Q3 2023
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SPY | Buy | SPDR S&P 500 ETF TRtr unit | $2,373,603,129 | +11.5% | 5,554,814 | +15.7% | 71.37% | +1.2% |
| XRT | Buy | SPDR SER TRs&p retail etf | $200,838,000 | +200.0% | 3,300,000 | +214.3% | 6.04% | +172.3% |
| Sell | EQT CORPnote 1.750% 5/0 | $31,415,821 | -27.8% | 11,307,000 | -26.8% | 0.94% | -34.5% | |
| Buy | PALO ALTO NETWORKS INCnote 0.375% 6/0 | $23,558,500 | +377.5% | 10,000,000 | +420.8% | 0.71% | +334.4% | |
| Buy | PEABODY ENGR CORPnote 3.250% 3/0 | $20,708,325 | +156.9% | 13,750,000 | +129.2% | 0.62% | +133.3% | |
| SLAM | Buy | SLAM CORP | $19,038,250 | +39.6% | 1,771,000 | +37.6% | 0.57% | +26.5% |
| Buy | MONGODB INCnote 0.250% 1/1 | $18,800,870 | +279.3% | 11,000,000 | +340.0% | 0.56% | +244.5% | |
| Buy | RIGEL RESOURCE ACQ CORP | $18,588,760 | +335.7% | 1,718,000 | +326.9% | 0.56% | +296.5% | |
| Buy | ROYAL CARIBBEAN GROUPnote 2.875%11/1 | $17,075,428 | +7.1% | 15,176,000 | +22.1% | 0.51% | -3.0% | |
| Sell | NCL CORP LTDnote 6.000% 5/1 | $13,890,902 | -29.4% | 10,650,000 | -10.5% | 0.42% | -35.9% | |
| Buy | AMERICAN AIRLINES GROUP INCnote 6.500% 7/0 | $11,818,327 | +955.4% | 11,094,000 | +1167.9% | 0.36% | +859.5% | |
| Buy | BLACKLINE INCnote 0.125% 8/0 | $10,911,423 | +64.0% | 10,977,000 | +64.2% | 0.33% | +49.1% | |
| New | LIVE OAK CRESTVIEW CLIMATE A | $9,829,966 | – | 951,594 | – | 0.30% | – | |
| Sell | ZSCALER INCnote 0.125% 7/0 | $9,559,922 | -40.6% | 7,967,000 | -42.3% | 0.29% | -46.2% | |
| Sell | CNX RES CORPnote 2.250% 5/0 | $9,527,597 | -55.5% | 5,265,000 | -63.8% | 0.29% | -59.7% | |
| New | AKAMAI TECHNOLOGIES INCnote 0.375% 9/0 | $9,155,704 | – | 8,810,000 | – | 0.28% | – | |
| Buy | MOUNTAIN & CO I ACQUISITN COclass a ord | $8,935,500 | +461.5% | 805,000 | +437.7% | 0.27% | +407.5% | |
| Buy | AP ACQUISITION CORP | $8,650,500 | +3923.5% | 790,000 | +3850.0% | 0.26% | +3614.3% | |
| New | BILL HOLDINGS INCnote 12/0 | $8,236,082 | – | 8,250,000 | – | 0.25% | – | |
| Sell | BIOPLUS ACQUISITION CORP | $7,267,908 | -32.3% | 674,829 | -33.5% | 0.22% | -38.5% | |
| Sell | PATRIA LATIN AMRCN OPPRNTY A | $7,161,012 | -22.7% | 653,377 | -24.9% | 0.22% | -30.0% | |
| Buy | COLISEUM ACQUISITION CORP | $7,107,416 | +29.1% | 669,879 | +26.0% | 0.21% | +17.6% | |
| Sell | INFINT ACQUISITION CORP | $7,073,000 | -0.6% | 643,000 | -3.3% | 0.21% | -9.7% | |
| AAC | Buy | ARES ACQUISITION CORPORATION | $7,023,052 | +176.7% | 656,360 | +172.6% | 0.21% | +151.2% |
| New | FTAC EMERALD ACQUISITION COR | $6,912,594 | – | 664,034 | – | 0.21% | – | |
| Buy | FINNOVATE ACQUISITION CORP | $6,830,450 | +21.2% | 631,280 | +17.9% | 0.20% | +9.6% | |
| Buy | SNAP INCnote 0.750% 8/0 | $6,768,283 | +5.4% | 7,769,000 | +11.0% | 0.20% | -4.2% | |
| Buy | HORIZON SPACE ACQUSTN I CORPordinary shares | $6,762,000 | +120.4% | 644,000 | +114.1% | 0.20% | +99.0% | |
| Sell | RCF ACQUISITION CORP | $6,724,630 | -15.4% | 621,500 | -17.1% | 0.20% | -23.2% | |
| Sell | METAL SKY STAR ACQUISITION Cordinary shares | $6,717,550 | +3.7% | 616,289 | -0.1% | 0.20% | -6.0% | |
| Buy | DENALI CAPITAL ACQUISITN CORclass a ord | $6,620,400 | +183.8% | 613,000 | +175.9% | 0.20% | +158.4% | |
| New | SSR MINING INnote 2.500% 4/0 | $6,389,100 | – | 6,200,000 | – | 0.19% | – | |
| Buy | GOLDEN STAR ACQUISITION CORP | $6,242,458 | +11.4% | 607,243 | +9.5% | 0.19% | +1.1% | |
| New | BENTLEY SYS INCnote 0.125% 1/1 | $6,267,274 | – | 6,500,000 | – | 0.19% | – | |
| Buy | EVERGREEN CORPORATION | $6,155,205 | +72.8% | 567,300 | +70.4% | 0.18% | +56.8% | |
| Sell | ALPHA STAR ACQUISITION CORPordinary shares | $6,118,802 | -44.2% | 561,358 | -45.5% | 0.18% | -49.3% | |
| Buy | SNAP INCnote 0.250% 5/0 | $5,984,017 | +3.9% | 6,500,000 | +8.4% | 0.18% | -5.8% | |
| Buy | INFINITE ACQUISITION CORP | $5,958,400 | +347.2% | 560,000 | +343.4% | 0.18% | +306.8% | |
| New | TRISTAR ACQUISITION I CORP | $5,889,450 | – | 553,000 | – | 0.18% | – | |
| Sell | GENERATION ASIA I ACQUISITIO | $5,712,711 | -20.5% | 538,935 | -21.1% | 0.17% | -27.7% | |
| New | LI AUTO INCnote 0.250% 5/0 | $5,661,428 | – | 4,005,000 | – | 0.17% | – | |
| Buy | CF ACQUISITION CORP VII | $5,646,514 | +5.9% | 532,690 | +4.4% | 0.17% | -4.0% | |
| Buy | TLGY ACQUISITION CORPORATION | $5,440,255 | +3.5% | 499,106 | +1.6% | 0.16% | -5.7% | |
| Buy | ON SEMICONDUCTOR CORPnote 5/0 | $5,393,880 | +806.2% | 3,000,000 | +823.1% | 0.16% | +710.0% | |
| New | 99 ACQUISITION GROUP INCunit 99/99/9999 | $5,333,434 | – | 520,335 | – | 0.16% | – | |
| BITE | New | BITE ACQUISITION CORP | $5,286,944 | – | 508,360 | – | 0.16% | – |
| Buy | TENX KEANE ACQUISITION | $5,218,308 | +13.8% | 489,982 | +11.8% | 0.16% | +3.3% | |
| Sell | PEARL HOLDINGS ACQUISITN COR | $5,186,431 | -63.8% | 486,076 | -64.3% | 0.16% | -67.1% | |
| Buy | APX ACQUISITION CORP I | $4,980,150 | +4.4% | 459,000 | +2.0% | 0.15% | -5.1% | |
| NRAC | Buy | NORTHERN REVIVAL ACQUISITION | $4,882,870 | +96.9% | 456,343 | +88.7% | 0.15% | +79.3% |
| New | GOLDENSTONE ACQUISITION LTD | $4,846,189 | – | 452,492 | – | 0.15% | – | |
| QFTA | New | QUANTUM FINTECH ACQUISTIN CO | $4,791,680 | – | 449,923 | – | 0.14% | – |
| ROSS | Buy | ROSS ACQUISITION CORP II | $4,777,854 | +4.3% | 445,280 | +1.2% | 0.14% | -5.3% |
| Buy | BURTECH ACQUISITION CORP | $4,769,034 | +14.6% | 458,561 | +14.6% | 0.14% | +3.6% | |
| Sell | EMBRACE CHANGE ACQUISITN CORordinary shares | $4,675,347 | -15.1% | 434,916 | -16.6% | 0.14% | -22.5% | |
| KRNL | Sell | KERNEL GROUP HOLDINGS INC | $4,597,498 | -13.7% | 439,952 | -14.5% | 0.14% | -22.0% |
| Sell | BLUE OCEAN ACQUISITION CORP | $4,603,140 | -23.6% | 430,200 | -24.6% | 0.14% | -31.0% | |
| OPA | Sell | MAGNUM OPUS ACQUISITION LTD | $4,497,465 | -5.1% | 426,300 | -7.4% | 0.14% | -14.0% |
| Buy | ZALATORIS II ACQUISITION CORclass a ord | $4,497,948 | +56.7% | 428,376 | +53.7% | 0.14% | +42.1% | |
| Buy | VALUENCE MERGER CORP I | $4,445,831 | +3.6% | 406,012 | +0.2% | 0.13% | -5.6% | |
| Buy | LIV CAPITAL ACQUISITN CORP I | $4,330,100 | +3.6% | 402,800 | +0.7% | 0.13% | -6.5% | |
| Buy | CHENGHE ACQUISITION COclass a ord | $4,282,340 | +210.9% | 395,780 | +206.3% | 0.13% | +180.4% | |
| NBST | Buy | NEWBURY STREET ACQUISITN COR | $4,152,782 | +1972.0% | 399,306 | +1922.2% | 0.12% | +1685.7% |
| Buy | HNR ACQUISITION CORP | $4,157,089 | +2.0% | 388,513 | +0.0% | 0.12% | -7.4% | |
| New | GLOBAL STAR ACQUISITION INC | $4,004,986 | – | 379,260 | – | 0.12% | – | |
| Buy | SPREE ACQUISITION CORP 1 LTD | $3,893,123 | +1.9% | 362,151 | +0.0% | 0.12% | -7.9% | |
| New | ARES CAPITAL CORPnote 4.625% 3/0 | $3,821,464 | – | 3,755,000 | – | 0.12% | – | |
| New | ALPHA PARTNERS TECH MERGR CO | $3,786,695 | – | 361,671 | – | 0.11% | – | |
| Sell | AURORA TECHNOLOGY ACQUISITIO | $3,784,408 | +2.3% | 352,038 | -0.1% | 0.11% | -7.3% | |
| Buy | BROAD CAPITAL ACQUISITION CO | $3,576,960 | +7.0% | 331,200 | +5.1% | 0.11% | -2.7% | |
| New | EXCELFIN ACQUISITION CORP | $3,564,400 | – | 335,000 | – | 0.11% | – | |
| Buy | LAKESHORE ACQUISITION II CORordinary shares | $3,507,402 | +4.0% | 326,270 | +2.1% | 0.10% | -6.2% | |
| LHC | Buy | LEO HLDGS CORP II | $3,475,255 | +361.7% | 320,300 | +342.5% | 0.10% | +316.0% |
| Buy | AIMFINITY INVESTMENT CORP Iunit 04/21/2027 | $3,471,765 | +10.2% | 327,525 | +9.2% | 0.10% | 0.0% | |
| PRPC | Buy | CC NEUBERGER PRINCIPAL HOLDN | $3,368,708 | +252.8% | 310,480 | +248.0% | 0.10% | +215.6% |
| New | BYNORDIC ACQUISITION CORP | $3,365,400 | – | 316,000 | – | 0.10% | – | |
| Sell | WORLDWIDE WEBB ACQUISITION C | $3,373,760 | +0.9% | 324,400 | -0.1% | 0.10% | -9.0% | |
| ATVI | New | ACTIVISION BLIZZARD INC | $3,277,050 | – | 35,000 | – | 0.10% | – |
| Buy | IX ACQUISITION CORP | $3,299,970 | +15.5% | 306,974 | +13.4% | 0.10% | +4.2% | |
| Sell | CSLM ACQUISITION CORP | $3,301,455 | -41.7% | 311,458 | -42.5% | 0.10% | -47.3% | |
| CSTA | Sell | CONSTELLATION ACQUISITN CORP | $3,218,078 | -1.3% | 300,755 | -3.6% | 0.10% | -10.2% |
| Sell | BLUE WORLD ACQUISITION CORP | $3,175,616 | -14.2% | 294,584 | -15.8% | 0.10% | -22.8% | |
| Buy | TARGET GLOBAL ACQUISI I CORP | $3,098,913 | +15.0% | 288,271 | +12.4% | 0.09% | +4.5% | |
| New | LEARN CW INVESTMENT COR | $3,067,583 | – | 288,036 | – | 0.09% | – | |
| Sell | BENTLEY SYS INCnote 0.375% 7/0 | $3,014,700 | -18.8% | 3,500,000 | -15.2% | 0.09% | -26.0% | |
| New | CARNIVAL CORPnote 5.750%10/0 | $2,986,040 | – | 2,000,000 | – | 0.09% | – | |
| Buy | 10X CAPITAL VENTURE ACQ III | $2,988,940 | +146.5% | 284,661 | +146.0% | 0.09% | +125.0% | |
| Sell | FINTECH ECOSYSTEM DEVE | $2,989,136 | -41.2% | 281,994 | -41.8% | 0.09% | -46.7% | |
| Buy | NUBIA BRAND INTERNATIONAL CO | $2,964,956 | +129.0% | 274,279 | +122.5% | 0.09% | +107.0% | |
| Buy | A SPAC I ACQUISITION CORP | $2,891,550 | +4.7% | 271,507 | +2.8% | 0.09% | -4.4% | |
| HHLA | Sell | HH&L ACQUISITION CO | $2,887,500 | -35.1% | 275,000 | -36.0% | 0.09% | -40.8% |
| Buy | MONTEREY CAP ACQUISITION COR | $2,892,256 | +1014.5% | 275,453 | +1001.8% | 0.09% | +866.7% | |
| VHAQ | Sell | VIVEON HEALTH ACQUISITION CO | $2,851,035 | -35.5% | 259,185 | -36.1% | 0.09% | -41.1% |
| Buy | KAIROUS ACQUISITION CORP LTDordinary shares | $2,837,261 | +972.3% | 252,201 | +900.8% | 0.08% | +844.4% | |
| PLMI | Buy | PLUM ACQUISITION CORP I | $2,719,059 | +143.4% | 256,515 | +140.0% | 0.08% | +121.6% |
| New | ENPHYS ACQUISITION CORP | $2,620,000 | – | 250,000 | – | 0.08% | – | |
| Sell | TECHNOLOGY & TELECOM ACQ COR | $2,602,508 | +3.2% | 231,334 | -0.0% | 0.08% | -7.1% | |
| New | PEGASUS DIGITAL MOBILITY ACQ | $2,560,633 | – | 236,003 | – | 0.08% | – | |
| Sell | NCL CORP LTDnote 5.375% 8/0 | $2,573,278 | -53.0% | 2,226,000 | -44.4% | 0.08% | -57.5% | |
| New | SPOTIFY USA INCnote 3/1 | $2,541,126 | – | 3,000,000 | – | 0.08% | – | |
| New | BUKIT JALIL GBL ACQUISITION | $2,543,248 | – | 249,338 | – | 0.08% | – | |
| Buy | ACRI CAPITAL ACQUISITION COR | $2,472,539 | +320.4% | 228,727 | +320.0% | 0.07% | +289.5% | |
| New | POST HLDGS INCnote 2.500% 8/1 | $2,470,990 | – | 2,500,000 | – | 0.07% | – | |
| TWOA | Buy | TWO | $2,376,267 | +306.5% | 227,830 | +301.4% | 0.07% | +273.7% |
| OCAX | New | OCA ACQUISITION CORP | $2,374,783 | – | 223,825 | – | 0.07% | – |
| Buy | INVESTCORP EUROPE ACQUISITIO | $2,279,314 | +7.7% | 213,020 | +5.7% | 0.07% | -1.4% | |
| Buy | ROTH CH ACQUISITION COclass a ord | $2,179,950 | +310.6% | 202,786 | +304.5% | 0.07% | +266.7% | |
| DKDCA | Sell | DATA KNIGHTS ACQUISITION COR | $2,203,628 | -6.3% | 199,243 | -9.0% | 0.07% | -15.4% |
| Sell | AURA FAT PROJS ACQUISITION Cclass a ord | $2,069,353 | -60.9% | 195,222 | -61.0% | 0.06% | -64.6% | |
| New | CETUS CAP ACQUISITION CORP | $2,057,442 | – | 197,831 | – | 0.06% | – | |
| Sell | AQUARON ACQUISITION CORP | $2,020,497 | -44.4% | 193,349 | -44.8% | 0.06% | -49.2% | |
| New | FIRST TR EXCHANGE-TRADED FDintermediate gov | $1,938,420 | – | 100,000 | – | 0.06% | – | |
| New | ARMADA ACQUISITION CORP I | $1,841,610 | – | 175,058 | – | 0.06% | – | |
| Buy | STONEBRIDGE ACQUISITION CORP | $1,824,482 | +76.3% | 168,155 | +68.2% | 0.06% | +61.8% | |
| Sell | BLACKSTONE MORTGAGE TRUST INnote 5.500% 3/1 | $1,769,928 | -15.2% | 1,992,000 | -17.9% | 0.05% | -23.2% | |
| New | CHAIN BRIDGE Iclass a ord | $1,699,160 | – | 158,800 | – | 0.05% | – | |
| Buy | INTERNATIONAL MEDIA ACQUISIT | $1,672,854 | +28.2% | 149,362 | +18.5% | 0.05% | +16.3% | |
| Buy | FORBION EUROPEAN ACQUSTN COR | $1,631,509 | +43.8% | 150,231 | +41.7% | 0.05% | +28.9% | |
| New | INNOVATIVE INTL ACQUSITIN COclass a ord | $1,599,893 | – | 143,746 | – | 0.05% | – | |
| Sell | PAPAYA GRWT OPPORTUNITY CORP | $1,591,961 | -68.4% | 150,185 | -68.7% | 0.05% | -71.3% | |
| BLUA | New | BLUERIVER ACQUISITION CORP | $1,522,500 | – | 145,000 | – | 0.05% | – |
| Sell | ARTEMIS STRATEGIC INVT CORP | $1,471,170 | -6.5% | 140,245 | -6.5% | 0.04% | -15.4% | |
| New | PLUTONIAN ACQUISITION CORP | $1,392,406 | – | 134,532 | – | 0.04% | – | |
| Buy | HUDSON ACQUISITION I CORP | $1,396,768 | +438.3% | 133,790 | +433.7% | 0.04% | +366.7% | |
| Sell | MONTEREY INNOVATION ACQUI CO | $1,388,932 | -14.4% | 125,129 | -15.5% | 0.04% | -22.2% | |
| New | ALPHATIME ACQUISITION CORPordinary shares | $1,338,220 | – | 128,675 | – | 0.04% | – | |
| Sell | INVESTCORP INDIA ACQUISTN CO | $1,306,510 | -69.1% | 122,447 | -69.6% | 0.04% | -72.1% | |
| New | HOME PLATE ACQUISITION CORP | $1,271,011 | – | 120,475 | – | 0.04% | – | |
| LCAA | Sell | L CATTERTON ASIA ACQUISITION | $1,259,813 | -77.0% | 119,868 | -77.2% | 0.04% | -79.0% |
| New | BLOCK INCnote 0.125% 3/0 | $1,205,733 | – | 1,309,000 | – | 0.04% | – | |
| CHAA | New | CATCHA INVESTMENT CORP | $1,205,738 | – | 111,436 | – | 0.04% | – |
| Buy | SEAPORT GLOBAL ACQUISITION I | $1,193,631 | +14.0% | 112,078 | +8.6% | 0.04% | +2.9% | |
| New | FORTUNE RISE ACQUISITION CORcl a | $1,170,736 | – | 107,407 | – | 0.04% | – | |
| ADOC | New | EDOC ACQUISITION CORPcl a | $1,147,500 | – | 102,000 | – | 0.04% | – |
| Buy | DIRECT SELLING ACQUISITIN CO | $1,134,038 | +32.5% | 107,187 | +32.2% | 0.03% | +21.4% | |
| ARYD | Buy | ARYA SCIENCES ACQU CORP IVcl a | $1,116,492 | +10.9% | 104,345 | +6.4% | 0.03% | +3.0% |
| New | AIB ACQUISITION CORPORATIONclass a ord | $1,110,529 | – | 99,599 | – | 0.03% | – | |
| New | NRG ENERGY INCdbcv 2.750% 6/0 | $1,058,360 | – | 1,000,000 | – | 0.03% | – | |
| Buy | HCM ACQUISITION CO | $1,029,014 | +288.3% | 94,840 | +277.2% | 0.03% | +244.4% | |
| DHCA | Sell | DHC ACQUISITION CORP | $950,608 | +2.6% | 92,292 | -0.4% | 0.03% | -6.5% |
| MBTC | Buy | NOCTURNE ACQUISITION CORPordinary shares | $941,941 | +34.9% | 84,479 | +31.9% | 0.03% | +21.7% |
| Buy | SCHULTZE SPL PURP ACQ CORP I | $918,892 | +0.1% | 89,648 | +0.1% | 0.03% | -6.7% | |
| KAII | Sell | QUADRO ACQUISITION ONE CORP | $903,198 | -8.5% | 86,846 | -10.3% | 0.03% | -18.2% |
| New | BLACKLINE INCnote 3/1 | $860,594 | – | 1,000,000 | – | 0.03% | – | |
| Sell | ENERGEM CORP | $871,207 | -43.7% | 79,854 | -45.3% | 0.03% | -49.0% | |
| New | AIRBNB INCnote 3/1 | $881,292 | – | 1,000,000 | – | 0.03% | – | |
| Buy | NEWCOURT ACQUISITION CORP | $845,911 | +193.6% | 76,901 | +190.9% | 0.02% | +150.0% | |
| New | UBER TECHNOLOGIES INCnote 12/1 | $736,235 | – | 790,000 | – | 0.02% | – | |
| New | FIRST TR EXCHANGE-TRADED FDintermediate dur | $703,145 | – | 36,105 | – | 0.02% | – | |
| Sell | LIBERTY RES ACQUISITION CORP | $696,912 | -65.5% | 64,829 | -66.1% | 0.02% | -68.7% | |
| Buy | HEALTHCARE AI ACQUISITION CO | $681,267 | +1.9% | 64,392 | +1.9% | 0.02% | -9.1% | |
| New | WINVEST ACQUISITION CORP | $592,520 | – | 54,863 | – | 0.02% | – | |
| New | PEPPERLIME HEALTH ACQUSTN CO | $567,777 | – | 54,074 | – | 0.02% | – | |
| Sell | DUET ACQUISITION CORP | $577,490 | -49.0% | 54,999 | -49.7% | 0.02% | -55.3% | |
| ACBA | New | ACE GLOBAL BUSINESS ACQU LTDordinary shares | $577,500 | – | 50,000 | – | 0.02% | – |
| ARRW | Sell | ARROWROOT ACQUISITION CORP | $517,078 | -77.9% | 49,719 | -78.3% | 0.02% | -79.2% |
| New | ALPHAVEST ACQUISITION CORPordinary shares | $525,500 | – | 50,000 | – | 0.02% | – | |
| NSTB | Buy | NORTHERN STAR INVSTMNT CORP | $510,000 | +11.9% | 50,000 | +10.8% | 0.02% | 0.0% |
| Buy | VISION SENSING ACQUISITION C | $489,254 | +0.0% | 46,156 | +0.0% | 0.02% | -6.2% | |
| FRXB | New | FOREST ROAD ACQUISITION CORcl a | $512,040 | – | 50,200 | – | 0.02% | – |
| Sell | GLOBAL SYSTEMS DYNAMICS INC | $513,600 | -47.2% | 48,000 | -48.9% | 0.02% | -53.1% | |
| Buy | C5 ACQUISITION CORPORATION | $499,332 | +99.1% | 47,375 | +99.1% | 0.02% | +87.5% | |
| New | DMY SQUARED TECHNOLOGY GROUP | $418,004 | – | 40,000 | – | 0.01% | – | |
| Sell | FEUTUNE LIGHT ACQUISITION CO | $434,365 | -67.3% | 41,566 | -67.3% | 0.01% | -70.5% | |
| New | ISRAEL ACQUISITIONS CORPclass a ord | $421,050 | – | 40,100 | – | 0.01% | – | |
| New | POWERUP ACQUISITION CORP | $376,250 | – | 35,000 | – | 0.01% | – | |
| New | ZILLOW GROUP INCnote 1.375% 9/0 | $357,318 | – | 300,000 | – | 0.01% | – | |
| New | OXUS ACQUISITION CORP | $373,658 | – | 34,598 | – | 0.01% | – | |
| New | OAK WOODS ACQUISITION CORPcl a | $368,160 | – | 35,400 | – | 0.01% | – | |
| MACA | Sell | MORINGA ACQUISITION CORP | $316,365 | -82.4% | 30,130 | -83.0% | 0.01% | -83.3% |
| SPY | Sell | SPDR S&P 500 ETF TRput | $331,000 | +1701.4% | 500 | -50.0% | 0.01% | +900.0% |
| New | INCEPTION GROWTH ACQUSTN LTD | $318,600 | – | 30,000 | – | 0.01% | – | |
| OWL | New | BLUE OWL CAPITAL INC | $331,439 | – | 25,574 | – | 0.01% | – |
| New | PONO CAP THREE INC | $315,445 | – | 29,900 | – | 0.01% | – | |
| MAQC | Buy | MAQUIA CAPITAL ACQUISITION C | $303,545 | +113.3% | 27,495 | +108.6% | 0.01% | +80.0% |
| New | CHAVANT CAPITAL ACQUISITN COordinary shares | $297,044 | – | 27,004 | – | 0.01% | – | |
| New | CONMED CORPnote 2.250% 6/1 | $290,155 | – | 305,000 | – | 0.01% | – | |
| New | CLEAN EARTH ACQUISITIONS COR | $265,219 | – | 25,187 | – | 0.01% | – | |
| New | KEYARCH ACQUISITION CORP | $269,546 | – | 25,501 | – | 0.01% | – | |
| Sell | RF ACQUISITION CORP | $261,248 | -50.5% | 25,120 | -51.0% | 0.01% | -52.9% | |
| LCA | New | LANDCADIA HOLDINGS IV INC | $258,272 | – | 25,075 | – | 0.01% | – |
| BTWN | New | BRIDGETOWN HOLDINGS LTD | $208,878 | – | 20,162 | – | 0.01% | – |
| New | MARBLEGATE ACQUISITION CORP | $191,188 | – | 18,689 | – | 0.01% | – | |
| New | DISTOKEN ACQUISITION CORPordinary shares | $199,768 | – | 19,779 | – | 0.01% | – | |
| PRSR | New | PROSPECTOR CAPITAL CORPcl a | $213,646 | – | 19,874 | – | 0.01% | – |
| PUCK | Sell | GOAL ACQUISITIONS CORP | $209,200 | -95.8% | 20,000 | -95.8% | 0.01% | -96.4% |
| Sell | ABRI SPAC I INC | $157,151 | -91.7% | 14,687 | -91.8% | 0.01% | -92.1% | |
| New | PHP VENTURES ACQUISITION COR | $170,040 | – | 15,600 | – | 0.01% | – | |
| New | NORTHVIEW ACQUISITION CORP | $139,622 | – | 12,928 | – | 0.00% | – | |
| Sell | QOMOLANGMA ACQUISITION CORP | $116,927 | -96.3% | 11,243 | -96.3% | 0.00% | -96.2% | |
| New | CACTUS ACQUISITION CORP 1 LTclass a ord | $141,404 | – | 13,093 | – | 0.00% | – | |
| New | SDCL EDGE ACQUISITION CORP | $139,878 | – | 13,196 | – | 0.00% | – | |
| Sell | PORTAGE FINTECH ACQUISITN CO | $106,760 | -95.9% | 10,365 | -95.9% | 0.00% | -96.5% | |
| Sell | MOBIV ACQUISITION CORP | $100,000 | -97.7% | 10,000 | -97.6% | 0.00% | -97.9% | |
| New | FAT PROJECTS ACQUISITION COR | $109,500 | – | 10,000 | – | 0.00% | – | |
| New | BLOCK INCnote 5/0 | $62,056 | – | 75,000 | – | 0.00% | – | |
| Sell | CLOUDFLARE INCnote 8/1 | $80,177 | -93.9% | 95,000 | -93.9% | 0.00% | -95.5% | |
| GDX | New | VANECK ETF TRUSTcall | $18,900 | – | 700 | – | 0.00% | – |
| New | FOCUS IMPACT ACQUISITION COR*w exp 10/28/202 | $606 | – | 60,604 | – | 0.00% | – | |
| Exit | CACTUS ACQUISITION CORP 1 LT*w exp 08/17/202 | $0 | – | -61,216 | – | 0.00% | – | |
| Sell | DISTOKEN ACQUISITION CORP*w exp 11/30/202 | $988 | -0.5% | 98,790 | -0.5% | 0.00% | – | |
| Buy | KNIGHTSWAN ACQUISITION CORP*w exp 99/99/999 | $1,357 | +8.0% | 135,655 | +8.0% | 0.00% | – | |
| TRCAWS | New | TWIN RIDGE CAPITAL ACQUIS CO*w exp 03/07/202 | $570 | – | 56,961 | – | 0.00% | – |
| Sell | LF CAPITAL ACQUISITION CORP*w exp 02/19/202 | $1,328 | -0.6% | 132,810 | -0.6% | 0.00% | – | |
| OSIWS | New | OSIRIS ACQUISITION CORP*w exp 05/01/202 | $2,002 | – | 200,178 | – | 0.00% | – |
| DHCAW | New | DHC ACQUISITION CORP*w exp 02/25/202 | $406 | – | 40,594 | – | 0.00% | – |
| New | SEMANTIX INC*w exp 08/03/202 | $523 | – | 52,288 | – | 0.00% | – | |
| Exit | FOXO TECHNOLOGIES INC*w exp 08/01/202 | $0 | – | -222,900 | – | 0.00% | – | |
| PIAIWS | Exit | PRIME IMPACT ACQUISITION I*w exp 10/01/203 | $0 | – | -51,400 | – | 0.00% | – |
| LGHLW | Exit | LION GROUP HOLDING LTD*w exp 06/16/202 | $0 | – | -99,900 | – | 0.00% | – |
| Buy | STONEBRIDGE ACQUISITION CORP*w exp 03/31/202 | $749 | +49.8% | 74,900 | +49.8% | 0.00% | – | |
| Exit | HAINAN MANASLU ACQUISTN CORP*w exp 01/31/202 | $0 | – | -251,000 | – | 0.00% | – | |
| Exit | AFTERNEXT HEALTHTECH ACQUISI*w exp 99/99/999 | $0 | – | -64,319 | – | 0.00% | – | |
| New | ABLE VIEW GLOBAL INC*w exp 08/18/202 | $2,566 | – | 256,600 | – | 0.00% | – | |
| Exit | JAZZ INVESTMENTS I LTDnote 1.500% 8/1 | $0 | – | -60,000 | – | -0.00% | – | |
| AURC | Exit | AURORA ACQUISITION CORP | $0 | – | -10,449 | – | -0.00% | – |
| Exit | BLUE WHALE ACQUISITION CORP | $0 | – | -23,030 | – | -0.01% | – | |
| SPY | Exit | SPDR S&P 500 ETF TRcall | $0 | – | -1,000 | – | -0.01% | – |
| DTOC | Exit | DIGITAL TRANSFORMATN OPT COR | $0 | – | -75,447 | – | -0.02% | – |
| Exit | ESH ACQUISITION CORPunit 06/13/2028 | $0 | – | -79,819 | – | -0.03% | – | |
| Exit | OXBRIDGE ACQUISITION CORP | $0 | – | -78,625 | – | -0.03% | – | |
| Exit | KENSINGTON CAPITAL ACQUISITI | $0 | – | -80,882 | – | -0.03% | – | |
| Exit | ARYA SCIENCES ACQUISITN CORP | $0 | – | -100,292 | – | -0.03% | – | |
| Exit | PRIME NO ACQUISITION I CORP | $0 | – | -102,936 | – | -0.04% | – | |
| Exit | ICONIC SPORTS ACQUISITION CO | $0 | – | -106,610 | – | -0.04% | – | |
| Exit | ALSET CAPITAL ACQUISITION CO | $0 | – | -138,000 | – | -0.05% | – | |
| GFL | Exit | GFL ENVIRONMENTAL INC | $0 | – | -41,900 | – | -0.05% | – |
| Exit | BEARD ENERGY TRANSITION ACQ | $0 | – | -159,562 | – | -0.06% | – | |
| Exit | UTA ACQUISITION CORPORATION | $0 | – | -169,000 | – | -0.06% | – | |
| Exit | GIGCAPITAL 5 INC | $0 | – | -175,218 | – | -0.06% | – | |
| Exit | SHOPIFY INCnote 0.125%11/0 | $0 | – | -2,162,000 | – | -0.06% | – | |
| Exit | REDWOODS ACQUISITION CORP | $0 | – | -192,872 | – | -0.07% | – | |
| Exit | AFTERNEXT HEALTHTECH ACQUISI | $0 | – | -200,001 | – | -0.07% | – | |
| ANZU | Exit | ANZU SPECIAL ACQUISITIN CORP | $0 | – | -241,401 | – | -0.08% | – |
| TRCA | Exit | TWIN RIDGE CAPITAL ACQUIS CO | $0 | – | -250,000 | – | -0.09% | – |
| ATAQ | Exit | ALTIMAR ACQUISITION CORP III | $0 | – | -272,548 | – | -0.09% | – |
| GPAC | Exit | GLOBAL PARTNER ACQISTN CORP | $0 | – | -275,000 | – | -0.10% | – |
| Exit | NABORS ENERGY TRANSITION COR | $0 | – | -275,083 | – | -0.10% | – | |
| APGB | Exit | APOLLO STRATEGIC GRWT CPTL I | $0 | – | -285,634 | – | -0.10% | – |
| Exit | UNITED STATES STL CORPnote 5.000%11/0 | $0 | – | -1,537,000 | – | -0.10% | – | |
| SCAQ | Exit | STRATIM CLOUD ACQUISITION CO | $0 | – | -300,000 | – | -0.10% | – |
| Exit | BUKIT JALIL GBL ACQUISITIONunit 05/02/2029 | $0 | – | -299,686 | – | -0.10% | – | |
| PIAI | Exit | PRIME IMPACT ACQUISITION I | $0 | – | -296,312 | – | -0.10% | – |
| Exit | POWER & DIGITAL INFRASTRUCTU | $0 | – | -310,762 | – | -0.11% | – | |
| Exit | FORD MTR CO DELnote 3/1 | $0 | – | -3,600,000 | – | -0.13% | – | |
| Exit | GENESIS UNICORN CAPITAL CORP | $0 | – | -381,000 | – | -0.13% | – | |
| Exit | WELSBACH TECH METALS ACQU CO | $0 | – | -389,173 | – | -0.14% | – | |
| Exit | IMPINJ INCnote 1.125% 5/1 | $0 | – | -3,915,000 | – | -0.14% | – | |
| Exit | HAINAN MANASLU ACQUISTN CORPordinary shares | $0 | – | -425,500 | – | -0.15% | – | |
| Exit | BLACK SPADE ACQUISITION CO | $0 | – | -477,158 | – | -0.16% | – | |
| Exit | DATADOG INCnote 0.125% 6/1 | $0 | – | -4,761,000 | – | -0.20% | – | |
| Exit | HUBSPOT INCnote 0.375% 6/0 | $0 | – | -3,753,000 | – | -0.24% | – | |
| Exit | LF CAPITAL ACQUISITION CORP | $0 | – | -847,541 | – | -0.30% | – | |
| Exit | COPA HOLDINGS SAnote 4.500% 4/1 | $0 | – | -5,861,000 | – | -0.43% | – | |
| Exit | A SPAC II ACQUISITION CORP | $0 | – | -1,417,013 | – | -0.49% | – | |
| QQQ | Exit | INVESCO QQQ TRunit ser 1 | $0 | – | -414,990 | – | -5.08% | – |
Q2 2023
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SPY | New | SPDR S&P 500 ETF TRtr unit | $2,128,181,623 | – | 4,799,308 | – | 70.52% | – |
| QQQ | New | INVESCO QQQ TRunit ser 1 | $153,379,474 | – | 414,990 | – | 5.08% | – |
| XRT | New | SPDR SER TRs&p retail etf | $66,937,500 | – | 1,050,000 | – | 2.22% | – |
| New | EQT CORPnote 1.750% 5/0 | $43,517,587 | – | 15,451,000 | – | 1.44% | – | |
| New | CNX RES CORPnote 2.250% 5/0 | $21,408,786 | – | 14,545,000 | – | 0.71% | – | |
| New | NCL CORP LTDnote 6.000% 5/1 | $19,667,368 | – | 11,900,000 | – | 0.65% | – | |
| New | ZSCALER INCnote 0.125% 7/0 | $16,095,736 | – | 13,813,000 | – | 0.53% | – | |
| New | ROYAL CARIBBEAN GROUPnote 2.875%11/1 | $15,950,635 | – | 12,426,000 | – | 0.53% | – | |
| New | A SPAC II ACQUISITION CORP | $14,878,636 | – | 1,417,013 | – | 0.49% | – | |
| New | PEARL HOLDINGS ACQUISITN COR | $14,308,419 | – | 1,361,410 | – | 0.47% | – | |
| SLAM | New | SLAM CORP | $13,633,217 | – | 1,287,367 | – | 0.45% | – |
| New | COPA HOLDINGS SAnote 4.500% 4/1 | $12,942,260 | – | 5,861,000 | – | 0.43% | – | |
| New | ALPHA STAR ACQUISITION CORPordinary shares | $10,961,512 | – | 1,029,250 | – | 0.36% | – | |
| New | BIOPLUS ACQUISITION CORP | $10,731,654 | – | 1,014,334 | – | 0.36% | – | |
| New | PATRIA LATIN AMRCN OPPRNTY A | $9,264,754 | – | 869,930 | – | 0.31% | – | |
| New | LF CAPITAL ACQUISITION CORP | $8,983,935 | – | 847,541 | – | 0.30% | – | |
| New | BATTERY FUTURE ACQUISITION C | $8,432,000 | – | 800,000 | – | 0.28% | – | |
| New | PEABODY ENGR CORPnote 3.250% 3/0 | $8,061,660 | – | 6,000,000 | – | 0.27% | – | |
| New | RCF ACQUISITION CORP | $7,945,219 | – | 749,549 | – | 0.26% | – | |
| New | GENERATION ASIA I ACQUISITIO | $7,182,681 | – | 683,414 | – | 0.24% | – | |
| New | HUBSPOT INCnote 0.375% 6/0 | $7,161,062 | – | 3,753,000 | – | 0.24% | – | |
| New | INFINT ACQUISITION CORP | $7,115,500 | – | 665,000 | – | 0.24% | – | |
| New | BLACKLINE INCnote 0.125% 8/0 | $6,654,461 | – | 6,687,000 | – | 0.22% | – | |
| New | METAL SKY STAR ACQUISITION Cordinary shares | $6,478,500 | – | 617,000 | – | 0.22% | – | |
| New | SNAP INCnote 0.750% 8/0 | $6,423,900 | – | 7,000,000 | – | 0.21% | – | |
| New | BLUE OCEAN ACQUISITION CORP | $6,021,624 | – | 570,770 | – | 0.20% | – | |
| New | GLOBALINK INVT INC | $5,956,500 | – | 570,000 | – | 0.20% | – | |
| New | DATADOG INCnote 0.125% 6/1 | $5,891,309 | – | 4,761,000 | – | 0.20% | – | |
| New | PDD HOLDINGS INCnote 10/0 | $5,786,428 | – | 3,525,000 | – | 0.19% | – | |
| New | SNAP INCnote 0.250% 5/0 | $5,757,756 | – | 5,997,000 | – | 0.19% | – | |
| New | CONSILIUM ACQUISITN CORP I L | $5,661,433 | – | 541,246 | – | 0.19% | – | |
| New | FINNOVATE ACQUISITION CORP | $5,637,888 | – | 535,412 | – | 0.19% | – | |
| New | GOLDEN STAR ACQUISITION CORP | $5,602,379 | – | 554,691 | – | 0.19% | – | |
| New | COLISEUM ACQUISITION CORP | $5,504,503 | – | 531,836 | – | 0.18% | – | |
| New | EMBRACE CHANGE ACQUISITN CORordinary shares | $5,504,663 | – | 521,769 | – | 0.18% | – | |
| New | NCL CORP LTDnote 5.375% 8/0 | $5,473,480 | – | 4,000,000 | – | 0.18% | – | |
| LCAA | New | L CATTERTON ASIA ACQUISITION | $5,473,218 | – | 526,271 | – | 0.18% | – |
| KRNL | New | KERNEL GROUP HOLDINGS INC | $5,328,118 | – | 514,794 | – | 0.18% | – |
| New | CF ACQUISITION CORP VII | $5,329,772 | – | 510,026 | – | 0.18% | – | |
| New | AURA FAT PROJS ACQUISITION Cclass a ord | $5,290,000 | – | 500,000 | – | 0.18% | – | |
| New | TLGY ACQUISITION CORPORATION | $5,258,044 | – | 491,406 | – | 0.17% | – | |
| New | FINTECH ECOSYSTEM DEVE | $5,085,538 | – | 484,337 | – | 0.17% | – | |
| New | PAPAYA GRWT OPPORTUNITY CORP | $5,044,557 | – | 480,434 | – | 0.17% | – | |
| PUCK | New | GOAL ACQUISITIONS CORP | $4,978,868 | – | 481,050 | – | 0.16% | – |
| New | MONGODB INCnote 0.250% 1/1 | $4,956,275 | – | 2,500,000 | – | 0.16% | – | |
| New | PALO ALTO NETWORKS INCnote 0.375% 6/0 | $4,934,093 | – | 1,920,000 | – | 0.16% | – | |
| New | BLACK SPADE ACQUISITION CO | $4,914,727 | – | 477,158 | – | 0.16% | – | |
| New | APX ACQUISITION CORP I | $4,770,021 | – | 450,002 | – | 0.16% | – | |
| OPA | New | MAGNUM OPUS ACQUISITION LTD | $4,740,060 | – | 460,200 | – | 0.16% | – |
| ROSS | New | ROSS ACQUISITION CORP II | $4,578,818 | – | 439,848 | – | 0.15% | – |
| New | TENX KEANE ACQUISITION | $4,585,926 | – | 438,425 | – | 0.15% | – | |
| HHLA | New | HH&L ACQUISITION CO | $4,450,500 | – | 430,000 | – | 0.15% | – |
| New | HAINAN MANASLU ACQUISTN CORPordinary shares | $4,425,200 | – | 425,500 | – | 0.15% | – | |
| VHAQ | New | VIVEON HEALTH ACQUISITION CO | $4,417,879 | – | 405,310 | – | 0.15% | – |
| New | MOBIV ACQUISITION CORP | $4,377,692 | – | 414,162 | – | 0.14% | – | |
| New | VALUENCE MERGER CORP I | $4,293,127 | – | 405,012 | – | 0.14% | – | |
| New | RIGEL RESOURCE ACQ CORP | $4,266,118 | – | 402,464 | – | 0.14% | – | |
| New | INVESTCORP INDIA ACQUISTN CO | $4,226,250 | – | 402,500 | – | 0.14% | – | |
| New | IMPINJ INCnote 1.125% 5/1 | $4,191,595 | – | 3,915,000 | – | 0.14% | – | |
| New | LIV CAPITAL ACQUISITN CORP I | $4,180,000 | – | 400,000 | – | 0.14% | – | |
| New | BURTECH ACQUISITION CORP | $4,160,000 | – | 400,000 | – | 0.14% | – | |
| New | HNR ACQUISITION CORP | $4,077,434 | – | 388,327 | – | 0.14% | – | |
| New | WELSBACH TECH METALS ACQU CO | $4,066,858 | – | 389,173 | – | 0.14% | – | |
| New | GENESIS UNICORN CAPITAL CORP | $4,019,550 | – | 381,000 | – | 0.13% | – | |
| New | FORD MTR CO DELnote 3/1 | $3,931,380 | – | 3,600,000 | – | 0.13% | – | |
| New | SHUAA PARTNERS ACQUISTN CORP | $3,888,730 | – | 368,600 | – | 0.13% | – | |
| New | SPREE ACQUISITION CORP 1 LTD | $3,819,100 | – | 362,000 | – | 0.13% | – | |
| New | INTEGRATED WELLNESS ACQ CORP | $3,808,845 | – | 359,325 | – | 0.13% | – | |
| New | BENTLEY SYS INCnote 0.375% 7/0 | $3,713,770 | – | 4,125,000 | – | 0.12% | – | |
| New | BLUE WORLD ACQUISITION CORP | $3,703,000 | – | 350,000 | – | 0.12% | – | |
| New | AURORA TECHNOLOGY ACQUISITIO | $3,701,019 | – | 352,478 | – | 0.12% | – | |
| New | AQUARON ACQUISITION CORP | $3,633,000 | – | 350,000 | – | 0.12% | – | |
| New | EVERGREEN CORPORATION | $3,561,484 | – | 332,849 | – | 0.12% | – | |
| New | LAKESHORE ACQUISITION II CORordinary shares | $3,372,867 | – | 319,703 | – | 0.11% | – | |
| New | WORLDWIDE WEBB ACQUISITION C | $3,343,380 | – | 324,600 | – | 0.11% | – | |
| New | BROAD CAPITAL ACQUISITION CO | $3,343,476 | – | 315,125 | – | 0.11% | – | |
| CSTA | New | CONSTELLATION ACQUISITN CORP | $3,260,306 | – | 311,991 | – | 0.11% | – |
| New | POWER & DIGITAL INFRASTRUCTU | $3,222,602 | – | 310,762 | – | 0.11% | – | |
| New | QOMOLANGMA ACQUISITION CORP | $3,185,520 | – | 306,300 | – | 0.11% | – | |
| New | AIMFINITY INVESTMENT CORP Iunit 04/21/2027 | $3,150,000 | – | 300,000 | – | 0.10% | – | |
| PIAI | New | PRIME IMPACT ACQUISITION I | $3,111,276 | – | 296,312 | – | 0.10% | – |
| New | HORIZON SPACE ACQUSTN I CORPordinary shares | $3,067,640 | – | 300,749 | – | 0.10% | – | |
| New | BUKIT JALIL GBL ACQUISITIONunit 05/02/2029 | $3,047,807 | – | 299,686 | – | 0.10% | – | |
| SCAQ | New | STRATIM CLOUD ACQUISITION CO | $3,030,000 | – | 300,000 | – | 0.10% | – |
| New | UNITED STATES STL CORPnote 5.000%11/0 | $2,995,429 | – | 1,537,000 | – | 0.10% | – | |
| APGB | New | APOLLO STRATEGIC GRWT CPTL I | $2,913,467 | – | 285,634 | – | 0.10% | – |
| New | NABORS ENERGY TRANSITION COR | $2,893,873 | – | 275,083 | – | 0.10% | – | |
| GPAC | New | GLOBAL PARTNER ACQISTN CORP | $2,873,750 | – | 275,000 | – | 0.10% | – |
| New | IX ACQUISITION CORP | $2,856,613 | – | 270,769 | – | 0.10% | – | |
| New | XPAC ACQUISITION CORPclass a ord | $2,870,610 | – | 278,700 | – | 0.10% | – | |
| New | A SPAC I ACQUISITION CORP | $2,760,827 | – | 264,194 | – | 0.09% | – | |
| ATAQ | New | ALTIMAR ACQUISITION CORP III | $2,752,735 | – | 272,548 | – | 0.09% | – |
| New | TARGET GLOBAL ACQUISI I CORP | $2,693,702 | – | 256,543 | – | 0.09% | – | |
| TRCA | New | TWIN RIDGE CAPITAL ACQUIS CO | $2,625,000 | – | 250,000 | – | 0.09% | – |
| New | PORTAGE FINTECH ACQUISITN CO | $2,587,500 | – | 250,000 | – | 0.09% | – | |
| New | TECHNOLOGY & TELECOM ACQ COR | $2,522,631 | – | 231,434 | – | 0.08% | – | |
| AAC | New | ARES ACQUISITION CORPORATION | $2,537,758 | – | 240,774 | – | 0.08% | – |
| NRAC | New | NORTHERN REVIVAL ACQUISITION | $2,479,444 | – | 241,897 | – | 0.08% | – |
| ANZU | New | ANZU SPECIAL ACQUISITIN CORP | $2,438,150 | – | 241,401 | – | 0.08% | – |
| DKDCA | New | DATA KNIGHTS ACQUISITION COR | $2,352,896 | – | 218,874 | – | 0.08% | – |
| ARRW | New | ARROWROOT ACQUISITION CORP | $2,337,518 | – | 228,720 | – | 0.08% | – |
| New | DENALI CAPITAL ACQUISITN CORclass a ord | $2,332,754 | – | 222,167 | – | 0.08% | – | |
| New | INTEGRAL ACQUISITION CORP 1 | $2,191,368 | – | 211,318 | – | 0.07% | – | |
| New | INVESTCORP EUROPE ACQUISITIO | $2,117,020 | – | 201,621 | – | 0.07% | – | |
| New | ESGEN ACQUISITION CORP | $2,121,000 | – | 202,000 | – | 0.07% | – | |
| New | BLACKSTONE MORTGAGE TRUST INnote 5.500% 3/1 | $2,086,371 | – | 2,427,000 | – | 0.07% | – | |
| New | AFTERNEXT HEALTHTECH ACQUISI | $2,070,010 | – | 200,001 | – | 0.07% | – | |
| New | LIBERTY RES ACQUISITION CORP | $2,021,269 | – | 191,227 | – | 0.07% | – | |
| New | REDWOODS ACQUISITION CORP | $1,986,582 | – | 192,872 | – | 0.07% | – | |
| New | SHOPIFY INCnote 0.125%11/0 | $1,962,718 | – | 2,162,000 | – | 0.06% | – | |
| New | ABRI SPAC I INC | $1,890,000 | – | 180,000 | – | 0.06% | – | |
| New | CLIMATEROCKclass a ord | $1,872,000 | – | 180,000 | – | 0.06% | – | |
| New | GIGCAPITAL 5 INC | $1,848,550 | – | 175,218 | – | 0.06% | – | |
| MACA | New | MORINGA ACQUISITION CORP | $1,796,195 | – | 176,965 | – | 0.06% | – |
| GDX | New | VANECK ETF TRUSTgold miners etf | $1,806,600 | – | 60,000 | – | 0.06% | – |
| New | UTA ACQUISITION CORPORATION | $1,782,950 | – | 169,000 | – | 0.06% | – | |
| New | BEARD ENERGY TRANSITION ACQ | $1,667,423 | – | 159,562 | – | 0.06% | – | |
| New | GARDINER HEALTHCARE ACQTS CO | $1,672,510 | – | 157,784 | – | 0.06% | – | |
| GFL | New | GFL ENVIRONMENTAL INC | $1,625,720 | – | 41,900 | – | 0.05% | – |
| New | MONTEREY INNOVATION ACQUI CO | $1,621,772 | – | 148,107 | – | 0.05% | – | |
| New | MOUNTAIN & CO I ACQUISITN COclass a ord | $1,591,470 | – | 149,715 | – | 0.05% | – | |
| New | ARTEMIS STRATEGIC INVT CORP | $1,573,500 | – | 150,000 | – | 0.05% | – | |
| New | ENERGEM CORP | $1,546,646 | – | 145,910 | – | 0.05% | – | |
| New | PERCEPTION CAPITAL CORP IIclass a ord | $1,520,067 | – | 145,461 | – | 0.05% | – | |
| New | ALSET CAPITAL ACQUISITION CO | $1,428,300 | – | 138,000 | – | 0.05% | – | |
| New | CHENGHE ACQUISITION COclass a ord | $1,377,549 | – | 129,226 | – | 0.05% | – | |
| New | INFINITE ACQUISITION CORP | $1,332,465 | – | 126,300 | – | 0.04% | – | |
| New | CLOUDFLARE INCnote 8/1 | $1,316,634 | – | 1,563,000 | – | 0.04% | – | |
| New | FEUTUNE LIGHT ACQUISITION CO | $1,327,599 | – | 127,043 | – | 0.04% | – | |
| New | INTERNATIONAL MEDIA ACQUISIT | $1,305,104 | – | 126,097 | – | 0.04% | – | |
| New | NUBIA BRAND INTERNATIONAL CO | $1,294,566 | – | 123,292 | – | 0.04% | – | |
| New | 10X CAPITAL VENTURE ACQ III | $1,212,599 | – | 115,706 | – | 0.04% | – | |
| New | FORBION EUROPEAN ACQUSTN COR | $1,134,200 | – | 106,000 | – | 0.04% | – | |
| New | DUET ACQUISITION CORP | $1,132,559 | – | 109,426 | – | 0.04% | – | |
| New | ICONIC SPORTS ACQUISITION CO | $1,130,066 | – | 106,610 | – | 0.04% | – | |
| PLMI | New | PLUM ACQUISITION CORP I | $1,117,105 | – | 106,900 | – | 0.04% | – |
| New | AMERICAN AIRLINES GROUP INCnote 6.500% 7/0 | $1,119,799 | – | 875,000 | – | 0.04% | – | |
| New | PRIME NO ACQUISITION I CORP | $1,083,916 | – | 102,936 | – | 0.04% | – | |
| New | SEAPORT GLOBAL ACQUISITION I | $1,047,257 | – | 103,178 | – | 0.04% | – | |
| New | STONEBRIDGE ACQUISITION CORP | $1,035,000 | – | 100,000 | – | 0.03% | – | |
| New | ARYA SCIENCES ACQUISITN CORP | $1,033,008 | – | 100,292 | – | 0.03% | – | |
| KAII | New | QUADRO ACQUISITION ONE CORP | $987,482 | – | 96,812 | – | 0.03% | – |
| ARYD | New | ARYA SCIENCES ACQU CORP IVcl a | $1,007,148 | – | 98,067 | – | 0.03% | – |
| PRPC | New | CC NEUBERGER PRINCIPAL HOLDN | $954,761 | – | 89,230 | – | 0.03% | – |
| New | GLOBAL SYSTEMS DYNAMICS INC | $972,900 | – | 94,000 | – | 0.03% | – | |
| DHCA | New | DHC ACQUISITION CORP | $926,960 | – | 92,696 | – | 0.03% | – |
| New | SCHULTZE SPL PURP ACQ CORP I | $917,867 | – | 89,548 | – | 0.03% | – | |
| New | KENSINGTON CAPITAL ACQUISITI | $849,261 | – | 80,882 | – | 0.03% | – | |
| New | OXBRIDGE ACQUISITION CORP | $841,288 | – | 78,625 | – | 0.03% | – | |
| New | DIRECT SELLING ACQUISITIN CO | $855,983 | – | 81,059 | – | 0.03% | – | |
| New | SIZZLE ACQUISITION CORP | $801,354 | – | 74,998 | – | 0.03% | – | |
| New | ESH ACQUISITION CORPunit 06/13/2028 | $805,374 | – | 79,819 | – | 0.03% | – | |
| DTOC | New | DIGITAL TRANSFORMATN OPT COR | $765,787 | – | 75,447 | – | 0.02% | – |
| LHC | New | LEO HLDGS CORP II | $752,773 | – | 72,382 | – | 0.02% | – |
| MBTC | New | NOCTURNE ACQUISITION CORPordinary shares | $698,080 | – | 64,044 | – | 0.02% | – |
| New | HEALTHCARE AI ACQUISITION CO | $668,571 | – | 63,192 | – | 0.02% | – | |
| New | ON SEMICONDUCTOR CORPnote 5/0 | $595,215 | – | 325,000 | – | 0.02% | – | |
| New | ACRI CAPITAL ACQUISITION COR | $588,179 | – | 54,461 | – | 0.02% | – | |
| TWOA | New | TWO | $584,576 | – | 56,755 | – | 0.02% | – |
| New | TKB CRITICAL TECHNOLOGIES 1class a ord | $530,919 | – | 50,134 | – | 0.02% | – | |
| New | RF ACQUISITION CORP | $527,545 | – | 51,218 | – | 0.02% | – | |
| VAQC | New | VECTOR ACQUISITION CORP II | $512,500 | – | 50,000 | – | 0.02% | – |
| New | VISION SENSING ACQUISITION C | $489,243 | – | 46,155 | – | 0.02% | – | |
| NSTB | New | NORTHERN STAR INVSTMNT CORP | $455,702 | – | 45,119 | – | 0.02% | – |
| KVSA | New | KHOSLA VENTURES ACQUISITIONcl a | $410,400 | – | 40,000 | – | 0.01% | – |
| New | TG VENTURE ACQUISITION CORP | $405,964 | – | 39,035 | – | 0.01% | – | |
| SPY | New | SPDR S&P 500 ETF TRcall | $373,000 | – | 1,000 | – | 0.01% | – |
| New | NEWCOURT ACQUISITION CORP | $288,142 | – | 26,435 | – | 0.01% | – | |
| New | HCM ACQUISITION CO | $264,976 | – | 25,140 | – | 0.01% | – | |
| New | HUDSON ACQUISITION I CORP | $259,464 | – | 25,069 | – | 0.01% | – | |
| New | KAIROUS ACQUISITION CORP LTDordinary shares | $264,600 | – | 25,200 | – | 0.01% | – | |
| New | MONTEREY CAP ACQUISITION COR | $259,500 | – | 25,000 | – | 0.01% | – | |
| New | BLUE WHALE ACQUISITION CORP | $230,761 | – | 23,030 | – | 0.01% | – | |
| New | C5 ACQUISITION CORPORATION | $250,799 | – | 23,795 | – | 0.01% | – | |
| New | AP ACQUISITION CORP | $215,000 | – | 20,000 | – | 0.01% | – | |
| NBST | New | NEWBURY STREET ACQUISITN COR | $200,422 | – | 19,746 | – | 0.01% | – |
| MAQC | New | MAQUIA CAPITAL ACQUISITION C | $142,322 | – | 13,178 | – | 0.01% | – |
| AURC | New | AURORA ACQUISITION CORP | $107,625 | – | 10,449 | – | 0.00% | – |
| New | OCEANTECH ACQUISITIONS I COR | $108,500 | – | 10,000 | – | 0.00% | – | |
| New | JAZZ INVESTMENTS I LTDnote 1.500% 8/1 | $57,210 | – | 60,000 | – | 0.00% | – | |
| SPY | New | SPDR S&P 500 ETF TRput | $18,375 | – | 1,000 | – | 0.00% | – |
| New | DISTOKEN ACQUISITION CORP*w exp 11/30/202 | $993 | – | 99,325 | – | 0.00% | – | |
| New | FOXO TECHNOLOGIES INC*w exp 08/01/202 | $2,229 | – | 222,900 | – | 0.00% | – | |
| New | KNIGHTSWAN ACQUISITION CORP*w exp 99/99/999 | $1,257 | – | 125,655 | – | 0.00% | – | |
| New | LF CAPITAL ACQUISITION CORP*w exp 02/19/202 | $1,336 | – | 133,550 | – | 0.00% | – | |
| LGHLW | New | LION GROUP HOLDING LTD*w exp 06/16/202 | $999 | – | 99,900 | – | 0.00% | – |
| New | STONEBRIDGE ACQUISITION CORP*w exp 03/31/202 | $500 | – | 50,000 | – | 0.00% | – | |
| New | HAINAN MANASLU ACQUISTN CORP*w exp 01/31/202 | $2,510 | – | 251,000 | – | 0.00% | – | |
| New | AFTERNEXT HEALTHTECH ACQUISI*w exp 99/99/999 | $6,432 | – | 64,319 | – | 0.00% | – | |
| PIAIWS | New | PRIME IMPACT ACQUISITION I*w exp 10/01/203 | $514 | – | 51,400 | – | 0.00% | – |
| New | CACTUS ACQUISITION CORP 1 LT*w exp 08/17/202 | $612 | – | 61,216 | – | 0.00% | – |
Q4 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| Exit | CLARUS THERAPEUTICS HLDNGS I*w exp 08/11/202 | $0 | – | -100,000 | – | 0.00% | – | |
| MILEW | Exit | METROMILE INC*w exp 02/09/202 | $0 | – | -99,800 | – | -0.00% | – |
| Exit | EMBRACE CHANGE ACQUISITN COR*w exp 10/25/202 | $0 | – | -500,500 | – | -0.00% | – | |
| LGHLW | Exit | LION GROUP HOLDING LTD*w exp 06/17/202 | $0 | – | -100,000 | – | -0.00% | – |
| Exit | HAINAN MANASLU ACQUISTN CORP*w exp 01/31/202 | $0 | – | -246,000 | – | -0.00% | – | |
| DHC | Exit | DIVERSIFIED HEALTHCARE TR | $0 | – | -12,584 | – | -0.00% | – |
| Exit | EMBRACE CHANGE ACQUISITN CORright 10/25/2026 | $0 | – | -430,500 | – | -0.00% | – | |
| NYMT | Exit | NEW YORK MTG TR INC | $0 | – | -19,873 | – | -0.01% | – |
| TWO | Exit | TWO HBRS INVT CORP | $0 | – | -18,119 | – | -0.01% | – |
| DRH | Exit | DIAMONDROCK HOSPITALITY CO | $0 | – | -11,092 | – | -0.01% | – |
| UNIT | Exit | UNITI GROUP INC | $0 | – | -12,479 | – | -0.01% | – |
| GNW | Exit | GENWORTH FINL INC | $0 | – | -26,501 | – | -0.01% | – |
| SHO | Exit | SUNSTONE HOTEL INVS INC NEW | $0 | – | -11,166 | – | -0.01% | – |
| PTEN | Exit | PATTERSON-UTI ENERGY INC | $0 | – | -11,407 | – | -0.02% | – |
| Exit | KENSINGTON CAPITAL ACQUISITI | $0 | – | -13,500 | – | -0.02% | – | |
| LXP | Exit | LXP INDUSTRIAL TRUST | $0 | – | -14,726 | – | -0.02% | – |
| CRZN | Exit | CORAZON CAPITAL V838 MONOCER | $0 | – | -13,848 | – | -0.02% | – |
| Exit | APX ACQUISITION CORP I | $0 | – | -14,691 | – | -0.02% | – | |
| STWD | Exit | STARWOOD PPTY TR INC | $0 | – | -8,000 | – | -0.02% | – |
| Exit | INVESTCORP EUROPE ACQUISITIO | $0 | – | -14,377 | – | -0.02% | – | |
| VIAV | Exit | VIAVI SOLUTIONS INC | $0 | – | -11,985 | – | -0.02% | – |
| ABR | Exit | ARBOR REALTY TRUST INCput | $0 | – | -35,000 | – | -0.02% | – |
| Exit | ALPHA PARTNERS TECH MERGR CO | $0 | – | -17,219 | – | -0.02% | – | |
| STWD | Exit | STARWOOD PPTY TR INCput | $0 | – | -8,000 | – | -0.02% | – |
| Exit | HANNON ARMSTRONG SUST INFR Cnote 8/1 | $0 | – | -192,000 | – | -0.02% | – | |
| EUCR | Exit | EUCRATES BIOMEDICAL ACQU COR | $0 | – | -19,136 | – | -0.03% | – |
| GTPA | Exit | GORES TECHNOLOGY PARTNERS IN | $0 | – | -20,044 | – | -0.03% | – |
| BCPC | Exit | BALCHEM CORP | $0 | – | -1,691 | – | -0.03% | – |
| AIT | Exit | APPLIED INDL TECHNOLOGIES IN | $0 | – | -2,027 | – | -0.03% | – |
| SFBS | Exit | SERVISFIRST BANCSHARES INC | $0 | – | -2,573 | – | -0.03% | – |
| HP | Exit | HELMERICH & PAYNE INC | $0 | – | -5,536 | – | -0.03% | – |
| Exit | ENPHYS ACQUISITION CORP | $0 | – | -22,078 | – | -0.03% | – | |
| SJI | Exit | SOUTH JERSEY INDS INC | $0 | – | -6,439 | – | -0.03% | – |
| ENSG | Exit | ENSIGN GROUP INC | $0 | – | -2,910 | – | -0.03% | – |
| ROG | Exit | ROGERS CORP | $0 | – | -987 | – | -0.03% | – |
| UFPI | Exit | UFP INDUSTRIES INC | $0 | – | -3,246 | – | -0.03% | – |
| EXPO | Exit | EXPONENT INC | $0 | – | -2,689 | – | -0.03% | – |
| SPSC | Exit | SPS COMM INC | $0 | – | -1,891 | – | -0.03% | – |
| SM | Exit | SM ENERGY CO | $0 | – | -6,449 | – | -0.03% | – |
| CYTK | Exit | CYTOKINETICS INC | $0 | – | -4,947 | – | -0.03% | – |
| AMN | Exit | AMN HEALTHCARE SVCS INC | $0 | – | -2,279 | – | -0.03% | – |
| WPCB | Exit | WARBURG PINCUS CAPTAL CORP I | $0 | – | -25,000 | – | -0.03% | – |
| LNTH | Exit | LANTHEUS HLDGS INC | $0 | – | -3,613 | – | -0.03% | – |
| EXLS | Exit | EXLSERVICE HOLDINGS INC | $0 | – | -1,744 | – | -0.04% | – |
| SVFB | Exit | SVF INVESTMENT CORP 2 | $0 | – | -26,600 | – | -0.04% | – |
| ARCC | Exit | ARES CAPITAL CORP | $0 | – | -16,000 | – | -0.04% | – |
| Exit | INNOVATIVE INTL ACQUSITIN COclass a ord | $0 | – | -27,400 | – | -0.04% | – | |
| Exit | BLOCK INCnote 0.500% 5/1 | $0 | – | -284,000 | – | -0.04% | – | |
| ADC | Exit | AGREE RLTY CORP | $0 | – | -4,202 | – | -0.04% | – |
| LTHM | Exit | LIVENT CORP | $0 | – | -9,433 | – | -0.04% | – |
| ANAC | Exit | ARCTOS NORTHSTAR ACQUIS CORP | $0 | – | -30,100 | – | -0.04% | – |
| STRE | Exit | SUPERNOVA PARTN ACQ CO III L | $0 | – | -31,115 | – | -0.04% | – |
| Exit | BLACK SPADE ACQUISITION CO | $0 | – | -31,916 | – | -0.04% | – | |
| Exit | RAMBUS INC DELnote 1.375% 2/0 | $0 | – | -245,000 | – | -0.04% | – | |
| JWSM | Exit | JAWS MUSTANG ACQUISITION COR | $0 | – | -34,829 | – | -0.05% | – |
| IBER | Exit | IBERE PHARMACEUTICALS | $0 | – | -40,333 | – | -0.05% | – |
| Exit | CORSAIR PARTNERING CORP | $0 | – | -45,098 | – | -0.06% | – | |
| Exit | CHENGHE ACQUISITION COclass a ord | $0 | – | -45,000 | – | -0.06% | – | |
| GDX | Exit | VANECK ETF TRUSTput | $0 | – | -35,000 | – | -0.06% | – |
| SCOB | Exit | SCION TECH GROWTH II | $0 | – | -50,023 | – | -0.07% | – |
| IGNY | Exit | IGNYTE ACQUISITION CORP | $0 | – | -50,000 | – | -0.07% | – |
| Exit | WIX COM LTDnote 7/0 | $0 | – | -540,000 | – | -0.07% | – | |
| FRON | Exit | FRONTIER ACQUISITION CORP | $0 | – | -52,500 | – | -0.07% | – |
| Exit | CNX RES CORPnote 2.250% 5/0 | $0 | – | -400,000 | – | -0.08% | – | |
| TRCA | Exit | TWIN RIDGE CAPITAL ACQUIS CO | $0 | – | -55,940 | – | -0.08% | – |
| LCAA | Exit | L CATTERTON ASIA ACQUISITION | $0 | – | -65,000 | – | -0.09% | – |
| Exit | BLOCK INCnote 0.250%11/0 | $0 | – | -959,000 | – | -0.09% | – | |
| PTIC | Exit | PROPTECH INVESTMENT CORP II | $0 | – | -69,300 | – | -0.09% | – |
| GPAC | Exit | GLOBAL PARTNER ACQISTN CORP | $0 | – | -72,120 | – | -0.10% | – |
| GDX | Exit | VANECK ETF TRUSTgold miners etf | $0 | – | -35,000 | – | -0.12% | – |
| Exit | GOGREEN INVESTMENTS CORP | $0 | – | -92,150 | – | -0.13% | – | |
| Exit | AIRBNB INCnote 3/1 | $0 | – | -1,138,000 | – | -0.13% | – | |
| Exit | BENTLEY SYS INCnote 0.375% 7/0 | $0 | – | -1,250,000 | – | -0.13% | – | |
| Exit | 10X CAP VENTURE ACQSTN CORP | $0 | – | -100,000 | – | -0.14% | – | |
| Exit | CAPITALWORKS EMNG MKTS ACQST | $0 | – | -100,000 | – | -0.14% | – | |
| Exit | VALUENCE MERGER CORP I | $0 | – | -100,000 | – | -0.14% | – | |
| KWAC | Exit | KINGSWOOD ACQUISITION CORP | $0 | – | -102,142 | – | -0.14% | – |
| Exit | LIV CAPITAL ACQUISITN CORP I | $0 | – | -112,500 | – | -0.15% | – | |
| Exit | ENPHASE ENERGY INCnote 3/0 | $0 | – | -1,000,000 | – | -0.16% | – | |
| Exit | COLISEUM ACQUISITION CORP | $0 | – | -118,638 | – | -0.16% | – | |
| Exit | CHAIN BRIDGE Iclass a ord | $0 | – | -120,273 | – | -0.16% | – | |
| Exit | SOLAREDGE TECHNOLOGIES INCnote 9/1 | $0 | – | -1,123,000 | – | -0.17% | – | |
| FINM | Exit | MARLIN TECHNOLOGY CORP | $0 | – | -125,111 | – | -0.17% | – |
| Exit | STARWOOD PPTY TR INCnote 4.375% 4/0 | $0 | – | -1,276,000 | – | -0.17% | – | |
| Exit | SUNNOVA ENERGY INTL INC.note 0.250%12/0 | $0 | – | -1,500,000 | – | -0.17% | – | |
| Exit | SNAP INCnote 0.750% 8/0 | $0 | – | -1,500,000 | – | -0.17% | – | |
| NVSA | Exit | NEW VISTA ACQUISITION CORP | $0 | – | -130,510 | – | -0.18% | – |
| Exit | CARTICA ACQUISITION CORP | $0 | – | -129,746 | – | -0.18% | – | |
| Exit | DOCUSIGN INCnote 1/1 | $0 | – | -1,400,000 | – | -0.18% | – | |
| FACT | Exit | FREEDOM ACQUISITION I CORP | $0 | – | -136,226 | – | -0.18% | – |
| Exit | FIVE9 INCnote 0.500% 6/0 | $0 | – | -1,500,000 | – | -0.18% | – | |
| Exit | FRONTIER INVESTMENT CORP | $0 | – | -143,570 | – | -0.19% | – | |
| NEEPRQ | Exit | NEXTERA ENERGY INCunit 09/01/2023 | $0 | – | -30,000 | – | -0.19% | – |
| PACX | Exit | PIONEER MERGER CORP | $0 | – | -144,567 | – | -0.19% | – |
| Exit | JOHN BEAN TECHNOLOGIES CORPnote 0.250% 5/1 | $0 | – | -1,726,000 | – | -0.20% | – | |
| Exit | INTEGRATED WELLNESS ACQ CORP | $0 | – | -147,292 | – | -0.20% | – | |
| Exit | ENDURANCE ACQUISITION CORPcl a ord | $0 | – | -149,600 | – | -0.20% | – | |
| Exit | G SQUARED ASCEND II INC | $0 | – | -151,902 | – | -0.20% | – | |
| Exit | CHARDAN NEXTECH ACQUISITION | $0 | – | -148,977 | – | -0.21% | – | |
| Exit | VARONIS SYS INCnote 1.250% 8/1 | $0 | – | -1,500,000 | – | -0.22% | – | |
| AEP | Exit | AMERICAN ELEC PWR CO INC | $0 | – | -19,900 | – | -0.23% | – |
| POW | Exit | POWERED BRANDScl a | $0 | – | -175,000 | – | -0.24% | – |
| Exit | BENTLEY SYS INCnote 0.125% 1/1 | $0 | – | -2,130,000 | – | -0.24% | – | |
| Exit | EMERGING MARKETS HORIZON COR | $0 | – | -177,329 | – | -0.24% | – | |
| Exit | ZILLOW GROUP INCnote 0.750% 9/0 | $0 | – | -1,800,000 | – | -0.24% | – | |
| Exit | SCULPTOR ACQUISITION CORP I | $0 | – | -178,420 | – | -0.24% | – | |
| TZPS | Exit | TZP STRATEGIES ACQUISTN CORP | $0 | – | -186,811 | – | -0.25% | – |
| Exit | RAPID7 INCnote 2.250% 5/0 | $0 | – | -2,000,000 | – | -0.27% | – | |
| Exit | CORNER GROWTH ACQUISITN CORP | $0 | – | -199,550 | – | -0.27% | – | |
| NRAC | Exit | NOBLE ROCK ACQUISITION CORP | $0 | – | -207,338 | – | -0.28% | – |
| HMCO | Exit | HUMANCO ACQUISITION CORP | $0 | – | -213,399 | – | -0.29% | – |
| Exit | ALLSCRIPTS HEALTHCARE SOLUTInote 0.875% 1/0 | $0 | – | -1,666,000 | – | -0.29% | – | |
| PRSR | Exit | PROSPECTOR CAPITAL CORPcl a | $0 | – | -217,019 | – | -0.29% | – |
| Exit | CRESCERA CAP ACQUISITION COR | $0 | – | -215,979 | – | -0.29% | – | |
| Exit | BLACKLINE INCnote 0.125% 8/0 | $0 | – | -2,105,000 | – | -0.30% | – | |
| VAQC | Exit | VECTOR ACQUISITION CORP II | $0 | – | -225,200 | – | -0.30% | – |
| WPCA | Exit | WARBURG PINCUS CAPTAL CORP I | $0 | – | -225,000 | – | -0.30% | – |
| AVAN | Exit | AVANTI ACQUISITION CORP | $0 | – | -223,374 | – | -0.30% | – |
| Exit | BLOCK INCnote 0.125% 3/0 | $0 | – | -2,500,000 | – | -0.31% | – | |
| Exit | NEUROCRINE BIOSCIENCES INCnote 2.250% 5/1 | $0 | – | -1,600,000 | – | -0.31% | – | |
| AVLR | Exit | AVALARA INC | $0 | – | -25,000 | – | -0.31% | – |
| Exit | OXUS ACQUISITION CORP | $0 | – | -235,865 | – | -0.32% | – | |
| IPOD | Exit | SOCIAL CAPITAL HEDOSOPHA HLD | $0 | – | -238,093 | – | -0.32% | – |
| DTP | Exit | DTE ENERGY COunit 11/01/2022 | $0 | – | -48,368 | – | -0.32% | – |
| RCHG | Exit | RECHARGE ACQUISITION CORP | $0 | – | -238,642 | – | -0.33% | – |
| Exit | GREEN VISOR FIN TEC ACQ CORPclass a ord | $0 | – | -240,325 | – | -0.33% | – | |
| FTCV | Exit | FINTECH ACQUISITION CORP V | $0 | – | -246,971 | – | -0.33% | – |
| ITQ | Exit | ITIQUIRA ACQUISITION CORP | $0 | – | -261,596 | – | -0.35% | – |
| MSAC | Exit | MEDICUS SCIENCES ACQUISITION | $0 | – | -262,867 | – | -0.35% | – |
| Exit | SAREPTA THERAPEUTICS INCdbcv 1.500%11/1 | $0 | – | -1,663,000 | – | -0.38% | – | |
| HTPA | Exit | HIGHLAND TRANSCEND PARTNERS | $0 | – | -279,169 | – | -0.38% | – |
| Exit | ESGEN ACQUISITION CORP | $0 | – | -275,100 | – | -0.38% | – | |
| PV | Exit | PRIMAVERA CAPITAL ACQUIST CO | $0 | – | -283,810 | – | -0.38% | – |
| SVFA | Exit | SVF INVESTMENT CORP | $0 | – | -296,720 | – | -0.40% | – |
| TINV | Exit | TIGA ACQUISITION CORP | $0 | – | -295,696 | – | -0.41% | – |
| APTVPRA | Exit | APTIV PLC5.5% cnv pfd a | $0 | – | -35,000 | – | -0.42% | – |
| LMAO | Exit | LMF ACQUISITION OPPORTUNIT I | $0 | – | -306,503 | – | -0.42% | – |
| INKA | Exit | KLUDEIN I ACQUISITION CORPcl a | $0 | – | -307,523 | – | -0.42% | – |
| Exit | SPOTIFY USA INCnote 3/1 | $0 | – | -4,000,000 | – | -0.43% | – | |
| NAAC | Exit | NORTH ATLANTIC ACQUISITN COR | $0 | – | -332,854 | – | -0.45% | – |
| Exit | SPLUNK INCnote 0.500% 9/1 | $0 | – | -3,500,000 | – | -0.45% | – | |
| Exit | BLUE SAFARI GRP ACQUISITN CO | $0 | – | -356,489 | – | -0.48% | – | |
| MAQC | Exit | MAQUIA CAPITAL ACQUISITION C | $0 | – | -350,075 | – | -0.48% | – |
| JCIC | Exit | JACK CREEK INVESTMENT CORP | $0 | – | -364,989 | – | -0.49% | – |
| Exit | ATI INCnote 3.500% 6/1 | $0 | – | -2,000,000 | – | -0.49% | – | |
| AGBA | Exit | AGBA ACQUISITION LTD | $0 | – | -331,660 | – | -0.50% | – |
| GRCY | Exit | GREENCITY ACQUISITION CORP | $0 | – | -362,740 | – | -0.51% | – |
| Exit | AXIOS SUSTAINABLE GRW ACQ CO | $0 | – | -379,301 | – | -0.51% | – | |
| Exit | INFINT ACQUISITION CORP | $0 | – | -384,333 | – | -0.52% | – | |
| GSQD | Exit | G SQUARED ASCEND I INC | $0 | – | -389,239 | – | -0.52% | – |
| SLAM | Exit | SLAM CORP | $0 | – | -388,427 | – | -0.52% | – |
| Exit | HAINAN MANASLU ACQUISTN CORPordinary shares | $0 | – | -396,340 | – | -0.53% | – | |
| Exit | AMERICAN AIRLINES GROUP INCnote 6.500% 7/0 | $0 | – | -4,000,000 | – | -0.54% | – | |
| HIGA | Exit | H I G ACQUISITION CORP | $0 | – | -405,356 | – | -0.55% | – |
| BENE | Exit | BENESSERE CAPITAL ACQUSTN CO | $0 | – | -400,000 | – | -0.56% | – |
| Exit | ENVISTA HOLDINGS CORPORATIONnote 2.375% 6/0 | $0 | – | -2,500,000 | – | -0.56% | – | |
| CHNG | Exit | CHANGE HEALTHCARE INC | $0 | – | -150,000 | – | -0.56% | – |
| Exit | GIGCAPITAL 5 INC | $0 | – | -409,275 | – | -0.56% | – | |
| BTWN | Exit | BRIDGETOWN HOLDINGS LTD | $0 | – | -414,839 | – | -0.56% | – |
| Exit | MARRIOTT VACATIONS WORLDWIDEnote 1/1 | $0 | – | -4,530,000 | – | -0.56% | – | |
| FVAM | Exit | 5 01 ACQUISITION CORP | $0 | – | -418,128 | – | -0.57% | – |
| Exit | VIAVI SOLUTIONS INCnote 1.750% 6/0 | $0 | – | -4,000,000 | – | -0.57% | – | |
| MPAC | Exit | MODEL PERFORMANCE ACQU CORP | $0 | – | -427,000 | – | -0.58% | – |
| ACBA | Exit | ACE GLOBAL BUSINESS ACQU LTDordinary shares | $0 | – | -423,780 | – | -0.58% | – |
| BIOT | Exit | BIOTECH ACQUISITION COMPANY | $0 | – | -444,957 | – | -0.60% | – |
| FWAC | Exit | FIFTH WALL ACQUISITN CORP II | $0 | – | -450,000 | – | -0.60% | – |
| MTAC | Exit | MEDTECH ACQUISITION CORP | $0 | – | -457,429 | – | -0.61% | – |
| ROSS | Exit | ROSS ACQUISITION CORP II | $0 | – | -471,045 | – | -0.63% | – |
| Exit | CLOUDFLARE INCnote 0.750% 5/1 | $0 | – | -3,000,000 | – | -0.65% | – | |
| SCOA | Exit | SCION TECH GROWTH I | $0 | – | -487,123 | – | -0.66% | – |
| Exit | DENALI CAPITAL ACQUISITN CORclass a ord | $0 | – | -493,672 | – | -0.66% | – | |
| Exit | BLACKSTONE MORTGAGE TRUST INnote 5.500% 3/1 | $0 | – | -5,724,000 | – | -0.66% | – | |
| Exit | EMBRACE CHANGE ACQUISITN CORordinary shares | $0 | – | -500,500 | – | -0.68% | – | |
| Exit | CARNIVAL CORPnote 5.750%10/0 | $0 | – | -5,000,000 | – | -0.68% | – | |
| Exit | LAKESHORE ACQUISITION II CORordinary shares | $0 | – | -508,758 | – | -0.69% | – | |
| NOAC | Exit | NATURAL ORDER ACQUISITION CO | $0 | – | -514,717 | – | -0.69% | – |
| GBRG | Exit | GOLDENBRIDGE ACQUISITION LTD | $0 | – | -507,363 | – | -0.69% | – |
| ATA | Exit | AMERICAS TECHNOLOGY ACQSN CO | $0 | – | -499,660 | – | -0.70% | – |
| CLAA | Exit | COLONNADE ACQUISITION CORP I | $0 | – | -524,859 | – | -0.70% | – |
| Exit | INVESTCORP INDIA ACQUISTN CO | $0 | – | -515,100 | – | -0.70% | – | |
| Exit | BLUE WORLD ACQUISITION CORP | $0 | – | -530,506 | – | -0.71% | – | |
| Exit | EQT CORPnote 1.750% 5/0 | $0 | – | -1,979,000 | – | -0.74% | – | |
| VHAQ | Exit | VIVEON HEALTH ACQUISITION CO | $0 | – | -543,000 | – | -0.75% | – |
| CPTK | Exit | CROWN PROPTECH ACQUISITIONS | $0 | – | -563,278 | – | -0.76% | – |
| AKIC | Exit | SPORTS VENTURES ACQUISIN COR | $0 | – | -566,667 | – | -0.76% | – |
| Exit | PURE STORAGE INCnote 0.125% 4/1 | $0 | – | -5,000,000 | – | -0.77% | – | |
| Exit | ZSCALER INCnote 0.125% 7/0 | $0 | – | -4,500,000 | – | -0.78% | – | |
| Exit | HUBSPOT INCnote 0.375% 6/0 | $0 | – | -5,040,000 | – | -0.80% | – | |
| LGAC | Exit | LAZARD GROWTH ACQUISITION CO | $0 | – | -605,746 | – | -0.81% | – |
| Exit | DEXCOM INCnote 0.750%12/0 | $0 | – | -3,146,000 | – | -0.84% | – | |
| Exit | GENESIS UNICORN CAPITAL CORP | $0 | – | -630,000 | – | -0.84% | – | |
| VCKA | Exit | VICKERS VANTAGE CORP I | $0 | – | -619,573 | – | -0.86% | – |
| VPCB | Exit | VPC IMPACT ACQUISITION HLDGclass a ord | $0 | – | -651,000 | – | -0.87% | – |
| CSTA | Exit | CONSTELLATION ACQUISITN CORP | $0 | – | -652,167 | – | -0.88% | – |
| Exit | GOOD WKS II ACQUISITION CORP | $0 | – | -650,000 | – | -0.88% | – | |
| VYGG | Exit | VY GLOBAL GROWTH | $0 | – | -657,187 | – | -0.90% | – |
| Exit | LIVE NATION ENTERTAINMENT INnote 2.000% 2/1 | $0 | – | -7,729,000 | – | -1.04% | – | |
| Exit | WORKIVA INCnote 1.125% 8/1 | $0 | – | -6,656,000 | – | -1.06% | – | |
| Exit | INSULET CORPnote 0.375% 9/0 | $0 | – | -6,650,000 | – | -1.07% | – | |
| Exit | AURORA TECHNOLOGY ACQUISITIO | $0 | – | -803,023 | – | -1.08% | – | |
| IPOF | Exit | SOCIAL CAPITAL HEDOSOPHA HLD | $0 | – | -814,879 | – | -1.11% | – |
| Exit | BILL COM HLDGS INCnote 12/0 | $0 | – | -7,455,000 | – | -1.11% | – | |
| ARBG | Exit | AEQUI ACQUISITION CORP | $0 | – | -835,656 | – | -1.13% | – |
| AURC | Exit | AURORA ACQUISITION CORP | $0 | – | -850,955 | – | -1.13% | – |
| Exit | PALO ALTO NETWORKS INCnote 0.375% 6/0 | $0 | – | -4,984,000 | – | -1.14% | – | |
| DKDCA | Exit | DATA KNIGHTS ACQUISITION COR | $0 | – | -838,304 | – | -1.17% | – |
| Exit | BLACKLINE INCnote 3/1 | $0 | – | -10,786,000 | – | -1.18% | – | |
| Exit | TWITTER INCnote 0.250% 6/1 | $0 | – | -8,633,000 | – | -1.18% | – | |
| Exit | INSIGHT ENTERPRISES INCnote 0.750% 2/1 | $0 | – | -6,900,000 | – | -1.20% | – | |
| Exit | SNAP INCnote 0.250% 5/0 | $0 | – | -10,000,000 | – | -1.23% | – | |
| AEAC | Exit | AUTHENTIC EQUITY ACQUISTN CO | $0 | – | -931,667 | – | -1.25% | – |
| Exit | LUMENTUM HLDGS INCnote 0.250% 3/1 | $0 | – | -7,500,000 | – | -1.25% | – | |
| PNTM | Exit | PONTEM CORPORATION | $0 | – | -936,966 | – | -1.26% | – |
| LHC | Exit | LEO HLDGS CORP II | $0 | – | -984,524 | – | -1.32% | – |
| Exit | METAL SKY STAR ACQUISITION Cordinary shares | $0 | – | -1,029,000 | – | -1.38% | – | |
| Exit | ALPHA STAR ACQUISITION CORPordinary shares | $0 | – | -1,027,307 | – | -1.38% | – | |
| DHCA | Exit | DHC ACQUISITION CORP | $0 | – | -1,040,578 | – | -1.40% | – |
| NEEPRP | Exit | NEXTERA ENERGY INCunit 03/01/2023 | $0 | – | -225,000 | – | -1.48% | – |
| Exit | SILICON LABORATORIES INCnote 0.625% 6/1 | $0 | – | -10,000,000 | – | -1.60% | – | |
| Exit | DATADOG INCnote 0.125% 6/1 | $0 | – | -10,742,000 | – | -1.72% | – | |
| Exit | MONGODB INCnote 0.250% 1/1 | $0 | – | -11,119,000 | – | -1.75% | – | |
| Exit | A SPAC II ACQUISITION CORP | $0 | – | -1,389,000 | – | -1.87% | – | |
| SPY | Exit | SPDR S&P 500 ETF TRtr unit | $0 | – | -397,646 | – | -9.65% | – |
Q3 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SPY | Sell | SPDR S&P 500 ETF TRtr unit | $71,037,000 | -62.5% | 397,646 | -20.8% | 9.65% | -66.8% |
| New | A SPAC II ACQUISITION CORP | $13,751,000 | – | 1,389,000 | – | 1.87% | – | |
| Sell | MONGODB INCnote 0.250% 1/1 | $12,853,000 | -26.2% | 11,119,000 | -11.0% | 1.75% | -34.7% | |
| New | DATADOG INCnote 0.125% 6/1 | $12,664,000 | – | 10,742,000 | – | 1.72% | – | |
| Buy | SILICON LABORATORIES INCnote 0.625% 6/1 | $11,795,000 | +5.5% | 10,000,000 | +15.2% | 1.60% | -6.6% | |
| NEEPRP | New | NEXTERA ENERGY INCunit 03/01/2023 | $10,921,000 | – | 225,000 | – | 1.48% | – |
| DHCA | New | DHC ACQUISITION CORP | $10,281,000 | – | 1,040,578 | – | 1.40% | – |
| Buy | ALPHA STAR ACQUISITION CORPordinary shares | $10,170,000 | +3.8% | 1,027,307 | +3.5% | 1.38% | -8.2% | |
| New | METAL SKY STAR ACQUISITION Cordinary shares | $10,136,000 | – | 1,029,000 | – | 1.38% | – | |
| LHC | New | LEO HLDGS CORP II | $9,757,000 | – | 984,524 | – | 1.32% | – |
| PNTM | New | PONTEM CORPORATION | $9,285,000 | – | 936,966 | – | 1.26% | – |
| Buy | LUMENTUM HLDGS INCnote 0.250% 3/1 | $9,230,000 | +64.1% | 7,500,000 | +85.5% | 1.25% | +45.1% | |
| AEAC | New | AUTHENTIC EQUITY ACQUISTN CO | $9,224,000 | – | 931,667 | – | 1.25% | – |
| New | SNAP INCnote 0.250% 5/0 | $9,065,000 | – | 10,000,000 | – | 1.23% | – | |
| New | INSIGHT ENTERPRISES INCnote 0.750% 2/1 | $8,826,000 | – | 6,900,000 | – | 1.20% | – | |
| New | TWITTER INCnote 0.250% 6/1 | $8,711,000 | – | 8,633,000 | – | 1.18% | – | |
| New | BLACKLINE INCnote 3/1 | $8,673,000 | – | 10,786,000 | – | 1.18% | – | |
| New | PALO ALTO NETWORKS INCnote 0.375% 6/0 | $8,419,000 | – | 4,984,000 | – | 1.14% | – | |
| AURC | New | AURORA ACQUISITION CORP | $8,339,000 | – | 850,955 | – | 1.13% | – |
| ARBG | New | AEQUI ACQUISITION CORP | $8,331,000 | – | 835,656 | – | 1.13% | – |
| New | BILL COM HLDGS INCnote 12/0 | $8,163,000 | – | 7,455,000 | – | 1.11% | – | |
| IPOF | New | SOCIAL CAPITAL HEDOSOPHA HLD | $8,149,000 | – | 814,879 | – | 1.11% | – |
| Buy | AURORA TECHNOLOGY ACQUISITIO | $7,958,000 | +26.8% | 803,023 | +26.7% | 1.08% | +12.1% | |
| New | INSULET CORPnote 0.375% 9/0 | $7,848,000 | – | 6,650,000 | – | 1.07% | – | |
| Buy | WORKIVA INCnote 1.125% 8/1 | $7,767,000 | +131.6% | 6,656,000 | +112.2% | 1.06% | +104.9% | |
| Sell | LIVE NATION ENTERTAINMENT INnote 2.000% 2/1 | $7,651,000 | -7.2% | 7,729,000 | -2.5% | 1.04% | -17.9% | |
| VYGG | New | VY GLOBAL GROWTH | $6,592,000 | – | 657,187 | – | 0.90% | – |
| New | GOOD WKS II ACQUISITION CORP | $6,468,000 | – | 650,000 | – | 0.88% | – | |
| CSTA | New | CONSTELLATION ACQUISITN CORP | $6,450,000 | – | 652,167 | – | 0.88% | – |
| VPCB | New | VPC IMPACT ACQUISITION HLDGclass a ord | $6,412,000 | – | 651,000 | – | 0.87% | – |
| VCKA | Sell | VICKERS VANTAGE CORP I | $6,301,000 | -3.2% | 619,573 | -4.3% | 0.86% | -14.4% |
| New | GENESIS UNICORN CAPITAL CORP | $6,206,000 | – | 630,000 | – | 0.84% | – | |
| New | DEXCOM INCnote 0.750%12/0 | $6,202,000 | – | 3,146,000 | – | 0.84% | – | |
| LGAC | New | LAZARD GROWTH ACQUISITION CO | $5,973,000 | – | 605,746 | – | 0.81% | – |
| New | HUBSPOT INCnote 0.375% 6/0 | $5,921,000 | – | 5,040,000 | – | 0.80% | – | |
| Sell | ZSCALER INCnote 0.125% 7/0 | $5,726,000 | -31.7% | 4,500,000 | -35.3% | 0.78% | -39.5% | |
| New | PURE STORAGE INCnote 0.125% 4/1 | $5,643,000 | – | 5,000,000 | – | 0.77% | – | |
| AKIC | New | SPORTS VENTURES ACQUISIN COR | $5,610,000 | – | 566,667 | – | 0.76% | – |
| CPTK | New | CROWN PROPTECH ACQUISITIONS | $5,582,000 | – | 563,278 | – | 0.76% | – |
| VHAQ | Sell | VIVEON HEALTH ACQUISITION CO | $5,517,000 | +0.1% | 543,000 | -0.1% | 0.75% | -11.6% |
| New | EQT CORPnote 1.750% 5/0 | $5,469,000 | – | 1,979,000 | – | 0.74% | – | |
| Buy | BLUE WORLD ACQUISITION CORP | $5,220,000 | +7.5% | 530,506 | +7.3% | 0.71% | -5.0% | |
| New | INVESTCORP INDIA ACQUISTN CO | $5,151,000 | – | 515,100 | – | 0.70% | – | |
| CLAA | New | COLONNADE ACQUISITION CORP I | $5,144,000 | – | 524,859 | – | 0.70% | – |
| ATA | Sell | AMERICAS TECHNOLOGY ACQSN CO | $5,146,000 | -3.0% | 499,660 | -3.0% | 0.70% | -14.1% |
| NOAC | New | NATURAL ORDER ACQUISITION CO | $5,096,000 | – | 514,717 | – | 0.69% | – |
| New | LAKESHORE ACQUISITION II CORordinary shares | $5,062,000 | – | 508,758 | – | 0.69% | – | |
| New | CARNIVAL CORPnote 5.750%10/0 | $5,019,000 | – | 5,000,000 | – | 0.68% | – | |
| New | EMBRACE CHANGE ACQUISITN CORordinary shares | $4,980,000 | – | 500,500 | – | 0.68% | – | |
| Buy | BLACKSTONE MORTGAGE TRUST INnote 5.500% 3/1 | $4,894,000 | +274.4% | 5,724,000 | +298.9% | 0.66% | +230.8% | |
| New | DENALI CAPITAL ACQUISITN CORclass a ord | $4,887,000 | – | 493,672 | – | 0.66% | – | |
| SCOA | New | SCION TECH GROWTH I | $4,823,000 | – | 487,123 | – | 0.66% | – |
| New | CLOUDFLARE INCnote 0.750% 5/1 | $4,787,000 | – | 3,000,000 | – | 0.65% | – | |
| ROSS | New | ROSS ACQUISITION CORP II | $4,640,000 | – | 471,045 | – | 0.63% | – |
| MTAC | New | MEDTECH ACQUISITION CORP | $4,506,000 | – | 457,429 | – | 0.61% | – |
| FWAC | New | FIFTH WALL ACQUISITN CORP II | $4,410,000 | – | 450,000 | – | 0.60% | – |
| BIOT | New | BIOTECH ACQUISITION COMPANY | $4,383,000 | – | 444,957 | – | 0.60% | – |
| ACBA | Buy | ACE GLOBAL BUSINESS ACQU LTDordinary shares | $4,301,000 | +55.1% | 423,780 | +53.6% | 0.58% | +37.1% |
| MPAC | Buy | MODEL PERFORMANCE ACQU CORP | $4,291,000 | +4.5% | 427,000 | +4.0% | 0.58% | -7.5% |
| Buy | VIAVI SOLUTIONS INCnote 1.750% 6/0 | $4,198,000 | +42.8% | 4,000,000 | +45.5% | 0.57% | +26.4% | |
| FVAM | New | 5 01 ACQUISITION CORP | $4,173,000 | – | 418,128 | – | 0.57% | – |
| New | MARRIOTT VACATIONS WORLDWIDEnote 1/1 | $4,157,000 | – | 4,530,000 | – | 0.56% | – | |
| BTWN | New | BRIDGETOWN HOLDINGS LTD | $4,148,000 | – | 414,839 | – | 0.56% | – |
| Sell | GIGCAPITAL 5 INC | $4,134,000 | -18.0% | 409,275 | -19.7% | 0.56% | -27.4% | |
| CHNG | New | CHANGE HEALTHCARE INC | $4,124,000 | – | 150,000 | – | 0.56% | – |
| New | ENVISTA HOLDINGS CORPORATIONnote 2.375% 6/0 | $4,124,000 | – | 2,500,000 | – | 0.56% | – | |
| BENE | Sell | BENESSERE CAPITAL ACQUSTN CO | $4,100,000 | -46.7% | 400,000 | -46.7% | 0.56% | -52.8% |
| HIGA | New | H I G ACQUISITION CORP | $4,058,000 | – | 405,356 | – | 0.55% | – |
| New | AMERICAN AIRLINES GROUP INCnote 6.500% 7/0 | $3,985,000 | – | 4,000,000 | – | 0.54% | – | |
| New | HAINAN MANASLU ACQUISTN CORPordinary shares | $3,904,000 | – | 396,340 | – | 0.53% | – | |
| GSQD | New | G SQUARED ASCEND I INC | $3,846,000 | – | 389,239 | – | 0.52% | – |
