SILVERBACK ASSET MANAGEMENT LLC Activity Q4 2003-Q3 2023

Q3 2023

			Value		Shares		↓ Weighting
SPY	New	SPDR S&P 500 ETF TRtr unit	$42,748,000	–	100,000	–	5.86%	–
	Buy	CYBERARK SOFTWARE LTDnote 11/1	$30,583,961	+9.7%	26,493,000	+8.2%	4.19%	+10.2%
	Sell	DISH NETWORK CORPORATIONnote 3.375% 8/1	$24,505,112	+4.9%	40,468,000	-11.8%	3.36%	+5.4%
	Sell	FUBOTV INCnote 3.250% 2/1	$21,766,005	-13.3%	32,837,000	-24.2%	2.98%	-12.9%
	New	INFINERA CORPnote 3.750% 8/0	$19,892,956	–	21,535,000	–	2.73%	–
	Sell	NOVA LTDnote 10/1	$19,212,371	-36.9%	12,454,000	-34.3%	2.63%	-36.6%
	Buy	Ivanhoe Mines Ltdnote 2.500% 04/15/26	$18,924,019	+9.7%	14,625,000	+15.8%	2.59%	+10.3%
	Sell	LUMENTUM HLDGS INCnote 0.500%12/1	$18,838,863	-14.9%	22,344,000	-10.5%	2.58%	-14.5%
	Buy	WAYFAIR INCnote 1.000% 8/1	$17,618,900	+58.6%	21,470,000	+59.8%	2.42%	+59.4%
	Buy	DIGITALOCEAN HLDGS INCnote 12/0	$16,684,597	+49.8%	21,737,000	+52.7%	2.29%	+50.6%
	Buy	LIVEPERSON INCnote 12/1	$16,330,658	+39.6%	21,582,000	+19.4%	2.24%	+40.3%
	Buy	BANDWIDTH INCnote 0.250% 3/0	$16,041,011	+44.9%	19,942,000	+41.3%	2.20%	+45.6%
	New	INFINERA CORPnote 2.500% 3/0	$15,983,913	–	18,000,000	–	2.19%	–
	Buy	FORD MTR CO DELnote 3/1	$15,931,792	-5.0%	16,164,000	+5.6%	2.18%	-4.5%
	Buy	VROOM INCnote 0.750% 7/0	$15,190,595	+15.5%	28,196,000	+2.9%	2.08%	+16.1%
	Buy	Luminar Technologies Incnote 1.250% 12/15/26	$14,572,667	+14.4%	22,100,000	+15.7%	2.00%	+15.0%
	Sell	IMPINJ INCnote 1.125% 5/1	$14,121,836	-21.3%	16,113,000	-3.1%	1.94%	-20.9%
	New	MACOM TECH SOLUTIONS HLDGS Inote 0.250% 3/1	$13,821,813	–	12,151,000	–	1.90%	–
	Sell	LENDINGTREE INCnote 0.500% 7/1	$11,813,660	-21.3%	14,954,000	-23.1%	1.62%	-20.9%
	Buy	Viavi Solutions Incnote 1.625% 03/15/26	$11,233,460	+9.8%	11,747,000	+20.5%	1.54%	+10.3%
	Buy	AMYRIS INCnote 1.500% 11/15/26	$10,907,369	-12.8%	86,395,000	+38.1%	1.50%	-12.4%
	Buy	SNAP INCnote 0.125% 3/0	$10,733,508	+49.6%	15,500,000	+55.0%	1.47%	+50.3%
	Sell	INSULET CORPnote 0.375% 9/0	$10,587,945	-64.3%	10,810,000	-49.8%	1.45%	-64.1%
	Sell	CABLE ONE INCnote 3/1	$10,199,925	-6.4%	12,420,000	-6.6%	1.40%	-5.9%
	Buy	PROS HOLDINGS INCnote 2.250% 9/1	$9,985,636	+17.4%	9,460,000	+11.3%	1.37%	+18.0%
	Buy	Repay Holdings Corpnote 0% 02/01/2026	$9,745,100	+82.7%	12,000,000	+84.6%	1.34%	+83.8%
	Buy	Beauty Health Conote 1.250% 10/1/26	$8,777,924	+4.1%	11,203,000	+4.7%	1.20%	+4.6%
	Buy	Danimer Scientific Corpnote 3.250% 12/15/26	$8,762,629	+24.7%	23,380,000	+36.0%	1.20%	+25.2%
	New	POST HLDGS INCnote 2.500% 8/1	$8,481,997	–	8,530,000	–	1.16%	–
	Sell	BEYOND MEAT INCnote 3/1	$8,292,457	-21.9%	31,266,000	-22.0%	1.14%	-21.5%
	New	TRAVERE THERAPEUTICS INCnote 2.250% 3/0	$8,093,188	–	12,500,000	–	1.11%	–
	Sell	CHEGG INCnote 9/0	$8,009,718	-23.7%	10,171,000	-27.4%	1.10%	-23.3%
	Sell	NUTANIX INCnote 0.250%10/0	$7,979,104	-17.5%	8,930,000	-21.3%	1.09%	-17.1%
	Buy	3D SYS CORP DELnote 11/1	$7,966,830	+30.9%	11,000,000	+37.5%	1.09%	+31.6%
	New	Cryoport Incnote 0.750% 12/01/26	$7,433,598	–	9,311,000	–	1.02%	–
	Buy	PAR TECHNOLOGY CORPnote 1.500%10/1	$7,311,723	+14.3%	8,795,000	+9.1%	1.00%	+14.9%
	Buy	INOTIV INCnote 3.250%10/1	$7,254,450	+7.1%	14,100,000	+7.6%	0.99%	+7.7%
	Buy	GUARDANT HEALTH INCnote 11/1	$6,972,015	+7.9%	9,975,000	+10.8%	0.96%	+8.5%
	Sell	THE REALREAL INCnote 1.000% 3/0	$5,756,277	-3.2%	12,757,000	-12.1%	0.79%	-2.7%
	Buy	VERITONE INCnote 1.750%11/1	$5,703,977	-39.0%	16,100,000	+10.3%	0.78%	-38.6%
	Sell	UPWORK INCnote 0.250% 8/1	$5,695,005	-20.9%	6,855,000	-22.6%	0.78%	-20.5%
	Sell	GROUPON INCnote 1.125% 3/1	$5,642,837	+2.7%	10,000,000	-31.0%	0.77%	+3.2%
	New	8X8 INC NEWnote 4.000% 2/0	$5,379,750	–	7,500,000	–	0.74%	–
	New	REVANCE THERAPEUTICS INCnote 1.750% 2/1	$4,034,417	–	5,000,000	–	0.55%	–
	New	BRIDGEBIO PHARMA INCnote 2.250% 2/0	$3,750,375	–	5,000,000	–	0.51%	–
	Buy	NOBLE CORP PLC	$3,623,070	+187.1%	89,006	+408.6%	0.50%	+189.0%
	New	CRACKER BARREL OLD CTRY STORnote 0.625% 6/1	$3,597,143	–	4,347,000	–	0.49%	–
	Sell	ESPERION THERAPEUTICS INC NEnote 4.000%11/1	$3,412,500	-9.0%	6,500,000	-13.3%	0.47%	-8.4%
RMBL	Sell	RUMBLEON INC	$3,353,110	-65.3%	547,000	-30.0%	0.46%	-65.1%
	Sell	BOX INCnote 1/1	$2,914,271	-59.7%	2,700,000	-53.5%	0.40%	-59.6%
VAL	Sell	VALARIS LTDcl a	$2,811,750	+11.7%	37,500	-6.2%	0.38%	+12.2%
STNG	Sell	SCORPIO TANKERS INC	$2,706,000	+8.5%	50,000	-5.3%	0.37%	+9.1%
AKTS	Buy	AKOUSTIS TECHNOLOGIES INC	$2,602,786	-59.9%	3,457,014	+69.3%	0.36%	-59.7%
	New	TPI Composites Incnote 5.250% 03/15/28	$2,456,161	–	5,000,000	–	0.34%	–
	New	OMEROS CORPnote 5.250% 2/1	$1,613,889	–	2,663,000	–	0.22%	–
INFN	New	INFINERA CORP	$1,045,000	–	250,000	–	0.14%	–
FLDM	Sell	STANDARD BIOTOOLS INC	$870,000	+0.2%	300,000	-33.3%	0.12%	+0.8%
TVTX	New	TRAVERE THERAPEUTICS INC	$357,600	–	40,000	–	0.05%	–
AVDL	New	AVADEL PHARMACEUTICALS PLCsponsored adr	$290,000	–	100,000	–	0.04%	–
VRM	Sell	VROOM INC	$280,000	-48.1%	250,000	-33.3%	0.04%	-48.6%
PRCH	Buy	PORCH GROUP INC	$180,585	-34.6%	225,000	+12.5%	0.02%	-34.2%
TELL	Sell	TELLURIAN INC NEW	$185,832	-23.6%	160,200	-5.8%	0.02%	-24.2%
DNMR	New	DANIMER SCIENTIFIC INC	$103,500	–	50,000	–	0.01%	–
	Sell	ARTEMIS STRATEGIC INVT CORP	$765	-99.9%	25,000	-66.7%	0.00%	-100.0%
KAII	New	QUADRO ACQUISITION ONE CORP	$18	–	366	–	0.00%	–
	New	ZAPP ELEC VEHS GROUP LTD	$200	–	7,961	–	0.00%	–
HYG	Exit	ISHARES TRput	$0	–	-25,000	–	-0.00%	–
INFN	Exit	INFINERA CORPcall	$0	–	-300,000	–	-0.00%	–
IWM	Exit	ISHARES TRput	$0	–	-50,000	–	-0.01%	–
THO	Exit	THOR INDS INCcall	$0	–	-10,000	–	-0.01%	–
	Exit	VISCOGLIOSI BROS ACQUISTN CO	$0	–	-22,500	–	-0.02%	–
AMRS	Exit	AMYRIS INC	$0	–	-200,000	–	-0.03%	–
	Exit	M3 BRIGADE ACQUISITION III	$0	–	-33,333	–	-0.04%	–
SPY	Exit	SPDR S&P 500 ETF TRput	$0	–	-325,000	–	-0.07%	–
TRHC	Exit	TABULA RASA HEALTHCARE INC	$0	–	-137,425	–	-0.16%	–
	Exit	SNAP INCnote 5/0	$0	–	-4,000,000	–	-0.40%	–
	Exit	MICROSTRATEGY INCnote 0.750%12/1	$0	–	-3,000,000	–	-0.44%	–
	Exit	WOLFSPEED INC	$0	–	-60,800	–	-0.46%	–
	Exit	MAGNITE INCnote 0.250% 3/1	$0	–	-4,381,000	–	-0.50%	–
	Exit	CONFLUENT INCnote 1/1	$0	–	-4,500,000	–	-0.51%	–
	Exit	WESTERN DIGITAL CORP.note 1.500% 2/0	$0	–	-4,895,000	–	-0.65%	–
	Exit	LYFT INCnote 1.500% 5/1	$0	–	-6,376,000	–	-0.78%	–
	Exit	ARTIVION INCnote 4.250% 7/0	$0	–	-7,500,000	–	-1.07%	–
	Exit	LIVONGO HEALTH INCnote 0.875% 6/0	$0	–	-9,100,000	–	-1.12%	–
	Exit	SPLUNK INCnote 0.500% 9/1	$0	–	-8,500,000	–	-1.15%	–
	Exit	SPLUNK INCnote 1.125% 6/1	$0	–	-12,000,000	–	-1.41%	–
	Exit	TABULA RASA HEALTHCARE INCnote 1.750% 2/1	$0	–	-12,797,000	–	-1.45%	–
	Exit	INFINERA CORPdebt 3.750% 8/0	$0	–	-28,535,000	–	-3.90%	–

Q2 2023

			Value		Shares		↓ Weighting
	New	NOVA LTDnote 10/1	$30,456,709	–	18,954,000	–	4.15%	–
	New	INSULET CORPnote 0.375% 9/0	$29,629,587	–	21,539,000	–	4.04%	–
	New	INFINERA CORPdebt 3.750% 8/0	$28,570,669	–	28,535,000	–	3.90%	–
	New	CYBERARK SOFTWARE LTDnote 11/1	$27,891,404	–	24,493,000	–	3.80%	–
	New	FUBOTV INCnote 3.250% 2/1	$25,108,374	–	43,337,000	–	3.42%	–
	New	HARMONIC INCdbcv 2.000% 9/0	$24,610,625	–	13,000,000	–	3.36%	–
	New	DISH NETWORK CORPORATIONnote 3.375% 8/1	$23,364,013	–	45,868,000	–	3.19%	–
	New	LUMENTUM HLDGS INCnote 0.500%12/1	$22,140,834	–	24,965,000	–	3.02%	–
	New	IMPINJ INCnote 1.125% 5/1	$17,950,006	–	16,630,000	–	2.45%	–
	New	VARONIS SYS INCnote 1.250% 8/1	$17,630,000	–	16,000,000	–	2.40%	–
	New	IVN 2.500 04/15/26 CVT	$17,245,671	–	12,625,000	–	2.35%	–
	New	FORD MTR CO DELnote 3/1	$16,763,063	–	15,300,000	–	2.29%	–
	New	PRCH 6.750 10/01/28	$16,375,000	–	25,000,000	–	2.23%	–
	New	LENDINGTREE INCnote 0.500% 7/1	$15,003,898	–	19,454,000	–	2.05%	–
	New	VROOM INCnote 0.750% 7/0	$13,150,080	–	27,396,000	–	1.79%	–
	New	ACCURAY INC DELnote 3.750% 6/0	$12,989,595	–	13,096,000	–	1.77%	–
	New	LAZR 1.250 12/15/26 CVT	$12,737,313	–	19,100,000	–	1.74%	–
	New	AMYRIS INCnote 1.500%11/1	$12,509,000	–	62,545,000	–	1.71%	–
	New	LIVEPERSON INCnote 12/1	$11,696,794	–	18,082,000	–	1.60%	–
	New	DIGITALOCEAN HLDGS INCnote 12/0	$11,140,453	–	14,237,000	–	1.52%	–
	New	WAYFAIR INCnote 1.000% 8/1	$11,110,719	–	13,437,000	–	1.52%	–
	New	BANDWIDTH INCnote 0.250% 3/0	$11,069,884	–	14,113,000	–	1.51%	–
	New	CABLE ONE INCnote 3/1	$10,897,688	–	13,300,000	–	1.49%	–
	New	TABULA RASA HEALTHCARE INCnote 1.750% 2/1	$10,653,503	–	12,797,000	–	1.45%	–
	New	BEYOND MEAT INCnote 3/1	$10,617,490	–	40,066,000	–	1.45%	–
	New	CHEGG INCnote 9/0	$10,500,000	–	14,000,000	–	1.43%	–
	New	CUTERA INCnote 2.250% 6/0	$10,395,750	–	16,600,000	–	1.42%	–
	New	SPLUNK INCnote 1.125% 6/1	$10,365,000	–	12,000,000	–	1.41%	–
	New	VIAVX 1.625 03/15/26 CVT	$10,234,350	–	9,747,000	–	1.40%	–
	New	THE REALREAL INCnote 3.000% 6/1	$10,101,723	–	14,774,000	–	1.38%	–
	New	NUTANIX INCnote 0.250%10/0	$9,675,291	–	11,341,000	–	1.32%	–
RMBL	New	RUMBLEON INC	$9,659,365	–	781,502	–	1.32%	–
	New	NEOGENOMICS INCnote 0.250% 1/1	$9,392,460	–	12,768,000	–	1.28%	–
	New	VERITONE INCnote 1.750%11/1	$9,344,000	–	14,600,000	–	1.27%	–
	New	FASTLY INCnote 3/1	$8,721,563	–	10,500,000	–	1.19%	–
	New	PROS HOLDINGS INCnote 2.250% 9/1	$8,505,313	–	8,500,000	–	1.16%	–
	New	SKIN 1.250 10/01/26 CVT	$8,435,302	–	10,703,000	–	1.15%	–
	New	SPLUNK INCnote 0.500% 9/1	$8,404,375	–	8,500,000	–	1.15%	–
	New	LIVONGO HEALTH INCnote 0.875% 6/0	$8,235,500	–	9,100,000	–	1.12%	–
	New	ARTIVION INCnote 4.250% 7/0	$7,818,750	–	7,500,000	–	1.07%	–
	New	BOX INCnote 1/1	$7,233,450	–	5,810,000	–	0.99%	–
	New	UPWORK INCnote 0.250% 8/1	$7,200,222	–	8,855,000	–	0.98%	–
	New	SNAP INCnote 0.125% 3/0	$7,175,000	–	10,000,000	–	0.98%	–
	New	DNMR 3.250 12/15/26 CVT	$7,028,456	–	17,195,000	–	0.96%	–
	New	INOTIV INCnote 3.250%10/1	$6,771,063	–	13,100,000	–	0.92%	–
AKTS	New	AKOUSTIS TECHNOLOGIES INC	$6,492,259	–	2,041,591	–	0.88%	–
	New	GUARDANT HEALTH INCnote 11/1	$6,463,125	–	9,000,000	–	0.88%	–
	New	PAR TECHNOLOGY CORPnote 1.500%10/1	$6,396,553	–	8,065,000	–	0.87%	–
	New	3D SYS CORP DELnote 11/1	$6,085,000	–	8,000,000	–	0.83%	–
	New	THE REALREAL INCnote 1.000% 3/0	$5,947,870	–	14,507,000	–	0.81%	–
	New	LYFT INCnote 1.500% 5/1	$5,742,385	–	6,376,000	–	0.78%	–
	New	GROUPON INCnote 1.125% 3/1	$5,491,875	–	14,500,000	–	0.75%	–
	New	RPAY 02/01/26 CVT	$5,334,063	–	6,500,000	–	0.73%	–
	New	STANDARD BIOTOOLS INCnote 5.250%12/0	$5,200,000	–	5,000,000	–	0.71%	–
	New	WESTERN DIGITAL CORP.note 1.500% 2/0	$4,751,209	–	4,895,000	–	0.65%	–
	New	EVENTBRITE INCnote 0.750% 9/1	$4,225,000	–	5,000,000	–	0.58%	–
	New	NANOSTRING TECHNOLOGIES INCnote 2.625% 3/0	$4,200,000	–	5,000,000	–	0.57%	–
	New	ACCOLADE INCnote 0.500% 4/0	$3,746,250	–	4,500,000	–	0.51%	–
	New	ESPERION THERAPEUTICS INC NEnote 4.000%11/1	$3,750,000	–	7,500,000	–	0.51%	–
	New	CONFLUENT INCnote 1/1	$3,740,625	–	4,500,000	–	0.51%	–
	New	ARVL 3.500 12/01/26 CVT	$3,706,720	–	23,167,000	–	0.51%	–
	New	MAGNITE INCnote 0.250% 3/1	$3,704,683	–	4,381,000	–	0.50%	–
	New	BIGCOMMERCE HLDGS INCnote 0.250%10/0	$3,543,854	–	4,493,000	–	0.48%	–
	New	WOLFSPEED INC	$3,379,872	–	60,800	–	0.46%	–
	New	PRCH 0.75 09/15/26	$3,327,558	–	8,629,000	–	0.45%	–
	New	MICROSTRATEGY INCnote 0.750%12/1	$3,266,250	–	3,000,000	–	0.44%	–
	New	SNAP INCnote 5/0	$2,972,500	–	4,000,000	–	0.40%	–
VAL	New	VALARIS LIMITEDcl a	$2,517,200	–	40,000	–	0.34%	–
STNG	New	SCORPIO TANKERS INC	$2,494,878	–	52,824	–	0.34%	–
MX	New	MAGNACHIP SEMICONDUCTOR CORP	$2,459,600	–	220,000	–	0.34%	–
	New	BIORA THERAPEUTICS INCnote 7.250%12/0	$1,412,125	–	2,600,000	–	0.19%	–
	New	NOBLE CORP PLC	$1,262,021	–	17,500	–	0.17%	–
TRHC	New	TABULA RASA HEALTHCARE INC	$1,133,756	–	137,425	–	0.16%	–
FLDM	New	STANDARD BIOTOOLS INC	$868,500	–	450,000	–	0.12%	–
VRM	New	VROOM INC	$540,000	–	375,000	–	0.07%	–
	New	ARTEMIS STRATEGIC INVT CORP	$530,228	–	75,000	–	0.07%	–
SPY	New	SPDR S&P 500 ETF TRput	$482,875	–	325,000	–	0.07%	–
ESPR	New	ESPERION THERAPEUTICS INC NE	$280,371	–	100,000	–	0.04%	–
PRCH	New	PORCH GROUP INC	$276,000	–	200,000	–	0.04%	–
	New	M3 BRIGADE ACQUISITION III	$264,917	–	33,333	–	0.04%	–
TELL	New	TELLURIAN INC NEW	$243,100	–	170,000	–	0.03%	–
AMRS	New	AMYRIS INC	$206,000	–	200,000	–	0.03%	–
	New	VISCOGLIOSI BROS ACQUISTN CO	$158,184	–	22,500	–	0.02%	–
THO	New	THOR INDS INCcall	$47,000	–	10,000	–	0.01%	–
IWM	New	ISHARES TRput	$36,500	–	50,000	–	0.01%	–
INFN	New	INFINERA CORPcall	$22,500	–	300,000	–	0.00%	–
HYG	New	ISHARES TRput	$11,250	–	25,000	–	0.00%	–
	New	ADTHEORENT HOLDING COMPANY	$2,922	–	27,191	–	0.00%	–
BYTS	New	BYTE ACQUISITION CORP	$2,103	–	12,500	–	0.00%	–
	New	SPREE ACQUISITION CORP 1 LTD	$0	–	12,500	–	0.00%	–
	New	INDUSTRIAL TECH ACQSTNS II I	$2,250	–	37,500	–	0.00%	–

Q4 2022

			Value		Shares		↓ Weighting
GXIIW	Exit	GX ACQUISITION CORP II*w exp 03/17/202	$0	–	-8,200	–	0.00%	–
PRTK	Exit	PARATEK PHARMACEUTICALS INC	$0	–	-986	–	0.00%	–
KAIIW	Exit	KISMET ACQUISITION TWO CORP*w exp 06/30/202	$0	–	-366	–	0.00%	–
AFAQW	Exit	AF ACQUISITION CORP*w exp 03/23/202	$0	–	-24,999	–	0.00%	–
AAQCWS	Exit	ACCELERATE ACQUISITION CORP*w exp 03/15/202	$0	–	-25,000	–	0.00%	–
TBSAW	Exit	TB SA ACQUISITION CORP*w exp 03/25/202	$0	–	-4,433	–	0.00%	–
FTEVWS	Exit	FINTECH EVOLUTION ACQUIS GRO*w exp 03/31/202	$0	–	-16,666	–	0.00%	–
BYTSW	Exit	BYTE ACQUISITION CORP*w exp 03/18/202	$0	–	-12,500	–	0.00%	–
FRON	Exit	FRONTIER ACQUISITION CORP	$0	–	-679	–	-0.00%	–
	Exit	ADTHEORENT HOLDING COMPANY*w exp 12/26/202	$0	–	-27,191	–	-0.00%	–
OEPW	Exit	ONE EQUITY PARTNERS OPEN WTRcl a	$0	–	-4,060	–	-0.01%	–
VELO	Exit	VELOCITY ACQUISITION CORP	$0	–	-5,976	–	-0.01%	–
NBST	Exit	NEWBURY STREET ACQUISITN COR	$0	–	-10,000	–	-0.01%	–
OSI	Exit	OSIRIS ACQUISITION CORPcl a	$0	–	-10,000	–	-0.01%	–
NRAC	Exit	NOBLE ROCK ACQUISITION CORP	$0	–	-10,000	–	-0.01%	–
MSAC	Exit	MEDICUS SCIENCES ACQUISITION	$0	–	-10,000	–	-0.01%	–
MACA	Exit	MORINGA ACQUISITION CORP	$0	–	-10,000	–	-0.01%	–
PSAG	Exit	PROPERTY SOLUTIONS ACQUISITI	$0	–	-10,000	–	-0.01%	–
BRIV	Exit	B RILEY PRIN 250 MERGER CORP	$0	–	-10,000	–	-0.01%	–
ASAX	Exit	ASTREA ACQUISITION CORP	$0	–	-10,000	–	-0.01%	–
	Exit	VISCOGLIOSI BROS ACQUISTN COunit 03/18/2027	$0	–	-15,000	–	-0.02%	–
	Exit	CIIG CAPITAL PARTNERS II INCunit 02/28/2028	$0	–	-15,922	–	-0.02%	–
SNRH	Exit	SENIOR CONNECT ACQUISITN COR	$0	–	-25,000	–	-0.04%	–
NVSA	Exit	NEW VISTA ACQUISITION CORP	$0	–	-25,000	–	-0.04%	–
KLAQ	Exit	KL ACQUISITION CORP	$0	–	-25,000	–	-0.04%	–
GXII	Exit	GX ACQUISITION CORP II	$0	–	-25,000	–	-0.04%	–
PNTM	Exit	PONTEM CORPORATION	$0	–	-25,000	–	-0.04%	–
CRU	Exit	CRUCIBLE ACQUISITION CORP	$0	–	-25,000	–	-0.04%	–
KAIR	Exit	KAIROS ACQUISITION CORP	$0	–	-25,000	–	-0.04%	–
OPA	Exit	MAGNUM OPUS ACQUISITION LTD	$0	–	-25,000	–	-0.04%	–
MIT	Exit	MASON INDUSTRIAL TECHNOLGY I	$0	–	-25,000	–	-0.04%	–
HHLA	Exit	HH&L ACQUISITION CO	$0	–	-25,000	–	-0.04%	–
KRNL	Exit	KERNEL GROUP HOLDINGS INC	$0	–	-25,000	–	-0.04%	–
	Exit	M3 BRIGADE ACQUISITION IIIunit 99/99/9999	$0	–	-25,000	–	-0.04%	–
KAII	Exit	KISMET ACQUISITION TWO CORP	$0	–	-26,100	–	-0.04%	–
IBER	Exit	IBERE PHARMACEUTICALS	$0	–	-30,000	–	-0.04%	–
BLUA	Exit	BLUERIVER ACQUISITION CORP	$0	–	-31,869	–	-0.04%	–
DNZ	Exit	D AND Z MEDIA ACQUISITION CO	$0	–	-35,322	–	-0.05%	–
DLCA	Exit	DEEP LAKE CAPITAL ACQUSTN CO	$0	–	-35,000	–	-0.05%	–
TELL	Exit	TELLURIAN INC NEW	$0	–	-160,000	–	-0.05%	–
FTEV	Exit	FINTECH EVOLUTION ACQUIS GRO	$0	–	-50,000	–	-0.07%	–
ITQ	Exit	ITIQUIRA ACQUISITION CORP	$0	–	-50,000	–	-0.07%	–
KIII	Exit	KISMET ACQUISITION THREE CORcl a shares	$0	–	-50,000	–	-0.07%	–
ARRW	Exit	ARROWROOT ACQUISITION CORP	$0	–	-50,000	–	-0.07%	–
	Exit	ARTEMIS STRATEGIC INVT CORPunit 09/30/2026	$0	–	-50,000	–	-0.07%	–
PRSR	Exit	PROSPECTOR CAPITAL CORPcl a	$0	–	-52,258	–	-0.07%	–
	Exit	SPREE ACQUISITION CORP 1 LTDunit 99/99/9999	$0	–	-55,000	–	-0.08%	–
KVSC	Exit	KHOSLA VENTURES ACQUT CO III	$0	–	-60,000	–	-0.08%	–
AFAQ	Exit	AF ACQUISITION CORP	$0	–	-75,000	–	-0.10%	–
	Exit	INDUSTRIAL TECH ACQSTNS II Iunit 03/31/2028	$0	–	-75,000	–	-0.11%	–
	Exit	BLACKLINE INCnote 3/1	$0	–	-1,000,000	–	-0.12%	–
TRHC	Exit	TABULA RASA HEALTHCARE INC	$0	–	-200,000	–	-0.14%	–
AAQC	Exit	ACCELERATE ACQUISITION CORP	$0	–	-100,000	–	-0.14%	–
	Exit	TARGET GLOBAL ACQUISI I CORPunit 99/99/9999	$0	–	-100,000	–	-0.14%	–
	Exit	KAMAN CORPnote 3.250% 5/0	$0	–	-1,107,000	–	-0.15%	–
	Exit	PEARL HOLDINGS ACQUISITN CORunit 12/15/2026	$0	–	-125,000	–	-0.18%	–
	Exit	BIORA THERAPEUTICS INCnote 7.250%12/0	$0	–	-2,500,000	–	-0.21%	–
AVDL	Exit	AVADEL PHARMACEUTICALS PLCcall	$0	–	-300,000	–	-0.21%	–
	Exit	EVENTBRITE INCnote 0.750% 9/1	$0	–	-2,500,000	–	-0.24%	–
	Exit	NEOGENOMICS INCnote 1.250% 5/0	$0	–	-2,000,000	–	-0.24%	–
	Exit	AVAYA HLDGS CORPnote 2.250% 6/1	$0	–	-4,241,000	–	-0.26%	–
	Exit	BENTLEY SYS INCnote 0.375% 7/0	$0	–	-2,500,000	–	-0.27%	–
	Exit	OKTA INCnote 0.375% 6/1	$0	–	-2,500,000	–	-0.28%	–
	Exit	AIRBNB INCnote 3/1	$0	–	-2,500,000	–	-0.29%	–
MX	Exit	MAGNACHIP SEMICONDUCTOR CORP	$0	–	-210,000	–	-0.30%	–
	Exit	BIGCOMMERCE HLDGS INCnote 0.250%10/0	$0	–	-3,500,000	–	-0.36%	–
	Exit	THE REALREAL INCnote 1.000% 3/0	$0	–	-6,307,000	–	-0.40%	–
	Exit	BRIDGEBIO PHARMA INCnote 2.500% 3/1	$0	–	-5,000,000	–	-0.42%	–
	Exit	LENDINGTREE INCnote 0.500% 7/1	$0	–	-4,670,000	–	-0.47%	–
VAL	Exit	VALARIS LIMITEDcl a	$0	–	-70,000	–	-0.48%	–
	Exit	RINGCENTRAL INCnote 3/1	$0	–	-4,750,000	–	-0.52%	–
	Exit	Arrival Groupnote 3.5000% 01-dec-2026	$0	–	-13,041,000	–	-0.56%	–
	Exit	INVACARE CORPnote 4.250% 3/1	$0	–	-8,500,000	–	-0.56%	–
	Exit	RINGCENTRAL INCnote 3/0	$0	–	-4,750,000	–	-0.57%	–
	Exit	DOCUSIGN INCnote 1/1	$0	–	-4,300,000	–	-0.57%	–
IWM	Exit	ISHARES TRrussell 2000 etf	$0	–	-25,000	–	-0.58%	–
	Exit	LUCID GROUP INCput	$0	–	-296,100	–	-0.59%	–
	Exit	OAK STR HEALTH INCnote 3/1	$0	–	-5,500,000	–	-0.60%	–
	Exit	STANDARD BIOTOOLS INCnote 5.250%12/0	$0	–	-5,000,000	–	-0.61%	–
	Exit	FIVERR INTL LTDnote 11/0	$0	–	-6,060,000	–	-0.67%	–
AKTS	Exit	AKOUSTIS TECHNOLOGIES INC	$0	–	-1,600,000	–	-0.67%	–
	Exit	UPWORK INCnote 0.250% 8/1	$0	–	-6,500,000	–	-0.68%	–
	Exit	GROUPON INCnote 1.125% 3/1	$0	–	-7,500,000	–	-0.68%	–
	Exit	GUARDANT HEALTH INCnote 11/1	$0	–	-7,500,000	–	-0.78%	–
	Exit	THE REALREAL INCnote 3.000% 6/1	$0	–	-9,605,000	–	-0.81%	–
	Exit	BEYOND MEAT INCnote 3/1	$0	–	-19,761,000	–	-0.87%	–
	Exit	VROOM INCnote 0.750% 7/0	$0	–	-20,250,000	–	-0.92%	–
	Exit	EVERBRIDGE INCnote 3/1	$0	–	-7,500,000	–	-0.92%	–
	Exit	ESPERION THERAPEUTICS INC NEnote 4.000%11/1	$0	–	-11,750,000	–	-0.92%	–
	Exit	DISH NETWORK CORPORATIONnote 3.375% 8/1	$0	–	-9,431,000	–	-0.92%	–
	Exit	PARATEK PHARMACEUTICALS INCnote 4.750% 5/0	$0	–	-7,707,000	–	-0.97%	–
	Exit	FORD MTR CO DELnote 3/1	$0	–	-7,500,000	–	-0.98%	–
	Exit	Porch Group Incnote 0.7500% 15-sep-2026	$0	–	-12,000,000	–	-0.98%	–
	Exit	PEGASYSTEMS INCnote 0.750% 3/0	$0	–	-9,000,000	–	-1.03%	–
	Exit	WESTERN DIGITAL CORP.note 1.500% 2/0	$0	–	-7,659,000	–	-1.03%	–
	Exit	PAR TECHNOLOGY CORPnote 1.500%10/1	$0	–	-10,000,000	–	-1.05%	–
	Exit	MAGNITE INCnote 0.250% 3/1	$0	–	-10,000,000	–	-1.06%	–
	Exit	LYFT INCnote 1.500% 5/1	$0	–	-9,046,000	–	-1.10%	–
	Exit	COUPA SOFTWARE INCnote 0.375% 6/1	$0	–	-10,250,000	–	-1.12%	–
	Exit	HEALTH CATALYST INCnote 2.500% 4/1	$0	–	-9,750,000	–	-1.18%	–
	Exit	PATRICK INDS INCdbcv 1.000% 2/0	$0	–	-8,500,000	–	-1.18%	–
	Exit	PURE STORAGE INCnote 0.125% 4/1	$0	–	-8,250,000	–	-1.32%	–
	Exit	INVACARE CORPnote 5.000%11/1	$0	–	-11,500,000	–	-1.33%	–
	Exit	NOVA LTDnote 10/1	$0	–	-7,500,000	–	-1.33%	–
	Exit	Impinj Incnote 1.1250% 15-may-2027	$0	–	-9,500,000	–	-1.35%	–
	Exit	NANOSTRING TECHNOLOGIES INCnote 2.625% 3/0	$0	–	-11,450,000	–	-1.36%	–
	Exit	NEOGENOMICS INCnote 0.250% 1/1	$0	–	-15,000,000	–	-1.40%	–
RMBL	Exit	RUMBLEON INC	$0	–	-589,495	–	-1.41%	–
	Exit	TABULA RASA HEALTHCARE INCnote 1.750% 2/1	$0	–	-12,450,000	–	-1.42%	–
	Exit	CHEGG INCnote 9/0	$0	–	-13,500,000	–	-1.46%	–
	Exit	FASTLY INCnote 3/1	$0	–	-14,500,000	–	-1.50%	–
	Exit	LIVEPERSON INCnote 12/1	$0	–	-15,520,000	–	-1.51%	–
	Exit	OMNICELL COMnote 0.250% 9/1	$0	–	-11,000,000	–	-1.66%	–
	Exit	MESA LABS INCnote 1.375% 8/1	$0	–	-14,000,000	–	-1.66%	–
	Exit	ACCOLADE INCnote 0.500% 4/0	$0	–	-16,000,000	–	-1.70%	–
	Exit	BOX INCnote 1/1	$0	–	-11,161,000	–	-1.75%	–
	Exit	DISH NETWORK CORPORATIONnote 12/1	$0	–	-19,500,000	–	-1.81%	–
	Exit	Ivanhoe Mines Ltdnote 2.5000% 15-apr-2026	$0	–	-11,875,000	–	-1.82%	–
	Exit	BANDWIDTH INCnote 0.250% 3/0	$0	–	-20,000,000	–	-1.85%	–
	Exit	ACCURAY INC DELnote 3.750% 6/0	$0	–	-15,781,000	–	-1.85%	–
	Exit	INFINERA CORPnote 2.125% 9/0	$0	–	-14,933,000	–	-1.94%	–
	Exit	WAYFAIR INCnote 1.000% 8/1	$0	–	-21,937,000	–	-1.96%	–
	Exit	PALO ALTO NETWORKS INCnote 0.750% 7/0	$0	–	-7,785,000	–	-2.05%	–
	Exit	FUBOTV INCnote 3.250% 2/1	$0	–	-30,500,000	–	-2.09%	–
	Exit	INSULET CORPnote 0.375% 9/0	$0	–	-13,043,000	–	-2.18%	–
	Exit	LUMENTUM HLDGS INCnote 0.500%12/1	$0	–	-18,203,000	–	-2.42%	–
HYG	Exit	ISHARES TRput	$0	–	-250,000	–	-2.53%	–
SPY	Exit	SPDR S&P 500 ETF TRcall	$0	–	-50,000	–	-2.53%	–
IWM	Exit	ISHARES TRput	$0	–	-115,000	–	-2.69%	–
	Exit	SPLUNK INCnote 0.500% 9/1	$0	–	-20,169,000	–	-2.72%	–
SPY	Exit	SPDR S&P 500 ETF TRput	$0	–	-66,000	–	-3.34%	–
	Exit	HARMONIC INCdbcv 2.000% 9/0	$0	–	-15,000,000	–	-3.37%	–
	Exit	INFINERA CORPdebt 3.750% 8/0	$0	–	-28,000,000	–	-3.95%	–
	Exit	Scorpio Tankers Inc (Exchange)note 3.0000% 15-may-2025	$0	–	-21,100,000	–	-4.06%	–

