Location: New York, NY
CIK: 0000061227 · Show all filings
Period: Q3 2018 (← Previous) (Next →)
Filing Date: Nov 14, 2018
Total Value: $13.1B (84.4% shares, 15.6% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| SPY | SPDR S&P 500 ETF TR | 1,794,856 | $522M | 4.0% | $290.72 | $273.10 | +6.4% | TR UNIT | 78462F103 |
| VOO | VANGUARD INDEX FDS | 1,784,375 | $477M | 3.6% | $267.05 | $250.84 | +6.5% | S&P 500 ETF SHS | 922908363 |
| MSFT | MICROSOFT CORP | 2,903,968 | $332M | 2.5% | $114.37 * | $84.31 | +26.4% | COM | 594918104 |
| META | FACEBOOK INC | 1,030,921 | $170M | 1.3% | $164.46 | $178.31 | -8.4% | CL A | 30303M102 |
| GOOGL | ALPHABET INC | 126,576 | $153M | 1.2% | $1207.08 * | $55.21 | +8.5% | CAP STK CL A | 02079K305 |
| GOOG | ALPHABET INC | 115,167 | $137M | 1.0% | $1193.47 * | $55.03 | +7.6% | CAP STK CL C | 02079K107 |
| JPM | JPMORGAN CHASE & CO | 1,205,344 | $136M | 1.0% | $112.84 * | $91.43 | +0.7% | COM | 46625H100 |
| UNH | UNITEDHEALTH GROUP INC | 476,827 | $127M | 1.0% | $266.04 * | $203.66 | +16.1% | COM | 91324P102 |
| JNJ | JOHNSON & JOHNSON | 914,121 | $126M | 1.0% | $138.17 * | $107.93 | +4.5% | COM | 478160104 |
| TALO | TALOS ENERGY INC | 3,800,266 | $125M | 1.0% | $32.82 | $32.68 | +0.4% | COM | 87484T108 |
| V | VISA INC | 769,551 | $116M | 0.9% | $150.09 * | $115.38 | +23.7% | COM CL A | 92826C839 |
| XOM | EXXON MOBIL CORP | 1,245,553 | $106M | 0.8% | $85.02 * | $55.74 | +9.1% | COM | 30231G102 |
| — | DANAHER CORP DEL | 23,699,000 | $98.36M | 0.8% | $4.15 | $2.00 | — | DBCV 1/2 | 235851AF9 |
| CVX | CHEVRON CORP NEW | 738,557 | $90.31M | 0.7% | $122.28 * | $85.03 | +4.7% | COM | 166764100 |
| — | DISH NETWORK CORP | 92,876,000 | $88.8M | 0.7% | $0.96 | $1.12 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| MA | MASTERCARD INCORPORATED | 384,439 | $85.58M | 0.7% | $222.61 * | $164.29 | +30.1% | CL A | 57636Q104 |
| PEP | PEPSICO INC | 685,603 | $76.65M | 0.6% | $111.80 * | $89.25 | +0.5% | COM | 713448108 |
| PFE | PFIZER INC | 1,685,054 | $74.26M | 0.6% | $44.07 * | $24.24 | +24.3% | COM | 717081103 |
| WFC | WELLS FARGO CO NEW | 1,402,266 | $73.7M | 0.6% | $52.56 * | $47.55 | -9.7% | COM | 949746101 |
| INTC | INTEL CORP | 1,522,964 | $72.02M | 0.5% | $47.29 * | $40.30 | +0.4% | COM | 458140100 |
| — | NICE SYS INC | 48,477,000 | $69.51M | 0.5% | $1.43 | $1.24 | — | NOTE 1.250% 1/1 | 65366HAB9 |
| — | AIR LEASE CORP | 43,945,000 | $69.19M | 0.5% | $1.57 | $1.33 | — | NOTE 3.875%12/0 | 00912XAK0 |
| HD | HOME DEPOT INC | 331,172 | $68.6M | 0.5% | $207.15 * | $154.72 | +12.1% | COM | 437076102 |
| — | ANTHEM INC | 17,950,000 | $67.84M | 0.5% | $3.78 | $2.17 | — | NOTE 2.750%10/1 | 94973VBG1 |
| PG | PROCTER AND GAMBLE CO | 792,963 | $66M | 0.5% | $83.23 * | $67.87 | +1.8% | COM | 742718109 |
| GILD | GILEAD SCIENCES INC | 853,044 | $65.86M | 0.5% | $77.21 * | $58.57 | -0.2% | COM | 375558103 |
| COST | COSTCO WHSL CORP NEW | 277,107 | $65.09M | 0.5% | $234.88 * | $174.89 | +21.3% | COM | 22160K105 |
| NVDA | NVIDIA CORP | 228,515 | $64.22M | 0.5% | $281.02 * | $5.81 | +19.8% | COM | 67066G104 |
| — | WEATHERFORD INTL LTD | 67,544,000 | $63.76M | 0.5% | $0.94 | $1.11 | — | NOTE 5.875% 7/0 | 947075AH0 |
| IBM | INTERNATIONAL BUSINESS MACHS | 416,522 | $62.98M | 0.5% | $151.21 * | $107.30 | -1.9% | COM | 459200101 |
| CSCO | CISCO SYS INC | 1,276,647 | $62.11M | 0.5% | $48.65 * | $33.59 | +16.1% | COM | 17275R102 |
| ORCL | ORACLE CORP | 1,193,430 | $61.53M | 0.5% | $51.56 * | $43.74 | +5.8% | COM | 68389X105 |
| NFLX | NETFLIX INC | 163,393 | $61.13M | 0.5% | $374.13 * | $27.42 | +36.4% | COM | 64110L106 |
| — | MICROCHIP TECHNOLOGY INC | 40,289,000 | $61.07M | 0.5% | $1.52 | $1.14 | — | NOTE 1.625% 2/1 | 595017AD6 |
| C | CITIGROUP INC | 837,894 | $60.11M | 0.5% | $71.74 * | $57.58 | -3.3% | COM NEW | 172967424 |
| — | PRICELINE GRP INC | 50,211,000 | $59.7M | 0.5% | $1.19 | $1.24 | — | NOTE 0.900% 9/1 | 741503AX4 |
| — | HESS CORP | 742,125 | $59.04M | 0.5% | $79.56 | $60.25 | — | DEP PDF SR A | 42809H404 |
| WMT | WALMART INC | 616,189 | $57.87M | 0.4% | $93.91 * | $28.20 | -0.6% | COM | 931142103 |
| T | AT&T INC | 1,708,128 | $57.36M | 0.4% | $33.58 * | $15.66 | -4.2% | COM | 00206R102 |
| ABBV | ABBVIE INC | 603,764 | $57.1M | 0.4% | $94.58 * | $77.18 | -10.5% | COM | 00287Y109 |
| — | BIOMARIN PHARMACEUTICAL INC | 53,388,000 | $57.02M | 0.4% | $1.07 | $1.02 | — | NOTE 0.599% 8/0 | 09061GAH4 |
| — | OASIS PETE INC NEW | 42,174,000 | $56.72M | 0.4% | $1.34 | $1.18 | — | NOTE 2.625% 9/1 | 674215AJ7 |
| CMCSA | COMCAST CORP NEW | 1,594,483 | $56.46M | 0.4% | $35.41 * | $31.26 | -6.1% | CL A | 20030N101 |
| — | INTEL CORP | 23,112,000 | $53.1M | 0.4% | $2.30 | $2.01 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | LUMENTUM HLDGS INC | 43,158,000 | $51.85M | 0.4% | $1.20 | $1.26 | — | NOTE 0.250% 3/1 | 55024UAB5 |
| VZ | VERIZON COMMUNICATIONS INC | 943,532 | $50.38M | 0.4% | $53.39 * | $33.03 | +8.9% | COM | 92343V104 |
| CRM | SALESFORCE COM INC | 311,773 | $49.58M | 0.4% | $159.03 | $127.12 | +23.6% | COM | 79466L302 |
| — | MACQUARIE INFRASTRUCTURE COR | 49,746,000 | $49.41M | 0.4% | $0.99 | $1.15 | — | NOTE 2.875% 7/1 | 55608BAA3 |
| HON | HONEYWELL INTL INC | 295,223 | $48.58M | 0.4% | $164.55 * | $117.68 | +9.9% | COM | 438516106 |
| — | INDEXIQ ETF TR | 1,994,000 | $48.49M | 0.4% | $24.32 | $24.55 | — | IQ S&P HGH YLD | 45409B412 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 40,967,000 | $47.41M | 0.4% | $1.16 | $1.04 | — | NOTE 2.250% 6/0 | 049164BH8 |
| XPO | XPO LOGISTICS INC | 411,260 | $46.95M | 0.4% | $114.17 * | $26.79 | +47.4% | COM | 983793100 |
| COP | CONOCOPHILLIPS | 599,786 | $46.42M | 0.4% | $77.40 * | $43.76 | +38.4% | COM | 20825C104 |
| HUM | HUMANA INC | 136,163 | $46.09M | 0.4% | $338.52 * | $253.12 | +25.7% | COM | 444859102 |
| ADBE | ADOBE SYS INC | 168,998 | $45.62M | 0.3% | $269.95 | $204.99 | +31.7% | COM | 00724F101 |
| BKNG | BOOKING HLDGS INC | 22,903 | $45.44M | 0.3% | $1984.02 | $1963.55 | -0.6% | COM | 09857L108 |
| — | WELLS FARGO CO NEW | 34,794 | $44.8M | 0.3% | $1287.66 | $1288.47 | — | PERP PFD CNV A | 949746804 |
| MU | MICRON TECHNOLOGY INC | 989,600 | $44.76M | 0.3% | $45.23 * | $46.92 | -5.9% | COM | 595112103 |
| — | VERINT SYS INC | 43,008,000 | $44.48M | 0.3% | $1.03 | $1.07 | — | NOTE 1.500% 6/0 | 92343XAA8 |
| — | MOLINA HEALTHCARE INC | 11,908,000 | $43.46M | 0.3% | $3.65 | $2.06 | — | NOTE 1.125% 1/1 | 60855RAC4 |
| — | MICRON TECHNOLOGY INC | 27,890,000 | $43.29M | 0.3% | $1.55 | $1.10 | — | NOTE 3.000%11/1 | 595112AY9 |
| TSM | TAIWAN SEMICONDUCTOR MFG LTD | 963,424 | $42.55M | 0.3% | $44.16 | $43.00 | +2.7% | SPONSORED ADR | 874039100 |
| — | ILLUMINA INC | 27,812,000 | $42.05M | 0.3% | $1.51 | $1.18 | — | NOTE 0.500% 6/1 | 452327AH2 |
| EXPE | EXPEDIA GROUP INC | 322,091 | $42.03M | 0.3% | $130.48 * | $114.23 | +11.3% | COM NEW | 30212P303 |
| KO | COCA COLA CO | 908,912 | $41.98M | 0.3% | $46.19 * | $35.07 | +5.4% | COM | 191216100 |
| DIS | DISNEY WALT CO | 358,342 | $41.91M | 0.3% | $116.94 * | $101.29 | +10.6% | COM DISNEY | 254687106 |
| — | WELLCARE HEALTH PLANS INC | 130,294 | $41.76M | 0.3% | $320.49 | $193.63 | — | COM | 94946T106 |
| WM | WASTE MGMT INC DEL | 460,396 | $41.6M | 0.3% | $90.36 * | $76.39 | +4.8% | COM | 94106L109 |
| MOH | MOLINA HEALTHCARE INC | 278,834 | $41.46M | 0.3% | $148.70 | $85.53 | +73.8% | COM | 60855R100 |
| — | ENSCO JERSEY FIN LTD | 41,498,000 | $41.41M | 0.3% | $1.00 | $0.92 | — | NOTE 3.000% 1/3 | 29359WAB1 |
| — | HELIX ENERGY SOLUTIONS GRP I | 37,598,000 | $40.41M | 0.3% | $1.07 | $1.04 | — | NOTE 4.250% 5/0 | 42330PAH0 |
| VLO | VALERO ENERGY CORP NEW | 355,018 | $40.38M | 0.3% | $113.75 * | $68.70 | +23.1% | COM | 91913Y100 |
| PYPL | PAYPAL HLDGS INC | 457,279 | $40.17M | 0.3% | $87.84 | $79.29 | +10.5% | COM | 70450Y103 |
| DRI | DARDEN RESTAURANTS INC | 359,382 | $39.96M | 0.3% | $111.19 * | $76.11 | +19.2% | COM | 237194105 |
| — | HOLLYFRONTIER CORP | 570,831 | $39.9M | 0.3% | $69.90 | $49.16 | — | COM | 436106108 |
| RL | RALPH LAUREN CORP | 287,833 | $39.59M | 0.3% | $137.55 * | $100.16 | +19.2% | CL A | 751212101 |
| CNC | CENTENE CORP DEL | 273,204 | $39.55M | 0.3% | $144.78 * | $52.13 | +38.9% | COM | 15135B101 |
| — | RED HAT INC | 21,200,000 | $39.24M | 0.3% | $1.85 | $1.38 | — | NOTE 0.250%10/0 | 756577AD4 |
| MRK | MERCK & CO INC | 545,235 | $38.68M | 0.3% | $70.94 * | $42.25 | +28.1% | COM | 58933Y105 |
| SYF | SYNCHRONY FINL | 1,242,966 | $38.63M | 0.3% | $31.08 * | $29.36 | -11.9% | COM | 87165B103 |
| — | VARIAN MED SYS INC | 341,737 | $38.25M | 0.3% | $111.93 | $114.42 | — | COM | 92220P105 |
| CMI | CUMMINS INC | 261,590 | $38.21M | 0.3% | $146.07 * | $139.76 | -13.4% | COM | 231021106 |
| AMP | AMERIPRISE FINL INC | 258,167 | $38.12M | 0.3% | $147.66 * | $135.87 | -5.3% | COM | 03076C106 |
| — | SERVICENOW INC | 24,912,000 | $37.24M | 0.3% | $1.49 | $1.49 | — | NOTE 6/0 | 81762PAC6 |
| PGR | PROGRESSIVE CORP OHIO | 521,859 | $37.07M | 0.3% | $71.04 * | $44.72 | +25.3% | COM | 743315103 |
| — | NEUROCRINE BIOSCIENCES INC | 21,609,000 | $36.88M | 0.3% | $1.71 | $1.45 | — | NOTE 2.250% 5/1 | 64125CAD1 |
| SABR | SABRE CORP | 1,413,515 | $36.86M | 0.3% | $26.08 | $22.12 | +17.9% | COM | 78573M104 |
| — | INPHI CORP | 31,644,000 | $36.6M | 0.3% | $1.16 | $1.23 | — | NOTE 1.125%12/0 | 45772FAB3 |
| FITB | FIFTH THIRD BANCORP | 1,294,615 | $36.15M | 0.3% | $27.92 * | $23.73 | -11.3% | COM | 316773100 |
| — | VIACOM INC NEW | 1,057,220 | $35.69M | 0.3% | $33.76 | $32.10 | — | CL B | 92553P201 |
| EBAY | EBAY INC | 1,059,827 | $34.99M | 0.3% | $33.02 * | $35.78 | -17.9% | COM | 278642103 |
| — | ON SEMICONDUCTOR CORP | 29,990,000 | $34.85M | 0.3% | $1.16 | $0.99 | — | NOTE 1.000%12/0 | 682189AK1 |
| BIIB | BIOGEN INC | 98,390 | $34.76M | 0.3% | $353.31 | $326.30 | +8.3% | COM | 09062X103 |
| — | FOOT LOCKER INC | 677,814 | $34.55M | 0.3% | $50.98 | $46.30 | — | COM | 344849104 |
| — | CITRIX SYS INC | 309,160 | $34.37M | 0.3% | $111.16 | $102.58 | — | COM | 177376100 |
| — | CITRIX SYS INC | 22,292,000 | $34.28M | 0.3% | $1.54 | $1.16 | — | NOTE 0.500% 4/1 | 177376AD2 |
| — | VIAVI SOLUTIONS INC | 31,521,000 | $34.11M | 0.3% | $1.08 | $1.02 | — | NOTE 1.000% 3/0 | 925550AB1 |
| — | ISIS PHARMACEUTICALS INC DEL | 32,241,000 | $33.93M | 0.3% | $1.05 | $1.04 | — | NOTE 1.000%11/1 | 464337AJ3 |
| GWW | GRAINGER W W INC | 94,607 | $33.81M | 0.3% | $357.40 * | $235.02 | +38.0% | COM | 384802104 |
| HST | HOST HOTELS & RESORTS INC | 1,602,250 | $33.81M | 0.3% | $21.10 * | $14.47 | +11.3% | COM | 44107P104 |
| MPC | MARATHON PETE CORP | 420,693 | $33.64M | 0.3% | $79.97 * | $54.01 | +17.4% | COM | 56585A102 |
| HCA | HCA HEALTHCARE INC | 240,696 | $33.49M | 0.3% | $139.12 * | $91.97 | +41.9% | COM | 40412C101 |
| M | MACYS INC | 933,446 | $32.42M | 0.2% | $34.73 | $31.03 | +11.9% | COM | 55616P104 |
| — | LIBERTY MEDIA CORP DELAWARE | 26,510,000 | $32.24M | 0.2% | $1.22 | $1.06 | — | NOTE 1.375%10/1 | 531229AB8 |
| GAP | GAP INC DEL | 1,114,402 | $32.15M | 0.2% | $28.85 * | $24.26 | -8.4% | COM | 364760108 |
| — | CIGNA CORPORATION | 151,627 | $31.58M | 0.2% | $208.25 | $167.74 | — | COM | 125509109 |
| — | DELL TECHNOLOGIES INC | 319,052 | $30.99M | 0.2% | $97.12 | $73.21 | — | COM CL V | 24703L103 |
| — | SILICON LABORATORIES INC | 27,032,000 | $30.95M | 0.2% | $1.14 | $1.17 | — | NOTE 1.375% 3/0 | 826919AB8 |
| NRG | NRG ENERGY INC | 827,324 | $30.94M | 0.2% | $37.40 * | $24.93 | +24.6% | COM NEW | 629377508 |
| UAL | UNITED CONTL HLDGS INC | 346,749 | $30.88M | 0.2% | $89.06 | $81.00 | +9.9% | COM | 910047109 |
| RSG | REPUBLIC SVCS INC | 423,594 | $30.78M | 0.2% | $72.66 * | $61.96 | +5.3% | COM | 760759100 |
| EVR | EVERCORE INC | 305,864 | $30.75M | 0.2% | $100.55 * | $88.20 | -3.1% | CLASS A | 29977A105 |
| — | INDEXIQ ETF TR | 1,327,287 | $29.94M | 0.2% | $22.56 | $21.92 | — | HDGD FTSE JAPN | 45409B537 |
| HAL | HALLIBURTON CO | 737,210 | $29.88M | 0.2% | $40.53 * | $43.09 | -18.9% | COM | 406216101 |
| DAL | DELTA AIR LINES INC DEL | 511,928 | $29.61M | 0.2% | $57.83 * | $43.00 | +25.7% | COM NEW | 247361702 |
| MMIT | INDEXIQ ACTIVE ETF TR | 1,198,300 | $29.58M | 0.2% | $24.68 | $24.81 | -0.7% | IQ MACKAY INTRME | 45409F827 |
| — | TRANSOCEAN INC | 19,805,000 | $29.41M | 0.2% | $1.48 | $1.48 | — | DEB 0.500% 1/3 | 893830BJ7 |
| — | INDEXIQ ETF TR | 1,216,508 | $29.38M | 0.2% | $24.15 | $24.22 | — | IQ LEADERS GTA | 45409B511 |
| — | DOWDUPONT INC | 454,551 | $29.23M | 0.2% | $64.31 | $63.71 | — | COM | 26078J100 |
| PBF | PBF ENERGY INC | 584,323 | $29.16M | 0.2% | $49.91 | $33.38 | +49.5% | CL A | 69318G106 |
| MOS | MOSAIC CO NEW | 894,961 | $29.07M | 0.2% | $32.48 * | $26.33 | +8.7% | COM | 61945C103 |
| — | NORDSTROM INC | 466,585 | $27.91M | 0.2% | $59.81 | $49.77 | — | COM | 655664100 |
| TRN | TRINITY INDS INC | 760,423 | $27.86M | 0.2% | $36.64 * | $19.87 | +1.0% | COM | 896522109 |
| — | STANLEY BLACK & DECKER INC | 250,140 | $27.71M | 0.2% | $110.78 | $111.28 | — | UNIT 05/15/2020 | 854502887 |
| HII | HUNTINGTON INGALLS INDS INC | 107,605 | $27.55M | 0.2% | $256.08 * | $208.34 | +5.1% | COM | 446413106 |
| CF | CF INDS HLDGS INC | 503,675 | $27.42M | 0.2% | $54.44 * | $33.41 | +36.1% | COM | 125269100 |
| RHI | ROBERT HALF INTL INC | 387,309 | $27.26M | 0.2% | $70.38 | $57.15 | +23.1% | COM | 770323103 |
| URI | UNITED RENTALS INC | 166,100 | $27.17M | 0.2% | $163.60 * | $170.44 | -7.0% | COM | 911363109 |
| — | RAYTHEON CO | 130,419 | $26.95M | 0.2% | $206.66 | $210.02 | — | COM NEW | 755111507 |
| LMT | LOCKHEED MARTIN CORP | 76,407 | $26.43M | 0.2% | $345.96 * | $274.20 | +3.8% | COM | 539830109 |
| — | MICROCHIP TECHNOLOGY INC | 24,572,000 | $26.25M | 0.2% | $1.07 | $1.19 | — | NOTE 1.625% 2/1 | 595017AF1 |
