BNP Paribas Arbitrage, SA
- SEC CIK
- 0001166588
- Latest filing
- Aug 13, 2026
Holdings in Q4 2021
Holdings as of Dec 31, 2021, filed Feb 9, 2022. Long positions only; changes compare share counts with Q3 2021.
- Positions
- 3,552
- +142 vs. Q3 2021
- Portfolio value
- $41.8B
- −$640.2M (−1.5%) vs. Q3 2021
| Security | Class | Shares | Value | % of portfolio | Share change | Action | History |
|---|---|---|---|---|---|---|---|
| MSFTMicrosoft Corp | Stock | 4,555,658 | $1.53B | 3.7% | +2,861,499+168.9% | Added | History |
| AAPLApple Inc. | Stock | 6,408,357 | $1.14B | 2.7% | +1,300,741+25.5% | Added | History |
| AMZNAmazon Com Inc | Stock | 336,408 | $1.12B | 2.7% | +204,463+155.0% | Added | History |
| Invesco QQQ Trust Series I46090E103 | ETF | 1,290,387 | $513.4M | 1.2% | −328,304−20.3% | Reduced | – |
| AVGOBroadcom Inc. | Stock | 731,609 | $486.8M | 1.2% | +259,089+54.8% | Added | History |
| TSLATesla, Inc. | Stock | 442,810 | $468.0M | 1.1% | +157,807+55.4% | Added | History |
| SPYSPDR S&P 500 ETF Trust | ETF | 949,500 | $451.0M | 1.1% | −886,145−48.3% | Reduced | History |
| NVDANVIDIA Corp | Stock | 1,531,639 | $450.5M | 1.1% | −146,601−8.7% | Reduced | History |
| State Street Health Care Select Sector SPDR ETF81369Y209 | ETF | 3,183,965 | $448.6M | 1.1% | −1,839,422−36.6% | Reduced | – |
| GOOGLAlphabet Inc. | Stock | 151,464 | $438.8M | 1.1% | +54,864+56.8% | Added | History |
| BACBank of America Corp | Stock | 8,881,501 | $395.1M | 0.9% | −277,945−3.0% | Reduced | History |
| QCOMQualcomm Inc | Stock | 1,914,860 | $350.2M | 0.8% | +548,773+40.2% | Added | History |
| VVisa Inc. | Stock | 1,538,232 | $333.4M | 0.8% | −27,260−1.7% | Reduced | History |
| METAMeta Platforms, Inc. | Stock | 923,276 | $310.5M | 0.7% | +433,162+88.4% | Added | History |
| XLNXXilinx Inc | COM | 1,421,757 | $301.5M | 0.7% | +796,757+127.5% | Added | History |
| iShares Tr464287184 | CHINA LG-CAP ETF | 8,233,806 | $301.2M | 0.7% | +297,557+3.7% | Added | – |
| State Street Utilities Select Sector SPDR ETF81369Y886 | ETF | 3,813,637 | $273.0M | 0.7% | +2,136,249+127.4% | Added | – |
| iShares Russell 2000 ETF464287655 | ETF | 1,178,329 | $262.1M | 0.6% | −5,343,180−81.9% | Reduced | – |
| AMDAdvanced Micro Devices Inc | Stock | 1,683,057 | $242.2M | 0.6% | +653,544+63.5% | Added | History |
| ADBEAdobe Inc. | Stock | 427,083 | $242.2M | 0.6% | +167,259+64.4% | Added | History |
| iShares Tr464287234 | MSCI EMG MKT ETF | 4,855,734 | $237.2M | 0.6% | −2,070,484−29.9% | Reduced | – |
| State Street Industrial Select Sector SPDR ETF81369Y704 | ETF | 2,236,665 | $236.7M | 0.6% | −3,055,179−57.7% | Reduced | – |
| INTCIntel Corp | Stock | 4,490,611 | $231.3M | 0.6% | +1,710,060+61.5% | Added | History |
| PFEPfizer Inc | Stock | 3,866,708 | $228.3M | 0.5% | −503,992−11.5% | Reduced | History |
| SPDR Series Trust78464A714 | ST STR SP RETAIL | 2,466,780 | $222.7M | 0.5% | −1,896,476−43.5% | Reduced | – |