Q3 2022

			Value		Shares		↓ Weighting
	New	INFINERA CORPdebt 3.750% 8/0	$27,910,400	–	28,000,000	–	3.95%	–
SPY	Sell	SPDR S&P 500 ETF TRput	$23,573,880	-70.2%	66,000	-68.6%	3.34%	-72.6%
	Buy	SPLUNK INCnote 0.500% 9/1	$19,235,512	+2.6%	20,169,000	+3.5%	2.72%	-5.6%
IWM	New	ISHARES TRput	$18,965,800	–	115,000	–	2.69%	–
SPY	Sell	SPDR S&P 500 ETF TRcall	$17,859,000	-84.7%	50,000	-83.9%	2.53%	-86.0%
HYG	New	ISHARES TRput	$17,847,500	–	250,000	–	2.53%	–
	Buy	LUMENTUM HLDGS INCnote 0.500%12/1	$17,073,200	+9.1%	18,203,000	+19.8%	2.42%	+0.4%
	New	INSULET CORPnote 0.375% 9/0	$15,389,001	–	13,043,000	–	2.18%	–
	Buy	FUBOTV INCnote 3.250% 2/1	$14,733,533	+86.7%	30,500,000	+22.0%	2.09%	+71.6%
	Buy	PALO ALTO NETWORKS INCnote 0.750% 7/0	$14,440,202	+2.7%	7,785,000	+3.8%	2.05%	-5.5%
	Buy	WAYFAIR INCnote 1.000% 8/1	$13,835,995	+71.5%	21,937,000	+76.9%	1.96%	+57.7%
	Sell	INFINERA CORPnote 2.125% 9/0	$13,714,529	-25.7%	14,933,000	-25.3%	1.94%	-31.7%
	Buy	ACCURAY INC DELnote 3.750% 6/0	$13,058,778	+26.3%	15,781,000	+20.5%	1.85%	+16.1%
	Sell	BANDWIDTH INCnote 0.250% 3/0	$13,055,000	-8.5%	20,000,000	-2.4%	1.85%	-15.8%
	Buy	Ivanhoe Mines Ltdnote 2.5000% 15-apr-2026	$12,845,781	+16.4%	11,875,000	+10.7%	1.82%	+7.0%
	Buy	DISH NETWORK CORPORATIONnote 12/1	$12,793,300	+100.9%	19,500,000	+116.7%	1.81%	+84.7%
	Buy	BOX INCnote 1/1	$12,368,620	+97.8%	11,161,000	+102.9%	1.75%	+81.9%
	New	MESA LABS INCnote 1.375% 8/1	$11,741,450	–	14,000,000	–	1.66%	–
	Buy	OMNICELL COMnote 0.250% 9/1	$11,714,890	+52.6%	11,000,000	+83.3%	1.66%	+40.4%
	Buy	LIVEPERSON INCnote 12/1	$10,653,963	+19.5%	15,520,000	+26.7%	1.51%	+9.9%
	Buy	FASTLY INCnote 3/1	$10,579,925	+36.9%	14,500,000	+38.1%	1.50%	+25.9%
	Sell	CHEGG INCnote 9/0	$10,279,350	-17.6%	13,500,000	-20.6%	1.46%	-24.2%
	Buy	TABULA RASA HEALTHCARE INCnote 1.750% 2/1	$10,043,311	+25.6%	12,450,000	+8.7%	1.42%	+15.6%
	New	NEOGENOMICS INCnote 0.250% 1/1	$9,884,850	–	15,000,000	–	1.40%	–
	Buy	NANOSTRING TECHNOLOGIES INCnote 2.625% 3/0	$9,616,092	+296.7%	11,450,000	+281.7%	1.36%	+265.1%
	Sell	Impinj Incnote 1.1250% 15-may-2027	$9,525,967	-5.4%	9,500,000	-20.8%	1.35%	-13.0%
	Sell	NOVA LTDnote 10/1	$9,401,000	-27.3%	7,500,000	-25.0%	1.33%	-33.1%
	Buy	PURE STORAGE INCnote 0.125% 4/1	$9,348,818	+108.3%	8,250,000	+106.2%	1.32%	+91.6%
	Sell	PATRICK INDS INCdbcv 1.000% 2/0	$8,346,610	-19.2%	8,500,000	-19.0%	1.18%	-25.7%
	New	HEALTH CATALYST INCnote 2.500% 4/1	$8,329,262	–	9,750,000	–	1.18%	–
	Buy	COUPA SOFTWARE INCnote 0.375% 6/1	$7,911,770	+2.8%	10,250,000	+0.5%	1.12%	-5.4%
	Buy	LYFT INCnote 1.500% 5/1	$7,739,447	+20.7%	9,046,000	+20.6%	1.10%	+10.9%
	Buy	MAGNITE INCnote 0.250% 3/1	$7,488,000	+33.7%	10,000,000	+33.3%	1.06%	+22.9%
	New	PAR TECHNOLOGY CORPnote 1.500%10/1	$7,426,600	–	10,000,000	–	1.05%	–
	Buy	WESTERN DIGITAL CORP.note 1.500% 2/0	$7,276,023	+52.0%	7,659,000	+53.2%	1.03%	+39.7%
	Buy	PEGASYSTEMS INCnote 0.750% 3/0	$7,264,575	+20.7%	9,000,000	+20.0%	1.03%	+11.0%
	Buy	Porch Group Incnote 0.7500% 15-sep-2026	$6,924,750	+774.3%	12,000,000	+700.0%	0.98%	+704.1%
	New	FORD MTR CO DELnote 3/1	$6,887,438	–	7,500,000	–	0.98%	–
	Sell	DISH NETWORK CORPORATIONnote 3.375% 8/1	$6,524,051	-35.1%	9,431,000	-36.8%	0.92%	-40.3%
	New	EVERBRIDGE INCnote 3/1	$6,480,188	–	7,500,000	–	0.92%	–
	New	VROOM INCnote 0.750% 7/0	$6,480,000	–	20,250,000	–	0.92%	–
	Buy	BEYOND MEAT INCnote 3/1	$6,150,941	-0.1%	19,761,000	+27.4%	0.87%	-8.1%
	Buy	THE REALREAL INCnote 3.000% 6/1	$5,690,963	+19.9%	9,605,000	+28.1%	0.81%	+10.3%
	Buy	GUARDANT HEALTH INCnote 11/1	$5,512,250	+72.7%	7,500,000	+50.0%	0.78%	+58.7%
	Buy	GROUPON INCnote 1.125% 3/1	$4,826,750	+16.0%	7,500,000	+15.4%	0.68%	+6.7%
	New	UPWORK INCnote 0.250% 8/1	$4,804,042	–	6,500,000	–	0.68%	–
AKTS	Buy	AKOUSTIS TECHNOLOGIES INC	$4,752,000	-12.9%	1,600,000	+8.5%	0.67%	-20.0%
	Buy	FIVERR INTL LTDnote 11/0	$4,737,708	+22.7%	6,060,000	+19.8%	0.67%	+12.8%
	New	STANDARD BIOTOOLS INCnote 5.250%12/0	$4,293,500	–	5,000,000	–	0.61%	–
	Buy	OAK STR HEALTH INCnote 3/1	$4,237,475	+69.9%	5,500,000	+57.1%	0.60%	+56.2%
	Buy	LUCID GROUP INCput	$4,136,517	+9.0%	296,100	+33.9%	0.59%	+0.3%
IWM	New	ISHARES TRrussell 2000 etf	$4,123,000	–	25,000	–	0.58%	–
	New	DOCUSIGN INCnote 1/1	$4,025,660	–	4,300,000	–	0.57%	–
	New	RINGCENTRAL INCnote 3/0	$4,009,436	–	4,750,000	–	0.57%	–
	New	Arrival Groupnote 3.5000% 01-dec-2026	$3,926,210	–	13,041,000	–	0.56%	–
	New	RINGCENTRAL INCnote 3/1	$3,675,134	–	4,750,000	–	0.52%	–
VAL	New	VALARIS LIMITEDcl a	$3,425,800	–	70,000	–	0.48%	–
	Buy	LENDINGTREE INCnote 0.500% 7/1	$3,342,942	+96.0%	4,670,000	+86.8%	0.47%	+80.2%
	Buy	BRIDGEBIO PHARMA INCnote 2.500% 3/1	$2,983,417	+37.0%	5,000,000	+25.0%	0.42%	+25.9%
	Buy	THE REALREAL INCnote 1.000% 3/0	$2,829,425	+55.2%	6,307,000	+57.7%	0.40%	+42.7%
	New	BIGCOMMERCE HLDGS INCnote 0.250%10/0	$2,576,875	–	3,500,000	–	0.36%	–
MX	Buy	MAGNACHIP SEMICONDUCTOR CORP	$2,150,400	-27.8%	210,000	+2.4%	0.30%	-33.6%
	New	AIRBNB INCnote 3/1	$2,073,250	–	2,500,000	–	0.29%	–
	New	OKTA INCnote 0.375% 6/1	$1,962,708	–	2,500,000	–	0.28%	–
	New	BENTLEY SYS INCnote 0.375% 7/0	$1,899,792	–	2,500,000	–	0.27%	–
	New	AVAYA HLDGS CORPnote 2.250% 6/1	$1,863,354	–	4,241,000	–	0.26%	–
	New	NEOGENOMICS INCnote 1.250% 5/0	$1,725,267	–	2,000,000	–	0.24%	–
	New	EVENTBRITE INCnote 0.750% 9/1	$1,698,438	–	2,500,000	–	0.24%	–
AVDL	New	AVADEL PHARMACEUTICALS PLCcall	$1,503,000	–	300,000	–	0.21%	–
	New	BIORA THERAPEUTICS INCnote 7.250%12/0	$1,478,583	–	2,500,000	–	0.21%	–
	New	PEARL HOLDINGS ACQUISITN CORunit 12/15/2026	$1,256,875	–	125,000	–	0.18%	–
	New	TARGET GLOBAL ACQUISI I CORPunit 99/99/9999	$1,006,000	–	100,000	–	0.14%	–
	New	BLACKLINE INCnote 3/1	$816,250	–	1,000,000	–	0.12%	–
	New	SPREE ACQUISITION CORP 1 LTDunit 99/99/9999	$556,875	–	55,000	–	0.08%	–
PRSR	New	PROSPECTOR CAPITAL CORPcl a	$521,012	–	52,258	–	0.07%	–
ITQ	New	ITIQUIRA ACQUISITION CORP	$497,000	–	50,000	–	0.07%	–
FTEV	New	FINTECH EVOLUTION ACQUIS GRO	$496,000	–	50,000	–	0.07%	–
KIII	New	KISMET ACQUISITION THREE CORcl a shares	$495,000	–	50,000	–	0.07%	–
TELL	New	TELLURIAN INC NEW	$382,400	–	160,000	–	0.05%	–
DLCA	New	DEEP LAKE CAPITAL ACQUSTN CO	$348,950	–	35,000	–	0.05%	–
BLUA	New	BLUERIVER ACQUISITION CORP	$315,503	–	31,869	–	0.04%	–
IBER	New	IBERE PHARMACEUTICALS	$297,300	–	30,000	–	0.04%	–
KAII	New	KISMET ACQUISITION TWO CORP	$259,173	–	26,100	–	0.04%	–
KRNL	New	KERNEL GROUP HOLDINGS INC	$248,000	–	25,000	–	0.04%	–
NVSA	New	NEW VISTA ACQUISITION CORP	$248,500	–	25,000	–	0.04%	–
KAIR	New	KAIROS ACQUISITION CORP	$249,000	–	25,000	–	0.04%	–
OPA	New	MAGNUM OPUS ACQUISITION LTD	$248,250	–	25,000	–	0.04%	–
PNTM	New	PONTEM CORPORATION	$248,500	–	25,000	–	0.04%	–
HHLA	New	HH&L ACQUISITION CO	$248,500	–	25,000	–	0.04%	–
MACA	New	MORINGA ACQUISITION CORP	$99,300	–	10,000	–	0.01%	–
MSAC	New	MEDICUS SCIENCES ACQUISITION	$99,000	–	10,000	–	0.01%	–
NRAC	New	NOBLE ROCK ACQUISITION CORP	$99,400	–	10,000	–	0.01%	–
FRON	New	FRONTIER ACQUISITION CORP	$6,729	–	679	–	0.00%	–
	New	ADTHEORENT HOLDING COMPANY*w exp 12/26/202	$4,889	–	27,191	–	0.00%	–
TBSAW	New	TB SA ACQUISITION CORP*w exp 03/25/202	$227	–	4,433	–	0.00%	–
BYTSW	New	BYTE ACQUISITION CORP*w exp 03/18/202	$1,241	–	12,500	–	0.00%	–
KAIIW	New	KISMET ACQUISITION TWO CORP*w exp 06/30/202	$17	–	366	–	0.00%	–
FTEVWS	New	FINTECH EVOLUTION ACQUIS GRO*w exp 03/31/202	$1,630	–	16,666	–	0.00%	–
SPTK	Exit	Sportstek Acquisition Corp	$0	–	-10,000	–	-0.02%	–
TBCP	Exit	THUNDER BRIDGE CAP PRTNRS II	$0	–	-10,000	–	-0.02%	–
BOAS	Exit	BOA Acquisition Corp	$0	–	-10,208	–	-0.02%	–
TWLV	Exit	TWELVE SEAS INVESTMENT CO II	$0	–	-10,000	–	-0.02%	–
ASPN	Exit	ASPEN AEROGELS INCcall	$0	–	-25,000	–	-0.04%	–
FLDM	Exit	STANDARD BIOTOOLS INC	$0	–	-200,000	–	-0.05%	–
GLHA	Exit	GLASS HOUSES ACQUISITION COR	$0	–	-50,000	–	-0.08%	–
	Exit	LUCID GROUP INC	$0	–	-100,000	–	-0.26%	–
	Exit	8X8 INC NEWnote 0.500% 2/0	$0	–	-2,500,000	–	-0.33%	–
	Exit	Apellis Pharmaceuticals Incnote 3.500% 9/1	$0	–	-2,000,000	–	-0.46%	–
	Exit	AVADEL FIN CAYMAN LTDnote 4.500%10/0	$0	–	-5,300,000	–	-0.58%	–
	Exit	II-VI Incnote 0.250% 9/0	$0	–	-3,500,000	–	-0.60%	–
	Exit	Aerie Pharmaceuticals Incnote 1.500%10/0	$0	–	-5,584,000	–	-0.74%	–
	Exit	Vroom Incnote 0.7500% 01-jul-2026	$0	–	-17,250,000	–	-0.74%	–
	Exit	Workday Incnote 0.250%10/0	$0	–	-5,000,000	–	-0.81%	–
	Exit	1Life Healthcare Incnote 3.000% 6/1	$0	–	-7,939,000	–	-1.02%	–
	Exit	Workiva Incnote 1.125% 8/1	$0	–	-7,000,000	–	-1.17%	–
	Exit	ALLSCRIPTS HEALTHCARE SOLUTInote 0.875% 1/0	$0	–	-8,400,000	–	-1.63%	–

Q2 2022

			Value		Shares		↓ Weighting
SPY	New	SPDR S&P 500 ETF TRcall	$116,950,000	–	310,000	–	18.02%	–
SPY	New	SPDR S&P 500 ETF TRput	$79,224,000	–	210,000	–	12.20%	–
	New	Scorpio Tankers Inc (Exchange)note 3.0000% 15-may-2025	$25,083,000	–	21,100,000	–	3.86%	–
	New	SPLUNK INCnote 0.500% 9/1	$18,747,000	–	19,490,000	–	2.89%	–
	New	Infinera Corpnote 2.125% 9/0	$18,463,000	–	20,000,000	–	2.84%	–
	New	Harmonic Incdbcv 2.000% 9/0	$17,906,000	–	15,000,000	–	2.76%	–
	New	LUMENTUM HLDGS INCnote 0.500%12/1	$15,647,000	–	15,200,000	–	2.41%	–
	New	Bandwidth Incnote 0.250% 3/0	$14,260,000	–	20,500,000	–	2.20%	–
	New	Palo Alto Networks Incnote 0.750% 7/0	$14,058,000	–	7,500,000	–	2.17%	–
	New	NOVA LTDnote 10/1	$12,925,000	–	10,000,000	–	1.99%	–
	New	Chegg Incnote 9/0	$12,474,000	–	17,000,000	–	1.92%	–
	New	Ivanhoe Mines Ltdnote 2.5000% 15-apr-2026	$11,040,000	–	10,725,000	–	1.70%	–
	New	ALLSCRIPTS HEALTHCARE SOLUTInote 0.875% 1/0	$10,568,000	–	8,400,000	–	1.63%	–
	New	Accolade Incnote 0.500% 4/0	$10,550,000	–	16,000,000	–	1.62%	–
	New	ACCURAY INC DELnote 3.750% 6/0	$10,338,000	–	13,096,000	–	1.59%	–
	New	Patrick Inds Incdbcv 1.000% 2/0	$10,329,000	–	10,500,000	–	1.59%	–
	New	Impinj Incnote 1.1250% 15-may-2027	$10,065,000	–	12,000,000	–	1.55%	–
	New	DISH Network Corporationnote 3.375% 8/1	$10,050,000	–	14,931,000	–	1.55%	–
	New	INVACARE CORPnote 5.000%11/1	$9,545,000	–	11,500,000	–	1.47%	–
	New	Liveperson Incnote 12/1	$8,912,000	–	12,250,000	–	1.37%	–
RMBL	New	RUMBLEON INC	$8,671,000	–	589,495	–	1.34%	–
	New	Wayfair Incnote 1.000% 8/1	$8,068,000	–	12,400,000	–	1.24%	–
	New	TABULA RASA HEALTHCARE INCnote 1.750% 2/1	$7,994,000	–	11,450,000	–	1.23%	–
	New	fuboTV Incnote 3.250% 2/1	$7,891,000	–	25,000,000	–	1.22%	–
	New	Fastly Incnote 3/1	$7,731,000	–	10,500,000	–	1.19%	–
	New	Coupa Software Incnote 0.375% 6/1	$7,695,000	–	10,200,000	–	1.18%	–
	New	OMNICELL COMnote 0.250% 9/1	$7,676,000	–	6,000,000	–	1.18%	–
	New	Workiva Incnote 1.125% 8/1	$7,604,000	–	7,000,000	–	1.17%	–
	New	1Life Healthcare Incnote 3.000% 6/1	$6,614,000	–	7,939,000	–	1.02%	–
	New	Paratek Pharmaceuticals Incnote 4.750% 5/0	$6,575,000	–	7,707,000	–	1.01%	–
	New	ESPERION THERAPEUTICS INC NEnote 4.000%11/1	$6,485,000	–	11,750,000	–	1.00%	–
	New	Lyft Incnote 1.500% 5/1	$6,413,000	–	7,500,000	–	0.99%	–
	New	DISH NETWORK CORPORATIONnote 12/1	$6,368,000	–	9,000,000	–	0.98%	–
	New	Box Incnote 1/1	$6,253,000	–	5,500,000	–	0.96%	–
	New	Beyond Meat Incnote 3/1	$6,156,000	–	15,511,000	–	0.95%	–
	New	Pegasystems Incnote 0.750% 3/0	$6,019,000	–	7,500,000	–	0.93%	–
	New	Magnite Incnote 0.250% 3/1	$5,602,000	–	7,500,000	–	0.86%	–
AKTS	New	AKOUSTIS TECHNOLOGIES INC	$5,458,000	–	1,475,000	–	0.84%	–
	New	Workday Incnote 0.250%10/0	$5,244,000	–	5,000,000	–	0.81%	–
	New	Vroom Incnote 0.7500% 01-jul-2026	$4,808,000	–	17,250,000	–	0.74%	–
	New	Aerie Pharmaceuticals Incnote 1.500%10/0	$4,795,000	–	5,584,000	–	0.74%	–
	New	WESTERN DIGITAL CORP.note 1.500% 2/0	$4,788,000	–	5,000,000	–	0.74%	–
	New	THE REALREAL INCnote 3.000% 6/1	$4,748,000	–	7,500,000	–	0.73%	–
	New	Pure Storage Incnote 0.125% 4/1	$4,488,000	–	4,000,000	–	0.69%	–
	New	Invacare Corpnote 4.250% 3/1	$4,250,000	–	8,500,000	–	0.66%	–
	New	Groupon Incnote 1.125% 3/1	$4,160,000	–	6,500,000	–	0.64%	–
	New	II-VI Incnote 0.250% 9/0	$3,896,000	–	3,500,000	–	0.60%	–
	New	FIVERR INTL LTDnote 11/0	$3,861,000	–	5,060,000	–	0.60%	–
	New	LUCID GROUP INCput	$3,794,000	–	221,100	–	0.58%	–
	New	AVADEL FIN CAYMAN LTDnote 4.500%10/0	$3,756,000	–	5,300,000	–	0.58%	–
	New	Guardant Health Incnote 11/1	$3,191,000	–	5,000,000	–	0.49%	–
MX	New	MAGNACHIP SEMICONDUCTOR CORP	$2,979,000	–	205,000	–	0.46%	–
	New	Apellis Pharmaceuticals Incnote 3.500% 9/1	$2,960,000	–	2,000,000	–	0.46%	–
	New	OAK STR HEALTH INCnote 3/1	$2,494,000	–	3,500,000	–	0.38%	–
	New	NanoString Technologies Incnote 2.625% 3/0	$2,424,000	–	3,000,000	–	0.37%	–
	New	BridgeBio Pharma Incnote 2.500% 3/1	$2,178,000	–	4,000,000	–	0.34%	–
	New	8X8 INC NEWnote 0.500% 2/0	$2,127,000	–	2,500,000	–	0.33%	–
	New	THE REALREAL INCnote 1.000% 3/0	$1,823,000	–	4,000,000	–	0.28%	–
	New	LUCID GROUP INC	$1,716,000	–	100,000	–	0.26%	–
	New	LendingTree Incnote 0.500% 7/1	$1,706,000	–	2,500,000	–	0.26%	–
	New	Kaman Corpnote 3.250% 5/0	$1,048,000	–	1,107,000	–	0.16%	–
AAQC	New	ACCELERATE ACQUISITION CORP	$976,000	–	100,000	–	0.15%	–
	New	Porch Group Incnote 0.7500% 15-sep-2026	$792,000	–	1,500,000	–	0.12%	–
	New	INDUSTRIAL TECH ACQSTNS II Iunit 03/31/2028	$752,000	–	75,000	–	0.12%	–
AFAQ	New	AF ACQUISITION CORP	$731,000	–	75,000	–	0.11%	–
KVSC	New	KHOSLA VENTURES ACQUT CO III	$584,000	–	60,000	–	0.09%	–
TRHC	New	TABULA RASA HEALTHCARE INC	$514,000	–	200,000	–	0.08%	–
	New	ARTEMIS STRATEGIC INVT CORPunit 09/30/2026	$498,000	–	50,000	–	0.08%	–
ARRW	New	Arrowroot Acquisition Corp	$491,000	–	50,000	–	0.08%	–
GLHA	New	GLASS HOUSES ACQUISITION COR	$491,000	–	50,000	–	0.08%	–
DNZ	New	D AND Z MEDIA ACQUISITION CO	$346,000	–	35,322	–	0.05%	–
FLDM	New	STANDARD BIOTOOLS INC	$320,000	–	200,000	–	0.05%	–
	New	M3 BRIGADE ACQUISITION IIIunit 99/99/9999	$250,000	–	25,000	–	0.04%	–
KLAQ	New	KL ACQUISITION CORP	$246,000	–	25,000	–	0.04%	–
ASPN	New	ASPEN AEROGELS INCcall	$247,000	–	25,000	–	0.04%	–
CRU	New	Crucible Acquisition Corp	$246,000	–	25,000	–	0.04%	–
GXII	New	GX ACQUISITION CORP II	$245,000	–	25,000	–	0.04%	–
MIT	New	MASON INDUSTRIAL TECHNOLGY I	$245,000	–	25,000	–	0.04%	–
SNRH	New	SENIOR CONNECT ACQUISITN COR	$246,000	–	25,000	–	0.04%	–
	New	CIIG CAPITAL PARTNERS II INCunit 02/28/2028	$159,000	–	15,922	–	0.02%	–
	New	VISCOGLIOSI BROS ACQUISTN COunit 03/18/2027	$149,000	–	15,000	–	0.02%	–
OSI	New	Osiris Acquisition Corpcl a	$98,000	–	10,000	–	0.02%	–
NBST	New	NEWBURY STREET ACQUISITN COR	$98,000	–	10,000	–	0.02%	–
PSAG	New	PROPERTY SOLUTIONS ACQUISITI	$98,000	–	10,000	–	0.02%	–
SPTK	New	Sportstek Acquisition Corp	$98,000	–	10,000	–	0.02%	–
TBCP	New	THUNDER BRIDGE CAP PRTNRS II	$98,000	–	10,000	–	0.02%	–
TWLV	New	TWELVE SEAS INVESTMENT CO II	$98,000	–	10,000	–	0.02%	–
BRIV	New	B RILEY PRIN 250 MERGER CORP	$97,000	–	10,000	–	0.02%	–
BOAS	New	BOA Acquisition Corp	$100,000	–	10,208	–	0.02%	–
ASAX	New	ASTREA ACQUISITION CORP	$98,000	–	10,000	–	0.02%	–
VELO	New	VELOCITY ACQUISITION CORP	$58,000	–	5,976	–	0.01%	–
OEPW	New	ONE EQUITY PARTNERS OPEN WTRcl a	$40,000	–	4,060	–	0.01%	–
AAQCWS	New	Accelerate Acquisition Corp*w exp 03/15/202	$4,000	–	25,000	–	0.00%	–
PRTK	New	PARATEK PHARMACEUTICALS INC	$2,000	–	986	–	0.00%	–
GXIIW	New	GX ACQUISITION CORP II*w exp 03/17/202	$1,000	–	8,200	–	0.00%	–
AFAQW	New	AF ACQUISITION CORP*w exp 03/23/202	$3,000	–	24,999	–	0.00%	–

