Cheyne Capital Management (UK) LLP Activity Q1 2007-Q3 2023

Q3 2023

			Value		Shares		↓ Weighting
LLY	Buy	LILLY ELI & CO.	$10,189,356	+45.2%	18,970	+26.8%	29.36%	+13.6%
S	Buy	SENTINELONE INCcl a	$4,496,562	+101.2%	266,700	+80.2%	12.96%	+57.4%
GOLD	New	BARRICK GOLD CORP	$2,910,000	–	200,000	–	8.39%	–
	Sell	NOBLE CORP PLC	$1,215,600	-8.3%	24,000	-25.2%	3.50%	-28.3%
CVE	New	CENOVUS ENERGY INC	$1,103,460	–	53,000	–	3.18%	–
CRC	New	CALIFORNIA RESOURCES CORP	$1,052,148	–	18,785	–	3.03%	–
AEM	New	AGNICO EAGLE MINES LTD	$745,380	–	16,400	–	2.15%	–
	New	LIBERTY MEDIA CORP DELnote 2.250% 8/1	$587,413	–	600,000	–	1.69%	–
CRL	New	CHARLES RIV LABS INTL INC	$489,950	–	2,500	–	1.41%	–
BRY	New	BERRY CORP	$254,200	–	31,000	–	0.73%	–
TVTX	New	TRAVERE THERAPEUTICS INC	$234,228	–	26,200	–	0.68%	–
	New	ALLBIRDS INC	$111,000	–	100,000	–	0.32%	–
MGTA	Exit	MAGENTA THERAPEUTICS INC	$0	–	-47,170	–	-0.13%	–
	Exit	SEA LTDnote 2.375%12/0	$0	–	-500,000	–	-1.88%	–
FTCH	Exit	FARFETCH LTDord sh cl a	$0	–	-359,907	–	-8.01%	–
SE	Exit	SEA LTDsponsord ads	$0	–	-48,800	–	-10.44%	–

Q2 2023

			Value		Shares		↓ Weighting
LLY	New	LILLY ELI & CO	$7,015,941	–	14,960	–	25.85%	–
OXY	New	OCCIDENTAL PETE CORP	$3,145,800	–	53,500	–	11.59%	–
SE	New	SEA LTDsponsord ads	$2,832,352	–	48,800	–	10.44%	–
S	New	SENTINELONE INCcl a	$2,234,800	–	148,000	–	8.24%	–
FTCH	New	FARFETCH LTDord sh cl a	$2,173,838	–	359,907	–	8.01%	–
SU	New	SUNCOR ENERGY INC NEW	$1,357,516	–	46,300	–	5.00%	–
	New	NOBLE CORP PLC	$1,326,051	–	32,100	–	4.89%	–
IQV	New	IQVIA HLDGS INC	$1,078,896	–	4,800	–	3.98%	–
KMI	New	KINDER MORGAN INC DEL	$1,033,200	–	60,000	–	3.81%	–
EWZ	New	ISHARES INCmsci brazil etf	$891,825	–	27,500	–	3.29%	–
UBER	New	UBER TECHNOLOGIES INC	$863,400	–	20,000	–	3.18%	–
OXYWS	New	OCCIDENTAL PETE CORP*w exp 08/03/202	$578,460	–	15,500	–	2.13%	–
LH	New	LABORATORY CORP AMER HLDGS	$530,926	–	2,200	–	1.96%	–
KR	New	KROGER CO	$517,000	–	11,000	–	1.90%	–
	New	SEA LTDnote 2.375%12/0	$510,306	–	500,000	–	1.88%	–
PAAS	New	PAN AMERN SILVER CORP	$449,064	–	30,800	–	1.66%	–
RAPT	New	RAPT THERAPEUTICS INC	$374,000	–	20,000	–	1.38%	–
	New	WARNER BROS DISCOVERY INC	$188,100	–	15,000	–	0.69%	–
MGTA	New	MAGENTA THERAPEUTICS INC	$35,755	–	47,170	–	0.13%	–

Q4 2022

			Value		Shares		↓ Weighting
ARBGW	Exit	AEQUI ACQUISITION CORP*w exp 11/30/202	$0	–	-14,830	–	-0.00%	–
MGTA	Exit	MAGENTA THERAPEUTICS INC	$0	–	-47,170	–	-0.14%	–
KVSA	Exit	KHOSLA VENTURES ACQUISITIONcl a	$0	–	-11,723	–	-0.25%	–
	Exit	M3 BRIGADE ACQUISITION III	$0	–	-13,043	–	-0.28%	–
BSKY	Exit	BIG SKY GROWTH PARTNERS INC	$0	–	-13,815	–	-0.29%	–
AAPL	Exit	APPLE INC	$0	–	-275	–	-0.45%	–
BRY	Exit	BERRY CORP	$0	–	-31,000	–	-0.50%	–
LCA	Exit	LANDCADIA HOLDINGS IV INC	$0	–	-33,417	–	-0.70%	–
DHBC	Exit	DHB CAPITAL CORP	$0	–	-37,693	–	-0.79%	–
MIT	Exit	MASON INDUSTRIAL TECHNOLGY I	$0	–	-37,844	–	-0.79%	–
MBAC	Exit	M3 BRIGADE ACQUISITION II CO	$0	–	-39,304	–	-0.83%	–
GTPB	Exit	GORES TECHNOLOGY PARTNERS II	$0	–	-39,957	–	-0.84%	–
FRW	Exit	PWP FORWARD ACQUISITION CORP	$0	–	-44,339	–	-0.93%	–
FCX	Exit	FREEPORT-MCMORAN INCcl b	$0	–	-16,500	–	-0.96%	–
PAAS	Exit	PAN AMERN SILVER CORP	$0	–	-30,800	–	-1.05%	–
CCJ	Exit	CAMECO CORP	$0	–	-25,700	–	-1.46%	–
AEM	Exit	AGNICO EAGLE MINES LTD	$0	–	-16,400	–	-1.48%	–
CRC	Exit	CALIFORNIA RES CORP	$0	–	-18,785	–	-1.54%	–
UBER	Exit	UBER TECHNOLOGIES INC	$0	–	-29,200	–	-1.66%	–
BABA	Exit	ALIBABA GROUP HLDG LTDsponsored ads	$0	–	-9,800	–	-1.68%	–
CVE	Exit	CENOVUS ENERGY INC	$0	–	-53,000	–	-1.74%	–
TECK	Exit	TECK RESOURCES LTDcl b	$0	–	-28,100	–	-1.83%	–
	Exit	NOBLE CORP NEW	$0	–	-32,100	–	-2.03%	–
SU	Exit	SUNCOR ENERGY INC NEW	$0	–	-46,300	–	-2.79%	–
OXY	Exit	OCCIDENTAL PETE CORP	$0	–	-23,602	–	-4.26%	–
CRWD	Exit	CROWDSTRIKE HLDGS INCcl a	$0	–	-12,400	–	-4.37%	–
BILL	Exit	BILL COM HLDGS INC	$0	–	-15,500	–	-4.39%	–
MSOS	Exit	ADVISORSHARES TRpure us cannabis	$0	–	-253,072	–	-4.82%	–
RDNT	Exit	RADNET INC	$0	–	-143,598	–	-6.25%	–
GOLD	Exit	BARRICK GOLD CORP	$0	–	-200,000	–	-6.63%	–
CHK	Exit	CHESAPEAKE ENERGY CORP	$0	–	-38,650	–	-7.79%	–
FTCH	Exit	FARFETCH LTDord sh cl a	$0	–	-537,718	–	-8.57%	–
SWCH	Exit	SWITCH INCcl a	$0	–	-131,000	–	-9.44%	–
ATVI	Exit	ACTIVISION BLIZZARD INC	$0	–	-116,101	–	-18.46%	–

