% | COM | 67066G104 |
| — | COMSTOCK RES INC | 54,493,777 | $54.06M | 0.4% | $0.99 | $0.76 | — | NOTE 9.500% 6/1 | 205768AN4 |
| — | RED HAT INC | 28,985,000 | $52.93M | 0.4% | $1.83 | $1.38 | — | NOTE 0.250%10/0 | 756577AD4 |
| — | MICRON TECHNOLOGY INC | 29,293,000 | $52.83M | 0.4% | $1.80 | $1.10 | — | NOTE 3.000%11/1 | 595112AY9 |
| GILD | GILEAD SCIENCES INC | 739,292 | $52.37M | 0.4% | $70.84 * | $58.83 | -9.5% | COM | 375558103 |
| CSCO | CISCO SYS INC | 1,214,826 | $52.27M | 0.4% | $43.03 * | $33.47 | +2.3% | COM | 17275R102 |
| — | OASIS PETE INC NEW | 39,577,000 | $51.43M | 0.4% | $1.30 | $1.17 | — | NOTE 2.625% 9/1 | 674215AJ7 |
| — | LUMENTUM HLDGS INC | 42,986,000 | $51.06M | 0.4% | $1.19 | $1.26 | — | NOTE 0.250% 3/1 | 55024UAB5 |
| CMCSA | COMCAST CORP NEW | 1,554,631 | $51.01M | 0.4% | $32.81 * | $31.31 | -13.6% | CL A | 20030N101 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 40,795,000 | $50.26M | 0.3% | $1.23 | $1.04 | — | NOTE 2.250% 6/0 | 049164BH8 |
| ABT | ABBOTT LABS | 817,279 | $49.85M | 0.3% | $60.99 * | $52.64 | +1.6% | COM | 002824100 |
| — | MACQUARIE INFRASTRUCTURE COR | 49,888,000 | $49.62M | 0.3% | $0.99 | $1.15 | — | NOTE 2.875% 7/1 | 55608BAA3 |
| CNC | CENTENE CORP DEL | 396,968 | $48.91M | 0.3% | $123.21 * | $52.13 | +18.2% | COM | 15135B101 |
| — | BANK AMER CORP | 38,992 | $48.81M | 0.3% | $1251.74 | $1223.22 | — | 7.25%CNV PFD L | 060505682 |
| VZ | VERIZON COMMUNICATIONS INC | 967,057 | $48.65M | 0.3% | $50.31 * | $33.03 | +1.5% | COM | 92343V104 |
| COST | COSTCO WHSL CORP NEW | 232,570 | $48.6M | 0.3% | $208.98 * | $169.48 | +11.1% | COM | 22160K105 |
| — | INDEXIQ ETF TR | 1,994,000 | $47.92M | 0.3% | $24.03 | $24.55 | — | IQ S&P HGH YLD | 45409B412 |
| ABBV | ABBVIE INC | 516,897 | $47.89M | 0.3% | $92.65 * | $78.53 | -14.7% | COM | 00287Y109 |
| MU | MICRON TECHNOLOGY INC | 905,941 | $47.51M | 0.3% | $52.44 * | $46.70 | +9.6% | COM | 595112103 |
| LMT | LOCKHEED MARTIN CORP | 157,976 | $46.67M | 0.3% | $295.43 * | $274.20 | -11.9% | COM | 539830109 |
| HUM | HUMANA INC | 151,354 | $45.05M | 0.3% | $297.63 * | $253.12 | +10.3% | COM | 444859102 |
| — | BIOMARIN PHARMACEUTICAL INC | 44,195,000 | $44.76M | 0.3% | $1.01 | $1.01 | — | NOTE 0.599% 8/0 | 09061GAH4 |
| — | CITRIX SYS INC | 30,433,000 | $44.25M | 0.3% | $1.45 | $1.16 | — | NOTE 0.500% 4/1 | 177376AD2 |
| COP | CONOCOPHILLIPS | 632,705 | $44.05M | 0.3% | $69.62 * | $43.76 | +23.9% | COM | 20825C104 |
| WDC | WESTERN DIGITAL CORP | 567,089 | $43.9M | 0.3% | $77.41 * | $61.23 | -11.6% | COM | 958102105 |
| MPC | MARATHON PETE CORP | 625,660 | $43.9M | 0.3% | $70.16 * | $54.01 | +2.4% | COM | 56585A102 |
| XPO | XPO LOGISTICS INC | 437,509 | $43.83M | 0.3% | $100.18 * | $26.79 | +29.3% | COM | 983793100 |
| — | WELLS FARGO CO NEW | 34,692 | $43.71M | 0.3% | $1259.89 | $1288.47 | — | PERP PFD CNV A | 949746804 |
| — | VERINT SYS INC | 42,826,000 | $42.22M | 0.3% | $0.99 | $1.07 | — | NOTE 1.500% 6/0 | 92343XAA8 |
| LLY | LILLY ELI & CO | 494,207 | $42.17M | 0.3% | $85.33 * | $71.71 | +7.1% | COM | 532457108 |
| TPR | TAPESTRY INC | 902,749 | $42.17M | 0.3% | $46.71 * | $39.07 | -2.5% | COM | 876030107 |
| ADBE | ADOBE SYS INC | 171,965 | $41.93M | 0.3% | $243.81 | $204.99 | +18.9% | COM | 00724F101 |
| AMGN | AMGEN INC | 224,463 | $41.43M | 0.3% | $184.59 * | $144.43 | +1.7% | COM | 031162100 |
| DRI | DARDEN RESTAURANTS INC | 385,743 | $41.3M | 0.3% | $107.06 * | $76.11 | +14.0% | COM | 237194105 |
| KO | COCA COLA CO | 939,847 | $41.22M | 0.3% | $43.86 * | $35.07 | -0.8% | COM | 191216100 |
| BBY | BEST BUY INC | 540,863 | $40.34M | 0.3% | $74.58 * | $53.63 | +5.0% | COM | 086516101 |
| — | ON SEMICONDUCTOR CORP | 29,805,000 | $39.27M | 0.3% | $1.32 | $0.99 | — | NOTE 1.000%12/0 | 682189AK1 |
| — | FOOT LOCKER INC | 736,940 | $38.8M | 0.3% | $52.65 | $46.30 | — | COM | 344849104 |
| — | HOLLYFRONTIER CORP | 562,653 | $38.5M | 0.3% | $68.43 | $48.86 | — | COM | 436106108 |
| — | WELLCARE HEALTH PLANS INC | 154,820 | $38.12M | 0.3% | $246.24 | $193.63 | — | COM | 94946T106 |
| HON | HONEYWELL INTL INC | 264,159 | $38.05M | 0.3% | $144.05 * | $117.22 | -5.0% | COM | 438516106 |
| VLO | VALERO ENERGY CORP NEW | 343,016 | $38.02M | 0.3% | $110.83 * | $68.16 | +20.1% | COM | 91913Y100 |
| — | VARIAN MED SYS INC | 331,080 | $37.65M | 0.3% | $113.72 | $114.50 | — | COM | 92220P105 |
| PYPL | PAYPAL HLDGS INC | 449,980 | $37.47M | 0.3% | $83.27 | $79.15 | +5.0% | COM | 70450Y103 |
| TSM | TAIWAN SEMICONDUCTOR MFG LTD | 1,008,800 | $36.88M | 0.3% | $36.56 | $43.00 | -15.0% | SPONSORED ADR | 874039100 |
| FCX | FREEPORT-MCMORAN INC | 2,125,014 | $36.68M | 0.3% | $17.26 * | $17.03 | -7.8% | CL B | 35671D857 |
| SABR | SABRE CORP | 1,486,765 | $36.63M | 0.3% | $24.64 | $22.12 | +11.4% | COM | 78573M104 |
| — | ILLUMINA INC | 27,607,000 | $36.46M | 0.3% | $1.32 | $1.18 | — | NOTE 0.500% 6/1 | 452327AH2 |
| CMI | CUMMINS INC | 273,009 | $36.31M | 0.3% | $133.00 * | $139.76 | -21.7% | COM | 231021106 |
| PGR | PROGRESSIVE CORP OHIO | 612,750 | $36.24M | 0.3% | $59.15 * | $44.72 | +4.3% | COM | 743315103 |
| — | BECTON DICKINSON & CO | 576,334 | $35.67M | 0.2% | $61.89 | $56.82 | — | PFD SHS CONV A | 075887208 |
| DIS | DISNEY WALT CO | 337,449 | $35.37M | 0.2% | $104.81 * | $100.96 | -1.4% | COM DISNEY | 254687106 |
| FITB | FIFTH THIRD BANCORP | 1,228,593 | $35.26M | 0.2% | $28.70 * | $23.83 | -9.7% | COM | 316773100 |
| — | HELIX ENERGY SOLUTIONS GRP I | 33,604,000 | $35.14M | 0.2% | $1.05 | $1.04 | — | NOTE 4.250% 5/0 | 42330PAH0 |
| SYF | SYNCHRONY FINL | 1,050,252 | $35.06M | 0.2% | $33.38 * | $29.90 | -7.7% | COM | 87165B103 |
| HST | HOST HOTELS & RESORTS INC | 1,649,963 | $34.77M | 0.2% | $21.07 * | $14.47 | +10.0% | COM | 44107P104 |
| EBAY | EBAY INC | 957,641 | $34.72M | 0.2% | $36.26 * | $36.31 | -11.1% | COM | 278642103 |
| — | ENSCO JERSEY FIN LTD | 37,054,000 | $34.49M | 0.2% | $0.93 | $0.91 | — | NOTE 3.000% 1/3 | 29359WAB1 |
| M | MACYS INC | 913,179 | $34.18M | 0.2% | $37.43 | $30.89 | +21.2% | COM | 55616P104 |
| EXPE | EXPEDIA GROUP INC | 283,671 | $34.09M | 0.2% | $120.19 * | $112.59 | +3.8% | COM NEW | 30212P303 |
| — | INPHI CORP | 31,528,000 | $33.86M | 0.2% | $1.07 | $1.23 | — | NOTE 1.125%12/0 | 45772FAB3 |
| — | COMSTOCK RES INC | 34,233,976 | $33.74M | 0.2% | $0.99 | $0.81 | — | NOTE 7.750% 4/0 | 205768AM6 |
| URI | UNITED RENTALS INC | 226,900 | $33.49M | 0.2% | $147.62 * | $170.44 | -16.1% | COM | 911363109 |
| EL | LAUDER ESTEE COS INC | 233,308 | $33.29M | 0.2% | $142.69 * | $125.48 | +3.5% | CL A | 518439104 |
| MRK | MERCK & CO INC | 546,374 | $33.16M | 0.2% | $60.70 * | $42.25 | +8.8% | COM | 58933Y105 |
| — | SILICON LABORATORIES INC | 27,025,000 | $33.08M | 0.2% | $1.22 | $1.17 | — | NOTE 1.375% 3/0 | 826919AB8 |
| — | LIBERTY MEDIA CORP DELAWARE | 26,335,000 | $32.81M | 0.2% | $1.25 | $1.06 | — | NOTE 1.375%10/1 | 531229AB8 |
| RHI | ROBERT HALF INTL INC | 503,277 | $32.76M | 0.2% | $65.10 | $57.15 | +13.9% | COM | 770323103 |
| — | CITRIX SYS INC | 310,114 | $32.51M | 0.2% | $104.84 | $102.58 | — | COM | 177376100 |
| GWW | GRAINGER W W INC | 105,018 | $32.39M | 0.2% | $308.40 * | $235.02 | +18.6% | COM | 384802104 |
| BKNG | BOOKING HLDGS INC | 15,943 | $32.32M | 0.2% | $2027.10 | $1975.27 | +1.0% | COM | 09857L108 |
| LOW | LOWES COS INC | 336,993 | $32.21M | 0.2% | $95.57 * | $81.91 | +1.6% | COM | 548661107 |
| — | VIAVI SOLUTIONS INC | 31,478,000 | $31.84M | 0.2% | $1.01 | $1.02 | — | NOTE 1.000% 3/0 | 925550AB1 |
| AKAM | AKAMAI TECHNOLOGIES INC | 428,115 | $31.35M | 0.2% | $73.23 | $68.09 | +7.6% | COM | 00971T101 |
| — | NEUROCRINE BIOSCIENCES INC | 21,402,000 | $30.93M | 0.2% | $1.45 | $1.45 | — | NOTE 2.250% 5/1 | 64125CAD1 |
| — | DOWDUPONT INC | 466,956 | $30.78M | 0.2% | $65.92 | $63.71 | — | COM | 26078J100 |
| — | DELL TECHNOLOGIES INC | 353,703 | $29.92M | 0.2% | $84.58 | $73.21 | — | COM CL V | 24703L103 |
| MMIT | INDEXIQ ACTIVE ETF TR | 1,198,300 | $29.72M | 0.2% | $24.80 | $24.81 | -0.7% | IQ MACKAY SHLD | 45409F827 |
| HCA | HCA HEALTHCARE INC | 286,846 | $29.43M | 0.2% | $102.60 * | $91.97 | +4.4% | COM | 40412C101 |
| JBL | JABIL INC | 1,063,802 | $29.43M | 0.2% | $27.66 * | $26.19 | +0.9% | COM | 466313103 |
| — | ISIS PHARMACEUTICALS INC DEL | 29,615,000 | $29.16M | 0.2% | $0.98 | $1.04 | — | NOTE 1.000%11/1 | 464337AJ3 |
| — | EXPRESS SCRIPTS HLDG CO | 373,659 | $28.85M | 0.2% | $77.21 | $69.08 | — | COM | 30219G108 |
| — | INDEXIQ ETF TR | 1,216,508 | $28.82M | 0.2% | $23.69 | $24.22 | — | IQ LEADERS GTA | 45409B511 |
| — | MICROCHIP TECHNOLOGY INC | 24,572,000 | $28.68M | 0.2% | $1.17 | $1.19 | — | NOTE 1.625% 2/1 | 595017AF1 |
| TSCO | TRACTOR SUPPLY CO | 373,871 | $28.6M | 0.2% | $76.49 * | $12.35 | +10.4% | COM | 892356106 |
| — | MOLINA HEALTHCARE INC | 11,789,000 | $28.59M | 0.2% | $2.43 | $2.04 | — | NOTE 1.125% 1/1 | 60855RAC4 |
| — | INDEXIQ ETF TR | 1,327,287 | $28.43M | 0.2% | $21.42 | $21.92 | — | HDGD FTSE JAPN | 45409B537 |
| XEL | XCEL ENERGY INC | 618,072 | $28.23M | 0.2% | $45.68 * | $35.00 | +4.0% | COM | 98389B100 |
| — | CIGNA CORPORATION | 165,626 | $28.15M | 0.2% | $169.95 | $167.74 | — | COM | 125509109 |
| ALL | ALLSTATE CORP | 308,302 | $28.14M | 0.2% | $91.27 * | $80.55 | -4.8% | COM | 020002101 |
| KSS | KOHLS CORP | 384,907 | $28.06M | 0.2% | $72.90 | $63.46 | +14.9% | COM | 500255104 |
| MOH | MOLINA HEALTHCARE INC | 284,052 | $27.82M | 0.2% | $97.94 | $85.53 | +14.5% | COM | 60855R100 |
| HRB | BLOCK H & R INC | 1,211,236 | $27.59M | 0.2% | $22.78 * | $19.61 | -13.1% | COM | 093671105 |
| NEM | NEWMONT MINING CORP | 715,622 | $26.99M | 0.2% | $37.71 * | $30.97 | -2.7% | COM | 651639106 |
| PBF | PBF ENERGY INC | 636,384 | $26.68M | 0.2% | $41.93 | $33.38 | +25.6% | CL A | 69318G106 |
| AMP | AMERIPRISE FINL INC | 190,367 | $26.63M | 0.2% | $139.88 * | $139.94 | -13.4% | COM | 03076C106 |
| — | PROOFPOINT INC | 18,038,000 | $26.52M | 0.2% | $1.47 | $1.21 | — | DBCV 0.750% 6/1 | 743424AD5 |
| DAL | DELTA AIR LINES INC DEL | 529,642 | $26.24M | 0.2% | $49.54 * | $43.00 | +7.0% | COM NEW | 247361702 |
| NRG | NRG ENERGY INC | 853,023 | $26.19M | 0.2% | $30.70 * | $24.93 | +2.2% | COM NEW | 629377508 |
| AVGO | BROADCOM INC | 107,310 | $26.04M | 0.2% | $242.64 * | $19.73 | +0.1% | COM | 11135F101 |
| MCD | MCDONALDS CORP | 165,946 | $26M | 0.2% | $156.69 * | $136.66 | -3.8% | COM | 580135101 |
| SBUX | STARBUCKS CORP | 528,275 | $25.81M | 0.2% | $48.85 * | $48.42 | -14.4% | COM | 855244109 |
| CRM | SALESFORCE COM INC | 188,714 | $25.74M | 0.2% | $136.40 | $114.41 | +17.8% | COM | 79466L302 |
| HPQ | HP INC | 1,131,883 | $25.68M | 0.2% | $22.69 * | $17.36 | +1.5% | COM | 40434L105 |
| MMM | 3M CO | 129,730 | $25.52M | 0.2% | $196.72 * | $150.16 | -16.2% | COM | 88579Y101 |
| CC | CHEMOURS CO | 573,353 | $25.43M | 0.2% | $44.36 * | $36.67 | -10.7% | COM | 163851108 |
| — | AMERICAN RLTY CAP PPTYS INC | 25,125,000 | $25.43M | 0.2% | $1.01 | $1.00 | — | NOTE 3.750%12/1 | 02917TAB0 |
| CF | CF INDS HLDGS INC | 572,069 | $25.4M | 0.2% | $44.40 * | $33.41 | +10.3% | COM | 125269100 |
| BAX | BAXTER INTL INC | 341,692 | $25.23M | 0.2% | $73.84 * | $58.91 | +9.6% | COM | 071813109 |
| — | NORDSTROM INC | 486,385 | $25.18M | 0.2% | $51.78 | $49.77 | — | COM | 655664100 |
| WU | WESTERN UN CO | 1,235,785 | $25.12M | 0.2% | $20.33 | $19.39 | — | COM | 959802109 |
| — | UNITED STATES STL CORP NEW | 715,852 | $24.88M | 0.2% | $34.75 | $35.19 | — | COM | 912909108 |
| GAP | GAP INC DEL | 764,897 | $24.77M | 0.2% | $32.39 * | $24.80 | -0.2% | COM | 364760108 |
| BDX | BECTON DICKINSON & CO | 102,737 | $24.61M | 0.2% | $239.55 * | $195.17 | +7.0% | COM | 075887109 |
| — | LIBERTY MEDIA CORP DELAWARE | 20,635,000 | $24.18M | 0.2% | $1.17 | $1.05 | — | NOTE 1.000% 1/3 | 531229AF9 |
| RL | RALPH LAUREN CORP | 191,846 | $24.12M | 0.2% | $125.72 * | $92.65 | +17.3% | CL A | 751212101 |
| — | STANLEY BLACK & DECKER INC | 221,805 | $23.4M | 0.2% | $105.50 | $111.35 | — | UNIT 05/15/2020 | 854502887 |
| — | NUVEEN AMT FREE QLTY MUN INC | 1,795,140 | $23.36M | 0.2% | $13.01 | $14.60 | — | COM | 670657105 |
| CBOE | CBOE GLOBAL MARKETS INC | 224,162 | $23.33M | 0.2% | $104.07 * | $97.26 | -3.0% | COM | 12503M108 |
| BK | BANK NEW YORK MELLON CORP | 432,312 | $23.31M | 0.2% | $53.93 * | $44.66 | -2.3% | COM | 064058100 |
| DXC | DXC TECHNOLOGY CO | 288,059 | $23.22M | 0.2% | $80.61 * | $83.42 | -7.5% | COM | 23355L106 |
| STT | STATE STR CORP | 249,425 | $23.22M | 0.2% | $93.09 * | $81.93 | -10.4% | COM | 857477103 |
| — | UNITED TECHNOLOGIES CORP | 185,043 | $23.14M | 0.2% | $125.03 | $115.75 | — | COM | 913017109 |
| PM | PHILIP MORRIS INTL INC | 284,667 | $22.98M | 0.2% | $80.74 * | $68.70 | -20.6% | COM | 718172109 |
| EVR | EVERCORE INC | 217,150 | $22.9M | 0.2% | $105.45 * | $86.93 | +2.7% | CLASS A | 29977A105 |
| AMAT | APPLIED MATLS INC | 494,629 | $22.85M | 0.2% | $46.19 * | $50.88 | -16.6% | COM | 038222105 |
| AES | AES CORP | 1,700,962 | $22.81M | 0.2% | $13.41 * | $8.76 | +17.0% | COM | 00130H105 |
| — | TWITTER INC | 23,426,000 | $22.77M | 0.2% | $0.97 | $0.88 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| UNP | UNION PAC CORP | 160,090 | $22.68M | 0.2% | $141.68 * | $113.06 | +6.2% | COM | 907818108 |
| FTNT | FORTINET INC | 361,776 | $22.59M | 0.2% | $62.43 * | $9.74 | +28.2% | COM | 34959E109 |
| TXN | TEXAS INSTRS INC | 204,557 | $22.55M | 0.2% | $110.25 * | $86.86 | +2.6% | COM | 882508104 |
| HII | HUNTINGTON INGALLS INDS INC | 103,796 | $22.5M | 0.2% | $216.78 * | $208.49 | -11.3% | COM | 446413106 |
| GLD | SPDR GOLD TRUST | 189,000 | $22.43M | 0.2% | $118.65 | $114.62 | +3.5% | GOLD SHS | 78463V107 |
| — | GENERAL ELECTRIC CO | 1,621,736 | $22.07M | 0.2% | $13.61 | $13.48 | — | COM | 369604103 |
| TFX | TELEFLEX INC | 82,214 | $22.05M | 0.2% | $268.21 * | $207.38 | +23.9% | COM | 879369106 |
| BMY | BRISTOL MYERS SQUIBB CO | 391,047 | $21.64M | 0.1% | $55.34 * | $46.59 | -10.6% | COM | 110122108 |
| — | NUANCE COMMUNICATIONS INC | 22,520,000 | $21.28M | 0.1% | $0.95 | $0.95 | — | NOTE 1.250% 4/0 | 67020YAN0 |
| LPLA | LPL FINL HLDGS INC | 323,916 | $21.23M | 0.1% | $65.54 | $61.98 | +5.7% | COM | 50212V100 |
| CAT | CATERPILLAR INC DEL | 155,244 | $21.06M | 0.1% | $135.67 * | $133.07 | -13.6% | COM | 149123101 |
| HAL | HALLIBURTON CO | 466,494 | $21.02M | 0.1% | $45.06 * | $47.45 | -18.5% | COM | 406216101 |