Q4 2021

			Value		Shares		↓ Weighting
TBCPW	Exit	THUNDER BRIDGE CAP PRTNRS II*w exp 02/15/202	$0	–	-2,000	–	0.00%	–
GXIIW	Exit	GX ACQUISITION CORP II*w exp 03/17/202	$0	–	-8,333	–	-0.00%	–
PRTK	Exit	PARATEK PHARMACEUTICALS INC	$0	–	-986	–	-0.00%	–
MACQW	Exit	MCAP ACQUISITION CORP*w exp 03/02/202	$0	–	-27,191	–	-0.00%	–
AAQCWS	Exit	ACCELERATE ACQUISITION CORP*w exp 06/15/202	$0	–	-33,263	–	-0.01%	–
KVSC	Exit	KHOSLA VENTURES ACQUT CO III	$0	–	-10,000	–	-0.01%	–
TWLV	Exit	TWELVE SEAS INVESTMENT CO II	$0	–	-10,000	–	-0.01%	–
OSI	Exit	OSIRIS ACQUISITION CORPcl a	$0	–	-10,000	–	-0.01%	–
TBCP	Exit	THUNDER BRIDGE CAP PRTNRS II	$0	–	-10,000	–	-0.01%	–
PSAG	Exit	PROPERTY SOLUTIONS ACQUISITI	$0	–	-10,000	–	-0.01%	–
BRIV	Exit	B RILEY PRIN 250 MERGER CORP	$0	–	-10,000	–	-0.01%	–
NBST	Exit	NEWBURY STREET ACQUISITN COR	$0	–	-10,000	–	-0.01%	–
SPTK	Exit	SPORTSTEK ACQUISITION CORP	$0	–	-10,000	–	-0.01%	–
BOAS	Exit	BOA ACQUISITION CORP	$0	–	-10,208	–	-0.02%	–
ASAX	Exit	ASTREA ACQUISITION CORP	$0	–	-10,000	–	-0.02%	–
	Exit	CIIG CAPITAL PARTNERS II INCunit 02/28/2028	$0	–	-20,000	–	-0.03%	–
KLAQ	Exit	KL ACQUISITION CORP	$0	–	-25,000	–	-0.04%	–
MIT	Exit	MASON INDUSTRIAL TECHNOLGY I	$0	–	-25,000	–	-0.04%	–
GXII	Exit	GX ACQUISITION CORP II	$0	–	-25,000	–	-0.04%	–
CRU	Exit	CRUCIBLE ACQUISITION CORP	$0	–	-25,000	–	-0.04%	–
SNRH	Exit	SENIOR CONNECT ACQUISITN COR	$0	–	-25,000	–	-0.04%	–
DNZ	Exit	D AND Z MEDIA ACQUISITION CO	$0	–	0	–	-0.05%	–
	Exit	TELIGENT INC NEW	$0	–	-899,000	–	-0.05%	–
NOTV	Exit	INOTIV INC	$0	–	-15,000	–	-0.06%	–
ARRW	Exit	ARROWROOT ACQUISITION CORP	$0	–	-50,000	–	-0.07%	–
GLHA	Exit	GLASS HOUSES ACQUISITION COR	$0	–	-50,000	–	-0.07%	–
AAQC	Exit	ACCELERATE ACQUISITION CORP	$0	–	-100,000	–	-0.14%	–
MACQ	Exit	MCAP ACQUISITION CORP	$0	–	-134,300	–	-0.20%	–
SREV	Exit	SERVICESOURCE INTL INC	$0	–	-1,279,182	–	-0.25%	–
FLDM	Exit	FLUIDIGM CORP DEL	$0	–	-285,744	–	-0.28%	–
	Exit	AERIE PHARMACEUTICALS INCnote 1.500%10/0	$0	–	-2,500,000	–	-0.34%	–
PLUG	Exit	PLUG POWER INC	$0	–	-101,300	–	-0.38%	–
	Exit	TRAVERE THERAPEUTICS INCnote 2.500% 9/1	$0	–	-3,000,000	–	-0.44%	–
	Exit	BLACKLINE INCnote 0.125% 8/0	$0	–	-2,000,000	–	-0.49%	–
MX	Exit	MAGNACHIP SEMICONDUCTOR CORP	$0	–	-251,013	–	-0.65%	–
	Exit	INFINERA CORPnote 2.500% 3/0	$0	–	-4,001,000	–	-0.78%	–
	Exit	MicroStrategy Incnote 0.0000% 15-feb-2027	$0	–	-8,000,000	–	-0.87%	–
	Exit	Spotify Technology SA/Spotify USA Incnote 0.0000% 15-mar-2026	$0	–	-7,500,000	–	-0.99%	–
	Exit	Ivanhoe Mines Ltdnote 2.5000% 15-apr-2026	$0	–	-6,000,000	–	-1.02%	–
	Exit	Invacare Corp (Pending)note 4.2500% 15-mar-2026	$0	–	-8,500,000	–	-1.05%	–
	Exit	PATRICK INDS INCdbcv 1.000% 2/0	$0	–	-6,525,000	–	-1.08%	–
	Exit	KAMAN CORPnote 3.250% 5/0	$0	–	-7,407,000	–	-1.11%	–
	Exit	PARATEK PHARMACEUTICALS INCnote 4.750% 5/0	$0	–	-9,257,000	–	-1.20%	–
	Exit	RADIUS HEALTH INCnote 3.000% 9/0	$0	–	-9,000,000	–	-1.20%	–
	Exit	FLEXION THERAPEUTICS INCnote 3.375% 5/0	$0	–	-9,210,000	–	-1.21%	–
	Exit	PETIQ INCnote 4.000% 6/0	$0	–	-7,000,000	–	-1.22%	–
	Exit	LIVE NATION ENTERTAINMENT INnote 2.500% 3/1	$0	–	-6,652,000	–	-1.41%	–
	Exit	SILICON LABORATORIES INCnote 0.625% 6/1	$0	–	-7,500,000	–	-1.42%	–
AKTS	Exit	AKOUSTIS TECHNOLOGIES INC	$0	–	-1,007,704	–	-1.44%	–
	Exit	TWITTER INCnote 0.250% 6/1	$0	–	-8,000,000	–	-1.48%	–
	Exit	Beyond Meat Incnote 0.0000% 15-mar-2027	$0	–	-11,750,000	–	-1.49%	–
	Exit	fuboTV Incnote 3.2500% 15-feb-2026	$0	–	-11,239,000	–	-1.49%	–
	Exit	INVACARE CORPnote 5.000%11/1	$0	–	-11,500,000	–	-1.55%	–
	Exit	Fastly Inc (Pending)note 0.0000% 15-mar-2026	$0	–	-12,900,000	–	-1.60%	–
	Exit	Magnite Incnote 0.2500% 15-mar-2026	$0	–	-12,847,000	–	-1.60%	–
	Exit	PALO ALTO NETWORKS INCnote 0.375% 6/0	$0	–	-7,125,000	–	-1.73%	–
	Exit	WORKDAY INCnote 0.250%10/0	$0	–	-7,000,000	–	-1.76%	–
	Exit	BLOOM ENERGY CORPnote 2.500% 8/1	$0	–	-8,775,000	–	-1.76%	–
	Exit	VARONIS SYS INCnote 1.250% 8/1	$0	–	-6,000,000	–	-1.81%	–
	Exit	Enphase Energy Inc Tranche Anote 0.0000% 01-mar-2026	$0	–	-13,577,000	–	-1.87%	–
RMBL	Exit	RUMBLEON INC	$0	–	-338,283	–	-1.94%	–
	Exit	BANDWIDTH INCnote 0.250% 3/0	$0	–	-11,745,000	–	-2.07%	–
	Exit	PEGASYSTEMS INCnote 0.750% 3/0	$0	–	-12,500,000	–	-2.07%	–
	Exit	WESTERN DIGITAL CORP.note 1.500% 2/0	$0	–	-15,060,000	–	-2.23%	–
	Exit	OKTA INCnote 0.125% 9/0	$0	–	-11,389,000	–	-2.36%	–
	Exit	PURE STORAGE INCnote 0.125% 4/1	$0	–	-14,217,000	–	-2.42%	–
	Exit	INFINERA CORPnote 2.125% 9/0	$0	–	-16,195,000	–	-2.65%	–
	Exit	ZSCALER INCnote 0.125% 7/0	$0	–	-10,000,000	–	-2.68%	–
	Exit	LYFT INCnote 1.500% 5/1	$0	–	-12,000,000	–	-2.74%	–
	Exit	Blackline Incnote 0.0000% 15-mar-2026	$0	–	-19,500,000	–	-2.82%	–
	Exit	ENCORE CAP GROUP INCnote 3.250%10/0	$0	–	-14,250,000	–	-2.91%	–
	Exit	SAILPOINT TECHNOLOGIES HLDGSnote 0.125% 9/1	$0	–	-12,500,000	–	-2.95%	–
	Exit	EAGLE BULK SHIPPING INCnote 5.000% 8/0	$0	–	-13,530,000	–	-2.96%	–
	Exit	Scorpio Tankers Inc (Exchange)note 3.0000% 15-may-2025	$0	–	-20,359,000	–	-3.00%	–
	Exit	II-VI INCnote 0.250% 9/0	$0	–	-15,899,000	–	-3.10%	–
	Exit	HARMONIC INCdbcv 2.000% 9/0	$0	–	-18,000,000	–	-3.22%	–
	Exit	LUMENTUM HLDGS INCnote 0.500%12/1	$0	–	-20,000,000	–	-3.24%	–
	Exit	ETSY INCnote 0.125%10/0	$0	–	-9,500,000	–	-3.38%	–
	Exit	CHEGG INCnote 0.125% 3/1	$0	–	-16,500,000	–	-3.48%	–
	Exit	COUPA SOFTWARE INCnote 0.125% 6/1	$0	–	-18,572,000	–	-4.12%	–
	Exit	DISH Network Corpnote 0.0000% 15-dec-2025	$0	–	-32,300,000	–	-5.67%	–

Q3 2021

			Value		Shares		↓ Weighting
	Buy	DISH Network Corpnote 0.0000% 15-dec-2025	$38,599,000	+15.8%	32,300,000	+13.3%	5.67%	+40.9%
	Buy	COUPA SOFTWARE INCnote 0.125% 6/1	$28,055,000	+10.7%	18,572,000	+26.9%	4.12%	+34.7%
	Buy	CHEGG INCnote 0.125% 3/1	$23,729,000	-3.0%	16,500,000	+13.8%	3.48%	+18.1%
	Buy	ETSY INCnote 0.125%10/0	$23,055,000	+219.7%	9,500,000	+216.7%	3.38%	+289.0%
	New	LUMENTUM HLDGS INCnote 0.500%12/1	$22,050,000	–	20,000,000	–	3.24%	–
	Buy	II-VI INCnote 0.250% 9/0	$21,116,000	+44.8%	15,899,000	+72.8%	3.10%	+76.1%
	Buy	Scorpio Tankers Inc (Exchange)note 3.0000% 15-may-2025	$20,435,000	+5.6%	20,359,000	+9.9%	3.00%	+28.4%
	Sell	EAGLE BULK SHIPPING INCnote 5.000% 8/0	$20,168,000	-9.2%	13,530,000	-15.6%	2.96%	+10.5%
	Buy	Blackline Incnote 0.0000% 15-mar-2026	$19,208,000	+45.1%	19,500,000	+41.8%	2.82%	+76.5%
	New	LYFT INCnote 1.500% 5/1	$18,683,000	–	12,000,000	–	2.74%	–
	New	ZSCALER INCnote 0.125% 7/0	$18,256,000	–	10,000,000	–	2.68%	–
	Sell	INFINERA CORPnote 2.125% 9/0	$18,057,000	-13.3%	16,195,000	-4.5%	2.65%	+5.5%
	Buy	PURE STORAGE INCnote 0.125% 4/1	$16,465,000	+43.3%	14,217,000	+30.1%	2.42%	+74.4%
	Buy	OKTA INCnote 0.125% 9/0	$16,101,000	+13.6%	11,389,000	+16.0%	2.36%	+38.2%
	Buy	WESTERN DIGITAL CORP.note 1.500% 2/0	$15,201,000	+96.3%	15,060,000	+107.7%	2.23%	+138.9%
	Buy	PEGASYSTEMS INCnote 0.750% 3/0	$14,117,000	+31.2%	12,500,000	+38.9%	2.07%	+59.5%
	Sell	BANDWIDTH INCnote 0.250% 3/0	$14,079,000	-49.8%	11,745,000	-31.9%	2.07%	-39.0%
RMBL	Buy	RUMBLEON INC	$13,186,000	+24.4%	338,283	+29.1%	1.94%	+51.3%
	Buy	Enphase Energy Inc Tranche Anote 0.0000% 01-mar-2026	$12,737,000	+165.3%	13,577,000	+178.0%	1.87%	+223.0%
	New	VARONIS SYS INCnote 1.250% 8/1	$12,334,000	–	6,000,000	–	1.81%	–
	New	BLOOM ENERGY CORPnote 2.500% 8/1	$12,000,000	–	8,775,000	–	1.76%	–
	Sell	WORKDAY INCnote 0.250%10/0	$11,983,000	-27.5%	7,000,000	-30.0%	1.76%	-11.7%
	New	PALO ALTO NETWORKS INCnote 0.375% 6/0	$11,814,000	–	7,125,000	–	1.73%	–
	Buy	Magnite Incnote 0.2500% 15-mar-2026	$10,928,000	+17.6%	12,847,000	+24.2%	1.60%	+43.1%
	Buy	Fastly Inc (Pending)note 0.0000% 15-mar-2026	$10,868,000	-2.3%	12,900,000	+8.4%	1.60%	+18.9%
	Buy	fuboTV Incnote 3.2500% 15-feb-2026	$10,164,000	+312.2%	11,239,000	+349.6%	1.49%	+400.7%
	New	TWITTER INCnote 0.250% 6/1	$10,085,000	–	8,000,000	–	1.48%	–
AKTS	Buy	AKOUSTIS TECHNOLOGIES INC	$9,775,000	-1.0%	1,007,704	+9.3%	1.44%	+20.4%
	New	SILICON LABORATORIES INCnote 0.625% 6/1	$9,661,000	–	7,500,000	–	1.42%	–
	New	LIVE NATION ENTERTAINMENT INnote 2.500% 3/1	$9,629,000	–	6,652,000	–	1.41%	–
	New	PETIQ INCnote 4.000% 6/0	$8,321,000	–	7,000,000	–	1.22%	–
	Sell	FLEXION THERAPEUTICS INCnote 3.375% 5/0	$8,254,000	-42.2%	9,210,000	-41.5%	1.21%	-29.6%
	Buy	RADIUS HEALTH INCnote 3.000% 9/0	$8,179,000	+9.3%	9,000,000	+12.5%	1.20%	+33.0%
	Buy	PARATEK PHARMACEUTICALS INCnote 4.750% 5/0	$8,164,000	+34.1%	9,257,000	+38.0%	1.20%	+63.0%
	New	KAMAN CORPnote 3.250% 5/0	$7,532,000	–	7,407,000	–	1.11%	–
	Buy	PATRICK INDS INCdbcv 1.000% 2/0	$7,390,000	+92.4%	6,525,000	+85.1%	1.08%	+134.3%
	Buy	Invacare Corp (Pending)note 4.2500% 15-mar-2026	$7,129,000	+253.8%	8,500,000	+325.0%	1.05%	+330.5%
	Buy	Ivanhoe Mines Ltdnote 2.5000% 15-apr-2026	$6,986,000	+14.2%	6,000,000	+20.0%	1.02%	+38.9%
	New	Spotify Technology SA/Spotify USA Incnote 0.0000% 15-mar-2026	$6,773,000	–	7,500,000	–	0.99%	–
	Buy	MicroStrategy Incnote 0.0000% 15-feb-2027	$5,935,000	+58.8%	8,000,000	+60.0%	0.87%	+93.1%
MX	Buy	MAGNACHIP SEMICONDUCTOR CORP	$4,458,000	-17.7%	251,013	+10.6%	0.65%	+0.2%
	New	BLACKLINE INCnote 0.125% 8/0	$3,356,000	–	2,000,000	–	0.49%	–
	Sell	TRAVERE THERAPEUTICS INCnote 2.500% 9/1	$3,008,000	-72.4%	3,000,000	-76.7%	0.44%	-66.4%
PLUG	New	PLUG POWER INC	$2,587,000	–	101,300	–	0.38%	–
	New	AERIE PHARMACEUTICALS INCnote 1.500%10/0	$2,303,000	–	2,500,000	–	0.34%	–
FLDM	New	FLUIDIGM CORP DEL	$1,883,000	–	285,744	–	0.28%	–
MACQ	Buy	MCAP ACQUISITION CORP	$1,326,000	+10.2%	134,300	+7.4%	0.20%	+34.5%
GLHA	New	GLASS HOUSES ACQUISITION COR	$489,000	–	50,000	–	0.07%	–
ARRW	New	ARROWROOT ACQUISITION CORP	$486,000	–	50,000	–	0.07%	–
NOTV	New	INOTIV INC	$439,000	–	15,000	–	0.06%	–
	Sell	TELIGENT INC NEW	$359,000	-80.9%	899,000	-74.4%	0.05%	-76.7%
DNZ	New	D AND Z MEDIA ACQUISITION CO	$344,000	–	0	–	0.05%	–
SNRH	New	SENIOR CONNECT ACQUISITN COR	$244,000	–	25,000	–	0.04%	–
CRU	New	CRUCIBLE ACQUISITION CORP	$245,000	–	25,000	–	0.04%	–
MIT	New	MASON INDUSTRIAL TECHNOLGY I	$244,000	–	25,000	–	0.04%	–
KLAQ	New	KL ACQUISITION CORP	$244,000	–	25,000	–	0.04%	–
	New	CIIG CAPITAL PARTNERS II INCunit 02/28/2028	$202,000	–	20,000	–	0.03%	–
ASAX	New	ASTREA ACQUISITION CORP	$100,000	–	10,000	–	0.02%	–
BOAS	New	BOA ACQUISITION CORP	$99,000	–	10,208	–	0.02%	–
SPTK	New	SPORTSTEK ACQUISITION CORP	$98,000	–	10,000	–	0.01%	–
BRIV	New	B RILEY PRIN 250 MERGER CORP	$97,000	–	10,000	–	0.01%	–
OSI	New	OSIRIS ACQUISITION CORPcl a	$98,000	–	10,000	–	0.01%	–
TWLV	New	TWELVE SEAS INVESTMENT CO II	$97,000	–	10,000	–	0.01%	–
NBST	New	NEWBURY STREET ACQUISITN COR	$97,000	–	10,000	–	0.01%	–
PSAG	New	PROPERTY SOLUTIONS ACQUISITI	$97,000	–	10,000	–	0.01%	–
AAQCWS	Sell	ACCELERATE ACQUISITION CORP*w exp 06/15/202	$31,000	-24.4%	33,263	-0.2%	0.01%	0.0%
MACQW	Sell	MCAP ACQUISITION CORP*w exp 03/02/202	$29,000	-34.1%	27,191	-34.7%	0.00%	-20.0%
PRTK	New	PARATEK PHARMACEUTICALS INC	$5,000	–	986	–	0.00%	–
GGPIW	Exit	GORES GUGGENHEIM INC*w exp 03/25/202	$0	–	-3,000	–	0.00%	–
AFAQW	Exit	AF ACQUISITION CORP*w exp 03/23/202	$0	–	-24,999	–	-0.00%	–
GGPI	Exit	GORES GUGGENHEIM INC	$0	–	-15,000	–	-0.02%	–
AFAQ	Exit	AF ACQUISITION CORP	$0	–	-75,000	–	-0.09%	–
VIAC	Exit	VIACOMCBS INCcl b	$0	–	-28,938	–	-0.16%	–
KIN	Exit	KINDRED BIOSCIENCES INC	$0	–	-300,000	–	-0.33%	–
	Exit	CREE INCnote 0.875% 9/0	$0	–	-1,665,000	–	-0.34%	–
	Exit	ENCORE CAP GROUP INCnote 3.250% 3/1	$0	–	-4,150,000	–	-0.57%	–
CLF	Exit	CLEVELAND-CLIFFS INC NEWcall	$0	–	-269,900	–	-0.70%	–
	Exit	FLUIDIGM CORP DELnote 5.250%12/0	$0	–	-3,000,000	–	-0.81%	–
	Exit	GOLAR LNG LTDnote 2.750% 2/1	$0	–	-8,500,000	–	-1.02%	–
	Exit	AKAMAI TECHNOLOGIES INCnote 0.125% 5/0	$0	–	-6,500,000	–	-1.03%	–
	Exit	TEEKAY CORPORATIONnote 5.000% 1/1	$0	–	-9,340,000	–	-1.11%	–
	Exit	Zogenix Incnote 2.7500% 01-oct-2027	$0	–	-9,000,000	–	-1.11%	–
	Exit	Airbnb Incnote 0.0000% 15-mar-2026	$0	–	-10,000,000	–	-1.14%	–
	Exit	Varonis Systems Incnote 1.2500% 15-aug-2025	$0	–	-5,000,000	–	-1.18%	–
	Exit	Rapid7 Incnote 0.2500% 15-mar-2027	$0	–	-9,000,000	–	-1.20%	–
	Exit	OMEROS CORPnote 5.250% 2/1	$0	–	-9,000,000	–	-1.21%	–
	Exit	Accuray Inc (Exchange)note 3.7500% 01-jun-2026	$0	–	-9,596,000	–	-1.26%	–
	Exit	ATLAS AIR WORLDWIDE HLDGS INnote 1.875% 6/0	$0	–	-8,500,000	–	-1.31%	–
	Exit	Avadel Fin Cay Ltd/Avadel Pharma Plcnote 4.5000% 01-feb-2023	$0	–	-11,000,000	–	-1.35%	–
	Exit	Bloom Energy Corpnote 2.5000% 15-aug-2025	$0	–	-6,275,000	–	-1.36%	–
	Exit	CLEVELAND-CLIFFS INC NEWdbcv 1.500% 1/1	$0	–	-5,000,000	–	-1.69%	–
	Exit	PetIQ Incnote 4.0000% 01-jun-2026	$0	–	-10,000,000	–	-1.82%	–
	Exit	Lyft Incnote 1.5000% 15-may-2025	$0	–	-9,500,000	–	-1.96%	–
	Exit	MONGODB INCnote 0.250% 1/1	$0	–	-14,000,000	–	-3.06%	–
	Exit	DICKS SPORTING GOODS INCnote 3.250% 4/1	$0	–	-10,000,000	–	-3.57%	–
	Exit	PLUG POWER INCnote 3.750% 6/0	$0	–	-15,800,000	–	-12.95%	–

Q2 2021

			Value		Shares		↓ Weighting
	New	PLUG POWER INCnote 3.750% 6/0	$107,351,000	–	15,800,000	–	12.95%	–
	New	DISH Network Corpnote 0.0000% 15-dec-2025	$33,327,000	–	28,500,000	–	4.02%	–
	New	DICKS SPORTING GOODS INCnote 3.250% 4/1	$29,619,000	–	10,000,000	–	3.57%	–
	New	BANDWIDTH INCnote 0.250% 3/0	$28,064,000	–	17,250,000	–	3.39%	–
	New	COUPA SOFTWARE INCnote 0.125% 6/1	$25,336,000	–	14,640,000	–	3.06%	–
	New	MONGODB INCnote 0.250% 1/1	$25,314,000	–	14,000,000	–	3.06%	–
	New	CHEGG INCnote 0.125% 3/1	$24,451,000	–	14,500,000	–	2.95%	–
	New	SAILPOINT TECHNOLOGIES HLDGSnote 0.125% 9/1	$23,398,000	–	12,500,000	–	2.82%	–
	New	EAGLE BULK SHIPPING INCnote 5.000% 8/0	$22,202,000	–	16,030,000	–	2.68%	–
	New	HARMONIC INCdbcv 2.000% 9/0	$21,454,000	–	18,000,000	–	2.59%	–
	New	INFINERA CORPnote 2.125% 9/0	$20,822,000	–	16,963,000	–	2.51%	–
	New	Scorpio Tankers Inc (Exchange)note 3.0000% 15-may-2025	$19,354,000	–	18,532,000	–	2.34%	–
	New	ENCORE CAP GROUP INCnote 3.250%10/0	$19,335,000	–	14,250,000	–	2.33%	–
	New	WORKDAY INCnote 0.250%10/0	$16,519,000	–	10,000,000	–	1.99%	–
	New	Lyft Incnote 1.5000% 15-may-2025	$16,245,000	–	9,500,000	–	1.96%	–
	New	PetIQ Incnote 4.0000% 01-jun-2026	$15,044,000	–	10,000,000	–	1.82%	–
	New	II-VI INCnote 0.250% 9/0	$14,582,000	–	9,200,000	–	1.76%	–
	New	FLEXION THERAPEUTICS INCnote 3.375% 5/0	$14,273,000	–	15,750,000	–	1.72%	–
	New	OKTA INCnote 0.125% 9/0	$14,169,000	–	9,818,000	–	1.71%	–
	New	CLEVELAND-CLIFFS INC NEWdbcv 1.500% 1/1	$13,984,000	–	5,000,000	–	1.69%	–
	New	Blackline Incnote 0.0000% 15-mar-2026	$13,234,000	–	13,750,000	–	1.60%	–
	New	Beyond Meat Incnote 0.0000% 15-mar-2027	$12,088,000	–	11,750,000	–	1.46%	–
	New	INVACARE CORPnote 5.000%11/1	$11,680,000	–	11,500,000	–	1.41%	–
	New	PURE STORAGE INCnote 0.125% 4/1	$11,489,000	–	10,929,000	–	1.39%	–
	New	Bloom Energy Corpnote 2.5000% 15-aug-2025	$11,279,000	–	6,275,000	–	1.36%	–
	New	Avadel Fin Cay Ltd/Avadel Pharma Plcnote 4.5000% 01-feb-2023	$11,213,000	–	11,000,000	–	1.35%	–
	New	Fastly Inc (Pending)note 0.0000% 15-mar-2026	$11,119,000	–	11,900,000	–	1.34%	–
	New	RETROPHIN INCnote 2.500% 9/1	$10,892,000	–	12,900,000	–	1.31%	–
	New	ATLAS AIR WORLDWIDE HLDGS INnote 1.875% 6/0	$10,875,000	–	8,500,000	–	1.31%	–
	New	PEGASYSTEMS INCnote 0.750% 3/0	$10,761,000	–	9,000,000	–	1.30%	–
RMBL	New	RUMBLEON INC	$10,603,000	–	261,989	–	1.28%	–
	New	Accuray Inc (Exchange)note 3.7500% 01-jun-2026	$10,484,000	–	9,596,000	–	1.26%	–
	New	OMEROS CORPnote 5.250% 2/1	$10,058,000	–	9,000,000	–	1.21%	–
	New	Rapid7 Incnote 0.2500% 15-mar-2027	$9,979,000	–	9,000,000	–	1.20%	–
AKTS	New	AKOUSTIS TECHNOLOGIES INC	$9,876,000	–	922,095	–	1.19%	–
	New	Varonis Systems Incnote 1.2500% 15-aug-2025	$9,797,000	–	5,000,000	–	1.18%	–
	New	Airbnb Incnote 0.0000% 15-mar-2026	$9,450,000	–	10,000,000	–	1.14%	–
	New	Magnite Incnote 0.2500% 15-mar-2026	$9,293,000	–	10,347,000	–	1.12%	–
	New	Zogenix Incnote 2.7500% 01-oct-2027	$9,208,000	–	9,000,000	–	1.11%	–
	New	TEEKAY CORPORATIONnote 5.000% 1/1	$9,165,000	–	9,340,000	–	1.11%	–
	New	AKAMAI TECHNOLOGIES INCnote 0.125% 5/0	$8,519,000	–	6,500,000	–	1.03%	–
	New	GOLAR LNG LTDnote 2.750% 2/1	$8,431,000	–	8,500,000	–	1.02%	–
	New	WESTERN DIGITAL CORP.note 1.500% 2/0	$7,744,000	–	7,250,000	–	0.93%	–
	New	RADIUS HEALTH INCnote 3.000% 9/0	$7,480,000	–	8,000,000	–	0.90%	–
	New	ETSY INCnote 0.125%10/0	$7,211,000	–	3,000,000	–	0.87%	–
	New	FLUIDIGM CORP DELnote 5.250%12/0	$6,681,000	–	3,000,000	–	0.81%	–
	New	Ivanhoe Mines Ltdnote 2.5000% 15-apr-2026	$6,119,000	–	5,000,000	–	0.74%	–
	New	INFINERA CORPnote 2.500% 3/0	$6,097,000	–	4,001,000	–	0.74%	–
	New	PARATEK PHARMACEUTICALS INCnote 4.750% 5/0	$6,087,000	–	6,707,000	–	0.74%	–
CLF	New	CLEVELAND-CLIFFS INC NEWcall	$5,819,000	–	269,900	–	0.70%	–
MX	New	MAGNACHIP SEMICONDUCTOR CORP	$5,415,000	–	226,965	–	0.65%	–
	New	Enphase Energy Inc Tranche Anote 0.0000% 01-mar-2026	$4,801,000	–	4,883,000	–	0.58%	–
	New	ENCORE CAP GROUP INCnote 3.250% 3/1	$4,741,000	–	4,150,000	–	0.57%	–
	New	PATRICK INDS INCdbcv 1.000% 2/0	$3,840,000	–	3,525,000	–	0.46%	–
	New	MicroStrategy Incnote 0.0000% 15-feb-2027	$3,738,000	–	5,000,000	–	0.45%	–
	New	CREE INCnote 0.875% 9/0	$2,774,000	–	1,665,000	–	0.34%	–
KIN	New	KINDRED BIOSCIENCES INC	$2,751,000	–	300,000	–	0.33%	–
	New	fuboTV Incnote 3.2500% 15-feb-2026	$2,466,000	–	2,500,000	–	0.30%	–
	New	Invacare Corp (Pending)note 4.2500% 15-mar-2026	$2,015,000	–	2,000,000	–	0.24%	–
	New	TELIGENT INC NEW	$1,880,000	–	3,514,471	–	0.23%	–
SREV	New	SERVICESOURCE INTL INC	$1,804,000	–	1,279,182	–	0.22%	–
VIAC	New	VIACOMCBS INCcl b	$1,308,000	–	28,938	–	0.16%	–
MACQ	New	MCAP ACQUISITION CORP	$1,203,000	–	125,000	–	0.14%	–
AAQC	New	ACCELERATE ACQUISITION CORP	$969,000	–	100,000	–	0.12%	–
AFAQ	New	AF ACQUISITION CORP	$732,000	–	75,000	–	0.09%	–
GXII	New	GX ACQUISITION CORP II	$241,000	–	25,000	–	0.03%	–
GGPI	New	GORES GUGGENHEIM INC	$146,000	–	15,000	–	0.02%	–
TBCP	New	THUNDER BRIDGE CAP PRTNRS II	$97,000	–	10,000	–	0.01%	–
KVSC	New	KHOSLA VENTURES ACQUT CO III	$99,000	–	10,000	–	0.01%	–
AAQCWS	New	ACCELERATE ACQUISITION CORP*w exp 06/15/202	$41,000	–	33,333	–	0.01%	–
MACQW	New	MCAP ACQUISITION CORP*w exp 03/02/202	$44,000	–	41,666	–	0.01%	–
AFAQW	New	AF ACQUISITION CORP*w exp 03/23/202	$22,000	–	24,999	–	0.00%	–
GXIIW	New	GX ACQUISITION CORP II*w exp 03/17/202	$8,000	–	8,333	–	0.00%	–
GGPIW	New	GORES GUGGENHEIM INC*w exp 03/25/202	$4,000	–	3,000	–	0.00%	–
TBCPW	New	THUNDER BRIDGE CAP PRTNRS II*w exp 02/15/202	$3,000	–	2,000	–	0.00%	–