Q3 2022

			Value		Shares		↓ Weighting
ATVI	Buy	ACTIVISION BLIZZARD INC	$8,631,000	+78.8%	116,101	+87.3%	18.46%	+352.9%
FTCH	Buy	FARFETCH LTDord sh cl a	$4,006,000	+39.9%	537,718	+34.4%	8.57%	+254.2%
CHK	Sell	CHESAPEAKE ENERGY CORP	$3,641,000	-35.2%	38,650	-44.2%	7.79%	+64.2%
RDNT	Buy	RADNET INC	$2,922,000	+22.2%	143,598	+3.7%	6.25%	+209.4%
MSOS	Buy	ADVISORSHARES TRpure us cannabis	$2,255,000	+16.8%	253,072	+35.7%	4.82%	+195.7%
BILL	New	BILL COM HLDGS INC	$2,052,000	–	15,500	–	4.39%	–
CRWD	New	CROWDSTRIKE HLDGS INCcl a	$2,044,000	–	12,400	–	4.37%	–
OXY	Sell	OCCIDENTAL PETE CORP	$1,994,000	-7.6%	23,602	-0.6%	4.26%	+134.0%
	New	NOBLE CORP NEW	$950,000	–	32,100	–	2.03%	–
CVE	New	CENOVUS ENERGY INC	$815,000	–	53,000	–	1.74%	–
UBER	New	UBER TECHNOLOGIES INC	$774,000	–	29,200	–	1.66%	–
CCJ	Sell	CAMECO CORP	$681,000	-15.8%	25,700	-33.2%	1.46%	+113.3%
FRW	Sell	PWP FORWARD ACQUISITION CORP	$436,000	+0.7%	44,339	-0.1%	0.93%	+154.9%
GTPB	Sell	GORES TECHNOLOGY PARTNERS II	$392,000	+0.3%	39,957	-0.1%	0.84%	+153.9%
MBAC	Sell	M3 BRIGADE ACQUISITION II CO	$386,000	-0.3%	39,304	-0.3%	0.83%	+152.6%
DHBC	Sell	DHB CAPITAL CORP	$371,000	+0.5%	37,693	-0.1%	0.79%	+154.5%
LCA	Sell	LANDCADIA HOLDINGS IV INC	$328,000	-0.6%	33,417	-0.7%	0.70%	+151.6%
AAPL	New	APPLE INC	$212,000	–	275	–	0.45%	–
BSKY	Sell	BIG SKY GROWTH PARTNERS INC	$135,000	-0.7%	13,815	-1.0%	0.29%	+151.3%
	Sell	M3 BRIGADE ACQUISITION III	$132,000	+0.8%	13,043	-0.4%	0.28%	+154.1%
KVSA	Sell	KHOSLA VENTURES ACQUISITIONcl a	$115,000	-4.2%	11,723	-4.9%	0.25%	+143.6%
ARBGW	New	AEQUI ACQUISITION CORP*w exp 11/30/202	$1,000	–	14,830	–	0.00%	–
	Exit	CEPTON INC*w exp 06/01/202	$0	–	-10,000	–	-0.00%	–
MACCWS	Exit	MISSION ADVANCEMENT CORP*w exp 03/05/202	$0	–	-14,666	–	-0.00%	–
SBIIWS	Exit	SANDBRIDGE X2 CORP*w exp 03/11/202	$0	–	-14,348	–	-0.00%	–
ARBGW	Exit	AEQUI ACQUISITION CORP*w exp 11/30/202	$0	–	-16,666	–	-0.00%	–
SSAAW	Exit	SCIENCE STRATEGIC ACQ ALPHA*w exp 01/20/202	$0	–	-15,098	–	-0.00%	–
PTOCW	Exit	PINE TECHNOLOGY ACQUISITN CO*w exp 03/31/202	$0	–	-15,931	–	-0.00%	–
GHACW	Exit	GAMING & HOSPITALITY ACQU CO*w exp 02/04/202	$0	–	-10,001	–	-0.00%	–
ACAHW	Exit	ATLANTIC COASTAL ACQUISTN CO*w exp 03/02/202	$0	–	-11,166	–	-0.00%	–
HIIIW	Exit	HUDSON EXECUTIVE INVES III*w exp 02/22/202	$0	–	-10,000	–	-0.00%	–
ETACW	Exit	E MERGE TECHNOLOGY ACQUISITI*w exp 07/30/202	$0	–	-16,666	–	-0.00%	–
ZWRKW	Exit	Z-WORK ACQUISITION CORP*w exp 01/04/202	$0	–	-16,933	–	-0.00%	–
RXRAW	Exit	RXR ACQUISITION CORP*w exp 03/08/202	$0	–	-11,000	–	-0.00%	–
LOKMWS	Exit	LIVE OAK MOBILITY ACQUISI CO*w exp 03/04/202	$0	–	-10,000	–	-0.00%	–
MBACWS	Exit	M3 BRIGADE ACQUISITION II CO*w exp 03/09/202	$0	–	-13,503	–	-0.00%	–
FVIVWS	Exit	FORTRESS VALUE ACQUISI CORP*w exp 03/18/202	$0	–	-10,330	–	-0.00%	–
MITWS	Exit	MASON INDUSTRIAL TECHNOLGY I*w exp 99/99/999	$0	–	-17,333	–	-0.00%	–
TBCPW	Exit	THUNDER BRIDGE CAP PRTNRS II*w exp 02/01/202	$0	–	-10,000	–	-0.00%	–
SHACW	Exit	SCP & CO HEALTHCARE ACQUSTN*w exp 01/27/202	$0	–	-25,000	–	-0.00%	–
ANZUW	Exit	ANZU SPECIAL ACQUISITIN CORP*w exp 01/27/202	$0	–	-15,423	–	-0.00%	–
DHBCW	Exit	DHB CAPITAL CORP*w exp 03/31/202	$0	–	-12,741	–	-0.00%	–
HLAHW	Exit	HAMILTON LANE ALLIANCE HLDGS*w exp 01/12/202	$0	–	-17,864	–	-0.00%	–
TETCW	Exit	TECH AND ENERGY TRANSITION*w exp 03/31/202	$0	–	-21,216	–	-0.00%	–
CFFEW	Exit	CF ACQUISITION CORP VIII*w exp 03/31/202	$0	–	-12,500	–	-0.00%	–
	Exit	BUZZFEED INC*w exp 12/03/202	$0	–	-20,706	–	-0.00%	–
TSPQWS	Exit	TCW SPECIAL PURPOSE ACQU COR*w exp 99/99/999	$0	–	-20,000	–	-0.00%	–
KAHCWS	Exit	KKR ACQUISITION HOLDING I CO*w exp 03/17/202	$0	–	-15,000	–	-0.00%	–
LCAHW	Exit	LANDCADIA HOLDINGS IV INC*w exp 03/29/202	$0	–	-15,000	–	-0.00%	–
	Exit	ADTHEORENT HOLDING COMPANY*w exp 12/26/202	$0	–	-20,104	–	-0.01%	–
	Exit	ENERGY VAULT HOLDINGS INC*w exp 02/11/202	$0	–	-16,147	–	-0.02%	–
	Exit	DA32 LIFE SCNCE TEC ACQSTN C	$0	–	-10,000	–	-0.08%	–
KVSC	Exit	KHOSLA VENTURES ACQUT CO III	$0	–	-12,772	–	-0.10%	–
SWET	Exit	ATHLON ACQUISITION CORP	$0	–	-12,750	–	-0.11%	–
FVIV	Exit	FORTRESS VALUE ACQUISI CORP	$0	–	-15,379	–	-0.13%	–
GHAC	Exit	GAMING & HOSPITALITY ACQU CO	$0	–	-18,903	–	-0.16%	–
	Exit	FINTECH ACQUISITION CORP VI	$0	–	-19,800	–	-0.16%	–
ARBG	Exit	AEQUI ACQUISITION CORP	$0	–	-25,681	–	-0.21%	–
LHAA	Exit	LERER HIPPEAU ACQUISITION COcl a	$0	–	-26,373	–	-0.22%	–
AAPL	Exit	APPLE INCput	$0	–	-275	–	-0.25%	–
SSAA	Exit	SCIENCE STRATEGIC ACQ ALPHA	$0	–	-40,341	–	-0.33%	–
ANZU	Exit	ANZU SPECIAL ACQUISITIN CORP	$0	–	-45,307	–	-0.38%	–
HLAH	Exit	HAMILTON LANE ALLIANCE HLDGS	$0	–	-52,366	–	-0.43%	–
	Exit	BLOCK INCnote 0.125% 3/0	$0	–	-690,000	–	-0.55%	–
	Exit	TWITTER INCnote 0.250% 6/1	$0	–	-675,000	–	-0.56%	–
	Exit	OKTA INCnote 0.375% 6/1	$0	–	-800,000	–	-0.57%	–
PPLT	Exit	ABRDN PLATINUM ETF TRUST	$0	–	-8,750	–	-0.61%	–
	Exit	ROYAL CARIBBEAN GROUPnote 4.250% 6/1	$0	–	-800,000	–	-0.65%	–
	Exit	PARSONS CORP DELnote 0.250% 8/1	$0	–	-750,000	–	-0.67%	–
	Exit	DEXCOM INCnote 0.250%11/1	$0	–	-900,000	–	-0.70%	–
	Exit	VIAVI SOLUTIONS INCnote 1.000% 3/0	$0	–	-750,000	–	-0.71%	–
KOS	Exit	KOSMOS ENERGY LTD	$0	–	-150,000	–	-0.78%	–
	Exit	SOUTHWEST AIRLS COnote 1.250% 5/0	$0	–	-800,000	–	-0.80%	–
	Exit	SOLAREDGE TECHNOLOGIES INCnote 9/1	$0	–	-790,000	–	-0.80%	–
	Exit	BENTLEY SYS INCnote 0.125% 1/1	$0	–	-1,100,000	–	-0.81%	–
	Exit	SNAP INCnote 0.750% 8/0	$0	–	-1,000,000	–	-0.81%	–
	Exit	LIVE NATION ENTERTAINMENT INnote 2.000% 2/1	$0	–	-1,000,000	–	-0.89%	–
	Exit	LUMENTUM HLDGS INCnote 0.500%12/1	$0	–	-1,045,000	–	-0.90%	–
	Exit	COUPA SOFTWARE INCnote 0.125% 6/1	$0	–	-1,325,000	–	-0.94%	–
	Exit	SPLUNK INCnote 1.125% 9/1	$0	–	-1,200,000	–	-0.96%	–
	Exit	INSMED INCnote 1.750% 1/1	$0	–	-1,200,000	–	-0.96%	–
	Exit	EXACT SCIENCES CORPnote 0.375% 3/0	$0	–	-1,800,000	–	-1.05%	–
	Exit	CYBERARK SOFTWARE LTDnote 11/1	$0	–	-1,400,000	–	-1.25%	–
	Exit	BIOMARIN PHARMACEUTICAL INCnote 0.599% 8/0	$0	–	-1,500,000	–	-1.26%	–
	Exit	CABLE ONE INCnote 3/1	$0	–	-1,800,000	–	-1.26%	–
	Exit	CHEGG INCnote 0.125% 3/1	$0	–	-1,770,000	–	-1.27%	–
	Exit	LIVEPERSON INCnote 0.750% 3/0	$0	–	-1,670,000	–	-1.29%	–
JD	Exit	JD.COM INCspon adr cl a	$0	–	-25,000	–	-1.36%	–
	Exit	JAZZ INVESTMENTS I LTDnote 2.000% 6/1	$0	–	-1,380,000	–	-1.37%	–
	Exit	RINGCENTRAL INCnote 3/0	$0	–	-2,330,000	–	-1.62%	–
	Exit	FORD MTR CO DELnote 3/1	$0	–	-2,180,000	–	-1.69%	–
	Exit	NRG ENERGY INCdbcv 2.750% 6/0	$0	–	-1,900,000	–	-1.74%	–
	Exit	EURONET WORLDWIDE INCnote 0.750% 3/1	$0	–	-2,000,000	–	-1.74%	–
	Exit	WESTERN DIGITAL CORP.note 1.500% 2/0	$0	–	-2,250,000	–	-1.81%	–
	Exit	DROPBOX INCnote 3/0	$0	–	-2,710,000	–	-2.07%	–
TASK	Exit	TASKUS INC	$0	–	-148,000	–	-2.11%	–
	Exit	AKAMAI TECHNOLOGIES INCnote 0.375% 9/0	$0	–	-3,000,000	–	-2.52%	–
GLD	Exit	SPDR GOLD TR	$0	–	-21,000	–	-2.99%	–
VG	Exit	VONAGE HLDGS CORP	$0	–	-250,000	–	-3.98%	–
SLB	Exit	SCHLUMBERGER LTD	$0	–	-170,000	–	-5.13%	–
XLE	Exit	SELECT SECTOR SPDR TRenergy	$0	–	-100,000	–	-6.04%	–
OIH	Exit	VANECK ETF TRUSToil services etf	$0	–	-42,634	–	-8.38%	–

Q2 2022

			Value		Shares		↓ Weighting
OIH	New	VANECK ETF TRUSToil services etf	$9,917,000	–	42,634	–	8.38%	–
XLE	New	SELECT SECTOR SPDR TRenergy	$7,151,000	–	100,000	–	6.04%	–
SLB	New	SCHLUMBERGER LTD	$6,079,000	–	170,000	–	5.13%	–
CHK	New	CHESAPEAKE ENERGY CORP	$5,617,000	–	69,265	–	4.74%	–
ATVI	New	ACTIVISION BLIZZARD INC	$4,827,000	–	62,000	–	4.08%	–
VG	New	VONAGE HLDGS CORP	$4,710,000	–	250,000	–	3.98%	–
SWCH	New	SWITCH INCcl a	$4,389,000	–	131,000	–	3.71%	–
GLD	New	SPDR GOLD TR	$3,538,000	–	21,000	–	2.99%	–
GOLD	New	BARRICK GOLD CORP	$3,538,000	–	200,000	–	2.99%	–
	New	AKAMAI TECHNOLOGIES INCnote 0.375% 9/0	$2,982,000	–	3,000,000	–	2.52%	–
FTCH	New	FARFETCH LTDord sh cl a	$2,864,000	–	400,000	–	2.42%	–
TASK	New	TASKUS INC	$2,495,000	–	148,000	–	2.11%	–
	New	DROPBOX INCnote 3/0	$2,453,000	–	2,710,000	–	2.07%	–
RDNT	New	RADNET INC	$2,392,000	–	138,419	–	2.02%	–
OXY	New	OCCIDENTAL PETE CORP	$2,159,000	–	23,740	–	1.82%	–
	New	WESTERN DIGITAL CORP.note 1.500% 2/0	$2,143,000	–	2,250,000	–	1.81%	–
	New	EURONET WORLDWIDE INCnote 0.750% 3/1	$2,057,000	–	2,000,000	–	1.74%	–
	New	NRG ENERGY INCdbcv 2.750% 6/0	$2,054,000	–	1,900,000	–	1.74%	–
	New	FORD MTR CO DELnote 3/1	$1,997,000	–	2,180,000	–	1.69%	–
MSOS	New	ADVISORSHARES TRpure us cannabis	$1,931,000	–	186,524	–	1.63%	–
	New	RINGCENTRAL INCnote 3/0	$1,924,000	–	2,330,000	–	1.62%	–
SU	New	SUNCOR ENERGY INC NEW	$1,624,000	–	46,300	–	1.37%	–
	New	JAZZ INVESTMENTS I LTDnote 2.000% 6/1	$1,623,000	–	1,380,000	–	1.37%	–
JD	New	JD.COM INCspon adr cl a	$1,606,000	–	25,000	–	1.36%	–
	New	LIVEPERSON INCnote 0.750% 3/0	$1,525,000	–	1,670,000	–	1.29%	–
	New	CHEGG INCnote 0.125% 3/1	$1,508,000	–	1,770,000	–	1.27%	–
	New	CABLE ONE INCnote 3/1	$1,491,000	–	1,800,000	–	1.26%	–
	New	BIOMARIN PHARMACEUTICAL INCnote 0.599% 8/0	$1,486,000	–	1,500,000	–	1.26%	–
	New	CYBERARK SOFTWARE LTDnote 11/1	$1,478,000	–	1,400,000	–	1.25%	–
	New	EXACT SCIENCES CORPnote 0.375% 3/0	$1,242,000	–	1,800,000	–	1.05%	–
	New	INSMED INCnote 1.750% 1/1	$1,134,000	–	1,200,000	–	0.96%	–
	New	SPLUNK INCnote 1.125% 9/1	$1,131,000	–	1,200,000	–	0.96%	–
BABA	New	ALIBABA GROUP HLDG LTDsponsored ads	$1,114,000	–	9,800	–	0.94%	–
	New	COUPA SOFTWARE INCnote 0.125% 6/1	$1,110,000	–	1,325,000	–	0.94%	–
	New	LUMENTUM HLDGS INCnote 0.500%12/1	$1,069,000	–	1,045,000	–	0.90%	–
	New	LIVE NATION ENTERTAINMENT INnote 2.000% 2/1	$1,052,000	–	1,000,000	–	0.89%	–
	New	SNAP INCnote 0.750% 8/0	$961,000	–	1,000,000	–	0.81%	–
	New	BENTLEY SYS INCnote 0.125% 1/1	$959,000	–	1,100,000	–	0.81%	–
	New	SOLAREDGE TECHNOLOGIES INCnote 9/1	$952,000	–	790,000	–	0.80%	–
	New	SOUTHWEST AIRLS COnote 1.250% 5/0	$947,000	–	800,000	–	0.80%	–
KOS	New	KOSMOS ENERGY LTD	$929,000	–	150,000	–	0.78%	–
TECK	New	TECK RESOURCES LTDcl b	$859,000	–	28,100	–	0.72%	–
	New	VIAVI SOLUTIONS INCnote 1.000% 3/0	$843,000	–	750,000	–	0.71%	–
	New	DEXCOM INCnote 0.250%11/1	$827,000	–	900,000	–	0.70%	–
CCJ	New	CAMECO CORP	$809,000	–	38,500	–	0.68%	–
	New	PARSONS CORP DELnote 0.250% 8/1	$793,000	–	750,000	–	0.67%	–
	New	ROYAL CARIBBEAN GROUPnote 4.250% 6/1	$766,000	–	800,000	–	0.65%	–
AEM	New	AGNICO EAGLE MINES LTD	$750,000	–	16,400	–	0.63%	–
PPLT	New	ABRDN PLATINUM ETF TRUST	$727,000	–	8,750	–	0.61%	–
CRC	New	CALIFORNIA RES CORP	$723,000	–	18,785	–	0.61%	–
	New	OKTA INCnote 0.375% 6/1	$673,000	–	800,000	–	0.57%	–
	New	TWITTER INCnote 0.250% 6/1	$665,000	–	675,000	–	0.56%	–
	New	BLOCK INCnote 0.125% 3/0	$651,000	–	690,000	–	0.55%	–
PAAS	New	PAN AMERN SILVER CORP	$606,000	–	30,800	–	0.51%	–
HLAH	New	HAMILTON LANE ALLIANCE HLDGS	$514,000	–	52,366	–	0.43%	–
FCX	New	FREEPORT-MCMORAN INCcl b	$483,000	–	16,500	–	0.41%	–
ANZU	New	ANZU SPECIAL ACQUISITIN CORP	$444,000	–	45,307	–	0.38%	–
FRW	New	PWP FORWARD ACQUISITION CORP	$433,000	–	44,391	–	0.37%	–
SSAA	New	SCIENCE STRATEGIC ACQ ALPHA	$396,000	–	40,341	–	0.33%	–
GTPB	New	GORES TECHNOLOGY PARTNERS II	$391,000	–	39,981	–	0.33%	–
MBAC	New	M3 BRIGADE ACQUISITION II CO	$387,000	–	39,404	–	0.33%	–
DHBC	New	DHB CAPITAL CORPcl a co	$369,000	–	37,743	–	0.31%	–
MIT	New	MASON INDUSTRIAL TECHNOLGY I	$370,000	–	37,844	–	0.31%	–
LCA	New	LANDCADIA HOLDINGS IV INC	$330,000	–	33,667	–	0.28%	–
AAPL	New	APPLE INCput	$293,000	–	275	–	0.25%	–
LHAA	New	LERER HIPPEAU ACQUISITION COcl a	$258,000	–	26,373	–	0.22%	–
ARBG	New	AEQUI ACQUISITION CORP	$254,000	–	25,681	–	0.21%	–
BRY	New	BERRY CORP	$236,000	–	31,000	–	0.20%	–
	New	FINTECH ACQUISITION CORP VI	$195,000	–	19,800	–	0.16%	–
GHAC	New	GAMING & HOSPITALITY ACQU CO	$185,000	–	18,903	–	0.16%	–
FVIV	New	FORTRESS VALUE ACQUISI CORP	$150,000	–	15,379	–	0.13%	–
BSKY	New	BIG SKY GROWTH PARTNERS INC	$136,000	–	13,950	–	0.12%	–
	New	M3 BRIGADE ACQUISITION III	$131,000	–	13,093	–	0.11%	–
SWET	New	ATHLON ACQUISITION CORP	$125,000	–	12,750	–	0.11%	–
KVSC	New	KHOSLA VENTURES ACQUT CO III	$124,000	–	12,772	–	0.10%	–
KVSA	New	KHOSLA VENTURES ACQUISITIONcl a	$120,000	–	12,323	–	0.10%	–
	New	DA32 LIFE SCNCE TEC ACQSTN C	$97,000	–	10,000	–	0.08%	–
MGTA	New	MAGENTA THERAPEUTICS INC	$57,000	–	47,170	–	0.05%	–
	New	ENERGY VAULT HOLDINGS INC*w exp 02/11/202	$24,000	–	16,147	–	0.02%	–
	New	ADTHEORENT HOLDING COMPANY*w exp 12/26/202	$9,000	–	20,104	–	0.01%	–
KAHCWS	New	KKR ACQUISITION HOLDING I CO*w exp 03/17/202	$5,000	–	15,000	–	0.00%	–
LCAHW	New	LANDCADIA HOLDINGS IV INC*w exp 03/29/202	$5,000	–	15,000	–	0.00%	–
TETCW	New	TECH AND ENERGY TRANSITION*w exp 03/31/202	$3,000	–	21,216	–	0.00%	–
	New	BUZZFEED INC*w exp 12/03/202	$3,000	–	20,706	–	0.00%	–
TSPQWS	New	TCW SPECIAL PURPOSE ACQU COR*w exp 99/99/999	$4,000	–	20,000	–	0.00%	–
CFFEW	New	CF ACQUISITION CORP VIII*w exp 03/31/202	$3,000	–	12,500	–	0.00%	–
ZWRKW	New	Z-WORK ACQUISITION CORP*w exp 01/04/202	$2,000	–	16,933	–	0.00%	–
FVIVWS	New	FORTRESS VALUE ACQUISI CORP*w exp 03/18/202	$2,000	–	10,330	–	0.00%	–
RXRAW	New	RXR ACQUISITION CORP*w exp 03/08/202	$2,000	–	11,000	–	0.00%	–
SHACW	New	SCP & CO HEALTHCARE ACQUSTN*w exp 01/27/202	$2,000	–	25,000	–	0.00%	–
ETACW	New	E MERGE TECHNOLOGY ACQUISITI*w exp 07/30/202	$2,000	–	16,666	–	0.00%	–
MITWS	New	MASON INDUSTRIAL TECHNOLGY I*w exp 99/99/999	$2,000	–	17,333	–	0.00%	–
DHBCW	New	DHB CAPITAL CORP*w exp 03/31/202	$2,000	–	12,741	–	0.00%	–
MBACWS	New	M3 BRIGADE ACQUISITION II CO*w exp 03/09/202	$2,000	–	13,503	–	0.00%	–
LOKMWS	New	LIVE OAK MOBILITY ACQUISI CO*w exp 03/04/202	$2,000	–	10,000	–	0.00%	–
HLAHW	New	HAMILTON LANE ALLIANCE HLDGS*w exp 01/12/202	$2,000	–	17,864	–	0.00%	–
TBCPW	New	THUNDER BRIDGE CAP PRTNRS II*w exp 02/01/202	$2,000	–	10,000	–	0.00%	–
ANZUW	New	ANZU SPECIAL ACQUISITIN CORP*w exp 01/27/202	$2,000	–	15,423	–	0.00%	–
SSAAW	New	SCIENCE STRATEGIC ACQ ALPHA*w exp 01/20/202	$1,000	–	15,098	–	0.00%	–
SBIIWS	New	SANDBRIDGE X2 CORP*w exp 03/11/202	$1,000	–	14,348	–	0.00%	–
GHACW	New	GAMING & HOSPITALITY ACQU CO*w exp 02/04/202	$1,000	–	10,001	–	0.00%	–
PTOCW	New	PINE TECHNOLOGY ACQUISITN CO*w exp 03/31/202	$1,000	–	15,931	–	0.00%	–
HIIIW	New	HUDSON EXECUTIVE INVES III*w exp 02/22/202	$1,000	–	10,000	–	0.00%	–
ARBGW	New	AEQUI ACQUISITION CORP*w exp 11/30/202	$1,000	–	16,666	–	0.00%	–
ACAHW	New	ATLANTIC COASTAL ACQUISTN CO*w exp 03/02/202	$1,000	–	11,166	–	0.00%	–
	New	CEPTON INC*w exp 06/01/202	$1,000	–	10,000	–	0.00%	–
MACCWS	New	MISSION ADVANCEMENT CORP*w exp 03/05/202	$1,000	–	14,666	–	0.00%	–