| GOOGAlphabet Inc. | Stock | 75,281 | $217.8M | 0.5% | +19,162+34.1% | Added | History |
| NFLXNetflix Inc | Stock | 355,743 | $214.3M | 0.5% | +10,682+3.1% | Added | History |
| iShares Inc46434G822 | MSCI JAPAN ETF | 3,176,596 | $212.7M | 0.5% | +2,986,185+1,568.3% | Added | – |
| JNJJohnson & Johnson | Stock | 1,238,169 | $211.8M | 0.5% | −270,092−17.9% | Reduced | History |
| iShares Tr464287739 | U.S. REAL ES ETF | 1,771,145 | $205.7M | 0.5% | +311,004+21.3% | Added | – |
| iShares Tr464287556 | ISHARES BIOTECH | 1,282,280 | $195.7M | 0.5% | −675,991−34.5% | Reduced | – |
| DISWalt Disney Co | Stock | 1,243,827 | $192.7M | 0.5% | +647,622+108.6% | Added | History |
| PYPLPayPal Holdings, Inc. | Stock | 1,019,373 | $192.2M | 0.5% | +585,221+134.8% | Added | History |
| iShares Tr464288513 | IBOXX HI YD ETF | 2,079,810 | $181.0M | 0.4% | +548,325+35.8% | Added | – |
| State Street Technology Select Sector SPDR ETF81369Y803 | ETF | 1,009,969 | $175.6M | 0.4% | +261,668+35.0% | Added | – |
| CCitigroup Inc | Stock | 2,903,938 | $175.4M | 0.4% | −47,162−1.6% | Reduced | History |
| GSKGSK plc | SPONSORED ADR | 3,870,153 | $170.7M | 0.4% | −2,134,936−35.6% | Reduced | History |
| TXNTexas Instruments Inc | Stock | 905,571 | $170.7M | 0.4% | −695,484−43.4% | Reduced | History |
| BRK.BBerkshire Hathaway Inc | Stock | 555,728 | $166.2M | 0.4% | −226,475−29.0% | Reduced | History |
| TAT&T Inc. | Stock | 6,627,625 | $163.0M | 0.4% | −7,242,044−52.2% | Reduced | History |
| AMATApplied Materials Inc | Stock | 1,014,813 | $159.7M | 0.4% | +298,991+41.8% | Added | History |
| CHTRCharter Communications, Inc. | CL A | 244,631 | $159.5M | 0.4% | +121,803+99.2% | Added | History |
| CSCOCisco Systems, Inc. | Stock | 2,443,858 | $154.9M | 0.4% | +635,042+35.1% | Added | History |
| MUMicron Technology Inc | Stock | 1,613,696 | $150.3M | 0.4% | +733,030+83.2% | Added | History |
| IBNIcici Bank Ltd | ADR | 7,592,894 | $150.3M | 0.4% | +2,337,256+44.5% | Added | History |
| ABBVAbbVie Inc. | Stock | 1,058,058 | $143.3M | 0.3% | −795,487−42.9% | Reduced | History |
| ACNAccenture plc | Stock | 341,689 | $141.6M | 0.3% | −360,335−51.3% | Reduced | History |
| JPMJPMorgan Chase & Co | Stock | 882,037 | $139.7M | 0.3% | −1,878,479−68.0% | Reduced | History |
| KLACKLA Corp | COM NEW | 297,468 | $127.9M | 0.3% | +168,538+130.7% | Added | History |
| American Eagle Outfitters IN02553EAB2 | NOTE 3.750% 4/1 | – | $127.1M | 0.3% | – | – | – |
| State Street SPDR S&P Biotech ETF78464A870 | ETF | 1,131,425 | $126.7M | 0.3% | −4,082,782−78.3% | Reduced | – |
| CRMSalesforce, Inc. | Stock | 497,488 | $126.4M | 0.3% | −6,009−1.2% | Reduced | History |
| SPGIS&P Global Inc. | Stock | 266,190 | $125.6M | 0.3% | +46,469+21.1% | Added | History |
| AMTAmerican Tower Corp | REIT | 412,567 | $120.7M | 0.3% | +101,345+32.6% | Added | History |
| HDHome Depot, Inc. | Stock | 290,764 | $120.7M | 0.3% | −193,843−40.0% | Reduced | History |