| SLAM | New | SLAM CORP | $3,842,000 | – | 388,427 | – | 0.52% | – |
| Buy | INFINT ACQUISITION CORP | $3,809,000 | +0.5% | 384,333 | +0.4% | 0.52% | -11.2% | |
| Buy | AXIOS SUSTAINABLE GRW ACQ CO | $3,774,000 | +158.7% | 379,301 | +159.8% | 0.51% | +129.0% | |
| Sell | ATI INCnote 3.500% 6/1 | $3,631,000 | -52.8% | 2,000,000 | -57.9% | 0.49% | -58.3% | |
| JCIC | New | JACK CREEK INVESTMENT CORP | $3,613,000 | – | 364,989 | – | 0.49% | – |
| MAQC | Buy | MAQUIA CAPITAL ACQUISITION C | $3,571,000 | +11.1% | 350,075 | +10.8% | 0.48% | -1.6% |
| Buy | BLUE SAFARI GRP ACQUISITN CO | $3,565,000 | +5.0% | 356,489 | +5.0% | 0.48% | -7.1% | |
| Sell | SPLUNK INCnote 0.500% 9/1 | $3,314,000 | -72.2% | 3,500,000 | -72.0% | 0.45% | -75.4% | |
| NAAC | New | NORTH ATLANTIC ACQUISITN COR | $3,302,000 | – | 332,854 | – | 0.45% | – |
| New | SPOTIFY USA INCnote 3/1 | $3,133,000 | – | 4,000,000 | – | 0.43% | – | |
| INKA | New | KLUDEIN I ACQUISITION CORPcl a | $3,075,000 | – | 307,523 | – | 0.42% | – |
| LMAO | Buy | LMF ACQUISITION OPPORTUNIT I | $3,065,000 | +0.5% | 306,503 | +0.0% | 0.42% | -11.1% |
| APTVPRA | New | APTIV PLC5.5% cnv pfd a | $3,064,000 | – | 35,000 | – | 0.42% | – |
| TINV | New | TIGA ACQUISITION CORP | $3,046,000 | – | 295,696 | – | 0.41% | – |
| SVFA | New | SVF INVESTMENT CORP | $2,949,000 | – | 296,720 | – | 0.40% | – |
| PV | New | PRIMAVERA CAPITAL ACQUIST CO | $2,810,000 | – | 283,810 | – | 0.38% | – |
| HTPA | New | HIGHLAND TRANSCEND PARTNERS | $2,778,000 | – | 279,169 | – | 0.38% | – |
| New | ESGEN ACQUISITION CORP | $2,779,000 | – | 275,100 | – | 0.38% | – | |
| New | SAREPTA THERAPEUTICS INCdbcv 1.500%11/1 | $2,766,000 | – | 1,663,000 | – | 0.38% | – | |
| MSAC | New | MEDICUS SCIENCES ACQUISITION | $2,589,000 | – | 262,867 | – | 0.35% | – |
| ITQ | New | ITIQUIRA ACQUISITION CORP | $2,587,000 | – | 261,596 | – | 0.35% | – |
| FTCV | New | FINTECH ACQUISITION CORP V | $2,433,000 | – | 246,971 | – | 0.33% | – |
| New | GREEN VISOR FIN TEC ACQ CORPclass a ord | $2,432,000 | – | 240,325 | – | 0.33% | – | |
| RCHG | New | RECHARGE ACQUISITION CORP | $2,408,000 | – | 238,642 | – | 0.33% | – |
| DTP | New | DTE ENERGY COunit 11/01/2022 | $2,396,000 | – | 48,368 | – | 0.32% | – |
| IPOD | New | SOCIAL CAPITAL HEDOSOPHA HLD | $2,381,000 | – | 238,093 | – | 0.32% | – |
| New | OXUS ACQUISITION CORP | $2,370,000 | – | 235,865 | – | 0.32% | – | |
| AVLR | New | AVALARA INC | $2,295,000 | – | 25,000 | – | 0.31% | – |
| New | BLOCK INCnote 0.125% 3/0 | $2,269,000 | – | 2,500,000 | – | 0.31% | – | |
| Buy | NEUROCRINE BIOSCIENCES INCnote 2.250% 5/1 | $2,264,000 | +55.1% | 1,600,000 | +45.5% | 0.31% | +37.5% | |
| AVAN | New | AVANTI ACQUISITION CORP | $2,234,000 | – | 223,374 | – | 0.30% | – |
| WPCA | New | WARBURG PINCUS CAPTAL CORP I | $2,225,000 | – | 225,000 | – | 0.30% | – |
| VAQC | New | VECTOR ACQUISITION CORP II | $2,218,000 | – | 225,200 | – | 0.30% | – |
| Sell | BLACKLINE INCnote 0.125% 8/0 | $2,171,000 | -81.1% | 2,105,000 | -80.0% | 0.30% | -83.3% | |
| PRSR | New | PROSPECTOR CAPITAL CORPcl a | $2,155,000 | – | 217,019 | – | 0.29% | – |
| New | CRESCERA CAP ACQUISITION COR | $2,160,000 | – | 215,979 | – | 0.29% | – | |
| New | ALLSCRIPTS HEALTHCARE SOLUTInote 0.875% 1/0 | $2,124,000 | – | 1,666,000 | – | 0.29% | – | |
| HMCO | New | HUMANCO ACQUISITION CORP | $2,102,000 | – | 213,399 | – | 0.29% | – |
| NRAC | New | NOBLE ROCK ACQUISITION CORP | $2,046,000 | – | 207,338 | – | 0.28% | – |
| New | CORNER GROWTH ACQUISITN CORP | $1,996,000 | – | 199,550 | – | 0.27% | – | |
| New | RAPID7 INCnote 2.250% 5/0 | $1,993,000 | – | 2,000,000 | – | 0.27% | – | |
| TZPS | New | TZP STRATEGIES ACQUISTN CORP | $1,849,000 | – | 186,811 | – | 0.25% | – |
| New | SCULPTOR ACQUISITION CORP I | $1,798,000 | – | 178,420 | – | 0.24% | – | |
| New | ZILLOW GROUP INCnote 0.750% 9/0 | $1,791,000 | – | 1,800,000 | – | 0.24% | – | |
| New | EMERGING MARKETS HORIZON COR | $1,768,000 | – | 177,329 | – | 0.24% | – | |
| Buy | BENTLEY SYS INCnote 0.125% 1/1 | $1,770,000 | +108.2% | 2,130,000 | +113.0% | 0.24% | +83.2% | |
| POW | New | POWERED BRANDScl a | $1,732,000 | – | 175,000 | – | 0.24% | – |
| AEP | Sell | AMERICAN ELEC PWR CO INC | $1,720,000 | -49.5% | 19,900 | -43.9% | 0.23% | -55.3% |
| New | VARONIS SYS INCnote 1.250% 8/1 | $1,642,000 | – | 1,500,000 | – | 0.22% | – | |
| Sell | CHARDAN NEXTECH ACQUISITION | $1,534,000 | -39.6% | 148,977 | -41.6% | 0.21% | -46.7% | |
| New | G SQUARED ASCEND II INC | $1,504,000 | – | 151,902 | – | 0.20% | – | |
| New | ENDURANCE ACQUISITION CORPcl a ord | $1,481,000 | – | 149,600 | – | 0.20% | – | |
| New | INTEGRATED WELLNESS ACQ CORP | $1,473,000 | – | 147,292 | – | 0.20% | – | |
| New | JOHN BEAN TECHNOLOGIES CORPnote 0.250% 5/1 | $1,436,000 | – | 1,726,000 | – | 0.20% | – | |
| PACX | New | PIONEER MERGER CORP | $1,431,000 | – | 144,567 | – | 0.19% | – |
| NEEPRQ | New | NEXTERA ENERGY INCunit 09/01/2023 | $1,431,000 | – | 30,000 | – | 0.19% | – |
| New | FRONTIER INVESTMENT CORP | $1,400,000 | – | 143,570 | – | 0.19% | – | |
| New | FIVE9 INCnote 0.500% 6/0 | $1,355,000 | – | 1,500,000 | – | 0.18% | – | |
| FACT | New | FREEDOM ACQUISITION I CORP | $1,349,000 | – | 136,226 | – | 0.18% | – |
| New | DOCUSIGN INCnote 1/1 | $1,311,000 | – | 1,400,000 | – | 0.18% | – | |
| New | CARTICA ACQUISITION CORP | $1,304,000 | – | 129,746 | – | 0.18% | – | |
| NVSA | New | NEW VISTA ACQUISITION CORP | $1,291,000 | – | 130,510 | – | 0.18% | – |
| Sell | SNAP INCnote 0.750% 8/0 | $1,284,000 | -70.0% | 1,500,000 | -66.7% | 0.17% | -73.5% | |
| New | SUNNOVA ENERGY INTL INC.note 0.250%12/0 | $1,260,000 | – | 1,500,000 | – | 0.17% | – | |
| Sell | STARWOOD PPTY TR INCnote 4.375% 4/0 | $1,255,000 | -63.9% | 1,276,000 | -63.5% | 0.17% | -68.1% | |
| FINM | New | MARLIN TECHNOLOGY CORP | $1,239,000 | – | 125,111 | – | 0.17% | – |
| Sell | SOLAREDGE TECHNOLOGIES INCnote 9/1 | $1,225,000 | -61.0% | 1,123,000 | -57.0% | 0.17% | -65.6% | |
| New | CHAIN BRIDGE Iclass a ord | $1,206,000 | – | 120,273 | – | 0.16% | – | |
| New | COLISEUM ACQUISITION CORP | $1,160,000 | – | 118,638 | – | 0.16% | – | |
| New | ENPHASE ENERGY INCnote 3/0 | $1,154,000 | – | 1,000,000 | – | 0.16% | – | |
| New | LIV CAPITAL ACQUISITN CORP I | $1,125,000 | – | 112,500 | – | 0.15% | – | |
| KWAC | New | KINGSWOOD ACQUISITION CORP | $1,047,000 | – | 102,142 | – | 0.14% | – |
| New | VALUENCE MERGER CORP I | $1,010,000 | – | 100,000 | – | 0.14% | – | |
| New | CAPITALWORKS EMNG MKTS ACQST | $1,007,000 | – | 100,000 | – | 0.14% | – | |
| New | 10X CAP VENTURE ACQSTN CORP | $997,000 | – | 100,000 | – | 0.14% | – | |
| New | AIRBNB INCnote 3/1 | $940,000 | – | 1,138,000 | – | 0.13% | – | |
| New | BENTLEY SYS INCnote 0.375% 7/0 | $939,000 | – | 1,250,000 | – | 0.13% | – | |
| New | GOGREEN INVESTMENTS CORP | $926,000 | – | 92,150 | – | 0.13% | – | |
| GPAC | New | GLOBAL PARTNER ACQISTN CORP | $715,000 | – | 72,120 | – | 0.10% | – |
| PTIC | New | PROPTECH INVESTMENT CORP II | $690,000 | – | 69,300 | – | 0.09% | – |
| New | BLOCK INCnote 0.250%11/0 | $691,000 | – | 959,000 | – | 0.09% | – | |
| LCAA | New | L CATTERTON ASIA ACQUISITION | $644,000 | – | 65,000 | – | 0.09% | – |
| TRCA | New | TWIN RIDGE CAPITAL ACQUIS CO | $554,000 | – | 55,940 | – | 0.08% | – |
| New | CNX RES CORPnote 2.250% 5/0 | $551,000 | – | 400,000 | – | 0.08% | – | |
| FRON | New | FRONTIER ACQUISITION CORP | $520,000 | – | 52,500 | – | 0.07% | – |
| Sell | WIX COM LTDnote 7/0 | $516,000 | -84.4% | 540,000 | -84.6% | 0.07% | -86.2% | |
| IGNY | New | IGNYTE ACQUISITION CORP | $500,000 | – | 50,000 | – | 0.07% | – |
| SCOB | New | SCION TECH GROWTH II | $493,000 | – | 50,023 | – | 0.07% | – |
| GDX | New | VANECK ETF TRUSTput | $478,000 | – | 35,000 | – | 0.06% | – |
| New | CHENGHE ACQUISITION COclass a ord | $453,000 | – | 45,000 | – | 0.06% | – | |
| New | CORSAIR PARTNERING CORP | $438,000 | – | 45,098 | – | 0.06% | – | |
| IBER | New | IBERE PHARMACEUTICALS | $398,000 | – | 40,333 | – | 0.05% | – |
| JWSM | New | JAWS MUSTANG ACQUISITION COR | $346,000 | – | 34,829 | – | 0.05% | – |
| New | BLACK SPADE ACQUISITION CO | $314,000 | – | 31,916 | – | 0.04% | – | |
| STRE | New | SUPERNOVA PARTN ACQ CO III L | $308,000 | – | 31,115 | – | 0.04% | – |
| ANAC | New | ARCTOS NORTHSTAR ACQUIS CORP | $298,000 | – | 30,100 | – | 0.04% | – |
| ADC | New | AGREE RLTY CORP | $284,000 | – | 4,202 | – | 0.04% | – |
| LTHM | New | LIVENT CORP | $289,000 | – | 9,433 | – | 0.04% | – |
| New | BLOCK INCnote 0.500% 5/1 | $289,000 | – | 284,000 | – | 0.04% | – | |
| New | INNOVATIVE INTL ACQUSITIN COclass a ord | $278,000 | – | 27,400 | – | 0.04% | – | |
| ARCC | New | ARES CAPITAL CORP | $270,000 | – | 16,000 | – | 0.04% | – |
| SVFB | New | SVF INVESTMENT CORP 2 | $264,000 | – | 26,600 | – | 0.04% | – |
| EXLS | New | EXLSERVICE HOLDINGS INC | $257,000 | – | 1,744 | – | 0.04% | – |
| WPCB | New | WARBURG PINCUS CAPTAL CORP I | $247,000 | – | 25,000 | – | 0.03% | – |
| LNTH | New | LANTHEUS HLDGS INC | $254,000 | – | 3,613 | – | 0.03% | – |
| AMN | New | AMN HEALTHCARE SVCS INC | $241,000 | – | 2,279 | – | 0.03% | – |
| CYTK | New | CYTOKINETICS INC | $240,000 | – | 4,947 | – | 0.03% | – |
| SM | New | SM ENERGY CO | $243,000 | – | 6,449 | – | 0.03% | – |
| SPSC | New | SPS COMM INC | $235,000 | – | 1,891 | – | 0.03% | – |
| EXPO | New | EXPONENT INC | $236,000 | – | 2,689 | – | 0.03% | – |
| UFPI | New | UFP INDUSTRIES INC | $234,000 | – | 3,246 | – | 0.03% | – |
| ROG | New | ROGERS CORP | $239,000 | – | 987 | – | 0.03% | – |
| ENSG | New | ENSIGN GROUP INC | $231,000 | – | 2,910 | – | 0.03% | – |
| New | ENPHYS ACQUISITION CORP | $214,000 | – | 22,078 | – | 0.03% | – | |
| SJI | New | SOUTH JERSEY INDS INC | $215,000 | – | 6,439 | – | 0.03% | – |
| AIT | New | APPLIED INDL TECHNOLOGIES IN | $208,000 | – | 2,027 | – | 0.03% | – |
| SFBS | New | SERVISFIRST BANCSHARES INC | $206,000 | – | 2,573 | – | 0.03% | – |
| HP | New | HELMERICH & PAYNE INC | $205,000 | – | 5,536 | – | 0.03% | – |
| BCPC | New | BALCHEM CORP | $206,000 | – | 1,691 | – | 0.03% | – |
| GTPA | New | GORES TECHNOLOGY PARTNERS IN | $197,000 | – | 20,044 | – | 0.03% | – |
| EUCR | New | EUCRATES BIOMEDICAL ACQU COR | $192,000 | – | 19,136 | – | 0.03% | – |
| STWD | New | STARWOOD PPTY TR INCput | $176,000 | – | 8,000 | – | 0.02% | – |
| Sell | HANNON ARMSTRONG SUST INFR Cnote 8/1 | $180,000 | -95.0% | 192,000 | -94.7% | 0.02% | -95.6% | |
| New | ALPHA PARTNERS TECH MERGR CO | $168,000 | – | 17,219 | – | 0.02% | – | |
| VIAV | New | VIAVI SOLUTIONS INC | $156,000 | – | 11,985 | – | 0.02% | – |
| ABR | New | ARBOR REALTY TRUST INCput | $156,000 | – | 35,000 | – | 0.02% | – |
| New | APX ACQUISITION CORP I | $149,000 | – | 14,691 | – | 0.02% | – | |
| STWD | New | STARWOOD PPTY TR INC | $146,000 | – | 8,000 | – | 0.02% | – |
| New | INVESTCORP EUROPE ACQUISITIO | $146,000 | – | 14,377 | – | 0.02% | – | |
| CRZN | New | CORAZON CAPITAL V838 MONOCER | $137,000 | – | 13,848 | – | 0.02% | – |
| LXP | New | LXP INDUSTRIAL TRUST | $135,000 | – | 14,726 | – | 0.02% | – |
| New | KENSINGTON CAPITAL ACQUISITI | $135,000 | – | 13,500 | – | 0.02% | – | |
| PTEN | New | PATTERSON-UTI ENERGY INC | $133,000 | – | 11,407 | – | 0.02% | – |
| SHO | New | SUNSTONE HOTEL INVS INC NEW | $105,000 | – | 11,166 | – | 0.01% | – |
| GNW | New | GENWORTH FINL INC | $93,000 | – | 26,501 | – | 0.01% | – |
| UNIT | New | UNITI GROUP INC | $87,000 | – | 12,479 | – | 0.01% | – |
| DRH | New | DIAMONDROCK HOSPITALITY CO | $83,000 | – | 11,092 | – | 0.01% | – |
| TWO | New | TWO HBRS INVT CORP | $60,000 | – | 18,119 | – | 0.01% | – |
| NYMT | New | NEW YORK MTG TR INC | $47,000 | – | 19,873 | – | 0.01% | – |
| DHC | New | DIVERSIFIED HEALTHCARE TR | $12,000 | – | 12,584 | – | 0.00% | – |
| New | EMBRACE CHANGE ACQUISITN CORright 10/25/2026 | $13,000 | – | 430,500 | – | 0.00% | – | |
| New | HAINAN MANASLU ACQUISTN CORP*w exp 01/31/202 | $7,000 | – | 246,000 | – | 0.00% | – | |
| New | EMBRACE CHANGE ACQUISITN COR*w exp 10/25/202 | $10,000 | – | 500,500 | – | 0.00% | – | |
| HOFVW | Exit | HALL OF FAME RESORT & ENTMT*w exp 07/01/202 | $0 | – | -25,000 | – | 0.00% | – |
| Exit | OTONOMO TECHNOLOGIES LTD*w exp 08/13/202 | $0 | – | -25,000 | – | 0.00% | – | |
| Exit | QUANERGY SYSTEMS INC*w exp 02/01/202 | $0 | – | -25,000 | – | 0.00% | – | |
| HYMCW | Exit | HYCROFT MINING HOLDING CORP*w exp 02/12/202 | $0 | – | -25,000 | – | 0.00% | – |
| ELMSW | Exit | ELECTRIC LAST MILE SOLUTNS I*w exp 08/24/202 | $0 | – | -43,928 | – | 0.00% | – |
| Exit | REE AUTOMOTIVE LTD*w exp 07/22/202 | $0 | – | -25,000 | – | 0.00% | – | |
| Exit | GELESIS HLDGS INC*w exp 01/13/202 | $0 | – | -50,000 | – | 0.00% | – | |
| GDX | Exit | VANECK ETF TRUSTcall | $0 | – | -35,000 | – | -0.00% | – |
| USWSW | Exit | US WELL SERVICES INC*w exp 03/15/202 | $0 | – | -86,571 | – | -0.00% | – |
| Exit | ENJOY TECHNOLOGY INC*w exp 12/01/202 | $0 | – | -100,000 | – | -0.00% | – | |
| Exit | INTEGRATED RAIL AND RES ACQ | $0 | – | -11,783 | – | -0.02% | – | |
| BXMT | Exit | BLACKSTONE MTG TR INCput | $0 | – | -14,199 | – | -0.02% | – |
| KO | Exit | COCA COLA CO | $0 | – | -3,584 | – | -0.04% | – |
| MRK | Exit | MERCK & CO INC | $0 | – | -3,584 | – | -0.05% | – |
| DIS | Exit | DISNEY WALT CO | $0 | – | -3,584 | – | -0.05% | – |
| NKE | Exit | NIKE INCcl b | $0 | – | -3,584 | – | -0.06% | – |
| Exit | PALO ALTO NETWORKS INCnote 0.750% 7/0 | $0 | – | -200,000 | – | -0.06% | – | |
| Exit | GLOBALINK INVT INC | $0 | – | -39,467 | – | -0.06% | – | |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -3,584 | – | -0.06% | – |
| WMT | Exit | WALMART INC | $0 | – | -3,584 | – | -0.07% | – |
| MMM | Exit | 3M CO | $0 | – | -3,584 | – | -0.07% | – |
| BA | Exit | BOEING CO | $0 | – | -3,584 | – | -0.08% | – |
| AAPL | Exit | APPLE INC | $0 | – | -3,584 | – | -0.08% | – |
| AXP | Exit | AMERICAN EXPRESS CO | $0 | – | -3,584 | – | -0.08% | – |
| Exit | GENESIS GRWT TECH ACQUSTN CO | $0 | – | -50,191 | – | -0.08% | – | |
| IBM | Exit | INTERNATIONAL BUSINESS MACHS | $0 | – | -3,584 | – | -0.08% | – |
| PG | Exit | PROCTER AND GAMBLE CO | $0 | – | -3,584 | – | -0.08% | – |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -3,584 | – | -0.08% | – |
| Exit | GLOBAL CONSUMER ACQUISITN CO | $0 | – | -56,349 | – | -0.09% | – | |
| CRM | Exit | SALESFORCE INC | $0 | – | -3,584 | – | -0.09% | – |
| Exit | MOUNT RAINIER ACQUISITION CO | $0 | – | -61,210 | – | -0.09% | – | |
| TRV | Exit | TRAVELERS COMPANIES INC | $0 | – | -3,584 | – | -0.09% | – |
| HON | Exit | HONEYWELL INTL INC | $0 | – | -3,584 | – | -0.10% | – |
| CAT | Exit | CATERPILLAR INC | $0 | – | -3,584 | – | -0.10% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -3,584 | – | -0.10% | – |
| V | Exit | VISA INC | $0 | – | -3,584 | – | -0.11% | – |
| BWAC | Exit | BETTER WORLD ACQUISITION COR | $0 | – | -73,089 | – | -0.12% | – |
| AMGN | Exit | AMGEN INC | $0 | – | -3,584 | – | -0.13% | – |
| MCD | Exit | MCDONALDS CORP | $0 | – | -3,584 | – | -0.14% | – |
| ADRA | Exit | ADARA ACQUISITION CORP | $0 | – | -91,608 | – | -0.14% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -3,584 | – | -0.14% | – |
| Exit | BLOCKCHAIN MOON ACQUISITN CO | $0 | – | -100,514 | – | -0.15% | – | |
| HD | Exit | HOME DEPOT INC | $0 | – | -3,584 | – | -0.15% | – |
| Exit | FTI CONSULTING INCnote 2.000% 8/1 | $0 | – | -550,000 | – | -0.15% | – | |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -3,584 | – | -0.16% | – |
| Exit | KKR REAL ESTATE FIN TR INCnote 6.125% 5/1 | $0 | – | -1,134,000 | – | -0.17% | – | |
| Exit | PIONEER NAT RES COnote 0.250% 5/1 | $0 | – | -537,000 | – | -0.18% | – | |
| Exit | PACIFICO ACQUISITION CORP | $0 | – | -170,940 | – | -0.26% | – | |
| UNH | Exit | UNITEDHEALTH GROUP INC | $0 | – | -3,584 | – | -0.28% | – |
| Exit | MONTEREY BIO ACQUISITION COR | $0 | – | -186,806 | – | -0.28% | – | |
| Exit | GARDINER HEALTHCARE ACQTS CO | $0 | – | -190,687 | – | -0.29% | – | |
| Exit | G3 VRM ACQUISITION CORP | $0 | – | -203,217 | – | -0.31% | – | |
| Exit | GOLDEN PATH ACQUISITION CORPordinary shares | $0 | – | -255,324 | – | -0.39% | – | |
| Exit | WINVEST ACQUISITION CORP | $0 | – | -257,349 | – | -0.39% | – | |
| Exit | OMNILIT ACQUISITION CORP | $0 | – | -305,390 | – | -0.46% | – | |
| Exit | VISION SENSING ACQUISITION C | $0 | – | -360,636 | – | -0.55% | – | |
| Exit | SSR MNG INCnote 2.500% 4/0 | $0 | – | -3,230,000 | – | -0.56% | – | |
| Exit | FINANCIAL STRATEGIES ACQUISI | $0 | – | -394,252 | – | -0.60% | – | |
| BRLI | Exit | BRILLIANT ACQUISITION CORP | $0 | – | -383,390 | – | -0.60% | – |
| Exit | MANA CAP ACQUISITION CORP | $0 | – | -403,578 | – | -0.61% | – | |
| Exit | PHP VENTURES ACQUISITION COR | $0 | – | -402,500 | – | -0.62% | – | |
| VENA | Exit | VENUS ACQUISITION CORPORATIO | $0 | – | -423,000 | – | -0.65% | – |
| Exit | BLACKSTONE MORTGAGE TRUST INnote 4.750% 3/1 | $0 | – | -4,500,000 | – | -0.68% | – | |
| BCAC | Exit | BROOKLINE CAP ACQUISITION CO | $0 | – | -466,704 | – | -0.72% | – |
| Exit | AULT DISRUPTIVE TECHS CORP | $0 | – | -479,621 | – | -0.73% | – | |
| Exit | BANNIX ACQUISITION CORP | $0 | – | -494,499 | – | -0.75% | – | |
| Exit | PONO CAPITAL CORP | $0 | – | -489,860 | – | -0.75% | – | |
| Exit | BROAD CAPITAL ACQUISITION CO | $0 | – | -503,980 | – | -0.76% | – | |
| Exit | PARSEC CAPITAL ACQUISITIONcl a | $0 | – | -511,781 | – | -0.78% | – | |
| Exit | ENERGEM CORP | $0 | – | -531,905 | – | -0.81% | – | |
| BREZ | Exit | BREEZE HOLDINGS ACQUISITN CO | $0 | – | -519,175 | – | -0.81% | – |
| ACEV | Exit | ACE CONVERGENCE ACQU CORPcl a | $0 | – | -567,218 | – | -0.87% | – |
| Exit | JUPITER WELLNESS ACQUISITION | $0 | – | -587,439 | – | -0.88% | – | |
| Exit | FINTECH ECOSYSTEM DEVE | $0 | – | -587,800 | – | -0.89% | – | |
| Exit | WELSBACH TECH METALS ACQU CO | $0 | – | -620,325 | – | -0.93% | – | |
| Exit | FORTUNE RISE ACQUISITION CORcl a | $0 | – | -615,715 | – | -0.94% | – | |
| Exit | MINORITY EQUALITY OPPORTUNIT | $0 | – | -616,224 | – | -0.95% | – | |
| Exit | CENAQ ENERGY CORP | $0 | – | -643,578 | – | -0.98% | – | |
| Exit | CANNA GLOBAL ACQUISITION COR | $0 | – | -652,072 | – | -0.99% | – | |
| Exit | AESTHER HEALTHCARE ACQSTN CO | $0 | – | -668,429 | – | -1.03% | – | |
| ACKIT | Exit | ACKRELL SPAC PARTNERS I COunit 99/99/9999 | $0 | – | -675,000 | – | -1.07% | – |
| RAM | Exit | ARIES I ACQUISITION CORP | $0 | – | -726,980 | – | -1.12% | – |
| Exit | DEEP MEDICINE ACQUISITION CO | $0 | – | -834,556 | – | -1.27% | – | |
| GLSPT | Exit | GLOBAL SPAC PARTNERS COunit 03/12/2026 | $0 | – | -882,473 | – | -1.36% | – |
| Exit | ZENDESK INCnote 0.625% 6/1 | $0 | – | -9,500,000 | – | -1.41% | – | |
| Exit | CLOVER LEAF CAPITAL CORP | $0 | – | -925,119 | – | -1.43% | – | |
| SOLN | Exit | SOUTHERN COunit 08/01/2022 | $0 | – | -231,200 | – | -1.83% | – |
| NEEPRO | Exit | NEXTERA ENERGY INCunit 09/01/2022s | $0 | – | -415,000 | – | -3.50% | – |
Q2 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SPY | New | SPDR S&P 500 ETF TRtr unit | $189,373,000 | – | 502,047 | – | 29.08% | – |
| NEEPRO | New | NEXTERA ENERGY INCunit 09/01/2022s | $22,810,000 | – | 415,000 | – | 3.50% | – |
| New | MONGODB INCnote 0.250% 1/1 | $17,409,000 | – | 12,500,000 | – | 2.67% | – | |
| SOLN | New | SOUTHERN COunit 08/01/2022 | $11,934,000 | – | 231,200 | – | 1.83% | – |
| New | SPLUNK INCnote 0.500% 9/1 | $11,912,000 | – | 12,492,000 | – | 1.83% | – | |
| New | BLACKLINE INCnote 0.125% 8/0 | $11,484,000 | – | 10,500,000 | – | 1.76% | – | |
| New | SILICON LABORATORIES INCnote 0.625% 6/1 | $11,176,000 | – | 8,677,000 | – | 1.72% | – | |
| New | ALPHA STAR ACQUISITION CORPordinary shares | $9,794,000 | – | 992,307 | – | 1.50% | – | |
| New | CLOVER LEAF CAPITAL CORP | $9,297,000 | – | 925,119 | – | 1.43% | – | |
| New | ZENDESK INCnote 0.625% 6/1 | $9,156,000 | – | 9,500,000 | – | 1.41% | – | |
| GLSPT | New | GLOBAL SPAC PARTNERS COunit 03/12/2026 | $8,869,000 | – | 882,473 | – | 1.36% | – |
| DKDCA | New | DATA KNIGHTS ACQUISITION COR | $8,509,000 | – | 838,304 | – | 1.31% | – |
| New | ZSCALER INCnote 0.125% 7/0 | $8,384,000 | – | 6,950,000 | – | 1.29% | – | |
| New | DEEP MEDICINE ACQUISITION CO | $8,262,000 | – | 834,556 | – | 1.27% | – | |
| New | LIVE NATION ENTERTAINMENT INnote 2.000% 2/1 | $8,243,000 | – | 7,925,000 | – | 1.27% | – | |
| New | ALLEGHENY TECHNOLOGIES INCnote 3.500% 6/1 | $7,698,000 | – | 4,750,000 | – | 1.18% | – | |
| BENE | New | BENESSERE CAPITAL ACQUSTN CO | $7,694,000 | – | 750,610 | – | 1.18% | – |
| RAM | New | ARIES I ACQUISITION CORP | $7,299,000 | – | 726,980 | – | 1.12% | – |
| ACKIT | New | ACKRELL SPAC PARTNERS I COunit 99/99/9999 | $6,952,000 | – | 675,000 | – | 1.07% | – |
| New | AESTHER HEALTHCARE ACQSTN CO | $6,684,000 | – | 668,429 | – | 1.03% | – | |
| VCKA | New | VICKERS VANTAGE CORP I | $6,512,000 | – | 647,321 | – | 1.00% | – |
| New | CANNA GLOBAL ACQUISITION COR | $6,456,000 | – | 652,072 | – | 0.99% | – | |
| New | CENAQ ENERGY CORP | $6,404,000 | – | 643,578 | – | 0.98% | – | |
| New | AURORA TECHNOLOGY ACQUISITIO | $6,276,000 | – | 633,962 | – | 0.96% | – | |
| New | MINORITY EQUALITY OPPORTUNIT | $6,162,000 | – | 616,224 | – | 0.95% | – | |
| New | FORTUNE RISE ACQUISITION CORcl a | $6,139,000 | – | 615,715 | – | 0.94% | – | |
| New | WELSBACH TECH METALS ACQU CO | $6,079,000 | – | 620,325 | – | 0.93% | – | |
| New | FINTECH ECOSYSTEM DEVE | $5,790,000 | – | 587,800 | – | 0.89% | – | |
| New | JUPITER WELLNESS ACQUISITION | $5,757,000 | – | 587,439 | – | 0.88% | – | |
| ACEV | New | ACE CONVERGENCE ACQU CORPcl a | $5,672,000 | – | 567,218 | – | 0.87% | – |
| New | LUMENTUM HLDGS INCnote 0.250% 3/1 | $5,626,000 | – | 4,043,000 | – | 0.86% | – | |
| VHAQ | New | VIVEON HEALTH ACQUISITION CO | $5,514,000 | – | 543,292 | – | 0.85% | – |
| BREZ | New | BREEZE HOLDINGS ACQUISITN CO | $5,301,000 | – | 519,175 | – | 0.81% | – |
| ATA | New | AMERICAS TECHNOLOGY ACQSN CO | $5,304,000 | – | 515,000 | – | 0.81% | – |
| New | ENERGEM CORP | $5,266,000 | – | 531,905 | – | 0.81% | – | |
| New | PARSEC CAPITAL ACQUISITIONcl a | $5,092,000 | – | 511,781 | – | 0.78% | – | |
| GBRG | New | GOLDENBRIDGE ACQUISITION LTD | $5,074,000 | – | 507,363 | – | 0.78% | – |
| New | GIGCAPITAL 5 INC | $5,044,000 | – | 509,462 | – | 0.77% | – | |
| New | BROAD CAPITAL ACQUISITION CO | $4,964,000 | – | 503,980 | – | 0.76% | – | |
| New | BANNIX ACQUISITION CORP | $4,871,000 | – | 494,499 | – | 0.75% | – | |
| New | PONO CAPITAL CORP | $4,874,000 | – | 489,860 | – | 0.75% | – | |
| New | BLUE WORLD ACQUISITION CORP | $4,857,000 | – | 494,600 | – | 0.75% | – | |
| New | AULT DISRUPTIVE TECHS CORP | $4,748,000 | – | 479,621 | – | 0.73% | – | |
| BCAC | New | BROOKLINE CAP ACQUISITION CO | $4,714,000 | – | 466,704 | – | 0.72% | – |
| New | BLACKSTONE MORTGAGE TRUST INnote 4.750% 3/1 | $4,449,000 | – | 4,500,000 | – | 0.68% | – | |
| New | SNAP INCnote 0.750% 8/0 | $4,282,000 | – | 4,500,000 | – | 0.66% | – | |
| VENA | New | VENUS ACQUISITION CORPORATIO | $4,251,000 | – | 423,000 | – | 0.65% | – |
| MPAC | New | MODEL PERFORMANCE ACQU CORP | $4,105,000 | – | 410,513 | – | 0.63% | – |
| New | PHP VENTURES ACQUISITION COR | $4,005,000 | – | 402,500 | – | 0.62% | – | |
| New | MANA CAP ACQUISITION CORP | $3,975,000 | – | 403,578 | – | 0.61% | – | |
| BRLI | New | BRILLIANT ACQUISITION CORP | $3,911,000 | – | 383,390 | – | 0.60% | – |
| New | FINANCIAL STRATEGIES ACQUISI | $3,883,000 | – | 394,252 | – | 0.60% | – | |
| New | INFINT ACQUISITION CORP | $3,791,000 | – | 382,880 | – | 0.58% | – | |
| GRCY | New | GREENCITY ACQUISITION CORP | $3,772,000 | – | 362,740 | – | 0.58% | – |
| AGBA | New | AGBA ACQUISITION LTD | $3,665,000 | – | 331,660 | – | 0.56% | – |
| New | SSR MNG INCnote 2.500% 4/0 | $3,650,000 | – | 3,230,000 | – | 0.56% | – | |
| New | HANNON ARMSTRONG SUST INFR Cnote 8/1 | $3,573,000 | – | 3,648,000 | – | 0.55% | – | |
| New | VISION SENSING ACQUISITION C | $3,559,000 | – | 360,636 | – | 0.55% | – | |
| New | STARWOOD PPTY TR INCnote 4.375% 4/0 | $3,472,000 | – | 3,500,000 | – | 0.53% | – | |
| AEP | New | AMERICAN ELEC PWR CO INC | $3,406,000 | – | 35,500 | – | 0.52% | – |
| New | BLUE SAFARI GRP ACQUISITN CO | $3,394,000 | – | 339,436 | – | 0.52% | – | |
| New | WORKIVA INCnote 1.125% 8/1 | $3,354,000 | – | 3,137,000 | – | 0.52% | – | |
| New | WIX COM LTDnote 7/0 | $3,312,000 | – | 3,500,000 | – | 0.51% | – | |
| MAQC | New | MAQUIA CAPITAL ACQUISITION C | $3,214,000 | – | 316,055 | – | 0.49% | – |
| New | SOLAREDGE TECHNOLOGIES INCnote 9/1 | $3,144,000 | – | 2,609,000 | – | 0.48% | – | |
| LMAO | New | LMF ACQUISITION OPPORTUNIT I | $3,050,000 | – | 306,500 | – | 0.47% | – |
| New | OMNILIT ACQUISITION CORP | $3,008,000 | – | 305,390 | – | 0.46% | – | |
| New | VIAVI SOLUTIONS INCnote 1.750% 6/0 | $2,940,000 | – | 2,750,000 | – | 0.45% | – | |
| ACBA | New | ACE GLOBAL BUSINESS ACQU LTDordinary shares | $2,773,000 | – | 275,874 | – | 0.43% | – |
| New | CHARDAN NEXTECH ACQUISITION | $2,538,000 | – | 255,036 | – | 0.39% | – | |
| New | GOLDEN PATH ACQUISITION CORPordinary shares | $2,530,000 | – | 255,324 | – | 0.39% | – | |
| New | WINVEST ACQUISITION CORP | $2,527,000 | – | 257,349 | – | 0.39% | – | |
| New | G3 VRM ACQUISITION CORP | $2,012,000 | – | 203,217 | – | 0.31% | – | |
| New | GARDINER HEALTHCARE ACQTS CO | $1,869,000 | – | 190,687 | – | 0.29% | – | |
| New | MONTEREY BIO ACQUISITION COR | $1,844,000 | – | 186,806 | – | 0.28% | – | |
| UNH | New | UNITEDHEALTH GROUP INC | $1,841,000 | – | 3,584 | – | 0.28% | – |
| New | PACIFICO ACQUISITION CORP | $1,684,000 | – | 170,940 | – | 0.26% | – | |
| New | NEUROCRINE BIOSCIENCES INCnote 2.250% 5/1 | $1,460,000 | – | 1,100,000 | – | 0.22% | – | |
| New | AXIOS SUSTAINABLE GRW ACQ CO | $1,459,000 | – | 146,010 | – | 0.22% | – | |
| New | BLACKSTONE MORTGAGE TRUST INnote 5.500% 3/1 | $1,307,000 | – | 1,435,000 | – | 0.20% | – | |
| New | PIONEER NAT RES COnote 0.250% 5/1 | $1,162,000 | – | 537,000 | – | 0.18% | – | |
| New | KKR REAL ESTATE FIN TR INCnote 6.125% 5/1 | $1,120,000 | – | 1,134,000 | – | 0.17% | – | |
| GS | New | GOLDMAN SACHS GROUP INC | $1,065,000 | – | 3,584 | – | 0.16% | – |
| New | FTI CONSULTING INCnote 2.000% 8/1 | $990,000 | – | 550,000 | – | 0.15% | – | |
| HD | New | HOME DEPOT INC | $983,000 | – | 3,584 | – | 0.15% | – |
| New | BLOCKCHAIN MOON ACQUISITN CO | $980,000 | – | 100,514 | – | 0.15% | – | |
| GDX | New | VANECK ETF TRUSTgold miners etf | $958,000 | – | 35,000 | – | 0.15% | – |
| MSFT | New | MICROSOFT CORP | $920,000 | – | 3,584 | – | 0.14% | – |
| ADRA | New | ADARA ACQUISITION CORP | $906,000 | – | 91,608 | – | 0.14% | – |
| MCD | New | MCDONALDS CORP | $885,000 | – | 3,584 | – | 0.14% | – |
| AMGN | New | AMGEN INC | $872,000 | – | 3,584 | – | 0.13% | – |
| New | BENTLEY SYS INCnote 0.125% 1/1 | $850,000 | – | 1,000,000 | – | 0.13% | – | |
| BWAC | New | BETTER WORLD ACQUISITION COR | $753,000 | – | 73,089 | – | 0.12% | – |
| V | New | VISA INC | $706,000 | – | 3,584 | – | 0.11% | – |
| JNJ | New | JOHNSON & JOHNSON | $636,000 | – | 3,584 | – | 0.10% | – |
| CAT | New | CATERPILLAR INC | $641,000 | – | 3,584 | – | 0.10% | – |
| HON | New | HONEYWELL INTL INC | $623,000 | – | 3,584 | – | 0.10% | – |
| TRV | New | TRAVELERS COMPANIES INC | $606,000 | – | 3,584 | – | 0.09% | – |
| New | MOUNT RAINIER ACQUISITION CO | $606,000 | – | 61,210 | – | 0.09% | – | |
| CRM | New | SALESFORCE INC | $592,000 | – | 3,584 | – | 0.09% | – |
| New | GLOBAL CONSUMER ACQUISITN CO | $563,000 | – | 56,349 | – | 0.09% | – | |
| CVX | New | CHEVRON CORP NEW | $519,000 | – | 3,584 | – | 0.08% | – |
| PG | New | PROCTER AND GAMBLE CO | $515,000 | – | 3,584 | – | 0.08% | – |
| IBM | New | INTERNATIONAL BUSINESS MACHS | $506,000 | – | 3,584 | – | 0.08% | – |
| New | GENESIS GRWT TECH ACQUSTN CO | $499,000 | – | 50,191 | – | 0.08% | – | |
| AXP | New | AMERICAN EXPRESS CO | $497,000 | – | 3,584 | – | 0.08% | – |
| BA | New | BOEING CO | $490,000 | – | 3,584 | – | 0.08% | – |
| AAPL | New | APPLE INC | $490,000 | – | 3,584 | – | 0.08% | – |
| MMM | New | 3M CO | $464,000 | – | 3,584 | – | 0.07% | – |
| WMT | New | WALMART INC | $436,000 | – | 3,584 | – | 0.07% | – |
| JPM | New | JPMORGAN CHASE & CO | $404,000 | – | 3,584 | – | 0.06% | – |
| New | GLOBALINK INVT INC | $387,000 | – | 39,467 | – | 0.06% | – | |
| New | PALO ALTO NETWORKS INCnote 0.750% 7/0 | $373,000 | – | 200,000 | – | 0.06% | – | |
| NKE | New | NIKE INCcl b | $366,000 | – | 3,584 | – | 0.06% | – |
| DIS | New | DISNEY WALT CO | $338,000 | – | 3,584 | – | 0.05% | – |
| MRK | New | MERCK & CO INC | $327,000 | – | 3,584 | – | 0.05% | – |
| New | RAMBUS INC DELnote 1.375% 2/0 | $288,000 | – | 245,000 | – | 0.04% | – | |
| KO | New | COCA COLA CO | $225,000 | – | 3,584 | – | 0.04% | – |
| BXMT | New | BLACKSTONE MTG TR INCput | $130,000 | – | 14,199 | – | 0.02% | – |
| New | INTEGRATED RAIL AND RES ACQ | $117,000 | – | 11,783 | – | 0.02% | – | |
| GDX | New | VANECK ETF TRUSTcall | $4,000 | – | 35,000 | – | 0.00% | – |
| LGHLW | New | LION GROUP HOLDING LTD*w exp 06/17/202 | $5,000 | – | 100,000 | – | 0.00% | – |
| New | ENJOY TECHNOLOGY INC*w exp 12/01/202 | $5,000 | – | 100,000 | – | 0.00% | – | |
| New | CLARUS THERAPEUTICS HLDNGS I*w exp 08/11/202 | $5,000 | – | 100,000 | – | 0.00% | – | |
| MILEW | New | METROMILE INC*w exp 02/09/202 | $5,000 | – | 99,800 | – | 0.00% | – |
| USWSW | New | US WELL SERVICES INC*w exp 03/15/202 | $4,000 | – | 86,571 | – | 0.00% | – |
| New | REE AUTOMOTIVE LTD*w exp 07/22/202 | $1,000 | – | 25,000 | – | 0.00% | – | |
| New | QUANERGY SYSTEMS INC*w exp 02/01/202 | $1,000 | – | 25,000 | – | 0.00% | – | |
| HYMCW | New | HYCROFT MINING HOLDING CORP*w exp 02/12/202 | $1,000 | – | 25,000 | – | 0.00% | – |
| HOFVW | New | HALL OF FAME RESORT & ENTMT*w exp 07/01/202 | $1,000 | – | 25,000 | – | 0.00% | – |
| New | GELESIS HLDGS INC*w exp 01/13/202 | $2,000 | – | 50,000 | – | 0.00% | – | |
| ELMSW | New | ELECTRIC LAST MILE SOLUTNS I*w exp 08/24/202 | $2,000 | – | 43,928 | – | 0.00% | – |
| New | OTONOMO TECHNOLOGIES LTD*w exp 08/13/202 | $1,000 | – | 25,000 | – | 0.00% | – |
Q4 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| BBIG | Exit | VINCO VENTURES INCcall | $0 | – | -100,000 | – | -0.00% | – |
| VHAQRT | Exit | VIVEON HEALTH ACQUISITION COright 12/31/2025 | $0 | – | -25,431 | – | -0.00% | – |
| Exit | GINKGO BIOWORKS HOLDINGS INCcall | $0 | – | -200,000 | – | -0.00% | – | |
| GDX | Exit | VANECK ETF TRUSTcall | $0 | – | -15,000 | – | -0.00% | – |
| CCL | Exit | CARNIVAL CORPput | $0 | – | -403,089 | – | -0.00% | – |
| FACAWS | Exit | FIGURE ACQUISITION CORP I*w exp 03/31/202 | $0 | – | -27,149 | – | -0.00% | – |
| EVOJ | Exit | EVO ACQUISITION CORP | $0 | – | -10,250 | – | -0.01% | – |
| Exit | CIIG CAPITAL PARTNERS II INCunit 02/28/2028 | $0 | – | -10,000 | – | -0.01% | – | |
| NCLH | Exit | NORWEGIAN CRUISE LINE HLDG Lput | $0 | – | -425,544 | – | -0.01% | – |
| CRHC | Exit | COHN ROBBINS HOLDINGS CORP | $0 | – | -11,689 | – | -0.01% | – |
| QQQ | Exit | INVESCO QQQ TRput | $0 | – | -20,163 | – | -0.01% | – |
| Exit | ENVESTNET INCnote 1.750% 6/0 | $0 | – | -101,000 | – | -0.01% | – | |
| BCAC | Exit | BROOKLINE CAP ACQUISITION CO | $0 | – | -12,674 | – | -0.01% | – |
| Exit | ROTH CH ACQUISITION IV CO | $0 | – | -14,398 | – | -0.01% | – | |
| ISLE | Exit | ISLEWORTH HEALTHCARE ACQU CO | $0 | – | -14,968 | – | -0.02% | – |
| AGAC | Exit | AFRICAN GOLD ACQUISITION COR | $0 | – | -15,000 | – | -0.02% | – |
| Exit | CHW ACQUISITION CORPORATION | $0 | – | -15,000 | – | -0.02% | – | |
| FLME | Exit | FLAME ACQUISITION CORP | $0 | – | -15,000 | – | -0.02% | – |
| PSAG | Exit | PROPERTY SOLUTIONS ACQUISITI | $0 | – | -16,819 | – | -0.02% | – |
| MUDS | Exit | MUDRICK CAPITAL ACQU CORP II | $0 | – | -16,801 | – | -0.02% | – |
| Exit | HERBALIFE NUTRITION LTDnote 2.625% 3/1 | $0 | – | -178,000 | – | -0.02% | – | |
| OSTR | Exit | OYSTER ENTERPRISES ACQ CORP | $0 | – | -18,600 | – | -0.02% | – |
| ZNGA | Exit | ZYNGA INCcl a | $0 | – | -24,100 | – | -0.02% | – |
| BGSX | Exit | BUILD ACQUISITION CORP | $0 | – | -20,367 | – | -0.02% | – |
| CVII | Exit | CHURCHILL CAPITAL CORP VII | $0 | – | -24,479 | – | -0.02% | – |
| ENVI | Exit | ENVIRONMENTAL IMPACT ACQU CO | $0 | – | -24,638 | – | -0.02% | – |
| NVDA | Exit | NVIDIA CORPORATION | $0 | – | -1,170 | – | -0.02% | – |
| MACQ | Exit | MCAP ACQUISITION CORP | $0 | – | -25,000 | – | -0.02% | – |
| HPX | Exit | HPX CORP | $0 | – | -26,535 | – | -0.03% | – |
| Exit | ALTERYX INCnote 1.000% 8/0 | $0 | – | -300,000 | – | -0.03% | – | |
| TSLA | Exit | TESLA INC | $0 | – | -381 | – | -0.03% | – |
| TMKR | Exit | TASTEMAKER ACQUISITION CORP | $0 | – | -31,196 | – | -0.03% | – |
| Exit | NRG ENERGY INCdbcv 2.750% 6/0 | $0 | – | -265,000 | – | -0.03% | – | |
| GOOG | Exit | ALPHABET INCcap stk cl c | $0 | – | -119 | – | -0.03% | – |
| RCHG | Exit | RECHARGE ACQUISITION CORP | $0 | – | -31,580 | – | -0.03% | – |
| Exit | SPLUNK INCnote 1.125% 6/1 | $0 | – | -315,000 | – | -0.03% | – | |
| MDH | Exit | MDH ACQUISITION CORP | $0 | – | -33,600 | – | -0.03% | – |
| GOOGL | Exit | ALPHABET INCcap stk cl a | $0 | – | -126 | – | -0.03% | – |
| SIL | Exit | GLOBAL X FDSglobal x silver | $0 | – | -10,000 | – | -0.04% | – |
| MTAC | Exit | MEDTECH ACQUISITION CORP | $0 | – | -36,490 | – | -0.04% | – |
| ITHX | Exit | ITHAX ACQUISITION CORP | $0 | – | -37,120 | – | -0.04% | – |
| GAMC | Exit | GOLDEN ARROW MERGER CORP | $0 | – | -37,741 | – | -0.04% | – |
| TINV | Exit | TIGA ACQUISITION CORP | $0 | – | -35,687 | – | -0.04% | – |
| GXII | Exit | GX ACQUISITION CORP II | $0 | – | -38,980 | – | -0.04% | – |
| KINZ | Exit | KINS TECHNOLOGY GROUP INC | $0 | – | -37,318 | – | -0.04% | – |
| FSNB | Exit | FUSION ACQUISITION CORP II | $0 | – | -40,100 | – | -0.04% | – |
| BDX | Exit | BECTON DICKINSON & CO | $0 | – | -1,537 | – | -0.04% | – |
| FB | Exit | FACEBOOK INCcl a | $0 | – | -1,119 | – | -0.04% | – |
| ITAC | Exit | INDUSTRIAL TECH ACQU INC | $0 | – | -39,208 | – | -0.04% | – |
| OCA | Exit | OMNICHANNEL ACQUISITION CORP | $0 | – | -41,195 | – | -0.04% | – |
| SPLK | Exit | SPLUNK INC | $0 | – | -3,000 | – | -0.04% | – |
| AEPPL | Exit | AMERICAN ELEC PWR CO INCunit 08/01/2021 | $0 | – | -9,262 | – | -0.04% | – |
| GDX | Exit | VANECK ETF TRUSTgold miners etf | $0 | – | -15,000 | – | -0.04% | – |
| CPTK | Exit | CROWN PROPTECH ACQUISITIONS | $0 | – | -47,293 | – | -0.05% | – |
| LJAQ | Exit | LIGHTJUMP ACQUISITION CORP | $0 | – | -50,000 | – | -0.05% | – |
| ADRA | Exit | ADARA ACQUISITION CORP | $0 | – | -50,000 | – | -0.05% | – |
| KSI | Exit | KADEM SUSTAINABLE IMPACT COR | $0 | – | -50,000 | – | -0.05% | – |
| GCAC | Exit | GROWTH CAP ACQUISITION CORPcl a | $0 | – | -50,000 | – | -0.05% | – |
| VOSO | Exit | VIRTUOSO ACQUISITION CORP | $0 | – | -50,000 | – | -0.05% | – |
| DWIN | Exit | DELWINDS INS ACQUISITION COR | $0 | – | -49,825 | – | -0.05% | – |
| GSAQ | Exit | GLOBAL SYNERGY ACQUISIT CORP | $0 | – | -50,000 | – | -0.05% | – |
| TACA | Exit | TREPONT ACQUISITION CORP I | $0 | – | -50,000 | – | -0.05% | – |
| Exit | ARTEMIS STRATEGIC INVT CORPunit 09/30/2026 | $0 | – | -50,000 | – | -0.05% | – | |
| EQHA | Exit | EQ HEALTH ACQUISITION CORP | $0 | – | -51,535 | – | -0.05% | – |
| CAS | Exit | CASCADE ACQUISITION CORP | $0 | – | -50,813 | – | -0.05% | – |
| LSAQ | Exit | LIFESCI ACQUISITION II CORP | $0 | – | -49,980 | – | -0.05% | – |
| DLR | Exit | DIGITAL RLTY TR INC | $0 | – | -3,537 | – | -0.05% | – |
| Exit | WINNEBAGO INDS INCnote 1.500% 4/0 | $0 | – | -400,000 | – | -0.05% | – | |
| ENPC | Exit | EXECUTIVE NETWORK PARTNERINGcl a | $0 | – | -55,400 | – | -0.06% | – |
| ADEX | Exit | ADIT EDTECH ACQUISITION CORP | $0 | – | -58,608 | – | -0.06% | – |
| TCVA | Exit | TCV ACQUISITION CORP | $0 | – | -58,131 | – | -0.06% | – |
| Exit | OXBRIDGE ACQUISITION CORPunit 07/30/2026 | $0 | – | -57,330 | – | -0.06% | – | |
| NXU | Exit | NOVUS CAPITAL CORPORATION II | $0 | – | -61,710 | – | -0.06% | – |
| BOAS | Exit | BOA ACQUISITION CORP | $0 | – | -63,567 | – | -0.06% | – |
| WBA | Exit | WALGREENS BOOTS ALLIANCE INC | $0 | – | -13,281 | – | -0.06% | – |
| AMZN | Exit | AMAZON COM INC | $0 | – | -204 | – | -0.07% | – |
| RCLF | Exit | ROSECLIFF ACQUISITION CORP I | $0 | – | -69,639 | – | -0.07% | – |
| HCCC | Exit | HEALTHCARE CAPITAL CORP | $0 | – | -68,418 | – | -0.07% | – |
| HTPA | Exit | HIGHLAND TRANSCEND PARTNERS | $0 | – | -72,431 | – | -0.07% | – |
| AEP | Exit | AMERICAN ELEC PWR CO INC | $0 | – | -8,864 | – | -0.07% | – |
| PGRW | Exit | PROGRESS ACQUISITION CORP | $0 | – | -73,500 | – | -0.07% | – |
| INTC | Exit | INTEL CORP | $0 | – | -13,719 | – | -0.08% | – |
| CSCO | Exit | CISCO SYS INC | $0 | – | -13,730 | – | -0.08% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -13,723 | – | -0.08% | – |
| DOW | Exit | DOW INC | $0 | – | -13,300 | – | -0.08% | – |
| MACA | Exit | MORINGA ACQUISITION CORP | $0 | – | -79,046 | – | -0.08% | – |
| KO | Exit | COCA COLA CO | $0 | – | -14,623 | – | -0.08% | – |
| MCMJ | Exit | MERIDA MERGER CORP I | $0 | – | -76,390 | – | -0.08% | – |
| ETAC | Exit | E MERGE TECHNOLOGY ACQUISITI | $0 | – | -79,366 | – | -0.08% | – |
| ALTU | Exit | ALTITUDE ACQUISITION CORP | $0 | – | -87,248 | – | -0.09% | – |
| Exit | TRADEUP ACQUISITION CORP | $0 | – | -88,349 | – | -0.09% | – | |
| Exit | CYBERARK SOFTWARE LTDnote 11/1 | $0 | – | -766,000 | – | -0.09% | – | |
| ENNV | Exit | ECP ENVIRONMENTAL GW OPT COR | $0 | – | -94,857 | – | -0.10% | – |
| MCAD | Exit | MOUNTAIN CREST ACQUSTN CORP | $0 | – | -94,962 | – | -0.10% | – |
| Exit | CHARDAN NEXTECH ACQUISITION | $0 | – | -100,000 | – | -0.10% | – | |
| EJFA | Exit | EJF ACQUISITION CORP | $0 | – | -100,000 | – | -0.10% | – |
| BOWX | Exit | BOWX ACQUISITION CORPcl a | $0 | – | -100,000 | – | -0.10% | – |
| MRK | Exit | MERCK & CO INC | $0 | – | -13,514 | – | -0.10% | – |
| LGV | Exit | LONGVIEW ACQUISITION CORP II | $0 | – | -107,829 | – | -0.11% | – |
| NGAB | Exit | NORTHERN GENESIS ACQUISITION | $0 | – | -114,970 | – | -0.12% | – |
| AQNU | Exit | ALGONQUIN PWR UTILS CORPunit 99/99/9999 | $0 | – | -25,000 | – | -0.12% | – |
| AMAO | Exit | AMERICAN ACQUISITION OPPT IN | $0 | – | -117,300 | – | -0.12% | – |
| OMCL | Exit | OMNICELL COM | $0 | – | -8,000 | – | -0.12% | – |
| Exit | CNX RES CORPnote 2.250% 5/0 | $0 | – | -1,000,000 | – | -0.13% | – | |
| RPD | Exit | RAPID7 INC | $0 | – | -10,900 | – | -0.13% | – |
| BWAC | Exit | BETTER WORLD ACQUISITION COR | $0 | – | -126,716 | – | -0.13% | – |
| Exit | NORTHERN LIGHTS ACQUISITN CO | $0 | – | -131,269 | – | -0.13% | – | |
| Exit | ZYNGA INCnote 0.250% 6/0 | $0 | – | -1,200,000 | – | -0.14% | – | |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -13,437 | – | -0.14% | – |
| Exit | GOLDEN PATH ACQUISITION CORPordinary shares | $0 | – | -140,580 | – | -0.14% | – | |
| OCAX | Exit | OCA ACQUISITION CORP | $0 | – | -146,549 | – | -0.15% | – |
| SV | Exit | SPRING VY ACQUISITION CORPcl a | $0 | – | -152,579 | – | -0.15% | – |
| Exit | ABRI SPAC I INC | $0 | – | -155,057 | – | -0.15% | – | |
| Exit | 2U INCnote 2.250% 5/0 | $0 | – | -1,145,000 | – | -0.16% | – | |
| Exit | ALPINE ACQUISITION CORPORATIunit 05/01/2026 | $0 | – | -165,672 | – | -0.17% | – | |
| Exit | 8X8 INC NEWnote 0.500% 2/0 | $0 | – | -1,500,000 | – | -0.17% | – | |
| Exit | NOVA VISION ACQUISITION CORPunit 07/20/2026 | $0 | – | -170,000 | – | -0.17% | – | |
| GLBL | Exit | CARTESIAN GROWTH CORP | $0 | – | -174,815 | – | -0.18% | – |
| Exit | AKAMAI TECHNOLOGIES INCnote 0.125% 5/0 | $0 | – | -1,490,000 | – | -0.18% | – | |
| IBM | Exit | INTERNATIONAL BUSINESS MACHS | $0 | – | -13,303 | – | -0.19% | – |
| WMT | Exit | WALMART INC | $0 | – | -13,370 | – | -0.19% | – |
| Exit | RINGCENTRAL INCnote 3/1 | $0 | – | -2,000,000 | – | -0.19% | – | |
| Exit | AFTERNEXT HEALTHTECH ACQUISIunit 99/99/9999 | $0 | – | -188,088 | – | -0.19% | – | |
| PG | Exit | PROCTER AND GAMBLE CO | $0 | – | -13,499 | – | -0.19% | – |
| KWAC | Exit | KINGSWOOD ACQUISITION CORP | $0 | – | -191,454 | – | -0.19% | – |
| Exit | HHG CAPITAL CORPORATIONunit 02/25/2026 | $0 | – | -188,507 | – | -0.20% | – | |
| MACU | Exit | MALLARD ACQUISITION CORP | $0 | – | -200,645 | – | -0.20% | – |
| NKE | Exit | NIKE INCcl b | $0 | – | -13,787 | – | -0.20% | – |
| Exit | AESTHER HEALTHCARE ACQSTN COunit 09/14/2026 | $0 | – | -200,000 | – | -0.20% | – | |
| TRV | Exit | TRAVELERS COMPANIES INC | $0 | – | -13,218 | – | -0.20% | – |
| EDTX | Exit | EDTECHX HOLDINGS ACQU CORP I | $0 | – | -212,152 | – | -0.21% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -13,527 | – | -0.22% | – |
| TVAC | Exit | THAYER VENTURES ACQU CORP | $0 | – | -222,672 | – | -0.23% | – |
| Exit | MOUNTAIN CREST ACQUSITN CRP | $0 | – | -228,298 | – | -0.23% | – | |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -13,580 | – | -0.23% | – |
| AXP | Exit | AMERICAN EXPRESS CO | $0 | – | -13,409 | – | -0.23% | – |
| BHSE | Exit | BULL HORN HLDGS CORP | $0 | – | -228,017 | – | -0.23% | – |
| GIG | Exit | GIGCAPITAL4 INC | $0 | – | -231,516 | – | -0.23% | – |
| DIS | Exit | DISNEY WALT CO | $0 | – | -13,453 | – | -0.23% | – |
| MMM | Exit | 3M CO | $0 | – | -13,290 | – | -0.24% | – |
| SCVX | Exit | SCVX CORP | $0 | – | -236,087 | – | -0.24% | – |
| Exit | LUMENTUM HLDGS INCnote 0.250% 3/1 | $0 | – | -1,600,000 | – | -0.24% | – | |
| TMTS | Exit | SPARTACUS ACQUISITION CORPcl a | $0 | – | -238,365 | – | -0.24% | – |
| Exit | DATADOG INCnote 0.125% 6/1 | $0 | – | -1,500,000 | – | -0.25% | – | |
| Exit | MINORITY EQUALITY OPPORTUNITunit 08/26/2026 | $0 | – | -253,574 | – | -0.26% | – | |
| Exit | GLADSTONE ACQUISITION CORPunit 04/01/2024 | $0 | – | -250,000 | – | -0.26% | – | |
| CAT | Exit | CATERPILLAR INC | $0 | – | -13,418 | – | -0.26% | – |
| ACBA | Exit | ACE GLOBAL BUSINESS ACQU LTDordinary shares | $0 | – | -268,274 | – | -0.27% | – |
| Exit | CHAVANT CAPITAL ACQUISITN COordinary shares | $0 | – | -275,131 | – | -0.27% | – | |
| ALAC | Exit | ALBERTON ACQUISITION CORP | $0 | – | -245,242 | – | -0.28% | – |
| TWLVU | Exit | TWELVE SEAS INVESTMENT CO IIunit 99/99/9999 | $0 | – | -275,000 | – | -0.28% | – |
| Exit | CREE INCnote 1.750% 5/0 | $0 | – | -1,500,000 | – | -0.28% | – | |
| HON | Exit | HONEYWELL INTL INC | $0 | – | -13,326 | – | -0.29% | – |
| AMGN | Exit | AMGEN INC | $0 | – | -13,419 | – | -0.29% | – |
| GLEO | Exit | GALILEO ACQUISITION CORP | $0 | – | -286,635 | – | -0.29% | – |
| AAPL | Exit | APPLE INC | $0 | – | -20,559 | – | -0.30% | – |
| BA | Exit | BOEING CO | $0 | – | -13,263 | – | -0.30% | – |
| BCYP | Exit | BIG CYPRESS ACQUISITION CORP | $0 | – | -294,482 | – | -0.30% | – |
| Exit | OKTA INCnote 0.125% 9/0 | $0 | – | -2,100,000 | – | -0.30% | – | |
| Exit | G3 VRM ACQUISITION CORP | $0 | – | -300,100 | – | -0.30% | – | |
| Exit | WIX COM LTDnote 7/0 | $0 | – | -2,000,000 | – | -0.30% | – | |
| Exit | PARABELLUM ACQUISITION CORPunit 99/99/9999 | $0 | – | -300,000 | – | -0.30% | – | |
| GRCY | Exit | GREENCITY ACQUISITION CORP | $0 | – | -298,905 | – | -0.30% | – |
| Exit | DTRT HEALTH ACQUISITION CORPunit 08/31/2029 | $0 | – | -297,846 | – | -0.31% | – | |
| V | Exit | VISA INC | $0 | – | -13,979 | – | -0.32% | – |
| LMAO | Exit | LMF ACQUISITION OPPORTUNIT I | $0 | – | -323,565 | – | -0.32% | – |
| Exit | LIVE NATION ENTERTAINMENT INnote 2.000% 2/1 | $0 | – | -2,800,000 | – | -0.33% | – | |
| Exit | ARBOR REALTY TRUST INCnote 4.750%11/0 | $0 | – | -2,868,000 | – | -0.33% | – | |
| TREB | Exit | TREBIA ACQUISITION CORP | $0 | – | -324,617 | – | -0.33% | – |
| MCD | Exit | MCDONALDS CORP | $0 | – | -13,329 | – | -0.33% | – |
| Exit | BANNIX ACQUISITION CORPunit 07/31/2026 | $0 | – | -328,045 | – | -0.34% | – | |
| Exit | ARES CAPITAL CORPnote 3.750% 2/0 | $0 | – | -3,095,000 | – | -0.34% | – | |
| Exit | WORKDAY INCnote 0.250%10/0 | $0 | – | -2,000,000 | – | -0.35% | – | |
| Exit | AGRICO ACQUISITION CORP | $0 | – | -344,875 | – | -0.35% | – | |
| CHPM | Exit | CHP MERGER CORP | $0 | – | -350,822 | – | -0.36% | – |
| ZGYH | Exit | YUNHONG INTL | $0 | – | -350,000 | – | -0.37% | – |
| CCAC | Exit | CITIC CAPITAL ACQUISITION CO | $0 | – | -363,149 | – | -0.37% | – |
| CRM | Exit | SALESFORCE COM INC | $0 | – | -13,389 | – | -0.37% | – |
| Exit | VARONIS SYS INCnote 1.250% 8/1 | $0 | – | -1,773,000 | – | -0.37% | – | |
| Exit | WESTERN DIGITAL CORP.note 1.500% 2/0 | $0 | – | -3,675,000 | – | -0.38% | – | |
| Exit | PHP VENTURES ACQUISITION CORunit 01/01/2023 | $0 | – | -380,300 | – | -0.39% | – | |
| MBTC | Exit | NOCTURNE ACQUISITION CORPordinary shares | $0 | – | -400,000 | – | -0.40% | – |
| LCAP | Exit | LIONHEART ACQUISITION CORP I | $0 | – | -400,829 | – | -0.40% | – |
| Exit | PACIFICO ACQUISITION CORP | $0 | – | -414,733 | – | -0.41% | – | |
| ACEV | Exit | ACE CONVERGENCE ACQU CORPcl a | $0 | – | -412,554 | – | -0.42% | – |
| Exit | CLEANTECH ACQUISITION CORP | $0 | – | -429,449 | – | -0.43% | – | |
| MAQC | Exit | MAQUIA CAPITAL ACQUISITION C | $0 | – | -425,161 | – | -0.43% | – |
| Exit | BLUE SAFARI GRP ACQUISITN CO | $0 | – | -432,902 | – | -0.43% | – | |
| DKDCA | Exit | DATA KNIGHTS ACQUISITION COR | $0 | – | -430,704 | – | -0.44% | – |
| BTAQ | Exit | BURGUNDY TECHNOLOGY ACQU CORcl a | $0 | – | -433,610 | – | -0.44% | – |
| Exit | FIREEYE INCnote 0.875% 6/0 | $0 | – | -4,100,000 | – | -0.44% | – | |
| GBRG | Exit | GOLDENBRIDGE ACQUISITION LTD | $0 | – | -450,000 | – | -0.45% | – |
| Exit | PONO CAPITAL CORPunit 09/30/2028 | $0 | – | -443,644 | – | -0.45% | – | |
| HD | Exit | HOME DEPOT INC | $0 | – | -13,686 | – | -0.46% | – |
| RAM | Exit | ARIES I ACQUISITION CORP | $0 | – | -459,231 | – | -0.46% | – |
| BRLI | Exit | BRILLIANT ACQUISITION CORP | $0 | – | -454,991 | – | -0.46% | – |
| ATA | Exit | AMERICAS TECHNOLOGY ACQSN CO | $0 | – | -459,647 | – | -0.47% | – |
| OTRA | Exit | OTR ACQUISITION CORP | $0 | – | -460,242 | – | -0.47% | – |
| Exit | EQT CORPnote 1.750% 5/0 | $0 | – | -2,966,000 | – | -0.48% | – | |
| VENA | Exit | VENUS ACQUISITION CORPORATIO | $0 | – | -472,427 | – | -0.48% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -16,715 | – | -0.48% | – |
| XLRN | Exit | ACCELERON PHARMA INC | $0 | – | -28,000 | – | -0.49% | – |
| MPAC | Exit | MODEL PERFORMANCE ACQU CORP | $0 | – | -500,000 | – | -0.50% | – |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -13,238 | – | -0.51% | – |
| UNH | Exit | UNITEDHEALTH GROUP INC | $0 | – | -13,331 | – | -0.53% | – |
| AGBA | Exit | AGBA ACQUISITION LTD | $0 | – | -502,250 | – | -0.55% | – |
| PAIC | Exit | PETRA ACQUISITION INC | $0 | – | -539,818 | – | -0.55% | – |
| GLSPT | Exit | GLOBAL SPAC PARTNERS COunit 03/12/2026 | $0 | – | -568,225 | – | -0.57% | – |
| ZNTE | Exit | ZANITE ACQUISITION CORP | $0 | – | -562,035 | – | -0.58% | – |
| Exit | MONGODB INCnote 0.250% 1/1 | $0 | – | -2,500,000 | – | -0.58% | – | |
| THCA | Exit | TUSCAN HLDGS CORP II | $0 | – | -575,180 | – | -0.59% | – |
| BENE | Exit | BENESSERE CAPITAL ACQUSTN CO | $0 | – | -590,500 | – | -0.60% | – |
| Exit | GIGCAPITAL 5 INCunit 99/99/9999 | $0 | – | -602,500 | – | -0.62% | – | |
| Exit | INSULET CORPnote 0.375% 9/0 | $0 | – | -4,500,000 | – | -0.64% | – | |
| Exit | TWITTER INCnote 0.250% 6/1 | $0 | – | -5,000,000 | – | -0.64% | – | |
| Exit | AMERICAN AIRLINES GROUP INCnote 6.500% 7/0 | $0 | – | -4,207,000 | – | -0.65% | – | |
| Exit | SILICON LABORATORIES INCnote 0.625% 6/1 | $0 | – | -5,000,000 | – | -0.65% | – | |
| VCKA | Exit | VICKERS VANTAGE CORP I | $0 | – | -650,000 | – | -0.66% | – |
| Exit | HERCULES CAPITAL INCdbcv 4.375% 2/0 | $0 | – | -6,240,000 | – | -0.66% | – | |
| BREZ | Exit | BREEZE HOLDINGS ACQUISITN CO | $0 | – | -669,919 | – | -0.68% | – |
| IWD | Exit | ISHARES TRrus 1000 val etf | $0 | – | -43,000 | – | -0.69% | – |
| VTAQ | Exit | VENTOUX CCM ACQUISITION CORP | $0 | – | -714,180 | – | -0.72% | – |
| QQQ | Exit | INVESCO QQQ TRunit ser 1 | $0 | – | -20,163 | – | -0.74% | – |
| ADOC | Exit | EDOC ACQUISITION CORPcl a | $0 | – | -725,000 | – | -0.74% | – |
| Exit | WINVEST ACQUISITION CORPunit 08/09/2026 | $0 | – | -725,000 | – | -0.75% | – | |
| Exit | GLOBAL CONSUMER ACQUISITN CO | $0 | – | -811,570 | – | -0.81% | – | |
| Exit | CLOVER LEAF CAPITAL CORP | $0 | – | -806,077 | – | -0.81% | – | |
| VMAC | Exit | VISTAS MEDIA ACQUISITION CO | $0 | – | -805,680 | – | -0.82% | – |
| NEEPRO | Exit | NEXTERA ENERGY INCunit 09/01/2022s | $0 | – | -147,500 | – | -0.82% | – |
| SWK | Exit | STANLEY BLACK & DECKER INC | $0 | – | -46,571 | – | -0.83% | – |
| Exit | ZENDESK INCnote 0.625% 6/1 | $0 | – | -6,630,000 | – | -0.86% | – | |
| Exit | ALLEGHENY TECHNOLOGIES INCnote 3.500% 6/1 | $0 | – | -6,500,000 | – | -0.88% | – | |
| GLAQ | Exit | GLOBIS ACQUISITION CORP | $0 | – | -900,995 | – | -0.92% | – |
| DIA | Exit | SPDR DOW JONES INDL AVERAGEut ser 1 | $0 | – | -27,431 | – | -0.95% | – |
| CCL | Exit | CARNIVAL CORPunit 99/99/9999 | $0 | – | -403,089 | – | -1.03% | – |
| Exit | SAILPOINT TECHNOLOGIES HLDGSnote 0.125% 9/1 | $0 | – | -6,531,000 | – | -1.07% | – | |
| Exit | DIGITAL WORLD ACQUISITION COunit 06/30/2028 | $0 | – | -1,042,775 | – | -1.07% | – | |
| Exit | SQUARE INCnote 0.125% 3/0 | $0 | – | -5,195,000 | – | -1.08% | – | |
| ACKIT | Exit | ACKRELL SPAC PARTNERS I COunit 99/99/9999 | $0 | – | -1,075,841 | – | -1.09% | – |
| Exit | CENAQ ENERGY CORPunit 02/04/2026 | $0 | – | -1,077,790 | – | -1.09% | – | |
| Exit | COUPA SOFTWARE INCnote 0.125% 6/1 | $0 | – | -7,275,000 | – | -1.12% | – | |
| Exit | ZSCALER INCnote 0.125% 7/0 | $0 | – | -6,195,000 | – | -1.15% | – | |
| NCLH | Exit | NORWEGIAN CRUISE LINE HLDG L | $0 | – | -425,544 | – | -1.16% | – |
| Exit | PALO ALTO NETWORKS INCnote 0.375% 6/0 | $0 | – | -7,500,000 | – | -1.26% | – | |
| ESSC | Exit | EAST STONE ACQUISITION CORP | $0 | – | -1,500,920 | – | -1.55% | – |
| Exit | ZILLOW GROUP INCnote 0.750% 9/0 | $0 | – | -7,528,000 | – | -1.58% | – | |
| BHP | Exit | BHP GROUP LTDsponsored ads | $0 | – | -941,314 | – | -5.14% | – |
| IWM | Exit | ISHARES TRrussell 2000 etf | $0 | – | -504,221 | – | -11.25% | – |
| SPY | Exit | SPDR S&P 500 ETF TRtr unit | $0 | – | -306,451 | – | -13.42% | – |
Q3 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SPY | Sell | SPDR S&P 500 ETF TRtr unit | $131,535,000 | -76.5% | 306,451 | -76.6% | 13.42% | -70.4% |
| IWM | New | ISHARES TRrussell 2000 etf | $110,268,000 | – | 504,221 | – | 11.25% | – |
| BHP | New | BHP GROUP LTDsponsored ads | $50,379,000 | – | 941,314 | – | 5.14% | – |
| New | ZILLOW GROUP INCnote 0.750% 9/0 | $15,526,000 | – | 7,528,000 | – | 1.58% | – | |
| ESSC | Sell | EAST STONE ACQUISITION CORP | $15,234,000 | -2.8% | 1,500,920 | -4.8% | 1.55% | +22.4% |
| New | PALO ALTO NETWORKS INCnote 0.375% 6/0 | $12,385,000 | – | 7,500,000 | – | 1.26% | – | |
| NCLH | Sell | NORWEGIAN CRUISE LINE HLDG L | $11,366,000 | -9.4% | 425,544 | -0.2% | 1.16% | +14.2% |
| New | ZSCALER INCnote 0.125% 7/0 | $11,275,000 | – | 6,195,000 | – | 1.15% | – | |
| Buy | COUPA SOFTWARE INCnote 0.125% 6/1 | $10,956,000 | +8.4% | 7,275,000 | +24.2% | 1.12% | +36.5% | |
| New | CENAQ ENERGY CORPunit 02/04/2026 | $10,724,000 | – | 1,077,790 | – | 1.09% | – | |
| ACKIT | Sell | ACKRELL SPAC PARTNERS I COunit 99/99/9999 | $10,694,000 | -8.1% | 1,075,841 | -8.5% | 1.09% | +15.8% |
| Buy | SQUARE INCnote 0.125% 3/0 | $10,542,000 | +28.3% | 5,195,000 | +29.9% | 1.08% | +61.7% | |
| New | DIGITAL WORLD ACQUISITION COunit 06/30/2028 | $10,532,000 | – | 1,042,775 | – | 1.07% | – | |
| Buy | SAILPOINT TECHNOLOGIES HLDGSnote 0.125% 9/1 | $10,477,000 | +274.8% | 6,531,000 | +335.4% | 1.07% | +373.0% | |
| CCL | Sell | CARNIVAL CORPunit 99/99/9999 | $10,081,000 | -5.6% | 403,089 | -0.5% | 1.03% | +19.0% |
| DIA | Sell | SPDR DOW JONES INDL AVERAGEut ser 1 | $9,280,000 | -70.6% | 27,431 | -70.0% | 0.95% | -62.9% |
| GLAQ | Sell | GLOBIS ACQUISITION CORP | $8,965,000 | -24.5% | 900,995 | -24.6% | 0.92% | -4.8% |
| New | ALLEGHENY TECHNOLOGIES INCnote 3.500% 6/1 | $8,650,000 | – | 6,500,000 | – | 0.88% | – | |
| Buy | ZENDESK INCnote 0.625% 6/1 | $8,385,000 | +471.6% | 6,630,000 | +563.0% | 0.86% | +618.5% | |
| SWK | Sell | STANLEY BLACK & DECKER INC | $8,164,000 | -25.9% | 46,571 | -13.3% | 0.83% | -6.6% |
| NEEPRO | Sell | NEXTERA ENERGY INCunit 09/01/2022s | $8,087,000 | -23.2% | 147,500 | -26.2% | 0.82% | -3.3% |
| VMAC | Sell | VISTAS MEDIA ACQUISITION CO | $8,041,000 | -5.3% | 805,680 | -5.4% | 0.82% | +19.2% |
| New | CLOVER LEAF CAPITAL CORP | $7,964,000 | – | 806,077 | – | 0.81% | – | |
| New | GLOBAL CONSUMER ACQUISITN CO | $7,945,000 | – | 811,570 | – | 0.81% | – | |
| New | WINVEST ACQUISITION CORPunit 08/09/2026 | $7,322,000 | – | 725,000 | – | 0.75% | – | |
| ADOC | Sell | EDOC ACQUISITION CORPcl a | $7,250,000 | -3.4% | 725,000 | -3.4% | 0.74% | +21.7% |
| QQQ | Buy | INVESCO QQQ TRunit ser 1 | $7,214,000 | +51.5% | 20,163 | +50.1% | 0.74% | +90.7% |
| VTAQ | Sell | VENTOUX CCM ACQUISITION CORP | $7,056,000 | -2.8% | 714,180 | -3.6% | 0.72% | +22.4% |
| IWD | New | ISHARES TRrus 1000 val etf | $6,730,000 | – | 43,000 | – | 0.69% | – |
| BREZ | Buy | BREEZE HOLDINGS ACQUISITN CO | $6,713,000 | +0.4% | 669,919 | +0.4% | 0.68% | +26.6% |
| Buy | HERCULES CAPITAL INCdbcv 4.375% 2/0 | $6,466,000 | +7.8% | 6,240,000 | +10.0% | 0.66% | +35.8% | |
| VCKA | Sell | VICKERS VANTAGE CORP I | $6,435,000 | -2.4% | 650,000 | -2.4% | 0.66% | +22.8% |
| Buy | SILICON LABORATORIES INCnote 0.625% 6/1 | $6,399,000 | +112.7% | 5,000,000 | +129.4% | 0.65% | +167.6% | |
| Buy | AMERICAN AIRLINES GROUP INCnote 6.500% 7/0 | $6,393,000 | +104.6% | 4,207,000 | +110.4% | 0.65% | +157.7% | |
| Buy | TWITTER INCnote 0.250% 6/1 | $6,274,000 | +356.3% | 5,000,000 | +400.0% | 0.64% | +476.6% | |
| New | INSULET CORPnote 0.375% 9/0 | $6,264,000 | – | 4,500,000 | – | 0.64% | – | |
| New | GIGCAPITAL 5 INCunit 99/99/9999 | $6,109,000 | – | 602,500 | – | 0.62% | – | |
| BENE | Sell | BENESSERE CAPITAL ACQUSTN CO | $5,881,000 | -2.1% | 590,500 | -2.1% | 0.60% | +23.5% |
| THCA | Buy | TUSCAN HLDGS CORP II | $5,792,000 | +15.8% | 575,180 | +15.0% | 0.59% | +45.9% |
| Sell | MONGODB INCnote 0.250% 1/1 | $5,708,000 | -9.5% | 2,500,000 | -28.6% | 0.58% | +13.9% | |
| ZNTE | Buy | ZANITE ACQUISITION CORP | $5,648,000 | +7.4% | 562,035 | +7.1% | 0.58% | +35.2% |
| GLSPT | Buy | GLOBAL SPAC PARTNERS COunit 03/12/2026 | $5,620,000 | +6.3% | 568,225 | +6.2% | 0.57% | +33.9% |
| PAIC | Buy | PETRA ACQUISITION INC | $5,425,000 | +2639.9% | 539,818 | +2631.2% | 0.55% | +3356.2% |
| AGBA | Sell | AGBA ACQUISITION LTD | $5,349,000 | -3.4% | 502,250 | -4.7% | 0.55% | +21.9% |
| UNH | Buy | UNITEDHEALTH GROUP INC | $5,209,000 | -1.4% | 13,331 | +1.1% | 0.53% | +24.1% |
| GS | Sell | GOLDMAN SACHS GROUP INC | $5,004,000 | -1.4% | 13,238 | -1.0% | 0.51% | +24.3% |
| MPAC | Buy | MODEL PERFORMANCE ACQU CORP | $4,925,000 | +12.4% | 500,000 | +12.4% | 0.50% | +41.4% |
| XLRN | New | ACCELERON PHARMA INC | $4,819,000 | – | 28,000 | – | 0.49% | – |
| MSFT | Sell | MICROSOFT CORP | $4,712,000 | -31.6% | 16,715 | -34.3% | 0.48% | -13.8% |
| VENA | Sell | VENUS ACQUISITION CORPORATIO | $4,677,000 | -15.8% | 472,427 | -15.9% | 0.48% | +6.0% |
| Buy | EQT CORPnote 1.750% 5/0 | $4,660,000 | +12.8% | 2,966,000 | +18.6% | 0.48% | +41.8% | |
| OTRA | Buy | OTR ACQUISITION CORP | $4,602,000 | +51.1% | 460,242 | +51.1% | 0.47% | +89.9% |
| ATA | Buy | AMERICAS TECHNOLOGY ACQSN CO | $4,573,000 | +10.0% | 459,647 | +9.6% | 0.47% | +38.6% |
| RAM | New | ARIES I ACQUISITION CORP | $4,500,000 | – | 459,231 | – | 0.46% | – |
| HD | Sell | HOME DEPOT INC | $4,493,000 | -10.7% | 13,686 | -13.2% | 0.46% | +12.5% |
| New | PONO CAPITAL CORPunit 09/30/2028 | $4,454,000 | – | 443,644 | – | 0.45% | – | |
| GBRG | Sell | GOLDENBRIDGE ACQUISITION LTD | $4,388,000 | -4.5% | 450,000 | -4.5% | 0.45% | +20.4% |
| New | FIREEYE INCnote 0.875% 6/0 | $4,345,000 | – | 4,100,000 | – | 0.44% | – | |
| BTAQ | New | BURGUNDY TECHNOLOGY ACQU CORcl a | $4,301,000 | – | 433,610 | – | 0.44% | – |
| DKDCA | Buy | DATA KNIGHTS ACQUISITION COR | $4,264,000 | +68.5% | 430,704 | +67.6% | 0.44% | +112.2% |
| New | BLUE SAFARI GRP ACQUISITN CO | $4,221,000 | – | 432,902 | – | 0.43% | – | |
| MAQC | Buy | MAQUIA CAPITAL ACQUISITION C | $4,218,000 | +42.7% | 425,161 | +41.7% | 0.43% | +79.9% |
| New | CLEANTECH ACQUISITION CORP | $4,209,000 | – | 429,449 | – | 0.43% | – | |
| ACEV | New | ACE CONVERGENCE ACQU CORPcl a | $4,064,000 | – | 412,554 | – | 0.42% | – |
| New | PACIFICO ACQUISITION CORP | $4,044,000 | – | 414,733 | – | 0.41% | – | |
| LCAP | Buy | LIONHEART ACQUISITION CORP I | $3,968,000 | +395.4% | 400,829 | +392.9% | 0.40% | +523.1% |
| MBTC | Buy | NOCTURNE ACQUISITION CORPordinary shares | $3,940,000 | +149.5% | 400,000 | +146.9% | 0.40% | +214.1% |
| New | PHP VENTURES ACQUISITION CORunit 01/01/2023 | $3,849,000 | – | 380,300 | – | 0.39% | – | |
| New | WESTERN DIGITAL CORP.note 1.500% 2/0 | $3,689,000 | – | 3,675,000 | – | 0.38% | – | |
| Sell | VARONIS SYS INCnote 1.250% 8/1 | $3,640,000 | -33.4% | 1,773,000 | -36.7% | 0.37% | -16.3% | |
| CRM | Sell | SALESFORCE COM INC | $3,631,000 | +1.3% | 13,389 | -8.8% | 0.37% | +27.6% |
| CCAC | New | CITIC CAPITAL ACQUISITION CO | $3,595,000 | – | 363,149 | – | 0.37% | – |
| ZGYH | Sell | YUNHONG INTL | $3,584,000 | -28.3% | 350,000 | -30.0% | 0.37% | -9.6% |
| CHPM | Buy | CHP MERGER CORP | $3,508,000 | +413.6% | 350,822 | +408.5% | 0.36% | +550.9% |
| New | AGRICO ACQUISITION CORP | $3,432,000 | – | 344,875 | – | 0.35% | – | |
| New | WORKDAY INCnote 0.250%10/0 | $3,417,000 | – | 2,000,000 | – | 0.35% | – | |
| Buy | ARES CAPITAL CORPnote 3.750% 2/0 | $3,325,000 | +152.7% | 3,095,000 | +146.6% | 0.34% | +216.8% | |
| New | BANNIX ACQUISITION CORPunit 07/31/2026 | $3,310,000 | – | 328,045 | – | 0.34% | – | |
| TREB | New | TREBIA ACQUISITION CORP | $3,217,000 | – | 324,617 | – | 0.33% | – |
| MCD | Sell | MCDONALDS CORP | $3,214,000 | -7.2% | 13,329 | -11.1% | 0.33% | +16.7% |
| Sell | ARBOR REALTY TRUST INCnote 4.750%11/0 | $3,203,000 | -57.6% | 2,868,000 | -59.0% | 0.33% | -46.6% | |
| Buy | LIVE NATION ENTERTAINMENT INnote 2.000% 2/1 | $3,195,000 | +186.8% | 2,800,000 | +180.0% | 0.33% | +262.2% | |
| LMAO | Buy | LMF ACQUISITION OPPORTUNIT I | $3,187,000 | +47.6% | 323,565 | +47.6% | 0.32% | +85.7% |
| V | Sell | VISA INC | $3,114,000 | -16.3% | 13,979 | -12.2% | 0.32% | +5.6% |
| New | DTRT HEALTH ACQUISITION CORPunit 08/31/2029 | $2,999,000 | – | 297,846 | – | 0.31% | – | |
| New | PARABELLUM ACQUISITION CORPunit 99/99/9999 | $2,985,000 | – | 300,000 | – | 0.30% | – | |
| New | WIX COM LTDnote 7/0 | $2,963,000 | – | 2,000,000 | – | 0.30% | – | |
| New | OKTA INCnote 0.125% 9/0 | $2,944,000 | – | 2,100,000 | – | 0.30% | – | |
| New | G3 VRM ACQUISITION CORP | $2,941,000 | – | 300,100 | – | 0.30% | – | |
| BCYP | Buy | BIG CYPRESS ACQUISITION CORP | $2,930,000 | +10.5% | 294,482 | +9.4% | 0.30% | +39.1% |
| BA | Sell | BOEING CO | $2,917,000 | -12.9% | 13,263 | -5.1% | 0.30% | +10.0% |
| AAPL | Sell | APPLE INC | $2,909,000 | -45.2% | 20,559 | -46.9% | 0.30% | -30.9% |
| GLEO | New | GALILEO ACQUISITION CORP | $2,881,000 | – | 286,635 | – | 0.29% | – |
| AMGN | Buy | AMGEN INC | $2,854,000 | -11.2% | 13,419 | +1.8% | 0.29% | +11.9% |
| HON | Sell | HONEYWELL INTL INC | $2,829,000 | -9.1% | 13,326 | -6.1% | 0.29% | +14.7% |
| New | CREE INCnote 1.750% 5/0 | $2,763,000 | – | 1,500,000 | – | 0.28% | – | |
| TWLVU | New | TWELVE SEAS INVESTMENT CO IIunit 99/99/9999 | $2,722,000 | – | 275,000 | – | 0.28% | – |
| ALAC | Sell | ALBERTON ACQUISITION CORP | $2,698,000 | -25.6% | 245,242 | -25.6% | 0.28% | -6.5% |
| New | CHAVANT CAPITAL ACQUISITN COordinary shares | $2,683,000 | – | 275,131 | – | 0.27% | – | |
| ACBA | Buy | ACE GLOBAL BUSINESS ACQU LTDordinary shares | $2,669,000 | +34.1% | 268,274 | +34.1% | 0.27% | +68.9% |
| CAT | Sell | CATERPILLAR INC | $2,576,000 | -15.3% | 13,418 | -4.0% | 0.26% | +6.9% |
| New | GLADSTONE ACQUISITION CORPunit 04/01/2024 | $2,548,000 | – | 250,000 | – | 0.26% | – | |
| New | MINORITY EQUALITY OPPORTUNITunit 08/26/2026 | $2,543,000 | – | 253,574 | – | 0.26% | – | |
| New | DATADOG INCnote 0.125% 6/1 | $2,465,000 | – | 1,500,000 | – | 0.25% | – | |
| TMTS | Buy | SPARTACUS ACQUISITION CORPcl a | $2,388,000 | +4.2% | 238,365 | +4.3% | 0.24% | +31.2% |
| SCVX | Buy | SCVX CORP | $2,337,000 | +61.5% | 236,087 | +61.6% | 0.24% | +103.4% |
| MMM | Sell | 3M CO | $2,331,000 | -16.3% | 13,290 | -5.2% | 0.24% | +5.3% |
| GIG | Buy | GIGCAPITAL4 INC | $2,278,000 | +1.8% | 231,516 | +1.8% | 0.23% | +28.2% |
| DIS | Buy | DISNEY WALT CO | $2,276,000 | -1.8% | 13,453 | +2.0% | 0.23% | +23.4% |
| BHSE | Buy | BULL HORN HLDGS CORP | $2,257,000 | +903.1% | 228,017 | +903.2% | 0.23% | +1177.8% |
| AXP | Sell | AMERICAN EXPRESS CO | $2,246,000 | +0.4% | 13,409 | -0.9% | 0.23% | +26.5% |
| JPM | Sell | JPMORGAN CHASE & CO | $2,223,000 | -3.5% | 13,580 | -8.3% | 0.23% | +21.4% |
| New | MOUNTAIN CREST ACQUSITN CRP | $2,214,000 | – | 228,298 | – | 0.23% | – | |
| JNJ | Buy | JOHNSON & JOHNSON | $2,185,000 | +0.6% | 13,527 | +2.6% | 0.22% | +26.7% |
| EDTX | Buy | EDTECHX HOLDINGS ACQU CORP I | $2,100,000 | +10.4% | 212,152 | +10.4% | 0.21% | +39.0% |
| TRV | Sell | TRAVELERS COMPANIES INC | $2,009,000 | +0.8% | 13,218 | -0.8% | 0.20% | +27.3% |
| New | AESTHER HEALTHCARE ACQSTN COunit 09/14/2026 | $2,008,000 | – | 200,000 | – | 0.20% | – | |
| NKE | Sell | NIKE INCcl b | $2,002,000 | -20.4% | 13,787 | -15.3% | 0.20% | 0.0% |
| New | HHG CAPITAL CORPORATIONunit 02/25/2026 | $1,932,000 | – | 188,507 | – | 0.20% | – | |
| KWAC | Buy | KINGSWOOD ACQUISITION CORP | $1,905,000 | +41.2% | 191,454 | +41.2% | 0.19% | +78.0% |
| PG | Buy | PROCTER AND GAMBLE CO | $1,887,000 | +6.1% | 13,499 | +2.4% | 0.19% | +34.0% |
| New | AFTERNEXT HEALTHTECH ACQUISIunit 99/99/9999 | $1,873,000 | – | 188,088 | – | 0.19% | – | |
| WMT | Buy | WALMART INC | $1,864,000 | +0.2% | 13,370 | +1.4% | 0.19% | +25.8% |
| New | RINGCENTRAL INCnote 3/1 | $1,866,000 | – | 2,000,000 | – | 0.19% | – | |
| IBM | Sell | INTERNATIONAL BUSINESS MACHS | $1,848,000 | -13.8% | 13,303 | -9.1% | 0.19% | +8.6% |
| New | AKAMAI TECHNOLOGIES INCnote 0.125% 5/0 | $1,798,000 | – | 1,490,000 | – | 0.18% | – | |
| GLBL | New | CARTESIAN GROWTH CORP | $1,722,000 | – | 174,815 | – | 0.18% | – |
| New | NOVA VISION ACQUISITION CORPunit 07/20/2026 | $1,708,000 | – | 170,000 | – | 0.17% | – | |
| New | 8X8 INC NEWnote 0.500% 2/0 | $1,678,000 | – | 1,500,000 | – | 0.17% | – | |
| New | ALPINE ACQUISITION CORPORATIunit 05/01/2026 | $1,663,000 | – | 165,672 | – | 0.17% | – | |
| New | 2U INCnote 2.250% 5/0 | $1,591,000 | – | 1,145,000 | – | 0.16% | – | |
| New | ABRI SPAC I INC | $1,504,000 | – | 155,057 | – | 0.15% | – | |
| SV | Buy | SPRING VY ACQUISITION CORPcl a | $1,488,000 | +87.4% | 152,579 | +91.2% | 0.15% | +137.5% |
| OCAX | Sell | OCA ACQUISITION CORP | $1,436,000 | -14.4% | 146,549 | -14.4% | 0.15% | +7.4% |
| New | GOLDEN PATH ACQUISITION CORPordinary shares | $1,371,000 | – | 140,580 | – | 0.14% | – | |
| CVX | Sell | CHEVRON CORP NEW | $1,363,000 | -17.7% | 13,437 | -15.0% | 0.14% | +3.7% |
| Sell | ZYNGA INCnote 0.250% 6/0 | $1,363,000 | -76.7% | 1,200,000 | -71.9% | 0.14% | -70.7% | |
| New | NORTHERN LIGHTS ACQUISITN CO | $1,300,000 | – | 131,269 | – | 0.13% | – | |
| BWAC | Buy | BETTER WORLD ACQUISITION COR | $1,277,000 | +361.0% | 126,716 | +357.5% | 0.13% | +490.9% |
| RPD | New | RAPID7 INC | $1,232,000 | – | 10,900 | – | 0.13% | – |
| Sell | CNX RES CORPnote 2.250% 5/0 | $1,239,000 | -79.8% | 1,000,000 | -78.9% | 0.13% | -74.6% | |
| OMCL | New | OMNICELL COM | $1,187,000 | – | 8,000 | – | 0.12% | – |
| AMAO | Buy | AMERICAN ACQUISITION OPPT IN | $1,155,000 | +0.6% | 117,300 | +1.1% | 0.12% | +26.9% |
| AQNU | New | ALGONQUIN PWR UTILS CORPunit 99/99/9999 | $1,145,000 | – | 25,000 | – | 0.12% | – |
| NGAB | New | NORTHERN GENESIS ACQUISITION | $1,141,000 | – | 114,970 | – | 0.12% | – |
| LGV | New | LONGVIEW ACQUISITION CORP II | $1,058,000 | – | 107,829 | – | 0.11% | – |
| MRK | Buy | MERCK & CO INC | $1,015,000 | -1.1% | 13,514 | +2.5% | 0.10% | +25.3% |
| BOWX | New | BOWX ACQUISITION CORPcl a | $995,000 | – | 100,000 | – | 0.10% | – |
