Location: New York, NY
CIK: 0000061227 · Show all filings
Period: Q1 2019 (← Previous) (Next →)
Filing Date: May 15, 2019
Total Value: $13.79B (84.3% shares, 15.7% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| SPY | SPDR S&P 500 ETF TR | 2,187,210 | $618M | 4.5% | $260.88 | — | TR UNIT | 78462F103 |
| VOO | VANGUARD INDEX FDS | 1,846,860 | $479M | 3.5% | $242.42 | — | S&P 500 ETF SHS | 922908363 |
| MSFT | MICROSOFT CORP | 2,896,874 | $342M | 2.5% | $84.31 | +21.3% | COM | 594918104 |
| AAPL | APPLE INC | 1,707,330 | $324M | 2.4% | $46.01 | -12.1% | COM | 037833100 |
| AMZN | AMAZON COM INC | 156,889 | $279M | 2.0% | $83.14 | +0.1% | COM | 023135106 |
| META | FACEBOOK INC | 889,801 | $148M | 1.1% | $176.80 | -10.7% | CL A | 30303M102 |
| GOOG | ALPHABET INC | 123,896 | $145M | 1.1% | $54.91 | +1.4% | CAP STK CL C | 02079K107 |
| GOOGL | ALPHABET INC | 121,080 | $142M | 1.0% | $55.22 | +1.5% | CAP STK CL A | 02079K305 |
| — | DANAHER CORPORATION | 23,635,000 | $119M | 0.9% | $2.00 | — | DBCV 1/2 | 235851AF9 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 536,213 | $108M | 0.8% | $208.87 | -3.4% | CL B NEW | 084670702 |
| JNJ | JOHNSON & JOHNSON | 750,293 | $105M | 0.8% | $107.93 | +2.2% | COM | 478160104 |
| XOM | EXXON MOBIL CORP | 1,255,634 | $101M | 0.7% | $55.76 | -0.6% | COM | 30231G102 |
| BAC | BANK AMER CORP | 3,606,726 | $99.51M | 0.7% | $22.80 | +4.8% | COM | 060505104 |
| JPM | JPMORGAN CHASE & CO | 982,175 | $99.42M | 0.7% | $91.43 | -6.7% | COM | 46625H100 |
| TALO | TALOS ENERGY INC | 3,742,529 | $99.4M | 0.7% | $32.68 | -33.6% | COM | 87484T108 |
| UNH | UNITEDHEALTH GROUP INC | 399,675 | $98.82M | 0.7% | $203.94 | +11.6% | COM | 91324P102 |
| V | VISA INC | 623,595 | $97.4M | 0.7% | $115.38 | +19.1% | COM CL A | 92826C839 |
| BA | BOEING CO | 236,149 | $90.07M | 0.7% | $334.97 | +12.0% | COM | 097023105 |
| MA | MASTERCARD INC | 346,244 | $81.52M | 0.6% | $164.29 | +26.1% | CL A | 57636Q104 |
| — | ANTHEM INC | 20,087,000 | $79.8M | 0.6% | $2.37 | — | NOTE 2.750%10/1 | 94973VBG1 |
| INTC | INTEL CORP | 1,483,320 | $79.65M | 0.6% | $40.29 | +8.8% | COM | 458140100 |
| — | NICE SYS INC | 51,820,000 | $79.28M | 0.6% | $1.25 | — | NOTE 1.250% 1/1 | 65366HAB9 |
| PG | PROCTER AND GAMBLE CO | 729,288 | $75.88M | 0.6% | $68.54 | +19.7% | COM | 742718109 |
| VZ | VERIZON COMMUNICATIONS INC | 1,278,134 | $75.58M | 0.5% | $34.53 | +12.8% | COM | 92343V104 |
| CVX | CHEVRON CORP NEW | 600,549 | $73.97M | 0.5% | $85.03 | +2.8% | COM | 166764100 |
| HD | HOME DEPOT INC | 360,706 | $69.22M | 0.5% | $154.55 | +0.1% | COM | 437076102 |
| — | MICROCHIP TECHNOLOGY INC | 40,434,000 | $65.79M | 0.5% | $1.14 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | DISH NETWORK CORP | 76,879,000 | $65.48M | 0.5% | $1.12 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| CSCO | CISCO SYS INC | 1,212,084 | $65.44M | 0.5% | $33.59 | +17.6% | COM | 17275R102 |
| PEP | PEPSICO INC | 522,219 | $64M | 0.5% | $89.25 | +3.6% | COM | 713448108 |
| PFE | PFIZER INC | 1,468,238 | $62.36M | 0.5% | $24.24 | +20.6% | COM | 717081103 |
| DIS | DISNEY WALT CO | 555,875 | $61.72M | 0.4% | $103.97 | +3.8% | COM DISNEY | 254687106 |
| T | AT&T INC | 1,848,479 | $57.97M | 0.4% | $15.48 | -8.5% | COM | 00206R102 |
| — | WORKDAY INC | 40,589,000 | $57.48M | 0.4% | $1.23 | — | NOTE 0.250%10/0 | 98138HAF8 |
| AMGN | AMGEN INC | 300,186 | $57.03M | 0.4% | $156.83 | -1.4% | COM | 031162100 |
| NFLX | NETFLIX INC | 159,849 | $57M | 0.4% | $27.69 | +25.2% | COM | 64110L106 |
| ORCL | ORACLE CORP | 1,045,207 | $56.14M | 0.4% | $43.74 | +5.3% | COM | 68389X105 |
| — | BIOMARIN PHARMACEUTICAL INC | 54,426,000 | $55.81M | 0.4% | $1.02 | — | NOTE 0.599% 8/0 | 09061GAH4 |
| MRK | MERCK & CO INC | 657,015 | $54.64M | 0.4% | $45.08 | +33.7% | COM | 58933Y105 |
| ABBV | ABBVIE INC | 677,190 | $54.58M | 0.4% | $75.32 | -19.0% | COM | 00287Y109 |
| — | WEATHERFORD INTL LTD | 66,225,000 | $53.77M | 0.4% | $1.11 | — | NOTE 5.875% 7/0 | 947075AH0 |
| — | PRICELINE GRP INC | 48,350,000 | $53.49M | 0.4% | $1.24 | — | NOTE 0.900% 9/1 | 741503AX4 |
| KO | COCA COLA CO | 1,141,179 | $53.48M | 0.4% | $35.74 | +5.7% | COM | 191216100 |
| WFC | WELLS FARGO CO NEW | 1,103,400 | $53.31M | 0.4% | $47.55 | -14.3% | COM | 949746101 |
| AVGO | BROADCOM INC | 175,303 | $52.72M | 0.4% | $20.57 | +9.3% | COM | 11135F101 |
| IBM | INTERNATIONAL BUSINESS MACHS | 367,915 | $51.91M | 0.4% | $105.60 | -10.4% | COM | 459200101 |
| — | LUMENTUM HLDGS INC | 43,484,000 | $51.38M | 0.4% | $1.26 | — | NOTE 0.250% 3/1 | 55024UAB5 |
| SBUX | STARBUCKS CORP | 690,979 | $51.37M | 0.4% | $51.13 | +15.9% | COM | 855244109 |
| — | RED HAT INC | 20,574,000 | $51.13M | 0.4% | $1.38 | — | NOTE 0.250%10/0 | 756577AD4 |
| — | MACQUARIE INFRASTRUCTURE COR | 50,458,000 | $50.45M | 0.4% | $1.15 | — | NOTE 2.875% 7/1 | 55608BAA3 |
| C | CITIGROUP INC | 803,737 | $50.01M | 0.4% | $56.96 | -14.4% | COM NEW | 172967424 |
| — | BANK AMER CORP | 38,132 | $49.79M | 0.4% | $1248.24 | — | 7.25%CNV PFD L | 060505682 |
| CMCSA | COMCAST CORP NEW | 1,216,500 | $48.64M | 0.4% | $31.26 | +0.9% | CL A | 20030N101 |
| — | VERINT SYS INC | 42,656,000 | $47.19M | 0.3% | $1.07 | — | NOTE 1.500% 6/0 | 92343XAA8 |
| PYPL | PAYPAL HLDGS INC | 453,557 | $47.1M | 0.3% | $79.29 | +19.1% | COM | 70450Y103 |
| — | INDEXIQ ETF TR | 1,994,000 | $46.42M | 0.3% | $24.55 | — | IQ S&P HGH YLD | 45409B412 |
| CRM | SALESFORCE COM INC | 292,754 | $46.36M | 0.3% | $129.04 | +18.7% | COM | 79466L302 |
| ADBE | ADOBE INC | 173,626 | $46.27M | 0.3% | $209.29 | +20.5% | COM | 00724F101 |
| — | SERVICENOW INC | 24,425,000 | $45.3M | 0.3% | $1.49 | — | NOTE 6/0 | 81762PAC6 |
| — | ETSY INC | 23,410,000 | $45.27M | 0.3% | $1.93 | — | NOTE 3/0 | 29786AAC0 |
| GILD | GILEAD SCIENCES INC | 681,899 | $44.33M | 0.3% | $58.20 | -12.6% | COM | 375558103 |
| — | ISIS PHARMACEUTICALS INC DEL | 32,203,000 | $43.6M | 0.3% | $1.04 | — | NOTE 1.000%11/1 | 464337AJ3 |
| ABT | ABBOTT LABS | 537,356 | $42.96M | 0.3% | $62.14 | +6.4% | COM | 002824100 |
| — | WELLS FARGO CO NEW | 33,143 | $42.93M | 0.3% | $1288.47 | — | PERP PFD CNV A | 949746804 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 40,710,000 | $42.84M | 0.3% | $1.04 | — | NOTE 2.250% 6/0 | 049164BH8 |
| — | BECTON DICKINSON & CO | 688,379 | $42.79M | 0.3% | $57.54 | — | PFD SHS CONV A | 075887208 |
| — | ILLUMINA INC | 30,453,000 | $41.3M | 0.3% | $1.19 | — | NOTE 0.500% 6/1 | 452327AH2 |
| WMT | WALMART INC | 419,313 | $40.9M | 0.3% | $28.20 | +3.7% | COM | 931142103 |
| MMIT | INDEXIQ ACTIVE ETF TR | 1,596,150 | $40.86M | 0.3% | $24.85 | — | IQ MACKAY INTRME | 45409F827 |
| MMIN | INDEXIQ ACTIVE ETF TR | 1,592,750 | $40.81M | 0.3% | $25.33 | — | IQ MACKAY INSRED | 45409F843 |
| NKE | NIKE INC | 481,921 | $40.58M | 0.3% | $66.65 | +13.1% | CL B | 654106103 |
| — | MOLINA HEALTHCARE INC | 11,637,000 | $40.06M | 0.3% | $2.06 | — | NOTE 1.125% 1/1 | 60855RAC4 |
| — | INPHI CORP | 31,998,000 | $39.36M | 0.3% | $1.23 | — | NOTE 1.125%12/0 | 45772FAB3 |
| — | OASIS PETE INC NEW | 41,751,000 | $39.07M | 0.3% | $1.18 | — | NOTE 2.625% 9/1 | 674215AJ7 |
| COST | COSTCO WHSL CORP NEW | 160,187 | $38.79M | 0.3% | $174.89 | +13.4% | COM | 22160K105 |
| UNP | UNION PACIFIC CORP | 228,513 | $38.21M | 0.3% | $118.31 | +16.7% | COM | 907818108 |
| HON | HONEYWELL INTL INC | 238,685 | $37.93M | 0.3% | $117.68 | +2.9% | COM | 438516106 |
| — | HELIX ENERGY SOLUTIONS GRP I | 37,964,000 | $37.62M | 0.3% | $1.04 | — | NOTE 4.250% 5/0 | 42330PAH0 |
| — | ON SEMICONDUCTOR CORP | 30,270,000 | $37.47M | 0.3% | $0.99 | — | NOTE 1.000%12/0 | 682189AK1 |
| — | CELGENE CORP | 396,806 | $37.44M | 0.3% | $75.93 | — | COM | 151020104 |
| AMT | AMERICAN TOWER CORP NEW | 182,831 | $36.03M | 0.3% | $125.94 | +15.9% | COM | 03027X100 |
| — | EXACT SCIENCES CORP | 26,032,000 | $35.59M | 0.3% | $1.04 | — | NOTE 1.000% 1/1 | 30063PAA3 |
| — | VIAVI SOLUTIONS INC | 31,359,000 | $35.41M | 0.3% | $1.02 | — | NOTE 1.000% 3/0 | 925550AB1 |
| LLY | LILLY ELI & CO | 270,907 | $35.15M | 0.3% | $76.62 | +44.8% | COM | 532457108 |
| LOW | LOWES COS INC | 317,525 | $34.76M | 0.3% | $83.47 | +5.5% | COM | 548661107 |
| BKNG | BOOKING HLDGS INC | 19,420 | $33.89M | 0.2% | $1955.86 | -10.2% | COM | 09857L108 |
| MCD | MCDONALDS CORP | 178,165 | $33.83M | 0.2% | $139.88 | +10.5% | COM | 580135101 |
| — | RINGCENTRAL INC | 23,387,000 | $33.45M | 0.2% | $1.43 | — | NOTE 3/1 | 76680RAD9 |
| MMM | 3M CO | 158,283 | $32.89M | 0.2% | $144.52 | -9.3% | COM | 88579Y101 |
| — | ENSCO JERSEY FIN LTD | 41,924,000 | $32.42M | 0.2% | $0.92 | — | NOTE 3.000% 1/3 | 29359WAB1 |
| — | UNITED TECHNOLOGIES CORP | 247,451 | $31.89M | 0.2% | $114.28 | — | COM | 913017109 |
| ADP | AUTOMATIC DATA PROCESSING IN | 198,397 | $31.69M | 0.2% | $121.29 | +3.4% | COM | 053015103 |
| PGR | PROGRESSIVE CORP OHIO | 439,479 | $31.68M | 0.2% | $44.72 | +24.0% | COM | 743315103 |
| NVDA | NVIDIA CORP | 175,489 | $31.51M | 0.2% | $5.81 | -33.7% | COM | 67066G104 |
| — | CITRIX SYS INC | 22,095,000 | $31.37M | 0.2% | $1.16 | — | NOTE 0.500% 4/1 | 177376AD2 |
| TMO | THERMO FISHER SCIENTIFIC INC | 114,129 | $31.24M | 0.2% | $217.09 | +12.6% | COM | 883556102 |
| CMI | CUMMINS INC | 192,272 | $30.35M | 0.2% | $139.76 | -10.0% | COM | 231021106 |
| COP | CONOCOPHILLIPS | 444,400 | $29.66M | 0.2% | $43.76 | +21.1% | COM | 20825C104 |
| — | LAM RESEARCH CORP | 165,259 | $29.58M | 0.2% | $146.38 | — | COM | 512807108 |
| — | LIBERTY MEDIA CORP DELAWARE | 26,286,000 | $29.52M | 0.2% | $1.06 | — | NOTE 1.375%10/1 | 531229AB8 |
| AZO | AUTOZONE INC | 28,638 | $29.33M | 0.2% | $803.99 | +11.6% | COM | 053332102 |
| — | SILICON LABORATORIES INC | 26,780,000 | $29.16M | 0.2% | $1.17 | — | NOTE 1.375% 3/0 | 826919AB8 |
| PM | PHILIP MORRIS INTL INC | 328,654 | $29.05M | 0.2% | $66.77 | -16.0% | COM | 718172109 |
| — | NEUROCRINE BIOSCIENCES INC | 21,460,000 | $29.04M | 0.2% | $1.45 | — | NOTE 2.250% 5/1 | 64125CAD1 |
| MO | ALTRIA GROUP INC | 503,143 | $28.9M | 0.2% | $35.26 | -15.7% | COM | 02209S103 |
| TXN | TEXAS INSTRS INC | 266,171 | $28.23M | 0.2% | $86.28 | -1.0% | COM | 882508104 |
| — | PATRICK INDS INC | 30,423,000 | $27.3M | 0.2% | $0.90 | — | DBCV 1.000% 2/0 | 703343AB9 |
| AAP | ADVANCE AUTO PARTS INC | 158,849 | $27.09M | 0.2% | $132.62 | +7.2% | COM | 00751Y106 |
| CAT | CATERPILLAR INC DEL | 198,337 | $26.87M | 0.2% | $127.92 | -10.4% | COM | 149123101 |
| DAL | DELTA AIR LINES INC DEL | 518,019 | $26.76M | 0.2% | $44.11 | +6.0% | COM NEW | 247361702 |
| — | INDEXIQ ETF TR | 1,216,508 | $26.7M | 0.2% | $24.22 | — | IQ LEADERS GTA | 45409B511 |
| IQV | IQVIA HLDGS INC | 183,799 | $26.44M | 0.2% | $119.27 | +11.8% | COM | 46266C105 |
| — | DOWDUPONT INC | 494,140 | $26.34M | 0.2% | $62.79 | — | COM | 26078J100 |
| CHTR | CHARTER COMMUNICATIONS INC N | 75,911 | $26.33M | 0.2% | $335.43 | -1.8% | CL A | 16119P108 |
| MU | MICRON TECHNOLOGY INC | 631,783 | $26.11M | 0.2% | $46.92 | -19.7% | COM | 595112103 |
| — | SYMANTEC CORP | 1,128,459 | $25.94M | 0.2% | $20.58 | — | COM | 871503108 |
| — | AEROJET ROCKETDYNE HLDGS INC | 17,403,000 | $25.87M | 0.2% | $1.32 | — | NOTE 2.250%12/1 | 007800AB1 |
| HCA | HCA HEALTHCARE INC | 197,773 | $25.79M | 0.2% | $91.97 | +37.5% | COM | 40412C101 |
| EXPE | EXPEDIA GROUP INC | 215,808 | $25.68M | 0.2% | $114.23 | +3.9% | COM NEW | 30212P303 |
| OMC | OMNICOM GROUP INC | 345,427 | $25.21M | 0.2% | $57.19 | +2.3% | COM | 681919106 |
| WM | WASTE MGMT INC DEL | 242,337 | $25.18M | 0.2% | $77.16 | +12.8% | COM | 94106L109 |
| — | STANLEY BLACK & DECKER INC | 256,646 | $25.1M | 0.2% | $110.78 | — | UNIT 05/15/2020 | 854502887 |
| EXC | EXELON CORP | 500,002 | $25.07M | 0.2% | $22.28 | +20.0% | COM | 30161N101 |
| ELV | ANTHEM INC | 87,067 | $24.99M | 0.2% | $252.20 | +4.6% | COM | 036752103 |
| DRI | DARDEN RESTAURANTS INC | 204,953 | $24.9M | 0.2% | $76.11 | +19.1% | COM | 237194105 |
| — | INDEXIQ ETF TR | 1,327,287 | $24.81M | 0.2% | $21.92 | — | HDGD FTSE JAPN | 45409B537 |
| — | HESS CORP | 407,044 | $24.52M | 0.2% | $57.92 | — | COM | 42809H107 |
| BIIB | BIOGEN INC | 103,169 | $24.39M | 0.2% | $325.38 | -3.2% | COM | 09062X103 |
| NRG | NRG ENERGY INC | 571,793 | $24.29M | 0.2% | $24.93 | +38.1% | COM NEW | 629377508 |
| AKAM | AKAMAI TECHNOLOGIES INC | 335,775 | $24.08M | 0.2% | $68.06 | -0.4% | COM | 00971T101 |
| — | FOOT LOCKER INC | 395,938 | $24M | 0.2% | $49.71 | — | COM | 344849104 |
| — | NUVEEN AMT FREE QLTY MUN INC | 1,795,140 | $23.98M | 0.2% | $14.60 | — | COM | 670657105 |
| — | LENDINGTREE INC NEW | 13,611,000 | $23.92M | 0.2% | $1.21 | — | NOTE 0.625% 6/0 | 52603BAA5 |
| — | OKTA INC | 13,189,000 | $23.88M | 0.2% | $1.81 | — | NOTE 0.250% 2/1 | 679295AB1 |
| PCAR | PACCAR INC | 346,391 | $23.6M | 0.2% | $33.58 | +0.5% | COM | 693718108 |
| — | MICROCHIP TECHNOLOGY INC | 21,360,000 | $23.5M | 0.2% | $1.19 | — | NOTE 1.625% 2/1 | 595017AF1 |
| — | LIBERTY MEDIA CORP DELAWARE | 20,926,000 | $23.49M | 0.2% | $1.05 | — | NOTE 1.000% 1/3 | 531229AF9 |
| CNP | CENTERPOINT ENERGY INC | 764,319 | $23.46M | 0.2% | $22.10 | +12.2% | COM | 15189T107 |
| RSG | REPUBLIC SVCS INC | 290,325 | $23.34M | 0.2% | $61.96 | +12.2% | COM | 760759100 |
| GLD | SPDR GOLD TRUST | 189,000 | $23.06M | 0.2% | $112.08 | — | GOLD SHS | 78463V107 |
| — | ALZA CORP | 11,955,000 | $23.02M | 0.2% | $1.50 | — | SDCV 7/2 | 02261WAB5 |
| — | TRANSOCEAN INC | 20,014,000 | $22.41M | 0.2% | $1.47 | — | DEB 0.500% 1/3 | 893830BJ7 |
| TSM | TAIWAN SEMICONDUCTOR MFG LTD | 546,647 | $22.39M | 0.2% | $42.73 | — | SPONSORED ADS | 874039100 |
| — | TWITTER INC | 22,691,000 | $22.37M | 0.2% | $0.88 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| UPS | UNITED PARCEL SERVICE INC | 198,643 | $22.2M | 0.2% | $83.79 | -3.4% | CL B | 911312106 |
| ISRG | INTUITIVE SURGICAL INC | 38,829 | $22.16M | 0.2% | $142.43 | +24.8% | COM NEW | 46120E602 |
| BBY | BEST BUY INC | 311,532 | $22.14M | 0.2% | $49.06 | -2.7% | COM | 086516101 |
| SYF | SYNCHRONY FINL | 690,723 | $22.03M | 0.2% | $29.36 | -13.7% | COM | 87165B103 |
| — | NUANCE COMMUNICATIONS INC | 21,975,000 | $21.85M | 0.2% | $0.95 | — | NOTE 1.250% 4/0 | 67020YAN0 |
| EBAY | EBAY INC | 586,868 | $21.8M | 0.2% | $35.33 | -12.5% | COM | 278642103 |
| AES | AES CORP | 1,205,005 | $21.79M | 0.2% | $8.87 | +48.5% | COM | 00130H105 |
| — | PACIRA PHARMACEUTICALS INC | 21,848,000 | $21.56M | 0.2% | $0.92 | — | NOTE 2.375% 4/0 | 695127AD2 |
| AGCO | AGCO CORP | 307,471 | $21.38M | 0.2% | $49.56 | +7.8% | COM | 001084102 |
| BALL | BALL CORP | 369,308 | $21.37M | 0.2% | $43.57 | +13.2% | COM | 058498106 |
| — | HERBALIFE LTD | 20,126,000 | $21.32M | 0.2% | $1.06 | — | NOTE 2.625% 3/1 | 42703MAD5 |
| — | VIACOM INC NEW | 756,901 | $21.25M | 0.2% | $32.10 | — | CL B | 92553P201 |
| NEE | NEXTERA ENERGY INC | 109,742 | $21.21M | 0.2% | $33.59 | +14.9% | COM | 65339F101 |
| — | RAYTHEON CO | 116,107 | $21.14M | 0.2% | $210.02 | — | COM NEW | 755111507 |
| MCK | MCKESSON CORP | 179,486 | $21.01M | 0.2% | $124.81 | -6.0% | COM | 58155Q103 |
| KMB | KIMBERLY CLARK CORP | 169,183 | $20.96M | 0.2% | $87.01 | +4.9% | COM | 494368103 |
| — | ECHO GLOBAL LOGISTICS INC | 20,734,000 | $20.66M | 0.1% | $1.02 | — | NOTE 2.500% 5/0 | 27875TAA9 |
| MET | METLIFE INC | 484,783 | $20.64M | 0.1% | $35.83 | -2.2% | COM | 59156R108 |
| IWF | ISHARES TR | 135,593 | $20.52M | 0.1% | $135.11 | — | RUS 1000 GRW ETF | 464287614 |
| — | AMERICAN RLTY CAP PPTYS INC | 20,505,000 | $20.49M | 0.1% | $1.00 | — | NOTE 3.750%12/1 | 02917TAB0 |
