0001085146-18-002695.txt : 20181114 0001085146-18-002695.hdr.sgml : 20181114 20181114111352 ACCESSION NUMBER: 0001085146-18-002695 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20180930 FILED AS OF DATE: 20181114 DATE AS OF CHANGE: 20181114 EFFECTIVENESS DATE: 20181114 FILER: COMPANY DATA: COMPANY CONFORMED NAME: MACKAY SHIELDS LLC CENTRAL INDEX KEY: 0000061227 IRS NUMBER: 134080466 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-00046 FILM NUMBER: 181181483 BUSINESS ADDRESS: STREET 1: 1345 AVENUE OF THE AMERICAS STREET 2: 42ND FLOOR CITY: NEW YORK STATE: NY ZIP: 10105 BUSINESS PHONE: 212-230-3811 MAIL ADDRESS: STREET 1: 1345 AVENUE OF THE AMERICAS STREET 2: 42ND FLOOR CITY: NEW YORK STATE: NY ZIP: 10105 FORMER COMPANY: FORMER CONFORMED NAME: MACKAY SHIELDS FINANCIAL CORP DATE OF NAME CHANGE: 19920929 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0000061227 XXXXXXXX 09-30-2018 09-30-2018 MACKAY SHIELDS LLC

1345 AVENUE OF THE AMERICAS 42ND FLOOR NEW YORK NY 10105

13F HOLDINGS REPORT 028-00046 N Rene A. Bustamante 212 230-3811 /s/ Rene A. Bustamante New York NY 11-14-2018 4 1146 13097104 false 1 0001133639 028-06325 NEW YORK LIFE INVESTMENT MANAGEMENT LLC 2 0001125816 028-06487 FIRST TRUST ADVISORS LP 3 0000071633 028-00065 NEW YORK LIFE INSURANCE CO 4 0001269119 028-10748 OPPENHEIMER ASSET MANAGEMENT INC. INFORMATION TABLE 2 form13fInfoTable.xml DESCRIPTION FOR INFORMATION TABLE 3M COCOM88579Y10124830117840SHOTR116346101494058 COM INCSPON ADR REP A31680Q104265836114SHOTR115003460014ABBVIE INCCOM00287Y10957104603764SHOTR11082034955610ACCELERON PHARMA INCCOM00434H108104118183SHOTR17881103020ACORDA THERAPEUTICS INCCOM00484M10638319470SHOTR18471109990ACTIVISION BLIZZARD INCCOM00507V10910116121601SHOTR1164121051890ACUITY BRANDS INCCOM00508Y102665342323SHOTR12162401610ADOBE SYS INCCOM00724F10145621168998SHOTR1267021422960ADVANCE AUTO PARTS INCCOM00751Y10622096131263SHOTR145045862180ADVANCED MICRO DEVICES INCNOTE 2.125% 9/0007903BD850891310000PRNSOLE 131000000AEROJET ROCKETDYNE HLDGS INCNOTE 2.250%12/1007800AB12152615060000PRNOTR1330400011368000388000AEROJET ROCKETDYNE HLDGS INCNOTE 2.250%12/1007800AB15136000PRNOTR40360000AES CORPCOM00130H105254791819901SHOTR154708212728190AETNA INC NEWCOM00817Y1081211259709SHOTR17041526680AGILENT TECHNOLOGIES INCCOM00846U101364251632SHOTR17005446270AIMMUNE THERAPEUTICS INCCOM00900T10768725200SHOTR111600136000AIR LEASE CORPNOTE 3.875%12/000912XAK06904043850000PRNOTR19530000332390001081000AIR LEASE CORPNOTE 3.875%12/000912XAK014995000PRNOTR40950000AIR TRANSPORT SERVICES GRP INOTE 1.125%10/100922RAB1422440000PRNSOLE 44000000AKAMAI TECHNOLOGIES INCCOM00971T10124540335471SHOTR1665222689490AKAMAI TECHNOLOGIES INCDBCV 2/100971TAG610241030000PRNSOLE 103000000ALIBABA GROUP HLDG LTDSPONSORED ADS01609W1021489090375SHOTR198108054025ALLEGHENY TECHNOLOGIES INCNOTE 4.750% 7/001741RAG71147530000PRNSOLE 53000000ALLISON TRANSMISSION HLDGS ICOM01973R10117509336640SHOTR1162383204020ALPHABET INCCAP STK CL A02079K305152787126576SHOTR129824967520ALPHABET INCCAP STK CL C02079K107137448115167SHOTR130329848380ALTRIA GROUP INCCOM02209S10322112366631SHOTR1397733268580ALZA CORPSDCV 7/202261WAB52311712153000PRNSOLE 1215300000AMC ENTMT HLDGS INCCL A COM00165C104140868700SHOTR128200405000AMC NETWORKS INCCL A00164V103347652395SHOTR1277521180AMERICAN AIRLS GROUP 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COCL A05722G1005309156934SHOTR189631479710BANCORP INC DELCOM05969A1053028315704SHOTR11217041940000BANK AMER CORP7.25%CNV PFD L06050568284466526SHOTR1053841142BANK AMER CORP7.25%CNV PFD L060505682145112SHOTR401120BANK OZKCOM06417N1034749125109SHOTR1104431146660BARNES & NOBLE ED INCCOM06777U1019215900SHOTR1650094000BASIC ENERGY SVCS INC NEWCOM NEW06985P20959559600SHOTR125800338000BECTON DICKINSON & COPFD SHS CONV A075887208632496762SHOTR107956117201BECTON DICKINSON & COPFD SHS CONV A0758872081051611SHOTR4016110BG STAFFING INCCOM05544A10941615300SHOTR1660087000BIOGEN INCCOM09062X1033476298390SHOTR116396819940BIOMARIN PHARMACEUTICAL INCNOTE 0.599% 8/009061GAH45691853295000PRNOTR16228000460560001011000BIOMARIN PHARMACEUTICAL INCNOTE 0.599% 8/009061GAH49993000PRNOTR40930000BIOMARIN PHARMACEUTICAL INCNOTE 1.500%10/109061GAF827802308000PRNSOLE 230800000BJS RESTAURANTS INCCOM09180C106440861051SHOTR123551375000BLACKROCK FLA MUN 2020 TERMCOM SHS09250M1092672187485SHSOLE 18748500BLACKROCK 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B124857202310253993SHOTR17287467060CDK GLOBAL INCCOM12508E10113302212630SHOTR1478651647650CDW CORPCOM12514G10812109136176SHOTR136425997510CELGENE CORPCOM15102010418025201417SHOTR1223281790890CENTENE CORP DELCOM15135B10139554273204SHOTR1758451973590CENTERPOINT ENERGY INCCOM15189T10715686567309SHOTR11497494175600CENTRAL VALLEY CMNTY BANCORPCOM15568510043420063SHOTR19063110000CENTURY BANCORP INC MASSCL A NON VTG1564321065056993SHOTR1309339000CENTURYLINK INCCOM15670010612203575609SHOTR1454605301490CERIDIAN HCM HLDG INCCOM15677J10874917822SHOTR13238145840CERNER CORPCOM15678210412107187961SHOTR1209081670530CF INDS HLDGS INCCOM12526910027420503675SHOTR11507763528990CHARTER COMMUNICATIONS INC NCL A16119P1081081133175SHOTR13843293320CHEMOURS COCOM16385110810712271604SHOTR1471182244860CHENIERE ENERGY INCNOTE 4.250% 3/116411RAG49811215000PRNSOLE 121500000CHERRY HILL MTG INVT CORPCOM164651101151383600SHOTR136600470000CHESAPEAKE ENERGY CORPCOM16516710797372168641SHOTR115536220132790CHESAPEAKE ENERGY CORPNOTE 5.500% 9/1165167CY120802100000PRNSOLE 210000000CHESAPEAKE LODGING TRSH BEN INT16524010265420399SHOTR19399110000CHESAPEAKE UTILS CORPCOM1653031085556616SHOTR1291637000CHEVRON CORP NEWCOM16676410090311738557SHOTR12265685119890CHICOS FAS INCCOM1686151021972227400SHOTR1990001284000CHIPOTLE MEXICAN GRILL INCCOM1696561051464832228SHOTR15792264360CHURCH & DWIGHT INCCOM171340102232439141SHOTR15283338580CIENA CORPCOM NEW1717793093824122398SHOTR168173542250CIENA CORPNOTE 3.750%10/1171779AJ016011035000PRNSOLE 103500000CIGNA CORPORATIONCOM12550910931576151627SHOTR1496401019870CIMAREX ENERGY COCOM171798101141315208SHOTR12052131560CINCINNATI BELL INC NEWCOM NEW17187150272145192SHOTR118574266180CINCINNATI FINL CORPCOM172062101378349248SHOTR13256459920CINEMARK HOLDINGS INCCOM17243V102155638715SHOTR10387150CINTAS CORPCOM172908105300115173SHOTR12132130410CISCO SYS INCCOM17275R102621091276647SHOTR13420479346000CIT GROUP INCCOM NEW125581801333864669SHOTR10646690CITI TRENDS INCCOM17306X102115940300SHOTR117700226000CITIGROUP INCCOM NEW17296742460111837894SHOTR12772695606250CITIZENS FINL GROUP INCCOM174610105292875911SHOTR110245656660CITRIX SYS INCCOM17737610034366309160SHOTR1940632150970CITRIX SYS INCNOTE 0.500% 4/1177376AD211575000PRNOTR40750000CITRIX SYS INCNOTE 0.500% 4/1177376AD23416722217000PRNOTR1795500013448000814000CIVISTA BANCSHARES INCCOM NO PAR1788671072128800SHOTR1410047000CIVITAS SOLUTIONS INCCOM17887R10226618000SHOTR1840096000CLEAN HARBORS INCCOM18449610711938166782SHOTR1113721554100CLEVELAND CLIFFS INCDBCV 1.500% 1/1185899AA9121157372000PRNOTR1244400049280000CLOROX CO DELCOM189054109307320428SHOTR12757176710CLOUD PEAK ENERGY INCCOM18911Q102903392800SHOTR11749002179000CLOVIS ONCOLOGY INCCOM18946410053318133SHOTR17985101480CLOVIS ONCOLOGY INCNOTE 1.250% 5/0189464AC47761000000PRNSOLE 100000000CLOVIS ONCOLOGY INCNOTE 2.500% 9/1189464AB6774825000PRNSOLE 82500000CME GROUP INCCOM CL A12572Q1051075963211SHOTR17332558790CMS ENERGY CORPCOM1258961007140145705SHOTR193161363890CNA FINL CORPCOM1261171006917151516SHOTR1102531412630CNX RESOURCES CORPORATIONCOM12653C1086086425283SHOTR1430613822220COCA COLA BOTTLING CO CONSCOM191098102373020461SHOTR18961115000COCA COLA COCOM19121610041983908912SHOTR11609747479380COGNIZANT TECHNOLOGY SOLUTIOCL A19244610213618176517SHOTR1490621274550COLGATE PALMOLIVE COCOM19416210310595158253SHOTR1186791395740COLLEGIUM PHARMACEUTICAL INCCOM19459J10433222500SHOTR10225000COLONY CAP INC NEWCL A COM19626G1081183194277SHOTR101942770COLONY STARWOOD HOMESNOTE 3.500% 1/119625XAB819491765000PRNSOLE 176500000COMCAST CORP NEWCL