| LLY | LILLY ELI & CO | 243,682 | $26.15M | 0.2% | $107.31 * | $71.71 | +35.5% | COM | 532457108 |
| — | UNITED TECHNOLOGIES CORP | 182,541 | $25.52M | 0.2% | $139.81 | $115.75 | — | COM | 913017109 |
| AES | AES CORP | 1,819,901 | $25.48M | 0.2% | $14.00 * | $8.87 | +21.8% | COM | 00130H105 |
| — | AMERICAN RLTY CAP PPTYS INC | 25,125,000 | $25.39M | 0.2% | $1.01 | $1.00 | — | NOTE 3.750%12/1 | 02917TAB0 |
| YUMC | YUM CHINA HLDGS INC | 719,049 | $25.25M | 0.2% | $35.11 | $38.42 | -8.6% | COM | 98850P109 |
| TSN | TYSON FOODS INC | 423,877 | $25.23M | 0.2% | $59.53 * | $56.47 | -14.0% | CL A | 902494103 |
| JBL | JABIL INC | 929,919 | $25.18M | 0.2% | $27.08 * | $26.19 | -0.9% | COM | 466313103 |
| UNP | UNION PAC CORP | 154,373 | $25.14M | 0.2% | $162.83 * | $113.06 | +22.7% | COM | 907818108 |
| TXN | TEXAS INSTRS INC | 232,764 | $24.97M | 0.2% | $107.29 * | $87.27 | -0.1% | COM | 882508104 |
| KR | KROGER CO | 853,028 | $24.83M | 0.2% | $29.11 * | $25.04 | -0.5% | COM | 501044101 |
| MMM | 3M CO | 117,840 | $24.83M | 0.2% | $210.71 * | $150.16 | -9.6% | COM | 88579Y101 |
| LOW | LOWES COS INC | 215,357 | $24.73M | 0.2% | $114.82 * | $81.91 | +22.6% | COM | 548661107 |
| AKAM | AKAMAI TECHNOLOGIES INC | 335,471 | $24.54M | 0.2% | $73.15 | $68.09 | +7.4% | COM | 00971T101 |
| NOC | NORTHROP GRUMMAN CORP | 76,532 | $24.29M | 0.2% | $317.37 * | $284.25 | -0.9% | COM | 666807102 |
| EHC | ENCOMPASS HEALTH CORP | 311,285 | $24.27M | 0.2% | $77.95 * | $49.16 | +15.0% | COM | 29261A100 |
| AVGO | BROADCOM INC | 98,128 | $24.21M | 0.2% | $246.73 * | $19.73 | +2.6% | COM | 11135F101 |
| — | LIBERTY MEDIA CORP DELAWARE | 20,635,000 | $24.16M | 0.2% | $1.17 | $1.05 | — | NOTE 1.000% 1/3 | 531229AF9 |
| ISRG | INTUITIVE SURGICAL INC | 42,014 | $24.12M | 0.2% | $574.00 * | $141.60 | +35.1% | COM NEW | 46120E602 |
| QRVO | QORVO INC | 312,359 | $24.02M | 0.2% | $76.89 | $77.20 | -0.4% | COM | 74736K101 |
| QCOM | QUALCOMM INC | 330,326 | $23.79M | 0.2% | $72.03 * | $52.42 | +14.8% | COM | 747525103 |
| MCD | MCDONALDS CORP | 141,687 | $23.7M | 0.2% | $167.29 * | $136.66 | +3.4% | COM | 580135101 |
| — | PACIRA PHARMACEUTICALS INC | 22,338,000 | $23.67M | 0.2% | $1.06 | $0.92 | — | NOTE 2.375% 4/0 | 695127AD2 |
| NTAP | NETAPP INC | 275,514 | $23.66M | 0.2% | $85.89 * | $51.95 | +35.2% | COM | 64110D104 |
| WSM | WILLIAMS SONOMA INC | 358,511 | $23.56M | 0.2% | $65.72 * | $23.96 | +16.9% | COM | 969904101 |
| — | NUVASIVE INC | 18,440,000 | $23.39M | 0.2% | $1.27 | $1.18 | — | NOTE 2.250% 3/1 | 670704AG0 |
| — | NUANCE COMMUNICATIONS INC | 22,520,000 | $23.29M | 0.2% | $1.03 | $0.95 | — | NOTE 1.250% 4/0 | 67020YAN0 |
| WU | WESTERN UN CO | 1,220,027 | $23.25M | 0.2% | $19.06 | $19.39 | — | COM | 959802109 |
| EXC | EXELON CORP | 531,624 | $23.21M | 0.2% | $43.66 * | $21.60 | +12.0% | COM | 30161N101 |
| — | ALZA CORP | 12,153,000 | $23.12M | 0.2% | $1.90 | $1.50 | — | SDCV 7/2 | 02261WAB5 |
| BMY | BRISTOL MYERS SQUIBB CO | 371,926 | $23.09M | 0.2% | $62.08 * | $46.59 | +1.0% | COM | 110122108 |
| NEE | NEXTERA ENERGY INC | 136,935 | $22.95M | 0.2% | $167.60 * | $32.77 | +7.0% | COM | 65339F101 |
| SBUX | STARBUCKS CORP | 403,432 | $22.93M | 0.2% | $56.84 * | $48.42 | +0.3% | COM | 855244109 |
| PSX | PHILLIPS 66 | 202,616 | $22.84M | 0.2% | $112.72 * | $75.17 | +12.1% | COM | 718546104 |
| — | TWITTER INC | 23,439,000 | $22.75M | 0.2% | $0.97 | $0.88 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| — | NUVEEN AMT FREE QLTY MUN INC | 1,795,140 | $22.73M | 0.2% | $12.66 | $14.60 | — | COM | 670657105 |
| CNDT | CONDUENT INC | 1,002,895 | $22.59M | 0.2% | $22.52 | $18.84 | +19.5% | COM | 206787103 |
| MUR | MURPHY OIL CORP | 673,915 | $22.47M | 0.2% | $33.34 * | $22.39 | +14.3% | COM | 626717102 |
| — | FIRST DATA CORP NEW | 917,758 | $22.46M | 0.2% | $24.47 | $21.62 | — | COM CL A | 32008D106 |
| PM | PHILIP MORRIS INTL INC | 275,354 | $22.45M | 0.2% | $81.54 * | $68.70 | -18.7% | COM | 718172109 |
| MO | ALTRIA GROUP INC | 366,631 | $22.11M | 0.2% | $60.31 * | $36.57 | -5.8% | COM | 02209S103 |
| AAP | ADVANCE AUTO PARTS INC | 131,263 | $22.1M | 0.2% | $168.33 * | $129.17 | +14.7% | COM | 00751Y106 |
| CAT | CATERPILLAR INC DEL | 144,633 | $22.05M | 0.2% | $152.49 * | $133.07 | -2.3% | COM | 149123101 |
| FTNT | FORTINET INC | 238,332 | $21.99M | 0.2% | $92.27 * | $9.74 | +89.4% | COM | 34959E109 |
| — | ECHO GLOBAL LOGISTICS INC | 20,316,000 | $21.59M | 0.2% | $1.06 | $1.02 | — | NOTE 2.500% 5/0 | 27875TAA9 |
| — | AEROJET ROCKETDYNE HLDGS INC | 15,096,000 | $21.58M | 0.2% | $1.43 | $1.30 | — | NOTE 2.250%12/1 | 007800AB1 |
| TGT | TARGET CORP | 244,486 | $21.57M | 0.2% | $88.21 * | $59.93 | +20.7% | COM | 87612E106 |
| HPQ | HP INC | 836,628 | $21.56M | 0.2% | $25.77 * | $17.36 | +16.0% | COM | 40434L105 |
| LPLA | LPL FINL HLDGS INC | 333,655 | $21.52M | 0.2% | $64.51 | $62.11 | +3.9% | COM | 50212V100 |
| XEL | XCEL ENERGY INC | 454,215 | $21.44M | 0.2% | $47.21 * | $35.00 | +8.3% | COM | 98389B100 |
| TPR | TAPESTRY INC | 424,003 | $21.32M | 0.2% | $50.27 * | $39.07 | +5.6% | COM | 876030107 |
| GLD | SPDR GOLD TRUST | 189,000 | $21.31M | 0.2% | $112.76 | $114.62 | -1.6% | GOLD SHS | 78463V107 |
| OHI | OMEGA HEALTHCARE INVS INC | 640,301 | $20.98M | 0.2% | $32.77 | $31.60 | — | COM | 681936100 |
| IWF | ISHARES TR | 132,503 | $20.67M | 0.2% | $155.98 * | $35.05 | +11.2% | RUS 1000 GRW ETF | 464287614 |
| PRU | PRUDENTIAL FINL INC | 202,800 | $20.55M | 0.2% | $101.32 * | $75.14 | -5.6% | COM | 744320102 |
| — | IAC INTERACTIVECORP | 94,773 | $20.54M | 0.2% | $216.72 | $153.66 | — | COM | 44919P508 |
| TRV | TRAVELERS COMPANIES INC | 157,565 | $20.44M | 0.2% | $129.71 * | $117.48 | -5.6% | COM | 89417E109 |
| NKE | NIKE INC | 237,970 | $20.16M | 0.2% | $84.72 * | $59.84 | +28.8% | CL B | 654106103 |
| KLAC | KLA-TENCOR CORP | 198,064 | $20.14M | 0.2% | $101.71 * | $98.24 | -6.7% | COM | 482480100 |
| — | PROOFPOINT INC | 189,153 | $20.11M | 0.2% | $106.33 | $106.33 | — | COM | 743424103 |
| DXC | DXC TECHNOLOGY CO | 208,389 | $19.49M | 0.1% | $93.52 * | $83.42 | +7.5% | COM | 23355L106 |
| PSA | PUBLIC STORAGE | 95,953 | $19.35M | 0.1% | $201.63 * | $143.15 | +4.6% | COM | 74460D109 |
| COR | AMERISOURCEBERGEN CORP | 209,104 | $19.28M | 0.1% | $92.22 * | $68.01 | +5.5% | COM | 03073E105 |
| MDY | SPDR S&P MIDCAP 400 ETF TR | 52,435 | $19.27M | 0.1% | $367.46 | $347.99 | +5.6% | UTSER1 S&PDCRP | 78467Y107 |
| ILMN | ILLUMINA INC | 51,786 | $19.01M | 0.1% | $367.07 * | $278.53 | +28.2% | COM | 452327109 |
| GM | GENERAL MTRS CO | 556,394 | $18.73M | 0.1% | $33.67 * | $35.62 | -14.4% | COM | 37045V100 |
| KSS | KOHLS CORP | 250,283 | $18.66M | 0.1% | $74.55 | $63.46 | +17.5% | COM | 500255104 |
| — | MEDICINES CO | 20,229,000 | $18.43M | 0.1% | $0.91 | $0.98 | — | NOTE 2.750% 7/1 | 584688AG0 |
| — | WHITING PETE CORP NEW | 347,126 | $18.41M | 0.1% | $53.04 | $52.87 | — | COM NEW | 966387409 |
| FAF | FIRST AMERN FINL CORP | 353,800 | $18.25M | 0.1% | $51.59 * | $44.10 | -8.4% | COM | 31847R102 |
| — | NUVEEN MUNICIPAL CREDIT INC | 1,265,291 | $18.23M | 0.1% | $14.41 | $15.65 | — | COM SH BEN INT | 67070X101 |
| SPG | SIMON PPTY GROUP INC NEW | 103,105 | $18.22M | 0.1% | $176.75 * | $105.83 | +12.4% | COM | 828806109 |
| — | LOGMEIN INC | 204,278 | $18.2M | 0.1% | $89.10 | $93.84 | — | COM | 54142L109 |
| — | CELGENE CORP | 201,417 | $18.02M | 0.1% | $89.49 | $89.25 | — | COM | 151020104 |
| — | INTERCEPT PHARMACEUTICALS IN | 17,703,000 | $17.97M | 0.1% | $1.02 | $1.11 | — | NOTE 3.250% 7/0 | 45845PAA6 |
| ALSN | ALLISON TRANSMISSION HLDGS I | 336,640 | $17.51M | 0.1% | $52.01 * | $37.62 | +23.1% | COM | 01973R101 |
| TMO | THERMO FISHER SCIENTIFIC INC | 70,497 | $17.21M | 0.1% | $244.08 | $205.54 | +16.5% | COM | 883556102 |
| — | UNITI GROUP INC | 852,454 | $17.18M | 0.1% | $20.15 | $20.06 | — | COM | 91325V108 |
| — | FINISAR CORP | 18,681,000 | $17.16M | 0.1% | $0.92 | $0.93 | — | NOTE 0.500%12/1 | 31787AAP6 |
| NDAQ | NASDAQ INC | 197,895 | $16.98M | 0.1% | $85.80 * | $24.89 | +3.1% | COM | 631103108 |
| — | GENERAL ELECTRIC CO | 1,501,531 | $16.95M | 0.1% | $11.29 | $13.48 | — | COM | 369604103 |
| — | CONTINENTAL RESOURCES INC | 245,804 | $16.78M | 0.1% | $68.28 | $64.76 | — | COM | 212015101 |
| ZBRA | ZEBRA TECHNOLOGIES CORP | 94,835 | $16.77M | 0.1% | $176.83 | $140.47 | +25.9% | CL A | 989207105 |
| — | WALGREENS BOOTS ALLIANCE INC | 227,805 | $16.61M | 0.1% | $72.90 | $63.83 | — | COM | 931427108 |
| AMT | AMERICAN TOWER CORP NEW | 113,832 | $16.54M | 0.1% | $145.30 * | $115.35 | +4.3% | COM | 03027X100 |
| — | NUVEEN AMT FREE MUN CR INC F | 1,130,278 | $16.46M | 0.1% | $14.56 | $16.18 | — | COM | 67071L106 |
| — | CROWN CASTLE INTL CORP NEW | 15,094 | $16.31M | 0.1% | $1080.36 | $1062.02 | — | 6.875% CON PFD A | 22822V309 |
| PK | PARK HOTELS RESORTS INC | 496,222 | $16.29M | 0.1% | $32.82 | $28.84 | — | COM | 700517105 |
| CSX | CSX CORP | 219,200 | $16.23M | 0.1% | $74.05 * | $18.08 | +23.9% | COM | 126408103 |
| USFD | US FOODS HLDG CORP | 523,209 | $16.13M | 0.1% | $30.82 | $34.34 | -10.2% | COM | 912008109 |
| PCAR | PACCAR INC | 236,353 | $16.12M | 0.1% | $68.19 * | $33.77 | +0.1% | COM | 693718108 |
| — | DOMTAR CORP | 306,204 | $15.97M | 0.1% | $52.17 | $42.54 | — | COM NEW | 257559203 |
| CNP | CENTERPOINT ENERGY INC | 567,309 | $15.69M | 0.1% | $27.65 * | $21.62 | +3.3% | COM | 15189T107 |
| — | SYMANTEC CORP | 736,991 | $15.68M | 0.1% | $21.28 | $21.79 | — | COM | 871503108 |
| — | HOSPITALITY PPTYS TR | 532,656 | $15.36M | 0.1% | $28.84 | $25.50 | — | COM SH BEN INT | 44106M102 |
| WDC | WESTERN DIGITAL CORP | 262,407 | $15.36M | 0.1% | $58.54 * | $61.23 | -32.6% | COM | 958102105 |
| MET | METLIFE INC | 327,169 | $15.29M | 0.1% | $46.72 * | $37.04 | -1.6% | COM | 59156R108 |
| — | CAESARS ENTMT CORP | 9,358,000 | $15.26M | 0.1% | $1.63 | $1.77 | — | NOTE 5.000%10/0 | 127686AA1 |
| — | VMWARE INC | 96,980 | $15.13M | 0.1% | $156.06 | $150.35 | — | CL A COM | 928563402 |
| — | LENDINGTREE INC NEW | 11,887,000 | $15.12M | 0.1% | $1.27 | $1.21 | — | NOTE 0.625% 6/0 | 52603BAA5 |
| — | ILLUMINA INC | 10,352,000 | $15.07M | 0.1% | $1.46 | $1.18 | — | NOTE 6/1 | 452327AF6 |
| DKS | DICKS SPORTING GOODS INC | 423,040 | $15.01M | 0.1% | $35.48 * | $26.77 | +6.0% | COM | 253393102 |
| SLB | SCHLUMBERGER LTD | 245,740 | $14.97M | 0.1% | $60.92 * | $55.74 | -11.2% | COM | 806857108 |
| PPC | PILGRIMS PRIDE CORP NEW | 823,705 | $14.9M | 0.1% | $18.09 | $24.27 | -25.5% | COM | 72147K108 |
| BABA | ALIBABA GROUP HLDG LTD | 90,375 | $14.89M | 0.1% | $164.76 | $188.29 | -12.5% | SPONSORED ADS | 01609W102 |
| HUN | HUNTSMAN CORP | 544,805 | $14.84M | 0.1% | $27.23 | $32.73 | -16.8% | COM | 447011107 |
| — | DISCOVER FINL SVCS | 193,778 | $14.81M | 0.1% | $76.45 | $72.85 | — | COM | 254709108 |
| MMIN | INDEXIQ ACTIVE ETF TR | 598,500 | $14.78M | 0.1% | $24.70 | $25.00 | -1.2% | IQ MACKAY INSRED | 45409F843 |
| FCX | FREEPORT-MCMORAN INC | 1,055,451 | $14.69M | 0.1% | $13.92 * | $17.03 | -25.4% | CL B | 35671D857 |
| CMG | CHIPOTLE MEXICAN GRILL INC | 32,228 | $14.65M | 0.1% | $454.51 * | $8.99 | +1.1% | COM | 169656105 |
| CVS | CVS HEALTH CORP | 184,357 | $14.51M | 0.1% | $78.72 * | $55.85 | +11.6% | COM | 126650100 |
| — | TREEHOUSE FOODS INC | 303,245 | $14.51M | 0.1% | $47.85 | $42.35 | — | COM | 89469A104 |
| TFX | TELEFLEX INC | 54,471 | $14.49M | 0.1% | $266.09 * | $207.38 | +23.1% | COM | 879369106 |
| — | SIX FLAGS ENTMT CORP NEW | 207,501 | $14.49M | 0.1% | $69.82 | $69.84 | — | COM | 83001A102 |
| USB | US BANCORP DEL | 273,104 | $14.42M | 0.1% | $52.81 * | $39.92 | -1.6% | COM NEW | 902973304 |
| DTE | DTE ENERGY CO | 130,706 | $14.26M | 0.1% | $109.13 * | $67.22 | +8.5% | COM | 233331107 |
| — | PUTNAM MUN OPPORTUNITIES TR | 1,234,990 | $14.1M | 0.1% | $11.42 | $13.28 | — | SH BEN INT | 746922103 |
| EOG | EOG RES INC | 109,173 | $13.93M | 0.1% | $127.57 * | $80.82 | +18.7% | COM | 26875P101 |
| GS | GOLDMAN SACHS GROUP INC | 61,819 | $13.86M | 0.1% | $224.24 * | $218.41 | -13.1% | COM | 38141G104 |
| — | ZILLOW GROUP INC | 14,870,000 | $13.77M | 0.1% | $0.93 | $0.93 | — | NOTE 1.500% 7/0 | 98954MAC5 |
| UPS | UNITED PARCEL SERVICE INC | 116,770 | $13.63M | 0.1% | $116.75 * | $85.46 | +3.1% | CL B | 911312106 |
| CTSH | COGNIZANT TECHNOLOGY SOLUTIO | 176,517 | $13.62M | 0.1% | $77.15 * | $70.61 | -1.7% | CL A | 192446102 |
| TSCO | TRACTOR SUPPLY CO | 149,318 | $13.57M | 0.1% | $90.88 * | $12.35 | +31.6% | COM | 892356106 |
| — | TWITTER INC | 470,773 | $13.4M | 0.1% | $28.46 | $28.85 | — | COM | 90184L102 |
| — | CDK GLOBAL INC | 212,630 | $13.3M | 0.1% | $62.56 | $64.21 | — | COM | 12508E101 |
| — | CYPRESS SEMICONDUCTOR CORP | 911,480 | $13.21M | 0.1% | $14.49 | $14.73 | — | COM | 232806109 |
| LDOS | LEIDOS HLDGS INC | 190,662 | $13.19M | 0.1% | $69.16 * | $61.08 | +2.2% | COM | 525327102 |
| AR | ANTERO RES CORP | 741,400 | $13.13M | 0.1% | $17.71 | $19.48 | -9.1% | COM | 03674X106 |
| IQV | IQVIA HLDGS INC | 100,719 | $13.07M | 0.1% | $129.74 | $110.69 | +17.2% | COM | 46266C105 |
| WMB | WILLIAMS COS INC DEL | 470,746 | $12.8M | 0.1% | $27.19 * | $19.19 | -5.2% | COM | 969457100 |
| — | QURATE RETAIL INC | 570,769 | $12.68M | 0.1% | $22.21 | $21.22 | — | COM SER A | 74915M100 |
| WEC | WEC ENERGY GROUP INC | 187,569 | $12.52M | 0.1% | $66.76 * | $48.26 | +9.8% | COM | 92939U106 |
| OKE | ONEOK INC NEW | 184,678 | $12.52M | 0.1% | $67.79 * | $37.30 | +14.1% | COM | 682680103 |
| — | ANDEAVOR | 81,323 | $12.48M | 0.1% | $153.50 | $100.56 | — | COM | 03349M105 |
| DHR | DANAHER CORP DEL | 112,338 | $12.21M | 0.1% | $108.66 * | $84.28 | +10.6% | COM | 235851102 |
| — | CENTURYLINK INC | 575,609 | $12.2M | 0.1% | $21.20 | $19.88 | — | COM | 156700106 |
