Q3 2023
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| IVV | Sell | ISHARES TRcore s&p500 etf | $82,823,305 | -4.3% | 192,868 | -0.7% | 6.78% | +11.6% |
| Sell | PIONEER NAT RES COnote 0.250% 5/1 | $34,076,053 | -1.3% | 13,912,000 | -11.4% | 2.79% | +15.0% | |
| Sell | BOOKING HOLDINGS INCnote 0.750% 5/0 | $31,396,000 | -10.6% | 18,800,000 | -19.8% | 2.57% | +4.2% | |
| Sell | SOUTHWEST AIRLS COnote 1.250% 5/0 | $27,789,762 | -32.1% | 27,762,000 | -22.2% | 2.27% | -20.8% | |
| WFCPRL | Sell | WELLS FARGO CO NEWperp pfd cnv a | $23,443,713 | -10.6% | 21,073 | -7.4% | 1.92% | +4.2% |
| Sell | PALO ALTO NETWORKS INCnote 0.375% 6/0 | $23,364,205 | -28.3% | 9,919,000 | -21.7% | 1.91% | -16.4% | |
| Sell | SNAP INCnote 0.125% 3/0 | $20,451,587 | -9.4% | 29,683,000 | -6.8% | 1.67% | +5.7% | |
| IEF | Sell | ISHARES TR7-10 yr trsy bd | $19,705,314 | -5.3% | 215,147 | -0.2% | 1.61% | +10.4% |
| VXUS | Sell | VANGUARD STAR FDSvg tl intl stk f | $18,935,965 | -4.9% | 353,811 | -0.4% | 1.55% | +10.9% |
| Buy | UBER TECHNOLOGIES INCnote 12/1 | $17,814,969 | +14.0% | 19,096,000 | +11.5% | 1.46% | +32.9% | |
| Buy | FORD MTR CO DELnote 3/1 | $17,201,611 | -7.2% | 17,508,000 | +3.4% | 1.41% | +8.1% | |
| Sell | DEXCOM INCnote 0.250%11/1 | $16,223,252 | -52.7% | 17,213,000 | -46.4% | 1.33% | -44.8% | |
| New | ROYAL CARIBBEAN GROUPnote 6.000% 8/1 | $15,691,170 | – | 7,959,000 | – | 1.28% | – | |
| New | APOLLO GLOBAL MGMT INCser a mand cnv | $15,645,674 | – | 285,505 | – | 1.28% | – | |
| Buy | WESTERN DIGITAL CORP.note 1.500% 2/0 | $14,716,493 | +8.2% | 14,971,000 | +6.7% | 1.20% | +26.1% | |
| Sell | SHIFT4 PMTS INCnote 12/1 | $14,480,544 | -15.9% | 14,716,000 | -7.2% | 1.18% | -1.9% | |
| Sell | ZILLOW GROUP INCnote 2.750% 5/1 | $12,352,901 | -8.6% | 12,034,000 | -6.5% | 1.01% | +6.5% | |
| Sell | CONMED CORPnote 2.250% 6/1 | $12,313,168 | -16.7% | 12,934,000 | -2.4% | 1.01% | -2.9% | |
| BACPRL | Buy | BANK AMERICA CORP7.25%cnv pfd l | $12,303,138 | +28.0% | 11,059 | +34.9% | 1.01% | +49.3% |
| Buy | EXACT SCIENCES CORPnote 0.375% 3/0 | $11,686,374 | +44.4% | 13,540,000 | +71.2% | 0.96% | +68.3% | |
| Sell | ARES CAPITAL CORPnote 4.625% 3/0 | $11,144,938 | -4.7% | 10,987,000 | -5.8% | 0.91% | +11.1% | |
| Sell | CABLE ONE INCnote 1.125% 3/1 | $11,045,424 | -4.8% | 14,846,000 | -3.7% | 0.90% | +11.1% | |
| Sell | HELIX ENERGY SOLUTIONS GRP Inote 6.750% 2/1 | $10,880,443 | +22.5% | 6,324,000 | -5.9% | 0.89% | +42.9% | |
| Buy | MONGODB INCnote 0.250% 1/1 | $10,701,758 | -11.2% | 6,262,000 | +3.3% | 0.88% | +3.4% | |
| Sell | WAYFAIR INCnote 1.000% 8/1 | $10,580,087 | -5.2% | 12,942,000 | -4.6% | 0.86% | +10.5% | |
| Buy | PENNYMAC CORPnote 5.500%11/0 | $10,543,650 | +4.7% | 10,814,000 | +0.9% | 0.86% | +21.9% | |
| Buy | DATADOG INCnote 0.125% 6/1 | $10,451,191 | +3.3% | 8,906,000 | +9.3% | 0.86% | +20.4% | |
| Sell | MICROCHIP TECHNOLOGY INC.note 0.125%11/1 | $10,320,450 | -31.8% | 9,829,000 | -26.5% | 0.84% | -20.5% | |
| FLOT | Sell | ISHARES TRfltg rate nt etf | $10,218,254 | -1.4% | 200,791 | -1.5% | 0.84% | +15.0% |
| Sell | TRANSOCEAN INCdeb 4.000%12/1 | $10,136,779 | +6.8% | 5,657,000 | -4.9% | 0.83% | +24.5% | |
| New | HALOZYME THERAPEUTICS INCnote 1.000% 8/1 | $10,098,507 | – | 10,815,000 | – | 0.83% | – | |
| Buy | UPSTART HLDGS INCnote 0.250% 8/1 | $10,053,391 | +268.3% | 15,218,000 | +280.4% | 0.82% | +328.1% | |
| Sell | AMERICAN AIRLINES GROUP INCnote 6.500% 7/0 | $9,802,529 | -25.7% | 9,187,000 | -10.8% | 0.80% | -13.4% | |
| Sell | EQT CORPnote 1.750% 5/0 | $9,770,112 | -20.0% | 3,520,000 | -18.9% | 0.80% | -6.7% | |
| Sell | LENDINGTREE INCnote 0.500% 7/1 | $9,602,776 | -0.5% | 12,194,000 | -2.7% | 0.79% | +16.1% | |
| Sell | BILL HOLDINGS INCnote 12/0 | $9,453,030 | -11.0% | 9,406,000 | -7.4% | 0.77% | +3.8% | |
| New | DISH NETWORK CORPORATIONnote 3.375% 8/1 | $9,437,503 | – | 15,703,000 | – | 0.77% | – | |
| Sell | HAEMONETICS CORP MASSnote 3/0 | $9,431,462 | -1.1% | 10,872,000 | -3.0% | 0.77% | +15.2% | |
| Buy | ALPHATEC HLDGS INCnote 0.750% 8/0 | $9,370,463 | +4.1% | 9,780,000 | +26.0% | 0.77% | +21.4% | |
| Sell | INSMED INCnote 0.750% 6/0 | $9,250,400 | -8.3% | 9,325,000 | -22.4% | 0.76% | +7.1% | |
| Sell | SUMMIT HOTEL PPTYSnote 1.500% 2/1 | $9,096,360 | -6.2% | 10,829,000 | -5.2% | 0.74% | +9.3% | |
| Sell | CHART INDS INC6.75dp cnv pfd b | $8,991,494 | -3.2% | 134,805 | -5.8% | 0.74% | +12.9% | |
| New | WAYFAIR INCnote 3.250% 9/1 | $8,909,600 | – | 7,400,000 | – | 0.73% | – | |
| Sell | PARSONS CORP DELnote 0.250% 8/1 | $8,840,799 | +3.8% | 6,964,000 | -6.4% | 0.72% | +21.1% | |
| Sell | NEXTERA ENERGY INCunit 09/01/2025 | $8,623,700 | -56.4% | 229,110 | -47.9% | 0.70% | -49.2% | |
| Sell | PERFICIENT INCnote 0.125%11/1 | $8,604,360 | -6.6% | 10,738,000 | -4.4% | 0.70% | +9.0% | |
| New | LIBERTY MEDIA CORP DELnote 2.250% 8/1 | $8,520,561 | – | 8,757,000 | – | 0.70% | – | |
| Sell | JAZZ INVESTMENTS I LTDnote 2.000% 6/1 | $8,514,580 | -17.4% | 8,363,000 | -17.6% | 0.70% | -3.7% | |
| Buy | PEBBLEBROOK HOTEL TRnote 1.750%12/1 | $8,461,539 | -0.4% | 10,202,000 | +1.3% | 0.69% | +16.1% | |
| Sell | BIOMARIN PHARMACEUTICAL INCnote 0.599% 8/0 | $8,464,220 | -8.2% | 8,726,000 | -7.0% | 0.69% | +7.0% | |
| Buy | AFFIRM HLDGS INCnote 11/1 | $8,429,459 | +16.7% | 11,295,000 | +15.4% | 0.69% | +36.1% | |
| Sell | CHEESECAKE FACTORY INCnote 0.375% 6/1 | $8,265,806 | -5.5% | 10,004,000 | -4.1% | 0.68% | +10.1% | |
| Sell | EXPEDIA GROUP INCnote 2/1 | $8,120,674 | -44.3% | 9,347,000 | -44.0% | 0.66% | -35.1% | |
| Buy | DROPBOX INCnote 3/0 | $8,044,765 | +2.4% | 8,495,000 | +3.5% | 0.66% | +19.4% | |
| LQD | Sell | ISHARES TRiboxx inv cp etf | $7,942,563 | -5.8% | 77,853 | -0.2% | 0.65% | +9.8% |
| Sell | JOHN BEAN TECHNOLOGIES CORPnote 0.250% 5/1 | $7,865,793 | -11.0% | 8,769,000 | -5.9% | 0.64% | +3.7% | |
| Sell | HUBSPOT INCnote 0.375% 6/0 | $7,803,378 | -13.5% | 4,379,000 | -7.2% | 0.64% | +0.8% | |
| Buy | APOLLO COML REAL ESTATE FINnote 5.375%10/1 | $7,711,178 | +24.5% | 7,750,000 | +24.0% | 0.63% | +45.4% | |
| Buy | MFA FINL INCnote 6.250% 6/1 | $7,691,848 | +24.8% | 7,750,000 | +24.0% | 0.63% | +45.6% | |
| BIL | Sell | SPDR SER TRbloomberg 1-3 mo | $7,656,043 | -43.9% | 83,381 | -43.9% | 0.63% | -34.7% |
| Sell | TYLER TEX INDPT SCH DISTnote 0.250% 3/1 | $7,525,108 | -11.2% | 7,794,000 | -5.3% | 0.62% | +3.5% | |
| Sell | AKAMAI TECHNOLOGIES INCnote 0.125% 5/0 | $7,483,293 | +3.9% | 6,345,000 | -6.0% | 0.61% | +21.2% | |
| Sell | BENTLEY SYS INCnote 0.125% 1/1 | $7,410,235 | -16.6% | 7,679,000 | -11.1% | 0.61% | -2.7% | |
| Sell | ZSCALER INCnote 0.125% 7/0 | $7,333,306 | -16.7% | 6,106,000 | -19.2% | 0.60% | -2.9% | |
| Sell | NCL CORP LTDnote 1.125% 2/1 | $7,223,248 | -16.1% | 8,729,000 | -6.5% | 0.59% | -2.2% | |
| Buy | ITRON INCnote 3/1 | $7,105,320 | +18.5% | 8,262,000 | +22.2% | 0.58% | +38.0% | |
| Sell | DIGITALOCEAN HLDGS INCnote 12/0 | $7,072,993 | -14.9% | 9,253,000 | -13.0% | 0.58% | -0.7% | |
| New | DISH NETWORK CORPORATIONnote 12/1 | $6,856,561 | – | 10,272,000 | – | 0.56% | – | |
| LMBS | Sell | FIRST TR EXCHANGE-TRADED FDfst low oppt eft | $6,624,418 | -2.5% | 140,229 | -1.6% | 0.54% | +13.6% |
| New | POST HLDGS INCnote 2.500% 8/1 | $6,472,513 | – | 6,528,000 | – | 0.53% | – | |
| Sell | PATRICK INDS INCnote 1.750%12/0 | $6,460,146 | -6.9% | 6,847,000 | -4.2% | 0.53% | +8.4% | |
| Sell | MACOM TECH SOLUTIONS HLDGS Inote 0.250% 3/1 | $6,301,392 | +10.5% | 5,547,000 | -1.8% | 0.52% | +28.8% | |
| Sell | CONFLUENT INCnote 1/1 | $6,170,830 | -13.1% | 7,566,000 | -11.5% | 0.50% | +1.4% | |
| New | BRIDGEBIO PHARMA INCnote 2.250% 2/0 | $6,121,665 | – | 8,217,000 | – | 0.50% | – | |
| New | SAREPTA THERAPEUTICS INCnote 1.250% 9/1 | $6,122,845 | – | 5,481,998 | – | 0.50% | – | |
| Sell | EURONET WORLDWIDE INCnote 0.750% 3/1 | $6,095,906 | -24.8% | 6,635,000 | -20.5% | 0.50% | -12.3% | |
| Sell | DRAFTKINGS INC NEWnote 3/1 | $6,086,799 | -2.7% | 8,046,000 | -4.0% | 0.50% | +13.4% | |
| Sell | ATI INCnote 3.500% 6/1 | $6,027,170 | -14.5% | 2,241,000 | -7.9% | 0.49% | -0.2% | |
| Sell | ARRAY TECHNOLOGIES INCnote 1.000%12/0 | $6,027,588 | -38.5% | 5,292,000 | -38.3% | 0.49% | -28.3% | |
| Sell | STRIDE INCnote 1.125% 9/0 | $6,003,608 | +3.1% | 5,715,000 | -6.2% | 0.49% | +20.0% | |
| Sell | KBR INCnote 2.500%11/0 | $5,964,111 | -18.5% | 2,539,000 | -11.2% | 0.49% | -4.9% | |
| Sell | INSULET CORPnote 0.375% 9/0 | $5,825,946 | -46.6% | 5,957,000 | -25.0% | 0.48% | -37.6% | |
| New | DISH NETWORK CORPORATIONnote 2.375% 3/1 | $5,801,280 | – | 6,043,000 | – | 0.48% | – | |
| Sell | MICROSTRATEGY INCnote 0.750%12/1 | $5,716,229 | -9.1% | 5,311,000 | -8.7% | 0.47% | +6.1% | |
| Sell | JETBLUE AIRWAYS CORPnote 0.500% 4/0 | $5,547,766 | -36.3% | 7,176,000 | -32.3% | 0.45% | -25.7% | |
| Sell | REVANCE THERAPEUTICS INCnote 1.750% 2/1 | $5,527,733 | -32.9% | 6,877,000 | -12.0% | 0.45% | -21.8% | |
| Sell | IMAX CORPnote 0.500% 4/0 | $5,495,223 | -0.9% | 5,893,000 | -2.9% | 0.45% | +15.7% | |
| Sell | CLOUDFLARE INCnote 8/1 | $5,329,500 | -68.6% | 6,270,000 | -68.7% | 0.44% | -63.4% | |
| Buy | NCL CORP LTDnote 5.375% 8/0 | $5,060,363 | +34.3% | 4,353,000 | +58.3% | 0.41% | +56.8% | |
| CWB | Sell | SPDR SER TRbbg conv sec etf | $5,036,998 | -3.5% | 74,292 | -0.4% | 0.41% | +12.6% |
| New | SUNNOVA ENERGY INTL INC.note 2.625% 2/1 | $4,829,971 | – | 7,860,000 | – | 0.40% | – | |
| Sell | CYBERARK SOFTWARE LTDnote 11/1 | $4,737,928 | -63.8% | 4,111,000 | -64.5% | 0.39% | -57.8% | |
| New | COINBASE GLOBAL INCnote 0.500% 6/0 | $4,682,993 | – | 6,239,000 | – | 0.38% | – | |
| Buy | TWO HARBORS INVENTMENT CORPOnote 6.250% 1/1 | $4,600,000 | +16.2% | 5,000,000 | +11.1% | 0.38% | +35.3% | |
| Sell | NATERA INCnote 2.250% 5/0 | $4,505,758 | -12.9% | 3,407,000 | -4.9% | 0.37% | +1.7% | |
| New | ALNYLAM PHARMACEUTICALS INCnote 1.000% 9/1 | $4,516,560 | – | 4,896,000 | – | 0.37% | – | |
| BUFR | New | FIRST TR EXCHNG TRADED FD VIcboe vest us eq | $4,513,017 | – | 184,280 | – | 0.37% | – |
| New | MICROSTRATEGY INCnote 2/1 | $4,232,111 | – | 6,078,000 | – | 0.35% | – | |
| XME | Buy | SPDR SER TRs&p metals mng | $4,210,395 | +47.4% | 80,198 | +42.7% | 0.34% | +72.0% |
| IEMG | Sell | ISHARES INCcore msci emkt | $4,128,766 | -3.5% | 86,757 | -0.0% | 0.34% | +12.7% |
| Sell | ASCENDIS PHARMA A/Snote 2.250% 4/0 | $4,113,551 | -9.6% | 4,508,000 | -10.1% | 0.34% | +5.3% | |
| Sell | AIRBNB INCnote 3/1 | $4,070,000 | -10.0% | 4,625,000 | -10.8% | 0.33% | +5.0% | |
| DXJ | Sell | WISDOMTREE TRjapn hedge eqt | $4,030,907 | +5.5% | 45,676 | -0.4% | 0.33% | +23.1% |
| New | LIVENT CORPnote 4.125% 7/1 | $4,037,424 | – | 1,864,000 | – | 0.33% | – | |
| Sell | ZILLOW GROUP INCnote 1.375% 9/0 | $3,962,929 | -9.9% | 3,326,000 | -4.9% | 0.32% | +4.9% | |
| New | NUTANIX INCnote 0.250%10/0 | $3,860,063 | – | 4,325,000 | – | 0.32% | – | |
| Sell | HALOZYME THERAPEUTICS INCnote 0.250% 3/0 | $3,862,074 | -26.1% | 4,577,000 | -27.3% | 0.32% | -13.9% | |
| Sell | IMPINJ INCnote 1.125% 5/1 | $3,835,166 | -48.1% | 4,424,000 | -35.2% | 0.31% | -39.4% | |
| Buy | AKAMAI TECHNOLOGIES INCnote 0.375% 9/0 | $3,824,388 | +66.6% | 3,672,000 | +54.5% | 0.31% | +94.4% | |
| MSFT | Sell | MICROSOFT CORP | $3,699,959 | -7.9% | 11,718 | -0.7% | 0.30% | +7.4% |
| Buy | CERIDIAN HCM HLDG INCnote 0.250% 3/1 | $3,619,611 | +94.4% | 4,116,000 | +94.5% | 0.30% | +126.0% | |
| Sell | LYFT INCnote 1.500% 5/1 | $3,492,200 | -63.2% | 3,800,000 | -64.2% | 0.29% | -57.1% | |
| Sell | NEUROCRINE BIOSCIENCES INCnote 2.250% 5/1 | $3,406,116 | +9.6% | 2,296,000 | -6.0% | 0.28% | +28.0% | |
| Sell | LUMENTUM HLDGS INCnote 0.500%12/1 | $3,392,224 | -12.2% | 4,048,000 | -7.6% | 0.28% | +2.2% | |
| New | CYTOKINETICS INCnote 3.500% 7/0 | $2,997,186 | – | 3,534,000 | – | 0.24% | – | |
| Sell | GREENBRIER COS INCnote 2.875% 4/1 | $2,907,954 | -9.1% | 3,087,000 | -5.0% | 0.24% | +6.2% | |
| AESC | Sell | AES CORPunit 02/15/2024 | $2,832,098 | -28.5% | 46,405 | -4.8% | 0.23% | -16.5% |
| Buy | RWT HLDGS INCnote 5.750%10/0 | $2,776,081 | +28.4% | 3,000,000 | +20.0% | 0.23% | +49.3% | |
| AAPL | Sell | APPLE INC | $2,741,243 | -12.9% | 16,011 | -1.3% | 0.22% | +1.4% |
| New | RBC BEARINGS INC5% cnv pfd sr a | $2,684,523 | – | 24,345 | – | 0.22% | – | |
| IWN | Sell | ISHARES TRrus 2000 val etf | $2,634,414 | -4.1% | 19,435 | -0.4% | 0.22% | +11.4% |
| Sell | VERINT SYSTEMS INCnote 0.250% 4/1 | $2,437,458 | -40.3% | 2,855,000 | -38.4% | 0.20% | -30.4% | |
| Sell | BENTLEY SYS INCnote 0.375% 7/0 | $2,203,200 | -20.0% | 2,550,000 | -16.4% | 0.18% | -6.7% | |
| Buy | PENNYMAC CORPnote 5.500% 3/1 | $2,154,001 | +21.4% | 2,400,000 | +20.0% | 0.18% | +40.8% | |
| Sell | ENVESTNET INCnote 0.750% 8/1 | $2,051,718 | -0.3% | 2,228,000 | -0.6% | 0.17% | +16.7% | |
| GOOGL | Sell | ALPHABET INCcap stk cl a | $2,046,912 | +8.2% | 15,642 | -1.0% | 0.17% | +25.6% |
| Buy | SUNNOVA ENERGY INTL INC.note 0.250%12/0 | $1,933,502 | -1.3% | 3,000,000 | +20.0% | 0.16% | +15.3% | |
| Buy | BLOCK INCnote 0.125% 3/0 | $1,902,006 | +85.5% | 2,052,000 | +88.6% | 0.16% | +116.7% | |
| New | ZIFF DAVIS INCnote 1.750%11/0 | $1,839,001 | – | 2,000,000 | – | 0.15% | – | |
| AMZN | Sell | AMAZON COM INC | $1,613,407 | -3.7% | 12,692 | -1.2% | 0.13% | +12.8% |
| New | REALOGY GRP LLC/REALOGY COnote 0.250% 6/1 | $1,520,000 | – | 2,000,000 | – | 0.12% | – | |
| NVDA | Sell | NVIDIA CORPORATION | $1,487,666 | +1.6% | 3,420 | -1.2% | 0.12% | +18.4% |
| XLU | Buy | SELECT SECTOR SPDR TRsbi int-utils | $1,213,251 | +3.4% | 20,588 | +14.8% | 0.10% | +20.7% |
| FB | Sell | META PLATFORMS INCcl a | $1,149,204 | +3.7% | 3,828 | -0.9% | 0.09% | +20.5% |
| Buy | COHERUS BIOSCIENCES INCnote 1.500% 4/1 | $1,063,126 | +15.7% | 1,750,000 | +16.7% | 0.09% | +35.9% | |
| BRKB | Sell | BERKSHIRE HATHAWAY INC DELcl b new | $959,121 | +1.8% | 2,738 | -0.9% | 0.08% | +18.2% |
| Sell | ON SEMICONDUCTOR CORPnote 5/0 | $939,600 | -18.9% | 522,000 | -17.3% | 0.08% | -4.9% | |
| New | MIDDLEBY CORPnote 1.000% 9/0 | $896,720 | – | 801,000 | – | 0.07% | – | |
| Sell | Q2 HLDGS INCnote 0.750% 6/0 | $871,900 | -59.6% | 1,000,000 | -60.0% | 0.07% | -53.3% | |
| UNH | Sell | UNITEDHEALTH GROUP INC | $757,293 | +3.9% | 1,502 | -1.0% | 0.06% | +21.6% |
| New | BLOCK INCnote 0.250%11/0 | $750,620 | – | 1,000,000 | – | 0.06% | – | |
| PG | Sell | PROCTER AND GAMBLE CO | $717,631 | -4.7% | 4,920 | -0.9% | 0.06% | +11.3% |
| Buy | INNOVIVA INCnote 2.125% 3/1 | $676,650 | +12.4% | 825,000 | +12.2% | 0.06% | +31.0% | |
| JNJ | Sell | JOHNSON & JOHNSON | $649,010 | -6.9% | 4,167 | -1.1% | 0.05% | +8.2% |
| JPM | Sell | JPMORGAN CHASE & CO | $620,541 | -1.6% | 4,279 | -1.3% | 0.05% | +15.9% |
| Sell | SNAP INCnote 0.750% 8/0 | $595,680 | -8.7% | 680,000 | -3.8% | 0.05% | +6.5% | |
| TSLA | Sell | TESLA INC | $559,242 | -5.5% | 2,235 | -1.1% | 0.05% | +9.5% |
| AVGO | Sell | BROADCOM INC | $544,030 | -5.0% | 655 | -0.8% | 0.04% | +12.5% |
| COST | Sell | COSTCO WHSL CORP NEW | $525,978 | +3.8% | 931 | -1.1% | 0.04% | +19.4% |
| Sell | VAIL RESORTS INCnote 1/0 | $513,920 | -4.7% | 584,000 | -3.3% | 0.04% | +10.5% | |
| V | Sell | VISA INC | $514,992 | -4.2% | 2,239 | -1.1% | 0.04% | +10.5% |
| Sell | FIVE9 INCnote 0.500% 6/0 | $485,160 | -67.4% | 520,000 | -66.3% | 0.04% | -61.5% | |
| IYR | Sell | ISHARES TRu.s. real es etf | $477,357 | -10.7% | 6,109 | -1.1% | 0.04% | +2.6% |
| BAC | Sell | BANK AMERICA CORP | $459,902 | -5.4% | 16,797 | -0.9% | 0.04% | +11.8% |
| PFE | Sell | PFIZER INC | $453,799 | -10.4% | 13,681 | -0.9% | 0.04% | +2.8% |
| CSCO | Sell | CISCO SYS INC | $436,800 | +2.9% | 8,125 | -1.0% | 0.04% | +20.0% |
| Sell | BURLINGTON STORES INCnote 2.250% 4/1 | $434,291 | -96.0% | 448,000 | -95.7% | 0.04% | -95.3% | |
| MRK | Sell | MERCK & CO INC | $444,332 | -11.6% | 4,316 | -0.9% | 0.04% | +2.9% |
| UNP | Sell | UNION PAC CORP | $409,704 | -1.5% | 2,012 | -1.0% | 0.03% | +17.2% |
| PEP | Sell | PEPSICO INC | $421,058 | -9.4% | 2,485 | -1.0% | 0.03% | +3.0% |
| LLY | Buy | ELI LILLY & CO | $400,699 | +87.0% | 746 | +63.2% | 0.03% | +120.0% |
| New | RAPID7 INCnote 0.250% 3/1 | $402,085 | – | 472,000 | – | 0.03% | – | |
| MA | Sell | MASTERCARD INCORPORATEDcl a | $400,661 | -0.3% | 1,012 | -1.0% | 0.03% | +17.9% |
| CVX | Sell | CHEVRON CORP NEW | $398,449 | +6.0% | 2,363 | -1.0% | 0.03% | +26.9% |
| KO | Sell | COCA COLA CO | $404,064 | -7.9% | 7,218 | -0.9% | 0.03% | +6.5% |
| MCD | Sell | MCDONALDS CORP | $386,993 | -12.6% | 1,469 | -1.0% | 0.03% | +3.2% |
| ORCL | Sell | ORACLE CORP | $387,561 | -11.9% | 3,659 | -0.9% | 0.03% | +3.2% |
| AMGN | Sell | AMGEN INC | $392,658 | +19.4% | 1,461 | -1.4% | 0.03% | +39.1% |
| DHR | Sell | DANAHER CORPORATION | $373,887 | +2.4% | 1,507 | -1.0% | 0.03% | +19.2% |
| ABT | Sell | ABBOTT LABS | $369,386 | -11.7% | 3,814 | -0.7% | 0.03% | +3.4% |
| SLB | Sell | SCHLUMBERGER LTD | $349,275 | +17.4% | 5,991 | -1.1% | 0.03% | +38.1% |
| ABBV | Sell | ABBVIE INC | $356,253 | +9.3% | 2,390 | -1.2% | 0.03% | +26.1% |
| HD | Sell | HOME DEPOT INC | $351,714 | -4.0% | 1,164 | -1.3% | 0.03% | +11.5% |
| ICE | Sell | INTERCONTINENTAL EXCHANGE IN | $347,223 | -3.6% | 3,156 | -0.9% | 0.03% | +12.0% |
| CMCSA | Sell | COMCAST CORP NEWcl a | $325,943 | +5.6% | 7,351 | -1.0% | 0.03% | +22.7% |
| Sell | ENVISTA HOLDINGS CORPORATIONnote 2.375% 6/0 | $331,613 | -89.7% | 239,000 | -87.5% | 0.03% | -88.0% | |
| ETN | Sell | EATON CORP PLC | $327,172 | +5.0% | 1,534 | -1.0% | 0.03% | +22.7% |
| AMAT | Sell | APPLIED MATLS INC | $312,897 | -5.1% | 2,260 | -0.9% | 0.03% | +13.0% |
| New | CNX RES CORPnote 2.250% 5/0 | $318,208 | – | 176,000 | – | 0.03% | – | |
| ADBE | Sell | ADOBE INC | $311,549 | +3.4% | 611 | -0.8% | 0.02% | +19.0% |
| CRM | Sell | SALESFORCE INC | $311,065 | -4.9% | 1,534 | -1.0% | 0.02% | +8.7% |
| Sell | ETSY INCnote 0.125% 9/0 | $290,400 | -95.9% | 363,000 | -95.8% | 0.02% | -95.2% | |
| TMO | Sell | THERMO FISHER SCIENTIFIC INC | $294,085 | -4.6% | 581 | -1.7% | 0.02% | +9.1% |
| CAT | Sell | CATERPILLAR INC | $276,003 | +9.3% | 1,011 | -1.5% | 0.02% | +27.8% |
| WFC | Sell | WELLS FARGO CO NEW | $283,078 | -6.6% | 6,928 | -2.4% | 0.02% | +9.5% |
| Sell | PACIRA BIOSCIENCES INCnote 0.750% 8/0 | $269,813 | -7.1% | 300,000 | -4.5% | 0.02% | +10.0% | |
| ACN | Sell | ACCENTURE PLC IRELAND | $252,137 | -1.7% | 821 | -1.2% | 0.02% | +16.7% |
| DHI | Sell | D R HORTON INC | $257,176 | -12.4% | 2,393 | -0.8% | 0.02% | 0.0% |
| BA | Sell | BOEING CO | $249,951 | -10.3% | 1,304 | -1.1% | 0.02% | 0.0% |
| TPX | Sell | TEMPUR SEALY INTL INC | $238,933 | +7.1% | 5,513 | -1.0% | 0.02% | +25.0% |
| HON | Sell | HONEYWELL INTL INC | $238,684 | -11.7% | 1,292 | -0.8% | 0.02% | +5.3% |
| New | PEABODY ENGR CORPnote 3.250% 3/0 | $230,648 | – | 153,000 | – | 0.02% | – | |
| KKR | Sell | KKR & CO INC | $231,986 | +8.7% | 3,766 | -1.2% | 0.02% | +26.7% |
| WMT | Sell | WALMART INC | $233,338 | +0.0% | 1,459 | -1.7% | 0.02% | +18.8% |
| New | LIBERTY MEDIA CORP DEL | $221,601 | – | 3,557 | – | 0.02% | – | |
| PH | Sell | PARKER-HANNIFIN CORP | $215,794 | -1.9% | 554 | -1.8% | 0.02% | +20.0% |
| DIS | Sell | DISNEY WALT CO | $219,808 | -14.1% | 2,712 | -5.4% | 0.02% | 0.0% |
| VLO | New | VALERO ENERGY CORP | $211,715 | – | 1,494 | – | 0.02% | – |
| NOW | Sell | SERVICENOW INC | $206,815 | -1.9% | 370 | -1.3% | 0.02% | +13.3% |
| RIG | Sell | TRANSOCEAN LTD | $117,920 | +15.6% | 14,363 | -1.3% | 0.01% | +42.9% |
| Sell | MERCADOLIBRE INCnote 2.000% 8/1 | $29,055 | -99.6% | 10,000 | -99.6% | 0.00% | -99.6% | |
| NKE | Exit | NIKE INCcl b | $0 | – | -1,858 | – | -0.01% | – |
| INTC | Exit | INTEL CORP | $0 | – | -6,070 | – | -0.01% | – |
| MDT | Exit | MEDTRONIC PLC | $0 | – | -2,356 | – | -0.02% | – |
| LMT | Exit | LOCKHEED MARTIN CORP | $0 | – | -484 | – | -0.02% | – |
| Exit | SAREPTA THERAPEUTICS INCdbcv 1.500%11/1 | $0 | – | -141,000 | – | -0.02% | – | |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -6,591 | – | -0.02% | – |
| NEEPRQ | Exit | NEXTERA ENERGY INCunit 09/01/2023 | $0 | – | -5,150 | – | -0.02% | – |
| FWONK | Exit | LIBERTY MEDIA CORP DEL | $0 | – | -3,597 | – | -0.02% | – |
| Exit | DEXCOM INCnote 0.750%12/0 | $0 | – | -111,000 | – | -0.02% | – | |
| Exit | FTI CONSULTING INCnote 2.000% 8/1 | $0 | – | -210,000 | – | -0.03% | – | |
| Exit | SPLUNK INCnote 1.125% 6/1 | $0 | – | -1,060,000 | – | -0.06% | – | |
| Exit | REDWOOD TRUST INCnote 4.750% 8/1 | $0 | – | -1,000,000 | – | -0.07% | – | |
| Exit | PROGRESS SOFTWARE CORPnote 1.000% 4/1 | $0 | – | -1,250,000 | – | -0.10% | – | |
| Exit | ENCORE CAP EUROPE FIN LTDnote 4.500% 9/0 | $0 | – | -1,500,000 | – | -0.12% | – | |
| Exit | SABRE GLBL INCnote 4.000% 4/1 | $0 | – | -2,294,000 | – | -0.12% | – | |
| Exit | CERENCE INCnote 3.000% 6/0 | $0 | – | -1,738,000 | – | -0.13% | – | |
| Exit | SPLUNK INCnote 0.500% 9/1 | $0 | – | -2,135,000 | – | -0.15% | – | |
| Exit | HANNON ARMSTRONG SUST INFR Cnote 8/1 | $0 | – | -2,500,000 | – | -0.17% | – | |
| Exit | NEW MTN FIN CORPnote 5.750% 8/1 | $0 | – | -2,750,000 | – | -0.19% | – | |
| NIMC | Exit | NISOURCE INCunit 12/01/2023 | $0 | – | -27,110 | – | -0.19% | – |
| Exit | MAGNITE INCnote 0.250% 3/1 | $0 | – | -3,675,000 | – | -0.22% | – | |
| Exit | RINGCENTRAL INCnote 3/0 | $0 | – | -3,500,000 | – | -0.23% | – | |
| RCA | Exit | READY CAPITAL CORP7% cn sr nt 2023 | $0 | – | -132,722 | – | -0.23% | – |
| Exit | GRANITE PT MTG TR INCnote 6.375%10/0 | $0 | – | -3,816,000 | – | -0.26% | – | |
| Exit | ALTERYX INCnote 1.000% 8/0 | $0 | – | -4,491,000 | – | -0.26% | – | |
| Exit | SOLAREDGE TECHNOLOGIES INCnote 9/1 | $0 | – | -3,707,000 | – | -0.31% | – | |
| Exit | MARRIOTT VACATIONS WORLDWIDEnote 1/1 | $0 | – | -5,119,000 | – | -0.33% | – | |
| AEPPZ | Exit | AMERICAN ELEC PWR CO INCunit 08/15/2023 | $0 | – | -107,745 | – | -0.37% | – |
| Exit | TOPGOLF CALLAWAY BRANDS CORPnote 2.750% 5/0 | $0 | – | -4,334,000 | – | -0.39% | – | |
| Exit | H WORLD GROUP LTDnote 3.000% 5/0 | $0 | – | -4,996,000 | – | -0.40% | – | |
| Exit | LIBERTY MEDIA CORP DELnote 1.375%10/1 | $0 | – | -5,171,000 | – | -0.42% | – | |
| Exit | BOX INCnote 1/1 | $0 | – | -5,419,000 | – | -0.47% | – | |
| Exit | EVOLENT HEALTH INCnote 1.500%10/1 | $0 | – | -6,236,000 | – | -0.50% | – | |
| Exit | PAGERDUTY INCnote 1.250% 7/0 | $0 | – | -7,657,000 | – | -0.51% | – | |
| Exit | SEA LTDnote 2.375%12/0 | $0 | – | -7,828,000 | – | -0.56% | – | |
| PCGU | Exit | PG&E CORPunit 08/16/2023 | $0 | – | -67,270 | – | -0.71% | – |
| Exit | WORKIVA INCnote 1.125% 8/1 | $0 | – | -7,229,000 | – | -0.71% | – | |
| Exit | AIR TRANS SVCS GROUP INCnote 1.125%10/1 | $0 | – | -10,903,000 | – | -0.72% | – | |
| Exit | ILLUMINA INCnote 8/1 | $0 | – | -13,063,000 | – | -0.91% | – | |
| KKRPRC | Exit | KKR & CO INC6% mconv pfd c | $0 | – | -199,102 | – | -0.92% | – |
| Exit | SPLUNK INCnote 1.125% 9/1 | $0 | – | -20,154,000 | – | -1.41% | – |
Q2 2023
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| IVV | New | ISHARES TRcore s&p500 etf | $86,565,797 | – | 194,220 | – | 6.07% | – |
| New | SOUTHWEST AIRLS COnote 1.250% 5/0 | $40,922,034 | – | 35,693,000 | – | 2.87% | – | |
| New | BOOKING HOLDINGS INCnote 0.750% 5/0 | $35,127,375 | – | 23,437,000 | – | 2.46% | – | |
| New | PIONEER NAT RES COnote 0.250% 5/1 | $34,539,038 | – | 15,709,000 | – | 2.42% | – | |
| New | DEXCOM INCnote 0.250%11/1 | $34,286,343 | – | 32,119,000 | – | 2.40% | – | |
| New | PALO ALTO NETWORKS INCnote 0.375% 6/0 | $32,583,095 | – | 12,661,000 | – | 2.29% | – | |
| WFCPRL | New | WELLS FARGO CO NEWperp pfd cnv a | $26,223,997 | – | 22,754 | – | 1.84% | – |
| New | SNAP INCnote 0.125% 3/0 | $22,562,195 | – | 31,845,000 | – | 1.58% | – | |
| IEF | New | ISHARES TR7-10 yr trsy bd | $20,817,976 | – | 215,507 | – | 1.46% | – |
| New | SPLUNK INCnote 1.125% 9/1 | $20,154,000 | – | 20,154,000 | – | 1.41% | – | |
| VXUS | New | VANGUARD STAR FDSvg tl intl stk f | $19,911,820 | – | 355,061 | – | 1.40% | – |
| New | NEXTERA ENERGY INCunit 09/01/2025 | $19,774,800 | – | 439,440 | – | 1.39% | – | |
| New | FORD MTR CO DELnote 3/1 | $18,542,442 | – | 16,926,000 | – | 1.30% | – | |
| New | SHIFT4 PMTS INCnote 12/1 | $17,221,788 | – | 15,858,000 | – | 1.21% | – | |
| New | CLOUDFLARE INCnote 8/1 | $16,970,859 | – | 20,001,000 | – | 1.19% | – | |
| New | UBER TECHNOLOGIES INCnote 12/1 | $15,622,103 | – | 17,129,000 | – | 1.10% | – | |
| New | MICROCHIP TECHNOLOGY INC.note 0.125%11/1 | $15,128,210 | – | 13,373,000 | – | 1.06% | – | |
| New | CONMED CORPnote 2.250% 6/1 | $14,783,652 | – | 13,247,000 | – | 1.04% | – | |
| New | EXPEDIA GROUP INCnote 2/1 | $14,575,857 | – | 16,681,000 | – | 1.02% | – | |
| BIL | New | SPDR SER TRbloomberg 1-3 mo | $13,654,738 | – | 148,712 | – | 0.96% | – |
| New | WESTERN DIGITAL CORP.note 1.500% 2/0 | $13,606,942 | – | 14,035,000 | – | 0.96% | – | |
| New | ZILLOW GROUP INCnote 2.750% 5/1 | $13,507,973 | – | 12,877,000 | – | 0.95% | – | |
| New | AMERICAN AIRLINES GROUP INCnote 6.500% 7/0 | $13,198,143 | – | 10,303,000 | – | 0.93% | – | |
| KKRPRC | New | KKR & CO INC6% mconv pfd c | $13,146,709 | – | 199,102 | – | 0.92% | – |
| New | CYBERARK SOFTWARE LTDnote 11/1 | $13,101,904 | – | 11,569,000 | – | 0.92% | – | |
| New | ILLUMINA INCnote 8/1 | $12,971,420 | – | 13,063,000 | – | 0.91% | – | |
| New | EQT CORPnote 1.750% 5/0 | $12,207,793 | – | 4,339,000 | – | 0.86% | – | |
| New | MONGODB INCnote 0.250% 1/1 | $12,057,318 | – | 6,062,000 | – | 0.85% | – | |
| New | ARES CAPITAL CORPnote 4.625% 3/0 | $11,698,503 | – | 11,662,000 | – | 0.82% | – | |
| New | CABLE ONE INCnote 1.125% 3/1 | $11,599,046 | – | 15,414,000 | – | 0.81% | – | |
| New | WAYFAIR INCnote 1.000% 8/1 | $11,164,657 | – | 13,573,000 | – | 0.78% | – | |
| New | INSULET CORPnote 0.375% 9/0 | $10,906,973 | – | 7,941,000 | – | 0.76% | – | |
| New | BURLINGTON STORES INCnote 2.250% 4/1 | $10,817,495 | – | 10,458,000 | – | 0.76% | – | |
| New | BILL HOLDINGS INCnote 12/0 | $10,623,340 | – | 10,161,000 | – | 0.74% | – | |
| FLOT | New | ISHARES TRfltg rate nt etf | $10,359,354 | – | 203,844 | – | 0.73% | – |
| New | JAZZ INVESTMENTS I LTDnote 2.000% 6/1 | $10,309,862 | – | 10,145,000 | – | 0.72% | – | |
| New | AIR TRANS SVCS GROUP INCnote 1.125%10/1 | $10,298,973 | – | 10,903,000 | – | 0.72% | – | |
| New | WORKIVA INCnote 1.125% 8/1 | $10,155,614 | – | 7,229,000 | – | 0.71% | – | |
| New | DATADOG INCnote 0.125% 6/1 | $10,114,150 | – | 8,150,000 | – | 0.71% | – | |
| PCGU | New | PG&E CORPunit 08/16/2023 | $10,075,028 | – | 67,270 | – | 0.71% | – |
| New | INSMED INCnote 0.750% 6/0 | $10,083,457 | – | 12,022,000 | – | 0.71% | – | |
| New | PENNYMAC CORPnote 5.500%11/0 | $10,073,980 | – | 10,717,000 | – | 0.71% | – | |
| New | ARRAY TECHNOLOGIES INCnote 1.000%12/0 | $9,806,368 | – | 8,572,000 | – | 0.69% | – | |
| New | SUMMIT HOTEL PPTYSnote 1.500% 2/1 | $9,702,264 | – | 11,422,000 | – | 0.68% | – | |
| New | LENDINGTREE INCnote 0.500% 7/1 | $9,653,490 | – | 12,537,000 | – | 0.68% | – | |
| BACPRL | New | BANK AMERICA CORP7.25%cnv pfd l | $9,608,927 | – | 8,200 | – | 0.67% | – |
| New | HAEMONETICS CORP MASSnote 3/0 | $9,536,859 | – | 11,208,000 | – | 0.67% | – | |
| New | LYFT INCnote 1.500% 5/1 | $9,492,314 | – | 10,600,000 | – | 0.67% | – | |
| New | TRANSOCEAN INCdeb 4.000%12/1 | $9,494,762 | – | 5,949,000 | – | 0.67% | – | |
| New | CHART INDS INC6.75dp cnv pfd b | $9,288,032 | – | 143,135 | – | 0.65% | – | |
| New | BIOMARIN PHARMACEUTICAL INCnote 0.599% 8/0 | $9,219,566 | – | 9,386,000 | – | 0.65% | – | |
| New | PERFICIENT INCnote 0.125%11/1 | $9,215,327 | – | 11,237,000 | – | 0.65% | – | |
| New | HUBSPOT INCnote 0.375% 6/0 | $9,018,009 | – | 4,719,000 | – | 0.63% | – | |
| New | ALPHATEC HLDGS INCnote 0.750% 8/0 | $9,002,050 | – | 7,762,000 | – | 0.63% | – | |
| New | HELIX ENERGY SOLUTIONS GRP Inote 6.750% 2/1 | $8,882,404 | – | 6,724,000 | – | 0.62% | – | |
| New | BENTLEY SYS INCnote 0.125% 1/1 | $8,882,508 | – | 8,636,000 | – | 0.62% | – | |
| New | JOHN BEAN TECHNOLOGIES CORPnote 0.250% 5/1 | $8,838,133 | – | 9,318,000 | – | 0.62% | – | |
| New | ZSCALER INCnote 0.125% 7/0 | $8,804,197 | – | 7,554,000 | – | 0.62% | – | |
| New | CHEESECAKE FACTORY INCnote 0.375% 6/1 | $8,747,330 | – | 10,429,000 | – | 0.61% | – | |
| New | JETBLUE AIRWAYS CORPnote 0.500% 4/0 | $8,710,222 | – | 10,606,000 | – | 0.61% | – | |
| New | NCL CORP LTDnote 1.125% 2/1 | $8,607,376 | – | 9,340,000 | – | 0.60% | – | |
| New | PARSONS CORP DELnote 0.250% 8/1 | $8,513,950 | – | 7,439,000 | – | 0.60% | – | |
| New | PEBBLEBROOK HOTEL TRnote 1.750%12/1 | $8,497,797 | – | 10,067,000 | – | 0.60% | – | |
| New | TYLER TEX INDPT SCH DISTnote 0.250% 3/1 | $8,474,840 | – | 8,228,000 | – | 0.60% | – | |
| LQD | New | ISHARES TRiboxx inv cp etf | $8,432,760 | – | 77,980 | – | 0.59% | – |
| New | DIGITALOCEAN HLDGS INCnote 12/0 | $8,309,202 | – | 10,638,000 | – | 0.58% | – | |
| New | REVANCE THERAPEUTICS INCnote 1.750% 2/1 | $8,240,172 | – | 7,818,000 | – | 0.58% | – | |
| New | EURONET WORLDWIDE INCnote 0.750% 3/1 | $8,104,719 | – | 8,350,000 | – | 0.57% | – | |
| New | EXACT SCIENCES CORPnote 0.375% 3/0 | $8,092,296 | – | 7,909,000 | – | 0.57% | – | |
| New | SEA LTDnote 2.375%12/0 | $7,945,420 | – | 7,828,000 | – | 0.56% | – | |
| New | DROPBOX INCnote 3/0 | $7,852,875 | – | 8,210,000 | – | 0.55% | – | |
| New | MERCADOLIBRE INCnote 2.000% 8/1 | $7,508,933 | – | 2,747,000 | – | 0.53% | – | |
| New | IMPINJ INCnote 1.125% 5/1 | $7,382,805 | – | 6,828,000 | – | 0.52% | – | |
| New | KBR INCnote 2.500%11/0 | $7,315,880 | – | 2,860,000 | – | 0.51% | – | |
| New | PAGERDUTY INCnote 1.250% 7/0 | $7,266,586 | – | 7,657,000 | – | 0.51% | – | |
| New | AFFIRM HLDGS INCnote 11/1 | $7,221,572 | – | 9,784,000 | – | 0.51% | – | |
| New | AKAMAI TECHNOLOGIES INCnote 0.125% 5/0 | $7,200,329 | – | 6,749,000 | – | 0.50% | – | |
| New | ETSY INCnote 0.125% 9/0 | $7,143,342 | – | 8,570,000 | – | 0.50% | – | |
| New | EVOLENT HEALTH INCnote 1.500%10/1 | $7,112,858 | – | 6,236,000 | – | 0.50% | – | |
| New | CONFLUENT INCnote 1/1 | $7,098,011 | – | 8,549,000 | – | 0.50% | – | |
| New | ATI INCnote 3.500% 6/1 | $7,046,430 | – | 2,434,000 | – | 0.49% | – | |
| New | PATRICK INDS INCnote 1.750%12/0 | $6,937,795 | – | 7,145,000 | – | 0.49% | – | |
| LMBS | New | FIRST TR EXCHANGE-TRADED FDfst low oppt eft | $6,795,980 | – | 142,563 | – | 0.48% | – |
| New | BOX INCnote 1/1 | $6,730,398 | – | 5,419,000 | – | 0.47% | – | |
| New | MICROSTRATEGY INCnote 0.750%12/1 | $6,289,895 | – | 5,817,000 | – | 0.44% | – | |
| New | DRAFTKINGS INC NEWnote 3/1 | $6,255,210 | – | 8,385,000 | – | 0.44% | – | |
| New | APOLLO COML REAL ESTATE FINnote 5.375%10/1 | $6,191,406 | – | 6,250,000 | – | 0.43% | – | |
| New | MFA FINL INCnote 6.250% 6/1 | $6,164,074 | – | 6,250,000 | – | 0.43% | – | |
| New | ITRON INCnote 3/1 | $5,994,389 | – | 6,759,000 | – | 0.42% | – | |
| New | LIBERTY MEDIA CORP DELnote 1.375%10/1 | $5,980,271 | – | 5,171,000 | – | 0.42% | – | |
| New | STRIDE INCnote 1.125% 9/0 | $5,825,362 | – | 6,092,000 | – | 0.41% | – | |
| New | MACOM TECH SOLUTIONS HLDGS Inote 0.250% 3/1 | $5,702,460 | – | 5,646,000 | – | 0.40% | – | |
| New | H WORLD GROUP LTDnote 3.000% 5/0 | $5,648,449 | – | 4,996,000 | – | 0.40% | – | |
| New | TOPGOLF CALLAWAY BRANDS CORPnote 2.750% 5/0 | $5,595,194 | – | 4,334,000 | – | 0.39% | – | |
| New | IMAX CORPnote 0.500% 4/0 | $5,547,680 | – | 6,071,000 | – | 0.39% | – | |
| AEPPZ | New | AMERICAN ELEC PWR CO INCunit 08/15/2023 | $5,326,916 | – | 107,745 | – | 0.37% | – |
| New | HALOZYME THERAPEUTICS INCnote 0.250% 3/0 | $5,228,415 | – | 6,295,000 | – | 0.37% | – | |
| CWB | New | SPDR SER TRbbg conv sec etf | $5,219,741 | – | 74,621 | – | 0.37% | – |
| New | NATERA INCnote 2.250% 5/0 | $5,170,252 | – | 3,583,000 | – | 0.36% | – | |
| New | MARRIOTT VACATIONS WORLDWIDEnote 1/1 | $4,742,765 | – | 5,119,000 | – | 0.33% | – | |
| New | ASCENDIS PHARMA A/Snote 2.250% 4/0 | $4,549,308 | – | 5,013,000 | – | 0.32% | – | |
| New | AIRBNB INCnote 3/1 | $4,520,448 | – | 5,184,000 | – | 0.32% | – | |
| New | ZILLOW GROUP INCnote 1.375% 9/0 | $4,398,746 | – | 3,498,000 | – | 0.31% | – | |
| New | SOLAREDGE TECHNOLOGIES INCnote 9/1 | $4,396,502 | – | 3,707,000 | – | 0.31% | – | |
| IEMG | New | ISHARES INCcore msci emkt | $4,278,225 | – | 86,797 | – | 0.30% | – |
| New | VERINT SYSTEMS INCnote 0.250% 4/1 | $4,083,716 | – | 4,634,000 | – | 0.29% | – | |
| MSFT | New | MICROSOFT CORP | $4,019,394 | – | 11,803 | – | 0.28% | – |
| AESC | New | AES CORPunit 02/15/2024 | $3,962,402 | – | 48,750 | – | 0.28% | – |
| New | TWO HARBORS INVENTMENT CORPOnote 6.250% 1/1 | $3,960,000 | – | 4,500,000 | – | 0.28% | – | |
| New | LUMENTUM HLDGS INCnote 0.500%12/1 | $3,864,806 | – | 4,380,000 | – | 0.27% | – | |
| DXJ | New | WISDOMTREE TRjapn hedge eqt | $3,819,512 | – | 45,880 | – | 0.27% | – |
| New | NCL CORP LTDnote 5.375% 8/0 | $3,767,500 | – | 2,750,000 | – | 0.26% | – | |
| New | ALTERYX INCnote 1.000% 8/0 | $3,749,985 | – | 4,491,000 | – | 0.26% | – | |
| New | GRANITE PT MTG TR INCnote 6.375%10/0 | $3,682,703 | – | 3,816,000 | – | 0.26% | – | |
| New | REDWOOD TRUST INCnote 5.625% 7/1 | $3,359,669 | – | 3,541,000 | – | 0.24% | – | |
| New | PROSPECT CAP CORPnote 6.375% 3/0 | $3,353,769 | – | 3,406,000 | – | 0.24% | – | |
| RCA | New | READY CAPITAL CORP7% cn sr nt 2023 | $3,311,414 | – | 132,722 | – | 0.23% | – |
| New | UPWORK INCnote 0.250% 8/1 | $3,239,546 | – | 4,000,000 | – | 0.23% | – | |
| New | RINGCENTRAL INCnote 3/0 | $3,218,251 | – | 3,500,000 | – | 0.23% | – | |
| New | ENVISTA HOLDINGS CORPORATIONnote 2.375% 6/0 | $3,208,203 | – | 1,915,000 | – | 0.22% | – | |
| New | GREENBRIER COS INCnote 2.875% 4/1 | $3,199,627 | – | 3,250,000 | – | 0.22% | – | |
| AAPL | New | APPLE INC | $3,146,388 | – | 16,221 | – | 0.22% | – |
| New | NEUROCRINE BIOSCIENCES INCnote 2.250% 5/1 | $3,108,728 | – | 2,443,000 | – | 0.22% | – | |
| New | MAGNITE INCnote 0.250% 3/1 | $3,090,675 | – | 3,675,000 | – | 0.22% | – | |
| New | PDD HOLDINGS INCnote 12/0 | $2,912,847 | – | 3,000,000 | – | 0.20% | – | |
| New | HERBALIFE LTDnote 2.625% 3/1 | $2,905,501 | – | 3,000,000 | – | 0.20% | – | |
| New | 8X8 INC NEWnote 0.500% 2/0 | $2,897,316 | – | 3,050,000 | – | 0.20% | – | |
| New | CHEGG INCnote 0.125% 3/1 | $2,863,250 | – | 3,250,000 | – | 0.20% | – | |
| New | SPIRIT AIRLS INCnote 1.000% 5/1 | $2,868,400 | – | 3,550,000 | – | 0.20% | – | |
| XME | New | SPDR SER TRs&p metals mng | $2,855,933 | – | 56,197 | – | 0.20% | – |
| NIMC | New | NISOURCE INCunit 12/01/2023 | $2,770,915 | – | 27,110 | – | 0.19% | – |
| IWN | New | ISHARES TRrus 2000 val etf | $2,747,993 | – | 19,517 | – | 0.19% | – |
| New | BENTLEY SYS INCnote 0.375% 7/0 | $2,754,150 | – | 3,050,000 | – | 0.19% | – | |
| New | UPSTART HLDGS INCnote 0.250% 8/1 | $2,730,002 | – | 4,000,000 | – | 0.19% | – | |
| New | NEW MTN FIN CORPnote 5.750% 8/1 | $2,729,512 | – | 2,750,000 | – | 0.19% | – | |
| NYCBPRU | New | NEW YORK CMNTY CAP TR Vunit 05/07/2051 | $2,622,287 | – | 64,890 | – | 0.18% | – |
| New | SNAP INCnote 5/0 | $2,590,000 | – | 3,500,000 | – | 0.18% | – | |
| New | I3 VERTICALS LLCnote 1.000% 2/1 | $2,514,532 | – | 2,750,000 | – | 0.18% | – | |
| New | HANNON ARMSTRONG SUST INFR Cnote 8/1 | $2,474,995 | – | 2,500,000 | – | 0.17% | – | |
| New | AKAMAI TECHNOLOGIES INCnote 0.375% 9/0 | $2,295,564 | – | 2,377,000 | – | 0.16% | – | |
| New | Q2 HLDGS INCnote 0.750% 6/0 | $2,159,846 | – | 2,500,000 | – | 0.15% | – | |
| New | RWT HLDGS INCnote 5.750%10/0 | $2,162,433 | – | 2,500,000 | – | 0.15% | – | |
| New | JAZZ INVESTMENTS I LTDnote 1.500% 8/1 | $2,139,491 | – | 2,250,000 | – | 0.15% | – | |
| New | NRG ENERGY INCdbcv 2.750% 6/0 | $2,111,001 | – | 2,000,000 | – | 0.15% | – | |
| New | SPLUNK INCnote 0.500% 9/1 | $2,110,449 | – | 2,135,000 | – | 0.15% | – | |
| New | ENVESTNET INCnote 0.750% 8/1 | $2,057,041 | – | 2,242,000 | – | 0.14% | – | |
| New | SUNNOVA ENERGY INTL INC.note 0.250%12/0 | $1,958,751 | – | 2,500,000 | – | 0.14% | – | |
| GOOGL | New | ALPHABET INCcap stk cl a | $1,891,500 | – | 15,802 | – | 0.13% | – |
| New | CERENCE INCnote 3.000% 6/0 | $1,860,327 | – | 1,738,000 | – | 0.13% | – | |
| New | CERIDIAN HCM HLDG INCnote 0.250% 3/1 | $1,861,658 | – | 2,116,000 | – | 0.13% | – | |
| New | SABRE GLBL INCnote 4.000% 4/1 | $1,777,850 | – | 2,294,000 | – | 0.12% | – | |
| New | PENNYMAC CORPnote 5.500% 3/1 | $1,775,001 | – | 2,000,000 | – | 0.12% | – | |
| New | KAMAN CORPnote 3.250% 5/0 | $1,749,771 | – | 1,817,000 | – | 0.12% | – | |
| New | MITEK SYS INCnote 0.750% 2/0 | $1,734,768 | – | 2,000,000 | – | 0.12% | – | |
| AMZN | New | AMAZON COM INC | $1,674,736 | – | 12,847 | – | 0.12% | – |
| New | ENCORE CAP EUROPE FIN LTDnote 4.500% 9/0 | $1,650,000 | – | 1,500,000 | – | 0.12% | – | |
| New | INNOVIVA INCnote 2.500% 8/1 | $1,510,875 | – | 1,530,000 | – | 0.11% | – | |
| New | JAMF HLDG CORPnote 0.125% 9/0 | $1,499,674 | – | 1,750,000 | – | 0.10% | – | |
| New | FIVE9 INCnote 0.500% 6/0 | $1,487,452 | – | 1,543,000 | – | 0.10% | – | |
| NVDA | New | NVIDIA CORPORATION | $1,463,648 | – | 3,460 | – | 0.10% | – |
| TBF | New | PROSHARES TRshrt 20+yr tre | $1,409,849 | – | 65,000 | – | 0.10% | – |
| New | PROGRESS SOFTWARE CORPnote 1.000% 4/1 | $1,368,750 | – | 1,250,000 | – | 0.10% | – | |
| New | MESA LABS INCnote 1.375% 8/1 | $1,338,601 | – | 1,500,000 | – | 0.09% | – | |
| KMB | New | KIMBERLY-CLARK CORP | $1,199,051 | – | 8,685 | – | 0.08% | – |
| XLU | New | SELECT SECTOR SPDR TRsbi int-utils | $1,173,273 | – | 17,929 | – | 0.08% | – |
| New | ON SEMICONDUCTOR CORPnote 5/0 | $1,158,836 | – | 631,000 | – | 0.08% | – | |
| FB | New | META PLATFORMS INCcl a | $1,108,606 | – | 3,863 | – | 0.08% | – |
| New | BLOCK INCnote 0.125% 3/0 | $1,025,444 | – | 1,088,000 | – | 0.07% | – | |
| New | REDWOOD TRUST INCnote 4.750% 8/1 | $988,785 | – | 1,000,000 | – | 0.07% | – | |
| BRKB | New | BERKSHIRE HATHAWAY INC DELcl b new | $942,183 | – | 2,763 | – | 0.07% | – |
| New | COHERUS BIOSCIENCES INCnote 1.500% 4/1 | $918,752 | – | 1,500,000 | – | 0.06% | – | |
| New | SPLUNK INCnote 1.125% 6/1 | $914,250 | – | 1,060,000 | – | 0.06% | – | |
| L | New | LOEWS CORP | $785,716 | – | 13,232 | – | 0.06% | – |
| PG | New | PROCTER AND GAMBLE CO | $753,389 | – | 4,965 | – | 0.05% | – |
| UNH | New | UNITEDHEALTH GROUP INC | $729,131 | – | 1,517 | – | 0.05% | – |
| JNJ | New | JOHNSON & JOHNSON | $697,169 | – | 4,212 | – | 0.05% | – |
| New | SNAP INCnote 0.750% 8/0 | $652,212 | – | 707,000 | – | 0.05% | – | |
| New | WOLFSPEED INCnote 0.250% 2/1 | $657,994 | – | 859,000 | – | 0.05% | – | |
| IWD | New | ISHARES TRrus 1000 val etf | $634,477 | – | 4,020 | – | 0.04% | – |
| JPM | New | JPMORGAN CHASE & CO | $630,334 | – | 4,334 | – | 0.04% | – |
| New | INNOVIVA INCnote 2.125% 3/1 | $601,881 | – | 735,000 | – | 0.04% | – | |
| TSLA | New | TESLA INC | $591,603 | – | 2,260 | – | 0.04% | – |
| New | UNITY SOFTWARE INCnote 11/1 | $582,111 | – | 729,000 | – | 0.04% | – | |
| New | RINGCENTRAL INCnote 3/1 | $582,660 | – | 702,000 | – | 0.04% | – | |
| AVGO | New | BROADCOM INC | $572,502 | – | 660 | – | 0.04% | – |
| IYR | New | ISHARES TRu.s. real es etf | $534,731 | – | 6,179 | – | 0.04% | – |
| New | VAIL RESORTS INCnote 1/0 | $539,448 | – | 604,000 | – | 0.04% | – | |
| V | New | VISA INC | $537,653 | – | 2,264 | – | 0.04% | – |
| COST | New | COSTCO WHSL CORP NEW | $506,615 | – | 941 | – | 0.04% | – |
| PFE | New | PFIZER INC | $506,404 | – | 13,806 | – | 0.04% | – |
| MRK | New | MERCK & CO INC | $502,640 | – | 4,356 | – | 0.04% | – |
| BAC | New | BANK AMERICA CORP | $486,066 | – | 16,942 | – | 0.03% | – |
| New | INTEGRA LIFESCIENCES HLDGS Cnote 0.500% 8/1 | $479,325 | – | 525,000 | – | 0.03% | – | |
| PEP | New | PEPSICO INC | $464,902 | – | 2,510 | – | 0.03% | – |
| New | BLOOM ENERGY CORPnote 2.500% 8/1 | $458,782 | – | 379,000 | – | 0.03% | – | |
| ORCL | New | ORACLE CORP | $439,919 | – | 3,694 | – | 0.03% | – |
| MCD | New | MCDONALDS CORP | $442,841 | – | 1,484 | – | 0.03% | – |
| KO | New | COCA COLA CO | $438,582 | – | 7,283 | – | 0.03% | – |
| New | IONIS PHARMACEUTICALS INCnote 4/0 | $433,840 | – | 460,000 | – | 0.03% | – | |
| New | ENPHASE ENERGY INCnote 3/0 | $427,733 | – | 455,000 | – | 0.03% | – | |
| CSCO | New | CISCO SYS INC | $424,525 | – | 8,205 | – | 0.03% | – |
| UNP | New | UNION PAC CORP | $415,786 | – | 2,032 | – | 0.03% | – |
| ABT | New | ABBOTT LABS | $418,527 | – | 3,839 | – | 0.03% | – |
| New | CARNIVAL CORPnote 5.750%10/0 | $414,650 | – | 210,000 | – | 0.03% | – | |
| New | GUARDANT HEALTH INCnote 11/1 | $394,661 | – | 552,000 | – | 0.03% | – | |
| New | LIVE NATION ENTERTAINMENT INnote 2.000% 2/1 | $403,373 | – | 380,000 | – | 0.03% | – | |
| MA | New | MASTERCARD INCORPORATEDcl a | $401,955 | – | 1,022 | – | 0.03% | – |
| New | FTI CONSULTING INCnote 2.000% 8/1 | $394,488 | – | 210,000 | – | 0.03% | – | |
| AGG | New | ISHARES TRcore us aggbd et | $396,993 | – | 4,053 | – | 0.03% | – |
| CVX | New | CHEVRON CORP NEW | $375,753 | – | 2,388 | – | 0.03% | – |
| HD | New | HOME DEPOT INC | $366,244 | – | 1,179 | – | 0.03% | – |
| DHR | New | DANAHER CORPORATION | $365,280 | – | 1,522 | – | 0.03% | – |
| ICE | New | INTERCONTINENTAL EXCHANGE IN | $360,273 | – | 3,186 | – | 0.02% | – |
| New | DEXCOM INCnote 0.750%12/0 | $346,158 | – | 111,000 | – | 0.02% | – | |
| New | ETSY INCnote 0.125%10/0 | $344,253 | – | 291,000 | – | 0.02% | – | |
| AMGN | New | AMGEN INC | $328,811 | – | 1,481 | – | 0.02% | – |
| ABBV | New | ABBVIE INC | $326,045 | – | 2,420 | – | 0.02% | – |
| AMAT | New | APPLIED MATLS INC | $329,550 | – | 2,280 | – | 0.02% | – |
| CRM | New | SALESFORCE INC | $327,243 | – | 1,549 | – | 0.02% | – |
| TMO | New | THERMO FISHER SCIENTIFIC INC | $308,356 | – | 591 | – | 0.02% | – |
| CMCSA | New | COMCAST CORP NEWcl a | $308,551 | – | 7,426 | – | 0.02% | – |
| ETN | New | EATON CORP PLC | $311,503 | – | 1,549 | – | 0.02% | – |
| WFC | New | WELLS FARGO CO NEW | $302,943 | – | 7,098 | – | 0.02% | – |
| SLB | New | SCHLUMBERGER LTD | $297,471 | – | 6,056 | – | 0.02% | – |
| ADBE | New | ADOBE SYSTEMS INCORPORATED | $301,219 | – | 616 | – | 0.02% | – |
| DHI | New | D R HORTON INC | $293,639 | – | 2,413 | – | 0.02% | – |
| BA | New | BOEING CO | $278,521 | – | 1,319 | – | 0.02% | – |
| New | PACIRA BIOSCIENCES INCnote 0.750% 8/0 | $290,450 | – | 314,000 | – | 0.02% | – | |
| HON | New | HONEYWELL INTL INC | $270,168 | – | 1,302 | – | 0.02% | – |
| FWONK | New | LIBERTY MEDIA CORP DEL | $270,782 | – | 3,597 | – | 0.02% | – |
| CAT | New | CATERPILLAR INC | $252,447 | – | 1,026 | – | 0.02% | – |
| DIS | New | DISNEY WALT CO | $255,877 | – | 2,866 | – | 0.02% | – |
| NEEPRQ | New | NEXTERA ENERGY INCunit 09/01/2023 | $251,474 | – | 5,150 | – | 0.02% | – |
| ACN | New | ACCENTURE PLC IRELAND | $256,431 | – | 831 | – | 0.02% | – |
| VZ | New | VERIZON COMMUNICATIONS INC | $245,119 | – | 6,591 | – | 0.02% | – |
| New | SAREPTA THERAPEUTICS INCdbcv 1.500%11/1 | $237,703 | – | 141,000 | – | 0.02% | – | |
| TPX | New | TEMPUR SEALY INTL INC | $223,110 | – | 5,568 | – | 0.02% | – |
| WMT | New | WALMART INC | $233,256 | – | 1,484 | – | 0.02% | – |
| LMT | New | LOCKHEED MARTIN CORP | $222,823 | – | 484 | – | 0.02% | – |
| KKR | New | KKR & CO INC | $213,416 | – | 3,811 | – | 0.02% | – |
| LLY | New | LILLY ELI & CO | $214,325 | – | 457 | – | 0.02% | – |
| PH | New | PARKER-HANNIFIN CORP | $219,981 | – | 564 | – | 0.02% | – |
| NOW | New | SERVICENOW INC | $210,738 | – | 375 | – | 0.02% | – |
| MDT | New | MEDTRONIC PLC | $207,564 | – | 2,356 | – | 0.02% | – |
| NKE | New | NIKE INCcl b | $205,067 | – | 1,858 | – | 0.01% | – |
| INTC | New | INTEL CORP | $202,979 | – | 6,070 | – | 0.01% | – |
| RIG | New | TRANSOCEAN LTD | $101,981 | – | 14,548 | – | 0.01% | – |
| New | NICE LTDnote 9/1 | $33,908 | – | 35,000 | – | 0.00% | – |
Q4 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| Exit | NICE LTDnote 9/1 | $0 | – | -35,000 | – | -0.00% | – | |
| SKIN | Exit | THE BEAUTY HEALTH COMPANY | $0 | – | -12,330 | – | -0.01% | – |
| CLF | Exit | CLEVELAND-CLIFFS INC NEW | $0 | – | -11,984 | – | -0.01% | – |
| CMI | Exit | CUMMINS INC | $0 | – | -972 | – | -0.01% | – |
| MSI | Exit | MOTOROLA SOLUTIONS INC | $0 | – | -889 | – | -0.01% | – |
| PRU | Exit | PRUDENTIAL FINL INC | $0 | – | -2,504 | – | -0.01% | – |
| BA | Exit | BOEING CO | $0 | – | -1,692 | – | -0.01% | – |
| INTU | Exit | INTUIT | $0 | – | -518 | – | -0.01% | – |
| UPS | Exit | UNITED PARCEL SERVICE INCcl b | $0 | – | -1,319 | – | -0.01% | – |
| ADP | Exit | AUTOMATIC DATA PROCESSING IN | $0 | – | -899 | – | -0.01% | – |
| KEY | Exit | KEYCORP | $0 | – | -13,219 | – | -0.01% | – |
| NOW | Exit | SERVICENOW INC | $0 | – | -551 | – | -0.01% | – |
| Exit | DEXCOM INCnote 0.750%12/0 | $0 | – | -111,000 | – | -0.02% | – | |
| LIN | Exit | LINDE PLC | $0 | – | -826 | – | -0.02% | – |
| WMB | Exit | WILLIAMS COS INC | $0 | – | -7,856 | – | -0.02% | – |
| INTC | Exit | INTEL CORP | $0 | – | -8,964 | – | -0.02% | – |
| MS | Exit | MORGAN STANLEY | $0 | – | -2,849 | – | -0.02% | – |
| NKE | Exit | NIKE INCcl b | $0 | – | -2,665 | – | -0.02% | – |
| AIG | Exit | AMERICAN INTL GROUP INC | $0 | – | -4,633 | – | -0.02% | – |
| NOC | Exit | NORTHROP GRUMMAN CORP | $0 | – | -470 | – | -0.02% | – |
| DHI | Exit | D R HORTON INC | $0 | – | -3,260 | – | -0.02% | – |
| ADBE | Exit | ADOBE SYSTEMS INCORPORATED | $0 | – | -883 | – | -0.02% | – |
| VLO | Exit | VALERO ENERGY CORP | $0 | – | -2,269 | – | -0.02% | – |
| DE | Exit | DEERE & CO | $0 | – | -728 | – | -0.02% | – |
| LOW | Exit | LOWES COS INC | $0 | – | -1,248 | – | -0.02% | – |
| PKI | Exit | PERKINELMER INC | $0 | – | -2,133 | – | -0.02% | – |
| EQT | Exit | EQT CORP | $0 | – | -6,255 | – | -0.02% | – |
| LMT | Exit | LOCKHEED MARTIN CORP | $0 | – | -653 | – | -0.02% | – |
| MDT | Exit | MEDTRONIC PLC | $0 | – | -3,192 | – | -0.02% | – |
| CAT | Exit | CATERPILLAR INC | $0 | – | -1,601 | – | -0.02% | – |
| CVS | Exit | CVS HEALTH CORP | $0 | – | -2,820 | – | -0.02% | – |
| AMAT | Exit | APPLIED MATLS INC | $0 | – | -3,310 | – | -0.02% | – |
| Exit | SSR MNG INCnote 2.500% 4/0 | $0 | – | -265,000 | – | -0.02% | – | |
| BMY | Exit | BRISTOL-MYERS SQUIBB CO | $0 | – | -3,970 | – | -0.02% | – |
| ETN | Exit | EATON CORP PLC | $0 | – | -2,173 | – | -0.02% | – |
| ACN | Exit | ACCENTURE PLC IRELAND | $0 | – | -1,143 | – | -0.02% | – |
| FWONK | Exit | LIBERTY MEDIA CORP DEL | $0 | – | -5,200 | – | -0.02% | – |
| WMT | Exit | WALMART INC | $0 | – | -2,349 | – | -0.02% | – |
| HON | Exit | HONEYWELL INTL INC | $0 | – | -1,768 | – | -0.02% | – |
| CMCSA | Exit | COMCAST CORP NEWcl a | $0 | – | -10,642 | – | -0.02% | – |
| ORLY | Exit | OREILLY AUTOMOTIVE INC | $0 | – | -444 | – | -0.02% | – |
| LNG | Exit | CHENIERE ENERGY INC | $0 | – | -1,958 | – | -0.02% | – |
| SLB | Exit | SCHLUMBERGER LTD | $0 | – | -9,196 | – | -0.02% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -5,290 | – | -0.02% | – |
| Exit | FTI CONSULTING INCnote 2.000% 8/1 | $0 | – | -210,000 | – | -0.02% | – | |
| CRM | Exit | SALESFORCE INC | $0 | – | -2,349 | – | -0.02% | – |
| Exit | ETSY INCnote 0.125%10/0 | $0 | – | -291,000 | – | -0.03% | – | |
| ICE | Exit | INTERCONTINENTAL EXCHANGE IN | $0 | – | -4,307 | – | -0.03% | – |
| DIS | Exit | DISNEY WALT CO | $0 | – | -4,121 | – | -0.03% | – |
| Exit | SAREPTA THERAPEUTICS INCdbcv 1.500%11/1 | $0 | – | -235,000 | – | -0.03% | – | |
| Exit | CUTERA INCnote 2.250% 3/1 | $0 | – | -247,000 | – | -0.03% | – | |
| AGG | Exit | ISHARES TRcore us aggbd et | $0 | – | -4,156 | – | -0.03% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -11,068 | – | -0.03% | – |
| WFC | Exit | WELLS FARGO CO NEW | $0 | – | -10,312 | – | -0.03% | – |
| AVGO | Exit | BROADCOM INC | $0 | – | -932 | – | -0.03% | – |
| LPLA | Exit | LPL FINL HLDGS INC | $0 | – | -1,889 | – | -0.03% | – |
| CSCO | Exit | CISCO SYS INC | $0 | – | -11,006 | – | -0.03% | – |
| MA | Exit | MASTERCARD INCORPORATEDcl a | $0 | – | -1,511 | – | -0.03% | – |
| Exit | VIAVI SOLUTIONS INCnote 1.000% 3/0 | $0 | – | -385,000 | – | -0.03% | – | |
| SHY | Exit | ISHARES TR1 3 yr treas bd | $0 | – | -5,356 | – | -0.03% | – |
| TMO | Exit | THERMO FISHER SCIENTIFIC INC | $0 | – | -874 | – | -0.03% | – |
| AMGN | Exit | AMGEN INC | $0 | – | -1,996 | – | -0.03% | – |
| Exit | WISDOMTREE INVTS INCnote 3.250% 6/1 | $0 | – | -500,000 | – | -0.03% | – | |
| Exit | SNAP INCnote 0.750% 8/0 | $0 | – | -522,000 | – | -0.03% | – | |
| MDIV | Exit | FIRST TR EXCHANGE-TRADED FDmulti asset di | $0 | – | -31,823 | – | -0.03% | – |
| ABBV | Exit | ABBVIE INC | $0 | – | -3,507 | – | -0.03% | – |
| MCD | Exit | MCDONALDS CORP | $0 | – | -2,094 | – | -0.03% | – |
| ABT | Exit | ABBOTT LABS | $0 | – | -5,041 | – | -0.03% | – |
| HD | Exit | HOME DEPOT INC | $0 | – | -1,833 | – | -0.03% | – |
| FLOT | Exit | ISHARES TRfltg rate nt etf | $0 | – | -10,279 | – | -0.04% | – |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -3,591 | – | -0.04% | – |
| Exit | WOLFSPEED INCnote 1.750% 5/0 | $0 | – | -232,000 | – | -0.04% | – | |
| UNP | Exit | UNION PAC CORP | $0 | – | -2,727 | – | -0.04% | – |
| KO | Exit | COCA COLA CO | $0 | – | -9,841 | – | -0.04% | – |
| IWD | Exit | ISHARES TRrus 1000 val etf | $0 | – | -4,077 | – | -0.04% | – |
| PEP | Exit | PEPSICO INC | $0 | – | -3,355 | – | -0.04% | – |
| DHR | Exit | DANAHER CORPORATION | $0 | – | -2,138 | – | -0.04% | – |
| MRK | Exit | MERCK & CO INC | $0 | – | -6,319 | – | -0.04% | – |
| COST | Exit | COSTCO WHSL CORP NEW | $0 | – | -1,278 | – | -0.04% | – |
| NVDA | Exit | NVIDIA CORPORATION | $0 | – | -5,014 | – | -0.04% | – |
| V | Exit | VISA INC | $0 | – | -3,491 | – | -0.04% | – |
| FB | Exit | META PLATFORMS INCcl a | $0 | – | -4,581 | – | -0.04% | – |
| L | Exit | LOEWS CORP | $0 | – | -13,232 | – | -0.04% | – |
| BAC | Exit | BK OF AMERICA CORP | $0 | – | -23,164 | – | -0.05% | – |
| IYR | Exit | ISHARES TRu.s. real es etf | $0 | – | -9,371 | – | -0.05% | – |
| Exit | PALO ALTO NETWORKS INCnote 0.375% 6/0 | $0 | – | -455,000 | – | -0.05% | – | |
| TSLA | Exit | TESLA INC | $0 | – | -3,016 | – | -0.05% | – |
| PFE | Exit | PFIZER INC | $0 | – | -18,413 | – | -0.05% | – |
| PG | Exit | PROCTER AND GAMBLE CO | $0 | – | -6,679 | – | -0.06% | – |
| Exit | PINDUODUO INCnote 12/0 | $0 | – | -1,000,000 | – | -0.06% | – | |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -5,823 | – | -0.06% | – |
| KMB | Exit | KIMBERLY-CLARK CORP | $0 | – | -8,685 | – | -0.07% | – |
| Exit | REDWOOD TRUST INCnote 4.750% 8/1 | $0 | – | -1,000,000 | – | -0.07% | – | |
| Exit | HELIX ENERGY SOLUTIONS GRP Inote 4.125% 9/1 | $0 | – | -1,000,000 | – | -0.07% | – | |
| Exit | AKAMAI TECHNOLOGIES INCnote 0.125% 5/0 | $0 | – | -1,005,000 | – | -0.07% | – | |
| BRKB | Exit | BERKSHIRE HATHAWAY INC DELcl b new | $0 | – | -3,972 | – | -0.07% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -10,453 | – | -0.07% | – |
| UNH | Exit | UNITEDHEALTH GROUP INC | $0 | – | -2,215 | – | -0.08% | – |
| Exit | LIVE NATION ENTERTAINMENT INnote 2.500% 3/1 | $0 | – | -1,028,000 | – | -0.08% | – | |
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| Exit | SPOTIFY USA INCnote 3/1 | $0 | – | -1,595,000 | – | -0.08% | – | |
| Exit | COUPA SOFTWARE INCnote 0.375% 6/1 | $0 | – | -1,640,000 | – | -0.08% | – | |
| AQNU | Exit | ALGONQUIN PWR UTILS CORPunit 06/15/2024 | $0 | – | -35,000 | – | -0.09% | – |
| Exit | SPIRIT AIRLS INCnote 1.000% 5/1 | $0 | – | -1,650,000 | – | -0.09% | – | |
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| Exit | SFL CORPORATION LTDnote 4.875% 5/0 | $0 | – | -1,500,000 | – | -0.10% | – | |
| Exit | KKR REAL ESTATE FIN TR INCnote 6.125% 5/1 | $0 | – | -1,500,000 | – | -0.10% | – | |
| Exit | HELIX ENERGY SOLUTIONS GRP Inote 6.750% 2/1 | $0 | – | -1,500,000 | – | -0.10% | – | |
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| Exit | RBC BEARINGS INC5% cnv pfd sr a | $0 | – | -15,750 | – | -0.11% | – | |
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| XLE | Exit | SELECT SECTOR SPDR TRenergy | $0 | – | -24,674 | – | -0.12% | – |
| Exit | HERBALIFE NUTRITION LTDnote 2.625% 3/1 | $0 | – | -2,000,000 | – | -0.12% | – | |
| NEEPRQ | Exit | NEXTERA ENERGY INCunit 09/01/2023 | $0 | – | -37,780 | – | -0.12% | – |
| AMZN | Exit | AMAZON COM INC | $0 | – | -16,714 | – | -0.13% | – |
| Exit | ETSY INCnote 0.250% 6/1 | $0 | – | -2,500,000 | – | -0.13% | – | |
| Exit | I3 VERTICALS LLCnote 1.000% 2/1 | $0 | – | -2,250,000 | – | -0.13% | – | |
| Exit | LIGAND PHARMACEUTICALS INCnote 0.750% 5/1 | $0 | – | -2,000,000 | – | -0.13% | – | |
| Exit | NEW RELIC INCnote 0.500% 5/0 | $0 | – | -2,000,000 | – | -0.13% | – | |
| Exit | DIGITALBRIDGE GROUP INCnote 5.000% 4/1 | $0 | – | -2,000,000 | – | -0.13% | – | |
| Exit | WISDOMTREE INVTS INCnote 4.250% 6/1 | $0 | – | -2,000,000 | – | -0.14% | – | |
| NYCBPRU | Exit | NEW YORK CMNTY CAP TR Vunit 05/07/2051 | $0 | – | -47,157 | – | -0.14% | – |
| Exit | SNAP INCnote 5/0 | $0 | – | -3,000,000 | – | -0.14% | – | |
| Exit | WINNEBAGO INDS INCnote 1.500% 4/0 | $0 | – | -2,000,000 | – | -0.14% | – | |
| GOOGL | Exit | ALPHABET INCcap stk cl a | $0 | – | -22,452 | – | -0.14% | – |
| Exit | HOPE BANCORP INCnote 2.000% 5/1 | $0 | – | -2,255,000 | – | -0.14% | – | |
| RCA | Exit | READY CAPITAL CORP7% cn sr nt 2023 | $0 | – | -86,500 | – | -0.14% | – |
| Exit | PENNYMAC CORPnote 5.500% 3/1 | $0 | – | -2,750,000 | – | -0.15% | – | |
| Exit | CERIDIAN HCM HLDG INCnote 0.250% 3/1 | $0 | – | -3,000,000 | – | -0.16% | – | |
| Exit | SUNNOVA ENERGY INTL INC.note 0.250%12/0 | $0 | – | -2,901,000 | – | -0.16% | – | |
| Exit | BLACKLINE INCnote 3/1 | $0 | – | -3,000,000 | – | -0.16% | – | |
| Exit | PRA GROUP INCnote 3.500% 6/0 | $0 | – | -2,500,000 | – | -0.16% | – | |
| Exit | BENTLEY SYS INCnote 0.375% 7/0 | $0 | – | -3,250,000 | – | -0.16% | – | |
| Exit | CHEFS WHSE INCnote 1.875%12/0 | $0 | – | -2,522,000 | – | -0.17% | – | |
| IBB | Exit | ISHARES TRishares biotech | $0 | – | -21,577 | – | -0.17% | – |
| Exit | 8X8 INC NEWnote 0.500% 2/0 | $0 | – | -3,000,000 | – | -0.17% | – | |
| Exit | DISH NETWORK CORPORATIONnote 3.375% 8/1 | $0 | – | -3,750,000 | – | -0.17% | – | |
| Exit | UPSTART HLDGS INCnote 0.250% 8/1 | $0 | – | -4,750,000 | – | -0.18% | – | |
| Exit | ZILLOW GROUP INCnote 2.750% 5/1 | $0 | – | -2,924,000 | – | -0.18% | – | |
| Exit | LIVEPERSON INCnote 12/1 | $0 | – | -4,000,000 | – | -0.18% | – | |
| Exit | INFINERA CORPnote 2.125% 9/0 | $0 | – | -3,000,000 | – | -0.18% | – | |
| Exit | REALOGY GRP LLC/REALOGY COnote 0.250% 6/1 | $0 | – | -4,000,000 | – | -0.19% | – | |
| Exit | SPLUNK INCnote 1.125% 6/1 | $0 | – | -3,560,000 | – | -0.19% | – | |
| Exit | JAZZ INVESTMENTS I LTDnote 1.500% 8/1 | $0 | – | -3,000,000 | – | -0.19% | – | |
| IYW | Exit | ISHARES TRu.s. tech etf | $0 | – | -38,699 | – | -0.19% | – |
| Exit | REDWOOD TRUST INCnote 5.625% 7/1 | $0 | – | -3,194,000 | – | -0.19% | – | |
| Exit | CHEESECAKE FACTORY INCnote 0.375% 6/1 | $0 | – | -3,750,000 | – | -0.20% | – | |
| Exit | BIGCOMMERCE HLDGS INCnote 0.250%10/0 | $0 | – | -4,000,000 | – | -0.20% | – | |
| Exit | RWT HLDGS INCnote 5.750%10/0 | $0 | – | -3,500,000 | – | -0.20% | – | |
| Exit | PROGRESS SOFTWARE CORPnote 1.000% 4/1 | $0 | – | -3,250,000 | – | -0.20% | – | |
| Exit | CABLE ONE INCnote 1.125% 3/1 | $0 | – | -4,250,000 | – | -0.20% | – | |
| KKRPRC | Exit | KKR & CO INC6% mconv pfd c | $0 | – | -60,282 | – | -0.22% | – |
| BACPRL | Exit | BK OF AMERICA CORP7.25%cnv pfd l | $0 | – | -2,790 | – | -0.22% | – |
| Exit | EXACT SCIENCES CORPnote 0.375% 3/1 | $0 | – | -4,750,000 | – | -0.22% | – | |
| Exit | INNOVIVA INCnote 2.125% 1/1 | $0 | – | -3,410,000 | – | -0.22% | – | |
| AAPL | Exit | APPLE INC | $0 | – | -25,218 | – | -0.23% | – |
| Exit | STRIDE INCnote 1.125% 9/0 | $0 | – | -3,500,000 | – | -0.24% | – | |
| Exit | LENDINGTREE INCnote 0.500% 7/1 | $0 | – | -5,000,000 | – | -0.24% | – | |
| Exit | UPWORK INCnote 0.250% 8/1 | $0 | – | -5,000,000 | – | -0.24% | – | |
| Exit | PERMIAN RESOURCES CORPnote 3.250% 4/0 | $0 | – | -2,750,000 | – | -0.25% | – | |
| IEMG | Exit | ISHARES INCcore msci emkt | $0 | – | -85,957 | – | -0.25% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -15,868 | – | -0.25% | – |
| Exit | NRG ENERGY INCdbcv 2.750% 6/0 | $0 | – | -3,500,000 | – | -0.25% | – | |
| Exit | TWO HARBORS INVENTMENT CORPOnote 6.250% 1/1 | $0 | – | -4,500,000 | – | -0.25% | – | |
| Exit | CHEGG INCnote 9/0 | $0 | – | -5,000,000 | – | -0.25% | – | |
| Exit | NCL CORP LTDnote 5.375% 8/0 | $0 | – | -3,941,000 | – | -0.26% | – | |
| Exit | MAGNITE INCnote 0.250% 3/1 | $0 | – | -5,500,000 | – | -0.27% | – | |
| Exit | SILICON LABORATORIES INCnote 0.625% 6/1 | $0 | – | -3,453,000 | – | -0.27% | – | |
| Exit | LI AUTO INCnote 0.250% 5/0 | $0 | – | -4,047,000 | – | -0.28% | – | |
| FTSL | Exit | FIRST TR EXCHANGE-TRADED FDsenior ln fd | $0 | – | -94,963 | – | -0.28% | – |
| Exit | GRANITE PT MTG TR INCnote 6.375%10/0 | $0 | – | -4,316,000 | – | -0.28% | – | |
| FPE | Exit | FIRST TR EXCH TRADED FD IIIpfd secs inc etf | $0 | – | -254,970 | – | -0.29% | – |
| Exit | DATADOG INCnote 0.125% 6/1 | $0 | – | -3,613,000 | – | -0.29% | – | |
| Exit | ENVISTA HOLDINGS CORPORATIONnote 2.375% 6/0 | $0 | – | -2,614,000 | – | -0.29% | – | |
| Exit | SEA LTDnote 2.375%12/0 | $0 | – | -4,320,000 | – | -0.29% | – | |
| TBF | Exit | PROSHARES TRshrt 20+yr tre | $0 | – | -200,000 | – | -0.30% | – |
| VCSH | Exit | VANGUARD SCOTTSDALE FDSshrt trm corp bd | $0 | – | -61,288 | – | -0.31% | – |
| Exit | ALTERYX INCnote 1.000% 8/0 | $0 | – | -5,669,000 | – | -0.31% | – | |
| Exit | MONGODB INCnote 0.250% 1/1 | $0 | – | -3,957,000 | – | -0.31% | – | |
| Exit | ATI INCnote 3.500% 6/1 | $0 | – | -2,591,000 | – | -0.32% | – | |
| Exit | HANNON ARMSTRONG SUST INFR Cnote 8/1 | $0 | – | -5,029,000 | – | -0.32% | – | |
| Exit | IRONWOOD PHARMACEUTICALS INCnote 1.500% 6/1 | $0 | – | -4,671,000 | – | -0.32% | – | |
| Exit | PURE STORAGE INCnote 0.125% 4/1 | $0 | – | -4,228,000 | – | -0.32% | – | |
| Exit | NEUROCRINE BIOSCIENCES INCnote 2.250% 5/1 | $0 | – | -3,423,000 | – | -0.32% | – | |
| Exit | ROYAL CARIBBEAN GROUPnote 4.250% 6/1 | $0 | – | -4,963,000 | – | -0.32% | – | |
| Exit | JOHN BEAN TECHNOLOGIES CORPnote 0.250% 5/1 | $0 | – | -5,932,000 | – | -0.33% | – | |
| Exit | HALOZYME THERAPEUTICS INCnote 0.250% 3/0 | $0 | – | -5,833,000 | – | -0.33% | – | |
| Exit | MARRIOTT VACATIONS WORLDWIDEnote 1/1 | $0 | – | -5,366,000 | – | -0.33% | – | |
| Exit | LIVENT CORPnote 4.125% 7/1 | $0 | – | -1,421,000 | – | -0.34% | – | |
| Exit | TOPGOLF CALLAWAY BRANDS CORPnote 2.750% 5/0 | $0 | – | -4,105,000 | – | -0.36% | – | |
| Exit | PROSPECT CAP CORPnote 6.375% 3/0 | $0 | – | -5,607,000 | – | -0.37% | – | |
| Exit | PENNYMAC CORPnote 5.500%11/0 | $0 | – | -6,000,000 | – | -0.38% | – | |
| Exit | VISHAY INTERTECHNOLOGY INCnote 2.250% 6/1 | $0 | – | -6,243,000 | – | -0.39% | – | |
| Exit | ITRON INCnote 3/1 | $0 | – | -7,454,000 | – | -0.39% | – | |
| Exit | WESTERN DIGITAL CORP.note 1.500% 2/0 | $0 | – | -6,172,000 | – | -0.39% | – | |
| Exit | BURLINGTON STORES INCnote 2.250% 4/1 | $0 | – | -6,373,000 | – | -0.41% | – | |
| Exit | APOLLO COML REAL ESTATE FINnote 5.375%10/1 | $0 | – | -6,250,000 | – | -0.41% | – | |
| Exit | PTC THERAPEUTICS INCnote 1.500% 9/1 | $0 | – | -5,228,000 | – | -0.41% | – | |
| Exit | H WORLD GROUP LTDnote 3.000% 5/0 | $0 | – | -5,750,000 | – | -0.42% | – | |
| Exit | TRAVERE THERAPEUTICS INCnote 2.250% 3/0 | $0 | – | -6,341,000 | – | -0.43% | – | |
| Exit | MFA FINL INCnote 6.250% 6/1 | $0 | – | -7,500,000 | – | -0.43% | – | |
| Exit | LYFT INCnote 1.500% 5/1 | $0 | – | -7,670,000 | – | -0.44% | – | |
| Exit | IONIS PHARMACEUTICALS INCnote 4/0 | $0 | – | -6,945,000 | – | -0.46% | – | |
| Exit | BLOOM ENERGY CORPnote 2.500% 8/1 | $0 | – | -4,952,000 | – | -0.46% | – | |
| Exit | COHERUS BIOSCIENCES INCnote 1.500% 4/1 | $0 | – | -8,939,000 | – | -0.47% | – | |
| Exit | BENTLEY SYS INCnote 0.125% 1/1 | $0 | – | -8,522,000 | – | -0.48% | – | |
| Exit | BOX INCnote 1/1 | $0 | – | -6,490,000 | – | -0.48% | – | |
| Exit | DICKS SPORTING GOODS INCnote 3.250% 4/1 | $0 | – | -2,206,000 | – | -0.48% | – | |
| Exit | LIBERTY MEDIA CORP DELnote 1.375%10/1 | $0 | – | -6,161,000 | – | -0.50% | – | |
| Exit | VAIL RESORTS INCnote 1/0 | $0 | – | -8,590,000 | – | -0.50% | – | |
| Exit | DROPBOX INCnote 3/0 | $0 | – | -8,857,000 | – | -0.50% | – | |
| DTP | Exit | DTE ENERGY COunit 11/01/2022 | $0 | – | -152,360 | – | -0.51% | – |
| BDXB | Exit | BECTON DICKINSON & CO6% dp conv pfd b | $0 | – | -163,725 | – | -0.51% | – |
| Exit | TWITTER INCnote 0.250% 6/1 | $0 | – | -7,535,000 | – | -0.51% | – | |
| Exit | LIVE NATION ENTERTAINMENT INnote 2.000% 2/1 | $0 | – | -7,746,000 | – | -0.51% | – | |
| BSXPRA | Exit | BOSTON SCIENTIFIC CORP5.50% cnv pfd a | $0 | – | -75,780 | – | -0.52% | – |
| Exit | AIR TRANS SVCS GROUP INCnote 1.125%10/1 | $0 | – | -7,771,000 | – | -0.52% | – | |
| Exit | TYLER TEX INDPT SCH DISTnote 0.250% 3/1 | $0 | – | -8,246,000 | – | -0.52% | – | |
| Exit | PARSONS CORP DELnote 0.250% 8/1 | $0 | – | -7,586,000 | – | -0.52% | – | |
| Exit | INSMED INCnote 0.750% 6/0 | $0 | – | -8,749,000 | – | -0.53% | – | |
| Exit | SHIFT4 PMTS INCnote 12/1 | $0 | – | -9,108,000 | – | -0.54% | – | |
| Exit | GREENBRIER COS INCnote 2.875% 4/1 | $0 | – | -10,298,000 | – | -0.55% | – | |
| Exit | FIVE9 INCnote 0.500% 6/0 | $0 | – | -9,131,000 | – | -0.56% | – | |
| CWB | Exit | SPDR SER TRbbg conv sec etf | $0 | – | -131,686 | – | -0.56% | – |
| Exit | MAKEMYTRIP LIMITED MAURITIUSnote 2/1 | $0 | – | -8,057,000 | – | -0.56% | – | |
| PCGU | Exit | PG&E CORPunit 08/16/2023 | $0 | – | -75,310 | – | -0.58% | – |
| Exit | PACIRA BIOSCIENCES INCnote 0.750% 8/0 | $0 | – | -8,859,000 | – | -0.58% | – | |
| Exit | BILL COM HLDGS INCnote 12/0 | $0 | – | -8,204,000 | – | -0.60% | – | |
| Exit | HAEMONETICS CORP MASSnote 3/0 | $0 | – | -11,327,000 | – | -0.60% | – | |
| LMBS | Exit | FIRST TR EXCHANGE-TRADED FDfst low oppt eft | $0 | – | -193,009 | – | -0.61% | – |
| Exit | CYBERARK SOFTWARE LTDnote 11/1 | $0 | – | -8,046,000 | – | -0.62% | – | |
| Exit | ENVESTNET INCnote 0.750% 8/1 | $0 | – | -10,972,000 | – | -0.62% | – | |
| Exit | GREEN PLAINS INCnote 2.250% 3/1 | $0 | – | -8,125,000 | – | -0.62% | – | |
| Exit | COUPA SOFTWARE INCnote 0.125% 6/1 | $0 | – | -11,348,000 | – | -0.64% | – | |
| Exit | EURONET WORLDWIDE INCnote 0.750% 3/1 | $0 | – | -10,651,000 | – | -0.64% | – | |
| Exit | ZSCALER INCnote 0.125% 7/0 | $0 | – | -7,546,000 | – | -0.64% | – | |
| Exit | SUMMIT HOTEL PPTYSnote 1.500% 2/1 | $0 | – | -11,594,000 | – | -0.64% | – | |
| Exit | MACOM TECH SOLUTIONS HLDGS Inote 0.250% 3/1 | $0 | – | -11,004,000 | – | -0.68% | – | |
| AEPPZ | Exit | AMERICAN ELEC PWR CO INCunit 08/15/2023 | $0 | – | -204,190 | – | -0.68% | – |
| NIMC | Exit | NISOURCE INCunit 12/01/2023 | $0 | – | -103,475 | – | -0.70% | – |
| Exit | AIRBNB INCnote 3/1 | $0 | – | -12,867,000 | – | -0.72% | – | |
| Exit | REVANCE THERAPEUTICS INCnote 1.750% 2/1 | $0 | – | -9,910,000 | – | -0.72% | – | |
| Exit | INSULET CORPnote 0.375% 9/0 | $0 | – | -9,345,000 | – | -0.74% | – | |
| Exit | PEBBLEBROOK HOTEL TRnote 1.750%12/1 | $0 | – | -13,345,000 | – | -0.76% | – | |
| Exit | VERINT SYSTEMS INCnote 0.250% 4/1 | $0 | – | -13,906,000 | – | -0.78% | – | |
| Exit | ARES CAPITAL CORPnote 4.625% 3/0 | $0 | – | -11,599,000 | – | -0.80% | – | |
| Exit | RINGCENTRAL INCnote 3/0 | $0 | – | -14,080,000 | – | -0.80% | – | |
| Exit | ILLUMINA INCnote 8/1 | $0 | – | -12,551,000 | – | -0.80% | – | |
| Exit | BLOCK INCnote 0.125% 3/0 | $0 | – | -13,641,000 | – | -0.83% | – | |
| Exit | OKTA INCnote 0.125% 9/0 | $0 | – | -15,166,000 | – | -0.85% | – | |
| Exit | EQT CORPnote 1.750% 5/0 | $0 | – | -4,798,000 | – | -0.89% | – | |
| DHRPRB | Exit | DANAHER CORPORATION5% conv pfd b | $0 | – | -9,887 | – | -0.89% | – |
| Exit | LUMENTUM HLDGS INCnote 0.500%12/1 | $0 | – | -14,481,000 | – | -0.91% | – | |
| Exit | BIOMARIN PHARMACEUTICAL INCnote 0.599% 8/0 | $0 | – | -14,257,000 | – | -0.95% | – | |
| Exit | AKAMAI TECHNOLOGIES INCnote 0.375% 9/0 | $0 | – | -15,669,000 | – | -0.98% | – | |
| Exit | SAREPTA THERAPEUTICS INCdebt 1.250% 9/1 | $0 | – | -14,605,000 | – | -1.01% | – | |
| Exit | MICROCHIP TECHNOLOGY INC.note 0.125%11/1 | $0 | – | -14,885,000 | – | -1.01% | – | |
| VXUS | Exit | VANGUARD STAR FDSvg tl intl stk f | $0 | – | -332,359 | – | -1.02% | – |
| Exit | ON SEMICONDUCTOR CORPnote 5/0 | $0 | – | -11,581,000 | – | -1.02% | – | |
| Exit | UBER TECHNOLOGIES INCnote 12/1 | $0 | – | -18,835,000 | – | -1.05% | – | |
| Exit | FORD MTR CO DELnote 3/1 | $0 | – | -17,296,000 | – | -1.06% | – | |
| Exit | JAZZ INVESTMENTS I LTDnote 2.000% 6/1 | $0 | – | -16,701,000 | – | -1.20% | – | |
| Exit | CLOUDFLARE INCnote 8/1 | $0 | – | -23,685,000 | – | -1.24% | – | |
| Exit | SPLUNK INCnote 1.125% 9/1 | $0 | – | -21,951,000 | – | -1.30% | – | |
| IEF | Exit | ISHARES TR7-10 yr trsy bd | $0 | – | -205,890 | – | -1.33% | – |
| Exit | ETSY INCnote 0.125% 9/0 | $0 | – | -22,712,000 | – | -1.34% | – | |
| WFCPRL | Exit | WELLS FARGO CO NEWperp pfd cnv a | $0 | – | -18,425 | – | -1.48% | – |
| Exit | EXPEDIA GROUP INCnote 2/1 | $0 | – | -28,266,000 | – | -1.64% | – | |
| Exit | ELEVANCE HEALTH INCnote 2.750%10/1 | $0 | – | -4,143,000 | – | -1.80% | – | |
| Exit | ENPHASE ENERGY INCnote 3/0 | $0 | – | -23,551,000 | – | -1.88% | – | |
| NEEPRP | Exit | NEXTERA ENERGY INCunit 03/01/2023 | $0 | – | -601,470 | – | -2.00% | – |
| Exit | BOOKING HOLDINGS INCnote 0.750% 5/0 | $0 | – | -25,778,000 | – | -2.08% | – | |
| Exit | DEXCOM INCnote 0.250%11/1 | $0 | – | -34,177,000 | – | -2.11% | – | |
| Exit | PALO ALTO NETWORKS INCnote 0.750% 7/0 | $0 | – | -19,483,000 | – | -2.42% | – | |
| Exit | SOUTHWEST AIRLS COnote 1.250% 5/0 | $0 | – | -39,934,000 | – | -3.06% | – | |
| Exit | PIONEER NAT RES COnote 0.250% 5/1 | $0 | – | -22,631,000 | – | -3.29% | – | |
| IVV | Exit | ISHARES TRcore s&p500 etf | $0 | – | -199,236 | – | -4.80% | – |
Q3 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| IVV | Buy | ISHARES TRcore s&p500 etf | $71,458,000 | +16.3% | 199,236 | +23.0% | 4.80% | +24.3% |
| Sell | PIONEER NAT RES COnote 0.250% 5/1 | $49,017,000 | -20.8% | 22,631,000 | -20.9% | 3.29% | -15.4% | |
| Sell | SOUTHWEST AIRLS COnote 1.250% 5/0 | $45,580,000 | -15.7% | 39,934,000 | -13.1% | 3.06% | -10.0% | |
| Sell | PALO ALTO NETWORKS INCnote 0.750% 7/0 | $36,119,000 | -1.6% | 19,483,000 | -0.5% | 2.42% | +5.1% | |
| Sell | DEXCOM INCnote 0.250%11/1 | $31,482,000 | +0.3% | 34,177,000 | -0.4% | 2.11% | +7.1% | |
| Sell | BOOKING HOLDINGS INCnote 0.750% 5/0 | $30,961,000 | -0.1% | 25,778,000 | -0.2% | 2.08% | +6.8% | |
| NEEPRP | Buy | NEXTERA ENERGY INCunit 03/01/2023 | $29,817,000 | +6.6% | 601,470 | +6.4% | 2.00% | +13.9% |
| Sell | ENPHASE ENERGY INCnote 3/0 | $27,956,000 | +9.9% | 23,551,000 | -8.1% | 1.88% | +17.4% | |
| Sell | ELEVANCE HEALTH INCnote 2.750%10/1 | $26,779,000 | -6.9% | 4,143,000 | -1.2% | 1.80% | -0.6% | |
| Buy | EXPEDIA GROUP INCnote 2/1 | $24,450,000 | +3.0% | 28,266,000 | +7.5% | 1.64% | +10.1% | |
| WFCPRL | Buy | WELLS FARGO CO NEWperp pfd cnv a | $22,054,000 | +193.1% | 18,425 | +195.3% | 1.48% | +213.1% |
| Buy | ETSY INCnote 0.125% 9/0 | $19,954,000 | +24.6% | 22,712,000 | +9.7% | 1.34% | +33.1% | |
| IEF | Buy | ISHARES TR7-10 yr trsy bd | $19,764,000 | +12.3% | 205,890 | +19.7% | 1.33% | +20.0% |
| Buy | SPLUNK INCnote 1.125% 9/1 | $19,315,000 | +6.3% | 21,951,000 | +13.2% | 1.30% | +13.5% | |
| New | CLOUDFLARE INCnote 8/1 | $18,405,000 | – | 23,685,000 | – | 1.24% | – | |
| Buy | JAZZ INVESTMENTS I LTDnote 2.000% 6/1 | $17,870,000 | +14.3% | 16,701,000 | +25.3% | 1.20% | +22.1% | |
| Buy | FORD MTR CO DELnote 3/1 | $15,816,000 | +3.5% | 17,296,000 | +3.2% | 1.06% | +10.5% | |
| Buy | UBER TECHNOLOGIES INCnote 12/1 | $15,631,000 | +80.8% | 18,835,000 | +73.8% | 1.05% | +93.2% | |
| Sell | ON SEMICONDUCTOR CORPnote 5/0 | $15,272,000 | -14.0% | 11,581,000 | -24.9% | 1.02% | -8.2% | |
| VXUS | Sell | VANGUARD STAR FDSvg tl intl stk f | $15,211,000 | -12.3% | 332,359 | -1.1% | 1.02% | -6.3% |
| Buy | MICROCHIP TECHNOLOGY INC.note 0.125%11/1 | $15,070,000 | +12.2% | 14,885,000 | +10.3% | 1.01% | +19.8% | |
| New | SAREPTA THERAPEUTICS INCdebt 1.250% 9/1 | $15,038,000 | – | 14,605,000 | – | 1.01% | – | |
| Sell | AKAMAI TECHNOLOGIES INCnote 0.375% 9/0 | $14,583,000 | -8.9% | 15,669,000 | -2.7% | 0.98% | -2.7% | |
| Buy | BIOMARIN PHARMACEUTICAL INCnote 0.599% 8/0 | $14,128,000 | +20.1% | 14,257,000 | +20.0% | 0.95% | +28.4% | |
| Sell | LUMENTUM HLDGS INCnote 0.500%12/1 | $13,501,000 | -9.2% | 14,481,000 | -0.2% | 0.91% | -3.1% | |
| DHRPRB | Sell | DANAHER CORPORATION5% conv pfd b | $13,248,000 | +0.3% | 9,887 | -0.0% | 0.89% | +7.1% |
| Sell | EQT CORPnote 1.750% 5/0 | $13,223,000 | -11.2% | 4,798,000 | -24.1% | 0.89% | -5.1% | |
| Buy | OKTA INCnote 0.125% 9/0 | $12,663,000 | +29.6% | 15,166,000 | +37.5% | 0.85% | +38.4% | |
| Buy | BLOCK INCnote 0.125% 3/0 | $12,360,000 | +5.1% | 13,641,000 | +8.7% | 0.83% | +12.2% | |
| Buy | ILLUMINA INCnote 8/1 | $11,988,000 | +11.7% | 12,551,000 | +11.2% | 0.80% | +19.4% | |
| Sell | RINGCENTRAL INCnote 3/0 | $11,846,000 | +2.1% | 14,080,000 | -0.8% | 0.80% | +9.1% | |
| Sell | ARES CAPITAL CORPnote 4.625% 3/0 | $11,839,000 | -4.1% | 11,599,000 | -2.4% | 0.80% | +2.4% | |
| Sell | VERINT SYSTEMS INCnote 0.250% 4/1 | $11,573,000 | -12.5% | 13,906,000 | -4.1% | 0.78% | -6.6% | |
| Buy | PEBBLEBROOK HOTEL TRnote 1.750%12/1 | $11,382,000 | -0.3% | 13,345,000 | +4.1% | 0.76% | +6.6% | |
| Buy | INSULET CORPnote 0.375% 9/0 | $11,014,000 | +3.7% | 9,345,000 | +0.4% | 0.74% | +10.8% | |
| New | REVANCE THERAPEUTICS INCnote 1.750% 2/1 | $10,755,000 | – | 9,910,000 | – | 0.72% | – | |
| Sell | AIRBNB INCnote 3/1 | $10,653,000 | +0.2% | 12,867,000 | -0.2% | 0.72% | +6.9% | |
| NIMC | Sell | NISOURCE INCunit 12/01/2023 | $10,371,000 | -16.0% | 103,475 | -5.4% | 0.70% | -10.3% |
| AEPPZ | Sell | AMERICAN ELEC PWR CO INCunit 08/15/2023 | $10,086,000 | -14.0% | 204,190 | -6.2% | 0.68% | -8.1% |
| Buy | MACOM TECH SOLUTIONS HLDGS Inote 0.250% 3/1 | $10,076,000 | +672.1% | 11,004,000 | +633.6% | 0.68% | +724.4% | |
| Sell | ZSCALER INCnote 0.125% 7/0 | $9,609,000 | -16.3% | 7,546,000 | -20.5% | 0.64% | -10.7% | |
| Sell | SUMMIT HOTEL PPTYSnote 1.500% 2/1 | $9,613,000 | -19.3% | 11,594,000 | -17.7% | 0.64% | -13.9% | |
| Sell | EURONET WORLDWIDE INCnote 0.750% 3/1 | $9,572,000 | -36.5% | 10,651,000 | -28.6% | 0.64% | -32.2% | |
| Buy | COUPA SOFTWARE INCnote 0.125% 6/1 | $9,571,000 | +49.2% | 11,348,000 | +46.1% | 0.64% | +59.6% | |
| Buy | GREEN PLAINS INCnote 2.250% 3/1 | $9,291,000 | +2.2% | 8,125,000 | +0.3% | 0.62% | +9.1% | |
| Buy | ENVESTNET INCnote 0.750% 8/1 | $9,174,000 | +330.1% | 10,972,000 | +338.9% | 0.62% | +359.7% | |
| Buy | CYBERARK SOFTWARE LTDnote 11/1 | $9,155,000 | +82.7% | 8,046,000 | +69.6% | 0.62% | +95.2% | |
| LMBS | Buy | FIRST TR EXCHANGE-TRADED FDfst low oppt eft | $9,140,000 | +7.3% | 193,009 | +9.5% | 0.61% | +14.8% |
| Buy | HAEMONETICS CORP MASSnote 3/0 | $9,006,000 | +6.5% | 11,327,000 | +4.8% | 0.60% | +13.7% | |
| New | BILL COM HLDGS INCnote 12/0 | $9,001,000 | – | 8,204,000 | – | 0.60% | – | |
| Buy | PACIRA BIOSCIENCES INCnote 0.750% 8/0 | $8,694,000 | -4.8% | 8,859,000 | +0.3% | 0.58% | +1.7% | |
| PCGU | Sell | PG&E CORPunit 08/16/2023 | $8,635,000 | +15.6% | 75,310 | -3.3% | 0.58% | +23.4% |
| Buy | MAKEMYTRIP LIMITED MAURITIUSnote 2/1 | $8,394,000 | +6.2% | 8,057,000 | +0.2% | 0.56% | +13.5% | |
| CWB | Sell | SPDR SER TRbbg conv sec etf | $8,335,000 | -4.6% | 131,686 | -2.7% | 0.56% | +2.0% |
| Buy | FIVE9 INCnote 0.500% 6/0 | $8,281,000 | +63.5% | 9,131,000 | +75.9% | 0.56% | +74.8% | |
| Buy | GREENBRIER COS INCnote 2.875% 4/1 | $8,143,000 | -12.1% | 10,298,000 | +3.4% | 0.55% | -6.0% | |
| Buy | SHIFT4 PMTS INCnote 12/1 | $8,039,000 | +10.4% | 9,108,000 | +0.2% | 0.54% | +17.9% | |
| Sell | INSMED INCnote 0.750% 6/0 | $7,931,000 | -4.4% | 8,749,000 | -12.3% | 0.53% | +1.9% | |
| Buy | PARSONS CORP DELnote 0.250% 8/1 | $7,803,000 | -1.9% | 7,586,000 | +0.2% | 0.52% | +4.8% | |
| Buy | TYLER TEX INDPT SCH DISTnote 0.250% 3/1 | $7,793,000 | +18.2% | 8,246,000 | +17.3% | 0.52% | +26.3% | |
| Sell | AIR TRANS SVCS GROUP INCnote 1.125%10/1 | $7,754,000 | -10.3% | 7,771,000 | -3.0% | 0.52% | -4.1% | |
| BSXPRA | Sell | BOSTON SCIENTIFIC CORP5.50% cnv pfd a | $7,755,000 | -25.8% | 75,780 | -26.4% | 0.52% | -20.7% |
| Sell | LIVE NATION ENTERTAINMENT INnote 2.000% 2/1 | $7,662,000 | -25.4% | 7,746,000 | -21.6% | 0.51% | -20.4% | |
| BDXB | Sell | BECTON DICKINSON & CO6% dp conv pfd b | $7,640,000 | -32.4% | 163,725 | -28.1% | 0.51% | -27.7% |
| Buy | TWITTER INCnote 0.250% 6/1 | $7,643,000 | +3.7% | 7,535,000 | +0.3% | 0.51% | +10.8% | |
| DTP | Sell | DTE ENERGY COunit 11/01/2022 | $7,600,000 | -12.0% | 152,360 | -9.1% | 0.51% | -6.1% |
| Buy | DROPBOX INCnote 3/0 | $7,529,000 | -2.5% | 8,857,000 | +0.3% | 0.50% | +4.1% | |
| Buy | VAIL RESORTS INCnote 1/0 | $7,481,000 | +4.7% | 8,590,000 | +4.6% | 0.50% | +11.8% | |
| Buy | LIBERTY MEDIA CORP DELnote 1.375%10/1 | $7,378,000 | +2.6% | 6,161,000 | +0.3% | 0.50% | +9.5% | |
| Buy | DICKS SPORTING GOODS INCnote 3.250% 4/1 | $7,202,000 | +37.5% | 2,206,000 | +0.4% | 0.48% | +47.1% | |
| Buy | BOX INCnote 1/1 | $7,148,000 | +15.7% | 6,490,000 | +19.2% | 0.48% | +23.7% | |
| Buy | BENTLEY SYS INCnote 0.125% 1/1 | $7,115,000 | +1.6% | 8,522,000 | +4.8% | 0.48% | +8.6% | |
| Buy | COHERUS BIOSCIENCES INCnote 1.500% 4/1 | $6,982,000 | +328.1% | 8,939,000 | +257.6% | 0.47% | +355.3% | |
| Buy | BLOOM ENERGY CORPnote 2.500% 8/1 | $6,889,000 | +345.6% | 4,952,000 | +296.2% | 0.46% | +377.3% | |
| New | IONIS PHARMACEUTICALS INCnote 4/0 | $6,865,000 | – | 6,945,000 | – | 0.46% | – | |
| Sell | LYFT INCnote 1.500% 5/1 | $6,537,000 | -3.1% | 7,670,000 | -3.7% | 0.44% | +3.5% | |
| Buy | MFA FINL INCnote 6.250% 6/1 | $6,469,000 | +2.7% | 7,500,000 | +7.1% | 0.43% | +9.6% | |
| New | TRAVERE THERAPEUTICS INCnote 2.250% 3/0 | $6,449,000 | – | 6,341,000 | – | 0.43% | – | |
| Buy | H WORLD GROUP LTDnote 3.000% 5/0 | $6,257,000 | -7.5% | 5,750,000 | +0.4% | 0.42% | -1.2% | |
| New | PTC THERAPEUTICS INCnote 1.500% 9/1 | $6,128,000 | – | 5,228,000 | – | 0.41% | – | |
| Buy | APOLLO COML REAL ESTATE FINnote 5.375%10/1 | $6,083,000 | +25.2% | 6,250,000 | +25.0% | 0.41% | +33.3% | |
| Buy | BURLINGTON STORES INCnote 2.250% 4/1 | $6,056,000 | +36.2% | 6,373,000 | +41.4% | 0.41% | +45.4% | |
| Sell | WESTERN DIGITAL CORP.note 1.500% 2/0 | $5,846,000 | -3.0% | 6,172,000 | -2.7% | 0.39% | +3.4% | |
| New | ITRON INCnote 3/1 | $5,819,000 | – | 7,454,000 | – | 0.39% | – | |
| Sell | VISHAY INTERTECHNOLOGY INCnote 2.250% 6/1 | $5,803,000 | -2.7% | 6,243,000 | -0.9% | 0.39% | +4.0% | |
| Buy | PENNYMAC CORPnote 5.500%11/0 | $5,606,000 | +16.1% | 6,000,000 | +20.1% | 0.38% | +23.7% | |
| Sell | PROSPECT CAP CORPnote 6.375% 3/0 | $5,552,000 | -12.9% | 5,607,000 | -10.1% | 0.37% | -7.0% | |
| Buy | TOPGOLF CALLAWAY BRANDS CORPnote 2.750% 5/0 | $5,297,000 | +187.7% | 4,105,000 | +198.5% | 0.36% | +206.9% | |
| Buy | LIVENT CORPnote 4.125% 7/1 | $5,119,000 | +32.3% | 1,421,000 | +0.3% | 0.34% | +41.6% | |
| Buy | MARRIOTT VACATIONS WORLDWIDEnote 1/1 | $4,931,000 | +1.5% | 5,366,000 | +0.2% | 0.33% | +8.5% | |
| Sell | HALOZYME THERAPEUTICS INCnote 0.250% 3/0 | $4,936,000 | -59.1% | 5,833,000 | -57.4% | 0.33% | -56.4% | |
| Buy | JOHN BEAN TECHNOLOGIES CORPnote 0.250% 5/1 | $4,907,000 | -9.9% | 5,932,000 | +0.3% | 0.33% | -3.8% | |
| Sell | ROYAL CARIBBEAN GROUPnote 4.250% 6/1 | $4,826,000 | -62.8% | 4,963,000 | -63.5% | 0.32% | -60.3% | |
| New | NEUROCRINE BIOSCIENCES INCnote 2.250% 5/1 | $4,803,000 | – | 3,423,000 | – | 0.32% | – | |
| Buy | PURE STORAGE INCnote 0.125% 4/1 | $4,773,000 | +1.0% | 4,228,000 | +0.3% | 0.32% | +7.7% | |
| Buy | IRONWOOD PHARMACEUTICALS INCnote 1.500% 6/1 | $4,738,000 | -5.8% | 4,671,000 | +0.3% | 0.32% | +0.6% | |
| Buy | HANNON ARMSTRONG SUST INFR Cnote 8/1 | $4,727,000 | -3.9% | 5,029,000 | +0.2% | 0.32% | +2.6% | |
| Sell | MONGODB INCnote 0.250% 1/1 | $4,615,000 | -43.2% | 3,957,000 | -31.9% | 0.31% | -39.3% | |
| Buy | ALTERYX INCnote 1.000% 8/0 | $4,566,000 | +16.1% | 5,669,000 | +14.1% | 0.31% | +24.3% | |
| VCSH | Sell | VANGUARD SCOTTSDALE FDSshrt trm corp bd | $4,555,000 | -15.5% | 61,288 | -13.3% | 0.31% | -9.7% |
| TBF | Sell | PROSHARES TRshrt 20+yr tre | $4,461,000 | -47.4% | 200,000 | -52.7% | 0.30% | -43.7% |
| New | SEA LTDnote 2.375%12/0 | $4,314,000 | – | 4,320,000 | – | 0.29% | – | |
| Buy | ENVISTA HOLDINGS CORPORATIONnote 2.375% 6/0 | $4,299,000 | -13.6% | 2,614,000 | +0.3% | 0.29% | -7.7% | |
| Sell | DATADOG INCnote 0.125% 6/1 | $4,292,000 | -46.0% | 3,613,000 | -42.5% | 0.29% | -42.4% | |
| FPE | Sell | FIRST TR EXCH TRADED FD IIIpfd secs inc etf | $4,257,000 | -23.2% | 254,970 | -20.7% | 0.29% | -17.8% |
| FTSL | Sell | FIRST TR EXCHANGE-TRADED FDsenior ln fd | $4,187,000 | -13.7% | 94,963 | -13.7% | 0.28% | -7.9% |
| Buy | LI AUTO INCnote 0.250% 5/0 | $4,152,000 | -30.9% | 4,047,000 | +0.2% | 0.28% | -26.2% | |
| New | SILICON LABORATORIES INCnote 0.625% 6/1 | $4,088,000 | – | 3,453,000 | – | 0.27% | – | |
| Buy | MAGNITE INCnote 0.250% 3/1 | $4,022,000 | +21.2% | 5,500,000 | +22.2% | 0.27% | +29.2% | |
| New | NCL CORP LTDnote 5.375% 8/0 | $3,875,000 | – | 3,941,000 | – | 0.26% | – | |
| Buy | TWO HARBORS INVENTMENT CORPOnote 6.250% 1/1 | $3,763,000 | +5.3% | 4,500,000 | +12.5% | 0.25% | +12.4% | |
| Sell | CHEGG INCnote 9/0 | $3,770,000 | -9.0% | 5,000,000 | -11.5% | 0.25% | -2.7% | |
| Sell | NRG ENERGY INCdbcv 2.750% 6/0 | $3,725,000 | -18.3% | 3,500,000 | -17.6% | 0.25% | -12.9% | |
| IEMG | Sell | ISHARES INCcore msci emkt | $3,694,000 | -12.9% | 85,957 | -0.6% | 0.25% | -6.8% |
| MSFT | Buy | MICROSOFT CORP | $3,695,000 | -9.2% | 15,868 | +0.1% | 0.25% | -3.1% |
| Sell | PERMIAN RESOURCES CORPnote 3.250% 4/0 | $3,663,000 | -50.5% | 2,750,000 | -53.8% | 0.25% | -47.1% | |
| New | UPWORK INCnote 0.250% 8/1 | $3,656,000 | – | 5,000,000 | – | 0.24% | – | |
| Buy | LENDINGTREE INCnote 0.500% 7/1 | $3,564,000 | +17.5% | 5,000,000 | +11.1% | 0.24% | +25.1% | |
| Buy | STRIDE INCnote 1.125% 9/0 | $3,551,000 | +19.8% | 3,500,000 | +16.7% | 0.24% | +28.0% | |
| AAPL | Buy | APPLE INC | $3,485,000 | +1.4% | 25,218 | +0.3% | 0.23% | +8.3% |
| Sell | INNOVIVA INCnote 2.125% 1/1 | $3,350,000 | -13.1% | 3,410,000 | -12.8% | 0.22% | -7.0% | |
| Sell | EXACT SCIENCES CORPnote 0.375% 3/1 | $3,286,000 | -70.2% | 4,750,000 | -68.6% | 0.22% | -68.1% | |
| KKRPRC | Sell | KKR & CO INC6% mconv pfd c | $3,280,000 | -71.6% | 60,282 | -69.1% | 0.22% | -69.7% |
| BACPRL | Buy | BK OF AMERICA CORP7.25%cnv pfd l | $3,273,000 | +16.1% | 2,790 | +19.0% | 0.22% | +24.3% |
| Buy | CABLE ONE INCnote 1.125% 3/1 | $3,060,000 | +12.4% | 4,250,000 | +30.8% | 0.20% | +19.9% | |
| Buy | PROGRESS SOFTWARE CORPnote 1.000% 4/1 | $3,048,000 | +14.8% | 3,250,000 | +18.2% | 0.20% | +22.8% | |
| Buy | RWT HLDGS INCnote 5.750%10/0 | $2,973,000 | +13.2% | 3,500,000 | +17.8% | 0.20% | +21.2% | |
| New | BIGCOMMERCE HLDGS INCnote 0.250%10/0 | $2,921,000 | – | 4,000,000 | – | 0.20% | – | |
| IYW | Sell | ISHARES TRu.s. tech etf | $2,838,000 | -63.0% | 38,699 | -59.7% | 0.19% | -60.4% |
| Buy | SPLUNK INCnote 1.125% 6/1 | $2,801,000 | +11.0% | 3,560,000 | +16.3% | 0.19% | +18.2% | |
| Sell | REALOGY GRP LLC/REALOGY COnote 0.250% 6/1 | $2,792,000 | -62.1% | 4,000,000 | -60.5% | 0.19% | -59.6% | |
| Buy | LIVEPERSON INCnote 12/1 | $2,714,000 | +7.9% | 4,000,000 | +14.3% | 0.18% | +15.2% | |
| Sell | ZILLOW GROUP INCnote 2.750% 5/1 | $2,689,000 | -77.0% | 2,924,000 | -76.5% | 0.18% | -75.4% | |
| New | UPSTART HLDGS INCnote 0.250% 8/1 | $2,673,000 | – | 4,750,000 | – | 0.18% | – | |
| Buy | DISH NETWORK CORPORATIONnote 3.375% 8/1 | $2,580,000 | +23.2% | 3,750,000 | +21.0% | 0.17% | +31.1% | |
| Sell | 8X8 INC NEWnote 0.500% 2/0 | $2,534,000 | -70.0% | 3,000,000 | -69.9% | 0.17% | -67.9% | |
| IBB | New | ISHARES TRishares biotech | $2,523,000 | – | 21,577 | – | 0.17% | – |
| Sell | CHEFS WHSE INCnote 1.875%12/0 | $2,473,000 | -25.5% | 2,522,000 | -16.0% | 0.17% | -20.6% | |
| New | BENTLEY SYS INCnote 0.375% 7/0 | $2,449,000 | – | 3,250,000 | – | 0.16% | – | |
| Buy | BLACKLINE INCnote 3/1 | $2,428,000 | +22.8% | 3,000,000 | +20.0% | 0.16% | +31.5% | |
| Buy | SUNNOVA ENERGY INTL INC.note 0.250%12/0 | $2,435,000 | +56.4% | 2,901,000 | +45.0% | 0.16% | +66.3% | |
| Sell | CERIDIAN HCM HLDG INCnote 0.250% 3/1 | $2,419,000 | -23.3% | 3,000,000 | -25.0% | 0.16% | -18.2% | |
| RCA | Buy | READY CAPITAL CORP7% cn sr nt 2023 | $2,156,000 | +40.5% | 86,500 | +40.7% | 0.14% | +51.0% |
| Buy | HOPE BANCORP INCnote 2.000% 5/1 | $2,149,000 | +13.2% | 2,255,000 | +15.6% | 0.14% | +21.0% | |
| GOOGL | Buy | ALPHABET INCcap stk cl a | $2,148,000 | -12.1% | 22,452 | +1901.1% | 0.14% | -6.5% |
| Sell | WINNEBAGO INDS INCnote 1.500% 4/0 | $2,093,000 | -25.6% | 2,000,000 | -27.3% | 0.14% | -20.3% | |
| Sell | SNAP INCnote 5/0 | $2,068,000 | -76.6% | 3,000,000 | -76.1% | 0.14% | -75.0% | |
| Sell | WISDOMTREE INVTS INCnote 4.250% 6/1 | $2,005,000 | -80.7% | 2,000,000 | -80.1% | 0.14% | -79.4% | |
| Sell | NEW RELIC INCnote 0.500% 5/0 | $1,949,000 | -26.6% | 2,000,000 | -27.3% | 0.13% | -21.6% | |
| Buy | ETSY INCnote 0.250% 6/1 | $1,928,000 | +31.6% | 2,500,000 | +25.0% | 0.13% | +40.2% | |
| AMZN | Buy | AMAZON COM INC | $1,890,000 | +6.7% | 16,714 | +0.1% | 0.13% | +14.4% |
| NEEPRQ | New | NEXTERA ENERGY INCunit 09/01/2023 | $1,833,000 | – | 37,780 | – | 0.12% | – |
| New | HERBALIFE NUTRITION LTDnote 2.625% 3/1 | $1,809,000 | – | 2,000,000 | – | 0.12% | – | |
| XLE | Sell | SELECT SECTOR SPDR TRenergy | $1,776,000 | -50.9% | 24,674 | -51.2% | 0.12% | -47.6% |
| Sell | ENCORE CAP EUROPE FIN LTDnote 4.500% 9/0 | $1,743,000 | -43.8% | 1,500,000 | -33.3% | 0.12% | -40.0% | |
| Buy | GROUPON INCnote 1.125% 3/1 | $1,728,000 | +56.1% | 2,750,000 | +57.1% | 0.12% | +65.7% | |
| XLU | Buy | SELECT SECTOR SPDR TRsbi int-utils | $1,708,000 | -6.3% | 26,076 | +0.2% | 0.12% | 0.0% |
| Buy | RBC BEARINGS INC5% cnv pfd sr a | $1,622,000 | +74.8% | 15,750 | +61.5% | 0.11% | +87.9% | |
| Buy | MITEK SYS INCnote 0.750% 2/0 | $1,614,000 | +33.2% | 2,000,000 | +33.3% | 0.11% | +42.1% | |
| Sell | SFL CORPORATION LTDnote 4.875% 5/0 | $1,474,000 | -14.7% | 1,500,000 | -14.3% | 0.10% | -9.2% | |
| New | KKR REAL ESTATE FIN TR INCnote 6.125% 5/1 | $1,482,000 | – | 1,500,000 | – | 0.10% | – | |
| New | JETBLUE AIRWAYS CORPnote 0.500% 4/0 | $1,419,000 | – | 2,000,000 | – | 0.10% | – | |
| Sell | SPOTIFY USA INCnote 3/1 | $1,252,000 | -67.2% | 1,595,000 | -67.1% | 0.08% | -65.0% | |
| Sell | ENPHASE ENERGY INCnote 3/0 | $1,232,000 | -23.0% | 1,067,000 | -33.8% | 0.08% | -17.8% | |
| Sell | LIVE NATION ENTERTAINMENT INnote 2.500% 3/1 | $1,215,000 | -40.8% | 1,028,000 | -35.3% | 0.08% | -36.4% | |
| UNH | Buy | UNITEDHEALTH GROUP INC | $1,119,000 | -1.5% | 2,215 | +0.2% | 0.08% | +5.6% |
| JPM | Buy | JPMORGAN CHASE & CO | $1,092,000 | -7.1% | 10,453 | +0.1% | 0.07% | -1.4% |
| Sell | AKAMAI TECHNOLOGIES INCnote 0.125% 5/0 | $1,021,000 | -7.8% | 1,005,000 | -0.5% | 0.07% | -1.4% | |
| New | REDWOOD TRUST INCnote 4.750% 8/1 | $979,000 | – | 1,000,000 | – | 0.07% | – | |
| JNJ | Buy | JOHNSON & JOHNSON | $953,000 | -7.8% | 5,823 | +0.1% | 0.06% | -1.5% |
| New | PINDUODUO INCnote 12/0 | $896,000 | – | 1,000,000 | – | 0.06% | – | |
| PG | Buy | PROCTER AND GAMBLE CO | $843,000 | -11.9% | 6,679 | +0.2% | 0.06% | -5.0% |
| PFE | Buy | PFIZER INC | $805,000 | -16.3% | 18,413 | +0.3% | 0.05% | -10.0% |
| TSLA | Buy | TESLA INC | $799,000 | +18.5% | 3,016 | +200.7% | 0.05% | +28.6% |
| New | PALO ALTO NETWORKS INCnote 0.375% 6/0 | $769,000 | – | 455,000 | – | 0.05% | – | |
| IYR | Buy | ISHARES TRu.s. real es etf | $763,000 | -11.4% | 9,371 | +0.2% | 0.05% | -5.6% |
| BAC | Buy | BK OF AMERICA CORP | $699,000 | -3.2% | 23,164 | +0.1% | 0.05% | +4.4% |
| FB | Buy | META PLATFORMS INCcl a | $623,000 | -15.6% | 4,581 | +0.1% | 0.04% | -8.7% |
| V | Buy | VISA INC | $620,000 | -9.8% | 3,491 | +0.2% | 0.04% | -2.3% |
| NVDA | Buy | NVIDIA CORPORATION | $610,000 | -19.6% | 5,014 | +0.1% | 0.04% | -14.6% |
| PEP | Buy | PEPSICO INC | $548,000 | -1.6% | 3,355 | +0.2% | 0.04% | +5.7% |
| DHR | Sell | DANAHER CORPORATION | $551,000 | -26.8% | 2,138 | -28.0% | 0.04% | -21.3% |
| KO | Buy | COCA COLA CO | $552,000 | -10.7% | 9,841 | +0.1% | 0.04% | -5.1% |
| MRK | Buy | MERCK & CO INC | $544,000 | -5.6% | 6,319 | +0.1% | 0.04% | +2.8% |
| UNP | Buy | UNION PAC CORP | $531,000 | -8.4% | 2,727 | +0.3% | 0.04% | 0.0% |
| Buy | WOLFSPEED INCnote 1.750% 5/0 | $528,000 | +55.8% | 232,000 | +4.0% | 0.04% | +66.7% | |
| CVX | Buy | CHEVRON CORP NEW | $516,000 | -0.4% | 3,591 | +0.3% | 0.04% | +6.1% |
| HD | Buy | HOME DEPOT INC | $505,000 | +1.0% | 1,833 | +0.3% | 0.03% | +9.7% |
| ABT | Buy | ABBOTT LABS | $487,000 | -11.0% | 5,041 | +0.3% | 0.03% | -2.9% |
| Buy | SNAP INCnote 0.750% 8/0 | $448,000 | -6.1% | 522,000 | +4.0% | 0.03% | 0.0% | |
| TMO | Buy | THERMO FISHER SCIENTIFIC INC | $446,000 | -6.3% | 874 | +0.1% | 0.03% | 0.0% |
| CSCO | Buy | CISCO SYS INC | $439,000 | -6.2% | 11,006 | +0.1% | 0.03% | 0.0% |
| Buy | VIAVI SOLUTIONS INCnote 1.000% 3/0 | $431,000 | +2.6% | 385,000 | +3.8% | 0.03% | +11.5% | |
| LPLA | Buy | LPL FINL HLDGS INC | $413,000 | +18.7% | 1,889 | +0.3% | 0.03% | +27.3% |
| VZ | Buy | VERIZON COMMUNICATIONS INC | $420,000 | -25.1% | 11,068 | +0.2% | 0.03% | -20.0% |
| WFC | Buy | WELLS FARGO CO NEW | $414,000 | +2.5% | 10,312 | +0.2% | 0.03% | +12.0% |
| Sell | CUTERA INCnote 2.250% 3/1 | $382,000 | -79.6% | 247,000 | -82.7% | 0.03% | -78.0% | |
| DIS | Buy | DISNEY WALT CO | $389,000 | +0.3% | 4,121 | +0.2% | 0.03% | +8.3% |
| ICE | Buy | INTERCONTINENTAL EXCHANGE IN | $388,000 | -4.0% | 4,307 | +0.1% | 0.03% | +4.0% |
| Buy | ETSY INCnote 0.125%10/0 | $388,000 | +22.8% | 291,000 | +3.9% | 0.03% | +30.0% | |
| New | SAREPTA THERAPEUTICS INCdbcv 1.500%11/1 | $391,000 | – | 235,000 | – | 0.03% | – | |
| CRM | Buy | SALESFORCE INC | $338,000 | -12.9% | 2,349 | +0.2% | 0.02% | -4.2% |
| Sell | FTI CONSULTING INCnote 2.000% 8/1 | $344,000 | -95.7% | 210,000 | -95.3% | 0.02% | -95.4% | |
| ORCL | Buy | ORACLE CORP | $321,000 | -13.0% | 5,290 | +0.1% | 0.02% | -4.3% |
| SLB | Buy | SCHLUMBERGER LTD | $331,000 | +0.3% | 9,196 | +0.3% | 0.02% | +4.8% |
| CMCSA | Buy | COMCAST CORP NEWcl a | $310,000 | -25.8% | 10,642 | +0.2% | 0.02% | -19.2% |
| FWONK | Buy | LIBERTY MEDIA CORP DEL | $305,000 | -7.6% | 5,200 | +0.1% | 0.02% | -4.8% |
| ETN | Buy | EATON CORP PLC | $291,000 | +5.8% | 2,173 | +0.2% | 0.02% | +17.6% |
| WMT | Buy | WALMART INC | $305,000 | +7.0% | 2,349 | +0.4% | 0.02% | +11.1% |
| BMY | Buy | BRISTOL-MYERS SQUIBB CO | $283,000 | -7.5% | 3,970 | +0.2% | 0.02% | 0.0% |
| Sell | SSR MNG INCnote 2.500% 4/0 | $287,000 | -93.3% | 265,000 | -93.0% | 0.02% | -93.0% | |
| CAT | Buy | CATERPILLAR INC | $264,000 | -7.7% | 1,601 | +0.3% | 0.02% | 0.0% |
| MDT | Buy | MEDTRONIC PLC | $259,000 | -10.1% | 3,192 | +0.1% | 0.02% | -5.6% |
| PKI | Buy | PERKINELMER INC | $256,000 | -15.5% | 2,133 | +0.1% | 0.02% | -10.5% |
| DE | Buy | DEERE & CO | $243,000 | +12.0% | 728 | +0.3% | 0.02% | +14.3% |
| VLO | Buy | VALERO ENERGY CORP | $242,000 | +0.4% | 2,269 | +0.2% | 0.02% | +6.7% |
| Sell | DEXCOM INCnote 0.750%12/0 | $222,000 | +2.8% | 111,000 | -5.1% | 0.02% | +7.1% | |
| INTC | Buy | INTEL CORP | $230,000 | -31.3% | 8,964 | +0.1% | 0.02% | -28.6% |
| WMB | Buy | WILLIAMS COS INC | $225,000 | -7.4% | 7,856 | +0.3% | 0.02% | 0.0% |
| MS | Buy | MORGAN STANLEY | $223,000 | +2.3% | 2,849 | +0.2% | 0.02% | +7.1% |
| NKE | Buy | NIKE INCcl b | $221,000 | -18.8% | 2,665 | +0.2% | 0.02% | -11.8% |
| LIN | Buy | LINDE PLC | $224,000 | -5.5% | 826 | +0.1% | 0.02% | 0.0% |
| PRU | Buy | PRUDENTIAL FINL INC | $215,000 | -9.7% | 2,504 | +0.3% | 0.01% | -6.7% |
| KEY | Buy | KEYCORP | $212,000 | -7.0% | 13,219 | +0.1% | 0.01% | 0.0% |
| BA | Buy | BOEING CO | $205,000 | -11.3% | 1,692 | +0.2% | 0.01% | -6.7% |
| ADP | New | AUTOMATIC DATA PROCESSING IN | $203,000 | – | 899 | – | 0.01% | – |
| MSI | New | MOTOROLA SOLUTIONS INC | $200,000 | – | 889 | – | 0.01% | – |
| CMI | New | CUMMINS INC | $200,000 | – | 972 | – | 0.01% | – |
| SKIN | Buy | THE BEAUTY HEALTH COMPANY | $144,000 | -8.3% | 12,330 | +0.2% | 0.01% | 0.0% |
| Exit | ATLAS AIR WORLDWIDE HLDGS INnote 1.875% 6/0 | $0 | – | -17,000 | – | -0.00% | – | |
| Exit | MERITOR INCnote 3.250%10/1 | $0 | – | -43,000 | – | -0.00% | – | |
| T | Exit | AT&T INC | $0 | – | -9,743 | – | -0.01% | – |
| LUV | Exit | SOUTHWEST AIRLS CO | $0 | – | -5,593 | – | -0.01% | – |
| IYM | Exit | ISHARES TRu.s. bas mtl etf | $0 | – | -1,729 | – | -0.01% | – |
| BKR | Exit | BAKER HUGHES COMPANYcl a | $0 | – | -6,971 | – | -0.01% | – |
| LH | Exit | LABORATORY CORP AMER HLDGS | $0 | – | -958 | – | -0.01% | – |
| RTX | Exit | RAYTHEON TECHNOLOGIES CORP | $0 | – | -2,319 | – | -0.01% | – |
| QCOM | Exit | QUALCOMM INC | $0 | – | -1,729 | – | -0.01% | – |
| REM | Exit | ISHARES TRmortge rel etf | $0 | – | -8,288 | – | -0.01% | – |
| Exit | CONMED CORPnote 2.625% 2/0 | $0 | – | -276,000 | – | -0.02% | – | |
| PXD | Exit | PIONEER NAT RES CO | $0 | – | -1,891 | – | -0.03% | – |
| ASHR | Exit | DBX ETF TRxtrack hrvst csi | $0 | – | -14,687 | – | -0.03% | – |
| Exit | ARBOR REALTY TRUST INCnote 4.750%11/0 | $0 | – | -745,000 | – | -0.05% | – | |
| Exit | ISTAR INCnote 3.125% 9/1 | $0 | – | -1,300,000 | – | -0.08% | – | |
| Exit | II-VI INCnote 0.250% 9/0 | $0 | – | -1,500,000 | – | -0.10% | – | |
| SWT | Exit | STANLEY BLACK & DECKER INCunit 11/15/2022 | $0 | – | -27,000 | – | -0.11% | – |
| Exit | OSI SYSTEMS INCnote 1.250% 9/0 | $0 | – | -2,250,000 | – | -0.14% | – | |
| Exit | WORLD GOLD TRspdr gld minis | $0 | – | -64,928 | – | -0.15% | – | |
| Exit | Q2 HLDGS INCnote 0.125%11/1 | $0 | – | -3,500,000 | – | -0.18% | – | |
| SOLN | Exit | SOUTHERN COunit 08/01/2022 | $0 | – | -55,975 | – | -0.19% | – |
| FTGC | Exit | FIRST TR EXCHANGE TRAD FD VIfst tr glb fd | $0 | – | -115,796 | – | -0.20% | – |
| NEEPRO | Exit | NEXTERA ENERGY INCunit 09/01/2022s | $0 | – | -56,095 | – | -0.20% | – |
| Exit | REPLIGEN CORPnote 0.375% 7/1 | $0 | – | -2,122,000 | – | -0.20% | – | |
| ELAT | Exit | ELANCO ANIMAL HEALTH INCunit 02/01/2023 | $0 | – | -110,295 | – | -0.22% | – |
| Exit | NOVAVAX INCnote 3.750% 2/0 | $0 | – | -4,301,000 | – | -0.27% | – | |
| Exit | INTEGRA LIFESCIENCES HLDGS Cnote 0.500% 8/1 | $0 | – | -5,189,000 | – | -0.31% | – | |
| Exit | KBR INCnote 2.500%11/0 | $0 | – | -2,956,000 | – | -0.36% | – | |
| Exit | LIBERTY MEDIA CORP DELnote 1.000% 1/3 | $0 | – | -3,508,000 | – | -0.38% | – | |
| Exit | HUBSPOT INCnote 0.375% 6/0 | $0 | – | -4,902,000 | – | -0.39% | – | |
| Exit | BILIBILI INCnote 1.250% 6/1 | $0 | – | -6,164,000 | – | -0.40% | – | |
| Exit | RAPID7 INCnote 0.250% 3/1 | $0 | – | -7,680,000 | – | -0.44% | – | |
| Exit | IMAX CORPnote 0.500% 4/0 | $0 | – | -7,954,000 | – | -0.44% | – | |
| APTVPRA | Exit | APTIV PLC5.5% cnv pfd a | $0 | – | -67,755 | – | -0.45% | – |
| Exit | BLOCK INCnote 0.250%11/0 | $0 | – | -12,303,000 | – | -0.57% | – | |
| Exit | WORKDAY INCnote 0.250%10/0 | $0 | – | -9,034,000 | – | -0.59% | – | |
| Exit | ZENDESK INCnote 0.625% 6/1 | $0 | – | -11,300,000 | – | -0.69% | – | |
| Exit | SEA LTDnote 0.250% 9/1 | $0 | – | -16,462,000 | – | -0.76% | – | |
| AVGOP | Exit | BROADCOM INC8% mcnv pfd sr a | $0 | – | -18,615 | – | -1.78% | – |
Q2 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| New | PIONEER NAT RES COnote 0.250% 5/1 | $61,885,000 | – | 28,623,000 | – | 3.89% | – | |
| IVV | New | ISHARES TRcore s&p500 etf | $61,427,000 | – | 162,011 | – | 3.86% | – |
| New | SOUTHWEST AIRLS COnote 1.250% 5/0 | $54,092,000 | – | 45,936,000 | – | 3.40% | – | |
| New | PALO ALTO NETWORKS INCnote 0.750% 7/0 | $36,706,000 | – | 19,590,000 | – | 2.31% | – | |
| New | DEXCOM INCnote 0.250%11/1 | $31,401,000 | – | 34,318,000 | – | 1.97% | – | |
| New | BOOKING HOLDINGS INCnote 0.750% 5/0 | $30,978,000 | – | 25,840,000 | – | 1.95% | – | |
| New | ELEVANCE HEALTH INCnote 2.750%10/1 | $28,768,000 | – | 4,193,000 | – | 1.81% | – | |
| AVGOP | New | BROADCOM INC8% mcnv pfd sr a | $28,256,000 | – | 18,615 | – | 1.78% | – |
| NEEPRP | New | NEXTERA ENERGY INCunit 99/99/9999 | $27,970,000 | – | 565,430 | – | 1.76% | – |
| New | ENPHASE ENERGY INCnote 3/0 | $25,442,000 | – | 25,632,000 | – | 1.60% | – | |
| New | EXPEDIA GROUP INCnote 2/1 | $23,736,000 | – | 26,301,000 | – | 1.49% | – | |
| New | SPLUNK INCnote 1.125% 9/1 | $18,177,000 | – | 19,389,000 | – | 1.14% | – | |
| New | ON SEMICONDUCTOR CORPnote 5/0 | $17,754,000 | – | 15,425,000 | – | 1.12% | – | |
| IEF | New | ISHARES TR7-10 yr trsy bd | $17,600,000 | – | 172,050 | – | 1.11% | – |
| VXUS | New | VANGUARD STAR FDSvg tl intl stk f | $17,338,000 | – | 335,930 | – | 1.09% | – |
| New | ETSY INCnote 0.125% 9/0 | $16,017,000 | – | 20,708,000 | – | 1.01% | – | |
| New | AKAMAI TECHNOLOGIES INCnote 0.375% 9/0 | $16,003,000 | – | 16,109,000 | – | 1.01% | – | |
| New | JAZZ INVESTMENTS I LTDnote 2.000% 6/1 | $15,636,000 | – | 13,334,000 | – | 0.98% | – | |
| New | FORD MTR CO DELnote 3/1 | $15,283,000 | – | 16,756,000 | – | 0.96% | – | |
| New | EURONET WORLDWIDE INCnote 0.750% 3/1 | $15,084,000 | – | 14,915,000 | – | 0.95% | – | |
| New | EQT CORPnote 1.750% 5/0 | $14,895,000 | – | 6,325,000 | – | 0.94% | – | |
| New | LUMENTUM HLDGS INCnote 0.500%12/1 | $14,867,000 | – | 14,514,000 | – | 0.94% | – | |
| New | MICROCHIP TECHNOLOGY INC.note 0.125%11/1 | $13,434,000 | – | 13,497,000 | – | 0.84% | – | |
| New | VERINT SYSTEMS INCnote 0.250% 4/1 | $13,228,000 | – | 14,497,000 | – | 0.83% | – | |
| DHRPRB | New | DANAHER CORPORATION5% conv pfd b | $13,206,000 | – | 9,890 | – | 0.83% | – |
| New | ROYAL CARIBBEAN GROUPnote 4.250% 6/1 | $12,978,000 | – | 13,590,000 | – | 0.82% | – | |
| NIMC | New | NISOURCE INCunit 12/01/2023 | $12,345,000 | – | 109,365 | – | 0.78% | – |
| New | ARES CAPITAL CORPnote 4.625% 3/0 | $12,345,000 | – | 11,884,000 | – | 0.78% | – | |
| New | HALOZYME THERAPEUTICS INCnote 0.250% 3/0 | $12,068,000 | – | 13,677,000 | – | 0.76% | – | |
| New | SEA LTDnote 0.250% 9/1 | $12,020,000 | – | 16,462,000 | – | 0.76% | – | |
| New | SUMMIT HOTEL PPTYSnote 1.500% 2/1 | $11,911,000 | – | 14,093,000 | – | 0.75% | – | |
| New | BLOCK INCnote 0.125% 3/0 | $11,764,000 | – | 12,548,000 | – | 0.74% | – | |
| New | BIOMARIN PHARMACEUTICAL INCnote 0.599% 8/0 | $11,761,000 | – | 11,878,000 | – | 0.74% | – | |
| AEPPZ | New | AMERICAN ELEC PWR CO INCunit 08/15/2025 | $11,728,000 | – | 217,730 | – | 0.74% | – |
| New | ZILLOW GROUP INCnote 2.750% 5/1 | $11,702,000 | – | 12,424,000 | – | 0.74% | – | |
| New | RINGCENTRAL INCnote 3/0 | $11,601,000 | – | 14,191,000 | – | 0.73% | – | |
| KKRPRC | New | KKR & CO INC6% mconv pfd c | $11,566,000 | – | 195,232 | – | 0.73% | – |
| New | ZSCALER INCnote 0.125% 7/0 | $11,483,000 | – | 9,486,000 | – | 0.72% | – | |
| New | PEBBLEBROOK HOTEL TRnote 1.750%12/1 | $11,412,000 | – | 12,815,000 | – | 0.72% | – | |
| BDXB | New | BECTON DICKINSON & CO6% dp conv pfd b | $11,302,000 | – | 227,800 | – | 0.71% | – |
| New | EXACT SCIENCES CORPnote 0.375% 3/1 | $11,031,000 | – | 15,140,000 | – | 0.69% | – | |
| New | ZENDESK INCnote 0.625% 6/1 | $10,946,000 | – | 11,300,000 | – | 0.69% | – | |
| New | ILLUMINA INCnote 8/1 | $10,729,000 | – | 11,287,000 | – | 0.67% | – | |
| New | AIRBNB INCnote 3/1 | $10,636,000 | – | 12,890,000 | – | 0.67% | – | |
| New | INSULET CORPnote 0.375% 9/0 | $10,618,000 | – | 9,311,000 | – | 0.67% | – | |
| BSXPRA | New | BOSTON SCIENTIFIC CORP5.50% cnv pfd a | $10,455,000 | – | 103,005 | – | 0.66% | – |
| New | WISDOMTREE INVTS INCnote 4.250% 6/1 | $10,411,000 | – | 10,040,000 | – | 0.65% | – | |
| New | LIVE NATION ENTERTAINMENT INnote 2.000% 2/1 | $10,272,000 | – | 9,878,000 | – | 0.65% | – | |
| New | OKTA INCnote 0.125% 9/0 | $9,774,000 | – | 11,027,000 | – | 0.61% | – | |
| New | WORKDAY INCnote 0.250%10/0 | $9,443,000 | – | 9,034,000 | – | 0.59% | – | |
| New | GREENBRIER COS INCnote 2.875% 4/1 | $9,261,000 | – | 9,958,000 | – | 0.58% | – | |
| New | PACIRA BIOSCIENCES INCnote 0.750% 8/0 | $9,129,000 | – | 8,836,000 | – | 0.57% | – | |
| New | GREEN PLAINS INCnote 2.250% 3/1 | $9,093,000 | – | 8,100,000 | – | 0.57% | – | |
| New | BLOCK INCnote 0.250%11/0 | $9,021,000 | – | 12,303,000 | – | 0.57% | – | |
| New | SNAP INCnote 5/0 | $8,835,000 | – | 12,565,000 | – | 0.56% | – | |
| CWB | New | SPDR SER TRbbg conv sec etf | $8,735,000 | – | 135,327 | – | 0.55% | – |
| New | AIR TRANS SVCS GROUP INCnote 1.125%10/1 | $8,645,000 | – | 8,009,000 | – | 0.54% | – | |
| New | UBER TECHNOLOGIES INCnote 12/1 | $8,645,000 | – | 10,836,000 | – | 0.54% | – | |
| DTP | New | DTE ENERGY COunit 11/01/2022 | $8,641,000 | – | 167,705 | – | 0.54% | – |
| LMBS | New | FIRST TR EXCHANGE-TRADED FDfst low oppt eft | $8,518,000 | – | 176,320 | – | 0.54% | – |
| TBF | New | PROSHARES TRshrt 20+yr tre | $8,482,000 | – | 423,000 | – | 0.53% | – |
| New | HAEMONETICS CORP MASSnote 3/0 | $8,459,000 | – | 10,808,000 | – | 0.53% | – | |
| New | 8X8 INC NEWnote 0.500% 2/0 | $8,438,000 | – | 9,958,000 | – | 0.53% | – | |
| New | INSMED INCnote 0.750% 6/0 | $8,299,000 | – | 9,978,000 | – | 0.52% | – | |
| New | MONGODB INCnote 0.250% 1/1 | $8,122,000 | – | 5,808,000 | – | 0.51% | – | |
| New | FTI CONSULTING INCnote 2.000% 8/1 | $8,001,000 | – | 4,443,000 | – | 0.50% | – | |
| New | DATADOG INCnote 0.125% 6/1 | $7,952,000 | – | 6,288,000 | – | 0.50% | – | |
| New | PARSONS CORP DELnote 0.250% 8/1 | $7,955,000 | – | 7,572,000 | – | 0.50% | – | |
| New | MAKEMYTRIP LIMITED MAURITIUSnote 2/1 | $7,906,000 | – | 8,037,000 | – | 0.50% | – | |
| New | DROPBOX INCnote 3/0 | $7,720,000 | – | 8,827,000 | – | 0.48% | – | |
| IYW | New | ISHARES TRu.s. tech etf | $7,669,000 | – | 95,933 | – | 0.48% | – |
| WFCPRL | New | WELLS FARGO CO NEWperp pfd cnv a | $7,524,000 | – | 6,240 | – | 0.47% | – |
| PCGU | New | PG&E CORPunit 99/99/9999 | $7,469,000 | – | 77,895 | – | 0.47% | – |
| New | CENTENNIAL RESOURCE DEV INCnote 3.250% 4/0 | $7,399,000 | – | 5,949,000 | – | 0.46% | – | |
| New | REALOGY GRP LLC/REALOGY COnote 0.250% 6/1 | $7,360,000 | – | 10,118,000 | – | 0.46% | – | |
| New | TWITTER INCnote 0.250% 6/1 | $7,370,000 | – | 7,511,000 | – | 0.46% | – | |
| New | SHIFT4 PMTS INCnote 12/1 | $7,282,000 | – | 9,086,000 | – | 0.46% | – | |
| New | LIBERTY MEDIA CORP DELnote 1.375%10/1 | $7,191,000 | – | 6,144,000 | – | 0.45% | – | |
| APTVPRA | New | APTIV PLC5.5% cnv pfd a | $7,163,000 | – | 67,755 | – | 0.45% | – |
| New | VAIL RESORTS INCnote 1/0 | $7,146,000 | – | 8,212,000 | – | 0.45% | – | |
| New | IMAX CORPnote 0.500% 4/0 | $7,052,000 | – | 7,954,000 | – | 0.44% | – | |
| New | BENTLEY SYS INCnote 0.125% 1/1 | $7,003,000 | – | 8,134,000 | – | 0.44% | – | |
| New | RAPID7 INCnote 0.250% 3/1 | $6,920,000 | – | 7,680,000 | – | 0.44% | – | |
| New | HUAZHU GROUP LTDnote 3.000% 5/0 | $6,762,000 | – | 5,729,000 | – | 0.42% | – | |
| New | LYFT INCnote 1.500% 5/1 | $6,743,000 | – | 7,966,000 | – | 0.42% | – | |
| New | TYLER TEX INDPT SCH DISTnote 0.250% 3/1 | $6,591,000 | – | 7,029,000 | – | 0.41% | – | |
| New | BILIBILI INCnote 1.250% 6/1 | $6,422,000 | – | 6,164,000 | – | 0.40% | – | |
| New | COUPA SOFTWARE INCnote 0.125% 6/1 | $6,414,000 | – | 7,767,000 | – | 0.40% | – | |
| New | PROSPECT CAP CORPnote 6.375% 3/0 | $6,372,000 | – | 6,236,000 | – | 0.40% | – | |