| EJFA | New | EJF ACQUISITION CORP | $986,000 | – | 100,000 | – | 0.10% | – |
| New | CHARDAN NEXTECH ACQUISITION | $980,000 | – | 100,000 | – | 0.10% | – | |
| MCAD | New | MOUNTAIN CREST ACQUSTN CORP | $946,000 | – | 94,962 | – | 0.10% | – |
| ENNV | New | ECP ENVIRONMENTAL GW OPT COR | $933,000 | – | 94,857 | – | 0.10% | – |
| New | CYBERARK SOFTWARE LTDnote 11/1 | $909,000 | – | 766,000 | – | 0.09% | – | |
| New | TRADEUP ACQUISITION CORP | $866,000 | – | 88,349 | – | 0.09% | – | |
| ALTU | Sell | ALTITUDE ACQUISITION CORP | $855,000 | -9.3% | 87,248 | -9.3% | 0.09% | +14.5% |
| ETAC | Sell | E MERGE TECHNOLOGY ACQUISITI | $774,000 | -54.5% | 79,366 | -54.4% | 0.08% | -42.8% |
| MACA | Buy | MORINGA ACQUISITION CORP | $764,000 | +45.5% | 79,046 | +45.3% | 0.08% | +81.4% |
| MCMJ | New | MERIDA MERGER CORP I | $760,000 | – | 76,390 | – | 0.08% | – |
| KO | Buy | COCA COLA CO | $767,000 | +7.4% | 14,623 | +10.9% | 0.08% | +34.5% |
| DOW | Sell | DOW INC | $766,000 | -20.8% | 13,300 | -12.9% | 0.08% | 0.0% |
| VZ | Buy | VERIZON COMMUNICATIONS INC | $741,000 | +0.3% | 13,723 | +4.1% | 0.08% | +26.7% |
| CSCO | Sell | CISCO SYS INC | $747,000 | -29.8% | 13,730 | -31.6% | 0.08% | -11.6% |
| INTC | Sell | INTEL CORP | $731,000 | -34.2% | 13,719 | -30.7% | 0.08% | -16.7% |
| AEP | Sell | AMERICAN ELEC PWR CO INC | $720,000 | -34.5% | 8,864 | -31.8% | 0.07% | -18.0% |
| PGRW | New | PROGRESS ACQUISITION CORP | $717,000 | – | 73,500 | – | 0.07% | – |
| HTPA | New | HIGHLAND TRANSCEND PARTNERS | $713,000 | – | 72,431 | – | 0.07% | – |
| RCLF | Buy | ROSECLIFF ACQUISITION CORP I | $672,000 | +39.1% | 69,639 | +39.3% | 0.07% | +76.9% |
| AMZN | Sell | AMAZON COM INC | $670,000 | -67.1% | 204 | -65.5% | 0.07% | -58.8% |
| WBA | Buy | WALGREENS BOOTS ALLIANCE INC | $625,000 | -9.9% | 13,281 | +0.7% | 0.06% | +14.3% |
| BOAS | New | BOA ACQUISITION CORP | $613,000 | – | 63,567 | – | 0.06% | – |
| NXU | New | NOVUS CAPITAL CORPORATION II | $608,000 | – | 61,710 | – | 0.06% | – |
| New | OXBRIDGE ACQUISITION CORPunit 07/30/2026 | $579,000 | – | 57,330 | – | 0.06% | – | |
| TCVA | New | TCV ACQUISITION CORP | $570,000 | – | 58,131 | – | 0.06% | – |
| ADEX | Sell | ADIT EDTECH ACQUISITION CORP | $566,000 | -41.3% | 58,608 | -41.4% | 0.06% | -25.6% |
| ENPC | Buy | EXECUTIVE NETWORK PARTNERINGcl a | $544,000 | +6.9% | 55,400 | +6.0% | 0.06% | +34.1% |
| New | WINNEBAGO INDS INCnote 1.500% 4/0 | $527,000 | – | 400,000 | – | 0.05% | – | |
| DLR | New | DIGITAL RLTY TR INC | $511,000 | – | 3,537 | – | 0.05% | – |
| LSAQ | New | LIFESCI ACQUISITION II CORP | $500,000 | – | 49,980 | – | 0.05% | – |
| EQHA | Buy | EQ HEALTH ACQUISITION CORP | $497,000 | +28.8% | 51,535 | +28.8% | 0.05% | +64.5% |
| CAS | Sell | CASCADE ACQUISITION CORP | $501,000 | -12.6% | 50,813 | -12.6% | 0.05% | +10.9% |
| New | ARTEMIS STRATEGIC INVT CORPunit 09/30/2026 | $500,000 | – | 50,000 | – | 0.05% | – | |
| GCAC | New | GROWTH CAP ACQUISITION CORPcl a | $494,000 | – | 50,000 | – | 0.05% | – |
| DWIN | Sell | DELWINDS INS ACQUISITION COR | $486,000 | -73.8% | 49,825 | -73.9% | 0.05% | -66.7% |
| VOSO | New | VIRTUOSO ACQUISITION CORP | $490,000 | – | 50,000 | – | 0.05% | – |
| KSI | Sell | KADEM SUSTAINABLE IMPACT COR | $482,000 | -55.9% | 50,000 | -55.9% | 0.05% | -44.9% |
| ADRA | Sell | ADARA ACQUISITION CORP | $485,000 | -80.0% | 50,000 | -79.9% | 0.05% | -75.0% |
| LJAQ | Sell | LIGHTJUMP ACQUISITION CORP | $485,000 | -71.8% | 50,000 | -71.8% | 0.05% | -64.7% |
| CPTK | Sell | CROWN PROPTECH ACQUISITIONS | $459,000 | -5.4% | 47,293 | -5.4% | 0.05% | +20.5% |
| AEPPL | New | AMERICAN ELEC PWR CO INCunit 08/01/2021 | $437,000 | – | 9,262 | – | 0.04% | – |
| GDX | Sell | VANECK ETF TRUSTgold miners etf | $442,000 | -75.2% | 15,000 | -71.4% | 0.04% | -68.8% |
| SPLK | New | SPLUNK INC | $434,000 | – | 3,000 | – | 0.04% | – |
| OCA | Buy | OMNICHANNEL ACQUISITION CORP | $404,000 | +64.9% | 41,195 | +64.8% | 0.04% | +105.0% |
| ITAC | New | INDUSTRIAL TECH ACQU INC | $392,000 | – | 39,208 | – | 0.04% | – |
| FSNB | Sell | FUSION ACQUISITION CORP II | $387,000 | -19.9% | 40,100 | -19.8% | 0.04% | 0.0% |
| FB | New | FACEBOOK INCcl a | $380,000 | – | 1,119 | – | 0.04% | – |
| BDX | Buy | BECTON DICKINSON & CO | $378,000 | +3.6% | 1,537 | +2.5% | 0.04% | +30.0% |
| KINZ | Sell | KINS TECHNOLOGY GROUP INC | $368,000 | -80.7% | 37,318 | -80.8% | 0.04% | -75.5% |
| GXII | Sell | GX ACQUISITION CORP II | $376,000 | 0.0% | 38,980 | -0.1% | 0.04% | +26.7% |
| GAMC | Sell | GOLDEN ARROW MERGER CORP | $364,000 | -62.2% | 37,741 | -62.1% | 0.04% | -52.6% |
| ITHX | Sell | ITHAX ACQUISITION CORP | $358,000 | -63.0% | 37,120 | -63.0% | 0.04% | -52.6% |
| MTAC | New | MEDTECH ACQUISITION CORP | $362,000 | – | 36,490 | – | 0.04% | – |
| TINV | New | TIGA ACQUISITION CORP | $360,000 | – | 35,687 | – | 0.04% | – |
| SIL | Sell | GLOBAL X FDSglobal x silver | $351,000 | -53.0% | 10,000 | -42.9% | 0.04% | -40.0% |
| GOOGL | New | ALPHABET INCcap stk cl a | $337,000 | – | 126 | – | 0.03% | – |
| MDH | Buy | MDH ACQUISITION CORP | $331,000 | +23.5% | 33,600 | +21.1% | 0.03% | +54.5% |
| RCHG | Sell | RECHARGE ACQUISITION CORP | $309,000 | -58.0% | 31,580 | -57.9% | 0.03% | -46.7% |
| GOOG | New | ALPHABET INCcap stk cl c | $317,000 | – | 119 | – | 0.03% | – |
| New | NRG ENERGY INCdbcv 2.750% 6/0 | $309,000 | – | 265,000 | – | 0.03% | – | |
| New | SPLUNK INCnote 1.125% 6/1 | $310,000 | – | 315,000 | – | 0.03% | – | |
| TMKR | Sell | TASTEMAKER ACQUISITION CORP | $303,000 | -82.0% | 31,196 | -82.0% | 0.03% | -77.2% |
| TSLA | Sell | TESLA INC | $295,000 | -77.0% | 381 | -79.8% | 0.03% | -71.2% |
| New | ALTERYX INCnote 1.000% 8/0 | $273,000 | – | 300,000 | – | 0.03% | – | |
| HPX | Buy | HPX CORP | $259,000 | +31.5% | 26,535 | +31.4% | 0.03% | +62.5% |
| NVDA | Buy | NVIDIA CORPORATION | $242,000 | -70.3% | 1,170 | +14.8% | 0.02% | -62.1% |
| ENVI | New | ENVIRONMENTAL IMPACT ACQU CO | $244,000 | – | 24,638 | – | 0.02% | – |
| CVII | Sell | CHURCHILL CAPITAL CORP VII | $238,000 | -51.0% | 24,479 | -51.0% | 0.02% | -38.5% |
| BGSX | New | BUILD ACQUISITION CORP | $197,000 | – | 20,367 | – | 0.02% | – |
| OSTR | Sell | OYSTER ENTERPRISES ACQ CORP | $179,000 | -91.5% | 18,600 | -91.4% | 0.02% | -89.4% |
| New | HERBALIFE NUTRITION LTDnote 2.625% 3/1 | $180,000 | – | 178,000 | – | 0.02% | – | |
| ZNGA | New | ZYNGA INCcl a | $181,000 | – | 24,100 | – | 0.02% | – |
| MUDS | New | MUDRICK CAPITAL ACQU CORP II | $165,000 | – | 16,801 | – | 0.02% | – |
| PSAG | New | PROPERTY SOLUTIONS ACQUISITI | $162,000 | – | 16,819 | – | 0.02% | – |
| AGAC | Sell | AFRICAN GOLD ACQUISITION COR | $145,000 | -44.4% | 15,000 | -44.4% | 0.02% | -28.6% |
| New | CHW ACQUISITION CORPORATION | $145,000 | – | 15,000 | – | 0.02% | – | |
| ISLE | New | ISLEWORTH HEALTHCARE ACQU CO | $145,000 | – | 14,968 | – | 0.02% | – |
| FLME | Sell | FLAME ACQUISITION CORP | $144,000 | -81.0% | 15,000 | -80.9% | 0.02% | -75.4% |
| New | ROTH CH ACQUISITION IV CO | $142,000 | – | 14,398 | – | 0.01% | – | |
| BCAC | New | BROOKLINE CAP ACQUISITION CO | $126,000 | – | 12,674 | – | 0.01% | – |
| QQQ | New | INVESCO QQQ TRput | $129,000 | – | 20,163 | – | 0.01% | – |
| New | ENVESTNET INCnote 1.750% 6/0 | $128,000 | – | 101,000 | – | 0.01% | – | |
| CRHC | New | COHN ROBBINS HOLDINGS CORP | $115,000 | – | 11,689 | – | 0.01% | – |
| NCLH | Sell | NORWEGIAN CRUISE LINE HLDG Lput | $109,000 | -5.2% | 425,544 | -0.2% | 0.01% | +22.2% |
| EVOJ | New | EVO ACQUISITION CORP | $99,000 | – | 10,250 | – | 0.01% | – |
| New | CIIG CAPITAL PARTNERS II INCunit 02/28/2028 | $101,000 | – | 10,000 | – | 0.01% | – | |
| FACAWS | New | FIGURE ACQUISITION CORP I*w exp 03/31/202 | $29,000 | – | 27,149 | – | 0.00% | – |
| GDX | Sell | VANECK ETF TRUSTcall | $23,000 | -65.7% | 15,000 | -71.4% | 0.00% | -60.0% |
| CCL | Sell | CARNIVAL CORPput | $16,000 | -75.0% | 403,089 | -0.5% | 0.00% | -60.0% |
| BBIG | New | VINCO VENTURES INCcall | $12,000 | – | 100,000 | – | 0.00% | – |
| New | GINKGO BIOWORKS HOLDINGS INCcall | $10,000 | – | 200,000 | – | 0.00% | – | |
| VHAQRT | New | VIVEON HEALTH ACQUISITION COright 12/31/2025 | $5,000 | – | 25,431 | – | 0.00% | – |
| Exit | BILIBILI INCput | $0 | – | -542,000 | – | 0.00% | – | |
| GOEV | Exit | CANOO INCcall | $0 | – | -100,000 | – | -0.00% | – |
| BOX | Exit | BOX INCcall | $0 | – | -100,000 | – | -0.00% | – |
| SPCE | Exit | VIRGIN GALACTIC HOLDINGS INCput | $0 | – | -200,000 | – | -0.01% | – |
| PICC | Exit | PIVOTAL INVESTMENT CORP III | $0 | – | -10,357 | – | -0.01% | – |
| NGAC | Exit | NEXTGEN ACQUISITION CORPcl a | $0 | – | -10,000 | – | -0.01% | – |
| RMGC | Exit | RMG ACQUISITION CORP III | $0 | – | -15,472 | – | -0.01% | – |
| GE | Exit | GENERAL ELECTRIC CO | $0 | – | -12,638 | – | -0.01% | – |
| Exit | Q2 HLDGS INCnote 0.750% 6/0 | $0 | – | -142,000 | – | -0.02% | – | |
| AMAT | Exit | APPLIED MATLS INC | $0 | – | -1,499 | – | -0.02% | – |
| FISV | Exit | FISERV INC | $0 | – | -1,946 | – | -0.02% | – |
| APD | Exit | AIR PRODS & CHEMS INC | $0 | – | -718 | – | -0.02% | – |
| UNP | Exit | UNION PAC CORP | $0 | – | -958 | – | -0.02% | – |
| ARBG | Exit | AEQUI ACQUISITION CORP | $0 | – | -21,509 | – | -0.02% | – |
| SHW | Exit | SHERWIN WILLIAMS CO | $0 | – | -776 | – | -0.02% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -2,932 | – | -0.02% | – |
| UPS | Exit | UNITED PARCEL SERVICE INCcl b | $0 | – | -1,043 | – | -0.02% | – |
| PTK | Exit | PTK ACQUISITION CORP | $0 | – | -22,368 | – | -0.02% | – |
| BKNG | Exit | BOOKING HOLDINGS INC | $0 | – | -101 | – | -0.02% | – |
| INTU | Exit | INTUIT | $0 | – | -448 | – | -0.02% | – |
| GOAC | Exit | GO ACQUISITION CORP | $0 | – | -23,354 | – | -0.02% | – |
| FORE | Exit | FORESIGHT ACQUISITION CORPcl a | $0 | – | -25,000 | – | -0.02% | – |
| GSQD | Exit | G SQUARED ASCEND I INC | $0 | – | -25,000 | – | -0.02% | – |
| YSAC | Exit | YELLOWSTONE ACQUISITION CO | $0 | – | -25,000 | – | -0.02% | – |
| ACII | Exit | ATLAS CREST INVESTMENT CORP | $0 | – | -25,000 | – | -0.02% | – |
| ADF | Exit | ALDEL FINANCIAL INC | $0 | – | -25,600 | – | -0.02% | – |
| QCOM | Exit | QUALCOMM INC | $0 | – | -1,844 | – | -0.02% | – |
| XPOA | Exit | DPCM CAP INC | $0 | – | -28,166 | – | -0.02% | – |
| BRKB | Exit | BERKSHIRE HATHAWAY INC DELcl b new | $0 | – | -1,016 | – | -0.02% | – |
| TXN | Exit | TEXAS INSTRS INC | $0 | – | -1,511 | – | -0.02% | – |
| TGT | Exit | TARGET CORP | $0 | – | -1,202 | – | -0.02% | – |
| ACN | Exit | ACCENTURE PLC IRELAND | $0 | – | -1,026 | – | -0.02% | – |
| ASAX | Exit | ASTREA ACQUISITION CORP | $0 | – | -31,900 | – | -0.02% | – |
| XOM | Exit | EXXON MOBIL CORP | $0 | – | -5,057 | – | -0.03% | – |
| AVGO | Exit | BROADCOM INC | $0 | – | -668 | – | -0.03% | – |
| SBUX | Exit | STARBUCKS CORP | $0 | – | -2,887 | – | -0.03% | – |
| LOW | Exit | LOWES COS INC | $0 | – | -1,717 | – | -0.03% | – |
| ITQ | Exit | ITIQUIRA ACQUISITION CORP | $0 | – | -39,791 | – | -0.03% | – |
| AVAN | Exit | AVANTI ACQUISITION CORP | $0 | – | -40,000 | – | -0.03% | – |
| Exit | JAZZ INVESTMENTS I LTDnote 1.500% 8/1 | $0 | – | -400,000 | – | -0.04% | – | |
| JWSM | Exit | JAWS MUSTANG ACQUISITION COR | $0 | – | -45,239 | – | -0.04% | – |
| ADBE | Exit | ADOBE SYSTEMS INCORPORATED | $0 | – | -781 | – | -0.04% | – |
| KLAQ | Exit | KL ACQUISITION CORP | $0 | – | -48,929 | – | -0.04% | – |
| ADER | Exit | 26 CAPITAL ACQUISITION CORP | $0 | – | -50,000 | – | -0.04% | – |
| TWNI | Exit | TAILWIND INTERNATNAL ACQ COR | $0 | – | -50,000 | – | -0.04% | – |
| KRNL | Exit | KERNEL GROUP HOLDINGS INC | $0 | – | -50,000 | – | -0.04% | – |
| TBCP | Exit | THUNDER BRIDGE CAP PRTNRS II | $0 | – | -49,800 | – | -0.04% | – |
| JCIC | Exit | JACK CREEK INVESTMENT CORP | $0 | – | -49,297 | – | -0.04% | – |
| LIN | Exit | LINDE PLC | $0 | – | -1,686 | – | -0.04% | – |
| TLGA | Exit | TLG ACQUISITION ONE CORP | $0 | – | -49,358 | – | -0.04% | – |
| PNTM | Exit | PONTEM CORPORATION | $0 | – | -50,000 | – | -0.04% | – |
| LHC | Exit | LEO HLDGS CORP II | $0 | – | -50,000 | – | -0.04% | – |
| DEH | Exit | D8 HOLDINGS CORP | $0 | – | -49,700 | – | -0.04% | – |
| FOXW | Exit | FOXWAYNE ENTERPRIS AQSTN COR | $0 | – | -50,000 | – | -0.04% | – |
| SCOA | Exit | SCION TECH GROWTH I | $0 | – | -50,000 | – | -0.04% | – |
| GHAC | Exit | GAMING & HOSPITALITY ACQU CO | $0 | – | -50,569 | – | -0.04% | – |
| SRNG | Exit | SOARING EAGLE ACQUISITION CO | $0 | – | -50,000 | – | -0.04% | – |
| NLITU | Exit | NORTHERN LIGHTS ACQUISITN COunit 11/01/2027 | $0 | – | -50,000 | – | -0.04% | – |
| LATN | Exit | UNION ACQUISITION CORP II | $0 | – | -50,000 | – | -0.04% | – |
| MA | Exit | MASTERCARD INCORPORATEDcl a | $0 | – | -1,412 | – | -0.04% | – |
| Exit | LIVONGO HEALTH INCnote 0.875% 6/0 | $0 | – | -340,000 | – | -0.04% | – | |
| NAAC | Exit | NORTH ATLANTIC ACQUISITN COR | $0 | – | -55,000 | – | -0.04% | – |
| BIOT | Exit | BIOTECH ACQUISITION COMPANY | $0 | – | -57,650 | – | -0.04% | – |
| DCRN | Exit | DECARBONIZATION PLUS ACQU II | $0 | – | -56,068 | – | -0.04% | – |
| PYPL | Exit | PAYPAL HLDGS INC | $0 | – | -1,921 | – | -0.04% | – |
| BITE | Exit | BITE ACQUISITION CORP | $0 | – | -60,000 | – | -0.05% | – |
| XPDI | Exit | POWER & DIGITAL INFRA ACQ CO | $0 | – | -59,149 | – | -0.05% | – |
| SCAQ | Exit | STRATIM CLOUD ACQUISITION CO | $0 | – | -66,799 | – | -0.05% | – |
| DFNS | Exit | LGL SYS ACQUISITION CORP | $0 | – | -67,203 | – | -0.05% | – |
| KVSC | Exit | KHOSLA VENTURES ACQUT CO III | $0 | – | -69,188 | – | -0.06% | – |
| Exit | GOLDEN PATH ACQUISITION CORPunit 01/31/2028 | $0 | – | -70,600 | – | -0.06% | – | |
| PUCK | Exit | GOAL ACQUISITIONS CORP | $0 | – | -85,346 | – | -0.07% | – |
| EPWR | Exit | EMPOWERMENT & INCLUSION CAPI | $0 | – | -88,744 | – | -0.07% | – |
| NRAC | Exit | NOBLE ROCK ACQUISITION CORP | $0 | – | -93,110 | – | -0.07% | – |
| CLAS | Exit | CLASS ACCELERATION CORP | $0 | – | -100,000 | – | -0.08% | – |
| HCAR | Exit | HEALTHCARE SERVICES ACQU COR | $0 | – | -101,300 | – | -0.08% | – |
| Exit | CLEVELAND-CLIFFS INC NEWdbcv 1.500% 1/1 | $0 | – | -370,000 | – | -0.08% | – | |
| NEEPRP | Exit | NEXTERA ENERGY INCunit 99/99/9999 | $0 | – | -25,000 | – | -0.09% | – |
| COVA | Exit | COVA ACQUISITION CORP | $0 | – | -116,119 | – | -0.09% | – |
| TWLV | Exit | TWELVE SEAS INVESTMENT CO II | $0 | – | -126,400 | – | -0.10% | – |
| ATSPT | Exit | ARCHIMEDES TECH SPAC PARTNRunit 99/99/9999 | $0 | – | -125,812 | – | -0.10% | – |
| DBDR | Exit | ROMAN DBDR TECH ACQUISITION | $0 | – | -130,615 | – | -0.11% | – |
| PIAI | Exit | PRIME IMPACT ACQUISITION I | $0 | – | -141,982 | – | -0.11% | – |
| ACAH | Exit | ATLANTIC COASTAL ACQUISTN CO | $0 | – | -145,019 | – | -0.11% | – |
| INKA | Exit | KLUDEIN I ACQUISITION CORPcl a | $0 | – | -144,300 | – | -0.11% | – |
| QFTA | Exit | QUANTUM FINTECH ACQUISTIN CO | $0 | – | -149,800 | – | -0.12% | – |
| OTECU | Exit | OCEANTECH ACQUISITIONS I CORunit 05/12/2026 | $0 | – | -150,000 | – | -0.12% | – |
| GFLU | Exit | GFL ENVIRONMENTAL INCunit 99/99/9999t | $0 | – | -20,853 | – | -0.13% | – |
| Exit | INSIGHT ENTERPRISES INCnote 0.750% 2/1 | $0 | – | -1,028,000 | – | -0.13% | – | |
| Exit | BILIBILI INCnote 1.250% 6/1 | $0 | – | -542,000 | – | -0.13% | – | |
| DUNE | Exit | DUNE ACQUISITION CORP | $0 | – | -172,000 | – | -0.14% | – |
| EAC | Exit | EDIFY ACQUISITION CORPcl a | $0 | – | -175,000 | – | -0.14% | – |
| FCAC | Exit | FALCON CAPITAL ACQUISITN COR | $0 | – | -195,088 | – | -0.16% | – |
| ASAQ | Exit | ATLANTIC AVE ACQUISITION COR | $0 | – | -206,397 | – | -0.16% | – |
| Exit | EXACT SCIENCES CORPnote 0.375% 3/0 | $0 | – | -2,000,000 | – | -0.20% | – | |
| Exit | ETSY INCnote 0.125%10/0 | $0 | – | -1,063,000 | – | -0.21% | – | |
| Exit | HALOZYME THERAPEUTICS INCnote 1.250%12/0 | $0 | – | -1,300,000 | – | -0.21% | – | |
| Exit | MARRIOTT VACATIONS WORLDWIDEnote 1.500% 9/1 | $0 | – | -2,209,000 | – | -0.21% | – | |
| BLUW | Exit | BLUE WTR ACQUISITION CORP | $0 | – | -276,788 | – | -0.22% | – |
| Exit | KKR REAL ESTATE FIN TR INCnote 6.125% 5/1 | $0 | – | -2,650,000 | – | -0.23% | – | |
| Exit | SOUTHWEST AIRLS COnote 1.250% 5/0 | $0 | – | -2,200,000 | – | -0.27% | – | |
| LIVK | Exit | LIV CAP ACQUISITION CORPcl a | $0 | – | -346,286 | – | -0.28% | – |
| SCPE | Exit | SC HEALTH CORP | $0 | – | -352,988 | – | -0.29% | – |
| Exit | TWITTER INCnote 1.000% 9/1 | $0 | – | -3,500,000 | – | -0.29% | – | |
| ALUS | Exit | ALUSSA ENERGY ACQUISITION CO | $0 | – | -356,451 | – | -0.29% | – |
| Exit | WORKIVA INCnote 1.125% 8/1 | $0 | – | -2,500,000 | – | -0.31% | – | |
| BSGAU | Exit | BLUE SAFARI GRP ACQUISITN COunit 06/10/2026 | $0 | – | -400,000 | – | -0.32% | – |
| Exit | BLACKSTONE MTG TR INCnote 4.375% 5/0 | $0 | – | -4,000,000 | – | -0.33% | – | |
| XLC | Exit | SELECT SECTOR SPDR TR | $0 | – | -55,000 | – | -0.36% | – |
| XLP | Exit | SELECT SECTOR SPDR TRsbi cons stpls | $0 | – | -64,029 | – | -0.36% | – |
| Exit | BLACKLINE INCnote 0.125% 8/0 | $0 | – | -3,000,000 | – | -0.39% | – | |
| Exit | HUBSPOT INCnote 0.375% 6/0 | $0 | – | -2,335,000 | – | -0.40% | – | |
| PCGU | Exit | PG&E CORPunit 99/99/9999 | $0 | – | -51,700 | – | -0.40% | – |
| Exit | CLOUDFLARE INCnote 0.750% 5/1 | $0 | – | -1,779,000 | – | -0.41% | – | |
| Exit | HCI GROUP INCnote 4.250% 3/0 | $0 | – | -3,334,000 | – | -0.44% | – | |
| IBB | Exit | ISHARES TRishares biotech | $0 | – | -34,000 | – | -0.45% | – |
| CFAC | Exit | CF FIN ACQUISITION CORP IIIcl a | $0 | – | -560,900 | – | -0.45% | – |
| GXGX | Exit | GX ACQUISITION CORP | $0 | – | -552,796 | – | -0.46% | – |
| SFTW | Exit | OSPREY TECHNLGY AQUISTION CO | $0 | – | -650,000 | – | -0.52% | – |
| AMHC | Exit | AMPLITUDE HLTHCRE AQUSTIN CO | $0 | – | -655,125 | – | -0.52% | – |
| GNRS | Exit | GREENROSE ACQUISITION CORP | $0 | – | -675,000 | – | -0.54% | – |
| VHAQ | Exit | VIVEON HEALTH ACQUISITION CO | $0 | – | -821,433 | – | -0.65% | – |
| Exit | HUAZHU GROUP LTDnote 0.375%11/0 | $0 | – | -7,070,000 | – | -0.72% | – | |
| SPCE | Exit | VIRGIN GALACTIC HOLDINGS INC | $0 | – | -200,000 | – | -0.74% | – |
| XLV | Exit | SELECT SECTOR SPDR TRsbi healthcare | $0 | – | -101,000 | – | -1.03% | – |
| MDY | Exit | SPDR S&P MIDCAP 400 ETF TRutser1 s&pdcrp | $0 | – | -34,100 | – | -1.36% | – |
Q2 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SPY | New | SPDR S&P 500 ETF TRtr unit | $559,643,000 | – | 1,306,944 | – | 45.32% | – |
| DIA | New | SPDR DOW JONES INDL AVERAGEut ser 1 | $31,566,000 | – | 91,500 | – | 2.56% | – |
| MDY | New | SPDR S&P MIDCAP 400 ETF TRutser1 s&pdcrp | $16,746,000 | – | 34,100 | – | 1.36% | – |
| ESSC | New | EAST STONE ACQUISITION CORP | $15,680,000 | – | 1,575,920 | – | 1.27% | – |
| XLV | New | SELECT SECTOR SPDR TRsbi healthcare | $12,720,000 | – | 101,000 | – | 1.03% | – |
| NCLH | New | NORWEGIAN CRUISE LINE HLDG L | $12,540,000 | – | 426,399 | – | 1.02% | – |
| GLAQ | New | GLOBIS ACQUISITION CORP | $11,873,000 | – | 1,195,695 | – | 0.96% | – |
| ACKIT | New | ACKRELL SPAC PARTNERS I COunit 99/99/9999 | $11,634,000 | – | 1,175,141 | – | 0.94% | – |
| SWK | New | STANLEY BLACK & DECKER INC | $11,015,000 | – | 53,734 | – | 0.89% | – |
| CCL | New | CARNIVAL CORPunit 99/99/9999 | $10,674,000 | – | 404,940 | – | 0.86% | – |
| NEEPRO | New | NEXTERA ENERGY INCunit 09/01/2022s | $10,534,000 | – | 200,000 | – | 0.85% | – |
| New | COUPA SOFTWARE INCnote 0.125% 6/1 | $10,110,000 | – | 5,857,000 | – | 0.82% | – | |
| SPCE | New | VIRGIN GALACTIC HOLDINGS INC | $9,200,000 | – | 200,000 | – | 0.74% | – |
| New | HUAZHU GROUP LTDnote 0.375%11/0 | $8,874,000 | – | 7,070,000 | – | 0.72% | – | |
| VMAC | New | VISTAS MEDIA ACQUISITION CO | $8,494,000 | – | 851,930 | – | 0.69% | – |
| New | SQUARE INCnote 0.125% 3/0 | $8,214,000 | – | 4,000,000 | – | 0.66% | – | |
| VHAQ | New | VIVEON HEALTH ACQUISITION CO | $8,050,000 | – | 821,433 | – | 0.65% | – |
| New | ARBOR REALTY TRUST INCnote 4.750%11/0 | $7,557,000 | – | 7,000,000 | – | 0.61% | – | |
| ADOC | New | EDOC ACQUISITION CORPcl a | $7,508,000 | – | 750,800 | – | 0.61% | – |
| VTAQ | New | VENTOUX CCM ACQUISITION CORP | $7,258,000 | – | 740,661 | – | 0.59% | – |
| MSFT | New | MICROSOFT CORP | $6,893,000 | – | 25,446 | – | 0.56% | – |
| GNRS | New | GREENROSE ACQUISITION CORP | $6,730,000 | – | 675,000 | – | 0.54% | – |
| BREZ | New | BREEZE HOLDINGS ACQUISITN CO | $6,685,000 | – | 667,119 | – | 0.54% | – |
| VCKA | New | VICKERS VANTAGE CORP I | $6,596,000 | – | 666,247 | – | 0.53% | – |
| AMHC | New | AMPLITUDE HLTHCRE AQUSTIN CO | $6,486,000 | – | 655,125 | – | 0.52% | – |
| SFTW | New | OSPREY TECHNLGY AQUISTION CO | $6,468,000 | – | 650,000 | – | 0.52% | – |
| New | MONGODB INCnote 0.250% 1/1 | $6,305,000 | – | 3,500,000 | – | 0.51% | – | |
| New | CNX RES CORPnote 2.250% 5/0 | $6,134,000 | – | 4,750,000 | – | 0.50% | – | |
| BENE | New | BENESSERE CAPITAL ACQUSTN CO | $6,006,000 | – | 603,036 | – | 0.49% | – |
| New | HERCULES CAPITAL INCdbcv 4.375% 2/0 | $6,000,000 | – | 5,672,000 | – | 0.49% | – | |
| New | ZYNGA INCnote 0.250% 6/0 | $5,858,000 | – | 4,266,000 | – | 0.47% | – | |
| GXGX | New | GX ACQUISITION CORP | $5,616,000 | – | 552,796 | – | 0.46% | – |
| CFAC | New | CF FIN ACQUISITION CORP IIIcl a | $5,609,000 | – | 560,900 | – | 0.45% | – |
| IBB | New | ISHARES TRishares biotech | $5,567,000 | – | 34,000 | – | 0.45% | – |
| VENA | New | VENUS ACQUISITION CORPORATIO | $5,553,000 | – | 561,427 | – | 0.45% | – |
| AGBA | New | AGBA ACQUISITION LTD | $5,536,000 | – | 527,250 | – | 0.45% | – |
| New | HCI GROUP INCnote 4.250% 3/0 | $5,475,000 | – | 3,334,000 | – | 0.44% | – | |
| New | VARONIS SYS INCnote 1.250% 8/1 | $5,467,000 | – | 2,800,000 | – | 0.44% | – | |
| AAPL | New | APPLE INC | $5,305,000 | – | 38,736 | – | 0.43% | – |
| UNH | New | UNITEDHEALTH GROUP INC | $5,281,000 | – | 13,187 | – | 0.43% | – |
| GLSPT | New | GLOBAL SPAC PARTNERS COunit 03/12/2026 | $5,286,000 | – | 535,000 | – | 0.43% | – |
| ZNTE | New | ZANITE ACQUISITION CORP | $5,260,000 | – | 525,000 | – | 0.43% | – |
| GS | New | GOLDMAN SACHS GROUP INC | $5,074,000 | – | 13,369 | – | 0.41% | – |
| New | CLOUDFLARE INCnote 0.750% 5/1 | $5,060,000 | – | 1,779,000 | – | 0.41% | – | |
| HD | New | HOME DEPOT INC | $5,029,000 | – | 15,771 | – | 0.41% | – |
| THCA | New | TUSCAN HLDGS CORP II | $5,000,000 | – | 500,000 | – | 0.40% | – |
| ZGYH | New | YUNHONG INTL | $5,000,000 | – | 500,000 | – | 0.40% | – |
| PCGU | New | PG&E CORPunit 99/99/9999 | $4,962,000 | – | 51,700 | – | 0.40% | – |
| New | HUBSPOT INCnote 0.375% 6/0 | $4,933,000 | – | 2,335,000 | – | 0.40% | – | |
| New | BLACKLINE INCnote 0.125% 8/0 | $4,791,000 | – | 3,000,000 | – | 0.39% | – | |
| QQQ | New | INVESCO QQQ TRunit ser 1 | $4,763,000 | – | 13,437 | – | 0.39% | – |
| GBRG | New | GOLDENBRIDGE ACQUISITION LTD | $4,595,000 | – | 471,250 | – | 0.37% | – |
| BRLI | New | BRILLIANT ACQUISITION CORP | $4,514,000 | – | 454,991 | – | 0.37% | – |
| XLP | New | SELECT SECTOR SPDR TRsbi cons stpls | $4,479,000 | – | 64,029 | – | 0.36% | – |
| XLC | New | SELECT SECTOR SPDR TR | $4,453,000 | – | 55,000 | – | 0.36% | – |
| MPAC | New | MODEL PERFORMANCE ACQU CORP | $4,382,000 | – | 444,915 | – | 0.36% | – |
| ATA | New | AMERICAS TECHNOLOGY ACQSN CO | $4,159,000 | – | 419,297 | – | 0.34% | – |
| New | EQT CORPnote 1.750% 5/0 | $4,131,000 | – | 2,500,000 | – | 0.34% | – | |
| New | BLACKSTONE MTG TR INCnote 4.375% 5/0 | $4,068,000 | – | 4,000,000 | – | 0.33% | – | |
| BSGAU | New | BLUE SAFARI GRP ACQUISITN COunit 06/10/2026 | $3,980,000 | – | 400,000 | – | 0.32% | – |
| New | WORKIVA INCnote 1.125% 8/1 | $3,802,000 | – | 2,500,000 | – | 0.31% | – | |
| V | New | VISA INC | $3,722,000 | – | 15,919 | – | 0.30% | – |
| ALAC | New | ALBERTON ACQUISITION CORP | $3,626,000 | – | 329,680 | – | 0.29% | – |
| ALUS | New | ALUSSA ENERGY ACQUISITION CO | $3,589,000 | – | 356,451 | – | 0.29% | – |
| CRM | New | SALESFORCE COM INC | $3,586,000 | – | 14,681 | – | 0.29% | – |
| New | TWITTER INCnote 1.000% 9/1 | $3,555,000 | – | 3,500,000 | – | 0.29% | – | |
| SCPE | New | SC HEALTH CORP | $3,544,000 | – | 352,988 | – | 0.29% | – |
| MCD | New | MCDONALDS CORP | $3,465,000 | – | 15,000 | – | 0.28% | – |
| LIVK | New | LIV CAP ACQUISITION CORPcl a | $3,456,000 | – | 346,286 | – | 0.28% | – |
| BA | New | BOEING CO | $3,349,000 | – | 13,980 | – | 0.27% | – |
| New | SOUTHWEST AIRLS COnote 1.250% 5/0 | $3,331,000 | – | 2,200,000 | – | 0.27% | – | |
| AMGN | New | AMGEN INC | $3,214,000 | – | 13,187 | – | 0.26% | – |
| New | AMERICAN AIRLS GROUP INCnote 6.500% 7/0 | $3,124,000 | – | 2,000,000 | – | 0.25% | – | |
| HON | New | HONEYWELL INTL INC | $3,112,000 | – | 14,189 | – | 0.25% | – |
| OTRA | New | OTR ACQUISITION CORP | $3,046,000 | – | 304,637 | – | 0.25% | – |
| CAT | New | CATERPILLAR INC | $3,042,000 | – | 13,977 | – | 0.25% | – |
| New | SILICON LABORATORIES INCnote 0.625% 6/1 | $3,009,000 | – | 2,180,000 | – | 0.24% | – | |
| GRCY | New | GREENCITY ACQUISITION CORP | $2,989,000 | – | 298,905 | – | 0.24% | – |
| MAQC | New | MAQUIA CAPITAL ACQUISITION C | $2,955,000 | – | 300,000 | – | 0.24% | – |
| New | KKR REAL ESTATE FIN TR INCnote 6.125% 5/1 | $2,836,000 | – | 2,650,000 | – | 0.23% | – | |
| New | SAILPOINT TECHNOLOGIES HLDGSnote 0.125% 9/1 | $2,795,000 | – | 1,500,000 | – | 0.23% | – | |
| MMM | New | 3M CO | $2,785,000 | – | 14,023 | – | 0.23% | – |
| BLUW | New | BLUE WTR ACQUISITION CORP | $2,768,000 | – | 276,788 | – | 0.22% | – |
| BCYP | New | BIG CYPRESS ACQUISITION CORP | $2,652,000 | – | 269,282 | – | 0.22% | – |
| New | MARRIOTT VACATIONS WORLDWIDEnote 1.500% 9/1 | $2,636,000 | – | 2,209,000 | – | 0.21% | – | |
| New | ETSY INCnote 0.125%10/0 | $2,548,000 | – | 1,063,000 | – | 0.21% | – | |
| New | HALOZYME THERAPEUTICS INCnote 1.250%12/0 | $2,542,000 | – | 1,300,000 | – | 0.21% | – | |
| DKDCA | New | DATA KNIGHTS ACQUISITION COR | $2,531,000 | – | 257,000 | – | 0.20% | – |
| NKE | New | NIKE INCcl b | $2,516,000 | – | 16,286 | – | 0.20% | – |
| New | EXACT SCIENCES CORPnote 0.375% 3/0 | $2,467,000 | – | 2,000,000 | – | 0.20% | – | |
| ADRA | New | ADARA ACQUISITION CORP | $2,419,000 | – | 249,345 | – | 0.20% | – |
| New | LUMENTUM HLDGS INCnote 0.250% 3/1 | $2,333,000 | – | 1,600,000 | – | 0.19% | – | |
| DIS | New | DISNEY WALT CO | $2,318,000 | – | 13,187 | – | 0.19% | – |
| JPM | New | JPMORGAN CHASE & CO | $2,303,000 | – | 14,807 | – | 0.19% | – |
| TMTS | New | SPARTACUS ACQUISITION CORPcl a | $2,291,000 | – | 228,640 | – | 0.19% | – |
| AXP | New | AMERICAN EXPRESS CO | $2,236,000 | – | 13,535 | – | 0.18% | – |
| GIG | New | GIGCAPITAL4 INC | $2,238,000 | – | 227,417 | – | 0.18% | – |
| TVAC | New | THAYER VENTURES ACQU CORP | $2,216,000 | – | 222,672 | – | 0.18% | – |
| JNJ | New | JOHNSON & JOHNSON | $2,172,000 | – | 13,187 | – | 0.18% | – |
| LMAO | New | LMF ACQUISITION OPPORTUNIT I | $2,159,000 | – | 219,195 | – | 0.18% | – |
| IBM | New | INTERNATIONAL BUSINESS MACHS | $2,144,000 | – | 14,629 | – | 0.17% | – |
| OSTR | New | OYSTER ENTERPRISES ACQ CORP | $2,094,000 | – | 217,000 | – | 0.17% | – |
| AMZN | New | AMAZON COM INC | $2,037,000 | – | 592 | – | 0.16% | – |
| ASAQ | New | ATLANTIC AVE ACQUISITION COR | $2,002,000 | – | 206,397 | – | 0.16% | – |
| ACBA | New | ACE GLOBAL BUSINESS ACQU LTDordinary shares | $1,990,000 | – | 200,000 | – | 0.16% | – |
| TRV | New | TRAVELERS COMPANIES INC | $1,994,000 | – | 13,322 | – | 0.16% | – |
| MACU | New | MALLARD ACQUISITION CORP | $1,966,000 | – | 200,645 | – | 0.16% | – |
| FCAC | New | FALCON CAPITAL ACQUISITN COR | $1,951,000 | – | 195,088 | – | 0.16% | – |
| KINZ | New | KINS TECHNOLOGY GROUP INC | $1,910,000 | – | 194,136 | – | 0.16% | – |
| EDTX | New | EDTECHX HOLDINGS ACQU CORP I | $1,903,000 | – | 192,194 | – | 0.15% | – |
| WMT | New | WALMART INC | $1,860,000 | – | 13,187 | – | 0.15% | – |
| DWIN | New | DELWINDS INS ACQUISITION COR | $1,858,000 | – | 190,592 | – | 0.15% | – |
| PG | New | PROCTER AND GAMBLE CO | $1,779,000 | – | 13,187 | – | 0.14% | – |
| GDX | New | VANECK VECTORS ETF TRgold miners etf | $1,784,000 | – | 52,500 | – | 0.14% | – |
| LJAQ | New | LIGHTJUMP ACQUISITION CORP | $1,718,000 | – | 177,067 | – | 0.14% | – |
| ETAC | New | E MERGE TECHNOLOGY ACQUISITI | $1,702,000 | – | 174,190 | – | 0.14% | – |
| EAC | New | EDIFY ACQUISITION CORPcl a | $1,689,000 | – | 175,000 | – | 0.14% | – |
| DUNE | New | DUNE ACQUISITION CORP | $1,679,000 | – | 172,000 | – | 0.14% | – |
| TMKR | New | TASTEMAKER ACQUISITION CORP | $1,685,000 | – | 173,736 | – | 0.14% | – |
| OCAX | New | OCA ACQUISITION CORP | $1,677,000 | – | 171,149 | – | 0.14% | – |
| CVX | New | CHEVRON CORP NEW | $1,657,000 | – | 15,816 | – | 0.13% | – |
| New | BILIBILI INCnote 1.250% 6/1 | $1,635,000 | – | 542,000 | – | 0.13% | – | |
| MBTC | New | NOCTURNE ACQUISITION CORPordinary shares | $1,579,000 | – | 161,991 | – | 0.13% | – |
| New | INSIGHT ENTERPRISES INCnote 0.750% 2/1 | $1,570,000 | – | 1,028,000 | – | 0.13% | – | |
| GFLU | New | GFL ENVIRONMENTAL INCunit 99/99/9999t | $1,551,000 | – | 20,853 | – | 0.13% | – |
| OTECU | New | OCEANTECH ACQUISITIONS I CORunit 05/12/2026 | $1,494,000 | – | 150,000 | – | 0.12% | – |
| New | ZENDESK INCnote 0.625% 6/1 | $1,467,000 | – | 1,000,000 | – | 0.12% | – | |
| QFTA | New | QUANTUM FINTECH ACQUISTIN CO | $1,453,000 | – | 149,800 | – | 0.12% | – |
| SCVX | New | SCVX CORP | $1,447,000 | – | 146,127 | – | 0.12% | – |
| INKA | New | KLUDEIN I ACQUISITION CORPcl a | $1,403,000 | – | 144,300 | – | 0.11% | – |
| ACAH | New | ATLANTIC COASTAL ACQUISTN CO | $1,399,000 | – | 145,019 | – | 0.11% | – |
| PIAI | New | PRIME IMPACT ACQUISITION I | $1,377,000 | – | 141,982 | – | 0.11% | – |
| New | TWITTER INCnote 0.250% 6/1 | $1,375,000 | – | 1,000,000 | – | 0.11% | – | |
| KWAC | New | KINGSWOOD ACQUISITION CORP | $1,349,000 | – | 135,548 | – | 0.11% | – |
| New | ARES CAPITAL CORPnote 3.750% 2/0 | $1,316,000 | – | 1,255,000 | – | 0.11% | – | |
| DBDR | New | ROMAN DBDR TECH ACQUISITION | $1,319,000 | – | 130,615 | – | 0.11% | – |
| TSLA | New | TESLA INC | $1,283,000 | – | 1,888 | – | 0.10% | – |
| TWLV | New | TWELVE SEAS INVESTMENT CO II | $1,220,000 | – | 126,400 | – | 0.10% | – |
| ATSPT | New | ARCHIMEDES TECH SPAC PARTNRunit 99/99/9999 | $1,220,000 | – | 125,812 | – | 0.10% | – |
| AMAO | New | AMERICAN ACQUISITION OPPT IN | $1,148,000 | – | 116,000 | – | 0.09% | – |
| COVA | New | COVA ACQUISITION CORP | $1,121,000 | – | 116,119 | – | 0.09% | – |
| INTC | New | INTEL CORP | $1,111,000 | – | 19,788 | – | 0.09% | – |
| New | LIVE NATION ENTERTAINMENT INnote 2.000% 2/1 | $1,114,000 | – | 1,000,000 | – | 0.09% | – | |
| NEEPRP | New | NEXTERA ENERGY INCunit 99/99/9999 | $1,102,000 | – | 25,000 | – | 0.09% | – |
| KSI | New | KADEM SUSTAINABLE IMPACT COR | $1,093,000 | – | 113,254 | – | 0.09% | – |
| AEP | New | AMERICAN ELEC PWR CO INC | $1,100,000 | – | 13,000 | – | 0.09% | – |
| CSCO | New | CISCO SYS INC | $1,064,000 | – | 20,077 | – | 0.09% | – |
| MRK | New | MERCK & CO INC | $1,026,000 | – | 13,187 | – | 0.08% | – |
| New | CLEVELAND-CLIFFS INC NEWdbcv 1.500% 1/1 | $1,028,000 | – | 370,000 | – | 0.08% | – | |
| HCAR | New | HEALTHCARE SERVICES ACQU COR | $983,000 | – | 101,300 | – | 0.08% | – |
| GAMC | New | GOLDEN ARROW MERGER CORP | $962,000 | – | 99,683 | – | 0.08% | – |
| ITHX | New | ITHAX ACQUISITION CORP | $968,000 | – | 100,362 | – | 0.08% | – |
| ADEX | New | ADIT EDTECH ACQUISITION CORP | $965,000 | – | 100,000 | – | 0.08% | – |
| DOW | New | DOW INC | $967,000 | – | 15,278 | – | 0.08% | – |
| CLAS | New | CLASS ACCELERATION CORP | $966,000 | – | 100,000 | – | 0.08% | – |
| ALTU | New | ALTITUDE ACQUISITION CORP | $943,000 | – | 96,174 | – | 0.08% | – |
| NRAC | New | NOBLE ROCK ACQUISITION CORP | $899,000 | – | 93,110 | – | 0.07% | – |
| EPWR | New | EMPOWERMENT & INCLUSION CAPI | $861,000 | – | 88,744 | – | 0.07% | – |
| PUCK | New | GOAL ACQUISITIONS CORP | $824,000 | – | 85,346 | – | 0.07% | – |
| NVDA | New | NVIDIA CORPORATION | $815,000 | – | 1,019 | – | 0.07% | – |
| LCAP | New | LIONHEART ACQUISITION CORP I | $801,000 | – | 81,325 | – | 0.06% | – |
| SV | New | SPRING VY ACQUISITION CORPcl a | $794,000 | – | 79,807 | – | 0.06% | – |
| FLME | New | FLAME ACQUISITION CORP | $756,000 | – | 78,345 | – | 0.06% | – |
| RCHG | New | RECHARGE ACQUISITION CORP | $735,000 | – | 75,000 | – | 0.06% | – |
| SIL | New | GLOBAL X FDSglobal x silver | $747,000 | – | 17,500 | – | 0.06% | – |
| VZ | New | VERIZON COMMUNICATIONS INC | $739,000 | – | 13,187 | – | 0.06% | – |
| KO | New | COCA COLA CO | $714,000 | – | 13,187 | – | 0.06% | – |
| New | GOLDEN PATH ACQUISITION CORPunit 01/31/2028 | $709,000 | – | 70,600 | – | 0.06% | – | |
| WBA | New | WALGREENS BOOTS ALLIANCE INC | $694,000 | – | 13,187 | – | 0.06% | – |
| CHPM | New | CHP MERGER CORP | $683,000 | – | 68,992 | – | 0.06% | – |
| KVSC | New | KHOSLA VENTURES ACQUT CO III | $682,000 | – | 69,188 | – | 0.06% | – |
| DFNS | New | LGL SYS ACQUISITION CORP | $669,000 | – | 67,203 | – | 0.05% | – |
| HCCC | New | HEALTHCARE CAPITAL CORP | $660,000 | – | 68,418 | – | 0.05% | – |
| SCAQ | New | STRATIM CLOUD ACQUISITION CO | $648,000 | – | 66,799 | – | 0.05% | – |
| BITE | New | BITE ACQUISITION CORP | $582,000 | – | 60,000 | – | 0.05% | – |
| XPDI | New | POWER & DIGITAL INFRA ACQ CO | $580,000 | – | 59,149 | – | 0.05% | – |
| CAS | New | CASCADE ACQUISITION CORP | $573,000 | – | 58,164 | – | 0.05% | – |
| DCRN | New | DECARBONIZATION PLUS ACQU II | $553,000 | – | 56,068 | – | 0.04% | – |
| PYPL | New | PAYPAL HLDGS INC | $560,000 | – | 1,921 | – | 0.04% | – |
| BIOT | New | BIOTECH ACQUISITION COMPANY | $559,000 | – | 57,650 | – | 0.04% | – |
| NAAC | New | NORTH ATLANTIC ACQUISITN COR | $531,000 | – | 55,000 | – | 0.04% | – |
| New | LIVONGO HEALTH INCnote 0.875% 6/0 | $536,000 | – | 340,000 | – | 0.04% | – | |
| MACA | New | MORINGA ACQUISITION CORP | $525,000 | – | 54,416 | – | 0.04% | – |
| MA | New | MASTERCARD INCORPORATEDcl a | $516,000 | – | 1,412 | – | 0.04% | – |
| LATN | New | UNION ACQUISITION CORP II | $502,000 | – | 50,000 | – | 0.04% | – |
| NLITU | New | NORTHERN LIGHTS ACQUISITN COunit 11/01/2027 | $503,000 | – | 50,000 | – | 0.04% | – |
| ENPC | New | EXECUTIVE NETWORK PARTNERINGcl a | $509,000 | – | 52,250 | – | 0.04% | – |
| FOXW | New | FOXWAYNE ENTERPRIS AQSTN COR | $488,000 | – | 50,000 | – | 0.04% | – |
| TACA | New | TREPONT ACQUISITION CORP I | $490,000 | – | 50,000 | – | 0.04% | – |
| GSAQ | New | GLOBAL SYNERGY ACQUISIT CORP | $488,000 | – | 50,000 | – | 0.04% | – |
| GHAC | New | GAMING & HOSPITALITY ACQU CO | $491,000 | – | 50,569 | – | 0.04% | – |
| SCOA | New | SCION TECH GROWTH I | $488,000 | – | 50,000 | – | 0.04% | – |
| SRNG | New | SOARING EAGLE ACQUISITION CO | $496,000 | – | 50,000 | – | 0.04% | – |
| DEH | New | D8 HOLDINGS CORP | $496,000 | – | 49,700 | – | 0.04% | – |
| JCIC | New | JACK CREEK INVESTMENT CORP | $478,000 | – | 49,297 | – | 0.04% | – |
| ADER | New | 26 CAPITAL ACQUISITION CORP | $485,000 | – | 50,000 | – | 0.04% | – |
| CVII | New | CHURCHILL CAPITAL CORP VII | $486,000 | – | 50,000 | – | 0.04% | – |
| TWNI | New | TAILWIND INTERNATNAL ACQ COR | $485,000 | – | 50,000 | – | 0.04% | – |
| TLGA | New | TLG ACQUISITION ONE CORP | $479,000 | – | 49,358 | – | 0.04% | – |
| PNTM | New | PONTEM CORPORATION | $485,000 | – | 50,000 | – | 0.04% | – |
| LIN | New | LINDE PLC | $487,000 | – | 1,686 | – | 0.04% | – |
| RCLF | New | ROSECLIFF ACQUISITION CORP I | $483,000 | – | 50,000 | – | 0.04% | – |
| LHC | New | LEO HLDGS CORP II | $485,000 | – | 50,000 | – | 0.04% | – |
| KRNL | New | KERNEL GROUP HOLDINGS INC | $485,000 | – | 50,000 | – | 0.04% | – |
| TBCP | New | THUNDER BRIDGE CAP PRTNRS II | $483,000 | – | 49,800 | – | 0.04% | – |
| FSNB | New | FUSION ACQUISITION CORP II | $483,000 | – | 50,000 | – | 0.04% | – |
| CPTK | New | CROWN PROPTECH ACQUISITIONS | $485,000 | – | 50,000 | – | 0.04% | – |
| KLAQ | New | KL ACQUISITION CORP | $475,000 | – | 48,929 | – | 0.04% | – |
| ADBE | New | ADOBE SYSTEMS INCORPORATED | $457,000 | – | 781 | – | 0.04% | – |
| JWSM | New | JAWS MUSTANG ACQUISITION COR | $441,000 | – | 45,239 | – | 0.04% | – |
| New | JAZZ INVESTMENTS I LTDnote 1.500% 8/1 | $437,000 | – | 400,000 | – | 0.04% | – | |
| AVAN | New | AVANTI ACQUISITION CORP | $390,000 | – | 40,000 | – | 0.03% | – |
| EQHA | New | EQ HEALTH ACQUISITION CORP | $386,000 | – | 40,000 | – | 0.03% | – |
| ITQ | New | ITIQUIRA ACQUISITION CORP | $384,000 | – | 39,791 | – | 0.03% | – |
| GXII | New | GX ACQUISITION CORP II | $376,000 | – | 39,014 | – | 0.03% | – |
| BDX | New | BECTON DICKINSON & CO | $365,000 | – | 1,500 | – | 0.03% | – |
| LOW | New | LOWES COS INC | $333,000 | – | 1,717 | – | 0.03% | – |
| XOM | New | EXXON MOBIL CORP | $319,000 | – | 5,057 | – | 0.03% | – |
| AVGO | New | BROADCOM INC | $319,000 | – | 668 | – | 0.03% | – |
| SBUX | New | STARBUCKS CORP | $323,000 | – | 2,887 | – | 0.03% | – |
| ASAX | New | ASTREA ACQUISITION CORP | $308,000 | – | 31,900 | – | 0.02% | – |
| TXN | New | TEXAS INSTRS INC | $291,000 | – | 1,511 | – | 0.02% | – |
| TGT | New | TARGET CORP | $291,000 | – | 1,202 | – | 0.02% | – |
| ACN | New | ACCENTURE PLC IRELAND | $302,000 | – | 1,026 | – | 0.02% | – |
| XPOA | New | DPCM CAP INC | $278,000 | – | 28,166 | – | 0.02% | – |
| BRKB | New | BERKSHIRE HATHAWAY INC DELcl b new | $282,000 | – | 1,016 | – | 0.02% | – |
| MDH | New | MDH ACQUISITION CORP | $268,000 | – | 27,755 | – | 0.02% | – |
| BWAC | New | BETTER WORLD ACQUISITION COR | $277,000 | – | 27,697 | – | 0.02% | – |
| AGAC | New | AFRICAN GOLD ACQUISITION COR | $261,000 | – | 27,000 | – | 0.02% | – |
| QCOM | New | QUALCOMM INC | $264,000 | – | 1,844 | – | 0.02% | – |
| OCA | New | OMNICHANNEL ACQUISITION CORP | $245,000 | – | 25,000 | – | 0.02% | – |
| YSAC | New | YELLOWSTONE ACQUISITION CO | $250,000 | – | 25,000 | – | 0.02% | – |
| ACII | New | ATLAS CREST INVESTMENT CORP | $245,000 | – | 25,000 | – | 0.02% | – |
| ADF | New | ALDEL FINANCIAL INC | $250,000 | – | 25,600 | – | 0.02% | – |
| GSQD | New | G SQUARED ASCEND I INC | $245,000 | – | 25,000 | – | 0.02% | – |
| FORE | New | FORESIGHT ACQUISITION CORPcl a | $247,000 | – | 25,000 | – | 0.02% | – |
| MACQ | New | MCAP ACQUISITION CORP | $241,000 | – | 25,000 | – | 0.02% | – |
| GOAC | New | GO ACQUISITION CORP | $229,000 | – | 23,354 | – | 0.02% | – |
| ORCL | New | ORACLE CORP | $228,000 | – | 2,932 | – | 0.02% | – |
| INTU | New | INTUIT | $220,000 | – | 448 | – | 0.02% | – |
| PTK | New | PTK ACQUISITION CORP | $220,000 | – | 22,368 | – | 0.02% | – |
| BHSE | New | BULL HORN HLDGS CORP | $225,000 | – | 22,730 | – | 0.02% | – |
| BKNG | New | BOOKING HOLDINGS INC | $221,000 | – | 101 | – | 0.02% | – |
| UPS | New | UNITED PARCEL SERVICE INCcl b | $217,000 | – | 1,043 | – | 0.02% | – |
| APD | New | AIR PRODS & CHEMS INC | $207,000 | – | 718 | – | 0.02% | – |
| FISV | New | FISERV INC | $208,000 | – | 1,946 | – | 0.02% | – |
| AMAT | New | APPLIED MATLS INC | $213,000 | – | 1,499 | – | 0.02% | – |
| UNP | New | UNION PAC CORP | $211,000 | – | 958 | – | 0.02% | – |
| SHW | New | SHERWIN WILLIAMS CO | $211,000 | – | 776 | – | 0.02% | – |
| ARBG | New | AEQUI ACQUISITION CORP | $209,000 | – | 21,509 | – | 0.02% | – |
| HPX | New | HPX CORP | $197,000 | – | 20,188 | – | 0.02% | – |
| PAIC | New | PETRA ACQUISITION INC | $198,000 | – | 19,765 | – | 0.02% | – |
| New | Q2 HLDGS INCnote 0.750% 6/0 | $185,000 | – | 142,000 | – | 0.02% | – | |
| GE | New | GENERAL ELECTRIC CO | $170,000 | – | 12,638 | – | 0.01% | – |
| RMGC | New | RMG ACQUISITION CORP III | $152,000 | – | 15,472 | – | 0.01% | – |
| NCLH | New | NORWEGIAN CRUISE LINE HLDG Lput | $115,000 | – | 426,399 | – | 0.01% | – |
| NGAC | New | NEXTGEN ACQUISITION CORPcl a | $98,000 | – | 10,000 | – | 0.01% | – |
| PICC | New | PIVOTAL INVESTMENT CORP III | $100,000 | – | 10,357 | – | 0.01% | – |
| GDX | New | VANECK VECTORS ETF TRcall | $67,000 | – | 52,500 | – | 0.01% | – |
| SPCE | New | VIRGIN GALACTIC HOLDINGS INCput | $56,000 | – | 200,000 | – | 0.01% | – |
| CCL | New | CARNIVAL CORPput | $64,000 | – | 404,940 | – | 0.01% | – |
| BOX | New | BOX INCcall | $24,000 | – | 100,000 | – | 0.00% | – |
| GOEV | New | CANOO INCcall | $8,000 | – | 100,000 | – | 0.00% | – |
| New | BILIBILI INCput | $2,000 | – | 542,000 | – | 0.00% | – |
Q4 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| NKLA | Exit | NIKOLA CORPcall | $0 | – | -50,000 | – | 0.00% | – |
| PDD | Exit | PINDUODUO INCput | $0 | – | -65,100 | – | 0.00% | – |
| Exit | SCORPIO TANKERS INCnote 3.000% 5/1 | $0 | – | -18,000 | – | -0.00% | – | |
| AMC | Exit | AMC ENTMT HLDGS INCcall | $0 | – | -250,000 | – | -0.00% | – |
| CGC | Exit | CANOPY GROWTH CORPcall | $0 | – | -100,000 | – | -0.00% | – |
| GOACWS | Exit | GO ACQUISITION CORP*w exp 08/31/202 | $0 | – | -16,666 | – | -0.00% | – |
| BILI | Exit | BILIBILI INCput | $0 | – | -27,000 | – | -0.00% | – |
| AAL | Exit | AMERICAN AIRLS GROUP INCcall | $0 | – | -95,300 | – | -0.00% | – |
| Exit | HANNON ARMSTRONG SUST INFR Cnote 4.125% 9/0 | $0 | – | -39,000 | – | -0.00% | – | |
| SPY | Exit | SPDR S&P 500 ETF TRput | $0 | – | -2,662,444 | – | -0.01% | – |
| GOGO | Exit | GOGO INCcall | $0 | – | -200,000 | – | -0.01% | – |
| FBP | Exit | FIRST BANCORP P R | $0 | – | -16,030 | – | -0.01% | – |
| CRHCU | Exit | COHN ROBBINS HOLDINGS CORPunit 08/11/2025 | $0 | – | -12,467 | – | -0.01% | – |
| ONB | Exit | OLD NATL BANCORP IND | $0 | – | -11,928 | – | -0.01% | – |
| CHPM | Exit | CHP MERGER CORP | $0 | – | -17,076 | – | -0.01% | – |
| PCPL | Exit | CC NEUBERGER PRINCIPAL HLDNG | $0 | – | -18,101 | – | -0.01% | – |
| HPX | Exit | HPX CORP | $0 | – | -20,000 | – | -0.01% | – |
| NHICU | Exit | NEWHOLD INVESTMENT CORPunit 03/10/2025 | $0 | – | -21,046 | – | -0.02% | – |
| CCI | Exit | CROWN CASTLE INTL CORP NEW | $0 | – | -1,380 | – | -0.02% | – |
| EQIX | Exit | EQUINIX INC | $0 | – | -293 | – | -0.02% | – |
| STPKU | Exit | STAR PEAK ENERGY TRANSITIONunit 99/99/9999 | $0 | – | -25,000 | – | -0.02% | – |
| FGNAU | Exit | FG NEW AMER ACQUISITION CORPunit 08/31/2027 | $0 | – | -25,000 | – | -0.02% | – |
| PLD | Exit | PROLOGIS INC. | $0 | – | -2,445 | – | -0.02% | – |
| GOACU | Exit | GO ACQUISITION CORPunit 08/31/2027 | $0 | – | -25,000 | – | -0.02% | – |
| WPF | Exit | FOLEY TRASIMENE ACQUISTN COR | $0 | – | -23,700 | – | -0.02% | – |
| PRPBU | Exit | CC NEUBERGER PRIN HLDGS IIunit 99/99/9999 | $0 | – | -25,000 | – | -0.02% | – |
| SCVX | Exit | SCVX CORP | $0 | – | -28,026 | – | -0.02% | – |
| HEC | Exit | HUDSON EXECUTIVE INVT CORP | $0 | – | -30,563 | – | -0.02% | – |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -4,544 | – | -0.02% | – |
| GRSV | Exit | GORES HLDGS V INC | $0 | – | -33,537 | – | -0.02% | – |
| XOM | Exit | EXXON MOBIL CORP | $0 | – | -9,603 | – | -0.02% | – |
| AMT | Exit | AMERICAN TOWER CORP NEW | $0 | – | -1,468 | – | -0.02% | – |
| INO | Exit | INOVIO PHARMACEUTICALS INCput | $0 | – | -100,000 | – | -0.03% | – |
| AEPPZ | Exit | AMERICAN ELEC PWR CO INCunit 99/99/9999 | $0 | – | -10,000 | – | -0.03% | – |
| ACEV | Exit | ACE CONVERGENCE ACQU CORPcl a | $0 | – | -50,400 | – | -0.04% | – |
| MOH | Exit | MOLINA HEALTHCARE INC | $0 | – | -2,664 | – | -0.04% | – |
| JIH | Exit | JUNIPER INDL HLDGS INC | $0 | – | -50,000 | – | -0.04% | – |
| DFPH | Exit | DFP HEALTHCARE ACQUISITNS CO | $0 | – | -50,000 | – | -0.04% | – |
| ASPLU | Exit | ASPIRATIONAL CONSUMER LIFESTunit 99/99/9999 | $0 | – | -50,000 | – | -0.04% | – |
| FTOCU | Exit | FTAC OLYMPUS ACQUISITION CORunit 08/24/2025 | $0 | – | -50,000 | – | -0.04% | – |
| ACAM | Exit | ACAMAR PARTNERS ACQSITION COcl a | $0 | – | -49,167 | – | -0.04% | – |
| RMG | Exit | RMG ACQUISITION CORPcl a | $0 | – | -50,000 | – | -0.04% | – |
| PIAIU | Exit | PRIME IMPACT ACQUISITION Iunit 10/01/2030 | $0 | – | -50,000 | – | -0.04% | – |
| PSACU | Exit | PROPERTY SOLUTIONS ACQUISITIunit 03/30/2027 | $0 | – | -52,568 | – | -0.04% | – |
| Exit | TWITTER INCnote 0.250% 6/1 | $0 | – | -500,000 | – | -0.04% | – | |
| Exit | STARWOOD PPTY TR INCnote 4.375% 4/0 | $0 | – | -590,000 | – | -0.04% | – | |
| FDEM | Exit | FIDELITY COVINGTON TRUSTtargeted emerg | $0 | – | -25,000 | – | -0.04% | – |
| OACBU | Exit | OAKTREE ACQUISITION CORP IIunit 09/15/2027 | $0 | – | -57,275 | – | -0.04% | – |
| Exit | ZILLOW GROUP INCnote 1.500% 7/0 | $0 | – | -463,000 | – | -0.05% | – | |
| IQ | Exit | IQIYI INCput | $0 | – | -136,100 | – | -0.05% | – |
| Exit | PENN NATL GAMING INCnote 2.750% 5/1 | $0 | – | -216,000 | – | -0.05% | – | |
| CPSR | Exit | CAPSTAR SPL PURP ACQUISITION | $0 | – | -75,046 | – | -0.05% | – |
| LOAK | Exit | LIVE OAK ACQUISITION CORP | $0 | – | -75,000 | – | -0.05% | – |
| CCL | Exit | CARNIVAL CORPput | $0 | – | -251,738 | – | -0.06% | – |
| NMMCU | Exit | NORTH MOUNTAIN MERGER CORPunit 09/16/2025 | $0 | – | -84,056 | – | -0.06% | – |
| ERES | Exit | EAST RES ACQUISITION CO | $0 | – | -91,025 | – | -0.06% | – |
| DFNS | Exit | LGL SYS ACQUISITION CORP | $0 | – | -100,000 | – | -0.07% | – |
| IPV | Exit | INTERPRIVATE ACQUISITION COR | $0 | – | -100,010 | – | -0.07% | – |
| SPCE | Exit | VIRGIN GALACTIC HOLDINGS INCput | $0 | – | -85,000 | – | -0.07% | – |
| DEH | Exit | D8 HOLDINGS CORP | $0 | – | -102,315 | – | -0.07% | – |
| CCIVU | Exit | CHURCHILL CAPITAL CORP IVunit 99/99/9999 | $0 | – | -100,000 | – | -0.07% | – |
| TWNDU | Exit | TAILWIND ACQUISITION CORPunit 09/07/2027 | $0 | – | -103,538 | – | -0.07% | – |
| INO | Exit | INOVIO PHARMACEUTICALS INC | $0 | – | -100,000 | – | -0.08% | – |
| THBR | Exit | THUNDER BRDG ACQUISTION II L | $0 | – | -118,397 | – | -0.09% | – |
| IBB | Exit | ISHARES TRnasdaq biotech | $0 | – | -9,000 | – | -0.09% | – |
| ITACU | Exit | INDUSTRIAL TECH ACQU INCunit 08/31/2025 | $0 | – | -125,000 | – | -0.09% | – |
| GXGX | Exit | GX ACQUISITION CORP | $0 | – | -125,000 | – | -0.09% | – |
| CAPAU | Exit | HIGHCAPE CAP ACQUISITION CORunit 09/30/2027 | $0 | – | -125,000 | – | -0.09% | – |
| MLAC | Exit | MALACCA STRAITS ACQUISITION | $0 | – | -137,242 | – | -0.10% | – |
| SFTW | Exit | OSPREY TECHNLGY AQUISTION CO | $0 | – | -137,312 | – | -0.10% | – |
| GDX | Exit | VANECK VECTORS ETF TRgold miners etf | $0 | – | -35,000 | – | -0.10% | – |
| PSAC | Exit | PROPERTY SOLUTIONS ACQUISITI | $0 | – | -146,303 | – | -0.10% | – |
| GRCY | Exit | GREENCITY ACQUISITION CORP | $0 | – | -146,681 | – | -0.10% | – |
| LGVW | Exit | LONGVIEW ACQUISITION CORP | $0 | – | -150,000 | – | -0.10% | – |
| CIIC | Exit | CIIG MERGER CORP | $0 | – | -157,500 | – | -0.11% | – |
| SPCE | Exit | VIRGIN GALACTIC HOLDINGS INC | $0 | – | -85,000 | – | -0.12% | – |
| XLI | Exit | SELECT SECTOR SPDR TRsbi int-inds | $0 | – | -21,323 | – | -0.12% | – |
| XLC | Exit | SELECT SECTOR SPDR TR | $0 | – | -28,000 | – | -0.12% | – |
| GDXJ | Exit | VANECK VECTORS ETF TRjr gold miners e | $0 | – | -30,000 | – | -0.12% | – |
| Exit | ZENDESK INCnote 0.250% 3/1 | $0 | – | -1,000,000 | – | -0.12% | – | |
| AMHC | Exit | AMPLITUDE HLTHCRE AQUSTIN CO | $0 | – | -175,950 | – | -0.12% | – |
| TDAC | Exit | TRIDENT ACQUISITIONS CORP | $0 | – | -170,383 | – | -0.13% | – |
| FUSE | Exit | FUSION ACQUISITION CORPcl a | $0 | – | -189,768 | – | -0.13% | – |
| Exit | SILICON LABORATORIES INCnote 1.375% 3/0 | $0 | – | -1,650,000 | – | -0.14% | – | |
| FSRV | Exit | FINSERV ACQUISITION CORPcl a | $0 | – | -200,000 | – | -0.14% | – |
| Exit | KKR REAL ESTATE FIN TR INCnote 6.125% 5/1 | $0 | – | -2,045,000 | – | -0.14% | – | |
| KBLM | Exit | KBL MERGER CORP IV | $0 | – | -190,598 | – | -0.15% | – |
| Exit | Q2 HLDGS INCnote 0.750% 2/1 | $0 | – | -1,250,000 | – | -0.15% | – | |
| GOAC | Exit | GO ACQUISITION CORP | $0 | – | -214,534 | – | -0.15% | – |
| XLV | Exit | SELECT SECTOR SPDR TRsbi healthcare | $0 | – | -20,506 | – | -0.15% | – |
| CRSA | Exit | CRESCENT ACQUISITION CORP | $0 | – | -238,176 | – | -0.17% | – |
| Exit | CHEGG INCnote 0.125% 3/1 | $0 | – | -1,621,000 | – | -0.18% | – | |
| NCLH | Exit | NORWEGIAN CRUISE LINE HLDG Lput | $0 | – | -358,020 | – | -0.18% | – |
| CFXA | Exit | COLFAX CORPunit 01/15/2022t | $0 | – | -20,000 | – | -0.19% | – |
| LOAC | Exit | LONGEVITY ACQUISITION CORP | $0 | – | -255,490 | – | -0.19% | – |
| Exit | ENVESTNET INCnote 1.750% 6/0 | $0 | – | -2,130,000 | – | -0.19% | – | |
| Exit | PRICELINE GRP INCnote 0.900% 9/1 | $0 | – | -2,554,000 | – | -0.19% | – | |
| Exit | SPLUNK INCnote 0.500% 9/1 | $0 | – | -2,000,000 | – | -0.20% | – | |
| GLEO | Exit | GALILEO ACQUISITION CORP | $0 | – | -300,000 | – | -0.21% | – |
| MCAC | Exit | MOUNTAIN CREST ACQUISITION C | $0 | – | -299,323 | – | -0.21% | – |
| GIX | Exit | GIGCAPITAL2 INC | $0 | – | -299,300 | – | -0.21% | – |
| VMAC | Exit | VISTAS MEDIA ACQUISITION CO | $0 | – | -314,276 | – | -0.22% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -52,290 | – | -0.22% | – |
| ZGYH | Exit | YUNHONG INTL | $0 | – | -331,424 | – | -0.23% | – |
| CCAC | Exit | CITIC CAPITAL ACQUISITION CO | $0 | – | -332,500 | – | -0.23% | – |
| SCPE | Exit | SC HEALTH CORP | $0 | – | -328,000 | – | -0.23% | – |
| Exit | TWILIO INCnote 0.250% 6/0 | $0 | – | -975,000 | – | -0.24% | – | |
| MCMJ | Exit | MERIDA MERGER CORP I | $0 | – | -352,600 | – | -0.24% | – |
| Exit | DEXCOM INCnote 0.750%12/0 | $0 | – | -1,367,000 | – | -0.25% | – | |
| Exit | COLONY STARWOOD HOMESnote 3.500% 1/1 | $0 | – | -2,695,000 | – | -0.25% | – | |
| BRLI | Exit | BRILLIANT ACQUISITION CORP | $0 | – | -360,104 | – | -0.25% | – |
| NPA | Exit | NEW PROVIDENCE ACQUISITION | $0 | – | -354,696 | – | -0.25% | – |
| XLF | Exit | SELECT SECTOR SPDR TRsbi int-finl | $0 | – | -149,413 | – | -0.26% | – |
| NEEPRQ | Exit | NEXTERA ENERGY INCunit 99/99/9999 | $0 | – | -80,496 | – | -0.26% | – |
| Exit | ZYNGA INCnote 0.250% 6/0 | $0 | – | -2,897,000 | – | -0.26% | – | |
| CCL | Exit | CARNIVAL CORPunit 99/99/9999 | $0 | – | -251,738 | – | -0.27% | – |
| TOTA | Exit | TOTTENHAM ACQUISITION I LTD | $0 | – | -355,007 | – | -0.27% | – |
| ORSN | Exit | ORISUN ACQUISITION CORP | $0 | – | -383,491 | – | -0.28% | – |
| HYAC | Exit | HAYMAKER ACQUISITION CORP II | $0 | – | -443,379 | – | -0.32% | – |
| ALAC | Exit | ALBERTON ACQUISITION CORP | $0 | – | -419,497 | – | -0.32% | – |
| GIK | Exit | GIGCAPITAL3 INC | $0 | – | -459,802 | – | -0.32% | – |
| RPLA | Exit | REPLAY ACQUISITION CORP | $0 | – | -450,000 | – | -0.32% | – |
| VPU | Exit | VANGUARD WORLD FDSutilities etf | $0 | – | -36,589 | – | -0.34% | – |
| Exit | BLACKLINE INCnote 0.125% 8/0 | $0 | – | -3,504,000 | – | -0.34% | – | |
| SAMA | Exit | SCHULTZE SPL PURP ACQUSTN CO | $0 | – | -477,448 | – | -0.35% | – |
| XLU | Exit | SELECT SECTOR SPDR TRsbi int-utils | $0 | – | -84,229 | – | -0.36% | – |
| TZAC | Exit | TENZING ACQUISITION CORP | $0 | – | -485,734 | – | -0.37% | – |
| Exit | COUPA SOFTWARE INCnote 0.125% 6/1 | $0 | – | -2,865,000 | – | -0.37% | – | |
| SRAC | Exit | STABLE RD ACQUISITION CORP | $0 | – | -540,000 | – | -0.38% | – |
| LIVK | Exit | LIV CAP ACQUISITION CORPcl a | $0 | – | -557,000 | – | -0.39% | – |
| NBAC | Exit | NEWBORN ACQUISITION CORP | $0 | – | -557,100 | – | -0.39% | – |
| Exit | PINDUODUO INCnote 10/0 | $0 | – | -3,081,000 | – | -0.40% | – | |
| AMCI | Exit | AMCI ACQUISITION CORPclass a | $0 | – | -543,428 | – | -0.40% | – |
| Exit | NUVASIVE INCnote 2.250% 3/1 | $0 | – | -5,520,000 | – | -0.40% | – | |
| GRNV | Exit | GREENVISION ACQUISITION CORP | $0 | – | -573,972 | – | -0.41% | – |
| AGBA | Exit | AGBA ACQUISITION LTD | $0 | – | -572,339 | – | -0.42% | – |
| LGC | Exit | LEGACY ACQUISITION CORP | $0 | – | -583,989 | – | -0.43% | – |
| NCLH | Exit | NORWEGIAN CRUISE LINE HLDG L | $0 | – | -358,020 | – | -0.44% | – |
| Exit | HUBSPOT INCnote 0.250% 6/0 | $0 | – | -2,000,000 | – | -0.44% | – | |
| BTAQU | Exit | BURGUNDY TECHNOLOGY ACQU CORunit 08/26/2025 | $0 | – | -620,000 | – | -0.44% | – |
| CGRO | Exit | COLLECTIVE GROWTH CORP | $0 | – | -649,072 | – | -0.45% | – |
| Exit | NUANCE COMMUNICATIONS INCdbcv 1.000%12/1 | $0 | – | -4,500,000 | – | -0.47% | – | |
| MFAC | Exit | MEGALITH FINL ACQUISITION CO | $0 | – | -644,083 | – | -0.47% | – |
| MNCL | Exit | MONOCLE ACQUISITION CORP | $0 | – | -656,837 | – | -0.48% | – |
| NEEPRO | Exit | NEXTERA ENERGY INCunit 09/01/2022s | $0 | – | -131,500 | – | -0.48% | – |
| JFK | Exit | 8I ENTERPRISES ACQUISITION C | $0 | – | -696,421 | – | -0.51% | – |
| QTSPRB | Exit | QTS RLTY TR INC6.50% con pfd b | $0 | – | -50,000 | – | -0.51% | – |
| THCA | Exit | TUSCAN HLDGS CORP II | $0 | – | -719,108 | – | -0.51% | – |
| GNRS | Exit | GREENROSE ACQUISITION CORP | $0 | – | -790,800 | – | -0.55% | – |
| ALUS | Exit | ALUSSA ENERGY ACQUISITION CO | $0 | – | -801,490 | – | -0.56% | – |
| DHRPRA | Exit | DANAHER CORPORATION4.75 mnd cv pfd | $0 | – | -5,605 | – | -0.57% | – |
| XLB | Exit | SELECT SECTOR SPDR TRsbi materials | $0 | – | -126,776 | – | -0.58% | – |
| XLK | Exit | SELECT SECTOR SPDR TRtechnology | $0 | – | -76,600 | – | -0.64% | – |
| LATN | Exit | UNION ACQUISITION CORP II | $0 | – | -940,900 | – | -0.66% | – |
| Exit | IQIYI INCnote 3.750%12/0 | $0 | – | -9,000,000 | – | -0.68% | – | |
| ESSC | Exit | EAST STONE ACQUISITION CORP | $0 | – | -1,034,225 | – | -0.72% | – |
| PCGU | Exit | PG&E CORPunit 99/99/9999 | $0 | – | -117,000 | – | -0.78% | – |
| Exit | OKTA INCnote 0.125% 9/0 | $0 | – | -9,100,000 | – | -0.86% | – | |
| SSPK | Exit | SILVER SPIKE ACQUISITION COR | $0 | – | -1,313,095 | – | -0.94% | – |
| THCB | Exit | TUSCAN HLDGS CORP | $0 | – | -2,912,167 | – | -2.10% | – |
| DIA | Exit | SPDR DOW JONES INDL AVERAGEut ser 1 | $0 | – | -162,136 | – | -3.21% | – |
| SPY | Exit | SPDR S&P 500 ETF TRtr unit | $0 | – | -2,662,444 | – | -63.57% | – |
Q3 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SPY | Buy | SPDR S&P 500 ETF TRtr unit | $892,469,000 | +13.1% | 2,662,444 | +4.2% | 63.57% | +19.9% |
| DIA | Buy | SPDR DOW JONES INDL AVERAGEut ser 1 | $45,027,000 | +95.8% | 162,136 | +82.0% | 3.21% | +107.6% |
| THCB | Buy | TUSCAN HLDGS CORP | $29,471,000 | +108.8% | 2,912,167 | +108.0% | 2.10% | +121.4% |
| SSPK | Sell | SILVER SPIKE ACQUISITION COR | $13,197,000 | -11.6% | 1,313,095 | -12.5% | 0.94% | -6.3% |
| New | OKTA INCnote 0.125% 9/0 | $12,016,000 | – | 9,100,000 | – | 0.86% | – | |
| PCGU | New | PG&E CORPunit 99/99/9999 | $10,954,000 | – | 117,000 | – | 0.78% | – |
| ESSC | Buy | EAST STONE ACQUISITION CORP | $10,135,000 | +64.8% | 1,034,225 | +63.9% | 0.72% | +74.8% |
| Buy | IQIYI INCnote 3.750%12/0 | $9,562,000 | +200.6% | 9,000,000 | +210.3% | 0.68% | +218.2% | |
| LATN | Buy | UNION ACQUISITION CORP II | $9,287,000 | +2.5% | 940,900 | +2.3% | 0.66% | +8.7% |
| XLK | Buy | SELECT SECTOR SPDR TRtechnology | $8,944,000 | +729.7% | 76,600 | +643.4% | 0.64% | +784.7% |
| XLB | New | SELECT SECTOR SPDR TRsbi materials | $8,065,000 | – | 126,776 | – | 0.58% | – |
| DHRPRA | Buy | DANAHER CORPORATION4.75 mnd cv pfd | $7,977,000 | +29.3% | 5,605 | +9.8% | 0.57% | +37.2% |
| ALUS | Buy | ALUSSA ENERGY ACQUISITION CO | $7,855,000 | +94.6% | 801,490 | +93.6% | 0.56% | +106.6% |
| GNRS | Sell | GREENROSE ACQUISITION CORP | $7,710,000 | -14.0% | 790,800 | -14.4% | 0.55% | -8.8% |
| THCA | Buy | TUSCAN HLDGS CORP II | $7,119,000 | +0.7% | 719,108 | +0.4% | 0.51% | +6.7% |
| QTSPRB | Sell | QTS RLTY TR INC6.50% con pfd b | $7,105,000 | -51.2% | 50,000 | -50.8% | 0.51% | -48.2% |
| NEEPRO | Buy | NEXTERA ENERGY INCunit 09/01/2022s | $6,737,000 | +15.8% | 131,500 | +2.6% | 0.48% | +22.8% |
| MNCL | Buy | MONOCLE ACQUISITION CORP | $6,700,000 | +560.1% | 656,837 | +556.8% | 0.48% | +601.5% |
| MFAC | New | MEGALITH FINL ACQUISITION CO | $6,602,000 | – | 644,083 | – | 0.47% | – |
| Sell | NUANCE COMMUNICATIONS INCdbcv 1.000%12/1 | $6,547,000 | -42.0% | 4,500,000 | -53.3% | 0.47% | -38.5% | |
| CGRO | New | COLLECTIVE GROWTH CORP | $6,296,000 | – | 649,072 | – | 0.45% | – |
| BTAQU | New | BURGUNDY TECHNOLOGY ACQU CORunit 08/26/2025 | $6,169,000 | – | 620,000 | – | 0.44% | – |
| New | HUBSPOT INCnote 0.250% 6/0 | $6,142,000 | – | 2,000,000 | – | 0.44% | – | |
| NCLH | New | NORWEGIAN CRUISE LINE HLDG L | $6,126,000 | – | 358,020 | – | 0.44% | – |
| LGC | New | LEGACY ACQUISITION CORP | $6,062,000 | – | 583,989 | – | 0.43% | – |
| AGBA | Buy | AGBA ACQUISITION LTD | $5,866,000 | +10.6% | 572,339 | +9.6% | 0.42% | +17.4% |
| GRNV | Sell | GREENVISION ACQUISITION CORP | $5,711,000 | +0.3% | 573,972 | -0.2% | 0.41% | +6.5% |
| Buy | NUVASIVE INCnote 2.250% 3/1 | $5,666,000 | +89.2% | 5,520,000 | +100.7% | 0.40% | +101.0% | |
| AMCI | Sell | AMCI ACQUISITION CORPclass a | $5,597,000 | -45.1% | 543,428 | -45.6% | 0.40% | -41.8% |
| New | PINDUODUO INCnote 10/0 | $5,567,000 | – | 3,081,000 | – | 0.40% | – | |
| NBAC | Buy | NEWBORN ACQUISITION CORP | $5,487,000 | +1.8% | 557,100 | +1.3% | 0.39% | +8.0% |
| SRAC | Sell | STABLE RD ACQUISITION CORP | $5,346,000 | -16.5% | 540,000 | -17.4% | 0.38% | -11.4% |
| Sell | COUPA SOFTWARE INCnote 0.125% 6/1 | $5,217,000 | -41.6% | 2,865,000 | -42.7% | 0.37% | -38.0% | |
| TZAC | Sell | TENZING ACQUISITION CORP | $5,173,000 | -0.6% | 485,734 | -0.6% | 0.37% | +5.1% |
| XLU | New | SELECT SECTOR SPDR TRsbi int-utils | $5,003,000 | – | 84,229 | – | 0.36% | – |
| SAMA | New | SCHULTZE SPL PURP ACQUSTN CO | $4,860,000 | – | 477,448 | – | 0.35% | – |
| New | BLACKLINE INCnote 0.125% 8/0 | $4,816,000 | – | 3,504,000 | – | 0.34% | – | |
| VPU | New | VANGUARD WORLD FDSutilities etf | $4,723,000 | – | 36,589 | – | 0.34% | – |
| GIK | New | GIGCAPITAL3 INC | $4,529,000 | – | 459,802 | – | 0.32% | – |
| RPLA | Sell | REPLAY ACQUISITION CORP | $4,532,000 | -46.7% | 450,000 | -47.1% | 0.32% | -43.4% |
| ALAC | Buy | ALBERTON ACQUISITION CORP | $4,447,000 | +3.8% | 419,497 | +3.8% | 0.32% | +10.1% |
| HYAC | New | HAYMAKER ACQUISITION CORP II | $4,434,000 | – | 443,379 | – | 0.32% | – |
| ORSN | Sell | ORISUN ACQUISITION CORP | $3,873,000 | -1.9% | 383,491 | -1.9% | 0.28% | +4.2% |
| TOTA | Sell | TOTTENHAM ACQUISITION I LTD | $3,845,000 | -0.2% | 355,007 | -1.9% | 0.27% | +5.8% |
| CCL | New | CARNIVAL CORPunit 99/99/9999 | $3,821,000 | – | 251,738 | – | 0.27% | – |
| Sell | ZYNGA INCnote 0.250% 6/0 | $3,674,000 | -20.3% | 2,897,000 | -20.0% | 0.26% | -15.5% | |
| NEEPRQ | New | NEXTERA ENERGY INCunit 99/99/9999 | $3,658,000 | – | 80,496 | – | 0.26% | – |
| XLF | Sell | SELECT SECTOR SPDR TRsbi int-finl | $3,595,000 | -59.5% | 149,413 | -61.0% | 0.26% | -57.1% |
| NPA | Sell | NEW PROVIDENCE ACQUISITION | $3,529,000 | -10.9% | 354,696 | -11.4% | 0.25% | -5.6% |
| BRLI | New | BRILLIANT ACQUISITION CORP | $3,511,000 | – | 360,104 | – | 0.25% | – |
| Buy | COLONY STARWOOD HOMESnote 3.500% 1/1 | $3,485,000 | +1938.0% | 2,695,000 | +1926.3% | 0.25% | +2154.5% | |
| New | DEXCOM INCnote 0.750%12/0 | $3,464,000 | – | 1,367,000 | – | 0.25% | – | |
| MCMJ | Sell | MERIDA MERGER CORP I | $3,438,000 | -30.9% | 352,600 | -31.1% | 0.24% | -26.6% |
| New | TWILIO INCnote 0.250% 6/0 | $3,389,000 | – | 975,000 | – | 0.24% | – | |
| SCPE | Buy | SC HEALTH CORP | $3,280,000 | +70.7% | 328,000 | +69.9% | 0.23% | +81.4% |
| CCAC | Buy | CITIC CAPITAL ACQUISITION CO | $3,242,000 | +26.7% | 332,500 | +25.4% | 0.23% | +34.3% |
| ZGYH | Buy | YUNHONG INTL | $3,231,000 | +11.6% | 331,424 | +10.5% | 0.23% | +18.6% |
| VZ | New | VERIZON COMMUNICATIONS INC | $3,111,000 | – | 52,290 | – | 0.22% | – |
| VMAC | New | VISTAS MEDIA ACQUISITION CO | $3,064,000 | – | 314,276 | – | 0.22% | – |
| GIX | Sell | GIGCAPITAL2 INC | $3,008,000 | -58.3% | 299,300 | -58.5% | 0.21% | -55.9% |
| MCAC | New | MOUNTAIN CREST ACQUISITION C | $2,993,000 | – | 299,323 | – | 0.21% | – |
| GLEO | Sell | GALILEO ACQUISITION CORP | $2,955,000 | -13.9% | 300,000 | -14.8% | 0.21% | -9.1% |
| New | SPLUNK INCnote 0.500% 9/1 | $2,770,000 | – | 2,000,000 | – | 0.20% | – | |
| New | ENVESTNET INCnote 1.750% 6/0 | $2,723,000 | – | 2,130,000 | – | 0.19% | – | |
| New | PRICELINE GRP INCnote 0.900% 9/1 | $2,722,000 | – | 2,554,000 | – | 0.19% | – | |
| CFXA | New | COLFAX CORPunit 01/15/2022t | $2,670,000 | – | 20,000 | – | 0.19% | – |
| NCLH | New | NORWEGIAN CRUISE LINE HLDG Lput | $2,479,000 | – | 358,020 | – | 0.18% | – |
| New | CHEGG INCnote 0.125% 3/1 | $2,456,000 | – | 1,621,000 | – | 0.18% | – | |
| CRSA | New | CRESCENT ACQUISITION CORP | $2,394,000 | – | 238,176 | – | 0.17% | – |
| XLV | New | SELECT SECTOR SPDR TRsbi healthcare | $2,165,000 | – | 20,506 | – | 0.15% | – |
| GOAC | New | GO ACQUISITION CORP | $2,107,000 | – | 214,534 | – | 0.15% | – |
| Buy | Q2 HLDGS INCnote 0.750% 2/1 | $2,096,000 | +337.6% | 1,250,000 | +304.5% | 0.15% | +365.6% | |
| KBLM | Sell | KBL MERGER CORP IV | $2,058,000 | -25.0% | 190,598 | -25.0% | 0.15% | -20.1% |
| New | KKR REAL ESTATE FIN TR INCnote 6.125% 5/1 | $2,005,000 | – | 2,045,000 | – | 0.14% | – | |
| FSRV | New | FINSERV ACQUISITION CORPcl a | $1,980,000 | – | 200,000 | – | 0.14% | – |
| Buy | SILICON LABORATORIES INCnote 1.375% 3/0 | $1,963,000 | +151.7% | 1,650,000 | +153.8% | 0.14% | +169.2% | |
| FUSE | New | FUSION ACQUISITION CORPcl a | $1,850,000 | – | 189,768 | – | 0.13% | – |
| TDAC | Sell | TRIDENT ACQUISITIONS CORP | $1,823,000 | -81.2% | 170,383 | -81.3% | 0.13% | -80.1% |
| AMHC | Sell | AMPLITUDE HLTHCRE AQUSTIN CO | $1,724,000 | -16.4% | 175,950 | -17.2% | 0.12% | -10.9% |
| Sell | ZENDESK INCnote 0.250% 3/1 | $1,707,000 | -81.5% | 1,000,000 | -83.9% | 0.12% | -80.3% | |
| XLC | Sell | SELECT SECTOR SPDR TR | $1,663,000 | -84.4% | 28,000 | -85.8% | 0.12% | -83.5% |
| GDXJ | Buy | VANECK VECTORS ETF TRjr gold miners e | $1,661,000 | +167.9% | 30,000 | +140.0% | 0.12% | +181.0% |
| XLI | Sell | SELECT SECTOR SPDR TRsbi int-inds | $1,641,000 | +2.4% | 21,323 | -8.6% | 0.12% | +8.3% |
| SPCE | New | VIRGIN GALACTIC HOLDINGS INC | $1,635,000 | – | 85,000 | – | 0.12% | – |
| CIIC | Buy | CIIG MERGER CORP | $1,551,000 | +4.4% | 157,500 | +5.0% | 0.11% | +10.0% |
| LGVW | New | LONGVIEW ACQUISITION CORP | $1,455,000 | – | 150,000 | – | 0.10% | – |
| GRCY | New | GREENCITY ACQUISITION CORP | $1,430,000 | – | 146,681 | – | 0.10% | – |
| PSAC | New | PROPERTY SOLUTIONS ACQUISITI | $1,412,000 | – | 146,303 | – | 0.10% | – |
| GDX | Sell | VANECK VECTORS ETF TRgold miners etf | $1,371,000 | -40.2% | 35,000 | -44.0% | 0.10% | -36.4% |
| SFTW | Sell | OSPREY TECHNLGY AQUISTION CO | $1,359,000 | -31.8% | 137,312 | -31.3% | 0.10% | -27.6% |
| MLAC | New | MALACCA STRAITS ACQUISITION | $1,331,000 | – | 137,242 | – | 0.10% | – |
| CAPAU | New | HIGHCAPE CAP ACQUISITION CORunit 09/30/2027 | $1,262,000 | – | 125,000 | – | 0.09% | – |
| GXGX | Sell | GX ACQUISITION CORP | $1,250,000 | -75.6% | 125,000 | -75.8% | 0.09% | -74.1% |
| ITACU | New | INDUSTRIAL TECH ACQU INCunit 08/31/2025 | $1,245,000 | – | 125,000 | – | 0.09% | – |
| IBB | Sell | ISHARES TRnasdaq biotech | $1,219,000 | -78.3% | 9,000 | -78.0% | 0.09% | -76.9% |
| THBR | New | THUNDER BRDG ACQUISTION II L | $1,202,000 | – | 118,397 | – | 0.09% | – |
| INO | New | INOVIO PHARMACEUTICALS INC | $1,160,000 | – | 100,000 | – | 0.08% | – |
| TWNDU | New | TAILWIND ACQUISITION CORPunit 09/07/2027 | $1,036,000 | – | 103,538 | – | 0.07% | – |
| CCIVU | New | CHURCHILL CAPITAL CORP IVunit 99/99/9999 | $1,005,000 | – | 100,000 | – | 0.07% | – |
| IPV | Sell | INTERPRIVATE ACQUISITION COR | $990,000 | -76.4% | 100,010 | -76.9% | 0.07% | -74.8% |
| SPCE | New | VIRGIN GALACTIC HOLDINGS INCput | $993,000 | – | 85,000 | – | 0.07% | – |
| DEH | New | D8 HOLDINGS CORP | $998,000 | – | 102,315 | – | 0.07% | – |
| DFNS | Buy | LGL SYS ACQUISITION CORP | $985,000 | +53.0% | 100,000 | +51.5% | 0.07% | +62.8% |
| ERES | New | EAST RES ACQUISITION CO | $878,000 | – | 91,025 | – | 0.06% | – |
| NMMCU | New | NORTH MOUNTAIN MERGER CORPunit 09/16/2025 | $849,000 | – | 84,056 | – | 0.06% | – |
| CCL | New | CARNIVAL CORPput | $780,000 | – | 251,738 | – | 0.06% | – |
| LOAK | Sell | LIVE OAK ACQUISITION CORP | $731,000 | -50.0% | 75,000 | -50.0% | 0.05% | -46.9% |
| CPSR | New | CAPSTAR SPL PURP ACQUISITION | $735,000 | – | 75,046 | – | 0.05% | – |
| New | PENN NATL GAMING INCnote 2.750% 5/1 | $695,000 | – | 216,000 | – | 0.05% | – | |
| IQ | Sell | IQIYI INCput | $688,000 | +114.3% | 136,100 | -95.3% | 0.05% | +122.7% |
| New | ZILLOW GROUP INCnote 1.500% 7/0 | $664,000 | – | 463,000 | – | 0.05% | – | |