| GM | GENERAL MTRS CO | 532,023 | $20.96M | 0.1% | $39.40 * | $35.73 | -1.3% | COM | 37045V100 |
| IWF | ISHARES TR | 145,118 | $20.87M | 0.1% | $143.80 * | $35.05 | +2.6% | RUS 1000 GRW ETF | 464287614 |
| MO | ALTRIA GROUP INC | 366,378 | $20.81M | 0.1% | $56.79 * | $36.57 | -12.4% | COM | 02209S103 |
| — | PACIRA PHARMACEUTICALS INC | 22,201,000 | $20.67M | 0.1% | $0.93 | $0.92 | — | NOTE 2.375% 4/0 | 695127AD2 |
| — | ECHO GLOBAL LOGISTICS INC | 19,761,000 | $20.53M | 0.1% | $1.04 | $1.02 | — | NOTE 2.500% 5/0 | 27875TAA9 |
| MUR | MURPHY OIL CORP | 606,879 | $20.49M | 0.1% | $33.77 * | $22.18 | +15.9% | COM | 626717102 |
| ELV | ANTHEM INC | 85,176 | $20.27M | 0.1% | $238.04 * | $211.75 | +1.9% | COM | 036752103 |
| SYY | SYSCO CORP | 294,922 | $20.14M | 0.1% | $68.29 * | $49.50 | +12.9% | COM | 871829107 |
| MDY | SPDR S&P MIDCAP 400 ETF TR | 56,320 | $19.99M | 0.1% | $355.01 | $347.99 | +2.0% | UTSER1 S&PDCRP | 78467Y107 |
| PII | POLARIS INDS INC | 163,586 | $19.99M | 0.1% | $122.18 | $120.31 | +1.6% | COM | 731068102 |
| AFL | AFLAC INC | 456,737 | $19.65M | 0.1% | $43.02 * | $36.79 | -1.9% | COM | 001055102 |
| JLL | JONES LANG LASALLE INC | 118,089 | $19.6M | 0.1% | $165.99 | $158.88 | +3.6% | COM | 48020Q107 |
| WM | WASTE MGMT INC DEL | 239,743 | $19.5M | 0.1% | $81.34 * | $74.66 | -4.0% | COM | 94106L109 |
| YUMC | YUM CHINA HLDGS INC | 503,827 | $19.38M | 0.1% | $38.46 | $39.61 | -2.9% | COM | 98850P109 |
| ED | CONSOLIDATED EDISON INC | 247,445 | $19.3M | 0.1% | $77.98 * | $58.47 | +1.7% | COM | 209115104 |
| TRV | TRAVELERS COMPANIES INC | 157,576 | $19.28M | 0.1% | $122.34 * | $117.48 | -11.5% | COM | 89417E109 |
| PSA | PUBLIC STORAGE | 83,950 | $19.05M | 0.1% | $226.86 * | $140.87 | +18.5% | COM | 74460D109 |
| ISRG | INTUITIVE SURGICAL INC | 39,756 | $19.02M | 0.1% | $478.49 * | $139.55 | +14.3% | COM NEW | 46120E602 |
| AA | ALCOA CORP | 403,149 | $18.9M | 0.1% | $46.88 * | $47.53 | -5.8% | COM | 013872106 |
| VST | VISTRA ENERGY CORP | 790,137 | $18.69M | 0.1% | $23.66 * | $18.68 | +8.3% | COM | 92840M102 |
| NTAP | NETAPP INC | 237,963 | $18.69M | 0.1% | $78.53 * | $49.49 | +29.1% | COM | 64110D104 |
| NKE | NIKE INC | 234,053 | $18.65M | 0.1% | $79.68 * | $59.62 | +21.3% | CL B | 654106103 |
| EXC | EXELON CORP | 437,308 | $18.63M | 0.1% | $42.60 * | $21.12 | +10.8% | COM | 30161N101 |
| LYV | LIVE NATION ENTERTAINMENT IN | 373,549 | $18.14M | 0.1% | $48.57 | $44.35 | +9.5% | COM | 538034109 |
| — | NUVEEN MUNICIPAL CREDIT INC | 1,265,291 | $18.13M | 0.1% | $14.33 | $15.65 | — | COM SH BEN INT | 67070X101 |
| WYNN | WYNN RESORTS LTD | 107,145 | $17.93M | 0.1% | $167.34 * | $158.47 | -2.7% | COM | 983134107 |
| DVN | DEVON ENERGY CORP NEW | 406,308 | $17.86M | 0.1% | $43.96 * | $26.85 | +16.8% | COM | 25179M103 |
| — | IAC INTERACTIVECORP | 116,936 | $17.83M | 0.1% | $152.49 | $153.66 | — | COM | 44919P508 |
| — | MEDICINES CO | 17,457,000 | $17.63M | 0.1% | $1.01 | $0.99 | — | NOTE 2.750% 7/1 | 584688AG0 |
| — | NUVASIVE INC | 16,097,000 | $17.46M | 0.1% | $1.08 | $1.17 | — | NOTE 2.250% 3/1 | 670704AG0 |
| WEC | WEC ENERGY GROUP INC | 266,242 | $17.21M | 0.1% | $64.65 * | $48.26 | +5.5% | COM | 92939U106 |
| — | FINISAR CORP | 18,866,000 | $17.17M | 0.1% | $0.91 | $0.93 | — | NOTE 0.500%12/1 | 31787AAP6 |
| — | DOMTAR CORP | 359,045 | $17.14M | 0.1% | $47.74 | $42.54 | — | COM NEW | 257559203 |
| SSNC | SS&C TECHNOLOGIES HLDGS INC | 328,555 | $17.05M | 0.1% | $51.90 | $50.16 | +3.5% | COM | 78467J100 |
| PK | PARK HOTELS RESORTS INC | 556,561 | $17.05M | 0.1% | $30.63 | $28.84 | — | COM | 700517105 |
| PSX | PHILLIPS 66 | 151,247 | $16.99M | 0.1% | $112.31 * | $71.47 | +16.6% | COM | 718546104 |
| SLB | SCHLUMBERGER LTD | 252,799 | $16.95M | 0.1% | $67.03 * | $55.74 | -3.0% | COM | 806857108 |
| HUN | HUNTSMAN CORP | 574,624 | $16.78M | 0.1% | $29.20 | $32.73 | -10.8% | COM | 447011107 |
| BABA | ALIBABA GROUP HLDG LTD | 89,966 | $16.69M | 0.1% | $185.53 | $188.29 | -1.5% | SPONSORED ADS | 01609W102 |
| CTSH | COGNIZANT TECHNOLOGY SOLUTIO | 211,279 | $16.69M | 0.1% | $78.99 * | $70.61 | +0.3% | CL A | 192446102 |
| FSLR | FIRST SOLAR INC | 316,383 | $16.66M | 0.1% | $52.66 | $68.06 | -22.6% | COM | 336433107 |
| — | AEROJET ROCKETDYNE HLDGS INC | 12,849,000 | $16.64M | 0.1% | $1.30 | $1.28 | — | NOTE 2.250%12/1 | 007800AB1 |
| — | NUVEEN AMT FREE MUN CR INC F | 1,130,278 | $16.49M | 0.1% | $14.59 | $16.18 | — | COM | 67071L106 |
| — | WALGREENS BOOTS ALLIANCE INC | 273,208 | $16.4M | 0.1% | $60.01 | $63.83 | — | COM | 931427108 |
| CNDT | CONDUENT INC | 899,934 | $16.35M | 0.1% | $18.17 | $18.65 | -2.6% | COM | 206787103 |
| RITM | NEW RESIDENTIAL INVT CORP | 934,048 | $16.34M | 0.1% | $17.49 | $17.38 | — | COM NEW | 64828T201 |
| NEE | NEXTERA ENERGY INC | 97,760 | $16.33M | 0.1% | $167.03 * | $31.70 | +9.5% | COM | 65339F101 |
| — | CROWN CASTLE INTL CORP NEW | 15,094 | $16.22M | 0.1% | $1074.33 | $1062.02 | — | 6.875% CON PFD A | 22822V309 |
| — | NOVELLUS SYS INC | 3,110,000 | $16.15M | 0.1% | $5.19 | $3.56 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | QURATE RETAIL INC | 757,737 | $16.08M | 0.1% | $21.22 | $21.22 | — | COM SER A | 74915M100 |
| MAR | MARRIOTT INTL INC NEW | 126,915 | $16.07M | 0.1% | $126.60 * | $131.25 | -9.3% | CL A | 571903202 |
| — | CONTINENTAL RESOURCES INC | 247,622 | $16.04M | 0.1% | $64.76 | $64.76 | — | COM | 212015101 |
| — | CAESARS ENTMT CORP | 9,358,000 | $16.03M | 0.1% | $1.71 | $1.77 | — | NOTE 5.000%10/0 | 127686AA1 |
| — | ANDEAVOR | 121,775 | $15.97M | 0.1% | $131.18 | $100.56 | — | COM | 03349M105 |
| RSG | REPUBLIC SVCS INC | 232,507 | $15.89M | 0.1% | $68.36 * | $59.76 | +2.1% | COM | 760759100 |
| KEY | KEYCORP NEW | 810,450 | $15.84M | 0.1% | $19.54 * | $14.39 | -4.5% | COM | 493267108 |
| PCAR | PACCAR INC | 254,664 | $15.78M | 0.1% | $61.96 * | $33.77 | -9.5% | COM | 693718108 |
| TGT | TARGET CORP | 206,513 | $15.72M | 0.1% | $76.12 * | $58.46 | +5.9% | COM | 87612E106 |
| — | INTERCEPT PHARMACEUTICALS IN | 17,639,000 | $15.52M | 0.1% | $0.88 | $1.11 | — | NOTE 3.250% 7/0 | 45845PAA6 |
| — | FIRST DATA CORP NEW | 738,399 | $15.45M | 0.1% | $20.93 | $20.93 | — | COM CL A | 32008D106 |
| TSN | TYSON FOODS INC | 223,228 | $15.37M | 0.1% | $68.85 * | $61.52 | -9.2% | CL A | 902494103 |
| LVS | LAS VEGAS SANDS CORP | 200,452 | $15.31M | 0.1% | $76.36 * | $63.60 | +4.1% | COM | 517834107 |
| AEE | AMEREN CORP | 251,523 | $15.3M | 0.1% | $60.85 * | $44.18 | +11.5% | COM | 023608102 |
| QRVO | QORVO INC | 190,877 | $15.3M | 0.1% | $80.17 | $75.36 | +6.4% | COM | 74736K101 |
| BIIB | BIOGEN INC | 52,254 | $15.17M | 0.1% | $290.24 | $310.41 | -6.5% | COM | 09062X103 |
| — | VIACOM INC NEW | 502,476 | $15.15M | 0.1% | $30.16 | $30.27 | — | CL B | 92553P201 |
| SPG | SIMON PPTY GROUP INC NEW | 88,977 | $15.14M | 0.1% | $170.19 * | $103.84 | +9.0% | COM | 828806109 |
| QCOM | QUALCOMM INC | 268,562 | $15.07M | 0.1% | $56.12 * | $51.91 | -10.5% | COM | 747525103 |
| MET | METLIFE INC | 343,665 | $14.98M | 0.1% | $43.60 * | $37.04 | -9.0% | COM | 59156R108 |
| — | PALO ALTO NETWORKS INC | 8,014,000 | $14.92M | 0.1% | $1.86 | $1.64 | — | NOTE 7/0 | 697435AB1 |
| TMO | THERMO FISHER SCIENTIFIC INC | 72,011 | $14.92M | 0.1% | $207.14 | $205.54 | -1.2% | COM | 883556102 |
| USFD | US FOODS HLDG CORP | 394,264 | $14.91M | 0.1% | $37.82 | $34.26 | +10.4% | COM | 912008109 |
| MMIN | INDEXIQ ACTIVE ETF TR | 598,500 | $14.85M | 0.1% | $24.81 | $25.00 | -0.8% | IQ MACKAY SHLD | 45409F843 |
| PPC | PILGRIMS PRIDE CORP NEW | 736,930 | $14.83M | 0.1% | $20.13 | $24.95 | -19.3% | COM | 72147K108 |
| AMT | AMERICAN TOWER CORP NEW | 102,786 | $14.82M | 0.1% | $144.16 * | $114.77 | +3.5% | COM | 03027X100 |
| — | TWITTER INC | 336,852 | $14.71M | 0.1% | $43.67 | $29.01 | — | COM | 90184L102 |
| ON | ON SEMICONDUCTOR CORP | 659,563 | $14.66M | 0.1% | $22.23 | $24.12 | -7.8% | COM | 682189105 |
| — | ALZA CORP | 8,652,000 | $14.63M | 0.1% | $1.69 | $1.33 | — | SDCV 7/2 | 02261WAB5 |
| PRU | PRUDENTIAL FINL INC | 155,842 | $14.57M | 0.1% | $93.51 * | $77.10 | -15.9% | COM | 744320102 |
| PCG | PG&E CORP | 341,996 | $14.55M | 0.1% | $42.56 | $42.18 | -0.3% | COM | 69331C108 |
| — | HOSPITALITY PPTYS TR | 507,672 | $14.53M | 0.1% | $28.61 | $25.34 | — | COM SH BEN INT | 44106M102 |
| — | PUTNAM MUN OPPORTUNITIES TR | 1,234,990 | $14.43M | 0.1% | $11.68 | $13.28 | — | SH BEN INT | 746922103 |
| — | LENDINGTREE INC NEW | 11,877,000 | $14.36M | 0.1% | $1.21 | $1.21 | — | NOTE 0.625% 6/0 | 52603BAA5 |
| FDX | FEDEX CORP | 63,188 | $14.35M | 0.1% | $227.05 * | $220.51 | -9.8% | COM | 31428X106 |
| USB | US BANCORP DEL | 285,560 | $14.28M | 0.1% | $50.02 * | $39.92 | -7.5% | COM NEW | 902973304 |
| — | CERNER CORP | 238,375 | $14.25M | 0.1% | $59.79 | $58.07 | — | COM | 156782104 |
| WSM | WILLIAMS SONOMA INC | 231,142 | $14.19M | 0.1% | $61.38 * | $22.29 | +16.5% | COM | 969904101 |
| NOC | NORTHROP GRUMMAN CORP | 46,077 | $14.18M | 0.1% | $307.70 * | $293.81 | -7.4% | COM | 666807102 |
| EQIX | EQUINIX INC | 32,959 | $14.17M | 0.1% | $429.90 * | $354.33 | +5.2% | COM PAR $0.001 | 29444U700 |
| — | CORELOGIC INC | 272,078 | $14.12M | 0.1% | $51.90 | $47.24 | — | COM | 21871D103 |
| AEP | AMERICAN ELEC PWR INC | 202,629 | $14.03M | 0.1% | $69.25 * | $50.98 | +4.2% | COM | 025537101 |
| GS | GOLDMAN SACHS GROUP INC | 63,197 | $13.94M | 0.1% | $220.56 * | $218.41 | -14.8% | COM | 38141G104 |
| OMC | OMNICOM GROUP INC | 179,769 | $13.71M | 0.1% | $76.27 * | $56.18 | +3.8% | COM | 681919106 |
| DTE | DTE ENERGY CO | 131,658 | $13.64M | 0.1% | $103.63 * | $67.22 | +2.3% | COM | 233331107 |
| OC | OWENS CORNING NEW | 214,212 | $13.57M | 0.1% | $63.37 | $80.46 | -21.2% | COM | 690742101 |
| GDDY | GODADDY INC | 191,538 | $13.52M | 0.1% | $70.60 | $58.09 | +21.5% | CL A | 380237107 |
| — | CELGENE CORP | 170,238 | $13.52M | 0.1% | $79.42 | $89.21 | — | COM | 151020104 |
| EOG | EOG RES INC | 108,207 | $13.46M | 0.1% | $124.43 * | $80.82 | +15.6% | COM | 26875P101 |
| AXP | AMERICAN EXPRESS CO | 137,127 | $13.44M | 0.1% | $98.00 * | $87.01 | +1.6% | COM | 025816109 |
| CNP | CENTERPOINT ENERGY INC | 479,397 | $13.28M | 0.1% | $27.71 * | $21.46 | +3.3% | COM | 15189T107 |
| DKS | DICKS SPORTING GOODS INC | 376,252 | $13.26M | 0.1% | $35.25 * | $26.55 | +5.6% | COM | 253393102 |
| NDAQ | NASDAQ INC | 143,669 | $13.11M | 0.1% | $91.27 * | $23.90 | +13.6% | COM | 631103108 |
| OHI | OMEGA HEALTHCARE INVS INC | 421,861 | $13.08M | 0.1% | $31.00 | $31.00 | — | COM | 681936100 |
| CRI | CARTER INC | 120,213 | $13.03M | 0.1% | $108.39 * | $92.13 | -6.1% | COM | 146229109 |
| — | SUNTRUST BKS INC | 197,095 | $13.01M | 0.1% | $66.02 | $68.04 | — | COM | 867914103 |
| CCL | CARNIVAL CORP | 226,562 | $12.98M | 0.1% | $57.31 * | $62.77 | -14.8% | UNIT 99/99/9999 | 143658300 |
| — | SPIRIT AEROSYSTEMS HLDGS INC | 150,714 | $12.95M | 0.1% | $85.90 | $84.05 | — | COM CL A | 848574109 |
| EHC | ENCOMPASS HEALTH CORP | 189,308 | $12.82M | 0.1% | $67.72 * | $45.24 | +8.2% | COM | 29261A100 |
| — | TREEHOUSE FOODS INC | 243,472 | $12.78M | 0.1% | $52.51 | $41.00 | — | COM | 89469A104 |
| NUS | NU SKIN ENTERPRISES INC | 162,902 | $12.74M | 0.1% | $78.19 * | $54.48 | +11.0% | CL A | 67018T105 |
| OXY | OCCIDENTAL PETE CORP DEL | 148,555 | $12.43M | 0.1% | $83.68 * | $57.44 | +21.8% | COM | 674599105 |
| UPS | UNITED PARCEL SERVICE INC | 116,949 | $12.42M | 0.1% | $106.23 * | $85.46 | -6.9% | CL B | 911312106 |
| AJG | GALLAGHER ARTHUR J & CO | 188,591 | $12.31M | 0.1% | $65.28 * | $60.39 | -2.3% | COM | 363576109 |
| GD | GENERAL DYNAMICS CORP | 65,819 | $12.27M | 0.1% | $186.41 * | $181.99 | -13.9% | COM | 369550108 |
| — | ILLUMINA INC | 10,352,000 | $12.24M | 0.1% | $1.18 | $1.18 | — | NOTE 6/1 | 452327AF6 |
| — | UNITI GROUP INC | 610,950 | $12.24M | 0.1% | $20.03 | $20.03 | — | COM | 91325V108 |
| — | RAYTHEON CO | 63,336 | $12.23M | 0.1% | $193.18 | $213.59 | — | COM NEW | 755111507 |
| CVS | CVS HEALTH CORP | 189,541 | $12.2M | 0.1% | $64.35 * | $55.85 | -9.5% | COM | 126650100 |
| AZO | AUTOZONE INC | 18,051 | $12.11M | 0.1% | $670.93 | $668.68 | +0.3% | COM | 053332102 |
| MS | MORGAN STANLEY | 253,969 | $12.04M | 0.1% | $47.40 * | $43.68 | -13.8% | COM NEW | 617446448 |
| — | LEGG MASON INC | 345,568 | $12M | 0.1% | $34.73 | $40.65 | — | COM | 524901105 |
| URBN | URBAN OUTFITTERS INC | 268,501 | $11.96M | 0.1% | $44.55 | $35.06 | +27.1% | COM | 917047102 |
| — | DR PEPPER SNAPPLE GROUP INC | 97,803 | $11.93M | 0.1% | $122.00 | $118.38 | — | COM | 26138E109 |
| CDW | CDW CORP | 147,535 | $11.92M | 0.1% | $80.79 * | $66.43 | +11.2% | COM | 12514G108 |
| PNC | PNC FINL SVCS GROUP INC | 87,870 | $11.87M | 0.1% | $135.11 * | $118.19 | -12.5% | COM | 693475105 |
| CME | CME GROUP INC | 71,151 | $11.66M | 0.1% | $163.92 * | $121.09 | +3.7% | COM CL A | 12572Q105 |
| — | LAM RESEARCH CORP | 67,271 | $11.63M | 0.1% | $172.85 | $203.16 | — | COM | 512807108 |
| — | BLACKROCK INC | 23,171 | $11.56M | 0.1% | $499.03 | $541.74 | — | COM | 09247X101 |
| AGCO | AGCO CORP | 188,975 | $11.47M | 0.1% | $60.72 * | $56.43 | -11.8% | COM | 001084102 |
| DHR | DANAHER CORP DEL | 116,217 | $11.47M | 0.1% | $98.68 * | $84.28 | +0.3% | COM | 235851102 |
| FAF | FIRST AMERN FINL CORP | 219,253 | $11.34M | 0.1% | $51.72 * | $45.00 | -10.7% | COM | 31847R102 |
| MDLZ | MONDELEZ INTL INC | 275,279 | $11.29M | 0.1% | $41.00 * | $35.85 | -4.6% | CL A | 609207105 |
| — | AETNA INC NEW | 60,791 | $11.15M | 0.1% | $183.50 | $168.99 | — | COM | 00817Y108 |
| ALSN | ALLISON TRANSMISSION HLDGS I | 269,723 | $10.92M | 0.1% | $40.49 * | $36.61 | -1.8% | COM | 01973R101 |
| CL | COLGATE PALMOLIVE CO | 164,374 | $10.65M | 0.1% | $64.81 * | $59.73 | -9.3% | COM | 194162103 |
| — | L BRANDS INC | 288,148 | $10.63M | 0.1% | $36.88 | $37.82 | — | COM | 501797104 |
| XMUIX | BLACKROCK MUNI INTER DR FD I | 800,000 | $10.57M | 0.1% | $13.21 | $15.20 | — | COM | 09253X102 |
| STZ | CONSTELLATION BRANDS INC | 48,137 | $10.54M | 0.1% | $218.88 * | $194.95 | -0.6% | CL A | 21036P108 |
| DUK | DUKE ENERGY CORP NEW | 133,189 | $10.53M | 0.1% | $79.08 * | $56.05 | +4.1% | COM NEW | 26441C204 |
| — | SERVICENOW INC | 4,518,000 | $10.52M | 0.1% | $2.33 | $1.15 | — | NOTE 11/0 | 81762PAB8 |
| TEX | TEREX CORP NEW | 246,703 | $10.41M | 0.1% | $42.19 | $40.92 | +3.1% | COM | 880779103 |