| New | MFA FINL INCnote 6.250% 6/1 | $6,298,000 | – | 7,000,000 | – | 0.40% | – | |
| New | HUBSPOT INCnote 0.375% 6/0 | $6,240,000 | – | 4,902,000 | – | 0.39% | – | |
| New | BOX INCnote 1/1 | $6,180,000 | – | 5,443,000 | – | 0.39% | – | |
| New | LIBERTY MEDIA CORP DELnote 1.000% 1/3 | $6,046,000 | – | 3,508,000 | – | 0.38% | – | |
| New | WESTERN DIGITAL CORP.note 1.500% 2/0 | $6,028,000 | – | 6,345,000 | – | 0.38% | – | |
| New | LI AUTO INCnote 0.250% 5/0 | $6,012,000 | – | 4,037,000 | – | 0.38% | – | |
| New | VISHAY INTERTECHNOLOGY INCnote 2.250% 6/1 | $5,961,000 | – | 6,299,000 | – | 0.38% | – | |
| New | KBR INCnote 2.500%11/0 | $5,703,000 | – | 2,956,000 | – | 0.36% | – | |
| FPE | New | FIRST TR EXCH TRADED FD IIIpfd secs inc etf | $5,542,000 | – | 321,677 | – | 0.35% | – |
| New | JOHN BEAN TECHNOLOGIES CORPnote 0.250% 5/1 | $5,446,000 | – | 5,914,000 | – | 0.34% | – | |
| VCSH | New | VANGUARD SCOTTSDALE FDSshrt trm corp bd | $5,393,000 | – | 70,670 | – | 0.34% | – |
| New | DICKS SPORTING GOODS INCnote 3.250% 4/1 | $5,237,000 | – | 2,198,000 | – | 0.33% | – | |
| New | FIVE9 INCnote 0.500% 6/0 | $5,065,000 | – | 5,191,000 | – | 0.32% | – | |
| New | IRONWOOD PHARMACEUTICALS INCnote 1.500% 6/1 | $5,030,000 | – | 4,659,000 | – | 0.32% | – | |
| New | CYBERARK SOFTWARE LTDnote 11/1 | $5,011,000 | – | 4,744,000 | – | 0.32% | – | |
| New | ENVISTA HOLDINGS CORPORATIONnote 2.375% 6/0 | $4,973,000 | – | 2,605,000 | – | 0.31% | – | |
| New | HANNON ARMSTRONG SUST INFR Cnote 8/1 | $4,920,000 | – | 5,018,000 | – | 0.31% | – | |
| New | INTEGRA LIFESCIENCES HLDGS Cnote 0.500% 8/1 | $4,903,000 | – | 5,189,000 | – | 0.31% | – | |
| New | APOLLO COML REAL ESTATE FINnote 5.375%10/1 | $4,860,000 | – | 5,000,000 | – | 0.31% | – | |
| New | MARRIOTT VACATIONS WORLDWIDEnote 1/1 | $4,859,000 | – | 5,353,000 | – | 0.30% | – | |
| FTSL | New | FIRST TR EXCHANGE-TRADED FDsenior ln fd | $4,854,000 | – | 110,065 | – | 0.30% | – |
| New | PENNYMAC CORPnote 5.500%11/0 | $4,828,000 | – | 4,997,000 | – | 0.30% | – | |
| New | PURE STORAGE INCnote 0.125% 4/1 | $4,724,000 | – | 4,216,000 | – | 0.30% | – | |
| New | NRG ENERGY INCdbcv 2.750% 6/0 | $4,562,000 | – | 4,250,000 | – | 0.29% | – | |
| New | BURLINGTON STORES INCnote 2.250% 4/1 | $4,448,000 | – | 4,508,000 | – | 0.28% | – | |
| New | SSR MNG INCnote 2.500% 4/0 | $4,300,000 | – | 3,778,000 | – | 0.27% | – | |
| New | NOVAVAX INCnote 3.750% 2/0 | $4,297,000 | – | 4,301,000 | – | 0.27% | – | |
| IEMG | New | ISHARES INCcore msci emkt | $4,239,000 | – | 86,464 | – | 0.27% | – |
| New | ALLEGHENY TECHNOLOGIES INCnote 3.500% 6/1 | $4,205,000 | – | 2,591,000 | – | 0.26% | – | |
| New | GRANITE PT MTG TR INCnote 6.375%10/0 | $4,150,000 | – | 4,316,000 | – | 0.26% | – | |
| New | CHEGG INCnote 9/0 | $4,142,000 | – | 5,652,000 | – | 0.26% | – | |
| MSFT | New | MICROSOFT CORP | $4,071,000 | – | 15,850 | – | 0.26% | – |
| New | ALTERYX INCnote 1.000% 8/0 | $3,933,000 | – | 4,969,000 | – | 0.25% | – | |
| New | LIVENT CORPnote 4.125% 7/1 | $3,869,000 | – | 1,417,000 | – | 0.24% | – | |
| New | INNOVIVA INCnote 2.125% 1/1 | $3,853,000 | – | 3,910,000 | – | 0.24% | – | |
| New | SPOTIFY USA INCnote 3/1 | $3,822,000 | – | 4,845,000 | – | 0.24% | – | |
| XLE | New | SELECT SECTOR SPDR TRenergy | $3,616,000 | – | 50,556 | – | 0.23% | – |
| New | TWO HARBORS INVENTMENT CORPOnote 6.250% 1/1 | $3,574,000 | – | 4,000,000 | – | 0.22% | – | |
| ELAT | New | ELANCO ANIMAL HEALTH INCunit 02/01/2023 | $3,516,000 | – | 110,295 | – | 0.22% | – |
| AAPL | New | APPLE INC | $3,438,000 | – | 25,143 | – | 0.22% | – |
| New | CHEFS WHSE INCnote 1.875%12/0 | $3,319,000 | – | 3,003,000 | – | 0.21% | – | |
| New | MAGNITE INCnote 0.250% 3/1 | $3,318,000 | – | 4,500,000 | – | 0.21% | – | |
| New | REPLIGEN CORPnote 0.375% 7/1 | $3,223,000 | – | 2,122,000 | – | 0.20% | – | |
| NEEPRO | New | NEXTERA ENERGY INCunit 09/01/2022s | $3,156,000 | – | 56,095 | – | 0.20% | – |
| New | CERIDIAN HCM HLDG INCnote 0.250% 3/1 | $3,153,000 | – | 4,000,000 | – | 0.20% | – | |
| New | ENCORE CAP EUROPE FIN LTDnote 4.500% 9/0 | $3,103,000 | – | 2,250,000 | – | 0.20% | – | |
| FTGC | New | FIRST TR EXCHANGE TRAD FD VIfst tr glb fd | $3,100,000 | – | 115,796 | – | 0.20% | – |
| New | LENDINGTREE INCnote 0.500% 7/1 | $3,033,000 | – | 4,500,000 | – | 0.19% | – | |
| New | JAZZ INVESTMENTS I LTDnote 1.500% 8/1 | $2,968,000 | – | 3,000,000 | – | 0.19% | – | |
| New | STRIDE INCnote 1.125% 9/0 | $2,963,000 | – | 3,000,000 | – | 0.19% | – | |
| SOLN | New | SOUTHERN COunit 08/01/2022 | $2,961,000 | – | 55,975 | – | 0.19% | – |
| New | REDWOOD TRUST INCnote 5.625% 7/1 | $2,860,000 | – | 3,194,000 | – | 0.18% | – | |
| New | CHEESECAKE FACTORY INCnote 0.375% 6/1 | $2,860,000 | – | 3,750,000 | – | 0.18% | – | |
| New | WINNEBAGO INDS INCnote 1.500% 4/0 | $2,815,000 | – | 2,750,000 | – | 0.18% | – | |
| BACPRL | New | BK OF AMERICA CORP7.25%cnv pfd l | $2,820,000 | – | 2,345 | – | 0.18% | – |
| New | Q2 HLDGS INCnote 0.125%11/1 | $2,794,000 | – | 3,500,000 | – | 0.18% | – | |
| New | INFINERA CORPnote 2.125% 9/0 | $2,747,000 | – | 3,000,000 | – | 0.17% | – | |
| New | CABLE ONE INCnote 1.125% 3/1 | $2,723,000 | – | 3,250,000 | – | 0.17% | – | |
| New | NEW RELIC INCnote 0.500% 5/0 | $2,657,000 | – | 2,750,000 | – | 0.17% | – | |
| New | PROGRESS SOFTWARE CORPnote 1.000% 4/1 | $2,655,000 | – | 2,750,000 | – | 0.17% | – | |
| New | RWT HLDGS INCnote 5.750%10/0 | $2,627,000 | – | 2,970,000 | – | 0.16% | – | |
| New | SPLUNK INCnote 1.125% 6/1 | $2,524,000 | – | 3,060,000 | – | 0.16% | – | |
| New | LIVEPERSON INCnote 12/1 | $2,515,000 | – | 3,500,000 | – | 0.16% | – | |
| New | PRA GROUP INCnote 3.500% 6/0 | $2,513,000 | – | 2,500,000 | – | 0.16% | – | |
| GOOGL | New | ALPHABET INCcap stk cl a | $2,444,000 | – | 1,122 | – | 0.15% | – |
| New | PENNYMAC CORPnote 5.500% 3/1 | $2,396,000 | – | 2,750,000 | – | 0.15% | – | |
| New | WORLD GOLD TRspdr gld minis | $2,330,000 | – | 64,928 | – | 0.15% | – | |
| New | OSI SYSTEMS INCnote 1.250% 9/0 | $2,247,000 | – | 2,250,000 | – | 0.14% | – | |
| New | ENVESTNET INCnote 0.750% 8/1 | $2,133,000 | – | 2,500,000 | – | 0.13% | – | |
| New | DISH NETWORK CORPORATIONnote 3.375% 8/1 | $2,094,000 | – | 3,100,000 | – | 0.13% | – | |
| NYCBPRU | New | NEW YORK CMNTY CAP TR Vunit 05/07/2051 | $2,100,000 | – | 47,157 | – | 0.13% | – |
| New | I3 VERTICALS LLCnote 1.000% 2/1 | $2,090,000 | – | 2,250,000 | – | 0.13% | – | |
| New | LIVE NATION ENTERTAINMENT INnote 2.500% 3/1 | $2,053,000 | – | 1,590,000 | – | 0.13% | – | |
| New | BLACKLINE INCnote 3/1 | $1,978,000 | – | 2,500,000 | – | 0.12% | – | |
| New | DIGITALBRIDGE GROUP INCnote 5.000% 4/1 | $1,966,000 | – | 2,000,000 | – | 0.12% | – | |
| New | LIGAND PHARMACEUTICALS INCnote 0.750% 5/1 | $1,916,000 | – | 2,000,000 | – | 0.12% | – | |
| New | HOPE BANCORP INCnote 2.000% 5/1 | $1,898,000 | – | 1,950,000 | – | 0.12% | – | |
| New | CUTERA INCnote 2.250% 3/1 | $1,877,000 | – | 1,428,000 | – | 0.12% | – | |
| New | CALLAWAY GOLF COMPANYnote 2.750% 5/0 | $1,841,000 | – | 1,375,000 | – | 0.12% | – | |
| XLU | New | SELECT SECTOR SPDR TRsbi int-utils | $1,823,000 | – | 26,014 | – | 0.12% | – |
| SWT | New | STANLEY BLACK & DECKER INCunit 11/15/2022 | $1,821,000 | – | 27,000 | – | 0.11% | – |
| New | SABRE GLBL INCnote 4.000% 4/1 | $1,799,000 | – | 1,750,000 | – | 0.11% | – | |
| AMZN | New | AMAZON COM INC | $1,771,000 | – | 16,690 | – | 0.11% | – |
| New | SFL CORPORATION LTDnote 4.875% 5/0 | $1,728,000 | – | 1,750,000 | – | 0.11% | – | |
| New | EVERBRIDGE INCnote 0.125%12/1 | $1,738,000 | – | 2,000,000 | – | 0.11% | – | |
| New | KAMAN CORPnote 3.250% 5/0 | $1,699,000 | – | 1,817,000 | – | 0.11% | – | |
| New | II-VI INCnote 0.250% 9/0 | $1,663,000 | – | 1,500,000 | – | 0.10% | – | |
| New | COHERUS BIOSCIENCES INCnote 1.500% 4/1 | $1,631,000 | – | 2,500,000 | – | 0.10% | – | |
| New | WORKIVA INCnote 1.125% 8/1 | $1,619,000 | – | 1,500,000 | – | 0.10% | – | |
| New | ENPHASE ENERGY INCnote 3/0 | $1,599,000 | – | 1,612,000 | – | 0.10% | – | |
| New | SUNNOVA ENERGY INTL INC.note 0.250%12/0 | $1,557,000 | – | 2,000,000 | – | 0.10% | – | |
| New | BLOOM ENERGY CORPnote 2.500% 8/1 | $1,546,000 | – | 1,250,000 | – | 0.10% | – | |
| RCA | New | READY CAPITAL CORP7% cn sr nt 2023 | $1,535,000 | – | 61,500 | – | 0.10% | – |
| AQNU | New | ALGONQUIN PWR UTILS CORPunit 99/99/9999 | $1,531,000 | – | 35,000 | – | 0.10% | – |
| New | SPIRIT AIRLS INCnote 1.000% 5/1 | $1,488,000 | – | 1,650,000 | – | 0.09% | – | |
| New | BANDWIDTH INCnote 0.500% 4/0 | $1,480,000 | – | 2,500,000 | – | 0.09% | – | |
| New | ETSY INCnote 0.250% 6/1 | $1,465,000 | – | 2,000,000 | – | 0.09% | – | |
| New | HELIX ENERGY SOLUTIONS GRP Inote 6.750% 2/1 | $1,434,000 | – | 1,500,000 | – | 0.09% | – | |
| New | ISTAR INCnote 3.125% 9/1 | $1,358,000 | – | 1,300,000 | – | 0.08% | – | |
| New | MACOM TECH SOLUTIONS HLDGS Inote 0.250% 3/1 | $1,305,000 | – | 1,500,000 | – | 0.08% | – | |
| New | COUPA SOFTWARE INCnote 0.375% 6/1 | $1,230,000 | – | 1,640,000 | – | 0.08% | – | |
| New | MITEK SYS INCnote 0.750% 2/0 | $1,212,000 | – | 1,500,000 | – | 0.08% | – | |
| JPM | New | JPMORGAN CHASE & CO | $1,175,000 | – | 10,441 | – | 0.07% | – |
| KMB | New | KIMBERLY-CLARK CORP | $1,174,000 | – | 8,685 | – | 0.07% | – |
| UNH | New | UNITEDHEALTH GROUP INC | $1,136,000 | – | 2,210 | – | 0.07% | – |
| New | GROUPON INCnote 1.125% 3/1 | $1,107,000 | – | 1,750,000 | – | 0.07% | – | |
| New | AKAMAI TECHNOLOGIES INCnote 0.125% 5/0 | $1,107,000 | – | 1,010,000 | – | 0.07% | – | |
| BRKB | New | BERKSHIRE HATHAWAY INC DELcl b new | $1,084,000 | – | 3,972 | – | 0.07% | – |
| JNJ | New | JOHNSON & JOHNSON | $1,034,000 | – | 5,817 | – | 0.06% | – |
| New | HELIX ENERGY SOLUTIONS GRP Inote 4.125% 9/1 | $954,000 | – | 1,000,000 | – | 0.06% | – | |
| PG | New | PROCTER AND GAMBLE CO | $957,000 | – | 6,667 | – | 0.06% | – |
| PFE | New | PFIZER INC | $962,000 | – | 18,361 | – | 0.06% | – |
| New | RBC BEARINGS INC5% cnv pfd sr a | $928,000 | – | 9,750 | – | 0.06% | – | |
| IYR | New | ISHARES TRu.s. real es etf | $861,000 | – | 9,356 | – | 0.05% | – |
| L | New | LOEWS CORP | $784,000 | – | 13,232 | – | 0.05% | – |
| NVDA | New | NVIDIA CORPORATION | $759,000 | – | 5,009 | – | 0.05% | – |
| DHR | New | DANAHER CORPORATION | $753,000 | – | 2,970 | – | 0.05% | – |
| FB | New | META PLATFORMS INCcl a | $738,000 | – | 4,577 | – | 0.05% | – |
| New | ARBOR REALTY TRUST INCnote 4.750%11/0 | $734,000 | – | 745,000 | – | 0.05% | – | |
| BAC | New | BK OF AMERICA CORP | $722,000 | – | 23,134 | – | 0.04% | – |
| V | New | VISA INC | $687,000 | – | 3,483 | – | 0.04% | – |
| TSLA | New | TESLA INC | $674,000 | – | 1,003 | – | 0.04% | – |
| KO | New | COCA COLA CO | $618,000 | – | 9,829 | – | 0.04% | – |
| COST | New | COSTCO WHSL CORP NEW | $610,000 | – | 1,278 | – | 0.04% | – |
| IWD | New | ISHARES TRrus 1000 val etf | $591,000 | – | 4,077 | – | 0.04% | – |
| UNP | New | UNION PAC CORP | $580,000 | – | 2,720 | – | 0.04% | – |
| MRK | New | MERCK & CO INC | $576,000 | – | 6,313 | – | 0.04% | – |
| VZ | New | VERIZON COMMUNICATIONS INC | $561,000 | – | 11,044 | – | 0.04% | – |
| PEP | New | PEPSICO INC | $557,000 | – | 3,347 | – | 0.04% | – |
| ABBV | New | ABBVIE INC | $536,000 | – | 3,507 | – | 0.03% | – |
| ABT | New | ABBOTT LABS | $547,000 | – | 5,028 | – | 0.03% | – |
| CVX | New | CHEVRON CORP NEW | $518,000 | – | 3,582 | – | 0.03% | – |
| FLOT | New | ISHARES TRfltg rate nt etf | $512,000 | – | 10,279 | – | 0.03% | – |
| MCD | New | MCDONALDS CORP | $516,000 | – | 2,094 | – | 0.03% | – |
| ASHR | New | DBX ETF TRxtrack hrvst csi | $503,000 | – | 14,687 | – | 0.03% | – |
| HD | New | HOME DEPOT INC | $500,000 | – | 1,828 | – | 0.03% | – |
| MDIV | New | FIRST TR EXCHANGE-TRADED FDmulti asset di | $484,000 | – | 31,823 | – | 0.03% | – |
| TMO | New | THERMO FISHER SCIENTIFIC INC | $476,000 | – | 873 | – | 0.03% | – |
| AMGN | New | AMGEN INC | $485,000 | – | 1,996 | – | 0.03% | – |
| MA | New | MASTERCARD INCORPORATEDcl a | $478,000 | – | 1,511 | – | 0.03% | – |
| New | SNAP INCnote 0.750% 8/0 | $477,000 | – | 502,000 | – | 0.03% | – | |
| New | WISDOMTREE INVTS INCnote 3.250% 6/1 | $454,000 | – | 500,000 | – | 0.03% | – | |
| CSCO | New | CISCO SYS INC | $468,000 | – | 10,994 | – | 0.03% | – |
| AVGO | New | BROADCOM INC | $450,000 | – | 932 | – | 0.03% | – |
| SHY | New | ISHARES TR1 3 yr treas bd | $444,000 | – | 5,356 | – | 0.03% | – |
| AGG | New | ISHARES TRcore us aggbd et | $423,000 | – | 4,156 | – | 0.03% | – |
| PXD | New | PIONEER NAT RES CO | $421,000 | – | 1,891 | – | 0.03% | – |
| New | VIAVI SOLUTIONS INCnote 1.000% 3/0 | $420,000 | – | 371,000 | – | 0.03% | – | |
| CMCSA | New | COMCAST CORP NEWcl a | $418,000 | – | 10,622 | – | 0.03% | – |
| WFC | New | WELLS FARGO CO NEW | $404,000 | – | 10,287 | – | 0.02% | – |
| ICE | New | INTERCONTINENTAL EXCHANGE IN | $404,000 | – | 4,301 | – | 0.02% | – |
| DIS | New | DISNEY WALT CO | $388,000 | – | 4,112 | – | 0.02% | – |
| CRM | New | SALESFORCE INC | $388,000 | – | 2,345 | – | 0.02% | – |
| ORCL | New | ORACLE CORP | $369,000 | – | 5,284 | – | 0.02% | – |
| LPLA | New | LPL FINL HLDGS INC | $348,000 | – | 1,884 | – | 0.02% | – |
| INTC | New | INTEL CORP | $335,000 | – | 8,954 | – | 0.02% | – |
| FWONK | New | LIBERTY MEDIA CORP DEL | $330,000 | – | 5,196 | – | 0.02% | – |
| New | CONMED CORPnote 2.625% 2/0 | $333,000 | – | 276,000 | – | 0.02% | – | |
| New | WOLFSPEED INCnote 1.750% 5/0 | $339,000 | – | 223,000 | – | 0.02% | – | |
| SLB | New | SCHLUMBERGER LTD | $330,000 | – | 9,171 | – | 0.02% | – |
| ADBE | New | ADOBE SYSTEMS INCORPORATED | $322,000 | – | 883 | – | 0.02% | – |
| ACN | New | ACCENTURE PLC IRELAND | $319,000 | – | 1,143 | – | 0.02% | – |
| New | ETSY INCnote 0.125%10/0 | $316,000 | – | 280,000 | – | 0.02% | – | |
| AMAT | New | APPLIED MATLS INC | $301,000 | – | 3,310 | – | 0.02% | – |
| HON | New | HONEYWELL INTL INC | $308,000 | – | 1,768 | – | 0.02% | – |
| BMY | New | BRISTOL-MYERS SQUIBB CO | $306,000 | – | 3,962 | – | 0.02% | – |
| PKI | New | PERKINELMER INC | $303,000 | – | 2,130 | – | 0.02% | – |
| LMT | New | LOCKHEED MARTIN CORP | $282,000 | – | 653 | – | 0.02% | – |
| ORLY | New | OREILLY AUTOMOTIVE INC | $281,000 | – | 444 | – | 0.02% | – |
| WMT | New | WALMART INC | $285,000 | – | 2,340 | – | 0.02% | – |
| CAT | New | CATERPILLAR INC | $286,000 | – | 1,596 | – | 0.02% | – |
| MDT | New | MEDTRONIC PLC | $288,000 | – | 3,188 | – | 0.02% | – |
| NKE | New | NIKE INCcl b | $272,000 | – | 2,660 | – | 0.02% | – |
| ETN | New | EATON CORP PLC | $275,000 | – | 2,169 | – | 0.02% | – |
| CVS | New | CVS HEALTH CORP | $264,000 | – | 2,820 | – | 0.02% | – |
| NOW | New | SERVICENOW INC | $260,000 | – | 551 | – | 0.02% | – |
| LNG | New | CHENIERE ENERGY INC | $262,000 | – | 1,958 | – | 0.02% | – |
| BA | New | BOEING CO | $231,000 | – | 1,689 | – | 0.02% | – |
| VLO | New | VALERO ENERGY CORP | $241,000 | – | 2,264 | – | 0.02% | – |
| LIN | New | LINDE PLC | $237,000 | – | 825 | – | 0.02% | – |
| WMB | New | WILLIAMS COS INC | $243,000 | – | 7,836 | – | 0.02% | – |
| UPS | New | UNITED PARCEL SERVICE INCcl b | $242,000 | – | 1,319 | – | 0.02% | – |
| AIG | New | AMERICAN INTL GROUP INC | $235,000 | – | 4,633 | – | 0.02% | – |
| PRU | New | PRUDENTIAL FINL INC | $238,000 | – | 2,497 | – | 0.02% | – |
| MS | New | MORGAN STANLEY | $218,000 | – | 2,843 | – | 0.01% | – |
| DHI | New | D R HORTON INC | $215,000 | – | 3,260 | – | 0.01% | – |
| DE | New | DEERE & CO | $217,000 | – | 726 | – | 0.01% | – |
| New | DEXCOM INCnote 0.750%12/0 | $216,000 | – | 117,000 | – | 0.01% | – | |
| RTX | New | RAYTHEON TECHNOLOGIES CORP | $221,000 | – | 2,319 | – | 0.01% | – |
| QCOM | New | QUALCOMM INC | $221,000 | – | 1,729 | – | 0.01% | – |
| REM | New | ISHARES TRmortge rel etf | $222,000 | – | 8,288 | – | 0.01% | – |
| KEY | New | KEYCORP | $228,000 | – | 13,201 | – | 0.01% | – |
| NOC | New | NORTHROP GRUMMAN CORP | $224,000 | – | 470 | – | 0.01% | – |
| LH | New | LABORATORY CORP AMER HLDGS | $225,000 | – | 958 | – | 0.01% | – |
| LOW | New | LOWES COS INC | $221,000 | – | 1,248 | – | 0.01% | – |
| EQT | New | EQT CORP | $214,000 | – | 6,255 | – | 0.01% | – |
| LUV | New | SOUTHWEST AIRLS CO | $204,000 | – | 5,593 | – | 0.01% | – |
| INTU | New | INTUIT | $201,000 | – | 518 | – | 0.01% | – |
| BKR | New | BAKER HUGHES COMPANYcl a | $201,000 | – | 6,971 | – | 0.01% | – |
| T | New | AT&T INC | $204,000 | – | 9,743 | – | 0.01% | – |
| IYM | New | ISHARES TRu.s. bas mtl etf | $202,000 | – | 1,729 | – | 0.01% | – |
| CLF | New | CLEVELAND-CLIFFS INC NEW | $185,000 | – | 11,984 | – | 0.01% | – |
| SKIN | New | THE BEAUTY HEALTH COMPANY | $157,000 | – | 12,300 | – | 0.01% | – |
| New | MERITOR INCnote 3.250%10/1 | $47,000 | – | 43,000 | – | 0.00% | – | |
| New | NICE LTDnote 9/1 | $34,000 | – | 35,000 | – | 0.00% | – | |
| New | ATLAS AIR WORLDWIDE HLDGS INnote 1.875% 6/0 | $20,000 | – | 17,000 | – | 0.00% | – |
Q4 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| Exit | MICROCHIP TECHNOLOGY INC.note 1.625% 2/1 | $0 | – | -11,000 | – | -0.00% | – | |
| Exit | ATLAS AIR WORLDWIDE HLDGS INnote 1.875% 6/0 | $0 | – | -17,000 | – | -0.00% | – | |
| Exit | PALO ALTO NETWORKS INCnote 0.375% 6/0 | $0 | – | -32,000 | – | -0.00% | – | |
| Exit | NICE SYS INCnote 1.250% 1/1 | $0 | – | -25,000 | – | -0.01% | – | |
| RCLFU | Exit | ROSECLIFF ACQUISITION CORP Iunit 99/99/9999 | $0 | – | -10,000 | – | -0.01% | – |
| Exit | CSG SYS INTL INCnote 4.250% 3/1 | $0 | – | -106,000 | – | -0.01% | – | |
| Exit | MICROCHIP TECHNOLOGY INC.note 0.125%11/1 | $0 | – | -160,000 | – | -0.01% | – | |
| APD | Exit | AIR PRODS & CHEMS INC | $0 | – | -789 | – | -0.01% | – |
| PSX | Exit | PHILLIPS 66 | $0 | – | -2,941 | – | -0.01% | – |
| TFC | Exit | TRUIST FINL CORP | $0 | – | -3,499 | – | -0.01% | – |
| MRVL | Exit | MARVELL TECHNOLOGY INC | $0 | – | -3,529 | – | -0.01% | – |
| JCOM | Exit | J2 GLOBAL INC | $0 | – | -1,589 | – | -0.01% | – |
| WMB | Exit | WILLIAMS COS INC | $0 | – | -7,992 | – | -0.01% | – |
| FCX | Exit | FREEPORT-MCMORAN INCcl b | $0 | – | -6,423 | – | -0.01% | – |
| CMI | Exit | CUMMINS INC | $0 | – | -979 | – | -0.01% | – |
| GILD | Exit | GILEAD SCIENCES INC | $0 | – | -3,034 | – | -0.01% | – |
| ITW | Exit | ILLINOIS TOOL WKS INC | $0 | – | -1,030 | – | -0.01% | – |
| MSI | Exit | MOTOROLA SOLUTIONS INC | $0 | – | -902 | – | -0.01% | – |
| MMM | Exit | 3M CO | $0 | – | -1,250 | – | -0.01% | – |
| SE | Exit | SEA LTDsponsord ads | $0 | – | -664 | – | -0.01% | – |
| ARCC | Exit | ARES CAPITAL CORP | $0 | – | -10,445 | – | -0.01% | – |
| IYM | Exit | ISHARES TRu.s. bas mtl etf | $0 | – | -1,753 | – | -0.01% | – |
| PH | Exit | PARKER-HANNIFIN CORP | $0 | – | -817 | – | -0.01% | – |
| BMY | Exit | BRISTOL-MYERS SQUIBB CO | $0 | – | -4,013 | – | -0.01% | – |
| LMT | Exit | LOCKHEED MARTIN CORP | $0 | – | -659 | – | -0.01% | – |
| Exit | STARWOOD WAYPOINT HOMESnote 3.500% 1/1 | $0 | – | -142,000 | – | -0.01% | – | |
| QCOM | Exit | QUALCOMM INC | $0 | – | -1,755 | – | -0.01% | – |
| TXN | Exit | TEXAS INSTRS INC | $0 | – | -1,223 | – | -0.01% | – |
| CLF | Exit | CLEVELAND-CLIFFS INC NEW | $0 | – | -12,154 | – | -0.01% | – |
| UPS | Exit | UNITED PARCEL SERVICE INCcl b | $0 | – | -1,333 | – | -0.02% | – |
| LIN | Exit | LINDE PLC | $0 | – | -831 | – | -0.02% | – |
| MT | Exit | ARCELORMITTAL SA LUXEMBOURGny registry sh | $0 | – | -8,381 | – | -0.02% | – |
| DOV | Exit | DOVER CORP | $0 | – | -1,636 | – | -0.02% | – |
| DE | Exit | DEERE & CO | $0 | – | -732 | – | -0.02% | – |
| MU | Exit | MICRON TECHNOLOGY INC | $0 | – | -3,537 | – | -0.02% | – |
| CVS | Exit | CVS HEALTH CORP | $0 | – | -2,852 | – | -0.02% | – |
| PRU | Exit | PRUDENTIAL FINL INC | $0 | – | -2,528 | – | -0.02% | – |
| LH | Exit | LABORATORY CORP AMER HLDGS | $0 | – | -971 | – | -0.02% | – |
| ORLY | Exit | OREILLY AUTOMOTIVE INC | $0 | – | -444 | – | -0.02% | – |
| FWONK | Exit | LIBERTY MEDIA CORP DEL | $0 | – | -5,273 | – | -0.02% | – |
| AIG | Exit | AMERICAN INTL GROUP INC | $0 | – | -4,704 | – | -0.02% | – |
| LOW | Exit | LOWES COS INC | $0 | – | -1,261 | – | -0.02% | – |
| DHI | Exit | D R HORTON INC | $0 | – | -3,293 | – | -0.02% | – |
| MS | Exit | MORGAN STANLEY | $0 | – | -2,966 | – | -0.02% | – |
| INTU | Exit | INTUIT | $0 | – | -523 | – | -0.02% | – |
| SLB | Exit | SCHLUMBERGER LTD | $0 | – | -9,305 | – | -0.02% | – |
| LUV | Exit | SOUTHWEST AIRLS CO | $0 | – | -5,878 | – | -0.02% | – |
| GM | Exit | GENERAL MTRS CO | $0 | – | -5,786 | – | -0.02% | – |
| C | Exit | CITIGROUP INC | $0 | – | -4,186 | – | -0.02% | – |
| DKS | Exit | DICKS SPORTING GOODS INC | $0 | – | -2,454 | – | -0.02% | – |
| LPLA | Exit | LPL FINL HLDGS INC | $0 | – | -1,909 | – | -0.02% | – |
| Exit | SQUARE INCnote 0.125% 3/0 | $0 | – | -153,000 | – | -0.02% | – | |
| TSM | Exit | TAIWAN SEMICONDUCTOR MFG LTDsponsored ads | $0 | – | -2,836 | – | -0.02% | – |
| PXD | Exit | PIONEER NAT RES CO | $0 | – | -1,915 | – | -0.02% | – |
| ETN | Exit | EATON CORP PLC | $0 | – | -2,195 | – | -0.02% | – |
| WMT | Exit | WALMART INC | $0 | – | -2,386 | – | -0.02% | – |
| T | Exit | AT&T INC | $0 | – | -12,959 | – | -0.02% | – |
| NOW | Exit | SERVICENOW INC | $0 | – | -551 | – | -0.02% | – |
| ACN | Exit | ACCENTURE PLC IRELAND | $0 | – | -1,151 | – | -0.02% | – |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -3,639 | – | -0.02% | – |
| PKI | Exit | PERKINELMER INC | $0 | – | -2,154 | – | -0.02% | – |
| Exit | BRIDGEBIO PHARMA INCnote 2.500% 3/1 | $0 | – | -279,000 | – | -0.02% | – | |
| NFLX | Exit | NETFLIX INC | $0 | – | -629 | – | -0.02% | – |
| HON | Exit | HONEYWELL INTL INC | $0 | – | -1,792 | – | -0.02% | – |
| BA | Exit | BOEING CO | $0 | – | -1,713 | – | -0.02% | – |
| TPX | Exit | TEMPUR SEALY INTL INC | $0 | – | -8,075 | – | -0.02% | – |
| ABBV | Exit | ABBVIE INC | $0 | – | -3,560 | – | -0.02% | – |
| NKE | Exit | NIKE INCcl b | $0 | – | -2,687 | – | -0.02% | – |
| MDT | Exit | MEDTRONIC PLC | $0 | – | -3,226 | – | -0.02% | – |
| Exit | CHEGG INCnote 0.125% 3/1 | $0 | – | -289,000 | – | -0.02% | – | |
| CRM | Exit | SALESFORCE COM INC | $0 | – | -1,561 | – | -0.02% | – |
| AMAT | Exit | APPLIED MATLS INC | $0 | – | -3,350 | – | -0.03% | – |
| WTRU | Exit | ESSENTIAL UTILS INCunit 04/30/2022 | $0 | – | -7,430 | – | -0.03% | – |
| AMGN | Exit | AMGEN INC | $0 | – | -2,024 | – | -0.03% | – |
| AVGO | Exit | BROADCOM INC | $0 | – | -939 | – | -0.03% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -5,337 | – | -0.03% | – |
| SHY | Exit | ISHARES TR1 3 yr treas bd | $0 | – | -5,481 | – | -0.03% | – |
| Exit | ARBOR REALTY TRUST INCnote 4.750%11/0 | $0 | – | -435,000 | – | -0.03% | – | |
| Exit | HERCULES CAPITAL INCdbcv 4.375% 2/0 | $0 | – | -458,000 | – | -0.03% | – | |
| MRK | Exit | MERCK & CO INC | $0 | – | -6,402 | – | -0.03% | – |
| WFC | Exit | WELLS FARGO CO NEW | $0 | – | -10,517 | – | -0.03% | – |
| TMO | Exit | THERMO FISHER SCIENTIFIC INC | $0 | – | -880 | – | -0.03% | – |
| INTC | Exit | INTEL CORP | $0 | – | -9,262 | – | -0.03% | – |
| Exit | VIAVI SOLUTIONS INCnote 1.000% 3/0 | $0 | – | -383,000 | – | -0.03% | – | |
| ICE | Exit | INTERCONTINENTAL EXCHANGE IN | $0 | – | -4,359 | – | -0.03% | – |
| ADBE | Exit | ADOBE SYSTEMS INCORPORATED | $0 | – | -891 | – | -0.03% | – |
| MDIV | Exit | FIRST TR EXCHANGE-TRADED FDmulti asset di | $0 | – | -31,521 | – | -0.03% | – |
| REM | Exit | ISHARES TRmortge rel etf | $0 | – | -14,363 | – | -0.03% | – |
| MCD | Exit | MCDONALDS CORP | $0 | – | -2,154 | – | -0.03% | – |
| KO | Exit | COCA COLA CO | $0 | – | -9,952 | – | -0.03% | – |
| PEP | Exit | PEPSICO INC | $0 | – | -3,387 | – | -0.03% | – |
| MA | Exit | MASTERCARD INCORPORATEDcl a | $0 | – | -1,535 | – | -0.03% | – |
| FLOT | Exit | ISHARES TRfltg rate nt etf | $0 | – | -10,689 | – | -0.03% | – |
| UNP | Exit | UNION PAC CORP | $0 | – | -2,752 | – | -0.03% | – |
| COST | Exit | COSTCO WHSL CORP NEW | $0 | – | -1,295 | – | -0.04% | – |
| CMCSA | Exit | COMCAST CORP NEWcl a | $0 | – | -10,762 | – | -0.04% | – |
| PYPL | Exit | PAYPAL HLDGS INC | $0 | – | -2,279 | – | -0.04% | – |
| Exit | INSMED INCnote 1.750% 1/1 | $0 | – | -574,000 | – | -0.04% | – | |
| Exit | FORTIVE CORPnote 0.875% 2/1 | $0 | – | -595,000 | – | -0.04% | – | |
| ABT | Exit | ABBOTT LABS | $0 | – | -5,091 | – | -0.04% | – |
| CSCO | Exit | CISCO SYS INC | $0 | – | -11,317 | – | -0.04% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -11,223 | – | -0.04% | – |
| Exit | LIBERTY MEDIA CORP DELdeb 3.500% 1/1 | $0 | – | -500,000 | – | -0.04% | – | |
| DHR | Exit | DANAHER CORPORATION | $0 | – | -2,163 | – | -0.04% | – |
| TSLA | Exit | TESLA INC | $0 | – | -869 | – | -0.04% | – |
| DIS | Exit | DISNEY WALT CO | $0 | – | -4,169 | – | -0.04% | – |
| L | Exit | LOEWS CORP | $0 | – | -13,232 | – | -0.04% | – |
| Exit | GREEN PLAINS INCnote 2.250% 3/1 | $0 | – | -569,000 | – | -0.04% | – | |
| Exit | MARRIOTT VACATIONS WORLDWIDEnote 1.500% 9/1 | $0 | – | -640,000 | – | -0.05% | – | |
| IYR | Exit | ISHARES TRu.s. real es etf | $0 | – | -7,528 | – | -0.05% | – |
| Exit | NCL CORP LTDnote 6.000% 5/1 | $0 | – | -365,000 | – | -0.05% | – | |
| V | Exit | VISA INC | $0 | – | -3,556 | – | -0.05% | – |
| PFE | Exit | PFIZER INC | $0 | – | -18,704 | – | -0.05% | – |
| UNH | Exit | UNITEDHEALTH GROUP INC | $0 | – | -2,261 | – | -0.05% | – |
| PG | Exit | PROCTER AND GAMBLE CO | $0 | – | -6,805 | – | -0.06% | – |
| Exit | HELIX ENERGY SOLUTIONS GRP Inote 4.125% 9/1 | $0 | – | -1,000,000 | – | -0.06% | – | |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -5,994 | – | -0.06% | – |
| BAC | Exit | BK OF AMERICA CORP | $0 | – | -23,624 | – | -0.06% | – |
| Exit | ETSY INCnote 0.125%10/0 | $0 | – | -422,000 | – | -0.06% | – | |
| NVDA | Exit | NVIDIA CORPORATION | $0 | – | -5,140 | – | -0.06% | – |
| BRKB | Exit | BERKSHIRE HATHAWAY INC DELcl b new | $0 | – | -4,054 | – | -0.07% | – |
| KMB | Exit | KIMBERLY-CLARK CORP | $0 | – | -8,685 | – | -0.07% | – |
| HD | Exit | HOME DEPOT INC | $0 | – | -3,593 | – | -0.07% | – |
| Exit | SPLUNK INCnote 1.125% 9/1 | $0 | – | -973,000 | – | -0.07% | – | |
| IEMG | Exit | ISHARES INCcore msci emkt | $0 | – | -19,787 | – | -0.07% | – |
| ASHR | Exit | DBX ETF TRxtrack hrvst csi | $0 | – | -32,611 | – | -0.08% | – |
| ACWX | Exit | ISHARES TRmsci acwi ex us | $0 | – | -25,237 | – | -0.08% | – |
| Exit | CHEESECAKE FACTORY INCnote 0.375% 6/1 | $0 | – | -1,500,000 | – | -0.09% | – | |
| XLU | Exit | SELECT SECTOR SPDR TRsbi int-utils | $0 | – | -23,619 | – | -0.09% | – |
| Exit | SPIRIT AIRLS INCnote 1.000% 5/1 | $0 | – | -1,650,000 | – | -0.09% | – | |
| Exit | Q2 HLDGS INCnote 0.750% 6/0 | $0 | – | -1,388,000 | – | -0.09% | – | |
| Exit | VISHAY INTERTECHNOLOGY INCnote 2.250% 6/1 | $0 | – | -1,538,000 | – | -0.10% | – | |
| Exit | KAMAN CORPnote 3.250% 5/0 | $0 | – | -1,600,000 | – | -0.10% | – | |
| Exit | TABULA RASA HEALTHCARE INCnote 1.750% 2/1 | $0 | – | -2,000,000 | – | -0.10% | – | |
| Exit | 8X8 INC NEWnote 0.500% 2/0 | $0 | – | -1,500,000 | – | -0.10% | – | |
| AEPPL | Exit | AMERICAN ELEC PWR CO INCunit 08/01/2021 | $0 | – | -35,605 | – | -0.10% | – |
| AQNU | Exit | ALGONQUIN PWR UTILS CORPunit 99/99/9999 | $0 | – | -35,000 | – | -0.10% | – |
| Exit | BLOOM ENERGY CORPnote 2.500% 8/1 | $0 | – | -1,250,000 | – | -0.10% | – | |
| Exit | IONIS PHARMACEUTICALS INCnote 0.125%12/1 | $0 | – | -1,905,000 | – | -0.10% | – | |
| Exit | 2U INCnote 2.250% 5/0 | $0 | – | -1,250,000 | – | -0.10% | – | |
| Exit | SFL CORPORATION LTDnote 4.875% 5/0 | $0 | – | -1,750,000 | – | -0.11% | – | |
| Exit | HOPE BANCORP INCnote 2.000% 5/1 | $0 | – | -1,775,000 | – | -0.11% | – | |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -10,751 | – | -0.11% | – |
| Exit | BILIBILI INCnote 1.250% 6/1 | $0 | – | -985,000 | – | -0.11% | – | |
| Exit | GOLAR LNG LTDnote 2.750% 2/1 | $0 | – | -1,800,000 | – | -0.11% | – | |
| DCUE | Exit | DOMINION ENERGY INCunit 99/99/9999 | $0 | – | -18,590 | – | -0.11% | – |
| Exit | ENVESTNET INCnote 1.750% 6/0 | $0 | – | -1,430,000 | – | -0.11% | – | |
| Exit | INFINERA CORPnote 2.125% 9/0 | $0 | – | -1,650,000 | – | -0.11% | – | |
| Exit | RADIUS HEALTH INCnote 3.000% 9/0 | $0 | – | -2,000,000 | – | -0.11% | – | |
| Exit | EVERBRIDGE INCnote 0.125%12/1 | $0 | – | -1,250,000 | – | -0.11% | – | |
| FB | Exit | FACEBOOK INCcl a | $0 | – | -5,473 | – | -0.11% | – |
| Exit | REDWOOD TR INCnote 5.625% 7/1 | $0 | – | -2,000,000 | – | -0.12% | – | |
| Exit | AVAYA HLDGS CORPnote 2.250% 6/1 | $0 | – | -2,000,000 | – | -0.13% | – | |
| Exit | AIR TRANS SVCS GROUP INCnote 1.125%10/1 | $0 | – | -2,000,000 | – | -0.13% | – | |
| Exit | VONAGE HLDGS CORPnote 1.750% 6/0 | $0 | – | -1,850,000 | – | -0.13% | – | |
| Exit | COHERUS BIOSCIENCES INCnote 1.500% 4/1 | $0 | – | -2,000,000 | – | -0.13% | – | |
| Exit | HUAZHU GROUP LTDnote 3.000% 5/0 | $0 | – | -1,750,000 | – | -0.14% | – | |
| Exit | JAZZ INVESTMENTS I LTDnote 1.500% 8/1 | $0 | – | -2,299,000 | – | -0.14% | – | |
| Exit | I3 VERTICALS LLCnote 1.000% 2/1 | $0 | – | -2,500,000 | – | -0.14% | – | |
| Exit | OSI SYSTEMS INCnote 1.250% 9/0 | $0 | – | -2,250,000 | – | -0.14% | – | |
| Exit | ISTAR INCnote 3.125% 9/1 | $0 | – | -1,300,000 | – | -0.14% | – | |
| FPXI | Exit | FIRST TR EXCHANGE TRADED FDintl equity opp | $0 | – | -37,410 | – | -0.14% | – |
| Exit | MICROCHIP TECHNOLOGY INC.note 2.250% 2/1 | $0 | – | -1,060,000 | – | -0.15% | – | |
| Exit | LIGAND PHARMACEUTICALS INCnote 0.750% 5/1 | $0 | – | -2,500,000 | – | -0.15% | – | |
| Exit | ENCORE CAP EUROPE FIN LTDnote 4.500% 9/0 | $0 | – | -2,000,000 | – | -0.15% | – | |
| Exit | TWO HBRS INVT CORPnote 6.250% 1/1 | $0 | – | -2,500,000 | – | -0.15% | – | |
| Exit | RWT HLDGS INCnote 5.750%10/0 | $0 | – | -2,500,000 | – | -0.15% | – | |
| DTP | Exit | DTE ENERGY COunit 11/01/2022s | $0 | – | -53,520 | – | -0.16% | – |
| Exit | THERAVANCE INCnote 2.125% 1/1 | $0 | – | -2,500,000 | – | -0.16% | – | |
| Exit | IQIYI INCnote 2.000% 4/0 | $0 | – | -3,068,000 | – | -0.16% | – | |
| Exit | PRA GROUP INCnote 3.500% 6/0 | $0 | – | -2,500,000 | – | -0.17% | – | |
| Exit | TRAVERE THERAPEUTICS INCnote 2.500% 9/1 | $0 | – | -2,750,000 | – | -0.17% | – | |
| AMZN | Exit | AMAZON COM INC | $0 | – | -852 | – | -0.17% | – |
| SOLN | Exit | SOUTHERN COunit 08/01/2022 | $0 | – | -55,975 | – | -0.17% | – |
| Exit | GOSSAMER BIO INCnote 5.000% 6/0 | $0 | – | -2,750,000 | – | -0.17% | – | |
| Exit | STRIDE INCnote 1.125% 9/0 | $0 | – | -2,881,000 | – | -0.17% | – | |
| EMB | Exit | ISHARES TRjpmorgan usd emg | $0 | – | -26,040 | – | -0.17% | – |
| Exit | FLEXION THERAPEUTICS INCnote 3.375% 5/0 | $0 | – | -3,250,000 | – | -0.17% | – | |
| XLE | Exit | SELECT SECTOR SPDR TRenergy | $0 | – | -56,530 | – | -0.18% | – |
| Exit | HELIX ENERGY SOLUTIONS GRP Inote 6.750% 2/1 | $0 | – | -2,843,000 | – | -0.18% | – | |
| EUFN | Exit | ISHARES TRmsci euro fl etf | $0 | – | -151,541 | – | -0.18% | – |
| XLF | Exit | SELECT SECTOR SPDR TRfinancial | $0 | – | -80,186 | – | -0.18% | – |
| Exit | SABRE GLBL INCnote 4.000% 4/1 | $0 | – | -1,750,000 | – | -0.18% | – | |
| GOOGL | Exit | ALPHABET INCcap stk cl a | $0 | – | -1,145 | – | -0.18% | – |
| IWM | Exit | ISHARES TRrussell 2000 etf | $0 | – | -14,270 | – | -0.19% | – |
| Exit | HELLO GROUP INCnote 1.250% 7/0 | $0 | – | -3,750,000 | – | -0.19% | – | |
| Exit | NEW RELIC INCnote 0.500% 5/0 | $0 | – | -3,150,000 | – | -0.19% | – | |
| Exit | WINNEBAGO INDS INCnote 1.500% 4/0 | $0 | – | -2,458,000 | – | -0.20% | – | |
| ANGL | Exit | VANECK ETF TRUSTfallen angel hg | $0 | – | -101,461 | – | -0.20% | – |
| Exit | NRG ENERGY INCdbcv 2.750% 6/0 | $0 | – | -2,850,000 | – | -0.20% | – | |
| Exit | MERITOR INCnote 3.250%10/1 | $0 | – | -3,253,000 | – | -0.21% | – | |
| NYCBPRU | Exit | NEW YORK CMNTY CAP TR Vunit 11/01/2051 | $0 | – | -67,000 | – | -0.21% | – |
| Exit | AKAMAI TECHNOLOGIES INCnote 0.375% 9/0 | $0 | – | -3,373,000 | – | -0.22% | – | |
| Exit | WORKIVA INCnote 1.125% 8/1 | $0 | – | -2,000,000 | – | -0.22% | – | |
| FIW | Exit | FIRST TR EXCHANGE TRADED FDwtr etf | $0 | – | -43,900 | – | -0.23% | – |
| Exit | LUMENTUM HLDGS INCnote 0.500%12/1 | $0 | – | -3,437,000 | – | -0.23% | – | |
| Exit | WAYFAIR INCnote 1.000% 8/1 | $0 | – | -2,063,000 | – | -0.23% | – | |
| Exit | CHENIERE ENERGY INCnote 4.250% 3/1 | $0 | – | -4,500,000 | – | -0.23% | – | |
| Exit | SPLUNK INCnote 1.125% 6/1 | $0 | – | -3,950,000 | – | -0.24% | – | |
| Exit | APOLLO COML REAL ESTATE FINnote 5.375%10/1 | $0 | – | -4,000,000 | – | -0.24% | – | |
| Exit | APELLIS PHARMACEUTICALS INCnote 3.500% 9/1 | $0 | – | -3,418,000 | – | -0.25% | – | |
| Exit | CHEFS WHSE INCnote 1.875%12/0 | $0 | – | -3,968,000 | – | -0.25% | – | |
| Exit | GRANITE PT MTG TR INCnote 6.375%10/0 | $0 | – | -4,316,000 | – | -0.26% | – | |
| Exit | BLACKLINE INCnote 0.125% 8/0 | $0 | – | -2,602,000 | – | -0.26% | – | |
| NEEPRO | Exit | NEXTERA ENERGY INCunit 09/01/2022s | $0 | – | -76,095 | – | -0.27% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -16,180 | – | -0.28% | – |
| AAPL | Exit | APPLE INC | $0 | – | -32,997 | – | -0.28% | – |
| Exit | DISH NETWORK CORPORATIONnote 3.375% 8/1 | $0 | – | -4,565,000 | – | -0.29% | – | |
| Exit | HANNON ARMSTRONG SUST INFR Cnote 8/1 | $0 | – | -4,059,000 | – | -0.29% | – | |
| Exit | NUVASIVE INCnote 0.375% 3/1 | $0 | – | -5,152,000 | – | -0.30% | – | |
| Exit | PURE STORAGE INCnote 0.125% 4/1 | $0 | – | -4,395,000 | – | -0.31% | – | |
| Exit | PENNYMAC CORPnote 5.500%11/0 | $0 | – | -4,997,000 | – | -0.31% | – | |
| Exit | SMART GLOBAL HLDGS INCnote 2.250% 2/1 | $0 | – | -3,921,000 | – | -0.31% | – | |
| Exit | REVANCE THERAPEUTICS INCnote 1.750% 2/1 | $0 | – | -4,487,000 | – | -0.31% | – | |
| Exit | PENN NATL GAMING INCnote 2.750% 5/1 | $0 | – | -1,626,000 | – | -0.31% | – | |
| Exit | RHnote 9/1 | $0 | – | -1,647,000 | – | -0.31% | – | |
| Exit | CNX RES CORPnote 2.250% 5/0 | $0 | – | -4,254,000 | – | -0.32% | – | |
| Exit | PAR TECHNOLOGY CORPnote 1.500%10/1 | $0 | – | -4,929,000 | – | -0.32% | – | |
| Exit | DEXCOM INCnote 0.750%12/0 | $0 | – | -1,611,000 | – | -0.32% | – | |
| Exit | NEOGENOMICS INCnote 0.250% 1/1 | $0 | – | -5,629,000 | – | -0.34% | – | |
| ELAT | Exit | ELANCO ANIMAL HEALTH INCunit 02/01/2023t | $0 | – | -116,735 | – | -0.35% | – |
| IWD | Exit | ISHARES TRrus 1000 val etf | $0 | – | -37,656 | – | -0.36% | – |
| Exit | SERVICENOW INCnote 6/0 | $0 | – | -1,326,000 | – | -0.37% | – | |
| Exit | CERENCE INCnote 3.000% 6/0 | $0 | – | -2,300,000 | – | -0.37% | – | |
| Exit | MFA FINL INCnote 6.250% 6/1 | $0 | – | -6,000,000 | – | -0.37% | – | |
| Exit | INTEGRA LIFESCIENCES HLDGS Cnote 0.500% 8/1 | $0 | – | -5,622,000 | – | -0.37% | – | |
| Exit | HALOZYME THERAPEUTICS INCnote 1.250%12/0 | $0 | – | -3,573,000 | – | -0.38% | – | |
| Exit | REPLIGEN CORPnote 0.375% 7/1 | $0 | – | -2,539,000 | – | -0.39% | – | |
| Exit | WAYFAIR INCnote 1.125%11/0 | $0 | – | -2,882,000 | – | -0.39% | – | |
| IYW | Exit | ISHARES TRu.s. tech etf | $0 | – | -67,661 | – | -0.41% | – |
| Exit | GRANITE CONSTR INCnote 2.750%11/0 | $0 | – | -4,931,000 | – | -0.41% | – | |
| Exit | KBR INCnote 2.500%11/0 | $0 | – | -4,359,000 | – | -0.42% | – | |
| LMBS | Exit | FIRST TR EXCHANGE-TRADED FDfst low oppt eft | $0 | – | -139,091 | – | -0.42% | – |
| TBF | Exit | PROSHARES TRshrt 20+yr tre | $0 | – | -423,000 | – | -0.43% | – |
| Exit | AMERICAN EAGLE OUTFITTERS INnote 3.750% 4/1 | $0 | – | -2,407,000 | – | -0.44% | – | |
| Exit | NOVAVAX INCnote 3.750% 2/0 | $0 | – | -4,301,000 | – | -0.45% | – | |
| Exit | PROSPECT CAP CORPnote 6.375% 3/0 | $0 | – | -6,961,000 | – | -0.45% | – | |
| Exit | II-VI INCnote 0.250% 9/0 | $0 | – | -5,680,000 | – | -0.46% | – | |
| Exit | RBC BEARINGS INC5% cnv pfd sr a | $0 | – | -68,490 | – | -0.46% | – | |
| Exit | ARES CAPITAL CORPnote 3.750% 2/0 | $0 | – | -7,133,000 | – | -0.46% | – | |
| Exit | AKAMAI TECHNOLOGIES INCnote 0.125% 5/0 | $0 | – | -6,287,000 | – | -0.46% | – | |
| Exit | ANTERO RESOURCES CORPnote 4.250% 9/0 | $0 | – | -1,767,000 | – | -0.47% | – | |
| Exit | TERADYNE INCnote 1.250%12/1 | $0 | – | -2,242,000 | – | -0.47% | – | |
| Exit | ENVISTA HOLDINGS CORPORATIONnote 2.375% 6/0 | $0 | – | -3,745,000 | – | -0.47% | – | |
| Exit | MONGODB INCnote 0.250% 1/1 | $0 | – | -3,493,000 | – | -0.48% | – | |
| FTSL | Exit | FIRST TR EXCHANGE-TRADED FDsenior ln fd | $0 | – | -168,280 | – | -0.49% | – |
| Exit | LIBERTY MEDIA CORP DELnote 1.375%10/1 | $0 | – | -5,909,000 | – | -0.49% | – | |
| Exit | EQT CORPnote 1.750% 5/0 | $0 | – | -5,130,000 | – | -0.49% | – | |
| Exit | ALLEGHENY TECHNOLOGIES INCnote 3.500% 6/1 | $0 | – | -6,122,000 | – | -0.49% | – | |
| Exit | SUMMIT HOTEL PPTYS INCnote 1.500% 2/1 | $0 | – | -7,977,000 | – | -0.50% | – | |
| Exit | FTI CONSULTING INCnote 2.000% 8/1 | $0 | – | -6,031,000 | – | -0.51% | – | |
| Exit | DATADOG INCnote 0.125% 6/1 | $0 | – | -5,203,000 | – | -0.52% | – | |
| Exit | INSMED INCnote 0.750% 6/0 | $0 | – | -7,992,000 | – | -0.53% | – | |
| Exit | MIDDLEBY CORPnote 1.000% 9/0 | $0 | – | -6,177,000 | – | -0.53% | – | |
| CFXA | Exit | COLFAX CORPunit 01/15/2022t | $0 | – | -47,806 | – | -0.54% | – |
| Exit | CENTENNIAL RESOURCE DEV INCnote 3.250% 4/0 | $0 | – | -6,823,000 | – | -0.54% | – | |
| Exit | CALLAWAY GOLF COnote 2.750% 5/0 | $0 | – | -5,211,000 | – | -0.55% | – | |
| Exit | SEA LTDnote 2.375%12/0 | $0 | – | -2,605,000 | – | -0.56% | – | |
| FPE | Exit | FIRST TR EXCH TRADED FD IIIpfd secs inc etf | $0 | – | -472,235 | – | -0.58% | – |
| Exit | WAYFAIR INCnote 0.625%10/0 | $0 | – | -9,748,000 | – | -0.59% | – | |
| Exit | PACIRA BIOSCIENCES INCnote 0.750% 8/0 | $0 | – | -9,247,000 | – | -0.60% | – | |
| Exit | RHnote 6/1 | $0 | – | -2,931,000 | – | -0.61% | – | |
| Exit | MERCADOLIBRE INCnote 2.000% 8/1 | $0 | – | -2,655,000 | – | -0.61% | – | |
| Exit | WESTERN DIGITAL CORP.note 1.500% 2/0 | $0 | – | -10,175,000 | – | -0.62% | – | |
| Exit | TWITTER INCnote 0.250% 6/1 | $0 | – | -8,155,000 | – | -0.62% | – | |
| Exit | CONMED CORPnote 2.625% 2/0 | $0 | – | -6,683,000 | – | -0.62% | – | |
| Exit | COUPA SOFTWARE INCnote 0.375% 6/1 | $0 | – | -9,646,000 | – | -0.63% | – | |
| Exit | AMERICAN AIRLINES GROUP INCnote 6.500% 7/0 | $0 | – | -7,131,000 | – | -0.66% | – | |
| Exit | SHOPIFY INCnote 0.125%11/0 | $0 | – | -8,945,000 | – | -0.66% | – | |
| Exit | LIBERTY MEDIA CORP DELnote 1.000% 1/3 | $0 | – | -7,748,000 | – | -0.66% | – | |
| Exit | CLEVELAND-CLIFFS INC NEWdbcv 1.500% 1/1 | $0 | – | -4,551,000 | – | -0.70% | – | |
| SWT | Exit | STANLEY BLACK & DECKER INCunit 11/15/2022 | $0 | – | -111,068 | – | -0.70% | – |
| Exit | WISDOMTREE INVTS INCnote 4.250% 6/1 | $0 | – | -10,236,000 | – | -0.72% | – | |
| Exit | ZSCALER INCnote 0.125% 7/0 | $0 | – | -6,569,000 | – | -0.72% | – | |
| Exit | JAZZ INVESTMENTS I LTDnote 2.000% 6/1 | $0 | – | -10,390,000 | – | -0.72% | – | |
| Exit | LYFT INCnote 1.500% 5/1 | $0 | – | -8,021,000 | – | -0.75% | – | |
| Exit | HUBSPOT INCnote 0.375% 6/0 | $0 | – | -5,562,000 | – | -0.81% | – | |
| Exit | INSULET CORPnote 0.375% 9/0 | $0 | – | -9,888,000 | – | -0.83% | – | |
| Exit | ARES CAPITAL CORPnote 4.625% 3/0 | $0 | – | -12,625,000 | – | -0.84% | – | |
| Exit | PEBBLEBROOK HOTEL TRnote 1.750%12/1 | $0 | – | -12,713,000 | – | -0.86% | – | |
| Exit | WORKDAY INCnote 0.250%10/0 | $0 | – | -8,320,000 | – | -0.86% | – | |
| Exit | CHEGG INCnote 9/0 | $0 | – | -15,221,000 | – | -0.90% | – | |
| Exit | ZENDESK INCnote 0.625% 6/1 | $0 | – | -11,871,000 | – | -0.91% | – | |
| Exit | SPLUNK INCnote 0.500% 9/1 | $0 | – | -12,963,000 | – | -0.91% | – | |
| Exit | EXACT SCIENCES CORPnote 0.375% 3/1 | $0 | – | -13,531,000 | – | -0.92% | – | |
| Exit | ZILLOW GROUP INCnote 2.750% 5/1 | $0 | – | -10,097,000 | – | -0.95% | – | |
| Exit | OKTA INCnote 0.125% 9/0 | $0 | – | -11,533,000 | – | -0.98% | – | |
| Exit | ON SEMICONDUCTOR CORPnote 1.625%10/1 | $0 | – | -7,521,000 | – | -1.02% | – | |
| Exit | DICKS SPORTING GOODS INCnote 3.250% 4/1 | $0 | – | -4,674,000 | – | -1.03% | – | |
| Exit | BURLINGTON STORES INCnote 2.250% 4/1 | $0 | – | -11,904,000 | – | -1.04% | – | |
| VXUS | Exit | VANGUARD STAR FDSvg tl intl stk f | $0 | – | -276,064 | – | -1.05% | – |
| Exit | MICROCHIP TECHNOLOGY INC.note 1.625% 2/1 | $0 | – | -7,753,000 | – | -1.07% | – | |
| Exit | TESLA INCnote 2.000% 5/1 | $0 | – | -1,438,000 | – | -1.08% | – | |
| Exit | SQUARE INCnote 0.500% 5/1 | $0 | – | -5,993,000 | – | -1.11% | – | |
| Exit | EURONET WORLDWIDE INCnote 0.750% 3/1 | $0 | – | -16,982,000 | – | -1.13% | – | |
| Exit | ILLUMINA INCnote 8/1 | $0 | – | -16,207,000 | – | -1.14% | – | |
| NEEPRP | Exit | NEXTERA ENERGY INCunit 99/99/9999 | $0 | – | -381,220 | – | -1.17% | – |
| Exit | ETSY INCnote 0.125% 9/0 | $0 | – | -15,192,000 | – | -1.20% | – | |
| Exit | LIVE NATION ENTERTAINMENT INnote 2.500% 3/1 | $0 | – | -13,908,000 | – | -1.21% | – | |
| AGG | Exit | ISHARES TRcore us aggbd et | $0 | – | -179,305 | – | -1.24% | – |
| Exit | ROYAL CARIBBEAN GROUPnote 4.250% 6/1 | $0 | – | -15,456,000 | – | -1.31% | – | |
| Exit | SNAP INCnote 0.750% 8/0 | $0 | – | -6,880,000 | – | -1.35% | – | |
| Exit | SEA LTDnote 0.250% 9/1 | $0 | – | -22,332,000 | – | -1.36% | – | |
| Exit | NCL CORP LTDnote 5.375% 8/0 | $0 | – | -13,281,000 | – | -1.37% | – | |
| Exit | ANTHEM INCnote 2.750%10/1 | $0 | – | -4,792,000 | – | -1.53% | – | |
| Exit | DEXCOM INCnote 0.250%11/1 | $0 | – | -23,108,000 | – | -1.65% | – | |
| Exit | PALO ALTO NETWORKS INCnote 0.750% 7/0 | $0 | – | -21,089,000 | – | -2.31% | – | |
| Exit | BOOKING HOLDINGS INCnote 0.750% 5/0 | $0 | – | -28,912,000 | – | -2.56% | – | |
| Exit | PIONEER NAT RES COnote 0.250% 5/1 | $0 | – | -37,337,000 | – | -3.64% | – | |
| Exit | SOUTHWEST AIRLS COnote 1.250% 5/0 | $0 | – | -46,709,000 | – | -4.21% | – | |
| IVV | Exit | ISHARES TRcore s&p500 etf | $0 | – | -188,661 | – | -4.90% | – |
Q3 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| IVV | Buy | ISHARES TRcore s&p500 etf | $81,279,000 | +8.7% | 188,661 | +8.4% | 4.90% | +1.4% |
| Buy | SOUTHWEST AIRLS COnote 1.250% 5/0 | $69,774,000 | +24.8% | 46,709,000 | +26.5% | 4.21% | +16.4% | |
| Buy | PIONEER NAT RES COnote 0.250% 5/1 | $60,261,000 | +10.6% | 37,337,000 | +9.3% | 3.64% | +3.2% | |
| Buy | BOOKING HOLDINGS INCnote 0.750% 5/0 | $42,463,000 | +7.4% | 28,912,000 | +3.4% | 2.56% | +0.2% | |
| Buy | PALO ALTO NETWORKS INCnote 0.750% 7/0 | $38,329,000 | +33.6% | 21,089,000 | +7.1% | 2.31% | +24.6% | |
| Buy | DEXCOM INCnote 0.250%11/1 | $27,385,000 | +45.9% | 23,108,000 | +28.6% | 1.65% | +36.1% | |
| Buy | ANTHEM INCnote 2.750%10/1 | $25,293,000 | -1.0% | 4,792,000 | +1.3% | 1.53% | -7.6% | |
| New | NCL CORP LTDnote 5.375% 8/0 | $22,672,000 | – | 13,281,000 | – | 1.37% | – | |
| New | SEA LTDnote 0.250% 9/1 | $22,597,000 | – | 22,332,000 | – | 1.36% | – | |
| Sell | SNAP INCnote 0.750% 8/0 | $22,445,000 | +7.7% | 6,880,000 | -0.7% | 1.35% | +0.4% | |
| New | ROYAL CARIBBEAN GROUPnote 4.250% 6/1 | $21,718,000 | – | 15,456,000 | – | 1.31% | – | |
| AGG | Buy | ISHARES TRcore us aggbd et | $20,591,000 | +1.8% | 179,305 | +2.2% | 1.24% | -5.0% |
| Sell | LIVE NATION ENTERTAINMENT INnote 2.500% 3/1 | $20,063,000 | +0.8% | 13,908,000 | -2.4% | 1.21% | -5.9% | |
| New | ETSY INCnote 0.125% 9/0 | $19,973,000 | – | 15,192,000 | – | 1.20% | – | |
| NEEPRP | Buy | NEXTERA ENERGY INCunit 99/99/9999 | $19,438,000 | +36.4% | 381,220 | +30.9% | 1.17% | +27.2% |
| Buy | EURONET WORLDWIDE INCnote 0.750% 3/1 | $18,665,000 | -2.6% | 16,982,000 | +0.9% | 1.13% | -9.2% | |
| Sell | SQUARE INCnote 0.500% 5/1 | $18,429,000 | -3.4% | 5,993,000 | -1.7% | 1.11% | -9.8% | |
| Sell | TESLA INCnote 2.000% 5/1 | $17,939,000 | +12.2% | 1,438,000 | -1.6% | 1.08% | +4.6% | |
| Sell | MICROCHIP TECHNOLOGY INC.note 1.625% 2/1 | $17,703,000 | +0.7% | 7,753,000 | -1.8% | 1.07% | -6.1% | |
| VXUS | Sell | VANGUARD STAR FDSvg tl intl stk f | $17,462,000 | -9.1% | 276,064 | -5.6% | 1.05% | -15.1% |
| Buy | BURLINGTON STORES INCnote 2.250% 4/1 | $17,293,000 | +17.6% | 11,904,000 | +28.6% | 1.04% | +9.7% | |
| Sell | DICKS SPORTING GOODS INCnote 3.250% 4/1 | $17,143,000 | +22.9% | 4,674,000 | -0.8% | 1.03% | +14.6% | |
| Sell | ON SEMICONDUCTOR CORPnote 1.625%10/1 | $16,939,000 | +17.2% | 7,521,000 | -1.1% | 1.02% | +9.3% | |
| Buy | OKTA INCnote 0.125% 9/0 | $16,277,000 | +38.5% | 11,533,000 | +41.3% | 0.98% | +29.2% | |
| Sell | ZILLOW GROUP INCnote 2.750% 5/1 | $15,716,000 | -38.6% | 10,097,000 | -22.2% | 0.95% | -42.8% | |
| Sell | EXACT SCIENCES CORPnote 0.375% 3/1 | $15,326,000 | -17.8% | 13,531,000 | -4.0% | 0.92% | -23.3% | |
| Buy | SPLUNK INCnote 0.500% 9/1 | $15,149,000 | +185.7% | 12,963,000 | +184.5% | 0.91% | +166.5% | |
| Buy | ZENDESK INCnote 0.625% 6/1 | $15,095,000 | -2.0% | 11,871,000 | +12.2% | 0.91% | -8.5% | |
| New | CHEGG INCnote 9/0 | $15,005,000 | – | 15,221,000 | – | 0.90% | – | |
| Sell | WORKDAY INCnote 0.250%10/0 | $14,244,000 | -18.1% | 8,320,000 | -20.9% | 0.86% | -23.6% | |
| Buy | PEBBLEBROOK HOTEL TRnote 1.750%12/1 | $14,195,000 | +15.1% | 12,713,000 | +17.0% | 0.86% | +7.4% | |
| Buy | ARES CAPITAL CORPnote 4.625% 3/0 | $13,950,000 | +2.8% | 12,625,000 | +1.3% | 0.84% | -4.0% | |
| Buy | INSULET CORPnote 0.375% 9/0 | $13,748,000 | +25.5% | 9,888,000 | +22.7% | 0.83% | +16.9% | |
| Sell | HUBSPOT INCnote 0.375% 6/0 | $13,463,000 | +14.1% | 5,562,000 | -0.2% | 0.81% | +6.4% | |
| Buy | LYFT INCnote 1.500% 5/1 | $12,473,000 | +115.8% | 8,021,000 | +136.7% | 0.75% | +101.3% | |
| Sell | JAZZ INVESTMENTS I LTDnote 2.000% 6/1 | $11,994,000 | -16.5% | 10,390,000 | -3.8% | 0.72% | -22.1% | |
| New | ZSCALER INCnote 0.125% 7/0 | $11,981,000 | – | 6,569,000 | – | 0.72% | – | |
| New | WISDOMTREE INVTS INCnote 4.250% 6/1 | $11,937,000 | – | 10,236,000 | – | 0.72% | – | |
| SWT | Sell | STANLEY BLACK & DECKER INCunit 11/15/2022 | $11,689,000 | -37.7% | 111,068 | -28.6% | 0.70% | -41.9% |
| Sell | CLEVELAND-CLIFFS INC NEWdbcv 1.500% 1/1 | $11,652,000 | -20.6% | 4,551,000 | -13.5% | 0.70% | -25.9% | |
| Sell | LIBERTY MEDIA CORP DELnote 1.000% 1/3 | $10,995,000 | +3.9% | 7,748,000 | -0.5% | 0.66% | -3.2% | |
| Buy | SHOPIFY INCnote 0.125%11/0 | $10,951,000 | +8.0% | 8,945,000 | +14.9% | 0.66% | +0.8% | |
| Buy | AMERICAN AIRLINES GROUP INCnote 6.500% 7/0 | $10,898,000 | +48.7% | 7,131,000 | +52.5% | 0.66% | +38.8% | |
| Sell | COUPA SOFTWARE INCnote 0.375% 6/1 | $10,413,000 | -8.7% | 9,646,000 | -2.4% | 0.63% | -14.8% | |
| Buy | CONMED CORPnote 2.625% 2/0 | $10,327,000 | -0.7% | 6,683,000 | +3.5% | 0.62% | -7.3% | |
| Buy | TWITTER INCnote 0.250% 6/1 | $10,268,000 | +25.5% | 8,155,000 | +36.7% | 0.62% | +17.2% | |
| Buy | MERCADOLIBRE INCnote 2.000% 8/1 | $10,146,000 | +65.7% | 2,655,000 | +53.2% | 0.61% | +54.5% | |
| Buy | RHnote 6/1 | $10,053,000 | +0.9% | 2,931,000 | +2.7% | 0.61% | -5.7% | |
| New | PACIRA BIOSCIENCES INCnote 0.750% 8/0 | $9,955,000 | – | 9,247,000 | – | 0.60% | – | |
| New | WAYFAIR INCnote 0.625%10/0 | $9,745,000 | – | 9,748,000 | – | 0.59% | – | |
| FPE | Buy | FIRST TR EXCH TRADED FD IIIpfd secs inc etf | $9,700,000 | +29.1% | 472,235 | +29.4% | 0.58% | +20.4% |
| Sell | SEA LTDnote 2.375%12/0 | $9,247,000 | +3.4% | 2,605,000 | -10.1% | 0.56% | -3.5% | |
| Buy | CALLAWAY GOLF COnote 2.750% 5/0 | $9,111,000 | -13.9% | 5,211,000 | +0.4% | 0.55% | -19.6% | |
| CFXA | Sell | COLFAX CORPunit 01/15/2022t | $8,900,000 | -1.9% | 47,806 | -1.9% | 0.54% | -8.5% |
| New | MIDDLEBY CORPnote 1.000% 9/0 | $8,809,000 | – | 6,177,000 | – | 0.53% | – | |
| Sell | INSMED INCnote 0.750% 6/0 | $8,736,000 | -4.5% | 7,992,000 | -3.9% | 0.53% | -10.8% | |
| Buy | DATADOG INCnote 0.125% 6/1 | $8,587,000 | +25.2% | 5,203,000 | +1.0% | 0.52% | +16.7% | |
| Buy | SUMMIT HOTEL PPTYS INCnote 1.500% 2/1 | $8,377,000 | +2.8% | 7,977,000 | +0.8% | 0.50% | -4.2% | |
| New | ALLEGHENY TECHNOLOGIES INCnote 3.500% 6/1 | $8,168,000 | – | 6,122,000 | – | 0.49% | – | |
| Buy | EQT CORPnote 1.750% 5/0 | $8,088,000 | +63.5% | 5,130,000 | +72.8% | 0.49% | +52.5% | |
| FTSL | Buy | FIRST TR EXCHANGE-TRADED FDsenior ln fd | $8,053,000 | +3.9% | 168,280 | +4.2% | 0.49% | -3.0% |
| Sell | LIBERTY MEDIA CORP DELnote 1.375%10/1 | $8,047,000 | +1.2% | 5,909,000 | -1.2% | 0.49% | -5.4% | |
| Buy | MONGODB INCnote 0.250% 1/1 | $7,961,000 | +30.6% | 3,493,000 | +3.4% | 0.48% | +21.8% | |
| Sell | ENVISTA HOLDINGS CORPORATIONnote 2.375% 6/0 | $7,769,000 | -2.8% | 3,745,000 | -0.1% | 0.47% | -9.3% | |
| Sell | TERADYNE INCnote 1.250%12/1 | $7,745,000 | -50.5% | 2,242,000 | -39.3% | 0.47% | -53.9% | |
| New | ANTERO RESOURCES CORPnote 4.250% 9/0 | $7,717,000 | – | 1,767,000 | – | 0.47% | – | |
| Sell | ARES CAPITAL CORPnote 3.750% 2/0 | $7,633,000 | +0.0% | 7,133,000 | -2.3% | 0.46% | -6.7% | |
| Sell | AKAMAI TECHNOLOGIES INCnote 0.125% 5/0 | $7,633,000 | -8.3% | 6,287,000 | -1.3% | 0.46% | -14.3% | |
| New | RBC BEARINGS INC5% cnv pfd sr a | $7,551,000 | – | 68,490 | – | 0.46% | – | |
| Sell | II-VI INCnote 0.250% 9/0 | $7,545,000 | -16.2% | 5,680,000 | -0.4% | 0.46% | -21.8% | |
| Buy | NOVAVAX INCnote 3.750% 2/0 | $7,424,000 | +42.8% | 4,301,000 | +47.6% | 0.45% | +33.3% | |
| Sell | AMERICAN EAGLE OUTFITTERS INnote 3.750% 4/1 | $7,367,000 | -31.0% | 2,407,000 | -1.7% | 0.44% | -35.7% | |
| LMBS | Sell | FIRST TR EXCHANGE-TRADED FDfst low oppt eft | $7,033,000 | -23.0% | 139,091 | -22.5% | 0.42% | -28.3% |
| Sell | KBR INCnote 2.500%11/0 | $6,983,000 | +1.9% | 4,359,000 | -0.3% | 0.42% | -5.0% | |
| Buy | GRANITE CONSTR INCnote 2.750%11/0 | $6,858,000 | +116.2% | 4,931,000 | +124.6% | 0.41% | +102.0% | |
| IYW | Buy | ISHARES TRu.s. tech etf | $6,851,000 | +46.5% | 67,661 | +43.8% | 0.41% | +36.8% |
| Sell | WAYFAIR INCnote 1.125%11/0 | $6,471,000 | -22.3% | 2,882,000 | -5.3% | 0.39% | -27.6% | |
| Buy | INTEGRA LIFESCIENCES HLDGS Cnote 0.500% 8/1 | $6,175,000 | +99.2% | 5,622,000 | +100.1% | 0.37% | +86.5% | |
| IWD | Buy | ISHARES TRrus 1000 val etf | $5,892,000 | +1.3% | 37,656 | +2.7% | 0.36% | -5.6% |
| ELAT | Buy | ELANCO ANIMAL HEALTH INCunit 02/01/2023t | $5,728,000 | +60.9% | 116,735 | +75.8% | 0.35% | +50.4% |
| Sell | NEOGENOMICS INCnote 0.250% 1/1 | $5,688,000 | +3.7% | 5,629,000 | -0.2% | 0.34% | -3.4% | |
| Sell | CNX RES CORPnote 2.250% 5/0 | $5,294,000 | -7.9% | 4,254,000 | -4.1% | 0.32% | -14.2% | |
| New | PAR TECHNOLOGY CORPnote 1.500%10/1 | $5,280,000 | – | 4,929,000 | – | 0.32% | – | |
| Buy | PENN NATL GAMING INCnote 2.750% 5/1 | $5,190,000 | +39.6% | 1,626,000 | +45.8% | 0.31% | +29.9% | |
| Sell | PURE STORAGE INCnote 0.125% 4/1 | $5,086,000 | +8.2% | 4,395,000 | -2.3% | 0.31% | +1.0% | |
| Sell | NUVASIVE INCnote 0.375% 3/1 | $4,962,000 | -3.4% | 5,152,000 | -1.1% | 0.30% | -9.9% | |
| Buy | HANNON ARMSTRONG SUST INFR Cnote 8/1 | $4,870,000 | +3.4% | 4,059,000 | +6.1% | 0.29% | -3.6% | |
| Sell | DISH NETWORK CORPORATIONnote 3.375% 8/1 | $4,746,000 | +1.0% | 4,565,000 | -0.9% | 0.29% | -5.9% | |
| AAPL | Buy | APPLE INC | $4,669,000 | +3.5% | 32,997 | +0.1% | 0.28% | -3.4% |
| MSFT | Buy | MICROSOFT CORP | $4,565,000 | +4.3% | 16,180 | +0.1% | 0.28% | -2.8% |
| Sell | CHEFS WHSE INCnote 1.875%12/0 | $4,210,000 | -7.9% | 3,968,000 | -9.9% | 0.25% | -14.2% | |
| Sell | APELLIS PHARMACEUTICALS INCnote 3.500% 9/1 | $4,192,000 | -48.5% | 3,418,000 | -22.6% | 0.25% | -52.0% | |
| Buy | SPLUNK INCnote 1.125% 6/1 | $3,919,000 | +60.8% | 3,950,000 | +58.0% | 0.24% | +49.4% | |
| Sell | LUMENTUM HLDGS INCnote 0.500%12/1 | $3,775,000 | -69.9% | 3,437,000 | -70.4% | 0.23% | -71.9% | |
| FIW | New | FIRST TR EXCHANGE TRADED FDwtr etf | $3,740,000 | – | 43,900 | – | 0.23% | – |
| Buy | AKAMAI TECHNOLOGIES INCnote 0.375% 9/0 | $3,682,000 | +18.7% | 3,373,000 | +25.8% | 0.22% | +10.4% | |
| Sell | MERITOR INCnote 3.250%10/1 | $3,411,000 | -2.5% | 3,253,000 | -1.2% | 0.21% | -8.8% | |
| ANGL | Buy | VANECK ETF TRUSTfallen angel hg | $3,351,000 | +6.7% | 101,461 | +6.2% | 0.20% | -0.5% |
| IWM | Buy | ISHARES TRrussell 2000 etf | $3,123,000 | -0.1% | 14,270 | +4.6% | 0.19% | -6.9% |
| Buy | SABRE GLBL INCnote 4.000% 4/1 | $3,017,000 | +32.6% | 1,750,000 | +40.0% | 0.18% | +23.8% | |
| XLF | Buy | SELECT SECTOR SPDR TRfinancial | $3,008,000 | +5.4% | 80,186 | +3.1% | 0.18% | -2.2% |
| EUFN | Buy | ISHARES TRmsci euro fl etf | $2,973,000 | +25.9% | 151,541 | +25.5% | 0.18% | +17.0% |
| Sell | HELIX ENERGY SOLUTIONS GRP Inote 6.750% 2/1 | $2,943,000 | -65.4% | 2,843,000 | -58.9% | 0.18% | -67.6% | |
| XLE | Buy | SELECT SECTOR SPDR TRenergy | $2,944,000 | -0.6% | 56,530 | +2.9% | 0.18% | -6.8% |
| New | STRIDE INCnote 1.125% 9/0 | $2,863,000 | – | 2,881,000 | – | 0.17% | – | |
| EMB | Sell | ISHARES TRjpmorgan usd emg | $2,869,000 | -55.5% | 26,040 | -54.5% | 0.17% | -58.5% |
| SOLN | Buy | SOUTHERN COunit 08/01/2022 | $2,853,000 | +32.9% | 55,975 | +32.0% | 0.17% | +23.7% |
| DTP | Buy | DTE ENERGY COunit 11/01/2022s | $2,671,000 | +17.3% | 53,520 | +16.2% | 0.16% | +9.5% |
| New | TWO HBRS INVT CORPnote 6.250% 1/1 | $2,558,000 | – | 2,500,000 | – | 0.15% | – | |
| FPXI | Buy | FIRST TR EXCHANGE TRADED FDintl equity opp | $2,395,000 | -4.6% | 37,410 | +1.9% | 0.14% | -10.5% |
| Sell | JAZZ INVESTMENTS I LTDnote 1.500% 8/1 | $2,324,000 | -37.7% | 2,299,000 | -32.4% | 0.14% | -41.9% | |
| New | HUAZHU GROUP LTDnote 3.000% 5/0 | $2,269,000 | – | 1,750,000 | – | 0.14% | – | |
| Buy | AVAYA HLDGS CORPnote 2.250% 6/1 | $2,095,000 | +15.8% | 2,000,000 | +29.0% | 0.13% | +7.7% | |
| Sell | RADIUS HEALTH INCnote 3.000% 9/0 | $1,817,000 | -50.8% | 2,000,000 | -50.0% | 0.11% | -54.0% | |
| Sell | BILIBILI INCnote 1.250% 6/1 | $1,766,000 | -69.6% | 985,000 | -49.0% | 0.11% | -71.5% | |
| JPM | Buy | JPMORGAN CHASE & CO | $1,758,000 | +5.6% | 10,751 | +0.6% | 0.11% | -1.9% |
| Buy | HOPE BANCORP INCnote 2.000% 5/1 | $1,750,000 | +11.8% | 1,775,000 | +10.9% | 0.11% | +5.0% | |
| New | BLOOM ENERGY CORPnote 2.500% 8/1 | $1,720,000 | – | 1,250,000 | – | 0.10% | – | |
| New | VISHAY INTERTECHNOLOGY INCnote 2.250% 6/1 | $1,584,000 | – | 1,538,000 | – | 0.10% | – | |
| Sell | Q2 HLDGS INCnote 0.750% 6/0 | $1,555,000 | -41.3% | 1,388,000 | -31.6% | 0.09% | -45.0% | |
| Sell | SPIRIT AIRLS INCnote 1.000% 5/1 | $1,546,000 | -90.3% | 1,650,000 | -90.1% | 0.09% | -91.0% | |
| Sell | CHEESECAKE FACTORY INCnote 0.375% 6/1 | $1,428,000 | -80.1% | 1,500,000 | -79.4% | 0.09% | -81.4% | |
| ACWX | Sell | ISHARES TRmsci acwi ex us | $1,398,000 | -36.9% | 25,237 | -34.5% | 0.08% | -41.3% |
| ASHR | Sell | DBX ETF TRxtrack hrvst csi | $1,243,000 | -28.4% | 32,611 | -23.9% | 0.08% | -33.0% |
| IEMG | Sell | ISHARES INCcore msci emkt | $1,221,000 | -26.8% | 19,787 | -20.5% | 0.07% | -31.5% |
| Buy | SPLUNK INCnote 1.125% 9/1 | $1,188,000 | +103.1% | 973,000 | +103.1% | 0.07% | +89.5% | |
| NVDA | Buy | NVIDIA CORPORATION | $1,064,000 | +3.5% | 5,140 | +300.0% | 0.06% | -3.0% |
| BAC | Buy | BK OF AMERICA CORP | $1,004,000 | +3.7% | 23,624 | +0.6% | 0.06% | -3.2% |
| Sell | NCL CORP LTDnote 6.000% 5/1 | $782,000 | -42.1% | 365,000 | -37.3% | 0.05% | -46.0% | |
| IYR | Buy | ISHARES TRu.s. real es etf | $769,000 | +0.8% | 7,528 | +0.5% | 0.05% | -6.1% |
| TSLA | Buy | TESLA INC | $677,000 | +64.3% | 869 | +43.2% | 0.04% | +51.9% |
| CSCO | Buy | CISCO SYS INC | $614,000 | +3.2% | 11,317 | +0.5% | 0.04% | -2.6% |
| Sell | INSMED INCnote 1.750% 1/1 | $595,000 | -14.5% | 574,000 | -13.9% | 0.04% | -20.0% | |
| MCD | Buy | MCDONALDS CORP | $519,000 | +5.1% | 2,154 | +0.4% | 0.03% | -3.1% |
| TMO | Buy | THERMO FISHER SCIENTIFIC INC | $504,000 | +13.8% | 880 | +0.5% | 0.03% | +3.4% |
| Sell | VIAVI SOLUTIONS INCnote 1.000% 3/0 | $499,000 | -90.5% | 383,000 | -89.7% | 0.03% | -91.1% | |
| WFC | Buy | WELLS FARGO CO NEW | $488,000 | +3.0% | 10,517 | +0.4% | 0.03% | -6.5% |
| Sell | HERCULES CAPITAL INCdbcv 4.375% 2/0 | $478,000 | -7.5% | 458,000 | -6.1% | 0.03% | -12.1% | |
| New | ARBOR REALTY TRUST INCnote 4.750%11/0 | $484,000 | – | 435,000 | – | 0.03% | – | |
| SHY | Buy | ISHARES TR1 3 yr treas bd | $472,000 | +3.3% | 5,481 | +3.4% | 0.03% | -6.7% |
| AVGO | Buy | BROADCOM INC | $454,000 | +2.3% | 939 | +0.6% | 0.03% | -6.9% |
| AMGN | Buy | AMGEN INC | $432,000 | -11.5% | 2,024 | +0.5% | 0.03% | -18.8% |
| Sell | CHEGG INCnote 0.125% 3/1 | $415,000 | -66.6% | 289,000 | -60.8% | 0.02% | -68.8% | |
| ABBV | Buy | ABBVIE INC | $386,000 | -3.5% | 3,560 | +0.7% | 0.02% | -11.5% |
| BA | Buy | BOEING CO | $377,000 | -7.8% | 1,713 | +0.5% | 0.02% | -11.5% |
| T | Sell | AT&T INC | $352,000 | -13.7% | 12,959 | -8.6% | 0.02% | -19.2% |
| WMT | Buy | WALMART INC | $333,000 | 0.0% | 2,386 | +0.7% | 0.02% | -9.1% |
| DHI | Buy | D R HORTON INC | $276,000 | -6.8% | 3,293 | +0.5% | 0.02% | -10.5% |
| SLB | New | SCHLUMBERGER LTD | $277,000 | – | 9,305 | – | 0.02% | – |
| DE | Buy | DEERE & CO | $246,000 | -3.9% | 732 | +0.5% | 0.02% | -11.8% |
| LIN | Sell | LINDE PLC | $244,000 | -3.2% | 831 | -4.4% | 0.02% | -6.2% |
| BMY | Sell | BRISTOL-MYERS SQUIBB CO | $237,000 | -17.7% | 4,013 | -7.1% | 0.01% | -26.3% |
| Sell | STARWOOD WAYPOINT HOMESnote 3.500% 1/1 | $239,000 | -65.0% | 142,000 | -66.1% | 0.01% | -68.2% | |
| JCOM | New | J2 GLOBAL INC | $218,000 | – | 1,589 | – | 0.01% | – |
| SE | New | SEA LTDsponsord ads | $212,000 | – | 664 | – | 0.01% | – |
| MSI | Sell | MOTOROLA SOLUTIONS INC | $210,000 | -12.9% | 902 | -18.7% | 0.01% | -18.8% |
| TFC | New | TRUIST FINL CORP | $206,000 | – | 3,499 | – | 0.01% | – |
| Sell | PALO ALTO NETWORKS INCnote 0.375% 6/0 | $53,000 | -41.8% | 32,000 | -52.2% | 0.00% | -50.0% | |
| BIIB | Exit | BIOGEN INC | $0 | – | -570 | – | -0.01% | – |
| CAT | Exit | CATERPILLAR INC | $0 | – | -941 | – | -0.01% | – |
| SBUX | Exit | STARBUCKS CORP | $0 | – | -1,780 | – | -0.01% | – |
| NOC | Exit | NORTHROP GRUMMAN CORP | $0 | – | -551 | – | -0.01% | – |
| BLMN | Exit | BLOOMIN BRANDS INC | $0 | – | -7,548 | – | -0.01% | – |
| CHX | Exit | CHAMPIONX CORPORATION | $0 | – | -7,977 | – | -0.01% | – |
| ZEN | Exit | ZENDESK INC | $0 | – | -1,475 | – | -0.01% | – |
| FDX | Exit | FEDEX CORP | $0 | – | -715 | – | -0.01% | – |
| STLD | Exit | STEEL DYNAMICS INC | $0 | – | -3,741 | – | -0.01% | – |
| LRCX | Exit | LAM RESEARCH CORP | $0 | – | -327 | – | -0.01% | – |
| WDC | Exit | WESTERN DIGITAL CORP. | $0 | – | -3,064 | – | -0.01% | – |
| MCS | Exit | MARCUS CORP DEL | $0 | – | -11,003 | – | -0.02% | – |
| NCLH | Exit | NORWEGIAN CRUISE LINE HLDG L | $0 | – | -8,565 | – | -0.02% | – |
| PUBM | Exit | PUBMATIC INC | $0 | – | -6,416 | – | -0.02% | – |
| Exit | INSIGHT ENTERPRISES INCnote 0.750% 2/1 | $0 | – | -170,000 | – | -0.02% | – | |
| Exit | WORLD WRESTLING ENTMT INCnote 3.375%12/1 | $0 | – | -118,000 | – | -0.02% | – | |
| Exit | NEUROCRINE BIOSCIENCES INCnote 2.250% 5/1 | $0 | – | -207,000 | – | -0.02% | – | |
| IFFT | Exit | INTERNATIONAL FLAVORS&FRAGRAunit 09/15/2021 | $0 | – | -9,030 | – | -0.03% | – |
| Exit | CREE INCnote 0.875% 9/0 | $0 | – | -336,000 | – | -0.04% | – | |
| Exit | THERAVANCE BIOPHARMA INCnote 3.250%11/0 | $0 | – | -1,750,000 | – | -0.11% | – | |
| PAVE | Exit | GLOBAL X FDSus infr dev etf | $0 | – | -67,622 | – | -0.11% | – |
| Exit | JOYY INCnote 1.375% 6/1 | $0 | – | -1,750,000 | – | -0.11% | – | |
| Exit | WESTERN ASSET MTG CAP CORPnote 6.750%10/0 | $0 | – | -2,297,000 | – | -0.14% | – | |
| Exit | NANOSTRING TECHNOLOGIES INCnote 2.625% 3/0 | $0 | – | -1,968,000 | – | -0.20% | – | |
| Exit | INVITAE CORPnote 2.000% 9/0 | $0 | – | -2,807,000 | – | -0.24% | – | |
| Exit | SAILPOINT TECHNOLOGIES HLDGSnote 0.125% 9/1 | $0 | – | -2,150,000 | – | -0.26% | – | |
| Exit | UNITED STATES STL CORP NEWnote 5.000%11/0 | $0 | – | -2,292,000 | – | -0.30% | – | |
| Exit | UNDER ARMOUR INCnote 1.500% 6/0 | $0 | – | -2,342,000 | – | -0.30% | – | |
| Exit | PATRICK INDS INCdbcv 1.000% 2/0 | $0 | – | -4,289,000 | – | -0.30% | – | |
| Exit | FARFETCH LTDnote 3.750% 5/0 | $0 | – | -1,640,000 | – | -0.34% | – | |
| Exit | COPA HOLDINGS SAnote 4.500% 4/1 | $0 | – | -3,824,000 | – | -0.40% | – | |
| Exit | FIREEYE INCnote 0.875% 6/0 | $0 | – | -5,586,000 | – | -0.41% | – | |
| Exit | CREE INCnote 1.750% 5/0 | $0 | – | -2,935,000 | – | -0.41% | – | |
| Exit | THE REALREAL INCnote 3.000% 6/1 | $0 | – | -4,725,000 | – | -0.42% | – | |
| Exit | GUESS INCnote 2.000% 4/1 | $0 | – | -5,462,000 | – | -0.44% | – | |
| Exit | TELADOC HEALTH INCnote 1.250% 6/0 | $0 | – | -8,146,000 | – | -0.59% | – | |
| Exit | SYNAPTICS INCnote 0.500% 6/1 | $0 | – | -4,343,000 | – | -0.59% | – | |
| Exit | RINGCENTRAL INCnote 3/0 | $0 | – | -8,389,000 | – | -0.60% | – | |
| Exit | PRICELINE GRP INCnote 0.900% 9/1 | $0 | – | -9,227,000 | – | -0.65% | – |
Q2 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| IVV | New | ISHARES TRcore s&p500 etf | $74,802,000 | – | 173,988 | – | 4.84% | – |
| New | SOUTHWEST AIRLS COnote 1.250% 5/0 | $55,926,000 | – | 36,932,000 | – | 3.62% | – | |
| New | PIONEER NAT RES COnote 0.250% 5/1 | $54,489,000 | – | 34,152,000 | – | 3.52% | – | |
| New | BOOKING HOLDINGS INCnote 0.750% 5/0 | $39,546,000 | – | 27,966,000 | – | 2.56% | – | |
| New | PALO ALTO NETWORKS INCnote 0.750% 7/0 | $28,691,000 | – | 19,687,000 | – | 1.86% | – | |
| New | ZILLOW GROUP INCnote 2.750% 5/1 | $25,604,000 | – | 12,985,000 | – | 1.66% | – | |
| New | WELLPOINT INCnote 2.750%10/1 | $25,540,000 | – | 4,732,000 | – | 1.65% | – | |
| New | SNAP INCnote 0.750% 8/0 | $20,849,000 | – | 6,926,000 | – | 1.35% | – | |
| New | ILLUMINA INCnote 8/1 | $20,399,000 | – | 16,207,000 | – | 1.32% | – | |
| AGG | New | ISHARES TRcore us aggbd et | $20,232,000 | – | 175,419 | – | 1.31% | – |
| New | LIVE NATION ENTERTAINMENT INnote 2.500% 3/1 | $19,899,000 | – | 14,250,000 | – | 1.29% | – | |
| VXUS | New | VANGUARD STAR FDSvg tl intl stk f | $19,201,000 | – | 292,327 | – | 1.24% | – |
| New | EURONET WORLDWIDE INCnote 0.750% 3/1 | $19,167,000 | – | 16,832,000 | – | 1.24% | – | |
| New | SQUARE INCnote 0.500% 5/1 | $19,070,000 | – | 6,095,000 | – | 1.23% | – | |
| New | DEXCOM INCnote 0.250%11/1 | $18,769,000 | – | 17,970,000 | – | 1.21% | – | |
| SWT | New | STANLEY BLACK & DECKER INCunit 11/15/2022 | $18,777,000 | – | 155,538 | – | 1.21% | – |
| New | EXACT SCIENCES CORPnote 0.375% 3/1 | $18,646,000 | – | 14,094,000 | – | 1.21% | – | |
| New | MICROCHIP TECHNOLOGY INC.note 1.625% 2/1 | $17,574,000 | – | 7,895,000 | – | 1.14% | – | |
| New | WORKDAY INCnote 0.250%10/0 | $17,390,000 | – | 10,519,000 | – | 1.12% | – | |
| New | TESLA INCnote 2.000% 5/1 | $15,988,000 | – | 1,462,000 | – | 1.03% | – | |
| New | SPIRIT AIRLS INCnote 1.000% 5/1 | $15,953,000 | – | 16,739,000 | – | 1.03% | – | |
| New | TERADYNE INCnote 1.250%12/1 | $15,642,000 | – | 3,692,000 | – | 1.01% | – | |
| New | ZENDESK INCnote 0.625% 6/1 | $15,407,000 | – | 10,579,000 | – | 1.00% | – | |
| New | BURLINGTON STORES INCnote 2.250% 4/1 | $14,710,000 | – | 9,260,000 | – | 0.95% | – | |
| New | CLEVELAND-CLIFFS INC NEWdbcv 1.500% 1/1 | $14,670,000 | – | 5,262,000 | – | 0.95% | – | |
| New | ON SEMICONDUCTOR CORPnote 1.625%10/1 | $14,451,000 | – | 7,602,000 | – | 0.94% | – | |
| New | JAZZ INVESTMENTS I LTDnote 2.000% 6/1 | $14,366,000 | – | 10,799,000 | – | 0.93% | – | |
| NEEPRP | New | NEXTERA ENERGY INCunit 99/99/9999 | $14,254,000 | – | 291,120 | – | 0.92% | – |
| New | DICKS SPORTING GOODS INCnote 3.250% 4/1 | $13,948,000 | – | 4,713,000 | – | 0.90% | – | |
| New | ARES CAPITAL CORPnote 4.625% 3/0 | $13,564,000 | – | 12,465,000 | – | 0.88% | – | |
| New | LUMENTUM HLDGS INCnote 0.500%12/1 | $12,535,000 | – | 11,623,000 | – | 0.81% | – | |
| New | PEBBLEBROOK HOTEL TRnote 1.750%12/1 | $12,328,000 | – | 10,870,000 | – | 0.80% | – | |
| New | HUBSPOT INCnote 0.375% 6/0 | $11,799,000 | – | 5,574,000 | – | 0.76% | – | |
| New | OKTA INCnote 0.125% 9/0 | $11,755,000 | – | 8,164,000 | – | 0.76% | – | |
| New | COUPA SOFTWARE INCnote 0.375% 6/1 | $11,403,000 | – | 9,886,000 | – | 0.74% | – | |
| New | INSULET CORPnote 0.375% 9/0 | $10,958,000 | – | 8,060,000 | – | 0.71% | – | |
| New | WESTERN DIGITAL CORP.note 1.500% 2/0 | $10,869,000 | – | 10,175,000 | – | 0.70% | – | |
| New | AMERICAN EAGLE OUTFITTERS INnote 3.750% 4/1 | $10,684,000 | – | 2,448,000 | – | 0.69% | – | |
| New | LIBERTY MEDIA CORP DELnote 1.000% 1/3 | $10,584,000 | – | 7,784,000 | – | 0.68% | – | |
| New | CALLAWAY GOLF COnote 2.750% 5/0 | $10,578,000 | – | 5,191,000 | – | 0.68% | – | |
| New | CONMED CORPnote 2.625% 2/0 | $10,396,000 | – | 6,454,000 | – | 0.67% | – | |
| New | SHOPIFY INCnote 0.125%11/0 | $10,140,000 | – | 7,786,000 | – | 0.66% | – | |
| New | PRICELINE GRP INCnote 0.900% 9/1 | $10,019,000 | – | 9,227,000 | – | 0.65% | – | |
| New | RHnote 6/1 | $9,960,000 | – | 2,854,000 | – | 0.64% | – | |
| New | RINGCENTRAL INCnote 3/0 | $9,269,000 | – | 8,389,000 | – | 0.60% | – | |
| New | INSMED INCnote 0.750% 6/0 | $9,145,000 | – | 8,320,000 | – | 0.59% | – | |
| LMBS | New | FIRST TR EXCHANGE-TRADED FDfst low oppt eft | $9,137,000 | – | 179,557 | – | 0.59% | – |
| New | SYNAPTICS INCnote 0.500% 6/1 | $9,142,000 | – | 4,343,000 | – | 0.59% | – | |
| New | TELADOC HEALTH INCnote 1.250% 6/0 | $9,122,000 | – | 8,146,000 | – | 0.59% | – | |
| CFXA | New | COLFAX CORPunit 01/15/2022t | $9,076,000 | – | 48,756 | – | 0.59% | – |
| New | CENTENNIAL RESOURCE DEV INCnote 3.250% 4/0 | $9,049,000 | – | 6,823,000 | – | 0.58% | – | |
| New | II-VI INCnote 0.250% 9/0 | $8,999,000 | – | 5,705,000 | – | 0.58% | – | |
| New | SEA LTDnote 2.375%12/0 | $8,942,000 | – | 2,898,000 | – | 0.58% | – | |
| New | FTI CONSULTING INCnote 2.000% 8/1 | $8,610,000 | – | 6,031,000 | – | 0.56% | – | |
| New | HELIX ENERGY SOLUTIONS GRP Inote 6.750% 2/1 | $8,505,000 | – | 6,911,000 | – | 0.55% | – | |
| New | WAYFAIR INCnote 1.125%11/0 | $8,332,000 | – | 3,044,000 | – | 0.54% | – | |
| New | AKAMAI TECHNOLOGIES INCnote 0.125% 5/0 | $8,323,000 | – | 6,367,000 | – | 0.54% | – | |
| New | TWITTER INCnote 0.250% 6/1 | $8,184,000 | – | 5,967,000 | – | 0.53% | – | |
| New | SUMMIT HOTEL PPTYS INCnote 1.500% 2/1 | $8,150,000 | – | 7,910,000 | – | 0.53% | – | |
| New | APELLIS PHARMACEUTICALS INCnote 3.500% 9/1 | $8,147,000 | – | 4,418,000 | – | 0.53% | – | |
| New | ENVISTA HOLDINGS CORPORATIONnote 2.375% 6/0 | $7,989,000 | – | 3,749,000 | – | 0.52% | – | |
| New | LIBERTY MEDIA CORP DELnote 1.375%10/1 | $7,948,000 | – | 5,980,000 | – | 0.51% | – | |
| FTSL | New | FIRST TR EXCHANGE-TRADED FDsenior ln fd | $7,753,000 | – | 161,525 | – | 0.50% | – |
| New | ARES CAPITAL CORPnote 3.750% 2/0 | $7,632,000 | – | 7,304,000 | – | 0.49% | – | |
| FPE | New | FIRST TR EXCH TRADED FD IIIpfd secs inc etf | $7,514,000 | – | 364,809 | – | 0.49% | – |
| New | PROSPECT CAP CORPnote 6.375% 3/0 | $7,508,000 | – | 6,961,000 | – | 0.49% | – | |
| New | AMERICAN AIRLS GROUP INCnote 6.500% 7/0 | $7,328,000 | – | 4,676,000 | – | 0.47% | – | |
| New | CHEESECAKE FACTORY INCnote 0.375% 6/1 | $7,159,000 | – | 7,269,000 | – | 0.46% | – | |
| TBF | New | PROSHARES TRshrt 20+yr tre | $7,140,000 | – | 423,000 | – | 0.46% | – |
| New | HALOZYME THERAPEUTICS INCnote 1.250%12/0 | $6,973,000 | – | 3,573,000 | – | 0.45% | – | |
| New | DATADOG INCnote 0.125% 6/1 | $6,861,000 | – | 5,149,000 | – | 0.44% | – | |
| New | KBR INCnote 2.500%11/0 | $6,852,000 | – | 4,372,000 | – | 0.44% | – | |
| New | CERENCE INCnote 3.000% 6/0 | $6,769,000 | – | 2,300,000 | – | 0.44% | – | |
| New | GUESS INCnote 2.000% 4/1 | $6,779,000 | – | 5,462,000 | – | 0.44% | – | |
| EMB | New | ISHARES TRjpmorgan usd emg | $6,444,000 | – | 57,290 | – | 0.42% | – |
| New | THE REALREAL INCnote 3.000% 6/1 | $6,415,000 | – | 4,725,000 | – | 0.42% | – | |
| New | CREE INCnote 1.750% 5/0 | $6,369,000 | – | 2,935,000 | – | 0.41% | – | |
| New | FIREEYE INCnote 0.875% 6/0 | $6,308,000 | – | 5,586,000 | – | 0.41% | – | |
| New | COPA HOLDINGS SAnote 4.500% 4/1 | $6,246,000 | – | 3,824,000 | – | 0.40% | – | |
| New | MERCADOLIBRE INCnote 2.000% 8/1 | $6,122,000 | – | 1,733,000 | – | 0.40% | – | |
| New | MONGODB INCnote 0.250% 1/1 | $6,094,000 | – | 3,378,000 | – | 0.39% | – | |
| New | MFA FINL INCnote 6.250% 6/1 | $6,074,000 | – | 6,000,000 | – | 0.39% | – | |
| IWD | New | ISHARES TRrus 1000 val etf | $5,815,000 | – | 36,660 | – | 0.38% | – |
| New | BILIBILI INCnote 1.250% 6/1 | $5,818,000 | – | 1,931,000 | – | 0.38% | – | |
| New | LYFT INCnote 1.500% 5/1 | $5,781,000 | – | 3,388,000 | – | 0.37% | – | |
| New | CNX RES CORPnote 2.250% 5/0 | $5,746,000 | – | 4,434,000 | – | 0.37% | – | |
| New | NEOGENOMICS INCnote 0.250% 1/1 | $5,483,000 | – | 5,643,000 | – | 0.36% | – | |
| New | SERVICENOW INCnote 6/0 | $5,392,000 | – | 1,326,000 | – | 0.35% | – | |
| New | SMART GLOBAL HLDGS INCnote 2.250% 2/1 | $5,377,000 | – | 3,921,000 | – | 0.35% | – | |
| New | FARFETCH LTDnote 3.750% 5/0 | $5,317,000 | – | 1,640,000 | – | 0.34% | – | |
| New | SPLUNK INCnote 0.500% 9/1 | $5,302,000 | – | 4,556,000 | – | 0.34% | – | |
| New | RHnote 9/1 | $5,271,000 | – | 1,647,000 | – | 0.34% | – | |
| New | VIAVI SOLUTIONS INCnote 1.000% 3/0 | $5,230,000 | – | 3,715,000 | – | 0.34% | – | |
| New | REVANCE THERAPEUTICS INCnote 1.750% 2/1 | $5,231,000 | – | 4,487,000 | – | 0.34% | – | |
| New | NOVAVAX INCnote 3.750% 2/0 | $5,198,000 | – | 2,914,000 | – | 0.34% | – | |
| New | NUVASIVE INCnote 0.375% 3/1 | $5,139,000 | – | 5,211,000 | – | 0.33% | – | |
| New | PENNYMAC CORPnote 5.500%11/0 | $5,098,000 | – | 4,997,000 | – | 0.33% | – | |
| New | EQT CORPnote 1.750% 5/0 | $4,946,000 | – | 2,969,000 | – | 0.32% | – | |
| New | HANNON ARMSTRONG SUST INFR Cnote 8/1 | $4,709,000 | – | 3,824,000 | – | 0.30% | – | |
| New | DISH NETWORK CORPORATIONnote 3.375% 8/1 | $4,698,000 | – | 4,607,000 | – | 0.30% | – | |
| New | PURE STORAGE INCnote 0.125% 4/1 | $4,699,000 | – | 4,497,000 | – | 0.30% | – | |
| IYW | New | ISHARES TRu.s. tech etf | $4,675,000 | – | 47,043 | – | 0.30% | – |
| New | PATRICK INDS INCdbcv 1.000% 2/0 | $4,628,000 | – | 4,289,000 | – | 0.30% | – | |
| New | UNITED STATES STL CORP NEWnote 5.000%11/0 | $4,612,000 | – | 2,292,000 | – | 0.30% | – | |
| New | UNDER ARMOUR INCnote 1.500% 6/0 | $4,603,000 | – | 2,342,000 | – | 0.30% | – | |
| New | CHEFS WHSE INCnote 1.875%12/0 | $4,572,000 | – | 4,404,000 | – | 0.30% | – | |
| New | REPLIGEN CORPnote 0.375% 7/1 | $4,544,000 | – | 2,539,000 | – | 0.29% | – | |
| New | WAYFAIR INCnote 1.000% 8/1 | $4,540,000 | – | 2,063,000 | – | 0.29% | – | |
| AAPL | New | APPLE INC | $4,513,000 | – | 32,956 | – | 0.29% | – |
| MSFT | New | MICROSOFT CORP | $4,378,000 | – | 16,168 | – | 0.28% | – |
| NEEPRO | New | NEXTERA ENERGY INCunit 09/01/2022s | $4,273,000 | – | 76,095 | – | 0.28% | – |
| New | GRANITE PT MTG TR INCnote 6.375%10/0 | $4,198,000 | – | 4,316,000 | – | 0.27% | – | |
| New | DEXCOM INCnote 0.750%12/0 | $4,188,000 | – | 1,611,000 | – | 0.27% | – | |
| New | BLACKLINE INCnote 0.125% 8/0 | $4,174,000 | – | 2,602,000 | – | 0.27% | – | |
| New | SAILPOINT TECHNOLOGIES HLDGSnote 0.125% 9/1 | $4,021,000 | – | 2,150,000 | – | 0.26% | – | |
| New | APOLLO COML REAL EST FIN INCnote 5.375%10/1 | $4,025,000 | – | 4,000,000 | – | 0.26% | – | |
| New | INVITAE CORPnote 2.000% 9/0 | $3,773,000 | – | 2,807,000 | – | 0.24% | – | |
| New | CHENIERE ENERGY INCnote 4.250% 3/1 | $3,751,000 | – | 4,500,000 | – | 0.24% | – | |
| New | JAZZ INVESTMENTS I LTDnote 1.500% 8/1 | $3,730,000 | – | 3,399,000 | – | 0.24% | – | |
| New | PENN NATL GAMING INCnote 2.750% 5/1 | $3,719,000 | – | 1,115,000 | – | 0.24% | – | |
| New | RADIUS HEALTH INCnote 3.000% 9/0 | $3,693,000 | – | 4,000,000 | – | 0.24% | – | |
| ELAT | New | ELANCO ANIMAL HEALTH INCunit 02/01/2023t | $3,561,000 | – | 66,385 | – | 0.23% | – |
| New | MERITOR INCnote 3.250%10/1 | $3,497,000 | – | 3,294,000 | – | 0.23% | – | |
| NYCBPRU | New | NEW YORK CMNTY CAP TR Vunit 11/01/2051 | $3,394,000 | – | 67,000 | – | 0.22% | – |
| New | MOMO INCnote 1.250% 7/0 | $3,335,000 | – | 3,750,000 | – | 0.22% | – | |
| New | NRG ENERGY INCdbcv 2.750% 6/0 | $3,312,000 | – | 2,850,000 | – | 0.21% | – | |
| New | GRANITE CONSTR INCnote 2.750%11/0 | $3,172,000 | – | 2,195,000 | – | 0.20% | – | |
| New | WINNEBAGO INDS INCnote 1.500% 4/0 | $3,151,000 | – | 2,458,000 | – | 0.20% | – | |
| ANGL | New | VANECK VECTORS ETF TRfallen angel hg | $3,140,000 | – | 95,499 | – | 0.20% | – |
| IWM | New | ISHARES TRrussell 2000 etf | $3,127,000 | – | 13,640 | – | 0.20% | – |
| New | NEW RELIC INCnote 0.500% 5/0 | $3,108,000 | – | 3,150,000 | – | 0.20% | – | |
| New | NANOSTRING TECHNOLOGIES INCnote 2.625% 3/0 | $3,104,000 | – | 1,968,000 | – | 0.20% | – | |
| New | AKAMAI TECHNOLOGIES INCnote 0.375% 9/0 | $3,102,000 | – | 2,681,000 | – | 0.20% | – | |
| New | INTEGRA LIFESCIENCES HLDGS Cnote 0.500% 8/1 | $3,100,000 | – | 2,809,000 | – | 0.20% | – | |
| New | WORKIVA INCnote 1.125% 8/1 | $3,043,000 | – | 2,000,000 | – | 0.20% | – | |
| XLE | New | SELECT SECTOR SPDR TRenergy | $2,961,000 | – | 54,923 | – | 0.19% | – |
| AMZN | New | AMAZON COM INC | $2,932,000 | – | 852 | – | 0.19% | – |
| New | FLEXION THERAPEUTICS INCnote 3.375% 5/0 | $2,918,000 | – | 3,250,000 | – | 0.19% | – | |
| XLF | New | SELECT SECTOR SPDR TRfinancial | $2,855,000 | – | 77,801 | – | 0.18% | – |
| New | IQIYI INCnote 2.000% 4/0 | $2,858,000 | – | 3,068,000 | – | 0.18% | – | |
| GOOGL | New | ALPHABET INCcap stk cl a | $2,795,000 | – | 1,145 | – | 0.18% | – |
| New | PRA GROUP INCnote 3.500% 6/0 | $2,684,000 | – | 2,500,000 | – | 0.17% | – | |
| New | Q2 HLDGS INCnote 0.750% 6/0 | $2,650,000 | – | 2,028,000 | – | 0.17% | – | |
| New | THERAVANCE INCnote 2.125% 1/1 | $2,540,000 | – | 2,500,000 | – | 0.16% | – | |
| New | RWT HLDGS INCnote 5.750%10/0 | $2,522,000 | – | 2,500,000 | – | 0.16% | – | |
| New | I3 VERTICALS LLCnote 1.000% 2/1 | $2,528,000 | – | 2,500,000 | – | 0.16% | – | |
| New | ENCORE CAP EUROPE FIN LTDnote 4.500% 9/0 | $2,506,000 | – | 2,000,000 | – | 0.16% | – | |
| FPXI | New | FIRST TR EXCHANGE TRADED FDintl equity opp | $2,511,000 | – | 36,730 | – | 0.16% | – |
| New | LIGAND PHARMACEUTICALS INCnote 0.750% 5/1 | $2,471,000 | – | 2,500,000 | – | 0.16% | – | |
| New | SPLUNK INCnote 1.125% 6/1 | $2,437,000 | – | 2,500,000 | – | 0.16% | – | |
| New | OSI SYSTEMS INCnote 1.250% 9/0 | $2,388,000 | – | 2,250,000 | – | 0.15% | – | |
| EUFN | New | ISHARES TRmsci euro fl etf | $2,361,000 | – | 120,787 | – | 0.15% | – |
| New | MICROCHIP TECHNOLOGY INC.note 2.250% 2/1 | $2,358,000 | – | 1,060,000 | – | 0.15% | – | |
| New | RETROPHIN INCnote 2.500% 9/1 | $2,296,000 | – | 2,750,000 | – | 0.15% | – | |
| DTP | New | DTE ENERGY COunit 11/01/2022s | $2,278,000 | – | 46,070 | – | 0.15% | – |
| New | SABRE GLBL INCnote 4.000% 4/1 | $2,275,000 | – | 1,250,000 | – | 0.15% | – | |
| New | GOSSAMER BIO INCnote 5.000% 6/0 | $2,209,000 | – | 2,750,000 | – | 0.14% | – | |
| New | WESTERN ASSET MTG CAP CORPnote 6.750%10/0 | $2,205,000 | – | 2,297,000 | – | 0.14% | – | |
| ACWX | New | ISHARES TRmsci acwi ex us | $2,217,000 | – | 38,551 | – | 0.14% | – |
| SOLN | New | SOUTHERN COunit 08/01/2022 | $2,146,000 | – | 42,400 | – | 0.14% | – |
| New | REDWOOD TR INCnote 5.625% 7/1 | $2,055,000 | – | 2,000,000 | – | 0.13% | – | |
| New | VONAGE HLDGS CORPnote 1.750% 6/0 | $2,062,000 | – | 1,850,000 | – | 0.13% | – | |
| New | 2U INCnote 2.250% 5/0 | $2,055,000 | – | 1,250,000 | – | 0.13% | – | |
| New | COHERUS BIOSCIENCES INCnote 1.500% 4/1 | $2,044,000 | – | 2,000,000 | – | 0.13% | – | |
| New | TABULA RASA HEALTHCARE INCnote 1.750% 2/1 | $2,047,000 | – | 2,000,000 | – | 0.13% | – | |
| New | INFINERA CORPnote 2.125% 9/0 | $2,018,000 | – | 1,650,000 | – | 0.13% | – | |
| New | AIR TRANSPORT SERVICES GRP Inote 1.125%10/1 | $2,027,000 | – | 2,000,000 | – | 0.13% | – | |
| New | ISTAR INCnote 3.125% 9/1 | $1,964,000 | – | 1,300,000 | – | 0.13% | – | |
| FB | New | FACEBOOK INCcl a | $1,902,000 | – | 5,473 | – | 0.12% | – |
| New | 8X8 INC NEWnote 0.500% 2/0 | $1,858,000 | – | 1,500,000 | – | 0.12% | – | |
| DCUE | New | DOMINION ENERGY INCunit 99/99/9999 | $1,806,000 | – | 18,590 | – | 0.12% | – |
| New | AVAYA HLDGS CORPnote 2.250% 6/1 | $1,809,000 | – | 1,550,000 | – | 0.12% | – | |
| New | GOLAR LNG LTDnote 2.750% 2/1 | $1,785,000 | – | 1,800,000 | – | 0.12% | – | |
| New | IONIS PHARMACEUTICALS INCnote 0.125%12/1 | $1,757,000 | – | 1,905,000 | – | 0.11% | – | |
| AEPPL | New | AMERICAN ELEC PWR CO INCunit 08/01/2021 | $1,749,000 | – | 35,605 | – | 0.11% | – |
| New | ENVESTNET INCnote 1.750% 6/0 | $1,751,000 | – | 1,430,000 | – | 0.11% | – | |
| New | JOYY INCnote 1.375% 6/1 | $1,735,000 | – | 1,750,000 | – | 0.11% | – | |
| AQNU | New | ALGONQUIN PWR UTILS CORPunit 99/99/9999 | $1,733,000 | – | 35,000 | – | 0.11% | – |
| ASHR | New | DBX ETF TRxtrack hrvst csi | $1,736,000 | – | 42,850 | – | 0.11% | – |
| PAVE | New | GLOBAL X FDSus infr dev etf | $1,739,000 | – | 67,622 | – | 0.11% | – |
| New | EVERBRIDGE INCnote 0.125%12/1 | $1,705,000 | – | 1,250,000 | – | 0.11% | – | |
| New | KAMAN CORPnote 3.250% 5/0 | $1,688,000 | – | 1,600,000 | – | 0.11% | – | |
| New | SHIP FIN INTL LTDnote 4.875% 5/0 | $1,672,000 | – | 1,750,000 | – | 0.11% | – | |
| JPM | New | JPMORGAN CHASE & CO | $1,664,000 | – | 10,684 | – | 0.11% | – |
| IEMG | New | ISHARES INCcore msci emkt | $1,669,000 | – | 24,902 | – | 0.11% | – |
| New | THERAVANCE BIOPHARMA INCnote 3.250%11/0 | $1,658,000 | – | 1,750,000 | – | 0.11% | – | |
| New | HOPE BANCORP INCnote 2.000% 5/1 | $1,565,000 | – | 1,600,000 | – | 0.10% | – | |
| XLU | New | SELECT SECTOR SPDR TRsbi int-utils | $1,495,000 | – | 23,619 | – | 0.10% | – |
| New | NCL CORP LTDnote 6.000% 5/1 | $1,351,000 | – | 582,000 | – | 0.09% | – | |
| New | CHEGG INCnote 0.125% 3/1 | $1,242,000 | – | 738,000 | – | 0.08% | – | |
| KMB | New | KIMBERLY-CLARK CORP | $1,162,000 | – | 8,685 | – | 0.08% | – |
| HD | New | HOME DEPOT INC | $1,149,000 | – | 3,593 | – | 0.07% | – |
| BRKB | New | BERKSHIRE HATHAWAY INC DELcl b new | $1,127,000 | – | 4,054 | – | 0.07% | – |
| NVDA | New | NVIDIA CORPORATION | $1,028,000 | – | 1,285 | – | 0.07% | – |
| New | ETSY INCnote 0.125%10/0 | $1,014,000 | – | 422,000 | – | 0.07% | – | |
| New | HELIX ENERGY SOLUTIONS GRP Inote 4.125% 9/1 | $994,000 | – | 1,000,000 | – | 0.06% | – | |
| JNJ | New | JOHNSON & JOHNSON | $986,000 | – | 5,994 | – | 0.06% | – |
| BAC | New | BK OF AMERICA CORP | $968,000 | – | 23,489 | – | 0.06% | – |
| UNH | New | UNITEDHEALTH GROUP INC | $905,000 | – | 2,261 | – | 0.06% | – |
| PG | New | PROCTER AND GAMBLE CO | $916,000 | – | 6,805 | – | 0.06% | – |
| V | New | VISA INC | $831,000 | – | 3,556 | – | 0.05% | – |
| New | MARRIOTT VACATIONS WORLDWIDEnote 1.500% 9/1 | $763,000 | – | 640,000 | – | 0.05% | – | |
| IYR | New | ISHARES TRu.s. real es etf | $763,000 | – | 7,491 | – | 0.05% | – |
| DIS | New | DISNEY WALT CO | $733,000 | – | 4,169 | – | 0.05% | – |
| New | GREEN PLAINS INCnote 2.250% 3/1 | $731,000 | – | 569,000 | – | 0.05% | – | |
| L | New | LOEWS CORP | $723,000 | – | 13,232 | – | 0.05% | – |
| PFE | New | PFIZER INC | $733,000 | – | 18,704 | – | 0.05% | – |
| New | INSMED INCnote 1.750% 1/1 | $696,000 | – | 667,000 | – | 0.04% | – | |
| New | COLONY STARWOOD HOMESnote 3.500% 1/1 | $683,000 | – | 419,000 | – | 0.04% | – | |
| PYPL | New | PAYPAL HLDGS INC | $665,000 | – | 2,279 | – | 0.04% | – |
| VZ | New | VERIZON COMMUNICATIONS INC | $628,000 | – | 11,223 | – | 0.04% | – |
| CMCSA | New | COMCAST CORP NEWcl a | $613,000 | – | 10,762 | – | 0.04% | – |
| New | FORTIVE CORPnote 0.875% 2/1 | $596,000 | – | 595,000 | – | 0.04% | – | |
| UNP | New | UNION PAC CORP | $607,000 | – | 2,752 | – | 0.04% | – |
| DHR | New | DANAHER CORPORATION | $582,000 | – | 2,163 | – | 0.04% | – |
| New | SPLUNK INCnote 1.125% 9/1 | $585,000 | – | 479,000 | – | 0.04% | – | |
| CSCO | New | CISCO SYS INC | $595,000 | – | 11,260 | – | 0.04% | – |
| ABT | New | ABBOTT LABS | $592,000 | – | 5,091 | – | 0.04% | – |
| New | LIBERTY MEDIA CORP DELdeb 3.500% 1/1 | $573,000 | – | 500,000 | – | 0.04% | – | |
| New | CREE INCnote 0.875% 9/0 | $560,000 | – | 336,000 | – | 0.04% | – | |
| MA | New | MASTERCARD INCORPORATEDcl a | $558,000 | – | 1,535 | – | 0.04% | – |
| MDIV | New | FIRST TR EXCHANGE-TRADED FDmulti asset di | $535,000 | – | 31,521 | – | 0.04% | – |
| KO | New | COCA COLA CO | $538,000 | – | 9,952 | – | 0.04% | – |
| FLOT | New | ISHARES TRfltg rate nt etf | $545,000 | – | 10,689 | – | 0.04% | – |
| INTC | New | INTEL CORP | $521,000 | – | 9,262 | – | 0.03% | – |
| ADBE | New | ADOBE SYSTEMS INCORPORATED | $519,000 | – | 891 | – | 0.03% | – |
| REM | New | ISHARES TRmortge rel etf | $533,000 | – | 14,363 | – | 0.03% | – |
| New | HERCULES CAPITAL INCdbcv 4.375% 2/0 | $517,000 | – | 488,000 | – | 0.03% | – | |
| COST | New | COSTCO WHSL CORP NEW | $512,000 | – | 1,295 | – | 0.03% | – |
| ICE | New | INTERCONTINENTAL EXCHANGE IN | $517,000 | – | 4,359 | – | 0.03% | – |
| MCD | New | MCDONALDS CORP | $494,000 | – | 2,145 | – | 0.03% | – |
| MRK | New | MERCK & CO INC | $500,000 | – | 6,402 | – | 0.03% | – |
| AMGN | New | AMGEN INC | $488,000 | – | 2,014 | – | 0.03% | – |
| PEP | New | PEPSICO INC | $501,000 | – | 3,387 | – | 0.03% | – |
| WFC | New | WELLS FARGO CO NEW | $474,000 | – | 10,473 | – | 0.03% | – |
| AMAT | New | APPLIED MATLS INC | $477,000 | – | 3,350 | – | 0.03% | – |
| SHY | New | ISHARES TR1 3 yr treas bd | $457,000 | – | 5,302 | – | 0.03% | – |
| New | BRIDGEBIO PHARMA INCnote 2.500% 3/1 | $458,000 | – | 279,000 | – | 0.03% | – | |
| IFFT | New | INTERNATIONAL FLAVORS&FRAGRAunit 09/15/2021 | $457,000 | – | 9,030 | – | 0.03% | – |
| TMO | New | THERMO FISHER SCIENTIFIC INC | $443,000 | – | 876 | – | 0.03% | – |
| AVGO | New | BROADCOM INC | $444,000 | – | 933 | – | 0.03% | – |
| TSLA | New | TESLA INC | $412,000 | – | 607 | – | 0.03% | – |
| ORCL | New | ORACLE CORP | $413,000 | – | 5,337 | – | 0.03% | – |
| NKE | New | NIKE INCcl b | $417,000 | – | 2,687 | – | 0.03% | – |
| WTRU | New | ESSENTIAL UTILS INCunit 04/30/2022 | $425,000 | – | 7,430 | – | 0.03% | – |
| BA | New | BOEING CO | $409,000 | – | 1,705 | – | 0.03% | – |
| T | New | AT&T INC | $408,000 | – | 14,173 | – | 0.03% | – |
| ABBV | New | ABBVIE INC | $400,000 | – | 3,537 | – | 0.03% | – |
| MDT | New | MEDTRONIC PLC | $400,000 | – | 3,226 | – | 0.03% | – |
| HON | New | HONEYWELL INTL INC | $393,000 | – | 1,792 | – | 0.02% | – |
| CRM | New | SALESFORCE COM INC | $382,000 | – | 1,561 | – | 0.02% | – |
| CVX | New | CHEVRON CORP NEW | $382,000 | – | 3,639 | – | 0.02% | – |
| NFLX | New | NETFLIX INC | $334,000 | – | 629 | – | 0.02% | – |
| ACN | New | ACCENTURE PLC IRELAND | $340,000 | – | 1,151 | – | 0.02% | – |
| WMT | New | WALMART INC | $333,000 | – | 2,369 | – | 0.02% | – |
| GM | New | GENERAL MTRS CO | $341,000 | – | 5,786 | – | 0.02% | – |
| TSM | New | TAIWAN SEMICONDUCTOR MFG LTDsponsored ads | $341,000 | – | 2,836 | – | 0.02% | – |
| TPX | New | TEMPUR SEALY INTL INC | $317,000 | – | 8,075 | – | 0.02% | – |
| PKI | New | PERKINELMER INC | $332,000 | – | 2,154 | – | 0.02% | – |
| ETN | New | EATON CORP PLC | $326,000 | – | 2,195 | – | 0.02% | – |
| NOW | New | SERVICENOW INC | $303,000 | – | 551 | – | 0.02% | – |
| PXD | New | PIONEER NAT RES CO | $310,000 | – | 1,915 | – | 0.02% | – |
| New | SQUARE INCnote 0.125% 3/0 | $314,000 | – | 153,000 | – | 0.02% | – | |
| LUV | New | SOUTHWEST AIRLS CO | $311,000 | – | 5,878 | – | 0.02% | – |
| C | New | CITIGROUP INC | $297,000 | – | 4,186 | – | 0.02% | – |
| DHI | New | D R HORTON INC | $296,000 | – | 3,276 | – | 0.02% | – |
| MU | New | MICRON TECHNOLOGY INC | $300,000 | – | 3,537 | – | 0.02% | – |
| BMY | New | BRISTOL-MYERS SQUIBB CO | $288,000 | – | 4,318 | – | 0.02% | – |
| New | WORLD WRESTLING ENTMT INCnote 3.375%12/1 | $283,000 | – | 118,000 | – | 0.02% | – | |
| UPS | New | UNITED PARCEL SERVICE INCcl b | $277,000 | – | 1,333 | – | 0.02% | – |
| MS | New | MORGAN STANLEY | $273,000 | – | 2,966 | – | 0.02% | – |
| New | NEUROCRINE BIOSCIENCES INCnote 2.250% 5/1 | $274,000 | – | 207,000 | – | 0.02% | – | |
| New | INSIGHT ENTERPRISES INCnote 0.750% 2/1 | $260,000 | – | 170,000 | – | 0.02% | – | |
| INTU | New | INTUIT | $256,000 | – | 523 | – | 0.02% | – |
| PRU | New | PRUDENTIAL FINL INC | $260,000 | – | 2,528 | – | 0.02% | – |
| CLF | New | CLEVELAND-CLIFFS INC NEW | $261,000 | – | 12,154 | – | 0.02% | – |
| DE | New | DEERE & CO | $256,000 | – | 728 | – | 0.02% | – |
| MT | New | ARCELORMITTAL SA LUXEMBOURGny registry sh | $261,000 | – | 8,381 | – | 0.02% | – |
| LPLA | New | LPL FINL HLDGS INC | $256,000 | – | 1,909 | – | 0.02% | – |
| LH | New | LABORATORY CORP AMER HLDGS | $268,000 | – | 971 | – | 0.02% | – |
| QCOM | New | QUALCOMM INC | $251,000 | – | 1,755 | – | 0.02% | – |
| PUBM | New | PUBMATIC INC | $251,000 | – | 6,416 | – | 0.02% | – |
| DKS | New | DICKS SPORTING GOODS INC | $247,000 | – | 2,454 | – | 0.02% | – |
| DOV | New | DOVER CORP | $245,000 | – | 1,636 | – | 0.02% | – |
| PSX | New | PHILLIPS 66 | $252,000 | – | 2,941 | – | 0.02% | – |
| PH | New | PARKER-HANNIFIN CORP | $252,000 | – | 817 | – | 0.02% | – |
| ORLY | New | OREILLY AUTOMOTIVE INC | $251,000 | – | 444 | – | 0.02% | – |
| FCX | New | FREEPORT-MCMORAN INCcl b | $240,000 | – | 6,423 | – | 0.02% | – |
| LIN | New | LINDE PLC | $252,000 | – | 869 | – | 0.02% | – |
| MMM | New | 3M CO | $251,000 | – | 1,250 | – | 0.02% | – |
| MSI | New | MOTOROLA SOLUTIONS INC | $241,000 | – | 1,110 | – | 0.02% | – |
| LOW | New | LOWES COS INC | $246,000 | – | 1,261 | – | 0.02% | – |
| LMT | New | LOCKHEED MARTIN CORP | $249,000 | – | 659 | – | 0.02% | – |
| FWONK | New | LIBERTY MEDIA CORP DEL | $254,000 | – | 5,273 | – | 0.02% | – |
| NCLH | New | NORWEGIAN CRUISE LINE HLDG L | $254,000 | – | 8,565 | – | 0.02% | – |
| AIG | New | AMERICAN INTL GROUP INC | $225,000 | – | 4,704 | – | 0.02% | – |
| TXN | New | TEXAS INSTRS INC | $236,000 | – | 1,223 | – | 0.02% | – |
| IYM | New | ISHARES TRu.s. bas mtl etf | $230,000 | – | 1,753 | – | 0.02% | – |
| CVS | New | CVS HEALTH CORP | $239,000 | – | 2,852 | – | 0.02% | – |
| APD | New | AIR PRODS & CHEMS INC | $227,000 | – | 789 | – | 0.02% | – |
| CMI | New | CUMMINS INC | $239,000 | – | 979 | – | 0.02% | – |
| MCS | New | MARCUS CORP DEL | $233,000 | – | 11,003 | – | 0.02% | – |
| ITW | New | ILLINOIS TOOL WKS INC | $231,000 | – | 1,030 | – | 0.02% | – |
| LRCX | New | LAM RESEARCH CORP | $215,000 | – | 327 | – | 0.01% | – |
| STLD | New | STEEL DYNAMICS INC | $223,000 | – | 3,741 | – | 0.01% | – |
| WDC | New | WESTERN DIGITAL CORP. | $219,000 | – | 3,064 | – | 0.01% | – |
| WMB | New | WILLIAMS COS INC | $212,000 | – | 7,992 | – | 0.01% | – |
| FDX | New | FEDEX CORP | $213,000 | – | 715 | – | 0.01% | – |
| ZEN | New | ZENDESK INC | $214,000 | – | 1,475 | – | 0.01% | – |
| GILD | New | GILEAD SCIENCES INC | $209,000 | – | 3,034 | – | 0.01% | – |
| CAT | New | CATERPILLAR INC | $205,000 | – | 941 | – | 0.01% | – |
| MRVL | New | MARVELL TECHNOLOGY INC | $207,000 | – | 3,529 | – | 0.01% | – |
| SBUX | New | STARBUCKS CORP | $200,000 | – | 1,780 | – | 0.01% | – |
| CHX | New | CHAMPIONX CORPORATION | $205,000 | – | 7,977 | – | 0.01% | – |
| BIIB | New | BIOGEN INC | $200,000 | – | 570 | – | 0.01% | – |
| NOC | New | NORTHROP GRUMMAN CORP | $200,000 | – | 551 | – | 0.01% | – |
| BLMN | New | BLOOMIN BRANDS INC | $206,000 | – | 7,548 | – | 0.01% | – |
| ARCC | New | ARES CAPITAL CORP | $207,000 | – | 10,445 | – | 0.01% | – |
| New | MICROCHIP TECHNOLOGY INC.note 0.125%11/1 | $181,000 | – | 160,000 | – | 0.01% | – | |
| New | CSG SYS INTL INCnote 4.250% 3/1 | $110,000 | – | 106,000 | – | 0.01% | – | |
| New | PALO ALTO NETWORKS INCnote 0.375% 6/0 | $91,000 | – | 67,000 | – | 0.01% | – | |
| RCLFU | New | ROSECLIFF ACQUISITION CORP Iunit 99/99/9999 | $100,000 | – | 10,000 | – | 0.01% | – |
| New | NICE SYS INCnote 1.250% 1/1 | $74,000 | – | 25,000 | – | 0.01% | – | |
| New | MICROCHIP TECHNOLOGY INC.note 1.625% 2/1 | $36,000 | – | 11,000 | – | 0.00% | – | |
| New | ATLAS AIR WORLDWIDE HLDGS INnote 1.875% 6/0 | $22,000 | – | 17,000 | – | 0.00% | – |
Q4 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| Exit | GUIDEWIRE SOFTWARE INCnote 1.250% 3/1 | $0 | – | -25,000 | – | -0.00% | – | |
| MCS | Exit | MARCUS CORP DEL | $0 | – | -11,067 | – | -0.01% | – |
| ARCC | Exit | ARES CAPITAL CORP | $0 | – | -10,434 | – | -0.01% | – |
| AMAT | Exit | APPLIED MATLS INC | $0 | – | -3,370 | – | -0.02% | – |
| XLE | Exit | SELECT SECTOR SPDR TRenergy | $0 | – | -6,710 | – | -0.02% | – |
| URI | Exit | UNITED RENTALS INC | $0 | – | -1,150 | – | -0.02% | – |
| ITW | Exit | ILLINOIS TOOL WKS INC | $0 | – | -1,033 | – | -0.02% | – |
| WLTW | Exit | WILLIS TOWERS WATSON PLC LTD | $0 | – | -959 | – | -0.02% | – |
| Exit | FIREEYE INCnote 1.625% 6/0 | $0 | – | -200,000 | – | -0.02% | – | |
| Exit | CHIMERA INVT CORPnote 7.000% 4/0 | $0 | – | -162,000 | – | -0.02% | – | |
| SRPT | Exit | SAREPTA THERAPEUTICS INC | $0 | – | -1,439 | – | -0.02% | – |
| LOW | Exit | LOWES COS INC | $0 | – | -1,269 | – | -0.02% | – |
| CMI | Exit | CUMMINS INC | $0 | – | -985 | – | -0.02% | – |
| MMM | Exit | 3M CO | $0 | – | -1,258 | – | -0.02% | – |
| ORLY | Exit | OREILLY AUTOMOTIVE INC | $0 | – | -444 | – | -0.02% | – |
| QCOM | Exit | QUALCOMM INC | $0 | – | -1,766 | – | -0.02% | – |
| LUV | Exit | SOUTHWEST AIRLS CO | $0 | – | -5,893 | – | -0.02% | – |
| ETN | Exit | EATON CORP PLC | $0 | – | -2,205 | – | -0.02% | – |
| BLMN | Exit | BLOOMIN BRANDS INC | $0 | – | -14,665 | – | -0.02% | – |
| MT | Exit | ARCELORMITTAL SA LUXEMBOURGny registry sh | $0 | – | -16,840 | – | -0.02% | – |
| TSM | Exit | TAIWAN SEMICONDUCTOR MFG LTDsponsored ads | $0 | – | -2,856 | – | -0.02% | – |
| Exit | SILICON LABORATORIES INCnote 1.375% 3/0 | $0 | – | -199,000 | – | -0.02% | – | |
| WFC | Exit | WELLS FARGO CO NEW | $0 | – | -10,537 | – | -0.02% | – |
| DKS | Exit | DICKS SPORTING GOODS INC | $0 | – | -4,463 | – | -0.02% | – |
| BMY | Exit | BRISTOL-MYERS SQUIBB CO | $0 | – | -4,321 | – | -0.02% | – |
| LMT | Exit | LOCKHEED MARTIN CORP | $0 | – | -659 | – | -0.02% | – |
| DHI | Exit | D R HORTON INC | $0 | – | -3,287 | – | -0.02% | – |
| ACN | Exit | ACCENTURE PLC IRELAND | $0 | – | -1,158 | – | -0.02% | – |
| Exit | CSG SYS INTL INCnote 4.250% 3/1 | $0 | – | -257,000 | – | -0.02% | – | |
| PKI | Exit | PERKINELMER INC | $0 | – | -2,165 | – | -0.02% | – |
| AIZP | Exit | ASSURANT INC6.50% conv pfd d | $0 | – | -2,540 | – | -0.03% | – |
| Exit | MACQUARIE INFRASTRUCTURE CORnote 2.000%10/0 | $0 | – | -338,000 | – | -0.03% | – | |
| AMD | Exit | ADVANCED MICRO DEVICES INC | $0 | – | -3,651 | – | -0.03% | – |
| HON | Exit | HONEYWELL INTL INC | $0 | – | -1,801 | – | -0.03% | – |
| C | Exit | CITIGROUP INC | $0 | – | -7,231 | – | -0.03% | – |
| ABBV | Exit | ABBVIE INC | $0 | – | -3,559 | – | -0.03% | – |
| FCVT | Exit | FIRST TR EXCHANGE-TRADED FDssi strg etf | $0 | – | -7,967 | – | -0.03% | – |
| Exit | ETSY INCnote 3/0 | $0 | – | -96,000 | – | -0.03% | – | |
| ORCL | Exit | ORACLE CORP | $0 | – | -5,368 | – | -0.03% | – |
| WMT | Exit | WALMART INC | $0 | – | -2,401 | – | -0.03% | – |
| NKE | Exit | NIKE INCcl b | $0 | – | -2,698 | – | -0.03% | – |
| MDT | Exit | MEDTRONIC PLC | $0 | – | -3,237 | – | -0.03% | – |
| AVGO | Exit | BROADCOM INC | $0 | – | -939 | – | -0.03% | – |
| NOW | Exit | SERVICENOW INC | $0 | – | -780 | – | -0.03% | – |
| APD | Exit | AIR PRODS & CHEMS INC | $0 | – | -1,271 | – | -0.03% | – |
| TMO | Exit | THERMO FISHER SCIENTIFIC INC | $0 | – | -877 | – | -0.03% | – |
| Exit | RAMBUS INC DELnote 1.375% 2/0 | $0 | – | -375,000 | – | -0.03% | – | |
| T | Exit | AT&T INC | $0 | – | -14,259 | – | -0.04% | – |
| CHNGU | Exit | CHANGE HEALTHCARE INCunit 99/99/9999 | $0 | – | -7,890 | – | -0.04% | – |
| MDIV | Exit | FIRST TR EXCHANGE-TRADED FDmulti asset di | $0 | – | -30,675 | – | -0.04% | – |
| Exit | NUVASIVE INCnote 2.250% 3/1 | $0 | – | -420,000 | – | -0.04% | – | |
| ICE | Exit | INTERCONTINENTAL EXCHANGE IN | $0 | – | -4,360 | – | -0.04% | – |
| ADBE | Exit | ADOBE SYSTEMS INCORPORATED | $0 | – | -892 | – | -0.04% | – |
| CSCO | Exit | CISCO SYS INC | $0 | – | -11,322 | – | -0.04% | – |
| SHY | Exit | ISHARES TR1 3 yr treas bd | $0 | – | -5,257 | – | -0.04% | – |
| L | Exit | LOEWS CORP | $0 | – | -13,232 | – | -0.04% | – |
| COST | Exit | COSTCO WHSL CORP NEW | $0 | – | -1,302 | – | -0.04% | – |
| PEP | Exit | PEPSICO INC | $0 | – | -3,414 | – | -0.04% | – |
| Exit | VIAVI SOLUTIONS INCnote 1.000% 3/0 | $0 | – | -420,000 | – | -0.04% | – | |
| MCD | Exit | MCDONALDS CORP | $0 | – | -2,156 | – | -0.04% | – |
| INTC | Exit | INTEL CORP | $0 | – | -9,258 | – | -0.04% | – |
| DHR | Exit | DANAHER CORPORATION | $0 | – | -2,173 | – | -0.04% | – |
| KO | Exit | COCA COLA CO | $0 | – | -9,989 | – | -0.04% | – |
| CMCSA | Exit | COMCAST CORP NEWcl a | $0 | – | -10,787 | – | -0.04% | – |
| IFFT | Exit | INTERNATIONAL FLAVORS&FRAGRAunit 09/15/2021 | $0 | – | -11,310 | – | -0.04% | – |
| AMGN | Exit | AMGEN INC | $0 | – | -2,026 | – | -0.04% | – |
| DIS | Exit | DISNEY WALT CO | $0 | – | -4,189 | – | -0.04% | – |
| FLOT | Exit | ISHARES TRfltg rate nt etf | $0 | – | -10,464 | – | -0.05% | – |
| MRK | Exit | MERCK & CO. INC | $0 | – | -6,408 | – | -0.05% | – |
| Exit | REDFIN CORPnote 1.750% 7/1 | $0 | – | -312,000 | – | -0.05% | – | |
| UNP | Exit | UNION PAC CORP | $0 | – | -2,765 | – | -0.05% | – |
| Exit | GUESS INCnote 2.000% 4/1 | $0 | – | -697,000 | – | -0.05% | – | |
| ABT | Exit | ABBOTT LABS | $0 | – | -5,147 | – | -0.05% | – |
| BAC | Exit | BK OF AMERICA CORP | $0 | – | -23,625 | – | -0.05% | – |
| CRM | Exit | SALESFORCE COM INC | $0 | – | -2,277 | – | -0.05% | – |
| Exit | COLONY STARWOOD HOMESnote 3.500% 1/1 | $0 | – | -450,000 | – | -0.05% | – | |
| SOLN | Exit | SOUTHERN COunit 08/01/2022 | $0 | – | -12,490 | – | -0.05% | – |
| Exit | FORTIVE CORPnote 0.875% 2/1 | $0 | – | -608,000 | – | -0.05% | – | |
| Exit | ISIS PHARMACEUTICALS INC DELnote 1.000%11/1 | $0 | – | -600,000 | – | -0.05% | – | |
| Exit | REALPAGE INCnote 1.500% 5/1 | $0 | – | -608,000 | – | -0.05% | – | |
| Exit | TWITTER INCnote 0.250% 6/1 | $0 | – | -574,000 | – | -0.06% | – | |
| Exit | PERFICIENT INCnote 2.375% 9/1 | $0 | – | -500,000 | – | -0.06% | – | |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -11,283 | – | -0.06% | – |
| Exit | SPIRIT RLTY CAP INC NEWnote 3.750% 5/1 | $0 | – | -660,000 | – | -0.06% | – | |
| Exit | EXACT SCIENCES CORPnote 1.000% 1/1 | $0 | – | -435,000 | – | -0.06% | – | |
| PFE | Exit | PFIZER INC | $0 | – | -18,855 | – | -0.06% | – |
| PYPL | Exit | PAYPAL HLDGS INC | $0 | – | -3,492 | – | -0.06% | – |
| NVDA | Exit | NVIDIA CORPORATION | $0 | – | -1,295 | – | -0.06% | – |
| UNH | Exit | UNITEDHEALTH GROUP INC | $0 | – | -2,272 | – | -0.06% | – |
| Exit | MICRON TECHNOLOGY INCnote 3.125% 5/0 | $0 | – | -154,000 | – | -0.06% | – | |
| V | Exit | VISA INC | $0 | – | -3,714 | – | -0.06% | – |
| BRKB | Exit | BERKSHIRE HATHAWAY INC DELcl b new | $0 | – | -3,652 | – | -0.07% | – |
| Exit | INSEEGO CORPnote 3.250% 5/0 | $0 | – | -841,000 | – | -0.07% | – | |
| Exit | LIBERTY MEDIA CORP DELdeb 3.500% 1/1 | $0 | – | -1,000,000 | – | -0.07% | – | |
| DTP | Exit | DTE ENERGY COunit 11/01/2022s | $0 | – | -19,400 | – | -0.08% | – |
| Exit | NOVAVAX INCnote 3.750% 2/0 | $0 | – | -750,000 | – | -0.08% | – | |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -6,005 | – | -0.08% | – |
| MA | Exit | MASTERCARD INCORPORATEDcl a | $0 | – | -2,678 | – | -0.08% | – |
| Exit | HELIX ENERGY SOLUTIONS GRP Inote 4.125% 9/1 | $0 | – | -1,000,000 | – | -0.08% | – | |
| Exit | WEIBO CORPnote 1.250%11/1 | $0 | – | -965,000 | – | -0.08% | – | |
| Exit | AVAYA HLDGS CORPnote 2.250% 6/1 | $0 | – | -1,000,000 | – | -0.08% | – | |
| PG | Exit | PROCTER AND GAMBLE CO | $0 | – | -6,816 | – | -0.08% | – |
| Exit | FLEXION THERAPEUTICS INCnote 3.375% 5/0 | $0 | – | -1,250,000 | – | -0.08% | – | |
| HD | Exit | HOME DEPOT INC | $0 | – | -3,613 | – | -0.09% | – |
| SREPRA | Exit | SEMPRA ENERGY6% pfd conv a | $0 | – | -10,070 | – | -0.09% | – |
| Exit | ENCORE CAP GROUP INCnote 2.875% 3/1 | $0 | – | -1,000,000 | – | -0.09% | – | |
| Exit | GOSSAMER BIO INCnote 5.000% 6/0 | $0 | – | -1,000,000 | – | -0.09% | – | |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -10,738 | – | -0.09% | – |
| Exit | TELADOC HEALTH INCnote 1.375% 5/1 | $0 | – | -255,000 | – | -0.09% | – | |
| Exit | THERAVANCE BIOPHARMA INCnote 3.250%11/0 | $0 | – | -1,200,000 | – | -0.09% | – | |
| Exit | APELLIS PHARMACEUTICALS INCnote 3.500% 9/1 | $0 | – | -1,000,000 | – | -0.09% | – | |
| Exit | SHIP FIN INTL LTDnote 4.875% 5/0 | $0 | – | -1,250,000 | – | -0.09% | – | |
| Exit | ZILLOW GROUP INCnote 1.500% 7/0 | $0 | – | -777,000 | – | -0.10% | – | |
| Exit | AERIE PHARMACEUTICALS INCnote 1.500%10/0 | $0 | – | -1,375,000 | – | -0.10% | – | |
| Exit | VISHAY INTERTECHNOLOGY INCnote 2.250% 6/1 | $0 | – | -1,150,000 | – | -0.10% | – | |
| Exit | LUMENTUM HLDGS INCnote 0.250% 3/1 | $0 | – | -804,000 | – | -0.10% | – | |
| Exit | INFINERA CORPnote 2.125% 9/0 | $0 | – | -1,250,000 | – | -0.10% | – | |
| Exit | WAYFAIR INCnote 0.375% 9/0 | $0 | – | -416,000 | – | -0.10% | – | |
| Exit | KAMAN CORPnote 3.250% 5/0 | $0 | – | -1,200,000 | – | -0.10% | – | |
| Exit | RETROPHIN INCnote 2.500% 9/1 | $0 | – | -1,489,000 | – | -0.11% | – | |
| Exit | AMERICAN RLTY CAP PPTYS INCnote 3.750%12/1 | $0 | – | -1,280,000 | – | -0.11% | – | |
| KMB | Exit | KIMBERLY CLARK CORP | $0 | – | -8,685 | – | -0.11% | – |
| Exit | ISTAR INCnote 3.125% 9/1 | $0 | – | -1,250,000 | – | -0.12% | – | |
| Exit | KNOWLES CORPnote 3.250%11/0 | $0 | – | -1,250,000 | – | -0.12% | – | |
| Exit | ENCORE CAP EUROPE FIN LTDnote 4.500% 9/0 | $0 | – | -1,250,000 | – | -0.12% | – | |
| Exit | GRANITE PT MTG TR INCnote 6.375%10/0 | $0 | – | -1,524,000 | – | -0.12% | – | |
| XLU | Exit | SELECT SECTOR SPDR TRsbi int-utils | $0 | – | -23,748 | – | -0.12% | – |
| FB | Exit | FACEBOOK INCcl a | $0 | – | -5,503 | – | -0.12% | – |
| AEPPL | Exit | AMERICAN ELEC PWR CO INCunit 03/15/2022 | $0 | – | -29,885 | – | -0.12% | – |
| Exit | VONAGE HLDGS CORPnote 1.750% 6/0 | $0 | – | -1,550,000 | – | -0.13% | – | |
| Exit | APOLLO COML REAL EST FIN INCnote 4.750% 8/2 | $0 | – | -1,639,000 | – | -0.13% | – | |
| Exit | WESTERN ASSET MTG CAP CORPnote 6.750%10/0 | $0 | – | -1,797,000 | – | -0.13% | – | |
| Exit | BOINGO WIRELESS INCnote 1.000%10/0 | $0 | – | -1,775,000 | – | -0.13% | – | |
| Exit | NICE SYS INCnote 1.250% 1/1 | $0 | – | -583,000 | – | -0.14% | – | |
| Exit | INPHI CORPnote 0.750% 9/0 | $0 | – | -834,000 | – | -0.14% | – | |
| GOOGL | Exit | ALPHABET INCcap stk cl a | $0 | – | -1,151 | – | -0.14% | – |
| Exit | THERAVANCE INCnote 2.125% 1/1 | $0 | – | -1,755,000 | – | -0.14% | – | |
| Exit | WORKIVA INCnote 1.125% 8/1 | $0 | – | -1,784,000 | – | -0.15% | – | |
| Exit | ZENDESK INCnote 0.250% 3/1 | $0 | – | -1,054,000 | – | -0.16% | – | |
| WTRU | Exit | ESSENTIAL UTILS INCunit 04/30/2022 | $0 | – | -34,880 | – | -0.16% | – |
| Exit | SEACOR HOLDINGS INCnote 3.250% 5/1 | $0 | – | -2,500,000 | – | -0.16% | – | |
| Exit | PRA GROUP INCnote 3.500% 6/0 | $0 | – | -1,750,000 | – | -0.16% | – | |
| Exit | NEW RELIC INCnote 0.500% 5/0 | $0 | – | -2,000,000 | – | -0.16% | – | |
| Exit | AKAMAI TECHNOLOGIES INCnote 0.375% 9/0 | $0 | – | -1,716,000 | – | -0.17% | – | |
| Exit | NRG ENERGY INCdbcv 2.750% 6/0 | $0 | – | -1,950,000 | – | -0.17% | – | |
| Exit | LIGAND PHARMACEUTICALS INCnote 0.750% 5/1 | $0 | – | -2,250,000 | – | -0.18% | – | |
| Exit | BLACKSTONE MTG TR INCnote 4.750% 3/1 | $0 | – | -2,150,000 | – | -0.18% | – | |
| Exit | MOMO INCnote 1.250% 7/0 | $0 | – | -2,600,000 | – | -0.18% | – | |
| Exit | REDWOOD TR INCnote 4.750% 8/1 | $0 | – | -2,231,000 | – | -0.18% | – | |