| OACBU | New | OAKTREE ACQUISITION CORP IIunit 09/15/2027 | $589,000 | – | 57,275 | – | 0.04% | – |
| FDEM | Sell | FIDELITY COVINGTON TRUSTtargeted emerg | $580,000 | -62.4% | 25,000 | -64.3% | 0.04% | -60.6% |
| New | STARWOOD PPTY TR INCnote 4.375% 4/0 | $565,000 | – | 590,000 | – | 0.04% | – | |
| Sell | TWITTER INCnote 0.250% 6/1 | $552,000 | -74.7% | 500,000 | -78.6% | 0.04% | -73.3% | |
| PSACU | New | PROPERTY SOLUTIONS ACQUISITIunit 03/30/2027 | $530,000 | – | 52,568 | – | 0.04% | – |
| FTOCU | New | FTAC OLYMPUS ACQUISITION CORunit 08/24/2025 | $500,000 | – | 50,000 | – | 0.04% | – |
| ACAM | Sell | ACAMAR PARTNERS ACQSITION COcl a | $502,000 | -33.1% | 49,167 | -34.4% | 0.04% | -28.0% |
| DFPH | New | DFP HEALTHCARE ACQUISITNS CO | $508,000 | – | 50,000 | – | 0.04% | – |
| RMG | Sell | RMG ACQUISITION CORPcl a | $512,000 | -74.3% | 50,000 | -75.0% | 0.04% | -73.1% |
| ASPLU | New | ASPIRATIONAL CONSUMER LIFESTunit 99/99/9999 | $499,000 | – | 50,000 | – | 0.04% | – |
| PIAIU | New | PRIME IMPACT ACQUISITION Iunit 10/01/2030 | $500,000 | – | 50,000 | – | 0.04% | – |
| ACEV | New | ACE CONVERGENCE ACQU CORPcl a | $491,000 | – | 50,400 | – | 0.04% | – |
| JIH | Sell | JUNIPER INDL HLDGS INC | $495,000 | -86.5% | 50,000 | -86.7% | 0.04% | -85.8% |
| MOH | New | MOLINA HEALTHCARE INC | $488,000 | – | 2,664 | – | 0.04% | – |
| AEPPZ | New | AMERICAN ELEC PWR CO INCunit 99/99/9999 | $484,000 | – | 10,000 | – | 0.03% | – |
| INO | New | INOVIO PHARMACEUTICALS INCput | $399,000 | – | 100,000 | – | 0.03% | – |
| AMT | New | AMERICAN TOWER CORP NEW | $355,000 | – | 1,468 | – | 0.02% | – |
| GRSV | New | GORES HLDGS V INC | $338,000 | – | 33,537 | – | 0.02% | – |
| XOM | New | EXXON MOBIL CORP | $330,000 | – | 9,603 | – | 0.02% | – |
| CVX | New | CHEVRON CORP NEW | $327,000 | – | 4,544 | – | 0.02% | – |
| HEC | New | HUDSON EXECUTIVE INVT CORP | $301,000 | – | 30,563 | – | 0.02% | – |
| SCVX | Sell | SCVX CORP | $280,000 | -42.5% | 28,026 | -43.9% | 0.02% | -39.4% |
| WPF | New | FOLEY TRASIMENE ACQUISTN COR | $246,000 | – | 23,700 | – | 0.02% | – |
| PLD | New | PROLOGIS INC. | $246,000 | – | 2,445 | – | 0.02% | – |
| STPKU | New | STAR PEAK ENERGY TRANSITIONunit 99/99/9999 | $255,000 | – | 25,000 | – | 0.02% | – |
| FGNAU | New | FG NEW AMER ACQUISITION CORPunit 08/31/2027 | $250,000 | – | 25,000 | – | 0.02% | – |
| GOACU | New | GO ACQUISITION CORPunit 08/31/2027 | $252,000 | – | 25,000 | – | 0.02% | – |
| PRPBU | New | CC NEUBERGER PRIN HLDGS IIunit 99/99/9999 | $258,000 | – | 25,000 | – | 0.02% | – |
| EQIX | New | EQUINIX INC | $223,000 | – | 293 | – | 0.02% | – |
| CCI | New | CROWN CASTLE INTL CORP NEW | $230,000 | – | 1,380 | – | 0.02% | – |
| NHICU | New | NEWHOLD INVESTMENT CORPunit 03/10/2025 | $212,000 | – | 21,046 | – | 0.02% | – |
| HPX | New | HPX CORP | $195,000 | – | 20,000 | – | 0.01% | – |
| PCPL | New | CC NEUBERGER PRINCIPAL HLDNG | $188,000 | – | 18,101 | – | 0.01% | – |
| CHPM | New | CHP MERGER CORP | $171,000 | – | 17,076 | – | 0.01% | – |
| ONB | New | OLD NATL BANCORP IND | $150,000 | – | 11,928 | – | 0.01% | – |
| CRHCU | New | COHN ROBBINS HOLDINGS CORPunit 08/11/2025 | $126,000 | – | 12,467 | – | 0.01% | – |
| FBP | New | FIRST BANCORP P R | $84,000 | – | 16,030 | – | 0.01% | – |
| GOGO | New | GOGO INCcall | $79,000 | – | 200,000 | – | 0.01% | – |
| SPY | Buy | SPDR S&P 500 ETF TRput | $76,000 | -40.2% | 2,662,444 | +4.2% | 0.01% | -44.4% |
| AAL | Sell | AMERICAN AIRLS GROUP INCcall | $54,000 | -93.2% | 95,300 | -73.2% | 0.00% | -92.6% |
| New | HANNON ARMSTRONG SUST INFR Cnote 4.125% 9/0 | $62,000 | – | 39,000 | – | 0.00% | – | |
| BILI | New | BILIBILI INCput | $32,000 | – | 27,000 | – | 0.00% | – |
| Sell | SCORPIO TANKERS INCnote 3.000% 5/1 | $16,000 | -99.1% | 18,000 | -99.1% | 0.00% | -99.1% | |
| CGC | New | CANOPY GROWTH CORPcall | $8,000 | – | 100,000 | – | 0.00% | – |
| GOACWS | New | GO ACQUISITION CORP*w exp 08/31/202 | $17,000 | – | 16,666 | – | 0.00% | – |
| AMC | New | AMC ENTMT HLDGS INCcall | $8,000 | – | 250,000 | – | 0.00% | – |
| DKNG | Exit | DRAFTKINGS INCcall | $0 | – | -10,000 | – | 0.00% | – |
| PDD | Sell | PINDUODUO INCput | $6,000 | -76.0% | 65,100 | -99.6% | 0.00% | -100.0% |
| NKLA | New | NIKOLA CORPcall | $4,000 | – | 50,000 | – | 0.00% | – |
| QQQ | Exit | INVESCO QQQ TRput | $0 | – | -694,902 | – | 0.00% | – |
| GNW | Exit | GENWORTH FINL INC | $0 | – | -12,514 | – | -0.00% | – |
| Exit | CHESAPEAKE ENERGY CORPnote 5.500% 9/1 | $0 | – | -4,620,000 | – | -0.00% | – | |
| Exit | VISHAY INTERTECHNOLOGY INCnote 2.250% 6/1 | $0 | – | -200,000 | – | -0.01% | – | |
| TREBU | Exit | TREBIA ACQUISITION CORPunit 99/99/9999 | $0 | – | -20,000 | – | -0.01% | – |
| DHR | Exit | DANAHER CORPORATION | $0 | – | -1,267 | – | -0.02% | – |
| VIAV | Exit | VIAVI SOLUTIONS INC | $0 | – | -17,758 | – | -0.02% | – |
| NEE | Exit | NEXTERA ENERGY INC | $0 | – | -998 | – | -0.02% | – |
| GIKU | Exit | GIGCAPITAL3 INCunit 99/99/9999 | $0 | – | -25,000 | – | -0.02% | – |
| MDT | Exit | MEDTRONIC PLC | $0 | – | -2,701 | – | -0.02% | – |
| BMY | Exit | BRISTOL-MYERS SQUIBB CO | $0 | – | -4,557 | – | -0.02% | – |
| TMO | Exit | THERMO FISHER SCIENTIFIC INC | $0 | – | -795 | – | -0.02% | – |
| LIN | Exit | LINDE PLC | $0 | – | -1,366 | – | -0.02% | – |
| LLY | Exit | LILLY ELI & CO | $0 | – | -1,697 | – | -0.02% | – |
| ABT | Exit | ABBOTT LABS | $0 | – | -3,563 | – | -0.02% | – |
| AAL | Exit | AMERICAN AIRLS GROUP INCput | $0 | – | -356,009 | – | -0.02% | – |
| ABBV | Exit | ABBVIE INC | $0 | – | -3,690 | – | -0.02% | – |
| PFE | Exit | PFIZER INC | $0 | – | -11,187 | – | -0.02% | – |
| MRK | Exit | MERCK & CO. INC | $0 | – | -5,083 | – | -0.03% | – |
| PTAC | Exit | PROPTECH ACQUISITION CORP | $0 | – | -44,100 | – | -0.03% | – |
| GTLS | Exit | CHART INDS INC | $0 | – | -10,114 | – | -0.03% | – |
| DPHC | Exit | DIAMONDPEAK HLDGS COR | $0 | – | -50,000 | – | -0.03% | – |
| BOX | Exit | BOX INCcl a | $0 | – | -25,925 | – | -0.04% | – |
| UNH | Exit | UNITEDHEALTH GROUP INC | $0 | – | -1,910 | – | -0.04% | – |
| NOVS | Exit | NOVUS CAP CORP | $0 | – | -65,221 | – | -0.04% | – |
| NFIN | Exit | NETFIN ACQUISITION CORP | $0 | – | -70,644 | – | -0.05% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -5,306 | – | -0.05% | – |
| Exit | BLACKSTONE MTG TR INCnote 4.375% 5/0 | $0 | – | -1,011,000 | – | -0.06% | – | |
| XLP | Exit | SELECT SECTOR SPDR TRsbi cons stpls | $0 | – | -16,734 | – | -0.07% | – |
| FUSEU | Exit | FUSION ACQUISITION CORPunit 99/99/9999 | $0 | – | -99,999 | – | -0.07% | – |
| XLE | Exit | SELECT SECTOR SPDR TRenergy | $0 | – | -27,576 | – | -0.07% | – |
| AEP | Exit | AMERICAN ELEC PWR CO INC | $0 | – | -17,111 | – | -0.09% | – |
| Exit | SQUARE INCnote 0.500% 5/1 | $0 | – | -1,000,000 | – | -0.10% | – | |
| Exit | NEUROCRINE BIOSCIENCES INCnote 2.250% 5/1 | $0 | – | -1,000,000 | – | -0.11% | – | |
| Exit | PALO ALTO NETWORKS INCnote 0.750% 7/0 | $0 | – | -1,590,000 | – | -0.11% | – | |
| HCCO | Exit | HEALTHCARE MERGER CORP | $0 | – | -180,000 | – | -0.12% | – |
| Exit | MICROCHIP TECHNOLOGY INC.note 1.625% 2/1 | $0 | – | -1,254,000 | – | -0.12% | – | |
| SOACU | Exit | SUSTAINABLE OPPORTNTS ACQ COunit 99/99/9999 | $0 | – | -205,382 | – | -0.14% | – |
| SBE | Exit | SWITCHBACK ENERGY ACQUISTN C | $0 | – | -238,097 | – | -0.16% | – |
| PIC | Exit | PIVOTAL INVT CORP II | $0 | – | -250,000 | – | -0.17% | – |
| HCAC | Exit | HENNESSY CAP ACQUSTION CORP | $0 | – | -244,400 | – | -0.17% | – |
| BRLIU | Exit | BRILLIANT ACQUISITION CORPunit 12/31/2020 | $0 | – | -294,071 | – | -0.20% | – |
| SAQN | Exit | SOFTWARE ACQUISITION GROUP I | $0 | – | -305,267 | – | -0.20% | – |
| Exit | REALPAGE INCnote 1.500%11/1 | $0 | – | -1,865,000 | – | -0.20% | – | |
| Exit | FTI CONSULTING INCnote 2.000% 8/1 | $0 | – | -2,500,000 | – | -0.21% | – | |
| MCACU | Exit | MOUNTAIN CREST ACQUISITION Cunit 03/19/2025 | $0 | – | -315,037 | – | -0.21% | – |
| Exit | CAESARS ENTMT CORPnote 5.000%10/0 | $0 | – | -1,900,000 | – | -0.22% | – | |
| Exit | TESLA INCnote 2.000% 5/1 | $0 | – | -1,000,000 | – | -0.24% | – | |
| Exit | ON SEMICONDUCTOR CORPnote 1.000%12/0 | $0 | – | -3,047,000 | – | -0.24% | – | |
| TRNE | Exit | TRINE ACQUISITION CORP | $0 | – | -400,000 | – | -0.27% | – |
| Exit | J2 GLOBAL INCnote 3.250% 6/1 | $0 | – | -3,895,000 | – | -0.28% | – | |
| CFFA | Exit | CF FIN ACQUISITION CORP | $0 | – | -407,288 | – | -0.28% | – |
| XLY | Exit | SELECT SECTOR SPDR TRsbi cons discr | $0 | – | -34,768 | – | -0.30% | – |
| PACQ | Exit | PURE ACQUISITION CORPcl a | $0 | – | -491,363 | – | -0.35% | – |
| Exit | INSULET CORPnote 1.375%11/1 | $0 | – | -2,436,000 | – | -0.35% | – | |
| ANDA | Exit | ANDINA ACQUISITION CORP III | $0 | – | -594,600 | – | -0.41% | – |
| CGROU | Exit | COLLECTIVE GROWTH CORPunit 04/29/2025 | $0 | – | -627,161 | – | -0.42% | – |
| LFAC | Exit | LF CAP ACQUISITION CORPcl a | $0 | – | -658,672 | – | -0.46% | – |
| Exit | WAYFAIR INCnote 1.125%11/0 | $0 | – | -4,358,000 | – | -0.52% | – | |
| Exit | TESLA INCnote 1.250% 3/0 | $0 | – | -2,803,000 | – | -0.56% | – | |
| Exit | WORKDAY INCnote 0.250%10/0 | $0 | – | -7,510,000 | – | -0.69% | – | |
| VNQ | Exit | VANGUARD INDEX FDSreal estate etf | $0 | – | -135,741 | – | -0.72% | – |
| SPAQ | Exit | SPARTAN ENERGY ACQUISITION C | $0 | – | -1,041,609 | – | -0.72% | – |
| LHC | Exit | LEO HOLDINGS CORP | $0 | – | -1,116,194 | – | -0.78% | – |
| Exit | TESLA INCnote 2.375% 3/1 | $0 | – | -4,488,000 | – | -1.00% | – | |
| BLD | Exit | TOPBUILD CORP | $0 | – | -152,166 | – | -1.16% | – |
| QQQ | Exit | INVESCO QQQ TRunit ser 1 | $0 | – | -694,902 | – | -11.55% | – |
Q2 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SPY | New | SPDR S&P 500 ETF TRtr unit | $789,417,000 | – | 2,554,425 | – | 53.03% | – |
| QQQ | New | INVESCO QQQ TRunit ser 1 | $171,979,000 | – | 694,902 | – | 11.55% | – |
| DIA | New | SPDR DOW JONES INDL AVERAGEut ser 1 | $23,000,000 | – | 89,102 | – | 1.54% | – |
| BLD | New | TOPBUILD CORP | $17,312,000 | – | 152,166 | – | 1.16% | – |
| SSPK | New | SILVER SPIKE ACQUISITION COR | $14,925,000 | – | 1,500,000 | – | 1.00% | – |
| New | TESLA INCnote 2.375% 3/1 | $14,876,000 | – | 4,488,000 | – | 1.00% | – | |
| QTSPRB | New | QTS RLTY TR INC6.50% con pfd b | $14,546,000 | – | 101,600 | – | 0.98% | – |
| THCB | New | TUSCAN HOLDINGS CORP | $14,112,000 | – | 1,400,000 | – | 0.95% | – |
| LHC | New | LEO HOLDINGS CORP | $11,564,000 | – | 1,116,194 | – | 0.78% | – |
| New | NUANCE COMMUNICATIONS INCdbcv 1.000%12/1 | $11,286,000 | – | 9,629,000 | – | 0.76% | – | |
| SPAQ | New | SPARTAN ENERGY ACQUISITION C | $10,708,000 | – | 1,041,609 | – | 0.72% | – |
| VNQ | New | VANGUARD INDEX FDSreal estate etf | $10,664,000 | – | 135,741 | – | 0.72% | – |
| XLC | New | SELECT SECTOR SPDR TR | $10,654,000 | – | 197,000 | – | 0.72% | – |
| New | WORKDAY INCnote 0.250%10/0 | $10,314,000 | – | 7,510,000 | – | 0.69% | – | |
| AMCI | New | AMCI ACQUISITION CORPclass a | $10,197,000 | – | 998,700 | – | 0.68% | – |
| TDAC | New | TRIDENT ACQUISITIONS CORP | $9,718,000 | – | 910,736 | – | 0.65% | – |
| New | ZENDESK INCnote 0.250% 3/1 | $9,223,000 | – | 6,225,000 | – | 0.62% | – | |
| LATN | New | UNION ACQUISITION CORP II | $9,062,000 | – | 920,000 | – | 0.61% | – |
| GNRS | New | GREENROSE ACQUISITION CORP | $8,966,000 | – | 924,299 | – | 0.60% | – |
| New | COUPA SOFTWARE INCnote 0.125% 6/1 | $8,928,000 | – | 5,000,000 | – | 0.60% | – | |
| XLF | New | SELECT SECTOR SPDR TRsbi int-finl | $8,885,000 | – | 383,413 | – | 0.60% | – |
| RPLA | New | REPLAY ACQUISITION CORP | $8,500,000 | – | 850,000 | – | 0.57% | – |
| New | TESLA INCnote 1.250% 3/0 | $8,408,000 | – | 2,803,000 | – | 0.56% | – | |
| New | WAYFAIR INCnote 1.125%11/0 | $7,790,000 | – | 4,358,000 | – | 0.52% | – | |
| GIX | New | GIGCAPITAL2 INC | $7,221,000 | – | 722,069 | – | 0.48% | – |
| THCA | New | TUSCAN HLDGS CORP II | $7,069,000 | – | 716,198 | – | 0.48% | – |
| JFK | New | 8I ENTERPRISES ACQUISITION C | $7,048,000 | – | 696,421 | – | 0.47% | – |
| LFAC | New | LF CAP ACQUISITION CORPcl a | $6,896,000 | – | 658,672 | – | 0.46% | – |
| SRAC | New | STABLE RD ACQUISITION CORP | $6,405,000 | – | 653,533 | – | 0.43% | – |
| CGROU | New | COLLECTIVE GROWTH CORPunit 04/29/2025 | $6,272,000 | – | 627,161 | – | 0.42% | – |
| DHRPRA | New | DANAHER CORPORATION4.75 mnd cv pfd | $6,169,000 | – | 5,105 | – | 0.41% | – |
| ESSC | New | EAST STONE ACQUISITION CORP | $6,151,000 | – | 630,916 | – | 0.41% | – |
| ANDA | New | ANDINA ACQUISITION CORP III | $6,065,000 | – | 594,600 | – | 0.41% | – |
| NEEPRO | New | NEXTERA ENERGY INCunit 09/01/2022s | $5,817,000 | – | 128,205 | – | 0.39% | – |
| GRNV | New | GREENVISION ACQUISITION CORP | $5,693,000 | – | 575,000 | – | 0.38% | – |
| IBB | New | ISHARES TRnasdaq biotech | $5,609,000 | – | 41,000 | – | 0.38% | – |
| LIVK | New | LIV CAP ACQUISITION CORPcl a | $5,403,000 | – | 557,000 | – | 0.36% | – |
| NBAC | New | NEWBORN ACQUISITION CORP | $5,390,000 | – | 550,000 | – | 0.36% | – |
| AGBA | New | AGBA ACQUISITION LTD | $5,302,000 | – | 522,339 | – | 0.36% | – |
| TZAC | New | TENZING ACQUISITION CORP | $5,204,000 | – | 488,630 | – | 0.35% | – |
| New | INSULET CORPnote 1.375%11/1 | $5,174,000 | – | 2,436,000 | – | 0.35% | – | |
| PACQ | New | PURE ACQUISITION CORPcl a | $5,159,000 | – | 491,363 | – | 0.35% | – |
| GXGX | New | GX ACQUISITION CORP | $5,118,000 | – | 517,000 | – | 0.34% | – |
| MCMJ | New | MERIDA MERGER CORP I | $4,972,000 | – | 511,535 | – | 0.33% | – |
| New | ZYNGA INCnote 0.250% 6/0 | $4,610,000 | – | 3,622,000 | – | 0.31% | – | |
| XLY | New | SELECT SECTOR SPDR TRsbi cons discr | $4,443,000 | – | 34,768 | – | 0.30% | – |
| ALAC | New | ALBERTON ACQUISITION CORP | $4,283,000 | – | 404,011 | – | 0.29% | – |
| New | J2 GLOBAL INCnote 3.250% 6/1 | $4,206,000 | – | 3,895,000 | – | 0.28% | – | |
| CFFA | New | CF FIN ACQUISITION CORP | $4,220,000 | – | 407,288 | – | 0.28% | – |
| IPV | New | INTERPRIVATE ACQUISITION COR | $4,200,000 | – | 433,000 | – | 0.28% | – |
| ALUS | New | ALUSSA ENERGY ACQUISITION CO | $4,036,000 | – | 413,932 | – | 0.27% | – |
| TRNE | New | TRINE ACQUISITION CORP | $4,000,000 | – | 400,000 | – | 0.27% | – |
| NPA | New | NEW PROVIDENCE ACQUISITION | $3,962,000 | – | 400,229 | – | 0.27% | – |
| ORSN | New | ORISUN ACQUISITION CORP | $3,949,000 | – | 391,000 | – | 0.26% | – |
| TOTA | New | TOTTENHAM ACQUISITION I LTD | $3,853,000 | – | 361,823 | – | 0.26% | – |
| JIH | New | JUNIPER INDL HLDGS INC | $3,656,000 | – | 375,000 | – | 0.25% | – |
| New | ON SEMICONDUCTOR CORPnote 1.000%12/0 | $3,527,000 | – | 3,047,000 | – | 0.24% | – | |
| New | TESLA INCnote 2.000% 5/1 | $3,508,000 | – | 1,000,000 | – | 0.24% | – | |
| GLEO | New | GALILEO ACQUISITION CORP | $3,432,000 | – | 352,037 | – | 0.23% | – |
| New | CAESARS ENTMT CORPnote 5.000%10/0 | $3,205,000 | – | 1,900,000 | – | 0.22% | – | |
| New | IQIYI INCnote 3.750%12/0 | $3,181,000 | – | 2,900,000 | – | 0.21% | – | |
| New | FTI CONSULTING INCnote 2.000% 8/1 | $3,171,000 | – | 2,500,000 | – | 0.21% | – | |
| MCACU | New | MOUNTAIN CREST ACQUISITION Cunit 03/19/2025 | $3,166,000 | – | 315,037 | – | 0.21% | – |
| New | REALPAGE INCnote 1.500%11/1 | $3,004,000 | – | 1,865,000 | – | 0.20% | – | |
| New | NUVASIVE INCnote 2.250% 3/1 | $2,995,000 | – | 2,750,000 | – | 0.20% | – | |
| SAQN | New | SOFTWARE ACQUISITION GROUP I | $2,992,000 | – | 305,267 | – | 0.20% | – |
| BRLIU | New | BRILLIANT ACQUISITION CORPunit 12/31/2020 | $2,947,000 | – | 294,071 | – | 0.20% | – |
| ZGYH | New | YUNHONG INTL | $2,895,000 | – | 300,000 | – | 0.19% | – |
| KBLM | New | KBL MERGER CORP IV | $2,744,000 | – | 254,029 | – | 0.18% | – |
| LOAC | New | LONGEVITY ACQUISITION CORP | $2,708,000 | – | 255,490 | – | 0.18% | – |
| CCAC | New | CITIC CAPITAL ACQUISITION CO | $2,558,000 | – | 265,097 | – | 0.17% | – |
| HCAC | New | HENNESSY CAP ACQUSTION CORP | $2,505,000 | – | 244,400 | – | 0.17% | – |
| PIC | New | PIVOTAL INVT CORP II | $2,487,000 | – | 250,000 | – | 0.17% | – |
| SBE | New | SWITCHBACK ENERGY ACQUISTN C | $2,345,000 | – | 238,097 | – | 0.16% | – |
| GDX | New | VANECK VECTORS ETF TRgold miners etf | $2,292,000 | – | 62,500 | – | 0.15% | – |
| New | TWITTER INCnote 0.250% 6/1 | $2,179,000 | – | 2,336,000 | – | 0.15% | – | |
| AMHC | New | AMPLITUDE HLTHCRE AQUSTIN CO | $2,061,000 | – | 212,500 | – | 0.14% | – |
| SOACU | New | SUSTAINABLE OPPORTNTS ACQ COunit 99/99/9999 | $2,054,000 | – | 205,382 | – | 0.14% | – |
| SFTW | New | OSPREY TECHNLGY AQUISTION CO | $1,992,000 | – | 200,000 | – | 0.13% | – |
| RMG | New | RMG ACQUISITION CORPcl a | $1,990,000 | – | 200,000 | – | 0.13% | – |
| SCPE | New | SC HEALTH CORP | $1,921,000 | – | 193,075 | – | 0.13% | – |
| New | MICROCHIP TECHNOLOGY INC.note 1.625% 2/1 | $1,844,000 | – | 1,254,000 | – | 0.12% | – | |
| HCCO | New | HEALTHCARE MERGER CORP | $1,800,000 | – | 180,000 | – | 0.12% | – |
| New | SCORPIO TANKERS INCnote 3.000% 5/1 | $1,741,000 | – | 2,047,000 | – | 0.12% | – | |
| New | PALO ALTO NETWORKS INCnote 0.750% 7/0 | $1,692,000 | – | 1,590,000 | – | 0.11% | – | |
| New | NEUROCRINE BIOSCIENCES INCnote 2.250% 5/1 | $1,661,000 | – | 1,000,000 | – | 0.11% | – | |
| XLI | New | SELECT SECTOR SPDR TRsbi int-inds | $1,603,000 | – | 23,323 | – | 0.11% | – |
| FDEM | New | FIDELITY COVINGTON TRtargeted emerg | $1,543,000 | – | 70,000 | – | 0.10% | – |
| CIIC | New | CIIG MERGER CORP | $1,485,000 | – | 150,000 | – | 0.10% | – |
| New | SQUARE INCnote 0.500% 5/1 | $1,470,000 | – | 1,000,000 | – | 0.10% | – | |
| LOAK | New | LIVE OAK ACQUISITION CORP | $1,462,000 | – | 150,000 | – | 0.10% | – |
| AEP | New | AMERICAN ELEC PWR CO INC | $1,363,000 | – | 17,111 | – | 0.09% | – |
| XLK | New | SELECT SECTOR SPDR TRtechnology | $1,078,000 | – | 10,304 | – | 0.07% | – |
| XLE | New | SELECT SECTOR SPDR TRenergy | $1,044,000 | – | 27,576 | – | 0.07% | – |
| FUSEU | New | FUSION ACQUISITION CORPunit 99/99/9999 | $1,016,000 | – | 99,999 | – | 0.07% | – |
| MNCL | New | MONOCLE ACQUISITION CORP | $1,015,000 | – | 100,000 | – | 0.07% | – |
| XLP | New | SELECT SECTOR SPDR TRsbi cons stpls | $982,000 | – | 16,734 | – | 0.07% | – |
| New | BLACKSTONE MTG TR INCnote 4.375% 5/0 | $941,000 | – | 1,011,000 | – | 0.06% | – | |
| AAL | New | AMERICAN AIRLS GROUP INCcall | $798,000 | – | 356,009 | – | 0.05% | – |
| New | SILICON LABORATORIES INCnote 1.375% 3/0 | $780,000 | – | 650,000 | – | 0.05% | – | |
| JNJ | New | JOHNSON & JOHNSON | $746,000 | – | 5,306 | – | 0.05% | – |
| ACAM | New | ACAMAR PARTNERS ACQSITION COcl a | $750,000 | – | 75,000 | – | 0.05% | – |
| NFIN | New | NETFIN ACQUISITION CORP | $724,000 | – | 70,644 | – | 0.05% | – |
| DFNS | New | LGL SYS ACQUISITION CORP | $644,000 | – | 66,011 | – | 0.04% | – |
| NOVS | New | NOVUS CAP CORP | $633,000 | – | 65,221 | – | 0.04% | – |
| GDXJ | New | VANECK VECTORS ETF TRjr gold miners e | $620,000 | – | 12,500 | – | 0.04% | – |
| UNH | New | UNITEDHEALTH GROUP INC | $563,000 | – | 1,910 | – | 0.04% | – |
| BOX | New | BOX INCcl a | $538,000 | – | 25,925 | – | 0.04% | – |
| DPHC | New | DIAMONDPEAK HLDGS COR | $502,000 | – | 50,000 | – | 0.03% | – |
| SCVX | New | SCVX CORP | $487,000 | – | 50,000 | – | 0.03% | – |
| GTLS | New | CHART INDS INC | $490,000 | – | 10,114 | – | 0.03% | – |
| New | Q2 HLDGS INCnote 0.750% 2/1 | $479,000 | – | 309,000 | – | 0.03% | – | |
| PTAC | New | PROPTECH ACQUISITION CORP | $434,000 | – | 44,100 | – | 0.03% | – |
| MRK | New | MERCK & CO. INC | $393,000 | – | 5,083 | – | 0.03% | – |
| PFE | New | PFIZER INC | $366,000 | – | 11,187 | – | 0.02% | – |
| AAL | New | AMERICAN AIRLS GROUP INCput | $350,000 | – | 356,009 | – | 0.02% | – |
| ABBV | New | ABBVIE INC | $362,000 | – | 3,690 | – | 0.02% | – |
| ABT | New | ABBOTT LABS | $326,000 | – | 3,563 | – | 0.02% | – |
| IQ | New | IQIYI INCput | $321,000 | – | 2,900,000 | – | 0.02% | – |
| TMO | New | THERMO FISHER SCIENTIFIC INC | $288,000 | – | 795 | – | 0.02% | – |
| LLY | New | LILLY ELI & CO | $279,000 | – | 1,697 | – | 0.02% | – |
| LIN | New | LINDE PLC | $290,000 | – | 1,366 | – | 0.02% | – |
| BMY | New | BRISTOL-MYERS SQUIBB CO | $268,000 | – | 4,557 | – | 0.02% | – |
| GIKU | New | GIGCAPITAL3 INCunit 99/99/9999 | $250,000 | – | 25,000 | – | 0.02% | – |
| MDT | New | MEDTRONIC PLC | $248,000 | – | 2,701 | – | 0.02% | – |
| NEE | New | NEXTERA ENERGY INC | $240,000 | – | 998 | – | 0.02% | – |
| VIAV | New | VIAVI SOLUTIONS INC | $226,000 | – | 17,758 | – | 0.02% | – |
| DHR | New | DANAHER CORPORATION | $224,000 | – | 1,267 | – | 0.02% | – |
| TREBU | New | TREBIA ACQUISITION CORPunit 99/99/9999 | $209,000 | – | 20,000 | – | 0.01% | – |
| New | VISHAY INTERTECHNOLOGY INCnote 2.250% 6/1 | $181,000 | – | 200,000 | – | 0.01% | – | |
| New | COLONY STARWOOD HOMESnote 3.500% 1/1 | $171,000 | – | 133,000 | – | 0.01% | – | |
| SPY | New | SPDR S&P 500 ETF TRput | $127,000 | – | 2,554,425 | – | 0.01% | – |
| New | CHESAPEAKE ENERGY CORPnote 5.500% 9/1 | $46,000 | – | 4,620,000 | – | 0.00% | – | |
| PDD | New | PINDUODUO INCput | $25,000 | – | 14,502,000 | – | 0.00% | – |
| GNW | New | GENWORTH FINL INC | $29,000 | – | 12,514 | – | 0.00% | – |
| QQQ | New | INVESCO QQQ TRput | $0 | – | 694,902 | – | 0.00% | – |
| DKNG | New | DRAFTKINGS INCcall | $7,000 | – | 10,000 | – | 0.00% | – |
Q4 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| STNLW | Exit | SENTINEL ENERGY SVCS INC*w exp 11/02/202 | $0 | – | -49,700 | – | -0.00% | – |
| Exit | PACIRA BIOSCIENCESnote 2.375% 4/0 | $0 | – | -54,000 | – | -0.00% | – | |
| SPY | Exit | SPDR S&P 500 ETF TRput | $0 | – | -3,552,509 | – | -0.00% | – |
| SMTA | Exit | SPIRIT MTA REIT | $0 | – | -15,000 | – | -0.01% | – |
| CTAC | Exit | CHASERG TECHNLGY ACQUISITN Cclass a | $0 | – | -15,092 | – | -0.01% | – |
| GIX | Exit | GIGCAPITAL2 INC | $0 | – | -18,851 | – | -0.01% | – |
| RMG | Exit | RMG ACQUISITION CORPcl a | $0 | – | -23,436 | – | -0.01% | – |
| VTIQ | Exit | VECTOIQ ACQUISITION CORP | $0 | – | -25,241 | – | -0.02% | – |
| HST | Exit | HOST HOTELS & RESORTS INC | $0 | – | -20,000 | – | -0.02% | – |
| SPAQ | Exit | SPARTAN ENERGY ACQUISITON CO | $0 | – | -45,975 | – | -0.03% | – |
| Exit | CLOVIS ONCOLOGY INCnote 1.250% 5/0 | $0 | – | -1,250,000 | – | -0.03% | – | |
| PICU | Exit | PIVOTAL INVT CORP IIunit 06/01/2025 | $0 | – | -50,000 | – | -0.03% | – |
| CCX | Exit | CHURCHILL CAP CORP IIcl a | $0 | – | -50,000 | – | -0.03% | – |
| KRE | Exit | SPDR SERIES TRUSTs&p regl bkg | $0 | – | -10,000 | – | -0.03% | – |
| ARYA | Exit | ARYA SCIENCES ACQUISITION CO | $0 | – | -50,015 | – | -0.03% | – |
| MOSC | Exit | MOSAIC ACQUISITION CORP | $0 | – | -50,000 | – | -0.03% | – |
| FPAC | Exit | FAR PT ACQUISITION CORP | $0 | – | -50,509 | – | -0.03% | – |
| FTI | Exit | TECHNIPFMC PLC | $0 | – | -23,907 | – | -0.03% | – |
| QTWO | Exit | Q2 HLDGS INC | $0 | – | -7,500 | – | -0.04% | – |
| MGP | Exit | MGM GROWTH PPTYS LLC | $0 | – | -20,000 | – | -0.04% | – |
| NEEPRO | Exit | NEXTERA ENERGY INCunit 09/01/2022s | $0 | – | -12,132 | – | -0.04% | – |
| DFBH | Exit | DFB HEALTHCARE ACQUISTION CO | $0 | – | -65,000 | – | -0.04% | – |
| AEP | Exit | AMERICAN ELEC PWR CO INC | $0 | – | -7,000 | – | -0.04% | – |
| LCA | Exit | LANDCADIA HLDGS II INCcl a | $0 | – | -72,208 | – | -0.04% | – |
| BRPM | Exit | B RILEY PRINCIPAL MERGER CORcl a | $0 | – | -75,000 | – | -0.04% | – |
| SWK | Exit | STANLEY BLACK & DECKER INC | $0 | – | -5,200 | – | -0.04% | – |
| NIO | Exit | NIO INCspon ads | $0 | – | -500,100 | – | -0.05% | – |
| SHLL | Exit | TORTOISE ACQUISITION CORPcl a | $0 | – | -81,851 | – | -0.05% | – |
| MGM | Exit | MGM RESORTS INTERNATIONAL | $0 | – | -30,000 | – | -0.05% | – |
| NIO | Exit | NIO INCput | $0 | – | -500,100 | – | -0.05% | – |
| FTAC | Exit | FINTECH ACQUISITION CORP III | $0 | – | -91,762 | – | -0.06% | – |
| MMM | Exit | 3M CO | $0 | – | -5,700 | – | -0.06% | – |
| CSCO | Exit | CISCO SYS INC | $0 | – | -19,600 | – | -0.06% | – |
| CFFA | Exit | CF FIN ACQUISITION CORP | $0 | – | -94,771 | – | -0.06% | – |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -4,600 | – | -0.06% | – |
| THCAU | Exit | TUSCAN HLDGS CORP IIunit 04/01/2026 | $0 | – | -95,275 | – | -0.06% | – |
| PEP | Exit | PEPSICO INC | $0 | – | -7,100 | – | -0.06% | – |
| ACN | Exit | ACCENTURE PLC IRELAND | $0 | – | -5,100 | – | -0.06% | – |
| PAA | Exit | PLAINS ALL AMERN PIPELINE Lunit ltd partn | $0 | – | -47,444 | – | -0.06% | – |
| PFE | Exit | PFIZER INC | $0 | – | -27,800 | – | -0.06% | – |
| PGRE | Exit | PARAMOUNT GROUP INC | $0 | – | -75,000 | – | -0.06% | – |
| THCB | Exit | TUSCAN HOLDINGS CORP | $0 | – | -100,000 | – | -0.06% | – |
| Exit | EXACT SCIENCES CORPnote 0.375% 3/1 | $0 | – | -1,000,000 | – | -0.06% | – | |
| PG | Exit | PROCTER & GAMBLE CO | $0 | – | -8,900 | – | -0.07% | – |
| BAC | Exit | BANK AMER CORP | $0 | – | -37,900 | – | -0.07% | – |
| MS | Exit | MORGAN STANLEY | $0 | – | -26,100 | – | -0.07% | – |
| Exit | HORIZON PHARMA INVT LTDnote 2.500% 3/1 | $0 | – | -1,000,000 | – | -0.07% | – | |
| EMR | Exit | EMERSON ELEC CO | $0 | – | -17,900 | – | -0.07% | – |
| AMZN | Exit | AMAZON COM INC | $0 | – | -700 | – | -0.07% | – |
| DXCM | Exit | DEXCOM INC | $0 | – | -8,200 | – | -0.07% | – |
| Exit | INPHI CORPnote 0.750% 9/0 | $0 | – | -1,000,000 | – | -0.07% | – | |
| PE | Exit | PARSLEY ENERGY INCcl a | $0 | – | -75,000 | – | -0.08% | – |
| DTE | Exit | DTE ENERGY CO | $0 | – | -10,069 | – | -0.08% | – |
| Exit | FIREEYE INCnote 0.875% 6/0 | $0 | – | -1,500,000 | – | -0.08% | – | |
| ACTT | Exit | ACT II GLOBAL ACQUISITION CO | $0 | – | -150,001 | – | -0.09% | – |
| MFAC | Exit | MEGALITH FINL ACQUISITION CO | $0 | – | -151,000 | – | -0.09% | – |
| Exit | RINGCENTRAL INCnote 3/1 | $0 | – | -1,000,000 | – | -0.10% | – | |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -14,300 | – | -0.10% | – |
| AGBA | Exit | AGBA ACQUISITION LTD | $0 | – | -175,200 | – | -0.10% | – |
| EDTX | Exit | EDTECHX HLDGS ACQUISITION CO | $0 | – | -175,000 | – | -0.10% | – |
| SMAR | Exit | SMARTSHEET INC | $0 | – | -50,000 | – | -0.11% | – |
| FB | Exit | FACEBOOK INCcl a | $0 | – | -10,200 | – | -0.11% | – |
| BKNG | Exit | BOOKING HLDGS INC | $0 | – | -945 | – | -0.11% | – |
| Exit | WAYFAIR INCnote 0.375% 9/0 | $0 | – | -1,500,000 | – | -0.11% | – | |
| WEC | Exit | WEC ENERGY GROUP INC | $0 | – | -20,952 | – | -0.12% | – |
| MNCL | Exit | MONOCLE ACQUISITION CORP | $0 | – | -200,000 | – | -0.12% | – |
| Exit | TESLA INCnote 2.000% 5/1 | $0 | – | -2,000,000 | – | -0.12% | – | |
| AVGO | Exit | BROADCOM INC | $0 | – | -7,500 | – | -0.12% | – |
| Exit | SCORPIO TANKERS INCnote 3.000% 5/1 | $0 | – | -2,000,000 | – | -0.12% | – | |
| PACQU | Exit | PURE ACQUISITION CORPunit 04/13/2023 | $0 | – | -200,000 | – | -0.13% | – |
| GDXJ | Exit | VANECK VECTORS ETF TRjr gold miners e | $0 | – | -60,000 | – | -0.13% | – |
| GSAH | Exit | GS ACQUISITION HLDGS CORP | $0 | – | -214,962 | – | -0.13% | – |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -20,000 | – | -0.14% | – |
| CONE | Exit | CYRUSONE INC | $0 | – | -30,000 | – | -0.14% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -18,600 | – | -0.14% | – |
| HYAC | Exit | HAYMAKER ACQUISITION CORP II | $0 | – | -244,028 | – | -0.14% | – |
| MA | Exit | MASTERCARD INCcl a | $0 | – | -9,100 | – | -0.15% | – |
| AMCI | Exit | AMCI ACQUISITION CORPclass a | $0 | – | -256,375 | – | -0.15% | – |
| EEFT | Exit | EURONET WORLDWIDE INC | $0 | – | -18,000 | – | -0.16% | – |
| Exit | NXP SEMICONDUCTORS N Vnote 1.000%12/0 | $0 | – | -2,500,000 | – | -0.16% | – | |
| Exit | SQUARE INCnote 0.500% 5/1 | $0 | – | -2,500,000 | – | -0.16% | – | |
| LFAC | Exit | LF CAP ACQUISITION CORPcl a | $0 | – | -276,600 | – | -0.17% | – |
| TMCX | Exit | TRINITY MERGER CORP | $0 | – | -288,656 | – | -0.18% | – |
| DDMX | Exit | DD3 ACQUISITION CORP | $0 | – | -300,000 | – | -0.18% | – |
| TRGP | Exit | TARGA RES CORP | $0 | – | -78,069 | – | -0.19% | – |
| Exit | SPLUNK INCnote 1.125% 9/1 | $0 | – | -2,905,000 | – | -0.19% | – | |
| BRPA | Exit | BIG ROCK PARTNERS ACQUISI CO | $0 | – | -303,056 | – | -0.19% | – |
| TOTA | Exit | TOTTENHAM ACQUISITION I LTD | $0 | – | -318,807 | – | -0.20% | – |
| AAPL | Exit | APPLE INC | $0 | – | -15,400 | – | -0.20% | – |
| GOOG | Exit | ALPHABET INCcap stk cl c | $0 | – | -2,900 | – | -0.21% | – |
| SAMA | Exit | SCHULTZE SPL PURP ACQUSTN CO | $0 | – | -357,821 | – | -0.21% | – |
| XOM | Exit | EXXON MOBIL CORP | $0 | – | -52,300 | – | -0.22% | – |
| LOAC | Exit | LONGEVITY ACQUISITION CORP | $0 | – | -358,500 | – | -0.22% | – |
| Exit | NUVASIVE INCnote 2.250% 3/1 | $0 | – | -3,311,000 | – | -0.23% | – | |
| Exit | SILICON LABORATORIES INCnote 1.375% 3/0 | $0 | – | -3,000,000 | – | -0.23% | – | |
| Exit | SILVER STD RES INCnote 2.875% 2/0 | $0 | – | -4,000,000 | – | -0.24% | – | |
| RWGE | Exit | REGALWOOD GLOBAL ENERGY LTD | $0 | – | -405,700 | – | -0.25% | – |
| DHR | Exit | DANAHER CORPORATION | $0 | – | -29,600 | – | -0.25% | – |
| ALGR | Exit | ALLEGRO MERGER CORP | $0 | – | -440,126 | – | -0.27% | – |
| Exit | JAZZ INVESTMENTS I LTDnote 1.875% 8/1 | $0 | – | -4,533,000 | – | -0.27% | – | |
| LACQ | Exit | LEISURE ACQUISITION CORP | $0 | – | -445,572 | – | -0.27% | – |
| GIG | Exit | GIGCAPITAL INC | $0 | – | -450,000 | – | -0.28% | – |
| NFIN | Exit | NETFIN ACQUISITION CORP | $0 | – | -490,000 | – | -0.29% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -35,900 | – | -0.30% | – |
| GLAC | Exit | GREENLAND ACQUISITIN CORPORA | $0 | – | -519,377 | – | -0.32% | – |
| TDAC | Exit | TRIDENT ACQUISITIONS CORP | $0 | – | -549,500 | – | -0.34% | – |
| OPES | Exit | OPES ACQUISITION CORP | $0 | – | -556,600 | – | -0.34% | – |
| HCCH | Exit | HL ACQUISITIONS CORP | $0 | – | -575,000 | – | -0.35% | – |
| TIBR | Exit | TIBERIUS ACQUISITION CORP | $0 | – | -574,687 | – | -0.35% | – |
| Exit | BIOMARIN PHARMACEUTICAL INCnote 1.500%10/1 | $0 | – | -5,900,000 | – | -0.36% | – | |
| TZAC | Exit | TENZING ACQUISITION CORP | $0 | – | -600,000 | – | -0.37% | – |
| HHHH | Exit | WEALTHBRIDGE ACQUISITION LTD | $0 | – | -650,000 | – | -0.39% | – |
| JFK | Exit | 8I ENTERPRISES ACQUISITIN CO | $0 | – | -730,000 | – | -0.43% | – |
| LGC | Exit | LEGACY ACQUISITION CORP | $0 | – | -769,600 | – | -0.47% | – |
| KBLM | Exit | KBL MERGER CORP IV | $0 | – | -760,000 | – | -0.47% | – |
| Exit | WORKDAY INCnote 0.250%10/0 | $0 | – | -6,279,000 | – | -0.49% | – | |
| Exit | J2 GLOBAL INCnote 3.250% 6/1 | $0 | – | -6,000,000 | – | -0.51% | – | |
| TKKS | Exit | TKK SYMPHONY ACQUISITION COR | $0 | – | -851,912 | – | -0.52% | – |
| RPLA | Exit | REPLAY ACQUISITION CORP | $0 | – | -881,878 | – | -0.52% | – |
| STNL | Exit | SENTINEL ENERGY SVCS INCcl a | $0 | – | -879,351 | – | -0.54% | – |
| Exit | MEDICINES COnote 2.500% 1/1 | $0 | – | -6,000,000 | – | -0.54% | – | |
| DIA | Exit | SPDR DOW JONES INDL AVRG ETFut ser 1 | $0 | – | -33,900 | – | -0.54% | – |
| PAAC | Exit | PROFICIENT ALPHA ACQUSTN COR | $0 | – | -925,800 | – | -0.55% | – |
| GPAQ | Exit | GORDON POINTE ACQUISITION CO | $0 | – | -1,079,225 | – | -0.67% | – |
| ANDA | Exit | ANDINA ACQUISITION CORP III | $0 | – | -1,171,700 | – | -0.70% | – |
| ALAC | Exit | ALBERTON ACQUISITION CORP | $0 | – | -1,167,634 | – | -0.71% | – |
| LHC | Exit | LEO HOLDINGS CORP | $0 | – | -1,177,377 | – | -0.72% | – |
| DCUE | Exit | DOMINION ENERGY INCunit 99/99/9999 | $0 | – | -139,800 | – | -0.88% | – |
| BROG | Exit | TWELVE SEAS INVESTMENT COMPA | $0 | – | -1,455,646 | – | -0.88% | – |
| BDXA | Exit | BECTON DICKINSON & CO | $0 | – | -272,800 | – | -1.00% | – |
| PACQ | Exit | PURE ACQUISITION CORPcl a | $0 | – | -1,795,200 | – | -1.09% | – |
| MRK | Exit | MERCK & CO INC | $0 | – | -219,500 | – | -1.10% | – |
| Exit | ON SEMICONDUCTOR CORPnote 1.000%12/0 | $0 | – | -20,500,000 | – | -1.43% | – | |
| Exit | MICROCHIP TECHNOLOGY INCnote 1.625% 2/1 | $0 | – | -16,530,000 | – | -1.87% | – | |
| QQQ | Exit | INVESCO QQQ TRunit ser 1 | $0 | – | -618,485 | – | -6.93% | – |
| SPY | Exit | SPDR S&P 500 ETF TRtr unit | $0 | – | -3,552,509 | – | -62.62% | – |
Q3 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SPY | Sell | SPDR S&P 500 ETF TRtr unit | $1,054,464,000 | -27.0% | 3,552,509 | -27.8% | 62.62% | -6.5% |
| QQQ | Sell | INVESCO QQQ TRunit ser 1 | $116,752,000 | -50.4% | 618,485 | -50.9% | 6.93% | -36.5% |
| Sell | MICROCHIP TECHNOLOGY INCnote 1.625% 2/1 | $31,430,000 | -9.8% | 16,530,000 | -16.9% | 1.87% | +15.5% | |
| Buy | ON SEMICONDUCTOR CORPnote 1.000%12/0 | $24,132,000 | +107.4% | 20,500,000 | +115.8% | 1.43% | +165.4% | |
| MRK | New | MERCK & CO INC | $18,478,000 | – | 219,500 | – | 1.10% | – |
| PACQ | Buy | PURE ACQUISITION CORPcl a | $18,401,000 | +1351.2% | 1,795,200 | +1336.2% | 1.09% | +1752.5% |
| BDXA | Buy | BECTON DICKINSON & CO | $16,885,000 | +48.9% | 272,800 | +49.4% | 1.00% | +90.7% |
| BROG | Buy | TWELVE SEAS INVESTMENT COMPA | $14,906,000 | +58.9% | 1,455,646 | +57.5% | 0.88% | +103.4% |
| DCUE | Sell | DOMINION ENERGY INCunit 99/99/9999 | $14,755,000 | -25.6% | 139,800 | -27.2% | 0.88% | -4.8% |
| LHC | Buy | LEO HOLDINGS CORP | $12,056,000 | +1342.1% | 1,177,377 | +1345.6% | 0.72% | +1735.9% |
| ALAC | Buy | ALBERTON ACQUISITION CORP | $11,968,000 | +23.4% | 1,167,634 | +21.8% | 0.71% | +58.0% |
| ANDA | Buy | ANDINA ACQUISITION CORP III | $11,705,000 | +30.7% | 1,171,700 | +29.7% | 0.70% | +67.1% |
| GPAQ | Buy | GORDON POINTE ACQUISITION CO | $11,299,000 | +31.3% | 1,079,225 | +29.8% | 0.67% | +68.2% |
| PAAC | Buy | PROFICIENT ALPHA ACQUSTN COR | $9,193,000 | +3762.6% | 925,800 | +3695.5% | 0.55% | +4863.6% |
| DIA | Buy | SPDR DOW JONES INDL AVRG ETFut ser 1 | $9,125,000 | +60.1% | 33,900 | +58.1% | 0.54% | +104.5% |
| Buy | MEDICINES COnote 2.500% 1/1 | $9,076,000 | +110.4% | 6,000,000 | +67.8% | 0.54% | +169.5% | |
| STNL | Buy | SENTINEL ENERGY SVCS INCcl a | $9,040,000 | +741.7% | 879,351 | +731.2% | 0.54% | +974.0% |
| RPLA | Buy | REPLAY ACQUISITION CORP | $8,757,000 | +124.6% | 881,878 | +121.0% | 0.52% | +187.3% |
| TKKS | Buy | TKK SYMPHONY ACQUISITION COR | $8,672,000 | +2890.3% | 851,912 | +2837.6% | 0.52% | +3861.5% |
| Buy | J2 GLOBAL INCnote 3.250% 6/1 | $8,522,000 | +22.2% | 6,000,000 | +20.0% | 0.51% | +56.2% | |
| New | WORKDAY INCnote 0.250%10/0 | $8,217,000 | – | 6,279,000 | – | 0.49% | – | |
| KBLM | Sell | KBL MERGER CORP IV | $7,980,000 | -21.2% | 760,000 | -21.3% | 0.47% | +0.9% |
| LGC | Buy | LEGACY ACQUISITION CORP | $7,850,000 | +104.6% | 769,600 | +103.3% | 0.47% | +161.8% |
| JFK | Buy | 8I ENTERPRISES ACQUISITIN CO | $7,278,000 | +24.2% | 730,000 | +23.3% | 0.43% | +58.8% |
| HHHH | Buy | WEALTHBRIDGE ACQUISITION LTD | $6,565,000 | +127.7% | 650,000 | +125.4% | 0.39% | +191.0% |
| TZAC | Buy | TENZING ACQUISITION CORP | $6,210,000 | +5.7% | 600,000 | +4.8% | 0.37% | +35.2% |
| New | BIOMARIN PHARMACEUTICAL INCnote 1.500%10/1 | $6,096,000 | – | 5,900,000 | – | 0.36% | – | |
| TIBR | Sell | TIBERIUS ACQUISITION CORP | $5,891,000 | -6.1% | 574,687 | -6.6% | 0.35% | +20.3% |
| HCCH | Buy | HL ACQUISITIONS CORP | $5,865,000 | +74.7% | 575,000 | +73.2% | 0.35% | +123.1% |
| OPES | Buy | OPES ACQUISITION CORP | $5,769,000 | +38.8% | 556,600 | +37.9% | 0.34% | +77.7% |
| TDAC | Buy | TRIDENT ACQUISITIONS CORP | $5,726,000 | +42.5% | 549,500 | +41.4% | 0.34% | +82.8% |
| GLAC | Buy | GREENLAND ACQUISITIN CORPORA | $5,377,000 | +4.8% | 519,377 | +2.8% | 0.32% | +34.0% |
| MSFT | New | MICROSOFT CORP | $4,991,000 | – | 35,900 | – | 0.30% | – |
| NFIN | New | NETFIN ACQUISITION CORP | $4,812,000 | – | 490,000 | – | 0.29% | – |
| GIG | Buy | GIGCAPITAL INC | $4,689,000 | +79.7% | 450,000 | +79.2% | 0.28% | +129.8% |
| LACQ | Buy | LEISURE ACQUISITION CORP | $4,563,000 | +61.4% | 445,572 | +60.3% | 0.27% | +106.9% |
| New | JAZZ INVESTMENTS I LTDnote 1.875% 8/1 | $4,538,000 | – | 4,533,000 | – | 0.27% | – | |
| ALGR | Buy | ALLEGRO MERGER CORP | $4,472,000 | +9.8% | 440,126 | +8.3% | 0.27% | +40.7% |
| DHR | New | DANAHER CORPORATION | $4,275,000 | – | 29,600 | – | 0.25% | – |
| RWGE | Sell | REGALWOOD GLOBAL ENERGY LTD | $4,187,000 | -11.4% | 405,700 | -12.0% | 0.25% | +13.7% |
| New | SILVER STD RES INCnote 2.875% 2/0 | $4,043,000 | – | 4,000,000 | – | 0.24% | – | |
| Buy | SILICON LABORATORIES INCnote 1.375% 3/0 | $3,921,000 | +43.2% | 3,000,000 | +36.1% | 0.23% | +83.5% | |
| Buy | NUVASIVE INCnote 2.250% 3/1 | $3,899,000 | +729.6% | 3,311,000 | +688.3% | 0.23% | +954.5% | |
| LOAC | Buy | LONGEVITY ACQUISITION CORP | $3,696,000 | +18.2% | 358,500 | +15.7% | 0.22% | +51.0% |
| XOM | New | EXXON MOBIL CORP | $3,693,000 | – | 52,300 | – | 0.22% | – |
| SAMA | New | SCHULTZE SPL PURP ACQUSTN CO | $3,593,000 | – | 357,821 | – | 0.21% | – |
| GOOG | New | ALPHABET INCcap stk cl c | $3,535,000 | – | 2,900 | – | 0.21% | – |
| AAPL | New | APPLE INC | $3,449,000 | – | 15,400 | – | 0.20% | – |
| TOTA | Buy | TOTTENHAM ACQUISITION I LTD | $3,281,000 | +2.2% | 318,807 | +1.3% | 0.20% | +30.9% |
| BRPA | Sell | BIG ROCK PARTNERS ACQUISI CO | $3,206,000 | -51.9% | 303,056 | -52.4% | 0.19% | -38.7% |
| New | SPLUNK INCnote 1.125% 9/1 | $3,166,000 | – | 2,905,000 | – | 0.19% | – | |
| TRGP | New | TARGA RES CORP | $3,136,000 | – | 78,069 | – | 0.19% | – |
| DDMX | Buy | DD3 ACQUISITION CORP | $3,045,000 | +240.2% | 300,000 | +235.0% | 0.18% | +331.0% |
| TMCX | Sell | TRINITY MERGER CORP | $3,014,000 | -64.1% | 288,656 | -64.6% | 0.18% | -54.0% |
| LFAC | Buy | LF CAP ACQUISITION CORPcl a | $2,838,000 | +1340.6% | 276,600 | +1327.2% | 0.17% | +1777.8% |
| Buy | SQUARE INCnote 0.500% 5/1 | $2,783,000 | +3.3% | 2,500,000 | +10.9% | 0.16% | +32.0% | |
| Sell | NXP SEMICONDUCTORS N Vnote 1.000%12/0 | $2,724,000 | -64.5% | 2,500,000 | -65.5% | 0.16% | -54.5% | |
| EEFT | Buy | EURONET WORLDWIDE INC | $2,633,000 | +8.0% | 18,000 | +24.1% | 0.16% | +38.1% |
| AMCI | Buy | AMCI ACQUISITION CORPclass a | $2,571,000 | +12.0% | 256,375 | +11.0% | 0.15% | +43.0% |
| MA | New | MASTERCARD INCcl a | $2,471,000 | – | 9,100 | – | 0.15% | – |
| HYAC | New | HAYMAKER ACQUISITION CORP II | $2,416,000 | – | 244,028 | – | 0.14% | – |
| JNJ | New | JOHNSON & JOHNSON | $2,406,000 | – | 18,600 | – | 0.14% | – |
| CVX | New | CHEVRON CORP NEW | $2,372,000 | – | 20,000 | – | 0.14% | – |
| CONE | New | CYRUSONE INC | $2,373,000 | – | 30,000 | – | 0.14% | – |
| GSAH | Buy | GS ACQUISITION HLDGS CORP | $2,193,000 | +332.5% | 214,962 | +329.9% | 0.13% | +441.7% |
| GDXJ | New | VANECK VECTORS ETF TRjr gold miners e | $2,176,000 | – | 60,000 | – | 0.13% | – |
| PACQU | New | PURE ACQUISITION CORPunit 04/13/2023 | $2,146,000 | – | 200,000 | – | 0.13% | – |
| Sell | SCORPIO TANKERS INCnote 3.000% 5/1 | $2,111,000 | -54.0% | 2,000,000 | -54.8% | 0.12% | -41.3% | |
| AVGO | New | BROADCOM INC | $2,071,000 | – | 7,500 | – | 0.12% | – |
| Sell | TESLA INCnote 2.000% 5/1 | $2,033,000 | -50.8% | 2,000,000 | -52.6% | 0.12% | -37.0% | |
| MNCL | Sell | MONOCLE ACQUISITION CORP | $2,000,000 | -49.5% | 200,000 | -50.0% | 0.12% | -35.3% |
| WEC | New | WEC ENERGY GROUP INC | $1,993,000 | – | 20,952 | – | 0.12% | – |
| BKNG | Sell | BOOKING HLDGS INC | $1,855,000 | -5.7% | 945 | -10.0% | 0.11% | +20.9% |
| New | WAYFAIR INCnote 0.375% 9/0 | $1,856,000 | – | 1,500,000 | – | 0.11% | – | |
| FB | New | FACEBOOK INCcl a | $1,816,000 | – | 10,200 | – | 0.11% | – |
| SMAR | New | SMARTSHEET INC | $1,802,000 | – | 50,000 | – | 0.11% | – |
| EDTX | Buy | EDTECHX HLDGS ACQUISITION CO | $1,776,000 | +770.6% | 175,000 | +747.3% | 0.10% | +1066.7% |
| AGBA | New | AGBA ACQUISITION LTD | $1,738,000 | – | 175,200 | – | 0.10% | – |
| JPM | New | JPMORGAN CHASE & CO | $1,683,000 | – | 14,300 | – | 0.10% | – |
| Sell | RINGCENTRAL INCnote 3/1 | $1,618,000 | -28.2% | 1,000,000 | -33.3% | 0.10% | -8.6% | |
| MFAC | Sell | MEGALITH FINL ACQUISITION CO | $1,534,000 | -46.4% | 151,000 | -47.0% | 0.09% | -31.6% |
| ACTT | Sell | ACT II GLOBAL ACQUISITION CO | $1,478,000 | -39.4% | 150,001 | -40.0% | 0.09% | -22.1% |
| Sell | FIREEYE INCnote 0.875% 6/0 | $1,407,000 | -68.0% | 1,500,000 | -66.7% | 0.08% | -58.8% | |
| DTE | New | DTE ENERGY CO | $1,339,000 | – | 10,069 | – | 0.08% | – |
| PE | New | PARSLEY ENERGY INCcl a | $1,260,000 | – | 75,000 | – | 0.08% | – |
| New | INPHI CORPnote 0.750% 9/0 | $1,245,000 | – | 1,000,000 | – | 0.07% | – | |
| DXCM | New | DEXCOM INC | $1,224,000 | – | 8,200 | – | 0.07% | – |
| AMZN | New | AMAZON COM INC | $1,215,000 | – | 700 | – | 0.07% | – |
| EMR | New | EMERSON ELEC CO | $1,197,000 | – | 17,900 | – | 0.07% | – |
| New | HORIZON PHARMA INVT LTDnote 2.500% 3/1 | $1,166,000 | – | 1,000,000 | – | 0.07% | – | |
| MS | New | MORGAN STANLEY | $1,114,000 | – | 26,100 | – | 0.07% | – |
| PG | New | PROCTER & GAMBLE CO | $1,107,000 | – | 8,900 | – | 0.07% | – |
| BAC | New | BANK AMER CORP | $1,106,000 | – | 37,900 | – | 0.07% | – |
| New | EXACT SCIENCES CORPnote 0.375% 3/1 | $1,074,000 | – | 1,000,000 | – | 0.06% | – | |
| PGRE | New | PARAMOUNT GROUP INC | $1,001,000 | – | 75,000 | – | 0.06% | – |
| PFE | New | PFIZER INC | $999,000 | – | 27,800 | – | 0.06% | – |
| THCB | Buy | TUSCAN HOLDINGS CORP | $989,000 | +100.2% | 100,000 | +100.0% | 0.06% | +156.5% |
| PEP | New | PEPSICO INC | $973,000 | – | 7,100 | – | 0.06% | – |
| ACN | New | ACCENTURE PLC IRELAND | $981,000 | – | 5,100 | – | 0.06% | – |
| PAA | New | PLAINS ALL AMERN PIPELINE Lunit ltd partn | $984,000 | – | 47,444 | – | 0.06% | – |
| GS | New | GOLDMAN SACHS GROUP INC | $953,000 | – | 4,600 | – | 0.06% | – |
| CSCO | New | CISCO SYS INC | $968,000 | – | 19,600 | – | 0.06% | – |
| CFFA | Sell | CF FIN ACQUISITION CORP | $961,000 | -32.1% | 94,771 | -32.9% | 0.06% | -13.6% |
| THCAU | New | TUSCAN HLDGS CORP IIunit 04/01/2026 | $958,000 | – | 95,275 | – | 0.06% | – |
| MMM | New | 3M CO | $937,000 | – | 5,700 | – | 0.06% | – |
| FTAC | New | FINTECH ACQUISITION CORP III | $924,000 | – | 91,762 | – | 0.06% | – |
| NIO | New | NIO INCput | $860,000 | – | 500,100 | – | 0.05% | – |
| MGM | New | MGM RESORTS INTERNATIONAL | $832,000 | – | 30,000 | – | 0.05% | – |
| SHLL | Sell | TORTOISE ACQUISITION CORPcl a | $809,000 | -76.4% | 81,851 | -76.4% | 0.05% | -69.8% |
| NIO | New | NIO INCspon ads | $780,000 | – | 500,100 | – | 0.05% | – |
| SWK | Sell | STANLEY BLACK & DECKER INC | $751,000 | -56.7% | 5,200 | -56.7% | 0.04% | -43.8% |
| BRPM | New | B RILEY PRINCIPAL MERGER CORcl a | $744,000 | – | 75,000 | – | 0.04% | – |
| LCA | New | LANDCADIA HLDGS II INCcl a | $708,000 | – | 72,208 | – | 0.04% | – |
| DFBH | New | DFB HEALTHCARE ACQUISTION CO | $662,000 | – | 65,000 | – | 0.04% | – |
| AEP | Buy | AMERICAN ELEC PWR CO INC | $656,000 | +47.1% | 7,000 | +38.1% | 0.04% | +85.7% |
| MGP | New | MGM GROWTH PPTYS LLC | $601,000 | – | 20,000 | – | 0.04% | – |
| NEEPRO | New | NEXTERA ENERGY INCunit 09/01/2022s | $608,000 | – | 12,132 | – | 0.04% | – |
| QTWO | New | Q2 HLDGS INC | $592,000 | – | 7,500 | – | 0.04% | – |
| FTI | New | TECHNIPFMC PLC | $577,000 | – | 23,907 | – | 0.03% | – |
| MOSC | New | MOSAIC ACQUISITION CORP | $516,000 | – | 50,000 | – | 0.03% | – |
| FPAC | Buy | FAR PT ACQUISITION CORP | $516,000 | +1.2% | 50,509 | +1.0% | 0.03% | +29.2% |
| KRE | New | SPDR SERIES TRUSTs&p regl bkg | $528,000 | – | 10,000 | – | 0.03% | – |
| ARYA | Sell | ARYA SCIENCES ACQUISITION CO | $516,000 | -46.9% | 50,015 | -48.5% | 0.03% | -31.1% |
| Sell | CLOVIS ONCOLOGY INCnote 1.250% 5/0 | $512,000 | -79.6% | 1,250,000 | -68.8% | 0.03% | -74.1% | |
| CCX | New | CHURCHILL CAP CORP IIcl a | $501,000 | – | 50,000 | – | 0.03% | – |
| PICU | New | PIVOTAL INVT CORP IIunit 06/01/2025 | $509,000 | – | 50,000 | – | 0.03% | – |
| SPAQ | Sell | SPARTAN ENERGY ACQUISITON CO | $464,000 | -59.6% | 45,975 | -60.0% | 0.03% | -47.2% |
| HST | New | HOST HOTELS & RESORTS INC | $346,000 | – | 20,000 | – | 0.02% | – |
| VTIQ | Sell | VECTOIQ ACQUISITION CORP | $258,000 | -68.6% | 25,241 | -68.8% | 0.02% | -60.5% |
| RMG | New | RMG ACQUISITION CORPcl a | $231,000 | – | 23,436 | – | 0.01% | – |
| GIX | New | GIGCAPITAL2 INC | $185,000 | – | 18,851 | – | 0.01% | – |
| CTAC | Sell | CHASERG TECHNLGY ACQUISITN Cclass a | $153,000 | -66.9% | 15,092 | -67.2% | 0.01% | -57.1% |
| SMTA | New | SPIRIT MTA REIT | $127,000 | – | 15,000 | – | 0.01% | – |
| SPY | New | SPDR S&P 500 ETF TRput | $61,000 | – | 3,552,509 | – | 0.00% | – |
| New | PACIRA BIOSCIENCESnote 2.375% 4/0 | $53,000 | – | 54,000 | – | 0.00% | – | |
| STNLW | New | SENTINEL ENERGY SVCS INC*w exp 11/02/202 | $20,000 | – | 49,700 | – | 0.00% | – |
| TIBRW | Exit | TIBERIUS ACQUISITION CORP*w exp 02/28/202 | $0 | – | -10,000 | – | 0.00% | – |
| Exit | INSMED INCnote 1.750% 1/1 | $0 | – | -11,000 | – | 0.00% | – | |
| QD | Exit | QUDIAN INCadr | $0 | – | -10,000 | – | -0.00% | – |
| Exit | GREENBRIER COS INCnote 2.875% 2/0 | $0 | – | -124,000 | – | -0.01% | – | |
| BP | Exit | BP PLCsponsored adr | $0 | – | -4,800 | – | -0.01% | – |
| CNAC | Exit | CONSTELLATION ALPHA CAP CORP | $0 | – | -20,944 | – | -0.01% | – |
| FIVN | Exit | FIVE9 INC | $0 | – | -4,513 | – | -0.01% | – |
| GMHI | Exit | GORES METROPOULOS INC | $0 | – | -25,000 | – | -0.01% | – |
| PCRX | Exit | PACIRA BIOSCIENCES | $0 | – | -6,000 | – | -0.01% | – |
| IFF | Exit | INTERNATIONAL FLAVORS&FRAGRA | $0 | – | -2,250 | – | -0.02% | – |
| HR | Exit | HEALTHCARE RLTY TR | $0 | – | -10,000 | – | -0.02% | – |
| HZNP | Exit | HORIZON THERAPEUTICS PUB LTD | $0 | – | -16,700 | – | -0.02% | – |
| CHGG | Exit | CHEGG INC | $0 | – | -11,800 | – | -0.02% | – |
| Exit | ZILLOW GROUP INCnote 2.000%12/0 | $0 | – | -446,000 | – | -0.02% | – | |
| EQIX | Exit | EQUINIX INC | $0 | – | -1,000 | – | -0.02% | – |
| SPLK | Exit | SPLUNK INC | $0 | – | -4,100 | – | -0.02% | – |
| CCXU | Exit | CHURCHILL CAP CORP IIunit 99/99/9999 | $0 | – | -50,000 | – | -0.02% | – |
| FTV | Exit | FORTIVE CORP | $0 | – | -6,600 | – | -0.02% | – |
| VICI | Exit | VICI PPTYS INC | $0 | – | -25,000 | – | -0.03% | – |
| BWMC | Exit | BOXWOOD MERGER CORP | $0 | – | -56,625 | – | -0.03% | – |
| BPL | Exit | BUCKEYE PARTNERS L Punit ltd partn | $0 | – | -15,000 | – | -0.03% | – |
| SRC | Exit | SPIRIT RLTY CAP INC NEW | $0 | – | -15,027 | – | -0.03% | – |
| Exit | ENSCO JERSEY FIN LTDnote 3.000% 1/3 | $0 | – | -866,000 | – | -0.03% | – | |
| SSRM | Exit | SSR MNG INC | $0 | – | -50,000 | – | -0.03% | – |
| VNO | Exit | VORNADO RLTY TRsh ben int | $0 | – | -12,009 | – | -0.04% | – |
| VIV | Exit | TELEFONICA BRASIL SAsponsored adr | $0 | – | -60,300 | – | -0.04% | – |
| Exit | LIBERTY MEDIA CORP DELAWAREdeb 2.250% 9/3 | $0 | – | -1,500,000 | – | -0.04% | – | |
| MDCO | Exit | MEDICINES CO | $0 | – | -23,255 | – | -0.04% | – |
| CUZ | Exit | COUSINS PPTYS INC | $0 | – | -25,000 | – | -0.04% | – |
| KIM | Exit | KIMCO RLTY CORP | $0 | – | -50,000 | – | -0.04% | – |
| COP | Exit | CONOCOPHILLIPS | $0 | – | -15,285 | – | -0.04% | – |
| Exit | TESLA INCnote 2.375% 3/1 | $0 | – | -1,000,000 | – | -0.04% | – | |
| EDTXU | Exit | EDTECHX HLDGS ACQUISITION COunit 12/31/2025 | $0 | – | -97,252 | – | -0.05% | – |
| SXCP | Exit | SUNCOKE ENERGY PARTNERS L P | $0 | – | -79,765 | – | -0.05% | – |
| Exit | DISH NETWORK CORPnote 2.375% 3/1 | $0 | – | -1,400,000 | – | -0.06% | – | |
| APC | Exit | ANADARKO PETE CORP | $0 | – | -20,000 | – | -0.06% | – |
| WIX | Exit | WIX COM LTD | $0 | – | -10,000 | – | -0.07% | – |
| EIX | Exit | EDISON INTL | $0 | – | -22,369 | – | -0.07% | – |
| Exit | MEDICINES COnote 2.750% 7/1 | $0 | – | -1,526,000 | – | -0.07% | – | |
| LYB | Exit | LYONDELLBASELL INDUSTRIES N | $0 | – | -18,000 | – | -0.07% | – |
| W | Exit | WAYFAIR INCcl a | $0 | – | -10,600 | – | -0.07% | – |
| BMRN | Exit | BIOMARIN PHARMACEUTICAL INC | $0 | – | -19,500 | – | -0.08% | – |
| Exit | NEW RELIC INCnote 0.500% 5/0 | $0 | – | -1,565,000 | – | -0.08% | – | |
| Exit | RESTORATION HARDWARE HLDGS Idbcv 7/1 | $0 | – | -1,617,000 | – | -0.09% | – | |
| Exit | DISH NETWORK CORPnote 3.375% 8/1 | $0 | – | -1,925,000 | – | -0.09% | – | |
| CRSA | Exit | CRESCENT ACQUISITION CORP | $0 | – | -200,000 | – | -0.09% | – |
| Exit | CLEVELAND CLIFFS INCdbcv 1.500% 1/1 | $0 | – | -1,500,000 | – | -0.10% | – | |
| Exit | EXACT SCIENCES CORPnote 1.000% 1/1 | $0 | – | -1,268,000 | – | -0.10% | – | |
| GRAF | Exit | GRAF INDL CORP | $0 | – | -245,692 | – | -0.11% | – |
| Exit | MICRON TECHNOLOGY INCnote 3.125% 5/0 | $0 | – | -644,000 | – | -0.12% | – | |
| Exit | OKTA INCnote 0.250% 2/1 | $0 | – | -1,050,000 | – | -0.13% | – | |
| Exit | Q2 HLDGS INCnote 0.750% 2/1 | $0 | – | -2,000,000 | – | -0.13% | – | |
| Exit | VIAVI SOLUTIONS INCnote 1.000% 3/0 | $0 | – | -2,460,000 | – | -0.13% | – | |
| Exit | WRIGHT MED GROUP INCnote 2.000% 2/1 | $0 | – | -2,661,000 | – | -0.14% | – | |
| FMCI | Exit | FORUM MERGER II CORPcl a | $0 | – | -297,700 | – | -0.14% | – |
| NFC | Exit | NEW FRONTIER CORP | $0 | – | -298,644 | – | -0.14% | – |
| Exit | CYPRESS SEMICONDUCTOR CORPnote 2.000% 2/0 | $0 | – | -3,500,000 | – | -0.19% | – | |
| CCIPRA | Exit | CROWN CASTLE INTL CORP NEW6.875% con pfd a | $0 | – | -3,738 | – | -0.21% | – |
| Exit | DEXCOM INCnote 0.750% 5/1 | $0 | – | -3,000,000 | – | -0.22% | – | |
| Exit | CAESARS ENTMT CORPnote 5.000%10/0 | $0 | – | -2,800,000 | – | -0.22% | – | |
| BRAC | Exit | BLACK RIDGE ACQUISITION CORP | $0 | – | -493,237 | – | -0.24% | – |
| Exit | HERBALIFE LTDnote 2.000% 8/1 | $0 | – | -5,000,000 | – | -0.24% | – | |
| Exit | NUANCE COMMUNICATIONS INCnote 1.250% 4/0 | $0 | – | -5,400,000 | – | -0.24% | – | |
| Exit | SQUARE INCnote 0.375% 3/0 | $0 | – | -1,900,000 | – | -0.28% | – | |
| Exit | ALLEGHENY TECHNOLOGIES INCnote 4.750% 7/0 | $0 | – | -3,750,000 | – | -0.33% | – | |
| CIC | Exit | CAPITOL INVT CORP IVcl a ord | $0 | – | -816,399 | – | -0.39% | – |
| WRLS | Exit | PENSARE ACQUISITION CORP | $0 | – | -877,030 | – | -0.42% | – |
| HCAC | Exit | HENNESSY CAP ACQUSTION CORP | $0 | – | -942,902 | – | -0.43% | – |
| Exit | INSULET CORPnote 1.250% 9/1 | $0 | – | -5,000,000 | – | -0.48% | – | |
| SREPRA | Exit | SEMPRA ENERGY6% pfd conv a | $0 | – | -100,000 | – | -0.52% | – |
| Exit | ILLUMINA INCnote 0.500% 6/1 | $0 | – | -7,780,000 | – | -0.56% | – | |
| MMDM | Exit | MODERN MEDIA ACQUISITION | $0 | – | -1,742,677 | – | -0.85% | – |
Q2 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SPY | New | SPDR S&P 500 ETF TRtr unit | $1,443,973,000 | – | 4,923,326 | – | 67.00% | – |
| QQQ | New | INVESCO QQQ TRunit ser 1 | $235,355,000 | – | 1,259,582 | – | 10.92% | – |
| New | MICROCHIP TECHNOLOGY INCnote 1.625% 2/1 | $34,828,000 | – | 19,900,000 | – | 1.62% | – | |
| DCUE | New | DOMINION ENERGY INCunit 99/99/9999 | $19,823,000 | – | 192,001 | – | 0.92% | – |
| MMDM | New | MODERN MEDIA ACQUISITION | $18,295,000 | – | 1,742,677 | – | 0.85% | – |
| New | ILLUMINA INCnote 0.500% 6/1 | $12,031,000 | – | 7,780,000 | – | 0.56% | – | |
| New | ON SEMICONDUCTOR CORPnote 1.000%12/0 | $11,636,000 | – | 9,500,000 | – | 0.54% | – | |
| BDXA | New | BECTON DICKINSON & CO | $11,342,000 | – | 182,652 | – | 0.53% | – |
| SREPRA | New | SEMPRA ENERGY6% pfd conv a | $11,159,000 | – | 100,000 | – | 0.52% | – |
| New | INSULET CORPnote 1.250% 9/1 | $10,248,000 | – | 5,000,000 | – | 0.48% | – | |
| KBLM | New | KBL MERGER CORP IV | $10,123,000 | – | 965,925 | – | 0.47% | – |
| ALAC | New | ALBERTON ACQUISITION CORP | $9,701,000 | – | 958,600 | – | 0.45% | – |
| BROG | New | TWELVE SEAS INVESTMENT COMPA | $9,383,000 | – | 924,472 | – | 0.44% | – |
| HCAC | New | HENNESSY CAP ACQUSTION CORP | $9,354,000 | – | 942,902 | – | 0.43% | – |
| WRLS | New | PENSARE ACQUISITION CORP | $9,156,000 | – | 877,030 | – | 0.42% | – |
| ANDA | New | ANDINA ACQUISITION CORP III | $8,956,000 | – | 903,691 | – | 0.42% | – |
| GPAQ | New | GORDON POINTE ACQUISITION CO | $8,608,000 | – | 831,665 | – | 0.40% | – |
| TMCX | New | TRINITY MERGER CORP | $8,394,000 | – | 815,000 | – | 0.39% | – |
| CIC | New | CAPITOL INVT CORP IVcl a ord | $8,352,000 | – | 816,399 | – | 0.39% | – |
| New | NXP SEMICONDUCTORS N Vnote 1.000%12/0 | $7,664,000 | – | 7,250,000 | – | 0.36% | – | |
| New | ALLEGHENY TECHNOLOGIES INCnote 4.750% 7/0 | $7,022,000 | – | 3,750,000 | – | 0.33% | – | |
| New | J2 GLOBAL INCnote 3.250% 6/1 | $6,974,000 | – | 5,000,000 | – | 0.32% | – | |
| BRPA | New | BIG ROCK PARTNERS ACQUISI CO | $6,672,000 | – | 637,270 | – | 0.31% | – |
| TIBR | New | TIBERIUS ACQUISITION CORP | $6,276,000 | – | 615,303 | – | 0.29% | – |
| New | SQUARE INCnote 0.375% 3/0 | $6,019,000 | – | 1,900,000 | – | 0.28% | – | |
| TZAC | New | TENZING ACQUISITION CORP | $5,876,000 | – | 572,415 | – | 0.27% | – |
| JFK | New | 8I ENTERPRISES ACQUISITIN CO | $5,861,000 | – | 592,036 | – | 0.27% | – |
| DIA | New | SPDR DOW JONES INDL AVRG ETFut ser 1 | $5,701,000 | – | 21,444 | – | 0.26% | – |
| New | NUANCE COMMUNICATIONS INCnote 1.250% 4/0 | $5,287,000 | – | 5,400,000 | – | 0.24% | – | |
| New | HERBALIFE LTDnote 2.000% 8/1 | $5,157,000 | – | 5,000,000 | – | 0.24% | – | |
| GLAC | New | GREENLAND ACQUISITIN CORPORA | $5,131,000 | – | 505,000 | – | 0.24% | – |
| BRAC | New | BLACK RIDGE ACQUISITION CORP | $5,070,000 | – | 493,237 | – | 0.24% | – |
| New | CAESARS ENTMT CORPnote 5.000%10/0 | $4,803,000 | – | 2,800,000 | – | 0.22% | – | |
| New | DEXCOM INCnote 0.750% 5/1 | $4,788,000 | – | 3,000,000 | – | 0.22% | – | |
| RWGE | New | REGALWOOD GLOBAL ENERGY LTD | $4,725,000 | – | 460,974 | – | 0.22% | – |
| New | SCORPIO TANKERS INCnote 3.000% 5/1 | $4,587,000 | – | 4,427,000 | – | 0.21% | – | |
| CCIPRA | New | CROWN CASTLE INTL CORP NEW6.875% con pfd a | $4,469,000 | – | 3,738 | – | 0.21% | – |
| New | FIREEYE INCnote 0.875% 6/0 | $4,391,000 | – | 4,500,000 | – | 0.20% | – | |
| New | MEDICINES COnote 2.500% 1/1 | $4,314,000 | – | 3,575,000 | – | 0.20% | – | |
| OPES | New | OPES ACQUISITION CORP | $4,157,000 | – | 403,600 | – | 0.19% | – |
| New | CYPRESS SEMICONDUCTOR CORPnote 2.000% 2/0 | $4,134,000 | – | 3,500,000 | – | 0.19% | – | |
| New | TESLA INCnote 2.000% 5/1 | $4,129,000 | – | 4,223,000 | – | 0.19% | – | |
| ALGR | New | ALLEGRO MERGER CORP | $4,074,000 | – | 406,542 | – | 0.19% | – |
| TDAC | New | TRIDENT ACQUISITIONS CORP | $4,018,000 | – | 388,563 | – | 0.19% | – |
| MNCL | New | MONOCLE ACQUISITION CORP | $3,960,000 | – | 400,010 | – | 0.18% | – |
| RPLA | New | REPLAY ACQUISITION CORP | $3,899,000 | – | 399,052 | – | 0.18% | – |
| LGC | New | LEGACY ACQUISITION CORP | $3,836,000 | – | 378,630 | – | 0.18% | – |
| SHLL | New | TORTOISE ACQUISITION CORPcl a | $3,421,000 | – | 347,300 | – | 0.16% | – |
| HCCH | New | HL ACQUISITIONS CORP | $3,357,000 | – | 332,011 | – | 0.16% | – |
| TOTA | New | TOTTENHAM ACQUISITION I LTD | $3,210,000 | – | 314,707 | – | 0.15% | – |
| LOAC | New | LONGEVITY ACQUISITION CORP | $3,128,000 | – | 309,723 | – | 0.14% | – |
| NFC | New | NEW FRONTIER CORP | $3,007,000 | – | 298,644 | – | 0.14% | – |
| FMCI | New | FORUM MERGER II CORPcl a | $2,995,000 | – | 297,700 | – | 0.14% | – |
| New | WRIGHT MED GROUP INCnote 2.000% 2/1 | $2,907,000 | – | 2,661,000 | – | 0.14% | – | |
| HHHH | New | WEALTHBRIDGE ACQUISITION LTD | $2,883,000 | – | 288,339 | – | 0.13% | – |
| New | VIAVI SOLUTIONS INCnote 1.000% 3/0 | $2,882,000 | – | 2,460,000 | – | 0.13% | – | |
| MFAC | New | MEGALITH FINL ACQUISITION CO | $2,862,000 | – | 285,090 | – | 0.13% | – |
| New | Q2 HLDGS INCnote 0.750% 2/1 | $2,845,000 | – | 2,000,000 | – | 0.13% | – | |
| LACQ | New | LEISURE ACQUISITION CORP | $2,827,000 | – | 277,935 | – | 0.13% | – |
| New | OKTA INCnote 0.250% 2/1 | $2,732,000 | – | 1,050,000 | – | 0.13% | – | |
| New | SILICON LABORATORIES INCnote 1.375% 3/0 | $2,739,000 | – | 2,205,000 | – | 0.13% | – | |
| New | SQUARE INCnote 0.500% 5/1 | $2,694,000 | – | 2,254,000 | – | 0.12% | – | |
| GIG | New | GIGCAPITAL INC | $2,609,000 | – | 251,139 | – | 0.12% | – |
| New | MICRON TECHNOLOGY INCnote 3.125% 5/0 | $2,500,000 | – | 644,000 | – | 0.12% | – | |
| New | CLOVIS ONCOLOGY INCnote 1.250% 5/0 | $2,504,000 | – | 4,000,000 | – | 0.12% | – | |
| ACTT | New | ACT II GLOBAL ACQUISITION CO | $2,438,000 | – | 250,000 | – | 0.11% | – |
| EEFT | New | EURONET WORLDWIDE INC | $2,439,000 | – | 14,500 | – | 0.11% | – |
| GRAF | New | GRAF INDL CORP | $2,445,000 | – | 245,692 | – | 0.11% | – |
| AMCI | New | AMCI ACQUISITION CORPclass a | $2,296,000 | – | 231,003 | – | 0.11% | – |
| New | RINGCENTRAL INCnote 3/1 | $2,253,000 | – | 1,500,000 | – | 0.10% | – | |
| New | EXACT SCIENCES CORPnote 1.000% 1/1 | $2,182,000 | – | 1,268,000 | – | 0.10% | – | |
| New | CLEVELAND CLIFFS INCdbcv 1.500% 1/1 | $2,157,000 | – | 1,500,000 | – | 0.10% | – | |
| BKNG | New | BOOKING HLDGS INC | $1,968,000 | – | 1,050 | – | 0.09% | – |
| CRSA | New | CRESCENT ACQUISITION CORP | $1,950,000 | – | 200,000 | – | 0.09% | – |
| New | RESTORATION HARDWARE HLDGS Idbcv 7/1 | $1,869,000 | – | 1,617,000 | – | 0.09% | – | |
| New | DISH NETWORK CORPnote 3.375% 8/1 | $1,878,000 | – | 1,925,000 | – | 0.09% | – | |
| SWK | New | STANLEY BLACK & DECKER INC | $1,735,000 | – | 12,000 | – | 0.08% | – |
| BMRN | New | BIOMARIN PHARMACEUTICAL INC | $1,670,000 | – | 19,500 | – | 0.08% | – |
| New | NEW RELIC INCnote 0.500% 5/0 | $1,669,000 | – | 1,565,000 | – | 0.08% | – | |
| LYB | New | LYONDELLBASELL INDUSTRIES N | $1,550,000 | – | 18,000 | – | 0.07% | – |
| W | New | WAYFAIR INCcl a | $1,548,000 | – | 10,600 | – | 0.07% | – |
| New | MEDICINES COnote 2.750% 7/1 | $1,521,000 | – | 1,526,000 | – | 0.07% | – | |
| EIX | New | EDISON INTL | $1,508,000 | – | 22,369 | – | 0.07% | – |
| WIX | New | WIX COM LTD | $1,421,000 | – | 10,000 | – | 0.07% | – |
| CFFA | New | CF FIN ACQUISITION CORP | $1,415,000 | – | 141,176 | – | 0.07% | – |
| APC | New | ANADARKO PETE CORP | $1,411,000 | – | 20,000 | – | 0.06% | – |
| New | DISH NETWORK CORPnote 2.375% 3/1 | $1,297,000 | – | 1,400,000 | – | 0.06% | – | |
| PACQ | New | PURE ACQUISITION CORPcl a | $1,268,000 | – | 125,000 | – | 0.06% | – |
| SPAQ | New | SPARTAN ENERGY ACQUISITON CO | $1,149,000 | – | 114,898 | – | 0.05% | – |
| STNL | New | SENTINEL ENERGY SVCS INCcl a | $1,074,000 | – | 105,793 | – | 0.05% | – |
| SXCP | New | SUNCOKE ENERGY PARTNERS L P | $990,000 | – | 79,765 | – | 0.05% | – |
| EDTXU | New | EDTECHX HLDGS ACQUISITION COunit 12/31/2025 | $994,000 | – | 97,252 | – | 0.05% | – |
| New | TESLA INCnote 2.375% 3/1 | $980,000 | – | 1,000,000 | – | 0.04% | – | |
| ARYA | New | ARYA SCIENCES ACQUISITION CO | $972,000 | – | 97,131 | – | 0.04% | – |
| KIM | New | KIMCO RLTY CORP | $924,000 | – | 50,000 | – | 0.04% | – |
| COP | New | CONOCOPHILLIPS | $932,000 | – | 15,285 | – | 0.04% | – |
| CUZ | New | COUSINS PPTYS INC | $904,000 | – | 25,000 | – | 0.04% | – |
| DDMX | New | DD3 ACQUISITION CORP | $895,000 | – | 89,550 | – | 0.04% | – |
| LHC | New | LEO HOLDINGS CORP | $836,000 | – | 81,443 | – | 0.04% | – |
| MDCO | New | MEDICINES CO | $848,000 | – | 23,255 | – | 0.04% | – |
| VTIQ | New | VECTOIQ ACQUISITION CORP | $821,000 | – | 81,000 | – | 0.04% | – |
| New | LIBERTY MEDIA CORP DELAWAREdeb 2.250% 9/3 | $792,000 | – | 1,500,000 | – | 0.04% | – | |
| VNO | New | VORNADO RLTY TRsh ben int | $770,000 | – | 12,009 | – | 0.04% | – |
| VIV | New | TELEFONICA BRASIL SAsponsored adr | $785,000 | – | 60,300 | – | 0.04% | – |
| SSRM | New | SSR MNG INC | $684,000 | – | 50,000 | – | 0.03% | – |
| New | ENSCO JERSEY FIN LTDnote 3.000% 1/3 | $678,000 | – | 866,000 | – | 0.03% | – | |
| SRC | New | SPIRIT RLTY CAP INC NEW | $641,000 | – | 15,027 | – | 0.03% | – |
| BPL | New | BUCKEYE PARTNERS L Punit ltd partn | $616,000 | – | 15,000 | – | 0.03% | – |
| BWMC | New | BOXWOOD MERGER CORP | $558,000 | – | 56,625 | – | 0.03% | – |
| VICI | New | VICI PPTYS INC | $551,000 | – | 25,000 | – | 0.03% | – |
| FTV | New | FORTIVE CORP | $538,000 | – | 6,600 | – | 0.02% | – |
| FPAC | New | FAR PT ACQUISITION CORP | $510,000 | – | 50,000 | – | 0.02% | – |
| GSAH | New | GS ACQUISITION HLDGS CORP | $507,000 | – | 50,000 | – | 0.02% | – |
| SPLK | New | SPLUNK INC | $516,000 | – | 4,100 | – | 0.02% | – |
| CCXU | New | CHURCHILL CAP CORP IIunit 99/99/9999 | $508,000 | – | 50,000 | – | 0.02% | – |
| THCB | New | TUSCAN HOLDINGS CORP | $494,000 | – | 50,000 | – | 0.02% | – |
| EQIX | New | EQUINIX INC | $504,000 | – | 1,000 | – | 0.02% | – |
| New | ZILLOW GROUP INCnote 2.000%12/0 | $506,000 | – | 446,000 | – | 0.02% | – | |
| New | NUVASIVE INCnote 2.250% 3/1 | $470,000 | – | 420,000 | – | 0.02% | – | |
| CTAC | New | CHASERG TECHNLGY ACQUISITN Cclass a | $462,000 | – | 46,014 | – | 0.02% | – |
| CHGG | New | CHEGG INC | $455,000 | – | 11,800 | – | 0.02% | – |
| AEP | New | AMERICAN ELEC PWR CO INC | $446,000 | – | 5,069 | – | 0.02% | – |
| HZNP | New | HORIZON THERAPEUTICS PUB LTD | $402,000 | – | 16,700 | – | 0.02% | – |
| HR | New | HEALTHCARE RLTY TR | $313,000 | – | 10,000 | – | 0.02% | – |
| IFF | New | INTERNATIONAL FLAVORS&FRAGRA | $326,000 | – | 2,250 | – | 0.02% | – |
| TKKS | New | TKK SYMPHONY ACQUISITION COR | $290,000 | – | 29,000 | – | 0.01% | – |
| PCRX | New | PACIRA BIOSCIENCES | $261,000 | – | 6,000 | – | 0.01% | – |
| GMHI | New | GORES METROPOULOS INC | $252,000 | – | 25,000 | – | 0.01% | – |
| FIVN | New | FIVE9 INC | $231,000 | – | 4,513 | – | 0.01% | – |
| PAAC | New | PROFICIENT ALPHA ACQUSTN COR | $238,000 | – | 24,392 | – | 0.01% | – |
| CNAC | New | CONSTELLATION ALPHA CAP CORP | $218,000 | – | 20,944 | – | 0.01% | – |
| LFAC | New | LF CAP ACQUISITION CORPcl a | $197,000 | – | 19,380 | – | 0.01% | – |
| BP | New | BP PLCsponsored adr | $200,000 | – | 4,800 | – | 0.01% | – |
| EDTX | New | EDTECHX HLDGS ACQUISITION CO | $204,000 | – | 20,655 | – | 0.01% | – |
| New | GREENBRIER COS INCnote 2.875% 2/0 | $119,000 | – | 124,000 | – | 0.01% | – | |
| QD | New | QUDIAN INCadr | $75,000 | – | 10,000 | – | 0.00% | – |
| New | INSMED INCnote 1.750% 1/1 | $10,000 | – | 11,000 | – | 0.00% | – | |
| TIBRW | New | TIBERIUS ACQUISITION CORP*w exp 02/28/202 | $4,000 | – | 10,000 | – | 0.00% | – |
Q4 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| CRON | Exit | CRONOS GROUP INCcall | $0 | – | -70,600 | – | 0.00% | – |
| PI | Exit | IMPINJ INCput | $0 | – | -17,200 | – | 0.00% | – |
| SNAP | Exit | SNAP INCcall | $0 | – | -341,600 | – | 0.00% | – |
| ROKU | Exit | ROKU INCput | $0 | – | -40,800 | – | -0.00% | – |
| MMDMR | Exit | MODERN MEDIA ACQUISITIONright 99/99/9999 | $0 | – | -26,120 | – | -0.00% | – |
| KBLMR | Exit | KBL MERGER CORP IVright 03/22/2019 | $0 | – | -50,000 | – | -0.00% | – |
| TIBRW | Exit | TIBERIUS ACQUISITION CORP*w exp 02/28/202 | $0 | – | -54,900 | – | -0.00% | – |
| PDD | Exit | PINDUODUO INCput | $0 | – | -20,100 | – | -0.00% | – |
| MMDMW | Exit | MODERN MEDIA ACQUISITION*w exp 05/17/202 | $0 | – | -39,455 | – | -0.00% | – |
| SCACW | Exit | SABAN CAP ACQUISITION CORP*w exp 09/21/202 | $0 | – | -129,200 | – | -0.01% | – |
| TRXC | Exit | TRANSENTERIX INCput | $0 | – | -173,100 | – | -0.01% | – |
| FRA | Exit | BLACKROCK FLOAT RATE OME STR | $0 | – | -15,000 | – | -0.02% | – |
| TELL | Exit | TELLURIAN INC NEW | $0 | – | -25,279 | – | -0.02% | – |
| IONS | Exit | IONIS PHARMACEUTICALS INC | $0 | – | -5,400 | – | -0.02% | – |
| DSU | Exit | BLACKROCK DEBT STRAT FD INC | $0 | – | -25,000 | – | -0.02% | – |
| Exit | HERCULES CAPITAL INCdbcv 4.375% 2/0 | $0 | – | -300,000 | – | -0.02% | – | |
| EXPE | Exit | EXPEDIA GROUP INC | $0 | – | -2,300 | – | -0.02% | – |
| RDFN | Exit | REDFIN CORPput | $0 | – | -56,500 | – | -0.02% | – |
| PI | Exit | IMPINJ INC | $0 | – | -12,700 | – | -0.02% | – |
| IYR | Exit | ISHARES TRcall | $0 | – | -368,200 | – | -0.02% | – |
| VHC | Exit | VIRNETX HLDG CORPput | $0 | – | -98,500 | – | -0.03% | – |
| MDB | Exit | MONGODB INCcl a | $0 | – | -4,400 | – | -0.03% | – |
| DOCU | Exit | DOCUSIGN INCput | $0 | – | -25,200 | – | -0.03% | – |
| Exit | INSMED INCnote 1.750% 1/1 | $0 | – | -500,000 | – | -0.03% | – | |
| GWRE | Exit | GUIDEWIRE SOFTWARE INC | $0 | – | -4,300 | – | -0.03% | – |
| VHC | Exit | VIRNETX HLDG CORP | $0 | – | -98,500 | – | -0.04% | – |
| AFT | Exit | APOLLO SR FLOATING RATE FD I | $0 | – | -30,000 | – | -0.04% | – |
| TOTA | Exit | TOTTENHAM ACQUISITION I LTD | $0 | – | -50,000 | – | -0.04% | – |
| PDD | Exit | PINDUODUO INCsponsored ads | $0 | – | -20,100 | – | -0.04% | – |