A20030N101564611594483SHOTR16190549754290COMERICA INCCOM200340107435848310SHOTR15204431060COMMERCE BANCSHARES INCCOM2005251039095137756SHOTR1100281277280COMMSCOPE HLDG CO INCCOM20337X109137144559SHOTR14607399520CONAGRA BRANDS INCCOM205887102212262465SHOTR18430540350CONCHO RES INCCOM20605P101492632248SHOTR14310279380CONDUENT INCCOM206787103225851002895SHOTR1438209590750CONMED CORPCOM2074101016588300SHOTR1340049000CONOCOPHILLIPSCOM20825C10446423599786SHOTR11794474203390CONSOL ENERGY INC NEWCOM20854L10848211800SHOTR10118000CONSOLIDATED EDISON INCCOM20911510410670140051SHOTR1123331277180CONSTELLATION BRANDS INCCL A21036P108577326773SHOTR13613231600CONTINENTAL RESOURCES INCCOM21201510116783245804SHOTR1107882350160COOPER COS INCCOM NEW21664840221727838SHOTR1105867800COPART INCCOM217204106168032601SHOTR14400282010CORE MARK HOLDING CO INCCOM218681104174951500SHOTR122700288000CORELOGIC INCCOM21871D10312123245357SHOTR1131582321990COREPOINT LODGING INCCOM21872L10467134500SHOTR116200183000CORNING INCCOM2193501057109201374SHOTR1175941837800COSTCO WHSL CORP NEWCOM22160K10565087277107SHOTR1758442012630COTY INCCOM CL A22207020390271847SHOTR19696621510COUPA SOFTWARE INCCOM22266L106212026800SHOTR112600142000CRA INTL INCCOM12618T1054829588SHOTR1395756310CRAFT BREW ALLIANCE INCCOM224122101106365000SHOTR128500365000CRANE COCOM2243991057908031SHOTR1080310CRAWFORD & COCL B22463310720221900SHOTR110000119000CREDIT ACCEP CORP MICHCOM225310101971922186SHOTR1749214370CROCS INCCOM2270461092725128000SHOTR157500705000CROWN CASTLE INTL CORP NEW6.875% CON PFD A22822V3091630715094SHOTR1256148380CROWN CASTLE INTL CORP NEWCOM22822V101872078327SHOTR18930693970CSX CORPCOM12640810316232219200SHOTR1146832045170CUMMINS INCCOM23102110638210261590SHOTR1798161817740CURO GROUP HLDGS CORPCOM23131L107287895200SHOTR138300569000CURTISS WRIGHT CORPCOM231561101144710533SHOTR191396200CUSTOMERS BANCORP INCCOM23204G1003993169714SHOTR1650141047000CVR ENERGY INCCOM12662P1083709200SHOTR1430049000CVS HEALTH CORPCOM12665010014513184357SHOTR1219141624430CYPRESS SEMICONDUCTOR CORPCOM23280610913207911480SHOTR11374107740700CYPRESS SEMICONDUCTOR CORPNOTE 4.500% 1/1232806AM124281932000PRNOTR101596000336000CYPRESS SEMICONDUCTOR CORPNOTE 4.500% 1/1232806AM13931000PRNOTR40310000CYPRESS SEMICONDUCTOR CORPNOTE 4.500% 1/1232806AM116091278000PRNSOLE 127800000D R HORTON INCCOM23331A109230854726SHOTR17385473410DANAHER CORP DELCOM23585110212207112338SHOTR113254990840DANAHER CORP DELDBCV 1/2235851AF922454000PRNOTR40540000DANAHER CORP DELDBCV 1/2235851AF99813423645000PRNOTR1537200017716000557000DARDEN RESTAURANTS INCCOM23719410539960359382SHOTR1806502787320DAVITA INCCOM23918K108351949124SHOTR14191449330DEAN FOODS CO NEWCOM NEW24237020323132600SHOTR10326000DECKERS OUTDOOR CORPCOM243537107309526100SHOTR111000151000DEERE & COCOM244199105771351306SHOTR16925443810DEL FRISCOS RESTAURANT GROUPCOM2450771021293155800SHOTR166700891000DEL TACO RESTAURANTS INCCOM24549610412910900SHOTR1510058000DELAWARE INV MN MUN INC FD ICOM24610V1036716564399SHSOLE 56439900DELAWARE INVT NAT MUNI INC FSH BEN INT24610T1083105256199SHSOLE 25619900DELEK US HLDGS INC NEWCOM24665A1034556107366SHOTR142466649000DELL TECHNOLOGIES INCCOM CL V24703L10330986319052SHOTR1423262767260DELTA AIR LINES INC DELCOM NEW24736170229605511928SHOTR1150964968320DENBURY RES INCCOM NEW2479162085238844900SHOTR13272005177000DENTSPLY SIRONA INCCOM24906P1093840101739SHOTR131518702210DEVON ENERGY CORP NEWCOM25179M1037510188036SHOTR1130401749960DEXCOM INCNOTE 0.750% 5/1252131AF4585380000PRNSOLE 38000000DIAMONDROCK HOSPITALITY COCOM25278430190877846SHOTR133346445000DICKS SPORTING GOODS INCCOM25339310215009423040SHOTR1280683949720DIGITAL RLTY TR INCCOM253868103370532940SHOTR14436285040DIME CMNTY BANCSHARESCOM2539221082860160235SHOTR170635896000DIODES INCCOM254543101166850100SHOTR121500286000DIPLOMAT PHARMACY INCCOM25456K1012350121050SHOTR155050660000DISCOVER FINL SVCSCOM25470910814814193778SHOTR1158731779050DISCOVERY INCCOM SER A25470F1047253226643SHOTR1556361710070DISCOVERY INCCOM SER C25470F3028514287813SHOTR1553152324980DISH NETWORK CORPCL A25470M1097801218155SHOTR1183591997960DISH NETWORK CORPNOTE 3.375% 8/125470MAB5104109000PRNOTR401090000DISH NETWORK CORPNOTE 3.375% 8/125470MAB58869492767000PRNOTR120614000709710001182000DISNEY WALT COCOM DISNEY25468710641905358342SHOTR1605302978120DOLLAR GEN CORP NEWCOM256677105462942351SHOTR15715366360DOLLAR TREE INCCOM256746108309437942SHOTR15120328220DOMINION ENERGY INCCOM25746U1098675123432SHOTR1140721093600DOMTAR CORPCOM NEW25755920315975306204SHOTR1195652866390DOVER CORPCOM260003108343938841SHOTR13178356630DOWDUPONT INCCOM26078J10029232454551SHOTR1899583645930DTE ENERGY COCOM23333110714264130706SHOTR1100071206990DUCOMMUN INC DELCOM264147109125430705SHOTR113405173000DUKE ENERGY CORP NEWCOM NEW26441C20410435130399SHOTR1153331150660DUKE REALTY CORPCOM NEW264411505161756982SHOTR17690492920DURECT CORPCOM266605104227206000SHOTR1864001196000DWS MUN INCOME TR NEWCOM2333681091306124496SHOTR101244960DXC TECHNOLOGY COCOM23355L10619489208389SHOTR1323341760550DYCOM INDS INCNOTE 0.750% 9/1267475AB7899807000PRNSOLE 80700000E TRADE FINANCIAL CORPCOM NEW269246401217041417SHOTR15590358270EAGLE BANCORP INC MDCOM268948106368972900SHOTR131900410000EAST WEST BANCORP INCCOM27579R10485014083SHOTR10140830EASTMAN CHEM COCOM277432100513653659SHOTR13041506180EATON VANCE MUN INCOME 2028SHS27829U105161582787SHSOLE 8278700EATON VANCE NEW YORK MUN BDCOM27827Y1095472494730SHOTR1481489132410EBAY INCCOM278642103349951059827SHOTR12618367979910ECHO GLOBAL LOGISTICS INCNOTE 2.500% 5/027875TAA92158720316000PRNOTR11075000192410000ECHOSTAR CORPCL A278768106108023293SHOTR1550227430ECLIPSE RES CORPCOM27890G1004134400SHOTR10344000ECOLAB INCCOM278865100768148994SHOTR15472435220EDISON INTLCOM281020107351751965SHOTR17013449520EDITAS MEDICINE INCCOM28106W10371322400SHOTR19700127000EDWARDS LIFESCIENCES CORPCOM28176E108581433396SHOTR14507288890ELECTRO SCIENTIFIC INDSCOM285229100113865200SHOTR126800384000ELECTRONIC ARTS INCCOM285512109585848616SHOTR16561420550ELECTRONICS FOR IMAGING INCNOTE 0.750% 9/0286082AC6555562000PRNSOLE 56200000ELEVATE CREDIT INCCOM28621V10130137400SHOTR116100213000ELLIS PERRY INTL INCCOM2888531042127750SHOTR1365041000EMERGENT BIOSOLUTIONS INCCOM29089Q105150022780SHOTR19988127920EMERSON ELEC COCOM2910111049200120133SHOTR1135271066060EMPIRE ST RLTY TR INCCL A292104106119071664SHOTR10716640ENANTA PHARMACEUTICALS INCCOM29251M1065556500SHOTR1280037000ENCOMPASS HEALTH CORPCOM29261A10024265311285SHOTR1725332387520ENCORE CAP GROUP INCNOTE 3.000% 7/0292554AF9594590000PRNSOLE 59000000ENCORE WIRE CORPCOM2925621052565100SHOTR1240027000ENERGEN CORPCOM29265N1084455159SHOTR139447650ENERGIZER HLDGS INC NEWCOM29272W10910827184603SHOTR1107831738200ENERSYSCOM29275Y102421748400SHOTR121200272000ENGILITY HLDGS INC NEWCOM29286C107136838000SHOTR116900211000ENOVA INTL INCCOM29357K1033923136227SHOTR152227840000ENSCO JERSEY FIN LTDNOTE 3.000% 1/329359WAB14130141394000PRNOTR13877000363980001119000ENSCO JERSEY FIN LTDNOTE 3.000% 1/329359WAB1104104000PRNOTR401040000ENTERGY CORP NEWCOM29364G103308237992SHOTR13893340990ENTRAVISION COMMUNICATIONS CCL A29382R1071831373700SHOTR11545002192000ENVISION HEALTHCARE CORPCOM29414D10088319319SHOTR12607167120EOG RES INCCOM26875P10113927109173SHOTR112731964420EPLUS INCCOM294268107165917900SHOTR1800099000EPR PPTYSCOM SH BEN INT26884U1092924265SHOTR1042650EQT CORPCOM26884L109186242106SHOTR15682364240EQUIFAX INCCOM294429105250819206SHOTR12592166140EQUINIX INCCOM PAR $0.00129444U7001028623761SHOTR12391213700EQUITY RESIDENTIALSH BEN INT29476L107652698496SHOTR18968895280ESSENDANT INCCOM2966891023028236200SHOTR1873001489000ESSEX PPTY TR INCCOM297178105259910535SHOTR1142291130ETSY INCCOM29786A1063857500SHOTR1310044000EURONET WORLDWIDE INCCOM29873610910088100654SHOTR19018916360EURONET WORLDWIDE INCNOTE 1.500%10/0298736AH2879630000PRNSOLE 63000000EVERCORE INCCLASS A29977A10530755305864SHOTR1672782385860EVERGY INCCOM30034W106254246294SHOTR15848404460EVERSOURCE ENERGYCOM30040W108310550542SHOTR16821437210EVERTEC