| VFC | V F CORP | 126,764 | $10.33M | 0.1% | $81.52 * | $72.31 | +6.2% | COM | 918204108 |
| — | JUNIPER NETWORKS INC | 375,498 | $10.3M | 0.1% | $27.42 | $24.96 | — | COM | 48203R104 |
| CSX | CSX CORP | 160,693 | $10.25M | 0.1% | $63.78 * | $16.81 | +14.4% | COM | 126408103 |
| CHTR | CHARTER COMMUNICATIONS INC N | 34,951 | $10.25M | 0.1% | $293.21 | $351.59 | -16.6% | CL A | 16119P108 |
| — | TWENTY FIRST CENTY FOX INC | 203,545 | $10.11M | 0.1% | $49.69 | $36.69 | — | CL A | 90130A101 |
| RMD | RESMED INC | 97,586 | $10.11M | 0.1% | $103.58 * | $92.50 | +4.3% | COM | 761152107 |
| CMS | CMS ENERGY CORP | 212,922 | $10.07M | 0.1% | $47.28 * | $34.88 | +8.6% | COM | 125896100 |
| CDNS | CADENCE DESIGN SYSTEM INC | 231,172 | $10.01M | 0.1% | $43.31 | $41.05 | +5.5% | COM | 127387108 |
| BFH | ALLIANCE DATA SYSTEMS CORP | 42,855 | $9.994M | 0.1% | $233.20 * | $170.90 | -4.4% | COM | 018581108 |
| — | HD SUPPLY HLDGS INC | 232,758 | $9.983M | 0.1% | $42.89 | $37.94 | — | COM | 40416M105 |
| — | EXACT SCIENCES CORP | 9,448,000 | $9.961M | 0.1% | $1.05 | $0.90 | — | DBCV 1.000% 1/1 | 30063PAA3 |
| SCHW | SCHWAB CHARLES CORP NEW | 194,339 | $9.931M | 0.1% | $51.10 * | $48.14 | -4.4% | COM | 808513105 |
| EEFT | EURONET WORLDWIDE INC | 118,445 | $9.922M | 0.1% | $83.77 | $87.14 | -3.9% | COM | 298736109 |
| — | MICHAELS COS INC | 516,641 | $9.904M | 0.1% | $19.17 | $19.17 | — | COM | 59408Q106 |
| ADP | AUTOMATIC DATA PROCESSING IN | 73,628 | $9.877M | 0.1% | $134.15 * | $98.61 | +16.1% | COM | 053015103 |
| VRSN | VERISIGN INC | 71,738 | $9.858M | 0.1% | $137.42 | $114.83 | +18.6% | COM | 92343E102 |
| — | RPM INTL INC | 8,038,000 | $9.793M | 0.1% | $1.22 | $1.16 | — | NOTE 2.250%12/1 | 749685AT0 |
| FHB | FIRST HAWAIIAN INC | 335,966 | $9.75M | 0.1% | $29.02 * | $20.54 | +1.1% | COM | 32051X108 |
| — | CA INC | 272,998 | $9.732M | 0.1% | $35.65 | $33.90 | — | COM | 12673P105 |
| — | WHITING PETE CORP NEW | 183,876 | $9.694M | 0.1% | $52.72 | $52.72 | — | COM NEW | 966387409 |
| TJX | TJX COS INC NEW | 101,487 | $9.659M | 0.1% | $95.17 * | $35.48 | +21.1% | COM | 872540109 |
| — | DISCOVER FINL SVCS | 136,380 | $9.602M | 0.1% | $70.41 | $71.33 | — | COM | 254709108 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 130,030 | $9.564M | 0.1% | $73.55 * | $66.03 | +1.2% | COM | 45866F104 |
| ZBRA | ZEBRA TECHNOLOGIES CORP | 66,643 | $9.546M | 0.1% | $143.24 | $132.11 | +8.4% | CL A | 989207105 |
| — | ACTIVISION BLIZZARD INC | 123,197 | $9.403M | 0.1% | $76.32 | $67.46 | — | COM | 00507V109 |
| FFIV | F5 NETWORKS INC | 54,023 | $9.316M | 0.1% | $172.45 | $143.36 | +20.3% | COM | 315616102 |
| FIS | FIDELITY NATL INFORMATION SV | 87,052 | $9.231M | 0.1% | $106.04 * | $85.26 | +8.3% | COM | 31620M106 |
| — | CDK GLOBAL INC | 141,467 | $9.202M | 0.1% | $65.05 | $65.05 | — | COM | 12508E101 |
| PEG | PUBLIC SVC ENTERPRISE GROUP | 169,779 | $9.192M | 0.1% | $54.14 * | $37.56 | +12.1% | COM | 744573106 |
| NTRS | NORTHERN TR CORP | 88,835 | $9.14M | 0.1% | $102.89 * | $83.31 | -1.4% | COM | 665859104 |
| — | PRICELINE GRP INC | 5,893,000 | $9.123M | 0.1% | $1.55 | $1.29 | — | NOTE 0.350% 6/1 | 741503AS5 |
| SO | SOUTHERN CO | 196,671 | $9.108M | 0.1% | $46.31 * | $32.15 | +6.5% | COM | 842587107 |
| AIG | AMERICAN INTL GROUP INC | 171,717 | $9.105M | 0.1% | $53.02 * | $48.06 | -9.3% | COM NEW | 026874784 |
| OKE | ONEOK INC NEW | 129,942 | $9.074M | 0.1% | $69.83 * | $34.99 | +23.8% | COM | 682680103 |
| — | CLEVELAND CLIFFS INC | 7,365,000 | $9.064M | 0.1% | $1.23 | $1.09 | — | DBCV 1.500% 1/1 | 185899AA9 |
| WLK | WESTLAKE CHEM CORP | 83,903 | $9.03M | 0.1% | $107.62 * | $98.39 | -3.0% | COM | 960413102 |
| BSX | BOSTON SCIENTIFIC CORP | 275,768 | $9.018M | 0.1% | $32.70 | $27.66 | +18.2% | COM | 101137107 |
| LAMR | LAMAR ADVERTISING CO NEW | 131,970 | $9.015M | 0.1% | $68.31 | $63.66 | — | CL A | 512816109 |
| LUV | SOUTHWEST AIRLS CO | 176,632 | $8.988M | 0.1% | $50.89 * | $53.74 | -13.9% | COM | 844741108 |
| CINF | CINCINNATI FINL CORP | 134,074 | $8.964M | 0.1% | $66.86 * | $60.80 | -9.3% | COM | 172062101 |
| — | VMWARE INC | 60,959 | $8.959M | 0.1% | $146.97 | $146.97 | — | CL A COM | 928563402 |
| WRB | W R BERKLEY CORPORATION | 123,539 | $8.945M | 0.1% | $72.41 * | $17.46 | +3.8% | COM | 084423102 |
| APLE | APPLE HOSPITALITY REIT INC | 499,107 | $8.924M | 0.1% | $17.88 | $17.57 | — | COM NEW | 03784Y200 |
| SYK | STRYKER CORP | 52,734 | $8.904M | 0.1% | $168.85 * | $147.88 | +5.4% | COM | 863667101 |
| PTEN | PATTERSON UTI ENERGY INC | 493,802 | $8.888M | 0.1% | $18.00 | $20.05 | -10.2% | COM | 703481101 |
| — | PRAXAIR INC | 55,775 | $8.821M | 0.1% | $158.15 | $144.30 | — | COM | 74005P104 |
| CCI | CROWN CASTLE INTL CORP NEW | 81,681 | $8.807M | 0.1% | $107.82 * | $77.33 | +1.6% | COM | 22822V101 |
| CNA | CNA FINL CORP | 191,546 | $8.75M | 0.1% | $45.68 * | $29.54 | -9.4% | COM | 126117100 |
| D | DOMINION ENERGY INC | 127,862 | $8.718M | 0.1% | $68.18 * | $51.93 | -5.7% | COM | 25746U109 |
| GLPI | GAMING & LEISURE PPTYS INC | 243,236 | $8.708M | 0.1% | $35.80 | $33.47 | — | COM | 36467J108 |
| — | NEXTERA ENERGY INC | 116,900 | $8.68M | 0.1% | $74.25 | $52.49 | — | UNIT 08/31/2018 | 65339F846 |
| EMR | EMERSON ELEC CO | 125,454 | $8.674M | 0.1% | $69.14 * | $58.98 | -1.9% | COM | 291011104 |
| SPGI | S&P GLOBAL INC | 42,452 | $8.656M | 0.1% | $203.90 * | $172.26 | +10.9% | COM | 78409V104 |
| COF | CAPITAL ONE FINL CORP | 93,796 | $8.62M | 0.1% | $91.90 * | $86.88 | -7.1% | COM | 14040H105 |
| NSC | NORFOLK SOUTHERN CORP | 56,740 | $8.561M | 0.1% | $150.88 * | $122.67 | +5.6% | COM | 655844108 |
| PLD | PROLOGIS INC | 128,610 | $8.448M | 0.1% | $65.69 * | $49.87 | +7.1% | COM | 74340W103 |
| PANW | PALO ALTO NETWORKS INC | 41,044 | $8.434M | 0.1% | $205.49 * | $28.95 | +18.3% | COM | 697435105 |
| F | FORD MTR CO DEL | 755,951 | $8.368M | 0.1% | $11.07 * | $7.48 | +0.2% | COM PAR $0.01 | 345370860 |
| — | ZILLOW GROUP INC | 6,574,000 | $8.337M | 0.1% | $1.27 | $1.10 | — | NOTE 2.000%12/0 | 98954MAB7 |
| CAH | CARDINAL HEALTH INC | 170,570 | $8.329M | 0.1% | $48.83 * | $47.95 | -18.2% | COM | 14149Y108 |
| ORI | OLD REP INTL CORP | 416,747 | $8.297M | 0.1% | $19.91 * | $11.30 | -2.1% | COM | 680223104 |
| OLN | OLIN CORP | 286,616 | $8.232M | 0.1% | $28.72 * | $27.28 | -14.9% | COM PAR $1 | 680665205 |
| — | BB&T CORP | 162,906 | $8.217M | 0.1% | $50.44 | $52.04 | — | COM | 054937107 |
| MRSH | MARSH & MCLENNAN COS INC | 99,890 | $8.188M | 0.1% | $81.97 * | $72.77 | -0.1% | COM | 571748102 |
| MKSI | MKS INSTRUMENT INC | 85,245 | $8.158M | 0.1% | $95.70 * | $103.01 | -12.5% | COM | 55306N104 |
| — | ANADARKO PETE CORP | 110,918 | $8.125M | 0.1% | $73.25 | $60.41 | — | COM | 032511107 |
| — | CRANE CO | 101,184 | $8.108M | 0.1% | $80.13 | $80.13 | — | COM | 224399105 |
| INTU | INTUIT | 39,451 | $8.06M | 0.1% | $204.30 * | $159.49 | +21.7% | COM | 461202103 |
| R | RYDER SYS INC | 111,602 | $8.019M | 0.1% | $71.85 | $79.26 | -9.3% | COM | 783549108 |
| — | MARATHON OIL CORP | 384,240 | $8.015M | 0.1% | $20.86 | $16.13 | — | COM | 565849106 |
| — | NUVEEN NEW YORK AMT QLT MUNI | 648,590 | $7.932M | 0.1% | $12.23 | $13.51 | — | COM | 670656107 |
| MLCO | MELCO RESORT ENTERTAINMENT L | 281,600 | $7.885M | 0.1% | $28.00 | $29.50 | -5.1% | ADR | 585464100 |
| OPLN | KAR AUCTION SVCS INC | 141,570 | $7.758M | 0.1% | $54.80 * | $20.17 | +2.8% | COM | 48238T109 |
| BC | BRUNSWICK CORP | 120,156 | $7.747M | 0.1% | $64.47 * | $51.14 | +9.6% | COM | 117043109 |
| KMB | KIMBERLY CLARK CORP | 73,485 | $7.741M | 0.1% | $105.34 * | $86.21 | -5.9% | COM | 494368103 |
| — | ABIOMED INC | 18,820 | $7.698M | 0.1% | $409.03 | $409.03 | — | COM | 003654100 |
| — | WRIGHT MED GROUP INC | 7,060,000 | $7.643M | 0.1% | $1.08 | $1.05 | — | NOTE 2.000% 2/1 | 98235TAE7 |
| KHC | KRAFT HEINZ CO | 120,807 | $7.589M | 0.1% | $62.82 * | $48.97 | -10.7% | COM | 500754106 |
| — | ISHARES GOLD TRUST | 627,900 | $7.548M | 0.1% | $12.02 | $12.01 | — | ISHARES | 464285105 |
| THO | THOR INDS INC | 75,941 | $7.396M | 0.1% | $97.39 * | $108.44 | -23.4% | COM | 885160101 |
| MGM | MGM RESORTS INTERNATIONAL | 253,808 | $7.368M | 0.1% | $29.03 * | $33.53 | -16.4% | COM | 552953101 |
| HAE | HAEMONETICS CORP | 81,998 | $7.354M | 0.1% | $89.69 | $71.93 | +24.7% | COM | 405024100 |
| DE | DEERE & CO | 52,484 | $7.338M | 0.1% | $139.81 * | $143.98 | -13.0% | COM | 244199105 |
| ECL | ECOLAB INC | 52,154 | $7.319M | 0.1% | $140.33 * | $125.05 | +3.6% | COM | 278865100 |
| KMI | KINDER MORGAN INC DEL | 405,759 | $7.17M | 0.0% | $17.67 * | $11.08 | +3.5% | COM | 49456B101 |
| APD | AIR PRODS & CHEMS INC | 45,842 | $7.139M | 0.0% | $155.73 * | $135.74 | -4.2% | COM | 009158106 |
| RGA | REINSURANCE GROUP AMER INC | 53,320 | $7.117M | 0.0% | $133.48 | $157.16 | -15.1% | COM NEW | 759351604 |
| FNF | FIDELITY NATIONAL FINANCIAL | 189,094 | $7.114M | 0.0% | $37.62 * | $26.69 | -1.4% | FNF GROUP COM | 31620R303 |
| — | NUVEEN PENNSYLVANIA QLT MUN | 563,000 | $7.111M | 0.0% | $12.63 | $14.14 | — | COM | 670972108 |
| — | LOGMEIN INC | 68,375 | $7.06M | 0.0% | $103.25 | $103.25 | — | COM | 54142L109 |
| VRTX | VERTEX PHARMACEUTICALS INC | 41,242 | $7.01M | 0.0% | $169.97 | $163.34 | +4.1% | COM | 92532F100 |
| EA | ELECTRONIC ARTS INC | 49,660 | $7.003M | 0.0% | $141.02 * | $117.84 | +16.4% | COM | 285512109 |
| XVMMX | DELAWARE INV MN MUN INC FD I | 564,399 | $6.987M | 0.0% | $12.38 | $15.18 | — | COM | 24610V103 |
| — | PIONEER NAT RES CO | 36,756 | $6.956M | 0.0% | $189.25 | $171.79 | — | COM | 723787107 |
| TROW | PRICE T ROWE GROUP INC | 59,331 | $6.888M | 0.0% | $116.09 * | $82.41 | +5.3% | COM | 74144T108 |
| ITW | ILLINOIS TOOL WKS INC | 49,343 | $6.836M | 0.0% | $138.54 * | $136.85 | -15.7% | COM | 452308109 |
| ZTS | ZOETIS INC | 80,044 | $6.819M | 0.0% | $85.19 * | $74.07 | +8.3% | CL A | 98978V103 |
| AR | ANTERO RES CORP | 317,630 | $6.782M | 0.0% | $21.35 | $19.62 | +8.8% | COM | 03674X106 |
| — | DISCOVERY INC | 260,938 | $6.654M | 0.0% | $25.50 | $21.44 | — | COM SER C | 25470F302 |
| — | CIT GROUP INC | 131,920 | $6.651M | 0.0% | $50.42 | $51.50 | — | COM NEW | 125581801 |
| ILMN | ILLUMINA INC | 23,792 | $6.645M | 0.0% | $279.30 * | $229.19 | +18.5% | COM | 452327109 |
| — | GENESEE & WYO INC | 81,456 | $6.624M | 0.0% | $81.32 | $81.32 | — | CL A | 371559105 |
| — | REALOGY HLDGS CORP | 287,558 | $6.556M | 0.0% | $22.80 | $27.11 | — | COM | 75605Y106 |
| CBRE | CBRE GROUP INC | 134,569 | $6.425M | 0.0% | $47.75 | $46.63 | +2.4% | CL A | 12504L109 |
| MMS | MAXIMUS INC | 103,020 | $6.398M | 0.0% | $62.10 | $67.99 | -8.6% | COM | 577933104 |
| HPE | HEWLETT PACKARD ENTERPRISE C | 427,586 | $6.247M | 0.0% | $14.61 * | $13.27 | -13.1% | COM | 42824C109 |
| — | EXTENDED STAY AMER INC | 287,974 | $6.223M | 0.0% | $21.61 | $19.77 | — | UNIT 99/99/9999B | 30224P200 |
| CBT | CABOT CORP | 100,101 | $6.183M | 0.0% | $61.77 * | $48.94 | +4.7% | COM | 127055101 |
| — | ENVISION HEALTHCARE CORP | 139,806 | $6.153M | 0.0% | $44.01 | $43.20 | — | COM | 29414D100 |
| ADI | ANALOG DEVICES INC | 64,054 | $6.144M | 0.0% | $95.92 * | $78.72 | +6.1% | COM | 032654105 |
| TXT | TEXTRON INC | 93,187 | $6.142M | 0.0% | $65.91 | $58.18 | +12.2% | COM | 883203101 |
| HYMB | SPDR SERIES TRUST | 108,515 | $6.129M | 0.0% | $56.48 * | $28.63 | -1.3% | NUV HGHYLD MUN | 78464A284 |
| MCK | MCKESSON CORP | 45,839 | $6.115M | 0.0% | $133.40 * | $146.42 | -14.1% | COM | 58155Q103 |
| BALL | BALL CORP | 170,065 | $6.046M | 0.0% | $35.55 * | $35.42 | -7.6% | COM | 058498106 |
| BURL | BURLINGTON STORES INC | 40,039 | $6.027M | 0.0% | $150.53 | $140.02 | +7.5% | COM | 122017106 |
| — | ALEXION PHARMACEUTICALS INC | 48,383 | $6.007M | 0.0% | $124.16 | $111.46 | — | COM | 015351109 |
| EXPD | EXPEDITORS INTL WASH INC | 82,181 | $6.007M | 0.0% | $73.09 * | $61.74 | +8.2% | COM | 302130109 |
| — | CATALENT INC | 142,537 | $5.97M | 0.0% | $41.88 | $41.08 | — | COM | 148806102 |
| SF | STIFEL FINL CORP | 113,560 | $5.934M | 0.0% | $52.25 * | $37.80 | -17.8% | COM | 860630102 |
| — | BLACKROCK MUNIYLD MICH QLTY | 451,928 | $5.925M | 0.0% | $13.11 | $15.21 | — | COM | 09254V105 |
| GIS | GENERAL MLS INC | 133,821 | $5.923M | 0.0% | $44.26 * | $40.98 | -17.5% | COM | 370334104 |
| — | SPIRIT RLTY CAP INC NEW | 732,997 | $5.886M | 0.0% | $8.03 | $7.76 | — | COM | 84860W102 |
| PPG | PPG INDS INC | 56,480 | $5.859M | 0.0% | $103.74 * | $99.50 | -9.6% | COM | 693506107 |
| TDC | TERADATA CORP DEL | 144,295 | $5.793M | 0.0% | $40.15 | $39.39 | +1.9% | COM | 88076W103 |
| — | DISCOVERY INC | 210,186 | $5.78M | 0.0% | $27.50 | $23.52 | — | COM SER A | 25470F104 |
| WY | WEYERHAEUSER CO | 157,751 | $5.751M | 0.0% | $36.46 * | $25.91 | +4.8% | COM | 962166104 |
| SRE | SEMPRA ENERGY | 48,796 | $5.666M | 0.0% | $116.12 * | $41.80 | +9.3% | COM | 816851109 |
| — | LIBERTY EXPEDIA HOLDINGS | 127,404 | $5.598M | 0.0% | $43.94 | $39.28 | — | SER A COM | 53046P109 |
| AVB | AVALONBAY CMNTYS INC | 32,315 | $5.555M | 0.0% | $171.90 * | $125.08 | +6.4% | COM | 053484101 |
| YUM | YUM BRANDS INC | 70,042 | $5.478M | 0.0% | $78.21 * | $71.31 | -4.4% | COM | 988498101 |
| — | NUANCE COMMUNICATIONS INC | 393,241 | $5.46M | 0.0% | $13.88 | $15.75 | — | COM | 67020Y100 |
| — | SYMANTEC CORP | 264,126 | $5.454M | 0.0% | $20.65 | $22.71 | — | COM | 871503108 |
| XENWX | EATON VANCE NEW YORK MUN BD | 481,489 | $5.446M | 0.0% | $11.31 | $14.11 | — | COM | 27827Y109 |
| SHW | SHERWIN WILLIAMS CO | 13,324 | $5.431M | 0.0% | $407.61 * | $127.08 | +0.0% | COM | 824348106 |
| BTU | PEABODY ENERGY CORP NEW | 119,300 | $5.425M | 0.0% | $45.47 * | $34.82 | +14.2% | COM | 704551100 |
| BKR | BAKER HUGHES A GE CO | 163,879 | $5.412M | 0.0% | $33.02 * | $26.35 | +1.1% | CL A | 05722G100 |
| WH | WYNDHAM HOTELS & RESORTS INC | 90,898 | $5.347M | 0.0% | $58.82 | $60.97 | -3.5% | COM | 98311A105 |
| — | WEB COM GROUP INC | 205,800 | $5.32M | 0.0% | $25.85 | $21.06 | — | COM | 94733A104 |
| — | AVANGRID INC | 99,622 | $5.273M | 0.0% | $52.93 | $52.62 | — | COM | 05351W103 |
| — | VEREIT INC | 705,947 | $5.252M | 0.0% | $7.44 | $7.07 | — | COM | 92339V100 |
| ROST | ROSS STORES INC | 61,279 | $5.193M | 0.0% | $84.74 * | $73.33 | +7.3% | COM | 778296103 |
| CRL | CHARLES RIV LABS INTL INC | 46,182 | $5.184M | 0.0% | $112.25 | $108.02 | +3.9% | COM | 159864107 |
| ETR | ENTERGY CORP NEW | 63,859 | $5.159M | 0.0% | $80.79 * | $29.07 | +5.4% | COM | 29364G103 |