Q4 2020

			Value		Shares		↓ Weighting
	Exit	TELIGENT INC NEW	$0	–	-35,998	–	-0.01%	–
CTRA	Exit	CONTURA ENERGY INC	$0	–	-55,098	–	-0.08%	–
ASPN	Exit	ASPEN AEROGELS INC	$0	–	-102,444	–	-0.24%	–
	Exit	ENSCO JERSEY FIN LTDnote 3.000% 1/3	$0	–	-12,000,000	–	-0.34%	–
AMRS	Exit	AMYRIS INC	$0	–	-703,482	–	-0.43%	–
SREV	Exit	SERVICESOURCE INTL INC	$0	–	-1,403,382	–	-0.43%	–
	Exit	EAGLE BULK SHIPPING INCnote 5.000% 8/0	$0	–	-3,425,000	–	-0.52%	–
KIN	Exit	KINDRED BIOSCIENCES INC	$0	–	-590,545	–	-0.53%	–
	Exit	KAMAN CORPnote 3.250% 5/0	$0	–	-3,000,000	–	-0.62%	–
	Exit	Wayfair Incnote 0.6250% 01-oct-2025	$0	–	-3,000,000	–	-0.64%	–
	Exit	VIAVI SOLUTIONS INCnote 1.000% 3/0	$0	–	-3,280,000	–	-0.78%	–
	Exit	SCORPIO TANKERS INCnote 3.000% 5/1	$0	–	-4,140,000	–	-0.80%	–
	Exit	AKAMAI TECHNOLOGIES INCnote 0.125% 5/0	$0	–	-3,000,000	–	-0.81%	–
RMBL	Exit	RUMBLEON INC	$0	–	-158,988	–	-0.89%	–
	Exit	XERIS PHARMACEUTICALS INCnote 5.000% 7/1	$0	–	-2,500,000	–	-1.02%	–
	Exit	Par Technology Corpnote 2.8750% 15-apr-2026	$0	–	-4,500,000	–	-1.14%	–
	Exit	SYNAPTICS INCnote 0.500% 6/1	$0	–	-5,000,000	–	-1.30%	–
	Exit	Workiva Incnote 1.1250% 15-aug-2026	$0	–	-6,500,000	–	-1.36%	–
	Exit	US Steel Corpnote 5.0000% 01-nov-2026	$0	–	-9,000,000	–	-1.51%	–
	Exit	Accuray Incnote 3.7500% 15-jul-2022	$0	–	-8,605,000	–	-1.60%	–
	Exit	TEAM INCnote 5.000% 8/0	$0	–	-9,778,000	–	-1.72%	–
	Exit	RADIUS HEALTH INCnote 3.000% 9/0	$0	–	-10,000,000	–	-1.74%	–
	Exit	FIREEYE INCnote 0.875% 6/0	$0	–	-9,000,000	–	-1.76%	–
	Exit	K12 Incnote 1.1250% 01-sep-2027	$0	–	-10,000,000	–	-1.76%	–
	Exit	AIR TRANSPORT SERVICES GRP Inote 1.125%10/1	$0	–	-8,000,000	–	-1.77%	–
	Exit	RETROPHIN INCnote 2.500% 9/1	$0	–	-9,900,000	–	-1.78%	–
	Exit	PLURALSIGHT INCnote 0.375% 3/0	$0	–	-10,254,000	–	-1.91%	–
	Exit	1Life Healthcare Inc (Pending)note 3.0000% 15-jun-2025	$0	–	-9,500,000	–	-2.00%	–
	Exit	Model N Inc (Pending)note 2.6250% 01-jun-2025	$0	–	-7,500,000	–	-2.03%	–
	Exit	Bandwidth Incnote 0.2500% 01-mar-2026	$0	–	-5,000,000	–	-2.09%	–
	Exit	INVACARE CORPnote 5.000%11/1	$0	–	-11,500,000	–	-2.14%	–
	Exit	PALO ALTO NETWORKS INCnote 0.750% 7/0	$0	–	-9,705,000	–	-2.29%	–
	Exit	GOGO INCnote 6.000% 5/1	$0	–	-6,900,000	–	-2.32%	–
	Exit	PATRICK INDS INCdbcv 1.000% 2/0	$0	–	-11,416,000	–	-2.38%	–
	Exit	CHEGG INCnote 0.125% 3/1	$0	–	-7,500,000	–	-2.40%	–
	Exit	ALLEGHENY TECHNOLOGIES INCnote 4.750% 7/0	$0	–	-11,000,000	–	-2.40%	–
	Exit	Harmonic Incnote 2.0000% 01-sep-2024	$0	–	-13,000,000	–	-2.56%	–
	Exit	Avadel Fin Cay Ltd/Avadel Pharma Plcnote 4.5000% 01-feb-2023	$0	–	-13,500,000	–	-2.60%	–
	Exit	GOLAR LNG LTDnote 2.750% 2/1	$0	–	-16,166,000	–	-2.62%	–
	Exit	RAPID7 INCnote 1.250% 8/0	$0	–	-8,250,000	–	-2.70%	–
	Exit	MAGNACHIP SEMICONDUCTOR SAnote 5.000% 3/0	$0	–	-7,750,000	–	-2.74%	–
	Exit	Infinera Corpnote 2.5000% 01-mar-2027	$0	–	-12,550,000	–	-2.77%	–
	Exit	PetIQ Incnote 4.0000% 01-jun-2026	$0	–	-10,000,000	–	-2.85%	–
	Exit	CLEVELAND-CLIFFS INC NEWdbcv 1.500% 1/1	$0	–	-14,377,000	–	-3.12%	–
	Exit	Bloom Energy Corpnote 2.5000% 15-aug-2025	$0	–	-12,250,000	–	-3.25%	–
	Exit	TEEKAY CORPORATIONnote 5.000% 1/1	$0	–	-19,675,000	–	-3.38%	–
	Exit	INFINERA CORPnote 2.125% 9/0	$0	–	-18,073,000	–	-3.52%	–
	Exit	Fluidigm Corporationnote 5.2500% 01-dec-2024	$0	–	-6,500,000	–	-3.68%	–
	Exit	ENCORE CAP GROUP INCnote 3.250% 3/1	$0	–	-16,450,000	–	-3.74%	–
	Exit	Dicks Sporting Goodsnote 3.2500% 15-apr-2025	$0	–	-10,700,000	–	-4.10%	–
	Exit	FLEXION THERAPEUTICS INCnote 3.375% 5/0	$0	–	-25,500,000	–	-4.20%	–
	Exit	ATLAS AIR WORLDWIDE HLDGS INnote 1.875% 6/0	$0	–	-18,175,000	–	-4.60%	–

Q3 2020

			Value		Shares		↓ Weighting
	Buy	ATLAS AIR WORLDWIDE HLDGS INnote 1.875% 6/0	$21,969,000	+58.7%	18,175,000	+26.3%	4.60%	+34.3%
	Buy	FLEXION THERAPEUTICS INCnote 3.375% 5/0	$20,049,000	+31.0%	25,500,000	+41.7%	4.20%	+10.9%
	New	Dicks Sporting Goodsnote 3.2500% 15-apr-2025	$19,561,000	–	10,700,000	–	4.10%	–
	Buy	ENCORE CAP GROUP INCnote 3.250% 3/1	$17,869,000	+18.9%	16,450,000	+6.5%	3.74%	+0.7%
	New	Fluidigm Corporationnote 5.2500% 01-dec-2024	$17,570,000	–	6,500,000	–	3.68%	–
	Buy	INFINERA CORPnote 2.125% 9/0	$16,830,000	+26.0%	18,073,000	+16.1%	3.52%	+6.7%
	Buy	TEEKAY CORPORATIONnote 5.000% 1/1	$16,134,000	+11.1%	19,675,000	+11.8%	3.38%	-6.0%
	New	Bloom Energy Corpnote 2.5000% 15-aug-2025	$15,527,000	–	12,250,000	–	3.25%	–
	Buy	CLEVELAND-CLIFFS INC NEWdbcv 1.500% 1/1	$14,916,000	+101.2%	14,377,000	+76.5%	3.12%	+70.3%
	Buy	PetIQ Incnote 4.0000% 01-jun-2026	$13,588,000	+44.3%	10,000,000	+42.9%	2.85%	+22.1%
	Sell	Infinera Corpnote 2.5000% 01-mar-2027	$13,217,000	-0.2%	12,550,000	-7.4%	2.77%	-15.5%
	Buy	MAGNACHIP SEMICONDUCTOR SAnote 5.000% 3/0	$13,107,000	+25.7%	7,750,000	+0.3%	2.74%	+6.4%
	Buy	RAPID7 INCnote 1.250% 8/0	$12,901,000	+53.0%	8,250,000	+32.0%	2.70%	+29.5%
	Buy	GOLAR LNG LTDnote 2.750% 2/1	$12,529,000	+53.7%	16,166,000	+44.8%	2.62%	+30.1%
	Buy	Avadel Fin Cay Ltd/Avadel Pharma Plcnote 4.5000% 01-feb-2023	$12,437,000	+3.1%	13,500,000	+12.5%	2.60%	-12.7%
	Buy	Harmonic Incnote 2.0000% 01-sep-2024	$12,236,000	+84.3%	13,000,000	+73.3%	2.56%	+56.1%
	Buy	ALLEGHENY TECHNOLOGIES INCnote 4.750% 7/0	$11,481,000	+53.3%	11,000,000	+57.1%	2.40%	+29.8%
	Buy	CHEGG INCnote 0.125% 3/1	$11,466,000	+24.3%	7,500,000	+15.4%	2.40%	+5.3%
	Buy	PATRICK INDS INCdbcv 1.000% 2/0	$11,359,000	+4.7%	11,416,000	+4.6%	2.38%	-11.4%
	New	GOGO INCnote 6.000% 5/1	$11,092,000	–	6,900,000	–	2.32%	–
	Buy	PALO ALTO NETWORKS INCnote 0.750% 7/0	$10,955,000	+69.5%	9,705,000	+61.8%	2.29%	+43.4%
	Buy	Bandwidth Incnote 0.2500% 01-mar-2026	$9,981,000	+90.7%	5,000,000	+42.9%	2.09%	+61.4%
	New	Model N Inc (Pending)note 2.6250% 01-jun-2025	$9,694,000	–	7,500,000	–	2.03%	–
	Buy	1Life Healthcare Inc (Pending)note 3.0000% 15-jun-2025	$9,559,000	+99.6%	9,500,000	+90.0%	2.00%	+68.9%
	Buy	PLURALSIGHT INCnote 0.375% 3/0	$9,126,000	+79.5%	10,254,000	+78.2%	1.91%	+51.9%
	Buy	RETROPHIN INCnote 2.500% 9/1	$8,514,000	+72.5%	9,900,000	+65.0%	1.78%	+46.0%
	Buy	AIR TRANSPORT SERVICES GRP Inote 1.125%10/1	$8,460,000	+198.4%	8,000,000	+166.7%	1.77%	+152.8%
	New	K12 Incnote 1.1250% 01-sep-2027	$8,413,000	–	10,000,000	–	1.76%	–
	Buy	FIREEYE INCnote 0.875% 6/0	$8,381,000	+85.2%	9,000,000	+80.0%	1.76%	+56.7%
	New	RADIUS HEALTH INCnote 3.000% 9/0	$8,288,000	–	10,000,000	–	1.74%	–
	Buy	TEAM INCnote 5.000% 8/0	$8,214,000	+37.5%	9,778,000	+12.9%	1.72%	+16.4%
	New	Accuray Incnote 3.7500% 15-jul-2022	$7,615,000	–	8,605,000	–	1.60%	–
	New	US Steel Corpnote 5.0000% 01-nov-2026	$7,223,000	–	9,000,000	–	1.51%	–
	Buy	Workiva Incnote 1.1250% 15-aug-2026	$6,500,000	+135.5%	6,500,000	+116.7%	1.36%	+99.3%
	Sell	SYNAPTICS INCnote 0.500% 6/1	$6,206,000	-31.5%	5,000,000	-41.2%	1.30%	-42.0%
	Buy	Par Technology Corpnote 2.8750% 15-apr-2026	$5,428,000	+65.8%	4,500,000	+28.6%	1.14%	+40.4%
	Buy	XERIS PHARMACEUTICALS INCnote 5.000% 7/1	$4,850,000	+224.2%	2,500,000	+66.7%	1.02%	+174.6%
RMBL	Buy	RUMBLEON INC	$4,237,000	+414.8%	158,988	+86.9%	0.89%	+334.8%
	New	AKAMAI TECHNOLOGIES INCnote 0.125% 5/0	$3,874,000	–	3,000,000	–	0.81%	–
	Sell	SCORPIO TANKERS INCnote 3.000% 5/1	$3,830,000	-75.2%	4,140,000	-76.6%	0.80%	-79.0%
	Sell	VIAVI SOLUTIONS INCnote 1.000% 3/0	$3,723,000	-48.5%	3,280,000	-47.8%	0.78%	-56.4%
	New	Wayfair Incnote 0.6250% 01-oct-2025	$3,071,000	–	3,000,000	–	0.64%	–
	New	KAMAN CORPnote 3.250% 5/0	$2,959,000	–	3,000,000	–	0.62%	–
KIN	Buy	KINDRED BIOSCIENCES INC	$2,533,000	-2.9%	590,545	+1.6%	0.53%	-17.8%
	New	EAGLE BULK SHIPPING INCnote 5.000% 8/0	$2,470,000	–	3,425,000	–	0.52%	–
SREV	Buy	SERVICESOURCE INTL INC	$2,063,000	-5.3%	1,403,382	+1.8%	0.43%	-19.9%
AMRS	Buy	AMYRIS INC	$2,054,000	+2157.1%	703,482	+3217.8%	0.43%	+1769.6%
ASPN	Sell	ASPEN AEROGELS INC	$1,122,000	+32.8%	102,444	-20.2%	0.24%	+12.4%
CTRA	Sell	CONTURA ENERGY INC	$403,000	+30.4%	55,098	-45.7%	0.08%	+10.5%
	New	TELIGENT INC NEW	$26,000	–	35,998	–	0.01%	–
ELGXQ	Exit	ENDOLOGIX INC	$0	–	-5,000	–	-0.00%	–
HLIT	Exit	HARMONIC INC	$0	–	-24,715	–	-0.03%	–
FLDM	Exit	FLUIDIGM CORP DEL	$0	–	-69,769	–	-0.07%	–
	Exit	INTERCEPT PHARMACEUTICALS INnote 2.000% 5/1	$0	–	-1,500,000	–	-0.27%	–
	Exit	TELIGENT INC NEWnote 4.750% 5/0	$0	–	-8,157,000	–	-0.71%	–
	Exit	NEW RELIC INCnote 0.500% 5/0	$0	–	-4,000,000	–	-0.96%	–
	Exit	Pagerduty Incnote 1.2500% 01-jul-2025	$0	–	-4,000,000	–	-0.98%	–
	Exit	National Vision Holdingsnote 2.5000% 15-may-2025	$0	–	-5,000,000	–	-1.48%	–
	Exit	Invitae Corpnote 2.0000% 01-sep-2024	$0	–	-5,000,000	–	-1.51%	–
	Exit	RealReal Incnote 3.0000% 15-jun-2025	$0	–	-6,500,000	–	-1.59%	–
	Exit	Chart Industries Incnote 1.0000% 15-nov-2024	$0	–	-10,000,000	–	-2.60%	–
	Exit	Wright Medical Group Inc (Exchange)note 1.6250% 15-jun-2023	$0	–	-11,500,000	–	-2.95%	–
	Exit	SOLARCITY CORPnote 12/0	$0	–	-9,000,000	–	-8.01%	–
	Exit	Plug Power Incnote 3.7500% 01-jun-2025	$0	–	-27,000,000	–	-11.32%	–

Q2 2020

			Value		Shares		↓ Weighting
	New	Plug Power Incnote 3.7500% 01-jun-2025	$45,765,000	–	27,000,000	–	11.32%	–
	New	SOLARCITY CORPnote 12/0	$32,378,000	–	9,000,000	–	8.01%	–
	New	SCORPIO TANKERS INCnote 3.000% 5/1	$15,416,000	–	17,720,000	–	3.81%	–
	New	FLEXION THERAPEUTICS INCnote 3.375% 5/0	$15,300,000	–	18,000,000	–	3.79%	–
	New	ENCORE CAP GROUP INCnote 3.250% 3/1	$15,025,000	–	15,450,000	–	3.72%	–
	New	TEEKAY CORPORATIONnote 5.000% 1/1	$14,520,000	–	17,600,000	–	3.59%	–
	New	ATLAS AIR WORLDWIDE HLDGS INnote 1.875% 6/0	$13,847,000	–	14,387,000	–	3.43%	–
	New	INFINERA CORPnote 2.125% 9/0	$13,354,000	–	15,573,000	–	3.30%	–
	New	Infinera Corpnote 2.5000% 01-mar-2027	$13,245,000	–	13,550,000	–	3.28%	–
	New	Avadel Fin Cay Ltd/Avadel Pharma Plcnote 4.5000% 01-feb-2023	$12,060,000	–	12,000,000	–	2.98%	–
	New	Wright Medical Group Inc (Exchange)note 1.6250% 15-jun-2023	$11,917,000	–	11,500,000	–	2.95%	–
	New	PATRICK INDS INCdbcv 1.000% 2/0	$10,848,000	–	10,916,000	–	2.68%	–
	New	Chart Industries Incnote 1.0000% 15-nov-2024	$10,500,000	–	10,000,000	–	2.60%	–
	New	MAGNACHIP SEMICONDUCTOR SAnote 5.000% 3/0	$10,429,000	–	7,725,000	–	2.58%	–
	New	INVACARE CORPnote 5.000%11/1	$9,890,000	–	11,500,000	–	2.45%	–
	New	PetIQ Incnote 4.0000% 01-jun-2026	$9,415,000	–	7,000,000	–	2.33%	–
	New	CHEGG INCnote 0.125% 3/1	$9,222,000	–	6,500,000	–	2.28%	–
	New	SYNAPTICS INCnote 0.500% 6/1	$9,063,000	–	8,500,000	–	2.24%	–
	New	RAPID7 INCnote 1.250% 8/0	$8,430,000	–	6,250,000	–	2.09%	–
	New	GOLAR LNG LTDnote 2.750% 2/1	$8,151,000	–	11,166,000	–	2.02%	–
	New	ALLEGHENY TECHNOLOGIES INCnote 4.750% 7/0	$7,490,000	–	7,000,000	–	1.85%	–
	New	CLEVELAND CLIFFS INCdbcv 1.500% 1/1	$7,414,000	–	8,147,000	–	1.83%	–
	New	VIAVI SOLUTIONS INCnote 1.000% 3/0	$7,234,000	–	6,280,000	–	1.79%	–
	New	Harmonic Incnote 2.0000% 01-sep-2024	$6,638,000	–	7,500,000	–	1.64%	–
	New	PALO ALTO NETWORKS INCnote 0.750% 7/0	$6,465,000	–	6,000,000	–	1.60%	–
	New	RealReal Incnote 3.0000% 15-jun-2025	$6,443,000	–	6,500,000	–	1.59%	–
	New	Invitae Corpnote 2.0000% 01-sep-2024	$6,094,000	–	5,000,000	–	1.51%	–
	New	National Vision Holdingsnote 2.5000% 15-may-2025	$6,000,000	–	5,000,000	–	1.48%	–
	New	TEAM INCnote 5.000% 8/0	$5,974,000	–	8,658,000	–	1.48%	–
	New	Bandwidth Incnote 0.2500% 01-mar-2026	$5,233,000	–	3,500,000	–	1.30%	–
	New	PLURALSIGHT INCnote 0.375% 3/0	$5,085,000	–	5,754,000	–	1.26%	–
	New	RETROPHIN INCnote 2.500% 9/1	$4,935,000	–	6,000,000	–	1.22%	–
	New	1Life Healthcare Inc (Pending)note 3.0000% 15-jun-2025	$4,789,000	–	5,000,000	–	1.18%	–
	New	FIREEYE INCnote 0.875% 6/0	$4,525,000	–	5,000,000	–	1.12%	–
	New	Pagerduty Incnote 1.2500% 01-jul-2025	$3,965,000	–	4,000,000	–	0.98%	–
	New	NEW RELIC INCnote 0.500% 5/0	$3,895,000	–	4,000,000	–	0.96%	–
	New	Par Technology Corpnote 2.8750% 15-apr-2026	$3,273,000	–	3,500,000	–	0.81%	–
	New	TELIGENT INC NEWnote 4.750% 5/0	$2,855,000	–	8,157,000	–	0.71%	–
	New	AIR TRANSPORT SERVICES GRP Inote 1.125%10/1	$2,835,000	–	3,000,000	–	0.70%	–
	New	Workiva Incnote 1.1250% 15-aug-2026	$2,760,000	–	3,000,000	–	0.68%	–
KIN	New	KINDRED BIOSCIENCES INC	$2,609,000	–	581,168	–	0.65%	–
SREV	New	SERVICESOURCE INTL INC	$2,178,000	–	1,378,702	–	0.54%	–
	New	ENSCO JERSEY FIN LTDnote 3.000% 1/3	$1,620,000	–	12,000,000	–	0.40%	–
	New	XERIS PHARMACEUTICALS INCnote 5.000% 7/1	$1,496,000	–	1,500,000	–	0.37%	–
	New	INTERCEPT PHARMACEUTICALS INnote 2.000% 5/1	$1,095,000	–	1,500,000	–	0.27%	–
ASPN	New	ASPEN AEROGELS INC	$845,000	–	128,444	–	0.21%	–
RMBL	New	RUMBLEON INC	$823,000	–	85,085	–	0.20%	–
CTRA	New	CONTURA ENERGY INC	$309,000	–	101,539	–	0.08%	–
FLDM	New	FLUIDIGM CORP DEL	$280,000	–	69,769	–	0.07%	–
HLIT	New	HARMONIC INC	$117,000	–	24,715	–	0.03%	–
AMRS	New	AMYRIS INC	$91,000	–	21,203	–	0.02%	–
ELGXQ	New	ENDOLOGIX INC	$4,000	–	5,000	–	0.00%	–

Q4 2019

			Value		Shares		↓ Weighting
AMRQQ	Exit	ALTA MESA RES INCcl a	$0	–	-1,400,000	–	-0.01%	–
CELH	Exit	CELSIUS HOLDINGS INC	$0	–	-75,000	–	-0.04%	–
GCVRZ	Exit	SANOFIright 12/31/2020	$0	–	-788,011	–	-0.07%	–
TLGT	Exit	TELIGENT INC NEW	$0	–	-500,000	–	-0.07%	–
RMBL	Exit	RUMBLEON INCcl b	$0	–	-278,210	–	-0.12%	–
IVC	Exit	INVACARE CORP	$0	–	-163,100	–	-0.19%	–
SREV	Exit	SERVICESOURCE INTL INC	$0	–	-1,695,708	–	-0.23%	–
NIHD	Exit	NII HLDGS INC	$0	–	-889,369	–	-0.27%	–
SENS	Exit	SENSEONICS HLDGS INC	$0	–	-2,692,286	–	-0.41%	–
BRPMU	Exit	B RILEY PRINCIPAL MERGER CORunit 99/99/9999	$0	–	-275,000	–	-0.42%	–
	Exit	CHESAPEAKE ENERGY CORPnote 5.500% 9/1	$0	–	-4,700,000	–	-0.43%	–
TMCX	Exit	TRINITY MERGER CORP	$0	–	-300,000	–	-0.48%	–
AKTS	Exit	AKOUSTIS TECHNOLOGIES INC	$0	–	-460,862	–	-0.55%	–
KIN	Exit	KINDRED BIOSCIENCES INC	$0	–	-540,678	–	-0.57%	–
	Exit	ENDOLOGIX INCnote 3.250%11/0	$0	–	-4,000,000	–	-0.59%	–
MX	Exit	MAGNACHIP SEMICONDUCTOR CORP	$0	–	-437,347	–	-0.68%	–
	Exit	VERASTEM INCnote 5.000%11/0	$0	–	-9,768,000	–	-0.69%	–
PCAR	Exit	PACCAR INCput	$0	–	-60,000	–	-0.70%	–
	Exit	CLEVELAND CLIFFS INCdbcv 1.500% 1/1	$0	–	-4,317,000	–	-0.72%	–
	Exit	DISH NETWORK CORPnote 3.375% 8/1	$0	–	-6,000,000	–	-0.84%	–
	Exit	ENCORE CAP GROUP INCnote 3.250% 3/1	$0	–	-6,250,000	–	-0.97%	–
	Exit	TELIGENT INC NEWnote 4.750% 5/0	$0	–	-13,590,000	–	-1.09%	–
	Exit	TEEKAY CORPORATIONnote 5.000% 1/1	$0	–	-9,611,000	–	-1.20%	–
CTRA	Exit	CONTURA ENERGY INC	$0	–	-302,289	–	-1.29%	–
MDCO	Exit	MEDICINES CO	$0	–	-182,500	–	-1.40%	–
	Exit	INPHI CORPnote 0.750% 9/0	$0	–	-7,675,000	–	-1.46%	–
	Exit	ON SEMICONDUCTOR CORPnote 1.000%12/0	$0	–	-8,341,000	–	-1.50%	–
	Exit	ENSCO JERSEY FIN LTDnote 3.000% 1/3	$0	–	-15,000,000	–	-1.50%	–
	Exit	INVACARE CORPnote 5.000% 2/1	$0	–	-11,000,000	–	-1.57%	–
AMRS	Exit	AMYRIS INC	$0	–	-2,310,258	–	-1.68%	–
	Exit	MAGNACHIP SEMICONDUCTOR SAnote 5.000% 3/0	$0	–	-8,225,000	–	-1.73%	–
	Exit	DISH NETWORK CORPnote 2.375% 3/1	$0	–	-13,500,000	–	-1.82%	–
	Exit	ISTAR INCnote 3.125% 9/1	$0	–	-14,000,000	–	-2.27%	–
	Exit	HARMONIC INCnote 4.000%12/0	$0	–	-11,750,000	–	-2.34%	–
	Exit	PATRICK INDS INCdbcv 1.000% 2/0	$0	–	-16,914,000	–	-2.36%	–
	Exit	DYCOM INDS INCnote 0.750% 9/1	$0	–	-18,999,000	–	-2.78%	–
	Exit	WORKDAY INCnote 0.250%10/0	$0	–	-14,500,000	–	-2.90%	–
	Exit	PLUG POWER INCnote 5.500% 3/1	$0	–	-17,000,000	–	-3.19%	–
	Exit	VIAVI SOLUTIONS INCnote 1.000% 3/0	$0	–	-17,000,000	–	-3.20%	–
	Exit	FLEXION THERAPEUTICS INCnote 3.375% 5/0	$0	–	-23,500,000	–	-3.25%	–
	Exit	TEAM INCnote 5.000% 8/0	$0	–	-19,559,000	–	-3.31%	–
	Exit	NRG ENERGY INCdbcv 2.750% 6/0	$0	–	-20,010,000	–	-3.44%	–
	Exit	TTM TECHNOLOGIES INCnote 1.750%12/1	$0	–	-17,000,000	–	-3.46%	–
	Exit	GOLAR LNG LTDnote 2.750% 2/1	$0	–	-29,250,000	–	-3.92%	–
	Exit	ISIS PHARMACEUTICALS INC DELnote 1.000%11/1	$0	–	-23,000,000	–	-4.02%	–
	Exit	OSI SYSTEMS INCnote 1.250% 9/0	$0	–	-27,325,000	–	-4.68%	–
	Exit	SCORPIO TANKERS INCnote 3.000% 5/1	$0	–	-28,760,000	–	-4.70%	–
	Exit	INFINERA CORPORATIONnote 2.125% 9/0	$0	–	-36,573,000	–	-4.90%	–
SPY	Exit	SPDR S&P 500 ETF TRcall	$0	–	-200,000	–	-9.28%	–
GPAQW	Exit	GORDON POINTE ACQUISITION CO*w exp 07/30/202	$0	–	-175,000	–	-10.71%	–