INCCOM30040P103112346585SHOTR119085275000EXACT SCIENCES CORPDBCV 1.000% 1/130063PAA3117109458000PRNOTR1256900068890000EXELON CORPCOM30161N10123211531624SHOTR12389252926990EXPEDIA GROUP INCCOM NEW30212P30342026322091SHOTR1859872361040EXPEDITORS INTL WASH INCCOM302130109204427804SHOTR13752240520EXPRESS INCCOM30219E1033120282100SHOTR11112001709000EXPRESS SCRIPTS HLDG COCOM30219G10811452120530SHOTR1121011084290EXTENDED STAY AMER INCUNIT 99/99/9999B30224P200131464962SHOTR10649620EXTERRAN CORPCOM30227H1062994112862SHOTR149762631000EXTRA SPACE STORAGE INCCOM30225T102174820177SHOTR12723174540EXXON MOBIL CORPCOM30231G1021058971245553SHOTR14169818285720EZCORP INCCL A NON VTG3023011064065379900SHOTR11455002344000F M C CORPCOM NEW302491303187221472SHOTR12898185740F5 NETWORKS INCCOM315616102920146139SHOTR14261418780FACEBOOK INCCL A30303M1021695451030921SHOTR12280818028400FAIR ISAAC CORPCOM3032501046322766SHOTR1124315230FANG HLDGS LTDADR30711Y10220980700SHOTR113700670000FARMERS NATL BANC CORPCOM30962710757037230SHOTR116430208000FASTENAL COCOM311900104265545766SHOTR16176395900FEDERAL REALTY INVT TRSH BEN INT NEW313747206148211722SHOTR11582101400FEDEX CORPCOM31428X1061011442002SHOTR18436335660FEDNAT HLDG COCOM31431B10940515900SHOTR1690090000FIBROGEN INCCOM31572Q808174328690SHOTR112571161190FIDELITY NATIONAL FINANCIALFNF GROUP COM31620R303243861961SHOTR12228597330FIDELITY NATL INFORMATION SVCOM31620M1061041895520SHOTR19282862380FIFTH THIRD BANCORPCOM316773100361461294615SHOTR13737119209040FINANCIAL INSTNS INCCOM317585404154549195SHOTR121495277000FINISAR CORPNOTE 0.500%12/131787AAM313591365000PRNSOLE 136500000FINISAR CORPNOTE 0.500%12/131787AAP61715918681000PRNOTR12953000157280000FIREEYE INCNOTE 1.000% 6/031816QAB715371605000PRNSOLE 160500000FIRST AMERN FINL CORPCOM31847R10218253353800SHOTR11121302416700FIRST BANCORP P RCOM NEW3186727064075447837SHOTR11961372517000FIRST BUS FINL SVCS INC WISCOM31939010030813290SHOTR1609072000FIRST CTZNS BANCSHARES INC NCL A31946M10328246243SHOTR110061430FIRST DATA CORP NEWCOM CL A32008D10622458917758SHOTR11460607716980FIRST FINANCIAL NORTHWEST INCOM32022K10234120572SHOTR18872117000FIRST FNDTN INCCOM32026V1041806115610SHOTR150610650000FIRST HAWAIIAN INCCOM32051X108115442491SHOTR10424910FIRST INTERNET BANCORPCOM320557101140946270SHOTR120470258000FIRST LONG IS CORPCOM32073410622410300SHOTR1430060000FIRST NORTHWEST BANCORPCOM33583410719112425SHOTR1572567000FIRST SOLAR INCCOM336433107437090257SHOTR17139831180FIRSTCASH INCCOM33767D10589010850SHOTR1445064000FIRSTENERGY CORPCOM337932107289877966SHOTR110462675040FISERV INCCOM337738108575969902SHOTR18634612680FIVE BELOW INCCOM33829M10112499600SHOTR1420054000FIVE9 INCCOM3383071014487102700SHOTR139800629000FLAGSTAR BANCORP INCCOM PAR .0013379307053614114844SHOTR150244646000FLEETCOR TECHNOLOGIES INCCOM339041105342715040SHOTR11945130950FLEXION THERAPEUTICS INCNOTE 3.375% 5/033938JAB2457450000PRNSOLE 45000000FLIR SYS INCCOM302445101135322013SHOTR12971190420FLOWSERVE CORPCOM34354P105114120871SHOTR12817180540FLUOR CORP NEWCOM343412102130322428SHOTR13027194010FLUSHING FINL CORPCOM343873105117448107SHOTR121407267000FLWS/1-800 FLOWERSCL A68243Q1062313196047SHOTR1761471199000FONAR CORPCOM NEW34443740553821600SHOTR19400122000FOOT LOCKER INCCOM34484910434555677814SHOTR11536355241790FORD MTR CO DELCOM PAR $0.0134537086095121028360SHOTR11000889282720FORTINET INCCOM34959E10921991238332SHOTR1374962008360FORTIVE CORP5% PFD CNV SER A34959J20761855733SHOTR1047321001FORTIVE CORP5% PFD CNV SER A34959J2079992SHOTR40920FORTIVE CORPCOM34959J108413149056SHOTR16620424360FORTUNE BRANDS HOME & SEC INCOM34964C106118922716SHOTR13066196500FOSSIL GROUP INCCOM34988V1063541152100SHOTR156200959000FOSTER L B COCOM35006010977937900SHOTR116800211000FRANKLIN FINL NETWORK INCCOM35352P104285773071SHOTR131771413000FRANKLIN RES INCCOM354613101148348756SHOTR16580421760FREEPORT-MCMORAN INCCL B35671D857146921055451SHOTR11442679111840FREIGHTCAR AMER INCCOM35702310082951600SHOTR122800288000FTI CONSULTING INCCOM3029411094325900SHOTR1240035000FTS INTERNATIONAL INCCOM30283W1041528129600SHOTR142000876000GALLAGHER ARTHUR J & COCOM3635761099563128469SHOTR1107491177200GAMING & LEISURE PPTYS INCCOM36467J1088226233356SHOTR1131882201680GANNETT CO INCCOM36473H1043790378600SHOTR11664002122000GAP INC DELCOM364760108321501114402SHOTR13433777710250GARRETT MOTION INCCOM36650510543523510SHOTR19301142090GARTNER INCCOM366651107229614485SHOTR11955125300GENERAC HLDGS INCCOM368736104137624400SHOTR110600138000GENERAL DYNAMICS CORPCOM3695501081043550973SHOTR15994449790GENERAL ELECTRIC COCOM369604103169521501531SHOTR118752513140060GENERAL MLS INCCOM3703341045604130566SHOTR1128281177380GENERAL MTRS COCOM37045V10018734556394SHOTR11274864289080GENESCO INCCOM371532102370278600SHOTR134400442000GENESEE & WYO INCCL A371559105654271895SHOTR120081518140GENUINE PARTS COCOM372460105232723407SHOTR13159202480GENWORTH FINL INCCOM CL A37247D10643361039900SHOTR14021006378000GEO GROUP INC NEWCOM36162J1064272169800SHOTR174500953000GILEAD SCIENCES INCCOM37555810365864853044SHOTR12284476245970GLOBAL BLOOD THERAPEUTICS INCOM37890U10869218200SHOTR17900103000GLOBAL BRASS & COPPR HLDGS ICOM37953G103212157474SHOTR124674328000GLOBAL PMTS INCCOM37940X102344127013SHOTR13488235250GLU MOBILE INCCOM37989010647563800SHOTR128100357000GODADDY INCCL A380237107642777072SHOTR15191718810GOGO INCNOTE 3.750% 3/038046CAB5546580000PRNSOLE 58000000GOLDMAN SACHS GROUP INCCOM38141G1041386261819SHOTR17558542610GOODYEAR TIRE & RUBR COCOM38255010188437802SHOTR15102327000GRAINGER W W INCCOM3848021043381394607SHOTR122837717700GREEN DOT CORPCL A39304D102258929149SHOTR112549166000GREENBRIER COS INCCOM393657101399966541SHOTR129134374070GROUPON INCCOM3994731072236593100SHOTR12002003929000GUIDEWIRE SOFTWARE INCNOTE 1.250% 3/140171VAA8601560000PRNSOLE 56000000H & E EQUIPMENT SERVICES INCCOM40403010881621600SHOTR19300123000HABIT RESTAURANTS INCCOM CL A40449J103125278500SHOTR134000445000HAEMONETICS CORPCOM405024100841573442SHOTR131089423530HALLADOR ENERGY COMPANYCOM40609P10517127500SHOTR112200153000HALLIBURTON COCOM40621610129879737210SHOTR12039605332500HALOZYME THERAPEUTICS INCCOM40637H109117964863SHOTR128563363000HANESBRANDS INCCOM410345102126868789SHOTR119050497390HANMI FINL CORPCOM NEW410495204235394500SHOTR142000525000HARLEY DAVIDSON INCCOM4128221088242181933SHOTR191231728100HARRIS CORP DELCOM413875105317118741SHOTR12529162120HARSCO CORPCOM415864107138248400SHOTR122100263000HARTFORD FINL SVCS GROUP INCCOM416515104285657166SHOTR17715494510HARVARD BIOSCIENCE INCCOM41690610512824400SHOTR112500119000HASBRO INCCOM418056107195818627SHOTR12514161130HCA HEALTHCARE INCCOM40412C10133486240696SHOTR1661911745050HCP INCCOM40414L1095204197720SHOTR1139941837260HEALTHEQUITY INCCOM42226A1077277700SHOTR1340043000HEIDRICK & STRUGGLES INTL INCOM422819102178952850SHOTR123550293000HELIX ENERGY SOLUTIONS GRP INOTE 4.250% 5/042330PAH08579000PRNOTR40790000HELIX ENERGY SOLUTIONS GRP INOTE 4.250% 5/042330PAH04032037519000PRNOTR1652700030150000842000HELMERICH & PAYNE INCCOM423452101119517375SHOTR12344150310HERBALIFE LTDNOTE 2.000% 8/142703MAB919161470000PRNSOLE 147000000HERON THERAPEUTICS INCCOM42774610270922400SHOTR19800126000HERSHA HOSPITALITY TRPR SHS BEN INT427825500105246400SHOTR120500259000HERSHEY COCOM427866108227422292SHOTR13008192840HESS CORPCOM42809H107287440151SHOTR15419347320HESS CORPDEP PDF SR A42809H40458923740653SHOTR112370060137515578HESS CORPDEP PDF SR A42809H4041171472SHOTR4014720HEWLETT PACKARD ENTERPRISE CCOM42824C1095156316100SHOTR1316782844220HFF INCCL A40418F10897322900SHOTR110100128000HIBBETT SPORTS INCCOM42856710139521000SHOTR18600124000HILTON WORLDWIDE HLDGS INCCOM43300A203384247558SHOTR16418411400HOLLYFRONTIER CORPCOM43610610839901570831SHOTR11189904518410HOLOGIC INCCOM43644010110746262231SHOTR1932421689890HOME DEPOT INCCOM43707610268602331172SHOTR1602072709650HONEYWELL INTL INCCOM43851610648579295223SHOTR11015661936570HORMEL FOODS CORPCOM440452100170943364SHOTR15852375120HOSPITALITY PPTYS TRCOM SH BEN INT44106M10215362532656SHOTR1712364614200HOST