| State Street SPDR S&P Regional Banking ETF78464A698 | ETF | 1,690,883 | $119.8M | 0.3% | −1,384,809−45.0% | Reduced | – |
| BABAAlibaba Group Holding Ltd | ADR | 1,002,455 | $119.1M | 0.3% | −947,242−48.6% | Reduced | History |
| LRCXLam Research Corp | COM | 164,836 | $118.5M | 0.3% | −68,099−29.2% | Reduced | History |
| iShares MSCI Eafe ETF464287465 | ETF | 1,493,129 | $117.5M | 0.3% | +81,444+5.8% | Added | – |
| VanEck Semiconductor ETF92189F676 | ETF | 376,803 | $116.4M | 0.3% | −92,919−19.8% | Reduced | – |
| UNPUnion Pacific Corp | Stock | 460,159 | $115.9M | 0.3% | +81,758+21.6% | Added | History |
| iShares Tr464287432 | 20 YR TR BD ETF | 778,172 | $115.3M | 0.3% | +401,318+106.5% | Added | – |
| VZVerizon Communications Inc | Stock | 2,199,116 | $114.3M | 0.3% | −933,585−29.8% | Reduced | History |
| MDYSPDR S&P Midcap 400 ETF Trust | ETF | 218,629 | $113.2M | 0.3% | −147,510−40.3% | Reduced | History |
| COSTCostco Wholesale Corp | Stock | 197,187 | $111.9M | 0.3% | +121,583+160.8% | Added | History |
| PEPPepsiCo Inc | Stock | 640,019 | $111.2M | 0.3% | +49,174+8.3% | Added | History |
| iShares Russell 2000 Growth ETF464287648 | ETF | 378,237 | $110.8M | 0.3% | −853,893−69.3% | Reduced | – |
| Palo Alto Networks Inc697435AF2 | NOTE 0.375% 6/0 | – | $109.9M | 0.3% | – | – | – |
| HONHoneywell International Inc | COM | 525,412 | $109.6M | 0.3% | +239,374+83.7% | Added | History |
| GILDGilead Sciences, Inc. | Stock | 1,508,090 | $109.5M | 0.3% | −255,860−14.5% | Reduced | History |
| IBMInternational Business Machines Corp | Stock | 808,351 | $108.0M | 0.3% | +2,907+0.4% | Added | History |
| BIDUBaidu, Inc. | ADR | 723,763 | $107.7M | 0.3% | +135,316+23.0% | Added | History |
| iShares Core U.S. Aggregate Bond ETF464287226 | ETF | 925,256 | $105.6M | 0.3% | +76,271+9.0% | Added | – |
| iShares Inc464286400 | MSCI BRAZIL ETF | 3,728,532 | $104.7M | 0.3% | +932,472+33.3% | Added | – |
| INTUIntuit Inc. | Stock | 160,700 | $103.4M | 0.2% | −84,349−34.4% | Reduced | History |
| MELIMercadolibre Inc | COM | 75,840 | $102.3M | 0.2% | +15,194+25.1% | Added | History |
| DHRDanaher Corp | Stock | 306,290 | $100.8M | 0.2% | −110,788−26.6% | Reduced | History |
| Workday, Inc.98138HAF8 | NOTE 0.250%10/0 | – | $100.6M | 0.2% | – | – | – |
| MRKMerck & Co., Inc. | Stock | 1,308,118 | $100.3M | 0.2% | −327,203−20.0% | Reduced | History |
| JDJD.com, Inc. | SPON ADS CL A | 1,399,432 | $98.1M | 0.2% | −149,062−9.6% | Reduced | History |
| AMGNAmgen Inc | Stock | 433,744 | $97.6M | 0.2% | +82,195+23.4% | Added | History |
| ADIAnalog Devices Inc | Stock | 553,227 | $97.2M | 0.2% | −37,970−6.4% | Reduced | History |
| CVXChevron Corp | Stock | 811,398 | $95.2M | 0.2% | −496,229−37.9% | Reduced | History |
| CMCSAComcast Corp | Stock | 1,870,940 | $94.2M | 0.2% | +521,825+38.7% | Added | History |
| TMOThermo Fisher Scientific Inc. | Stock | 140,853 | $94.0M | 0.2% | −37,030−20.8% | Reduced | History |