| TAP | MOLSON COORS BREWING CO | 198,059 | $12.18M | 0.1% | $61.50 * | $57.82 | -12.3% | CL B | 60871R209 |
| — | NOVELLUS SYS INC | 2,652,000 | $12.16M | 0.1% | $4.59 | $3.56 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | CORELOGIC INC | 245,357 | $12.12M | 0.1% | $49.41 | $47.24 | — | COM | 21871D103 |
| — | CLEVELAND CLIFFS INC | 7,372,000 | $12.12M | 0.1% | $1.64 | $1.09 | — | DBCV 1.500% 1/1 | 185899AA9 |
| — | AETNA INC NEW | 59,709 | $12.11M | 0.1% | $202.85 | $168.99 | — | COM | 00817Y108 |
| CDW | CDW CORP | 136,176 | $12.11M | 0.1% | $88.92 * | $66.43 | +22.7% | COM | 12514G108 |
| — | CERNER CORP | 187,961 | $12.11M | 0.1% | $64.41 | $58.07 | — | COM | 156782104 |
| CLH | CLEAN HARBORS INC | 166,782 | $11.94M | 0.1% | $71.58 | $60.41 | +18.5% | COM | 184496107 |
| — | PREMIER INC | 258,274 | $11.82M | 0.1% | $45.78 | $44.62 | — | CL A | 74051N102 |
| — | EXACT SCIENCES CORP | 9,458,000 | $11.71M | 0.1% | $1.24 | $0.90 | — | DBCV 1.000% 1/1 | 30063PAA3 |
| VTR | VENTAS INC | 212,930 | $11.58M | 0.1% | $54.38 * | $41.18 | -1.5% | COM | 92276F100 |
| PCG | PG&E CORP | 251,593 | $11.58M | 0.1% | $46.01 | $42.18 | +7.8% | COM | 69331C108 |
| OXY | OCCIDENTAL PETE CORP DEL | 140,794 | $11.57M | 0.1% | $82.17 * | $57.44 | +20.8% | COM | 674599105 |
| — | EXPRESS SCRIPTS HLDG CO | 120,530 | $11.45M | 0.1% | $95.01 | $69.08 | — | COM | 30219G108 |
| PNC | PNC FINL SVCS GROUP INC | 83,698 | $11.4M | 0.1% | $136.19 * | $118.19 | -11.2% | COM | 693475105 |
| MDLZ | MONDELEZ INTL INC | 264,668 | $11.37M | 0.1% | $42.96 * | $35.85 | +0.6% | CL A | 609207105 |
| INTU | INTUIT | 49,626 | $11.29M | 0.1% | $227.40 * | $168.73 | +28.3% | COM | 461202103 |
| RITM | NEW RESIDENTIAL INVT CORP | 630,091 | $11.23M | 0.1% | $17.82 | $17.38 | — | COM NEW | 64828T201 |
| TJX | TJX COS INC NEW | 100,015 | $11.2M | 0.1% | $112.02 * | $35.48 | +43.1% | COM | 872540109 |
| MS | MORGAN STANLEY | 239,229 | $11.14M | 0.1% | $46.57 * | $43.68 | -14.8% | COM NEW | 617446448 |
| TDC | TERADATA CORP DEL | 291,234 | $10.98M | 0.1% | $37.71 | $39.87 | -5.4% | COM | 88076W103 |
| ENR | ENERGIZER HLDGS INC NEW | 184,603 | $10.83M | 0.1% | $58.65 * | $47.32 | -4.5% | COM | 29272W109 |
| CHTR | CHARTER COMMUNICATIONS INC N | 33,175 | $10.81M | 0.1% | $325.88 | $351.59 | -7.3% | CL A | 16119P108 |
| TEX | TEREX CORP NEW | 270,560 | $10.8M | 0.1% | $39.91 | $40.90 | -2.4% | COM | 880779103 |
| CME | CME GROUP INC | 63,211 | $10.76M | 0.1% | $170.21 * | $121.09 | +8.1% | COM CL A | 12572Q105 |
| HOLX | HOLOGIC INC | 262,231 | $10.75M | 0.1% | $40.98 | $40.42 | +1.4% | COM | 436440101 |
| — | BLACKROCK INC | 22,796 | $10.74M | 0.1% | $471.31 | $541.74 | — | COM | 09247X101 |
| CC | CHEMOURS CO | 271,604 | $10.71M | 0.1% | $39.44 * | $36.67 | -20.1% | COM | 163851108 |
| ED | CONSOLIDATED EDISON INC | 140,051 | $10.67M | 0.1% | $76.19 * | $58.47 | +0.3% | COM | 209115104 |
| CL | COLGATE PALMOLIVE CO | 158,253 | $10.6M | 0.1% | $66.95 * | $59.73 | -5.7% | COM | 194162103 |
| XMUIX | BLACKROCK MUNI INTER DR FD I | 800,000 | $10.46M | 0.1% | $13.08 | $15.20 | — | COM | 09253X102 |
| GD | GENERAL DYNAMICS CORP | 50,973 | $10.44M | 0.1% | $204.72 * | $181.99 | -4.9% | COM | 369550108 |
| DUK | DUKE ENERGY CORP NEW | 130,399 | $10.44M | 0.1% | $80.02 * | $56.05 | +6.6% | COM NEW | 26441C204 |
| FIS | FIDELITY NATL INFORMATION SV | 95,520 | $10.42M | 0.1% | $109.07 * | $86.02 | +10.8% | COM | 31620M106 |
| EQIX | EQUINIX INC | 23,761 | $10.29M | 0.1% | $432.89 * | $354.33 | +6.5% | COM PAR $0.001 | 29444U700 |
| — | ACTIVISION BLIZZARD INC | 121,601 | $10.12M | 0.1% | $83.19 | $67.46 | — | COM | 00507V109 |
| FDX | FEDEX CORP | 42,002 | $10.11M | 0.1% | $240.80 * | $220.51 | -4.1% | COM | 31428X106 |
| EEFT | EURONET WORLDWIDE INC | 100,654 | $10.09M | 0.1% | $100.22 | $87.14 | +15.0% | COM | 298736109 |
| — | RPM INTL INC | 8,083,000 | $9.975M | 0.1% | $1.23 | $1.16 | — | NOTE 2.250%12/1 | 749685AT0 |
| STT | STATE STR CORP | 118,902 | $9.962M | 0.1% | $83.78 * | $81.93 | -18.9% | COM | 857477103 |
| UTHR | UNITED THERAPEUTICS CORP DEL | 76,913 | $9.836M | 0.1% | $127.88 | $124.41 | +2.8% | COM | 91307C102 |
| BSX | BOSTON SCIENTIFIC CORP | 255,123 | $9.822M | 0.1% | $38.50 | $27.66 | +39.2% | COM | 101137107 |
| — | CHESAPEAKE ENERGY CORP | 2,168,641 | $9.737M | 0.1% | $4.49 | $4.57 | — | COM | 165167107 |
| CACC | CREDIT ACCEP CORP MICH | 22,186 | $9.719M | 0.1% | $438.07 | $378.43 | +15.8% | COM | 225310101 |
| BR | BROADRIDGE FINL SOLUTIONS IN | 73,643 | $9.717M | 0.1% | $131.95 * | $108.54 | +7.4% | COM | 11133T103 |
| VRSN | VERISIGN INC | 59,910 | $9.593M | 0.1% | $160.12 | $114.83 | +38.2% | COM | 92343E102 |
| NSC | NORFOLK SOUTHERN CORP | 53,043 | $9.574M | 0.1% | $180.50 * | $122.67 | +27.0% | COM | 655844108 |
| AJG | GALLAGHER ARTHUR J & CO | 128,469 | $9.563M | 0.1% | $74.44 * | $60.39 | +12.1% | COM | 363576109 |
| BC | BRUNSWICK CORP | 142,663 | $9.561M | 0.1% | $67.02 * | $52.17 | +12.0% | COM | 117043109 |
| UHS | UNIVERSAL HLTH SVCS INC | 74,620 | $9.539M | 0.1% | $127.83 * | $116.44 | +6.2% | CL B | 913903100 |
| F | FORD MTR CO DEL | 1,028,360 | $9.512M | 0.1% | $9.25 * | $7.32 | -13.1% | COM PAR $0.01 | 345370860 |
| SCHW | SCHWAB CHARLES CORP NEW | 191,784 | $9.426M | 0.1% | $49.15 * | $48.14 | -7.8% | COM | 808513105 |
| MAN | MANPOWERGROUP INC | 108,459 | $9.323M | 0.1% | $85.96 | $107.62 | -20.1% | COM | 56418H100 |
| — | PRICELINE GRP INC | 6,130,000 | $9.303M | 0.1% | $1.52 | $1.30 | — | NOTE 0.350% 6/1 | 741503AS5 |
| CRI | CARTERS INC | 93,898 | $9.258M | 0.1% | $98.60 * | $92.13 | -14.3% | COM | 146229109 |
| URBN | URBAN OUTFITTERS INC | 225,351 | $9.217M | 0.1% | $40.90 | $35.06 | +16.7% | COM | 917047102 |
| FFIV | F5 NETWORKS INC | 46,139 | $9.201M | 0.1% | $199.42 | $143.36 | +39.1% | COM | 315616102 |
| EMR | EMERSON ELEC CO | 120,133 | $9.2M | 0.1% | $76.58 * | $58.98 | +9.4% | COM | 291011104 |
| — | LEGG MASON INC | 294,062 | $9.184M | 0.1% | $31.23 | $40.65 | — | COM | 524901105 |
| — | TWENTY FIRST CENTY FOX INC | 197,015 | $9.128M | 0.1% | $46.33 | $36.69 | — | CL A | 90130A101 |
| CBSH | COMMERCE BANCSHARES INC | 137,756 | $9.095M | 0.1% | $66.02 * | $43.60 | -0.2% | COM | 200525103 |
| — | TORCHMARK CORP | 103,028 | $8.931M | 0.1% | $86.69 | $86.27 | — | COM | 891027104 |
| — | WHITING PETE CORP NEW | 9,205,000 | $8.851M | 0.1% | $0.96 | $0.95 | — | NOTE 1.250% 4/0 | 966387AL6 |
| SYK | STRYKER CORP | 49,509 | $8.797M | 0.1% | $177.68 * | $147.88 | +11.2% | COM | 863667101 |
| COF | CAPITAL ONE FINL CORP | 92,312 | $8.763M | 0.1% | $94.93 * | $86.88 | -3.6% | COM | 14040H105 |
| BURL | BURLINGTON STORES INC | 53,788 | $8.763M | 0.1% | $162.92 | $145.02 | +12.3% | COM | 122017106 |
| CCI | CROWN CASTLE INTL CORP NEW | 78,327 | $8.72M | 0.1% | $111.33 * | $77.33 | +5.9% | COM | 22822V101 |
| MANH | MANHATTAN ASSOCS INC | 159,424 | $8.705M | 0.1% | $54.60 | $50.15 | +8.9% | COM | 562750109 |
| — | SUNTRUST BKS INC | 130,188 | $8.695M | 0.1% | $66.79 | $68.04 | — | COM | 867914103 |
| — | PRAXAIR INC | 54,026 | $8.684M | 0.1% | $160.74 | $144.30 | — | COM | 74005P104 |
| D | DOMINION ENERGY INC | 123,432 | $8.675M | 0.1% | $70.28 * | $51.93 | -1.7% | COM | 25746U109 |
| — | BANK AMER CORP | 6,638 | $8.591M | 0.1% | $1294.22 | $1223.22 | — | 7.25%CNV PFD L | 060505682 |
| — | MARATHON OIL CORP | 367,276 | $8.55M | 0.1% | $23.28 | $16.13 | — | COM | 565849106 |
| TXT | TEXTRON INC | 119,357 | $8.53M | 0.1% | $71.47 | $60.23 | +17.5% | COM | 883203101 |
| — | DISCOVERY INC | 287,813 | $8.514M | 0.1% | $29.58 | $22.20 | — | COM SER C | 25470F302 |
| LAMR | LAMAR ADVERTISING CO NEW | 108,928 | $8.475M | 0.1% | $77.80 | $63.66 | — | CL A | 512816109 |
| HAE | HAEMONETICS CORP | 73,442 | $8.415M | 0.1% | $114.58 | $71.93 | +59.3% | COM | 405024100 |
| SO | SOUTHERN CO | 192,388 | $8.388M | 0.1% | $43.60 * | $32.15 | +1.6% | COM | 842587107 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 111,837 | $8.375M | 0.1% | $74.89 * | $66.03 | +3.4% | COM | 45866F104 |
| CCL | CARNIVAL CORP | 130,805 | $8.341M | 0.1% | $63.77 * | $62.77 | -4.4% | UNIT 99/99/9999 | 143658300 |
| HOG | HARLEY DAVIDSON INC | 181,933 | $8.242M | 0.1% | $45.30 | $43.74 | +3.6% | COM | 412822108 |
| GLPI | GAMING & LEISURE PPTYS INC | 233,356 | $8.226M | 0.1% | $35.25 | $33.47 | — | COM | 36467J108 |
| PLD | PROLOGIS INC | 120,338 | $8.158M | 0.1% | $67.79 * | $49.87 | +11.3% | COM | 74340W103 |
| — | NUANCE COMMUNICATIONS INC | 467,472 | $8.097M | 0.1% | $17.32 | $16.00 | — | COM | 67020Y100 |
| KMB | KIMBERLY CLARK CORP | 71,142 | $8.085M | 0.1% | $113.65 * | $86.21 | +2.4% | COM | 494368103 |
| PANW | PALO ALTO NETWORKS INC | 35,790 | $8.062M | 0.1% | $225.26 * | $28.95 | +29.7% | COM | 697435105 |
| CDNS | CADENCE DESIGN SYSTEM INC | 177,550 | $8.047M | 0.1% | $45.32 | $41.05 | +10.4% | COM | 127387108 |
| MRSH | MARSH & MCLENNAN COS INC | 96,438 | $7.977M | 0.1% | $82.72 * | $72.77 | +0.8% | COM | 571748102 |
| — | STERICYCLE INC | 134,951 | $7.919M | 0.1% | $58.68 | $59.16 | — | COM | 858912108 |
| — | WRIGHT MED GROUP INC | 7,190,000 | $7.877M | 0.1% | $1.10 | $1.05 | — | NOTE 2.000% 2/1 | 98235TAE7 |
| JLL | JONES LANG LASALLE INC | 54,477 | $7.862M | 0.1% | $144.32 | $158.88 | -10.0% | COM | 48020Q107 |
| VRTX | VERTEX PHARMACEUTICALS INC | 40,762 | $7.856M | 0.1% | $192.73 | $163.34 | +18.0% | COM | 92532F100 |
| SPGI | S&P GLOBAL INC | 40,112 | $7.837M | 0.1% | $195.38 * | $172.26 | +6.5% | COM | 78409V104 |
| — | DISH NETWORK CORP | 218,155 | $7.801M | 0.1% | $35.76 | $36.43 | — | CL A | 25470M109 |
| — | NUVEEN NEW YORK AMT QLT MUNI | 648,590 | $7.718M | 0.1% | $11.90 | $13.51 | — | COM | 670656107 |
| DE | DEERE & CO | 51,306 | $7.713M | 0.1% | $150.33 * | $143.98 | -6.1% | COM | 244199105 |
| PEG | PUBLIC SVC ENTERPRISE GROUP | 145,983 | $7.706M | 0.1% | $52.79 * | $37.56 | +10.2% | COM | 744573106 |
| ORLY | O REILLY AUTOMOTIVE INC NEW | 22,165 | $7.698M | 0.1% | $347.30 * | $18.66 | +24.1% | COM | 67103H107 |
| ECL | ECOLAB INC | 48,994 | $7.681M | 0.1% | $156.77 * | $125.05 | +16.1% | COM | 278865100 |
| BRX | BRIXMOR PPTY GROUP INC | 435,338 | $7.623M | 0.1% | $17.51 | $17.51 | — | COM | 11120U105 |
| DVN | DEVON ENERGY CORP NEW | 188,036 | $7.51M | 0.1% | $39.94 * | $26.85 | +6.3% | COM | 25179M103 |
| TDS | TELEPHONE & DATA SYS INC | 245,623 | $7.474M | 0.1% | $30.43 | $28.54 | +6.6% | COM NEW | 879433829 |
| SWKS | SKYWORKS SOLUTIONS INC | 82,379 | $7.473M | 0.1% | $90.71 * | $83.10 | -7.9% | COM | 83088M102 |
| KEY | KEYCORP NEW | 375,250 | $7.464M | 0.1% | $19.89 * | $14.39 | -2.0% | COM | 493267108 |
| — | SENIOR HSG PPTYS TR | 413,071 | $7.254M | 0.1% | $17.56 | $17.56 | — | SH BEN INT | 81721M109 |
| — | ZILLOW GROUP INC | 6,701,000 | $7.254M | 0.1% | $1.08 | $1.10 | — | NOTE 2.000%12/0 | 98954MAB7 |
| — | DISCOVERY INC | 226,643 | $7.253M | 0.1% | $32.00 | $24.13 | — | COM SER A | 25470F104 |
| — | ISHARES GOLD TRUST | 627,900 | $7.177M | 0.1% | $11.43 | $12.01 | — | ISHARES | 464285105 |
| MKSI | MKS INSTRUMENT INC | 89,252 | $7.154M | 0.1% | $80.16 * | $102.25 | -26.0% | COM | 55306N104 |
| CMS | CMS ENERGY CORP | 145,705 | $7.14M | 0.1% | $49.00 * | $34.88 | +13.4% | COM | 125896100 |
| NTRS | NORTHERN TR CORP | 69,706 | $7.119M | 0.1% | $102.13 * | $83.31 | -1.6% | COM | 665859104 |
| KMI | KINDER MORGAN INC DEL | 401,296 | $7.115M | 0.1% | $17.73 * | $11.08 | +5.0% | COM | 49456B101 |
| GLW | CORNING INC | 201,374 | $7.109M | 0.1% | $35.30 * | $25.37 | +13.8% | COM | 219350105 |
| XYZ | SQUARE INC | 71,439 | $7.073M | 0.1% | $99.01 | $50.04 | +97.9% | CL A | 852234103 |
| ZTS | ZOETIS INC | 76,847 | $7.036M | 0.1% | $91.56 * | $74.07 | +16.6% | CL A | 98978V103 |
| WELL | WELLTOWER INC | 109,196 | $7.023M | 0.1% | $64.32 * | $46.23 | +9.8% | COM | 95040Q104 |
| — | NUVEEN PENNSYLVANIA QLT MUN | 563,000 | $7.009M | 0.1% | $12.45 | $14.14 | — | COM | 670972108 |
| ICUI | ICU MED INC | 24,668 | $6.975M | 0.1% | $282.75 | $292.35 | -3.3% | COM | 44930G107 |
| WY | WEYERHAEUSER CO | 216,032 | $6.971M | 0.1% | $32.27 * | $25.91 | -6.3% | COM | 962166104 |
| — | ATHENAHEALTH INC | 52,123 | $6.964M | 0.1% | $133.61 | $133.61 | — | COM | 04685W103 |
| ITW | ILLINOIS TOOL WKS INC | 49,207 | $6.944M | 0.1% | $141.12 * | $136.85 | -13.5% | COM | 452308109 |
| CNA | CNA FINL CORP | 151,516 | $6.917M | 0.1% | $45.65 * | $29.54 | -8.8% | COM | 126117100 |
| PFG | PRINCIPAL FINL GROUP INC | 117,663 | $6.894M | 0.1% | $58.59 * | $44.28 | -0.2% | COM | 74251V102 |
| LUV | SOUTHWEST AIRLS CO | 109,859 | $6.861M | 0.1% | $62.45 * | $53.74 | +5.9% | COM | 844741108 |
| KHC | KRAFT HEINZ CO | 123,248 | $6.792M | 0.1% | $55.11 * | $48.82 | -20.6% | COM | 500754106 |
| — | SPIRIT AEROSYSTEMS HLDGS INC | 74,060 | $6.789M | 0.1% | $91.67 | $84.05 | — | COM CL A | 848574109 |
| R | RYDER SYS INC | 92,806 | $6.781M | 0.1% | $73.07 | $79.26 | -7.8% | COM | 783549108 |
| PII | POLARIS INDS INC | 66,855 | $6.749M | 0.1% | $100.95 | $120.31 | -16.1% | COM | 731068102 |
| PTEN | PATTERSON UTI ENERGY INC | 393,133 | $6.727M | 0.1% | $17.11 | $20.05 | -14.6% | COM | 703481101 |
| XVMMX | DELAWARE INV MN MUN INC FD I | 564,399 | $6.716M | 0.1% | $11.90 | $15.18 | — | COM | 24610V103 |
| APLE | APPLE HOSPITALITY REIT INC | 382,323 | $6.687M | 0.1% | $17.49 | $17.57 | — | COM NEW | 03784Y200 |
| AYI | ACUITY BRANDS INC | 42,323 | $6.653M | 0.1% | $157.20 * | $149.02 | +2.9% | COM | 00508Y102 |
| CAH | CARDINAL HEALTH INC | 122,996 | $6.642M | 0.1% | $54.00 * | $47.95 | -8.8% | COM | 14149Y108 |
| — | GENESEE & WYO INC | 71,895 | $6.542M | 0.0% | $90.99 | $81.32 | — | CL A | 371559105 |
| EQR | EQUITY RESIDENTIAL | 98,496 | $6.526M | 0.0% | $66.26 * | $45.79 | +10.6% | SH BEN INT | 29476L107 |