HOTELS & RESORTS INCCOM44107P104338071602250SHOTR139545512067950HOVNANIAN ENTERPRISES INCCL A442487203234146266SHOTR168666776000HP INCCOM40434L10521560836628SHOTR12232476133810HUBSPOT INCNOTE 0.250% 6/0443573AB621731320000PRNSOLE 132000000HUMANA INCCOM44485910246094136163SHOTR139087970760HUNT J B TRANS SVCS INCCOM445658107205117244SHOTR12076151680HUNTINGTON BANCSHARES INCCOM4461501042730182950SHOTR1237681591820HUNTINGTON INGALLS INDS INCCOM44641310627555107605SHOTR127642799630HUNTSMAN CORPCOM44701110714835544805SHOTR1273105174950HURCO COMPANIES INCCOM4473241043026700SHOTR1330034000HYSTER YALE MATLS HANDLING ICL A449172105150924532SHOTR110432141000IAC INTERACTIVECORPCOM44919P5082053994773SHOTR16067887060IBERIABANK CORPCOM450828108436053600SHOTR123400302000ICU MED INCCOM44930G107697524668SHOTR11383232850IDEXX LABS INCCOM45168D104344813809SHOTR11863119460II VI INCNOTE 0.250% 9/0902104AB4589500000PRNSOLE 50000000ILLINOIS TOOL WKS INCCOM452308109694449207SHOTR16640425670ILLUMINA INCCOM4523271091900951786SHOTR111122406640ILLUMINA INCNOTE 0.500% 6/1452327AH24193727740000PRNOTR1902600017888000826000ILLUMINA INCNOTE 0.500% 6/1452327AH210972000PRNOTR40720000ILLUMINA INCNOTE 6/1452327AF61507010352000PRNOTR1335300069990000IMMERSION CORPCOM4525211072862270800SHOTR11089001619000IMMUNOGEN INCCOM45253H10152855800SHOTR124800310000IMMUNOMEDICS INCCOM45290710892144200SHOTR119300249000INCYTE CORPCOM45337C102194428140SHOTR13797243430INDEXIQ ACTIVE ETF TRIQ MACKAY INSRED45409F84314780598500SHOTR35985005985000INDEXIQ ACTIVE ETF TRIQ MACKAY INTRME45409F827295801198300SHOTR3119830011983000INDEXIQ ETF TRHDG EVE DRIV45409B404172980000SHOTR380000800000INDEXIQ ETF TRHDGD FTSE EURO45409B5522030103182SHOTR31031821031820INDEXIQ ETF TRHDGD FTSE JAPN45409B537299401327287SHOTR3132728713272870INDEXIQ ETF TRIQ CHAIKIN US45409B388208679957SHOTR379957799570INDEXIQ ETF TRIQ LEADERS GTA45409B511293781216508SHOTR3121650812165080INDEXIQ ETF TRIQ S&P HGH YLD45409B412484941994000SHOTR3199400019940000INDEXIQ ETF TRLNG SHT TRACK45409B305177880000SHOTR380000800000INFINERA CORPORATIONNOTE 2.125% 9/045667GAC7609600000PRNSOLE 60000000INGLES MKTS INCCL A4570301042126200SHOTR1330029000INGREDION INCCOM457187102636760658SHOTR127558331000INPHI CORPNOTE 0.750% 9/045772FAC117441766000PRNSOLE 176600000INPHI CORPNOTE 1.125%12/045772FAB33653531586000PRNOTR1413400026859000593000INPHI CORPNOTE 1.125%12/045772FAB36758000PRNOTR40580000INSIGHT ENTERPRISES INCCOM45765U103438080974SHOTR131874491000INSMED INCCOM PAR $.0145766930768834008SHOTR115018189900INSMED INCNOTE 1.750% 1/1457669AA7528625000PRNSOLE 62500000INSULET CORPNOTE 1.250% 9/145784PAF81692920000PRNSOLE 92000000INTEGER HLDGS CORPCOM45826H109472056900SHOTR122000349000INTEGRATED DEVICE TECHNOLOGYNOTE 0.875%11/1458118AC0906602000PRNSOLE 60200000INTEL CORPCOM458140100720211522964SHOTR15427259802390INTEL CORPSDCV 3.250% 8/0458140AF75296323051000PRNOTR11010900012309000633000INTEL CORPSDCV 3.250% 8/0458140AF714061000PRNOTR40610000INTERCEPT PHARMACEUTICALS INCOM45845P1089867800SHOTR1340044000INTERCEPT PHARMACEUTICALS INNOTE 3.250% 7/045845PAA63434000PRNOTR40340000INTERCEPT PHARMACEUTICALS INNOTE 3.250% 7/045845PAA61793517669000PRNOTR1397400013364000331000INTERCONTINENTAL EXCHANGE INCOM45866F1048375111837SHOTR112343994940INTERDIGITAL INCNOTE 1.500% 3/0458660AD9615523000PRNSOLE 52300000INTERNATIONAL BUSINESS MACHSCOM45920010162982416522SHOTR11393402771820INTERNATIONAL FLAVORS&FRAGRACOM459506101183113163SHOTR11771113920INTERPUBLIC GROUP COS INCCOM460690100140061212SHOTR18262529500INTL PAPER COCOM460146103320565212SHOTR18800564120INTRICON CORPCOM46121H1092304100SHOTR1170024000INTUITCOM4612021031128549626SHOTR15790438360INTUITIVE SURGICAL INCCOM NEW46120E6022411642014SHOTR18690333240INVESCO MUN TRCOM46131J10327824087SHSOLE 2408700INVESCO QUALITY MUNI INC TRSCOM46133G107115699857SHSOLE 9985700IOVANCE BIOTHERAPEUTICS INCCOM46226010038834500SHOTR115100194000IPG PHOTONICS CORPCOM44980X1098975746SHOTR177649700IQVIA HLDGS INCCOM46266C10513067100719SHOTR127961727580IRON MTN INC NEWCOM46284V101157845722SHOTR16158395640IRONWOOD PHARMACEUTICALS INCCOM CL A46333X108103956269SHOTR124617316520IRONWOOD PHARMACEUTICALS INCDBCV 2.250% 6/146333XAD01106849000PRNSOLE 84900000ISHARES GOLD TRUSTISHARES4642851057177627900SHOTR192006187000ISHARES INCMSCI TURKEY ETF464286715215590500SHOTR11800887000ISHARES TRMSCI EMG MKT ETF464287234371986638SHOTR10866380ISHARES TRRUS 1000 GRW ETF46428761420668132503SHOTR101325030ISHARES TRRUSSELL 2000 ETF464287655456927106SHOTR16299208070ISIS PHARMACEUTICALS INC DELNOTE 1.000%11/1464337AJ33387332191000PRNOTR1643800025230000523000ISIS PHARMACEUTICALS INC DELNOTE 1.000%11/1464337AJ35350000PRNOTR40500000J ALEXANDERS HLDGS INCCOM46609J10640734200SHOTR115200190000J JILL INCCOM46620W102792128100SHOTR155900722000J2 GLOBAL INCNOTE 3.250% 6/148123VAC61079830000PRNSOLE 83000000JABIL INCCOM46631310325182929919SHOTR12401276897920JACOBS ENGR GROUP INC DELCOM469814107145419012SHOTR12566164460JAZZ INVESTMENTS I LTDNOTE 1.875% 8/1472145AB715671459000PRNSOLE 145900000JEFFERIES FINL GROUP INCCOM47233W109101646253SHOTR16242400110JETBLUE AIRWAYS CORPCOM477143101173489541SHOTR10895410JOHNSON & JOHNSONCOM478160104126304914121SHOTR12654386486830JOHNSON OUTDOORS INCCL A479167108146215721SHOTR1702187000JONES LANG LASALLE INCCOM48020Q107786254477SHOTR12738517390JPMORGAN CHASE & COCOM46625H1001360111205344SHOTR13701898351550JUNIPER NETWORKS INCCOM48203R1045244174982SHOTR1184871564950K12 INCCOM48273U1023008169953SHOTR1677531022000KANSAS CITY SOUTHERNCOM NEW485170302184616293SHOTR12198140950KAR AUCTION SVCS INCCOM48238T109115219298SHOTR13527157710KELLOGG COCOM487836108282640363SHOTR15447349160KELLY SVCS INCCL A48815220844218400SHOTR1860098000KEMET CORPCOM NEW488360207137173900SHOTR134700392000KEYCORP NEWCOM4932671087464375250SHOTR1382883369620KIMBERLY CLARK CORPCOM494368103808571142SHOTR19522616200KIMCO RLTY CORPCOM49446R1092187130619SHOTR193031213160KINDER MORGAN INC DELCOM49456B1017115401296SHOTR1408523604440KIRKLANDS INCCOM4974981051459144612SHOTR165012796000KLA-TENCOR CORPCOM48248010020145198064SHOTR1350341630300KLX INCCOM482539103219134900SHOTR116000189000KOHLS CORPCOM50025510418659250283SHOTR1544151958680KRAFT HEINZ COCOM5007541066792123248SHOTR1133861098620KRATON CORPORATIONCOM50077C106248052600SHOTR123300293000KROGER COCOM50104410124832853028SHOTR12182596347690L BRANDS INCCOM501797104110336412SHOTR14914314980L3 TECHNOLOGIES INCCOM502413107265612493SHOTR11686108070LABORATORY CORP AMER HLDGSCOM NEW50540R409282316252SHOTR12193140590LADDER CAP CORPCL A505743104104461600SHOTR128400332000LAM RESEARCH CORPCOM512807108433028543SHOTR13607249360LAMAR ADVERTISING CO NEWCL A5128161098475108928SHOTR173291015990LANDS END INC NEWCOM51509F10565637400SHOTR114700227000LANTHEUS HLDGS INCCOM5165441033917262000SHOTR11000001620000LAS VEGAS SANDS CORPCOM517834107151725570SHOTR10255700LATTICE SEMICONDUCTOR CORPCOM51841510449561900SHOTR125400365000LAUDER ESTEE COS INCCL A518439104643544282SHOTR15773385090LCNB CORPCOM50181P10020110800SHOTR1470061000LEGG MASON INCCOM5249011059184294062SHOTR1206852733770LEGGETT & PLATT INCCOM52466010790920759SHOTR12800179590LEIDOS HLDGS INCCOM52532710213186190662SHOTR1539941366680LENDINGTREE INC NEWNOTE 0.625% 6/052603BAA53931000PRNOTR40310000LENDINGTREE INC NEWNOTE 0.625% 6/052603BAA51508111856000PRNOTR126270008871000358000LENNAR CORPCL A526057104280960157SHOTR16279538780LEXICON PHARMACEUTICALS INCNOTE 5.250%12/0528872AB0235157000PRNSOLE 15700000LIBERTY MEDIA CORP DELAWARECOM A SIRIUSXM5312294092385487SHOTR1054870LIBERTY MEDIA CORP DELAWARECOM C SIRIUSXM53122960748711215SHOTR10112150LIBERTY MEDIA CORP DELAWAREDEB 2.250% 9/3531229AE2442805000PRNSOLE 80500000LIBERTY MEDIA CORP DELAWARENOTE 1.000% 1/3531229AF92416520635000PRNOTR14530000161050000LIBERTY MEDIA CORP DELAWARENOTE 1.375%10/1531229AB83214926432000PRNOTR1477500020810000847000LIBERTY MEDIA CORP DELAWARENOTE 1.375%10/1531229AB89578000PRNOTR40780000LIBERTY TRIPADVISOR HLDGS INCOM SER A53146510227018200SHOTR10182000LIFE STORAGE