| HZNP | Exit | HORIZON PHARMA PLC | $0 | – | -27,000 | – | -0.04% | – |
| JD | Exit | JD COM INCspon adr cl a | $0 | – | -20,000 | – | -0.04% | – |
| TRQ | Exit | TURQUOISE HILL RES LTD | $0 | – | -250,000 | – | -0.04% | – |
| SUPN | Exit | SUPERNUS PHARMACEUTICALS INC | $0 | – | -11,600 | – | -0.04% | – |
| ICPT | Exit | INTERCEPT PHARMACEUTICALS IN | $0 | – | -4,750 | – | -0.05% | – |
| WPX | Exit | WPX ENERGY INC | $0 | – | -30,068 | – | -0.05% | – |
| ZUO | Exit | ZUORA INCput | $0 | – | -40,100 | – | -0.05% | – |
| DOFSQ | Exit | DIAMOND OFFSHORE DRILLING INput | $0 | – | -83,000 | – | -0.05% | – |
| WIX | Exit | WIX COM LTD | $0 | – | -6,300 | – | -0.06% | – |
| CRON | Exit | CRONOS GROUP INC | $0 | – | -70,600 | – | -0.06% | – |
| QD | Exit | QUDIAN INCadr | $0 | – | -157,800 | – | -0.06% | – |
| FCEA | Exit | FOREST CITY RLTY TR INC | $0 | – | -35,000 | – | -0.07% | – |
| Exit | INNOVIVA INCnote 2.500% 8/1 | $0 | – | -800,000 | – | -0.07% | – | |
| ZUO | Exit | ZUORA INC | $0 | – | -40,100 | – | -0.07% | – |
| HCCH | Exit | HL ACQUISITIONS CORP | $0 | – | -100,400 | – | -0.07% | – |
| NTNX | Exit | NUTANIX INCcl a | $0 | – | -22,700 | – | -0.07% | – |
| MDRX | Exit | ALLSCRIPTS HEALTHCARE SOLUTN | $0 | – | -68,076 | – | -0.07% | – |
| CRON | Exit | CRONOS GROUP INCput | $0 | – | -70,600 | – | -0.08% | – |
| DM | Exit | DOMINION ENERGY MIDSTRM PRTN | $0 | – | -55,668 | – | -0.08% | – |
| TRXC | Exit | TRANSENTERIX INC | $0 | – | -173,100 | – | -0.08% | – |
| PCG | Exit | PG&E CORP | $0 | – | -22,169 | – | -0.08% | – |
| MPAC | Exit | MATLIN & PARTNERS ACQUISITIOcl a | $0 | – | -100,189 | – | -0.08% | – |
| DBX | Exit | DROPBOX INCput | $0 | – | -77,300 | – | -0.08% | – |
| STLR | Exit | STELLAR ACQUISITION III INC | $0 | – | -101,741 | – | -0.08% | – |
| RDFN | Exit | REDFIN CORP | $0 | – | -56,500 | – | -0.08% | – |
| NXPI | Exit | NXP SEMICONDUCTORS N V | $0 | – | -12,500 | – | -0.08% | – |
| CNP | Exit | CENTERPOINT ENERGY INC | $0 | – | -39,069 | – | -0.08% | – |
| INDU | Exit | INDUSTREA ACQUISITION CORPcl a | $0 | – | -105,200 | – | -0.08% | – |
| VTIQ | Exit | VECTOIQ ACQUISITION CORP | $0 | – | -116,300 | – | -0.08% | – |
| NI | Exit | NISOURCE INC | $0 | – | -45,074 | – | -0.08% | – |
| COG | Exit | CABOT OIL & GAS CORP | $0 | – | -50,000 | – | -0.09% | – |
| PCRX | Exit | PACIRA PHARMACEUTICALS INC | $0 | – | -23,500 | – | -0.09% | – |
| BMRN | Exit | BIOMARIN PHARMACEUTICAL INC | $0 | – | -11,903 | – | -0.09% | – |
| Exit | J2 GLOBAL INCnote 3.250% 6/1 | $0 | – | -900,000 | – | -0.09% | – | |
| CXP | Exit | COLUMBIA PPTY TR INC | $0 | – | -50,000 | – | -0.09% | – |
| OKTA | Exit | OKTA INCcl a | $0 | – | -17,100 | – | -0.09% | – |
| Exit | BIOMARIN PHARMACEUTICAL INCnote 1.500%10/1 | $0 | – | -1,000,000 | – | -0.09% | – | |
| DISH | Exit | DISH NETWORK CORPcl a | $0 | – | -35,000 | – | -0.10% | – |
| DOCU | Exit | DOCUSIGN INC | $0 | – | -25,200 | – | -0.10% | – |
| WMB | Exit | WILLIAMS COS INC DEL | $0 | – | -50,069 | – | -0.10% | – |
| SOGO | Exit | SOGOU INCput | $0 | – | -199,700 | – | -0.10% | – |
| TDOC | Exit | TELADOC HEALTH INC | $0 | – | -15,800 | – | -0.10% | – |
| Exit | EURONET WORLDWIDE INCnote 1.500%10/0 | $0 | – | -1,000,000 | – | -0.11% | – | |
| GPAQ | Exit | GORDON POINTE ACQUISITION CO | $0 | – | -150,000 | – | -0.11% | – |
| SOGO | Exit | SOGOU INCadr repstg a | $0 | – | -199,700 | – | -0.11% | – |
| NBIX | Exit | NEUROCRINE BIOSCIENCES INC | $0 | – | -12,300 | – | -0.12% | – |
| QD | Exit | QUDIAN INCput | $0 | – | -157,800 | – | -0.12% | – |
| Exit | CLOVIS ONCOLOGY INCnote 1.250% 5/0 | $0 | – | -2,000,000 | – | -0.12% | – | |
| Exit | NAVISTAR INTL CORP NEWnote 4.750% 4/1 | $0 | – | -1,588,000 | – | -0.12% | – | |
| GLAC | Exit | GREENLAND ACQUISITIN CORPORA | $0 | – | -169,764 | – | -0.12% | – |
| DOFSQ | Exit | DIAMOND OFFSHORE DRILLING IN | $0 | – | -83,000 | – | -0.13% | – |
| Exit | INSULET CORPnote 1.250% 9/1 | $0 | – | -1,000,000 | – | -0.14% | – | |
| Exit | RESTORATION HARDWARE HLDGS Idbcv 7/1 | $0 | – | -1,488,000 | – | -0.14% | – | |
| Exit | CTRIP COM INTL LTDnote 1.000% 7/0 | $0 | – | -2,000,000 | – | -0.15% | – | |
| BROG | Exit | TWELVE SEAS INVESTMENT COMPA | $0 | – | -209,535 | – | -0.15% | – |
| Exit | ROYAL GOLD INCnote 2.875% 6/1 | $0 | – | -2,052,000 | – | -0.16% | – | |
| DBX | Exit | DROPBOX INCcl a | $0 | – | -77,300 | – | -0.16% | – |
| ALGR | Exit | ALLEGRO MERGER CORP | $0 | – | -224,446 | – | -0.16% | – |
| MUDS | Exit | MUDRICK CAP ACQUISITION CORP | $0 | – | -225,390 | – | -0.17% | – |
| BCAC | Exit | BISON CAP ACQUISITION CORP | $0 | – | -222,719 | – | -0.17% | – |
| BRAC | Exit | BLACK RIDGE ACQUISITION CORP | $0 | – | -263,915 | – | -0.20% | – |
| SWK | Exit | STANLEY BLACK & DECKER INC | $0 | – | -17,600 | – | -0.20% | – |
| TSRO | Exit | TESARO INC | $0 | – | -66,300 | – | -0.20% | – |
| IRWD | Exit | IRONWOOD PHARMACEUTICALS INC | $0 | – | -140,788 | – | -0.20% | – |
| Exit | INTERDIGITAL INCnote 1.500% 3/0 | $0 | – | -2,205,000 | – | -0.20% | – | |
| BKNG | Exit | BOOKING HLDGS INC | $0 | – | -1,390 | – | -0.21% | – |
| Exit | JAZZ INVESTMENTS I LTDnote 1.500% 8/1 | $0 | – | -2,795,000 | – | -0.22% | – | |
| MFAC | Exit | MEGALITH FINL ACQUISITION CO | $0 | – | -300,200 | – | -0.22% | – |
| GIG | Exit | GIGCAPITAL INC | $0 | – | -288,960 | – | -0.22% | – |
| SNAP | Exit | SNAP INCcl a | $0 | – | -341,600 | – | -0.22% | – |
| TBRG | Exit | THUNDER BRIDGE ACQUISITION L | $0 | – | -299,100 | – | -0.22% | – |
| PACQ | Exit | PURE ACQUISITION CORPcl a | $0 | – | -300,000 | – | -0.22% | – |
| TIBR | Exit | TIBERIUS ACQUISITION CORP | $0 | – | -303,491 | – | -0.22% | – |
| ROKU | Exit | ROKU INC | $0 | – | -40,800 | – | -0.23% | – |
| OPES | Exit | OPES ACQUISITION CORP | $0 | – | -303,079 | – | -0.23% | – |
| COBZ | Exit | COBIZ FINANCIAL INC | $0 | – | -147,187 | – | -0.25% | – |
| DOTA | Exit | DRAPER OAKWOOD TECHNOLOGY | $0 | – | -350,000 | – | -0.25% | – |
| FAST | Exit | FASTENAL CO | $0 | – | -57,200 | – | -0.25% | – |
| HUNTF | Exit | HUNTER MARITIME ACQUISITIONcl a | $0 | – | -341,475 | – | -0.26% | – |
| HCAC | Exit | HENNESSY CAP ACQUSTON CORP I | $0 | – | -347,294 | – | -0.26% | – |
| Exit | ENSCO JERSEY FIN LTDnote 3.000% 1/3 | $0 | – | -3,575,000 | – | -0.27% | – | |
| SNAP | Exit | SNAP INCput | $0 | – | -341,600 | – | -0.28% | – |
| Exit | ZILLOW GROUP INCnote 2.000%12/0 | $0 | – | -3,500,000 | – | -0.29% | – | |
| TMCX | Exit | TRINITY MERGER CORP | $0 | – | -400,100 | – | -0.30% | – |
| NEE | Exit | NEXTERA ENERGY INC | $0 | – | -24,200 | – | -0.31% | – |
| Exit | ON SEMICONDUCTOR CORPnote 1.000%12/0 | $0 | – | -3,500,000 | – | -0.31% | – | |
| GTYH | Exit | GTY TECHNOLOGY HOLDINGS INCcl a | $0 | – | -425,000 | – | -0.33% | – |
| IAM | Exit | I AM CAP ACQUISITION CO | $0 | – | -450,124 | – | -0.35% | – |
| W | Exit | WAYFAIR INCcl a | $0 | – | -31,200 | – | -0.35% | – |
| Exit | TWITTER INCnote 1.000% 9/1 | $0 | – | -5,000,000 | – | -0.35% | – | |
| TDAC | Exit | TRIDENT ACQUISITIONS CORP | $0 | – | -475,000 | – | -0.35% | – |
| SPLK | Exit | SPLUNK INC | $0 | – | -40,100 | – | -0.37% | – |
| LTN | Exit | UNION ACQUISITION CORP | $0 | – | -501,240 | – | -0.37% | – |
| Exit | MICROCHIP TECHNOLOGY INCnote 1.625% 2/1 | $0 | – | -5,083,000 | – | -0.41% | – | |
| WRLS | Exit | PENSARE ACQUISITION CORP | $0 | – | -546,256 | – | -0.41% | – |
| Exit | CYPRESS SEMICONDUCTOR CORPnote 4.500% 1/1 | $0 | – | -4,375,000 | – | -0.42% | – | |
| Exit | HERBALIFE LTDnote 2.000% 8/1 | $0 | – | -4,500,000 | – | -0.45% | – | |
| CCIPRA | Exit | CROWN CASTLE INTL CORP NEW6.875% con pfd a | $0 | – | -5,700 | – | -0.47% | – |
| Exit | YAHOO INCnote 12/0 | $0 | – | -5,000,000 | – | -0.48% | – | |
| AHPA | Exit | AVISTA HEALTHCARE PUB ACQ COcl a | $0 | – | -651,251 | – | -0.50% | – |
| Exit | MICRON TECHNOLOGY INCnote 3.000%11/1 | $0 | – | -4,589,000 | – | -0.54% | – | |
| Exit | ILLUMINA INCnote 6/1 | $0 | – | -5,500,000 | – | -0.61% | – | |
| KBLM | Exit | KBL MERGER CORP IV | $0 | – | -812,597 | – | -0.61% | – |
| MMDM | Exit | MODERN MEDIA ACQUISITION | $0 | – | -908,323 | – | -0.69% | – |
| UNP | Exit | UNION PAC CORP | $0 | – | -56,000 | – | -0.69% | – |
| Exit | RESTORATION HARDWARE HLDGS Inote 6/1 | $0 | – | -8,160,000 | – | -0.75% | – | |
| CNAC | Exit | CONSTELLATION ALPHA CAP CORP | $0 | – | -1,041,775 | – | -0.79% | – |
| CMSS | Exit | CM SEVEN STAR ACQUISITION CO | $0 | – | -1,091,543 | – | -0.83% | – |
| Exit | CTRIP COM INTL LTDnote 1.250%10/1 | $0 | – | -11,000,000 | – | -0.84% | – | |
| Exit | MICROCHIP TECHNOLOGY INCnote 1.625% 2/1 | $0 | – | -7,430,000 | – | -0.85% | – | |
| ANDV | Exit | ANDEAVOR | $0 | – | -93,624 | – | -1.09% | – |
| EACQ | Exit | EASTERLY ACQUISITION CORP | $0 | – | -1,720,412 | – | -1.34% | – |
| CCI | Exit | CROWN CASTLE INTL CORP NEW | $0 | – | -174,600 | – | -1.48% | – |
| IYR | Exit | ISHARES TRu.s. real es etf | $0 | – | -368,200 | – | -2.24% | – |
| ADVM | Exit | ADVERUM BIOTECHNOLOGIES INC | $0 | – | -10,000 | – | -4.60% | – |
| DIA | Exit | SPDR DOW JONES INDL AVRG ETFut ser 1 | $0 | – | -882,345 | – | -17.72% | – |
| QQQ | Exit | INVESCO QQQ TRunit ser 1 | $0 | – | -1,363,415 | – | -19.24% | – |
| SPY | Exit | SPDR S&P 500 ETF TRtr unit | $0 | – | -1,231,045 | – | -27.18% | – |
Q3 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SPY | Buy | SPDR S&P 500 ETF TRtr unit | $357,743,000 | -99.6% | 1,231,045 | +233.0% | 27.18% | +164.8% |
| QQQ | Buy | INVESCO QQQ TRunit ser 1 | $253,223,000 | -99.8% | 1,363,415 | +43.8% | 19.24% | +15.6% |
| DIA | Buy | SPDR DOW JONES INDL AVRG ETFut ser 1 | $233,254,000 | -99.9% | 882,345 | +15.6% | 17.72% | -6.6% |
| ADVM | Buy | ADVERUM BIOTECHNOLOGIES INC | $60,500,000 | +34.3% | 10,000 | +17.6% | 4.60% | +91840.0% |
| IYR | New | ISHARES TRu.s. real es etf | $29,463,000 | – | 368,200 | – | 2.24% | – |
| CCI | New | CROWN CASTLE INTL CORP NEW | $19,438,000 | – | 174,600 | – | 1.48% | – |
| EACQ | Sell | EASTERLY ACQUISITION CORP | $17,634,000 | -99.9% | 1,720,412 | -10.4% | 1.34% | -33.5% |
| ANDV | New | ANDEAVOR | $14,371,000 | – | 93,624 | – | 1.09% | – |
| Sell | MICROCHIP TECHNOLOGY INCnote 1.625% 2/1 | $11,244,000 | -99.9% | 7,430,000 | -6.3% | 0.85% | -40.1% | |
| Sell | CTRIP COM INTL LTDnote 1.250%10/1 | $11,008,000 | -99.9% | 11,000,000 | -37.9% | 0.84% | -62.2% | |
| CMSS | Buy | CM SEVEN STAR ACQUISITION CO | $10,981,000 | -99.8% | 1,091,543 | +80.2% | 0.83% | +36.5% |
| CNAC | Buy | CONSTELLATION ALPHA CAP CORP | $10,345,000 | -99.9% | 1,041,775 | +3.2% | 0.79% | -23.4% |
| New | RESTORATION HARDWARE HLDGS Inote 6/1 | $9,868,000 | – | 8,160,000 | – | 0.75% | – | |
| UNP | New | UNION PAC CORP | $9,118,000 | – | 56,000 | – | 0.69% | – |
| MMDM | Sell | MODERN MEDIA ACQUISITION | $9,038,000 | -99.9% | 908,323 | -2.4% | 0.69% | -27.5% |
| KBLM | Sell | KBL MERGER CORP IV | $8,045,000 | -99.9% | 812,597 | -20.4% | 0.61% | -40.9% |
| Buy | ILLUMINA INCnote 6/1 | $7,979,000 | -98.6% | 5,500,000 | +1000.0% | 0.61% | +910.0% | |
| Buy | MICRON TECHNOLOGY INCnote 3.000%11/1 | $7,119,000 | -99.9% | 4,589,000 | +2.0% | 0.54% | -35.9% | |
| AHPA | Buy | AVISTA HEALTHCARE PUB ACQ COcl a | $6,604,000 | -99.7% | 651,251 | +188.9% | 0.50% | +117.3% |
| Buy | YAHOO INCnote 12/0 | $6,374,000 | -99.9% | 5,000,000 | +28.0% | 0.48% | -11.5% | |
| CCIPRA | New | CROWN CASTLE INTL CORP NEW6.875% con pfd a | $6,163,000 | – | 5,700 | – | 0.47% | – |
| Buy | CYPRESS SEMICONDUCTOR CORPnote 4.500% 1/1 | $5,519,000 | -99.8% | 4,375,000 | +118.8% | 0.42% | +54.0% | |
| WRLS | New | PENSARE ACQUISITION CORP | $5,441,000 | – | 546,256 | – | 0.41% | – |
| Buy | MICROCHIP TECHNOLOGY INCnote 1.625% 2/1 | $5,426,000 | -99.9% | 5,083,000 | +0.5% | 0.41% | -32.2% | |
| LTN | Buy | UNION ACQUISITION CORP | $4,887,000 | -99.8% | 501,240 | +100.3% | 0.37% | +49.6% |
| SPLK | Buy | SPLUNK INC | $4,848,000 | -99.5% | 40,100 | +301.0% | 0.37% | +264.4% |
| TDAC | Buy | TRIDENT ACQUISITIONS CORP | $4,664,000 | -99.9% | 475,000 | +26.5% | 0.35% | -5.6% |
| Sell | TWITTER INCnote 1.000% 9/1 | $4,602,000 | -99.9% | 5,000,000 | -11.9% | 0.35% | -37.9% | |
| W | Buy | WAYFAIR INCcl a | $4,607,000 | -99.7% | 31,200 | +124.5% | 0.35% | +107.1% |
| IAM | Sell | I AM CAP ACQUISITION CO | $4,582,000 | -99.9% | 450,124 | -19.5% | 0.35% | -43.8% |
| GTYH | Buy | GTY TECHNOLOGY HOLDINGS INCcl a | $4,310,000 | -99.6% | 425,000 | +324.2% | 0.33% | +217.5% |
| New | ON SEMICONDUCTOR CORPnote 1.000%12/0 | $4,065,000 | – | 3,500,000 | – | 0.31% | – | |
| NEE | New | NEXTERA ENERGY INC | $4,056,000 | – | 24,200 | – | 0.31% | – |
| TMCX | Buy | TRINITY MERGER CORP | $3,925,000 | -99.9% | 400,100 | +40.4% | 0.30% | +4.6% |
| New | ZILLOW GROUP INCnote 2.000%12/0 | $3,798,000 | – | 3,500,000 | – | 0.29% | – | |
| SNAP | Buy | SNAP INCput | $3,695,000 | +85.9% | 341,600 | +103.6% | 0.28% | – |
| New | ENSCO JERSEY FIN LTDnote 3.000% 1/3 | $3,549,000 | – | 3,575,000 | – | 0.27% | – | |
| HCAC | Buy | HENNESSY CAP ACQUSTON CORP I | $3,459,000 | -99.8% | 347,294 | +73.6% | 0.26% | +28.9% |
| HUNTF | Sell | HUNTER MARITIME ACQUISITIONcl a | $3,398,000 | -99.9% | 341,475 | -2.6% | 0.26% | -27.3% |
| FAST | New | FASTENAL CO | $3,319,000 | – | 57,200 | – | 0.25% | – |
| DOTA | New | DRAPER OAKWOOD TECHNOLOGY | $3,286,000 | – | 350,000 | – | 0.25% | – |
| COBZ | New | COBIZ FINANCIAL INC | $3,259,000 | – | 147,187 | – | 0.25% | – |
| OPES | New | OPES ACQUISITION CORP | $2,985,000 | – | 303,079 | – | 0.23% | – |
| TIBR | New | TIBERIUS ACQUISITION CORP | $2,926,000 | – | 303,491 | – | 0.22% | – |
| TBRG | New | THUNDER BRIDGE ACQUISITION L | $2,904,000 | – | 299,100 | – | 0.22% | – |
| PACQ | Sell | PURE ACQUISITION CORPcl a | $2,912,000 | -100.0% | 300,000 | -65.0% | 0.22% | -73.9% |
| SNAP | Buy | SNAP INCcl a | $2,897,000 | -99.9% | 341,600 | +103.6% | 0.22% | -2.2% |
| GIG | Sell | GIGCAPITAL INC | $2,875,000 | -99.9% | 288,960 | -36.6% | 0.22% | -52.6% |
| MFAC | New | MEGALITH FINL ACQUISITION CO | $2,856,000 | – | 300,200 | – | 0.22% | – |
| New | JAZZ INVESTMENTS I LTDnote 1.500% 8/1 | $2,851,000 | – | 2,795,000 | – | 0.22% | – | |
| BKNG | Buy | BOOKING HLDGS INC | $2,758,000 | -99.8% | 1,390 | +87.8% | 0.21% | +36.4% |
| Sell | INTERDIGITAL INCnote 1.500% 3/0 | $2,589,000 | -99.9% | 2,205,000 | -44.2% | 0.20% | -59.5% | |
| IRWD | Sell | IRONWOOD PHARMACEUTICALS INC | $2,599,000 | -99.9% | 140,788 | -17.7% | 0.20% | -41.2% |
| TSRO | New | TESARO INC | $2,586,000 | – | 66,300 | – | 0.20% | – |
| SWK | Buy | STANLEY BLACK & DECKER INC | $2,577,000 | -99.9% | 17,600 | +32.3% | 0.20% | +8.3% |
| BRAC | Buy | BLACK RIDGE ACQUISITION CORP | $2,571,000 | -99.9% | 263,915 | +5.3% | 0.20% | -22.0% |
| BCAC | New | BISON CAP ACQUISITION CORP | $2,274,000 | – | 222,719 | – | 0.17% | – |
| MUDS | Buy | MUDRICK CAP ACQUISITION CORP | $2,182,000 | -99.8% | 225,390 | +80.2% | 0.17% | +35.0% |
| ALGR | New | ALLEGRO MERGER CORP | $2,134,000 | – | 224,446 | – | 0.16% | – |
| DBX | New | DROPBOX INCcl a | $2,074,000 | – | 77,300 | – | 0.16% | – |
| New | ROYAL GOLD INCnote 2.875% 6/1 | $2,070,000 | – | 2,052,000 | – | 0.16% | – | |
| BROG | New | TWELVE SEAS INVESTMENT COMPA | $1,995,000 | – | 209,535 | – | 0.15% | – |
| New | CTRIP COM INTL LTDnote 1.000% 7/0 | $1,961,000 | – | 2,000,000 | – | 0.15% | – | |
| New | RESTORATION HARDWARE HLDGS Idbcv 7/1 | $1,841,000 | – | 1,488,000 | – | 0.14% | – | |
| New | INSULET CORPnote 1.250% 9/1 | $1,839,000 | – | 1,000,000 | – | 0.14% | – | |
| DOFSQ | Sell | DIAMOND OFFSHORE DRILLING IN | $1,660,000 | -99.9% | 83,000 | -4.8% | 0.13% | -32.3% |
| GLAC | New | GREENLAND ACQUISITIN CORPORA | $1,642,000 | – | 169,764 | – | 0.12% | – |
| New | NAVISTAR INTL CORP NEWnote 4.750% 4/1 | $1,612,000 | – | 1,588,000 | – | 0.12% | – | |
| QD | New | QUDIAN INCput | $1,554,000 | – | 157,800 | – | 0.12% | – |
| New | CLOVIS ONCOLOGY INCnote 1.250% 5/0 | $1,548,000 | – | 2,000,000 | – | 0.12% | – | |
| NBIX | New | NEUROCRINE BIOSCIENCES INC | $1,512,000 | – | 12,300 | – | 0.12% | – |
| SOGO | New | SOGOU INCadr repstg a | $1,484,000 | – | 199,700 | – | 0.11% | – |
| GPAQ | New | GORDON POINTE ACQUISITION CO | $1,478,000 | – | 150,000 | – | 0.11% | – |
| New | EURONET WORLDWIDE INCnote 1.500%10/0 | $1,391,000 | – | 1,000,000 | – | 0.11% | – | |
| TDOC | New | TELADOC HEALTH INC | $1,364,000 | – | 15,800 | – | 0.10% | – |
| SOGO | New | SOGOU INCput | $1,359,000 | – | 199,700 | – | 0.10% | – |
| WMB | New | WILLIAMS COS INC DEL | $1,361,000 | – | 50,069 | – | 0.10% | – |
| DOCU | New | DOCUSIGN INC | $1,325,000 | – | 25,200 | – | 0.10% | – |
| DISH | Buy | DISH NETWORK CORPcl a | $1,252,000 | -99.8% | 35,000 | +64.3% | 0.10% | +30.1% |
| New | BIOMARIN PHARMACEUTICAL INCnote 1.500%10/1 | $1,195,000 | – | 1,000,000 | – | 0.09% | – | |
| OKTA | Sell | OKTA INCcl a | $1,203,000 | -99.9% | 17,100 | -52.0% | 0.09% | -50.5% |
| CXP | New | COLUMBIA PPTY TR INC | $1,182,000 | – | 50,000 | – | 0.09% | – |
| New | J2 GLOBAL INCnote 3.250% 6/1 | $1,168,000 | – | 900,000 | – | 0.09% | – | |
| PCRX | Buy | PACIRA PHARMACEUTICALS INC | $1,155,000 | -99.5% | 23,500 | +193.8% | 0.09% | +238.5% |
| BMRN | New | BIOMARIN PHARMACEUTICAL INC | $1,154,000 | – | 11,903 | – | 0.09% | – |
| COG | New | CABOT OIL & GAS CORP | $1,126,000 | – | 50,000 | – | 0.09% | – |
| NI | New | NISOURCE INC | $1,123,000 | – | 45,074 | – | 0.08% | – |
| VTIQ | New | VECTOIQ ACQUISITION CORP | $1,108,000 | – | 116,300 | – | 0.08% | – |
| INDU | New | INDUSTREA ACQUISITION CORPcl a | $1,073,000 | – | 105,200 | – | 0.08% | – |
| CNP | New | CENTERPOINT ENERGY INC | $1,080,000 | – | 39,069 | – | 0.08% | – |
| NXPI | Buy | NXP SEMICONDUCTORS N V | $1,069,000 | -99.9% | 12,500 | +78.6% | 0.08% | +3.8% |
| STLR | Sell | STELLAR ACQUISITION III INC | $1,053,000 | -100.0% | 101,741 | -68.5% | 0.08% | -76.6% |
| RDFN | New | REDFIN CORP | $1,057,000 | – | 56,500 | – | 0.08% | – |
| DBX | New | DROPBOX INCput | $1,022,000 | – | 77,300 | – | 0.08% | – |
| MPAC | New | MATLIN & PARTNERS ACQUISITIOcl a | $1,008,000 | – | 100,189 | – | 0.08% | – |
| PCG | New | PG&E CORP | $1,020,000 | – | 22,169 | – | 0.08% | – |
| TRXC | Buy | TRANSENTERIX INC | $1,004,000 | -99.8% | 173,100 | +23.6% | 0.08% | +20.6% |
| CRON | New | CRONOS GROUP INCput | $1,005,000 | – | 70,600 | – | 0.08% | – |
| DM | New | DOMINION ENERGY MIDSTRM PRTN | $996,000 | – | 55,668 | – | 0.08% | – |
| NTNX | New | NUTANIX INCcl a | $970,000 | – | 22,700 | – | 0.07% | – |
| MDRX | New | ALLSCRIPTS HEALTHCARE SOLUTN | $970,000 | – | 68,076 | – | 0.07% | – |
| HCCH | New | HL ACQUISITIONS CORP | $954,000 | – | 100,400 | – | 0.07% | – |
| ZUO | New | ZUORA INC | $927,000 | – | 40,100 | – | 0.07% | – |
| New | INNOVIVA INCnote 2.500% 8/1 | $890,000 | – | 800,000 | – | 0.07% | – | |
| FCEA | Sell | FOREST CITY RLTY TR INC | $878,000 | -99.9% | 35,000 | -29.7% | 0.07% | -42.2% |
| QD | New | QUDIAN INCadr | $822,000 | – | 157,800 | – | 0.06% | – |
| CRON | New | CRONOS GROUP INC | $785,000 | – | 70,600 | – | 0.06% | – |
| WIX | New | WIX COM LTD | $754,000 | – | 6,300 | – | 0.06% | – |
| DOFSQ | Sell | DIAMOND OFFSHORE DRILLING INput | $705,000 | -0.8% | 83,000 | -4.8% | 0.05% | – |
| ICPT | New | INTERCEPT PHARMACEUTICALS IN | $600,000 | – | 4,750 | – | 0.05% | – |
| ZUO | New | ZUORA INCput | $604,000 | – | 40,100 | – | 0.05% | – |
| WPX | New | WPX ENERGY INC | $605,000 | – | 30,068 | – | 0.05% | – |
| SUPN | New | SUPERNUS PHARMACEUTICALS INC | $584,000 | – | 11,600 | – | 0.04% | – |
| TRQ | New | TURQUOISE HILL RES LTD | $530,000 | – | 250,000 | – | 0.04% | – |
| HZNP | New | HORIZON PHARMA PLC | $529,000 | – | 27,000 | – | 0.04% | – |
| JD | New | JD COM INCspon adr cl a | $522,000 | – | 20,000 | – | 0.04% | – |
| PDD | New | PINDUODUO INCsponsored ads | $528,000 | – | 20,100 | – | 0.04% | – |
| TOTA | New | TOTTENHAM ACQUISITION I LTD | $485,000 | – | 50,000 | – | 0.04% | – |
| AFT | Buy | APOLLO SR FLOATING RATE FD I | $479,000 | -99.8% | 30,000 | +114.4% | 0.04% | +56.5% |
| VHC | New | VIRNETX HLDG CORP | $458,000 | – | 98,500 | – | 0.04% | – |
| GWRE | New | GUIDEWIRE SOFTWARE INC | $434,000 | – | 4,300 | – | 0.03% | – |
| Buy | INSMED INCnote 1.750% 1/1 | $426,000 | -99.9% | 500,000 | +19.0% | 0.03% | -20.0% | |
| DOCU | New | DOCUSIGN INCput | $400,000 | – | 25,200 | – | 0.03% | – |
| VHC | New | VIRNETX HLDG CORPput | $350,000 | – | 98,500 | – | 0.03% | – |
| MDB | New | MONGODB INCcl a | $359,000 | – | 4,400 | – | 0.03% | – |
| IYR | New | ISHARES TRcall | $331,000 | – | 368,200 | – | 0.02% | – |
| PI | Sell | IMPINJ INC | $315,000 | -100.0% | 12,700 | -93.5% | 0.02% | -94.5% |
| EXPE | New | EXPEDIA GROUP INC | $300,000 | – | 2,300 | – | 0.02% | – |
| RDFN | New | REDFIN CORPput | $297,000 | – | 56,500 | – | 0.02% | – |
| New | HERCULES CAPITAL INCdbcv 4.375% 2/0 | $293,000 | – | 300,000 | – | 0.02% | – | |
| DSU | New | BLACKROCK DEBT STRAT FD INC | $278,000 | – | 25,000 | – | 0.02% | – |
| IONS | Sell | IONIS PHARMACEUTICALS INC | $279,000 | -99.9% | 5,400 | -14.3% | 0.02% | -22.2% |
| TELL | New | TELLURIAN INC NEW | $227,000 | – | 25,279 | – | 0.02% | – |
| TRXC | Buy | TRANSENTERIX INCput | $157,000 | -36.2% | 173,100 | +23.6% | 0.01% | – |
| SCACW | New | SABAN CAP ACQUISITION CORP*w exp 09/21/202 | $142,000 | – | 129,200 | – | 0.01% | – |
| PDD | New | PINDUODUO INCput | $25,000 | – | 20,100 | – | 0.00% | – |
| TIBRW | New | TIBERIUS ACQUISITION CORP*w exp 02/28/202 | $32,000 | – | 54,900 | – | 0.00% | – |
| MMDMW | New | MODERN MEDIA ACQUISITION*w exp 05/17/202 | $22,000 | – | 39,455 | – | 0.00% | – |
| IRBT | Exit | IROBOT CORPput | $0 | – | -14,200 | – | 0.00% | – |
| PI | Sell | IMPINJ INCput | $6,000 | -94.0% | 17,200 | -91.1% | 0.00% | – |
| SPWR | Exit | SUNPOWER CORPput | $0 | – | -125,500 | – | 0.00% | – |
| WATT | Exit | ENERGOUS CORPput | $0 | – | -31,800 | – | 0.00% | – |
| SNAP | Buy | SNAP INCcall | $4,000 | -98.9% | 341,600 | +103.6% | 0.00% | – |
| DISCA | Exit | DISCOVERY INCcall | $0 | – | -50,000 | – | 0.00% | – |
| MDXG | Exit | MIMEDX GROUP INCcall | $0 | – | -117,200 | – | 0.00% | – |
| MDXG | Exit | MIMEDX GROUP INCput | $0 | – | -117,200 | – | 0.00% | – |
| RENN | Exit | RENREN INCput | $0 | – | -47,300 | – | 0.00% | – |
| SPWR | Exit | SUNPOWER CORPcall | $0 | – | -125,500 | – | 0.00% | – |
| CRON | New | CRONOS GROUP INCcall | $2,000 | – | 70,600 | – | 0.00% | – |
| DDD | Exit | 3-D SYS CORP DELput | $0 | – | -89,000 | – | 0.00% | – |
| TTD | Exit | THE TRADE DESK INCput | $0 | – | -33,700 | – | 0.00% | – |
| GPRO | Exit | GOPRO INCput | $0 | – | -58,700 | – | 0.00% | – |
| QQQ | Exit | INVESCO QQQ TRcall | $0 | – | -948,452 | – | 0.00% | – |
| MTCH | Exit | MATCH GROUP INCput | $0 | – | -86,300 | – | 0.00% | – |
| FXE | Exit | INVESCO CURRENCYSHARES EUROput | $0 | – | -150,000 | – | 0.00% | – |
| DLTH | Exit | DULUTH HLDGS INCput | $0 | – | -5,000 | – | 0.00% | – |
| GDXJ | Exit | VANECK VECTORS ETF TRcall | $0 | – | -50,000 | – | 0.00% | – |
| DDD | Exit | 3-D SYS CORP DELcall | $0 | – | -89,000 | – | 0.00% | – |
| HMC | Exit | HONDA MOTOR LTD | $0 | – | -61 | – | 0.00% | – |
| SPOT | Exit | SPOTIFY TECHNOLOGY S Aput | $0 | – | -18,000 | – | 0.00% | – |
| IQ | Exit | IQIYI INCput | $0 | – | -179,500 | – | 0.00% | – |
| JKS | Exit | JINKOSOLAR HLDG CO LTDcall | $0 | – | -86,600 | – | 0.00% | – |
| AMZN | Exit | AMAZON COM INCput | $0 | – | -20,300 | – | 0.00% | – |
| JKS | Exit | JINKOSOLAR HLDG CO LTDput | $0 | – | -86,600 | – | 0.00% | – |
| BPY | Exit | BROOKFIELD PPTY PARTNERS L Pput | $0 | – | -25,000 | – | 0.00% | – |
| TRUP | Exit | TRUPANION INCput | $0 | – | -11,900 | – | 0.00% | – |
| ATUS | Exit | ALTICE USA INCput | $0 | – | -10,000 | – | 0.00% | – |
| Exit | WEATHERFORD INTL LTDnote 5.875% 7/0 | $0 | – | -593 | – | 0.00% | – | |
| CVI | Exit | CVR ENERGY INCput | $0 | – | -5,000 | – | 0.00% | – |
| CYHHZ | Exit | COMMUNITY HEALTH SYS INC NEWright 12/31/2019 | $0 | – | -400,000 | – | 0.00% | – |
| CNACR | Exit | CONSTELLATION ALPHA CAP CORPright 99/99/9999 | $0 | – | -50,200 | – | -0.00% | – |
| SLAB | Exit | SILICON LABORATORIES INC | $0 | – | -700 | – | -0.01% | – |
| SD | Exit | SANDRIDGE ENERGY INC | $0 | – | -5,000 | – | -0.01% | – |
| Exit | DISH NETWORK CORPnote 3.375% 8/1 | $0 | – | -100,000 | – | -0.01% | – | |
| RENN | Exit | RENREN INCspon adr a new | $0 | – | -47,300 | – | -0.01% | – |
| DLTH | Exit | DULUTH HLDGS INC | $0 | – | -5,000 | – | -0.01% | – |
| DHXM | Exit | DHX MEDIA LTD | $0 | – | -75,000 | – | -0.02% | – |
| HTHT | Exit | HUAZHU GROUP LTDsponsored ads | $0 | – | -3,700 | – | -0.02% | – |
| ATUS | Exit | ALTICE USA INCcl a | $0 | – | -10,000 | – | -0.02% | – |
| CVI | Exit | CVR ENERGY INC | $0 | – | -5,000 | – | -0.02% | – |
| SPKE | Exit | SPARK ENERGY INC | $0 | – | -20,169 | – | -0.02% | – |
| STC | Exit | STEWART INFORMATION SVCS COR | $0 | – | -4,700 | – | -0.02% | – |
| EEP | Exit | ENBRIDGE ENERGY PARTNERS L P | $0 | – | -25,000 | – | -0.03% | – |
| SHPG | Exit | SHIRE PLCsponsored adr | $0 | – | -2,000 | – | -0.04% | – |
| Exit | CITRIX SYS INCnote 0.500% 4/1 | $0 | – | -245,000 | – | -0.04% | – | |
| GPRO | Exit | GOPRO INCcl a | $0 | – | -58,700 | – | -0.04% | – |
| HESPRA | Exit | HESS CORPdep pdf sr a | $0 | – | -5,619 | – | -0.04% | – |
| TRUP | Exit | TRUPANION INC | $0 | – | -11,900 | – | -0.05% | – |
| WATT | Exit | ENERGOUS CORP | $0 | – | -31,800 | – | -0.05% | – |
| BPY | Exit | BROOKFIELD PPTY PARTNERS L Punit ltd partn | $0 | – | -25,000 | – | -0.05% | – |
| WDAY | Exit | WORKDAY INCcl a | $0 | – | -4,100 | – | -0.05% | – |
| INVH | Exit | INVITATION HOMES INC | $0 | – | -21,895 | – | -0.05% | – |
| TRN | Exit | TRINITY INDS INC | $0 | – | -15,000 | – | -0.05% | – |
| R | Exit | RYDER SYS INC | $0 | – | -7,500 | – | -0.06% | – |
| WMT | Exit | WALMART INC | $0 | – | -6,700 | – | -0.06% | – |
| TEVA | Exit | TEVA PHARMACEUTICAL INDS LTDsponsored adr | $0 | – | -25,000 | – | -0.06% | – |
| HAL | Exit | HALLIBURTON CO | $0 | – | -14,900 | – | -0.07% | – |
| AET | Exit | AETNA INC NEW | $0 | – | -4,000 | – | -0.08% | – |
| MDXG | Exit | MIMEDX GROUP INC | $0 | – | -117,200 | – | -0.08% | – |
| XL | Exit | XL GROUP LTD | $0 | – | -15,000 | – | -0.09% | – |
| Z | Exit | ZILLOW GROUP INCcl c cap stk | $0 | – | -14,700 | – | -0.09% | – |
| KRE | Exit | SPDR SERIES TRUSTs&p regl bkg | $0 | – | -15,100 | – | -0.09% | – |
| SQ | Exit | SQUARE INCcl a | $0 | – | -15,000 | – | -0.10% | – |
| SPWR | Exit | SUNPOWER CORP | $0 | – | -125,500 | – | -0.10% | – |
| Exit | BIOMARIN PHARMACEUTICAL INCnote 0.599% 8/0 | $0 | – | -950,000 | – | -0.10% | – | |
| LHC | Exit | LEO HOLDINGS CORP | $0 | – | -103,201 | – | -0.10% | – |
| SEP | Exit | SPECTRA ENERGY PARTNERS LP | $0 | – | -28,500 | – | -0.10% | – |
| ZNGA | Exit | ZYNGA INCcl a | $0 | – | -249,000 | – | -0.10% | – |
| RGLD | Exit | ROYAL GOLD INC | $0 | – | -11,000 | – | -0.10% | – |
| IRBT | Exit | IROBOT CORP | $0 | – | -14,200 | – | -0.11% | – |
| NBRPRA | Exit | NABORS INDUSTRIES LTD6% pfd cnv sr a | $0 | – | -25,000 | – | -0.12% | – |
| JKS | Exit | JINKOSOLAR HLDG CO LTDsponsored adr | $0 | – | -86,600 | – | -0.12% | – |
| DDD | Exit | 3-D SYS CORP DEL | $0 | – | -89,000 | – | -0.13% | – |
| LPT | Exit | LIBERTY PPTY TRsh ben int | $0 | – | -28,067 | – | -0.13% | – |
| SEIC | Exit | SEI INVESTMENTS CO | $0 | – | -20,000 | – | -0.13% | – |
| PF | Exit | PINNACLE FOODS INC DEL | $0 | – | -20,000 | – | -0.13% | – |
| GGP | Exit | GGP INC | $0 | – | -65,000 | – | -0.14% | – |
| DISCA | Exit | DISCOVERY INC | $0 | – | -50,000 | – | -0.14% | – |
| CWAY | Exit | COASTWAY BANCORP INC | $0 | – | -50,000 | – | -0.14% | – |
| ETSY | Exit | ETSY INC | $0 | – | -35,000 | – | -0.15% | – |
| Exit | CHENIERE ENERGY INCnote 4.250% 3/1 | $0 | – | -2,000,000 | – | -0.16% | – | |
| WDC | Exit | WESTERN DIGITAL CORP | $0 | – | -20,900 | – | -0.17% | – |
| GDXJ | Exit | VANECK VECTORS ETF TRjr gold miners e | $0 | – | -50,000 | – | -0.17% | – |
| Exit | NUANCE COMMUNICATIONS INCdbcv 1.000%12/1 | $0 | – | -2,400,000 | – | -0.22% | – | |
| ILMN | Exit | ILLUMINA INC | $0 | – | -9,700 | – | -0.28% | – |
| Exit | ALLEGHENY TECHNOLOGIES INCnote 4.750% 7/0 | $0 | – | -1,500,000 | – | -0.29% | – | |
| GPT | Exit | GRAMERCY PPTY TR | $0 | – | -106,780 | – | -0.30% | – |
| SPOT | Exit | SPOTIFY TECHNOLOGY S A | $0 | – | -18,000 | – | -0.31% | – |
| TTD | Exit | THE TRADE DESK INC | $0 | – | -33,700 | – | -0.32% | – |
| MTCH | Exit | MATCH GROUP INC | $0 | – | -86,300 | – | -0.34% | – |
| COP | Exit | CONOCOPHILLIPS | $0 | – | -48,100 | – | -0.34% | – |
| Exit | JAZZ INVESTMENTS I LTDnote 1.875% 8/1 | $0 | – | -3,102,000 | – | -0.35% | – | |
| Exit | TRANSOCEAN INCdeb 0.500% 1/3 | $0 | – | -2,500,000 | – | -0.37% | – | |
| Exit | CLEVELAND CLIFFS INCdbcv 1.500% 1/1 | $0 | – | -3,000,000 | – | -0.37% | – | |
| HD | Exit | HOME DEPOT INC | $0 | – | -19,100 | – | -0.38% | – |
| CF | Exit | CF INDS HLDGS INC | $0 | – | -84,300 | – | -0.38% | – |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -30,100 | – | -0.39% | – |
| FDX | Exit | FEDEX CORP | $0 | – | -16,800 | – | -0.39% | – |
| EMR | Exit | EMERSON ELEC CO | $0 | – | -57,300 | – | -0.41% | – |
| GOOGL | Exit | ALPHABET INCcap stk cl a | $0 | – | -3,800 | – | -0.44% | – |
| FNTE | Exit | FINTECH ACQUISITION CORP II | $0 | – | -475,100 | – | -0.48% | – |
| BACPRL | Exit | BANK AMER CORP7.25%cnv pfd l | $0 | – | -4,034 | – | -0.52% | – |
| VALE | Exit | VALE S Aadr | $0 | – | -400,800 | – | -0.53% | – |
| BAC | Exit | BANK AMER CORP | $0 | – | -191,300 | – | -0.55% | – |
| Exit | BIOMARIN PHARMACEUTICAL INCnote 0.750%10/1 | $0 | – | -5,079,000 | – | -0.55% | – | |
| CSCO | Exit | CISCO SYS INC | $0 | – | -131,500 | – | -0.58% | – |
| INTC | Exit | INTEL CORP | $0 | – | -116,100 | – | -0.59% | – |
| IQ | Exit | IQIYI INCsponsored ads | $0 | – | -179,500 | – | -0.59% | – |
| AAPL | Exit | APPLE INC | $0 | – | -36,400 | – | -0.69% | – |
| MTGE | Exit | MTGE INVT CORP | $0 | – | -394,008 | – | -0.79% | – |
| ADM | Exit | ARCHER DANIELS MIDLAND CO | $0 | – | -171,600 | – | -0.80% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -79,900 | – | -0.81% | – |
| Exit | TERADYNE INCnote 1.250%12/1 | $0 | – | -6,002,000 | – | -0.82% | – | |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -77,600 | – | -0.83% | – |
| PFE | Exit | PFIZER INC | $0 | – | -246,400 | – | -0.92% | – |
| ABT | Exit | ABBOTT LABS | $0 | – | -146,700 | – | -0.92% | – |
| Exit | NXP SEMICONDUCTORS N Vnote 1.000%12/0 | $0 | – | -8,136,000 | – | -1.00% | – | |
| Exit | INTEGRATED DEVICE TECHNOLOGYnote 0.875%11/1 | $0 | – | -10,732,000 | – | -1.25% | – | |
| NEEPRR | Exit | NEXTERA ENERGY INCunit 09/01/2019 | $0 | – | -251,107 | – | -1.46% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -124,800 | – | -1.55% | – |
| FXE | Exit | INVESCO CURRENCYSHARES EURO | $0 | – | -150,000 | – | -1.72% | – |
| TLT | Exit | ISHARES TR20 yr tr bd etf | $0 | – | -200,000 | – | -2.49% | – |
| AMZN | Exit | AMAZON COM INC | $0 | – | -20,300 | – | -3.53% | – |
Q2 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| DIA | New | SPDR DOW JONES INDL AVRG ETFut ser 1 | $185,217,773,000 | – | 763,551 | – | 18.97% | – |
| QQQ | New | INVESCO QQQ TRunit ser 1 | $162,566,570,000 | – | 948,452 | – | 16.65% | – |
| SPY | New | SPDR S&P 500 ETF TRtr unit | $100,238,929,000 | – | 369,675 | – | 10.26% | – |
| AMZN | New | AMAZON COM INC | $34,505,940,000 | – | 20,300 | – | 3.53% | – |
| TLT | New | ISHARES TR20 yr tr bd etf | $24,344,000,000 | – | 200,000 | – | 2.49% | – |
| New | CTRIP COM INTL LTDnote 1.250%10/1 | $21,622,851,000 | – | 17,700,000 | – | 2.21% | – | |
| EACQ | New | EASTERLY ACQUISITION CORP | $19,685,791,000 | – | 1,920,565 | – | 2.02% | – |
| FXE | New | INVESCO CURRENCYSHARES EURO | $16,809,000,000 | – | 150,000 | – | 1.72% | – |
| JNJ | New | JOHNSON & JOHNSON | $15,143,232,000 | – | 124,800 | – | 1.55% | – |
| NEEPRR | New | NEXTERA ENERGY INCunit 09/01/2019 | $14,299,539,000 | – | 251,107 | – | 1.46% | – |
| New | MICROCHIP TECHNOLOGY INCnote 1.625% 2/1 | $13,914,216,000 | – | 7,930,000 | – | 1.42% | – | |
| New | INTEGRATED DEVICE TECHNOLOGYnote 0.875%11/1 | $12,181,786,000 | – | 10,732,000 | – | 1.25% | – | |
| KBLM | New | KBL MERGER CORP IV | $10,101,485,000 | – | 1,020,352 | – | 1.03% | – |
| CNAC | New | CONSTELLATION ALPHA CAP CORP | $10,022,279,000 | – | 1,009,293 | – | 1.03% | – |
| New | NXP SEMICONDUCTORS N Vnote 1.000%12/0 | $9,743,592,000 | – | 8,136,000 | – | 1.00% | – | |
| MMDM | New | MODERN MEDIA ACQUISITION | $9,255,560,000 | – | 930,207 | – | 0.95% | – |
| ABT | New | ABBOTT LABS | $8,947,233,000 | – | 146,700 | – | 0.92% | – |
| PFE | New | PFIZER INC | $8,939,392,000 | – | 246,400 | – | 0.92% | – |
| PACQ | New | PURE ACQUISITION CORPcl a | $8,257,412,000 | – | 856,578 | – | 0.85% | – |
| New | MICRON TECHNOLOGY INCnote 3.000%11/1 | $8,242,380,000 | – | 4,500,000 | – | 0.84% | – | |
| JPM | New | JPMORGAN CHASE & CO | $8,085,920,000 | – | 77,600 | – | 0.83% | – |
| New | TERADYNE INCnote 1.250%12/1 | $7,977,498,000 | – | 6,002,000 | – | 0.82% | – | |
| MSFT | New | MICROSOFT CORP | $7,878,939,000 | – | 79,900 | – | 0.81% | – |
| ADM | New | ARCHER DANIELS MIDLAND CO | $7,864,428,000 | – | 171,600 | – | 0.80% | – |
| MTGE | New | MTGE INVT CORP | $7,722,557,000 | – | 394,008 | – | 0.79% | – |
| AAPL | New | APPLE INC | $6,738,004,000 | – | 36,400 | – | 0.69% | – |
| IAM | New | I AM CAP ACQUISITION CO | $6,047,752,000 | – | 559,459 | – | 0.62% | – |
| CMSS | New | CM SEVEN STAR ACQUISITION CO | $5,965,160,000 | – | 605,600 | – | 0.61% | – |
| New | MICROCHIP TECHNOLOGY INCnote 1.625% 2/1 | $5,941,756,000 | – | 5,060,000 | – | 0.61% | – | |
| New | HERBALIFE LTDnote 2.000% 8/1 | $5,823,225,000 | – | 4,500,000 | – | 0.60% | – | |
| IQ | New | IQIYI INCsponsored ads | $5,797,850,000 | – | 179,500 | – | 0.59% | – |
| INTC | New | INTEL CORP | $5,771,331,000 | – | 116,100 | – | 0.59% | – |
| CSCO | New | CISCO SYS INC | $5,658,445,000 | – | 131,500 | – | 0.58% | – |
| New | TWITTER INCnote 1.000% 9/1 | $5,510,028,000 | – | 5,675,000 | – | 0.56% | – | |
| New | BIOMARIN PHARMACEUTICAL INCnote 0.750%10/1 | $5,403,548,000 | – | 5,079,000 | – | 0.55% | – | |
| BAC | New | BANK AMER CORP | $5,392,747,000 | – | 191,300 | – | 0.55% | – |
| New | YAHOO INCnote 12/0 | $5,342,627,000 | – | 3,907,000 | – | 0.55% | – | |
| VALE | New | VALE S Aadr | $5,138,256,000 | – | 400,800 | – | 0.53% | – |
| BACPRL | New | BANK AMER CORP7.25%cnv pfd l | $5,042,500,000 | – | 4,034 | – | 0.52% | – |
| New | INTERDIGITAL INCnote 1.500% 3/0 | $4,748,672,000 | – | 3,949,000 | – | 0.49% | – | |
| FNTE | New | FINTECH ACQUISITION CORP II | $4,736,747,000 | – | 475,100 | – | 0.48% | – |
| GIG | New | GIGCAPITAL INC | $4,494,188,000 | – | 455,800 | – | 0.46% | – |
| GOOGL | New | ALPHABET INCcap stk cl a | $4,290,922,000 | – | 3,800 | – | 0.44% | – |
| PI | New | IMPINJ INC | $4,289,340,000 | – | 194,000 | – | 0.44% | – |
| EMR | New | EMERSON ELEC CO | $3,961,722,000 | – | 57,300 | – | 0.41% | – |
| FDX | New | FEDEX CORP | $3,814,608,000 | – | 16,800 | – | 0.39% | – |
| CVX | New | CHEVRON CORP NEW | $3,805,543,000 | – | 30,100 | – | 0.39% | – |
| CF | New | CF INDS HLDGS INC | $3,742,920,000 | – | 84,300 | – | 0.38% | – |
| HD | New | HOME DEPOT INC | $3,726,410,000 | – | 19,100 | – | 0.38% | – |
| TDAC | New | TRIDENT ACQUISITIONS CORP | $3,661,125,000 | – | 375,500 | – | 0.38% | – |
| New | CLEVELAND CLIFFS INCdbcv 1.500% 1/1 | $3,623,820,000 | – | 3,000,000 | – | 0.37% | – | |
| New | TRANSOCEAN INCdeb 0.500% 1/3 | $3,585,100,000 | – | 2,500,000 | – | 0.37% | – | |
| HUNTF | New | HUNTER MARITIME ACQUISITIONcl a | $3,463,296,000 | – | 350,536 | – | 0.36% | – |
| New | JAZZ INVESTMENTS I LTDnote 1.875% 8/1 | $3,377,706,000 | – | 3,102,000 | – | 0.35% | – | |
| COP | New | CONOCOPHILLIPS | $3,348,722,000 | – | 48,100 | – | 0.34% | – |
| STLR | New | STELLAR ACQUISITION III INC | $3,339,210,000 | – | 322,629 | – | 0.34% | – |
| MTCH | New | MATCH GROUP INC | $3,343,262,000 | – | 86,300 | – | 0.34% | – |
| IRWD | New | IRONWOOD PHARMACEUTICALS INC | $3,269,520,000 | – | 171,000 | – | 0.34% | – |
| TTD | New | THE TRADE DESK INC | $3,161,060,000 | – | 33,700 | – | 0.32% | – |
| SPOT | New | SPOTIFY TECHNOLOGY S A | $3,028,320,000 | – | 18,000 | – | 0.31% | – |
| GPT | New | GRAMERCY PPTY TR | $2,917,230,000 | – | 106,780 | – | 0.30% | – |
| New | ALLEGHENY TECHNOLOGIES INCnote 4.750% 7/0 | $2,845,650,000 | – | 1,500,000 | – | 0.29% | – | |
| TMCX | New | TRINITY MERGER CORP | $2,784,450,000 | – | 285,000 | – | 0.28% | – |
| ILMN | New | ILLUMINA INC | $2,709,113,000 | – | 9,700 | – | 0.28% | – |
| New | CYPRESS SEMICONDUCTOR CORPnote 4.500% 1/1 | $2,656,740,000 | – | 2,000,000 | – | 0.27% | – | |
| BRAC | New | BLACK RIDGE ACQUISITION CORP | $2,441,263,000 | – | 250,643 | – | 0.25% | – |
| LTN | New | UNION ACQUISITION CORP | $2,425,407,000 | – | 250,300 | – | 0.25% | – |
| AHPA | New | AVISTA HEALTHCARE PUB ACQ COcl a | $2,256,414,000 | – | 225,416 | – | 0.23% | – |
| SNAP | New | SNAP INCcl a | $2,196,502,000 | – | 167,800 | – | 0.22% | – |
| New | NUANCE COMMUNICATIONS INCdbcv 1.000%12/1 | $2,142,180,000 | – | 2,400,000 | – | 0.22% | – | |
| HCAC | New | HENNESSY CAP ACQUSTON CORP I | $1,992,000,000 | – | 200,000 | – | 0.20% | – |
| DOFSQ | New | DIAMOND OFFSHORE DRILLING IN | $1,818,992,000 | – | 87,200 | – | 0.19% | – |
| OKTA | New | OKTA INCcl a | $1,793,172,000 | – | 35,600 | – | 0.18% | – |
| SWK | New | STANLEY BLACK & DECKER INC | $1,766,373,000 | – | 13,300 | – | 0.18% | – |
| ROKU | New | ROKU INC | $1,738,896,000 | – | 40,800 | – | 0.18% | – |
| W | New | WAYFAIR INCcl a | $1,650,764,000 | – | 13,900 | – | 0.17% | – |
| GDXJ | New | VANECK VECTORS ETF TRjr gold miners e | $1,635,000,000 | – | 50,000 | – | 0.17% | – |
| WDC | New | WESTERN DIGITAL CORP | $1,617,869,000 | – | 20,900 | – | 0.17% | – |
| New | CHENIERE ENERGY INCnote 4.250% 3/1 | $1,582,052,000 | – | 2,000,000 | – | 0.16% | – | |
| BKNG | New | BOOKING HLDGS INC | $1,500,047,000 | – | 740 | – | 0.15% | – |
| ETSY | New | ETSY INC | $1,476,650,000 | – | 35,000 | – | 0.15% | – |
| CWAY | New | COASTWAY BANCORP INC | $1,385,000,000 | – | 50,000 | – | 0.14% | – |
| DISCA | New | DISCOVERY INC | $1,375,000,000 | – | 50,000 | – | 0.14% | – |
| GGP | New | GGP INC | $1,327,950,000 | – | 65,000 | – | 0.14% | – |
| PF | New | PINNACLE FOODS INC DEL | $1,301,200,000 | – | 20,000 | – | 0.13% | – |
| SEIC | New | SEI INVESTMENTS CO | $1,250,400,000 | – | 20,000 | – | 0.13% | – |
| LPT | New | LIBERTY PPTY TRsh ben int | $1,244,210,000 | – | 28,067 | – | 0.13% | – |
| DDD | New | 3-D SYS CORP DEL | $1,229,090,000 | – | 89,000 | – | 0.13% | – |
| MUDS | New | MUDRICK CAP ACQUISITION CORP | $1,203,366,000 | – | 125,090 | – | 0.12% | – |
| JKS | New | JINKOSOLAR HLDG CO LTDsponsored adr | $1,192,482,000 | – | 86,600 | – | 0.12% | – |
| NBRPRA | New | NABORS INDUSTRIES LTD6% pfd cnv sr a | $1,139,850,000 | – | 25,000 | – | 0.12% | – |
| FCEA | New | FOREST CITY RLTY TR INC | $1,135,459,000 | – | 49,779 | – | 0.12% | – |
| IRBT | New | IROBOT CORP | $1,075,934,000 | – | 14,200 | – | 0.11% | – |
| RGLD | New | ROYAL GOLD INC | $1,021,240,000 | – | 11,000 | – | 0.10% | – |
| ZNGA | New | ZYNGA INCcl a | $1,013,430,000 | – | 249,000 | – | 0.10% | – |
| SEP | New | SPECTRA ENERGY PARTNERS LP | $1,009,470,000 | – | 28,500 | – | 0.10% | – |
| GTYH | New | GTY TECHNOLOGY HOLDINGS INCcl a | $1,008,012,000 | – | 100,200 | – | 0.10% | – |
| LHC | New | LEO HOLDINGS CORP | $996,922,000 | – | 103,201 | – | 0.10% | – |
| SPLK | New | SPLUNK INC | $991,100,000 | – | 10,000 | – | 0.10% | – |
| SPWR | New | SUNPOWER CORP | $962,585,000 | – | 125,500 | – | 0.10% | – |
| New | BIOMARIN PHARMACEUTICAL INCnote 0.599% 8/0 | $969,342,000 | – | 950,000 | – | 0.10% | – | |
| SQ | New | SQUARE INCcl a | $924,600,000 | – | 15,000 | – | 0.10% | – |
| KRE | New | SPDR SERIES TRUSTs&p regl bkg | $921,100,000 | – | 15,100 | – | 0.09% | – |
| Z | New | ZILLOW GROUP INCcl c cap stk | $868,182,000 | – | 14,700 | – | 0.09% | – |
| XL | New | XL GROUP LTD | $839,250,000 | – | 15,000 | – | 0.09% | – |
| NXPI | New | NXP SEMICONDUCTORS N V | $764,890,000 | – | 7,000 | – | 0.08% | – |
| MDXG | New | MIMEDX GROUP INC | $748,908,000 | – | 117,200 | – | 0.08% | – |
| AET | New | AETNA INC NEW | $734,000,000 | – | 4,000 | – | 0.08% | – |
| DISH | New | DISH NETWORK CORPcl a | $715,893,000 | – | 21,300 | – | 0.07% | – |
| HAL | New | HALLIBURTON CO | $671,394,000 | – | 14,900 | – | 0.07% | – |
| TRXC | New | TRANSENTERIX INC | $610,400,000 | – | 140,000 | – | 0.06% | – |
| TEVA | New | TEVA PHARMACEUTICAL INDS LTDsponsored adr | $608,000,000 | – | 25,000 | – | 0.06% | – |
| New | ILLUMINA INCnote 6/1 | $585,660,000 | – | 500,000 | – | 0.06% | – | |
| WMT | New | WALMART INC | $573,855,000 | – | 6,700 | – | 0.06% | – |
| R | New | RYDER SYS INC | $538,950,000 | – | 7,500 | – | 0.06% | – |
| TRN | New | TRINITY INDS INC | $513,900,000 | – | 15,000 | – | 0.05% | – |
| INVH | New | INVITATION HOMES INC | $504,899,000 | – | 21,895 | – | 0.05% | – |
| WDAY | New | WORKDAY INCcl a | $496,592,000 | – | 4,100 | – | 0.05% | – |
| BPY | New | BROOKFIELD PPTY PARTNERS L Punit ltd partn | $475,500,000 | – | 25,000 | – | 0.05% | – |
| WATT | New | ENERGOUS CORP | $471,594,000 | – | 31,800 | – | 0.05% | – |
| TRUP | New | TRUPANION INC | $459,340,000 | – | 11,900 | – | 0.05% | – |
| HESPRA | New | HESS CORPdep pdf sr a | $422,102,000 | – | 5,619 | – | 0.04% | – |
| New | INSMED INCnote 1.750% 1/1 | $386,362,000 | – | 420,000 | – | 0.04% | – | |
| GPRO | New | GOPRO INCcl a | $378,028,000 | – | 58,700 | – | 0.04% | – |
| New | CITRIX SYS INCnote 0.500% 4/1 | $355,845,000 | – | 245,000 | – | 0.04% | – | |
| SHPG | New | SHIRE PLCsponsored adr | $337,600,000 | – | 2,000 | – | 0.04% | – |
| EEP | New | ENBRIDGE ENERGY PARTNERS L P | $273,250,000 | – | 25,000 | – | 0.03% | – |
| IONS | New | IONIS PHARMACEUTICALS INC | $262,521,000 | – | 6,300 | – | 0.03% | – |
| PCRX | New | PACIRA PHARMACEUTICALS INC | $256,400,000 | – | 8,000 | – | 0.03% | – |
| AFT | New | APOLLO SR FLOATING RATE FD I | $228,473,000 | – | 13,991 | – | 0.02% | – |
| FRA | New | BLACKROCK FLOAT RATE OME STR | $208,500,000 | – | 15,000 | – | 0.02% | – |
| STC | New | STEWART INFORMATION SVCS COR | $202,429,000 | – | 4,700 | – | 0.02% | – |
| SPKE | New | SPARK ENERGY INC | $196,648,000 | – | 20,169 | – | 0.02% | – |
| CVI | New | CVR ENERGY INC | $184,950,000 | – | 5,000 | – | 0.02% | – |
| ATUS | New | ALTICE USA INCcl a | $170,600,000 | – | 10,000 | – | 0.02% | – |
| DHXM | New | DHX MEDIA LTD | $157,500,000 | – | 75,000 | – | 0.02% | – |
| HTHT | New | HUAZHU GROUP LTDsponsored ads | $155,363,000 | – | 3,700 | – | 0.02% | – |
| DLTH | New | DULUTH HLDGS INC | $118,950,000 | – | 5,000 | – | 0.01% | – |
| RENN | New | RENREN INCspon adr a new | $116,831,000 | – | 47,300 | – | 0.01% | – |
| New | DISH NETWORK CORPnote 3.375% 8/1 | $96,470,000 | – | 100,000 | – | 0.01% | – | |
| SD | New | SANDRIDGE ENERGY INC | $88,700,000 | – | 5,000 | – | 0.01% | – |
| SLAB | New | SILICON LABORATORIES INC | $69,720,000 | – | 700 | – | 0.01% | – |
| ADVM | New | ADVERUM BIOTECHNOLOGIES INC | $45,050,000 | – | 8,500 | – | 0.01% | – |
| CNACR | New | CONSTELLATION ALPHA CAP CORPright 99/99/9999 | $21,084,000 | – | 50,200 | – | 0.00% | – |
| KBLMR | New | KBL MERGER CORP IVright 03/22/2019 | $17,500,000 | – | 50,000 | – | 0.00% | – |
| MMDMR | New | MODERN MEDIA ACQUISITIONright 99/99/9999 | $13,582,000 | – | 26,120 | – | 0.00% | – |
| TRXC | New | TRANSENTERIX INCput | $246,000 | – | 140,000 | – | 0.00% | – |
| CYHHZ | New | COMMUNITY HEALTH SYS INC NEWright 12/31/2019 | $4,400,000 | – | 400,000 | – | 0.00% | – |
| SPWR | New | SUNPOWER CORPput | $828,000 | – | 125,500 | – | 0.00% | – |
| SPWR | New | SUNPOWER CORPcall | $5,000 | – | 125,500 | – | 0.00% | – |
| DOFSQ | New | DIAMOND OFFSHORE DRILLING INput | $711,000 | – | 87,200 | – | 0.00% | – |
| SNAP | New | SNAP INCput | $1,988,000 | – | 167,800 | – | 0.00% | – |
| TRUP | New | TRUPANION INCput | $27,000 | – | 11,900 | – | 0.00% | – |
| CVI | New | CVR ENERGY INCput | $25,000 | – | 5,000 | – | 0.00% | – |
| SNAP | New | SNAP INCcall | $358,000 | – | 167,800 | – | 0.00% | – |
| DISCA | New | DISCOVERY INCcall | $55,000 | – | 50,000 | – | 0.00% | – |
| GDXJ | New | VANECK VECTORS ETF TRcall | $48,000 | – | 50,000 | – | 0.00% | – |
| ROKU | New | ROKU INCput | $251,000 | – | 40,800 | – | 0.00% | – |
| RENN | New | RENREN INCput | $251,000 | – | 47,300 | – | 0.00% | – |
| New | WEATHERFORD INTL LTDnote 5.875% 7/0 | $592,000 | – | 593 | – | 0.00% | – | |
| DLTH | New | DULUTH HLDGS INCput | $32,000 | – | 5,000 | – | 0.00% | – |
| WATT | New | ENERGOUS CORPput | $251,000 | – | 31,800 | – | 0.00% | – |
| MDXG | New | MIMEDX GROUP INCput | $2,485,000 | – | 117,200 | – | 0.00% | – |
| MDXG | New | MIMEDX GROUP INCcall | $26,000 | – | 117,200 | – | 0.00% | – |
| GPRO | New | GOPRO INCput | $251,000 | – | 58,700 | – | 0.00% | – |
| MTCH | New | MATCH GROUP INCput | $711,000 | – | 86,300 | – | 0.00% | – |
| BPY | New | BROOKFIELD PPTY PARTNERS L Pput | $304,000 | – | 25,000 | – | 0.00% | – |
| HMC | New | HONDA MOTOR LTD | $1,785,000 | – | 61 | – | 0.00% | – |
| AMZN | New | AMAZON COM INCput | $309,000 | – | 20,300 | – | 0.00% | – |
| JKS | New | JINKOSOLAR HLDG CO LTDput | $333,000 | – | 86,600 | – | 0.00% | – |
| JKS | New | JINKOSOLAR HLDG CO LTDcall | $8,000 | – | 86,600 | – | 0.00% | – |
| ATUS | New | ALTICE USA INCput | $40,000 | – | 10,000 | – | 0.00% | – |
| PI | New | IMPINJ INCput | $100,000 | – | 194,000 | – | 0.00% | – |
| QQQ | New | INVESCO QQQ TRcall | $2,858,000 | – | 948,452 | – | 0.00% | – |
| SPOT | New | SPOTIFY TECHNOLOGY S Aput | $85,000 | – | 18,000 | – | 0.00% | – |
| FXE | New | INVESCO CURRENCYSHARES EUROput | $108,000 | – | 150,000 | – | 0.00% | – |
| IRBT | New | IROBOT CORPput | $141,000 | – | 14,200 | – | 0.00% | – |
| DDD | New | 3-D SYS CORP DELcall | $30,000 | – | 89,000 | – | 0.00% | – |
| IQ | New | IQIYI INCput | $3,674,000 | – | 179,500 | – | 0.00% | – |
| DDD | New | 3-D SYS CORP DELput | $208,000 | – | 89,000 | – | 0.00% | – |
| TTD | New | THE TRADE DESK INCput | $4,000 | – | 33,700 | – | 0.00% | – |
Q4 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| CBI | Exit | CHICAGO BRIDGE & IRON CO N Vcall | $0 | – | -15,700 | – | 0.00% | – |
| ELF | Exit | E L F BEAUTY INCcall | $0 | – | -33,100 | – | 0.00% | – |
| CYHHZ | Exit | COMMUNITY HEALTH SYS INC NEWright 99/99/9999 | $0 | – | -400,000 | – | 0.00% | – |
| UA | Exit | UNDER ARMOUR INCcall | $0 | – | -108,900 | – | 0.00% | – |
| UBNT | Exit | UBIQUITI NETWORKS INCcall | $0 | – | -20,500 | – | 0.00% | – |
| WW | Exit | WEIGHT WATCHERS INTL INC NEWput | $0 | – | -32,600 | – | 0.00% | – |
| THC | Exit | TENET HEALTHCARE CORPcall | $0 | – | -83,500 | – | -0.00% | – |
| SEAS | Exit | SEAWORLD ENTMT INCput | $0 | – | -5,500 | – | -0.00% | – |
| Exit | VIPSHOP HLDGS LTDnote 1.500% 3/1 | $0 | – | -19,000 | – | -0.00% | – | |
| TWLO | Exit | TWILIO INCcall | $0 | – | -56,500 | – | -0.00% | – |
| GOOS | Exit | CANADA GOOSE HOLDINGS INCput | $0 | – | -24,500 | – | -0.00% | – |
| GPRO | Exit | GOPRO INCcall | $0 | – | -133,200 | – | -0.00% | – |
| DOFSQ | Exit | DIAMOND OFFSHORE DRILLING INcall | $0 | – | -43,900 | – | -0.00% | – |
| BOFI | Exit | BOFI HLDG INCput | $0 | – | -28,300 | – | -0.00% | – |
| AN | Exit | AUTONATION INCput | $0 | – | -65,800 | – | -0.00% | – |
| GNCIQ | Exit | GNC HLDGS INCput | $0 | – | -10,000 | – | -0.00% | – |
| Exit | CARDTRONICS INCnote 1.000%12/0 | $0 | – | -63,000 | – | -0.00% | – | |
| LSCC | Exit | LATTICE SEMICONDUCTOR CORP | $0 | – | -10,000 | – | -0.00% | – |
| FXE | Exit | CURRENCYSHARES EURO TRput | $0 | – | -183,200 | – | -0.00% | – |
| SEAS | Exit | SEAWORLD ENTMT INC | $0 | – | -5,500 | – | -0.00% | – |
| VRX | Exit | VALEANT PHARMACEUTICALS INTLput | $0 | – | -118,700 | – | -0.00% | – |
| CBI | Exit | CHICAGO BRIDGE & IRON CO N Vput | $0 | – | -15,700 | – | -0.00% | – |
| RH | Exit | RHcall | $0 | – | -37,000 | – | -0.01% | – |
| GNCIQ | Exit | GNC HLDGS INC | $0 | – | -10,000 | – | -0.01% | – |
| SNAP | Exit | SNAP INCcall | $0 | – | -380,800 | – | -0.01% | – |
| IAMXU | Exit | I AM CAP ACQUISITION COunit 08/15/2022 | $0 | – | -12,041 | – | -0.01% | – |
| WW | Exit | WEIGHT WATCHERS INTL INC NEWcall | $0 | – | -32,600 | – | -0.01% | – |
| DYN | Exit | DYNEGY INC NEW DEL | $0 | – | -15,500 | – | -0.01% | – |
| SA | Exit | SEABRIDGE GOLD INCput | $0 | – | -31,100 | – | -0.01% | – |
| UBNT | Exit | UBIQUITI NETWORKS INCput | $0 | – | -20,500 | – | -0.01% | – |
| CMCM | Exit | CHEETAH MOBILE INCput | $0 | – | -35,500 | – | -0.01% | – |
| NTNX | Exit | NUTANIX INCput | $0 | – | -65,600 | – | -0.01% | – |
| HCRSQ | Exit | HI-CRUSH PARTNERS LP | $0 | – | -24,000 | – | -0.01% | – |
| HCAC | Exit | HENNESSY CAP ACQUSTON CORP I | $0 | – | -25,000 | – | -0.01% | – |
| JWN | Exit | NORDSTROM INCput | $0 | – | -55,000 | – | -0.01% | – |
| TPGHU | Exit | TPG PACE HLDGS CORPunit 99/99/9999 | $0 | – | -25,000 | – | -0.01% | – |
| GTYHU | Exit | GTY TECHNOLOGY HOLDINGS INCunit 99/99/9999 | $0 | – | -25,000 | – | -0.01% | – |
| CBI | Exit | CHICAGO BRIDGE & IRON CO N V | $0 | – | -15,700 | – | -0.01% | – |
| AMC | Exit | AMC ENTMT HLDGS INCput | $0 | – | -88,000 | – | -0.02% | – |
| FEYE | Exit | FIREEYE INCput | $0 | – | -138,200 | – | -0.02% | – |
| PCRX | Exit | PACIRA PHARMACEUTICALS INC | $0 | – | -7,700 | – | -0.02% | – |
| CFCO | Exit | CF CORP | $0 | – | -27,000 | – | -0.02% | – |
| BRCD | Exit | BROCADE COMMUNICATIONS SYS I | $0 | – | -25,000 | – | -0.02% | – |
| CMCM | Exit | CHEETAH MOBILE INCadr | $0 | – | -35,500 | – | -0.02% | – |
| HTZGQ | Exit | HERTZ GLOBAL HLDGS INCput | $0 | – | -146,500 | – | -0.02% | – |
| AABA | Exit | ALTABA INC | $0 | – | -5,000 | – | -0.02% | – |
| XONE | Exit | EXONE COput | $0 | – | -80,000 | – | -0.02% | – |
| SRUN | Exit | SILVER RUN ACQUISITION | $0 | – | -35,000 | – | -0.02% | – |
| WNRL | Exit | WESTERN REFNG LOGISTICS LP | $0 | – | -13,539 | – | -0.02% | – |
| GE | Exit | GENERAL ELECTRIC CO | $0 | – | -15,307 | – | -0.02% | – |
| ELF | Exit | E L F BEAUTY INCput | $0 | – | -33,100 | – | -0.02% | – |
| SA | Exit | SEABRIDGE GOLD INC | $0 | – | -31,100 | – | -0.02% | – |
| TPGEU | Exit | TPG PACE ENERGY HLDGS CORPunit 99/99/9999 | $0 | – | -40,000 | – | -0.02% | – |
| OSPRU | Exit | OSPREY ENERGY ACQUISITION COunit 07/21/2022 | $0 | – | -45,158 | – | -0.02% | – |
| ESV | Exit | ENSCO PLC | $0 | – | -78,200 | – | -0.02% | – |
| FMSA | Exit | FAIRMOUNT SANTROL HLDGS INC | $0 | – | -100,038 | – | -0.02% | – |
| OKSB | Exit | SOUTHWEST BANCORP INC OKLA | $0 | – | -17,749 | – | -0.02% | – |
| GOOS | Exit | CANADA GOOSE HOLDINGS INC | $0 | – | -24,500 | – | -0.03% | – |
| HCACU | Exit | HENNESSY CAP ACQUSTON CORP Iunit 06/15/2024 | $0 | – | -50,000 | – | -0.03% | – |
| CRRTQ | Exit | CARBO CERAMICS INCput | $0 | – | -80,900 | – | -0.03% | – |
| TSU | Exit | TIM PARTICIPACOES S Asponsored adr | $0 | – | -29,100 | – | -0.03% | – |
| CSCO | Exit | CISCO SYS INC | $0 | – | -15,307 | – | -0.03% | – |
| DOFSQ | Exit | DIAMOND OFFSHORE DRILLING INput | $0 | – | -43,900 | – | -0.03% | – |
| PFE | Exit | PFIZER INC | $0 | – | -15,307 | – | -0.03% | – |
| EC | Exit | ECOPETROL S Asponsored ads | $0 | – | -59,300 | – | -0.03% | – |
| GSHT | Exit | GORES HLDGS II INC | $0 | – | -56,585 | – | -0.03% | – |
| FSLR | Exit | FIRST SOLAR INCput | $0 | – | -136,400 | – | -0.03% | – |
| INTC | Exit | INTEL CORP | $0 | – | -15,307 | – | -0.03% | – |
| MON | Exit | MONSANTO CO NEW | $0 | – | -5,000 | – | -0.03% | – |
| DOFSQ | Exit | DIAMOND OFFSHORE DRILLING IN | $0 | – | -43,900 | – | -0.03% | – |
| RGLD | Exit | ROYAL GOLD INC | $0 | – | -7,500 | – | -0.03% | – |
| FMX | Exit | FOMENTO ECONOMICO MEXICANO Sspon adr units | $0 | – | -6,900 | – | -0.03% | – |
| CRRTQ | Exit | CARBO CERAMICS INC | $0 | – | -80,900 | – | -0.04% | – |
| TMUS | Exit | T MOBILE US INC | $0 | – | -11,373 | – | -0.04% | – |
| KO | Exit | COCA COLA CO | $0 | – | -15,307 | – | -0.04% | – |
| Exit | INTEL CORPsdcv 3.250% 8/0 | $0 | – | -395,000 | – | -0.04% | – | |
| CPN | Exit | CALPINE CORP | $0 | – | -50,000 | – | -0.04% | – |
| ELF | Exit | E L F BEAUTY INC | $0 | – | -33,100 | – | -0.04% | – |
| EAGL | Exit | DOUBLE EAGLE ACQUISITION COR | $0 | – | -75,000 | – | -0.04% | – |
| CICU | Exit | CAPITOL INVT CORP IVunit 99/99/9999 | $0 | – | -74,300 | – | -0.04% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -15,307 | – | -0.04% | – |
| NKE | Exit | NIKE INCcl b | $0 | – | -15,307 | – | -0.04% | – |
| BOFI | Exit | BOFI HLDG INC | $0 | – | -28,300 | – | -0.04% | – |
| Exit | DEPOMED INCnote 2.500% 9/0 | $0 | – | -1,200,000 | – | -0.05% | – | |
| XONE | Exit | EXONE CO | $0 | – | -80,000 | – | -0.05% | – |
| THC | Exit | TENET HEALTHCARE CORPput | $0 | – | -83,500 | – | -0.05% | – |
| RICE | Exit | RICE ENERGY INC | $0 | – | -32,753 | – | -0.05% | – |
| RDFN | Exit | REDFIN CORPput | $0 | – | -87,000 | – | -0.05% | – |
| Exit | PANDORA MEDIA INCnote 1.750%12/0 | $0 | – | -1,033,000 | – | -0.05% | – | |
| MRK | Exit | MERCK & CO INC | $0 | – | -15,307 | – | -0.05% | – |
| QQQ | Exit | POWERSHARES QQQ TRUSTcall | $0 | – | -4,117,529 | – | -0.05% | – |
| GPAC | Exit | GLOBAL PARTNER ACQUISITION C | $0 | – | -104,381 | – | -0.05% | – |
| TSN | Exit | TYSON FOODS INCcl a | $0 | – | -15,000 | – | -0.06% | – |
| DWDP | Exit | DOWDUPONT INC | $0 | – | -15,307 | – | -0.06% | – |
| WVE | Exit | WAVE LIFE SCIENCES LTD | $0 | – | -50,000 | – | -0.06% | – |
| FIT | Exit | FITBIT INCcl a | $0 | – | -158,000 | – | -0.06% | – |
| RHT | Exit | RED HAT INC | $0 | – | -10,200 | – | -0.06% | – |
| UBNT | Exit | UBIQUITI NETWORKS INC | $0 | – | -20,500 | – | -0.06% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -15,307 | – | -0.06% | – |
| SQ | Exit | SQUARE INCcl a | $0 | – | -40,000 | – | -0.06% | – |
| STL | Exit | STERLING BANCORP DEL | $0 | – | -46,828 | – | -0.06% | – |
| RH | Exit | RHput | $0 | – | -37,000 | – | -0.06% | – |
| GPRO | Exit | GOPRO INCput | $0 | – | -133,200 | – | -0.06% | – |
| FIG | Exit | FORTRESS INVESTMENT GROUP LLcl a | $0 | – | -150,000 | – | -0.06% | – |
| WMT | Exit | WAL-MART STORES INC | $0 | – | -15,307 | – | -0.06% | – |
| SEIC | Exit | SEI INVESTMENTS CO | $0 | – | -20,000 | – | -0.06% | – |
| FSACU | Exit | FEDERAL STR ACQUISITION CORPunit 99/99/9999 | $0 | – | -117,798 | – | -0.06% | – |
| SPWR | Exit | SUNPOWER CORP | $0 | – | -171,100 | – | -0.06% | – |
| XOM | Exit | EXXON MOBIL CORP | $0 | – | -15,307 | – | -0.06% | – |
| PBNC | Exit | PARAGON COML CORP | $0 | – | -22,630 | – | -0.07% | – |
| AMC | Exit | AMC ENTMT HLDGS INC | $0 | – | -88,000 | – | -0.07% | – |
| RATE | Exit | BANKRATE INC DEL | $0 | – | -94,640 | – | -0.07% | – |
| OA | Exit | ORBITAL ATK INC | $0 | – | -10,000 | – | -0.07% | – |
| TWLO | Exit | TWILIO INCput | $0 | – | -56,500 | – | -0.07% | – |
| Exit | CTRIP COM INTL LTDnote 1.250%10/1 | $0 | – | -1,000,000 | – | -0.07% | – | |
| THC | Exit | TENET HEALTHCARE CORP | $0 | – | -83,500 | – | -0.07% | – |
| AXP | Exit | AMERICAN EXPRESS CO | $0 | – | -15,307 | – | -0.07% | – |
| PG | Exit | PROCTER AND GAMBLE CO | $0 | – | -15,307 | – | -0.07% | – |
| ON | Exit | ON SEMICONDUCTOR CORP | $0 | – | -75,000 | – | -0.07% | – |
| KRE | Exit | SPDR SERIES TRUSTs&p regl bkg | $0 | – | -25,000 | – | -0.07% | – |
| NXPI | Exit | NXP SEMICONDUCTORS N V | $0 | – | -12,500 | – | -0.07% | – |
| WW | Exit | WEIGHT WATCHERS INTL INC NEW | $0 | – | -32,600 | – | -0.07% | – |
| UAA | Exit | UNDER ARMOUR INCcl a | $0 | – | -87,900 | – | -0.08% | – |
| NTNX | Exit | NUTANIX INCcl a | $0 | – | -65,600 | – | -0.08% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -15,307 | – | -0.08% | – |
| GPRO | Exit | GOPRO INCcl a | $0 | – | -133,200 | – | -0.08% | – |
| DDD | Exit | 3-D SYS CORP DELput | $0 | – | -177,200 | – | -0.08% | – |
| DIS | Exit | DISNEY WALT CO | $0 | – | -15,307 | – | -0.08% | – |
| SPWR | Exit | SUNPOWER CORPput | $0 | – | -171,100 | – | -0.08% | – |
| UA | Exit | UNDER ARMOUR INCcl c | $0 | – | -108,900 | – | -0.08% | – |
| TER | Exit | TERADYNE INC | $0 | – | -44,900 | – | -0.09% | – |
| TWLO | Exit | TWILIO INCcl a | $0 | – | -56,500 | – | -0.09% | – |
| WRLS | Exit | PENSARE ACQUISITION CORP | $0 | – | -176,600 | – | -0.09% | – |
| VRX | Exit | VALEANT PHARMACEUTICALS INTL | $0 | – | -118,700 | – | -0.09% | – |
| UTX | Exit | UNITED TECHNOLOGIES CORP | $0 | – | -15,307 | – | -0.09% | – |
| ZNGA | Exit | ZYNGA INCcl a | $0 | – | -469,000 | – | -0.09% | – |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -15,307 | – | -0.09% | – |
| FIT | Exit | FITBIT INCput | $0 | – | -158,000 | – | -0.09% | – |
| TRV | Exit | TRAVELERS COMPANIES INC | $0 | – | -15,307 | – | -0.10% | – |
| CY | Exit | CYPRESS SEMICONDUCTOR CORP | $0 | – | -125,000 | – | -0.10% | – |
| CAT | Exit | CATERPILLAR INC DEL | $0 | – | -15,307 | – | -0.10% | – |
| BLVD | Exit | BOULEVARD ACQUISITIONcl a | $0 | – | -194,533 | – | -0.10% | – |
| YELP | Exit | YELP INCcl a | $0 | – | -45,000 | – | -0.10% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -15,307 | – | -0.10% | – |
| RDFN | Exit | REDFIN CORP | $0 | – | -87,000 | – | -0.11% | – |
| Exit | TESLA INCnote 0.250% 3/0 | $0 | – | -2,000,000 | – | -0.11% | – | |
| IBM | Exit | INTERNATIONAL BUSINESS MACHS | $0 | – | -15,307 | – | -0.12% | – |
| FEYE | Exit | FIREEYE INC | $0 | – | -138,200 | – | -0.12% | – |
| AAPL | Exit | APPLE INC | $0 | – | -15,307 | – | -0.12% | – |
| DDD | Exit | 3-D SYS CORP DEL | $0 | – | -177,200 | – | -0.12% | – |
| MCD | Exit | MCDONALDS CORP | $0 | – | -15,307 | – | -0.12% | – |
| ARCX | Exit | ARC LOGISTICS PARTNERS LP | $0 | – | -145,472 | – | -0.12% | – |
| Exit | TESLA INCnote 2.375% 3/1 | $0 | – | -2,000,000 | – | -0.13% | – | |
| LUMN | Exit | CENTURYLINK INC | $0 | – | -129,890 | – | -0.13% | – |
| PBR | Exit | PETROLEO BRASILEIRO SA PETROsponsored adr | $0 | – | -247,900 | – | -0.13% | – |
| JWN | Exit | NORDSTROM INC | $0 | – | -55,000 | – | -0.13% | – |
| RH | Exit | RH | $0 | – | -37,000 | – | -0.13% | – |
| SRCLP | Exit | STERICYCLE INCdep pfd a 1/10 | $0 | – | -48,639 | – | -0.15% | – |
| UNH | Exit | UNITEDHEALTH GROUP INC | $0 | – | -15,307 | – | -0.16% | – |
| L100PS | Exit | ARCONIC INC | $0 | – | -123,000 | – | -0.16% | – |
| BKMU | Exit | BANK MUTUAL CORP NEW | $0 | – | -304,050 | – | -0.16% | – |
| AN | Exit | AUTONATION INC | $0 | – | -65,800 | – | -0.16% | – |
| MMM | Exit | 3M CO | $0 | – | -15,307 | – | -0.17% | – |
| HTZGQ | Exit | HERTZ GLOBAL HLDGS INC | $0 | – | -146,500 | – | -0.17% | – |
| HD | Exit | HOME DEPOT INC | $0 | – | -21,507 | – | -0.18% | – |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -15,307 | – | -0.19% | – |
| SO | Exit | SOUTHERN CO | $0 | – | -75,000 | – | -0.19% | – |
| UA | Exit | UNDER ARMOUR INCput | $0 | – | -108,900 | – | -0.20% | – |
| BA | Exit | BOEING CO | $0 | – | -15,307 | – | -0.20% | – |
| Exit | TESLA INCnote 1.250% 3/0 | $0 | – | -3,500,000 | – | -0.20% | – | |
| Exit | MERCADOLIBRE INCnote 2.250% 7/0 | $0 | – | -2,000,000 | – | -0.22% | – | |
| CBF | Exit | CAPITAL BK FINL CORP | $0 | – | -103,720 | – | -0.22% | – |
| Exit | TWITTER INCnote 0.250% 9/1 | $0 | – | -4,500,000 | – | -0.22% | – | |
| Exit | SERVICENOW INCnote 11/0 | $0 | – | -2,800,000 | – | -0.23% | – | |
| XME | Exit | SPDR SERIES TRUSTs&p metals mng | $0 | – | -141,300 | – | -0.24% | – |
| FPO | Exit | FIRST POTOMAC RLTY TR | $0 | – | -418,964 | – | -0.24% | – |
| EXA | Exit | EXA CORP | $0 | – | -193,666 | – | -0.24% | – |
| Exit | CYPRESS SEMICONDUCTOR CORPnote 4.500% 1/1 | $0 | – | -3,930,000 | – | -0.26% | – | |
| ELEC | Exit | ELECTRUM SPL ACQUISITION COR | $0 | – | -505,000 | – | -0.27% | – |
| V | Exit | VISA INC | $0 | – | -50,307 | – | -0.27% | – |
| SWK | Exit | STANLEY BLACK & DECKER INC | $0 | – | -35,500 | – | -0.28% | – |
| SNAP | Exit | SNAP INCcl a | $0 | – | -380,800 | – | -0.29% | – |
| SNAP | Exit | SNAP INCput | $0 | – | -380,800 | – | -0.29% | – |
| Exit | CEMEX SAB DE CVnote 3.750% 3/1 | $0 | – | -5,000,000 | – | -0.30% | – | |
| VWR | Exit | VWR CORP | $0 | – | -175,000 | – | -0.30% | – |
| SMH | Exit | VANECK VECTORS ETF TRsemiconductor et | $0 | – | -65,900 | – | -0.32% | – |
| FSLR | Exit | FIRST SOLAR INC | $0 | – | -136,400 | – | -0.32% | – |
| Exit | INTERDIGITAL INCnote 1.500% 3/0 | $0 | – | -5,654,000 | – | -0.34% | – | |
| Exit | SALESFORCE COM INCnote 0.250% 4/0 | $0 | – | -4,984,000 | – | -0.36% | – | |
| Exit | STARWOOD PPTY TR INCnote 4.550% 3/0 | $0 | – | -6,716,000 | – | -0.37% | – | |
| NFLX | Exit | NETFLIX INC | $0 | – | -54,000 | – | -0.51% | – |
| Exit | MICROCHIP TECHNOLOGY INCnote 1.625% 2/1 | $0 | – | -7,261,000 | – | -0.66% | – | |
| Exit | MICRON TECHNOLOGY INCnote 2.125% 2/1 | $0 | – | -4,000,000 | – | -0.75% | – | |
| Exit | PALO ALTO NETWORKS INCnote 7/0 | $0 | – | -10,916,000 | – | -0.78% | – | |
| WELLPRI | Exit | WELLTOWER INC6.50% pfd prepet | $0 | – | -250,000 | – | -0.82% | – |
| GDX | Exit | VANECK VECTORS ETF TRgold miners etf | $0 | – | -750,000 | – | -0.89% | – |
| PRXL | Exit | PAREXEL INTL CORP | $0 | – | -200,000 | – | -0.91% | – |
| FXE | Exit | CURRENCYSHARES EURO TR | $0 | – | -183,200 | – | -1.08% | – |
| Exit | INTEL CORPsdcv 2.950%12/1 | $0 | – | -30,077,000 | – | -2.21% | – | |
| DIA | Exit | SPDR DOW JONES INDL AVRG ETFut ser 1 | $0 | – | -1,666,932 | – | -19.28% | – |
| SPY | Exit | SPDR S&P 500 ETF TRtr unit | $0 | – | -2,002,964 | – | -26.00% | – |
| QQQ | Exit | POWERSHARES QQQ TRUSTunit ser 1 | $0 | – | -4,117,529 | – | -30.95% | – |
Q3 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| QQQ | Sell | POWERSHARES QQQ TRUSTunit ser 1 | $599,202,000 | -12.8% | 4,117,529 | -17.7% | 30.95% | -11.9% |
| SPY | Sell | SPDR S&P 500 ETF TRtr unit | $503,328,000 | -30.8% | 2,002,964 | -33.4% | 26.00% | -30.0% |
| DIA | Buy | SPDR DOW JONES INDL AVRG ETFut ser 1 | $373,164,000 | +251.4% | 1,666,932 | +234.7% | 19.28% | +255.2% |
| Buy | INTEL CORPsdcv 2.950%12/1 | $42,851,000 | +23.0% | 30,077,000 | +12.8% | 2.21% | +24.3% | |
| FXE | Sell | CURRENCYSHARES EURO TR | $20,903,000 | -41.8% | 183,200 | -43.6% | 1.08% | -41.2% |
| PRXL | New | PAREXEL INTL CORP | $17,616,000 | – | 200,000 | – | 0.91% | – |
| GDX | New | VANECK VECTORS ETF TRgold miners etf | $17,220,000 | – | 750,000 | – | 0.89% | – |
| WELLPRI | Buy | WELLTOWER INC6.50% pfd prepet | $15,810,000 | +77.0% | 250,000 | +85.2% | 0.82% | +78.8% |
| Buy | PALO ALTO NETWORKS INCnote 7/0 | $15,059,000 | +44.9% | 10,916,000 | +37.9% | 0.78% | +46.5% | |
| Buy | MICRON TECHNOLOGY INCnote 2.125% 2/1 | $14,454,000 | +34.6% | 4,000,000 | +2.3% | 0.75% | +36.1% | |
| Buy | MICROCHIP TECHNOLOGY INCnote 1.625% 2/1 | $12,724,000 | +36.9% | 7,261,000 | +17.1% | 0.66% | +38.3% | |
| NFLX | New | NETFLIX INC | $9,793,000 | – | 54,000 | – | 0.51% | – |
| Buy | STARWOOD PPTY TR INCnote 4.550% 3/0 | $7,098,000 | +3.9% | 6,716,000 | +6.4% | 0.37% | +5.2% | |
| Sell | INTERDIGITAL INCnote 1.500% 3/0 | $6,643,000 | -38.5% | 5,654,000 | -36.5% | 0.34% | -37.9% | |
| FSLR | Sell | FIRST SOLAR INC | $6,258,000 | +6.8% | 136,400 | -7.1% | 0.32% | +8.0% |
| SMH | New | VANECK VECTORS ETF TRsemiconductor et | $6,150,000 | – | 65,900 | – | 0.32% | – |
| VWR | Buy | VWR CORP | $5,794,000 | +251.2% | 175,000 | +250.0% | 0.30% | +256.0% |
| SNAP | Buy | SNAP INCput | $5,534,000 | -17.1% | 380,800 | +407.7% | 0.29% | -16.1% |
| SNAP | Buy | SNAP INCcl a | $5,537,000 | +315.4% | 380,800 | +407.7% | 0.29% | +320.6% |
| SWK | Sell | STANLEY BLACK & DECKER INC | $5,359,000 | -13.7% | 35,500 | -19.6% | 0.28% | -12.9% |
| V | New | VISA INC | $5,294,000 | – | 50,307 | – | 0.27% | – |
| ELEC | Buy | ELECTRUM SPL ACQUISITION COR | $5,141,000 | +152.9% | 505,000 | +150.6% | 0.27% | +155.8% |
| New | CYPRESS SEMICONDUCTOR CORPnote 4.500% 1/1 | $5,139,000 | – | 3,930,000 | – | 0.26% | – | |
| EXA | New | EXA CORP | $4,683,000 | – | 193,666 | – | 0.24% | – |
| FPO | New | FIRST POTOMAC RLTY TR | $4,667,000 | – | 418,964 | – | 0.24% | – |
| XME | New | SPDR SERIES TRUSTs&p metals mng | $4,547,000 | – | 141,300 | – | 0.24% | – |
| Buy | SERVICENOW INCnote 11/0 | $4,497,000 | +18.1% | 2,800,000 | +7.7% | 0.23% | +19.0% | |