| — | CITRIX SYS INC | 204,855 | $20.42M | 0.1% | $102.30 | — | COM | 177376100 |
| TRV | TRAVELERS COMPANIES INC | 148,271 | $20.34M | 0.1% | $117.15 | -5.9% | COM | 89417E109 |
| MOS | MOSAIC CO NEW | 744,068 | $20.32M | 0.1% | $26.33 | +2.2% | COM | 61945C103 |
| SYK | STRYKER CORP | 102,723 | $20.29M | 0.1% | $157.29 | +6.2% | COM | 863667101 |
| — | NUVASIVE INC | 18,195,000 | $20.29M | 0.1% | $1.18 | — | NOTE 2.250% 3/1 | 670704AG0 |
| — | WALGREENS BOOTS ALLIANCE INC | 319,450 | $20.21M | 0.1% | $64.55 | — | COM | 931427108 |
| AMP | AMERIPRISE FINL INC | 157,036 | $20.12M | 0.1% | $135.87 | -19.5% | COM | 03076C106 |
| AFL | AFLAC INC | 400,698 | $20.04M | 0.1% | $38.40 | +6.7% | COM | 001055102 |
| WU | WESTERN UN CO | 1,072,356 | $19.81M | 0.1% | $19.39 | — | COM | 959802109 |
| A | AGILENT TECHNOLOGIES INC | 245,359 | $19.72M | 0.1% | $64.30 | +12.4% | COM | 00846U101 |
| FTNT | FORTINET INC | 232,491 | $19.52M | 0.1% | $9.81 | +62.5% | COM | 34959E109 |
| — | CDK GLOBAL INC | 331,714 | $19.51M | 0.1% | $61.58 | — | COM | 12508E101 |
| PSA | PUBLIC STORAGE | 88,937 | $19.37M | 0.1% | $145.49 | +8.1% | COM | 74460D109 |
| CNK | CINEMARK HOLDINGS INC | 477,965 | $19.11M | 0.1% | $36.63 | +0.4% | COM | 17243V102 |
| — | NUVEEN MUNICIPAL CREDIT INC | 1,265,291 | $19.07M | 0.1% | $15.65 | — | COM SH BEN INT | 67070X101 |
| RL | RALPH LAUREN CORP | 146,737 | $19.03M | 0.1% | $100.16 | +3.8% | CL A | 751212101 |
| TDC | TERADATA CORP DEL | 432,339 | $18.87M | 0.1% | $39.06 | +15.0% | COM | 88076W103 |
| — | CROWN CASTLE INTL CORP NEW | 15,901 | $18.83M | 0.1% | $1068.22 | — | 6.875% CON PFD A | 22822V309 |
| CVS | CVS HEALTH CORP | 346,768 | $18.7M | 0.1% | $57.56 | -14.1% | COM | 126650100 |
| VTR | VENTAS INC | 292,971 | $18.69M | 0.1% | $42.11 | +12.2% | COM | 92276F100 |
| — | SKECHERS U S A INC | 556,048 | $18.69M | 0.1% | $33.42 | — | CL A | 830566105 |
| DHR | DANAHER CORPORATION | 141,455 | $18.68M | 0.1% | $85.67 | +16.0% | COM | 235851102 |
| — | PRA HEALTH SCIENCES INC | 167,893 | $18.52M | 0.1% | $96.66 | — | COM | 69354M108 |
| AXP | AMERICAN EXPRESS CO | 169,375 | $18.51M | 0.1% | $95.08 | +0.8% | COM | 025816109 |
| TFX | TELEFLEX INC | 61,204 | $18.49M | 0.1% | $214.03 | +25.1% | COM | 879369106 |
| VLO | VALERO ENERGY CORP NEW | 217,262 | $18.43M | 0.1% | $68.70 | -9.2% | COM | 91913Y100 |
| MDY | SPDR S&P MIDCAP 400 ETF TR | 53,292 | $18.41M | 0.1% | $329.91 | — | UTSER1 S&PDCRP | 78467Y107 |
| — | FINISAR CORP | 18,681,000 | $18.37M | 0.1% | $0.93 | — | NOTE 0.500%12/1 | 31787AAP6 |
| — | NEWPARK RES INC | 14,614,000 | $18.03M | 0.1% | $1.23 | — | NOTE 4.000%12/0 | 651718AE8 |
| CF | CF INDS HLDGS INC | 438,944 | $17.94M | 0.1% | $33.41 | +7.1% | COM | 125269100 |
| WSM | WILLIAMS SONOMA INC | 318,669 | $17.93M | 0.1% | $23.94 | -0.4% | COM | 969904101 |
| AMAT | APPLIED MATLS INC | 451,814 | $17.92M | 0.1% | $32.39 | +9.0% | COM | 038222105 |
| CRL | CHARLES RIV LABS INTL INC | 122,913 | $17.85M | 0.1% | $125.21 | +4.9% | COM | 159864107 |
| CDNS | CADENCE DESIGN SYSTEM INC | 278,903 | $17.71M | 0.1% | $42.21 | +25.5% | COM | 127387108 |
| — | INTERCEPT PHARMACEUTICALS IN | 17,603,000 | $17.5M | 0.1% | $1.11 | — | NOTE 3.250% 7/0 | 45845PAA6 |
| SPG | SIMON PPTY GROUP INC NEW | 95,360 | $17.38M | 0.1% | $105.83 | +14.9% | COM | 828806109 |
| QRVO | QORVO INC | 238,821 | $17.13M | 0.1% | $76.02 | -12.9% | COM | 74736K101 |
| MPC | MARATHON PETE CORP | 285,480 | $17.09M | 0.1% | $54.01 | -6.6% | COM | 56585A102 |
| — | NUVEEN AMT FREE MUN CR INC F | 1,130,278 | $17.08M | 0.1% | $16.18 | — | COM | 67071L106 |
| — | GENERAL ELECTRIC CO | 1,709,684 | $17.08M | 0.1% | $13.07 | — | COM | 369604103 |
| — | MEDICINES CO | 20,001,000 | $16.91M | 0.1% | $0.98 | — | NOTE 2.750% 7/1 | 584688AG0 |
| WELL | WELLTOWER INC | 215,308 | $16.71M | 0.1% | $50.79 | +18.7% | COM | 95040Q104 |
| OHI | OMEGA HEALTHCARE INVS INC | 437,896 | $16.71M | 0.1% | $31.60 | — | COM | 681936100 |
| RHI | ROBERT HALF INTL INC | 254,857 | $16.61M | 0.1% | $57.15 | +11.0% | COM | 770323103 |
| PSX | PHILLIPS 66 | 173,807 | $16.54M | 0.1% | $75.17 | -4.3% | COM | 718546104 |
| — | QUOTIENT TECHNOLOGY INC | 17,563,000 | $16.54M | 0.1% | $0.95 | — | NOTE 1.750%12/0 | 749119AB9 |
| LMT | LOCKHEED MARTIN CORP | 54,779 | $16.44M | 0.1% | $272.09 | -10.5% | COM | 539830109 |
| — | LOGMEIN INC | 204,946 | $16.42M | 0.1% | $89.22 | — | COM | 54142L109 |
| TGT | TARGET CORP | 203,614 | $16.34M | 0.1% | $60.21 | +0.8% | COM | 87612E106 |
| — | RAMBUS INC DEL | 17,337,000 | $16.26M | 0.1% | $0.87 | — | NOTE 1.375% 2/0 | 750917AG1 |
| EQR | EQUITY RESIDENTIAL | 214,596 | $16.16M | 0.1% | $48.90 | +13.6% | SH BEN INT | 29476L107 |
| ILMN | ILLUMINA INC | 51,531 | $16.01M | 0.1% | $279.12 | +4.5% | COM | 452327109 |
| GLW | CORNING INC | 483,498 | $16M | 0.1% | $25.89 | +4.5% | COM | 219350105 |
| DTE | DTE ENERGY CO | 127,632 | $15.92M | 0.1% | $67.54 | +18.6% | COM | 233331107 |
| REGN | REGENERON PHARMACEUTICALS | 38,552 | $15.83M | 0.1% | $378.83 | +8.1% | COM | 75886F107 |
| SABR | SABRE CORP | 739,110 | $15.81M | 0.1% | $22.12 | +0.4% | COM | 78573M104 |
| DUK | DUKE ENERGY CORP NEW | 175,330 | $15.78M | 0.1% | $58.51 | +14.4% | COM NEW | 26441C204 |
| BABA | ALIBABA GROUP HLDG LTD | 86,125 | $15.71M | 0.1% | $183.50 | — | SPONSORED ADS | 01609W102 |
| BMY | BRISTOL MYERS SQUIBB CO | 328,685 | $15.68M | 0.1% | $46.28 | -17.3% | COM | 110122108 |
| PANW | PALO ALTO NETWORKS INC | 64,377 | $15.64M | 0.1% | $34.44 | +7.7% | COM | 697435105 |
| HST | HOST HOTELS & RESORTS INC | 817,129 | $15.44M | 0.1% | $14.47 | -1.2% | COM | 44107P104 |
| — | PUTNAM MUN OPPORTUNITIES TR | 1,234,990 | $15.14M | 0.1% | $13.28 | — | SH BEN INT | 746922103 |
| — | MICRON TECHNOLOGY INC | 3,640,000 | $15.1M | 0.1% | $4.15 | — | NOTE 3.125% 5/0 | 595112AX1 |
| SCHW | THE CHARLES SCHWAB CORPORATI | 352,606 | $15.08M | 0.1% | $44.85 | -8.7% | COM | 808513105 |
| — | HILL ROM HLDGS INC | 141,454 | $14.97M | 0.1% | $91.36 | — | COM | 431475102 |
| — | XEROX CORP | 467,488 | $14.95M | 0.1% | $31.77 | — | COM NEW | 984121608 |
| NSC | NORFOLK SOUTHERN CORP | 79,622 | $14.88M | 0.1% | $130.26 | +15.5% | COM | 655844108 |
| XEL | XCEL ENERGY INC | 263,696 | $14.82M | 0.1% | $35.00 | +23.2% | COM | 98389B100 |
| TSN | TYSON FOODS INC | 212,831 | $14.78M | 0.1% | $56.47 | -9.8% | CL A | 902494103 |
| RJF | RAYMOND JAMES FINANCIAL INC | 182,636 | $14.69M | 0.1% | $48.73 | -1.3% | COM | 754730109 |
| UAA | UNDER ARMOUR INC | 694,600 | $14.68M | 0.1% | $20.77 | +0.9% | CL A | 904311107 |
| YUMC | YUM CHINA HLDGS INC | 326,913 | $14.68M | 0.1% | $38.42 | +2.5% | COM | 98850P109 |
| CAH | CARDINAL HEALTH INC | 304,587 | $14.67M | 0.1% | $43.98 | -6.7% | COM | 14149Y108 |
| DELL | DELL TECHNOLOGIES INC | 247,497 | $14.53M | 0.1% | $25.10 | -3.7% | CL C | 24703L202 |
| CDW | CDW CORP | 150,168 | $14.47M | 0.1% | $69.66 | +18.0% | COM | 12514G108 |
| INTU | INTUIT | 55,010 | $14.38M | 0.1% | $181.24 | +21.9% | COM | 461202103 |
| URI | UNITED RENTALS INC | 124,531 | $14.23M | 0.1% | $170.44 | -29.8% | COM | 911363109 |
| AEE | AMEREN CORP | 192,677 | $14.17M | 0.1% | $54.57 | +4.9% | COM | 023608102 |
| — | IAC INTERACTIVECORP | 67,401 | $14.16M | 0.1% | $167.00 | — | COM | 44919P508 |
| CNC | CENTENE CORP DEL | 265,712 | $14.11M | 0.1% | $52.13 | +16.4% | COM | 15135B101 |
| ROK | ROCKWELL AUTOMATION INC | 80,073 | $14.05M | 0.1% | $150.28 | -0.2% | COM | 773903109 |
| — | NOVELLUS SYS INC | 2,538,000 | $14.04M | 0.1% | $3.56 | — | NOTE 2.625% 5/1 | 670008AD3 |
| GM | GENERAL MTRS CO | 376,541 | $13.97M | 0.1% | $35.62 | -2.2% | COM | 37045V100 |
| — | DISCOVER FINL SVCS | 195,696 | $13.93M | 0.1% | $72.82 | — | COM | 254709108 |
| — | ZILLOW GROUP INC | 15,177,000 | $13.9M | 0.1% | $0.93 | — | NOTE 1.500% 7/0 | 98954MAC5 |
| RGA | REINSURANCE GRP OF AMERICA I | 97,884 | $13.9M | 0.1% | $147.21 | -2.2% | COM NEW | 759351604 |
| UAL | UNITED CONTL HLDGS INC | 173,363 | $13.83M | 0.1% | $81.00 | +4.2% | COM | 910047109 |
| ALL | ALLSTATE CORP | 146,333 | $13.78M | 0.1% | $75.91 | +1.3% | COM | 020002101 |
| TJX | TJX COS INC NEW | 258,503 | $13.76M | 0.1% | $41.80 | +8.8% | COM | 872540109 |
| NOC | NORTHROP GRUMMAN CORP | 51,008 | $13.75M | 0.1% | $272.81 | -10.7% | COM | 666807102 |
| SO | SOUTHERN CO | 265,076 | $13.7M | 0.1% | $33.30 | +12.3% | COM | 842587107 |
| KR | KROGER CO | 555,673 | $13.67M | 0.1% | $25.04 | -5.7% | COM | 501044101 |
| ZBRA | ZEBRA TECHNOLOGIES CORP | 65,046 | $13.63M | 0.1% | $142.45 | +32.1% | CL A | 989207105 |
| ORLY | O REILLY AUTOMOTIVE INC NEW | 35,088 | $13.63M | 0.1% | $20.19 | +19.8% | COM | 67103H107 |
| BDX | BECTON DICKINSON & CO | 54,418 | $13.59M | 0.1% | $208.61 | +2.0% | COM | 075887109 |
| CMA | COMERICA INC | 185,030 | $13.57M | 0.1% | $59.62 | -3.6% | COM | 200340107 |
| — | TWITTER INC | 409,941 | $13.48M | 0.1% | $30.85 | — | COM | 90184L102 |
| AEP | AMERICAN ELEC PWR CO INC | 159,886 | $13.39M | 0.1% | $59.04 | +5.8% | COM | 025537101 |
| STLD | STEEL DYNAMICS INC | 378,166 | $13.34M | 0.1% | $30.94 | -0.9% | COM | 858119100 |
| OXY | OCCIDENTAL PETE CORP | 200,645 | $13.28M | 0.1% | $57.88 | -2.4% | COM | 674599105 |
| IP | INTL PAPER CO | 286,561 | $13.26M | 0.1% | $32.43 | -2.0% | COM | 460146103 |
| BAX | BAXTER INTL INC | 162,403 | $13.21M | 0.1% | $58.95 | +8.7% | COM | 071813109 |
| CCI | CROWN CASTLE INTL CORP NEW | 102,861 | $13.17M | 0.1% | $79.20 | +10.3% | COM | 22822V101 |
| USB | US BANCORP DEL | 271,987 | $13.11M | 0.1% | $39.76 | -5.4% | COM NEW | 902973304 |
| FAF | FIRST AMERN FINL CORP | 253,736 | $13.07M | 0.1% | $43.61 | -10.0% | COM | 31847R102 |
| — | CAESARS ENTMT CORP | 9,166,638 | $13.05M | 0.1% | $1.77 | — | NOTE 5.000%10/0 | 127686AA1 |
| — | SPIRIT AEROSYSTEMS HLDGS INC | 141,170 | $12.92M | 0.1% | $89.50 | — | COM CL A | 848574109 |
| WEC | WEC ENERGY GROUP INC | 163,177 | $12.9M | 0.1% | $48.26 | +23.6% | COM | 92939U106 |
| CTSH | COGNIZANT TECHNOLOGY SOLUTIO | 177,725 | $12.88M | 0.1% | $70.42 | -10.3% | CL A | 192446102 |
| TSCO | TRACTOR SUPPLY CO | 129,544 | $12.66M | 0.1% | $13.33 | +22.6% | COM | 892356106 |
| — | HOLLYFRONTIER CORP | 253,074 | $12.47M | 0.1% | $49.16 | — | COM | 436106108 |
| — | ILLUMINA INC | 10,140,000 | $12.46M | 0.1% | $1.18 | — | NOTE 6/1 | 452327AF6 |
| BK | BANK NEW YORK MELLON CORP | 246,986 | $12.46M | 0.1% | $40.38 | +4.8% | COM | 064058100 |
| MDLZ | MONDELEZ INTL INC | 248,881 | $12.42M | 0.1% | $35.85 | +8.1% | CL A | 609207105 |
| — | JUNIPER NETWORKS INC | 465,917 | $12.33M | 0.1% | $26.53 | — | COM | 48203R104 |
| EVR | EVERCORE INC | 133,782 | $12.17M | 0.1% | $88.20 | -14.6% | CLASS A | 29977A105 |
| CSX | CSX CORP | 162,641 | $12.17M | 0.1% | $18.08 | +16.7% | COM | 126408103 |
| — | TREEHOUSE FOODS INC | 187,043 | $12.07M | 0.1% | $42.35 | — | COM | 89469A104 |
| LYV | LIVE NATION ENTERTAINMENT IN | 189,324 | $12.03M | 0.1% | $55.70 | +1.8% | COM | 538034109 |
| LPLA | LPL FINL HLDGS INC | 171,903 | $11.97M | 0.1% | $62.11 | +16.0% | COM | 50212V100 |
| D | DOMINION ENERGY INC | 156,056 | $11.96M | 0.1% | $52.46 | +2.7% | COM | 25746U109 |
| EOG | EOG RES INC | 124,765 | $11.88M | 0.1% | $79.96 | -10.1% | COM | 26875P101 |
| — | E TRADE FINANCIAL CORP | 255,587 | $11.87M | 0.1% | $46.44 | — | COM NEW | 269246401 |
| QCOM | QUALCOMM INC | 207,721 | $11.85M | 0.1% | $52.42 | -12.7% | COM | 747525103 |
| PRU | PRUDENTIAL FINL INC | 128,770 | $11.83M | 0.1% | $75.14 | -12.8% | COM | 744320102 |
| XPO | XPO LOGISTICS INC | 217,735 | $11.7M | 0.1% | $26.79 | -28.3% | COM | 983793100 |
| FIS | FIDELITY NATL INFORMATION SV | 103,439 | $11.7M | 0.1% | $86.46 | +8.1% | COM | 31620M106 |
| BAH | BOOZ ALLEN HAMILTON HLDG COR | 200,289 | $11.64M | 0.1% | $43.16 | +6.2% | CL A | 099502106 |
| — | NUANCE COMMUNICATIONS INC | 682,761 | $11.56M | 0.1% | $15.54 | — | COM | 67020Y100 |
| — | HCP INC | 364,265 | $11.4M | 0.1% | $26.73 | — | COM | 40414L109 |
| GS | GOLDMAN SACHS GROUP INC | 59,105 | $11.35M | 0.1% | $218.41 | -24.8% | COM | 38141G104 |
| — | SAREPTA THERAPEUTICS INC | 6,193,000 | $11.21M | 0.1% | $1.81 | — | DBCV 1.500%11/1 | 803607AB6 |
| AVB | AVALONBAY CMNTYS INC | 55,499 | $11.14M | 0.1% | $141.10 | +6.7% | COM | 053484101 |
| — | SUPERNUS PHARMACEUTICALS INC | 11,395,000 | $11.09M | 0.1% | $0.97 | — | NOTE 0.625% 4/0 | 868459AD0 |
| XMUIX | BLACKROCK MUNI INTER DR FD I | 800,000 | $11.02M | 0.1% | $15.20 | — | COM | 09253X102 |
| FFIV | F5 NETWORKS INC | 70,064 | $10.99M | 0.1% | $151.71 | +6.1% | COM | 315616102 |
| LUV | SOUTHWEST AIRLS CO | 210,501 | $10.93M | 0.1% | $51.14 | -5.6% | COM | 844741108 |
| — | CYPRESS SEMICONDUCTOR CORP | 10,628,000 | $10.92M | 0.1% | $0.96 | — | NOTE 2.000% 2/0 | 232806AP4 |
| CLH | CLEAN HARBORS INC | 151,766 | $10.86M | 0.1% | $60.56 | +2.0% | COM | 184496107 |
| DVN | DEVON ENERGY CORP NEW | 339,406 | $10.71M | 0.1% | $23.98 | -16.4% | COM | 25179M103 |
| SLB | SCHLUMBERGER LTD | 244,914 | $10.67M | 0.1% | $55.13 | -35.2% | COM | 806857108 |
| APD | AIR PRODS & CHEMS INC | 55,666 | $10.63M | 0.1% | $133.20 | +9.3% | COM | 009158106 |
| CI | CIGNA CORP NEW | 65,859 | $10.59M | 0.1% | $190.77 | -12.5% | COM | 125523100 |
| HOLX | HOLOGIC INC | 217,334 | $10.52M | 0.1% | $42.59 | +5.9% | COM | 436440101 |
| PHM | PULTE GROUP INC | 375,003 | $10.49M | 0.1% | $25.04 | +1.0% | COM | 745867101 |
| — | BLACKROCK INC | 24,486 | $10.46M | 0.1% | $527.31 | — | COM | 09247X101 |
| CL | COLGATE PALMOLIVE CO | 152,421 | $10.45M | 0.1% | $59.73 | -7.9% | COM | 194162103 |
| HAL | HALLIBURTON CO | 356,147 | $10.44M | 0.1% | $43.09 | -39.1% | COM | 406216101 |
| — | VARIAN MED SYS INC | 73,496 | $10.42M | 0.1% | $114.42 | — | COM | 92220P105 |
| COR | AMERISOURCEBERGEN CORP | 130,941 | $10.41M | 0.1% | $68.01 | -7.4% | COM | 03073E105 |
| DECK | DECKERS OUTDOOR CORP | 69,612 | $10.23M | 0.1% | $18.43 | +23.3% | COM | 243537107 |
| — | BERRY GLOBAL GROUP INC | 189,793 | $10.22M | 0.1% | $50.67 | — | COM | 08579W103 |
| LAMR | LAMAR ADVERTISING CO NEW | 128,769 | $10.21M | 0.1% | $67.00 | — | CL A | 512816109 |
| CME | CME GROUP INC | 62,013 | $10.21M | 0.1% | $131.94 | +4.6% | COM CL A | 12572Q105 |
| TDS | TELEPHONE & DATA SYS INC | 328,355 | $10.09M | 0.1% | $30.57 | +11.4% | COM NEW | 879433829 |
| EMR | EMERSON ELEC CO | 145,997 | $9.997M | 0.1% | $58.16 | -3.7% | COM | 291011104 |
| FITB | FIFTH THIRD BANCORP | 394,860 | $9.958M | 0.1% | $23.73 | -14.5% | COM | 316773100 |
| SWKS | SKYWORKS SOLUTIONS INC | 120,399 | $9.93M | 0.1% | $74.26 | -11.6% | COM | 83088M102 |
| MS | MORGAN STANLEY | 234,041 | $9.877M | 0.1% | $43.32 | -21.5% | COM NEW | 617446448 |
| HRB | BLOCK H & R INC | 410,360 | $9.824M | 0.1% | $20.22 | -7.2% | COM | 093671105 |
| PNC | PNC FINL SVCS GROUP INC | 79,655 | $9.77M | 0.1% | $118.19 | -18.1% | COM | 693475105 |
| TRIP | TRIPADVISOR INC | 189,883 | $9.769M | 0.1% | $48.14 | +1.2% | COM | 896945201 |
| PEG | PUBLIC SVC ENTERPRISE GRP IN | 163,838 | $9.733M | 0.1% | $38.37 | +15.4% | COM | 744573106 |
| ADI | ANALOG DEVICES INC | 92,386 | $9.726M | 0.1% | $75.83 | +16.6% | COM | 032654105 |
| CMS | CMS ENERGY CORP | 171,585 | $9.53M | 0.1% | $36.67 | +17.5% | COM | 125896100 |
| BSX | BOSTON SCIENTIFIC CORP | 245,004 | $9.403M | 0.1% | $27.66 | +38.1% | COM | 101137107 |
| — | XILINX INC | 74,130 | $9.399M | 0.1% | $86.60 | — | COM | 983919101 |
| — | COLONY CAP INC NEW | 1,760,823 | $9.368M | 0.1% | $4.93 | — | CL A COM | 19626G108 |