| Exit | CREE INCnote 0.875% 9/0 | $0 | – | -1,653,000 | – | -0.18% | – | |
| Exit | RADIUS HEALTH INCnote 3.000% 9/0 | $0 | – | -2,500,000 | – | -0.18% | – | |
| Exit | TWO HBRS INVT CORPnote 6.250% 1/1 | $0 | – | -2,086,000 | – | -0.18% | – | |
| Exit | OSI SYSTEMS INCnote 1.250% 9/0 | $0 | – | -2,075,000 | – | -0.18% | – | |
| Exit | NEW MTN FIN CORPnote 5.750% 8/1 | $0 | – | -2,100,000 | – | -0.18% | – | |
| Exit | KKR REAL ESTATE FIN TR INCnote 6.125% 5/1 | $0 | – | -2,252,000 | – | -0.19% | – | |
| Exit | WESTERN DIGITAL CORP.note 1.500% 2/0 | $0 | – | -2,345,000 | – | -0.19% | – | |
| Exit | FTI CONSULTING INCnote 2.000% 8/1 | $0 | – | -1,842,000 | – | -0.19% | – | |
| Exit | NEW YORK MTG TR INCnote 6.250% 1/1 | $0 | – | -2,373,000 | – | -0.20% | – | |
| Exit | CHENIERE ENERGY INCnote 4.250% 3/1 | $0 | – | -3,200,000 | – | -0.20% | – | |
| DCUE | Exit | DOMINION ENERGY INCunit 99/99/9999 | $0 | – | -22,575 | – | -0.20% | – |
| Exit | JAZZ INVESTMENTS I LTDnote 1.500% 8/1 | $0 | – | -2,296,000 | – | -0.20% | – | |
| NYCBPRU | Exit | NEW YORK CMNTY CAP TR Vunit 11/01/2051 | $0 | – | -55,110 | – | -0.20% | – |
| Exit | ENVESTNET INCnote 1.750% 6/0 | $0 | – | -2,019,000 | – | -0.22% | – | |
| Exit | NUANCE COMMUNICATIONS INCdbcv 1.000%12/1 | $0 | – | -1,791,000 | – | -0.22% | – | |
| Exit | SPLUNK INCnote 1.125% 9/1 | $0 | – | -1,865,000 | – | -0.23% | – | |
| AMZN | Exit | AMAZON COM INC | $0 | – | -853 | – | -0.23% | – |
| ACWX | Exit | ISHARES TRmsci acwi ex us | $0 | – | -61,388 | – | -0.24% | – |
| FDN | Exit | FIRST TR EXCHANGE-TRADED FDdj internt idx | $0 | – | -15,030 | – | -0.24% | – |
| ASHR | Exit | DBX ETF TRxtrack hrvst csi | $0 | – | -82,402 | – | -0.24% | – |
| GLD | Exit | SPDR GOLD TR | $0 | – | -16,132 | – | -0.25% | – |
| IWM | Exit | ISHARES TRrussell 2000 etf | $0 | – | -19,151 | – | -0.25% | – |
| Exit | APOLLO COML REAL EST FIN INCnote 5.375%10/1 | $0 | – | -3,150,000 | – | -0.25% | – | |
| Exit | SUNPOWER CORPdbcv 4.000% 1/1 | $0 | – | -3,100,000 | – | -0.25% | – | |
| Exit | PROSPECT CAP CORPnote 6.375% 3/0 | $0 | – | -2,890,000 | – | -0.25% | – | |
| REM | Exit | ISHARES TRmortge rel etf | $0 | – | -122,405 | – | -0.27% | – |
| IWD | Exit | ISHARES TRrus 1000 val etf | $0 | – | -27,889 | – | -0.28% | – |
| Exit | MFA FINL INCnote 6.250% 6/1 | $0 | – | -3,586,000 | – | -0.29% | – | |
| CWB | Exit | SPDR SER TRblmbrg brc cnvrt | $0 | – | -49,199 | – | -0.29% | – |
| NEEPRP | Exit | NEXTERA ENERGY INCunit 99/99/9999 | $0 | – | -73,300 | – | -0.30% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -16,277 | – | -0.30% | – |
| Exit | INSULET CORPnote 1.375%11/1 | $0 | – | -1,415,000 | – | -0.31% | – | |
| NEEPRO | Exit | NEXTERA ENERGY INCunit 09/01/2022s | $0 | – | -68,475 | – | -0.32% | – |
| BACPRL | Exit | BK OF AMERICA CORP7.25%cnv pfd l | $0 | – | -2,506 | – | -0.32% | – |
| IYW | Exit | ISHARES TRu.s. tech etf | $0 | – | -12,627 | – | -0.33% | – |
| WFCPRL | Exit | WELLS FARGO CO NEWperp pfd cnv a | $0 | – | -2,848 | – | -0.33% | – |
| AAPL | Exit | APPLE INC | $0 | – | -33,100 | – | -0.33% | – |
| Exit | WAYFAIR INCnote 1.000% 8/1 | $0 | – | -1,875,000 | – | -0.34% | – | |
| Exit | HELIX ENERGY SOLUTIONS GRP Inote 6.750% 2/1 | $0 | – | -4,988,000 | – | -0.35% | – | |
| Exit | HERCULES CAPITAL INCdbcv 4.375% 2/0 | $0 | – | -4,088,000 | – | -0.35% | – | |
| Exit | INVITAE CORPnote 2.000% 9/0 | $0 | – | -2,516,000 | – | -0.36% | – | |
| Exit | RINGCENTRAL INCnote 3/1 | $0 | – | -1,236,000 | – | -0.36% | – | |
| Exit | SPIRIT AIRLS INCnote 4.750% 5/1 | $0 | – | -2,898,000 | – | -0.36% | – | |
| Exit | HANNON ARMSTRONG SUST INFR Cnote 8/1 | $0 | – | -4,099,000 | – | -0.37% | – | |
| FPE | Exit | FIRST TR EXCH TRADED FD IIIpfd secs inc etf | $0 | – | -225,705 | – | -0.37% | – |
| Exit | ATLAS AIR WORLDWIDE HLDGS INnote 1.875% 6/0 | $0 | – | -3,704,000 | – | -0.38% | – | |
| Exit | DISH NETWORK CORPORATIONnote 3.375% 8/1 | $0 | – | -5,043,000 | – | -0.40% | – | |
| Exit | CLEVELAND-CLIFFS INC NEWdbcv 1.500% 1/1 | $0 | – | -4,562,000 | – | -0.41% | – | |
| Exit | AIR TRANSPORT SERVICES GRP Inote 1.125%10/1 | $0 | – | -4,716,000 | – | -0.43% | – | |
| Exit | PINDUODUO INCnote 10/0 | $0 | – | -2,903,000 | – | -0.45% | – | |
| LMBS | Exit | FIRST TR EXCHANGE-TRADED FDfst low oppt eft | $0 | – | -101,636 | – | -0.45% | – |
| Exit | YY INCnote 1.375% 6/1 | $0 | – | -5,403,000 | – | -0.50% | – | |
| Exit | KBR INCnote 2.500%11/0 | $0 | – | -5,267,000 | – | -0.51% | – | |
| Exit | CONMED CORPnote 2.625% 2/0 | $0 | – | -5,466,000 | – | -0.53% | – | |
| CFXA | Exit | COLFAX CORPunit 01/15/2022t | $0 | – | -46,988 | – | -0.54% | – |
| Exit | LIBERTY MEDIA CORP DELnote 1.375%10/1 | $0 | – | -5,807,000 | – | -0.54% | – | |
| Exit | MICROCHIP TECHNOLOGY INC.note 1.625% 2/1 | $0 | – | -2,897,000 | – | -0.56% | – | |
| Exit | EURONET WORLDWIDE INCnote 0.750% 3/1 | $0 | – | -7,312,000 | – | -0.60% | – | |
| Exit | II-VI INCnote 0.250% 9/0 | $0 | – | -6,269,000 | – | -0.61% | – | |
| Exit | BIOMARIN PHARMACEUTICAL INCnote 0.599% 8/0 | $0 | – | -6,747,000 | – | -0.61% | – | |
| Exit | BLACKLINE INCnote 0.125% 8/0 | $0 | – | -5,170,000 | – | -0.61% | – | |
| Exit | LIVE NATION ENTERTAINMENT INnote 2.500% 3/1 | $0 | – | -6,447,000 | – | -0.62% | – | |
| Exit | LIBERTY MEDIA CORP DELnote 1.000% 1/3 | $0 | – | -6,067,000 | – | -0.62% | – | |
| Exit | INSMED INCnote 1.750% 1/1 | $0 | – | -6,753,000 | – | -0.63% | – | |
| Exit | ARES CAPITAL CORPnote 4.625% 3/0 | $0 | – | -7,505,000 | – | -0.67% | – | |
| Exit | ARES CAPITAL CORPnote 3.750% 2/0 | $0 | – | -7,719,000 | – | -0.67% | – | |
| Exit | REPLIGEN CORPnote 0.375% 7/1 | $0 | – | -5,634,000 | – | -0.69% | – | |
| Exit | COUPA SOFTWARE INCnote 0.125% 6/1 | $0 | – | -4,406,000 | – | -0.69% | – | |
| Exit | NEUROCRINE BIOSCIENCES INCnote 2.250% 5/1 | $0 | – | -5,888,000 | – | -0.70% | – | |
| Exit | ZYNGA INCnote 0.250% 6/0 | $0 | – | -6,417,000 | – | -0.70% | – | |
| Exit | MERCADOLIBRE INCnote 2.000% 8/1 | $0 | – | -3,405,000 | – | -0.74% | – | |
| Exit | MERITOR INCnote 3.250%10/1 | $0 | – | -8,317,000 | – | -0.74% | – | |
| Exit | WAYFAIR INCnote 1.125%11/0 | $0 | – | -3,493,000 | – | -0.77% | – | |
| Exit | Q2 HLDGS INCnote 0.750% 6/0 | $0 | – | -7,355,000 | – | -0.78% | – | |
| Exit | NOVELLUS SYS INCnote 2.625% 5/1 | $0 | – | -890,000 | – | -0.80% | – | |
| Exit | PRICELINE GRP INCnote 0.900% 9/1 | $0 | – | -9,314,000 | – | -0.86% | – | |
| Exit | SPLUNK INCnote 0.500% 9/1 | $0 | – | -7,240,000 | – | -0.87% | – | |
| Exit | TERADYNE INCnote 1.250%12/1 | $0 | – | -4,211,000 | – | -0.93% | – | |
| Exit | WELLPOINT INCnote 2.750%10/1 | $0 | – | -2,928,000 | – | -0.95% | – | |
| Exit | SYNAPTICS INCnote 0.500% 6/1 | $0 | – | -8,887,000 | – | -0.95% | – | |
| Exit | NUANCE COMMUNICATIONS INCnote 1.250% 4/0 | $0 | – | -6,302,000 | – | -0.96% | – | |
| Exit | TWILIO INCnote 0.250% 6/0 | $0 | – | -3,322,000 | – | -1.00% | – | |
| Exit | PENN NATL GAMING INCnote 2.750% 5/1 | $0 | – | -3,630,000 | – | -1.00% | – | |
| Exit | ADVANCED MICRO DEVICES INCnote 2.125% 9/0 | $0 | – | -1,148,000 | – | -1.01% | – | |
| Exit | ON SEMICONDUCTOR CORPnote 1.625%10/1 | $0 | – | -8,899,000 | – | -1.01% | – | |
| Exit | EXACT SCIENCES CORPnote 0.375% 3/1 | $0 | – | -10,891,000 | – | -1.10% | – | |
| Exit | DOCUSIGN INCnote 0.500% 9/1 | $0 | – | -4,315,000 | – | -1.12% | – | |
| Exit | SAREPTA THERAPEUTICS INCdbcv 1.500%11/1 | $0 | – | -6,418,000 | – | -1.15% | – | |
| Exit | CHEGG INCnote 0.125% 3/1 | $0 | – | -8,816,000 | – | -1.16% | – | |
| Exit | SNAP INCnote 0.750% 8/0 | $0 | – | -9,712,000 | – | -1.16% | – | |
| Exit | SERVICENOW INCnote 6/0 | $0 | – | -4,002,000 | – | -1.25% | – | |
| Exit | ILLUMINA INCnote 0.500% 6/1 | $0 | – | -11,530,000 | – | -1.28% | – | |
| Exit | OKTA INCnote 0.125% 9/0 | $0 | – | -11,275,000 | – | -1.29% | – | |
| Exit | DEXCOM INCnote 0.750%12/0 | $0 | – | -5,910,000 | – | -1.29% | – | |
| Exit | RHnote 6/1 | $0 | – | -7,977,000 | – | -1.40% | – | |
| Exit | ZILLOW GROUP INCnote 2.750% 5/1 | $0 | – | -10,193,000 | – | -1.52% | – | |
| DHRPRA | Exit | DANAHER CORPORATION4.75 mnd cv pfd | $0 | – | -12,398 | – | -1.58% | – |
| Exit | WORKDAY INCnote 0.250%10/0 | $0 | – | -12,219,000 | – | -1.62% | – | |
| Exit | MICROCHIP TECHNOLOGY INC.note 1.625% 2/1 | $0 | – | -12,228,000 | – | -1.62% | – | |
| Exit | PALO ALTO NETWORKS INCnote 0.750% 7/0 | $0 | – | -16,828,000 | – | -1.64% | – | |
| SWT | Exit | STANLEY BLACK & DECKER INCunit 11/15/2022 | $0 | – | -191,647 | – | -1.67% | – |
| Exit | ILLUMINA INCnote 8/1 | $0 | – | -20,190,000 | – | -1.84% | – | |
| Exit | AKAMAI TECHNOLOGIES INCnote 0.125% 5/0 | $0 | – | -17,867,000 | – | -1.98% | – | |
| Exit | SQUARE INCnote 0.500% 5/1 | $0 | – | -10,645,000 | – | -1.99% | – | |
| AGG | Exit | ISHARES TRcore us aggbd et | $0 | – | -214,006 | – | -2.18% | – |
| Exit | TESLA INCnote 1.250% 3/0 | $0 | – | -4,285,000 | – | -2.20% | – | |
| Exit | TESLA INCnote 2.375% 3/1 | $0 | – | -4,967,000 | – | -2.80% | – | |
| Exit | SOUTHWEST AIRLS COnote 1.250% 5/0 | $0 | – | -37,659,000 | – | -4.24% | – | |
| Exit | TESLA INCnote 2.000% 5/1 | $0 | – | -8,624,000 | – | -5.14% | – | |
| IVV | Exit | ISHARES TRcore s&p500 etf | $0 | – | -227,955 | – | -6.61% | – |
Q3 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| IVV | Buy | ISHARES TRcore s&p500 etf | $76,608,000 | +8.7% | 227,955 | +0.2% | 6.61% | +7.0% |
| Sell | TESLA INCnote 2.000% 5/1 | $59,613,000 | +93.0% | 8,624,000 | -2.0% | 5.14% | +90.1% | |
| Buy | SOUTHWEST AIRLS COnote 1.250% 5/0 | $49,148,000 | +11.6% | 37,659,000 | +2.0% | 4.24% | +9.9% | |
| Sell | TESLA INCnote 2.375% 3/1 | $32,478,000 | +61.2% | 4,967,000 | -18.3% | 2.80% | +58.8% | |
| Sell | TESLA INCnote 1.250% 3/0 | $25,496,000 | +54.2% | 4,285,000 | -22.3% | 2.20% | +51.9% | |
| AGG | Sell | ISHARES TRcore us aggbd et | $25,264,000 | -2.1% | 214,006 | -2.0% | 2.18% | -3.6% |
| Buy | SQUARE INCnote 0.500% 5/1 | $23,046,000 | +48.2% | 10,645,000 | +1.8% | 1.99% | +46.1% | |
| Sell | AKAMAI TECHNOLOGIES INCnote 0.125% 5/0 | $22,975,000 | +1.4% | 17,867,000 | -1.8% | 1.98% | -0.2% | |
| Buy | ILLUMINA INCnote 8/1 | $21,357,000 | -1.1% | 20,190,000 | +1.5% | 1.84% | -2.6% | |
| SWT | Buy | STANLEY BLACK & DECKER INCunit 11/15/2022 | $19,341,000 | +26.9% | 191,647 | +12.6% | 1.67% | +25.0% |
| Buy | PALO ALTO NETWORKS INCnote 0.750% 7/0 | $18,972,000 | +8.2% | 16,828,000 | +2.6% | 1.64% | +6.6% | |
| Sell | MICROCHIP TECHNOLOGY INC.note 1.625% 2/1 | $18,842,000 | +2.2% | 12,228,000 | -2.1% | 1.62% | +0.7% | |
| Buy | WORKDAY INCnote 0.250%10/0 | $18,767,000 | +29.6% | 12,219,000 | +16.0% | 1.62% | +27.7% | |
| DHRPRA | Sell | DANAHER CORPORATION4.75 mnd cv pfd | $18,296,000 | +15.2% | 12,398 | -2.7% | 1.58% | +13.4% |
| Buy | ZILLOW GROUP INCnote 2.750% 5/1 | $17,611,000 | +54.7% | 10,193,000 | +4.7% | 1.52% | +52.4% | |
| Buy | RHnote 6/1 | $16,190,000 | +47.5% | 7,977,000 | +1.7% | 1.40% | +45.1% | |
| Sell | DEXCOM INCnote 0.750%12/0 | $14,928,000 | -2.8% | 5,910,000 | -4.6% | 1.29% | -4.4% | |
| New | OKTA INCnote 0.125% 9/0 | $14,907,000 | – | 11,275,000 | – | 1.29% | – | |
| Buy | ILLUMINA INCnote 0.500% 6/1 | $14,792,000 | -7.1% | 11,530,000 | +7.7% | 1.28% | -8.5% | |
| Sell | SERVICENOW INCnote 6/0 | $14,466,000 | +1.8% | 4,002,000 | -15.6% | 1.25% | +0.3% | |
| New | SNAP INCnote 0.750% 8/0 | $13,446,000 | – | 9,712,000 | – | 1.16% | – | |
| Sell | CHEGG INCnote 0.125% 3/1 | $13,411,000 | -5.6% | 8,816,000 | -12.4% | 1.16% | -7.1% | |
| Buy | SAREPTA THERAPEUTICS INCdbcv 1.500%11/1 | $13,306,000 | +12.2% | 6,418,000 | +24.2% | 1.15% | +10.6% | |
| Buy | DOCUSIGN INCnote 0.500% 9/1 | $13,023,000 | +24.7% | 4,315,000 | +0.4% | 1.12% | +22.7% | |
| Sell | EXACT SCIENCES CORPnote 0.375% 3/1 | $12,749,000 | +9.2% | 10,891,000 | -3.4% | 1.10% | +7.5% | |
| Buy | ON SEMICONDUCTOR CORPnote 1.625%10/1 | $11,752,000 | +16.4% | 8,899,000 | +7.0% | 1.01% | +14.7% | |
| Sell | ADVANCED MICRO DEVICES INCnote 2.125% 9/0 | $11,738,000 | -12.0% | 1,148,000 | -43.5% | 1.01% | -13.4% | |
| Sell | PENN NATL GAMING INCnote 2.750% 5/1 | $11,651,000 | +76.3% | 3,630,000 | -17.7% | 1.00% | +73.6% | |
| Buy | TWILIO INCnote 0.250% 6/0 | $11,552,000 | +86.6% | 3,322,000 | +66.4% | 1.00% | +83.8% | |
| Sell | NUANCE COMMUNICATIONS INCnote 1.250% 4/0 | $11,165,000 | +20.5% | 6,302,000 | -5.1% | 0.96% | +18.7% | |
| Sell | SYNAPTICS INCnote 0.500% 6/1 | $10,992,000 | +15.5% | 8,887,000 | -0.5% | 0.95% | +13.8% | |
| Sell | WELLPOINT INCnote 2.750%10/1 | $10,968,000 | -41.4% | 2,928,000 | -42.7% | 0.95% | -42.2% | |
| Buy | TERADYNE INCnote 1.250%12/1 | $10,742,000 | -2.9% | 4,211,000 | +2.2% | 0.93% | -4.3% | |
| Sell | SPLUNK INCnote 0.500% 9/1 | $10,063,000 | -19.6% | 7,240,000 | -16.8% | 0.87% | -20.8% | |
| Sell | PRICELINE GRP INCnote 0.900% 9/1 | $9,910,000 | +0.1% | 9,314,000 | -0.1% | 0.86% | -1.4% | |
| Sell | NOVELLUS SYS INCnote 2.625% 5/1 | $9,265,000 | -25.0% | 890,000 | -26.9% | 0.80% | -26.2% | |
| Sell | Q2 HLDGS INCnote 0.750% 6/0 | $9,002,000 | +3.5% | 7,355,000 | -4.5% | 0.78% | +1.8% | |
| Sell | WAYFAIR INCnote 1.125%11/0 | $8,975,000 | -9.7% | 3,493,000 | -37.4% | 0.77% | -11.1% | |
| Buy | MERITOR INCnote 3.250%10/1 | $8,628,000 | +18.9% | 8,317,000 | +14.2% | 0.74% | +17.0% | |
| New | MERCADOLIBRE INCnote 2.000% 8/1 | $8,578,000 | – | 3,405,000 | – | 0.74% | – | |
| Sell | ZYNGA INCnote 0.250% 6/0 | $8,122,000 | -20.0% | 6,417,000 | -19.3% | 0.70% | -21.3% | |
| Sell | NEUROCRINE BIOSCIENCES INCnote 2.250% 5/1 | $8,100,000 | -21.8% | 5,888,000 | -5.4% | 0.70% | -22.9% | |
| Sell | COUPA SOFTWARE INCnote 0.125% 6/1 | $8,027,000 | -63.0% | 4,406,000 | -63.2% | 0.69% | -63.6% | |
| Buy | REPLIGEN CORPnote 0.375% 7/1 | $8,009,000 | +16.5% | 5,634,000 | +2.8% | 0.69% | +14.8% | |
| Sell | ARES CAPITAL CORPnote 3.750% 2/0 | $7,797,000 | -1.4% | 7,719,000 | -3.9% | 0.67% | -2.9% | |
| Sell | INSMED INCnote 1.750% 1/1 | $7,326,000 | +10.0% | 6,753,000 | -1.4% | 0.63% | +8.4% | |
| Sell | LIBERTY MEDIA CORP DELnote 1.000% 1/3 | $7,191,000 | +9.2% | 6,067,000 | -0.1% | 0.62% | +7.5% | |
| Sell | LIVE NATION ENTERTAINMENT INnote 2.500% 3/1 | $7,180,000 | +5.9% | 6,447,000 | -3.5% | 0.62% | +4.2% | |
| New | BLACKLINE INCnote 0.125% 8/0 | $7,125,000 | – | 5,170,000 | – | 0.61% | – | |
| Sell | BIOMARIN PHARMACEUTICAL INCnote 0.599% 8/0 | $7,079,000 | -45.8% | 6,747,000 | -36.9% | 0.61% | -46.6% | |
| Sell | II-VI INCnote 0.250% 9/0 | $7,061,000 | -8.2% | 6,269,000 | -3.4% | 0.61% | -9.5% | |
| Sell | EURONET WORLDWIDE INCnote 0.750% 3/1 | $6,997,000 | -4.5% | 7,312,000 | -4.1% | 0.60% | -6.1% | |
| Sell | MICROCHIP TECHNOLOGY INC.note 1.625% 2/1 | $6,456,000 | -47.7% | 2,897,000 | -47.7% | 0.56% | -48.5% | |
| Sell | LIBERTY MEDIA CORP DELnote 1.375%10/1 | $6,320,000 | -6.4% | 5,807,000 | -9.7% | 0.54% | -7.8% | |
| CFXA | Buy | COLFAX CORPunit 01/15/2022t | $6,303,000 | +68.5% | 46,988 | +53.4% | 0.54% | +65.9% |
| Sell | CONMED CORPnote 2.625% 2/0 | $6,120,000 | -7.5% | 5,466,000 | -13.6% | 0.53% | -8.8% | |
| Buy | KBR INCnote 2.500%11/0 | $5,940,000 | +5.6% | 5,267,000 | +5.2% | 0.51% | +3.9% | |
| Sell | YY INCnote 1.375% 6/1 | $5,805,000 | -5.4% | 5,403,000 | -3.3% | 0.50% | -6.7% | |
| LMBS | Buy | FIRST TR EXCHANGE-TRADED FDfst low oppt eft | $5,251,000 | +12.1% | 101,636 | +12.1% | 0.45% | +10.5% |
| New | PINDUODUO INCnote 10/0 | $5,241,000 | – | 2,903,000 | – | 0.45% | – | |
| Buy | AIR TRANSPORT SERVICES GRP Inote 1.125%10/1 | $4,972,000 | +228.8% | 4,716,000 | +193.5% | 0.43% | +225.0% | |
| Buy | CLEVELAND-CLIFFS INC NEWdbcv 1.500% 1/1 | $4,711,000 | +22.2% | 4,562,000 | +7.8% | 0.41% | +20.1% | |
| Sell | DISH NETWORK CORPORATIONnote 3.375% 8/1 | $4,630,000 | -64.3% | 5,043,000 | -64.2% | 0.40% | -64.8% | |
| New | ATLAS AIR WORLDWIDE HLDGS INnote 1.875% 6/0 | $4,456,000 | – | 3,704,000 | – | 0.38% | – | |
| FPE | New | FIRST TR EXCH TRADED FD IIIpfd secs inc etf | $4,326,000 | – | 225,705 | – | 0.37% | – |
| New | HANNON ARMSTRONG SUST INFR Cnote 8/1 | $4,250,000 | – | 4,099,000 | – | 0.37% | – | |
| New | SPIRIT AIRLS INCnote 4.750% 5/1 | $4,210,000 | – | 2,898,000 | – | 0.36% | – | |
| Sell | RINGCENTRAL INCnote 3/1 | $4,151,000 | -35.2% | 1,236,000 | -32.6% | 0.36% | -36.2% | |
| New | INVITAE CORPnote 2.000% 9/0 | $4,152,000 | – | 2,516,000 | – | 0.36% | – | |
| Sell | HERCULES CAPITAL INCdbcv 4.375% 2/0 | $4,103,000 | -0.2% | 4,088,000 | -3.2% | 0.35% | -1.7% | |
| New | HELIX ENERGY SOLUTIONS GRP Inote 6.750% 2/1 | $4,020,000 | – | 4,988,000 | – | 0.35% | – | |
| New | WAYFAIR INCnote 1.000% 8/1 | $3,886,000 | – | 1,875,000 | – | 0.34% | – | |
| AAPL | Buy | APPLE INC | $3,834,000 | +23.8% | 33,100 | +289.8% | 0.33% | +22.1% |
| WFCPRL | Sell | WELLS FARGO CO NEWperp pfd cnv a | $3,823,000 | -11.4% | 2,848 | -14.4% | 0.33% | -12.7% |
| IYW | Buy | ISHARES TRu.s. tech etf | $3,801,000 | +34.2% | 12,627 | +20.2% | 0.33% | +32.3% |
| BACPRL | Buy | BK OF AMERICA CORP7.25%cnv pfd l | $3,729,000 | +13.2% | 2,506 | +2.1% | 0.32% | +11.8% |
| NEEPRO | Buy | NEXTERA ENERGY INCunit 09/01/2022s | $3,709,000 | +20.0% | 68,475 | +7.4% | 0.32% | +18.1% |
| Sell | INSULET CORPnote 1.375%11/1 | $3,622,000 | -31.0% | 1,415,000 | -43.0% | 0.31% | -32.2% | |
| MSFT | Sell | MICROSOFT CORP | $3,425,000 | +1.1% | 16,277 | -2.3% | 0.30% | -0.7% |
| NEEPRP | Sell | NEXTERA ENERGY INCunit 99/99/9999 | $3,423,000 | -18.5% | 73,300 | -26.0% | 0.30% | -19.8% |
| CWB | Sell | SPDR SER TRblmbrg brc cnvrt | $3,390,000 | -64.1% | 49,199 | -68.5% | 0.29% | -64.7% |
| Sell | MFA FINL INCnote 6.250% 6/1 | $3,347,000 | -7.6% | 3,586,000 | -13.4% | 0.29% | -8.8% | |
| IWD | Sell | ISHARES TRrus 1000 val etf | $3,295,000 | +2.4% | 27,889 | -2.3% | 0.28% | +0.7% |
| REM | Sell | ISHARES TRmortge rel etf | $3,155,000 | +0.9% | 122,405 | -2.7% | 0.27% | -0.7% |
| Sell | SUNPOWER CORPdbcv 4.000% 1/1 | $2,941,000 | +1.8% | 3,100,000 | -13.9% | 0.25% | +0.4% | |
| Sell | PROSPECT CAP CORPnote 6.375% 3/0 | $2,948,000 | +2.3% | 2,890,000 | -1.7% | 0.25% | +0.8% | |
| IWM | Sell | ISHARES TRrussell 2000 etf | $2,868,000 | -34.2% | 19,151 | -37.1% | 0.25% | -35.3% |
| Sell | APOLLO COML REAL EST FIN INCnote 5.375%10/1 | $2,868,000 | +1.9% | 3,150,000 | -9.2% | 0.25% | 0.0% | |
| GLD | Sell | SPDR GOLD TR | $2,856,000 | +2.7% | 16,132 | -2.9% | 0.25% | +0.8% |
| ASHR | New | DBX ETF TRxtrack hrvst csi | $2,838,000 | – | 82,402 | – | 0.24% | – |
| FDN | New | FIRST TR EXCHANGE-TRADED FDdj internt idx | $2,828,000 | – | 15,030 | – | 0.24% | – |
| ACWX | Sell | ISHARES TRmsci acwi ex us | $2,820,000 | +3.2% | 61,388 | -2.8% | 0.24% | +1.7% |
| Buy | SPLUNK INCnote 1.125% 9/1 | $2,692,000 | +24.9% | 1,865,000 | +27.2% | 0.23% | +22.8% | |
| AMZN | Sell | AMAZON COM INC | $2,687,000 | +11.3% | 853 | -2.5% | 0.23% | +10.0% |
| Buy | NUANCE COMMUNICATIONS INCdbcv 1.000%12/1 | $2,602,000 | +35.0% | 1,791,000 | +9.6% | 0.22% | +32.5% | |
| Sell | ENVESTNET INCnote 1.750% 6/0 | $2,586,000 | -56.2% | 2,019,000 | -58.0% | 0.22% | -56.9% | |
| NYCBPRU | Sell | NEW YORK CMNTY CAP TR Vunit 11/01/2051 | $2,369,000 | -13.8% | 55,110 | -12.5% | 0.20% | -15.4% |
| DCUE | Sell | DOMINION ENERGY INCunit 99/99/9999 | $2,296,000 | -65.7% | 22,575 | -65.8% | 0.20% | -66.3% |
| Buy | CHENIERE ENERGY INCnote 4.250% 3/1 | $2,288,000 | +20.6% | 3,200,000 | +6.7% | 0.20% | +18.7% | |
| Sell | FTI CONSULTING INCnote 2.000% 8/1 | $2,255,000 | -72.9% | 1,842,000 | -71.9% | 0.19% | -73.4% | |
| Sell | NEW MTN FIN CORPnote 5.750% 8/1 | $2,103,000 | -3.8% | 2,100,000 | -9.9% | 0.18% | -5.2% | |
| Sell | OSI SYSTEMS INCnote 1.250% 9/0 | $2,076,000 | -19.3% | 2,075,000 | -22.9% | 0.18% | -20.4% | |
| Buy | CREE INCnote 0.875% 9/0 | $2,047,000 | +41.7% | 1,653,000 | +34.3% | 0.18% | +39.4% | |
| Sell | MOMO INCnote 1.250% 7/0 | $2,035,000 | -5.3% | 2,600,000 | -6.8% | 0.18% | -6.4% | |
| Sell | REDWOOD TR INCnote 4.750% 8/1 | $2,036,000 | -26.2% | 2,231,000 | -27.8% | 0.18% | -27.3% | |
| Buy | BLACKSTONE MTG TR INCnote 4.750% 3/1 | $2,025,000 | +11.3% | 2,150,000 | +7.5% | 0.18% | +10.1% | |
| Sell | LIGAND PHARMACEUTICALS INCnote 0.750% 5/1 | $2,030,000 | -28.8% | 2,250,000 | -30.8% | 0.18% | -30.0% | |
| Sell | NRG ENERGY INCdbcv 2.750% 6/0 | $2,020,000 | -18.2% | 1,950,000 | -20.2% | 0.17% | -19.4% | |
| New | AKAMAI TECHNOLOGIES INCnote 0.375% 9/0 | $1,977,000 | – | 1,716,000 | – | 0.17% | – | |
| Sell | NEW RELIC INCnote 0.500% 5/0 | $1,911,000 | -20.9% | 2,000,000 | -20.0% | 0.16% | -21.8% | |
| Sell | SEACOR HOLDINGS INCnote 3.250% 5/1 | $1,877,000 | -8.5% | 2,500,000 | -12.3% | 0.16% | -10.0% | |
| WTRU | Sell | ESSENTIAL UTILS INCunit 04/30/2022 | $1,866,000 | -55.3% | 34,880 | -52.8% | 0.16% | -56.0% |
| Buy | ZENDESK INCnote 0.250% 3/1 | $1,806,000 | +17.4% | 1,054,000 | +1.9% | 0.16% | +15.6% | |
| New | WORKIVA INCnote 1.125% 8/1 | $1,773,000 | – | 1,784,000 | – | 0.15% | – | |
| Sell | THERAVANCE INCnote 2.125% 1/1 | $1,679,000 | -15.0% | 1,755,000 | -12.2% | 0.14% | -16.2% | |
| GOOGL | Sell | ALPHABET INCcap stk cl a | $1,687,000 | +0.7% | 1,151 | -2.5% | 0.14% | -1.4% |
| Buy | APOLLO COML REAL EST FIN INCnote 4.750% 8/2 | $1,529,000 | +12.5% | 1,639,000 | +4.8% | 0.13% | +10.9% | |
| Buy | VONAGE HLDGS CORPnote 1.750% 6/0 | $1,492,000 | +28.4% | 1,550,000 | +24.0% | 0.13% | +26.5% | |
| AEPPL | Sell | AMERICAN ELEC PWR CO INCunit 03/15/2022 | $1,449,000 | -27.3% | 29,885 | -27.4% | 0.12% | -28.6% |
| FB | Sell | FACEBOOK INCcl a | $1,440,000 | +12.6% | 5,503 | -2.3% | 0.12% | +10.7% |
| XLU | Sell | SELECT SECTOR SPDR TRsbi int-utils | $1,409,000 | +2.4% | 23,748 | -2.6% | 0.12% | +0.8% |
| Buy | GRANITE PT MTG TR INCnote 6.375%10/0 | $1,401,000 | +31.4% | 1,524,000 | +1.6% | 0.12% | +30.1% | |
| Sell | ENCORE CAP EUROPE FIN LTDnote 4.500% 9/0 | $1,362,000 | -0.4% | 1,250,000 | -11.9% | 0.12% | -2.5% | |
| Sell | WAYFAIR INCnote 0.375% 9/0 | $1,162,000 | +31.9% | 416,000 | -10.2% | 0.10% | +29.9% | |
| Buy | INFINERA CORPnote 2.125% 9/0 | $1,154,000 | +34.7% | 1,250,000 | +25.0% | 0.10% | +33.3% | |
| Buy | LUMENTUM HLDGS INCnote 0.250% 3/1 | $1,126,000 | +20.3% | 804,000 | +24.8% | 0.10% | +18.3% | |
| Sell | VISHAY INTERTECHNOLOGY INCnote 2.250% 6/1 | $1,112,000 | -40.4% | 1,150,000 | -42.6% | 0.10% | -41.5% | |
| Buy | ZILLOW GROUP INCnote 1.500% 7/0 | $1,106,000 | +205.5% | 777,000 | +123.9% | 0.10% | +196.9% | |
| New | AERIE PHARMACEUTICALS INCnote 1.500%10/0 | $1,100,000 | – | 1,375,000 | – | 0.10% | – | |
| New | APELLIS PHARMACEUTICALS INCnote 3.500% 9/1 | $1,083,000 | – | 1,000,000 | – | 0.09% | – | |
| Sell | TELADOC HEALTH INCnote 1.375% 5/1 | $1,038,000 | -85.4% | 255,000 | -87.2% | 0.09% | -85.5% | |
| JPM | Sell | JPMORGAN CHASE & CO | $1,033,000 | -0.1% | 10,738 | -2.3% | 0.09% | -2.2% |
| Sell | ENCORE CAP GROUP INCnote 2.875% 3/1 | $995,000 | -23.3% | 1,000,000 | -25.9% | 0.09% | -24.6% | |
| SREPRA | Sell | SEMPRA ENERGY6% pfd conv a | $993,000 | -6.5% | 10,070 | -7.3% | 0.09% | -7.5% |
| HD | Sell | HOME DEPOT INC | $1,002,000 | +8.1% | 3,613 | -2.2% | 0.09% | +6.2% |
| New | FLEXION THERAPEUTICS INCnote 3.375% 5/0 | $988,000 | – | 1,250,000 | – | 0.08% | – | |
| PG | Sell | PROCTER AND GAMBLE CO | $948,000 | +13.5% | 6,816 | -2.2% | 0.08% | +12.3% |
| New | AVAYA HLDGS CORPnote 2.250% 6/1 | $939,000 | – | 1,000,000 | – | 0.08% | – | |
| Sell | WEIBO CORPnote 1.250%11/1 | $917,000 | -59.3% | 965,000 | -60.1% | 0.08% | -59.9% | |
| MA | Sell | MASTERCARD INCORPORATEDcl a | $904,000 | +11.6% | 2,678 | -2.2% | 0.08% | +9.9% |
| JNJ | Sell | JOHNSON & JOHNSON | $894,000 | +3.4% | 6,005 | -2.4% | 0.08% | +1.3% |
| New | NOVAVAX INCnote 3.750% 2/0 | $898,000 | – | 750,000 | – | 0.08% | – | |
| DTP | Buy | DTE ENERGY COunit 11/01/2022s | $876,000 | +52.9% | 19,400 | +43.2% | 0.08% | +52.0% |
| BRKB | Sell | BERKSHIRE HATHAWAY INC DELcl b new | $779,000 | +17.1% | 3,652 | -2.1% | 0.07% | +15.5% |
| V | Sell | VISA INC | $741,000 | +1.1% | 3,714 | -2.2% | 0.06% | 0.0% |
| Sell | MICRON TECHNOLOGY INCnote 3.125% 5/0 | $719,000 | -93.2% | 154,000 | -92.5% | 0.06% | -93.3% | |
| UNH | Sell | UNITEDHEALTH GROUP INC | $710,000 | -28.9% | 2,272 | -32.9% | 0.06% | -29.9% |
| PFE | Sell | PFIZER INC | $691,000 | +10.2% | 18,855 | -2.0% | 0.06% | +9.1% |
| NVDA | Sell | NVIDIA CORPORATION | $700,000 | +16.7% | 1,295 | -17.9% | 0.06% | +13.2% |
| PYPL | Sell | PAYPAL HLDGS INC | $691,000 | +11.1% | 3,492 | -2.4% | 0.06% | +11.1% |
| VZ | Sell | VERIZON COMMUNICATIONS INC | $670,000 | +5.7% | 11,283 | -2.2% | 0.06% | +3.6% |
| Sell | PERFICIENT INCnote 2.375% 9/1 | $650,000 | -70.0% | 500,000 | -73.5% | 0.06% | -70.5% | |
| Sell | TWITTER INCnote 0.250% 6/1 | $638,000 | -36.1% | 574,000 | -46.0% | 0.06% | -36.8% | |
| Sell | REALPAGE INCnote 1.500% 5/1 | $626,000 | -88.0% | 608,000 | -87.4% | 0.05% | -88.1% | |
| Sell | ISIS PHARMACEUTICALS INC DELnote 1.000%11/1 | $620,000 | -7.0% | 600,000 | -1.0% | 0.05% | -8.6% | |
| SOLN | Sell | SOUTHERN COunit 08/01/2022 | $581,000 | -45.4% | 12,490 | -48.3% | 0.05% | -46.2% |
| Sell | COLONY STARWOOD HOMESnote 3.500% 1/1 | $581,000 | -90.0% | 450,000 | -90.0% | 0.05% | -90.1% | |
| CRM | Sell | SALESFORCE COM INC | $574,000 | +31.7% | 2,277 | -2.4% | 0.05% | +31.6% |
| BAC | Sell | BK OF AMERICA CORP | $569,000 | -0.9% | 23,625 | -2.3% | 0.05% | -2.0% |
| Buy | GUESS INCnote 2.000% 4/1 | $555,000 | +93.4% | 697,000 | +61.7% | 0.05% | +92.0% | |
| ABT | Sell | ABBOTT LABS | $559,000 | +16.5% | 5,147 | -1.9% | 0.05% | +14.3% |
| Sell | REDFIN CORPnote 1.750% 7/1 | $541,000 | -29.4% | 312,000 | -40.1% | 0.05% | -29.9% | |
| UNP | Sell | UNION PAC CORP | $543,000 | +13.1% | 2,765 | -2.1% | 0.05% | +11.9% |
| FLOT | Sell | ISHARES TRfltg rate nt etf | $533,000 | -1.7% | 10,464 | -2.1% | 0.05% | -2.1% |
| MRK | Sell | MERCK & CO. INC | $532,000 | +4.1% | 6,408 | -2.7% | 0.05% | +2.2% |
| DIS | Sell | DISNEY WALT CO | $520,000 | +7.4% | 4,189 | -3.1% | 0.04% | +7.1% |
| AMGN | Sell | AMGEN INC | $515,000 | +5.7% | 2,026 | -2.2% | 0.04% | +2.3% |
| IFFT | Sell | INTERNATIONAL FLAVORS&FRAGRAunit 09/15/2021 | $501,000 | -87.4% | 11,310 | -87.4% | 0.04% | -87.6% |
| CMCSA | Sell | COMCAST CORP NEWcl a | $499,000 | +15.5% | 10,787 | -2.7% | 0.04% | +13.2% |
| KO | Sell | COCA COLA CO | $492,000 | +7.9% | 9,989 | -2.0% | 0.04% | +5.0% |
| DHR | Sell | DANAHER CORPORATION | $470,000 | +19.0% | 2,173 | -2.5% | 0.04% | +17.1% |
| Sell | VIAVI SOLUTIONS INCnote 1.000% 3/0 | $473,000 | -93.8% | 420,000 | -93.7% | 0.04% | -93.9% | |
| PEP | Sell | PEPSICO INC | $475,000 | +3.3% | 3,414 | -2.1% | 0.04% | +2.5% |
| INTC | Sell | INTEL CORP | $480,000 | -15.2% | 9,258 | -2.4% | 0.04% | -18.0% |
| MCD | Sell | MCDONALDS CORP | $473,000 | +16.8% | 2,156 | -2.5% | 0.04% | +17.1% |
| COST | Sell | COSTCO WHSL CORP NEW | $463,000 | +14.3% | 1,302 | -2.3% | 0.04% | +14.3% |
| ICE | Sell | INTERCONTINENTAL EXCHANGE IN | $438,000 | +7.1% | 4,360 | -2.2% | 0.04% | +5.6% |
| CSCO | Sell | CISCO SYS INC | $445,000 | -17.9% | 11,322 | -2.2% | 0.04% | -19.1% |
| ADBE | Sell | ADOBE SYSTEMS INCORPORATED | $437,000 | +9.2% | 892 | -2.7% | 0.04% | +8.6% |
| Sell | NUVASIVE INCnote 2.250% 3/1 | $430,000 | -39.9% | 420,000 | -36.0% | 0.04% | -41.3% | |
| MDIV | Sell | FIRST TR EXCHANGE-TRADED FDmulti asset di | $414,000 | -87.1% | 30,675 | -87.0% | 0.04% | -87.2% |
| CHNGU | Sell | CHANGE HEALTHCARE INCunit 99/99/9999 | $417,000 | -81.6% | 7,890 | -85.0% | 0.04% | -81.9% |
| T | Sell | AT&T INC | $406,000 | -10.6% | 14,259 | -5.1% | 0.04% | -12.5% |
| APD | Sell | AIR PRODS & CHEMS INC | $378,000 | +20.4% | 1,271 | -2.3% | 0.03% | +22.2% |
| NOW | Sell | SERVICENOW INC | $378,000 | +16.3% | 780 | -2.6% | 0.03% | +17.9% |
| TMO | Sell | THERMO FISHER SCIENTIFIC INC | $387,000 | -27.8% | 877 | -40.8% | 0.03% | -29.8% |
| AVGO | Sell | BROADCOM INC | $342,000 | +12.1% | 939 | -2.7% | 0.03% | +7.4% |
| WMT | Sell | WALMART INC | $335,000 | +13.2% | 2,401 | -2.8% | 0.03% | +11.5% |
| NKE | Sell | NIKE INCcl b | $338,000 | +24.7% | 2,698 | -2.5% | 0.03% | +20.8% |
| MDT | Sell | MEDTRONIC PLC | $337,000 | +10.9% | 3,237 | -2.3% | 0.03% | +7.4% |
| FCVT | Sell | FIRST TR EXCHANGE-TRADED FDssi strg etf | $321,000 | -8.8% | 7,967 | -19.8% | 0.03% | -9.7% |
| New | ETSY INCnote 3/0 | $321,000 | – | 96,000 | – | 0.03% | – | |
| ORCL | Sell | ORACLE CORP | $320,000 | +5.6% | 5,368 | -2.7% | 0.03% | +3.7% |
| ABBV | Sell | ABBVIE INC | $313,000 | -13.1% | 3,559 | -2.7% | 0.03% | -15.6% |
| C | Sell | CITIGROUP INC | $312,000 | -17.7% | 7,231 | -2.7% | 0.03% | -18.2% |
| AMD | New | ADVANCED MICRO DEVICES INC | $298,000 | – | 3,651 | – | 0.03% | – |
| Buy | MACQUARIE INFRASTRUCTURE CORnote 2.000%10/0 | $306,000 | +308.0% | 338,000 | +284.1% | 0.03% | +271.4% | |
| HON | Sell | HONEYWELL INTL INC | $297,000 | +10.4% | 1,801 | -2.5% | 0.03% | +8.3% |
| PKI | Sell | PERKINELMER INC | $274,000 | +24.5% | 2,165 | -2.7% | 0.02% | +26.3% |
| Sell | CSG SYS INTL INCnote 4.250% 3/1 | $267,000 | -67.6% | 257,000 | -68.4% | 0.02% | -68.1% | |
| ACN | Sell | ACCENTURE PLC IRELAND | $262,000 | +2.3% | 1,158 | -2.7% | 0.02% | +4.5% |
| LMT | Sell | LOCKHEED MARTIN CORP | $253,000 | +2.0% | 659 | -2.2% | 0.02% | 0.0% |
| BMY | Sell | BRISTOL-MYERS SQUIBB CO | $259,000 | -0.8% | 4,321 | -2.7% | 0.02% | -4.3% |
| DKS | New | DICKS SPORTING GOODS INC | $258,000 | – | 4,463 | – | 0.02% | – |
| DHI | New | D R HORTON INC | $250,000 | – | 3,287 | – | 0.02% | – |
| WFC | Sell | WELLS FARGO CO NEW | $247,000 | -11.2% | 10,537 | -2.7% | 0.02% | -12.5% |
| Sell | SILICON LABORATORIES INCnote 1.375% 3/0 | $238,000 | -81.8% | 199,000 | -81.8% | 0.02% | -81.7% | |
| TSM | New | TAIWAN SEMICONDUCTOR MFG LTDsponsored ads | $233,000 | – | 2,856 | – | 0.02% | – |
| LUV | Sell | SOUTHWEST AIRLS CO | $223,000 | +6.7% | 5,893 | -2.7% | 0.02% | +5.6% |
| MT | New | ARCELORMITTAL SA LUXEMBOURGny registry sh | $224,000 | – | 16,840 | – | 0.02% | – |
| ETN | Sell | EATON CORP PLC | $225,000 | +12.5% | 2,205 | -2.6% | 0.02% | +5.6% |
| BLMN | Sell | BLOOMIN BRANDS INC | $225,000 | +39.8% | 14,665 | -2.7% | 0.02% | +35.7% |
| QCOM | New | QUALCOMM INC | $209,000 | – | 1,766 | – | 0.02% | – |
| ORLY | New | OREILLY AUTOMOTIVE INC | $204,000 | – | 444 | – | 0.02% | – |
| CMI | New | CUMMINS INC | $209,000 | – | 985 | – | 0.02% | – |
| MMM | Sell | 3M CO | $203,000 | +1.0% | 1,258 | -2.3% | 0.02% | 0.0% |
| LOW | New | LOWES COS INC | $211,000 | – | 1,269 | – | 0.02% | – |
| Sell | CHIMERA INVT CORPnote 7.000% 4/0 | $206,000 | -94.0% | 162,000 | -93.1% | 0.02% | -94.0% | |
| SRPT | Sell | SAREPTA THERAPEUTICS INC | $204,000 | -13.9% | 1,439 | -2.7% | 0.02% | -14.3% |
| URI | New | UNITED RENTALS INC | $202,000 | – | 1,150 | – | 0.02% | – |
| AMAT | Sell | APPLIED MATLS INC | $201,000 | -3.8% | 3,370 | -2.7% | 0.02% | -5.6% |
| ITW | New | ILLINOIS TOOL WKS INC | $201,000 | – | 1,033 | – | 0.02% | – |
| WLTW | New | WILLIS TOWERS WATSON PLC LTD | $201,000 | – | 959 | – | 0.02% | – |
| ARCC | Sell | ARES CAPITAL CORP | $146,000 | -9.3% | 10,434 | -6.8% | 0.01% | -7.1% |
| MCS | New | MARCUS CORP DEL | $84,000 | – | 11,067 | – | 0.01% | – |
| Exit | SEACOR HOLDINGS INCnote 3.000%11/1 | $0 | – | -150,000 | – | -0.01% | – | |
| Exit | ALZA CORPsdcv 7/2 | $0 | – | -101,000 | – | -0.02% | – | |
| GILD | Exit | GILEAD SCIENCES INC | $0 | – | -3,130 | – | -0.02% | – |
| IBM | Exit | INTERNATIONAL BUSINESS MACHS | $0 | – | -1,984 | – | -0.02% | – |
| Exit | AEROJET ROCKETDYNE HLDGS INCnote 2.250%12/1 | $0 | – | -148,000 | – | -0.02% | – | |
| SPLK | Exit | SPLUNK INC | $0 | – | -1,334 | – | -0.02% | – |
| BMRN | Exit | BIOMARIN PHARMACEUTICAL INC | $0 | – | -2,149 | – | -0.02% | – |
| Exit | HERBALIFE LTDnote 2.625% 3/1 | $0 | – | -289,000 | – | -0.02% | – | |
| TJX | Exit | TJX COS INC NEW | $0 | – | -5,878 | – | -0.03% | – |
| RTX | Exit | RAYTHEON TECHNOLOGIES CORP | $0 | – | -6,601 | – | -0.04% | – |
| Exit | STARWOOD PPTY TR INCnote 4.375% 4/0 | $0 | – | -522,000 | – | -0.04% | – | |
| Exit | TELADOC HEALTH INCnote 3.000%12/1 | $0 | – | -226,000 | – | -0.09% | – | |
| Exit | PORTFOLIO RECOVERY ASSOCS INnote 3.000% 8/0 | $0 | – | -1,000,000 | – | -0.09% | – | |
| IYR | Exit | ISHARES TRu.s. real es etf | $0 | – | -14,047 | – | -0.10% | – |
| Exit | BIOMARIN PHARMACEUTICAL INCnote 1.500%10/1 | $0 | – | -1,220,000 | – | -0.14% | – | |
| QTSPRB | Exit | QTS RLTY TR INC6.50% con pfd b | $0 | – | -16,855 | – | -0.21% | – |
| Exit | HOPE BANCORP INCnote 2.000% 5/1 | $0 | – | -2,953,000 | – | -0.21% | – | |
| FTCS | Exit | FIRST TR NASDAQ-100 TECH INDcap strength etf | $0 | – | -159,147 | – | -0.26% | – |
| Exit | HORIZON PHARMA INVT LTDnote 2.500% 3/1 | $0 | – | -2,450,000 | – | -0.41% | – | |
| Exit | SSR MNG INCnote 2.500% 4/0 | $0 | – | -4,426,000 | – | -0.54% | – | |
| CCIPRA | Exit | CROWN CASTLE INTL CORP NEW6.875% con pfd a | $0 | – | -9,406 | – | -1.22% | – |
| COG | Exit | CABOT OIL & GAS CORP | $0 | – | -5,600 | – | -2.80% | – |
Q2 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| IVV | New | ISHARES TRcore s&p500 etf | $70,472,000 | – | 227,558 | – | 6.17% | – |
| New | SOUTHWEST AIRLS COnote 1.250% 5/0 | $44,041,000 | – | 36,918,000 | – | 3.86% | – | |
| COG | New | CABOT OIL & GAS CORP | $32,018,000 | – | 5,600 | – | 2.80% | – |
| New | TESLA INCnote 2.000% 5/1 | $30,886,000 | – | 8,803,000 | – | 2.70% | – | |
| AGG | New | ISHARES TRcore us aggbd et | $25,815,000 | – | 218,373 | – | 2.26% | – |
| New | AKAMAI TECHNOLOGIES INCnote 0.125% 5/0 | $22,656,000 | – | 18,192,000 | – | 1.98% | – | |
| New | COUPA SOFTWARE INCnote 0.125% 6/1 | $21,694,000 | – | 11,976,000 | – | 1.90% | – | |
| New | ILLUMINA INCnote 8/1 | $21,602,000 | – | 19,895,000 | – | 1.89% | – | |
| New | TESLA INCnote 2.375% 3/1 | $20,143,000 | – | 6,079,000 | – | 1.76% | – | |
| New | WELLPOINT INCnote 2.750%10/1 | $18,702,000 | – | 5,112,000 | – | 1.64% | – | |
| New | MICROCHIP TECHNOLOGY INC.note 1.625% 2/1 | $18,429,000 | – | 12,494,000 | – | 1.61% | – | |
| New | PALO ALTO NETWORKS INCnote 0.750% 7/0 | $17,532,000 | – | 16,400,000 | – | 1.54% | – | |
| New | TESLA INCnote 1.250% 3/0 | $16,536,000 | – | 5,518,000 | – | 1.45% | – | |
| New | ILLUMINA INCnote 0.500% 6/1 | $15,922,000 | – | 10,705,000 | – | 1.39% | – | |
| DHRPRA | New | DANAHER CORPORATION4.75 mnd cv pfd | $15,883,000 | – | 12,739 | – | 1.39% | – |
| New | SQUARE INCnote 0.500% 5/1 | $15,546,000 | – | 10,461,000 | – | 1.36% | – | |
| New | DEXCOM INCnote 0.750%12/0 | $15,364,000 | – | 6,195,000 | – | 1.35% | – | |
| SWT | New | STANLEY BLACK & DECKER INCunit 11/15/2022 | $15,237,000 | – | 170,271 | – | 1.33% | – |
| New | WORKDAY INCnote 0.250%10/0 | $14,480,000 | – | 10,538,000 | – | 1.27% | – | |
| New | CHEGG INCnote 0.125% 3/1 | $14,213,000 | – | 10,061,000 | – | 1.24% | – | |
| New | SERVICENOW INCnote 6/0 | $14,210,000 | – | 4,742,000 | – | 1.24% | – | |
| CCIPRA | New | CROWN CASTLE INTL CORP NEW6.875% con pfd a | $13,969,000 | – | 9,406 | – | 1.22% | – |
| New | ADVANCED MICRO DEVICES INCnote 2.125% 9/0 | $13,342,000 | – | 2,032,000 | – | 1.17% | – | |
| New | BIOMARIN PHARMACEUTICAL INCnote 0.599% 8/0 | $13,070,000 | – | 10,695,000 | – | 1.14% | – | |
| New | DISH NETWORK CORPORATIONnote 3.375% 8/1 | $12,954,000 | – | 14,099,000 | – | 1.13% | – | |
| New | SPLUNK INCnote 0.500% 9/1 | $12,516,000 | – | 8,700,000 | – | 1.10% | – | |
| New | NOVELLUS SYS INCnote 2.625% 5/1 | $12,361,000 | – | 1,217,000 | – | 1.08% | – | |
| New | MICROCHIP TECHNOLOGY INC.note 1.625% 2/1 | $12,351,000 | – | 5,538,000 | – | 1.08% | – | |
| New | SAREPTA THERAPEUTICS INCdbcv 1.500%11/1 | $11,858,000 | – | 5,167,000 | – | 1.04% | – | |
| New | EXACT SCIENCES CORPnote 0.375% 3/1 | $11,679,000 | – | 11,276,000 | – | 1.02% | – | |
| New | ZILLOW GROUP INCnote 2.750% 5/1 | $11,381,000 | – | 9,735,000 | – | 1.00% | – | |
| New | TERADYNE INCnote 1.250%12/1 | $11,058,000 | – | 4,121,000 | – | 0.97% | – | |
| New | RHnote 6/1 | $10,979,000 | – | 7,847,000 | – | 0.96% | – | |
| New | MICRON TECHNOLOGY INCnote 3.125% 5/0 | $10,638,000 | – | 2,059,000 | – | 0.93% | – | |
| New | DOCUSIGN INCnote 0.500% 9/1 | $10,444,000 | – | 4,296,000 | – | 0.92% | – | |
| New | NEUROCRINE BIOSCIENCES INCnote 2.250% 5/1 | $10,354,000 | – | 6,226,000 | – | 0.91% | – | |
| New | ZYNGA INCnote 0.250% 6/0 | $10,152,000 | – | 7,950,000 | – | 0.89% | – | |
| New | ON SEMICONDUCTOR CORPnote 1.625%10/1 | $10,095,000 | – | 8,320,000 | – | 0.88% | – | |
| New | WAYFAIR INCnote 1.125%11/0 | $9,944,000 | – | 5,578,000 | – | 0.87% | – | |
| New | PRICELINE GRP INCnote 0.900% 9/1 | $9,904,000 | – | 9,322,000 | – | 0.87% | – | |
| New | SYNAPTICS INCnote 0.500% 6/1 | $9,516,000 | – | 8,931,000 | – | 0.83% | – | |
| CWB | New | SPDR SER TRblmbrg brc cnvrt | $9,447,000 | – | 156,113 | – | 0.83% | – |
| New | NUANCE COMMUNICATIONS INCnote 1.250% 4/0 | $9,263,000 | – | 6,643,000 | – | 0.81% | – | |
| New | Q2 HLDGS INCnote 0.750% 6/0 | $8,696,000 | – | 7,701,000 | – | 0.76% | – | |
| New | FTI CONSULTING INCnote 2.000% 8/1 | $8,318,000 | – | 6,545,000 | – | 0.73% | – | |
| New | ARES CAPITAL CORPnote 3.750% 2/0 | $7,904,000 | – | 8,033,000 | – | 0.69% | – | |
| New | II-VI INCnote 0.250% 9/0 | $7,688,000 | – | 6,487,000 | – | 0.67% | – | |
| New | VIAVI SOLUTIONS INCnote 1.000% 3/0 | $7,663,000 | – | 6,667,000 | – | 0.67% | – | |
| New | EURONET WORLDWIDE INCnote 0.750% 3/1 | $7,328,000 | – | 7,625,000 | – | 0.64% | – | |
| New | ARES CAPITAL CORPnote 4.625% 3/0 | $7,307,000 | – | 7,505,000 | – | 0.64% | – | |
| New | MERITOR INCnote 3.250%10/1 | $7,259,000 | – | 7,284,000 | – | 0.64% | – | |
| New | TELADOC HEALTH INCnote 1.375% 5/1 | $7,097,000 | – | 1,993,000 | – | 0.62% | – | |
| New | REPLIGEN CORPnote 0.375% 7/1 | $6,873,000 | – | 5,483,000 | – | 0.60% | – | |
| New | LIVE NATION ENTERTAINMENT INnote 2.500% 3/1 | $6,777,000 | – | 6,682,000 | – | 0.59% | – | |
| New | LIBERTY MEDIA CORP DELnote 1.375%10/1 | $6,749,000 | – | 6,432,000 | – | 0.59% | – | |
| DCUE | New | DOMINION ENERGY INCunit 99/99/9999 | $6,703,000 | – | 66,093 | – | 0.59% | – |
| New | INSMED INCnote 1.750% 1/1 | $6,658,000 | – | 6,851,000 | – | 0.58% | – | |
| New | CONMED CORPnote 2.625% 2/0 | $6,617,000 | – | 6,324,000 | – | 0.58% | – | |
| New | PENN NATL GAMING INCnote 2.750% 5/1 | $6,607,000 | – | 4,413,000 | – | 0.58% | – | |
| New | LIBERTY MEDIA CORP DELnote 1.000% 1/3 | $6,585,000 | – | 6,074,000 | – | 0.58% | – | |
| New | RINGCENTRAL INCnote 3/1 | $6,401,000 | – | 1,835,000 | – | 0.56% | – | |
| New | TWILIO INCnote 0.250% 6/0 | $6,192,000 | – | 1,996,000 | – | 0.54% | – | |
| New | SSR MNG INCnote 2.500% 4/0 | $6,193,000 | – | 4,426,000 | – | 0.54% | – | |
| New | YY INCnote 1.375% 6/1 | $6,135,000 | – | 5,586,000 | – | 0.54% | – | |
| New | ENVESTNET INCnote 1.750% 6/0 | $5,910,000 | – | 4,806,000 | – | 0.52% | – | |
| New | COLONY STARWOOD HOMESnote 3.500% 1/1 | $5,791,000 | – | 4,504,000 | – | 0.51% | – | |
| New | KBR INCnote 2.500%11/0 | $5,625,000 | – | 5,008,000 | – | 0.49% | – | |
| New | INSULET CORPnote 1.375%11/1 | $5,253,000 | – | 2,482,000 | – | 0.46% | – | |
| New | REALPAGE INCnote 1.500% 5/1 | $5,196,000 | – | 4,817,000 | – | 0.46% | – | |
| New | HORIZON PHARMA INVT LTDnote 2.500% 3/1 | $4,716,000 | – | 2,450,000 | – | 0.41% | – | |
| LMBS | New | FIRST TR EXCHANGE-TRADED FDfst low oppt eft | $4,684,000 | – | 90,658 | – | 0.41% | – |
| IWM | New | ISHARES TRrussell 2000 etf | $4,361,000 | – | 30,468 | – | 0.38% | – |
| WFCPRL | New | WELLS FARGO CO NEWperp pfd cnv a | $4,315,000 | – | 3,326 | – | 0.38% | – |
| NEEPRP | New | NEXTERA ENERGY INCunit 99/99/9999 | $4,202,000 | – | 99,040 | – | 0.37% | – |
| WTRU | New | ESSENTIAL UTILS INCunit 04/30/2022 | $4,177,000 | – | 73,880 | – | 0.37% | – |
| New | HERCULES CAPITAL INCdbcv 4.375% 2/0 | $4,113,000 | – | 4,222,000 | – | 0.36% | – | |
| IFFT | New | INTERNATIONAL FLAVORS&FRAGRAunit 09/15/2021 | $3,966,000 | – | 89,545 | – | 0.35% | – |
| New | CLEVELAND CLIFFS INCdbcv 1.500% 1/1 | $3,855,000 | – | 4,232,000 | – | 0.34% | – | |
| CFXA | New | COLFAX CORPunit 01/15/2022t | $3,740,000 | – | 30,633 | – | 0.33% | – |
| New | MFA FINL INCnote 6.250% 6/1 | $3,622,000 | – | 4,140,000 | – | 0.32% | – | |
| New | CHIMERA INVT CORPnote 7.000% 4/0 | $3,417,000 | – | 2,345,000 | – | 0.30% | – | |
| MSFT | New | MICROSOFT CORP | $3,389,000 | – | 16,654 | – | 0.30% | – |
| BACPRL | New | BK OF AMERICA CORP7.25%cnv pfd l | $3,294,000 | – | 2,454 | – | 0.29% | – |
| IWD | New | ISHARES TRrus 1000 val etf | $3,217,000 | – | 28,554 | – | 0.28% | – |
| MDIV | New | FIRST TR EXCHANGE-TRADED FDmulti asset di | $3,221,000 | – | 235,173 | – | 0.28% | – |
| REM | New | ISHARES TRmortge rel etf | $3,126,000 | – | 125,755 | – | 0.27% | – |
| NEEPRO | New | NEXTERA ENERGY INCunit 09/01/2022s | $3,092,000 | – | 63,740 | – | 0.27% | – |
| AAPL | New | APPLE INC | $3,098,000 | – | 8,492 | – | 0.27% | – |
| FTCS | New | FIRST TR NASDAQ-100 TECH INDcap strength etf | $2,932,000 | – | 159,147 | – | 0.26% | – |
| New | SUNPOWER CORPdbcv 4.000% 1/1 | $2,888,000 | – | 3,600,000 | – | 0.25% | – | |
| New | PROSPECT CAP CORPnote 6.375% 3/0 | $2,881,000 | – | 2,940,000 | – | 0.25% | – | |
| New | LIGAND PHARMACEUTICALS INCnote 0.750% 5/1 | $2,850,000 | – | 3,250,000 | – | 0.25% | – | |
| IYW | New | ISHARES TRu.s. tech etf | $2,832,000 | – | 10,502 | – | 0.25% | – |
| New | APOLLO COML REAL EST FIN INCnote 5.375%10/1 | $2,815,000 | – | 3,470,000 | – | 0.25% | – | |
| GLD | New | SPDR GOLD TR | $2,782,000 | – | 16,607 | – | 0.24% | – |
| New | REDWOOD TR INCnote 4.750% 8/1 | $2,760,000 | – | 3,088,000 | – | 0.24% | – | |
| NYCBPRU | New | NEW YORK CMNTY CAP TR Vunit 11/01/2051 | $2,748,000 | – | 63,000 | – | 0.24% | – |
| ACWX | New | ISHARES TRmsci acwi ex us | $2,732,000 | – | 63,178 | – | 0.24% | – |
| New | OSI SYSTEMS INCnote 1.250% 9/0 | $2,573,000 | – | 2,690,000 | – | 0.22% | – | |
| New | NRG ENERGY INCdbcv 2.750% 6/0 | $2,469,000 | – | 2,445,000 | – | 0.22% | – | |
| New | HOPE BANCORP INCnote 2.000% 5/1 | $2,426,000 | – | 2,953,000 | – | 0.21% | – | |
| New | NEW RELIC INCnote 0.500% 5/0 | $2,415,000 | – | 2,500,000 | – | 0.21% | – | |
| AMZN | New | AMAZON COM INC | $2,414,000 | – | 875 | – | 0.21% | – |
| QTSPRB | New | QTS RLTY TR INC6.50% con pfd b | $2,403,000 | – | 16,855 | – | 0.21% | – |
| CHNGU | New | CHANGE HEALTHCARE INCunit 99/99/9999 | $2,272,000 | – | 52,575 | – | 0.20% | – |
| New | WEIBO CORPnote 1.250%11/1 | $2,252,000 | – | 2,421,000 | – | 0.20% | – | |
| New | WESTERN DIGITAL CORP.note 1.500% 2/0 | $2,204,000 | – | 2,345,000 | – | 0.19% | – | |
| New | NEW MTN FIN CORPnote 5.750% 8/1 | $2,186,000 | – | 2,332,000 | – | 0.19% | – | |
| New | PERFICIENT INCnote 2.375% 9/1 | $2,164,000 | – | 1,884,000 | – | 0.19% | – | |
| New | SPLUNK INCnote 1.125% 9/1 | $2,155,000 | – | 1,466,000 | – | 0.19% | – | |
| New | KKR REAL ESTATE FIN TR INCnote 6.125% 5/1 | $2,160,000 | – | 2,252,000 | – | 0.19% | – | |
| New | MOMO INCnote 1.250% 7/0 | $2,150,000 | – | 2,791,000 | – | 0.19% | – | |
| New | NEW YORK MTG TR INCnote 6.250% 1/1 | $2,124,000 | – | 2,373,000 | – | 0.19% | – | |
| New | JAZZ INVESTMENTS I LTDnote 1.500% 8/1 | $2,098,000 | – | 2,296,000 | – | 0.18% | – | |
| New | SEACOR HOLDINGS INCnote 3.250% 5/1 | $2,052,000 | – | 2,850,000 | – | 0.18% | – | |
| New | TWO HBRS INVT CORPnote 6.250% 1/1 | $2,043,000 | – | 2,086,000 | – | 0.18% | – | |
| AEPPL | New | AMERICAN ELEC PWR CO INCunit 03/15/2022 | $1,994,000 | – | 41,175 | – | 0.18% | – |
| New | THERAVANCE INCnote 2.125% 1/1 | $1,975,000 | – | 2,000,000 | – | 0.17% | – | |
| New | NUANCE COMMUNICATIONS INCdbcv 1.000%12/1 | $1,928,000 | – | 1,634,000 | – | 0.17% | – | |
| New | CHENIERE ENERGY INCnote 4.250% 3/1 | $1,897,000 | – | 3,000,000 | – | 0.17% | – | |
| New | VISHAY INTERTECHNOLOGY INCnote 2.250% 6/1 | $1,867,000 | – | 2,002,000 | – | 0.16% | – | |
| New | RADIUS HEALTH INCnote 3.000% 9/0 | $1,829,000 | – | 2,500,000 | – | 0.16% | – | |
| New | BLACKSTONE MTG TR INCnote 4.750% 3/1 | $1,819,000 | – | 2,000,000 | – | 0.16% | – | |
| New | PRA GROUP INCnote 3.500% 6/0 | $1,792,000 | – | 1,750,000 | – | 0.16% | – | |
| New | INPHI CORPnote 0.750% 9/0 | $1,744,000 | – | 834,000 | – | 0.15% | – | |
| GOOGL | New | ALPHABET INCcap stk cl a | $1,676,000 | – | 1,181 | – | 0.15% | – |
| New | BIOMARIN PHARMACEUTICAL INCnote 1.500%10/1 | $1,603,000 | – | 1,220,000 | – | 0.14% | – | |
| New | BOINGO WIRELESS INCnote 1.000%10/0 | $1,575,000 | – | 1,775,000 | – | 0.14% | – | |
| New | ZENDESK INCnote 0.250% 3/1 | $1,538,000 | – | 1,034,000 | – | 0.14% | – | |
| New | AIR TRANSPORT SERVICES GRP Inote 1.125%10/1 | $1,512,000 | – | 1,607,000 | – | 0.13% | – | |
| New | CREE INCnote 0.875% 9/0 | $1,445,000 | – | 1,231,000 | – | 0.13% | – | |
| XLU | New | SELECT SECTOR SPDR TRsbi int-utils | $1,376,000 | – | 24,373 | – | 0.12% | – |
| New | ENCORE CAP EUROPE FIN LTDnote 4.500% 9/0 | $1,368,000 | – | 1,419,000 | – | 0.12% | – | |
| New | APOLLO COML REAL EST FIN INCnote 4.750% 8/2 | $1,359,000 | – | 1,564,000 | – | 0.12% | – | |
| New | NICE SYS INCnote 1.250% 1/1 | $1,332,000 | – | 583,000 | – | 0.12% | – | |
| New | ISTAR INCnote 3.125% 9/1 | $1,331,000 | – | 1,250,000 | – | 0.12% | – | |
| New | KNOWLES CORPnote 3.250%11/0 | $1,327,000 | – | 1,250,000 | – | 0.12% | – | |
| New | SILICON LABORATORIES INCnote 1.375% 3/0 | $1,310,000 | – | 1,092,000 | – | 0.12% | – | |
| New | ENCORE CAP GROUP INCnote 2.875% 3/1 | $1,297,000 | – | 1,349,000 | – | 0.11% | – | |
| FB | New | FACEBOOK INCcl a | $1,279,000 | – | 5,631 | – | 0.11% | – |
| New | WESTERN ASSET MTG CAP CORPnote 6.750%10/0 | $1,276,000 | – | 1,797,000 | – | 0.11% | – | |
| New | AMERICAN RLTY CAP PPTYS INCnote 3.750%12/1 | $1,277,000 | – | 1,280,000 | – | 0.11% | – | |
| KMB | New | KIMBERLY CLARK CORP | $1,228,000 | – | 8,685 | – | 0.11% | – |
| New | RETROPHIN INCnote 2.500% 9/1 | $1,229,000 | – | 1,489,000 | – | 0.11% | – | |
| New | VONAGE HLDGS CORPnote 1.750% 6/0 | $1,162,000 | – | 1,250,000 | – | 0.10% | – | |
| New | THERAVANCE BIOPHARMA INCnote 3.250%11/0 | $1,156,000 | – | 1,200,000 | – | 0.10% | – | |
| New | KAMAN CORPnote 3.250% 5/0 | $1,138,000 | – | 1,200,000 | – | 0.10% | – | |
| IYR | New | ISHARES TRu.s. real es etf | $1,108,000 | – | 14,047 | – | 0.10% | – |
| New | SHIP FIN INTL LTDnote 4.875% 5/0 | $1,098,000 | – | 1,250,000 | – | 0.10% | – | |
| SREPRA | New | SEMPRA ENERGY6% pfd conv a | $1,062,000 | – | 10,860 | – | 0.09% | – |
| New | GRANITE PT MTG TR INCnote 6.375%10/0 | $1,066,000 | – | 1,500,000 | – | 0.09% | – | |
| SOLN | New | SOUTHERN COunit 08/01/2022 | $1,065,000 | – | 24,165 | – | 0.09% | – |
| JPM | New | JPMORGAN CHASE & CO | $1,034,000 | – | 10,988 | – | 0.09% | – |
| New | GOSSAMER BIO INCnote 5.000% 6/0 | $1,005,000 | – | 1,000,000 | – | 0.09% | – | |
| New | PORTFOLIO RECOVERY ASSOCS INnote 3.000% 8/0 | $994,000 | – | 1,000,000 | – | 0.09% | – | |
| UNH | New | UNITEDHEALTH GROUP INC | $999,000 | – | 3,387 | – | 0.09% | – |
| New | TWITTER INCnote 0.250% 6/1 | $999,000 | – | 1,063,000 | – | 0.09% | – | |
| New | TELADOC HEALTH INCnote 3.000%12/1 | $979,000 | – | 226,000 | – | 0.09% | – | |
| New | LUMENTUM HLDGS INCnote 0.250% 3/1 | $936,000 | – | 644,000 | – | 0.08% | – | |
| HD | New | HOME DEPOT INC | $927,000 | – | 3,693 | – | 0.08% | – |
| New | WAYFAIR INCnote 0.375% 9/0 | $881,000 | – | 463,000 | – | 0.08% | – | |
| New | INSEEGO CORPnote 3.250% 5/0 | $878,000 | – | 841,000 | – | 0.08% | – | |
| JNJ | New | JOHNSON & JOHNSON | $865,000 | – | 6,153 | – | 0.08% | – |
| New | INFINERA CORPnote 2.125% 9/0 | $857,000 | – | 1,000,000 | – | 0.08% | – | |
| PG | New | PROCTER AND GAMBLE CO | $835,000 | – | 6,968 | – | 0.07% | – |
| New | CSG SYS INTL INCnote 4.250% 3/1 | $823,000 | – | 813,000 | – | 0.07% | – | |
| New | HELIX ENERGY SOLUTIONS GRP Inote 4.125% 9/1 | $827,000 | – | 1,000,000 | – | 0.07% | – | |
| MA | New | MASTERCARD INCORPORATEDcl a | $810,000 | – | 2,739 | – | 0.07% | – |
| New | REDFIN CORPnote 1.750% 7/1 | $766,000 | – | 521,000 | – | 0.07% | – | |
| New | LIBERTY MEDIA CORPdeb 3.500% 1/1 | $737,000 | – | 1,000,000 | – | 0.06% | – | |
| V | New | VISA INC | $733,000 | – | 3,799 | – | 0.06% | – |
| New | NUVASIVE INCnote 2.250% 3/1 | $716,000 | – | 656,000 | – | 0.06% | – | |
| BRKB | New | BERKSHIRE HATHAWAY INC DELcl b new | $665,000 | – | 3,732 | – | 0.06% | – |
| New | ISIS PHARMACEUTICALS INC DELnote 1.000%11/1 | $667,000 | – | 606,000 | – | 0.06% | – | |
| New | SPIRIT RLTY CAP INC NEWnote 3.750% 5/1 | $655,000 | – | 660,000 | – | 0.06% | – | |
| VZ | New | VERIZON COMMUNICATIONS INC | $634,000 | – | 11,533 | – | 0.06% | – |
| PFE | New | PFIZER INC | $627,000 | – | 19,235 | – | 0.06% | – |
| PYPL | New | PAYPAL HLDGS INC | $622,000 | – | 3,577 | – | 0.05% | – |
| NVDA | New | NVIDIA CORPORATION | $600,000 | – | 1,577 | – | 0.05% | – |
| New | EXACT SCIENCES CORPnote 1.000% 1/1 | $593,000 | – | 435,000 | – | 0.05% | – | |
| New | FORTIVE CORPnote 0.875% 2/1 | $593,000 | – | 608,000 | – | 0.05% | – | |
| BAC | New | BK OF AMERICA CORP | $574,000 | – | 24,175 | – | 0.05% | – |
| INTC | New | INTEL CORP | $566,000 | – | 9,483 | – | 0.05% | – |
| DTP | New | DTE ENERGY COunit 11/01/2022s | $573,000 | – | 13,550 | – | 0.05% | – |
| TMO | New | THERMO FISHER SCIENTIFIC INC | $536,000 | – | 1,482 | – | 0.05% | – |
| FLOT | New | ISHARES TRfltg rate nt etf | $542,000 | – | 10,684 | – | 0.05% | – |
| CSCO | New | CISCO SYS INC | $542,000 | – | 11,577 | – | 0.05% | – |
| MRK | New | MERCK & CO. INC | $511,000 | – | 6,588 | – | 0.04% | – |
| New | STARWOOD PPTY TR INCnote 4.375% 4/0 | $500,000 | – | 522,000 | – | 0.04% | – | |
| AMGN | New | AMGEN INC | $487,000 | – | 2,071 | – | 0.04% | – |
| ABT | New | ABBOTT LABS | $480,000 | – | 5,247 | – | 0.04% | – |
| UNP | New | UNION PAC CORP | $480,000 | – | 2,825 | – | 0.04% | – |
| DIS | New | DISNEY WALT CO | $484,000 | – | 4,324 | – | 0.04% | – |
| T | New | AT&T INC | $454,000 | – | 15,018 | – | 0.04% | – |
| KO | New | COCA COLA CO | $456,000 | – | 10,189 | – | 0.04% | – |
| SHY | New | ISHARES TR1 3 yr treas bd | $456,000 | – | 5,257 | – | 0.04% | – |
| L | New | LOEWS CORP | $454,000 | – | 13,232 | – | 0.04% | – |
| PEP | New | PEPSICO INC | $460,000 | – | 3,489 | – | 0.04% | – |
| CMCSA | New | COMCAST CORP NEWcl a | $432,000 | – | 11,082 | – | 0.04% | – |
| CRM | New | SALESFORCE COM INC | $436,000 | – | 2,332 | – | 0.04% | – |
| RTX | New | RAYTHEON TECHNOLOGIES CORP | $406,000 | – | 6,601 | – | 0.04% | – |
| ICE | New | INTERCONTINENTAL EXCHANGE IN | $409,000 | – | 4,460 | – | 0.04% | – |
| MCD | New | MCDONALDS CORP | $405,000 | – | 2,211 | – | 0.04% | – |
| ADBE | New | ADOBE INC | $400,000 | – | 917 | – | 0.04% | – |
| COST | New | COSTCO WHSL CORP NEW | $405,000 | – | 1,332 | – | 0.04% | – |
| DHR | New | DANAHER CORPORATION | $395,000 | – | 2,228 | – | 0.04% | – |
| New | RAMBUS INC DELnote 1.375% 2/0 | $392,000 | – | 375,000 | – | 0.03% | – | |
| C | New | CITIGROUP INC | $379,000 | – | 7,431 | – | 0.03% | – |
| ABBV | New | ABBVIE INC | $360,000 | – | 3,659 | – | 0.03% | – |
| New | ZILLOW GROUP INCnote 1.500% 7/0 | $362,000 | – | 347,000 | – | 0.03% | – | |
| FCVT | New | FIRST TR EXCHANGE-TRADED FDssi strg etf | $352,000 | – | 9,930 | – | 0.03% | – |
| NOW | New | SERVICENOW INC | $325,000 | – | 801 | – | 0.03% | – |
| ORCL | New | ORACLE CORP | $303,000 | – | 5,518 | – | 0.03% | – |
| APD | New | AIR PRODS & CHEMS INC | $314,000 | – | 1,301 | – | 0.03% | – |
| MDT | New | MEDTRONIC PLC | $304,000 | – | 3,312 | – | 0.03% | – |
| AVGO | New | BROADCOM INC | $305,000 | – | 965 | – | 0.03% | – |
| WMT | New | WALMART INC | $296,000 | – | 2,471 | – | 0.03% | – |
| TJX | New | TJX COS INC NEW | $298,000 | – | 5,878 | – | 0.03% | – |
| New | GUESS INCnote 2.000% 4/1 | $287,000 | – | 431,000 | – | 0.02% | – | |
| New | HERBALIFE LTDnote 2.625% 3/1 | $287,000 | – | 289,000 | – | 0.02% | – | |
| WFC | New | WELLS FARGO CO NEW | $278,000 | – | 10,829 | – | 0.02% | – |
| NKE | New | NIKE INCcl b | $271,000 | – | 2,768 | – | 0.02% | – |
| HON | New | HONEYWELL INTL INC | $269,000 | – | 1,847 | – | 0.02% | – |
| BMRN | New | BIOMARIN PHARMACEUTICAL INC | $265,000 | – | 2,149 | – | 0.02% | – |
| AIZP | New | ASSURANT INC6.50% conv pfd d | $263,000 | – | 2,540 | – | 0.02% | – |
| BMY | New | BRISTOL-MYERS SQUIBB CO | $261,000 | – | 4,441 | – | 0.02% | – |
| SPLK | New | SPLUNK INC | $267,000 | – | 1,334 | – | 0.02% | – |
| XLE | New | SELECT SECTOR SPDR TRenergy | $254,000 | – | 6,710 | – | 0.02% | – |
| ACN | New | ACCENTURE PLC IRELAND | $256,000 | – | 1,190 | – | 0.02% | – |
| LMT | New | LOCKHEED MARTIN CORP | $248,000 | – | 674 | – | 0.02% | – |
| New | AEROJET ROCKETDYNE HLDGS INCnote 2.250%12/1 | $237,000 | – | 148,000 | – | 0.02% | – | |
| SRPT | New | SAREPTA THERAPEUTICS INC | $237,000 | – | 1,479 | – | 0.02% | – |
| IBM | New | INTERNATIONAL BUSINESS MACHS | $241,000 | – | 1,984 | – | 0.02% | – |
| GILD | New | GILEAD SCIENCES INC | $240,000 | – | 3,130 | – | 0.02% | – |
| PKI | New | PERKINELMER INC | $220,000 | – | 2,225 | – | 0.02% | – |
| LUV | New | SOUTHWEST AIRLS CO | $209,000 | – | 6,058 | – | 0.02% | – |
| MMM | New | 3M CO | $201,000 | – | 1,288 | – | 0.02% | – |
| AMAT | New | APPLIED MATLS INC | $209,000 | – | 3,465 | – | 0.02% | – |
| ETN | New | EATON CORP PLC | $200,000 | – | 2,265 | – | 0.02% | – |
| New | FIREEYE INCnote 1.625% 6/0 | $189,000 | – | 200,000 | – | 0.02% | – | |
| New | ALZA CORPsdcv 7/2 | $195,000 | – | 101,000 | – | 0.02% | – | |
| BLMN | New | BLOOMIN BRANDS INC | $161,000 | – | 15,065 | – | 0.01% | – |
| ARCC | New | ARES CAPITAL CORP | $161,000 | – | 11,199 | – | 0.01% | – |
| New | SEACOR HOLDINGS INCnote 3.000%11/1 | $148,000 | – | 150,000 | – | 0.01% | – | |
| New | MACQUARIE INFRASTRUCTURE CORnote 2.000%10/0 | $75,000 | – | 88,000 | – | 0.01% | – | |
| New | GUIDEWIRE SOFTWARE INCnote 1.250% 3/1 | $29,000 | – | 25,000 | – | 0.00% | – |
Q4 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| Exit | ETSY INCnote 3/0 | $0 | – | -19,000 | – | -0.00% | – | |
| Exit | INPHI CORPnote 1.125%12/0 | $0 | – | -41,000 | – | -0.01% | – | |
| Exit | TESLA INCnote 1.250% 3/0 | $0 | – | -89,000 | – | -0.01% | – | |
| Exit | MACQUARIE INFRASTRUCTURE CORnote 2.000%10/0 | $0 | – | -88,000 | – | -0.01% | – | |
| Exit | MEDICINES COnote 2.500% 1/1 | $0 | – | -62,000 | – | -0.01% | – | |
| GE | Exit | GENERAL ELECTRIC CO | $0 | – | -11,963 | – | -0.01% | – |
| Exit | COLONY CAP INCnote 5.000% 4/1 | $0 | – | -155,000 | – | -0.01% | – | |
| Exit | ZILLOW GROUP INCnote 2.000%12/0 | $0 | – | -150,000 | – | -0.01% | – | |
| Exit | ALZA CORPsdcv 7/2 | $0 | – | -101,000 | – | -0.01% | – | |
| USB | Exit | US BANCORP DEL | $0 | – | -3,677 | – | -0.02% | – |
| PSX | Exit | PHILLIPS 66 | $0 | – | -2,074 | – | -0.02% | – |
| STI | Exit | SUNTRUST BKS INC | $0 | – | -3,073 | – | -0.02% | – |
| NOW | Exit | SERVICENOW INC | $0 | – | -823 | – | -0.02% | – |
| BDX | Exit | BECTON DICKINSON & CO | $0 | – | -839 | – | -0.02% | – |
| ETN | Exit | EATON CORP PLC | $0 | – | -2,479 | – | -0.02% | – |
| ATUS | Exit | ALTICE USA INCcl a | $0 | – | -7,036 | – | -0.02% | – |
| DLTR | Exit | DOLLAR TREE INC | $0 | – | -1,857 | – | -0.02% | – |
| IYE | Exit | ISHARES TRu.s. energy etf | $0 | – | -6,550 | – | -0.02% | – |
| HYLB | Exit | DBX ETF TRxtrack usd high | $0 | – | -4,174 | – | -0.02% | – |
| GILD | Exit | GILEAD SCIENCES INC | $0 | – | -3,243 | – | -0.02% | – |
| CB | Exit | CHUBB LIMITED | $0 | – | -1,320 | – | -0.02% | – |
| PNC | Exit | PNC FINL SVCS GROUP INC | $0 | – | -1,583 | – | -0.02% | – |
| MMM | Exit | 3M CO | $0 | – | -1,340 | – | -0.02% | – |
| NOC | Exit | NORTHROP GRUMMAN CORP | $0 | – | -583 | – | -0.02% | – |
| APH | Exit | AMPHENOL CORP NEWcl a | $0 | – | -2,283 | – | -0.02% | – |
| Exit | COUPA SOFTWARE INCnote 0.375% 1/1 | $0 | – | -75,000 | – | -0.02% | – | |
| ARCC | Exit | ARES CAP CORP | $0 | – | -11,491 | – | -0.02% | – |
| BKNG | Exit | BOOKING HLDGS INC | $0 | – | -121 | – | -0.02% | – |
| ACN | Exit | ACCENTURE PLC IRELAND | $0 | – | -1,281 | – | -0.02% | – |
| Exit | SEACOR HOLDINGS INCnote 3.000%11/1 | $0 | – | -255,000 | – | -0.02% | – | |
| NKE | Exit | NIKE INCcl b | $0 | – | -2,842 | – | -0.02% | – |
| ABBV | Exit | ABBVIE INC | $0 | – | -3,390 | – | -0.02% | – |
| PXD | Exit | PIONEER NAT RES CO | $0 | – | -2,040 | – | -0.02% | – |
| ADBE | Exit | ADOBE INC | $0 | – | -944 | – | -0.02% | – |
| UTX | Exit | UNITED TECHNOLOGIES CORP | $0 | – | -1,887 | – | -0.02% | – |
| AVGO | Exit | BROADCOM INC | $0 | – | -995 | – | -0.02% | – |
| LMT | Exit | LOCKHEED MARTIN CORP | $0 | – | -694 | – | -0.02% | – |
| Exit | NUTANIX INCnote 1/1 | $0 | – | -292,000 | – | -0.02% | – | |
| Exit | RWT HLDGS INCnote 5.625%11/1 | $0 | – | -287,000 | – | -0.02% | – | |
| NVDA | Exit | NVIDIA CORP | $0 | – | -1,628 | – | -0.02% | – |
| WMT | Exit | WALMART INC | $0 | – | -2,599 | – | -0.02% | – |
| IBM | Exit | INTERNATIONAL BUSINESS MACHS | $0 | – | -2,123 | – | -0.02% | – |
| BA | Exit | BOEING CO | $0 | – | -826 | – | -0.02% | – |
| HON | Exit | HONEYWELL INTL INC | $0 | – | -1,893 | – | -0.02% | – |
| FCVT | Exit | FIRST TR EXCHANGE TRADED FDssi strg etf | $0 | – | -10,295 | – | -0.02% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -5,689 | – | -0.02% | – |
| DHI | Exit | D R HORTON INC | $0 | – | -6,028 | – | -0.02% | – |
| DHR | Exit | DANAHER CORPORATION | $0 | – | -2,299 | – | -0.02% | – |
| Exit | RESTORATION HARDWARE HLDGS Idbcv 7/1 | $0 | – | -219,000 | – | -0.02% | – | |
| DAL | Exit | DELTA AIR LINES INC DEL | $0 | – | -5,640 | – | -0.02% | – |
| TJX | Exit | TJX COS INC NEW | $0 | – | -6,067 | – | -0.02% | – |
| IYM | Exit | ISHARES TRu.s. bas mtl etf | $0 | – | -3,913 | – | -0.03% | – |
| CRM | Exit | SALESFORCE COM INC | $0 | – | -2,409 | – | -0.03% | – |
| MDT | Exit | MEDTRONIC PLC | $0 | – | -3,405 | – | -0.03% | – |
| PYPL | Exit | PAYPAL HLDGS INC | $0 | – | -3,696 | – | -0.03% | – |
| Exit | SQUARE INCnote 0.375% 3/0 | $0 | – | -141,000 | – | -0.03% | – | |
| COST | Exit | COSTCO WHSL CORP NEW | $0 | – | -1,372 | – | -0.03% | – |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -3,451 | – | -0.03% | – |
| AMGN | Exit | AMGEN INC | $0 | – | -2,141 | – | -0.03% | – |
| RTN | Exit | RAYTHEON CO | $0 | – | -2,122 | – | -0.03% | – |
| TXN | Exit | TEXAS INSTRS INC | $0 | – | -3,201 | – | -0.03% | – |
| ICE | Exit | INTERCONTINENTAL EXCHANGE IN | $0 | – | -4,581 | – | -0.03% | – |
| TMO | Exit | THERMO FISHER SCIENTIFIC INC | $0 | – | -1,520 | – | -0.03% | – |
| ABT | Exit | ABBOTT LABS | $0 | – | -5,365 | – | -0.03% | – |
| XOM | Exit | EXXON MOBIL CORP | $0 | – | -6,363 | – | -0.03% | – |
| UNP | Exit | UNION PACIFIC CORP | $0 | – | -2,919 | – | -0.03% | – |
| Exit | Q2 HLDGS INCnote 0.750% 2/1 | $0 | – | -326,000 | – | -0.04% | – | |
| Exit | NATIONAL HEALTH INVS INCnote 3.250% 4/0 | $0 | – | -400,000 | – | -0.04% | – | |
| WFC | Exit | WELLS FARGO CO NEW | $0 | – | -9,488 | – | -0.04% | – |
| MCD | Exit | MCDONALDS CORP | $0 | – | -2,281 | – | -0.04% | – |
| MRK | Exit | MERCK & CO INC | $0 | – | -5,839 | – | -0.04% | – |
| PEP | Exit | PEPSICO INC | $0 | – | -3,593 | – | -0.04% | – |
| INTC | Exit | INTEL CORP | $0 | – | -9,803 | – | -0.04% | – |
| CMCSA | Exit | COMCAST CORP NEWcl a | $0 | – | -11,398 | – | -0.04% | – |
| Exit | ENVESTNET INCnote 1.750%12/1 | $0 | – | -503,000 | – | -0.04% | – | |
| C | Exit | CITIGROUP INC | $0 | – | -8,160 | – | -0.04% | – |
| FLOT | Exit | ISHARES TRfltg rate nt etf | $0 | – | -10,934 | – | -0.04% | – |
| Exit | DEXCOM INCnote 0.750% 5/1 | $0 | – | -351,000 | – | -0.04% | – | |
| KO | Exit | COCA COLA CO | $0 | – | -10,566 | – | -0.04% | – |
| DIS | Exit | DISNEY WALT CO | $0 | – | -4,469 | – | -0.04% | – |
| Exit | REDFIN CORPnote 1.750% 7/1 | $0 | – | -643,000 | – | -0.04% | – | |
| CSCO | Exit | CISCO SYS INC | $0 | – | -11,923 | – | -0.04% | – |
| Exit | TELADOC HEALTH INCnote 3.000%12/1 | $0 | – | -355,000 | – | -0.04% | – | |
| T | Exit | AT&T INC | $0 | – | -16,550 | – | -0.05% | – |
| AIZP | Exit | ASSURANT INC6.50% conv pfd d | $0 | – | -5,325 | – | -0.05% | – |
| IWD | Exit | ISHARES TRrus 1000 val etf | $0 | – | -5,167 | – | -0.05% | – |
| Exit | RTI INTL METALS INCnote 1.625%10/1 | $0 | – | -664,000 | – | -0.05% | – | |
| V | Exit | VISA INC | $0 | – | -3,882 | – | -0.05% | – |
| Exit | ALLEGHENY TECHNOLOGIES INCnote 4.750% 7/0 | $0 | – | -432,000 | – | -0.05% | – | |
| Exit | SPIRIT RLTY CAP INC NEWnote 3.750% 5/1 | $0 | – | -660,000 | – | -0.05% | – | |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -11,873 | – | -0.05% | – |
| PFE | Exit | PFIZER INC | $0 | – | -19,840 | – | -0.05% | – |
| BAC | Exit | BANK AMER CORP | $0 | – | -24,907 | – | -0.05% | – |
| Exit | INTERDIGITAL INCnote 1.500% 3/0 | $0 | – | -755,000 | – | -0.06% | – | |
| UNH | Exit | UNITEDHEALTH GROUP INC | $0 | – | -3,497 | – | -0.06% | – |
| MA | Exit | MASTERCARD INCcl a | $0 | – | -2,825 | – | -0.06% | – |
| Exit | NUANCE COMMUNICATIONS INCnote 1.250% 4/0 | $0 | – | -785,000 | – | -0.06% | – | |
| Exit | CTRIP COM INTL LTDnote 1.990% 7/0 | $0 | – | -782,000 | – | -0.06% | – | |
| BRKB | Exit | BERKSHIRE HATHAWAY INC DELcl b new | $0 | – | -3,869 | – | -0.06% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -6,359 | – | -0.06% | – |
| L | Exit | LOEWS CORP | $0 | – | -16,540 | – | -0.06% | – |
| HD | Exit | HOME DEPOT INC | $0 | – | -3,800 | – | -0.06% | – |
| PG | Exit | PROCTER & GAMBLE CO | $0 | – | -7,159 | – | -0.06% | – |
| Exit | DANAHER CORPORATIONdbcv 1/2 | $0 | – | -173,000 | – | -0.07% | – | |
| Exit | HANNON ARMSTRONG SUST INFR Cnote 4.125% 9/0 | $0 | – | -889,000 | – | -0.07% | – | |
| Exit | ENCORE CAP GROUP INCnote 3.000% 7/0 | $0 | – | -1,000,000 | – | -0.07% | – | |
| Exit | WELLS FARGO & COmtnf 0.125% 2/2 | $0 | – | -1,031,000 | – | -0.07% | – | |
| FB | Exit | FACEBOOK INCcl a | $0 | – | -5,791 | – | -0.08% | – |
| Exit | BIOMARIN PHARMACEUTICAL INCnote 1.500%10/1 | $0 | – | -1,040,000 | – | -0.08% | – | |
| KMB | Exit | KIMBERLY CLARK CORP | $0 | – | -8,685 | – | -0.09% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -11,336 | – | -0.10% | – |
| TBT | Exit | PROSHARES TR | $0 | – | -57,950 | – | -0.10% | – |
| GOOGL | Exit | ALPHABET INCcap stk cl a | $0 | – | -1,213 | – | -0.11% | – |
| IYR | Exit | ISHARES TRu.s. real es etf | $0 | – | -16,258 | – | -0.11% | – |
| Exit | APOLLO COML REAL EST FIN INCnote 4.750% 8/2 | $0 | – | -1,500,000 | – | -0.11% | – | |
| Exit | GRANITE PT MTG TR INCnote 6.375%10/0 | $0 | – | -1,500,000 | – | -0.11% | – | |
| AMZN | Exit | AMAZON COM INC | $0 | – | -896 | – | -0.11% | – |
| Exit | CSG SYS INTL INCnote 4.250% 3/1 | $0 | – | -1,547,000 | – | -0.13% | – | |
| Exit | RETROPHIN INCnote 2.500% 9/1 | $0 | – | -2,500,000 | – | -0.14% | – | |
| NBRPRA | Exit | NABORS INDUSTRIES LTD6% pfd cnv sr a | $0 | – | -115,000 | – | -0.14% | – |
| Exit | FIREEYE INCnote 1.625% 6/0 | $0 | – | -2,000,000 | – | -0.14% | – | |
| Exit | NICE SYS INCnote 1.250% 1/1 | $0 | – | -1,060,000 | – | -0.14% | – | |
| Exit | OKTA INCnote 0.250% 2/1 | $0 | – | -907,000 | – | -0.14% | – | |
| Exit | FIVE9 INCnote 0.125% 5/0 | $0 | – | -1,341,000 | – | -0.14% | – | |
| Exit | ENCORE CAP EUROPE FIN LTDnote 4.500% 9/0 | $0 | – | -1,919,000 | – | -0.14% | – | |
| Exit | SOLARCITY CORPnote 1.625%11/0 | $0 | – | -2,000,000 | – | -0.14% | – | |
| AAPL | Exit | APPLE INC | $0 | – | -8,845 | – | -0.14% | – |
| Exit | FORESTAR GROUP INCnote 3.750% 3/0 | $0 | – | -2,000,000 | – | -0.15% | – | |
| Exit | BLACKROCK TCP CAPITAL CORPnote 5.250%12/1 | $0 | – | -2,000,000 | – | -0.15% | – | |
| XLU | Exit | SELECT SECTOR SPDR TRsbi int-utils | $0 | – | -30,906 | – | -0.15% | – |
| Exit | REALPAGE INCnote 1.500%11/1 | $0 | – | -1,300,000 | – | -0.15% | – | |
| Exit | THERAVANCE BIOPHARMA INCnote 3.250%11/0 | $0 | – | -2,250,000 | – | -0.15% | – | |
| SJIU | Exit | SOUTH JERSEY INDS INCunit 99/99/9999 | $0 | – | -40,000 | – | -0.15% | – |
| Exit | WEIBO CORPnote 1.250%11/1 | $0 | – | -2,250,000 | – | -0.15% | – | |
| Exit | NEWPARK RES INCnote 4.000%12/0 | $0 | – | -1,900,000 | – | -0.15% | – | |
| Exit | ENCORE CAP GROUP INCnote 2.875% 3/1 | $0 | – | -2,143,000 | – | -0.15% | – | |
| Exit | WESTERN ASSET MTG CAP CORPnote 6.750%10/0 | $0 | – | -2,112,000 | – | -0.15% | – | |
| Exit | NEW RELIC INCnote 0.500% 5/0 | $0 | – | -2,250,000 | – | -0.16% | – | |
| Exit | EZCORP INCnote 2.375% 5/0 | $0 | – | -3,000,000 | – | -0.17% | – | |
| Exit | ISTAR INCnote 3.125% 9/1 | $0 | – | -2,250,000 | – | -0.17% | – | |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -17,168 | – | -0.17% | – |
| Exit | REDWOOD TR INCnote 5.625% 7/1 | $0 | – | -2,350,000 | – | -0.17% | – | |
| Exit | PORTFOLIO RECOVERY ASSOCS INnote 3.000% 8/0 | $0 | – | -2,500,000 | – | -0.18% | – | |
| Exit | TEAM INCnote 5.000% 8/0 | $0 | – | -2,250,000 | – | -0.18% | – | |
| Exit | MFA FINL INCnote 6.250% 6/1 | $0 | – | -2,500,000 | – | -0.19% | – | |
| Exit | RAPID7 INCnote 1.250% 8/0 | $0 | – | -2,000,000 | – | -0.19% | – | |
| Exit | FIREEYE INCnote 0.875% 6/0 | $0 | – | -2,966,000 | – | -0.20% | – | |
| Exit | NEW YORK MTG TR INCnote 6.250% 1/1 | $0 | – | -2,750,000 | – | -0.20% | – | |
| Exit | THERAVANCE INCnote 2.125% 1/1 | $0 | – | -3,000,000 | – | -0.20% | – | |
| TBF | Exit | PROSHARES TRshrt 20+yr tre | $0 | – | -151,150 | – | -0.21% | – |
| Exit | ATLAS AIR WORLDWIDE HLDGS INnote 1.875% 6/0 | $0 | – | -3,500,000 | – | -0.21% | – | |
| Exit | CEMEX SAB DE CVnote 3.720% 3/1 | $0 | – | -2,900,000 | – | -0.21% | – | |
| Exit | REDWOOD TR INCnote 4.750% 8/1 | $0 | – | -3,000,000 | – | -0.22% | – | |
| Exit | IRONWOOD PHARMACEUTICALS INCdbcv 2.250% 6/1 | $0 | – | -3,000,000 | – | -0.22% | – | |
| Exit | HELIX ENERGY SOLUTIONS GRP Inote 4.125% 9/1 | $0 | – | -2,592,000 | – | -0.22% | – | |
| Exit | PRA GROUP INCnote 3.500% 6/0 | $0 | – | -3,000,000 | – | -0.22% | – | |
| Exit | ON SEMICONDUCTOR CORPnote 1.625%10/1 | $0 | – | -2,570,000 | – | -0.22% | – | |
| Exit | NEW MTN FIN CORPnote 5.750% 8/1 | $0 | – | -3,000,000 | – | -0.23% | – | |
| Exit | SYNAPTICS INCnote 0.500% 6/1 | $0 | – | -3,400,000 | – | -0.23% | – | |
| Exit | ARES CAP CORPnote 4.625% 3/0 | $0 | – | -3,043,000 | – | -0.23% | – | |
| Exit | SHIP FIN INTL LTDnote 4.875% 5/0 | $0 | – | -2,950,000 | – | -0.23% | – | |
| Exit | MONGODB INCnote 0.750% 6/1 | $0 | – | -1,729,000 | – | -0.24% | – | |
| Exit | TRANSOCEAN INCdeb 0.500% 1/3 | $0 | – | -4,052,000 | – | -0.24% | – | |
| Exit | HUBSPOT INCnote 0.250% 6/0 | $0 | – | -2,103,000 | – | -0.26% | – | |
| Exit | J2 GLOBAL INCnote 3.250% 6/1 | $0 | – | -2,500,000 | – | -0.26% | – | |
| Exit | WORLD WRESTLING ENTMT INCnote 3.375%12/1 | $0 | – | -1,209,000 | – | -0.26% | – | |
| Exit | KNOWLES CORPnote 3.250%11/0 | $0 | – | -2,875,000 | – | -0.27% | – | |
| Exit | FIRST MAJESTIC SILVER CORPnote 1.875% 3/0 | $0 | – | -3,175,000 | – | -0.27% | – | |
| IYW | Exit | ISHARES TRu.s. tech etf | $0 | – | -18,423 | – | -0.27% | – |
| ENRPRA | Exit | ENERGIZER HLDGS INC NEW7.5 mcnv pfd a | $0 | – | -40,000 | – | -0.28% | – |
| Exit | KKR REAL ESTATE FIN TR INCnote 6.125% 5/1 | $0 | – | -3,675,000 | – | -0.28% | – | |
| CFXA | Exit | COLFAX CORPunit 01/15/2022t | $0 | – | -30,000 | – | -0.28% | – |
| Exit | PENNYMAC CORPnote 5.375% 5/0 | $0 | – | -4,000,000 | – | -0.29% | – | |
| Exit | CHEGG INCnote 0.250% 5/1 | $0 | – | -3,149,000 | – | -0.29% | – | |
| Exit | WRIGHT MED GROUP N Vnote 2.250%11/1 | $0 | – | -3,457,000 | – | -0.29% | – | |
| Exit | SEACOR HOLDINGS INCnote 3.250% 5/1 | $0 | – | -4,349,000 | – | -0.30% | – | |
| Exit | OIL STS INTL INCnote 1.500% 2/1 | $0 | – | -4,898,000 | – | -0.30% | – | |
| Exit | MOMO INCnote 1.250% 7/0 | $0 | – | -4,600,000 | – | -0.30% | – | |
| FTCS | Exit | FIRST TR EXCHANGE TRADED FDcap strength etf | $0 | – | -73,637 | – | -0.30% | – |
| Exit | PROSPECT CAPITAL CORPORATIONnote 6.375% 3/0 | $0 | – | -4,000,000 | – | -0.31% | – | |
| Exit | PDC ENERGY INCnote 1.125% 9/1 | $0 | – | -4,605,000 | – | -0.31% | – | |
| Exit | EXACT SCIENCES CORPnote 1.000% 1/1 | $0 | – | -3,016,000 | – | -0.31% | – | |
| IFFT | Exit | INTERNATIONAL FLAVORS&FRAGRAunit 09/15/2021 | $0 | – | -91,575 | – | -0.31% | – |
| Exit | LIGAND PHARMACEUTICALS INCnote 0.750% 5/1 | $0 | – | -5,150,000 | – | -0.31% | – | |
| Exit | AEROJET ROCKETDYNE HLDGS INCnote 2.250%12/1 | $0 | – | -2,157,000 | – | -0.31% | – | |
| QTSPRB | Exit | QTS RLTY TR INC6.50% con pfd b | $0 | – | -36,000 | – | -0.32% | – |
| Exit | MERCADOLIBRE INCnote 2.000% 8/1 | $0 | – | -3,000,000 | – | -0.32% | – | |
| Exit | APOLLO COML REAL EST FIN INCnote 5.375%10/1 | $0 | – | -4,375,000 | – | -0.33% | – | |
| Exit | MICRON TECHNOLOGY INCnote 2.125% 2/1 | $0 | – | -1,180,000 | – | -0.34% | – | |
| Exit | SUNPOWER CORPdbcv 4.000% 1/1 | $0 | – | -5,325,000 | – | -0.35% | – | |
| Exit | HOPE BANCORP INCnote 2.000% 5/1 | $0 | – | -5,250,000 | – | -0.35% | – | |
| Exit | RHnote 6/1 | $0 | – | -4,488,000 | – | -0.35% | – | |
| Exit | LUMENTUM HLDGS INCnote 0.250% 3/1 | $0 | – | -4,274,000 | – | -0.36% | – | |
| Exit | SPLUNK INCnote 1.125% 9/1 | $0 | – | -4,540,000 | – | -0.36% | – | |
| Exit | JAZZ INVESTMENTS I LTDnote 1.875% 8/1 | $0 | – | -5,012,000 | – | -0.36% | – | |
| Exit | AMERICAN RLTY CAP PPTYS INCnote 3.750%12/1 | $0 | – | -4,972,000 | – | -0.37% | – | |
| Exit | SAREPTA THERAPEUTICS INCdbcv 1.500%11/1 | $0 | – | -3,810,000 | – | -0.37% | – | |
| Exit | TELADOC HEALTH INCnote 1.375% 5/1 | $0 | – | -3,453,000 | – | -0.37% | – | |
| Exit | WAYFAIR INCnote 0.375% 9/0 | $0 | – | -4,170,000 | – | -0.38% | – | |
| Exit | LIBERTY MEDIA CORP DELAWAREnote 1.000% 1/3 | $0 | – | -4,182,000 | – | -0.38% | – | |
| NYCBPRU | Exit | NEW YORK CMNTY CAP TR Vunit 11/01/2051 | $0 | – | -105,000 | – | -0.38% | – |
| Exit | REPLIGEN CORPnote 0.375% 7/1 | $0 | – | -5,382,000 | – | -0.39% | – | |
| Exit | INTERCEPT PHARMACEUTICALS INnote 2.000% 5/1 | $0 | – | -6,012,000 | – | -0.39% | – | |
| Exit | TESLA INCnote 2.000% 5/1 | $0 | – | -5,493,000 | – | -0.41% | – | |
| Exit | TWILIO INCnote 0.250% 6/0 | $0 | – | -3,363,000 | – | -0.41% | – | |
| WTRU | Exit | AQUA AMERICA INCunit 04/30/2022 | $0 | – | -92,880 | – | -0.41% | – |
| Exit | ZENDESK INCnote 0.250% 3/1 | $0 | – | -4,272,000 | – | -0.41% | – | |
| Exit | ATLAS AIR WORLDWIDE HLDGS INnote 2.250% 6/0 | $0 | – | -6,455,000 | – | -0.42% | – | |
| Exit | INSMED INCnote 1.750% 1/1 | $0 | – | -6,929,000 | – | -0.42% | – | |
| Exit | WIX COM LTDnote 7/0 | $0 | – | -5,359,000 | – | -0.43% | – | |
| Exit | CLEVELAND CLIFFS INCdbcv 1.500% 1/1 | $0 | – | -5,495,000 | – | -0.43% | – | |
| Exit | TESLA INCnote 2.375% 3/1 | $0 | – | -5,913,000 | – | -0.44% | – | |
| Exit | HERCULES CAPITAL INCdbcv 4.375% 2/0 | $0 | – | -5,901,000 | – | -0.44% | – | |
| Exit | INPHI CORPnote 0.750% 9/0 | $0 | – | -4,949,000 | – | -0.45% | – | |
| Exit | TERADYNE INCnote 1.250%12/1 | $0 | – | -3,278,000 | – | -0.45% | – | |
| Exit | INSULET CORPnote 1.375%11/1 | $0 | – | -3,441,000 | – | -0.46% | – | |
| Exit | LIBERTY MEDIA CORPdeb 3.500% 1/1 | $0 | – | -7,000,000 | – | -0.46% | – | |
| AEPPL | Exit | AMERICAN ELEC PWR CO INCunit 03/15/2022 | $0 | – | -118,180 | – | -0.47% | – |
| Exit | CAESARS ENTMT CORPnote 5.000%10/0 | $0 | – | -3,836,000 | – | -0.47% | – | |
| SHY | Exit | ISHARES TR1 3 yr treas bd | $0 | – | -77,221 | – | -0.48% | – |
| Exit | NUVASIVE INCnote 2.250% 3/1 | $0 | – | -5,608,000 | – | -0.48% | – | |
| Exit | ARES CAP CORPnote 3.750% 2/0 | $0 | – | -6,422,000 | – | -0.48% | – | |
| Exit | HERBALIFE LTDnote 2.625% 3/1 | $0 | – | -7,235,000 | – | -0.49% | – | |
| Exit | GUIDEWIRE SOFTWARE INCnote 1.250% 3/1 | $0 | – | -5,893,000 | – | -0.49% | – | |
| Exit | SILICON LABORATORIES INCnote 1.375% 3/0 | $0 | – | -5,254,000 | – | -0.50% | – | |
| Exit | BIOMARIN PHARMACEUTICAL INCnote 0.599% 8/0 | $0 | – | -7,035,000 | – | -0.50% | – | |
| Exit | LIVE NATION ENTERTAINMENT INnote 2.500% 3/1 | $0 | – | -5,951,000 | – | -0.51% | – | |
| SWP | Exit | STANLEY BLACK & DECKER INCunit 05/15/2020 | $0 | – | -69,614 | – | -0.51% | – |
| CHNGU | Exit | CHANGE HEALTHCARE INCunit 99/99/9999 | $0 | – | -148,790 | – | -0.52% | – |
| LMBS | Exit | FIRST TR EXCHANGE TRADED FDfst low oppt eft | $0 | – | -139,741 | – | -0.53% | – |
| Exit | RINGCENTRAL INCnote 3/1 | $0 | – | -4,539,000 | – | -0.53% | – | |
| Exit | LIBERTY MEDIA CORP DELAWAREnote 1.375%10/1 | $0 | – | -6,422,000 | – | -0.56% | – | |
| Exit | AIR TRANSPORT SERVICES GRP Inote 1.125%10/1 | $0 | – | -8,452,000 | – | -0.57% | – | |
| CNPPRB | Exit | CENTERPOINT ENERGY INCdep rp pfd cv b | $0 | – | -153,460 | – | -0.58% | – |
| Exit | VIAVI SOLUTIONS INCnote 1.000% 3/0 | $0 | – | -6,556,000 | – | -0.59% | – | |
| Exit | II VI INCnote 0.250% 9/0 | $0 | – | -7,869,000 | – | -0.59% | – | |
| Exit | RADIUS HEALTH INCnote 3.000% 9/0 | $0 | – | -9,294,000 | – | -0.62% | – | |
| Exit | VISHAY INTERTECHNOLOGY INCnote 2.250% 6/1 | $0 | – | -9,277,000 | – | -0.63% | – | |
| Exit | PERFICIENT INCnote 2.375% 9/1 | $0 | – | -7,402,000 | – | -0.64% | – | |
| AVTRPRA | Exit | AVANTOR INC6.25 pfd cnv sr | $0 | – | -166,785 | – | -0.65% | – |
| Exit | ON SEMICONDUCTOR CORPnote 1.000%12/0 | $0 | – | -7,617,000 | – | -0.65% | – | |
| Exit | ISIS PHARMACEUTICALS INC DELnote 1.000%11/1 | $0 | – | -7,872,000 | – | -0.65% | – | |
| Exit | NEUROCRINE BIOSCIENCES INCnote 2.250% 5/1 | $0 | – | -6,582,000 | – | -0.66% | – | |
| Exit | ENVESTNET INCnote 1.750% 6/0 | $0 | – | -8,453,000 | – | -0.66% | – | |
| Exit | WESTERN DIGITAL CORPnote 1.500% 2/0 | $0 | – | -9,594,000 | – | -0.67% | – | |
| NEEPRO | Exit | NEXTERA ENERGY INCunit 09/01/2022s | $0 | – | -186,260 | – | -0.68% | – |
| DCUE | Exit | DOMINION ENERGY INCunit 99/99/9999 | $0 | – | -89,490 | – | -0.69% | – |
| Exit | HORIZON PHARMA INVT LTDnote 2.500% 3/1 | $0 | – | -8,164,000 | – | -0.69% | – | |
| Exit | KAMAN CORPnote 3.250% 5/0 | $0 | – | -8,659,000 | – | -0.72% | – | |
| Exit | NRG ENERGY INCdbcv 2.750% 6/0 | $0 | – | -8,835,000 | – | -0.72% | – | |
| Exit | EXACT SCIENCES CORPnote 0.375% 3/1 | $0 | – | -9,263,000 | – | -0.73% | – | |
| Exit | OSI SYSTEMS INCnote 1.250% 9/0 | $0 | – | -8,965,000 | – | -0.73% | – | |
| Exit | MEDICINES COnote 2.750% 7/1 | $0 | – | -8,785,000 | – | -0.77% | – | |
| Exit | CREE INCnote 0.875% 9/0 | $0 | – | -9,699,000 | – | -0.77% | – | |
| Exit | COLONY STARWOOD HOMESnote 3.500% 1/1 | $0 | – | -8,084,000 | – | -0.78% | – | |
| Exit | TWO HBRS INVT CORPnote 6.250% 1/1 | $0 | – | -11,275,000 | – | -0.84% | – | |
| FTVPRA | Exit | FORTIVE CORP5% pfd cnv ser a | $0 | – | -12,985 | – | -0.85% | – |
| Exit | MERITOR INCnote 3.250%10/1 | $0 | – | -12,333,000 | – | -0.88% | – | |
| Exit | SERVICENOW INCnote 6/0 | $0 | – | -6,659,000 | – | -0.93% | – | |
| SOLN | Exit | SOUTHERN COunit 08/01/2022 | $0 | – | -243,255 | – | -0.95% | – |
| CCIPRA | Exit | CROWN CASTLE INTL CORP NEW6.875% con pfd a | $0 | – | -10,948 | – | -1.01% | – |
| Exit | BLACKSTONE MTG TR INCnote 4.375% 5/0 | $0 | – | -13,393,000 | – | -1.02% | – | |
| Exit | FTI CONSULTING INCnote 2.000% 8/1 | $0 | – | -11,488,000 | – | -1.02% | – | |
| Exit | ADVANCED MICRO DEVICES INCnote 2.125% 9/0 | $0 | – | -3,834,000 | – | -1.04% | – | |
| SREPRA | Exit | SEMPRA ENERGY6% pfd conv a | $0 | – | -121,349 | – | -1.04% | – |
| Exit | SPLUNK INCnote 0.500% 9/1 | $0 | – | -13,621,000 | – | -1.07% | – | |
| Exit | CHENIERE ENERGY INCnote 4.250% 3/1 | $0 | – | -19,039,000 | – | -1.07% | – | |
| Exit | ILLUMINA INCnote 0.500% 6/1 | $0 | – | -11,106,000 | – | -1.07% | – | |
| Exit | PALO ALTO NETWORKS INCnote 0.750% 7/0 | $0 | – | -14,358,000 | – | -1.10% | – | |
| Exit | DISH NETWORK CORPnote 3.375% 8/1 | $0 | – | -16,894,000 | – | -1.13% | – | |
| Exit | SQUARE INCnote 0.500% 5/1 | $0 | – | -14,421,000 | – | -1.17% | – | |
| DHRPRA | Exit | DANAHER CORPORATION4.75 mnd cv pfd | $0 | – | -14,098 | – | -1.17% | – |
| Exit | TWITTER INCnote 0.250% 6/1 | $0 | – | -15,342,000 | – | -1.18% | – | |
| AGG | Exit | ISHARES TRcore us aggbd et | $0 | – | -160,828 | – | -1.32% | – |
| Exit | MICROCHIP TECHNOLOGY INCnote 1.625% 2/1 | $0 | – | -9,874,000 | – | -1.36% | – | |
| BDXA | Exit | BECTON DICKINSON & CO | $0 | – | -303,867 | – | -1.37% | – |
| Exit | ANTHEM INCnote 2.750%10/1 | $0 | – | -5,796,000 | – | -1.41% | – | |
| Exit | WORKDAY INCnote 0.250%10/0 | $0 | – | -15,174,000 | – | -1.45% | – | |
| Exit | AKAMAI TECHNOLOGIES INCnote 0.125% 5/0 | $0 | – | -18,177,000 | – | -1.52% | – | |
| Exit | ILLUMINA INCnote 8/1 | $0 | – | -20,794,000 | – | -1.68% | – | |
| Exit | NOVELLUS SYS INCnote 2.625% 5/1 | $0 | – | -3,470,000 | – | -1.80% | – | |
| Exit | PRICELINE GRP INCnote 0.350% 6/1 | $0 | – | -16,833,000 | – | -1.83% | – | |
| BACPRL | Exit | BANK AMER CORP7.25%cnv pfd l | $0 | – | -19,104 | – | -2.07% | – |
| Exit | PRICELINE GRP INCnote 0.900% 9/1 | $0 | – | -24,721,000 | – | -2.09% | – | |
| Exit | MICROCHIP TECHNOLOGY INCnote 1.625% 2/1 | $0 | – | -22,613,000 | – | -2.12% | – | |
| WFCPRL | Exit | WELLS FARGO CO NEWperp pfd cnv a | $0 | – | -22,629 | – | -2.46% | – |
| IVV | Exit | ISHARES TRcore s&p500 etf | $0 | – | -210,876 | – | -4.58% | – |
Q3 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| IVV | Buy | ISHARES TRcore s&p500 etf | $62,951,000 | +5.8% | 210,876 | +4.5% | 4.58% | +3.7% |
| WFCPRL | Sell | WELLS FARGO CO NEWperp pfd cnv a | $33,830,000 | +1.0% | 22,629 | -7.8% | 2.46% | -1.0% |
| Sell | MICROCHIP TECHNOLOGY INCnote 1.625% 2/1 | $29,109,000 | +8.5% | 22,613,000 | -0.7% | 2.12% | +6.3% | |
| Buy | PRICELINE GRP INCnote 0.900% 9/1 | $28,665,000 | +21.8% | 24,721,000 | +20.1% | 2.09% | +19.3% | |
| BACPRL | Sell | BANK AMER CORP7.25%cnv pfd l | $28,369,000 | -3.3% | 19,104 | -10.6% | 2.07% | -5.2% |
| Buy | PRICELINE GRP INCnote 0.350% 6/1 | $25,160,000 | +11.8% | 16,833,000 | +7.6% | 1.83% | +9.6% | |
| Buy | NOVELLUS SYS INCnote 2.625% 5/1 | $24,797,000 | +41.6% | 3,470,000 | +15.0% | 1.80% | +38.7% | |
| New | ILLUMINA INCnote 8/1 | $23,003,000 | – | 20,794,000 | – | 1.68% | – | |
| Buy | AKAMAI TECHNOLOGIES INCnote 0.125% 5/0 | $20,806,000 | +42.0% | 18,177,000 | +32.6% | 1.52% | +39.2% | |
| Sell | WORKDAY INCnote 0.250%10/0 | $19,891,000 | -13.0% | 15,174,000 | -0.6% | 1.45% | -14.7% | |
| Buy | ANTHEM INCnote 2.750%10/1 | $19,388,000 | -0.8% | 5,796,000 | +15.7% | 1.41% | -2.8% | |
| BDXA | Sell | BECTON DICKINSON & CO | $18,813,000 | -0.2% | 303,867 | -0.2% | 1.37% | -2.2% |
| Sell | MICROCHIP TECHNOLOGY INCnote 1.625% 2/1 | $18,704,000 | +1.4% | 9,874,000 | -6.3% | 1.36% | -0.6% | |
| AGG | Sell | ISHARES TRcore us aggbd et | $18,201,000 | +0.3% | 160,828 | -1.4% | 1.32% | -1.7% |
| Buy | TWITTER INCnote 0.250% 6/1 | $16,238,000 | +64.5% | 15,342,000 | +51.4% | 1.18% | +61.3% | |
| DHRPRA | Buy | DANAHER CORPORATION4.75 mnd cv pfd | $16,073,000 | +6.7% | 14,098 | +3.0% | 1.17% | +4.6% |
| Buy | SQUARE INCnote 0.500% 5/1 | $16,033,000 | -4.0% | 14,421,000 | +3.1% | 1.17% | -5.9% | |
| Buy | DISH NETWORK CORPnote 3.375% 8/1 | $15,478,000 | -5.4% | 16,894,000 | +0.4% | 1.13% | -7.2% | |
| New | PALO ALTO NETWORKS INCnote 0.750% 7/0 | $15,098,000 | – | 14,358,000 | – | 1.10% | – | |
| Buy | ILLUMINA INCnote 0.500% 6/1 | $14,715,000 | -0.5% | 11,106,000 | +15.9% | 1.07% | -2.5% | |
| Sell | CHENIERE ENERGY INCnote 4.250% 3/1 | $14,685,000 | -3.9% | 19,039,000 | -2.4% | 1.07% | -5.8% | |
| New | SPLUNK INCnote 0.500% 9/1 | $14,635,000 | – | 13,621,000 | – | 1.07% | – | |
| SREPRA | Sell | SEMPRA ENERGY6% pfd conv a | $14,344,000 | +4.9% | 121,349 | -1.1% | 1.04% | +2.8% |
| Sell | ADVANCED MICRO DEVICES INCnote 2.125% 9/0 | $14,286,000 | -20.5% | 3,834,000 | -17.4% | 1.04% | -22.1% | |
| New | FTI CONSULTING INCnote 2.000% 8/1 | $13,982,000 | – | 11,488,000 | – | 1.02% | – | |
| Buy | BLACKSTONE MTG TR INCnote 4.375% 5/0 | $13,945,000 | +1.3% | 13,393,000 | +1.4% | 1.02% | -0.7% | |
| CCIPRA | Buy | CROWN CASTLE INTL CORP NEW6.875% con pfd a | $13,819,000 | +6.9% | 10,948 | +1.5% | 1.01% | +4.8% |
| SOLN | New | SOUTHERN COunit 08/01/2022 | $13,017,000 | – | 243,255 | – | 0.95% | – |
| Buy | SERVICENOW INCnote 6/0 | $12,745,000 | -5.4% | 6,659,000 | +1.7% | 0.93% | -7.2% | |
| Sell | MERITOR INCnote 3.250%10/1 | $12,069,000 | -10.9% | 12,333,000 | -5.1% | 0.88% | -12.6% | |
| FTVPRA | Buy | FORTIVE CORP5% pfd cnv ser a | $11,714,000 | +12.9% | 12,985 | +28.5% | 0.85% | +10.6% |
| Buy | TWO HBRS INVT CORPnote 6.250% 1/1 | $11,529,000 | +5.7% | 11,275,000 | +4.0% | 0.84% | +3.6% | |
| Sell | COLONY STARWOOD HOMESnote 3.500% 1/1 | $10,737,000 | +4.0% | 8,084,000 | -4.5% | 0.78% | +2.0% | |
| New | CREE INCnote 0.875% 9/0 | $10,622,000 | – | 9,699,000 | – | 0.77% | – | |
| Buy | MEDICINES COnote 2.750% 7/1 | $10,586,000 | +93.0% | 8,785,000 | +59.7% | 0.77% | +89.4% | |
| Buy | OSI SYSTEMS INCnote 1.250% 9/0 | $10,028,000 | +138.4% | 8,965,000 | +152.5% | 0.73% | +134.0% | |
| Sell | EXACT SCIENCES CORPnote 0.375% 3/1 | $9,993,000 | -14.9% | 9,263,000 | -0.4% | 0.73% | -16.5% | |
| Buy | NRG ENERGY INCdbcv 2.750% 6/0 | $9,929,000 | +8.7% | 8,835,000 | +3.3% | 0.72% | +6.6% | |
| Buy | KAMAN CORPnote 3.250% 5/0 | $9,879,000 | +30.3% | 8,659,000 | +33.2% | 0.72% | +27.7% | |
| Sell | HORIZON PHARMA INVT LTDnote 2.500% 3/1 | $9,503,000 | -2.4% | 8,164,000 | -7.2% | 0.69% | -4.3% | |
| DCUE | Buy | DOMINION ENERGY INCunit 99/99/9999 | $9,463,000 | +814.3% | 89,490 | +794.9% | 0.69% | +794.8% |
| NEEPRO | New | NEXTERA ENERGY INCunit 09/01/2022s | $9,339,000 | – | 186,260 | – | 0.68% | – |
| New | WESTERN DIGITAL CORPnote 1.500% 2/0 | $9,240,000 | – | 9,594,000 | – | 0.67% | – | |
| Sell | ENVESTNET INCnote 1.750% 6/0 | $9,107,000 | -11.0% | 8,453,000 | -1.7% | 0.66% | -12.8% | |
| Sell | NEUROCRINE BIOSCIENCES INCnote 2.250% 5/1 | $9,011,000 | -4.6% | 6,582,000 | -8.6% | 0.66% | -6.6% | |
| Sell | ISIS PHARMACEUTICALS INC DELnote 1.000%11/1 | $8,977,000 | -43.5% | 7,872,000 | -41.4% | 0.65% | -44.6% | |
| Sell | ON SEMICONDUCTOR CORPnote 1.000%12/0 | $8,934,000 | -5.2% | 7,617,000 | -0.7% | 0.65% | -7.1% | |
| AVTRPRA | Buy | AVANTOR INC6.25 pfd cnv sr | $8,905,000 | +31.6% | 166,785 | +62.3% | 0.65% | +28.8% |
| New | PERFICIENT INCnote 2.375% 9/1 | $8,832,000 | – | 7,402,000 | – | 0.64% | – | |
| New | VISHAY INTERTECHNOLOGY INCnote 2.250% 6/1 | $8,672,000 | – | 9,277,000 | – | 0.63% | – | |
| Buy | RADIUS HEALTH INCnote 3.000% 9/0 | $8,469,000 | +135.4% | 9,294,000 | +133.8% | 0.62% | +131.1% | |
| Buy | II VI INCnote 0.250% 9/0 | $8,122,000 | -0.9% | 7,869,000 | +1.1% | 0.59% | -3.0% | |
| Sell | VIAVI SOLUTIONS INCnote 1.000% 3/0 | $8,047,000 | +2.4% | 6,556,000 | -2.1% | 0.59% | +0.3% | |
| CNPPRB | Buy | CENTERPOINT ENERGY INCdep rp pfd cv b | $8,020,000 | +5.4% | 153,460 | +1.3% | 0.58% | +3.4% |
| Buy | AIR TRANSPORT SERVICES GRP Inote 1.125%10/1 | $7,875,000 | -7.6% | 8,452,000 | +1.0% | 0.57% | -9.5% | |
| Buy | LIBERTY MEDIA CORP DELAWAREnote 1.375%10/1 | $7,671,000 | +11.9% | 6,422,000 | +5.2% | 0.56% | +9.8% | |
| Sell | RINGCENTRAL INCnote 3/1 | $7,318,000 | -18.0% | 4,539,000 | -23.6% | 0.53% | -19.6% | |
| LMBS | Sell | FIRST TR EXCHANGE TRADED FDfst low oppt eft | $7,265,000 | +0.5% | 139,741 | -0.1% | 0.53% | -1.5% |
| CHNGU | Buy | CHANGE HEALTHCARE INCunit 99/99/9999 | $7,099,000 | +22.9% | 148,790 | +44.9% | 0.52% | +20.5% |
| SWP | Buy | STANLEY BLACK & DECKER INCunit 05/15/2020 | $6,995,000 | +27.0% | 69,614 | +28.7% | 0.51% | +24.4% |
| Sell | LIVE NATION ENTERTAINMENT INnote 2.500% 3/1 | $6,977,000 | -2.4% | 5,951,000 | -1.4% | 0.51% | -4.3% | |
| Sell | BIOMARIN PHARMACEUTICAL INCnote 0.599% 8/0 | $6,915,000 | -6.6% | 7,035,000 | -1.4% | 0.50% | -8.5% | |
| Buy | SILICON LABORATORIES INCnote 1.375% 3/0 | $6,834,000 | +5.7% | 5,254,000 | +1.0% | 0.50% | +3.8% | |
| Sell | HERBALIFE LTDnote 2.625% 3/1 | $6,749,000 | -47.4% | 7,235,000 | -45.3% | 0.49% | -48.5% | |
| Sell | GUIDEWIRE SOFTWARE INCnote 1.250% 3/1 | $6,748,000 | -1.7% | 5,893,000 | -3.7% | 0.49% | -3.7% | |
| Buy | ARES CAP CORPnote 3.750% 2/0 | $6,637,000 | +25.7% | 6,422,000 | +22.5% | 0.48% | +23.2% | |
| Buy | NUVASIVE INCnote 2.250% 3/1 | $6,624,000 | +9.4% | 5,608,000 | +5.1% | 0.48% | +7.1% | |
| AEPPL | Buy | AMERICAN ELEC PWR CO INCunit 03/15/2022 | $6,509,000 | +15.3% | 118,180 | +11.7% | 0.47% | +13.1% |
| Sell | CAESARS ENTMT CORPnote 5.000%10/0 | $6,515,000 | -37.0% | 3,836,000 | -36.5% | 0.47% | -38.3% | |
| Sell | LIBERTY MEDIA CORPdeb 3.500% 1/1 | $6,389,000 | -11.0% | 7,000,000 | -13.6% | 0.46% | -12.8% | |
| Sell | INSULET CORPnote 1.375%11/1 | $6,322,000 | -54.8% | 3,441,000 | -65.1% | 0.46% | -55.7% | |
| Buy | TERADYNE INCnote 1.250%12/1 | $6,233,000 | +38.7% | 3,278,000 | +18.4% | 0.45% | +35.9% | |
| Sell | INPHI CORPnote 0.750% 9/0 | $6,142,000 | +10.9% | 4,949,000 | -0.9% | 0.45% | +8.5% | |
| Sell | HERCULES CAPITAL INCdbcv 4.375% 2/0 | $6,041,000 | +0.1% | 5,901,000 | -2.2% | 0.44% | -1.8% | |
| Buy | TESLA INCnote 2.375% 3/1 | $5,997,000 | +3.1% | 5,913,000 | +0.2% | 0.44% | +1.2% | |
| Sell | CLEVELAND CLIFFS INCdbcv 1.500% 1/1 | $5,956,000 | -31.2% | 5,495,000 | -8.3% | 0.43% | -32.5% | |
| New | WIX COM LTDnote 7/0 | $5,936,000 | – | 5,359,000 | – | 0.43% | – | |
| Sell | INSMED INCnote 1.750% 1/1 | $5,776,000 | -19.5% | 6,929,000 | -6.2% | 0.42% | -21.0% | |
| Sell | ATLAS AIR WORLDWIDE HLDGS INnote 2.250% 6/0 | $5,708,000 | -20.3% | 6,455,000 | -10.9% | 0.42% | -21.8% | |
| Sell | ZENDESK INCnote 0.250% 3/1 | $5,641,000 | -35.9% | 4,272,000 | -25.7% | 0.41% | -37.1% | |
| WTRU | Sell | AQUA AMERICA INCunit 04/30/2022 | $5,629,000 | -4.6% | 92,880 | -10.0% | 0.41% | -6.4% |
| Sell | TWILIO INCnote 0.250% 6/0 | $5,612,000 | -44.0% | 3,363,000 | -32.7% | 0.41% | -45.0% | |
| Buy | TESLA INCnote 2.000% 5/1 | $5,579,000 | +6.4% | 5,493,000 | +2.5% | 0.41% | +4.4% | |
| Sell | INTERCEPT PHARMACEUTICALS INnote 2.000% 5/1 | $5,403,000 | -11.3% | 6,012,000 | -2.3% | 0.39% | -13.1% | |
| New | REPLIGEN CORPnote 0.375% 7/1 | $5,322,000 | – | 5,382,000 | – | 0.39% | – | |
| NYCBPRU | Sell | NEW YORK CMNTY CAP TR Vunit 11/01/2051 | $5,250,000 | -8.4% | 105,000 | -12.5% | 0.38% | -10.3% |
| New | LIBERTY MEDIA CORP DELAWAREnote 1.000% 1/3 | $5,237,000 | – | 4,182,000 | – | 0.38% | – | |
| Sell | WAYFAIR INCnote 0.375% 9/0 | $5,153,000 | -33.9% | 4,170,000 | -19.0% | 0.38% | -35.2% | |
| Sell | TELADOC HEALTH INCnote 1.375% 5/1 | $5,109,000 | -1.7% | 3,453,000 | -1.6% | 0.37% | -3.6% | |
| Buy | SAREPTA THERAPEUTICS INCdbcv 1.500%11/1 | $5,034,000 | -39.8% | 3,810,000 | +1.5% | 0.37% | -40.9% | |
| Buy | AMERICAN RLTY CAP PPTYS INCnote 3.750%12/1 | $5,033,000 | +8.2% | 4,972,000 | +7.6% | 0.37% | +6.1% | |
| Sell | JAZZ INVESTMENTS I LTDnote 1.875% 8/1 | $5,016,000 | -53.1% | 5,012,000 | -52.3% | 0.36% | -54.1% | |
| New | SPLUNK INCnote 1.125% 9/1 | $4,963,000 | – | 4,540,000 | – | 0.36% | – | |
| Sell | LUMENTUM HLDGS INCnote 0.250% 3/1 | $4,948,000 | -5.5% | 4,274,000 | -4.1% | 0.36% | -7.5% | |
| New | RHnote 6/1 | $4,857,000 | – | 4,488,000 | – | 0.35% | – | |
| Sell | HOPE BANCORP INCnote 2.000% 5/1 | $4,849,000 | -6.0% | 5,250,000 | -7.1% | 0.35% | -7.8% | |
| Buy | SUNPOWER CORPdbcv 4.000% 1/1 | $4,817,000 | +3.5% | 5,325,000 | +1.4% | 0.35% | +1.4% | |
| Sell | MICRON TECHNOLOGY INCnote 2.125% 2/1 | $4,612,000 | +9.3% | 1,180,000 | -1.3% | 0.34% | +7.3% | |
| New | MERCADOLIBRE INCnote 2.000% 8/1 | $4,404,000 | – | 3,000,000 | – | 0.32% | – | |
| QTSPRB | Buy | QTS RLTY TR INC6.50% con pfd b | $4,373,000 | +21.5% | 36,000 | +10.8% | 0.32% | +19.1% |
| Sell | AEROJET ROCKETDYNE HLDGS INCnote 2.250%12/1 | $4,300,000 | -35.9% | 2,157,000 | -42.5% | 0.31% | -37.1% | |
| Sell | LIGAND PHARMACEUTICALS INCnote 0.750% 5/1 | $4,291,000 | -11.3% | 5,150,000 | -8.0% | 0.31% | -13.1% | |
| IFFT | Sell | INTERNATIONAL FLAVORS&FRAGRAunit 09/15/2021 | $4,286,000 | -51.5% | 91,575 | -44.5% | 0.31% | -52.4% |
| Sell | EXACT SCIENCES CORPnote 1.000% 1/1 | $4,256,000 | -32.3% | 3,016,000 | -17.2% | 0.31% | -33.6% | |
| Sell | PDC ENERGY INCnote 1.125% 9/1 | $4,244,000 | -1.6% | 4,605,000 | -0.0% | 0.31% | -3.4% | |
| Sell | PROSPECT CAPITAL CORPORATIONnote 6.375% 3/0 | $4,230,000 | -12.8% | 4,000,000 | -15.8% | 0.31% | -14.4% | |
| FTCS | New | FIRST TR EXCHANGE TRADED FDcap strength etf | $4,181,000 | – | 73,637 | – | 0.30% | – |
| New | MOMO INCnote 1.250% 7/0 | $4,141,000 | – | 4,600,000 | – | 0.30% | – | |
| Sell | OIL STS INTL INCnote 1.500% 2/1 | $4,127,000 | -7.4% | 4,898,000 | -2.3% | 0.30% | -9.4% | |
| Sell | SEACOR HOLDINGS INCnote 3.250% 5/1 | $4,060,000 | -11.4% | 4,349,000 | -10.3% | 0.30% | -12.9% | |
| Sell | WRIGHT MED GROUP N Vnote 2.250%11/1 | $4,034,000 | -27.0% | 3,457,000 | -7.4% | 0.29% | -28.5% | |
| Sell | PENNYMAC CORPnote 5.375% 5/0 | $4,025,000 | -16.9% | 4,000,000 | -16.7% | 0.29% | -18.6% | |
| Sell | CHEGG INCnote 0.250% 5/1 | $4,027,000 | -28.0% | 3,149,000 | -13.7% | 0.29% | -29.4% | |
| CFXA | Sell | COLFAX CORPunit 01/15/2022t | $3,909,000 | -9.8% | 30,000 | -12.4% | 0.28% | -11.5% |
| Sell | FIRST MAJESTIC SILVER CORPnote 1.875% 3/0 | $3,739,000 | -5.0% | 3,175,000 | -13.6% | 0.27% | -6.8% | |
| Sell | WORLD WRESTLING ENTMT INCnote 3.375%12/1 | $3,566,000 | -16.8% | 1,209,000 | -15.7% | 0.26% | -18.5% | |
| Sell | J2 GLOBAL INCnote 3.250% 6/1 | $3,545,000 | -15.2% | 2,500,000 | -16.7% | 0.26% | -17.0% | |
| Sell | HUBSPOT INCnote 0.250% 6/0 | $3,518,000 | -12.4% | 2,103,000 | -2.5% | 0.26% | -14.1% | |
| Sell | TRANSOCEAN INCdeb 0.500% 1/3 | $3,315,000 | -20.8% | 4,052,000 | -4.2% | 0.24% | -22.5% | |
| New | MONGODB INCnote 0.750% 6/1 | $3,248,000 | – | 1,729,000 | – | 0.24% | – | |
| Buy | ARES CAP CORPnote 4.625% 3/0 | $3,200,000 | +38.5% | 3,043,000 | +35.2% | 0.23% | +35.5% | |
| Sell | SYNAPTICS INCnote 0.500% 6/1 | $3,167,000 | -5.4% | 3,400,000 | -9.3% | 0.23% | -7.2% | |
| Sell | NEW MTN FIN CORPnote 5.750% 8/1 | $3,139,000 | -13.5% | 3,000,000 | -14.8% | 0.23% | -14.9% | |
| Buy | ON SEMICONDUCTOR CORPnote 1.625%10/1 | $3,090,000 | +5.7% | 2,570,000 | +7.1% | 0.22% | +3.7% | |
| Sell | PRA GROUP INCnote 3.500% 6/0 | $3,024,000 | -0.2% | 3,000,000 | -7.7% | 0.22% | -2.2% | |
| Sell | HELIX ENERGY SOLUTIONS GRP Inote 4.125% 9/1 | $3,022,000 | -15.5% | 2,592,000 | -11.9% | 0.22% | -17.3% | |
| Sell | IRONWOOD PHARMACEUTICALS INCdbcv 2.250% 6/1 | $2,991,000 | -46.0% | 3,000,000 | -42.3% | 0.22% | -47.1% | |
| Sell | REDWOOD TR INCnote 4.750% 8/1 | $2,982,000 | -18.5% | 3,000,000 | -20.0% | 0.22% | -20.2% | |
| Sell | ATLAS AIR WORLDWIDE HLDGS INnote 1.875% 6/0 | $2,898,000 | -49.6% | 3,500,000 | -37.5% | 0.21% | -50.6% | |
| TBF | Buy | PROSHARES TRshrt 20+yr tre | $2,837,000 | +15.9% | 151,150 | +26.0% | 0.21% | +13.7% |
| Sell | THERAVANCE INCnote 2.125% 1/1 | $2,816,000 | -46.3% | 3,000,000 | -40.0% | 0.20% | -47.4% | |
| New | NEW YORK MTG TR INCnote 6.250% 1/1 | $2,791,000 | – | 2,750,000 | – | 0.20% | – | |
| Sell | FIREEYE INCnote 0.875% 6/0 | $2,780,000 | -14.8% | 2,966,000 | -11.4% | 0.20% | -16.5% | |
| New | RAPID7 INCnote 1.250% 8/0 | $2,593,000 | – | 2,000,000 | – | 0.19% | – | |
| Sell | PORTFOLIO RECOVERY ASSOCS INnote 3.000% 8/0 | $2,477,000 | -13.8% | 2,500,000 | -13.8% | 0.18% | -15.5% | |
| MSFT | Sell | MICROSOFT CORP | $2,387,000 | +3.7% | 17,168 | -0.1% | 0.17% | +1.8% |
| Sell | ISTAR INCnote 3.125% 9/1 | $2,382,000 | -10.7% | 2,250,000 | -13.5% | 0.17% | -12.6% | |
| Sell | NEW RELIC INCnote 0.500% 5/0 | $2,130,000 | -74.4% | 2,250,000 | -71.3% | 0.16% | -75.0% | |
| Buy | WESTERN ASSET MTG CAP CORPnote 6.750%10/0 | $2,122,000 | +1811.7% | 2,112,000 | +1785.7% | 0.15% | +1825.0% | |
| Sell | NEWPARK RES INCnote 4.000%12/0 | $2,101,000 | -4.2% | 1,900,000 | -5.0% | 0.15% | -6.1% | |
| Sell | WEIBO CORPnote 1.250%11/1 | $2,100,000 | -23.3% | 2,250,000 | -22.4% | 0.15% | -24.6% | |
| SJIU | Sell | SOUTH JERSEY INDS INCunit 99/99/9999 | $2,081,000 | -24.6% | 40,000 | -23.1% | 0.15% | -25.9% |
| Sell | THERAVANCE BIOPHARMA INCnote 3.250%11/0 | $2,076,000 | -12.6% | 2,250,000 | -18.2% | 0.15% | -14.2% | |
| Sell | REALPAGE INCnote 1.500%11/1 | $2,052,000 | -21.7% | 1,300,000 | -25.7% | 0.15% | -23.6% | |
| XLU | Sell | SELECT SECTOR SPDR TRsbi int-utils | $2,001,000 | +8.4% | 30,906 | -0.1% | 0.15% | +6.6% |
| Sell | BLACKROCK TCP CAPITAL CORPnote 5.250%12/1 | $2,011,000 | -19.8% | 2,000,000 | -19.7% | 0.15% | -21.5% | |
| Sell | FORESTAR GROUP INCnote 3.750% 3/0 | $2,000,000 | -10.6% | 2,000,000 | -11.1% | 0.15% | -12.0% | |
| AAPL | Sell | APPLE INC | $1,981,000 | +13.0% | 8,845 | -0.1% | 0.14% | +10.8% |
| Buy | FIVE9 INCnote 0.125% 5/0 | $1,930,000 | +37.7% | 1,341,000 | +32.6% | 0.14% | +35.6% | |
| Sell | OKTA INCnote 0.250% 2/1 | $1,906,000 | -64.0% | 907,000 | -55.6% | 0.14% | -64.6% | |
| Buy | NICE SYS INCnote 1.250% 1/1 | $1,891,000 | +18.0% | 1,060,000 | +12.5% | 0.14% | +16.0% | |
| Sell | FIREEYE INCnote 1.625% 6/0 | $1,891,000 | -19.5% | 2,000,000 | -20.0% | 0.14% | -21.1% | |
| Sell | RETROPHIN INCnote 2.500% 9/1 | $1,851,000 | -24.9% | 2,500,000 | -9.1% | 0.14% | -26.2% | |
| Buy | CSG SYS INTL INCnote 4.250% 3/1 | $1,749,000 | +5.2% | 1,547,000 | +2.9% | 0.13% | +3.3% | |
| IYR | Sell | ISHARES TRu.s. real es etf | $1,521,000 | +7.1% | 16,258 | -0.1% | 0.11% | +5.7% |
| TBT | Buy | PROSHARES TR | $1,411,000 | +50.1% | 57,950 | +78.3% | 0.10% | +47.1% |
| JPM | Sell | JPMORGAN CHASE & CO | $1,334,000 | +5.2% | 11,336 | -0.1% | 0.10% | +3.2% |
| Sell | BIOMARIN PHARMACEUTICAL INCnote 1.500%10/1 | $1,071,000 | -8.3% | 1,040,000 | -0.1% | 0.08% | -10.3% | |
| FB | Sell | FACEBOOK INCcl a | $1,031,000 | -7.8% | 5,791 | -0.1% | 0.08% | -9.6% |
| Sell | DANAHER CORPORATIONdbcv 1/2 | $953,000 | -27.2% | 173,000 | -27.9% | 0.07% | -28.9% | |
| PG | Sell | PROCTER & GAMBLE CO | $890,000 | +13.2% | 7,159 | -0.1% | 0.06% | +12.1% |
| HD | Sell | HOME DEPOT INC | $882,000 | +11.6% | 3,800 | -0.1% | 0.06% | +8.5% |
| JNJ | Sell | JOHNSON & JOHNSON | $823,000 | -7.1% | 6,359 | -0.1% | 0.06% | -9.1% |
| BRKB | Sell | BERKSHIRE HATHAWAY INC DELcl b new | $805,000 | -2.7% | 3,869 | -0.1% | 0.06% | -3.3% |
| Sell | CTRIP COM INTL LTDnote 1.990% 7/0 | $790,000 | -60.1% | 782,000 | -57.2% | 0.06% | -60.5% | |
| Sell | NUANCE COMMUNICATIONS INCnote 1.250% 4/0 | $775,000 | -3.7% | 785,000 | -4.8% | 0.06% | -6.7% | |
| MA | Sell | MASTERCARD INCcl a | $767,000 | +2.7% | 2,825 | -0.1% | 0.06% | +1.8% |
| UNH | Sell | UNITEDHEALTH GROUP INC | $760,000 | -11.1% | 3,497 | -0.1% | 0.06% | -14.1% |
| BAC | Sell | BANK AMER CORP | $727,000 | +0.6% | 24,907 | -0.1% | 0.05% | -1.9% |
| PFE | Sell | PFIZER INC | $713,000 | -16.9% | 19,840 | -0.1% | 0.05% | -18.8% |
| VZ | Sell | VERIZON COMMUNICATIONS INC | $717,000 | +5.3% | 11,873 | -0.1% | 0.05% | +2.0% |
| V | Sell | VISA INC | $668,000 | -2.8% | 3,882 | -1.8% | 0.05% | -3.9% |
| Sell | ALLEGHENY TECHNOLOGIES INCnote 4.750% 7/0 | $676,000 | -16.4% | 432,000 | -0.5% | 0.05% | -18.3% | |
| T | Sell | AT&T INC | $626,000 | +13.2% | 16,550 | -0.1% | 0.05% | +12.2% |
| CSCO | Sell | CISCO SYS INC | $589,000 | -9.9% | 11,923 | -0.1% | 0.04% | -12.2% |
| Sell | REDFIN CORPnote 1.750% 7/1 | $590,000 | -7.8% | 643,000 | -6.8% | 0.04% | -10.4% | |
| DIS | Sell | DISNEY WALT CO | $582,000 | -6.7% | 4,469 | -0.1% | 0.04% | -8.7% |
| KO | Sell | COCA COLA CO | $575,000 | +6.7% | 10,566 | -0.1% | 0.04% | +5.0% |
| FLOT | Sell | ISHARES TRfltg rate nt etf | $557,000 | -79.2% | 10,934 | -79.2% | 0.04% | -79.4% |
| C | Sell | CITIGROUP INC | $564,000 | -1.4% | 8,160 | -0.1% | 0.04% | -2.4% |
| Sell | DEXCOM INCnote 0.750% 5/1 | $557,000 | -4.1% | 351,000 | -3.8% | 0.04% | -4.7% | |
| CMCSA | Sell | COMCAST CORP NEWcl a | $514,000 | +6.9% | 11,398 | -0.1% | 0.04% | +2.8% |
| INTC | Sell | INTEL CORP | $505,000 | +7.2% | 9,803 | -0.1% | 0.04% | +5.7% |
| MCD | Sell | MCDONALDS CORP | $490,000 | +3.6% | 2,281 | -0.0% | 0.04% | +2.9% |
| MRK | Sell | MERCK & CO INC | $492,000 | +0.4% | 5,839 | -0.2% | 0.04% | 0.0% |
| PEP | Sell | PEPSICO INC | $493,000 | +4.9% | 3,593 | -0.1% | 0.04% | +2.9% |
| WFC | Buy | WELLS FARGO CO NEW | $479,000 | +27.4% | 9,488 | +19.8% | 0.04% | +25.0% |
| New | NATIONAL HEALTH INVS INCnote 3.250% 4/0 | $483,000 | – | 400,000 | – | 0.04% | – | |
| UNP | Sell | UNION PACIFIC CORP | $473,000 | -4.4% | 2,919 | -0.1% | 0.03% | -8.1% |
| XOM | Sell | EXXON MOBIL CORP | $449,000 | -8.2% | 6,363 | -0.1% | 0.03% | -8.3% |
| ABT | Sell | ABBOTT LABS | $449,000 | -1.1% | 5,365 | -0.4% | 0.03% | -2.9% |
| ICE | Sell | INTERCONTINENTAL EXCHANGE IN | $423,000 | +6.5% | 4,581 | -0.4% | 0.03% | +6.9% |
| RTN | Sell | RAYTHEON CO | $416,000 | +12.4% | 2,122 | -0.1% | 0.03% | +11.1% |
| TXN | Sell | TEXAS INSTRS INC | $414,000 | +13.1% | 3,201 | -0.1% | 0.03% | +11.1% |
| CVX | Sell | CHEVRON CORP NEW | $409,000 | -5.1% | 3,451 | -0.5% | 0.03% | -6.2% |
| AMGN | Sell | AMGEN INC | $414,000 | +4.3% | 2,141 | -0.0% | 0.03% | +3.4% |
| PYPL | Sell | PAYPAL HLDGS INC | $383,000 | -9.2% | 3,696 | -0.1% | 0.03% | -9.7% |
| Sell | SQUARE INCnote 0.375% 3/0 | $384,000 | -36.7% | 141,000 | -26.9% | 0.03% | -37.8% | |
| MDT | Sell | MEDTRONIC PLC | $370,000 | +11.1% | 3,405 | -0.1% | 0.03% | +8.0% |
| CRM | Sell | SALESFORCE COM INC | $358,000 | -1.9% | 2,409 | -0.1% | 0.03% | -3.7% |
| IYM | Sell | ISHARES TRu.s. bas mtl etf | $361,000 | -37.8% | 3,913 | -35.9% | 0.03% | -39.5% |
| TJX | Sell | TJX COS INC NEW | $338,000 | +5.3% | 6,067 | -0.0% | 0.02% | +4.2% |
| Sell | RESTORATION HARDWARE HLDGS Idbcv 7/1 | $326,000 | -31.1% | 219,000 | -46.7% | 0.02% | -31.4% | |
| DAL | Sell | DELTA AIR LINES INC DEL | $325,000 | +1.6% | 5,640 | -0.1% | 0.02% | 0.0% |
| DHR | Sell | DANAHER CORPORATION | $332,000 | +0.9% | 2,299 | -0.0% | 0.02% | 0.0% |
| DHI | Sell | D R HORTON INC | $318,000 | +21.8% | 6,028 | -0.1% | 0.02% | +21.1% |
| ORCL | Sell | ORACLE CORP | $313,000 | -3.4% | 5,689 | -0.1% | 0.02% | -4.2% |
| WMT | Sell | WALMART INC | $308,000 | +7.3% | 2,599 | -0.1% | 0.02% | +4.8% |
| IBM | New | INTERNATIONAL BUSINESS MACHS | $309,000 | – | 2,123 | – | 0.02% | – |
| PXD | Sell | PIONEER NAT RES CO | $257,000 | -18.4% | 2,040 | -0.0% | 0.02% | -17.4% |
| ADBE | Sell | ADOBE INC | $261,000 | -41.2% | 944 | -37.6% | 0.02% | -42.4% |
| ABBV | Sell | ABBVIE INC | $257,000 | +4.9% | 3,390 | -0.1% | 0.02% | +5.6% |
| NKE | New | NIKE INCcl b | $267,000 | – | 2,842 | – | 0.02% | – |
| UTX | Sell | UNITED TECHNOLOGIES CORP | $258,000 | +4.9% | 1,887 | -0.1% | 0.02% | +5.6% |
| Sell | SEACOR HOLDINGS INCnote 3.000%11/1 | $251,000 | -36.9% | 255,000 | -37.0% | 0.02% | -40.0% | |
| NOC | New | NORTHROP GRUMMAN CORP | $219,000 | – | 583 | – | 0.02% | – |
| APH | Sell | AMPHENOL CORP NEWcl a | $220,000 | -0.5% | 2,283 | -0.0% | 0.02% | 0.0% |
| CB | New | CHUBB LIMITED | $213,000 | – | 1,320 | – | 0.02% | – |
| New | COUPA SOFTWARE INCnote 0.375% 1/1 | $219,000 | – | 75,000 | – | 0.02% | – | |
| ARCC | Sell | ARES CAP CORP | $214,000 | +2.4% | 11,491 | -0.1% | 0.02% | 0.0% |
| ETN | Sell | EATON CORP PLC | $206,000 | 0.0% | 2,479 | -0.0% | 0.02% | 0.0% |
| PSX | New | PHILLIPS 66 | $212,000 | – | 2,074 | – | 0.02% | – |
| USB | New | US BANCORP DEL | $203,000 | – | 3,677 | – | 0.02% | – |
| ATUS | New | ALTICE USA INCcl a | $202,000 | – | 7,036 | – | 0.02% | – |
| GILD | Sell | GILEAD SCIENCES INC | $206,000 | -5.9% | 3,243 | -0.1% | 0.02% | -6.2% |
| STI | New | SUNTRUST BKS INC | $211,000 | – | 3,073 | – | 0.02% | – |
| Sell | ZILLOW GROUP INCnote 2.000%12/0 | $149,000 | -98.2% | 150,000 | -98.0% | 0.01% | -98.3% | |
| GE | Sell | GENERAL ELECTRIC CO | $107,000 | -16.4% | 11,963 | -0.1% | 0.01% | -20.0% |
| Sell | MEDICINES COnote 2.500% 1/1 | $94,000 | -98.7% | 62,000 | -98.9% | 0.01% | -98.7% | |
| Sell | TESLA INCnote 1.250% 3/0 | $87,000 | +1.2% | 89,000 | -1.1% | 0.01% | 0.0% | |