| Dick's Sporting Goods, Inc.253393AD4 | NOTE 3.250% 4/1 | – | $92.8M | 0.2% | – | – | – |
| GSGoldman Sachs Group Inc | Stock | 239,892 | $91.8M | 0.2% | −156,716−39.5% | Reduced | History |
| NIONIO Inc. | ADR | 2,878,924 | $91.2M | 0.2% | +145,192+5.3% | Added | History |
| NEENextera Energy Inc | Stock | 972,214 | $90.8M | 0.2% | −110,883−10.2% | Reduced | History |
| LOWLowes Companies Inc | Stock | 349,376 | $90.3M | 0.2% | +101,305+40.8% | Added | History |
| MCHPMicrochip Technology Inc | Stock | 1,035,090 | $90.1M | 0.2% | −226,218−17.9% | ReducedConverted for a 2-for-1 split | History |
| NXPINXP Semiconductors N.V. | COM | 390,711 | $89.0M | 0.2% | −128,337−24.7% | Reduced | History |
| ABTAbbott Laboratories | Stock | 617,295 | $86.9M | 0.2% | −278,513−31.1% | Reduced | History |
| SOSouthern Co | Stock | 1,265,682 | $86.8M | 0.2% | +159,648+14.4% | Added | History |
| CBChubb Ltd | Stock | 448,214 | $86.6M | 0.2% | +114,589+34.3% | Added | History |
| XOMExxonMobil Holdings Corp | COM | 1,414,880 | $86.6M | 0.2% | −652,652−31.6% | Reduced | History |
| iShares Iboxx $ Investment Grade Corporate Bond ETF464287242 | ETF | 649,356 | $86.1M | 0.2% | −1,634,514−71.6% | Reduced | – |
| METMetlife Inc | Stock | 1,376,520 | $86.0M | 0.2% | −114,074−7.7% | Reduced | History |
| iShares Russell Mid-Cap Growth ETF464287481 | ETF | 743,899 | $85.7M | 0.2% | +205,537+38.2% | Added | – |
| MRNAModerna, Inc. | Stock | 333,752 | $84.8M | 0.2% | +210,489+170.8% | Added | History |
Options (396)
Puts and calls in the same filing. Amounts are the market value of the underlying shares, which is what 13F reports.
The largest 100 of 396 by value.
| Security | Class | Puts | Calls |
|---|---|---|---|
| AMZNAmazon Com Inc | Stock | $1.07B | $570.2M |
| BACBank of America Corp | Stock | $865.4M | $271.9M |
| NVDANVIDIA Corp | Stock | $673.0M | $453.8M |
| TSLATesla, Inc. | Stock | $905.9M | $66.5M |
| Invesco QQQ Trust Series I46090E103 | ETF | $486.7M | $477.9M |
| JPMJPMorgan Chase & Co | Stock | $690.1M | $187.5M |
| AAPLApple Inc. | Stock | $584.0M | $102.2M |
| NFLXNetflix Inc | Stock | $421.1M | $262.4M |
| iShares Russell 2000 ETF464287655 | ETF | $198.0M | $434.4M |
| SPYSPDR S&P 500 ETF Trust | ETF | $509.1M | $58.7M |
| GSGoldman Sachs Group Inc | Stock | $409.5M | $156.7M |
| MUMicron Technology Inc | Stock | $387.3M | $138.7M |
| MSFTMicrosoft Corp | Stock | $348.3M | $169.6M |
| AMDAdvanced Micro Devices Inc | Stock | $298.9M | $166.2M |
| AVGOBroadcom Inc. | Stock | $347.4M | $109.7M |
| CCitigroup Inc | Stock | $347.1M | $92.5M |
| DIASPDR Dow Jones Industrial Average ETF Trust | UT SER 1 | $21.4M | $409.1M |
| METAMeta Platforms, Inc. | Stock | $262.9M | $143.2M |
| CRMSalesforce, Inc. | Stock | $189.9M | $207.6M |
| GOOGAlphabet Inc. | Stock | $63.1M | $313.1M |
| iShares Tr464287234 | MSCI EMG MKT ETF | $173.9M | $200.8M |
| ADBEAdobe Inc. | Stock | $105.9M | $254.2M |