Q3 2019

			Value		Shares		↓ Weighting
GPAQW	New	GORDON POINTE ACQUISITION CO*w exp 07/30/202	$70,000,000	–	175,000	–	10.71%	–
SPY	Buy	SPDR S&P 500 ETF TRcall	$60,666,000	+107.1%	200,000	+100.0%	9.28%	+105.9%
	Buy	INFINERA CORPORATIONnote 2.125% 9/0	$32,047,000	+44.3%	36,573,000	+13.2%	4.90%	+43.5%
	Buy	SCORPIO TANKERS INCnote 3.000% 5/1	$30,701,000	+8.0%	28,760,000	+5.5%	4.70%	+7.4%
	Sell	OSI SYSTEMS INCnote 1.250% 9/0	$30,570,000	-8.1%	27,325,000	-2.4%	4.68%	-8.6%
	Sell	ISIS PHARMACEUTICALS INC DELnote 1.000%11/1	$26,278,000	-11.4%	23,000,000	-8.0%	4.02%	-11.9%
	Buy	TTM TECHNOLOGIES INCnote 1.750%12/1	$22,610,000	+60.4%	17,000,000	+41.7%	3.46%	+59.5%
	Sell	NRG ENERGY INCdbcv 2.750% 6/0	$22,511,000	+2.7%	20,010,000	-2.4%	3.44%	+2.2%
	Sell	TEAM INCnote 5.000% 8/0	$21,613,000	-26.4%	19,559,000	-31.7%	3.31%	-26.8%
	Buy	FLEXION THERAPEUTICS INCnote 3.375% 5/0	$21,238,000	+15.3%	23,500,000	+11.6%	3.25%	+14.6%
	Buy	VIAVI SOLUTIONS INCnote 1.000% 3/0	$20,889,000	+22.4%	17,000,000	+17.2%	3.20%	+21.7%
	New	WORKDAY INCnote 0.250%10/0	$18,977,000	–	14,500,000	–	2.90%	–
	Buy	DYCOM INDS INCnote 0.750% 9/1	$18,144,000	+27.4%	18,999,000	+31.0%	2.78%	+26.7%
	Buy	PATRICK INDS INCdbcv 1.000% 2/0	$15,392,000	+23.0%	16,914,000	+22.3%	2.36%	+22.3%
	Buy	HARMONIC INCnote 4.000%12/0	$15,275,000	+16.0%	11,750,000	+4.4%	2.34%	+15.4%
	Buy	ISTAR INCnote 3.125% 9/1	$14,858,000	+25.8%	14,000,000	+21.7%	2.27%	+25.1%
	Buy	DISH NETWORK CORPnote 2.375% 3/1	$11,880,000	+35.0%	13,500,000	+42.1%	1.82%	+34.3%
	Buy	MAGNACHIP SEMICONDUCTOR SAnote 5.000% 3/0	$11,309,000	+4.0%	8,225,000	+3.7%	1.73%	+3.5%
AMRS	Sell	AMYRIS INC	$10,997,000	-5.7%	2,310,258	-29.5%	1.68%	-6.2%
	Sell	INVACARE CORPnote 5.000% 2/1	$10,230,000	-27.8%	11,000,000	-37.1%	1.57%	-28.2%
	Sell	ENSCO JERSEY FIN LTDnote 3.000% 1/3	$9,825,000	-28.7%	15,000,000	-14.3%	1.50%	-29.1%
	Sell	ON SEMICONDUCTOR CORPnote 1.000%12/0	$9,811,000	-45.0%	8,341,000	-42.8%	1.50%	-45.3%
	New	INPHI CORPnote 0.750% 9/0	$9,536,000	–	7,675,000	–	1.46%	–
MDCO	New	MEDICINES CO	$9,125,000	–	182,500	–	1.40%	–
CTRA	Buy	CONTURA ENERGY INC	$8,452,000	-27.3%	302,289	+34.9%	1.29%	-27.8%
	Sell	ENCORE CAP GROUP INCnote 3.250% 3/1	$6,344,000	-51.8%	6,250,000	-51.9%	0.97%	-52.1%
	Sell	DISH NETWORK CORPnote 3.375% 8/1	$5,520,000	-29.0%	6,000,000	-25.0%	0.84%	-29.4%
	Sell	CLEVELAND CLIFFS INCdbcv 1.500% 1/1	$4,706,000	-89.7%	4,317,000	-86.4%	0.72%	-89.8%
PCAR	New	PACCAR INCput	$4,564,000	–	60,000	–	0.70%	–
MX	Buy	MAGNACHIP SEMICONDUCTOR CORP	$4,435,000	+7.9%	437,347	+10.1%	0.68%	+7.3%
	New	ENDOLOGIX INCnote 3.250%11/0	$3,835,000	–	4,000,000	–	0.59%	–
KIN	Buy	KINDRED BIOSCIENCES INC	$3,704,000	-12.7%	540,678	+6.1%	0.57%	-13.2%
AKTS	Sell	AKOUSTIS TECHNOLOGIES INC	$3,572,000	-1.3%	460,862	-18.5%	0.55%	-1.8%
TMCX	New	TRINITY MERGER CORP	$3,132,000	–	300,000	–	0.48%	–
	New	CHESAPEAKE ENERGY CORPnote 5.500% 9/1	$2,808,000	–	4,700,000	–	0.43%	–
SENS	Buy	SENSEONICS HLDGS INC	$2,663,000	+11.1%	2,692,286	+129.1%	0.41%	+10.6%
RMBL	Buy	RUMBLEON INCcl b	$804,000	+564.5%	278,210	+926.6%	0.12%	+547.4%
TLGT	Buy	TELIGENT INC NEW	$478,000	+118.3%	500,000	+43.9%	0.07%	+114.7%
CELH	New	CELSIUS HOLDINGS INC	$261,000	–	75,000	–	0.04%	–
INFN	Exit	INFINERA CORPORATION	$0	–	-100,000	–	-0.04%	–
ASCMA	Exit	ASCENT CAP GROUP INC	$0	–	-669,834	–	-0.11%	–
ZNGA	Exit	ZYNGA INCcl a	$0	–	-279,100	–	-0.26%	–
AMRS	Exit	AMYRIS INCcall	$0	–	-502,000	–	-0.28%	–
GPAQU	Exit	GORDON POINTE ACQUISITION COunit 01/18/2023	$0	–	-175,000	–	-0.28%	–
TMCXU	Exit	TRINITY MERGER CORPunit 05/11/2025	$0	–	-200,000	–	-0.33%	–
	Exit	SENSEONICS HLDGS INCnote 5.250% 2/0	$0	–	-6,000,000	–	-0.94%	–
	Exit	NXP SEMICONDUCTORS N Vnote 1.000%12/0	$0	–	-9,962,000	–	-1.62%	–
IWM	Exit	ISHARES TRput	$0	–	-100,000	–	-2.39%	–
DCUE	Exit	DOMINION ENERGY INCunit 99/99/9999	$0	–	-175,000	–	-2.77%	–
	Exit	MEDICINES COnote 2.500% 1/1	$0	–	-18,750,000	–	-3.48%	–
SPY	Exit	SPDR S&P 500 ETF TRput	$0	–	-100,000	–	-4.51%	–

Q2 2019

			Value		Shares		↓ Weighting
	New	CLEVELAND CLIFFS INCdbcv 1.500% 1/1	$45,876,000	–	31,817,000	–	7.06%	–
	New	OSI SYSTEMS INCnote 1.250% 9/0	$33,270,000	–	28,000,000	–	5.12%	–
	New	ISIS PHARMACEUTICALS INC DELnote 1.000%11/1	$29,656,000	–	25,000,000	–	4.56%	–
	New	TEAM INCnote 5.000% 8/0	$29,383,000	–	28,655,000	–	4.52%	–
SPY	New	SPDR S&P 500 ETF TRcall	$29,300,000	–	100,000	–	4.51%	–
SPY	New	SPDR S&P 500 ETF TRput	$29,300,000	–	100,000	–	4.51%	–
	New	SCORPIO TANKERS INCnote 3.000% 5/1	$28,422,000	–	27,250,000	–	4.37%	–
	New	GOLAR LNG LTDnote 2.750% 2/1	$27,093,000	–	29,250,000	–	4.17%	–
	New	MEDICINES COnote 2.500% 1/1	$22,641,000	–	18,750,000	–	3.48%	–
	New	INFINERA CORPORATIONnote 2.125% 9/0	$22,211,000	–	32,307,000	–	3.42%	–
	New	NRG ENERGY INCdbcv 2.750% 6/0	$21,911,000	–	20,510,000	–	3.37%	–
	New	PLUG POWER INCnote 5.500% 3/1	$18,824,000	–	17,000,000	–	2.90%	–
	New	FLEXION THERAPEUTICS INCnote 3.375% 5/0	$18,420,000	–	21,066,000	–	2.84%	–
DCUE	New	DOMINION ENERGY INCunit 99/99/9999	$18,025,000	–	175,000	–	2.77%	–
	New	ON SEMICONDUCTOR CORPnote 1.000%12/0	$17,837,000	–	14,585,000	–	2.74%	–
	New	VIAVI SOLUTIONS INCnote 1.000% 3/0	$17,065,000	–	14,500,000	–	2.63%	–
IWM	New	ISHARES TRput	$15,550,000	–	100,000	–	2.39%	–
	New	DYCOM INDS INCnote 0.750% 9/1	$14,245,000	–	14,499,000	–	2.19%	–
	New	INVACARE CORPnote 5.000% 2/1	$14,175,000	–	17,500,000	–	2.18%	–
	New	TTM TECHNOLOGIES INCnote 1.750%12/1	$14,093,000	–	12,000,000	–	2.17%	–
	New	ENSCO JERSEY FIN LTDnote 3.000% 1/3	$13,781,000	–	17,500,000	–	2.12%	–
	New	ENCORE CAP GROUP INCnote 3.250% 3/1	$13,163,000	–	13,000,000	–	2.03%	–
	New	HARMONIC INCnote 4.000%12/0	$13,163,000	–	11,250,000	–	2.03%	–
	New	PATRICK INDS INCdbcv 1.000% 2/0	$12,517,000	–	13,831,000	–	1.93%	–
	New	ISTAR INCnote 3.125% 9/1	$11,811,000	–	11,500,000	–	1.82%	–
AMRS	New	AMYRIS INC	$11,663,000	–	3,276,130	–	1.80%	–
CTRA	New	CONTURA ENERGY INC	$11,631,000	–	224,105	–	1.79%	–
	New	MAGNACHIP SEMICONDUCTOR SAnote 5.000% 3/0	$10,870,000	–	7,934,000	–	1.67%	–
	New	NXP SEMICONDUCTORS N Vnote 1.000%12/0	$10,510,000	–	9,962,000	–	1.62%	–
	New	DISH NETWORK CORPnote 2.375% 3/1	$8,799,000	–	9,500,000	–	1.35%	–
	New	DISH NETWORK CORPnote 3.375% 8/1	$7,780,000	–	8,000,000	–	1.20%	–
	New	TEEKAY CORPORATIONnote 5.000% 1/1	$7,641,000	–	9,611,000	–	1.18%	–
	New	TELIGENT INC NEWnote 4.750% 5/0	$7,203,000	–	13,590,000	–	1.11%	–
	New	SENSEONICS HLDGS INCnote 5.250% 2/0	$6,075,000	–	6,000,000	–	0.94%	–
	New	VERASTEM INCnote 5.000%11/0	$5,363,000	–	9,768,000	–	0.82%	–
KIN	New	KINDRED BIOSCIENCES INC	$4,244,000	–	509,497	–	0.65%	–
MX	New	MAGNACHIP SEMICONDUCTOR CORP	$4,112,000	–	397,287	–	0.63%	–
AKTS	New	AKOUSTIS TECHNOLOGIES INC	$3,620,000	–	565,622	–	0.56%	–
BRPMU	New	B RILEY PRINCIPAL MERGER CORunit 99/99/9999	$2,744,000	–	275,000	–	0.42%	–
SENS	New	SENSEONICS HLDGS INC	$2,398,000	–	1,175,291	–	0.37%	–
TMCXU	New	TRINITY MERGER CORPunit 05/11/2025	$2,126,000	–	200,000	–	0.33%	–
GPAQU	New	GORDON POINTE ACQUISITION COunit 01/18/2023	$1,855,000	–	175,000	–	0.28%	–
AMRS	New	AMYRIS INCcall	$1,787,000	–	502,000	–	0.28%	–
ZNGA	New	ZYNGA INCcl a	$1,711,000	–	279,100	–	0.26%	–
SREV	New	SERVICESOURCE INTL INC	$1,611,000	–	1,695,708	–	0.25%	–
NIHD	New	NII HLDGS INC	$1,503,000	–	889,369	–	0.23%	–
IVC	New	INVACARE CORP	$846,000	–	163,100	–	0.13%	–
ASCMA	New	ASCENT CAP GROUP INC	$723,000	–	669,834	–	0.11%	–
GCVRZ	New	SANOFIright 12/31/2020	$410,000	–	788,011	–	0.06%	–
INFN	New	INFINERA CORPORATION	$291,000	–	100,000	–	0.04%	–
TLGT	New	TELIGENT INC NEW	$219,000	–	347,471	–	0.03%	–
AMRQQ	New	ALTA MESA RES INCcl a	$204,000	–	1,400,000	–	0.03%	–
RMBL	New	RUMBLEON INCcl b	$121,000	–	27,100	–	0.02%	–

Q4 2018

			Value		Shares		↓ Weighting
GCVRZ	Exit	SANOFIright 12/31/2020	$0	–	-788,011	–	-0.06%	–
INFN	Exit	INFINERA CORPORATIONcall	$0	–	-100,000	–	-0.11%	–
SD	Exit	SANDRIDGE ENERGY INC	$0	–	-75,000	–	-0.13%	–
VIAV	Exit	VIAVI SOLUTIONS INCcall	$0	–	-100,000	–	-0.18%	–
MX	Exit	MAGNACHIP SEMICONDUCTOR CORPcall	$0	–	-167,300	–	-0.26%	–
GPAQU	Exit	GORDON POINTE ACQUISITION COunit 01/18/2023	$0	–	-175,000	–	-0.29%	–
VIAV	Exit	VIAVI SOLUTIONS INC	$0	–	-165,918	–	-0.29%	–
TMCXU	Exit	TRINITY MERGER CORPunit 05/11/2025	$0	–	-200,000	–	-0.32%	–
KIN	Exit	KINDRED BIOSCIENCES INC	$0	–	-148,400	–	-0.32%	–
MAT	Exit	MATTEL INCput	$0	–	-150,000	–	-0.37%	–
NIHD	Exit	NII HLDGS INC	$0	–	-479,976	–	-0.44%	–
SENS	Exit	SENSEONICS HLDGS INC	$0	–	-619,558	–	-0.46%	–
SREV	Exit	SERVICESOURCE INTL INC	$0	–	-1,141,982	–	-0.51%	–
AMRQQ	Exit	ALTA MESA RES INCcl a	$0	–	-1,000,000	–	-0.65%	–
AMRS	Exit	AMYRIS INC	$0	–	-572,000	–	-0.71%	–
	Exit	KNOWLES CORPnote 3.250%11/0	$0	–	-5,000,000	–	-0.89%	–
	Exit	WAYFAIR INCnote 0.375% 9/0	$0	–	-4,000,000	–	-0.94%	–
MX	Exit	MAGNACHIP SEMICONDUCTOR CORP	$0	–	-779,927	–	-1.20%	–
	Exit	Magnachip Semiconductornote 6.6250% 15-jul-2021	$0	–	-8,283,000	–	-1.27%	–
	Exit	DISH NETWORK CORPnote 3.375% 8/1	$0	–	-8,635,000	–	-1.28%	–
	Exit	SENSEONICS HLDGS INCnote 5.250% 2/0	$0	–	-6,000,000	–	-1.50%	–
	Exit	RESTORATION HARDWARE HLDGS Inote 6/1	$0	–	-8,212,000	–	-1.54%	–
	Exit	MEDICINES COnote 2.500% 1/1	$0	–	-10,000,000	–	-1.67%	–
	Exit	RADIUS HEALTH INCnote 3.000% 9/0	$0	–	-15,000,000	–	-1.80%	–
	Exit	FINISAR CORPnote 0.500%12/1	$0	–	-12,923,000	–	-1.84%	–
	Exit	ENSCO JERSEY FIN LTDnote 3.000% 1/3	$0	–	-12,000,000	–	-1.86%	–
	Exit	AMYRIS INCnote 6.500% 5/1	$0	–	-12,478,000	–	-1.94%	–
	Exit	JDS UNIPHASE CORPdbcv 0.625% 8/1	$0	–	-12,500,000	–	-1.95%	–
	Exit	TELIGENT INC NEWnote 4.750% 5/0	$0	–	-12,090,000	–	-2.02%	–
	Exit	ZILLOW GROUP INCnote 2.000%12/0	$0	–	-12,013,000	–	-2.02%	–
	Exit	ENCORE CAP GROUP INCnote 3.250% 3/1	$0	–	-14,230,000	–	-2.22%	–
	Exit	FLUIDIGM CORP DELnote 2.750% 2/0	$0	–	-13,725,000	–	-2.22%	–
	Exit	MICROCHIP TECHNOLOGY INCnote 2.250% 2/1	$0	–	-14,805,000	–	-2.43%	–
	Exit	SCORPIO TANKERS INCnote 3.000% 5/1	$0	–	-18,800,000	–	-2.47%	–
	Exit	AEGEAN MARINE PETE NETWORK Inote 4.250%12/1	$0	–	-26,554,000	–	-2.48%	–
	Exit	TEAM INCnote 5.000% 8/0	$0	–	-12,802,000	–	-2.51%	–
IWM	Exit	ISHARES TRput	$0	–	-100,000	–	-2.62%	–
	Exit	FINISAR CORPnote 0.500%12/1	$0	–	-17,700,000	–	-2.74%	–
	Exit	INVACARE CORPnote 5.000% 2/1	$0	–	-16,800,000	–	-2.86%	–
	Exit	HARMONIC INCnote 4.000%12/0	$0	–	-16,294,000	–	-2.98%	–
	Exit	AVID TECHNOLOGY INCnote 2.000% 6/1	$0	–	-23,592,000	–	-3.28%	–
	Exit	FLEXION THERAPEUTICS INCnote 3.375% 5/0	$0	–	-21,066,000	–	-3.31%	–
	Exit	INFINERA CORPORATIONnote 2.125% 9/0	$0	–	-22,000,000	–	-3.48%	–
	Exit	ASCENT CAP GROUP INCnote 4.000% 7/1	$0	–	-32,780,000	–	-3.52%	–
	Exit	INSULET CORPnote 1.250% 9/1	$0	–	-13,000,000	–	-3.71%	–
	Exit	CLEVELAND CLIFFS INCdbcv 1.500% 1/1	$0	–	-14,867,000	–	-3.80%	–
	Exit	GOLAR LNG LTDnote 2.750% 2/1	$0	–	-26,000,000	–	-4.23%	–
SPY	Exit	SPDR S&P 500 ETF TRcall	$0	–	-200,000	–	-9.04%	–
SPY	Exit	SPDR S&P 500 ETF TRput	$0	–	-250,000	–	-11.30%	–

Q3 2018

			Value		Shares		↓ Weighting
SPY	New	SPDR S&P 500 ETF TRput	$72,680,000	–	250,000	–	11.30%	–
SPY	Sell	SPDR S&P 500 ETF TRcall	$58,144,000	-82.9%	200,000	-84.0%	9.04%	-79.0%
	Buy	GOLAR LNG LTDnote 2.750% 2/1	$27,203,000	+24.9%	26,000,000	+30.0%	4.23%	+53.2%
	New	CLEVELAND CLIFFS INCdbcv 1.500% 1/1	$24,456,000	–	14,867,000	–	3.80%	–
	Buy	ASCENT CAP GROUP INCnote 4.000% 7/1	$22,618,000	+25.6%	32,780,000	+7.4%	3.52%	+53.9%
	New	INFINERA CORPORATIONnote 2.125% 9/0	$22,358,000	–	22,000,000	–	3.48%	–
	Buy	FLEXION THERAPEUTICS INCnote 3.375% 5/0	$21,277,000	+73.7%	21,066,000	+110.7%	3.31%	+112.9%
	Sell	AVID TECHNOLOGY INCnote 2.000% 6/1	$21,115,000	-2.4%	23,592,000	-1.0%	3.28%	+19.6%
	Sell	HARMONIC INCnote 4.000%12/0	$19,166,000	+11.9%	16,294,000	-2.0%	2.98%	+37.2%
	Buy	INVACARE CORPnote 5.000% 2/1	$18,396,000	-0.3%	16,800,000	+17.5%	2.86%	+22.3%
	Sell	FINISAR CORPnote 0.500%12/1	$17,612,000	-2.1%	17,700,000	-2.7%	2.74%	+20.0%
IWM	Buy	ISHARES TRput	$16,855,000	+105.8%	100,000	+100.0%	2.62%	+152.4%
	New	TEAM INCnote 5.000% 8/0	$16,174,000	–	12,802,000	–	2.51%	–
	Buy	AEGEAN MARINE PETE NETWORK Inote 4.250%12/1	$15,932,000	+101.8%	26,554,000	+17.7%	2.48%	+147.5%
	Sell	MICROCHIP TECHNOLOGY INCnote 2.250% 2/1	$15,638,000	-18.0%	14,805,000	-7.5%	2.43%	+0.5%
	Buy	FLUIDIGM CORP DELnote 2.750% 2/0	$14,300,000	+93.0%	13,725,000	+73.2%	2.22%	+136.5%
	Buy	ENCORE CAP GROUP INCnote 3.250% 3/1	$14,266,000	+21.9%	14,230,000	+23.7%	2.22%	+49.5%
	Buy	ZILLOW GROUP INCnote 2.000%12/0	$13,022,000	+106.0%	12,013,000	+140.3%	2.02%	+152.4%
	Sell	AMYRIS INCnote 6.500% 5/1	$12,478,000	-12.9%	12,478,000	-13.8%	1.94%	+6.8%
	Buy	ENSCO JERSEY FIN LTDnote 3.000% 1/3	$11,955,000	+27.9%	12,000,000	+20.0%	1.86%	+56.8%
	Buy	RADIUS HEALTH INCnote 3.000% 9/0	$11,550,000	+519.6%	15,000,000	+650.0%	1.80%	+660.6%
	Sell	MEDICINES COnote 2.500% 1/1	$10,741,000	-19.7%	10,000,000	-9.1%	1.67%	-1.6%
	New	RESTORATION HARDWARE HLDGS Inote 6/1	$9,925,000	–	8,212,000	–	1.54%	–
	Sell	SENSEONICS HLDGS INCnote 5.250% 2/0	$9,660,000	-9.3%	6,000,000	-20.0%	1.50%	+11.3%
	Sell	DISH NETWORK CORPnote 3.375% 8/1	$8,246,000	-32.6%	8,635,000	-32.0%	1.28%	-17.4%
MX	Buy	MAGNACHIP SEMICONDUCTOR CORP	$7,721,000	+31.0%	779,927	+35.7%	1.20%	+60.6%
	New	WAYFAIR INCnote 0.375% 9/0	$6,047,000	–	4,000,000	–	0.94%	–
	New	KNOWLES CORPnote 3.250%11/0	$5,725,000	–	5,000,000	–	0.89%	–
AMRS	Buy	AMYRIS INC	$4,542,000	+47.9%	572,000	+19.0%	0.71%	+81.5%
AMRQQ	Buy	ALTA MESA RES INCcl a	$4,180,000	-11.1%	1,000,000	+44.8%	0.65%	+9.1%
SREV	Buy	SERVICESOURCE INTL INC	$3,255,000	-16.9%	1,141,982	+14.8%	0.51%	+1.8%
SENS	New	SENSEONICS HLDGS INC	$2,955,000	–	619,558	–	0.46%	–
NIHD	Sell	NII HLDGS INC	$2,813,000	-22.0%	479,976	-48.1%	0.44%	-4.6%
MAT	New	MATTEL INCput	$2,355,000	–	150,000	–	0.37%	–
KIN	New	KINDRED BIOSCIENCES INC	$2,070,000	–	148,400	–	0.32%	–
VIAV	New	VIAVI SOLUTIONS INC	$1,882,000	–	165,918	–	0.29%	–
MX	New	MAGNACHIP SEMICONDUCTOR CORPcall	$1,657,000	–	167,300	–	0.26%	–
VIAV	New	VIAVI SOLUTIONS INCcall	$1,134,000	–	100,000	–	0.18%	–
INFN	Sell	INFINERA CORPORATIONcall	$730,000	-63.2%	100,000	-50.0%	0.11%	-55.2%
	Exit	NOVAVAX INCnote 3.750% 2/0	$0	–	-4,000,000	–	-0.30%	–
	Exit	ENCORE CAP GROUP INCnote 3.000% 7/0	$0	–	-2,500,000	–	-0.32%	–
CIEN	Exit	CIENA CORPcall	$0	–	-100,000	–	-0.34%	–
	Exit	ACORDA THERAPEUTICS INCnote 1.750% 6/1	$0	–	-4,283,000	–	-0.53%	–
	Exit	LAYNE CHRISTENSEN COnote 8.000% 5/0	$0	–	-4,000,000	–	-0.65%	–
	Exit	ACETO CORPnote 2.000%11/0	$0	–	-8,031,000	–	-0.78%	–
	Exit	WAYFAIR INCnote 0.375% 9/0	$0	–	-6,000,000	–	-0.98%	–
	Exit	VECTOR GROUP LTDfrnt 4/1	$0	–	-10,000,000	–	-1.34%	–
	Exit	COMSTOCK RES INCnote 7.750% 4/0	$0	–	-11,424,578	–	-1.44%	–
	Exit	Team Incnote 5.0000% 01-aug-2023	$0	–	-13,552,000	–	-2.20%	–
	Exit	Teladoc Incnote 3.0000% 15-dec-2022	$0	–	-12,130,000	–	-2.29%	–

Q2 2018

			Value		Shares		↓ Weighting
SPY	New	SPDR S&P 500 ETF TRcall	$339,100,000	–	1,250,000	–	43.00%	–
	New	GOLAR LNG LTDnote 2.750% 2/1	$21,775,000	–	20,000,000	–	2.76%	–
	New	AVID TECHNOLOGY INCnote 2.000% 6/1	$21,637,000	–	23,842,000	–	2.74%	–
	New	INSULET CORPnote 1.250% 9/1	$19,793,000	–	13,000,000	–	2.51%	–
	New	MICROCHIP TECHNOLOGY INCnote 2.250% 2/1	$19,080,000	–	16,000,000	–	2.42%	–
	New	SCORPIO TANKERS INCnote 3.000% 5/1	$18,847,000	–	18,800,000	–	2.39%	–
	New	INVACARE CORPnote 5.000% 2/1	$18,447,000	–	14,300,000	–	2.34%	–
	New	Teladoc Incnote 3.0000% 15-dec-2022	$18,032,000	–	12,130,000	–	2.29%	–
	New	ASCENT CAP GROUP INCnote 4.000% 7/1	$18,013,000	–	30,530,000	–	2.28%	–
	New	FINISAR CORPnote 0.500%12/1	$17,986,000	–	18,200,000	–	2.28%	–
	New	Team Incnote 5.0000% 01-aug-2023	$17,380,000	–	13,552,000	–	2.20%	–
	New	HARMONIC INCnote 4.000%12/0	$17,124,000	–	16,625,000	–	2.17%	–
	New	AMYRIS INCnote 6.500% 5/1	$14,333,000	–	14,478,000	–	1.82%	–
	New	MEDICINES COnote 2.500% 1/1	$13,379,000	–	11,000,000	–	1.70%	–
	New	JDS UNIPHASE CORPdbcv 0.625% 8/1	$12,600,000	–	12,500,000	–	1.60%	–
	New	FLEXION THERAPEUTICS INCnote 3.375% 5/0	$12,250,000	–	10,000,000	–	1.55%	–
	New	DISH NETWORK CORPnote 3.375% 8/1	$12,240,000	–	12,700,000	–	1.55%	–
	New	TELIGENT INC NEWnote 4.750% 5/0	$12,090,000	–	12,090,000	–	1.53%	–
	New	FINISAR CORPnote 0.500%12/1	$11,728,000	–	12,923,000	–	1.49%	–
	New	ENCORE CAP GROUP INCnote 3.250% 3/1	$11,701,000	–	11,500,000	–	1.48%	–
	New	COMSTOCK RES INCnote 7.750% 4/0	$11,367,000	–	11,424,578	–	1.44%	–
	New	SENSEONICS HLDGS INCnote 5.250% 2/0	$10,650,000	–	7,500,000	–	1.35%	–
	New	VECTOR GROUP LTDfrnt 4/1	$10,610,000	–	10,000,000	–	1.34%	–
	New	ENSCO JERSEY FIN LTDnote 3.000% 1/3	$9,348,000	–	10,000,000	–	1.18%	–
IWM	New	ISHARES TRput	$8,189,000	–	50,000	–	1.04%	–
	New	Magnachip Semiconductornote 6.6250% 15-jul-2021	$8,035,000	–	8,283,000	–	1.02%	–
	New	AEGEAN MARINE PETE NETWORK Inote 4.250%12/1	$7,894,000	–	22,554,000	–	1.00%	–
	New	WAYFAIR INCnote 0.375% 9/0	$7,727,000	–	6,000,000	–	0.98%	–
	New	FLUIDIGM CORP DELnote 2.750% 2/0	$7,410,000	–	7,925,000	–	0.94%	–
	New	ZILLOW GROUP INCnote 2.000%12/0	$6,322,000	–	5,000,000	–	0.80%	–
	New	ACETO CORPnote 2.000%11/0	$6,184,000	–	8,031,000	–	0.78%	–
MX	New	MAGNACHIP SEMICONDUCTOR CORP	$5,893,000	–	574,921	–	0.75%	–
	New	LAYNE CHRISTENSEN COnote 8.000% 5/0	$5,096,000	–	4,000,000	–	0.65%	–
AMRQQ	New	ALTA MESA RES INCcl a	$4,703,000	–	690,668	–	0.60%	–
	New	ACORDA THERAPEUTICS INCnote 1.750% 6/1	$4,155,000	–	4,283,000	–	0.53%	–
SREV	New	SERVICESOURCE INTL INC	$3,918,000	–	994,430	–	0.50%	–
NIHD	New	NII HLDGS INC	$3,608,000	–	925,000	–	0.46%	–
AMRS	New	AMYRIS INC	$3,071,000	–	480,548	–	0.39%	–
CIEN	New	CIENA CORPcall	$2,651,000	–	100,000	–	0.34%	–
	New	ENCORE CAP GROUP INCnote 3.000% 7/0	$2,516,000	–	2,500,000	–	0.32%	–
	New	NOVAVAX INCnote 3.750% 2/0	$2,350,000	–	4,000,000	–	0.30%	–
TMCXU	New	TRINITY MERGER CORPunit 05/11/2025	$2,012,000	–	200,000	–	0.26%	–
INFN	New	INFINERA CORPORATIONcall	$1,986,000	–	200,000	–	0.25%	–
	New	RADIUS HEALTH INCnote 3.000% 9/0	$1,864,000	–	2,000,000	–	0.24%	–
GPAQU	New	GORDON POINTE ACQUISITION COunit 01/18/2023	$1,796,000	–	175,000	–	0.23%	–
SD	New	SANDRIDGE ENERGY INC	$1,331,000	–	75,000	–	0.17%	–
GCVRZ	New	SANOFIright 12/31/2020	$394,000	–	788,011	–	0.05%	–