INCCOM53223X1076416733SHOTR1067330LIGAND PHARMACEUTICALS INCCOM NEW53220K50419527113SHOTR1308640270LIGAND PHARMACEUTICALS INCNOTE 0.750% 8/153220KAD01966537000PRNSOLE 53700000LILLY ELI & COCOM53245710826150243682SHOTR1628401808420LINCOLN NATL CORP INDCOM534187109344050845SHOTR14665461800LIONS GATE ENTMNT CORPCL A VTG5359194014643190357SHOTR1173991729580LIONS GATE ENTMNT CORPCL B NON VTG535919500117150262SHOTR13462468000LIVEPERSON INCCOM5381461013451133000SHOTR158500745000LKQ CORPCOM501889208160750732SHOTR16846438860LOCKHEED MARTIN CORPCOM5398301092643476407SHOTR19997664100LOEWS CORPCOM540424108222844351SHOTR15986383650LOGMEIN INCCOM54142L10918201204278SHOTR1176061866720LOUISIANA PAC CORPCOM546347105117244232SHOTR118153260790LOWES COS INCCOM54866110724727215357SHOTR1520811632760LOXO ONCOLOGY INCCOM54886210114188300SHOTR1370046000LPL FINL HLDGS INCCOM50212V10021524333655SHOTR1261913074640LSC COMMUNICATIONS INCCOM50218P10776268900SHOTR128500404000LUMENTUM HLDGS INCNOTE 0.250% 3/155024UAB55175743078000PRNOTR1913800033081000859000LUMENTUM HLDGS INCNOTE 0.250% 3/155024UAB59680000PRNOTR40800000M & T BK CORPCOM55261F104379323052SHOTR13095199570MACERICH COCOM55438210193316873SHOTR12277145960MACQUARIE INFRASTRUCTURE CORNOTE 2.000%10/055608BAB122892540000PRNSOLE 254000000MACQUARIE INFRASTRUCTURE CORNOTE 2.875% 7/155608BAA34933249671000PRNOTR1888600039942000843000MACQUARIE INFRASTRUCTURE CORNOTE 2.875% 7/155608BAA37475000PRNOTR40750000MACYS INCCOM55616P10432419933446SHOTR12113087221380MADRIGAL PHARMACEUTICALS INCCOM5588681055142400SHOTR1110013000MAGELLAN HEALTH INCCOM NEW559079207267337100SHOTR112900242000MAMMOTH ENERGY SVCS INCCOM56155L1083731128200SHOTR146800814000MANHATTAN ASSOCS INCCOM5627501098705159424SHOTR1118341475900MANPOWERGROUP INCCOM56418H1009323108459SHOTR134961734980MARATHON OIL CORPCOM5658491068550367276SHOTR1321043351720MARATHON PETE CORPCOM56585A10233643420693SHOTR11460702746230MARCUS & MILLICHAP INCCOM566324109337797300SHOTR142300550000MARCUS CORPCOM56633010670216700SHOTR1730094000MARRIOTT INTL INC NEWCL A571903202606545935SHOTR16199397360MARSH & MCLENNAN COS INCCOM571748102797796438SHOTR110869855690MARTIN MARIETTA MATLS INCCOM573284106182810049SHOTR1135686930MASCO CORPCOM574599106179549041SHOTR16619424220MASTERCARD INCORPORATEDCL A57636Q10485580384439SHOTR1820503023890MATRIX SVC COCOM5768531054499182500SHOTR1685001140000MATSON INCCOM57686G105255364400SHOTR128100363000MATTEL INCCOM57708110286254891SHOTR17408474830MAXIMUS INCCOM577933104593391193SHOTR155830353630MCCORMICK & CO INCCOM NON VTG579780206254919344SHOTR12611167330MCDONALDS CORPCOM58013510123703141687SHOTR1226491190380MCKESSON CORPCOM58155Q103576643464SHOTR14300391640MEDICAL PPTYS TRUST INCCOM58463J30434323028SHOTR10230280MEDICINES CONOTE 2.750% 7/1584688AG01838720179000PRNOTR1208500017588000506000MEDICINES CONOTE 2.750% 7/1584688AG04550000PRNOTR40500000MEDNAX INCCOM58502B106314167317SHOTR10673170MEDPACE HLDGS INCCOM58506Q109207334600SHOTR110400242000MELCO RESORT ENTERTAINMENT LADR58546410034116100SHOTR10161000MERCANTILE BANK CORPCOM5873761042597753SHOTR1385339000MERCK & CO INCCOM58933Y10538679545235SHOTR11176464275890MERITOR INCCOM59001K1003737193039SHOTR1813391117000METLIFE INCCOM59156R10815285327169SHOTR1786802484890METROPOLITAN BK HLDG CORPCOM59177410452612800SHOTR1470081000METTLER TOLEDO INTERNATIONALCOM59268810524494021SHOTR154234790MFS HIGH INCOME MUN TRSH BEN INT59318D1041500303705SHSOLE 30370500MFS MUN INCOME TRSH BEN INT5527381062895446137SHOTR1347524986130MGM RESORTS INTERNATIONALCOM552953101247788756SHOTR112317764390MICROCHIP TECHNOLOGY INCCOM595017104296537569SHOTR15070324990MICROCHIP TECHNOLOGY INCNOTE 1.625% 2/1595017AD66093740204000PRNOTR1532300033982000899000MICROCHIP TECHNOLOGY INCNOTE 1.625% 2/1595017AD612985000PRNOTR40850000MICROCHIP TECHNOLOGY INCNOTE 1.625% 2/1595017AF12624824572000PRNOTR112245000123270000MICRON TECHNOLOGY INCCOM59511210344760989600SHOTR12292307603700MICRON TECHNOLOGY INCNOTE 3.000%11/1595112AY94329127890000PRNOTR17095000207950000MICROSOFT CORPCOM5949181043321272903968SHOTR165168522522830MID AMER APT CMNTYS INCCOM59522J103181818151SHOTR12449157020MIDSTATES PETE CO INCCOM PAR59804T40758165200SHOTR128200370000MIDWESTONE FINL GROUP INC NECOM59851110382824855SHOTR110955139000MILLER INDS INC TENNCOM NEW60055120451119000SHOTR18300107000MKS INSTRUMENT INCCOM55306N104715489252SHOTR16601826510MOHAWK INDS INCCOM608190104177310114SHOTR1136587490MOLINA HEALTHCARE INCCOM60855R10041463278834SHOTR1609642178700MOLINA HEALTHCARE INCNOTE 1.125% 1/160855RAC44327911858000PRNOTR124480008905000505000MOLINA HEALTHCARE INCNOTE 1.125% 1/160855RAC418250000PRNOTR40500000MOLSON COORS BREWING COCL B60871R20912181198059SHOTR1494901485690MOMENTA PHARMACEUTICALS INCCOM60877T10083031575SHOTR114006175690MOMO INCADR60879B1075013114436SHOTR1567005770036MONDELEZ INTL INCCL A60920710511370264668SHOTR1315682331000MONSTER BEVERAGE CORP NEWCOM61174X109369863450SHOTR18563548870MOODYS CORPCOM615369105445226628SHOTR13593230350MORGAN STANLEYCOM NEW61744644811141239229SHOTR1285432106860MOSAIC CO NEWCOM61945C10329068894961SHOTR12603756345860MOTOROLA SOLUTIONS INCCOM NEW620076307336825879SHOTR13492223870MSCI INCCOM55354G100251414168SHOTR11912122560MURPHY OIL CORPCOM62671710222468673915SHOTR12162654576500MYRIAD GENETICS INCCOM62855J104100321802SHOTR19492123100NABORS INDS INC NEWNOTE 0.750% 1/162957HAB19821255000PRNSOLE 125500000NASDAQ INCCOM63110310816979197895SHOTR1568541410410NATIONAL GEN HLDGS CORPCOM636220303232486600SHOTR138100485000NATIONAL OILWELL VARCO INCCOM637071101262961026SHOTR18236527900NATURAL GROCERS BY VITAMIN CCOM63888U10817710500SHOTR1430062000NAVISTAR INTL CORP NEWNOTE 4.750% 4/163934EAS7696685000PRNSOLE 68500000NCI BUILDING SYS INCCOM NEW6288522043707244700SHOTR1993001454000NEKTAR THERAPEUTICSCOM640268108198332527SHOTR14194283330NETAPP INCCOM64110D10423664275514SHOTR1630392124750NETFLIX INCCOM64110L10661130163393SHOTR1335961297970NETSCOUT SYS INCCOM64115T104188474600SHOTR132900417000NEUROCRINE BIOSCIENCES INCNOTE 2.250% 5/164125CAD13674921534000PRNOTR1345800017276000800000NEUROCRINE BIOSCIENCES INCNOTE 2.250% 5/164125CAD112875000PRNOTR40750000NEW JERSEY RESCOM6460251062565550SHOTR1265029000NEW MEDIA INVT GROUP INCCOM64704V1062704172330SHOTR174530978000NEW RELIC INCCOM64829B100429745600SHOTR119900257000NEW RESIDENTIAL INVT CORPCOM NEW64828T20111228630091SHOTR1456445844470NEW YORK & CO INCCOM64929510228674000SHOTR130800432000NEW YORK CMNTY BANCORP INCCOM64944510349447639SHSOLE 4763900NEWELL BRANDS INCCOM651229106140769333SHOTR19357599760NEWFIELD EXPL COCOM6512901082999104027SHOTR16574974530NEWMONT MINING CORPCOM6516391063200105951SHOTR112617933340NEWS CORP NEWCL A65249B109114686889SHOTR18252786370NEWS CORP NEWCL B65249B20889765966SHOTR12664633020NEXEO SOLUTIONS INCCOM SHS65342H1021348110000SHOTR145900641000NEXTERA ENERGY INCCOM65339F10122950136935SHOTR1134691234660NIC INCCOM62914B1001891127800SHOTR155100727000NICE SYS INCNOTE 1.250% 1/165366HAB96939748398000PRNOTR1920500038336000857000NICE SYS INCNOTE 1.250% 1/165366HAB911379000PRNOTR40790000NIKE INCCL B65410610320161237970SHOTR1275622104080NISOURCE INCCOM65473P105144357903SHOTR17815500880NOBLE ENERGY INCCOM655044105240377054SHOTR110399666550NORDSTROM INCCOM65566410027906466585SHOTR11183273482580NORFOLK SOUTHERN CORPCOM655844108957453043SHOTR16028470150NORTHERN TR CORPCOM665859104711969706SHOTR18446612600NORTHROP GRUMMAN CORPCOM6668071022428976532SHOTR112590639420NORTHWESTERN CORPCOM NEW6680743054637900SHOTR1320047000NOVAVAX INCNOTE 3.750% 2/0670002AB049408000000PRNOTR170000073000000NOVELLUS SYS INCNOTE 2.625% 5/1670008AD3121632652000PRNOTR185200018000000NRG ENERGY INCCOM NEW62937750830942827324SHOTR12560185713060NU SKIN ENTERPRISES INCCL A67018T105367044526SHOTR12726418000NUANCE COMMUNICATIONS INCCOM67020Y1008097467472SHOTR1238704436020NUANCE COMMUNICATIONS INCNOTE 1.250% 4/067020YAN02329322520000PRNOTR12911000196090000NUCOR CORPCOM670346105320150454SHOTR16809436450NUVASIVE INCNOTE 2.250% 3/1670704AG02328518358000PRNOTR1302300014466000869000NUVASIVE