Q4 2021

			Value		Shares		↓ Weighting
ACTG	Exit	ACACIA RESH CORP	$0	–	-11,550	–	-0.05%	–
	Exit	DTRT HEALTH ACQUISITION CORPunit 08/31/2029	$0	–	-10,000	–	-0.06%	–
DMYQU	Exit	DMY TECHNOLOGY GROUP INC IVunit 99/99/9999	$0	–	-10,000	–	-0.06%	–
CFIVU	Exit	CF ACQUISITION CORP IVunit 12/31/2027	$0	–	-13,681	–	-0.08%	–
KVSA	Exit	KHOSLA VENTURES ACQUISITIONcl a	$0	–	-15,000	–	-0.09%	–
KVSC	Exit	KHOSLA VENTURES ACQUT CO III	$0	–	-15,000	–	-0.09%	–
BSKYU	Exit	BIG SKY GROWTH PARTNERS INCunit 04/01/2026	$0	–	-15,000	–	-0.09%	–
SWETU	Exit	ATHLON ACQUISITION CORPunit 01/12/2026	$0	–	-15,000	–	-0.09%	–
GTPAU	Exit	GORES TECHNOLOGY PARTNERS INunit 03/16/2028	$0	–	-15,000	–	-0.09%	–
ENVIU	Exit	ENVIRONMENTAL IMPACT ACQU COunit 11/05/2025	$0	–	-16,893	–	-0.10%	–
FTVIU	Exit	FINTECH ACQUISITION CORP VIunit 06/24/2026	$0	–	-20,000	–	-0.12%	–
BRY	Exit	BERRY CORP	$0	–	-31,000	–	-0.13%	–
DCRNU	Exit	DECARBONIZATION PLUS ACQU IIunit 01/19/2026	$0	–	-23,033	–	-0.14%	–
LHAA	Exit	LERER HIPPEAU ACQUISITION COcl a	$0	–	-26,764	–	-0.16%	–
CFFVU	Exit	CF ACQUISITION CORP Vunit 01/25/2026	$0	–	-26,000	–	-0.16%	–
GHACU	Exit	GAMING & HOSPITALITY ACQU COunit 02/04/2028	$0	–	-30,003	–	-0.18%	–
	Exit	PURE STORAGE INCnote 0.125% 4/1	$0	–	-260,000	–	-0.18%	–
ACAHU	Exit	ATLANTIC COASTAL ACQUISTN COunit 03/02/2026	$0	–	-33,500	–	-0.20%	–
AMZN	Exit	AMAZON COM INC	$0	–	-109	–	-0.21%	–
HUGSU	Exit	USHG ACQUISITION CORPunit 99/99/9999	$0	–	-36,971	–	-0.22%	–
DHBCU	Exit	DHB CAPITAL CORPunit 03/31/2028	$0	–	-38,225	–	-0.22%	–
CVX	Exit	CHEVRON CORP NEW	$0	–	-3,930	–	-0.24%	–
LGVU	Exit	LONGVIEW ACQUISITION CORP IIunit 99/99/9999	$0	–	-40,000	–	-0.24%	–
FVTU	Exit	FORTRESS VALUE ACQUIS CORP Iunit 12/31/2027	$0	–	-41,275	–	-0.24%	–
MBACU	Exit	M3 BRIGADE ACQUISITION II COunit 99/99/9999	$0	–	-40,509	–	-0.25%	–
APP	Exit	APPLOVIN CORP	$0	–	-5,836	–	-0.25%	–
SBIIU	Exit	SANDBRIDGE X2 CORPunit 99/99/9999	$0	–	-43,044	–	-0.26%	–
MACCU	Exit	MISSION ADVANCEMENT CORPunit 99/99/9999	$0	–	-44,000	–	-0.26%	–
FRSGU	Exit	FIRST RESERVE SUSTAINABLE GWunit 03/05/2026	$0	–	-43,313	–	-0.26%	–
	Exit	NUVASIVE INCnote 1.000% 6/0	$0	–	-430,000	–	-0.26%	–
GCACU	Exit	GROWTH CAP ACQUISITION CORPunit 06/01/2027	$0	–	-43,496	–	-0.27%	–
SSAAU	Exit	SCIENCE STRATEGIC ACQ ALPHAunit 01/20/2026	$0	–	-45,294	–	-0.27%	–
CHNG	Exit	CHANGE HEALTHCARE INCput	$0	–	-3,350	–	-0.27%	–
ANZUU	Exit	ANZU SPECIAL ACQUISITIN CORPunit 01/27/2026	$0	–	-46,270	–	-0.27%	–
PTOCU	Exit	PINE TECHNOLOGY ACQUISITN COunit 03/31/2028	$0	–	-47,793	–	-0.28%	–
FRWAU	Exit	PWP FORWARD ACQUISITION CORPunit 03/10/2026	$0	–	-48,679	–	-0.29%	–
HIIIU	Exit	HUDSON EXECUTIVE INVES IIIunit 02/22/2026	$0	–	-50,000	–	-0.29%	–
CFVIU	Exit	CF ACQUISITION CORP VIunit 99/99/9999	$0	–	-50,000	–	-0.29%	–
LOKMU	Exit	LIVE OAK MOBILITY ACQUISI COunit 03/01/2028	$0	–	-50,000	–	-0.30%	–
TBCPU	Exit	THUNDER BRIDGE CAP PRTNRS IIunit 02/15/2028	$0	–	-50,000	–	-0.30%	–
SCLEU	Exit	BROADSCALE ACQUISITION CORPunit 02/02/2026	$0	–	-50,000	–	-0.30%	–
NXUU	Exit	NOVUS CAPITAL CORPORATION IIunit 99/99/9999	$0	–	-48,442	–	-0.30%	–
ARBGU	Exit	AEQUI ACQUISITION CORPunit 11/30/2027	$0	–	-50,000	–	-0.30%	–
SHACU	Exit	SCP & CO HEALTHCARE ACQUSTNunit 10/27/2025	$0	–	-50,000	–	-0.30%	–
ETACU	Exit	E MERGE TECHNOLOGY ACQUISITIunit 07/30/2025	$0	–	-50,000	–	-0.30%	–
GTPBU	Exit	GORES TECHNOLOGY PARTNERS IIunit 03/16/2028	$0	–	-50,000	–	-0.30%	–
ZWRKU	Exit	Z-WORK ACQUISITION CORPunit 99/99/9999	$0	–	-50,800	–	-0.30%	–
ARNA	Exit	ARENA PHARMACEUTICALS INC	$0	–	-8,535	–	-0.30%	–
CFFEU	Exit	CF ACQUISITION CORP VIIIunit 03/31/2028	$0	–	-50,000	–	-0.30%	–
SPAQU	Exit	SPARTAN ACQUISITION CORP IIIunit 99/99/9999	$0	–	-50,000	–	-0.30%	–
MITU	Exit	MASON INDUSTRIAL TECHNOLGY Iunit 99/99/9999	$0	–	-52,000	–	-0.31%	–
HLAHU	Exit	HAMILTON LANE ALLIANCE HLDGSunit 99/99/9999	$0	–	-53,594	–	-0.32%	–
RXRAU	Exit	RXR ACQUISITION CORPunit 01/01/2025	$0	–	-55,000	–	-0.32%	–
DCRCU	Exit	DECARBONIZATION PLUS ACQU IIunit 03/19/2026	$0	–	-50,930	–	-0.32%	–
TSPQU	Exit	TCW SPECIAL PURPOSE ACQU CORunit 99/99/9999	$0	–	-60,000	–	-0.35%	–
KAHCU	Exit	KKR ACQUISITION HOLDING I COunit 99/99/9999	$0	–	-60,000	–	-0.36%	–
LCAHU	Exit	LANDCADIA HOLDINGS IV INCunit 05/01/2025	$0	–	-60,000	–	-0.36%	–
BOASU	Exit	BOA ACQUISITION CORPunit 99/99/9999	$0	–	-60,727	–	-0.36%	–
GGPIU	Exit	GORES GUGGENHEIM INCunit 03/25/2028	$0	–	-56,685	–	-0.36%	–
MACQU	Exit	MCAP ACQUISITION CORPunit 02/18/2030	$0	–	-60,314	–	-0.37%	–
TETCU	Exit	TECH AND ENERGY TRANSITIONunit 03/31/2028	$0	–	-63,649	–	-0.38%	–
ENFAU	Exit	890 5TH AVE PARTNERS INCunit 01/12/2026	$0	–	-62,120	–	-0.38%	–
OXY	Exit	OCCIDENTAL PETE CORP	$0	–	-23,300	–	-0.41%	–
TECK	Exit	TECK RESOURCES LTDcl b	$0	–	-30,500	–	-0.45%	–
CRC	Exit	CALIFORNIA RES CORP	$0	–	-18,785	–	-0.46%	–
PPLT	Exit	ABERDEEN STD PLATINUM ETF TR	$0	–	-8,750	–	-0.47%	–
FVIVU	Exit	FORTRESS VALUE ACQUISI CORPunit 03/31/2028	$0	–	-82,645	–	-0.48%	–
SU	Exit	SUNCOR ENERGY INC NEW	$0	–	-46,300	–	-0.57%	–
	Exit	SPLUNK INCnote 1.125% 6/1	$0	–	-990,000	–	-0.59%	–
CCJ	Exit	CAMECO CORP	$0	–	-50,000	–	-0.65%	–
TASK	Exit	TASKUS INC	$0	–	-16,670	–	-0.66%	–
	Exit	PALO ALTO NETWORKS INCnote 0.750% 7/0	$0	–	-750,000	–	-0.81%	–
	Exit	MIDDLEBY CORPnote 1.000% 9/0	$0	–	-995,000	–	-0.85%	–
	Exit	SPLUNK INCnote 1.125% 9/1	$0	–	-1,200,000	–	-0.87%	–
	Exit	COUPA SOFTWARE INCnote 0.375% 6/1	$0	–	-1,370,000	–	-0.88%	–
	Exit	OKTA INCnote 0.375% 6/1	$0	–	-1,240,000	–	-0.90%	–
	Exit	VIAVI SOLUTIONS INCnote 1.000% 3/0	$0	–	-1,165,000	–	-0.91%	–
	Exit	INSULET CORPnote 0.375% 9/0	$0	–	-1,115,000	–	-0.93%	–
	Exit	SOUTHWEST AIRLS COnote 1.250% 5/0	$0	–	-1,110,000	–	-0.99%	–
	Exit	DEXCOM INCnote 0.250%11/1	$0	–	-1,410,000	–	-1.00%	–
	Exit	JAZZ INVESTMENTS I LTDnote 2.000% 6/1	$0	–	-1,480,000	–	-1.02%	–
	Exit	TELADOC HEALTH INCnote 1.250% 6/0	$0	–	-1,720,000	–	-1.03%	–
	Exit	LIVE NATION ENTERTAINMENT INnote 2.000% 2/1	$0	–	-1,525,000	–	-1.04%	–
	Exit	SHOPIFY INCnote 0.125%11/0	$0	–	-1,440,000	–	-1.05%	–
	Exit	ILLUMINA INCnote 8/1	$0	–	-1,530,000	–	-1.07%	–
	Exit	LUMENTUM HLDGS INCnote 0.500%12/1	$0	–	-1,650,000	–	-1.08%	–
	Exit	PIONEER NAT RES COnote 0.250% 5/1	$0	–	-1,210,000	–	-1.16%	–
	Exit	ETSY INCnote 0.125% 9/0	$0	–	-1,485,000	–	-1.16%	–
	Exit	TWITTER INCnote 0.250% 6/1	$0	–	-1,580,000	–	-1.18%	–
	Exit	SEA LTDnote 0.250% 9/1	$0	–	-2,100,000	–	-1.27%	–
	Exit	INSMED INCnote 1.750% 1/1	$0	–	-2,230,000	–	-1.38%	–
	Exit	BIOMARIN PHARMACEUTICAL INCnote 0.599% 8/0	$0	–	-2,320,000	–	-1.43%	–
	Exit	CYBERARK SOFTWARE LTDnote 11/1	$0	–	-2,070,000	–	-1.46%	–
	Exit	FORTIVE CORPnote 0.875% 2/1	$0	–	-2,835,000	–	-1.69%	–
	Exit	EXACT SCIENCES CORPnote 0.375% 3/0	$0	–	-2,640,000	–	-1.70%	–
	Exit	ARES CAPITAL CORPnote 3.750% 2/0	$0	–	-2,840,000	–	-1.82%	–
	Exit	FIREEYE INCnote 0.875% 6/0	$0	–	-2,890,000	–	-1.83%	–
	Exit	EURONET WORLDWIDE INCnote 0.750% 3/1	$0	–	-3,010,000	–	-1.97%	–
	Exit	WESTERN DIGITAL CORP.note 1.500% 2/0	$0	–	-3,420,000	–	-2.06%	–
	Exit	CHEGG INCnote 9/0	$0	–	-3,550,000	–	-2.08%	–
GOLD	Exit	BARRICK GOLD CORP	$0	–	-200,000	–	-2.15%	–
	Exit	NRG ENERGY INCdbcv 2.750% 6/0	$0	–	-3,125,000	–	-2.18%	–
	Exit	PINDUODUO INCnote 12/0	$0	–	-4,300,000	–	-2.37%	–
	Exit	RINGCENTRAL INCnote 3/0	$0	–	-5,045,000	–	-2.97%	–
RDNT	Exit	RADNET INC	$0	–	-174,738	–	-3.05%	–
	Exit	AKAMAI TECHNOLOGIES INCnote 0.375% 9/0	$0	–	-4,960,000	–	-3.23%	–
MSOS	Exit	ADVISORSHARES TRpure us cannabis	$0	–	-180,401	–	-3.39%	–
DMYI	Exit	DMY TECHNOLOGY GROUP INC III	$0	–	-571,916	–	-3.54%	–
TSM	Exit	TAIWAN SEMICONDUCTOR MFG LTDsponsored ads	$0	–	-60,861	–	-4.05%	–
RBLX	Exit	ROBLOX CORPcl a	$0	–	-109,741	–	-4.94%	–
SE	Exit	SEA LTDsponsord ads	$0	–	-28,017	–	-5.32%	–
FTCH	Exit	FARFETCH LTDord sh cl a	$0	–	-290,110	–	-6.47%	–