Q4 2017

			Value		Shares		↓ Weighting
GCVRZ	Exit	SANOFIright 12/31/2020	$0	–	-450,000	–	-0.03%	–
AMRS	Exit	AMYRIS INC	$0	–	-159,513	–	-0.08%	–
FLDM	Exit	FLUIDIGM CORP DEL	$0	–	-135,000	–	-0.11%	–
ATSG	Exit	AIR TRANSPORT SERVICES GRP I	$0	–	-32,478	–	-0.13%	–
EPAY	Exit	BOTTOMLINE TECH DEL INC	$0	–	-53,076	–	-0.27%	–
CSWI	Exit	CSW INDUSTRIALS INC	$0	–	-40,806	–	-0.29%	–
	Exit	OREXIGEN THERAPEUTICS INCnote 2.750%12/0	$0	–	-4,800,000	–	-0.35%	–
	Exit	Resolute Energy Corpconv pref stk	$0	–	-2,150	–	-0.42%	–
	Exit	COMSTOCK RES INCnote 7.750% 4/0	$0	–	-3,827,578	–	-0.50%	–
	Exit	Element Financial Corpnote 5.1250% 30-jun-2019	$0	–	-3,205,770	–	-0.52%	–
	Exit	ENCORE CAP GROUP INCnote 3.000% 7/0	$0	–	-3,040,000	–	-0.56%	–
SREV	Exit	SERVICESOURCE INTL INC	$0	–	-1,040,598	–	-0.58%	–
	Exit	Invacare Corpnote 4.5000% 01-jun-2022	$0	–	-3,500,000	–	-0.68%	–
	Exit	HORIZON PHARMA INVT LTDnote 2.500% 3/1	$0	–	-5,000,000	–	-0.72%	–
	Exit	CORNERSTONE ONDEMAND INCnote 1.500% 7/0	$0	–	-6,000,000	–	-0.97%	–
MX	Exit	MAGNACHIP SEMICONDUCTOR CORP	$0	–	-562,000	–	-1.02%	–
	Exit	FLUIDIGM CORP DELnote 2.750% 2/0	$0	–	-10,000,000	–	-1.18%	–
	Exit	Element Financial Corpnote 4.2500% 30-jun-2020	$0	–	-8,047,285	–	-1.27%	–
	Exit	GENERAL CABLE CORP DEL NEWfrnt 4.500%11/1	$0	–	-9,000,000	–	-1.28%	–
	Exit	Aegean Marine Petroleum Networknote 4.2500% 15-dec-2021	$0	–	-10,850,000	–	-1.31%	–
	Exit	JDS UNIPHASE CORPdbcv 0.625% 8/1	$0	–	-8,500,000	–	-1.43%	–
	Exit	RADIUS HEALTH INCnote 3.000% 9/0	$0	–	-9,000,000	–	-1.45%	–
	Exit	Alliance One Internationalnote 8.5000% 15-apr-2021	$0	–	-8,648,000	–	-1.46%	–
	Exit	Magnachip Semiconductornote 6.6250% 15-jul-2021	$0	–	-11,383,000	–	-1.76%	–
	Exit	II-VI Incnote 0.2500% 01-sep-2022	$0	–	-10,000,000	–	-1.79%	–
	Exit	Team Incnote 5.0000% 01-aug-2023	$0	–	-12,000,000	–	-1.84%	–
	Exit	Workday Incnote 0.2500% 01-oct-2022	$0	–	-12,000,000	–	-1.91%	–
	Exit	Calpine Corp.note 5.2500% 01-jun-2026	$0	–	-12,475,000	–	-2.00%	–
	Exit	FINISAR CORPnote 0.500%12/1	$0	–	-12,500,000	–	-2.09%	–
	Exit	INFINERA CORPORATIONdbcv 1.750% 6/0	$0	–	-12,857,000	–	-2.10%	–
	Exit	HARMONIC INCnote 4.000%12/0	$0	–	-15,625,000	–	-2.23%	–
	Exit	STARWOOD PPTY TR INCnote 3.750%10/1	$0	–	-14,000,000	–	-2.24%	–
	Exit	MEDICINES COnote 2.500% 1/1	$0	–	-11,500,000	–	-2.33%	–
	Exit	ENCORE CAP GROUP INCnote 2.875% 3/1	$0	–	-15,396,000	–	-2.46%	–
	Exit	Invacare Corpnote 5.0000% 15-feb-2021	$0	–	-13,000,000	–	-2.50%	–
	Exit	AVID TECHNOLOGY INCnote 2.000% 6/1	$0	–	-20,500,000	–	-2.51%	–
	Exit	KEYW HLDG CORPnote 2.500% 7/1	$0	–	-16,840,000	–	-2.53%	–
	Exit	VECTOR GROUP LTDfrnt 4/1	$0	–	-15,000,000	–	-2.74%	–
	Exit	CITRIX SYS INCnote 0.500% 4/1	$0	–	-15,000,000	–	-2.79%	–
	Exit	Golar LNG Limitednote 2.7500% 15-feb-2022	$0	–	-18,745,000	–	-2.84%	–
	Exit	WORKDAY INCnote 0.750% 7/1	$0	–	-14,100,000	–	-2.94%	–
	Exit	DISH NETWORK CORPnote 3.375% 8/1	$0	–	-16,500,000	–	-2.96%	–
	Exit	Jazz Pharmaceuticals Incnote 1.5000% 15-aug-2024	$0	–	-20,000,000	–	-3.14%	–
NCRRP	Exit	NCR Corpconv pref stk	$0	–	-16,728	–	-3.91%	–
	Exit	PALO ALTO NETWORKS INCnote 7/0	$0	–	-18,500,000	–	-4.07%	–
	Exit	MICRON TECHNOLOGY INCnote 2.375% 5/0	$0	–	-6,913,000	–	-4.53%	–
	Exit	SERVICENOW INCnote 11/0	$0	–	-18,000,000	–	-4.62%	–
	Exit	BIOMARIN PHARMACEUTICAL INCnote 0.599% 8/0	$0	–	-36,000,000	–	-5.85%	–
	Exit	SALESFORCE COM INCnote 0.250% 4/0	$0	–	-27,923,000	–	-6.28%	–
	Exit	Microchip Technology Inc Tranche Bnote 2.2500% 15-feb-2037	$0	–	-33,000,000	–	-6.43%	–

Q3 2017

			Value		Shares		↓ Weighting
	New	Microchip Technology Inc Tranche Bnote 2.2500% 15-feb-2037	$40,178,000	–	33,000,000	–	6.43%	–
	Buy	SALESFORCE COM INCnote 0.250% 4/0	$39,263,000	+164.5%	27,923,000	+149.5%	6.28%	+11.9%
	New	BIOMARIN PHARMACEUTICAL INCnote 0.599% 8/0	$36,583,000	–	36,000,000	–	5.85%	–
	Buy	SERVICENOW INCnote 11/0	$28,895,000	+203.3%	18,000,000	+176.9%	4.62%	+28.3%
	Buy	PALO ALTO NETWORKS INCnote 7/0	$25,426,000	+158.0%	18,500,000	+146.7%	4.07%	+9.1%
NCRRP	New	NCR Corpconv pref stk	$24,461,000	–	16,728	–	3.91%	–
	New	Jazz Pharmaceuticals Incnote 1.5000% 15-aug-2024	$19,650,000	–	20,000,000	–	3.14%	–
	New	DISH NETWORK CORPnote 3.375% 8/1	$18,480,000	–	16,500,000	–	2.96%	–
	Buy	WORKDAY INCnote 0.750% 7/1	$18,348,000	+196.9%	14,100,000	+182.0%	2.94%	+25.6%
	New	Golar LNG Limitednote 2.7500% 15-feb-2022	$17,761,000	–	18,745,000	–	2.84%	–
	New	CITRIX SYS INCnote 0.500% 4/1	$17,453,000	–	15,000,000	–	2.79%	–
	New	KEYW HLDG CORPnote 2.500% 7/1	$15,830,000	–	16,840,000	–	2.53%	–
	Buy	AVID TECHNOLOGY INCnote 2.000% 6/1	$15,683,000	+32.4%	20,500,000	+28.5%	2.51%	-44.0%
	New	Invacare Corpnote 5.0000% 15-feb-2021	$15,633,000	–	13,000,000	–	2.50%	–
	Buy	ENCORE CAP GROUP INCnote 2.875% 3/1	$15,377,000	+30.6%	15,396,000	+24.2%	2.46%	-44.8%
	New	MEDICINES COnote 2.500% 1/1	$14,549,000	–	11,500,000	–	2.33%	–
	Sell	STARWOOD PPTY TR INCnote 3.750%10/1	$14,013,000	-33.6%	14,000,000	-33.3%	2.24%	-71.9%
	Buy	INFINERA CORPORATIONdbcv 1.750% 6/0	$13,146,000	+32.9%	12,857,000	+40.4%	2.10%	-43.8%
	Buy	FINISAR CORPnote 0.500%12/1	$13,063,000	+192.2%	12,500,000	+212.5%	2.09%	+23.6%
	New	Calpine Corp.note 5.2500% 01-jun-2026	$12,491,000	–	12,475,000	–	2.00%	–
	New	Workday Incnote 0.2500% 01-oct-2022	$11,948,000	–	12,000,000	–	1.91%	–
	New	Team Incnote 5.0000% 01-aug-2023	$11,490,000	–	12,000,000	–	1.84%	–
	New	II-VI Incnote 0.2500% 01-sep-2022	$11,163,000	–	10,000,000	–	1.79%	–
	New	Magnachip Semiconductornote 6.6250% 15-jul-2021	$10,985,000	–	11,383,000	–	1.76%	–
	New	Alliance One Internationalnote 8.5000% 15-apr-2021	$9,124,000	–	8,648,000	–	1.46%	–
	New	RADIUS HEALTH INCnote 3.000% 9/0	$9,079,000	–	9,000,000	–	1.45%	–
	New	Aegean Marine Petroleum Networknote 4.2500% 15-dec-2021	$8,165,000	–	10,850,000	–	1.31%	–
	Sell	GENERAL CABLE CORP DEL NEWfrnt 4.500%11/1	$7,999,000	-45.6%	9,000,000	-53.4%	1.28%	-77.0%
	New	Element Financial Corpnote 4.2500% 30-jun-2020	$7,937,000	–	8,047,285	–	1.27%	–
	Sell	FLUIDIGM CORP DELnote 2.750% 2/0	$7,400,000	-0.0%	10,000,000	-16.2%	1.18%	-57.7%
MX	Buy	MAGNACHIP SEMICONDUCTOR CORP	$6,379,000	+107.6%	562,000	+79.3%	1.02%	-12.1%
	Sell	CORNERSTONE ONDEMAND INCnote 1.500% 7/0	$6,060,000	-61.2%	6,000,000	-61.3%	0.97%	-83.6%
	Sell	HORIZON PHARMA INVT LTDnote 2.500% 3/1	$4,525,000	-38.4%	5,000,000	-41.2%	0.72%	-73.9%
	New	Invacare Corpnote 4.5000% 01-jun-2022	$4,221,000	–	3,500,000	–	0.68%	–
SREV	Buy	SERVICESOURCE INTL INC	$3,600,000	-5.4%	1,040,598	+6.1%	0.58%	-60.0%
	Sell	ENCORE CAP GROUP INCnote 3.000% 7/0	$3,501,000	-46.1%	3,040,000	-49.7%	0.56%	-77.2%
	New	Element Financial Corpnote 5.1250% 30-jun-2019	$3,266,000	–	3,205,770	–	0.52%	–
	New	Resolute Energy Corpconv pref stk	$2,648,000	–	2,150	–	0.42%	–
EPAY	New	BOTTOMLINE TECH DEL INC	$1,689,000	–	53,076	–	0.27%	–
ATSG	New	AIR TRANSPORT SERVICES GRP I	$791,000	–	32,478	–	0.13%	–
FLDM	New	FLUIDIGM CORP DEL	$680,000	–	135,000	–	0.11%	–
AMRS	New	AMYRIS INC	$514,000	–	159,513	–	0.08%	–
	Exit	PANDORA MEDIA INCnote 1.750%12/0	$0	–	-4,500,000	–	-1.62%	–
BDXA	Exit	BECTON DICKINSON & CO	$0	–	-225,000	–	-4.65%	–
	Exit	JAZZ US HLDGS INCnote 8.000%12/3	$0	–	-6,908,000	–	-6.33%	–

Q2 2017

			Value		Shares		↓ Weighting
	New	MICRON TECHNOLOGY INCnote 2.375% 5/0	$21,569,000	–	6,913,000	–	8.16%	–
	New	STARWOOD PPTY TR INCnote 3.750%10/1	$21,116,000	–	21,000,000	–	7.99%	–
	New	HARMONIC INCnote 4.000%12/0	$17,910,000	–	15,625,000	–	6.77%	–
	New	VECTOR GROUP LTDnote 1.750% 4/1	$17,280,000	–	15,000,000	–	6.54%	–
	New	JAZZ US HLDGS INCnote 8.000%12/3	$16,733,000	–	6,908,000	–	6.33%	–
	New	CORNERSTONE ONDEMAND INCnote 1.500% 7/0	$15,616,000	–	15,500,000	–	5.91%	–
	New	SALESFORCE COM INCnote 0.250% 4/0	$14,845,000	–	11,193,000	–	5.61%	–
	New	GENERAL CABLE CORP DEL NEWfrnt 4.500%11/1	$14,703,000	–	19,300,000	–	5.56%	–
BDXA	New	BECTON DICKINSON & CO	$12,301,000	–	225,000	–	4.65%	–
	New	AVID TECHNOLOGY INCnote 2.000% 6/1	$11,843,000	–	15,950,000	–	4.48%	–
	New	ENCORE CAP GROUP INCnote 2.875% 3/1	$11,776,000	–	12,396,000	–	4.45%	–
	New	INFINERA CORPORATIONdbcv 1.750% 6/0	$9,890,000	–	9,157,000	–	3.74%	–
	New	PALO ALTO NETWORKS INCnote 7/0	$9,854,000	–	7,500,000	–	3.73%	–
	New	SERVICENOW INCnote 11/0	$9,528,000	–	6,500,000	–	3.60%	–
	New	JDS UNIPHASE CORPdbcv 0.625% 8/1	$9,393,000	–	8,500,000	–	3.55%	–
	New	FLUIDIGM CORP DELnote 2.750% 2/0	$7,403,000	–	11,940,000	–	2.80%	–
	New	HORIZON PHARMA INVT LTDnote 2.500% 3/1	$7,349,000	–	8,500,000	–	2.78%	–
	New	ENCORE CAP GROUP INCnote 3.000% 7/0	$6,490,000	–	6,040,000	–	2.45%	–
	New	WORKDAY INCnote 0.750% 7/1	$6,180,000	–	5,000,000	–	2.34%	–
	New	FINISAR CORPnote 0.500%12/1	$4,470,000	–	4,000,000	–	1.69%	–
	New	PANDORA MEDIA INCnote 1.750%12/0	$4,275,000	–	4,500,000	–	1.62%	–
SREV	New	SERVICESOURCE INTL INC	$3,805,000	–	980,598	–	1.44%	–
MX	New	MAGNACHIP SEMICONDUCTOR CORP	$3,072,000	–	313,461	–	1.16%	–
	New	COMSTOCK RES INCnote 7.750% 4/0	$2,986,000	–	3,827,578	–	1.13%	–
	New	OREXIGEN THERAPEUTICS INCnote 2.750%12/0	$2,280,000	–	4,800,000	–	0.86%	–
CSWI	New	CSW INDUSTRIALS INC	$1,577,000	–	40,806	–	0.60%	–
GCVRZ	New	SANOFIright 12/31/2020	$171,000	–	450,000	–	0.06%	–

Q4 2016

			Value		Shares		↓ Weighting
MTBC	Exit	MEDICAL TRANSCRIPTION BLG CO	$0	–	-74,481	–	-0.02%	–
AMRS	Exit	AMYRIS INC	$0	–	-423,659	–	-0.07%	–
FCEL	Exit	FUELCELL ENERGY INC	$0	–	-76,263	–	-0.12%	–
	Exit	AMYRIS INCnote 6.500% 5/1	$0	–	-2,000,000	–	-0.19%	–
	Exit	COBALT INTL ENERGY INCnote 2.625%12/0	$0	–	-1,500,000	–	-0.23%	–
	Exit	AMYRIS INCdbcv 9.500% 4/1	$0	–	-1,450,000	–	-0.24%	–
KEYW	Exit	KEYW HLDG CORP	$0	–	-80,750	–	-0.27%	–
FNSR	Exit	FINISAR CORP	$0	–	-30,100	–	-0.27%	–
CSWI	Exit	CSW INDUSTRIALS INC	$0	–	-35,522	–	-0.35%	–
BLD	Exit	TOPBUILD CORP	$0	–	-42,000	–	-0.42%	–
STAR	Exit	ISTAR INC	$0	–	-159,100	–	-0.52%	–
MENT	Exit	MENTOR GRAPHICS CORPcall	$0	–	-66,300	–	-0.53%	–
	Exit	FINISAR CORPnote 0.500%12/1	$0	–	-2,000,000	–	-0.71%	–
	Exit	OREXIGEN THERAPEUTICS INCnote 2.750%12/0	$0	–	-12,000,000	–	-1.00%	–
	Exit	ENERNOC INCdbcv 2.250% 8/1	$0	–	-5,009,000	–	-1.11%	–
	Exit	IGI LABORATORIES INCnote 3.750%12/1	$0	–	-4,000,000	–	-1.16%	–
	Exit	VIOLIN MEMORY INCnote 4.250%10/0	$0	–	-12,250,000	–	-1.18%	–
	Exit	ISTAR INCnote 3.000%11/1	$0	–	-4,000,000	–	-1.22%	–
	Exit	PDC ENERGY INCnote 1.125% 9/1	$0	–	-4,800,000	–	-1.56%	–
	Exit	TITAN MACHY INCnote 3.750% 5/0	$0	–	-6,569,000	–	-1.75%	–
	Exit	KEYW HLDG CORPnote 2.500% 7/1	$0	–	-6,000,000	–	-1.77%	–
SREV	Exit	SERVICESOURCE INTL INC	$0	–	-1,332,123	–	-1.96%	–
	Exit	MICRON TECHNOLOGY INCnote 2.375% 5/0	$0	–	-3,500,000	–	-2.01%	–
	Exit	STARWOOD PPTY TR INCnote 3.750%10/1	$0	–	-6,500,000	–	-2.02%	–
	Exit	APOLLO COML REAL EST FIN INCnote 5.500% 3/1	$0	–	-7,175,000	–	-2.24%	–
	Exit	INFINERA CORPORATIONdbcv 1.750% 6/0	$0	–	-7,157,000	–	-2.27%	–
	Exit	ENCORE CAP GROUP INCnote 3.000% 7/0	$0	–	-9,742,000	–	-2.46%	–
	Exit	ADVANCED MICRO DEVICES INCnote 2.125% 9/0	$0	–	-7,500,000	–	-2.47%	–
	Exit	WEBMD HEALTH CORPnote 2.500% 1/3	$0	–	-9,000,000	–	-2.83%	–
	Exit	BLUCORA INCnote 4.250% 4/0	$0	–	-10,069,000	–	-2.92%	–
	Exit	HORNBECK OFFSHORE SVCS INC Nnote 1.500% 9/0	$0	–	-18,250,000	–	-3.22%	–
	Exit	AVID TECHNOLOGY INCnote 2.000% 6/1	$0	–	-13,750,000	–	-3.36%	–
	Exit	YAHOO INCnote 12/0	$0	–	-11,000,000	–	-3.41%	–
	Exit	ENCORE CAP GROUP INCnote 2.875% 3/1	$0	–	-15,880,000	–	-3.70%	–
	Exit	JAZZ US HLDGS INCnote 8.000%12/3	$0	–	-7,844,000	–	-3.81%	–
	Exit	INTERCEPT PHARMACEUTICALS INnote 3.250% 7/0	$0	–	-11,570,000	–	-3.91%	–
	Exit	FLUIDIGM CORP DELnote 2.750% 2/0	$0	–	-23,712,000	–	-4.42%	–
	Exit	TTM TECHNOLOGIES INCnote 1.750%12/1	$0	–	-12,000,000	–	-4.79%	–
	Exit	VECTOR GROUP LTDnote 1.750% 4/1	$0	–	-14,200,000	–	-4.89%	–
	Exit	MENTOR GRAPHICS CORPsdcv 4.000% 4/0	$0	–	-12,267,000	–	-4.97%	–
	Exit	SPECTRANETICS CORPmtnf 2.625% 6/0	$0	–	-16,099,000	–	-5.16%	–
	Exit	HOLOGIC INCfrnt 12/1	$0	–	-15,000,000	–	-5.60%	–
	Exit	GENERAL CABLE CORP DEL NEWfrnt 4.500%11/1	$0	–	-31,300,000	–	-6.41%	–
	Exit	DEPOMED INCnote 2.500% 9/0	$0	–	-15,000,000	–	-6.47%	–

Q3 2016

			Value		Shares		↓ Weighting
	Sell	DEPOMED INCnote 2.500% 9/0	$21,413,000	-18.3%	15,000,000	-31.0%	6.47%	+21.1%
	Sell	GENERAL CABLE CORP DEL NEWfrnt 4.500%11/1	$21,206,000	+3.3%	31,300,000	-11.6%	6.41%	+53.1%
	New	HOLOGIC INCfrnt 12/1	$18,516,000	–	15,000,000	–	5.60%	–
	Sell	SPECTRANETICS CORPmtnf 2.625% 6/0	$17,055,000	+0.1%	16,099,000	-15.7%	5.16%	+48.5%
	Sell	MENTOR GRAPHICS CORPsdcv 4.000% 4/0	$16,438,000	-16.0%	12,267,000	-31.0%	4.97%	+24.6%
	Sell	TTM TECHNOLOGIES INCnote 1.750%12/1	$15,840,000	-41.4%	12,000,000	-56.1%	4.79%	-13.2%
	Buy	FLUIDIGM CORP DELnote 2.750% 2/0	$14,613,000	+6.8%	23,712,000	+6.0%	4.42%	+58.4%
	New	INTERCEPT PHARMACEUTICALS INnote 3.250% 7/0	$12,951,000	–	11,570,000	–	3.91%	–
	Buy	JAZZ US HLDGS INCnote 8.000%12/3	$12,609,000	+18.3%	7,844,000	+5.7%	3.81%	+75.3%
	Buy	ENCORE CAP GROUP INCnote 2.875% 3/1	$12,247,000	+39.8%	15,880,000	+27.5%	3.70%	+107.2%
	Sell	YAHOO INCnote 12/0	$11,281,000	-26.7%	11,000,000	-29.0%	3.41%	+8.7%
	New	AVID TECHNOLOGY INCnote 2.000% 6/1	$11,112,000	–	13,750,000	–	3.36%	–
	Buy	HORNBECK OFFSHORE SVCS INC Nnote 1.500% 9/0	$10,653,000	+68.4%	18,250,000	+65.9%	3.22%	+149.8%
	Buy	BLUCORA INCnote 4.250% 4/0	$9,654,000	+17.7%	10,069,000	+13.5%	2.92%	+74.5%
	New	WEBMD HEALTH CORPnote 2.500% 1/3	$9,366,000	–	9,000,000	–	2.83%	–
	New	ADVANCED MICRO DEVICES INCnote 2.125% 9/0	$8,170,000	–	7,500,000	–	2.47%	–
	Buy	ENCORE CAP GROUP INCnote 3.000% 7/0	$8,154,000	+30.2%	9,742,000	+18.2%	2.46%	+93.0%
	New	INFINERA CORPORATIONdbcv 1.750% 6/0	$7,510,000	–	7,157,000	–	2.27%	–
	Buy	STARWOOD PPTY TR INCnote 3.750%10/1	$6,695,000	+21.1%	6,500,000	+18.2%	2.02%	+79.5%
	New	MICRON TECHNOLOGY INCnote 2.375% 5/0	$6,646,000	–	3,500,000	–	2.01%	–
SREV	New	SERVICESOURCE INTL INC	$6,501,000	–	1,332,123	–	1.96%	–
	Sell	KEYW HLDG CORPnote 2.500% 7/1	$5,850,000	-23.7%	6,000,000	-27.6%	1.77%	+13.2%
	Sell	TITAN MACHY INCnote 3.750% 5/0	$5,781,000	-65.7%	6,569,000	-68.1%	1.75%	-49.2%
	New	PDC ENERGY INCnote 1.125% 9/1	$5,153,000	–	4,800,000	–	1.56%	–
	Sell	ISTAR INCnote 3.000%11/1	$4,022,000	-71.4%	4,000,000	-71.4%	1.22%	-57.6%
	Sell	VIOLIN MEMORY INCnote 4.250%10/0	$3,920,000	-37.8%	12,250,000	-14.0%	1.18%	-7.8%
	New	IGI LABORATORIES INCnote 3.750%12/1	$3,855,000	–	4,000,000	–	1.16%	–
	Buy	ENERNOC INCdbcv 2.250% 8/1	$3,682,000	+14.2%	5,009,000	+11.1%	1.11%	+69.4%
	Sell	OREXIGEN THERAPEUTICS INCnote 2.750%12/0	$3,300,000	-53.6%	12,000,000	-42.6%	1.00%	-31.2%
	Sell	FINISAR CORPnote 0.500%12/1	$2,351,000	-73.7%	2,000,000	-78.4%	0.71%	-60.9%
MENT	New	MENTOR GRAPHICS CORPcall	$1,740,000	–	66,300	–	0.53%	–
STAR	New	ISTAR INC	$1,707,000	–	159,100	–	0.52%	–
BLD	New	TOPBUILD CORP	$1,394,000	–	42,000	–	0.42%	–
CSWI	New	CSW INDUSTRIALS INC	$1,151,000	–	35,522	–	0.35%	–
FNSR	New	FINISAR CORP	$897,000	–	30,100	–	0.27%	–
KEYW	Buy	KEYW HLDG CORP	$890,000	+66.7%	80,750	+50.2%	0.27%	+146.8%
FCEL	Buy	FUELCELL ENERGY INC	$413,000	+58.8%	76,263	+82.6%	0.12%	+135.8%
AMRS	New	AMYRIS INC	$246,000	–	423,659	–	0.07%	–
MTBC	Sell	MEDICAL TRANSCRIPTION BLG CO	$70,000	-20.5%	74,481	-25.5%	0.02%	+16.7%
	Exit	JDS UNIPHASE CORPdbcv 0.625% 8/1	$0	–	-250,000	–	-0.05%	–
SPY	Exit	SPDR S&P 500 ETF TRtr unit	$0	–	-3,205	–	-0.14%	–
	Exit	Exelixis Incnote 4.250% 8/1	$0	–	-2,500,000	–	-0.76%	–
	Exit	Solazyme Incnote 5.000%10/0	$0	–	-8,150,000	–	-0.86%	–
	Exit	TESLA MTRS INCnote 1.250% 3/0	$0	–	-5,500,000	–	-0.92%	–
	Exit	CARRIAGE SVCS INCnote 2.750% 3/1	$0	–	-4,340,000	–	-1.04%	–
	Exit	ILLUMINA INCnote 6/1	$0	–	-6,000,000	–	-1.19%	–
SPY	Exit	SPDR S&P 500 ETF TRput	$0	–	-30,000	–	-1.28%	–
	Exit	Array Biopharma Incnote 3.000% 6/0	$0	–	-9,000,000	–	-1.56%	–
	Exit	Microchip Technology Incnote 1.625% 2/1	$0	–	-9,000,000	–	-2.04%	–
DYNC	Exit	DYNEGY INC NEW DELunit 07/01/20191	$0	–	-10,000,000	–	-2.20%	–
	Exit	Emergent BioSolutions Incnote 2.875% 1/1	$0	–	-13,000,000	–	-3.01%	–
	Exit	Monster Worldwide Incnote 3.500%10/1	$0	–	-17,500,000	–	-3.11%	–
	Exit	SERVICESOURCE INTL INCnote 1.500% 8/0	$0	–	-18,058,000	–	-3.26%	–
	Exit	NVIDIA Corpnote 1.000%12/0	$0	–	-10,000,000	–	-4.76%	–
	Exit	Oclaro Incnote 6.000% 2/1	$0	–	-9,112,000	–	-4.86%	–
IWM	Exit	ISHARES TRput	$0	–	-250,000	–	-5.86%	–
	Exit	Proofpoint Incnote 1.250%12/1	$0	–	-20,514,000	–	-7.00%	–

Q2 2016

			Value		Shares		↓ Weighting
	New	Proofpoint Incnote 1.250%12/1	$34,348,000	–	20,514,000	–	7.00%	–
IWM	New	ISHARES TRput	$28,745,000	–	250,000	–	5.86%	–
	New	TTM TECHNOLOGIES INCnote 1.750%12/1	$27,046,000	–	27,354,000	–	5.51%	–
	New	Depomed Incnote 2.500% 9/0	$26,215,000	–	21,750,000	–	5.34%	–
	New	Oclaro Incnote 6.000% 2/1	$23,839,000	–	9,112,000	–	4.86%	–
	New	NVIDIA Corpnote 1.000%12/0	$23,331,000	–	10,000,000	–	4.76%	–
	New	GENERAL CABLE CORP DEL NEWfrnt 4.500%11/1	$20,535,000	–	35,406,000	–	4.19%	–
	New	Mentor Graphics Corpsdcv 4.000% 4/0	$19,566,000	–	17,767,000	–	3.99%	–
	New	Spectranetics Corpmtnf 2.625% 6/0	$17,034,000	–	19,099,000	–	3.47%	–
	New	TITAN MACHY INCnote 3.750% 5/0	$16,867,000	–	20,569,000	–	3.44%	–
	New	SERVICESOURCE INTL INCnote 1.500% 8/0	$15,981,000	–	18,058,000	–	3.26%	–
	New	VECTOR GROUP LTDnote 1.750% 4/1	$15,798,000	–	14,200,000	–	3.22%	–
	New	YAHOO INCnote 12/0	$15,392,000	–	15,500,000	–	3.14%	–
	New	Monster Worldwide Incnote 3.500%10/1	$15,269,000	–	17,500,000	–	3.11%	–
	New	Emergent BioSolutions Incnote 2.875% 1/1	$14,745,000	–	13,000,000	–	3.01%	–
	New	ISTAR INCnote 3.000%11/1	$14,070,000	–	14,000,000	–	2.87%	–
	New	FLUIDIGM CORP DELnote 2.750% 2/0	$13,684,000	–	22,364,000	–	2.79%	–
DYNC	New	DYNEGY INC NEW DELunit 07/01/20191	$10,780,000	–	10,000,000	–	2.20%	–
	New	JAZZ US HLDGS INCnote 8.000%12/3	$10,663,000	–	7,420,000	–	2.17%	–
	New	Microchip Technology Incnote 1.625% 2/1	$10,018,000	–	9,000,000	–	2.04%	–
	New	Finisar Corpnote 0.500%12/1	$8,926,000	–	9,250,000	–	1.82%	–
	New	Encore Cap Group Incnote 2.875% 3/1	$8,762,000	–	12,455,000	–	1.79%	–
	New	Blucora Incnote 4.250% 4/0	$8,204,000	–	8,869,000	–	1.67%	–
	New	Array Biopharma Incnote 3.000% 6/0	$7,678,000	–	9,000,000	–	1.56%	–
	New	KEYW HLDG CORPnote 2.500% 7/1	$7,664,000	–	8,285,000	–	1.56%	–
	New	APOLLO COML REAL EST FIN INCnote 5.500% 3/1	$7,301,000	–	7,175,000	–	1.49%	–
	New	Orexigen Therapeutics Incnote 2.750%12/0	$7,109,000	–	20,909,000	–	1.45%	–
	New	HORNBECK OFFSHORE SVCS INC Nnote 1.500% 9/0	$6,325,000	–	11,000,000	–	1.29%	–
	New	Violin Memory Incnote 4.250%10/0	$6,306,000	–	14,250,000	–	1.28%	–
SPY	New	SPDR S&P 500 ETF TRput	$6,284,000	–	30,000	–	1.28%	–
	New	Encore Cap Group Incnote 3.000% 7/0	$6,264,000	–	8,242,000	–	1.28%	–
	New	ILLUMINA INCnote 6/1	$5,858,000	–	6,000,000	–	1.19%	–
	New	STARWOOD PPTY TR INCnote 3.750%10/1	$5,528,000	–	5,500,000	–	1.13%	–
	New	CARRIAGE SVCS INCnote 2.750% 3/1	$5,121,000	–	4,340,000	–	1.04%	–
	New	TESLA MTRS INCnote 1.250% 3/0	$4,527,000	–	5,500,000	–	0.92%	–
	New	Solazyme Incnote 5.000%10/0	$4,238,000	–	8,150,000	–	0.86%	–
	New	Exelixis Incnote 4.250% 8/1	$3,719,000	–	2,500,000	–	0.76%	–
	New	EnerNOC Incdbcv 2.250% 8/1	$3,224,000	–	4,509,000	–	0.66%	–
	New	Amyris Incdbcv 9.500% 4/1	$725,000	–	1,450,000	–	0.15%	–
SPY	New	SPDR S&P 500 ETF TRtr unit	$671,000	–	3,205	–	0.14%	–
	New	COBALT INTL ENERGY INCnote 2.625%12/0	$559,000	–	1,500,000	–	0.11%	–
	New	Amyris Incnote 6.500% 5/1	$540,000	–	2,000,000	–	0.11%	–
KEYW	New	KEYW HLDG CORP	$534,000	–	53,750	–	0.11%	–
FCEL	New	FUELCELL ENERGY INC	$260,000	–	41,774	–	0.05%	–
	New	JDS UNIPHASE CORPdbcv 0.625% 8/1	$244,000	–	250,000	–	0.05%	–
MTBC	New	MEDICAL TRANSCRIPTION BLG CO	$88,000	–	100,000	–	0.02%	–