| EL | LAUDER ESTEE COS INC | 44,282 | $6.435M | 0.0% | $145.32 * | $125.48 | +5.7% | CL A | 518439104 |
| — | BECTON DICKINSON & CO | 98,373 | $6.429M | 0.0% | $65.35 | $56.82 | — | PFD SHS CONV A | 075887208 |
| GDDY | GODADDY INC | 77,072 | $6.427M | 0.0% | $83.39 | $58.09 | +43.6% | CL A | 380237107 |
| OMC | OMNICOM GROUP INC | 93,898 | $6.387M | 0.0% | $68.02 * | $56.18 | -6.7% | COM | 681919106 |
| INGR | INGREDION INC | 60,658 | $6.367M | 0.0% | $104.97 | $102.11 | +2.8% | COM | 457187102 |
| — | FORTIVE CORP | 5,825 | $6.284M | 0.0% | $1078.80 | $1078.80 | — | 5% PFD CNV SER A | 34959J207 |
| — | PIONEER NAT RES CO | 36,061 | $6.281M | 0.0% | $174.18 | $171.79 | — | COM | 723787107 |
| — | VEREIT INC | 857,219 | $6.223M | 0.0% | $7.26 | $7.10 | — | COM | 92339V100 |
| — | SPIRIT RLTY CAP INC NEW | 761,857 | $6.141M | 0.0% | $8.06 | $7.77 | — | COM | 84860W102 |
| HYMB | SPDR SERIES TRUST | 108,515 | $6.106M | 0.0% | $56.27 * | $28.63 | -1.7% | NUV HGHYLD MUN | 78464A284 |
| CNX | CNX RESOURCES CORPORATION | 425,283 | $6.086M | 0.0% | $14.31 | $15.95 | -10.3% | COM | 12653C108 |
| CBOE | CBOE GLOBAL MARKETS INC | 63,359 | $6.08M | 0.0% | $95.96 * | $97.26 | -10.3% | COM | 12503M108 |
| MAR | MARRIOTT INTL INC NEW | 45,935 | $6.065M | 0.0% | $132.03 * | $131.25 | -5.1% | CL A | 571903202 |
| CBRE | CBRE GROUP INC | 136,687 | $6.028M | 0.0% | $44.10 | $46.65 | -5.5% | CL A | 12504L109 |
| SHW | SHERWIN WILLIAMS CO | 13,107 | $5.966M | 0.0% | $455.18 * | $127.08 | +11.9% | COM | 824348106 |
| ROST | ROSS STORES INC | 60,056 | $5.952M | 0.0% | $99.11 * | $73.33 | +25.8% | COM | 778296103 |
| YUM | YUM BRANDS INC | 65,285 | $5.935M | 0.0% | $90.91 * | $71.31 | +11.6% | COM | 988498101 |
| MMS | MAXIMUS INC | 91,193 | $5.933M | 0.0% | $65.06 | $67.99 | -4.3% | COM | 577933104 |
| ZBH | ZIMMER BIOMET HLDGS INC | 44,848 | $5.896M | 0.0% | $131.47 * | $109.65 | +9.8% | COM | 98956P102 |
| EA | ELECTRONIC ARTS INC | 48,616 | $5.858M | 0.0% | $120.50 * | $117.84 | -0.6% | COM | 285512109 |
| EW | EDWARDS LIFESCIENCES CORP | 33,396 | $5.814M | 0.0% | $174.09 * | $43.43 | +33.6% | COM | 28176E108 |
| STZ | CONSTELLATION BRANDS INC | 26,773 | $5.773M | 0.0% | $215.63 * | $194.95 | -1.7% | CL A | 21036P108 |
| UNM | UNUM GROUP | 147,716 | $5.771M | 0.0% | $39.07 | $43.65 | -10.5% | COM | 91529Y106 |
| MCK | MCKESSON CORP | 43,464 | $5.766M | 0.0% | $132.66 * | $146.42 | -14.3% | COM | 58155Q103 |
| FISV | FISERV INC | 69,902 | $5.759M | 0.0% | $82.39 | $70.57 | +16.7% | COM | 337738108 |
| VFC | V F CORP | 60,668 | $5.669M | 0.0% | $93.44 * | $72.31 | +21.7% | COM | 918204108 |
| — | BLACKROCK MUNIYLD MICH QLTY | 451,928 | $5.604M | 0.0% | $12.40 | $15.21 | — | COM | 09254V105 |
| GIS | GENERAL MLS INC | 130,566 | $5.604M | 0.0% | $42.92 * | $40.98 | -19.1% | COM | 370334104 |
| SYY | SYSCO CORP | 76,269 | $5.587M | 0.0% | $73.25 * | $49.50 | +21.8% | COM | 871829107 |
| SRE | SEMPRA ENERGY | 48,743 | $5.545M | 0.0% | $113.76 * | $41.80 | +7.9% | COM | 816851109 |
| PPG | PPG INDS INC | 50,755 | $5.539M | 0.0% | $109.13 * | $99.50 | -4.5% | COM | 693506107 |
| AEO | AMERICAN EAGLE OUTFITTERS NE | 221,390 | $5.497M | 0.0% | $24.83 * | $20.86 | -1.9% | COM | 02553E106 |
| XENWX | EATON VANCE NEW YORK MUN BD | 494,730 | $5.472M | 0.0% | $11.06 | $14.03 | — | COM | 27827Y109 |
| BKR | BAKER HUGHES A GE CO | 156,934 | $5.309M | 0.0% | $33.83 * | $26.35 | +4.1% | CL A | 05722G100 |
| — | SIRIUS XM HLDGS INC | 831,507 | $5.255M | 0.0% | $6.32 | $6.32 | — | COM | 82968B103 |
| — | JUNIPER NETWORKS INC | 174,982 | $5.244M | 0.0% | $29.97 | $24.96 | — | COM | 48203R104 |
| — | DENBURY RES INC | 844,900 | $5.238M | 0.0% | $6.20 | $6.04 | — | COM NEW | 247916208 |
| — | HCP INC | 197,720 | $5.204M | 0.0% | $26.32 | $25.13 | — | COM | 40414L109 |
| ON | ON SEMICONDUCTOR CORP | 280,176 | $5.164M | 0.0% | $18.43 | $24.12 | -23.6% | COM | 682189105 |
| HPE | HEWLETT PACKARD ENTERPRISE C | 316,100 | $5.156M | 0.0% | $16.31 * | $13.27 | -2.3% | COM | 42824C109 |
| EMN | EASTMAN CHEM CO | 53,659 | $5.136M | 0.0% | $95.72 * | $76.89 | -3.7% | COM | 277432100 |
| RGA | REINSURANCE GROUP AMER INC | 35,426 | $5.121M | 0.0% | $144.55 | $157.16 | -8.0% | COM NEW | 759351604 |
| — | ADVANCED MICRO DEVICES INC | 1,310,000 | $5.089M | 0.0% | $3.88 | $1.30 | — | NOTE 2.125% 9/0 | 007903BD8 |
| WLK | WESTLAKE CHEM CORP | 60,521 | $5.03M | 0.0% | $83.11 * | $98.39 | -24.9% | COM | 960413102 |
| — | MOMO INC | 114,436 | $5.013M | 0.0% | $43.81 | $43.68 | — | ADR | 60879B107 |
| REGN | REGENERON PHARMACEUTICALS | 12,359 | $4.994M | 0.0% | $404.08 | $345.90 | +16.2% | COM | 75886F107 |
| — | ZAYO GROUP HLDGS INC | 142,766 | $4.957M | 0.0% | $34.72 | $35.07 | — | COM | 98919V105 |
| — | NOVAVAX INC | 8,000,000 | $4.94M | 0.0% | $0.62 | $0.62 | — | NOTE 3.750% 2/0 | 670002AB0 |
| — | CONCHO RES INC | 32,248 | $4.926M | 0.0% | $152.75 | $150.94 | — | COM | 20605P101 |
| RMD | RESMED INC | 42,647 | $4.919M | 0.0% | $115.34 * | $92.50 | +16.5% | COM | 761152107 |
| — | TWENTY FIRST CENTY FOX INC | 106,814 | $4.894M | 0.0% | $45.82 | $36.60 | — | CL B | 90130A200 |
| ROP | ROPER TECHNOLOGIES INC | 16,484 | $4.883M | 0.0% | $296.23 * | $263.40 | +7.7% | COM | 776696106 |
| OZK | BANK OZK | 125,109 | $4.749M | 0.0% | $37.96 * | $31.35 | -7.5% | COM | 06417N103 |
| ITGR | INTEGER HLDGS CORP | 56,900 | $4.72M | 0.0% | $82.95 | $50.91 | +63.0% | COM | 45826H109 |
| ULTA | ULTA BEAUTY INC | 16,520 | $4.661M | 0.0% | $282.14 | $229.04 | +23.2% | COM | 90384S303 |
| — | LIONS GATE ENTMNT CORP | 190,357 | $4.643M | 0.0% | $24.39 | $24.39 | — | CL A VTG | 535919401 |
| DG | DOLLAR GEN CORP NEW | 42,351 | $4.629M | 0.0% | $109.30 * | $87.00 | +14.2% | COM | 256677105 |
| PCRX | PACIRA PHARMACEUTICALS INC | 93,800 | $4.61M | 0.0% | $49.15 | $34.62 | +42.0% | COM | 695127100 |
| IWM | ISHARES TR | 27,106 | $4.569M | 0.0% | $168.56 | $154.44 | +9.1% | RUSSELL 2000 ETF | 464287655 |
| DK | DELEK US HLDGS INC NEW | 107,366 | $4.556M | 0.0% | $42.43 * | $28.44 | +16.7% | COM | 24665A103 |
| MTRX | MATRIX SVC CO | 182,500 | $4.499M | 0.0% | $24.65 | $17.29 | +42.6% | COM | 576853105 |
| — | TAILORED BRANDS INC | 178,300 | $4.491M | 0.0% | $25.19 | $25.07 | — | COM | 87403A107 |
| FIVN | FIVE9 INC | 102,700 | $4.487M | 0.0% | $43.69 | $41.24 | +6.0% | COM | 338307101 |
| — | SPRINT CORP | 685,657 | $4.484M | 0.0% | $6.54 | $6.54 | — | COM SER 1 | 85207U105 |
| MCO | MOODYS CORP | 26,628 | $4.452M | 0.0% | $167.19 * | $151.00 | +4.0% | COM | 615369105 |
| RHP | RYMAN HOSPITALITY PPTYS INC | 51,467 | $4.435M | 0.0% | $86.17 | $77.46 | — | COM | 78377T107 |
| SHO | SUNSTONE HOTEL INVS INC NEW | 270,201 | $4.42M | 0.0% | $16.36 | $15.33 | — | COM | 867892101 |
| BJRI | BJS RESTAURANTS INC | 61,051 | $4.408M | 0.0% | $72.20 | $42.77 | +65.9% | COM | 09180C106 |
| RES | RPC INC | 283,315 | $4.386M | 0.0% | $15.48 * | $13.98 | -1.2% | COM | 749660106 |
| NSIT | INSIGHT ENTERPRISES INC | 80,974 | $4.38M | 0.0% | $54.09 | $36.16 | +49.6% | COM | 45765U103 |
| FSLR | FIRST SOLAR INC | 90,257 | $4.37M | 0.0% | $48.42 | $68.06 | -28.9% | COM | 336433107 |
| — | IBERIABANK CORP | 53,600 | $4.36M | 0.0% | $81.34 | $78.00 | — | COM | 450828108 |
| CMA | COMERICA INC | 48,310 | $4.358M | 0.0% | $90.21 * | $67.09 | +0.4% | COM | 200340107 |
| — | CARE COM INC | 196,224 | $4.339M | 0.0% | $22.11 | $16.27 | — | COM | 141633107 |
| GNW | GENWORTH FINL INC | 1,039,900 | $4.336M | 0.0% | $4.17 | $3.00 | +38.8% | COM CL A | 37247D106 |
| — | VERSO CORP | 128,700 | $4.333M | 0.0% | $33.67 | $17.95 | — | CL A | 92531L207 |
| — | LAM RESEARCH CORP | 28,543 | $4.33M | 0.0% | $151.70 | $203.16 | — | COM | 512807108 |
| SYNA | SYNAPTICS INC | 94,681 | $4.319M | 0.0% | $45.62 | $45.38 | +0.5% | COM | 87157D109 |
| TPICQ | TPI COMPOSITES INC | 150,600 | $4.3M | 0.0% | $28.55 | $20.52 | +41.1% | COM | 87266J104 |
| — | NEW RELIC INC | 45,600 | $4.297M | 0.0% | $94.23 | $94.23 | — | COM | 64829B100 |
| GEO | GEO GROUP INC NEW | 169,800 | $4.272M | 0.0% | $25.16 * | $18.23 | +4.2% | COM | 36162J106 |
| RDNT | RADNET INC | 281,900 | $4.243M | 0.0% | $15.05 | $11.61 | +29.7% | COM | 750491102 |
| TROW | PRICE T ROWE GROUP INC | 38,787 | $4.235M | 0.0% | $109.19 * | $82.41 | -0.3% | COM | 74144T108 |
| ENS | ENERSYS | 48,400 | $4.217M | 0.0% | $87.13 * | $67.90 | +19.7% | COM | 29275Y102 |
| SPSC | SPS COMM INC | 42,100 | $4.178M | 0.0% | $99.24 * | $36.24 | +36.9% | COM | 78463M107 |
| PAHC | PHIBRO ANIMAL HEALTH CORP | 97,121 | $4.166M | 0.0% | $42.89 | $37.03 | +15.8% | CL A COM | 71742Q106 |
| FTV | FORTIVE CORP | 49,056 | $4.131M | 0.0% | $84.21 * | $46.09 | +11.8% | COM | 34959J108 |
| SANM | SANMINA CORPORATION | 149,540 | $4.127M | 0.0% | $27.60 | $28.87 | -4.4% | COM | 801056102 |
| OFG | OFG BANCORP | 255,231 | $4.122M | 0.0% | $16.15 | $10.59 | +52.5% | COM | 67103X102 |
| BTU | PEABODY ENERGY CORP NEW | 115,600 | $4.12M | 0.0% | $35.64 * | $34.82 | -10.2% | COM | 704551100 |
| XHR | XENIA HOTELS & RESORTS INC | 173,468 | $4.111M | 0.0% | $23.70 | $19.92 | — | COM | 984017103 |
| SNA | SNAP ON INC | 22,217 | $4.079M | 0.0% | $183.60 * | $139.98 | +8.6% | COM | 833034101 |
| — | CYPRESS SEMICONDUCTOR CORP | 3,241,000 | $4.076M | 0.0% | $1.26 | $1.36 | — | NOTE 4.500% 1/1 | 232806AM1 |
| FBP | FIRST BANCORP P R | 447,837 | $4.075M | 0.0% | $9.10 * | $5.77 | +28.6% | COM NEW | 318672706 |
| EZPW | EZCORP INC | 379,900 | $4.065M | 0.0% | $10.70 | $12.54 | -14.7% | CL A NON VTG | 302301106 |
| PAYX | PAYCHEX INC | 54,951 | $4.047M | 0.0% | $73.65 * | $52.70 | +12.9% | COM | 704326107 |
| OFIX | ORTHOFIX MED INC | 69,785 | $4.034M | 0.0% | $57.81 | $56.04 | +3.2% | COM | 68752M108 |
| PARR | PAR PACIFIC HOLDINGS INC | 197,700 | $4.033M | 0.0% | $20.40 | $18.05 | +13.0% | COM NEW | 69888T207 |
| GBX | GREENBRIER COS INC | 66,541 | $3.999M | 0.0% | $60.10 * | $45.52 | +5.3% | COM | 393657101 |
| — | RENEWABLE ENERGY GROUP INC | 138,856 | $3.999M | 0.0% | $28.80 | $15.56 | — | COM NEW | 75972A301 |
| CUBI | CUSTOMERS BANCORP INC | 169,714 | $3.993M | 0.0% | $23.53 | $28.91 | -18.6% | COM | 23204G100 |
| AMPH | AMPHASTAR PHARMACEUTICALS IN | 205,100 | $3.946M | 0.0% | $19.24 | $18.77 | +2.5% | COM | 03209R103 |
| ENVA | ENOVA INTL INC | 136,227 | $3.923M | 0.0% | $28.80 | $20.46 | +40.8% | COM | 29357K103 |
| LNTH | LANTHEUS HLDGS INC | 262,000 | $3.917M | 0.0% | $14.95 | $19.50 | -23.3% | COM | 516544103 |
| PH | PARKER HANNIFIN CORP | 21,112 | $3.883M | 0.0% | $183.92 * | $168.05 | -1.9% | COM | 701094104 |
| — | RED HAT INC | 28,290 | $3.855M | 0.0% | $136.27 | $149.51 | — | COM | 756577102 |
| SM | SM ENERGY CO | 121,844 | $3.842M | 0.0% | $31.53 * | $22.41 | +26.7% | COM | 78454L100 |
| HLT | HILTON WORLDWIDE HLDGS INC | 47,558 | $3.842M | 0.0% | $80.79 * | $79.74 | -1.0% | COM | 43300A203 |
| XRAY | DENTSPLY SIRONA INC | 101,739 | $3.84M | 0.0% | $37.74 | $49.38 | -23.6% | COM | 24906P109 |
| — | ZAGG INC | 260,100 | $3.836M | 0.0% | $14.75 | $13.23 | — | COM | 98884U108 |
| RYN | RAYONIER INC | 113,410 | $3.834M | 0.0% | $33.81 | $36.81 | — | COM | 754907103 |
| CIEN | CIENA CORP | 122,398 | $3.824M | 0.0% | $31.24 | $28.02 | +11.5% | COM NEW | 171779309 |
| PRGS | PROGRESS SOFTWARE CORP | 107,800 | $3.804M | 0.0% | $35.29 | $42.13 | -16.2% | COM | 743312100 |
| VSH | VISHAY INTERTECHNOLOGY INC | 186,500 | $3.795M | 0.0% | $20.35 * | $20.27 | -13.3% | COM | 928298108 |
| MTB | M & T BK CORP | 23,052 | $3.793M | 0.0% | $164.54 * | $146.61 | -10.6% | COM | 55261F104 |
| — | GANNETT CO INC | 378,600 | $3.79M | 0.0% | $10.01 | $9.98 | — | COM | 36473H104 |
| CINF | CINCINNATI FINL CORP | 49,248 | $3.783M | 0.0% | $76.82 * | $60.80 | +4.9% | COM | 172062101 |
| USNA | USANA HEALTH SCIENCES INC | 31,300 | $3.773M | 0.0% | $120.54 | $77.44 | +55.7% | COM | 90328M107 |
| — | TECHTARGET INC | 193,200 | $3.752M | 0.0% | $19.42 | $24.60 | — | COM | 87874R100 |
| — | BROOKFIELD PROPERTY REIT INC | 178,981 | $3.746M | 0.0% | $20.93 | $20.93 | — | CL A | 11282X103 |
| — | CARROLS RESTAURANT GROUP INC | 256,316 | $3.742M | 0.0% | $14.60 | $11.52 | — | COM | 14574X104 |
| — | MERITOR INC | 193,039 | $3.737M | 0.0% | $19.36 | $20.56 | — | COM | 59001K100 |
| TUSK | MAMMOTH ENERGY SVCS INC | 128,200 | $3.731M | 0.0% | $29.10 | $33.67 | -13.6% | COM | 56155L108 |
| COKE | COCA COLA BOTTLING CO CONS | 20,461 | $3.73M | 0.0% | $182.30 * | $17.07 | +1.0% | COM | 191098102 |
| EEM | ISHARES TR | 86,638 | $3.719M | 0.0% | $42.93 | $45.28 | -5.2% | MSCI EMG MKT ETF | 464287234 |
| — | NCI BUILDING SYS INC | 244,700 | $3.707M | 0.0% | $15.15 | $16.10 | — | COM NEW | 628852204 |
| DLR | DIGITAL RLTY TR INC | 32,940 | $3.705M | 0.0% | $112.48 * | $80.05 | +9.4% | COM | 253868103 |
| — | NUVEEN MICHIGAN QLT MUN INC | 300,000 | $3.705M | 0.0% | $12.35 | $14.56 | — | COM | 670979103 |
| GCO | GENESCO INC | 78,600 | $3.702M | 0.0% | $47.10 | $37.65 | +25.1% | COM | 371532102 |
| MNST | MONSTER BEVERAGE CORP NEW | 63,450 | $3.698M | 0.0% | $58.28 * | $31.23 | -6.7% | COM | 61174X109 |
| EGBN | EAGLE BANCORP INC MD | 72,900 | $3.689M | 0.0% | $50.60 * | $47.61 | -17.0% | COM | 268948106 |
| ROK | ROCKWELL AUTOMATION INC | 19,643 | $3.683M | 0.0% | $187.50 * | $163.88 | +0.1% | COM | 773903109 |
| — | ROCKWELL COLLINS INC | 26,216 | $3.683M | 0.0% | $140.49 | $134.82 | — | COM | 774341101 |
| UVV | UNIVERSAL CORP VA | 56,600 | $3.679M | 0.0% | $65.00 | $60.02 | +8.3% | COM | 913456109 |
| RMR | RMR GROUP INC | 39,638 | $3.678M | 0.0% | $92.79 * | $35.44 | +41.7% | CL A | 74967R106 |
| NUS | NU SKIN ENTERPRISES INC | 44,526 | $3.67M | 0.0% | $82.42 * | $54.48 | +17.5% | CL A | 67018T105 |
| A | AGILENT TECHNOLOGIES INC | 51,632 | $3.642M | 0.0% | $70.54 * | $66.14 | +1.1% | COM | 00846U101 |