INCNOTE 2.250% 3/1670704AG010482000PRNOTR40820000NUVEEN AMT FREE MUN CR INC FCOM67071L106164571130278SHSOLE 113027800NUVEEN AMT FREE QLTY MUN INCCOM670657105227261795140SHSOLE 179514000NUVEEN MARYLAND QLT MUN INCCOM67061Q1072356200000SHSOLE 20000000NUVEEN MICHIGAN QLT MUN INCCOM6709791033705300000SHSOLE 30000000NUVEEN MUNICIPAL CREDIT INCCOM SH BEN INT67070X101182331265291SHSOLE 126529100NUVEEN NEW YORK AMT QLT MUNICOM6706561077718648590SHOTR15485901000000NUVEEN PENNSYLVANIA QLT MUNCOM6709721087009563000SHSOLE 56300000NVIDIA CORPCOM67066G10464217228515SHOTR1469481815670O REILLY AUTOMOTIVE INC NEWCOM67103H107769822165SHOTR12005201600OASIS PETE INC NEWNOTE 2.625% 9/1674215AJ7152113000PRNOTR401130000OASIS PETE INC NEWNOTE 2.625% 9/1674215AJ75656342061000PRNOTR17005000338490001207000OCCIDENTAL PETE CORP DELCOM67459910511569140794SHOTR1164611243330OFFICE DEPOT INCCOM6762201061986618700SHOTR12306003881000OFG BANCORPCOM67103X1024122255231SHOTR1968311584000OLD REP INTL CORPCOM6802231043246145053SHOTR101450530OLIN CORPCOM PAR $16806652052359140SHOTR1091400OMEGA HEALTHCARE INVS INCCOM68193610020983640301SHOTR12010094392920OMNICOM GROUP INCCOM681919106638793898SHOTR16488874100ON SEMICONDUCTOR CORPCOM6821891055164280176SHOTR1385452416310ON SEMICONDUCTOR CORPNOTE 1.000%12/0682189AK13476529913000PRNOTR1463800024434000841000ON SEMICONDUCTOR CORPNOTE 1.000%12/0682189AK18977000PRNOTR40770000ON SEMICONDUCTOR CORPNOTE 1.625%10/1682189AP029842650000PRNSOLE 265000000ONE GAS INCCOM68235P1083334050SHOTR1165024000ONEOK INC NEWCOM68268010312519184678SHOTR1135551711230OPKO HEALTH INCCOM68375N103448129600SHOTR157600720000ORACLE CORPCOM68389X105615331193430SHOTR13483208451100ORION GROUP HOLDINGS INCCOM68628V30868390500SHOTR139800507000ORTHOFIX MED INCCOM68752M108403469785SHOTR130385394000OSHKOSH CORPCOM688239201224631530SHOTR12630289000OUTFRONT MEDIA INCCOM69007J106122361297SHOTR10612970OVERSEAS SHIPHOLDING GROUP ICL A NEW69036R863683216900SHOTR1950001219000OWENS CORNING NEWCOM690742101270149769SHOTR12969468000PACCAR INCCOM69371810816117236353SHOTR1466571896960PACIRA PHARMACEUTICALS INCCOM695127100461093800SHOTR135900579000PACIRA PHARMACEUTICALS INCNOTE 2.375% 4/0695127AD22361422285000PRNOTR1457100017156000558000PACIRA PHARMACEUTICALS INCNOTE 2.375% 4/0695127AD25653000PRNOTR40530000PACKAGING CORP AMERCOM695156109165315072SHOTR12034130380PALO ALTO NETWORKS INCCOM697435105806235790SHOTR13465323250PALO ALTO NETWORKS INCNOTE 7/0697435AB11341658000PRNOTR165800000PAR PACIFIC HOLDINGS INCCOM NEW69888T2074033197700SHOTR1745001232000PARK HOTELS RESORTS INCCOM70051710516286496222SHOTR1327784634440PARK OHIO HLDGS CORPCOM70066610038410000SHOTR1410059000PARKER HANNIFIN CORPCOM701094104388321112SHOTR12850182620PATRICK INDS INCCOM70334310369311700SHOTR1480069000PATTERSON UTI ENERGY INCCOM7034811016727393133SHOTR1222333709000PAYCHEX INCCOM704326107404754951SHOTR17084478670PAYLOCITY HLDG CORPCOM70438V1062012500SHOTR1100015000PAYPAL HLDGS INCCOM70450Y10340167457279SHOTR1887643685150PBF ENERGY INCCL A69318G10629164584323SHOTR11395664447570PEABODY ENERGY CORP NEWCOM7045511004120115600SHOTR144700709000PEAPACK-GLADSTONE FINL CORPCOM704699107129741974SHOTR118274237000PENSKE AUTOMOTIVE GRP INCCOM70959W10352311031SHOTR1127197600PEOPLES UNITED FINANCIAL INCCOM71270410595355639SHOTR17510481290PEPSICO INCCOM71344810876650685603SHOTR11989094866940PERKINELMER INCCOM714046109171817662SHOTR12384152780PERSPECTA INCCOM71534710095237000SHOTR116200208000PFIZER INCCOM717081103742601685054SHOTR149115511938990PG&E CORPCOM69331C10811576251593SHOTR1273562242370PHIBRO ANIMAL HEALTH CORPCL A COM71742Q106416697121SHOTR137221599000PHILIP MORRIS INTL INCCOM71817210922452275354SHOTR1370552382990PHILLIPS 66COM71854610422839202616SHOTR1926741099420PILGRIMS PRIDE CORP NEWCOM72147K10814901823705SHOTR1601387635670PINNACLE WEST CAP CORPCOM723484101141417860SHOTR12411154490PIONEER MUN HIGH INCOME TRCOM SHS72376310894584969SHOTR10849690PIONEER NAT RES COCOM723787107628136061SHOTR13668323930PLAINS GP HLDGS L PLTD PARTNR INT A72651A20772629600SHSOLE 2960000PNC FINL SVCS GROUP INCCOM6934751051139983698SHOTR19994737040POLARIS INDS INCCOM731068102674966855SHOTR16050608050PORTOLA PHARMACEUTICALS INCCOM73701010863223714SHOTR110472132420POST HLDGS INCCOM737446104102310439SHOTR10104390POTBELLY CORPCOM73754Y10091974700SHOTR132500422000POTLATCHDELTIC CORPORATIONCOM737630103252161553SHOTR127575339780PPG INDS INCCOM693506107553950755SHOTR15210455450PPL CORPCOM69351T1063265111578SHOTR115059965190PRA HEALTH SCIENCES INCCOM69354M108321129140SHOTR11418277220PRAXAIR INCCOM74005P104868454026SHOTR16190478360PREMIER INCCL A74051N10211824258274SHOTR1133802448940PRESIDIO INCCOM74102M10367444200SHOTR119200250000PRICE T ROWE GROUP INCCOM74144T108423538787SHOTR15234335530PRICELINE GRP INCNOTE 0.350% 6/1741503AS591546032000PRNOTR1049600001072000PRICELINE GRP INCNOTE 0.350% 6/1741503AS514998000PRNOTR40980000PRICELINE GRP INCNOTE 0.900% 9/1741503AX45969850211000PRNOTR117375000328360000PRIMO WTR CORPCOM74165N105143379400SHOTR135100443000PRINCIPAL FINL GROUP INCCOM74251V1026894117663SHOTR191091085540PROCTER AND GAMBLE COCOM74271810965998792963SHOTR12752955176680PROGRESS SOFTWARE CORPCOM7433121003804107800SHOTR141300665000PROGRESSIVE CORP OHIOCOM74331510337073521859SHOTR11349993868600PROLOGIS INCCOM74340W1038158120338SHOTR1135511067870PROOFPOINT INCCOM74342410320113189153SHOTR1936016934110452PROSPECT CAPITAL CORPORATIONNOTE 4.750% 4/174348TAQ517881770000PRNSOLE 177000000PRUDENTIAL FINL INCCOM74432010220548202800SHOTR1525741502260PTC THERAPEUTICS INCCOM69366J20083717800SHOTR17700101000PUBLIC STORAGECOM74460D1091934795953SHOTR139311566420PUBLIC SVC ENTERPRISE GROUPCOM7445731067706145983SHOTR1135081324750PULTE GROUP INCCOM745867101106943160SHOTR15626375340PUMA BIOTECHNOLOGY INCCOM74587V10756912407SHOTR1563367740PUTNAM MUN OPPORTUNITIES TRSH BEN INT746922103141041234990SHSOLE 123499000PVH CORPCOM693656100176712236SHOTR11652105840PYXUS INTL INCCOM74737V10644619400SHOTR18600108000QEP RES INCCOM74733V1003146277877SHOTR1164582614190QORVO INCCOM74736K10124017312359SHOTR1958182165410QUAD / GRAPHICS INCCOM CL A7473011093516168707SHOTR174076946310QUALCOMM INCCOM74752510323793330326SHOTR1795432507830QUANTA SVCS INCCOM74762E10279223734SHOTR13203205310QUEST DIAGNOSTICS INCCOM74834L100235221797SHOTR12941188560QUINSTREET INCCOM74874Q10098172300SHOTR129900424000QUORUM HEALTH CORPCOM74909E10627546900SHOTR120000269000QURATE RETAIL INCCOM SER A74915M10012677570769SHOTR11549474158220RADIUS HEALTH INCCOM NEW75046920743624505SHOTR112072124330RADIUS HEALTH INCNOTE 3.000% 9/0750469AA612231590000PRNOTR148600011040000RADNET INCCOM7504911024243281900SHOTR11080001739000RALPH LAUREN CORPCL A75121210139591287833SHOTR1778772099560RAYMOND JAMES FINANCIAL INCCOM754730109192820941SHOTR12826181150RAYONIER INCCOM7549071033834113410SHOTR155681078420RAYTHEON COCOM NEW75511150726952130419SHOTR141591888280RBB BANCORPCOM74930B10583834200SHOTR114800194000REALOGY HLDGS CORPCOM75605Y1062206106876SHOTR168681000080REALPAGE INCNOTE 1.500%11/175606NAB5901550000PRNSOLE 55000000REALTY INCOME CORPCOM756109104263246261SHOTR16243400180RED HAT INCCOM756577102385528290SHOTR13818244720RED HAT INCNOTE 0.250%10/0756577AD43905521101000PRNOTR18204000118170001080000RED HAT INCNOTE 0.250%10/0756577AD418399000PRNOTR40990000RED ROBIN GOURMET BURGERS INCOM75689M101147436700SHOTR113500232000REDWOOD TR INCNOTE 4.750% 8/1758075AC9360375000PRNSOLE 37500000REGAL BELOIT CORPCOM758750103248930187SHOTR10301870REGENCY CTRS CORPCOM758849103174827025SHOTR13648233770REGENERON PHARMACEUTICALSCOM75886F107499412359SHOTR11668106910REGENXBIO INCCOM75901B10782310900SHOTR1480061000REGIONAL MGMT CORPCOM75902K1062659200SHOTR1420050000REGIONS FINL CORP NEWCOM7591EP1003227175838SHOTR1237311521070REINSURANCE GROUP AMER INCCOM NEW759351604512135426SHOTR1744346820RENEWABLE ENERGY GROUP INCCOM NEW75972A3013999138856SHOTR157356815000REPLIGEN CORPCOM759916109149226906SHOTR111730151760REPUBLIC BANCORP KYCL A76028120476116497SHOTR1729792000REPUBLIC SVCS INCCOM76075910030778423594SHOTR11400602835340RESMED