| MSMorgan Stanley | Stock | $254.3M | $85.7M |
| HDHome Depot, Inc. | Stock | $235.6M | $92.5M |
| SBUXStarbucks Corp | Stock | $252.1M | $74.9M |
| QCOMQualcomm Inc | Stock | $208.2M | $87.1M |
| CSCOCisco Systems, Inc. | Stock | $226.7M | $65.3M |
| GLDSPDR Gold Trust | ETF | $202.2M | $86.0M |
| VanEck ETF Trust92189F106 | GOLD MINERS ETF | $156.2M | $120.9M |
| PYPLPayPal Holdings, Inc. | Stock | $219.2M | $41.1M |
| LOWLowes Companies Inc | Stock | $167.9M | $89.9M |
| INTCIntel Corp | Stock | $167.4M | $80.1M |
| CVXChevron Corp | Stock | $127.9M | $95.4M |
| GOOGLAlphabet Inc. | Stock | $183.7M | $39.1M |
| iShares MSCI Eafe ETF464287465 | ETF | $74.1M | $147.1M |
| CVSCVS Health Corp | Stock | $197.0M | $24.0M |
| AXPAmerican Express Co | Stock | $154.6M | $65.0M |
| CMGChipotle Mexican Grill Inc | COM | $154.5M | $62.9M |
| State Street Financial Select Sector SPDR ETF81369Y605 | ETF | $142.3M | $68.8M |
| IBMInternational Business Machines Corp | Stock | $157.3M | $51.6M |
| ABBVAbbVie Inc. | Stock | $147.1M | $38.5M |
| BRK.BBerkshire Hathaway Inc | Stock | $145.3M | $38.0M |
| SHWSherwin Williams Co | COM | $136.7M | $45.7M |
| PFEPfizer Inc | Stock | $116.6M | $51.2M |
| VVisa Inc. | Stock | $108.0M | $56.2M |
| iShares Tr464288513 | IBOXX HI YD ETF | $17.4M | $143.6M |
| BABAAlibaba Group Holding Ltd | ADR | $39.3M | $119.1M |
| BLKBlackRock, Inc. | COM | $113.5M | $42.3M |
| XYZBlock, Inc. | CL A | $142.6M | $12.5M |
| CATCaterpillar Inc | Stock | $111.0M | $40.2M |
| NKENIKE, Inc. | Stock | $76.9M | $64.3M |
| MCDMcDonalds Corp | Stock | $79.5M | $50.7M |
| TAT&T Inc. | Stock | $85.9M | $40.7M |
| State Street Consumer Discretionary Select Sector SPDR ETF81369Y407 | ETF | $8.55M | $111.7M |
| ZMZoom Communications, Inc. | Stock | $101.2M | $8.29M |
| KOCoca Cola Co | Stock | $53.3M | $52.0M |
| MELIMercadolibre Inc | COM | – | $101.9M |
| UNPUnion Pacific Corp | Stock | $79.4M | $22.6M |
| SPGIS&P Global Inc. | Stock | $66.6M | $32.0M |
| WMTWalmart Inc. | Stock | $51.0M | $40.4M |
| NEMNEWMONT Corp | Stock | $55.7M | $34.6M |
| UNHUnitedHealth Group Inc | Stock | $65.5M | $23.8M |
| iShares Tr464287184 | CHINA LG-CAP ETF | $53.7M | $35.3M |
| DISWalt Disney Co | Stock | $72.4M | $15.8M |
| PANWPalo Alto Networks Inc | Stock | $69.6M | $18.1M |
| ROKURoku, Inc | COM CL A | $85.8M | $775.9K |
| BYNDBeyond Meat, Inc. | COM | $80.1M | $4.73M |
| CHTRCharter Communications, Inc. | CL A | $55.5M | $29.1M |
| iShares Tr464287432 | 20 YR TR BD ETF | $6.56M | $77.7M |
| BABoeing Co | Stock | $78.2M | $6.00M |
| GILDGilead Sciences, Inc. | Stock | $29.1M | $51.6M |
| ISRGIntuitive Surgical Inc | COM NEW | $46.8M | $33.4M |
| iShares Tr464288257 | MSCI ACWI ETF | – | $79.3M |
| TGTTarget Corp | Stock | $54.5M | $23.2M |
| TXNTexas Instruments Inc | Stock | $53.3M | $24.0M |
| DGDollar General Corp | COM | $59.3M | $17.0M |
| KKellanova | Stock | $49.5M | $24.0M |