| Sell | MACQUARIE INFRASTRUCTURE CORnote 2.000%10/0 | $80,000 | -90.4% | 88,000 | -90.7% | 0.01% | -90.3% | |
| Sell | ETSY INCnote 3/0 | $32,000 | -99.1% | 19,000 | -99.1% | 0.00% | -99.3% | |
| Exit | ZILLOW GROUP INCnote 1.500% 7/0 | $0 | – | -87,000 | – | -0.01% | – | |
| Exit | CYPRESS SEMICONDUCTOR CORPnote 4.500% 1/1 | $0 | – | -47,000 | – | -0.01% | – | |
| Exit | TWITTER INCnote 0.250% 9/1 | $0 | – | -120,000 | – | -0.01% | – | |
| LH | Exit | LABORATORY CORP AMER HLDGS | $0 | – | -1,151 | – | -0.02% | – |
| ASML | Exit | ASML HOLDING N V | $0 | – | -1,021 | – | -0.02% | – |
| PH | Exit | PARKER HANNIFIN CORP | $0 | – | -1,320 | – | -0.02% | – |
| Exit | MACQUARIE INFRASTRUCTURE CORnote 2.875% 7/1 | $0 | – | -233,000 | – | -0.02% | – | |
| PKI | Exit | PERKINELMER INC | $0 | – | -2,291 | – | -0.02% | – |
| SRPT | Exit | SAREPTA THERAPEUTICS INC | $0 | – | -1,556 | – | -0.02% | – |
| NFLX | Exit | NETFLIX INC | $0 | – | -834 | – | -0.02% | – |
| Exit | CYPRESS SEMICONDUCTOR CORPnote 2.000% 2/0 | $0 | – | -410,000 | – | -0.04% | – | |
| EEMV | Exit | ISHARES INCmin vol emrg mkt | $0 | – | -10,922 | – | -0.05% | – |
| Exit | BLACKSTONE MTG TR INCnote 4.750% 3/1 | $0 | – | -2,000,000 | – | -0.16% | – | |
| VRTSP | Exit | VIRTUS INVT PARTNERS INCpfd cv ser d | $0 | – | -23,250 | – | -0.16% | – |
| Exit | HARMONIC INCnote 4.000%12/0 | $0 | – | -2,000,000 | – | -0.17% | – | |
| Exit | FLEXION THERAPEUTICS INCnote 3.375% 5/0 | $0 | – | -2,750,000 | – | -0.18% | – | |
| TLT | Exit | ISHARES TR20 yr tr bd etf | $0 | – | -18,416 | – | -0.18% | – |
| Exit | VEECO INSTRS INC DELnote 2.700% 1/1 | $0 | – | -2,850,000 | – | -0.19% | – | |
| Exit | ALDER BIOPHARMACEUTICALS INCnote 2.500% 2/0 | $0 | – | -2,750,000 | – | -0.19% | – | |
| Exit | HURON CONSULTING GROUP INCnote 1.250%10/0 | $0 | – | -3,500,000 | – | -0.26% | – | |
| Exit | OASIS PETE INC NEWnote 2.625% 9/1 | $0 | – | -4,139,000 | – | -0.28% | – | |
| DTV | Exit | DTE ENERGY COunit 99/99/9999 | $0 | – | -87,020 | – | -0.36% | – |
| Exit | MOLINA HEALTHCARE INCnote 1.125% 1/1 | $0 | – | -1,457,000 | – | -0.38% | – | |
| Exit | CHESAPEAKE ENERGY CORPnote 5.500% 9/1 | $0 | – | -6,507,000 | – | -0.39% | – | |
| Exit | WHITING PETE CORP NEWnote 1.250% 4/0 | $0 | – | -6,186,000 | – | -0.44% | – | |
| Exit | RED HAT INCnote 0.250%10/0 | $0 | – | -2,581,000 | – | -0.49% | – | |
| DCUD | Exit | DOMINION ENERGY INCunit 08/15/2019 | $0 | – | -141,200 | – | -0.52% | – |
| Exit | PACIRA BIOSCIENCESnote 2.375% 4/0 | $0 | – | -6,976,000 | – | -0.53% | – | |
| Exit | VERINT SYS INCnote 1.500% 6/0 | $0 | – | -7,869,000 | – | -0.63% | – | |
| Exit | PURE STORAGE INCnote 0.125% 4/1 | $0 | – | -9,517,000 | – | -0.68% | – | |
| NEEPRR | Exit | NEXTERA ENERGY INCunit 09/01/2019 | $0 | – | -164,990 | – | -0.80% | – |
Q2 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| IVV | New | ISHARES TRcore s&p500 etf | $59,502,000 | – | 201,875 | – | 4.42% | – |
| WFCPRL | New | WELLS FARGO CO NEWperp pfd cnv a | $33,485,000 | – | 24,541 | – | 2.49% | – |
| BACPRL | New | BANK AMER CORP7.25%cnv pfd l | $29,330,000 | – | 21,377 | – | 2.18% | – |
| New | MICROCHIP TECHNOLOGY INCnote 1.625% 2/1 | $26,839,000 | – | 22,780,000 | – | 1.99% | – | |
| New | PRICELINE GRP INCnote 0.900% 9/1 | $23,544,000 | – | 20,582,000 | – | 1.75% | – | |
| New | WORKDAY INCnote 0.250%10/0 | $22,862,000 | – | 15,269,000 | – | 1.70% | – | |
| New | PRICELINE GRP INCnote 0.350% 6/1 | $22,505,000 | – | 15,638,000 | – | 1.67% | – | |
| New | ANTHEM INCnote 2.750%10/1 | $19,548,000 | – | 5,009,000 | – | 1.45% | – | |
| BDXA | New | BECTON DICKINSON & CO | $18,860,000 | – | 304,622 | – | 1.40% | – |
| New | MICROCHIP TECHNOLOGY INCnote 1.625% 2/1 | $18,446,000 | – | 10,537,000 | – | 1.37% | – | |
| AGG | New | ISHARES TRcore us aggbd et | $18,154,000 | – | 163,030 | – | 1.35% | – |
| New | ADVANCED MICRO DEVICES INCnote 2.125% 9/0 | $17,972,000 | – | 4,641,000 | – | 1.34% | – | |
| New | NOVELLUS SYS INCnote 2.625% 5/1 | $17,511,000 | – | 3,017,000 | – | 1.30% | – | |
| New | SQUARE INCnote 0.500% 5/1 | $16,700,000 | – | 13,994,000 | – | 1.24% | – | |
| New | DISH NETWORK CORPnote 3.375% 8/1 | $16,358,000 | – | 16,825,000 | – | 1.22% | – | |
| New | ISIS PHARMACEUTICALS INC DELnote 1.000%11/1 | $15,893,000 | – | 13,441,000 | – | 1.18% | – | |
| New | CHENIERE ENERGY INCnote 4.250% 3/1 | $15,280,000 | – | 19,514,000 | – | 1.14% | – | |
| DHRPRA | New | DANAHER CORPORATION4.75 mnd cv pfd | $15,061,000 | – | 13,689 | – | 1.12% | – |
| New | ILLUMINA INCnote 0.500% 6/1 | $14,787,000 | – | 9,586,000 | – | 1.10% | – | |
| New | AKAMAI TECHNOLOGIES INCnote 0.125% 5/0 | $14,647,000 | – | 13,710,000 | – | 1.09% | – | |
| New | INSULET CORPnote 1.375%11/1 | $13,993,000 | – | 9,859,000 | – | 1.04% | – | |
| New | BLACKSTONE MTG TR INCnote 4.375% 5/0 | $13,765,000 | – | 13,210,000 | – | 1.02% | – | |
| SREPRA | New | SEMPRA ENERGY6% pfd conv a | $13,675,000 | – | 122,644 | – | 1.02% | – |
| New | MERITOR INCnote 3.250%10/1 | $13,542,000 | – | 12,994,000 | – | 1.01% | – | |
| New | SERVICENOW INCnote 6/0 | $13,469,000 | – | 6,548,000 | – | 1.00% | – | |
| CCIPRA | New | CROWN CASTLE INTL CORP NEW6.875% con pfd a | $12,930,000 | – | 10,783 | – | 0.96% | – |
| New | HERBALIFE LTDnote 2.625% 3/1 | $12,830,000 | – | 13,225,000 | – | 0.95% | – | |
| New | EXACT SCIENCES CORPnote 0.375% 3/1 | $11,740,000 | – | 9,304,000 | – | 0.87% | – | |
| New | TWO HBRS INVT CORPnote 6.250% 1/1 | $10,907,000 | – | 10,839,000 | – | 0.81% | – | |
| NEEPRR | New | NEXTERA ENERGY INCunit 09/01/2019 | $10,787,000 | – | 164,990 | – | 0.80% | – |
| New | JAZZ INVESTMENTS I LTDnote 1.875% 8/1 | $10,703,000 | – | 10,517,000 | – | 0.80% | – | |
| FTVPRA | New | FORTIVE CORP5% pfd cnv ser a | $10,374,000 | – | 10,108 | – | 0.77% | – |
| New | CAESARS ENTMT CORPnote 5.000%10/0 | $10,345,000 | – | 6,044,000 | – | 0.77% | – | |
| New | COLONY STARWOOD HOMESnote 3.500% 1/1 | $10,327,000 | – | 8,469,000 | – | 0.77% | – | |
| New | ENVESTNET INCnote 1.750% 6/0 | $10,237,000 | – | 8,603,000 | – | 0.76% | – | |
| New | TWILIO INCnote 0.250% 6/0 | $10,014,000 | – | 4,994,000 | – | 0.74% | – | |
| New | TWITTER INCnote 0.250% 6/1 | $9,869,000 | – | 10,134,000 | – | 0.73% | – | |
| New | HORIZON PHARMA INVT LTDnote 2.500% 3/1 | $9,740,000 | – | 8,793,000 | – | 0.72% | – | |
| New | NEUROCRINE BIOSCIENCES INCnote 2.250% 5/1 | $9,450,000 | – | 7,202,000 | – | 0.70% | – | |
| New | ON SEMICONDUCTOR CORPnote 1.000%12/0 | $9,420,000 | – | 7,670,000 | – | 0.70% | – | |
| New | NRG ENERGY INCdbcv 2.750% 6/0 | $9,133,000 | – | 8,550,000 | – | 0.68% | – | |
| New | PURE STORAGE INCnote 0.125% 4/1 | $9,112,000 | – | 9,517,000 | – | 0.68% | – | |
| New | RINGCENTRAL INCnote 3/1 | $8,925,000 | – | 5,940,000 | – | 0.66% | – | |
| IFFT | New | INTERNATIONAL FLAVORS&FRAGRAunit 09/15/2021 | $8,838,000 | – | 164,975 | – | 0.66% | – |
| New | ZENDESK INCnote 0.250% 3/1 | $8,797,000 | – | 5,749,000 | – | 0.65% | – | |
| New | CLEVELAND CLIFFS INCdbcv 1.500% 1/1 | $8,652,000 | – | 5,995,000 | – | 0.64% | – | |
| New | AIR TRANSPORT SERVICES GRP Inote 1.125%10/1 | $8,523,000 | – | 8,370,000 | – | 0.63% | – | |
| New | ZILLOW GROUP INCnote 2.000%12/0 | $8,480,000 | – | 7,494,000 | – | 0.63% | – | |
| New | VERINT SYS INCnote 1.500% 6/0 | $8,434,000 | – | 7,869,000 | – | 0.63% | – | |
| New | SAREPTA THERAPEUTICS INCdbcv 1.500%11/1 | $8,356,000 | – | 3,754,000 | – | 0.62% | – | |
| New | NEW RELIC INCnote 0.500% 5/0 | $8,330,000 | – | 7,829,000 | – | 0.62% | – | |
| New | II VI INCnote 0.250% 9/0 | $8,196,000 | – | 7,782,000 | – | 0.61% | – | |
| New | VIAVI SOLUTIONS INCnote 1.000% 3/0 | $7,857,000 | – | 6,695,000 | – | 0.58% | – | |
| New | WAYFAIR INCnote 0.375% 9/0 | $7,794,000 | – | 5,148,000 | – | 0.58% | – | |
| CNPPRB | New | CENTERPOINT ENERGY INCdep rp pfd cv b | $7,611,000 | – | 151,505 | – | 0.56% | – |
| New | KAMAN CORPnote 3.250% 5/0 | $7,579,000 | – | 6,500,000 | – | 0.56% | – | |
| New | BIOMARIN PHARMACEUTICAL INCnote 0.599% 8/0 | $7,407,000 | – | 7,135,000 | – | 0.55% | – | |
| LMBS | New | FIRST TR EXCHANGE TRADED FDfst low oppt eft | $7,227,000 | – | 139,867 | – | 0.54% | – |
| New | LIBERTY MEDIA CORPdeb 3.500% 1/1 | $7,179,000 | – | 8,100,000 | – | 0.53% | – | |
| New | INSMED INCnote 1.750% 1/1 | $7,175,000 | – | 7,386,000 | – | 0.53% | – | |
| New | ATLAS AIR WORLDWIDE HLDGS INnote 2.250% 6/0 | $7,158,000 | – | 7,241,000 | – | 0.53% | – | |
| New | LIVE NATION ENTERTAINMENT INnote 2.500% 3/1 | $7,145,000 | – | 6,036,000 | – | 0.53% | – | |
| New | PACIRA BIOSCIENCESnote 2.375% 4/0 | $7,144,000 | – | 6,976,000 | – | 0.53% | – | |
| DCUD | New | DOMINION ENERGY INCunit 08/15/2019 | $7,068,000 | – | 141,200 | – | 0.52% | – |
| New | MEDICINES COnote 2.500% 1/1 | $7,018,000 | – | 5,845,000 | – | 0.52% | – | |
| New | GUIDEWIRE SOFTWARE INCnote 1.250% 3/1 | $6,865,000 | – | 6,121,000 | – | 0.51% | – | |
| New | LIBERTY MEDIA CORP DELAWAREnote 1.375%10/1 | $6,853,000 | – | 6,107,000 | – | 0.51% | – | |
| AVTRPRA | New | AVANTOR INC6.25 pfd cnv sr | $6,769,000 | – | 102,785 | – | 0.50% | – |
| New | AEROJET ROCKETDYNE HLDGS INCnote 2.250%12/1 | $6,708,000 | – | 3,750,000 | – | 0.50% | – | |
| New | RED HAT INCnote 0.250%10/0 | $6,564,000 | – | 2,581,000 | – | 0.49% | – | |
| SHY | New | ISHARES TR1 3 yr treas bd | $6,546,000 | – | 77,221 | – | 0.49% | – |
| New | SILICON LABORATORIES INCnote 1.375% 3/0 | $6,463,000 | – | 5,201,000 | – | 0.48% | – | |
| New | EXACT SCIENCES CORPnote 1.000% 1/1 | $6,287,000 | – | 3,641,000 | – | 0.47% | – | |
| New | INTERCEPT PHARMACEUTICALS INnote 2.000% 5/1 | $6,089,000 | – | 6,154,000 | – | 0.45% | – | |
| New | NUVASIVE INCnote 2.250% 3/1 | $6,054,000 | – | 5,336,000 | – | 0.45% | – | |
| New | HERCULES CAPITAL INCdbcv 4.375% 2/0 | $6,037,000 | – | 6,036,000 | – | 0.45% | – | |
| New | WHITING PETE CORP NEWnote 1.250% 4/0 | $5,986,000 | – | 6,186,000 | – | 0.44% | – | |
| WTRU | New | AQUA AMERICA INCunit 04/30/2022 | $5,898,000 | – | 103,180 | – | 0.44% | – |
| New | TESLA INCnote 2.375% 3/1 | $5,819,000 | – | 5,903,000 | – | 0.43% | – | |
| CHNGU | New | CHANGE HEALTHCARE INCunit 99/99/9999 | $5,775,000 | – | 102,670 | – | 0.43% | – |
| New | ATLAS AIR WORLDWIDE HLDGS INnote 1.875% 6/0 | $5,749,000 | – | 5,600,000 | – | 0.43% | – | |
| NYCBPRU | New | NEW YORK CMNTY CAP TR Vunit 11/01/2051 | $5,732,000 | – | 120,000 | – | 0.43% | – |
| AEPPL | New | AMERICAN ELEC PWR CO INCunit 03/15/2022 | $5,644,000 | – | 105,840 | – | 0.42% | – |
| New | CHEGG INCnote 0.250% 5/1 | $5,590,000 | – | 3,649,000 | – | 0.42% | – | |
| New | INPHI CORPnote 0.750% 9/0 | $5,540,000 | – | 4,994,000 | – | 0.41% | – | |
| New | IRONWOOD PHARMACEUTICALS INCdbcv 2.250% 6/1 | $5,543,000 | – | 5,200,000 | – | 0.41% | – | |
| New | WRIGHT MED GROUP N Vnote 2.250%11/1 | $5,528,000 | – | 3,732,000 | – | 0.41% | – | |
| SWP | New | STANLEY BLACK & DECKER INCunit 05/15/2020 | $5,510,000 | – | 54,109 | – | 0.41% | – |
| New | MEDICINES COnote 2.750% 7/1 | $5,486,000 | – | 5,500,000 | – | 0.41% | – | |
| New | OKTA INCnote 0.250% 2/1 | $5,294,000 | – | 2,042,000 | – | 0.39% | – | |
| New | ARES CAP CORPnote 3.750% 2/0 | $5,282,000 | – | 5,242,000 | – | 0.39% | – | |
| New | THERAVANCE INCnote 2.125% 1/1 | $5,244,000 | – | 5,000,000 | – | 0.39% | – | |
| New | LUMENTUM HLDGS INCnote 0.250% 3/1 | $5,234,000 | – | 4,457,000 | – | 0.39% | – | |
| New | TESLA INCnote 2.000% 5/1 | $5,243,000 | – | 5,361,000 | – | 0.39% | – | |
| New | CHESAPEAKE ENERGY CORPnote 5.500% 9/1 | $5,194,000 | – | 6,507,000 | – | 0.39% | – | |
| New | TELADOC HEALTH INCnote 1.375% 5/1 | $5,197,000 | – | 3,508,000 | – | 0.39% | – | |
| New | HOPE BANCORP INCnote 2.000% 5/1 | $5,161,000 | – | 5,650,000 | – | 0.38% | – | |
| New | MOLINA HEALTHCARE INCnote 1.125% 1/1 | $5,064,000 | – | 1,457,000 | – | 0.38% | – | |
| DTV | New | DTE ENERGY COunit 99/99/9999 | $4,890,000 | – | 87,020 | – | 0.36% | – |
| New | PENNYMAC CORPnote 5.375% 5/0 | $4,844,000 | – | 4,800,000 | – | 0.36% | – | |
| New | PROSPECT CAPITAL CORPORATIONnote 6.375% 3/0 | $4,851,000 | – | 4,750,000 | – | 0.36% | – | |
| New | LIGAND PHARMACEUTICALS INCnote 0.750% 5/1 | $4,835,000 | – | 5,600,000 | – | 0.36% | – | |
| New | SUNPOWER CORPdbcv 4.000% 1/1 | $4,653,000 | – | 5,250,000 | – | 0.35% | – | |
| New | AMERICAN RLTY CAP PPTYS INCnote 3.750%12/1 | $4,650,000 | – | 4,622,000 | – | 0.34% | – | |
| New | SEACOR HOLDINGS INCnote 3.250% 5/1 | $4,581,000 | – | 4,849,000 | – | 0.34% | – | |
| New | TERADYNE INCnote 1.250%12/1 | $4,494,000 | – | 2,769,000 | – | 0.33% | – | |
| New | OIL STS INTL INCnote 1.500% 2/1 | $4,457,000 | – | 5,013,000 | – | 0.33% | – | |
| New | APOLLO COML REAL EST FIN INCnote 5.375%10/1 | $4,357,000 | – | 4,375,000 | – | 0.32% | – | |
| CFXA | New | COLFAX CORPunit 01/15/2022t | $4,335,000 | – | 34,250 | – | 0.32% | – |
| New | PDC ENERGY INCnote 1.125% 9/1 | $4,312,000 | – | 4,606,000 | – | 0.32% | – | |
| New | WORLD WRESTLING ENTMT INCnote 3.375%12/1 | $4,288,000 | – | 1,435,000 | – | 0.32% | – | |
| New | MICRON TECHNOLOGY INCnote 2.125% 2/1 | $4,219,000 | – | 1,196,000 | – | 0.31% | – | |
| New | OSI SYSTEMS INCnote 1.250% 9/0 | $4,207,000 | – | 3,550,000 | – | 0.31% | – | |
| New | J2 GLOBAL INCnote 3.250% 6/1 | $4,181,000 | – | 3,000,000 | – | 0.31% | – | |
| New | TRANSOCEAN INCdeb 0.500% 1/3 | $4,187,000 | – | 4,228,000 | – | 0.31% | – | |
| New | HUBSPOT INCnote 0.250% 6/0 | $4,018,000 | – | 2,156,000 | – | 0.30% | – | |
| New | FIRST MAJESTIC SILVER CORPnote 1.875% 3/0 | $3,935,000 | – | 3,675,000 | – | 0.29% | – | |
| New | KKR REAL ESTATE FIN TR INCnote 6.125% 5/1 | $3,799,000 | – | 3,675,000 | – | 0.28% | – | |
| New | OASIS PETE INC NEWnote 2.625% 9/1 | $3,786,000 | – | 4,139,000 | – | 0.28% | – | |
| New | ETSY INCnote 3/0 | $3,693,000 | – | 2,043,000 | – | 0.27% | – | |
| New | REDWOOD TR INCnote 4.750% 8/1 | $3,657,000 | – | 3,750,000 | – | 0.27% | – | |
| IYW | New | ISHARES TRu.s. tech etf | $3,647,000 | – | 18,423 | – | 0.27% | – |
| New | NEW MTN FIN CORPnote 5.750% 8/1 | $3,627,000 | – | 3,522,000 | – | 0.27% | – | |
| QTSPRB | New | QTS RLTY TR INC6.50% con pfd b | $3,600,000 | – | 32,500 | – | 0.27% | – |
| New | RADIUS HEALTH INCnote 3.000% 9/0 | $3,597,000 | – | 3,975,000 | – | 0.27% | – | |
| New | HELIX ENERGY SOLUTIONS GRP Inote 4.125% 9/1 | $3,577,000 | – | 2,942,000 | – | 0.27% | – | |
| New | HURON CONSULTING GROUP INCnote 1.250%10/0 | $3,467,000 | – | 3,500,000 | – | 0.26% | – | |
| ENRPRA | New | ENERGIZER HLDGS INC NEW7.5 mcnv pfd a | $3,456,000 | – | 40,000 | – | 0.26% | – |
| New | KNOWLES CORPnote 3.250%11/0 | $3,451,000 | – | 2,875,000 | – | 0.26% | – | |
| New | SYNAPTICS INCnote 0.500% 6/1 | $3,349,000 | – | 3,750,000 | – | 0.25% | – | |
| New | FIREEYE INCnote 0.875% 6/0 | $3,262,000 | – | 3,349,000 | – | 0.24% | – | |
| New | PRA GROUP INCnote 3.500% 6/0 | $3,030,000 | – | 3,250,000 | – | 0.22% | – | |
| New | SHIP FIN INTL LTDnote 4.875% 5/0 | $2,981,000 | – | 2,950,000 | – | 0.22% | – | |
| New | ON SEMICONDUCTOR CORPnote 1.625%10/1 | $2,924,000 | – | 2,400,000 | – | 0.22% | – | |
| New | CEMEX SAB DE CVnote 3.720% 3/1 | $2,890,000 | – | 2,900,000 | – | 0.22% | – | |
| New | PORTFOLIO RECOVERY ASSOCS INnote 3.000% 8/0 | $2,873,000 | – | 2,900,000 | – | 0.21% | – | |
| SJIU | New | SOUTH JERSEY INDS INCunit 99/99/9999 | $2,760,000 | – | 52,000 | – | 0.20% | – |
| New | WEIBO CORPnote 1.250%11/1 | $2,737,000 | – | 2,900,000 | – | 0.20% | – | |
| New | EZCORP INCnote 2.375% 5/0 | $2,707,000 | – | 3,000,000 | – | 0.20% | – | |
| FLOT | New | ISHARES TRfltg rate nt etf | $2,682,000 | – | 52,645 | – | 0.20% | – |
| New | ISTAR INCnote 3.125% 9/1 | $2,668,000 | – | 2,600,000 | – | 0.20% | – | |
| NBRPRA | New | NABORS INDUSTRIES LTD6% pfd cnv sr a | $2,639,000 | – | 115,000 | – | 0.20% | – |
| New | REALPAGE INCnote 1.500%11/1 | $2,622,000 | – | 1,750,000 | – | 0.20% | – | |
| New | ALDER BIOPHARMACEUTICALS INCnote 2.500% 2/0 | $2,555,000 | – | 2,750,000 | – | 0.19% | – | |
| New | VEECO INSTRS INC DELnote 2.700% 1/1 | $2,529,000 | – | 2,850,000 | – | 0.19% | – | |
| New | MFA FINL INCnote 6.250% 6/1 | $2,515,000 | – | 2,500,000 | – | 0.19% | – | |
| New | BLACKROCK TCP CAPITAL CORPnote 5.250%12/1 | $2,509,000 | – | 2,490,000 | – | 0.19% | – | |
| New | RETROPHIN INCnote 2.500% 9/1 | $2,464,000 | – | 2,750,000 | – | 0.18% | – | |
| TLT | New | ISHARES TR20 yr tr bd etf | $2,448,000 | – | 18,416 | – | 0.18% | – |
| TBF | New | PROSHARES TRshrt 20+yr tre | $2,447,000 | – | 120,000 | – | 0.18% | – |
| New | FLEXION THERAPEUTICS INCnote 3.375% 5/0 | $2,388,000 | – | 2,750,000 | – | 0.18% | – | |
| New | THERAVANCE BIOPHARMA INCnote 3.250%11/0 | $2,376,000 | – | 2,750,000 | – | 0.18% | – | |
| New | FIREEYE INCnote 1.625% 6/0 | $2,350,000 | – | 2,500,000 | – | 0.18% | – | |
| New | REDWOOD TR INCnote 5.625% 7/1 | $2,336,000 | – | 2,350,000 | – | 0.17% | – | |
| New | HARMONIC INCnote 4.000%12/0 | $2,330,000 | – | 2,000,000 | – | 0.17% | – | |
| New | ARES CAP CORPnote 4.625% 3/0 | $2,311,000 | – | 2,250,000 | – | 0.17% | – | |
| MSFT | New | MICROSOFT CORP | $2,301,000 | – | 17,179 | – | 0.17% | – |
| New | TEAM INCnote 5.000% 8/0 | $2,288,000 | – | 2,250,000 | – | 0.17% | – | |
| New | FORESTAR GROUP INCnote 3.750% 3/0 | $2,236,000 | – | 2,250,000 | – | 0.17% | – | |
| VRTSP | New | VIRTUS INVT PARTNERS INCpfd cv ser d | $2,197,000 | – | 23,250 | – | 0.16% | – |
| New | NEWPARK RES INCnote 4.000%12/0 | $2,194,000 | – | 2,000,000 | – | 0.16% | – | |
| New | BLACKSTONE MTG TR INCnote 4.750% 3/1 | $2,082,000 | – | 2,000,000 | – | 0.16% | – | |
| New | ENCORE CAP GROUP INCnote 2.875% 3/1 | $2,028,000 | – | 2,143,000 | – | 0.15% | – | |
| New | CTRIP COM INTL LTDnote 1.990% 7/0 | $1,982,000 | – | 1,829,000 | – | 0.15% | – | |
| New | ENCORE CAP EUROPE FIN LTDnote 4.500% 9/0 | $1,953,000 | – | 1,919,000 | – | 0.14% | – | |
| New | SOLARCITY CORPnote 1.625%11/0 | $1,929,000 | – | 2,000,000 | – | 0.14% | – | |
| XLU | New | SELECT SECTOR SPDR TRsbi int-utils | $1,846,000 | – | 30,926 | – | 0.14% | – |
| AAPL | New | APPLE INC | $1,753,000 | – | 8,851 | – | 0.13% | – |
| AMZN | New | AMAZON COM INC | $1,698,000 | – | 896 | – | 0.13% | – |
| New | CSG SYS INTL INCnote 4.250% 3/1 | $1,662,000 | – | 1,503,000 | – | 0.12% | – | |
| New | NICE SYS INCnote 1.250% 1/1 | $1,603,000 | – | 942,000 | – | 0.12% | – | |
| New | GRANITE PT MTG TR INCnote 6.375%10/0 | $1,549,000 | – | 1,500,000 | – | 0.12% | – | |
| New | APOLLO COML REAL EST FIN INCnote 4.750% 8/2 | $1,500,000 | – | 1,500,000 | – | 0.11% | – | |
| IYR | New | ISHARES TRu.s. real es etf | $1,420,000 | – | 16,269 | – | 0.10% | – |
| New | FIVE9 INCnote 0.125% 5/0 | $1,402,000 | – | 1,011,000 | – | 0.10% | – | |
| GOOGL | New | ALPHABET INCcap stk cl a | $1,311,000 | – | 1,213 | – | 0.10% | – |
| New | DANAHER CORPORATIONdbcv 1/2 | $1,309,000 | – | 240,000 | – | 0.10% | – | |
| JPM | New | JPMORGAN CHASE & CO | $1,268,000 | – | 11,342 | – | 0.09% | – |
| New | BIOMARIN PHARMACEUTICAL INCnote 1.500%10/1 | $1,168,000 | – | 1,041,000 | – | 0.09% | – | |
| KMB | New | KIMBERLY CLARK CORP | $1,158,000 | – | 8,685 | – | 0.09% | – |
| FB | New | FACEBOOK INCcl a | $1,118,000 | – | 5,794 | – | 0.08% | – |
| DCUE | New | DOMINION ENERGY INCunit 99/99/9999 | $1,035,000 | – | 10,000 | – | 0.08% | – |
| New | WELLS FARGO & COmtnf 0.125% 2/2 | $1,012,000 | – | 1,031,000 | – | 0.08% | – | |
| New | ENCORE CAP GROUP INCnote 3.000% 7/0 | $1,000,000 | – | 1,000,000 | – | 0.07% | – | |
| New | HANNON ARMSTRONG SUST INFR Cnote 4.125% 9/0 | $970,000 | – | 889,000 | – | 0.07% | – | |
| TBT | New | PROSHARES TR | $940,000 | – | 32,500 | – | 0.07% | – |
| L | New | LOEWS CORP | $904,000 | – | 16,540 | – | 0.07% | – |
| JNJ | New | JOHNSON & JOHNSON | $886,000 | – | 6,364 | – | 0.07% | – |
| PFE | New | PFIZER INC | $858,000 | – | 19,851 | – | 0.06% | – |
| UNH | New | UNITEDHEALTH GROUP INC | $855,000 | – | 3,500 | – | 0.06% | – |
| New | MACQUARIE INFRASTRUCTURE CORnote 2.000%10/0 | $832,000 | – | 943,000 | – | 0.06% | – | |
| BRKB | New | BERKSHIRE HATHAWAY INC DELcl b new | $827,000 | – | 3,872 | – | 0.06% | – |
| New | NUANCE COMMUNICATIONS INCnote 1.250% 4/0 | $805,000 | – | 825,000 | – | 0.06% | – | |
| New | ALLEGHENY TECHNOLOGIES INCnote 4.750% 7/0 | $809,000 | – | 434,000 | – | 0.06% | – | |
| HD | New | HOME DEPOT INC | $790,000 | – | 3,803 | – | 0.06% | – |
| PG | New | PROCTER AND GAMBLE CO | $786,000 | – | 7,163 | – | 0.06% | – |
| New | INTERDIGITAL INCnote 1.500% 3/0 | $783,000 | – | 755,000 | – | 0.06% | – | |
| MA | New | MASTERCARD INCcl a | $747,000 | – | 2,827 | – | 0.06% | – |
| BAC | New | BANK AMER CORP | $723,000 | – | 24,921 | – | 0.05% | – |
| V | New | VISA INC | $687,000 | – | 3,954 | – | 0.05% | – |
| VZ | New | VERIZON COMMUNICATIONS INC | $681,000 | – | 11,879 | – | 0.05% | – |
| New | SPIRIT RLTY CAP INC NEWnote 3.750% 5/1 | $671,000 | – | 660,000 | – | 0.05% | – | |
| New | RTI INTL METALS INCnote 1.625%10/1 | $667,000 | – | 664,000 | – | 0.05% | – | |
| IWD | New | ISHARES TRrus 1000 val etf | $657,000 | – | 5,167 | – | 0.05% | – |
| CSCO | New | CISCO SYS INC | $654,000 | – | 11,929 | – | 0.05% | – |
| New | REDFIN CORPnote 1.750% 7/1 | $640,000 | – | 690,000 | – | 0.05% | – | |
| EEMV | New | ISHARES INCmin vol emrg mkt | $644,000 | – | 10,922 | – | 0.05% | – |
| DIS | New | DISNEY WALT CO | $624,000 | – | 4,472 | – | 0.05% | – |
| New | TELADOC HEALTH INCnote 3.000%12/1 | $602,000 | – | 355,000 | – | 0.04% | – | |
| New | SQUARE INCnote 0.375% 3/0 | $607,000 | – | 193,000 | – | 0.04% | – | |
| AIZP | New | ASSURANT INC6.50% conv pfd d | $594,000 | – | 5,325 | – | 0.04% | – |
| New | DEXCOM INCnote 0.750% 5/1 | $581,000 | – | 365,000 | – | 0.04% | – | |
| IYM | New | ISHARES TRu.s. bas mtl etf | $580,000 | – | 6,109 | – | 0.04% | – |
| New | ENVESTNET INCnote 1.750%12/1 | $569,000 | – | 503,000 | – | 0.04% | – | |
| C | New | CITIGROUP INC | $572,000 | – | 8,165 | – | 0.04% | – |
| T | New | AT&T INC | $553,000 | – | 16,561 | – | 0.04% | – |
| KO | New | COCA COLA CO | $539,000 | – | 10,572 | – | 0.04% | – |
| UNP | New | UNION PACIFIC CORP | $495,000 | – | 2,921 | – | 0.04% | – |
| New | CYPRESS SEMICONDUCTOR CORPnote 2.000% 2/0 | $484,000 | – | 410,000 | – | 0.04% | – | |
| MRK | New | MERCK & CO INC | $490,000 | – | 5,852 | – | 0.04% | – |
| CMCSA | New | COMCAST CORP NEWcl a | $481,000 | – | 11,406 | – | 0.04% | – |
| XOM | New | EXXON MOBIL CORP | $489,000 | – | 6,370 | – | 0.04% | – |
| INTC | New | INTEL CORP | $471,000 | – | 9,809 | – | 0.04% | – |
| New | RESTORATION HARDWARE HLDGS Idbcv 7/1 | $473,000 | – | 411,000 | – | 0.04% | – | |
| PEP | New | PEPSICO INC | $470,000 | – | 3,596 | – | 0.04% | – |
| MCD | New | MCDONALDS CORP | $473,000 | – | 2,282 | – | 0.04% | – |
| New | Q2 HLDGS INCnote 0.750% 2/1 | $465,000 | – | 326,000 | – | 0.04% | – | |
| ABT | New | ABBOTT LABS | $454,000 | – | 5,388 | – | 0.03% | – |
| TMO | New | THERMO FISHER SCIENTIFIC INC | $447,000 | – | 1,520 | – | 0.03% | – |
| ADBE | New | ADOBE INC | $444,000 | – | 1,514 | – | 0.03% | – |
| CVX | New | CHEVRON CORP NEW | $431,000 | – | 3,470 | – | 0.03% | – |
| PYPL | New | PAYPAL HLDGS INC | $422,000 | – | 3,699 | – | 0.03% | – |
| New | SEACOR HOLDINGS INCnote 3.000%11/1 | $398,000 | – | 405,000 | – | 0.03% | – | |
| ICE | New | INTERCONTINENTAL EXCHANGE IN | $397,000 | – | 4,599 | – | 0.03% | – |
| AMGN | New | AMGEN INC | $397,000 | – | 2,142 | – | 0.03% | – |
| WFC | New | WELLS FARGO CO NEW | $376,000 | – | 7,923 | – | 0.03% | – |
| CRM | New | SALESFORCE COM INC | $365,000 | – | 2,411 | – | 0.03% | – |
| TXN | New | TEXAS INSTRS INC | $366,000 | – | 3,204 | – | 0.03% | – |
| COST | New | COSTCO WHSL CORP NEW | $365,000 | – | 1,372 | – | 0.03% | – |
| RTN | New | RAYTHEON CO | $370,000 | – | 2,124 | – | 0.03% | – |
| HON | New | HONEYWELL INTL INC | $330,000 | – | 1,893 | – | 0.02% | – |
| MDT | New | MEDTRONIC PLC | $333,000 | – | 3,408 | – | 0.02% | – |
| DHR | New | DANAHER CORPORATION | $329,000 | – | 2,300 | – | 0.02% | – |
| TJX | New | TJX COS INC NEW | $321,000 | – | 6,070 | – | 0.02% | – |
| FCVT | New | FIRST TR EXCHANGE TRADED FDssi strg etf | $323,000 | – | 10,295 | – | 0.02% | – |
| ORCL | New | ORACLE CORP | $324,000 | – | 5,697 | – | 0.02% | – |
| DAL | New | DELTA AIR LINES INC DEL | $320,000 | – | 5,644 | – | 0.02% | – |
| PXD | New | PIONEER NAT RES CO | $315,000 | – | 2,041 | – | 0.02% | – |
| NFLX | New | NETFLIX INC | $307,000 | – | 834 | – | 0.02% | – |
| BA | New | BOEING CO | $300,000 | – | 826 | – | 0.02% | – |
| WMT | New | WALMART INC | $287,000 | – | 2,602 | – | 0.02% | – |
| AVGO | New | BROADCOM INC | $288,000 | – | 995 | – | 0.02% | – |
| New | RWT HLDGS INCnote 5.625%11/1 | $287,000 | – | 287,000 | – | 0.02% | – | |
| NVDA | New | NVIDIA CORP | $265,000 | – | 1,628 | – | 0.02% | – |
| New | NUTANIX INCnote 1/1 | $272,000 | – | 292,000 | – | 0.02% | – | |
| DHI | New | D R HORTON INC | $261,000 | – | 6,032 | – | 0.02% | – |
| LMT | New | LOCKHEED MARTIN CORP | $252,000 | – | 694 | – | 0.02% | – |
| SRPT | New | SAREPTA THERAPEUTICS INC | $237,000 | – | 1,556 | – | 0.02% | – |
| ACN | New | ACCENTURE PLC IRELAND | $238,000 | – | 1,281 | – | 0.02% | – |
| UTX | New | UNITED TECHNOLOGIES CORP | $246,000 | – | 1,888 | – | 0.02% | – |
| ABBV | New | ABBVIE INC | $245,000 | – | 3,393 | – | 0.02% | – |
| NOW | New | SERVICENOW INC | $226,000 | – | 823 | – | 0.02% | – |
| PKI | New | PERKINELMER INC | $223,000 | – | 2,291 | – | 0.02% | – |
| PH | New | PARKER HANNIFIN CORP | $227,000 | – | 1,320 | – | 0.02% | – |
| New | MACQUARIE INFRASTRUCTURE CORnote 2.875% 7/1 | $233,000 | – | 233,000 | – | 0.02% | – | |
| IYE | New | ISHARES TRu.s. energy etf | $225,000 | – | 6,550 | – | 0.02% | – |
| MMM | New | 3M CO | $233,000 | – | 1,340 | – | 0.02% | – |
| BKNG | New | BOOKING HLDGS INC | $228,000 | – | 121 | – | 0.02% | – |
| ARCC | New | ARES CAP CORP | $209,000 | – | 11,497 | – | 0.02% | – |
| APH | New | AMPHENOL CORP NEWcl a | $221,000 | – | 2,284 | – | 0.02% | – |
| ASML | New | ASML HOLDING N V | $212,000 | – | 1,021 | – | 0.02% | – |
| HYLB | New | DBX ETF TRxtrack usd high | $210,000 | – | 4,174 | – | 0.02% | – |
| BDX | New | BECTON DICKINSON & CO | $214,000 | – | 839 | – | 0.02% | – |
| PNC | New | PNC FINL SVCS GROUP INC | $218,000 | – | 1,583 | – | 0.02% | – |
| GILD | New | GILEAD SCIENCES INC | $219,000 | – | 3,246 | – | 0.02% | – |
| ETN | New | EATON CORP PLC | $206,000 | – | 2,480 | – | 0.02% | – |
| LH | New | LABORATORY CORP AMER HLDGS | $201,000 | – | 1,151 | – | 0.02% | – |
| DLTR | New | DOLLAR TREE INC | $202,000 | – | 1,857 | – | 0.02% | – |
| New | ALZA CORPsdcv 7/2 | $193,000 | – | 101,000 | – | 0.01% | – | |
| New | COLONY CAP INCnote 5.000% 4/1 | $149,000 | – | 155,000 | – | 0.01% | – | |
| GE | New | GENERAL ELECTRIC CO | $128,000 | – | 11,974 | – | 0.01% | – |
| New | TWITTER INCnote 0.250% 9/1 | $120,000 | – | 120,000 | – | 0.01% | – | |
| New | WESTERN ASSET MTG CAP CORPnote 6.750%10/0 | $111,000 | – | 112,000 | – | 0.01% | – | |
| New | TESLA INCnote 1.250% 3/0 | $86,000 | – | 90,000 | – | 0.01% | – | |
| New | CYPRESS SEMICONDUCTOR CORPnote 4.500% 1/1 | $78,000 | – | 47,000 | – | 0.01% | – | |
| New | ZILLOW GROUP INCnote 1.500% 7/0 | $86,000 | – | 87,000 | – | 0.01% | – | |
| New | INPHI CORPnote 1.125%12/0 | $54,000 | – | 41,000 | – | 0.00% | – |
Q4 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| Exit | INTERDIGITAL INCnote 1.500% 3/0 | $0 | – | -105,000 | – | -0.01% | – | |
| Exit | WELLS FARGO & COmtnf 0.125% 3/1 | $0 | – | -182,000 | – | -0.01% | – | |
| PM | Exit | PHILIP MORRIS INTL INC | $0 | – | -2,446 | – | -0.02% | – |
| ARCC | Exit | ARES CAP CORP | $0 | – | -11,610 | – | -0.02% | – |
| GE | Exit | GENERAL ELECTRIC CO | $0 | – | -16,688 | – | -0.02% | – |
| Exit | ALZA CORPsdcv 7/2 | $0 | – | -101,000 | – | -0.02% | – | |
| SLB | Exit | SCHLUMBERGER LTD | $0 | – | -3,476 | – | -0.02% | – |
| PXD | Exit | PIONEER NAT RES CO | $0 | – | -1,196 | – | -0.02% | – |
| LH | Exit | LABORATORY CORP AMER HLDGS | $0 | – | -1,161 | – | -0.02% | – |
| EOG | Exit | EOG RES INC | $0 | – | -1,614 | – | -0.02% | – |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -898 | – | -0.02% | – |
| TPR | Exit | TAPESTRY INC | $0 | – | -4,105 | – | -0.02% | – |
| DFS | Exit | DISCOVER FINL SVCS | $0 | – | -2,745 | – | -0.02% | – |
| DWDP | Exit | DOWDUPONT INC | $0 | – | -3,302 | – | -0.02% | – |
| PNC | Exit | PNC FINL SVCS GROUP INC | $0 | – | -1,598 | – | -0.02% | – |
| CRM | Exit | SALESFORCE COM INC | $0 | – | -1,415 | – | -0.02% | – |
| BDX | Exit | BECTON DICKINSON & CO | $0 | – | -845 | – | -0.02% | – |
| BKLN | Exit | INVESCO EXCHNG TRADED FD TRsr ln etf | $0 | – | -9,413 | – | -0.02% | – |
| ACN | Exit | ACCENTURE PLC IRELAND | $0 | – | -1,291 | – | -0.02% | – |
| BIIB | Exit | BIOGEN INC | $0 | – | -638 | – | -0.02% | – |
| ETN | Exit | EATON CORP PLC | $0 | – | -2,504 | – | -0.02% | – |
| PKI | Exit | PERKINELMER INC | $0 | – | -2,313 | – | -0.02% | – |
| ETFC | Exit | E TRADE FINANCIAL CORP | $0 | – | -4,157 | – | -0.02% | – |
| BKNG | Exit | BOOKING HLDGS INC | $0 | – | -121 | – | -0.02% | – |
| XRT | Exit | SPDR SERIES TRUSTs&p retail etf | $0 | – | -4,718 | – | -0.02% | – |
| MPC | Exit | MARATHON PETE CORP | $0 | – | -2,975 | – | -0.02% | – |
| AGN | Exit | ALLERGAN PLC | $0 | – | -1,186 | – | -0.02% | – |
| VFC | Exit | V F CORP | $0 | – | -2,431 | – | -0.02% | – |
| GILD | Exit | GILEAD SCIENCES INC | $0 | – | -3,289 | – | -0.02% | – |
| DHR | Exit | DANAHER CORP DEL | $0 | – | -2,322 | – | -0.02% | – |
| OXY | Exit | OCCIDENTAL PETE CORP DEL | $0 | – | -3,055 | – | -0.02% | – |
| AVGO | Exit | BROADCOM INC | $0 | – | -1,002 | – | -0.02% | – |
| WMT | Exit | WALMART INC | $0 | – | -2,678 | – | -0.02% | – |
| LMT | Exit | LOCKHEED MARTIN CORP | $0 | – | -698 | – | -0.02% | – |
| ADBE | Exit | ADOBE SYS INC | $0 | – | -966 | – | -0.02% | – |
| MET | Exit | METLIFE INC | $0 | – | -5,966 | – | -0.02% | – |
| IYE | Exit | ISHARES TRu.s. energy etf | $0 | – | -6,550 | – | -0.02% | – |
| UTX | Exit | UNITED TECHNOLOGIES CORP | $0 | – | -1,913 | – | -0.02% | – |
| MMM | Exit | 3M CO | $0 | – | -1,350 | – | -0.02% | – |
| ATVI | Exit | ACTIVISION BLIZZARD INC | $0 | – | -3,467 | – | -0.02% | – |
| CMCSA | Exit | COMCAST CORP NEWcl a | $0 | – | -8,056 | – | -0.02% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -5,758 | – | -0.02% | – |
| LRCX | Exit | LAM RESEARCH CORP | $0 | – | -1,981 | – | -0.02% | – |
| DIS | Exit | DISNEY WALT CO | $0 | – | -2,627 | – | -0.02% | – |
| ABBV | Exit | ABBVIE INC | $0 | – | -3,430 | – | -0.02% | – |
| COST | Exit | COSTCO WHSL CORP NEW | $0 | – | -1,386 | – | -0.02% | – |
| HON | Exit | HONEYWELL INTL INC | $0 | – | -1,925 | – | -0.02% | – |
| DAL | Exit | DELTA AIR LINES INC DEL | $0 | – | -5,733 | – | -0.03% | – |
| TJX | Exit | TJX COS INC NEW | $0 | – | -3,063 | – | -0.03% | – |
| MDT | Exit | MEDTRONIC PLC | $0 | – | -3,438 | – | -0.03% | – |
| MCD | Exit | MCDONALDS CORP | $0 | – | -1,995 | – | -0.03% | – |
| NVDA | Exit | NVIDIA CORP | $0 | – | -1,254 | – | -0.03% | – |
| TXN | Exit | TEXAS INSTRS INC | $0 | – | -3,241 | – | -0.03% | – |
| CELG | Exit | CELGENE CORP | $0 | – | -3,861 | – | -0.03% | – |
| ICE | Exit | INTERCONTINENTAL EXCHANGE IN | $0 | – | -4,640 | – | -0.03% | – |
| GD | Exit | GENERAL DYNAMICS CORP | $0 | – | -1,751 | – | -0.03% | – |
| TMO | Exit | THERMO FISHER SCIENTIFIC INC | $0 | – | -1,536 | – | -0.03% | – |
| KEY | Exit | KEYCORP NEW | $0 | – | -19,027 | – | -0.03% | – |
| MO | Exit | ALTRIA GROUP INC | $0 | – | -6,183 | – | -0.03% | – |
| COP | Exit | CONOCOPHILLIPS | $0 | – | -5,057 | – | -0.03% | – |
| PEP | Exit | PEPSICO INC | $0 | – | -3,729 | – | -0.03% | – |
| WFC | Exit | WELLS FARGO CO NEW | $0 | – | -8,003 | – | -0.03% | – |
| ABT | Exit | ABBOTT LABS | $0 | – | -5,597 | – | -0.03% | – |
| MRK | Exit | MERCK & CO INC | $0 | – | -5,929 | – | -0.03% | – |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -3,632 | – | -0.03% | – |
| AMGN | Exit | AMGEN INC | $0 | – | -2,190 | – | -0.04% | – |
| RTN | Exit | RAYTHEON CO | $0 | – | -2,162 | – | -0.04% | – |
| STI | Exit | SUNTRUST BKS INC | $0 | – | -6,773 | – | -0.04% | – |
| FDX | Exit | FEDEX CORP | $0 | – | -1,934 | – | -0.04% | – |
| UNP | Exit | UNION PAC CORP | $0 | – | -2,953 | – | -0.04% | – |
| BA | Exit | BOEING CO | $0 | – | -1,326 | – | -0.04% | – |
| V | Exit | VISA INC | $0 | – | -3,284 | – | -0.04% | – |
| Exit | INPHI CORPnote 1.125%12/0 | $0 | – | -435,000 | – | -0.04% | – | |
| Exit | RETROPHIN INCnote 2.500% 9/1 | $0 | – | -500,000 | – | -0.04% | – | |
| KO | Exit | COCA COLA CO | $0 | – | -10,843 | – | -0.04% | – |
| Exit | BRISTOW GROUP INCnote 4.500% 6/0 | $0 | – | -500,000 | – | -0.04% | – | |
| Exit | WESTERN ASSET MTG CAP CORPnote 6.750%10/0 | $0 | – | -500,000 | – | -0.04% | – | |
| DBJP | Exit | DBX ETF TRxtrack msci japn | $0 | – | -12,251 | – | -0.04% | – |
| XOM | Exit | EXXON MOBIL CORP | $0 | – | -6,616 | – | -0.04% | – |
| T | Exit | AT&T INC | $0 | – | -17,069 | – | -0.04% | – |
| Exit | RESTORATION HARDWARE HLDGS Idbcv 7/1 | $0 | – | -481,000 | – | -0.05% | – | |
| CSCO | Exit | CISCO SYS INC | $0 | – | -12,303 | – | -0.05% | – |
| PG | Exit | PROCTER AND GAMBLE CO | $0 | – | -7,249 | – | -0.05% | – |
| IYM | Exit | ISHARES TRu.s. bas mtl etf | $0 | – | -6,171 | – | -0.05% | – |
| EPRPRC | Exit | EPR PPTYSpfd c cnv 5.75% | $0 | – | -21,992 | – | -0.05% | – |
| Exit | CTRIP COM INTL LTDnote 1.000% 7/0 | $0 | – | -637,000 | – | -0.05% | – | |
| DTV | Exit | DTE ENERGY COunit 99/99/9999 | $0 | – | -12,195 | – | -0.05% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -11,998 | – | -0.05% | – |
| IWD | Exit | ISHARES TRrus 1000 val etf | $0 | – | -5,167 | – | -0.05% | – |
| Exit | ZILLOW GROUP INCnote 1.500% 7/0 | $0 | – | -708,000 | – | -0.05% | – | |
| Exit | SPIRIT RLTY CAP INC NEWnote 3.750% 5/1 | $0 | – | -650,000 | – | -0.05% | – | |
| MA | Exit | MASTERCARD INCORPORATEDcl a | $0 | – | -2,883 | – | -0.05% | – |
| EEMV | Exit | ISHARES INCmin vol emrg mkt | $0 | – | -11,030 | – | -0.05% | – |
| INTC | Exit | INTEL CORP | $0 | – | -13,907 | – | -0.05% | – |
| Exit | NABORS INDS INC NEWnote 0.750% 1/1 | $0 | – | -925,000 | – | -0.06% | – | |
| Exit | CSG SYS INTL INCnote 4.250% 3/1 | $0 | – | -708,000 | – | -0.06% | – | |
| BAC | Exit | BANK AMER CORP | $0 | – | -25,273 | – | -0.06% | – |
| AIZP | Exit | ASSURANT INC6.50% conv pfd d | $0 | – | -6,805 | – | -0.06% | – |
| Exit | KB HOMEnote 1.375% 2/0 | $0 | – | -777,000 | – | -0.06% | – | |
| Exit | REDFIN CORPnote 1.750% 7/1 | $0 | – | -866,000 | – | -0.06% | – | |
| Exit | AIR LEASE CORPnote 3.875%12/0 | $0 | – | -512,000 | – | -0.06% | – | |
| HD | Exit | HOME DEPOT INC | $0 | – | -3,868 | – | -0.06% | – |
| Exit | EVERBRIDGE INCnote 1.500%11/0 | $0 | – | -472,000 | – | -0.06% | – | |
| L | Exit | LOEWS CORP | $0 | – | -16,540 | – | -0.06% | – |
| Exit | MACQUARIE INFRASTRUCTURE CORnote 2.000%10/0 | $0 | – | -946,000 | – | -0.06% | – | |
| C | Exit | CITIGROUP INC | $0 | – | -11,718 | – | -0.06% | – |
| BRKB | Exit | BERKSHIRE HATHAWAY INC DELcl b new | $0 | – | -3,937 | – | -0.06% | – |
| SJIU | Exit | SOUTH JERSEY INDS INCunit 99/99/9999 | $0 | – | -15,000 | – | -0.06% | – |
| Exit | TUTOR PERINI CORPnote 2.875% 6/1 | $0 | – | -846,000 | – | -0.07% | – | |
| Exit | PHOTRONICS INCnote 3.250% 4/0 | $0 | – | -800,000 | – | -0.07% | – | |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -6,521 | – | -0.07% | – |
| PFE | Exit | PFIZER INC | $0 | – | -20,461 | – | -0.07% | – |
| UNH | Exit | UNITEDHEALTH GROUP INC | $0 | – | -3,586 | – | -0.07% | – |
| FB | Exit | FACEBOOK INCcl a | $0 | – | -5,857 | – | -0.07% | – |
| KMB | Exit | KIMBERLY CLARK CORP | $0 | – | -8,685 | – | -0.08% | – |
| Exit | FLEXION THERAPEUTICS INCnote 3.375% 5/0 | $0 | – | -1,000,000 | – | -0.08% | – | |
| RPTPRD | Exit | RAMCO-GERSHENSON PPTYS TRperp pfd-d cv | $0 | – | -18,912 | – | -0.08% | – |
| FDN | Exit | FIRST TR EXCHANGE TRADED FDdj internt idx | $0 | – | -7,205 | – | -0.08% | – |
| Exit | GOLAR LNG LTDnote 2.750% 2/1 | $0 | – | -1,000,000 | – | -0.08% | – | |
| Exit | ECHO GLOBAL LOGISTICS INCnote 2.500% 5/0 | $0 | – | -1,072,000 | – | -0.09% | – | |
| Exit | RTW HLDGS INCnote 5.625%11/1 | $0 | – | -1,112,000 | – | -0.09% | – | |
| Exit | CONSOLIDATED TOMOKA LD COnote 4.500% 3/1 | $0 | – | -1,067,000 | – | -0.09% | – | |
| Exit | SQUARE INCnote 0.375% 3/0 | $0 | – | -265,000 | – | -0.09% | – | |
| IYR | Exit | ISHARES TRu.s. real es etf | $0 | – | -14,607 | – | -0.09% | – |
| Exit | RTI INTL METALS INCnote 1.625%10/1 | $0 | – | -1,167,000 | – | -0.09% | – | |
| Exit | SEACOR HOLDINGS INCnote 3.000%11/1 | $0 | – | -1,240,000 | – | -0.09% | – | |
| Exit | ALLEGHENY TECHNOLOGIES INCnote 4.750% 7/0 | $0 | – | -559,000 | – | -0.09% | – | |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -11,499 | – | -0.10% | – |
| Exit | AKAMAI TECHNOLOGIES INCdbcv 2/1 | $0 | – | -1,327,000 | – | -0.10% | – | |
| Exit | FIREEYE INCnote 1.625% 6/0 | $0 | – | -1,500,000 | – | -0.11% | – | |
| Exit | NATIONAL HEALTH INVS INCnote 3.250% 4/0 | $0 | – | -1,234,000 | – | -0.11% | – | |
| TBT | Exit | PROSHARES TR | $0 | – | -37,632 | – | -0.11% | – |
| Exit | NICE SYS INCnote 1.250% 1/1 | $0 | – | -1,029,000 | – | -0.11% | – | |
| FPE | Exit | FIRST TR EXCHANGE-TRADED FDpfd secs inc etf | $0 | – | -77,735 | – | -0.11% | – |
| Exit | CARBONITE INCnote 2.500% 4/0 | $0 | – | -1,000,000 | – | -0.12% | – | |
| XLU | Exit | SELECT SECTOR SPDR TRsbi int-utils | $0 | – | -28,744 | – | -0.12% | – |
| Exit | PALO ALTO NETWORKS INCnote 7/0 | $0 | – | -758,000 | – | -0.12% | – | |
| AMZN | Exit | AMAZON COM INC | $0 | – | -906 | – | -0.14% | – |
| Exit | HERCULES CAPITAL INCdbcv 4.375% 2/0 | $0 | – | -1,898,000 | – | -0.14% | – | |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -16,737 | – | -0.15% | – |
| Exit | SYNAPTICS INCnote 0.500% 6/1 | $0 | – | -2,000,000 | – | -0.15% | – | |
| Exit | EZCORP INCnote 2.125% 6/1 | $0 | – | -2,000,000 | – | -0.15% | – | |
| Exit | REDWOOD TR INCnote 5.625% 7/1 | $0 | – | -2,000,000 | – | -0.15% | – | |
| Exit | DANAHER CORP DELdbcv 1/2 | $0 | – | -478,000 | – | -0.15% | – | |
| Exit | ENCORE CAP GROUP INCnote 3.000% 7/0 | $0 | – | -2,000,000 | – | -0.15% | – | |
| Exit | NEW MTN FIN CORPnote 5.750% 8/1 | $0 | – | -2,000,000 | – | -0.15% | – | |
| Exit | SHIP FIN INTL LTDnote 4.875% 5/0 | $0 | – | -2,000,000 | – | -0.15% | – | |
| Exit | INFINERA CORPORATIONnote 2.125% 9/0 | $0 | – | -2,000,000 | – | -0.16% | – | |
| Exit | UNISYS CORPnote 5.500% 3/0 | $0 | – | -967,000 | – | -0.16% | – | |
| Exit | NVIDIA CORPnote 1.000%12/0 | $0 | – | -153,000 | – | -0.16% | – | |
| Exit | BIOMARIN PHARMACEUTICAL INCnote 1.500%10/1 | $0 | – | -1,797,000 | – | -0.17% | – | |
| GOOGL | Exit | ALPHABET INCcap stk cl a | $0 | – | -1,813 | – | -0.17% | – |
| Exit | INVACARE CORPnote 4.500% 6/0 | $0 | – | -2,000,000 | – | -0.17% | – | |
| Exit | JAZZ INVESTMENTS I LTDnote 1.500% 8/1 | $0 | – | -2,250,000 | – | -0.18% | – | |
| FXH | Exit | FIRST TR EXCHANGE TRADED FDhlth care alph | $0 | – | -27,090 | – | -0.18% | – |
| Exit | CLOVIS ONCOLOGY INCnote 1.250% 5/0 | $0 | – | -3,000,000 | – | -0.18% | – | |
| AAPL | Exit | APPLE INC | $0 | – | -10,409 | – | -0.18% | – |
| Exit | VEECO INSTRS INC DELnote 2.700% 1/1 | $0 | – | -3,000,000 | – | -0.20% | – | |
| Exit | PRA GROUP INCnote 3.500% 6/0 | $0 | – | -2,500,000 | – | -0.20% | – | |
| QTSPRB | Exit | QTS RLTY TR INC6.50% con pfd b | $0 | – | -25,000 | – | -0.20% | – |
| Exit | ENCORE CAP GROUP INCnote 2.875% 3/1 | $0 | – | -2,829,000 | – | -0.20% | – | |
| Exit | ENCORE CAP EUROPE FIN LTDnote 4.500% 9/0 | $0 | – | -2,600,000 | – | -0.20% | – | |
| Exit | SUNPOWER CORPdbcv 4.000% 1/1 | $0 | – | -3,198,000 | – | -0.21% | – | |
| FTXO | Exit | FIRST TR EXCHANGE TRADED FDnasdaq bk etf | $0 | – | -95,810 | – | -0.21% | – |
| Exit | ARES CAP CORPnote 3.750% 2/0 | $0 | – | -2,665,000 | – | -0.21% | – | |
| Exit | COLONY STARWOOD HOMESnote 3.500% 1/1 | $0 | – | -2,500,000 | – | -0.21% | – | |
| FTSL | Exit | FIRST TR EXCHANGE TRADED FDsenior ln fd | $0 | – | -57,713 | – | -0.21% | – |
| Exit | BLACKROCK TCP CAPITAL CORPnote 5.250%12/1 | $0 | – | -2,750,000 | – | -0.21% | – | |
| Exit | MEDICINES COnote 2.750% 7/1 | $0 | – | -3,100,000 | – | -0.22% | – | |
| Exit | AMERICAN RLTY CAP PPTYS INCnote 3.750%12/1 | $0 | – | -2,831,000 | – | -0.22% | – | |
| Exit | HARMONIC INCnote 4.000%12/0 | $0 | – | -2,500,000 | – | -0.22% | – | |
| IYW | Exit | ISHARES TRu.s. tech etf | $0 | – | -15,179 | – | -0.23% | – |
| Exit | BLACKSTONE MTG TR INCnote 4.750% 3/1 | $0 | – | -3,000,000 | – | -0.23% | – | |
| Exit | MACQUARIE INFRASTRUCTURE CORnote 2.875% 7/1 | $0 | – | -3,029,000 | – | -0.23% | – | |
| Exit | NOVAVAX INCnote 3.750% 2/0 | $0 | – | -5,000,000 | – | -0.23% | – | |
| Exit | RADIUS HEALTH INCnote 3.000% 9/0 | $0 | – | -4,000,000 | – | -0.24% | – | |
| Exit | TWITTER INCnote 0.250% 9/1 | $0 | – | -3,205,000 | – | -0.24% | – | |
| Exit | TEAM INCnote 5.000% 8/0 | $0 | – | -2,500,000 | – | -0.24% | – | |
| Exit | HORIZON PHARMA INVT LTDnote 2.500% 3/1 | $0 | – | -3,250,000 | – | -0.25% | – | |
| Exit | REDWOOD TR INCnote 4.750% 8/1 | $0 | – | -3,500,000 | – | -0.26% | – | |
| VRTSP | Exit | VIRTUS INVT PARTNERS INCpfd cv ser d | $0 | – | -34,501 | – | -0.26% | – |
| TBF | Exit | PROSHARES TRshrt 20+yr tre | $0 | – | -146,634 | – | -0.26% | – |
| Exit | KNOWLES CORPnote 3.250%11/0 | $0 | – | -3,000,000 | – | -0.26% | – | |
| Exit | WEATHERFORD INTL LTDnote 5.875% 7/0 | $0 | – | -3,702,000 | – | -0.27% | – | |
| Exit | FORESTAR GROUP INCnote 3.750% 3/0 | $0 | – | -3,560,000 | – | -0.27% | – | |
| Exit | THERAVANCE BIOPHARMA INCnote 3.250%11/0 | $0 | – | -3,007,000 | – | -0.27% | – | |
| Exit | SPIRIT RLTY CAP INC NEWnote 2.875% 5/1 | $0 | – | -3,574,000 | – | -0.28% | – | |
| Exit | CEMEX SAB DE CVnote 3.720% 3/1 | $0 | – | -3,600,000 | – | -0.28% | – | |
| Exit | GRANITE PT MTG TR INCnote 5.625%12/0 | $0 | – | -3,500,000 | – | -0.28% | – | |
| Exit | AIR TRANSPORT SERVICES GRP Inote 1.125%10/1 | $0 | – | -3,891,000 | – | -0.29% | – | |
| Exit | WELLS FARGO & COmtnf 0.125% 2/2 | $0 | – | -3,928,000 | – | -0.29% | – | |
| Exit | TESLA INCnote 1.250% 3/0 | $0 | – | -4,062,000 | – | -0.30% | – | |
| Exit | YANDEX NVnote 1.125%12/1 | $0 | – | -3,973,000 | – | -0.30% | – | |
| Exit | QIAGEN NVdebt 0.375% 3/1 | $0 | – | -3,000,000 | – | -0.30% | – | |
| Exit | DYCOM INDS INCnote 0.750% 9/1 | $0 | – | -3,759,000 | – | -0.32% | – | |
| Exit | HERBALIFE LTDnote 2.000% 8/1 | $0 | – | -3,275,000 | – | -0.33% | – | |
| Exit | PORTFOLIO RECOVERY ASSOCS INnote 3.000% 8/0 | $0 | – | -4,438,000 | – | -0.33% | – | |
| Exit | OSI SYSTEMS INCnote 1.250% 9/0 | $0 | – | -4,500,000 | – | -0.33% | – | |
| Exit | ALDER BIOPHARMACEUTICALS INCnote 2.500% 2/0 | $0 | – | -4,000,000 | – | -0.33% | – | |
| Exit | SOLARCITY CORPnote 1.625%11/0 | $0 | – | -5,000,000 | – | -0.34% | – | |
| Exit | ARES CAP CORPnote 4.375% 1/1 | $0 | – | -4,748,000 | – | -0.37% | – | |
| Exit | HELIX ENERGY SOLUTIONS GRP Inote 4.125% 9/1 | $0 | – | -3,666,000 | – | -0.37% | – | |
| Exit | QUIDEL CORPnote 3.250%12/1 | $0 | – | -2,278,000 | – | -0.37% | – | |
| Exit | PDC ENERGY INCnote 1.125% 9/1 | $0 | – | -5,003,000 | – | -0.37% | – | |
| LMBS | Exit | FIRST TR EXCHANGE TRADED FDfst low oppt eft | $0 | – | -96,472 | – | -0.38% | – |
| Exit | ENSCO JERSEY FIN LTDnote 3.000% 1/3 | $0 | – | -5,000,000 | – | -0.38% | – | |
| Exit | AEROJET ROCKETDYNE HLDGS INCnote 2.250%12/1 | $0 | – | -3,500,000 | – | -0.38% | – | |
| Exit | INSMED INCnote 1.750% 1/1 | $0 | – | -6,000,000 | – | -0.39% | – | |
| Exit | SEACOR HOLDINGS INCnote 3.250% 5/1 | $0 | – | -5,428,000 | – | -0.40% | – | |
| Exit | CYPRESS SEMICONDUCTOR CORPnote 4.500% 1/1 | $0 | – | -4,186,000 | – | -0.40% | – | |
| Exit | PROSPECT CAPITAL CORPORATIONnote 4.750% 4/1 | $0 | – | -5,250,000 | – | -0.41% | – | |
| Exit | APOLLO COML REAL EST FIN INCnote 4.750% 8/2 | $0 | – | -5,350,000 | – | -0.41% | – | |
| Exit | MICRON TECHNOLOGY INCnote 3.000%11/1 | $0 | – | -3,426,000 | – | -0.41% | – | |
| Exit | HURON CONSULTING GROUP INCnote 1.250%10/0 | $0 | – | -5,500,000 | – | -0.41% | – | |
| Exit | SILVER STD RES INCnote 2.875% 2/0 | $0 | – | -5,500,000 | – | -0.42% | – | |
| Exit | 51JOB INCnote 3.250% 4/1 | $0 | – | -3,000,000 | – | -0.42% | – | |
| NYCBPRU | Exit | NEW YORK CMNTY CAP TR Vunit 11/01/2051 | $0 | – | -111,500 | – | -0.42% | – |
| Exit | J2 GLOBAL INCnote 3.250% 6/1 | $0 | – | -4,300,000 | – | -0.43% | – | |
| IFFT | Exit | INTERNATIONAL FLAVORS&FRAGRAunit 09/15/2021 | $0 | – | -103,750 | – | -0.44% | – |
| FLOT | Exit | ISHARES TRfltg rate nt etf | $0 | – | -111,939 | – | -0.44% | – |
| Exit | OASIS PETE INC NEWnote 2.625% 9/1 | $0 | – | -4,277,000 | – | -0.44% | – | |
| Exit | AMAG PHARMACEUTICALS INCnote 3.250% 6/0 | $0 | – | -5,500,000 | – | -0.44% | – | |
| SWP | Exit | STANLEY BLACK & DECKER INCunit 05/15/2020 | $0 | – | -52,433 | – | -0.44% | – |
| Exit | ATLAS AIR WORLDWIDE HLDGS INnote 1.875% 6/0 | $0 | – | -4,830,000 | – | -0.45% | – | |
| Exit | TWO HBRS INVT CORPnote 6.250% 1/1 | $0 | – | -5,710,000 | – | -0.45% | – | |
| FEX | Exit | FIRST TR LRGE CP CORE ALPHA | $0 | – | -95,286 | – | -0.46% | – |
| Exit | WHITING PETE CORP NEWnote 1.250% 4/0 | $0 | – | -6,252,000 | – | -0.46% | – | |
| Exit | INTEGRATED DEVICE TECHNOLOGYnote 0.875%11/1 | $0 | – | -4,081,000 | – | -0.47% | – | |
| Exit | ROYAL GOLD INCnote 2.875% 6/1 | $0 | – | -6,266,000 | – | -0.49% | – | |
| Exit | TRANSOCEAN INCdeb 0.500% 1/3 | $0 | – | -4,316,000 | – | -0.49% | – | |
| Exit | BIOMARIN PHARMACEUTICAL INCnote 0.599% 8/0 | $0 | – | -6,083,000 | – | -0.50% | – | |
| Exit | CHESAPEAKE ENERGY CORPnote 5.500% 9/1 | $0 | – | -6,498,000 | – | -0.50% | – | |
| Exit | PENNYMAC CORPnote 5.375% 5/0 | $0 | – | -6,500,000 | – | -0.50% | – | |
| Exit | THERAVANCE INCnote 2.125% 1/1 | $0 | – | -6,500,000 | – | -0.51% | – | |
| Exit | WRIGHT MED GROUP N Vnote 2.250%11/1 | $0 | – | -4,584,000 | – | -0.51% | – | |
| Exit | SILICON LABORATORIES INCnote 1.375% 3/0 | $0 | – | -5,810,000 | – | -0.51% | – | |
| Exit | CAESARS ENTMT CORPnote 5.000%10/0 | $0 | – | -4,097,000 | – | -0.51% | – | |
| DYNC | Exit | VISTRA ENERGY CORPunit 02/02/2024 | $0 | – | -69,000 | – | -0.52% | – |
| Exit | NUVASIVE INCnote 2.250% 3/1 | $0 | – | -5,339,000 | – | -0.52% | – | |
| Exit | HANNON ARMSTRONG SUST INFR Cnote 4.125% 9/0 | $0 | – | -6,957,000 | – | -0.52% | – | |
| Exit | VIAVI SOLUTIONS INCnote 1.000% 3/0 | $0 | – | -6,449,000 | – | -0.53% | – | |
| Exit | MERITOR INCnote 3.250%10/1 | $0 | – | -7,486,000 | – | -0.55% | – | |
| Exit | LIBERTY MEDIA CORPdeb 3.500% 1/1 | $0 | – | -10,500,000 | – | -0.56% | – | |
| Exit | CLEVELAND CLIFFS INCdbcv 1.500% 1/1 | $0 | – | -4,500,000 | – | -0.57% | – | |
| Exit | IRONWOOD PHARMACEUTICALS INCdbcv 2.250% 6/1 | $0 | – | -5,700,000 | – | -0.57% | – | |
| Exit | VERINT SYS INCnote 1.500% 6/0 | $0 | – | -7,197,000 | – | -0.57% | – | |
| Exit | II VI INCnote 0.250% 9/0 | $0 | – | -6,466,000 | – | -0.58% | – | |
| Exit | WAYFAIR INCnote 0.375% 9/0 | $0 | – | -5,000,000 | – | -0.58% | – | |
| Exit | GUIDEWIRE SOFTWARE INCnote 1.250% 3/1 | $0 | – | -7,124,000 | – | -0.59% | – | |
| Exit | HUBSPOT INCnote 0.250% 6/0 | $0 | – | -4,732,000 | – | -0.60% | – | |
| Exit | LIBERTY MEDIA CORP DELAWAREnote 1.375%10/1 | $0 | – | -6,397,000 | – | -0.60% | – | |
| Exit | ZILLOW GROUP INCnote 2.000%12/0 | $0 | – | -7,809,000 | – | -0.65% | – | |
| Exit | RENEWABLE ENERGY GROUP INCnote 4.000% 6/1 | $0 | – | -3,108,000 | – | -0.65% | – | |
| Exit | ON SEMICONDUCTOR CORPnote 1.000%12/0 | $0 | – | -7,429,000 | – | -0.66% | – | |
| Exit | RPM INTL INCnote 2.250%12/1 | $0 | – | -7,188,000 | – | -0.68% | – | |
| Exit | YAHOO INCnote 12/0 | $0 | – | -6,968,000 | – | -0.68% | – | |
| Exit | TESLA INCnote 2.375% 3/1 | $0 | – | -8,693,000 | – | -0.68% | – | |
| Exit | MOLINA HEALTHCARE INCnote 1.125% 1/1 | $0 | – | -2,442,000 | – | -0.69% | – | |
| Exit | WRIGHT MED GROUP INCnote 2.000% 2/1 | $0 | – | -8,245,000 | – | -0.70% | – | |
| CCIPRA | Exit | CROWN CASTLE INTL CORP NEW6.875% con pfd a | $0 | – | -8,406 | – | -0.70% | – |
| Exit | TELADOC HEALTH INCnote 3.000%12/1 | $0 | – | -4,401,000 | – | -0.70% | – | |
| Exit | INSULET CORPnote 1.250% 9/1 | $0 | – | -4,987,000 | – | -0.70% | – | |
| Exit | ALLSCRIPTS HEALTHCARE SOLUTNnote 1.250% 7/0 | $0 | – | -8,810,000 | – | -0.71% | – | |
| Exit | ILLUMINA INCnote 6/1 | $0 | – | -6,405,000 | – | -0.72% | – | |
| Exit | KAMAN CORPnote 3.250% 5/0 | $0 | – | -7,955,000 | – | -0.72% | – | |
| AGG | Exit | ISHARES TRcore us aggbd et | $0 | – | -92,035 | – | -0.75% | – |
| Exit | MICRON TECHNOLOGY INCnote 2.125% 2/1 | $0 | – | -2,375,000 | – | -0.75% | – | |
| Exit | ISIS PHARMACEUTICALS INC DELnote 1.000%11/1 | $0 | – | -9,731,000 | – | -0.79% | – | |
| Exit | REALPAGE INCnote 1.500%11/1 | $0 | – | -6,287,000 | – | -0.79% | – | |
| Exit | TESLA INCnote 0.250% 3/0 | $0 | – | -10,579,000 | – | -0.81% | – | |
| Exit | ENVESTNET INCnote 1.750%12/1 | $0 | – | -9,662,000 | – | -0.82% | – | |
| Exit | DEXCOM INCnote 0.750% 5/1 | $0 | – | -7,131,000 | – | -0.84% | – | |
| Exit | PACIRA PHARMACEUTICALS INCnote 2.375% 4/0 | $0 | – | -11,255,000 | – | -0.92% | – | |
| FTVPRA | Exit | FORTIVE CORP5% pfd cnv ser a | $0 | – | -11,284 | – | -0.93% | – |
| SREPRA | Exit | SEMPRA ENERGY6% pfd conv a | $0 | – | -119,905 | – | -0.93% | – |
| Exit | ATLAS AIR WORLDWIDE HLDGS INnote 2.250% 6/0 | $0 | – | -10,591,000 | – | -0.94% | – | |
| Exit | NAVISTAR INTL CORP NEWnote 4.750% 4/1 | $0 | – | -12,310,000 | – | -0.96% | – | |
| Exit | EXACT SCIENCES CORPdbcv 1.000% 1/1 | $0 | – | -10,518,000 | – | -1.00% | – | |
| NEEPRR | Exit | NEXTERA ENERGY INCunit 09/01/2019 | $0 | – | -226,595 | – | -1.00% | – |
| Exit | JAZZ INVESTMENTS I LTDnote 1.875% 8/1 | $0 | – | -12,220,000 | – | -1.01% | – | |
| HESPRA | Exit | HESS CORPdep pdf sr a | $0 | – | -170,145 | – | -1.04% | – |
| Exit | NOVELLUS SYS INCnote 2.625% 5/1 | $0 | – | -2,984,000 | – | -1.05% | – | |
| Exit | MICROCHIP TECHNOLOGY INCnote 1.625% 2/1 | $0 | – | -9,119,000 | – | -1.06% | – | |
| Exit | RED HAT INCnote 0.250%10/0 | $0 | – | -7,908,000 | – | -1.12% | – | |
| Exit | PRICELINE GRP INCnote 0.900% 9/1 | $0 | – | -12,429,000 | – | -1.14% | – | |
| Exit | NEUROCRINE BIOSCIENCES INCnote 2.250% 5/1 | $0 | – | -8,987,000 | – | -1.18% | – | |
| Exit | BLACKSTONE MTG TR INCnote 4.375% 5/0 | $0 | – | -15,704,000 | – | -1.21% | – | |
| Exit | CITRIX SYS INCnote 0.500% 4/1 | $0 | – | -10,400,000 | – | -1.23% | – | |
| Exit | ADVANCED MICRO DEVICES INCnote 2.125% 9/0 | $0 | – | -4,159,000 | – | -1.24% | – | |
| Exit | SERVICENOW INCnote 6/0 | $0 | – | -11,196,000 | – | -1.28% | – | |
| Exit | CHENIERE ENERGY INCnote 4.250% 3/1 | $0 | – | -22,618,000 | – | -1.40% | – | |
| Exit | ILLUMINA INCnote 0.500% 6/1 | $0 | – | -13,947,000 | – | -1.62% | – | |
| Exit | ANTHEM INCnote 2.750%10/1 | $0 | – | -5,878,000 | – | -1.71% | – | |
| BDXA | Exit | BECTON DICKINSON & CO | $0 | – | -354,022 | – | -1.78% | – |
| BACPRL | Exit | BANK AMER CORP7.25%cnv pfd l | $0 | – | -18,317 | – | -1.83% | – |
| Exit | PRICELINE GRP INCnote 0.350% 6/1 | $0 | – | -15,901,000 | – | -1.86% | – | |
| Exit | MICROCHIP TECHNOLOGY INCnote 1.625% 2/1 | $0 | – | -23,053,000 | – | -1.89% | – | |
| WFCPRL | Exit | WELLS FARGO CO NEWperp pfd cnv a | $0 | – | -22,893 | – | -2.28% | – |
| Exit | INTEL CORPsdcv 3.250% 8/0 | $0 | – | -16,787,000 | – | -2.97% | – | |
| IVV | Exit | ISHARES TRcore s&p500 etf | $0 | – | -174,337 | – | -3.93% | – |
Q3 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| IVV | Sell | ISHARES TRcore s&p500 etf | $51,033,000 | -1.4% | 174,337 | -8.1% | 3.93% | -7.2% |
| Sell | INTEL CORPsdcv 3.250% 8/0 | $38,530,000 | -22.0% | 16,787,000 | -18.6% | 2.97% | -26.5% | |
| WFCPRL | Buy | WELLS FARGO CO NEWperp pfd cnv a | $29,551,000 | +14.6% | 22,893 | +11.4% | 2.28% | +7.9% |
| Buy | MICROCHIP TECHNOLOGY INCnote 1.625% 2/1 | $24,538,000 | +9.1% | 23,053,000 | +20.1% | 1.89% | +2.8% | |
| Buy | PRICELINE GRP INCnote 0.350% 6/1 | $24,135,000 | +2.4% | 15,901,000 | +4.4% | 1.86% | -3.6% | |
| BACPRL | Buy | BANK AMER CORP7.25%cnv pfd l | $23,706,000 | +15.2% | 18,317 | +11.4% | 1.83% | +8.5% |
| BDXA | Sell | BECTON DICKINSON & CO | $23,138,000 | -7.8% | 354,022 | -12.8% | 1.78% | -13.2% |
| Buy | ANTHEM INCnote 2.750%10/1 | $22,188,000 | +22.0% | 5,878,000 | +5.6% | 1.71% | +14.9% | |
| Buy | ILLUMINA INCnote 0.500% 6/1 | $21,028,000 | +21.5% | 13,947,000 | +6.1% | 1.62% | +14.5% | |
| Buy | CHENIERE ENERGY INCnote 4.250% 3/1 | $18,141,000 | +2.8% | 22,618,000 | +1.4% | 1.40% | -3.3% | |
| New | SERVICENOW INCnote 6/0 | $16,672,000 | – | 11,196,000 | – | 1.28% | – | |
| New | ADVANCED MICRO DEVICES INCnote 2.125% 9/0 | $16,149,000 | – | 4,159,000 | – | 1.24% | – | |
| Buy | CITRIX SYS INCnote 0.500% 4/1 | $15,978,000 | +13.7% | 10,400,000 | +7.4% | 1.23% | +7.1% | |
| Buy | BLACKSTONE MTG TR INCnote 4.375% 5/0 | $15,672,000 | +30.7% | 15,704,000 | +28.4% | 1.21% | +23.0% | |
| Buy | NEUROCRINE BIOSCIENCES INCnote 2.250% 5/1 | $15,319,000 | +21.5% | 8,987,000 | +2.9% | 1.18% | +14.5% | |
| Sell | PRICELINE GRP INCnote 0.900% 9/1 | $14,749,000 | -30.0% | 12,429,000 | -29.5% | 1.14% | -34.1% | |
| Sell | RED HAT INCnote 0.250%10/0 | $14,607,000 | -12.4% | 7,908,000 | -13.6% | 1.12% | -17.6% | |
| Buy | MICROCHIP TECHNOLOGY INCnote 1.625% 2/1 | $13,800,000 | +15.8% | 9,119,000 | +33.6% | 1.06% | +9.1% | |
| Sell | NOVELLUS SYS INCnote 2.625% 5/1 | $13,669,000 | -36.6% | 2,984,000 | -28.2% | 1.05% | -40.3% | |
| HESPRA | Buy | HESS CORPdep pdf sr a | $13,524,000 | +15.5% | 170,145 | +9.2% | 1.04% | +8.8% |
| Buy | JAZZ INVESTMENTS I LTDnote 1.875% 8/1 | $13,073,000 | -0.7% | 12,220,000 | +0.9% | 1.01% | -6.5% | |
| NEEPRR | New | NEXTERA ENERGY INCunit 09/01/2019 | $12,992,000 | – | 226,595 | – | 1.00% | – |
| Buy | EXACT SCIENCES CORPdbcv 1.000% 1/1 | $12,995,000 | +22.4% | 10,518,000 | +4.2% | 1.00% | +15.3% | |
| Buy | NAVISTAR INTL CORP NEWnote 4.750% 4/1 | $12,472,000 | -0.6% | 12,310,000 | +1.1% | 0.96% | -6.3% | |
| Buy | ATLAS AIR WORLDWIDE HLDGS INnote 2.250% 6/0 | $12,212,000 | -6.0% | 10,591,000 | +0.1% | 0.94% | -11.5% | |
| SREPRA | New | SEMPRA ENERGY6% pfd conv a | $12,091,000 | – | 119,905 | – | 0.93% | – |
| FTVPRA | New | FORTIVE CORP5% pfd cnv ser a | $12,072,000 | – | 11,284 | – | 0.93% | – |
| Buy | PACIRA PHARMACEUTICALS INCnote 2.375% 4/0 | $11,900,000 | +205.8% | 11,255,000 | +167.5% | 0.92% | +188.4% | |
| New | DEXCOM INCnote 0.750% 5/1 | $10,913,000 | – | 7,131,000 | – | 0.84% | – | |
| Buy | ENVESTNET INCnote 1.750%12/1 | $10,611,000 | +8.2% | 9,662,000 | +3.4% | 0.82% | +1.9% | |
| Buy | TESLA INCnote 0.250% 3/0 | $10,491,000 | -2.5% | 10,579,000 | +8.4% | 0.81% | -8.2% | |
| Sell | REALPAGE INCnote 1.500%11/1 | $10,273,000 | -16.3% | 6,287,000 | -27.4% | 0.79% | -21.2% | |
| Sell | ISIS PHARMACEUTICALS INC DELnote 1.000%11/1 | $10,222,000 | +6.8% | 9,731,000 | -0.1% | 0.79% | +0.5% | |
| Sell | MICRON TECHNOLOGY INCnote 2.125% 2/1 | $9,790,000 | -46.9% | 2,375,000 | -38.3% | 0.75% | -50.0% | |
| AGG | Sell | ISHARES TRcore us aggbd et | $9,711,000 | -0.8% | 92,035 | -0.0% | 0.75% | -6.6% |
| Buy | KAMAN CORPnote 3.250% 5/0 | $9,319,000 | +4.1% | 7,955,000 | +7.2% | 0.72% | -1.9% | |
| Sell | ILLUMINA INCnote 6/1 | $9,292,000 | -42.4% | 6,405,000 | -53.2% | 0.72% | -45.7% | |
| Sell | ALLSCRIPTS HEALTHCARE SOLUTNnote 1.250% 7/0 | $9,260,000 | +3.7% | 8,810,000 | -0.3% | 0.71% | -2.3% | |
| Sell | INSULET CORPnote 1.250% 9/1 | $9,154,000 | -46.3% | 4,987,000 | -55.5% | 0.70% | -49.4% | |
| New | TELADOC HEALTH INCnote 3.000%12/1 | $9,102,000 | – | 4,401,000 | – | 0.70% | – | |
| CCIPRA | Buy | CROWN CASTLE INTL CORP NEW6.875% con pfd a | $9,094,000 | +9.4% | 8,406 | +8.5% | 0.70% | +3.1% |
| Buy | WRIGHT MED GROUP INCnote 2.000% 2/1 | $9,028,000 | +9.0% | 8,245,000 | +7.8% | 0.70% | +2.7% | |
| Buy | MOLINA HEALTHCARE INCnote 1.125% 1/1 | $8,903,000 | +797.5% | 2,442,000 | +495.6% | 0.69% | +746.9% | |
| Buy | TESLA INCnote 2.375% 3/1 | $8,865,000 | +143.5% | 8,693,000 | +189.8% | 0.68% | +129.2% | |
| Sell | YAHOO INCnote 12/0 | $8,855,000 | -22.0% | 6,968,000 | -16.3% | 0.68% | -26.6% | |
| Buy | RPM INTL INCnote 2.250%12/1 | $8,845,000 | +4.1% | 7,188,000 | +1.7% | 0.68% | -2.0% | |
| Buy | ON SEMICONDUCTOR CORPnote 1.000%12/0 | $8,616,000 | -11.7% | 7,429,000 | +0.2% | 0.66% | -16.8% | |
| Buy | ZILLOW GROUP INCnote 2.000%12/0 | $8,442,000 | +28.5% | 7,809,000 | +50.6% | 0.65% | +21.0% | |
| Sell | HUBSPOT INCnote 0.250% 6/0 | $7,775,000 | -10.6% | 4,732,000 | -22.2% | 0.60% | -15.8% | |
| Buy | LIBERTY MEDIA CORP DELAWAREnote 1.375%10/1 | $7,770,000 | +1.9% | 6,397,000 | +4.3% | 0.60% | -4.0% | |
| Buy | GUIDEWIRE SOFTWARE INCnote 1.250% 3/1 | $7,612,000 | +10.1% | 7,124,000 | +4.6% | 0.59% | +3.7% | |
| New | WAYFAIR INCnote 0.375% 9/0 | $7,557,000 | – | 5,000,000 | – | 0.58% | – | |
| New | II VI INCnote 0.250% 9/0 | $7,550,000 | – | 6,466,000 | – | 0.58% | – | |
| New | VERINT SYS INCnote 1.500% 6/0 | $7,413,000 | – | 7,197,000 | – | 0.57% | – | |
| New | MERITOR INCnote 3.250%10/1 | $7,145,000 | – | 7,486,000 | – | 0.55% | – | |
| New | VIAVI SOLUTIONS INCnote 1.000% 3/0 | $6,901,000 | – | 6,449,000 | – | 0.53% | – | |
| Buy | HANNON ARMSTRONG SUST INFR Cnote 4.125% 9/0 | $6,773,000 | +145.2% | 6,957,000 | +138.1% | 0.52% | +131.0% | |
| Buy | NUVASIVE INCnote 2.250% 3/1 | $6,760,000 | +125.3% | 5,339,000 | +92.7% | 0.52% | +112.7% | |
| Buy | CAESARS ENTMT CORPnote 5.000%10/0 | $6,673,000 | +4.9% | 4,097,000 | +9.5% | 0.51% | -1.2% | |
| Sell | SILICON LABORATORIES INCnote 1.375% 3/0 | $6,639,000 | -42.4% | 5,810,000 | -38.8% | 0.51% | -45.8% | |
| Buy | WRIGHT MED GROUP N Vnote 2.250%11/1 | $6,623,000 | +9.1% | 4,584,000 | +0.7% | 0.51% | +2.8% | |
| New | BIOMARIN PHARMACEUTICAL INCnote 0.599% 8/0 | $6,421,000 | – | 6,083,000 | – | 0.50% | – | |
| Buy | CHESAPEAKE ENERGY CORPnote 5.500% 9/1 | $6,425,000 | +169.4% | 6,498,000 | +176.9% | 0.50% | +153.8% | |
| Buy | TRANSOCEAN INCdeb 0.500% 1/3 | $6,398,000 | +11.4% | 4,316,000 | +7.5% | 0.49% | +4.9% | |
| Sell | ROYAL GOLD INCnote 2.875% 6/1 | $6,308,000 | -11.9% | 6,266,000 | -7.6% | 0.49% | -17.1% | |
| Sell | INTEGRATED DEVICE TECHNOLOGYnote 0.875%11/1 | $6,140,000 | -23.4% | 4,081,000 | -41.9% | 0.47% | -27.8% | |
| Buy | WHITING PETE CORP NEWnote 1.250% 4/0 | $5,996,000 | +3.9% | 6,252,000 | +3.5% | 0.46% | -2.1% | |
| FEX | Sell | FIRST TR LRGE CP CORE ALPHA | $5,947,000 | +5.0% | 95,286 | -0.2% | 0.46% | -1.1% |
| New | TWO HBRS INVT CORPnote 6.250% 1/1 | $5,870,000 | – | 5,710,000 | – | 0.45% | – | |
| Buy | ATLAS AIR WORLDWIDE HLDGS INnote 1.875% 6/0 | $5,831,000 | -4.4% | 4,830,000 | +5.0% | 0.45% | -10.0% | |
| SWP | Buy | STANLEY BLACK & DECKER INCunit 05/15/2020 | $5,780,000 | +14.2% | 52,433 | +8.9% | 0.44% | +7.5% |
| Buy | OASIS PETE INC NEWnote 2.625% 9/1 | $5,743,000 | +8.0% | 4,277,000 | +4.3% | 0.44% | +1.6% | |
| FLOT | Buy | ISHARES TRfltg rate nt etf | $5,709,000 | +905.1% | 111,939 | +905.1% | 0.44% | +856.5% |
| IFFT | New | INTERNATIONAL FLAVORS&FRAGRAunit 09/15/2021 | $5,653,000 | – | 103,750 | – | 0.44% | – |
| NYCBPRU | Buy | NEW YORK CMNTY CAP TR Vunit 11/01/2051 | $5,464,000 | +26.7% | 111,500 | +28.9% | 0.42% | +19.3% |
| Sell | 51JOB INCnote 3.250% 4/1 | $5,432,000 | -49.2% | 3,000,000 | -35.8% | 0.42% | -52.2% | |
| Buy | HURON CONSULTING GROUP INCnote 1.250%10/0 | $5,341,000 | +89.6% | 5,500,000 | +83.3% | 0.41% | +78.7% | |
| Buy | MICRON TECHNOLOGY INCnote 3.000%11/1 | $5,310,000 | +6.2% | 3,426,000 | +23.4% | 0.41% | 0.0% | |
| Buy | CYPRESS SEMICONDUCTOR CORPnote 4.500% 1/1 | $5,258,000 | -3.6% | 4,186,000 | +1.7% | 0.40% | -9.2% | |
| Buy | SEACOR HOLDINGS INCnote 3.250% 5/1 | $5,183,000 | -6.1% | 5,428,000 | +0.1% | 0.40% | -11.7% | |
| Buy | PDC ENERGY INCnote 1.125% 9/1 | $4,847,000 | +5.0% | 5,003,000 | +12.3% | 0.37% | -1.1% | |
| Sell | QUIDEL CORPnote 3.250%12/1 | $4,761,000 | -41.6% | 2,278,000 | -40.4% | 0.37% | -45.0% | |
| Buy | ARES CAP CORPnote 4.375% 1/1 | $4,753,000 | +0.9% | 4,748,000 | +1.3% | 0.37% | -4.9% | |
| Buy | HELIX ENERGY SOLUTIONS GRP Inote 4.125% 9/1 | $4,749,000 | +109.1% | 3,666,000 | +89.9% | 0.37% | +96.8% | |
| Buy | SOLARCITY CORPnote 1.625%11/0 | $4,374,000 | +4.5% | 5,000,000 | +11.1% | 0.34% | -1.5% | |
| Sell | HERBALIFE LTDnote 2.000% 8/1 | $4,257,000 | -72.7% | 3,275,000 | -72.8% | 0.33% | -74.3% | |
| Sell | DYCOM INDS INCnote 0.750% 9/1 | $4,170,000 | -18.8% | 3,759,000 | -15.2% | 0.32% | -23.6% | |
| Sell | QIAGEN NVdebt 0.375% 3/1 | $3,960,000 | -35.0% | 3,000,000 | -37.5% | 0.30% | -38.8% | |
| Sell | TESLA INCnote 1.250% 3/0 | $3,885,000 | -22.7% | 4,062,000 | -8.9% | 0.30% | -27.3% | |
| Buy | WELLS FARGO & COmtnf 0.125% 2/2 | $3,765,000 | +5.8% | 3,928,000 | +6.2% | 0.29% | -0.3% | |
| New | AIR TRANSPORT SERVICES GRP Inote 1.125%10/1 | $3,714,000 | – | 3,891,000 | – | 0.29% | – | |
| Sell | CEMEX SAB DE CVnote 3.720% 3/1 | $3,626,000 | -16.9% | 3,600,000 | -17.2% | 0.28% | -21.8% | |
| Buy | SPIRIT RLTY CAP INC NEWnote 2.875% 5/1 | $3,568,000 | +52.9% | 3,574,000 | +52.5% | 0.28% | +44.0% | |
| Buy | WEATHERFORD INTL LTDnote 5.875% 7/0 | $3,486,000 | -3.9% | 3,702,000 | +0.5% | 0.27% | -9.4% | |
| Buy | REDWOOD TR INCnote 4.750% 8/1 | $3,349,000 | +72.7% | 3,500,000 | +75.0% | 0.26% | +62.3% | |
| New | TEAM INCnote 5.000% 8/0 | $3,147,000 | – | 2,500,000 | – | 0.24% | – | |
| Buy | TWITTER INCnote 0.250% 9/1 | $3,106,000 | +120.4% | 3,205,000 | +120.6% | 0.24% | +107.8% | |
| Buy | NOVAVAX INCnote 3.750% 2/0 | $3,038,000 | +145.0% | 5,000,000 | +134.5% | 0.23% | +131.7% | |
| Sell | MACQUARIE INFRASTRUCTURE CORnote 2.875% 7/1 | $2,998,000 | -58.3% | 3,029,000 | -58.2% | 0.23% | -60.7% | |
| Buy | BLACKSTONE MTG TR INCnote 4.750% 3/1 | $2,982,000 | +104.4% | 3,000,000 | +100.0% | 0.23% | +93.3% | |
| Buy | AMERICAN RLTY CAP PPTYS INCnote 3.750%12/1 | $2,856,000 | +4.8% | 2,831,000 | +4.9% | 0.22% | -1.3% | |
| FTSL | Buy | FIRST TR EXCHANGE TRADED FDsenior ln fd | $2,774,000 | +1.1% | 57,713 | +0.5% | 0.21% | -4.9% |
| Buy | COLONY STARWOOD HOMESnote 3.500% 1/1 | $2,747,000 | +146.8% | 2,500,000 | +150.0% | 0.21% | +133.0% | |
| Buy | ARES CAP CORPnote 3.750% 2/0 | $2,692,000 | +31.3% | 2,665,000 | +30.6% | 0.21% | +23.2% | |
| New | ENCORE CAP EUROPE FIN LTDnote 4.500% 9/0 | $2,653,000 | – | 2,600,000 | – | 0.20% | – | |
| Buy | ENCORE CAP GROUP INCnote 2.875% 3/1 | $2,634,000 | +56.1% | 2,829,000 | +54.7% | 0.20% | +47.1% | |
| QTSPRB | New | QTS RLTY TR INC6.50% con pfd b | $2,625,000 | – | 25,000 | – | 0.20% | – |
| AAPL | Sell | APPLE INC | $2,348,000 | +21.2% | 10,409 | -0.5% | 0.18% | +13.8% |
| New | JAZZ INVESTMENTS I LTDnote 1.500% 8/1 | $2,285,000 | – | 2,250,000 | – | 0.18% | – | |
| Buy | INVACARE CORPnote 4.500% 6/0 | $2,222,000 | +235.1% | 2,000,000 | +300.0% | 0.17% | +216.7% | |
| GOOGL | Sell | ALPHABET INCcap stk cl a | $2,188,000 | +6.4% | 1,813 | -0.4% | 0.17% | +0.6% |
| Buy | BIOMARIN PHARMACEUTICAL INCnote 1.500%10/1 | $2,157,000 | +117.2% | 1,797,000 | +114.2% | 0.17% | +104.9% | |
| New | INFINERA CORPORATIONnote 2.125% 9/0 | $2,030,000 | – | 2,000,000 | – | 0.16% | – | |
| New | NEW MTN FIN CORPnote 5.750% 8/1 | $2,000,000 | – | 2,000,000 | – | 0.15% | – | |
| Sell | ENCORE CAP GROUP INCnote 3.000% 7/0 | $2,004,000 | -51.3% | 2,000,000 | -51.2% | 0.15% | -54.3% | |
| Sell | DANAHER CORP DELdbcv 1/2 | $1,983,000 | +9.5% | 478,000 | -0.2% | 0.15% | +3.4% | |
| MSFT | Sell | MICROSOFT CORP | $1,913,000 | +15.4% | 16,737 | -0.4% | 0.15% | +8.1% |
| Buy | HERCULES CAPITAL INCdbcv 4.375% 2/0 | $1,825,000 | +28.0% | 1,898,000 | +32.6% | 0.14% | +20.5% | |
| AMZN | Sell | AMAZON COM INC | $1,814,000 | +17.3% | 906 | -0.4% | 0.14% | +10.2% |
| Sell | PALO ALTO NETWORKS INCnote 7/0 | $1,539,000 | -68.2% | 758,000 | -70.9% | 0.12% | -69.9% | |
| XLU | Sell | SELECT SECTOR SPDR TRsbi int-utils | $1,513,000 | +0.7% | 28,744 | -0.5% | 0.12% | -4.9% |
| FPE | Sell | FIRST TR EXCHANGE-TRADED FDpfd secs inc etf | $1,485,000 | -27.7% | 77,735 | -27.9% | 0.11% | -32.1% |
| Buy | NICE SYS INCnote 1.250% 1/1 | $1,470,000 | +12.0% | 1,029,000 | +3.8% | 0.11% | +5.6% | |
| Sell | NATIONAL HEALTH INVS INCnote 3.250% 4/0 | $1,395,000 | -2.0% | 1,234,000 | -2.5% | 0.11% | -7.8% | |
| Sell | AKAMAI TECHNOLOGIES INCdbcv 2/1 | $1,322,000 | -73.7% | 1,327,000 | -73.6% | 0.10% | -75.2% | |
| JPM | Sell | JPMORGAN CHASE & CO | $1,295,000 | +7.6% | 11,499 | -0.5% | 0.10% | +2.0% |
| Buy | ALLEGHENY TECHNOLOGIES INCnote 4.750% 7/0 | $1,208,000 | +19.6% | 559,000 | +4.9% | 0.09% | +12.0% | |
| Buy | SEACOR HOLDINGS INCnote 3.000%11/1 | $1,200,000 | +0.6% | 1,240,000 | +1.5% | 0.09% | -6.1% | |
| Buy | RTI INTL METALS INCnote 1.625%10/1 | $1,185,000 | +2.2% | 1,167,000 | +1.0% | 0.09% | -4.2% | |
| IYR | Sell | ISHARES TRu.s. real es etf | $1,168,000 | -1.1% | 14,607 | -0.5% | 0.09% | -7.2% |
| New | SQUARE INCnote 0.375% 3/0 | $1,140,000 | – | 265,000 | – | 0.09% | – | |
| Buy | RTW HLDGS INCnote 5.625%11/1 | $1,123,000 | +26.6% | 1,112,000 | +26.7% | 0.09% | +19.2% | |
| Sell | ECHO GLOBAL LOGISTICS INCnote 2.500% 5/0 | $1,117,000 | -70.2% | 1,072,000 | -70.2% | 0.09% | -72.0% | |
| Sell | GOLAR LNG LTDnote 2.750% 2/1 | $1,043,000 | -65.0% | 1,000,000 | -63.6% | 0.08% | -67.2% | |
| FB | Sell | FACEBOOK INCcl a | $963,000 | -15.7% | 5,857 | -0.5% | 0.07% | -20.4% |
| UNH | Sell | UNITEDHEALTH GROUP INC | $953,000 | +7.8% | 3,586 | -0.5% | 0.07% | +1.4% |
| PFE | Sell | PFIZER INC | $904,000 | +21.0% | 20,461 | -0.6% | 0.07% | +14.8% |
| JNJ | Sell | JOHNSON & JOHNSON | $900,000 | +13.1% | 6,521 | -0.5% | 0.07% | +6.2% |
| Sell | TUTOR PERINI CORPnote 2.875% 6/1 | $862,000 | +1.5% | 846,000 | -0.2% | 0.07% | -4.3% | |
| C | Sell | CITIGROUP INC | $840,000 | +7.3% | 11,718 | -0.5% | 0.06% | +1.6% |
| Buy | MACQUARIE INFRASTRUCTURE CORnote 2.000%10/0 | $850,000 | +4.6% | 946,000 | +3.3% | 0.06% | -1.5% | |
| BRKB | Sell | BERKSHIRE HATHAWAY INC DELcl b new | $844,000 | +14.1% | 3,937 | -0.5% | 0.06% | +6.6% |
| Sell | EVERBRIDGE INCnote 1.500%11/0 | $831,000 | +14.6% | 472,000 | -3.3% | 0.06% | +8.5% | |
| HD | Sell | HOME DEPOT INC | $800,000 | +5.1% | 3,868 | -0.7% | 0.06% | 0.0% |
| Buy | AIR LEASE CORPnote 3.875%12/0 | $802,000 | +18.8% | 512,000 | +9.2% | 0.06% | +12.7% | |
| New | REDFIN CORPnote 1.750% 7/1 | $786,000 | – | 866,000 | – | 0.06% | – | |
| Sell | KB HOMEnote 1.375% 2/0 | $786,000 | -88.6% | 777,000 | -87.8% | 0.06% | -89.2% | |
| AIZP | New | ASSURANT INC6.50% conv pfd d | $778,000 | – | 6,805 | – | 0.06% | – |
| BAC | Sell | BANK AMER CORP | $744,000 | +3.8% | 25,273 | -0.5% | 0.06% | -3.4% |
| Sell | CSG SYS INTL INCnote 4.250% 3/1 | $743,000 | -4.0% | 708,000 | -3.7% | 0.06% | -9.5% | |
| EEMV | Sell | ISHARES INCmin vol emrg mkt | $656,000 | +2.5% | 11,030 | -0.4% | 0.05% | -1.9% |
| INTC | Sell | INTEL CORP | $659,000 | -4.8% | 13,907 | -0.4% | 0.05% | -10.5% |
| MA | Sell | MASTERCARD INCORPORATEDcl a | $643,000 | +12.6% | 2,883 | -0.5% | 0.05% | +6.4% |
| New | ZILLOW GROUP INCnote 1.500% 7/0 | $653,000 | – | 708,000 | – | 0.05% | – | |
| VZ | Sell | VERIZON COMMUNICATIONS INC | $640,000 | +5.6% | 11,998 | -0.4% | 0.05% | -2.0% |
| DTV | Sell | DTE ENERGY COunit 99/99/9999 | $635,000 | +1.1% | 12,195 | -0.5% | 0.05% | -3.9% |
| Sell | CTRIP COM INTL LTDnote 1.000% 7/0 | $627,000 | -88.7% | 637,000 | -87.9% | 0.05% | -89.4% | |
| IYM | Sell | ISHARES TRu.s. bas mtl etf | $608,000 | -1.0% | 6,171 | -0.5% | 0.05% | -6.0% |
| PG | Sell | PROCTER AND GAMBLE CO | $603,000 | +6.0% | 7,249 | -0.5% | 0.05% | -2.1% |
| New | RESTORATION HARDWARE HLDGS Idbcv 7/1 | $593,000 | – | 481,000 | – | 0.05% | – | |
| CSCO | Sell | CISCO SYS INC | $598,000 | +12.0% | 12,303 | -0.5% | 0.05% | +4.5% |
| T | Sell | AT&T INC | $572,000 | +4.2% | 17,069 | -0.5% | 0.04% | -2.2% |
| XOM | Sell | EXXON MOBIL CORP | $563,000 | +2.2% | 6,616 | -0.8% | 0.04% | -4.4% |
| DBJP | Sell | DBX ETF TRxtrack msci japn | $546,000 | +6.2% | 12,251 | -0.5% | 0.04% | 0.0% |
| KO | Sell | COCA COLA CO | $501,000 | +4.6% | 10,843 | -0.8% | 0.04% | 0.0% |
| Sell | INPHI CORPnote 1.125%12/0 | $501,000 | +7.3% | 435,000 | -0.7% | 0.04% | +2.6% | |
| New | RETROPHIN INCnote 2.500% 9/1 | $512,000 | – | 500,000 | – | 0.04% | – | |
| V | Sell | VISA INC | $493,000 | +13.1% | 3,284 | -0.4% | 0.04% | +5.6% |
| BA | Sell | BOEING CO | $490,000 | +9.6% | 1,326 | -0.5% | 0.04% | +2.7% |
| UNP | Sell | UNION PAC CORP | $479,000 | +13.5% | 2,953 | -0.5% | 0.04% | +5.7% |
| FDX | Sell | FEDEX CORP | $467,000 | +5.9% | 1,934 | -0.6% | 0.04% | 0.0% |
| STI | Sell | SUNTRUST BKS INC | $452,000 | +0.7% | 6,773 | -0.5% | 0.04% | -5.4% |
| AMGN | Sell | AMGEN INC | $453,000 | +11.3% | 2,190 | -0.5% | 0.04% | +6.1% |
| RTN | Sell | RAYTHEON CO | $449,000 | +6.7% | 2,162 | -0.6% | 0.04% | +2.9% |
| CVX | Sell | CHEVRON CORP NEW | $444,000 | -3.7% | 3,632 | -0.7% | 0.03% | -10.5% |
| MRK | Sell | MERCK & CO INC | $419,000 | +15.1% | 5,929 | -0.5% | 0.03% | +6.7% |
| ABT | Sell | ABBOTT LABS | $411,000 | +19.1% | 5,597 | -0.6% | 0.03% | +14.3% |
| PEP | Sell | PEPSICO INC | $420,000 | +2.7% | 3,729 | -0.5% | 0.03% | -3.0% |
| WFC | Sell | WELLS FARGO CO NEW | $420,000 | -5.2% | 8,003 | -0.4% | 0.03% | -11.1% |
| COP | Sell | CONOCOPHILLIPS | $392,000 | +10.4% | 5,057 | -0.5% | 0.03% | +3.4% |
| TMO | Sell | THERMO FISHER SCIENTIFIC INC | $376,000 | +18.2% | 1,536 | -0.5% | 0.03% | +11.5% |
| KEY | Sell | KEYCORP NEW | $378,000 | +1.3% | 19,027 | -0.4% | 0.03% | -6.5% |
| MO | Sell | ALTRIA GROUP INC | $374,000 | +6.2% | 6,183 | -0.5% | 0.03% | 0.0% |
| GD | Sell | GENERAL DYNAMICS CORP | $357,000 | +8.5% | 1,751 | -0.5% | 0.03% | +3.7% |
| ICE | Sell | INTERCONTINENTAL EXCHANGE IN | $349,000 | +1.7% | 4,640 | -0.5% | 0.03% | -3.6% |
| CELG | Sell | CELGENE CORP | $346,000 | +11.6% | 3,861 | -0.4% | 0.03% | +8.0% |
| NVDA | Sell | NVIDIA CORP | $353,000 | +18.1% | 1,254 | -0.5% | 0.03% | +12.5% |
| TXN | Sell | TEXAS INSTRS INC | $348,000 | -2.5% | 3,241 | -0.6% | 0.03% | -6.9% |
| MDT | Sell | MEDTRONIC PLC | $339,000 | +14.1% | 3,438 | -0.5% | 0.03% | +8.3% |
| TJX | Sell | TJX COS INC NEW | $343,000 | +17.1% | 3,063 | -0.5% | 0.03% | +8.3% |
| DAL | Sell | DELTA AIR LINES INC DEL | $333,000 | +16.8% | 5,733 | -0.5% | 0.03% | +13.0% |
| MCD | Sell | MCDONALDS CORP | $335,000 | +6.7% | 1,995 | -0.4% | 0.03% | 0.0% |
| COST | Sell | COSTCO WHSL CORP NEW | $325,000 | +11.7% | 1,386 | -0.5% | 0.02% | +4.2% |
| ABBV | Sell | ABBVIE INC | $325,000 | +1.6% | 3,430 | -0.5% | 0.02% | -3.8% |
| HON | Sell | HONEYWELL INTL INC | $320,000 | +14.7% | 1,925 | -0.5% | 0.02% | +8.7% |
| DIS | Sell | DISNEY WALT CO | $308,000 | +11.2% | 2,627 | -0.5% | 0.02% | +4.3% |
| LRCX | Sell | LAM RESEARCH CORP | $302,000 | -12.2% | 1,981 | -0.5% | 0.02% | -17.9% |
| ORCL | Sell | ORACLE CORP | $296,000 | +17.0% | 5,758 | -0.5% | 0.02% | +9.5% |
| MMM | Sell | 3M CO | $284,000 | +6.0% | 1,350 | -0.5% | 0.02% | 0.0% |
| CMCSA | Sell | COMCAST CORP NEWcl a | $284,000 | +7.2% | 8,056 | -0.5% | 0.02% | 0.0% |
| ATVI | New | ACTIVISION BLIZZARD INC | $287,000 | – | 3,467 | – | 0.02% | – |
| UTX | Sell | UNITED TECHNOLOGIES CORP | $268,000 | +11.2% | 1,913 | -0.5% | 0.02% | +5.0% |
| MET | Sell | METLIFE INC | $278,000 | +6.5% | 5,966 | -0.5% | 0.02% | 0.0% |
| ADBE | Sell | ADOBE SYS INC | $260,000 | +10.2% | 966 | -0.4% | 0.02% | +5.3% |
| GILD | Sell | GILEAD SCIENCES INC | $250,000 | +6.8% | 3,289 | -0.5% | 0.02% | 0.0% |
| LMT | Sell | LOCKHEED MARTIN CORP | $241,000 | +16.4% | 698 | -0.4% | 0.02% | +11.8% |
| OXY | New | OCCIDENTAL PETE CORP DEL | $251,000 | – | 3,055 | – | 0.02% | – |
| DHR | Sell | DANAHER CORP DEL | $253,000 | +9.5% | 2,322 | -0.5% | 0.02% | 0.0% |
| WMT | Sell | WALMART INC | $250,000 | +7.8% | 2,678 | -0.7% | 0.02% | 0.0% |
| AVGO | Sell | BROADCOM INC | $246,000 | +0.8% | 1,002 | -0.5% | 0.02% | -5.0% |
| AGN | Sell | ALLERGAN PLC | $228,000 | +13.4% | 1,186 | -0.5% | 0.02% | +12.5% |
| VFC | Sell | V F CORP | $228,000 | +12.9% | 2,431 | -0.5% | 0.02% | +5.9% |
| MPC | Sell | MARATHON PETE CORP | $239,000 | +14.4% | 2,975 | -0.5% | 0.02% | +5.9% |
| BKNG | Sell | BOOKING HLDGS INC | $240,000 | -2.4% | 121 | -0.8% | 0.02% | -10.0% |
| XRT | Sell | SPDR SERIES TRUSTs&p retail etf | $240,000 | +4.3% | 4,718 | -0.4% | 0.02% | -5.3% |
| BIIB | New | BIOGEN INC | $223,000 | – | 638 | – | 0.02% | – |
| PNC | Sell | PNC FINL SVCS GROUP INC | $219,000 | +1.9% | 1,598 | -0.4% | 0.02% | -5.6% |
| ACN | Sell | ACCENTURE PLC IRELAND | $222,000 | +5.7% | 1,291 | -0.5% | 0.02% | 0.0% |
| PKI | New | PERKINELMER INC | $225,000 | – | 2,313 | – | 0.02% | – |
| ETN | New | EATON CORP PLC | $217,000 | – | 2,504 | – | 0.02% | – |
| CRM | New | SALESFORCE COM INC | $226,000 | – | 1,415 | – | 0.02% | – |
| ETFC | Sell | E TRADE FINANCIAL CORP | $218,000 | -13.8% | 4,157 | -0.5% | 0.02% | -19.0% |
| BDX | New | BECTON DICKINSON & CO | $222,000 | – | 845 | – | 0.02% | – |
| DFS | New | DISCOVER FINL SVCS | $209,000 | – | 2,745 | – | 0.02% | – |
| SLB | Sell | SCHLUMBERGER LTD | $212,000 | -9.0% | 3,476 | -0.5% | 0.02% | -15.8% |
| LH | Sell | LABORATORY CORP AMER HLDGS | $203,000 | -2.9% | 1,161 | -0.4% | 0.02% | -5.9% |
| TPR | New | TAPESTRY INC | $207,000 | – | 4,105 | – | 0.02% | – |
| GS | Sell | GOLDMAN SACHS GROUP INC | $202,000 | +0.5% | 898 | -0.4% | 0.02% | 0.0% |
| EOG | Sell | EOG RES INC | $206,000 | +2.5% | 1,614 | -0.4% | 0.02% | 0.0% |
| DWDP | Sell | DOWDUPONT INC | $213,000 | -2.3% | 3,302 | -0.5% | 0.02% | -11.1% |
| PXD | Sell | PIONEER NAT RES CO | $209,000 | -8.7% | 1,196 | -0.4% | 0.02% | -15.8% |
| ARCC | Sell | ARES CAP CORP | $200,000 | +4.2% | 11,610 | -0.4% | 0.02% | -6.2% |
| PM | New | PHILIP MORRIS INTL INC | $200,000 | – | 2,446 | – | 0.02% | – |
| GE | Sell | GENERAL ELECTRIC CO | $190,000 | -17.0% | 16,688 | -0.4% | 0.02% | -21.1% |
| Buy | INTERDIGITAL INCnote 1.500% 3/0 | $123,000 | +2.5% | 105,000 | +5.0% | 0.01% | -10.0% | |
| Exit | JANUS HENDERSON GROUP PLCnote 0.750% 7/1 | $0 | – | -15,000 | – | -0.00% | – | |
| Exit | INCYTE CORPnote 0.375%11/1 | $0 | – | -45,000 | – | -0.01% | – | |
| Exit | STARWOOD PPTY TR INCnote 4.000% 1/1 | $0 | – | -72,000 | – | -0.01% | – | |
| Exit | MERITOR INCnote 7.875% 3/0 | $0 | – | -59,000 | – | -0.01% | – | |
| LOW | Exit | LOWES COS INC | $0 | – | -2,265 | – | -0.02% | – |
| ITB | Exit | ISHARES TRus home cons etf | $0 | – | -5,954 | – | -0.02% | – |
| AET | Exit | AETNA INC NEW | $0 | – | -1,809 | – | -0.03% | – |
| Exit | FINISAR CORPnote 0.500%12/1 | $0 | – | -635,000 | – | -0.05% | – | |
| Exit | JDS UNIPHASE CORPdbcv 0.625% 8/1 | $0 | – | -708,000 | – | -0.06% | – | |
| Exit | ARBOR RLTY TR INCnote 5.375%11/1 | $0 | – | -812,000 | – | -0.07% | – | |
| Exit | TWITTER INCnote 1.000% 9/1 | $0 | – | -1,000,000 | – | -0.08% | – | |
| Exit | LABORATORY CORP AMER HLDGSnote 9/1 | $0 | – | -518,000 | – | -0.10% | – | |
| Exit | B2GOLD CORPnote 3.250%10/0 | $0 | – | -1,500,000 | – | -0.12% | – | |
| Exit | DEPOMED INCnote 2.500% 9/0 | $0 | – | -2,000,000 | – | -0.13% | – | |
| Exit | ENDOLOGIX INCnote 3.250%11/0 | $0 | – | -2,000,000 | – | -0.15% | – | |
| Exit | DISH NETWORK CORPnote 3.375% 8/1 | $0 | – | -2,000,000 | – | -0.16% | – | |
| Exit | AMERICAN RLTY CAP PPTYS INCnote 3.000% 8/0 | $0 | – | -2,025,000 | – | -0.17% | – | |
| Exit | FIDELITY NATIONAL FINANCIALnote 4.250% 8/1 | $0 | – | -745,000 | – | -0.18% | – | |
| Exit | CHART INDS INCnote 2.000% 8/0 | $0 | – | -2,236,000 | – | -0.18% | – | |
| Exit | ACORDA THERAPEUTICS INCnote 1.750% 6/1 | $0 | – | -3,750,000 | – | -0.30% | – | |
| Exit | PROOFPOINT INCdbcv 0.750% 6/1 | $0 | – | -3,309,000 | – | -0.40% | – | |
| Exit | COLONY CAP INCnote 3.875% 1/1 | $0 | – | -5,970,000 | – | -0.46% | – | |
| IRDMB | Exit | IRIDIUM COMMUNICATIONS INCperp pfd cnv b | $0 | – | -11,500 | – | -0.51% | – |
| Exit | WAYFAIR INCnote 0.375% 9/0 | $0 | – | -5,000,000 | – | -0.53% | – | |
| Exit | STARWOOD WAYPOINT RESIDENTLnote 3.000% 7/0 | $0 | – | -5,268,000 | – | -0.54% | – | |
| Exit | MOLINA HEALTHCARE INCdbcv 1.625% 8/1 | $0 | – | -5,322,000 | – | -0.73% | – | |
| Exit | TTM TECHNOLOGIES INCnote 1.750%12/1 | $0 | – | -4,900,000 | – | -0.75% | – | |
| NEEPRQ | Exit | NEXTERA ENERGY INCunit 08/31/2018 | $0 | – | -161,670 | – | -0.98% | – |
Q2 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| IVV | New | ISHARES TRcore s&p500 etf | $51,781,000 | – | 189,639 | – | 4.24% | – |
| New | INTEL CORPsdcv 3.250% 8/0 | $49,374,000 | – | 20,628,000 | – | 4.04% | – | |
| WFCPRL | New | WELLS FARGO CO NEWperp pfd cnv a | $25,791,000 | – | 20,552 | – | 2.11% | – |
| BDXA | New | BECTON DICKINSON & CO | $25,107,000 | – | 405,817 | – | 2.05% | – |
| New | PRICELINE GRP INCnote 0.350% 6/1 | $23,578,000 | – | 15,230,000 | – | 1.93% | – | |
| New | MICROCHIP TECHNOLOGY INCnote 1.625% 2/1 | $22,487,000 | – | 19,197,000 | – | 1.84% | – | |
| New | NOVELLUS SYS INCnote 2.625% 5/1 | $21,550,000 | – | 4,154,000 | – | 1.76% | – | |
| New | PRICELINE GRP INCnote 0.900% 9/1 | $21,075,000 | – | 17,641,000 | – | 1.72% | – | |
| BACPRL | New | BANK AMER CORP7.25%cnv pfd l | $20,571,000 | – | 16,446 | – | 1.68% | – |
| New | MICRON TECHNOLOGY INCnote 2.125% 2/1 | $18,437,000 | – | 3,851,000 | – | 1.51% | – | |
| New | ANTHEM INCnote 2.750%10/1 | $18,193,000 | – | 5,568,000 | – | 1.49% | – | |
| New | CHENIERE ENERGY INCnote 4.250% 3/1 | $17,655,000 | – | 22,300,000 | – | 1.44% | – | |
| New | ILLUMINA INCnote 0.500% 6/1 | $17,303,000 | – | 13,140,000 | – | 1.42% | – | |
| New | INSULET CORPnote 1.250% 9/1 | $17,041,000 | – | 11,217,000 | – | 1.39% | – | |
| New | RED HAT INCnote 0.250%10/0 | $16,684,000 | – | 9,156,000 | – | 1.36% | – | |
| New | ILLUMINA INCnote 6/1 | $16,120,000 | – | 13,689,000 | – | 1.32% | – | |
| New | HERBALIFE LTDnote 2.000% 8/1 | $15,597,000 | – | 12,057,000 | – | 1.28% | – | |
| New | CITRIX SYS INCnote 0.500% 4/1 | $14,053,000 | – | 9,679,000 | – | 1.15% | – | |
| New | JAZZ INVESTMENTS I LTDnote 1.875% 8/1 | $13,171,000 | – | 12,117,000 | – | 1.08% | – | |
| New | ATLAS AIR WORLDWIDE HLDGS INnote 2.250% 6/0 | $12,992,000 | – | 10,583,000 | – | 1.06% | – | |
| New | NEUROCRINE BIOSCIENCES INCnote 2.250% 5/1 | $12,609,000 | – | 8,736,000 | – | 1.03% | – | |
| New | NAVISTAR INTL CORP NEWnote 4.750% 4/1 | $12,544,000 | – | 12,174,000 | – | 1.03% | – | |
| New | REALPAGE INCnote 1.500%11/1 | $12,279,000 | – | 8,664,000 | – | 1.00% | – | |
| New | BLACKSTONE MTG TR INCnote 4.375% 5/0 | $11,995,000 | – | 12,229,000 | – | 0.98% | – | |
| NEEPRQ | New | NEXTERA ENERGY INCunit 08/31/2018 | $11,988,000 | – | 161,670 | – | 0.98% | – |
| New | MICROCHIP TECHNOLOGY INCnote 1.625% 2/1 | $11,914,000 | – | 6,827,000 | – | 0.97% | – | |
| HESPRA | New | HESS CORPdep pdf sr a | $11,708,000 | – | 155,805 | – | 0.96% | – |
| New | SILICON LABORATORIES INCnote 1.375% 3/0 | $11,532,000 | – | 9,487,000 | – | 0.94% | – | |
| New | YAHOO INCnote 12/0 | $11,352,000 | – | 8,323,000 | – | 0.93% | – | |
| New | TESLA INCnote 0.250% 3/0 | $10,760,000 | – | 9,763,000 | – | 0.88% | – | |
| New | 51JOB INCnote 3.250% 4/1 | $10,701,000 | – | 4,671,000 | – | 0.88% | – | |
| New | EXACT SCIENCES CORPdbcv 1.000% 1/1 | $10,615,000 | – | 10,097,000 | – | 0.87% | – | |
| New | ENVESTNET INCnote 1.750%12/1 | $9,811,000 | – | 9,343,000 | – | 0.80% | – | |
| AGG | New | ISHARES TRcore us aggbd et | $9,787,000 | – | 92,065 | – | 0.80% | – |
| New | ON SEMICONDUCTOR CORPnote 1.000%12/0 | $9,759,000 | – | 7,415,000 | – | 0.80% | – | |
| New | ISIS PHARMACEUTICALS INC DELnote 1.000%11/1 | $9,573,000 | – | 9,742,000 | – | 0.78% | – | |
| New | TTM TECHNOLOGIES INCnote 1.750%12/1 | $9,130,000 | – | 4,900,000 | – | 0.75% | – | |
| New | MOLINA HEALTHCARE INCdbcv 1.625% 8/1 | $8,968,000 | – | 5,322,000 | – | 0.73% | – | |
| New | KAMAN CORPnote 3.250% 5/0 | $8,955,000 | – | 7,423,000 | – | 0.73% | – | |
| New | ALLSCRIPTS HEALTHCARE SOLUTNnote 1.250% 7/0 | $8,930,000 | – | 8,833,000 | – | 0.73% | – | |
| New | HUBSPOT INCnote 0.250% 6/0 | $8,696,000 | – | 6,085,000 | – | 0.71% | – | |
| New | RPM INTL INCnote 2.250%12/1 | $8,496,000 | – | 7,066,000 | – | 0.70% | – | |
| CCIPRA | New | CROWN CASTLE INTL CORP NEW6.875% con pfd a | $8,312,000 | – | 7,750 | – | 0.68% | – |
| New | WRIGHT MED GROUP INCnote 2.000% 2/1 | $8,279,000 | – | 7,651,000 | – | 0.68% | – | |
| New | QUIDEL CORPnote 3.250%12/1 | $8,159,000 | – | 3,824,000 | – | 0.67% | – | |
| New | INTEGRATED DEVICE TECHNOLOGYnote 0.875%11/1 | $8,011,000 | – | 7,027,000 | – | 0.66% | – | |
| New | LIBERTY MEDIA CORP DELAWAREnote 1.375%10/1 | $7,628,000 | – | 6,133,000 | – | 0.62% | – | |
| New | IRONWOOD PHARMACEUTICALS INCdbcv 2.250% 6/1 | $7,620,000 | – | 5,700,000 | – | 0.62% | – | |
| New | MACQUARIE INFRASTRUCTURE CORnote 2.875% 7/1 | $7,184,000 | – | 7,240,000 | – | 0.59% | – | |
| New | ROYAL GOLD INCnote 2.875% 6/1 | $7,163,000 | – | 6,778,000 | – | 0.59% | – | |
| New | GUIDEWIRE SOFTWARE INCnote 1.250% 3/1 | $6,911,000 | – | 6,811,000 | – | 0.56% | – | |
| New | KB HOMEnote 1.375% 2/0 | $6,884,000 | – | 6,346,000 | – | 0.56% | – | |
| New | STARWOOD WAYPOINT RESIDENTLnote 3.000% 7/0 | $6,648,000 | – | 5,268,000 | – | 0.54% | – | |
| New | LIBERTY MEDIA CORPdeb 3.500% 1/1 | $6,636,000 | – | 10,500,000 | – | 0.54% | – | |
| New | ZILLOW GROUP INCnote 2.000%12/0 | $6,568,000 | – | 5,184,000 | – | 0.54% | – | |
| DYNC | New | VISTRA ENERGY CORPunit 02/02/2024 | $6,518,000 | – | 69,000 | – | 0.53% | – |
| New | PENNYMAC CORPnote 5.375% 5/0 | $6,500,000 | – | 6,500,000 | – | 0.53% | – | |
| New | WAYFAIR INCnote 0.375% 9/0 | $6,441,000 | – | 5,000,000 | – | 0.53% | – | |
| New | CAESARS ENTMT CORPnote 5.000%10/0 | $6,363,000 | – | 3,743,000 | – | 0.52% | – | |
| New | THERAVANCE INCnote 2.125% 1/1 | $6,306,000 | – | 6,500,000 | – | 0.52% | – | |
| IRDMB | New | IRIDIUM COMMUNICATIONS INCperp pfd cnv b | $6,229,000 | – | 11,500 | – | 0.51% | – |
| New | ATLAS AIR WORLDWIDE HLDGS INnote 1.875% 6/0 | $6,097,000 | – | 4,600,000 | – | 0.50% | – | |
| New | QIAGEN NVdebt 0.375% 3/1 | $6,092,000 | – | 4,800,000 | – | 0.50% | – | |
| New | WRIGHT MED GROUP N Vnote 2.250%11/1 | $6,069,000 | – | 4,550,000 | – | 0.50% | – | |
| New | J2 GLOBAL INCnote 3.250% 6/1 | $5,812,000 | – | 4,300,000 | – | 0.48% | – | |
| New | WHITING PETE CORP NEWnote 1.250% 4/0 | $5,770,000 | – | 6,042,000 | – | 0.47% | – | |
| New | TRANSOCEAN INCdeb 0.500% 1/3 | $5,743,000 | – | 4,015,000 | – | 0.47% | – | |
| New | COLONY CAP INCnote 3.875% 1/1 | $5,672,000 | – | 5,970,000 | – | 0.46% | – | |
| FEX | New | FIRST TR LRGE CP CORE ALPHA | $5,663,000 | – | 95,462 | – | 0.46% | – |
| New | AMAG PHARMACEUTICALS INCnote 3.250% 6/0 | $5,615,000 | – | 5,500,000 | – | 0.46% | – | |
| New | RENEWABLE ENERGY GROUP INCnote 4.000% 6/1 | $5,534,000 | – | 3,108,000 | – | 0.45% | – | |
| New | CTRIP COM INTL LTDnote 1.000% 7/0 | $5,529,000 | – | 5,252,000 | – | 0.45% | – | |
| New | SEACOR HOLDINGS INCnote 3.250% 5/1 | $5,522,000 | – | 5,422,000 | – | 0.45% | – | |
| New | INSMED INCnote 1.750% 1/1 | $5,508,000 | – | 6,000,000 | – | 0.45% | – | |
| New | CYPRESS SEMICONDUCTOR CORPnote 4.500% 1/1 | $5,453,000 | – | 4,115,000 | – | 0.45% | – | |
| New | CLEVELAND CLIFFS INCdbcv 1.500% 1/1 | $5,435,000 | – | 4,500,000 | – | 0.44% | – | |
| New | SILVER STD RES INCnote 2.875% 2/0 | $5,428,000 | – | 5,500,000 | – | 0.44% | – | |
| New | OASIS PETE INC NEWnote 2.625% 9/1 | $5,320,000 | – | 4,101,000 | – | 0.44% | – | |
| New | APOLLO COML REAL EST FIN INCnote 4.750% 8/2 | $5,296,000 | – | 5,350,000 | – | 0.43% | – | |
| New | PROSPECT CAPITAL CORPORATIONnote 4.750% 4/1 | $5,243,000 | – | 5,250,000 | – | 0.43% | – | |
| New | DYCOM INDS INCnote 0.750% 9/1 | $5,136,000 | – | 4,435,000 | – | 0.42% | – | |
| SWP | New | STANLEY BLACK & DECKER INCunit 05/15/2020 | $5,062,000 | – | 48,153 | – | 0.41% | – |
| New | AKAMAI TECHNOLOGIES INCdbcv 2/1 | $5,024,000 | – | 5,018,000 | – | 0.41% | – | |
| New | TESLA INCnote 1.250% 3/0 | $5,023,000 | – | 4,459,000 | – | 0.41% | – | |
| New | MICRON TECHNOLOGY INCnote 3.000%11/1 | $4,999,000 | – | 2,777,000 | – | 0.41% | – | |
| LMBS | New | FIRST TR EXCHANGE TRADED FDfst low oppt eft | $4,934,000 | – | 96,472 | – | 0.40% | – |
| New | PROOFPOINT INCdbcv 0.750% 6/1 | $4,853,000 | – | 3,309,000 | – | 0.40% | – | |
| New | PALO ALTO NETWORKS INCnote 7/0 | $4,835,000 | – | 2,601,000 | – | 0.40% | – | |
| New | ARES CAP CORPnote 4.375% 1/1 | $4,711,000 | – | 4,687,000 | – | 0.38% | – | |
| New | ENSCO JERSEY FIN LTDnote 3.000% 1/3 | $4,643,000 | – | 5,000,000 | – | 0.38% | – | |
| New | PDC ENERGY INCnote 1.125% 9/1 | $4,615,000 | – | 4,457,000 | – | 0.38% | – | |
| New | AEROJET ROCKETDYNE HLDGS INCnote 2.250%12/1 | $4,522,000 | – | 3,500,000 | – | 0.37% | – | |
| New | CEMEX SAB DE CVnote 3.720% 3/1 | $4,364,000 | – | 4,350,000 | – | 0.36% | – | |
| New | OSI SYSTEMS INCnote 1.250% 9/0 | $4,345,000 | – | 4,500,000 | – | 0.36% | – | |
| NYCBPRU | New | NEW YORK CMNTY CAP TR Vunit 11/01/2051 | $4,312,000 | – | 86,500 | – | 0.35% | – |
| New | PORTFOLIO RECOVERY ASSOCS INnote 3.000% 8/0 | $4,266,000 | – | 4,438,000 | – | 0.35% | – | |
| New | SOLARCITY CORPnote 1.625%11/0 | $4,187,000 | – | 4,500,000 | – | 0.34% | – | |
| New | ALDER BIOPHARMACEUTICALS INCnote 2.500% 2/0 | $4,155,000 | – | 4,000,000 | – | 0.34% | – | |
| New | ENCORE CAP GROUP INCnote 3.000% 7/0 | $4,115,000 | – | 4,100,000 | – | 0.34% | – | |
| New | YANDEX NVnote 1.125%12/1 | $3,913,000 | – | 3,973,000 | – | 0.32% | – | |
| New | PACIRA PHARMACEUTICALS INCnote 2.375% 4/0 | $3,892,000 | – | 4,208,000 | – | 0.32% | – | |
| New | ECHO GLOBAL LOGISTICS INCnote 2.500% 5/0 | $3,751,000 | – | 3,593,000 | – | 0.31% | – | |
| VRTSP | New | VIRTUS INVT PARTNERS INCpfd cv ser d | $3,735,000 | – | 34,501 | – | 0.30% | – |
| New | RADIUS HEALTH INCnote 3.000% 9/0 | $3,709,000 | – | 4,000,000 | – | 0.30% | – | |
| New | TESLA INCnote 2.375% 3/1 | $3,640,000 | – | 3,000,000 | – | 0.30% | – | |
| New | WEATHERFORD INTL LTDnote 5.875% 7/0 | $3,627,000 | – | 3,685,000 | – | 0.30% | – | |
| New | ACORDA THERAPEUTICS INCnote 1.750% 6/1 | $3,624,000 | – | 3,750,000 | – | 0.30% | – | |
| New | WELLS FARGO & COmtnf 0.125% 2/2 | $3,559,000 | – | 3,700,000 | – | 0.29% | – | |
| New | GRANITE PT MTG TR INCnote 5.625%12/0 | $3,559,000 | – | 3,500,000 | – | 0.29% | – | |
| New | FORESTAR GROUP INCnote 3.750% 3/0 | $3,533,000 | – | 3,560,000 | – | 0.29% | – | |
| New | KNOWLES CORPnote 3.250%11/0 | $3,342,000 | – | 3,000,000 | – | 0.27% | – | |
| TBF | New | PROSHARES TRshrt 20+yr tre | $3,320,000 | – | 146,634 | – | 0.27% | – |
| New | MEDICINES COnote 2.750% 7/1 | $3,117,000 | – | 3,100,000 | – | 0.26% | – | |
| New | HORIZON PHARMA INVT LTDnote 2.500% 3/1 | $3,110,000 | – | 3,250,000 | – | 0.25% | – | |
| New | NUVASIVE INCnote 2.250% 3/1 | $3,000,000 | – | 2,771,000 | – | 0.24% | – | |
| New | GOLAR LNG LTDnote 2.750% 2/1 | $2,981,000 | – | 2,750,000 | – | 0.24% | – | |
| New | THERAVANCE BIOPHARMA INCnote 3.250%11/0 | $2,939,000 | – | 3,007,000 | – | 0.24% | – | |
| New | HURON CONSULTING GROUP INCnote 1.250%10/0 | $2,817,000 | – | 3,000,000 | – | 0.23% | – | |
| New | TCP CAP CORPnote 5.250%12/1 | $2,784,000 | – | 2,750,000 | – | 0.23% | – | |
| New | HANNON ARMSTRONG SUST INFR Cnote 4.125% 9/0 | $2,762,000 | – | 2,922,000 | – | 0.23% | – | |
| New | CLOVIS ONCOLOGY INCnote 1.250% 5/0 | $2,758,000 | – | 3,000,000 | – | 0.23% | – | |
| FTSL | New | FIRST TR EXCHANGE TRADED FDsenior ln fd | $2,745,000 | – | 57,438 | – | 0.22% | – |
| New | AMERICAN RLTY CAP PPTYS INCnote 3.750%12/1 | $2,726,000 | – | 2,698,000 | – | 0.22% | – | |
| FTXO | New | FIRST TR EXCHANGE TRADED FDnasdaq bk etf | $2,729,000 | – | 95,810 | – | 0.22% | – |
| IYW | New | ISHARES TRu.s. tech etf | $2,704,000 | – | 15,179 | – | 0.22% | – |
| New | PRA GROUP INCnote 3.500% 6/0 | $2,660,000 | – | 2,500,000 | – | 0.22% | – | |
| New | VEECO INSTRS INC DELnote 2.700% 1/1 | $2,639,000 | – | 3,000,000 | – | 0.22% | – | |
| New | SUNPOWER CORPdbcv 4.000% 1/1 | $2,591,000 | – | 3,198,000 | – | 0.21% | – | |
| New | HARMONIC INCnote 4.000%12/0 | $2,549,000 | – | 2,500,000 | – | 0.21% | – | |
| New | CHESAPEAKE ENERGY CORPnote 5.500% 9/1 | $2,385,000 | – | 2,347,000 | – | 0.20% | – | |
| New | SPIRIT RLTY CAP INC NEWnote 2.875% 5/1 | $2,333,000 | – | 2,344,000 | – | 0.19% | – | |
| New | HELIX ENERGY SOLUTIONS GRP Inote 4.125% 9/1 | $2,271,000 | – | 1,930,000 | – | 0.19% | – | |
| New | CHART INDS INCnote 2.000% 8/0 | $2,236,000 | – | 2,236,000 | – | 0.18% | – | |
| New | FIDELITY NATIONAL FINANCIALnote 4.250% 8/1 | $2,203,000 | – | 745,000 | – | 0.18% | – | |
| New | SHIP FIN INTL LTDnote 4.875% 5/0 | $2,075,000 | – | 2,000,000 | – | 0.17% | – | |
| FPE | New | FIRST TR EXCHANGE-TRADED FDpfd secs inc etf | $2,055,000 | – | 107,781 | – | 0.17% | – |
| GOOGL | New | ALPHABET INCcap stk cl a | $2,056,000 | – | 1,821 | – | 0.17% | – |
| New | ARES CAP CORPnote 3.750% 2/0 | $2,050,000 | – | 2,040,000 | – | 0.17% | – | |
| New | AMERICAN RLTY CAP PPTYS INCnote 3.000% 8/0 | $2,025,000 | – | 2,025,000 | – | 0.17% | – | |
| New | EZCORP INCnote 2.125% 6/1 | $2,025,000 | – | 2,000,000 | – | 0.17% | – | |
| FXH | New | FIRST TR EXCHANGE TRADED FDhlth care alph | $2,011,000 | – | 27,090 | – | 0.16% | – |
| New | SYNAPTICS INCnote 0.500% 6/1 | $1,962,000 | – | 2,000,000 | – | 0.16% | – | |
| New | REDWOOD TR INCnote 5.625% 7/1 | $1,959,000 | – | 2,000,000 | – | 0.16% | – | |
| New | REDWOOD TR INCnote 4.750% 8/1 | $1,939,000 | – | 2,000,000 | – | 0.16% | – | |
| AAPL | New | APPLE INC | $1,938,000 | – | 10,461 | – | 0.16% | – |
| New | DISH NETWORK CORPnote 3.375% 8/1 | $1,914,000 | – | 2,000,000 | – | 0.16% | – | |
| New | ENDOLOGIX INCnote 3.250%11/0 | $1,828,000 | – | 2,000,000 | – | 0.15% | – | |
| New | DANAHER CORP DELdbcv 1/2 | $1,811,000 | – | 479,000 | – | 0.15% | – | |
| New | NVIDIA CORPnote 1.000%12/0 | $1,804,000 | – | 153,000 | – | 0.15% | – | |
| New | ENCORE CAP GROUP INCnote 2.875% 3/1 | $1,687,000 | – | 1,829,000 | – | 0.14% | – | |
| MSFT | New | MICROSOFT CORP | $1,657,000 | – | 16,796 | – | 0.14% | – |
| New | DEPOMED INCnote 2.500% 9/0 | $1,633,000 | – | 2,000,000 | – | 0.13% | – | |
| AMZN | New | AMAZON COM INC | $1,547,000 | – | 910 | – | 0.13% | – |
| XLU | New | SELECT SECTOR SPDR TRsbi int-utils | $1,502,000 | – | 28,891 | – | 0.12% | – |
| New | B2GOLD CORPnote 3.250%10/0 | $1,499,000 | – | 1,500,000 | – | 0.12% | – | |
| New | CARBONITE INCnote 2.500% 4/0 | $1,482,000 | – | 1,000,000 | – | 0.12% | – | |
| New | BLACKSTONE MTG TR INCnote 4.750% 3/1 | $1,459,000 | – | 1,500,000 | – | 0.12% | – | |
| New | UNISYS CORPnote 5.500% 3/0 | $1,451,000 | – | 967,000 | – | 0.12% | – | |
| New | HERCULES CAPITAL INCdbcv 4.375% 2/0 | $1,426,000 | – | 1,431,000 | – | 0.12% | – | |
| New | NATIONAL HEALTH INVS INCnote 3.250% 4/0 | $1,424,000 | – | 1,265,000 | – | 0.12% | – | |
| New | TWITTER INCnote 0.250% 9/1 | $1,409,000 | – | 1,453,000 | – | 0.12% | – | |
| New | FIREEYE INCnote 1.625% 6/0 | $1,370,000 | – | 1,500,000 | – | 0.11% | – | |
| TBT | New | PROSHARES TR | $1,353,000 | – | 37,632 | – | 0.11% | – |
| New | NICE SYS INCnote 1.250% 1/1 | $1,313,000 | – | 991,000 | – | 0.11% | – | |
| New | LABORATORY CORP AMER HLDGSnote 9/1 | $1,251,000 | – | 518,000 | – | 0.10% | – | |
| New | NOVAVAX INCnote 3.750% 2/0 | $1,240,000 | – | 2,132,000 | – | 0.10% | – | |
| New | FLEXION THERAPEUTICS INCnote 3.375% 5/0 | $1,223,000 | – | 1,000,000 | – | 0.10% | – | |
| New | SEACOR HOLDINGS INCnote 3.000%11/1 | $1,193,000 | – | 1,222,000 | – | 0.10% | – | |
| JPM | New | JPMORGAN CHASE & CO | $1,203,000 | – | 11,560 | – | 0.10% | – |
| IYR | New | ISHARES TRu.s. real es etf | $1,181,000 | – | 14,674 | – | 0.10% | – |
| New | RTI INTL METALS INCnote 1.625%10/1 | $1,159,000 | – | 1,156,000 | – | 0.10% | – | |
| FB | New | FACEBOOK INCcl a | $1,142,000 | – | 5,884 | – | 0.09% | – |
| New | CONSOLIDATED TOMOKA LD COnote 4.500% 3/1 | $1,115,000 | – | 1,067,000 | – | 0.09% | – | |
| New | COLONY STARWOOD HOMESnote 3.500% 1/1 | $1,113,000 | – | 1,000,000 | – | 0.09% | – | |
| New | ALLEGHENY TECHNOLOGIES INCnote 4.750% 7/0 | $1,010,000 | – | 533,000 | – | 0.08% | – | |
| New | MOLINA HEALTHCARE INCnote 1.125% 1/1 | $992,000 | – | 410,000 | – | 0.08% | – | |
| FDN | New | FIRST TR EXCHANGE TRADED FDdj internt idx | $992,000 | – | 7,205 | – | 0.08% | – |
| New | BIOMARIN PHARMACEUTICAL INCnote 1.500%10/1 | $993,000 | – | 839,000 | – | 0.08% | – | |
| RPTPRD | New | RAMCO-GERSHENSON PPTYS TRperp pfd-d cv | $994,000 | – | 18,912 | – | 0.08% | – |
| New | TWITTER INCnote 1.000% 9/1 | $967,000 | – | 1,000,000 | – | 0.08% | – | |
| KMB | New | KIMBERLY CLARK CORP | $915,000 | – | 8,685 | – | 0.08% | – |
| New | ARBOR RLTY TR INCnote 5.375%11/1 | $901,000 | – | 812,000 | – | 0.07% | – | |
| New | RTW HLDGS INCnote 5.625%11/1 | $887,000 | – | 878,000 | – | 0.07% | – | |
| UNH | New | UNITEDHEALTH GROUP INC | $884,000 | – | 3,605 | – | 0.07% | – |
| New | TUTOR PERINI CORPnote 2.875% 6/1 | $849,000 | – | 848,000 | – | 0.07% | – | |
| SJIU | New | SOUTH JERSEY INDS INCunit 99/99/9999 | $818,000 | – | 15,000 | – | 0.07% | – |
| New | PHOTRONICS INCnote 3.250% 4/0 | $819,000 | – | 800,000 | – | 0.07% | – | |
| New | MACQUARIE INFRASTRUCTURE CORnote 2.000%10/0 | $813,000 | – | 916,000 | – | 0.07% | – | |
| JNJ | New | JOHNSON & JOHNSON | $796,000 | – | 6,557 | – | 0.06% | – |
| L | New | LOEWS CORP | $799,000 | – | 16,540 | – | 0.06% | – |
| C | New | CITIGROUP INC | $783,000 | – | 11,771 | – | 0.06% | – |
| New | CSG SYS INTL INCnote 4.250% 3/1 | $774,000 | – | 735,000 | – | 0.06% | – | |
| HD | New | HOME DEPOT INC | $761,000 | – | 3,897 | – | 0.06% | – |
| PFE | New | PFIZER INC | $747,000 | – | 20,592 | – | 0.06% | – |
| BRKB | New | BERKSHIRE HATHAWAY INC DELcl b new | $740,000 | – | 3,956 | – | 0.06% | – |
| New | NABORS INDS INC NEWnote 0.750% 1/1 | $731,000 | – | 925,000 | – | 0.06% | – | |
| BAC | New | BANK AMER CORP | $717,000 | – | 25,404 | – | 0.06% | – |
| New | EVERBRIDGE INCnote 1.500%11/0 | $725,000 | – | 488,000 | – | 0.06% | – | |
| New | JDS UNIPHASE CORPdbcv 0.625% 8/1 | $708,000 | – | 708,000 | – | 0.06% | – | |
| INTC | New | INTEL CORP | $692,000 | – | 13,965 | – | 0.06% | – |
| New | AIR LEASE CORPnote 3.875%12/0 | $675,000 | – | 469,000 | – | 0.06% | – | |
| New | INVACARE CORPnote 4.500% 6/0 | $663,000 | – | 500,000 | – | 0.05% | – | |
| New | SPIRIT RLTY CAP INC NEWnote 3.750% 5/1 | $652,000 | – | 650,000 | – | 0.05% | – | |
| New | FINISAR CORPnote 0.500%12/1 | $633,000 | – | 635,000 | – | 0.05% | – | |
| EEMV | New | ISHARES INCmin vol emrg mkt | $640,000 | – | 11,076 | – | 0.05% | – |
| DTV | New | DTE ENERGY COunit 99/99/9999 | $628,000 | – | 12,260 | – | 0.05% | – |
| IWD | New | ISHARES TRrus 1000 val etf | $627,000 | – | 5,167 | – | 0.05% | – |
| VZ | New | VERIZON COMMUNICATIONS INC | $606,000 | – | 12,049 | – | 0.05% | – |
| IYM | New | ISHARES TRu.s. bas mtl etf | $614,000 | – | 6,199 | – | 0.05% | – |
| EPRPRC | New | EPR PPTYSpfd c cnv 5.75% | $588,000 | – | 21,992 | – | 0.05% | – |
| PG | New | PROCTER AND GAMBLE CO | $569,000 | – | 7,282 | – | 0.05% | – |
| MA | New | MASTERCARD INCORPORATEDcl a | $571,000 | – | 2,897 | – | 0.05% | – |
| New | BRISTOW GROUP INCnote 4.500% 6/0 | $572,000 | – | 500,000 | – | 0.05% | – | |
| FLOT | New | ISHARES TRfltg rate nt etf | $568,000 | – | 11,137 | – | 0.05% | – |
| XOM | New | EXXON MOBIL CORP | $551,000 | – | 6,669 | – | 0.04% | – |
| T | New | AT&T INC | $549,000 | – | 17,160 | – | 0.04% | – |
| CSCO | New | CISCO SYS INC | $534,000 | – | 12,371 | – | 0.04% | – |
| DBJP | New | DBX ETF TRxtrack msci japn | $514,000 | – | 12,314 | – | 0.04% | – |
| New | WESTERN ASSET MTG CAP CORPnote 6.750%10/0 | $504,000 | – | 500,000 | – | 0.04% | – | |
| KO | New | COCA COLA CO | $479,000 | – | 10,931 | – | 0.04% | – |
| CVX | New | CHEVRON CORP NEW | $461,000 | – | 3,659 | – | 0.04% | – |
| New | INPHI CORPnote 1.125%12/0 | $467,000 | – | 438,000 | – | 0.04% | – | |
| STI | New | SUNTRUST BKS INC | $449,000 | – | 6,805 | – | 0.04% | – |
| BA | New | BOEING CO | $447,000 | – | 1,332 | – | 0.04% | – |
| V | New | VISA INC | $436,000 | – | 3,296 | – | 0.04% | – |
| FDX | New | FEDEX CORP | $441,000 | – | 1,945 | – | 0.04% | – |
| WFC | New | WELLS FARGO CO NEW | $443,000 | – | 8,037 | – | 0.04% | – |
| UNP | New | UNION PAC CORP | $422,000 | – | 2,967 | – | 0.04% | – |
| RTN | New | RAYTHEON CO | $421,000 | – | 2,174 | – | 0.03% | – |
| PEP | New | PEPSICO INC | $409,000 | – | 3,748 | – | 0.03% | – |
| AMGN | New | AMGEN INC | $407,000 | – | 2,202 | – | 0.03% | – |
| KEY | New | KEYCORP NEW | $373,000 | – | 19,111 | – | 0.03% | – |
| MRK | New | MERCK & CO INC | $364,000 | – | 5,957 | – | 0.03% | – |
| MO | New | ALTRIA GROUP INC | $352,000 | – | 6,212 | – | 0.03% | – |
| COP | New | CONOCOPHILLIPS | $355,000 | – | 5,082 | – | 0.03% | – |
| TXN | New | TEXAS INSTRS INC | $357,000 | – | 3,259 | – | 0.03% | – |
| ICE | New | INTERCONTINENTAL EXCHANGE IN | $343,000 | – | 4,661 | – | 0.03% | – |
| ABT | New | ABBOTT LABS | $345,000 | – | 5,629 | – | 0.03% | – |
| LRCX | New | LAM RESEARCH CORP | $344,000 | – | 1,990 | – | 0.03% | – |
| GD | New | GENERAL DYNAMICS CORP | $329,000 | – | 1,759 | – | 0.03% | – |
| AET | New | AETNA INC NEW | $332,000 | – | 1,809 | – | 0.03% | – |
| MCD | New | MCDONALDS CORP | $314,000 | – | 2,004 | – | 0.03% | – |
| TMO | New | THERMO FISHER SCIENTIFIC INC | $318,000 | – | 1,543 | – | 0.03% | – |
| ABBV | New | ABBVIE INC | $320,000 | – | 3,446 | – | 0.03% | – |
| CELG | New | CELGENE CORP | $310,000 | – | 3,878 | – | 0.02% | – |
| MDT | New | MEDTRONIC PLC | $297,000 | – | 3,454 | – | 0.02% | – |
| COST | New | COSTCO WHSL CORP NEW | $291,000 | – | 1,393 | – | 0.02% | – |
| TJX | New | TJX COS INC NEW | $293,000 | – | 3,077 | – | 0.02% | – |
| NVDA | New | NVIDIA CORP | $299,000 | – | 1,260 | – | 0.02% | – |
| DAL | New | DELTA AIR LINES INC DEL | $285,000 | – | 5,764 | – | 0.02% | – |
| DIS | New | DISNEY WALT CO | $277,000 | – | 2,639 | – | 0.02% | – |
| HON | New | HONEYWELL INTL INC | $279,000 | – | 1,934 | – | 0.02% | – |
| CMCSA | New | COMCAST CORP NEWcl a | $265,000 | – | 8,093 | – | 0.02% | – |
| MMM | New | 3M CO | $268,000 | – | 1,357 | – | 0.02% | – |
| IYE | New | ISHARES TRu.s. energy etf | $275,000 | – | 6,550 | – | 0.02% | – |
| MET | New | METLIFE INC | $261,000 | – | 5,994 | – | 0.02% | – |
| ETFC | New | E TRADE FINANCIAL CORP | $253,000 | – | 4,176 | – | 0.02% | – |
| ORCL | New | ORACLE CORP | $253,000 | – | 5,785 | – | 0.02% | – |
| UTX | New | UNITED TECHNOLOGIES CORP | $241,000 | – | 1,923 | – | 0.02% | – |
| AVGO | New | BROADCOM INC | $244,000 | – | 1,007 | – | 0.02% | – |
| BKNG | New | BOOKING HLDGS INC | $246,000 | – | 122 | – | 0.02% | – |
| XRT | New | SPDR SERIES TRUSTs&p retail etf | $230,000 | – | 4,738 | – | 0.02% | – |
| ITB | New | ISHARES TRus home cons etf | $228,000 | – | 5,954 | – | 0.02% | – |
| DHR | New | DANAHER CORP DEL | $231,000 | – | 2,333 | – | 0.02% | – |
| WMT | New | WALMART INC | $232,000 | – | 2,697 | – | 0.02% | – |
| GE | New | GENERAL ELECTRIC CO | $229,000 | – | 16,762 | – | 0.02% | – |
| GILD | New | GILEAD SCIENCES INC | $234,000 | – | 3,307 | – | 0.02% | – |
| PXD | New | PIONEER NAT RES CO | $229,000 | – | 1,201 | – | 0.02% | – |
| ADBE | New | ADOBE SYS INC | $236,000 | – | 970 | – | 0.02% | – |
| SLB | New | SCHLUMBERGER LTD | $233,000 | – | 3,495 | – | 0.02% | – |