Q4 2015

			Value		Shares		↓ Weighting
OREX	Exit	OREXIGEN THERAPEUTICS INCcall	$0	–	-50,400	–	-0.01%	–
GULTU	Exit	GULF COAST ULTRA DEEP RTY TRroyalty tr unt	$0	–	-494,435	–	-0.02%	–
GCVRZ	Exit	SANOFIright 12/31/2020	$0	–	-924,300	–	-0.02%	–
MTBC	Exit	MEDICAL TRANSCRIPTION BLG CO	$0	–	-194,388	–	-0.04%	–
TLT	Exit	ISHARES TR20+ yr tr bd etf	$0	–	-2,966	–	-0.04%	–
KEYW	Exit	KEYW HLDG CORP	$0	–	-83,128	–	-0.05%	–
FCEL	Exit	FUELCELL ENERGY INC	$0	–	-698,730	–	-0.05%	–
CSWC	Exit	CAPITAL SOUTHWEST CORP	$0	–	-14,096	–	-0.07%	–
LEU	Exit	CENTRUS ENERGY CORPcl a	$0	–	-227,059	–	-0.07%	–
BLD	Exit	TOPBUILD CORP	$0	–	-22,210	–	-0.07%	–
PTCT	Exit	PTC THERAPEUTICS INC	$0	–	-27,000	–	-0.08%	–
PTCT	Exit	PTC THERAPEUTICS INCcall	$0	–	-30,700	–	-0.08%	–
KLXI	Exit	KLX INC	$0	–	-23,501	–	-0.09%	–
OREX	Exit	OREXIGEN THERAPEUTICS INC	$0	–	-703,493	–	-0.15%	–
	Exit	ENERGY XXI BERMUDA LTDnote 3.000%12/1	$0	–	-31,228,000	–	-0.33%	–
	Exit	COBALT INTL ENERGY INCnote 3.125% 5/1	$0	–	-5,000,000	–	-0.33%	–
	Exit	CARRIAGE SVCS INCnote 2.750% 3/1	$0	–	-3,215,000	–	-0.37%	–
	Exit	KEYW HLDG CORPnote 2.500% 7/1	$0	–	-5,695,000	–	-0.45%	–
	Exit	SOLAZYME INCnote 5.000%10/0	$0	–	-8,400,000	–	-0.48%	–
	Exit	ON SEMICONDUCTOR CORPnote 2.625%12/1	$0	–	-4,500,000	–	-0.52%	–
CIEN	Exit	CIENA CORPput	$0	–	-250,000	–	-0.54%	–
CIEN	Exit	CIENA CORP	$0	–	-328,289	–	-0.71%	–
PCLN	Exit	PRICELINE GRP INCcall	$0	–	-6,000	–	-0.77%	–
	Exit	CHESAPEAKE ENERGY CORPnote 2.500% 5/1	$0	–	-10,000,000	–	-0.90%	–
	Exit	VECTOR GROUP LTDnote 1.750% 4/1	$0	–	-9,200,000	–	-1.07%	–
	Exit	JAZZ TECHNOLOGIES INC NEWnote 8.000%12/3	$0	–	-7,420,000	–	-1.13%	–
	Exit	PDL BIOPHARMA INCnote 4.000% 2/0	$0	–	-12,929,000	–	-1.17%	–
	Exit	SPIRIT RLTY CAP INC NEWnote 2.875% 5/1	$0	–	-12,200,000	–	-1.19%	–
ANTM	Exit	ANTHEM INC	$0	–	-81,385	–	-1.19%	–
	Exit	OREXIGEN THERAPEUTICS INCnote 2.750%12/0	$0	–	-17,282,000	–	-1.25%	–
	Exit	APOLLO COML REAL EST FIN INCnote 5.500% 3/1	$0	–	-13,000,000	–	-1.34%	–
	Exit	MENTOR GRAPHICS CORPsdcv 4.000% 4/0	$0	–	-10,267,000	–	-1.35%	–
	Exit	SERVICESOURCE INTL LLCnote 1.500% 8/0	$0	–	-16,500,000	–	-1.48%	–
	Exit	SUNEDISON INCnote 2.750% 1/0	$0	–	-21,688,000	–	-1.60%	–
	Exit	NVIDIA CORPnote 1.000%12/0	$0	–	-12,500,000	–	-1.72%	–
	Exit	STARWOOD PPTY TR INCnote 3.750%10/1	$0	–	-17,500,000	–	-1.82%	–
	Exit	ICONIX BRAND GROUP INCnote 2.500% 6/0	$0	–	-18,500,000	–	-1.83%	–
	Exit	AFFYMETRIX INCnote 4.000% 7/0	$0	–	-12,500,000	–	-2.04%	–
	Exit	MERRIMACK PHARMACEUTICALS INnote 4.500% 7/1	$0	–	-14,500,000	–	-2.37%	–
	Exit	ELECTRONIC ARTS INCnote 0.750% 7/1	$0	–	-32,000,000	–	-7.10%	–
CGBBW	Exit	CITIGROUP INC*w exp 10/28/201	$0	–	-158,539	–	-8.20%	–
KMIWS	Exit	KINDER MORGAN INC DEL*w exp 05/25/201	$0	–	-1,937,986	–	-55.92%	–

Q3 2015

			Value		Shares		↓ Weighting
	Buy	ELECTRONIC ARTS INCnote 0.750% 7/1	$68,064,000	+551.0%	32,000,000	+540.0%	7.10%	+397.2%
	Sell	MERRIMACK PHARMACEUTICALS INnote 4.500% 7/1	$22,711,000	-35.3%	14,500,000	-13.3%	2.37%	-50.6%
	Buy	ICONIX BRAND GROUP INCnote 2.500% 6/0	$17,529,000	+70.6%	18,500,000	+85.0%	1.83%	+30.3%
	Buy	STARWOOD PPTY TR INCnote 3.750%10/1	$17,444,000	+8.3%	17,500,000	+9.4%	1.82%	-17.3%
	New	NVIDIA CORPnote 1.000%12/0	$16,484,000	–	12,500,000	–	1.72%	–
	Sell	SUNEDISON INCnote 2.750% 1/0	$15,333,000	-69.4%	21,688,000	-8.4%	1.60%	-76.7%
	Sell	SERVICESOURCE INTL LLCnote 1.500% 8/0	$14,190,000	-9.8%	16,500,000	-10.8%	1.48%	-31.1%
	Sell	MENTOR GRAPHICS CORPsdcv 4.000% 4/0	$12,967,000	-17.7%	10,267,000	-12.0%	1.35%	-37.1%
	Sell	APOLLO COML REAL EST FIN INCnote 5.500% 3/1	$12,838,000	-11.8%	13,000,000	-10.3%	1.34%	-32.6%
	Buy	OREXIGEN THERAPEUTICS INCnote 2.750%12/0	$12,011,000	-8.0%	17,282,000	+23.4%	1.25%	-29.7%
ANTM	New	ANTHEM INC	$11,394,000	–	81,385	–	1.19%	–
	Sell	SPIRIT RLTY CAP INC NEWnote 2.875% 5/1	$11,377,000	-25.7%	12,200,000	-24.7%	1.19%	-43.2%
	Buy	PDL BIOPHARMA INCnote 4.000% 2/0	$11,232,000	-8.1%	12,929,000	+0.4%	1.17%	-29.8%
	Buy	JAZZ TECHNOLOGIES INC NEWnote 8.000%12/3	$10,815,000	+13.0%	7,420,000	+28.9%	1.13%	-13.8%
CIEN	Buy	CIENA CORP	$6,802,000	+24.6%	328,289	+42.4%	0.71%	-4.8%
CIEN	New	CIENA CORPput	$5,180,000	–	250,000	–	0.54%	–
	New	ON SEMICONDUCTOR CORPnote 2.625%12/1	$5,012,000	–	4,500,000	–	0.52%	–
	Sell	SOLAZYME INCnote 5.000%10/0	$4,641,000	-18.5%	8,400,000	-13.0%	0.48%	-37.7%
	Buy	ENERGY XXI BERMUDA LTDnote 3.000%12/1	$3,123,000	-55.9%	31,228,000	+6.8%	0.33%	-66.3%
OREX	Buy	OREXIGEN THERAPEUTICS INC	$1,477,000	+11.1%	703,493	+161.8%	0.15%	-15.4%
KLXI	Buy	KLX INC	$840,000	+58.5%	23,501	+95.8%	0.09%	+22.2%
PTCT	New	PTC THERAPEUTICS INCcall	$820,000	–	30,700	–	0.08%	–
PTCT	New	PTC THERAPEUTICS INC	$721,000	–	27,000	–	0.08%	–
BLD	New	TOPBUILD CORP	$688,000	–	22,210	–	0.07%	–
LEU	Sell	CENTRUS ENERGY CORPcl a	$693,000	-48.9%	227,059	-30.9%	0.07%	-61.1%
CSWC	New	CAPITAL SOUTHWEST CORP	$668,000	–	14,096	–	0.07%	–
FCEL	Buy	FUELCELL ENERGY INC	$514,000	-16.6%	698,730	+10.8%	0.05%	-35.7%
KEYW	Buy	KEYW HLDG CORP	$511,000	-24.0%	83,128	+15.3%	0.05%	-42.4%
TLT	New	ISHARES TR20+ yr tr bd etf	$366,000	–	2,966	–	0.04%	–
MTBC	Buy	MEDICAL TRANSCRIPTION BLG CO	$352,000	-3.0%	194,388	+0.8%	0.04%	-26.0%
GCVRZ	Sell	SANOFIright 12/31/2020	$176,000	-75.5%	924,300	-9.9%	0.02%	-81.6%
GULTU	Sell	GULF COAST ULTRA DEEP RTY TRroyalty tr unt	$143,000	-88.7%	494,435	-72.6%	0.02%	-91.3%
OREX	New	OREXIGEN THERAPEUTICS INCcall	$106,000	–	50,400	–	0.01%	–
	Exit	Alpha Natural Resources Incnote 4.8750% 15-dec-2020	$0	–	-3,000,000	–	-0.03%	–
	Exit	Echo Global Logistics Incnote 2.5000% 01-may-2020	$0	–	-1,000,000	–	-0.15%	–
	Exit	Ryland Group Incnote 1.6250% 15-may-2018	$0	–	-1,000,000	–	-0.21%	–
	Exit	Priceline.comnote 1.0000% 15-mar-2018	$0	–	-2,000,000	–	-0.36%	–
	Exit	American Realty Cap Propertiesnote 3.0000% 01-aug-2018	$0	–	-7,500,000	–	-0.96%	–
	Exit	AK Steel Corpnote 5.0000% 15-nov-2019	$0	–	-7,500,000	–	-1.03%	–
	Exit	Shutterfly Incnote 0.2500% 15-may-2018	$0	–	-8,000,000	–	-1.11%	–
	Exit	Vector Groupnote 2.5000% 15-jan-2019	$0	–	-7,000,000	–	-1.41%	–
	Exit	Anthem Incnote 2.7500% 15-oct-2042	$0	–	-5,317,000	–	-1.59%	–
FTRPR	Exit	Frontier Communications Corpconv mand	$0	–	-14,000,000	–	-1.90%	–
	Exit	RTI International Metals Incnote 1.6250% 15-oct-2019	$0	–	-14,997,000	–	-2.22%	–
	Exit	US Steelnote 2.7500% 01-apr-2019	$0	–	-28,000,000	–	-4.23%	–
SPY	Exit	SPY 07/31/15 P190put	$0	–	-1,125,000	–	-31.61%	–

Q2 2015

			Value		Shares		↓ Weighting
SPY	New	SPY 07/31/15 P190put	$231,626,000	–	1,125,000	–	31.61%	–
KMIWS	New	KMI 40 2016 Wrtswarrants	$74,397,000	–	1,937,986	–	10.15%	–
	New	SunEdison Inc Tranche Bnote 2.7500% 01-jan-2021	$50,189,000	–	23,688,000	–	6.85%	–
	New	Merrimack Pharmaceuticals Incnote 4.5000% 15-jul-2020	$35,081,000	–	16,729,000	–	4.79%	–
	New	US Steelnote 2.7500% 01-apr-2019	$30,975,000	–	28,000,000	–	4.23%	–
	New	Affymetrix Incnote 4.0000% 01-jul-2019	$24,166,000	–	12,500,000	–	3.30%	–
	New	RTI International Metals Incnote 1.6250% 15-oct-2019	$16,290,000	–	14,997,000	–	2.22%	–
	New	Starwood Property Trust Tranche 1note 3.7500% 15-oct-2017	$16,104,000	–	16,000,000	–	2.20%	–
	New	Mentor Graphics Corpnote 4.0000% 01-apr-2031	$15,762,000	–	11,667,000	–	2.15%	–
	New	ServiceSourcenote 1.5000% 01-aug-2018	$15,725,000	–	18,500,000	–	2.15%	–
	New	Spirit Realty Capital Inc Tranche A (Pending)note 2.8750% 15-may-2019	$15,309,000	–	16,200,000	–	2.09%	–
	New	Apollo Commercial Real Estatenote 5.5000% 15-mar-2019	$14,554,000	–	14,500,000	–	1.99%	–
FTRPR	New	Frontier Communications Corpconv mand	$13,944,000	–	14,000,000	–	1.90%	–
	New	Orexigen Therapeutics Incnote 2.7500% 01-dec-2020	$13,055,000	–	14,000,000	–	1.78%	–
	New	PDL Biopharma Incnote 4.0000% 01-feb-2018	$12,219,000	–	12,879,000	–	1.67%	–
	New	Anthem Incnote 2.7500% 15-oct-2042	$11,681,000	–	5,317,000	–	1.59%	–
	New	Electronic Arts Incnote 0.7500% 15-jul-2016	$10,455,000	–	5,000,000	–	1.43%	–
	New	Vector Groupnote 2.5000% 15-jan-2019	$10,353,000	–	7,000,000	–	1.41%	–
	New	Iconix Brand Group Incnote 2.5000% 01-jun-2016	$10,275,000	–	10,000,000	–	1.40%	–
	New	Vector Groupnote 1.7500% 15-apr-2020	$10,132,000	–	9,200,000	–	1.38%	–
	New	Jazz Technologies Incnote 8.0000% 31-dec-2018	$9,575,000	–	5,755,000	–	1.31%	–
	New	Chesapeake Energynote 2.5000% 15-may-2037	$9,475,000	–	10,000,000	–	1.29%	–
CGBBW	New	Citigroup B Wrts 17.85 2018warrants	$8,758,000	–	158,539	–	1.20%	–
	New	Shutterfly Incnote 0.2500% 15-may-2018	$8,104,000	–	8,000,000	–	1.11%	–
	New	AK Steel Corpnote 5.0000% 15-nov-2019	$7,568,000	–	7,500,000	–	1.03%	–
	New	Energy XXInote 3.0000% 15-dec-2018	$7,088,000	–	29,228,000	–	0.97%	–
	New	American Realty Cap Propertiesnote 3.0000% 01-aug-2018	$7,050,000	–	7,500,000	–	0.96%	–
PCLN	New	PCLN 01/15/16 C1300call	$6,908,000	–	6,000	–	0.94%	–
	New	Solazyme Incnote 5.0000% 01-oct-2019	$5,694,000	–	9,650,000	–	0.78%	–
CIEN	New	CIEN Equityequity	$5,460,000	–	230,594	–	0.74%	–
	New	KEYW Holding Corpnote 2.5000% 15-jul-2019	$4,955,000	–	5,695,000	–	0.68%	–
	New	Carriage Servicesnote 2.7500% 15-mar-2021	$3,850,000	–	3,215,000	–	0.52%	–
	New	Cobalt International Energynote 3.1250% 15-may-2024	$3,650,000	–	5,000,000	–	0.50%	–
	New	Priceline.comnote 1.0000% 15-mar-2018	$2,662,000	–	2,000,000	–	0.36%	–
	New	Ryland Group Incnote 1.6250% 15-may-2018	$1,514,000	–	1,000,000	–	0.21%	–
LEU	New	Centrus Energy Corpequity	$1,357,000	–	328,536	–	0.18%	–
OREX	New	OREX Equityequity	$1,330,000	–	268,665	–	0.18%	–
GULTU	New	Gulf Coast Ultra Deep Royaltyequity	$1,262,000	–	1,802,700	–	0.17%	–
	New	Echo Global Logistics Incnote 2.5000% 01-may-2020	$1,080,000	–	1,000,000	–	0.15%	–
GCVRZ	New	Sanofi Aventis CVR-WIequity	$718,000	–	1,026,400	–	0.10%	–
KEYW	New	KEYW Equityequity	$672,000	–	72,128	–	0.09%	–
FCEL	New	FCEL Equityequity	$616,000	–	630,800	–	0.08%	–
KLXI	New	KLX Incequity	$530,000	–	12,000	–	0.07%	–
MTBC	New	Medical Transcription Billingequity	$363,000	–	192,857	–	0.05%	–
	New	Alpha Natural Resources Incnote 4.8750% 15-dec-2020	$206,000	–	3,000,000	–	0.03%	–

Q4 2014

			Value		Shares		↓ Weighting
SREV	Exit	SERVICESOURCE INTL LLC	$0	–	-12,162	–	-0.01%	–
CGBBW	Exit	CITIGROUP INC*w exp 10/28/201	$0	–	-1,585,386	–	-0.01%	–
ADXSW	Exit	ADVAXIS INC*w exp 07/15/201	$0	–	-88,350	–	-0.01%	–
OREX	Exit	OREXIGEN THERAPEUTICS INCcall	$0	–	-25,900	–	-0.01%	–
MACK	Exit	MERRIMACK PHARMACEUTICALS IN	$0	–	-18,950	–	-0.02%	–
GCVRZ	Exit	SANOFIright 12/31/2020	$0	–	-924,600	–	-0.05%	–
BPZRQ	Exit	BPZ RESOURCES INC	$0	–	-286,582	–	-0.06%	–
MCPIQ	Exit	MOLYCORP INC DEL	$0	–	-663,985	–	-0.09%	–
MTBC	Exit	MEDICAL TRANSCRIPTION BLG CO	$0	–	-247,486	–	-0.10%	–
NEM	Exit	NEWMONT MINING CORP	$0	–	-44,300	–	-0.12%	–
OREX	Exit	OREXIGEN THERAPEUTICS INC	$0	–	-392,126	–	-0.20%	–
KEYW	Exit	KEYW HLDG CORP	$0	–	-186,487	–	-0.24%	–
	Exit	AMAG PHARMACEUTICALS INCnote 2.500% 2/1	$0	–	-2,000,000	–	-0.31%	–
KBE	Exit	SPDR SERIES TRUSTs&p bk etf	$0	–	-95,000	–	-0.36%	–
JCPNQ	Exit	PENNEY J C INCcall	$0	–	-441,100	–	-0.52%	–
	Exit	SOLAZYME INCnote 5.000%10/0	$0	–	-5,000,000	–	-0.52%	–
GULTU	Exit	GULF COAST ULTRA DEEP RTY TRroyalty tr unt	$0	–	-2,440,296	–	-0.57%	–
OCN	Exit	OCWEN FINL CORPcall	$0	–	-200,000	–	-0.61%	–
	Exit	EXELIXIS INCnote 4.250% 8/1	$0	–	-9,300,000	–	-0.63%	–
	Exit	MERRIMACK PHARMACEUTICALS INnote 4.500% 7/1	$0	–	-3,500,000	–	-0.64%	–
PCLN	Exit	PRICELINE GRP INCcall	$0	–	-5,000	–	-0.68%	–
KMIWS	Exit	KINDER MORGAN INC DEL*w exp 05/25/201	$0	–	-1,968,900	–	-0.84%	–
	Exit	Ciena Corpnote 4.0000% 15-mar-2015	$0	–	-8,000,000	–	-0.97%	–
	Exit	BLACKSTONE MTG TR INCnote 5.250%12/0	$0	–	-9,200,000	–	-1.13%	–
	Exit	APOLLO COML REAL EST FIN INCnote 5.500% 3/1	$0	–	-10,000,000	–	-1.17%	–
	Exit	KEYW HLDG CORPnote 2.500% 7/1	$0	–	-10,000,000	–	-1.17%	–
	Exit	VECTOR GROUP LTDnote 1.750% 4/1	$0	–	-9,200,000	–	-1.21%	–
	Exit	SERVICESOURCE INTL LLCnote 1.500% 8/0	$0	–	-13,973,000	–	-1.25%	–
	Exit	FLUIDIGM CORP DELnote 2.750% 2/0	$0	–	-13,000,000	–	-1.36%	–
	Exit	BPZ RESOURCES INCnote 8.500%10/0	$0	–	-12,550,000	–	-1.45%	–
	Exit	AUXILIUM PHARMACEUTICALS INCnote 1.500% 7/1	$0	–	-10,000,000	–	-1.55%	–
	Exit	SHUTTERFLY INCnote 0.250% 5/1	$0	–	-13,000,000	–	-1.58%	–
	Exit	STILLWATER MNG COnote 1.750%10/1	$0	–	-11,000,000	–	-1.64%	–
	Exit	SPIRIT RLTY CAP INC NEWnote 3.750% 5/1	$0	–	-14,750,000	–	-1.68%	–
	Exit	VECTOR GROUP LTDfrnt 1/1	$0	–	-10,000,000	–	-1.72%	–
	Exit	ENERSYSnote 3.375% 6/0	$0	–	-11,692,000	–	-2.02%	–
IYR	Exit	ISHARES TRput	$0	–	-250,000	–	-2.03%	–
	Exit	PDL BIOPHARMA INCnote 4.000% 2/0	$0	–	-18,500,000	–	-2.12%	–
	Exit	TAKE-TWO INTERACTIVE SOFTWARnote 1.750%12/0	$0	–	-15,000,000	–	-2.34%	–
	Exit	AK STL CORPnote 5.000%11/1	$0	–	-12,325,000	–	-2.44%	–
	Exit	AMERICAN RLTY CAP PPTYS INCnote 3.000% 8/0	$0	–	-23,831,000	–	-2.78%	–
	Exit	VIPSHOP HLDGS LTDnote 1.500% 3/1	$0	–	-22,000,000	–	-3.06%	–
TYFDL	Exit	TYSON FOODS INCunit 99/99/9999	$0	–	-26,250,000	–	-3.10%	–
	Exit	STARWOOD PPTY TR INCnote 4.000% 1/1	$0	–	-25,850,000	–	-3.29%	–
	Exit	CEMEX SAB DE CVnote 3.250% 3/1	$0	–	-24,250,000	–	-4.01%	–
	Exit	SALIX PHARMACEUTICALS INCnote 1.500% 3/1	$0	–	-19,709,000	–	-5.58%	–
SPY	Exit	SPDR S&P 500 ETF TRput	$0	–	-300,000	–	-6.92%	–
QQQ	Exit	POWERSHARES QQQ TRUSTcall	$0	–	-750,000	–	-8.68%	–
	Exit	XM Satellite Radionote 7.0000% 01-dec-2014	$0	–	-58,790,000	–	-13.10%	–
	Exit	MICRON TECHNOLOGY INCnote 2.375% 5/0	$0	–	-33,570,000	–	-14.06%	–

Q3 2014

			Value		Shares		↓ Weighting
	Sell	MICRON TECHNOLOGY INCnote 2.375% 5/0	$120,083,000	-1.9%	33,570,000	-5.6%	14.06%	+11.2%
	Buy	XM Satellite Radionote 7.0000% 01-dec-2014	$111,830,000	+38.6%	58,790,000	+38.7%	13.10%	+57.1%
QQQ	New	POWERSHARES QQQ TRUSTcall	$74,093,000	–	750,000	–	8.68%	–
SPY	New	SPDR S&P 500 ETF TRput	$59,106,000	–	300,000	–	6.92%	–
	Buy	CEMEX SAB DE CVnote 3.250% 3/1	$34,229,000	+5.8%	24,250,000	+9.0%	4.01%	+20.0%
TYFDL	New	TYSON FOODS INCunit 99/99/9999	$26,471,000	–	26,250,000	–	3.10%	–
	Buy	VIPSHOP HLDGS LTDnote 1.500% 3/1	$26,084,000	+120.8%	22,000,000	+120.0%	3.06%	+150.4%
	Buy	AK STL CORPnote 5.000%11/1	$20,879,000	+25.6%	12,325,000	+23.2%	2.44%	+42.4%
	Buy	PDL BIOPHARMA INCnote 4.000% 2/0	$18,084,000	+5.8%	18,500,000	+23.3%	2.12%	+20.0%
IYR	New	ISHARES TRput	$17,300,000	–	250,000	–	2.03%	–
	Buy	ENERSYSnote 3.375% 6/0	$17,275,000	+8.6%	11,692,000	+27.2%	2.02%	+23.1%
	Sell	VECTOR GROUP LTDfrnt 1/1	$14,710,000	-15.4%	10,000,000	-23.1%	1.72%	-4.1%
	Buy	SPIRIT RLTY CAP INC NEWnote 3.750% 5/1	$14,344,000	+12.1%	14,750,000	+15.7%	1.68%	+27.1%
	New	SHUTTERFLY INCnote 0.250% 5/1	$13,455,000	–	13,000,000	–	1.58%	–
	New	AUXILIUM PHARMACEUTICALS INCnote 1.500% 7/1	$13,210,000	–	10,000,000	–	1.55%	–
	Buy	BPZ RESOURCES INCnote 8.500%10/0	$12,353,000	-3.6%	12,550,000	+15.7%	1.45%	+9.3%
	Sell	FLUIDIGM CORP DELnote 2.750% 2/0	$11,635,000	-12.5%	13,000,000	-7.1%	1.36%	-0.8%
	New	SERVICESOURCE INTL LLCnote 1.500% 8/0	$10,689,000	–	13,973,000	–	1.25%	–
	Sell	VECTOR GROUP LTDnote 1.750% 4/1	$10,304,000	+0.3%	9,200,000	-4.2%	1.21%	+13.8%
	New	KEYW HLDG CORPnote 2.500% 7/1	$10,025,000	–	10,000,000	–	1.17%	–
	Buy	APOLLO COML REAL EST FIN INCnote 5.500% 3/1	$9,970,000	+88.3%	10,000,000	+100.0%	1.17%	+113.5%
	Sell	BLACKSTONE MTG TR INCnote 5.250%12/0	$9,614,000	-33.5%	9,200,000	-30.3%	1.13%	-24.6%
PCLN	New	PRICELINE GRP INCcall	$5,793,000	–	5,000	–	0.68%	–
	Buy	EXELIXIS INCnote 4.250% 8/1	$5,348,000	+77.2%	9,300,000	+162.0%	0.63%	+100.6%
GULTU	Buy	GULF COAST ULTRA DEEP RTY TRroyalty tr unt	$4,881,000	-31.6%	2,440,296	+0.2%	0.57%	-22.4%
KBE	New	SPDR SERIES TRUSTs&p bk etf	$3,031,000	–	95,000	–	0.36%	–
	Sell	AMAG PHARMACEUTICALS INCnote 2.500% 2/1	$2,673,000	-79.5%	2,000,000	-83.7%	0.31%	-76.7%
KEYW	New	KEYW HLDG CORP	$2,064,000	–	186,487	–	0.24%	–
OREX	New	OREXIGEN THERAPEUTICS INC	$1,670,000	–	392,126	–	0.20%	–
NEM	Sell	NEWMONT MINING CORP	$1,021,000	-22.1%	44,300	-14.0%	0.12%	-11.1%
MTBC	New	MEDICAL TRANSCRIPTION BLG CO	$881,000	–	247,486	–	0.10%	–
MCPIQ	Buy	MOLYCORP INC DEL	$790,000	-5.0%	663,985	+105.1%	0.09%	+8.1%
BPZRQ	Buy	BPZ RESOURCES INC	$547,000	-14.8%	286,582	+37.5%	0.06%	-3.0%
MACK	Sell	MERRIMACK PHARMACEUTICALS IN	$166,000	-23.1%	18,950	-36.0%	0.02%	-13.6%
OREX	New	OREXIGEN THERAPEUTICS INCcall	$110,000	–	25,900	–	0.01%	–
SREV	New	SERVICESOURCE INTL LLC	$39,000	–	12,162	–	0.01%	–
CBSTZ	Exit	Cubist Pharm - When Issuedequity	$0	–	-2,295,633	–	-0.03%	–
CSV	Exit	Carriage Servicesequity	$0	–	-15,500	–	-0.03%	–
SZYM	Exit	SZYM Equityequity	$0	–	-41,100	–	-0.05%	–
STWD	Exit	STWD 09/20/14 C25call	$0	–	-31,900	–	-0.08%	–
AMSG	Exit	AMSG Equityequity	$0	–	-20,000	–	-0.09%	–
RFMD	Exit	RFMD Equityequity	$0	–	-95,772	–	-0.10%	–
ADXS	Exit	Advaxisequity	$0	–	-308,210	–	-0.10%	–
FCEL	Exit	FCEL Equityequity	$0	–	-415,461	–	-0.10%	–
JDSU	Exit	JDSU 09/20/14 C11call	$0	–	-100,000	–	-0.13%	–
VRNG	Exit	VRNG Equityequity	$0	–	-418,376	–	-0.15%	–
PHH	Exit	PHH Corpequity	$0	–	-100,693	–	-0.24%	–
RFMD	Exit	RFMD 08/16/14 C9call	$0	–	-250,000	–	-0.25%	–
	Exit	Molycorp Incnote 6.0000% 01-sep-2017	$0	–	-5,300,000	–	-0.36%	–
	Exit	Spectranetics Corpnote 2.6250% 01-jun-2034	$0	–	-4,000,000	–	-0.43%	–
	Exit	Newpark Resourcesnote 4.0000% 01-oct-2017	$0	–	-3,324,000	–	-0.46%	–
	Exit	National Health Investors Incnote 3.2500% 01-apr-2021	$0	–	-10,000,000	–	-1.05%	–
	Exit	j2 Global Communicationsnote 3.2500% 15-jun-2029	$0	–	-10,000,000	–	-1.05%	–
	Exit	Alliant Techsystems Incnote 3.0000% 15-aug-2024	$0	–	-8,000,000	–	-1.45%	–
	Exit	Group 1 Automotive Incnote 2.2500% 15-jun-2036	$0	–	-12,000,000	–	-1.77%	–
IWM	Exit	IWM 07/19/14 C117call	$0	–	-150,000	–	-1.84%	–
	Exit	GenCorp Incnote 4.0625% 31-dec-2039	$0	–	-9,900,000	–	-2.18%	–
DCUA	Exit	Dominion Resources Series Aconv mand	$0	–	-20,000,000	–	-2.39%	–
GLD	Exit	GLD 07/19/14 C128call	$0	–	-200,000	–	-2.64%	–
CWSA	Exit	Citigroup A Wrts 10.61 2019warrants	$0	–	-1,865,974	–	-9.08%	–