| AMATApplied Materials Inc | Stock | $61.9M | $9.19M |
| PRUPrudential Financial Inc | Stock | $49.8M | $20.1M |
| CMCSAComcast Corp | Stock | $39.0M | $30.8M |
| MARMarriott International Inc | Stock | $67.4M | – |
| MDTMedtronic plc | Stock | $47.7M | $19.7M |
| State Street Energy Select Sector SPDR ETF81369Y506 | ETF | $44.3M | $21.3M |
| PEPPepsiCo Inc | Stock | $46.6M | $19.0M |
| LRCXLam Research Corp | COM | $56.2M | $8.56M |
| EXPEExpedia Group, Inc. | Stock | $59.6M | $4.16M |
| MMM3M Co | Stock | $34.7M | $27.2M |
| TWTRTwitter, Inc. | COM | $53.3M | $8.40M |
| BNYBank of New York Mellon Corp | Stock | $45.7M | $15.9M |
| WFCWells Fargo & Company | Stock | $40.5M | $20.8M |
| ORCLOracle Corp | Stock | $33.6M | $26.2M |
| CSXCSX Corp | Stock | $45.3M | $14.1M |
| LYVLive Nation Entertainment, Inc. | COM | $59.2M | – |
| METMetlife Inc | Stock | $41.0M | $18.1M |
| CMICummins Inc | Stock | $43.6M | $11.8M |
| HONHoneywell International Inc | COM | $36.2M | $19.1M |
| BMYBristol Myers Squibb Co | Stock | $42.9M | $11.7M |
| iShares Tr464288281 | JPMORGAN USD EMG | – | $54.5M |
| SOSouthern Co | Stock | $44.7M | $9.60M |
| HUMHumana Inc | Stock | $42.0M | $11.1M |
Sold out since Q3 2021 (112)
Positions held at the end of Q3 2021 that are gone from this filing.
The largest 100 of 112 by value last quarter.
| Security | Class | Shares in Q3 2021 | Value in Q3 2021 | % of portfolio in Q3 2021 | History |
|---|---|---|---|---|---|
| Liberty Media Corp Del530715AN1 | DEB 3.500% 1/1 | – | $50.0M | 0.1% | – |
| HRCHill-Rom Holdings, Inc. | COM | 156,570 | $23.5M | 0.1% | History |
| WOLFWolfspeed, Inc. | COM | 209,825 | $16.9M | <0.1% | History |
| Microchip Technology Inc595017AH7 | NOTE 2.250% 2/1 | – | $13.5M | <0.1% | – |
| Live Nation Entertainment IN538034AU3 | NOTE 2.000% 2/1 | – | $10.3M | <0.1% | – |
| Microchip Technology Inc595017AD6 | NOTE 1.625% 2/1 | – | $10.1M | <0.1% | – |
| Vanguard Scottsdale FDS92206C813 | LG-TERM COR BD | 94,122 | $9.94M | <0.1% | – |
| Ligand Pharmaceuticals Inc53220KAF5 | NOTE 0.750% 5/1 | – | $9.80M | <0.1% | – |
| KSUKansas City Southern | COM NEW | 35,001 | $9.47M | <0.1% | History |
| Zillow Group, Inc.98954MAE1 | NOTE 0.750% 9/0 | – | $9.28M | <0.1% | – |
| UFSDomtar CORP | COM NEW | 167,273 | $9.12M | <0.1% | History |
| Fortive Corp34959JAK4 | NOTE 0.875% 2/1 | – | $8.92M | <0.1% | – |
| Zix Corp98974P100 | COM | 1,258,385 | $8.90M | <0.1% | – |
| Livongo Health Inc539183AA1 | NOTE 0.875% 6/0 | – | $8.85M | <0.1% | – |
| STMPStamps.com Inc | COM NEW | 22,340 | $7.37M | <0.1% | History |
| MDPHawkeye Acquisition, Inc. | COM | 124,686 | $6.95M | <0.1% | History |
| Cree Inc225447AB7 | NOTE 0.875% 9/0 | – | $6.28M | <0.1% | – |
| Ironwood Pharmaceuticals Inc46333XAD0 | DBCV 2.250% 6/1 | – | $5.98M | <0.1% | – |
| iShares Tr464289511 | 10+ YR INVST GRD | 84,600 | $5.86M | <0.1% | – |
| Rambus Inc750917AG1 | NOTE 1.375% 2/0 | – | $5.48M | <0.1% | – |