| IWM | ISHARES TR | 31,505 | $5.159M | 0.0% | $163.75 | $154.44 | +6.0% | RUSSELL 2000 ETF | 464287655 |
| GNW | GENWORTH FINL INC | 1,144,200 | $5.149M | 0.0% | $4.50 | $3.00 | +49.8% | COM CL A | 37247D106 |
| — | TWENTY FIRST CENTY FOX INC | 104,175 | $5.132M | 0.0% | $49.26 | $36.37 | — | CL B | 90130A200 |
| NWSA | NEWS CORP NEW | 326,913 | $5.067M | 0.0% | $15.50 * | $15.05 | -5.3% | CL A | 65249B109 |
| DK | DELEK US HLDGS INC NEW | 100,466 | $5.04M | 0.0% | $50.17 * | $27.75 | +40.7% | COM | 24665A103 |
| MAN | MANPOWERGROUP INC | 58,462 | $5.032M | 0.0% | $86.07 | $123.55 | -30.3% | COM | 56418H100 |
| — | U S G CORP | 116,430 | $5.021M | 0.0% | $43.12 | $40.42 | — | COM NEW | 903293405 |
| FISV | FISERV INC | 67,722 | $5.018M | 0.0% | $74.10 | $70.32 | +5.4% | COM | 337738108 |
| TDG | TRANSDIGM GROUP INC | 14,527 | $5.014M | 0.0% | $345.15 * | $218.67 | +17.1% | COM | 893641100 |
| ENS | ENERSYS | 67,100 | $5.008M | 0.0% | $74.63 * | $67.90 | +2.4% | COM | 29275Y102 |
| BIDU | BAIDU INC | 20,610 | $5.008M | 0.0% | $242.99 | $247.61 | -1.9% | SPON ADR REP A | 056752108 |
| IQV | IQVIA HLDGS INC | 49,793 | $4.97M | 0.0% | $99.81 | $101.08 | -1.2% | COM | 46266C105 |
| EW | EDWARDS LIFESCIENCES CORP | 34,114 | $4.966M | 0.0% | $145.57 * | $43.43 | +11.7% | COM | 28176E108 |
| BJRI | BJS RESTAURANTS INC | 82,551 | $4.953M | 0.0% | $60.00 | $42.77 | +37.6% | COM | 09180C106 |
| ITGR | INTEGER HLDGS CORP | 76,400 | $4.939M | 0.0% | $64.65 | $50.91 | +27.0% | COM | 45826H109 |
| BBSI | BARRETT BUSINESS SERVICES IN | 51,131 | $4.937M | 0.0% | $96.56 * | $16.72 | +30.2% | COM | 068463108 |
| SYNA | SYNAPTICS INC | 97,981 | $4.936M | 0.0% | $50.38 | $45.38 | +11.0% | COM | 87157D109 |
| EVRG | EVERGY INC | 87,474 | $4.911M | 0.0% | $56.14 * | $40.03 | +5.7% | COM | 30034W106 |
| ENVA | ENOVA INTL INC | 132,927 | $4.858M | 0.0% | $36.55 | $20.12 | +81.7% | COM | 29357K103 |
| — | BIOMARIN PHARMACEUTICAL INC | 4,585,000 | $4.847M | 0.0% | $1.06 | $1.14 | — | NOTE 0.750%10/1 | 09061GAE1 |
| TPICQ | TPI COMPOSITES INC | 165,200 | $4.83M | 0.0% | $29.24 * | $20.52 | +23.1% | COM | 87266J104 |
| — | GANNETT CO INC | 450,000 | $4.815M | 0.0% | $10.70 | $9.98 | — | COM | 36473H104 |
| — | MERITOR INC | 229,639 | $4.724M | 0.0% | $20.57 | $20.56 | — | COM | 59001K100 |
| SANM | SANMINA CORPORATION | 161,140 | $4.721M | 0.0% | $29.30 | $28.87 | +1.5% | COM | 801056102 |
| — | TRIPLE-S MGMT CORP | 120,710 | $4.715M | 0.0% | $39.06 | $26.14 | — | CL B | 896749108 |
| CBSH | COMMERCE BANCSHARES INC | 72,844 | $4.714M | 0.0% | $64.71 * | $42.06 | +1.0% | COM | 200525103 |
| — | HILL ROM HLDGS INC | 53,901 | $4.708M | 0.0% | $87.35 | $87.00 | — | COM | 431475102 |
| SHO | SUNSTONE HOTEL INVS INC NEW | 283,101 | $4.705M | 0.0% | $16.62 | $15.33 | — | COM | 867892101 |
| RHP | RYMAN HOSPITALITY PPTYS INC | 56,567 | $4.704M | 0.0% | $83.16 | $77.46 | — | COM | 78377T107 |
| TEVA | TEVA PHARMACEUTICAL INDS LTD | 191,800 | $4.664M | 0.0% | $24.32 | $20.39 | +19.3% | SPONSORED ADR | 881624209 |
| ADSK | AUTODESK INC | 35,461 | $4.648M | 0.0% | $131.07 | $119.09 | +10.1% | COM | 052769106 |
| EQR | EQUITY RESIDENTIAL | 72,961 | $4.647M | 0.0% | $63.69 * | $44.25 | +9.1% | SH BEN INT | 29476L107 |
| PAHC | PHIBRO ANIMAL HEALTH CORP | 100,221 | $4.616M | 0.0% | $46.06 | $37.03 | +24.3% | CL A COM | 71742Q106 |
| — | GROUPON INC | 1,072,900 | $4.614M | 0.0% | $4.30 | $4.30 | — | COM | 399473107 |
| ADM | ARCHER DANIELS MIDLAND CO | 100,675 | $4.614M | 0.0% | $45.83 * | $33.35 | +10.2% | COM | 039483102 |
| RDNT | RADNET INC | 307,400 | $4.611M | 0.0% | $15.00 | $11.61 | +29.2% | COM | 750491102 |
| MCO | MOODYS CORP | 27,020 | $4.609M | 0.0% | $170.58 * | $151.00 | +5.8% | COM | 615369105 |
| ROP | ROPER TECHNOLOGIES INC | 16,695 | $4.607M | 0.0% | $275.95 * | $263.40 | +0.2% | COM | 776696106 |
| QUAD | QUAD / GRAPHICS INC | 220,707 | $4.597M | 0.0% | $20.83 | $23.31 | -10.6% | COM CL A | 747301109 |
| AYI | ACUITY BRANDS INC | 39,199 | $4.542M | 0.0% | $115.87 * | $149.74 | -24.6% | COM | 00508Y102 |
| PUMP | PROPETRO HLDG CORP | 289,700 | $4.542M | 0.0% | $15.68 | $17.21 | -8.9% | COM | 74347M108 |
| — | INDEXIQ ETF TR | 158,033 | $4.521M | 0.0% | $28.61 | $27.28 | — | IQ CHAIKIN US | 45409B396 |
| TAP | MOLSON COORS BREWING CO | 66,223 | $4.506M | 0.0% | $68.04 * | $64.84 | -14.0% | CL B | 60871R209 |
| CROX | CROCS INC | 254,600 | $4.483M | 0.0% | $17.61 | $13.87 | +26.9% | COM | 227046109 |
| GDOT | GREEN DOT CORP | 60,749 | $4.459M | 0.0% | $73.40 | $63.03 | +16.4% | CL A | 39304D102 |
| WTI | W & T OFFSHORE INC | 621,400 | $4.443M | 0.0% | $7.15 | $5.14 | +39.0% | COM | 92922P106 |
| BLMN | BLOOMIN BRANDS INC | 220,981 | $4.442M | 0.0% | $20.10 * | $18.28 | -10.8% | COM | 094235108 |
| DECK | DECKERS OUTDOOR CORP | 39,300 | $4.437M | 0.0% | $112.90 * | $15.02 | +25.3% | COM | 243537107 |
| ATKR | ATKORE INTL GROUP INC | 212,882 | $4.422M | 0.0% | $20.77 * | $20.73 | -3.4% | COM | 047649108 |
| — | PLANTRONICS INC NEW | 57,400 | $4.377M | 0.0% | $76.25 | $60.37 | — | COM | 727493108 |
| XHR | XENIA HOTELS & RESORTS INC | 179,468 | $4.372M | 0.0% | $24.36 | $19.92 | — | COM | 984017103 |
| CAG | CONAGRA BRANDS INC | 122,175 | $4.366M | 0.0% | $35.74 * | $27.24 | -2.3% | COM | 205887102 |
| REGN | REGENERON PHARMACEUTICALS | 12,519 | $4.319M | 0.0% | $345.00 | $345.90 | -0.8% | COM | 75886F107 |
| — | VERSO CORP | 197,300 | $4.293M | 0.0% | $21.76 | $17.95 | — | CL A | 92531L207 |
| — | CARE COM INC | 204,424 | $4.268M | 0.0% | $20.88 | $16.27 | — | COM | 141633107 |
| APH | AMPHENOL CORP NEW | 48,785 | $4.252M | 0.0% | $87.16 * | $20.87 | -2.8% | CL A | 032095101 |
| — | CYPRESS SEMICONDUCTOR CORP | 3,199,000 | $4.244M | 0.0% | $1.33 | $1.36 | — | NOTE 4.500% 1/1 | 232806AM1 |
| MTB | M & T BK CORP | 24,844 | $4.227M | 0.0% | $170.14 * | $146.61 | -8.1% | COM | 55261F104 |
| EMN | EASTMAN CHEM CO | 42,126 | $4.211M | 0.0% | $99.96 * | $77.04 | -0.2% | COM | 277432100 |
| A | AGILENT TECHNOLOGIES INC | 68,003 | $4.205M | 0.0% | $61.84 * | $66.14 | -11.6% | COM | 00846U101 |
| SWKS | SKYWORKS SOLUTIONS INC | 43,214 | $4.177M | 0.0% | $96.66 * | $86.96 | -6.6% | COM | 83088M102 |
| CSL | CARLISLE COS INC | 38,550 | $4.176M | 0.0% | $108.33 * | $99.37 | -0.7% | COM | 142339100 |
| — | TAILORED BRANDS INC | 162,000 | $4.134M | 0.0% | $25.52 | $25.06 | — | COM | 87403A107 |
| — | TECHTARGET INC | 145,300 | $4.126M | 0.0% | $28.40 | $26.31 | — | COM | 87874R100 |
| RRGB | RED ROBIN GOURMET BURGERS IN | 88,500 | $4.124M | 0.0% | $46.60 | $55.93 | -16.7% | COM | 75689M101 |
| HCC | WARRIOR MET COAL INC | 149,400 | $4.119M | 0.0% | $27.57 | $28.54 | -3.4% | COM | 93627C101 |
| LNC | LINCOLN NATL CORP IND | 66,162 | $4.119M | 0.0% | $62.26 * | $55.97 | -20.2% | COM | 534187109 |
| EGBN | EAGLE BANCORP INC MD | 67,100 | $4.114M | 0.0% | $61.31 * | $47.98 | -0.3% | COM | 268948106 |
| — | IBERIABANK CORP | 53,900 | $4.086M | 0.0% | $75.81 | $78.00 | — | COM | 450828108 |
| UCTT | ULTRA CLEAN HLDGS INC | 245,700 | $4.079M | 0.0% | $16.60 | $17.69 | -6.2% | COM | 90385V107 |
| DG | DOLLAR GEN CORP NEW | 41,138 | $4.056M | 0.0% | $98.59 * | $86.78 | +2.9% | COM | 256677105 |
| NSIT | INSIGHT ENTERPRISES INC | 82,774 | $4.05M | 0.0% | $48.93 | $36.16 | +35.3% | COM | 45765U103 |
| — | ROCKWELL COLLINS INC | 30,073 | $4.05M | 0.0% | $134.67 | $134.82 | — | COM | 774341101 |
| — | WYNDHAM DESTINATIONS INC | 90,898 | $4.024M | 0.0% | $44.27 | $114.43 | — | COM | 98310W108 |
| ALGN | ALIGN TECHNOLOGY INC | 11,675 | $3.994M | 0.0% | $342.10 | $256.81 | +33.2% | COM | 016255101 |
| WELL | WELLTOWER INC | 63,315 | $3.969M | 0.0% | $62.69 * | $42.96 | +13.6% | COM | 95040Q104 |
| BBT | BERKSHIRE HILLS BANCORP INC | 97,624 | $3.964M | 0.0% | $40.60 * | $30.03 | +7.1% | COM | 084680107 |
| FHI | FEDERATED INVS INC PA | 169,623 | $3.956M | 0.0% | $23.32 * | $23.76 | -30.1% | CL B | 314211103 |
| PRGS | PROGRESS SOFTWARE CORP | 101,700 | $3.948M | 0.0% | $38.82 | $42.28 | -8.2% | COM | 743312100 |
| PCH | POTLATCHDELTIC CORPORATION | 77,653 | $3.948M | 0.0% | $50.84 | $52.02 | — | COM | 737630103 |
| — | TESLA INC | 3,490,000 | $3.941M | 0.0% | $1.13 | $1.15 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| MMI | MARCUS & MILLICHAP INC | 100,200 | $3.908M | 0.0% | $39.00 * | $32.39 | +11.5% | COM | 566324109 |
| XYZ | SQUARE INC | 63,399 | $3.908M | 0.0% | $61.64 | $46.61 | +32.3% | CL A | 852234103 |
| WAT | WATERS CORP | 20,112 | $3.894M | 0.0% | $193.62 | $203.52 | -4.9% | COM | 941848103 |
| LNTH | LANTHEUS HLDGS INC | 267,400 | $3.89M | 0.0% | $14.55 | $19.50 | -25.4% | COM | 516544103 |
| RUSHA | RUSH ENTERPRISES INC | 89,326 | $3.875M | 0.0% | $43.38 * | $20.78 | -7.2% | CL A | 781846209 |
| — | RED HAT INC | 28,756 | $3.864M | 0.0% | $134.37 | $149.51 | — | COM | 756577102 |
| — | NEW MEDIA INVT GROUP INC | 208,730 | $3.857M | 0.0% | $18.48 | $17.14 | — | COM | 64704V106 |
| UHS | UNIVERSAL HLTH SVCS INC | 34,532 | $3.848M | 0.0% | $111.43 * | $113.82 | -5.3% | CL B | 913903100 |
| RMR | RMR GROUP INC | 48,938 | $3.839M | 0.0% | $78.45 * | $35.44 | +19.5% | CL A | 74967R106 |
| PARR | PAR PACIFIC HOLDINGS INC | 220,800 | $3.837M | 0.0% | $17.38 | $18.05 | -3.7% | COM NEW | 69888T207 |
| FTV | FORTIVE CORP | 49,643 | $3.828M | 0.0% | $77.11 * | $46.09 | +2.3% | COM | 34959J108 |
| ANF | ABERCROMBIE & FITCH CO | 156,100 | $3.821M | 0.0% | $24.48 * | $19.24 | +17.5% | CL A | 002896207 |
| MNST | MONSTER BEVERAGE CORP NEW | 66,478 | $3.809M | 0.0% | $57.30 * | $31.23 | -8.2% | COM | 61174X109 |
| PCRX | PACIRA PHARMACEUTICALS INC | 118,500 | $3.798M | 0.0% | $32.05 | $34.62 | -7.4% | COM | 695127100 |
| — | NUVEEN MICHIGAN QLT MUN INC | 300,000 | $3.798M | 0.0% | $12.66 | $14.56 | — | COM | 670979103 |
| MUSA | MURPHY USA INC | 50,979 | $3.787M | 0.0% | $74.29 * | $67.13 | +7.6% | COM | 626755102 |
| GCO | GENESCO INC | 95,300 | $3.783M | 0.0% | $39.70 | $37.65 | +5.5% | COM | 371532102 |
| ARCB | ARCBEST CORP | 82,400 | $3.766M | 0.0% | $45.70 * | $32.97 | +31.5% | COM | 03937C105 |
| USNA | USANA HEALTH SCIENCES INC | 32,600 | $3.759M | 0.0% | $115.31 | $77.44 | +48.9% | COM | 90328M107 |
| IMMR | IMMERSION CORP | 242,600 | $3.745M | 0.0% | $15.44 | $12.72 | +21.4% | COM | 452521107 |
| KR | KROGER CO | 131,553 | $3.743M | 0.0% | $28.45 * | $22.97 | +5.5% | COM | 501044101 |
| EZPW | EZCORP INC | 309,800 | $3.733M | 0.0% | $12.05 | $12.81 | -5.9% | CL A NON VTG | 302301106 |
| DLR | DIGITAL RLTY TR INC | 33,333 | $3.719M | 0.0% | $111.57 * | $80.05 | +7.6% | COM | 253868103 |
| — | NEW YORK CMNTY BANCORP INC | 336,387 | $3.713M | 0.0% | $11.04 | $11.14 | — | COM | 649445103 |
| — | FLAGSTAR BANCORP INC | 108,344 | $3.712M | 0.0% | $34.26 | $35.32 | — | COM PAR .001 | 337930705 |
| VNO | VORNADO RLTY TR | 50,122 | $3.705M | 0.0% | $73.92 | $67.31 | — | SH BEN INT | 929042109 |
| ZBH | ZIMMER BIOMET HLDGS INC | 33,242 | $3.704M | 0.0% | $111.43 * | $108.85 | -6.4% | COM | 98956P102 |
| HBAN | HUNTINGTON BANCSHARES INC | 250,913 | $3.704M | 0.0% | $14.76 * | $10.99 | -4.7% | COM | 446150104 |
| GLW | CORNING INC | 134,385 | $3.697M | 0.0% | $27.51 * | $24.81 | -9.8% | COM | 219350105 |
| FCNCA | FIRST CTZNS BANCSHARES INC N | 9,131 | $3.683M | 0.0% | $403.35 * | $419.42 | -6.3% | CL A | 31946M103 |
| — | LIFE STORAGE INC | 37,748 | $3.673M | 0.0% | $97.30 | $83.51 | — | COM | 53223X107 |
| — | CARROLS RESTAURANT GROUP INC | 246,916 | $3.667M | 0.0% | $14.85 | $11.40 | — | COM | 14574X104 |
| LEN | LENNAR CORP | 69,750 | $3.662M | 0.0% | $52.50 * | $55.25 | -15.7% | CL A | 526057104 |
| SCSC | SCANSOURCE INC | 90,734 | $3.657M | 0.0% | $40.30 | $34.77 | +15.9% | COM | 806037107 |
| CACC | CREDIT ACCEP CORP MICH | 10,339 | $3.654M | 0.0% | $353.42 | $331.36 | +6.7% | COM | 225310101 |
| FE | FIRSTENERGY CORP | 101,695 | $3.652M | 0.0% | $35.91 * | $23.30 | +13.5% | COM | 337932107 |
| — | LIONS GATE ENTMNT CORP | 155,372 | $3.645M | 0.0% | $23.46 | $23.73 | — | CL B NON VTG | 535919500 |
| WMB | WILLIAMS COS INC DEL | 133,956 | $3.631M | 0.0% | $27.11 * | $19.06 | -6.0% | COM | 969457100 |
| ORLY | O REILLY AUTOMOTIVE INC NEW | 13,257 | $3.627M | 0.0% | $273.59 * | $16.91 | +7.8% | COM | 67103H107 |
| — | BLACKROCK MUN 2030 TAR TERM | 167,704 | $3.616M | 0.0% | $21.56 | $24.26 | — | COM SHS BEN IN | 09257P105 |
| DVA | DAVITA INC | 52,028 | $3.612M | 0.0% | $69.42 | $73.45 | -5.5% | COM | 23918K108 |
| OFG | OFG BANCORP | 256,131 | $3.598M | 0.0% | $14.05 | $10.59 | +32.6% | COM | 67103X102 |
| — | LIVEPERSON INC | 170,300 | $3.593M | 0.0% | $21.10 | $18.63 | — | COM | 538146101 |
| CFG | CITIZENS FINL GROUP INC | 92,270 | $3.589M | 0.0% | $38.90 * | $32.31 | -12.8% | COM | 174610105 |
| HLT | HILTON WORLDWIDE HLDGS INC | 45,216 | $3.58M | 0.0% | $79.18 * | $79.88 | -3.3% | COM | 43300A203 |
| AMPH | AMPHASTAR PHARMACEUTICALS IN | 234,500 | $3.578M | 0.0% | $15.26 | $18.77 | -18.7% | COM | 03209R103 |
| MANH | MANHATTAN ASSOCS INC | 76,032 | $3.575M | 0.0% | $47.02 | $46.69 | +0.7% | COM | 562750109 |
| ANIP | ANI PHARMACEUTICALS INC | 53,100 | $3.547M | 0.0% | $66.80 | $62.98 | +6.1% | COM | 00182C103 |
| PAYX | PAYCHEX INC | 51,751 | $3.538M | 0.0% | $68.37 * | $52.37 | +4.6% | COM | 704326107 |
| TBI | TRUEBLUE INC | 130,729 | $3.523M | 0.0% | $26.95 | $27.32 | -1.4% | COM | 89785X101 |
| PLUS | EPLUS INC | 37,400 | $3.52M | 0.0% | $94.12 * | $38.54 | +22.1% | COM | 294268107 |
| CTAS | CINTAS CORP | 19,021 | $3.52M | 0.0% | $185.06 * | $39.10 | +9.5% | COM | 172908105 |
| CUBI | CUSTOMERS BANCORP INC | 123,614 | $3.508M | 0.0% | $28.38 | $30.03 | -5.5% | COM | 23204G100 |
| IP | INTL PAPER CO | 67,019 | $3.491M | 0.0% | $52.09 * | $39.21 | -10.1% | COM | 460146103 |
| MCHP | MICROCHIP TECHNOLOGY INC | 38,041 | $3.459M | 0.0% | $90.93 * | $39.79 | -0.7% | COM | 595017104 |
| CNX | CNX RESOURCES CORPORATION | 193,569 | $3.442M | 0.0% | $17.78 | $16.04 | +10.8% | COM | 12653C108 |
| — | SCHNITZER STL INDS | 101,700 | $3.427M | 0.0% | $33.70 | $32.35 | — | CL A | 806882106 |
| — | ARISTA NETWORKS INC | 13,237 | $3.408M | 0.0% | $257.46 | $255.42 | — | COM | 040413106 |
| EIX | EDISON INTL | 53,817 | $3.405M | 0.0% | $63.27 * | $43.79 | +4.7% | COM | 281020107 |
| — | TRONC INC | 197,001 | $3.404M | 0.0% | $17.28 | $16.49 | — | COM | 89703P107 |
| AAP | ADVANCE AUTO PARTS INC | 25,061 | $3.401M | 0.0% | $135.71 * | $103.66 | +15.2% | COM | 00751Y106 |