| PLD | PROLOGIS INC | 130,171 | $9.366M | 0.1% | $50.61 | +11.4% | COM | 74340W103 |
| DE | DEERE & CO | 58,382 | $9.332M | 0.1% | $141.83 | +1.9% | COM | 244199105 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 122,404 | $9.32M | 0.1% | $67.22 | +2.0% | COM | 45866F104 |
| KSS | KOHLS CORP | 135,366 | $9.309M | 0.1% | $63.46 | +6.9% | COM | 500255104 |
| ZBH | ZIMMER BIOMET HLDGS INC | 72,723 | $9.286M | 0.1% | $108.30 | -0.8% | COM | 98956P102 |
| GD | GENERAL DYNAMICS CORP | 54,782 | $9.274M | 0.1% | $177.80 | -19.2% | COM | 369550108 |
| — | SUNTRUST BKS INC | 156,415 | $9.268M | 0.1% | $62.40 | — | COM | 867914103 |
| HLT | HILTON WORLDWIDE HLDGS INC | 111,237 | $9.245M | 0.1% | $77.93 | -1.5% | COM | 43300A203 |
| POST | POST HLDGS INC | 84,193 | $9.211M | 0.1% | $64.62 | +1.4% | COM | 737446104 |
| SPGI | S&P GLOBAL INC | 43,470 | $9.153M | 0.1% | $172.33 | +6.0% | COM | 78409V104 |
| ECL | ECOLAB INC | 51,761 | $9.138M | 0.1% | $126.64 | +19.2% | COM | 278865100 |
| CMG | CHIPOTLE MEXICAN GRILL INC | 12,839 | $9.119M | 0.1% | $9.00 | +28.8% | COM | 169656105 |
| — | CLEVELAND CLIFFS INC | 6,667,000 | $9.119M | 0.1% | $1.09 | — | DBCV 1.500% 1/1 | 185899AA9 |
| ETR | ENTERGY CORP NEW | 94,680 | $9.054M | 0.1% | $31.53 | +11.7% | COM | 29364G103 |
| MANH | MANHATTAN ASSOCS INC | 163,531 | $9.013M | 0.1% | $49.89 | +2.5% | COM | 562750109 |
| EW | EDWARDS LIFESCIENCES CORP | 47,013 | $8.995M | 0.1% | $46.08 | +23.8% | COM | 28176E108 |
| ALSN | ALLISON TRANSMISSION HLDGS I | 200,137 | $8.991M | 0.1% | $37.70 | +12.6% | COM | 01973R101 |
| JBL | JABIL INC | 336,967 | $8.96M | 0.1% | $26.19 | -1.8% | COM | 466313103 |
| ROP | ROPER TECHNOLOGIES INC | 26,081 | $8.919M | 0.1% | $266.45 | +9.4% | COM | 776696106 |
| AIG | AMERICAN INTL GROUP INC | 205,392 | $8.844M | 0.1% | $36.08 | -1.0% | COM NEW | 026874784 |
| KLAC | KLA-TENCOR CORP | 73,865 | $8.82M | 0.1% | $98.24 | -0.2% | COM | 482480100 |
| ON | ON SEMICONDUCTOR CORP | 427,594 | $8.796M | 0.1% | $20.31 | +1.6% | COM | 682189105 |
| MRSH | MARSH & MCLENNAN COS INC | 93,397 | $8.77M | 0.1% | $73.02 | +8.6% | COM | 571748102 |
| TXT | TEXTRON INC | 171,841 | $8.706M | 0.1% | $57.71 | -11.4% | COM | 883203101 |
| LDOS | LEIDOS HLDGS INC | 135,763 | $8.702M | 0.1% | $60.67 | -9.6% | COM | 525327102 |
| EQIX | EQUINIX INC | 19,178 | $8.69M | 0.1% | $354.33 | +1.0% | COM | 29444U700 |
| DG | DOLLAR GEN CORP NEW | 72,823 | $8.688M | 0.1% | $94.72 | +12.2% | COM | 256677105 |
| SHW | SHERWIN WILLIAMS CO | 19,788 | $8.523M | 0.1% | $127.66 | +2.5% | COM | 824348106 |
| MMS | MAXIMUS INC | 119,698 | $8.496M | 0.1% | $67.46 | +3.9% | COM | 577933104 |
| DXC | DXC TECHNOLOGY CO | 131,687 | $8.468M | 0.1% | $83.42 | -26.3% | COM | 23355L106 |
| VRSN | VERISIGN INC | 46,513 | $8.445M | 0.1% | $119.76 | +42.0% | COM | 92343E102 |
| CCL | CARNIVAL CORP | 165,276 | $8.383M | 0.1% | $59.81 | -11.7% | UNIT 99/99/9999 | 143658300 |
| PPC | PILGRIMS PRIDE CORP NEW | 375,828 | $8.378M | 0.1% | $24.27 | -19.2% | COM | 72147K108 |
| — | PRICELINE GRP INC | 6,123,000 | $8.277M | 0.1% | $1.30 | — | NOTE 0.350% 6/1 | 741503AS5 |
| ITW | ILLINOIS TOOL WKS INC | 57,641 | $8.273M | 0.1% | $131.51 | -11.0% | COM | 452308109 |
| — | L BRANDS INC | 299,769 | $8.267M | 0.1% | $27.33 | — | COM | 501797104 |
| SRE | SEMPRA ENERGY | 65,650 | $8.263M | 0.1% | $43.00 | +9.6% | COM | 816851109 |
| — | NUVEEN NEW YORK AMT QLT MUNI | 648,590 | $8.25M | 0.1% | $13.51 | — | COM | 670656107 |
| UHS | UNIVERSAL HLTH SVCS INC | 61,624 | $8.244M | 0.1% | $118.76 | +7.4% | CL B | 913903100 |
| EL | LAUDER ESTEE COS INC | 49,771 | $8.24M | 0.1% | $127.79 | +5.3% | CL A | 518439104 |
| MAA | MID AMER APT CMNTYS INC | 75,328 | $8.236M | 0.1% | $76.09 | +7.1% | COM | 59522J103 |
| KMI | KINDER MORGAN INC DEL | 410,683 | $8.217M | 0.1% | $11.21 | +11.5% | COM | 49456B101 |
| WMB | WILLIAMS COS INC DEL | 285,768 | $8.207M | 0.1% | $19.19 | -4.9% | COM | 969457100 |
| — | VMWARE INC | 45,460 | $8.206M | 0.1% | $150.35 | — | CL A COM | 928563402 |
| COF | CAPITAL ONE FINL CORP | 100,394 | $8.201M | 0.1% | $85.27 | -15.3% | COM | 14040H105 |
| GDDY | GODADDY INC | 108,991 | $8.195M | 0.1% | $63.21 | +11.2% | CL A | 380237107 |
| VRTX | VERTEX PHARMACEUTICALS INC | 44,263 | $8.142M | 0.1% | $166.03 | +11.2% | COM | 92532F100 |
| OZK | BANK OZK | 280,632 | $8.132M | 0.1% | $26.05 | -10.0% | COM | 06417N103 |
| — | ARISTA NETWORKS INC | 25,833 | $8.123M | 0.1% | $210.69 | — | COM | 040413106 |
| ED | CONSOLIDATED EDISON INC | 94,018 | $7.973M | 0.1% | $58.68 | +6.3% | COM | 209115104 |
| HPQ | HP INC | 408,964 | $7.946M | 0.1% | $17.36 | -3.8% | COM | 40434L105 |
| — | EXTENDED STAY AMER INC | 440,944 | $7.915M | 0.1% | $16.80 | — | UNIT 99/99/9999B | 30224P200 |
| HUM | HUMANA INC | 29,640 | $7.884M | 0.1% | $256.22 | +5.9% | COM | 444859102 |
| — | MARATHON OIL CORP | 470,863 | $7.868M | 0.1% | $16.34 | — | COM | 565849106 |
| UGI | UGI CORP NEW | 141,404 | $7.837M | 0.1% | $53.60 | +2.1% | COM | 902681105 |
| — | DOMTAR CORP | 156,737 | $7.782M | 0.1% | $44.15 | — | COM NEW | 257559203 |
| — | ISHARES GOLD TRUST | 627,900 | $7.774M | 0.1% | $12.01 | — | ISHARES | 464285105 |
| INCY | INCYTE CORP | 89,724 | $7.717M | 0.1% | $75.15 | +8.3% | COM | 45337C102 |
| PKG | PACKAGING CORP AMER | 77,183 | $7.67M | 0.1% | $79.21 | -2.8% | COM | 695156109 |
| FDX | FEDEX CORP | 42,234 | $7.662M | 0.1% | $217.04 | -28.2% | COM | 31428X106 |
| MPT | MEDICAL PPTYS TRUST INC | 410,682 | $7.602M | 0.1% | $16.02 | — | COM | 58463J304 |
| — | DISCOVERY INC | 296,032 | $7.526M | 0.1% | $22.41 | — | COM SER C | 25470F302 |
| — | COOPER COS INC | 25,310 | $7.495M | 0.1% | $261.66 | — | COM NEW | 216648402 |
| — | NUVEEN PENNSYLVANIA QLT MUN | 563,000 | $7.437M | 0.1% | $14.14 | — | COM | 670972108 |
| ARMK | ARAMARK | 247,606 | $7.317M | 0.1% | $21.45 | -4.3% | COM | 03852U106 |
| — | ZENDESK INC | 4,990,000 | $7.292M | 0.1% | $1.46 | — | NOTE 0.250% 3/1 | 98936JAB7 |
| EPR | EPR PPTYS | 94,140 | $7.239M | 0.1% | $64.17 | — | COM SH BEN INT | 26884U109 |
| ZTS | ZOETIS INC | 71,688 | $7.217M | 0.1% | $74.07 | +16.0% | CL A | 98978V103 |
| TOL | TOLL BROTHERS INC | 199,357 | $7.217M | 0.1% | $35.94 | 0.0% | COM | 889478103 |
| AMCX | AMC NETWORKS INC | 126,526 | $7.181M | 0.1% | $59.91 | +2.6% | CL A | 00164V103 |
| XVMMX | DELAWARE INV MN MUN INC FD I | 564,399 | $7.131M | 0.1% | $15.18 | — | COM | 24610V103 |
| — | DISCOVERY INC | 263,197 | $7.111M | 0.1% | $24.91 | — | COM SER A | 25470F104 |
| AD | UNITED STATES CELLULAR CORP | 154,757 | $7.105M | 0.1% | $27.58 | +9.8% | COM | 911684108 |
| TXRH | TEXAS ROADHOUSE INC | 114,001 | $7.089M | 0.1% | $57.69 | -3.1% | COM | 882681109 |
| ESS | ESSEX PPTY TR INC | 24,361 | $7.045M | 0.1% | $188.96 | +13.7% | COM | 297178105 |
| ROST | ROSS STORES INC | 75,642 | $7.042M | 0.1% | $75.75 | +13.1% | COM | 778296103 |
| HII | HUNTINGTON INGALLS INDS INC | 33,961 | $7.037M | 0.1% | $196.77 | -10.3% | COM | 446413106 |
| KMPR | KEMPER CORP DEL | 92,066 | $7.011M | 0.1% | $72.90 | +5.2% | COM | 488401100 |
| F | FORD MTR CO DEL | 793,951 | $6.971M | 0.1% | $7.32 | -16.9% | COM | 345370860 |
| FISV | FISERV INC | 78,001 | $6.886M | 0.0% | $71.64 | +15.2% | COM | 337738108 |
| SBAC | SBA COMMUNICATIONS CORP NEW | 34,420 | $6.872M | 0.0% | $151.26 | +10.7% | CL A | 78410G104 |
| — | OWENS ILL INC | 361,230 | $6.857M | 0.0% | $18.35 | — | COM NEW | 690768403 |
| GIS | GENERAL MLS INC | 131,138 | $6.787M | 0.0% | $40.80 | -12.3% | COM | 370334104 |
| — | BB&T CORP | 145,454 | $6.768M | 0.0% | $43.39 | — | COM | 054937107 |
| GWW | GRAINGER W W INC | 22,384 | $6.735M | 0.0% | $235.02 | +15.6% | COM | 384802104 |
| — | PREMIER INC | 193,828 | $6.686M | 0.0% | $44.62 | — | CL A | 74051N102 |
| EIX | EDISON INTL | 107,366 | $6.648M | 0.0% | $44.42 | -0.7% | COM | 281020107 |
| — | ALEXION PHARMACEUTICALS INC | 49,118 | $6.64M | 0.0% | $100.92 | — | COM | 015351109 |
| OKE | ONEOK INC NEW | 94,961 | $6.632M | 0.0% | $37.30 | +11.6% | COM | 682680103 |
| — | NUTANIX INC | 6,220,000 | $6.632M | 0.0% | $1.07 | — | NOTE 1/1 | 67059NAB4 |
| PH | PARKER HANNIFIN CORP | 38,528 | $6.613M | 0.0% | $156.49 | -4.3% | COM | 701094104 |
| UTHR | UNITED THERAPEUTICS CORP DEL | 56,003 | $6.573M | 0.0% | $123.59 | -5.7% | COM | 91307C102 |
| ES | EVERSOURCE ENERGY | 92,439 | $6.559M | 0.0% | $47.54 | +13.6% | COM | 30040W108 |
| CC | CHEMOURS CO | 175,777 | $6.532M | 0.0% | $32.41 | -15.7% | COM | 163851108 |
| WHR | WHIRLPOOL CORP | 48,982 | $6.509M | 0.0% | $138.92 | -4.9% | COM | 963320106 |
| — | FORTIVE CORP | 6,123 | $6.424M | 0.0% | $1077.11 | — | 5% PFD CNV SER A | 34959J207 |
| TAP | MOLSON COORS BREWING CO | 107,507 | $6.413M | 0.0% | $55.10 | -6.9% | CL B | 60871R209 |
| CNDT | CONDUENT INC | 462,020 | $6.39M | 0.0% | $18.84 | -29.4% | COM | 206787103 |
| MGM | MGM RESORTS INTERNATIONAL | 248,700 | $6.381M | 0.0% | $28.95 | -7.6% | COM | 552953101 |
| — | TD AMERITRADE HLDG CORP | 127,259 | $6.361M | 0.0% | $49.98 | — | COM | 87236Y108 |
| MAS | MASCO CORP | 161,282 | $6.34M | 0.0% | $31.47 | +1.4% | COM | 574599106 |
| PPG | PPG INDS INC | 56,151 | $6.338M | 0.0% | $98.84 | -5.0% | COM | 693506107 |
| CABO | CABLE ONE INC | 6,422 | $6.303M | 0.0% | $803.42 | +3.7% | COM | 12685J105 |
| — | TELADOC HEALTH INC | 4,223,000 | $6.29M | 0.0% | $1.37 | — | NOTE 3.000%12/1 | 87918AAB1 |
| PEB | PEBBLEBROOK HOTEL TR | 202,458 | $6.288M | 0.0% | $30.19 | — | COM | 70509V100 |
| VRSK | VERISK ANALYTICS INC | 47,217 | $6.28M | 0.0% | $104.83 | +11.0% | COM | 92345Y106 |
| — | SPRINT CORPORATION | 1,110,623 | $6.275M | 0.0% | $6.04 | — | COM | 85207U105 |
| HYMB | SPDR SERIES TRUST | 108,515 | $6.235M | 0.0% | $57.10 | — | NUV HGHYLD MUN | 78464A284 |
| FICO | FAIR ISAAC CORP | 22,932 | $6.229M | 0.0% | $218.66 | +7.5% | COM | 303250104 |
| YUM | YUM BRANDS INC | 61,632 | $6.151M | 0.0% | $71.64 | +16.5% | COM | 988498101 |
| ADSK | AUTODESK INC | 39,462 | $6.149M | 0.0% | $135.43 | +10.4% | COM | 052769106 |
| BHF | BRIGHTHOUSE FINL INC | 169,402 | $6.148M | 0.0% | $38.96 | -3.8% | COM | 10922N103 |
| — | ZILLOW GROUP INC | 5,993,000 | $6.119M | 0.0% | $1.10 | — | NOTE 2.000%12/0 | 98954MAB7 |
| O | REALTY INCOME CORP | 82,675 | $6.082M | 0.0% | $37.93 | +25.4% | COM | 756109104 |
| STT | STATE STR CORP | 92,306 | $6.075M | 0.0% | $78.42 | -29.4% | COM | 857477103 |
| SLGN | SILGAN HOLDINGS INC | 204,427 | $6.057M | 0.0% | $26.52 | +4.0% | COM | 827048109 |
| — | BLACKROCK MUNIYLD MICH QLTY | 451,928 | $6.038M | 0.0% | $15.21 | — | COM | 09254V105 |
| NTRS | NORTHERN TR CORP | 66,583 | $6.02M | 0.0% | $83.31 | -12.4% | COM | 665859104 |
| ZD | J2 GLOBAL INC | 68,841 | $5.962M | 0.0% | $67.48 | +2.3% | COM | 48123V102 |
| NWSA | NEWS CORP NEW | 479,239 | $5.962M | 0.0% | $12.42 | -5.9% | CL A | 65249B109 |
| — | ABIOMED INC | 20,693 | $5.91M | 0.0% | $325.05 | — | COM | 003654100 |
| — | LIVE NATION ENTERTAINMENT IN | 5,072,000 | $5.861M | 0.0% | $1.16 | — | NOTE 2.500% 3/1 | 538034AQ2 |
| XENWX | EATON VANCE NEW YORK MUN BD | 494,730 | $5.813M | 0.0% | $14.03 | — | COM | 27827Y109 |
| — | PIONEER NAT RES CO | 38,115 | $5.804M | 0.0% | $169.92 | — | COM | 723787107 |
| LNC | LINCOLN NATL CORP IND | 98,777 | $5.799M | 0.0% | $47.15 | -8.4% | COM | 534187109 |
| PK | PARK HOTELS RESORTS INC | 186,104 | $5.784M | 0.0% | $28.84 | — | COM | 700517105 |
| PTEN | PATTERSON UTI ENERGY INC | 412,265 | $5.78M | 0.0% | $18.32 | -28.4% | COM | 703481101 |
| PNW | PINNACLE WEST CAP CORP | 60,390 | $5.772M | 0.0% | $62.80 | +7.9% | COM | 723484101 |
| BRKR | BRUKER CORP | 149,726 | $5.756M | 0.0% | $30.80 | +14.5% | COM | 116794108 |
| — | WRIGHT MED GROUP INC | 5,098,000 | $5.743M | 0.0% | $1.05 | — | NOTE 2.000% 2/1 | 98235TAE7 |
| MSI | MOTOROLA SOLUTIONS INC | 40,700 | $5.715M | 0.0% | $99.63 | +18.8% | COM NEW | 620076307 |
| PPL | PPL CORP | 179,132 | $5.686M | 0.0% | $21.76 | +6.2% | COM | 69351T106 |
| AYI | ACUITY BRANDS INC | 47,371 | $5.685M | 0.0% | $136.88 | -11.2% | COM | 00508Y102 |
| — | ACTIVISION BLIZZARD INC | 124,391 | $5.663M | 0.0% | $65.49 | — | COM | 00507V109 |
| HIG | HARTFORD FINL SVCS GROUP INC | 113,145 | $5.626M | 0.0% | $43.37 | -6.0% | COM | 416515104 |
| — | CIT GROUP INC | 116,593 | $5.593M | 0.0% | $46.40 | — | COM NEW | 125581801 |
| CHD | CHURCH & DWIGHT INC | 78,077 | $5.562M | 0.0% | $54.76 | +10.7% | COM | 171340102 |
| RRX | REGAL BELOIT CORP | 67,821 | $5.552M | 0.0% | $78.81 | +0.1% | COM | 758750103 |
| CLX | CLOROX CO DEL | 34,539 | $5.542M | 0.0% | $114.93 | +10.4% | COM | 189054109 |
| AJG | GALLAGHER ARTHUR J & CO | 70,741 | $5.525M | 0.0% | $60.78 | +16.1% | COM | 363576109 |
| SNDR | SCHNEIDER NATIONAL INC | 261,410 | $5.502M | 0.0% | $21.44 | -0.2% | CL B | 80689H102 |
| — | CYPRESS SEMICONDUCTOR CORP | 367,574 | $5.485M | 0.0% | $14.78 | — | COM | 232806109 |
| — | CONTINENTAL RESOURCES INC | 122,490 | $5.484M | 0.0% | $57.81 | — | COM | 212015101 |
| GHC | GRAHAM HLDGS CO | 7,980 | $5.452M | 0.0% | $573.91 | +8.7% | COM | 384637104 |
| — | FIRST DATA CORP NEW | 207,204 | $5.443M | 0.0% | $21.62 | — | COM CL A | 32008D106 |
| EEFT | EURONET WORLDWIDE INC | 37,953 | $5.411M | 0.0% | $87.14 | +43.1% | COM | 298736109 |
| BKR | BAKER HUGHES A GE CO | 195,088 | $5.407M | 0.0% | $25.26 | -17.8% | CL A | 05722G100 |
| — | INDEXIQ ETF TR | 200,025 | $5.391M | 0.0% | $25.64 | — | IQ 500 INT ETF | 45409B362 |
| NOW | SERVICENOW INC | 21,836 | $5.382M | 0.0% | $36.16 | +21.6% | COM | 81762P102 |
| VST | VISTRA ENERGY CORP | 206,688 | $5.38M | 0.0% | $20.53 | +5.2% | COM | 92840M102 |
| DVA | DAVITA INC | 98,519 | $5.348M | 0.0% | $61.57 | -10.1% | COM | 23918K108 |
| URBN | URBAN OUTFITTERS INC | 178,560 | $5.293M | 0.0% | $33.07 | -6.9% | COM | 917047102 |
| — | DISH NETWORK CORP | 165,245 | $5.236M | 0.0% | $35.47 | — | CL A | 25470M109 |
| ALK | ALASKA AIR GROUP INC | 93,060 | $5.223M | 0.0% | $60.79 | -2.0% | COM | 011659109 |
| SYY | SYSCO CORP | 78,062 | $5.211M | 0.0% | $49.90 | +8.5% | COM | 871829107 |
| MAR | MARRIOTT INTL INC NEW | 41,626 | $5.207M | 0.0% | $131.25 | -15.0% | CL A | 571903202 |
| CSL | CARLISLE COS INC | 42,312 | $5.188M | 0.0% | $106.13 | 0.0% | COM | 142339100 |
| NUE | NUCOR CORP | 88,897 | $5.187M | 0.0% | $53.42 | -5.1% | COM | 670346105 |
| — | NEW YORK CMNTY BANCORP INC | 447,400 | $5.176M | 0.0% | $11.19 | — | COM | 649445103 |
| XYZ | SQUARE INC | 68,804 | $5.155M | 0.0% | $50.34 | +44.0% | CL A | 852234103 |
| — | CORELOGIC INC | 137,890 | $5.138M | 0.0% | $47.24 | — | COM | 21871D103 |
| — | ANADARKO PETE CORP | 111,720 | $5.081M | 0.0% | $43.90 | — | COM | 032511107 |
| ADT | ADT INC | 794,009 | $5.074M | 0.0% | $5.85 | -2.4% | COM | 00090Q103 |
| MTD | METTLER TOLEDO INTERNATIONAL | 7,013 | $5.07M | 0.0% | $638.32 | +1.8% | COM | 592688105 |
| SATS | ECHOSTAR CORP | 138,432 | $5.046M | 0.0% | $34.30 | -8.1% | CL A | 278768106 |
| IRM | IRON MTN INC NEW | 142,308 | $5.046M | 0.0% | $23.49 | +4.1% | COM | 46284V101 |
| GPC | GENUINE PARTS CO | 44,614 | $4.998M | 0.0% | $78.90 | +7.4% | COM | 372460105 |
| — | TORCHMARK CORP | 60,966 | $4.996M | 0.0% | $83.25 | — | COM | 891027104 |
| HPE | HEWLETT PACKARD ENTERPRISE C | 323,084 | $4.985M | 0.0% | $13.21 | -6.4% | COM | 42824C109 |
| HUN | HUNTSMAN CORP | 218,979 | $4.925M | 0.0% | $27.49 | -18.1% | COM | 447011107 |
| VISN | COMMSCOPE HLDG CO INC | 226,522 | $4.922M | 0.0% | $22.96 | -8.4% | COM | 20337X109 |