| KDMNKadmon Holdings, Inc. | COM | 625,653 | $5.45M | <0.1% | History |
| Zynga Inc98986TAB4 | NOTE 0.250% 6/0 | – | $4.58M | <0.1% | – |
| iShares MSCI USA Min Vol Factor ETF46429B697 | ETF | 53,900 | $3.96M | <0.1% | – |
| RPAIRetail Properties of America, Inc. | CL A | 294,180 | $3.79M | <0.1% | History |
| CoreSite Realty Corp21870Q105 | COM | 26,062 | $3.61M | <0.1% | – |
| Microchip Technology Inc595017AU8 | NOTE 0.125%11/1 | – | $3.43M | <0.1% | – |
| Blackstone Mtg Tr Inc09257WAB6 | NOTE 4.375% 5/0 | – | $3.04M | <0.1% | – |
| CADECadence Bancorporation | CL A | 132,230 | $2.90M | <0.1% | History |
| TSEOQTrinseo PLC | SHS | 44,380 | $2.40M | <0.1% | History |
| Dexcom Inc252131AK3 | NOTE 0.250%11/1 | – | $2.37M | <0.1% | – |
| Meritor, Inc.59001KAF7 | NOTE 3.250%10/1 | – | $2.33M | <0.1% | – |
| RAVNRaven Industries Inc | COM | 38,118 | $2.20M | <0.1% | History |
| FRTFederal Realty Investment Trust | SH BEN INT NEW | 16,102 | $1.90M | <0.1% | History |
| Blackstone Mtg Tr Inc09257WAC4 | NOTE 4.750% 3/1 | – | $1.90M | <0.1% | – |
| CIVICivitas Resources, Inc. | COM NEW | 29,754 | $1.43M | <0.1% | History |
| CXPColumbia Property Trust, Inc. | COM NEW | 72,341 | $1.38M | <0.1% | History |
| Echo Global Logistics, Inc.27875T101 | COM | 27,772 | $1.33M | <0.1% | – |
| NICENICE Ltd. | SPONSORED ADR | 4,561 | $1.30M | <0.1% | History |
| XECCimarex Energy Co | COM | 13,071 | $1.14M | <0.1% | History |
| State Street SPDR Portfolio Intermediate Term Corporate Bond ETF78464A375 | ETF | 31,100 | $1.14M | <0.1% | – |
| Lydall Inc550819106 | COM | 17,814 | $1.11M | <0.1% | – |
| FCFSFirstCash Holdings, Inc. | COM | 11,955 | $1.05M | <0.1% | History |
| Bancorpsouth BK Tupelo Miss05971J102 | COM | 35,089 | $1.04M | <0.1% | – |
| Knowles Corp49926DAB5 | NOTE 3.250%11/0 | – | $911.2K | <0.1% | – |
| CLDRCloudera, Inc. | COM | 56,769 | $906.6K | <0.1% | History |
| CSODCornerstone OnDemand Inc | COM | 15,213 | $871.1K | <0.1% | History |
| CVACovanta Holding Corp | COM | 39,557 | $795.9K | <0.1% | History |
| SPDR Series Trust78468R408 | ST TERM HIGH ETF | 28,600 | $783.4K | <0.1% | – |
| CSG Sys Intl Inc126349AF6 | NOTE 4.250% 3/1 | – | $744.3K | <0.1% | – |
| CMOCapstead Mortgage Corp | COM NO PAR | 103,397 | $691.7K | <0.1% | History |
| VEONVEON Ltd. | SPONSORED ADR | 270,595 | $562.8K | <0.1% | History |
| INOVInovalon Holdings, Inc. | COM CL A | 13,489 | $543.5K | <0.1% | History |
| Exchange Traded Concepts Tru301505707 | ROBO GLB ETF | 7,364 | $474.3K | <0.1% | – |
| SKMSK Telecom Co Ltd | SPONSORED ADR | 15,093 | $454.3K | <0.1% | History |
| Trillium Therapeutics Inc.89620X506 | COM NEW | 22,485 | $394.8K | <0.1% | – |
| DocuSign, Inc.256163AB2 | NOTE 0.500% 9/1 | – | $360.0K | <0.1% | – |
| EBSBMeridian Bancorp, Inc. | COM | 12,644 | $262.5K | <0.1% | History |
| XLRNAcceleron Pharma Inc | COM | 1,485 | $255.6K | <0.1% | History |
| DRNADicerna Pharmaceuticals Inc | COM | 12,542 | $252.8K | <0.1% | History |