| BKLN | New | INVESCO EXCHNG TRADED FD TRsr ln etf | $215,000 | – | 9,413 | – | 0.02% | – |
| DWDP | New | DOWDUPONT INC | $218,000 | – | 3,317 | – | 0.02% | – |
| PNC | New | PNC FINL SVCS GROUP INC | $215,000 | – | 1,605 | – | 0.02% | – |
| LOW | New | LOWES COS INC | $217,000 | – | 2,265 | – | 0.02% | – |
| ACN | New | ACCENTURE PLC IRELAND | $210,000 | – | 1,297 | – | 0.02% | – |
| MPC | New | MARATHON PETE CORP | $209,000 | – | 2,989 | – | 0.02% | – |
| LH | New | LABORATORY CORP AMER HLDGS | $209,000 | – | 1,166 | – | 0.02% | – |
| LMT | New | LOCKHEED MARTIN CORP | $207,000 | – | 701 | – | 0.02% | – |
| VFC | New | V F CORP | $202,000 | – | 2,442 | – | 0.02% | – |
| EOG | New | EOG RES INC | $201,000 | – | 1,621 | – | 0.02% | – |
| GS | New | GOLDMAN SACHS GROUP INC | $201,000 | – | 902 | – | 0.02% | – |
| ARCC | New | ARES CAP CORP | $192,000 | – | 11,659 | – | 0.02% | – |
| AGN | New | ALLERGAN PLC | $201,000 | – | 1,192 | – | 0.02% | – |
| New | ALZA CORPsdcv 7/2 | $168,000 | – | 101,000 | – | 0.01% | – | |
| New | WELLS FARGO & COmtnf 0.125% 3/1 | $176,000 | – | 182,000 | – | 0.01% | – | |
| New | INTERDIGITAL INCnote 1.500% 3/0 | $120,000 | – | 100,000 | – | 0.01% | – | |
| New | MERITOR INCnote 7.875% 3/0 | $115,000 | – | 59,000 | – | 0.01% | – | |
| New | STARWOOD PPTY TR INCnote 4.000% 1/1 | $79,000 | – | 72,000 | – | 0.01% | – | |
| New | INCYTE CORPnote 0.375%11/1 | $59,000 | – | 45,000 | – | 0.01% | – | |
| New | JANUS HENDERSON GROUP PLCnote 0.750% 7/1 | $21,000 | – | 15,000 | – | 0.00% | – |
Q4 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| Exit | JANUS HENDERSON GROUP PLCnote 0.750% 7/1 | $0 | – | -33,000 | – | -0.00% | – | |
| Exit | AMERICAN RLTY CAP PPTYS INCnote 3.750%12/1 | $0 | – | -70,000 | – | -0.01% | – | |
| Exit | STARWOOD PPTY TR INCnote 4.000% 1/1 | $0 | – | -72,000 | – | -0.01% | – | |
| Exit | PROSPECT CAPITAL CORPORATIONnote 5.375%10/1 | $0 | – | -118,000 | – | -0.01% | – | |
| Exit | ARES CAP CORPnote 4.750% 1/1 | $0 | – | -123,000 | – | -0.01% | – | |
| Exit | INCYTE CORPnote 0.375%11/1 | $0 | – | -66,000 | – | -0.01% | – | |
| F | Exit | FORD MTR CO DEL | $0 | – | -12,538 | – | -0.01% | – |
| Exit | WELLS FARGO & COmtnf 0.125% 3/1 | $0 | – | -182,000 | – | -0.02% | – | |
| AIG | Exit | AMERICAN INTL GROUP INC | $0 | – | -3,316 | – | -0.02% | – |
| CAT | Exit | CATERPILLAR INC DEL | $0 | – | -1,619 | – | -0.02% | – |
| WDC | Exit | WESTERN DIGITAL CORP | $0 | – | -2,316 | – | -0.02% | – |
| NKE | Exit | NIKE INCcl b | $0 | – | -3,852 | – | -0.02% | – |
| DFS | Exit | DISCOVER FINL SVCS | $0 | – | -3,195 | – | -0.02% | – |
| XRT | Exit | SPDR SERIES TRUSTs&p retail etf | $0 | – | -5,209 | – | -0.02% | – |
| PXD | Exit | PIONEER NAT RES CO | $0 | – | -1,520 | – | -0.02% | – |
| BMY | Exit | BRISTOL MYERS SQUIBB CO | $0 | – | -3,443 | – | -0.02% | – |
| CBS | Exit | CBS CORP NEWcl b | $0 | – | -3,866 | – | -0.02% | – |
| IP | Exit | INTL PAPER CO | $0 | – | -3,826 | – | -0.02% | – |
| EOG | Exit | EOG RES INC | $0 | – | -2,268 | – | -0.02% | – |
| LOW | Exit | LOWES COS INC | $0 | – | -2,809 | – | -0.02% | – |
| RE | Exit | EVEREST RE GROUP LTD | $0 | – | -1,028 | – | -0.02% | – |
| BIIB | Exit | BIOGEN INC | $0 | – | -765 | – | -0.02% | – |
| CVS | Exit | CVS HEALTH CORP | $0 | – | -2,869 | – | -0.02% | – |
| ACN | Exit | ACCENTURE PLC IRELAND | $0 | – | -1,785 | – | -0.02% | – |
| NXPI | Exit | NXP SEMICONDUCTORS N V | $0 | – | -2,152 | – | -0.02% | – |
| IYE | Exit | ISHARES TRu.s. energy etf | $0 | – | -6,550 | – | -0.02% | – |
| PCLN | Exit | PRICELINE GRP INC | $0 | – | -141 | – | -0.02% | – |
| UTX | Exit | UNITED TECHNOLOGIES CORP | $0 | – | -2,230 | – | -0.02% | – |
| Exit | AIR LEASE CORPnote 3.875%12/0 | $0 | – | -169,000 | – | -0.02% | – | |
| TJX | Exit | TJX COS INC NEW | $0 | – | -3,568 | – | -0.02% | – |
| COST | Exit | COSTCO WHSL CORP NEW | $0 | – | -1,618 | – | -0.02% | – |
| COP | Exit | CONOCOPHILLIPS | $0 | – | -5,635 | – | -0.02% | – |
| LMT | Exit | LOCKHEED MARTIN CORP | $0 | – | -923 | – | -0.02% | – |
| TWX | Exit | TIME WARNER INC | $0 | – | -2,727 | – | -0.02% | – |
| ON | Exit | ON SEMICONDUCTOR CORP | $0 | – | -15,539 | – | -0.02% | – |
| Exit | ALZA CORPsdcv 7/2 | $0 | – | -157,000 | – | -0.02% | – | |
| IVZ | Exit | INVESCO LTD | $0 | – | -7,941 | – | -0.02% | – |
| WMT | Exit | WAL-MART STORES INC | $0 | – | -3,668 | – | -0.02% | – |
| SLB | Exit | SCHLUMBERGER LTD | $0 | – | -4,183 | – | -0.02% | – |
| AGN | Exit | ALLERGAN PLC | $0 | – | -1,450 | – | -0.02% | – |
| ETN | Exit | EATON CORP PLC | $0 | – | -3,714 | – | -0.02% | – |
| DIS | Exit | DISNEY WALT CO | $0 | – | -3,040 | – | -0.03% | – |
| DWDP | Exit | DOWDUPONT INC | $0 | – | -4,385 | – | -0.03% | – |
| ARCC | Exit | ARES CAP CORP | $0 | – | -18,256 | – | -0.03% | – |
| GILD | Exit | GILEAD SCIENCES INC | $0 | – | -3,820 | – | -0.03% | – |
| DAL | Exit | DELTA AIR LINES INC DEL | $0 | – | -6,604 | – | -0.03% | – |
| HON | Exit | HONEYWELL INTL INC | $0 | – | -2,230 | – | -0.03% | – |
| MMM | Exit | 3M CO | $0 | – | -1,554 | – | -0.03% | – |
| AET | Exit | AETNA INC NEW | $0 | – | -2,084 | – | -0.03% | – |
| TXN | Exit | TEXAS INSTRS INC | $0 | – | -3,748 | – | -0.03% | – |
| MDT | Exit | MEDTRONIC PLC | $0 | – | -4,328 | – | -0.03% | – |
| TMO | Exit | THERMO FISHER SCIENTIFIC INC | $0 | – | -1,816 | – | -0.03% | – |
| ABBV | Exit | ABBVIE INC | $0 | – | -3,944 | – | -0.03% | – |
| ABT | Exit | ABBOTT LABS | $0 | – | -6,553 | – | -0.03% | – |
| MCD | Exit | MCDONALDS CORP | $0 | – | -2,214 | – | -0.03% | – |
| PM | Exit | PHILIP MORRIS INTL INC | $0 | – | -3,316 | – | -0.03% | – |
| ICE | Exit | INTERCONTINENTAL EXCHANGE IN | $0 | – | -5,450 | – | -0.03% | – |
| UNP | Exit | UNION PAC CORP | $0 | – | -3,465 | – | -0.03% | – |
| MET | Exit | METLIFE INC | $0 | – | -7,676 | – | -0.03% | – |
| IWS | Exit | ISHARES TRrus mdcp val etf | $0 | – | -4,870 | – | -0.04% | – |
| Exit | ELECTRONICS FOR IMAGING INCnote 0.750% 9/0 | $0 | – | -407,000 | – | -0.04% | – | |
| GD | Exit | GENERAL DYNAMICS CORP | $0 | – | -2,064 | – | -0.04% | – |
| KEY | Exit | KEYCORP NEW | $0 | – | -22,522 | – | -0.04% | – |
| Exit | HELIX ENERGY SOLUTIONS GRP Inote 4.250% 5/0 | $0 | – | -431,000 | – | -0.04% | – | |
| Exit | HORIZON GLOBAL CORPnote 2.750% 7/0 | $0 | – | -424,000 | – | -0.04% | – | |
| CMCSA | Exit | COMCAST CORP NEWcl a | $0 | – | -11,271 | – | -0.04% | – |
| LRCX | Exit | LAM RESEARCH CORP | $0 | – | -2,319 | – | -0.04% | – |
| Exit | MEDICINES COnote 2.500% 1/1 | $0 | – | -359,000 | – | -0.04% | – | |
| BA | Exit | BOEING CO | $0 | – | -1,756 | – | -0.04% | – |
| Exit | INPHI CORPnote 1.125%12/0 | $0 | – | -372,000 | – | -0.04% | – | |
| RTN | Exit | RAYTHEON CO | $0 | – | -2,505 | – | -0.04% | – |
| MO | Exit | ALTRIA GROUP INC | $0 | – | -7,342 | – | -0.04% | – |
| Exit | OASIS PETE INC NEWnote 2.625% 9/1 | $0 | – | -441,000 | – | -0.04% | – | |
| V | Exit | VISA INC | $0 | – | -4,502 | – | -0.04% | – |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -4,067 | – | -0.04% | – |
| PEP | Exit | PEPSICO INC | $0 | – | -4,297 | – | -0.04% | – |
| STI | Exit | SUNTRUST BKS INC | $0 | – | -8,083 | – | -0.04% | – |
| FDX | Exit | FEDEX CORP | $0 | – | -2,222 | – | -0.04% | – |
| Exit | WESTERN ASSET MTG CAP CORPnote 6.750%10/0 | $0 | – | -500,000 | – | -0.04% | – | |
| MRK | Exit | MERCK & CO INC | $0 | – | -7,904 | – | -0.04% | – |
| Exit | GLOBAL EAGLE ENTMT INCnote 2.750% 2/1 | $0 | – | -800,000 | – | -0.04% | – | |
| EFA | Exit | ISHARES TRmsci eafe etf | $0 | – | -7,590 | – | -0.04% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -10,741 | – | -0.04% | – |
| FTSM | Exit | FIRST TR EXCHANGE TRADED FDfirst tr enh new | $0 | – | -8,654 | – | -0.04% | – |
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| AMGN | Exit | AMGEN INC | $0 | – | -2,744 | – | -0.04% | – |
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| INTC | Exit | INTEL CORP | $0 | – | -15,714 | – | -0.05% | – |
| EPRPRC | Exit | EPR PPTYSpfd c cnv 5.75% | $0 | – | -21,992 | – | -0.05% | – |
| T | Exit | AT&T INC | $0 | – | -15,900 | – | -0.05% | – |
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| DTV | Exit | DTE ENERGY COunit 99/99/9999 | $0 | – | -12,980 | – | -0.06% | – |
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| IYM | Exit | ISHARES TRu.s. bas mtl etf | $0 | – | -7,405 | – | -0.06% | – |
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| PG | Exit | PROCTER AND GAMBLE CO | $0 | – | -8,403 | – | -0.06% | – |
| EEMV | Exit | ISHARES INCmin vol emrg mkt | $0 | – | -13,094 | – | -0.06% | – |
| L | Exit | LOEWS CORP | $0 | – | -16,540 | – | -0.07% | – |
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| HEZU | Exit | ISHARES TRcur hd eurzn etf | $0 | – | -86,043 | – | -0.22% | – |
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| BKHU | Exit | BLACK HILLS CORPunit 99/99/9999 | $0 | – | -49,692 | – | -0.32% | – |
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| DCUD | Exit | DOMINION ENERGY INCunit 08/15/2019 | $0 | – | -89,825 | – | -0.39% | – |
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| FEX | Exit | FIRST TR LRGE CP CORE ALPHA | $0 | – | -89,258 | – | -0.42% | – |
| IWD | Exit | ISHARES TRrus 1000 val etf | $0 | – | -41,485 | – | -0.42% | – |
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| SPY | Exit | SPDR S&P 500 ETF TRtr unit | $0 | – | -22,189 | – | -0.48% | – |
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| AMTPRB | Exit | AMERICAN TOWER CORP NEWdep pfd conv se | $0 | – | -56,751 | – | -0.59% | – |
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| Exit | MACQUARIE INFRASTRUCTURE CORnote 2.875% 7/1 | $0 | – | -7,114,000 | – | -0.64% | – | |
| Exit | TESLA INCnote 1.250% 3/0 | $0 | – | -7,151,000 | – | -0.69% | – | |
| NEEPRQ | Exit | NEXTERA ENERGY INCunit 08/31/2018 | $0 | – | -122,720 | – | -0.69% | – |
| Exit | 51JOB INCnote 3.250% 4/1 | $0 | – | -5,671,000 | – | -0.71% | – | |
| Exit | TTM TECHNOLOGIES INCnote 1.750%12/1 | $0 | – | -5,000,000 | – | -0.72% | – | |
| Exit | ILLUMINA INCnote 0.500% 6/1 | $0 | – | -7,551,000 | – | -0.73% | – | |
| Exit | WRIGHT MED GROUP INCnote 2.000% 2/1 | $0 | – | -8,034,000 | – | -0.74% | – | |
| Exit | CITRIX SYS INCnote 0.500% 4/1 | $0 | – | -7,724,000 | – | -0.76% | – | |
| WELLPRI | Exit | WELLTOWER INC6.50% pfd prepet | $0 | – | -145,015 | – | -0.78% | – |
| Exit | CHENIERE ENERGY INCnote 4.250% 3/1 | $0 | – | -13,342,000 | – | -0.79% | – | |
| Exit | IRONWOOD PHARMACEUTICALS INCdbcv 2.250% 6/1 | $0 | – | -7,831,000 | – | -0.79% | – | |
| Exit | TESLA INCnote 0.250% 3/0 | $0 | – | -8,546,000 | – | -0.80% | – | |
| Exit | HERBALIFE LTDnote 2.000% 8/1 | $0 | – | -9,600,000 | – | -0.82% | – | |
| Exit | YAHOO INCnote 12/0 | $0 | – | -7,744,000 | – | -0.86% | – | |
| Exit | ENVESTNET INCnote 1.750%12/1 | $0 | – | -9,650,000 | – | -0.86% | – | |
| Exit | NAVISTAR INTL CORP NEWnote 4.750% 4/1 | $0 | – | -9,294,000 | – | -0.87% | – | |
| AGG | Exit | ISHARES TRcore us aggbd et | $0 | – | -93,280 | – | -0.87% | – |
| Exit | LAM RESEARCH CORPnote 1.250% 5/1 | $0 | – | -3,646,000 | – | -0.95% | – | |
| Exit | STARWOOD WAYPOINT RESIDENTLnote 3.000% 7/0 | $0 | – | -9,805,000 | – | -1.03% | – | |
| Exit | MICRON TECHNOLOGY INCnote 2.125% 2/1 | $0 | – | -3,391,000 | – | -1.03% | – | |
| Exit | ILLUMINA INCnote 6/1 | $0 | – | -11,963,000 | – | -1.08% | – | |
| Exit | ANTHEM INCnote 2.750%10/1 | $0 | – | -5,088,000 | – | -1.13% | – | |
| Exit | WEATHERFORD INTL LTDnote 5.875% 7/0 | $0 | – | -12,192,000 | – | -1.14% | – | |
| Exit | RED HAT INCnote 0.250%10/0 | $0 | – | -8,824,000 | – | -1.16% | – | |
| Exit | MICROCHIP TECHNOLOGY INCnote 1.625% 2/1 | $0 | – | -7,841,000 | – | -1.17% | – | |
| Exit | QUIDEL CORPnote 3.250%12/1 | $0 | – | -9,067,000 | – | -1.17% | – | |
| Exit | VERISIGN INCsdcv 3.250% 8/1 | $0 | – | -4,486,000 | – | -1.19% | – | |
| BDXA | Exit | BECTON DICKINSON & CO | $0 | – | -261,707 | – | -1.23% | – |
| Exit | PRICELINE GRP INCnote 1.000% 3/1 | $0 | – | -7,594,000 | – | -1.25% | – | |
| Exit | PRICELINE GRP INCnote 0.900% 9/1 | $0 | – | -13,420,000 | – | -1.31% | – | |
| Exit | DISH NETWORK CORPnote 3.375% 8/1 | $0 | – | -15,041,000 | – | -1.44% | – | |
| ANTX | Exit | ANTHEM INCunit 05/01/20188 | $0 | – | -328,519 | – | -1.46% | – |
| Exit | INTEL CORPsdcv 2.950%12/1 | $0 | – | -12,462,000 | – | -1.51% | – | |
| BACPRL | Exit | BANK AMER CORP7.25%cnv pfd l | $0 | – | -15,686 | – | -1.74% | – |
| Exit | PRICELINE GRP INCnote 0.350% 6/1 | $0 | – | -14,490,000 | – | -1.78% | – | |
| WFCPRL | Exit | WELLS FARGO CO NEWperp pfd cnv a | $0 | – | -16,641 | – | -1.87% | – |
| AGNPRA | Exit | ALLERGAN PLCpfd conv ser a | $0 | – | -35,839 | – | -2.26% | – |
| Exit | NOVELLUS SYS INCnote 2.625% 5/1 | $0 | – | -5,330,000 | – | -2.50% | – | |
| Exit | INTEL CORPsdcv 3.250% 8/0 | $0 | – | -16,413,000 | – | -2.57% | – | |
| IVV | Exit | ISHARES TRcore s&p500 etf | $0 | – | -134,916 | – | -2.91% | – |
Q3 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| IVV | Buy | ISHARES TRcore s&p500 etf | $34,125,000 | +4.1% | 134,916 | +0.2% | 2.91% | +0.8% |
| Sell | INTEL CORPsdcv 3.250% 8/0 | $30,161,000 | +11.1% | 16,413,000 | -0.1% | 2.57% | +7.6% | |
| Sell | NOVELLUS SYS INCnote 2.625% 5/1 | $29,275,000 | +28.7% | 5,330,000 | -2.2% | 2.50% | +24.7% | |
| AGNPRA | Buy | ALLERGAN PLCpfd conv ser a | $26,439,000 | -13.9% | 35,839 | +1.2% | 2.26% | -16.6% |
| WFCPRL | Buy | WELLS FARGO CO NEWperp pfd cnv a | $21,885,000 | +1.9% | 16,641 | +1.6% | 1.87% | -1.3% |
| Sell | PRICELINE GRP INCnote 0.350% 6/1 | $20,910,000 | -17.1% | 14,490,000 | -15.6% | 1.78% | -19.7% | |
| BACPRL | Buy | BANK AMER CORP7.25%cnv pfd l | $20,417,000 | +3.2% | 15,686 | +0.0% | 1.74% | -0.1% |
| Buy | INTEL CORPsdcv 2.950%12/1 | $17,730,000 | +25.0% | 12,462,000 | +14.8% | 1.51% | +21.0% | |
| ANTX | Buy | ANTHEM INCunit 05/01/20188 | $17,106,000 | +9.5% | 328,519 | +10.2% | 1.46% | +6.0% |
| New | DISH NETWORK CORPnote 3.375% 8/1 | $16,828,000 | – | 15,041,000 | – | 1.44% | – | |
| Buy | PRICELINE GRP INCnote 0.900% 9/1 | $15,401,000 | +80.5% | 13,420,000 | +80.1% | 1.31% | +74.7% | |
| Sell | PRICELINE GRP INCnote 1.000% 3/1 | $14,660,000 | -10.0% | 7,594,000 | -8.1% | 1.25% | -12.8% | |
| BDXA | Sell | BECTON DICKINSON & CO | $14,370,000 | +0.2% | 261,707 | -0.3% | 1.23% | -2.9% |
| Buy | VERISIGN INCsdcv 3.250% 8/1 | $13,959,000 | +49.5% | 4,486,000 | +30.8% | 1.19% | +44.7% | |
| Sell | MICROCHIP TECHNOLOGY INCnote 1.625% 2/1 | $13,681,000 | +15.1% | 7,841,000 | -0.7% | 1.17% | +11.6% | |
| Buy | RED HAT INCnote 0.250%10/0 | $13,577,000 | +14.2% | 8,824,000 | +2.5% | 1.16% | +10.7% | |
| Sell | WEATHERFORD INTL LTDnote 5.875% 7/0 | $13,312,000 | +7.9% | 12,192,000 | -0.0% | 1.14% | +4.5% | |
| Buy | ANTHEM INCnote 2.750%10/1 | $13,203,000 | +2.3% | 5,088,000 | +1.5% | 1.13% | -1.0% | |
| Buy | ILLUMINA INCnote 6/1 | $12,623,000 | +14.3% | 11,963,000 | +9.4% | 1.08% | +10.7% | |
| Buy | MICRON TECHNOLOGY INCnote 2.125% 2/1 | $12,108,000 | +33.1% | 3,391,000 | +2.6% | 1.03% | +28.8% | |
| Buy | STARWOOD WAYPOINT RESIDENTLnote 3.000% 7/0 | $12,041,000 | +5.2% | 9,805,000 | +1.5% | 1.03% | +1.9% | |
| Sell | LAM RESEARCH CORPnote 1.250% 5/1 | $11,146,000 | -23.9% | 3,646,000 | -41.9% | 0.95% | -26.3% | |
| AGG | Buy | ISHARES TRcore us aggbd et | $10,222,000 | +1.7% | 93,280 | +1.6% | 0.87% | -1.6% |
| Buy | NAVISTAR INTL CORP NEWnote 4.750% 4/1 | $10,187,000 | +120.1% | 9,294,000 | +95.7% | 0.87% | +113.0% | |
| Buy | ENVESTNET INCnote 1.750%12/1 | $10,140,000 | +55.5% | 9,650,000 | +45.5% | 0.86% | +50.4% | |
| Buy | YAHOO INCnote 12/0 | $10,047,000 | +21.8% | 7,744,000 | +6.7% | 0.86% | +17.9% | |
| Buy | HERBALIFE LTDnote 2.000% 8/1 | $9,600,000 | +1.2% | 9,600,000 | +5.3% | 0.82% | -2.0% | |
| Buy | TESLA INCnote 0.250% 3/0 | $9,384,000 | +0.2% | 8,546,000 | +4.3% | 0.80% | -2.9% | |
| Sell | IRONWOOD PHARMACEUTICALS INCdbcv 2.250% 6/1 | $9,301,000 | -28.5% | 7,831,000 | -19.4% | 0.79% | -30.7% | |
| Sell | CITRIX SYS INCnote 0.500% 4/1 | $8,959,000 | -41.6% | 7,724,000 | -39.5% | 0.76% | -43.4% | |
| Buy | WRIGHT MED GROUP INCnote 2.000% 2/1 | $8,681,000 | +36.2% | 8,034,000 | +40.0% | 0.74% | +31.9% | |
| Buy | ILLUMINA INCnote 0.500% 6/1 | $8,583,000 | +11.9% | 7,551,000 | +4.7% | 0.73% | +8.3% | |
| Sell | TTM TECHNOLOGIES INCnote 1.750%12/1 | $8,438,000 | -13.9% | 5,000,000 | -4.4% | 0.72% | -16.7% | |
| NEEPRQ | Buy | NEXTERA ENERGY INCunit 08/31/2018 | $8,101,000 | +5.9% | 122,720 | +2.4% | 0.69% | +2.5% |
| Buy | TESLA INCnote 1.250% 3/0 | $8,054,000 | +8.2% | 7,151,000 | +11.0% | 0.69% | +4.7% | |
| Sell | MACQUARIE INFRASTRUCTURE CORnote 2.875% 7/1 | $7,553,000 | -7.0% | 7,114,000 | -3.2% | 0.64% | -9.9% | |
| Buy | CEMEX SAB DE CVnote 3.750% 3/1 | $7,336,000 | +41.3% | 6,431,000 | +47.9% | 0.63% | +37.0% | |
| Buy | MOLINA HEALTHCARE INCdbcv 1.625% 8/1 | $7,272,000 | +1.4% | 5,804,000 | +3.3% | 0.62% | -1.7% | |
| CCIPRA | New | CROWN CASTLE INTL CORP NEW6.875% con pfd a | $7,241,000 | – | 6,827 | – | 0.62% | – |
| Buy | ATLAS AIR WORLDWIDE HLDGS INnote 2.250% 6/0 | $7,048,000 | +132.1% | 5,844,000 | +102.6% | 0.60% | +125.1% | |
| Buy | ON SEMICONDUCTOR CORPnote 1.000%12/0 | $7,030,000 | +31.6% | 5,892,000 | +14.5% | 0.60% | +27.4% | |
| Sell | STARWOOD PPTY TR INCnote 4.550% 3/0 | $7,010,000 | -5.8% | 6,624,000 | -3.4% | 0.60% | -8.8% | |
| AMTPRB | Buy | AMERICAN TOWER CORP NEWdep pfd conv se | $6,906,000 | +25.7% | 56,751 | +24.5% | 0.59% | +21.7% |
| FLOT | Buy | ISHARES TRfltg rate nt etf | $6,878,000 | +23.1% | 134,994 | +23.0% | 0.59% | +19.3% |
| Sell | PDC ENERGY INCnote 1.125% 9/1 | $6,817,000 | -23.9% | 7,000,000 | -29.0% | 0.58% | -26.2% | |
| Buy | TRINITY INDS INCnote 3.875% 6/0 | $6,772,000 | +8.3% | 5,051,000 | +1.2% | 0.58% | +4.9% | |
| Buy | RPM INTL INCnote 2.250%12/1 | $6,724,000 | +1.8% | 5,833,000 | +4.2% | 0.57% | -1.4% | |
| Buy | ROYAL GOLD INCnote 2.875% 6/1 | $6,672,000 | +714.7% | 6,048,000 | +696.8% | 0.57% | +690.3% | |
| TMUSP | Sell | T MOBILE US INCconv pfd ser a | $6,636,000 | -2.9% | 66,520 | -4.1% | 0.57% | -6.0% |
| Buy | THERAVANCE INCnote 2.125% 1/1 | $6,551,000 | +10.9% | 6,713,000 | +3.3% | 0.56% | +7.3% | |
| Buy | SALESFORCE COM INCnote 0.250% 4/0 | $6,436,000 | +16.3% | 4,584,000 | +9.6% | 0.55% | +12.5% | |
| Buy | LIVE NATION ENTERTAINMENT INdbcv 2.500% 5/1 | $6,302,000 | +20.5% | 4,775,000 | +4.1% | 0.54% | +16.7% | |
| Buy | LIBERTY MEDIA CORP DELAWAREnote 1.375%10/1 | $6,244,000 | +8.3% | 5,162,000 | +6.0% | 0.53% | +4.9% | |
| New | HANNON ARMSTRONG SUST INFR Cnote 4.125% 9/0 | $6,197,000 | – | 6,016,000 | – | 0.53% | – | |
| Buy | ARES CAP CORPnote 4.375% 1/1 | $5,804,000 | +46.2% | 5,678,000 | +47.2% | 0.50% | +41.4% | |
| Buy | ATLAS AIR WORLDWIDE HLDGS INnote 1.875% 6/0 | $5,732,000 | +31.4% | 4,500,000 | +12.5% | 0.49% | +27.3% | |
| Buy | LIBERTY MEDIA CORPdeb 3.500% 1/1 | $5,711,000 | +11.9% | 10,418,000 | +10.6% | 0.49% | +8.2% | |
| SPY | Buy | SPDR S&P 500 ETF TRtr unit | $5,575,000 | +6.4% | 22,189 | +2.4% | 0.48% | +3.0% |
| Buy | ISIS PHARMACEUTICALS INC DELnote 1.000%11/1 | $5,511,000 | +76.6% | 5,218,000 | +77.2% | 0.47% | +70.9% | |
| Sell | OLD REP INTL CORPnote 3.750% 3/1 | $5,439,000 | -36.6% | 4,253,000 | -37.2% | 0.46% | -38.6% | |
| Buy | ALLSCRIPTS HEALTHCARE SOLUTNnote 1.250% 7/0 | $5,421,000 | +16.5% | 5,119,000 | +11.4% | 0.46% | +12.9% | |
| Buy | JAZZ INVESTMENTS I LTDnote 1.875% 8/1 | $5,371,000 | -2.5% | 5,101,000 | +1.3% | 0.46% | -5.6% | |
| Buy | LIBERTY INTERACTIVE LLCdeb 1.750% 9/3 | $5,364,000 | +8.2% | 4,527,000 | +4.4% | 0.46% | +4.8% | |
| Buy | ADVANCED MICRO DEVICES INCnote 2.125% 9/0 | $5,268,000 | +2.7% | 2,975,000 | +1.6% | 0.45% | -0.4% | |
| Buy | KB HOMEnote 1.375% 2/0 | $5,086,000 | +7.9% | 4,847,000 | +9.9% | 0.43% | +4.6% | |
| LMBS | Buy | FIRST TR EXCHANGE TRADED FDfst low oppt eft | $4,937,000 | +5.4% | 94,945 | +5.7% | 0.42% | +1.9% |
| IWD | Buy | ISHARES TRrus 1000 val etf | $4,918,000 | +36.6% | 41,485 | +34.2% | 0.42% | +32.5% |
| Buy | COLONY CAP INCnote 3.875% 1/1 | $4,896,000 | -0.7% | 4,885,000 | +0.5% | 0.42% | -3.7% | |
| FEX | Buy | FIRST TR LRGE CP CORE ALPHA | $4,902,000 | +3.6% | 89,258 | +0.2% | 0.42% | +0.2% |
| Buy | RTI INTL METALS INCnote 1.625%10/1 | $4,866,000 | +10.7% | 4,373,000 | +6.1% | 0.42% | +7.2% | |
| Buy | VEECO INSTRS INC DELnote 2.700% 1/1 | $4,844,000 | -4.9% | 5,065,000 | +1.3% | 0.41% | -8.0% | |
| Buy | EURONET WORLDWIDE INCnote 1.500%10/0 | $4,832,000 | +16.0% | 3,574,000 | +9.6% | 0.41% | +12.3% | |
| Sell | JDS UNIPHASE CORPdbcv 0.625% 8/1 | $4,788,000 | -8.7% | 4,580,000 | -3.6% | 0.41% | -11.5% | |
| Sell | CTRIP COM INTL LTDnote 1.000% 7/0 | $4,779,000 | -3.6% | 4,202,000 | -2.3% | 0.41% | -6.6% | |
| Sell | MEDICINES COnote 2.750% 7/1 | $4,748,000 | -24.5% | 4,518,000 | -24.9% | 0.40% | -26.9% | |
| DCUD | Sell | DOMINION ENERGY INCunit 08/15/2019 | $4,545,000 | -4.5% | 89,825 | -5.1% | 0.39% | -7.4% |
| Sell | BLACKSTONE MTG TR INCnote 5.250%12/0 | $4,544,000 | -5.0% | 3,982,000 | -3.6% | 0.39% | -8.1% | |
| Buy | WRIGHT MED GROUP N Vnote 2.250%11/1 | $4,411,000 | -4.0% | 3,287,000 | +0.8% | 0.38% | -7.2% | |
| Buy | CLOVIS ONCOLOGY INCnote 2.500% 9/1 | $4,333,000 | -8.1% | 2,813,000 | +1.0% | 0.37% | -10.8% | |
| New | BLACKHAWK NETWORK HLDGS INCnote 1.500% 1/1 | $4,333,000 | – | 3,882,000 | – | 0.37% | – | |
| Buy | BLACKSTONE MTG TR INCnote 4.375% 5/0 | $4,276,000 | +109.3% | 4,250,000 | +112.5% | 0.36% | +102.8% | |
| New | CYPRESS SEMICONDUCTOR CORPnote 4.500% 1/1 | $4,274,000 | – | 3,274,000 | – | 0.36% | – | |
| Buy | INSULET CORPnote 2.000% 6/1 | $4,265,000 | +4.2% | 3,428,000 | +1.7% | 0.36% | +0.8% | |
| Sell | J2 GLOBAL INCnote 3.250% 6/1 | $4,024,000 | -35.9% | 3,250,000 | -29.2% | 0.34% | -38.0% | |
| SWP | Buy | STANLEY BLACK & DECKER INCunit 05/15/2020 | $3,999,000 | +14.5% | 35,135 | +8.6% | 0.34% | +10.7% |
| KMIPRA | Sell | KINDER MORGAN INC DELpfd ser a | $3,977,000 | -3.7% | 94,695 | -0.8% | 0.34% | -6.9% |
| Sell | DYCOM INDS INCnote 0.750% 9/1 | $3,953,000 | -18.6% | 3,481,000 | -16.9% | 0.34% | -21.3% | |
| Sell | MEDIDATA SOLUTIONS INCnote 1.000% 8/0 | $3,895,000 | -3.1% | 2,827,000 | -1.8% | 0.33% | -6.2% | |
| Buy | PROOFPOINT INCdbcv 0.750% 6/1 | $3,874,000 | +12.0% | 3,106,000 | +11.8% | 0.33% | +8.5% | |
| Buy | PANDORA MEDIA INCnote 1.750%12/0 | $3,764,000 | -0.7% | 4,032,000 | +0.8% | 0.32% | -3.9% | |
| BKHU | Buy | BLACK HILLS CORPunit 99/99/9999 | $3,732,000 | +3.0% | 49,692 | +1.2% | 0.32% | -0.3% |
| Buy | WORKDAY INCnote 0.750% 7/1 | $3,653,000 | +486.4% | 2,800,000 | +454.5% | 0.31% | +467.3% | |
| Buy | SERVICENOW INCnote 11/0 | $3,578,000 | +10.1% | 2,228,000 | +0.2% | 0.30% | +6.6% | |
| Buy | KNOWLES CORPnote 3.250%11/0 | $3,414,000 | -3.5% | 3,030,000 | +1.0% | 0.29% | -6.7% | |
| Sell | NUANCE COMMUNICATIONS INCdbcv 1.000%12/1 | $3,094,000 | -7.2% | 3,304,000 | -4.6% | 0.26% | -10.2% | |
| Buy | INTEGRATED DEVICE TECHNOLOGYnote 0.875%11/1 | $3,069,000 | +5.1% | 2,870,000 | +4.1% | 0.26% | +1.9% | |
| New | RADIUS HEALTH INCnote 3.000% 9/0 | $3,024,000 | – | 3,000,000 | – | 0.26% | – | |
| HBANP | Buy | HUNTINGTON BANCSHARES INCpfd conv ser a | $2,988,000 | +5.1% | 2,032 | +3.2% | 0.26% | +2.0% |
| FPE | Buy | FIRST TR EXCHANGE-TRADED FDpfd secs inc etf | $2,950,000 | +48.9% | 146,910 | +48.7% | 0.25% | +44.0% |
| Buy | HURON CONSULTING GROUP INCnote 1.250%10/0 | $2,798,000 | +46.3% | 3,000,000 | +50.0% | 0.24% | +41.4% | |
| Sell | TAKE-TWO INTERACTIVE SOFTWARnote 1.000% 7/0 | $2,799,000 | -6.0% | 591,000 | -32.5% | 0.24% | -8.8% | |
| Sell | HOLOGIC INCfrnt 12/1 | $2,701,000 | -82.7% | 2,237,000 | -81.9% | 0.23% | -83.2% | |
| HEZU | Sell | ISHARES TRcur hd eurzn etf | $2,591,000 | +2.7% | 86,043 | -0.0% | 0.22% | -0.5% |
| NYCBPRU | Buy | NEW YORK CMNTY CAP TR Vunit 11/01/2051 | $2,577,000 | +572.8% | 51,281 | +583.7% | 0.22% | +547.1% |
| New | APOLLO COML REAL EST FIN INCnote 4.750% 8/2 | $2,542,000 | – | 2,500,000 | – | 0.22% | – | |
| Sell | NUVASIVE INCnote 2.250% 3/1 | $2,456,000 | -69.6% | 2,159,000 | -63.1% | 0.21% | -70.5% | |
| Sell | ECHO GLOBAL LOGISTICS INCnote 2.500% 5/0 | $2,406,000 | -28.7% | 2,500,000 | -29.8% | 0.20% | -31.0% | |
| Buy | QIAGEN NVnote 0.375% 3/1 | $2,327,000 | +5.0% | 2,000,000 | +11.1% | 0.20% | +2.1% | |
| Sell | NVIDIA CORPnote 1.000%12/0 | $2,310,000 | -56.7% | 260,000 | -65.1% | 0.20% | -58.1% | |
| GOOGL | Buy | ALPHABET INCcap stk cl a | $2,260,000 | +12.8% | 2,320 | +7.8% | 0.19% | +9.7% |
| Sell | FIDELITY NATIONAL FINANCIALnote 4.250% 8/1 | $2,203,000 | +4.9% | 816,000 | -1.3% | 0.19% | +1.6% | |
| IYW | Buy | ISHARES TRu.s. tech etf | $2,112,000 | +7.6% | 14,087 | +0.2% | 0.18% | +4.0% |
| Sell | BIOMARIN PHARMACEUTICAL INCnote 1.500%10/1 | $2,064,000 | -46.3% | 1,724,000 | -46.7% | 0.18% | -48.1% | |
| BKLN | Buy | POWERSHARES ETF TRUST IIsenior ln port | $2,038,000 | +2.8% | 88,028 | +2.8% | 0.17% | -0.6% |
| New | CTRIP COM INTL LTDnote 1.250% 9/1 | $2,023,000 | – | 1,879,000 | – | 0.17% | – | |
| AAPL | Buy | APPLE INC | $1,977,000 | +12.1% | 12,835 | +4.9% | 0.17% | +9.0% |
| New | ENDOLOGIX INCnote 2.250%12/1 | $1,900,000 | – | 2,000,000 | – | 0.16% | – | |
| IEMG | Buy | ISHARES INCcore msci emkt | $1,901,000 | +8.3% | 35,187 | +0.2% | 0.16% | +4.5% |
| New | SOLARCITY CORPnote 1.625%11/0 | $1,890,000 | – | 2,000,000 | – | 0.16% | – | |
| IEFA | Buy | ISHARES TRcore msci eafe | $1,742,000 | +5.5% | 27,160 | +0.2% | 0.15% | +2.8% |
| XLU | Sell | SELECT SECTOR SPDR TRsbi int-utils | $1,691,000 | +1.4% | 31,897 | -0.5% | 0.14% | -2.0% |
| Buy | MERCADOLIBRE INCnote 2.250% 7/0 | $1,673,000 | +5.5% | 802,000 | +2.2% | 0.14% | +2.1% | |
| MSFT | Buy | MICROSOFT CORP | $1,600,000 | +20.3% | 21,492 | +11.4% | 0.14% | +17.1% |
| Sell | NATIONAL HEALTH INVS INCnote 3.250% 4/0 | $1,581,000 | -3.3% | 1,377,000 | -1.9% | 0.14% | -6.2% | |
| Sell | DANAHER CORP DELdbcv 1/2 | $1,571,000 | -4.6% | 479,000 | -6.3% | 0.13% | -7.6% | |
| C | Buy | CITIGROUP INC | $1,542,000 | +18.2% | 21,164 | +8.3% | 0.13% | +14.8% |
| Sell | DEPOMED INCnote 2.500% 9/0 | $1,474,000 | -58.0% | 2,000,000 | -50.0% | 0.13% | -59.2% | |
| IYR | Sell | ISHARES TRu.s. real es etf | $1,360,000 | -0.6% | 17,049 | -0.6% | 0.12% | -4.1% |
| JPM | Sell | JPMORGAN CHASE & CO | $1,300,000 | +4.0% | 13,599 | -0.6% | 0.11% | +0.9% |
| Sell | ACETO CORPnote 2.000%11/0 | $1,286,000 | -42.1% | 1,455,000 | -39.8% | 0.11% | -43.9% | |
| Buy | MICRON TECHNOLOGY INCnote 3.000%11/1 | $1,277,000 | +35.7% | 923,000 | +10.8% | 0.11% | +31.3% | |
| FB | Buy | FACEBOOK INCcl a | $1,253,000 | +20.6% | 7,329 | +6.3% | 0.11% | +16.3% |
| Buy | MICRON TECHNOLOGY INCnote 1.625% 2/1 | $1,144,000 | +40.5% | 319,000 | +6.7% | 0.10% | +36.1% | |
| JNJ | Buy | JOHNSON & JOHNSON | $1,126,000 | +9.6% | 8,655 | +11.3% | 0.10% | +6.7% |
| New | MARRIOTT VACATIONS WRLDWDE Cnote 1.500% 9/1 | $1,048,000 | – | 1,000,000 | – | 0.09% | – | |
| New | REDWOOD TR INCnote 4.750% 8/1 | $997,000 | – | 1,000,000 | – | 0.08% | – | |
| AMZN | Buy | AMAZON COM INC | $963,000 | -0.2% | 1,001 | +0.7% | 0.08% | -3.5% |
| UNH | Buy | UNITEDHEALTH GROUP INC | $916,000 | +18.8% | 4,666 | +12.1% | 0.08% | +14.7% |
| PFE | Buy | PFIZER INC | $902,000 | +12.8% | 25,195 | +5.8% | 0.08% | +10.0% |
| Sell | MICROCHIP TECHNOLOGY INCsdcv 2.125%12/1 | $867,000 | +4.8% | 227,000 | -10.6% | 0.07% | +1.4% | |
| New | ALLEGHENY TECHNOLOGIES INCnote 4.750% 7/0 | $839,000 | – | 459,000 | – | 0.07% | – | |
| FXH | Buy | FIRST TR EXCHANGE TRADED FDhlth care alph | $833,000 | +1.0% | 12,371 | +0.2% | 0.07% | -2.7% |
| HD | Buy | HOME DEPOT INC | $827,000 | +20.6% | 5,053 | +13.2% | 0.07% | +18.3% |
| BRKB | Sell | BERKSHIRE HATHAWAY INC DELcl b new | $820,000 | +7.9% | 4,462 | -0.6% | 0.07% | +4.5% |
| BAC | Sell | BANK AMER CORP | $795,000 | +3.8% | 31,391 | -0.5% | 0.07% | +1.5% |
| EEMV | Buy | ISHARES INCmin vol emrg mkt | $759,000 | +10.6% | 13,094 | +5.5% | 0.06% | +8.3% |
| PG | Sell | PROCTER AND GAMBLE CO | $765,000 | +3.5% | 8,403 | -0.7% | 0.06% | 0.0% |
| XOM | Buy | EXXON MOBIL CORP | $754,000 | +14.6% | 9,175 | +12.2% | 0.06% | +10.3% |
| Sell | FINISAR CORPnote 0.500%12/1 | $754,000 | -80.4% | 725,000 | -79.1% | 0.06% | -81.2% | |
| CELG | Buy | CELGENE CORP | $729,000 | +23.6% | 5,000 | +10.1% | 0.06% | +19.2% |
| VZ | Buy | VERIZON COMMUNICATIONS INC | $725,000 | +16.9% | 14,631 | +5.4% | 0.06% | +12.7% |
| Buy | STARWOOD PPTY TR INCnote 3.750%10/1 | $716,000 | +8.6% | 716,000 | +9.1% | 0.06% | +5.2% | |
| IYM | Sell | ISHARES TRu.s. bas mtl etf | $710,000 | +6.8% | 7,405 | -0.6% | 0.06% | +3.4% |
| DTV | Buy | DTE ENERGY COunit 99/99/9999 | $703,000 | +4.9% | 12,980 | +5.1% | 0.06% | +1.7% |
| Sell | NUANCE COMMUNICATIONS INCdebt 1.500%11/0 | $702,000 | -14.4% | 702,000 | -12.0% | 0.06% | -16.7% | |
| GE | Sell | GENERAL ELECTRIC CO | $669,000 | -11.0% | 27,715 | -0.6% | 0.06% | -13.6% |
| T | Sell | AT&T INC | $621,000 | +2.8% | 15,900 | -0.7% | 0.05% | 0.0% |
| INTC | Sell | INTEL CORP | $599,000 | +12.2% | 15,714 | -0.6% | 0.05% | +8.5% |
| DBJP | Sell | DBX ETF TRxtrak msci japn | $596,000 | +3.1% | 14,731 | -0.6% | 0.05% | 0.0% |
| WFC | Buy | WELLS FARGO CO NEW | $582,000 | +9.4% | 10,620 | +9.9% | 0.05% | +6.4% |
| KO | Sell | COCA COLA CO | $580,000 | -0.2% | 12,878 | -0.7% | 0.05% | -3.9% |
| FTSM | Buy | FIRST TR EXCHANGE TRADED FDfirst tr enh new | $519,000 | +5.7% | 8,654 | +5.9% | 0.04% | +2.3% |
| AMGN | Buy | AMGEN INC | $510,000 | +15.4% | 2,744 | +6.9% | 0.04% | +12.8% |
| MA | Buy | MASTERCARD INCORPORATEDcl a | $511,000 | +26.2% | 3,613 | +8.3% | 0.04% | +22.2% |
| CSCO | Buy | CISCO SYS INC | $515,000 | +13.9% | 15,335 | +6.2% | 0.04% | +10.0% |
| ORCL | Sell | ORACLE CORP | $521,000 | -4.1% | 10,741 | -0.8% | 0.04% | -8.3% |
| New | WESTERN ASSET MTG CAP CORPnote 6.750%10/0 | $500,000 | – | 500,000 | – | 0.04% | – | |
| MRK | Buy | MERCK & CO INC | $503,000 | +14.6% | 7,904 | +14.6% | 0.04% | +10.3% |
| Sell | GLOBAL EAGLE ENTMT INCnote 2.750% 2/1 | $508,000 | -60.5% | 800,000 | -60.0% | 0.04% | -61.9% | |
| FDX | Sell | FEDEX CORP | $503,000 | +3.3% | 2,222 | -0.7% | 0.04% | 0.0% |
| PEP | Sell | PEPSICO INC | $480,000 | -3.8% | 4,297 | -0.7% | 0.04% | -6.8% |
| STI | Sell | SUNTRUST BKS INC | $483,000 | +5.2% | 8,083 | -0.6% | 0.04% | +2.5% |
| CVX | Sell | CHEVRON CORP NEW | $478,000 | +11.2% | 4,067 | -1.0% | 0.04% | +7.9% |
| V | Buy | VISA INC | $476,000 | +32.6% | 4,502 | +17.8% | 0.04% | +28.1% |
| MO | Sell | ALTRIA GROUP INC | $468,000 | -15.2% | 7,342 | -0.6% | 0.04% | -18.4% |
| Sell | OASIS PETE INC NEWnote 2.625% 9/1 | $471,000 | -75.2% | 441,000 | -77.2% | 0.04% | -76.2% | |
| RTN | Sell | RAYTHEON CO | $466,000 | +14.2% | 2,505 | -0.8% | 0.04% | +11.1% |
| Sell | INPHI CORPnote 1.125%12/0 | $455,000 | -5.8% | 372,000 | -13.9% | 0.04% | -9.3% | |
| Sell | MEDICINES COnote 2.500% 1/1 | $451,000 | -42.8% | 359,000 | -41.1% | 0.04% | -45.7% | |
| BA | Buy | BOEING CO | $446,000 | +45.8% | 1,756 | +14.2% | 0.04% | +40.7% |
| CMCSA | Buy | COMCAST CORP NEWcl a | $437,000 | +20.1% | 11,271 | +20.8% | 0.04% | +15.6% |
| LRCX | Sell | LAM RESEARCH CORP | $429,000 | +29.2% | 2,319 | -0.6% | 0.04% | +27.6% |
| Sell | HELIX ENERGY SOLUTIONS GRP Inote 4.250% 5/0 | $428,000 | +2.6% | 431,000 | -4.6% | 0.04% | 0.0% | |
| KEY | Sell | KEYCORP NEW | $423,000 | -0.5% | 22,522 | -0.6% | 0.04% | -2.7% |
| GD | Sell | GENERAL DYNAMICS CORP | $423,000 | +2.4% | 2,064 | -0.6% | 0.04% | 0.0% |
| Sell | ELECTRONICS FOR IMAGING INCnote 0.750% 9/0 | $424,000 | -90.9% | 407,000 | -90.7% | 0.04% | -91.3% | |
| IWS | Sell | ISHARES TRrus mdcp val etf | $414,000 | -7.4% | 4,870 | -8.0% | 0.04% | -10.3% |
| MET | Buy | METLIFE INC | $399,000 | +2.8% | 7,676 | +8.7% | 0.03% | 0.0% |
| UNP | Sell | UNION PAC CORP | $402,000 | +5.8% | 3,465 | -0.6% | 0.03% | +3.0% |
| ICE | Sell | INTERCONTINENTAL EXCHANGE IN | $374,000 | +2.7% | 5,450 | -0.6% | 0.03% | 0.0% |
| PM | Buy | PHILIP MORRIS INTL INC | $368,000 | +14.3% | 3,316 | +21.4% | 0.03% | +10.7% |
| ABT | Sell | ABBOTT LABS | $350,000 | +8.7% | 6,553 | -0.7% | 0.03% | +7.1% |
| MCD | Sell | MCDONALDS CORP | $346,000 | +2.1% | 2,214 | -0.6% | 0.03% | 0.0% |
| ABBV | Sell | ABBVIE INC | $351,000 | +22.7% | 3,944 | -0.6% | 0.03% | +20.0% |
| MDT | Buy | MEDTRONIC PLC | $337,000 | -6.6% | 4,328 | +7.2% | 0.03% | -9.4% |
| TMO | Sell | THERMO FISHER SCIENTIFIC INC | $344,000 | +7.5% | 1,816 | -0.7% | 0.03% | +3.6% |
| TXN | Sell | TEXAS INSTRS INC | $337,000 | +16.2% | 3,748 | -0.7% | 0.03% | +11.5% |
| MMM | Sell | 3M CO | $328,000 | +0.9% | 1,554 | -0.8% | 0.03% | -3.4% |
| AET | Sell | AETNA INC NEW | $333,000 | +4.1% | 2,084 | -0.6% | 0.03% | 0.0% |
| GILD | Sell | GILEAD SCIENCES INC | $312,000 | +14.7% | 3,820 | -0.7% | 0.03% | +12.5% |
| DAL | Sell | DELTA AIR LINES INC DEL | $319,000 | -10.6% | 6,604 | -0.7% | 0.03% | -12.9% |
| HON | Sell | HONEYWELL INTL INC | $319,000 | +6.7% | 2,230 | -0.6% | 0.03% | +3.8% |
| DWDP | New | DOWDUPONT INC | $304,000 | – | 4,385 | – | 0.03% | – |
| ARCC | Sell | ARES CAP CORP | $301,000 | -0.3% | 18,256 | -0.4% | 0.03% | -3.7% |
| DIS | Sell | DISNEY WALT CO | $299,000 | -8.3% | 3,040 | -0.7% | 0.03% | -10.3% |
| ETN | Buy | EATON CORP PLC | $288,000 | +33.3% | 3,714 | +34.1% | 0.02% | +31.6% |
| SLB | Buy | SCHLUMBERGER LTD | $292,000 | +14.5% | 4,183 | +7.6% | 0.02% | +13.6% |
| AGN | Sell | ALLERGAN PLC | $296,000 | -16.9% | 1,450 | -0.6% | 0.02% | -19.4% |
| TWX | Sell | TIME WARNER INC | $279,000 | +1.1% | 2,727 | -0.7% | 0.02% | 0.0% |
| ON | Sell | ON SEMICONDUCTOR CORP | $286,000 | +30.0% | 15,539 | -0.6% | 0.02% | +26.3% |
| WMT | Buy | WAL-MART STORES INC | $285,000 | +14.5% | 3,668 | +12.4% | 0.02% | +9.1% |
| LMT | Buy | LOCKHEED MARTIN CORP | $285,000 | +28.4% | 923 | +14.2% | 0.02% | +20.0% |
| COP | Sell | CONOCOPHILLIPS | $285,000 | +14.0% | 5,635 | -0.7% | 0.02% | +9.1% |
| IVZ | Sell | INVESCO LTD | $280,000 | -1.1% | 7,941 | -0.7% | 0.02% | -4.0% |
| COST | Sell | COSTCO WHSL CORP NEW | $264,000 | +1.9% | 1,618 | -0.7% | 0.02% | 0.0% |
| PCLN | Sell | PRICELINE GRP INC | $259,000 | -3.4% | 141 | -0.7% | 0.02% | -8.3% |
| TJX | Sell | TJX COS INC NEW | $261,000 | +1.2% | 3,568 | -0.6% | 0.02% | -4.3% |
| UTX | Sell | UNITED TECHNOLOGIES CORP | $258,000 | -6.2% | 2,230 | -0.8% | 0.02% | -8.3% |
| Buy | AIR LEASE CORPnote 3.875%12/0 | $257,000 | +117.8% | 169,000 | +98.8% | 0.02% | +120.0% | |
| NXPI | Sell | NXP SEMICONDUCTORS N V | $244,000 | +2.5% | 2,152 | -0.6% | 0.02% | 0.0% |
| ACN | New | ACCENTURE PLC IRELAND | $241,000 | – | 1,785 | – | 0.02% | – |
| CVS | Sell | CVS HEALTH CORP | $234,000 | +1.3% | 2,869 | -0.7% | 0.02% | 0.0% |
| BIIB | Sell | BIOGEN INC | $240,000 | +14.8% | 765 | -0.6% | 0.02% | +11.1% |
| RE | Buy | EVEREST RE GROUP LTD | $236,000 | -0.8% | 1,028 | +10.2% | 0.02% | -4.8% |
| BMY | New | BRISTOL MYERS SQUIBB CO | $220,000 | – | 3,443 | – | 0.02% | – |
| PXD | Buy | PIONEER NAT RES CO | $224,000 | +3.7% | 1,520 | +12.3% | 0.02% | 0.0% |
| IP | Sell | INTL PAPER CO | $218,000 | -0.5% | 3,826 | -0.7% | 0.02% | 0.0% |
| XRT | Sell | SPDR SERIES TRUSTs&p retail etf | $217,000 | +1.4% | 5,209 | -0.6% | 0.02% | 0.0% |
| LOW | Sell | LOWES COS INC | $225,000 | +2.3% | 2,809 | -0.5% | 0.02% | 0.0% |
| EOG | New | EOG RES INC | $217,000 | – | 2,268 | – | 0.02% | – |
| CBS | Sell | CBS CORP NEWcl b | $227,000 | -8.1% | 3,866 | -0.7% | 0.02% | -13.6% |
| DFS | Sell | DISCOVER FINL SVCS | $206,000 | +3.0% | 3,195 | -0.7% | 0.02% | 0.0% |
| WDC | Sell | WESTERN DIGITAL CORP | $201,000 | -2.9% | 2,316 | -0.6% | 0.02% | -5.6% |
| AIG | Sell | AMERICAN INTL GROUP INC | $203,000 | -3.3% | 3,316 | -0.6% | 0.02% | -10.5% |
| CAT | New | CATERPILLAR INC DEL | $200,000 | – | 1,619 | – | 0.02% | – |
| NKE | Sell | NIKE INCcl b | $202,000 | -11.8% | 3,852 | -0.7% | 0.02% | -15.0% |
| Sell | INCYTE CORPnote 0.375%11/1 | $150,000 | -27.2% | 66,000 | -21.4% | 0.01% | -27.8% | |
| F | Sell | FORD MTR CO DEL | $149,000 | +6.4% | 12,538 | -0.6% | 0.01% | +8.3% |
| Buy | ARES CAP CORPnote 4.750% 1/1 | $124,000 | +22.8% | 123,000 | +23.0% | 0.01% | +22.2% | |
| Exit | GREENBRIER COS INCnote 3.500% 4/0 | $0 | – | -32,000 | – | -0.00% | – | |
| Exit | BIOMARIN PHARMACEUTICAL INCnote 0.750%10/1 | $0 | – | -72,000 | – | -0.01% | – | |
| QCOM | Exit | QUALCOMM INC | $0 | – | -3,837 | – | -0.02% | – |
| EQT | Exit | EQT CORP | $0 | – | -3,724 | – | -0.02% | – |
| DD | Exit | DU PONT E I DE NEMOURS & CO | $0 | – | -3,019 | – | -0.02% | – |
| Exit | CIENA CORPdebt 4.000%12/1 | $0 | – | -325,000 | – | -0.04% | – | |
| Exit | AKAMAI TECHNOLOGIES INCdbcv 2/1 | $0 | – | -728,000 | – | -0.06% | – | |
| Exit | BLACKROCK CAPITAL INVESTMENTnote 5.000% 6/1 | $0 | – | -1,250,000 | – | -0.11% | – | |
| XLE | Exit | SELECT SECTOR SPDR TRenergy | $0 | – | -20,587 | – | -0.12% | – |
| ARNCPRB | Exit | ARCONIC INCpfd conv b ser 1 | $0 | – | -53,853 | – | -0.17% | – |
| Exit | NEWMONT MINING CORPnote 1.625% 7/1 | $0 | – | -2,166,000 | – | -0.19% | – | |
| Exit | RESOURCE CAP CORPnote 8.000% 1/1 | $0 | – | -2,410,000 | – | -0.22% | – | |
| Exit | APOLLO COML REAL EST FIN INCnote 5.500% 3/1 | $0 | – | -2,431,000 | – | -0.24% | – | |
| Exit | SPECTRANETICS CORPmtnf 2.625% 6/0 | $0 | – | -2,000,000 | – | -0.24% | – | |
| Exit | INTERDIGITAL INCnote 1.500% 3/0 | $0 | – | -2,442,000 | – | -0.26% | – | |
| Exit | WEBMD HEALTH CORPnote 1.500%12/0 | $0 | – | -2,589,000 | – | -0.29% | – | |
| Exit | ENERNOC INCdbcv 2.250% 8/1 | $0 | – | -4,050,000 | – | -0.36% | – | |
| Exit | TWO HBRS INVT CORPnote 6.250% 1/1 | $0 | – | -3,981,000 | – | -0.37% | – | |
| Exit | RAIT FINANCIAL TRUSTnote 4.000%10/0 | $0 | – | -5,900,000 | – | -0.49% | – | |
| Exit | MERITOR INCnote 7.875% 3/0 | $0 | – | -3,308,000 | – | -0.50% | – | |
| Exit | WEBMD HEALTH CORPnote 2.500% 1/3 | $0 | – | -6,583,000 | – | -0.60% | – |
Q2 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| IVV | New | ISHARES TRcore s&p500 etf | $32,778,000 | – | 134,668 | – | 2.89% | – |
| AGNPRA | New | ALLERGAN PLCpfd conv ser a | $30,691,000 | – | 35,399 | – | 2.70% | – |
| New | INTEL CORPsdcv 3.250% 8/0 | $27,144,000 | – | 16,427,000 | – | 2.39% | – | |
| New | PRICELINE GRP INCnote 0.350% 6/1 | $25,231,000 | – | 17,178,000 | – | 2.22% | – | |
| New | NOVELLUS SYS INCnote 2.625% 5/1 | $22,747,000 | – | 5,450,000 | – | 2.00% | – | |
| WFCPRL | New | WELLS FARGO CO NEWperp pfd cnv a | $21,481,000 | – | 16,386 | – | 1.89% | – |
| BACPRL | New | BANK AMER CORP7.25%cnv pfd l | $19,786,000 | – | 15,679 | – | 1.74% | – |
| New | PRICELINE GRP INCnote 1.000% 3/1 | $16,288,000 | – | 8,260,000 | – | 1.44% | – | |
| ANTX | New | ANTHEM INCunit 05/01/20188 | $15,624,000 | – | 298,022 | – | 1.38% | – |
| New | HOLOGIC INCfrnt 12/1 | $15,591,000 | – | 12,368,000 | – | 1.37% | – | |
| New | CITRIX SYS INCnote 0.500% 4/1 | $15,338,000 | – | 12,776,000 | – | 1.35% | – | |
| New | LAM RESEARCH CORPnote 1.250% 5/1 | $14,645,000 | – | 6,276,000 | – | 1.29% | – | |
| BDXA | New | BECTON DICKINSON & CO | $14,338,000 | – | 262,445 | – | 1.26% | – |
| New | INTEL CORPsdcv 12/1 | $14,183,000 | – | 10,852,000 | – | 1.25% | – | |
| New | IRONWOOD PHARMACEUTICALS INCdbcv 2.250% 6/1 | $13,007,000 | – | 9,719,000 | – | 1.15% | – | |
| New | ANTHEM INCnote 2.750%10/1 | $12,912,000 | – | 5,013,000 | – | 1.14% | – | |
| New | WEATHERFORD INTL LTDnote 5.875% 7/0 | $12,333,000 | – | 12,193,000 | – | 1.09% | – | |
| New | MICROCHIP TECHNOLOGY INCnote 1.625% 2/1 | $11,887,000 | – | 7,900,000 | – | 1.05% | – | |
| New | RED HAT INCnote 0.250%10/0 | $11,888,000 | – | 8,609,000 | – | 1.05% | – | |
| New | STARWOOD WAYPOINT RESIDENTLnote 3.000% 7/0 | $11,447,000 | – | 9,657,000 | – | 1.01% | – | |
| New | ILLUMINA INCnote 6/1 | $11,046,000 | – | 10,939,000 | – | 0.97% | – | |
| AGG | New | ISHARES TRcore us aggbd et | $10,051,000 | – | 91,796 | – | 0.89% | – |
| New | QUIDEL CORPnote 3.250%12/1 | $10,055,000 | – | 9,067,000 | – | 0.89% | – | |
| New | TTM TECHNOLOGIES INCnote 1.750%12/1 | $9,803,000 | – | 5,228,000 | – | 0.86% | – | |
| WELLPRI | New | WELLTOWER INC6.50% pfd prepet | $9,610,000 | – | 145,015 | – | 0.85% | – |
| New | HERBALIFE LTDnote 2.000% 8/1 | $9,483,000 | – | 9,115,000 | – | 0.84% | – | |
| New | TESLA INCnote 0.250% 3/0 | $9,364,000 | – | 8,195,000 | – | 0.82% | – | |
| New | VERISIGN INCsdcv 3.250% 8/1 | $9,340,000 | – | 3,430,000 | – | 0.82% | – | |
| New | CHENIERE ENERGY INCnote 4.250% 3/1 | $9,206,000 | – | 13,342,000 | – | 0.81% | – | |
| New | MICRON TECHNOLOGY INCnote 2.125% 2/1 | $9,098,000 | – | 3,306,000 | – | 0.80% | – | |
| New | PDC ENERGY INCnote 1.125% 9/1 | $8,953,000 | – | 9,862,000 | – | 0.79% | – | |
| New | OLD REP INTL CORPnote 3.750% 3/1 | $8,579,000 | – | 6,776,000 | – | 0.76% | – | |
| New | PRICELINE GRP INCnote 0.900% 9/1 | $8,532,000 | – | 7,452,000 | – | 0.75% | – | |
| New | YAHOO INCnote 12/0 | $8,249,000 | – | 7,258,000 | – | 0.73% | – | |
| New | MACQUARIE INFRASTRUCTURE CORnote 2.875% 7/1 | $8,122,000 | – | 7,350,000 | – | 0.72% | – | |
| New | NUVASIVE INCnote 2.250% 3/1 | $8,088,000 | – | 5,852,000 | – | 0.71% | – | |
| New | ILLUMINA INCnote 0.500% 6/1 | $7,673,000 | – | 7,211,000 | – | 0.68% | – | |
| NEEPRQ | New | NEXTERA ENERGY INCunit 08/31/2018 | $7,652,000 | – | 119,880 | – | 0.67% | – |
| New | TESLA INCnote 1.250% 3/0 | $7,443,000 | – | 6,445,000 | – | 0.66% | – | |
| New | STARWOOD PPTY TR INCnote 4.550% 3/0 | $7,445,000 | – | 6,858,000 | – | 0.66% | – | |
| New | PENNYMAC CORPnote 5.375% 5/0 | $7,294,000 | – | 7,396,000 | – | 0.64% | – | |
| New | MOLINA HEALTHCARE INCdbcv 1.625% 8/1 | $7,173,000 | – | 5,621,000 | – | 0.63% | – | |
| TMUSP | New | T MOBILE US INCconv pfd ser a | $6,836,000 | – | 69,370 | – | 0.60% | – |
| New | WEBMD HEALTH CORPnote 2.500% 1/3 | $6,785,000 | – | 6,583,000 | – | 0.60% | – | |
| New | 51JOB INCnote 3.250% 4/1 | $6,614,000 | – | 5,671,000 | – | 0.58% | – | |
| New | RPM INTL INCnote 2.250%12/1 | $6,603,000 | – | 5,597,000 | – | 0.58% | – | |
| New | ENVESTNET INCnote 1.750%12/1 | $6,522,000 | – | 6,634,000 | – | 0.58% | – | |
| New | WRIGHT MED GROUP INCnote 2.000% 2/1 | $6,375,000 | – | 5,738,000 | – | 0.56% | – | |
| New | MEDICINES COnote 2.750% 7/1 | $6,289,000 | – | 6,018,000 | – | 0.55% | – | |
| New | J2 GLOBAL INCnote 3.250% 6/1 | $6,273,000 | – | 4,591,000 | – | 0.55% | – | |
| New | TRINITY INDS INCnote 3.875% 6/0 | $6,254,000 | – | 4,992,000 | – | 0.55% | – | |
| New | SEACOR HOLDINGS INCnote 3.000%11/1 | $6,243,000 | – | 7,416,000 | – | 0.55% | – | |
| New | THERAVANCE INCnote 2.125% 1/1 | $5,908,000 | – | 6,500,000 | – | 0.52% | – | |
| New | LIBERTY MEDIA CORP DELAWAREnote 1.375%10/1 | $5,766,000 | – | 4,870,000 | – | 0.51% | – | |
| New | MERITOR INCnote 7.875% 3/0 | $5,629,000 | – | 3,308,000 | – | 0.50% | – | |
| FLOT | New | ISHARES TRfltg rate bd etf | $5,587,000 | – | 109,714 | – | 0.49% | – |
| New | SALESFORCE COM INCnote 0.250% 4/0 | $5,533,000 | – | 4,181,000 | – | 0.49% | – | |
| New | EMERGENT BIOSOLUTIONS INCnote 2.875% 1/1 | $5,543,000 | – | 4,300,000 | – | 0.49% | – | |
| New | RAIT FINANCIAL TRUSTnote 4.000%10/0 | $5,527,000 | – | 5,900,000 | – | 0.49% | – | |
| New | JAZZ INVESTMENTS I LTDnote 1.875% 8/1 | $5,510,000 | – | 5,037,000 | – | 0.48% | – | |
| AMTPRB | New | AMERICAN TOWER CORP NEWdep pfd conv se | $5,496,000 | – | 45,600 | – | 0.48% | – |
| New | REDWOOD TR INCnote 4.625% 4/1 | $5,420,000 | – | 5,353,000 | – | 0.48% | – | |
| New | ON SEMICONDUCTOR CORPnote 1.000%12/0 | $5,341,000 | – | 5,148,000 | – | 0.47% | – | |
| New | NVIDIA CORPnote 1.000%12/0 | $5,337,000 | – | 744,000 | – | 0.47% | – | |
| New | JDS UNIPHASE CORPdbcv 0.625% 8/1 | $5,242,000 | – | 4,751,000 | – | 0.46% | – | |
| SPY | New | SPDR S&P 500 ETF TRtr unit | $5,241,000 | – | 21,663 | – | 0.46% | – |
| New | LIVE NATION ENTERTAINMENT INdbcv 2.500% 5/1 | $5,229,000 | – | 4,586,000 | – | 0.46% | – | |
| New | CEMEX SAB DE CVnote 3.750% 3/1 | $5,192,000 | – | 4,348,000 | – | 0.46% | – | |
| New | ADVANCED MICRO DEVICES INCnote 2.125% 9/0 | $5,131,000 | – | 2,929,000 | – | 0.45% | – | |
| New | LIBERTY MEDIA CORPdeb 3.500% 1/1 | $5,104,000 | – | 9,418,000 | – | 0.45% | – | |
| New | VEECO INSTRS INC DELnote 2.700% 1/1 | $5,094,000 | – | 5,000,000 | – | 0.45% | – | |
| IRDMB | New | IRIDIUM COMMUNICATIONS INCperp pfd cnv b | $5,100,000 | – | 13,507 | – | 0.45% | – |
| RYAMPRA | New | RAYONIER ADVANCED MATLS INCpfd cv ser a | $5,010,000 | – | 42,654 | – | 0.44% | – |
| New | CTRIP COM INTL LTDnote 1.000% 7/0 | $4,957,000 | – | 4,303,000 | – | 0.44% | – | |
| New | LIBERTY INTERACTIVE LLCdeb 1.750% 9/3 | $4,956,000 | – | 4,335,000 | – | 0.44% | – | |
| New | COLONY CAP INCnote 3.875% 1/1 | $4,930,000 | – | 4,860,000 | – | 0.43% | – | |
| New | ACORDA THERAPEUTICS INCnote 1.750% 6/1 | $4,876,000 | – | 5,683,000 | – | 0.43% | – | |
| New | DYCOM INDS INCnote 0.750% 9/1 | $4,856,000 | – | 4,189,000 | – | 0.43% | – | |
| New | BLACKSTONE MTG TR INCnote 5.250%12/0 | $4,785,000 | – | 4,132,000 | – | 0.42% | – | |
| DCUD | New | DOMINION ENERGY INCunit 08/15/2019 | $4,757,000 | – | 94,655 | – | 0.42% | – |
| New | B2GOLD CORPnote 3.250%10/0 | $4,744,000 | – | 4,531,000 | – | 0.42% | – | |
| New | ENCORE CAP GROUP INCnote 3.000% 7/0 | $4,739,000 | – | 4,439,000 | – | 0.42% | – | |
| FEX | New | FIRST TR LRGE CP CORE ALPHA | $4,733,000 | – | 89,048 | – | 0.42% | – |
| New | KB HOMEnote 1.375% 2/0 | $4,713,000 | – | 4,412,000 | – | 0.42% | – | |
| New | CLOVIS ONCOLOGY INCnote 2.500% 9/1 | $4,715,000 | – | 2,784,000 | – | 0.42% | – | |
| LMBS | New | FIRST TR EXCHANGE TRADED FDfst low oppt eft | $4,682,000 | – | 89,860 | – | 0.41% | – |
| New | ELECTRONICS FOR IMAGING INCnote 0.750% 9/0 | $4,685,000 | – | 4,359,000 | – | 0.41% | – | |
| New | ALLSCRIPTS HEALTHCARE SOLUTNnote 1.250% 7/0 | $4,654,000 | – | 4,594,000 | – | 0.41% | – | |
| New | NAVISTAR INTL CORP NEWnote 4.750% 4/1 | $4,629,000 | – | 4,750,000 | – | 0.41% | – | |
| New | WRIGHT MED GROUP N Vnote 2.250%11/1 | $4,596,000 | – | 3,262,000 | – | 0.40% | – | |
| New | WELLS FARGO & COmtnf 0.125% 2/2 | $4,592,000 | – | 4,788,000 | – | 0.40% | – | |
| New | FORESTAR GROUP INCnote 3.750% 3/0 | $4,578,000 | – | 4,500,000 | – | 0.40% | – | |
| New | RTI INTL METALS INCnote 1.625%10/1 | $4,396,000 | – | 4,122,000 | – | 0.39% | – | |
| New | ATLAS AIR WORLDWIDE HLDGS INnote 1.875% 6/0 | $4,361,000 | – | 4,000,000 | – | 0.38% | – | |
| New | AMAG PHARMACEUTICALS INCnote 3.250% 6/0 | $4,325,000 | – | 4,500,000 | – | 0.38% | – | |
| New | CHART INDS INCnote 2.000% 8/0 | $4,212,000 | – | 4,250,000 | – | 0.37% | – | |
| New | TWO HBRS INVT CORPnote 6.250% 1/1 | $4,197,000 | – | 3,981,000 | – | 0.37% | – | |
| New | EURONET WORLDWIDE INCnote 1.500%10/0 | $4,167,000 | – | 3,261,000 | – | 0.37% | – | |
| KMIPRA | New | KINDER MORGAN INC DELpfd ser a | $4,131,000 | – | 95,415 | – | 0.36% | – |
| New | INSULET CORPnote 2.000% 6/1 | $4,093,000 | – | 3,371,000 | – | 0.36% | – | |
| New | THERAVANCE BIOPHARMA INCnote 3.250%11/0 | $4,055,000 | – | 3,007,000 | – | 0.36% | – | |
| New | ENERNOC INCdbcv 2.250% 8/1 | $4,024,000 | – | 4,050,000 | – | 0.36% | – | |
| New | MEDIDATA SOLUTIONS INCnote 1.000% 8/0 | $4,018,000 | – | 2,879,000 | – | 0.35% | – | |
| New | GENERAL CABLE CORP DEL NEWfrnt 4.500%11/1 | $3,994,000 | – | 5,294,000 | – | 0.35% | – | |
| New | ARES CAP CORPnote 4.375% 1/1 | $3,971,000 | – | 3,858,000 | – | 0.35% | – | |
| New | BOTTOMLINE TECH DEL INCnote 1.500%12/0 | $3,933,000 | – | 3,900,000 | – | 0.35% | – | |
| New | RENEWABLE ENERGY GROUP INCnote 4.000% 6/1 | $3,926,000 | – | 2,908,000 | – | 0.35% | – | |
| New | PROOFPOINT INCnote 1.250%12/1 | $3,891,000 | – | 1,750,000 | – | 0.34% | – | |
| New | FINISAR CORPnote 0.500%12/1 | $3,854,000 | – | 3,465,000 | – | 0.34% | – | |
| New | YANDEX NVnote 1.125%12/1 | $3,846,000 | – | 3,973,000 | – | 0.34% | – | |
| New | BIOMARIN PHARMACEUTICAL INCnote 1.500%10/1 | $3,846,000 | – | 3,233,000 | – | 0.34% | – | |
| New | PORTFOLIO RECOVERY ASSOCS INnote 3.000% 8/0 | $3,817,000 | – | 4,000,000 | – | 0.34% | – | |
| New | PANDORA MEDIA INCnote 1.750%12/0 | $3,791,000 | – | 4,000,000 | – | 0.33% | – | |
| New | TESLA INCnote 2.375% 3/1 | $3,769,000 | – | 3,000,000 | – | 0.33% | – | |
| BKHU | New | BLACK HILLS CORPunit 99/99/9999 | $3,622,000 | – | 49,092 | – | 0.32% | – |
| IWD | New | ISHARES TRrus 1000 val etf | $3,599,000 | – | 30,912 | – | 0.32% | – |
| New | KNOWLES CORPnote 3.250%11/0 | $3,537,000 | – | 3,000,000 | – | 0.31% | – | |
| New | DEPOMED INCnote 2.500% 9/0 | $3,510,000 | – | 4,000,000 | – | 0.31% | – | |
| SWP | New | STANLEY BLACK & DECKER INCunit 05/15/2020 | $3,494,000 | – | 32,340 | – | 0.31% | – |
| New | PROOFPOINT INCdbcv 0.750% 6/1 | $3,459,000 | – | 2,779,000 | – | 0.30% | – | |
| VRTSP | New | VIRTUS INVT PARTNERS INCpfd cv ser d | $3,370,000 | – | 33,501 | – | 0.30% | – |
| New | ECHO GLOBAL LOGISTICS INCnote 2.500% 5/0 | $3,376,000 | – | 3,559,000 | – | 0.30% | – | |
| New | NUANCE COMMUNICATIONS INCdbcv 1.000%12/1 | $3,335,000 | – | 3,462,000 | – | 0.29% | – | |
| New | SILVER STD RES INCnote 2.875% 2/0 | $3,301,000 | – | 3,392,000 | – | 0.29% | – | |
| New | WEBMD HEALTH CORPnote 1.500%12/0 | $3,286,000 | – | 2,589,000 | – | 0.29% | – | |
| New | SERVICENOW INCnote 11/0 | $3,249,000 | – | 2,224,000 | – | 0.29% | – | |
| New | AEGEAN MARINE PETE NETWORK Inote 4.000%11/0 | $3,197,000 | – | 3,300,000 | – | 0.28% | – | |
| New | IGI LABORATORIES INCnote 3.750%12/1 | $3,201,000 | – | 3,000,000 | – | 0.28% | – | |
| New | ISIS PHARMACEUTICALS INC DELnote 1.000%11/1 | $3,121,000 | – | 2,944,000 | – | 0.28% | – | |
| New | ATLAS AIR WORLDWIDE HLDGS INnote 2.250% 6/0 | $3,036,000 | – | 2,885,000 | – | 0.27% | – | |
| New | HORIZON PHARMA INVT LTDnote 2.500% 3/1 | $3,016,000 | – | 3,500,000 | – | 0.27% | – | |
| New | TAKE-TWO INTERACTIVE SOFTWARnote 1.000% 7/0 | $2,977,000 | – | 876,000 | – | 0.26% | – | |
| New | INTERDIGITAL INCnote 1.500% 3/0 | $2,960,000 | – | 2,442,000 | – | 0.26% | – | |
| New | INTEGRATED DEVICE TECHNOLOGYnote 0.875%11/1 | $2,921,000 | – | 2,758,000 | – | 0.26% | – | |
| New | TCP CAP CORPnote 5.250%12/1 | $2,910,000 | – | 2,750,000 | – | 0.26% | – | |
| New | WABASH NATL CORPnote 3.375% 5/0 | $2,881,000 | – | 1,500,000 | – | 0.25% | – | |
| New | HARMONIC INCnote 4.000%12/0 | $2,864,000 | – | 2,500,000 | – | 0.25% | – | |
| HBANP | New | HUNTINGTON BANCSHARES INCpfd conv ser a | $2,843,000 | – | 1,969 | – | 0.25% | – |
| New | ENDOLOGIX INCnote 3.250%11/0 | $2,786,000 | – | 3,256,000 | – | 0.24% | – | |
| New | SUNPOWER CORPdbcv 4.000% 1/1 | $2,757,000 | – | 3,198,000 | – | 0.24% | – | |
| New | SPECTRANETICS CORPmtnf 2.625% 6/0 | $2,706,000 | – | 2,000,000 | – | 0.24% | – | |
| New | APOLLO COML REAL EST FIN INCnote 5.500% 3/1 | $2,663,000 | – | 2,431,000 | – | 0.24% | – | |
| New | HELIX ENERGY SOLUTIONS GRP Inote 3.250% 3/1 | $2,622,000 | – | 2,650,000 | – | 0.23% | – | |
| New | IMPAX LABORATORIES INCnote 2.000% 6/1 | $2,552,000 | – | 3,000,000 | – | 0.22% | – | |
| HEZU | New | ISHARES TRcur hd eurzn etf | $2,524,000 | – | 86,051 | – | 0.22% | – |
| AEUA | New | ANADARKO PETE CORPunit 99/99/9999 | $2,506,000 | – | 61,365 | – | 0.22% | – |
| New | RESOURCE CAP CORPnote 8.000% 1/1 | $2,486,000 | – | 2,410,000 | – | 0.22% | – | |
| New | SPIRIT RLTY CAP INC NEWnote 2.875% 5/1 | $2,474,000 | – | 2,496,000 | – | 0.22% | – | |
| TBF | New | PROSHARES TRshrt 20+yr tre | $2,473,000 | – | 110,000 | – | 0.22% | – |
| WPXP | New | WPX ENERGY INCpfd ser a cv | $2,337,000 | – | 50,000 | – | 0.21% | – |
| New | ACETO CORPnote 2.000%11/0 | $2,222,000 | – | 2,418,000 | – | 0.20% | – | |
| New | QIAGEN NVnote 0.375% 3/1 | $2,217,000 | – | 1,800,000 | – | 0.20% | – | |
| New | AMERICAN RLTY CAP PPTYS INCnote 3.000% 8/0 | $2,199,000 | – | 2,190,000 | – | 0.19% | – | |
| New | PALO ALTO NETWORKS INCnote 7/0 | $2,193,000 | – | 1,674,000 | – | 0.19% | – | |
| New | NEWMONT MINING CORPnote 1.625% 7/1 | $2,165,000 | – | 2,166,000 | – | 0.19% | – | |
| New | FIDELITY NATIONAL FINANCIALnote 4.250% 8/1 | $2,100,000 | – | 827,000 | – | 0.18% | – | |
| New | BLACKSTONE MTG TR INCnote 4.375% 5/0 | $2,043,000 | – | 2,000,000 | – | 0.18% | – | |
| GOOGL | New | ALPHABET INCcap stk cl a | $2,003,000 | – | 2,153 | – | 0.18% | – |
| FPE | New | FIRST TR EXCHANGE-TRADED FDpfd secs inc etf | $1,981,000 | – | 98,795 | – | 0.18% | – |
| BKLN | New | POWERSHARES ETF TRUST IIsenior ln port | $1,982,000 | – | 85,600 | – | 0.18% | – |
| IYW | New | ISHARES TRu.s. tech etf | $1,963,000 | – | 14,054 | – | 0.17% | – |
| ARNCPRB | New | ARCONIC INCpfd conv b ser 1 | $1,924,000 | – | 53,853 | – | 0.17% | – |
| New | EZCORP INCnote 2.625% 6/1 | $1,920,000 | – | 2,000,000 | – | 0.17% | – | |
| New | HURON CONSULTING GROUP INCnote 1.250%10/0 | $1,913,000 | – | 2,000,000 | – | 0.17% | – | |
| New | OASIS PETE INC NEWnote 2.625% 9/1 | $1,902,000 | – | 1,936,000 | – | 0.17% | – | |
| New | SYNCHRONOSS TECHNOLOGIES INCnote 0.750% 8/1 | $1,860,000 | – | 2,000,000 | – | 0.16% | – | |
| IEMG | New | ISHARES INCcore msci emkt | $1,756,000 | – | 35,103 | – | 0.16% | – |
| AAPL | New | APPLE INC | $1,763,000 | – | 12,236 | – | 0.16% | – |
| New | ENCORE CAP GROUP INCnote 2.875% 3/1 | $1,730,000 | – | 1,829,000 | – | 0.15% | – | |
| XLU | New | SELECT SECTOR SPDR TRsbi int-utils | $1,667,000 | – | 32,072 | – | 0.15% | – |
| IEFA | New | ISHARES TRcore msci eafe | $1,651,000 | – | 27,095 | – | 0.14% | – |
| New | DANAHER CORP DELnote 1/2 | $1,646,000 | – | 511,000 | – | 0.14% | – | |
| New | NATIONAL HEALTH INVS INCnote 3.250% 4/0 | $1,635,000 | – | 1,404,000 | – | 0.14% | – | |
| New | MERCADOLIBRE INCnote 2.250% 7/0 | $1,586,000 | – | 785,000 | – | 0.14% | – | |
| New | UNISYS CORPnote 5.500% 3/0 | $1,475,000 | – | 967,000 | – | 0.13% | – | |
| IYR | New | ISHARES TRu.s. real es etf | $1,368,000 | – | 17,149 | – | 0.12% | – |
| New | FIREEYE INCnote 1.625% 6/0 | $1,366,000 | – | 1,500,000 | – | 0.12% | – | |
| XLE | New | SELECT SECTOR SPDR TRenergy | $1,336,000 | – | 20,587 | – | 0.12% | – |
| MSFT | New | MICROSOFT CORP | $1,330,000 | – | 19,297 | – | 0.12% | – |
| New | MACQUARIE INFRASTRUCTURE CORnote 2.000%10/0 | $1,315,000 | – | 1,321,000 | – | 0.12% | – | |
| C | New | CITIGROUP INC | $1,305,000 | – | 19,536 | – | 0.12% | – |
| New | GLOBAL EAGLE ENTMT INCnote 2.750% 2/1 | $1,285,000 | – | 2,000,000 | – | 0.11% | – | |
| New | BLACKROCK CAPITAL INVESTMENTnote 5.000% 6/1 | $1,279,000 | – | 1,250,000 | – | 0.11% | – | |
| JPM | New | JPMORGAN CHASE & CO | $1,250,000 | – | 13,678 | – | 0.11% | – |
| DYNC | New | DYNEGY INC NEW DELunit 07/01/20191 | $1,218,000 | – | 20,000 | – | 0.11% | – |
| KMB | New | KIMBERLY CLARK CORP | $1,121,000 | – | 8,685 | – | 0.10% | – |
| SWNC | New | SOUTHWESTERN ENERGY CO | $1,089,000 | – | 75,000 | – | 0.10% | – |
| New | LABORATORY CORP AMER HLDGSnote 9/1 | $1,075,000 | – | 518,000 | – | 0.10% | – | |
| FB | New | FACEBOOK INCcl a | $1,039,000 | – | 6,894 | – | 0.09% | – |
| JNJ | New | JOHNSON & JOHNSON | $1,027,000 | – | 7,774 | – | 0.09% | – |
| RPTPRD | New | RAMCO-GERSHENSON PPTYS TRperp pfd-d cv | $983,000 | – | 18,912 | – | 0.09% | – |
| AMZN | New | AMAZON COM INC | $965,000 | – | 994 | – | 0.08% | – |
| New | MICRON TECHNOLOGY INCnote 3.000%11/1 | $941,000 | – | 833,000 | – | 0.08% | – | |
| New | TWITTER INCnote 1.000% 9/1 | $915,000 | – | 1,000,000 | – | 0.08% | – | |
| TBT | New | PROSHARES TR | $884,000 | – | 24,635 | – | 0.08% | – |
| New | PDL BIOPHARMA INCnote 2.750%12/0 | $850,000 | – | 950,000 | – | 0.08% | – | |
| FXH | New | FIRST TR EXCHANGE TRADED FDhlth care alph | $825,000 | – | 12,341 | – | 0.07% | – |
| New | MICROCHIP TECHNOLOGY INCsdcv 2.125%12/1 | $827,000 | – | 254,000 | – | 0.07% | – | |
| New | MICRON TECHNOLOGY INCnote 1.625% 2/1 | $814,000 | – | 299,000 | – | 0.07% | – | |
| New | NUANCE COMMUNICATIONS INCdebt 1.500%11/0 | $820,000 | – | 798,000 | – | 0.07% | – | |
| New | ROYAL GOLD INCnote 2.875% 6/1 | $819,000 | – | 759,000 | – | 0.07% | – | |
| New | NOVAVAX INCnote 3.750% 2/0 | $807,000 | – | 1,882,000 | – | 0.07% | – | |
| New | MEDICINES COnote 2.500% 1/1 | $789,000 | – | 609,000 | – | 0.07% | – | |
| PFE | New | PFIZER INC | $800,000 | – | 23,823 | – | 0.07% | – |
| UNH | New | UNITEDHEALTH GROUP INC | $771,000 | – | 4,164 | – | 0.07% | – |
| L | New | LOEWS CORP | $774,000 | – | 16,540 | – | 0.07% | – |
| BAC | New | BANK AMER CORP | $766,000 | – | 31,553 | – | 0.07% | – |
| BRKB | New | BERKSHIRE HATHAWAY INC DELcl b new | $760,000 | – | 4,489 | – | 0.07% | – |
| GE | New | GENERAL ELECTRIC CO | $752,000 | – | 27,869 | – | 0.07% | – |
| PG | New | PROCTER AND GAMBLE CO | $739,000 | – | 8,459 | – | 0.06% | – |
| New | SPIRIT RLTY CAP INC NEWnote 3.750% 5/1 | $729,000 | – | 733,000 | – | 0.06% | – | |
| New | AKAMAI TECHNOLOGIES INCdbcv 2/1 | $716,000 | – | 728,000 | – | 0.06% | – | |
| EEMV | New | ISHARESmin vol emrg mkt | $686,000 | – | 12,406 | – | 0.06% | – |
| HD | New | HOME DEPOT INC | $686,000 | – | 4,462 | – | 0.06% | – |
| DTV | New | DTE ENERGY COunit 99/99/9999 | $670,000 | – | 12,355 | – | 0.06% | – |
| IYM | New | ISHARES TRu.s. bas mtl etf | $665,000 | – | 7,446 | – | 0.06% | – |
| New | STARWOOD PPTY TR INCnote 3.750%10/1 | $659,000 | – | 656,000 | – | 0.06% | – | |
| XOM | New | EXXON MOBIL CORP | $658,000 | – | 8,174 | – | 0.06% | – |
| VZ | New | VERIZON COMMUNICATIONS INC | $620,000 | – | 13,877 | – | 0.06% | – |
| New | WORKDAY INCnote 0.750% 7/1 | $623,000 | – | 505,000 | – | 0.06% | – | |
| EPRPRC | New | EPR PPTYSpfd c cnv 5.75% | $615,000 | – | 21,992 | – | 0.05% | – |
| T | New | AT&T INC | $604,000 | – | 16,016 | – | 0.05% | – |
| CELG | New | CELGENE CORP | $590,000 | – | 4,540 | – | 0.05% | – |
| KO | New | COCA COLA CO | $581,000 | – | 12,965 | – | 0.05% | – |
| DBJP | New | DBX ETF TRxtrak msci japn | $578,000 | – | 14,827 | – | 0.05% | – |
| MO | New | ALTRIA GROUP INC | $552,000 | – | 7,387 | – | 0.05% | – |
| ORCL | New | ORACLE CORP | $543,000 | – | 10,824 | – | 0.05% | – |
| WFC | New | WELLS FARGO CO NEW | $532,000 | – | 9,666 | – | 0.05% | – |
| INTC | New | INTEL CORP | $534,000 | – | 15,803 | – | 0.05% | – |
| New | CONSOLIDATED TOMOKA LD COnote 4.500% 3/1 | $535,000 | – | 517,000 | – | 0.05% | – | |
| PEP | New | PEPSICO INC | $499,000 | – | 4,328 | – | 0.04% | – |
| EFA | New | ISHARES TRmsci eafe etf | $494,000 | – | 7,590 | – | 0.04% | – |
| FTSM | New | FIRST TR EXCHANGE TRADED FDfirst tr enh new | $491,000 | – | 8,173 | – | 0.04% | – |
| New | INPHI CORPnote 1.125%12/0 | $483,000 | – | 432,000 | – | 0.04% | – | |
| FDX | New | FEDEX CORP | $487,000 | – | 2,238 | – | 0.04% | – |
| STI | New | SUNTRUST BKS INC | $459,000 | – | 8,132 | – | 0.04% | – |
| CSCO | New | CISCO SYS INC | $452,000 | – | 14,437 | – | 0.04% | – |
| New | CIENA CORPdebt 4.000%12/1 | $459,000 | – | 325,000 | – | 0.04% | – | |
| MRK | New | MERCK & CO INC | $439,000 | – | 6,897 | – | 0.04% | – |
| IWS | New | ISHARES TRrus mdcp val etf | $447,000 | – | 5,295 | – | 0.04% | – |
| AMGN | New | AMGEN INC | $442,000 | – | 2,568 | – | 0.04% | – |
| CVX | New | CHEVRON CORP NEW | $430,000 | – | 4,109 | – | 0.04% | – |
| KEY | New | KEYCORP NEW | $425,000 | – | 22,650 | – | 0.04% | – |
| New | HELIX ENERGY SOLUTIONS GRP Inote 4.250% 5/0 | $417,000 | – | 452,000 | – | 0.04% | – | |
| MA | New | MASTERCARD INCORPORATEDcl a | $405,000 | – | 3,335 | – | 0.04% | – |
| GD | New | GENERAL DYNAMICS CORP | $413,000 | – | 2,077 | – | 0.04% | – |
| RTN | New | RAYTHEON CO | $408,000 | – | 2,525 | – | 0.04% | – |
| New | HORIZON GLOBAL CORPnote 2.750% 7/0 | $402,000 | – | 424,000 | – | 0.04% | – | |
| MET | New | METLIFE INC | $388,000 | – | 7,063 | – | 0.03% | – |
| NYCBPRU | New | NEW YORK CMNTY CAP TR Vunit 11/01/2051 | $383,000 | – | 7,500 | – | 0.03% | – |
| UNP | New | UNION PAC CORP | $380,000 | – | 3,487 | – | 0.03% | – |
| V | New | VISA INC | $359,000 | – | 3,822 | – | 0.03% | – |
| CMCSA | New | COMCAST CORP NEWcl a | $364,000 | – | 9,327 | – | 0.03% | – |
| MDT | New | MEDTRONIC PLC | $361,000 | – | 4,038 | – | 0.03% | – |
| ICE | New | INTERCONTINENTAL EXCHANGE IN | $364,000 | – | 5,483 | – | 0.03% | – |
| DAL | New | DELTA AIR LINES INC DEL | $357,000 | – | 6,652 | – | 0.03% | – |
| AGN | New | ALLERGAN PLC | $356,000 | – | 1,459 | – | 0.03% | – |
| MCD | New | MCDONALDS CORP | $339,000 | – | 2,228 | – | 0.03% | – |
| MMM | New | 3M CO | $325,000 | – | 1,566 | – | 0.03% | – |
| LRCX | New | LAM RESEARCH CORP | $332,000 | – | 2,333 | – | 0.03% | – |
| DIS | New | DISNEY WALT CO | $326,000 | – | 3,060 | – | 0.03% | – |
| AET | New | AETNA INC NEW | $320,000 | – | 2,097 | – | 0.03% | – |
| PM | New | PHILIP MORRIS INTL INC | $322,000 | – | 2,732 | – | 0.03% | – |
| TMO | New | THERMO FISHER SCIENTIFIC INC | $320,000 | – | 1,828 | – | 0.03% | – |
| ABT | New | ABBOTT LABS | $322,000 | – | 6,602 | – | 0.03% | – |
| ARCC | New | ARES CAP CORP | $302,000 | – | 18,331 | – | 0.03% | – |
| BA | New | BOEING CO | $306,000 | – | 1,537 | – | 0.03% | – |
| TXN | New | TEXAS INSTRS INC | $290,000 | – | 3,776 | – | 0.03% | – |
| HON | New | HONEYWELL INTL INC | $299,000 | – | 2,244 | – | 0.03% | – |
| IVZ | New | INVESCO LTD | $283,000 | – | 7,994 | – | 0.02% | – |
| ABBV | New | ABBVIE INC | $286,000 | – | 3,968 | – | 0.02% | – |
| New | ALZA CORPsdcv 7/2 | $285,000 | – | 157,000 | – | 0.02% | – | |
| TWX | New | TIME WARNER INC | $276,000 | – | 2,745 | – | 0.02% | – |
| GILD | New | GILEAD SCIENCES INC | $272,000 | – | 3,847 | – | 0.02% | – |
| PCLN | New | PRICELINE GRP INC | $268,000 | – | 142 | – | 0.02% | – |
| UTX | New | UNITED TECHNOLOGIES CORP | $275,000 | – | 2,247 | – | 0.02% | – |
| COST | New | COSTCO WHSL CORP NEW | $259,000 | – | 1,629 | – | 0.02% | – |
| TJX | New | TJX COS INC NEW | $258,000 | – | 3,591 | – | 0.02% | – |
| SLB | New | SCHLUMBERGER LTD | $255,000 | – | 3,889 | – | 0.02% | – |
| CBS | New | CBS CORP NEWcl b | $247,000 | – | 3,892 | – | 0.02% | – |
| COP | New | CONOCOPHILLIPS | $250,000 | – | 5,673 | – | 0.02% | – |
| WMT | New | WAL-MART STORES INC | $249,000 | – | 3,264 | – | 0.02% | – |
| IYE | New | ISHARES TRu.s. energy etf | $233,000 | – | 6,550 | – | 0.02% | – |
| RE | New | EVEREST RE GROUP LTD | $238,000 | – | 933 | – | 0.02% | – |
| NXPI | New | NXP SEMICONDUCTORS N V | $238,000 | – | 2,165 | – | 0.02% | – |
| DD | New | DU PONT E I DE NEMOURS & CO | $243,000 | – | 3,019 | – | 0.02% | – |
| NKE | New | NIKE INCcl b | $229,000 | – | 3,878 | – | 0.02% | – |
| LMT | New | LOCKHEED MARTIN CORP | $222,000 | – | 808 | – | 0.02% | – |
| CVS | New | CVS HEALTH CORP | $231,000 | – | 2,889 | – | 0.02% | – |
| AIG | New | AMERICAN INTL GROUP INC | $210,000 | – | 3,337 | – | 0.02% | – |
| LOW | New | LOWES COS INC | $220,000 | – | 2,823 | – | 0.02% | – |
| IP | New | INTL PAPER CO | $219,000 | – | 3,852 | – | 0.02% | – |
| ON | New | ON SEMICONDUCTOR CORP | $220,000 | – | 15,630 | – | 0.02% | – |
| EQT | New | EQT CORP | $218,000 | – | 3,724 | – | 0.02% | – |
| XRT | New | SPDR SERIES TRUSTs&p retail etf | $214,000 | – | 5,242 | – | 0.02% | – |
| PXD | New | PIONEER NAT RES CO | $216,000 | – | 1,353 | – | 0.02% | – |
| ETN | New | EATON CORP PLC | $216,000 | – | 2,769 | – | 0.02% | – |
| QCOM | New | QUALCOMM INC | $211,000 | – | 3,837 | – | 0.02% | – |
| DFS | New | DISCOVER FINL SVCS | $200,000 | – | 3,216 | – | 0.02% | – |
| BIIB | New | BIOGEN INC | $209,000 | – | 770 | – | 0.02% | – |
| WDC | New | WESTERN DIGITAL CORP | $207,000 | – | 2,330 | – | 0.02% | – |
| New | INCYTE CORPnote 0.375%11/1 | $206,000 | – | 84,000 | – | 0.02% | – | |
| New | WELLS FARGO & COmtnf 0.125% 3/1 | $176,000 | – | 182,000 | – | 0.02% | – | |
| F | New | FORD MTR CO DEL | $140,000 | – | 12,610 | – | 0.01% | – |
| New | PROSPECT CAPITAL CORPORATIONnote 5.375%10/1 | $119,000 | – | 118,000 | – | 0.01% | – | |
| New | AIR LEASE CORPnote 3.875%12/0 | $118,000 | – | 85,000 | – | 0.01% | – | |
| New | ARES CAP CORPnote 4.750% 1/1 | $101,000 | – | 100,000 | – | 0.01% | – | |
| New | STARWOOD PPTY TR INCnote 4.000% 1/1 | $82,000 | – | 72,000 | – | 0.01% | – | |
| New | BIOMARIN PHARMACEUTICAL INCnote 0.750%10/1 | $80,000 | – | 72,000 | – | 0.01% | – | |
| New | AMERICAN RLTY CAP PPTYS INCnote 3.750%12/1 | $72,000 | – | 70,000 | – | 0.01% | – | |
| New | GREENBRIER COS INCnote 3.500% 4/0 | $44,000 | – | 32,000 | – | 0.00% | – | |
| New | JANUS HENDERSON GROUP PLCnote 0.750% 7/1 | $48,000 | – | 33,000 | – | 0.00% | – |
Q4 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| Exit | PDC ENERGY INCnote 1.125% 9/1 | $0 | – | -22,000 | – | -0.00% | – | |
| Exit | MICRON TECHNOLOGY INCnote 1.625% 2/1 | $0 | – | -35,000 | – | -0.01% | – | |
| Exit | JEFFERIES GROUP INC NEWdbcv 3.875%11/0 | $0 | – | -50,000 | – | -0.01% | – | |
| Exit | JANUS CAP GROUP INCnote 0.750% 7/1 | $0 | – | -57,000 | – | -0.01% | – | |
| Exit | STARWOOD PPTY TR INCnote 4.000% 1/1 | $0 | – | -72,000 | – | -0.01% | – | |
| Exit | BIOMARIN PHARMACEUTICAL INCnote 0.750%10/1 | $0 | – | -77,000 | – | -0.01% | – | |
| Exit | PROSPECT CAPITAL CORPORATIONnote 5.375%10/1 | $0 | – | -118,000 | – | -0.01% | – | |
| Exit | COLONY CAP INCnote 3.875% 1/1 | $0 | – | -126,000 | – | -0.01% | – | |
| Exit | ARES CAP CORPnote 4.375% 1/1 | $0 | – | -131,000 | – | -0.01% | – | |
| XRX | Exit | XEROX CORP | $0 | – | -14,532 | – | -0.01% | – |
| Exit | WELLS FARGO & COmtnf 0.125% 3/1 | $0 | – | -190,000 | – | -0.02% | – | |
| ON | Exit | ON SEMICONDUCTOR CORP | $0 | – | -15,858 | – | -0.02% | – |
| NKE | Exit | NIKE INCcl b | $0 | – | -3,946 | – | -0.02% | – |
| KR | Exit | KROGER CO | $0 | – | -6,762 | – | -0.02% | – |
| DD | Exit | DU PONT E I DE NEMOURS & CO | $0 | – | -3,068 | – | -0.02% | – |
| YUM | Exit | YUM BRANDS INC | $0 | – | -2,223 | – | -0.02% | – |
| PCLN | Exit | PRICELINE GRP INC | $0 | – | -144 | – | -0.02% | – |
| EOG | Exit | EOG RES INC | $0 | – | -2,079 | – | -0.02% | – |
| BA | Exit | BOEING CO | $0 | – | -1,594 | – | -0.02% | – |
| ALL | Exit | ALLSTATE CORP | $0 | – | -3,125 | – | -0.02% | – |
| CBS | Exit | CBS CORP NEWcl b | $0 | – | -3,948 | – | -0.02% | – |
| UTX | Exit | UNITED TECHNOLOGIES CORP | $0 | – | -2,284 | – | -0.02% | – |
| EA | Exit | ELECTRONIC ARTS INC | $0 | – | -2,624 | – | -0.02% | – |
| LRCX | Exit | LAM RESEARCH CORP | $0 | – | -2,372 | – | -0.02% | – |
| TWX | Exit | TIME WARNER INC | $0 | – | -2,839 | – | -0.02% | – |
| NXPI | Exit | NXP SEMICONDUCTORS N V | $0 | – | -2,198 | – | -0.02% | – |
| GIS | Exit | GENERAL MLS INC | $0 | – | -3,592 | – | -0.02% | – |
| MDLZ | Exit | MONDELEZ INTL INCcl a | $0 | – | -5,437 | – | -0.02% | – |
| COST | Exit | COSTCO WHSL CORP NEW | $0 | – | -1,656 | – | -0.02% | – |
| BIIB | Exit | BIOGEN INC | $0 | – | -782 | – | -0.02% | – |
| COP | Exit | CONOCOPHILLIPS | $0 | – | -5,774 | – | -0.02% | – |
| AET | Exit | AETNA INC NEW | $0 | – | -2,132 | – | -0.02% | – |
| WMT | Exit | WAL-MART STORES INC | $0 | – | -3,405 | – | -0.02% | – |
| MCD | Exit | MCDONALDS CORP | $0 | – | -2,267 | – | -0.02% | – |
| IYE | Exit | ISHARES TRu.s. energy etf | $0 | – | -6,550 | – | -0.02% | – |
| ABBV | Exit | ABBVIE INC | $0 | – | -4,101 | – | -0.02% | – |
| IVZ | Exit | INVESCO LTD | $0 | – | -8,135 | – | -0.02% | – |
| PM | Exit | PHILIP MORRIS INTL INC | $0 | – | -2,780 | – | -0.02% | – |
| CVS | Exit | CVS HEALTH CORP | $0 | – | -3,042 | – | -0.02% | – |
| TXN | Exit | TEXAS INSTRS INC | $0 | – | -3,834 | – | -0.02% | – |
| EQT | Exit | EQT CORP | $0 | – | -3,782 | – | -0.02% | – |
| HON | Exit | HONEYWELL INTL INC | $0 | – | -2,280 | – | -0.02% | – |
| DBJP | Exit | DBX ETF TRxtrak msci japn | $0 | – | -8,302 | – | -0.02% | – |
| QCOM | Exit | QUALCOMM INC | $0 | – | -3,916 | – | -0.02% | – |
| TJX | Exit | TJX COS INC NEW | $0 | – | -3,652 | – | -0.02% | – |
| DAL | Exit | DELTA AIR LINES INC DEL | $0 | – | -6,866 | – | -0.02% | – |
| DIS | Exit | DISNEY WALT CO | $0 | – | -3,107 | – | -0.02% | – |
| GM | Exit | GENERAL MTRS CO | $0 | – | -9,072 | – | -0.02% | – |
| KEY | Exit | KEYCORP NEW | $0 | – | -23,019 | – | -0.02% | – |
| MMM | Exit | 3M CO | $0 | – | -1,623 | – | -0.02% | – |
| ABT | Exit | ABBOTT LABS | $0 | – | -6,909 | – | -0.03% | – |
| TMO | Exit | THERMO FISHER SCIENTIFIC INC | $0 | – | -1,855 | – | -0.03% | – |
| ICE | Exit | INTERCONTINENTAL EXCHANGE IN | $0 | – | -1,137 | – | -0.03% | – |
| GILD | Exit | GILEAD SCIENCES INC | $0 | – | -3,911 | – | -0.03% | – |
| SLB | Exit | SCHLUMBERGER LTD | $0 | – | -3,973 | – | -0.03% | – |
| MCK | Exit | MCKESSON CORP | $0 | – | -1,982 | – | -0.03% | – |
| MET | Exit | METLIFE INC | $0 | – | -7,313 | – | -0.03% | – |
| CMCSA | Exit | COMCAST CORP NEWcl a | $0 | – | -4,829 | – | -0.03% | – |
| AGN | Exit | ALLERGAN PLC | $0 | – | -1,480 | – | -0.03% | – |
| GD | Exit | GENERAL DYNAMICS CORP | $0 | – | -2,152 | – | -0.03% | – |
| V | Exit | VISA INC | $0 | – | -4,110 | – | -0.03% | – |
| RTN | Exit | RAYTHEON CO | $0 | – | -2,565 | – | -0.03% | – |
| UNP | Exit | UNION PAC CORP | $0 | – | -3,613 | – | -0.03% | – |
| MA | Exit | MASTERCARD INCORPORATEDcl a | $0 | – | -3,449 | – | -0.03% | – |
| MDT | Exit | MEDTRONIC PLC | $0 | – | -4,175 | – | -0.03% | – |
| STI | Exit | SUNTRUST BKS INC | $0 | – | -8,254 | – | -0.03% | – |
| LOW | Exit | LOWES COS INC | $0 | – | -5,249 | – | -0.03% | – |
| FDX | Exit | FEDEX CORP | $0 | – | -2,325 | – | -0.04% | – |
| MRK | Exit | MERCK & CO INC | $0 | – | -7,009 | – | -0.04% | – |
| EEMV | Exit | ISHARESmin vol emrg mkt | $0 | – | -8,153 | – | -0.04% | – |
| AMGN | Exit | AMGEN INC | $0 | – | -2,609 | – | -0.04% | – |
| Exit | CIENA CORPdebt 4.000%12/1 | $0 | – | -333,000 | – | -0.04% | – | |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -4,450 | – | -0.04% | – |
| INTC | Exit | INTEL CORP | $0 | – | -12,192 | – | -0.04% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -11,760 | – | -0.04% | – |
| CSCO | Exit | CISCO SYS INC | $0 | – | -14,680 | – | -0.04% | – |
| MO | Exit | ALTRIA GROUP INC | $0 | – | -7,500 | – | -0.04% | – |
| FTSM | Exit | FIRST TR EXCHANGE TRADED FDfirst tr enh new | $0 | – | -7,987 | – | -0.04% | – |
| Exit | PRICELINE GRP INCnote 0.900% 9/1 | $0 | – | -436,000 | – | -0.04% | – | |
| PEP | Exit | PEPSICO INC | $0 | – | -4,511 | – | -0.04% | – |
| CELG | Exit | CELGENE CORP | $0 | – | -4,612 | – | -0.04% | – |
| BAC | Exit | BANK AMER CORP | $0 | – | -32,014 | – | -0.04% | – |
| Exit | CONSOLIDATED TOMOKA LD COnote 4.500% 3/1 | $0 | – | -525,000 | – | -0.04% | – | |
| Exit | AMTRUST FINL SVCS INCnote 2.750%12/1 | $0 | – | -631,000 | – | -0.05% | – | |
| IYM | Exit | ISHARES TRu.s. bas mtl etf | $0 | – | -6,978 | – | -0.05% | – |
| RPTPRD | Exit | RAMCO-GERSHENSON PPTYS TRperp pfd-d cv | $0 | – | -8,169 | – | -0.05% | – |
| KO | Exit | COCA COLA CO | $0 | – | -13,252 | – | -0.05% | – |
| WFC | Exit | WELLS FARGO & CO NEW | $0 | – | -13,504 | – | -0.05% | – |
| HD | Exit | HOME DEPOT INC | $0 | – | -4,636 | – | -0.05% | – |
| UNH | Exit | UNITEDHEALTH GROUP INC | $0 | – | -4,320 | – | -0.05% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -11,635 | – | -0.05% | – |
| BRKB | Exit | BERKSHIRE HATHAWAY INC DELcl b new | $0 | – | -4,624 | – | -0.06% | – |
| Exit | STARWOOD PPTY TR INCnote 3.750%10/1 | $0 | – | -656,000 | – | -0.06% | – | |
| T | Exit | AT&T INC | $0 | – | -16,723 | – | -0.06% | – |
| L | Exit | LOEWS CORP | $0 | – | -16,540 | – | -0.06% | – |
| Exit | VIPSHOP HLDGS LTDnote 1.500% 3/1 | $0 | – | -668,000 | – | -0.06% | – | |
| XOM | Exit | EXXON MOBIL CORP | $0 | – | -8,601 | – | -0.07% | – |
| PG | Exit | PROCTER AND GAMBLE CO | $0 | – | -8,592 | – | -0.07% | – |
| AMZN | Exit | AMAZON COM INC | $0 | – | -933 | – | -0.07% | – |
| GE | Exit | GENERAL ELECTRIC CO | $0 | – | -26,379 | – | -0.07% | – |
| PFE | Exit | PFIZER INC | $0 | – | -24,718 | – | -0.07% | – |
| Exit | NUANCE COMMUNICATIONS INCdebt 1.500%11/0 | $0 | – | -919,000 | – | -0.08% | – | |
| Exit | SPIRIT RLTY CAP INC NEWnote 3.750% 5/1 | $0 | – | -759,000 | – | -0.08% | – | |
| FB | Exit | FACEBOOK INCcl a | $0 | – | -7,000 | – | -0.08% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -13,891 | – | -0.08% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -8,103 | – | -0.08% | – |
| C | Exit | CITIGROUP INC | $0 | – | -20,281 | – | -0.08% | – |
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| IYR | Exit | ISHARES TRu.s. real es etf | $0 | – | -17,435 | – | -0.12% | – |
| IWS | Exit | ISHARES TRrus mdcp val etf | $0 | – | -18,837 | – | -0.13% | – |
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| SPY | Exit | SPDR S&P 500 ETF TRput | $0 | – | -15,000 | – | -0.29% | – |
| CCIPRA | Exit | CROWN CASTLE INTL CORP NEWcnv pfd stk sr a | $0 | – | -28,817 | – | -0.29% | – |
| Exit | TCP CAP CORPnote 5.250%12/1 | $0 | – | -3,129,000 | – | -0.29% | – | |
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| QUAL | Exit | ISHARES TRusa quality fctr | $0 | – | -50,219 | – | -0.30% | – |
| TLT | Exit | ISHARES TR20 yr tr bd etf | $0 | – | -25,013 | – | -0.30% | – |
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| Exit | BIOMARIN PHARMACEUTICAL INCnote 1.500%10/1 | $0 | – | -2,838,000 | – | -0.31% | – | |
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| EXCU | Exit | EXELON CORPunit 99/99/9999 | $0 | – | -77,005 | – | -0.32% | – |
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| Exit | MERITAGE HOMES CORPnote 1.875% 9/1 | $0 | – | -3,724,000 | – | -0.33% | – | |
| IRDMB | Exit | IRIDIUM COMMUNICATIONS INCperp pfd cnv b | $0 | – | -12,496 | – | -0.33% | – |
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| Exit | CORNERSTONE ONDEMAND INCnote 1.500% 7/0 | $0 | – | -3,577,000 | – | -0.34% | – | |
| Exit | ALBANY MOLECULAR RESH INCnote 2.250%11/1 | $0 | – | -3,364,000 | – | -0.35% | – | |
| IYW | Exit | ISHARES TRu.s. tech etf | $0 | – | -33,371 | – | -0.35% | – |
| Exit | MENTOR GRAPHICS CORPsdcv 4.000% 4/0 | $0 | – | -2,982,000 | – | -0.35% | – | |
| Exit | CTRIP COM INTL LTDnote 1.000% 7/0 | $0 | – | -3,770,000 | – | -0.36% | – | |
| Exit | PROOFPOINT INCnote 1.250%12/1 | $0 | – | -2,128,000 | – | -0.36% | – | |
| Exit | MICROCHIP TECHNOLOGY INCsdcv 2.125%12/1 | $0 | – | -1,597,000 | – | -0.37% | – | |
| Exit | CEPHEIDdbcv 1.250% 2/0 | $0 | – | -4,000,000 | – | -0.37% | – | |
| Exit | JAZZ INVESTMENTS I LTDnote 1.875% 8/1 | $0 | – | -4,091,000 | – | -0.37% | – | |
| Exit | MERITOR INCnote 7.875% 3/0 | $0 | – | -3,000,000 | – | -0.37% | – | |
| Exit | LIBERTY MEDIA CORPdeb 3.500% 1/1 | $0 | – | -7,950,000 | – | -0.37% | – | |
| RYAMPRA | Exit | RAYONIER ADVANCED MATLS INCpfd cv ser a | $0 | – | -40,000 | – | -0.37% | – |
| Exit | ILLUMINA INCnote 0.500% 6/1 | $0 | – | -3,818,000 | – | -0.37% | – | |
| Exit | SERVICENOW INCnote 11/0 | $0 | – | -3,481,000 | – | -0.38% | – | |
| Exit | FORESTAR GROUP INCnote 3.750% 3/0 | $0 | – | -4,508,000 | – | -0.38% | – | |
| Exit | HERBALIFE LTDnote 2.000% 8/1 | $0 | – | -4,342,000 | – | -0.38% | – | |
| Exit | APOLLO COML REAL EST FIN INCnote 5.500% 3/1 | $0 | – | -4,261,000 | – | -0.39% | – | |
| KMIPRA | Exit | KINDER MORGAN INC DELpfd ser a | $0 | – | -89,915 | – | -0.40% | – |
| Exit | B2GOLD CORPnote 3.250%10/0 | $0 | – | -4,402,000 | – | -0.40% | – | |
| Exit | J2 GLOBAL INCnote 3.250% 6/1 | $0 | – | -4,046,000 | – | -0.41% | – | |
| Exit | ELECTRONICS FOR IMAGING INCnote 0.750% 9/0 | $0 | – | -4,255,000 | – | -0.42% | – | |
| Exit | BLUCORA INCnote 4.250% 4/0 | $0 | – | -5,000,000 | – | -0.42% | – | |
| Exit | ECHO GLOBAL LOGISTICS INCnote 2.500% 5/0 | $0 | – | -5,131,000 | – | -0.43% | – | |
| Exit | WELLS FARGO & COmtnf 0.125% 2/2 | $0 | – | -4,788,000 | – | -0.43% | – | |
| Exit | LIBERTY MEDIA CORP DELAWAREnote 1.375%10/1 | $0 | – | -4,639,000 | – | -0.43% | – | |
| Exit | NUVASIVE INCnote 2.750% 7/0 | $0 | – | -3,015,000 | – | -0.43% | – | |
| Exit | REDWOOD TR INCnote 4.625% 4/1 | $0 | – | -4,926,000 | – | -0.44% | – | |
| Exit | HURON CONSULTING GROUP INCnote 1.250%10/0 | $0 | – | -5,000,000 | – | -0.45% | – | |
| Exit | NXP SEMICONDUCTORS N Vdbcv 1.000%12/0 | $0 | – | -4,271,000 | – | -0.45% | – | |
| FEX | Exit | FIRST TR LRGE CP CORE ALPHA | $0 | – | -111,002 | – | -0.46% | – |
| Exit | PORTFOLIO RECOVERY ASSOCS INnote 3.000% 8/0 | $0 | – | -5,852,000 | – | -0.47% | – | |
| Exit | MOLINA HEALTHCARE INCdbcv 1.625% 8/1 | $0 | – | -4,704,000 | – | -0.49% | – | |
| Exit | 51JOB INCnote 3.250% 4/1 | $0 | – | -5,250,000 | – | -0.49% | – | |
| Exit | RAIT FINANCIAL TRUSTnote 4.000%10/0 | $0 | – | -6,114,000 | – | -0.50% | – | |
| Exit | IRONWOOD PHARMACEUTICALS INCdbcv 2.250% 6/1 | $0 | – | -4,700,000 | – | -0.50% | – | |
| TYFDL | Exit | TYSON FOODS INCunit 99/99/9999 | $0 | – | -68,575 | – | -0.50% | – |
| Exit | INTERDIGITAL INCnote 1.500% 3/0 | $0 | – | -4,629,000 | – | -0.50% | – | |
| Exit | MICRON TECHNOLOGY INCnote 2.125% 2/1 | $0 | – | -3,219,000 | – | -0.50% | – | |
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| Exit | NATIONAL HEALTH INVS INCnote 3.250% 4/0 | $0 | – | -5,077,000 | – | -0.51% | – | |
| Exit | QUIDEL CORPnote 3.250%12/1 | $0 | – | -5,797,000 | – | -0.51% | – | |
| Exit | ENVESTNET INCnote 1.750%12/1 | $0 | – | -6,080,000 | – | -0.51% | – | |
| Exit | DYCOM INDS INCnote 0.750% 9/1 | $0 | – | -5,340,000 | – | -0.52% | – | |
| KEYPRG | Exit | KEYCORP NEWpfd 7.75% sr a | $0 | – | -43,304 | – | -0.52% | – |
| TMUSP | Exit | T MOBILE US INCconv pfd ser a | $0 | – | -76,490 | – | -0.53% | – |
| Exit | EURONET WORLDWIDE INCnote 1.500%10/0 | $0 | – | -4,790,000 | – | -0.53% | – | |
| Exit | MACQUARIE INFRASTRUCTURE CORnote 2.875% 7/1 | $0 | – | -5,206,000 | – | -0.54% | – | |
| Exit | ENDOLOGIX INCnote 3.250%11/0 | $0 | – | -4,626,000 | – | -0.54% | – | |
| Exit | SEACOR HOLDINGS INCnote 3.000%11/1 | $0 | – | -7,661,000 | – | -0.55% | – | |
| Exit | WEBMD HEALTH CORPnote 2.500% 1/3 | $0 | – | -6,064,000 | – | -0.56% | – | |
| Exit | WELLPOINT INCnote 2.750%10/1 | $0 | – | -3,657,000 | – | -0.57% | – | |
| IWD | Exit | ISHARES TRrus 1000 val etf | $0 | – | -60,761 | – | -0.57% | – |
| Exit | WABASH NATL CORPnote 3.375% 5/0 | $0 | – | -4,816,000 | – | -0.57% | – | |
| WELLPRI | Exit | WELLTOWER INC6.50% pfd prepet | $0 | – | -97,866 | – | -0.58% | – |
| NEEPRQ | Exit | NEXTERA ENERGY INCunit 08/31/2018 | $0 | – | -110,070 | – | -0.58% | – |
| Exit | SALESFORCE COM INCnote 0.250% 4/0 | $0 | – | -5,486,000 | – | -0.58% | – | |
| Exit | RPM INTL INCnote 2.250%12/1 | $0 | – | -5,540,000 | – | -0.59% | – | |
| Exit | PENNYMAC CORPnote 5.375% 5/0 | $0 | – | -6,967,000 | – | -0.59% | – | |
| Exit | TESLA MTRS INCnote 0.250% 3/0 | $0 | – | -7,624,000 | – | -0.60% | – | |
| Exit | STARWOOD PPTY TR INCnote 4.550% 3/0 | $0 | – | -6,340,000 | – | -0.62% | – | |
| Exit | VERISIGN INCsdcv 3.250% 8/1 | $0 | – | -3,119,000 | – | -0.63% | – | |
| Exit | NEWMONT MINING CORPnote 1.625% 7/1 | $0 | – | -6,654,000 | – | -0.64% | – | |
| Exit | WEATHERFORD INTL LTDnote 5.875% 7/0 | $0 | – | -6,558,000 | – | -0.65% | – | |
| Exit | INTEL CORPsdcv 12/1 | $0 | – | -5,467,000 | – | -0.67% | – | |
| FLOT | Exit | ISHARES TRfltg rate bd etf | $0 | – | -155,431 | – | -0.70% | – |
| Exit | CHENIERE ENERGY INCnote 4.250% 3/1 | $0 | – | -12,973,000 | – | -0.73% | – | |
| DCUC | Exit | DOMINION RES INC VA NEWunit 99/99/9999 | $0 | – | -170,295 | – | -0.75% | – |
| Exit | WRIGHT MED GROUP INCnote 2.000% 2/1 | $0 | – | -7,985,000 | – | -0.76% | – | |
| WPXP | Exit | WPX ENERGY INCpfd ser a cv | $0 | – | -139,870 | – | -0.76% | – |
| AMTPRA | Exit | AMERICAN TOWER CORP NEWpfd conv ser a | $0 | – | -78,684 | – | -0.77% | – |
| Exit | XILINX INCnote 2.625% 6/1 | $0 | – | -4,878,000 | – | -0.81% | – | |
| Exit | CEMEX SAB DE CVnote 3.750% 3/1 | $0 | – | -8,223,000 | – | -0.82% | – | |
| Exit | STARWOOD WAYPOINT RESIDENTLnote 3.000% 7/0 | $0 | – | -8,767,000 | – | -0.84% | – | |
| ANTX | Exit | ANTHEM INCunit 05/01/20188 | $0 | – | -227,407 | – | -0.88% | – |
| Exit | MICROCHIP TECHNOLOGY INCnote 1.625% 2/1 | $0 | – | -7,980,000 | – | -0.90% | – | |
| Exit | OLD REP INTL CORPnote 3.750% 3/1 | $0 | – | -8,533,000 | – | -0.91% | – | |
| Exit | ILLUMINA INCnote 6/1 | $0 | – | -10,476,000 | – | -0.96% | – | |
| SWNC | Exit | SOUTHWESTERN ENERGY CO | $0 | – | -351,115 | – | -0.98% | – |
| SPY | Exit | SPDR S&P 500 ETF TRtr unit | $0 | – | -55,278 | – | -1.06% | – |
| Exit | RED HAT INCnote 0.250%10/0 | $0 | – | -9,737,000 | – | -1.09% | – | |
| Exit | LAM RESEARCH CORPnote 1.250% 5/1 | $0 | – | -7,992,000 | – | -1.13% | – | |
| Exit | SPIRIT RLTY CAP INC NEWnote 2.875% 5/1 | $0 | – | -11,573,000 | – | -1.13% | – | |
| Exit | CITRIX SYS INCnote 0.500% 4/1 | $0 | – | -11,967,000 | – | -1.20% | – | |
| Exit | HOLOGIC INCfrnt 12/1 | $0 | – | -11,153,000 | – | -1.21% | – | |
| FTRPR | Exit | FRONTIER COMMUNICATIONS CORPpfd conv ser-a | $0 | – | -174,422 | – | -1.29% | – |
| AGG | Exit | ISHARES TRcore us aggbd et | $0 | – | -135,106 | – | -1.34% | – |
| Exit | PRICELINE GRP INCnote 1.000% 3/1 | $0 | – | -10,106,000 | – | -1.42% | – | |
| Exit | NOVELLUS SYS INCnote 2.625% 5/1 | $0 | – | -5,954,000 | – | -1.47% | – | |
| Exit | NVIDIA CORPnote 1.000%12/0 | $0 | – | -4,961,000 | – | -1.49% | – | |
| BACPRL | Exit | BANK AMER CORP7.25%cnv pfd l | $0 | – | -15,097 | – | -1.63% | – |
| WFCPRL | Exit | WELLS FARGO & CO NEWperp pfd cnv a | $0 | – | -17,608 | – | -2.04% | – |
| Exit | PRICELINE GRP INCnote 0.350% 6/1 | $0 | – | -20,534,000 | – | -2.33% | – | |
| AGNPRA | Exit | ALLERGAN PLCpfd conv ser a | $0 | – | -32,797 | – | -2.38% | – |
| Exit | INTEL CORPsdcv 3.250% 8/0 | $0 | – | -18,584,000 | – | -3.01% | – | |
| HYG | Exit | ISHARES TRput | $0 | – | -460,000 | – | -3.55% | – |
| IVV | Exit | ISHARES TRcore s&p500 etf | $0 | – | -211,362 | – | -4.07% | – |
Q3 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| IVV | Buy | ISHARES TRcore s&p500 etf | $45,983,000 | +22.3% | 211,362 | +18.4% | 4.07% | +12.9% |
| Sell | INTEL CORPsdcv 3.250% 8/0 | $33,987,000 | +0.2% | 18,584,000 | -10.9% | 3.01% | -7.5% | |
| AGNPRA | Buy | ALLERGAN PLCpfd conv ser a | $26,916,000 | -0.2% | 32,797 | +1.1% | 2.38% | -7.8% |
| Sell | PRICELINE GRP INCnote 0.350% 6/1 | $26,281,000 | +8.9% | 20,534,000 | -0.3% | 2.33% | +0.5% | |
| WFCPRL | Sell | WELLS FARGO & CO NEWperp pfd cnv a | $23,042,000 | -2.3% | 17,608 | -3.0% | 2.04% | -9.8% |
| BACPRL | Sell | BANK AMER CORP7.25%cnv pfd l | $18,431,000 | -8.0% | 15,097 | -9.9% | 1.63% | -15.0% |
| Sell | NVIDIA CORPnote 1.000%12/0 | $16,885,000 | +18.7% | 4,961,000 | -18.7% | 1.49% | +9.6% | |
| New | NOVELLUS SYS INCnote 2.625% 5/1 | $16,585,000 | – | 5,954,000 | – | 1.47% | – | |
| Buy | PRICELINE GRP INCnote 1.000% 3/1 | $15,992,000 | +26.2% | 10,106,000 | +10.7% | 1.42% | +16.5% | |
| AGG | Buy | ISHARES TRcore us aggbd et | $15,189,000 | +1.7% | 135,106 | +1.8% | 1.34% | -6.1% |
| FTRPR | Sell | FRONTIER COMMUNICATIONS CORPpfd conv ser-a | $14,609,000 | -12.0% | 174,422 | -0.5% | 1.29% | -18.7% |
| Sell | HOLOGIC INCfrnt 12/1 | $13,674,000 | -1.6% | 11,153,000 | -2.6% | 1.21% | -9.1% | |
| Sell | CITRIX SYS INCnote 0.500% 4/1 | $13,534,000 | -2.2% | 11,967,000 | -3.8% | 1.20% | -9.7% | |
| Buy | SPIRIT RLTY CAP INC NEWnote 2.875% 5/1 | $12,780,000 | +50.8% | 11,573,000 | +47.3% | 1.13% | +39.3% | |
| New | LAM RESEARCH CORPnote 1.250% 5/1 | $12,724,000 | – | 7,992,000 | – | 1.13% | – | |
| Sell | RED HAT INCnote 0.250%10/0 | $12,324,000 | -7.9% | 9,737,000 | -11.8% | 1.09% | -14.9% | |
| SPY | Buy | SPDR S&P 500 ETF TRtr unit | $11,955,000 | +5.4% | 55,278 | +2.0% | 1.06% | -2.7% |
| SWNC | Buy | SOUTHWESTERN ENERGY CO | $11,126,000 | +67.4% | 351,115 | +58.0% | 0.98% | +54.6% |
| Sell | ILLUMINA INCnote 6/1 | $10,843,000 | +3.3% | 10,476,000 | -2.8% | 0.96% | -4.7% | |
| Sell | OLD REP INTL CORPnote 3.750% 3/1 | $10,241,000 | -24.0% | 8,533,000 | -18.5% | 0.91% | -29.8% | |
| Buy | MICROCHIP TECHNOLOGY INCnote 1.625% 2/1 | $10,178,000 | +36.8% | 7,980,000 | +18.7% | 0.90% | +26.4% | |
| ANTX | Buy | ANTHEM INCunit 05/01/20188 | $9,886,000 | +9.3% | 227,407 | +12.5% | 0.88% | +0.9% |
| Sell | STARWOOD WAYPOINT RESIDENTLnote 3.000% 7/0 | $9,499,000 | -1.9% | 8,767,000 | -0.1% | 0.84% | -9.4% | |
| Buy | CEMEX SAB DE CVnote 3.750% 3/1 | $9,231,000 | +68.9% | 8,223,000 | +54.4% | 0.82% | +55.9% | |
| Sell | XILINX INCnote 2.625% 6/1 | $9,179,000 | +14.3% | 4,878,000 | -2.3% | 0.81% | +5.5% | |
| AMTPRA | Sell | AMERICAN TOWER CORP NEWpfd conv ser a | $8,696,000 | -1.8% | 78,684 | -0.5% | 0.77% | -9.3% |
| WPXP | Sell | WPX ENERGY INCpfd ser a cv | $8,587,000 | +8.8% | 139,870 | -18.0% | 0.76% | +0.5% |
| Buy | WRIGHT MED GROUP INCnote 2.000% 2/1 | $8,529,000 | +33.3% | 7,985,000 | +14.1% | 0.76% | +23.2% | |
| DCUC | Sell | DOMINION RES INC VA NEWunit 99/99/9999 | $8,501,000 | -6.3% | 170,295 | -3.2% | 0.75% | -13.5% |
| FLOT | Buy | ISHARES TRfltg rate bd etf | $7,889,000 | +50.6% | 155,431 | +50.2% | 0.70% | +39.0% |
| Buy | INTEL CORPsdcv 12/1 | $7,546,000 | +90.1% | 5,467,000 | +78.1% | 0.67% | +75.8% | |
| Buy | WEATHERFORD INTL LTDnote 5.875% 7/0 | $7,356,000 | +21.6% | 6,558,000 | +17.8% | 0.65% | +12.4% | |
| Buy | NEWMONT MINING CORPnote 1.625% 7/1 | $7,250,000 | +8.3% | 6,654,000 | +11.1% | 0.64% | 0.0% | |
| Sell | VERISIGN INCsdcv 3.250% 8/1 | $7,149,000 | -32.3% | 3,119,000 | -25.6% | 0.63% | -37.5% | |
| Buy | STARWOOD PPTY TR INCnote 4.550% 3/0 | $6,951,000 | +59.2% | 6,340,000 | +51.3% | 0.62% | +47.1% | |
| Sell | TESLA MTRS INCnote 0.250% 3/0 | $6,842,000 | -24.3% | 7,624,000 | -25.3% | 0.60% | -30.1% | |
| Sell | RPM INTL INCnote 2.250%12/1 | $6,638,000 | +0.6% | 5,540,000 | -2.7% | 0.59% | -7.3% | |
| Sell | SALESFORCE COM INCnote 0.250% 4/0 | $6,556,000 | -32.7% | 5,486,000 | -27.3% | 0.58% | -37.9% | |
| WELLPRI | Buy | WELLTOWER INC6.50% pfd prepet | $6,512,000 | -0.4% | 97,866 | +1.4% | 0.58% | -8.1% |
| NEEPRQ | New | NEXTERA ENERGY INCunit 08/31/2018 | $6,515,000 | – | 110,070 | – | 0.58% | – |
| Sell | WABASH NATL CORPnote 3.375% 5/0 | $6,437,000 | +7.1% | 4,816,000 | -0.2% | 0.57% | -1.0% | |
| IWD | Buy | ISHARES TRrus 1000 val etf | $6,420,000 | +4.2% | 60,761 | +1.9% | 0.57% | -3.7% |
| Sell | WELLPOINT INCnote 2.750%10/1 | $6,407,000 | -6.8% | 3,657,000 | -3.2% | 0.57% | -14.0% | |
| Sell | WEBMD HEALTH CORPnote 2.500% 1/3 | $6,293,000 | -31.5% | 6,064,000 | -27.5% | 0.56% | -36.7% | |
| Sell | SEACOR HOLDINGS INCnote 3.000%11/1 | $6,204,000 | +1.0% | 7,661,000 | -0.2% | 0.55% | -6.6% | |
| Buy | MACQUARIE INFRASTRUCTURE CORnote 2.875% 7/1 | $6,102,000 | +126.0% | 5,206,000 | +120.1% | 0.54% | +108.5% | |
| Sell | EURONET WORLDWIDE INCnote 1.500%10/0 | $6,031,000 | -21.4% | 4,790,000 | -28.4% | 0.53% | -27.4% | |
| TMUSP | Sell | T MOBILE US INCconv pfd ser a | $5,969,000 | +6.1% | 76,490 | -0.5% | 0.53% | -2.0% |
| KEYPRG | Sell | KEYCORP NEWpfd 7.75% sr a | $5,889,000 | +2.0% | 43,304 | -2.6% | 0.52% | -6.0% |
| New | DYCOM INDS INCnote 0.750% 9/1 | $5,817,000 | – | 5,340,000 | – | 0.52% | – | |
| Sell | NATIONAL HEALTH INVS INCnote 3.250% 4/0 | $5,801,000 | +0.4% | 5,077,000 | -3.0% | 0.51% | -7.4% | |
| Sell | ON SEMICONDUCTOR CORPnote 2.625%12/1 | $5,737,000 | +13.9% | 4,818,000 | -1.4% | 0.51% | +5.2% | |
| Buy | MICRON TECHNOLOGY INCnote 2.125% 2/1 | $5,681,000 | +97.9% | 3,219,000 | +62.5% | 0.50% | +82.9% | |
| Buy | INTERDIGITAL INCnote 1.500% 3/0 | $5,649,000 | +84.4% | 4,629,000 | +56.6% | 0.50% | +70.1% | |
| TYFDL | Buy | TYSON FOODS INCunit 99/99/9999 | $5,619,000 | +11.0% | 68,575 | +0.2% | 0.50% | +2.5% |
| Buy | IRONWOOD PHARMACEUTICALS INCdbcv 2.250% 6/1 | $5,603,000 | +20.3% | 4,700,000 | +4.4% | 0.50% | +11.2% | |
| Sell | MOLINA HEALTHCARE INCdbcv 1.625% 8/1 | $5,569,000 | +5.3% | 4,704,000 | -3.1% | 0.49% | -2.8% | |
| FEX | Buy | FIRST TR LRGE CP CORE ALPHA | $5,188,000 | +5.5% | 111,002 | +1.7% | 0.46% | -2.5% |
| Buy | NXP SEMICONDUCTORS N Vdbcv 1.000%12/0 | $5,083,000 | +33.7% | 4,271,000 | +22.2% | 0.45% | +23.6% | |
| Buy | HURON CONSULTING GROUP INCnote 1.250%10/0 | $5,038,000 | +12.7% | 5,000,000 | +13.6% | 0.45% | +4.2% | |
| Sell | REDWOOD TR INCnote 4.625% 4/1 | $4,942,000 | -15.6% | 4,926,000 | -16.9% | 0.44% | -22.1% | |
| Sell | NUVASIVE INCnote 2.750% 7/0 | $4,851,000 | -0.9% | 3,015,000 | -10.1% | 0.43% | -8.5% | |
| Buy | WELLS FARGO & COmtnf 0.125% 2/2 | $4,833,000 | +16.8% | 4,788,000 | +18.9% | 0.43% | +8.1% | |
| Sell | LIBERTY MEDIA CORP DELAWAREnote 1.375%10/1 | $4,837,000 | +4.1% | 4,639,000 | -0.7% | 0.43% | -3.8% | |
| Buy | ECHO GLOBAL LOGISTICS INCnote 2.500% 5/0 | $4,831,000 | +18.0% | 5,131,000 | +18.3% | 0.43% | +8.9% | |
| Sell | ELECTRONICS FOR IMAGING INCnote 0.750% 9/0 | $4,709,000 | -33.8% | 4,255,000 | -36.0% | 0.42% | -38.9% | |
| Sell | J2 GLOBAL INCnote 3.250% 6/1 | $4,679,000 | +2.9% | 4,046,000 | -0.2% | 0.41% | -5.0% | |
| KMIPRA | Sell | KINDER MORGAN INC DELpfd ser a | $4,491,000 | +3.1% | 89,915 | -0.5% | 0.40% | -5.0% |
| Buy | HERBALIFE LTDnote 2.000% 8/1 | $4,294,000 | +46.9% | 4,342,000 | +47.0% | 0.38% | +35.7% | |
| Sell | SERVICENOW INCnote 11/0 | $4,237,000 | +8.4% | 3,481,000 | -0.9% | 0.38% | +0.3% | |
| Buy | ILLUMINA INCnote 0.500% 6/1 | $4,167,000 | +16.3% | 3,818,000 | +6.5% | 0.37% | +7.6% | |
| RYAMPRA | New | RAYONIER ADVANCED MATLS INCpfd cv ser a | $4,167,000 | – | 40,000 | – | 0.37% | – |
| Buy | LIBERTY MEDIA CORPdeb 3.500% 1/1 | $4,159,000 | +36.0% | 7,950,000 | +33.6% | 0.37% | +25.6% | |
| Sell | JAZZ INVESTMENTS I LTDnote 1.875% 8/1 | $4,145,000 | -23.0% | 4,091,000 | -18.3% | 0.37% | -28.9% | |
| Sell | MICROCHIP TECHNOLOGY INCsdcv 2.125%12/1 | $4,133,000 | +22.3% | 1,597,000 | -0.6% | 0.37% | +13.0% | |
| Sell | CEPHEIDdbcv 1.250% 2/0 | $4,141,000 | -4.5% | 4,000,000 | -20.0% | 0.37% | -11.8% | |
| Buy | CTRIP COM INTL LTDnote 1.000% 7/0 | $4,086,000 | +28.7% | 3,770,000 | +25.1% | 0.36% | +19.1% | |
| Buy | MENTOR GRAPHICS CORPsdcv 4.000% 4/0 | $3,986,000 | +22044.4% | 2,982,000 | +17441.2% | 0.35% | +17550.0% | |
| IYW | Sell | ISHARES TRu.s. tech etf | $3,969,000 | -5.7% | 33,371 | -16.5% | 0.35% | -12.9% |
| Sell | CORNERSTONE ONDEMAND INCnote 1.500% 7/0 | $3,896,000 | +6.3% | 3,577,000 | -0.4% | 0.34% | -1.7% | |
| New | TRINITY INDS INCnote 3.875% 6/0 | $3,848,000 | – | 3,222,000 | – | 0.34% | – | |
| IRDMB | Sell | IRIDIUM COMMUNICATIONS INCperp pfd cnv b | $3,742,000 | -11.3% | 12,496 | -3.8% | 0.33% | -18.3% |
| Sell | RTI INTL METALS INCnote 1.625%10/1 | $3,640,000 | -0.3% | 3,414,000 | -0.8% | 0.32% | -8.0% | |
| New | SHUTTERFLY INCnote 0.250% 5/1 | $3,601,000 | – | 3,675,000 | – | 0.32% | – | |
| Sell | INTEGRA LIFESCIENCES HLDGS Cnote 1.625%12/1 | $3,581,000 | -35.2% | 2,291,000 | -37.0% | 0.32% | -40.1% | |
| Buy | BIOMARIN PHARMACEUTICAL INCnote 1.500%10/1 | $3,537,000 | +48.1% | 2,838,000 | +37.3% | 0.31% | +36.7% | |
| TLT | Sell | ISHARES TR20 yr tr bd etf | $3,442,000 | -22.9% | 25,013 | -22.1% | 0.30% | -28.7% |
| QUAL | Buy | ISHARES TRusa quality fctr | $3,390,000 | +4.3% | 50,219 | +2.0% | 0.30% | -3.8% |
| New | WORKDAY INCnote 0.750% 7/1 | $3,296,000 | – | 2,678,000 | – | 0.29% | – | |
| Sell | ALLSCRIPTS HEALTHCARE SOLUTNnote 1.250% 7/0 | $3,283,000 | +1.5% | 3,205,000 | -0.9% | 0.29% | -6.1% | |
| New | AMERICAN RLTY CAP PPTYS INCnote 3.750%12/1 | $3,266,000 | – | 3,200,000 | – | 0.29% | – | |
| Sell | INSULET CORPnote 2.000% 6/1 | $3,259,000 | +14.4% | 2,977,000 | -0.8% | 0.29% | +5.5% | |
| CCIPRA | Sell | CROWN CASTLE INTL CORP NEWcnv pfd stk sr a | $3,255,000 | -61.0% | 28,817 | -58.2% | 0.29% | -64.0% |
| SPY | New | SPDR S&P 500 ETF TRput | $3,244,000 | – | 15,000 | – | 0.29% | – |
| Sell | TAKE-TWO INTERACTIVE SOFTWARnote 1.000% 7/0 | $3,247,000 | +16.6% | 1,548,000 | -0.5% | 0.29% | +7.5% | |
| Buy | ALZA CORPsdcv 7/2 | $3,126,000 | -1.0% | 1,929,000 | +1.7% | 0.28% | -8.6% | |
| Sell | SPECTRUM PHARMACEUTICALS INCnote 2.750%12/1 | $3,119,000 | -30.5% | 3,500,000 | -28.0% | 0.28% | -35.8% | |
| Buy | MONSTER WORLDWIDE INCnote 3.500%10/1 | $3,095,000 | +19.7% | 3,100,000 | +3.3% | 0.27% | +10.5% | |
| New | MEDIDATA SOLUTIONS INCnote 1.000% 8/0 | $3,089,000 | – | 2,631,000 | – | 0.27% | – | |
| New | PROOFPOINT INCdbcv 0.750% 6/1 | $3,035,000 | – | 2,626,000 | – | 0.27% | – | |
| Sell | TESLA MTRS INCnote 1.250% 3/0 | $2,992,000 | -41.7% | 3,500,000 | -43.9% | 0.26% | -46.1% | |
| BKHU | Sell | BLACK HILLS CORPunit 99/99/9999 | $2,983,000 | -3.1% | 43,370 | -0.6% | 0.26% | -10.5% |
| FCAM | Sell | FIAT CHRYSLER AUTOMOBILES Nman cov sec 16 | $2,956,000 | -25.8% | 46,286 | -30.2% | 0.26% | -31.4% |
| Sell | SERVICESOURCE INTL INCnote 1.500% 8/0 | $2,886,000 | -26.7% | 3,000,000 | -32.3% | 0.26% | -32.4% | |
| AAPRB | Sell | ALCOA INC | $2,852,000 | +0.1% | 87,020 | -0.5% | 0.25% | -7.7% |
| New | IMPAX LABORATORIES INCnote 2.000% 6/1 | $2,851,000 | – | 3,250,000 | – | 0.25% | – | |
| Sell | ROVI CORPnote 0.500% 3/0 | $2,816,000 | +5.3% | 2,822,000 | -0.4% | 0.25% | -2.7% | |
| New | ADVANCED MICRO DEVICES INCnote 2.125% 9/0 | $2,812,000 | – | 2,587,000 | – | 0.25% | – | |
| New | WEBMD HEALTH CORPnote 1.500%12/0 | $2,761,000 | – | 2,404,000 | – | 0.24% | – | |
| Buy | INCYTE CORPnote 0.375%11/1 | $2,728,000 | +14.3% | 1,439,000 | +0.1% | 0.24% | +5.2% | |
| HBANP | Sell | HUNTINGTON BANCSHARES INCpfd conv ser a | $2,705,000 | -0.5% | 1,885 | -3.5% | 0.24% | -8.1% |
| Buy | MEDICINES COnote 2.500% 1/1 | $2,674,000 | +33.5% | 2,067,000 | +21.6% | 0.24% | +23.4% | |
| Sell | ACORDA THERAPEUTICS INCnote 1.750% 6/1 | $2,652,000 | -39.3% | 3,250,000 | -35.0% | 0.24% | -43.9% | |
| Sell | BROADSOFT INCnote 1.500% 7/0 | $2,594,000 | +5.3% | 2,113,000 | -0.5% | 0.23% | -2.5% | |
| FPX | Buy | FIRST TR US IPO INDEX FD | $2,581,000 | +7.2% | 47,602 | +0.0% | 0.23% | -1.3% |
| Sell | STILLWATER MNG COnote 1.750%10/1 | $2,539,000 | +5.7% | 2,119,000 | -0.4% | 0.22% | -2.2% | |
| Buy | GLOBAL EAGLE ENTMT INCnote 2.750% 2/1 | $2,534,000 | +15.1% | 3,100,000 | +3.3% | 0.22% | +6.2% | |
| SWH | Sell | STANLEY BLACK & DECKER INCunit 11/17/20166 | $2,506,000 | -19.4% | 19,889 | -25.5% | 0.22% | -25.5% |
| Sell | ISIS PHARMACEUTICALS INC DELnote 1.000%11/1 | $2,485,000 | -11.0% | 2,671,000 | -32.4% | 0.22% | -17.9% | |
| Sell | FIREEYE INCnote 1.000% 6/0 | $2,486,000 | -47.0% | 2,700,000 | -48.1% | 0.22% | -51.1% | |
| Sell | BOTTOMLINE TECH DEL INCnote 1.500%12/0 | $2,468,000 | -47.2% | 2,410,000 | -48.3% | 0.22% | -51.3% | |
| IBB | Buy | ISHARES TRnasdq biotec etf | $2,393,000 | +14.4% | 8,263 | +1.8% | 0.21% | +6.0% |
| Sell | PALO ALTO NETWORKS INCnote 7/0 | $2,368,000 | +19.2% | 1,552,000 | -0.4% | 0.21% | +10.5% | |
| AEUA | Sell | ANADARKO PETE CORPunit 99/99/9999 | $2,341,000 | +13.0% | 56,245 | -0.4% | 0.21% | +4.5% |
| Sell | INTERACTIVE INTELLIGENCE GROnote 1.250% 6/0 | $2,301,000 | -47.7% | 2,000,000 | -57.0% | 0.20% | -51.7% | |
| Sell | AIRTRAN HLDGS INCnote 5.250%11/0 | $2,245,000 | -13.4% | 820,000 | -13.1% | 0.20% | -19.8% | |
| Sell | CANADIAN SOLAR INCnote 4.250% 2/1 | $2,206,000 | -12.3% | 2,458,000 | -16.9% | 0.20% | -19.1% | |
| New | LIBERTY INTERACTIVE LLCdeb 1.750% 9/3 | $2,113,000 | – | 2,000,000 | – | 0.19% | – | |
| Sell | CARDTRONICS INCnote 1.000%12/0 | $2,084,000 | +4.6% | 1,981,000 | -0.5% | 0.18% | -3.7% | |
| Sell | MERCADOLIBRE INCnote 2.250% 7/0 | $2,049,000 | -40.8% | 1,314,000 | -52.0% | 0.18% | -45.3% | |
| Sell | TEVA PHARMACEUTICAL FIN LLCdbcv 0.250% 2/0 | $1,975,000 | -5.6% | 1,664,000 | -0.2% | 0.18% | -12.9% | |
| SRCLP | Sell | STERICYCLE INCdep pfd a 1/10 | $1,975,000 | -57.6% | 30,000 | -46.6% | 0.18% | -60.8% |
| Sell | TWITTER INCnote 1.000% 9/1 | $1,895,000 | -22.6% | 2,000,000 | -27.3% | 0.17% | -28.5% | |
| New | NAVISTAR INTL CORP NEWnote 4.750% 4/1 | $1,872,000 | – | 2,000,000 | – | 0.17% | – | |
| AAPL | Sell | APPLE INC | $1,870,000 | +15.4% | 16,537 | -2.4% | 0.16% | +6.5% |
| Sell | ARES CAP CORPnote 4.875% 3/1 | $1,816,000 | -11.4% | 1,795,000 | -10.8% | 0.16% | -17.9% | |
| Buy | FIDELITY NATIONAL FINANCIALnote 4.250% 8/1 | $1,805,000 | +1.9% | 878,000 | +1.7% | 0.16% | -5.9% | |
| GOOGL | Sell | ALPHABET INCcap stk cl a | $1,761,000 | +13.2% | 2,190 | -0.9% | 0.16% | +4.7% |
| Sell | AKAMAI TECHNOLOGIES INCdbcv 2/1 | $1,758,000 | -2.8% | 1,796,000 | -1.8% | 0.16% | -9.8% | |
| Sell | TELEFLEX INCnote 3.875% 8/0 | $1,717,000 | -5.9% | 629,000 | -0.5% | 0.15% | -13.1% | |
| XLU | Sell | SELECT SECTOR SPDR TRsbi int-utils | $1,621,000 | -7.9% | 33,147 | -1.3% | 0.14% | -15.4% |
| Sell | DANAHER CORP DELnote 1/2 | $1,564,000 | +1.8% | 522,000 | -0.4% | 0.14% | -6.1% | |
| IWS | Sell | ISHARES TRrus mdcp val etf | $1,448,000 | +2.5% | 18,837 | -0.9% | 0.13% | -5.2% |
| IYR | Buy | ISHARES TRu.s. real es etf | $1,409,000 | +6.8% | 17,435 | +8.9% | 0.12% | -0.8% |
| Buy | LABORATORY CORP AMER HLDGSnote 9/1 | $1,239,000 | +6.3% | 672,000 | +0.4% | 0.11% | -1.8% | |
| Sell | ROYAL GOLD INCnote 2.875% 6/1 | $1,181,000 | -1.4% | 1,057,000 | -6.2% | 0.10% | -8.7% | |
| MSFT | Sell | MICROSOFT CORP | $1,147,000 | +10.9% | 19,957 | -1.3% | 0.10% | +2.0% |
| GLD | New | SPDR GOLD TRUST | $1,065,000 | – | 8,491 | – | 0.09% | – |
| JNJ | Sell | JOHNSON & JOHNSON | $957,000 | -3.9% | 8,103 | -1.4% | 0.08% | -10.5% |
| C | Sell | CITIGROUP INC | $959,000 | +10.1% | 20,281 | -1.3% | 0.08% | +2.4% |
| JPM | Sell | JPMORGAN CHASE & CO | $925,000 | -27.6% | 13,891 | -32.4% | 0.08% | -32.8% |
| FB | Sell | FACEBOOK INCcl a | $896,000 | +10.3% | 7,000 | -1.1% | 0.08% | +1.3% |
| New | SPIRIT RLTY CAP INC NEWnote 3.750% 5/1 | $861,000 | – | 759,000 | – | 0.08% | – | |
| Sell | NUANCE COMMUNICATIONS INCdebt 1.500%11/0 | $863,000 | -39.8% | 919,000 | -38.1% | 0.08% | -44.5% | |
| PFE | Sell | PFIZER INC | $836,000 | -5.0% | 24,718 | -1.1% | 0.07% | -11.9% |
| GE | Sell | GENERAL ELECTRIC CO | $783,000 | -6.7% | 26,379 | -1.3% | 0.07% | -13.8% |
| AMZN | Sell | AMAZON COM INC | $782,000 | +15.7% | 933 | -1.2% | 0.07% | +6.2% |
| PG | Sell | PROCTER AND GAMBLE CO | $772,000 | +4.5% | 8,592 | -1.3% | 0.07% | -4.2% |
| XOM | Sell | EXXON MOBIL CORP | $752,000 | -8.0% | 8,601 | -1.3% | 0.07% | -14.1% |
| New | VIPSHOP HLDGS LTDnote 1.500% 3/1 | $718,000 | – | 668,000 | – | 0.06% | – | |
| T | Sell | AT&T INC | $681,000 | -7.2% | 16,723 | -1.3% | 0.06% | -14.3% |
| BRKB | Sell | BERKSHIRE HATHAWAY INC DELcl b new | $668,000 | -1.6% | 4,624 | -1.3% | 0.06% | -9.2% |
| UNH | Sell | UNITEDHEALTH GROUP INC | $606,000 | -1.3% | 4,320 | -1.0% | 0.05% | -8.5% |
| VZ | Sell | VERIZON COMMUNICATIONS INC | $605,000 | -7.6% | 11,635 | -1.2% | 0.05% | -14.3% |
| HD | Sell | HOME DEPOT INC | $596,000 | -0.2% | 4,636 | -1.0% | 0.05% | -7.0% |
| WFC | Sell | WELLS FARGO & CO NEW | $596,000 | -7.9% | 13,504 | -1.3% | 0.05% | -14.5% |
| KO | Sell | COCA COLA CO | $562,000 | -7.7% | 13,252 | -1.4% | 0.05% | -13.8% |
| IYM | New | ISHARES TRu.s. bas mtl etf | $550,000 | – | 6,978 | – | 0.05% | – |
| Buy | CONSOLIDATED TOMOKA LD COnote 4.500% 3/1 | $513,000 | +118.3% | 525,000 | +110.0% | 0.04% | +95.7% | |
| BAC | Sell | BANK AMER CORP | $501,000 | -17.6% | 32,014 | -30.5% | 0.04% | -24.1% |
| PEP | Sell | PEPSICO INC | $491,000 | +2.3% | 4,511 | -1.1% | 0.04% | -6.5% |
| CELG | Sell | CELGENE CORP | $482,000 | +4.1% | 4,612 | -1.2% | 0.04% | -2.3% |
| FTSM | Buy | FIRST TR EXCHANGE TRADED FDfirst tr enh new | $480,000 | +70.8% | 7,987 | +70.2% | 0.04% | +55.6% |
| MO | Sell | ALTRIA GROUP INC | $477,000 | -9.0% | 7,500 | -1.3% | 0.04% | -16.0% |
| Sell | PRICELINE GRP INCnote 0.900% 9/1 | $469,000 | -17.0% | 436,000 | -21.9% | 0.04% | -22.2% | |
| ORCL | Sell | ORACLE CORP | $461,000 | -5.1% | 11,760 | -1.2% | 0.04% | -12.8% |
| INTC | Sell | INTEL CORP | $462,000 | +14.4% | 12,192 | -1.2% | 0.04% | +5.1% |
| CSCO | Sell | CISCO SYS INC | $465,000 | +9.9% | 14,680 | -0.4% | 0.04% | 0.0% |