| MCO | MOODYS CORP | 27,163 | $4.919M | 0.0% | $151.25 | +2.4% | COM | 615369105 |
| ULTA | ULTA BEAUTY INC | 14,008 | $4.886M | 0.0% | $262.14 | +15.4% | COM | 90384S303 |
| EXAS | EXACT SCIENCES CORP | 56,278 | $4.875M | 0.0% | $68.63 | +24.0% | COM | 30063P105 |
| TDG | TRANSDIGM GROUP INC | 10,586 | $4.806M | 0.0% | $245.19 | +22.9% | COM | 893641100 |
| — | HOSPITALITY PPTYS TR | 182,645 | $4.805M | 0.0% | $25.50 | — | COM SH BEN INT | 44106M102 |
| EA | ELECTRONIC ARTS INC | 46,901 | $4.766M | 0.0% | $116.94 | -21.2% | COM | 285512109 |
| WAT | WATERS CORP | 18,873 | $4.75M | 0.0% | $197.68 | +15.3% | COM | 941848103 |
| OLN | OLIN CORP | 204,862 | $4.741M | 0.0% | $19.06 | +3.5% | COM PAR $1 | 680665205 |
| — | RED HAT INC | 25,907 | $4.733M | 0.0% | $165.51 | — | COM | 756577102 |
| STZ | CONSTELLATION BRANDS INC | 26,812 | $4.701M | 0.0% | $191.82 | -21.5% | CL A | 21036P108 |
| LEA | LEAR CORP | 34,597 | $4.695M | 0.0% | $127.17 | 0.0% | COM NEW | 521865204 |
| ESI | ELEMENT SOLUTIONS INC | 462,918 | $4.676M | 0.0% | $10.31 | 0.0% | COM | 28618M106 |
| APH | AMPHENOL CORP NEW | 49,401 | $4.666M | 0.0% | $20.06 | +4.3% | CL A | 032095101 |
| — | HANESBRANDS INC | 260,823 | $4.664M | 0.0% | $17.99 | — | COM | 410345102 |
| FE | FIRSTENERGY CORP | 111,867 | $4.655M | 0.0% | $25.33 | +18.5% | COM | 337932107 |
| — | APACHE CORP | 133,445 | $4.625M | 0.0% | $27.59 | — | COM | 037411105 |
| KHC | KRAFT HEINZ CO | 140,594 | $4.59M | 0.0% | $45.73 | -36.4% | COM | 500754106 |
| CINF | CINCINNATI FINL CORP | 53,433 | $4.59M | 0.0% | $61.94 | +11.5% | COM | 172062101 |
| SLM | SLM CORP | 462,082 | $4.579M | 0.0% | $10.35 | 0.0% | COM | 78442P106 |
| CTAS | CINTAS CORP | 22,580 | $4.564M | 0.0% | $40.73 | +11.3% | COM | 172908105 |
| — | CERNER CORP | 78,943 | $4.517M | 0.0% | $58.07 | — | COM | 156782104 |
| CACI | CACI INTL INC | 24,691 | $4.495M | 0.0% | $170.17 | +0.1% | CL A | 127190304 |
| PAYX | PAYCHEX INC | 55,854 | $4.48M | 0.0% | $53.80 | +12.4% | COM | 704326107 |
| — | EQUITRANS MIDSTREAM CORPORAT | 205,078 | $4.467M | 0.0% | $20.68 | — | COM | 294600101 |
| VFC | V F CORP | 51,273 | $4.456M | 0.0% | $72.49 | +7.6% | COM | 918204108 |
| DLR | DIGITAL RLTY TR INC | 37,440 | $4.455M | 0.0% | $81.31 | +7.9% | COM | 253868103 |
| ELS | EQUITY LIFESTYLE PPTYS INC | 38,167 | $4.363M | 0.0% | $102.14 | — | COM | 29472R108 |
| ADM | ARCHER DANIELS MIDLAND CO | 101,026 | $4.357M | 0.0% | $37.72 | -7.5% | COM | 039483102 |
| RES | RPC INC | 381,771 | $4.356M | 0.0% | $9.70 | 0.0% | COM | 749660106 |
| — | TOTAL SYS SVCS INC | 44,503 | $4.228M | 0.0% | $87.25 | — | COM | 891906109 |
| JLL | JONES LANG LASALLE INC | 27,412 | $4.226M | 0.0% | $157.80 | -5.3% | COM | 48020Q107 |
| IWM | ISHARES TR | 27,098 | $4.148M | 0.0% | $139.49 | — | RUSSELL 2000 ETF | 464287655 |
| — | DISH NETWORK CORP | 5,000,000 | $4.143M | 0.0% | $0.83 | — | NOTE 2.375% 3/1 | 25470MAD1 |
| AMD | ADVANCED MICRO DEVICES INC | 161,592 | $4.124M | 0.0% | $21.62 | +5.0% | COM | 007903107 |
| DLTR | DOLLAR TREE INC | 39,210 | $4.119M | 0.0% | $104.15 | -5.7% | COM | 256746108 |
| AWK | AMERICAN WTR WKS CO INC NEW | 39,024 | $4.068M | 0.0% | $80.17 | +7.6% | COM | 030420103 |
| EHC | ENCOMPASS HEALTH CORP | 69,307 | $4.048M | 0.0% | $49.16 | -5.6% | COM | 29261A100 |
| BXP | BOSTON PROPERTIES INC | 30,226 | $4.047M | 0.0% | $85.87 | +7.9% | COM | 101121101 |
| — | APARTMENT INVT & MGMT CO | 79,452 | $3.995M | 0.0% | $50.28 | — | CL A | 03748R754 |
| — | NUVEEN MICHIGAN QLT MUN INC | 300,000 | $3.972M | 0.0% | $14.56 | — | COM | 670979103 |
| EXR | EXTRA SPACE STORAGE INC | 38,972 | $3.972M | 0.0% | $66.98 | +10.8% | COM | 30225T102 |
| MTB | M & T BK CORP | 25,283 | $3.97M | 0.0% | $144.26 | -8.6% | COM | 55261F104 |
| FNF | FIDELITY NATIONAL FINANCIAL | 108,124 | $3.952M | 0.0% | $25.17 | -1.3% | FNF GROUP COM | 31620R303 |
| AIZ | ASSURANT INC | 41,565 | $3.945M | 0.0% | $85.08 | +0.3% | COM | 04621X108 |
| — | FLEETCOR TECHNOLOGIES INC | 15,924 | $3.927M | 0.0% | $231.16 | — | COM | 339041105 |
| WY | WEYERHAEUSER CO | 148,287 | $3.906M | 0.0% | $25.91 | -25.5% | COM | 962166104 |
| PFG | PRINCIPAL FINL GROUP INC | 76,377 | $3.833M | 0.0% | $44.28 | -14.4% | COM | 74251V102 |
| FTV | FORTIVE CORP | 44,697 | $3.75M | 0.0% | $46.07 | +2.8% | COM | 34959J108 |
| — | SPIRIT RLTY CAP INC NEW | 94,314 | $3.748M | 0.0% | $35.24 | — | COM NEW | 84860W300 |
| TEX | TEREX CORP NEW | 116,548 | $3.745M | 0.0% | $40.90 | -22.5% | COM | 880779103 |
| — | SITE CENTERS CORP | 274,382 | $3.737M | 0.0% | $11.07 | — | COM | 82981J109 |
| — | BLACKROCK MUN 2030 TAR TERM | 167,704 | $3.73M | 0.0% | $24.26 | — | COM SHS BEN IN | 09257P105 |
| — | ALLEGHANY CORP DEL | 6,076 | $3.72M | 0.0% | $623.27 | — | COM | 017175100 |
| TROW | PRICE T ROWE GROUP INC | 36,495 | $3.653M | 0.0% | $82.10 | -10.8% | COM | 74144T108 |
| SWK | STANLEY BLACK & DECKER INC | 26,731 | $3.64M | 0.0% | $127.32 | -16.2% | COM | 854502101 |
| ORI | OLD REP INTL CORP | 172,584 | $3.61M | 0.0% | $11.62 | +1.4% | COM | 680223104 |
| — | BROOKFIELD PROPERTY REIT INC | 176,081 | $3.608M | 0.0% | $20.49 | — | CL A | 11282X103 |
| CNA | CNA FINL CORP | 83,070 | $3.601M | 0.0% | $29.54 | -8.9% | COM | 126117100 |
| MAN | MANPOWERGROUP INC | 43,541 | $3.6M | 0.0% | $91.85 | -14.2% | COM | 56418H100 |
| — | MARRIOTT VACTINS WORLDWID CO | 3,753,000 | $3.567M | 0.0% | $0.86 | — | NOTE 1.500% 9/1 | 57164YAB3 |
| KIM | KIMCO RLTY CORP | 191,657 | $3.546M | 0.0% | $11.25 | +10.7% | COM | 49446R109 |
| — | CONCHO RES INC | 31,893 | $3.539M | 0.0% | $148.47 | — | COM | 20605P101 |
| DKS | DICKS SPORTING GOODS INC | 96,085 | $3.537M | 0.0% | $26.77 | +7.3% | COM | 253393102 |
| NTAP | NETAPP INC | 51,010 | $3.537M | 0.0% | $51.95 | +2.7% | COM | 64110D104 |
| CBOE | CBOE GLOBAL MARKETS INC | 37,010 | $3.533M | 0.0% | $96.86 | -10.6% | COM | 12503M108 |
| DOV | DOVER CORP | 37,623 | $3.529M | 0.0% | $70.70 | +10.6% | COM | 260003108 |
| ACA | ARCOSA INC | 115,397 | $3.526M | 0.0% | $26.73 | +11.5% | COM | 039653100 |
| — | MACQUARIE INFRASTRUCTURE COR | 85,290 | $3.516M | 0.0% | $41.22 | — | COM | 55608B105 |
| — | CYPRESS SEMICONDUCTOR CORP | 2,731,000 | $3.491M | 0.0% | $1.36 | — | NOTE 4.500% 1/1 | 232806AM1 |
| CBRL | CRACKER BARREL OLD CTRY STOR | 21,424 | $3.462M | 0.0% | $124.06 | +0.7% | COM | 22410J106 |
| MNST | MONSTER BEVERAGE CORP NEW | 63,372 | $3.459M | 0.0% | $31.08 | -8.3% | COM | 61174X109 |
| FCX | FREEPORT-MCMORAN INC | 266,906 | $3.44M | 0.0% | $16.86 | -34.1% | CL B | 35671D857 |
| ATHM | AUTOHOME INC | 32,700 | $3.437M | 0.0% | $105.11 | — | SP ADR RP CL A | 05278C107 |
| — | QURATE RETAIL INC | 214,832 | $3.433M | 0.0% | $21.22 | — | COM SER A | 74915M100 |
| MKSI | MKS INSTRUMENT INC | 36,655 | $3.411M | 0.0% | $102.25 | -25.3% | COM | 55306N104 |
| GPN | GLOBAL PMTS INC | 24,960 | $3.407M | 0.0% | $106.18 | +8.9% | COM | 37940X102 |
| BR | BROADRIDGE FINL SOLUTIONS IN | 32,843 | $3.405M | 0.0% | $108.54 | -17.9% | COM | 11133T103 |
| AME | AMETEK INC NEW | 40,920 | $3.396M | 0.0% | $68.37 | +6.1% | COM | 031100100 |
| CE | CELANESE CORP DEL | 34,261 | $3.379M | 0.0% | $85.53 | +0.8% | COM | 150870103 |
| CFG | CITIZENS FINL GROUP INC | 103,513 | $3.364M | 0.0% | $30.54 | -16.1% | COM | 174610105 |
| NWS | NEWS CORP NEW | 266,816 | $3.332M | 0.0% | $12.89 | -7.9% | CL B | 65249B208 |
| OSK | OSHKOSH CORP | 44,248 | $3.324M | 0.0% | $57.94 | +13.9% | COM | 688239201 |
| IONS | IONIS PHARMACEUTICALS INC | 40,821 | $3.314M | 0.0% | $53.38 | +20.8% | COM | 462222100 |
| BURL | BURLINGTON STORES INC | 21,139 | $3.312M | 0.0% | $145.02 | +11.2% | COM | 122017106 |
| EFA | ISHARES TR | 50,250 | $3.259M | 0.0% | $64.86 | — | MSCI EAFE ETF | 464287465 |
| — | DELAWARE INVT NAT MUNI INC F | 256,199 | $3.251M | 0.0% | $14.77 | — | SH BEN INT | 24610T108 |
| OGE | OGE ENERGY CORP | 75,180 | $3.242M | 0.0% | $38.39 | +7.9% | COM | 670837103 |
| — | BLACKROCK FLA MUN 2020 TERM | 222,342 | $3.182M | 0.0% | $15.30 | — | COM SHS | 09250M109 |
| — | OUTFRONT MEDIA INC | 135,843 | $3.179M | 0.0% | $21.81 | — | COM | 69007J106 |
| WLK | WESTLAKE CHEM CORP | 46,726 | $3.17M | 0.0% | $98.39 | -34.2% | COM | 960413102 |
| NEM | NEWMONT MNG CORP | 87,685 | $3.136M | 0.0% | $30.97 | -11.7% | COM | 651639106 |
| RMD | RESMED INC | 29,958 | $3.114M | 0.0% | $92.50 | +4.9% | COM | 761152107 |
| KEY | KEYCORP NEW | 196,335 | $3.092M | 0.0% | $14.10 | -15.1% | COM | 493267108 |
| — | MFS MUN INCOME TR | 446,137 | $3.087M | 0.0% | $7.24 | — | SH BEN INT | 552738106 |
| PBF | PBF ENERGY INC | 98,880 | $3.079M | 0.0% | $33.38 | +0.7% | CL A | 69318G106 |
| WDAY | WORKDAY INC | 15,883 | $3.063M | 0.0% | $181.88 | 0.0% | CL A | 98138H101 |
| — | L3 TECHNOLOGIES INC | 14,801 | $3.054M | 0.0% | $207.65 | — | COM | 502413107 |
| — | INDEXIQ ETF TR | 120,000 | $3.041M | 0.0% | $25.14 | — | IQ SHORT DURAT | 45409B339 |
| EEM | ISHARES TR | 70,780 | $3.038M | 0.0% | $42.92 | — | MSCI EMG MKT ETF | 464287234 |
| ALGN | ALIGN TECHNOLOGY INC | 10,675 | $3.036M | 0.0% | $252.66 | -5.5% | COM | 016255101 |
| SNPS | SYNOPSYS INC | 26,117 | $3.007M | 0.0% | $89.77 | +10.4% | COM | 871607107 |
| IDXX | IDEXX LABS INC | 13,424 | $3.002M | 0.0% | $185.49 | +11.3% | COM | 45168D104 |
| SFM | SPROUTS FMRS MKT INC | 137,563 | $2.963M | 0.0% | $26.03 | -9.9% | COM | 85208M102 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 33,122 | $2.942M | 0.0% | $95.13 | -2.6% | COM | 09061G101 |
| MCHP | MICROCHIP TECHNOLOGY INC | 34,642 | $2.874M | 0.0% | $39.79 | -8.5% | COM | 595017104 |
| USFD | US FOODS HLDG CORP | 82,212 | $2.87M | 0.0% | $34.34 | -0.1% | COM | 912008109 |
| UDR | UDR INC | 62,900 | $2.859M | 0.0% | $28.98 | +16.6% | COM | 902653104 |
| — | MATCH GROUP INC | 50,447 | $2.856M | 0.0% | $53.19 | — | COM | 57665R106 |
| FHB | FIRST HAWAIIAN INC | 107,721 | $2.806M | 0.0% | $18.92 | 0.0% | COM | 32051X108 |
| FOXA | FOX CORP | 76,283 | $2.801M | 0.0% | $35.41 | 0.0% | CL A COM | 35137L105 |
| — | NOVAVAX INC | 7,625,000 | $2.783M | 0.0% | $0.62 | — | NOTE 3.750% 2/0 | 670002AB0 |
| PVH | PVH CORP | 22,704 | $2.769M | 0.0% | $126.75 | -14.5% | COM | 693656100 |
| CBRE | CBRE GROUP INC | 55,910 | $2.765M | 0.0% | $46.65 | +0.6% | CL A | 12504L109 |
| — | UBIQUITI NETWORKS INC | 18,441 | $2.761M | 0.0% | $99.41 | — | COM | 90347A100 |
| MKC | MCCORMICK & CO INC | 18,292 | $2.756M | 0.0% | $46.07 | +28.3% | COM NON VTG | 579780206 |
| — | HARRIS CORP DEL | 17,165 | $2.742M | 0.0% | $161.29 | — | COM | 413875105 |
| — | INTERPUBLIC GROUP COS INC | 130,461 | $2.741M | 0.0% | $17.07 | -1.2% | COM | 460690100 |
| — | WYNDHAM DESTINATIONS INC | 67,578 | $2.737M | 0.0% | $40.50 | — | COM | 98310W108 |
| — | ADVANCED MICRO DEVICES INC | 827,000 | $2.704M | 0.0% | $1.30 | — | NOTE 2.125% 9/0 | 007903BD8 |
| FAST | FASTENAL CO | 42,014 | $2.702M | 0.0% | $11.23 | +12.5% | COM | 311900104 |
| FRCB | FIRST REP BK SAN FRANCISCO C | 26,546 | $2.667M | 0.0% | $94.07 | +1.9% | COM | 33616C100 |
| — | CENTERPOINT ENERGY INC | 50,200 | $2.666M | 0.0% | $50.44 | — | DEP RP PFD CV B | 15189T503 |
| CRI | CARTERS INC | 26,335 | $2.654M | 0.0% | $71.95 | 0.0% | COM | 146229109 |
| HUBB | HUBBELL INC | 22,315 | $2.634M | 0.0% | $98.03 | +0.9% | COM | 443510607 |
| ARE | ALEXANDRIA REAL ESTATE EQ IN | 18,388 | $2.621M | 0.0% | $93.55 | +8.6% | COM | 015271109 |
| HSY | HERSHEY CO | 22,792 | $2.618M | 0.0% | $86.45 | +7.4% | COM | 427866108 |
| — | CBS CORP NEW | 54,909 | $2.61M | 0.0% | $47.71 | — | CL B | 124857202 |
| — | ANSYS INC | 14,175 | $2.59M | 0.0% | $157.86 | — | COM | 03662Q105 |
| HP | HELMERICH & PAYNE INC | 46,035 | $2.557M | 0.0% | $60.14 | -9.4% | COM | 423452101 |
| ASHR | DBX ETF TR | 88,781 | $2.551M | 0.0% | $28.73 | — | XTRACK HRVST CSI | 233051879 |
| CPT | CAMDEN PPTY TR | 24,895 | $2.527M | 0.0% | $71.99 | +5.6% | SH BEN INT | 133131102 |
| — | GENESEE & WYO INC | 28,913 | $2.52M | 0.0% | $81.32 | — | CL A | 371559105 |
| XRAY | DENTSPLY SIRONA INC | 50,744 | $2.517M | 0.0% | $47.51 | -7.3% | COM | 24906P109 |
| STWD | STARWOOD PPTY TR INC | 112,083 | $2.505M | 0.0% | $22.35 | — | COM | 85571B105 |
| KEYS | KEYSIGHT TECHNOLOGIES INC | 28,634 | $2.497M | 0.0% | $60.17 | +29.0% | COM | 49338L103 |
| — | NUVEEN MARYLAND QLT MUN INC | 200,000 | $2.494M | 0.0% | $13.95 | — | COM | 67061Q107 |
| MSCI | MSCI INC | 12,445 | $2.474M | 0.0% | $145.67 | +11.4% | COM | 55354G100 |
| CASY | CASEYS GEN STORES INC | 19,120 | $2.462M | 0.0% | $121.10 | +3.1% | COM | 147528103 |
| CHRW | C H ROBINSON WORLDWIDE INC | 28,307 | $2.462M | 0.0% | $76.07 | -2.1% | COM NEW | 12541W209 |
| — | AMERICAN CAMPUS CMNTYS INC | 51,580 | $2.454M | 0.0% | $42.42 | — | COM | 024835100 |
| BFH | ALLIANCE DATA SYSTEMS CORP | 13,895 | $2.432M | 0.0% | $138.21 | -12.9% | COM | 018581108 |
| IT | GARTNER INC | 15,978 | $2.424M | 0.0% | $127.07 | +9.2% | COM | 366651107 |
| REZI | RESIDEO TECHNOLOGIES INC | 125,599 | $2.423M | 0.0% | $21.76 | +1.8% | COM | 76118Y104 |
| NJR | NEW JERSEY RES | 48,274 | $2.404M | 0.0% | $36.74 | +1.1% | COM | 646025106 |
| EMN | EASTMAN CHEMICAL CO | 31,001 | $2.353M | 0.0% | $75.11 | -17.3% | COM | 277432100 |
| PFGC | PERFORMANCE FOOD GROUP CO | 59,300 | $2.351M | 0.0% | $34.97 | +4.8% | COM | 71377A103 |
| CPB | CAMPBELL SOUP CO | 61,623 | $2.349M | 0.0% | $31.58 | -10.9% | COM | 134429109 |
| UNM | UNUM GROUP | 69,422 | $2.348M | 0.0% | $40.69 | -14.4% | COM | 91529Y106 |
| EVRG | EVERGY INC | 40,227 | $2.335M | 0.0% | $40.26 | +8.5% | COM | 30034W106 |
| VMC | VULCAN MATLS CO | 19,559 | $2.316M | 0.0% | $116.68 | -12.8% | COM | 929160109 |
| WCC | WESCO INTL INC | 43,316 | $2.296M | 0.0% | $51.09 | +0.6% | COM | 95082P105 |
| SCI | SERVICE CORP INTL | 57,072 | $2.291M | 0.0% | $42.62 | -2.1% | COM | 817565104 |
| — | BLACKROCK MUNIHLDGS NJ QLTY | 166,407 | $2.276M | 0.0% | $14.78 | — | COM | 09254X101 |
| RF | REGIONS FINL CORP NEW | 160,712 | $2.274M | 0.0% | $13.90 | -17.0% | COM | 7591EP100 |
| WRB | BERKLEY W R CORP | 26,615 | $2.255M | 0.0% | $19.20 | +5.5% | COM | 084423102 |
| THO | THOR INDS INC | 36,122 | $2.253M | 0.0% | $82.90 | -34.0% | COM | 885160101 |
| FANG | DIAMONDBACK ENERGY INC | 22,156 | $2.25M | 0.0% | $86.64 | -8.2% | COM | 25278X109 |
| FTDR | FRONTDOOR INC | 65,307 | $2.248M | 0.0% | $29.60 | +3.2% | COM | 35905A109 |
| VNO | VORNADO RLTY TR | 33,179 | $2.237M | 0.0% | $67.33 | — | SH BEN INT | 929042109 |
| — | WABCO HLDGS INC | 16,922 | $2.231M | 0.0% | $128.43 | — | COM | 92927K102 |
| — | LABORATORY CORP AMER HLDGS | 14,554 | $2.226M | 0.0% | $161.76 | — | COM NEW | 50540R409 |
| — | IBERIABANK CORP | 30,914 | $2.217M | 0.0% | $78.00 | — | COM | 450828108 |
| RHP | RYMAN HOSPITALITY PPTYS INC | 26,898 | $2.212M | 0.0% | $77.46 | — | COM | 78377T107 |
| — | SENIOR HSG PPTYS TR | 187,279 | $2.206M | 0.0% | $17.56 | — | SH BEN INT | 81721M109 |
| COLD | AMERICOLD RLTY TR | 71,200 | $2.172M | 0.0% | $26.53 | — | COM | 03064D108 |
| — | VEREIT INC | 259,190 | $2.17M | 0.0% | $7.10 | — | COM | 92339V100 |
| — | MAXIM INTEGRATED PRODS INC | 40,536 | $2.155M | 0.0% | $50.84 | — | COM | 57772K101 |
| TTC | TORO CO | 31,241 | $2.151M | 0.0% | $58.08 | +9.3% | COM | 891092108 |
| L | LOEWS CORP | 44,840 | $2.149M | 0.0% | $48.58 | -5.7% | COM | 540424108 |
| APLE | APPLE HOSPITALITY REIT INC | 130,408 | $2.126M | 0.0% | $17.38 | — | COM NEW | 03784Y200 |
| — | KELLOGG CO | 36,967 | $2.121M | 0.0% | $47.27 | -12.3% | COM | 487836108 |