| CAI International, Inc.12477X106 | COM | 4,307 | $240.8K | <0.1% | – |
| Enable Midstream Partners, LP292480100 | COM UNIT RP IN | 25,911 | $210.4K | <0.1% | – |
| Qad Inc74727D306 | CL A | 2,161 | $188.8K | <0.1% | – |
| Nuance Communications, Inc.67020YAG5 | DEBT 1.500%11/0 | – | $181.3K | <0.1% | – |
| FLXNFlexion Therapeutics Inc | COM | 21,002 | $128.1K | <0.1% | History |
| MCFContango Oil & Gas Co | COM NEW | 26,885 | $122.9K | <0.1% | History |
| Cleveland-Cliffs Inc.185899AA9 | DBCV 1.500% 1/1 | – | $107.6K | <0.1% | – |
| XONEExOne Co | COM | 4,217 | $98.6K | <0.1% | History |
| LORLLoral Space & Communications Inc. | COM | 2,205 | $94.8K | <0.1% | History |
| CNBKACentury Bancorp Inc | CL A NON VTG | 795 | $91.6K | <0.1% | History |
| ACIUAC Immune SA | SHS | 13,642 | $91.5K | <0.1% | History |
| GPXGP Strategies Corp | COM | 3,284 | $68.0K | <0.1% | History |
| MSONMisonix Inc | COM | 2,348 | $59.4K | <0.1% | History |
| Soliton, Inc.834251100 | COM | 1,921 | $39.1K | <0.1% | – |
| LVOLiveOne, Inc. | COM NEW | 11,607 | $34.7K | <0.1% | History |
| JAXJ. Alexander's Holdings, Inc. | COM | 362 | $5.07K | <0.1% | History |
| SBBPStrongbridge Biopharma plc | SHS USD | 1,962 | $4.00K | <0.1% | History |
| ICBKCounty Bancorp, Inc. | COM | 98 | $3.57K | <0.1% | History |
| SHBIShore Bancshares Inc | COM | 180 | $3.19K | <0.1% | History |
| BOCHBank of Commerce Holdings | COM | 185 | $2.81K | <0.1% | History |
| XERSXeris Biopharma Holdings, Inc. | COM | 1,118 | $2.74K | <0.1% | History |
| FGBIFirst Guaranty Bancshares, Inc. | COM | 136 | $2.73K | <0.1% | History |
| FRAFFranklin Financial Services Corp | COM | 76 | $2.46K | <0.1% | History |
| WHGWestwood Holdings Group Inc | COM | 122 | $2.32K | <0.1% | History |
| LCNBLCNB Corp | COM | 127 | $2.24K | <0.1% | History |
| PRETQPennsylvania Real Estate Investment Trust | SH BEN INT | 1,110 | $2.15K | <0.1% | History |
| HWBKHawthorn Bancshares, Inc. | COM | 80 | $1.85K | <0.1% | History |
| NKSHNational Bankshares Inc | COM | 49 | $1.78K | <0.1% | History |
| SGASaga Communications Inc | CL A NEW | 76 | $1.73K | <0.1% | History |
| OVLYOak Valley Bancorp | COM | 98 | $1.72K | <0.1% | History |
| EVBNEvans Bancorp Inc | COM NEW | 44 | $1.69K | <0.1% | History |
| IINIntricon Corp | COM | 87 | $1.58K | <0.1% | History |
| WEYSWeyco Group Inc | COM | 57 | $1.29K | <0.1% | History |
| FNWBFirst Northwest Bancorp | COM | 63 | $1.11K | <0.1% | History |
| ESSAESSA Bancorp, Inc. | COM | 64 | $1.06K | <0.1% | History |
| GDPGoodrich Petroleum Corp | COM PAR | 44 | $1.04K | <0.1% | History |
| Pacific Mercantile Bancorp694552100 | COM | 83 | $764 | <0.1% | – |
| UNTYUnity Bancorp Inc | COM | 29 | $679 | <0.1% | History |
| CSBRChampions Oncology, Inc. | COM NEW | 45 | $459 | <0.1% | History |
| APTXAptinyx Inc. | COM | 76 | $178 | <0.1% | History |
| ESXBCommunity Bankers Trust Corp | COM | 14 | $159 | <0.1% | History |