| — | TRANSOCEAN INC | 2,380,000 | $3.396M | 0.0% | $1.43 | $1.43 | — | DEB 0.500% 1/3 | 893830BJ7 |
| — | AMERICAN RLTY CAP PPTYS INC | 3,390,000 | $3.394M | 0.0% | $1.00 | $0.99 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| HOG | HARLEY DAVIDSON INC | 80,497 | $3.387M | 0.0% | $42.08 | $44.16 | -4.7% | COM | 412822108 |
| ROK | ROCKWELL AUTOMATION INC | 20,324 | $3.378M | 0.0% | $166.21 * | $163.88 | -11.7% | COM | 773903109 |
| TBBK | BANCORP INC DEL | 322,504 | $3.373M | 0.0% | $10.46 | $10.67 | -2.0% | COM | 05969A105 |
| — | ON SEMICONDUCTOR CORP | 2,650,000 | $3.362M | 0.0% | $1.27 | $1.27 | — | NOTE 1.625%10/1 | 682189AP0 |
| PH | PARKER HANNIFIN CORP | 21,518 | $3.354M | 0.0% | $155.87 * | $168.05 | -17.2% | COM | 701094104 |
| — | ESSENDANT INC | 252,900 | $3.344M | 0.0% | $13.22 | $9.06 | — | COM | 296689102 |
| — | CONCHO RES INC | 24,126 | $3.338M | 0.0% | $138.36 | $150.32 | — | COM | 20605P101 |
| — | CONVERGYS CORP | 136,500 | $3.336M | 0.0% | $24.44 | $23.42 | — | COM | 212485106 |
| SWK | STANLEY BLACK & DECKER INC | 24,975 | $3.317M | 0.0% | $132.81 * | $130.20 | -17.6% | COM | 854502101 |
| NWS | NEWS CORP NEW | 208,270 | $3.302M | 0.0% | $15.85 * | $15.36 | -4.9% | CL B | 65249B208 |
| — | MAGELLAN HEALTH INC | 34,400 | $3.3M | 0.0% | $95.93 | $107.10 | — | COM NEW | 559079207 |
| — | KRATON CORPORATION | 71,500 | $3.299M | 0.0% | $46.14 | $47.09 | — | COM | 50077C106 |
| VTR | VENTAS INC | 57,666 | $3.284M | 0.0% | $56.95 * | $37.43 | +11.8% | COM | 92276F100 |
| DLTR | DOLLAR TREE INC | 38,482 | $3.271M | 0.0% | $85.00 | $104.83 | -18.9% | COM | 256746108 |
| — | NIC INC | 210,000 | $3.265M | 0.0% | $15.55 | $14.72 | — | COM | 62914B100 |
| APEI | AMERICAN PUBLIC EDUCATION IN | 77,205 | $3.25M | 0.0% | $42.10 | $36.00 | +17.0% | COM | 02913V103 |
| RF | REGIONS FINL CORP NEW | 181,775 | $3.232M | 0.0% | $17.78 * | $13.90 | -5.4% | COM | 7591EP100 |
| SXC | SUNCOKE ENERGY INC | 241,200 | $3.232M | 0.0% | $13.40 | $11.35 | +18.0% | COM | 86722A103 |
| PPL | PPL CORP | 113,138 | $3.23M | 0.0% | $28.55 * | $20.88 | -1.5% | COM | 69351T106 |
| NUE | NUCOR CORP | 51,481 | $3.218M | 0.0% | $62.51 * | $55.79 | -4.5% | COM | 670346105 |
| — | CHART INDS INC | 3,181,000 | $3.206M | 0.0% | $1.01 | $1.43 | — | NOTE 2.000% 8/0 | 16115QAC4 |
| — | ASHFORD HOSPITALITY TR INC | 394,002 | $3.192M | 0.0% | $8.10 | $7.15 | — | COM SHS | 044103109 |
| — | DELAWARE INVT NAT MUNI INC F | 256,199 | $3.19M | 0.0% | $12.45 | $14.77 | — | SH BEN INT | 24610T108 |
| — | EXTERRAN CORP | 127,362 | $3.189M | 0.0% | $25.04 | $26.70 | — | COM | 30227H106 |
| DOV | DOVER CORP | 43,555 | $3.188M | 0.0% | $73.19 * | $70.70 | -7.6% | COM | 260003108 |
| RJF | RAYMOND JAMES FINANCIAL INC | 35,394 | $3.162M | 0.0% | $89.34 * | $55.11 | -3.7% | COM | 754730109 |
| MATX | MATSON INC | 82,200 | $3.155M | 0.0% | $38.38 * | $28.18 | +19.8% | COM | 57686G105 |
| ULTA | ULTA BEAUTY INC | 13,504 | $3.152M | 0.0% | $233.41 | $223.23 | +4.6% | COM | 90384S303 |
| BXP | BOSTON PROPERTIES INC | 24,983 | $3.134M | 0.0% | $125.45 * | $85.13 | +4.5% | COM | 101121101 |
| — | CBS CORP NEW | 55,266 | $3.107M | 0.0% | $56.22 | $51.40 | — | CL B | 124857202 |
| — | BRISTOW GROUP INC | 2,714,000 | $3.104M | 0.0% | $1.14 | $1.14 | — | NOTE 4.500% 6/0 | 110394AF0 |
| — | CONSOL ENERGY INC NEW | 80,392 | $3.083M | 0.0% | $38.35 | $38.35 | — | COM | 20854L108 |
| SBAC | SBA COMMUNICATIONS CORP NEW | 18,641 | $3.078M | 0.0% | $165.12 * | $153.09 | -0.4% | CL A | 78410G104 |
| IDXX | IDEXX LABS INC | 14,058 | $3.064M | 0.0% | $217.95 | $184.56 | +18.1% | COM | 45168D104 |
| — | ANIXTER INTL INC | 48,300 | $3.058M | 0.0% | $63.31 | $75.76 | — | COM | 035290105 |
| MSI | MOTOROLA SOLUTIONS INC | 26,240 | $3.053M | 0.0% | $116.35 * | $91.54 | +14.9% | COM NEW | 620076307 |
| FOSL | FOSSIL GROUP INC | 113,000 | $3.036M | 0.0% | $26.87 | $16.75 | +60.4% | COM | 34988V106 |
| SFM | SPROUTS FMRS MKT INC | 136,603 | $3.015M | 0.0% | $22.07 | $25.63 | -13.9% | COM | 85208M102 |
| ES | EVERSOURCE ENERGY | 51,288 | $3.006M | 0.0% | $58.61 * | $44.88 | +0.6% | COM | 30040W108 |
| — | OUTFRONT MEDIA INC | 154,444 | $3.004M | 0.0% | $19.45 | $19.04 | — | COM | 69007J106 |
| VVX | VECTRUS INC | 97,443 | $3.003M | 0.0% | $30.82 | $32.43 | -5.0% | COM | 92242T101 |
| AEIS | ADVANCED ENERGY INDS | 51,300 | $2.98M | 0.0% | $58.09 | $67.77 | -15.9% | COM | 007973100 |
| — | DISH NETWORK CORP | 88,678 | $2.98M | 0.0% | $33.60 | $37.41 | — | CL A | 25470M109 |
| — | LABORATORY CORP AMER HLDGS | 16,558 | $2.972M | 0.0% | $179.49 | $161.76 | — | COM NEW | 50540R409 |
| HIG | HARTFORD FINL SVCS GROUP INC | 57,963 | $2.964M | 0.0% | $51.14 * | $45.90 | -5.8% | COM | 416515104 |
| — | CENTURYLINK INC | 158,890 | $2.962M | 0.0% | $18.64 | $16.43 | — | COM | 156700106 |
| — | MFS MUN INCOME TR | 446,137 | $2.94M | 0.0% | $6.59 | $7.24 | — | SH BEN INT | 552738106 |
| NSP | INSPERITY INC | 30,670 | $2.921M | 0.0% | $95.24 * | $52.97 | +49.6% | COM | 45778Q107 |
| — | APACHE CORP | 61,849 | $2.891M | 0.0% | $46.74 | $38.47 | — | COM | 037411105 |
| CPRT | COPART INC | 51,094 | $2.89M | 0.0% | $56.56 * | $11.57 | +22.2% | COM | 217204106 |
| GEO | GEO GROUP INC NEW | 104,600 | $2.881M | 0.0% | $27.54 * | $17.61 | +16.0% | COM | 36162J106 |
| GPN | GLOBAL PMTS INC | 25,822 | $2.879M | 0.0% | $111.49 * | $105.17 | +0.9% | COM | 37940X102 |
| CLX | CLOROX CO DEL | 20,959 | $2.835M | 0.0% | $135.26 * | $106.77 | +1.7% | COM | 189054109 |
| — | HESS CORP | 42,379 | $2.834M | 0.0% | $66.87 | $50.62 | — | COM | 42809H107 |
| — | KELLOGG CO | 40,418 | $2.824M | 0.0% | $69.87 * | $47.27 | +5.5% | COM | 487836108 |
| MTRX | MATRIX SVC CO | 153,600 | $2.819M | 0.0% | $18.35 | $16.57 | +10.8% | COM | 576853105 |
| OMF | ONEMAIN HLDGS INC | 84,525 | $2.814M | 0.0% | $33.29 | $32.08 | +3.8% | COM | 68268W103 |
| — | E TRADE FINANCIAL CORP | 45,606 | $2.789M | 0.0% | $61.15 | $55.41 | — | COM NEW | 269246401 |
| — | HARRIS CORP DEL | 19,216 | $2.778M | 0.0% | $144.57 | $161.29 | — | COM | 413875105 |
| — | NOBLE ENERGY INC | 78,404 | $2.766M | 0.0% | $35.28 | $30.30 | — | COM | 655044105 |
| VMC | VULCAN MATLS CO | 21,394 | $2.761M | 0.0% | $129.05 * | $117.48 | +2.8% | COM | 929160109 |
| WLY | WILEY JOHN & SONS INC | 44,202 | $2.758M | 0.0% | $62.40 * | $50.25 | -3.3% | CL A | 968223206 |
| — | YAHOO INC | 1,990,000 | $2.719M | 0.0% | $1.37 | $1.26 | — | NOTE 12/0 | 984332AF3 |
| — | RENEWABLE ENERGY GROUP INC | 152,313 | $2.718M | 0.0% | $17.84 | $15.56 | — | COM NEW | 75972A301 |
| HY | HYSTER YALE MATLS HANDLING I | 42,232 | $2.713M | 0.0% | $64.24 * | $63.54 | -18.2% | CL A | 449172105 |
| VRSK | VERISK ANALYTICS INC | 25,141 | $2.707M | 0.0% | $107.67 * | $95.40 | +7.8% | COM | 92345Y106 |
| AME | AMETEK INC NEW | 37,478 | $2.704M | 0.0% | $72.15 * | $71.98 | -4.7% | COM | 031100100 |
| RYN | RAYONIER INC | 69,804 | $2.701M | 0.0% | $38.69 | $38.69 | — | COM | 754907103 |
| — | H & E EQUIPMENT SERVICES INC | 71,500 | $2.689M | 0.0% | $37.61 | $38.49 | — | COM | 404030108 |
| — | AKORN INC | 161,942 | $2.687M | 0.0% | $16.59 | $16.59 | — | COM | 009728106 |
| XRAY | DENTSPLY SIRONA INC | 61,298 | $2.683M | 0.0% | $43.77 | $54.48 | -19.7% | COM | 24906P109 |
| — | NATIONAL OILWELL VARCO INC | 61,828 | $2.683M | 0.0% | $43.39 | $36.81 | — | COM | 637071101 |
| — | BLACKROCK FLA MUN 2020 TERM | 187,485 | $2.679M | 0.0% | $14.29 | $15.50 | — | COM SHS | 09250M109 |
| — | XILINX INC | 41,012 | $2.676M | 0.0% | $65.25 | $72.24 | — | COM | 983919101 |
| — | ZAGG INC | 154,600 | $2.675M | 0.0% | $17.30 | $12.20 | — | COM | 98884U108 |
| UAL | UNITED CONTL HLDGS INC | 38,142 | $2.66M | 0.0% | $69.74 | $69.09 | +0.9% | COM | 910047109 |
| EVC | ENTRAVISION COMMUNICATIONS C | 528,000 | $2.641M | 0.0% | $5.00 * | $4.12 | -21.0% | CL A | 29382R107 |
| — | FRANKLIN FINL NETWORK INC | 70,071 | $2.635M | 0.0% | $37.60 | $32.60 | — | COM | 35352P104 |
| — | ADVANCED MICRO DEVICES INC | 1,310,000 | $2.604M | 0.0% | $1.99 | $1.30 | — | NOTE 2.125% 9/0 | 007903BD8 |
| FMC | F M C CORP | 29,169 | $2.602M | 0.0% | $89.20 * | $60.69 | +4.2% | COM NEW | 302491303 |
| KLAC | KLA-TENCOR CORP | 25,227 | $2.587M | 0.0% | $102.55 * | $98.66 | -7.0% | COM | 482480100 |
| NVRI | HARSCO CORP | 116,600 | $2.577M | 0.0% | $22.10 | $19.19 | +15.1% | COM | 415864107 |
| AAL | AMERICAN AIRLS GROUP INC | 67,433 | $2.56M | 0.0% | $37.96 * | $52.27 | -28.9% | COM | 02376R102 |
| ESS | ESSEX PPTY TR INC | 10,690 | $2.556M | 0.0% | $239.10 * | $175.97 | +5.3% | COM | 297178105 |
| CMA | COMERICA INC | 27,826 | $2.53M | 0.0% | $90.92 * | $66.87 | +0.8% | COM | 200340107 |
| — | AMERICAN EQTY INVT LIFE HLD | 70,100 | $2.524M | 0.0% | $36.01 | $29.36 | — | COM | 025676206 |
| FLWS | FLWS/1-800 FLOWERS | 200,247 | $2.513M | 0.0% | $12.55 | $11.67 | +7.5% | CL A | 68243Q106 |
| CLH | CLEAN HARBORS INC | 45,117 | $2.507M | 0.0% | $55.57 | $51.80 | +7.2% | COM | 184496107 |
| WSBC | WESBANCO INC | 55,342 | $2.492M | 0.0% | $45.03 | $42.17 | +6.8% | COM | 950810101 |
| DHI | D R HORTON INC | 60,758 | $2.491M | 0.0% | $41.00 * | $42.61 | -11.4% | COM | 23331A109 |
| SRPT | SAREPTA THERAPEUTICS INC | 18,794 | $2.484M | 0.0% | $132.17 | $66.68 | +98.2% | COM | 803607100 |
| O | REALTY INCOME CORP | 46,027 | $2.476M | 0.0% | $53.79 * | $34.12 | +6.8% | COM | 756109104 |
| — | SVB FINL GROUP | 8,572 | $2.476M | 0.0% | $288.85 | $239.99 | — | COM | 78486Q101 |
| AWK | AMERICAN WTR WKS CO INC NEW | 28,817 | $2.461M | 0.0% | $85.40 * | $70.30 | +5.4% | COM | 030420103 |
| ALNT | ALLIED MOTION TECHNOLOGIES I | 51,306 | $2.456M | 0.0% | $47.87 * | $23.36 | +33.2% | COM | 019330109 |
| — | XPERI CORP | 152,450 | $2.455M | 0.0% | $16.10 | $17.55 | — | COM | 98421B100 |
| SPSC | SPS COMM INC | 33,400 | $2.454M | 0.0% | $73.47 * | $34.01 | +8.0% | COM | 78463M107 |
| VREX | VAREX IMAGING CORP | 66,100 | $2.452M | 0.0% | $37.10 | $36.97 | +0.3% | COM | 92214X106 |
| — | K12 INC | 149,453 | $2.447M | 0.0% | $16.37 | $14.40 | — | COM | 48273U102 |
| — | L3 TECHNOLOGIES INC | 12,701 | $2.442M | 0.0% | $192.27 | $208.01 | — | COM | 502413107 |
| EFX | EQUIFAX INC | 19,466 | $2.435M | 0.0% | $125.09 * | $111.89 | +4.8% | COM | 294429105 |
| MD | MEDNAX INC | 56,126 | $2.429M | 0.0% | $43.28 | $51.70 | -16.3% | COM | 58502B106 |
| DGX | QUEST DIAGNOSTICS INC | 22,079 | $2.427M | 0.0% | $109.92 * | $87.50 | +7.9% | COM | 74834L100 |
| — | NUVEEN MARYLAND QLT MUN INC | 200,000 | $2.426M | 0.0% | $12.13 | $13.95 | — | COM | 67061Q107 |
| EXR | EXTRA SPACE STORAGE INC | 24,227 | $2.418M | 0.0% | $99.81 * | $62.65 | +20.6% | COM | 30225T102 |
| — | DIME CMNTY BANCSHARES | 123,435 | $2.407M | 0.0% | $19.50 | $18.40 | — | COM | 253922108 |
| MSCI | MSCI INC | 14,408 | $2.383M | 0.0% | $165.39 * | $145.67 | +5.0% | COM | 55354G100 |
| MTD | METTLER TOLEDO INTERNATIONAL | 4,110 | $2.379M | 0.0% | $578.83 | $628.64 | -8.0% | COM | 592688105 |
| PFG | PRINCIPAL FINL GROUP INC | 44,785 | $2.372M | 0.0% | $52.96 * | $48.41 | -18.3% | COM | 74251V102 |
| — | ANSYS INC | 13,597 | $2.368M | 0.0% | $174.16 | $156.70 | — | COM | 03662Q105 |
| — | WESTROCK CO | 41,505 | $2.367M | 0.0% | $57.03 | $64.17 | — | COM | 96145D105 |
| — | AMERICAN NATL INS CO | 19,605 | $2.345M | 0.0% | $119.61 | $118.89 | — | COM | 028591105 |
| OPK | OPKO HEALTH INC | 498,339 | $2.342M | 0.0% | $4.70 | $4.03 | +16.7% | COM | 68375N103 |
| UNM | UNUM GROUP | 62,737 | $2.321M | 0.0% | $37.00 | $52.25 | -29.2% | COM | 91529Y106 |
| — | KLX INC | 32,200 | $2.315M | 0.0% | $71.89 | $71.89 | — | COM | 482539103 |
| — | CUTERA INC | 57,100 | $2.301M | 0.0% | $40.30 | $50.25 | — | COM | 232109108 |
| MKC | MCCORMICK & CO INC | 19,629 | $2.278M | 0.0% | $116.05 * | $45.28 | +10.9% | COM NON VTG | 579780206 |
| MLM | MARTIN MARIETTA MATLS INC | 10,187 | $2.275M | 0.0% | $223.32 * | $204.42 | +3.4% | COM | 573284106 |
| CMG | CHIPOTLE MEXICAN GRILL INC | 5,269 | $2.273M | 0.0% | $431.39 * | $6.30 | +37.0% | COM | 169656105 |
| — | TOTAL SYS SVCS INC | 26,850 | $2.27M | 0.0% | $84.54 | $86.25 | — | COM | 891906109 |
| — | MACQUARIE INFRASTRUCTURE COR | 2,540,000 | $2.259M | 0.0% | $0.89 | $0.96 | — | NOTE 2.000%10/0 | 55608BAB1 |
| EQT | EQT CORP | 40,820 | $2.252M | 0.0% | $55.17 * | $26.50 | +4.8% | COM | 26884L109 |
| COR | AMERISOURCEBERGEN CORP | 26,325 | $2.244M | 0.0% | $85.24 * | $73.93 | -10.7% | COM | 03073E105 |
| SM | SM ENERGY CO | 87,240 | $2.241M | 0.0% | $25.69 * | $21.04 | +10.0% | COM | 78454L100 |
| FAST | FASTENAL CO | 46,555 | $2.241M | 0.0% | $48.14 * | $11.23 | -11.8% | COM | 311900104 |
| — | BIOMARIN PHARMACEUTICAL INC | 1,868,000 | $2.222M | 0.0% | $1.19 | $1.19 | — | NOTE 1.500%10/1 | 09061GAF8 |
| — | BLUEBIRD BIO INC | 14,155 | $2.222M | 0.0% | $156.98 | $170.73 | — | COM | 09609G100 |
| FBP | FIRST BANCORP P R | 289,337 | $2.213M | 0.0% | $7.65 * | $5.15 | +21.2% | COM NEW | 318672706 |
| — | LASALLE HOTEL PPTYS | 64,285 | $2.201M | 0.0% | $34.24 | $30.32 | — | COM SH BEN INT | 517942108 |
| MHK | MOHAWK INDS INC | 10,262 | $2.199M | 0.0% | $214.29 | $257.62 | -16.8% | COM | 608190104 |
| BR | BROADRIDGE FINL SOLUTIONS IN | 19,086 | $2.196M | 0.0% | $115.06 * | $99.13 | +2.2% | COM | 11133T103 |
| TTWO | TAKE-TWO INTERACTIVE SOFTWAR | 18,511 | $2.191M | 0.0% | $118.36 | $112.01 | +5.7% | COM | 874054109 |
| TITN | TITAN MACHY INC | 140,404 | $2.184M | 0.0% | $15.56 | $20.92 | -25.7% | COM | 88830R101 |
| GPC | GENUINE PARTS CO | 23,749 | $2.18M | 0.0% | $91.79 * | $76.83 | -3.7% | COM | 372460105 |
| — | TIFFANY & CO NEW | 16,487 | $2.169M | 0.0% | $131.56 | $97.64 | — | COM | 886547108 |
| AWR | AMERICAN STS WTR CO | 37,900 | $2.167M | 0.0% | $57.18 * | $46.66 | +6.4% | COM | 029899101 |
| — | CHESAPEAKE ENERGY CORP | 2,100,000 | $2.139M | 0.0% | $1.02 | $0.90 | — | NOTE 5.500% 9/1 | 165167CY1 |
| HTO | SJW GROUP | 32,237 | $2.134M | 0.0% | $66.20 | $56.16 | +17.9% | COM | 784305104 |
| HIW | HIGHWOODS PPTYS INC | 41,797 | $2.12M | 0.0% | $50.72 | $43.83 | — | COM | 431284108 |
| — | VONAGE HLDGS CORP | 164,222 | $2.116M | 0.0% | $12.88 | $10.65 | — | COM | 92886T201 |
| EVTC | EVERTEC INC | 96,771 | $2.115M | 0.0% | $21.86 * | $15.07 | +39.0% | COM | 30040P103 |
| HSY | HERSHEY CO | 22,615 | $2.105M | 0.0% | $93.08 * | $85.63 | -8.9% | COM | 427866108 |
| CHD | CHURCH & DWIGHT INC | 39,604 | $2.105M | 0.0% | $53.15 * | $44.65 | +8.7% | COM | 171340102 |