Q2 2014

			Value		Shares		↓ Weighting
	New	Micron Technology Tranche Cnote 2.3750% 01-may-2032	$122,464,000	–	35,570,000	–	12.65%	–
CWSA	New	Citigroup A Wrts 10.61 2019warrants	$87,886,000	–	1,865,974	–	9.08%	–
	New	XM Satellite Radionote 7.0000% 01-dec-2014	$80,696,000	–	42,400,000	–	8.34%	–
CGBBW	New	Citigroup B Wrts 17.85 2018warrants	$74,670,000	–	1,585,386	–	7.71%	–
KMIWS	New	KMI 40 2016 Wrtswarrants	$71,390,000	–	1,968,900	–	7.37%	–
	New	Salix Pharmaceuticals Incnote 1.5000% 15-mar-2019	$38,695,000	–	19,709,000	–	4.00%	–
	New	Cemex S.A.B. de C.V. Tranche 1note 3.2500% 15-mar-2016	$32,347,000	–	22,250,000	–	3.34%	–
	New	Starwood Property Trustnote 4.0000% 15-jan-2019	$29,650,000	–	25,850,000	–	3.06%	–
GLD	New	GLD 07/19/14 C128call	$25,608,000	–	200,000	–	2.64%	–
	New	American Realty Cap Propertiesnote 3.0000% 01-aug-2018	$24,248,000	–	23,831,000	–	2.50%	–
DCUA	New	Dominion Resources Series Aconv mand	$23,180,000	–	20,000,000	–	2.39%	–
	New	GenCorp Incnote 4.0625% 31-dec-2039	$21,072,000	–	9,900,000	–	2.18%	–
	New	Take-Two Interactive Systemsnote 1.7500% 01-dec-2016	$19,631,000	–	15,000,000	–	2.03%	–
IWM	New	IWM 07/19/14 C117call	$17,821,000	–	150,000	–	1.84%	–
	New	Vector Groupnote 2.5000% 15-jan-2019	$17,388,000	–	13,000,000	–	1.80%	–
	New	Group 1 Automotive Incnote 2.2500% 15-jun-2036	$17,160,000	–	12,000,000	–	1.77%	–
	New	PDL Biopharma Incnote 4.0000% 01-feb-2018	$17,085,000	–	15,000,000	–	1.76%	–
	New	AK Steel Corpnote 5.0000% 15-nov-2019	$16,625,000	–	10,000,000	–	1.72%	–
	New	Stillwater Miningnote 1.7500% 15-oct-2032	$16,170,000	–	11,000,000	–	1.67%	–
	New	Enersysnote 3.3750% 01-jun-2038	$15,902,000	–	9,192,000	–	1.64%	–
	New	Blackstone Mortgage Trust Incnote 5.2500% 01-dec-2018	$14,467,000	–	13,200,000	–	1.49%	–
	New	Alliant Techsystems Incnote 3.0000% 15-aug-2024	$14,047,000	–	8,000,000	–	1.45%	–
	New	Fluidigm Corporation (Revised)note 2.7500% 01-feb-2034	$13,300,000	–	14,000,000	–	1.37%	–
	New	AMAG Pharmaceuticals Incnote 2.5000% 15-feb-2019	$13,022,000	–	12,250,000	–	1.34%	–
	New	BPZ Resources Incnote 8.5000% 01-oct-2017	$12,817,000	–	10,850,000	–	1.32%	–
	New	Spirit Realty Capital Inc Tranche B (Pending)note 3.7500% 15-may-2021	$12,795,000	–	12,750,000	–	1.32%	–
	New	Vipshop Holdings Ltdnote 1.5000% 15-mar-2019	$11,813,000	–	10,000,000	–	1.22%	–
	New	Vector Groupnote 1.7500% 15-apr-2020	$10,272,000	–	9,600,000	–	1.06%	–
	New	j2 Global Communicationsnote 3.2500% 15-jun-2029	$10,195,000	–	10,000,000	–	1.05%	–
	New	National Health Investors Incnote 3.2500% 01-apr-2021	$10,150,000	–	10,000,000	–	1.05%	–
	New	Ciena Corpnote 4.0000% 15-mar-2015	$9,515,000	–	8,000,000	–	0.98%	–
OCN	New	OCN 01/17/15 C425call	$7,420,000	–	200,000	–	0.77%	–
GULTU	New	Gulf Coast Ultra Deep Royaltyequity	$7,132,000	–	2,434,296	–	0.74%	–
	New	Solazyme Incnote 5.0000% 01-oct-2019	$5,675,000	–	5,000,000	–	0.59%	–
	New	Apollo Commercial Real Estatenote 5.5000% 15-mar-2019	$5,294,000	–	5,000,000	–	0.55%	–
	New	Merrimack Pharmaceuticals Incnote 4.5000% 15-jul-2020	$4,734,000	–	3,500,000	–	0.49%	–
	New	Newpark Resourcesnote 4.0000% 01-oct-2017	$4,462,000	–	3,324,000	–	0.46%	–
	New	Spectranetics Corpnote 2.6250% 01-jun-2034	$4,176,000	–	4,000,000	–	0.43%	–
JCPNQ	New	JCP 01/17/15 C10call	$3,992,000	–	441,100	–	0.41%	–
	New	Molycorp Incnote 6.0000% 01-sep-2017	$3,445,000	–	5,300,000	–	0.36%	–
	New	Exelixis Incnote 4.2500% 15-aug-2019	$3,018,000	–	3,550,000	–	0.31%	–
RFMD	New	RFMD 08/16/14 C9call	$2,398,000	–	250,000	–	0.25%	–
PHH	New	PHH Corpequity	$2,314,000	–	100,693	–	0.24%	–
VRNG	New	VRNG Equityequity	$1,431,000	–	418,376	–	0.15%	–
NEM	New	Newmont Miningequity	$1,310,000	–	51,500	–	0.14%	–
JDSU	New	JDSU 09/20/14 C11call	$1,247,000	–	100,000	–	0.13%	–
FCEL	New	FCEL Equityequity	$997,000	–	415,461	–	0.10%	–
ADXS	New	Advaxisequity	$971,000	–	308,210	–	0.10%	–
RFMD	New	RFMD Equityequity	$918,000	–	95,772	–	0.10%	–
AMSG	New	AMSG Equityequity	$911,000	–	20,000	–	0.09%	–
MCPIQ	New	MCP Equityequity	$832,000	–	323,685	–	0.09%	–
STWD	New	STWD 09/20/14 C25call	$758,000	–	31,900	–	0.08%	–
BPZRQ	New	BPZ Equityequity	$642,000	–	208,402	–	0.07%	–
SZYM	New	SZYM Equityequity	$484,000	–	41,100	–	0.05%	–
GCVRZ	New	Sanofi Aventis CVR-WIequity	$462,000	–	924,600	–	0.05%	–
ADXSW	New	Advaxiswarrants	$278,000	–	88,350	–	0.03%	–
CBSTZ	New	Cubist Pharm - When Issuedequity	$266,000	–	2,295,633	–	0.03%	–
CSV	New	Carriage Servicesequity	$266,000	–	15,500	–	0.03%	–
MACK	New	MACK Equityequity	$216,000	–	29,600	–	0.02%	–

Q4 2013

			Value		Shares		↓ Weighting
BPZRQ	Exit	BPZ Equityequity	$0	–	-50,900	–	-0.01%	–
MCPIQ	Exit	MCP Equityequity	$0	–	-16,700	–	-0.01%	–
VRNG	Exit	VRNG Equityequity	$0	–	-229,968	–	-0.06%	–
PLX	Exit	Protalix BioTherapeutics Incequity	$0	–	-272,200	–	-0.10%	–
HMA	Exit	HMA 11/16/13 C18listed equity options	$0	–	-138,700	–	-0.15%	–
OPTR	Exit	Optimer Pharmaceuticals Incequity	$0	–	-158,684	–	-0.17%	–
	Exit	Molycorp Incnote 5.5000% 01-feb-2018	$0	–	-2,000,000	–	-0.18%	–
	Exit	Endeavour Intl Corpnote 5.5000% 15-jul-2016	$0	–	-2,825,000	–	-0.20%	–
	Exit	Merrimack Pharmaceuticals Incnote 4.5000% 15-jul-2020	$0	–	-3,000,000	–	-0.23%	–
GCVRZ	Exit	Sanofi Aventis CVR-WIequity	$0	–	-1,508,238	–	-0.26%	–
	Exit	Web.com Group Incnote 1.0000% 15-aug-2018	$0	–	-3,000,000	–	-0.29%	–
HOLX	Exit	HOLX 12/21/13 C25listed equity options	$0	–	-214,700	–	-0.38%	–
	Exit	AK Steel Corpnote 5.0000% 15-nov-2019	$0	–	-5,000,000	–	-0.40%	–
	Exit	Exelixis Incnote 4.2500% 15-aug-2019	$0	–	-4,000,000	–	-0.40%	–
STAR	Exit	SFI 01/18/14 C12listed equity options	$0	–	-400,000	–	-0.41%	–
LNG	Exit	LNG Equitylisted equity options	$0	–	-144,171	–	-0.42%	–
JCPNQ	Exit	JCP Equitylisted equity options	$0	–	-600,000	–	-0.45%	–
	Exit	BPZ Resources Incnote 6.5000% 01-mar-2015	$0	–	-6,500,000	–	-0.51%	–
	Exit	Archer Daniels Midlandnote 0.8750% 15-feb-2014	$0	–	-6,087,000	–	-0.53%	–
CBST	Exit	CBST 10/19/13 P55listed equity options	$0	–	-100,000	–	-0.54%	–
	Exit	Suntech Power Holdingsnote 3.0000% 15-mar-2013	$0	–	-24,700,000	–	-0.56%	–
	Exit	Alpha Natural Resources Incnote 3.7500% 15-dec-2017	$0	–	-8,000,000	–	-0.65%	–
	Exit	Hanwha SolarOne Co Ltdnote 3.5000% 15-jan-2018	$0	–	-9,425,000	–	-0.74%	–
	Exit	PHH Corpnote 4.0000% 01-sep-2014	$0	–	-8,600,000	–	-0.80%	–
	Exit	Molycorp Incnote 6.0000% 01-sep-2017	$0	–	-12,050,000	–	-0.82%	–
	Exit	Take-Two Interactive Systemsnote 1.0000% 01-jul-2018	$0	–	-10,000,000	–	-0.94%	–
	Exit	Comtech Telecommunicationsnote 3.0000% 01-may-2029	$0	–	-13,000,000	–	-1.13%	–
	Exit	Green Plains Renewable Energynote 5.7500% 01-nov-2015	$0	–	-10,340,000	–	-1.14%	–
	Exit	Arris Group Incnote 2.0000% 15-nov-2026	$0	–	-12,804,000	–	-1.18%	–
	Exit	Usec Incnote 3.0000% 01-oct-2014	$0	–	-48,028,000	–	-1.18%	–
	Exit	Central European Media (Exchange)note 5.0000% 15-nov-2015	$0	–	-14,564,000	–	-1.19%	–
	Exit	Starwood Property Trustnote 4.0000% 15-jan-2019	$0	–	-15,000,000	–	-1.32%	–
	Exit	McMoRan Exploration Co. (Exchange Offer)note 5.2500% 06-oct-2013	$0	–	-15,000,000	–	-1.33%	–
	Exit	Xilinxnote 3.1250% 15-mar-2037	$0	–	-10,000,000	–	-1.37%	–
	Exit	RF Micro Devices Tranche 2note 1.0000% 15-apr-2014	$0	–	-17,022,000	–	-1.46%	–
	Exit	Electronic Arts Incnote 0.7500% 15-jul-2016	$0	–	-15,750,000	–	-1.46%	–
ADM	Exit	ADM 01/18/14 C39listed equity options	$0	–	-474,600	–	-1.48%	–
	Exit	Chesapeake Energy Corp.note 2.7500% 15-nov-2035	$0	–	-17,000,000	–	-1.50%	–
	Exit	Exterran Holdings Incnote 4.2500% 15-jun-2014	$0	–	-15,000,000	–	-1.59%	–
	Exit	Endo Pharmaceuticals Hldgsnote 1.7500% 15-apr-2015	$0	–	-11,790,000	–	-1.59%	–
	Exit	Vector Groupnote 2.5000% 15-jan-2019	$0	–	-16,000,000	–	-1.63%	–
	Exit	Navistar Internationalnote 3.0000% 15-oct-2014	$0	–	-19,150,000	–	-1.66%	–
	Exit	D.R. Horton Incnote 2.0000% 15-may-2014	$0	–	-13,000,000	–	-1.68%	–
	Exit	Western Refining Incnote 5.7500% 15-jun-2014	$0	–	-6,500,000	–	-1.73%	–
	Exit	Stillwater Miningnote 1.7500% 15-oct-2032	$0	–	-20,000,000	–	-1.79%	–
	Exit	L-3 Communications Holdingsnote 3.0000% 01-aug-2035	$0	–	-20,015,000	–	-1.86%	–
	Exit	Goldcorp Incnote 2.0000% 01-aug-2014	$0	–	-22,537,000	–	-1.94%	–
	Exit	Micron Technology (Exchange)note 1.8750% 01-jun-2027	$0	–	-15,210,000	–	-2.08%	–
	Exit	Newmont Mining Tranche 1note 1.2500% 15-jul-2014	$0	–	-27,100,000	–	-2.33%	–
	Exit	On Semiconductor Corpnote 2.6250% 15-dec-2026	$0	–	-28,427,000	–	-2.43%	–
	Exit	Verisign Incnote 3.2500% 15-aug-2037	$0	–	-20,000,000	–	-2.66%	–
	Exit	Micron Technology Tranche Anote 1.5000% 01-aug-2031	$0	–	-17,000,000	–	-2.69%	–
	Exit	Cemex S.A.B. de C.V. Tranche 1note 3.2500% 15-mar-2016	$0	–	-25,000,000	–	-2.71%	–
	Exit	Covanta Holding Corpnote 3.2500% 01-jun-2014	$0	–	-24,524,000	–	-2.88%	–
	Exit	GenCorp Incnote 4.0625% 31-dec-2039	$0	–	-20,000,000	–	-3.07%	–
GMWSA	Exit	General Motors A 10 Wrts 2016warrants	$0	–	-1,099,628	–	-3.36%	–
	Exit	Tyson Foods Incnote 3.2500% 15-oct-2013	$0	–	-27,500,000	–	-4.01%	–
KMIWS	Exit	KMI 40 2016 Wrtswarrants	$0	–	-1,913,460	–	-5.78%	–
CGBBW	Exit	Citigroup B Wrts 17.85 2018warrants	$0	–	-1,793,300	–	-7.39%	–
CWSA	Exit	Citigroup A Wrts 10.61 2019warrants	$0	–	-1,877,734	–	-7.74%	–
SPY	Exit	SPY 11/16/13 P167listed equity options	$0	–	-664,400	–	-9.48%	–

Q3 2013

			Value		Shares		↓ Weighting
SPY	New	SPY 11/16/13 P167listed equity options	$111,626,000	–	664,400	–	9.48%	–
CWSA	Sell	Citigroup A Wrts 10.61 2019warrants	$91,087,000	-5.2%	1,877,734	-6.3%	7.74%	-8.8%
KMIWS	Buy	KMI 40 2016 Wrtswarrants	$68,062,000	+7.2%	1,913,460	+14.9%	5.78%	+3.2%
GMWSA	Sell	General Motors A 10 Wrts 2016warrants	$39,554,000	-17.0%	1,099,628	-23.1%	3.36%	-20.1%
	Buy	GenCorp Incnote 4.0625% 31-dec-2039	$36,120,000	-1.6%	20,000,000	+1.0%	3.07%	-5.3%
	Sell	Covanta Holding Corpnote 3.2500% 01-jun-2014	$33,843,000	+2.5%	24,524,000	-3.9%	2.88%	-1.3%
	Sell	Cemex S.A.B. de C.V. Tranche 1note 3.2500% 15-mar-2016	$31,938,000	-12.6%	25,000,000	-16.7%	2.71%	-15.9%
	Buy	Micron Technology Tranche Anote 1.5000% 01-aug-2031	$31,694,000	+71.8%	17,000,000	+41.7%	2.69%	+65.5%
	New	Verisign Incnote 3.2500% 15-aug-2037	$31,375,000	–	20,000,000	–	2.66%	–
	Sell	On Semiconductor Corpnote 2.6250% 15-dec-2026	$28,569,000	-3.2%	28,427,000	-0.2%	2.43%	-6.8%
	Buy	Newmont Mining Tranche 1note 1.2500% 15-jul-2014	$27,452,000	+182.4%	27,100,000	+182.3%	2.33%	+171.8%
	New	Micron Technology (Exchange)note 1.8750% 01-jun-2027	$24,507,000	–	15,210,000	–	2.08%	–
	Sell	Goldcorp Incnote 2.0000% 01-aug-2014	$22,796,000	-31.8%	22,537,000	-31.8%	1.94%	-34.3%
	Sell	L-3 Communications Holdingsnote 3.0000% 01-aug-2035	$21,841,000	-20.7%	20,015,000	-25.9%	1.86%	-23.7%
	Sell	Stillwater Miningnote 1.7500% 15-oct-2032	$21,050,000	-12.6%	20,000,000	-13.4%	1.79%	-15.9%
	New	Western Refining Incnote 5.7500% 15-jun-2014	$20,345,000	–	6,500,000	–	1.73%	–
	New	D.R. Horton Incnote 2.0000% 15-may-2014	$19,780,000	–	13,000,000	–	1.68%	–
	Buy	Navistar Internationalnote 3.0000% 15-oct-2014	$19,581,000	+18.4%	19,150,000	+12.6%	1.66%	+14.0%
	Sell	Endo Pharmaceuticals Hldgsnote 1.7500% 15-apr-2015	$18,724,000	-43.5%	11,790,000	-52.4%	1.59%	-45.6%
	Sell	Exterran Holdings Incnote 4.2500% 15-jun-2014	$18,703,000	-14.8%	15,000,000	-11.8%	1.59%	-18.0%
	Buy	Chesapeake Energy Corp.note 2.7500% 15-nov-2035	$17,680,000	+7.2%	17,000,000	+3.0%	1.50%	+3.2%
ADM	New	ADM 01/18/14 C39listed equity options	$17,484,000	–	474,600	–	1.48%	–
	Sell	Electronic Arts Incnote 0.7500% 15-jul-2016	$17,148,000	-13.3%	15,750,000	-17.1%	1.46%	-16.5%
	New	Xilinxnote 3.1250% 15-mar-2037	$16,170,000	–	10,000,000	–	1.37%	–
	New	McMoRan Exploration Co. (Exchange Offer)note 5.2500% 06-oct-2013	$15,618,000	–	15,000,000	–	1.33%	–
	New	Starwood Property Trustnote 4.0000% 15-jan-2019	$15,544,000	–	15,000,000	–	1.32%	–
	Sell	Central European Media (Exchange)note 5.0000% 15-nov-2015	$13,981,000	-14.4%	14,564,000	-14.7%	1.19%	-17.6%
	Sell	Arris Group Incnote 2.0000% 15-nov-2026	$13,828,000	-12.3%	12,804,000	-16.3%	1.18%	-15.5%
	Buy	Green Plains Renewable Energynote 5.7500% 01-nov-2015	$13,478,000	+17.5%	10,340,000	+4.4%	1.14%	+13.1%
	Sell	Comtech Telecommunicationsnote 3.0000% 01-may-2029	$13,309,000	-15.3%	13,000,000	-14.3%	1.13%	-18.5%
	New	PHH Corpnote 4.0000% 01-sep-2014	$9,374,000	–	8,600,000	–	0.80%	–
	Sell	Hanwha SolarOne Co Ltdnote 3.5000% 15-jan-2018	$8,695,000	-32.4%	9,425,000	-37.7%	0.74%	-34.8%
	New	Alpha Natural Resources Incnote 3.7500% 15-dec-2017	$7,620,000	–	8,000,000	–	0.65%	–
	New	Suntech Power Holdingsnote 3.0000% 15-mar-2013	$6,546,000	–	24,700,000	–	0.56%	–
CBST	New	CBST 10/19/13 P55listed equity options	$6,355,000	–	100,000	–	0.54%	–
	Sell	Archer Daniels Midlandnote 0.8750% 15-feb-2014	$6,194,000	-66.1%	6,087,000	-66.3%	0.53%	-67.4%
	Sell	BPZ Resources Incnote 6.5000% 01-mar-2015	$6,045,000	-48.0%	6,500,000	-55.6%	0.51%	-50.0%
JCPNQ	Buy	JCP Equitylisted equity options	$5,283,000	+2323.4%	600,000	+4601.5%	0.45%	+2263.2%
LNG	Buy	LNG Equitylisted equity options	$4,922,000	+127.0%	144,171	+84.6%	0.42%	+118.8%
STAR	New	SFI 01/18/14 C12listed equity options	$4,816,000	–	400,000	–	0.41%	–
	New	AK Steel Corpnote 5.0000% 15-nov-2019	$4,725,000	–	5,000,000	–	0.40%	–
HOLX	New	HOLX 12/21/13 C25listed equity options	$4,434,000	–	214,700	–	0.38%	–
	New	Web.com Group Incnote 1.0000% 15-aug-2018	$3,423,000	–	3,000,000	–	0.29%	–
GCVRZ	Buy	Sanofi Aventis CVR-WIequity	$3,047,000	+60.4%	1,508,238	+50.8%	0.26%	+54.2%
	New	Merrimack Pharmaceuticals Incnote 4.5000% 15-jul-2020	$2,730,000	–	3,000,000	–	0.23%	–
	Sell	Endeavour Intl Corpnote 5.5000% 15-jul-2016	$2,387,000	-1.4%	2,825,000	-29.4%	0.20%	-5.1%
OPTR	New	Optimer Pharmaceuticals Incequity	$1,998,000	–	158,684	–	0.17%	–
HMA	New	HMA 11/16/13 C18listed equity options	$1,775,000	–	138,700	–	0.15%	–
PLX	New	Protalix BioTherapeutics Incequity	$1,233,000	–	272,200	–	0.10%	–
VRNG	Buy	VRNG Equityequity	$660,000	+4.1%	229,968	+15.0%	0.06%	0.0%
TSLA	Exit	TESLA MTRS INCput	$0	–	-6,500	–	-0.06%	–
	Exit	Gevo Incnote 7.5000% 01-jul-2022	$0	–	-1,800,000	–	-0.10%	–
HMA	Exit	HEALTH MGMT ASSOC INC NEWcall	$0	–	-138,700	–	-0.19%	–
	Exit	HOLOGIC INCnote 2.0000% 15-dec-2043	$0	–	-2,500,000	–	-0.23%	–
JCPNQ	Exit	PENNEY J C INCput	$0	–	-200,000	–	-0.30%	–
NUAN	Exit	Nuance Communications Incequity	$0	–	-242,095	–	-0.39%	–
STAR	Exit	ISTAR FINL INCcall	$0	–	-400,000	–	-0.40%	–
	Exit	Chemed Corpnote 1.8750% 15-may-2014	$0	–	-5,755,000	–	-0.54%	–
ADM	Exit	ADM 01/18/14 C39call	$0	–	-368,300	–	-1.10%	–
	Exit	Stone Energy Corpnote 1.7500% 01-mar-2017	$0	–	-13,500,000	–	-1.10%	–
	Exit	Take-Two Interactive Systemsnote 4.3750% 01-jun-2014	$0	–	-10,491,000	–	-1.32%	–
	Exit	Theravance Inc.note 3.0000% 15-jan-2015	$0	–	-12,809,000	–	-1.68%	–
	Exit	Molson Coors Brewing Conote 2.5000% 30-jul-2013	$0	–	-27,703,000	–	-2.46%	–
	Exit	Tesla Motors Incnote 1.5000% 01-jun-2018	$0	–	-26,000,000	–	-2.59%	–
DCUB	Exit	Dominion Resources Series Bconv mand	$0	–	-680,000	–	-3.00%	–
	Exit	E M C CORP MASSnote 1.7500% 01-dec-2013	$0	–	-27,090,000	–	-3.53%	–
DCUA	Exit	Dominion Resources Series Aconv mand	$0	–	-900,000	–	-3.96%	–

Q2 2013

			Value		Shares		↓ Weighting
CWSA	New	CITIGROUP INCwarrants	$96,124,000	–	2,003,834	–	8.48%	–
CGBBW	New	CITIGROUP INCwarrants	$86,025,000	–	1,793,300	–	7.59%	–
KMIWS	New	KINDER MORGAN INC DELwarrants	$63,520,000	–	1,665,000	–	5.60%	–
GMWSA	New	General Motors A 10 Wrts 2016warrants	$47,657,000	–	1,430,699	–	4.20%	–
DCUA	New	Dominion Resources Series Aconv mand	$44,937,000	–	900,000	–	3.96%	–
	New	Tyson Foods Incnote 3.2500% 15-oct-2013	$42,161,000	–	27,500,000	–	3.72%	–
	New	E M C CORP MASSnote 1.7500% 01-dec-2013	$39,975,000	–	27,090,000	–	3.53%	–
	New	GenCorp Incnote 4.0625% 31-dec-2039	$36,707,000	–	19,803,000	–	3.24%	–
	New	Cemex S.A.B. de C.V. Tranche 1note 3.2500% 15-mar-2016	$36,555,000	–	30,000,000	–	3.22%	–
DCUB	New	Dominion Resources Series Bconv mand	$33,952,000	–	680,000	–	3.00%	–
	New	Goldcorp Incnote 2.0000% 01-aug-2014	$33,417,000	–	33,037,000	–	2.95%	–
	New	ENDO HEALTH SOLUTIONS INCnote 1.7500% 15-apr-2015	$33,141,000	–	24,790,000	–	2.92%	–
	New	Covanta Holding Corpnote 3.2500% 01-jun-2014	$33,003,000	–	25,524,000	–	2.91%	–
	New	On Semiconductor Corpnote 2.6250% 15-dec-2026	$29,527,000	–	28,477,000	–	2.60%	–
	New	Tesla Motors Incnote 1.5000% 01-jun-2018	$29,315,000	–	26,000,000	–	2.59%	–
	New	Molson Coors Brewing Conote 2.5000% 30-jul-2013	$27,894,000	–	27,703,000	–	2.46%	–
	New	L-3 Communications Holdingsnote 3.0000% 01-aug-2035	$27,555,000	–	27,015,000	–	2.43%	–
	New	Stillwater Miningnote 1.7500% 15-oct-2032	$24,096,000	–	23,100,000	–	2.13%	–
	New	Exterran Holdings Incnote 4.2500% 15-jun-2014	$21,962,000	–	17,000,000	–	1.94%	–
	New	Electronic Arts Incnote 0.7500% 15-jul-2016	$19,784,000	–	19,000,000	–	1.74%	–
	New	Theravance Inc.note 3.0000% 15-jan-2015	$19,069,000	–	12,809,000	–	1.68%	–
	New	Vector Groupnote 2.5000% 15-jan-2019	$18,840,000	–	16,000,000	–	1.66%	–
	New	Micron Technology Tranche Anote 1.5000% 01-aug-2031	$18,443,000	–	12,000,000	–	1.63%	–
	New	Archer Daniels Midlandnote 0.8750% 15-feb-2014	$18,268,000	–	18,087,000	–	1.61%	–
	New	RF Micro Devices Tranche 2note 1.0000% 15-apr-2014	$17,150,000	–	17,022,000	–	1.51%	–
	New	Navistar Internationalnote 3.0000% 15-oct-2014	$16,533,000	–	17,000,000	–	1.46%	–
	New	Chesapeake Energy Corp.note 2.7500% 15-nov-2035	$16,500,000	–	16,500,000	–	1.46%	–
	New	Central European Media (Exchange)note 5.0000% 15-nov-2015	$16,339,000	–	17,064,000	–	1.44%	–
	New	Arris Group Incnote 2.0000% 15-nov-2026	$15,763,000	–	15,304,000	–	1.39%	–
	New	Comtech Telecommunicationsnote 3.0000% 01-may-2029	$15,710,000	–	15,164,000	–	1.39%	–
	New	Take-Two Interactive Systemsnote 4.3750% 01-jun-2014	$14,960,000	–	10,491,000	–	1.32%	–
	New	SOLARFUN POWER HOLDINGS CO Lnote 3.5000% 15-jan-2018	$12,856,000	–	15,125,000	–	1.13%	–
	New	Stone Energy Corpnote 1.7500% 01-mar-2017	$12,513,000	–	13,500,000	–	1.10%	–
ADM	New	ADM 01/18/14 C39call	$12,489,000	–	368,300	–	1.10%	–
	New	BPZ Resources Incnote 6.5000% 01-mar-2015	$11,635,000	–	14,635,000	–	1.03%	–
	New	Green Plains Renewable Energynote 5.7500% 01-nov-2015	$11,469,000	–	9,900,000	–	1.01%	–
	New	Usec Incnote 3.0000% 01-oct-2014	$10,326,000	–	48,028,000	–	0.91%	–
	New	Take-Two Interactive Systemsnote 1.0000% 01-jul-2018	$9,775,000	–	10,000,000	–	0.86%	–
	New	Newmont Mining Tranche 1note 1.2500% 15-jul-2014	$9,720,000	–	9,600,000	–	0.86%	–
	New	Molycorp Incnote 6.0000% 01-sep-2017	$9,279,000	–	12,050,000	–	0.82%	–
	New	Chemed Corpnote 1.8750% 15-may-2014	$6,061,000	–	5,755,000	–	0.54%	–
STAR	New	ISTAR FINL INCcall	$4,516,000	–	400,000	–	0.40%	–
NUAN	New	Nuance Communications Incequity	$4,455,000	–	242,095	–	0.39%	–
	New	Exelixis Incnote 4.2500% 15-aug-2019	$3,880,000	–	4,000,000	–	0.34%	–
JCPNQ	New	PENNEY J C INCput	$3,416,000	–	200,000	–	0.30%	–
	New	HOLOGIC INCnote 2.0000% 15-dec-2043	$2,570,000	–	2,500,000	–	0.23%	–
	New	Endeavour Intl Corpnote 5.5000% 15-jul-2016	$2,420,000	–	4,000,000	–	0.21%	–
HMA	New	HEALTH MGMT ASSOC INC NEWcall	$2,180,000	–	138,700	–	0.19%	–
LNG	New	CHENIERE ENERGY INCequity	$2,168,000	–	78,100	–	0.19%	–
	New	Molycorp Incnote 5.5000% 01-feb-2018	$2,000,000	–	2,000,000	–	0.18%	–
GCVRZ	New	SANOFIequity	$1,900,000	–	1,000,000	–	0.17%	–
	New	Gevo Incnote 7.5000% 01-jul-2022	$1,179,000	–	1,800,000	–	0.10%	–
TSLA	New	TESLA MTRS INCput	$698,000	–	6,500	–	0.06%	–
VRNG	New	VRINGO INCequity	$634,000	–	200,000	–	0.06%	–
JCPNQ	New	PENNEY J C INCequity	$218,000	–	12,762	–	0.02%	–
MCPIQ	New	MOLYCORP INC DELequity	$104,000	–	16,700	–	0.01%	–
BPZRQ	New	BPZ Equityequity	$91,000	–	50,900	–	0.01%	–

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