| SBAC | SBA COMMUNICATIONS CORP NEW | 22,668 | $3.641M | 0.0% | $160.62 * | $152.05 | -2.4% | CL A | 78410G104 |
| — | FLAGSTAR BANCORP INC | 114,844 | $3.614M | 0.0% | $31.47 | $35.10 | — | COM PAR .001 | 337930705 |
| SWK | STANLEY BLACK & DECKER INC | 24,405 | $3.574M | 0.0% | $146.45 * | $130.20 | -8.7% | COM | 854502101 |
| FOSL | FOSSIL GROUP INC | 152,100 | $3.541M | 0.0% | $23.28 | $18.92 | +23.1% | COM | 34988V106 |
| DVA | DAVITA INC | 49,124 | $3.519M | 0.0% | $71.64 | $73.45 | -2.5% | COM | 23918K108 |
| EIX | EDISON INTL | 51,965 | $3.517M | 0.0% | $67.68 * | $43.79 | +13.0% | COM | 281020107 |
| QUAD | QUAD / GRAPHICS INC | 168,707 | $3.516M | 0.0% | $20.84 | $23.31 | -10.6% | COM CL A | 747301109 |
| RUSHA | RUSH ENTERPRISES INC | 89,426 | $3.515M | 0.0% | $39.31 * | $20.78 | -15.9% | CL A | 781846209 |
| BXP | BOSTON PROPERTIES INC | 28,514 | $3.51M | 0.0% | $123.10 * | $85.77 | +2.6% | COM | 101121101 |
| — | VONAGE HLDGS CORP | 245,922 | $3.482M | 0.0% | $14.16 | $11.82 | — | COM | 92886T201 |
| AMCX | AMC NETWORKS INC | 52,395 | $3.476M | 0.0% | $66.34 | $60.03 | +10.5% | CL A | 00164V103 |
| — | BLACKROCK MUN 2030 TAR TERM | 167,704 | $3.473M | 0.0% | $20.71 | $24.26 | — | COM SHS BEN IN | 09257P105 |
| — | BOTTOMLINE TECH DEL INC | 47,700 | $3.468M | 0.0% | $72.70 | $72.70 | — | COM | 101388106 |
| — | LIVEPERSON INC | 133,000 | $3.451M | 0.0% | $25.95 | $18.63 | — | COM | 538146101 |
| IDXX | IDEXX LABS INC | 13,809 | $3.448M | 0.0% | $249.69 | $184.56 | +35.3% | COM | 45168D104 |
| GPN | GLOBAL PMTS INC | 27,013 | $3.441M | 0.0% | $127.38 * | $105.58 | +14.9% | COM | 37940X102 |
| LNC | LINCOLN NATL CORP IND | 50,845 | $3.44M | 0.0% | $67.66 * | $55.97 | -12.9% | COM | 534187109 |
| DOV | DOVER CORP | 38,841 | $3.439M | 0.0% | $88.54 * | $70.70 | +12.4% | COM | 260003108 |
| — | FLEETCOR TECHNOLOGIES INC | 15,040 | $3.427M | 0.0% | $227.86 | $227.86 | — | COM | 339041105 |
| MMI | MARCUS & MILLICHAP INC | 97,300 | $3.377M | 0.0% | $34.71 * | $32.39 | -0.8% | COM | 566324109 |
| MSI | MOTOROLA SOLUTIONS INC | 25,879 | $3.368M | 0.0% | $130.14 * | $91.54 | +29.0% | COM NEW | 620076307 |
| — | TESLA INC | 3,490,000 | $3.346M | 0.0% | $0.96 | $1.15 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | CIT GROUP INC | 64,669 | $3.338M | 0.0% | $51.62 | $51.50 | — | COM NEW | 125581801 |
| PPL | PPL CORP | 111,578 | $3.265M | 0.0% | $29.26 * | $20.88 | +2.3% | COM | 69351T106 |
| HCC | WARRIOR MET COAL INC | 120,600 | $3.261M | 0.0% | $27.04 | $28.54 | -5.3% | COM | 93627C101 |
| ORI | OLD REP INTL CORP | 145,053 | $3.246M | 0.0% | $22.38 * | $11.30 | +11.0% | COM | 680223104 |
| — | XILINX INC | 40,337 | $3.234M | 0.0% | $80.17 | $72.24 | — | COM | 983919101 |
| RF | REGIONS FINL CORP NEW | 175,838 | $3.227M | 0.0% | $18.35 * | $13.90 | -1.7% | COM | 7591EP100 |
| — | PRA HEALTH SCIENCES INC | 29,140 | $3.211M | 0.0% | $110.19 | $110.19 | — | COM | 69354M108 |
| IP | INTL PAPER CO | 65,212 | $3.205M | 0.0% | $49.15 * | $39.21 | -14.3% | COM | 460146103 |
| NUE | NUCOR CORP | 50,454 | $3.201M | 0.0% | $63.44 * | $55.79 | -2.4% | COM | 670346105 |
| NEM | NEWMONT MINING CORP | 105,951 | $3.2M | 0.0% | $30.20 * | $30.97 | -21.7% | COM | 651639106 |
| ARCB | ARCBEST CORP | 65,400 | $3.175M | 0.0% | $48.55 * | $32.97 | +39.9% | COM | 03937C105 |
| — | HARRIS CORP DEL | 18,741 | $3.171M | 0.0% | $169.20 | $161.29 | — | COM | 413875105 |
| VRSK | VERISK ANALYTICS INC | 26,269 | $3.167M | 0.0% | $120.56 * | $96.08 | +19.9% | COM | 92345Y106 |
| — | UNITED STATES STL CORP NEW | 103,246 | $3.147M | 0.0% | $30.48 | $35.19 | — | COM | 912909108 |
| — | QEP RES INC | 277,877 | $3.146M | 0.0% | $11.32 | $10.78 | — | COM | 74733V100 |
| — | SYNEOS HEALTH INC | 61,000 | $3.145M | 0.0% | $51.56 | $50.21 | — | CL A | 87166B102 |
| — | SCANA CORP NEW | 80,847 | $3.144M | 0.0% | $38.89 | $38.50 | — | COM | 80589M102 |
| MD | MEDNAX INC | 67,317 | $3.141M | 0.0% | $46.66 | $50.74 | -8.0% | COM | 58502B106 |
| TBI | TRUEBLUE INC | 119,829 | $3.122M | 0.0% | $26.05 | $27.32 | -4.7% | COM | 89785X101 |
| — | EXPRESS INC | 282,100 | $3.12M | 0.0% | $11.06 | $8.10 | — | COM | 30219E103 |
| — | DELAWARE INVT NAT MUNI INC F | 256,199 | $3.105M | 0.0% | $12.12 | $14.77 | — | SH BEN INT | 24610T108 |
| ES | EVERSOURCE ENERGY | 50,542 | $3.105M | 0.0% | $61.43 * | $44.88 | +6.3% | COM | 30040W108 |
| — | CBS CORP NEW | 53,993 | $3.102M | 0.0% | $57.45 | $51.40 | — | CL B | 124857202 |
| DECK | DECKERS OUTDOOR CORP | 26,100 | $3.095M | 0.0% | $118.58 * | $15.02 | +31.6% | COM | 243537107 |
| DLTR | DOLLAR TREE INC | 37,942 | $3.094M | 0.0% | $81.55 | $104.83 | -22.2% | COM | 256746108 |
| ETR | ENTERGY CORP NEW | 37,992 | $3.082M | 0.0% | $81.12 * | $29.07 | +7.0% | COM | 29364G103 |
| CLX | CLOROX CO DEL | 20,428 | $3.073M | 0.0% | $150.43 * | $106.77 | +13.9% | COM | 189054109 |
| — | TOTAL SYS SVCS INC | 31,100 | $3.071M | 0.0% | $98.75 | $87.96 | — | COM | 891906109 |
| — | TRONC INC | 187,601 | $3.064M | 0.0% | $16.33 | $16.49 | — | COM | 89703P107 |
| — | YAHOO INC | 2,400,000 | $3.056M | 0.0% | $1.27 | $1.26 | — | NOTE 12/0 | 984332AF3 |
| TBBK | BANCORP INC DEL | 315,704 | $3.028M | 0.0% | $9.59 | $10.67 | -10.1% | COM | 05969A105 |
| — | ESSENDANT INC | 236,200 | $3.028M | 0.0% | $12.82 | $9.06 | — | COM | 296689102 |
| UIS | UNISYS CORP | 148,400 | $3.027M | 0.0% | $20.40 | $16.45 | +24.0% | COM NEW | 909214306 |
| — | K12 INC | 169,953 | $3.008M | 0.0% | $17.70 | $14.80 | — | COM | 48273U102 |
| CTAS | CINTAS CORP | 15,173 | $3.001M | 0.0% | $197.79 * | $39.10 | +17.1% | COM | 172908105 |
| — | NEWFIELD EXPL CO | 104,027 | $2.999M | 0.0% | $28.83 | $27.47 | — | COM | 651290108 |
| — | EXTERRAN CORP | 112,862 | $2.994M | 0.0% | $26.53 | $26.70 | — | COM | 30227H106 |
| — | ON SEMICONDUCTOR CORP | 2,650,000 | $2.984M | 0.0% | $1.13 | $1.27 | — | NOTE 1.625%10/1 | 682189AP0 |
| MCHP | MICROCHIP TECHNOLOGY INC | 37,569 | $2.965M | 0.0% | $78.92 * | $39.79 | -13.4% | COM | 595017104 |
| CFG | CITIZENS FINL GROUP INC | 75,911 | $2.928M | 0.0% | $38.57 * | $32.31 | -12.9% | COM | 174610105 |
| FE | FIRSTENERGY CORP | 77,966 | $2.898M | 0.0% | $37.17 * | $23.30 | +18.7% | COM | 337932107 |
| — | MFS MUN INCOME TR | 446,137 | $2.895M | 0.0% | $6.49 | $7.24 | — | SH BEN INT | 552738106 |
| — | CURO GROUP HLDGS CORP | 95,200 | $2.878M | 0.0% | $30.23 | $28.09 | — | COM | 23131L107 |
| VVX | VECTRUS INC | 92,243 | $2.877M | 0.0% | $31.19 | $32.43 | -3.8% | COM | 92242T101 |
| TDG | TRANSDIGM GROUP INC | 7,722 | $2.875M | 0.0% | $372.31 * | $218.67 | +26.4% | COM | 893641100 |
| — | HESS CORP | 40,151 | $2.874M | 0.0% | $71.58 | $50.62 | — | COM | 42809H107 |
| SCSC | SCANSOURCE INC | 71,934 | $2.87M | 0.0% | $39.90 | $34.77 | +14.8% | COM | 806037107 |
| IMMR | IMMERSION CORP | 270,800 | $2.862M | 0.0% | $10.57 | $12.70 | -16.8% | COM | 452521107 |
| — | DIME CMNTY BANCSHARES | 160,235 | $2.86M | 0.0% | $17.85 | $18.27 | — | COM | 253922108 |
| — | FRANKLIN FINL NETWORK INC | 73,071 | $2.857M | 0.0% | $39.10 | $32.86 | — | COM | 35352P104 |
| HIG | HARTFORD FINL SVCS GROUP INC | 57,166 | $2.856M | 0.0% | $49.96 * | $45.90 | -7.4% | COM | 416515104 |
| — | KELLOGG CO | 40,363 | $2.826M | 0.0% | $70.01 * | $47.27 | +6.6% | COM | 487836108 |
| FCNCA | FIRST CTZNS BANCSHARES INC N | 6,243 | $2.824M | 0.0% | $452.35 * | $419.42 | +5.2% | CL A | 31946M103 |
| — | LABORATORY CORP AMER HLDGS | 16,252 | $2.823M | 0.0% | $173.70 | $161.76 | — | COM NEW | 50540R409 |
| LEN | LENNAR CORP | 60,157 | $2.809M | 0.0% | $46.69 * | $55.25 | -24.9% | CL A | 526057104 |
| UVE | UNIVERSAL INS HLDGS INC | 57,800 | $2.806M | 0.0% | $48.55 | $42.98 | +13.0% | COM | 91359V107 |
| — | BIOMARIN PHARMACEUTICAL INC | 2,308,000 | $2.78M | 0.0% | $1.20 | $1.20 | — | NOTE 1.500%10/1 | 09061GAF8 |
| — | AVANGRID INC | 57,766 | $2.769M | 0.0% | $47.93 | $52.62 | — | COM | 05351W103 |
| — | BRISTOW GROUP INC | 2,742,000 | $2.762M | 0.0% | $1.01 | $1.14 | — | NOTE 4.500% 6/0 | 110394AF0 |
| TEVA | TEVA PHARMACEUTICAL INDS LTD | 128,000 | $2.757M | 0.0% | $21.54 | $20.39 | +5.6% | SPONSORED ADR | 881624209 |
| HBAN | HUNTINGTON BANCSHARES INC | 182,950 | $2.73M | 0.0% | $14.92 * | $10.99 | -2.8% | COM | 446150104 |
| — | SQUARE INC | 630,000 | $2.727M | 0.0% | $4.33 | $2.29 | — | NOTE 0.375% 3/0 | 852234AB9 |
| CROX | CROCS INC | 128,000 | $2.725M | 0.0% | $21.29 | $13.87 | +53.5% | COM | 227046109 |
| THO | THOR INDS INC | 32,374 | $2.71M | 0.0% | $83.71 * | $108.44 | -34.2% | COM | 885160101 |
| — | NEW MEDIA INVT GROUP INC | 172,330 | $2.704M | 0.0% | $15.69 | $17.14 | — | COM | 64704V106 |
| AAL | AMERICAN AIRLS GROUP INC | 65,369 | $2.702M | 0.0% | $41.33 | $52.27 | -22.4% | COM | 02376R102 |
| TCBI | TEXAS CAPITAL BANCSHARES INC | 32,676 | $2.701M | 0.0% | $82.66 | $90.70 | -8.9% | COM | 88224Q107 |
| OC | OWENS CORNING NEW | 49,769 | $2.701M | 0.0% | $54.27 | $80.46 | -32.6% | COM | 690742101 |
| APEI | AMERICAN PUBLIC EDUCATION IN | 81,005 | $2.677M | 0.0% | $33.05 | $36.10 | -8.5% | COM | 02913V103 |
| — | MAGELLAN HEALTH INC | 37,100 | $2.673M | 0.0% | $72.05 | $104.55 | — | COM NEW | 559079207 |
| — | BLACKROCK FLA MUN 2020 TERM | 187,485 | $2.672M | 0.0% | $14.25 | $15.50 | — | COM SHS | 09250M109 |
| VNO | VORNADO RLTY TR | 36,553 | $2.668M | 0.0% | $72.99 | $67.31 | — | SH BEN INT | 929042109 |
| — | 58 COM INC | 36,114 | $2.658M | 0.0% | $73.60 | $73.60 | — | SPON ADR REP A | 31680Q104 |
| — | L3 TECHNOLOGIES INC | 12,493 | $2.656M | 0.0% | $212.60 | $208.01 | — | COM | 502413107 |
| FAST | FASTENAL CO | 45,766 | $2.655M | 0.0% | $58.01 * | $11.23 | +7.1% | COM | 311900104 |
| — | ANSYS INC | 14,144 | $2.64M | 0.0% | $186.65 | $157.86 | — | COM | 03662Q105 |
| — | SVB FINL GROUP | 8,487 | $2.638M | 0.0% | $310.83 | $239.99 | — | COM | 78486Q101 |
| O | REALTY INCOME CORP | 46,261 | $2.632M | 0.0% | $56.89 * | $34.12 | +14.3% | COM | 756109104 |
| — | NATIONAL OILWELL VARCO INC | 61,026 | $2.629M | 0.0% | $43.08 | $36.81 | — | COM | 637071101 |
| — | WESTROCK CO | 49,100 | $2.624M | 0.0% | $53.44 | $62.51 | — | COM | 96145D105 |
| UGI | UGI CORP NEW | 47,180 | $2.618M | 0.0% | $55.49 | $49.33 | +12.5% | COM | 902681105 |
| ESS | ESSEX PPTY TR INC | 10,535 | $2.599M | 0.0% | $246.70 * | $175.97 | +9.6% | COM | 297178105 |
| GDOT | GREEN DOT CORP | 29,149 | $2.589M | 0.0% | $88.82 | $63.03 | +40.9% | CL A | 39304D102 |
| MATX | MATSON INC | 64,400 | $2.553M | 0.0% | $39.64 * | $28.18 | +24.5% | COM | 57686G105 |
| MKC | MCCORMICK & CO INC | 19,344 | $2.549M | 0.0% | $131.77 * | $45.28 | +26.5% | COM NON VTG | 579780206 |
| EVRG | EVERGY INC | 46,294 | $2.542M | 0.0% | $54.91 * | $40.03 | +4.2% | COM | 30034W106 |
| SAM | BOSTON BEER INC | 8,800 | $2.53M | 0.0% | $287.50 | $300.25 | -4.2% | CL A | 100557107 |
| PCH | POTLATCHDELTIC CORPORATION | 61,553 | $2.521M | 0.0% | $40.96 | $52.02 | — | COM | 737630103 |
| MSCI | MSCI INC | 14,168 | $2.514M | 0.0% | $177.44 * | $145.67 | +13.0% | COM | 55354G100 |
| TXRH | TEXAS ROADHOUSE INC | 36,213 | $2.509M | 0.0% | $69.28 * | $59.23 | +3.9% | COM | 882681109 |
| EFX | EQUIFAX INC | 19,206 | $2.508M | 0.0% | $130.58 * | $111.89 | +9.7% | COM | 294429105 |
| TTWO | TAKE-TWO INTERACTIVE SOFTWAR | 18,156 | $2.505M | 0.0% | $137.97 | $112.01 | +23.2% | COM | 874054109 |
| RRX | REGAL BELOIT CORP | 30,187 | $2.489M | 0.0% | $82.45 | $83.10 | -0.8% | COM | 758750103 |
| — | KRATON CORPORATION | 52,600 | $2.48M | 0.0% | $47.15 | $47.09 | — | COM | 50077C106 |
| MGM | MGM RESORTS INTERNATIONAL | 88,756 | $2.477M | 0.0% | $27.91 * | $33.53 | -19.3% | COM | 552953101 |
| MTD | METTLER TOLEDO INTERNATIONAL | 4,021 | $2.449M | 0.0% | $609.05 | $628.64 | -3.1% | COM | 592688105 |
| AD | UNITED STATES CELLULAR CORP | 54,614 | $2.446M | 0.0% | $44.79 * | $22.99 | +12.7% | COM | 911684108 |
| SNPS | SYNOPSYS INC | 24,798 | $2.445M | 0.0% | $98.60 | $88.06 | +12.0% | COM | 871607107 |
| FNF | FIDELITY NATIONAL FINANCIAL | 61,961 | $2.438M | 0.0% | $39.35 * | $26.69 | +3.9% | FNF GROUP COM | 31620R303 |
| — | NOBLE ENERGY INC | 77,054 | $2.403M | 0.0% | $31.19 | $30.30 | — | COM | 655044105 |
| WAT | WATERS CORP | 12,292 | $2.393M | 0.0% | $194.68 | $203.52 | -4.3% | COM | 941848103 |
| — | NUVEEN MARYLAND QLT MUN INC | 200,000 | $2.356M | 0.0% | $11.78 | $13.95 | — | COM | 67061Q107 |
| HAFC | HANMI FINL CORP | 94,500 | $2.353M | 0.0% | $24.90 | $27.72 | -10.2% | COM NEW | 410495204 |
| DGX | QUEST DIAGNOSTICS INC | 21,797 | $2.352M | 0.0% | $107.90 * | $87.50 | +6.4% | COM | 74834L100 |
| — | DIPLOMAT PHARMACY INC | 121,050 | $2.35M | 0.0% | $19.41 | $19.90 | — | COM | 25456K101 |
| VMC | VULCAN MATLS CO | 21,097 | $2.346M | 0.0% | $111.20 * | $117.48 | -11.2% | COM | 929160109 |
| WYNN | WYNN RESORTS LTD | 18,447 | $2.344M | 0.0% | $127.07 * | $158.47 | -25.7% | COM | 983134107 |
| GPC | GENUINE PARTS CO | 23,407 | $2.327M | 0.0% | $99.41 * | $76.83 | +5.0% | COM | 372460105 |
| CHD | CHURCH & DWIGHT INC | 39,141 | $2.324M | 0.0% | $59.38 * | $44.65 | +21.9% | COM | 171340102 |
| — | NATIONAL GEN HLDGS CORP | 86,600 | $2.324M | 0.0% | $26.84 | $26.64 | — | COM | 636220303 |
| FLWS | FLWS/1-800 FLOWERS | 196,047 | $2.313M | 0.0% | $11.80 | $11.67 | +1.1% | CL A | 68243Q106 |
| DHI | D R HORTON INC | 54,726 | $2.308M | 0.0% | $42.17 * | $42.61 | -8.6% | COM | 23331A109 |
| IT | GARTNER INC | 14,485 | $2.296M | 0.0% | $158.51 | $124.90 | +26.9% | COM | 366651107 |
| — | MACQUARIE INFRASTRUCTURE COR | 2,540,000 | $2.289M | 0.0% | $0.90 | $0.96 | — | NOTE 2.000%10/0 | 55608BAB1 |
| XYL | XYLEM INC | 28,648 | $2.288M | 0.0% | $79.87 * | $67.29 | +8.8% | COM | 98419M100 |
| — | ZENDESK INC | 32,100 | $2.279M | 0.0% | $71.00 | $63.57 | — | COM | 98936J101 |