| ARE | ALEXANDRIA REAL ESTATE EQ IN | 16,666 | $2.102M | 0.0% | $126.13 * | $92.80 | +3.2% | COM | 015271109 |
| EXAS | EXACT SCIENCES CORP | 35,161 | $2.102M | 0.0% | $59.78 | $48.78 | +22.6% | COM | 30063P105 |
| KMX | CARMAX INC | 28,820 | $2.1M | 0.0% | $72.87 | $65.37 | +11.5% | COM | 143130102 |
| — | GGP INC | 102,372 | $2.092M | 0.0% | $20.44 | $20.46 | — | COM | 36174X101 |
| — | GLOBAL BRASS & COPPR HLDGS I | 66,474 | $2.084M | 0.0% | $31.35 | $33.45 | — | COM | 37953G103 |
| BF/B | BROWN FORMAN CORP | 42,392 | $2.078M | 0.0% | $49.02 * | $46.83 | -7.7% | CL B | 115637209 |
| SNPS | SYNOPSYS INC | 24,116 | $2.064M | 0.0% | $85.59 | $87.85 | -2.6% | COM | 871607107 |
| UGI | UGI CORP NEW | 39,597 | $2.062M | 0.0% | $52.07 | $48.45 | +7.5% | COM | 902681105 |
| — | MOMO INC | 47,336 | $2.059M | 0.0% | $43.50 | $43.50 | — | ADR | 60879B107 |
| — | DIPLOMAT PHARMACY INC | 80,450 | $2.057M | 0.0% | $25.57 | $20.15 | — | COM | 25456K101 |
| L | LOEWS CORP | 42,376 | $2.046M | 0.0% | $48.28 * | $48.83 | -4.3% | COM | 540424108 |
| CHRW | C H ROBINSON WORLDWIDE INC | 24,408 | $2.042M | 0.0% | $83.66 * | $76.39 | -8.3% | COM NEW | 12541W209 |
| — | CHICOS FAS INC | 250,200 | $2.037M | 0.0% | $8.14 | $8.14 | — | COM | 168615102 |
| NWL | NEWELL BRANDS INC | 78,608 | $2.028M | 0.0% | $25.80 * | $19.61 | -7.4% | COM | 651229106 |
| WPC | W P CAREY INC | 30,564 | $2.028M | 0.0% | $66.35 | $61.99 | — | COM | 92936U109 |
| — | FIRSTCASH INC | 22,350 | $2.008M | 0.0% | $89.84 | $82.48 | — | COM | 33767D105 |
| — | INDEXIQ ETF TR | 103,182 | $2M | 0.0% | $19.38 | $19.64 | — | HDGD FTSE EURO | 45409B552 |
| AMD | ADVANCED MICRO DEVICES INC | 133,350 | $1.999M | 0.0% | $14.99 | $11.86 | +26.4% | COM | 007903107 |
| — | SAGE THERAPEUTICS INC | 12,638 | $1.978M | 0.0% | $156.51 | $161.10 | — | COM | 78667J108 |
| SJM | SMUCKER J M CO | 18,386 | $1.976M | 0.0% | $107.47 * | $97.06 | -13.1% | COM NEW | 832696405 |
| — | INDEXIQ ETF TR | 79,957 | $1.976M | 0.0% | $24.71 | $25.07 | — | IQ CHAIKIN US | 45409B388 |
| — | COLONY STARWOOD HOMES | 1,765,000 | $1.974M | 0.0% | $1.12 | $1.12 | — | NOTE 3.500% 1/1 | 19625XAB8 |
| CUBE | CUBESMART | 61,134 | $1.969M | 0.0% | $32.21 | $28.21 | — | COM | 229663109 |
| — | HCP INC | 76,034 | $1.963M | 0.0% | $25.82 | $23.23 | — | COM | 40414L109 |
| XYL | XYLEM INC | 29,121 | $1.962M | 0.0% | $67.37 * | $67.29 | -8.5% | COM | 98419M100 |
| IT | GARTNER INC | 14,766 | $1.962M | 0.0% | $132.87 | $124.90 | +6.4% | COM | 366651107 |
| — | EXPRESS INC | 213,800 | $1.956M | 0.0% | $9.15 | $7.16 | — | COM | 30219E103 |
| — | NCI BUILDING SYS INC | 91,600 | $1.924M | 0.0% | $21.00 | $17.70 | — | COM NEW | 628852204 |
| INCY | INCYTE CORP | 28,474 | $1.908M | 0.0% | $67.01 | $90.16 | -25.7% | COM | 45337C102 |
| — | HERBALIFE LTD | 1,470,000 | $1.905M | 0.0% | $1.30 | $1.06 | — | NOTE 2.000% 8/1 | 42703MAB9 |
| — | HUBSPOT INC | 1,320,000 | $1.889M | 0.0% | $1.43 | $1.43 | — | NOTE 0.250% 6/0 | 443573AB6 |
| MAS | MASCO CORP | 50,252 | $1.88M | 0.0% | $37.41 * | $37.94 | -12.6% | COM | 574599106 |
| — | COOPER COS INC | 7,934 | $1.868M | 0.0% | $235.44 | $228.86 | — | COM NEW | 216648402 |
| PVH | PVH CORP | 12,472 | $1.867M | 0.0% | $149.70 | $144.16 | +2.7% | COM | 693656100 |
| UTHR | UNITED THERAPEUTICS CORP DEL | 16,462 | $1.863M | 0.0% | $113.17 | $127.04 | -10.9% | COM | 91307C102 |
| COKE | COCA COLA BOTTLING CO CONS | 13,761 | $1.859M | 0.0% | $135.09 * | $18.01 | -29.1% | COM | 191098102 |
| — | STARWOOD PPTY TR INC | 1,662,000 | $1.858M | 0.0% | $1.12 | $1.13 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| SCVL | SHOE CARNIVAL INC | 57,200 | $1.856M | 0.0% | $32.45 * | $12.14 | +33.6% | COM | 824889109 |
| MAA | MID AMER APT CMNTYS INC | 18,417 | $1.854M | 0.0% | $100.67 * | $68.97 | +12.6% | COM | 59522J103 |
| VICI | VICI PPTYS INC | 89,512 | $1.848M | 0.0% | $20.65 * | $12.75 | +8.3% | COM | 925652109 |
| — | J JILL INC | 196,800 | $1.838M | 0.0% | $9.34 | $7.91 | — | COM | 46620W102 |
| JOUT | JOHNSON OUTDOORS INC | 21,621 | $1.828M | 0.0% | $84.55 | $63.91 | +32.3% | CL A | 479167108 |
| RES | RPC INC | 125,426 | $1.827M | 0.0% | $14.57 * | $15.11 | -14.5% | COM | 749660106 |
| HSIC | SCHEIN HENRY INC | 24,928 | $1.811M | 0.0% | $72.65 * | $55.40 | +2.8% | COM | 806407102 |
| STWD | STARWOOD PPTY TR INC | 82,946 | $1.8M | 0.0% | $21.70 | $20.95 | — | COM | 85571B105 |
| FLO | FLOWERS FOODS INC | 86,105 | $1.794M | 0.0% | $20.84 * | $15.71 | -1.8% | COM | 343498101 |
| CTRA | CABOT OIL & GAS CORP | 75,228 | $1.79M | 0.0% | $23.79 * | $18.91 | -7.1% | COM | 127097103 |
| — | SL GREEN RLTY CORP | 17,741 | $1.784M | 0.0% | $100.56 | $96.85 | — | COM | 78440X101 |
| — | PROSPECT CAPITAL CORPORATION | 1,770,000 | $1.772M | 0.0% | $1.00 | $1.01 | — | NOTE 4.750% 4/1 | 74348TAQ5 |
| — | KANSAS CITY SOUTHERN | 16,605 | $1.759M | 0.0% | $105.93 | $109.87 | — | COM NEW | 485170302 |
| HOLX | HOLOGIC INC | 44,186 | $1.756M | 0.0% | $39.74 | $40.41 | -1.6% | COM | 436440101 |
| — | BLACKROCK MUNIHLDGS NJ QLTY | 132,807 | $1.752M | 0.0% | $13.19 | $15.34 | — | COM | 09254X101 |
| — | INDEXIQ ETF TR | 80,000 | $1.75M | 0.0% | $21.88 | $21.98 | — | LNG SHT TRACK | 45409B305 |
| FFWM | FIRST FNDTN INC | 94,210 | $1.747M | 0.0% | $18.54 * | $17.16 | +1.0% | COM | 32026V104 |
| — | ELECTRONICS FOR IMAGING INC | 53,200 | $1.732M | 0.0% | $32.56 | $27.33 | — | COM | 286082102 |
| TBHC | KIRKLANDS INC | 147,412 | $1.716M | 0.0% | $11.64 * | $10.51 | +6.1% | COM | 497498105 |
| PKG | PACKAGING CORP AMER | 15,270 | $1.707M | 0.0% | $111.79 * | $95.04 | -6.3% | COM | 695156109 |
| — | SQUARE INC | 630,000 | $1.702M | 0.0% | $2.70 | $2.29 | — | NOTE 0.375% 3/0 | 852234AB9 |
| HAS | HASBRO INC | 18,401 | $1.699M | 0.0% | $92.33 * | $70.02 | +0.4% | COM | 418056107 |
| — | INDEXIQ ETF TR | 80,000 | $1.694M | 0.0% | $21.18 | $20.91 | — | HDG EVE DRIV | 45409B404 |
| — | CALAMP CORP | 72,200 | $1.692M | 0.0% | $23.43 | $22.98 | — | COM | 128126109 |
| ALB | ALBEMARLE CORP | 17,927 | $1.691M | 0.0% | $94.33 * | $98.71 | -13.8% | COM | 012653101 |
| DIOD | DIODES INC | 48,900 | $1.686M | 0.0% | $34.48 | $32.50 | +6.1% | COM | 254543101 |
| JBHT | HUNT J B TRANS SVCS INC | 13,856 | $1.685M | 0.0% | $121.61 * | $111.28 | +1.9% | COM | 445658107 |
| ZION | ZIONS BANCORPORATION | 31,902 | $1.681M | 0.0% | $52.69 | $53.82 | -2.1% | COM | 989701107 |
| — | DUKE REALTY CORP | 57,784 | $1.678M | 0.0% | $29.04 | $26.47 | — | COM NEW | 264411505 |
| TMUS | T MOBILE US INC | 28,059 | $1.677M | 0.0% | $59.77 * | $58.95 | -2.1% | COM | 872590104 |
| UVV | UNIVERSAL CORP VA | 25,100 | $1.658M | 0.0% | $66.06 | $55.37 | +19.3% | COM | 913456109 |
| DRH | DIAMONDROCK HOSPITALITY CO | 134,946 | $1.657M | 0.0% | $12.28 | $11.63 | — | COM | 252784301 |
| GNRC | GENERAC HLDGS INC | 32,000 | $1.656M | 0.0% | $51.75 | $47.82 | +8.2% | COM | 368736104 |
| — | INPHI CORP | 1,766,000 | $1.655M | 0.0% | $0.94 | $0.98 | — | NOTE 0.750% 9/0 | 45772FAC1 |
| FISI | FINANCIAL INSTNS INC | 50,295 | $1.655M | 0.0% | $32.91 * | $21.89 | +6.1% | COM | 317585404 |
| BEN | FRANKLIN RES INC | 51,584 | $1.653M | 0.0% | $32.04 * | $26.18 | -13.4% | COM | 354613101 |
| EEM | ISHARES TR | 37,960 | $1.645M | 0.0% | $43.34 | $47.99 | -9.7% | MSCI EMG MKT ETF | 464287234 |
| — | EATON VANCE MUN INCOME 2028 | 82,787 | $1.638M | 0.0% | $19.79 | $21.18 | — | SHS | 27829U105 |
| — | VANECK VECTORS ETF TR | 51,917 | $1.634M | 0.0% | $31.47 | $31.31 | — | HIGH YLD MUN ETF | 92189F361 |
| ENR | ENERGIZER HLDGS INC NEW | 25,919 | $1.632M | 0.0% | $62.97 * | $41.00 | +17.7% | COM | 29272W109 |
| TRN | TRINITY INDS INC | 47,576 | $1.63M | 0.0% | $34.26 * | $18.58 | +0.6% | COM | 896522109 |
| HRL | HORMEL FOODS CORP | 43,708 | $1.626M | 0.0% | $37.20 * | $27.67 | +10.4% | COM | 440452100 |
| UDR | UDR INC | 43,309 | $1.626M | 0.0% | $37.54 * | $26.50 | +7.6% | COM | 902653104 |
| CTRN | CITI TRENDS INC | 59,100 | $1.622M | 0.0% | $27.45 * | $25.82 | +3.3% | COM | 17306X102 |
| — | STERICYCLE INC | 24,599 | $1.606M | 0.0% | $65.29 | $61.33 | — | COM | 858912108 |
| — | PERSPECTA INC | 77,890 | $1.601M | 0.0% | $20.55 | $20.55 | — | COM | 715347100 |
| LKQ | LKQ CORP | 50,123 | $1.599M | 0.0% | $31.90 * | $36.45 | -21.4% | COM | 501889208 |
| IRM | IRON MTN INC NEW | 45,549 | $1.594M | 0.0% | $35.00 * | $21.76 | +7.2% | COM | 46284V101 |
| — | JAZZ INVESTMENTS I LTD | 1,459,000 | $1.592M | 0.0% | $1.09 | $1.10 | — | NOTE 1.875% 8/1 | 472145AB7 |
| MOS | MOSAIC CO NEW | 56,764 | $1.592M | 0.0% | $28.05 * | $23.14 | +6.8% | COM | 61945C103 |
| LNT | ALLIANT ENERGY CORP | 37,462 | $1.585M | 0.0% | $42.31 * | $30.84 | +8.4% | COM | 018802108 |
| IFF | INTERNATIONAL FLAVORS&FRAGRA | 12,775 | $1.584M | 0.0% | $123.99 * | $118.06 | -13.6% | COM | 459506101 |
| — | ARES CAP CORP | 1,570,000 | $1.58M | 0.0% | $1.01 | $1.02 | — | NOTE 3.750% 2/0 | 04010LAT0 |
| — | CIMAREX ENERGY CO | 15,446 | $1.571M | 0.0% | $101.71 | $93.49 | — | COM | 171798101 |
| ELS | EQUITY LIFESTYLE PPTYS INC | 17,058 | $1.568M | 0.0% | $91.92 | $88.20 | — | COM | 29472R108 |
| PGC | PEAPACK-GLADSTONE FINL CORP | 44,574 | $1.542M | 0.0% | $34.59 * | $32.97 | -0.8% | COM | 704699107 |
| BAH | BOOZ ALLEN HAMILTON HLDG COR | 35,137 | $1.537M | 0.0% | $43.74 * | $33.57 | +13.9% | CL A | 099502106 |
| — | FIREEYE INC | 1,605,000 | $1.537M | 0.0% | $0.96 | $0.95 | — | NOTE 1.000% 6/0 | 31816QAB7 |
| — | SPIRIT RLTY CAP INC NEW | 1,525,000 | $1.534M | 0.0% | $1.01 | $1.02 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| WHR | WHIRLPOOL CORP | 10,443 | $1.528M | 0.0% | $146.32 | $167.03 | -12.5% | COM | 963320106 |
| — | MFS HIGH INCOME MUN TR | 303,705 | $1.512M | 0.0% | $4.98 | $5.46 | — | SH BEN INT | 59318D104 |
| — | FEDERAL REALTY INVT TR | 11,852 | $1.5M | 0.0% | $126.56 | $116.09 | — | SH BEN INT NEW | 313747206 |
| LGND | LIGAND PHARMACEUTICALS INC | 7,213 | $1.495M | 0.0% | $207.26 * | $98.89 | +30.7% | COM NEW | 53220K504 |
| — | RADIUS HEALTH INC | 1,590,000 | $1.483M | 0.0% | $0.93 | $1.00 | — | NOTE 3.000% 9/0 | 750469AA6 |
| REG | REGENCY CTRS CORP | 23,853 | $1.481M | 0.0% | $62.09 * | $43.83 | +4.3% | COM | 758849103 |
| ZUMZ | ZUMIEZ INC | 59,100 | $1.481M | 0.0% | $25.06 | $24.89 | +0.6% | COM | 989817101 |
| — | LIGAND PHARMACEUTICALS INC | 537,000 | $1.48M | 0.0% | $2.76 | $1.87 | — | NOTE 0.750% 8/1 | 53220KAD0 |
| — | TERADYNE INC | 1,108,000 | $1.478M | 0.0% | $1.33 | $1.41 | — | NOTE 1.250%12/1 | 880770AG7 |
| SNA | SNAP ON INC | 9,159 | $1.472M | 0.0% | $160.72 * | $134.24 | -1.3% | COM | 833034101 |
| — | INTERPUBLIC GROUP COS INC | 62,394 | $1.462M | 0.0% | $23.43 * | $16.40 | +6.0% | COM | 460690100 |
| PNW | PINNACLE WEST CAP CORP | 18,116 | $1.46M | 0.0% | $80.59 * | $56.89 | +3.9% | COM | 723484101 |
| AVY | AVERY DENNISON CORP | 14,248 | $1.455M | 0.0% | $102.12 * | $100.63 | -11.2% | COM | 053611109 |
| TUSK | MAMMOTH ENERGY SVCS INC | 42,300 | $1.436M | 0.0% | $33.95 | $35.13 | -3.3% | COM | 56155L108 |
| NI | NISOURCE INC | 54,601 | $1.435M | 0.0% | $26.28 * | $18.30 | +12.3% | COM | 65473P105 |
| — | DEAN FOODS CO NEW | 136,400 | $1.434M | 0.0% | $10.51 | $10.20 | — | COM NEW | 242370203 |
| AMCX | AMC NETWORKS INC | 23,016 | $1.432M | 0.0% | $62.22 | $57.05 | +9.0% | CL A | 00164V103 |
| — | FIBROGEN INC | 22,790 | $1.427M | 0.0% | $62.62 | $46.22 | — | COM | 31572Q808 |
| — | GLU MOBILE INC | 218,800 | $1.402M | 0.0% | $6.41 | $6.41 | — | COM | 379890106 |
| — | INSULET CORP | 920,000 | $1.4M | 0.0% | $1.52 | $1.35 | — | NOTE 1.250% 9/1 | 45784PAF8 |
| MORN | MORNINGSTAR INC | 10,867 | $1.394M | 0.0% | $128.28 | $96.16 | +33.4% | COM | 617700109 |
| — | VERINT SYS INC | 31,400 | $1.393M | 0.0% | $44.36 | $42.62 | — | COM | 92343X100 |
| — | TORCHMARK CORP | 17,093 | $1.392M | 0.0% | $81.44 | $84.15 | — | COM | 891027104 |
| — | CYPRESS SEMICONDUCTOR CORP | 89,270 | $1.391M | 0.0% | $15.58 | $16.96 | — | COM | 232806109 |
| AOS | SMITH A O | 23,481 | $1.388M | 0.0% | $59.11 * | $56.02 | -8.0% | COM | 831865209 |
| BWA | BORGWARNER INC | 31,964 | $1.379M | 0.0% | $43.14 * | $41.05 | -17.8% | COM | 099724106 |
| CNNE | CANNAE HLDGS INC | 74,100 | $1.375M | 0.0% | $18.56 * | $17.09 | +3.3% | COM | 13765N107 |
| — | CIENA CORP | 1,035,000 | $1.372M | 0.0% | $1.33 | $1.23 | — | NOTE 3.750%10/1 | 171779AJ0 |
| — | FINISAR CORP | 1,365,000 | $1.353M | 0.0% | $0.99 | $1.06 | — | NOTE 0.500%12/1 | 31787AAM3 |
| — | GRAFTECH INTL LTD | 74,552 | $1.342M | 0.0% | $18.00 | $18.00 | — | COM | 384313508 |
| IPGP | IPG PHOTONICS CORP | 6,083 | $1.342M | 0.0% | $220.61 | $246.76 | -10.6% | COM | 44980X109 |
| AIZ | ASSURANT INC | 12,795 | $1.324M | 0.0% | $103.48 * | $78.65 | +14.3% | COM | 04621X108 |
| RVTY | PERKINELMER INC | 17,906 | $1.311M | 0.0% | $73.22 | $75.69 | -5.1% | COM | 714046109 |
| AMG | AFFILIATED MANAGERS GROUP | 8,792 | $1.308M | 0.0% | $148.77 * | $189.64 | -23.5% | COM | 008252108 |
| FFIC | FLUSHING FINL CORP | 50,107 | $1.308M | 0.0% | $26.10 * | $18.61 | -2.5% | COM | 343873105 |
| — | ENERGEN CORP | 17,947 | $1.307M | 0.0% | $72.83 | $72.83 | — | COM | 29265N108 |
| — | WORKDAY INC | 845,000 | $1.304M | 0.0% | $1.54 | $1.44 | — | NOTE 1.500% 7/1 | 98138HAD3 |
| — | HIBBETT SPORTS INC | 56,900 | $1.303M | 0.0% | $22.90 | $22.90 | — | COM | 428567101 |
| PEB | PEBBLEBROOK HOTEL TR | 33,350 | $1.294M | 0.0% | $38.80 | $34.41 | — | COM | 70509V100 |
| — | ELECTRO SCIENTIFIC INDS | 81,700 | $1.288M | 0.0% | $15.76 | $16.25 | — | COM | 285229100 |
| — | CERIDIAN HCM HLDG INC | 38,748 | $1.286M | 0.0% | $33.19 | $35.19 | -5.7% | COM | 15677J108 |
| — | CHESAPEAKE ENERGY CORP | 245,500 | $1.286M | 0.0% | $5.24 | $5.24 | — | COM | 165167107 |
| — | LOXO ONCOLOGY INC | 7,400 | $1.284M | 0.0% | $173.51 | $115.35 | — | COM | 548862101 |
| — | HANESBRANDS INC | 58,324 | $1.284M | 0.0% | $22.01 | $18.41 | — | COM | 410345102 |
| — | NEKTAR THERAPEUTICS | 26,076 | $1.274M | 0.0% | $48.86 | $106.26 | — | COM | 640268108 |
| FBIN | FORTUNE BRANDS HOME & SEC IN | 23,617 | $1.268M | 0.0% | $53.69 * | $49.41 | -17.2% | COM | 34964C106 |
| CPB | CAMPBELL SOUP CO | 31,139 | $1.262M | 0.0% | $40.53 * | $34.67 | -9.2% | COM | 134429109 |
| PDM | PIEDMONT OFFICE REALTY TR IN | 63,120 | $1.258M | 0.0% | $19.93 | $17.59 | — | COM CL A | 720190206 |
| — | MEDIDATA SOLUTIONS INC | 900,000 | $1.255M | 0.0% | $1.39 | $1.38 | — | NOTE 1.000% 8/0 | 58471AAB1 |