| New | TWITTER INCnote 0.250% 9/1 | $4,264,000 | – | 4,500,000 | – | 0.22% | – | |
| CBF | New | CAPITAL BK FINL CORP | $4,258,000 | – | 103,720 | – | 0.22% | – |
| New | MERCADOLIBRE INCnote 2.250% 7/0 | $4,190,000 | – | 2,000,000 | – | 0.22% | – | |
| Buy | TESLA INCnote 1.250% 3/0 | $3,947,000 | +70.6% | 3,500,000 | +75.0% | 0.20% | +72.9% | |
| BA | New | BOEING CO | $3,891,000 | – | 15,307 | – | 0.20% | – |
| UA | New | UNDER ARMOUR INCput | $3,803,000 | – | 108,900 | – | 0.20% | – |
| SO | New | SOUTHERN CO | $3,686,000 | – | 75,000 | – | 0.19% | – |
| GS | New | GOLDMAN SACHS GROUP INC | $3,631,000 | – | 15,307 | – | 0.19% | – |
| HD | New | HOME DEPOT INC | $3,518,000 | – | 21,507 | – | 0.18% | – |
| HTZGQ | Buy | HERTZ GLOBAL HLDGS INC | $3,276,000 | +526.4% | 146,500 | +222.0% | 0.17% | +525.9% |
| MMM | New | 3M CO | $3,213,000 | – | 15,307 | – | 0.17% | – |
| AN | New | AUTONATION INC | $3,123,000 | – | 65,800 | – | 0.16% | – |
| BKMU | New | BANK MUTUAL CORP NEW | $3,086,000 | – | 304,050 | – | 0.16% | – |
| L100PS | New | ARCONIC INC | $3,060,000 | – | 123,000 | – | 0.16% | – |
| UNH | New | UNITEDHEALTH GROUP INC | $2,998,000 | – | 15,307 | – | 0.16% | – |
| SRCLP | New | STERICYCLE INCdep pfd a 1/10 | $2,832,000 | – | 48,639 | – | 0.15% | – |
| JWN | Sell | NORDSTROM INC | $2,593,000 | -30.9% | 55,000 | -29.9% | 0.13% | -30.2% |
| RH | Sell | RH | $2,602,000 | -19.3% | 37,000 | -26.0% | 0.13% | -18.8% |
| PBR | Sell | PETROLEO BRASILEIRO SA PETROsponsored adr | $2,489,000 | +25.3% | 247,900 | -0.3% | 0.13% | +26.5% |
| Sell | TESLA INCnote 2.375% 3/1 | $2,459,000 | -59.2% | 2,000,000 | -58.4% | 0.13% | -58.8% | |
| LUMN | New | CENTURYLINK INC | $2,455,000 | – | 129,890 | – | 0.13% | – |
| ARCX | New | ARC LOGISTICS PARTNERS LP | $2,429,000 | – | 145,472 | – | 0.12% | – |
| MCD | New | MCDONALDS CORP | $2,398,000 | – | 15,307 | – | 0.12% | – |
| DDD | Sell | 3-D SYS CORP DEL | $2,373,000 | -54.2% | 177,200 | -36.1% | 0.12% | -53.6% |
| AAPL | New | APPLE INC | $2,359,000 | – | 15,307 | – | 0.12% | – |
| IBM | New | INTERNATIONAL BUSINESS MACHS | $2,221,000 | – | 15,307 | – | 0.12% | – |
| New | TESLA INCnote 0.250% 3/0 | $2,200,000 | – | 2,000,000 | – | 0.11% | – | |
| RDFN | New | REDFIN CORP | $2,183,000 | – | 87,000 | – | 0.11% | – |
| JNJ | New | JOHNSON & JOHNSON | $1,990,000 | – | 15,307 | – | 0.10% | – |
| YELP | Buy | YELP INCcl a | $1,948,000 | +85.3% | 45,000 | +28.6% | 0.10% | +87.0% |
| BLVD | Sell | BOULEVARD ACQUISITIONcl a | $1,941,000 | -3.2% | 194,533 | -2.8% | 0.10% | -2.9% |
| CAT | New | CATERPILLAR INC DEL | $1,909,000 | – | 15,307 | – | 0.10% | – |
| TRV | New | TRAVELERS COMPANIES INC | $1,875,000 | – | 15,307 | – | 0.10% | – |
| CY | New | CYPRESS SEMICONDUCTOR CORP | $1,878,000 | – | 125,000 | – | 0.10% | – |
| CVX | New | CHEVRON CORP NEW | $1,799,000 | – | 15,307 | – | 0.09% | – |
| ZNGA | Buy | ZYNGA INCcl a | $1,773,000 | +62.8% | 469,000 | +56.7% | 0.09% | +64.3% |
| UTX | New | UNITED TECHNOLOGIES CORP | $1,777,000 | – | 15,307 | – | 0.09% | – |
| WRLS | New | PENSARE ACQUISITION CORP | $1,711,000 | – | 176,600 | – | 0.09% | – |
| VRX | Sell | VALEANT PHARMACEUTICALS INTL | $1,701,000 | -40.8% | 118,700 | -28.6% | 0.09% | -40.1% |
| TWLO | Sell | TWILIO INCcl a | $1,687,000 | +1.7% | 56,500 | -0.9% | 0.09% | +2.4% |
| TER | New | TERADYNE INC | $1,674,000 | – | 44,900 | – | 0.09% | – |
| UA | New | UNDER ARMOUR INCcl c | $1,636,000 | – | 108,900 | – | 0.08% | – |
| SPWR | Buy | SUNPOWER CORPput | $1,524,000 | +17.2% | 171,100 | +0.5% | 0.08% | +19.7% |
| DIS | New | DISNEY WALT CO | $1,509,000 | – | 15,307 | – | 0.08% | – |
| DDD | Sell | 3-D SYS CORP DELput | $1,497,000 | -25.2% | 177,200 | -36.1% | 0.08% | -24.5% |
| JPM | New | JPMORGAN CHASE & CO | $1,462,000 | – | 15,307 | – | 0.08% | – |
| GPRO | Sell | GOPRO INCcl a | $1,467,000 | +10.1% | 133,200 | -18.7% | 0.08% | +11.8% |
| UAA | Sell | UNDER ARMOUR INCcl a | $1,449,000 | -37.7% | 87,900 | -17.8% | 0.08% | -37.0% |
| WW | Sell | WEIGHT WATCHERS INTL INC NEW | $1,420,000 | -48.4% | 32,600 | -60.4% | 0.07% | -48.2% |
| KRE | New | SPDR SERIES TRUSTs&p regl bkg | $1,419,000 | – | 25,000 | – | 0.07% | – |
| NXPI | Buy | NXP SEMICONDUCTORS N V | $1,414,000 | +29.3% | 12,500 | +25.0% | 0.07% | +30.4% |
| ON | New | ON SEMICONDUCTOR CORP | $1,385,000 | – | 75,000 | – | 0.07% | – |
| AXP | New | AMERICAN EXPRESS CO | $1,385,000 | – | 15,307 | – | 0.07% | – |
| PG | New | PROCTER AND GAMBLE CO | $1,393,000 | – | 15,307 | – | 0.07% | – |
| THC | New | TENET HEALTHCARE CORP | $1,372,000 | – | 83,500 | – | 0.07% | – |
| New | CTRIP COM INTL LTDnote 1.250%10/1 | $1,383,000 | – | 1,000,000 | – | 0.07% | – | |
| TWLO | Sell | TWILIO INCput | $1,362,000 | -7.7% | 56,500 | -0.9% | 0.07% | -6.7% |
| OA | New | ORBITAL ATK INC | $1,332,000 | – | 10,000 | – | 0.07% | – |
| RATE | New | BANKRATE INC DEL | $1,320,000 | – | 94,640 | – | 0.07% | – |
| AMC | New | AMC ENTMT HLDGS INC | $1,294,000 | – | 88,000 | – | 0.07% | – |
| PBNC | New | PARAGON COML CORP | $1,278,000 | – | 22,630 | – | 0.07% | – |
| XOM | New | EXXON MOBIL CORP | $1,255,000 | – | 15,307 | – | 0.06% | – |
| SPWR | Buy | SUNPOWER CORP | $1,247,000 | -21.6% | 171,100 | +0.5% | 0.06% | -21.0% |
| SEIC | New | SEI INVESTMENTS CO | $1,221,000 | – | 20,000 | – | 0.06% | – |
| FSACU | New | FEDERAL STR ACQUISITION CORPunit 99/99/9999 | $1,213,000 | – | 117,798 | – | 0.06% | – |
| WMT | New | WAL-MART STORES INC | $1,196,000 | – | 15,307 | – | 0.06% | – |
| FIG | Sell | FORTRESS INVESTMENT GROUP LLcl a | $1,196,000 | -25.2% | 150,000 | -25.0% | 0.06% | -24.4% |
| RH | Sell | RHput | $1,173,000 | +1134.7% | 37,000 | -26.0% | 0.06% | +1120.0% |
| GPRO | Sell | GOPRO INCput | $1,184,000 | -26.9% | 133,200 | -18.7% | 0.06% | -26.5% |
| STL | New | STERLING BANCORP DEL | $1,154,000 | – | 46,828 | – | 0.06% | – |
| SQ | Buy | SQUARE INCcl a | $1,152,000 | +180.3% | 40,000 | +128.6% | 0.06% | +185.7% |
| MSFT | New | MICROSOFT CORP | $1,140,000 | – | 15,307 | – | 0.06% | – |
| UBNT | Sell | UBIQUITI NETWORKS INC | $1,148,000 | -75.9% | 20,500 | -77.7% | 0.06% | -75.8% |
| RHT | Sell | RED HAT INC | $1,131,000 | -49.0% | 10,200 | -56.0% | 0.06% | -48.7% |
| WVE | New | WAVE LIFE SCIENCES LTD | $1,088,000 | – | 50,000 | – | 0.06% | – |
| TSN | New | TYSON FOODS INCcl a | $1,057,000 | – | 15,000 | – | 0.06% | – |
| DWDP | New | DOWDUPONT INC | $1,060,000 | – | 15,307 | – | 0.06% | – |
| QQQ | Sell | POWERSHARES QQQ TRUSTcall | $1,052,000 | +50.3% | 4,117,529 | -17.7% | 0.05% | +50.0% |
| GPAC | Sell | GLOBAL PARTNER ACQUISITION C | $1,047,000 | -24.2% | 104,381 | -24.9% | 0.05% | -23.9% |
| MRK | New | MERCK & CO INC | $980,000 | – | 15,307 | – | 0.05% | – |
| Buy | PANDORA MEDIA INCnote 1.750%12/0 | $963,000 | +102.3% | 1,033,000 | +106.6% | 0.05% | +108.3% | |
| RICE | New | RICE ENERGY INC | $948,000 | – | 32,753 | – | 0.05% | – |
| RDFN | New | REDFIN CORPput | $939,000 | – | 87,000 | – | 0.05% | – |
| THC | New | TENET HEALTHCARE CORPput | $928,000 | – | 83,500 | – | 0.05% | – |
| XONE | New | EXONE CO | $909,000 | – | 80,000 | – | 0.05% | – |
| NKE | New | NIKE INCcl b | $794,000 | – | 15,307 | – | 0.04% | – |
| EAGL | Sell | DOUBLE EAGLE ACQUISITION COR | $756,000 | -36.7% | 75,000 | -37.2% | 0.04% | -36.1% |
| VZ | New | VERIZON COMMUNICATIONS INC | $758,000 | – | 15,307 | – | 0.04% | – |
| CICU | New | CAPITOL INVT CORP IVunit 99/99/9999 | $750,000 | – | 74,300 | – | 0.04% | – |
| ELF | New | E L F BEAUTY INC | $746,000 | – | 33,100 | – | 0.04% | – |
| CPN | New | CALPINE CORP | $738,000 | – | 50,000 | – | 0.04% | – |
| New | INTEL CORPsdcv 3.250% 8/0 | $727,000 | – | 395,000 | – | 0.04% | – | |
| KO | New | COCA COLA CO | $689,000 | – | 15,307 | – | 0.04% | – |
| TMUS | New | T MOBILE US INC | $701,000 | – | 11,373 | – | 0.04% | – |
| FMX | Sell | FOMENTO ECONOMICO MEXICANO Sspon adr units | $659,000 | -41.2% | 6,900 | -39.5% | 0.03% | -40.4% |
| DOFSQ | Sell | DIAMOND OFFSHORE DRILLING IN | $637,000 | -84.6% | 43,900 | -88.5% | 0.03% | -84.4% |
| RGLD | Sell | ROYAL GOLD INC | $645,000 | +3.2% | 7,500 | -6.2% | 0.03% | +3.1% |
| MON | New | MONSANTO CO NEW | $599,000 | – | 5,000 | – | 0.03% | – |
| INTC | New | INTEL CORP | $583,000 | – | 15,307 | – | 0.03% | – |
| FSLR | Sell | FIRST SOLAR INCput | $566,000 | -54.5% | 136,400 | -7.1% | 0.03% | -54.7% |
| EC | New | ECOPETROL S Asponsored ads | $563,000 | – | 59,300 | – | 0.03% | – |
| GSHT | New | GORES HLDGS II INC | $564,000 | – | 56,585 | – | 0.03% | – |
| PFE | Sell | PFIZER INC | $546,000 | -95.4% | 15,307 | -95.7% | 0.03% | -95.4% |
| DOFSQ | Sell | DIAMOND OFFSHORE DRILLING INput | $545,000 | -74.0% | 43,900 | -88.5% | 0.03% | -73.8% |
| TSU | New | TIM PARTICIPACOES S Asponsored adr | $532,000 | – | 29,100 | – | 0.03% | – |
| CSCO | New | CISCO SYS INC | $515,000 | – | 15,307 | – | 0.03% | – |
| OKSB | Sell | SOUTHWEST BANCORP INC OKLA | $489,000 | -87.4% | 17,749 | -88.3% | 0.02% | -87.4% |
| FMSA | New | FAIRMOUNT SANTROL HLDGS INC | $478,000 | – | 100,038 | – | 0.02% | – |
| ESV | New | ENSCO PLC | $467,000 | – | 78,200 | – | 0.02% | – |
| OSPRU | New | OSPREY ENERGY ACQUISITION COunit 07/21/2022 | $449,000 | – | 45,158 | – | 0.02% | – |
| TPGEU | New | TPG PACE ENERGY HLDGS CORPunit 99/99/9999 | $408,000 | – | 40,000 | – | 0.02% | – |
| ELF | New | E L F BEAUTY INCput | $384,000 | – | 33,100 | – | 0.02% | – |
| SA | Sell | SEABRIDGE GOLD INC | $379,000 | -8.5% | 31,100 | -18.8% | 0.02% | -4.8% |
| GE | New | GENERAL ELECTRIC CO | $370,000 | – | 15,307 | – | 0.02% | – |
| SRUN | New | SILVER RUN ACQUISITION | $357,000 | – | 35,000 | – | 0.02% | – |
| WNRL | New | WESTERN REFNG LOGISTICS LP | $349,000 | – | 13,539 | – | 0.02% | – |
| AABA | Sell | ALTABA INC | $331,000 | -19.1% | 5,000 | -33.3% | 0.02% | -19.0% |
| HTZGQ | Buy | HERTZ GLOBAL HLDGS INCput | $327,000 | +66.0% | 146,500 | +222.0% | 0.02% | +70.0% |
| XONE | New | EXONE COput | $337,000 | – | 80,000 | – | 0.02% | – |
| CFCO | Buy | CF CORP | $300,000 | +6.8% | 27,000 | +8.0% | 0.02% | +7.1% |
| BRCD | New | BROCADE COMMUNICATIONS SYS I | $299,000 | – | 25,000 | – | 0.02% | – |
| PCRX | Sell | PACIRA PHARMACEUTICALS INC | $289,000 | -37.6% | 7,700 | -20.6% | 0.02% | -37.5% |
| CMCM | Sell | CHEETAH MOBILE INCadr | $299,000 | -56.0% | 35,500 | -43.7% | 0.02% | -57.1% |
| AMC | New | AMC ENTMT HLDGS INCput | $286,000 | – | 88,000 | – | 0.02% | – |
| GTYHU | New | GTY TECHNOLOGY HOLDINGS INCunit 99/99/9999 | $262,000 | – | 25,000 | – | 0.01% | – |
| CBI | New | CHICAGO BRIDGE & IRON CO N V | $264,000 | – | 15,700 | – | 0.01% | – |
| JWN | Sell | NORDSTROM INCput | $248,000 | -27.3% | 55,000 | -29.9% | 0.01% | -23.5% |
| TPGHU | Buy | TPG PACE HLDGS CORPunit 99/99/9999 | $257,000 | +6.6% | 25,000 | +6.2% | 0.01% | +8.3% |
| HCAC | New | HENNESSY CAP ACQUSTON CORP I | $246,000 | – | 25,000 | – | 0.01% | – |
| HCRSQ | New | HI-CRUSH PARTNERS LP | $228,000 | – | 24,000 | – | 0.01% | – |
| CMCM | Sell | CHEETAH MOBILE INCput | $222,000 | -11.9% | 35,500 | -43.7% | 0.01% | -15.4% |
| UBNT | Sell | UBIQUITI NETWORKS INCput | $176,000 | -77.3% | 20,500 | -77.7% | 0.01% | -77.5% |
| DYN | New | DYNEGY INC NEW DEL | $152,000 | – | 15,500 | – | 0.01% | – |
| SA | Sell | SEABRIDGE GOLD INCput | $161,000 | -42.9% | 31,100 | -18.8% | 0.01% | -42.9% |
| IAMXU | New | I AM CAP ACQUISITION COunit 08/15/2022 | $123,000 | – | 12,041 | – | 0.01% | – |
| WW | Sell | WEIGHT WATCHERS INTL INC NEWcall | $113,000 | +82.3% | 32,600 | -60.4% | 0.01% | +100.0% |
| SNAP | Buy | SNAP INCcall | $109,000 | +890.9% | 380,800 | +407.7% | 0.01% | +500.0% |
| GNCIQ | Sell | GNC HLDGS INC | $88,000 | -44.3% | 10,000 | -46.5% | 0.01% | -37.5% |
| RH | New | RHcall | $94,000 | – | 37,000 | – | 0.01% | – |
| VRX | Sell | VALEANT PHARMACEUTICALS INTLput | $68,000 | -84.2% | 118,700 | -28.6% | 0.00% | -81.8% |
| SEAS | New | SEAWORLD ENTMT INC | $71,000 | – | 5,500 | – | 0.00% | – |
| CBI | New | CHICAGO BRIDGE & IRON CO N Vput | $79,000 | – | 15,700 | – | 0.00% | – |
| FXE | Sell | CURRENCYSHARES EURO TRput | $68,000 | +161.5% | 183,200 | -43.6% | 0.00% | +300.0% |
| Sell | CARDTRONICS INCnote 1.000%12/0 | $58,000 | -98.3% | 63,000 | -98.2% | 0.00% | -98.3% | |
| AN | New | AUTONATION INCput | $62,000 | – | 65,800 | – | 0.00% | – |
| LSCC | New | LATTICE SEMICONDUCTOR CORP | $52,000 | – | 10,000 | – | 0.00% | – |
| GNCIQ | Sell | GNC HLDGS INCput | $65,000 | -17.7% | 10,000 | -46.5% | 0.00% | -25.0% |
| GPRO | New | GOPRO INCcall | $30,000 | – | 133,200 | – | 0.00% | – |
| TWLO | Sell | TWILIO INCcall | $48,000 | -36.8% | 56,500 | -0.9% | 0.00% | -50.0% |
| DOFSQ | New | DIAMOND OFFSHORE DRILLING INcall | $42,000 | – | 43,900 | – | 0.00% | – |
| THC | New | TENET HEALTHCARE CORPcall | $13,000 | – | 83,500 | – | 0.00% | – |
| New | VIPSHOP HLDGS LTDnote 1.500% 3/1 | $19,000 | – | 19,000 | – | 0.00% | – | |
| SEAS | New | SEAWORLD ENTMT INCput | $23,000 | – | 5,500 | – | 0.00% | – |
| CBI | New | CHICAGO BRIDGE & IRON CO N Vcall | $5,000 | – | 15,700 | – | 0.00% | – |
| UA | New | UNDER ARMOUR INCcall | $7,000 | – | 108,900 | – | 0.00% | – |
| UBNT | New | UBIQUITI NETWORKS INCcall | $0 | – | 20,500 | – | 0.00% | – |
| CYHHZ | Buy | COMMUNITY HEALTH SYS INC NEWright 99/99/9999 | $5,000 | -16.7% | 400,000 | +33.3% | 0.00% | – |
| SPWR | Exit | SUNPOWER CORPcall | $0 | – | -170,300 | – | 0.00% | – |
| ELF | New | E L F BEAUTY INCcall | $1,000 | – | 33,100 | – | 0.00% | – |
| BTI | Exit | BRITISH AMERN TOB PLCcall | $0 | – | -19,100 | – | 0.00% | – |
| JCPNQ | Exit | PENNEY J C INCcall | $0 | – | -78,500 | – | 0.00% | – |
| BANC | Exit | BANC OF CALIFORNIA INCput | $0 | – | -16,900 | – | 0.00% | – |
| CLDR | Exit | CLOUDERA INCcall | $0 | – | -56,500 | – | 0.00% | – |
| SPY | Exit | SPDR S&P 500 ETF TRput | $0 | – | -3,006,330 | – | 0.00% | – |
| WW | Sell | WEIGHT WATCHERS INTL INC NEWput | $2,000 | -81.8% | 32,600 | -60.4% | 0.00% | -100.0% |
| FXI | Exit | ISHARES TRput | $0 | – | -11,500 | – | -0.00% | – |
| SNECQ | Exit | SANCHEZ ENERGY CORPput | $0 | – | -13,600 | – | -0.00% | – |
| GNCIQ | Exit | GNC HLDGS INCcall | $0 | – | -18,700 | – | -0.00% | – |
| Exit | ROYAL GOLD INCnote 2.875% 6/1 | $0 | – | -58,000 | – | -0.00% | – | |
| JCPNQ | Exit | PENNEY J C INC | $0 | – | -17,000 | – | -0.00% | – |
| TPX | Exit | TEMPUR SEALY INTL INCput | $0 | – | -15,200 | – | -0.00% | – |
| MTCH | Exit | MATCH GROUP INCput | $0 | – | -10,500 | – | -0.00% | – |
| WB | Exit | WEIBO CORPput | $0 | – | -83,900 | – | -0.01% | – |
| SNECQ | Exit | SANCHEZ ENERGY CORP | $0 | – | -13,600 | – | -0.01% | – |
| JCPNQ | Exit | PENNEY J C INCput | $0 | – | -78,500 | – | -0.01% | – |
| UAA | Exit | UNDER ARMOUR INCcall | $0 | – | -106,900 | – | -0.01% | – |
| DSKE | Exit | DASEKE INC | $0 | – | -12,000 | – | -0.01% | – |
| SPY | Exit | SPDR S&P 500 ETF TRcall | $0 | – | -3,006,330 | – | -0.01% | – |
| MTCH | Exit | MATCH GROUP INC | $0 | – | -10,500 | – | -0.01% | – |
| MZOR | Exit | MAZOR ROBOTICS LTDput | $0 | – | -24,500 | – | -0.01% | – |
| TRCO | Exit | TRIBUNE MEDIA COcl a | $0 | – | -5,000 | – | -0.01% | – |
| INFY | Exit | INFOSYS LTDsponsored adr | $0 | – | -15,600 | – | -0.01% | – |
| BTI | Exit | BRITISH AMERN TOB PLCput | $0 | – | -19,100 | – | -0.02% | – |
| CBD | Exit | COMPANHIA BRASILEIRA DE DISTspn adr pfd cl a | $0 | – | -15,900 | – | -0.02% | – |
| BANC | Exit | BANC OF CALIFORNIA INC | $0 | – | -16,900 | – | -0.02% | – |
| HAWK | Exit | BLACKHAWK NETWORK HLDGS INC | $0 | – | -10,000 | – | -0.02% | – |
| SRUNU | Exit | SILVER RUN ACQUISITIONunit 99/99/9999 | $0 | – | -40,000 | – | -0.02% | – |
| OASPQ | Exit | OASIS PETE INC NEW | $0 | – | -53,500 | – | -0.02% | – |
| FXI | Exit | ISHARES TRchina lg-cap etf | $0 | – | -11,500 | – | -0.02% | – |
| SBS | Exit | COMPANHIA DE SANEAMENTO BASIsponsored adr | $0 | – | -46,400 | – | -0.02% | – |
| WDAY | Exit | WORKDAY INCcl a | $0 | – | -4,600 | – | -0.02% | – |
| SIMO | Exit | SILICON MOTION TECHNOLOGY COsponsored adr | $0 | – | -10,000 | – | -0.02% | – |
| TWX | Exit | TIME WARNER INC | $0 | – | -5,000 | – | -0.03% | – |
| LEN | Exit | LENNAR CORPcl a | $0 | – | -10,000 | – | -0.03% | – |
| WFTIQ | Exit | WEATHERFORD INTL PLC | $0 | – | -137,600 | – | -0.03% | – |
| TSM | Exit | TAIWAN SEMICONDUCTOR MFG LTDsponsored adr | $0 | – | -15,000 | – | -0.03% | – |
| EAGLU | Exit | DOUBLE EAGLE ACQUISITION CORunit 99/99/9999 | $0 | – | -58,500 | – | -0.03% | – |
| EACQ | Exit | EASTERLY ACQUISITION CORP | $0 | – | -72,329 | – | -0.04% | – |
| AAOI | Exit | APPLIED OPTOELECTRONICS INCput | $0 | – | -51,000 | – | -0.04% | – |
| FBR | Exit | FIBRIA CELULOSE S A | $0 | – | -75,800 | – | -0.04% | – |
| TOL | Exit | TOLL BROTHERS INC | $0 | – | -19,201 | – | -0.04% | – |
| TPX | Exit | TEMPUR SEALY INTL INC | $0 | – | -15,200 | – | -0.04% | – |
| MZOR | Exit | MAZOR ROBOTICS LTDsponsored ads | $0 | – | -24,500 | – | -0.04% | – |
| KMI | Exit | KINDER MORGAN INC DEL | $0 | – | -45,000 | – | -0.04% | – |
| CLDR | Exit | CLOUDERA INC | $0 | – | -56,500 | – | -0.05% | – |
| CLDR | Exit | CLOUDERA INCput | $0 | – | -56,500 | – | -0.05% | – |
| GLD | Exit | SPDR GOLD TRUST | $0 | – | -7,900 | – | -0.05% | – |
| MMDM | Exit | MODERN MEDIA ACQUISITION | $0 | – | -100,000 | – | -0.05% | – |
| BTI | Exit | BRITISH AMERN TOB PLCsponsored adr | $0 | – | -19,100 | – | -0.07% | – |
| ANTX | Exit | ANTHEM INCunit 05/01/20188 | $0 | – | -25,000 | – | -0.07% | – |
| Exit | WHITING PETE CORP NEWnote 1.250% 4/0 | $0 | – | -1,601,000 | – | -0.07% | – | |
| BDXA | Exit | BECTON DICKINSON & CO | $0 | – | -24,770 | – | -0.07% | – |
| NEEPRQ | Exit | NEXTERA ENERGY INCunit 08/31/2018 | $0 | – | -24,826 | – | -0.08% | – |
| DCUD | Exit | DOMINION ENERGY INCunit 08/15/2019 | $0 | – | -32,000 | – | -0.08% | – |
| XBKS | Exit | XENITH BANKSHARES INC NEW | $0 | – | -71,633 | – | -0.11% | – |
| Exit | YAHOO INCnote 12/0 | $0 | – | -2,000,000 | – | -0.12% | – | |
| Exit | TWITTER INCnote 1.000% 9/1 | $0 | – | -2,500,000 | – | -0.12% | – | |
| SGBK | Exit | STONEGATE BK FT LAUDERDALE F | $0 | – | -50,000 | – | -0.12% | – |
| MBBYF | Exit | MOBILEYE N V AMSTELVEEN | $0 | – | -45,000 | – | -0.14% | – |
| Exit | DYCOM INDS INCnote 0.750% 9/1 | $0 | – | -2,700,000 | – | -0.16% | – | |
| AAOI | Exit | APPLIED OPTOELECTRONICS INC | $0 | – | -51,000 | – | -0.16% | – |
| VTTI | Exit | VTTI ENERGY PARTNERS LP | $0 | – | -165,000 | – | -0.17% | – |
| Exit | TRINITY INDS INCnote 3.875% 6/0 | $0 | – | -2,670,000 | – | -0.17% | – | |
| Exit | NUVASIVE INCnote 2.250% 3/1 | $0 | – | -2,500,000 | – | -0.18% | – | |
| Exit | NEWMONT MINING CORPnote 1.625% 7/1 | $0 | – | -3,500,000 | – | -0.18% | – | |
| UAA | Exit | UNDER ARMOUR INCput | $0 | – | -106,900 | – | -0.19% | – |
| GLBL | Exit | TERRAFORM GLOBAL INCcl a | $0 | – | -792,348 | – | -0.20% | – |
| Exit | STANDARD PAC CORP NEWnote 1.250% 8/0 | $0 | – | -4,000,000 | – | -0.20% | – | |
| WSTC | Exit | WEST CORP | $0 | – | -200,000 | – | -0.24% | – |
| ELOS | Exit | SYNERON MEDICAL LTD | $0 | – | -460,000 | – | -0.26% | – |
| EXC | Exit | EXELON CORP | $0 | – | -139,600 | – | -0.26% | – |
| SRE | Exit | SEMPRA ENERGY | $0 | – | -48,300 | – | -0.28% | – |
| WB | Exit | WEIBO CORPsponsored adr | $0 | – | -83,900 | – | -0.28% | – |
| SCHW | Exit | SCHWAB CHARLES CORP NEW | $0 | – | -146,500 | – | -0.32% | – |
| TMO | Exit | THERMO FISHER SCIENTIFIC INC | $0 | – | -38,700 | – | -0.34% | – |
| APD | Exit | AIR PRODS & CHEMS INC | $0 | – | -54,500 | – | -0.40% | – |
| GOOGL | Exit | ALPHABET INCcap stk cl a | $0 | – | -9,800 | – | -0.47% | – |
| TLT | Exit | ISHARES TR20 yr tr bd etf | $0 | – | -300,000 | – | -1.92% | – |
Q2 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SPY | New | SPDR S&P 500 ETF TRtr unit | $726,842,000 | – | 3,006,330 | – | 37.15% | – |
| QQQ | New | POWERSHARES QQQ TRUSTunit ser 1 | $687,490,000 | – | 5,001,733 | – | 35.14% | – |
| DIA | New | SPDR DOW JONES INDL AVRG ETFut ser 1 | $106,191,000 | – | 498,043 | – | 5.43% | – |
| TLT | New | ISHARES TR20 yr tr bd etf | $37,536,000 | – | 300,000 | – | 1.92% | – |
| FXE | New | CURRENCYSHARES EURO TR | $35,917,000 | – | 325,100 | – | 1.84% | – |
| New | INTEL CORPsdcv 12/1 | $34,848,000 | – | 26,662,000 | – | 1.78% | – | |
| PFE | New | PFIZER INC | $11,857,000 | – | 353,000 | – | 0.61% | – |
| New | INTERDIGITAL INCnote 1.500% 3/0 | $10,794,000 | – | 8,910,000 | – | 0.55% | – | |
| New | MICRON TECHNOLOGY INCnote 2.125% 2/1 | $10,740,000 | – | 3,910,000 | – | 0.55% | – | |
| New | PALO ALTO NETWORKS INCnote 7/0 | $10,393,000 | – | 7,916,000 | – | 0.53% | – | |
| New | MICROCHIP TECHNOLOGY INCnote 1.625% 2/1 | $9,294,000 | – | 6,203,000 | – | 0.48% | – | |
| GOOGL | New | ALPHABET INCcap stk cl a | $9,111,000 | – | 9,800 | – | 0.47% | – |
| WELLPRI | New | WELLTOWER INC6.50% pfd prepet | $8,932,000 | – | 135,000 | – | 0.46% | – |
| APD | New | AIR PRODS & CHEMS INC | $7,797,000 | – | 54,500 | – | 0.40% | – |
| New | STARWOOD PPTY TR INCnote 4.550% 3/0 | $6,831,000 | – | 6,311,000 | – | 0.35% | – | |
| TMO | New | THERMO FISHER SCIENTIFIC INC | $6,752,000 | – | 38,700 | – | 0.34% | – |
| SNAP | New | SNAP INCput | $6,674,000 | – | 75,000 | – | 0.34% | – |
| New | SALESFORCE COM INCnote 0.250% 4/0 | $6,603,000 | – | 4,984,000 | – | 0.34% | – | |
| SCHW | New | SCHWAB CHARLES CORP NEW | $6,294,000 | – | 146,500 | – | 0.32% | – |
| SWK | New | STANLEY BLACK & DECKER INC | $6,213,000 | – | 44,150 | – | 0.32% | – |
| New | TESLA INCnote 2.375% 3/1 | $6,025,000 | – | 4,807,000 | – | 0.31% | – | |
| New | CEMEX SAB DE CVnote 3.750% 3/1 | $5,976,000 | – | 5,000,000 | – | 0.30% | – | |
| FSLR | New | FIRST SOLAR INC | $5,858,000 | – | 146,900 | – | 0.30% | – |
| WB | New | WEIBO CORPsponsored adr | $5,577,000 | – | 83,900 | – | 0.28% | – |
| SRE | New | SEMPRA ENERGY | $5,446,000 | – | 48,300 | – | 0.28% | – |
| DDD | New | 3-D SYS CORP DEL | $5,184,000 | – | 277,200 | – | 0.26% | – |
| EXC | New | EXELON CORP | $5,035,000 | – | 139,600 | – | 0.26% | – |
| ELOS | New | SYNERON MEDICAL LTD | $5,037,000 | – | 460,000 | – | 0.26% | – |
| UBNT | New | UBIQUITI NETWORKS INC | $4,771,000 | – | 91,800 | – | 0.24% | – |
| WSTC | New | WEST CORP | $4,664,000 | – | 200,000 | – | 0.24% | – |
| DOFSQ | New | DIAMOND OFFSHORE DRILLING IN | $4,145,000 | – | 382,700 | – | 0.21% | – |
| New | STANDARD PAC CORP NEWnote 1.250% 8/0 | $4,006,000 | – | 4,000,000 | – | 0.20% | – | |
| GLBL | New | TERRAFORM GLOBAL INCcl a | $4,001,000 | – | 792,348 | – | 0.20% | – |
| OKSB | New | SOUTHWEST BANCORP INC OKLA | $3,888,000 | – | 152,166 | – | 0.20% | – |
| New | SERVICENOW INCnote 11/0 | $3,808,000 | – | 2,600,000 | – | 0.20% | – | |
| JWN | New | NORDSTROM INC | $3,755,000 | – | 78,500 | – | 0.19% | – |
| UAA | New | UNDER ARMOUR INCput | $3,664,000 | – | 106,900 | – | 0.19% | – |
| New | NEWMONT MINING CORPnote 1.625% 7/1 | $3,500,000 | – | 3,500,000 | – | 0.18% | – | |
| New | NUVASIVE INCnote 2.250% 3/1 | $3,462,000 | – | 2,500,000 | – | 0.18% | – | |
| New | CARDTRONICS INCnote 1.000%12/0 | $3,389,000 | – | 3,550,000 | – | 0.17% | – | |
| New | TRINITY INDS INCnote 3.875% 6/0 | $3,355,000 | – | 2,670,000 | – | 0.17% | – | |
| VTTI | New | VTTI ENERGY PARTNERS LP | $3,242,000 | – | 165,000 | – | 0.17% | – |
| RH | New | RH | $3,226,000 | – | 50,000 | – | 0.16% | – |
| AAOI | New | APPLIED OPTOELECTRONICS INC | $3,151,000 | – | 51,000 | – | 0.16% | – |
| New | DYCOM INDS INCnote 0.750% 9/1 | $3,133,000 | – | 2,700,000 | – | 0.16% | – | |
| VRX | New | VALEANT PHARMACEUTICALS INTL | $2,875,000 | – | 166,200 | – | 0.15% | – |
| MBBYF | New | MOBILEYE N V AMSTELVEEN | $2,826,000 | – | 45,000 | – | 0.14% | – |
| WW | New | WEIGHT WATCHERS INTL INC NEW | $2,750,000 | – | 82,300 | – | 0.14% | – |
| UAA | New | UNDER ARMOUR INCcl a | $2,326,000 | – | 106,900 | – | 0.12% | – |
| SGBK | New | STONEGATE BK FT LAUDERDALE F | $2,309,000 | – | 50,000 | – | 0.12% | – |
| New | TESLA INCnote 1.250% 3/0 | $2,314,000 | – | 2,000,000 | – | 0.12% | – | |
| New | TWITTER INCnote 1.000% 9/1 | $2,284,000 | – | 2,500,000 | – | 0.12% | – | |
| New | YAHOO INCnote 12/0 | $2,269,000 | – | 2,000,000 | – | 0.12% | – | |
| XBKS | New | XENITH BANKSHARES INC NEW | $2,225,000 | – | 71,633 | – | 0.11% | – |
| RHT | New | RED HAT INC | $2,219,000 | – | 23,174 | – | 0.11% | – |
| DOFSQ | New | DIAMOND OFFSHORE DRILLING INput | $2,094,000 | – | 382,700 | – | 0.11% | – |
| FEYE | New | FIREEYE INC | $2,102,000 | – | 138,200 | – | 0.11% | – |
| FIT | New | FITBIT INCput | $2,065,000 | – | 158,000 | – | 0.11% | – |
| ELEC | New | ELECTRUM SPL ACQUISITION COR | $2,033,000 | – | 201,500 | – | 0.10% | – |
| BLVD | New | BOULEVARD ACQUISITIONcl a | $2,006,000 | – | 200,200 | – | 0.10% | – |
| DDD | New | 3-D SYS CORP DELput | $2,001,000 | – | 277,200 | – | 0.10% | – |
| PBR | New | PETROLEO BRASILEIRO SA PETROsponsored adr | $1,987,000 | – | 248,700 | – | 0.10% | – |
| TWLO | New | TWILIO INCcl a | $1,659,000 | – | 57,000 | – | 0.08% | – |
| VWR | New | VWR CORP | $1,650,000 | – | 50,000 | – | 0.08% | – |
| GPRO | New | GOPRO INCput | $1,620,000 | – | 163,800 | – | 0.08% | – |
| DCUD | New | DOMINION ENERGY INCunit 08/15/2019 | $1,602,000 | – | 32,000 | – | 0.08% | – |
| FIG | New | FORTRESS INVESTMENT GROUP LLcl a | $1,598,000 | – | 200,000 | – | 0.08% | – |
| NEEPRQ | New | NEXTERA ENERGY INCunit 08/31/2018 | $1,585,000 | – | 24,826 | – | 0.08% | – |
| SPWR | New | SUNPOWER CORP | $1,591,000 | – | 170,300 | – | 0.08% | – |
| TWLO | New | TWILIO INCput | $1,476,000 | – | 57,000 | – | 0.08% | – |
| GPAC | New | GLOBAL PARTNER ACQUISITION C | $1,382,000 | – | 138,900 | – | 0.07% | – |
| BDXA | New | BECTON DICKINSON & CO | $1,346,000 | – | 24,770 | – | 0.07% | – |
| NTNX | New | NUTANIX INCcl a | $1,322,000 | – | 65,600 | – | 0.07% | – |
| GPRO | New | GOPRO INCcl a | $1,332,000 | – | 163,800 | – | 0.07% | – |
| New | WHITING PETE CORP NEWnote 1.250% 4/0 | $1,339,000 | – | 1,601,000 | – | 0.07% | – | |
| SNAP | New | SNAP INCcl a | $1,333,000 | – | 75,000 | – | 0.07% | – |
| ANTX | New | ANTHEM INCunit 05/01/20188 | $1,306,000 | – | 25,000 | – | 0.07% | – |
| BTI | New | BRITISH AMERN TOB PLCsponsored adr | $1,309,000 | – | 19,100 | – | 0.07% | – |
| SPWR | New | SUNPOWER CORPput | $1,300,000 | – | 170,300 | – | 0.07% | – |
| FSLR | New | FIRST SOLAR INCput | $1,244,000 | – | 146,900 | – | 0.06% | – |
| EAGL | New | DOUBLE EAGLE ACQUISITION COR | $1,194,000 | – | 119,400 | – | 0.06% | – |
| FMX | New | FOMENTO ECONOMICO MEXICANO Sspon adr units | $1,121,000 | – | 11,400 | – | 0.06% | – |
| ZNGA | New | ZYNGA INCcl a | $1,089,000 | – | 299,208 | – | 0.06% | – |
| NXPI | New | NXP SEMICONDUCTORS N V | $1,094,000 | – | 10,000 | – | 0.06% | – |
| YELP | New | YELP INCcl a | $1,051,000 | – | 35,000 | – | 0.05% | – |
| New | DEPOMED INCnote 2.500% 9/0 | $1,060,000 | – | 1,200,000 | – | 0.05% | – | |
| MMDM | New | MODERN MEDIA ACQUISITION | $977,000 | – | 100,000 | – | 0.05% | – |
| CLDR | New | CLOUDERA INCput | $936,000 | – | 56,500 | – | 0.05% | – |
| GLD | New | SPDR GOLD TRUST | $932,000 | – | 7,900 | – | 0.05% | – |
| CLDR | New | CLOUDERA INC | $905,000 | – | 56,500 | – | 0.05% | – |
| KMI | New | KINDER MORGAN INC DEL | $862,000 | – | 45,000 | – | 0.04% | – |
| MZOR | New | MAZOR ROBOTICS LTDsponsored ads | $847,000 | – | 24,500 | – | 0.04% | – |
| FIT | New | FITBIT INCcl a | $839,000 | – | 158,000 | – | 0.04% | – |
| TPX | New | TEMPUR SEALY INTL INC | $812,000 | – | 15,200 | – | 0.04% | – |
| UBNT | New | UBIQUITI NETWORKS INCput | $776,000 | – | 91,800 | – | 0.04% | – |
| TOL | New | TOLL BROTHERS INC | $759,000 | – | 19,201 | – | 0.04% | – |
| FBR | New | FIBRIA CELULOSE S A | $770,000 | – | 75,800 | – | 0.04% | – |
| AAOI | New | APPLIED OPTOELECTRONICS INCput | $742,000 | – | 51,000 | – | 0.04% | – |
| EACQ | New | EASTERLY ACQUISITION CORP | $727,000 | – | 72,329 | – | 0.04% | – |
| QQQ | New | POWERSHARES QQQ TRUSTcall | $700,000 | – | 5,001,733 | – | 0.04% | – |
| CMCM | New | CHEETAH MOBILE INCadr | $679,000 | – | 63,000 | – | 0.04% | – |
| CRRTQ | New | CARBO CERAMICS INCput | $669,000 | – | 80,900 | – | 0.03% | – |
| BOFI | New | BOFI HLDG INC | $671,000 | – | 28,300 | – | 0.03% | – |
| RGLD | New | ROYAL GOLD INC | $625,000 | – | 8,000 | – | 0.03% | – |
| EAGLU | New | DOUBLE EAGLE ACQUISITION CORunit 99/99/9999 | $622,000 | – | 58,500 | – | 0.03% | – |
| CRRTQ | New | CARBO CERAMICS INC | $554,000 | – | 80,900 | – | 0.03% | – |
| TSM | New | TAIWAN SEMICONDUCTOR MFG LTDsponsored adr | $524,000 | – | 15,000 | – | 0.03% | – |
| HTZGQ | New | HERTZ GLOBAL HLDGS INC | $523,000 | – | 45,500 | – | 0.03% | – |
| WFTIQ | New | WEATHERFORD INTL PLC | $533,000 | – | 137,600 | – | 0.03% | – |
| LEN | New | LENNAR CORPcl a | $533,000 | – | 10,000 | – | 0.03% | – |
| TWX | New | TIME WARNER INC | $502,000 | – | 5,000 | – | 0.03% | – |
| HCACU | New | HENNESSY CAP ACQUSTON CORP Iunit 06/15/2024 | $503,000 | – | 50,000 | – | 0.03% | – |
| FEYE | New | FIREEYE INCput | $514,000 | – | 138,200 | – | 0.03% | – |
| GOOS | New | CANADA GOOSE HOLDINGS INC | $484,000 | – | 24,500 | – | 0.02% | – |
| SIMO | New | SILICON MOTION TECHNOLOGY COsponsored adr | $482,000 | – | 10,000 | – | 0.02% | – |
| New | PANDORA MEDIA INCnote 1.750%12/0 | $476,000 | – | 500,000 | – | 0.02% | – | |
| PCRX | New | PACIRA PHARMACEUTICALS INC | $463,000 | – | 9,700 | – | 0.02% | – |
| FXI | New | ISHARES TRchina lg-cap etf | $457,000 | – | 11,500 | – | 0.02% | – |
| SBS | New | COMPANHIA DE SANEAMENTO BASIsponsored adr | $442,000 | – | 46,400 | – | 0.02% | – |
| WDAY | New | WORKDAY INCcl a | $446,000 | – | 4,600 | – | 0.02% | – |
| VRX | New | VALEANT PHARMACEUTICALS INTLput | $430,000 | – | 166,200 | – | 0.02% | – |
| HAWK | New | BLACKHAWK NETWORK HLDGS INC | $436,000 | – | 10,000 | – | 0.02% | – |
| SRUNU | New | SILVER RUN ACQUISITIONunit 99/99/9999 | $427,000 | – | 40,000 | – | 0.02% | – |
| OASPQ | New | OASIS PETE INC NEW | $431,000 | – | 53,500 | – | 0.02% | – |
| AABA | New | ALTABA INC | $409,000 | – | 7,500 | – | 0.02% | – |
| SA | New | SEABRIDGE GOLD INC | $414,000 | – | 38,300 | – | 0.02% | – |
| SQ | New | SQUARE INCcl a | $411,000 | – | 17,500 | – | 0.02% | – |
| NTNX | New | NUTANIX INCput | $406,000 | – | 65,600 | – | 0.02% | – |
| BANC | New | BANC OF CALIFORNIA INC | $363,000 | – | 16,900 | – | 0.02% | – |
| JWN | New | NORDSTROM INCput | $341,000 | – | 78,500 | – | 0.02% | – |
| CBD | New | COMPANHIA BRASILEIRA DE DISTspn adr pfd cl a | $311,000 | – | 15,900 | – | 0.02% | – |
| BTI | New | BRITISH AMERN TOB PLCput | $294,000 | – | 19,100 | – | 0.02% | – |
| SA | New | SEABRIDGE GOLD INCput | $282,000 | – | 38,300 | – | 0.01% | – |
| CFCO | New | CF CORP | $281,000 | – | 25,000 | – | 0.01% | – |
| CMCM | New | CHEETAH MOBILE INCput | $252,000 | – | 63,000 | – | 0.01% | – |
| TPGHU | New | TPG PACE HLDGS CORPunit 99/99/9999 | $241,000 | – | 23,535 | – | 0.01% | – |
| INFY | New | INFOSYS LTDsponsored adr | $234,000 | – | 15,600 | – | 0.01% | – |
| BOFI | New | BOFI HLDG INCput | $196,000 | – | 28,300 | – | 0.01% | – |
| HTZGQ | New | HERTZ GLOBAL HLDGS INCput | $197,000 | – | 45,500 | – | 0.01% | – |
| TRCO | New | TRIBUNE MEDIA COcl a | $204,000 | – | 5,000 | – | 0.01% | – |
| MTCH | New | MATCH GROUP INC | $182,000 | – | 10,500 | – | 0.01% | – |
| MZOR | New | MAZOR ROBOTICS LTDput | $174,000 | – | 24,500 | – | 0.01% | – |
| GNCIQ | New | GNC HLDGS INC | $158,000 | – | 18,700 | – | 0.01% | – |
| SPY | New | SPDR S&P 500 ETF TRcall | $150,000 | – | 3,006,330 | – | 0.01% | – |
| DSKE | New | DASEKE INC | $134,000 | – | 12,000 | – | 0.01% | – |
| UAA | New | UNDER ARMOUR INCcall | $119,000 | – | 106,900 | – | 0.01% | – |
| WB | New | WEIBO CORPput | $106,000 | – | 83,900 | – | 0.01% | – |
| RH | New | RHput | $95,000 | – | 50,000 | – | 0.01% | – |
| JCPNQ | New | PENNEY J C INCput | $103,000 | – | 78,500 | – | 0.01% | – |
| SNECQ | New | SANCHEZ ENERGY CORP | $98,000 | – | 13,600 | – | 0.01% | – |
| GNCIQ | New | GNC HLDGS INCput | $79,000 | – | 18,700 | – | 0.00% | – |
| JCPNQ | New | PENNEY J C INC | $79,000 | – | 17,000 | – | 0.00% | – |
| TPX | New | TEMPUR SEALY INTL INCput | $79,000 | – | 15,200 | – | 0.00% | – |
| TWLO | New | TWILIO INCcall | $76,000 | – | 57,000 | – | 0.00% | – |
| GOOS | New | CANADA GOOSE HOLDINGS INCput | $73,000 | – | 24,500 | – | 0.00% | – |
| MTCH | New | MATCH GROUP INCput | $86,000 | – | 10,500 | – | 0.00% | – |
| WW | New | WEIGHT WATCHERS INTL INC NEWcall | $62,000 | – | 82,300 | – | 0.00% | – |
| New | ROYAL GOLD INCnote 2.875% 6/1 | $63,000 | – | 58,000 | – | 0.00% | – | |
| FXE | New | CURRENCYSHARES EURO TRput | $26,000 | – | 325,100 | – | 0.00% | – |
| WW | New | WEIGHT WATCHERS INTL INC NEWput | $11,000 | – | 82,300 | – | 0.00% | – |
| SNAP | New | SNAP INCcall | $11,000 | – | 75,000 | – | 0.00% | – |
| FXI | New | ISHARES TRput | $12,000 | – | 11,500 | – | 0.00% | – |
| SNECQ | New | SANCHEZ ENERGY CORPput | $16,000 | – | 13,600 | – | 0.00% | – |
| GNCIQ | New | GNC HLDGS INCcall | $10,000 | – | 18,700 | – | 0.00% | – |
| SPWR | New | SUNPOWER CORPcall | $1,000 | – | 170,300 | – | 0.00% | – |
| SPY | New | SPDR S&P 500 ETF TRput | $0 | – | 3,006,330 | – | 0.00% | – |
| JCPNQ | New | PENNEY J C INCcall | $2,000 | – | 78,500 | – | 0.00% | – |
| CYHHZ | New | COMMUNITY HEALTH SYS INC NEWright 99/99/9999 | $6,000 | – | 300,000 | – | 0.00% | – |
| CLDR | New | CLOUDERA INCcall | $2,000 | – | 56,500 | – | 0.00% | – |
| BANC | New | BANC OF CALIFORNIA INCput | $4,000 | – | 16,900 | – | 0.00% | – |
| BTI | New | BRITISH AMERN TOB PLCcall | $1,000 | – | 19,100 | – | 0.00% | – |
Q4 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SCTY | Exit | SOLARCITY CORPcall | $0 | – | -78,200 | – | 0.00% | – |
| HLF | Exit | HERBALIFE LTDcall | $0 | – | -145,300 | – | 0.00% | – |
| UAA | Exit | UNDER ARMOUR INCcall | $0 | – | -149,500 | – | 0.00% | – |
| PACEW | Exit | PACE HLDGS CORP*w exp 99/99/999 | $0 | – | -10,000 | – | 0.00% | – |
| TSLA | Exit | TESLA MTRS INCcall | $0 | – | -2,275,420 | – | 0.00% | – |
| RIG | Exit | TRANSOCEAN LTDcall | $0 | – | -147,200 | – | -0.00% | – |
| AMBA | Exit | AMBARELLA INCput | $0 | – | -11,100 | – | -0.00% | – |
| RH | Exit | RESTORATION HARDWARE HLDGS Icall | $0 | – | -98,300 | – | -0.00% | – |
| SPY | Exit | SPDR S&P 500 ETF TRcall | $0 | – | -501,806 | – | -0.00% | – |
| MBBYF | Exit | MOBILEYE N V AMSTELVEENcall | $0 | – | -85,900 | – | -0.00% | – |
| GRUB | Exit | GRUBHUB INCput | $0 | – | -33,000 | – | -0.00% | – |
| XPO | Exit | XPO LOGISTICS INCcall | $0 | – | -17,600 | – | -0.00% | – |
| XPO | Exit | XPO LOGISTICS INCput | $0 | – | -17,600 | – | -0.00% | – |
| SHLDQ | Exit | SEARS HLDGS CORPput | $0 | – | -9,800 | – | -0.00% | – |
| FIT | Exit | FITBIT INCcall | $0 | – | -176,200 | – | -0.00% | – |
| TWLO | Exit | TWILIO INCput | $0 | – | -13,800 | – | -0.00% | – |
| Exit | MGIC INVT CORP WISnote 5.000% 5/0 | $0 | – | -55,000 | – | -0.01% | – | |
| MNKD | Exit | MANNKIND CORP | $0 | – | -119,800 | – | -0.01% | – |
| Exit | STARWOOD PPTY TR INCnote 4.000% 1/1 | $0 | – | -83,000 | – | -0.01% | – | |
| PLUG | Exit | PLUG POWER INC | $0 | – | -50,000 | – | -0.01% | – |
| PLUG | Exit | PLUG POWER INCput | $0 | – | -50,000 | – | -0.01% | – |
| CSCO | Exit | CISCO SYS INCput | $0 | – | -70,000 | – | -0.01% | – |
| SHLDQ | Exit | SEARS HLDGS CORP | $0 | – | -9,800 | – | -0.01% | – |
| NYRT | Exit | NEW YORK REIT INC | $0 | – | -12,898 | – | -0.01% | – |
| GPRO | Exit | GOPRO INCcall | $0 | – | -42,400 | – | -0.01% | – |
| DDD | Exit | 3-D SYS CORP DELcall | $0 | – | -120,500 | – | -0.01% | – |
| AUMAU | Exit | AR CAP ACQUISITION CORPunit 10/06/2019 | $0 | – | -17,300 | – | -0.01% | – |
| AACH | Exit | AAC HLDGS INC | $0 | – | -10,000 | – | -0.01% | – |
| PG | Exit | PROCTER AND GAMBLE COcall | $0 | – | -30,814 | – | -0.01% | – |
| CMG | Exit | CHIPOTLE MEXICAN GRILL INCput | $0 | – | -12,000 | – | -0.02% | – |
| Exit | TRINITY INDS INCnote 3.875% 6/0 | $0 | – | -179,000 | – | -0.02% | – | |
| LC | Exit | LENDINGCLUB CORPcall | $0 | – | -427,400 | – | -0.02% | – |
| ELEC | Exit | ELECTRUM SPL ACQUISITION COR | $0 | – | -21,429 | – | -0.02% | – |
| BDN | Exit | BRANDYWINE RLTY TRsh ben int new | $0 | – | -14,000 | – | -0.02% | – |
| FIZZ | Exit | NATIONAL BEVERAGE CORPput | $0 | – | -14,300 | – | -0.02% | – |
| IDCC | Exit | INTERDIGITAL INC | $0 | – | -3,400 | – | -0.02% | – |
| JUNO | Exit | JUNO THERAPEUTICS INCput | $0 | – | -24,400 | – | -0.02% | – |
| SEDG | Exit | SOLAREDGE TECHNOLOGIES INCput | $0 | – | -41,600 | – | -0.02% | – |
| ETP | Exit | ENERGY TRANSFER PRTNRS L Punit ltd partn | $0 | – | -9,663 | – | -0.03% | – |
| YHOO | Exit | YAHOO INCcall | $0 | – | -60,300 | – | -0.03% | – |
| SHAK | Exit | SHAKE SHACK INCput | $0 | – | -17,900 | – | -0.03% | – |
| MUFG | Exit | MITSUBISHI UFJ FINL GROUP INsponsored adr | $0 | – | -79,500 | – | -0.03% | – |
| TSU | Exit | TIM PARTICIPACOES S Asponsored adr | $0 | – | -35,700 | – | -0.04% | – |
| ADMP | Exit | ADAMIS PHARMACEUTICALS CORP | $0 | – | -132,254 | – | -0.04% | – |
| AAPRB | Exit | ALCOA INC | $0 | – | -14,000 | – | -0.04% | – |
| KMI | Exit | KINDER MORGAN INC DEL | $0 | – | -20,000 | – | -0.04% | – |
| CSIQ | Exit | CANADIAN SOLAR INCput | $0 | – | -75,900 | – | -0.04% | – |
| MBBYF | Exit | MOBILEYE N V AMSTELVEENput | $0 | – | -85,900 | – | -0.04% | – |
| SMFG | Exit | SUMITOMO MITSUI FINL GROUP Isponsored adr | $0 | – | -76,715 | – | -0.04% | – |
| IRWD | Exit | IRONWOOD PHARMACEUTICALS INC | $0 | – | -32,500 | – | -0.04% | – |
| NTTYY | Exit | NIPPON TELEG & TEL CORPsponsored adr | $0 | – | -13,465 | – | -0.05% | – |
| FIZZ | Exit | NATIONAL BEVERAGE CORP | $0 | – | -14,300 | – | -0.05% | – |
| SHAK | Exit | SHAKE SHACK INCcl a | $0 | – | -17,900 | – | -0.05% | – |
| XPO | Exit | XPO LOGISTICS INC | $0 | – | -17,600 | – | -0.05% | – |
| LGF | Exit | LIONS GATE ENTMNT CORPput | $0 | – | -109,900 | – | -0.06% | – |
| SCTY | Exit | SOLARCITY CORPput | $0 | – | -78,200 | – | -0.06% | – |
| MNKD | Exit | MANNKIND CORPput | $0 | – | -119,800 | – | -0.06% | – |
| GPRO | Exit | GOPRO INCcl a | $0 | – | -42,400 | – | -0.06% | – |
| KNDI | Exit | KANDI TECHNOLOGIES GROUP INC | $0 | – | -130,600 | – | -0.06% | – |
| SEDG | Exit | SOLAREDGE TECHNOLOGIES INC | $0 | – | -41,600 | – | -0.06% | – |
| JUNO | Exit | JUNO THERAPEUTICS INC | $0 | – | -24,400 | – | -0.06% | – |
| UAA | Exit | UNDER ARMOUR INCput | $0 | – | -149,500 | – | -0.06% | – |
| HDRA | Exit | HYDRA INDS ACQUISITION CORP | $0 | – | -78,655 | – | -0.06% | – |
| CFCO | Exit | CF CORP | $0 | – | -81,313 | – | -0.07% | – |
| DYNPRA | Exit | DYNEGY INC NEW DELpfd conv ser a | $0 | – | -17,525 | – | -0.07% | – |
| YHOO | Exit | YAHOO INCput | $0 | – | -60,300 | – | -0.07% | – |
| AMBA | Exit | AMBARELLA INC | $0 | – | -11,100 | – | -0.07% | – |
| DDD | Exit | 3-D SYS CORP DELput | $0 | – | -120,500 | – | -0.07% | – |
| TWLO | Exit | TWILIO INCcl a | $0 | – | -13,800 | – | -0.07% | – |
| RH | Exit | RESTORATION HARDWARE HLDGS Iput | $0 | – | -98,300 | – | -0.08% | – |
| GE | Exit | GENERAL ELECTRIC CO | $0 | – | -30,814 | – | -0.08% | – |
| PBCT | Exit | PEOPLES UNITED FINANCIAL INC | $0 | – | -58,300 | – | -0.08% | – |
| SLV | Exit | ISHARES SILVER TRUSTishares | $0 | – | -53,600 | – | -0.08% | – |
| GLD | Exit | SPDR GOLD TRUST | $0 | – | -7,800 | – | -0.08% | – |
| Exit | BROCADE COMMUNICATIONS SYS Inote 1.375% 1/0 | $0 | – | -1,000,000 | – | -0.08% | – | |
| TSLA | Exit | TESLA MTRS INCput | $0 | – | -2,275,420 | – | -0.08% | – |
| CBRE | Exit | CBRE GROUP INCcl a | $0 | – | -36,100 | – | -0.08% | – |
| CY | Exit | CYPRESS SEMICONDUCTOR CORP | $0 | – | -85,270 | – | -0.09% | – |
| PFE | Exit | PFIZER INC | $0 | – | -30,814 | – | -0.09% | – |
| GPRO | Exit | GOPRO INCput | $0 | – | -42,400 | – | -0.09% | – |
| CSIQ | Exit | CANADIAN SOLAR INC | $0 | – | -75,900 | – | -0.09% | – |
| DISH | Exit | DISH NETWORK CORPcl a | $0 | – | -19,000 | – | -0.09% | – |
| WW | Exit | WEIGHT WATCHERS INTL INC NEWput | $0 | – | -119,700 | – | -0.09% | – |
| Exit | ROYAL GOLD INCnote 2.875% 6/1 | $0 | – | -1,003,000 | – | -0.09% | – | |
| INTC | Exit | INTEL CORP | $0 | – | -30,814 | – | -0.10% | – |
| MEG | Exit | MEDIA GEN INC NEW | $0 | – | -65,000 | – | -0.10% | – |
| WW | Exit | WEIGHT WATCHERS INTL INC NEW | $0 | – | -119,700 | – | -0.10% | – |
| KO | Exit | COCA COLA CO | $0 | – | -30,814 | – | -0.11% | – |
| RIG | Exit | TRANSOCEAN LTDput | $0 | – | -147,200 | – | -0.11% | – |
| LC | Exit | LENDINGCLUB CORPput | $0 | – | -427,400 | – | -0.11% | – |
| GRUB | Exit | GRUBHUB INC | $0 | – | -33,000 | – | -0.12% | – |
| XRX | Exit | XEROX CORP | $0 | – | -145,400 | – | -0.12% | – |
| TEVA | Exit | TEVA PHARMACEUTICAL INDS LTDadr | $0 | – | -32,500 | – | -0.12% | – |
| SCTY | Exit | SOLARCITY CORP | $0 | – | -78,200 | – | -0.13% | – |
| PACE | Exit | PACE HLDGS CORPcl a | $0 | – | -156,700 | – | -0.13% | – |
| RIG | Exit | TRANSOCEAN LTD | $0 | – | -147,200 | – | -0.13% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -30,814 | – | -0.13% | – |
| NKE | Exit | NIKE INCcl b | $0 | – | -30,814 | – | -0.14% | – |
| HRB | Exit | BLOCK H & R INC | $0 | – | -71,300 | – | -0.14% | – |
| RHT | Exit | RED HAT INC | $0 | – | -20,300 | – | -0.14% | – |
| Exit | STARWOOD PPTY TR INCnote 3.750%10/1 | $0 | – | -1,636,000 | – | -0.14% | – | |
| SPWR | Exit | SUNPOWER CORP | $0 | – | -188,500 | – | -0.14% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -30,814 | – | -0.15% | – |
| CX | Exit | CEMEX SAB DE CVspon adr new | $0 | – | -231,800 | – | -0.15% | – |
| MRK | Exit | MERCK & CO INC | $0 | – | -30,814 | – | -0.16% | – |
| KNDI | Exit | KANDI TECHNOLOGIES GROUP INCput | $0 | – | -130,600 | – | -0.16% | – |
| AXP | Exit | AMERICAN EXPRESS CO | $0 | – | -30,814 | – | -0.16% | – |
| Exit | COBALT INTL ENERGY INCnote 2.625%12/0 | $0 | – | -4,000,000 | – | -0.17% | – | |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -30,814 | – | -0.17% | – |
| DD | Exit | DU PONT E I DE NEMOURS & CO | $0 | – | -30,814 | – | -0.17% | – |
| SBUX | Exit | STARBUCKS CORP | $0 | – | -38,100 | – | -0.17% | – |
| MAT | Exit | MATTEL INC | $0 | – | -68,400 | – | -0.17% | – |
| Exit | LINKEDIN CORPnote 0.500%11/0 | $0 | – | -2,102,000 | – | -0.17% | – | |
| NEE | Exit | NEXTERA ENERGY INC | $0 | – | -17,300 | – | -0.18% | – |
| DDD | Exit | 3-D SYS CORP DEL | $0 | – | -120,500 | – | -0.18% | – |
| LGF | Exit | LIONS GATE ENTMNT CORP | $0 | – | -109,900 | – | -0.18% | – |
| WMT | Exit | WAL-MART STORES INC | $0 | – | -30,814 | – | -0.18% | – |
| FIT | Exit | FITBIT INCput | $0 | – | -176,200 | – | -0.20% | – |
| SPWR | Exit | SUNPOWER CORPput | $0 | – | -170,500 | – | -0.20% | – |
| SWNC | Exit | SOUTHWESTERN ENERGY CO | $0 | – | -80,000 | – | -0.21% | – |
| V | Exit | VISA INC | $0 | – | -30,814 | – | -0.21% | – |
| YHOO | Exit | YAHOO INC | $0 | – | -60,300 | – | -0.22% | – |
| IP | Exit | INTL PAPER CO | $0 | – | -54,300 | – | -0.22% | – |
| FIT | Exit | FITBIT INCcl a | $0 | – | -176,200 | – | -0.22% | – |
| LC | Exit | LENDINGCLUB CORP | $0 | – | -427,400 | – | -0.22% | – |
| XOM | Exit | EXXON MOBIL CORP | $0 | – | -30,814 | – | -0.22% | – |
| CAT | Exit | CATERPILLAR INC DEL | $0 | – | -30,814 | – | -0.23% | – |
| HLF | Exit | HERBALIFE LTDput | $0 | – | -145,300 | – | -0.23% | – |
| PG | Exit | PROCTER AND GAMBLE CO | $0 | – | -30,814 | – | -0.23% | – |
| DIS | Exit | DISNEY WALT CO | $0 | – | -30,814 | – | -0.24% | – |
| IBN | Exit | ICICI BK LTDadr | $0 | – | -384,100 | – | -0.24% | – |
| Exit | ON SEMICONDUCTOR CORPnote 2.625%12/1 | $0 | – | -2,411,000 | – | -0.24% | – | |
| AMJ | Exit | JPMORGAN CHASE & COalerian ml etn | $0 | – | -98,500 | – | -0.26% | – |
| CSCO | Exit | CISCO SYS INC | $0 | – | -100,814 | – | -0.27% | – |
| Exit | CTRIP COM INTL LTDnote 1.250%10/1 | $0 | – | -2,511,000 | – | -0.27% | – | |
| CCL | Exit | CARNIVAL CORPunit 99/99/9999 | $0 | – | -67,200 | – | -0.27% | – |
| WHR | Exit | WHIRLPOOL CORP | $0 | – | -20,400 | – | -0.28% | – |
| RH | Exit | RESTORATION HARDWARE HLDGS I | $0 | – | -98,300 | – | -0.28% | – |
| AAPL | Exit | APPLE INC | $0 | – | -30,814 | – | -0.29% | – |
| TRV | Exit | TRAVELERS COMPANIES INC | $0 | – | -30,814 | – | -0.29% | – |
| MCD | Exit | MCDONALDS CORP | $0 | – | -30,814 | – | -0.30% | – |
| Exit | TESLA MTRS INCnote 1.500% 6/0 | $0 | – | -2,250,000 | – | -0.30% | – | |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -30,814 | – | -0.30% | – |
| MBBYF | Exit | MOBILEYE N V AMSTELVEEN | $0 | – | -85,900 | – | -0.30% | – |
| Exit | PALO ALTO NETWORKS INCnote 7/0 | $0 | – | -2,526,000 | – | -0.32% | – | |
| GILD | Exit | GILEAD SCIENCES INC | $0 | – | -50,000 | – | -0.33% | – |
| HD | Exit | HOME DEPOT INC | $0 | – | -30,814 | – | -0.33% | – |
| Exit | CTRIP COM INTL LTDnote 1.000% 7/0 | $0 | – | -3,700,000 | – | -0.34% | – | |
| BA | Exit | BOEING CO | $0 | – | -30,814 | – | -0.34% | – |
| Exit | WEBMD HEALTH CORPnote 2.500% 1/3 | $0 | – | -3,975,000 | – | -0.34% | – | |
| Exit | MEDICINES COnote 2.500% 1/1 | $0 | – | -3,180,000 | – | -0.34% | – | |
| FTRPR | Exit | FRONTIER COMMUNICATIONS CORPpfd conv ser-a | $0 | – | -50,000 | – | -0.35% | – |
| IGE | Exit | ISHARES TRna nat res | $0 | – | -123,600 | – | -0.35% | – |
| UNH | Exit | UNITEDHEALTH GROUP INC | $0 | – | -30,814 | – | -0.36% | – |
| ANTX | Exit | ANTHEM INCunit 05/01/20188 | $0 | – | -100,000 | – | -0.36% | – |
| UTX | Exit | UNITED TECHNOLOGIES CORP | $0 | – | -43,714 | – | -0.37% | – |
| Exit | XILINX INCnote 2.625% 6/1 | $0 | – | -2,506,000 | – | -0.39% | – | |
| PWR | Exit | QUANTA SVCS INC | $0 | – | -172,700 | – | -0.40% | – |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -30,814 | – | -0.41% | – |
| MO | Exit | ALTRIA GROUP INC | $0 | – | -78,700 | – | -0.41% | – |
| CMG | Exit | CHIPOTLE MEXICAN GRILL INC | $0 | – | -12,000 | – | -0.42% | – |
| TSLA | Exit | TESLA MTRS INC | $0 | – | -25,420 | – | -0.43% | – |
| Exit | PACIRA PHARMACEUTICALS INCnote 3.250% 2/0 | $0 | – | -3,500,000 | – | -0.44% | – | |
| MMM | Exit | 3M CO | $0 | – | -30,814 | – | -0.45% | – |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -54,514 | – | -0.47% | – |
| UAA | Exit | UNDER ARMOUR INCcl a | $0 | – | -149,500 | – | -0.48% | – |
| PCLN | Exit | PRICELINE GRP INC | $0 | – | -4,000 | – | -0.49% | – |
| GLW | Exit | CORNING INC | $0 | – | -272,900 | – | -0.54% | – |
| Exit | STARWOOD PPTY TR INCnote 4.550% 3/0 | $0 | – | -5,993,000 | – | -0.54% | – | |
| CHK | Exit | CHESAPEAKE ENERGY CORP | $0 | – | -1,040,000 | – | -0.54% | – |
| AGNPRA | Exit | ALLERGAN PLCpfd conv ser a | $0 | – | -8,900 | – | -0.61% | – |
| Exit | WRIGHT MED GROUP INCnote 2.000% 2/1 | $0 | – | -7,200,000 | – | -0.64% | – | |
| CELG | Exit | CELGENE CORP | $0 | – | -73,700 | – | -0.64% | – |
| CSX | Exit | CSX CORP | $0 | – | -252,800 | – | -0.64% | – |
| ADBE | Exit | ADOBE SYS INC | $0 | – | -73,800 | – | -0.67% | – |
| Exit | STILLWATER MNG COnote 1.750%10/1 | $0 | – | -6,844,000 | – | -0.68% | – | |
| APC | Exit | ANADARKO PETE CORP | $0 | – | -138,200 | – | -0.73% | – |
| DCUD | Exit | DOMINION RES INC VA NEWunit 08/15/2019 | $0 | – | -176,013 | – | -0.74% | – |
| HLF | Exit | HERBALIFE LTD | $0 | – | -145,300 | – | -0.75% | – |
| SMH | Exit | VANECK VECTORS ETF TRsemiconductor et | $0 | – | -143,200 | – | -0.83% | – |
| Exit | WEBMD HEALTH CORPnote 1.500%12/0 | $0 | – | -9,600,000 | – | -0.91% | – | |
| TWX | Exit | TIME WARNER INC | $0 | – | -141,200 | – | -0.94% | – |
| Exit | WHITING PETE CORP NEWdbcv 1.250% 6/0 | $0 | – | -14,000,000 | – | -1.10% | – | |
| Exit | INTEL CORPsdcv 12/1 | $0 | – | -12,080,000 | – | -1.38% | – | |
| WFC | Exit | WELLS FARGO & CO NEW | $0 | – | -511,600 | – | -1.88% | – |
| DOW | Exit | DOW CHEM CO | $0 | – | -443,000 | – | -1.91% | – |
| MRO | Exit | MARATHON OIL CORP | $0 | – | -1,547,900 | – | -2.04% | – |
| PXD | Exit | PIONEER NAT RES CO | $0 | – | -151,500 | – | -2.34% | – |
| IBM | Exit | INTERNATIONAL BUSINESS MACHS | $0 | – | -208,614 | – | -2.76% | – |
| BIIB | Exit | BIOGEN INC | $0 | – | -115,200 | – | -3.00% | – |
| DIA | Exit | SPDR DOW JONES INDL AVRG ETFut ser 1 | $0 | – | -332,844 | – | -5.06% | – |
| AMZN | Exit | AMAZON COM INC | $0 | – | -125,000 | – | -8.71% | – |
| SPY | Exit | SPDR S&P 500 ETF TRtr unit | $0 | – | -501,806 | – | -9.04% | – |
| QQQ | Exit | POWERSHARES QQQ TRUSTunit ser 1 | $0 | – | -975,571 | – | -9.64% | – |
| TLT | Exit | ISHARES TR20 yr tr bd etf | $0 | – | -1,500,000 | – | -17.16% | – |
Q3 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| TLT | Buy | ISHARES TR20 yr tr bd etf | $206,265,000 | +271.2% | 1,500,000 | +275.0% | 17.16% | +94.8% |
| QQQ | Buy | POWERSHARES QQQ TRUSTunit ser 1 | $115,826,000 | +926.4% | 975,571 | +830.0% | 9.64% | +438.7% |
| SPY | Buy | SPDR S&P 500 ETF TRtr unit | $108,591,000 | +3.3% | 501,806 | +0.0% | 9.04% | -45.8% |
| AMZN | New | AMAZON COM INC | $104,664,000 | – | 125,000 | – | 8.71% | – |
| DIA | Buy | SPDR DOW JONES INDL AVRG ETFut ser 1 | $60,852,000 | +16.9% | 332,844 | +14.5% | 5.06% | -38.7% |
| BIIB | New | BIOGEN INC | $36,061,000 | – | 115,200 | – | 3.00% | – |
| IBM | Buy | INTERNATIONAL BUSINESS MACHS | $33,138,000 | +151.6% | 208,614 | +140.4% | 2.76% | +32.0% |
| PXD | New | PIONEER NAT RES CO | $28,126,000 | – | 151,500 | – | 2.34% | – |
| MRO | New | MARATHON OIL CORP | $24,472,000 | – | 1,547,900 | – | 2.04% | – |
| DOW | New | DOW CHEM CO | $22,961,000 | – | 443,000 | – | 1.91% | – |
| WFC | Buy | WELLS FARGO & CO NEW | $22,654,000 | +378.6% | 511,600 | +411.6% | 1.88% | +151.3% |
| Buy | INTEL CORPsdcv 12/1 | $16,612,000 | +180.2% | 12,080,000 | +162.6% | 1.38% | +47.0% | |
| New | WHITING PETE CORP NEWdbcv 1.250% 6/0 | $13,203,000 | – | 14,000,000 | – | 1.10% | – | |
| TWX | New | TIME WARNER INC | $11,241,000 | – | 141,200 | – | 0.94% | – |
| Buy | WEBMD HEALTH CORPnote 1.500%12/0 | $10,974,000 | +70.3% | 9,600,000 | +88.2% | 0.91% | -10.6% | |
| SMH | New | VANECK VECTORS ETF TRsemiconductor et | $9,948,000 | – | 143,200 | – | 0.83% | – |
| HLF | New | HERBALIFE LTD | $9,007,000 | – | 145,300 | – | 0.75% | – |
| DCUD | New | DOMINION RES INC VA NEWunit 08/15/2019 | $8,839,000 | – | 176,013 | – | 0.74% | – |
| APC | New | ANADARKO PETE CORP | $8,756,000 | – | 138,200 | – | 0.73% | – |
| Buy | STILLWATER MNG COnote 1.750%10/1 | $8,161,000 | +629.3% | 6,844,000 | +584.4% | 0.68% | +283.6% | |
| ADBE | New | ADOBE SYS INC | $8,010,000 | – | 73,800 | – | 0.67% | – |
| CSX | New | CSX CORP | $7,710,000 | – | 252,800 | – | 0.64% | – |
| New | WRIGHT MED GROUP INCnote 2.000% 2/1 | $7,704,000 | – | 7,200,000 | – | 0.64% | – | |
| CELG | Buy | CELGENE CORP | $7,704,000 | +681.3% | 73,700 | +637.0% | 0.64% | +310.9% |
| AGNPRA | Sell | ALLERGAN PLCpfd conv ser a | $7,280,000 | -8.2% | 8,900 | -7.0% | 0.61% | -51.8% |
| CHK | New | CHESAPEAKE ENERGY CORP | $6,521,000 | – | 1,040,000 | – | 0.54% | – |
| Buy | STARWOOD PPTY TR INCnote 4.550% 3/0 | $6,476,000 | +680.2% | 5,993,000 | +649.1% | 0.54% | +308.3% | |
| GLW | Sell | CORNING INC | $6,454,000 | -9.5% | 272,900 | -21.7% | 0.54% | -52.5% |
| PCLN | Buy | PRICELINE GRP INC | $5,886,000 | +625.8% | 4,000 | +515.4% | 0.49% | +279.8% |
| UAA | Buy | UNDER ARMOUR INCcl a | $5,783,000 | +45.6% | 149,500 | +51.0% | 0.48% | -23.7% |
| CVX | Buy | CHEVRON CORP NEW | $5,611,000 | +23.6% | 54,514 | +25.9% | 0.47% | -35.0% |
| MMM | Buy | 3M CO | $5,430,000 | +418.1% | 30,814 | +414.9% | 0.45% | +172.3% |
| TSLA | New | TESLA MTRS INC | $5,186,000 | – | 25,420 | – | 0.43% | – |
| CMG | New | CHIPOTLE MEXICAN GRILL INC | $5,082,000 | – | 12,000 | – | 0.42% | – |
| MO | New | ALTRIA GROUP INC | $4,976,000 | – | 78,700 | – | 0.41% | – |
| GS | Buy | GOLDMAN SACHS GROUP INC | $4,969,000 | +458.9% | 30,814 | +414.9% | 0.41% | +192.9% |
| PWR | New | QUANTA SVCS INC | $4,834,000 | – | 172,700 | – | 0.40% | – |
| Buy | XILINX INCnote 2.625% 6/1 | $4,718,000 | +33.1% | 2,506,000 | +13.6% | 0.39% | -30.1% | |
| UTX | Buy | UNITED TECHNOLOGIES CORP | $4,441,000 | +623.3% | 43,714 | +630.4% | 0.37% | +281.4% |
| ANTX | Buy | ANTHEM INCunit 05/01/20188 | $4,347,000 | +337.3% | 100,000 | +345.4% | 0.36% | +129.1% |
| UNH | Buy | UNITEDHEALTH GROUP INC | $4,314,000 | +410.5% | 30,814 | +414.9% | 0.36% | +167.9% |
| IGE | New | ISHARES TRna nat res | $4,259,000 | – | 123,600 | – | 0.35% | – |
| FTRPR | New | FRONTIER COMMUNICATIONS CORPpfd conv ser-a | $4,154,000 | – | 50,000 | – | 0.35% | – |
| Buy | WEBMD HEALTH CORPnote 2.500% 1/3 | $4,109,000 | +167.7% | 3,975,000 | +181.7% | 0.34% | +40.7% | |
| Buy | MEDICINES COnote 2.500% 1/1 | $4,107,000 | +73.6% | 3,180,000 | +59.0% | 0.34% | -8.8% | |
| BA | Buy | BOEING CO | $4,059,000 | +422.4% | 30,814 | +414.9% | 0.34% | +174.8% |
| New | CTRIP COM INTL LTDnote 1.000% 7/0 | $4,026,000 | – | 3,700,000 | – | 0.34% | – | |
| HD | Buy | HOME DEPOT INC | $3,965,000 | +419.0% | 30,814 | +414.9% | 0.33% | +172.7% |
| GILD | New | GILEAD SCIENCES INC | $3,956,000 | – | 50,000 | – | 0.33% | – |
| Buy | PALO ALTO NETWORKS INCnote 7/0 | $3,850,000 | +812.3% | 2,526,000 | +660.8% | 0.32% | +377.6% | |
| MBBYF | Buy | MOBILEYE N V AMSTELVEEN | $3,657,000 | +2.9% | 85,900 | +11.6% | 0.30% | -46.0% |
| JNJ | Buy | JOHNSON & JOHNSON | $3,640,000 | +401.4% | 30,814 | +414.9% | 0.30% | +163.5% |
| MCD | Buy | MCDONALDS CORP | $3,555,000 | +393.8% | 30,814 | +414.9% | 0.30% | +159.6% |
| TRV | Buy | TRAVELERS COMPANIES INC | $3,530,000 | +395.8% | 30,814 | +414.9% | 0.29% | +160.2% |
| AAPL | Sell | APPLE INC | $3,484,000 | -89.8% | 30,814 | -91.4% | 0.29% | -94.7% |
| RH | Buy | RESTORATION HARDWARE HLDGS I | $3,399,000 | +86.0% | 98,300 | +54.3% | 0.28% | -2.4% |
| WHR | New | WHIRLPOOL CORP | $3,308,000 | – | 20,400 | – | 0.28% | – |
| CCL | New | CARNIVAL CORPunit 99/99/9999 | $3,281,000 | – | 67,200 | – | 0.27% | – |
| Sell | CTRIP COM INTL LTDnote 1.250%10/1 | $3,248,000 | -41.2% | 2,511,000 | -44.3% | 0.27% | -69.1% | |
| CSCO | Buy | CISCO SYS INC | $3,198,000 | +46.7% | 100,814 | +32.7% | 0.27% | -23.1% |
| AMJ | New | JPMORGAN CHASE & COalerian ml etn | $3,103,000 | – | 98,500 | – | 0.26% | – |
| Buy | ON SEMICONDUCTOR CORPnote 2.625%12/1 | $2,879,000 | +18.3% | 2,411,000 | +2.7% | 0.24% | -37.8% | |
| IBN | New | ICICI BK LTDadr | $2,869,000 | – | 384,100 | – | 0.24% | – |
| DIS | Buy | DISNEY WALT CO | $2,861,000 | +389.1% | 30,814 | +414.9% | 0.24% | +155.9% |
| PG | Buy | PROCTER AND GAMBLE CO | $2,766,000 | +445.6% | 30,814 | +414.9% | 0.23% | +187.5% |
| HLF | New | HERBALIFE LTDput | $2,759,000 | – | 145,300 | – | 0.23% | – |
| CAT | Buy | CATERPILLAR INC DEL | $2,735,000 | +502.4% | 30,814 | +414.9% | 0.23% | +216.7% |
| XOM | Buy | EXXON MOBIL CORP | $2,689,000 | +379.3% | 30,814 | +414.9% | 0.22% | +151.7% |
| FIT | Sell | FITBIT INCcl a | $2,615,000 | +16.1% | 176,200 | -4.4% | 0.22% | -38.9% |
| IP | New | INTL PAPER CO | $2,605,000 | – | 54,300 | – | 0.22% | – |
| V | Buy | VISA INC | $2,548,000 | +473.9% | 30,814 | +414.9% | 0.21% | +202.9% |
| SWNC | Buy | SOUTHWESTERN ENERGY CO | $2,540,000 | +13.1% | 80,000 | +5.0% | 0.21% | -40.7% |
| SPWR | Buy | SUNPOWER CORPput | $2,435,000 | +151.8% | 170,500 | +43.4% | 0.20% | +32.7% |
| FIT | Sell | FITBIT INCput | $2,399,000 | -15.9% | 176,200 | -4.4% | 0.20% | -55.8% |
| WMT | Buy | WAL-MART STORES INC | $2,222,000 | +408.5% | 30,814 | +414.9% | 0.18% | +168.1% |
| LGF | Buy | LIONS GATE ENTMNT CORP | $2,197,000 | +316.1% | 109,900 | +321.1% | 0.18% | +117.9% |
| DDD | Sell | 3-D SYS CORP DEL | $2,163,000 | +12.5% | 120,500 | -14.2% | 0.18% | -41.0% |
| NEE | New | NEXTERA ENERGY INC | $2,116,000 | – | 17,300 | – | 0.18% | – |
| New | LINKEDIN CORPnote 0.500%11/0 | $2,084,000 | – | 2,102,000 | – | 0.17% | – | |
| DD | Buy | DU PONT E I DE NEMOURS & CO | $2,064,000 | +432.0% | 30,814 | +414.9% | 0.17% | +177.4% |
| MAT | Sell | MATTEL INC | $2,071,000 | -59.6% | 68,400 | -58.2% | 0.17% | -78.8% |
| SBUX | Buy | STARBUCKS CORP | $2,063,000 | +80.6% | 38,100 | +90.5% | 0.17% | -5.0% |
| JPM | Buy | JPMORGAN CHASE & CO | $2,052,000 | +451.6% | 30,814 | +414.9% | 0.17% | +189.8% |
| Buy | COBALT INTL ENERGY INCnote 2.625%12/0 | $2,002,000 | +222.9% | 4,000,000 | +100.0% | 0.17% | +70.4% | |
| AXP | Buy | AMERICAN EXPRESS CO | $1,973,000 | +442.0% | 30,814 | +414.9% | 0.16% | +182.8% |
| KNDI | Buy | KANDI TECHNOLOGIES GROUP INCput | $1,936,000 | +11.6% | 130,600 | +23.9% | 0.16% | -41.5% |
| MRK | Buy | MERCK & CO INC | $1,923,000 | +457.4% | 30,814 | +414.9% | 0.16% | +190.9% |
| CX | New | CEMEX SAB DE CVspon adr new | $1,840,000 | – | 231,800 | – | 0.15% | – |
| MSFT | Buy | MICROSOFT CORP | $1,775,000 | +480.1% | 30,814 | +414.9% | 0.15% | +202.0% |
| SPWR | Buy | SUNPOWER CORP | $1,681,000 | -8.7% | 188,500 | +58.5% | 0.14% | -52.1% |
| New | STARWOOD PPTY TR INCnote 3.750%10/1 | $1,672,000 | – | 1,636,000 | – | 0.14% | – | |
| HRB | New | BLOCK H & R INC | $1,651,000 | – | 71,300 | – | 0.14% | – |
| RHT | Buy | RED HAT INC | $1,641,000 | +33.7% | 20,300 | +20.1% | 0.14% | -29.7% |
| NKE | Buy | NIKE INCcl b | $1,622,000 | +391.5% | 30,814 | +414.9% | 0.14% | +159.6% |
| VZ | Buy | VERIZON COMMUNICATIONS INC | $1,602,000 | +379.6% | 30,814 | +414.9% | 0.13% | +150.9% |
| RIG | Buy | TRANSOCEAN LTD | $1,569,000 | +266.6% | 147,200 | +308.9% | 0.13% | +92.6% |
| PACE | New | PACE HLDGS CORPcl a | $1,543,000 | – | 156,700 | – | 0.13% | – |
| SCTY | Buy | SOLARCITY CORP | $1,530,000 | +35.5% | 78,200 | +65.7% | 0.13% | -29.1% |
| TEVA | New | TEVA PHARMACEUTICAL INDS LTDadr | $1,495,000 | – | 32,500 | – | 0.12% | – |
| XRX | Buy | XEROX CORP | $1,473,000 | +183.3% | 145,400 | +165.3% | 0.12% | +50.0% |
| GRUB | Sell | GRUBHUB INC | $1,419,000 | +28.6% | 33,000 | -7.0% | 0.12% | -32.6% |
| RIG | Buy | TRANSOCEAN LTDput | $1,329,000 | +36.4% | 147,200 | +308.9% | 0.11% | -27.9% |
| KO | Buy | COCA COLA CO | $1,304,000 | +381.2% | 30,814 | +414.9% | 0.11% | +151.2% |
| WW | Buy | WEIGHT WATCHERS INTL INC NEW | $1,235,000 | +1319.5% | 119,700 | +1496.0% | 0.10% | +635.7% |
| MEG | New | MEDIA GEN INC NEW | $1,198,000 | – | 65,000 | – | 0.10% | – |
| INTC | New | INTEL CORP | $1,163,000 | – | 30,814 | – | 0.10% | – |
| Sell | ROYAL GOLD INCnote 2.875% 6/1 | $1,115,000 | -28.0% | 1,003,000 | -33.1% | 0.09% | -62.0% | |
| WW | Buy | WEIGHT WATCHERS INTL INC NEWput | $1,089,000 | +53.2% | 119,700 | +1496.0% | 0.09% | -19.5% |
| GPRO | Sell | GOPRO INCput | $1,040,000 | -77.1% | 42,400 | -78.0% | 0.09% | -87.9% |
| PFE | Buy | PFIZER INC | $1,044,000 | +394.8% | 30,814 | +414.9% | 0.09% | +163.6% |
| DISH | New | DISH NETWORK CORPcl a | $1,041,000 | – | 19,000 | – | 0.09% | – |
| CSIQ | New | CANADIAN SOLAR INC | $1,043,000 | – | 75,900 | – | 0.09% | – |
| CY | New | CYPRESS SEMICONDUCTOR CORP | $1,037,000 | – | 85,270 | – | 0.09% | – |
| CBRE | New | CBRE GROUP INCcl a | $1,010,000 | – | 36,100 | – | 0.08% | – |
| TSLA | New | TESLA MTRS INCput | $998,000 | – | 2,275,420 | – | 0.08% | – |
| New | BROCADE COMMUNICATIONS SYS Inote 1.375% 1/0 | $987,000 | – | 1,000,000 | – | 0.08% | – | |
| GLD | Sell | SPDR GOLD TRUST | $980,000 | -48.3% | 7,800 | -48.0% | 0.08% | -72.8% |
| SLV | Buy | ISHARES SILVER TRUSTishares | $976,000 | +9.3% | 53,600 | +7.2% | 0.08% | -43.0% |
| PBCT | Sell | PEOPLES UNITED FINANCIAL INC | $922,000 | -73.2% | 58,300 | -75.1% | 0.08% | -85.9% |
| RH | Buy | RESTORATION HARDWARE HLDGS Iput | $918,000 | +74.5% | 98,300 | +54.3% | 0.08% | -8.4% |
| GE | New | GENERAL ELECTRIC CO | $913,000 | – | 30,814 | – | 0.08% | – |
| TWLO | New | TWILIO INCcl a | $888,000 | – | 13,800 | – | 0.07% | – |
| DDD | Sell | 3-D SYS CORP DELput | $835,000 | -57.4% | 120,500 | -13.9% | 0.07% | -77.8% |
| AMBA | Sell | AMBARELLA INC | $817,000 | -50.8% | 11,100 | -66.1% | 0.07% | -74.1% |
| DYNPRA | Buy | DYNEGY INC NEW DELpfd conv ser a | $806,000 | +33.9% | 17,525 | +79.4% | 0.07% | -29.5% |
| CFCO | New | CF CORP | $796,000 | – | 81,313 | – | 0.07% | – |
| HDRA | New | HYDRA INDS ACQUISITION CORP | $783,000 | – | 78,655 | – | 0.06% | – |
| UAA | Buy | UNDER ARMOUR INCput | $732,000 | +31.9% | 149,500 | +51.0% | 0.06% | -30.7% |
| JUNO | New | JUNO THERAPEUTICS INC | $732,000 | – | 24,400 | – | 0.06% | – |
| SEDG | Sell | SOLAREDGE TECHNOLOGIES INC | $717,000 | -19.8% | 41,600 | -8.8% | 0.06% | -57.7% |
| KNDI | Buy | KANDI TECHNOLOGIES GROUP INC | $717,000 | -4.9% | 130,600 | +23.9% | 0.06% | -50.0% |
| GPRO | Sell | GOPRO INCcl a | $707,000 | -66.0% | 42,400 | -78.0% | 0.06% | -82.1% |
| MNKD | Buy | MANNKIND CORPput | $685,000 | +8.9% | 119,800 | +58.0% | 0.06% | -43.0% |
| SCTY | Buy | SOLARCITY CORPput | $691,000 | +14.2% | 78,200 | +65.7% | 0.06% | -40.6% |
| LGF | Buy | LIONS GATE ENTMNT CORPput | $674,000 | +334.8% | 109,900 | +321.1% | 0.06% | +124.0% |
| XPO | Sell | XPO LOGISTICS INC | $645,000 | -49.6% | 17,600 | -63.9% | 0.05% | -73.4% |
| SHAK | New | SHAKE SHACK INCcl a | $621,000 | – | 17,900 | – | 0.05% | – |
| FIZZ | New | NATIONAL BEVERAGE CORP | $630,000 | – | 14,300 | – | 0.05% | – |
| NTTYY | New | NIPPON TELEG & TEL CORPsponsored adr | $617,000 | – | 13,465 | – | 0.05% | – |
| SMFG | New | SUMITOMO MITSUI FINL GROUP Isponsored adr | $518,000 | – | 76,715 | – | 0.04% | – |
| IRWD | New | IRONWOOD PHARMACEUTICALS INC | $516,000 | – | 32,500 | – | 0.04% | – |
| MBBYF | Buy | MOBILEYE N V AMSTELVEENput | $505,000 | +6.3% | 85,900 | +11.6% | 0.04% | -44.0% |
| KMI | New | KINDER MORGAN INC DEL | $463,000 | – | 20,000 | – | 0.04% | – |
| CSIQ | New | CANADIAN SOLAR INCput | $469,000 | – | 75,900 | – | 0.04% | – |
| AAPRB | New | ALCOA INC | $456,000 | – | 14,000 | – | 0.04% | – |
| ADMP | New | ADAMIS PHARMACEUTICALS CORP | $454,000 | – | 132,254 | – | 0.04% | – |
| TSU | New | TIM PARTICIPACOES S Asponsored adr | $437,000 | – | 35,700 | – | 0.04% | – |
| MUFG | New | MITSUBISHI UFJ FINL GROUP INsponsored adr | $401,000 | – | 79,500 | – | 0.03% | – |
| SHAK | New | SHAKE SHACK INCput | $375,000 | – | 17,900 | – | 0.03% | – |
| ETP | New | ENERGY TRANSFER PRTNRS L Punit ltd partn | $358,000 | – | 9,663 | – | 0.03% | – |
| SEDG | Sell | SOLAREDGE TECHNOLOGIES INCput | $295,000 | -1.0% | 41,600 | -8.8% | 0.02% | -46.8% |
| IDCC | New | INTERDIGITAL INC | $269,000 | – | 3,400 | – | 0.02% | – |
| JUNO | New | JUNO THERAPEUTICS INCput | $265,000 | – | 24,400 | – | 0.02% | – |
| FIZZ | New | NATIONAL BEVERAGE CORPput | $241,000 | – | 14,300 | – | 0.02% | – |
| BDN | New | BRANDYWINE RLTY TRsh ben int new | $219,000 | – | 14,000 | – | 0.02% | – |
| New | TRINITY INDS INCnote 3.875% 6/0 | $214,000 | – | 179,000 | – | 0.02% | – | |
| ELEC | New | ELECTRUM SPL ACQUISITION COR | $211,000 | – | 21,429 | – | 0.02% | – |
| CMG | New | CHIPOTLE MEXICAN GRILL INCput | $191,000 | – | 12,000 | – | 0.02% | – |
| PG | New | PROCTER AND GAMBLE COcall | $163,000 | – | 30,814 | – | 0.01% | – |
| AACH | New | AAC HLDGS INC | $174,000 | – | 10,000 | – | 0.01% | – |
| AUMAU | New | AR CAP ACQUISITION CORPunit 10/06/2019 | $161,000 | – | 17,300 | – | 0.01% | – |
| DDD | Sell | 3-D SYS CORP DELcall | $160,000 | +44.1% | 120,500 | -13.9% | 0.01% | -27.8% |
| GPRO | Sell | GOPRO INCcall | $129,000 | -2.3% | 42,400 | -78.0% | 0.01% | -47.6% |
| NYRT | New | NEW YORK REIT INC | $118,000 | – | 12,898 | – | 0.01% | – |
| SHLDQ | Sell | SEARS HLDGS CORP | $112,000 | -80.2% | 9,800 | -76.4% | 0.01% | -90.0% |
| CSCO | Sell | CISCO SYS INCput | $113,000 | -64.6% | 70,000 | -7.9% | 0.01% | -82.4% |
| Sell | STARWOOD PPTY TR INCnote 4.000% 1/1 | $90,000 | -93.3% | 83,000 | -93.5% | 0.01% | -96.7% | |
| MNKD | Buy | MANNKIND CORP | $74,000 | -15.9% | 119,800 | +58.0% | 0.01% | -57.1% |
| New | MGIC INVT CORP WISnote 5.000% 5/0 | $55,000 | – | 55,000 | – | 0.01% | – | |
| SHLDQ | Sell | SEARS HLDGS CORPput | $44,000 | -88.9% | 9,800 | -76.4% | 0.00% | -93.7% |
| XPO | Sell | XPO LOGISTICS INCput | $48,000 | -82.2% | 17,600 | -63.9% | 0.00% | -90.7% |
| FIT | Sell | FITBIT INCcall | $51,000 | +264.3% | 176,200 | -4.4% | 0.00% | +100.0% |
| TWLO | New | TWILIO INCput | $54,000 | – | 13,800 | – | 0.00% | – |
| GRUB | Sell | GRUBHUB INCput | $31,000 | -80.0% | 33,000 | -7.0% | 0.00% | -88.0% |
| XPO | New | XPO LOGISTICS INCcall | $37,000 | – | 17,600 | – | 0.00% | – |
| MBBYF | Buy | MOBILEYE N V AMSTELVEENcall | $22,000 | -78.4% | 85,900 | +11.6% | 0.00% | -87.5% |