| HSY | HERSHEY CO | 22,292 | $2.274M | 0.0% | $102.01 * | $85.63 | +0.6% | COM | 427866108 |
| OSK | OSHKOSH CORP | 31,530 | $2.246M | 0.0% | $71.23 * | $63.84 | -0.9% | COM | 688239201 |
| — | TIFFANY & CO NEW | 17,375 | $2.241M | 0.0% | $128.98 | $99.24 | — | COM | 886547108 |
| — | GROUPON INC | 593,100 | $2.236M | 0.0% | $3.77 | $4.30 | — | COM | 399473107 |
| L | LOEWS CORP | 44,351 | $2.228M | 0.0% | $50.24 * | $48.82 | -0.3% | COM | 540424108 |
| — | TRIPLE-S MGMT CORP | 117,910 | $2.227M | 0.0% | $18.89 | $26.14 | — | CL B | 896749108 |
| UAA | UNDER ARMOUR INC | 104,604 | $2.22M | 0.0% | $21.22 | $19.33 | +9.8% | CL A | 904311107 |
| — | CA INC | 50,023 | $2.209M | 0.0% | $44.16 | $33.90 | — | COM | 12673P105 |
| — | REALOGY HLDGS CORP | 106,876 | $2.206M | 0.0% | $20.64 | $27.11 | — | COM | 75605Y106 |
| RNG | RINGCENTRAL INC | 23,700 | $2.205M | 0.0% | $93.04 | $76.82 | +21.1% | CL A | 76680R206 |
| — | KLX INC | 34,900 | $2.191M | 0.0% | $62.78 | $71.19 | — | COM | 482539103 |
| KIM | KIMCO RLTY CORP | 130,619 | $2.187M | 0.0% | $16.74 * | $11.05 | +6.2% | COM | 49446R109 |
| — | HUBSPOT INC | 1,320,000 | $2.173M | 0.0% | $1.65 | $1.43 | — | NOTE 0.250% 6/0 | 443573AB6 |
| — | COOPER COS INC | 7,838 | $2.172M | 0.0% | $277.11 | $228.86 | — | COM NEW | 216648402 |
| — | E TRADE FINANCIAL CORP | 41,417 | $2.17M | 0.0% | $52.39 | $55.41 | — | COM NEW | 269246401 |
| — | SAILPOINT TECHNLGIES HLDGS I | 63,800 | $2.17M | 0.0% | $34.01 | $34.01 | — | COM | 78781P105 |
| CHRW | C H ROBINSON WORLDWIDE INC | 22,098 | $2.164M | 0.0% | $97.93 * | $76.39 | +7.8% | COM NEW | 12541W209 |
| SXC | SUNCOKE ENERGY INC | 185,700 | $2.158M | 0.0% | $11.62 | $11.35 | +2.3% | COM | 86722A103 |
| TUR | ISHARES INC | 90,500 | $2.155M | 0.0% | $23.81 | $24.28 | -1.9% | MSCI TURKEY ETF | 464286715 |
| CAG | CONAGRA BRANDS INC | 62,465 | $2.122M | 0.0% | $33.97 * | $27.24 | -6.6% | COM | 205887102 |
| — | GLOBAL BRASS & COPPR HLDGS I | 57,474 | $2.121M | 0.0% | $36.90 | $33.45 | — | COM | 37953G103 |
| — | COUPA SOFTWARE INC | 26,800 | $2.12M | 0.0% | $79.10 | $79.10 | — | COM | 22266L106 |
| KMX | CARMAX INC | 28,161 | $2.103M | 0.0% | $74.68 | $65.37 | +14.2% | COM | 143130102 |
| — | INDEXIQ ETF TR | 79,957 | $2.086M | 0.0% | $26.09 | $25.07 | — | IQ CHAIKIN US | 45409B388 |
| — | CHESAPEAKE ENERGY CORP | 2,100,000 | $2.08M | 0.0% | $0.99 | $0.90 | — | NOTE 5.500% 9/1 | 165167CY1 |
| HSIC | SCHEIN HENRY INC | 24,420 | $2.076M | 0.0% | $85.01 * | $55.40 | +20.4% | COM | 806407102 |
| MEDP | MEDPACE HLDGS INC | 34,600 | $2.073M | 0.0% | $59.91 | $54.70 | +9.5% | COM | 58506Q109 |
| JBHT | HUNT J B TRANS SVCS INC | 17,244 | $2.051M | 0.0% | $118.94 * | $111.75 | -0.5% | COM | 445658107 |
| EXPD | EXPEDITORS INTL WASH INC | 27,804 | $2.044M | 0.0% | $73.51 * | $61.74 | +8.9% | COM | 302130109 |
| — | INDEXIQ ETF TR | 103,182 | $2.03M | 0.0% | $19.67 | $19.64 | — | HDGD FTSE EURO | 45409B552 |
| — | OFFICE DEPOT INC | 618,700 | $1.986M | 0.0% | $3.21 | $3.21 | — | COM | 676220106 |
| — | NEKTAR THERAPEUTICS | 32,527 | $1.983M | 0.0% | $60.96 | $97.28 | — | COM | 640268108 |
| — | CHICOS FAS INC | 227,400 | $1.972M | 0.0% | $8.67 | $8.14 | — | COM | 168615102 |
| — | LIGAND PHARMACEUTICALS INC | 537,000 | $1.966M | 0.0% | $3.66 | $1.87 | — | NOTE 0.750% 8/1 | 53220KAD0 |
| HAS | HASBRO INC | 18,627 | $1.958M | 0.0% | $105.12 * | $70.10 | +14.9% | COM | 418056107 |
| LGND | LIGAND PHARMACEUTICALS INC | 7,113 | $1.952M | 0.0% | $274.43 * | $98.89 | +73.1% | COM NEW | 53220K504 |
| — | COLONY STARWOOD HOMES | 1,765,000 | $1.949M | 0.0% | $1.10 | $1.12 | — | NOTE 3.500% 1/1 | 19625XAB8 |
| INCY | INCYTE CORP | 28,140 | $1.944M | 0.0% | $69.08 | $90.16 | -23.4% | COM | 45337C102 |
| RJF | RAYMOND JAMES FINANCIAL INC | 20,941 | $1.928M | 0.0% | $92.07 * | $55.11 | -0.5% | COM | 754730109 |
| — | HERBALIFE LTD | 1,470,000 | $1.916M | 0.0% | $1.30 | $1.06 | — | NOTE 2.000% 8/1 | 42703MAB9 |
| — | NIC INC | 127,800 | $1.891M | 0.0% | $14.80 | $14.72 | — | COM | 62914B100 |
| NTCT | NETSCOUT SYS INC | 74,600 | $1.884M | 0.0% | $25.25 | $27.03 | -6.6% | COM | 64115T104 |
| FMC | F M C CORP | 21,472 | $1.872M | 0.0% | $87.18 * | $60.69 | +2.0% | COM NEW | 302491303 |
| EQT | EQT CORP | 42,106 | $1.862M | 0.0% | $44.22 * | $26.47 | -15.9% | COM | 26884L109 |
| SJM | SMUCKER J M CO | 18,140 | $1.861M | 0.0% | $102.59 * | $97.06 | -16.4% | COM NEW | 832696405 |
| — | KANSAS CITY SOUTHERN | 16,293 | $1.846M | 0.0% | $113.30 | $109.87 | — | COM NEW | 485170302 |
| EVC | ENTRAVISION COMMUNICATIONS C | 373,700 | $1.831M | 0.0% | $4.90 * | $4.12 | -21.9% | CL A | 29382R107 |
| IFF | INTERNATIONAL FLAVORS&FRAGRA | 13,163 | $1.831M | 0.0% | $139.10 * | $117.77 | -2.2% | COM | 459506101 |
| MLM | MARTIN MARIETTA MATLS INC | 10,049 | $1.828M | 0.0% | $181.91 * | $204.42 | -15.6% | COM | 573284106 |
| VST | VISTRA ENERGY CORP | 73,308 | $1.824M | 0.0% | $24.88 * | $18.68 | +13.9% | COM | 92840M102 |
| MAA | MID AMER APT CMNTYS INC | 18,151 | $1.818M | 0.0% | $100.16 * | $68.97 | +13.1% | COM | 59522J103 |
| FFWM | FIRST FNDTN INC | 115,610 | $1.806M | 0.0% | $15.62 | $16.84 | -8.4% | COM | 32026V104 |
| — | SCHNITZER STL INDS | 66,700 | $1.804M | 0.0% | $27.05 | $32.35 | — | CL A | 806882106 |
| MAS | MASCO CORP | 49,041 | $1.795M | 0.0% | $36.60 * | $37.94 | -14.3% | COM | 574599106 |
| — | HEIDRICK & STRUGGLES INTL IN | 52,850 | $1.789M | 0.0% | $33.85 | $32.21 | — | COM | 422819102 |
| — | PROSPECT CAPITAL CORPORATION | 1,770,000 | $1.788M | 0.0% | $1.01 | $1.01 | — | NOTE 4.750% 4/1 | 74348TAQ5 |
| — | INDEXIQ ETF TR | 80,000 | $1.778M | 0.0% | $22.23 | $21.98 | — | LNG SHT TRACK | 45409B305 |
| VREX | VAREX IMAGING CORP | 61,900 | $1.774M | 0.0% | $28.66 | $36.97 | -22.5% | COM | 92214X106 |
| PRKS | SEAWORLD ENTMT INC | 56,400 | $1.773M | 0.0% | $31.44 | $26.07 | +20.6% | COM | 81282V100 |
| MHK | MOHAWK INDS INC | 10,114 | $1.773M | 0.0% | $175.30 | $257.62 | -31.9% | COM | 608190104 |
| PVH | PVH CORP | 12,236 | $1.767M | 0.0% | $144.41 | $144.16 | -0.9% | COM | 693656100 |
| — | CORE MARK HOLDING CO INC | 51,500 | $1.749M | 0.0% | $33.96 | $33.96 | — | COM | 218681104 |
| REG | REGENCY CTRS CORP | 27,025 | $1.748M | 0.0% | $64.68 * | $44.22 | +8.6% | COM | 758849103 |
| EXR | EXTRA SPACE STORAGE INC | 20,177 | $1.748M | 0.0% | $86.63 * | $62.65 | +5.7% | COM | 30225T102 |
| — | INPHI CORP | 1,766,000 | $1.744M | 0.0% | $0.99 | $0.98 | — | NOTE 0.750% 9/0 | 45772FAC1 |
| — | FIBROGEN INC | 28,690 | $1.743M | 0.0% | $60.75 | $49.21 | — | COM | 31572Q808 |
| JBLU | JETBLUE AIRWAYS CORP | 89,541 | $1.734M | 0.0% | $19.37 | $18.96 | +2.1% | COM | 477143101 |
| — | INDEXIQ ETF TR | 80,000 | $1.729M | 0.0% | $21.61 | $20.91 | — | HDG EVE DRIV | 45409B404 |
| UDR | UDR INC | 42,691 | $1.726M | 0.0% | $40.43 * | $26.50 | +16.9% | COM | 902653104 |
| RVTY | PERKINELMER INC | 17,662 | $1.718M | 0.0% | $97.27 | $75.69 | +26.2% | COM | 714046109 |
| HRL | HORMEL FOODS CORP | 43,364 | $1.709M | 0.0% | $39.41 * | $27.67 | +17.5% | COM | 440452100 |
| — | INSULET CORP | 920,000 | $1.692M | 0.0% | $1.84 | $1.35 | — | NOTE 1.250% 9/1 | 45784PAF8 |
| WSBC | WESBANCO INC | 37,842 | $1.687M | 0.0% | $44.58 | $42.17 | +5.7% | COM | 950810101 |
| CPRT | COPART INC | 32,601 | $1.68M | 0.0% | $51.53 * | $11.57 | +11.4% | COM | 217204106 |
| DIOD | DIODES INC | 50,100 | $1.668M | 0.0% | $33.29 | $32.59 | +2.1% | COM | 254543101 |
| — | BLACKROCK MUNIHLDGS NJ QLTY | 132,807 | $1.668M | 0.0% | $12.56 | $15.34 | — | COM | 09254X101 |
| PLUS | EPLUS INC | 17,900 | $1.659M | 0.0% | $92.68 * | $38.54 | +20.3% | COM | 294268107 |
| PKG | PACKAGING CORP AMER | 15,072 | $1.653M | 0.0% | $109.67 * | $95.04 | -7.4% | COM | 695156109 |
| WTI | W & T OFFSHORE INC | 168,100 | $1.62M | 0.0% | $9.64 | $5.14 | +87.4% | COM | 92922P106 |
| — | DUKE REALTY CORP | 56,982 | $1.617M | 0.0% | $28.38 | $26.47 | — | COM NEW | 264411505 |
| — | EATON VANCE MUN INCOME 2028 | 82,787 | $1.615M | 0.0% | $19.51 | $21.18 | — | SHS | 27829U105 |
| AFIIQ | ARMSTRONG FLOORING INC | 88,800 | $1.607M | 0.0% | $18.10 * | $15.60 | +4.1% | COM | 04238R106 |
| LKQ | LKQ CORP | 50,732 | $1.607M | 0.0% | $31.68 * | $36.37 | -21.8% | COM | 501889208 |
| — | CIENA CORP | 1,035,000 | $1.601M | 0.0% | $1.55 | $1.23 | — | NOTE 3.750%10/1 | 171779AJ0 |
| SCVL | SHOE CARNIVAL INC | 41,500 | $1.598M | 0.0% | $38.51 * | $12.14 | +58.5% | COM | 824889109 |
| — | ARES CAP CORP | 1,570,000 | $1.591M | 0.0% | $1.01 | $1.02 | — | NOTE 3.750% 2/0 | 04010LAT0 |
| CTRA | CABOT OIL & GAS CORP | 70,365 | $1.585M | 0.0% | $22.53 * | $18.91 | -11.9% | COM | 127097103 |
| IRM | IRON MTN INC NEW | 45,722 | $1.578M | 0.0% | $34.51 * | $21.76 | +7.5% | COM | 46284V101 |
| — | JAZZ INVESTMENTS I LTD | 1,459,000 | $1.567M | 0.0% | $1.07 | $1.10 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | XPERI CORP | 105,350 | $1.564M | 0.0% | $14.85 | $17.55 | — | COM | 98421B100 |
| CNK | CINEMARK HOLDINGS INC | 38,715 | $1.556M | 0.0% | $40.19 * | $34.24 | +9.2% | COM | 17243V102 |
| ZION | ZIONS BANCORPORATION | 31,007 | $1.555M | 0.0% | $50.15 | $53.82 | -6.8% | COM | 989701107 |
| FISI | FINANCIAL INSTNS INC | 49,195 | $1.545M | 0.0% | $31.41 * | $21.89 | +2.0% | COM | 317585404 |
| — | SPIRIT RLTY CAP INC NEW | 1,525,000 | $1.541M | 0.0% | $1.01 | $1.02 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | FIREEYE INC | 1,605,000 | $1.537M | 0.0% | $0.96 | $0.95 | — | NOTE 1.000% 6/0 | 31816QAB7 |
| VRA | VERA BRADLEY INC | 100,200 | $1.529M | 0.0% | $15.26 | $12.28 | +24.3% | COM | 92335C106 |
| — | FTS INTERNATIONAL INC | 129,600 | $1.528M | 0.0% | $11.79 | $11.79 | — | COM | 30283W104 |
| — | WORKDAY INC | 845,000 | $1.524M | 0.0% | $1.80 | $1.44 | — | NOTE 1.500% 7/1 | 98138HAD3 |
| TMUS | T MOBILE US INC | 21,676 | $1.521M | 0.0% | $70.17 * | $58.95 | +15.0% | COM | 872590104 |
| LVS | LAS VEGAS SANDS CORP | 25,570 | $1.517M | 0.0% | $59.33 * | $63.60 | -18.1% | COM | 517834107 |
| CHMI | CHERRY HILL MTG INVT CORP | 83,600 | $1.513M | 0.0% | $18.10 | $17.77 | — | COM | 164651101 |
| — | ARCONIC INC | 68,557 | $1.509M | 0.0% | $22.01 | $23.04 | — | COM | 03965L100 |
| HY | HYSTER YALE MATLS HANDLING I | 24,532 | $1.509M | 0.0% | $61.51 * | $63.54 | -21.3% | CL A | 449172105 |
| EBS | EMERGENT BIOSOLUTIONS INC | 22,780 | $1.5M | 0.0% | $65.85 | $52.53 | +25.3% | COM | 29089Q105 |
| — | MFS HIGH INCOME MUN TR | 303,705 | $1.5M | 0.0% | $4.94 | $5.46 | — | SH BEN INT | 59318D104 |
| RGEN | REPLIGEN CORP | 26,906 | $1.492M | 0.0% | $55.45 | $39.30 | +41.1% | COM | 759916109 |
| BEN | FRANKLIN RES INC | 48,756 | $1.483M | 0.0% | $30.42 * | $26.18 | -17.2% | COM | 354613101 |
| — | FEDERAL REALTY INVT TR | 11,722 | $1.482M | 0.0% | $126.43 | $116.09 | — | SH BEN INT NEW | 313747206 |
| RRGB | RED ROBIN GOURMET BURGERS IN | 36,700 | $1.474M | 0.0% | $40.16 | $55.93 | -28.2% | COM | 75689M101 |
| JOUT | JOHNSON OUTDOORS INC | 15,721 | $1.462M | 0.0% | $93.00 | $63.91 | +45.5% | CL A | 479167108 |
| TBHC | KIRKLANDS INC | 144,612 | $1.459M | 0.0% | $10.09 * | $10.51 | +2.9% | COM | 497498105 |
| — | JACOBS ENGR GROUP INC DEL | 19,012 | $1.454M | 0.0% | $76.48 | $59.17 | — | COM | 469814107 |
| CW | CURTISS WRIGHT CORP | 10,533 | $1.447M | 0.0% | $137.38 * | $126.71 | +4.8% | COM | 231561101 |
| NI | NISOURCE INC | 57,903 | $1.443M | 0.0% | $24.92 * | $18.44 | +6.4% | COM | 65473P105 |
| — | TERADYNE INC | 1,108,000 | $1.442M | 0.0% | $1.30 | $1.41 | — | NOTE 1.250%12/1 | 880770AG7 |
| — | PRIMO WTR CORP | 79,400 | $1.433M | 0.0% | $18.05 | $17.71 | — | COM | 74165N105 |
| CSL | CARLISLE COS INC | 11,690 | $1.424M | 0.0% | $121.81 * | $99.37 | +12.1% | COM | 142339100 |
| — | LOXO ONCOLOGY INC | 8,300 | $1.418M | 0.0% | $170.84 | $121.37 | — | COM | 548862101 |
| PNW | PINNACLE WEST CAP CORP | 17,860 | $1.414M | 0.0% | $79.17 * | $56.89 | +3.0% | COM | 723484101 |
| — | CIMAREX ENERGY CO | 15,208 | $1.413M | 0.0% | $92.91 | $93.49 | — | COM | 171798101 |
| INBK | FIRST INTERNET BANCORP | 46,270 | $1.409M | 0.0% | $30.45 | $35.37 | -13.9% | COM | 320557101 |
| — | AMC ENTMT HLDGS INC | 68,700 | $1.408M | 0.0% | $20.49 | $20.49 | — | CL A COM | 00165C104 |
| NWL | NEWELL BRANDS INC | 69,333 | $1.407M | 0.0% | $20.29 * | $19.61 | -26.4% | COM | 651229106 |
| — | INTERPUBLIC GROUP COS INC | 61,212 | $1.4M | 0.0% | $22.87 * | $16.40 | +4.3% | COM | 460690100 |
| BHF | BRIGHTHOUSE FINL INC | 31,480 | $1.393M | 0.0% | $44.25 | $51.72 | -14.5% | COM | 10922N103 |
| NVRI | HARSCO CORP | 48,400 | $1.382M | 0.0% | $28.55 | $19.19 | +48.8% | COM | 415864107 |
| GNRC | GENERAC HLDGS INC | 24,400 | $1.376M | 0.0% | $56.39 | $47.82 | +18.0% | COM | 368736104 |
| — | KEMET CORP | 73,900 | $1.371M | 0.0% | $18.55 | $18.55 | — | COM NEW | 488360207 |
| VISN | COMMSCOPE HLDG CO INC | 44,559 | $1.371M | 0.0% | $30.77 | $30.66 | +0.3% | COM | 20337X109 |
| — | ENGILITY HLDGS INC NEW | 38,000 | $1.368M | 0.0% | $36.00 | $31.54 | — | COM | 29286C107 |
| — | FINISAR CORP | 1,365,000 | $1.359M | 0.0% | $1.00 | $1.06 | — | NOTE 0.500%12/1 | 31787AAM3 |
| BF/B | BROWN FORMAN CORP | 26,880 | $1.359M | 0.0% | $50.56 * | $46.83 | -4.5% | CL B | 115637209 |
| — | FLIR SYS INC | 22,013 | $1.353M | 0.0% | $61.46 | $49.99 | — | COM | 302445101 |
| TITN | TITAN MACHY INC | 87,104 | $1.349M | 0.0% | $15.49 | $20.92 | -26.0% | COM | 88830R101 |
| — | NEXEO SOLUTIONS INC | 110,000 | $1.348M | 0.0% | $12.25 | $10.83 | — | COM SHS | 65342H102 |
| — | SL GREEN RLTY CORP | 13,805 | $1.346M | 0.0% | $97.50 | $96.85 | — | COM | 78440X101 |
| — | PALO ALTO NETWORKS INC | 658,000 | $1.341M | 0.0% | $2.04 | $1.64 | — | NOTE 7/0 | 697435AB1 |
| — | CADENCE BANCORPORATION | 51,100 | $1.335M | 0.0% | $26.13 | $26.13 | — | CL A | 12739A100 |