Q3 2021

			Value		Shares		↓ Weighting
FTCH	Sell	FARFETCH LTDord sh cl a	$10,873,000	-30.7%	290,110	-6.9%	6.47%	-9.4%
SE	New	SEA LTDsponsord ads	$8,930,000	–	28,017	–	5.32%	–
RBLX	Sell	ROBLOX CORPcl a	$8,291,000	-28.4%	109,741	-14.7%	4.94%	-6.4%
TSM	New	TAIWAN SEMICONDUCTOR MFG LTDsponsored ads	$6,795,000	–	60,861	–	4.05%	–
DMYI	Sell	DMY TECHNOLOGY GROUP INC III	$5,948,000	-10.1%	571,916	-7.6%	3.54%	+17.6%
MSOS	Sell	ADVISORSHARES TRpure us cannabis	$5,693,000	-52.7%	180,401	-40.0%	3.39%	-38.1%
	Buy	AKAMAI TECHNOLOGIES INCnote 0.375% 9/0	$5,424,000	-2.8%	4,960,000	+3.1%	3.23%	+27.2%
RDNT	New	RADNET INC	$5,122,000	–	174,738	–	3.05%	–
	Buy	RINGCENTRAL INCnote 3/0	$4,995,000	-8.2%	5,045,000	+2.6%	2.97%	+20.1%
	Buy	PINDUODUO INCnote 12/0	$3,987,000	-7.4%	4,300,000	+2.9%	2.37%	+21.1%
	Sell	NRG ENERGY INCdbcv 2.750% 6/0	$3,659,000	-4.7%	3,125,000	-5.3%	2.18%	+24.7%
	New	CHEGG INCnote 9/0	$3,502,000	–	3,550,000	–	2.08%	–
	Buy	WESTERN DIGITAL CORP.note 1.500% 2/0	$3,452,000	-2.4%	3,420,000	+3.3%	2.06%	+27.7%
	Buy	EURONET WORLDWIDE INCnote 0.750% 3/1	$3,314,000	+2.2%	3,010,000	+7.1%	1.97%	+33.7%
	Sell	ARES CAPITAL CORPnote 3.750% 2/0	$3,063,000	-21.4%	2,840,000	-23.6%	1.82%	+2.8%
	Sell	BIOMARIN PHARMACEUTICAL INCnote 0.599% 8/0	$2,395,000	-18.5%	2,320,000	-17.7%	1.43%	+6.7%
	New	SEA LTDnote 0.250% 9/1	$2,129,000	–	2,100,000	–	1.27%	–
	New	ETSY INCnote 0.125% 9/0	$1,957,000	–	1,485,000	–	1.16%	–
	Buy	LUMENTUM HLDGS INCnote 0.500%12/1	$1,815,000	+25.4%	1,650,000	+23.6%	1.08%	+64.0%
	Sell	ILLUMINA INCnote 8/1	$1,792,000	-39.7%	1,530,000	-34.3%	1.07%	-21.1%
	New	LIVE NATION ENTERTAINMENT INnote 2.000% 2/1	$1,751,000	–	1,525,000	–	1.04%	–
	Sell	TELADOC HEALTH INCnote 1.250% 6/0	$1,732,000	-18.8%	1,720,000	-9.5%	1.03%	+6.2%
	Sell	DEXCOM INCnote 0.250%11/1	$1,680,000	-50.1%	1,410,000	-56.1%	1.00%	-34.8%
	Sell	INSULET CORPnote 0.375% 9/0	$1,556,000	-50.1%	1,115,000	-51.3%	0.93%	-34.8%
	Buy	VIAVI SOLUTIONS INCnote 1.000% 3/0	$1,524,000	+15.2%	1,165,000	+24.6%	0.91%	+50.7%
	Sell	OKTA INCnote 0.375% 6/1	$1,520,000	-44.8%	1,240,000	-43.9%	0.90%	-27.8%
	New	MIDDLEBY CORPnote 1.000% 9/0	$1,425,000	–	995,000	–	0.85%	–
	Sell	PALO ALTO NETWORKS INCnote 0.750% 7/0	$1,364,000	-68.4%	750,000	-74.7%	0.81%	-58.7%
TASK	New	TASKUS INC	$1,106,000	–	16,670	–	0.66%	–
TECK	New	TECK RESOURCES LTDcl b	$760,000	–	30,500	–	0.45%	–
GGPIU	Sell	GORES GUGGENHEIM INCunit 03/25/2028	$604,000	-48.3%	56,685	-51.4%	0.36%	-32.3%
LCAHU	Sell	LANDCADIA HOLDINGS IV INCunit 05/01/2025	$599,000	-39.9%	60,000	-40.0%	0.36%	-21.2%
SHACU	Sell	SCP & CO HEALTHCARE ACQUSTNunit 10/27/2025	$498,000	-16.6%	50,000	-15.7%	0.30%	+9.2%
FRWAU	Sell	PWP FORWARD ACQUISITION CORPunit 03/10/2026	$483,000	-19.1%	48,679	-18.9%	0.29%	+5.9%
PTOCU	Sell	PINE TECHNOLOGY ACQUISITN COunit 03/31/2028	$474,000	-4.6%	47,793	-4.4%	0.28%	+24.8%
ANZUU	Sell	ANZU SPECIAL ACQUISITIN CORPunit 01/27/2026	$458,000	-8.4%	46,270	-7.5%	0.27%	+19.7%
CHNG	New	CHANGE HEALTHCARE INCput	$452,000	–	3,350	–	0.27%	–
SSAAU	Sell	SCIENCE STRATEGIC ACQ ALPHAunit 01/20/2026	$451,000	-13.3%	45,294	-13.5%	0.27%	+13.5%
	Sell	NUVASIVE INCnote 1.000% 6/0	$439,000	-70.8%	430,000	-69.9%	0.26%	-61.8%
FRSGU	Sell	FIRST RESERVE SUSTAINABLE GWunit 03/05/2026	$435,000	-27.4%	43,313	-27.8%	0.26%	-5.1%
SBIIU	Sell	SANDBRIDGE X2 CORPunit 99/99/9999	$430,000	-14.2%	43,044	-13.9%	0.26%	+12.3%
APP	New	APPLOVIN CORP	$422,000	–	5,836	–	0.25%	–
MBACU	Sell	M3 BRIGADE ACQUISITION II COunit 99/99/9999	$418,000	-67.8%	40,509	-68.5%	0.25%	-57.9%
DHBCU	Sell	DHB CAPITAL CORPunit 03/31/2028	$378,000	-37.0%	38,225	-36.3%	0.22%	-17.6%
AMZN	New	AMAZON COM INC	$358,000	–	109	–	0.21%	–
LHAA	Sell	LERER HIPPEAU ACQUISITION COcl a	$261,000	-65.7%	26,764	-65.4%	0.16%	-55.3%
	New	DTRT HEALTH ACQUISITION CORPunit 08/31/2029	$101,000	–	10,000	–	0.06%	–
ACTG	New	ACACIA RESH CORP	$78,000	–	11,550	–	0.05%	–
KVSB	Exit	KHOSLA VENTURES ACQUSTN CO I	$0	–	-15,000	–	-0.07%	–
IWM	Exit	ISHARES TRput	$0	–	-428	–	-0.13%	–
IOVA	Exit	IOVANCE BIOTHERAPEUTICS INC	$0	–	-25,000	–	-0.30%	–
	Exit	ALTERYX INCnote 0.500% 8/0	$0	–	-1,050,000	–	-0.46%	–
	Exit	ZENDESK INCnote 0.625% 6/1	$0	–	-790,000	–	-0.53%	–
	Exit	NEW RELIC INCnote 0.500% 5/0	$0	–	-1,370,000	–	-0.62%	–
FCX	Exit	FREEPORT-MCMORAN INCcl b	$0	–	-37,500	–	-0.63%	–
	Exit	LIBERTY MEDIA CORP DELnote 1.000% 1/3	$0	–	-1,215,000	–	-0.75%	–
HHR	Exit	HEADHUNTER GROUP PLCsponsored ads	$0	–	-40,000	–	-0.77%	–
OZON	Exit	OZON HLDGS PLCsponsored ads	$0	–	-43,500	–	-1.16%	–
	Exit	PRICELINE GRP INCnote 0.900% 9/1	$0	–	-2,630,000	–	-1.30%	–
PATH	Exit	UIPATH INCcl a	$0	–	-47,000	–	-1.45%	–
BZ	Exit	KANZHUN LIMITEDsponsored ads	$0	–	-84,000	–	-1.52%	–
MELI	Exit	MERCADOLIBRE INC	$0	–	-2,320	–	-1.64%	–
	Exit	PROOFPOINT INCnote 0.250% 8/1	$0	–	-3,290,000	–	-1.88%	–
KLR	Exit	KALEYRA INC	$0	–	-467,851	–	-2.61%	–
BABA	Exit	ALIBABA GROUP HLDG LTDsponsored ads	$0	–	-87,630	–	-9.04%	–