| SPY | New | SPDR S&P 500 ETF TRcall | $26,000 | – | 501,806 | – | 0.00% | – |
| RH | New | RESTORATION HARDWARE HLDGS Icall | $15,000 | – | 98,300 | – | 0.00% | – |
| AMBA | Sell | AMBARELLA INCput | $9,000 | -96.9% | 11,100 | -66.1% | 0.00% | -97.9% |
| RIG | Buy | TRANSOCEAN LTDcall | $8,000 | -98.1% | 147,200 | +308.9% | 0.00% | -98.5% |
| PACEW | New | PACE HLDGS CORP*w exp 99/99/999 | $4,000 | – | 10,000 | – | 0.00% | – |
| TSLA | New | TESLA MTRS INCcall | $3,000 | – | 2,275,420 | – | 0.00% | – |
| SCTY | Buy | SOLARCITY CORPcall | $1,000 | -97.6% | 78,200 | +65.7% | 0.00% | -100.0% |
| HLF | New | HERBALIFE LTDcall | $3,000 | – | 145,300 | – | 0.00% | – |
| SHLDQ | Exit | SEARS HLDGS CORPcall | $0 | – | -41,600 | – | 0.00% | – |
| UAA | Buy | UNDER ARMOUR INCcall | $2,000 | -95.6% | 149,500 | +51.0% | 0.00% | -100.0% |
| AMBA | Exit | AMBARELLA INCcall | $0 | – | -32,700 | – | -0.00% | – |
| MTCH | Exit | MATCH GROUP INCput | $0 | – | -16,500 | – | -0.00% | – |
| Exit | RTI INTL METALS INCnote 1.625%10/1 | $0 | – | -16,000 | – | -0.00% | – | |
| SDRL | Exit | SEADRILL LIMITED | $0 | – | -12,000 | – | -0.01% | – |
| LE | Exit | LANDS END INC NEWput | $0 | – | -22,100 | – | -0.01% | – |
| QUOT | Exit | QUOTIENT TECHNOLOGY INCput | $0 | – | -23,900 | – | -0.01% | – |
| MFRM | Exit | MATTRESS FIRM HLDG CORPput | $0 | – | -12,000 | – | -0.01% | – |
| Exit | ON SEMICONDUCTOR CORPnote 1.000%12/0 | $0 | – | -85,000 | – | -0.01% | – | |
| CMCM | Exit | CHEETAH MOBILE INCput | $0 | – | -12,800 | – | -0.01% | – |
| DRII | Exit | DIAMOND RESORTS INTL INCput | $0 | – | -200,000 | – | -0.02% | – |
| INSYQ | Exit | INSYS THERAPEUTICS INC NEW | $0 | – | -9,000 | – | -0.02% | – |
| CMCM | Exit | CHEETAH MOBILE INCadr | $0 | – | -12,800 | – | -0.02% | – |
| Exit | YAHOO INCnote 12/0 | $0 | – | -132,000 | – | -0.02% | – | |
| ECOM | Exit | CHANNELADVISOR CORP | $0 | – | -10,000 | – | -0.02% | – |
| ASHR | Exit | DBX ETF TRput | $0 | – | -64,200 | – | -0.02% | – |
| Exit | COBALT INTL ENERGY INCnote 3.125% 5/1 | $0 | – | -500,000 | – | -0.02% | – | |
| BOX | Exit | BOX INCput | $0 | – | -15,500 | – | -0.02% | – |
| KERX | Exit | KERYX BIOPHARMACEUTICALS INCput | $0 | – | -31,700 | – | -0.02% | – |
| BOX | Exit | BOX INCcl a | $0 | – | -15,500 | – | -0.02% | – |
| INSYQ | Exit | INSYS THERAPEUTICS INC NEWput | $0 | – | -9,000 | – | -0.03% | – |
| CREE | Exit | CREE INCput | $0 | – | -29,100 | – | -0.03% | – |
| TRUP | Exit | TRUPANION INCput | $0 | – | -18,000 | – | -0.03% | – |
| AA | Exit | ALCOA INC | $0 | – | -22,050 | – | -0.03% | – |
| Exit | ALLEGHENY TECHNOLOGIES INCnote 4.750% 7/0 | $0 | – | -200,000 | – | -0.03% | – | |
| KERX | Exit | KERYX BIOPHARMACEUTICALS INC | $0 | – | -31,700 | – | -0.03% | – |
| TRUP | Exit | TRUPANION INC | $0 | – | -18,000 | – | -0.04% | – |
| MTCH | Exit | MATCH GROUP INC | $0 | – | -16,500 | – | -0.04% | – |
| ZIOP | Exit | ZIOPHARM ONCOLOGY INC | $0 | – | -54,600 | – | -0.05% | – |
| CONN | Exit | CONNS INCput | $0 | – | -45,800 | – | -0.05% | – |
| QUOT | Exit | QUOTIENT TECHNOLOGY INC | $0 | – | -23,900 | – | -0.05% | – |
| ZIOP | Exit | ZIOPHARM ONCOLOGY INCput | $0 | – | -54,600 | – | -0.05% | – |
| CONN | Exit | CONNS INC | $0 | – | -45,800 | – | -0.06% | – |
| Exit | TESLA MTRS INCcall | $0 | – | -2,250,000 | – | -0.06% | – | |
| ANF | Exit | ABERCROMBIE & FITCH COcl a | $0 | – | -20,000 | – | -0.06% | – |
| AAPL | Exit | APPLE INCput | $0 | – | -358,185 | – | -0.06% | – |
| LE | Exit | LANDS END INC NEW | $0 | – | -22,100 | – | -0.06% | – |
| Exit | NXP SEMICONDUCTORS N Vdbcv 1.000%12/0 | $0 | – | -370,000 | – | -0.06% | – | |
| MFRM | Exit | MATTRESS FIRM HLDG CORP | $0 | – | -12,000 | – | -0.06% | – |
| SDRL | Exit | SEADRILL LIMITEDput | $0 | – | -12,000 | – | -0.08% | – |
| DYNC | Exit | DYNEGY INC NEW DELunit 07/01/20191 | $0 | – | -5,000 | – | -0.08% | – |
| Exit | SERVICENOW INCnote 11/0 | $0 | – | -501,000 | – | -0.09% | – | |
| AMT | Exit | AMERICAN TOWER CORP NEW | $0 | – | -5,500 | – | -0.10% | – |
| Exit | TESLA MTRS INCput | $0 | – | -2,250,000 | – | -0.11% | – | |
| CREE | Exit | CREE INC | $0 | – | -29,100 | – | -0.11% | – |
| EPI | Exit | WISDOMTREE TRindia erngs fd | $0 | – | -41,700 | – | -0.13% | – |
| ICPT | Exit | INTERCEPT PHARMACEUTICALS IN | $0 | – | -6,900 | – | -0.16% | – |
| FTR | Exit | FRONTIER COMMUNICATIONS CORP | $0 | – | -222,218 | – | -0.17% | – |
| Exit | WHITING PETE CORP NEWnote 1.250% 4/0 | $0 | – | -1,500,000 | – | -0.18% | – | |
| ASHR | Exit | DBX ETF TRdbxtr har cs 300 | $0 | – | -64,200 | – | -0.24% | – |
| USO | Exit | UNITED STATES OIL FUND LPunits | $0 | – | -150,000 | – | -0.28% | – |
| Exit | AMAG PHARMACEUTICALS INCnote 2.500% 2/1 | $0 | – | -1,600,000 | – | -0.28% | – | |
| SRPT | Exit | SAREPTA THERAPEUTICS INCput | $0 | – | -174,400 | – | -0.29% | – |
| Exit | AMERICAN RLTY CAP PPTYS INCnote 3.750%12/1 | $0 | – | -2,000,000 | – | -0.31% | – | |
| RLYP | Exit | RELYPSA INCput | $0 | – | -219,600 | – | -0.32% | – |
| Exit | IRONWOOD PHARMACEUTICALS INCdbcv 2.250% 6/1 | $0 | – | -2,000,000 | – | -0.33% | – | |
| HES | Exit | HESS CORP | $0 | – | -35,000 | – | -0.33% | – |
| Exit | TWITTER INCnote 1.000% 9/1 | $0 | – | -2,484,000 | – | -0.35% | – | |
| COH | Exit | COACH INC | $0 | – | -55,600 | – | -0.36% | – |
| NRG | Exit | NRG ENERGY INC | $0 | – | -152,300 | – | -0.36% | – |
| MAS | Exit | MASCO CORP | $0 | – | -101,700 | – | -0.50% | – |
| SRPT | Exit | SAREPTA THERAPEUTICS INC | $0 | – | -174,400 | – | -0.53% | – |
| AES | Exit | AES CORP | $0 | – | -270,300 | – | -0.54% | – |
| TIP | Exit | ISHARES TRtips bd etf | $0 | – | -31,600 | – | -0.58% | – |
| Exit | NVIDIA CORPnote 1.000%12/0 | $0 | – | -1,634,000 | – | -0.60% | – | |
| Exit | CEPHEIDdbcv 1.250% 2/0 | $0 | – | -4,502,000 | – | -0.62% | – | |
| Exit | WEATHERFORD INTL LTDnote 5.875% 7/0 | $0 | – | -3,800,000 | – | -0.64% | – | |
| RLYP | Exit | RELYPSA INC | $0 | – | -219,600 | – | -0.64% | – |
| CERN | Exit | CERNER CORP | $0 | – | -70,500 | – | -0.66% | – |
| Exit | MICRON TECHNOLOGY INCnote 1.625% 2/1 | $0 | – | -3,040,000 | – | -0.67% | – | |
| BUD | Exit | ANHEUSER BUSCH INBEV SA/NVsponsored adr | $0 | – | -37,500 | – | -0.78% | – |
| DRII | Exit | DIAMOND RESORTS INTL INC | $0 | – | -200,000 | – | -0.95% | – |
| EXC | Exit | EXELON CORP | $0 | – | -180,700 | – | -1.04% | – |
| BMY | Exit | BRISTOL MYERS SQUIBB CO | $0 | – | -92,300 | – | -1.08% | – |
| NWL | Exit | NEWELL BRANDS INC | $0 | – | -153,000 | – | -1.18% | – |
| CCI | Exit | CROWN CASTLE INTL CORP NEW | $0 | – | -99,800 | – | -1.60% | – |
| INTU | Exit | INTUIT | $0 | – | -98,300 | – | -1.74% | – |
| RAI | Exit | REYNOLDS AMERICAN INC | $0 | – | -233,000 | – | -1.99% | – |
| AGG | Exit | ISHARES TRcore us aggbd et | $0 | – | -147,800 | – | -2.64% | – |
| XLK | Exit | SELECT SECTOR SPDR TRtechnology | $0 | – | -506,200 | – | -3.48% | – |
| XLV | Exit | SELECT SECTOR SPDR TRsbi healthcare | $0 | – | -346,600 | – | -3.94% | – |
Q2 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SPY | New | SPDR S&P 500 ETF TRtr unit | $105,086,000 | – | 501,667 | – | 16.66% | – |
| TLT | New | ISHARES TR20 yr tr bd etf | $55,560,000 | – | 400,000 | – | 8.81% | – |
| DIA | New | SPDR DOW JONES INDL AVRG ETFut ser 1 | $52,063,000 | – | 290,761 | – | 8.25% | – |
| AAPL | New | APPLE INC | $34,242,000 | – | 358,185 | – | 5.43% | – |
| XLV | New | SELECT SECTOR SPDR TRsbi healthcare | $24,853,000 | – | 346,600 | – | 3.94% | – |
| XLK | New | SELECT SECTOR SPDR TRtechnology | $21,954,000 | – | 506,200 | – | 3.48% | – |
| AGG | New | ISHARES TRcore us aggbd et | $16,644,000 | – | 147,800 | – | 2.64% | – |
| IBM | New | INTERNATIONAL BUSINESS MACHS | $13,172,000 | – | 86,785 | – | 2.09% | – |
| RAI | New | REYNOLDS AMERICAN INC | $12,566,000 | – | 233,000 | – | 1.99% | – |
| QQQ | New | POWERSHARES QQQ TRUSTunit ser 1 | $11,285,000 | – | 104,903 | – | 1.79% | – |
| INTU | New | INTUIT | $10,971,000 | – | 98,300 | – | 1.74% | – |
| CCI | New | CROWN CASTLE INTL CORP NEW | $10,123,000 | – | 99,800 | – | 1.60% | – |
| AGNPRA | New | ALLERGAN PLCpfd conv ser a | $7,930,000 | – | 9,568 | – | 1.26% | – |
| NWL | New | NEWELL BRANDS INC | $7,431,000 | – | 153,000 | – | 1.18% | – |
| GLW | New | CORNING INC | $7,135,000 | – | 348,400 | – | 1.13% | – |
| BMY | New | BRISTOL MYERS SQUIBB CO | $6,789,000 | – | 92,300 | – | 1.08% | – |
| EXC | New | EXELON CORP | $6,570,000 | – | 180,700 | – | 1.04% | – |
| New | WEBMD HEALTH CORPnote 1.500%12/0 | $6,443,000 | – | 5,100,000 | – | 1.02% | – | |
| DRII | New | DIAMOND RESORTS INTL INC | $5,992,000 | – | 200,000 | – | 0.95% | – |
| New | INTEL CORPsdcv 12/1 | $5,929,000 | – | 4,600,000 | – | 0.94% | – | |
| New | CTRIP COM INTL LTDnote 1.250%10/1 | $5,521,000 | – | 4,511,000 | – | 0.88% | – | |
| New | PACIRA PHARMACEUTICALS INCnote 3.250% 2/0 | $5,205,000 | – | 3,500,000 | – | 0.82% | – | |
| MAT | New | MATTEL INC | $5,125,000 | – | 163,800 | – | 0.81% | – |
| BUD | New | ANHEUSER BUSCH INBEV SA/NVsponsored adr | $4,938,000 | – | 37,500 | – | 0.78% | – |
| WFC | New | WELLS FARGO & CO NEW | $4,733,000 | – | 100,000 | – | 0.75% | – |
| GPRO | New | GOPRO INCput | $4,539,000 | – | 192,500 | – | 0.72% | – |
| CVX | New | CHEVRON CORP NEW | $4,538,000 | – | 43,285 | – | 0.72% | – |
| New | MICRON TECHNOLOGY INCnote 1.625% 2/1 | $4,253,000 | – | 3,040,000 | – | 0.67% | – | |
| CERN | New | CERNER CORP | $4,131,000 | – | 70,500 | – | 0.66% | – |
| RLYP | New | RELYPSA INC | $4,063,000 | – | 219,600 | – | 0.64% | – |
| New | WEATHERFORD INTL LTDnote 5.875% 7/0 | $4,046,000 | – | 3,800,000 | – | 0.64% | – | |
| UAA | New | UNDER ARMOUR INCcl a | $3,973,000 | – | 99,000 | – | 0.63% | – |
| New | CEPHEIDdbcv 1.250% 2/0 | $3,918,000 | – | 4,502,000 | – | 0.62% | – | |
| New | NVIDIA CORPnote 1.000%12/0 | $3,816,000 | – | 1,634,000 | – | 0.60% | – | |
| New | TESLA MTRS INCnote 1.500% 6/0 | $3,819,000 | – | 2,250,000 | – | 0.60% | – | |
| TIP | New | ISHARES TRtips bd etf | $3,687,000 | – | 31,600 | – | 0.58% | – |
| MBBYF | New | MOBILEYE N V AMSTELVEEN | $3,553,000 | – | 77,000 | – | 0.56% | – |
| New | XILINX INCnote 2.625% 6/1 | $3,545,000 | – | 2,206,000 | – | 0.56% | – | |
| PBCT | New | PEOPLES UNITED FINANCIAL INC | $3,439,000 | – | 234,600 | – | 0.54% | – |
| AES | New | AES CORP | $3,373,000 | – | 270,300 | – | 0.54% | – |
| SRPT | New | SAREPTA THERAPEUTICS INC | $3,326,000 | – | 174,400 | – | 0.53% | – |
| MAS | New | MASCO CORP | $3,147,000 | – | 101,700 | – | 0.50% | – |
| FIT | New | FITBIT INCput | $2,852,000 | – | 184,300 | – | 0.45% | – |
| New | ON SEMICONDUCTOR CORPnote 2.625%12/1 | $2,433,000 | – | 2,348,000 | – | 0.39% | – | |
| New | MEDICINES COnote 2.500% 1/1 | $2,366,000 | – | 2,000,000 | – | 0.38% | – | |
| LC | New | LENDINGCLUB CORPput | $2,287,000 | – | 427,400 | – | 0.36% | – |
| NRG | New | NRG ENERGY INC | $2,283,000 | – | 152,300 | – | 0.36% | – |
| YHOO | New | YAHOO INC | $2,265,000 | – | 60,300 | – | 0.36% | – |
| COH | New | COACH INC | $2,265,000 | – | 55,600 | – | 0.36% | – |
| FIT | New | FITBIT INCcl a | $2,252,000 | – | 184,300 | – | 0.36% | – |
| SWNC | New | SOUTHWESTERN ENERGY CO | $2,246,000 | – | 76,184 | – | 0.36% | – |
| New | TWITTER INCnote 1.000% 9/1 | $2,205,000 | – | 2,484,000 | – | 0.35% | – | |
| CSCO | New | CISCO SYS INC | $2,180,000 | – | 75,985 | – | 0.35% | – |
| HES | New | HESS CORP | $2,104,000 | – | 35,000 | – | 0.33% | – |
| GPRO | New | GOPRO INCcl a | $2,081,000 | – | 192,500 | – | 0.33% | – |
| New | IRONWOOD PHARMACEUTICALS INCdbcv 2.250% 6/1 | $2,072,000 | – | 2,000,000 | – | 0.33% | – | |
| RLYP | New | RELYPSA INCput | $2,022,000 | – | 219,600 | – | 0.32% | – |
| New | AMERICAN RLTY CAP PPTYS INCnote 3.750%12/1 | $1,978,000 | – | 2,000,000 | – | 0.31% | – | |
| DDD | New | 3-D SYS CORP DELput | $1,962,000 | – | 140,000 | – | 0.31% | – |
| DDD | New | 3-D SYS CORP DEL | $1,922,000 | – | 140,400 | – | 0.30% | – |
| YHOO | New | YAHOO INCput | $1,902,000 | – | 60,300 | – | 0.30% | – |
| GLD | New | SPDR GOLD TRUST | $1,897,000 | – | 15,000 | – | 0.30% | – |
| SRPT | New | SAREPTA THERAPEUTICS INCput | $1,847,000 | – | 174,400 | – | 0.29% | – |
| SPWR | New | SUNPOWER CORP | $1,842,000 | – | 118,900 | – | 0.29% | – |
| LC | New | LENDINGCLUB CORP | $1,838,000 | – | 427,400 | – | 0.29% | – |
| RH | New | RESTORATION HARDWARE HLDGS I | $1,827,000 | – | 63,700 | – | 0.29% | – |
| New | AMAG PHARMACEUTICALS INCnote 2.500% 2/1 | $1,766,000 | – | 1,600,000 | – | 0.28% | – | |
| USO | New | UNITED STATES OIL FUND LPunits | $1,736,000 | – | 150,000 | – | 0.28% | – |
| KNDI | New | KANDI TECHNOLOGIES GROUP INCput | $1,735,000 | – | 105,400 | – | 0.28% | – |
| AMBA | New | AMBARELLA INC | $1,661,000 | – | 32,700 | – | 0.26% | – |
| New | ROYAL GOLD INCnote 2.875% 6/1 | $1,548,000 | – | 1,500,000 | – | 0.24% | – | |
| New | WEBMD HEALTH CORPnote 2.500% 1/3 | $1,535,000 | – | 1,411,000 | – | 0.24% | – | |
| ASHR | New | DBX ETF TRdbxtr har cs 300 | $1,525,000 | – | 64,200 | – | 0.24% | – |
| New | STARWOOD PPTY TR INCnote 4.000% 1/1 | $1,337,000 | – | 1,283,000 | – | 0.21% | – | |
| XPO | New | XPO LOGISTICS INC | $1,279,000 | – | 48,700 | – | 0.20% | – |
| RHT | New | RED HAT INC | $1,227,000 | – | 16,900 | – | 0.20% | – |
| SBUX | New | STARBUCKS CORP | $1,142,000 | – | 20,000 | – | 0.18% | – |
| SCTY | New | SOLARCITY CORP | $1,129,000 | – | 47,200 | – | 0.18% | – |
| New | WHITING PETE CORP NEWnote 1.250% 4/0 | $1,125,000 | – | 1,500,000 | – | 0.18% | – | |
| New | STILLWATER MNG COnote 1.750%10/1 | $1,119,000 | – | 1,000,000 | – | 0.18% | – | |
| GRUB | New | GRUBHUB INC | $1,103,000 | – | 35,500 | – | 0.18% | – |
| FTR | New | FRONTIER COMMUNICATIONS CORP | $1,098,000 | – | 222,218 | – | 0.17% | – |
| MMM | New | 3M CO | $1,048,000 | – | 5,985 | – | 0.17% | – |
| ANTX | New | ANTHEM INCunit 05/01/20188 | $994,000 | – | 22,450 | – | 0.16% | – |
| CELG | New | CELGENE CORP | $986,000 | – | 10,000 | – | 0.16% | – |
| ICPT | New | INTERCEPT PHARMACEUTICALS IN | $984,000 | – | 6,900 | – | 0.16% | – |
| RIG | New | TRANSOCEAN LTDput | $974,000 | – | 36,000 | – | 0.15% | – |
| SPWR | New | SUNPOWER CORPput | $967,000 | – | 118,900 | – | 0.15% | – |
| SEDG | New | SOLAREDGE TECHNOLOGIES INC | $894,000 | – | 45,600 | – | 0.14% | – |
| SLV | New | ISHARES SILVER TRUSTishares | $893,000 | – | 50,000 | – | 0.14% | – |
| GS | New | GOLDMAN SACHS GROUP INC | $889,000 | – | 5,985 | – | 0.14% | – |
| UNH | New | UNITEDHEALTH GROUP INC | $845,000 | – | 5,985 | – | 0.13% | – |
| EPI | New | WISDOMTREE TRindia erngs fd | $842,000 | – | 41,700 | – | 0.13% | – |
| New | STARWOOD PPTY TR INCnote 4.550% 3/0 | $830,000 | – | 800,000 | – | 0.13% | – | |
| PCLN | New | PRICELINE GRP INC | $811,000 | – | 650 | – | 0.13% | – |
| BA | New | BOEING CO | $777,000 | – | 5,985 | – | 0.12% | – |
| HD | New | HOME DEPOT INC | $764,000 | – | 5,985 | – | 0.12% | – |
| KNDI | New | KANDI TECHNOLOGIES GROUP INC | $754,000 | – | 105,400 | – | 0.12% | – |
| JNJ | New | JOHNSON & JOHNSON | $726,000 | – | 5,985 | – | 0.12% | – |
| MCD | New | MCDONALDS CORP | $720,000 | – | 5,985 | – | 0.11% | – |
| WW | New | WEIGHT WATCHERS INTL INC NEWput | $711,000 | – | 7,500 | – | 0.11% | – |
| TRV | New | TRAVELERS COMPANIES INC | $712,000 | – | 5,985 | – | 0.11% | – |
| CREE | New | CREE INC | $711,000 | – | 29,100 | – | 0.11% | – |
| New | TESLA MTRS INCput | $671,000 | – | 2,250,000 | – | 0.11% | – | |
| MNKD | New | MANNKIND CORPput | $629,000 | – | 75,800 | – | 0.10% | – |
| AMT | New | AMERICAN TOWER CORP NEW | $625,000 | – | 5,500 | – | 0.10% | – |
| New | COBALT INTL ENERGY INCnote 2.625%12/0 | $620,000 | – | 2,000,000 | – | 0.10% | – | |
| UTX | New | UNITED TECHNOLOGIES CORP | $614,000 | – | 5,985 | – | 0.10% | – |
| SCTY | New | SOLARCITY CORPput | $605,000 | – | 47,200 | – | 0.10% | – |
| DYNPRA | New | DYNEGY INC NEW DELpfd conv ser a | $602,000 | – | 9,770 | – | 0.10% | – |
| DIS | New | DISNEY WALT CO | $585,000 | – | 5,985 | – | 0.09% | – |
| SHLDQ | New | SEARS HLDGS CORP | $566,000 | – | 41,600 | – | 0.09% | – |
| XOM | New | EXXON MOBIL CORP | $561,000 | – | 5,985 | – | 0.09% | – |
| UAA | New | UNDER ARMOUR INCput | $555,000 | – | 99,000 | – | 0.09% | – |
| New | SERVICENOW INCnote 11/0 | $558,000 | – | 501,000 | – | 0.09% | – | |
| DYNC | New | DYNEGY INC NEW DELunit 07/01/20191 | $539,000 | – | 5,000 | – | 0.08% | – |
| LGF | New | LIONS GATE ENTMNT CORP | $528,000 | – | 26,100 | – | 0.08% | – |
| RH | New | RESTORATION HARDWARE HLDGS Iput | $526,000 | – | 63,700 | – | 0.08% | – |
| XRX | New | XEROX CORP | $520,000 | – | 54,800 | – | 0.08% | – |
| PG | New | PROCTER & GAMBLE CO | $507,000 | – | 5,985 | – | 0.08% | – |
| MBBYF | New | MOBILEYE N V AMSTELVEENput | $475,000 | – | 77,000 | – | 0.08% | – |
| SDRL | New | SEADRILL LIMITEDput | $471,000 | – | 12,000 | – | 0.08% | – |
| CAT | New | CATERPILLAR INC DEL | $454,000 | – | 5,985 | – | 0.07% | – |
| V | New | VISA INC | $444,000 | – | 5,985 | – | 0.07% | – |
| WMT | New | WAL-MART STORES INC | $437,000 | – | 5,985 | – | 0.07% | – |
| RIG | New | TRANSOCEAN LTD | $428,000 | – | 36,000 | – | 0.07% | – |
| New | PALO ALTO NETWORKS INCnote 7/0 | $422,000 | – | 332,000 | – | 0.07% | – | |
| RIG | New | TRANSOCEAN LTDcall | $417,000 | – | 36,000 | – | 0.07% | – |
| MFRM | New | MATTRESS FIRM HLDG CORP | $403,000 | – | 12,000 | – | 0.06% | – |
| New | NXP SEMICONDUCTORS N Vdbcv 1.000%12/0 | $400,000 | – | 370,000 | – | 0.06% | – | |
| SHLDQ | New | SEARS HLDGS CORPput | $397,000 | – | 41,600 | – | 0.06% | – |
| DD | New | DU PONT E I DE NEMOURS & CO | $388,000 | – | 5,985 | – | 0.06% | – |
| JPM | New | JPMORGAN CHASE & CO | $372,000 | – | 5,985 | – | 0.06% | – |
| LE | New | LANDS END INC NEW | $363,000 | – | 22,100 | – | 0.06% | – |
| AXP | New | AMERICAN EXPRESS CO | $364,000 | – | 5,985 | – | 0.06% | – |
| AAPL | New | APPLE INCput | $358,000 | – | 358,185 | – | 0.06% | – |
| New | TESLA MTRS INCcall | $356,000 | – | 2,250,000 | – | 0.06% | – | |
| ANF | New | ABERCROMBIE & FITCH COcl a | $356,000 | – | 20,000 | – | 0.06% | – |
| CONN | New | CONNS INC | $344,000 | – | 45,800 | – | 0.06% | – |
| MRK | New | MERCK & CO INC | $345,000 | – | 5,985 | – | 0.06% | – |
| VZ | New | VERIZON COMMUNICATIONS INC | $334,000 | – | 5,985 | – | 0.05% | – |
| ZIOP | New | ZIOPHARM ONCOLOGY INCput | $328,000 | – | 54,600 | – | 0.05% | – |
| NKE | New | NIKE INCcl b | $330,000 | – | 5,985 | – | 0.05% | – |
| QUOT | New | QUOTIENT TECHNOLOGY INC | $320,000 | – | 23,900 | – | 0.05% | – |
| CSCO | New | CISCO SYS INCput | $319,000 | – | 75,985 | – | 0.05% | – |
| CONN | New | CONNS INCput | $314,000 | – | 45,800 | – | 0.05% | – |
| MSFT | New | MICROSOFT CORP | $306,000 | – | 5,985 | – | 0.05% | – |
| ZIOP | New | ZIOPHARM ONCOLOGY INC | $300,000 | – | 54,600 | – | 0.05% | – |
| SEDG | New | SOLAREDGE TECHNOLOGIES INCput | $298,000 | – | 45,600 | – | 0.05% | – |
| AMBA | New | AMBARELLA INCput | $295,000 | – | 32,700 | – | 0.05% | – |
| XPO | New | XPO LOGISTICS INCput | $270,000 | – | 48,700 | – | 0.04% | – |
| KO | New | COCA COLA CO | $271,000 | – | 5,985 | – | 0.04% | – |
| MTCH | New | MATCH GROUP INC | $249,000 | – | 16,500 | – | 0.04% | – |
| TRUP | New | TRUPANION INC | $238,000 | – | 18,000 | – | 0.04% | – |
| KERX | New | KERYX BIOPHARMACEUTICALS INC | $210,000 | – | 31,700 | – | 0.03% | – |
| New | ALLEGHENY TECHNOLOGIES INCnote 4.750% 7/0 | $211,000 | – | 200,000 | – | 0.03% | – | |
| PFE | New | PFIZER INC | $211,000 | – | 5,985 | – | 0.03% | – |
| AA | New | ALCOA INC | $204,000 | – | 22,050 | – | 0.03% | – |
| YHOO | New | YAHOO INCcall | $186,000 | – | 60,300 | – | 0.03% | – |
| TRUP | New | TRUPANION INCput | $178,000 | – | 18,000 | – | 0.03% | – |
| CREE | New | CREE INCput | $162,000 | – | 29,100 | – | 0.03% | – |
| INSYQ | New | INSYS THERAPEUTICS INC NEWput | $165,000 | – | 9,000 | – | 0.03% | – |
| KERX | New | KERYX BIOPHARMACEUTICALS INCput | $159,000 | – | 31,700 | – | 0.02% | – |
| BOX | New | BOX INCcl a | $160,000 | – | 15,500 | – | 0.02% | – |
| LGF | New | LIONS GATE ENTMNT CORPput | $155,000 | – | 26,100 | – | 0.02% | – |
| GRUB | New | GRUBHUB INCput | $155,000 | – | 35,500 | – | 0.02% | – |
| BOX | New | BOX INCput | $153,000 | – | 15,500 | – | 0.02% | – |
| New | COBALT INTL ENERGY INCnote 3.125% 5/1 | $142,000 | – | 500,000 | – | 0.02% | – | |
| ECOM | New | CHANNELADVISOR CORP | $145,000 | – | 10,000 | – | 0.02% | – |
| ASHR | New | DBX ETF TRput | $146,000 | – | 64,200 | – | 0.02% | – |
| New | YAHOO INCnote 12/0 | $131,000 | – | 132,000 | – | 0.02% | – | |
| GPRO | New | GOPRO INCcall | $132,000 | – | 192,500 | – | 0.02% | – |
| CMCM | New | CHEETAH MOBILE INCadr | $122,000 | – | 12,800 | – | 0.02% | – |
| INSYQ | New | INSYS THERAPEUTICS INC NEW | $116,000 | – | 9,000 | – | 0.02% | – |
| DDD | New | 3-D SYS CORP DELcall | $111,000 | – | 140,000 | – | 0.02% | – |
| DRII | New | DIAMOND RESORTS INTL INCput | $116,000 | – | 200,000 | – | 0.02% | – |
| MBBYF | New | MOBILEYE N V AMSTELVEENcall | $102,000 | – | 77,000 | – | 0.02% | – |
| PLUG | New | PLUG POWER INC | $93,000 | – | 50,000 | – | 0.02% | – |
| MNKD | New | MANNKIND CORP | $88,000 | – | 75,800 | – | 0.01% | – |
| PLUG | New | PLUG POWER INCput | $91,000 | – | 50,000 | – | 0.01% | – |
| WW | New | WEIGHT WATCHERS INTL INC NEW | $87,000 | – | 7,500 | – | 0.01% | – |
| LC | New | LENDINGCLUB CORPcall | $85,000 | – | 427,400 | – | 0.01% | – |
| CMCM | New | CHEETAH MOBILE INCput | $80,000 | – | 12,800 | – | 0.01% | – |
| MFRM | New | MATTRESS FIRM HLDG CORPput | $77,000 | – | 12,000 | – | 0.01% | – |
| New | ON SEMICONDUCTOR CORPnote 1.000%12/0 | $76,000 | – | 85,000 | – | 0.01% | – | |
| QUOT | New | QUOTIENT TECHNOLOGY INCput | $58,000 | – | 23,900 | – | 0.01% | – |
| LE | New | LANDS END INC NEWput | $52,000 | – | 22,100 | – | 0.01% | – |
| SCTY | New | SOLARCITY CORPcall | $42,000 | – | 47,200 | – | 0.01% | – |
| UAA | New | UNDER ARMOUR INCcall | $45,000 | – | 99,000 | – | 0.01% | – |
| SDRL | New | SEADRILL LIMITED | $39,000 | – | 12,000 | – | 0.01% | – |
| MTCH | New | MATCH GROUP INCput | $21,000 | – | 16,500 | – | 0.00% | – |
| New | RTI INTL METALS INCnote 1.625%10/1 | $16,000 | – | 16,000 | – | 0.00% | – | |
| FIT | New | FITBIT INCcall | $14,000 | – | 184,300 | – | 0.00% | – |
| AMBA | New | AMBARELLA INCcall | $5,000 | – | 32,700 | – | 0.00% | – |
| SHLDQ | New | SEARS HLDGS CORPcall | $3,000 | – | 41,600 | – | 0.00% | – |
Q4 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| UPLMQ | Exit | ULTRA PETROLEUM CORPcall | $0 | – | -57,800 | – | -0.00% | – |
| VDSI | Exit | VASCO DATA SEC INTL INCcall | $0 | – | -41,000 | – | -0.00% | – |
| FIT | Exit | FITBIT INCcall | $0 | – | -50,400 | – | -0.00% | – |
| CREE | Exit | CREE INCcall | $0 | – | -98,300 | – | -0.00% | – |
| GPRO | Exit | GOPRO INCcall | $0 | – | -123,700 | – | -0.01% | – |
| CERS | Exit | CERUS CORPput | $0 | – | -45,500 | – | -0.02% | – |
| ASPS | Exit | ALTISOURCE PORTFOLIO SOLNS Sput | $0 | – | -27,100 | – | -0.02% | – |
| TLT | Exit | ISHARES TRcall | $0 | – | -1,300,000 | – | -0.02% | – |
| UNXLQ | Exit | UNI PIXEL INC | $0 | – | -69,600 | – | -0.02% | – |
| Exit | ON SEMICONDUCTOR CORPnote 2.625%12/1 | $0 | – | -64,000 | – | -0.02% | – | |
| ESINQ | Exit | ITT EDUCATIONAL SERVICES INC | $0 | – | -23,100 | – | -0.02% | – |
| KMIWS | Exit | KINDER MORGAN INC DEL*w exp 05/25/201 | $0 | – | -100,000 | – | -0.02% | – |
| NDLS | Exit | NOODLES & COcl a | $0 | – | -7,700 | – | -0.03% | – |
| KN | Exit | KNOWLES CORPput | $0 | – | -16,400 | – | -0.03% | – |
| ZOES | Exit | ZOES KITCHEN INCput | $0 | – | -25,600 | – | -0.03% | – |
| ONVO | Exit | ORGANOVO HLDGS INC | $0 | – | -44,800 | – | -0.03% | – |
| NDLS | Exit | NOODLES & COput | $0 | – | -7,700 | – | -0.03% | – |
| LOCO | Exit | EL POLLO LOCO HLDGS INC | $0 | – | -13,500 | – | -0.04% | – |
| AREXQ | Exit | APPROACH RESOURCES INC | $0 | – | -79,800 | – | -0.04% | – |
| ESINQ | Exit | ITT EDUCATIONAL SERVICES INCput | $0 | – | -23,100 | – | -0.04% | – |
| BOX | Exit | BOX INCput | $0 | – | -21,000 | – | -0.04% | – |
| FUEL | Exit | ROCKET FUEL INC | $0 | – | -36,400 | – | -0.04% | – |
| Exit | CHART INDS INCnote 2.000% 8/0 | $0 | – | -200,000 | – | -0.04% | – | |
| CERS | Exit | CERUS CORP | $0 | – | -45,500 | – | -0.05% | – |
| Exit | ELECTRONIC ARTS INCnote 0.750% 7/1 | $0 | – | -100,000 | – | -0.06% | – | |
| MNKD | Exit | MANNKIND CORP | $0 | – | -67,300 | – | -0.06% | – |
| FUEL | Exit | ROCKET FUEL INCput | $0 | – | -36,400 | – | -0.06% | – |
| Exit | INTEROIL CORPnote 2.750%11/1 | $0 | – | -245,000 | – | -0.06% | – | |
| LOCO | Exit | EL POLLO LOCO HLDGS INCput | $0 | – | -13,500 | – | -0.07% | – |
| BOX | Exit | BOX INCcl a | $0 | – | -21,000 | – | -0.07% | – |
| KN | Exit | KNOWLES CORP | $0 | – | -16,400 | – | -0.08% | – |
| Exit | MERRIMACK PHARMACEUTICALS INnote 4.500% 7/1 | $0 | – | -194,000 | – | -0.08% | – | |
| MNKD | Exit | MANNKIND CORPput | $0 | – | -67,300 | – | -0.08% | – |
| TCS | Exit | CONTAINER STORE GROUP INCput | $0 | – | -37,400 | – | -0.08% | – |
| MDCO | Exit | MEDICINES CO | $0 | – | -9,000 | – | -0.09% | – |
| WPRT | Exit | WESTPORT INNOVATIONS INC | $0 | – | -142,400 | – | -0.09% | – |
| JMEI | Exit | JUMEI INTL HLDG LTDsponsored adr | $0 | – | -36,600 | – | -0.09% | – |
| UPLMQ | Exit | ULTRA PETROLEUM CORP | $0 | – | -57,800 | – | -0.10% | – |
| KNDI | Exit | KANDI TECHNOLOGIES GROUP INC | $0 | – | -72,200 | – | -0.10% | – |
| LL | Exit | LUMBER LIQUIDATORS HLDGS INCput | $0 | – | -29,700 | – | -0.10% | – |
| LL | Exit | LUMBER LIQUIDATORS HLDGS INC | $0 | – | -29,700 | – | -0.10% | – |
| ONVO | Exit | ORGANOVO HLDGS INCput | $0 | – | -44,800 | – | -0.12% | – |
| KING | Exit | KING DIGITAL ENTMT PLCput | $0 | – | -56,400 | – | -0.12% | – |
| TCS | Exit | CONTAINER STORE GROUP INC | $0 | – | -37,400 | – | -0.14% | – |
| OPK | Exit | OPKO HEALTH INC | $0 | – | -65,500 | – | -0.14% | – |
| LPI | Exit | LAREDO PETROLEUM INC | $0 | – | -60,600 | – | -0.15% | – |
| Exit | NOVELLUS SYS INCnote 2.625% 5/1 | $0 | – | -300,000 | – | -0.15% | – | |
| SDRL | Exit | SEADRILL LIMITED | $0 | – | -101,800 | – | -0.16% | – |
| FTRPR | Exit | FRONTIER COMMUNICATIONS CORPpfd conv ser-a | $0 | – | -6,550 | – | -0.16% | – |
| ASPS | Exit | ALTISOURCE PORTFOLIO SOLNS S | $0 | – | -27,100 | – | -0.17% | – |
| MBBYF | Exit | MOBILEYE N V AMSTELVEENput | $0 | – | -30,800 | – | -0.17% | – |
| LPI | Exit | LAREDO PETROLEUM INCput | $0 | – | -60,600 | – | -0.18% | – |
| VDSI | Exit | VASCO DATA SEC INTL INC | $0 | – | -41,000 | – | -0.18% | – |
| CMPR | Exit | CIMPRESS N Vput | $0 | – | -50,000 | – | -0.18% | – |
| JMEI | Exit | JUMEI INTL HLDG LTDput | $0 | – | -36,600 | – | -0.19% | – |
| KNDI | Exit | KANDI TECHNOLOGIES GROUP INCput | $0 | – | -72,200 | – | -0.19% | – |
| AREXQ | Exit | APPROACH RESOURCES INCput | $0 | – | -79,800 | – | -0.19% | – |
| KING | Exit | KING DIGITAL ENTMT PLC | $0 | – | -56,400 | – | -0.20% | – |
| VDSI | Exit | VASCO DATA SEC INTL INCput | $0 | – | -41,000 | – | -0.20% | – |
| Exit | TAKE-TWO INTERACTIVE SOFTWARnote 1.750%12/0 | $0 | – | -500,000 | – | -0.20% | – | |
| NFLX | Exit | NETFLIX INC | $0 | – | -7,500 | – | -0.20% | – |
| UNXLQ | Exit | UNI PIXEL INCput | $0 | – | -69,600 | – | -0.20% | – |
| RIG | Exit | TRANSOCEAN LTD | $0 | – | -66,800 | – | -0.22% | – |
| HAL | Exit | HALLIBURTON CO | $0 | – | -25,000 | – | -0.23% | – |
| OPK | Exit | OPKO HEALTH INCput | $0 | – | -65,500 | – | -0.23% | – |
| UPLMQ | Exit | ULTRA PETROLEUM CORPput | $0 | – | -57,800 | – | -0.23% | – |
| KERX | Exit | KERYX BIOPHARMACEUTICALS INC | $0 | – | -253,800 | – | -0.23% | – |
| BP | Exit | BP PLCsponsored adr | $0 | – | -30,000 | – | -0.24% | – |
| PHM | Exit | PULTE GROUP INC | $0 | – | -50,000 | – | -0.24% | – |
| AMBA | Exit | AMBARELLA INCput | $0 | – | -23,000 | – | -0.25% | – |
| ZOES | Exit | ZOES KITCHEN INC | $0 | – | -25,600 | – | -0.26% | – |
| WW | Exit | WEIGHT WATCHERS INTL INC NEW | $0 | – | -159,500 | – | -0.26% | – |
| SPWR | Exit | SUNPOWER CORP | $0 | – | -51,000 | – | -0.26% | – |
| JUNO | Exit | JUNO THERAPEUTICS INCput | $0 | – | -49,600 | – | -0.28% | – |
| SPWR | Exit | SUNPOWER CORPput | $0 | – | -51,000 | – | -0.33% | – |
| NEEPRQ | Exit | NEXTERA ENERGY INCunit 08/31/2018 | $0 | – | -25,000 | – | -0.33% | – |
| AMBA | Exit | AMBARELLA INC | $0 | – | -23,000 | – | -0.34% | – |
| Exit | ALON USA ENERGY INCnote 3.000% 9/1 | $0 | – | -1,000,000 | – | -0.35% | – | |
| Exit | MICROCHIP TECHNOLOGY INCsdcv 2.125%12/1 | $0 | – | -789,000 | – | -0.36% | – | |
| MBBYF | Exit | MOBILEYE N V AMSTELVEEN | $0 | – | -30,800 | – | -0.36% | – |
| WRLD | Exit | WORLD ACCEP CORP DEL | $0 | – | -52,200 | – | -0.36% | – |
| RIG | Exit | TRANSOCEAN LTDput | $0 | – | -66,800 | – | -0.38% | – |
| CREE | Exit | CREE INCput | $0 | – | -98,300 | – | -0.38% | – |
| WPRT | Exit | WESTPORT INNOVATIONS INCput | $0 | – | -142,400 | – | -0.39% | – |
| SDRL | Exit | SEADRILL LIMITEDput | $0 | – | -101,800 | – | -0.40% | – |
| Exit | AFFYMETRIX INCnote 4.000% 7/0 | $0 | – | -1,000,000 | – | -0.41% | – | |
| FIT | Exit | FITBIT INCput | $0 | – | -50,400 | – | -0.41% | – |
| RAI | Exit | REYNOLDS AMERICAN INC | $0 | – | -36,900 | – | -0.42% | – |
| DDD | Exit | 3-D SYS CORP DEL | $0 | – | -154,100 | – | -0.46% | – |
| PG | Exit | PROCTER & GAMBLE CO | $0 | – | -25,000 | – | -0.47% | – |
| FIT | Exit | FITBIT INCcl a | $0 | – | -50,400 | – | -0.49% | – |
| WRLD | Exit | WORLD ACCEP CORP DELput | $0 | – | -52,200 | – | -0.51% | – |
| JUNO | Exit | JUNO THERAPEUTICS INC | $0 | – | -49,600 | – | -0.52% | – |
| Exit | NUANCE COMMUNICATIONS INCnote 2.750%11/0 | $0 | – | -2,000,000 | – | -0.52% | – | |
| Exit | SANDISK CORPnote 1.500% 8/1 | $0 | – | -1,750,000 | – | -0.56% | – | |
| Exit | MOLINA HEALTHCARE INCnote 1.125% 1/1 | $0 | – | -1,252,000 | – | -0.57% | – | |
| Exit | MEDICINES COdbcv 1.375% 6/0 | $0 | – | -1,606,000 | – | -0.60% | – | |
| KERX | Exit | KERYX BIOPHARMACEUTICALS INCput | $0 | – | -253,800 | – | -0.61% | – |
| CREE | Exit | CREE INC | $0 | – | -98,300 | – | -0.62% | – |
| MAS | Exit | MASCO CORP | $0 | – | -95,000 | – | -0.62% | – |
| Exit | IXIAnote 3.000%12/1 | $0 | – | -2,621,000 | – | -0.68% | – | |
| WW | Exit | WEIGHT WATCHERS INTL INC NEWput | $0 | – | -159,500 | – | -0.71% | – |
| AGNPRA | Exit | ALLERGAN PLCpfd conv ser a | $0 | – | -3,035 | – | -0.74% | – |
| GPRO | Exit | GOPRO INCput | $0 | – | -123,700 | – | -0.78% | – |
| XLF | Exit | SELECT SECTOR SPDR TRsbi int-finl | $0 | – | -134,600 | – | -0.79% | – |
| DIS | Exit | DISNEY WALT CO | $0 | – | -30,000 | – | -0.80% | – |
| XLV | Exit | SELECT SECTOR SPDR TRsbi healthcare | $0 | – | -48,200 | – | -0.83% | – |
| BUD | Exit | ANHEUSER BUSCH INBEV SA/NVsponsored adr | $0 | – | -30,000 | – | -0.83% | – |
| WMT | Exit | WAL-MART STORES INC | $0 | – | -50,000 | – | -0.84% | – |
| CMPR | Exit | CIMPRESS N V | $0 | – | -50,000 | – | -0.99% | – |
| GPRO | Exit | GOPRO INCcl a | $0 | – | -123,700 | – | -1.00% | – |
| DDD | Exit | 3-D SYS CORP DELput | $0 | – | -154,100 | – | -1.07% | – |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -55,000 | – | -1.13% | – |
| HRB | Exit | BLOCK H & R INC | $0 | – | -125,000 | – | -1.18% | – |
| AAPL | Exit | APPLE INCput | $0 | – | -391,440 | – | -1.46% | – |
| Exit | VERISIGN INCsdcv 3.250% 8/1 | $0 | – | -2,725,000 | – | -1.48% | – | |
| BAC | Exit | BANK AMER CORP | $0 | – | -400,000 | – | -1.62% | – |
| DOW | Exit | DOW CHEM CO | $0 | – | -290,000 | – | -3.19% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -274,400 | – | -6.65% | – |
| AAPL | Exit | APPLE INC | $0 | – | -391,440 | – | -11.21% | – |
| TLT | Exit | ISHARES TR20+ yr tr bd etf | $0 | – | -1,300,000 | – | -41.71% | – |
Q3 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| TLT | Buy | ISHARES TR20+ yr tr bd etf | $160,602,000 | +173.5% | 1,300,000 | +160.0% | 41.71% | +495.8% |
| AAPL | Buy | APPLE INC | $43,176,000 | +198.1% | 391,440 | +238.9% | 11.21% | +549.3% |
| JNJ | Buy | JOHNSON & JOHNSON | $25,615,000 | +1867.4% | 274,400 | +1954.2% | 6.65% | +4192.3% |
| DOW | Sell | DOW CHEM CO | $12,296,000 | -51.9% | 290,000 | -42.0% | 3.19% | +4.7% |
| BAC | New | BANK AMER CORP | $6,232,000 | – | 400,000 | – | 1.62% | – |
| AAPL | Buy | APPLE INCput | $5,622,000 | +1466.0% | 391,440 | +238.9% | 1.46% | +3295.3% |
| HRB | New | BLOCK H & R INC | $4,525,000 | – | 125,000 | – | 1.18% | – |
| CVX | Buy | CHEVRON CORP NEW | $4,338,000 | +236.5% | 55,000 | +311.7% | 1.13% | +631.8% |
| DDD | Sell | 3-D SYS CORP DELput | $4,137,000 | -5.6% | 154,100 | -20.7% | 1.07% | +105.7% |
| GPRO | Buy | GOPRO INCcl a | $3,862,000 | +38.5% | 123,700 | +133.8% | 1.00% | +202.1% |
| CMPR | New | CIMPRESS N V | $3,806,000 | – | 50,000 | – | 0.99% | – |
| WMT | Buy | WAL-MART STORES INC | $3,242,000 | +242.3% | 50,000 | +274.3% | 0.84% | +645.1% |
| XLV | New | SELECT SECTOR SPDR TRsbi healthcare | $3,192,000 | – | 48,200 | – | 0.83% | – |
| BUD | New | ANHEUSER BUSCH INBEV SA/NVsponsored adr | $3,190,000 | – | 30,000 | – | 0.83% | – |
| DIS | Buy | DISNEY WALT CO | $3,066,000 | +101.0% | 30,000 | +124.6% | 0.80% | +337.4% |
| XLF | Sell | SELECT SECTOR SPDR TRsbi int-finl | $3,050,000 | -85.9% | 134,600 | -84.9% | 0.79% | -69.4% |
| GPRO | Buy | GOPRO INCput | $2,989,000 | +432.8% | 123,700 | +133.8% | 0.78% | +1058.2% |
| AGNPRA | Buy | ALLERGAN PLCpfd conv ser a | $2,842,000 | -4.5% | 3,035 | +6.4% | 0.74% | +107.9% |
| WW | Buy | WEIGHT WATCHERS INTL INC NEWput | $2,726,000 | -5.2% | 159,500 | +48.9% | 0.71% | +106.4% |
| MAS | Buy | MASCO CORP | $2,392,000 | +11.6% | 95,000 | +18.2% | 0.62% | +142.6% |
| CREE | New | CREE INC | $2,382,000 | – | 98,300 | – | 0.62% | – |
| KERX | Buy | KERYX BIOPHARMACEUTICALS INCput | $2,348,000 | +207.3% | 253,800 | +39.7% | 0.61% | +570.3% |
| Buy | MEDICINES COdbcv 1.375% 6/0 | $2,331,000 | +84.9% | 1,606,000 | +52.1% | 0.60% | +303.3% | |
| Buy | MOLINA HEALTHCARE INCnote 1.125% 1/1 | $2,178,000 | +23.3% | 1,252,000 | +25.2% | 0.57% | +168.2% | |
| Sell | NUANCE COMMUNICATIONS INCnote 2.750%11/0 | $2,022,000 | -33.4% | 2,000,000 | -33.3% | 0.52% | +45.0% | |
| JUNO | New | JUNO THERAPEUTICS INC | $2,018,000 | – | 49,600 | – | 0.52% | – |
| WRLD | New | WORLD ACCEP CORP DELput | $1,948,000 | – | 52,200 | – | 0.51% | – |
| FIT | New | FITBIT INCcl a | $1,900,000 | – | 50,400 | – | 0.49% | – |
| PG | Buy | PROCTER & GAMBLE CO | $1,798,000 | +72.1% | 25,000 | +87.2% | 0.47% | +273.6% |
| DDD | Sell | 3-D SYS CORP DEL | $1,780,000 | -53.1% | 154,100 | -20.7% | 0.46% | +2.2% |
| RAI | New | REYNOLDS AMERICAN INC | $1,634,000 | – | 36,900 | – | 0.42% | – |
| FIT | New | FITBIT INCput | $1,568,000 | – | 50,400 | – | 0.41% | – |
| Sell | AFFYMETRIX INCnote 4.000% 7/0 | $1,563,000 | -35.4% | 1,000,000 | -20.0% | 0.41% | +41.0% | |
| SDRL | New | SEADRILL LIMITEDput | $1,525,000 | – | 101,800 | – | 0.40% | – |
| WPRT | Sell | WESTPORT INNOVATIONS INCput | $1,518,000 | +23.3% | 142,400 | -10.3% | 0.39% | +168.0% |
| CREE | New | CREE INCput | $1,480,000 | – | 98,300 | – | 0.38% | – |
| RIG | Buy | TRANSOCEAN LTDput | $1,470,000 | +202.5% | 66,800 | +230.7% | 0.38% | +558.6% |
| MBBYF | New | MOBILEYE N V AMSTELVEEN | $1,401,000 | – | 30,800 | – | 0.36% | – |
| WRLD | New | WORLD ACCEP CORP DEL | $1,401,000 | – | 52,200 | – | 0.36% | – |
| Sell | ALON USA ENERGY INCnote 3.000% 9/1 | $1,361,000 | -51.4% | 1,000,000 | -50.0% | 0.35% | +5.7% | |
| AMBA | Buy | AMBARELLA INC | $1,329,000 | +1344.6% | 23,000 | +2455.6% | 0.34% | +3036.4% |
| NEEPRQ | New | NEXTERA ENERGY INCunit 08/31/2018 | $1,275,000 | – | 25,000 | – | 0.33% | – |
| JUNO | New | JUNO THERAPEUTICS INCput | $1,062,000 | – | 49,600 | – | 0.28% | – |
| WW | Buy | WEIGHT WATCHERS INTL INC NEW | $1,018,000 | +96.1% | 159,500 | +48.9% | 0.26% | +325.8% |
| ZOES | New | ZOES KITCHEN INC | $1,011,000 | – | 25,600 | – | 0.26% | – |
| AMBA | Buy | AMBARELLA INCput | $979,000 | +93.9% | 23,000 | +2455.6% | 0.25% | +323.3% |
| PHM | New | PULTE GROUP INC | $944,000 | – | 50,000 | – | 0.24% | – |
| BP | New | BP PLCsponsored adr | $917,000 | – | 30,000 | – | 0.24% | – |
| KERX | Buy | KERYX BIOPHARMACEUTICALS INC | $893,000 | -50.7% | 253,800 | +39.7% | 0.23% | +7.4% |
| UPLMQ | New | ULTRA PETROLEUM CORPput | $888,000 | – | 57,800 | – | 0.23% | – |
| OPK | Sell | OPKO HEALTH INCput | $886,000 | +39.5% | 65,500 | -43.3% | 0.23% | +202.6% |
| HAL | New | HALLIBURTON CO | $884,000 | – | 25,000 | – | 0.23% | – |
| RIG | Buy | TRANSOCEAN LTD | $863,000 | +164.7% | 66,800 | +230.7% | 0.22% | +474.4% |
| UNXLQ | Sell | UNI PIXEL INCput | $788,000 | +12.9% | 69,600 | -1.7% | 0.20% | +147.0% |
| NFLX | New | NETFLIX INC | $774,000 | – | 7,500 | – | 0.20% | – |
| KING | Sell | KING DIGITAL ENTMT PLC | $764,000 | -56.8% | 56,400 | -54.5% | 0.20% | -6.2% |
| VDSI | New | VASCO DATA SEC INTL INCput | $763,000 | – | 41,000 | – | 0.20% | – |
| AREXQ | Buy | APPROACH RESOURCES INCput | $746,000 | +171.3% | 79,800 | +66.2% | 0.19% | +487.9% |
| KNDI | Buy | KANDI TECHNOLOGIES GROUP INCput | $741,000 | +71.1% | 72,200 | +20.3% | 0.19% | +269.2% |
| CMPR | New | CIMPRESS N Vput | $710,000 | – | 50,000 | – | 0.18% | – |
| VDSI | New | VASCO DATA SEC INTL INC | $699,000 | – | 41,000 | – | 0.18% | – |
| LPI | Sell | LAREDO PETROLEUM INCput | $692,000 | +5.8% | 60,600 | -19.5% | 0.18% | +130.8% |
| MBBYF | New | MOBILEYE N V AMSTELVEENput | $654,000 | – | 30,800 | – | 0.17% | – |
| ASPS | Buy | ALTISOURCE PORTFOLIO SOLNS S | $646,000 | +19.2% | 27,100 | +54.0% | 0.17% | +158.5% |
| FTRPR | Sell | FRONTIER COMMUNICATIONS CORPpfd conv ser-a | $606,000 | -50.4% | 6,550 | -46.5% | 0.16% | +7.5% |
| SDRL | New | SEADRILL LIMITED | $601,000 | – | 101,800 | – | 0.16% | – |
| New | NOVELLUS SYS INCnote 2.625% 5/1 | $585,000 | – | 300,000 | – | 0.15% | – | |
| LPI | Sell | LAREDO PETROLEUM INC | $571,000 | -39.7% | 60,600 | -19.5% | 0.15% | +31.0% |
| OPK | Sell | OPKO HEALTH INC | $551,000 | -70.3% | 65,500 | -43.3% | 0.14% | -35.3% |
| TCS | Sell | CONTAINER STORE GROUP INC | $527,000 | -50.2% | 37,400 | -40.4% | 0.14% | +8.7% |
| KING | Sell | KING DIGITAL ENTMT PLCput | $474,000 | -34.3% | 56,400 | -54.5% | 0.12% | +43.0% |
| ONVO | Buy | ORGANOVO HLDGS INCput | $441,000 | +13.1% | 44,800 | +6122.2% | 0.12% | +150.0% |
| LL | Sell | LUMBER LIQUIDATORS HLDGS INC | $390,000 | -40.6% | 29,700 | -6.3% | 0.10% | +29.5% |
| LL | Sell | LUMBER LIQUIDATORS HLDGS INCput | $384,000 | -54.1% | 29,700 | -6.3% | 0.10% | 0.0% |
| KNDI | Buy | KANDI TECHNOLOGIES GROUP INC | $379,000 | -30.1% | 72,200 | +20.3% | 0.10% | +50.8% |
| UPLMQ | New | ULTRA PETROLEUM CORP | $369,000 | – | 57,800 | – | 0.10% | – |
| WPRT | Sell | WESTPORT INNOVATIONS INC | $355,000 | -52.8% | 142,400 | -10.3% | 0.09% | +2.2% |
| MDCO | New | MEDICINES CO | $342,000 | – | 9,000 | – | 0.09% | – |
| TCS | Sell | CONTAINER STORE GROUP INCput | $321,000 | -11.1% | 37,400 | -40.4% | 0.08% | +93.0% |
| MNKD | Buy | MANNKIND CORPput | $317,000 | +12.0% | 67,300 | +409.8% | 0.08% | +141.2% |
| Sell | MERRIMACK PHARMACEUTICALS INnote 4.500% 7/1 | $305,000 | -74.7% | 194,000 | -66.3% | 0.08% | -45.1% | |
| BOX | Sell | BOX INCcl a | $264,000 | -87.9% | 21,000 | -82.0% | 0.07% | -73.5% |
| LOCO | Sell | EL POLLO LOCO HLDGS INCput | $262,000 | -73.5% | 13,500 | -83.7% | 0.07% | -42.4% |
| Buy | INTEROIL CORPnote 2.750%11/1 | $243,000 | +22.7% | 245,000 | +22.5% | 0.06% | +162.5% | |
| FUEL | Sell | ROCKET FUEL INCput | $230,000 | +21.1% | 36,400 | -43.9% | 0.06% | +160.9% |
| MNKD | Buy | MANNKIND CORP | $216,000 | +188.0% | 67,300 | +409.8% | 0.06% | +522.2% |
| FUEL | Sell | ROCKET FUEL INC | $170,000 | -68.0% | 36,400 | -43.9% | 0.04% | -30.2% |
| BOX | Sell | BOX INCput | $161,000 | -66.9% | 21,000 | -82.0% | 0.04% | -27.6% |
| ESINQ | Buy | ITT EDUCATIONAL SERVICES INCput | $158,000 | +1.9% | 23,100 | +4.5% | 0.04% | +127.8% |
| AREXQ | Buy | APPROACH RESOURCES INC | $149,000 | -54.7% | 79,800 | +66.2% | 0.04% | 0.0% |
| LOCO | Sell | EL POLLO LOCO HLDGS INC | $146,000 | -91.5% | 13,500 | -83.7% | 0.04% | -81.4% |
| NDLS | Sell | NOODLES & COput | $126,000 | -77.7% | 7,700 | -90.7% | 0.03% | -50.7% |
| ONVO | New | ORGANOVO HLDGS INC | $120,000 | – | 44,800 | – | 0.03% | – |
| ZOES | New | ZOES KITCHEN INCput | $121,000 | – | 25,600 | – | 0.03% | – |
| NDLS | Sell | NOODLES & COcl a | $109,000 | -91.0% | 7,700 | -90.7% | 0.03% | -80.7% |
| KMIWS | New | KINDER MORGAN INC DEL*w exp 05/25/201 | $92,000 | – | 100,000 | – | 0.02% | – |
| ESINQ | Buy | ITT EDUCATIONAL SERVICES INC | $79,000 | -10.2% | 23,100 | +4.5% | 0.02% | +110.0% |
| UNXLQ | Sell | UNI PIXEL INC | $74,000 | -59.3% | 69,600 | -1.7% | 0.02% | -13.6% |
| New | ON SEMICONDUCTOR CORPnote 2.625%12/1 | $72,000 | – | 64,000 | – | 0.02% | – | |
| TLT | New | ISHARES TRcall | $68,000 | – | 1,300,000 | – | 0.02% | – |
| ASPS | Buy | ALTISOURCE PORTFOLIO SOLNS Sput | $60,000 | +13.2% | 27,100 | +54.0% | 0.02% | +166.7% |
| GPRO | Buy | GOPRO INCcall | $18,000 | – | 123,700 | +133.8% | 0.01% | – |
| CREE | New | CREE INCcall | $16,000 | – | 98,300 | – | 0.00% | – |
| FIT | New | FITBIT INCcall | $11,000 | – | 50,400 | – | 0.00% | – |
| UPLMQ | New | ULTRA PETROLEUM CORPcall | $5,000 | – | 57,800 | – | 0.00% | – |
| VDSI | New | VASCO DATA SEC INTL INCcall | $4,000 | – | 41,000 | – | 0.00% | – |
| CLNE | Exit | CLEAN ENERGY FUELS CORPcall | $0 | – | -58,100 | – | 0.00% | – |
| ASPS | Exit | ALTISOURCE PORTFOLIO SOLNS Scall | $0 | – | -17,600 | – | 0.00% | – |
| LOCO | Exit | EL POLLO LOCO HLDGS INCcall | $0 | – | -82,800 | – | 0.00% | – |
| CONN | Exit | CONNS INCput | $0 | – | -15,600 | – | 0.00% | – |
| EIGI | Exit | ENDURANCE INTL GROUP HLDGS Icall | $0 | – | -32,500 | – | 0.00% | – |
| NDLS | Exit | NOODLES & COcall | $0 | – | -83,200 | – | 0.00% | – |
| TDW | Exit | TIDEWATER INCcall | $0 | – | -59,900 | – | 0.00% | – |
| RIG | Exit | TRANSOCEAN LTDcall | $0 | – | -20,200 | – | 0.00% | – |
| DDD | Exit | 3-D SYS CORP DELcall | $0 | – | -194,400 | – | 0.00% | – |
| RMTI | Exit | ROCKWELL MED INCcall | $0 | – | -38,000 | – | 0.00% | – |
| ONVO | Exit | ORGANOVO HLDGS INCcall | $0 | – | -650 | – | 0.00% | – |
| KING | Exit | KING DIGITAL ENTMT PLCcall | $0 | – | -124,000 | – | 0.00% | – |
| LAYN | Exit | LAYNE CHRISTENSEN COcall | $0 | – | -17,400 | – | 0.00% | – |
| YY | Exit | YY INCcall | $0 | – | -25,900 | – | -0.00% | – |
| AMBA | Exit | AMBARELLA INCcall | $0 | – | -900 | – | -0.00% | – |
| MNKD | Exit | MANNKIND CORPcall | $0 | – | -13,200 | – | -0.00% | – |
| RMTI | Exit | ROCKWELL MED INCput | $0 | – | -38,000 | – | -0.00% | – |
| NSR | Exit | NEUSTAR INCput | $0 | – | -17,000 | – | -0.00% | – |
| ZIOP | Exit | ZIOPHARM ONCOLOGY INCput | $0 | – | -10,500 | – | -0.01% | – |
| SIRI | Exit | SIRIUS XM HLDGS INC | $0 | – | -16,178 | – | -0.01% | – |
| ADMP | Exit | ADAMIS PHARMACEUTICALS CORP | $0 | – | -20,800 | – | -0.01% | – |
| SNECQ | Exit | SANCHEZ ENERGY CORPput | $0 | – | -49,500 | – | -0.01% | – |
| TUBE | Exit | TUBEMOGUL INC | $0 | – | -9,000 | – | -0.02% | – |
| ZIOP | Exit | ZIOPHARM ONCOLOGY INC | $0 | – | -10,500 | – | -0.02% | – |
| LAYN | Exit | LAYNE CHRISTENSEN COput | $0 | – | -17,400 | – | -0.02% | – |
| FB | Exit | FACEBOOK INCput | $0 | – | -133,848 | – | -0.02% | – |
| LAYN | Exit | LAYNE CHRISTENSEN CO | $0 | – | -17,400 | – | -0.02% | – |
| EIGI | Exit | ENDURANCE INTL GROUP HLDGS Iput | $0 | – | -32,500 | – | -0.02% | – |
| TUBE | Exit | TUBEMOGUL INCput | $0 | – | -9,000 | – | -0.02% | – |
| SBUX | Exit | STARBUCKS CORP | $0 | – | -4,416 | – | -0.03% | – |
| CYBR | Exit | CYBERARK SOFTWARE LTDput | $0 | – | -15,900 | – | -0.03% | – |
| WBA | Exit | WALGREENS BOOTS ALLIANCE INC | $0 | – | -3,230 | – | -0.03% | – |
| QCOM | Exit | QUALCOMM INC | $0 | – | -4,825 | – | -0.04% | – |
| BIIB | Exit | BIOGEN INC | $0 | – | -739 | – | -0.04% | – |
| CLNE | Exit | CLEAN ENERGY FUELS CORP | $0 | – | -58,100 | – | -0.04% | – |
| GE | Exit | GENERAL ELECTRIC CO | $0 | – | -13,358 | – | -0.04% | – |
| AMGN | Exit | AMGEN INC | $0 | – | -2,271 | – | -0.04% | – |
| CMCSA | Exit | COMCAST CORP NEWcl a | $0 | – | -6,277 | – | -0.04% | – |
| Exit | MENTOR GRAPHICS CORPsdcv 4.000% 4/0 | $0 | – | -287,000 | – | -0.05% | – | |
| TDW | Exit | TIDEWATER INCput | $0 | – | -59,900 | – | -0.05% | – |
| XONE | Exit | EXONE COput | $0 | – | -44,100 | – | -0.05% | – |
| GOOGL | Exit | GOOGLE INCcl a | $0 | – | -863 | – | -0.06% | – |
| YY | Exit | YY INCput | $0 | – | -25,900 | – | -0.06% | – |
| SNECQ | Exit | SANCHEZ ENERGY CORP | $0 | – | -49,500 | – | -0.06% | – |
| XONE | Exit | EXONE CO | $0 | – | -44,100 | – | -0.06% | – |
| NSR | Exit | NEUSTAR INCcl a | $0 | – | -17,000 | – | -0.06% | – |
| CLNE | Exit | CLEAN ENERGY FUELS CORPput | $0 | – | -58,100 | – | -0.06% | – |
| ETSY | Exit | ETSY INCput | $0 | – | -43,000 | – | -0.06% | – |
| GILD | Exit | GILEAD SCIENCES INC | $0 | – | -4,351 | – | -0.06% | – |
| GOOG | Exit | GOOGLE INCcl c | $0 | – | -1,001 | – | -0.06% | – |
| KO | Exit | COCA COLA CO | $0 | – | -13,358 | – | -0.06% | – |
| AMZN | Exit | AMAZON COM INC | $0 | – | -1,342 | – | -0.07% | – |
| ETSY | Exit | ETSY INC | $0 | – | -43,000 | – | -0.07% | – |
| RMTI | Exit | ROCKWELL MED INC | $0 | – | -38,000 | – | -0.07% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -13,358 | – | -0.07% | – |
| CONN | Exit | CONNS INC | $0 | – | -15,600 | – | -0.07% | – |
| EIGI | Exit | ENDURANCE INTL GROUP HLDGS I | $0 | – | -32,500 | – | -0.08% | – |
| Exit | TESLA MTRS INCnote 0.250% 3/0 | $0 | – | -712,000 | – | -0.08% | – | |
| MRK | Exit | MERCK & CO INC NEW | $0 | – | -13,358 | – | -0.09% | – |
| CSCO | Exit | CISCO SYS INC | $0 | – | -28,415 | – | -0.09% | – |
| INTC | Exit | INTEL CORP | $0 | – | -27,422 | – | -0.10% | – |
| DD | Exit | DU PONT E I DE NEMOURS & CO | $0 | – | -13,358 | – | -0.10% | – |
| EOG | Exit | EOG RES INC | $0 | – | -10,000 | – | -0.10% | – |
| V | Exit | VISA INC | $0 | – | -13,358 | – | -0.11% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -13,358 | – | -0.11% | – |
| RSG | Exit | REPUBLIC SVCS INC | $0 | – | -25,200 | – | -0.12% | – |
| CYBR | Exit | CYBERARK SOFTWARE LTD | $0 | – | -15,900 | – | -0.12% | – |
| AXP | Exit | AMERICAN EXPRESS CO | $0 | – | -13,358 | – | -0.12% | – |
| AMAT | Exit | APPLIED MATLS INCput | $0 | – | -103,671 | – | -0.13% | – |
| PXD | Exit | PIONEER NAT RES CO | $0 | – | -8,000 | – | -0.13% | – |
| XOM | Exit | EXXON MOBIL CORP | $0 | – | -13,358 | – | -0.13% | – |
| CAT | Exit | CATERPILLAR INC DEL | $0 | – | -13,358 | – | -0.14% | – |
| MCD | Exit | MCDONALDS CORP | $0 | – | -13,358 | – | -0.15% | – |
| CHL | Exit | CHINA MOBILE LIMITEDsponsored adr | $0 | – | -19,972 | – | -0.15% | – |
| TRV | Exit | TRAVELERS COMPANIES INC | $0 | – | -13,358 | – | -0.15% | – |
| TDW | Exit | TIDEWATER INC | $0 | – | -59,900 | – | -0.16% | – |
| NKE | Exit | NIKE INCcl b | $0 | – | -13,358 | – | -0.17% | – |
| HD | Exit | HOME DEPOT INC | $0 | – | -13,358 | – | -0.18% | – |
| UTX | Exit | UNITED TECHNOLOGIES CORP | $0 | – | -13,358 | – | -0.18% | – |
| UNH | Exit | UNITEDHEALTH GROUP INC | $0 | – | -13,358 | – | -0.19% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -37,361 | – | -0.20% | – |
| Exit | ICONIX BRAND GROUP INCnote 1.500% 3/1 | $0 | – | -1,712,000 | – | -0.21% | – | |
| TSM | Exit | TAIWAN SEMICONDUCTOR MFG LTDsponsored adr | $0 | – | -78,235 | – | -0.21% | – |
| YY | Exit | YY INC | $0 | – | -25,900 | – | -0.22% | – |
| BA | Exit | BOEING CO | $0 | – | -13,358 | – | -0.22% | – |
| PWR | Exit | QUANTA SVCS INC | $0 | – | -64,800 | – | -0.22% | – |
| AMAT | Exit | APPLIED MATLS INC | $0 | – | -103,671 | – | -0.24% | – |
| THC | Exit | TENET HEALTHCARE CORP | $0 | – | -34,975 | – | -0.24% | – |
| MMM | Exit | 3M CO | $0 | – | -13,358 | – | -0.25% | – |
| CYH | Exit | COMMUNITY HEALTH SYS INC NEW | $0 | – | -34,403 | – | -0.26% | – |
| IBM | Exit | INTERNATIONAL BUSINESS MACHS | $0 | – | -13,358 | – | -0.26% | – |
| EXC | Exit | EXELON CORP | $0 | – | -69,100 | – | -0.26% | – |
| NWL | Exit | NEWELL RUBBERMAID INC | $0 | – | -62,500 | – | -0.31% | – |
| EMN | Exit | EASTMAN CHEM CO | $0 | – | -32,600 | – | -0.32% | – |
| NTRS | Exit | NORTHERN TR CORP | $0 | – | -35,900 | – | -0.33% | – |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -13,358 | – | -0.33% | – |
| CELG | Exit | CELGENE CORP | $0 | – | -26,456 | – | -0.36% | – |
| AMP | Exit | AMERIPRISE FINL INC | $0 | – | -25,100 | – | -0.37% | – |
| CAH | Exit | CARDINAL HEALTH INC | $0 | – | -39,300 | – | -0.39% | – |
| STI | Exit | SUNTRUST BKS INC | $0 | – | -78,800 | – | -0.40% | – |
| XLE | Exit | SELECT SECTOR SPDR TRsbi int-energy | $0 | – | -50,000 | – | -0.45% | – |
| UPS | Exit | UNITED PARCEL SERVICE INCcl b | $0 | – | -40,100 | – | -0.46% | – |
| APD | Exit | AIR PRODS & CHEMS INC | $0 | – | -36,800 | – | -0.60% | – |
| SLB | Exit | SCHLUMBERGER LTD | $0 | – | -80,900 | – | -0.83% | – |
| JCI | Exit | JOHNSON CTLS INC | $0 | – | -146,200 | – | -0.86% | – |
| TGT | Exit | TARGET CORP | $0 | – | -93,400 | – | -0.91% | – |
| PPG | Exit | PPG INDS INC | $0 | – | -74,800 | – | -1.02% | – |
| SCHW | Exit | SCHWAB CHARLES CORP NEW | $0 | – | -279,200 | – | -1.09% | – |
| FB | Exit | FACEBOOK INCcl a | $0 | – | -133,848 | – | -1.37% | – |
| ADBE | Exit | ADOBE SYS INC | $0 | – | -141,944 | – | -1.37% | – |
| EBAY | Exit | EBAY INC | $0 | – | -267,980 | – | -1.92% | – |
| MDLZ | Exit | MONDELEZ INTL INCcl a | $0 | – | -409,590 | – | -2.01% | – |
| PFE | Exit | PFIZER INC | $0 | – | -538,658 | – | -2.15% | – |
| MDY | Exit | SPDR S&P MIDCAP 400 ETF TRutser1 s&pdcrp | $0 | – | -182,297 | – | -5.94% | – |
| WFC | Exit | WELLS FARGO & CO NEW | $0 | – | -949,400 | – | -6.36% | – |
| QQQ | Exit | POWERSHARES QQQ TRUSTunit ser 1 | $0 | – | -691,225 | – | -8.82% | – |
| DIA | Exit | SPDR DOW JONES INDL AVRG ETFut ser 1 | $0 | – | -1,387,814 | – | -29.09% | – |
Q2 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| DIA | New | SPDR DOW JONES INDL AVRG ETFut ser 1 | $244,005,000 | – | 1,387,814 | – | 29.09% | – |
| QQQ | New | POWERSHARES QQQ TRUSTunit ser 1 | $74,009,000 | – | 691,225 | – | 8.82% | – |
| TLT | New | ISHARES TR20+ yr tr bd etf | $58,730,000 | – | 500,000 | – | 7.00% | – |
| WFC | New | WELLS FARGO & CO NEW | $53,394,000 | – | 949,400 | – | 6.36% | – |
| MDY | New | SPDR S&P MIDCAP 400 ETF TRutser1 s&pdcrp | $49,804,000 | – | 182,297 | – | 5.94% | – |
| DOW | New | DOW CHEM CO | $25,585,000 | – | 500,000 | – | 3.05% | – |
| XLF | New | SELECT SECTOR SPDR TRsbi int-finl | $21,698,000 | – | 890,000 | – | 2.59% | – |
| PFE | New | PFIZER INC | $18,061,000 | – | 538,658 | – | 2.15% | – |
| MDLZ | New | MONDELEZ INTL INCcl a | $16,851,000 | – | 409,590 | – | 2.01% | – |
| EBAY | New | EBAY INC | $16,143,000 | – | 267,980 | – | 1.92% | – |
| AAPL | New | APPLE INC | $14,486,000 | – | 115,499 | – | 1.73% | – |
| ADBE | New | ADOBE SYS INC | $11,499,000 | – | 141,944 | – | 1.37% | – |
| FB | New | FACEBOOK INCcl a | $11,479,000 | – | 133,848 | – | 1.37% | – |
| SCHW | New | SCHWAB CHARLES CORP NEW | $9,116,000 | – | 279,200 | – | 1.09% | – |
| PPG | New | PPG INDS INC | $8,581,000 | – | 74,800 | – | 1.02% | – |
| TGT | New | TARGET CORP | $7,624,000 | – | 93,400 | – | 0.91% | – |
| JCI | New | JOHNSON CTLS INC | $7,241,000 | – | 146,200 | – | 0.86% | – |
| SLB | New | SCHLUMBERGER LTD | $6,973,000 | – | 80,900 | – | 0.83% | – |
| APD | New | AIR PRODS & CHEMS INC | $5,035,000 | – | 36,800 | – | 0.60% | – |
| New | VERISIGN INCsdcv 3.250% 8/1 | $5,023,000 | – | 2,725,000 | – | 0.60% | – | |
| DDD | New | 3-D SYS CORP DELput | $4,382,000 | – | 194,400 | – | 0.52% | – |
| UPS | New | UNITED PARCEL SERVICE INCcl b | $3,886,000 | – | 40,100 | – | 0.46% | – |
| DDD | New | 3-D SYS CORP DEL | $3,795,000 | – | 194,400 | – | 0.45% | – |
| XLE | New | SELECT SECTOR SPDR TRsbi int-energy | $3,758,000 | – | 50,000 | – | 0.45% | – |
| STI | New | SUNTRUST BKS INC | $3,390,000 | – | 78,800 | – | 0.40% | – |
| CAH | New | CARDINAL HEALTH INC | $3,287,000 | – | 39,300 | – | 0.39% | – |
| AMP | New | AMERIPRISE FINL INC | $3,136,000 | – | 25,100 | – | 0.37% | – |
| CELG | New | CELGENE CORP | $3,062,000 | – | 26,456 | – | 0.36% | – |
| New | NUANCE COMMUNICATIONS INCnote 2.750%11/0 | $3,038,000 | – | 3,000,000 | – | 0.36% | – | |
| AGNPRA | New | ALLERGAN PLCpfd conv ser a | $2,976,000 | – | 2,853 | – | 0.36% | – |
| WW | New | WEIGHT WATCHERS INTL INC NEWput | $2,877,000 | – | 107,100 | – | 0.34% | – |
| New | ALON USA ENERGY INCnote 3.000% 9/1 | $2,803,000 | – | 2,000,000 | – | 0.33% | – | |
| GS | New | GOLDMAN SACHS GROUP INC | $2,789,000 | – | 13,358 | – | 0.33% | – |
| GPRO | New | GOPRO INCcl a | $2,789,000 | – | 52,900 | – | 0.33% | – |
| NTRS | New | NORTHERN TR CORP | $2,745,000 | – | 35,900 | – | 0.33% | – |
| EMN | New | EASTMAN CHEM CO | $2,667,000 | – | 32,600 | – | 0.32% | – |
| New | IXIAnote 3.000%12/1 | $2,631,000 | – | 2,621,000 | – | 0.31% | – | |
| NWL | New | NEWELL RUBBERMAID INC | $2,569,000 | – | 62,500 | – | 0.31% | – |
| New | AFFYMETRIX INCnote 4.000% 7/0 | $2,420,000 | – | 1,250,000 | – | 0.29% | – | |
| New | SANDISK CORPnote 1.500% 8/1 | $2,269,000 | – | 1,750,000 | – | 0.27% | – | |
| BOX | New | BOX INCcl a | $2,179,000 | – | 116,900 | – | 0.26% | – |
| IBM | New | INTERNATIONAL BUSINESS MACHS | $2,173,000 | – | 13,358 | – | 0.26% | – |
| EXC | New | EXELON CORP | $2,171,000 | – | 69,100 | – | 0.26% | – |
| CYH | New | COMMUNITY HEALTH SYS INC NEW | $2,166,000 | – | 34,403 | – | 0.26% | – |
| MAS | New | MASCO CORP | $2,144,000 | – | 80,400 | – | 0.26% | – |
| MMM | New | 3M CO | $2,061,000 | – | 13,358 | – | 0.25% | – |
| THC | New | TENET HEALTHCARE CORP | $2,024,000 | – | 34,975 | – | 0.24% | – |
| AMAT | New | APPLIED MATLS INC | $1,993,000 | – | 103,671 | – | 0.24% | – |
| PWR | New | QUANTA SVCS INC | $1,868,000 | – | 64,800 | – | 0.22% | – |
| OPK | New | OPKO HEALTH INC | $1,857,000 | – | 115,500 | – | 0.22% | – |
| BA | New | BOEING CO | $1,853,000 | – | 13,358 | – | 0.22% | – |
| KERX | New | KERYX BIOPHARMACEUTICALS INC | $1,813,000 | – | 181,700 | – | 0.22% | – |
| YY | New | YY INC | $1,801,000 | – | 25,900 | – | 0.22% | – |
| TSM | New | TAIWAN SEMICONDUCTOR MFG LTDsponsored adr | $1,777,000 | – | 78,235 | – | 0.21% | – |
| New | MOLINA HEALTHCARE INCnote 1.125% 1/1 | $1,767,000 | – | 1,000,000 | – | 0.21% | – | |
| KING | New | KING DIGITAL ENTMT PLC | $1,767,000 | – | 124,000 | – | 0.21% | – |
| New | ICONIX BRAND GROUP INCnote 1.500% 3/1 | $1,751,000 | – | 1,712,000 | – | 0.21% | – | |
| LOCO | New | EL POLLO LOCO HLDGS INC | $1,715,000 | – | 82,800 | – | 0.20% | – |
| MSFT | New | MICROSOFT CORP | $1,649,000 | – | 37,361 | – | 0.20% | – |
| UNH | New | UNITEDHEALTH GROUP INC | $1,630,000 | – | 13,358 | – | 0.19% | – |
| DIS | New | DISNEY WALT CO | $1,525,000 | – | 13,358 | – | 0.18% | – |
| New | MICROCHIP TECHNOLOGY INCsdcv 2.125%12/1 | $1,506,000 | – | 789,000 | – | 0.18% | – | |
| UTX | New | UNITED TECHNOLOGIES CORP | $1,482,000 | – | 13,358 | – | 0.18% | – |
| HD | New | HOME DEPOT INC | $1,484,000 | – | 13,358 | – | 0.18% | – |
| SPWR | New | SUNPOWER CORP | $1,449,000 | – | 51,000 | – | 0.17% | – |
| NKE | New | NIKE INCcl b | $1,443,000 | – | 13,358 | – | 0.17% | – |
| TDW | New | TIDEWATER INC | $1,362,000 | – | 59,900 | – | 0.16% | – |
| JNJ | New | JOHNSON & JOHNSON | $1,302,000 | – | 13,358 | – | 0.16% | – |
| TRV | New | TRAVELERS COMPANIES INC | $1,291,000 | – | 13,358 | – | 0.15% | – |
| CVX | New | CHEVRON CORP NEW | $1,289,000 | – | 13,358 | – | 0.15% | – |
| CHL | New | CHINA MOBILE LIMITEDsponsored adr | $1,280,000 | – | 19,972 | – | 0.15% | – |
| MCD | New | MCDONALDS CORP | $1,270,000 | – | 13,358 | – | 0.15% | – |
| New | MEDICINES COdbcv 1.375% 6/0 | $1,261,000 | – | 1,056,000 | – | 0.15% | – | |
| WPRT | New | WESTPORT INNOVATIONS INCput | $1,231,000 | – | 158,700 | – | 0.15% | – |
| FTRPR | New | FRONTIER COMMUNICATIONS CORPpfd conv ser-a | $1,221,000 | – | 12,250 | – | 0.15% | – |
| NDLS | New | NOODLES & COcl a | $1,215,000 | – | 83,200 | – | 0.14% | – |
| New | MERRIMACK PHARMACEUTICALS INnote 4.500% 7/1 | $1,204,000 | – | 575,000 | – | 0.14% | – | |
| CAT | New | CATERPILLAR INC DEL | $1,133,000 | – | 13,358 | – | 0.14% | – |
| PXD | New | PIONEER NAT RES CO | $1,110,000 | – | 8,000 | – | 0.13% | – |
| XOM | New | EXXON MOBIL CORP | $1,111,000 | – | 13,358 | – | 0.13% | – |
| AMAT | New | APPLIED MATLS INCput | $1,081,000 | – | 103,671 | – | 0.13% | – |
| TCS | New | CONTAINER STORE GROUP INC | $1,059,000 | – | 62,800 | – | 0.13% | – |
| PG | New | PROCTER & GAMBLE CO | $1,045,000 | – | 13,358 | – | 0.12% | – |
| AXP | New | AMERICAN EXPRESS CO | $1,038,000 | – | 13,358 | – | 0.12% | – |
| CYBR | New | CYBERARK SOFTWARE LTD | $999,000 | – | 15,900 | – | 0.12% | – |
| RSG | New | REPUBLIC SVCS INC | $987,000 | – | 25,200 | – | 0.12% | – |
| LOCO | New | EL POLLO LOCO HLDGS INCput | $990,000 | – | 82,800 | – | 0.12% | – |
| WMT | New | WAL-MART STORES INC | $947,000 | – | 13,358 | – | 0.11% | – |
| LPI | New | LAREDO PETROLEUM INC | $947,000 | – | 75,300 | – | 0.11% | – |
| JPM | New | JPMORGAN CHASE & CO | $905,000 | – | 13,358 | – | 0.11% | – |
| V | New | VISA INC | $897,000 | – | 13,358 | – | 0.11% | – |
| EOG | New | EOG RES INC | $876,000 | – | 10,000 | – | 0.10% | – |
| SPWR | New | SUNPOWER CORPput | $863,000 | – | 51,000 | – | 0.10% | – |
| DD | New | DU PONT E I DE NEMOURS & CO | $854,000 | – | 13,358 | – | 0.10% | – |
| LL | New | LUMBER LIQUIDATORS HLDGS INCput | $836,000 | – | 31,700 | – | 0.10% | – |
| JMEI | New | JUMEI INTL HLDG LTDsponsored adr | $836,000 | – | 36,600 | – | 0.10% | – |
| INTC | New | INTEL CORP | $834,000 | – | 27,422 | – | 0.10% | – |
| CSCO | New | CISCO SYS INC | $780,000 | – | 28,415 | – | 0.09% | – |
| MRK | New | MERCK & CO INC NEW | $760,000 | – | 13,358 | – | 0.09% | – |
| KERX | New | KERYX BIOPHARMACEUTICALS INCput | $764,000 | – | 181,700 | – | 0.09% | – |
| WPRT | New | WESTPORT INNOVATIONS INC | $752,000 | – | 158,700 | – | 0.09% | – |
| New | TAKE-TWO INTERACTIVE SOFTWARnote 1.750%12/0 | $747,000 | – | 500,000 | – | 0.09% | – | |
| KING | New | KING DIGITAL ENTMT PLCput | $722,000 | – | 124,000 | – | 0.09% | – |
| New | TESLA MTRS INCnote 0.250% 3/0 | $704,000 | – | 712,000 | – | 0.08% | – | |
| UNXLQ | New | UNI PIXEL INCput | $698,000 | – | 70,800 | – | 0.08% | – |
| EIGI | New | ENDURANCE INTL GROUP HLDGS I | $671,000 | – | 32,500 | – | 0.08% | – |
| LPI | New | LAREDO PETROLEUM INCput | $654,000 | – | 75,300 | – | 0.08% | – |
| LL | New | LUMBER LIQUIDATORS HLDGS INC | $657,000 | – | 31,700 | – | 0.08% | – |
| OPK | New | OPKO HEALTH INCput | $635,000 | – | 115,500 | – | 0.08% | – |
| VZ | New | VERIZON COMMUNICATIONS INC | $623,000 | – | 13,358 | – | 0.07% | – |
| CONN | New | CONNS INC | $619,000 | – | 15,600 | – | 0.07% | – |
| RMTI | New | ROCKWELL MED INC | $613,000 | – | 38,000 | – | 0.07% | – |
| ETSY | New | ETSY INC | $604,000 | – | 43,000 | – | 0.07% | – |
| AMZN | New | AMAZON COM INC | $583,000 | – | 1,342 | – | 0.07% | – |
| GPRO | New | GOPRO INCput | $561,000 | – | 52,900 | – | 0.07% | – |
| NDLS | New | NOODLES & COput | $565,000 | – | 83,200 | – | 0.07% | – |
| KNDI | New | KANDI TECHNOLOGIES GROUP INC | $542,000 | – | 60,000 | – | 0.06% | – |
| ASPS | New | ALTISOURCE PORTFOLIO SOLNS S | $542,000 | – | 17,600 | – | 0.06% | – |
| FUEL | New | ROCKET FUEL INC | $532,000 | – | 64,900 | – | 0.06% | – |
| WW | New | WEIGHT WATCHERS INTL INC NEW | $519,000 | – | 107,100 | – | 0.06% | – |
| KO | New | COCA COLA CO | $524,000 | – | 13,358 | – | 0.06% | – |
| GOOG | New | GOOGLE INCcl c | $521,000 | – | 1,001 | – | 0.06% | – |
| GILD | New | GILEAD SCIENCES INC | $509,000 | – | 4,351 | – | 0.06% | – |
| AMBA | New | AMBARELLA INCput | $505,000 | – | 900 | – | 0.06% | – |
| NSR | New | NEUSTAR INCcl a | $497,000 | – | 17,000 | – | 0.06% | – |
| ETSY | New | ETSY INCput | $492,000 | – | 43,000 | – | 0.06% | – |
| CLNE | New | CLEAN ENERGY FUELS CORPput | $492,000 | – | 58,100 | – | 0.06% | – |
| XONE | New | EXONE CO | $490,000 | – | 44,100 | – | 0.06% | – |
| SNECQ | New | SANCHEZ ENERGY CORP | $485,000 | – | 49,500 | – | 0.06% | – |
| BOX | New | BOX INCput | $486,000 | – | 116,900 | – | 0.06% | – |
| RIG | New | TRANSOCEAN LTDput | $486,000 | – | 20,200 | – | 0.06% | – |
| YY | New | YY INCput | $480,000 | – | 25,900 | – | 0.06% | – |
| GOOGL | New | GOOGLE INCcl a | $466,000 | – | 863 | – | 0.06% | – |
| KNDI | New | KANDI TECHNOLOGIES GROUP INCput | $433,000 | – | 60,000 | – | 0.05% | – |
| XONE | New | EXONE COput | $432,000 | – | 44,100 | – | 0.05% | – |
| TDW | New | TIDEWATER INCput | $396,000 | – | 59,900 | – | 0.05% | – |
| ONVO | New | ORGANOVO HLDGS INCput | $390,000 | – | 720 | – | 0.05% | – |
| New | MENTOR GRAPHICS CORPsdcv 4.000% 4/0 | $387,000 | – | 287,000 | – | 0.05% | – | |
| CMCSA | New | COMCAST CORP NEWcl a | $377,000 | – | 6,277 | – | 0.04% | – |
| TCS | New | CONTAINER STORE GROUP INCput | $361,000 | – | 62,800 | – | 0.04% | – |
| AAPL | New | APPLE INCput | $359,000 | – | 115,499 | – | 0.04% | – |
| GE | New | GENERAL ELECTRIC CO | $355,000 | – | 13,358 | – | 0.04% | – |
| AMGN | New | AMGEN INC | $349,000 | – | 2,271 | – | 0.04% | – |
| JMEI | New | JUMEI INTL HLDG LTDput | $330,000 | – | 36,600 | – | 0.04% | – |
| CLNE | New | CLEAN ENERGY FUELS CORP | $327,000 | – | 58,100 | – | 0.04% | – |
| RIG | New | TRANSOCEAN LTD | $326,000 | – | 20,200 | – | 0.04% | – |
| AREXQ | New | APPROACH RESOURCES INC | $329,000 | – | 48,000 | – | 0.04% | – |
| QCOM | New | QUALCOMM INC | $302,000 | – | 4,825 | – | 0.04% | – |
| BIIB | New | BIOGEN INC | $299,000 | – | 739 | – | 0.04% | – |
| KN | New | KNOWLES CORP | $297,000 | – | 16,400 | – | 0.04% | – |
| MNKD | New | MANNKIND CORPput | $283,000 | – | 13,200 | – | 0.03% | – |
| WBA | New | WALGREENS BOOTS ALLIANCE INC | $273,000 | – | 3,230 | – | 0.03% | – |
| CYBR | New | CYBERARK SOFTWARE LTDput | $276,000 | – | 15,900 | – | 0.03% | – |
| AREXQ | New | APPROACH RESOURCES INCput | $275,000 | – | 48,000 | – | 0.03% | – |
| SBUX | New | STARBUCKS CORP | $237,000 | – | 4,416 | – | 0.03% | – |
| CERS | New | CERUS CORP | $236,000 | – | 45,500 | – | 0.03% | – |
| New | ELECTRONIC ARTS INCnote 0.750% 7/1 | $208,000 | – | 100,000 | – | 0.02% | – | |
| New | INTEROIL CORPnote 2.750%11/1 | $198,000 | – | 200,000 | – | 0.02% | – | |
| FUEL | New | ROCKET FUEL INCput | $190,000 | – | 64,900 | – | 0.02% | – |
| New | CHART INDS INCnote 2.000% 8/0 | $194,000 | – | 200,000 | – | 0.02% | – | |
| TUBE | New | TUBEMOGUL INCput | $190,000 | – | 9,000 | – | 0.02% | – |
| UNXLQ | New | UNI PIXEL INC | $182,000 | – | 70,800 | – | 0.02% | – |
| LAYN | New | LAYNE CHRISTENSEN CO | $156,000 | – | 17,400 | – | 0.02% | – |
| FB | New | FACEBOOK INCput | $162,000 | – | 133,848 | – | 0.02% | – |
| EIGI | New | ENDURANCE INTL GROUP HLDGS Iput | $159,000 | – | 32,500 | – | 0.02% | – |
| ESINQ | New | ITT EDUCATIONAL SERVICES INCput | $155,000 | – | 22,100 | – | 0.02% | – |
| LAYN | New | LAYNE CHRISTENSEN COput | $145,000 | – | 17,400 | – | 0.02% | – |
| KN | New | KNOWLES CORPput | $130,000 | – | 16,400 | – | 0.02% | – |
| TUBE | New | TUBEMOGUL INC | $129,000 | – | 9,000 | – | 0.02% | – |
| ZIOP | New | ZIOPHARM ONCOLOGY INC | $126,000 | – | 10,500 | – | 0.02% | – |
| SNECQ | New | SANCHEZ ENERGY CORPput | $116,000 | – | 49,500 | – | 0.01% | – |
| AMBA | New | AMBARELLA INC | $92,000 | – | 900 | – | 0.01% | – |
| ADMP | New | ADAMIS PHARMACEUTICALS CORP | $87,000 | – | 20,800 | – | 0.01% | – |
| ESINQ | New | ITT EDUCATIONAL SERVICES INC | $88,000 | – | 22,100 | – | 0.01% | – |
| MNKD | New | MANNKIND CORP | $75,000 | – | 13,200 | – | 0.01% | – |
| SIRI | New | SIRIUS XM HLDGS INC | $60,000 | – | 16,178 | – | 0.01% | – |
| ASPS | New | ALTISOURCE PORTFOLIO SOLNS Sput | $53,000 | – | 17,600 | – | 0.01% | – |
| CERS | New | CERUS CORPput | $45,000 | – | 45,500 | – | 0.01% | – |
| ZIOP | New | ZIOPHARM ONCOLOGY INCput | $42,000 | – | 10,500 | – | 0.01% | – |
| NSR | New | NEUSTAR INCput | $25,000 | – | 17,000 | – | 0.00% | – |
| RMTI | New | ROCKWELL MED INCput | $22,000 | – | 38,000 | – | 0.00% | – |
| AMBA | New | AMBARELLA INCcall | $5,000 | – | 900 | – | 0.00% | – |
| MNKD | New | MANNKIND CORPcall | $5,000 | – | 13,200 | – | 0.00% | – |