| RARE | ULTRAGENYX PHARMACEUTICAL IN | 17,298 | $1.321M | 0.0% | $76.37 | $53.76 | +42.0% | COM | 90400D108 |
| — | EXTENDED STAY AMER INC | 64,962 | $1.314M | 0.0% | $20.23 | $19.77 | — | UNIT 99/99/9999B | 30224P200 |
| — | DWS MUN INCOME TR NEW | 124,496 | $1.306M | 0.0% | $10.49 | $10.49 | — | COM | 233368109 |
| FLR | FLUOR CORP NEW | 22,428 | $1.303M | 0.0% | $58.10 * | $54.24 | +2.3% | COM | 343412102 |
| PGC | PEAPACK-GLADSTONE FINL CORP | 41,974 | $1.297M | 0.0% | $30.90 * | $32.97 | -11.3% | COM | 704699107 |
| — | DEL FRISCOS RESTAURANT GROUP | 155,800 | $1.293M | 0.0% | $8.30 | $10.46 | — | COM | 245077102 |
| — | HANESBRANDS INC | 68,789 | $1.268M | 0.0% | $18.43 | $18.42 | — | COM | 410345102 |
| DCO | DUCOMMUN INC DEL | 30,705 | $1.254M | 0.0% | $40.84 | $28.88 | +41.4% | COM | 264147109 |
| — | HABIT RESTAURANTS INC | 78,500 | $1.252M | 0.0% | $15.95 | $11.07 | — | COM CL A | 40449J103 |
| FIVE | FIVE BELOW INC | 9,600 | $1.249M | 0.0% | $130.10 | $111.28 | +16.9% | COM | 33829M101 |
| — | XO GROUP INC | 36,100 | $1.245M | 0.0% | $34.49 | $29.46 | — | COM | 983772104 |
| AOS | SMITH A O | 23,053 | $1.23M | 0.0% | $53.36 * | $56.02 | -16.7% | COM | 831865209 |
| — | UNIT CORP | 47,000 | $1.225M | 0.0% | $26.06 | $24.28 | — | COM | 909218109 |
| — | RADIUS HEALTH INC | 1,590,000 | $1.223M | 0.0% | $0.77 | $1.00 | — | NOTE 3.000% 9/0 | 750469AA6 |
| WHR | WHIRLPOOL CORP | 10,299 | $1.223M | 0.0% | $118.75 | $167.03 | -28.9% | COM | 963320106 |
| — | OUTFRONT MEDIA INC | 61,297 | $1.223M | 0.0% | $19.95 | $19.04 | — | COM | 69007J106 |
| — | ARRAY BIOPHARMA INC | 80,300 | $1.221M | 0.0% | $15.21 | $16.14 | — | COM | 04269X105 |
| ANIP | ANI PHARMACEUTICALS INC | 21,200 | $1.199M | 0.0% | $56.56 | $62.98 | -10.2% | COM | 00182C103 |
| TPB | TURNING PT BRANDS INC | 28,902 | $1.198M | 0.0% | $41.45 | $28.85 | +43.7% | COM | 90041L105 |
| HP | HELMERICH & PAYNE INC | 17,375 | $1.195M | 0.0% | $68.78 | $67.45 | +1.9% | COM | 423452101 |
| ESRT | EMPIRE ST RLTY TR INC | 71,664 | $1.19M | 0.0% | $16.61 | $16.61 | — | CL A | 292104106 |
| FBIN | FORTUNE BRANDS HOME & SEC IN | 22,716 | $1.189M | 0.0% | $52.34 * | $49.41 | -19.0% | COM | 34964C106 |
| — | COLONY CAP INC NEW | 194,277 | $1.183M | 0.0% | $6.09 | $6.09 | — | CL A COM | 19626G108 |
| HALO | HALOZYME THERAPEUTICS INC | 64,863 | $1.179M | 0.0% | $18.18 | $18.76 | -3.2% | COM | 40637H109 |
| BHR | BRAEMAR HOTELS & RESORTS INC | 100,100 | $1.178M | 0.0% | $11.77 | $11.59 | — | COM | 10482B101 |
| APPF | APPFOLIO INC | 15,000 | $1.176M | 0.0% | $78.40 | $61.34 | +27.8% | COM CL A | 03783C100 |
| FFIC | FLUSHING FINL CORP | 48,107 | $1.174M | 0.0% | $24.40 * | $18.61 | -5.3% | COM | 343873105 |
| LPX | LOUISIANA PAC CORP | 44,232 | $1.172M | 0.0% | $26.50 | $28.50 | -7.0% | COM | 546347105 |
| — | LIONS GATE ENTMNT CORP | 50,262 | $1.171M | 0.0% | $23.30 | $23.73 | — | CL B NON VTG | 535919500 |
| CTRN | CITI TRENDS INC | 40,300 | $1.159M | 0.0% | $28.76 * | $25.82 | +8.5% | COM | 17306X102 |
| — | INVESCO QUALITY MUNI INC TRS | 99,857 | $1.156M | 0.0% | $11.58 | $12.52 | — | COM | 46133G107 |
| FHB | FIRST HAWAIIAN INC | 42,491 | $1.154M | 0.0% | $27.16 * | $20.54 | -4.6% | COM | 32051X108 |
| OPLN | KAR AUCTION SVCS INC | 19,298 | $1.152M | 0.0% | $59.70 * | $20.17 | +12.0% | COM | 48238T109 |
| — | ALLEGHENY TECHNOLOGIES INC | 530,000 | $1.147M | 0.0% | $2.16 | $1.85 | — | NOTE 4.750% 7/0 | 01741RAG7 |
| NWSA | NEWS CORP NEW | 86,889 | $1.146M | 0.0% | $13.19 * | $15.05 | -18.7% | CL A | 65249B109 |
| FLS | FLOWSERVE CORP | 20,871 | $1.141M | 0.0% | $54.67 * | $36.91 | +27.2% | COM | 34354P105 |
| — | ELECTRO SCIENTIFIC INDS | 65,200 | $1.138M | 0.0% | $17.45 | $16.25 | — | COM | 285229100 |
| CPB | CAMPBELL SOUP CO | 30,689 | $1.124M | 0.0% | $36.63 * | $34.67 | -17.3% | COM | 134429109 |
| EVTC | EVERTEC INC | 46,585 | $1.123M | 0.0% | $24.11 * | $15.07 | +53.6% | COM | 30040P103 |
| — | BLUEPRINT MEDICINES CORP | 14,200 | $1.108M | 0.0% | $78.03 | $91.68 | — | COM | 09627Y109 |
| — | APARTMENT INVT & MGMT CO | 25,096 | $1.107M | 0.0% | $44.11 | $40.74 | — | CL A | 03748R101 |
| — | IRONWOOD PHARMACEUTICALS INC | 849,000 | $1.106M | 0.0% | $1.30 | $1.34 | — | DBCV 2.250% 6/1 | 46333XAD0 |
| — | L BRANDS INC | 36,412 | $1.103M | 0.0% | $30.29 | $37.82 | — | COM | 501797104 |
| SATS | ECHOSTAR CORP | 23,293 | $1.08M | 0.0% | $46.37 * | $41.82 | -10.1% | CL A | 278768106 |
| — | J2 GLOBAL INC | 830,000 | $1.079M | 0.0% | $1.30 | $1.37 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| PHM | PULTE GROUP INC | 43,160 | $1.069M | 0.0% | $24.77 * | $28.36 | -19.3% | COM | 745867101 |
| HTO | SJW GROUP | 17,437 | $1.066M | 0.0% | $61.13 | $56.16 | +8.9% | COM | 784305104 |
| — | TRIBUNE MEDIA CO | 27,652 | $1.063M | 0.0% | $38.44 | $38.44 | — | CL A | 896047503 |
| — | CRAFT BREW ALLIANCE INC | 65,000 | $1.063M | 0.0% | $16.35 | $17.82 | — | COM | 224122101 |
| — | HERSHA HOSPITALITY TR | 46,400 | $1.052M | 0.0% | $22.67 | $21.50 | — | PR SHS BEN INT | 427825500 |
| LADR | LADDER CAP CORP | 61,600 | $1.044M | 0.0% | $16.95 | $16.95 | — | CL A | 505743104 |
| — | ACCELERON PHARMA INC | 18,183 | $1.041M | 0.0% | $57.25 | $40.53 | — | COM | 00434H108 |
| IRWD | IRONWOOD PHARMACEUTICALS INC | 56,269 | $1.039M | 0.0% | $18.46 * | $12.93 | +19.6% | COM CL A | 46333X108 |
| — | RETAIL PPTYS AMER INC | 84,846 | $1.034M | 0.0% | $12.19 | $11.71 | — | CL A | 76131V202 |
| — | ASCENA RETAIL GROUP INC | 224,100 | $1.024M | 0.0% | $4.57 | $2.99 | — | COM | 04351G101 |
| — | BRIDGE BANCORP INC | 30,843 | $1.024M | 0.0% | $33.20 | $34.09 | — | COM | 108035106 |
| — | AKAMAI TECHNOLOGIES INC | 1,030,000 | $1.024M | 0.0% | $0.99 | $0.98 | — | DBCV 2/1 | 00971TAG6 |
| POST | POST HLDGS INC | 10,439 | $1.023M | 0.0% | $98.00 * | $61.37 | +4.6% | COM | 737446104 |
| — | SURMODICS INC | 13,700 | $1.023M | 0.0% | $74.67 | $55.20 | — | COM | 868873100 |
| SEE | SEALED AIR CORP NEW | 25,329 | $1.017M | 0.0% | $40.15 * | $39.19 | -10.2% | COM | 81211K100 |
| JEF | JEFFERIES FINL GROUP INC | 46,253 | $1.016M | 0.0% | $21.97 * | $16.63 | -5.3% | COM | 47233W109 |
| TRIP | TRIPADVISOR INC | 19,822 | $1.012M | 0.0% | $51.05 * | $36.50 | +24.4% | COM | 896945201 |
| MYGN | MYRIAD GENETICS INC | 21,802 | $1.003M | 0.0% | $46.00 | $33.84 | +36.0% | COM | 62855J104 |
| — | INTERCEPT PHARMACEUTICALS IN | 7,800 | $986K | 0.0% | $126.41 | $126.41 | — | COM | 45845P108 |
| — | NABORS INDS INC NEW | 1,255,000 | $982K | 0.0% | $0.78 | $0.79 | — | NOTE 0.750% 1/1 | 62957HAB1 |
| — | CHENIERE ENERGY INC | 1,215,000 | $981K | 0.0% | $0.81 | $0.74 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| QNST | QUINSTREET INC | 72,300 | $981K | 0.0% | $13.57 | $14.16 | -4.1% | COM | 74874Q100 |
| — | HFF INC | 22,900 | $973K | 0.0% | $42.49 | $49.70 | — | CL A | 40418F108 |
| — | ROYAL GOLD INC | 945,000 | $957K | 0.0% | $1.01 | $1.10 | — | NOTE 2.875% 6/1 | 780287AA6 |
| CWT | CALIFORNIA WTR SVC GROUP | 22,300 | $957K | 0.0% | $42.91 * | $34.14 | +8.6% | COM | 130788102 |
| — | XEROX CORP | 35,398 | $955K | 0.0% | $26.98 | $28.75 | — | COM NEW | 984121608 |
| — | PEOPLES UNITED FINANCIAL INC | 55,639 | $953K | 0.0% | $17.13 | $18.66 | — | COM | 712704105 |
| — | PERSPECTA INC | 37,000 | $952K | 0.0% | $25.73 | $20.55 | — | COM | 715347100 |
| ROL | ROLLINS INC | 15,676 | $951K | 0.0% | $60.67 * | $23.59 | +4.7% | COM | 775711104 |
| WLY | WILEY JOHN & SONS INC | 15,619 | $947K | 0.0% | $60.63 * | $50.25 | -5.5% | CL A | 968223206 |
| XMHIX | PIONEER MUN HIGH INCOME TR | 84,969 | $945K | 0.0% | $11.12 | $11.73 | — | COM SHS | 723763108 |
| — | WAYFAIR INC | 620,000 | $938K | 0.0% | $1.51 | $1.51 | — | NOTE 0.375% 9/0 | 94419LAB7 |
| MAC | MACERICH CO | 16,873 | $933K | 0.0% | $55.30 | $56.01 | — | COM | 554382101 |
| — | BMC STK HLDGS INC | 49,900 | $931K | 0.0% | $18.66 | $18.66 | — | COM | 05591B109 |
| — | SUNPOWER CORP | 1,135,000 | $931K | 0.0% | $0.82 | $0.80 | — | DBCV 0.875% 6/0 | 867652AJ8 |
| XBTAX | BLACKROCK LONG-TERM MUNI ADV | 81,807 | $923K | 0.0% | $11.28 | $12.22 | — | COM | 09250B103 |
| — | IMMUNOMEDICS INC | 44,200 | $921K | 0.0% | $20.84 | $15.27 | — | COM | 452907108 |
| — | POTBELLY CORP | 74,700 | $919K | 0.0% | $12.30 | $12.54 | — | COM | 73754Y100 |
| AIZ | ASSURANT INC | 8,419 | $909K | 0.0% | $107.97 * | $78.65 | +19.9% | COM | 04621X108 |
| LEG | LEGGETT & PLATT INC | 20,759 | $909K | 0.0% | $43.79 | $45.85 | -4.5% | COM | 524660107 |
| DRH | DIAMONDROCK HOSPITALITY CO | 77,846 | $908K | 0.0% | $11.66 | $11.63 | — | COM | 252784301 |
| — | INTEGRATED DEVICE TECHNOLOGY | 602,000 | $906K | 0.0% | $1.50 | $1.08 | — | NOTE 0.875%11/1 | 458118AC0 |
| — | CLOUD PEAK ENERGY INC | 392,800 | $903K | 0.0% | $2.30 | $2.88 | — | COM | 18911Q102 |
| COTY | COTY INC | 71,847 | $902K | 0.0% | $12.55 * | $17.91 | -34.6% | COM CL A | 222070203 |
| — | REALPAGE INC | 550,000 | $901K | 0.0% | $1.64 | $1.42 | — | NOTE 1.500%11/1 | 75606NAB5 |
| — | DYCOM INDS INC | 807,000 | $899K | 0.0% | $1.11 | $1.17 | — | NOTE 0.750% 9/1 | 267475AB7 |
| NWS | NEWS CORP NEW | 65,966 | $897K | 0.0% | $13.60 * | $15.36 | -17.8% | CL B | 65249B208 |
| IPGP | IPG PHOTONICS CORP | 5,746 | $897K | 0.0% | $156.11 | $246.76 | -36.8% | COM | 44980X109 |
| — | FIRSTCASH INC | 10,850 | $890K | 0.0% | $82.03 | $82.48 | — | COM | 33767D105 |
| SD | SANDRIDGE ENERGY INC | 81,800 | $889K | 0.0% | $10.87 | $15.30 | -28.9% | COM NEW | 80007P869 |
| GT | GOODYEAR TIRE & RUBR CO | 37,802 | $884K | 0.0% | $23.39 | $30.92 | -24.4% | COM | 382550101 |
| — | ENVISION HEALTHCARE CORP | 19,319 | $883K | 0.0% | $45.71 | $43.20 | — | COM | 29414D100 |
| — | EURONET WORLDWIDE INC | 630,000 | $879K | 0.0% | $1.40 | $1.33 | — | NOTE 1.500%10/0 | 298736AH2 |
| MAT | MATTEL INC | 54,891 | $862K | 0.0% | $15.70 | $15.59 | +0.7% | COM | 577081102 |
| EWBC | EAST WEST BANCORP INC | 14,083 | $850K | 0.0% | $60.36 * | $53.25 | -5.9% | COM | 27579R104 |
| CNNE | CANNAE HLDGS INC | 40,350 | $845K | 0.0% | $20.94 * | $17.09 | +16.7% | COM | 13765N107 |
| RBB | RBB BANCORP | 34,200 | $838K | 0.0% | $24.50 | $28.13 | -12.9% | COM | 74930B105 |
| PTCT | PTC THERAPEUTICS INC | 17,800 | $837K | 0.0% | $47.02 | $31.18 | +50.7% | COM | 69366J200 |
| XNCR | XENCOR INC | 21,421 | $835K | 0.0% | $38.98 | $29.42 | +32.4% | COM | 98401F105 |
| — | MOMENTA PHARMACEUTICALS INC | 31,575 | $830K | 0.0% | $26.29 | $18.14 | — | COM | 60877T100 |
| FOLD | AMICUS THERAPEUTICS INC | 68,632 | $830K | 0.0% | $12.09 | $15.14 | -20.2% | COM | 03152W109 |
| RAIL | FREIGHTCAR AMER INC | 51,600 | $829K | 0.0% | $16.07 | $15.14 | +6.2% | COM | 357023100 |
| MOFG | MIDWESTONE FINL GROUP INC NE | 24,855 | $828K | 0.0% | $33.31 | $33.02 | +1.6% | COM | 598511103 |
| RGNX | REGENXBIO INC | 10,900 | $823K | 0.0% | $75.50 | $47.76 | +58.1% | COM | 75901B107 |
| — | H & E EQUIPMENT SERVICES INC | 21,600 | $816K | 0.0% | $37.78 | $38.49 | — | COM | 404030108 |
| — | SYNAPTICS INC | 830,000 | $796K | 0.0% | $0.96 | $0.99 | — | NOTE 0.500% 6/1 | 87157DAD1 |
| — | J JILL INC | 128,100 | $792K | 0.0% | $6.18 | $7.91 | — | COM | 46620W102 |
| PWR | QUANTA SVCS INC | 23,734 | $792K | 0.0% | $33.37 | $35.57 | -8.0% | COM | 74762E102 |
| — | CRANE CO | 8,031 | $790K | 0.0% | $98.37 | $80.13 | — | COM | 224399105 |
| FSTR | FOSTER L B CO | 37,900 | $779K | 0.0% | $20.55 | $25.72 | -20.1% | COM | 350060109 |
| — | CLOVIS ONCOLOGY INC | 1,000,000 | $776K | 0.0% | $0.78 | $0.92 | — | NOTE 1.250% 5/0 | 189464AC4 |
| — | CLOVIS ONCOLOGY INC | 825,000 | $774K | 0.0% | $0.94 | $1.38 | — | NOTE 2.500% 9/1 | 189464AB6 |
| CARG | CARGURUS INC | 13,800 | $769K | 0.0% | $55.72 | $46.22 | +20.5% | COM CL A | 141788109 |
| — | LSC COMMUNICATIONS INC | 68,900 | $762K | 0.0% | $11.06 | $16.05 | — | COM | 50218P107 |
| RBCAA | REPUBLIC BANCORP KY | 16,497 | $761K | 0.0% | $46.13 | $38.91 | +18.5% | CL A | 760281204 |
| — | CERIDIAN HCM HLDG INC | 17,822 | $749K | 0.0% | $42.03 | $35.19 | +19.4% | COM | 15677J108 |
| SGMO | SANGAMO THERAPEUTICS INC | 43,500 | $737K | 0.0% | $16.94 * | $19.99 | -24.0% | COM | 800677106 |
| RYZ | RYERSON HLDG CORP | 64,300 | $727K | 0.0% | $11.31 | $11.09 | +1.9% | COM | 783754104 |
| HQY | HEALTHEQUITY INC | 7,700 | $727K | 0.0% | $94.42 | $86.15 | +9.6% | COM | 42226A107 |
| PAGP | PLAINS GP HLDGS L P | 29,600 | $726K | 0.0% | $24.53 | $24.32 | — | LTD PARTNR INT A | 72651A207 |
| — | CINCINNATI BELL INC NEW | 45,192 | $721K | 0.0% | $15.95 | $15.95 | — | COM NEW | 171871502 |
| — | TOWN SPORTS INTL HLDGS INC | 82,800 | $716K | 0.0% | $8.65 | $11.78 | — | COM | 89214A102 |
| TLYS | TILLYS INC | 37,700 | $714K | 0.0% | $18.94 * | $9.42 | +45.0% | CL A | 886885102 |
| EDIT | EDITAS MEDICINE INC | 22,400 | $713K | 0.0% | $31.83 | $34.61 | -8.1% | COM | 28106W103 |
| HRTX | HERON THERAPEUTICS INC | 22,400 | $709K | 0.0% | $31.65 | $37.25 | -15.0% | COM | 427746102 |
| ATNI | ATN INTL INC | 9,600 | $709K | 0.0% | $73.85 * | $55.72 | +10.5% | COM | 00215F107 |
| MCS | MARCUS CORP | 16,700 | $702K | 0.0% | $42.04 | $37.96 | +10.8% | COM | 566330106 |
| — | RTI INTL METALS INC | 685,000 | $700K | 0.0% | $1.02 | $1.06 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | NAVISTAR INTL CORP NEW | 685,000 | $696K | 0.0% | $1.02 | $1.09 | — | NOTE 4.750% 4/1 | 63934EAS7 |
| — | ZIX CORP | 125,400 | $696K | 0.0% | $5.55 | $4.27 | — | COM | 98974P100 |
| ANGO | ANGIODYNAMICS INC | 31,914 | $694K | 0.0% | $21.75 | $17.27 | +25.9% | COM | 03475V101 |
| PATK | PATRICK INDS INC | 11,700 | $693K | 0.0% | $59.23 * | $36.50 | -4.1% | COM | 703343103 |
| — | GLOBAL BLOOD THERAPEUTICS IN | 18,200 | $692K | 0.0% | $38.02 | $46.77 | — | COM | 37890U108 |
| INSM | INSMED INC | 34,008 | $688K | 0.0% | $20.23 | $25.76 | -21.5% | COM PAR $.01 | 457669307 |