Q2 2021

			Value		Shares		↓ Weighting
BABA	New	ALIBABA GROUP HLDG LTDsponsored ads	$19,873,000	–	87,630	–	9.04%	–
FTCH	New	FARFETCH LTDord sh cl a	$15,698,000	–	311,710	–	7.14%	–
MSOS	New	ADVISORSHARES TRpure us cannabis	$12,035,000	–	300,797	–	5.48%	–
RBLX	New	ROBLOX CORPcl a	$11,580,000	–	128,700	–	5.27%	–
DMYI	New	DMY TECHNOLOGY GROUP INC III	$6,618,000	–	619,078	–	3.01%	–
KLR	New	KALEYRA INC	$5,726,000	–	467,851	–	2.61%	–
	New	AKAMAI TECHNOLOGIES INCnote 0.375% 9/0	$5,578,000	–	4,810,000	–	2.54%	–
	New	RINGCENTRAL INCnote 3/0	$5,443,000	–	4,915,000	–	2.48%	–
	New	PALO ALTO NETWORKS INCnote 0.750% 7/0	$4,316,000	–	2,960,000	–	1.96%	–
	New	PINDUODUO INCnote 12/0	$4,307,000	–	4,180,000	–	1.96%	–
GOLD	New	BARRICK GOLD CORP	$4,136,000	–	200,000	–	1.88%	–
	New	PROOFPOINT INCnote 0.250% 8/1	$4,126,000	–	3,290,000	–	1.88%	–
	New	ARES CAPITAL CORPnote 3.750% 2/0	$3,898,000	–	3,715,000	–	1.77%	–
	New	NRG ENERGY INCdbcv 2.750% 6/0	$3,838,000	–	3,300,000	–	1.75%	–
MELI	New	MERCADOLIBRE INC	$3,614,000	–	2,320	–	1.64%	–
	New	WESTERN DIGITAL CORP.note 1.500% 2/0	$3,536,000	–	3,310,000	–	1.61%	–
	New	DEXCOM INCnote 0.250%11/1	$3,370,000	–	3,210,000	–	1.53%	–
BZ	New	KANZHUN LIMITEDsponsored ads	$3,331,000	–	84,000	–	1.52%	–
	New	EXACT SCIENCES CORPnote 0.375% 3/0	$3,281,000	–	2,640,000	–	1.49%	–
	New	FIREEYE INCnote 0.875% 6/0	$3,276,000	–	2,890,000	–	1.49%	–
	New	EURONET WORLDWIDE INCnote 0.750% 3/1	$3,242,000	–	2,810,000	–	1.48%	–
PATH	New	UIPATH INCcl a	$3,193,000	–	47,000	–	1.45%	–
	New	INSULET CORPnote 0.375% 9/0	$3,121,000	–	2,290,000	–	1.42%	–
	New	ILLUMINA INCnote 8/1	$2,970,000	–	2,330,000	–	1.35%	–
	New	BIOMARIN PHARMACEUTICAL INCnote 0.599% 8/0	$2,938,000	–	2,820,000	–	1.34%	–
	New	PRICELINE GRP INCnote 0.900% 9/1	$2,868,000	–	2,630,000	–	1.30%	–
	New	FORTIVE CORPnote 0.875% 2/1	$2,846,000	–	2,835,000	–	1.30%	–
	New	OKTA INCnote 0.375% 6/1	$2,756,000	–	2,210,000	–	1.25%	–
OZON	New	OZON HLDGS PLCsponsored ads	$2,550,000	–	43,500	–	1.16%	–
	New	INSMED INCnote 1.750% 1/1	$2,345,000	–	2,230,000	–	1.07%	–
	New	CYBERARK SOFTWARE LTDnote 11/1	$2,250,000	–	2,070,000	–	1.02%	–
	New	TWITTER INCnote 0.250% 6/1	$2,176,000	–	1,580,000	–	0.99%	–
	New	TELADOC HEALTH INCnote 1.250% 6/0	$2,134,000	–	1,900,000	–	0.97%	–
	New	JAZZ INVESTMENTS I LTDnote 2.000% 6/1	$1,972,000	–	1,480,000	–	0.90%	–
	New	PIONEER NAT RES COnote 0.250% 5/1	$1,931,000	–	1,210,000	–	0.88%	–
	New	SHOPIFY INCnote 0.125%11/0	$1,874,000	–	1,440,000	–	0.85%	–
HHR	New	HEADHUNTER GROUP PLCsponsored ads	$1,695,000	–	40,000	–	0.77%	–
	New	SOUTHWEST AIRLS COnote 1.250% 5/0	$1,680,000	–	1,110,000	–	0.76%	–
	New	LIBERTY MEDIA CORP DELnote 1.000% 1/3	$1,652,000	–	1,215,000	–	0.75%	–
	New	COUPA SOFTWARE INCnote 0.375% 6/1	$1,586,000	–	1,370,000	–	0.72%	–
	New	NUVASIVE INCnote 1.000% 6/0	$1,502,000	–	1,430,000	–	0.68%	–
	New	SPLUNK INCnote 1.125% 9/1	$1,469,000	–	1,200,000	–	0.67%	–
	New	LUMENTUM HLDGS INCnote 0.500%12/1	$1,447,000	–	1,335,000	–	0.66%	–
FCX	New	FREEPORT-MCMORAN INCcl b	$1,392,000	–	37,500	–	0.63%	–
	New	NEW RELIC INCnote 0.500% 5/0	$1,362,000	–	1,370,000	–	0.62%	–
	New	VIAVI SOLUTIONS INCnote 1.000% 3/0	$1,323,000	–	935,000	–	0.60%	–
MBACU	New	M3 BRIGADE ACQUISITION II COunit 99/99/9999	$1,300,000	–	128,675	–	0.59%	–
GGPIU	New	GORES GUGGENHEIM INCunit 03/25/2028	$1,169,000	–	116,685	–	0.53%	–
	New	ZENDESK INCnote 0.625% 6/1	$1,155,000	–	790,000	–	0.53%	–
SU	New	SUNCOR ENERGY INC NEW	$1,110,000	–	46,300	–	0.50%	–
	New	ALTERYX INCnote 0.500% 8/0	$1,011,000	–	1,050,000	–	0.46%	–
LCAHU	New	LANDCADIA HOLDINGS IV INCunit 05/01/2025	$996,000	–	100,000	–	0.45%	–
	New	SPLUNK INCnote 1.125% 6/1	$965,000	–	990,000	–	0.44%	–
CCJ	New	CAMECO CORP	$959,000	–	50,000	–	0.44%	–
PPLT	New	ABERDEEN STD PLATINUM ETF TR	$877,000	–	8,750	–	0.40%	–
FVIVU	New	FORTRESS VALUE ACQUISI CORPunit 03/31/2028	$826,000	–	82,645	–	0.38%	–
LHAA	New	LERER HIPPEAU ACQUISITION COcl a	$762,000	–	77,294	–	0.35%	–
OXY	New	OCCIDENTAL PETE CORP	$729,000	–	23,300	–	0.33%	–
IOVA	New	IOVANCE BIOTHERAPEUTICS INC	$651,000	–	25,000	–	0.30%	–
ENFAU	New	890 5TH AVE PARTNERS INCunit 01/12/2026	$637,000	–	62,120	–	0.29%	–
TETCU	New	TECH AND ENERGY TRANSITIONunit 03/31/2028	$635,000	–	63,649	–	0.29%	–
MACQU	New	MCAP ACQUISITION CORPunit 02/18/2030	$602,000	–	60,314	–	0.27%	–
BOASU	New	BOA ACQUISITION CORPunit 99/99/9999	$602,000	–	60,727	–	0.27%	–
KAHCU	New	KKR ACQUISITION HOLDING I COunit 99/99/9999	$602,000	–	60,000	–	0.27%	–
FRSGU	New	FIRST RESERVE SUSTAINABLE GWunit 03/05/2026	$599,000	–	60,000	–	0.27%	–
DHBCU	New	DHB CAPITAL CORPunit 03/31/2028	$600,000	–	60,000	–	0.27%	–
TSPQU	New	TCW SPECIAL PURPOSE ACQU CORunit 99/99/9999	$598,000	–	60,000	–	0.27%	–
FRWAU	New	PWP FORWARD ACQUISITION CORPunit 03/10/2026	$597,000	–	60,000	–	0.27%	–
SHACU	New	SCP & CO HEALTHCARE ACQUSTNunit 10/27/2025	$597,000	–	59,299	–	0.27%	–
ARNA	New	ARENA PHARMACEUTICALS INC	$582,000	–	8,535	–	0.26%	–
DCRCU	New	DECARBONIZATION PLUS ACQU IIunit 03/19/2026	$570,000	–	50,930	–	0.26%	–
CRC	New	CALIFORNIA RES CORP	$566,000	–	18,785	–	0.26%	–
RXRAU	New	RXR ACQUISITION CORPunit 01/01/2025	$548,000	–	55,000	–	0.25%	–
HLAHU	New	HAMILTON LANE ALLIANCE HLDGS	$539,000	–	53,594	–	0.24%	–
MITU	New	MASON INDUSTRIAL TECHNOLGY Iunit 99/99/9999	$524,000	–	52,000	–	0.24%	–
SSAAU	New	SCIENCE STRATEGIC ACQ ALPHAunit 01/20/2026	$520,000	–	52,348	–	0.24%	–
GTPBU	New	GORES TECHNOLOGY PARTNERS IIunit 03/16/2028	$517,000	–	50,000	–	0.24%	–
ETACU	New	E MERGE TECHNOLOGY ACQUISITIunit 07/30/2025	$507,000	–	50,000	–	0.23%	–
ZWRKU	New	Z-WORK ACQUISITION CORPunit 99/99/9999	$508,000	–	50,800	–	0.23%	–
CFFEU	New	CF ACQUISITION CORP VIIIunit 03/31/2028	$505,000	–	50,000	–	0.23%	–
SPAQU	New	SPARTAN ACQUISITION CORP IIIunit 99/99/9999	$503,000	–	50,000	–	0.23%	–
HIIIU	New	HUDSON EXECUTIVE INVES III	$500,000	–	50,000	–	0.23%	–
ARBGU	New	AEQUI ACQUISITION CORPunit 11/30/2027	$500,000	–	50,000	–	0.23%	–
ANZUU	New	ANZU SPECIAL ACQUISITIN CORPunit 01/27/2026	$500,000	–	50,000	–	0.23%	–
LOKMU	New	LIVE OAK MOBILITY ACQUISI COunit 03/01/2028	$502,000	–	50,000	–	0.23%	–
SBIIU	New	SANDBRIDGE X2 CORPunit 99/99/9999	$501,000	–	50,000	–	0.23%	–
TBCPU	New	THUNDER BRIDGE CAP PRTNRS IIunit 02/15/2028	$500,000	–	50,000	–	0.23%	–
SCLEU	New	BROADSCALE ACQUISITION CORPunit 02/02/2026	$500,000	–	50,000	–	0.23%	–
CFVIU	New	CF ACQUISITION CORP VIunit 99/99/9999	$500,000	–	50,000	–	0.23%	–
PTOCU	New	PINE TECHNOLOGY ACQUISITN COunit 03/31/2028	$497,000	–	50,000	–	0.23%	–
NXUU	New	NOVUS CAPITAL CORPORATION IIunit 99/99/9999	$490,000	–	48,442	–	0.22%	–
MACCU	New	MISSION ADVANCEMENT CORPunit 99/99/9999	$440,000	–	44,000	–	0.20%	–
GCACU	New	GROWTH CAP ACQUISITION CORPunit 06/01/2027	$435,000	–	43,496	–	0.20%	–
CVX	New	CHEVRON CORP NEW	$412,000	–	3,930	–	0.19%	–
FVTU	New	FORTRESS VALUE ACQUIS CORP Iunit 12/31/2027	$412,000	–	41,275	–	0.19%	–
LGVU	New	LONGVIEW ACQUISITION CORP IIunit 99/99/9999	$403,000	–	40,000	–	0.18%	–
HUGSU	New	USHG ACQUISITION CORPunit 99/99/9999	$370,000	–	36,971	–	0.17%	–
ACAHU	New	ATLANTIC COASTAL ACQUISTN COunit 03/02/2026	$333,000	–	33,500	–	0.15%	–
GHACU	New	GAMING & HOSPITALITY ACQU COunit 02/04/2028	$299,000	–	30,003	–	0.14%	–
IWM	New	ISHARES TRput	$294,000	–	428	–	0.13%	–
	New	PURE STORAGE INCnote 0.125% 4/1	$274,000	–	260,000	–	0.12%	–
CFFVU	New	CF ACQUISITION CORP Vunit 01/25/2026	$265,000	–	26,000	–	0.12%	–
DCRNU	New	DECARBONIZATION PLUS ACQU IIunit 01/19/2026	$238,000	–	23,033	–	0.11%	–
BRY	New	BERRY CORP	$208,000	–	31,000	–	0.10%	–
FTVIU	New	FINTECH ACQUISITION CORP VIunit 06/24/2026	$202,000	–	20,000	–	0.09%	–
ENVIU	New	ENVIRONMENTAL IMPACT ACQU COunit 11/05/2025	$175,000	–	16,893	–	0.08%	–
GTPAU	New	GORES TECHNOLOGY PARTNERS INunit 03/16/2028	$151,000	–	15,000	–	0.07%	–
BSKYU	New	BIG SKY GROWTH PARTNERS INC	$150,000	–	15,000	–	0.07%	–
KVSB	New	KHOSLA VENTURES ACQUSTN CO I	$149,000	–	15,000	–	0.07%	–
SWETU	New	ATHLON ACQUISITION CORPunit 01/12/2026	$150,000	–	15,000	–	0.07%	–
KVSC	New	KHOSLA VENTURES ACQUT CO III	$148,000	–	15,000	–	0.07%	–
KVSA	New	KHOSLA VENTURES ACQUISITIONcl a	$148,000	–	15,000	–	0.07%	–
CFIVU	New	CF ACQUISITION CORP IVunit 12/31/2027	$137,000	–	13,681	–	0.06%	–
DMYQU	New	DMY TECHNOLOGY GROUP INC IVunit 99/99/9999	$100,000	–	10,000	–	0.05%	–