| DK | DELEK US HLDGS INC NEW | 58,219 | $2.121M | 0.0% | $28.31 | -5.1% | COM | 24665A103 |
| FCN | FTI CONSULTING INC | 27,479 | $2.111M | 0.0% | $65.36 | +8.0% | COM | 302941109 |
| — | AMEDISYS INC | 17,000 | $2.095M | 0.0% | $117.33 | — | COM | 023436108 |
| — | WHITING PETE CORP NEW | 2,160,000 | $2.093M | 0.0% | $0.95 | — | NOTE 1.250% 4/0 | 966387AL6 |
| LEN | LENNAR CORP | 42,613 | $2.092M | 0.0% | $55.25 | -24.7% | CL A | 526057104 |
| EFX | EQUIFAX INC | 17,588 | $2.084M | 0.0% | $111.89 | -9.9% | COM | 294429105 |
| WDC | WESTERN DIGITAL CORP | 43,319 | $2.081M | 0.0% | $61.23 | -47.1% | COM | 958102105 |
| DHI | D R HORTON INC | 50,118 | $2.074M | 0.0% | $42.61 | -14.6% | COM | 23331A109 |
| XYL | XYLEM INC | 26,237 | $2.074M | 0.0% | $66.96 | +0.4% | COM | 98419M100 |
| NDAQ | NASDAQ INC | 23,703 | $2.073M | 0.0% | $24.89 | +3.3% | COM | 631103108 |
| GNRC | GENERAC HLDGS INC | 40,223 | $2.061M | 0.0% | $50.05 | +4.2% | COM | 368736104 |
| — | ON SEMICONDUCTOR CORP | 1,668,000 | $2.057M | 0.0% | $1.27 | — | NOTE 1.625%10/1 | 682189AP0 |
| — | VIACOM INC NEW | 63,254 | $2.053M | 0.0% | $28.71 | — | CL A | 92553P102 |
| BIDU | BAIDU INC | 12,423 | $2.048M | 0.0% | $158.62 | — | SPON ADR REP A | 056752108 |
| — | TAUBMAN CTRS INC | 38,686 | $2.046M | 0.0% | $52.89 | — | COM | 876664103 |
| TRGP | TARGA RES CORP | 49,080 | $2.039M | 0.0% | $34.97 | -3.7% | COM | 87612G101 |
| OMCL | OMNICELL INC | 25,200 | $2.037M | 0.0% | $74.86 | 0.0% | COM | 68213N109 |
| — | NUVASIVE INC | 35,700 | $2.027M | 0.0% | $56.78 | — | COM | 670704105 |
| HSIC | HENRY SCHEIN INC | 33,714 | $2.027M | 0.0% | $57.88 | +4.2% | COM | 806407102 |
| XHR | XENIA HOTELS & RESORTS INC | 92,187 | $2.02M | 0.0% | $19.92 | — | COM | 984017103 |
| CWT | CALIFORNIA WTR SVC GROUP | 37,170 | $2.017M | 0.0% | $36.36 | +20.4% | COM | 130788102 |
| — | AEROJET ROCKETDYNE HLDGS INC | 56,727 | $2.015M | 0.0% | $35.22 | — | COM | 007800105 |
| ATO | ATMOS ENERGY CORP | 19,460 | $2.003M | 0.0% | $81.57 | +1.1% | COM | 049560105 |
| AWR | AMERICAN STS WTR CO | 28,084 | $2.003M | 0.0% | $56.14 | +7.1% | COM | 029899101 |
| ENSG | ENSIGN GROUP INC | 38,900 | $1.992M | 0.0% | $39.53 | +8.4% | COM | 29358P101 |
| HBAN | HUNTINGTON BANCSHARES INC | 156,870 | $1.99M | 0.0% | $10.99 | -11.3% | COM | 446150104 |
| REG | REGENCY CTRS CORP | 29,315 | $1.979M | 0.0% | $44.47 | +8.0% | COM | 758849103 |
| CAG | CONAGRA BRANDS INC | 71,233 | $1.977M | 0.0% | $25.85 | -32.7% | COM | 205887102 |
| — | AVANGRID INC | 39,111 | $1.969M | 0.0% | $51.92 | — | COM | 05351W103 |
| — | WELLCARE HEALTH PLANS INC | 7,300 | $1.969M | 0.0% | $193.63 | — | COM | 94946T106 |
| — | LIBERTY MEDIA CORP DELAWARE | 51,413 | $1.966M | 0.0% | $38.80 | — | COM C SIRIUSXM | 531229607 |
| QAT | ISHARES TR | 105,754 | $1.956M | 0.0% | $18.49 | — | MSCI QATAR ETF | 46434V779 |
| — | DUKE REALTY CORP | 63,682 | $1.948M | 0.0% | $26.38 | — | COM NEW | 264411505 |
| NNN | NATIONAL RETAIL PPTYS INC | 35,046 | $1.941M | 0.0% | $49.13 | — | COM | 637417106 |
| — | SINCLAIR BROADCAST GROUP INC | 50,400 | $1.94M | 0.0% | $38.49 | — | CL A | 829226109 |
| SJM | SMUCKER J M CO | 16,612 | $1.935M | 0.0% | $94.53 | -11.5% | COM NEW | 832696405 |
| EXPD | EXPEDITORS INTL WASH INC | 25,461 | $1.932M | 0.0% | $61.74 | +7.5% | COM | 302130109 |
| SNA | SNAP ON INC | 12,326 | $1.929M | 0.0% | $135.45 | -2.1% | COM | 833034101 |
| — | OFFICE DEPOT INC | 529,078 | $1.921M | 0.0% | $3.24 | — | COM | 676220106 |
| SAM | BOSTON BEER INC | 6,518 | $1.921M | 0.0% | $300.25 | -8.9% | CL A | 100557107 |
| NUS | NU SKIN ENTERPRISES INC | 40,094 | $1.919M | 0.0% | $53.60 | -11.5% | CL A | 67018T105 |
| THC | TENET HEALTHCARE CORP | 66,466 | $1.917M | 0.0% | $25.51 | -3.2% | COM NEW | 88033G407 |
| — | ALTERYX INC | 22,800 | $1.913M | 0.0% | $70.75 | — | COM CL A | 02156B103 |
| PUMP | PROPETRO HLDG CORP | 84,800 | $1.911M | 0.0% | $17.32 | +3.3% | COM | 74347M108 |
| EXEL | EXELIXIS INC | 79,938 | $1.902M | 0.0% | $22.80 | 0.0% | COM | 30161Q104 |
| AAL | AMERICAN AIRLS GROUP INC | 59,868 | $1.901M | 0.0% | $52.27 | -36.7% | COM | 02376R102 |
| IFF | INTERNATIONAL FLAVORS&FRAGRA | 14,747 | $1.899M | 0.0% | $117.38 | -6.0% | COM | 459506101 |
| TCBI | TEXAS CAPITAL BANCSHARES INC | 34,611 | $1.889M | 0.0% | $71.08 | -18.5% | COM | 88224Q107 |
| NSP | INSPERITY INC | 15,254 | $1.887M | 0.0% | $86.67 | +10.0% | COM | 45778Q107 |
| MLCO | MELCO RESORTS AND ENTMT LTD | 83,500 | $1.886M | 0.0% | $22.59 | — | ADR | 585464100 |
| COKE | COCA COLA CONSOLIDATED INC | 6,514 | $1.875M | 0.0% | $17.07 | +26.9% | COM | 191098102 |
| LVS | LAS VEGAS SANDS CORP | 30,674 | $1.87M | 0.0% | $61.63 | -14.8% | COM | 517834107 |
| — | CENTURYLINK INC | 155,827 | $1.868M | 0.0% | $19.88 | — | COM | 156700106 |
| MLM | MARTIN MARIETTA MATLS INC | 9,201 | $1.851M | 0.0% | $204.42 | -13.1% | COM | 573284106 |
| — | HMS HLDGS CORP | 62,100 | $1.839M | 0.0% | $28.23 | — | COM | 40425J101 |
| — | GLU MOBILE INC | 167,600 | $1.833M | 0.0% | $9.56 | — | COM | 379890106 |
| — | LIONS GATE ENTMNT CORP | 121,286 | $1.832M | 0.0% | $15.90 | — | CL B NON VTG | 535919500 |
| ENS | ENERSYS | 28,092 | $1.831M | 0.0% | $68.17 | +3.7% | COM | 29275Y102 |
| AFG | AMERICAN FINL GROUP INC OHIO | 18,982 | $1.826M | 0.0% | $51.58 | 0.0% | COM | 025932104 |
| GEO | GEO GROUP INC NEW | 94,407 | $1.813M | 0.0% | $18.09 | -7.7% | COM | 36162J106 |
| NEO | NEOGENOMICS INC | 88,600 | $1.813M | 0.0% | $16.11 | +7.9% | COM NEW | 64049M209 |
| NTES | NETEASE INC | 7,500 | $1.811M | 0.0% | $241.47 | — | SPONSORED ADR | 64110W102 |
| — | HD SUPPLY HLDGS INC | 41,587 | $1.803M | 0.0% | $37.51 | — | COM | 40416M105 |
| RYN | RAYONIER INC | 57,171 | $1.802M | 0.0% | $34.57 | — | COM | 754907103 |
| HCC | WARRIOR MET COAL INC | 59,146 | $1.798M | 0.0% | $28.54 | -4.1% | COM | 93627C101 |
| CPRT | COPART INC | 29,642 | $1.796M | 0.0% | $11.57 | +17.4% | COM | 217204106 |
| DGX | QUEST DIAGNOSTICS INC | 19,963 | $1.795M | 0.0% | $86.13 | -12.3% | COM | 74834L100 |
| BCO | BRINKS CO | 23,792 | $1.794M | 0.0% | $68.74 | 0.0% | COM | 109696104 |
| ABM | ABM INDS INC | 49,300 | $1.792M | 0.0% | $30.23 | 0.0% | COM | 000957100 |
| TMUS | T MOBILE US INC | 25,830 | $1.785M | 0.0% | $60.37 | +12.0% | COM | 872590104 |
| GNW | GENWORTH FINL INC | 465,901 | $1.784M | 0.0% | $3.17 | +38.1% | COM CL A | 37247D106 |
| GTX | GARRETT MOTION INC | 120,677 | $1.778M | 0.0% | $14.34 | +5.1% | COM | 366505105 |
| FMC | F M C CORP | 23,144 | $1.778M | 0.0% | $60.30 | +0.2% | COM NEW | 302491303 |
| HRL | HORMEL FOODS CORP | 39,716 | $1.777M | 0.0% | $27.67 | +28.8% | COM | 440452100 |
| BTU | PEABODY ENERGY CORP NEW | 62,715 | $1.776M | 0.0% | $34.59 | -18.4% | COM | 704551100 |
| TPB | TURNING PT BRANDS INC | 38,490 | $1.774M | 0.0% | $31.79 | +20.5% | COM | 90041L105 |
| MEDP | MEDPACE HLDGS INC | 30,066 | $1.773M | 0.0% | $55.05 | +8.5% | COM | 58506Q109 |
| — | CORE MARK HOLDING CO INC | 47,719 | $1.771M | 0.0% | $32.60 | — | COM | 218681104 |
| — | AMERICAN EQTY INVT LIFE HLD | 65,237 | $1.762M | 0.0% | $27.88 | — | COM | 025676206 |
| — | K12 INC | 51,527 | $1.759M | 0.0% | $14.80 | — | COM | 48273U102 |
| KMX | CARMAX INC | 25,106 | $1.752M | 0.0% | $65.37 | -5.7% | COM | 143130102 |
| ITGR | INTEGER HLDGS CORP | 23,219 | $1.752M | 0.0% | $51.30 | +59.5% | COM | 45826H109 |
| PCTY | PAYLOCITY HLDG CORP | 19,600 | $1.748M | 0.0% | $74.12 | +4.8% | COM | 70438V106 |
| FOX | FOX CORP | 48,694 | $1.747M | 0.0% | $34.51 | 0.0% | CL B COM | 35137L204 |
| — | NOBLE ENERGY INC | 70,559 | $1.745M | 0.0% | $30.30 | — | COM | 655044105 |
| SCL | STEPAN CO | 19,900 | $1.741M | 0.0% | $83.64 | +3.7% | COM | 858586100 |
| BEN | FRANKLIN RES INC | 52,470 | $1.739M | 0.0% | $25.64 | -11.4% | COM | 354613101 |
| — | KANSAS CITY SOUTHERN | 14,919 | $1.73M | 0.0% | $109.87 | — | COM NEW | 485170302 |
| — | SVB FINL GROUP | 7,773 | $1.728M | 0.0% | $239.01 | — | COM | 78486Q101 |
| LZB | LA Z BOY INC | 52,300 | $1.726M | 0.0% | $30.56 | +3.3% | COM | 505336107 |
| PRKS | SEAWORLD ENTMT INC | 66,811 | $1.721M | 0.0% | $26.07 | -2.1% | COM | 81282V100 |
| GTN | GRAY TELEVISION INC | 80,400 | $1.718M | 0.0% | $17.93 | +4.0% | COM | 389375106 |
| FIX | COMFORT SYS USA INC | 32,700 | $1.714M | 0.0% | $48.59 | -1.5% | COM | 199908104 |
| WYNN | WYNN RESORTS LTD | 14,282 | $1.704M | 0.0% | $158.47 | -29.4% | COM | 983134107 |
| LAUR | LAUREATE EDUCATION INC | 113,700 | $1.702M | 0.0% | $15.05 | +0.7% | CL A | 518613203 |
| UPBD | RENT A CTR INC NEW | 81,500 | $1.701M | 0.0% | $18.43 | 0.0% | COM | 76009N100 |
| NMIH | NMI HLDGS INC | 65,700 | $1.699M | 0.0% | $22.81 | 0.0% | CL A | 629209305 |
| — | BIOMARIN PHARMACEUTICAL INC | 1,487,000 | $1.694M | 0.0% | $1.20 | — | NOTE 1.500%10/1 | 09061GAF8 |
| — | MERITOR INC | 83,060 | $1.69M | 0.0% | $20.56 | — | COM | 59001K100 |
| — | AVAYA HLDGS CORP | 99,940 | $1.682M | 0.0% | $16.29 | — | COM | 05351X101 |
| CTRA | CABOT OIL & GAS CORP | 64,417 | $1.681M | 0.0% | $18.91 | -1.4% | COM | 127097103 |
| — | TIFFANY & CO NEW | 15,912 | $1.679M | 0.0% | $99.24 | — | COM | 886547108 |
| — | VERSO CORP | 78,354 | $1.678M | 0.0% | $18.68 | — | CL A | 92531L207 |
| — | EATON VANCE MUN INCOME 2028 | 82,787 | $1.669M | 0.0% | $21.18 | — | SHS | 27829U105 |
| PCRX | PACIRA PHARMACEUTICALS INC | 43,797 | $1.667M | 0.0% | $35.35 | +10.4% | COM | 695127100 |
| UVV | UNIVERSAL CORP VA | 28,867 | $1.663M | 0.0% | $59.83 | -4.0% | COM | 913456109 |
| RVTY | PERKINELMER INC | 17,118 | $1.65M | 0.0% | $76.09 | +16.4% | COM | 714046109 |
| — | FLAGSTAR BANCORP INC | 49,824 | $1.641M | 0.0% | $35.10 | — | COM PAR .001 | 337930705 |
| HAE | HAEMONETICS CORP | 18,705 | $1.637M | 0.0% | $71.93 | +26.4% | COM | 405024100 |
| PAHC | PHIBRO ANIMAL HEALTH CORP | 49,562 | $1.636M | 0.0% | $36.49 | -14.7% | CL A COM | 71742Q106 |
| — | NATIONAL GEN HLDGS CORP | 68,958 | $1.636M | 0.0% | $26.49 | — | COM | 636220303 |
| MMI | MARCUS & MILLICHAP INC | 40,106 | $1.633M | 0.0% | $32.39 | +9.5% | COM | 566324109 |
| LNT | ALLIANT ENERGY CORP | 34,608 | $1.631M | 0.0% | $35.19 | +2.7% | COM | 018802108 |
| — | CORESITE RLTY CORP | 15,241 | $1.631M | 0.0% | $87.22 | — | COM | 21870Q105 |
| LNTH | LANTHEUS HLDGS INC | 66,565 | $1.63M | 0.0% | $19.50 | +2.5% | COM | 516544103 |
| CROX | CROCS INC | 63,262 | $1.629M | 0.0% | $16.05 | +70.6% | COM | 227046109 |
| — | ENCORE WIRE CORP | 28,379 | $1.624M | 0.0% | $52.33 | — | COM | 292562105 |
| WAB | WABTEC CORP | 22,023 | $1.623M | 0.0% | $69.17 | 0.0% | COM | 929740108 |
| WSBC | WESBANCO INC | 40,825 | $1.623M | 0.0% | $41.86 | -3.8% | COM | 950810101 |
| GCO | GENESCO INC | 35,515 | $1.618M | 0.0% | $37.65 | +21.7% | COM | 371532102 |
| — | GLOBAL BRASS & COPPR HLDGS I | 46,894 | $1.615M | 0.0% | $33.45 | — | COM | 37953G103 |
| CVI | CVR ENERGY INC | 39,144 | $1.612M | 0.0% | $21.38 | +6.7% | COM | 12662P108 |
| NVRI | HARSCO CORP | 79,897 | $1.611M | 0.0% | $20.99 | +2.6% | COM | 415864107 |
| PARR | PAR PACIFIC HOLDINGS INC | 90,407 | $1.61M | 0.0% | $18.05 | -8.2% | COM NEW | 69888T207 |
| — | GANNETT CO INC | 152,719 | $1.61M | 0.0% | $9.98 | — | COM | 36473H104 |
| NSIT | INSIGHT ENTERPRISES INC | 29,094 | $1.602M | 0.0% | $39.10 | +28.9% | COM | 45765U103 |
| LW | LAMB WESTON HLDGS INC | 21,343 | $1.599M | 0.0% | $68.72 | -7.3% | COM | 513272104 |
| — | LIBERTY TRIPADVISOR HLDGS IN | 112,600 | $1.598M | 0.0% | $14.64 | — | COM SER A | 531465102 |
| — | WORLDPAY INC | 14,071 | $1.597M | 0.0% | $93.55 | — | CL A | 981558109 |
| — | BMC STK HLDGS INC | 90,200 | $1.594M | 0.0% | $18.10 | — | COM | 05591B109 |
| JBHT | HUNT J B TRANS SVCS INC | 15,727 | $1.593M | 0.0% | $107.10 | -9.2% | COM | 445658107 |
| — | BLACKROCK MUNIHLDS INVSTM QL | 123,310 | $1.592M | 0.0% | $12.74 | — | COM | 09254P108 |
| UVE | UNIVERSAL INS HLDGS INC | 51,245 | $1.589M | 0.0% | $41.22 | -13.0% | COM | 91359V107 |
| — | WESTROCK CO | 41,171 | $1.579M | 0.0% | $55.05 | — | COM | 96145D105 |
| NI | NISOURCE INC | 54,981 | $1.576M | 0.0% | $18.44 | +16.5% | COM | 65473P105 |
| SHO | SUNSTONE HOTEL INVS INC NEW | 109,223 | $1.572M | 0.0% | $15.33 | — | COM | 867892101 |
| TTWO | TAKE-TWO INTERACTIVE SOFTWAR | 16,627 | $1.569M | 0.0% | $112.01 | -13.5% | COM | 874054109 |
| ZS | ZSCALER INC | 22,100 | $1.568M | 0.0% | $53.12 | 0.0% | COM | 98980G102 |
| — | INDEXIQ ETF TR | 80,000 | $1.566M | 0.0% | $21.98 | — | LNG SHT TRACK | 45409B305 |
| — | INDEXIQ ETF TR | 80,000 | $1.565M | 0.0% | $20.91 | — | HDG EVE DRIV | 45409B404 |
| NPK | NATIONAL PRESTO INDS INC | 14,400 | $1.563M | 0.0% | $118.00 | -1.4% | COM | 637215104 |
| SPSC | SPS COMMERCE INC | 14,732 | $1.563M | 0.0% | $38.66 | +26.7% | COM | 78463M107 |
| SYNA | SYNAPTICS INC | 39,256 | $1.561M | 0.0% | $43.30 | -8.7% | COM | 87157D109 |
| JKHY | HENRY JACK & ASSOC INC | 11,258 | $1.561M | 0.0% | $130.40 | -6.6% | COM | 426281101 |
| — | AMC ENTMT HLDGS INC | 104,763 | $1.556M | 0.0% | $17.60 | — | CL A COM | 00165C104 |
| LADR | LADDER CAP CORP | 91,436 | $1.556M | 0.0% | $16.46 | — | CL A | 505743104 |
| LAB | FLUIDIGM CORP DEL | 117,000 | $1.555M | 0.0% | $10.54 | 0.0% | COM | 34385P108 |
| OFG | OFG BANCORP | 78,584 | $1.555M | 0.0% | $10.59 | +82.8% | COM | 67103X102 |
| PTC | PTC INC | 16,848 | $1.553M | 0.0% | $88.51 | 0.0% | COM | 69370C100 |
| — | MFS HIGH INCOME MUN TR | 303,705 | $1.552M | 0.0% | $5.46 | — | SH BEN INT | 59318D104 |
| — | SCHNITZER STL INDS | 64,589 | $1.55M | 0.0% | $31.38 | — | CL A | 806882106 |
| QNST | QUINSTREET INC | 115,254 | $1.544M | 0.0% | $14.57 | +6.4% | COM | 74874Q100 |
| — | PRIMO WTR CORP | 99,845 | $1.543M | 0.0% | $16.92 | — | COM | 74165N105 |
| KFRC | KFORCE INC | 43,900 | $1.542M | 0.0% | $32.79 | +5.8% | COM | 493732101 |
| — | LIONS GATE ENTMNT CORP | 98,412 | $1.539M | 0.0% | $22.40 | — | CL A VTG | 535919401 |
| AVY | AVERY DENNISON CORP | 13,615 | $1.539M | 0.0% | $82.95 | +10.4% | COM | 053611109 |
| PLAY | DAVE & BUSTERS ENTMT INC | 30,800 | $1.536M | 0.0% | $53.94 | -9.1% | COM | 238337109 |
| — | HOUGHTON MIFFLIN HARCOURT CO | 211,000 | $1.534M | 0.0% | $7.52 | — | COM | 44157R109 |
| MCS | MARCUS CORP | 38,214 | $1.53M | 0.0% | $39.86 | +3.8% | COM | 566330106 |
| VYX | NCR CORP NEW | 55,934 | $1.526M | 0.0% | $16.56 | 0.0% | COM | 62886E108 |
| FLWS | FLWS/1-800 FLOWERS | 83,496 | $1.522M | 0.0% | $11.67 | +37.9% | CL A | 68243Q106 |
| — | INSULET CORP | 920,000 | $1.519M | 0.0% | $1.35 | — | NOTE 1.250% 9/1 | 45784PAF8 |
| BBSI | BARRETT BUSINESS SERVICES IN | 19,634 | $1.518M | 0.0% | $14.66 | +7.6% | COM | 068463108 |
| GLPI | GAMING & LEISURE PPTYS INC | 39,317 | $1.516M | 0.0% | $33.47 | — | COM | 36467J108 |
| — | TECH DATA CORP | 14,800 | $1.515M | 0.0% | $90.30 | — | COM | 878237106 |
| ATKR | ATKORE INTL GROUP INC | 70,354 | $1.515M | 0.0% | $20.19 | +6.7% | COM | 047649108 |
| — | FEDERAL REALTY INVT TR | 10,977 | $1.513M | 0.0% | $116.34 | — | SH BEN INT NEW | 313747206 |
| — | ARRAY BIOPHARMA INC | 61,857 | $1.508M | 0.0% | $16.14 | — | COM | 04269X105 |
| GME | GAMESTOP CORP NEW | 146,900 | $1.493M | 0.0% | $3.08 | -1.8% | CL A | 36467W109 |
| — | CONSOL ENERGY INC NEW | 43,500 | $1.489M | 0.0% | $34.23 | — | COM | 20854L108 |
| HAFC | HANMI FINL CORP | 69,993 | $1.489M | 0.0% | $27.72 | -21.6% | COM NEW | 410495204 |
| — | NATIONAL OILWELL VARCO INC | 55,892 | $1.488M | 0.0% | $36.81 | — | COM | 637071101 |
| R | RYDER SYS INC | 24,008 | $1.488M | 0.0% | $79.26 | -26.2% | COM | 783549108 |
| TTD | THE TRADE DESK INC | 7,500 | $1.485M | 0.0% | $12.52 | +30.9% | COM CL A | 88339J105 |