INCCOM761152107491942647SHOTR15627370200RETAIL PPTYS AMER INCCL A76131V202103484846SHOTR10848460RETROPHIN INCCOM76129910666423100SHOTR110000131000RINGCENTRAL INCCL A76680R206220523700SHOTR19900138000RMR GROUP INCCL A74967R106367839638SHOTR117338223000ROBERT HALF INTL INCCOM77032310327259387309SHOTR1998442874650ROCKWELL AUTOMATION INCCOM773903109368319643SHOTR12650169930ROCKWELL COLLINS INCCOM774341101368326216SHOTR13538226780ROCKY BRANDS INCCOM77451510067123700SHOTR110100136000ROLLINS INCCOM77571110495115676SHOTR12115135610ROPER TECHNOLOGIES INCCOM776696106488316484SHOTR12225142590ROSS STORES INCCOM778296103595260056SHOTR18105519510ROYAL GOLD INCNOTE 2.875% 6/1780287AA6957945000PRNSOLE 94500000RPC INCCOM7496601064386283315SHOTR183512749640RPM INTL INCNOTE 2.250%12/1749685AT03629000PRNOTR40290000RPM INTL INCNOTE 2.250%12/1749685AT077766297000PRNSOLE 629700000RPM INTL INCNOTE 2.250%12/1749685AT021631757000PRNOTR101451000306000RTI INTL METALS INCNOTE 1.625%10/174973WAB3700685000PRNSOLE 68500000RUSH ENTERPRISES INCCL A781846209351589426SHOTR139026504000RUSH ENTERPRISES INCCL B78184630854313610SHOTR1611075000RYDER SYS INCCOM783549108678192806SHOTR16606862000RYERSON HLDG CORPCOM78375410472764300SHOTR117400469000RYMAN HOSPITALITY PPTYS INCCOM78377T107443551467SHOTR122703287640S&P GLOBAL INCCOM78409V104783740112SHOTR15413346990SABRE CORPCOM78573M104368641413515SHOTR137282410406910SAILPOINT TECHNLGIES HLDGS ICOM78781P105217063800SHOTR126200376000SALESFORCE COM INCCOM79466L30249581311773SHOTR1630682487050SANDRIDGE ENERGY INCCOM NEW80007P86988981800SHOTR128100537000SANGAMO THERAPEUTICS INCCOM80067710673743500SHOTR119100244000SANMINA CORPORATIONCOM8010561024127149540SHOTR157866916740SBA COMMUNICATIONS CORP NEWCL A78410G104364122668SHOTR16588160800SCANA CORP NEWCOM80589M102314480847SHOTR161170196770SCANSOURCE INCCOM806037107287071934SHOTR131534404000SCHEIN HENRY INCCOM806407102207624420SHOTR13296211240SCHLUMBERGER LTDCOM80685710814970245740SHOTR1297952159450SCHNITZER STL INDSCL A806882106180466700SHOTR128100386000SCHWAB CHARLES CORP NEWCOM8085131059426191784SHOTR1258831659010SEABOARD CORPCOM811543107605163SHOTR172910SEALED AIR CORP NEWCOM81211K100101725329SHOTR13418219110SEAWORLD ENTMT INCCOM81282V100177356400SHOTR125300311000SEMPRA ENERGYCOM816851109554548743SHOTR15886428570SENIOR HSG PPTYS TRSH BEN INT81721M1097254413071SHOTR11514242616470SERVICENOW INCNOTE 6/081762PAC63714024843000PRNOTR1576500018336000742000SERVICENOW INCNOTE 6/081762PAC610369000PRNOTR40690000SHERWIN WILLIAMS COCOM824348106596613107SHOTR11770113370SHILOH INDS INCCOM82454310222320300SHOTR18500118000SHOE CARNIVAL INCCOM824889109159841500SHOTR119000225000SIGNATURE BK NEW YORK N YCOM82669G1045644910SHOTR1121037000SILICON LABORATORIES INCCOM8269191024875300SHOTR1250028000SILICON LABORATORIES INCNOTE 1.375% 3/0826919AB83090726994000PRNOTR1191700024687000390000SILICON LABORATORIES INCNOTE 1.375% 3/0826919AB84338000PRNOTR40380000SILVERBOW RES INCCOM82836G1022569600SHOTR1390057000SIMON PPTY GROUP INC NEWCOM82880610918224103105SHOTR137838652670SIRIUS XM HLDGS INCCOM82968B1035255831507SHOTR1740087574990SIX FLAGS ENTMT CORP NEWCOM83001A10214488207501SHOTR1325901749110SJW GROUPCOM784305104106617437SHOTR1753799000SKYWORKS SOLUTIONS INCCOM83088M102747382379SHOTR18622737570SL GREEN RLTY CORPCOM78440X101134613805SHOTR11862119430SM ENERGY COCOM78454L1003842121844SHOTR122831195610SMART & FINAL STORES INCCOM83190B10112822400SHOTR110500119000SMITH A OCOM831865209123023053SHOTR13110199430SMUCKER J M COCOM NEW832696405186118140SHOTR12448156920SNAP ON INCCOM833034101407922217SHOTR12978192390SOUTHERN COCOM8425871078388192388SHOTR1218301705580SOUTHWEST AIRLS COCOM8447411086861109859SHOTR111100987590SPARK ENERGY INCCL A COM84651110312915600SHOTR1690087000SPARK THERAPEUTICS INCCOM84652J10363811689SHOTR1537363160SPDR GOLD TRUSTGOLD SHS78463V10721312189000SHOTR101890000SPDR S&P 500 ETF TRTR UNIT78462F1035218011794856SHOTR1 3172051217239590SPDR S&P MIDCAP 400 ETF TRUTSER1 S&PDCRP78467Y1071926852435SHOTR12035504000SPDR SERIES TRUSTNUV HGHYLD MUN78464A2846106108515SHSOLE 10851500SPECTRUM PHARMACEUTICALS INCCOM84763A10861336497SHOTR116082204150SPIRIT AEROSYSTEMS HLDGS INCCOM CL A848574109678974060SHOTR16945671150SPIRIT RLTY CAP INC NEWCOM84860W1026141761857SHOTR1787876830700SPIRIT RLTY CAP INC NEWNOTE 3.750% 5/184860WAB815411525000PRNSOLE 152500000SPRINT CORPCOM SER 185207U1054484685657SHOTR1641376215200SPS COMM INCCOM78463M107417842100SHOTR117800243000SQUARE INCCL A852234103707371439SHOTR14273671660SQUARE INCNOTE 0.375% 3/0852234AB92727630000PRNSOLE 63000000STANLEY BLACK & DECKER INCCOM854502101357424405SHOTR13294211110STANLEY BLACK & DECKER INCUNIT 05/15/202085450288727624249344SHOTR1488601920158469STANLEY BLACK & DECKER INCUNIT 05/15/202085450288787796SHOTR407960STARBUCKS CORPCOM85524410922931403432SHOTR11252412781910STATE STR CORPCOM8574771039962118902SHOTR1125231063790STERICYCLE INCCOM8589121087919134951SHOTR1314751034760STEWART INFORMATION SVCS CORCOM86037210162113800SHOTR1590079000STRYKER CORPCOM863667101879749509SHOTR16682428270SUNCOKE ENERGY INCCOM86722A1032158185700SHOTR1820001037000SUNPOWER CORPDBCV 0.875% 6/0867652AJ89311135000PRNSOLE 113500000SUNSTONE HOTEL INVS INC NEWCOM8678921014420270201SHOTR11186011516000SUNTRUST BKS INCCOM8679141038695130188SHOTR1132801169080SURMODICS INCCOM868873100102313700SHOTR1580079000SVB FINL GROUPCOM78486Q10126388487SHOTR1114573420SYMANTEC CORPCOM87150310815683736991SHOTR1588676781240SYNAPTICS INCCOM87157D109431994681SHOTR136561581200SYNAPTICS INCNOTE 0.500% 6/187157DAD1796830000PRNSOLE 83000000SYNCHRONY FINLCOM87165B103386311242966SHOTR13727788701880SYNEOS HEALTH INCCL A87166B102314561000SHOTR122700383000SYNERGY PHARMACEUTICALS DELCOM NEW871639308344202600SHOTR1841001185000SYNNEX CORPCOM87162W1005086000SHOTR1270033000SYNOPSYS INCCOM871607107244524798SHOTR13197216010SYSCO CORPCOM871829107558776269SHOTR110293659760T MOBILE US INCCOM872590104152121676SHOTR10216760TAILORED BRANDS INCCOM87403A1074491178300SHOTR1679001104000TAIWAN SEMICONDUCTOR MFG LTDSPONSORED ADR87403910042545963424SHOTR1455461507847116TAKE-TWO INTERACTIVE SOFTWARCOM874054109250518156SHOTR12451157050TALOS ENERGY INCCOM87484T1081247253800266SHOTR194532728549390TAPESTRY INCCOM87603010721315424003SHOTR11225163014870TARGET CORPCOM87612E10621566244486SHOTR1953641491220TECHTARGET INCCOM87874R1003752193200SHOTR1746001186000TELEFLEX INCCOM8793691061449454471SHOTR10544710TELEPHONE & DATA SYS INCCOM NEW8794338297474245623SHOTR1128552327680TENET HEALTHCARE CORPCOM NEW88033G4072709500SHOTR1430052000TERADATA CORP DELCOM88076W10310982291234SHOTR1408542503800TERADYNE INCNOTE 1.250%12/1880770AG714421108000PRNSOLE 110800000TEREX CORP NEWCOM88077910310798270560SHOTR1145802559800TERRITORIAL BANCORP INCCOM88145X10830810417SHOTR1451759000TESARO INCNOTE 3.000%10/0881569AA5600450000PRNSOLE 45000000TESLA INCNOTE 1.250% 3/088160RAC533463490000PRNSOLE 349000000TETRA TECHNOLOGIES INC DELCOM88162F10519843900SHOTR10439000TEVA PHARMACEUTICAL INDS LTDSPONSORED ADR8816242092757128000SHOTR1181001099000TEXAS CAPITAL BANCSHARES INCCOM88224Q107270132676SHOTR1296323800TEXAS INSTRS INCCOM88250810424973232764SHOTR1222562105080TEXAS ROADHOUSE INCCOM882681109250936213SHOTR119008172050TEXTRON INCCOM8832031018530119357SHOTR1120611072960TG THERAPEUTICS INCCOM88322Q10822740600SHOTR118800218000THERMO FISHER SCIENTIFIC INCCOM8835561021720770497SHOTR18670618270THOR INDS INCCOM885160101271032374SHOTR11874305000TIFFANY & CO NEWCOM886547108224117375SHOTR12344150310TILLYS INCCL A88688510271437700SHOTR116600211000TITAN MACHY INCCOM88830R101134987104SHOTR137504496000TJX COS INC NEWCOM87254010911204100015SHOTR113498865170TORCHMARK CORPCOM8910271048931103028SHOTR123837791910TOTAL SYS SVCS INCCOM891906109307131100SHOTR13845272550TOWER INTL INCCOM89182610934811500SHOTR1470068000TOWN SPORTS INTL HLDGS INCCOM89214A10271682800SHOTR136000468000TPI COMPOSITES INCCOM87266J1044300150600SHOTR156800938000TRACTOR SUPPLY COCOM89235610613570149318SHOTR1242551250630TRANSDIGM GROUP