| — | AIMMUNE THERAPEUTICS INC | 25,200 | $687K | 0.0% | $27.26 | $27.00 | — | COM | 00900T107 |
| ORN | ORION GROUP HOLDINGS INC | 90,500 | $683K | 0.0% | $7.55 | $8.16 | -7.5% | COM | 68628V308 |
| — | OVERSEAS SHIPHOLDING GROUP I | 216,900 | $683K | 0.0% | $3.15 | $3.16 | — | CL A NEW | 69036R863 |
| — | VERINT SYS INC | 13,600 | $681K | 0.0% | $50.07 | $42.62 | — | COM | 92343X100 |
| — | PRESIDIO INC | 44,200 | $674K | 0.0% | $15.25 | $15.63 | — | COM | 74102M103 |
| — | COREPOINT LODGING INC | 34,500 | $671K | 0.0% | $19.45 | $19.45 | — | COM | 21872L104 |
| RCKY | ROCKY BRANDS INC | 23,700 | $671K | 0.0% | $28.31 | $26.29 | +7.6% | COM | 774515100 |
| — | RETROPHIN INC | 23,100 | $664K | 0.0% | $28.74 | $27.53 | — | COM | 761299106 |
| CNMD | CONMED CORP | 8,300 | $658K | 0.0% | $79.28 * | $72.38 | +2.6% | COM | 207410101 |
| LE | LANDS END INC NEW | 37,400 | $656K | 0.0% | $17.54 | $23.09 | -24.0% | COM | 51509F105 |
| — | CHESAPEAKE LODGING TR | 20,399 | $654K | 0.0% | $32.06 | $29.92 | — | SH BEN INT | 165240102 |
| — | LIFE STORAGE INC | 6,733 | $641K | 0.0% | $95.20 | $83.51 | — | COM | 53223X107 |
| — | SPARK THERAPEUTICS INC | 11,689 | $638K | 0.0% | $54.58 | $65.12 | — | COM | 84652J103 |
| FICO | FAIR ISAAC CORP | 2,766 | $632K | 0.0% | $228.49 | $167.00 | +36.9% | COM | 303250104 |
| — | PORTOLA PHARMACEUTICALS INC | 23,714 | $632K | 0.0% | $26.65 | $32.14 | — | COM | 737010108 |
| — | VEECO INSTRS INC DEL | 737,000 | $628K | 0.0% | $0.85 | $1.00 | — | NOTE 2.700% 1/1 | 922417AD2 |
| STC | STEWART INFORMATION SVCS COR | 13,800 | $621K | 0.0% | $45.00 | $43.01 | +4.6% | COM | 860372101 |
| — | INTERDIGITAL INC | 523,000 | $615K | 0.0% | $1.18 | $1.22 | — | NOTE 1.500% 3/0 | 458660AD9 |
| — | SPECTRUM PHARMACEUTICALS INC | 36,497 | $613K | 0.0% | $16.80 | $16.15 | — | COM | 84763A108 |
| — | INFINERA CORPORATION | 600,000 | $609K | 0.0% | $1.01 | $1.01 | — | NOTE 2.125% 9/0 | 45667GAC7 |
| SEB | SEABOARD CORP | 163 | $605K | 0.0% | $3711.66 | $4091.11 | -11.0% | COM | 811543107 |
| — | GUIDEWIRE SOFTWARE INC | 560,000 | $601K | 0.0% | $1.07 | $0.99 | — | NOTE 1.250% 3/1 | 40171VAA8 |
| — | TESARO INC | 450,000 | $600K | 0.0% | $1.33 | $3.06 | — | NOTE 3.000%10/0 | 881569AA5 |
| — | BASIC ENERGY SVCS INC NEW | 59,600 | $595K | 0.0% | $9.98 | $11.09 | — | COM NEW | 06985P209 |
| — | ENCORE CAP GROUP INC | 590,000 | $594K | 0.0% | $1.01 | $1.12 | — | NOTE 3.000% 7/0 | 292554AF9 |
| — | VERITIV CORP | 16,300 | $593K | 0.0% | $36.38 | $36.38 | — | COM | 923454102 |
| UA | UNDER ARMOUR INC | 30,425 | $592K | 0.0% | $19.46 | $14.09 | +38.1% | CL C | 904311206 |
| — | II VI INC | 500,000 | $589K | 0.0% | $1.18 | $1.18 | — | NOTE 0.250% 9/0 | 902104AB4 |
| — | DEXCOM INC | 380,000 | $585K | 0.0% | $1.54 | $1.54 | — | NOTE 0.750% 5/1 | 252131AF4 |
| — | MIDSTATES PETE CO INC | 65,200 | $581K | 0.0% | $8.91 | $13.28 | — | COM PAR | 59804T407 |
| FMNB | FARMERS NATL BANC CORP | 37,230 | $570K | 0.0% | $15.31 * | $10.63 | +6.6% | COM | 309627107 |
| PBYI | PUMA BIOTECHNOLOGY INC | 12,407 | $569K | 0.0% | $45.86 | $72.89 | -37.1% | COM | 74587V107 |
| SBNY | SIGNATURE BK NEW YORK N Y | 4,910 | $564K | 0.0% | $114.87 | $114.87 | — | COM | 82669G104 |
| ENTA | ENANTA PHARMACEUTICALS INC | 6,500 | $555K | 0.0% | $85.38 | $100.17 | -14.7% | COM | 29251M106 |
| CPK | CHESAPEAKE UTILS CORP | 6,616 | $555K | 0.0% | $83.89 * | $66.32 | +10.5% | COM | 165303108 |
| — | ELECTRONICS FOR IMAGING INC | 562,000 | $555K | 0.0% | $0.99 | $1.06 | — | NOTE 0.750% 9/0 | 286082AC6 |
| — | AUDENTES THERAPEUTICS INC | 13,800 | $546K | 0.0% | $39.57 | $38.53 | — | COM | 05070R104 |
| — | GOGO INC | 580,000 | $546K | 0.0% | $0.94 | $0.91 | — | NOTE 3.750% 3/0 | 38046CAB5 |
| RUSHB | RUSH ENTERPRISES INC | 13,610 | $543K | 0.0% | $39.90 * | $17.63 | -9.5% | CL B | 781846308 |
| FONR | FONAR CORP | 21,600 | $538K | 0.0% | $24.91 * | $25.36 | +3.2% | COM NEW | 344437405 |
| — | CLOVIS ONCOLOGY INC | 18,133 | $533K | 0.0% | $29.39 | $49.72 | — | COM | 189464100 |
| — | INSMED INC | 625,000 | $528K | 0.0% | $0.84 | $0.89 | — | NOTE 1.750% 1/1 | 457669AA7 |
| — | IMMUNOGEN INC | 55,800 | $528K | 0.0% | $9.46 | $9.69 | — | COM | 45253H101 |
| — | WORLDPAY INC | 5,218 | $528K | 0.0% | $101.19 | $101.19 | — | CL A | 981558109 |
| MCB | METROPOLITAN BK HLDG CORP | 12,800 | $526K | 0.0% | $41.09 | $46.26 | -11.7% | COM | 591774104 |
| PAG | PENSKE AUTOMOTIVE GRP INC | 11,031 | $523K | 0.0% | $47.41 | $50.84 | -6.8% | COM | 70959W103 |
| MDGL | MADRIGAL PHARMACEUTICALS INC | 2,400 | $514K | 0.0% | $214.17 | $250.94 | -14.7% | COM | 558868105 |
| TZOO | TRAVELZOO | 43,100 | $511K | 0.0% | $11.86 | $13.84 | -14.4% | COM NEW | 89421Q205 |
| MLR | MILLER INDS INC TENN | 19,000 | $511K | 0.0% | $26.89 * | $21.32 | +8.5% | COM NEW | 600551204 |
| SNX | SYNNEX CORP | 6,000 | $508K | 0.0% | $84.67 * | $44.14 | -12.1% | COM | 87162W100 |
| — | CENTURY BANCORP INC MASS | 6,993 | $505K | 0.0% | $72.22 | $79.40 | — | CL A NON VTG | 156432106 |
| LSCC | LATTICE SEMICONDUCTOR CORP | 61,900 | $495K | 0.0% | $8.00 | $8.00 | — | COM | 518415104 |
| — | NEW YORK CMNTY BANCORP INC | 47,639 | $494K | 0.0% | $10.37 | $11.14 | — | COM | 649445103 |
| SLAB | SILICON LABORATORIES INC | 5,300 | $487K | 0.0% | $91.89 | $94.52 | -2.9% | COM | 826919102 |
| — | LIBERTY MEDIA CORP DELAWARE | 11,215 | $487K | 0.0% | $43.42 | $43.42 | — | COM C SIRIUSXM | 531229607 |
| — | CONSOL ENERGY INC NEW | 11,800 | $482K | 0.0% | $40.85 | $38.35 | — | COM | 20854L108 |
| CRAI | CRA INTL INC | 9,588 | $482K | 0.0% | $50.27 * | $43.01 | +4.9% | COM | 12618T105 |
| — | GLU MOBILE INC | 63,800 | $475K | 0.0% | $7.45 | $6.41 | — | COM | 379890106 |
| NWE | NORTHWESTERN CORP | 7,900 | $463K | 0.0% | $58.61 * | $39.06 | +10.1% | COM NEW | 668074305 |
| — | ASSERTIO THERAPEUTICS INC | 78,100 | $459K | 0.0% | $5.88 | $5.88 | — | COM | 04545L107 |
| — | FLEXION THERAPEUTICS INC | 450,000 | $457K | 0.0% | $1.02 | $1.22 | — | NOTE 3.375% 5/0 | 33938JAB2 |
| WK | WORKIVA INC | 11,500 | $454K | 0.0% | $39.48 | $31.09 | +27.1% | COM CL A | 98139A105 |
| OPK | OPKO HEALTH INC | 129,600 | $448K | 0.0% | $3.46 | $4.03 | -14.1% | COM | 68375N103 |
| — | PYXUS INTL INC | 19,400 | $446K | 0.0% | $22.99 | $22.99 | — | COM | 74737V106 |
| — | ENERGEN CORP | 5,159 | $445K | 0.0% | $86.26 | $72.83 | — | COM | 29265N108 |
| — | WEB COM GROUP INC | 15,900 | $444K | 0.0% | $27.92 | $21.06 | — | COM | 94733A104 |
| — | LIBERTY MEDIA CORP DELAWARE | 805,000 | $442K | 0.0% | $0.55 | $0.96 | — | DEB 2.250% 9/3 | 531229AE2 |
| KELYA | KELLY SVCS INC | 18,400 | $442K | 0.0% | $24.02 * | $26.20 | -16.8% | CL A | 488152208 |
| — | RADIUS HEALTH INC | 24,505 | $436K | 0.0% | $17.79 | $30.62 | — | COM NEW | 750469207 |
| VIRT | VIRTU FINL INC | 21,337 | $436K | 0.0% | $20.43 | $32.27 | -36.6% | CL A | 928254101 |
| GTX | GARRETT MOTION INC | 23,510 | $435K | 0.0% | $18.50 | $16.87 | +9.6% | COM | 366505105 |
| — | CENTRAL VALLEY CMNTY BANCORP | 20,063 | $434K | 0.0% | $21.63 | $19.56 | — | COM | 155685100 |
| FCN | FTI CONSULTING INC | 5,900 | $432K | 0.0% | $73.22 | $58.02 | +26.1% | COM | 302941109 |
| — | AIR TRANSPORT SERVICES GRP I | 440,000 | $422K | 0.0% | $0.96 | $0.96 | — | NOTE 1.125%10/1 | 00922RAB1 |
| CBT | CABOT CORP | 6,643 | $417K | 0.0% | $62.77 * | $48.94 | +6.9% | COM | 127055101 |
| — | BG STAFFING INC | 15,300 | $416K | 0.0% | $27.19 | $23.24 | — | COM | 05544A109 |
| — | J ALEXANDERS HLDGS INC | 34,200 | $407K | 0.0% | $11.90 | $11.45 | — | COM | 46609J106 |
| — | FEDNAT HLDG CO | 15,900 | $405K | 0.0% | $25.47 | $25.47 | — | COM | 31431B109 |
| — | HIBBETT SPORTS INC | 21,000 | $395K | 0.0% | $18.81 | $22.90 | — | COM | 428567101 |
| — | VISTA OUTDOOR INC | 21,700 | $388K | 0.0% | $17.88 | $17.88 | — | COM | 928377100 |
| IOVA | IOVANCE BIOTHERAPEUTICS INC | 34,500 | $388K | 0.0% | $11.25 | $14.19 | -20.7% | COM | 462260100 |
| ETSY | ETSY INC | 7,500 | $385K | 0.0% | $51.33 | $46.04 | +11.6% | COM | 29786A106 |
| PKOH | PARK OHIO HLDGS CORP | 10,000 | $384K | 0.0% | $38.40 * | $36.25 | -9.6% | COM | 700666100 |
| — | ACORDA THERAPEUTICS INC | 19,470 | $383K | 0.0% | $19.67 | $23.63 | — | COM | 00484M106 |
| CVI | CVR ENERGY INC | 9,200 | $370K | 0.0% | $40.22 * | $20.85 | +7.9% | COM | 12662P108 |
| MTN | VAIL RESORTS INC | 1,333 | $366K | 0.0% | $274.57 | $287.87 | -4.7% | COM | 91879Q109 |
| — | REDWOOD TR INC | 375,000 | $360K | 0.0% | $0.96 | $0.99 | — | NOTE 4.750% 8/1 | 758075AC9 |
| WTBA | WEST BANCORPORATION INC | 14,840 | $349K | 0.0% | $23.52 | $25.27 | -7.0% | CAP STK | 95123P106 |
| — | TOWER INTL INC | 11,500 | $348K | 0.0% | $30.26 | $30.26 | — | COM | 891826109 |
| — | SYNERGY PHARMACEUTICALS DEL | 202,600 | $344K | 0.0% | $1.70 | $1.81 | — | COM NEW | 871639308 |
| MPT | MEDICAL PPTYS TRUST INC | 23,028 | $343K | 0.0% | $14.89 | $14.89 | — | COM | 58463J304 |
| MLCO | MELCO RESORT ENTERTAINMENT L | 16,100 | $341K | 0.0% | $21.18 | $29.50 | -28.3% | ADR | 585464100 |
| — | FIRST FINANCIAL NORTHWEST IN | 20,572 | $341K | 0.0% | $16.58 | $16.67 | — | COM | 32022K102 |
| OGS | ONE GAS INC | 4,050 | $333K | 0.0% | $82.22 | $67.29 | +22.3% | COM | 68235P108 |
| COLL | COLLEGIUM PHARMACEUTICAL INC | 22,500 | $332K | 0.0% | $14.76 | $17.73 | -16.8% | COM | 19459J104 |
| — | USA TRUCK INC | 16,100 | $326K | 0.0% | $20.25 | $23.45 | — | COM | 902925106 |
| — | TERRITORIAL BANCORP INC | 10,417 | $308K | 0.0% | $29.57 | $29.65 | — | COM | 88145X108 |
| FBIZ | FIRST BUS FINL SVCS INC WIS | 13,290 | $308K | 0.0% | $23.18 * | $19.36 | -2.4% | COM | 319390100 |
| HURC | HURCO COMPANIES INC | 6,700 | $302K | 0.0% | $45.07 | $44.77 | +0.7% | COM | 447324104 |
| — | ELEVATE CREDIT INC | 37,400 | $301K | 0.0% | $8.05 | $7.34 | — | COM | 28621V101 |
| EPR | EPR PPTYS | 4,265 | $292K | 0.0% | $68.46 | $68.46 | — | COM SH BEN INT | 26884U109 |
| — | VIACOM INC NEW | 7,946 | $290K | 0.0% | $36.50 | $35.60 | — | CL A | 92553P102 |
| — | NEW YORK & CO INC | 74,000 | $286K | 0.0% | $3.86 | $4.26 | — | COM | 649295102 |
| — | INVESCO MUN TR | 24,087 | $278K | 0.0% | $11.54 | $12.80 | — | COM | 46131J103 |
| — | QUORUM HEALTH CORP | 46,900 | $275K | 0.0% | $5.86 | $5.00 | — | COM | 74909E106 |
| THC | TENET HEALTHCARE CORP | 9,500 | $270K | 0.0% | $28.42 | $33.02 | -13.8% | COM NEW | 88033G407 |
| — | LIBERTY TRIPADVISOR HLDGS IN | 18,200 | $270K | 0.0% | $14.84 | $14.84 | — | COM SER A | 531465102 |
| — | CIVITAS SOLUTIONS INC | 18,000 | $266K | 0.0% | $14.78 | $15.51 | — | COM | 17887R102 |
| RM | REGIONAL MGMT CORP | 9,200 | $265K | 0.0% | $28.80 * | $28.74 | -17.1% | COM | 75902K106 |
| MBWM | MERCANTILE BANK CORP | 7,753 | $259K | 0.0% | $33.41 * | $25.60 | -3.0% | COM | 587376104 |
| NJR | NEW JERSEY RES | 5,550 | $256K | 0.0% | $46.13 * | $35.52 | +0.6% | COM | 646025106 |
| — | SILVERBOW RES INC | 9,600 | $256K | 0.0% | $26.67 | $28.37 | — | COM | 82836G102 |
| — | ENCORE WIRE CORP | 5,100 | $256K | 0.0% | $50.20 | $50.20 | — | COM | 292562105 |
| — | LIBERTY MEDIA CORP DELAWARE | 5,487 | $238K | 0.0% | $43.38 | $43.38 | — | COM A SIRIUSXM | 531229409 |
| OLN | OLIN CORP | 9,140 | $235K | 0.0% | $25.71 * | $27.28 | -23.4% | COM PAR $1 | 680665205 |
| — | LEXICON PHARMACEUTICALS INC | 157,000 | $235K | 0.0% | $1.50 | $1.99 | — | NOTE 5.250%12/0 | 528872AB0 |
| — | HOVNANIAN ENTERPRISES INC | 146,266 | $234K | 0.0% | $1.60 | $1.83 | — | CL A | 442487203 |
| — | DEAN FOODS CO NEW | 32,600 | $231K | 0.0% | $7.09 | $10.20 | — | COM NEW | 242370203 |
| WDAY | WORKDAY INC | 1,573 | $230K | 0.0% | $146.22 | $138.94 | +5.1% | CL A | 98138H101 |
| — | INTRICON CORP | 4,100 | $230K | 0.0% | $56.10 | $40.29 | — | COM | 46121H109 |
| TGTX | TG THERAPEUTICS INC | 40,600 | $227K | 0.0% | $5.59 | $13.04 | -57.1% | COM | 88322Q108 |
| — | DURECT CORP | 206,000 | $227K | 0.0% | $1.10 | $1.96 | — | COM | 266605104 |
| — | FIRST LONG IS CORP | 10,300 | $224K | 0.0% | $21.75 | $24.79 | — | COM | 320734106 |
| — | SHILOH INDS INC | 20,300 | $223K | 0.0% | $10.99 | $8.69 | — | COM | 824543102 |
| — | ELLIS PERRY INTL INC | 7,750 | $212K | 0.0% | $27.35 | $25.92 | — | COM | 288853104 |
| CIVB | CIVISTA BANCSHARES INC | 8,800 | $212K | 0.0% | $24.09 * | $19.15 | +1.5% | COM NO PAR | 178867107 |
| IMKTA | INGLES MKTS INC | 6,200 | $212K | 0.0% | $34.19 * | $29.78 | +5.0% | CL A | 457030104 |
| — | FANG HLDGS LTD | 80,700 | $209K | 0.0% | $2.59 | $2.59 | — | ADR | 30711Y102 |
| CRD/B | CRAWFORD & CO | 21,900 | $202K | 0.0% | $9.22 * | $7.35 | +2.5% | CL B | 224633107 |
| PCTY | PAYLOCITY HLDG CORP | 2,500 | $201K | 0.0% | $80.40 | $70.84 | +13.4% | COM | 70438V106 |
| LCNB | LCNB CORP | 10,800 | $201K | 0.0% | $18.61 * | $13.21 | -1.3% | COM | 50181P100 |
| TTI | TETRA TECHNOLOGIES INC DEL | 43,900 | $198K | 0.0% | $4.51 | $3.93 | +14.9% | COM | 88162F105 |
| FNWB | FIRST NORTHWEST BANCORP | 12,425 | $191K | 0.0% | $15.37 * | $14.81 | -7.5% | COM | 335834107 |
| NGVC | NATURAL GROCERS BY VITAMIN C | 10,500 | $177K | 0.0% | $16.86 * | $6.90 | +74.9% | COM | 63888U108 |
| HNRG | HALLADOR ENERGY COMPANY | 27,500 | $171K | 0.0% | $6.22 | $6.52 | -4.6% | COM | 40609P105 |
| — | DEL TACO RESTAURANTS INC | 10,900 | $129K | 0.0% | $11.83 | $11.83 | — | COM | 245496104 |
| — | SPARK ENERGY INC | 15,600 | $129K | 0.0% | $8.27 | $8.27 | — | CL A COM | 846511103 |
| — | SMART & FINAL STORES INC | 22,400 | $128K | 0.0% | $5.71 | $5.71 | — | COM | 83190B101 |
| HBIO | HARVARD BIOSCIENCE INC | 24,400 | $128K | 0.0% | $5.25 * | $5.12 | +9.6% | COM | 416906105 |
| — | BLACKROCK MUNIYIELD NY QLTY | 10,000 | $115K | 0.0% | $11.50 | $12.10 | — | COM | 09255E102 |
| — | BARNES & NOBLE ED INC | 15,900 | $92,000 | 0.0% | $5.79 | $6.88 | — | COM | 06777U101 |
| — | ECLIPSE RES CORP | 34,400 | $41,000 | 0.0% | $1.19 | $1.19 | — | COM | 27890G100 |