| WEN | WENDYS CO | 82,242 | $1.471M | 0.0% | $17.05 | -0.2% | COM | 95058W100 |
| DCO | DUCOMMUN INC DEL | 33,792 | $1.471M | 0.0% | $31.04 | +32.2% | COM | 264147109 |
| HAS | HASBRO INC | 17,060 | $1.45M | 0.0% | $70.10 | -3.7% | COM | 418056107 |
| ENVA | ENOVA INTL INC | 63,536 | $1.449M | 0.0% | $20.46 | +15.1% | COM | 29357K103 |
| ZION | ZIONS BANCORPORATION N A | 31,889 | $1.448M | 0.0% | $53.24 | -10.4% | COM | 989701107 |
| — | DIME CMNTY BANCSHARES | 77,313 | $1.448M | 0.0% | $18.27 | — | COM | 253922108 |
| — | STEELCASE INC | 99,500 | $1.447M | 0.0% | $14.68 | — | CL A | 858155203 |
| — | HEIDRICK & STRUGGLES INTL IN | 37,732 | $1.446M | 0.0% | $32.21 | — | COM | 422819102 |
| EZPW | EZCORP INC | 154,575 | $1.441M | 0.0% | $12.54 | -24.8% | CL A NON VTG | 302301106 |
| — | TESLA INC | 1,395,000 | $1.436M | 0.0% | $1.15 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | XPERI CORP | 61,375 | $1.436M | 0.0% | $20.54 | — | COM | 98421B100 |
| ARAY | ACCURAY INC | 300,682 | $1.435M | 0.0% | $4.21 | +8.2% | COM | 004397105 |
| AFIIQ | ARMSTRONG FLOORING INC | 105,558 | $1.435M | 0.0% | $15.38 | -11.2% | COM | 04238R106 |
| VVX | VECTRUS INC | 53,979 | $1.435M | 0.0% | $32.43 | -20.3% | COM | 92242T101 |
| FFWM | FIRST FNDTN INC | 105,110 | $1.427M | 0.0% | $16.09 | -17.7% | COM | 32026V104 |
| BHR | BRAEMAR HOTELS & RESORTS INC | 116,693 | $1.425M | 0.0% | $11.38 | — | COM | 10482B101 |
| — | RENEWABLE ENERGY GROUP INC | 64,890 | $1.425M | 0.0% | $16.06 | — | COM NEW | 75972A301 |
| BLMN | BLOOMIN BRANDS INC | 69,591 | $1.423M | 0.0% | $16.09 | +1.5% | COM | 094235108 |
| QUAD | QUAD / GRAPHICS INC | 119,315 | $1.42M | 0.0% | $20.97 | -36.0% | COM CL A | 747301109 |
| TER | TERADYNE INC | 35,613 | $1.419M | 0.0% | $33.89 | +6.8% | COM | 880770102 |
| MTRX | MATRIX SVC CO | 72,333 | $1.416M | 0.0% | $17.29 | +18.2% | COM | 576853105 |
| AMH | AMERICAN HOMES 4 RENT | 62,321 | $1.416M | 0.0% | $19.85 | — | CL A | 02665T306 |
| — | MACQUARIE INFRASTRUCTURE COR | 1,598,000 | $1.412M | 0.0% | $0.96 | — | NOTE 2.000%10/0 | 55608BAB1 |
| LSCC | LATTICE SEMICONDUCTOR CORP | 117,500 | $1.401M | 0.0% | $11.92 | — | COM | 518415104 |
| CUBI | CUSTOMERS BANCORP INC | 76,483 | $1.4M | 0.0% | $28.91 | -31.0% | COM | 23204G100 |
| HUBS | HUBSPOT INC | 8,400 | $1.396M | 0.0% | $132.04 | +20.0% | COM | 443573100 |
| CHMI | CHERRY HILL MTG INVT CORP | 81,045 | $1.396M | 0.0% | $17.73 | — | COM | 164651101 |
| — | DONNELLEY R R & SONS CO | 294,100 | $1.388M | 0.0% | $4.44 | — | COM | 257867200 |
| RMR | RMR GROUP INC | 22,570 | $1.377M | 0.0% | $35.44 | +1.5% | CL A | 74967R106 |
| — | DWS MUN INCOME TR NEW | 124,496 | $1.372M | 0.0% | $10.49 | — | COM | 233368109 |
| — | TRIPLE-S MGMT CORP | 60,083 | $1.371M | 0.0% | $26.14 | — | CL B | 896749108 |
| MSEX | MIDDLESEX WATER CO | 24,500 | $1.371M | 0.0% | $54.35 | +3.8% | COM | 596680108 |
| ATNI | ATN INTL INC | 24,262 | $1.368M | 0.0% | $59.28 | -6.6% | COM | 00215F107 |
| TPR | TAPESTRY INC | 42,076 | $1.367M | 0.0% | $39.07 | -25.5% | COM | 876030107 |
| ETSY | ETSY INC | 20,300 | $1.365M | 0.0% | $46.88 | +27.3% | COM | 29786A106 |
| — | FRANKLIN FINL NETWORK INC | 47,066 | $1.365M | 0.0% | $32.86 | — | COM | 35352P104 |
| — | AXA EQUITABLE HLDGS INC | 67,800 | $1.365M | 0.0% | $20.13 | — | COM | 054561105 |
| TBBK | BANCORP INC DEL | 168,751 | $1.364M | 0.0% | $10.67 | -19.0% | COM | 05969A105 |
| EAT | BRINKER INTL INC | 30,700 | $1.363M | 0.0% | $45.03 | -4.3% | COM | 109641100 |
| — | GRAFTECH INTL LTD | 105,706 | $1.352M | 0.0% | $12.79 | — | COM | 384313508 |
| — | PS BUSINESS PKS INC CALIF | 8,600 | $1.349M | 0.0% | $152.10 | — | COM | 69360J107 |
| ABR | ARBOR RLTY TR INC | 103,834 | $1.347M | 0.0% | $10.61 | — | COM | 038923108 |
| — | LIBERTY MEDIA CORP DELAWARE | 35,259 | $1.346M | 0.0% | $38.24 | — | COM A SIRIUSXM | 531229409 |
| — | MEET GROUP INC | 266,600 | $1.341M | 0.0% | $4.95 | — | COM | 58513U101 |
| HTO | SJW GROUP | 21,699 | $1.339M | 0.0% | $57.20 | +4.9% | COM | 784305104 |
| — | EBIX INC | 27,062 | $1.337M | 0.0% | $46.17 | — | COM NEW | 278715206 |
| STC | STEWART INFORMATION SVCS COR | 31,218 | $1.333M | 0.0% | $42.44 | +1.2% | COM | 860372101 |
| DRH | DIAMONDROCK HOSPITALITY CO | 122,898 | $1.33M | 0.0% | $10.69 | — | COM | 252784301 |
| ASIX | ADVANSIX INC | 46,500 | $1.329M | 0.0% | $27.82 | 0.0% | COM | 00773T101 |
| — | NANOSTRING TECHNOLOGIES INC | 55,400 | $1.326M | 0.0% | $15.31 | — | COM | 63009R109 |
| LE | LANDS END INC NEW | 79,784 | $1.325M | 0.0% | $19.63 | -13.1% | COM | 51509F105 |
| AMPH | AMPHASTAR PHARMACEUTICALS IN | 64,842 | $1.324M | 0.0% | $18.77 | +19.4% | COM | 03209R103 |
| — | RADIUS HEALTH INC | 1,590,000 | $1.324M | 0.0% | $1.00 | — | NOTE 3.000% 9/0 | 750469AA6 |
| — | SURMODICS INC | 30,431 | $1.323M | 0.0% | $50.32 | — | COM | 868873100 |
| PATK | PATRICK INDS INC | 29,151 | $1.321M | 0.0% | $24.56 | 0.0% | COM | 703343103 |
| CIEN | CIENA CORP | 35,349 | $1.32M | 0.0% | $28.02 | +38.6% | COM NEW | 171779309 |
| LKQ | LKQ CORP | 46,461 | $1.318M | 0.0% | $36.37 | -33.6% | COM | 501889208 |
| — | JACOBS ENGR GROUP INC | 17,412 | $1.31M | 0.0% | $59.17 | — | COM | 469814107 |
| BF/B | BROWN FORMAN CORP | 24,611 | $1.299M | 0.0% | $46.83 | -7.9% | CL B | 115637209 |
| ALB | ALBEMARLE CORP | 15,836 | $1.298M | 0.0% | $85.43 | -13.0% | COM | 012653101 |
| STRL | STERLING CONSTRUCTION CO INC | 103,400 | $1.295M | 0.0% | $12.78 | +3.9% | COM | 859241101 |
| — | ASHFORD HOSPITALITY TR INC | 271,452 | $1.29M | 0.0% | $4.00 | — | COM SHS | 044103109 |
| — | WORKDAY INC | 542,000 | $1.284M | 0.0% | $1.44 | — | NOTE 1.500% 7/1 | 98138HAD3 |
| THG | HANOVER INS GROUP INC | 11,234 | $1.283M | 0.0% | $96.04 | 0.0% | COM | 410867105 |
| APEI | AMERICAN PUBLIC EDUCATION IN | 42,205 | $1.271M | 0.0% | $36.10 | -14.6% | COM | 02913V103 |
| — | FIBROGEN INC | 23,358 | $1.269M | 0.0% | $49.21 | — | COM | 31572Q808 |
| ARCB | ARCBEST CORP | 41,093 | $1.265M | 0.0% | $32.97 | +4.4% | COM | 03937C105 |
| — | COLONY STARWOOD HOMES | 1,102,000 | $1.262M | 0.0% | $1.12 | — | NOTE 3.500% 1/1 | 19625XAB8 |
| — | UNITI GROUP INC | 112,501 | $1.258M | 0.0% | $20.06 | — | COM | 91325V108 |
| JBSS | SANFILIPPO JOHN B & SON INC | 17,500 | $1.257M | 0.0% | $64.82 | +2.9% | COM | 800422107 |
| — | SL GREEN RLTY CORP | 13,935 | $1.253M | 0.0% | $94.76 | — | COM | 78440X101 |
| RDN | RADIAN GROUP INC | 60,400 | $1.252M | 0.0% | $15.71 | +2.4% | COM | 750236101 |
| CPK | CHESAPEAKE UTILS CORP | 13,683 | $1.248M | 0.0% | $72.93 | +7.0% | COM | 165303108 |
| SHEN | SHENANDOAH TELECOMMUNICATION | 28,100 | $1.247M | 0.0% | $43.44 | +8.0% | COM | 82312B106 |
| GLDD | GREAT LAKES DREDGE & DOCK CO | 139,900 | $1.246M | 0.0% | $7.42 | +4.8% | COM | 390607109 |
| — | NEXTGEN HEALTHCARE INC | 73,392 | $1.235M | 0.0% | $16.83 | — | COM | 65343C102 |
| JD | JD COM INC | 40,940 | $1.234M | 0.0% | $20.93 | — | SPON ADR CL A | 47215P106 |
| NGVC | NATURAL GROCERS BY VITAMIN C | 103,040 | $1.231M | 0.0% | $10.79 | -6.4% | COM | 63888U108 |
| RDNT | RADNET INC | 98,786 | $1.224M | 0.0% | $11.61 | +13.1% | COM | 750491102 |
| — | PRESIDIO INC | 82,675 | $1.224M | 0.0% | $14.89 | — | COM | 74102M103 |
| — | ZIX CORP | 177,568 | $1.222M | 0.0% | $5.11 | — | COM | 98974P100 |
| — | HFF INC | 25,500 | $1.217M | 0.0% | $46.59 | — | CL A | 40418F108 |
| — | BLACKROCK MUNIENHANCED FD IN | 113,700 | $1.217M | 0.0% | $9.90 | — | COM | 09253Y100 |
| FISI | FINANCIAL INSTNS INC | 44,623 | $1.213M | 0.0% | $21.89 | -7.6% | COM | 317585404 |
| — | CHESAPEAKE ENERGY CORP | 1,303,000 | $1.211M | 0.0% | $0.90 | — | NOTE 5.500% 9/1 | 165167CY1 |
| — | INVESCO QUALITY MUNI INC TRS | 99,857 | $1.209M | 0.0% | $12.52 | — | COM | 46133G107 |
| SANM | SANMINA CORPORATION | 41,702 | $1.203M | 0.0% | $28.88 | +2.0% | COM | 801056102 |
| HCI | HCI GROUP INC | 28,100 | $1.201M | 0.0% | $47.79 | -3.7% | COM | 40416E103 |
| — | ARCONIC INC | 62,786 | $1.2M | 0.0% | $23.04 | — | COM | 03965L100 |
| RNG | RINGCENTRAL INC | 11,131 | $1.2M | 0.0% | $81.76 | +20.2% | CL A | 76680R206 |
| TUSK | MAMMOTH ENERGY SVCS INC | 72,059 | $1.2M | 0.0% | $31.86 | -33.0% | COM | 56155L108 |
| ACM | AECOM | 40,429 | $1.199M | 0.0% | $28.74 | 0.0% | COM | 00766T100 |
| GDOT | GREEN DOT CORP | 19,711 | $1.195M | 0.0% | $63.03 | +10.6% | CL A | 39304D102 |
| PGC | PEAPACK-GLADSTONE FINL CORP | 45,076 | $1.182M | 0.0% | $32.33 | -19.3% | COM | 704699107 |
| RUSHA | RUSH ENTERPRISES INC | 28,237 | $1.181M | 0.0% | $20.78 | -14.8% | CL A | 781846209 |
| VSH | VISHAY INTERTECHNOLOGY INC | 63,699 | $1.177M | 0.0% | $20.27 | -14.5% | COM | 928298108 |
| RARE | ULTRAGENYX PHARMACEUTICAL IN | 16,935 | $1.174M | 0.0% | $54.02 | +5.8% | COM | 90400D108 |
| EGP | EASTGROUP PPTY INC | 10,500 | $1.173M | 0.0% | $91.71 | — | COM | 277276101 |
| BRX | BRIXMOR PPTY GROUP INC | 63,758 | $1.172M | 0.0% | $17.51 | — | COM | 11120U105 |
| BWA | BORGWARNER INC | 30,508 | $1.171M | 0.0% | $29.94 | +3.7% | COM | 099724106 |
| — | INPHI CORP | 1,116,000 | $1.17M | 0.0% | $0.98 | — | NOTE 0.750% 9/0 | 45772FAC1 |
| MHK | MOHAWK INDS INC | 9,262 | $1.168M | 0.0% | $257.62 | -49.5% | COM | 608190104 |
| CW | CURTISS WRIGHT CORP | 10,292 | $1.166M | 0.0% | $115.97 | -4.9% | COM | 231561101 |
| — | VECTOR GROUP LTD | 107,800 | $1.164M | 0.0% | $9.78 | — | COM | 92240M108 |
| — | AMERICAN NATL INS CO | 9,629 | $1.163M | 0.0% | $127.23 | — | COM | 028591105 |
| TITN | TITAN MACHY INC | 74,474 | $1.159M | 0.0% | $19.79 | -6.4% | COM | 88830R101 |
| ALNT | ALLIED MOTION TECHNOLOGIES I | 33,649 | $1.157M | 0.0% | $29.99 | -10.0% | COM | 019330109 |
| HY | HYSTER YALE MATLS HANDLING I | 18,526 | $1.155M | 0.0% | $62.31 | -11.1% | CL A | 449172105 |
| — | HABIT RESTAURANTS INC | 106,615 | $1.153M | 0.0% | $10.90 | — | COM CL A | 40449J103 |
| — | COREPOINT LODGING INC | 102,879 | $1.149M | 0.0% | $14.40 | — | COM | 21872L104 |
| — | FLIR SYS INC | 24,059 | $1.145M | 0.0% | $45.70 | — | COM | 302445101 |
| ENTG | ENTEGRIS INC | 32,000 | $1.142M | 0.0% | $26.16 | +23.5% | COM | 29362U104 |
| MLI | MUELLER INDS INC | 36,300 | $1.138M | 0.0% | $13.36 | 0.0% | COM | 624756102 |
| VVV | VALVOLINE INC | 61,137 | $1.135M | 0.0% | $19.80 | 0.0% | COM | 92047W101 |
| — | SOLARWINDS CORP | 58,158 | $1.135M | 0.0% | $19.52 | — | COM | 83417Q105 |
| — | COUPA SOFTWARE INC | 12,400 | $1.129M | 0.0% | $79.49 | — | COM | 22266L106 |
| AOS | SMITH A O CORP | 21,111 | $1.126M | 0.0% | $56.02 | -21.8% | COM | 831865209 |
| CATY | CATHAY GEN BANCORP | 33,000 | $1.119M | 0.0% | $29.64 | -2.2% | COM | 149150104 |
| — | HERBALIFE LTD | 897,000 | $1.118M | 0.0% | $1.06 | — | NOTE 2.000% 8/1 | 42703MAB9 |
| — | PROSPECT CAPITAL CORPORATION | 1,106,000 | $1.114M | 0.0% | $1.01 | — | NOTE 4.750% 4/1 | 74348TAQ5 |
| — | VERITIV CORP | 41,866 | $1.102M | 0.0% | $29.61 | — | COM | 923454102 |
| — | HILLENBRAND INC | 26,500 | $1.1M | 0.0% | $37.93 | — | COM | 431571108 |
| FBP | FIRST BANCORP P R | 95,227 | $1.091M | 0.0% | $5.77 | +49.7% | COM NEW | 318672706 |
| FIVE | FIVE BELOW INC | 8,688 | $1.08M | 0.0% | $111.28 | +8.8% | COM | 33829M101 |
| XBKNX | BLACKROCK INVT QUALITY MUN T | 76,207 | $1.078M | 0.0% | $13.21 | — | COM | 09247D105 |
| M | MACYS INC | 44,841 | $1.078M | 0.0% | $31.03 | -18.6% | COM | 55616P104 |
| — | CARROLS RESTAURANT GROUP INC | 108,068 | $1.077M | 0.0% | $11.52 | — | COM | 14574X104 |
| SCHL | SCHOLASTIC CORP | 26,900 | $1.07M | 0.0% | $35.91 | -2.1% | COM | 807066105 |
| SEE | SEALED AIR CORP NEW | 23,193 | $1.068M | 0.0% | $39.19 | -6.6% | COM | 81211K100 |
| CLNE | CLEAN ENERGY FUELS CORP | 344,000 | $1.063M | 0.0% | $2.22 | +0.2% | COM | 184499101 |
| — | GROUPON INC | 298,846 | $1.061M | 0.0% | $4.30 | — | COM | 399473107 |
| MASI | MASIMO CORP | 7,641 | $1.056M | 0.0% | $115.57 | +8.6% | COM | 574795100 |
| — | SYNEOS HEALTH INC | 20,408 | $1.056M | 0.0% | $50.21 | — | CL A | 87166B102 |
| — | POTBELLY CORP | 123,950 | $1.055M | 0.0% | $10.73 | — | COM | 73754Y100 |
| TG | TREDEGAR CORP | 65,275 | $1.053M | 0.0% | $10.46 | -3.0% | COM | 894650100 |
| IART | INTEGRA LIFESCIENCES HLDGS C | 18,811 | $1.048M | 0.0% | $50.93 | 0.0% | COM NEW | 457985208 |
| — | TRISTATE CAP HLDGS INC | 51,200 | $1.046M | 0.0% | $20.04 | — | COM | 89678F100 |
| — | NEW RELIC INC | 10,575 | $1.043M | 0.0% | $94.23 | — | COM | 64829B100 |
| HRTG | HERITAGE INS HLDGS INC | 71,400 | $1.043M | 0.0% | $14.83 | -0.3% | COM | 42727J102 |
| WNC | WABASH NATL CORP | 76,900 | $1.042M | 0.0% | $12.47 | -2.4% | COM | 929566107 |
| — | SPARK THERAPEUTICS INC | 9,022 | $1.027M | 0.0% | $63.79 | — | COM | 84652J103 |
| — | CIMAREX ENERGY CO | 14,666 | $1.025M | 0.0% | $92.68 | — | COM | 171798101 |
| — | MOMO INC | 26,800 | $1.025M | 0.0% | $38.25 | — | ADR | 60879B107 |
| RGEN | REPLIGEN CORP | 17,274 | $1.021M | 0.0% | $39.30 | +46.3% | COM | 759916109 |
| FOLD | AMICUS THERAPEUTICS INC | 74,905 | $1.019M | 0.0% | $14.81 | -17.5% | COM | 03152W109 |
| — | HIBBETT SPORTS INC | 44,631 | $1.018M | 0.0% | $19.23 | — | COM | 428567101 |
| XMHIX | PIONEER MUN HIGH INCOME TR | 84,969 | $1.015M | 0.0% | $11.73 | — | COM SHS | 723763108 |
| SEB | SEABOARD CORP | 236 | $1.011M | 0.0% | $3890.79 | -2.7% | COM | 811543107 |
| — | KEANE GROUP INC | 92,600 | $1.009M | 0.0% | $10.19 | — | COM | 48669A108 |
| — | BARNES & NOBLE INC | 185,400 | $1.007M | 0.0% | $5.67 | — | COM | 067774109 |
| NVR | NVR INC | 363 | $1.005M | 0.0% | $2631.79 | 0.0% | COM | 62944T105 |
| — | BLUEPRINT MEDICINES CORP | 12,553 | $1.004M | 0.0% | $91.68 | — | COM | 09627Y109 |
| XBTAX | BLACKROCK LONG-TERM MUNI ADV | 81,807 | $1.001M | 0.0% | $12.22 | — | COM | 09250B103 |
| — | JAZZ INVESTMENTS I LTD | 984,000 | $1M | 0.0% | $1.10 | — | NOTE 1.875% 8/1 | 472145AB7 |
| TZOO | TRAVELZOO | 74,392 | $997K | 0.0% | $13.32 | -0.5% | COM NEW | 89421Q205 |
| — | ZAGG INC | 109,717 | $995K | 0.0% | $13.23 | — | COM | 98884U108 |
| TBI | TRUEBLUE INC | 42,039 | $993K | 0.0% | $27.32 | -14.5% | COM | 89785X101 |
| FBIN | FORTUNE BRANDS HOME & SEC IN | 20,802 | $990K | 0.0% | $48.82 | -29.2% | COM | 34964C106 |
| FCNCA | FIRST CTZNS BANCSHARES INC N | 2,429 | $989K | 0.0% | $419.42 | -3.3% | CL A | 31946M103 |
| MUSA | MURPHY USA INC | 11,500 | $984K | 0.0% | $76.81 | 0.0% | COM | 626755102 |
| SXC | SUNCOKE ENERGY INC | 115,677 | $982K | 0.0% | $11.35 | -14.5% | COM | 86722A103 |
| — | FIREEYE INC | 1,009,000 | $982K | 0.0% | $0.95 | — | NOTE 1.000% 6/0 | 31816QAB7 |
| — | FIRST MIDWEST BANCORP DEL | 47,900 | $980K | 0.0% | $19.97 | — | COM | 320867104 |
| PWR | QUANTA SVCS INC | 25,704 | $971K | 0.0% | $35.16 | -2.5% | COM | 74762E102 |
| — | SPIRIT RLTY CAP INC NEW | 969,000 | $970K | 0.0% | $1.02 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| FLS | FLOWSERVE CORP | 21,364 | $965K | 0.0% | $38.97 | -3.3% | COM | 34354P105 |
| MCY | MERCURY GENL CORP NEW | 19,180 | $961K | 0.0% | $53.95 | -3.8% | COM | 589400100 |
| — | TERADYNE INC | 682,000 | $955K | 0.0% | $1.41 | — | NOTE 1.250%12/1 | 880770AG7 |
| FFIC | FLUSHING FINL CORP | 42,855 | $940K | 0.0% | $18.61 | -16.0% | COM | 343873105 |
| — | BRIDGE BANCORP INC | 31,941 | $936K | 0.0% | $33.49 | — | COM | 108035106 |
| NTCT | NETSCOUT SYS INC | 33,280 | $934K | 0.0% | $27.03 | -1.7% | COM | 64115T104 |
| CNNE | CANNAE HLDGS INC | 38,236 | $928K | 0.0% | $17.09 | +17.1% | COM | 13765N107 |
| — | PEOPLES UTD FINL INC | 55,983 | $921K | 0.0% | $18.64 | — | COM | 712704105 |