Q4 2020

			Value		Shares		↓ Weighting
BRY	Exit	BERRY CORP	$0	–	-31,000	–	-0.05%	–
	Exit	PURE STORAGE INCnote 0.125% 4/1	$0	–	-260,000	–	-0.12%	–
	Exit	PLURALSIGHT INCnote 0.375% 3/0	$0	–	-500,000	–	-0.22%	–
	Exit	INSMED INCnote 1.750% 1/1	$0	–	-450,000	–	-0.24%	–
	Exit	FTI CONSULTING INCnote 2.000% 8/1	$0	–	-430,000	–	-0.26%	–
PPLT	Exit	ABERDEEN STD PLATINUM ETF TR	$0	–	-6,350	–	-0.26%	–
IOVA	Exit	IOVANCE BIOTHERAPEUTICS INC	$0	–	-17,250	–	-0.28%	–
ZYME	Exit	ZYMEWORKS INC	$0	–	-13,750	–	-0.32%	–
	Exit	ALTERYX INCnote 0.500% 8/0	$0	–	-1,050,000	–	-0.52%	–
	Exit	VIAVI SOLUTIONS INCnote 1.000% 3/0	$0	–	-935,000	–	-0.52%	–
	Exit	WESTERN DIGITAL CORP.note 1.500% 2/0	$0	–	-1,275,000	–	-0.60%	–
	Exit	NEW RELIC INCnote 0.500% 5/0	$0	–	-1,300,000	–	-0.61%	–
	Exit	SOUTHWEST AIRLS COnote 1.250% 5/0	$0	–	-1,050,000	–	-0.68%	–
	Exit	LIBERTY MEDIA CORP DELnote 1.000% 1/3	$0	–	-1,155,000	–	-0.68%	–
	Exit	PRICELINE GRP INCnote 0.900% 9/1	$0	–	-1,300,000	–	-0.68%	–
	Exit	ALTAIR ENGR INCnote 0.250% 6/0	$0	–	-1,260,000	–	-0.69%	–
	Exit	ON SEMICONDUCTOR CORPnote 1.625%10/1	$0	–	-1,120,000	–	-0.73%	–
	Exit	BLACKLINE INCnote 0.125% 8/0	$0	–	-1,135,000	–	-0.77%	–
	Exit	ZILLOW GROUP INCnote 2.000%12/0	$0	–	-820,000	–	-0.78%	–
	Exit	LIVEPERSON INCnote 0.750% 3/0	$0	–	-1,050,000	–	-0.80%	–
	Exit	REALPAGE INCnote 1.500% 5/1	$0	–	-1,575,000	–	-0.80%	–
	Exit	SNAP INCnote 0.750% 8/0	$0	–	-1,320,000	–	-0.90%	–
CNST	Exit	CONSTELLATION PHARMCETICLS I	$0	–	-90,850	–	-0.91%	–
TAN	Exit	INVESCO EXCH TRADED FD TR IIsolar etf	$0	–	-30,000	–	-0.96%	–
ZTO	Exit	ZTO EXPRESS CAYMAN INCsponsored ads a	$0	–	-67,500	–	-1.00%	–
FEAC	Exit	FLYING EAGLE ACQUISITION COR	$0	–	-168,334	–	-1.01%	–
BABA	Exit	ALIBABA GROUP HLDG LTDsponsored ads	$0	–	-7,000	–	-1.02%	–
	Exit	ZYNGA INCnote 0.250% 6/0	$0	–	-1,670,000	–	-1.05%	–
DAVA	Exit	ENDAVA PLCads	$0	–	-34,000	–	-1.06%	–
	Exit	SPIRIT RLTY CAP INC NEWnote 3.750% 5/1	$0	–	-2,250,000	–	-1.13%	–
	Exit	ILLUMINA INCnote 8/1	$0	–	-2,200,000	–	-1.15%	–
DADA	Exit	DADA NEXUS LTDads	$0	–	-90,000	–	-1.18%	–
	Exit	EURONET WORLDWIDE INCnote 0.750% 3/1	$0	–	-2,660,000	–	-1.26%	–
	Exit	EXACT SCIENCES CORPnote 0.375% 3/0	$0	–	-2,350,000	–	-1.26%	–
	Exit	FIREEYE INCnote 0.875% 6/0	$0	–	-2,780,000	–	-1.28%	–
	Exit	NRG ENERGY INCdbcv 2.750% 6/0	$0	–	-2,580,000	–	-1.33%	–
FCX	Exit	FREEPORT-MCMORAN INCcl b	$0	–	-186,000	–	-1.44%	–
	Exit	PALO ALTO NETWORKS INCnote 0.750% 7/0	$0	–	-2,670,000	–	-1.49%	–
	Exit	PROOFPOINT INCnote 0.250% 8/1	$0	–	-3,170,000	–	-1.56%	–
RDNT	Exit	RADNET INC	$0	–	-211,029	–	-1.60%	–
	Exit	BIOMARIN PHARMACEUTICAL INCnote 0.599% 8/0	$0	–	-3,220,000	–	-1.66%	–
	Exit	ARES CAPITAL CORPnote 3.750% 2/0	$0	–	-3,515,000	–	-1.77%	–
	Exit	NUANCE COMMUNICATIONS INCdbcv 1.000%12/1	$0	–	-2,520,000	–	-1.81%	–
	Exit	TWITTER INCnote 0.250% 6/1	$0	–	-3,410,000	–	-1.87%	–
SHOP	Exit	SHOPIFY INCcl a	$0	–	-4,474	–	-2.26%	–
BILL	Exit	BILL COM HLDGS INC	$0	–	-47,277	–	-2.34%	–
MELI	Exit	MERCADOLIBRE INC	$0	–	-4,586	–	-2.45%	–
	Exit	AKAMAI TECHNOLOGIES INCnote 0.375% 9/0	$0	–	-4,340,000	–	-2.48%	–
JD	Exit	JD.COM INCspon adr cl a	$0	–	-65,000	–	-2.49%	–
WMG	Exit	WARNER MUSIC GROUP CORP	$0	–	-193,116	–	-2.74%	–
DELL	Exit	DELL TECHNOLOGIES INCcl c	$0	–	-86,407	–	-2.89%	–
NUAN	Exit	NUANCE COMMUNICATIONS INC	$0	–	-176,612	–	-2.89%	–
FTCH	Exit	FARFETCH LTDord sh cl a	$0	–	-295,182	–	-3.67%	–
AMZN	Exit	AMAZON COM INC	$0	–	-2,797	–	-4.35%	–
GLD	Exit	SPDR GOLD TR	$0	–	-77,500	–	-6.78%	–
SE	Exit	SEA LTDsponsord ads	$0	–	-126,550	–	-9.62%	–
YUMC	Exit	YUM CHINA HLDGS INC	$0	–	-75,000	–	-14.74%	–

Q3 2020

			Value		Shares		↓ Weighting
YUMC	New	YUM CHINA HLDGS INC	$29,850,000	–	75,000	–	14.74%	–
SE	Sell	SEA LTDsponsord ads	$19,494,000	+11.5%	126,550	-22.4%	9.62%	-18.5%
GLD	Buy	SPDR GOLD TR	$13,727,000	+49.1%	77,500	+40.9%	6.78%	+8.9%
AMZN	Sell	AMAZON COM INC	$8,807,000	-36.2%	2,797	-44.1%	4.35%	-53.4%
FTCH	Sell	FARFETCH LTDord sh cl a	$7,427,000	+17.4%	295,182	-19.4%	3.67%	-14.2%
NUAN	New	NUANCE COMMUNICATIONS INC	$5,862,000	–	176,612	–	2.89%	–
DELL	New	DELL TECHNOLOGIES INCcl c	$5,849,000	–	86,407	–	2.89%	–
JD	New	JD.COM INCspon adr cl a	$5,045,000	–	65,000	–	2.49%	–
	New	AKAMAI TECHNOLOGIES INCnote 0.375% 9/0	$5,020,000	–	4,340,000	–	2.48%	–
MELI	Buy	MERCADOLIBRE INC	$4,964,000	+94.7%	4,586	+77.3%	2.45%	+42.2%
BILL	Sell	BILL COM HLDGS INC	$4,742,000	-9.8%	47,277	-18.9%	2.34%	-34.1%
SHOP	New	SHOPIFY INCcl a	$4,577,000	–	4,474	–	2.26%	–
	Sell	TWITTER INCnote 0.250% 6/1	$3,796,000	-3.8%	3,410,000	-18.5%	1.87%	-29.7%
	Sell	NUANCE COMMUNICATIONS INCdbcv 1.000%12/1	$3,672,000	+10.2%	2,520,000	-10.6%	1.81%	-19.5%
	Sell	ARES CAPITAL CORPnote 3.750% 2/0	$3,584,000	-12.0%	3,515,000	-14.1%	1.77%	-35.7%
	Buy	BIOMARIN PHARMACEUTICAL INCnote 0.599% 8/0	$3,368,000	+10.8%	3,220,000	+30.4%	1.66%	-19.0%
RDNT	Buy	RADNET INC	$3,239,000	+82.1%	211,029	+88.3%	1.60%	+33.0%
	New	PROOFPOINT INCnote 0.250% 8/1	$3,170,000	–	3,170,000	–	1.56%	–
	Sell	PALO ALTO NETWORKS INCnote 0.750% 7/0	$3,017,000	-13.1%	2,670,000	-17.1%	1.49%	-36.5%
	Sell	NRG ENERGY INCdbcv 2.750% 6/0	$2,686,000	-31.3%	2,580,000	-33.1%	1.33%	-49.8%
DADA	New	DADA NEXUS LTDads	$2,382,000	–	90,000	–	1.18%	–
	Sell	ILLUMINA INCnote 8/1	$2,337,000	-32.9%	2,200,000	-31.2%	1.15%	-50.9%
DAVA	Buy	ENDAVA PLCads	$2,147,000	+36.8%	34,000	+4.6%	1.06%	-0.1%
	Sell	ZYNGA INCnote 0.250% 6/0	$2,119,000	-11.9%	1,670,000	-10.7%	1.05%	-35.6%
BABA	New	ALIBABA GROUP HLDG LTDsponsored ads	$2,058,000	–	7,000	–	1.02%	–
FEAC	New	FLYING EAGLE ACQUISITION COR	$2,047,000	–	168,334	–	1.01%	–
ZTO	New	ZTO EXPRESS CAYMAN INCsponsored ads a	$2,020,000	–	67,500	–	1.00%	–
TAN	New	INVESCO EXCH TRADED FD TR IIsolar etf	$1,944,000	–	30,000	–	0.96%	–
CNST	New	CONSTELLATION PHARMCETICLS I	$1,841,000	–	90,850	–	0.91%	–
	New	SNAP INCnote 0.750% 8/0	$1,833,000	–	1,320,000	–	0.90%	–
	Buy	REALPAGE INCnote 1.500% 5/1	$1,629,000	+277.1%	1,575,000	+293.8%	0.80%	+175.3%
	New	BLACKLINE INCnote 0.125% 8/0	$1,565,000	–	1,135,000	–	0.77%	–
	New	ALTERYX INCnote 0.500% 8/0	$1,048,000	–	1,050,000	–	0.52%	–
ZYME	New	ZYMEWORKS INC	$640,000	–	13,750	–	0.32%	–
IOVA	New	IOVANCE BIOTHERAPEUTICS INC	$568,000	–	17,250	–	0.28%	–
PPLT	New	ABERDEEN STD PLATINUM ETF TR	$533,000	–	6,350	–	0.26%	–
	Sell	PLURALSIGHT INCnote 0.375% 3/0	$446,000	-61.2%	500,000	-61.5%	0.22%	-71.7%
	Sell	PURE STORAGE INCnote 0.125% 4/1	$251,000	-66.6%	260,000	-65.8%	0.12%	-75.6%
NBL	Exit	NOBLE ENERGY INC	$0	–	-33,000	–	-0.20%	–
EPAM	Exit	EPAM SYS INC	$0	–	-3,880	–	-0.66%	–
	Exit	MICROCHIP TECHNOLOGY INC.note 1.625% 2/1	$0	–	-700,000	–	-0.70%	–
	Exit	COUPA SOFTWARE INCnote 0.125% 6/1	$0	–	-970,000	–	-1.19%	–
	Exit	CHEGG INCnote 0.125% 3/1	$0	–	-1,270,000	–	-1.22%	–
	Exit	SQUARE INCnote 0.500% 5/1	$0	–	-2,320,000	–	-2.33%	–
MBT	Exit	MOBILE TELESYSTEMS PJSCsponsored adr	$0	–	-450,000	–	-2.80%	–
GDX	Exit	VANECK VECTORS ETF TRgold miners etf	$0	–	-423,306	–	-10.49%	–