| CVX | Sell | CHEVRON CORP NEW | $457,000 | -3.6% | 4,450 | -1.5% | 0.04% | -11.1% |
| EEMV | New | ISHARESmin vol emrg mkt | $441,000 | – | 8,153 | – | 0.04% | – |
| Sell | CIENA CORPdebt 4.000%12/1 | $444,000 | +4.0% | 333,000 | -2.1% | 0.04% | -4.9% | |
| AMGN | Sell | AMGEN INC | $438,000 | +9.2% | 2,609 | -1.1% | 0.04% | +2.6% |
| MRK | Sell | MERCK & CO INC | $435,000 | +6.1% | 7,009 | -1.3% | 0.04% | -2.6% |
| FDX | Sell | FEDEX CORP | $405,000 | +13.1% | 2,325 | -1.1% | 0.04% | +5.9% |
| LOW | Sell | LOWES COS INC | $379,000 | -10.2% | 5,249 | -1.1% | 0.03% | -15.0% |
| STI | Sell | SUNTRUST BKS INC | $362,000 | +5.2% | 8,254 | -1.2% | 0.03% | -3.0% |
| MDT | Sell | MEDTRONIC PLC | $363,000 | -1.4% | 4,175 | -1.2% | 0.03% | -8.6% |
| RTN | Sell | RAYTHEON CO | $350,000 | -1.4% | 2,565 | -1.1% | 0.03% | -8.8% |
| MA | Sell | MASTERCARD INCORPORATEDcl a | $352,000 | +14.3% | 3,449 | -1.2% | 0.03% | +3.3% |
| UNP | Sell | UNION PAC CORP | $353,000 | +9.6% | 3,613 | -1.3% | 0.03% | 0.0% |
| V | Sell | VISA INC | $342,000 | +11.0% | 4,110 | -1.0% | 0.03% | 0.0% |
| AGN | Sell | ALLERGAN PLC | $341,000 | -1.4% | 1,480 | -1.1% | 0.03% | -9.1% |
| GD | Sell | GENERAL DYNAMICS CORP | $334,000 | +9.5% | 2,152 | -1.2% | 0.03% | +3.4% |
| MET | Sell | METLIFE INC | $325,000 | +9.4% | 7,313 | -1.3% | 0.03% | +3.6% |
| CMCSA | Sell | COMCAST CORP NEWcl a | $323,000 | +1.6% | 4,829 | -1.2% | 0.03% | -3.3% |
| MCK | Sell | MCKESSON CORP | $333,000 | -11.4% | 1,982 | -1.0% | 0.03% | -19.4% |
| SLB | Sell | SCHLUMBERGER LTD | $314,000 | -1.3% | 3,973 | -1.1% | 0.03% | -6.7% |
| GILD | Sell | GILEAD SCIENCES INC | $309,000 | -6.1% | 3,911 | -1.1% | 0.03% | -15.6% |
| ICE | Sell | INTERCONTINENTAL EXCHANGE IN | $306,000 | +3.7% | 1,137 | -1.1% | 0.03% | -3.6% |
| TMO | Sell | THERMO FISHER SCIENTIFIC INC | $296,000 | +7.2% | 1,855 | -1.3% | 0.03% | 0.0% |
| ABT | Sell | ABBOTT LABS | $292,000 | +5.8% | 6,909 | -0.9% | 0.03% | 0.0% |
| GM | Sell | GENERAL MTRS CO | $288,000 | +10.3% | 9,072 | -1.3% | 0.02% | 0.0% |
| DIS | Sell | DISNEY WALT CO | $287,000 | -6.5% | 3,107 | -1.3% | 0.02% | -13.8% |
| KEY | Sell | KEYCORP NEW | $280,000 | +8.9% | 23,019 | -1.2% | 0.02% | 0.0% |
| MMM | Sell | 3M CO | $288,000 | -0.7% | 1,623 | -1.0% | 0.02% | -10.7% |
| QCOM | Sell | QUALCOMM INC | $268,000 | +25.8% | 3,916 | -1.6% | 0.02% | +20.0% |
| TJX | Sell | TJX COS INC NEW | $273,000 | -4.5% | 3,652 | -1.2% | 0.02% | -11.1% |
| DBJP | Sell | DBX ETF TRxtrak msci japn | $274,000 | -84.6% | 8,302 | -85.6% | 0.02% | -86.0% |
| DAL | Sell | DELTA AIR LINES INC DEL | $269,000 | +7.2% | 6,866 | -1.1% | 0.02% | 0.0% |
| TXN | Sell | TEXAS INSTRS INC | $270,000 | +11.1% | 3,834 | -1.0% | 0.02% | +4.3% |
| CVS | Sell | CVS HEALTH CORP | $271,000 | -8.1% | 3,042 | -0.9% | 0.02% | -14.3% |
| EQT | New | EQT CORP | $275,000 | – | 3,782 | – | 0.02% | – |
| HON | Sell | HONEYWELL INTL INC | $266,000 | -1.1% | 2,280 | -1.3% | 0.02% | -7.7% |
| PM | Sell | PHILIP MORRIS INTL INC | $269,000 | -5.6% | 2,780 | -1.3% | 0.02% | -11.1% |
| MCD | Sell | MCDONALDS CORP | $261,000 | -4.7% | 2,267 | -1.3% | 0.02% | -11.5% |
| ABBV | Sell | ABBVIE INC | $258,000 | +0.8% | 4,101 | -1.3% | 0.02% | -8.0% |
| IVZ | Sell | INVESCO LTD | $256,000 | +20.2% | 8,135 | -1.0% | 0.02% | +15.0% |
| COP | Sell | CONOCOPHILLIPS | $250,000 | -1.6% | 5,774 | -1.0% | 0.02% | -8.3% |
| WMT | Sell | WAL-MART STORES INC | $245,000 | -3.2% | 3,405 | -1.4% | 0.02% | -8.3% |
| BIIB | New | BIOGEN INC | $246,000 | – | 782 | – | 0.02% | – |
| AET | Sell | AETNA INC NEW | $245,000 | -7.2% | 2,132 | -0.9% | 0.02% | -12.0% |
| COST | Sell | COSTCO WHSL CORP NEW | $249,000 | -5.7% | 1,656 | -1.3% | 0.02% | -12.0% |
| MDLZ | Sell | MONDELEZ INTL INCcl a | $239,000 | -4.4% | 5,437 | -1.2% | 0.02% | -12.5% |
| UTX | Sell | UNITED TECHNOLOGIES CORP | $231,000 | -3.3% | 2,284 | -1.1% | 0.02% | -13.0% |
| EA | Sell | ELECTRONIC ARTS INC | $225,000 | +12.5% | 2,624 | -1.2% | 0.02% | +5.3% |
| GIS | Sell | GENERAL MLS INC | $229,000 | -11.2% | 3,592 | -1.2% | 0.02% | -20.0% |
| LRCX | Sell | LAM RESEARCH CORP | $223,000 | +11.5% | 2,372 | -1.0% | 0.02% | +5.3% |
| TWX | Sell | TIME WARNER INC | $227,000 | +6.6% | 2,839 | -1.3% | 0.02% | 0.0% |
| NXPI | New | NXP SEMICONDUCTORS N V | $225,000 | – | 2,198 | – | 0.02% | – |
| CBS | Sell | CBS CORP NEWcl b | $213,000 | -2.3% | 3,948 | -1.4% | 0.02% | -9.5% |
| BA | Sell | BOEING CO | $212,000 | +1.4% | 1,594 | -1.3% | 0.02% | -5.0% |
| ALL | Sell | ALLSTATE CORP | $216,000 | -2.3% | 3,125 | -0.9% | 0.02% | -9.5% |
| KR | Sell | KROGER CO | $200,000 | -20.3% | 6,762 | -1.2% | 0.02% | -25.0% |
| PCLN | New | PRICELINE GRP INC | $208,000 | – | 144 | – | 0.02% | – |
| NKE | Sell | NIKE INCcl b | $207,000 | -5.9% | 3,946 | -1.1% | 0.02% | -14.3% |
| EOG | New | EOG RES INC | $200,000 | – | 2,079 | – | 0.02% | – |
| YUM | New | YUM BRANDS INC | $201,000 | – | 2,223 | – | 0.02% | – |
| DD | Sell | DU PONT E I DE NEMOURS & CO | $206,000 | +2.5% | 3,068 | -1.3% | 0.02% | -5.3% |
| ON | Sell | ON SEMICONDUCTOR CORP | $194,000 | +36.6% | 15,858 | -1.2% | 0.02% | +21.4% |
| Sell | WELLS FARGO & COmtnf 0.125% 3/1 | $182,000 | -63.2% | 190,000 | -63.1% | 0.02% | -66.0% | |
| XRX | Sell | XEROX CORP | $147,000 | +6.5% | 14,532 | -1.3% | 0.01% | 0.0% |
| Buy | ARES CAP CORPnote 4.375% 1/1 | $136,000 | +30.8% | 131,000 | +31.0% | 0.01% | +20.0% | |
| Sell | PROSPECT CAPITAL CORPORATIONnote 5.375%10/1 | $121,000 | -29.7% | 118,000 | -30.6% | 0.01% | -31.2% | |
| Sell | BIOMARIN PHARMACEUTICAL INCnote 0.750%10/1 | $93,000 | -12.3% | 77,000 | -18.9% | 0.01% | -20.0% | |
| Buy | MICRON TECHNOLOGY INCnote 1.625% 2/1 | $59,000 | +90.3% | 35,000 | +59.1% | 0.01% | +66.7% | |
| New | PDC ENERGY INCnote 1.125% 9/1 | $23,000 | – | 22,000 | – | 0.00% | – | |
| Exit | COBALT INTL ENERGY INCnote 2.625%12/0 | $0 | – | -119,000 | – | -0.00% | – | |
| LMT | Exit | LOCKHEED MARTIN CORP | $0 | – | -829 | – | -0.02% | – |
| AAL | Exit | AMERICAN AIRLS GROUP INC | $0 | – | -8,371 | – | -0.02% | – |
| Exit | SUNPOWER CORPdbcv 0.750% 6/0 | $0 | – | -381,000 | – | -0.04% | – | |
| Exit | MEDICINES COdbcv 1.375% 6/0 | $0 | – | -598,000 | – | -0.08% | – | |
| Exit | ALLEGHENY TECHNOLOGIES INCnote 4.750% 7/0 | $0 | – | -1,000,000 | – | -0.10% | – | |
| Exit | TESLA MTRS INCnote 1.500% 6/0 | $0 | – | -903,000 | – | -0.15% | – | |
| IYF | Exit | ISHARES TRu.s. finls etf | $0 | – | -18,005 | – | -0.15% | – |
| Exit | LIBERTY INTERACTIVE LLCdeb 0.750% 3/3 | $0 | – | -2,478,000 | – | -0.26% | – | |
| Exit | INTEGRATED DEVICE TECHNOLOGYnote 0.875%11/1 | $0 | – | -3,014,000 | – | -0.28% | – | |
| Exit | VECTOR GROUP LTDnote 1.750% 4/1 | $0 | – | -2,988,000 | – | -0.32% | – | |
| Exit | BGC PARTNERS INCnote 4.500% 7/1 | $0 | – | -4,857,000 | – | -0.46% | – | |
| XOP | Exit | SPDR SERIES TRUSTput | $0 | – | -150,000 | – | -0.50% | – |
| NEEPRP | Exit | NEXTERA ENERGY INCunit 09/01/2016 | $0 | – | -104,005 | – | -0.66% | – |
Q2 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| HYG | New | ISHARES TRput | $38,962,000 | – | 460,000 | – | 3.73% | – |
| IVV | New | ISHARES TRcore s&p500 etf | $37,593,000 | – | 178,578 | – | 3.60% | – |
| New | INTEL CORPsdcv 3.250% 8/0 | $33,913,000 | – | 20,860,000 | – | 3.25% | – | |
| AGNPRA | New | ALLERGAN PLCpfd conv ser a | $26,967,000 | – | 32,431 | – | 2.58% | – |
| New | PRICELINE GRP INCnote 0.350% 6/1 | $24,142,000 | – | 20,588,000 | – | 2.31% | – | |
| WFCPRL | New | WELLS FARGO & CO NEWperp pfd cnv a | $23,590,000 | – | 18,156 | – | 2.26% | – |
| BACPRL | New | BANK AMER CORP7.25%cnv pfd l | $20,026,000 | – | 16,759 | – | 1.92% | – |
| FTRPR | New | FRONTIER COMMUNICATIONS CORPpfd conv ser-a | $16,592,000 | – | 175,355 | – | 1.59% | – |
| AGG | New | ISHARES TRcore us aggbd et | $14,940,000 | – | 132,661 | – | 1.43% | – |
| New | NVIDIA CORPnote 1.000%12/0 | $14,224,000 | – | 6,105,000 | – | 1.36% | – | |
| New | HOLOGIC INCfrnt 12/1 | $13,892,000 | – | 11,449,000 | – | 1.33% | – | |
| New | CITRIX SYS INCnote 0.500% 4/1 | $13,838,000 | – | 12,442,000 | – | 1.33% | – | |
| New | OLD REP INTL CORPnote 3.750% 3/1 | $13,474,000 | – | 10,475,000 | – | 1.29% | – | |
| New | RED HAT INCnote 0.250%10/0 | $13,378,000 | – | 11,035,000 | – | 1.28% | – | |
| New | PRICELINE GRP INCnote 1.000% 3/1 | $12,675,000 | – | 9,131,000 | – | 1.22% | – | |
| SPY | New | SPDR S&P 500 ETF TRtr unit | $11,346,000 | – | 54,168 | – | 1.09% | – |
| New | VERISIGN INCsdcv 3.250% 8/1 | $10,556,000 | – | 4,193,000 | – | 1.01% | – | |
| New | ILLUMINA INCnote 6/1 | $10,496,000 | – | 10,778,000 | – | 1.01% | – | |
| New | SALESFORCE COM INCnote 0.250% 4/0 | $9,745,000 | – | 7,545,000 | – | 0.93% | – | |
| New | STARWOOD WAYPOINT RESIDENTLnote 3.000% 7/0 | $9,679,000 | – | 8,779,000 | – | 0.93% | – | |
| New | WEBMD HEALTH CORPnote 2.500% 1/3 | $9,185,000 | – | 8,359,000 | – | 0.88% | – | |
| DCUC | New | DOMINION RES INC VA NEWunit 99/99/9999 | $9,069,000 | – | 175,880 | – | 0.87% | – |
| ANTX | New | ANTHEM INCunit 05/01/20188 | $9,045,000 | – | 202,227 | – | 0.87% | – |
| New | TESLA MTRS INCnote 0.250% 3/0 | $9,034,000 | – | 10,209,000 | – | 0.87% | – | |
| AMTPRA | New | AMERICAN TOWER CORP NEWpfd conv ser a | $8,852,000 | – | 79,097 | – | 0.85% | – |
| New | SPIRIT RLTY CAP INC NEWnote 2.875% 5/1 | $8,476,000 | – | 7,855,000 | – | 0.81% | – | |
| CCIPRA | New | CROWN CASTLE INTL CORP NEWcnv pfd stk sr a | $8,344,000 | – | 68,895 | – | 0.80% | – |
| New | XILINX INCnote 2.625% 6/1 | $8,032,000 | – | 4,991,000 | – | 0.77% | – | |
| WPXP | New | WPX ENERGY INCpfd ser a cv | $7,893,000 | – | 170,667 | – | 0.76% | – |
| New | EURONET WORLDWIDE INCnote 1.500%10/0 | $7,675,000 | – | 6,693,000 | – | 0.74% | – | |
| New | MICROCHIP TECHNOLOGY INCnote 1.625% 2/1 | $7,442,000 | – | 6,725,000 | – | 0.71% | – | |
| New | CHENIERE ENERGY INCnote 4.250% 3/1 | $7,330,000 | – | 12,973,000 | – | 0.70% | – | |
| New | ELECTRONICS FOR IMAGING INCnote 0.750% 9/0 | $7,118,000 | – | 6,644,000 | – | 0.68% | – | |
| NEEPRP | New | NEXTERA ENERGY INCunit 09/01/2016 | $6,937,000 | – | 104,005 | – | 0.66% | – |
| New | WELLPOINT INCnote 2.750%10/1 | $6,874,000 | – | 3,776,000 | – | 0.66% | – | |
| New | NEWMONT MINING CORPnote 1.625% 7/1 | $6,696,000 | – | 5,988,000 | – | 0.64% | – | |
| SWNC | New | SOUTHWESTERN ENERGY CO | $6,648,000 | – | 222,240 | – | 0.64% | – |
| New | RPM INTL INCnote 2.250%12/1 | $6,601,000 | – | 5,691,000 | – | 0.63% | – | |
| WELLPRI | New | WELLTOWER INC6.50% pfd prepet | $6,541,000 | – | 96,501 | – | 0.63% | – |
| New | PENNYMAC CORPnote 5.375% 5/0 | $6,536,000 | – | 6,967,000 | – | 0.63% | – | |
| New | WRIGHT MED GROUP INCnote 2.000% 2/1 | $6,396,000 | – | 7,000,000 | – | 0.61% | – | |
| IWD | New | ISHARES TRrus 1000 val etf | $6,160,000 | – | 59,650 | – | 0.59% | – |
| New | SEACOR HOLDINGS INCnote 3.000%11/1 | $6,141,000 | – | 7,676,000 | – | 0.59% | – | |
| New | WEATHERFORD INTL LTDnote 5.875% 7/0 | $6,047,000 | – | 5,565,000 | – | 0.58% | – | |
| New | WABASH NATL CORPnote 3.375% 5/0 | $6,013,000 | – | 4,824,000 | – | 0.58% | – | |
| New | ENDOLOGIX INCnote 3.250%11/0 | $6,015,000 | – | 4,626,000 | – | 0.58% | – | |
| New | REDWOOD TR INCnote 4.625% 4/1 | $5,856,000 | – | 5,926,000 | – | 0.56% | – | |
| KEYPRG | New | KEYCORP NEWpfd 7.75% sr a | $5,776,000 | – | 44,471 | – | 0.55% | – |
| New | NATIONAL HEALTH INVS INCnote 3.250% 4/0 | $5,776,000 | – | 5,234,000 | – | 0.55% | – | |
| TMUSP | New | T MOBILE US INCconv pfd ser a | $5,628,000 | – | 76,858 | – | 0.54% | – |
| New | INTEGRA LIFESCIENCES HLDGS Cnote 1.625%12/1 | $5,522,000 | – | 3,638,000 | – | 0.53% | – | |
| New | ENVESTNET INCnote 1.750%12/1 | $5,487,000 | – | 6,080,000 | – | 0.53% | – | |
| New | RAIT FINANCIAL TRUSTnote 4.000%10/0 | $5,473,000 | – | 6,114,000 | – | 0.52% | – | |
| New | CEMEX SAB DE CVnote 3.750% 3/1 | $5,464,000 | – | 5,325,000 | – | 0.52% | – | |
| New | JAZZ INVESTMENTS I LTDnote 1.875% 8/1 | $5,380,000 | – | 5,007,000 | – | 0.52% | – | |
| New | QUIDEL CORPnote 3.250%12/1 | $5,369,000 | – | 5,797,000 | – | 0.52% | – | |
| New | 51JOB INCnote 3.250% 4/1 | $5,354,000 | – | 5,250,000 | – | 0.51% | – | |
| New | MOLINA HEALTHCARE INCdbcv 1.625% 8/1 | $5,289,000 | – | 4,853,000 | – | 0.51% | – | |
| FLOT | New | ISHARES TRfltg rate bd etf | $5,238,000 | – | 103,464 | – | 0.50% | – |
| XOP | New | SPDR SERIES TRUSTput | $5,222,000 | – | 150,000 | – | 0.50% | – |
| New | TESLA MTRS INCnote 1.250% 3/0 | $5,131,000 | – | 6,243,000 | – | 0.49% | – | |
| TYFDL | New | TYSON FOODS INCunit 99/99/9999 | $5,061,000 | – | 68,452 | – | 0.48% | – |
| New | ON SEMICONDUCTOR CORPnote 2.625%12/1 | $5,039,000 | – | 4,884,000 | – | 0.48% | – | |
| FEX | New | FIRST TR LRGE CP CORE ALPHA | $4,917,000 | – | 109,182 | – | 0.47% | – |
| New | NUVASIVE INCnote 2.750% 7/0 | $4,893,000 | – | 3,354,000 | – | 0.47% | – | |
| New | BGC PARTNERS INCnote 4.500% 7/1 | $4,852,000 | – | 4,857,000 | – | 0.46% | – | |
| New | FIREEYE INCnote 1.000% 6/0 | $4,691,000 | – | 5,200,000 | – | 0.45% | – | |
| New | BOTTOMLINE TECH DEL INCnote 1.500%12/0 | $4,675,000 | – | 4,659,000 | – | 0.45% | – | |
| New | IRONWOOD PHARMACEUTICALS INCdbcv 2.250% 6/1 | $4,657,000 | – | 4,500,000 | – | 0.45% | – | |
| SRCLP | New | STERICYCLE INCdep pfd a 1/10 | $4,658,000 | – | 56,140 | – | 0.45% | – |
| New | LIBERTY MEDIA CORP DELAWAREnote 1.375%10/1 | $4,645,000 | – | 4,672,000 | – | 0.44% | – | |
| New | BLUCORA INCnote 4.250% 4/0 | $4,600,000 | – | 5,000,000 | – | 0.44% | – | |
| New | PORTFOLIO RECOVERY ASSOCS INnote 3.000% 8/0 | $4,562,000 | – | 5,852,000 | – | 0.44% | – | |
| New | J2 GLOBAL INCnote 3.250% 6/1 | $4,547,000 | – | 4,055,000 | – | 0.44% | – | |
| New | SPECTRUM PHARMACEUTICALS INCnote 2.750%12/1 | $4,485,000 | – | 4,859,000 | – | 0.43% | – | |
| TLT | New | ISHARES TR20 yr tr bd etf | $4,462,000 | – | 32,121 | – | 0.43% | – |
| New | HURON CONSULTING GROUP INCnote 1.250%10/0 | $4,469,000 | – | 4,400,000 | – | 0.43% | – | |
| New | INTERACTIVE INTELLIGENCE GROnote 1.250% 6/0 | $4,401,000 | – | 4,650,000 | – | 0.42% | – | |
| New | ACORDA THERAPEUTICS INCnote 1.750% 6/1 | $4,369,000 | – | 5,000,000 | – | 0.42% | – | |
| New | STARWOOD PPTY TR INCnote 4.550% 3/0 | $4,367,000 | – | 4,191,000 | – | 0.42% | – | |
| KMIPRA | New | KINDER MORGAN INC DELpfd ser a | $4,358,000 | – | 90,325 | – | 0.42% | – |
| New | B2GOLD CORPnote 3.250%10/0 | $4,342,000 | – | 4,402,000 | – | 0.42% | – | |
| New | CEPHEIDdbcv 1.250% 2/0 | $4,334,000 | – | 5,000,000 | – | 0.42% | – | |
| New | APOLLO COML REAL EST FIN INCnote 5.500% 3/1 | $4,333,000 | – | 4,261,000 | – | 0.42% | – | |
| New | TTM TECHNOLOGIES INCnote 1.750%12/1 | $4,301,000 | – | 4,365,000 | – | 0.41% | – | |
| IRDMB | New | IRIDIUM COMMUNICATIONS INCperp pfd cnv b | $4,221,000 | – | 12,996 | – | 0.40% | – |
| IYW | New | ISHARES TRu.s. tech etf | $4,208,000 | – | 39,979 | – | 0.40% | – |
| New | WELLS FARGO & COmtnf 0.125% 2/2 | $4,137,000 | – | 4,026,000 | – | 0.40% | – | |
| New | FORESTAR GROUP INCnote 3.750% 3/0 | $4,122,000 | – | 4,508,000 | – | 0.40% | – | |
| New | ECHO GLOBAL LOGISTICS INCnote 2.500% 5/0 | $4,095,000 | – | 4,338,000 | – | 0.39% | – | |
| FCAM | New | FIAT CHRYSLER AUTOMOBILES Nman cov sec 16 | $3,986,000 | – | 66,336 | – | 0.38% | – |
| New | INTEL CORPsdcv 12/1 | $3,970,000 | – | 3,069,000 | – | 0.38% | – | |
| New | SERVICESOURCE INTL INCnote 1.500% 8/0 | $3,939,000 | – | 4,432,000 | – | 0.38% | – | |
| New | SERVICENOW INCnote 11/0 | $3,907,000 | – | 3,512,000 | – | 0.37% | – | |
| New | NXP SEMICONDUCTORS N Vdbcv 1.000%12/0 | $3,801,000 | – | 3,494,000 | – | 0.36% | – | |
| EXCU | New | EXELON CORPunit 99/99/9999 | $3,782,000 | – | 77,005 | – | 0.36% | – |
| New | MERITAGE HOMES CORPnote 1.875% 9/1 | $3,704,000 | – | 3,724,000 | – | 0.36% | – | |
| New | CORNERSTONE ONDEMAND INCnote 1.500% 7/0 | $3,664,000 | – | 3,592,000 | – | 0.35% | – | |
| New | RTI INTL METALS INCnote 1.625%10/1 | $3,651,000 | – | 3,443,000 | – | 0.35% | – | |
| New | CHART INDS INCnote 2.000% 8/0 | $3,598,000 | – | 3,866,000 | – | 0.34% | – | |
| New | ILLUMINA INCnote 0.500% 6/1 | $3,582,000 | – | 3,585,000 | – | 0.34% | – | |
| New | PROOFPOINT INCnote 1.250%12/1 | $3,555,000 | – | 2,128,000 | – | 0.34% | – | |
| New | MERCADOLIBRE INCnote 2.250% 7/0 | $3,459,000 | – | 2,740,000 | – | 0.33% | – | |
| New | YANDEX NVnote 1.125%12/1 | $3,448,000 | – | 3,699,000 | – | 0.33% | – | |
| New | ALBANY MOLECULAR RESH INCnote 2.250%11/1 | $3,446,000 | – | 3,364,000 | – | 0.33% | – | |
| New | ENCORE CAP GROUP INCnote 2.875% 3/1 | $3,411,000 | – | 4,829,000 | – | 0.33% | – | |
| New | EMERGENT BIOSOLUTIONS INCnote 2.875% 1/1 | $3,395,000 | – | 3,000,000 | – | 0.32% | – | |
| New | MICROCHIP TECHNOLOGY INCsdcv 2.125%12/1 | $3,380,000 | – | 1,606,000 | – | 0.32% | – | |
| New | MERITOR INCnote 7.875% 3/0 | $3,368,000 | – | 3,000,000 | – | 0.32% | – | |
| New | VECTOR GROUP LTDnote 1.750% 4/1 | $3,310,000 | – | 2,988,000 | – | 0.32% | – | |
| QUAL | New | ISHARES TRusa quality fctr | $3,251,000 | – | 49,228 | – | 0.31% | – |
| New | ALLSCRIPTS HEALTHCARE SOLUTNnote 1.250% 7/0 | $3,234,000 | – | 3,234,000 | – | 0.31% | – | |
| New | TCP CAP CORPnote 5.250%12/1 | $3,212,000 | – | 3,129,000 | – | 0.31% | – | |
| New | SPECTRANETICS CORPmtnf 2.625% 6/0 | $3,200,000 | – | 3,620,000 | – | 0.31% | – | |
| New | CTRIP COM INTL LTDnote 1.000% 7/0 | $3,174,000 | – | 3,014,000 | – | 0.30% | – | |
| New | ALZA CORPsdcv 7/2 | $3,157,000 | – | 1,897,000 | – | 0.30% | – | |
| SWH | New | STANLEY BLACK & DECKER INCunit 11/17/20166 | $3,108,000 | – | 26,692 | – | 0.30% | – |
| BKHU | New | BLACK HILLS CORPunit 99/99/9999 | $3,080,000 | – | 43,640 | – | 0.30% | – |
| New | INTERDIGITAL INCnote 1.500% 3/0 | $3,063,000 | – | 2,956,000 | – | 0.29% | – | |
| New | LIBERTY MEDIA CORPdeb 3.500% 1/1 | $3,057,000 | – | 5,950,000 | – | 0.29% | – | |
| New | LINKEDIN CORPnote 0.500%11/0 | $2,961,000 | – | 3,000,000 | – | 0.28% | – | |
| New | HERBALIFE LTDnote 2.000% 8/1 | $2,924,000 | – | 2,954,000 | – | 0.28% | – | |
| New | INTEGRATED DEVICE TECHNOLOGYnote 0.875%11/1 | $2,922,000 | – | 3,014,000 | – | 0.28% | – | |
| New | GENERAL CABLE CORP DEL NEWfrnt 4.500%11/1 | $2,879,000 | – | 5,023,000 | – | 0.28% | – | |
| New | MICRON TECHNOLOGY INCnote 2.125% 2/1 | $2,870,000 | – | 1,981,000 | – | 0.28% | – | |
| AAPRB | New | ALCOA INC | $2,848,000 | – | 87,415 | – | 0.27% | – |
| New | INSULET CORPnote 2.000% 6/1 | $2,850,000 | – | 3,000,000 | – | 0.27% | – | |
| New | ISIS PHARMACEUTICALS INC DELnote 1.000%11/1 | $2,792,000 | – | 3,950,000 | – | 0.27% | – | |
| New | TAKE-TWO INTERACTIVE SOFTWARnote 1.000% 7/0 | $2,785,000 | – | 1,555,000 | – | 0.27% | – | |
| New | LIBERTY INTERACTIVE LLCdeb 0.750% 3/3 | $2,765,000 | – | 2,478,000 | – | 0.26% | – | |
| HBANP | New | HUNTINGTON BANCSHARES INCpfd conv ser a | $2,718,000 | – | 1,954 | – | 0.26% | – |
| New | MACQUARIE INFRASTRUCTURE CORnote 2.875% 7/1 | $2,700,000 | – | 2,365,000 | – | 0.26% | – | |
| New | ROVI CORPnote 0.500% 3/0 | $2,675,000 | – | 2,832,000 | – | 0.26% | – | |
| New | ENERNOC INCdbcv 2.250% 8/1 | $2,672,000 | – | 3,750,000 | – | 0.26% | – | |
| New | ENCORE CAP GROUP INCnote 3.000% 7/0 | $2,624,000 | – | 3,380,000 | – | 0.25% | – | |
| New | AEGEAN MARINE PETE NETWORK Inote 4.000%11/0 | $2,597,000 | – | 3,252,000 | – | 0.25% | – | |
| New | AIRTRAN HLDGS INCnote 5.250%11/0 | $2,591,000 | – | 944,000 | – | 0.25% | – | |
| New | MONSTER WORLDWIDE INCnote 3.500%10/1 | $2,585,000 | – | 3,000,000 | – | 0.25% | – | |
| AREPRD | New | ALEXANDRIA REAL ESTATE EQ INpfd conv ser d | $2,559,000 | – | 75,000 | – | 0.24% | – |
| New | CANADIAN SOLAR INCnote 4.250% 2/1 | $2,516,000 | – | 2,958,000 | – | 0.24% | – | |
| New | YAHOO INCnote 12/0 | $2,488,000 | – | 2,503,000 | – | 0.24% | – | |
| New | RESOURCE CAP CORPnote 8.000% 1/1 | $2,470,000 | – | 2,531,000 | – | 0.24% | – | |
| New | BROADSOFT INCnote 1.500% 7/0 | $2,464,000 | – | 2,124,000 | – | 0.24% | – | |
| New | TWITTER INCnote 1.000% 9/1 | $2,448,000 | – | 2,750,000 | – | 0.24% | – | |
| New | IGI LABORATORIES INCnote 3.750%12/1 | $2,444,000 | – | 2,750,000 | – | 0.23% | – | |
| FPX | New | FIRST TR US IPO INDEX FD | $2,408,000 | – | 47,595 | – | 0.23% | – |
| New | STILLWATER MNG COnote 1.750%10/1 | $2,401,000 | – | 2,128,000 | – | 0.23% | – | |
| New | INCYTE CORPnote 0.375%11/1 | $2,386,000 | – | 1,438,000 | – | 0.23% | – | |
| New | BIOMARIN PHARMACEUTICAL INCnote 1.500%10/1 | $2,389,000 | – | 2,067,000 | – | 0.23% | – | |
| New | GLOBAL EAGLE ENTMT INCnote 2.750% 2/1 | $2,201,000 | – | 3,000,000 | – | 0.21% | – | |
| New | AMAG PHARMACEUTICALS INCnote 2.500% 2/1 | $2,177,000 | – | 1,975,000 | – | 0.21% | – | |
| New | HELIX ENERGY SOLUTIONS GRP Inote 3.250% 3/1 | $2,156,000 | – | 2,500,000 | – | 0.21% | – | |
| New | TEVA PHARMACEUTICAL FIN LLCdbcv 0.250% 2/0 | $2,093,000 | – | 1,668,000 | – | 0.20% | – | |
| IBB | New | ISHARES TRnasdq biotec etf | $2,091,000 | – | 8,116 | – | 0.20% | – |
| AEUA | New | ANADARKO PETE CORPunit 99/99/9999 | $2,071,000 | – | 56,490 | – | 0.20% | – |
| New | ARES CAP CORPnote 4.875% 3/1 | $2,050,000 | – | 2,012,000 | – | 0.20% | – | |
| New | MEDICINES COnote 2.500% 1/1 | $2,003,000 | – | 1,700,000 | – | 0.19% | – | |
| New | BROCADE COMMUNICATIONS SYS Inote 1.375% 1/0 | $1,994,000 | – | 2,032,000 | – | 0.19% | – | |
| New | CARDTRONICS INCnote 1.000%12/0 | $1,993,000 | – | 1,990,000 | – | 0.19% | – | |
| New | PALO ALTO NETWORKS INCnote 7/0 | $1,987,000 | – | 1,559,000 | – | 0.19% | – | |
| New | FLUIDIGM CORP DELnote 2.750% 2/0 | $1,840,000 | – | 3,066,000 | – | 0.18% | – | |
| New | TELEFLEX INCnote 3.875% 8/0 | $1,825,000 | – | 632,000 | – | 0.18% | – | |
| New | AKAMAI TECHNOLOGIES INCdbcv 2/1 | $1,809,000 | – | 1,829,000 | – | 0.17% | – | |
| DBJP | New | DBX ETF TRxtrak msci japn | $1,780,000 | – | 57,721 | – | 0.17% | – |
| New | FIDELITY NATIONAL FINANCIALnote 4.250% 8/1 | $1,772,000 | – | 863,000 | – | 0.17% | – | |
| XLU | New | SELECT SECTOR SPDR TRsbi int-utils | $1,760,000 | – | 33,589 | – | 0.17% | – |
| AAPL | New | APPLE INC | $1,620,000 | – | 16,943 | – | 0.16% | – |
| GOOGL | New | ALPHABET INCcap stk cl a | $1,555,000 | – | 2,211 | – | 0.15% | – |
| IYF | New | ISHARES TRu.s. finls etf | $1,549,000 | – | 18,005 | – | 0.15% | – |
| New | DANAHER CORP DELnote 1/2 | $1,537,000 | – | 524,000 | – | 0.15% | – | |
| New | TESLA MTRS INCnote 1.500% 6/0 | $1,527,000 | – | 903,000 | – | 0.15% | – | |
| New | NUANCE COMMUNICATIONS INCdebt 1.500%11/0 | $1,433,000 | – | 1,485,000 | – | 0.14% | – | |
| IWS | New | ISHARES TRrus mdcp val etf | $1,412,000 | – | 19,005 | – | 0.14% | – |
| IYR | New | ISHARES TRu.s. real es etf | $1,319,000 | – | 16,012 | – | 0.13% | – |
| JPM | New | JPMORGAN CHASE & CO | $1,277,000 | – | 20,563 | – | 0.12% | – |
| New | ROYAL GOLD INCnote 2.875% 6/1 | $1,198,000 | – | 1,127,000 | – | 0.12% | – | |
| KMB | New | KIMBERLY CLARK CORP | $1,194,000 | – | 8,685 | – | 0.11% | – |
| New | LABORATORY CORP AMER HLDGSnote 9/1 | $1,166,000 | – | 669,000 | – | 0.11% | – | |
| New | ALLEGHENY TECHNOLOGIES INCnote 4.750% 7/0 | $1,055,000 | – | 1,000,000 | – | 0.10% | – | |
| MSFT | New | MICROSOFT CORP | $1,034,000 | – | 20,224 | – | 0.10% | – |
| JNJ | New | JOHNSON & JOHNSON | $996,000 | – | 8,214 | – | 0.10% | – |
| PFE | New | PFIZER INC | $880,000 | – | 25,000 | – | 0.08% | – |
| C | New | CITIGROUP INC | $871,000 | – | 20,545 | – | 0.08% | – |
| GE | New | GENERAL ELECTRIC CO | $839,000 | – | 26,718 | – | 0.08% | – |
| FB | New | FACEBOOK INCcl a | $812,000 | – | 7,076 | – | 0.08% | – |
| XOM | New | EXXON MOBIL CORP | $817,000 | – | 8,710 | – | 0.08% | – |
| New | MEDICINES COdbcv 1.375% 6/0 | $801,000 | – | 598,000 | – | 0.08% | – | |
| PG | New | PROCTER & GAMBLE CO | $739,000 | – | 8,701 | – | 0.07% | – |
| T | New | AT&T INC | $734,000 | – | 16,935 | – | 0.07% | – |
| AMZN | New | AMAZON COM INC | $676,000 | – | 944 | – | 0.06% | – |
| BRKB | New | BERKSHIRE HATHAWAY INC DELcl b new | $679,000 | – | 4,683 | – | 0.06% | – |
| L | New | LOEWS CORP | $680,000 | – | 16,540 | – | 0.06% | – |
| VZ | New | VERIZON COMMUNICATIONS INC | $655,000 | – | 11,782 | – | 0.06% | – |
| New | STARWOOD PPTY TR INCnote 3.750%10/1 | $661,000 | – | 656,000 | – | 0.06% | – | |
| WFC | New | WELLS FARGO & CO NEW | $647,000 | – | 13,685 | – | 0.06% | – |
| UNH | New | UNITEDHEALTH GROUP INC | $614,000 | – | 4,362 | – | 0.06% | – |
| BAC | New | BANK AMER CORP | $608,000 | – | 46,072 | – | 0.06% | – |
| KO | New | COCA COLA CO | $609,000 | – | 13,435 | – | 0.06% | – |
| HD | New | HOME DEPOT INC | $597,000 | – | 4,682 | – | 0.06% | – |
| RPTPRD | New | RAMCO-GERSHENSON PPTYS TRperp pfd-d cv | $573,000 | – | 8,169 | – | 0.06% | – |
| New | PRICELINE GRP INCnote 0.900% 9/1 | $565,000 | – | 558,000 | – | 0.05% | – | |
| MO | New | ALTRIA GROUP INC | $524,000 | – | 7,598 | – | 0.05% | – |
| ORCL | New | ORACLE CORP | $486,000 | – | 11,898 | – | 0.05% | – |
| New | WELLS FARGO & COmtnf 0.125% 3/1 | $495,000 | – | 515,000 | – | 0.05% | – | |
| PEP | New | PEPSICO INC | $480,000 | – | 4,561 | – | 0.05% | – |
| New | AMTRUST FINL SVCS INCnote 2.750%12/1 | $484,000 | – | 631,000 | – | 0.05% | – | |
| CVX | New | CHEVRON CORP NEW | $474,000 | – | 4,519 | – | 0.04% | – |
| CELG | New | CELGENE CORP | $463,000 | – | 4,670 | – | 0.04% | – |
| New | CIENA CORPdebt 4.000%12/1 | $427,000 | – | 340,000 | – | 0.04% | – | |
| CSCO | New | CISCO SYS INC | $423,000 | – | 14,735 | – | 0.04% | – |
| LOW | New | LOWES COS INC | $422,000 | – | 5,308 | – | 0.04% | – |
| INTC | New | INTEL CORP | $404,000 | – | 12,344 | – | 0.04% | – |
| MRK | New | MERCK & CO INC | $410,000 | – | 7,102 | – | 0.04% | – |
| AMGN | New | AMGEN INC | $401,000 | – | 2,637 | – | 0.04% | – |
| MCK | New | MCKESSON CORP | $376,000 | – | 2,003 | – | 0.04% | – |
| MDT | New | MEDTRONIC PLC | $368,000 | – | 4,224 | – | 0.04% | – |
| New | SUNPOWER CORPdbcv 0.750% 6/0 | $361,000 | – | 381,000 | – | 0.04% | – | |
| FDX | New | FEDEX CORP | $358,000 | – | 2,350 | – | 0.03% | – |
| RTN | New | RAYTHEON CO | $355,000 | – | 2,594 | – | 0.03% | – |
| AGN | New | ALLERGAN PLC | $346,000 | – | 1,497 | – | 0.03% | – |
| STI | New | SUNTRUST BKS INC | $344,000 | – | 8,358 | – | 0.03% | – |
| GILD | New | GILEAD SCIENCES INC | $329,000 | – | 3,953 | – | 0.03% | – |
| UNP | New | UNION PAC CORP | $322,000 | – | 3,659 | – | 0.03% | – |
| V | New | VISA INC | $308,000 | – | 4,150 | – | 0.03% | – |
| CMCSA | New | COMCAST CORP NEWcl a | $318,000 | – | 4,888 | – | 0.03% | – |
| SLB | New | SCHLUMBERGER LTD | $318,000 | – | 4,019 | – | 0.03% | – |
| MA | New | MASTERCARD INCcl a | $308,000 | – | 3,491 | – | 0.03% | – |
| DIS | New | DISNEY WALT CO | $307,000 | – | 3,148 | – | 0.03% | – |
| GD | New | GENERAL DYNAMICS CORP | $305,000 | – | 2,178 | – | 0.03% | – |
| MMM | New | 3M CO | $290,000 | – | 1,640 | – | 0.03% | – |
| CVS | New | CVS HEALTH CORP | $295,000 | – | 3,071 | – | 0.03% | – |
| ICE | New | INTERCONTINENTAL EXCHANGE IN | $295,000 | – | 1,150 | – | 0.03% | – |
| MET | New | METLIFE INC | $297,000 | – | 7,406 | – | 0.03% | – |
| PM | New | PHILIP MORRIS INTL INC | $285,000 | – | 2,816 | – | 0.03% | – |
| FTSM | New | FIRST TR EXCHANGE TRADED FDfirst tr enh new | $281,000 | – | 4,694 | – | 0.03% | – |
| TJX | New | TJX COS INC NEW | $286,000 | – | 3,696 | – | 0.03% | – |
| TMO | New | THERMO FISHER SCIENTIFIC INC | $276,000 | – | 1,879 | – | 0.03% | – |
| MCD | New | MCDONALDS CORP | $274,000 | – | 2,298 | – | 0.03% | – |
| HON | New | HONEYWELL INTL INC | $269,000 | – | 2,309 | – | 0.03% | – |
| ABT | New | ABBOTT LABS | $276,000 | – | 6,973 | – | 0.03% | – |
| AET | New | AETNA INC NEW | $264,000 | – | 2,152 | – | 0.02% | – |
| KEY | New | KEYCORP NEW | $257,000 | – | 23,300 | – | 0.02% | – |
| COST | New | COSTCO WHSL CORP NEW | $264,000 | – | 1,677 | – | 0.02% | – |
| GIS | New | GENERAL MLS INC | $258,000 | – | 3,635 | – | 0.02% | – |
| GM | New | GENERAL MTRS CO | $261,000 | – | 9,189 | – | 0.02% | – |
| ABBV | New | ABBVIE INC | $256,000 | – | 4,154 | – | 0.02% | – |
| COP | New | CONOCOPHILLIPS | $254,000 | – | 5,835 | – | 0.02% | – |
| DAL | New | DELTA AIR LINES INC DEL | $251,000 | – | 6,941 | – | 0.02% | – |
| MDLZ | New | MONDELEZ INTL INCcl a | $250,000 | – | 5,504 | – | 0.02% | – |
| WMT | New | WAL-MART STORES INC | $253,000 | – | 3,453 | – | 0.02% | – |
| IYE | New | ISHARES TRu.s. energy etf | $251,000 | – | 6,550 | – | 0.02% | – |
| KR | New | KROGER CO | $251,000 | – | 6,846 | – | 0.02% | – |
| UTX | New | UNITED TECHNOLOGIES CORP | $239,000 | – | 2,310 | – | 0.02% | – |
| AAL | New | AMERICAN AIRLS GROUP INC | $237,000 | – | 8,371 | – | 0.02% | – |
| New | CONSOLIDATED TOMOKA LD COnote 4.500% 3/1 | $235,000 | – | 250,000 | – | 0.02% | – | |
| TXN | New | TEXAS INSTRS INC | $243,000 | – | 3,874 | – | 0.02% | – |
| NKE | New | NIKE INCcl b | $220,000 | – | 3,988 | – | 0.02% | – |
| CBS | New | CBS CORP NEWcl b | $218,000 | – | 4,003 | – | 0.02% | – |
| ALL | New | ALLSTATE CORP | $221,000 | – | 3,153 | – | 0.02% | – |
| QCOM | New | QUALCOMM INC | $213,000 | – | 3,980 | – | 0.02% | – |
| BA | New | BOEING CO | $209,000 | – | 1,615 | – | 0.02% | – |
| TWX | New | TIME WARNER INC | $213,000 | – | 2,876 | – | 0.02% | – |
| IVZ | New | INVESCO LTD | $213,000 | – | 8,214 | – | 0.02% | – |
| LMT | New | LOCKHEED MARTIN CORP | $204,000 | – | 829 | – | 0.02% | – |
| EA | New | ELECTRONIC ARTS INC | $200,000 | – | 2,657 | – | 0.02% | – |
| DD | New | DU PONT E I DE NEMOURS & CO | $201,000 | – | 3,108 | – | 0.02% | – |
| LRCX | New | LAM RESEARCH CORP | $200,000 | – | 2,395 | – | 0.02% | – |
| New | PROSPECT CAPITAL CORPORATIONnote 5.375%10/1 | $172,000 | – | 170,000 | – | 0.02% | – | |
| ON | New | ON SEMICONDUCTOR CORP | $142,000 | – | 16,055 | – | 0.01% | – |
| XRX | New | XEROX CORP | $138,000 | – | 14,721 | – | 0.01% | – |
| New | COLONY CAP INCnote 3.875% 1/1 | $119,000 | – | 126,000 | – | 0.01% | – | |
| New | BIOMARIN PHARMACEUTICAL INCnote 0.750%10/1 | $106,000 | – | 95,000 | – | 0.01% | – | |
| New | ARES CAP CORPnote 4.375% 1/1 | $104,000 | – | 100,000 | – | 0.01% | – | |
| New | JANUS CAP GROUP INCnote 0.750% 7/1 | $78,000 | – | 57,000 | – | 0.01% | – | |
| New | STARWOOD PPTY TR INCnote 4.000% 1/1 | $76,000 | – | 72,000 | – | 0.01% | – | |
| New | JEFFERIES GROUP INC NEWdbcv 3.875%11/0 | $51,000 | – | 50,000 | – | 0.01% | – | |
| New | COBALT INTL ENERGY INCnote 2.625%12/0 | $45,000 | – | 119,000 | – | 0.00% | – | |
| New | MICRON TECHNOLOGY INCnote 1.625% 2/1 | $31,000 | – | 22,000 | – | 0.00% | – | |
| New | MENTOR GRAPHICS CORPsdcv 4.000% 4/0 | $18,000 | – | 17,000 | – | 0.00% | – |
Q4 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| Exit | JEFFERIES GROUP INC NEWdbcv 3.875%11/0 | $0 | – | -50,000 | – | -0.01% | – | |
| Exit | SOLARCITY CORPnote 2.750%11/0 | $0 | – | -75,000 | – | -0.01% | – | |
| Exit | ILLUMINA INCnote 0.250% 3/1 | $0 | – | -32,000 | – | -0.01% | – | |
| Exit | ARES CAP CORPnote 4.375% 1/1 | $0 | – | -100,000 | – | -0.01% | – | |
| XRX | Exit | XEROX CORP | $0 | – | -14,465 | – | -0.02% | – |
| Exit | HOLOGIC INCdebt 2.000% 3/0 | $0 | – | -106,000 | – | -0.02% | – | |
| ON | Exit | ON SEMICONDUCTOR CORP | $0 | – | -15,810 | – | -0.02% | – |
| SWFT | Exit | SWIFT TRANSN COcl a | $0 | – | -10,331 | – | -0.02% | – |
| Exit | PROSPECT CAPITAL CORPORATIONnote 5.375%10/1 | $0 | – | -170,000 | – | -0.02% | – | |
| Exit | WRIGHT MED GROUP INCnote 2.000% 8/1 | $0 | – | -175,000 | – | -0.02% | – | |
| KEY | Exit | KEYCORP NEW | $0 | – | -15,460 | – | -0.02% | – |
| GIS | Exit | GENERAL MLS INC | $0 | – | -3,585 | – | -0.02% | – |
| UTX | Exit | UNITED TECHNOLOGIES CORP | $0 | – | -2,260 | – | -0.02% | – |
| HON | Exit | HONEYWELL INTL INC | $0 | – | -2,275 | – | -0.02% | – |
| BA | Exit | BOEING CO | $0 | – | -1,592 | – | -0.02% | – |
| MPC | Exit | MARATHON PETE CORP | $0 | – | -4,540 | – | -0.02% | – |
| MCD | Exit | MCDONALDS CORP | $0 | – | -2,262 | – | -0.02% | – |
| DBEU | Exit | DBX ETF TRdb xtr msci eur | $0 | – | -8,808 | – | -0.02% | – |
| TMO | Exit | THERMO FISHER SCIENTIFIC INC | $0 | – | -1,856 | – | -0.02% | – |
| XHB | Exit | SPDR SERIES TRUSTs&p homebuild | $0 | – | -6,640 | – | -0.02% | – |
| MDLZ | Exit | MONDELEZ INTL INCcl a | $0 | – | -5,420 | – | -0.02% | – |
| ABBV | Exit | ABBVIE INC | $0 | – | -4,084 | – | -0.02% | – |
| AET | Exit | AETNA INC NEW | $0 | – | -2,128 | – | -0.02% | – |
| CRM | Exit | SALESFORCE COM INC | $0 | – | -3,315 | – | -0.02% | – |
| BIIB | Exit | BIOGEN INC | $0 | – | -783 | – | -0.02% | – |
| XLP | Exit | SELECT SECTOR SPDR TRsbi cons stpls | $0 | – | -4,867 | – | -0.02% | – |
| EPRPRC | Exit | EPR PPTYSpfd c cnv 5.75% | $0 | – | -10,500 | – | -0.02% | – |
| APC | Exit | ANADARKO PETE CORP | $0 | – | -3,820 | – | -0.02% | – |
| MMM | Exit | 3M CO | $0 | – | -1,619 | – | -0.02% | – |
| NKE | Exit | NIKE INCcl b | $0 | – | -1,956 | – | -0.03% | – |
| COST | Exit | COSTCO WHSL CORP NEW | $0 | – | -1,657 | – | -0.03% | – |
| KR | Exit | KROGER CO | $0 | – | -6,742 | – | -0.03% | – |
| HPQ | Exit | HEWLETT PACKARD CO | $0 | – | -9,341 | – | -0.03% | – |
| IVZ | Exit | INVESCO LTD | $0 | – | -8,092 | – | -0.03% | – |
| Exit | SUNEDISON INCnote 2.000%10/0 | $0 | – | -332,000 | – | -0.03% | – | |
| COF | Exit | CAPITAL ONE FINL CORP | $0 | – | -3,529 | – | -0.03% | – |
| EOG | Exit | EOG RES INC | $0 | – | -3,584 | – | -0.03% | – |
| TJX | Exit | TJX COS INC NEW | $0 | – | -3,647 | – | -0.03% | – |
| OXY | Exit | OCCIDENTAL PETE CORP DEL | $0 | – | -4,074 | – | -0.03% | – |
| ICE | Exit | INTERCONTINENTAL EXCHANGE IN | $0 | – | -1,137 | – | -0.03% | – |
| SLB | Exit | SCHLUMBERGER LTD | $0 | – | -3,927 | – | -0.03% | – |
| GM | Exit | GENERAL MTRS CO | $0 | – | -9,026 | – | -0.03% | – |
| CMCSA | Exit | COMCAST CORP NEWcl a | $0 | – | -4,828 | – | -0.03% | – |
| RTN | Exit | RAYTHEON CO | $0 | – | -2,536 | – | -0.03% | – |
| FOXA | Exit | TWENTY FIRST CENTY FOX INCcl a | $0 | – | -10,306 | – | -0.03% | – |
| MDT | Exit | MEDTRONIC PLC | $0 | – | -4,178 | – | -0.03% | – |
| ABT | Exit | ABBOTT LABS | $0 | – | -6,893 | – | -0.03% | – |
| WMT | Exit | WAL-MART STORES INC | $0 | – | -4,271 | – | -0.03% | – |
| IP | Exit | INTL PAPER CO | $0 | – | -7,433 | – | -0.03% | – |
| Exit | MICRON TECHNOLOGY INCnote 1.625% 2/1 | $0 | – | -201,000 | – | -0.03% | – | |
| GD | Exit | GENERAL DYNAMICS CORP | $0 | – | -2,150 | – | -0.03% | – |
| CVS | Exit | CVS HEALTH CORP | $0 | – | -3,015 | – | -0.03% | – |
| MA | Exit | MASTERCARD INCcl a | $0 | – | -3,445 | – | -0.03% | – |
| DAL | Exit | DELTA AIR LINES INC DEL | $0 | – | -6,793 | – | -0.03% | – |
| EMC | Exit | E M C CORP MASS | $0 | – | -12,505 | – | -0.03% | – |
| AAL | Exit | AMERICAN AIRLS GROUP INC | $0 | – | -8,222 | – | -0.03% | – |
| UNP | Exit | UNION PAC CORP | $0 | – | -3,598 | – | -0.03% | – |
| STI | Exit | SUNTRUST BKS INC | $0 | – | -8,218 | – | -0.03% | – |
| Exit | PROOFPOINT INCnote 1.250%12/1 | $0 | – | -200,000 | – | -0.04% | – | |
| Exit | ALZA CORPsdcv 7/2 | $0 | – | -250,000 | – | -0.04% | – | |
| FDX | Exit | FEDEX CORP | $0 | – | -2,302 | – | -0.04% | – |
| MRK | Exit | MERCK & CO INC NEW | $0 | – | -6,976 | – | -0.04% | – |
| MET | Exit | METLIFE INC | $0 | – | -7,280 | – | -0.04% | – |
| Exit | ARES CAP CORPnote 5.125% 6/0 | $0 | – | -346,000 | – | -0.04% | – | |
| V | Exit | VISA INC | $0 | – | -5,006 | – | -0.04% | – |
| IWM | Exit | ISHARES TRrussell 2000 etf | $0 | – | -3,207 | – | -0.04% | – |
| AMGN | Exit | AMGEN INC | $0 | – | -2,584 | – | -0.04% | – |
| INTC | Exit | INTEL CORP | $0 | – | -12,072 | – | -0.04% | – |
| LOW | Exit | LOWES COS INC | $0 | – | -5,262 | – | -0.04% | – |
| MCK | Exit | MCKESSON CORP | $0 | – | -1,964 | – | -0.04% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -8,664 | – | -0.04% | – |
| CSCO | Exit | CISCO SYS INC | $0 | – | -14,418 | – | -0.04% | – |
| GILD | Exit | GILEAD SCIENCES INC | $0 | – | -3,875 | – | -0.04% | – |
| CELG | Exit | CELGENE CORP | $0 | – | -3,501 | – | -0.04% | – |
| AGN | Exit | ALLERGAN PLC | $0 | – | -1,482 | – | -0.04% | – |
| Exit | SUNPOWER CORPdbcv 0.750% 6/0 | $0 | – | -375,000 | – | -0.04% | – | |
| MO | Exit | ALTRIA GROUP INC | $0 | – | -7,468 | – | -0.04% | – |
| PEP | Exit | PEPSICO INC | $0 | – | -4,461 | – | -0.04% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -11,594 | – | -0.04% | – |
| SHV | Exit | ISHARES TRshrt trs bd etf | $0 | – | -3,840 | – | -0.05% | – |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -5,505 | – | -0.05% | – |
| DIS | Exit | DISNEY WALT CO | $0 | – | -4,404 | – | -0.05% | – |
| Exit | CIENA CORPdebt 4.000%12/1 | $0 | – | -351,000 | – | -0.05% | – | |
| FTSM | Exit | FIRST TR EXCHANGE TRADED FDfirst tr enh new | $0 | – | -7,576 | – | -0.05% | – |
| AMZN | Exit | AMAZON COM INC | $0 | – | -925 | – | -0.05% | – |
| PG | Exit | PROCTER & GAMBLE CO | $0 | – | -6,702 | – | -0.05% | – |
| UNH | Exit | UNITEDHEALTH GROUP INC | $0 | – | -4,303 | – | -0.05% | – |
| FB | Exit | FACEBOOK INCcl a | $0 | – | -5,695 | – | -0.06% | – |
| KO | Exit | COCA COLA CO | $0 | – | -13,105 | – | -0.06% | – |
| HD | Exit | HOME DEPOT INC | $0 | – | -4,597 | – | -0.06% | – |
| T | Exit | AT&T INC | $0 | – | -16,539 | – | -0.06% | – |
| RPTPRD | Exit | RAMCO-GERSHENSON PPTYS TRperp pfd-d cv | $0 | – | -10,000 | – | -0.06% | – |
| Exit | STANDARD PAC CORP NEWnote 1.250% 8/0 | $0 | – | -488,000 | – | -0.06% | – | |
| Exit | BIOMARIN PHARMACEUTICAL INCnote 0.750%10/1 | $0 | – | -433,000 | – | -0.06% | – | |
| L | Exit | LOEWS CORP | $0 | – | -16,540 | – | -0.06% | – |
| BRKB | Exit | BERKSHIRE HATHAWAY INC DELcl b new | $0 | – | -4,616 | – | -0.06% | – |
| GE | Exit | GENERAL ELECTRIC CO | $0 | – | -26,240 | – | -0.07% | – |
| WFC | Exit | WELLS FARGO & CO NEW | $0 | – | -13,384 | – | -0.07% | – |
| PFF | Exit | ISHARES TRu.s. pfd stk etf | $0 | – | -18,029 | – | -0.08% | – |
| BAC | Exit | BANK AMER CORP | $0 | – | -45,263 | – | -0.08% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -8,056 | – | -0.08% | – |
| PFE | Exit | PFIZER INC | $0 | – | -24,446 | – | -0.08% | – |
| XRT | Exit | SPDR SERIES TRUSTs&p retail etf | $0 | – | -17,168 | – | -0.08% | – |
| Exit | STARWOOD PPTY TR INCnote 3.750%10/1 | $0 | – | -790,000 | – | -0.08% | – | |
| Exit | ARES CAP CORPnote 4.875% 3/1 | $0 | – | -763,000 | – | -0.08% | – | |
| XOM | Exit | EXXON MOBIL CORP | $0 | – | -10,791 | – | -0.09% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -20,083 | – | -0.10% | – |
| GDX | Exit | MARKET VECTORS ETF TRgold miner etf | $0 | – | -69,950 | – | -0.10% | – |
| ALRPRB | Exit | ALERE INCperp pfd conv se | $0 | – | -3,000 | – | -0.10% | – |
| Exit | LABORATORY CORP AMER HLDGSnote 9/1 | $0 | – | -667,000 | – | -0.10% | – | |
| C | Exit | CITIGROUP INC | $0 | – | -20,187 | – | -0.11% | – |
| IYR | Exit | ISHARES TRu.s. real es etf | $0 | – | -14,471 | – | -0.11% | – |
| Exit | JANUS CAP GROUP INCnote 0.750% 7/1 | $0 | – | -793,000 | – | -0.11% | – | |
| IGHG | Exit | PROSHARES TRinvt int rt hg | $0 | – | -16,298 | – | -0.13% | – |
| Exit | REGENERON PHARMACEUTICALSnote 1.875%10/0 | $0 | – | -215,000 | – | -0.13% | – | |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -20,197 | – | -0.13% | – |
| AAPRB | Exit | ALCOA INC | $0 | – | -36,730 | – | -0.13% | – |
| Exit | DANAHER CORP DELnote 1/2 | $0 | – | -500,000 | – | -0.13% | – | |
| GOOGL | Exit | GOOGLE INCcl a | $0 | – | -2,031 | – | -0.14% | – |
| NEEPRP | Exit | NEXTERA ENERGY INCunit 09/01/2016 | $0 | – | -25,675 | – | -0.15% | – |
| Exit | MICROCHIP TECHNOLOGY INCsdcv 2.125%12/1 | $0 | – | -791,000 | – | -0.15% | – | |
| XLU | Exit | SELECT SECTOR SPDR TRsbi int-utils | $0 | – | -33,932 | – | -0.16% | – |
| Exit | ECHO GLOBAL LOGISTICS INCnote 2.500% 5/0 | $0 | – | -1,750,000 | – | -0.17% | – | |
| TLT | Exit | ISHARES TR20+ yr tr bd etf | $0 | – | -12,842 | – | -0.17% | – |
| Exit | TESLA MTRS INCnote 1.500% 6/0 | $0 | – | -812,000 | – | -0.18% | – | |
| Exit | RADIAN GROUP INCnote 2.250% 3/0 | $0 | – | -1,093,000 | – | -0.18% | – | |
| Exit | SERVICENOW INCnote 11/0 | $0 | – | -1,533,000 | – | -0.19% | – | |
| Exit | FLUIDIGM CORP DELnote 2.750% 2/0 | $0 | – | -2,500,000 | – | -0.19% | – | |
| AAPL | Exit | APPLE INC | $0 | – | -17,214 | – | -0.20% | – |
| Exit | HORSEHEAD HLDG CORPnote 3.800% 7/0 | $0 | – | -3,397,000 | – | -0.21% | – | |
| Exit | TEVA PHARMACEUTICAL FIN LLCdbcv 0.250% 2/0 | $0 | – | -1,437,000 | – | -0.21% | – | |
| Exit | TELEFLEX INCnote 3.875% 8/0 | $0 | – | -965,000 | – | -0.21% | – | |
| Exit | TAKE-TWO INTERACTIVE SOFTWARnote 1.000% 7/0 | $0 | – | -1,391,000 | – | -0.21% | – | |
| CCIPRA | Exit | CROWN CASTLE INTL CORP NEWcnv pfd stk sr a | $0 | – | -19,946 | – | -0.22% | – |
| Exit | SANDISK CORPnote 1.500% 8/1 | $0 | – | -1,646,000 | – | -0.22% | – | |
| ITB | Exit | ISHARES TRus home cons etf | $0 | – | -79,095 | – | -0.22% | – |
| Exit | YAHOO INCnote 12/0 | $0 | – | -2,235,000 | – | -0.23% | – | |
| Exit | ELECTRONIC ARTS INCnote 0.750% 7/1 | $0 | – | -1,035,000 | – | -0.24% | – | |
| Exit | RESOURCE CAP CORPnote 8.000% 1/1 | $0 | – | -2,421,000 | – | -0.24% | – | |
| Exit | FIDELITY NATIONAL FINANCIALnote 4.250% 8/1 | $0 | – | -1,167,000 | – | -0.25% | – | |
| Exit | LIBERTY MEDIA CORP DELAWAREnote 1.375%10/1 | $0 | – | -2,456,000 | – | -0.25% | – | |
| Exit | CALLAWAY GOLF COnote 3.750% 8/1 | $0 | – | -2,099,000 | – | -0.25% | – | |
| Exit | BROADSOFT INCnote 1.500% 7/0 | $0 | – | -2,336,000 | – | -0.26% | – | |
| Exit | STARWOOD PPTY TR INCnote 4.000% 1/1 | $0 | – | -2,331,000 | – | -0.26% | – | |
| Exit | HERBALIFE LTDnote 2.000% 8/1 | $0 | – | -2,782,000 | – | -0.26% | – | |
| AMTPRA | Exit | AMERICAN TOWER CORP NEWpfd conv ser a | $0 | – | -25,102 | – | -0.27% | – |
| Exit | MGIC INVT CORP WISnote 2.000% 4/0 | $0 | – | -1,772,000 | – | -0.27% | – | |
| Exit | NUVASIVE INCnote 2.750% 7/0 | $0 | – | -2,048,000 | – | -0.28% | – | |
| Exit | MEDIDATA SOLUTIONS INCnote 1.000% 8/0 | $0 | – | -2,483,000 | – | -0.28% | – | |
| Exit | ENVESTNET INCnote 1.750%12/1 | $0 | – | -3,000,000 | – | -0.28% | – | |
| Exit | SPECTRANETICS CORPmtnf 2.625% 6/0 | $0 | – | -3,500,000 | – | -0.28% | – | |
| Exit | AIRTRAN HLDGS INCnote 5.250%11/0 | $0 | – | -986,000 | – | -0.28% | – | |
| HBANP | Exit | HUNTINGTON BANCSHARES INCpfd conv ser a | $0 | – | -1,982 | – | -0.28% | – |
| Exit | RYLAND GROUP INCnote 1.625% 5/1 | $0 | – | -1,931,000 | – | -0.29% | – | |
| Exit | AEGEAN MARINE PETE NETWORK Inote 4.000%11/0 | $0 | – | -3,231,000 | – | -0.29% | – | |
| Exit | YANDEX NVnote 1.125%12/1 | $0 | – | -3,250,000 | – | -0.30% | – | |
| SWU | Exit | STANLEY BLACK & DECKER INCunit 99/99/9999 | $0 | – | -22,049 | – | -0.32% | – |
| IYF | Exit | ISHARES TRu.s. finls etf | $0 | – | -35,101 | – | -0.32% | – |
| Exit | VECTOR GROUP LTDnote 1.750% 4/1 | $0 | – | -2,649,000 | – | -0.32% | – | |
| Exit | HURON CONSULTING GROUP INCnote 1.250%10/0 | $0 | – | -2,903,000 | – | -0.32% | – | |
| FTC | Exit | FIRST TR LRG CP GRWTH ALPHAD | $0 | – | -66,109 | – | -0.32% | – |
| Exit | BOTTOMLINE TECH DEL INCnote 1.500%12/0 | $0 | – | -3,000,000 | – | -0.34% | – | |
| Exit | J2 GLOBAL INCnote 3.250% 6/1 | $0 | – | -2,684,000 | – | -0.34% | – | |
| Exit | TCP CAP CORPnote 5.250%12/1 | $0 | – | -3,225,000 | – | -0.34% | – | |
| Exit | ENERNOC INCdbcv 2.250% 8/1 | $0 | – | -4,710,000 | – | -0.35% | – | |
| IRDMB | Exit | IRIDIUM COMMUNICATIONS INCperp pfd cnv b | $0 | – | -13,500 | – | -0.35% | – |
| AMSGP | Exit | AMSURG CORPpfd cnv sr a-1 % | $0 | – | -22,475 | – | -0.36% | – |
| Exit | NAVISTAR INTL CORP NEWnote 4.500%10/1 | $0 | – | -4,600,000 | – | -0.36% | – | |
| KMB | Exit | KIMBERLY CLARK CORP | $0 | – | -30,585 | – | -0.36% | – |
| Exit | COLONY CAP INCnote 3.875% 1/1 | $0 | – | -3,566,000 | – | -0.37% | – | |
| Exit | ALERE INCnote 3.000% 5/1 | $0 | – | -2,968,000 | – | -0.37% | – | |
| Exit | SANDISK CORPnote 0.500%10/1 | $0 | – | -3,580,000 | – | -0.37% | – | |
| Exit | CHART INDS INCnote 2.000% 8/0 | $0 | – | -4,000,000 | – | -0.38% | – | |
| Exit | ARES CAP CORPnote 5.750% 2/0 | $0 | – | -3,532,000 | – | -0.38% | – | |
| Exit | LIVE NATION ENTERTAINMENT INdbcv 2.500% 5/1 | $0 | – | -3,466,000 | – | -0.39% | – | |
| Exit | LIBERTY INTERACTIVE LLCdeb 0.750% 3/3 | $0 | – | -2,421,000 | – | -0.39% | – | |
| Exit | MGIC INVT CORP WISnote 5.000% 5/0 | $0 | – | -3,454,000 | – | -0.39% | – | |
| Exit | ALBANY MOLECULAR RESH INCnote 2.250%11/1 | $0 | – | -3,000,000 | – | -0.40% | – | |
| IGSB | Exit | ISHARES TR1-3 yr cr bd etf | $0 | – | -35,363 | – | -0.40% | – |
| Exit | JAZZ INVESTMENTS I LTDnote 1.875% 8/1 | $0 | – | -3,665,000 | – | -0.40% | – | |
| Exit | YY INCnote 2.250% 4/0 | $0 | – | -4,000,000 | – | -0.40% | – | |
| Exit | WEB COM GROUP INCnote 1.000% 8/1 | $0 | – | -4,000,000 | – | -0.40% | – | |
| Exit | INCYTE CORPnote 0.375%11/1 | $0 | – | -1,753,000 | – | -0.41% | – | |
| Exit | FORESTAR GROUP INCnote 3.750% 3/0 | $0 | – | -4,497,000 | – | -0.41% | – | |
| Exit | STARWOOD PPTY TR INCnote 4.550% 3/0 | $0 | – | -3,779,000 | – | -0.41% | – | |
| Exit | MERITAGE HOMES CORPnote 1.875% 9/1 | $0 | – | -3,850,000 | – | -0.41% | – | |
| Exit | SEACOR HOLDINGS INCnote 2.500%12/1 | $0 | – | -4,123,000 | – | -0.43% | – | |
| Exit | ILLUMINA INCnote 0.500% 6/1 | $0 | – | -3,481,000 | – | -0.44% | – | |
| Exit | GENERAL CABLE CORP DEL NEWfrnt 4.500%11/1 | $0 | – | -6,965,000 | – | -0.44% | – | |
| Exit | LAM RESEARCH CORPnote 0.500% 5/1 | $0 | – | -3,630,000 | – | -0.44% | – | |
| Exit | INTEGRA LIFESCIENCES HLDGS Cnote 1.625%12/1 | $0 | – | -3,493,000 | – | -0.45% | – | |
| Exit | PROSPECT CAPITAL CORPORATIONnote 5.750% 3/1 | $0 | – | -4,300,000 | – | -0.45% | – | |
| Exit | BIOMARIN PHARMACEUTICAL INCnote 1.500%10/1 | $0 | – | -3,124,000 | – | -0.45% | – | |
| Exit | JARDEN CORPnote 1.875% 9/1 | $0 | – | -2,651,000 | – | -0.46% | – | |
| Exit | TTM TECHNOLOGIES INCnote 1.750%12/1 | $0 | – | -4,872,000 | – | -0.46% | – | |
| Exit | PALO ALTO NETWORKS INCnote 7/0 | $0 | – | -2,640,000 | – | -0.46% | – | |
| Exit | SERVICESOURCE INTL LLCnote 1.500% 8/0 | $0 | – | -5,052,000 | – | -0.46% | – | |
| Exit | INTERDIGITAL INCnote 2.500% 3/1 | $0 | – | -4,175,000 | – | -0.47% | – | |
| Exit | SPECTRUM PHARMACEUTICALS INCnote 2.750%12/1 | $0 | – | -5,000,000 | – | -0.48% | – | |
| Exit | BGC PARTNERS INCnote 4.500% 7/1 | $0 | – | -4,384,000 | – | -0.49% | – | |
| Exit | TIVO INCnote 2.000%10/0 | $0 | – | -5,190,000 | – | -0.49% | – | |
| Exit | AMTRUST FINL SVCS INCnote 2.750%12/1 | $0 | – | -4,956,000 | – | -0.49% | – | |
| Exit | WELLS FARGO & COmtnf 0.125% 2/2 | $0 | – | -4,788,000 | – | -0.50% | – | |
| Exit | MOLINA HEALTHCARE INCdbcv 1.625% 8/1 | $0 | – | -3,601,000 | – | -0.50% | – | |
| Exit | UTI WORLDWIDE INCnote 4.500% 3/0 | $0 | – | -6,482,000 | – | -0.51% | – | |
| Exit | TOLL BROS FIN CORPnote 0.500% 9/1 | $0 | – | -4,616,000 | – | -0.51% | – | |
| Exit | CANADIAN SOLAR INCnote 4.250% 2/1 | $0 | – | -5,600,000 | – | -0.51% | – | |
| Exit | 51JOB INCnote 3.250% 4/1 | $0 | – | -5,000,000 | – | -0.51% | – | |
| Exit | ATLAS AIR WORLDWIDE HLDGS INnote 2.250% 6/0 | $0 | – | -6,000,000 | – | -0.52% | – | |
| Exit | WABASH NATL CORPnote 3.375% 5/0 | $0 | – | -4,250,000 | – | -0.52% | – | |
| Exit | SINA CORPnote 1.000%12/0 | $0 | – | -5,150,000 | – | -0.52% | – | |
| TMUSP | Exit | T MOBILE US INCconv pfd ser a | $0 | – | -72,415 | – | -0.54% | – |
| Exit | COBALT INTL ENERGY INCnote 3.125% 5/1 | $0 | – | -8,161,000 | – | -0.55% | – | |
| DCUA | Exit | DOMINION RES INC VA NEWunit 04/01/2013 | $0 | – | -92,093 | – | -0.55% | – |
| FPX | Exit | FIRST TR US IPO INDEX FD | $0 | – | -104,959 | – | -0.55% | – |
| Exit | RAIT FINANCIAL TRUSTnote 4.000%10/0 | $0 | – | -6,241,000 | – | -0.56% | – | |
| FLOT | Exit | ISHARES TRfltg rate bd etf | $0 | – | -103,490 | – | -0.56% | – |
| Exit | CEMEX SAB DE CVnote 3.750% 3/1 | $0 | – | -5,125,000 | – | -0.57% | – | |
| Exit | ON SEMICONDUCTOR CORPnote 2.625%12/1 | $0 | – | -4,760,000 | – | -0.57% | – | |
| Exit | SALESFORCE COM INCnote 0.250% 4/0 | $0 | – | -4,547,000 | – | -0.60% | – | |
| Exit | PORTFOLIO RECOVERY ASSOCS INnote 3.000% 8/0 | $0 | – | -5,500,000 | – | -0.62% | – | |
| Exit | TESLA MTRS INCnote 1.250% 3/0 | $0 | – | -6,125,000 | – | -0.62% | – | |
| Exit | REDWOOD TR INCnote 4.625% 4/1 | $0 | – | -6,100,000 | – | -0.62% | – | |
| KEYPRG | Exit | KEYCORP NEWpfd 7.75% sr a | $0 | – | -45,500 | – | -0.64% | – |
| Exit | APOLLO COML REAL EST FIN INCnote 5.500% 3/1 | $0 | – | -6,147,000 | – | -0.65% | – | |
| WELLPRI | Exit | WELLTOWER INC6.50% pfd prepet | $0 | – | -99,997 | – | -0.66% | – |
| Exit | ACORDA THERAPEUTICS INCnote 1.750% 6/1 | $0 | – | -6,824,000 | – | -0.66% | – | |
| Exit | QUIDEL CORPnote 3.250%12/1 | $0 | – | -6,750,000 | – | -0.67% | – | |
| FPE | Exit | FIRST TR EXCHANGE-TRADED FDpfd secs inc etf | $0 | – | -334,214 | – | -0.67% | – |
| Exit | VERISIGN INCsdcv 3.250% 8/1 | $0 | – | -3,043,000 | – | -0.68% | – | |
| Exit | INTEL CORPsdcv 12/1 | $0 | – | -5,328,000 | – | -0.70% | – | |
| Exit | B2GOLD CORPnote 3.250%10/0 | $0 | – | -7,835,000 | – | -0.70% | – | |
| Exit | MEDICINES COdbcv 1.375% 6/0 | $0 | – | -4,467,000 | – | -0.70% | – | |
| ANTX | Exit | ANTHEM INCunit 05/01/20188 | $0 | – | -136,018 | – | -0.70% | – |
| Exit | RPM INTL INCnote 2.250%12/1 | $0 | – | -5,982,000 | – | -0.71% | – | |
| Exit | MICRON TECHNOLOGY INCnote 3.000%11/1 | $0 | – | -7,891,000 | – | -0.71% | – | |
| Exit | BLUCORA INCnote 4.250% 4/0 | $0 | – | -7,000,000 | – | -0.72% | – | |
| Exit | QIHOO 360 TECHNOLOGY CO LTDnote 2.500% 9/1 | $0 | – | -7,011,000 | – | -0.73% | – | |
| Exit | SEACOR HOLDINGS INCnote 3.000%11/1 | $0 | – | -8,614,000 | – | -0.74% | – | |
| Exit | AKAMAI TECHNOLOGIES INCdbcv 2/1 | $0 | – | -6,577,000 | – | -0.74% | – | |
| Exit | CHENIERE ENERGY INCnote 4.250% 3/1 | $0 | – | -11,500,000 | – | -0.77% | – | |
| FCAM | Exit | FIAT CHRYSLER AUTOMOBILES Nman cov sec 16 | $0 | – | -60,981 | – | -0.78% | – |
| Exit | PENNYMAC CORPnote 5.375% 5/0 | $0 | – | -8,150,000 | – | -0.79% | – | |
| Exit | NOVELLUS SYS INCnote 2.625% 5/1 | $0 | – | -3,777,000 | – | -0.80% | – | |
| Exit | STARWOOD WAYPOINT RESIDENTLnote 3.000% 7/0 | $0 | – | -7,850,000 | – | -0.80% | – | |
| Exit | XILINX INCnote 2.625% 6/1 | $0 | – | -5,139,000 | – | -0.82% | – | |
| FEX | Exit | FIRST TR LRGE CP CORE ALPHA | $0 | – | -188,380 | – | -0.85% | – |
| WPXP | Exit | WPX ENERGY INCpfd ser a cv | $0 | – | -225,000 | – | -0.86% | – |
| BSV | Exit | VANGUARD BD INDEX FD INCshort trm bond | $0 | – | -104,642 | – | -0.90% | – |
| Exit | ENCORE CAP GROUP INCnote 3.000% 7/0 | $0 | – | -8,500,000 | – | -0.91% | – | |
| AGG | Exit | ISHARES TRcore us aggbd et | $0 | – | -79,053 | – | -0.93% | – |
| Exit | NVIDIA CORPnote 1.000%12/0 | $0 | – | -6,887,000 | – | -0.98% | – | |
| Exit | WELLS FARGO & COmtnf 0.125% 3/1 | $0 | – | -9,581,000 | – | -0.98% | – | |
| SPY | Exit | SPDR S&P 500 ETF TRtr unit | $0 | – | -49,459 | – | -1.02% | – |
| SRCLP | Exit | STERICYCLE INCdep pfd a 1/10 | $0 | – | -96,320 | – | -1.05% | – |
| Exit | OLD REP INTL CORPnote 3.750% 3/1 | $0 | – | -9,004,000 | – | -1.12% | – | |
| Exit | MACQUARIE INFRASTRUCTURE CORnote 2.875% 7/1 | $0 | – | -9,391,000 | – | -1.15% | – | |
| WFCPRL | Exit | WELLS FARGO & CO NEWperp pfd cnv a | $0 | – | -9,330 | – | -1.17% | – |
| Exit | TESLA MTRS INCnote 0.250% 3/0 | $0 | – | -11,871,000 | – | -1.23% | – | |
| Exit | LAM RESEARCH CORPnote 1.250% 5/1 | $0 | – | -9,518,000 | – | -1.28% | – | |
| Exit | HOLOGIC INCfrnt 12/1 | $0 | – | -9,550,000 | – | -1.30% | – | |
| Exit | CITRIX SYS INCnote 0.500% 4/1 | $0 | – | -11,834,000 | – | -1.34% | – | |
| Exit | WELLPOINT INCnote 2.750%10/1 | $0 | – | -6,744,000 | – | -1.37% | – | |
| SWNC | Exit | SOUTHWESTERN ENERGY CO | $0 | – | -420,695 | – | -1.41% | – |
| BACPRL | Exit | BANK AMER CORP7.25%cnv pfd l | $0 | – | -12,530 | – | -1.45% | – |
| Exit | PRICELINE GRP INCnote 1.000% 3/1 | $0 | – | -9,926,000 | – | -1.50% | – | |
| Exit | GILEAD SCIENCES INCnote 1.625% 5/0 | $0 | – | -3,222,000 | – | -1.50% | – | |
| Exit | ILLUMINA INCnote 6/1 | $0 | – | -13,446,000 | – | -1.59% | – | |
| TYFDL | Exit | TYSON FOODS INCunit 99/99/9999 | $0 | – | -291,643 | – | -1.64% | – |
| Exit | PRICELINE GRP INCnote 0.350% 6/1 | $0 | – | -14,756,000 | – | -1.87% | – | |
| FTRPR | Exit | FRONTIER COMMUNICATIONS CORPpfd conv ser-a | $0 | – | -200,809 | – | -2.02% | – |
| IVV | Exit | ISHARES TRcore s&p500 etf | $0 | – | -110,687 | – | -2.30% | – |
| Exit | INTEL CORPsdcv 3.250% 8/0 | $0 | – | -17,339,000 | – | -2.82% | – | |
| AGNPRA | Exit | ALLERGAN PLCpfd conv ser a | $0 | – | -27,983 | – | -2.85% | – |
Q3 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| AGNPRA | Sell | ALLERGAN PLCpfd conv ser a | $26,467,000 | -14.4% | 27,983 | -5.5% | 2.85% | -5.9% |
| Sell | INTEL CORPsdcv 3.250% 8/0 | $26,161,000 | -15.9% | 17,339,000 | -15.3% | 2.82% | -7.7% | |
| IVV | Sell | ISHARES TRcore s&p500 etf | $21,332,000 | -16.7% | 110,687 | -10.4% | 2.30% | -8.4% |
| FTRPR | Buy | FRONTIER COMMUNICATIONS CORPpfd conv ser-a | $18,793,000 | +29.0% | 200,809 | +37.0% | 2.02% | +41.8% |
| Buy | PRICELINE GRP INCnote 0.350% 6/1 | $17,334,000 | +47.6% | 14,756,000 | +40.6% | 1.87% | +62.3% | |
| TYFDL | Sell | TYSON FOODS INCunit 99/99/9999 | $15,195,000 | +0.2% | 291,643 | -0.0% | 1.64% | +10.1% |
| Buy | ILLUMINA INCnote 6/1 | $14,749,000 | +60.1% | 13,446,000 | +70.9% | 1.59% | +75.9% | |
| Sell | GILEAD SCIENCES INCnote 1.625% 5/0 | $13,981,000 | -31.1% | 3,222,000 | -18.2% | 1.50% | -24.3% | |
| Sell | PRICELINE GRP INCnote 1.000% 3/1 | $13,955,000 | -14.1% | 9,926,000 | -18.7% | 1.50% | -5.7% | |
| BACPRL | Sell | BANK AMER CORP7.25%cnv pfd l | $13,495,000 | -25.9% | 12,530 | -23.5% | 1.45% | -18.6% |
| SWNC | Buy | SOUTHWESTERN ENERGY CO | $13,098,000 | -2.4% | 420,695 | +55.9% | 1.41% | +7.3% |
| Sell | WELLPOINT INCnote 2.750%10/1 | $12,704,000 | -35.2% | 6,744,000 | -24.5% | 1.37% | -28.8% | |
| Buy | CITRIX SYS INCnote 0.500% 4/1 | $12,474,000 | +31.3% | 11,834,000 | +31.6% | 1.34% | +44.3% | |
| New | HOLOGIC INCfrnt 12/1 | $12,065,000 | – | 9,550,000 | – | 1.30% | – | |
| Sell | LAM RESEARCH CORPnote 1.250% 5/1 | $11,936,000 | -22.1% | 9,518,000 | -11.6% | 1.28% | -14.4% | |
| Buy | TESLA MTRS INCnote 0.250% 3/0 | $11,457,000 | -2.2% | 11,871,000 | +0.2% | 1.23% | +7.5% | |
| WFCPRL | Sell | WELLS FARGO & CO NEWperp pfd cnv a | $10,899,000 | -44.6% | 9,330 | -44.2% | 1.17% | -39.1% |
| Sell | MACQUARIE INFRASTRUCTURE CORnote 2.875% 7/1 | $10,661,000 | -5.8% | 9,391,000 | -2.3% | 1.15% | +3.4% | |
| Buy | OLD REP INTL CORPnote 3.750% 3/1 | $10,396,000 | +27.4% | 9,004,000 | +30.3% | 1.12% | +40.1% | |
| SRCLP | New | STERICYCLE INCdep pfd a 1/10 | $9,784,000 | – | 96,320 | – | 1.05% | – |
| SPY | Buy | SPDR S&P 500 ETF TRtr unit | $9,478,000 | +788.3% | 49,459 | +853.9% | 1.02% | +871.4% |
| Sell | WELLS FARGO & COmtnf 0.125% 3/1 | $9,125,000 | -40.5% | 9,581,000 | -29.9% | 0.98% | -34.6% | |
| Buy | NVIDIA CORPnote 1.000%12/0 | $9,060,000 | +29.6% | 6,887,000 | +12.8% | 0.98% | +42.3% | |
| AGG | Buy | ISHARES TRcore us aggbd et | $8,662,000 | +610.0% | 79,053 | +605.3% | 0.93% | +683.2% |
| WPXP | New | WPX ENERGY INCpfd ser a cv | $8,022,000 | – | 225,000 | – | 0.86% | – |
| FEX | Buy | FIRST TR LRGE CP CORE ALPHA | $7,878,000 | -7.1% | 188,380 | +1.8% | 0.85% | +2.0% |
| Sell | XILINX INCnote 2.625% 6/1 | $7,650,000 | -16.0% | 5,139,000 | -12.8% | 0.82% | -7.7% | |
| New | STARWOOD WAYPOINT RESIDENTLnote 3.000% 7/0 | $7,447,000 | – | 7,850,000 | – | 0.80% | – | |
| Sell | NOVELLUS SYS INCnote 2.625% 5/1 | $7,396,000 | -47.1% | 3,777,000 | -35.8% | 0.80% | -41.9% | |
| Buy | PENNYMAC CORPnote 5.375% 5/0 | $7,355,000 | -1.8% | 8,150,000 | +2.2% | 0.79% | +7.9% | |
| FCAM | Sell | FIAT CHRYSLER AUTOMOBILES Nman cov sec 16 | $7,229,000 | -16.5% | 60,981 | -10.5% | 0.78% | -8.3% |
| Sell | CHENIERE ENERGY INCnote 4.250% 3/1 | $7,180,000 | -30.1% | 11,500,000 | -16.1% | 0.77% | -23.2% | |
| Buy | AKAMAI TECHNOLOGIES INCdbcv 2/1 | $6,890,000 | +57.2% | 6,577,000 | +56.6% | 0.74% | +73.0% | |
| Buy | SEACOR HOLDINGS INCnote 3.000%11/1 | $6,848,000 | -9.6% | 8,614,000 | +1.2% | 0.74% | -0.7% | |
| Buy | QIHOO 360 TECHNOLOGY CO LTDnote 2.500% 9/1 | $6,743,000 | +0.7% | 7,011,000 | +2.2% | 0.73% | +10.7% | |
| Buy | BLUCORA INCnote 4.250% 4/0 | $6,641,000 | -0.9% | 7,000,000 | +3.7% | 0.72% | +9.0% | |
| Sell | MICRON TECHNOLOGY INCnote 3.000%11/1 | $6,638,000 | -17.3% | 7,891,000 | -11.3% | 0.71% | -9.2% | |
| Sell | RPM INTL INCnote 2.250%12/1 | $6,628,000 | -22.9% | 5,982,000 | -19.0% | 0.71% | -15.3% | |
| ANTX | Buy | ANTHEM INCunit 05/01/20188 | $6,550,000 | +3.4% | 136,018 | +13.2% | 0.70% | +13.7% |
| Buy | MEDICINES COdbcv 1.375% 6/0 | $6,503,000 | +84.7% | 4,467,000 | +51.1% | 0.70% | +102.9% | |
| Sell | INTEL CORPsdcv 12/1 | $6,471,000 | -44.3% | 5,328,000 | -44.8% | 0.70% | -38.8% | |
| Sell | VERISIGN INCsdcv 3.250% 8/1 | $6,351,000 | +9.1% | 3,043,000 | -3.6% | 0.68% | +20.0% | |
| FPE | Buy | FIRST TR EXCHANGE-TRADED FDpfd secs inc etf | $6,265,000 | +18.5% | 334,214 | +19.7% | 0.67% | +30.1% |
| Buy | QUIDEL CORPnote 3.250%12/1 | $6,248,000 | +0.1% | 6,750,000 | +8.0% | 0.67% | +10.0% | |
| Buy | ACORDA THERAPEUTICS INCnote 1.750% 6/1 | $6,159,000 | -9.5% | 6,824,000 | +1.5% | 0.66% | -0.6% | |
| WELLPRI | New | WELLTOWER INC6.50% pfd prepet | $6,151,000 | – | 99,997 | – | 0.66% | – |
| Buy | REDWOOD TR INCnote 4.625% 4/1 | $5,773,000 | +0.3% | 6,100,000 | +1.7% | 0.62% | +10.3% | |
| Sell | TESLA MTRS INCnote 1.250% 3/0 | $5,765,000 | -42.5% | 6,125,000 | -40.2% | 0.62% | -36.9% | |
| Sell | SALESFORCE COM INCnote 0.250% 4/0 | $5,573,000 | -18.5% | 4,547,000 | -19.2% | 0.60% | -10.4% | |
| Buy | ON SEMICONDUCTOR CORPnote 2.625%12/1 | $5,292,000 | -0.6% | 4,760,000 | +10.6% | 0.57% | +9.2% | |
| Buy | CEMEX SAB DE CVnote 3.750% 3/1 | $5,280,000 | -3.1% | 5,125,000 | +10.8% | 0.57% | +6.4% | |
| FPX | Buy | FIRST TR US IPO INDEX FD | $5,110,000 | +32.0% | 104,959 | +47.9% | 0.55% | +45.1% |
| DCUA | Sell | DOMINION RES INC VA NEWunit 04/01/2013 | $5,096,000 | +3.2% | 92,093 | -0.0% | 0.55% | +13.2% |
| Sell | COBALT INTL ENERGY INCnote 3.125% 5/1 | $5,084,000 | -19.8% | 8,161,000 | -6.6% | 0.55% | -11.9% | |
| TMUSP | Sell | T MOBILE US INCconv pfd ser a | $5,006,000 | -11.2% | 72,415 | -12.1% | 0.54% | -2.4% |
| Buy | SINA CORPnote 1.000%12/0 | $4,873,000 | +2.4% | 5,150,000 | +3.0% | 0.52% | +12.4% | |
| Buy | WABASH NATL CORPnote 3.375% 5/0 | $4,826,000 | -4.0% | 4,250,000 | +6.2% | 0.52% | +5.5% | |
| Buy | ATLAS AIR WORLDWIDE HLDGS INnote 2.250% 6/0 | $4,808,000 | +87.4% | 6,000,000 | +129.7% | 0.52% | +106.0% | |
| Sell | 51JOB INCnote 3.250% 4/1 | $4,740,000 | -33.6% | 5,000,000 | -28.6% | 0.51% | -27.0% | |
| Buy | TOLL BROS FIN CORPnote 0.500% 9/1 | $4,731,000 | +3684.8% | 4,616,000 | +3746.7% | 0.51% | +4141.7% | |
| Buy | CANADIAN SOLAR INCnote 4.250% 2/1 | $4,732,000 | +86.5% | 5,600,000 | +115.4% | 0.51% | +105.2% | |
| Sell | UTI WORLDWIDE INCnote 4.500% 3/0 | $4,716,000 | -48.4% | 6,482,000 | -27.6% | 0.51% | -43.2% | |
| Sell | MOLINA HEALTHCARE INCdbcv 1.625% 8/1 | $4,659,000 | -1.3% | 3,601,000 | -0.2% | 0.50% | +8.4% | |
| Sell | WELLS FARGO & COmtnf 0.125% 2/2 | $4,631,000 | -23.9% | 4,788,000 | -17.3% | 0.50% | -16.4% | |
| Sell | AMTRUST FINL SVCS INCnote 2.750%12/1 | $4,532,000 | -17.1% | 4,956,000 | -11.8% | 0.49% | -9.0% | |
| New | TIVO INCnote 2.000%10/0 | $4,513,000 | – | 5,190,000 | – | 0.49% | – | |
| Buy | BGC PARTNERS INCnote 4.500% 7/1 | $4,520,000 | +54.0% | 4,384,000 | +57.2% | 0.49% | +68.8% | |
| Buy | SPECTRUM PHARMACEUTICALS INCnote 2.750%12/1 | $4,454,000 | -1.5% | 5,000,000 | +3.8% | 0.48% | +8.1% | |
| Sell | INTERDIGITAL INCnote 2.500% 3/1 | $4,329,000 | -11.1% | 4,175,000 | -5.9% | 0.47% | -2.3% | |
| Sell | SERVICESOURCE INTL LLCnote 1.500% 8/0 | $4,307,000 | -7.9% | 5,052,000 | -9.0% | 0.46% | +1.3% | |
| New | PALO ALTO NETWORKS INCnote 7/0 | $4,294,000 | – | 2,640,000 | – | 0.46% | – | |
| Buy | TTM TECHNOLOGIES INCnote 1.750%12/1 | $4,266,000 | -6.3% | 4,872,000 | +25.8% | 0.46% | +2.9% | |
| Sell | JARDEN CORPnote 1.875% 9/1 | $4,245,000 | -9.8% | 2,651,000 | -5.7% | 0.46% | -0.9% | |
| Sell | BIOMARIN PHARMACEUTICAL INCnote 1.500%10/1 | $4,202,000 | -15.6% | 3,124,000 | -0.0% | 0.45% | -7.4% | |
| Buy | PROSPECT CAPITAL CORPORATIONnote 5.750% 3/1 | $4,193,000 | +4.7% | 4,300,000 | +7.5% | 0.45% | +15.1% | |
| Buy | LAM RESEARCH CORPnote 0.500% 5/1 | $4,105,000 | +202.3% | 3,630,000 | +254.8% | 0.44% | +232.3% | |
| Sell | ILLUMINA INCnote 0.500% 6/1 | $4,045,000 | -51.0% | 3,481,000 | -48.1% | 0.44% | -46.2% | |
| Buy | SEACOR HOLDINGS INCnote 2.500%12/1 | $3,956,000 | +18.8% | 4,123,000 | +26.6% | 0.43% | +30.7% | |
| Buy | MERITAGE HOMES CORPnote 1.875% 9/1 | $3,844,000 | -3.2% | 3,850,000 | +2.7% | 0.41% | +6.4% | |
| Sell | STARWOOD PPTY TR INCnote 4.550% 3/0 | $3,842,000 | -2.3% | 3,779,000 | -0.0% | 0.41% | +7.3% | |
| Sell | INCYTE CORPnote 0.375%11/1 | $3,775,000 | -26.5% | 1,753,000 | -30.2% | 0.41% | -19.3% | |
| New | WEB COM GROUP INCnote 1.000% 8/1 | $3,751,000 | – | 4,000,000 | – | 0.40% | – | |
| IGSB | Sell | ISHARES TR1-3 yr cr bd etf | $3,717,000 | -49.3% | 35,363 | -49.2% | 0.40% | -44.3% |
| New | JAZZ INVESTMENTS I LTDnote 1.875% 8/1 | $3,720,000 | – | 3,665,000 | – | 0.40% | – | |
| Sell | LIBERTY INTERACTIVE LLCdeb 0.750% 3/3 | $3,616,000 | -6.2% | 2,421,000 | -0.0% | 0.39% | +2.9% | |
| New | CHART INDS INCnote 2.000% 8/0 | $3,480,000 | – | 4,000,000 | – | 0.38% | – | |
| Sell | SANDISK CORPnote 0.500%10/1 | $3,466,000 | -0.1% | 3,580,000 | -0.0% | 0.37% | +9.7% | |
| Buy | ALERE INCnote 3.000% 5/1 | $3,417,000 | -5.5% | 2,968,000 | +1.9% | 0.37% | +4.0% | |
| Sell | COLONY CAP INCnote 3.875% 1/1 | $3,409,000 | -10.3% | 3,566,000 | -5.7% | 0.37% | -1.3% | |
| KMB | Buy | KIMBERLY CLARK CORP | $3,335,000 | +262.5% | 30,585 | +252.2% | 0.36% | +298.9% |
| AMSGP | Sell | AMSURG CORPpfd cnv sr a-1 % | $3,326,000 | +8.4% | 22,475 | -0.0% | 0.36% | +19.3% |
| Sell | NAVISTAR INTL CORP NEWnote 4.500%10/1 | $3,324,000 | -56.9% | 4,600,000 | -49.2% | 0.36% | -52.6% | |
| IRDMB | Buy | IRIDIUM COMMUNICATIONS INCperp pfd cnv b | $3,288,000 | -14.0% | 13,500 | +17.4% | 0.35% | -5.3% |
| New | ENERNOC INCdbcv 2.250% 8/1 | $3,276,000 | – | 4,710,000 | – | 0.35% | – | |
| New | TCP CAP CORPnote 5.250%12/1 | $3,205,000 | – | 3,225,000 | – | 0.34% | – | |
| Buy | J2 GLOBAL INCnote 3.250% 6/1 | $3,184,000 | +19.1% | 2,684,000 | +16.5% | 0.34% | +30.9% | |
| Sell | BOTTOMLINE TECH DEL INCnote 1.500%12/0 | $3,179,000 | -42.2% | 3,000,000 | -40.0% | 0.34% | -36.5% | |
| FTC | New | FIRST TR LRG CP GRWTH ALPHAD | $3,020,000 | – | 66,109 | – | 0.32% | – |
| New | HURON CONSULTING GROUP INCnote 1.250%10/0 | $2,998,000 | – | 2,903,000 | – | 0.32% | – | |
| IYF | Buy | ISHARES TRu.s. finls etf | $2,951,000 | -6.3% | 35,101 | +0.0% | 0.32% | +2.9% |
| New | VECTOR GROUP LTDnote 1.750% 4/1 | $2,958,000 | – | 2,649,000 | – | 0.32% | – | |
| SWU | Sell | STANLEY BLACK & DECKER INCunit 99/99/9999 | $2,937,000 | -7.7% | 22,049 | -0.0% | 0.32% | +1.3% |
| Sell | AIRTRAN HLDGS INCnote 5.250%11/0 | $2,647,000 | -6.3% | 986,000 | -15.7% | 0.28% | +2.9% | |
| Buy | ENVESTNET INCnote 1.750%12/1 | $2,641,000 | +37.6% | 3,000,000 | +51.7% | 0.28% | +51.1% | |
| Sell | MEDIDATA SOLUTIONS INCnote 1.000% 8/0 | $2,618,000 | -10.6% | 2,483,000 | -0.0% | 0.28% | -1.7% | |
| Buy | NUVASIVE INCnote 2.750% 7/0 | $2,581,000 | +1.1% | 2,048,000 | +1.7% | 0.28% | +11.2% | |
| AMTPRA | Sell | AMERICAN TOWER CORP NEWpfd conv ser a | $2,499,000 | -36.3% | 25,102 | -34.7% | 0.27% | -29.9% |
| Sell | BROADSOFT INCnote 1.500% 7/0 | $2,377,000 | -3.8% | 2,336,000 | -0.0% | 0.26% | +5.8% | |
| Sell | LIBERTY MEDIA CORP DELAWAREnote 1.375%10/1 | $2,324,000 | -0.5% | 2,456,000 | -0.0% | 0.25% | +9.2% | |
| Sell | FIDELITY NATIONAL FINANCIALnote 4.250% 8/1 | $2,288,000 | -27.9% | 1,167,000 | -24.9% | 0.25% | -20.9% | |
| Sell | ELECTRONIC ARTS INCnote 0.750% 7/1 | $2,195,000 | -28.7% | 1,035,000 | -29.7% | 0.24% | -21.6% | |
| Sell | YAHOO INCnote 12/0 | $2,167,000 | -50.8% | 2,235,000 | -47.9% | 0.23% | -45.9% | |
| ITB | New | ISHARES TRus home cons etf | $2,064,000 | – | 79,095 | – | 0.22% | – |
| CCIPRA | Sell | CROWN CASTLE INTL CORP NEWcnv pfd stk sr a | $2,037,000 | -9.7% | 19,946 | -9.1% | 0.22% | -0.9% |
| New | TAKE-TWO INTERACTIVE SOFTWARnote 1.000% 7/0 | $1,975,000 | – | 1,391,000 | – | 0.21% | – | |
| Sell | TEVA PHARMACEUTICAL FIN LLCdbcv 0.250% 2/0 | $1,946,000 | -26.5% | 1,437,000 | -24.1% | 0.21% | -19.3% | |
| Sell | HORSEHEAD HLDG CORPnote 3.800% 7/0 | $1,937,000 | -56.7% | 3,397,000 | -22.7% | 0.21% | -52.5% | |
| AAPL | Sell | APPLE INC | $1,899,000 | -12.0% | 17,214 | -0.0% | 0.20% | -3.3% |
| Sell | SERVICENOW INCnote 11/0 | $1,728,000 | -59.5% | 1,533,000 | -57.7% | 0.19% | -55.5% | |
| TLT | New | ISHARES TR20+ yr tr bd etf | $1,585,000 | – | 12,842 | – | 0.17% | – |
| Buy | ECHO GLOBAL LOGISTICS INCnote 2.500% 5/0 | $1,563,000 | +481.0% | 1,750,000 | +600.0% | 0.17% | +546.2% | |
| XLU | Sell | SELECT SECTOR SPDR TRsbi int-utils | $1,470,000 | +4.6% | 33,932 | -0.0% | 0.16% | +14.5% |
| Sell | MICROCHIP TECHNOLOGY INCsdcv 2.125%12/1 | $1,390,000 | -44.6% | 791,000 | -39.9% | 0.15% | -39.0% | |
| NEEPRP | New | NEXTERA ENERGY INCunit 09/01/2016 | $1,380,000 | – | 25,675 | – | 0.15% | – |
| Sell | DANAHER CORP DELnote 1/2 | $1,232,000 | -14.3% | 500,000 | -13.6% | 0.13% | -5.7% | |
| Sell | REGENERON PHARMACEUTICALSnote 1.875%10/0 | $1,196,000 | -14.3% | 215,000 | -6.9% | 0.13% | -5.8% | |
| IGHG | New | PROSHARES TRinvt int rt hg | $1,196,000 | – | 16,298 | – | 0.13% | – |
| Sell | JANUS CAP GROUP INCnote 0.750% 7/1 | $1,054,000 | -32.3% | 793,000 | -18.1% | 0.11% | -26.1% | |
| ALRPRB | Buy | ALERE INCperp pfd conv se | $963,000 | +177.5% | 3,000 | +200.0% | 0.10% | +205.9% |
| GDX | New | MARKET VECTORS ETF TRgold miner etf | $960,000 | – | 69,950 | – | 0.10% | – |
| MSFT | Sell | MICROSOFT CORP | $891,000 | -18.6% | 20,083 | -19.1% | 0.10% | -10.3% |
| Sell | ARES CAP CORPnote 4.875% 3/1 | $783,000 | -78.6% | 763,000 | -78.5% | 0.08% | -76.6% | |
| XRT | Buy | SPDR SERIES TRUSTs&p retail etf | $763,000 | -9.8% | 17,168 | +100.0% | 0.08% | -1.2% |
| PFE | Sell | PFIZER INC | $765,000 | -6.7% | 24,446 | -0.0% | 0.08% | +2.5% |
| JNJ | Sell | JOHNSON & JOHNSON | $751,000 | -11.8% | 8,056 | -7.7% | 0.08% | -2.4% |
| PFF | Buy | ISHARES TRu.s. pfd stk etf | $695,000 | +1.6% | 18,029 | +3.1% | 0.08% | +11.9% |
| GE | Sell | GENERAL ELECTRIC CO | $661,000 | -5.3% | 26,240 | -0.0% | 0.07% | +4.4% |
| BRKB | Buy | BERKSHIRE HATHAWAY INC DELcl b new | $604,000 | +44.2% | 4,616 | +49.8% | 0.06% | +58.5% |
| Buy | STANDARD PAC CORP NEWnote 1.250% 8/0 | $566,000 | +19.7% | 488,000 | +25.8% | 0.06% | +32.6% | |
| T | Sell | AT&T INC | $537,000 | -8.8% | 16,539 | -0.1% | 0.06% | 0.0% |
| FTSM | New | FIRST TR EXCHANGE TRADED FDfirst tr enh new | $454,000 | – | 7,576 | – | 0.05% | – |
| SHV | New | ISHARES TRshrt trs bd etf | $423,000 | – | 3,840 | – | 0.05% | – |
| Buy | SUNPOWER CORPdbcv 0.750% 6/0 | $398,000 | -4.8% | 375,000 | +14.7% | 0.04% | +4.9% | |
| CELG | Sell | CELGENE CORP | $378,000 | -29.3% | 3,501 | -24.2% | 0.04% | -21.2% |
| IWM | Sell | ISHARES TRrussell 2000 etf | $351,000 | -12.5% | 3,207 | -0.4% | 0.04% | -2.6% |
| Sell | SUNEDISON INCnote 2.000%10/0 | $253,000 | -93.0% | 332,000 | -80.9% | 0.03% | -92.4% | |
| KR | Buy | KROGER CO | $242,000 | -0.4% | 6,742 | +100.0% | 0.03% | +8.3% |
| COST | New | COSTCO WHSL CORP NEW | $238,000 | – | 1,657 | – | 0.03% | – |
| AET | New | AETNA INC NEW | $236,000 | – | 2,128 | – | 0.02% | – |
| XLP | New | SELECT SECTOR SPDR TRsbi cons stpls | $231,000 | – | 4,867 | – | 0.02% | – |
| MCD | New | MCDONALDS CORP | $223,000 | – | 2,262 | – | 0.02% | – |
| HON | New | HONEYWELL INTL INC | $214,000 | – | 2,275 | – | 0.02% | – |
| GIS | New | GENERAL MLS INC | $200,000 | – | 3,585 | – | 0.02% | – |
| Sell | HOLOGIC INCdebt 2.000% 3/0 | $143,000 | -88.1% | 106,000 | -88.4% | 0.02% | -87.3% | |
| Sell | ILLUMINA INCnote 0.250% 3/1 | $66,000 | -96.9% | 32,000 | -96.1% | 0.01% | -96.7% | |
| New | SOLARCITY CORPnote 2.750%11/0 | $68,000 | – | 75,000 | – | 0.01% | – | |
| Exit | SPANSION LLCnote 2.000% 9/0 | $0 | – | -19,000 | – | -0.00% | – | |
| Exit | PACIRA PHARMACEUTICALS INCnote 3.250% 2/0 | $0 | – | -19,000 | – | -0.01% | – | |
| Exit | UNITED THERAPEUTICS CORP DELnote 1.000% 9/1 | $0 | – | -13,000 | – | -0.01% | – | |
| Exit | INCYTE CORPnote 1.250%11/1 | $0 | – | -84,000 | – | -0.02% | – | |
| EMN | Exit | EASTMAN CHEM CO | $0 | – | -2,524 | – | -0.02% | – |
| ESRX | Exit | EXPRESS SCRIPTS HLDG CO | $0 | – | -2,266 | – | -0.02% | – |
| Exit | WEBMD HEALTH CORPnote 1.500%12/0 | $0 | – | -186,000 | – | -0.02% | – | |
| DHI | Exit | D R HORTON INC | $0 | – | -7,953 | – | -0.02% | – |
| AIG | Exit | AMERICAN INTL GROUP INC | $0 | – | -3,382 | – | -0.02% | – |
| EZU | Exit | ISHARESmsci eurzone etf | $0 | – | -6,079 | – | -0.02% | – |
| Exit | AMAG PHARMACEUTICALS INCnote 2.500% 2/1 | $0 | – | -88,000 | – | -0.02% | – | |
| GOOG | Exit | GOOGLE INCcl c | $0 | – | -437 | – | -0.02% | – |
| Exit | HEALTHWAYS INCnote 1.500% 7/0 | $0 | – | -250,000 | – | -0.02% | – | |
| COP | Exit | CONOCOPHILLIPS | $0 | – | -4,018 | – | -0.02% | – |
| TWX | Exit | TIME WARNER INC | $0 | – | -2,824 | – | -0.02% | – |
| YHOO | Exit | YAHOO INC | $0 | – | -6,464 | – | -0.02% | – |
| EPI | Exit | WISDOMTREE TRindia erngs fd | $0 | – | -13,154 | – | -0.03% | – |
| Exit | DEPOMED INCnote 2.500% 9/0 | $0 | – | -258,000 | – | -0.03% | – | |
| Exit | BROOKDALE SR LIVING INCnote 2.750% 6/1 | $0 | – | -379,000 | – | -0.05% | – | |
| MDY | Exit | SPDR S&P MIDCAP 400 ETF TRutser1 s&pdcrp | $0 | – | -1,845 | – | -0.05% | – |
| Exit | HEALTH CARE REIT INCnote 3.000%12/0 | $0 | – | -394,000 | – | -0.05% | – | |
| Exit | MERITOR INCnote 7.875% 3/0 | $0 | – | -783,000 | – | -0.12% | – | |
| Exit | ICONIX BRAND GROUP INCnote 1.500% 3/1 | $0 | – | -1,203,000 | – | -0.12% | – | |
| Exit | VIPSHOP HLDGS LTDnote 1.500% 3/1 | $0 | – | -1,000,000 | – | -0.12% | – | |
| WYPRA | Exit | WEYERHAEUSER COpref conv ser a | $0 | – | -32,255 | – | -0.16% | – |
| Exit | AIR LEASE CORPnote 3.875%12/0 | $0 | – | -1,387,000 | – | -0.18% | – | |
| Exit | JDS UNIPHASE CORPdbcv 0.625% 8/1 | $0 | – | -2,032,000 | – | -0.19% | – | |
| Exit | WESCO INTL INCdbcv 6.000% 9/1 | $0 | – | -842,000 | – | -0.20% | – | |
| Exit | SUNPOWER CORPdbcv 0.875% 6/0 | $0 | – | -2,146,000 | – | -0.20% | – | |
| Exit | ASCENT CAP GROUP INCnote 4.000% 7/1 | $0 | – | -2,857,000 | – | -0.23% | – | |
| EXCU | Exit | EXELON CORPunit 99/99/9999 | $0 | – | -53,375 | – | -0.24% | – |
| UTXPRA | Exit | UNITED TECHNOLOGIES CORPunit 06/01/2015 | $0 | – | -45,489 | – | -0.26% | – |
| Exit | VERINT SYS INCnote 1.500% 6/0 | $0 | – | -2,390,000 | – | -0.26% | – | |
| NEEPRO | Exit | NEXTERA ENERGY INCunit 09/01/2015 | $0 | – | -47,506 | – | -0.29% | – |
| Exit | COBALT INTL ENERGY INCnote 2.625%12/0 | $0 | – | -4,000,000 | – | -0.29% | – | |
| Exit | CHESAPEAKE ENERGY CORPnote 2.250%12/1 | $0 | – | -3,500,000 | – | -0.30% | – | |
| IJH | Exit | ISHARES TRcore s&p mcp etf | $0 | – | -21,045 | – | -0.31% | – |
| Exit | ICONIX BRAND GROUP INCnote 2.500% 6/0 | $0 | – | -3,241,000 | – | -0.32% | – | |
| Exit | SPIRIT RLTY CAP INC NEWnote 2.875% 5/1 | $0 | – | -3,726,000 | – | -0.34% | – | |
| Exit | FOREST CITY ENTERPRISES INCnote 4.250% 8/1 | $0 | – | -3,436,000 | – | -0.40% | – | |
| IWD | Exit | ISHARES TRrus 1000 val etf | $0 | – | -40,946 | – | -0.41% | – |
| Exit | OMNICARE INCdbcv 3.250%12/1 | $0 | – | -3,561,000 | – | -0.43% | – | |
| Exit | NEWPARK RES INCnote 4.000%10/0 | $0 | – | -4,672,000 | – | -0.48% | – | |
| Exit | STONE ENERGY CORPnote 1.750% 3/0 | $0 | – | -5,451,000 | – | -0.49% | – | |
| HCNPRI | Exit | HEALTH CARE REIT INCpfd per con i | $0 | – | -101,534 | – | -0.59% | – |
| Exit | STILLWATER MNG COnote 1.750%10/1 | $0 | – | -6,336,000 | – | -0.66% | – | |
| Exit | HOLOGIC INCfrnt 2.000%12/1 | $0 | – | -4,127,000 | – | -0.68% | – | |
| Exit | MYLAN INCnote 3.750% 9/1 | $0 | – | -1,884,000 | – | -0.94% | – |
Q2 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| New | INTEL CORPsdcv 3.250% 8/0 | $31,125,000 | – | 20,461,000 | – | 3.05% | – | |
| AGNPRA | New | ALLERGAN PLCpfd conv ser a | $30,920,000 | – | 29,613 | – | 3.03% | – |
| IVV | New | ISHARES TRcore s&p500 etf | $25,599,000 | – | 123,534 | – | 2.51% | – |
| New | GILEAD SCIENCES INCnote 1.625% 5/0 | $20,298,000 | – | 3,937,000 | – | 1.99% | – | |
| WFCPRL | New | WELLS FARGO & CO NEWperp pfd cnv a | $19,663,000 | – | 16,733 | – | 1.93% | – |
| New | WELLPOINT INCnote 2.750%10/1 | $19,610,000 | – | 8,936,000 | – | 1.92% | – | |
| BACPRL | New | BANK AMER CORP7.25%cnv pfd l | $18,202,000 | – | 16,370 | – | 1.78% | – |
| New | PRICELINE GRP INCdebt 1.000% 3/1 | $16,250,000 | – | 12,202,000 | – | 1.59% | – | |
| New | LAM RESEARCH CORPnote 1.250% 5/1 | $15,326,000 | – | 10,763,000 | – | 1.50% | – | |
| New | WELLS FARGO & COmtnf 0.125% 3/1 | $15,327,000 | – | 13,670,000 | – | 1.50% | – | |
| TYFDL | New | TYSON FOODS INCunit 99/99/9999 | $15,166,000 | – | 291,658 | – | 1.48% | – |
| FTRPR | New | FRONTIER COMMUNICATIONS CORPpfd conv ser-a | $14,570,000 | – | 146,533 | – | 1.43% | – |
| New | NOVELLUS SYS INCnote 2.625% 5/1 | $13,991,000 | – | 5,882,000 | – | 1.37% | – | |
| SWNC | New | SOUTHWESTERN ENERGY CO | $13,414,000 | – | 269,889 | – | 1.31% | – |
| New | PRICELINE GRP INCnote 0.350% 6/1 | $11,744,000 | – | 10,497,000 | – | 1.15% | – | |
| New | TESLA MTRS INCnote 0.250% 3/0 | $11,709,000 | – | 11,843,000 | – | 1.15% | – | |
| New | INTEL CORPsdcv 12/1 | $11,615,000 | – | 9,652,000 | – | 1.14% | – | |
| New | MACQUARIE INFRASTRUCTURE CORnote 2.875% 7/1 | $11,319,000 | – | 9,611,000 | – | 1.11% | – | |
| New | CHENIERE ENERGY INCnote 4.250% 3/1 | $10,275,000 | – | 13,700,000 | – | 1.01% | – | |
| New | TESLA MTRS INCnote 1.250% 3/0 | $10,026,000 | – | 10,250,000 | – | 0.98% | – | |
| New | MYLAN INCnote 3.750% 9/1 | $9,574,000 | – | 1,884,000 | – | 0.94% | – | |
| New | CITRIX SYS INCnote 0.500% 4/1 | $9,499,000 | – | 8,993,000 | – | 0.93% | – | |
| New | ILLUMINA INCnote 6/1 | $9,212,000 | – | 7,868,000 | – | 0.90% | – | |
| New | UTI WORLDWIDE INCnote 4.500% 3/0 | $9,136,000 | – | 8,948,000 | – | 0.90% | – | |
| New | XILINX INCnote 2.625% 6/1 | $9,110,000 | – | 5,896,000 | – | 0.89% | – | |
| New | ENCORE CAP GROUP INCnote 3.000% 7/0 | $9,047,000 | – | 8,500,000 | – | 0.89% | – | |
| FCAM | New | FIAT CHRYSLER AUTOMOBILES Nman cov sec 16 | $8,655,000 | – | 68,163 | – | 0.85% | – |
| New | RPM INTL INCnote 2.250%12/1 | $8,596,000 | – | 7,387,000 | – | 0.84% | – | |
| FEX | New | FIRST TR LRGE CP CORE ALPHA | $8,480,000 | – | 185,048 | – | 0.83% | – |
| BSV | New | VANGUARD BD INDEX FD INCshort trm bond | $8,391,000 | – | 104,642 | – | 0.82% | – |
| New | ILLUMINA INCnote 0.500% 6/1 | $8,256,000 | – | 6,706,000 | – | 0.81% | – | |
| New | OLD REP INTL CORPnote 3.750% 3/1 | $8,161,000 | – | 6,912,000 | – | 0.80% | – | |
| New | MICRON TECHNOLOGY INCnote 3.000%11/1 | $8,029,000 | – | 8,893,000 | – | 0.79% | – | |
| New | NAVISTAR INTL CORP NEWnote 4.500%10/1 | $7,715,000 | – | 9,050,000 | – | 0.76% | – | |
| New | SEACOR HOLDINGS INCnote 3.000%11/1 | $7,577,000 | – | 8,514,000 | – | 0.74% | – | |
| New | PENNYMAC CORPnote 5.375% 5/0 | $7,493,000 | – | 7,972,000 | – | 0.73% | – | |
| IGSB | New | ISHARES1-3 yr cr bd etf | $7,330,000 | – | 69,595 | – | 0.72% | – |
| New | 51JOB INCnote 3.250% 4/1 | $7,139,000 | – | 7,000,000 | – | 0.70% | – | |
| New | B2GOLD CORPnote 3.250%10/0 | $7,012,000 | – | 7,835,000 | – | 0.69% | – | |
| New | NVIDIA CORPnote 1.000%12/0 | $6,990,000 | – | 6,104,000 | – | 0.68% | – | |
| New | HOLOGIC INCfrnt 2.000%12/1 | $6,907,000 | – | 4,127,000 | – | 0.68% | – | |
| New | SALESFORCE COM INCnote 0.250% 4/0 | $6,836,000 | – | 5,626,000 | – | 0.67% | – | |
| New | ACORDA THERAPEUTICS INCnote 1.750% 6/1 | $6,808,000 | – | 6,724,000 | – | 0.67% | – | |
| New | STILLWATER MNG COnote 1.750%10/1 | $6,776,000 | – | 6,336,000 | – | 0.66% | – | |
| New | BLUCORA INCnote 4.250% 4/0 | $6,700,000 | – | 6,750,000 | – | 0.66% | – | |
| New | QIHOO 360 TECHNOLOGY CO LTDnote 2.500% 9/1 | $6,699,000 | – | 6,861,000 | – | 0.66% | – | |
| New | COBALT INTL ENERGY INCnote 3.125% 5/1 | $6,343,000 | – | 8,742,000 | – | 0.62% | – | |
| ANTX | New | ANTHEM INCunit 05/01/20188 | $6,332,000 | – | 120,145 | – | 0.62% | – |
| New | PORTFOLIO RECOVERY ASSOCS INnote 3.000% 8/0 | $6,287,000 | – | 5,500,000 | – | 0.62% | – | |
| New | QUIDEL CORPnote 3.250%12/1 | $6,239,000 | – | 6,250,000 | – | 0.61% | – | |
| New | APOLLO COML REAL EST FIN INCnote 5.500% 3/1 | $6,147,000 | – | 6,147,000 | – | 0.60% | – | |
| New | WELLS FARGO & COmtnf 0.125% 2/2 | $6,088,000 | – | 5,790,000 | – | 0.60% | – | |
| HCNPRI | New | HEALTH CARE REIT INCpfd per con i | $6,032,000 | – | 101,534 | – | 0.59% | – |
| KEYPRG | New | KEYCORP NEWpfd 7.75% sr a | $5,926,000 | – | 45,500 | – | 0.58% | – |
| New | GENERAL CABLE CORP DEL NEWfrnt 4.500%11/1 | $5,851,000 | – | 6,965,000 | – | 0.57% | – | |
| New | VERISIGN INCsdcv 3.250% 8/1 | $5,821,000 | – | 3,158,000 | – | 0.57% | – | |
| New | REDWOOD TR INCnote 4.625% 4/1 | $5,753,000 | – | 6,000,000 | – | 0.56% | – | |
| TMUSP | New | T MOBILE US INCconv pfd ser a | $5,638,000 | – | 82,390 | – | 0.55% | – |
| New | BOTTOMLINE TECH DEL INCnote 1.500%12/0 | $5,500,000 | – | 5,000,000 | – | 0.54% | – | |
| New | AMTRUST FINL SVCS INCnote 2.750%12/1 | $5,468,000 | – | 5,616,000 | – | 0.54% | – | |
| New | CEMEX SAB DE CVnote 3.750% 3/1 | $5,451,000 | – | 4,625,000 | – | 0.53% | – | |
| New | RAIT FINANCIAL TRUSTnote 4.000%10/0 | $5,336,000 | – | 6,241,000 | – | 0.52% | – | |
| New | ON SEMICONDUCTOR CORPnote 2.625%12/1 | $5,326,000 | – | 4,302,000 | – | 0.52% | – | |
| FPE | New | FIRST TR EXCHANGE-TRADED FDpfd secs inc etf | $5,289,000 | – | 279,110 | – | 0.52% | – |
| FLOT | New | ISHARES TRfltg rate bd etf | $5,241,000 | – | 103,490 | – | 0.51% | – |
| New | INCYTE CORPnote 0.375%11/1 | $5,135,000 | – | 2,511,000 | – | 0.50% | – | |
| New | WABASH NATL CORPnote 3.375% 5/0 | $5,025,000 | – | 4,000,000 | – | 0.49% | – | |
| New | BIOMARIN PHARMACEUTICAL INCnote 1.500%10/1 | $4,979,000 | – | 3,125,000 | – | 0.49% | – | |
| New | STONE ENERGY CORPnote 1.750% 3/0 | $4,977,000 | – | 5,451,000 | – | 0.49% | – | |
| DCUA | New | DOMINION RES INC VA NEWunit 04/01/2013 | $4,940,000 | – | 92,113 | – | 0.48% | – |
| New | NEWPARK RES INCnote 4.000%10/0 | $4,899,000 | – | 4,672,000 | – | 0.48% | – | |
| New | INTERDIGITAL INCnote 2.500% 3/1 | $4,867,000 | – | 4,436,000 | – | 0.48% | – | |
| New | SINA CORPnote 1.000%12/0 | $4,759,000 | – | 5,000,000 | – | 0.47% | – | |
| New | MOLINA HEALTHCARE INCdbcv 1.625% 8/1 | $4,719,000 | – | 3,607,000 | – | 0.46% | – | |
| New | JARDEN CORPnote 1.875% 9/1 | $4,708,000 | – | 2,811,000 | – | 0.46% | – | |
| New | SERVICESOURCE INTL LLCnote 1.500% 8/0 | $4,678,000 | – | 5,552,000 | – | 0.46% | – | |
| New | TTM TECHNOLOGIES INCnote 1.750%12/1 | $4,553,000 | – | 3,872,000 | – | 0.45% | – | |
| New | SPECTRUM PHARMACEUTICALS INCnote 2.750%12/1 | $4,521,000 | – | 4,816,000 | – | 0.44% | – | |
| New | HORSEHEAD HLDG CORPnote 3.800% 7/0 | $4,475,000 | – | 4,397,000 | – | 0.44% | – | |
| New | OMNICARE INCdbcv 3.250%12/1 | $4,429,000 | – | 3,561,000 | – | 0.43% | – | |
| New | YAHOO INCnote 12/0 | $4,401,000 | – | 4,291,000 | – | 0.43% | – | |
| New | AKAMAI TECHNOLOGIES INCdbcv 2/1 | $4,383,000 | – | 4,199,000 | – | 0.43% | – | |
| New | SERVICENOW INCnote 11/0 | $4,263,000 | – | 3,624,000 | – | 0.42% | – | |
| New | INTEGRA LIFESCIENCES HLDGS Cnote 1.625%12/1 | $4,249,000 | – | 3,493,000 | – | 0.42% | – | |
| IWD | New | ISHARES TRrus 1000 val etf | $4,224,000 | – | 40,946 | – | 0.41% | – |
| New | ALBANY MOLECULAR RESH INCnote 2.250%11/1 | $4,194,000 | – | 3,000,000 | – | 0.41% | – | |
| New | FOREST CITY ENTERPRISES INCnote 4.250% 8/1 | $4,033,000 | – | 3,436,000 | – | 0.40% | – | |
| New | PROSPECT CAPITAL CORPORATIONnote 5.750% 3/1 | $4,004,000 | – | 4,000,000 | – | 0.39% | – | |
| New | MERITAGE HOMES CORPnote 1.875% 9/1 | $3,972,000 | – | 3,750,000 | – | 0.39% | – | |
| New | MGIC INVT CORP WISnote 5.000% 5/0 | $3,948,000 | – | 3,454,000 | – | 0.39% | – | |
| New | FORESTAR GROUP INCnote 3.750% 3/0 | $3,946,000 | – | 4,497,000 | – | 0.39% | – | |
| New | STARWOOD PPTY TR INCnote 4.550% 3/0 | $3,933,000 | – | 3,780,000 | – | 0.38% | – | |
| AMTPRA | New | AMERICAN TOWER CORP NEWpfd conv ser a | $3,923,000 | – | 38,452 | – | 0.38% | – |
| FPX | New | FIRST TR US IPO INDEX FD | $3,872,000 | – | 70,963 | – | 0.38% | – |
| New | LIBERTY INTERACTIVE LLCdeb 0.750% 3/3 | $3,856,000 | – | 2,422,000 | – | 0.38% | – | |
| IRDMB | New | IRIDIUM COMMUNICATIONS INCperp pfd cnv b | $3,822,000 | – | 11,500 | – | 0.37% | – |
| New | COLONY CAP INCnote 3.875% 1/1 | $3,801,000 | – | 3,782,000 | – | 0.37% | – | |
| New | YY INCnote 2.250% 4/0 | $3,732,000 | – | 4,000,000 | – | 0.37% | – | |
| New | LIVE NATION ENTERTAINMENT INdbcv 2.500% 5/1 | $3,722,000 | – | 3,466,000 | – | 0.36% | – | |
| New | ARES CAP CORPnote 4.875% 3/1 | $3,662,000 | – | 3,553,000 | – | 0.36% | – | |
| New | SUNEDISON INCnote 2.000%10/0 | $3,626,000 | – | 1,734,000 | – | 0.36% | – | |
| New | ALERE INCnote 3.000% 5/1 | $3,614,000 | – | 2,912,000 | – | 0.35% | – | |
| New | ARES CAP CORPnote 5.750% 2/0 | $3,600,000 | – | 3,532,000 | – | 0.35% | – | |
| New | SPECTRANETICS CORPmtnf 2.625% 6/0 | $3,605,000 | – | 3,500,000 | – | 0.35% | – | |
| New | AEGEAN MARINE PETE NETWORK Inote 4.000%11/0 | $3,532,000 | – | 3,231,000 | – | 0.35% | – | |
| New | MEDICINES COdbcv 1.375% 6/0 | $3,521,000 | – | 2,957,000 | – | 0.34% | – | |
| New | SPIRIT RLTY CAP INC NEWnote 2.875% 5/1 | $3,510,000 | – | 3,726,000 | – | 0.34% | – | |
| New | SANDISK CORPnote 0.500%10/1 | $3,471,000 | – | 3,581,000 | – | 0.34% | – | |
| New | SEACOR HOLDINGS INCnote 2.500%12/1 | $3,329,000 | – | 3,256,000 | – | 0.33% | – | |
| New | ICONIX BRAND GROUP INCnote 2.500% 6/0 | $3,318,000 | – | 3,241,000 | – | 0.32% | – | |
| SWU | New | STANLEY BLACK & DECKER INCunit 99/99/9999 | $3,181,000 | – | 22,055 | – | 0.31% | – |
| New | FIDELITY NATIONAL FINANCIALnote 4.250% 8/1 | $3,174,000 | – | 1,554,000 | – | 0.31% | – | |
| IYF | New | ISHARES TRu.s. finls etf | $3,150,000 | – | 35,096 | – | 0.31% | – |
| IJH | New | ISHARES TRcore s&p mcp etf | $3,154,000 | – | 21,045 | – | 0.31% | – |
| New | ELECTRONIC ARTS INCnote 0.750% 7/1 | $3,078,000 | – | 1,473,000 | – | 0.30% | – | |
| AMSGP | New | AMSURG CORPpfd cnv sr a-1 % | $3,067,000 | – | 22,480 | – | 0.30% | – |
| New | CHESAPEAKE ENERGY CORPnote 2.250%12/1 | $3,038,000 | – | 3,500,000 | – | 0.30% | – | |
| New | MGIC INVT CORP WISnote 2.000% 4/0 | $2,977,000 | – | 1,772,000 | – | 0.29% | – | |
| New | COBALT INTL ENERGY INCnote 2.625%12/0 | $2,976,000 | – | 4,000,000 | – | 0.29% | – | |
| New | BGC PARTNERS INCnote 4.500% 7/1 | $2,936,000 | – | 2,788,000 | – | 0.29% | – | |
| New | RYLAND GROUP INCnote 1.625% 5/1 | $2,930,000 | – | 1,931,000 | – | 0.29% | – | |
| NEEPRO | New | NEXTERA ENERGY INCunit 09/01/2015 | $2,930,000 | – | 47,506 | – | 0.29% | – |
| New | MEDIDATA SOLUTIONS INCnote 1.000% 8/0 | $2,930,000 | – | 2,484,000 | – | 0.29% | – | |
| New | AIRTRAN HLDGS INCnote 5.250%11/0 | $2,825,000 | – | 1,169,000 | – | 0.28% | – | |
| New | YANDEX NVnote 1.125%12/1 | $2,803,000 | – | 3,250,000 | – | 0.28% | – | |
| New | VERINT SYS INCnote 1.500% 6/0 | $2,704,000 | – | 2,390,000 | – | 0.26% | – | |
| New | J2 GLOBAL INCnote 3.250% 6/1 | $2,673,000 | – | 2,304,000 | – | 0.26% | – | |
| New | TEVA PHARMACEUTICAL FIN LLCdbcv 0.250% 2/0 | $2,646,000 | – | 1,893,000 | – | 0.26% | – | |
| HBANP | New | HUNTINGTON BANCSHARES INCpfd conv ser a | $2,640,000 | – | 1,982 | – | 0.26% | – |
| UTXPRA | New | UNITED TECHNOLOGIES CORPunit 06/01/2015 | $2,637,000 | – | 45,489 | – | 0.26% | – |
| New | ATLAS AIR WORLDWIDE HLDGS INnote 2.250% 6/0 | $2,565,000 | – | 2,612,000 | – | 0.25% | – | |
| New | NUVASIVE INCnote 2.750% 7/0 | $2,554,000 | – | 2,013,000 | – | 0.25% | – | |
| New | CANADIAN SOLAR INCnote 4.250% 2/1 | $2,537,000 | – | 2,600,000 | – | 0.25% | – | |
| New | CALLAWAY GOLF COnote 3.750% 8/1 | $2,519,000 | – | 2,099,000 | – | 0.25% | – | |
| New | MICROCHIP TECHNOLOGY INCsdcv 2.125%12/1 | $2,510,000 | – | 1,316,000 | – | 0.25% | – | |
| New | BROADSOFT INCnote 1.500% 7/0 | $2,472,000 | – | 2,337,000 | – | 0.24% | – | |
| New | STARWOOD PPTY TR INCnote 4.000% 1/1 | $2,466,000 | – | 2,331,000 | – | 0.24% | – | |
| New | HERBALIFE LTDnote 2.000% 8/1 | $2,453,000 | – | 2,782,000 | – | 0.24% | – | |
| EXCU | New | EXELON CORPunit 99/99/9999 | $2,449,000 | – | 53,375 | – | 0.24% | – |
| New | ASCENT CAP GROUP INCnote 4.000% 7/1 | $2,345,000 | – | 2,857,000 | – | 0.23% | – | |
| New | LIBERTY MEDIA CORP DELAWAREnote 1.375%10/1 | $2,336,000 | – | 2,457,000 | – | 0.23% | – | |
| New | RESOURCE CAP CORPnote 8.000% 1/1 | $2,310,000 | – | 2,421,000 | – | 0.23% | – | |
| CCIPRA | New | CROWN CASTLE INTL CORP NEWcnv pfd stk sr a | $2,257,000 | – | 21,951 | – | 0.22% | – |
| New | FLUIDIGM CORP DELnote 2.750% 2/0 | $2,198,000 | – | 2,500,000 | – | 0.22% | – | |
| New | ILLUMINA INCnote 0.250% 3/1 | $2,163,000 | – | 830,000 | – | 0.21% | – | |
| AAPL | New | APPLE INC | $2,157,000 | – | 17,218 | – | 0.21% | – |
| New | SANDISK CORPnote 1.500% 8/1 | $2,128,000 | – | 1,646,000 | – | 0.21% | – | |
| New | TELEFLEX INCnote 3.875% 8/0 | $2,127,000 | – | 965,000 | – | 0.21% | – | |
| New | SUNPOWER CORPdbcv 0.875% 6/0 | $2,066,000 | – | 2,146,000 | – | 0.20% | – | |
| New | WESCO INTL INCdbcv 6.000% 9/1 | $2,037,000 | – | 842,000 | – | 0.20% | – | |
| New | JDS UNIPHASE CORPdbcv 0.625% 8/1 | $1,985,000 | – | 2,032,000 | – | 0.19% | – | |
| New | RADIAN GROUP INCnote 2.250% 3/0 | $1,936,000 | – | 1,093,000 | – | 0.19% | – | |
| New | ENVESTNET INCnote 1.750%12/1 | $1,919,000 | – | 1,977,000 | – | 0.19% | – | |
| New | AIR LEASE CORPnote 3.875%12/0 | $1,847,000 | – | 1,387,000 | – | 0.18% | – | |
| New | TESLA MTRS INCnote 1.500% 6/0 | $1,767,000 | – | 812,000 | – | 0.17% | – | |
| WYPRA | New | WEYERHAEUSER COpref conv ser a | $1,689,000 | – | 32,255 | – | 0.16% | – |
| New | JANUS CAP GROUP INCnote 0.750% 7/1 | $1,558,000 | – | 968,000 | – | 0.15% | – | |
| AAPRB | New | ALCOA INC | $1,477,000 | – | 36,730 | – | 0.14% | – |
| New | DANAHER CORP DELnote 1/2 | $1,438,000 | – | 579,000 | – | 0.14% | – | |
| XLU | New | SELECT SECTOR SPDR TRsbi int-utils | $1,406,000 | – | 33,937 | – | 0.14% | – |
| New | REGENERON PHARMACEUTICALSnote 1.875%10/0 | $1,396,000 | – | 231,000 | – | 0.14% | – | |
| JPM | New | JPMORGAN CHASE & CO | $1,369,000 | – | 20,197 | – | 0.13% | – |
| New | LAM RESEARCH CORPnote 0.500% 5/1 | $1,358,000 | – | 1,023,000 | – | 0.13% | – | |
| New | VIPSHOP HLDGS LTDnote 1.500% 3/1 | $1,269,000 | – | 1,000,000 | – | 0.12% | – | |
| New | ICONIX BRAND GROUP INCnote 1.500% 3/1 | $1,231,000 | – | 1,203,000 | – | 0.12% | – | |
| New | MERITOR INCnote 7.875% 3/0 | $1,228,000 | – | 783,000 | – | 0.12% | – | |
| AGG | New | ISHARES TRcore us aggbd et | $1,220,000 | – | 11,208 | – | 0.12% | – |
| New | HOLOGIC INCdebt 2.000% 3/0 | $1,202,000 | – | 911,000 | – | 0.12% | – | |
| C | New | CITIGROUP INC | $1,113,000 | – | 20,187 | – | 0.11% | – |
| GOOGL | New | GOOGLE INCcl a | $1,098,000 | – | 2,031 | – | 0.11% | – |
| MSFT | New | MICROSOFT CORP | $1,095,000 | – | 24,824 | – | 0.11% | – |
| New | LABORATORY CORP AMER HLDGSnote 9/1 | $1,082,000 | – | 667,000 | – | 0.11% | – | |
| SPY | New | SPDR S&P 500 ETF TRtr unit | $1,067,000 | – | 5,185 | – | 0.10% | – |
| IYR | New | ISHARES TRu.s. real es etf | $1,030,000 | – | 14,471 | – | 0.10% | – |
| KMB | New | KIMBERLY CLARK CORP | $920,000 | – | 8,685 | – | 0.09% | – |
| XOM | New | EXXON MOBIL CORP | $895,000 | – | 10,791 | – | 0.09% | – |
| XRT | New | SPDR SERIES TRUSTs&p retail etf | $846,000 | – | 8,584 | – | 0.08% | – |
| JNJ | New | JOHNSON & JOHNSON | $851,000 | – | 8,726 | – | 0.08% | – |
| PFE | New | PFIZER INC | $820,000 | – | 24,451 | – | 0.08% | – |
| New | STARWOOD PPTY TR INCnote 3.750%10/1 | $796,000 | – | 790,000 | – | 0.08% | – | |
| BAC | New | BANK AMER CORP | $774,000 | – | 45,263 | – | 0.08% | – |
| WFC | New | WELLS FARGO & CO NEW | $753,000 | – | 13,384 | – | 0.07% | – |
| GE | New | GENERAL ELECTRIC CO | $698,000 | – | 26,247 | – | 0.07% | – |
| PFF | New | ISHARESu.s. pfd stk etf | $684,000 | – | 17,494 | – | 0.07% | – |
| New | BIOMARIN PHARMACEUTICAL INCnote 0.750%10/1 | $670,000 | – | 433,000 | – | 0.07% | – | |
| L | New | LOEWS CORP | $637,000 | – | 16,540 | – | 0.06% | – |
| RPTPRD | New | RAMCO-GERSHENSON PPTYS TRperp pfd-d cv | $596,000 | – | 10,000 | – | 0.06% | – |
| T | New | AT&T INC | $589,000 | – | 16,549 | – | 0.06% | – |
| CVX | New | CHEVRON CORP NEW | $531,000 | – | 5,505 | – | 0.05% | – |
| CELG | New | CELGENE CORP | $535,000 | – | 4,618 | – | 0.05% | – |
| PG | New | PROCTER & GAMBLE CO | $522,000 | – | 6,702 | – | 0.05% | – |
| UNH | New | UNITEDHEALTH GROUP INC | $523,000 | – | 4,303 | – | 0.05% | – |
| New | HEALTH CARE REIT INCnote 3.000%12/0 | $507,000 | – | 394,000 | – | 0.05% | – | |
| HD | New | HOME DEPOT INC | $513,000 | – | 4,597 | – | 0.05% | – |
| KO | New | COCA COLA CO | $515,000 | – | 13,105 | – | 0.05% | – |
| MDY | New | SPDR S&P MIDCAP 400 ETF TRutser1 s&pdcrp | $504,000 | – | 1,845 | – | 0.05% | – |
| DIS | New | DISNEY WALT CO | $504,000 | – | 4,404 | – | 0.05% | – |
| FB | New | FACEBOOK INCcl a | $488,000 | – | 5,695 | – | 0.05% | – |
| New | CIENA CORPdebt 4.000%12/1 | $492,000 | – | 351,000 | – | 0.05% | – | |
| New | BROOKDALE SR LIVING INCnote 2.750% 6/1 | $493,000 | – | 379,000 | – | 0.05% | – | |
| ORCL | New | ORACLE CORP | $467,000 | – | 11,594 | – | 0.05% | – |
| New | STANDARD PAC CORP NEWnote 1.250% 8/0 | $473,000 | – | 388,000 | – | 0.05% | – | |
| AGN | New | ALLERGAN PLC | $450,000 | – | 1,482 | – | 0.04% | – |
| GILD | New | GILEAD SCIENCES INC | $454,000 | – | 3,875 | – | 0.04% | – |
| MCK | New | MCKESSON CORP | $442,000 | – | 1,964 | – | 0.04% | – |
| BRKB | New | BERKSHIRE HATHAWAY INC DELcl b new | $419,000 | – | 3,082 | – | 0.04% | – |
| New | SUNPOWER CORPdbcv 0.750% 6/0 | $418,000 | – | 327,000 | – | 0.04% | – | |
| PEP | New | PEPSICO INC | $417,000 | – | 4,461 | – | 0.04% | – |
| VZ | New | VERIZON COMMUNICATIONS INC | $405,000 | – | 8,664 | – | 0.04% | – |
| MET | New | METLIFE INC | $409,000 | – | 7,280 | – | 0.04% | – |
| AMGN | New | AMGEN INC | $396,000 | – | 2,584 | – | 0.04% | – |
| FDX | New | FEDEX CORP | $395,000 | – | 2,302 | – | 0.04% | – |
| IWM | New | ISHARES TRrussell 2000 etf | $401,000 | – | 3,220 | – | 0.04% | – |
| AMZN | New | AMAZON COM INC | $400,000 | – | 925 | – | 0.04% | – |
| CSCO | New | CISCO SYS INC | $397,000 | – | 14,418 | – | 0.04% | – |
| MRK | New | MERCK & CO INC NEW | $399,000 | – | 6,976 | – | 0.04% | – |
| MO | New | ALTRIA GROUP INC | $367,000 | – | 7,468 | – | 0.04% | – |
| INTC | New | INTEL CORP | $368,000 | – | 12,072 | – | 0.04% | – |
| New | MICRON TECHNOLOGY INCnote 1.625% 2/1 | $358,000 | – | 201,000 | – | 0.04% | – | |
| New | ARES CAP CORPnote 5.125% 6/0 | $356,000 | – | 346,000 | – | 0.04% | – | |
| IP | New | INTL PAPER CO | $354,000 | – | 7,433 | – | 0.04% | – |
| LOW | New | LOWES COS INC | $351,000 | – | 5,262 | – | 0.03% | – |
| STI | New | SUNTRUST BKS INC | $352,000 | – | 8,218 | – | 0.03% | – |
| ALRPRB | New | ALERE INCperp pfd conv se | $347,000 | – | 1,000 | – | 0.03% | – |
| New | ALZA CORPsdcv 7/2 | $334,000 | – | 250,000 | – | 0.03% | – | |
| FOXA | New | TWENTY FIRST CENTY FOX INCcl a | $335,000 | – | 10,306 | – | 0.03% | – |
| UNP | New | UNION PAC CORP | $342,000 | – | 3,598 | – | 0.03% | – |
| New | PROOFPOINT INCnote 1.250%12/1 | $339,000 | – | 200,000 | – | 0.03% | – | |
| V | New | VISA INC | $336,000 | – | 5,006 | – | 0.03% | – |
| ABT | New | ABBOTT LABS | $338,000 | – | 6,893 | – | 0.03% | – |
| SLB | New | SCHLUMBERGER LTD | $339,000 | – | 3,927 | – | 0.03% | – |
| AAL | New | AMERICAN AIRLS GROUP INC | $328,000 | – | 8,222 | – | 0.03% | – |
| EMC | New | E M C CORP MASS | $328,000 | – | 12,505 | – | 0.03% | – |
| New | DEPOMED INCnote 2.500% 9/0 | $331,000 | – | 258,000 | – | 0.03% | – | |
| OXY | New | OCCIDENTAL PETE CORP DEL | $314,000 | – | 4,074 | – | 0.03% | – |
| BIIB | New | BIOGEN INC | $316,000 | – | 783 | – | 0.03% | – |
| EOG | New | EOG RES INC | $314,000 | – | 3,584 | – | 0.03% | – |
| COF | New | CAPITAL ONE FINL CORP | $312,000 | – | 3,529 | – | 0.03% | – |
| MA | New | MASTERCARD INCcl a | $321,000 | – | 3,445 | – | 0.03% | – |
| CVS | New | CVS HEALTH CORP | $317,000 | – | 3,015 | – | 0.03% | – |
| WMT | New | WAL-MART STORES INC | $305,000 | – | 4,271 | – | 0.03% | – |
| MDT | New | MEDTRONIC PLC | $309,000 | – | 4,178 | – | 0.03% | – |
| GD | New | GENERAL DYNAMICS CORP | $304,000 | – | 2,150 | – | 0.03% | – |
| APC | New | ANADARKO PETE CORP | $297,000 | – | 3,820 | – | 0.03% | – |
| CMCSA | New | COMCAST CORP NEWcl a | $291,000 | – | 4,828 | – | 0.03% | – |
| IVZ | New | INVESCO LTD | $301,000 | – | 8,092 | – | 0.03% | – |
| GM | New | GENERAL MTRS CO | $298,000 | – | 9,026 | – | 0.03% | – |
| EPI | New | WISDOMTREE TRindia erngs fd | $285,000 | – | 13,154 | – | 0.03% | – |
| HPQ | New | HEWLETT PACKARD CO | $281,000 | – | 9,341 | – | 0.03% | – |
| ABBV | New | ABBVIE INC | $274,000 | – | 4,084 | – | 0.03% | – |
| DAL | New | DELTA AIR LINES INC DEL | $279,000 | – | 6,793 | – | 0.03% | – |
| New | ECHO GLOBAL LOGISTICS INCnote 2.500% 5/0 | $269,000 | – | 250,000 | – | 0.03% | – | |
| YHOO | New | YAHOO INC | $255,000 | – | 6,464 | – | 0.02% | – |
| ICE | New | INTERCONTINENTAL EXCHANGE IN | $254,000 | – | 1,137 | – | 0.02% | – |
| RTN | New | RAYTHEON CO | $242,000 | – | 2,536 | – | 0.02% | – |
| KR | New | KROGER CO | $243,000 | – | 3,371 | – | 0.02% | – |
| TJX | New | TJX COS INC NEW | $242,000 | – | 3,647 | – | 0.02% | – |
| MMM | New | 3M CO | $250,000 | – | 1,619 | – | 0.02% | – |
| TWX | New | TIME WARNER INC | $247,000 | – | 2,824 | – | 0.02% | – |
| COP | New | CONOCOPHILLIPS | $247,000 | – | 4,018 | – | 0.02% | – |
| XHB | New | SPDR SERIES TRUSTs&p homebuild | $242,000 | – | 6,640 | – | 0.02% | – |
| UTX | New | UNITED TECHNOLOGIES CORP | $250,000 | – | 2,260 | – | 0.02% | – |
| SWFT | New | SWIFT TRANSN COcl a | $234,000 | – | 10,331 | – | 0.02% | – |
| DBEU | New | DBX ETF TRdb xtr msci eur | $235,000 | – | 8,808 | – | 0.02% | – |
| EPRPRC | New | EPR PPTYSpfd c cnv 5.75% | $235,000 | – | 10,500 | – | 0.02% | – |
| TMO | New | THERMO FISHER SCIENTIFIC INC | $239,000 | – | 1,856 | – | 0.02% | – |
| New | HEALTHWAYS INCnote 1.500% 7/0 | $233,000 | – | 250,000 | – | 0.02% | – | |
| KEY | New | KEYCORP NEW | $234,000 | – | 15,460 | – | 0.02% | – |
| MPC | New | MARATHON PETE CORP | $238,000 | – | 4,540 | – | 0.02% | – |
| New | AMAG PHARMACEUTICALS INCnote 2.500% 2/1 | $227,000 | – | 88,000 | – | 0.02% | – | |
| EZU | New | ISHARESmsci eurzone etf | $228,000 | – | 6,079 | – | 0.02% | – |
| MDLZ | New | MONDELEZ INTL INCcl a | $223,000 | – | 5,420 | – | 0.02% | – |
| CRM | New | SALESFORCE COM INC | $229,000 | – | 3,315 | – | 0.02% | – |
| GOOG | New | GOOGLE INCcl c | $229,000 | – | 437 | – | 0.02% | – |
| BA | New | BOEING CO | $222,000 | – | 1,592 | – | 0.02% | – |
| AIG | New | AMERICAN INTL GROUP INC | $210,000 | – | 3,382 | – | 0.02% | – |
| DHI | New | D R HORTON INC | $218,000 | – | 7,953 | – | 0.02% | – |
| NKE | New | NIKE INCcl b | $211,000 | – | 1,956 | – | 0.02% | – |
| EMN | New | EASTMAN CHEM CO | $209,000 | – | 2,524 | – | 0.02% | – |
| New | WRIGHT MED GROUP INCnote 2.000% 8/1 | $206,000 | – | 175,000 | – | 0.02% | – | |
| New | WEBMD HEALTH CORPnote 1.500%12/0 | $200,000 | – | 186,000 | – | 0.02% | – | |
| ESRX | New | EXPRESS SCRIPTS HLDG CO | $202,000 | – | 2,266 | – | 0.02% | – |
| ON | New | ON SEMICONDUCTOR CORP | $186,000 | – | 15,810 | – | 0.02% | – |
| New | INCYTE CORPnote 1.250%11/1 | $174,000 | – | 84,000 | – | 0.02% | – | |
| New | PROSPECT CAPITAL CORPORATIONnote 5.375%10/1 | $171,000 | – | 170,000 | – | 0.02% | – | |
| XRX | New | XEROX CORP | $156,000 | – | 14,465 | – | 0.02% | – |
| New | TOLL BROS FIN CORPnote 0.500% 9/1 | $125,000 | – | 120,000 | – | 0.01% | – | |
| New | ARES CAP CORPnote 4.375% 1/1 | $102,000 | – | 100,000 | – | 0.01% | – | |
| New | JEFFERIES GROUP INC NEWdbcv 3.875%11/0 | $51,000 | – | 50,000 | – | 0.01% | – | |
| New | PACIRA PHARMACEUTICALS INCnote 3.250% 2/0 | $55,000 | – | 19,000 | – | 0.01% | – | |
| New | UNITED THERAPEUTICS CORP DELnote 1.000% 9/1 | $47,000 | – | 13,000 | – | 0.01% | – | |
| New | SPANSION LLCnote 2.000% 9/0 | $39,000 | – | 19,000 | – | 0.00% | – |
Q4 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| MTOR | Exit | MERITOR INC | $0 | – | -185 | – | 0.00% | – |
| CIEN | Exit | CIENA CORP | $0 | – | -165 | – | 0.00% | – |
| CRM | Exit | SALESFORCE COM INC | $0 | – | -87 | – | 0.00% | – |
| Exit | MEDIVATION INCnote 2.625% 4/0 | $0 | – | -27,000 | – | -0.01% | – | |
| Exit | JEFFERIES GROUP INC NEWdbcv 3.875%11/0 | $0 | – | -79,000 | – | -0.01% | – | |
| Exit | KEYW HLDG CORPnote 2.500% 7/1 | $0 | – | -93,000 | – | -0.01% | – | |
| CSOD | Exit | CORNERSTONE ONDEMAND INC | $0 | – | -2,695 | – | -0.01% | – |
| OCLR | Exit | OCLARO INC | $0 | – | -74,320 | – | -0.01% | – |
| Exit | SUNPOWER CORPdbcv 4.500% 3/1 | $0 | – | -66,000 | – | -0.01% | – | |
| MTG | Exit | MGIC INVT CORP WIS | $0 | – | -13,513 | – | -0.01% | – |
| SWH | Exit | STANLEY BLACK & DECKER INCunit 99/99/9999 | $0 | – | -975 | – | -0.01% | – |
| BGC | Exit | GENERAL CABLE CORP DEL NEW | $0 | – | -7,754 | – | -0.01% | – |
| KEY | Exit | KEYCORP NEW | $0 | – | -9,012 | – | -0.01% | – |
| Exit | BIOMARIN PHARMACEUTICAL INCnote 1.875% 4/2 | $0 | – | -37,000 | – | -0.01% | – | |
| Exit | WABASH NATL CORPnote 3.375% 5/0 | $0 | – | -100,000 | – | -0.01% | – | |
| CTRL | Exit | CONTROL4 CORP | $0 | – | -11,365 | – | -0.01% | – |
| CDE | Exit | COEUR MNG INC | $0 | – | -28,900 | – | -0.01% | – |
| DRTX | Exit | DURATA THERAPEUTICS INC | $0 | – | -10,935 | – | -0.01% | – |
| CPE | Exit | CALLON PETE CO DEL | $0 | – | -15,900 | – | -0.01% | – |
| MOBI | Exit | SKY-MOBI LTDsponsored ads | $0 | – | -18,100 | – | -0.01% | – |
| THLD | Exit | THRESHOLD PHARMACEUTICAL INC | $0 | – | -42,240 | – | -0.02% | – |
| IWN | Exit | ISHARES TRrus 2000 val etf | $0 | – | -1,740 | – | -0.02% | – |
| DHR | Exit | DANAHER CORP DEL | $0 | – | -2,174 | – | -0.02% | – |
| AL | Exit | AIR LEASE CORPcl a | $0 | – | -5,400 | – | -0.02% | – |
| XOMA | Exit | XOMA CORP DEL | $0 | – | -42,015 | – | -0.02% | – |
| HA | Exit | HAWAIIAN HOLDINGS INC | $0 | – | -13,800 | – | -0.02% | – |
| XRX | Exit | XEROX CORP | $0 | – | -14,000 | – | -0.02% | – |
| DRNA | Exit | DICERNA PHARMACEUTICALS INC | $0 | – | -15,110 | – | -0.02% | – |
| F | Exit | FORD MTR CO DEL | $0 | – | -13,256 | – | -0.02% | – |
| BINDQ | Exit | BIND THERAPEUTICS INC | $0 | – | -22,915 | – | -0.02% | – |
| QURE | Exit | UNIQURE NV | $0 | – | -22,095 | – | -0.02% | – |
| COST | Exit | COSTCO WHSL CORP NEW | $0 | – | -1,655 | – | -0.02% | – |
| STT | Exit | STATE STR CORP | $0 | – | -2,750 | – | -0.02% | – |
| TIP | Exit | ISHARES TRtips bd etf | $0 | – | -1,866 | – | -0.02% | – |
| KR | Exit | KROGER CO | $0 | – | -4,229 | – | -0.02% | – |
| EOG | Exit | EOG RES INC | $0 | – | -2,162 | – | -0.02% | – |