| BJRI | BJS RESTAURANTS INC | 19,432 | $918K | 0.0% | $42.77 | +15.5% | COM | 09180C106 |
| — | CADENCE BANCORPORATION | 49,386 | $916K | 0.0% | $22.56 | — | CL A | 12739A100 |
| SNX | SYNNEX CORP | 9,579 | $913K | 0.0% | $39.25 | +11.2% | COM | 87162W100 |
| — | PACIFIC PREMIER BANCORP | 34,300 | $910K | 0.0% | $26.53 | — | COM | 69478X105 |
| GAP | GAP INC | 34,751 | $909K | 0.0% | $24.26 | -17.5% | COM | 364760108 |
| — | HEALTHCARE TR AMER INC | 31,806 | $909K | 0.0% | $25.31 | — | CL A NEW | 42225P501 |
| LOCO | EL POLLO LOCO HLDGS INC | 69,700 | $907K | 0.0% | $14.66 | +2.9% | COM | 268603107 |
| EIG | EMPLOYERS HOLDINGS INC | 22,500 | $903K | 0.0% | $34.10 | -1.9% | COM | 292218104 |
| ROL | ROLLINS INC | 21,532 | $897K | 0.0% | $23.62 | +1.2% | COM | 775711104 |
| — | IMMUNOMEDICS INC | 46,705 | $897K | 0.0% | $15.68 | — | COM | 452907108 |
| MYRG | MYR GROUP INC DEL | 25,900 | $897K | 0.0% | $32.03 | +1.6% | COM | 55405W104 |
| AVT | AVNET INC | 20,641 | $895K | 0.0% | $34.22 | +3.7% | COM | 053807103 |
| SAIC | SCIENCE APPLICATNS INTL CP N | 11,601 | $893K | 0.0% | $69.80 | +0.9% | COM | 808625107 |
| AZZ | AZZ INC | 21,700 | $889K | 0.0% | $40.31 | -0.4% | COM | 002474104 |
| ANGO | ANGIODYNAMICS INC | 38,868 | $888K | 0.0% | $17.86 | +21.6% | COM | 03475V101 |
| — | BG STAFFING INC | 40,566 | $886K | 0.0% | $22.05 | — | COM | 05544A109 |
| BLKB | BLACKBAUD INC | 11,100 | $885K | 0.0% | $72.85 | 0.0% | COM | 09227Q100 |
| NWL | NEWELL BRANDS INC | 57,321 | $879K | 0.0% | $19.61 | -32.4% | COM | 651229106 |
| HALO | HALOZYME THERAPEUTICS INC | 54,355 | $875K | 0.0% | $18.63 | -13.0% | COM | 40637H109 |
| — | NEW MEDIA INVT GROUP INC | 82,930 | $871K | 0.0% | $17.14 | — | COM | 64704V106 |
| — | INTERCEPT PHARMACEUTICALS IN | 7,761 | $868K | 0.0% | $126.03 | — | COM | 45845P108 |
| — | VERINT SYS INC | 14,388 | $862K | 0.0% | $42.60 | — | COM | 92343X100 |
| ACIW | ACI WORLDWIDE INC | 26,200 | $861K | 0.0% | $27.05 | +12.6% | COM | 004498101 |
| HOG | HARLEY DAVIDSON INC | 23,879 | $851K | 0.0% | $43.74 | -16.8% | COM | 412822108 |
| TBCH | TURTLE BEACH CORP | 74,866 | $850K | 0.0% | $16.81 | -10.3% | COM NEW | 900450206 |
| — | NEKTAR THERAPEUTICS | 25,195 | $847K | 0.0% | $97.28 | — | COM | 640268108 |
| ACAD | ACADIA PHARMACEUTICALS INC | 31,505 | $846K | 0.0% | $19.42 | +20.3% | COM | 004225108 |
| MLR | MILLER INDS INC TENN | 27,296 | $842K | 0.0% | $23.51 | +14.3% | COM NEW | 600551204 |
| LSTR | LANDSTAR SYS INC | 7,691 | $842K | 0.0% | $109.48 | — | COM | 515098101 |
| — | GLOBAL BLOOD THERAPEUTICS IN | 15,883 | $840K | 0.0% | $46.77 | — | COM | 37890U108 |
| — | SEASPINE HLDGS CORP | 55,500 | $837K | 0.0% | $16.40 | — | COM | 81255T108 |
| EBS | EMERGENT BIOSOLUTIONS INC | 16,540 | $836K | 0.0% | $52.53 | +12.3% | COM | 29089Q105 |
| AMG | AFFILIATED MANAGERS GROUP IN | 7,803 | $836K | 0.0% | $110.59 | -5.7% | COM | 008252108 |
| LGND | LIGAND PHARMACEUTICALS INC | 6,621 | $832K | 0.0% | $98.89 | -23.4% | COM NEW | 53220K504 |
| — | TOWER INTL INC | 39,440 | $829K | 0.0% | $25.06 | — | COM | 891826109 |
| — | HUBSPOT INC | 455,000 | $822K | 0.0% | $1.43 | — | NOTE 0.250% 6/0 | 443573AB6 |
| TRS | TRIMAS CORP | 27,100 | $819K | 0.0% | $29.02 | +2.3% | COM NEW | 896215209 |
| — | EURONET WORLDWIDE INC | 415,000 | $816K | 0.0% | $1.33 | — | NOTE 1.500%10/0 | 298736AH2 |
| VOYA | VOYA FINL INC | 16,130 | $805K | 0.0% | $42.65 | 0.0% | COM | 929089100 |
| LEG | LEGGETT & PLATT INC | 19,014 | $803K | 0.0% | $45.85 | -8.3% | COM | 524660107 |
| INBK | FIRST INTERNET BANCORP | 41,321 | $799K | 0.0% | $35.37 | -40.5% | COM | 320557101 |
| IPGP | IPG PHOTONICS CORP | 5,261 | $799K | 0.0% | $246.76 | -42.6% | COM | 44980X109 |
| — | FIESTA RESTAURANT GROUP INC | 59,600 | $782K | 0.0% | $14.82 | — | COM | 31660B101 |
| RBB | RBB BANCORP | 41,549 | $781K | 0.0% | $26.95 | -26.8% | COM | 74930B105 |
| — | CARBONITE INC | 31,300 | $777K | 0.0% | $24.82 | — | COM | 141337105 |
| HWC | HANCOCK WHITNEY CORPORATION | 19,200 | $776K | 0.0% | $40.99 | 0.0% | COM | 410120109 |
| NXRT | NEXPOINT RESIDENTIAL TR INC | 20,200 | $774K | 0.0% | $38.32 | — | COM | 65341D102 |
| HNI | HNI CORP | 21,300 | $773K | 0.0% | $38.19 | +0.7% | COM | 404251100 |
| — | ACCELERON PHARMA INC | 16,570 | $772K | 0.0% | $40.53 | — | COM | 00434H108 |
| — | ARENA PHARMACEUTICALS INC | 17,191 | $771K | 0.0% | $39.03 | — | COM NEW | 040047607 |
| — | PORTOLA PHARMACEUTICALS INC | 22,138 | $768K | 0.0% | $32.14 | — | COM | 737010108 |
| — | YRC WORLDWIDE INC | 114,600 | $766K | 0.0% | $6.68 | — | COM PAR $.01 | 984249607 |
| TSLA | TESLA INC | 2,734 | $765K | 0.0% | $21.51 | -6.7% | COM | 88160R101 |
| RCKY | ROCKY BRANDS INC | 31,879 | $764K | 0.0% | $26.27 | +3.5% | COM | 774515100 |
| — | BLACKROCK MUNIYLD INVST QLTY | 57,875 | $761K | 0.0% | $12.25 | — | COM | 09254T100 |
| GPRE | GREEN PLAINS INC | 45,500 | $759K | 0.0% | $15.00 | 0.0% | COM | 393222104 |
| BBT | BERKSHIRE HILLS BANCORP INC | 27,815 | $757K | 0.0% | $26.26 | -11.2% | COM | 084680107 |
| FLR | FLUOR CORP NEW | 20,540 | $756K | 0.0% | $54.24 | -35.2% | COM | 343412102 |
| UCB | UNITED CMNTY BKS BLAIRSVLE G | 30,300 | $756K | 0.0% | $24.69 | +5.2% | COM | 90984P303 |
| COTY | COTY INC | 65,798 | $756K | 0.0% | $17.91 | -49.8% | COM CL A | 222070203 |
| FOSL | FOSSIL GROUP INC | 54,968 | $755K | 0.0% | $18.92 | -15.8% | COM | 34988V106 |
| MLKN | MILLER HERMAN INC | 21,400 | $752K | 0.0% | $28.64 | +1.7% | COM | 600544100 |
| — | CRANE CO | 8,777 | $743K | 0.0% | $73.38 | — | COM | 224399105 |
| — | OVERSEAS SHIPHOLDING GROUP I | 322,951 | $739K | 0.0% | $2.85 | — | CL A NEW | 69036R863 |
| OFIX | ORTHOFIX MED INC | 13,090 | $738K | 0.0% | $56.04 | +0.2% | COM | 68752M108 |
| MMSI | MERIT MED SYS INC | 11,900 | $736K | 0.0% | $59.45 | -4.6% | COM | 589889104 |
| — | CRAFT BREW ALLIANCE INC | 52,506 | $734K | 0.0% | $17.82 | — | COM | 224122101 |
| JEF | JEFFERIES FINL GROUP INC | 38,970 | $732K | 0.0% | $16.63 | -14.2% | COM | 47233W109 |
| — | CABOT MICROELECTRONICS CORP | 6,500 | $728K | 0.0% | $96.26 | — | COM | 12709P103 |
| MDU | MDU RES GROUP INC | 27,959 | $722K | 0.0% | $7.88 | +0.3% | COM | 552690109 |
| — | ATLANTIC PWR CORP | 284,000 | $715K | 0.0% | $2.35 | — | COM NEW | 04878Q863 |
| SD | SANDRIDGE ENERGY INC | 88,793 | $713K | 0.0% | $12.95 | -36.8% | COM NEW | 80007P869 |
| MYGN | MYRIAD GENETICS INC | 21,431 | $712K | 0.0% | $33.72 | -9.7% | COM | 62855J104 |
| RBCAA | REPUBLIC BANCORP KY | 15,911 | $711K | 0.0% | $39.13 | +8.3% | CL A | 760281204 |
| INSM | INSMED INC | 24,344 | $708K | 0.0% | $25.76 | +0.6% | COM PAR $.01 | 457669307 |
| — | NANOMETRICS INC | 22,800 | $704K | 0.0% | $27.38 | — | COM | 630077105 |
| — | NORDSTROM INC | 15,789 | $701K | 0.0% | $49.77 | — | COM | 655664100 |
| IRWD | IRONWOOD PHARMACEUTICALS INC | 51,419 | $695K | 0.0% | $12.93 | -13.6% | COM CL A | 46333X108 |
| NHTC | NATURAL HEALTH TRENDS CORP | 53,318 | $691K | 0.0% | $16.58 | -10.0% | COM PAR $.001 | 63888P406 |
| — | TRIBUNE PUBG CO NEW | 58,312 | $688K | 0.0% | $11.34 | — | COM | 89609W107 |
| — | NAVISTAR INTL CORP NEW | 685,000 | $687K | 0.0% | $1.09 | — | NOTE 4.750% 4/1 | 63934EAS7 |
| SBRA | SABRA HEALTH CARE REIT INC | 35,200 | $685K | 0.0% | $19.46 | — | COM | 78573L106 |
| FIVN | FIVE9 INC | 12,945 | $684K | 0.0% | $41.24 | +23.3% | COM | 338307101 |
| MUR | MURPHY OIL CORP | 23,331 | $684K | 0.0% | $22.39 | -1.5% | COM | 626717102 |
| — | CORNERSTONE ONDEMAND INC | 12,400 | $679K | 0.0% | $50.45 | — | COM | 21925Y103 |
| — | RTI INTL METALS INC | 685,000 | $678K | 0.0% | $1.06 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | PERSPECTA INC | 33,479 | $677K | 0.0% | $20.55 | — | COM | 715347100 |
| PMT | PENNYMAC MTG INVT TR | 32,500 | $673K | 0.0% | $18.62 | — | COM | 70931T103 |
| MAC | MACERICH CO | 15,451 | $670K | 0.0% | $56.01 | — | COM | 554382101 |
| TBHC | KIRKLANDS INC | 94,942 | $668K | 0.0% | $10.43 | -5.8% | COM | 497498105 |
| RNST | RENASANT CORP | 19,700 | $667K | 0.0% | $35.63 | 0.0% | COM | 75970E107 |
| — | CARE COM INC | 33,678 | $666K | 0.0% | $16.27 | — | COM | 141633107 |
| — | J2 GLOBAL INC | 497,000 | $665K | 0.0% | $1.37 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| SSP | SCRIPPS E W CO OHIO | 31,400 | $659K | 0.0% | $14.95 | 0.0% | CL A NEW | 811054402 |
| MAT | MATTEL INC | 50,273 | $654K | 0.0% | $15.59 | -14.3% | COM | 577081102 |
| ANF | ABERCROMBIE & FITCH CO | 23,666 | $649K | 0.0% | $17.49 | +21.1% | CL A | 002896207 |
| ENTA | ENANTA PHARMACEUTICALS INC | 6,792 | $649K | 0.0% | $99.16 | -9.5% | COM | 29251M106 |
| COLL | COLLEGIUM PHARMACEUTICAL INC | 42,600 | $645K | 0.0% | $16.45 | -2.6% | COM | 19459J104 |
| — | WAYFAIR INC | 418,000 | $642K | 0.0% | $1.51 | — | NOTE 0.375% 9/0 | 94419LAB7 |
| ANAB | ANAPTYSBIO INC | 8,796 | $642K | 0.0% | $73.58 | -6.2% | COM | 032724106 |
| — | ATARA BIOTHERAPEUTICS INC | 15,992 | $636K | 0.0% | $34.89 | — | COM | 046513107 |
| SIGA | SIGA TECHNOLOGIES INC | 105,300 | $633K | 0.0% | $4.91 | 0.0% | COM | 826917106 |
| — | ALLEGHENY TECHNOLOGIES INC | 330,000 | $630K | 0.0% | $1.85 | — | NOTE 4.750% 7/0 | 01741RAG7 |
| VIAV | VIAVI SOLUTIONS INC | 50,800 | $629K | 0.0% | $10.79 | +8.6% | COM | 925550105 |
| RGNX | REGENXBIO INC | 10,957 | $628K | 0.0% | $47.93 | +3.3% | COM | 75901B107 |
| — | EXTERRAN CORP | 37,146 | $626K | 0.0% | $26.70 | — | COM | 30227H106 |
| — | RETAIL PPTYS AMER INC | 51,147 | $624K | 0.0% | $11.76 | — | CL A | 76131V202 |
| RAMP | LIVERAMP HLDGS INC | 11,400 | $622K | 0.0% | $49.57 | 0.0% | COM | 53815P108 |
| — | AUDENTES THERAPEUTICS INC | 15,953 | $622K | 0.0% | $38.63 | — | COM | 05070R104 |
| — | FEDNAT HLDG CO | 38,818 | $622K | 0.0% | $21.65 | — | COM | 31431B109 |
| — | PALO ALTO NETWORKS INC | 282,000 | $620K | 0.0% | $1.64 | — | NOTE 7/0 | 697435AB1 |
| — | INTEGRATED DEVICE TECHNOLOGY | 393,000 | $618K | 0.0% | $1.08 | — | NOTE 0.875%11/1 | 458118AC0 |
| EVC | ENTRAVISION COMMUNICATIONS C | 189,419 | $614K | 0.0% | $4.12 | -39.8% | CL A | 29382R107 |
| PTCT | PTC THERAPEUTICS INC | 16,327 | $614K | 0.0% | $31.21 | +7.6% | COM | 69366J200 |
| — | EXPRESS INC | 143,230 | $613K | 0.0% | $6.68 | — | COM | 30219E103 |
| MOFG | MIDWESTONE FINL GROUP INC NE | 22,474 | $613K | 0.0% | $33.02 | -13.9% | COM | 598511103 |
| — | GUIDEWIRE SOFTWARE INC | 560,000 | $611K | 0.0% | $0.99 | — | NOTE 1.250% 3/1 | 40171VAA8 |
| — | CHENIERE ENERGY INC | 775,000 | $610K | 0.0% | $0.74 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| ICUI | ICU MED INC | 2,548 | $609K | 0.0% | $292.35 | -18.0% | COM | 44930G107 |
| — | ROYAL GOLD INC | 605,000 | $607K | 0.0% | $1.10 | — | NOTE 2.875% 6/1 | 780287AA6 |
| XNCR | XENCOR INC | 19,537 | $606K | 0.0% | $29.46 | +12.9% | COM | 98401F105 |
| ARWR | ARROWHEAD PHARMACEUTICALS IN | 33,000 | $605K | 0.0% | $13.67 | +20.7% | COM | 04280A100 |
| HRTX | HERON THERAPEUTICS INC | 24,475 | $598K | 0.0% | $36.39 | -28.1% | COM | 427746102 |
| — | COLONY CAP INC | 623,000 | $596K | 0.0% | $0.93 | — | NOTE 3.875% 1/1 | 19624RAB2 |
| MCFT | MASTERCRAFT BOAT HLDGS INC | 25,800 | $582K | 0.0% | $27.81 | -20.5% | COM | 57637H103 |
| — | RETROPHIN INC | 25,627 | $580K | 0.0% | $26.63 | — | COM | 761299106 |
| CRUS | CIRRUS LOGIC INC | 13,700 | $577K | 0.0% | $38.58 | 0.0% | COM | 172755100 |
| — | IRONWOOD PHARMACEUTICALS INC | 522,000 | $577K | 0.0% | $1.34 | — | DBCV 2.250% 6/1 | 46333XAD0 |
| — | GOGO INC | 580,000 | $566K | 0.0% | $0.91 | — | NOTE 3.750% 3/0 | 38046CAB5 |
| CVLT | COMMVAULT SYSTEMS INC | 8,700 | $564K | 0.0% | $58.99 | +9.5% | COM | 204166102 |
| SCVL | SHOE CARNIVAL INC | 16,429 | $559K | 0.0% | $12.14 | +49.7% | COM | 824889109 |
| — | ELECTRONICS FOR IMAGING INC | 562,000 | $555K | 0.0% | $1.06 | — | NOTE 0.750% 9/0 | 286082AC6 |
| — | REALPAGE INC | 359,000 | $554K | 0.0% | $1.42 | — | NOTE 1.500%11/1 | 75606NAB5 |
| — | ARES CAP CORP | 549,000 | $549K | 0.0% | $1.02 | — | NOTE 3.750% 2/0 | 04010LAT0 |
| — | RADIUS HEALTH INC | 27,282 | $544K | 0.0% | $28.86 | — | COM NEW | 750469207 |
| TPICQ | TPI COMPOSITES INC | 18,955 | $543K | 0.0% | $20.52 | +44.4% | COM | 87266J104 |
| — | SERVICEMASTER GLOBAL HLDGS I | 11,420 | $533K | 0.0% | $46.67 | — | COM | 81761R109 |
| FSTR | FOSTER L B CO | 28,301 | $532K | 0.0% | $25.72 | -30.9% | COM | 350060109 |
| — | II VI INC | 14,300 | $532K | 0.0% | $32.63 | — | COM | 902104108 |
| PBYI | PUMA BIOTECHNOLOGY INC | 13,683 | $531K | 0.0% | $65.15 | -53.1% | COM | 74587V107 |
| EDIT | EDITAS MEDICINE INC | 21,692 | $531K | 0.0% | $34.00 | -33.4% | COM | 28106W103 |
| — | SUNPOWER CORP | 612,000 | $526K | 0.0% | $0.80 | — | DBCV 0.875% 6/0 | 867652AJ8 |
| UA | UNDER ARMOUR INC | 27,868 | $526K | 0.0% | $14.09 | +34.1% | CL C | 904311206 |
| — | II VI INC | 500,000 | $524K | 0.0% | $1.18 | — | NOTE 0.250% 9/0 | 902104AB4 |
| HOPE | HOPE BANCORP INC | 39,100 | $512K | 0.0% | $14.31 | -2.5% | COM | 43940T109 |
| — | DEXCOM INC | 380,000 | $511K | 0.0% | $1.54 | — | NOTE 0.750% 5/1 | 252131AF4 |
| — | CLOVIS ONCOLOGY INC | 650,000 | $509K | 0.0% | $0.92 | — | NOTE 1.250% 5/0 | 189464AC4 |
| IDCC | INTERDIGITAL INC | 7,700 | $508K | 0.0% | $72.80 | -4.5% | COM | 45867G101 |
| HXL | HEXCEL CORP NEW | 7,341 | $507K | 0.0% | $67.24 | 0.0% | COM | 428291108 |
| KELYA | KELLY SVCS INC | 23,000 | $507K | 0.0% | $25.02 | -16.5% | CL A | 488152208 |
| — | BLACKROCK NY MUN INCOME TR I | 37,256 | $506K | 0.0% | $12.40 | — | COM | 09249R102 |
| RLJ | RLJ LODGING TR | 28,500 | $501K | 0.0% | $16.41 | — | COM | 74965L101 |
| — | INTL FCSTONE INC | 12,900 | $500K | 0.0% | $36.59 | — | COM | 46116V105 |
| NX | QUANEX BUILDING PRODUCTS COR | 31,300 | $497K | 0.0% | $14.25 | 0.0% | COM | 747619104 |
| HYG | ISHARES TR | 5,750 | $497K | 0.0% | $81.04 | — | IBOXX HI YD ETF | 464288513 |
| — | PREFERRED APT CMNTYS INC | 33,500 | $497K | 0.0% | $14.84 | — | COM | 74039L103 |
| ODFL | OLD DOMINION FREIGHT LINE IN | 3,411 | $493K | 0.0% | $43.78 | +3.5% | COM | 679580100 |
| — | SYNAPTICS INC | 526,000 | $487K | 0.0% | $0.99 | — | NOTE 0.500% 6/1 | 87157DAD1 |
| — | SPARK ENERGY INC | 54,701 | $487K | 0.0% | $8.46 | — | CL A COM | 846511103 |
| SCSC | SCANSOURCE INC | 13,580 | $487K | 0.0% | $34.77 | +7.5% | COM | 806037107 |
| — | CLOVIS ONCOLOGY INC | 520,000 | $486K | 0.0% | $1.38 | — | NOTE 2.500% 9/1 | 189464AB6 |
| BDC | BELDEN INC | 9,000 | $484K | 0.0% | $53.17 | +0.8% | COM | 077454106 |
| — | CTRIP COM INTL LTD | 11,000 | $481K | 0.0% | $43.73 | — | SPONSORED ADS | 22943F100 |
| HQY | HEALTHEQUITY INC | 6,461 | $478K | 0.0% | $86.15 | -18.4% | COM | 42226A107 |
| — | INFINERA CORPORATION | 600,000 | $475K | 0.0% | $1.01 | — | NOTE 2.125% 9/0 | 45667GAC7 |
| — | CBL & ASSOC PPTYS INC | 306,000 | $475K | 0.0% | $1.64 | — | COM | 124830100 |
| — | EVERBRIDGE INC | 6,300 | $473K | 0.0% | $57.06 | — | COM | 29978A104 |
| PRGS | PROGRESS SOFTWARE CORP | 10,626 | $472K | 0.0% | $42.13 | -13.2% | COM | 743312100 |
| — | PPDAI GROUP INC | 124,600 | $471K | 0.0% | $3.78 | — | SPONSORED ADR | 69354V108 |
| PAYC | PAYCOM SOFTWARE INC | 2,490 | $471K | 0.0% | $159.22 | 0.0% | COM | 70432V102 |
| — | LEGG MASON INC | 16,978 | $465K | 0.0% | $40.65 | — | COM | 524901105 |
| PKOH | PARK OHIO HLDGS CORP | 14,309 | $463K | 0.0% | $33.18 | -16.2% | COM | 700666100 |
| EQT | EQT CORP | 22,297 | $462K | 0.0% | $26.47 | -31.5% | COM | 26884L109 |
| — | J ALEXANDERS HLDGS INC | 46,497 | $457K | 0.0% | $10.89 | — | COM | 46609J106 |