Q2 2020

			Value		Shares		↓ Weighting
SE	New	SEA LTDsponsored ads	$17,482,000	–	163,019	–	11.81%	–
GDX	New	VANECK VECTORS ETF TRgold miners etf	$15,527,000	–	423,306	–	10.49%	–
AMZN	New	AMAZON COM INC	$13,802,000	–	5,003	–	9.33%	–
GLD	New	SPDR GOLD TR	$9,205,000	–	55,000	–	6.22%	–
FTCH	New	FARFETCH LTDord sh cl a	$6,324,000	–	366,183	–	4.27%	–
WMG	New	WARNER MUSIC GROUP CORP	$5,697,000	–	193,116	–	3.85%	–
BILL	New	BILL COM HLDGS INC	$5,258,000	–	58,290	–	3.55%	–
MBT	New	MOBILE TELESYSTEMS PJSCsponsored adr	$4,136,000	–	450,000	–	2.80%	–
	New	ARES CAPITAL CORPnote 3.750% 2/0	$4,073,000	–	4,090,000	–	2.75%	–
	New	TWITTER INCnote 0.250% 6/1	$3,947,000	–	4,185,000	–	2.67%	–
	New	NRG ENERGY INCdbcv 2.750% 6/0	$3,909,000	–	3,855,000	–	2.64%	–
	New	ILLUMINA INCnote 8/1	$3,481,000	–	3,200,000	–	2.35%	–
	New	PALO ALTO NETWORKS INCnote 0.750% 7/0	$3,471,000	–	3,220,000	–	2.35%	–
	New	SQUARE INCnote 0.500% 5/1	$3,449,000	–	2,320,000	–	2.33%	–
	New	NUANCE COMMUNICATIONS INCdbcv 1.000%12/1	$3,331,000	–	2,820,000	–	2.25%	–
	New	BIOMARIN PHARMACEUTICAL INCnote 0.599% 8/0	$3,040,000	–	2,470,000	–	2.05%	–
	New	EURONET WORLDWIDE INCnote 0.750% 3/1	$2,565,000	–	2,660,000	–	1.73%	–
MELI	New	MERCADOLIBRE INC	$2,550,000	–	2,587	–	1.72%	–
	New	FIREEYE INCnote 0.875% 6/0	$2,521,000	–	2,780,000	–	1.70%	–
	New	ZYNGA INCnote 0.250% 6/0	$2,405,000	–	1,870,000	–	1.62%	–
	New	EXACT SCIENCES CORPnote 0.375% 3/0	$2,256,000	–	2,350,000	–	1.52%	–
	New	SPIRIT RLTY CAP INCnote 3.750% 5/1	$2,238,000	–	2,250,000	–	1.51%	–
FCX	New	FREEPORT-MCMORAN INCcl b	$2,152,000	–	186,000	–	1.45%	–
	New	CHEGG INCnote 0.125% 3/1	$1,805,000	–	1,270,000	–	1.22%	–
RDNT	New	RADNET INC	$1,779,000	–	112,100	–	1.20%	–
	New	COUPA SOFTWARE INCnote 0.125% 6/1	$1,759,000	–	970,000	–	1.19%	–
DAVA	New	ENDAVA PLCads	$1,570,000	–	32,495	–	1.06%	–
	New	PRICELINE GRP INCnote 0.900% 9/1	$1,381,000	–	1,300,000	–	0.93%	–
	New	ON SEMICONDUCTOR CORPnote 1.625%10/1	$1,364,000	–	1,120,000	–	0.92%	–
	New	ALTAIR ENGR INCnote 0.250% 6/0	$1,329,000	–	1,260,000	–	0.90%	–
	New	LIVEPERSON INCnote 0.750% 3/0	$1,307,000	–	1,050,000	–	0.88%	–
	New	NEW RELIC INCnote 0.500% 5/0	$1,266,000	–	1,300,000	–	0.86%	–
	New	LIBERTY MEDIA CORP DELnote 1.000% 1/3	$1,263,000	–	1,155,000	–	0.85%	–
	New	SOUTHWEST AIRLS COnote 1.250% 5/0	$1,259,000	–	1,050,000	–	0.85%	–
	New	WESTERN DIGITAL CORP.note 1.500% 2/0	$1,204,000	–	1,275,000	–	0.81%	–
	New	PLURALSIGHT INCnote 0.375% 3/0	$1,150,000	–	1,300,000	–	0.78%	–
	New	VIAVI SOLUTIONS INCnote 1.000% 3/0	$1,078,000	–	935,000	–	0.73%	–
	New	MICROCHIP TECHNOLOGY INC.note 1.625% 2/1	$1,034,000	–	700,000	–	0.70%	–
	New	ZILLOW GROUP INCnote 2.000%12/0	$1,010,000	–	820,000	–	0.68%	–
EPAM	New	EPAM SYS INC	$978,000	–	3,880	–	0.66%	–
	New	PURE STORAGE INCnote 0.125% 4/1	$752,000	–	760,000	–	0.51%	–
	New	FTI CONSULTING INCnote 2.000% 8/1	$550,000	–	430,000	–	0.37%	–
	New	INSMED INCnote 1.750% 1/1	$439,000	–	450,000	–	0.30%	–
	New	REALPAGE INCnote 1.500% 5/1	$432,000	–	400,000	–	0.29%	–
NBL	New	NOBLE ENERGY INC	$296,000	–	33,000	–	0.20%	–
BRY	New	BERRY CORP	$150,000	–	31,000	–	0.10%	–

Q4 2019

			Value		Shares		↓ Weighting
PTE	Exit	POLARITYTE INC	$0	–	-109,098	–	-0.22%	–
	Exit	GDS HLDGS LTDnote 2.000% 6/0	$0	–	-500,000	–	-0.33%	–
	Exit	FTI CONSULTING INCnote 2.000% 8/1	$0	–	-430,000	–	-0.33%	–
EDU	Exit	NEW ORIENTAL ED & TECH GRP Ispon adr	$0	–	-7,500	–	-0.52%	–
	Exit	INSMED INCnote 1.750% 1/1	$0	–	-1,000,000	–	-0.53%	–
FCX	Exit	FREEPORT-MCMORANcl b	$0	–	-91,000	–	-0.55%	–
SHOP	Exit	SHOPIFY INCcl a	$0	–	-5,025	–	-0.99%	–
APO	Exit	APOLLO GLOBAL MGMT INC	$0	–	-47,418	–	-1.13%	–
	Exit	JAZZ INVESTMENTS I LTDnote 1.500% 8/1	$0	–	-2,000,000	–	-1.22%	–
	Exit	PURE STORAGE INCnote 0.125% 4/1	$0	–	-2,260,000	–	-1.41%	–
JD	Exit	JD COM INCspon adr cl a	$0	–	-80,000	–	-1.42%	–
	Exit	PROSPECT CAPITAL CORPORATIONnote 4.950% 7/1	$0	–	-2,550,000	–	-1.66%	–
GDXJ	Exit	VANECK VECTORS ETFjr gold miners e	$0	–	-75,600	–	-1.73%	–
IOVA	Exit	IOVANCE BIOTHERAPEUTICS INC	$0	–	-151,500	–	-1.74%	–
	Exit	ALTAIR ENGR INCnote 0.250% 6/0	$0	–	-2,760,000	–	-1.76%	–
	Exit	SQUARE INCnote 0.500% 5/1	$0	–	-2,520,000	–	-1.77%	–
BABA	Exit	ALIBABA GROUP HLDG LTDsponsored ads	$0	–	-17,500	–	-1.85%	–
CVNA	Exit	CARVANA COcl a	$0	–	-45,600	–	-1.90%	–
	Exit	NUANCE COMMUNICATIONS INCdbcv 1.000%12/1	$0	–	-3,220,000	–	-1.92%	–
	Exit	BIOMARIN PHARMACEUTICAL INCnote 0.599% 8/0	$0	–	-3,220,000	–	-2.00%	–
	Exit	MARRIOTT VACTINS WORLDWID COnote 1.500% 9/1	$0	–	-3,220,000	–	-2.04%	–
	Exit	CARDTRONICS INCnote 1.000%12/0	$0	–	-3,410,000	–	-2.11%	–
GOLD	Exit	BARRICK GOLD CORPORATION	$0	–	-196,000	–	-2.14%	–
	Exit	LIVE NATION ENTERTAINMENT INCnote 2.500% 3/1	$0	–	-3,030,000	–	-2.24%	–
	Exit	GUIDEWIRE SOFTWARE INCnote 1.250% 3/1	$0	–	-3,340,000	–	-2.42%	–
	Exit	ARES CAP CORPnote 3.750% 2/0	$0	–	-4,290,000	–	-2.80%	–
SE	Exit	SEA LTDsponsored ads	$0	–	-148,800	–	-2.91%	–
	Exit	SPIRIT RLTY CAP INCnote 3.750% 5/1	$0	–	-5,490,000	–	-3.56%	–
	Exit	CTRIP COM INTL LTDnote 1.000% 7/0	$0	–	-5,830,000	–	-3.60%	–
	Exit	NRG ENERGY INCdbcv 2.750% 6/0	$0	–	-5,280,000	–	-3.75%	–
GOOGL	Exit	ALPHABET INCcap stk cl a	$0	–	-5,000	–	-3.85%	–
GDX	Exit	VANECK VECTORS ETF TRgold miners etf	$0	–	-230,100	–	-3.88%	–
	Exit	PALO ALTO NETWORKS INCnote 0.750% 7/0	$0	–	-5,870,000	–	-3.91%	–
	Exit	FIREEYE INCnote 0.875% 6/0	$0	–	-6,770,000	–	-4.02%	–
	Exit	LIBERTY MEDIA CORPnote 1.000% 1/3	$0	–	-5,160,000	–	-4.08%	–
RDNT	Exit	RADNET INC	$0	–	-486,590	–	-4.41%	–
	Exit	VECTOR GROUP LTDfrnt 4/1	$0	–	-6,910,000	–	-4.53%	–
	Exit	PRICELINE GRP INCnote 0.900% 9/1	$0	–	-8,200,000	–	-6.00%	–
	Exit	SPLUNK INCnote 0.500% 9/1	$0	–	-8,870,000	–	-6.01%	–
	Exit	TWITTER INCnote 0.250% 6/1	$0	–	-10,070,000	–	-6.75%	–

Q3 2019

			Value		Shares		↓ Weighting
	Buy	TWITTER INCnote 0.250% 6/1	$10,692,000	+28.5%	10,070,000	+18.5%	6.75%	+11.7%
	New	SPLUNK INCnote 0.500% 9/1	$9,527,000	–	8,870,000	–	6.01%	–
	Buy	PRICELINE GRP INCnote 0.900% 9/1	$9,510,000	+27.9%	8,200,000	+26.2%	6.00%	+11.3%
	New	VECTOR GROUP LTDfrnt 4/1	$7,183,000	–	6,910,000	–	4.53%	–
RDNT	Buy	RADNET INC	$6,987,000	+12.0%	486,590	+7.5%	4.41%	-2.6%
	Buy	LIBERTY MEDIA CORPnote 1.000% 1/3	$6,465,000	+23.4%	5,160,000	+16.0%	4.08%	+7.3%
	Buy	FIREEYE INCnote 0.875% 6/0	$6,362,000	+19.3%	6,770,000	+24.2%	4.02%	+3.7%
	New	PALO ALTO NETWORKS INCnote 0.750% 7/0	$6,191,000	–	5,870,000	–	3.91%	–
GDX	Buy	VANECK VECTORS ETF TRgold miners etf	$6,146,000	+182.8%	230,100	+170.7%	3.88%	+146.0%
	Buy	NRG ENERGY INCdbcv 2.750% 6/0	$5,943,000	+23.4%	5,280,000	+17.3%	3.75%	+7.3%
	Buy	CTRIP COM INTL LTDnote 1.000% 7/0	$5,702,000	+37.4%	5,830,000	+38.8%	3.60%	+19.5%
	Buy	SPIRIT RLTY CAP INCnote 3.750% 5/1	$5,645,000	+27.1%	5,490,000	+26.2%	3.56%	+10.5%
SE	New	SEA LTDsponsored ads	$4,605,000	–	148,800	–	2.91%	–
	Buy	ARES CAP CORPnote 3.750% 2/0	$4,440,000	+28.4%	4,290,000	+26.2%	2.80%	+11.7%
	Buy	GUIDEWIRE SOFTWARE INCnote 1.250% 3/1	$3,828,000	+13.8%	3,340,000	+11.3%	2.42%	-1.1%
	Sell	LIVE NATION ENTERTAINMENT INCnote 2.500% 3/1	$3,554,000	-37.6%	3,030,000	-36.9%	2.24%	-45.7%
	Buy	CARDTRONICS INCnote 1.000%12/0	$3,350,000	+28.5%	3,410,000	+26.3%	2.11%	+11.7%
	Buy	MARRIOTT VACTINS WORLDWID COnote 1.500% 9/1	$3,230,000	+31.0%	3,220,000	+26.3%	2.04%	+14.0%
	Buy	BIOMARIN PHARMACEUTICAL INCnote 0.599% 8/0	$3,176,000	+19.6%	3,220,000	+26.3%	2.00%	+4.0%
	Buy	NUANCE COMMUNICATIONS INCdbcv 1.000%12/1	$3,049,000	+26.9%	3,220,000	+26.3%	1.92%	+10.4%
CVNA	Buy	CARVANA COcl a	$3,010,000	+58.4%	45,600	+50.2%	1.90%	+37.8%
BABA	Sell	ALIBABA GROUP HLDG LTDsponsored ads	$2,927,000	-13.6%	17,500	-12.5%	1.85%	-24.9%
	Buy	SQUARE INCnote 0.500% 5/1	$2,808,000	+17.3%	2,520,000	+26.0%	1.77%	+2.0%
	Buy	ALTAIR ENGR INCnote 0.250% 6/0	$2,784,000	+2.4%	2,760,000	+10.4%	1.76%	-10.9%
IOVA	Sell	IOVANCE BIOTHERAPEUTICS INC	$2,757,000	-39.7%	151,500	-18.8%	1.74%	-47.6%
GDXJ	New	VANECK VECTORS ETFjr gold miners e	$2,741,000	–	75,600	–	1.73%	–
JD	Sell	JD COM INCspon adr cl a	$2,257,000	-35.8%	80,000	-31.0%	1.42%	-44.2%
	Buy	PURE STORAGE INCnote 0.125% 4/1	$2,228,000	+16.3%	2,260,000	+13.0%	1.41%	+1.2%
APO	New	APOLLO GLOBAL MGMT INC	$1,793,000	–	47,418	–	1.13%	–
SHOP	New	SHOPIFY INCcl a	$1,566,000	–	5,025	–	0.99%	–
FCX	Buy	FREEPORT-MCMORANcl b	$871,000	+55.5%	91,000	+88.8%	0.55%	+35.5%
EDU	New	NEW ORIENTAL ED & TECH GRP Ispon adr	$831,000	–	7,500	–	0.52%	–
	New	FTI CONSULTING INCnote 2.000% 8/1	$524,000	–	430,000	–	0.33%	–
GGAL	Exit	GRUPO FINANCIERO GALICIA S Asponsored adr	$0	–	-10,000	–	-0.26%	–
IWM	Exit	ISHARES TRput	$0	–	-712	–	-0.28%	–
EPAM	Exit	EPAM SYSTEMS INC	$0	–	-5,254	–	-0.66%	–
MELI	Exit	MERCADOLIBRE INC	$0	–	-2,000	–	-0.89%	–
TAL	Exit	TAL EDUCATION GROUPsponsored ads	$0	–	-45,000	–	-1.24%	–
DHRPRA	Exit	DANAHER CORPORATION4.75 mnd cv pfd	$0	–	-2,000	–	-1.60%	–
	Exit	ELECTRONICS FOR IMAGING INCnote 0.750% 9/0	$0	–	-3,000,000	–	-2.17%	–
APO	Exit	APOLLO GLOBAL MGMT LLC	$0	–	-87,418	–	-2.18%	–
	Exit	RTI INTL METALS INCnote 1.625%10/1	$0	–	-4,250,000	–	-3.13%	–
	Exit	VECTOR GROUP LTDfrnt	$0	–	-6,000,000	–	-4.50%	–
	Exit	AKAMAI TECHNOLOGIES INCnote 0.125% 5/0	$0	–	-7,100,000	–	-5.53%	–