| — | CLOUD PEAK ENERGY INC | 357,600 | $1.248M | 0.0% | $3.49 | $2.94 | — | COM | 18911Q102 |
| KEX | KIRBY CORP | 14,845 | $1.241M | 0.0% | $83.60 | $74.83 | +11.7% | COM | 497266106 |
| — | JACOBS ENGR GROUP INC DEL | 19,505 | $1.239M | 0.0% | $63.52 | $59.17 | — | COM | 469814107 |
| PHM | PULTE GROUP INC | 42,514 | $1.222M | 0.0% | $28.74 * | $28.40 | -6.8% | COM | 745867101 |
| — | SIX FLAGS ENTMT CORP NEW | 17,220 | $1.206M | 0.0% | $70.03 | $70.03 | — | COM | 83001A102 |
| ALK | ALASKA AIR GROUP INC | 19,950 | $1.205M | 0.0% | $60.40 * | $63.43 | -8.3% | COM | 011659109 |
| — | QEP RES INC | 98,058 | $1.202M | 0.0% | $12.26 | $9.79 | — | COM | 74733V100 |
| CRAI | CRA INTL INC | 23,415 | $1.191M | 0.0% | $50.86 * | $43.01 | +6.0% | COM | 12618T105 |
| — | INVESCO QUALITY MUNI INC TRS | 99,857 | $1.19M | 0.0% | $11.92 | $12.52 | — | COM | 46133G107 |
| RARE | ULTRAGENYX PHARMACEUTICAL IN | 15,398 | $1.183M | 0.0% | $76.83 | $50.36 | +52.6% | COM | 90400D108 |
| — | ELLIS PERRY INTL INC | 43,100 | $1.171M | 0.0% | $27.17 | $25.92 | — | COM | 288853104 |
| — | ARCONIC INC | 68,767 | $1.17M | 0.0% | $17.01 | $23.04 | — | COM | 03965L100 |
| KIM | KIMCO RLTY CORP | 68,768 | $1.168M | 0.0% | $16.98 * | $10.41 | +12.5% | COM | 49446R109 |
| — | HEIDRICK & STRUGGLES INTL IN | 33,250 | $1.164M | 0.0% | $35.01 | $31.24 | — | COM | 422819102 |
| — | PREMIER INC | 31,923 | $1.161M | 0.0% | $36.37 | $36.37 | — | CL A | 74051N102 |
| VRA | VERA BRADLEY INC | 82,600 | $1.16M | 0.0% | $14.04 | $11.78 | +19.2% | COM | 92335C106 |
| — | HFF INC | 33,600 | $1.154M | 0.0% | $34.35 | $49.70 | — | CL A | 40418F108 |
| — | FLIR SYS INC | 22,207 | $1.154M | 0.0% | $51.97 | $49.99 | — | COM | 302445101 |
| — | INTERSECT ENT INC | 30,800 | $1.153M | 0.0% | $37.44 | $39.30 | — | COM | 46071F103 |
| — | WHITING PETE CORP NEW | 1,190,000 | $1.139M | 0.0% | $0.96 | $0.91 | — | NOTE 1.250% 4/0 | 966387AL6 |
| — | NEWFIELD EXPL CO | 37,555 | $1.137M | 0.0% | $30.28 | $25.05 | — | COM | 651290108 |
| — | ARRAY BIOPHARMA INC | 67,500 | $1.132M | 0.0% | $16.77 | $16.32 | — | COM | 04269X105 |
| — | IRONWOOD PHARMACEUTICALS INC | 849,000 | $1.13M | 0.0% | $1.33 | $1.34 | — | DBCV 2.250% 6/1 | 46333XAD0 |
| — | J2 GLOBAL INC | 830,000 | $1.126M | 0.0% | $1.36 | $1.37 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| HP | HELMERICH & PAYNE INC | 17,622 | $1.124M | 0.0% | $63.78 | $67.45 | -5.5% | COM | 423452101 |
| — | SANDERSON FARMS INC | 10,667 | $1.122M | 0.0% | $105.18 | $119.04 | — | COM | 800013104 |
| JEF | JEFFERIES FINL GROUP INC | 49,070 | $1.116M | 0.0% | $22.74 * | $16.63 | -2.5% | COM | 47233W109 |
| FLR | FLUOR CORP NEW | 22,753 | $1.11M | 0.0% | $48.78 * | $54.24 | -14.4% | COM | 343412102 |
| HAFC | HANMI FINL CORP | 39,100 | $1.109M | 0.0% | $28.36 | $29.66 | -4.4% | COM NEW | 410495204 |
| SEE | SEALED AIR CORP NEW | 26,082 | $1.107M | 0.0% | $42.44 * | $39.19 | -5.4% | COM | 81211K100 |
| RBB | RBB BANCORP | 34,100 | $1.095M | 0.0% | $32.11 | $28.13 | +14.2% | COM | 74930B105 |
| — | CHESAPEAKE LODGING TR | 34,599 | $1.095M | 0.0% | $31.65 | $29.92 | — | SH BEN INT | 165240102 |
| — | UNIT CORP | 42,800 | $1.094M | 0.0% | $25.56 | $24.10 | — | COM | 909218109 |
| — | REGIS CORP MINN | 66,065 | $1.093M | 0.0% | $16.54 | $15.13 | — | COM | 758932107 |
| — | SURMODICS INC | 19,800 | $1.093M | 0.0% | $55.20 | $55.20 | — | COM | 868873100 |
| ARAY | ACCURAY INC | 264,500 | $1.084M | 0.0% | $4.10 | $5.01 | -18.2% | COM | 004397105 |
| — | EBIX INC | 14,200 | $1.083M | 0.0% | $76.27 | $74.52 | — | COM NEW | 278715206 |
| COTY | COTY INC | 76,527 | $1.079M | 0.0% | $14.10 * | $17.91 | -27.3% | COM CL A | 222070203 |
| — | BGC PARTNERS INC | 95,202 | $1.078M | 0.0% | $11.32 | $13.45 | — | CL A | 05541T101 |
| — | APARTMENT INVT & MGMT CO | 25,465 | $1.077M | 0.0% | $42.29 | $40.74 | — | CL A | 03748R101 |
| — | ION GEOPHYSICAL CORP | 43,800 | $1.064M | 0.0% | $24.29 | $24.29 | — | COM NEW | 462044207 |
| — | BLUCORA INC | 28,679 | $1.062M | 0.0% | $37.03 | $24.59 | — | COM | 095229100 |
| RAIL | FREIGHTCAR AMER INC | 63,000 | $1.058M | 0.0% | $16.79 | $15.14 | +10.9% | COM | 357023100 |
| DCO | DUCOMMUN INC DEL | 31,605 | $1.046M | 0.0% | $33.10 | $28.88 | +14.6% | COM | 264147109 |
| — | AKAMAI TECHNOLOGIES INC | 1,030,000 | $1.034M | 0.0% | $1.00 | $0.98 | — | DBCV 2/1 | 00971TAG6 |
| VIRT | VIRTU FINL INC | 38,796 | $1.03M | 0.0% | $26.55 | $32.27 | -17.7% | CL A | 928254101 |
| — | PEOPLES UNITED FINANCIAL INC | 56,304 | $1.019M | 0.0% | $18.10 | $18.66 | — | COM | 712704105 |
| — | ZAYO GROUP HLDGS INC | 27,805 | $1.015M | 0.0% | $36.50 | $36.50 | — | COM | 98919V105 |
| — | ALLEGHENY TECHNOLOGIES INC | 530,000 | $1.007M | 0.0% | $1.90 | $1.85 | — | NOTE 4.750% 7/0 | 01741RAG7 |
| — | ROYAL GOLD INC | 945,000 | $1.004M | 0.0% | $1.06 | $1.10 | — | NOTE 2.875% 6/1 | 780287AA6 |
| FOLD | AMICUS THERAPEUTICS INC | 64,332 | $1.004M | 0.0% | $15.61 | $15.22 | +2.6% | COM | 03152W109 |
| MAC | MACERICH CO | 17,572 | $999K | 0.0% | $56.85 | $56.01 | — | COM | 554382101 |
| H | HYATT HOTELS CORP | 12,928 | $997K | 0.0% | $77.12 * | $76.05 | -1.4% | COM CL A | 448579102 |
| ACIW | ACI WORLDWIDE INC | 40,400 | $997K | 0.0% | $24.68 | $23.79 | +3.7% | COM | 004498101 |
| — | RETAIL PPTYS AMER INC | 77,755 | $994K | 0.0% | $12.78 | $11.66 | — | CL A | 76131V202 |
| ASIX | ADVANSIX INC | 27,100 | $992K | 0.0% | $36.61 * | $36.01 | -7.1% | COM | 00773T101 |
| — | NABORS INDS INC NEW | 1,255,000 | $991K | 0.0% | $0.79 | $0.79 | — | NOTE 0.750% 1/1 | 62957HAB1 |
| — | UNIVAR INC | 37,556 | $985K | 0.0% | $26.23 | $27.44 | — | COM | 91336L107 |
| — | LSC COMMUNICATIONS INC | 62,900 | $985K | 0.0% | $15.66 | $16.53 | — | COM | 50218P107 |
| MTRN | MATERION CORP | 18,100 | $981K | 0.0% | $54.20 | $51.05 | +6.1% | COM | 576690101 |
| XMHIX | PIONEER MUN HIGH INCOME TR | 84,969 | $970K | 0.0% | $11.42 | $11.73 | — | COM SHS | 723763108 |
| — | ENGILITY HLDGS INC NEW | 31,600 | $968K | 0.0% | $30.63 | $30.63 | — | COM | 29286C107 |
| — | CHENIERE ENERGY INC | 1,215,000 | $968K | 0.0% | $0.80 | $0.74 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| TRIP | TRIPADVISOR INC | 17,341 | $966K | 0.0% | $55.71 * | $34.77 | +42.5% | COM | 896945201 |
| TNET | TRINET GROUP INC | 17,250 | $965K | 0.0% | $55.94 * | $43.04 | +26.7% | COM | 896288107 |
| — | INTRICON CORP | 23,900 | $963K | 0.0% | $40.29 | $40.29 | — | COM | 46121H109 |
| — | CURO GROUP HLDGS CORP | 38,500 | $960K | 0.0% | $24.94 | $24.94 | — | COM | 23131L107 |
| PFBC | PREFERRED BK LOS ANGELES CA | 15,600 | $959K | 0.0% | $61.47 | $64.60 | -4.9% | COM NEW | 740367404 |
| — | HERSHA HOSPITALITY TR | 44,700 | $959K | 0.0% | $21.45 | $21.45 | — | PR SHS BEN INT | 427825500 |
| LEG | LEGGETT & PLATT INC | 21,244 | $948K | 0.0% | $44.62 | $45.85 | -2.6% | COM | 524660107 |
| RGEN | REPLIGEN CORP | 20,106 | $946K | 0.0% | $47.05 | $35.17 | +33.8% | COM | 759916109 |
| TLYS | TILLYS INC | 62,300 | $944K | 0.0% | $15.15 * | $9.42 | +15.9% | CL A | 886885102 |
| — | COLONY CAP INC | 985,000 | $941K | 0.0% | $0.96 | $1.00 | — | NOTE 3.875% 1/1 | 19624RAB2 |
| — | DYCOM INDS INC | 807,000 | $939K | 0.0% | $1.16 | $1.17 | — | NOTE 0.750% 9/1 | 267475AB7 |
| — | IMMUNOMEDICS INC | 39,600 | $938K | 0.0% | $23.69 | $14.62 | — | COM | 452907108 |
| IRWD | IRONWOOD PHARMACEUTICALS INC | 48,469 | $927K | 0.0% | $19.13 * | $12.46 | +28.5% | COM CL A | 46333X108 |
| — | CLOVIS ONCOLOGY INC | 1,000,000 | $924K | 0.0% | $0.92 | $0.92 | — | NOTE 1.250% 5/0 | 189464AC4 |
| PBI | PITNEY BOWES INC | 107,505 | $921K | 0.0% | $8.57 | $12.39 | -30.8% | COM | 724479100 |
| XBTAX | BLACKROCK LONG-TERM MUNI ADV | 81,807 | $920K | 0.0% | $11.25 | $12.22 | — | COM | 09250B103 |
| MAT | MATTEL INC | 55,676 | $914K | 0.0% | $16.42 | $15.59 | +5.3% | COM | 577081102 |
| NMIH | NMI HLDGS INC | 55,800 | $909K | 0.0% | $16.29 | $16.20 | +0.6% | CL A | 629209305 |
| — | BLUEPRINT MEDICINES CORP | 14,300 | $908K | 0.0% | $63.50 | $91.68 | — | COM | 09627Y109 |
| GT | GOODYEAR TIRE & RUBR CO | 38,815 | $904K | 0.0% | $23.29 | $30.92 | -24.7% | COM | 382550101 |
| MOFG | MIDWESTONE FINL GROUP INC NE | 26,655 | $901K | 0.0% | $33.80 | $33.02 | +0.6% | COM | 598511103 |
| MYGN | MYRIAD GENETICS INC | 24,102 | $901K | 0.0% | $37.38 | $33.84 | +10.4% | COM | 62855J104 |
| — | SUNPOWER CORP | 1,135,000 | $898K | 0.0% | $0.79 | $0.80 | — | DBCV 0.875% 6/0 | 867652AJ8 |
| INBK | FIRST INTERNET BANCORP | 26,270 | $896K | 0.0% | $34.11 | $38.08 | -10.4% | COM | 320557101 |
| — | CLOVIS ONCOLOGY INC | 825,000 | $891K | 0.0% | $1.08 | $1.38 | — | NOTE 2.500% 9/1 | 189464AB6 |
| — | SCANA CORP NEW | 23,084 | $890K | 0.0% | $38.55 | $37.53 | — | COM | 80589M102 |
| — | FOUNDATION MEDICINE INC | 6,500 | $889K | 0.0% | $136.77 | $136.77 | — | COM | 350465100 |
| — | DEL FRISCOS RESTAURANT GROUP | 70,500 | $888K | 0.0% | $12.60 | $13.07 | — | COM | 245077102 |
| SEB | SEABOARD CORP | 222 | $879K | 0.0% | $3959.46 | $4091.11 | -4.9% | COM | 811543107 |
| — | CRAFT BREW ALLIANCE INC | 42,400 | $876K | 0.0% | $20.66 | $18.60 | — | COM | 224122101 |
| — | MIDSTATES PETE CO INC | 64,300 | $875K | 0.0% | $13.61 | $13.35 | — | COM PAR | 59804T407 |
| KOP | KOPPERS HOLDINGS INC | 22,786 | $874K | 0.0% | $38.36 * | $42.63 | -12.8% | COM | 50060P106 |
| CHMI | CHERRY HILL MTG INVT CORP | 48,900 | $873K | 0.0% | $17.85 | $17.54 | — | COM | 164651101 |
| — | ABRAXAS PETE CORP | 297,100 | $859K | 0.0% | $2.89 | $2.89 | — | COM | 003830106 |
| — | NATIONAL GEN HLDGS CORP | 32,600 | $858K | 0.0% | $26.32 | $26.32 | — | COM | 636220303 |
| TTI | TETRA TECHNOLOGIES INC DEL | 192,800 | $858K | 0.0% | $4.45 | $3.93 | +13.3% | COM | 88162F105 |
| FLS | FLOWSERVE CORP | 21,175 | $856K | 0.0% | $40.43 * | $36.91 | -6.4% | COM | 34354P105 |
| KBH | KB HOME | 31,300 | $853K | 0.0% | $27.25 * | $27.99 | -12.4% | COM | 48666K109 |
| — | SPARK THERAPEUTICS INC | 10,289 | $851K | 0.0% | $82.71 | $66.56 | — | COM | 84652J103 |
| — | ACCELERON PHARMA INC | 17,483 | $848K | 0.0% | $48.50 | $39.86 | — | COM | 00434H108 |
| — | BRIDGE BANCORP INC | 23,543 | $847K | 0.0% | $35.98 | $34.36 | — | COM | 108035106 |
| FSTR | FOSTER L B CO | 36,500 | $837K | 0.0% | $22.93 | $25.83 | -11.1% | COM | 350060109 |
| — | XEROX CORP | 34,623 | $831K | 0.0% | $24.00 | $28.79 | — | COM NEW | 984121608 |
| CWT | CALIFORNIA WTR SVC GROUP | 21,300 | $830K | 0.0% | $38.97 * | $34.08 | -1.7% | COM | 130788102 |
| — | PRIMO WTR CORP | 47,400 | $829K | 0.0% | $17.49 | $17.49 | — | COM | 74165N105 |
| RGNX | REGENXBIO INC | 11,500 | $825K | 0.0% | $71.74 | $47.76 | +50.2% | COM | 75901B107 |
| — | SYNEOS HEALTH INC | 17,600 | $825K | 0.0% | $46.88 | $46.88 | — | CL A | 87166B102 |
| — | SYNAPTICS INC | 830,000 | $824K | 0.0% | $0.99 | $0.99 | — | NOTE 0.500% 6/1 | 87157DAD1 |
| FCN | FTI CONSULTING INC | 13,500 | $817K | 0.0% | $60.52 | $58.02 | +4.2% | COM | 302941109 |
| PWR | QUANTA SVCS INC | 24,213 | $809K | 0.0% | $33.41 | $35.57 | -7.9% | COM | 74762E102 |
| GME | GAMESTOP CORP NEW | 55,000 | $801K | 0.0% | $14.56 * | $3.59 | -6.8% | CL A | 36467W109 |
| — | SHUTTERFLY INC | 8,900 | $801K | 0.0% | $90.00 | $81.25 | — | COM | 82568P304 |
| — | WAYFAIR INC | 620,000 | $800K | 0.0% | $1.29 | $1.03 | — | NOTE 0.375% 9/0 | 94419LAA9 |
| ONB | OLD NATL BANCORP IND | 42,800 | $796K | 0.0% | $18.60 | $17.83 | +4.3% | COM | 680033107 |
| — | PORTOLA PHARMACEUTICALS INC | 21,014 | $794K | 0.0% | $37.78 | $32.85 | — | COM | 737010108 |
| EBS | EMERGENT BIOSOLUTIONS INC | 15,580 | $787K | 0.0% | $50.51 | $49.84 | +1.3% | COM | 29089Q105 |
| MCY | MERCURY GENL CORP NEW | 17,200 | $784K | 0.0% | $45.58 | $47.65 | -4.4% | COM | 589400100 |
| — | REALPAGE INC | 550,000 | $782K | 0.0% | $1.42 | $1.42 | — | NOTE 1.500%11/1 | 75606NAB5 |
| BHF | BRIGHTHOUSE FINL INC | 19,337 | $775K | 0.0% | $40.08 | $57.75 | -30.6% | COM | 10922N103 |
| — | EURONET WORLDWIDE INC | 630,000 | $774K | 0.0% | $1.23 | $1.33 | — | NOTE 1.500%10/0 | 298736AH2 |
| BIO | BIO RAD LABS INC | 2,661 | $768K | 0.0% | $288.61 | $254.62 | +13.3% | CL A | 090572207 |
| BLKB | BLACKBAUD INC | 7,400 | $758K | 0.0% | $102.43 | $98.57 | +2.9% | COM | 09227Q100 |
| RBCAA | REPUBLIC BANCORP KY | 16,697 | $756K | 0.0% | $45.28 | $38.91 | +16.4% | CL A | 760281204 |
| — | ARENA PHARMACEUTICALS INC | 17,242 | $751K | 0.0% | $43.56 | $39.56 | — | COM NEW | 040047607 |
| HALO | HALOZYME THERAPEUTICS INC | 43,663 | $737K | 0.0% | $16.88 | $19.37 | -12.9% | COM | 40637H109 |
| — | ZIX CORP | 134,900 | $727K | 0.0% | $5.39 | $4.27 | — | COM | 98974P100 |
| — | CLOVIS ONCOLOGY INC | 15,733 | $716K | 0.0% | $45.51 | $52.82 | — | COM | 189464100 |
| — | SPECTRUM PHARMACEUTICALS INC | 34,097 | $715K | 0.0% | $20.97 | $16.10 | — | COM | 84763A108 |
| — | GLOBAL BLOOD THERAPEUTICS IN | 15,700 | $710K | 0.0% | $45.22 | $48.16 | — | COM | 37890U108 |
| — | NAVISTAR INTL CORP NEW | 685,000 | $708K | 0.0% | $1.03 | $1.09 | — | NOTE 4.750% 4/1 | 63934EAS7 |
| — | RTI INTL METALS INC | 685,000 | $690K | 0.0% | $1.01 | $1.06 | — | NOTE 1.625%10/1 | 74973WAB3 |
| HUBS | HUBSPOT INC | 5,500 | $689K | 0.0% | $125.27 | $104.22 | +20.3% | COM | 443573100 |
| — | INTEGRATED DEVICE TECHNOLOGY | 602,000 | $688K | 0.0% | $1.14 | $1.08 | — | NOTE 0.875%11/1 | 458118AC0 |
| PBYI | PUMA BIOTECHNOLOGY INC | 11,607 | $687K | 0.0% | $59.19 | $74.59 | -20.7% | COM | 74587V107 |
| INSM | INSMED INC | 28,908 | $684K | 0.0% | $23.66 | $26.32 | -10.1% | COM PAR $.01 | 457669307 |
| UAA | UNDER ARMOUR INC | 30,098 | $677K | 0.0% | $22.49 | $15.65 | +43.7% | CL A | 904311107 |
| — | TESARO INC | 450,000 | $675K | 0.0% | $1.50 | $3.06 | — | NOTE 3.000%10/0 | 881569AA5 |
| — | PRESIDIO INC | 50,400 | $660K | 0.0% | $13.10 | $15.63 | — | COM | 74102M103 |
| — | BARNES & NOBLE INC | 103,900 | $660K | 0.0% | $6.35 | $6.35 | — | COM | 067774109 |
| — | VEECO INSTRS INC DEL | 737,000 | $652K | 0.0% | $0.88 | $1.00 | — | NOTE 2.700% 1/1 | 922417AD2 |
| — | BASIC ENERGY SVCS INC NEW | 58,200 | $647K | 0.0% | $11.12 | $11.12 | — | COM NEW | 06985P209 |
| — | MOMENTA PHARMACEUTICALS INC | 31,575 | $645K | 0.0% | $20.43 | $18.14 | — | COM | 60877T100 |
| UA | UNDER ARMOUR INC | 30,484 | $643K | 0.0% | $21.09 | $14.09 | +49.6% | CL C | 904311206 |
| — | INTERDIGITAL INC | 523,000 | $643K | 0.0% | $1.23 | $1.22 | — | NOTE 1.500% 3/0 | 458660AD9 |