| — | SAILPOINT TECHNLGIES HLDGS I | 15,823 | $454K | 0.0% | $34.01 | — | COM | 78781P105 |
| ALRM | ALARM COM HLDGS INC | 7,000 | $454K | 0.0% | $48.33 | +25.5% | COM | 011642105 |
| — | AIMMUNE THERAPEUTICS INC | 20,179 | $451K | 0.0% | $27.00 | — | COM | 00900T107 |
| RYAM | RAYONIER ADVANCED MATLS INC | 33,300 | $451K | 0.0% | $13.56 | -0.1% | COM | 75508B104 |
| — | INSMED INC | 441,000 | $447K | 0.0% | $0.89 | — | NOTE 1.750% 1/1 | 457669AA7 |
| — | BLACKROCK MUNIYIELD N J FD I | 31,029 | $447K | 0.0% | $12.96 | — | COM | 09254Y109 |
| — | MOMENTA PHARMACEUTICALS INC | 30,731 | $446K | 0.0% | $17.96 | — | COM | 60877T100 |
| — | CENTURY BANCORP INC MASS | 6,121 | $446K | 0.0% | $79.40 | — | CL A NON VTG | 156432106 |
| TKR | TIMKEN CO | 10,129 | $442K | 0.0% | $40.46 | +5.0% | COM | 887389104 |
| — | BARNES & NOBLE ED INC | 105,188 | $442K | 0.0% | $4.57 | — | COM | 06777U101 |
| — | SQUARE INC | 135,000 | $442K | 0.0% | $2.29 | — | NOTE 0.375% 3/0 | 852234AB9 |
| HE | HAWAIIAN ELEC INDUSTRIES | 10,747 | $438K | 0.0% | $38.00 | 0.0% | COM | 419870100 |
| — | BLACKROCK MUNI INCOME INV QL | 31,351 | $436K | 0.0% | $13.08 | — | COM | 09250G102 |
| JBLU | JETBLUE AWYS CORP | 26,578 | $435K | 0.0% | $17.60 | -2.7% | COM | 477143101 |
| — | SMART & FINAL STORES INC | 87,718 | $434K | 0.0% | $5.12 | — | COM | 83190B101 |
| PLXS | PLEXUS CORP | 7,100 | $433K | 0.0% | $56.32 | +2.5% | COM | 729132100 |
| — | Q2 HLDGS INC | 329,000 | $432K | 0.0% | $1.31 | — | NOTE 0.750% 2/1 | 74736LAB5 |
| — | GENERAL FIN CORP DEL | 46,314 | $432K | 0.0% | $10.00 | — | COM | 369822101 |
| — | DYCOM INDS INC | 466,000 | $431K | 0.0% | $1.17 | — | NOTE 0.750% 9/1 | 267475AB7 |
| FSBW | FS BANCORP INC | 8,492 | $428K | 0.0% | $19.99 | +3.4% | COM | 30263Y104 |
| — | CLOVIS ONCOLOGY INC | 17,100 | $424K | 0.0% | $40.74 | — | COM | 189464100 |
| CTRE | CARETRUST REIT INC | 17,900 | $420K | 0.0% | $23.46 | — | COM | 14174T107 |
| AEIS | ADVANCED ENERGY INDS | 8,400 | $417K | 0.0% | $43.78 | +8.9% | COM | 007973100 |
| — | TOWN SPORTS INTL HLDGS INC | 87,176 | $415K | 0.0% | $11.40 | — | COM | 89214A102 |
| — | SPECTRUM PHARMACEUTICALS INC | 38,702 | $413K | 0.0% | $15.47 | — | COM | 84763A108 |
| PLAB | PHOTRONICS INC | 43,600 | $412K | 0.0% | $9.95 | +1.8% | COM | 719405102 |
| ESRT | EMPIRE ST RLTY TR INC | 25,947 | $410K | 0.0% | $16.61 | — | CL A | 292104106 |
| FONR | FONAR CORP | 19,757 | $405K | 0.0% | $25.18 | -13.8% | COM NEW | 344437405 |
| IOVA | IOVANCE BIOTHERAPEUTICS INC | 42,618 | $405K | 0.0% | $13.24 | -26.6% | COM | 462260100 |
| — | ARATANA THERAPEUTICS INC | 112,300 | $404K | 0.0% | $4.46 | — | COM | 03874P101 |
| DGII | DIGI INTL INC | 31,900 | $404K | 0.0% | $12.48 | 0.0% | COM | 253798102 |
| CIVB | CIVISTA BANCSHARES INC | 18,470 | $403K | 0.0% | $16.13 | 0.0% | COM NO PAR | 178867107 |
| — | ASCENA RETAIL GROUP INC | 369,324 | $399K | 0.0% | $2.78 | — | COM | 04351G101 |
| — | LIVEPERSON INC | 13,385 | $389K | 0.0% | $18.63 | — | COM | 538146101 |
| SGMO | SANGAMO THERAPEUTICS INC | 40,649 | $388K | 0.0% | $19.67 | -48.1% | COM | 800677106 |
| EVTC | EVERTEC INC | 13,967 | $388K | 0.0% | $15.07 | +80.7% | COM | 30040P103 |
| SMTC | SEMTECH CORP | 7,600 | $387K | 0.0% | $51.64 | 0.0% | COM | 816850101 |
| — | LIFE STORAGE INC | 3,981 | $387K | 0.0% | $97.21 | — | COM | 53223X107 |
| — | VEECO INSTRS INC DEL | 450,000 | $386K | 0.0% | $1.00 | — | NOTE 2.700% 1/1 | 922417AD2 |
| — | ANIXTER INTL INC | 6,710 | $377K | 0.0% | $54.30 | — | COM | 035290105 |
| FF | FUTUREFUEL CORPORATION | 28,100 | $376K | 0.0% | $5.98 | 0.0% | COM | 36116M106 |
| VNDA | VANDA PHARMACEUTICALS INC | 20,300 | $373K | 0.0% | $22.79 | 0.0% | COM | 921659108 |
| — | SOUTHERN NATL BANCORP OF VA | 25,415 | $372K | 0.0% | $13.92 | — | COM | 843395104 |
| MDGL | MADRIGAL PHARMACEUTICALS INC | 2,961 | $371K | 0.0% | $228.60 | -45.6% | COM | 558868105 |
| GSBC | GREAT SOUTHN BANCORP INC | 7,100 | $368K | 0.0% | $53.08 | 0.0% | COM | 390905107 |
| MCB | METROPOLITAN BK HLDG CORP | 10,579 | $368K | 0.0% | $45.25 | -21.5% | COM | 591774104 |
| — | GAIN CAP HLDGS INC | 58,500 | $368K | 0.0% | $6.22 | — | COM | 36268W100 |
| — | ENCORE CAP GROUP INC | 382,000 | $366K | 0.0% | $1.12 | — | NOTE 3.000% 7/0 | 292554AF9 |
| SKT | TANGER FACTORY OUTLET CTRS I | 17,400 | $365K | 0.0% | $20.17 | — | COM | 875465106 |
| QTWO | Q2 HLDGS INC | 5,200 | $361K | 0.0% | $51.03 | +22.4% | COM | 74736L109 |
| — | BOSTON PRIVATE FINL HLDGS IN | 32,900 | $360K | 0.0% | $10.58 | — | COM | 101119105 |
| — | REDWOOD TR INC | 375,000 | $360K | 0.0% | $0.99 | — | NOTE 4.750% 8/1 | 758075AC9 |
| ANIP | ANI PHARMACEUTICALS INC | 5,013 | $354K | 0.0% | $62.98 | -6.6% | COM | 00182C103 |
| DAR | DARLING INGREDIENTS INC | 16,200 | $351K | 0.0% | $20.27 | +4.1% | COM | 237266101 |
| OC | OWENS CORNING NEW | 7,413 | $350K | 0.0% | $48.89 | 0.0% | COM | 690742101 |
| — | VIRTUSA CORP | 6,500 | $348K | 0.0% | $53.54 | — | COM | 92827P102 |
| SUPN | SUPERNUS PHARMACEUTICALS INC | 9,853 | $346K | 0.0% | $43.00 | -13.5% | COM | 868459108 |
| FMNB | FARMERS NATL BANC CORP | 24,959 | $344K | 0.0% | $10.63 | -3.2% | COM | 309627107 |
| RUSHB | RUSH ENTERPRISES INC | 8,248 | $343K | 0.0% | $17.63 | -9.5% | CL B | 781846308 |
| — | INTERDIGITAL INC | 327,000 | $343K | 0.0% | $1.22 | — | NOTE 1.500% 3/0 | 458660AD9 |
| — | COHERENT INC | 2,408 | $342K | 0.0% | $105.71 | — | COM | 192479103 |
| OSIS | OSI SYSTEMS INC | 3,900 | $341K | 0.0% | $72.14 | +16.0% | COM | 671044105 |
| RLGT | RADIANT LOGISTICS INC | 54,000 | $340K | 0.0% | $5.50 | 0.0% | COM | 75025X100 |
| OPK | OPKO HEALTH INC | 127,781 | $334K | 0.0% | $3.94 | -23.2% | COM | 68375N103 |
| VRA | VERA BRADLEY INC | 25,122 | $332K | 0.0% | $12.24 | -16.5% | COM | 92335C106 |
| DIOD | DIODES INC | 9,327 | $324K | 0.0% | $32.59 | +10.0% | COM | 254543101 |
| HWKN | HAWKINS INC | 8,700 | $321K | 0.0% | $20.43 | 0.0% | COM | 420261109 |
| WK | WORKIVA INC | 6,300 | $320K | 0.0% | $31.09 | +41.4% | COM CL A | 98139A105 |
| — | ENVESTNET INC | 4,900 | $320K | 0.0% | $49.00 | — | COM | 29404K106 |
| MSTR | MICROSTRATEGY INC | 2,200 | $317K | 0.0% | $13.84 | 0.0% | CL A NEW | 594972408 |
| — | CHICOS FAS INC | 74,100 | $316K | 0.0% | $8.14 | — | COM | 168615102 |
| DXCM | DEXCOM INC | 2,644 | $315K | 0.0% | $31.72 | +10.8% | COM | 252131107 |
| SUI | SUN CMNTYS INC | 2,619 | $311K | 0.0% | $101.57 | — | COM | 866674104 |
| — | AIR TRANSPORT SERVICES GRP I | 308,000 | $309K | 0.0% | $0.96 | — | NOTE 1.125%10/1 | 00922RAB1 |
| BCBP | BCB BANCORP INC | 23,005 | $308K | 0.0% | $8.34 | +1.0% | COM | 055298103 |
| — | MOBILE TELESYSTEMS PJSC | 40,777 | $308K | 0.0% | $7.00 | — | SPONSORED ADR | 607409109 |
| — | RTI SURGICAL HOLDINGS INC | 50,700 | $304K | 0.0% | $5.49 | — | COM | 74975N105 |
| RYZ | RYERSON HLDG CORP | 35,419 | $303K | 0.0% | $11.09 | -30.1% | COM | 783754104 |
| MATX | MATSON INC | 8,266 | $299K | 0.0% | $28.18 | +9.5% | COM | 57686G105 |
| OGS | ONE GAS INC | 3,346 | $298K | 0.0% | $67.29 | +24.9% | COM | 68235P108 |
| — | NABORS INDS INC NEW | 413,000 | $296K | 0.0% | $0.79 | — | NOTE 0.750% 1/1 | 62957HAB1 |
| POR | PORTLAND GEN ELEC CO | 5,696 | $295K | 0.0% | $35.36 | +5.0% | COM NEW | 736508847 |
| BWB | BRIDGEWATER BANCSHARES INC | 28,600 | $294K | 0.0% | $10.94 | 0.0% | COM ACCD INV | 108621103 |
| — | FIRST FINANCIAL NORTHWEST IN | 18,644 | $293K | 0.0% | $16.67 | — | COM | 32022K102 |
| HUBG | HUB GROUP INC | 7,100 | $290K | 0.0% | $21.45 | -0.6% | CL A | 443320106 |
| — | INVESCO MUN TR | 24,087 | $290K | 0.0% | $12.80 | — | COM | 46131J103 |
| — | CHUYS HLDGS INC | 12,700 | $289K | 0.0% | $17.72 | — | COM | 171604101 |
| PAG | PENSKE AUTOMOTIVE GRP INC | 6,456 | $288K | 0.0% | $47.42 | -6.6% | COM | 70959W103 |
| PLUS | EPLUS INC | 3,231 | $286K | 0.0% | $38.54 | +7.8% | COM | 294268107 |
| CVGI | COMMERCIAL VEH GROUP INC | 37,000 | $284K | 0.0% | $7.51 | 0.0% | COM | 202608105 |
| — | CATALENT INC | 6,964 | $283K | 0.0% | $31.20 | — | COM | 148806102 |
| BHE | BENCHMARK ELECTRS INC | 10,700 | $281K | 0.0% | $19.42 | +12.2% | COM | 08160H101 |
| — | MIDSTATES PETE CO INC | 28,735 | $281K | 0.0% | $13.28 | — | COM PAR | 59804T407 |
| — | LIBERTY MEDIA CORP DELAWARE | 544,000 | $280K | 0.0% | $0.96 | — | DEB 2.250% 9/3 | 531229AE2 |
| VLGEA | VILLAGE SUPER MKT INC | 10,200 | $279K | 0.0% | $28.29 | 0.0% | CL A NEW | 927107409 |
| ETD | ETHAN ALLEN INTERIORS INC | 14,600 | $279K | 0.0% | $12.01 | 0.0% | COM | 297602104 |
| — | RTW RETAILWINDS INC | 115,706 | $278K | 0.0% | $2.76 | — | COM | 74980D100 |
| THFF | FIRST FINL CORP IND | 6,600 | $277K | 0.0% | $34.13 | 0.0% | COM | 320218100 |
| IMKTA | INGLES MKTS INC | 9,983 | $275K | 0.0% | $27.09 | 0.0% | CL A | 457030104 |
| — | SPIRIT AIRLS INC | 5,200 | $275K | 0.0% | $52.88 | — | COM | 848577102 |
| — | ACORDA THERAPEUTICS INC | 20,429 | $271K | 0.0% | $22.21 | — | COM | 00484M106 |
| — | ELECTRONICS FOR IMAGING INC | 10,100 | $271K | 0.0% | $24.79 | — | COM | 286082102 |
| APPF | APPFOLIO INC | 3,400 | $270K | 0.0% | $61.34 | +9.0% | COM CL A | 03783C100 |
| — | WORLD WRESTLING ENTMT INC | 3,100 | $269K | 0.0% | $74.72 | — | CL A | 98156Q108 |
| — | PENN VA CORP NEW | 6,100 | $269K | 0.0% | $54.00 | — | COM | 70788V102 |
| OPLN | KAR AUCTION SVCS INC | 5,222 | $268K | 0.0% | $19.97 | -5.6% | COM | 48238T109 |
| — | LUTHER BURBANK CORP | 25,800 | $261K | 0.0% | $10.12 | — | COM | 550550107 |
| — | ENDURANCE INTL GROUP HLDGS I | 35,600 | $258K | 0.0% | $7.25 | — | COM | 29272B105 |
| WMK | WEIS MKTS INC | 6,300 | $257K | 0.0% | $38.57 | +4.5% | COM | 948849104 |
| — | STERLING BANCORP INC | 25,400 | $257K | 0.0% | $10.12 | — | COM | 85917W102 |
| FLXS | FLEXSTEEL INDS INC | 11,100 | $257K | 0.0% | $20.07 | 0.0% | COM | 339382103 |
| LCNB | LCNB CORP | 14,848 | $255K | 0.0% | $12.82 | -8.1% | COM | 50181P100 |
| RMBS | RAMBUS INC DEL | 24,300 | $254K | 0.0% | $9.60 | 0.0% | COM | 750917106 |
| — | SYKES ENTERPRISES INC | 9,000 | $254K | 0.0% | $24.67 | — | COM | 871237103 |
| — | TIVO CORP | 27,100 | $253K | 0.0% | $9.41 | — | COM | 88870P106 |
| — | ASSERTIO THERAPEUTICS INC | 49,700 | $252K | 0.0% | $5.50 | — | COM | 04545L107 |
| — | BENEFITFOCUS INC | 5,100 | $252K | 0.0% | $49.41 | — | COM | 08180D106 |
| — | JUMEI INTL HLDG LTD | 106,000 | $250K | 0.0% | $2.36 | — | SPONSORED ADR | 48138L107 |
| TTMI | TTM TECHNOLOGIES INC | 21,200 | $249K | 0.0% | $12.26 | -6.5% | COM | 87305R109 |
| ELAN | ELANCO ANIMAL HEALTH INC | 7,752 | $249K | 0.0% | $30.77 | 0.0% | COM | 28414H103 |
| IMMR | IMMERSION CORP | 29,282 | $247K | 0.0% | $12.70 | -27.8% | COM | 452521107 |
| — | TERRITORIAL BANCORP INC | 9,136 | $245K | 0.0% | $29.27 | — | COM | 88145X108 |
| UVSP | UNIVEST FINANCIAL CORPORATIO | 10,000 | $245K | 0.0% | $24.41 | 0.0% | COM | 915271100 |
| — | NATIONAL CINEMEDIA INC | 34,200 | $241K | 0.0% | $7.05 | — | COM | 635309107 |
| — | AVID TECHNOLOGY INC | 32,300 | $240K | 0.0% | $6.01 | — | COM | 05367P100 |
| FBIZ | FIRST BUS FINL SVCS INC WIS | 11,967 | $239K | 0.0% | $19.36 | -9.9% | COM | 319390100 |
| CCRN | CROSS CTRY HEALTHCARE INC | 33,600 | $236K | 0.0% | $8.57 | 0.0% | COM | 227483104 |
| — | CENTRAL VALLEY CMNTY BANCORP | 11,889 | $233K | 0.0% | $19.56 | — | COM | 155685100 |
| HSTM | HEALTHSTREAM INC | 8,300 | $233K | 0.0% | $25.93 | +1.3% | COM | 42222N103 |
| — | CLOUDERA INC | 20,900 | $228K | 0.0% | $10.91 | — | COM | 18914U100 |
| SMBK | SMARTFINANCIAL INC | 12,001 | $227K | 0.0% | $19.10 | 0.0% | COM NEW | 83190L208 |
| RPM | RPM INTL INC | 3,911 | $227K | 0.0% | $61.25 | -7.3% | COM | 749685103 |
| TBRG | COMPUTER PROGRAMS & SYS INC | 7,600 | $226K | 0.0% | $28.18 | 0.0% | COM | 205306103 |
| SON | SONOCO PRODS CO | 3,566 | $219K | 0.0% | $45.19 | 0.0% | COM | 835495102 |
| — | KEMET CORP | 12,900 | $218K | 0.0% | $18.55 | — | COM NEW | 488360207 |
| — | LUMINEX CORP DEL | 9,400 | $216K | 0.0% | $22.98 | — | COM | 55027E102 |
| HNRG | HALLADOR ENERGY COMPANY | 40,749 | $214K | 0.0% | $6.21 | -12.8% | COM | 40609P105 |
| — | PGIM HIGH YIELD BOND FUND IN | 15,000 | $213K | 0.0% | $13.00 | — | COM | 69346H100 |
| — | OMNOVA SOLUTIONS INC | 30,100 | $212K | 0.0% | $7.25 | — | COM | 682129101 |
| EGAN | EGAIN CORP | 20,100 | $210K | 0.0% | $9.48 | 0.0% | COM NEW | 28225C806 |
| EWBC | EAST WEST BANCORP INC | 4,376 | $210K | 0.0% | $47.76 | -10.5% | COM | 27579R104 |
| — | PERFICIENT INC | 7,600 | $208K | 0.0% | $27.37 | — | COM | 71375U101 |
| HVT | HAVERTY FURNITURE INC | 9,500 | $208K | 0.0% | $21.60 | 0.0% | COM | 419596101 |
| — | CONSOLIDATED COMM HLDGS INC | 19,000 | $208K | 0.0% | $9.88 | — | COM | 209034107 |
| HOFT | HOOKER FURNITURE CORP | 7,000 | $202K | 0.0% | $29.37 | 0.0% | COM | 439038100 |
| AMKR | AMKOR TECHNOLOGY INC | 23,101 | $197K | 0.0% | $6.15 | +25.4% | COM | 031652100 |
| — | BANK COMM HLDGS | 18,531 | $195K | 0.0% | $10.88 | — | COM | 06424J103 |
| — | FLEXION THERAPEUTICS INC | 221,000 | $194K | 0.0% | $1.22 | — | NOTE 3.375% 5/0 | 33938JAB2 |
| — | HC2 HLDGS INC | 78,400 | $193K | 0.0% | $2.52 | — | COM | 404139107 |
| TPC | TUTOR PERINI CORP | 11,292 | $193K | 0.0% | $17.39 | +0.8% | COM | 901109108 |
| — | BLACKROCK CORPOR HI YLD FD I | 18,000 | $185K | 0.0% | $9.28 | — | COM | 09255P107 |
| — | AVX CORP NEW | 10,600 | $184K | 0.0% | $15.28 | — | COM | 002444107 |
| HBIO | HARVARD BIOSCIENCE INC | 41,540 | $179K | 0.0% | $4.61 | -21.4% | COM | 416906105 |
| — | IMMUNOGEN INC | 66,110 | $179K | 0.0% | $8.92 | — | COM | 45253H101 |
| MTG | MGIC INVT CORP WIS | 13,100 | $172K | 0.0% | $11.70 | +6.4% | COM | 552848103 |
| CRD/B | CRAWFORD & CO | 17,757 | $162K | 0.0% | $7.35 | +9.0% | CL B | 224633107 |
| — | LEXICON PHARMACEUTICALS INC | 157,000 | $159K | 0.0% | $1.99 | — | NOTE 5.250%12/0 | 528872AB0 |
| CECO | CECO ENVIRONMENTAL CORP | 21,900 | $157K | 0.0% | $7.61 | -4.7% | COM | 125141101 |
| — | WASHINGTON PRIME GROUP NEW | 27,900 | $157K | 0.0% | $4.87 | — | COM | 93964W108 |
| — | SHILOH INDS INC | 28,153 | $155K | 0.0% | $7.54 | — | COM | 824543102 |
| UIS | UNISYS CORP | 11,364 | $133K | 0.0% | $16.45 | -21.6% | COM NEW | 909214306 |
| — | BLACKROCK MUNIYIELD NY QLTY | 10,000 | $123K | 0.0% | $12.10 | — | COM | 09255E102 |
| AQST | AQUESTIVE THERAPEUTICS INC | 16,600 | $115K | 0.0% | $7.01 | 0.0% | COM | 03843E104 |
| GENNQ | GENESIS HEALTHCARE INC | 78,300 | $113K | 0.0% | $1.48 | -0.1% | CL A COM | 37185X106 |
| — | LADENBURG THALMAN FIN SVCS I | 39,300 | $111K | 0.0% | $2.34 | — | COM | 50575Q102 |
| — | INNERWORKINGS INC | 29,800 | $108K | 0.0% | $3.69 | — | COM | 45773Y105 |
| — | NEW SR INVT GROUP INC | 18,800 | $102K | 0.0% | $4.13 | — | COM | 648691103 |
| — | FOUNDATION BLDG MATLS INC | 10,300 | $101K | 0.0% | $9.81 | — | COM | 350392106 |
| — | DURECT CORP | 156,921 | $98,000 | 0.0% | $1.96 | — | COM | 266605104 |
| — | TAILORED BRANDS INC | 10,871 | $85,000 | 0.0% | $25.07 | — | COM | 87403A107 |
| — | AKORN INC | 23,549 | $83,000 | 0.0% | $3.40 | — | COM | 009728106 |
| TIPT | TIPTREE INC | 10,879 | $69,000 | 0.0% | $6.00 | 0.0% | COM | 88822Q103 |
| DWSN | DAWSON GEOPHYSICAL CO NEW | 23,100 | $68,000 | 0.0% | $3.06 | 0.0% | COM | 239360100 |
| — | MONEYGRAM INTL INC | 30,844 | $63,000 | 0.0% | $2.04 | — | COM NEW | 60935Y208 |
| — | BASIC ENERGY SVCS INC NEW | 13,600 | $52,000 | 0.0% | $3.82 | — | COM NEW | 06985P209 |
| — | WESTERN ASSET HIGH INCM OPP | 10,000 | $48,000 | 0.0% | $4.40 | — | COM | 95766K109 |
| — | ENZO BIOCHEM INC | 13,900 | $38,000 | 0.0% | $2.73 | — | COM | 294100102 |