| MRO | Exit | MARATHON OIL CORP | $0 | – | -5,750 | – | -0.02% | – |
| TSN | Exit | TYSON FOODS INCcl a | $0 | – | -5,409 | – | -0.02% | – |
| B108PS | Exit | ACTAVIS PLC | $0 | – | -905 | – | -0.02% | – |
| Exit | HEALTHWAYS INCnote 1.500% 7/0 | $0 | – | -220,000 | – | -0.02% | – | |
| PVAHQ | Exit | PENN VA CORP | $0 | – | -17,404 | – | -0.02% | – |
| MPO | Exit | MIDSTATES PETE CO INC | $0 | – | -44,770 | – | -0.02% | – |
| MO | Exit | ALTRIA GROUP INC | $0 | – | -4,865 | – | -0.02% | – |
| EBAY | Exit | EBAY INC | $0 | – | -4,055 | – | -0.02% | – |
| GME | Exit | GAMESTOP CORP NEWcl a | $0 | – | -5,510 | – | -0.02% | – |
| MMM | Exit | 3M CO | $0 | – | -1,623 | – | -0.02% | – |
| DRII | Exit | DIAMOND RESORTS INTL INC | $0 | – | -9,800 | – | -0.02% | – |
| REGN | Exit | REGENERON PHARMACEUTICALS | $0 | – | -627 | – | -0.02% | – |
| 2100PS | Exit | GENCORP INC | $0 | – | -15,035 | – | -0.02% | – |
| UTX | Exit | UNITED TECHNOLOGIES CORP | $0 | – | -2,267 | – | -0.02% | – |
| PGTI | Exit | PGT INC | $0 | – | -25,211 | – | -0.02% | – |
| EMC | Exit | E M C CORP MASS | $0 | – | -7,997 | – | -0.02% | – |
| SSEIQ | Exit | SEVENTY SEVEN ENERGY INC | $0 | – | -9,907 | – | -0.02% | – |
| FNSR | Exit | FINISAR CORP | $0 | – | -14,195 | – | -0.02% | – |
| PKG | Exit | PACKAGING CORP AMER | $0 | – | -3,875 | – | -0.02% | – |
| Exit | PROSPECT CAPITAL CORPORATIONnote 5.375%10/1 | $0 | – | -244,000 | – | -0.02% | – | |
| M | Exit | MACYS INC | $0 | – | -4,449 | – | -0.02% | – |
| FCX | Exit | FREEPORT-MCMORAN INCcl b | $0 | – | -7,879 | – | -0.02% | – |
| RTN | Exit | RAYTHEON CO | $0 | – | -2,576 | – | -0.02% | – |
| MDT | Exit | MEDTRONIC INC | $0 | – | -4,292 | – | -0.03% | – |
| IR | Exit | INGERSOLL-RAND PLC | $0 | – | -4,675 | – | -0.03% | – |
| IBM | Exit | INTERNATIONAL BUSINESS MACHS | $0 | – | -1,389 | – | -0.03% | – |
| OPB | Exit | OPUS BK IRVINE CALIF | $0 | – | -8,545 | – | -0.03% | – |
| SFE | Exit | SAFEGUARD SCIENTIFICS INC | $0 | – | -14,380 | – | -0.03% | – |
| BV | Exit | BAZAARVOICE INC | $0 | – | -35,800 | – | -0.03% | – |
| OII | Exit | OCEANEERING INTL INC | $0 | – | -4,050 | – | -0.03% | – |
| CMI | Exit | CUMMINS INC | $0 | – | -2,030 | – | -0.03% | – |
| ENTR | Exit | ENTROPIC COMMUNICATIONS INC | $0 | – | -98,730 | – | -0.03% | – |
| BMRN | Exit | BIOMARIN PHARMACEUTICAL INC | $0 | – | -3,750 | – | -0.03% | – |
| COP | Exit | CONOCOPHILLIPS | $0 | – | -3,552 | – | -0.03% | – |
| CVGI | Exit | COMMERCIAL VEH GROUP INC | $0 | – | -44,500 | – | -0.03% | – |
| IWM | Exit | ISHARES TRrussell 2000 etf | $0 | – | -2,535 | – | -0.03% | – |
| PTEN | Exit | PATTERSON UTI ENERGY INC | $0 | – | -8,400 | – | -0.03% | – |
| Exit | CHESAPEAKE ENERGY CORPnote 2.500% 5/1 | $0 | – | -275,000 | – | -0.03% | – | |
| PPG | Exit | PPG INDS INC | $0 | – | -1,420 | – | -0.03% | – |
| ARAY | Exit | ACCURAY INC | $0 | – | -37,425 | – | -0.03% | – |
| IWO | Exit | ISHARES TRrus 2000 grw etf | $0 | – | -2,225 | – | -0.03% | – |
| IOC | Exit | INTEROIL CORP | $0 | – | -5,335 | – | -0.03% | – |
| TAST | Exit | CARROLS RESTAURANT GROUP INC | $0 | – | -40,175 | – | -0.03% | – |
| DIOD | Exit | DIODES INC | $0 | – | -11,900 | – | -0.03% | – |
| LRCX | Exit | LAM RESEARCH CORP | $0 | – | -3,917 | – | -0.03% | – |
| HK | Exit | HALCON RES CORP | $0 | – | -72,600 | – | -0.03% | – |
| ABT | Exit | ABBOTT LABS | $0 | – | -6,984 | – | -0.03% | – |
| UNP | Exit | UNION PAC CORP | $0 | – | -2,608 | – | -0.03% | – |
| CASLQ | Exit | CASTLE A M & CO | $0 | – | -35,175 | – | -0.03% | – |
| MDLZ | Exit | MONDELEZ INTL INCcl a | $0 | – | -8,513 | – | -0.03% | – |
| POWR | Exit | POWERSECURE INTL INC | $0 | – | -31,430 | – | -0.03% | – |
| AMG | Exit | AFFILIATED MANAGERS GROUP | $0 | – | -1,488 | – | -0.03% | – |
| HHC | Exit | HOWARD HUGHES CORP | $0 | – | -2,000 | – | -0.03% | – |
| AMZN | Exit | AMAZON COM INC | $0 | – | -932 | – | -0.03% | – |
| ALB | Exit | ALBEMARLE CORP | $0 | – | -5,150 | – | -0.03% | – |
| SSNI | Exit | SILVER SPRING NETWORKS INC | $0 | – | -31,640 | – | -0.03% | – |
| PH | Exit | PARKER HANNIFIN CORP | $0 | – | -2,801 | – | -0.03% | – |
| FB | Exit | FACEBOOK INCcl a | $0 | – | -4,051 | – | -0.03% | – |
| HY | Exit | HYSTER YALE MATLS HANDLING Icl a | $0 | – | -4,440 | – | -0.03% | – |
| DFS | Exit | DISCOVER FINL SVCS | $0 | – | -4,860 | – | -0.03% | – |
| NESCQ | Exit | NUVERRA ENVIRONMENTAL SOLUTI | $0 | – | -21,705 | – | -0.03% | – |
| CSU | Exit | CAPITAL SR LIVING CORP | $0 | – | -15,070 | – | -0.03% | – |
| WMT | Exit | WAL-MART STORES INC | $0 | – | -4,286 | – | -0.03% | – |
| URI | Exit | UNITED RENTALS INC | $0 | – | -2,947 | – | -0.03% | – |
| BUD | Exit | ANHEUSER BUSCH INBEV SA/NVsponsored adr | $0 | – | -2,996 | – | -0.03% | – |
| MAN | Exit | MANPOWERGROUP INC | $0 | – | -4,608 | – | -0.03% | – |
| PERI | Exit | PERION NETWORK LTD | $0 | – | -58,534 | – | -0.03% | – |
| ZION | Exit | ZIONS BANCORPORATION | $0 | – | -11,300 | – | -0.03% | – |
| JAKK | Exit | JAKKS PAC INC | $0 | – | -45,795 | – | -0.03% | – |
| PM | Exit | PHILIP MORRIS INTL INC | $0 | – | -3,913 | – | -0.03% | – |
| Exit | WORKDAY INCnote 0.750% 7/1 | $0 | – | -293,000 | – | -0.03% | – | |
| ARRY | Exit | ARRAY BIOPHARMA INC | $0 | – | -96,590 | – | -0.03% | – |
| BAS | Exit | BASIC ENERGY SVCS INC NEW | $0 | – | -16,135 | – | -0.03% | – |
| BIIB | Exit | BIOGEN IDEC INC | $0 | – | -1,056 | – | -0.03% | – |
| XCRA | Exit | XCERRA CORP | $0 | – | -35,150 | – | -0.03% | – |
| REXR | Exit | REXFORD INDL RLTY INC | $0 | – | -26,000 | – | -0.04% | – |
| MRVL | Exit | MARVELL TECHNOLOGY GROUP LTDord | $0 | – | -26,450 | – | -0.04% | – |
| ICE | Exit | INTERCONTINENTAL EXCHANGE IN | $0 | – | -1,825 | – | -0.04% | – |
| HUN | Exit | HUNTSMAN CORP | $0 | – | -13,693 | – | -0.04% | – |
| YRCW | Exit | YRC WORLDWIDE INC | $0 | – | -17,950 | – | -0.04% | – |
| AET | Exit | AETNA INC NEW | $0 | – | -4,485 | – | -0.04% | – |
| ENT | Exit | GLOBAL EAGLE ENTMT INC | $0 | – | -33,250 | – | -0.04% | – |
| KTOS | Exit | KRATOS DEFENSE & SEC SOLUTIO | $0 | – | -56,960 | – | -0.04% | – |
| AXP | Exit | AMERICAN EXPRESS CO | $0 | – | -4,186 | – | -0.04% | – |
| MLU | Exit | METLIFE INCunit 99/99/9999 | $0 | – | -11,992 | – | -0.04% | – |
| CSCO | Exit | CISCO SYS INC | $0 | – | -14,633 | – | -0.04% | – |
| Exit | PRICELINE GRP INCnote 1.250% 3/1 | $0 | – | -98,000 | – | -0.04% | – | |
| CSTM | Exit | CONSTELLIUM NVcl a | $0 | – | -15,475 | – | -0.04% | – |
| HAWK | Exit | BLACKHAWK NETWORK HLDGS INCcl a | $0 | – | -11,855 | – | -0.04% | – |
| UNH | Exit | UNITEDHEALTH GROUP INC | $0 | – | -4,336 | – | -0.04% | – |
| FORM | Exit | FORMFACTOR INC | $0 | – | -52,530 | – | -0.04% | – |
| QCOM | Exit | QUALCOMM INC | $0 | – | -5,010 | – | -0.04% | – |
| SSH | Exit | SUNSHINE HEART INC | $0 | – | -67,485 | – | -0.04% | – |
| PCLN | Exit | PRICELINE GRP INC | $0 | – | -336 | – | -0.04% | – |
| TWX | Exit | TIME WARNER INC | $0 | – | -5,145 | – | -0.04% | – |
| DIS | Exit | DISNEY WALT CO | $0 | – | -4,452 | – | -0.04% | – |
| INAP | Exit | INTERNAP NETWORK SVCS CORP | $0 | – | -57,830 | – | -0.04% | – |
| GM | Exit | GENERAL MTRS CO | $0 | – | -12,637 | – | -0.04% | – |
| UCTT | Exit | ULTRA CLEAN HLDGS INC | $0 | – | -46,258 | – | -0.04% | – |
| CBB | Exit | CINCINNATI BELL INC NEW | $0 | – | -120,280 | – | -0.04% | – |
| PRU | Exit | PRUDENTIAL FINL INC | $0 | – | -4,675 | – | -0.04% | – |
| HPQ | Exit | HEWLETT PACKARD CO | $0 | – | -11,650 | – | -0.04% | – |
| INTC | Exit | INTEL CORP | $0 | – | -12,175 | – | -0.04% | – |
| Exit | STANDARD PAC CORP NEWnote 1.250% 8/0 | $0 | – | -370,000 | – | -0.04% | – | |
| EBF | Exit | ENNIS INC | $0 | – | -31,745 | – | -0.04% | – |
| PEP | Exit | PEPSICO INC | $0 | – | -4,520 | – | -0.04% | – |
| HD | Exit | HOME DEPOT INC | $0 | – | -4,663 | – | -0.04% | – |
| APA | Exit | APACHE CORP | $0 | – | -4,622 | – | -0.04% | – |
| VIAB | Exit | VIACOM INC NEWcl b | $0 | – | -5,638 | – | -0.04% | – |
| BRKB | Exit | BERKSHIRE HATHAWAY INC DELcl b new | $0 | – | -3,109 | – | -0.04% | – |
| MHGC | Exit | MORGANS HOTEL GROUP CO | $0 | – | -54,125 | – | -0.04% | – |
| VTSS | Exit | VITESSE SEMICONDUCTOR CORP | $0 | – | -122,460 | – | -0.04% | – |
| Exit | BIOMARIN PHARMACEUTICAL INCnote 0.750%10/1 | $0 | – | -413,000 | – | -0.04% | – | |
| LEA | Exit | LEAR CORP | $0 | – | -5,277 | – | -0.04% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -11,589 | – | -0.04% | – |
| Exit | SUNPOWER CORPdbcv 0.750% 6/0 | $0 | – | -305,000 | – | -0.04% | – | |
| VLO | Exit | VALERO ENERGY CORP NEW | $0 | – | -9,983 | – | -0.04% | – |
| LJPC | Exit | LA JOLLA PHARMACEUTICAL CO | $0 | – | -48,870 | – | -0.05% | – |
| Exit | NUVASIVE INCnote 2.750% 7/0 | $0 | – | -421,000 | – | -0.05% | – | |
| HII | Exit | HUNTINGTON INGALLS INDS INC | $0 | – | -4,495 | – | -0.05% | – |
| MXL | Exit | MAXLINEAR INCcl a | $0 | – | -67,849 | – | -0.05% | – |
| CYNO | Exit | CYNOSURE INCcl a | $0 | – | -22,695 | – | -0.05% | – |
| Exit | BROOKDALE SR LIVING INCnote 2.750% 6/1 | $0 | – | -382,000 | – | -0.05% | – | |
| BAC | Exit | BANK AMER CORP | $0 | – | -28,813 | – | -0.05% | – |
| ETN | Exit | EATON CORP PLC | $0 | – | -7,693 | – | -0.05% | – |
| TXN | Exit | TEXAS INSTRS INC | $0 | – | -10,427 | – | -0.05% | – |
| MYL | Exit | MYLAN INC | $0 | – | -10,885 | – | -0.05% | – |
| MWA | Exit | MUELLER WTR PRODS INC | $0 | – | -59,868 | – | -0.05% | – |
| KEYW | Exit | KEYW HLDG CORP | $0 | – | -44,164 | – | -0.05% | – |
| KO | Exit | COCA COLA CO | $0 | – | -11,607 | – | -0.05% | – |
| RRD | Exit | DONNELLEY R R & SONS CO | $0 | – | -30,865 | – | -0.05% | – |
| MFG | Exit | MIZUHO FINL GROUP INCsponsored adr | $0 | – | -140,340 | – | -0.05% | – |
| STI | Exit | SUNTRUST BKS INC | $0 | – | -13,191 | – | -0.05% | – |
| EMN | Exit | EASTMAN CHEM CO | $0 | – | -6,483 | – | -0.05% | – |
| STX | Exit | SEAGATE TECHNOLOGY PLC | $0 | – | -9,101 | – | -0.05% | – |
| FL | Exit | FOOT LOCKER INC | $0 | – | -9,420 | – | -0.05% | – |
| CVS | Exit | CVS HEALTH CORP | $0 | – | -6,547 | – | -0.05% | – |
| APC | Exit | ANADARKO PETE CORP | $0 | – | -5,276 | – | -0.05% | – |
| GOOG | Exit | GOOGLE INCcl c | $0 | – | -920 | – | -0.05% | – |
| MET | Exit | METLIFE INC | $0 | – | -10,104 | – | -0.05% | – |
| AIG | Exit | AMERICAN INTL GROUP INC | $0 | – | -9,994 | – | -0.05% | – |
| EPRPRC | Exit | EPR PPTYSpfd c cnv 5.75% | $0 | – | -25,000 | – | -0.05% | – |
| BANC | Exit | BANC CALIF INC | $0 | – | -46,600 | – | -0.05% | – |
| MRK | Exit | MERCK & CO INC NEW | $0 | – | -9,334 | – | -0.05% | – |
| TJX | Exit | TJX COS INC NEW | $0 | – | -9,564 | – | -0.06% | – |
| KBIO | Exit | KALOBIOS PHARMACEUTICALS INC | $0 | – | -360,440 | – | -0.06% | – |
| AMGN | Exit | AMGEN INC | $0 | – | -4,040 | – | -0.06% | – |
| HAL | Exit | HALLIBURTON CO | $0 | – | -8,854 | – | -0.06% | – |
| BCS | Exit | BARCLAYS PLCadr | $0 | – | -38,875 | – | -0.06% | – |
| EVC | Exit | ENTRAVISION COMMUNICATIONS Ccl a | $0 | – | -147,341 | – | -0.06% | – |
| CGIX | Exit | CANCER GENETICS INC | $0 | – | -64,463 | – | -0.06% | – |
| T | Exit | AT&T INC | $0 | – | -16,667 | – | -0.06% | – |
| GILD | Exit | GILEAD SCIENCES INC | $0 | – | -5,572 | – | -0.06% | – |
| WFC | Exit | WELLS FARGO & CO NEW | $0 | – | -11,490 | – | -0.06% | – |
| REM | Exit | ISHARESmrg rl es cp etf | $0 | – | -50,925 | – | -0.06% | – |
| DAL | Exit | DELTA AIR LINES INC DEL | $0 | – | -17,014 | – | -0.06% | – |
| PG | Exit | PROCTER & GAMBLE CO | $0 | – | -7,433 | – | -0.06% | – |
| MBI | Exit | MBIA INC | $0 | – | -67,666 | – | -0.06% | – |
| FDX | Exit | FEDEX CORP | $0 | – | -3,926 | – | -0.06% | – |
| V | Exit | VISA INC | $0 | – | -2,973 | – | -0.06% | – |
| ARCC | Exit | ARES CAP CORP | $0 | – | -40,565 | – | -0.06% | – |
| SLB | Exit | SCHLUMBERGER LTD | $0 | – | -6,482 | – | -0.06% | – |
| AGG | Exit | ISHARES TRcore us aggbd et | $0 | – | -6,010 | – | -0.06% | – |
| DOW | Exit | DOW CHEM CO | $0 | – | -12,585 | – | -0.06% | – |
| FOXA | Exit | TWENTY FIRST CENTY FOX INCcl a | $0 | – | -19,662 | – | -0.07% | – |
| RPXC | Exit | RPX CORP | $0 | – | -48,791 | – | -0.07% | – |
| CIMT | Exit | CIMATRON LTDord | $0 | – | -111,030 | – | -0.07% | – |
| L | Exit | LOEWS CORP | $0 | – | -16,540 | – | -0.07% | – |
| RTK | Exit | RENTECH INC | $0 | – | -404,745 | – | -0.07% | – |
| DHI | Exit | D R HORTON INC | $0 | – | -33,765 | – | -0.07% | – |
| ABBV | Exit | ABBVIE INC | $0 | – | -12,154 | – | -0.07% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -14,174 | – | -0.07% | – |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -5,896 | – | -0.07% | – |
| OXY | Exit | OCCIDENTAL PETE CORP DEL | $0 | – | -7,469 | – | -0.07% | – |
| ECOM | Exit | CHANNELADVISOR CORP | $0 | – | -44,350 | – | -0.07% | – |
| MCK | Exit | MCKESSON CORP | $0 | – | -3,747 | – | -0.07% | – |
| MA | Exit | MASTERCARD INCcl a | $0 | – | -9,781 | – | -0.07% | – |
| BA | Exit | BOEING CO | $0 | – | -5,741 | – | -0.07% | – |
| COWN | Exit | COWEN GROUP INC NEWcl a | $0 | – | -196,790 | – | -0.07% | – |
| Exit | ALZA CORPsdcv 7/2 | $0 | – | -504,000 | – | -0.07% | – | |
| CELG | Exit | CELGENE CORP | $0 | – | -7,887 | – | -0.07% | – |
| LYB | Exit | LYONDELLBASELL INDUSTRIES N | $0 | – | -7,154 | – | -0.08% | – |
| EWU | Exit | ISHARES TRmsci utd kngdm | $0 | – | -40,550 | – | -0.08% | – |
| Exit | RAYONIER TRS HLDGS INCnote 4.500% 8/1 | $0 | – | -598,000 | – | -0.08% | – | |
| IP | Exit | INTL PAPER CO | $0 | – | -16,956 | – | -0.08% | – |
| IYR | Exit | ISHARES TRu.s. real es etf | $0 | – | -11,751 | – | -0.08% | – |
| Exit | ARES CAP CORPnote 5.125% 6/0 | $0 | – | -779,000 | – | -0.08% | – | |
| Exit | HOLOGIC INCdebt 2.000% 3/0 | $0 | – | -830,000 | – | -0.08% | – | |
| IVZ | Exit | INVESCO LTD | $0 | – | -22,232 | – | -0.09% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -19,719 | – | -0.09% | – |
| KMB | Exit | KIMBERLY CLARK CORP | $0 | – | -8,685 | – | -0.09% | – |
| CBS | Exit | CBS CORP NEWcl b | $0 | – | -17,508 | – | -0.09% | – |
| AAL | Exit | AMERICAN AIRLS GROUP INC | $0 | – | -29,158 | – | -0.10% | – |
| Exit | TEVA PHARMACEUTICAL FIN LLCdbcv 0.250% 2/0 | $0 | – | -824,000 | – | -0.10% | – | |
| PFE | Exit | PFIZER INC | $0 | – | -35,600 | – | -0.10% | – |
| Exit | LABORATORY CORP AMER HLDGSnote 9/1 | $0 | – | -840,000 | – | -0.11% | – | |
| COF | Exit | CAPITAL ONE FINL CORP | $0 | – | -14,379 | – | -0.11% | – |
| XLU | Exit | SELECT SECTOR SPDR TRsbi int-utils | $0 | – | -28,244 | – | -0.12% | – |
| CMCSA | Exit | COMCAST CORP NEWcl a | $0 | – | -22,986 | – | -0.12% | – |
| Exit | ENDO HEALTH SOLUTIONS INCnote 1.750% 4/1 | $0 | – | -532,000 | – | -0.12% | – | |
| Exit | JANUS CAP GROUP INCnote 0.750% 7/1 | $0 | – | -897,000 | – | -0.12% | – | |
| XOM | Exit | EXXON MOBIL CORP | $0 | – | -13,669 | – | -0.12% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -12,442 | – | -0.13% | – |
| Exit | EQUINIX INCnote 3.000%10/1 | $0 | – | -731,000 | – | -0.14% | – | |
| C | Exit | CITIGROUP INC | $0 | – | -27,305 | – | -0.14% | – |
| Exit | ICONIX BRAND GROUP INCnote 1.500% 3/1 | $0 | – | -1,153,000 | – | -0.14% | – | |
| Exit | HEALTH CARE REIT INCnote 3.000%12/0 | $0 | – | -1,276,000 | – | -0.15% | – | |
| Exit | UNITED THERAPEUTICS CORP DELnote 1.000% 9/1 | $0 | – | -599,000 | – | -0.16% | – | |
| Exit | DANAHER CORP DELnote 1/2 | $0 | – | -754,000 | – | -0.16% | – | |
| GE | Exit | GENERAL ELECTRIC CO | $0 | – | -66,316 | – | -0.17% | – |
| AMTPRA | Exit | AMERICAN TOWER CORP NEWpfd conv ser a | $0 | – | -15,775 | – | -0.17% | – |
| Exit | CADENCE DESIGN SYSTEM INCnote 2.625% 6/0 | $0 | – | -783,000 | – | -0.17% | – | |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -29,701 | – | -0.18% | – |
| Exit | SEACOR HOLDINGS INCnote 2.500%12/1 | $0 | – | -1,748,000 | – | -0.18% | – | |
| Exit | AIR LEASE CORPnote 3.875%12/0 | $0 | – | -1,388,000 | – | -0.18% | – | |
| Exit | JDS UNIPHASE CORPdbcv 0.625% 8/1 | $0 | – | -1,920,000 | – | -0.19% | – | |
| HBANP | Exit | HUNTINGTON BANCSHARES INCpfd conv ser a | $0 | – | -1,456 | – | -0.19% | – |
| AAPL | Exit | APPLE INC | $0 | – | -19,324 | – | -0.19% | – |
| WYPRA | Exit | WEYERHAEUSER COpref conv ser a | $0 | – | -36,624 | – | -0.19% | – |
| Exit | UNITED RENTALS INCnote 4.000%11/1 | $0 | – | -199,000 | – | -0.19% | – | |
| Exit | HORNBECK OFFSHORE SVCS INC Nnote 1.500% 9/0 | $0 | – | -2,078,000 | – | -0.20% | – | |
| Exit | RADIAN GROUP INCnote 3.000%11/1 | $0 | – | -1,529,000 | – | -0.21% | – | |
| Exit | PROSPECT CAPITAL CORPORATIONnote 5.750% 3/1 | $0 | – | -2,144,000 | – | -0.22% | – | |
| CCIPRA | Exit | CROWN CASTLE INTL CORPcnv pfd stk sr a | $0 | – | -21,366 | – | -0.22% | – |
| Exit | RTI INTL METALS INCnote 1.625%10/1 | $0 | – | -2,334,000 | – | -0.22% | – | |
| Exit | MEADOWBROOK INS GROUP INCdbcv 5.000% 3/1 | $0 | – | -2,375,000 | – | -0.22% | – | |
| Exit | STARWOOD PPTY TR INCnote 4.000% 1/1 | $0 | – | -2,142,000 | – | -0.23% | – | |
| Exit | GREENBRIER COS INCnote 3.500% 4/0 | $0 | – | -1,154,000 | – | -0.23% | – | |
| Exit | TELEFLEX INCnote 3.875% 8/0 | $0 | – | -1,356,000 | – | -0.23% | – | |
| Exit | FIDELITY NATIONAL FINANCIALnote 4.250% 8/1 | $0 | – | -1,490,000 | – | -0.23% | – | |
| Exit | CALLAWAY GOLF COnote 3.750% 8/1 | $0 | – | -2,150,000 | – | -0.24% | – | |
| GOOGL | Exit | GOOGLE INCcl a | $0 | – | -4,121 | – | -0.24% | – |
| Exit | AMTRUST FINL SVCS INCnote 5.500%12/1 | $0 | – | -1,550,000 | – | -0.24% | – | |
| Exit | ROYAL GOLD INCnote 2.875% 6/1 | $0 | – | -2,371,000 | – | -0.24% | – | |
| Exit | VERINT SYS INCnote 1.500% 6/0 | $0 | – | -2,292,000 | – | -0.24% | – | |
| Exit | MGIC INVT CORP WISnote 2.000% 4/0 | $0 | – | -1,876,000 | – | -0.24% | – | |
| EXCU | Exit | EXELON CORPunit 99/99/9999 | $0 | – | -49,665 | – | -0.25% | – |
| Exit | ILLUMINA INCnote 0.250% 3/1 | $0 | – | -1,327,000 | – | -0.26% | – | |
| Exit | SPIRIT RLTY CAP INC NEWnote 2.875% 5/1 | $0 | – | -2,750,000 | – | -0.26% | – | |
| Exit | UNITED STATES STL CORP NEWnote 2.750% 4/0 | $0 | – | -1,687,000 | – | -0.27% | – | |
| Exit | AKORN INCnote 3.500% 6/0 | $0 | – | -681,000 | – | -0.28% | – | |
| Exit | TESLA MTRS INCnote 1.500% 6/0 | $0 | – | -1,405,000 | – | -0.28% | – | |
| Exit | PACIRA PHARMACEUTICALS INCnote 3.250% 2/0 | $0 | – | -767,000 | – | -0.29% | – | |
| Exit | ARES CAP CORPnote 4.875% 3/1 | $0 | – | -2,889,000 | – | -0.29% | – | |
| Exit | AMERICAN RLTY CAP PPTYS INCnote 3.750%12/1 | $0 | – | -3,072,000 | – | -0.30% | – | |
| Exit | WEBMD HEALTH CORPnote 2.500% 1/3 | $0 | – | -3,133,000 | – | -0.31% | – | |
| Exit | BPZ RESOURCES INCnote 8.500%10/0 | $0 | – | -3,250,000 | – | -0.31% | – | |
| Exit | JARDEN CORPnote 1.875% 9/1 | $0 | – | -2,338,000 | – | -0.31% | – | |
| Exit | CHESAPEAKE ENERGY CORPnote 2.750%11/1 | $0 | – | -3,167,000 | – | -0.31% | – | |
| Exit | TTM TECHNOLOGIES INCnote 1.750%12/1 | $0 | – | -3,300,000 | – | -0.31% | – | |
| Exit | STARWOOD PPTY TR INCnote 4.550% 3/0 | $0 | – | -2,998,000 | – | -0.31% | – | |
| Exit | MOLINA HEALTHCARE INCnote 1.125% 1/1 | $0 | – | -2,733,000 | – | -0.31% | – | |
| Exit | AIRTRAN HLDGS INCnote 5.250%11/0 | $0 | – | -1,311,000 | – | -0.32% | – | |
| UTXPRA | Exit | UNITED TECHNOLOGIES CORPunit 99/99/9999 | $0 | – | -55,318 | – | -0.32% | – |
| Exit | CONCUR TECHNOLOGIES INCnote 0.500% 6/1 | $0 | – | -2,526,000 | – | -0.32% | – | |
| SWU | Exit | STANLEY BLACK & DECKER INCunit 99/99/9999 | $0 | – | -25,557 | – | -0.32% | – |
| Exit | LEVEL 3 COMMUNICATIONS INCnote 7.000% 3/1 | $0 | – | -1,961,000 | – | -0.33% | – | |
| Exit | HELIX ENERGY SOLUTIONS GRP Inote 3.250% 3/1 | $0 | – | -2,899,000 | – | -0.33% | – | |
| Exit | DEVELOPERS DIVERSIFIED RLTYnote 1.750%11/1 | $0 | – | -2,941,000 | – | -0.33% | – | |
| Exit | BIOMARIN PHARMACEUTICAL INCnote 1.500%10/1 | $0 | – | -3,118,000 | – | -0.33% | – | |
| Exit | CONTINENTAL AIRLS INCnote 4.500% 1/1 | $0 | – | -1,396,000 | – | -0.34% | – | |
| Exit | STONE ENERGY CORPnote 1.750% 3/0 | $0 | – | -3,319,000 | – | -0.34% | – | |
| Exit | ON SEMICONDUCTOR CORPnote 2.625%12/1 | $0 | – | -3,143,000 | – | -0.34% | – | |
| Exit | HAWAIIAN HOLDINGS INCnote 5.000% 3/1 | $0 | – | -2,003,000 | – | -0.35% | – | |
| Exit | CHIQUITA BRANDS INTL INCnote 4.250% 8/1 | $0 | – | -3,550,000 | – | -0.35% | – | |
| Exit | ASCENT CAP GROUP INCnote 4.000% 7/1 | $0 | – | -4,000,000 | – | -0.35% | – | |
| Exit | AEGEAN MARINE PETE NETWORK Inote 4.000%11/0 | $0 | – | -3,750,000 | – | -0.36% | – | |
| Exit | COBALT INTL ENERGY INCnote 3.125% 5/1 | $0 | – | -4,099,000 | – | -0.36% | – | |
| Exit | THERAVANCE INCnote 2.125% 1/1 | $0 | – | -4,000,000 | – | -0.37% | – | |
| Exit | MEDIDATA SOLUTIONS INCnote 1.000% 8/0 | $0 | – | -3,500,000 | – | -0.37% | – | |
| Exit | SERVICESOURCE INTL LLCnote 1.500% 8/0 | $0 | – | -5,047,000 | – | -0.37% | – | |
| Exit | ARES CAP CORPnote 5.750% 2/0 | $0 | – | -3,672,000 | – | -0.37% | – | |
| Exit | BRISTOW GROUP INCnote 3.000% 6/1 | $0 | – | -3,581,000 | – | -0.38% | – | |
| Exit | RADIAN GROUP INCnote 2.250% 3/0 | $0 | – | -2,725,000 | – | -0.38% | – | |
| IRDMB | Exit | IRIDIUM COMMUNICATIONS INCperp pfd cnv b | $0 | – | -11,600 | – | -0.38% | – |
| TYFDL | Exit | TYSON FOODS INCunit 99/99/9999 | $0 | – | -79,080 | – | -0.39% | – |
| Exit | STERLITE INDS INDIA LTDnote 4.000%10/3 | $0 | – | -4,000,000 | – | -0.39% | – | |
| IGSB | Exit | ISHARES1-3 yr cr bd etf | $0 | – | -38,395 | – | -0.39% | – |
| Exit | OMNICARE INCnote 3.500% 2/1 | $0 | – | -3,691,000 | – | -0.40% | – | |
| FLOT | Exit | ISHARES TRfltg rate bd etf | $0 | – | -79,812 | – | -0.40% | – |
| RPTPRD | Exit | RAMCO-GERSHENSON PPTYS TRperp pfd-d cv | $0 | – | -67,700 | – | -0.40% | – |
| NEEPRO | Exit | NEXTERA ENERGY INCunit 09/01/2015 | $0 | – | -69,078 | – | -0.40% | – |
| Exit | TESARO INCnote 3.000%10/0 | $0 | – | -4,000,000 | – | -0.41% | – | |
| Exit | CORNERSTONE ONDEMAND INCnote 1.500% 7/0 | $0 | – | -4,225,000 | – | -0.41% | – | |
| Exit | SPECTRANETICS CORPmtnf 2.625% 6/0 | $0 | – | -3,750,000 | – | -0.41% | – | |
| Exit | LAM RESEARCH CORPnote 0.500% 5/1 | $0 | – | -3,336,000 | – | -0.41% | – | |
| Exit | ELECTRONIC ARTS INCnote 0.750% 7/1 | $0 | – | -3,448,000 | – | -0.42% | – | |
| Exit | MERITAGE HOMES CORPnote 1.875% 9/1 | $0 | – | -4,275,000 | – | -0.42% | – | |
| Exit | MGM RESORTS INTERNATIONALnote 4.250% 4/1 | $0 | – | -3,399,000 | – | -0.42% | – | |
| MTCN | Exit | ARCELORMITTAL SA LUXEMBOURGmand cv nt 16 | $0 | – | -203,500 | – | -0.42% | – |
| Exit | LIBERTY INTERACTIVE LLCdeb 0.750% 3/3 | $0 | – | -3,386,000 | – | -0.43% | – | |
| Exit | FORESTAR GROUP INCnote 3.750% 3/0 | $0 | – | -4,378,000 | – | -0.44% | – | |
| DCUA | Exit | DOMINION RES INC VA NEWunit 04/01/2013 | $0 | – | -83,239 | – | -0.45% | – |
| Exit | B2GOLD CORPnote 3.250%10/0 | $0 | – | -5,000,000 | – | -0.46% | – | |
| Exit | BOTTOMLINE TECH DEL INCnote 1.500%12/0 | $0 | – | -4,300,000 | – | -0.47% | – | |
| Exit | GT ADVANCED TECHNOLOGIES INCnote 3.000%12/1 | $0 | – | -4,275,000 | – | -0.47% | – | |
| Exit | CUBIST PHARMACEUTICALS INCnote 1.125% 9/0 | $0 | – | -4,647,000 | – | -0.49% | – | |
| Exit | MICRON TECHNOLOGY INCnote 1.625% 2/1 | $0 | – | -1,631,000 | – | -0.50% | – | |
| Exit | RPM INTL INCnote 2.250%12/1 | $0 | – | -4,581,000 | – | -0.50% | – | |
| Exit | PHH CORPnote 6.000% 6/1 | $0 | – | -2,705,000 | – | -0.50% | – | |
| Exit | AMAG PHARMACEUTICALS INCnote 2.500% 2/1 | $0 | – | -3,875,000 | – | -0.51% | – | |
| Exit | DEPOMED INCnote 2.500% 9/0 | $0 | – | -5,000,000 | – | -0.51% | – | |
| Exit | HORSEHEAD HLDG CORPnote 3.800% 7/0 | $0 | – | -4,250,000 | – | -0.53% | – | |
| Exit | HOLOGIC INCfrnt 2.000%12/1 | $0 | – | -4,680,000 | – | -0.54% | – | |
| Exit | ALLSCRIPTS HEALTHCARE SOLUTNnote 1.250% 7/0 | $0 | – | -5,500,000 | – | -0.54% | – | |
| Exit | COBALT INTL ENERGY INCnote 2.625%12/0 | $0 | – | -7,000,000 | – | -0.56% | – | |
| Exit | PROLOGISnote 3.250% 3/1 | $0 | – | -5,578,000 | – | -0.57% | – | |
| Exit | MEDICINES COdbcv 1.375% 6/0 | $0 | – | -5,651,000 | – | -0.58% | – | |
| Exit | CEMEX SAB DE CVnote 3.750% 3/1 | $0 | – | -4,250,000 | – | -0.61% | – | |
| Exit | CUBIST PHARMACEUTICALS INCnote 2.500%11/0 | $0 | – | -2,700,000 | – | -0.61% | – | |
| Exit | WEB COM GROUP INCnote 1.000% 8/1 | $0 | – | -7,000,000 | – | -0.62% | – | |
| Exit | SALIX PHARMACEUTICALS INCnote 1.500% 3/1 | $0 | – | -2,672,000 | – | -0.63% | – | |
| Exit | GENERAL CABLE CORP DEL NEWfrnt 4.500%11/1 | $0 | – | -9,550,000 | – | -0.63% | – | |
| Exit | ICONIX BRAND GROUP INCnote 2.500% 6/0 | $0 | – | -5,611,000 | – | -0.69% | – | |
| Exit | TESLA MTRS INCnote 0.250% 3/0 | $0 | – | -7,513,000 | – | -0.70% | – | |
| Exit | WRIGHT MED GROUP INCnote 2.000% 8/1 | $0 | – | -5,363,000 | – | -0.70% | – | |
| Exit | CIENA CORPdebt 4.000%12/1 | $0 | – | -6,000,000 | – | -0.70% | – | |
| Exit | OLD REP INTL CORPnote 3.750% 3/1 | $0 | – | -6,195,000 | – | -0.71% | – | |
| Exit | MACQUARIE INFRASTR CO LLCnote 2.875% 7/1 | $0 | – | -6,850,000 | – | -0.74% | – | |
| Exit | SALESFORCE COM INCnote 0.250% 4/0 | $0 | – | -6,987,000 | – | -0.76% | – | |
| Exit | VIPSHOP HLDGS LTDnote 1.500% 3/1 | $0 | – | -6,638,000 | – | -0.77% | – | |
| AAPRB | Exit | ALCOA INC | $0 | – | -159,650 | – | -0.78% | – |
| Exit | DEALERTRACK TECHNOLOGIES INCnote 1.500% 3/1 | $0 | – | -6,225,000 | – | -0.79% | – | |
| Exit | OMNICARE INCdbcv 3.250%12/1 | $0 | – | -7,922,000 | – | -0.80% | – | |
| Exit | XILINX INCnote 2.625% 6/1 | $0 | – | -5,550,000 | – | -0.80% | – | |
| Exit | WALTER INVT MGMT CORPnote 4.500%11/0 | $0 | – | -10,250,000 | – | -0.82% | – | |
| Exit | SPANSION LLCnote 2.000% 9/0 | $0 | – | -4,850,000 | – | -0.83% | – | |
| Exit | PRICELINE GRP INCnote 0.350% 6/1 | $0 | – | -7,650,000 | – | -0.83% | – | |
| Exit | WORKDAY INCnote 1.500% 7/1 | $0 | – | -7,150,000 | – | -0.86% | – | |
| KEYPRG | Exit | KEYCORP NEWpfd 7.75% sr a | $0 | – | -68,616 | – | -0.87% | – |
| Exit | LAM RESEARCH CORPnote 1.250% 5/1 | $0 | – | -6,753,000 | – | -0.89% | – | |
| Exit | MYLAN INCnote 3.750% 9/1 | $0 | – | -2,691,000 | – | -0.90% | – | |
| Exit | MERITOR INCnote 7.875% 3/0 | $0 | – | -6,542,000 | – | -0.92% | – | |
| Exit | NEWPARK RES INCnote 4.000%10/0 | $0 | – | -7,125,000 | – | -0.92% | – | |
| Exit | SOLARCITY CORPnote 2.750%11/0 | $0 | – | -7,974,000 | – | -0.93% | – | |
| Exit | ENCORE CAP GROUP INCnote 3.000% 7/0 | $0 | – | -8,407,000 | – | -0.93% | – | |
| Exit | WESCO INTL INCdbcv 6.000% 9/1 | $0 | – | -3,469,000 | – | -0.94% | – | |
| Exit | FORD MTR CO DELnote 4.250%11/1 | $0 | – | -5,764,000 | – | -0.96% | – | |
| Exit | INTEL CORPsdcv 2.950%12/1 | $0 | – | -7,786,000 | – | -0.97% | – | |
| Exit | TAKE-TWO INTERACTIVE SOFTWARnote 1.750%12/0 | $0 | – | -7,617,000 | – | -0.99% | – | |
| Exit | WELLS FARGO & COmtnf 0.125% 3/1 | $0 | – | -11,475,000 | – | -1.10% | – | |
| Exit | STILLWATER MNG COnote 1.750%10/1 | $0 | – | -8,923,000 | – | -1.11% | – | |
| HCNPRI | Exit | HEALTH CARE REIT INCpfd per con i | $0 | – | -203,182 | – | -1.13% | – |
| Exit | TESLA MTRS INCnote 1.250% 3/0 | $0 | – | -12,250,000 | – | -1.14% | – | |
| Exit | SANDISK CORPnote 1.500% 8/1 | $0 | – | -6,541,000 | – | -1.23% | – | |
| Exit | FOREST CITY ENTERPRISES INCnote 4.250% 8/1 | $0 | – | -12,139,000 | – | -1.30% | – | |
| BACPRL | Exit | BANK AMER CORP7.25%cnv pfd l | $0 | – | -12,771 | – | -1.43% | – |
| Exit | MICROCHIP TECHNOLOGY INCsdcv 2.125%12/1 | $0 | – | -7,964,000 | – | -1.44% | – | |
| WFCPRL | Exit | WELLS FARGO & CO NEWperp pfd cnv a | $0 | – | -12,519 | – | -1.47% | – |
| Exit | MICRON TECHNOLOGY INCnote 3.000%11/1 | $0 | – | -13,352,000 | – | -1.71% | – | |
| Exit | PRICELINE GRP INCdebt 1.000% 3/1 | $0 | – | -13,410,000 | – | -1.76% | – | |
| Exit | NOVELLUS SYS INCnote 2.625% 5/1 | $0 | – | -8,966,000 | – | -1.91% | – | |
| Exit | WELLPOINT INCnote 2.750%10/1 | $0 | – | -12,876,000 | – | -2.08% | – | |
| Exit | INTEL CORPsdcv 3.250% 8/0 | $0 | – | -18,965,000 | – | -3.10% | – | |
| Exit | GILEAD SCIENCES INCnote 1.625% 5/0 | $0 | – | -7,900,000 | – | -3.60% | – | |
| SPY | Exit | SPDR S&P 500 ETF TRtr unit | $0 | – | -235,946 | – | -4.54% | – |
Q3 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SPY | Sell | SPDR S&P 500 ETF TRtr unit | $46,486,000 | -27.8% | 235,946 | -28.2% | 4.54% | -27.2% |
| Sell | GILEAD SCIENCES INCnote 1.625% 5/0 | $36,886,000 | +25.9% | 7,900,000 | -1.7% | 3.60% | +26.7% | |
| New | INTEL CORPsdcv 3.250% 8/0 | $31,802,000 | – | 18,965,000 | – | 3.10% | – | |
| Buy | WELLPOINT INCnote 2.750%10/1 | $21,334,000 | +16.6% | 12,876,000 | +7.8% | 2.08% | +17.4% | |
| Sell | NOVELLUS SYS INCnote 2.625% 5/1 | $19,540,000 | -1.3% | 8,966,000 | -8.3% | 1.91% | -0.6% | |
| New | PRICELINE GRP INCdebt 1.000% 3/1 | $18,046,000 | – | 13,410,000 | – | 1.76% | – | |
| New | MICRON TECHNOLOGY INCnote 3.000%11/1 | $17,557,000 | – | 13,352,000 | – | 1.71% | – | |
| WFCPRL | Buy | WELLS FARGO & CO NEWperp pfd cnv a | $15,055,000 | +45.7% | 12,519 | +47.0% | 1.47% | +46.8% |
| New | MICROCHIP TECHNOLOGY INCsdcv 2.125%12/1 | $14,777,000 | – | 7,964,000 | – | 1.44% | – | |
| BACPRL | Buy | BANK AMER CORP7.25%cnv pfd l | $14,642,000 | +16.6% | 12,771 | +18.7% | 1.43% | +17.4% |
| Buy | FOREST CITY ENTERPRISES INCnote 4.250% 8/1 | $13,329,000 | +0.1% | 12,139,000 | +3.0% | 1.30% | +0.9% | |
| Sell | SANDISK CORPnote 1.500% 8/1 | $12,579,000 | -20.5% | 6,541,000 | -15.3% | 1.23% | -20.0% | |
| Buy | TESLA MTRS INCnote 1.250% 3/0 | $11,636,000 | +2.4% | 12,250,000 | +4.3% | 1.14% | +3.2% | |
| HCNPRI | Sell | HEALTH CARE REIT INCpfd per con i | $11,614,000 | -17.9% | 203,182 | -17.0% | 1.13% | -17.3% |
| Sell | STILLWATER MNG COnote 1.750%10/1 | $11,381,000 | -29.4% | 8,923,000 | -18.7% | 1.11% | -28.9% | |
| New | WELLS FARGO & COmtnf 0.125% 3/1 | $11,249,000 | – | 11,475,000 | – | 1.10% | – | |
| Sell | TAKE-TWO INTERACTIVE SOFTWARnote 1.750%12/0 | $10,123,000 | -15.2% | 7,617,000 | -16.5% | 0.99% | -14.6% | |
| New | INTEL CORPsdcv 2.950%12/1 | $9,908,000 | – | 7,786,000 | – | 0.97% | – | |
| Buy | FORD MTR CO DELnote 4.250%11/1 | $9,880,000 | -3.0% | 5,764,000 | +13.1% | 0.96% | -2.3% | |
| New | WESCO INTL INCdbcv 6.000% 9/1 | $9,656,000 | – | 3,469,000 | – | 0.94% | – | |
| New | ENCORE CAP GROUP INCnote 3.000% 7/0 | $9,564,000 | – | 8,407,000 | – | 0.93% | – | |
| Sell | SOLARCITY CORPnote 2.750%11/0 | $9,529,000 | -23.2% | 7,974,000 | -10.6% | 0.93% | -22.6% | |
| Sell | NEWPARK RES INCnote 4.000%10/0 | $9,445,000 | -9.0% | 7,125,000 | -8.1% | 0.92% | -8.4% | |
| Sell | MERITOR INCnote 7.875% 3/0 | $9,392,000 | -31.5% | 6,542,000 | -23.2% | 0.92% | -31.0% | |
| Buy | MYLAN INCnote 3.750% 9/1 | $9,190,000 | +3.5% | 2,691,000 | +17.5% | 0.90% | +4.2% | |
| Buy | LAM RESEARCH CORPnote 1.250% 5/1 | $9,094,000 | +14.0% | 6,753,000 | +15.7% | 0.89% | +14.9% | |
| KEYPRG | Sell | KEYCORP NEWpfd 7.75% sr a | $8,952,000 | -7.6% | 68,616 | -7.9% | 0.87% | -6.9% |
| New | WORKDAY INCnote 1.500% 7/1 | $8,818,000 | – | 7,150,000 | – | 0.86% | – | |
| Buy | PRICELINE GRP INCnote 0.350% 6/1 | $8,513,000 | +0.9% | 7,650,000 | +7.5% | 0.83% | +1.6% | |
| New | SPANSION LLCnote 2.000% 9/0 | $8,476,000 | – | 4,850,000 | – | 0.83% | – | |
| Buy | WALTER INVT MGMT CORPnote 4.500%11/0 | $8,355,000 | -0.4% | 10,250,000 | +12.6% | 0.82% | +0.4% | |
| Buy | XILINX INCnote 2.625% 6/1 | $8,217,000 | -3.6% | 5,550,000 | +7.9% | 0.80% | -2.9% | |
| New | OMNICARE INCdbcv 3.250%12/1 | $8,211,000 | – | 7,922,000 | – | 0.80% | – | |
| Sell | DEALERTRACK TECHNOLOGIES INCnote 1.500% 3/1 | $8,061,000 | -14.0% | 6,225,000 | -11.1% | 0.79% | -13.4% | |
| AAPRB | New | ALCOA INC | $7,956,000 | – | 159,650 | – | 0.78% | – |
| Sell | VIPSHOP HLDGS LTDnote 1.500% 3/1 | $7,853,000 | -9.8% | 6,638,000 | -10.3% | 0.77% | -9.1% | |
| Sell | SALESFORCE COM INCnote 0.250% 4/0 | $7,791,000 | -5.0% | 6,987,000 | -2.2% | 0.76% | -4.3% | |
| New | MACQUARIE INFRASTR CO LLCnote 2.875% 7/1 | $7,594,000 | – | 6,850,000 | – | 0.74% | – | |
| Sell | OLD REP INTL CORPnote 3.750% 3/1 | $7,252,000 | -16.2% | 6,195,000 | -11.0% | 0.71% | -15.6% | |
| New | CIENA CORPdebt 4.000%12/1 | $7,181,000 | – | 6,000,000 | – | 0.70% | – | |
| Sell | WRIGHT MED GROUP INCnote 2.000% 8/1 | $7,163,000 | -17.3% | 5,363,000 | -15.1% | 0.70% | -16.7% | |
| Buy | TESLA MTRS INCnote 0.250% 3/0 | $7,141,000 | +1.0% | 7,513,000 | +3.5% | 0.70% | +1.8% | |
| Sell | ICONIX BRAND GROUP INCnote 2.500% 6/0 | $7,076,000 | -21.0% | 5,611,000 | -9.3% | 0.69% | -20.4% | |
| New | GENERAL CABLE CORP DEL NEWfrnt 4.500%11/1 | $6,494,000 | – | 9,550,000 | – | 0.63% | – | |
| Buy | SALIX PHARMACEUTICALS INCnote 1.500% 3/1 | $6,463,000 | +24.3% | 2,672,000 | +0.9% | 0.63% | +25.0% | |
| New | WEB COM GROUP INCnote 1.000% 8/1 | $6,396,000 | – | 7,000,000 | – | 0.62% | – | |
| Sell | CUBIST PHARMACEUTICALS INCnote 2.500%11/0 | $6,290,000 | -33.6% | 2,700,000 | -30.2% | 0.61% | -33.1% | |
| Sell | CEMEX SAB DE CVnote 3.750% 3/1 | $6,254,000 | -45.0% | 4,250,000 | -43.3% | 0.61% | -44.6% | |
| New | MEDICINES COdbcv 1.375% 6/0 | $5,993,000 | – | 5,651,000 | – | 0.58% | – | |
| Buy | PROLOGISnote 3.250% 3/1 | $5,862,000 | -0.9% | 5,578,000 | +5.5% | 0.57% | -0.2% | |
| New | COBALT INTL ENERGY INCnote 2.625%12/0 | $5,797,000 | – | 7,000,000 | – | 0.56% | – | |
| New | ALLSCRIPTS HEALTHCARE SOLUTNnote 1.250% 7/0 | $5,564,000 | – | 5,500,000 | – | 0.54% | – | |
| New | HOLOGIC INCfrnt 2.000%12/1 | $5,560,000 | – | 4,680,000 | – | 0.54% | – | |
| New | DEPOMED INCnote 2.500% 9/0 | $5,269,000 | – | 5,000,000 | – | 0.51% | – | |
| Buy | AMAG PHARMACEUTICALS INCnote 2.500% 2/1 | $5,198,000 | +99.5% | 3,875,000 | +58.2% | 0.51% | +101.2% | |
| Sell | PHH CORPnote 6.000% 6/1 | $5,152,000 | -12.0% | 2,705,000 | -9.8% | 0.50% | -11.3% | |
| Buy | RPM INTL INCnote 2.250%12/1 | $5,138,000 | -8.8% | 4,581,000 | +1.0% | 0.50% | -8.2% | |
| Sell | MICRON TECHNOLOGY INCnote 1.625% 2/1 | $5,122,000 | -25.7% | 1,631,000 | -28.8% | 0.50% | -25.1% | |
| New | CUBIST PHARMACEUTICALS INCnote 1.125% 9/0 | $5,011,000 | – | 4,647,000 | – | 0.49% | – | |
| Sell | GT ADVANCED TECHNOLOGIES INCnote 3.000%12/1 | $4,844,000 | -42.4% | 4,275,000 | -11.4% | 0.47% | -42.0% | |
| Sell | BOTTOMLINE TECH DEL INCnote 1.500%12/0 | $4,832,000 | -21.2% | 4,300,000 | -17.2% | 0.47% | -20.7% | |
| New | B2GOLD CORPnote 3.250%10/0 | $4,750,000 | – | 5,000,000 | – | 0.46% | – | |
| DCUA | Buy | DOMINION RES INC VA NEWunit 04/01/2013 | $4,656,000 | -1.9% | 83,239 | +1.4% | 0.45% | -1.3% |
| Sell | FORESTAR GROUP INCnote 3.750% 3/0 | $4,554,000 | -16.0% | 4,378,000 | -12.4% | 0.44% | -15.4% | |
| New | LIBERTY INTERACTIVE LLCdeb 0.750% 3/3 | $4,453,000 | – | 3,386,000 | – | 0.43% | – | |
| MTCN | Sell | ARCELORMITTAL SA LUXEMBOURGmand cv nt 16 | $4,310,000 | -17.5% | 203,500 | -12.3% | 0.42% | -17.0% |
| Sell | MGM RESORTS INTERNATIONALnote 4.250% 4/1 | $4,281,000 | -26.5% | 3,399,000 | -14.4% | 0.42% | -25.9% | |
| Sell | MERITAGE HOMES CORPnote 1.875% 9/1 | $4,263,000 | -18.8% | 4,275,000 | -14.5% | 0.42% | -18.3% | |
| Buy | ELECTRONIC ARTS INCnote 0.750% 7/1 | $4,253,000 | +8.8% | 3,448,000 | +11.5% | 0.42% | +9.5% | |
| Buy | LAM RESEARCH CORPnote 0.500% 5/1 | $4,242,000 | +8.0% | 3,336,000 | +5.6% | 0.41% | +8.7% | |
| New | SPECTRANETICS CORPmtnf 2.625% 6/0 | $4,209,000 | – | 3,750,000 | – | 0.41% | – | |
| New | CORNERSTONE ONDEMAND INCnote 1.500% 7/0 | $4,197,000 | – | 4,225,000 | – | 0.41% | – | |
| New | TESARO INCnote 3.000%10/0 | $4,175,000 | – | 4,000,000 | – | 0.41% | – | |
| NEEPRO | Buy | NEXTERA ENERGY INCunit 09/01/2015 | $4,139,000 | -7.2% | 69,078 | +0.5% | 0.40% | -6.5% |
| RPTPRD | Sell | RAMCO-GERSHENSON PPTYS TRperp pfd-d cv | $4,068,000 | -5.4% | 67,700 | -3.3% | 0.40% | -4.6% |
| Sell | OMNICARE INCnote 3.500% 2/1 | $4,049,000 | -3.3% | 3,691,000 | -0.2% | 0.40% | -2.5% | |
| TYFDL | New | TYSON FOODS INCunit 99/99/9999 | $3,977,000 | – | 79,080 | – | 0.39% | – |
| Sell | STERLITE INDS INDIA LTDnote 4.000%10/3 | $3,974,000 | -33.8% | 4,000,000 | -33.3% | 0.39% | -33.2% | |
| IRDMB | Sell | IRIDIUM COMMUNICATIONS INCperp pfd cnv b | $3,944,000 | -9.2% | 11,600 | -10.8% | 0.38% | -8.6% |
| Sell | RADIAN GROUP INCnote 2.250% 3/0 | $3,891,000 | -13.5% | 2,725,000 | -9.2% | 0.38% | -12.6% | |
| Buy | BRISTOW GROUP INCnote 3.000% 6/1 | $3,850,000 | -2.1% | 3,581,000 | +15.3% | 0.38% | -1.3% | |
| Buy | ARES CAP CORPnote 5.750% 2/0 | $3,828,000 | +4.7% | 3,672,000 | +6.8% | 0.37% | +5.4% | |
| New | MEDIDATA SOLUTIONS INCnote 1.000% 8/0 | $3,811,000 | – | 3,500,000 | – | 0.37% | – | |
| New | SERVICESOURCE INTL LLCnote 1.500% 8/0 | $3,810,000 | – | 5,047,000 | – | 0.37% | – | |
| Sell | THERAVANCE INCnote 2.125% 1/1 | $3,791,000 | -44.6% | 4,000,000 | -15.8% | 0.37% | -44.2% | |
| Buy | COBALT INTL ENERGY INCnote 3.125% 5/1 | $3,663,000 | -14.8% | 4,099,000 | +2.6% | 0.36% | -14.2% | |
| Sell | AEGEAN MARINE PETE NETWORK Inote 4.000%11/0 | $3,636,000 | -15.7% | 3,750,000 | -11.8% | 0.36% | -15.1% | |
| Sell | ASCENT CAP GROUP INCnote 4.000% 7/1 | $3,554,000 | -15.2% | 4,000,000 | -11.1% | 0.35% | -14.5% | |
| Sell | HAWAIIAN HOLDINGS INCnote 5.000% 3/1 | $3,547,000 | -2.3% | 2,003,000 | -0.3% | 0.35% | -1.7% | |
| Sell | CHIQUITA BRANDS INTL INCnote 4.250% 8/1 | $3,550,000 | -9.6% | 3,550,000 | -9.0% | 0.35% | -8.9% | |
| Buy | ON SEMICONDUCTOR CORPnote 2.625%12/1 | $3,528,000 | +0.1% | 3,143,000 | +4.6% | 0.34% | +0.9% | |
| Buy | STONE ENERGY CORPnote 1.750% 3/0 | $3,511,000 | -15.8% | 3,319,000 | +1.9% | 0.34% | -15.3% | |
| Sell | CONTINENTAL AIRLS INCnote 4.500% 1/1 | $3,456,000 | +0.2% | 1,396,000 | -11.2% | 0.34% | +0.9% | |
| Buy | BIOMARIN PHARMACEUTICAL INCnote 1.500%10/1 | $3,413,000 | +6.7% | 3,118,000 | +2.6% | 0.33% | +7.4% | |
| Buy | HELIX ENERGY SOLUTIONS GRP Inote 3.250% 3/1 | $3,388,000 | -11.1% | 2,899,000 | +2.4% | 0.33% | -10.6% | |
| Sell | DEVELOPERS DIVERSIFIED RLTYnote 1.750%11/1 | $3,388,000 | -5.4% | 2,941,000 | -1.4% | 0.33% | -4.9% | |
| Sell | LEVEL 3 COMMUNICATIONS INCnote 7.000% 3/1 | $3,355,000 | -17.3% | 1,961,000 | -19.7% | 0.33% | -16.8% | |
| SWU | Buy | STANLEY BLACK & DECKER INCunit 99/99/9999 | $3,334,000 | -0.6% | 25,557 | +0.6% | 0.32% | 0.0% |
| Buy | CONCUR TECHNOLOGIES INCnote 0.500% 6/1 | $3,299,000 | +46.0% | 2,526,000 | +24.8% | 0.32% | +47.0% | |
| UTXPRA | Buy | UNITED TECHNOLOGIES CORPunit 99/99/9999 | $3,250,000 | -10.0% | 55,318 | +0.0% | 0.32% | -9.4% |
| Buy | AIRTRAN HLDGS INCnote 5.250%11/0 | $3,253,000 | +25.9% | 1,311,000 | +7.5% | 0.32% | +26.8% | |
| Buy | MOLINA HEALTHCARE INCnote 1.125% 1/1 | $3,219,000 | +171.0% | 2,733,000 | +188.6% | 0.31% | +173.0% | |
| Buy | CHESAPEAKE ENERGY CORPnote 2.750%11/1 | $3,204,000 | -2.6% | 3,167,000 | +2.0% | 0.31% | -1.9% | |
| Sell | TTM TECHNOLOGIES INCnote 1.750%12/1 | $3,206,000 | -23.6% | 3,300,000 | -14.0% | 0.31% | -22.9% | |
| Sell | STARWOOD PPTY TR INCnote 4.550% 3/0 | $3,210,000 | -34.2% | 2,998,000 | -30.7% | 0.31% | -33.7% | |
| Sell | JARDEN CORPnote 1.875% 9/1 | $3,192,000 | -32.5% | 2,338,000 | -31.9% | 0.31% | -32.1% | |
| Sell | BPZ RESOURCES INCnote 8.500%10/0 | $3,165,000 | -22.4% | 3,250,000 | -7.1% | 0.31% | -21.8% | |
| Buy | WEBMD HEALTH CORPnote 2.500% 1/3 | $3,159,000 | +1.4% | 3,133,000 | +5.6% | 0.31% | +2.0% | |
| Buy | ARES CAP CORPnote 4.875% 3/1 | $3,011,000 | +5.7% | 2,889,000 | +8.0% | 0.29% | +6.5% | |
| Sell | PACIRA PHARMACEUTICALS INCnote 3.250% 2/0 | $3,000,000 | -25.8% | 767,000 | -29.2% | 0.29% | -25.3% | |
| Sell | TESLA MTRS INCnote 1.500% 6/0 | $2,828,000 | -1.1% | 1,405,000 | -0.6% | 0.28% | -0.4% | |
| Sell | AKORN INCnote 3.500% 6/0 | $2,816,000 | -9.6% | 681,000 | -16.7% | 0.28% | -8.9% | |
| Buy | UNITED STATES STL CORP NEWnote 2.750% 4/0 | $2,764,000 | +36.8% | 1,687,000 | +3.6% | 0.27% | +37.8% | |
| Buy | SPIRIT RLTY CAP INC NEWnote 2.875% 5/1 | $2,653,000 | -1.4% | 2,750,000 | +2.2% | 0.26% | -0.8% | |
| Buy | ILLUMINA INCnote 0.250% 3/1 | $2,641,000 | -0.7% | 1,327,000 | +7.3% | 0.26% | 0.0% | |
| EXCU | New | EXELON CORPunit 99/99/9999 | $2,521,000 | – | 49,665 | – | 0.25% | – |
| New | VERINT SYS INCnote 1.500% 6/0 | $2,486,000 | – | 2,292,000 | – | 0.24% | – | |
| Sell | MGIC INVT CORP WISnote 2.000% 4/0 | $2,489,000 | -21.0% | 1,876,000 | -11.5% | 0.24% | -20.3% | |
| New | ROYAL GOLD INCnote 2.875% 6/1 | $2,461,000 | – | 2,371,000 | – | 0.24% | – | |
| Sell | AMTRUST FINL SVCS INCnote 5.500%12/1 | $2,455,000 | -14.6% | 1,550,000 | -11.4% | 0.24% | -14.3% | |
| GOOGL | Buy | GOOGLE INCcl a | $2,426,000 | +53.2% | 4,121 | +52.1% | 0.24% | +54.9% |
| Sell | CALLAWAY GOLF COnote 3.750% 8/1 | $2,408,000 | -21.6% | 2,150,000 | -14.0% | 0.24% | -20.9% | |
| Buy | FIDELITY NATIONAL FINANCIALnote 4.250% 8/1 | $2,379,000 | +4.3% | 1,490,000 | +7.3% | 0.23% | +5.0% | |
| Sell | TELEFLEX INCnote 3.875% 8/0 | $2,350,000 | -1.3% | 1,356,000 | -0.1% | 0.23% | -0.9% | |
| Sell | GREENBRIER COS INCnote 3.500% 4/0 | $2,331,000 | +12.0% | 1,154,000 | -7.2% | 0.23% | +12.4% | |
| Sell | STARWOOD PPTY TR INCnote 4.000% 1/1 | $2,317,000 | -10.0% | 2,142,000 | -4.8% | 0.23% | -9.2% | |
| New | MEADOWBROOK INS GROUP INCdbcv 5.000% 3/1 | $2,293,000 | – | 2,375,000 | – | 0.22% | – | |
| Buy | RTI INTL METALS INCnote 1.625%10/1 | $2,232,000 | -0.0% | 2,334,000 | +4.7% | 0.22% | +0.9% | |
| CCIPRA | Buy | CROWN CASTLE INTL CORPcnv pfd stk sr a | $2,234,000 | +4.9% | 21,366 | +1.8% | 0.22% | +5.8% |
| Buy | PROSPECT CAPITAL CORPORATIONnote 5.750% 3/1 | $2,199,000 | +1.8% | 2,144,000 | +4.9% | 0.22% | +2.9% | |
| Sell | RADIAN GROUP INCnote 3.000%11/1 | $2,107,000 | -5.1% | 1,529,000 | -0.5% | 0.21% | -4.2% | |
| Sell | HORNBECK OFFSHORE SVCS INC Nnote 1.500% 9/0 | $2,036,000 | -42.3% | 2,078,000 | -28.8% | 0.20% | -41.8% | |
| Buy | UNITED RENTALS INCnote 4.000%11/1 | $1,987,000 | +11.1% | 199,000 | +4.2% | 0.19% | +12.1% | |
| WYPRA | Sell | WEYERHAEUSER COpref conv ser a | $1,976,000 | -5.0% | 36,624 | -0.1% | 0.19% | -4.0% |
| AAPL | Sell | APPLE INC | $1,948,000 | +7.3% | 19,324 | -1.0% | 0.19% | +8.0% |
| New | JDS UNIPHASE CORPdbcv 0.625% 8/1 | $1,920,000 | – | 1,920,000 | – | 0.19% | – | |
| Sell | AIR LEASE CORPnote 3.875%12/0 | $1,882,000 | -42.6% | 1,388,000 | -36.2% | 0.18% | -42.1% | |
| Buy | SEACOR HOLDINGS INCnote 2.500%12/1 | $1,878,000 | -4.9% | 1,748,000 | +1.6% | 0.18% | -4.2% | |
| JPM | Sell | JPMORGAN CHASE & CO | $1,789,000 | +1.9% | 29,701 | -2.5% | 0.18% | +2.9% |
| Sell | CADENCE DESIGN SYSTEM INCnote 2.625% 6/0 | $1,785,000 | -2.1% | 783,000 | -0.1% | 0.17% | -1.7% | |
| GE | Buy | GENERAL ELECTRIC CO | $1,698,000 | +6.7% | 66,316 | +9.7% | 0.17% | +7.8% |
| AMTPRA | Sell | AMERICAN TOWER CORP NEWpfd conv ser a | $1,697,000 | +1.4% | 15,775 | -0.1% | 0.17% | +2.5% |
| Sell | DANAHER CORP DELnote 1/2 | $1,663,000 | -8.7% | 754,000 | -5.3% | 0.16% | -8.0% | |
| Sell | UNITED THERAPEUTICS CORP DELnote 1.000% 9/1 | $1,612,000 | +42.2% | 599,000 | -0.2% | 0.16% | +42.7% | |
| Buy | HEALTH CARE REIT INCnote 3.000%12/0 | $1,554,000 | +27.3% | 1,276,000 | +29.0% | 0.15% | +28.8% | |
| New | ICONIX BRAND GROUP INCnote 1.500% 3/1 | $1,469,000 | – | 1,153,000 | – | 0.14% | – | |
| C | Sell | CITIGROUP INC | $1,415,000 | -0.5% | 27,305 | -9.4% | 0.14% | 0.0% |
| Sell | EQUINIX INCnote 3.000%10/1 | $1,406,000 | -0.4% | 731,000 | -1.7% | 0.14% | 0.0% | |
| JNJ | Buy | JOHNSON & JOHNSON | $1,327,000 | +28.0% | 12,442 | +25.8% | 0.13% | +29.0% |
| XOM | Sell | EXXON MOBIL CORP | $1,284,000 | -19.3% | 13,669 | -13.5% | 0.12% | -18.8% |
| Sell | JANUS CAP GROUP INCnote 0.750% 7/1 | $1,249,000 | -38.6% | 897,000 | -42.6% | 0.12% | -38.1% | |
| CMCSA | Sell | COMCAST CORP NEWcl a | $1,238,000 | -21.2% | 22,986 | -21.4% | 0.12% | -20.4% |
| Sell | ENDO HEALTH SOLUTIONS INCnote 1.750% 4/1 | $1,243,000 | -37.0% | 532,000 | -35.4% | 0.12% | -36.6% | |
| XLU | Sell | SELECT SECTOR SPDR TRsbi int-utils | $1,191,000 | -4.8% | 28,244 | -0.1% | 0.12% | -4.1% |
| COF | Buy | CAPITAL ONE FINL CORP | $1,173,000 | +33.6% | 14,379 | +35.1% | 0.11% | +34.1% |
| Buy | LABORATORY CORP AMER HLDGSnote 9/1 | $1,145,000 | +12.0% | 840,000 | +12.8% | 0.11% | +13.1% | |
| New | TEVA PHARMACEUTICAL FIN LLCdbcv 0.250% 2/0 | $1,058,000 | – | 824,000 | – | 0.10% | – | |
| PFE | Sell | PFIZER INC | $1,054,000 | -2.8% | 35,600 | -2.5% | 0.10% | -1.9% |
| AAL | Buy | AMERICAN AIRLS GROUP INC | $1,036,000 | +26.3% | 29,158 | +52.8% | 0.10% | +27.8% |
| CBS | Buy | CBS CORP NEWcl b | $936,000 | +5.3% | 17,508 | +22.4% | 0.09% | +5.8% |
| IVZ | Sell | INVESCO LTD | $879,000 | +0.5% | 22,232 | -4.2% | 0.09% | +1.2% |
| New | HOLOGIC INCdebt 2.000% 3/0 | $874,000 | – | 830,000 | – | 0.08% | – | |
| IP | Sell | INTL PAPER CO | $808,000 | -9.5% | 16,956 | -4.0% | 0.08% | -8.1% |
| IYR | Sell | ISHARES TRu.s. real es etf | $813,000 | -26.2% | 11,751 | -23.5% | 0.08% | -26.2% |
| Buy | RAYONIER TRS HLDGS INCnote 4.500% 8/1 | $798,000 | -5.0% | 598,000 | +7.2% | 0.08% | -3.7% | |
| EWU | New | ISHARES TRmsci utd kngdm | $793,000 | – | 40,550 | – | 0.08% | – |
| LYB | Sell | LYONDELLBASELL INDUSTRIES N | $776,000 | +4.4% | 7,154 | -6.0% | 0.08% | +5.6% |
| CELG | Sell | CELGENE CORP | $747,000 | -7.0% | 7,887 | -15.7% | 0.07% | -6.4% |
| COWN | Buy | COWEN GROUP INC NEWcl a | $738,000 | +164.5% | 196,790 | +197.3% | 0.07% | +166.7% |
| BA | Buy | BOEING CO | $733,000 | +10.2% | 5,741 | +10.0% | 0.07% | +12.5% |
| New | ALZA CORPsdcv 7/2 | $737,000 | – | 504,000 | – | 0.07% | – | |
| ECOM | New | CHANNELADVISOR CORP | $728,000 | – | 44,350 | – | 0.07% | – |
| MCK | Buy | MCKESSON CORP | $728,000 | +97.3% | 3,747 | +90.0% | 0.07% | +97.2% |
| MA | Sell | MASTERCARD INCcl a | $723,000 | -3.0% | 9,781 | -3.5% | 0.07% | -1.4% |
| OXY | Sell | OCCIDENTAL PETE CORP DEL | $715,000 | -9.8% | 7,469 | -3.2% | 0.07% | -9.1% |
| VZ | Buy | VERIZON COMMUNICATIONS INC | $706,000 | +15.2% | 14,174 | +13.0% | 0.07% | +16.9% |
| DHI | Buy | D R HORTON INC | $693,000 | +27.6% | 33,765 | +52.5% | 0.07% | +28.3% |
| RTK | Buy | RENTECH INC | $693,000 | +236.4% | 404,745 | +408.3% | 0.07% | +240.0% |
| ABBV | Buy | ABBVIE INC | $700,000 | +4.3% | 12,154 | +2.1% | 0.07% | +4.6% |
| CIMT | Buy | CIMATRON LTDord | $672,000 | +10.9% | 111,030 | +13.8% | 0.07% | +11.9% |
| FOXA | Sell | TWENTY FIRST CENTY FOX INCcl a | $675,000 | -7.0% | 19,662 | -4.6% | 0.07% | -5.7% |
| RPXC | Buy | RPX CORP | $672,000 | +110.7% | 48,791 | +171.3% | 0.07% | +112.9% |
| AGG | Buy | ISHARES TRcore us aggbd et | $656,000 | +20.6% | 6,010 | +20.8% | 0.06% | +20.8% |
| ARCC | Buy | ARES CAP CORP | $657,000 | +16.9% | 40,565 | +28.9% | 0.06% | +18.5% |
| DOW | Sell | DOW CHEM CO | $661,000 | -1.3% | 12,585 | -3.1% | 0.06% | -1.5% |
| SLB | Sell | SCHLUMBERGER LTD | $660,000 | -23.7% | 6,482 | -11.6% | 0.06% | -23.8% |
| V | Sell | VISA INC | $635,000 | -12.0% | 2,973 | -13.3% | 0.06% | -11.4% |
| FDX | Sell | FEDEX CORP | $635,000 | +2.6% | 3,926 | -3.7% | 0.06% | +3.3% |
| MBI | Buy | MBIA INC | $623,000 | +7.2% | 67,666 | +28.5% | 0.06% | +8.9% |
| DAL | Buy | DELTA AIR LINES INC DEL | $615,000 | +3.7% | 17,014 | +11.5% | 0.06% | +5.3% |
| REM | New | ISHARESmrg rl es cp etf | $602,000 | – | 50,925 | – | 0.06% | – |
| GILD | Buy | GILEAD SCIENCES INC | $594,000 | +84.5% | 5,572 | +43.3% | 0.06% | +87.1% |
| EVC | Buy | ENTRAVISION COMMUNICATIONS Ccl a | $585,000 | +20.1% | 147,341 | +87.5% | 0.06% | +21.3% |
| T | Sell | AT&T INC | $587,000 | -5.3% | 16,667 | -5.1% | 0.06% | -5.0% |
| CGIX | Buy | CANCER GENETICS INC | $581,000 | +133.3% | 64,463 | +192.9% | 0.06% | +137.5% |
| HAL | Sell | HALLIBURTON CO | $573,000 | -32.6% | 8,854 | -26.2% | 0.06% | -31.7% |
| BCS | Sell | BARCLAYS PLCadr | $574,000 | -16.0% | 38,875 | -16.9% | 0.06% | -15.2% |
| TJX | Buy | TJX COS INC NEW | $565,000 | +16.5% | 9,564 | +4.7% | 0.06% | +17.0% |
| KBIO | Buy | KALOBIOS PHARMACEUTICALS INC | $561,000 | +42.4% | 360,440 | +107.9% | 0.06% | +44.7% |
| AMGN | Sell | AMGEN INC | $568,000 | -15.7% | 4,040 | -29.1% | 0.06% | -15.4% |
| MRK | Buy | MERCK & CO INC NEW | $552,000 | +35.6% | 9,334 | +32.5% | 0.05% | +38.5% |
| MET | Sell | METLIFE INC | $542,000 | -7.4% | 10,104 | -3.8% | 0.05% | -7.0% |
| EPRPRC | New | EPR PPTYSpfd c cnv 5.75% | $540,000 | – | 25,000 | – | 0.05% | – |
| AIG | Sell | AMERICAN INTL GROUP INC | $539,000 | -3.8% | 9,994 | -2.9% | 0.05% | -1.9% |
| BANC | Sell | BANC CALIF INC | $541,000 | -11.5% | 46,600 | -17.1% | 0.05% | -10.2% |
| GOOG | Sell | GOOGLE INCcl c | $529,000 | -33.3% | 920 | -33.4% | 0.05% | -32.5% |
| APC | Sell | ANADARKO PETE CORP | $536,000 | -11.6% | 5,276 | -4.4% | 0.05% | -11.9% |
| STX | Buy | SEAGATE TECHNOLOGY PLC | $522,000 | +47.9% | 9,101 | +46.8% | 0.05% | +50.0% |
| FL | Sell | FOOT LOCKER INC | $524,000 | -26.8% | 9,420 | -33.5% | 0.05% | -26.1% |
| EMN | Sell | EASTMAN CHEM CO | $526,000 | -22.6% | 6,483 | -17.0% | 0.05% | -22.7% |
| CVS | Sell | CVS HEALTH CORP | $520,000 | -29.9% | 6,547 | -33.5% | 0.05% | -29.2% |
| MFG | Sell | MIZUHO FINL GROUP INCsponsored adr | $502,000 | -28.9% | 140,340 | -18.4% | 0.05% | -27.9% |
| STI | Buy | SUNTRUST BKS INC | $502,000 | +110.0% | 13,191 | +120.8% | 0.05% | +113.0% |
| RRD | Buy | DONNELLEY R R & SONS CO | $505,000 | +14.3% | 30,865 | +18.6% | 0.05% | +14.0% |
| MYL | Buy | MYLAN INC | $495,000 | +4.2% | 10,885 | +18.2% | 0.05% | +4.3% |
| Sell | BROOKDALE SR LIVING INCnote 2.750% 6/1 | $490,000 | -8.4% | 382,000 | -2.6% | 0.05% | -7.7% | |
| KEYW | Buy | KEYW HLDG CORP | $489,000 | -5.2% | 44,164 | +7.8% | 0.05% | -4.0% |
| MWA | Buy | MUELLER WTR PRODS INC | $493,000 | -3.0% | 59,868 | +1.8% | 0.05% | -2.0% |
| TXN | Sell | TEXAS INSTRS INC | $494,000 | -5.2% | 10,427 | -5.0% | 0.05% | -4.0% |
| ETN | Buy | EATON CORP PLC | $488,000 | -15.1% | 7,693 | +3.2% | 0.05% | -14.3% |
| CYNO | Sell | CYNOSURE INCcl a | $477,000 | -29.6% | 22,695 | -29.0% | 0.05% | -28.8% |
| LJPC | Buy | LA JOLLA PHARMACEUTICAL CO | $469,000 | +48.4% | 48,870 | +42.3% | 0.05% | +48.4% |
| HII | New | HUNTINGTON INGALLS INDS INC | $467,000 | – | 4,495 | – | 0.05% | – |
| MXL | Buy | MAXLINEAR INCcl a | $469,000 | -14.3% | 67,849 | +24.6% | 0.05% | -13.2% |
| Sell | NUVASIVE INCnote 2.750% 7/0 | $468,000 | -3.3% | 421,000 | -0.5% | 0.05% | -2.1% | |
| VLO | Buy | VALERO ENERGY CORP NEW | $461,000 | +129.4% | 9,983 | +149.1% | 0.04% | +136.8% |
| LEA | Sell | LEAR CORP | $455,000 | -17.4% | 5,277 | -14.4% | 0.04% | -17.0% |
| New | SUNPOWER CORPdbcv 0.750% 6/0 | $450,000 | – | 305,000 | – | 0.04% | – | |
| ORCL | Sell | ORACLE CORP | $446,000 | -33.1% | 11,589 | -29.7% | 0.04% | -32.3% |
| VTSS | Sell | VITESSE SEMICONDUCTOR CORP | $441,000 | -2.6% | 122,460 | -6.7% | 0.04% | -2.3% |
| MHGC | Sell | MORGANS HOTEL GROUP CO | $437,000 | -5.2% | 54,125 | -6.9% | 0.04% | -4.4% |
| HD | Sell | HOME DEPOT INC | $428,000 | -21.2% | 4,663 | -30.4% | 0.04% | -20.8% |
| VIAB | Buy | VIACOM INC NEWcl b | $434,000 | +27.6% | 5,638 | +44.1% | 0.04% | +27.3% |
| APA | Sell | APACHE CORP | $435,000 | -30.1% | 4,622 | -25.1% | 0.04% | -30.0% |
| EBF | Buy | ENNIS INC | $418,000 | +85.0% | 31,745 | +113.8% | 0.04% | +86.4% |
| Sell | STANDARD PAC CORP NEWnote 1.250% 8/0 | $419,000 | -9.9% | 370,000 | -0.5% | 0.04% | -8.9% | |
| HPQ | Sell | HEWLETT PACKARD CO | $412,000 | +0.2% | 11,650 | -4.5% | 0.04% | 0.0% |
| UCTT | Buy | ULTRA CLEAN HLDGS INC | $414,000 | +13.4% | 46,258 | +14.5% | 0.04% | +14.3% |
| PRU | Buy | PRUDENTIAL FINL INC | $411,000 | +26.9% | 4,675 | +28.4% | 0.04% | +29.0% |
| CBB | Sell | CINCINNATI BELL INC NEW | $405,000 | -20.0% | 120,280 | -6.5% | 0.04% | -18.4% |
| INAP | Sell | INTERNAP NETWORK SVCS CORP | $399,000 | -8.5% | 57,830 | -6.4% | 0.04% | -7.1% |
| GM | Buy | GENERAL MTRS CO | $404,000 | +3.3% | 12,637 | +17.2% | 0.04% | +2.6% |
| PCLN | Buy | PRICELINE GRP INC | $387,000 | +3.8% | 336 | +7.0% | 0.04% | +5.6% |
| HAWK | Sell | BLACKHAWK NETWORK HLDGS INCcl a | $384,000 | -28.8% | 11,855 | -38.0% | 0.04% | -28.8% |
| FORM | Sell | FORMFACTOR INC | $377,000 | -25.3% | 52,530 | -13.5% | 0.04% | -24.5% |
| SSH | Buy | SUNSHINE HEART INC | $383,000 | +5.8% | 67,485 | +4.7% | 0.04% | +5.7% |
| CSTM | Buy | CONSTELLIUM NVcl a | $380,000 | +71.9% | 15,475 | +124.3% | 0.04% | +76.2% |
| MLU | Sell | METLIFE INCunit 99/99/9999 | $368,000 | -92.3% | 11,992 | -92.0% | 0.04% | -92.3% |
| KTOS | Sell | KRATOS DEFENSE & SEC SOLUTIO | $374,000 | -21.4% | 56,960 | -6.6% | 0.04% | -21.7% |
| AXP | Buy | AMERICAN EXPRESS CO | $367,000 | +51.0% | 4,186 | +63.3% | 0.04% | +50.0% |
| AET | Buy | AETNA INC NEW | $364,000 | +23.0% | 4,485 | +22.9% | 0.04% | +24.1% |
| ENT | New | GLOBAL EAGLE ENTMT INC | $373,000 | – | 33,250 | – | 0.04% | – |
| YRCW | Sell | YRC WORLDWIDE INC | $365,000 | -32.7% | 17,950 | -6.9% | 0.04% | -30.8% |
| REXR | Buy | REXFORD INDL RLTY INC | $360,000 | +8.1% | 26,000 | +11.1% | 0.04% | +9.4% |
| HUN | Buy | HUNTSMAN CORP | $356,000 | +7.6% | 13,693 | +16.1% | 0.04% | +9.4% |
| ICE | Buy | INTERCONTINENTAL EXCHANGE IN | $356,000 | +19.5% | 1,825 | +15.9% | 0.04% | +20.7% |
| MRVL | Buy | MARVELL TECHNOLOGY GROUP LTDord | $357,000 | +76.7% | 26,450 | +87.6% | 0.04% | +75.0% |
| BIIB | Buy | BIOGEN IDEC INC | $350,000 | +36.2% | 1,056 | +29.4% | 0.03% | +36.0% |
| XCRA | Buy | XCERRA CORP | $344,000 | +11.3% | 35,150 | +3.4% | 0.03% | +13.3% |
| ARRY | Sell | ARRAY BIOPHARMA INC | $345,000 | -27.1% | 96,590 | -6.7% | 0.03% | -26.1% |
| BAS | Sell | BASIC ENERGY SVCS INC NEW | $349,000 | -30.8% | 16,135 | -6.7% | 0.03% | -30.6% |
| New | WORKDAY INCnote 0.750% 7/1 | $353,000 | – | 293,000 | – | 0.03% | – | |
| URI | Buy | UNITED RENTALS INC | $328,000 | +24.7% | 2,947 | +17.3% | 0.03% | +28.0% |
| MAN | Buy | MANPOWERGROUP INC | $324,000 | -6.1% | 4,608 | +13.0% | 0.03% | -3.0% |
| PERI | Buy | PERION NETWORK LTD | $326,000 | -12.8% | 58,534 | +57.6% | 0.03% | -11.1% |
| JAKK | Sell | JAKKS PAC INC | $326,000 | -42.3% | 45,795 | -37.3% | 0.03% | -41.8% |
| ZION | Buy | ZIONS BANCORPORATION | $328,000 | +14.7% | 11,300 | +16.5% | 0.03% | +14.3% |
| BUD | Sell | ANHEUSER BUSCH INBEV SA/NVsponsored adr | $332,000 | -8.5% | 2,996 | -4.8% | 0.03% | -8.6% |
| DFS | Sell | DISCOVER FINL SVCS | $314,000 | -4.0% | 4,860 | -7.6% | 0.03% | -3.1% |
| HY | Buy | HYSTER YALE MATLS HANDLING Icl a | $318,000 | +10.8% | 4,440 | +37.0% | 0.03% | +10.7% |
| CSU | New | CAPITAL SR LIVING CORP | $321,000 | – | 15,070 | – | 0.03% | – |
| NESCQ | Sell | NUVERRA ENVIRONMENTAL SOLUTI | $320,000 | -31.6% | 21,705 | -6.7% | 0.03% | -31.1% |
| PH | Buy | PARKER HANNIFIN CORP | $320,000 | +21.2% | 2,801 | +33.3% | 0.03% | +19.2% |
| ALB | New | ALBEMARLE CORP | $303,000 | – | 5,150 | – | 0.03% | – |
| SSNI | New | SILVER SPRING NETWORKS INC | $305,000 | – | 31,640 | – | 0.03% | – |
| HHC | Buy | HOWARD HUGHES CORP | $300,000 | +42.2% | 2,000 | +49.8% | 0.03% | +45.0% |
| AMG | Buy | AFFILIATED MANAGERS GROUP | $298,000 | +4.6% | 1,488 | +7.2% | 0.03% | +3.6% |
| POWR | New | POWERSECURE INTL INC | $301,000 | – | 31,430 | – | 0.03% | – |
| CASLQ | New | CASTLE A M & CO | $301,000 | – | 35,175 | – | 0.03% | – |
| IWO | Buy | ISHARES TRrus 2000 grw etf | $289,000 | +18.9% | 2,225 | +26.8% | 0.03% | +16.7% |
| HK | Buy | HALCON RES CORP | $286,000 | +22.7% | 72,600 | +127.5% | 0.03% | +21.7% |
| IOC | New | INTEROIL CORP | $289,000 | – | 5,335 | – | 0.03% | – |
| TAST | Sell | CARROLS RESTAURANT GROUP INC | $286,000 | -36.9% | 40,175 | -37.0% | 0.03% | -36.4% |
| DIOD | New | DIODES INC | $284,000 | – | 11,900 | – | 0.03% | – |
| IWM | Buy | ISHARES TRrussell 2000 etf | $277,000 | +8.2% | 2,535 | +17.6% | 0.03% | +8.0% |
| COP | Sell | CONOCOPHILLIPS | $272,000 | -32.2% | 3,552 | -23.9% | 0.03% | -30.8% |
| PTEN | New | PATTERSON UTI ENERGY INC | $274,000 | – | 8,400 | – | 0.03% | – |
| CVGI | Sell | COMMERCIAL VEH GROUP INC | $275,000 | -42.7% | 44,500 | -6.8% | 0.03% | -41.3% |
| PPG | Sell | PPG INDS INC | $279,000 | -13.1% | 1,420 | -6.6% | 0.03% | -12.9% |
| ARAY | New | ACCURAY INC | $272,000 | – | 37,425 | – | 0.03% | – |
| Sell | CHESAPEAKE ENERGY CORPnote 2.500% 5/1 | $277,000 | -48.3% | 275,000 | -45.0% | 0.03% | -48.1% | |
| IR | Sell | INGERSOLL-RAND PLC | $264,000 | -34.3% | 4,675 | -27.3% | 0.03% | -33.3% |
| BV | New | BAZAARVOICE INC | $264,000 | – | 35,800 | – | 0.03% | – |
| SFE | New | SAFEGUARD SCIENTIFICS INC | $265,000 | – | 14,380 | – | 0.03% | – |
| BMRN | New | BIOMARIN PHARMACEUTICAL INC | $271,000 | – | 3,750 | – | 0.03% | – |
| OPB | New | OPUS BK IRVINE CALIF | $262,000 | – | 8,545 | – | 0.03% | – |
| CMI | Buy | CUMMINS INC | $268,000 | +34.0% | 2,030 | +56.2% | 0.03% | +36.8% |
| OII | Sell | OCEANEERING INTL INC | $264,000 | -22.4% | 4,050 | -6.9% | 0.03% | -21.2% |
| ENTR | Sell | ENTROPIC COMMUNICATIONS INC | $262,000 | -25.4% | 98,730 | -6.5% | 0.03% | -23.5% |
| FCX | Buy | FREEPORT-MCMORAN INCcl b | $257,000 | +21.2% | 7,879 | +35.8% | 0.02% | +19.0% |
| M | Sell | MACYS INC | $257,000 | -48.8% | 4,449 | -48.9% | 0.02% | -49.0% |
| RTN | Sell | RAYTHEON CO | $261,000 | -45.2% | 2,576 | -50.2% | 0.02% | -45.7% |
| Sell | PROSPECT CAPITAL CORPORATIONnote 5.375%10/1 | $251,000 | -86.9% | 244,000 | -86.7% | 0.02% | -87.0% | |
| PKG | Buy | PACKAGING CORP AMER | $247,000 | +17.6% | 3,875 | +31.4% | 0.02% | +20.0% |
| FNSR | Sell | FINISAR CORP | $236,000 | -35.3% | 14,195 | -23.2% | 0.02% | -34.3% |
| 2100PS | Sell | GENCORP INC | $240,000 | -47.8% | 15,035 | -37.5% | 0.02% | -48.9% |
| SSEIQ | New | SEVENTY SEVEN ENERGY INC | $235,000 | – | 9,907 | – | 0.02% | – |
| PGTI | Buy | PGT INC | $235,000 | +13.0% | 25,211 | +2.5% | 0.02% | +15.0% |
| REGN | Sell | REGENERON PHARMACEUTICALS | $225,000 | -54.0% | 627 | -63.8% | 0.02% | -53.2% |
| PVAHQ | New | PENN VA CORP | $222,000 | – | 17,404 | – | 0.02% | – |
| GME | Buy | GAMESTOP CORP NEWcl a | $227,000 | +8.6% | 5,510 | +7.0% | 0.02% | +10.0% |
| EBAY | Sell | EBAY INC | $228,000 | -61.1% | 4,055 | -65.4% | 0.02% | -61.4% |
| DRII | New | DIAMOND RESORTS INTL INC | $223,000 | – | 9,800 | – | 0.02% | – |
| MPO | Sell | MIDSTATES PETE CO INC | $226,000 | -34.9% | 44,770 | -6.6% | 0.02% | -35.3% |
| KR | Sell | KROGER CO | $220,000 | -2.7% | 4,229 | -7.6% | 0.02% | -4.5% |
| B108PS | Sell | ACTAVIS PLC | $218,000 | 0.0% | 905 | -7.7% | 0.02% | 0.0% |
| MRO | Sell | MARATHON OIL CORP | $216,000 | -39.2% | 5,750 | -35.4% | 0.02% | -38.2% |
| TSN | New | TYSON FOODS INCcl a | $213,000 | – | 5,409 | – | 0.02% | – |
| TIP | New | ISHARES TRtips bd etf | $210,000 | – | 1,866 | – | 0.02% | – |
| COST | New | COSTCO WHSL CORP NEW | $208,000 | – | 1,655 | – | 0.02% | – |
| STT | New | STATE STR CORP | $202,000 | – | 2,750 | – | 0.02% | – |
| QURE | New | UNIQURE NV | $205,000 | – | 22,095 | – | 0.02% | – |
| DRNA | New | DICERNA PHARMACEUTICALS INC | $192,000 | – | 15,110 | – | 0.02% | – |
| BINDQ | Sell | BIND THERAPEUTICS INC | $197,000 | -59.5% | 22,915 | -38.1% | 0.02% | -59.6% |
| HA | New | HAWAIIAN HOLDINGS INC | $186,000 | – | 13,800 | – | 0.02% | – |
| XRX | New | XEROX CORP | $185,000 | – | 14,000 | – | 0.02% | – |
| XOMA | Sell | XOMA CORP DEL | $177,000 | -57.0% | 42,015 | -53.2% | 0.02% | -57.5% |
| AL | New | AIR LEASE CORPcl a | $175,000 | – | 5,400 | – | 0.02% | – |
| DHR | Sell | DANAHER CORP DEL | $166,000 | -76.9% | 2,174 | -76.2% | 0.02% | -77.1% |
| IWN | New | ISHARES TRrus 2000 val etf | $162,000 | – | 1,740 | – | 0.02% | – |
| THLD | Sell | THRESHOLD PHARMACEUTICAL INC | $152,000 | -67.4% | 42,240 | -64.1% | 0.02% | -66.7% |
| CDE | New | COEUR MNG INC | $143,000 | – | 28,900 | – | 0.01% | – |
| DRTX | New | DURATA THERAPEUTICS INC | $139,000 | – | 10,935 | – | 0.01% | – |
| CTRL | New | CONTROL4 CORP | $146,000 | – | 11,365 | – | 0.01% | – |
| MOBI | Sell | SKY-MOBI LTDsponsored ads | $147,000 | -41.4% | 18,100 | -40.4% | 0.01% | -41.7% |
| CPE | New | CALLON PETE CO DEL | $140,000 | – | 15,900 | – | 0.01% | – |
| Sell | BIOMARIN PHARMACEUTICAL INCnote 1.875% 4/2 | $132,000 | +13.8% | 37,000 | -2.6% | 0.01% | +18.2% | |
| KEY | New | KEYCORP NEW | $120,000 | – | 9,012 | – | 0.01% | – |
| BGC | New | GENERAL CABLE CORP DEL NEW | $117,000 | – | 7,754 | – | 0.01% | – |
| SWH | New | STANLEY BLACK & DECKER INCunit 99/99/9999 | $110,000 | – | 975 | – | 0.01% | – |
| New | SUNPOWER CORPdbcv 4.500% 3/1 | $101,000 | – | 66,000 | – | 0.01% | – | |
| OCLR | Sell | OCLARO INC | $106,000 | -39.8% | 74,320 | -6.5% | 0.01% | -41.2% |
| MTG | New | MGIC INVT CORP WIS | $105,000 | – | 13,513 | – | 0.01% | – |
| CSOD | New | CORNERSTONE ONDEMAND INC | $93,000 | – | 2,695 | – | 0.01% | – |
| New | KEYW HLDG CORPnote 2.500% 7/1 | $93,000 | – | 93,000 | – | 0.01% | – | |
| New | JEFFERIES GROUP INC NEWdbcv 3.875%11/0 | $84,000 | – | 79,000 | – | 0.01% | – | |
| Sell | MEDIVATION INCnote 2.625% 4/0 | $54,000 | +17.4% | 27,000 | -6.9% | 0.01% | +25.0% | |
| MTOR | New | MERITOR INC | $2,000 | – | 185 | – | 0.00% | – |
| CRM | New | SALESFORCE COM INC | $5,000 | – | 87 | – | 0.00% | – |
| CIEN | New | CIENA CORP | $3,000 | – | 165 | – | 0.00% | – |
| Exit | REDWOOD TR INCnote 4.625% 4/1 | $0 | – | -24,000 | – | -0.00% | – | |
| Exit | PROSPECT CAPITAL CORPORATIONnote 6.250%12/1 | $0 | – | -31,000 | – | -0.00% | – | |
| Exit | ARES CAP CORPnote 4.750% 1/1 | $0 | – | -53,000 | – | -0.01% | – | |
| Exit | ENERSYSnote 3.375% 6/0 | $0 | – | -31,000 | – | -0.01% | – | |
| EOX | Exit | EMERALD OIL INC | $0 | – | -11,490 | – | -0.01% | – |
| VG | Exit | VONAGE HLDGS CORP | $0 | – | -35,230 | – | -0.01% | – |
| Exit | SUNPOWER CORPdbcv 4.500% 3/1 | $0 | – | -86,000 | – | -0.02% | – | |
| Exit | GROUP 1 AUTOMOTIVE INCfrnt 2.250% 6/1 | $0 | – | -128,000 | – | -0.02% | – | |
| STLD | Exit | STEEL DYNAMICS INC | $0 | – | -11,001 | – | -0.02% | – |
| EMR | Exit | EMERSON ELEC CO | $0 | – | -3,166 | – | -0.02% | – |
| LEN | Exit | LENNAR CORPcl a | $0 | – | -5,000 | – | -0.02% | – |
| DRQ | Exit | DRIL-QUIP INC | $0 | – | -2,050 | – | -0.02% | – |
| COVS | Exit | COVISINT CORP | $0 | – | -48,765 | – | -0.02% | – |
| BK | Exit | BANK NEW YORK MELLON CORP | $0 | – | -6,520 | – | -0.02% | – |
| EWY | Exit | ISHARESmsci sth kor etf | $0 | – | -3,875 | – | -0.02% | – |
| SNECQ | Exit | SANCHEZ ENERGY CORP | $0 | – | -6,628 | – | -0.02% | – |
| QRTEA | Exit | LIBERTY INTERACTIVE CORP | $0 | – | -8,900 | – | -0.02% | – |
| HUBB | Exit | HUBBELL INCcl b | $0 | – | -2,140 | – | -0.02% | – |
| USB | Exit | US BANCORP DEL | $0 | – | -5,929 | – | -0.02% | – |
| UPS | Exit | UNITED PARCEL SERVICE INCcl b | $0 | – | -2,550 | – | -0.02% | – |
| ZNGA | Exit | ZYNGA INCcl a | $0 | – | -82,600 | – | -0.03% | – |
| KPTI | Exit | KARYOPHARM THERAPEUTICS INC | $0 | – | -5,765 | – | -0.03% | – |
| HEROQ | Exit | HERCULES OFFSHORE INC | $0 | – | -66,300 | – | -0.03% | – |
| ESPR | Exit | ESPERION THERAPEUTICS INC NE | $0 | – | -17,858 | – | -0.03% | – |
| LCUT | Exit | LIFETIME BRANDS INC | $0 | – | -17,665 | – | -0.03% | – |
| TSCO | Exit | TRACTOR SUPPLY CO | $0 | – | -4,750 | – | -0.03% | – |
| CAI | Exit | CAI INTERNATIONAL INC | $0 | – | -13,610 | – | -0.03% | – |
| WFD | Exit | WESTFIELD FINANCIAL INC NEW | $0 | – | -41,615 | – | -0.03% | – |
| RLOC | Exit | REACHLOCAL INC | $0 | – | -43,775 | – | -0.03% | – |
| ESV | Exit | ENSCO PLC | $0 | – | -5,800 | – | -0.03% | – |
| EWT | Exit | ISHARESmsci taiwan etf | $0 | – | -20,100 | – | -0.03% | – |
| Exit | OMNICOM GROUP INCnote 7/3 | $0 | – | -241,000 | – | -0.03% | – | |
| YHOO | Exit | YAHOO INC | $0 | – | -9,522 | – | -0.03% | – |
| DQ | Exit | DAQO NEW ENERGY CORPspnsrd adr new | $0 | – | -10,665 | – | -0.03% | – |
| KRFT | Exit | KRAFT FOODS GROUP INC | $0 | – | -5,890 | – | -0.03% | – |
| CTIC | Exit | CTI BIOPHARMA CORP | $0 | – | -135,525 | – | -0.04% | – |
| LMNS | Exit | LUMENIS LTD | $0 | – | -40,400 | – | -0.04% | – |
| SBUX | Exit | STARBUCKS CORP | $0 | – | -5,269 | – | -0.04% | – |
| VITC | Exit | VITACOST COM INC | $0 | – | -65,340 | – | -0.04% | – |
| PSEC | Exit | PROSPECT CAPITAL CORPORATION | $0 | – | -38,805 | – | -0.04% | – |
| NCFT | Exit | NORCRAFT COS INC | $0 | – | -29,000 | – | -0.04% | – |
| CYNI | Exit | CYAN INC | $0 | – | -106,430 | – | -0.04% | – |
| MSG | Exit | MADISON SQUARE GARDEN COcl a | $0 | – | -7,164 | – | -0.04% | – |
| CHGG | Exit | CHEGG INC | $0 | – | -64,910 | – | -0.04% | – |
| DISCA | Exit | DISCOVERY COMMUNICATNS NEW | $0 | – | -6,295 | – | -0.04% | – |
| GLUU | Exit | GLU MOBILE INC | $0 | – | -92,380 | – | -0.04% | – |
| Exit | ALZA CORPsdcv 7/2 | $0 | – | -342,000 | – | -0.05% | – | |
| CWST | Exit | CASELLA WASTE SYS INCcl a | $0 | – | -101,220 | – | -0.05% | – |
| FBHS | Exit | FORTUNE BRANDS HOME & SEC IN | $0 | – | -12,670 | – | -0.05% | – |
| 6699SC | Exit | ISHARESmsci uk etf | $0 | – | -25,450 | – | -0.05% | – |
| CAG | Exit | CONAGRA FOODS INC | $0 | – | -17,639 | – | -0.05% | – |
| HELI | Exit | CHC GROUP LTD | $0 | – | -65,550 | – | -0.05% | – |
| NOV | Exit | NATIONAL OILWELL VARCO INC | $0 | – | -7,033 | – | -0.06% | – |
| ALL | Exit | ALLSTATE CORP | $0 | – | -11,351 | – | -0.06% | – |
| Exit | TEVA PHARMACEUTICAL FIN LLCdbcv 0.250% 2/0 | $0 | – | -559,000 | – | -0.07% | – | |
| PXD | Exit | PIONEER NAT RES CO | $0 | – | -3,188 | – | -0.07% | – |
| Exit | GOLDCORP INC NEWnote 2.000% 8/0 | $0 | – | -898,000 | – | -0.09% | – | |
| Exit | CIENA CORPnote 0.875% 6/1 | $0 | – | -897,000 | – | -0.09% | – | |
| Exit | HOLOGIC INCdebt 2.000% 3/0 | $0 | – | -832,000 | – | -0.09% | – | |
| Exit | SPECTRANETICS CORPmtnf 2.625% 6/0 | $0 | – | -2,500,000 | – | -0.25% | – | |
| Exit | MOLINA HEALTHCARE INCnote 3.750%10/0 | $0 | – | -1,840,000 | – | -0.26% | – | |
| Exit | VECTOR GROUP LTDfrnt 1/1 | $0 | – | -2,000,000 | – | -0.26% | – | |
| Exit | TOLL BROS FIN CORPnote 0.500% 9/1 | $0 | – | -2,583,000 | – | -0.26% | – | |
| Exit | FLUIDIGM CORP DELnote 2.750% 2/0 | $0 | – | -3,065,000 | – | -0.28% | – | |
| Exit | SBA COMMUNICATIONS CORPnote 4.000%10/0 | $0 | – | -867,000 | – | -0.28% | – | |
| Exit | MEADOWBROOK INS GROUP INCdbcv 5.000% 3/1 | $0 | – | -3,000,000 | – | -0.31% | – | |
| Exit | JEFFERIES GROUP INC NEWdbcv 3.875%11/0 | $0 | – | -3,229,000 | – | -0.33% | – | |
| Exit | PHH CORPnote 4.000% 9/0 | $0 | – | -3,595,000 | – | -0.35% | – | |
| Exit | KB HOMEnote 1.375% 2/0 | $0 | – | -4,250,000 | – | -0.41% | – | |
| Exit | LIBERTY INTERACTIVE LLCdeb 0.750% 3/3 | $0 | – | -3,358,000 | – | -0.44% | – | |
| OCRPRB | Exit | OMNICARE CAP TR IIpfd b tr 4.00% | $0 | – | -60,695 | – | -0.48% | – |
| Exit | RYLAND GROUP INCnote 1.625% 5/1 | $0 | – | -4,000,000 | – | -0.54% | – | |
| Exit | HOLOGIC INCfrnt 2.000%12/1 | $0 | – | -4,808,000 | – | -0.58% | – | |
| Exit | INTEL CORPsdcv 2.950%12/1 | $0 | – | -5,185,000 | – | -0.62% | – | |
| ALRPRB | Exit | ALERE INCperp pfd conv se | $0 | – | -24,250 | – | -0.74% | – |
| Exit | CIENA CORPdebt 4.000%12/1 | $0 | – | -5,650,000 | – | -0.76% | – | |
| Exit | OMNICARE INCdbcv 3.250%12/1 | $0 | – | -7,846,000 | – | -0.81% | – | |
| Exit | MEDICINES COdbcv 1.375% 6/0 | $0 | – | -8,635,000 | – | -1.02% | – | |
| Exit | WESCO INTL INCdbcv 6.000% 9/1 | $0 | – | -3,744,000 | – | -1.11% | – | |
| Exit | GENERAL CABLE CORP DEL NEWfrnt 4.500%11/1 | $0 | – | -11,775,000 | – | -1.13% | – | |
| Exit | WELLS FARGO & COmtnf 0.125% 3/0 | $0 | – | -9,911,000 | – | -1.38% | – | |
| Exit | MICROCHIP TECHNOLOGY INCsdcv 2.125%12/1 | $0 | – | -8,433,000 | – | -1.56% | – | |
| Exit | PRICELINE GRP INCdebt 1.000% 3/1 | $0 | – | -13,393,000 | – | -1.84% | – | |
| Exit | INTEL CORPsdcv 3.250% 8/0 | $0 | – | -17,784,000 | – | -2.66% | – |
Q2 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SPY | New | SPDR S&P 500 ETF TRtr unit | $64,350,000 | – | 328,787 | – | 6.23% | – |
| New | GILEAD SCIENCES INCnote 1.625% 5/0 | $29,307,000 | – | 8,040,000 | – | 2.84% | – | |
| New | INTEL CORPsdcv 3.250% 8/0 | $27,428,000 | – | 17,784,000 | – | 2.66% | – | |
| New | NOVELLUS SYS INCnote 2.625% 5/1 | $19,789,000 | – | 9,781,000 | – | 1.92% | – | |
| New | PRICELINE GRP INCdebt 1.000% 3/1 | $18,980,000 | – | 13,393,000 | – | 1.84% | – | |
| New | WELLPOINT INCnote 2.750%10/1 | $18,297,000 | – | 11,942,000 | – | 1.77% | – | |
| New | STILLWATER MNG COnote 1.750%10/1 | $16,119,000 | – | 10,979,000 | – | 1.56% | – | |
| New | MICROCHIP TECHNOLOGY INCsdcv 2.125%12/1 | $16,114,000 | – | 8,433,000 | – | 1.56% | – | |
| New | SANDISK CORPnote 1.500% 8/1 | $15,823,000 | – | 7,726,000 | – | 1.53% | – | |
| New | WELLS FARGO & COmtnf 0.125% 3/0 | $14,250,000 | – | 9,911,000 | – | 1.38% | – | |
| HCNPRI | New | HEALTH CARE REIT INCpfd per con i | $14,140,000 | – | 244,877 | – | 1.37% | – |
| New | MERITOR INCnote 7.875% 3/0 | $13,710,000 | – | 8,514,000 | – | 1.33% | – | |
| New | FOREST CITY ENTERPRISES INCnote 4.250% 8/1 | $13,310,000 | – | 11,781,000 | – | 1.29% | – | |
| BACPRL | New | BANK OF AMERICA CORPORATION7.25%cnv pfd l | $12,554,000 | – | 10,757 | – | 1.22% | – |
| New | SOLARCITY CORPnote 2.750%11/0 | $12,403,000 | – | 8,922,000 | – | 1.20% | – | |
| New | TAKE-TWO INTERACTIVE SOFTWARnote 1.750%12/0 | $11,935,000 | – | 9,119,000 | – | 1.16% | – | |
| New | GENERAL CABLE CORP DEL NEWfrnt 4.500%11/1 | $11,657,000 | – | 11,775,000 | – | 1.13% | – | |
| New | WESCO INTL INCdbcv 6.000% 9/1 | $11,476,000 | – | 3,744,000 | – | 1.11% | – | |
| New | CEMEX SAB DE CVnote 3.750% 3/1 | $11,377,000 | – | 7,500,000 | – | 1.10% | – | |
| New | TESLA MTRS INCnote 1.250% 3/0 | $11,359,000 | – | 11,750,000 | – | 1.10% | – | |
| New | MEDICINES COdbcv 1.375% 6/0 | $10,559,000 | – | 8,635,000 | – | 1.02% | – | |
| New | NEWPARK RES INCnote 4.000%10/0 | $10,380,000 | – | 7,750,000 | – | 1.00% | – | |
| WFCPRL | New | WELLS FARGO & CO NEWperp pfd cnv a | $10,336,000 | – | 8,516 | – | 1.00% | – |
| New | FORD MTR CO DELnote 4.250%11/1 | $10,188,000 | – | 5,098,000 | – | 0.99% | – | |
| KEYPRG | New | KEYCORP NEWpfd 7.75% sr a | $9,684,000 | – | 74,511 | – | 0.94% | – |
| New | CUBIST PHARMACEUTICALS INCnote 2.500%11/0 | $9,479,000 | – | 3,869,000 | – | 0.92% | – | |
| New | DEALERTRACK TECHNOLOGIES INCnote 1.500% 3/1 | $9,372,000 | – | 7,000,000 | – | 0.91% | – | |
| New | ICONIX BRAND GROUP INCnote 2.500% 6/0 | $8,952,000 | – | 6,188,000 | – | 0.87% | – | |
| New | MYLAN INCnote 3.750% 9/1 | $8,880,000 | – | 2,290,000 | – | 0.86% | – | |
| New | VIPSHOP HLDGS LTDnote 1.500% 3/1 | $8,708,000 | – | 7,399,000 | – | 0.84% | – | |
| New | WRIGHT MED GROUP INCnote 2.000% 8/1 | $8,663,000 | – | 6,316,000 | – | 0.84% | – | |
| New | OLD REP INTL CORPnote 3.750% 3/1 | $8,654,000 | – | 6,957,000 | – | 0.84% | – | |
| New | XILINX INCnote 2.625% 6/1 | $8,526,000 | – | 5,146,000 | – | 0.83% | – | |
| New | PRICELINE GRP INCnote 0.350% 6/1 | $8,439,000 | – | 7,118,000 | – | 0.82% | – | |
| New | GT ADVANCED TECHNOLOGIES INCnote 3.000%12/1 | $8,414,000 | – | 4,825,000 | – | 0.82% | – | |
| New | WALTER INVT MGMT CORPnote 4.500%11/0 | $8,385,000 | – | 9,100,000 | – | 0.81% | – | |
| New | OMNICARE INCdbcv 3.250%12/1 | $8,346,000 | – | 7,846,000 | – | 0.81% | – | |
| New | SALESFORCE COM INCnote 0.250% 4/0 | $8,199,000 | – | 7,143,000 | – | 0.79% | – | |
| New | LAM RESEARCH CORPnote 1.250% 5/1 | $7,974,000 | – | 5,835,000 | – | 0.77% | – | |
| New | CIENA CORPdebt 4.000%12/1 | $7,829,000 | – | 5,650,000 | – | 0.76% | – | |
| ALRPRB | New | ALERE INCperp pfd conv se | $7,640,000 | – | 24,250 | – | 0.74% | – |
| New | TESLA MTRS INCnote 0.250% 3/0 | $7,073,000 | – | 7,259,000 | – | 0.68% | – | |
| New | MICRON TECHNOLOGY INCnote 1.625% 2/1 | $6,892,000 | – | 2,292,000 | – | 0.67% | – | |
| New | THERAVANCE INCnote 2.125% 1/1 | $6,849,000 | – | 4,750,000 | – | 0.66% | – | |
| New | INTEL CORPsdcv 2.950%12/1 | $6,448,000 | – | 5,185,000 | – | 0.62% | – | |
| New | BOTTOMLINE TECH DEL INCnote 1.500%12/0 | $6,130,000 | – | 5,195,000 | – | 0.59% | – | |
| New | HOLOGIC INCfrnt 2.000%12/1 | $6,032,000 | – | 4,808,000 | – | 0.58% | – | |
| New | STERLITE INDS INDIA LTDnote 4.000%10/3 | $6,000,000 | – | 6,000,000 | – | 0.58% | – | |
| New | PROLOGISnote 3.250% 3/1 | $5,916,000 | – | 5,286,000 | – | 0.57% | – | |
| New | HORSEHEAD HLDG CORPnote 3.800% 7/0 | $5,896,000 | – | 4,250,000 | – | 0.57% | – | |
| New | PHH CORPnote 6.000% 6/1 | $5,857,000 | – | 3,000,000 | – | 0.57% | – | |
| New | MGM RESORTS INTERNATIONALnote 4.250% 4/1 | $5,826,000 | – | 3,970,000 | – | 0.56% | – | |
| New | RPM INTL INCnote 2.250%12/1 | $5,635,000 | – | 4,534,000 | – | 0.55% | – | |
| New | RYLAND GROUP INCnote 1.625% 5/1 | $5,560,000 | – | 4,000,000 | – | 0.54% | – | |
| New | FORESTAR GROUP INCnote 3.750% 3/0 | $5,421,000 | – | 5,000,000 | – | 0.52% | – | |
| New | MERITAGE HOMES CORPnote 1.875% 9/1 | $5,253,000 | – | 5,000,000 | – | 0.51% | – | |
| MTCN | New | ARCELORMITTAL SA LUXEMBOURGmand cv nt 16 | $5,226,000 | – | 231,950 | – | 0.51% | – |
| New | SALIX PHARMACEUTICALS INCnote 1.500% 3/1 | $5,200,000 | – | 2,649,000 | – | 0.50% | – | |
| OCRPRB | New | OMNICARE CAP TR IIpfd b tr 4.00% | $4,947,000 | – | 60,695 | – | 0.48% | – |
| New | STARWOOD PPTY TR INCnote 4.550% 3/0 | $4,875,000 | – | 4,329,000 | – | 0.47% | – | |
| MLU | New | METLIFE INCunit 99/99/9999 | $4,799,000 | – | 150,104 | – | 0.46% | – |
| DCUA | New | DOMINION RES INC VA NEWunit 04/01/2013 | $4,746,000 | – | 82,073 | – | 0.46% | – |
| New | JARDEN CORPnote 1.875% 9/1 | $4,732,000 | – | 3,433,000 | – | 0.46% | – | |
| New | LIBERTY INTERACTIVE LLCdeb 0.750% 3/3 | $4,502,000 | – | 3,358,000 | – | 0.44% | – | |
| New | RADIAN GROUP INCnote 2.250% 3/0 | $4,496,000 | – | 3,000,000 | – | 0.44% | – | |
| NEEPRO | New | NEXTERA ENERGY INCunit 09/01/2015 | $4,462,000 | – | 68,748 | – | 0.43% | – |
| IRDMB | New | IRIDIUM COMMUNICATIONS INCperp pfd cnv b | $4,342,000 | – | 13,000 | – | 0.42% | – |
| New | AEGEAN MARINE PETE NETWORK Inote 4.000%11/0 | $4,314,000 | – | 4,250,000 | – | 0.42% | – | |
| RPTPRD | New | RAMCO-GERSHENSON PPTYS TRperp pfd-d cv | $4,300,000 | – | 70,000 | – | 0.42% | – |
| New | COBALT INTL ENERGY INCnote 3.125% 5/1 | $4,298,000 | – | 3,996,000 | – | 0.42% | – | |
| New | KB HOMEnote 1.375% 2/0 | $4,271,000 | – | 4,250,000 | – | 0.41% | – | |
| New | ASCENT CAP GROUP INCnote 4.000% 7/1 | $4,193,000 | – | 4,500,000 | – | 0.41% | – | |
| New | TTM TECHNOLOGIES INCnote 1.750%12/1 | $4,195,000 | – | 3,839,000 | – | 0.41% | – | |
| New | OMNICARE INCnote 3.500% 2/1 | $4,186,000 | – | 3,697,000 | – | 0.40% | – | |
| New | STONE ENERGY CORPnote 1.750% 3/0 | $4,170,000 | – | 3,256,000 | – | 0.40% | – | |
| New | BPZ RESOURCES INCnote 8.500%10/0 | $4,077,000 | – | 3,500,000 | – | 0.40% | – | |
| New | LEVEL 3 COMMUNICATIONS INCnote 7.000% 3/1 | $4,058,000 | – | 2,443,000 | – | 0.39% | – | |
| IGSB | New | ISHARES1-3 yr cr bd etf | $4,057,000 | – | 38,395 | – | 0.39% | – |
| FLOT | New | ISHARES TRfltg rate bd etf | $4,056,000 | – | 79,812 | – | 0.39% | – |
| New | PACIRA PHARMACEUTICALS INCnote 3.250% 2/0 | $4,044,000 | – | 1,084,000 | – | 0.39% | – | |
| New | LAM RESEARCH CORPnote 0.500% 5/1 | $3,929,000 | – | 3,160,000 | – | 0.38% | – | |
| New | BRISTOW GROUP INCnote 3.000% 6/1 | $3,931,000 | – | 3,105,000 | – | 0.38% | – | |
| New | CHIQUITA BRANDS INTL INCnote 4.250% 8/1 | $3,927,000 | – | 3,900,000 | – | 0.38% | – | |
| New | ELECTRONIC ARTS INCnote 0.750% 7/1 | $3,909,000 | – | 3,092,000 | – | 0.38% | – | |
| New | HELIX ENERGY SOLUTIONS GRP Inote 3.250% 3/1 | $3,813,000 | – | 2,832,000 | – | 0.37% | – | |
| New | ARES CAP CORPnote 5.750% 2/0 | $3,657,000 | – | 3,439,000 | – | 0.35% | – | |
| New | HAWAIIAN HOLDINGS INCnote 5.000% 3/1 | $3,632,000 | – | 2,009,000 | – | 0.35% | – | |
| UTXPRA | New | UNITED TECHNOLOGIES CORPunit 99/99/9999 | $3,612,000 | – | 55,314 | – | 0.35% | – |
| New | PHH CORPnote 4.000% 9/0 | $3,608,000 | – | 3,595,000 | – | 0.35% | – | |
| New | DEVELOPERS DIVERSIFIED RLTYnote 1.750%11/1 | $3,580,000 | – | 2,983,000 | – | 0.35% | – | |
| New | HORNBECK OFFSHORE SVCS INC Nnote 1.500% 9/0 | $3,530,000 | – | 2,920,000 | – | 0.34% | – | |
| New | ON SEMICONDUCTOR CORPnote 2.625%12/1 | $3,525,000 | – | 3,004,000 | – | 0.34% | – | |
| New | JEFFERIES GROUP INC NEWdbcv 3.875%11/0 | $3,452,000 | – | 3,229,000 | – | 0.33% | – | |
| New | CONTINENTAL AIRLS INCnote 4.500% 1/1 | $3,449,000 | – | 1,572,000 | – | 0.33% | – | |
| SWU | New | STANLEY BLACK & DECKER INCunit 99/99/9999 | $3,355,000 | – | 25,395 | – | 0.32% | – |
| New | CHESAPEAKE ENERGY CORPnote 2.750%11/1 | $3,289,000 | – | 3,106,000 | – | 0.32% | – | |
| New | AIR LEASE CORPnote 3.875%12/0 | $3,278,000 | – | 2,176,000 | – | 0.32% | – | |
| New | BIOMARIN PHARMACEUTICAL INCnote 1.500%10/1 | $3,198,000 | – | 3,039,000 | – | 0.31% | – | |
| New | AMERICAN RLTY CAP PPTYS INCnote 3.750%12/1 | $3,205,000 | – | 3,072,000 | – | 0.31% | – | |
| New | MEADOWBROOK INS GROUP INCdbcv 5.000% 3/1 | $3,158,000 | – | 3,000,000 | – | 0.31% | – | |
| New | MGIC INVT CORP WISnote 2.000% 4/0 | $3,150,000 | – | 2,119,000 | – | 0.30% | – | |
| New | AKORN INCnote 3.500% 6/0 | $3,114,000 | – | 818,000 | – | 0.30% | – | |
| New | WEBMD HEALTH CORPnote 2.500% 1/3 | $3,116,000 | – | 2,966,000 | – | 0.30% | – | |
| New | CALLAWAY GOLF COnote 3.750% 8/1 | $3,071,000 | – | 2,500,000 | – | 0.30% | – | |
| New | FLUIDIGM CORP DELnote 2.750% 2/0 | $2,906,000 | – | 3,065,000 | – | 0.28% | – | |
| New | SBA COMMUNICATIONS CORPnote 4.000%10/0 | $2,900,000 | – | 867,000 | – | 0.28% | – | |
| New | AMTRUST FINL SVCS INCnote 5.500%12/1 | $2,876,000 | – | 1,750,000 | – | 0.28% | – | |
| New | TESLA MTRS INCnote 1.500% 6/0 | $2,860,000 | – | 1,414,000 | – | 0.28% | – | |
| New | ARES CAP CORPnote 4.875% 3/1 | $2,848,000 | – | 2,674,000 | – | 0.28% | – | |
| New | TOLL BROS FIN CORPnote 0.500% 9/1 | $2,741,000 | – | 2,583,000 | – | 0.26% | – | |
| New | SPIRIT RLTY CAP INC NEWnote 2.875% 5/1 | $2,690,000 | – | 2,690,000 | – | 0.26% | – | |
| New | VECTOR GROUP LTDfrnt 1/1 | $2,680,000 | – | 2,000,000 | – | 0.26% | – | |
| New | ILLUMINA INCnote 0.250% 3/1 | $2,660,000 | – | 1,237,000 | – | 0.26% | – | |
| New | MOLINA HEALTHCARE INCnote 3.750%10/0 | $2,635,000 | – | 1,840,000 | – | 0.26% | – | |
| New | SPECTRANETICS CORPmtnf 2.625% 6/0 | $2,607,000 | – | 2,500,000 | – | 0.25% | – | |
| New | AMAG PHARMACEUTICALS INCnote 2.500% 2/1 | $2,605,000 | – | 2,450,000 | – | 0.25% | – | |
| New | AIRTRAN HLDGS INCnote 5.250%11/0 | $2,583,000 | – | 1,220,000 | – | 0.25% | – | |
| New | STARWOOD PPTY TR INCnote 4.000% 1/1 | $2,574,000 | – | 2,250,000 | – | 0.25% | – | |
| New | TELEFLEX INCnote 3.875% 8/0 | $2,382,000 | – | 1,358,000 | – | 0.23% | – | |
| New | FIDELITY NATIONAL FINANCIALnote 4.250% 8/1 | $2,280,000 | – | 1,389,000 | – | 0.22% | – | |
| New | CONCUR TECHNOLOGIES INCnote 0.500% 6/1 | $2,260,000 | – | 2,024,000 | – | 0.22% | – | |
| New | RTI INTL METALS INCnote 1.625%10/1 | $2,233,000 | – | 2,229,000 | – | 0.22% | – | |
| New | RADIAN GROUP INCnote 3.000%11/1 | $2,221,000 | – | 1,536,000 | – | 0.22% | – | |
| New | PROSPECT CAPITAL CORPORATIONnote 5.750% 3/1 | $2,161,000 | – | 2,044,000 | – | 0.21% | – | |
| CCIPRA | New | CROWN CASTLE INTL CORPcnv pfd stk sr a | $2,130,000 | – | 20,995 | – | 0.21% | – |
| New | GREENBRIER COS INCnote 3.500% 4/0 | $2,082,000 | – | 1,244,000 | – | 0.20% | – | |
| WYPRA | New | WEYERHAEUSER COpref conv ser a | $2,080,000 | – | 36,675 | – | 0.20% | – |
| New | JANUS CAP GROUP INCnote 0.750% 7/1 | $2,033,000 | – | 1,562,000 | – | 0.20% | – | |
| New | UNITED STATES STL CORP NEWnote 2.750% 4/0 | $2,020,000 | – | 1,629,000 | – | 0.20% | – | |
| New | SEACOR HOLDINGS INCnote 2.500%12/1 | $1,975,000 | – | 1,720,000 | – | 0.19% | – | |
| New | ENDO HEALTH SOLUTIONS INCnote 1.750% 4/1 | $1,972,000 | – | 823,000 | – | 0.19% | – | |
| HBANP | New | HUNTINGTON BANCSHARES INCpfd conv ser a | $1,923,000 | – | 1,456 | – | 0.19% | – |
| New | PROSPECT CAPITAL CORPORATIONnote 5.375%10/1 | $1,911,000 | – | 1,829,000 | – | 0.18% | – | |
| New | CADENCE DESIGN SYSTEM INCnote 2.625% 6/0 | $1,823,000 | – | 784,000 | – | 0.18% | – | |
| New | DANAHER CORP DELnote 1/2 | $1,822,000 | – | 796,000 | – | 0.18% | – | |
| AAPL | New | APPLE INC | $1,815,000 | – | 19,519 | – | 0.18% | – |
| New | UNITED RENTALS INCnote 4.000%11/1 | $1,789,000 | – | 191,000 | – | 0.17% | – | |
| JPM | New | JPMORGAN CHASE & CO | $1,756,000 | – | 30,451 | – | 0.17% | – |
| AMTPRA | New | AMERICAN TOWER CORP NEWpfd conv ser a | $1,674,000 | – | 15,797 | – | 0.16% | – |
| XOM | New | EXXON MOBIL CORP | $1,591,000 | – | 15,794 | – | 0.15% | – |
| GE | New | GENERAL ELECTRIC CO | $1,591,000 | – | 60,466 | – | 0.15% | – |
| GOOGL | New | GOOGLE INCcl a | $1,584,000 | – | 2,710 | – | 0.15% | – |
| CMCSA | New | COMCAST CORP NEWcl a | $1,571,000 | – | 29,236 | – | 0.15% | – |
| C | New | CITIGROUP INC | $1,422,000 | – | 30,126 | – | 0.14% | – |
| New | EQUINIX INCnote 3.000%10/1 | $1,412,000 | – | 744,000 | – | 0.14% | – | |
| XLU | New | SELECT SECTOR SPDR TRsbi int-utils | $1,251,000 | – | 28,274 | – | 0.12% | – |
| New | HEALTH CARE REIT INCnote 3.000%12/0 | $1,221,000 | – | 989,000 | – | 0.12% | – | |
| New | MOLINA HEALTHCARE INCnote 1.125% 1/1 | $1,188,000 | – | 947,000 | – | 0.12% | – | |
| New | UNITED THERAPEUTICS CORP DELnote 1.000% 9/1 | $1,134,000 | – | 600,000 | – | 0.11% | – | |
| IYR | New | ISHARESu.s. real es etf | $1,102,000 | – | 15,366 | – | 0.11% | – |
| PFE | New | PFIZER INC | $1,084,000 | – | 36,500 | – | 0.10% | – |
| JNJ | New | JOHNSON & JOHNSON | $1,037,000 | – | 9,888 | – | 0.10% | – |
| New | LABORATORY CORP AMER HLDGSnote 9/1 | $1,022,000 | – | 745,000 | – | 0.10% | – | |
| KMB | New | KIMBERLY CLARK CORP | $966,000 | – | 8,685 | – | 0.09% | – |
| New | HOLOGIC INCdebt 2.000% 3/0 | $908,000 | – | 832,000 | – | 0.09% | – | |
| New | CIENA CORPnote 0.875% 6/1 | $894,000 | – | 897,000 | – | 0.09% | – | |
| New | GOLDCORP INC NEWnote 2.000% 8/0 | $899,000 | – | 898,000 | – | 0.09% | – | |
| IP | New | INTL PAPER CO | $893,000 | – | 17,666 | – | 0.09% | – |
| CBS | New | CBS CORP NEWcl b | $889,000 | – | 14,308 | – | 0.09% | – |
| COF | New | CAPITAL ONE FINL CORP | $878,000 | – | 10,640 | – | 0.08% | – |
| IVZ | New | INVESCO LTD | $875,000 | – | 23,207 | – | 0.08% | – |
| SLB | New | SCHLUMBERGER LTD | $865,000 | – | 7,332 | – | 0.08% | – |
| HAL | New | HALLIBURTON CO | $850,000 | – | 11,998 | – | 0.08% | – |
| New | ARES CAP CORPnote 5.125% 6/0 | $836,000 | – | 779,000 | – | 0.08% | – | |
| New | RAYONIER TRS HLDGS INCnote 4.500% 8/1 | $840,000 | – | 558,000 | – | 0.08% | – | |
| MSFT | New | MICROSOFT CORP | $821,000 | – | 19,719 | – | 0.08% | – |
| AAL | New | AMERICAN AIRLS GROUP INC | $820,000 | – | 19,079 | – | 0.08% | – |
| CELG | New | CELGENE CORP | $803,000 | – | 9,352 | – | 0.08% | – |
| GOOG | New | GOOGLE INCcl c | $793,000 | – | 1,381 | – | 0.08% | – |
| OXY | New | OCCIDENTAL PETE CORP DEL | $793,000 | – | 7,719 | – | 0.08% | – |
| CVX | New | CHEVRON CORP NEW | $770,000 | – | 5,896 | – | 0.08% | – |
| MA | New | MASTERCARD INCcl a | $745,000 | – | 10,131 | – | 0.07% | – |
| CVS | New | CVS CAREMARK CORPORATION | $742,000 | – | 9,838 | – | 0.07% | – |
| LYB | New | LYONDELLBASELL INDUSTRIES N | $743,000 | – | 7,609 | – | 0.07% | – |
| L | New | LOEWS CORP | $728,000 | – | 16,540 | – | 0.07% | – |
| PXD | New | PIONEER NAT RES CO | $732,000 | – | 3,188 | – | 0.07% | – |
| FOXA | New | TWENTY FIRST CENTY FOX INCcl a | $726,000 | – | 20,612 | – | 0.07% | – |
| V | New | VISA INC | $722,000 | – | 3,428 | – | 0.07% | – |
| DHR | New | DANAHER CORP DEL | $720,000 | – | 9,144 | – | 0.07% | – |
| FL | New | FOOT LOCKER INC | $716,000 | – | 14,169 | – | 0.07% | – |
| New | TEVA PHARMACEUTICAL FIN LLCdbcv 0.250% 2/0 | $714,000 | – | 559,000 | – | 0.07% | – | |
| MFG | New | MIZUHO FINL GROUP INCsponsored adr | $706,000 | – | 171,890 | – | 0.07% | – |
| BCS | New | BARCLAYS PLCadr | $683,000 | – | 46,775 | – | 0.07% | – |
| CYNO | New | CYNOSURE INCcl a | $678,000 | – | 31,945 | – | 0.07% | – |
| EMN | New | EASTMAN CHEM CO | $680,000 | – | 7,808 | – | 0.07% | – |
| ORCL | New | ORACLE CORP | $667,000 | – | 16,489 | – | 0.06% | – |
| ALL | New | ALLSTATE CORP | $666,000 | – | 11,351 | – | 0.06% | – |
| ABBV | New | ABBVIE INC | $671,000 | – | 11,904 | – | 0.06% | – |
| AMGN | New | AMGEN INC | $674,000 | – | 5,700 | – | 0.06% | – |
| DOW | New | DOW CHEM CO | $670,000 | – | 12,985 | – | 0.06% | – |
| BA | New | BOEING CO | $665,000 | – | 5,221 | – | 0.06% | – |
| T | New | AT&T INC | $620,000 | – | 17,567 | – | 0.06% | – |
| FDX | New | FEDEX CORP | $619,000 | – | 4,076 | – | 0.06% | – |
| APA | New | APACHE CORP | $622,000 | – | 6,167 | – | 0.06% | – |
| BANC | New | BANC CALIF INC | $611,000 | – | 56,212 | – | 0.06% | – |
| APC | New | ANADARKO PETE CORP | $606,000 | – | 5,521 | – | 0.06% | – |
| VZ | New | VERIZON COMMUNICATIONS INC | $613,000 | – | 12,544 | – | 0.06% | – |
| WFC | New | WELLS FARGO & CO NEW | $605,000 | – | 11,490 | – | 0.06% | – |
| CIMT | New | CIMATRON LTDord | $606,000 | – | 97,580 | – | 0.06% | – |
| EBAY | New | EBAY INC | $586,000 | – | 11,705 | – | 0.06% | – |
| MET | New | METLIFE INC | $585,000 | – | 10,504 | – | 0.06% | – |
| PG | New | PROCTER & GAMBLE CO | $586,000 | – | 7,433 | – | 0.06% | – |
| DAL | New | DELTA AIR LINES INC DEL | $593,000 | – | 15,264 | – | 0.06% | – |
| NOV | New | NATIONAL OILWELL VARCO INC | $578,000 | – | 7,033 | – | 0.06% | – |
| MBI | New | MBIA INC | $581,000 | – | 52,656 | – | 0.06% | – |
| ETN | New | EATON CORP PLC | $575,000 | – | 7,458 | – | 0.06% | – |
| JAKK | New | JAKKS PAC INC | $565,000 | – | 72,995 | – | 0.06% | – |
| ARCC | New | ARES CAP CORP | $562,000 | – | 31,465 | – | 0.05% | – |
| HELI | New | CHC GROUP LTD | $553,000 | – | 65,550 | – | 0.05% | – |
| AIG | New | AMERICAN INTL GROUP INC | $560,000 | – | 10,294 | – | 0.05% | – |
| DHI | New | D R HORTON INC | $543,000 | – | 22,140 | – | 0.05% | – |
| LEA | New | LEAR CORP | $551,000 | – | 6,167 | – | 0.05% | – |
| HD | New | HOME DEPOT INC | $543,000 | – | 6,702 | – | 0.05% | – |
| MXL | New | MAXLINEAR INCcl a | $547,000 | – | 54,469 | – | 0.05% | – |
| AGG | New | ISHAREScore totusbd etf | $544,000 | – | 4,975 | – | 0.05% | – |
| New | BROOKDALE SR LIVING INCnote 2.750% 6/1 | $535,000 | – | 392,000 | – | 0.05% | – | |
| HAWK | New | BLACKHAWK NETWORK HLDGS INCcl a | $539,000 | – | 19,125 | – | 0.05% | – |
| YRCW | New | YRC WORLDWIDE INC | $542,000 | – | 19,290 | – | 0.05% | – |
| New | CHESAPEAKE ENERGY CORPnote 2.500% 5/1 | $536,000 | – | 500,000 | – | 0.05% | – | |
| 6699SC | New | ISHARESmsci uk etf | $531,000 | – | 25,450 | – | 0.05% | – |
| CAG | New | CONAGRA FOODS INC | $524,000 | – | 17,639 | – | 0.05% | – |
| KEYW | New | KEYW HLDG CORP | $516,000 | – | 40,964 | – | 0.05% | – |
| TXN | New | TEXAS INSTRS INC | $521,000 | – | 10,977 | – | 0.05% | – |
| MWA | New | MUELLER WTR PRODS INC | $508,000 | – | 58,818 | – | 0.05% | – |
| CBB | New | CINCINNATI BELL INC NEW | $506,000 | – | 128,680 | – | 0.05% | – |
| FORM | New | FORMFACTOR INC | $505,000 | – | 60,710 | – | 0.05% | – |
| M | New | MACYS INC | $502,000 | – | 8,699 | – | 0.05% | – |
| BAS | New | BASIC ENERGY SVCS INC NEW | $504,000 | – | 17,285 | – | 0.05% | – |
| FBHS | New | FORTUNE BRANDS HOME & SEC IN | $505,000 | – | 12,670 | – | 0.05% | – |
| CWST | New | CASELLA WASTE SYS INCcl a | $508,000 | – | 101,220 | – | 0.05% | – |
| New | ALZA CORPsdcv 7/2 | $492,000 | – | 342,000 | – | 0.05% | – | |
| KO | New | COCA COLA CO | $493,000 | – | 11,607 | – | 0.05% | – |
| EVC | New | ENTRAVISION COMMUNICATIONS Ccl a | $487,000 | – | 78,591 | – | 0.05% | – |
| REGN | New | REGENERON PHARMACEUTICALS | $489,000 | – | 1,732 | – | 0.05% | – |
| BINDQ | New | BIND THERAPEUTICS INC | $487,000 | – | 36,995 | – | 0.05% | – |
| TJX | New | TJX COS INC NEW | $485,000 | – | 9,139 | – | 0.05% | – |
| New | NUVASIVE INCnote 2.750% 7/0 | $484,000 | – | 423,000 | – | 0.05% | – | |
| MYL | New | MYLAN INC | $475,000 | – | 9,210 | – | 0.05% | – |
| CVGI | New | COMMERCIAL VEH GROUP INC | $480,000 | – | 47,750 | – | 0.05% | – |
| RTN | New | RAYTHEON CO | $476,000 | – | 5,176 | – | 0.05% | – |
| KTOS | New | KRATOS DEFENSE & SEC SOLUTIO | $476,000 | – | 60,960 | – | 0.05% | – |
| ARRY | New | ARRAY BIOPHARMA INC | $473,000 | – | 103,540 | – | 0.05% | – |
| DISCA | New | DISCOVERY COMMUNICATNS NEW | $468,000 | – | 6,295 | – | 0.04% | – |
| GLUU | New | GLU MOBILE INC | $462,000 | – | 92,380 | – | 0.04% | – |
| 2100PS | New | GENCORP INC | $460,000 | – | 24,055 | – | 0.04% | – |
| NESCQ | New | NUVERRA ENVIRONMENTAL SOLUTI | $468,000 | – | 23,255 | – | 0.04% | – |
| MHGC | New | MORGANS HOTEL GROUP CO | $461,000 | – | 58,125 | – | 0.04% | – |
| THLD | New | THRESHOLD PHARMACEUTICAL INC | $466,000 | – | 117,640 | – | 0.04% | – |
| New | STANDARD PAC CORP NEWnote 1.250% 8/0 | $465,000 | – | 372,000 | – | 0.04% | – | |
| TAST | New | CARROLS RESTAURANT GROUP INC | $453,000 | – | 63,775 | – | 0.04% | – |
| VTSS | New | VITESSE SEMICONDUCTOR CORP | $453,000 | – | 131,260 | – | 0.04% | – |
| CHGG | New | CHEGG INC | $457,000 | – | 64,910 | – | 0.04% | – |
| BAC | New | BANK OF AMERICA CORPORATION | $442,000 | – | 28,813 | – | 0.04% | – |
| RRD | New | DONNELLEY R R & SONS CO | $442,000 | – | 26,015 | – | 0.04% | – |
| MSG | New | MADISON SQUARE GARDEN COcl a | $447,000 | – | 7,164 | – | 0.04% | – |
| INAP | New | INTERNAP NETWORK SVCS CORP | $436,000 | – | 61,780 | – | 0.04% | – |
| CYNI | New | CYAN INC | $428,000 | – | 106,430 | – | 0.04% | – |
| New | BIOMARIN PHARMACEUTICAL INCnote 0.750%10/1 | $425,000 | – | 413,000 | – | 0.04% | – | |
| VITC | New | VITACOST COM INC | $409,000 | – | 65,340 | – | 0.04% | – |
| PSEC | New | PROSPECT CAPITAL CORPORATION | $412,000 | – | 38,805 | – | 0.04% | – |
| HPQ | New | HEWLETT PACKARD CO | $411,000 | – | 12,200 | – | 0.04% | – |
| NCFT | New | NORCRAFT COS INC | $415,000 | – | 29,000 | – | 0.04% | – |
| XOMA | New | XOMA CORP DEL | $412,000 | – | 89,760 | – | 0.04% | – |
| PEP | New | PEPSICO INC | $403,000 | – | 4,520 | – | 0.04% | – |
| IR | New | INGERSOLL-RAND PLC | $402,000 | – | 6,428 | – | 0.04% | – |
| MRK | New | MERCK & CO INC NEW | $407,000 | – | 7,044 | – | 0.04% | – |
| SBUX | New | STARBUCKS CORP | $407,000 | – | 5,269 | – | 0.04% | – |
| COP | New | CONOCOPHILLIPS | $401,000 | – | 4,667 | – | 0.04% | – |
| KBIO | New | KALOBIOS PHARMACEUTICALS INC | $394,000 | – | 173,360 | – | 0.04% | – |
| BRKB | New | BERKSHIRE HATHAWAY INC DELcl b new | $394,000 | – | 3,109 | – | 0.04% | – |
| GM | New | GENERAL MTRS CO | $391,000 | – | 10,787 | – | 0.04% | – |
| LMNS | New | LUMENIS LTD | $394,000 | – | 40,400 | – | 0.04% | – |
| QCOM | New | QUALCOMM INC | $397,000 | – | 5,010 | – | 0.04% | – |
| DIS | New | DISNEY WALT CO | $381,000 | – | 4,452 | – | 0.04% | – |
| CTIC | New | CTI BIOPHARMA CORP | $382,000 | – | 135,525 | – | 0.04% | – |
| New | PRICELINE GRP INCnote 1.250% 3/1 | $386,000 | – | 98,000 | – | 0.04% | – | |
| INTC | New | INTEL CORP | $377,000 | – | 12,175 | – | 0.04% | – |
| PERI | New | PERION NETWORK LTD | $374,000 | – | 37,134 | – | 0.04% | – |
| PCLN | New | PRICELINE GRP INC | $373,000 | – | 314 | – | 0.04% | – |
| MCK | New | MCKESSON CORP | $369,000 | – | 1,972 | – | 0.04% | – |
| CSCO | New | CISCO SYS INC | $364,000 | – | 14,633 | – | 0.04% | – |
| TWX | New | TIME WARNER INC | $364,000 | – | 5,145 | – | 0.04% | – |
| SSH | New | SUNSHINE HEART INC | $362,000 | – | 64,445 | – | 0.04% | – |
| FNSR | New | FINISAR CORP | $365,000 | – | 18,495 | – | 0.04% | – |
| BUD | New | ANHEUSER BUSCH INBEV SA/NVsponsored adr | $363,000 | – | 3,146 | – | 0.04% | – |
| UCTT | New | ULTRA CLEAN HLDGS INC | $365,000 | – | 40,405 | – | 0.04% | – |
| KRFT | New | KRAFT FOODS GROUP INC | $354,000 | – | 5,890 | – | 0.03% | – |
| UNH | New | UNITEDHEALTH GROUP INC | $354,000 | – | 4,336 | – | 0.03% | – |
| MRO | New | MARATHON OIL CORP | $355,000 | – | 8,900 | – | 0.03% | – |
| ENTR | New | ENTROPIC COMMUNICATIONS INC | $351,000 | – | 105,630 | – | 0.03% | – |
| STX | New | SEAGATE TECHNOLOGY PLC | $353,000 | – | 6,200 | – | 0.03% | – |
| MPO | New | MIDSTATES PETE CO INC | $347,000 | – | 47,920 | – | 0.03% | – |
| OII | New | OCEANEERING INTL INC | $340,000 | – | 4,350 | – | 0.03% | – |
| VIAB | New | VIACOM INC NEWcl b | $340,000 | – | 3,913 | – | 0.03% | – |
| YHOO | New | YAHOO INC | $336,000 | – | 9,522 | – | 0.03% | – |
| DQ | New | DAQO NEW ENERGY CORPspnsrd adr new | $341,000 | – | 10,665 | – | 0.03% | – |
| MAN | New | MANPOWERGROUP INC | $345,000 | – | 4,078 | – | 0.03% | – |
| REXR | New | REXFORD INDL RLTY INC | $333,000 | – | 23,400 | – | 0.03% | – |
| DFS | New | DISCOVER FINL SVCS | $327,000 | – | 5,260 | – | 0.03% | – |
| PM | New | PHILIP MORRIS INTL INC | $330,000 | – | 3,913 | – | 0.03% | – |
| HUN | New | HUNTSMAN CORP | $331,000 | – | 11,793 | – | 0.03% | – |
| WMT | New | WAL-MART STORES INC | $322,000 | – | 4,286 | – | 0.03% | – |
| New | OMNICOM GROUP INCnote 7/3 | $318,000 | – | 241,000 | – | 0.03% | – | |
| PPG | New | PPG INDS INC | $321,000 | – | 1,520 | – | 0.03% | – |
| MDLZ | New | MONDELEZ INTL INCcl a | $322,000 | – | 8,513 | – | 0.03% | – |
| PRU | New | PRUDENTIAL FINL INC | $324,000 | – | 3,640 | – | 0.03% | – |
| RPXC | New | RPX CORP | $319,000 | – | 17,985 | – | 0.03% | – |
| LJPC | New | LA JOLLA PHARMACEUTICAL CO | $316,000 | – | 34,335 | – | 0.03% | – |
| EWT | New | ISHARESmsci taiwan etf | $318,000 | – | 20,100 | – | 0.03% | – |
| ESV | New | ENSCO PLC | $322,000 | – | 5,800 | – | 0.03% | – |
| GILD | New | GILEAD SCIENCES INC | $322,000 | – | 3,887 | – | 0.03% | – |
| RLOC | New | REACHLOCAL INC | $308,000 | – | 43,775 | – | 0.03% | – |
| WFD | New | WESTFIELD FINANCIAL INC NEW | $311,000 | – | 41,615 | – | 0.03% | – |
| XCRA | New | XCERRA CORP | $309,000 | – | 34,000 | – | 0.03% | – |
| AET | New | AETNA INC NEW | $296,000 | – | 3,650 | – | 0.03% | – |
| ICE | New | INTERCONTINENTAL EXCHANGE IN | $298,000 | – | 1,575 | – | 0.03% | – |
| AMZN | New | AMAZON COM INC | $303,000 | – | 932 | – | 0.03% | – |
| CAI | New | CAI INTERNATIONAL INC | $301,000 | – | 13,610 | – | 0.03% | – |
| ZION | New | ZIONS BANCORPORATION | $286,000 | – | 9,700 | – | 0.03% | – |
| HY | New | HYSTER YALE MATLS HANDLING Icl a | $287,000 | – | 3,240 | – | 0.03% | – |
| TSCO | New | TRACTOR SUPPLY CO | $286,000 | – | 4,750 | – | 0.03% | – |
| ABT | New | ABBOTT LABS | $285,000 | – | 6,984 | – | 0.03% | – |
| AMG | New | AFFILIATED MANAGERS GROUP | $285,000 | – | 1,388 | – | 0.03% | – |
| ESPR | New | ESPERION THERAPEUTICS INC NE | $283,000 | – | 17,858 | – | 0.03% | – |
| MDT | New | MEDTRONIC INC | $274,000 | – | 4,292 | – | 0.03% | – |
| LCUT | New | LIFETIME BRANDS INC | $278,000 | – | 17,665 | – | 0.03% | – |
| FB | New | FACEBOOK INCcl a | $274,000 | – | 4,051 | – | 0.03% | – |
| COWN | New | COWEN GROUP INC NEWcl a | $279,000 | – | 66,185 | – | 0.03% | – |
| PH | New | PARKER HANNIFIN CORP | $264,000 | – | 2,101 | – | 0.03% | – |
| LRCX | New | LAM RESEARCH CORP | $266,000 | – | 3,917 | – | 0.03% | – |
| KPTI | New | KARYOPHARM THERAPEUTICS INC | $269,000 | – | 5,765 | – | 0.03% | – |
| HEROQ | New | HERCULES OFFSHORE INC | $267,000 | – | 66,300 | – | 0.03% | – |
| ZNGA | New | ZYNGA INCcl a | $265,000 | – | 82,600 | – | 0.03% | – |
| IWM | New | ISHARESrussell 2000 etf | $256,000 | – | 2,156 | – | 0.02% | – |
| UNP | New | UNION PAC CORP | $261,000 | – | 2,608 | – | 0.02% | – |
| QRTEA | New | LIBERTY INTERACTIVE CORP | $262,000 | – | 8,900 | – | 0.02% | – |
| HUBB | New | HUBBELL INCcl b | $263,000 | – | 2,140 | – | 0.02% | – |
| UPS | New | UNITED PARCEL SERVICE INCcl b | $261,000 | – | 2,550 | – | 0.02% | – |
| URI | New | UNITED RENTALS INC | $263,000 | – | 2,512 | – | 0.02% | – |
| USB | New | US BANCORP DEL | $258,000 | – | 5,929 | – | 0.02% | – |
| BIIB | New | BIOGEN IDEC INC | $257,000 | – | 816 | – | 0.02% | – |
| UTX | New | UNITED TECHNOLOGIES CORP | $262,000 | – | 2,267 | – | 0.02% | – |
| EOG | New | EOG RES INC | $254,000 | – | 2,162 | – | 0.02% | – |
| EWY | New | ISHARESmsci sth kor etf | $252,000 | – | 3,875 | – | 0.02% | – |
| SNECQ | New | SANCHEZ ENERGY CORP | $249,000 | – | 6,628 | – | 0.02% | – |
| IBM | New | INTERNATIONAL BUSINESS MACHS | $252,000 | – | 1,389 | – | 0.02% | – |
| CGIX | New | CANCER GENETICS INC | $249,000 | – | 22,010 | – | 0.02% | – |
| MOBI | New | SKY-MOBI LTDsponsored ads | $251,000 | – | 30,360 | – | 0.02% | – |
| AXP | New | AMERICAN EXPRESS CO | $243,000 | – | 2,564 | – | 0.02% | – |
| IWO | New | ISHARESrus 2000 grw etf | $243,000 | – | 1,755 | – | 0.02% | – |
| New | HEALTHWAYS INCnote 1.500% 7/0 | $242,000 | – | 220,000 | – | 0.02% | – | |
| COVS | New | COVISINT CORP | $237,000 | – | 48,765 | – | 0.02% | – |
| BK | New | BANK NEW YORK MELLON CORP | $242,000 | – | 6,520 | – | 0.02% | – |
| HK | New | HALCON RES CORP | $233,000 | – | 31,915 | – | 0.02% | – |
| STI | New | SUNTRUST BKS INC | $239,000 | – | 5,974 | – | 0.02% | – |
| EBF | New | ENNIS INC | $226,000 | – | 14,845 | – | 0.02% | – |
| KR | New | KROGER CO | $226,000 | – | 4,579 | – | 0.02% | – |
| MMM | New | 3M CO | $232,000 | – | 1,623 | – | 0.02% | – |
| DRQ | New | DRIL-QUIP INC | $224,000 | – | 2,050 | – | 0.02% | – |
| F | New | FORD MTR CO DEL | $228,000 | – | 13,256 | – | 0.02% | – |
| CSTM | New | CONSTELLIUM NVcl a | $221,000 | – | 6,900 | – | 0.02% | – |
| EMC | New | E M C CORP MASS | $212,000 | – | 7,997 | – | 0.02% | – |
| FCX | New | FREEPORT-MCMORAN COPPER & GO | $212,000 | – | 5,804 | – | 0.02% | – |
| B108PS | New | ACTAVIS PLC | $218,000 | – | 980 | – | 0.02% | – |
| HHC | New | HOWARD HUGHES CORP | $211,000 | – | 1,335 | – | 0.02% | – |
| GME | New | GAMESTOP CORP NEWcl a | $209,000 | – | 5,150 | – | 0.02% | – |
| LEN | New | LENNAR CORPcl a | $210,000 | – | 5,000 | – | 0.02% | – |
| RTK | New | RENTECH INC | $206,000 | – | 79,620 | – | 0.02% | – |
| MRVL | New | MARVELL TECHNOLOGY GROUP LTDord | $202,000 | – | 14,100 | – | 0.02% | – |
| PKG | New | PACKAGING CORP AMER | $210,000 | – | 2,950 | – | 0.02% | – |
| PGTI | New | PGT INC | $208,000 | – | 24,600 | – | 0.02% | – |
| EMR | New | EMERSON ELEC CO | $211,000 | – | 3,166 | – | 0.02% | – |
| MO | New | ALTRIA GROUP INC | $205,000 | – | 4,865 | – | 0.02% | – |
| STLD | New | STEEL DYNAMICS INC | $197,000 | – | 11,001 | – | 0.02% | – |
| CMI | New | CUMMINS INC | $200,000 | – | 1,300 | – | 0.02% | – |
| VLO | New | VALERO ENERGY CORP NEW | $201,000 | – | 4,008 | – | 0.02% | – |
| New | GROUP 1 AUTOMOTIVE INCfrnt 2.250% 6/1 | $182,000 | – | 128,000 | – | 0.02% | – | |
| OCLR | New | OCLARO INC | $176,000 | – | 79,520 | – | 0.02% | – |
| New | SUNPOWER CORPdbcv 4.500% 3/1 | $158,000 | – | 86,000 | – | 0.02% | – | |
| New | WABASH NATL CORPnote 3.375% 5/0 | $141,000 | – | 100,000 | – | 0.01% | – | |
| VG | New | VONAGE HLDGS CORP | $133,000 | – | 35,230 | – | 0.01% | – |
| New | BIOMARIN PHARMACEUTICAL INCnote 1.875% 4/2 | $116,000 | – | 38,000 | – | 0.01% | – | |
| EOX | New | EMERALD OIL INC | $88,000 | – | 11,490 | – | 0.01% | – |
| New | ARES CAP CORPnote 4.750% 1/1 | $56,000 | – | 53,000 | – | 0.01% | – | |
| New | ENERSYSnote 3.375% 6/0 | $54,000 | – | 31,000 | – | 0.01% | – | |
| New | MEDIVATION INCnote 2.625% 4/0 | $46,000 | – | 29,000 | – | 0.00% | – | |
| New | PROSPECT CAPITAL CORPORATIONnote 6.250%12/1 | $33,000 | – | 31,000 | – | 0.00% | – | |
| New | REDWOOD TR INCnote 4.625% 4/1 | $25,000 | – | 24,000 | – | 0.00% | – |
Q4 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| Exit | REDWOOD TR INCnote 4.625% 4/1 | $0 | – | -24,000 | – | -0.00% | – | |
| Exit | PROSPECT CAPITAL CORPORATIONnote 6.250%12/1 | $0 | – | -31,000 | – | -0.00% | – | |
| Exit | UNITED STATES STL CORP NEWnote 4.000% 5/1 | $0 | – | -43,000 | – | -0.00% | – | |
| Exit | BIOMARIN PHARMACEUTICAL INCnote 1.875% 4/2 | $0 | – | -15,000 | – | -0.01% | – | |
| Exit | ANNALY CAP MGMT INCnote 5.000% 5/1 | $0 | – | -60,000 | – | -0.01% | – | |
| MIFI | Exit | NOVATEL WIRELESS INC | $0 | – | -28,800 | – | -0.01% | – |