| TGNA | TEGNA INC | 59,000 | $640K | 0.0% | $10.85 | $10.84 | 0.0% | COM | 87901J105 |
| — | TOWN SPORTS INTL HLDGS INC | 43,900 | $639K | 0.0% | $14.56 | $14.56 | — | COM | 89214A102 |
| RCKY | ROCKY BRANDS INC | 21,200 | $636K | 0.0% | $30.00 | $25.95 | +15.6% | COM | 774515100 |
| ANGO | ANGIODYNAMICS INC | 28,514 | $635K | 0.0% | $22.27 | $16.68 | +33.3% | COM | 03475V101 |
| ASH | ASHLAND GLOBAL HLDGS INC | 7,953 | $622K | 0.0% | $78.21 * | $63.18 | +9.1% | COM | 044186104 |
| — | SKECHERS U S A INC | 20,748 | $622K | 0.0% | $29.98 | $38.89 | — | CL A | 830566105 |
| PTCT | PTC THERAPEUTICS INC | 18,300 | $618K | 0.0% | $33.77 | $31.18 | +8.2% | COM | 69366J200 |
| XNCR | XENCOR INC | 16,621 | $615K | 0.0% | $37.00 | $26.15 | +41.5% | COM | 98401F105 |
| BHR | BRAEMAR HOTELS & RESORTS INC | 53,200 | $608K | 0.0% | $11.43 | $11.43 | — | COM | 10482B101 |
| — | LANNET INC | 44,500 | $605K | 0.0% | $13.60 | $16.05 | — | COM | 516012101 |
| FMNB | FARMERS NATL BANC CORP | 37,730 | $601K | 0.0% | $15.93 * | $10.63 | +10.5% | COM | 309627107 |
| — | ALLIANCE ONE INTL INC | 37,600 | $596K | 0.0% | $15.85 | $15.85 | — | COM NEW | 018772301 |
| EDIT | EDITAS MEDICINE INC | 16,600 | $595K | 0.0% | $35.84 | $35.41 | +1.2% | COM | 28106W103 |
| — | ENCORE CAP GROUP INC | 590,000 | $595K | 0.0% | $1.01 | $1.12 | — | NOTE 3.000% 7/0 | 292554AF9 |
| RUSHB | RUSH ENTERPRISES INC | 13,510 | $593K | 0.0% | $43.89 * | $17.63 | -0.7% | CL B | 781846308 |
| CLDT | CHATHAM LODGING TR | 27,900 | $592K | 0.0% | $21.22 | $21.22 | — | COM | 16208T102 |
| — | SYKES ENTERPRISES INC | 20,500 | $590K | 0.0% | $28.78 | $28.94 | — | COM | 871237103 |
| STC | STEWART INFORMATION SVCS COR | 13,700 | $590K | 0.0% | $43.07 | $43.01 | +0.1% | COM | 860372101 |
| — | ACORDA THERAPEUTICS INC | 20,570 | $590K | 0.0% | $28.68 | $23.63 | — | COM | 00484M106 |
| NHTC | NATURAL HEALTH TRENDS CORP | 23,500 | $588K | 0.0% | $25.02 | $16.95 | +47.6% | COM PAR $.001 | 63888P406 |
| — | ASPEN TECHNOLOGY INC | 6,300 | $584K | 0.0% | $92.70 | $78.89 | — | COM | 045327103 |
| — | HAWAIIAN TELCOM HOLDCO INC | 20,100 | $581K | 0.0% | $28.91 | $26.68 | — | COM | 420031106 |
| — | CENTURY BANCORP INC MASS | 7,593 | $580K | 0.0% | $76.39 | $79.40 | — | CL A NON VTG | 156432106 |
| MLR | MILLER INDS INC TENN | 22,700 | $580K | 0.0% | $25.55 * | $21.32 | +2.4% | COM NEW | 600551204 |
| — | INSMED INC | 625,000 | $576K | 0.0% | $0.92 | $0.89 | — | NOTE 1.750% 1/1 | 457669AA7 |
| FICO | FAIR ISAAC CORP | 2,966 | $573K | 0.0% | $193.19 | $167.00 | +15.8% | COM | 303250104 |
| OSIS | OSI SYSTEMS INC | 7,400 | $572K | 0.0% | $77.30 | $69.82 | +10.8% | COM | 671044105 |
| — | GUIDEWIRE SOFTWARE INC | 560,000 | $571K | 0.0% | $1.02 | $0.99 | — | NOTE 1.250% 3/1 | 40171VAA8 |
| RNG | RINGCENTRAL INC | 8,100 | $570K | 0.0% | $70.37 | $58.57 | +20.1% | CL A | 76680R206 |
| TPB | TURNING PT BRANDS INC | 17,802 | $568K | 0.0% | $31.91 | $24.94 | +27.9% | COM | 90041L105 |
| KELYA | KELLY SVCS INC | 25,300 | $568K | 0.0% | $22.45 * | $26.20 | -22.5% | CL A | 488152208 |
| ACM | AECOM | 17,119 | $565K | 0.0% | $33.00 * | $32.99 | -3.7% | COM | 00766T100 |
| AFIIQ | ARMSTRONG FLOORING INC | 40,100 | $563K | 0.0% | $14.04 * | $14.84 | -9.0% | COM | 04238R106 |
| — | ZENDESK INC | 10,300 | $561K | 0.0% | $54.47 | $47.86 | — | COM | 98936J101 |
| — | TRISTATE CAP HLDGS INC | 21,400 | $559K | 0.0% | $26.12 | $26.12 | — | COM | 89678F100 |
| SLAB | SILICON LABORATORIES INC | 5,600 | $558K | 0.0% | $99.64 | $94.52 | +5.4% | COM | 826919102 |
| FONR | FONAR CORP | 21,000 | $558K | 0.0% | $26.57 * | $25.34 | +10.0% | COM NEW | 344437405 |
| MBWM | MERCANTILE BANK CORP | 15,053 | $557K | 0.0% | $37.00 * | $25.60 | +6.7% | COM | 587376104 |
| — | PS BUSINESS PKS INC CALIF | 4,330 | $557K | 0.0% | $128.64 | $113.06 | — | COM | 69360J107 |
| — | ELECTRONICS FOR IMAGING INC | 562,000 | $556K | 0.0% | $0.99 | $1.06 | — | NOTE 0.750% 9/0 | 286082AC6 |
| PEGA | PEGASYSTEMS INC | 10,100 | $553K | 0.0% | $54.75 * | $27.01 | +1.4% | COM | 705573103 |
| — | FLEXION THERAPEUTICS INC | 450,000 | $551K | 0.0% | $1.22 | $1.22 | — | NOTE 3.375% 5/0 | 33938JAB2 |
| — | ASCENA RETAIL GROUP INC | 138,100 | $550K | 0.0% | $3.98 | $2.01 | — | COM | 04351G101 |
| LEA | LEAR CORP | 2,934 | $545K | 0.0% | $185.75 * | $160.63 | -0.8% | COM NEW | 521865204 |
| — | CENTRAL VALLEY CMNTY BANCORP | 25,563 | $541K | 0.0% | $21.16 | $19.56 | — | COM | 155685100 |
| — | OVERSEAS SHIPHOLDING GROUP I | 138,800 | $539K | 0.0% | $3.88 | $3.17 | — | CL A NEW | 69036R863 |
| MMSI | MERIT MED SYS INC | 10,500 | $537K | 0.0% | $51.14 | $45.28 | +13.1% | COM | 589889104 |
| — | HABIT RESTAURANTS INC | 53,600 | $536K | 0.0% | $10.00 | $8.80 | — | COM CL A | 40449J103 |
| WNC | WABASH NATL CORP | 28,643 | $534K | 0.0% | $18.64 * | $19.04 | -16.9% | COM | 929566107 |
| — | HOVNANIAN ENTERPRISES INC | 324,732 | $529K | 0.0% | $1.63 | $1.83 | — | CL A | 442487203 |
| — | ZOES KITCHEN INC | 53,900 | $526K | 0.0% | $9.76 | $9.76 | — | COM | 98979J109 |
| — | RADIUS HEALTH INC | 17,605 | $519K | 0.0% | $29.48 | $35.65 | — | COM NEW | 750469207 |
| — | RETROPHIN INC | 19,000 | $518K | 0.0% | $27.26 | $27.26 | — | COM | 761299106 |
| CPK | CHESAPEAKE UTILS CORP | 6,416 | $513K | 0.0% | $79.96 * | $66.08 | +5.2% | COM | 165303108 |
| — | GOGO INC | 580,000 | $509K | 0.0% | $0.88 | $0.91 | — | NOTE 3.750% 3/0 | 38046CAB5 |
| AD | UNITED STATES CELLULAR CORP | 13,611 | $505K | 0.0% | $37.10 * | $21.95 | -2.3% | COM | 911684108 |
| ANAB | ANAPTYSBIO INC | 7,100 | $504K | 0.0% | $70.99 | $112.70 | -37.0% | COM | 032724106 |
| — | ATARA BIOTHERAPEUTICS INC | 13,400 | $493K | 0.0% | $36.79 | $36.79 | — | COM | 046513107 |
| — | DONNELLEY R R & SONS CO | 84,500 | $487K | 0.0% | $5.76 | $5.76 | — | COM | 257867200 |
| WTBA | WEST BANCORPORATION INC | 19,140 | $481K | 0.0% | $25.13 | $25.27 | -0.5% | CAP STK | 95123P106 |
| SGMO | SANGAMO THERAPEUTICS INC | 33,700 | $478K | 0.0% | $14.18 * | $21.38 | -22.3% | COM | 800677106 |
| — | SPARTAN MTRS INC | 31,450 | $475K | 0.0% | $15.10 | $17.20 | — | COM | 846819100 |
| — | USA TRUCK INC | 20,000 | $469K | 0.0% | $23.45 | $23.45 | — | COM | 902925106 |
| ADUS | ADDUS HOMECARE CORP | 8,100 | $464K | 0.0% | $57.28 | $54.63 | +4.8% | COM | 006739106 |
| WRLD | WORLD ACCEP CORP DEL | 4,162 | $462K | 0.0% | $111.00 | $102.99 | +7.8% | COM | 981419104 |
| — | NEXEO SOLUTIONS INC | 50,500 | $462K | 0.0% | $9.15 | $9.15 | — | COM SHS | 65342H102 |
| TXRH | TEXAS ROADHOUSE INC | 7,034 | $461K | 0.0% | $65.54 * | $55.38 | +4.7% | COM | 882681109 |
| — | DENBURY RES INC | 95,800 | $461K | 0.0% | $4.81 | $4.81 | — | COM NEW | 247916208 |
| HURC | HURCO COMPANIES INC | 10,300 | $461K | 0.0% | $44.76 | $44.77 | -0.0% | COM | 447324104 |
| NWE | NORTHWESTERN CORP | 7,900 | $452K | 0.0% | $57.22 * | $39.06 | +6.4% | COM NEW | 668074305 |
| CCRN | CROSS CTRY HEALTHCARE INC | 40,100 | $451K | 0.0% | $11.25 | $11.92 | -5.7% | COM | 227483104 |
| — | SPIRIT MTA REIT | 43,158 | $445K | 0.0% | $10.31 | $10.31 | — | COM SHS BEN IN | 84861U105 |
| — | ELEVATE CREDIT INC | 52,600 | $445K | 0.0% | $8.46 | $7.34 | — | COM | 28621V101 |
| — | IMMUNOGEN INC | 45,700 | $445K | 0.0% | $9.74 | $9.74 | — | COM | 45253H101 |
| — | BG STAFFING INC | 18,800 | $437K | 0.0% | $23.24 | $23.24 | — | COM | 05544A109 |
| — | AIMMUNE THERAPEUTICS INC | 16,200 | $435K | 0.0% | $26.85 | $26.85 | — | COM | 00900T107 |
| — | LIBERTY MEDIA CORP DELAWARE | 805,000 | $425K | 0.0% | $0.53 | $0.96 | — | DEB 2.250% 9/3 | 531229AE2 |
| — | XO GROUP INC | 13,200 | $423K | 0.0% | $32.05 | $20.75 | — | COM | 983772104 |
| — | AUDENTES THERAPEUTICS INC | 11,000 | $421K | 0.0% | $38.27 | $38.27 | — | COM | 05070R104 |
| PKOH | PARK OHIO HLDGS CORP | 11,300 | $421K | 0.0% | $37.26 * | $36.25 | -12.4% | COM | 700666100 |
| CATO | CATO CORP NEW | 16,900 | $416K | 0.0% | $24.62 * | $8.01 | +101.6% | CL A | 149205106 |
| OGS | ONE GAS INC | 5,550 | $415K | 0.0% | $74.77 | $67.29 | +11.1% | COM | 68235P108 |
| — | DEPOMED INC | 61,700 | $411K | 0.0% | $6.66 | $6.59 | — | COM | 249908104 |
| SATS | ECHOSTAR CORP | 9,169 | $407K | 0.0% | $44.39 * | $47.59 | -24.4% | CL A | 278768106 |
| SSTK | SHUTTERSTOCK INC | 8,500 | $403K | 0.0% | $47.41 | $47.20 | +0.5% | COM | 825690100 |
| UCB | UNITED CMNTY BKS BLAIRSVLE G | 13,100 | $402K | 0.0% | $30.69 | $32.56 | -5.8% | COM | 90984P303 |
| EGP | EASTGROUP PPTY INC | 4,200 | $401K | 0.0% | $95.48 | $82.62 | — | COM | 277276101 |
| — | LIFEPOINT HEALTH INC | 8,181 | $399K | 0.0% | $48.77 | $48.77 | — | COM | 53219L109 |
| — | CIVITAS SOLUTIONS INC | 23,800 | $391K | 0.0% | $16.43 | $15.51 | — | COM | 17887R102 |
| — | DURECT CORP | 249,100 | $389K | 0.0% | $1.56 | $1.96 | — | COM | 266605104 |
| — | QUORUM HEALTH CORP | 77,400 | $387K | 0.0% | $5.00 | $5.00 | — | COM | 74909E106 |
| RYZ | RYERSON HLDG CORP | 34,600 | $386K | 0.0% | $11.16 | $10.96 | +1.7% | COM | 783754104 |
| APPF | APPFOLIO INC | 6,300 | $385K | 0.0% | $61.11 | $41.61 | +46.9% | COM CL A | 03783C100 |
| TGTX | TG THERAPEUTICS INC | 28,200 | $371K | 0.0% | $13.16 | $13.75 | -4.4% | COM | 88322Q108 |
| — | TERRITORIAL BANCORP INC | 11,817 | $366K | 0.0% | $30.97 | $29.65 | — | COM | 88145X108 |
| — | J ALEXANDERS HLDGS INC | 32,800 | $366K | 0.0% | $11.16 | $11.43 | — | COM | 46609J106 |
| — | REDWOOD TR INC | 375,000 | $365K | 0.0% | $0.97 | $0.99 | — | NOTE 4.750% 8/1 | 758075AC9 |
| WCC | WESCO INTL INC | 6,300 | $360K | 0.0% | $57.14 * | $58.92 | -5.8% | COM | 95082P105 |
| TZOO | TRAVELZOO | 20,700 | $354K | 0.0% | $17.10 | $13.41 | +27.5% | COM NEW | 89421Q205 |
| — | ELLIE MAE INC | 3,400 | $353K | 0.0% | $103.82 | $93.39 | — | COM | 28849P100 |
| — | SYNERGY PHARMACEUTICALS DEL | 202,600 | $352K | 0.0% | $1.74 | $1.81 | — | COM NEW | 871639308 |
| — | POTBELLY CORP | 27,200 | $352K | 0.0% | $12.94 | $12.94 | — | COM | 73754Y100 |
| FBIZ | FIRST BUS FINL SVCS INC WIS | 13,290 | $345K | 0.0% | $25.96 * | $19.36 | +8.9% | COM | 319390100 |
| LE | LANDS END INC NEW | 12,200 | $341K | 0.0% | $27.95 | $22.16 | +25.9% | COM | 51509F105 |
| — | FIVE PRIME THERAPEUTICS INC | 21,400 | $339K | 0.0% | $15.84 | $17.01 | — | COM | 33830X104 |
| — | REALPAGE INC | 6,000 | $331K | 0.0% | $55.17 | $52.46 | — | COM | 75606N109 |
| BSRR | SIERRA BANCORP | 11,231 | $318K | 0.0% | $28.31 * | $20.60 | +3.6% | COM | 82620P102 |
| — | CORENERGY INFRASTRUCTURE TR | 8,400 | $316K | 0.0% | $37.62 | $37.62 | — | COM NEW | 21870U502 |
| REX | REX AMERICAN RESOURCES CORP | 3,789 | $307K | 0.0% | $81.02 * | $13.65 | -1.1% | COM | 761624105 |
| CIVB | CIVISTA BANCSHARES INC | 12,600 | $305K | 0.0% | $24.21 * | $19.15 | +1.7% | COM NO PAR | 178867107 |
| VVV | VALVOLINE INC | 13,805 | $298K | 0.0% | $21.59 | $23.79 | -9.3% | COM | 92047W101 |
| THG | HANOVER INS GROUP INC | 2,496 | $298K | 0.0% | $119.39 * | $94.08 | +0.8% | COM | 410867105 |
| — | FIRST LONG IS CORP | 11,900 | $295K | 0.0% | $24.79 | $24.79 | — | COM | 320734106 |
| — | INVESCO MUN TR | 24,087 | $285K | 0.0% | $11.83 | $12.80 | — | COM | 46131J103 |
| RM | REGIONAL MGMT CORP | 8,100 | $284K | 0.0% | $35.06 * | $28.91 | +0.1% | COM | 75902K106 |
| — | SHILOH INDS INC | 30,900 | $269K | 0.0% | $8.71 | $8.69 | — | COM | 824543102 |
| — | NEW YORK & CO INC | 50,100 | $257K | 0.0% | $5.13 | $4.45 | — | COM | 649295102 |
| LOPE | GRAND CANYON ED INC | 2,303 | $257K | 0.0% | $111.59 | $109.74 | +1.7% | COM | 38526M106 |
| — | LEXICON PHARMACEUTICALS INC | 157,000 | $253K | 0.0% | $1.61 | $1.99 | — | NOTE 5.250%12/0 | 528872AB0 |
| FNWB | FIRST NORTHWEST BANCORP | 15,425 | $247K | 0.0% | $16.01 * | $14.81 | -4.1% | COM | 335834107 |
| IBCP | INDEPENDENT BANK CORP MICH | 9,500 | $242K | 0.0% | $25.47 * | $18.45 | +2.8% | COM NEW | 453838609 |
| — | FIRST FINANCIAL NORTHWEST IN | 12,372 | $242K | 0.0% | $19.56 | $16.74 | — | COM | 32022K102 |
| FMBH | FIRST MID ILL BANCSHARES INC | 6,125 | $241K | 0.0% | $39.35 * | $31.11 | +3.9% | COM | 320866106 |
| — | CARBONITE INC | 6,900 | $241K | 0.0% | $34.93 | $28.79 | — | COM | 141337105 |
| GBX | GREENBRIER COS INC | 4,541 | $240K | 0.0% | $52.85 * | $40.08 | +4.4% | COM | 393657101 |
| — | VIACOM INC NEW | 6,744 | $239K | 0.0% | $35.44 | $35.44 | — | CL A | 92553P102 |
| NGVC | NATURAL GROCERS BY VITAMIN C | 18,100 | $231K | 0.0% | $12.76 * | $6.90 | +31.9% | COM | 63888U108 |
| ORN | ORION GROUP HOLDINGS INC | 27,800 | $230K | 0.0% | $8.27 | $7.18 | +15.1% | COM | 68628V308 |
| PAGP | PLAINS GP HLDGS L P | 9,500 | $227K | 0.0% | $23.89 | $23.89 | — | LTD PARTNR INT A | 72651A207 |
| — | MCBC HLDGS INC | 7,800 | $226K | 0.0% | $28.97 | $28.97 | — | COM | 55276F107 |
| — | SILVERBOW RES INC | 7,600 | $219K | 0.0% | $28.82 | $28.82 | — | COM | 82836G102 |
| HBCP | HOME BANCORP INC | 4,600 | $214K | 0.0% | $46.52 * | $36.71 | +4.4% | COM | 43689E107 |
| MITK | MITEK SYS INC | 23,400 | $208K | 0.0% | $8.89 | $8.45 | +5.3% | COM NEW | 606710200 |
| ICUI | ICU MED INC | 700 | $205K | 0.0% | $292.86 | $273.29 | +7.5% | COM | 44930G107 |
| BSET | BASSETT FURNITURE INDS INC | 7,398 | $204K | 0.0% | $27.58 * | $22.88 | -18.5% | COM | 070203104 |
| BCBP | BCB BANCORP INC | 13,100 | $197K | 0.0% | $15.04 * | $10.29 | -1.4% | COM | 055298103 |
| — | RIGNET INC | 18,671 | $192K | 0.0% | $10.28 | $13.61 | — | COM | 766582100 |
| CRD/B | CRAWFORD & CO | 21,700 | $188K | 0.0% | $8.66 * | $7.35 | -4.3% | CL B | 224633107 |
| HBIO | HARVARD BIOSCIENCE INC | 29,800 | $160K | 0.0% | $5.37 * | $5.12 | 0.0% | COM | 416906105 |
| MLP | MAUI LD & PINEAPPLE INC | 13,150 | $147K | 0.0% | $11.18 | $13.30 | -15.8% | COM | 577345101 |
| — | BARNES & NOBLE ED INC | 23,700 | $134K | 0.0% | $5.65 | $6.88 | — | COM | 06777U101 |
| — | BANK COMM HLDGS | 10,400 | $132K | 0.0% | $12.69 | $11.64 | — | COM | 06424J103 |
| HNRG | HALLADOR ENERGY COMPANY | 17,200 | $123K | 0.0% | $7.15 | $6.65 | +7.4% | COM | 40609P105 |
| ACTG | ACACIA RESH CORP | 28,900 | $120K | 0.0% | $4.15 | $3.84 | +8.1% | ACACIA TCH COM | 003881307 |
| — | BLACKROCK MUNIYIELD NY QLTY | 10,000 | $120K | 0.0% | $12.00 | $12.10 | — | COM | 09255E102 |
| RVSB | RIVERVIEW BANCORP INC | 11,600 | $97,000 | 0.0% | $8.36 * | $7.24 | -6.8% | COM | 769397100 |
| — | HC2 HLDGS INC | 12,500 | $74,000 | 0.0% | $5.92 | $5.26 | — | COM | 404139107 |
| — | TELARIA INC | 17,100 | $69,000 | 0.0% | $4.04 | $4.04 | — | COM | 879181105 |