INCCOM89364110028757722SHOTR1104266800TRANSOCEAN INCDEB 0.500% 1/3893830BJ72935719772000PRNOTR1239500017007000370000TRANSOCEAN INCDEB 0.500% 1/3893830BJ74933000PRNOTR40330000TRAVELERS COMPANIES INCCOM89417E10920438157565SHOTR164987925780TRAVELZOOCOM NEW89421Q20551143100SHOTR118900242000TREEHOUSE FOODS INCCOM89469A10414510303245SHOTR1197472834980TRIBUNE MEDIA COCL A896047503106327652SHOTR10276520TRINITY INDS INCCOM89652210927862760423SHOTR11961345642890TRIPADVISOR INCCOM896945201101219822SHOTR12202176200TRIPLE-S MGMT CORPCL B8967491082227117910SHOTR141072768380TRONC INCCOM89703P1073064187601SHOTR1708011168000TRUEBLUE INCCOM89785X1013122119829SHOTR151621682080TURNING PT BRANDS INCCOM90041L105119828902SHOTR19100198020TWENTY FIRST CENTY FOX INCCL A90130A1019128197015SHOTR1226871743280TWENTY FIRST CENTY FOX INCCL B90130A2004894106814SHOTR110485963290TWITTER INCCOM90184L10213398470773SHOTR1390544317190TWITTER INCNOTE 0.250% 9/190184LAB82275323439000PRNOTR14876000185630000TYSON FOODS INCCL A90249410325233423877SHOTR1954543284230UDR INCCOM902653104172642691SHOTR15761369300UGI CORP NEWCOM902681105261847180SHOTR10471800ULTA BEAUTY INCCOM90384S303466116520SHOTR13836126840ULTRAGENYX PHARMACEUTICAL INCOM90400D108132117298SHOTR1765496440UNDER ARMOUR INCCL A9043111072220104604SHOTR16832977720UNDER ARMOUR INCCL C90431120659230425SHOTR14106263190UNION PAC CORPCOM90781810825137154373SHOTR1191481352250UNISYS CORPCOM NEW9092143063027148400SHOTR164400840000UNIT CORPCOM909218109122547000SHOTR120400266000UNITED CONTL HLDGS INCCOM91004710930881346749SHOTR1970582496910UNITED PARCEL SERVICE INCCL B91131210613633116770SHOTR1149261018440UNITED RENTALS INCCOM91136310927174166100SHOTR1253631407370UNITED STATES CELLULAR CORPCOM911684108244654614SHOTR11633529810UNITED STATES STL CORP NEWCOM9129091083147103246SHOTR112817904290UNITED TECHNOLOGIES CORPCOM91301710925521182541SHOTR1161881663530UNITED THERAPEUTICS CORP DELCOM91307C102983676913SHOTR140030368830UNITEDHEALTH GROUP INCCOM91324P102126855476827SHOTR11150403617870UNITI GROUP INCCOM91325V10817177852454SHOTR1497228027320UNIVERSAL CORP VACOM913456109367956600SHOTR125000316000UNIVERSAL HLTH SVCS INCCL B913903100953974620SHOTR16858677620UNIVERSAL INS HLDGS INCCOM91359V107280657800SHOTR125400324000UNUM GROUPCOM91529Y1065771147716SHOTR175611401550URBAN OUTFITTERS INCCOM9170471029217225351SHOTR166822186690US BANCORP DELCOM NEW90297330414423273104SHOTR1329622401420US FOODS HLDG CORPCOM91200810916125523209SHOTR1343034889060USA TRUCK INCCOM90292510632616100SHOTR1710090000USANA HEALTH SCIENCES INCCOM90328M107377331300SHOTR113700176000V F CORPCOM918204108566960668SHOTR17910527580VAIL RESORTS INCCOM91879Q1093661333SHOTR1013330VALERO ENERGY CORP NEWCOM91913Y10040383355018SHOTR11152172398010VANGUARD INDEX FDSS&P 500 ETF SHS9229083634765171784375SHOTR3178437517843750VAREX IMAGING CORPCOM92214X106177461900SHOTR120600413000VARIAN MED SYS INCCOM92220P10538251341737SHOTR1958082459290VECTRUS INCCOM92242T101287792243SHOTR140243520000VEECO INSTRS INC DELNOTE 2.700% 1/1922417AD2628737000PRNSOLE 73700000VENTAS INCCOM92276F10011579212930SHOTR1218351910950VERA BRADLEY INCCOM92335C1061529100200SHOTR143500567000VEREIT INCCOM92339V1006223857219SHOTR1506308065890VERINT SYS INCCOM92343X10068113600SHOTR1650071000VERINT SYS INCNOTE 1.500% 6/092343XAA84440242927000PRNOTR1898600033092000849000VERINT SYS INCNOTE 1.500% 6/092343XAA88381000PRNOTR40810000VERISIGN INCCOM92343E102959359910SHOTR15312545980VERISK ANALYTICS INCCOM92345Y106316726269SHOTR13545227240VERITIV CORPCOM92345410259316300SHOTR16100102000VERIZON COMMUNICATIONS INCCOM92343V10450375943532SHOTR12159437275890VERSO CORPCL A92531L2074333128700SHOTR156700720000VERTEX PHARMACEUTICALS INCCOM92532F100785640762SHOTR15502352600VIACOM INC NEWCL A92553P1022907946SHOTR116577810VIACOM INC NEWCL B92553P201356921057220SHOTR12656047916160VIAVI SOLUTIONS INCNOTE 1.000% 3/0925550AB15450000PRNOTR40500000VIAVI SOLUTIONS INCNOTE 1.000% 3/0925550AB13405431471000PRNOTR1427700026682000512000VIRTU FINL INCCL A92825410143621337SHOTR13143181940VISA INCCOM CL A92826C839115502769551SHOTR11588616106900VISHAY INTERTECHNOLOGY INCCOM9282981083795186500SHOTR1813001052000VISTA OUTDOOR INCCOM92837710038821700SHOTR10217000VISTRA ENERGY CORPCOM92840M102182473308SHOTR113918593900VMWARE INCCL A COM9285634021513596980SHOTR12983939970VONAGE HLDGS CORPCOM92886T2013482245922SHOTR11062221397000VORNADO RLTY TRSH BEN INT929042109266836553SHOTR13727328260VULCAN MATLS COCOM929160109234621097SHOTR12848182490W & T OFFSHORE INCCOM92922P1061620168100SHOTR1423001258000WALGREENS BOOTS ALLIANCE INCCOM93142710816607227805SHOTR1601321676730WALMART INCCOM93114210357866616189SHOTR12183013978880WARRIOR MET COAL INCCOM93627C1013261120600SHOTR152100685000WASTE MGMT INC DELCOM94106L10941601460396SHOTR11313233290730WATERS CORPCOM941848103239312292SHOTR11659106330WAYFAIR INCNOTE 0.375% 9/094419LAB7938620000PRNSOLE 62000000WEATHERFORD INTL LTDNOTE 5.875% 7/0947075AH0123131000PRNOTR401310000WEATHERFORD INTL LTDNOTE 5.875% 7/0947075AH06363367413000PRNOTR113332000526680001413000WEB COM GROUP INCCOM94733A10444415900SHOTR1650094000WEC ENERGY GROUP INCCOM92939U10612522187569SHOTR1158501717190WELLCARE HEALTH PLANS INCCOM94946T10641758130294SHOTR1250401052540WELLS FARGO CO NEWCOM949746101737031402266SHOTR14414719607950WELLS FARGO CO NEWPERP PFD CNV A9497468044473134738SHOTR11167422516548WELLS FARGO CO NEWPERP PFD CNV A9497468047256SHOTR40560WELLTOWER INCCOM95040Q1047023109196SHOTR111256979400WESBANCO INCCOM950810101168737842SHOTR116642212000WEST BANCORPORATION INCCAP STK95123P10634914840SHOTR1649083500WESTERN DIGITAL CORPCOM95810210515361262407SHOTR1611462012610WESTERN UN COCOM959802109232541220027SHOTR13865268335010WESTLAKE CHEM CORPCOM960413102503060521SHOTR13721568000WESTROCK COCOM96145D105262449100SHOTR15490436100WEYERHAEUSER COCOM9621661046971216032SHOTR1217711942610WHIRLPOOL CORPCOM963320106122310299SHOTR1139189080WHITING PETE CORP NEWCOM NEW96638740918412347126SHOTR1140113331150WHITING PETE CORP NEWNOTE 1.250% 4/0966387AL688519205000PRNOTR1620500030000000WILEY JOHN & SONS INCCL A96822320694715619SHOTR10156190WILLIAMS COS INC DELCOM96945710012800470746SHOTR1324054383410WILLIAMS SONOMA INCCOM96990410123561358511SHOTR1789992795120WORKDAY INCCL A98138H1012301573SHOTR17315000WORKDAY INCNOTE 1.500% 7/198138HAD31524845000PRNSOLE 84500000WORKIVA INCCOM CL A98139A10545411500SHOTR1470068000WORLDPAY INCCL A9815581095285218SHOTR120150170WRIGHT MED GROUP INCNOTE 2.000% 2/198235TAE756295141000PRNOTR104235000906000WRIGHT MED GROUP INCNOTE 2.000% 2/198235TAE79587000PRNOTR40870000WRIGHT MED GROUP INCNOTE 2.000% 2/198235TAE721531962000PRNSOLE 196200000WYNN RESORTS LTDCOM983134107234418447SHOTR12257161900XCEL ENERGY INCCOM98389B10021443454215SHOTR1766333775820XENCOR INCCOM98401F10583521421SHOTR19590118310XENIA HOTELS & RESORTS INCCOM9840171034111173468SHOTR175368981000XEROX CORPCOM NEW98412160895535398SHOTR14777306210XILINX INCCOM983919101323440337SHOTR15443348940XO GROUP INCCOM983772104124536100SHOTR116000201000XPERI CORPCOM98421B1001564105350SHOTR141550638000XPO LOGISTICS INCCOM98379310046954411260SHOTR1112953999650XYLEM INCCOM98419M100228828648SHOTR13866247820YAHOO INCNOTE 12/0984332AF330562400000PRNSOLE 240000000YUM BRANDS INCCOM988498101593565285SHOTR16832584530YUM CHINA HLDGS INCCOM98850P10925246719049SHOTR1382486808010ZAGG INCCOM98884U1083836260100SHOTR1988001613000ZAYO GROUP HLDGS INCCOM98919V1054957142766SHOTR1154131273530ZEBRA TECHNOLOGIES CORPCL A9892071051677094835SHOTR14538902970ZENDESK INCCOM98936J101227932100SHOTR113500186000ZILLOW GROUP INCNOTE 1.500% 7/098954MAC51377014870000PRNOTR1384000144860000ZILLOW GROUP INCNOTE 2.000%12/098954MAB78881000PRNOTR40810000ZILLOW GROUP INCNOTE 2.000%12/098954MAB718681720000PRNSOLE 172000000ZILLOW GROUP INCNOTE 2.000%12/098954MAB752984900000PRNOTR104035000865000ZIMMER BIOMET HLDGS INCCOM98956P102589644848SHOTR15847390010ZIONS BANCORPORATIONCOM989701107155531007SHOTR14185268220ZIX CORPCOM98974P100696125400SHOTR157200682000ZOETIS INCCL A98978V103703676847SHOTR110371664760