| Exit | ALZA CORPsdcv 7/2 | $0 | – | -102,000 | – | -0.01% | – | |
| MTG | Exit | MGIC INVT CORP WIS | $0 | – | -16,648 | – | -0.01% | – |
| Exit | DOMINION RES INC VA NEWnote 2.125%12/1 | $0 | – | -73,000 | – | -0.01% | – | |
| Exit | PRICELINE COM INCnote 1.250% 3/1 | $0 | – | -48,000 | – | -0.01% | – | |
| RNA | Exit | PROSENSA HLDG N V | $0 | – | -26,211 | – | -0.02% | – |
| Exit | LAM RESEARCH CORPnote 0.500% 5/1 | $0 | – | -152,000 | – | -0.02% | – | |
| TIP | Exit | ISHAREStips bd etf | $0 | – | -1,869 | – | -0.02% | – |
| QIHU | Exit | QIHOO 360 TECHNOLOGY CO LTDads | $0 | – | -2,528 | – | -0.02% | – |
| MS | Exit | MORGAN STANLEY | $0 | – | -8,055 | – | -0.02% | – |
| Exit | ALLEGHENY TECHNOLOGIES INCnote 4.250% 6/0 | $0 | – | -249,000 | – | -0.02% | – | |
| CSX | Exit | CSX CORP | $0 | – | -10,001 | – | -0.02% | – |
| CRM | Exit | SALESFORCE COM INC | $0 | – | -5,059 | – | -0.02% | – |
| AMG | Exit | AFFILIATED MANAGERS GROUP | $0 | – | -1,430 | – | -0.02% | – |
| CZR | Exit | CAESARS ENTMT CORP | $0 | – | -15,360 | – | -0.03% | – |
| HPQ | Exit | HEWLETT PACKARD CO | $0 | – | -14,565 | – | -0.03% | – |
| RRC | Exit | RANGE RES CORP | $0 | – | -4,105 | – | -0.03% | – |
| KEM | Exit | KEMET CORP | $0 | – | -74,760 | – | -0.03% | – |
| FCX | Exit | FREEPORT-MCMORAN COPPER & GO | $0 | – | -9,390 | – | -0.03% | – |
| V | Exit | VISA INC | $0 | – | -1,765 | – | -0.03% | – |
| NEE | Exit | NEXTERA ENERGY INC | $0 | – | -4,128 | – | -0.03% | – |
| RSHCQ | Exit | RADIOSHACK CORP | $0 | – | -98,170 | – | -0.03% | – |
| Exit | NEWMONT MINING CORPnote 1.250% 7/1 | $0 | – | -340,000 | – | -0.03% | – | |
| NIHDQ | Exit | NII HLDGS INCcl b new | $0 | – | -57,800 | – | -0.03% | – |
| BIIB | Exit | BIOGEN IDEC INC | $0 | – | -1,516 | – | -0.03% | – |
| TOL | Exit | TOLL BROTHERS INC | $0 | – | -11,427 | – | -0.03% | – |
| ETFC | Exit | E TRADE FINANCIAL CORP | $0 | – | -22,840 | – | -0.03% | – |
| Exit | DOLLAR FINL CORPnote 3.000% 4/0 | $0 | – | -400,000 | – | -0.03% | – | |
| POR | Exit | PORTLAND GEN ELEC CO | $0 | – | -13,200 | – | -0.03% | – |
| OWW | Exit | ORBITZ WORLDWIDE INC | $0 | – | -38,820 | – | -0.03% | – |
| BONTQ | Exit | BON-TON STORES INC | $0 | – | -35,730 | – | -0.03% | – |
| AVEO | Exit | AVEO PHARMACEUTICALS INC | $0 | – | -182,430 | – | -0.03% | – |
| ESC | Exit | EMERITUS CORP | $0 | – | -20,780 | – | -0.04% | – |
| MSPD | Exit | MINDSPEED TECHNOLOGIES INC | $0 | – | -128,100 | – | -0.04% | – |
| BKS | Exit | BARNES & NOBLE INC | $0 | – | -29,800 | – | -0.04% | – |
| LEAP | Exit | LEAP WIRELESS INTL INC | $0 | – | -24,500 | – | -0.04% | – |
| LRCX | Exit | LAM RESEARCH CORP | $0 | – | -7,483 | – | -0.04% | – |
| MXWL | Exit | MAXWELL TECHNOLOGIES INC | $0 | – | -44,660 | – | -0.04% | – |
| CTSH | Exit | COGNIZANT TECHNOLOGY SOLUTIOcl a | $0 | – | -4,853 | – | -0.04% | – |
| BCS | Exit | BARCLAYS PLCadr | $0 | – | -23,665 | – | -0.04% | – |
| ARWR | Exit | ARROWHEAD RESH CORP | $0 | – | -71,210 | – | -0.04% | – |
| AMCC | Exit | APPLIED MICRO CIRCUITS CORP | $0 | – | -31,330 | – | -0.04% | – |
| AHT | Exit | ASHFORD HOSPITALITY TR INC | $0 | – | -33,790 | – | -0.04% | – |
| HZNP | Exit | HORIZON PHARMA INC | $0 | – | -122,950 | – | -0.04% | – |
| COP | Exit | CONOCOPHILLIPS | $0 | – | -5,867 | – | -0.04% | – |
| CECO | Exit | CAREER EDUCATION CORP | $0 | – | -149,070 | – | -0.04% | – |
| ENDRQ | Exit | ENDEAVOUR INTL CORP | $0 | – | -77,010 | – | -0.04% | – |
| COCOQ | Exit | CORINTHIAN COLLEGES INC | $0 | – | -192,100 | – | -0.04% | – |
| THLD | Exit | THRESHOLD PHARMACEUTICAL INC | $0 | – | -91,400 | – | -0.04% | – |
| NWY | Exit | NEW YORK & CO INC | $0 | – | -73,150 | – | -0.04% | – |
| FCH | Exit | FELCOR LODGING TR INC | $0 | – | -69,270 | – | -0.04% | – |
| PEG | Exit | PUBLIC SVC ENTERPRISE GROUP | $0 | – | -12,700 | – | -0.04% | – |
| BCRX | Exit | BIOCRYST PHARMACEUTICALS | $0 | – | -60,110 | – | -0.04% | – |
| NAV | Exit | NAVISTAR INTL CORP NEW | $0 | – | -11,800 | – | -0.04% | – |
| OCLR | Exit | OCLARO INC | $0 | – | -245,120 | – | -0.04% | – |
| MOD | Exit | MODINE MFG CO | $0 | – | -29,680 | – | -0.04% | – |
| BWEN | Exit | BROADWIND ENERGY INC | $0 | – | -55,850 | – | -0.04% | – |
| ACN | Exit | ACCENTURE PLC IRELAND | $0 | – | -6,079 | – | -0.04% | – |
| ZLC | Exit | ZALE CORP NEW | $0 | – | -29,400 | – | -0.04% | – |
| SUNEQ | Exit | SUNEDISON INC | $0 | – | -55,120 | – | -0.04% | – |
| BK | Exit | BANK NEW YORK MELLON CORP | $0 | – | -15,151 | – | -0.04% | – |
| ODP | Exit | OFFICE DEPOT INC | $0 | – | -93,700 | – | -0.04% | – |
| DANG | Exit | E-COMMERCE CHINA DANGDANG IN | $0 | – | -44,240 | – | -0.04% | – |
| CIE | Exit | COBALT INTL ENERGY INC | $0 | – | -19,035 | – | -0.04% | – |
| PNW | Exit | PINNACLE WEST CAP CORP | $0 | – | -8,798 | – | -0.04% | – |
| Exit | BROOKDALE SR LIVING INCnote 2.750% 6/1 | $0 | – | -403,000 | – | -0.04% | – | |
| WEB | Exit | WEB COM GROUP INC | $0 | – | -14,565 | – | -0.04% | – |
| ARAY | Exit | ACCURAY INC | $0 | – | -65,110 | – | -0.04% | – |
| Exit | SUNPOWER CORPdbcv 4.500% 3/1 | $0 | – | -370,000 | – | -0.04% | – | |
| HCN | Exit | HEALTH CARE REIT INC | $0 | – | -7,989 | – | -0.04% | – |
| CAT | Exit | CATERPILLAR INC DEL | $0 | – | -6,028 | – | -0.05% | – |
| HW | Exit | HEADWATERS INC | $0 | – | -57,300 | – | -0.05% | – |
| MDC | Exit | M D C HLDGS INC | $0 | – | -17,017 | – | -0.05% | – |
| LDKYQ | Exit | LDK SOLAR CO LTDsponsored adr | $0 | – | -262,210 | – | -0.05% | – |
| WFD | Exit | WESTFIELD FINANCIAL INC NEW | $0 | – | -73,715 | – | -0.05% | – |
| MBI | Exit | MBIA INC | $0 | – | -50,650 | – | -0.05% | – |
| MYL | Exit | MYLAN INC | $0 | – | -13,960 | – | -0.05% | – |
| PTC | Exit | PTC INC | $0 | – | -18,856 | – | -0.05% | – |
| POZN | Exit | POZEN INC | $0 | – | -93,245 | – | -0.05% | – |
| WTSLQ | Exit | WET SEAL INCcl a | $0 | – | -135,420 | – | -0.05% | – |
| PCRX | Exit | PACIRA PHARMACEUTICALS INC | $0 | – | -11,252 | – | -0.05% | – |
| RF | Exit | REGIONS FINL CORP NEW | $0 | – | -58,270 | – | -0.05% | – |
| A | Exit | AGILENT TECHNOLOGIES INC | $0 | – | -10,720 | – | -0.05% | – |
| DHR | Exit | DANAHER CORP DEL | $0 | – | -7,889 | – | -0.05% | – |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -3,440 | – | -0.05% | – |
| Exit | GOLDCORP INC NEWnote 2.000% 8/0 | $0 | – | -534,000 | – | -0.05% | – | |
| EOG | Exit | EOG RES INC | $0 | – | -3,301 | – | -0.05% | – |
| Q104PS | Exit | PARKWAY PPTYS INC | $0 | – | -31,150 | – | -0.05% | – |
| ADNC | Exit | AUDIENCE INC | $0 | – | -50,547 | – | -0.05% | – |
| EMR | Exit | EMERSON ELEC CO | $0 | – | -8,731 | – | -0.05% | – |
| BMY | Exit | BRISTOL MYERS SQUIBB CO | $0 | – | -12,240 | – | -0.05% | – |
| AGG | Exit | ISHAREScore totusbd etf | $0 | – | -5,295 | – | -0.05% | – |
| MON | Exit | MONSANTO CO NEW | $0 | – | -5,514 | – | -0.05% | – |
| UNP | Exit | UNION PAC CORP | $0 | – | -3,743 | – | -0.05% | – |
| REN | Exit | RESOLUTE ENERGY CORP | $0 | – | -68,540 | – | -0.05% | – |
| ACTV | Exit | ACTIVE NETWORK INC | $0 | – | -40,580 | – | -0.05% | – |
| URI | Exit | UNITED RENTALS INC | $0 | – | -10,102 | – | -0.05% | – |
| SLCA | Exit | U S SILICA HLDGS INC | $0 | – | -23,465 | – | -0.05% | – |
| KEYW | Exit | KEYW HLDG CORP | $0 | – | -43,795 | – | -0.05% | – |
| VSH | Exit | VISHAY INTERTECHNOLOGY INC | $0 | – | -46,310 | – | -0.05% | – |
| ESRX | Exit | EXPRESS SCRIPTS HLDG CO | $0 | – | -9,683 | – | -0.05% | – |
| ABT | Exit | ABBOTT LABS | $0 | – | -17,940 | – | -0.05% | – |
| BRCM | Exit | BROADCOM CORPcl a | $0 | – | -22,931 | – | -0.05% | – |
| NKE | Exit | NIKE INCcl b | $0 | – | -8,453 | – | -0.06% | – |
| HUN | Exit | HUNTSMAN CORP | $0 | – | -30,384 | – | -0.06% | – |
| PPG | Exit | PPG INDS INC | $0 | – | -3,770 | – | -0.06% | – |
| M | Exit | MACYS INC | $0 | – | -14,581 | – | -0.06% | – |
| MHO | Exit | M/I HOMES INC | $0 | – | -30,948 | – | -0.06% | – |
| HON | Exit | HONEYWELL INTL INC | $0 | – | -7,788 | – | -0.06% | – |
| URBN | Exit | URBAN OUTFITTERS INC | $0 | – | -17,537 | – | -0.06% | – |
| PACB | Exit | PACIFIC BIOSCIENCES CALIF IN | $0 | – | -116,710 | – | -0.06% | – |
| Exit | CHESAPEAKE ENERGY CORPnote 2.500% 5/1 | $0 | – | -675,000 | – | -0.06% | – | |
| AMZN | Exit | AMAZON COM INC | $0 | – | -2,134 | – | -0.06% | – |
| PXD | Exit | PIONEER NAT RES CO | $0 | – | -3,519 | – | -0.06% | – |
| EMN | Exit | EASTMAN CHEM CO | $0 | – | -8,661 | – | -0.06% | – |
| DOW | Exit | DOW CHEM CO | $0 | – | -17,875 | – | -0.06% | – |
| APA | Exit | APACHE CORP | $0 | – | -8,030 | – | -0.06% | – |
| ALXN | Exit | ALEXION PHARMACEUTICALS INC | $0 | – | -5,877 | – | -0.06% | – |
| SPNV | Exit | SUPERIOR ENERGY SVCS INC | $0 | – | -27,731 | – | -0.06% | – |
| RYN | Exit | RAYONIER INC | $0 | – | -12,627 | – | -0.06% | – |
| PSUNQ | Exit | PACIFIC SUNWEAR CALIF INC | $0 | – | -230,580 | – | -0.06% | – |
| PERI | Exit | PERION NETWORK LTD | $0 | – | -54,485 | – | -0.06% | – |
| SNECQ | Exit | SANCHEZ ENERGY CORP | $0 | – | -27,822 | – | -0.07% | – |
| CBS | Exit | CBS CORP NEWcl b | $0 | – | -13,320 | – | -0.07% | – |
| AUXL | Exit | AUXILIUM PHARMACEUTICALS INC | $0 | – | -40,079 | – | -0.07% | – |
| SHOR | Exit | SHORETEL INC | $0 | – | -120,825 | – | -0.07% | – |
| Exit | JANUS CAP GROUP INCnote 0.750% 7/1 | $0 | – | -698,000 | – | -0.07% | – | |
| AKRXQ | Exit | AKORN INC | $0 | – | -37,965 | – | -0.07% | – |
| CWST | Exit | CASELLA WASTE SYS INCcl a | $0 | – | -133,145 | – | -0.07% | – |
| L | Exit | LOEWS CORP | $0 | – | -16,540 | – | -0.07% | – |
| ADT | Exit | THE ADT CORPORATION | $0 | – | -19,064 | – | -0.07% | – |
| Exit | ARES CAP CORPnote 4.875% 3/1 | $0 | – | -746,000 | – | -0.07% | – | |
| ECL | Exit | ECOLAB INC | $0 | – | -7,909 | – | -0.07% | – |
| MDT | Exit | MEDTRONIC INC | $0 | – | -14,869 | – | -0.07% | – |
| CF | Exit | CF INDS HLDGS INC | $0 | – | -3,756 | – | -0.07% | – |
| DHI | Exit | D R HORTON INC | $0 | – | -41,745 | – | -0.07% | – |
| KMB | Exit | KIMBERLY CLARK CORP | $0 | – | -8,685 | – | -0.07% | – |
| HOLX | Exit | HOLOGIC INC | $0 | – | -39,999 | – | -0.07% | – |
| AVT | Exit | AVNET INC | $0 | – | -19,884 | – | -0.08% | – |
| DFS | Exit | DISCOVER FINL SVCS | $0 | – | -16,376 | – | -0.08% | – |
| AGN | Exit | ALLERGAN INC | $0 | – | -9,249 | – | -0.08% | – |
| VLO | Exit | VALERO ENERGY CORP NEW | $0 | – | -24,513 | – | -0.08% | – |
| BDN | Exit | BRANDYWINE RLTY TRsh ben int new | $0 | – | -63,870 | – | -0.08% | – |
| Exit | CACI INTL INCnote 2.125% 5/0 | $0 | – | -668,000 | – | -0.08% | – | |
| PCLN | Exit | PRICELINE COM INC | $0 | – | -843 | – | -0.08% | – |
| Exit | HERTZ GLOBAL HOLDINGS INCnote 5.250% 6/0 | $0 | – | -316,000 | – | -0.08% | – | |
| MET | Exit | METLIFE INC | $0 | – | -18,209 | – | -0.08% | – |
| IVZ | Exit | INVESCO LTD | $0 | – | -27,095 | – | -0.08% | – |
| Exit | LABORATORY CORP AMER HLDGSnote 9/1 | $0 | – | -655,000 | – | -0.08% | – | |
| DIN | Exit | DINEEQUITY INC | $0 | – | -12,733 | – | -0.08% | – |
| DAL | Exit | DELTA AIR LINES INC DEL | $0 | – | -36,976 | – | -0.08% | – |
| SRPT | Exit | SAREPTA THERAPEUTICS INC | $0 | – | -18,741 | – | -0.08% | – |
| RTN | Exit | RAYTHEON CO | $0 | – | -11,610 | – | -0.08% | – |
| STI | Exit | SUNTRUST BKS INC | $0 | – | -28,388 | – | -0.08% | – |
| CPT | Exit | CAMDEN PPTY TRsh ben int | $0 | – | -14,962 | – | -0.08% | – |
| Exit | HOLOGIC INCdebt 2.000% 3/0 | $0 | – | -925,000 | – | -0.08% | – | |
| Exit | MOLINA HEALTHCARE INCnote 3.750%10/0 | $0 | – | -761,000 | – | -0.08% | – | |
| REGN | Exit | REGENERON PHARMACEUTICALS | $0 | – | -3,008 | – | -0.08% | – |
| DUK | Exit | DUKE ENERGY CORP NEW | $0 | – | -14,177 | – | -0.08% | – |
| Exit | CIENA CORPnote 0.875% 6/1 | $0 | – | -929,000 | – | -0.08% | – | |
| MCK | Exit | MCKESSON CORP | $0 | – | -7,412 | – | -0.09% | – |
| Exit | UNITED RENTALS INCnote 4.000%11/1 | $0 | – | -186,000 | – | -0.09% | – | |
| Exit | TRW AUTOMOTIVE INCnote 3.500%12/0 | $0 | – | -395,000 | – | -0.09% | – | |
| BA | Exit | BOEING CO | $0 | – | -8,395 | – | -0.09% | – |
| IP | Exit | INTL PAPER CO | $0 | – | -22,308 | – | -0.09% | – |
| MCD | Exit | MCDONALDS CORP | $0 | – | -10,522 | – | -0.09% | – |
| Exit | UNITED THERAPEUTICS CORP DELnote 1.000% 9/1 | $0 | – | -593,000 | – | -0.09% | – | |
| MMM | Exit | 3M CO | $0 | – | -8,667 | – | -0.09% | – |
| GM | Exit | GENERAL MTRS CO | $0 | – | -28,624 | – | -0.09% | – |
| ARCC | Exit | ARES CAP CORP | $0 | – | -59,752 | – | -0.09% | – |
| ACT | Exit | ACTAVIS INC | $0 | – | -7,217 | – | -0.09% | – |
| SBUX | Exit | STARBUCKS CORP | $0 | – | -13,603 | – | -0.09% | – |
| GILD | Exit | GILEAD SCIENCES INC | $0 | – | -16,838 | – | -0.10% | – |
| Exit | COLONY FINL INCnote 5.000% 4/1 | $0 | – | -1,029,000 | – | -0.10% | – | |
| Exit | XILINX INCsdcv 3.125% 3/1 | $0 | – | -654,000 | – | -0.10% | – | |
| ETN | Exit | EATON CORP PLC | $0 | – | -15,517 | – | -0.10% | – |
| TEL | Exit | TE CONNECTIVITY LTD | $0 | – | -20,749 | – | -0.10% | – |
| IR | Exit | INGERSOLL-RAND PLC | $0 | – | -16,743 | – | -0.10% | – |
| APC | Exit | ANADARKO PETE CORP | $0 | – | -11,760 | – | -0.10% | – |
| F | Exit | FORD MTR CO DEL | $0 | – | -66,010 | – | -0.10% | – |
| TJX | Exit | TJX COS INC NEW | $0 | – | -19,673 | – | -0.10% | – |
| MSTR | Exit | MICROSTRATEGY INCcl a new | $0 | – | -10,762 | – | -0.10% | – |
| MDLZ | Exit | MONDELEZ INTL INCcl a | $0 | – | -36,118 | – | -0.10% | – |
| MFG | Exit | MIZUHO FINL GROUP INCsponsored adr | $0 | – | -262,105 | – | -0.10% | – |
| AEP | Exit | AMERICAN ELEC PWR INC | $0 | – | -26,376 | – | -0.10% | – |
| Exit | PROSPECT CAPITAL CORPORATIONmtnf 5.375%10/1 | $0 | – | -1,130,000 | – | -0.11% | – | |
| Exit | ON SEMICONDUCTOR CORPnote 2.625%12/1 | $0 | – | -1,093,000 | – | -0.11% | – | |
| BAC | Exit | BANK OF AMERICA CORPORATION | $0 | – | -85,811 | – | -0.11% | – |
| MA | Exit | MASTERCARD INCcl a | $0 | – | -1,779 | – | -0.11% | – |
| NOV | Exit | NATIONAL OILWELL VARCO INC | $0 | – | -15,502 | – | -0.11% | – |
| GWRU | Exit | GENESEE & WYO INCunit 10/01/2015 | $0 | – | -9,570 | – | -0.11% | – |
| HAL | Exit | HALLIBURTON CO | $0 | – | -25,350 | – | -0.11% | – |
| PEP | Exit | PEPSICO INC | $0 | – | -15,411 | – | -0.11% | – |
| FDX | Exit | FEDEX CORP | $0 | – | -10,889 | – | -0.11% | – |
| Exit | RAYONIER TRS HLDGS INCnote 4.500% 8/1 | $0 | – | -735,000 | – | -0.11% | – | |
| MO | Exit | ALTRIA GROUP INC | $0 | – | -36,035 | – | -0.11% | – |
| BUD | Exit | ANHEUSER BUSCH INBEV SA/NVsponsored adr | $0 | – | -12,563 | – | -0.11% | – |
| Exit | ALLIANT TECHSYSTEMS INCnote 3.000% 8/1 | $0 | – | -957,000 | – | -0.11% | – | |
| DIS | Exit | DISNEY WALT CO | $0 | – | -19,459 | – | -0.11% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -26,984 | – | -0.11% | – |
| QCOM | Exit | QUALCOMM INC | $0 | – | -18,602 | – | -0.11% | – |
| AIG | Exit | AMERICAN INTL GROUP INC | $0 | – | -25,751 | – | -0.11% | – |
| AGNC | Exit | AMERICAN CAPITAL AGENCY CORP | $0 | – | -58,623 | – | -0.12% | – |
| ALL | Exit | ALLSTATE CORP | $0 | – | -26,243 | – | -0.12% | – |
| PNC | Exit | PNC FINL SVCS GROUP INC | $0 | – | -18,299 | – | -0.12% | – |
| TWX | Exit | TIME WARNER INC | $0 | – | -20,974 | – | -0.12% | – |
| Exit | MOLYCORP INC DELnote 3.250% 6/1 | $0 | – | -1,909,000 | – | -0.12% | – | |
| Exit | SALESFORCE COM INCnote 0.750% 1/1 | $0 | – | -568,000 | – | -0.12% | – | |
| USB | Exit | US BANCORP DEL | $0 | – | -38,132 | – | -0.12% | – |
| CMS | Exit | CMS ENERGY CORP | $0 | – | -52,846 | – | -0.12% | – |
| WMT | Exit | WAL-MART STORES INC | $0 | – | -18,917 | – | -0.13% | – |
| DTE | Exit | DTE ENERGY CO | $0 | – | -21,182 | – | -0.13% | – |
| AMGN | Exit | AMGEN INC | $0 | – | -12,570 | – | -0.13% | – |
| LYB | Exit | LYONDELLBASELL INDUSTRIES N | $0 | – | -19,390 | – | -0.13% | – |
| PM | Exit | PHILIP MORRIS INTL INC | $0 | – | -16,352 | – | -0.13% | – |
| Exit | HELIX ENERGY SOLUTIONS GRP Inote 3.250% 3/1 | $0 | – | -1,075,000 | – | -0.13% | – | |
| HD | Exit | HOME DEPOT INC | $0 | – | -18,994 | – | -0.13% | – |
| SYMC | Exit | SYMANTEC CORP | $0 | – | -59,735 | – | -0.13% | – |
| ABBV | Exit | ABBVIE INC | $0 | – | -33,258 | – | -0.13% | – |
| Exit | ISTAR FINL INCnote 3.000%11/1 | $0 | – | -1,200,000 | – | -0.14% | – | |
| EBAY | Exit | EBAY INC | $0 | – | -27,112 | – | -0.14% | – |
| INTC | Exit | INTEL CORP | $0 | – | -66,013 | – | -0.14% | – |
| CVS | Exit | CVS CAREMARK CORPORATION | $0 | – | -26,758 | – | -0.14% | – |
| KO | Exit | COCA COLA CO | $0 | – | -40,075 | – | -0.14% | – |
| CELG | Exit | CELGENE CORP | $0 | – | -9,992 | – | -0.14% | – |
| COF | Exit | CAPITAL ONE FINL CORP | $0 | – | -22,762 | – | -0.14% | – |
| Exit | AIRTRAN HLDGS INCnote 5.250%11/0 | $0 | – | -1,051,000 | – | -0.14% | – | |
| WFC | Exit | WELLS FARGO & CO NEW | $0 | – | -39,604 | – | -0.15% | – |
| FOXA | Exit | TWENTY FIRST CENTY FOX INCcl a | $0 | – | -48,698 | – | -0.15% | – |
| UTX | Exit | UNITED TECHNOLOGIES CORP | $0 | – | -15,275 | – | -0.15% | – |
| VGK | Exit | VANGUARD INTL EQUITY INDEX Fftse europe etf | $0 | – | -30,545 | – | -0.15% | – |
| EMC | Exit | E M C CORP MASS | $0 | – | -67,050 | – | -0.15% | – |
| SPG | Exit | SIMON PPTY GROUP INC NEW | $0 | – | -11,593 | – | -0.16% | – |
| BRKB | Exit | BERKSHIRE HATHAWAY INC DELcl b new | $0 | – | -15,265 | – | -0.16% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -53,367 | – | -0.16% | – |
| Exit | TITAN MACHY INCnote 3.750% 5/0 | $0 | – | -2,000,000 | – | -0.16% | – | |
| IBM | Exit | INTERNATIONAL BUSINESS MACHS | $0 | – | -9,772 | – | -0.16% | – |
| Exit | OMNICOM GROUP INCnote 7/3 | $0 | – | -1,512,000 | – | -0.16% | – | |
| T | Exit | AT&T INC | $0 | – | -54,541 | – | -0.17% | – |
| Exit | EXTERRAN HLDGS INCnote 4.250% 6/1 | $0 | – | -1,507,000 | – | -0.17% | – | |
| Exit | DANAHER CORP DELnote 1/2 | $0 | – | -931,000 | – | -0.17% | – | |
| Exit | RADIAN GROUP INCnote 3.000%11/1 | $0 | – | -1,333,000 | – | -0.17% | – | |
| UNH | Exit | UNITEDHEALTH GROUP INC | $0 | – | -26,556 | – | -0.17% | – |
| OXY | Exit | OCCIDENTAL PETE CORP DEL | $0 | – | -20,551 | – | -0.17% | – |
| Exit | AUXILIUM PHARMACEUTICALS INCnote 1.500% 7/1 | $0 | – | -1,879,000 | – | -0.18% | – | |
| MRK | Exit | MERCK & CO INC NEW | $0 | – | -40,922 | – | -0.18% | – |
| Exit | NUANCE COMMUNICATIONS INCdbcv 2.750% 8/1 | $0 | – | -1,775,000 | – | -0.18% | – | |
| SLB | Exit | SCHLUMBERGER LTD | $0 | – | -23,275 | – | -0.18% | – |
| SWU | Exit | STANLEY BLACK & DECKER INCunit 99/99/9999 | $0 | – | -15,110 | – | -0.18% | – |
| PG | Exit | PROCTER & GAMBLE CO | $0 | – | -27,347 | – | -0.19% | – |
| Exit | BRISTOW GROUP INCnote 3.000% 6/1 | $0 | – | -1,705,000 | – | -0.19% | – | |
| Exit | ALCOA INCnote 5.250% 3/1 | $0 | – | -1,637,000 | – | -0.19% | – | |
| Exit | JETBLUE AIRWAYS CORPdbcv 6.750%10/1 | $0 | – | -1,500,000 | – | -0.20% | – | |
| Exit | TELEFLEX INCnote 3.875% 8/0 | $0 | – | -1,629,000 | – | -0.21% | – | |
| Exit | FIDELITY NATIONAL FINANCIALnote 4.250% 8/1 | $0 | – | -1,630,000 | – | -0.21% | – | |
| Exit | RTI INTL METALS INCnote 1.625%10/1 | $0 | – | -2,267,000 | – | -0.21% | – | |
| Exit | EXELIXIS INCnote 4.250% 8/1 | $0 | – | -2,000,000 | – | -0.21% | – | |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -19,288 | – | -0.21% | – |
| PFE | Exit | PFIZER INC | $0 | – | -82,623 | – | -0.21% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -71,579 | – | -0.22% | – |
| FL | Exit | FOOT LOCKER INC | $0 | – | -71,866 | – | -0.22% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -28,216 | – | -0.22% | – |
| Exit | HORNBECK OFFSHORE SVCS INC Nfrnt 1.625%11/1 | $0 | – | -2,119,000 | – | -0.23% | – | |
| CSCO | Exit | CISCO SYS INC | $0 | – | -106,938 | – | -0.23% | – |
| Exit | MGIC INVT CORP WISnote 2.000% 4/0 | $0 | – | -2,070,000 | – | -0.24% | – | |
| Exit | WEB COM GROUP INCnote 1.000% 8/1 | $0 | – | -2,380,000 | – | -0.24% | – | |
| C | Exit | CITIGROUP INC | $0 | – | -58,665 | – | -0.26% | – |
| Exit | OMNICARE INCdbcv 3.250%12/1 | $0 | – | -2,735,000 | – | -0.26% | – | |
| Exit | LEVEL 3 COMMUNICATIONS INCnote 7.000% 3/1 | $0 | – | -2,409,000 | – | -0.26% | – | |
| Exit | SALIX PHARMACEUTICALS INCnote 1.500% 3/1 | $0 | – | -2,393,000 | – | -0.26% | – | |
| Exit | AIR LEASE CORPnote 3.875%12/0 | $0 | – | -2,296,000 | – | -0.26% | – | |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -62,461 | – | -0.29% | – |
| GOOGL | Exit | GOOGLE INCcl a | $0 | – | -3,715 | – | -0.29% | – |
| Exit | LIFEPOINT HOSPITALS INCnote 3.500% 5/1 | $0 | – | -3,084,000 | – | -0.29% | – | |
| CMCSA | Exit | COMCAST CORP NEWcl a | $0 | – | -74,561 | – | -0.30% | – |
| Exit | CONTINENTAL AIRLS INCnote 4.500% 1/1 | $0 | – | -2,031,000 | – | -0.31% | – | |
| Exit | LAM RESEARCH CORPnote 1.250% 5/1 | $0 | – | -2,873,000 | – | -0.31% | – | |
| Exit | AKORN INCnote 3.500% 6/0 | $0 | – | -1,548,000 | – | -0.32% | – | |
| Exit | MICRON TECHNOLOGY INCnote 1.875% 6/0 | $0 | – | -2,847,000 | – | -0.32% | – | |
| Exit | HORSEHEAD HLDG CORPnote 3.800% 7/0 | $0 | – | -3,375,000 | – | -0.32% | – | |
| Exit | STARWOOD PPTY TR INCnote 4.000% 1/1 | $0 | – | -3,484,000 | – | -0.33% | – | |
| Exit | LINEAR TECHNOLOGY CORPnote 3.000% 5/0 | $0 | – | -3,419,000 | – | -0.33% | – | |
| Exit | DEVELOPERS DIVERSIFIED RLTYnote 1.750%11/1 | $0 | – | -3,227,000 | – | -0.33% | – | |
| NEEPRO | Exit | NEXTERA ENERGY INCunit 09/01/2015 | $0 | – | -67,370 | – | -0.33% | – |
| PPLPRW | Exit | PPL CORPunit 99/99/9999s | $0 | – | -68,615 | – | -0.33% | – |
| Exit | MENTOR GRAPHICS CORPsdcv 4.000% 4/0 | $0 | – | -2,850,000 | – | -0.34% | – | |
| FLOT | Exit | ISHARESfltg rate bd etf | $0 | – | -74,692 | – | -0.34% | – |
| IGSB | Exit | ISHARES1-3 yr cr bd etf | $0 | – | -35,930 | – | -0.34% | – |
| Exit | L-3 COMMUNICATIONS CORPdebt 3.000% 8/0 | $0 | – | -3,480,000 | – | -0.34% | – | |
| XOM | Exit | EXXON MOBIL CORP | $0 | – | -44,365 | – | -0.34% | – |
| Exit | NAVISTAR INTL CORP NEWnote 3.000%10/1 | $0 | – | -3,797,000 | – | -0.35% | – | |
| Exit | PHH CORPnote 4.000% 9/0 | $0 | – | -3,556,000 | – | -0.35% | – | |
| WYPRA | Exit | WEYERHAEUSER COpref conv ser a | $0 | – | -73,590 | – | -0.35% | – |
| Exit | JEFFERIES GROUP INC NEWdbcv 3.875%11/0 | $0 | – | -3,729,000 | – | -0.35% | – | |
| Exit | CHIQUITA BRANDS INTL INCnote 4.250% 8/1 | $0 | – | -4,000,000 | – | -0.35% | – | |
| Exit | STARWOOD PPTY TR INCnote 4.550% 3/0 | $0 | – | -3,829,000 | – | -0.36% | – | |
| Exit | INTEL CORPsdcv 2.950%12/1 | $0 | – | -3,697,000 | – | -0.36% | – | |
| Exit | MERITAGE HOMES CORPnote 1.875% 9/1 | $0 | – | -3,900,000 | – | -0.38% | – | |
| UTXPRA | Exit | UNITED TECHNOLOGIES CORPunit 99/99/9999 | $0 | – | -65,335 | – | -0.38% | – |
| Exit | MYLAN INCnote 3.750% 9/1 | $0 | – | -1,468,000 | – | -0.38% | – | |
| Exit | ARES CAP CORPnote 5.750% 2/0 | $0 | – | -3,988,000 | – | -0.39% | – | |
| Exit | INCYTE CORPnote 4.750%10/0 | $0 | – | -1,000,000 | – | -0.39% | – | |
| Exit | ARES CAP CORPnote 5.125% 6/0 | $0 | – | -4,219,000 | – | -0.40% | – | |
| Exit | OLD REP INTL CORPnote 3.750% 3/1 | $0 | – | -3,904,000 | – | -0.42% | – | |
| Exit | MGM RESORTS INTERNATIONALnote 4.250% 4/1 | $0 | – | -3,654,000 | – | -0.42% | – | |
| AAPL | Exit | APPLE INC | $0 | – | -9,748 | – | -0.42% | – |
| Exit | HOLOGIC INCfrnt 2.000%12/1 | $0 | – | -4,141,000 | – | -0.42% | – | |
| Exit | HEALTH CARE REIT INCnote 3.000%12/0 | $0 | – | -4,022,000 | – | -0.45% | – | |
| Exit | TRINITY INDS INCnote 3.875% 6/0 | $0 | – | -4,184,000 | – | -0.46% | – | |
| GTPPP | Exit | GOODYEAR TIRE & RUBR COpfd conv 5.875% | $0 | – | -80,545 | – | -0.46% | – |
| Exit | ASCENT CAP GROUP INCnote 4.000% 7/1 | $0 | – | -5,000,000 | – | -0.47% | – | |
| Exit | BOTTOMLINE TECH DEL INCnote 1.500%12/0 | $0 | – | -4,500,000 | – | -0.47% | – | |
| Exit | VOLCANO CORPORATIONnote 1.750%12/0 | $0 | – | -5,060,000 | – | -0.47% | – | |
| GE | Exit | GENERAL ELECTRIC CO | $0 | – | -222,148 | – | -0.48% | – |
| Exit | COBALT INTL ENERGY INCnote 2.625%12/0 | $0 | – | -5,163,000 | – | -0.49% | – | |
| ALRPRB | Exit | ALERE INCperp pfd conv se | $0 | – | -21,100 | – | -0.49% | – |
| Exit | ARCHER DANIELS MIDLAND COnote 0.875% 2/1 | $0 | – | -5,517,000 | – | -0.50% | – | |
| Exit | TESLA MTRS INCnote 1.500% 6/0 | $0 | – | -3,442,000 | – | -0.52% | – | |
| MTCN | Exit | ARCELORMITTAL SA LUXEMBOURGmand cv nt 16 | $0 | – | -280,000 | – | -0.54% | – |
| Exit | ENCORE CAP GROUP INCnote 3.000%11/2 | $0 | – | -3,900,000 | – | -0.55% | – | |
| Exit | NEWPARK RES INCnote 4.000%10/0 | $0 | – | -4,400,000 | – | -0.55% | – | |
| Exit | WRIGHT MED GROUP INCnote 2.000% 8/1 | $0 | – | -5,000,000 | – | -0.55% | – | |
| Exit | PROLOGISnote 3.250% 3/1 | $0 | – | -5,441,000 | – | -0.56% | – | |
| Exit | TAKE-TWO INTERACTIVE SOFTWARnote 1.750%12/0 | $0 | – | -5,183,000 | – | -0.56% | – | |
| Exit | NEWMONT MINING CORPnote 1.625% 7/1 | $0 | – | -5,649,000 | – | -0.56% | – | |
| Exit | WEBMD HEALTH CORPnote 2.500% 1/3 | $0 | – | -6,900,000 | – | -0.59% | – | |
| Exit | ISIS PHARMACEUTICALS INC DELnote 2.750%10/0 | $0 | – | -2,900,000 | – | -0.61% | – | |
| OCRPRB | Exit | OMNICARE CAP TR IIpfd b tr 4.00% | $0 | – | -100,695 | – | -0.62% | – |
| Exit | KB HOMEnote 1.375% 2/0 | $0 | – | -6,755,000 | – | -0.62% | – | |
| WFCPRL | Exit | WELLS FARGO & CO NEWperp pfd cnv a | $0 | – | -6,090 | – | -0.62% | – |
| Exit | FORESTAR GROUP INCnote 3.750% 3/0 | $0 | – | -6,080,000 | – | -0.63% | – | |
| Exit | HAWAIIAN HOLDINGS INCnote 5.000% 3/1 | $0 | – | -6,137,000 | – | -0.64% | – | |
| Exit | INTERNATIONAL GAME TECHNOLOGnote 3.250% 5/0 | $0 | – | -6,684,000 | – | -0.67% | – | |
| Exit | OMNICARE INCnote 3.750%12/1 | $0 | – | -3,500,000 | – | -0.67% | – | |
| Exit | ELECTRONIC ARTS INCnote 0.750% 7/1 | $0 | – | -6,889,000 | – | -0.67% | – | |
| Exit | FOREST CITY ENTERPRISES INCnote 4.250% 8/1 | $0 | – | -6,727,000 | – | -0.67% | – | |
| Exit | PHH CORPnote 6.000% 6/1 | $0 | – | -3,675,000 | – | -0.68% | – | |
| MLU | Exit | METLIFE INCunit 99/99/9999 | $0 | – | -263,510 | – | -0.68% | – |
| Exit | EQUINIX INCnote 3.000%10/1 | $0 | – | -4,588,000 | – | -0.69% | – | |
| Exit | RYLAND GROUP INCnote 1.625% 5/1 | $0 | – | -5,425,000 | – | -0.71% | – | |
| Exit | THERAVANCE INCnote 2.125% 1/1 | $0 | – | -4,900,000 | – | -0.72% | – | |
| Exit | ICONIX BRAND GROUP INCnote 2.500% 6/0 | $0 | – | -6,522,000 | – | -0.72% | – | |
| Exit | COVANTA HLDG CORPnote 3.250% 6/0 | $0 | – | -5,941,000 | – | -0.74% | – | |
| Exit | STERLITE INDS INDIA LTDnote 4.000%10/3 | $0 | – | -8,500,000 | – | -0.75% | – | |
| Exit | E M C CORP MASSnote 1.750%12/0 | $0 | – | -5,591,000 | – | -0.80% | – | |
| Exit | FORD MTR CO DELnote 4.250%11/1 | $0 | – | -4,559,000 | – | -0.81% | – | |
| Exit | CADENCE DESIGN SYSTEM INCnote 2.625% 6/0 | $0 | – | -5,065,000 | – | -0.83% | – | |
| GMPRB | Exit | GENERAL MTRS COjr pfd cnv srb | $0 | – | -185,030 | – | -0.84% | – |
| Exit | D R HORTON INCnote 2.000% 5/1 | $0 | – | -6,225,000 | – | -0.85% | – | |
| Exit | WESTERN REFNG INCnote 5.750% 6/1 | $0 | – | -3,080,000 | – | -0.87% | – | |
| KEYPRG | Exit | KEYCORP NEWpfd 7.75% sr a | $0 | – | -78,615 | – | -0.88% | – |
| Exit | WALTER INVT MGMT CORPnote 4.500%11/0 | $0 | – | -9,300,000 | – | -0.88% | – | |
| Exit | ENDO HEALTH SOLUTIONS INCnote 1.750% 4/1 | $0 | – | -6,240,000 | – | -0.89% | – | |
| Exit | STANDARD PAC CORP NEWnote 1.250% 8/0 | $0 | – | -8,175,000 | – | -0.91% | – | |
| Exit | RADIAN GROUP INCnote 2.250% 3/0 | $0 | – | -6,926,000 | – | -0.91% | – | |
| BACPRL | Exit | BANK OF AMERICA CORPORATION7.25%cnv pfd l | $0 | – | -9,608 | – | -0.94% | – |
| Exit | AMTRUST FINL SVCS INCnote 5.500%12/1 | $0 | – | -7,050,000 | – | -0.99% | – | |
| Exit | SANDISK CORPnote 1.500% 8/1 | $0 | – | -8,500,000 | – | -1.01% | – | |
| Exit | WELLS FARGO & COmtnf 0.125% 3/0 | $0 | – | -9,582,000 | – | -1.02% | – | |
| Exit | XILINX INCnote 2.625% 6/1 | $0 | – | -7,185,000 | – | -1.05% | – | |
| Exit | CIENA CORPdebt 4.000%12/1 | $0 | – | -7,875,000 | – | -1.07% | – | |
| Exit | GENERAL CABLE CORP DEL NEWfrnt 4.500%11/1 | $0 | – | -10,600,000 | – | -1.08% | – | |
| Exit | STILLWATER MNG COnote 1.750%10/1 | $0 | – | -12,009,000 | – | -1.14% | – | |
| Exit | CEMEX SAB DE CVnote 3.750% 3/1 | $0 | – | -9,850,000 | – | -1.15% | – | |
| Exit | CUBIST PHARMACEUTICALS INCnote 2.500%11/0 | $0 | – | -5,752,000 | – | -1.17% | – | |
| Exit | MICRON TECHNOLOGY INCnote 1.500% 8/0 | $0 | – | -7,763,000 | – | -1.30% | – | |
| HCNPRI | Exit | HEALTH CARE REIT INCpfd per con i | $0 | – | -254,750 | – | -1.32% | – |
| Exit | SBA COMMUNICATIONS CORPnote 4.000%10/0 | $0 | – | -5,593,000 | – | -1.34% | – | |
| Exit | WESCO INTL INCdbcv 6.000% 9/1 | $0 | – | -5,786,000 | – | -1.43% | – | |
| Exit | GILEAD SCIENCES INCnote 1.000% 5/0 | $0 | – | -5,867,000 | – | -1.47% | – | |
| Exit | VERISIGN INCsdcv 3.250% 8/1 | $0 | – | -10,659,000 | – | -1.50% | – | |
| Exit | GILEAD SCIENCES INCnote 1.625% 5/0 | $0 | – | -6,315,000 | – | -1.58% | – | |
| Exit | INTEL CORPsdcv 3.250% 8/0 | $0 | – | -15,165,000 | – | -1.69% | – | |
| Exit | MICROCHIP TECHNOLOGY INCsdcv 2.125%12/1 | $0 | – | -12,233,000 | – | -1.73% | – | |
| Exit | NOVELLUS SYS INCnote 2.625% 5/1 | $0 | – | -13,829,000 | – | -1.97% | – | |
| Exit | PRICELINE COM INCdebt 1.000% 3/1 | $0 | – | -20,236,000 | – | -2.34% | – | |
| SPY | Exit | SPDR S&P 500 ETF TRtr unit | $0 | – | -252,526 | – | -3.82% | – |
Q3 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SPY | Sell | SPDR S&P 500 ETF TRtr unit | $42,428,000 | -24.5% | 252,526 | -27.9% | 3.82% | -30.5% |
| Buy | PRICELINE COM INCdebt 1.000% 3/1 | $26,001,000 | +12.3% | 20,236,000 | +1.6% | 2.34% | +3.3% | |
| Buy | NOVELLUS SYS INCnote 2.625% 5/1 | $21,894,000 | +16.8% | 13,829,000 | +4.0% | 1.97% | +7.5% | |
| Sell | MICROCHIP TECHNOLOGY INCsdcv 2.125%12/1 | $19,163,000 | +6.9% | 12,233,000 | -1.0% | 1.73% | -1.6% | |
| Sell | INTEL CORPsdcv 3.250% 8/0 | $18,777,000 | -10.3% | 15,165,000 | -7.7% | 1.69% | -17.5% | |
| Sell | GILEAD SCIENCES INCnote 1.625% 5/0 | $17,485,000 | +21.8% | 6,315,000 | -0.4% | 1.58% | +12.1% | |
| Sell | VERISIGN INCsdcv 3.250% 8/1 | $16,678,000 | +6.3% | 10,659,000 | -4.5% | 1.50% | -2.2% | |
| Buy | GILEAD SCIENCES INCnote 1.000% 5/0 | $16,336,000 | +23.1% | 5,867,000 | +0.3% | 1.47% | +13.2% | |
| Buy | WESCO INTL INCdbcv 6.000% 9/1 | $15,878,000 | +32.9% | 5,786,000 | +19.0% | 1.43% | +22.3% | |
| Buy | SBA COMMUNICATIONS CORPnote 4.000%10/0 | $14,876,000 | +25.3% | 5,593,000 | +15.5% | 1.34% | +15.4% | |
| HCNPRI | New | HEALTH CARE REIT INCpfd per con i | $14,659,000 | – | 254,750 | – | 1.32% | – |
| Sell | MICRON TECHNOLOGY INCnote 1.500% 8/0 | $14,452,000 | +19.7% | 7,763,000 | -1.3% | 1.30% | +10.2% | |
| Buy | CUBIST PHARMACEUTICALS INCnote 2.500%11/0 | $12,937,000 | +138.0% | 5,752,000 | +85.4% | 1.17% | +119.2% | |
| Buy | CEMEX SAB DE CVnote 3.750% 3/1 | $12,805,000 | +25.2% | 9,850,000 | +18.7% | 1.15% | +15.3% | |
| Buy | STILLWATER MNG COnote 1.750%10/1 | $12,612,000 | +77.4% | 12,009,000 | +76.0% | 1.14% | +63.4% | |
| Sell | GENERAL CABLE CORP DEL NEWfrnt 4.500%11/1 | $11,970,000 | -4.9% | 10,600,000 | -7.1% | 1.08% | -12.4% | |
| Buy | CIENA CORPdebt 4.000%12/1 | $11,891,000 | +208.9% | 7,875,000 | +162.5% | 1.07% | +184.4% | |
| Sell | XILINX INCnote 2.625% 6/1 | $11,656,000 | +12.2% | 7,185,000 | -1.2% | 1.05% | +3.2% | |
| Sell | WELLS FARGO & COmtnf 0.125% 3/0 | $11,307,000 | +5.1% | 9,582,000 | -2.6% | 1.02% | -3.2% | |
| Buy | SANDISK CORPnote 1.500% 8/1 | $11,242,000 | +185.8% | 8,500,000 | +188.0% | 1.01% | +163.1% | |
| Sell | AMTRUST FINL SVCS INCnote 5.500%12/1 | $11,030,000 | +5.2% | 7,050,000 | -6.0% | 0.99% | -3.1% | |
| BACPRL | Sell | BANK OF AMERICA CORPORATION7.25%cnv pfd l | $10,378,000 | -23.6% | 9,608 | -21.4% | 0.94% | -29.7% |
| Buy | RADIAN GROUP INCnote 2.250% 3/0 | $10,103,000 | +30.0% | 6,926,000 | +14.0% | 0.91% | +19.6% | |
| Buy | STANDARD PAC CORP NEWnote 1.250% 8/0 | $10,087,000 | +67.4% | 8,175,000 | +72.1% | 0.91% | +54.1% | |
| Sell | ENDO HEALTH SOLUTIONS INCnote 1.750% 4/1 | $9,895,000 | +7.2% | 6,240,000 | -9.6% | 0.89% | -1.3% | |
| Buy | WALTER INVT MGMT CORPnote 4.500%11/0 | $9,778,000 | +18.0% | 9,300,000 | +13.4% | 0.88% | +8.6% | |
| KEYPRG | Buy | KEYCORP NEWpfd 7.75% sr a | $9,770,000 | +0.5% | 78,615 | +0.3% | 0.88% | -7.6% |
| Sell | WESTERN REFNG INCnote 5.750% 6/1 | $9,640,000 | +6.0% | 3,080,000 | -1.6% | 0.87% | -2.4% | |
| Sell | D R HORTON INCnote 2.000% 5/1 | $9,463,000 | -15.2% | 6,225,000 | -7.4% | 0.85% | -22.0% | |
| GMPRB | Buy | GENERAL MTRS COjr pfd cnv srb | $9,280,000 | +4.3% | 185,030 | +0.1% | 0.84% | -4.1% |
| Buy | CADENCE DESIGN SYSTEM INCnote 2.625% 6/0 | $9,213,000 | +34.9% | 5,065,000 | +44.1% | 0.83% | +24.1% | |
| Sell | FORD MTR CO DELnote 4.250%11/1 | $9,011,000 | -3.0% | 4,559,000 | -11.4% | 0.81% | -10.8% | |
| Sell | E M C CORP MASSnote 1.750%12/0 | $8,937,000 | +6.6% | 5,591,000 | -1.5% | 0.80% | -1.9% | |
| Buy | STERLITE INDS INDIA LTDnote 4.000%10/3 | $8,326,000 | +7.1% | 8,500,000 | +6.2% | 0.75% | -1.6% | |
| Sell | COVANTA HLDG CORPnote 3.250% 6/0 | $8,179,000 | -1.6% | 5,941,000 | -7.8% | 0.74% | -9.5% | |
| Buy | ICONIX BRAND GROUP INCnote 2.500% 6/0 | $8,028,000 | +1107.2% | 6,522,000 | +1016.8% | 0.72% | +1012.3% | |
| Buy | THERAVANCE INCnote 2.125% 1/1 | $7,970,000 | +29.3% | 4,900,000 | +22.5% | 0.72% | +18.9% | |
| Buy | RYLAND GROUP INCnote 1.625% 5/1 | $7,884,000 | +1.6% | 5,425,000 | +1.2% | 0.71% | -6.6% | |
| Sell | EQUINIX INCnote 3.000%10/1 | $7,658,000 | -5.9% | 4,588,000 | -5.2% | 0.69% | -13.4% | |
| MLU | Buy | METLIFE INCunit 99/99/9999 | $7,554,000 | -37.0% | 263,510 | +20.5% | 0.68% | -41.9% |
| Buy | PHH CORPnote 6.000% 6/1 | $7,513,000 | +50.8% | 3,675,000 | +32.4% | 0.68% | +38.7% | |
| Buy | FOREST CITY ENTERPRISES INCnote 4.250% 8/1 | $7,478,000 | +25.3% | 6,727,000 | +26.2% | 0.67% | +15.4% | |
| Sell | ELECTRONIC ARTS INCnote 0.750% 7/1 | $7,479,000 | -14.0% | 6,889,000 | -17.9% | 0.67% | -20.9% | |
| Buy | OMNICARE INCnote 3.750%12/1 | $7,435,000 | +34.0% | 3,500,000 | +16.7% | 0.67% | +23.2% | |
| Sell | INTERNATIONAL GAME TECHNOLOGnote 3.250% 5/0 | $7,396,000 | +3.4% | 6,684,000 | -0.3% | 0.67% | -4.7% | |
| Buy | HAWAIIAN HOLDINGS INCnote 5.000% 3/1 | $7,085,000 | +72.9% | 6,137,000 | +63.7% | 0.64% | +59.1% | |
| Buy | FORESTAR GROUP INCnote 3.750% 3/0 | $7,039,000 | +20.2% | 6,080,000 | +17.4% | 0.63% | +10.5% | |
| WFCPRL | Sell | WELLS FARGO & CO NEWperp pfd cnv a | $6,930,000 | -26.1% | 6,090 | -22.5% | 0.62% | -32.0% |
| Buy | KB HOMEnote 1.375% 2/0 | $6,874,000 | +2.4% | 6,755,000 | +5.3% | 0.62% | -5.9% | |
| OCRPRB | Sell | OMNICARE CAP TR IIpfd b tr 4.00% | $6,844,000 | -21.8% | 100,695 | -32.5% | 0.62% | -28.1% |
| New | ISIS PHARMACEUTICALS INC DELnote 2.750%10/0 | $6,780,000 | – | 2,900,000 | – | 0.61% | – | |
| Buy | WEBMD HEALTH CORPnote 2.500% 1/3 | $6,500,000 | +12.4% | 6,900,000 | +10.4% | 0.59% | +3.5% | |
| Buy | NEWMONT MINING CORPnote 1.625% 7/1 | $6,227,000 | +23.7% | 5,649,000 | +20.7% | 0.56% | +13.8% | |
| Buy | PROLOGISnote 3.250% 3/1 | $6,160,000 | -1.5% | 5,441,000 | +0.5% | 0.56% | -9.3% | |
| Buy | TAKE-TWO INTERACTIVE SOFTWARnote 1.750%12/0 | $6,154,000 | +213.5% | 5,183,000 | +190.0% | 0.56% | +189.1% | |
| New | WRIGHT MED GROUP INCnote 2.000% 8/1 | $6,111,000 | – | 5,000,000 | – | 0.55% | – | |
| Buy | NEWPARK RES INCnote 4.000%10/0 | $6,080,000 | +53.0% | 4,400,000 | +40.8% | 0.55% | +40.9% | |
| Sell | ENCORE CAP GROUP INCnote 3.000%11/2 | $6,074,000 | +25.8% | 3,900,000 | -2.5% | 0.55% | +15.6% | |
| MTCN | Buy | ARCELORMITTAL SA LUXEMBOURGmand cv nt 16 | $6,024,000 | +28.6% | 280,000 | +12.0% | 0.54% | +18.3% |
| Buy | TESLA MTRS INCnote 1.500% 6/0 | $5,798,000 | +937.2% | 3,442,000 | +592.6% | 0.52% | +850.9% | |
| Buy | ARCHER DANIELS MIDLAND COnote 0.875% 2/1 | $5,608,000 | +37.9% | 5,517,000 | +36.6% | 0.50% | +26.9% | |
| ALRPRB | Sell | ALERE INCperp pfd conv se | $5,470,000 | -3.8% | 21,100 | -15.6% | 0.49% | -11.5% |
| Buy | COBALT INTL ENERGY INCnote 2.625%12/0 | $5,464,000 | +22.8% | 5,163,000 | +23.2% | 0.49% | +12.8% | |
| GE | Buy | GENERAL ELECTRIC CO | $5,308,000 | +14.2% | 222,148 | +10.7% | 0.48% | +5.1% |
| Buy | VOLCANO CORPORATIONnote 1.750%12/0 | $5,233,000 | +38.4% | 5,060,000 | +21.9% | 0.47% | +27.6% | |
| New | ASCENT CAP GROUP INCnote 4.000% 7/1 | $5,179,000 | – | 5,000,000 | – | 0.47% | – | |
| Buy | BOTTOMLINE TECH DEL INCnote 1.500%12/0 | $5,177,000 | +28.5% | 4,500,000 | +20.0% | 0.47% | +18.2% | |
| GTPPP | Sell | GOODYEAR TIRE & RUBR COpfd conv 5.875% | $5,128,000 | +27.7% | 80,545 | -1.2% | 0.46% | +17.6% |
| Buy | TRINITY INDS INCnote 3.875% 6/0 | $5,068,000 | +80.4% | 4,184,000 | +73.3% | 0.46% | +66.2% | |
| Sell | HEALTH CARE REIT INCnote 3.000%12/0 | $4,976,000 | -14.8% | 4,022,000 | -8.8% | 0.45% | -21.7% | |
| Buy | HOLOGIC INCfrnt 2.000%12/1 | $4,661,000 | +1.1% | 4,141,000 | +0.1% | 0.42% | -7.1% | |
| Sell | MGM RESORTS INTERNATIONALnote 4.250% 4/1 | $4,653,000 | -52.0% | 3,654,000 | -57.8% | 0.42% | -55.8% | |
| AAPL | Sell | APPLE INC | $4,648,000 | -1.6% | 9,748 | -18.2% | 0.42% | -9.5% |
| Buy | OLD REP INTL CORPnote 3.750% 3/1 | $4,623,000 | +59.9% | 3,904,000 | +52.3% | 0.42% | +47.3% | |
| Sell | ARES CAP CORPnote 5.125% 6/0 | $4,446,000 | -2.6% | 4,219,000 | -1.5% | 0.40% | -10.3% | |
| New | INCYTE CORPnote 4.750%10/0 | $4,364,000 | – | 1,000,000 | – | 0.39% | – | |
| Sell | ARES CAP CORPnote 5.750% 2/0 | $4,289,000 | -1.8% | 3,988,000 | -0.2% | 0.39% | -9.6% | |
| Buy | MYLAN INCnote 3.750% 9/1 | $4,256,000 | +79.7% | 1,468,000 | +46.8% | 0.38% | +65.5% | |
| UTXPRA | Sell | UNITED TECHNOLOGIES CORPunit 99/99/9999 | $4,247,000 | +2.4% | 65,335 | -6.5% | 0.38% | -5.7% |
| New | MERITAGE HOMES CORPnote 1.875% 9/1 | $4,232,000 | – | 3,900,000 | – | 0.38% | – | |
| Buy | INTEL CORPsdcv 2.950%12/1 | $4,001,000 | +57.0% | 3,697,000 | +57.9% | 0.36% | +44.4% | |
| Sell | STARWOOD PPTY TR INCnote 4.550% 3/0 | $3,980,000 | -10.0% | 3,829,000 | -10.7% | 0.36% | -17.1% | |
| Sell | CHIQUITA BRANDS INTL INCnote 4.250% 8/1 | $3,922,000 | -8.7% | 4,000,000 | -11.1% | 0.35% | -16.2% | |
| Buy | JEFFERIES GROUP INC NEWdbcv 3.875%11/0 | $3,908,000 | +14.8% | 3,729,000 | +16.8% | 0.35% | +5.7% | |
| WYPRA | New | WEYERHAEUSER COpref conv ser a | $3,871,000 | – | 73,590 | – | 0.35% | – |
| Buy | PHH CORPnote 4.000% 9/0 | $3,865,000 | +78.0% | 3,556,000 | +73.2% | 0.35% | +63.4% | |
| Buy | NAVISTAR INTL CORP NEWnote 3.000%10/1 | $3,843,000 | +47.9% | 3,797,000 | +42.2% | 0.35% | +36.2% | |
| XOM | Sell | EXXON MOBIL CORP | $3,816,000 | -14.1% | 44,365 | -9.7% | 0.34% | -20.9% |
| Buy | L-3 COMMUNICATIONS CORPdebt 3.000% 8/0 | $3,787,000 | +7.8% | 3,480,000 | +0.6% | 0.34% | -0.9% | |
| Sell | MENTOR GRAPHICS CORPsdcv 4.000% 4/0 | $3,732,000 | +1.7% | 2,850,000 | -6.1% | 0.34% | -6.4% | |
| PPLPRW | Buy | PPL CORPunit 99/99/9999s | $3,687,000 | -0.4% | 68,615 | +0.1% | 0.33% | -8.5% |
| NEEPRO | New | NEXTERA ENERGY INCunit 09/01/2015 | $3,673,000 | – | 67,370 | – | 0.33% | – |
| Buy | DEVELOPERS DIVERSIFIED RLTYnote 1.750%11/1 | $3,658,000 | +57.7% | 3,227,000 | +62.1% | 0.33% | +45.4% | |
| Sell | LINEAR TECHNOLOGY CORPnote 3.000% 5/0 | $3,640,000 | +1.9% | 3,419,000 | -0.1% | 0.33% | -6.3% | |
| New | STARWOOD PPTY TR INCnote 4.000% 1/1 | $3,615,000 | – | 3,484,000 | – | 0.33% | – | |
| New | MICRON TECHNOLOGY INCnote 1.875% 6/0 | $3,604,000 | – | 2,847,000 | – | 0.32% | – | |
| Sell | HORSEHEAD HLDG CORPnote 3.800% 7/0 | $3,607,000 | -4.5% | 3,375,000 | -2.9% | 0.32% | -12.2% | |
| Sell | AKORN INCnote 3.500% 6/0 | $3,552,000 | +36.5% | 1,548,000 | -0.5% | 0.32% | +25.5% | |
| Sell | CONTINENTAL AIRLS INCnote 4.500% 1/1 | $3,458,000 | -41.3% | 2,031,000 | -39.5% | 0.31% | -45.9% | |
| Buy | LAM RESEARCH CORPnote 1.250% 5/1 | $3,457,000 | +13.8% | 2,873,000 | +4.7% | 0.31% | +5.1% | |
| CMCSA | Buy | COMCAST CORP NEWcl a | $3,365,000 | +12.8% | 74,561 | +4.4% | 0.30% | +3.8% |
| Sell | LIFEPOINT HOSPITALS INCnote 3.500% 5/1 | $3,248,000 | -19.4% | 3,084,000 | -17.2% | 0.29% | -25.8% | |
| GOOGL | Buy | GOOGLE INCcl a | $3,254,000 | +13.9% | 3,715 | +14.5% | 0.29% | +4.6% |
| JPM | Sell | JPMORGAN CHASE & CO | $3,229,000 | -3.8% | 62,461 | -1.8% | 0.29% | -11.6% |
| New | AIR LEASE CORPnote 3.875%12/0 | $2,941,000 | – | 2,296,000 | – | 0.26% | – | |
| Buy | SALIX PHARMACEUTICALS INCnote 1.500% 3/1 | $2,936,000 | +62.8% | 2,393,000 | +58.3% | 0.26% | +49.7% | |
| New | LEVEL 3 COMMUNICATIONS INCnote 7.000% 3/1 | $2,923,000 | – | 2,409,000 | – | 0.26% | – | |
| New | OMNICARE INCdbcv 3.250%12/1 | $2,910,000 | – | 2,735,000 | – | 0.26% | – | |
| C | Buy | CITIGROUP INC | $2,847,000 | +8.8% | 58,665 | +7.5% | 0.26% | +0.4% |
| New | WEB COM GROUP INCnote 1.000% 8/1 | $2,703,000 | – | 2,380,000 | – | 0.24% | – | |
| Sell | MGIC INVT CORP WISnote 2.000% 4/0 | $2,627,000 | +6.8% | 2,070,000 | -4.7% | 0.24% | -1.7% | |
| Sell | HORNBECK OFFSHORE SVCS INC Nfrnt 1.625%11/1 | $2,508,000 | -34.4% | 2,119,000 | -36.0% | 0.23% | -39.7% | |
| CSCO | Buy | CISCO SYS INC | $2,507,000 | +23.0% | 106,938 | +27.7% | 0.23% | +13.0% |
| JNJ | Sell | JOHNSON & JOHNSON | $2,449,000 | +0.1% | 28,216 | -1.0% | 0.22% | -7.9% |
| FL | Buy | FOOT LOCKER INC | $2,440,000 | +118.1% | 71,866 | +125.7% | 0.22% | +100.0% |
| MSFT | Sell | MICROSOFT CORP | $2,382,000 | -4.3% | 71,579 | -0.6% | 0.22% | -11.9% |
| PFE | Sell | PFIZER INC | $2,374,000 | -10.7% | 82,623 | -12.9% | 0.21% | -17.7% |
| Sell | EXELIXIS INCnote 4.250% 8/1 | $2,341,000 | -6.2% | 2,000,000 | -23.1% | 0.21% | -13.5% | |
| Sell | RTI INTL METALS INCnote 1.625%10/1 | $2,344,000 | -42.7% | 2,267,000 | -47.8% | 0.21% | -47.4% | |
| CVX | Sell | CHEVRON CORP NEW | $2,344,000 | +1.8% | 19,288 | -0.8% | 0.21% | -6.6% |
| Sell | FIDELITY NATIONAL FINANCIALnote 4.250% 8/1 | $2,306,000 | -9.6% | 1,630,000 | -16.2% | 0.21% | -16.8% | |
| Buy | ALCOA INCnote 5.250% 3/1 | $2,106,000 | +11.1% | 1,637,000 | +9.6% | 0.19% | +2.2% | |
| Buy | BRISTOW GROUP INCnote 3.000% 6/1 | $2,090,000 | +94.4% | 1,705,000 | +87.0% | 0.19% | +79.0% | |
| PG | Sell | PROCTER & GAMBLE CO | $2,069,000 | -27.1% | 27,347 | -25.9% | 0.19% | -33.1% |
| SLB | Sell | SCHLUMBERGER LTD | $2,057,000 | +22.0% | 23,275 | -1.1% | 0.18% | +12.1% |
| SWU | Buy | STANLEY BLACK & DECKER INCunit 99/99/9999 | $2,058,000 | +7.0% | 15,110 | +1.5% | 0.18% | -1.6% |
| Buy | NUANCE COMMUNICATIONS INCdbcv 2.750% 8/1 | $2,014,000 | -2.0% | 1,775,000 | +0.2% | 0.18% | -10.0% | |
| MRK | Buy | MERCK & CO INC NEW | $1,948,000 | +29.5% | 40,922 | +26.4% | 0.18% | +19.7% |
| New | AUXILIUM PHARMACEUTICALS INCnote 1.500% 7/1 | $1,943,000 | – | 1,879,000 | – | 0.18% | – | |
| OXY | Buy | OCCIDENTAL PETE CORP DEL | $1,923,000 | +13.2% | 20,551 | +8.0% | 0.17% | +4.2% |
| UNH | Sell | UNITEDHEALTH GROUP INC | $1,904,000 | -1.7% | 26,556 | -10.1% | 0.17% | -9.5% |
| Sell | RADIAN GROUP INCnote 3.000%11/1 | $1,895,000 | +0.1% | 1,333,000 | -11.7% | 0.17% | -7.6% | |
| T | Sell | AT&T INC | $1,847,000 | -5.1% | 54,541 | -0.8% | 0.17% | -13.1% |
| New | OMNICOM GROUP INCnote 7/3 | $1,820,000 | – | 1,512,000 | – | 0.16% | – | |
| IBM | Buy | INTERNATIONAL BUSINESS MACHS | $1,810,000 | +26.8% | 9,772 | +30.6% | 0.16% | +16.4% |
| ORCL | Buy | ORACLE CORP | $1,770,000 | +21.3% | 53,367 | +12.2% | 0.16% | +11.9% |
| BRKB | Sell | BERKSHIRE HATHAWAY INC DELcl b new | $1,735,000 | +0.2% | 15,265 | -1.2% | 0.16% | -8.2% |
| SPG | Buy | SIMON PPTY GROUP INC NEW | $1,719,000 | +14.2% | 11,593 | +21.9% | 0.16% | +5.4% |
| EMC | Sell | E M C CORP MASS | $1,713,000 | -7.9% | 67,050 | -14.7% | 0.15% | -15.4% |
| VGK | New | VANGUARD INTL EQUITY INDEX Fftse europe etf | $1,663,000 | – | 30,545 | – | 0.15% | – |
| UTX | Sell | UNITED TECHNOLOGIES CORP | $1,648,000 | +13.3% | 15,275 | -2.4% | 0.15% | +4.9% |
| WFC | Sell | WELLS FARGO & CO NEW | $1,635,000 | -0.8% | 39,604 | -0.8% | 0.15% | -8.7% |
| FOXA | New | TWENTY FIRST CENTY FOX INCcl a | $1,632,000 | – | 48,698 | – | 0.15% | – |
| COF | Sell | CAPITAL ONE FINL CORP | $1,564,000 | +8.8% | 22,762 | -0.4% | 0.14% | 0.0% |
| Buy | AIRTRAN HLDGS INCnote 5.250%11/0 | $1,561,000 | +6.3% | 1,051,000 | +1.4% | 0.14% | -2.1% | |
| CELG | Sell | CELGENE CORP | $1,541,000 | +6.7% | 9,992 | -19.1% | 0.14% | -1.4% |
| KO | Sell | COCA COLA CO | $1,518,000 | -6.3% | 40,075 | -0.8% | 0.14% | -13.8% |
| CVS | Sell | CVS CAREMARK CORPORATION | $1,519,000 | -1.2% | 26,758 | -0.5% | 0.14% | -9.3% |
| INTC | Sell | INTEL CORP | $1,514,000 | -5.8% | 66,013 | -0.4% | 0.14% | -13.4% |
| EBAY | Buy | EBAY INC | $1,512,000 | +37.1% | 27,112 | +27.1% | 0.14% | +25.9% |
| Sell | ISTAR FINL INCnote 3.000%11/1 | $1,495,000 | -37.3% | 1,200,000 | -40.0% | 0.14% | -42.3% | |
| ABBV | Buy | ABBVIE INC | $1,487,000 | +96.7% | 33,258 | +81.4% | 0.13% | +81.1% |
| SYMC | Buy | SYMANTEC CORP | $1,479,000 | +99.1% | 59,735 | +80.8% | 0.13% | +82.2% |
| HD | Sell | HOME DEPOT INC | $1,440,000 | -28.9% | 18,994 | -27.3% | 0.13% | -34.3% |
| Sell | HELIX ENERGY SOLUTIONS GRP Inote 3.250% 3/1 | $1,428,000 | +6.4% | 1,075,000 | -0.1% | 0.13% | -1.5% | |
| LYB | Buy | LYONDELLBASELL INDUSTRIES N | $1,422,000 | +27.3% | 19,390 | +15.3% | 0.13% | +17.4% |
| PM | Sell | PHILIP MORRIS INTL INC | $1,417,000 | -2.1% | 16,352 | -2.2% | 0.13% | -9.9% |
| AMGN | Sell | AMGEN INC | $1,406,000 | +12.8% | 12,570 | -0.7% | 0.13% | +4.1% |
| DTE | Buy | DTE ENERGY CO | $1,400,000 | +82.8% | 21,182 | +85.4% | 0.13% | +68.0% |
| WMT | Sell | WAL-MART STORES INC | $1,398,000 | -1.6% | 18,917 | -1.0% | 0.13% | -9.4% |
| CMS | Buy | CMS ENERGY CORP | $1,392,000 | +92.0% | 52,846 | +98.9% | 0.12% | +76.1% |
| USB | Sell | US BANCORP DEL | $1,392,000 | -11.0% | 38,132 | -11.9% | 0.12% | -18.3% |
| TWX | Sell | TIME WARNER INC | $1,379,000 | +13.1% | 20,974 | -0.6% | 0.12% | +4.2% |
| Buy | SALESFORCE COM INCnote 0.750% 1/1 | $1,380,000 | +252.9% | 568,000 | +160.6% | 0.12% | +226.3% | |
| PNC | Sell | PNC FINL SVCS GROUP INC | $1,327,000 | -1.0% | 18,299 | -0.5% | 0.12% | -8.4% |
| ALL | Buy | ALLSTATE CORP | $1,327,000 | +11.1% | 26,243 | +5.7% | 0.12% | +2.6% |
| AGNC | Sell | AMERICAN CAPITAL AGENCY CORP | $1,325,000 | -17.5% | 58,623 | -16.0% | 0.12% | -24.2% |
| AIG | Sell | AMERICAN INTL GROUP INC | $1,251,000 | -0.9% | 25,751 | -8.8% | 0.11% | -8.9% |
| Sell | ALLIANT TECHSYSTEMS INCnote 3.000% 8/1 | $1,253,000 | -54.7% | 957,000 | -60.4% | 0.11% | -58.3% | |
| QCOM | Sell | QUALCOMM INC | $1,251,000 | -26.8% | 18,602 | -33.5% | 0.11% | -32.3% |
| VZ | Sell | VERIZON COMMUNICATIONS INC | $1,259,000 | -9.1% | 26,984 | -1.8% | 0.11% | -16.9% |
| DIS | Sell | DISNEY WALT CO | $1,255,000 | +1.4% | 19,459 | -0.7% | 0.11% | -6.6% |
| FDX | Sell | FEDEX CORP | $1,243,000 | -12.2% | 10,889 | -24.2% | 0.11% | -19.4% |
| BUD | New | ANHEUSER BUSCH INBEV SA/NVsponsored adr | $1,245,000 | – | 12,563 | – | 0.11% | – |
| Sell | RAYONIER TRS HLDGS INCnote 4.500% 8/1 | $1,242,000 | -22.9% | 735,000 | -23.4% | 0.11% | -29.1% | |
| PEP | Sell | PEPSICO INC | $1,227,000 | -4.1% | 15,411 | -1.4% | 0.11% | -11.2% |
| HAL | Buy | HALLIBURTON CO | $1,220,000 | +313.6% | 25,350 | +258.1% | 0.11% | +279.3% |
| NOV | Sell | NATIONAL OILWELL VARCO INC | $1,210,000 | +12.9% | 15,502 | -0.4% | 0.11% | +3.8% |
| MA | Buy | MASTERCARD INCcl a | $1,197,000 | +126.3% | 1,779 | +93.4% | 0.11% | +107.7% |
| Buy | ON SEMICONDUCTOR CORPnote 2.625%12/1 | $1,184,000 | -5.3% | 1,093,000 | +0.3% | 0.11% | -12.3% | |
| BAC | Sell | BANK OF AMERICA CORPORATION | $1,186,000 | +5.7% | 85,811 | -1.7% | 0.11% | -2.7% |
| Sell | PROSPECT CAPITAL CORPORATIONmtnf 5.375%10/1 | $1,176,000 | -1.4% | 1,130,000 | -2.2% | 0.11% | -9.4% | |
| AEP | Buy | AMERICAN ELEC PWR INC | $1,144,000 | +147.1% | 26,376 | +155.6% | 0.10% | +128.9% |
| MFG | Buy | MIZUHO FINL GROUP INCsponsored adr | $1,132,000 | +54.9% | 262,105 | +48.0% | 0.10% | +41.7% |
| MDLZ | Sell | MONDELEZ INTL INCcl a | $1,135,000 | +8.5% | 36,118 | -1.2% | 0.10% | 0.0% |
| MSTR | New | MICROSTRATEGY INCcl a new | $1,116,000 | – | 10,762 | – | 0.10% | – |
| TJX | Sell | TJX COS INC NEW | $1,111,000 | -3.2% | 19,673 | -14.1% | 0.10% | -10.7% |
| F | Sell | FORD MTR CO DEL | $1,113,000 | +8.6% | 66,010 | -0.5% | 0.10% | 0.0% |
| APC | Sell | ANADARKO PETE CORP | $1,096,000 | +7.8% | 11,760 | -0.5% | 0.10% | -1.0% |
| IR | New | INGERSOLL-RAND PLC | $1,087,000 | – | 16,743 | – | 0.10% | – |
| TEL | New | TE CONNECTIVITY LTD | $1,075,000 | – | 20,749 | – | 0.10% | – |
| ETN | New | EATON CORP PLC | $1,068,000 | – | 15,517 | – | 0.10% | – |
| Sell | COLONY FINL INCnote 5.000% 4/1 | $1,059,000 | +0.7% | 1,029,000 | -1.0% | 0.10% | -7.8% | |
| GILD | Sell | GILEAD SCIENCES INC | $1,059,000 | +21.6% | 16,838 | -0.7% | 0.10% | +11.8% |
| Buy | XILINX INCsdcv 3.125% 3/1 | $1,058,000 | +24.3% | 654,000 | +6.0% | 0.10% | +14.5% | |
| ACT | Sell | ACTAVIS INC | $1,039,000 | +13.3% | 7,217 | -0.6% | 0.09% | +4.4% |
| SBUX | Sell | STARBUCKS CORP | $1,046,000 | +15.8% | 13,603 | -1.4% | 0.09% | +6.8% |
| GM | Buy | GENERAL MTRS CO | $1,029,000 | +47.2% | 28,624 | +36.1% | 0.09% | +36.8% |
| MMM | Sell | 3M CO | $1,034,000 | -19.3% | 8,667 | -26.0% | 0.09% | -25.6% |
| ARCC | Sell | ARES CAP CORP | $1,034,000 | -17.7% | 59,752 | -18.1% | 0.09% | -24.4% |
| Sell | UNITED THERAPEUTICS CORP DELnote 1.000% 9/1 | $1,005,000 | +12.9% | 593,000 | -3.6% | 0.09% | +4.6% | |
| MCD | Sell | MCDONALDS CORP | $1,011,000 | -3.7% | 10,522 | -0.9% | 0.09% | -11.7% |
| IP | Sell | INTL PAPER CO | $1,000,000 | +0.4% | 22,308 | -0.8% | 0.09% | -8.2% |
| BA | Sell | BOEING CO | $987,000 | -23.4% | 8,395 | -33.2% | 0.09% | -29.4% |
| New | TRW AUTOMOTIVE INCnote 3.500%12/0 | $961,000 | – | 395,000 | – | 0.09% | – | |
| MCK | Sell | MCKESSON CORP | $952,000 | +11.5% | 7,412 | -0.6% | 0.09% | +2.4% |
| New | CIENA CORPnote 0.875% 6/1 | $943,000 | – | 929,000 | – | 0.08% | – | |
| DUK | Buy | DUKE ENERGY CORP NEW | $945,000 | +32.9% | 14,177 | +34.8% | 0.08% | +21.4% |
| REGN | Buy | REGENERON PHARMACEUTICALS | $945,000 | +278.0% | 3,008 | +170.5% | 0.08% | +254.2% |
| Buy | MOLINA HEALTHCARE INCnote 3.750%10/0 | $933,000 | -2.4% | 761,000 | +2.6% | 0.08% | -10.6% | |
| New | HOLOGIC INCdebt 2.000% 3/0 | $926,000 | – | 925,000 | – | 0.08% | – | |
| STI | Sell | SUNTRUST BKS INC | $921,000 | -28.4% | 28,388 | -30.3% | 0.08% | -34.1% |
| CPT | New | CAMDEN PPTY TRsh ben int | $919,000 | – | 14,962 | – | 0.08% | – |
| RTN | New | RAYTHEON CO | $896,000 | – | 11,610 | – | 0.08% | – |
| SRPT | Buy | SAREPTA THERAPEUTICS INC | $884,000 | +47.8% | 18,741 | +19.0% | 0.08% | +35.6% |
| DIN | New | DINEEQUITY INC | $879,000 | – | 12,733 | – | 0.08% | – |
| DAL | Sell | DELTA AIR LINES INC DEL | $872,000 | -22.8% | 36,976 | -38.8% | 0.08% | -28.8% |
| IVZ | Buy | INVESCO LTD | $864,000 | +55.4% | 27,095 | +54.8% | 0.08% | +44.4% |
| MET | Sell | METLIFE INC | $855,000 | +1.4% | 18,209 | -1.3% | 0.08% | -7.2% |
| Sell | HERTZ GLOBAL HOLDINGS INCnote 5.250% 6/0 | $850,000 | -54.2% | 316,000 | -48.8% | 0.08% | -57.7% | |
| Sell | CACI INTL INCnote 2.125% 5/0 | $852,000 | +4.0% | 668,000 | -1.8% | 0.08% | -3.8% | |
| PCLN | Sell | PRICELINE COM INC | $852,000 | +20.5% | 843 | -1.2% | 0.08% | +11.6% |
| VLO | Sell | VALERO ENERGY CORP NEW | $838,000 | -2.7% | 24,513 | -1.2% | 0.08% | -9.5% |
| AVT | Sell | AVNET INC | $830,000 | -0.4% | 19,884 | -19.7% | 0.08% | -8.5% |
| DFS | Buy | DISCOVER FINL SVCS | $827,000 | +28.2% | 16,376 | +20.9% | 0.08% | +19.0% |
| AGN | Buy | ALLERGAN INC | $836,000 | +35.5% | 9,249 | +26.2% | 0.08% | +25.0% |
| HOLX | Sell | HOLOGIC INC | $825,000 | +5.9% | 39,999 | -0.9% | 0.07% | -2.6% |
| KMB | Sell | KIMBERLY CLARK CORP | $818,000 | -19.8% | 8,685 | -17.3% | 0.07% | -26.0% |
| DHI | Sell | D R HORTON INC | $812,000 | -15.2% | 41,745 | -7.2% | 0.07% | -22.3% |
| MDT | Buy | MEDTRONIC INC | $791,000 | +44.9% | 14,869 | +40.0% | 0.07% | +34.0% |
| CF | Sell | CF INDS HLDGS INC | $790,000 | +21.2% | 3,756 | -1.3% | 0.07% | +10.9% |
| ECL | Sell | ECOLAB INC | $781,000 | -2.9% | 7,909 | -16.2% | 0.07% | -11.4% |
| L | Sell | LOEWS CORP | $773,000 | -13.0% | 16,540 | -17.3% | 0.07% | -19.5% |
| Buy | ARES CAP CORPnote 4.875% 3/1 | $773,000 | +8.3% | 746,000 | +10.4% | 0.07% | 0.0% | |
| CWST | New | CASELLA WASTE SYS INCcl a | $767,000 | – | 133,145 | – | 0.07% | – |
| AKRXQ | Sell | AKORN INC | $748,000 | -20.9% | 37,965 | -45.5% | 0.07% | -28.0% |
| SNECQ | New | SANCHEZ ENERGY CORP | $736,000 | – | 27,822 | – | 0.07% | – |
| New | JANUS CAP GROUP INCnote 0.750% 7/1 | $728,000 | – | 698,000 | – | 0.07% | – | |
| AUXL | Buy | AUXILIUM PHARMACEUTICALS INC | $729,000 | +88.4% | 40,079 | +72.1% | 0.07% | +73.7% |
| CBS | New | CBS CORP NEWcl b | $734,000 | – | 13,320 | – | 0.07% | – |
| SHOR | New | SHORETEL INC | $730,000 | – | 120,825 | – | 0.07% | – |
| PERI | New | PERION NETWORK LTD | $717,000 | – | 54,485 | – | 0.06% | – |
| SPNV | Buy | SUPERIOR ENERGY SVCS INC | $694,000 | +136.1% | 27,731 | +144.9% | 0.06% | +117.2% |
| PSUNQ | Buy | PACIFIC SUNWEAR CALIF INC | $694,000 | +49.2% | 230,580 | +79.8% | 0.06% | +37.0% |
| RYN | Sell | RAYONIER INC | $704,000 | -0.7% | 12,627 | -1.4% | 0.06% | -8.7% |
| DOW | Buy | DOW CHEM CO | $685,000 | +144.6% | 17,875 | +105.5% | 0.06% | +129.6% |
| APA | Sell | APACHE CORP | $685,000 | +0.6% | 8,030 | -1.0% | 0.06% | -7.5% |
| ALXN | Sell | ALEXION PHARMACEUTICALS INC | $683,000 | -3.3% | 5,877 | -23.2% | 0.06% | -10.1% |
| EMN | Buy | EASTMAN CHEM CO | $673,000 | +126.6% | 8,661 | +103.8% | 0.06% | +110.3% |
| AMZN | Sell | AMAZON COM INC | $668,000 | +11.5% | 2,134 | -1.2% | 0.06% | +1.7% |
| PXD | Buy | PIONEER NAT RES CO | $664,000 | +81.4% | 3,519 | +39.2% | 0.06% | +66.7% |
| URBN | New | URBAN OUTFITTERS INC | $644,000 | – | 17,537 | – | 0.06% | – |
| HON | Sell | HONEYWELL INTL INC | $646,000 | -26.2% | 7,788 | -29.4% | 0.06% | -32.6% |
| PACB | New | PACIFIC BIOSCIENCES CALIF IN | $645,000 | – | 116,710 | – | 0.06% | – |
| MHO | Sell | M/I HOMES INC | $638,000 | -27.1% | 30,948 | -18.8% | 0.06% | -33.7% |
| M | Sell | MACYS INC | $630,000 | -27.6% | 14,581 | -19.6% | 0.06% | -32.9% |
| HUN | New | HUNTSMAN CORP | $626,000 | – | 30,384 | – | 0.06% | – |
| NKE | Sell | NIKE INCcl b | $614,000 | -27.2% | 8,453 | -36.0% | 0.06% | -33.7% |
| VSH | New | VISHAY INTERTECHNOLOGY INC | $594,000 | – | 46,310 | – | 0.05% | – |
| ABT | Sell | ABBOTT LABS | $594,000 | -7.2% | 17,940 | -2.1% | 0.05% | -14.3% |
| ESRX | Sell | EXPRESS SCRIPTS HLDG CO | $598,000 | -52.2% | 9,683 | -52.3% | 0.05% | -56.1% |
| BRCM | Sell | BROADCOM CORPcl a | $598,000 | -52.8% | 22,931 | -38.7% | 0.05% | -56.5% |
| KEYW | New | KEYW HLDG CORP | $589,000 | – | 43,795 | – | 0.05% | – |
| SLCA | New | U S SILICA HLDGS INC | $584,000 | – | 23,465 | – | 0.05% | – |
| URI | Sell | UNITED RENTALS INC | $588,000 | -32.7% | 10,102 | -42.3% | 0.05% | -38.4% |
| MON | Buy | MONSANTO CO NEW | $576,000 | +22.6% | 5,514 | +16.0% | 0.05% | +13.0% |
| REN | New | RESOLUTE ENERGY CORP | $572,000 | – | 68,540 | – | 0.05% | – |
| ACTV | New | ACTIVE NETWORK INC | $580,000 | – | 40,580 | – | 0.05% | – |
| EMR | Sell | EMERSON ELEC CO | $566,000 | +18.2% | 8,731 | -0.9% | 0.05% | +8.5% |
| ADNC | Sell | AUDIENCE INC | $568,000 | -23.2% | 50,547 | -9.8% | 0.05% | -29.2% |
| Q104PS | New | PARKWAY PPTYS INC | $553,000 | – | 31,150 | – | 0.05% | – |
| EOG | Sell | EOG RES INC | $557,000 | +25.5% | 3,301 | -1.5% | 0.05% | +16.3% |
| RF | New | REGIONS FINL CORP NEW | $540,000 | – | 58,270 | – | 0.05% | – |
| DHR | New | DANAHER CORP DEL | $547,000 | – | 7,889 | – | 0.05% | – |
| Buy | GOLDCORP INC NEWnote 2.000% 8/0 | $539,000 | +15.7% | 534,000 | +15.8% | 0.05% | +6.5% | |
| PCRX | New | PACIRA PHARMACEUTICALS INC | $540,000 | – | 11,252 | – | 0.05% | – |
| PTC | New | PTC INC | $537,000 | – | 18,856 | – | 0.05% | – |
| WTSLQ | New | WET SEAL INCcl a | $533,000 | – | 135,420 | – | 0.05% | – |
| MYL | New | MYLAN INC | $532,000 | – | 13,960 | – | 0.05% | – |
| POZN | New | POZEN INC | $533,000 | – | 93,245 | – | 0.05% | – |
| WFD | New | WESTFIELD FINANCIAL INC NEW | $519,000 | – | 73,715 | – | 0.05% | – |
| MBI | New | MBIA INC | $517,000 | – | 50,650 | – | 0.05% | – |
| MDC | New | M D C HLDGS INC | $510,000 | – | 17,017 | – | 0.05% | – |
| CAT | New | CATERPILLAR INC DEL | $505,000 | – | 6,028 | – | 0.05% | – |
| HW | New | HEADWATERS INC | $514,000 | – | 57,300 | – | 0.05% | – |
| LDKYQ | Sell | LDK SOLAR CO LTDsponsored adr | $506,000 | +35.7% | 262,210 | -9.1% | 0.05% | +24.3% |
| Buy | BROOKDALE SR LIVING INCnote 2.750% 6/1 | $472,000 | +3.3% | 403,000 | +3.6% | 0.04% | -4.4% | |
| WEB | New | WEB COM GROUP INC | $472,000 | – | 14,565 | – | 0.04% | – |
| ARAY | New | ACCURAY INC | $480,000 | – | 65,110 | – | 0.04% | – |
| PNW | New | PINNACLE WEST CAP CORP | $482,000 | – | 8,798 | – | 0.04% | – |
| CIE | New | COBALT INTL ENERGY INC | $471,000 | – | 19,035 | – | 0.04% | – |
| DANG | New | E-COMMERCE CHINA DANGDANG IN | $463,000 | – | 44,240 | – | 0.04% | – |
| BK | Sell | BANK NEW YORK MELLON CORP | $459,000 | -48.5% | 15,151 | -52.2% | 0.04% | -52.9% |
| SUNEQ | New | SUNEDISON INC | $439,000 | – | 55,120 | – | 0.04% | – |
| ZLC | Sell | ZALE CORP NEW | $447,000 | +14.6% | 29,400 | -31.6% | 0.04% | +5.3% |
| ACN | Sell | ACCENTURE PLC IRELAND | $448,000 | +1.8% | 6,079 | -0.9% | 0.04% | -7.0% |
| NAV | Sell | NAVISTAR INTL CORP NEW | $431,000 | +17.8% | 11,800 | -10.5% | 0.04% | +8.3% |
| OCLR | Buy | OCLARO INC | $434,000 | +2452.9% | 245,120 | +1602.2% | 0.04% | +1850.0% |
| MOD | New | MODINE MFG CO | $434,000 | – | 29,680 | – | 0.04% | – |
| BCRX | New | BIOCRYST PHARMACEUTICALS | $437,000 | – | 60,110 | – | 0.04% | – |
| BWEN | New | BROADWIND ENERGY INC | $438,000 | – | 55,850 | – | 0.04% | – |
| COCOQ | New | CORINTHIAN COLLEGES INC | $423,000 | – | 192,100 | – | 0.04% | – |
| FCH | Buy | FELCOR LODGING TR INC | $427,000 | +7.3% | 69,270 | +2.9% | 0.04% | -2.6% |
| THLD | New | THRESHOLD PHARMACEUTICAL INC | $426,000 | – | 91,400 | – | 0.04% | – |
| PEG | Sell | PUBLIC SVC ENTERPRISE GROUP | $418,000 | -26.8% | 12,700 | -27.4% | 0.04% | -32.1% |
| NWY | Buy | NEW YORK & CO INC | $424,000 | +1.9% | 73,150 | +11.5% | 0.04% | -7.3% |
| ENDRQ | Sell | ENDEAVOUR INTL CORP | $411,000 | +0.5% | 77,010 | -27.6% | 0.04% | -7.5% |
| CECO | New | CAREER EDUCATION CORP | $410,000 | – | 149,070 | – | 0.04% | – |
| HZNP | New | HORIZON PHARMA INC | $411,000 | – | 122,950 | – | 0.04% | – |
| AHT | Buy | ASHFORD HOSPITALITY TR INC | $416,000 | +45.5% | 33,790 | +35.4% | 0.04% | +32.1% |
| MXWL | New | MAXWELL TECHNOLOGIES INC | $404,000 | – | 44,660 | – | 0.04% | – |
| BCS | New | BARCLAYS PLCadr | $403,000 | – | 23,665 | – | 0.04% | – |
| AMCC | Sell | APPLIED MICRO CIRCUITS CORP | $404,000 | +10.7% | 31,330 | -24.6% | 0.04% | 0.0% |
| ARWR | New | ARROWHEAD RESH CORP | $405,000 | – | 71,210 | – | 0.04% | – |
| LEAP | Sell | LEAP WIRELESS INTL INC | $387,000 | -13.4% | 24,500 | -63.2% | 0.04% | -20.5% |
| LRCX | New | LAM RESEARCH CORP | $383,000 | – | 7,483 | – | 0.04% | – |
| MSPD | Buy | MINDSPEED TECHNOLOGIES INC | $389,000 | -2.5% | 128,100 | +4.0% | 0.04% | -10.3% |
| BKS | New | BARNES & NOBLE INC | $385,000 | – | 29,800 | – | 0.04% | – |
| ESC | Buy | EMERITUS CORP | $384,000 | +1.6% | 20,780 | +27.4% | 0.04% | -5.4% |
| OWW | New | ORBITZ WORLDWIDE INC | $374,000 | – | 38,820 | – | 0.03% | – |
| POR | Sell | PORTLAND GEN ELEC CO | $372,000 | -28.9% | 13,200 | -22.8% | 0.03% | -33.3% |
| ETFC | Sell | E TRADE FINANCIAL CORP | $377,000 | -11.1% | 22,840 | -31.6% | 0.03% | -19.0% |
| Sell | DOLLAR FINL CORPnote 3.000% 4/0 | $381,000 | -29.2% | 400,000 | -23.8% | 0.03% | -35.8% | |
| BONTQ | Buy | BON-TON STORES INC | $377,000 | +7.4% | 35,730 | +84.0% | 0.03% | 0.0% |
| AVEO | Buy | AVEO PHARMACEUTICALS INC | $375,000 | -2.6% | 182,430 | +18.3% | 0.03% | -10.5% |
| TOL | New | TOLL BROTHERS INC | $370,000 | – | 11,427 | – | 0.03% | – |
| NIHDQ | Buy | NII HLDGS INCcl b new | $351,000 | -8.6% | 57,800 | +0.2% | 0.03% | -15.8% |
| RSHCQ | New | RADIOSHACK CORP | $336,000 | – | 98,170 | – | 0.03% | – |
| V | Sell | VISA INC | $337,000 | -67.0% | 1,765 | -68.4% | 0.03% | -70.0% |
| NEE | Sell | NEXTERA ENERGY INC | $331,000 | -7.5% | 4,128 | -6.0% | 0.03% | -14.3% |
| FCX | Sell | FREEPORT-MCMORAN COPPER & GO | $311,000 | -54.3% | 9,390 | -62.1% | 0.03% | -58.2% |
| RRC | Sell | RANGE RES CORP | $311,000 | -72.3% | 4,105 | -71.7% | 0.03% | -74.5% |
| KEM | New | KEMET CORP | $313,000 | – | 74,760 | – | 0.03% | – |
| CZR | New | CAESARS ENTMT CORP | $302,000 | – | 15,360 | – | 0.03% | – |
| CRM | New | SALESFORCE COM INC | $263,000 | – | 5,059 | – | 0.02% | – |
| AMG | Sell | AFFILIATED MANAGERS GROUP | $262,000 | +6.5% | 1,430 | -4.7% | 0.02% | 0.0% |
| CSX | Sell | CSX CORP | $257,000 | -67.1% | 10,001 | -70.3% | 0.02% | -70.1% |
| Sell | ALLEGHENY TECHNOLOGIES INCnote 4.250% 6/0 | $258,000 | -76.0% | 249,000 | -76.1% | 0.02% | -78.1% | |
| MS | Sell | MORGAN STANLEY | $217,000 | +5.9% | 8,055 | -4.3% | 0.02% | 0.0% |
| QIHU | New | QIHOO 360 TECHNOLOGY CO LTDads | $211,000 | – | 2,528 | – | 0.02% | – |
| RNA | New | PROSENSA HLDG N V | $170,000 | – | 26,211 | – | 0.02% | – |
| Buy | PRICELINE COM INCnote 1.250% 3/1 | $159,000 | +52.9% | 48,000 | +26.3% | 0.01% | +40.0% | |
| Buy | ALZA CORPsdcv 7/2 | $122,000 | +82.1% | 102,000 | +78.9% | 0.01% | +57.1% | |
| MIFI | Sell | NOVATEL WIRELESS INC | $75,000 | -81.8% | 28,800 | -72.4% | 0.01% | -82.5% |
| Sell | ANNALY CAP MGMT INCnote 5.000% 5/1 | $62,000 | -98.3% | 60,000 | -98.3% | 0.01% | -98.3% | |
| Sell | UNITED STATES STL CORP NEWnote 4.000% 5/1 | $44,000 | -98.4% | 43,000 | -98.4% | 0.00% | -98.6% | |
| Exit | APOLLO INVT CORPnote 5.750% 1/1 | $0 | – | -32,000 | – | -0.00% | – | |
| Exit | ONYX PHARMACEUTICALS INCnote 4.000% 8/1 | $0 | – | -100,000 | – | -0.02% | – | |
| XOMA | Exit | XOMA CORP DEL | $0 | – | -74,280 | – | -0.03% | – |
| JCPNQ | Exit | PENNEY J C INC | $0 | – | -16,930 | – | -0.03% | – |
| CL | Exit | COLGATE PALMOLIVE CO | $0 | – | -5,056 | – | -0.03% | – |
| GTATQ | Exit | GT ADVANCED TECHNOLOGIES INC | $0 | – | -70,030 | – | -0.03% | – |
| HTCH | Exit | HUTCHINSON TECHNOLOGY INC | $0 | – | -66,370 | – | -0.03% | – |
| GT | Exit | GOODYEAR TIRE & RUBR CO | $0 | – | -20,835 | – | -0.03% | – |
| DAN | Exit | DANA HLDG CORP | $0 | – | -17,091 | – | -0.03% | – |
| MRO | Exit | MARATHON OIL CORP | $0 | – | -9,290 | – | -0.03% | – |
| TUESQ | Exit | TUESDAY MORNING CORP | $0 | – | -32,930 | – | -0.03% | – |
| RAD | Exit | RITE AID CORP | $0 | – | -129,150 | – | -0.04% | – |
| VELTF | Exit | VELTI PLC ST HELIER | $0 | – | -271,130 | – | -0.04% | – |
| TSRX | Exit | TRIUS THERAPEUTICS INC | $0 | – | -46,840 | – | -0.04% | – |
| FOE | Exit | FERRO CORP | $0 | – | -55,920 | – | -0.04% | – |
| MGM | Exit | MGM RESORTS INTERNATIONAL | $0 | – | -26,555 | – | -0.04% | – |
| DMND | Exit | DIAMOND FOODS INC | $0 | – | -18,870 | – | -0.04% | – |
| AMWD | Exit | AMERICAN WOODMARK CORP | $0 | – | -11,140 | – | -0.04% | – |
| X | Exit | UNITED STATES STL CORP NEW | $0 | – | -22,640 | – | -0.04% | – |
| 2100PS | Exit | GENCORP INC | $0 | – | -24,450 | – | -0.04% | – |
| RAIL | Exit | FREIGHTCAR AMER INC | $0 | – | -23,300 | – | -0.04% | – |
| MTSN | Exit | MATTSON TECHNOLOGY INC | $0 | – | -181,490 | – | -0.04% | – |
| STEC | Exit | STEC INC | $0 | – | -60,090 | – | -0.04% | – |
| USG | Exit | U S G CORP | $0 | – | -18,300 | – | -0.04% | – |
| SPWR | Exit | SUNPOWER CORP | $0 | – | -20,700 | – | -0.04% | – |
| DYAX | Exit | DYAX CORP | $0 | – | -125,110 | – | -0.04% | – |
| A309PS | Exit | DIRECTV | $0 | – | -7,099 | – | -0.04% | – |
| KMI | Exit | KINDER MORGAN INC DEL | $0 | – | -12,076 | – | -0.04% | – |
| Exit | RYLAND GROUP INCnote 0.250% 6/0 | $0 | – | -512,000 | – | -0.05% | – | |
| LLY | Exit | LILLY ELI & CO | $0 | – | -9,708 | – | -0.05% | – |
| COST | Exit | COSTCO WHSL CORP NEW | $0 | – | -4,503 | – | -0.05% | – |
| YRCW | Exit | YRC WORLDWIDE INC | $0 | – | -17,340 | – | -0.05% | – |
| SNDK | Exit | SANDISK CORP | $0 | – | -8,193 | – | -0.05% | – |
| BMR | Exit | BIOMED REALTY TRUST INC | $0 | – | -27,015 | – | -0.05% | – |
| WLH | Exit | LYON WILLIAM HOMEScl a new | $0 | – | -23,241 | – | -0.06% | – |
| LUMN | Exit | CENTURYLINK INC | $0 | – | -17,446 | – | -0.06% | – |
| DVN | Exit | DEVON ENERGY CORP NEW | $0 | – | -12,242 | – | -0.06% | – |
| CAG | Exit | CONAGRA FOODS INC | $0 | – | -18,278 | – | -0.06% | – |
| MOS | Exit | MOSAIC CO NEW | $0 | – | -12,204 | – | -0.06% | – |
| AMT | Exit | AMERICAN TOWER CORP NEW | $0 | – | -8,987 | – | -0.06% | – |
| TER | Exit | TERADYNE INC | $0 | – | -37,585 | – | -0.06% | – |
| TRV | Exit | TRAVELERS COMPANIES INC | $0 | – | -8,495 | – | -0.07% | – |
| ARR | Exit | ARMOUR RESIDENTIAL REIT INC | $0 | – | -143,455 | – | -0.07% | – |
| MTB | Exit | M & T BK CORP | $0 | – | -6,032 | – | -0.07% | – |
| FTNT | Exit | FORTINET INC | $0 | – | -39,921 | – | -0.07% | – |
| GPS | Exit | GAP INC DEL | $0 | – | -16,581 | – | -0.07% | – |
| PH | Exit | PARKER HANNIFIN CORP | $0 | – | -7,389 | – | -0.07% | – |
| AEO | Exit | AMERICAN EAGLE OUTFITTERS NE | $0 | – | -40,070 | – | -0.07% | – |
| MCHP | Exit | MICROCHIP TECHNOLOGY INC | $0 | – | -19,924 | – | -0.07% | – |
| ESV | Exit | ENSCO PLC | $0 | – | -12,807 | – | -0.07% | – |
| SPRD | Exit | SPREADTRUM COMMUNICATIONS INadr | $0 | – | -29,244 | – | -0.08% | – |
| UPS | Exit | UNITED PARCEL SERVICE INCcl b | $0 | – | -9,205 | – | -0.08% | – |
| HBI | Exit | HANESBRANDS INC | $0 | – | -15,602 | – | -0.08% | – |
| MXIM | Exit | MAXIM INTEGRATED PRODS INC | $0 | – | -29,421 | – | -0.08% | – |
| JBL | Exit | JABIL CIRCUIT INC | $0 | – | -40,328 | – | -0.08% | – |
| TMO | Exit | THERMO FISHER SCIENTIFIC INC | $0 | – | -9,743 | – | -0.08% | – |
| HIMX | Exit | HIMAX TECHNOLOGIES INCsponsored adr | $0 | – | -166,295 | – | -0.08% | – |
| TSN | Exit | TYSON FOODS INCcl a | $0 | – | -34,282 | – | -0.09% | – |
| IVR | Exit | INVESCO MORTGAGE CAPITAL INC | $0 | – | -55,285 | – | -0.09% | – |
| RL | Exit | RALPH LAUREN CORPcl a | $0 | – | -5,442 | – | -0.09% | – |
| KRFT | Exit | KRAFT FOODS GROUP INC | $0 | – | -18,003 | – | -0.10% | – |
| TGT | Exit | TARGET CORP | $0 | – | -14,885 | – | -0.10% | – |
| Exit | MOLSON COORS BREWING COnote 2.500% 7/3 | $0 | – | -1,045,000 | – | -0.10% | – | |
| ELLI | Exit | ELLIE MAE INC | $0 | – | -47,724 | – | -0.11% | – |
| Exit | MICRON TECHNOLOGY INCdebt 1.875% 6/0 | $0 | – | -876,000 | – | -0.11% | – | |
| Exit | PEABODY ENERGY CORPsdcv 4.750%12/1 | $0 | – | -1,838,000 | – | -0.12% | – | |
| NWSA | Exit | NEWS CORPcl a | $0 | – | -40,672 | – | -0.13% | – |
| HME | Exit | HOME PROPERTIES INC | $0 | – | -20,782 | – | -0.13% | – |
| Exit | AVIS BUDGET GROUPnote 3.500%10/0 | $0 | – | -911,000 | – | -0.16% | – | |
| Exit | LEVEL 3 COMMUNICATIONS INCnote 6.500%10/0 | $0 | – | -1,245,000 | – | -0.17% | – | |
| Exit | TYSON FOODS INCnote 3.250%10/1 | $0 | – | -1,223,000 | – | -0.18% | – | |
| Exit | SALIX PHARMACEUTICALS INCnote 2.750% 5/1 | $0 | – | -1,450,000 | – | -0.22% | – | |
| APAPRD | Exit | APACHE CORPpfd conv ser d | $0 | – | -47,068 | – | -0.22% | – |
| Exit | ALLIANCE DATA SYSTEMS CORPnote 1.750% 8/0 | $0 | – | -1,115,000 | – | -0.25% | – | |
| Exit | GREENBRIER COS INCnote 3.500% 4/0 | $0 | – | -2,750,000 | – | -0.28% | – | |
| HBANP | Exit | HUNTINGTON BANCSHARES INCpfd conv ser a | $0 | – | -3,000 | – | -0.36% | – |
| Exit | LIVE NATION ENTERTAINMENT INnote 2.875% 7/1 | $0 | – | -3,850,000 | – | -0.38% | – | |
| Exit | GOODRICH PETE CORPnote 5.000%10/0 | $0 | – | -4,000,000 | – | -0.39% | – | |
| Exit | TIBCO SOFTWARE INCnote 2.250% 5/0 | $0 | – | -4,301,000 | – | -0.41% | – | |
| Exit | TAKE-TWO INTERACTIVE SOFTWARnote 4.375% 6/0 | $0 | – | -3,500,000 | – | -0.48% | – | |
| Exit | KNIGHT CAP GROUP INCnote 3.500% 3/1 | $0 | – | -5,750,000 | – | -0.56% | – | |
| Exit | STONE ENERGY CORPnote 1.750% 3/0 | $0 | – | -6,500,000 | – | -0.59% | – | |
| Exit | NATIONAL FINL PARTNERS CORPnote 4.000% 6/1 | $0 | – | -3,275,000 | – | -0.66% | – | |
| Exit | AFFILIATED MANAGERS GROUPnote 3.950% 8/1 | $0 | – | -6,479,000 | – | -0.83% | – |
Q2 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SPY | New | SPDR S&P 500 ETF TRtr unit | $56,196,000 | – | 350,318 | – | 5.50% | – |
| New | PRICELINE COM INCdebt 1.000% 3/1 | $23,155,000 | – | 19,920,000 | – | 2.27% | – | |
| New | INTEL CORPsdcv 3.250% 8/0 | $20,936,000 | – | 16,429,000 | – | 2.05% | – | |
| New | NOVELLUS SYS INCnote 2.625% 5/1 | $18,741,000 | – | 13,300,000 | – | 1.84% | – | |
| New | MICROCHIP TECHNOLOGY INCsdcv 2.125%12/1 | $17,921,000 | – | 12,356,000 | – | 1.76% | – | |
| New | VERISIGN INCsdcv 3.250% 8/1 | $15,694,000 | – | 11,156,000 | – | 1.54% | – | |
| New | GILEAD SCIENCES INCnote 1.625% 5/0 | $14,351,000 | – | 6,341,000 | – | 1.41% | – | |
| BACPRL | New | BANK OF AMERICA CORPORATION7.25%cnv pfd l | $13,582,000 | – | 12,230 | – | 1.33% | – |
| New | GILEAD SCIENCES INCnote 1.000% 5/0 | $13,275,000 | – | 5,852,000 | – | 1.30% | – | |
| New | GENERAL CABLE CORP DEL NEWfrnt 4.500%11/1 | $12,583,000 | – | 11,412,000 | – | 1.23% | – | |
| New | MICRON TECHNOLOGY INCnote 1.500% 8/0 | $12,070,000 | – | 7,863,000 | – | 1.18% | – | |
| MLU | New | METLIFE INCunit 99/99/9999 | $11,981,000 | – | 218,640 | – | 1.17% | – |
| New | WESCO INTL INCdbcv 6.000% 9/1 | $11,948,000 | – | 4,861,000 | – | 1.17% | – | |
| New | SBA COMMUNICATIONS CORPnote 4.000%10/0 | $11,868,000 | – | 4,843,000 | – | 1.16% | – | |
| New | D R HORTON INCnote 2.000% 5/1 | $11,159,000 | – | 6,725,000 | – | 1.09% | – | |
| New | WELLS FARGO & COmtnf 0.125% 3/0 | $10,754,000 | – | 9,842,000 | – | 1.05% | – | |
| New | AMTRUST FINANCIAL SERVICES Inote 5.500%12/1 | $10,480,000 | – | 7,500,000 | – | 1.03% | – | |
| New | XILINX INCnote 2.625% 6/1 | $10,387,000 | – | 7,270,000 | – | 1.02% | – | |
| New | CEMEX SAB DE CVnote 3.750% 3/1 | $10,224,000 | – | 8,300,000 | – | 1.00% | – | |
| KEYPRG | New | KEYCORP NEWpfd 7.75% sr a | $9,719,000 | – | 78,400 | – | 0.95% | – |
| New | MGM RESORTS INTERNATIONALnote 4.250% 4/1 | $9,687,000 | – | 8,654,000 | – | 0.95% | – | |
| WFCPRL | New | WELLS FARGO & CO NEWperp pfd cnv a | $9,379,000 | – | 7,856 | – | 0.92% | – |
| New | FORD MTR CO DELnote 4.250%11/1 | $9,291,000 | – | 5,144,000 | – | 0.91% | – | |
| New | ENDO HEALTH SOLUTIONS INCnote 1.750% 4/1 | $9,232,000 | – | 6,906,000 | – | 0.90% | – | |
| New | WESTERN REFNG INCnote 5.750% 6/1 | $9,091,000 | – | 3,130,000 | – | 0.89% | – | |
| GMPRB | New | GENERAL MTRS COjr pfd cnv srb | $8,900,000 | – | 184,810 | – | 0.87% | – |
| OCRPRB | New | OMNICARE CAP TR IIpfd b tr 4.00% | $8,756,000 | – | 149,105 | – | 0.86% | – |
| New | ELECTRONIC ARTS INCnote 0.750% 7/1 | $8,701,000 | – | 8,386,000 | – | 0.85% | – | |
| New | AFFILIATED MANAGERS GROUPnote 3.950% 8/1 | $8,470,000 | – | 6,479,000 | – | 0.83% | – | |
| New | E M C CORP MASSnote 1.750%12/0 | $8,384,000 | – | 5,674,000 | – | 0.82% | – | |
| New | COVANTA HLDG CORPnote 3.250% 6/0 | $8,309,000 | – | 6,441,000 | – | 0.81% | – | |
| New | WALTER INVT MGMT CORPnote 4.500%11/0 | $8,283,000 | – | 8,200,000 | – | 0.81% | – | |
| New | EQUINIX INCnote 3.000%10/1 | $8,141,000 | – | 4,838,000 | – | 0.80% | – | |
| New | STERLITE INDS INDIA LTDnote 4.000%10/3 | $7,776,000 | – | 8,000,000 | – | 0.76% | – | |
| New | RADIAN GROUP INCnote 2.250% 3/0 | $7,770,000 | – | 6,076,000 | – | 0.76% | – | |
| New | RYLAND GROUP INCnote 1.625% 5/1 | $7,760,000 | – | 5,361,000 | – | 0.76% | – | |
| New | INTERNATIONAL GAME TECHNOLOGnote 3.250% 5/0 | $7,152,000 | – | 6,705,000 | – | 0.70% | – | |
| New | STILLWATER MNG COnote 1.750%10/1 | $7,108,000 | – | 6,822,000 | – | 0.70% | – | |
| New | CADENCE DESIGN SYSTEM INCnote 2.625% 6/0 | $6,829,000 | – | 3,514,000 | – | 0.67% | – | |
| New | KB HOMEnote 1.375% 2/0 | $6,714,000 | – | 6,417,000 | – | 0.66% | – | |
| New | NATIONAL FINL PARTNERS CORPnote 4.000% 6/1 | $6,684,000 | – | 3,275,000 | – | 0.66% | – | |
| New | PROLOGISnote 3.250% 3/1 | $6,251,000 | – | 5,416,000 | – | 0.61% | – | |
| New | THERAVANCE INCnote 2.125% 1/1 | $6,166,000 | – | 4,000,000 | – | 0.60% | – | |
| New | STANDARD PAC CORP NEWnote 1.250% 8/0 | $6,026,000 | – | 4,750,000 | – | 0.59% | – | |
| New | STONE ENERGY CORPnote 1.750% 3/0 | $6,011,000 | – | 6,500,000 | – | 0.59% | – | |
| New | FOREST CITY ENTERPRISES INCnote 4.250% 8/1 | $5,967,000 | – | 5,332,000 | – | 0.58% | – | |
| New | CONTINENTAL AIRLS INCnote 4.500% 1/1 | $5,892,000 | – | 3,356,000 | – | 0.58% | – | |
| New | FORESTAR GROUP INCnote 3.750% 3/0 | $5,857,000 | – | 5,179,000 | – | 0.57% | – | |
| New | HEALTH CARE REIT INCnote 3.000%12/0 | $5,838,000 | – | 4,411,000 | – | 0.57% | – | |
| New | WEBMD HEALTH CORPnote 2.500% 1/3 | $5,782,000 | – | 6,250,000 | – | 0.57% | – | |
| New | KNIGHT CAP GROUP INCnote 3.500% 3/1 | $5,747,000 | – | 5,750,000 | – | 0.56% | – | |
| ALRPRB | New | ALERE INCperp pfd conv se | $5,686,000 | – | 25,000 | – | 0.56% | – |
| New | OMNICARE INCnote 3.750%12/1 | $5,550,000 | – | 3,000,000 | – | 0.54% | – | |
| New | CUBIST PHARMACEUTICALS INCnote 2.500%11/0 | $5,436,000 | – | 3,102,000 | – | 0.53% | – | |
| New | NEWMONT MINING CORPnote 1.625% 7/1 | $5,032,000 | – | 4,682,000 | – | 0.49% | – | |
| New | PHH CORPnote 6.000% 6/1 | $4,982,000 | – | 2,775,000 | – | 0.49% | – | |
| New | TAKE-TWO INTERACTIVE SOFTWARnote 4.375% 6/0 | $4,949,000 | – | 3,500,000 | – | 0.48% | – | |
| New | ENCORE CAP GROUP INCnote 3.000%11/2 | $4,830,000 | – | 4,000,000 | – | 0.47% | – | |
| AAPL | New | APPLE INC | $4,724,000 | – | 11,910 | – | 0.46% | – |
| MTCN | New | ARCELORMITTAL SA LUXEMBOURGmand cv nt 16 | $4,686,000 | – | 250,000 | – | 0.46% | – |
| GE | New | GENERAL ELECTRIC CO | $4,650,000 | – | 200,598 | – | 0.46% | – |
| New | HOLOGIC INCfrnt 2.000%12/1 | $4,612,000 | – | 4,138,000 | – | 0.45% | – | |
| New | ARES CAP CORPnote 5.125% 6/0 | $4,564,000 | – | 4,284,000 | – | 0.45% | – | |
| New | COBALT INTL ENERGY INCnote 2.625%12/0 | $4,450,000 | – | 4,192,000 | – | 0.44% | – | |
| XOM | New | EXXON MOBIL CORP | $4,440,000 | – | 49,149 | – | 0.44% | – |
| New | STARWOOD PPTY TR INCnote 4.550% 3/0 | $4,421,000 | – | 4,290,000 | – | 0.43% | – | |
| New | ARES CAP CORPnote 5.750% 2/0 | $4,366,000 | – | 3,997,000 | – | 0.43% | – | |
| New | CHIQUITA BRANDS INTL INCnote 4.250% 8/1 | $4,298,000 | – | 4,500,000 | – | 0.42% | – | |
| New | TIBCO SOFTWARE INCnote 2.250% 5/0 | $4,193,000 | – | 4,301,000 | – | 0.41% | – | |
| UTXPRA | New | UNITED TECHNOLOGIES CORPunit 99/99/9999 | $4,148,000 | – | 69,905 | – | 0.41% | – |
| New | RTI INTL METALS INCnote 1.625%10/1 | $4,092,000 | – | 4,342,000 | – | 0.40% | – | |
| New | HAWAIIAN HOLDINGS INCnote 5.000% 3/1 | $4,097,000 | – | 3,750,000 | – | 0.40% | – | |
| New | ARCHER DANIELS MIDLAND COnote 0.875% 2/1 | $4,068,000 | – | 4,038,000 | – | 0.40% | – | |
| New | BOTTOMLINE TECH DEL INCnote 1.500%12/0 | $4,030,000 | – | 3,750,000 | – | 0.40% | – | |
| New | LIFEPOINT HOSPITALS INCnote 3.500% 5/1 | $4,029,000 | – | 3,726,000 | – | 0.40% | – | |
| GTPPP | New | GOODYEAR TIRE & RUBR COpfd conv 5.875% | $4,015,000 | – | 81,545 | – | 0.39% | – |
| New | NEWPARK RES INCnote 4.000%10/0 | $3,973,000 | – | 3,125,000 | – | 0.39% | – | |
| New | GOODRICH PETE CORPnote 5.000%10/0 | $3,971,000 | – | 4,000,000 | – | 0.39% | – | |
| New | SANDISK CORPnote 1.500% 8/1 | $3,934,000 | – | 2,951,000 | – | 0.38% | – | |
| New | LIVE NATION ENTERTAINMENT INnote 2.875% 7/1 | $3,890,000 | – | 3,850,000 | – | 0.38% | – | |
| New | CIENA CORPdebt 4.000%12/1 | $3,850,000 | – | 3,000,000 | – | 0.38% | – | |
| New | HORNBECK OFFSHORE SVCS INC Nfrnt 1.625%11/1 | $3,824,000 | – | 3,311,000 | – | 0.38% | – | |
| New | HORSEHEAD HLDG CORPnote 3.800% 7/0 | $3,775,000 | – | 3,475,000 | – | 0.37% | – | |
| New | VOLCANO CORPORATIONnote 1.750%12/0 | $3,781,000 | – | 4,150,000 | – | 0.37% | – | |
| IGSB | New | ISHARES TRbarclys 1-3yr cr | $3,775,000 | – | 35,930 | – | 0.37% | – |
| FLOT | New | ISHARES TRfltg rate nt | $3,779,000 | – | 74,692 | – | 0.37% | – |
| PPLPRW | New | PPL CORPunit 99/99/9999s | $3,703,000 | – | 68,560 | – | 0.36% | – |
| New | MENTOR GRAPHICS CORPsdcv 4.000% 4/0 | $3,668,000 | – | 3,036,000 | – | 0.36% | – | |
| HBANP | New | HUNTINGTON BANCSHARES INCpfd conv ser a | $3,654,000 | – | 3,000 | – | 0.36% | – |
| New | ANNALY CAP MGMT INCnote 5.000% 5/1 | $3,657,000 | – | 3,629,000 | – | 0.36% | – | |
| New | LINEAR TECHNOLOGY CORPnote 3.000% 5/0 | $3,571,000 | – | 3,422,000 | – | 0.35% | – | |
| New | L-3 COMMUNICATIONS CORPdebt 3.000% 8/0 | $3,514,000 | – | 3,459,000 | – | 0.34% | – | |
| New | JEFFERIES GROUP INC NEWdbcv 3.875%11/0 | $3,403,000 | – | 3,194,000 | – | 0.33% | – | |
| JPM | New | JPMORGAN CHASE & CO | $3,357,000 | – | 63,606 | – | 0.33% | – |
| New | LAM RESEARCH CORPnote 1.250% 5/1 | $3,037,000 | – | 2,745,000 | – | 0.30% | – | |
| CMCSA | New | COMCAST CORP NEWcl a | $2,983,000 | – | 71,436 | – | 0.29% | – |
| New | OLD REP INTL CORPnote 3.750% 3/1 | $2,891,000 | – | 2,563,000 | – | 0.28% | – | |
| GOOGL | New | GOOGLE INCcl a | $2,857,000 | – | 3,244 | – | 0.28% | – |
| PG | New | PROCTER & GAMBLE CO | $2,839,000 | – | 36,890 | – | 0.28% | – |
| New | GREENBRIER COS INCnote 3.500% 4/0 | $2,825,000 | – | 2,750,000 | – | 0.28% | – | |
| New | UNITED STATES STL CORP NEWnote 4.000% 5/1 | $2,820,000 | – | 2,761,000 | – | 0.28% | – | |
| New | TRINITY INDS INCnote 3.875% 6/0 | $2,809,000 | – | 2,414,000 | – | 0.28% | – | |
| New | ALLIANT TECHSYSTEMS INCnote 3.000% 8/1 | $2,767,000 | – | 2,414,000 | – | 0.27% | – | |
| PFE | New | PFIZER INC | $2,658,000 | – | 94,848 | – | 0.26% | – |
| C | New | CITIGROUP INC | $2,617,000 | – | 54,553 | – | 0.26% | – |
| New | AKORN INCnote 3.500% 6/0 | $2,602,000 | – | 1,556,000 | – | 0.26% | – | |
| New | NAVISTAR INTL CORP NEWnote 3.000%10/1 | $2,598,000 | – | 2,671,000 | – | 0.25% | – | |
| New | FIDELITY NATIONAL FINANCIALnote 4.250% 8/1 | $2,552,000 | – | 1,946,000 | – | 0.25% | – | |
| New | INTEL CORPsdcv 2.950%12/1 | $2,549,000 | – | 2,342,000 | – | 0.25% | – | |
| New | ALLIANCE DATA SYSTEMS CORPnote 1.750% 8/0 | $2,533,000 | – | 1,115,000 | – | 0.25% | – | |
| New | EXELIXIS INCnote 4.250% 8/1 | $2,496,000 | – | 2,600,000 | – | 0.24% | – | |
| MSFT | New | MICROSOFT CORP | $2,488,000 | – | 72,008 | – | 0.24% | – |
| New | MGIC INVT CORP WISnote 2.000% 4/0 | $2,460,000 | – | 2,172,000 | – | 0.24% | – | |
| JNJ | New | JOHNSON & JOHNSON | $2,447,000 | – | 28,491 | – | 0.24% | – |
| New | ISTAR FINL INCnote 3.000%11/1 | $2,386,000 | – | 2,000,000 | – | 0.23% | – | |
| New | MYLAN INCnote 3.750% 9/1 | $2,369,000 | – | 1,000,000 | – | 0.23% | – | |
| New | DEVELOPERS DIVERSIFIED RLTYnote 1.750%11/1 | $2,320,000 | – | 1,991,000 | – | 0.23% | – | |
| CVX | New | CHEVRON CORP NEW | $2,303,000 | – | 19,449 | – | 0.23% | – |
| APAPRD | New | APACHE CORPpfd conv ser d | $2,248,000 | – | 47,068 | – | 0.22% | – |
| New | SALIX PHARMACEUTICALS INCnote 2.750% 5/1 | $2,207,000 | – | 1,450,000 | – | 0.22% | – | |
| New | TELEFLEX INCnote 3.875% 8/0 | $2,201,000 | – | 1,629,000 | – | 0.22% | – | |
| New | PHH CORPnote 4.000% 9/0 | $2,171,000 | – | 2,053,000 | – | 0.21% | – | |
| New | JETBLUE AIRWAYS CORPdbcv 6.750%10/1 | $2,080,000 | – | 1,500,000 | – | 0.20% | – | |
| New | NUANCE COMMUNICATIONS INCdbcv 2.750% 8/1 | $2,056,000 | – | 1,772,000 | – | 0.20% | – | |
| CSCO | New | CISCO SYS INC | $2,038,000 | – | 83,716 | – | 0.20% | – |
| HD | New | HOME DEPOT INC | $2,024,000 | – | 26,129 | – | 0.20% | – |
| New | TAKE-TWO INTERACTIVE SOFTWARnote 1.750%12/0 | $1,963,000 | – | 1,787,000 | – | 0.19% | – | |
| T | New | AT&T INC | $1,946,000 | – | 54,962 | – | 0.19% | – |
| UNH | New | UNITEDHEALTH GROUP INC | $1,936,000 | – | 29,535 | – | 0.19% | – |
| New | EXTERRAN HLDGS INCnote 4.250% 6/1 | $1,936,000 | – | 1,507,000 | – | 0.19% | – | |
| SWU | New | STANLEY BLACK & DECKER INCunit 99/99/9999 | $1,923,000 | – | 14,890 | – | 0.19% | – |
| New | ALCOA INCnote 5.250% 3/1 | $1,896,000 | – | 1,493,000 | – | 0.19% | – | |
| New | RADIAN GROUP INCnote 3.000%11/1 | $1,893,000 | – | 1,509,000 | – | 0.18% | – | |
| New | TYSON FOODS INCnote 3.250%10/1 | $1,865,000 | – | 1,223,000 | – | 0.18% | – | |
| New | TITAN MACHY INCnote 3.750% 5/0 | $1,867,000 | – | 2,000,000 | – | 0.18% | – | |
| New | HERTZ GLOBAL HOLDINGS INCnote 5.250% 6/0 | $1,854,000 | – | 617,000 | – | 0.18% | – | |
| EMC | New | E M C CORP MASS | $1,859,000 | – | 78,633 | – | 0.18% | – |
| New | SALIX PHARMACEUTICALS INCnote 1.500% 3/1 | $1,803,000 | – | 1,512,000 | – | 0.18% | – | |
| BRKB | New | BERKSHIRE HATHAWAY INC DELcl b new | $1,731,000 | – | 15,453 | – | 0.17% | – |
| New | DANAHER CORP DELnote 1/2 | $1,713,000 | – | 931,000 | – | 0.17% | – | |
| QCOM | New | QUALCOMM INC | $1,709,000 | – | 27,974 | – | 0.17% | – |
| New | LEVEL 3 COMMUNICATIONS INCnote 6.500%10/0 | $1,697,000 | – | 1,245,000 | – | 0.17% | – | |
| OXY | New | OCCIDENTAL PETE CORP DEL | $1,699,000 | – | 19,037 | – | 0.17% | – |
| SLB | New | SCHLUMBERGER LTD | $1,686,000 | – | 23,522 | – | 0.16% | – |
| New | AVIS BUDGET GROUPnote 3.500%10/0 | $1,662,000 | – | 911,000 | – | 0.16% | – | |
| WFC | New | WELLS FARGO & CO NEW | $1,648,000 | – | 39,930 | – | 0.16% | – |
| KO | New | COCA COLA CO | $1,620,000 | – | 40,380 | – | 0.16% | – |
| New | RAYONIER TRS HLDGS INCnote 4.500% 8/1 | $1,611,000 | – | 960,000 | – | 0.16% | – | |
| INTC | New | INTEL CORP | $1,607,000 | – | 66,306 | – | 0.16% | – |
| AGNC | New | AMERICAN CAPITAL AGENCY CORP | $1,607,000 | – | 69,791 | – | 0.16% | – |
| USB | New | US BANCORP DEL | $1,564,000 | – | 43,273 | – | 0.15% | – |
| CVS | New | CVS CAREMARK CORPORATION | $1,538,000 | – | 26,902 | – | 0.15% | – |
| MRK | New | MERCK & CO INC NEW | $1,504,000 | – | 32,375 | – | 0.15% | – |
| SPG | New | SIMON PPTY GROUP INC NEW | $1,505,000 | – | 9,514 | – | 0.15% | – |
| New | AIRTRAN HLDGS INCnote 5.250%11/0 | $1,469,000 | – | 1,036,000 | – | 0.14% | – | |
| ORCL | New | ORACLE CORP | $1,459,000 | – | 47,557 | – | 0.14% | – |
| PM | New | PHILIP MORRIS INTL INC | $1,448,000 | – | 16,717 | – | 0.14% | – |
| UTX | New | UNITED TECHNOLOGIES CORP | $1,454,000 | – | 15,648 | – | 0.14% | – |
| CELG | New | CELGENE CORP | $1,444,000 | – | 12,350 | – | 0.14% | – |
| COF | New | CAPITAL ONE FINL CORP | $1,437,000 | – | 22,848 | – | 0.14% | – |
| IBM | New | INTERNATIONAL BUSINESS MACHS | $1,427,000 | – | 7,484 | – | 0.14% | – |
| FDX | New | FEDEX CORP | $1,416,000 | – | 14,365 | – | 0.14% | – |
| WMT | New | WAL-MART STORES INC | $1,421,000 | – | 19,107 | – | 0.14% | – |
| VZ | New | VERIZON COMMUNICATIONS INC | $1,385,000 | – | 27,479 | – | 0.14% | – |
| HME | New | HOME PROPERTIES INC | $1,355,000 | – | 20,782 | – | 0.13% | – |
| PNC | New | PNC FINL SVCS GROUP INC | $1,341,000 | – | 18,386 | – | 0.13% | – |
| New | HELIX ENERGY SOLUTIONS GRP Inote 3.250% 3/1 | $1,342,000 | – | 1,076,000 | – | 0.13% | – | |
| NWSA | New | NEWS CORPcl a | $1,324,000 | – | 40,672 | – | 0.13% | – |
| STI | New | SUNTRUST BKS INC | $1,287,000 | – | 40,710 | – | 0.13% | – |
| BA | New | BOEING CO | $1,289,000 | – | 12,575 | – | 0.13% | – |
| PEP | New | PEPSICO INC | $1,279,000 | – | 15,636 | – | 0.12% | – |
| New | PEABODY ENERGY CORPsdcv 4.750%12/1 | $1,274,000 | – | 1,838,000 | – | 0.12% | – | |
| MMM | New | 3M CO | $1,281,000 | – | 11,709 | – | 0.12% | – |
| AIG | New | AMERICAN INTL GROUP INC | $1,262,000 | – | 28,229 | – | 0.12% | – |
| MO | New | ALTRIA GROUP INC | $1,261,000 | – | 36,035 | – | 0.12% | – |
| New | MOLYCORP INC DELnote 3.250% 6/1 | $1,269,000 | – | 1,909,000 | – | 0.12% | – | |
| BRCM | New | BROADCOM CORPcl a | $1,267,000 | – | 37,398 | – | 0.12% | – |
| ARCC | New | ARES CAP CORP | $1,256,000 | – | 72,967 | – | 0.12% | – |
| ESRX | New | EXPRESS SCRIPTS HLDG CO | $1,252,000 | – | 20,297 | – | 0.12% | – |
| New | ON SEMICONDUCTOR CORPnote 2.625%12/1 | $1,250,000 | – | 1,090,000 | – | 0.12% | – | |
| AMGN | New | AMGEN INC | $1,247,000 | – | 12,656 | – | 0.12% | – |
| DIS | New | DISNEY WALT CO | $1,238,000 | – | 19,604 | – | 0.12% | – |
| TWX | New | TIME WARNER INC | $1,219,000 | – | 21,098 | – | 0.12% | – |
| ALL | New | ALLSTATE CORP | $1,194,000 | – | 24,825 | – | 0.12% | – |
| New | PROSPECT CAPITAL CORPORATIONmtnf 5.375%10/1 | $1,193,000 | – | 1,155,000 | – | 0.12% | – | |
| New | MICRON TECHNOLOGY INCdebt 1.875% 6/0 | $1,168,000 | – | 876,000 | – | 0.11% | – | |
| TJX | New | TJX COS INC NEW | $1,148,000 | – | 22,908 | – | 0.11% | – |
| DAL | New | DELTA AIR LINES INC DEL | $1,130,000 | – | 60,398 | – | 0.11% | – |
| GWRU | New | GENESEE & WYO INCunit 10/01/2015 | $1,135,000 | – | 9,570 | – | 0.11% | – |
| RRC | New | RANGE RES CORP | $1,122,000 | – | 14,521 | – | 0.11% | – |
| FL | New | FOOT LOCKER INC | $1,119,000 | – | 31,843 | – | 0.11% | – |
| BAC | New | BANK OF AMERICA CORPORATION | $1,122,000 | – | 87,301 | – | 0.11% | – |
| LYB | New | LYONDELLBASELL INDUSTRIES N | $1,117,000 | – | 16,815 | – | 0.11% | – |
| EBAY | New | EBAY INC | $1,103,000 | – | 21,338 | – | 0.11% | – |
| ELLI | New | ELLIE MAE INC | $1,102,000 | – | 47,724 | – | 0.11% | – |
| New | BRISTOW GROUP INCnote 3.000% 6/1 | $1,075,000 | – | 912,000 | – | 0.10% | – | |
| NOV | New | NATIONAL OILWELL VARCO INC | $1,072,000 | – | 15,559 | – | 0.10% | – |
| New | ALLEGHENY TECHNOLOGIES INCnote 4.250% 6/0 | $1,075,000 | – | 1,043,000 | – | 0.10% | – | |
| MCD | New | MCDONALDS CORP | $1,050,000 | – | 10,614 | – | 0.10% | – |
| New | MOLSON COORS BREWING COnote 2.500% 7/3 | $1,051,000 | – | 1,045,000 | – | 0.10% | – | |
| New | COLONY FINL INCnote 5.000% 4/1 | $1,052,000 | – | 1,039,000 | – | 0.10% | – | |
| MDLZ | New | MONDELEZ INTL INCcl a | $1,046,000 | – | 36,568 | – | 0.10% | – |
| TGT | New | TARGET CORP | $1,028,000 | – | 14,885 | – | 0.10% | – |
| V | New | VISA INC | $1,022,000 | – | 5,593 | – | 0.10% | – |
| KMB | New | KIMBERLY CLARK CORP | $1,020,000 | – | 10,500 | – | 0.10% | – |
| APC | New | ANADARKO PETE CORP | $1,017,000 | – | 11,823 | – | 0.10% | – |
| F | New | FORD MTR CO DEL | $1,025,000 | – | 66,332 | – | 0.10% | – |
| KRFT | New | KRAFT FOODS GROUP INC | $1,006,000 | – | 18,003 | – | 0.10% | – |
| IP | New | INTL PAPER CO | $996,000 | – | 22,498 | – | 0.10% | – |
| DHI | New | D R HORTON INC | $958,000 | – | 44,991 | – | 0.09% | – |
| New | MOLINA HEALTHCARE INCnote 3.750%10/0 | $956,000 | – | 742,000 | – | 0.09% | – | |
| RL | New | RALPH LAUREN CORPcl a | $947,000 | – | 5,442 | – | 0.09% | – |
| AKRXQ | New | AKORN INC | $946,000 | – | 69,719 | – | 0.09% | – |
| ACT | New | ACTAVIS INC | $917,000 | – | 7,257 | – | 0.09% | – |
| IVR | New | INVESCO MORTGAGE CAPITAL INC | $914,000 | – | 55,285 | – | 0.09% | – |
| SBUX | New | STARBUCKS CORP | $903,000 | – | 13,793 | – | 0.09% | – |
| BK | New | BANK NEW YORK MELLON CORP | $891,000 | – | 31,717 | – | 0.09% | – |
| L | New | LOEWS CORP | $888,000 | – | 20,000 | – | 0.09% | – |
| New | UNITED THERAPEUTICS CORP DELnote 1.000% 9/1 | $890,000 | – | 615,000 | – | 0.09% | – | |
| HON | New | HONEYWELL INTL INC | $875,000 | – | 11,026 | – | 0.09% | – |
| URI | New | UNITED RENTALS INC | $874,000 | – | 17,516 | – | 0.09% | – |
| TSN | New | TYSON FOODS INCcl a | $880,000 | – | 34,282 | – | 0.09% | – |
| MHO | New | M/I HOMES INC | $875,000 | – | 38,092 | – | 0.09% | – |
| New | LABORATORY CORP AMER HLDGSnote 9/1 | $877,000 | – | 655,000 | – | 0.09% | – | |
| GILD | New | GILEAD SCIENCES INC | $871,000 | – | 16,953 | – | 0.08% | – |
| M | New | MACYS INC | $870,000 | – | 18,131 | – | 0.08% | – |
| HIMX | New | HIMAX TECHNOLOGIES INCsponsored adr | $867,000 | – | 166,295 | – | 0.08% | – |
| BDN | New | BRANDYWINE RLTY TRsh ben int new | $863,000 | – | 63,870 | – | 0.08% | – |
| VLO | New | VALERO ENERGY CORP NEW | $861,000 | – | 24,808 | – | 0.08% | – |
| MCK | New | MCKESSON CORP | $854,000 | – | 7,458 | – | 0.08% | – |
| New | XILINX INCsdcv 3.125% 3/1 | $851,000 | – | 617,000 | – | 0.08% | – | |
| MET | New | METLIFE INC | $843,000 | – | 18,442 | – | 0.08% | – |
| NKE | New | NIKE INCcl b | $843,000 | – | 13,203 | – | 0.08% | – |
| AVT | New | AVNET INC | $833,000 | – | 24,761 | – | 0.08% | – |
| TMO | New | THERMO FISHER SCIENTIFIC INC | $824,000 | – | 9,743 | – | 0.08% | – |
| New | UNITED RENTALS INCnote 4.000%11/1 | $823,000 | – | 186,000 | – | 0.08% | – | |
| JBL | New | JABIL CIRCUIT INC | $820,000 | – | 40,328 | – | 0.08% | – |
| MXIM | New | MAXIM INTEGRATED PRODS INC | $817,000 | – | 29,421 | – | 0.08% | – |
| New | CACI INTL INCnote 2.125% 5/0 | $819,000 | – | 680,000 | – | 0.08% | – | |
| ECL | New | ECOLAB INC | $804,000 | – | 9,434 | – | 0.08% | – |
| HBI | New | HANESBRANDS INC | $803,000 | – | 15,602 | – | 0.08% | – |
| UPS | New | UNITED PARCEL SERVICE INCcl b | $796,000 | – | 9,205 | – | 0.08% | – |
| CSX | New | CSX CORP | $782,000 | – | 33,716 | – | 0.08% | – |
| HOLX | New | HOLOGIC INC | $779,000 | – | 40,364 | – | 0.08% | – |
| DTE | New | DTE ENERGY CO | $766,000 | – | 11,427 | – | 0.08% | – |
| SPRD | New | SPREADTRUM COMMUNICATIONS INadr | $768,000 | – | 29,244 | – | 0.08% | – |
| ABBV | New | ABBVIE INC | $756,000 | – | 18,330 | – | 0.07% | – |
| ADT | New | THE ADT CORPORATION | $759,000 | – | 19,064 | – | 0.07% | – |
| MCHP | New | MICROCHIP TECHNOLOGY INC | $743,000 | – | 19,924 | – | 0.07% | – |
| ESV | New | ENSCO PLC | $746,000 | – | 12,807 | – | 0.07% | – |
| SYMC | New | SYMANTEC CORP | $743,000 | – | 33,040 | – | 0.07% | – |
| ADNC | New | AUDIENCE INC | $740,000 | – | 56,010 | – | 0.07% | – |
| MFG | New | MIZUHO FINL GROUP INCsponsored adr | $731,000 | – | 177,070 | – | 0.07% | – |
| AEO | New | AMERICAN EAGLE OUTFITTERS NE | $732,000 | – | 40,070 | – | 0.07% | – |
| CMS | New | CMS ENERGY CORP | $725,000 | – | 26,570 | – | 0.07% | – |
| DUK | New | DUKE ENERGY CORP NEW | $711,000 | – | 10,515 | – | 0.07% | – |
| New | ARES CAP CORPnote 4.875% 3/1 | $714,000 | – | 676,000 | – | 0.07% | – | |
| PH | New | PARKER HANNIFIN CORP | $705,000 | – | 7,389 | – | 0.07% | – |
| PCLN | New | PRICELINE COM INC | $707,000 | – | 853 | – | 0.07% | – |
| RYN | New | RAYONIER INC | $709,000 | – | 12,802 | – | 0.07% | – |
| ALXN | New | ALEXION PHARMACEUTICALS INC | $706,000 | – | 7,657 | – | 0.07% | – |
| GM | New | GENERAL MTRS CO | $699,000 | – | 21,025 | – | 0.07% | – |
| FTNT | New | FORTINET INC | $699,000 | – | 39,921 | – | 0.07% | – |
| GPS | New | GAP INC DEL | $692,000 | – | 16,581 | – | 0.07% | – |
| FCX | New | FREEPORT-MCMORAN COPPER & GO | $680,000 | – | 24,753 | – | 0.07% | – |
| APA | New | APACHE CORP | $681,000 | – | 8,110 | – | 0.07% | – |
| TRV | New | TRAVELERS COMPANIES INC | $678,000 | – | 8,495 | – | 0.07% | – |
| ARR | New | ARMOUR RESIDENTIAL REIT INC | $677,000 | – | 143,455 | – | 0.07% | – |
| MTB | New | M & T BK CORP | $674,000 | – | 6,032 | – | 0.07% | – |
| TER | New | TERADYNE INC | $661,000 | – | 37,585 | – | 0.06% | – |
| New | ICONIX BRAND GROUP INCnote 2.500% 6/0 | $665,000 | – | 584,000 | – | 0.06% | – | |
| CF | New | CF INDS HLDGS INC | $652,000 | – | 3,806 | – | 0.06% | – |
| MOS | New | MOSAIC CO NEW | $658,000 | – | 12,204 | – | 0.06% | – |
| AMT | New | AMERICAN TOWER CORP NEW | $658,000 | – | 8,987 | – | 0.06% | – |
| ABT | New | ABBOTT LABS | $640,000 | – | 18,330 | – | 0.06% | – |
| DFS | New | DISCOVER FINL SVCS | $645,000 | – | 13,543 | – | 0.06% | – |
| CAG | New | CONAGRA FOODS INC | $639,000 | – | 18,278 | – | 0.06% | – |
| DVN | New | DEVON ENERGY CORP NEW | $636,000 | – | 12,242 | – | 0.06% | – |
| New | CHESAPEAKE ENERGY CORPnote 2.500% 5/1 | $636,000 | – | 675,000 | – | 0.06% | – | |
| AGN | New | ALLERGAN INC | $617,000 | – | 7,327 | – | 0.06% | – |
| LUMN | New | CENTURYLINK INC | $615,000 | – | 17,446 | – | 0.06% | – |
| AMZN | New | AMAZON COM INC | $599,000 | – | 2,159 | – | 0.06% | – |
| SRPT | New | SAREPTA THERAPEUTICS INC | $598,000 | – | 15,747 | – | 0.06% | – |
| UNP | New | UNION PAC CORP | $577,000 | – | 3,743 | – | 0.06% | – |
| WLH | New | LYON WILLIAM HOMEScl a new | $586,000 | – | 23,241 | – | 0.06% | – |
| AGG | New | ISHARES TRcore totusbd etf | $568,000 | – | 5,295 | – | 0.06% | – |
| PEG | New | PUBLIC SVC ENTERPRISE GROUP | $571,000 | – | 17,500 | – | 0.06% | – |
| New | TESLA MTRS INCnote 1.500% 6/0 | $559,000 | – | 497,000 | – | 0.06% | – | |
| BMY | New | BRISTOL MYERS SQUIBB CO | $547,000 | – | 12,240 | – | 0.05% | – |
| IVZ | New | INVESCO LTD | $556,000 | – | 17,500 | – | 0.05% | – |
| PPG | New | PPG INDS INC | $551,000 | – | 3,770 | – | 0.05% | – |
| MDT | New | MEDTRONIC INC | $546,000 | – | 10,620 | – | 0.05% | – |
| New | DOLLAR FINL CORPnote 3.000% 4/0 | $538,000 | – | 525,000 | – | 0.05% | – | |
| BMR | New | BIOMED REALTY TRUST INC | $546,000 | – | 27,015 | – | 0.05% | – |
| MA | New | MASTERCARD INCcl a | $529,000 | – | 920 | – | 0.05% | – |
| HCN | New | HEALTH CARE REIT INC | $536,000 | – | 7,989 | – | 0.05% | – |
| GS | New | GOLDMAN SACHS GROUP INC | $520,000 | – | 3,440 | – | 0.05% | – |
| POR | New | PORTLAND GEN ELEC CO | $523,000 | – | 17,093 | – | 0.05% | – |
| YRCW | New | YRC WORLDWIDE INC | $498,000 | – | 17,340 | – | 0.05% | – |
| COST | New | COSTCO WHSL CORP NEW | $498,000 | – | 4,503 | – | 0.05% | – |
| SNDK | New | SANDISK CORP | $501,000 | – | 8,193 | – | 0.05% | – |
| EMR | New | EMERSON ELEC CO | $479,000 | – | 8,806 | – | 0.05% | – |
| LLY | New | LILLY ELI & CO | $476,000 | – | 9,708 | – | 0.05% | – |
| PSUNQ | New | PACIFIC SUNWEAR CALIF INC | $465,000 | – | 128,260 | – | 0.05% | – |
| MON | New | MONSANTO CO NEW | $470,000 | – | 4,754 | – | 0.05% | – |
| New | GOLDCORP INC NEWnote 2.000% 8/0 | $466,000 | – | 461,000 | – | 0.05% | – | |
| New | RYLAND GROUP INCnote 0.250% 6/0 | $467,000 | – | 512,000 | – | 0.05% | – | |
| A | New | AGILENT TECHNOLOGIES INC | $458,000 | – | 10,720 | – | 0.04% | – |
| KMI | New | KINDER MORGAN INC DEL | $459,000 | – | 12,076 | – | 0.04% | – |
| New | BROOKDALE SR LIVING INCnote 2.750% 6/1 | $457,000 | – | 389,000 | – | 0.04% | – | |
| AEP | New | AMERICAN ELEC PWR INC | $463,000 | – | 10,320 | – | 0.04% | – |
| LEAP | New | LEAP WIRELESS INTL INC | $447,000 | – | 66,520 | – | 0.04% | – |
| DYAX | New | DYAX CORP | $434,000 | – | 125,110 | – | 0.04% | – |
| ACN | New | ACCENTURE PLC IRELAND | $440,000 | – | 6,136 | – | 0.04% | – |
| A309PS | New | DIRECTV | $437,000 | – | 7,099 | – | 0.04% | – |
| EOG | New | EOG RES INC | $444,000 | – | 3,351 | – | 0.04% | – |
| SPWR | New | SUNPOWER CORP | $429,000 | – | 20,700 | – | 0.04% | – |
| New | SUNPOWER CORPdbcv 4.500% 3/1 | $430,000 | – | 370,000 | – | 0.04% | – | |
| ETFC | New | E TRADE FINANCIAL CORP | $424,000 | – | 33,400 | – | 0.04% | – |
| NWY | New | NEW YORK & CO INC | $416,000 | – | 65,600 | – | 0.04% | – |
| USG | New | U S G CORP | $422,000 | – | 18,300 | – | 0.04% | – |
| STEC | New | STEC INC | $404,000 | – | 60,090 | – | 0.04% | – |
| MIFI | New | NOVATEL WIRELESS INC | $411,000 | – | 104,170 | – | 0.04% | – |
| ENDRQ | New | ENDEAVOUR INTL CORP | $409,000 | – | 106,370 | – | 0.04% | – |
| 2100PS | New | GENCORP INC | $398,000 | – | 24,450 | – | 0.04% | – |
| MTSN | New | MATTSON TECHNOLOGY INC | $398,000 | – | 181,490 | – | 0.04% | – |
| MSPD | New | MINDSPEED TECHNOLOGIES INC | $399,000 | – | 123,200 | – | 0.04% | – |
| X | New | UNITED STATES STL CORP NEW | $397,000 | – | 22,640 | – | 0.04% | – |
| FCH | New | FELCOR LODGING TR INC | $398,000 | – | 67,300 | – | 0.04% | – |
| RAIL | New | FREIGHTCAR AMER INC | $396,000 | – | 23,300 | – | 0.04% | – |
| AMWD | New | AMERICAN WOODMARK CORP | $386,000 | – | 11,140 | – | 0.04% | – |
| NIHDQ | New | NII HLDGS INCcl b new | $384,000 | – | 57,710 | – | 0.04% | – |
| AUXL | New | AUXILIUM PHARMACEUTICALS INC | $387,000 | – | 23,290 | – | 0.04% | – |
| New | SALESFORCE COM INCnote 0.750% 1/1 | $391,000 | – | 218,000 | – | 0.04% | – | |
| MGM | New | MGM RESORTS INTERNATIONAL | $392,000 | – | 26,555 | – | 0.04% | – |
| FOE | New | FERRO CORP | $388,000 | – | 55,920 | – | 0.04% | – |
| DMND | New | DIAMOND FOODS INC | $391,000 | – | 18,870 | – | 0.04% | – |
| ZLC | New | ZALE CORP NEW | $390,000 | – | 42,970 | – | 0.04% | – |
| AVEO | New | AVEO PHARMACEUTICALS INC | $385,000 | – | 154,250 | – | 0.04% | – |
| TSRX | New | TRIUS THERAPEUTICS INC | $379,000 | – | 46,840 | – | 0.04% | – |
| VELTF | New | VELTI PLC ST HELIER | $379,000 | – | 271,130 | – | 0.04% | – |
| LDKYQ | New | LDK SOLAR CO LTDsponsored adr | $373,000 | – | 288,590 | – | 0.04% | – |
| ESC | New | EMERITUS CORP | $378,000 | – | 16,310 | – | 0.04% | – |
| ODP | New | OFFICE DEPOT INC | $363,000 | – | 93,700 | – | 0.04% | – |
| PXD | New | PIONEER NAT RES CO | $366,000 | – | 2,528 | – | 0.04% | – |
| NAV | New | NAVISTAR INTL CORP NEW | $366,000 | – | 13,190 | – | 0.04% | – |
| RAD | New | RITE AID CORP | $369,000 | – | 129,150 | – | 0.04% | – |
| AMCC | New | APPLIED MICRO CIRCUITS CORP | $365,000 | – | 41,550 | – | 0.04% | – |
| COP | New | CONOCOPHILLIPS | $355,000 | – | 5,867 | – | 0.04% | – |
| NEE | New | NEXTERA ENERGY INC | $358,000 | – | 4,393 | – | 0.04% | – |
| HPQ | New | HEWLETT PACKARD CO | $361,000 | – | 14,565 | – | 0.04% | – |
| New | NEWMONT MINING CORPnote 1.250% 7/1 | $343,000 | – | 340,000 | – | 0.03% | – | |
| BONTQ | New | BON-TON STORES INC | $351,000 | – | 19,420 | – | 0.03% | – |
| TUESQ | New | TUESDAY MORNING CORP | $341,000 | – | 32,930 | – | 0.03% | – |
| MRO | New | MARATHON OIL CORP | $322,000 | – | 9,290 | – | 0.03% | – |
| DAN | New | DANA HLDG CORP | $329,000 | – | 17,091 | – | 0.03% | – |
| BIIB | New | BIOGEN IDEC INC | $326,000 | – | 1,516 | – | 0.03% | – |
| GT | New | GOODYEAR TIRE & RUBR CO | $318,000 | – | 20,835 | – | 0.03% | – |
| HTCH | New | HUTCHINSON TECHNOLOGY INC | $314,000 | – | 66,370 | – | 0.03% | – |
| CTSH | New | COGNIZANT TECHNOLOGY SOLUTIOcl a | $304,000 | – | 4,853 | – | 0.03% | – |
| EMN | New | EASTMAN CHEM CO | $297,000 | – | 4,249 | – | 0.03% | – |
| HAL | New | HALLIBURTON CO | $295,000 | – | 7,080 | – | 0.03% | – |
| SPNV | New | SUPERIOR ENERGY SVCS INC | $294,000 | – | 11,325 | – | 0.03% | – |
| AHT | New | ASHFORD HOSPITALITY TR INC | $286,000 | – | 24,960 | – | 0.03% | – |
| GTATQ | New | GT ADVANCED TECHNOLOGIES INC | $290,000 | – | 70,030 | – | 0.03% | – |
| JCPNQ | New | PENNEY J C INC | $289,000 | – | 16,930 | – | 0.03% | – |
| CL | New | COLGATE PALMOLIVE CO | $289,000 | – | 5,056 | – | 0.03% | – |
| DOW | New | DOW CHEM CO | $280,000 | – | 8,697 | – | 0.03% | – |
| XOMA | New | XOMA CORP DEL | $270,000 | – | 74,280 | – | 0.03% | – |
| AMG | New | AFFILIATED MANAGERS GROUP | $246,000 | – | 1,500 | – | 0.02% | – |
| REGN | New | REGENERON PHARMACEUTICALS | $250,000 | – | 1,112 | – | 0.02% | – |
| New | ONYX PHARMACEUTICALS INCnote 4.000% 8/1 | $227,000 | – | 100,000 | – | 0.02% | – | |
| TIP | New | ISHARES TRbarclys tips bd | $210,000 | – | 1,869 | – | 0.02% | – |
| MS | New | MORGAN STANLEY | $205,000 | – | 8,420 | – | 0.02% | – |
| New | LAM RESEARCH CORPnote 0.500% 5/1 | $160,000 | – | 152,000 | – | 0.02% | – | |
| New | DOMINION RES INC VA NEWnote 2.125%12/1 | $122,000 | – | 73,000 | – | 0.01% | – | |
| New | PRICELINE COM INCnote 1.250% 3/1 | $104,000 | – | 38,000 | – | 0.01% | – | |
| MTG | New | MGIC INVT CORP WIS | $101,000 | – | 16,648 | – | 0.01% | – |
| New | ALZA CORPsdcv 7/2 | $67,000 | – | 57,000 | – | 0.01% | – | |
| New | BIOMARIN PHARMACEUTICAL INCnote 1.875% 4/2 | $42,000 | – | 15,000 | – | 0.00% | – | |
| New | PROSPECT CAPITAL CORPORATIONnote 6.250%12/1 | $34,000 | – | 31,000 | – | 0.00% | – | |
| New | APOLLO INVT CORPnote 5.750% 1/1 | $34,000 | – | 32,000 | – | 0.00% | – | |
| New | REDWOOD TR INCnote 4.625% 4/1 | $24,000 | – | 24,000 | – | 0.00% | – | |
| OCLR | New | OCLARO INC | $17,000 | – | 14,400 | – | 0.00% | – |