| YY | New | YY INCcall | $5,000 | – | 25,900 | – | 0.00% | – |
| CONN | New | CONNS INCput | $0 | – | 15,600 | – | 0.00% | – |
| CLNE | New | CLEAN ENERGY FUELS CORPcall | $0 | – | 58,100 | – | 0.00% | – |
| EIGI | New | ENDURANCE INTL GROUP HLDGS Icall | $0 | – | 32,500 | – | 0.00% | – |
| TDW | New | TIDEWATER INCcall | $0 | – | 59,900 | – | 0.00% | – |
| DDD | New | 3-D SYS CORP DELcall | $1,000 | – | 194,400 | – | 0.00% | – |
| GPRO | New | GOPRO INCcall | $0 | – | 52,900 | – | 0.00% | – |
| ONVO | New | ORGANOVO HLDGS INCcall | $0 | – | 650 | – | 0.00% | – |
| LAYN | New | LAYNE CHRISTENSEN COcall | $0 | – | 17,400 | – | 0.00% | – |
| KING | New | KING DIGITAL ENTMT PLCcall | $1,000 | – | 124,000 | – | 0.00% | – |
| RMTI | New | ROCKWELL MED INCcall | $1,000 | – | 38,000 | – | 0.00% | – |
| RIG | New | TRANSOCEAN LTDcall | $0 | – | 20,200 | – | 0.00% | – |
| ASPS | New | ALTISOURCE PORTFOLIO SOLNS Scall | $0 | – | 17,600 | – | 0.00% | – |
| NDLS | New | NOODLES & COcall | $0 | – | 83,200 | – | 0.00% | – |
| LOCO | New | EL POLLO LOCO HLDGS INCcall | $4,000 | – | 82,800 | – | 0.00% | – |
Q4 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| Exit | MICRON TECHNOLOGY INCnote 1.625% 2/1 | $0 | – | -11,000 | – | -0.00% | – | |
| Exit | NEWPARK RES INCnote 4.000%10/0 | $0 | – | -65,000 | – | -0.01% | – | |
| QTWWQ | Exit | QUANTUM FUEL SYS TECH WORLDW | $0 | – | -25,200 | – | -0.01% | – |
| MCPIQ | Exit | MOLYCORP INC DEL | $0 | – | -80,000 | – | -0.01% | – |
| WLTGQ | Exit | WALTER ENERGY INC | $0 | – | -55,900 | – | -0.02% | – |
| SPLS | Exit | STAPLES INC | $0 | – | -11,219 | – | -0.02% | – |
| INO | Exit | INOVIO PHARMACEUTICALS INC | $0 | – | -15,000 | – | -0.02% | – |
| ANVGQ | Exit | ALLIED NEVADA GOLD CORP | $0 | – | -50,000 | – | -0.02% | – |
| AMD | Exit | ADVANCED MICRO DEVICES INC | $0 | – | -58,200 | – | -0.02% | – |
| ONVO | Exit | ORGANOVO HLDGS INC | $0 | – | -31,000 | – | -0.02% | – |
| TRIP | Exit | TRIPADVISOR INC | $0 | – | -2,265 | – | -0.02% | – |
| CTXS | Exit | CITRIX SYS INC | $0 | – | -2,863 | – | -0.02% | – |
| DLTR | Exit | DOLLAR TREE INC | $0 | – | -3,581 | – | -0.02% | – |
| VIP | Exit | VIMPELCOM LTDsponsored adr | $0 | – | -28,773 | – | -0.02% | – |
| CA | Exit | CA INC | $0 | – | -7,751 | – | -0.02% | – |
| ADSK | Exit | AUTODESK INC | $0 | – | -3,968 | – | -0.03% | – |
| QRTEA | Exit | LIBERTY INTERACTIVE CORP | $0 | – | -7,885 | – | -0.03% | – |
| BBBY | Exit | BED BATH & BEYOND INC | $0 | – | -3,518 | – | -0.03% | – |
| KLAC | Exit | KLA-TENCOR CORP | $0 | – | -2,879 | – | -0.03% | – |
| MBBYF | Exit | MOBILEYE N V AMSTELVEEN | $0 | – | -4,300 | – | -0.03% | – |
| FAST | Exit | FASTENAL CO | $0 | – | -5,170 | – | -0.03% | – |
| WFM | Exit | WHOLE FOODS MKT INC | $0 | – | -6,291 | – | -0.03% | – |
| NTAP | Exit | NETAPP INC | $0 | – | -5,561 | – | -0.03% | – |
| SBAC | Exit | SBA COMMUNICATIONS CORP | $0 | – | -2,247 | – | -0.03% | – |
| AAPRB | Exit | ALCOA INC | $0 | – | -5,000 | – | -0.03% | – |
| DISH | Exit | DISH NETWORK CORPcl a | $0 | – | -3,870 | – | -0.03% | – |
| ATVI | Exit | ACTIVISION BLIZZARD INC | $0 | – | -12,496 | – | -0.03% | – |
| VHC | Exit | VIRNETX HLDG CORP | $0 | – | -43,300 | – | -0.03% | – |
| MNST | Exit | MONSTER BEVERAGE CORP | $0 | – | -2,912 | – | -0.03% | – |
| ADI | Exit | ANALOG DEVICES INC | $0 | – | -5,474 | – | -0.03% | – |
| ORLY | Exit | O REILLY AUTOMOTIVE INC NEW | $0 | – | -1,806 | – | -0.03% | – |
| ROST | Exit | ROSS STORES INC | $0 | – | -3,685 | – | -0.03% | – |
| FISV | Exit | FISERV INC | $0 | – | -4,340 | – | -0.03% | – |
| SIAL | Exit | SIGMA ALDRICH CORP | $0 | – | -2,073 | – | -0.03% | – |
| SYMC | Exit | SYMANTEC CORP | $0 | – | -12,026 | – | -0.03% | – |
| NXPI | Exit | NXP SEMICONDUCTORS N V | $0 | – | -4,156 | – | -0.03% | – |
| PAYX | Exit | PAYCHEX INC | $0 | – | -6,325 | – | -0.03% | – |
| ISRG | Exit | INTUITIVE SURGICAL INC | $0 | – | -628 | – | -0.03% | – |
| VOD | Exit | VODAFONE GROUP PLC NEWspnsr adr no par | $0 | – | -8,729 | – | -0.03% | – |
| CHTR | Exit | CHARTER COMMUNICATIONS INC Dcl a new | $0 | – | -1,891 | – | -0.03% | – |
| MYL | Exit | MYLAN INC | $0 | – | -6,515 | – | -0.04% | – |
| STX | Exit | SEAGATE TECHNOLOGY PLC | $0 | – | -5,691 | – | -0.04% | – |
| WYNN | Exit | WYNN RESORTS LTD | $0 | – | -1,766 | – | -0.04% | – |
| KNDI | Exit | KANDI TECHNOLOGIES GROUP INC | $0 | – | -26,300 | – | -0.04% | – |
| SIRI | Exit | SIRIUS XM HLDGS INC | $0 | – | -98,786 | – | -0.04% | – |
| PCAR | Exit | PACCAR INC | $0 | – | -6,178 | – | -0.04% | – |
| GTATQ | Exit | GT ADVANCED TECHNOLOGIES INC | $0 | – | -32,300 | – | -0.04% | – |
| CERN | Exit | CERNER CORP | $0 | – | -5,941 | – | -0.04% | – |
| MAR | Exit | MARRIOTT INTL INC NEWcl a | $0 | – | -5,061 | – | -0.04% | – |
| GMCR | Exit | KEURIG GREEN MTN INC | $0 | – | -2,829 | – | -0.04% | – |
| YGE | Exit | YINGLI GREEN ENERGY HLDG COadr | $0 | – | -120,100 | – | -0.04% | – |
| BRCM | Exit | BROADCOM CORPcl a | $0 | – | -9,423 | – | -0.04% | – |
| AVGO | Exit | AVAGO TECHNOLOGIES LTD | $0 | – | -4,385 | – | -0.04% | – |
| Exit | AFFYMETRIX INCnote 4.000% 7/0 | $0 | – | -250,000 | – | -0.04% | – | |
| SNDK | Exit | SANDISK CORP | $0 | – | -3,906 | – | -0.04% | – |
| PLUG | Exit | PLUG POWER INC | $0 | – | -85,000 | – | -0.05% | – |
| ILMN | Exit | ILLUMINA INC | $0 | – | -2,428 | – | -0.05% | – |
| WDC | Exit | WESTERN DIGITAL CORP | $0 | – | -4,076 | – | -0.05% | – |
| NESCQ | Exit | NUVERRA ENVIRONMENTAL SOLUTI | $0 | – | -27,500 | – | -0.05% | – |
| Exit | PROSPECT CAPITAL CORPORATIONnote 5.500% 8/1 | $0 | – | -400,000 | – | -0.05% | – | |
| Exit | COBALT INTL ENERGY INCnote 2.625%12/0 | $0 | – | -500,000 | – | -0.05% | – | |
| GOGO | Exit | GOGO INC | $0 | – | -25,000 | – | -0.05% | – |
| INTU | Exit | INTUIT | $0 | – | -4,944 | – | -0.05% | – |
| NFLX | Exit | NETFLIX INC | $0 | – | -1,046 | – | -0.06% | – |
| VRTX | Exit | VERTEX PHARMACEUTICALS INC | $0 | – | -4,146 | – | -0.06% | – |
| CTSH | Exit | COGNIZANT TECHNOLOGY SOLUTIOcl a | $0 | – | -10,588 | – | -0.06% | – |
| VIAB | Exit | VIACOM INC NEWcl b | $0 | – | -6,480 | – | -0.06% | – |
| TSLA | Exit | TESLA MTRS INC | $0 | – | -2,172 | – | -0.06% | – |
| TCS | Exit | CONTAINER STORE GROUP INC | $0 | – | -25,000 | – | -0.06% | – |
| FUEL | Exit | ROCKET FUEL INC | $0 | – | -35,000 | – | -0.06% | – |
| AUXL | Exit | AUXILIUM PHARMACEUTICALS INC | $0 | – | -19,000 | – | -0.07% | – |
| VJET | Exit | VOXELJET AGads | $0 | – | -40,700 | – | -0.07% | – |
| KRFT | Exit | KRAFT FOODS GROUP INC | $0 | – | -10,344 | – | -0.07% | – |
| ADBE | Exit | ADOBE SYS INC | $0 | – | -8,664 | – | -0.07% | – |
| REGN | Exit | REGENERON PHARMACEUTICALS | $0 | – | -1,725 | – | -0.07% | – |
| KING | Exit | KING DIGITAL ENTMT PLC | $0 | – | -50,000 | – | -0.07% | – |
| OPK | Exit | OPKO HEALTH INC | $0 | – | -75,000 | – | -0.08% | – |
| MU | Exit | MICRON TECHNOLOGY INC | $0 | – | -18,651 | – | -0.08% | – |
| Exit | MICRON TECHNOLOGY INCnote 3.000%11/1 | $0 | – | -500,000 | – | -0.08% | – | |
| WWE | Exit | WORLD WRESTLING ENTMT INCcl a | $0 | – | -50,000 | – | -0.08% | – |
| ADP | Exit | AUTOMATIC DATA PROCESSING IN | $0 | – | -8,377 | – | -0.08% | – |
| YHOO | Exit | YAHOO INC | $0 | – | -17,321 | – | -0.08% | – |
| Exit | ENCORE CAP GROUP INCnote 3.000%11/2 | $0 | – | -500,000 | – | -0.09% | – | |
| A309PS | Exit | DIRECTV | $0 | – | -8,748 | – | -0.09% | – |
| FOXA | Exit | TWENTY FIRST CENTY FOX INCcl a | $0 | – | -24,235 | – | -0.10% | – |
| JMEI | Exit | JUMEI INTL HLDG LTDsponsored adr | $0 | – | -35,600 | – | -0.10% | – |
| GLUU | Exit | GLU MOBILE INC | $0 | – | -162,000 | – | -0.10% | – |
| TXN | Exit | TEXAS INSTRS INC | $0 | – | -18,592 | – | -0.10% | – |
| ESRX | Exit | EXPRESS SCRIPTS HLDG CO | $0 | – | -12,983 | – | -0.11% | – |
| COST | Exit | COSTCO WHSL CORP NEW | $0 | – | -7,633 | – | -0.11% | – |
| SBUX | Exit | STARBUCKS CORP | $0 | – | -13,083 | – | -0.12% | – |
| MDLZ | Exit | MONDELEZ INTL INCcl a | $0 | – | -29,362 | – | -0.12% | – |
| XONE | Exit | EXONE CO | $0 | – | -48,700 | – | -0.12% | – |
| BIDU | Exit | BAIDU INCspon adr rep a | $0 | – | -4,820 | – | -0.12% | – |
| PCLN | Exit | PRICELINE GRP INC | $0 | – | -915 | – | -0.12% | – |
| Exit | DEPOMED INCnote 2.500% 9/0 | $0 | – | -1,000,000 | – | -0.12% | – | |
| Exit | SALIX PHARMACEUTICALS INCnote 1.500% 3/1 | $0 | – | -455,000 | – | -0.13% | – | |
| Exit | TIBCO SOFTWARE INCnote 2.250% 5/0 | $0 | – | -1,104,000 | – | -0.13% | – | |
| CLF | Exit | CLIFFS NAT RES INC | $0 | – | -113,500 | – | -0.14% | – |
| Exit | AUXILIUM PHARMACEUTICALS INCnote 1.500% 7/1 | $0 | – | -900,000 | – | -0.14% | – | |
| EBAY | Exit | EBAY INC | $0 | – | -21,617 | – | -0.14% | – |
| CELG | Exit | CELGENE CORP | $0 | – | -13,923 | – | -0.16% | – |
| BIIB | Exit | BIOGEN IDEC INC | $0 | – | -4,114 | – | -0.16% | – |
| DOFSQ | Exit | DIAMOND OFFSHORE DRILLING IN | $0 | – | -40,000 | – | -0.16% | – |
| Exit | MICROCHIP TECHNOLOGY INCsdcv 2.125%12/1 | $0 | – | -787,000 | – | -0.17% | – | |
| WPRT | Exit | WESTPORT INNOVATIONS INC | $0 | – | -156,700 | – | -0.19% | – |
| SODA | Exit | SODASTREAM INTERNATIONAL LTD | $0 | – | -58,500 | – | -0.20% | – |
| LULU | Exit | LULULEMON ATHLETICA INC | $0 | – | -41,300 | – | -0.20% | – |
| AMGN | Exit | AMGEN INC | $0 | – | -13,231 | – | -0.22% | – |
| TYFDL | Exit | TYSON FOODS INCunit 99/99/9999 | $0 | – | -39,000 | – | -0.23% | – |
| CMCSA | Exit | COMCAST CORP NEWcl a | $0 | – | -37,438 | – | -0.24% | – |
| QCOM | Exit | QUALCOMM INC | $0 | – | -29,191 | – | -0.26% | – |
| Exit | MOLINA HEALTHCARE INCnote 1.125% 1/1 | $0 | – | -2,000,000 | – | -0.28% | – | |
| AMZN | Exit | AMAZON COM INC | $0 | – | -8,047 | – | -0.30% | – |
| AMAT | Exit | APPLIED MATLS INC | $0 | – | -121,220 | – | -0.31% | – |
| FB | Exit | FACEBOOK INCcl a | $0 | – | -35,095 | – | -0.32% | – |
| GILD | Exit | GILEAD SCIENCES INC | $0 | – | -26,330 | – | -0.33% | – |
| GOOGL | Exit | GOOGLE INCcl a | $0 | – | -4,935 | – | -0.34% | – |
| UPLMQ | Exit | ULTRA PETROLEUM CORP | $0 | – | -132,000 | – | -0.36% | – |
| MONT | Exit | MONTAGE TECHNOLOGY GROUP LTD | $0 | – | -155,000 | – | -0.38% | – |
| GOOG | Exit | GOOGLE INCcl c | $0 | – | -5,890 | – | -0.40% | – |
| Exit | CADENCE DESIGN SYSTEM INCnote 2.625% 6/0 | $0 | – | -1,500,000 | – | -0.40% | – | |
| Exit | NAVISTAR INTL CORP NEWnote 3.000%10/1 | $0 | – | -3,564,000 | – | -0.42% | – | |
| Exit | ICONIX BRAND GROUP INCnote 1.500% 3/1 | $0 | – | -3,077,000 | – | -0.46% | – | |
| DDD | Exit | 3-D SYS CORP DEL | $0 | – | -90,300 | – | -0.49% | – |
| GE | Exit | GENERAL ELECTRIC CO | $0 | – | -173,993 | – | -0.52% | – |
| Exit | NUANCE COMMUNICATIONS INCnote 2.750%11/0 | $0 | – | -4,600,000 | – | -0.53% | – | |
| PFE | Exit | PFIZER INC | $0 | – | -173,993 | – | -0.60% | – |
| Exit | SANDISK CORPnote 1.500% 8/1 | $0 | – | -2,750,000 | – | -0.62% | – | |
| T | Exit | AT&T INC | $0 | – | -173,993 | – | -0.72% | – |
| CSCO | Exit | CISCO SYS INC | $0 | – | -263,213 | – | -0.78% | – |
| KO | Exit | COCA COLA CO | $0 | – | -173,993 | – | -0.87% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -173,993 | – | -1.02% | – |
| INTC | Exit | INTEL CORP | $0 | – | -260,223 | – | -1.06% | – |
| MRK | Exit | MERCK & CO INC NEW | $0 | – | -173,993 | – | -1.21% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -173,993 | – | -1.23% | – |
| AAPL | Exit | APPLE INC | $0 | – | -104,289 | – | -1.23% | – |
| DD | Exit | DU PONT E I DE NEMOURS & CO | $0 | – | -173,993 | – | -1.46% | – |
| WMT | Exit | WAL-MART STORES INC | $0 | – | -173,993 | – | -1.56% | – |
| PG | Exit | PROCTER & GAMBLE CO | $0 | – | -173,993 | – | -1.71% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -317,505 | – | -1.73% | – |
| UNH | Exit | UNITEDHEALTH GROUP INC | $0 | – | -173,993 | – | -1.76% | – |
| AXP | Exit | AMERICAN EXPRESS CO | $0 | – | -173,993 | – | -1.79% | – |
| DIS | Exit | DISNEY WALT CO | $0 | – | -173,993 | – | -1.82% | – |
| HD | Exit | HOME DEPOT INC | $0 | – | -173,993 | – | -1.87% | – |
| TRV | Exit | TRAVELERS COMPANIES INC | $0 | – | -173,993 | – | -1.92% | – |
| XOM | Exit | EXXON MOBIL CORP | $0 | – | -173,993 | – | -1.92% | – |
| MCD | Exit | MCDONALDS CORP | $0 | – | -173,993 | – | -1.94% | – |
| CAT | Exit | CATERPILLAR INC DEL | $0 | – | -173,993 | – | -2.02% | – |
| UTX | Exit | UNITED TECHNOLOGIES CORP | $0 | – | -173,993 | – | -2.16% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -173,993 | – | -2.18% | – |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -173,993 | – | -2.44% | – |
| BA | Exit | BOEING CO | $0 | – | -173,993 | – | -2.60% | – |
| MMM | Exit | 3M CO | $0 | – | -173,993 | – | -2.89% | – |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -173,993 | – | -3.75% | – |
| IBM | Exit | INTERNATIONAL BUSINESS MACHS | $0 | – | -173,993 | – | -3.87% | – |
| V | Exit | VISA INC | $0 | – | -173,993 | – | -4.35% | – |
| TLT | Exit | ISHARES TR20+ yr tr bd etf | $0 | – | -2,300,000 | – | -31.35% | – |
Q3 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| TLT | Buy | ISHARES TR20+ yr tr bd etf | $267,352,000 | +46.9% | 2,300,000 | +43.8% | 31.35% | -59.9% |
| V | New | VISA INC | $37,125,000 | – | 173,993 | – | 4.35% | – |
| IBM | New | INTERNATIONAL BUSINESS MACHS | $33,029,000 | – | 173,993 | – | 3.87% | – |
| GS | New | GOLDMAN SACHS GROUP INC | $31,940,000 | – | 173,993 | – | 3.75% | – |
| MMM | New | 3M CO | $24,651,000 | – | 173,993 | – | 2.89% | – |
| BA | New | BOEING CO | $22,163,000 | – | 173,993 | – | 2.60% | – |
| CVX | New | CHEVRON CORP NEW | $20,761,000 | – | 173,993 | – | 2.44% | – |
| JNJ | New | JOHNSON & JOHNSON | $18,546,000 | – | 173,993 | – | 2.18% | – |
| UTX | New | UNITED TECHNOLOGIES CORP | $18,374,000 | – | 173,993 | – | 2.16% | – |
| CAT | New | CATERPILLAR INC DEL | $17,231,000 | – | 173,993 | – | 2.02% | – |
| MCD | New | MCDONALDS CORP | $16,496,000 | – | 173,993 | – | 1.94% | – |
| XOM | New | EXXON MOBIL CORP | $16,364,000 | – | 173,993 | – | 1.92% | – |
| TRV | New | TRAVELERS COMPANIES INC | $16,345,000 | – | 173,993 | – | 1.92% | – |
| HD | New | HOME DEPOT INC | $15,962,000 | – | 173,993 | – | 1.87% | – |
| DIS | New | DISNEY WALT CO | $15,491,000 | – | 173,993 | – | 1.82% | – |
| AXP | New | AMERICAN EXPRESS CO | $15,231,000 | – | 173,993 | – | 1.79% | – |
| UNH | New | UNITEDHEALTH GROUP INC | $15,007,000 | – | 173,993 | – | 1.76% | – |
| MSFT | Buy | MICROSOFT CORP | $14,719,000 | +3307.2% | 317,505 | +2968.0% | 1.73% | +828.0% |
| PG | New | PROCTER & GAMBLE CO | $14,570,000 | – | 173,993 | – | 1.71% | – |
| WMT | New | WAL-MART STORES INC | $13,305,000 | – | 173,993 | – | 1.56% | – |
| DD | New | DU PONT E I DE NEMOURS & CO | $12,486,000 | – | 173,993 | – | 1.46% | – |
| AAPL | Buy | APPLE INC | $10,507,000 | +1396.7% | 104,289 | +1280.6% | 1.23% | +309.3% |
| JPM | New | JPMORGAN CHASE & CO | $10,481,000 | – | 173,993 | – | 1.23% | – |
| MRK | New | MERCK & CO INC NEW | $10,314,000 | – | 173,993 | – | 1.21% | – |
| INTC | New | INTEL CORP | $9,061,000 | – | 260,223 | – | 1.06% | – |
| VZ | New | VERIZON COMMUNICATIONS INC | $8,698,000 | – | 173,993 | – | 1.02% | – |
| KO | New | COCA COLA CO | $7,423,000 | – | 173,993 | – | 0.87% | – |
| CSCO | New | CISCO SYS INC | $6,625,000 | – | 263,213 | – | 0.78% | – |
| T | New | AT&T INC | $6,132,000 | – | 173,993 | – | 0.72% | – |
| PFE | New | PFIZER INC | $5,145,000 | – | 173,993 | – | 0.60% | – |
| Sell | NUANCE COMMUNICATIONS INCnote 2.750%11/0 | $4,554,000 | -5.7% | 4,600,000 | -4.5% | 0.53% | -74.3% | |
| GE | New | GENERAL ELECTRIC CO | $4,458,000 | – | 173,993 | – | 0.52% | – |
| DDD | New | 3-D SYS CORP DEL | $4,187,000 | – | 90,300 | – | 0.49% | – |
| New | ICONIX BRAND GROUP INCnote 1.500% 3/1 | $3,955,000 | – | 3,077,000 | – | 0.46% | – | |
| Buy | NAVISTAR INTL CORP NEWnote 3.000%10/1 | $3,568,000 | +3.4% | 3,564,000 | +3.8% | 0.42% | -71.8% | |
| GOOG | New | GOOGLE INCcl c | $3,401,000 | – | 5,890 | – | 0.40% | – |
| MONT | New | MONTAGE TECHNOLOGY GROUP LTD | $3,238,000 | – | 155,000 | – | 0.38% | – |
| UPLMQ | New | ULTRA PETROLEUM CORP | $3,070,000 | – | 132,000 | – | 0.36% | – |
| GOOGL | Buy | GOOGLE INCcl a | $2,904,000 | +1309.7% | 4,935 | +1298.0% | 0.34% | +287.5% |
| GILD | New | GILEAD SCIENCES INC | $2,803,000 | – | 26,330 | – | 0.33% | – |
| FB | New | FACEBOOK INCcl a | $2,774,000 | – | 35,095 | – | 0.32% | – |
| AMAT | Buy | APPLIED MATLS INC | $2,620,000 | +14.5% | 121,220 | +19.4% | 0.31% | -68.8% |
| AMZN | New | AMAZON COM INC | $2,595,000 | – | 8,047 | – | 0.30% | – |
| New | MOLINA HEALTHCARE INCnote 1.125% 1/1 | $2,358,000 | – | 2,000,000 | – | 0.28% | – | |
| QCOM | New | QUALCOMM INC | $2,183,000 | – | 29,191 | – | 0.26% | – |
| CMCSA | New | COMCAST CORP NEWcl a | $2,013,000 | – | 37,438 | – | 0.24% | – |
| TYFDL | New | TYSON FOODS INCunit 99/99/9999 | $1,964,000 | – | 39,000 | – | 0.23% | – |
| AMGN | New | AMGEN INC | $1,858,000 | – | 13,231 | – | 0.22% | – |
| SODA | New | SODASTREAM INTERNATIONAL LTD | $1,725,000 | – | 58,500 | – | 0.20% | – |
| WPRT | New | WESTPORT INNOVATIONS INC | $1,647,000 | – | 156,700 | – | 0.19% | – |
| New | MICROCHIP TECHNOLOGY INCsdcv 2.125%12/1 | $1,461,000 | – | 787,000 | – | 0.17% | – | |
| DOFSQ | New | DIAMOND OFFSHORE DRILLING IN | $1,371,000 | – | 40,000 | – | 0.16% | – |
| BIIB | New | BIOGEN IDEC INC | $1,361,000 | – | 4,114 | – | 0.16% | – |
| CELG | New | CELGENE CORP | $1,320,000 | – | 13,923 | – | 0.16% | – |
| EBAY | New | EBAY INC | $1,224,000 | – | 21,617 | – | 0.14% | – |
| CLF | New | CLIFFS NAT RES INC | $1,178,000 | – | 113,500 | – | 0.14% | – |
| New | TIBCO SOFTWARE INCnote 2.250% 5/0 | $1,105,000 | – | 1,104,000 | – | 0.13% | – | |
| Sell | SALIX PHARMACEUTICALS INCnote 1.500% 3/1 | $1,102,000 | -53.5% | 455,000 | -62.2% | 0.13% | -87.3% | |
| New | DEPOMED INCnote 2.500% 9/0 | $1,065,000 | – | 1,000,000 | – | 0.12% | – | |
| PCLN | New | PRICELINE GRP INC | $1,060,000 | – | 915 | – | 0.12% | – |
| BIDU | New | BAIDU INCspon adr rep a | $1,052,000 | – | 4,820 | – | 0.12% | – |
| XONE | New | EXONE CO | $1,017,000 | – | 48,700 | – | 0.12% | – |
| MDLZ | New | MONDELEZ INTL INCcl a | $1,006,000 | – | 29,362 | – | 0.12% | – |
| SBUX | New | STARBUCKS CORP | $987,000 | – | 13,083 | – | 0.12% | – |
| COST | New | COSTCO WHSL CORP NEW | $957,000 | – | 7,633 | – | 0.11% | – |
| ESRX | New | EXPRESS SCRIPTS HLDG CO | $917,000 | – | 12,983 | – | 0.11% | – |
| TXN | New | TEXAS INSTRS INC | $887,000 | – | 18,592 | – | 0.10% | – |
| GLUU | New | GLU MOBILE INC | $838,000 | – | 162,000 | – | 0.10% | – |
| JMEI | New | JUMEI INTL HLDG LTDsponsored adr | $836,000 | – | 35,600 | – | 0.10% | – |
| FOXA | New | TWENTY FIRST CENTY FOX INCcl a | $831,000 | – | 24,235 | – | 0.10% | – |
| A309PS | New | DIRECTV | $757,000 | – | 8,748 | – | 0.09% | – |
| YHOO | New | YAHOO INC | $706,000 | – | 17,321 | – | 0.08% | – |
| ADP | New | AUTOMATIC DATA PROCESSING IN | $696,000 | – | 8,377 | – | 0.08% | – |
| New | MICRON TECHNOLOGY INCnote 3.000%11/1 | $656,000 | – | 500,000 | – | 0.08% | – | |
| MU | New | MICRON TECHNOLOGY INC | $639,000 | – | 18,651 | – | 0.08% | – |
| OPK | Buy | OPKO HEALTH INC | $638,000 | +188.7% | 75,000 | +200.0% | 0.08% | -21.1% |
| KING | New | KING DIGITAL ENTMT PLC | $635,000 | – | 50,000 | – | 0.07% | – |
| REGN | New | REGENERON PHARMACEUTICALS | $622,000 | – | 1,725 | – | 0.07% | – |
| ADBE | New | ADOBE SYS INC | $599,000 | – | 8,664 | – | 0.07% | – |
| KRFT | New | KRAFT FOODS GROUP INC | $583,000 | – | 10,344 | – | 0.07% | – |
| AUXL | New | AUXILIUM PHARMACEUTICALS INC | $567,000 | – | 19,000 | – | 0.07% | – |
| VJET | New | VOXELJET AGads | $565,000 | – | 40,700 | – | 0.07% | – |
| FUEL | Buy | ROCKET FUEL INC | $553,000 | -28.8% | 35,000 | +40.0% | 0.06% | -80.5% |
| TCS | New | CONTAINER STORE GROUP INC | $544,000 | – | 25,000 | – | 0.06% | – |
| TSLA | New | TESLA MTRS INC | $527,000 | – | 2,172 | – | 0.06% | – |
| VIAB | New | VIACOM INC NEWcl b | $499,000 | – | 6,480 | – | 0.06% | – |
| CTSH | New | COGNIZANT TECHNOLOGY SOLUTIOcl a | $474,000 | – | 10,588 | – | 0.06% | – |
| VRTX | New | VERTEX PHARMACEUTICALS INC | $466,000 | – | 4,146 | – | 0.06% | – |
| NFLX | New | NETFLIX INC | $472,000 | – | 1,046 | – | 0.06% | – |
| INTU | New | INTUIT | $433,000 | – | 4,944 | – | 0.05% | – |
| Sell | PROSPECT CAPITAL CORPORATIONnote 5.500% 8/1 | $417,000 | -20.0% | 400,000 | -20.0% | 0.05% | -78.1% | |
| New | COBALT INTL ENERGY INCnote 2.625%12/0 | $419,000 | – | 500,000 | – | 0.05% | – | |
| GOGO | New | GOGO INC | $422,000 | – | 25,000 | – | 0.05% | – |
| NESCQ | New | NUVERRA ENVIRONMENTAL SOLUTI | $406,000 | – | 27,500 | – | 0.05% | – |
| ILMN | New | ILLUMINA INC | $398,000 | – | 2,428 | – | 0.05% | – |
| WDC | New | WESTERN DIGITAL CORP | $397,000 | – | 4,076 | – | 0.05% | – |
| PLUG | New | PLUG POWER INC | $390,000 | – | 85,000 | – | 0.05% | – |
| AVGO | New | AVAGO TECHNOLOGIES LTD | $381,000 | – | 4,385 | – | 0.04% | – |
| SNDK | New | SANDISK CORP | $383,000 | – | 3,906 | – | 0.04% | – |
| Sell | AFFYMETRIX INCnote 4.000% 7/0 | $386,000 | -53.7% | 250,000 | -50.0% | 0.04% | -87.4% | |
| BRCM | New | BROADCOM CORPcl a | $381,000 | – | 9,423 | – | 0.04% | – |
| YGE | Buy | YINGLI GREEN ENERGY HLDG COadr | $374,000 | 0.0% | 120,100 | +20.1% | 0.04% | -72.7% |
| GMCR | New | KEURIG GREEN MTN INC | $368,000 | – | 2,829 | – | 0.04% | – |
| MAR | New | MARRIOTT INTL INC NEWcl a | $354,000 | – | 5,061 | – | 0.04% | – |
| CERN | New | CERNER CORP | $354,000 | – | 5,941 | – | 0.04% | – |
| GTATQ | New | GT ADVANCED TECHNOLOGIES INC | $350,000 | – | 32,300 | – | 0.04% | – |
| PCAR | New | PACCAR INC | $351,000 | – | 6,178 | – | 0.04% | – |
| KNDI | Sell | KANDI TECHNOLOGIES GROUP INC | $342,000 | -69.3% | 26,300 | -66.6% | 0.04% | -91.6% |
| SIRI | New | SIRIUS XM HLDGS INC | $345,000 | – | 98,786 | – | 0.04% | – |
| WYNN | New | WYNN RESORTS LTD | $330,000 | – | 1,766 | – | 0.04% | – |
| STX | New | SEAGATE TECHNOLOGY PLC | $326,000 | – | 5,691 | – | 0.04% | – |
| MYL | New | MYLAN INC | $296,000 | – | 6,515 | – | 0.04% | – |
| VOD | New | VODAFONE GROUP PLC NEWspnsr adr no par | $287,000 | – | 8,729 | – | 0.03% | – |
| CHTR | New | CHARTER COMMUNICATIONS INC Dcl a new | $286,000 | – | 1,891 | – | 0.03% | – |
| ISRG | New | INTUITIVE SURGICAL INC | $290,000 | – | 628 | – | 0.03% | – |
| PAYX | New | PAYCHEX INC | $280,000 | – | 6,325 | – | 0.03% | – |
| ROST | New | ROSS STORES INC | $279,000 | – | 3,685 | – | 0.03% | – |
| SIAL | New | SIGMA ALDRICH CORP | $282,000 | – | 2,073 | – | 0.03% | – |
| SYMC | New | SYMANTEC CORP | $283,000 | – | 12,026 | – | 0.03% | – |
| FISV | New | FISERV INC | $281,000 | – | 4,340 | – | 0.03% | – |
| NXPI | New | NXP SEMICONDUCTORS N V | $284,000 | – | 4,156 | – | 0.03% | – |
| ADI | New | ANALOG DEVICES INC | $271,000 | – | 5,474 | – | 0.03% | – |
| ORLY | New | O REILLY AUTOMOTIVE INC NEW | $272,000 | – | 1,806 | – | 0.03% | – |
| MNST | New | MONSTER BEVERAGE CORP | $267,000 | – | 2,912 | – | 0.03% | – |
| VHC | New | VIRNETX HLDG CORP | $260,000 | – | 43,300 | – | 0.03% | – |
| ATVI | New | ACTIVISION BLIZZARD INC | $260,000 | – | 12,496 | – | 0.03% | – |
| AAPRB | New | ALCOA INC | $250,000 | – | 5,000 | – | 0.03% | – |
| DISH | New | DISH NETWORK CORPcl a | $250,000 | – | 3,870 | – | 0.03% | – |
| SBAC | New | SBA COMMUNICATIONS CORP | $249,000 | – | 2,247 | – | 0.03% | – |
| NTAP | New | NETAPP INC | $239,000 | – | 5,561 | – | 0.03% | – |
| WFM | New | WHOLE FOODS MKT INC | $240,000 | – | 6,291 | – | 0.03% | – |
| KLAC | New | KLA-TENCOR CORP | $227,000 | – | 2,879 | – | 0.03% | – |
| MBBYF | New | MOBILEYE N V AMSTELVEEN | $230,000 | – | 4,300 | – | 0.03% | – |
| FAST | New | FASTENAL CO | $232,000 | – | 5,170 | – | 0.03% | – |
| BBBY | New | BED BATH & BEYOND INC | $232,000 | – | 3,518 | – | 0.03% | – |
| ADSK | New | AUTODESK INC | $219,000 | – | 3,968 | – | 0.03% | – |
| QRTEA | New | LIBERTY INTERACTIVE CORP | $225,000 | – | 7,885 | – | 0.03% | – |
| CA | New | CA INC | $217,000 | – | 7,751 | – | 0.02% | – |
| TRIP | New | TRIPADVISOR INC | $207,000 | – | 2,265 | – | 0.02% | – |
| DLTR | New | DOLLAR TREE INC | $201,000 | – | 3,581 | – | 0.02% | – |
| CTXS | New | CITRIX SYS INC | $204,000 | – | 2,863 | – | 0.02% | – |
| VIP | New | VIMPELCOM LTDsponsored adr | $208,000 | – | 28,773 | – | 0.02% | – |
| ONVO | New | ORGANOVO HLDGS INC | $197,000 | – | 31,000 | – | 0.02% | – |
| AMD | New | ADVANCED MICRO DEVICES INC | $198,000 | – | 58,200 | – | 0.02% | – |
| ANVGQ | New | ALLIED NEVADA GOLD CORP | $166,000 | – | 50,000 | – | 0.02% | – |
| INO | New | INOVIO PHARMACEUTICALS INC | $148,000 | – | 15,000 | – | 0.02% | – |
| SPLS | New | STAPLES INC | $136,000 | – | 11,219 | – | 0.02% | – |
| WLTGQ | New | WALTER ENERGY INC | $131,000 | – | 55,900 | – | 0.02% | – |
| QTWWQ | New | QUANTUM FUEL SYS TECH WORLDW | $94,000 | – | 25,200 | – | 0.01% | – |
| New | NEWPARK RES INCnote 4.000%10/0 | $87,000 | – | 65,000 | – | 0.01% | – | |
| QQQ | Exit | POWERSHARES QQQ TRUSTunit ser 1 | $0 | – | -2,463 | – | -0.10% | – |
| MNKD | Exit | MANNKIND CORP | $0 | – | -25,000 | – | -0.12% | – |
| Exit | OMNICARE INCnote 3.500% 2/1 | $0 | – | -350,000 | – | -0.17% | – | |
| SPY | Exit | SPDR S&P 500 ETF TRtr unit | $0 | – | -2,197 | – | -0.18% | – |
| XLP | Exit | SELECT SECTOR SPDR TRsbi cons stpls | $0 | – | -10,000 | – | -0.19% | – |
| Exit | DEALERTRACK TECHNOLOGIES INCnote 1.500% 3/1 | $0 | – | -500,000 | – | -0.29% | – | |
| NSM | Exit | NATIONSTAR MTG HLDGS INC | $0 | – | -23,000 | – | -0.36% | – |
| Exit | LEAP WIRELESS INTL INCnote 4.500% 7/1 | $0 | – | -3,930,000 | – | -1.69% | – | |
| Exit | NEWMONT MINING CORPnote 1.250% 7/1 | $0 | – | -12,160,000 | – | -5.22% | – |
Q2 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| TLT | New | ISHARES20+ yr tr bd etf | $182,009,000 | – | 1,600,000 | – | 78.16% | – |
| New | NEWMONT MINING CORPnote 1.250% 7/1 | $12,148,000 | – | 12,160,000 | – | 5.22% | – | |
| New | SANDISK CORPnote 1.500% 8/1 | $5,634,000 | – | 2,750,000 | – | 2.42% | – | |
| New | NUANCE COMMUNICATIONS INCnote 2.750%11/0 | $4,830,000 | – | 4,816,000 | – | 2.07% | – | |
| New | LEAP WIRELESS INTL INCnote 4.500% 7/1 | $3,926,000 | – | 3,930,000 | – | 1.69% | – | |
| New | CADENCE DESIGN SYSTEM INCnote 2.625% 6/0 | $3,496,000 | – | 1,500,000 | – | 1.50% | – | |
| New | NAVISTAR INTL CORP NEWnote 3.000%10/1 | $3,450,000 | – | 3,433,000 | – | 1.48% | – | |
| New | SALIX PHARMACEUTICALS INCnote 1.500% 3/1 | $2,371,000 | – | 1,205,000 | – | 1.02% | – | |
| AMAT | New | APPLIED MATLS INC | $2,289,000 | – | 101,525 | – | 0.98% | – |
| LULU | New | LULULEMON ATHLETICA INC | $1,672,000 | – | 41,300 | – | 0.72% | – |
| KNDI | New | KANDI TECHNOLOGIES GROUP INC | $1,115,000 | – | 78,800 | – | 0.48% | – |
| New | AUXILIUM PHARMACEUTICALS INCnote 1.500% 7/1 | $970,000 | – | 900,000 | – | 0.42% | – | |
| NSM | New | NATIONSTAR MTG HLDGS INC | $835,000 | – | 23,000 | – | 0.36% | – |
| New | AFFYMETRIX INCnote 4.000% 7/0 | $833,000 | – | 500,000 | – | 0.36% | – | |
| FUEL | New | ROCKET FUEL INC | $777,000 | – | 25,000 | – | 0.33% | – |
| New | ENCORE CAP GROUP INCnote 3.000%11/2 | $767,000 | – | 500,000 | – | 0.33% | – | |
| AAPL | New | APPLE INC | $702,000 | – | 7,554 | – | 0.30% | – |
| New | DEALERTRACK TECHNOLOGIES INCnote 1.500% 3/1 | $671,000 | – | 500,000 | – | 0.29% | – | |
| WWE | New | WORLD WRESTLING ENTMT INCcl a | $596,000 | – | 50,000 | – | 0.26% | – |
| New | PROSPECT CAPITAL CORPORATIONnote 5.500% 8/1 | $521,000 | – | 500,000 | – | 0.22% | – | |
| XLP | New | SELECT SECTOR SPDR TRsbi cons stpls | $446,000 | – | 10,000 | – | 0.19% | – |
| MSFT | New | MICROSOFT CORP | $432,000 | – | 10,349 | – | 0.19% | – |
| SPY | New | SPDR S&P 500 ETF TRtr unit | $430,000 | – | 2,197 | – | 0.18% | – |
| New | OMNICARE INCnote 3.500% 2/1 | $394,000 | – | 350,000 | – | 0.17% | – | |
| YGE | New | YINGLI GREEN ENERGY HLDG COadr | $374,000 | – | 100,000 | – | 0.16% | – |
| MNKD | New | MANNKIND CORP | $275,000 | – | 25,000 | – | 0.12% | – |
| QQQ | New | POWERSHARES QQQ TRUSTunit ser 1 | $231,000 | – | 2,463 | – | 0.10% | – |
| OPK | New | OPKO HEALTH INC | $221,000 | – | 25,000 | – | 0.10% | – |
| MCPIQ | New | MOLYCORP INC DEL | $206,000 | – | 80,000 | – | 0.09% | – |
| GOOGL | New | GOOGLE INCcl a | $206,000 | – | 353 | – | 0.09% | – |
| New | MICRON TECHNOLOGY INCnote 1.625% 2/1 | $33,000 | – | 11,000 | – | 0.01% | – |
Q4 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| Exit | ALLIANT TECHSYSTEMS INCnote 3.000% 8/1 | $0 | – | -39,000 | – | -0.00% | – | |
| GOLD | Exit | RANDGOLD RES LTDadr | $0 | – | -4,257 | – | -0.02% | – |
| NUAN | Exit | NUANCE COMMUNICATIONS INC | $0 | – | -26,634 | – | -0.03% | – |
| XRAY | Exit | DENTSPLY INTL INC NEW | $0 | – | -12,269 | – | -0.03% | – |
| WYPRA | Exit | WEYERHAEUSER COpref conv ser a | $0 | – | -10,000 | – | -0.03% | – |
| SHLDQ | Exit | SEARS HLDGS CORP | $0 | – | -9,139 | – | -0.04% | – |
| EXPE | Exit | EXPEDIA INC DEL | $0 | – | -10,610 | – | -0.04% | – |
| FOSL | Exit | FOSSIL GROUP INC | $0 | – | -4,864 | – | -0.04% | – |
| FFIV | Exit | F5 NETWORKS INC | $0 | – | -6,748 | – | -0.04% | – |
| Exit | AFFYMETRIX INCnote 4.000% 7/0 | $0 | – | -500,000 | – | -0.04% | – | |
| MCHP | Exit | MICROCHIP TECHNOLOGY INC | $0 | – | -17,012 | – | -0.04% | – |
| MXIM | Exit | MAXIM INTEGRATED PRODS INC | $0 | – | -24,455 | – | -0.05% | – |
| GRMN | Exit | GARMIN LTD | $0 | – | -16,815 | – | -0.05% | – |
| MNST | Exit | MONSTER BEVERAGE CORP | $0 | – | -14,432 | – | -0.05% | – |
| NVDA | Exit | NVIDIA CORP | $0 | – | -49,907 | – | -0.05% | – |
| HSIC | Exit | SCHEIN HENRY INC | $0 | – | -7,420 | – | -0.05% | – |
| EQIX | Exit | EQUINIX INC | $0 | – | -4,244 | – | -0.05% | – |
| ADSK | Exit | AUTODESK INC | $0 | – | -19,199 | – | -0.05% | – |
| EXPD | Exit | EXPEDITORS INTL WASH INC | $0 | – | -17,812 | – | -0.05% | – |
| AKAM | Exit | AKAMAI TECHNOLOGIES INC | $0 | – | -15,369 | – | -0.05% | – |
| LLTC | Exit | LINEAR TECHNOLOGY CORP | $0 | – | -20,122 | – | -0.05% | – |
| CTRX | Exit | CATAMARAN CORP | $0 | – | -17,696 | – | -0.05% | – |
| CHRW | Exit | C H ROBINSON WORLDWIDE INC | $0 | – | -13,745 | – | -0.05% | – |
| SPLS | Exit | STAPLES INC | $0 | – | -56,979 | – | -0.05% | – |
| SRCL | Exit | STERICYCLE INC | $0 | – | -7,408 | – | -0.05% | – |
| KLAC | Exit | KLA-TENCOR CORP | $0 | – | -14,305 | – | -0.06% | – |
| SBAC | Exit | SBA COMMUNICATIONS CORP | $0 | – | -10,971 | – | -0.06% | – |
| SIAL | Exit | SIGMA ALDRICH CORP | $0 | – | -10,371 | – | -0.06% | – |
| AVGO | Exit | AVAGO TECHNOLOGIES LTD | $0 | – | -21,194 | – | -0.06% | – |
| VRSK | Exit | VERISK ANALYTICS INCcl a | $0 | – | -14,414 | – | -0.06% | – |
| CHKP | Exit | CHECK POINT SOFTWARE TECH LTord | $0 | – | -16,861 | – | -0.06% | – |
| GMCR | Exit | GREEN MTN COFFEE ROASTERS IN | $0 | – | -12,939 | – | -0.06% | – |
| QRTEA | Exit | LIBERTY INTERACTIVE CORP | $0 | – | -42,193 | – | -0.06% | – |
| ALTR | Exit | ALTERA CORP | $0 | – | -27,556 | – | -0.06% | – |
| DISCA | Exit | DISCOVERY COMMUNICATNS NEW | $0 | – | -12,737 | – | -0.07% | – |
| XLNX | Exit | XILINX INC | $0 | – | -22,968 | – | -0.07% | – |
| DLTR | Exit | DOLLAR TREE INC | $0 | – | -19,243 | – | -0.07% | – |
| FISV | Exit | FISERV INC | $0 | – | -11,219 | – | -0.07% | – |
| CTXS | Exit | CITRIX SYS INC | $0 | – | -16,162 | – | -0.07% | – |
| CA | Exit | CA INC | $0 | – | -39,241 | – | -0.07% | – |
| BRCM | Exit | BROADCOM CORPcl a | $0 | – | -45,629 | – | -0.08% | – |
| CHTR | Exit | CHARTER COMMUNICATIONS INC Dcl a new | $0 | – | -8,707 | – | -0.08% | – |
| ORLY | Exit | O REILLY AUTOMOTIVE INC NEW | $0 | – | -9,362 | – | -0.08% | – |
| MAT | Exit | MATTEL INC | $0 | – | -29,720 | – | -0.08% | – |
| SNDK | Exit | SANDISK CORP | $0 | – | -20,745 | – | -0.08% | – |
| ADI | Exit | ANALOG DEVICES INC | $0 | – | -26,790 | – | -0.08% | – |
| MYL | Exit | MYLAN INC | $0 | – | -32,941 | – | -0.08% | – |
| NTAP | Exit | NETAPP INC | $0 | – | -29,349 | – | -0.08% | – |
| PAYX | Exit | PAYCHEX INC | $0 | – | -31,519 | – | -0.08% | – |
| Exit | MGM RESORTS INTERNATIONALnote 4.250% 4/1 | $0 | – | -1,000,000 | – | -0.08% | – | |
| WDC | Exit | WESTERN DIGITAL CORP | $0 | – | -20,433 | – | -0.08% | – |
| ISRG | Exit | INTUITIVE SURGICAL INC | $0 | – | -3,426 | – | -0.08% | – |
| FAST | Exit | FASTENAL CO | $0 | – | -25,600 | – | -0.08% | – |
| STX | Exit | SEAGATE TECHNOLOGY PLC | $0 | – | -30,765 | – | -0.09% | – |
| ROST | Exit | ROSS STORES INC | $0 | – | -18,867 | – | -0.09% | – |
| WYNN | Exit | WYNN RESORTS LTD | $0 | – | -8,715 | – | -0.09% | – |
| LMCA | Exit | LIBERTY MEDIA CORP DELAWAREcl a | $0 | – | -9,499 | – | -0.09% | – |
| BBBY | Exit | BED BATH & BEYOND INC | $0 | – | -18,784 | – | -0.09% | – |
| SYMC | Exit | SYMANTEC CORP | $0 | – | -60,329 | – | -0.10% | – |
| VRTX | Exit | VERTEX PHARMACEUTICALS INC | $0 | – | -20,087 | – | -0.10% | – |
| LBTYA | Exit | LIBERTY GLOBAL PLC | $0 | – | -19,168 | – | -0.10% | – |
| CERN | Exit | CERNER CORP | $0 | – | -29,577 | – | -0.10% | – |
| MU | Exit | MICRON TECHNOLOGY INC | $0 | – | -89,571 | – | -0.10% | – |
| NFLX | Exit | NETFLIX INC | $0 | – | -5,082 | – | -0.10% | – |
| ATVI | Exit | ACTIVISION BLIZZARD INC | $0 | – | -96,092 | – | -0.10% | – |
| PCAR | Exit | PACCAR INC | $0 | – | -30,529 | – | -0.11% | – |
| INTU | Exit | INTUIT | $0 | – | -25,611 | – | -0.11% | – |
| Exit | NAVISTAR INTL CORP NEWnote 3.000%10/1 | $0 | – | -1,683,000 | – | -0.11% | – | |
| AMAT | Exit | APPLIED MATLS INC | $0 | – | -103,761 | – | -0.12% | – |
| WFM | Exit | WHOLE FOODS MKT INC | $0 | – | -32,122 | – | -0.12% | – |
| ALXN | Exit | ALEXION PHARMACEUTICALS INC | $0 | – | -16,865 | – | -0.12% | – |
| TSLA | Exit | TESLA MTRS INC | $0 | – | -10,428 | – | -0.13% | – |
| Exit | LEAP WIRELESS INTL INCnote 4.500% 7/1 | $0 | – | -2,000,000 | – | -0.13% | – | |
| SIRI | Exit | SIRIUS XM RADIO INC | $0 | – | -532,979 | – | -0.13% | – |
| DELL | Exit | DELL INC | $0 | – | -151,556 | – | -0.13% | – |
| CTSH | Exit | COGNIZANT TECHNOLOGY SOLUTIOcl a | $0 | – | -25,993 | – | -0.14% | – |
| ADBE | Exit | ADOBE SYS INC | $0 | – | -43,326 | – | -0.14% | – |
| REGN | Exit | REGENERON PHARMACEUTICALS | $0 | – | -8,330 | – | -0.17% | – |
| KRFT | Exit | KRAFT FOODS GROUP INC | $0 | – | -51,364 | – | -0.17% | – |
| Exit | NUANCE COMMUNICATIONS INCnote 2.750%11/0 | $0 | – | -2,700,000 | – | -0.17% | – | |
| A309PS | Exit | DIRECTV | $0 | – | -47,340 | – | -0.18% | – |
| YHOO | Exit | YAHOO INC | $0 | – | -87,987 | – | -0.19% | – |
| ADP | Exit | AUTOMATIC DATA PROCESSING IN | $0 | – | -41,643 | – | -0.19% | – |
| VOD | Exit | VODAFONE GROUP PLC NEWspons adr new | $0 | – | -86,463 | – | -0.19% | – |
| VIAB | Exit | VIACOM INC NEWcl b | $0 | – | -36,736 | – | -0.20% | – |
| BIDU | Exit | BAIDU INCspon adr rep a | $0 | – | -23,580 | – | -0.23% | – |
| GE | Exit | GENERAL ELECTRIC CO | $0 | – | -155,622 | – | -0.24% | – |
| TXN | Exit | TEXAS INSTRS INC | $0 | – | -94,987 | – | -0.24% | – |
| COST | Exit | COSTCO WHSL CORP NEW | $0 | – | -37,670 | – | -0.28% | – |
| ESRX | Exit | EXPRESS SCRIPTS HLDG CO | $0 | – | -70,236 | – | -0.28% | – |
| FOXA | Exit | TWENTY FIRST CENTY FOX INCcl a | $0 | – | -131,139 | – | -0.28% | – |
| PFE | Exit | PFIZER INC | $0 | – | -154,112 | – | -0.28% | – |
| Exit | VERISIGN INCsdcv 3.250% 8/1 | $0 | – | -2,867,000 | – | -0.28% | – | |
| PCLN | Exit | PRICELINE COM INC | $0 | – | -4,436 | – | -0.28% | – |
| Exit | HOLOGIC INCfrnt 2.000%12/1 | $0 | – | -4,500,000 | – | -0.29% | – | |
| Exit | GENERAL CABLE CORP DEL NEWnote 0.875%11/1 | $0 | – | -4,825,000 | – | -0.30% | – | |
| MDLZ | Exit | MONDELEZ INTL INCcl a | $0 | – | -153,603 | – | -0.31% | – |
| BIIB | Exit | BIOGEN IDEC INC | $0 | – | -20,493 | – | -0.31% | – |
| SBUX | Exit | STARBUCKS CORP | $0 | – | -64,812 | – | -0.32% | – |
| T | Exit | AT&T INC | $0 | – | -153,557 | – | -0.33% | – |
| CELG | Exit | CELGENE CORP | $0 | – | -35,473 | – | -0.35% | – |
| KO | Exit | COCA COLA CO | $0 | – | -152,941 | – | -0.37% | – |
| EBAY | Exit | EBAY INC | $0 | – | -111,614 | – | -0.40% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -152,519 | – | -0.45% | – |
| AMGN | Exit | AMGEN INC | $0 | – | -64,976 | – | -0.46% | – |
| MRK | Exit | MERCK & CO INC NEW | $0 | – | -152,547 | – | -0.46% | – |
| FB | Exit | FACEBOOK INCcl a | $0 | – | -156,005 | – | -0.50% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -152,902 | – | -0.50% | – |
| GILD | Exit | GILEAD SCIENCES INC | $0 | – | -132,029 | – | -0.53% | – |
| CMCSA | Exit | COMCAST CORP NEWcl a | $0 | – | -184,261 | – | -0.53% | – |
| DD | Exit | DU PONT E I DE NEMOURS & CO | $0 | – | -151,710 | – | -0.56% | – |
| DIS | Exit | DISNEY WALT CO | $0 | – | -152,011 | – | -0.62% | – |
| QCOM | Exit | QUALCOMM INC | $0 | – | -147,968 | – | -0.63% | – |
| UNH | Exit | UNITEDHEALTH GROUP INC | $0 | – | -151,736 | – | -0.69% | – |
| NKE | Exit | NIKE INCcl b | $0 | – | -151,623 | – | -0.70% | – |
| WMT | Exit | WAL-MART STORES INC | $0 | – | -152,021 | – | -0.72% | – |
| AXP | Exit | AMERICAN EXPRESS CO | $0 | – | -151,718 | – | -0.73% | – |
| HD | Exit | HOME DEPOT INC | $0 | – | -151,914 | – | -0.73% | – |
| PG | Exit | PROCTER & GAMBLE CO | $0 | – | -152,472 | – | -0.73% | – |
| AMZN | Exit | AMAZON COM INC | $0 | – | -39,364 | – | -0.78% | – |
| CAT | Exit | CATERPILLAR INC DEL | $0 | – | -151,587 | – | -0.80% | – |
| TRV | Exit | TRAVELERS COMPANIES INC | $0 | – | -151,463 | – | -0.82% | – |
| XOM | Exit | EXXON MOBIL CORP | $0 | – | -153,172 | – | -0.84% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -152,496 | – | -0.84% | – |
| INTC | Exit | INTEL CORP | $0 | – | -581,037 | – | -0.85% | – |
| CSCO | Exit | CISCO SYS INC | $0 | – | -612,302 | – | -0.91% | – |
| MCD | Exit | MCDONALDS CORP | $0 | – | -151,732 | – | -0.93% | – |
| UTX | Exit | UNITED TECHNOLOGIES CORP | $0 | – | -151,668 | – | -1.04% | – |
| BA | Exit | BOEING CO | $0 | – | -151,603 | – | -1.13% | – |
| MMM | Exit | 3M CO | $0 | – | -151,581 | – | -1.15% | – |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -152,137 | – | -1.18% | – |
| GOOGL | Exit | GOOGLE INCcl a | $0 | – | -23,623 | – | -1.32% | – |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -151,494 | – | -1.52% | – |
| IBM | Exit | INTERNATIONAL BUSINESS MACHS | $0 | – | -151,752 | – | -1.79% | – |
| V | Exit | VISA INC | $0 | – | -151,519 | – | -1.84% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -869,523 | – | -1.84% | – |
| AAPL | Exit | APPLE INC | $0 | – | -78,378 | – | -2.38% | – |
| QQQ | Exit | POWERSHARES QQQ TRUSTunit ser 1 | $0 | – | -1,483,432 | – | -7.43% | – |
| DIA | Exit | SPDR DOW JONES INDL AVRG ETFut ser 1 | $0 | – | -821,102 | – | -7.88% | – |
| TLT | Exit | ISHARES20+ yr tr bd etf | $0 | – | -2,300,000 | – | -15.56% | – |
| SPY | Exit | SPDR S&P 500 ETF TRtr unit | $0 | – | -2,353,681 | – | -25.14% | – |
Q3 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SPY | Sell | SPDR S&P 500 ETF TRtr unit | $395,315,000 | -47.3% | 2,353,681 | -49.7% | 25.14% | -32.3% |
| DIA | Sell | SPDR DOW JONES INDL AVRG ETFut ser 1 | $123,958,000 | -54.3% | 821,102 | -55.0% | 7.88% | -41.3% |
| QQQ | Buy | POWERSHARES QQQ TRUSTunit ser 1 | $116,899,000 | +64.1% | 1,483,432 | +48.3% | 7.43% | +110.8% |
| AAPL | Sell | APPLE INC | $37,367,000 | -0.7% | 78,378 | -17.5% | 2.38% | +27.6% |
| MSFT | Sell | MICROSOFT CORP | $28,964,000 | -15.3% | 869,523 | -12.2% | 1.84% | +8.9% |
| V | New | VISA INC | $28,955,000 | – | 151,519 | – | 1.84% | – |
| IBM | Buy | INTERNATIONAL BUSINESS MACHS | $28,101,000 | +0.9% | 151,752 | +4.1% | 1.79% | +29.7% |
| GS | New | GOLDMAN SACHS GROUP INC | $23,968,000 | – | 151,494 | – | 1.52% | – |
| GOOGL | Sell | GOOGLE INCcl a | $20,692,000 | -14.4% | 23,623 | -13.9% | 1.32% | +10.0% |
| CVX | Buy | CHEVRON CORP NEW | $18,485,000 | +6.9% | 152,137 | +4.1% | 1.18% | +37.3% |
| MMM | Buy | 3M CO | $18,100,000 | +13.7% | 151,581 | +4.1% | 1.15% | +46.1% |
| BA | Buy | BOEING CO | $17,813,000 | +19.4% | 151,603 | +4.1% | 1.13% | +53.5% |
| UTX | Buy | UNITED TECHNOLOGIES CORP | $16,353,000 | +20.8% | 151,668 | +4.1% | 1.04% | +55.2% |
| MCD | Buy | MCDONALDS CORP | $14,598,000 | +1.2% | 151,732 | +4.1% | 0.93% | +30.0% |
| CSCO | Sell | CISCO SYS INC | $14,340,000 | -14.1% | 612,302 | -10.8% | 0.91% | +10.4% |
| INTC | Sell | INTEL CORP | $13,317,000 | -15.2% | 581,037 | -10.4% | 0.85% | +9.0% |
| JNJ | Buy | JOHNSON & JOHNSON | $13,220,000 | +5.1% | 152,496 | +4.1% | 0.84% | +35.2% |
| XOM | Buy | EXXON MOBIL CORP | $13,179,000 | -0.9% | 153,172 | +4.0% | 0.84% | +27.4% |
| TRV | Buy | TRAVELERS COMPANIES INC | $12,840,000 | +10.5% | 151,463 | +4.1% | 0.82% | +41.9% |
| CAT | Buy | CATERPILLAR INC DEL | $12,638,000 | +5.2% | 151,587 | +4.1% | 0.80% | +35.4% |
| AMZN | Sell | AMAZON COM INC | $12,307,000 | -3.7% | 39,364 | -14.5% | 0.78% | +23.7% |
| HD | Buy | HOME DEPOT INC | $11,523,000 | +1.9% | 151,914 | +4.1% | 0.73% | +31.1% |
| PG | Buy | PROCTER & GAMBLE CO | $11,525,000 | +2.2% | 152,472 | +4.1% | 0.73% | +31.4% |
| AXP | Buy | AMERICAN EXPRESS CO | $11,458,000 | +5.2% | 151,718 | +4.1% | 0.73% | +35.3% |
| WMT | Buy | WAL-MART STORES INC | $11,243,000 | +3.4% | 152,021 | +4.1% | 0.72% | +32.9% |
| NKE | New | NIKE INCcl b | $11,014,000 | – | 151,623 | – | 0.70% | – |
| UNH | Buy | UNITEDHEALTH GROUP INC | $10,866,000 | +13.9% | 151,736 | +4.1% | 0.69% | +46.4% |
| QCOM | Sell | QUALCOMM INC | $9,967,000 | -6.7% | 147,968 | -15.4% | 0.63% | +19.8% |
| DIS | Buy | DISNEY WALT CO | $9,803,000 | +6.3% | 152,011 | +4.1% | 0.62% | +36.6% |
| DD | Buy | DU PONT E I DE NEMOURS & CO | $8,884,000 | +16.1% | 151,710 | +4.1% | 0.56% | +49.1% |
| CMCSA | Sell | COMCAST CORP NEWcl a | $8,319,000 | -8.0% | 184,261 | -14.6% | 0.53% | +18.3% |
| GILD | Sell | GILEAD SCIENCES INC | $8,297,000 | +4.9% | 132,029 | -14.5% | 0.53% | +35.0% |
| JPM | Buy | JPMORGAN CHASE & CO | $7,904,000 | +1.9% | 152,902 | +4.1% | 0.50% | +31.0% |
| FB | Sell | FACEBOOK INCcl a | $7,838,000 | +78.7% | 156,005 | -11.6% | 0.50% | +129.5% |
| AMGN | Sell | AMGEN INC | $7,273,000 | -2.9% | 64,976 | -14.4% | 0.46% | +24.5% |
| MRK | Buy | MERCK & CO INC NEW | $7,263,000 | +6.7% | 152,547 | +4.1% | 0.46% | +37.1% |
| VZ | Buy | VERIZON COMMUNICATIONS INC | $7,117,000 | -3.5% | 152,519 | +4.1% | 0.45% | +24.1% |
| EBAY | Sell | EBAY INC | $6,227,000 | -8.3% | 111,614 | -15.0% | 0.40% | +17.9% |
| KO | Buy | COCA COLA CO | $5,793,000 | -1.7% | 152,941 | +4.1% | 0.37% | +26.0% |
| CELG | Sell | CELGENE CORP | $5,460,000 | +10.6% | 35,473 | -16.0% | 0.35% | +42.2% |
| T | Buy | AT&T INC | $5,193,000 | -0.6% | 153,557 | +4.0% | 0.33% | +27.4% |
| SBUX | Sell | STARBUCKS CORP | $4,989,000 | +0.5% | 64,812 | -14.5% | 0.32% | +28.9% |
| BIIB | Sell | BIOGEN IDEC INC | $4,934,000 | -4.5% | 20,493 | -14.7% | 0.31% | +22.7% |
| MDLZ | Sell | MONDELEZ INTL INCcl a | $4,826,000 | -6.4% | 153,603 | -15.0% | 0.31% | +20.4% |
| Sell | GENERAL CABLE CORP DEL NEWnote 0.875%11/1 | $4,802,000 | -20.7% | 4,825,000 | -20.7% | 0.30% | +1.7% | |
| PCLN | Sell | PRICELINE COM INC | $4,485,000 | +6.7% | 4,436 | -12.7% | 0.28% | +37.0% |
| Buy | VERISIGN INCsdcv 3.250% 8/1 | $4,476,000 | +192.2% | 2,867,000 | +162.5% | 0.28% | +275.0% | |
| PFE | Buy | PFIZER INC | $4,425,000 | +6.5% | 154,112 | +3.9% | 0.28% | +36.4% |
| FOXA | New | TWENTY FIRST CENTY FOX INCcl a | $4,393,000 | – | 131,139 | – | 0.28% | – |
| COST | Sell | COSTCO WHSL CORP NEW | $4,337,000 | -11.2% | 37,670 | -14.7% | 0.28% | +14.0% |
| ESRX | Sell | EXPRESS SCRIPTS HLDG CO | $4,339,000 | -15.0% | 70,236 | -15.2% | 0.28% | +9.1% |
| TXN | Sell | TEXAS INSTRS INC | $3,825,000 | -2.3% | 94,987 | -15.4% | 0.24% | +25.3% |
| GE | Buy | GENERAL ELECTRIC CO | $3,718,000 | +7.1% | 155,622 | +3.9% | 0.24% | +37.2% |
| BIDU | Sell | BAIDU INCspon adr rep a | $3,659,000 | +39.7% | 23,580 | -14.9% | 0.23% | +79.2% |
| VIAB | Sell | VIACOM INC NEWcl b | $3,070,000 | +2.7% | 36,736 | -16.4% | 0.20% | +31.8% |
| VOD | Sell | VODAFONE GROUP PLC NEWspons adr new | $3,042,000 | +5.1% | 86,463 | -14.2% | 0.19% | +35.0% |
| ADP | Sell | AUTOMATIC DATA PROCESSING IN | $3,014,000 | -10.9% | 41,643 | -15.2% | 0.19% | +15.0% |
| YHOO | Sell | YAHOO INC | $2,918,000 | +6.1% | 87,987 | -19.7% | 0.19% | +36.8% |
| A309PS | Sell | DIRECTV | $2,829,000 | -18.8% | 47,340 | -16.3% | 0.18% | +4.7% |
| Buy | NUANCE COMMUNICATIONS INCnote 2.750%11/0 | $2,736,000 | +40.7% | 2,700,000 | +42.1% | 0.17% | +81.2% | |
| KRFT | Sell | KRAFT FOODS GROUP INC | $2,694,000 | -19.8% | 51,364 | -14.6% | 0.17% | +3.0% |
| REGN | Sell | REGENERON PHARMACEUTICALS | $2,606,000 | +19.3% | 8,330 | -14.2% | 0.17% | +53.7% |
| ADBE | Sell | ADOBE SYS INC | $2,250,000 | -2.8% | 43,326 | -14.7% | 0.14% | +24.3% |
| CTSH | Sell | COGNIZANT TECHNOLOGY SOLUTIOcl a | $2,135,000 | +11.7% | 25,993 | -14.9% | 0.14% | +43.2% |
| DELL | Sell | DELL INC | $2,087,000 | -11.6% | 151,556 | -14.3% | 0.13% | +13.7% |
| SIRI | Sell | SIRIUS XM RADIO INC | $2,063,000 | -4.3% | 532,979 | -17.2% | 0.13% | +22.4% |
| New | LEAP WIRELESS INTL INCnote 4.500% 7/1 | $2,040,000 | – | 2,000,000 | – | 0.13% | – | |
| TSLA | New | TESLA MTRS INC | $2,017,000 | – | 10,428 | – | 0.13% | – |
| ALXN | Sell | ALEXION PHARMACEUTICALS INC | $1,959,000 | +7.5% | 16,865 | -14.6% | 0.12% | +38.9% |
| WFM | Sell | WHOLE FOODS MKT INC | $1,879,000 | -2.8% | 32,122 | -14.5% | 0.12% | +24.0% |
| AMAT | Sell | APPLIED MATLS INC | $1,820,000 | +0.3% | 103,761 | -14.7% | 0.12% | +28.9% |
| PCAR | Sell | PACCAR INC | $1,699,000 | -11.6% | 30,529 | -14.8% | 0.11% | +13.7% |
| INTU | Sell | INTUIT | $1,698,000 | -7.5% | 25,611 | -14.8% | 0.11% | +18.7% |
| Buy | NAVISTAR INTL CORP NEWnote 3.000%10/1 | $1,691,000 | +217.9% | 1,683,000 | +206.0% | 0.11% | +315.4% | |
| ATVI | Sell | ACTIVISION BLIZZARD INC | $1,602,000 | -0.3% | 96,092 | -14.7% | 0.10% | +27.5% |
| NFLX | Sell | NETFLIX INC | $1,571,000 | +31.0% | 5,082 | -10.5% | 0.10% | +69.5% |
| MU | Sell | MICRON TECHNOLOGY INC | $1,565,000 | +4.8% | 89,571 | -14.1% | 0.10% | +35.1% |
| CERN | Buy | CERNER CORP | $1,554,000 | -7.1% | 29,577 | +69.9% | 0.10% | +19.3% |
| VRTX | Sell | VERTEX PHARMACEUTICALS INC | $1,523,000 | -14.6% | 20,087 | -10.1% | 0.10% | +10.2% |
| LBTYA | Buy | LIBERTY GLOBAL PLC | $1,521,000 | +44.4% | 19,168 | +34.8% | 0.10% | +86.5% |
| SYMC | Sell | SYMANTEC CORP | $1,493,000 | -5.8% | 60,329 | -14.5% | 0.10% | +21.8% |
| BBBY | Sell | BED BATH & BEYOND INC | $1,453,000 | -7.5% | 18,784 | -15.2% | 0.09% | +17.9% |
| LMCA | Sell | LIBERTY MEDIA CORP DELAWAREcl a | $1,398,000 | -1.0% | 9,499 | -14.8% | 0.09% | +27.1% |
| WYNN | Sell | WYNN RESORTS LTD | $1,377,000 | +5.3% | 8,715 | -14.7% | 0.09% | +35.4% |
| ROST | Sell | ROSS STORES INC | $1,374,000 | -4.8% | 18,867 | -15.2% | 0.09% | +22.5% |
| STX | Sell | SEAGATE TECHNOLOGY PLC | $1,346,000 | -17.3% | 30,765 | -15.2% | 0.09% | +6.2% |
| ISRG | Sell | INTUITIVE SURGICAL INC | $1,289,000 | -37.3% | 3,426 | -15.6% | 0.08% | -19.6% |
| FAST | Sell | FASTENAL CO | $1,286,000 | -6.6% | 25,600 | -14.8% | 0.08% | +20.6% |
| WDC | Sell | WESTERN DIGITAL CORP | $1,295,000 | -12.8% | 20,433 | -14.5% | 0.08% | +12.3% |
| PAYX | Sell | PAYCHEX INC | $1,281,000 | -4.8% | 31,519 | -14.4% | 0.08% | +20.9% |
| New | MGM RESORTS INTERNATIONALnote 4.250% 4/1 | $1,274,000 | – | 1,000,000 | – | 0.08% | – | |
| MYL | Sell | MYLAN INC | $1,257,000 | +5.0% | 32,941 | -14.6% | 0.08% | +35.6% |
| ADI | Sell | ANALOG DEVICES INC | $1,260,000 | -10.4% | 26,790 | -14.2% | 0.08% | +14.3% |
| NTAP | Sell | NETAPP INC | $1,251,000 | -9.3% | 29,349 | -19.6% | 0.08% | +17.6% |
| SNDK | Sell | SANDISK CORP | $1,235,000 | -18.0% | 20,745 | -15.9% | 0.08% | +5.3% |
| MAT | Sell | MATTEL INC | $1,244,000 | -21.5% | 29,720 | -15.0% | 0.08% | +1.3% |
| ORLY | Sell | O REILLY AUTOMOTIVE INC NEW | $1,194,000 | -5.2% | 9,362 | -16.3% | 0.08% | +22.6% |
| CHTR | New | CHARTER COMMUNICATIONS INC Dcl a new | $1,173,000 | – | 8,707 | – | 0.08% | – |
| BRCM | Sell | BROADCOM CORPcl a | $1,187,000 | -33.3% | 45,629 | -13.5% | 0.08% | -14.8% |
| CA | Sell | CA INC | $1,164,000 | -11.3% | 39,241 | -14.4% | 0.07% | +13.8% |
| CTXS | Sell | CITRIX SYS INC | $1,141,000 | -0.3% | 16,162 | -14.8% | 0.07% | +28.1% |
| FISV | Sell | FISERV INC | $1,134,000 | -3.8% | 11,219 | -16.8% | 0.07% | +24.1% |
| DLTR | Sell | DOLLAR TREE INC | $1,100,000 | -4.5% | 19,243 | -15.1% | 0.07% | +22.8% |
| XLNX | Sell | XILINX INC | $1,076,000 | +1.7% | 22,968 | -14.0% | 0.07% | +30.8% |
| DISCA | Sell | DISCOVERY COMMUNICATNS NEW | $1,075,000 | -5.9% | 12,737 | -14.0% | 0.07% | +19.3% |
| ALTR | Sell | ALTERA CORP | $1,024,000 | -4.2% | 27,556 | -14.9% | 0.06% | +22.6% |
| QRTEA | Sell | LIBERTY INTERACTIVE CORP | $990,000 | -14.8% | 42,193 | -16.4% | 0.06% | +10.5% |
| GMCR | New | GREEN MTN COFFEE ROASTERS IN | $975,000 | – | 12,939 | – | 0.06% | – |
| CHKP | Sell | CHECK POINT SOFTWARE TECH LTord | $954,000 | -3.0% | 16,861 | -14.8% | 0.06% | +24.5% |
| VRSK | Sell | VERISK ANALYTICS INCcl a | $936,000 | -7.7% | 14,414 | -15.1% | 0.06% | +20.0% |
| AVGO | Sell | AVAGO TECHNOLOGIES LTD | $914,000 | -1.6% | 21,194 | -14.7% | 0.06% | +26.1% |
| SIAL | Sell | SIGMA ALDRICH CORP | $885,000 | -9.5% | 10,371 | -14.8% | 0.06% | +16.7% |
| SBAC | Sell | SBA COMMUNICATIONS CORP | $883,000 | -7.3% | 10,971 | -14.7% | 0.06% | +19.1% |
| KLAC | Sell | KLA-TENCOR CORP | $870,000 | -7.1% | 14,305 | -14.8% | 0.06% | +19.6% |
| SRCL | Sell | STERICYCLE INC | $855,000 | -11.6% | 7,408 | -15.4% | 0.05% | +12.5% |
| SPLS | Sell | STAPLES INC | $835,000 | -21.7% | 56,979 | -15.2% | 0.05% | 0.0% |
| CHRW | Sell | C H ROBINSON WORLDWIDE INC | $819,000 | -10.6% | 13,745 | -15.5% | 0.05% | +15.6% |
| CTRX | Sell | CATAMARAN CORP | $813,000 | -19.6% | 17,696 | -14.7% | 0.05% | +4.0% |
| LLTC | Sell | LINEAR TECHNOLOGY CORP | $798,000 | -8.3% | 20,122 | -14.8% | 0.05% | +18.6% |
| AKAM | Sell | AKAMAI TECHNOLOGIES INC | $795,000 | +3.8% | 15,369 | -14.6% | 0.05% | +34.2% |
| EXPD | Sell | EXPEDITORS INTL WASH INC | $785,000 | -1.3% | 17,812 | -14.9% | 0.05% | +28.2% |
| ADSK | Sell | AUTODESK INC | $790,000 | +2.3% | 19,199 | -15.5% | 0.05% | +31.6% |
| EQIX | Sell | EQUINIX INC | $779,000 | -15.3% | 4,244 | -14.8% | 0.05% | +8.7% |
| HSIC | Sell | SCHEIN HENRY INC | $769,000 | -8.8% | 7,420 | -15.7% | 0.05% | +16.7% |
| NVDA | Sell | NVIDIA CORP | $777,000 | -5.4% | 49,907 | -14.7% | 0.05% | +19.5% |
| GRMN | Sell | GARMIN LTD | $760,000 | +6.0% | 16,815 | -15.2% | 0.05% | +37.1% |
| MNST | Sell | MONSTER BEVERAGE CORP | $754,000 | -26.1% | 14,432 | -14.0% | 0.05% | -4.0% |
| MXIM | Sell | MAXIM INTEGRATED PRODS INC | $729,000 | -10.6% | 24,455 | -16.7% | 0.05% | +15.0% |
| MCHP | Sell | MICROCHIP TECHNOLOGY INC | $685,000 | -7.8% | 17,012 | -14.7% | 0.04% | +18.9% |
| FFIV | Sell | F5 NETWORKS INC | $579,000 | +5.5% | 6,748 | -15.4% | 0.04% | +37.0% |
| FOSL | Sell | FOSSIL GROUP INC | $565,000 | -8.1% | 4,864 | -18.2% | 0.04% | +20.0% |
| SHLDQ | Sell | SEARS HLDGS CORP | $545,000 | +20.6% | 9,139 | -14.9% | 0.04% | +59.1% |
| EXPE | Sell | EXPEDIA INC DEL | $549,000 | -26.3% | 10,610 | -14.4% | 0.04% | -5.4% |
| XRAY | Sell | DENTSPLY INTL INC NEW | $533,000 | -10.4% | 12,269 | -15.5% | 0.03% | +17.2% |
| WYPRA | New | WEYERHAEUSER COpref conv ser a | $529,000 | – | 10,000 | – | 0.03% | – |
| NUAN | Sell | NUANCE COMMUNICATIONS INC | $498,000 | -15.4% | 26,634 | -16.9% | 0.03% | +10.3% |
| GOLD | Sell | RANDGOLD RES LTDadr | $305,000 | -4.4% | 4,257 | -14.4% | 0.02% | +18.8% |
| New | ALLIANT TECHSYSTEMS INCnote 3.000% 8/1 | $51,000 | – | 39,000 | – | 0.00% | – | |
| Exit | BRISTOW GROUP INCnote 3.000% 6/1 | $0 | – | -75,000 | – | -0.00% | – | |
| Exit | AUXILIUM PHARMACEUTICALS INCnote 1.500% 7/1 | $0 | – | -80,000 | – | -0.00% | – | |
| IRWD | Exit | IRONWOOD PHARMACEUTICALS INC | $0 | – | -10,000 | – | -0.01% | – |
| Exit | INTEL CORPsdcv 2.950%12/1 | $0 | – | -161,000 | – | -0.01% | – | |
| Exit | NASDAQ OMX GROUP INCnote 2.500% 8/1 | $0 | – | -331,000 | – | -0.02% | – | |
| BMC | Exit | BMC SOFTWARE INC | $0 | – | -14,565 | – | -0.03% | – |
| Exit | ARCHER DANIELS MIDLAND COnote 0.875% 2/1 | $0 | – | -1,000,000 | – | -0.05% | – | |
| AA | Exit | ALCOA INC | $0 | – | -145,761 | – | -0.06% | – |
| LIFE | Exit | LIFE TECHNOLOGIES CORP | $0 | – | -17,444 | – | -0.06% | – |
| BAC | Exit | BANK OF AMERICA CORPORATION | $0 | – | -149,902 | – | -0.10% | – |
| HPQ | Exit | HEWLETT PACKARD CO | $0 | – | -146,141 | – | -0.18% | – |
| NWSA | Exit | NEWS CORPcl a | $0 | – | -153,709 | – | -0.25% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -475,208 | – | -0.72% | – |
| Exit | ICAHN ENTERPRISES LP/CORPfrnt 8/1 | $0 | – | -15,223,000 | – | -0.75% | – | |
| RSP | Exit | RYDEX ETF TRUSTgug s&p500 eq wt | $0 | – | -250,000 | – | -0.76% | – |
Q2 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SPY | New | SPDR S&P 500 ETF TRtr unit | $750,682,000 | – | 4,679,293 | – | 37.15% | – |
| DIA | New | SPDR DOW JONES INDL AVRG ETFut ser 1 | $271,358,000 | – | 1,824,184 | – | 13.43% | – |
| TLT | New | ISHARES TRbarclys 20+ yr | $253,471,000 | – | 2,300,000 | – | 12.54% | – |
| QQQ | New | POWERSHARES QQQ TRUSTunit ser 1 | $71,252,000 | – | 1,000,000 | – | 3.53% | – |
| AAPL | New | APPLE INC | $37,638,000 | – | 95,027 | – | 1.86% | – |
| MSFT | New | MICROSOFT CORP | $34,200,000 | – | 990,450 | – | 1.69% | – |
| IBM | New | INTERNATIONAL BUSINESS MACHS | $27,854,000 | – | 145,749 | – | 1.38% | – |
| GOOGL | New | GOOGLE INCcl a | $24,166,000 | – | 27,450 | – | 1.20% | – |
| CVX | New | CHEVRON CORP NEW | $17,293,000 | – | 146,134 | – | 0.86% | – |
| CSCO | New | CISCO SYS INC | $16,685,000 | – | 686,357 | – | 0.83% | – |
| MMM | New | 3M CO | $15,919,000 | – | 145,578 | – | 0.79% | – |
| INTC | New | INTEL CORP | $15,708,000 | – | 648,556 | – | 0.78% | – |
| RSP | New | RYDEX ETF TRUSTgug s&p500 eq wt | $15,336,000 | – | 250,000 | – | 0.76% | – |
| New | ICAHN ENTERPRISES LP/CORPfrnt 8/1 | $15,234,000 | – | 15,223,000 | – | 0.75% | – | |
| BA | New | BOEING CO | $14,915,000 | – | 145,600 | – | 0.74% | – |
| ORCL | New | ORACLE CORP | $14,598,000 | – | 475,208 | – | 0.72% | – |
| MCD | New | MCDONALDS CORP | $14,427,000 | – | 145,729 | – | 0.71% | – |
| UTX | New | UNITED TECHNOLOGIES CORP | $13,538,000 | – | 145,665 | – | 0.67% | – |
| XOM | New | EXXON MOBIL CORP | $13,301,000 | – | 147,211 | – | 0.66% | – |
| AMZN | New | AMAZON COM INC | $12,785,000 | – | 46,039 | – | 0.63% | – |
| JNJ | New | JOHNSON & JOHNSON | $12,578,000 | – | 146,493 | – | 0.62% | – |
| CAT | New | CATERPILLAR INC DEL | $12,009,000 | – | 145,584 | – | 0.59% | – |
| TRV | New | TRAVELERS COMPANIES INC | $11,625,000 | – | 145,460 | – | 0.58% | – |
| HD | New | HOME DEPOT INC | $11,306,000 | – | 145,942 | – | 0.56% | – |
| PG | New | PROCTER & GAMBLE CO | $11,277,000 | – | 146,469 | – | 0.56% | – |
| AXP | New | AMERICAN EXPRESS CO | $10,894,000 | – | 145,715 | – | 0.54% | – |
| WMT | New | WAL-MART STORES INC | $10,877,000 | – | 146,018 | – | 0.54% | – |
| QCOM | New | QUALCOMM INC | $10,684,000 | – | 174,914 | – | 0.53% | – |
| UNH | New | UNITEDHEALTH GROUP INC | $9,543,000 | – | 145,733 | – | 0.47% | – |
| DIS | New | DISNEY WALT CO | $9,225,000 | – | 146,077 | – | 0.46% | – |
| CMCSA | New | COMCAST CORP NEWcl a | $9,038,000 | – | 215,804 | – | 0.45% | – |
| GILD | New | GILEAD SCIENCES INC | $7,907,000 | – | 154,411 | – | 0.39% | – |
| JPM | New | JPMORGAN CHASE & CO | $7,757,000 | – | 146,934 | – | 0.38% | – |
| DD | New | DU PONT E I DE NEMOURS & CO | $7,650,000 | – | 145,707 | – | 0.38% | – |
| AMGN | New | AMGEN INC | $7,491,000 | – | 75,931 | – | 0.37% | – |
| VZ | New | VERIZON COMMUNICATIONS INC | $7,376,000 | – | 146,516 | – | 0.36% | – |
| MRK | New | MERCK & CO INC NEW | $6,809,000 | – | 146,592 | – | 0.34% | – |
| EBAY | New | EBAY INC | $6,792,000 | – | 131,322 | – | 0.34% | – |
| New | GENERAL CABLE CORP DEL NEWnote 0.875%11/1 | $6,058,000 | – | 6,088,000 | – | 0.30% | – | |
| KO | New | COCA COLA CO | $5,894,000 | – | 146,938 | – | 0.29% | – |
| T | New | AT&T INC | $5,226,000 | – | 147,641 | – | 0.26% | – |
| BIIB | New | BIOGEN IDEC INC | $5,168,000 | – | 24,013 | – | 0.26% | – |
| MDLZ | New | MONDELEZ INTL INCcl a | $5,155,000 | – | 180,676 | – | 0.26% | – |
| ESRX | New | EXPRESS SCRIPTS HLDG CO | $5,107,000 | – | 82,779 | – | 0.25% | – |
| NWSA | New | NEWS CORPcl a | $5,011,000 | – | 153,709 | – | 0.25% | – |
| SBUX | New | STARBUCKS CORP | $4,962,000 | – | 75,774 | – | 0.25% | – |
| CELG | New | CELGENE CORP | $4,936,000 | – | 42,219 | – | 0.24% | – |
| COST | New | COSTCO WHSL CORP NEW | $4,883,000 | – | 44,162 | – | 0.24% | – |
| New | HOLOGIC INCfrnt 2.000%12/1 | $4,501,000 | – | 4,500,000 | – | 0.22% | – | |
| FB | New | FACEBOOK INCcl a | $4,385,000 | – | 176,392 | – | 0.22% | – |
| PCLN | New | PRICELINE COM INC | $4,203,000 | – | 5,082 | – | 0.21% | – |
| PFE | New | PFIZER INC | $4,156,000 | – | 148,360 | – | 0.21% | – |
| TXN | New | TEXAS INSTRS INC | $3,915,000 | – | 112,286 | – | 0.19% | – |
| HPQ | New | HEWLETT PACKARD CO | $3,624,000 | – | 146,141 | – | 0.18% | – |
| GE | New | GENERAL ELECTRIC CO | $3,472,000 | – | 149,718 | – | 0.17% | – |
| A309PS | New | DIRECTV | $3,486,000 | – | 56,573 | – | 0.17% | – |
| ADP | New | AUTOMATIC DATA PROCESSING IN | $3,383,000 | – | 49,131 | – | 0.17% | – |
| KRFT | New | KRAFT FOODS GROUP INC | $3,361,000 | – | 60,157 | – | 0.17% | – |
| VIAB | New | VIACOM INC NEWcl b | $2,990,000 | – | 43,934 | – | 0.15% | – |
| VOD | New | VODAFONE GROUP PLC NEWspons adr new | $2,895,000 | – | 100,745 | – | 0.14% | – |
| YHOO | New | YAHOO INC | $2,751,000 | – | 109,542 | – | 0.14% | – |
| BIDU | New | BAIDU INCspon adr rep a | $2,620,000 | – | 27,713 | – | 0.13% | – |
| DELL | New | DELL INC | $2,360,000 | – | 176,751 | – | 0.12% | – |
| ADBE | New | ADOBE SYS INC | $2,314,000 | – | 50,801 | – | 0.12% | – |
| REGN | New | REGENERON PHARMACEUTICALS | $2,184,000 | – | 9,712 | – | 0.11% | – |
| SIRI | New | SIRIUS XM RADIO INC | $2,155,000 | – | 643,409 | – | 0.11% | – |
| ISRG | New | INTUITIVE SURGICAL INC | $2,057,000 | – | 4,060 | – | 0.10% | – |
| WFM | New | WHOLE FOODS MKT INC | $1,934,000 | – | 37,560 | – | 0.10% | – |
| New | NUANCE COMMUNICATIONS INCnote 2.750%11/0 | $1,944,000 | – | 1,900,000 | – | 0.10% | – | |
| CTSH | New | COGNIZANT TECHNOLOGY SOLUTIOcl a | $1,912,000 | – | 30,536 | – | 0.10% | – |
| BAC | New | BANK OF AMERICA CORPORATION | $1,928,000 | – | 149,902 | – | 0.10% | – |
| PCAR | New | PACCAR INC | $1,922,000 | – | 35,826 | – | 0.10% | – |
| INTU | New | INTUIT | $1,835,000 | – | 30,062 | – | 0.09% | – |
| ALXN | New | ALEXION PHARMACEUTICALS INC | $1,822,000 | – | 19,752 | – | 0.09% | – |
| AMAT | New | APPLIED MATLS INC | $1,814,000 | – | 121,640 | – | 0.09% | – |
| BRCM | New | BROADCOM CORPcl a | $1,780,000 | – | 52,738 | – | 0.09% | – |
| VRTX | New | VERTEX PHARMACEUTICALS INC | $1,784,000 | – | 22,339 | – | 0.09% | – |
| CERN | New | CERNER CORP | $1,673,000 | – | 17,411 | – | 0.08% | – |
| STX | New | SEAGATE TECHNOLOGY PLC | $1,627,000 | – | 36,297 | – | 0.08% | – |
| ATVI | New | ACTIVISION BLIZZARD INC | $1,607,000 | – | 112,668 | – | 0.08% | – |
| MAT | New | MATTEL INC | $1,585,000 | – | 34,979 | – | 0.08% | – |
| BBBY | New | BED BATH & BEYOND INC | $1,570,000 | – | 22,143 | – | 0.08% | – |
| SYMC | New | SYMANTEC CORP | $1,585,000 | – | 70,533 | – | 0.08% | – |
| New | VERISIGN INCsdcv 3.250% 8/1 | $1,532,000 | – | 1,092,000 | – | 0.08% | – | |
| SNDK | New | SANDISK CORP | $1,507,000 | – | 24,657 | – | 0.08% | – |
| MU | New | MICRON TECHNOLOGY INC | $1,494,000 | – | 104,282 | – | 0.07% | – |
| WDC | New | WESTERN DIGITAL CORP | $1,485,000 | – | 23,912 | – | 0.07% | – |
| ROST | New | ROSS STORES INC | $1,443,000 | – | 22,261 | – | 0.07% | – |
| LMCA | New | LIBERTY MEDIA CORP DELAWAREcl a | $1,412,000 | – | 11,143 | – | 0.07% | – |
| ADI | New | ANALOG DEVICES INC | $1,406,000 | – | 31,206 | – | 0.07% | – |
| FAST | New | FASTENAL CO | $1,377,000 | – | 30,042 | – | 0.07% | – |
| NTAP | New | NETAPP INC | $1,379,000 | – | 36,506 | – | 0.07% | – |
| PAYX | New | PAYCHEX INC | $1,345,000 | – | 36,821 | – | 0.07% | – |
| WYNN | New | WYNN RESORTS LTD | $1,308,000 | – | 10,215 | – | 0.06% | – |
| CA | New | CA INC | $1,312,000 | – | 45,820 | – | 0.06% | – |
| LIFE | New | LIFE TECHNOLOGIES CORP | $1,291,000 | – | 17,444 | – | 0.06% | – |
| ORLY | New | O REILLY AUTOMOTIVE INC NEW | $1,259,000 | – | 11,183 | – | 0.06% | – |
| NFLX | New | NETFLIX INC | $1,199,000 | – | 5,681 | – | 0.06% | – |
| MYL | New | MYLAN INC | $1,197,000 | – | 38,575 | – | 0.06% | – |
| FISV | New | FISERV INC | $1,179,000 | – | 13,484 | – | 0.06% | – |
| DLTR | New | DOLLAR TREE INC | $1,152,000 | – | 22,659 | – | 0.06% | – |
| QRTEA | New | LIBERTY INTERACTIVE CORP | $1,162,000 | – | 50,484 | – | 0.06% | – |
| DISCA | New | DISCOVERY COMMUNICATNS NEW | $1,143,000 | – | 14,806 | – | 0.06% | – |
| CTXS | New | CITRIX SYS INC | $1,144,000 | – | 18,965 | – | 0.06% | – |
| AA | New | ALCOA INC | $1,140,000 | – | 145,761 | – | 0.06% | – |
| ALTR | New | ALTERA CORP | $1,069,000 | – | 32,396 | – | 0.05% | – |
| SPLS | New | STAPLES INC | $1,066,000 | – | 67,198 | – | 0.05% | – |
| XLNX | New | XILINX INC | $1,058,000 | – | 26,699 | – | 0.05% | – |
| LBTYA | New | LIBERTY GLOBAL PLC | $1,053,000 | – | 14,219 | – | 0.05% | – |
| MNST | New | MONSTER BEVERAGE CORP | $1,020,000 | – | 16,778 | – | 0.05% | – |
| CTRX | New | CATAMARAN CORP | $1,011,000 | – | 20,746 | – | 0.05% | – |
| VRSK | New | VERISK ANALYTICS INCcl a | $1,014,000 | – | 16,981 | – | 0.05% | – |
| New | ARCHER DANIELS MIDLAND COnote 0.875% 2/1 | $1,010,000 | – | 1,000,000 | – | 0.05% | – | |
| CHKP | New | CHECK POINT SOFTWARE TECH LTord | $983,000 | – | 19,789 | – | 0.05% | – |
| SIAL | New | SIGMA ALDRICH CORP | $978,000 | – | 12,169 | – | 0.05% | – |
| SRCL | New | STERICYCLE INC | $967,000 | – | 8,753 | – | 0.05% | – |
| SBAC | New | SBA COMMUNICATIONS CORP | $953,000 | – | 12,862 | – | 0.05% | – |
| KLAC | New | KLA-TENCOR CORP | $936,000 | – | 16,788 | – | 0.05% | – |
| EQIX | New | EQUINIX INC | $920,000 | – | 4,982 | – | 0.05% | – |
| AVGO | New | AVAGO TECHNOLOGIES LTD | $929,000 | – | 24,842 | – | 0.05% | – |
| CHRW | New | C H ROBINSON WORLDWIDE INC | $916,000 | – | 16,273 | – | 0.04% | – |
| LLTC | New | LINEAR TECHNOLOGY CORP | $870,000 | – | 23,616 | – | 0.04% | – |
| HSIC | New | SCHEIN HENRY INC | $843,000 | – | 8,805 | – | 0.04% | – |
| NVDA | New | NVIDIA CORP | $821,000 | – | 58,534 | – | 0.04% | – |
| MXIM | New | MAXIM INTEGRATED PRODS INC | $815,000 | – | 29,355 | – | 0.04% | – |
| EXPD | New | EXPEDITORS INTL WASH INC | $795,000 | – | 20,922 | – | 0.04% | – |
| AKAM | New | AKAMAI TECHNOLOGIES INC | $766,000 | – | 18,004 | – | 0.04% | – |
| ADSK | New | AUTODESK INC | $772,000 | – | 22,732 | – | 0.04% | – |
| MCHP | New | MICROCHIP TECHNOLOGY INC | $743,000 | – | 19,949 | – | 0.04% | – |
| EXPE | New | EXPEDIA INC DEL | $745,000 | – | 12,391 | – | 0.04% | – |
| GRMN | New | GARMIN LTD | $717,000 | – | 19,823 | – | 0.04% | – |
| BMC | New | BMC SOFTWARE INC | $657,000 | – | 14,565 | – | 0.03% | – |
| FOSL | New | FOSSIL GROUP INC | $615,000 | – | 5,949 | – | 0.03% | – |
| XRAY | New | DENTSPLY INTL INC NEW | $595,000 | – | 14,526 | – | 0.03% | – |
| NUAN | New | NUANCE COMMUNICATIONS INC | $589,000 | – | 32,043 | – | 0.03% | – |
| FFIV | New | F5 NETWORKS INC | $549,000 | – | 7,980 | – | 0.03% | – |
| New | NAVISTAR INTL CORP NEWnote 3.000%10/1 | $532,000 | – | 550,000 | – | 0.03% | – | |
| New | AFFYMETRIX INCnote 4.000% 7/0 | $472,000 | – | 500,000 | – | 0.02% | – | |
| SHLDQ | New | SEARS HLDGS CORP | $452,000 | – | 10,737 | – | 0.02% | – |
| New | NASDAQ OMX GROUP INCnote 2.500% 8/1 | $331,000 | – | 331,000 | – | 0.02% | – | |
| GOLD | New | RANDGOLD RES LTDadr | $319,000 | – | 4,973 | – | 0.02% | – |
| New | INTEL CORPsdcv 2.950%12/1 | $174,000 | – | 161,000 | – | 0.01% | – | |
| IRWD | New | IRONWOOD PHARMACEUTICALS INC | $100,000 | – | 10,000 | – | 0.01% | – |
| New | AUXILIUM PHARMACEUTICALS INCnote 1.500% 7/1 | $76,000 | – | 80,000 | – | 0.00% | – | |
| New | BRISTOW GROUP INCnote 3.000% 6/1 | $86,000 | – | 75,000 | – | 0.00% | – |