Q2 2019

			Value		Shares		↓ Weighting
	New	TWITTER INCnote 0.250% 6/1	$8,322,000	–	8,500,000	–	6.04%	–
	New	AKAMAI TECHNOLOGIES INCnote 0.125% 5/0	$7,615,000	–	7,100,000	–	5.53%	–
	New	PRICELINE GRP INCnote 0.900% 9/1	$7,434,000	–	6,500,000	–	5.40%	–
RDNT	New	RADNET INC	$6,240,000	–	452,500	–	4.53%	–
	New	VECTOR GROUP LTDfrnt	$6,195,000	–	6,000,000	–	4.50%	–
	New	LIVE NATION ENTERTAINMENT INnote 2.500% 3/1	$5,691,000	–	4,800,000	–	4.13%	–
GOOGL	New	ALPHABET INCcap stk cl a	$5,414,000	–	5,000	–	3.93%	–
	New	FIREEYE INCnote 0.875% 6/0	$5,333,000	–	5,450,000	–	3.87%	–
	New	LIBERTY MEDIA CORP DELAWAREnote 1.000% 1/3	$5,238,000	–	4,450,000	–	3.80%	–
	New	NRG ENERGY INCdbcv 2.750% 6/0	$4,816,000	–	4,500,000	–	3.50%	–
IOVA	New	IOVANCE BIOTHERAPEUTICS INC	$4,573,000	–	186,500	–	3.32%	–
	New	SPIRIT RLTY CAP INC NEWnote 3.750% 5/1	$4,443,000	–	4,350,000	–	3.22%	–
	New	RTI INTL METALS INCnote 1.625%10/1	$4,315,000	–	4,250,000	–	3.13%	–
	New	CTRIP COM INTL LTDnote 1.000% 7/0	$4,149,000	–	4,200,000	–	3.01%	–
JD	New	JD COM INCspon adr cl a	$3,514,000	–	116,000	–	2.55%	–
	New	ARES CAP CORPnote 3.750% 2/0	$3,457,000	–	3,400,000	–	2.51%	–
BABA	New	ALIBABA GROUP HLDG LTDsponsored ads	$3,389,000	–	20,000	–	2.46%	–
	New	GUIDEWIRE SOFTWARE INCnote 1.250% 3/1	$3,365,000	–	3,000,000	–	2.44%	–
GOLD	New	BARRICK GOLD CORPORATION	$3,091,000	–	196,000	–	2.24%	–
APO	New	APOLLO GLOBAL MGMT LLC	$2,998,000	–	87,418	–	2.18%	–
	New	ELECTRONICS FOR IMAGING INCnote 0.750% 9/0	$2,991,000	–	3,000,000	–	2.17%	–
	New	ALTAIR ENGR INCnote 0.250% 6/0	$2,718,000	–	2,500,000	–	1.97%	–
	New	BIOMARIN PHARMACEUTICAL INCnote 0.599% 8/0	$2,656,000	–	2,550,000	–	1.93%	–
	New	CARDTRONICS INCnote 1.000%12/0	$2,608,000	–	2,700,000	–	1.89%	–
	New	PROSPECT CAPITAL CORPORATIONnote 4.950% 7/1	$2,569,000	–	2,550,000	–	1.86%	–
	New	MARRIOTT VACTINS WORLDWID COnote 1.500% 9/1	$2,465,000	–	2,550,000	–	1.79%	–
	New	NUANCE COMMUNICATIONS INCdbcv 1.000%12/1	$2,402,000	–	2,550,000	–	1.74%	–
	New	SQUARE INCnote 0.500% 5/1	$2,394,000	–	2,000,000	–	1.74%	–
DHRPRA	New	DANAHER CORPORATION4.75 mnd cv pfd	$2,209,000	–	2,000	–	1.60%	–
GDX	New	VANECK VECTORS ETF TRgold miners etf	$2,173,000	–	85,000	–	1.58%	–
	New	JAZZ INVESTMENTS I LTDnote 1.500% 8/1	$1,976,000	–	2,000,000	–	1.43%	–
	New	PURE STORAGE INCnote 0.125% 4/1	$1,915,000	–	2,000,000	–	1.39%	–
CVNA	New	CARVANA COcl a	$1,900,000	–	30,350	–	1.38%	–
TAL	New	TAL EDUCATION GROUPsponsored ads	$1,715,000	–	45,000	–	1.24%	–
MELI	New	MERCADOLIBRE INC	$1,224,000	–	2,000	–	0.89%	–
	New	INSMED INCnote 1.750% 1/1	$973,000	–	1,000,000	–	0.71%	–
EPAM	New	EPAM SYSTEMS INC	$909,000	–	5,254	–	0.66%	–
PTE	New	POLARITYTE INC	$622,000	–	109,098	–	0.45%	–
FCX	New	FREEPORT-MCMORAN INCcl b	$560,000	–	48,200	–	0.41%	–
	New	GDS HLDGS LTDnote 2.000% 6/0	$494,000	–	500,000	–	0.36%	–
IWM	New	ISHARES TRput	$384,000	–	712	–	0.28%	–
GGAL	New	GRUPO FINANCIERO GALICIA S Asponsored adr	$355,000	–	10,000	–	0.26%	–

Q4 2018

			Value		Shares		↓ Weighting
SGYPQ	Exit	SYNERGY PHARMACEUTICALS DEL	$0	–	-50,000	–	-0.05%	–
WATT	Exit	ENERGOUS CORP	$0	–	-10,000	–	-0.06%	–
BMA	Exit	BANCO MACRO SAspon adr b	$0	–	-12,500	–	-0.31%	–
LOMA	Exit	LOMA NEGRA CORPsponsored ads	$0	–	-60,000	–	-0.32%	–
PTE	Exit	POLARITYTE INC	$0	–	-29,700	–	-0.34%	–
GGAL	Exit	GRUPO FINANCIERO GALICIA S Asp adr 10 sh b	$0	–	-25,000	–	-0.38%	–
BCRX	Exit	BIOCRYST PHARMACEUTICALS	$0	–	-100,000	–	-0.45%	–
	Exit	INSMED INCnote 1.750% 1/1	$0	–	-1,000,000	–	-0.51%	–
	Exit	INFINERA CORPORATIONnote 2.125% 9/0	$0	–	-2,000,000	–	-1.20%	–
GOLD	Exit	BARRICK GOLD CORP	$0	–	-196,000	–	-1.29%	–
IOVA	Exit	IOVANCE BIOTHERAPEUTICS INC	$0	–	-200,000	–	-1.34%	–
CPRT	Exit	COPART INC	$0	–	-45,000	–	-1.38%	–
	Exit	REDWOOD TR INCnote 4.750% 8/1	$0	–	-2,500,000	–	-1.44%	–
	Exit	FINISAR CORPnote 0.500%12/1	$0	–	-3,000,000	–	-1.64%	–
	Exit	NUANCE COMMUNICATIONS INCdebt 1.500%11/0	$0	–	-3,000,000	–	-1.68%	–
	Exit	HERCULES CAPITAL INCdbcv 4.375% 2/0	$0	–	-3,000,000	–	-1.74%	–
	Exit	PROSPECT CAPITAL CORPORATIONnote 4.950% 7/1	$0	–	-3,000,000	–	-1.77%	–
APO	Exit	APOLLO GLOBAL MGMT LLC	$0	–	-87,418	–	-1.80%	–
	Exit	CARDTRONICS INCnote 1.000%12/0	$0	–	-3,200,000	–	-1.85%	–
	Exit	BIOMARIN PHARMACEUTICAL INCnote 0.599% 8/0	$0	–	-3,000,000	–	-1.89%	–
	Exit	ARES CAP CORPnote 3.750% 2/0	$0	–	-4,000,000	–	-2.40%	–
	Exit	ALLSCRIPTS HEALTHCARE SOLUTNnote 1.250% 7/0	$0	–	-4,000,000	–	-2.51%	–
	Exit	MEDICINES COnote 2.500% 1/1	$0	–	-4,000,000	–	-2.56%	–
	Exit	TRANSOCEAN INCdeb 0.500% 1/3	$0	–	-3,000,000	–	-2.64%	–
	Exit	ELECTRONICS FOR IMAGING INCnote 0.750% 9/0	$0	–	-4,500,000	–	-2.66%	–
	Exit	VIPSHOP HLDGS LTDnote 1.500% 3/1	$0	–	-5,000,000	–	-2.92%	–
	Exit	CTRIP COM INTL LTDnote 1.000% 7/0	$0	–	-5,000,000	–	-2.92%	–
	Exit	SPIRIT RLTY CAP INC NEWnote 3.750% 5/1	$0	–	-5,100,000	–	-3.07%	–
	Exit	PRICELINE GRP INCnote 0.900% 9/1	$0	–	-4,500,000	–	-3.17%	–
	Exit	WRIGHT MED GROUP INCnote 2.000% 2/1	$0	–	-5,000,000	–	-3.26%	–
	Exit	DYCOM INDS INCnote 0.750% 9/1	$0	–	-5,000,000	–	-3.30%	–
	Exit	ILLUMINA INCnote 6/1	$0	–	-4,000,000	–	-3.43%	–
RDNT	Exit	RADNET INC	$0	–	-385,996	–	-3.45%	–
	Exit	LIBERTY MEDIA CORP DELAWAREnote 1.000% 1/3	$0	–	-5,250,000	–	-3.67%	–
	Exit	VECTOR GROUP LTDfrnt 4/1	$0	–	-6,000,000	–	-3.72%	–
	Exit	JAZZ INVESTMENTS I LTDnote 1.875% 8/1	$0	–	-6,500,000	–	-4.15%	–
	Exit	GUIDEWIRE SOFTWARE INCnote 1.250% 3/1	$0	–	-7,000,000	–	-4.45%	–
GTTN	Exit	GTT COMMUNICATIONS INC	$0	–	-181,200	–	-4.67%	–
	Exit	AKAMAI TECHNOLOGIES INCdbcv 2/1	$0	–	-8,000,000	–	-4.73%	–
CVNA	Exit	CARVANA COcl a	$0	–	-195,100	–	-6.85%	–
	Exit	NXP SEMICONDUCTORS N Vnote 1.000%12/0	$0	–	-13,000,000	–	-8.05%	–

Q3 2018

			Value		Shares		↓ Weighting
CVNA	Buy	CARVANA COcl a	$11,528,000	+68.5%	195,100	+18.6%	6.85%	+40.5%
	Buy	AKAMAI TECHNOLOGIES INCdbcv 2/1	$7,960,000	+1.6%	8,000,000	+2.6%	4.73%	-15.2%
GTTN	Buy	GTT COMMUNICATIONS INC	$7,864,000	+43.5%	181,200	+48.8%	4.67%	+19.7%
	Buy	GUIDEWIRE SOFTWARE INCnote 1.250% 3/1	$7,494,000	+145.8%	7,000,000	+133.3%	4.45%	+105.0%
RDNT	Buy	RADNET INC	$5,809,000	+10.2%	385,996	+9.8%	3.45%	-8.1%
	Sell	ILLUMINA INCnote 6/1	$5,775,000	-11.1%	4,000,000	-27.3%	3.43%	-25.8%
	New	DYCOM INDS INCnote 0.750% 9/1	$5,549,000	–	5,000,000	–	3.30%	–
	Buy	MEDICINES COnote 2.500% 1/1	$4,300,000	+17.7%	4,000,000	+33.3%	2.56%	-1.8%
	New	ALLSCRIPTS HEALTHCARE SOLUTNnote 1.250% 7/0	$4,231,000	–	4,000,000	–	2.51%	–
CPRT	New	COPART INC	$2,319,000	–	45,000	–	1.38%	–
IOVA	New	IOVANCE BIOTHERAPEUTICS INC	$2,250,000	–	200,000	–	1.34%	–
GOLD	Buy	BARRICK GOLD CORP	$2,172,000	+562.2%	196,000	+684.0%	1.29%	+451.7%
	New	INFINERA CORPORATIONnote 2.125% 9/0	$2,028,000	–	2,000,000	–	1.20%	–
GGAL	New	GRUPO FINANCIERO GALICIA S Asp adr 10 sh b	$636,000	–	25,000	–	0.38%	–
PTE	New	POLARITYTE INC	$567,000	–	29,700	–	0.34%	–
LOMA	New	LOMA NEGRA CORPsponsored ads	$530,000	–	60,000	–	0.32%	–
BMA	New	BANCO MACRO SAspon adr b	$517,000	–	12,500	–	0.31%	–
WATT	New	ENERGOUS CORP	$101,000	–	10,000	–	0.06%	–
VNDA	Exit	VANDA PHARMACEUTICALS INC	$0	–	-41,000	–	-0.56%	–
ZGNX	Exit	ZOGENIX INC	$0	–	-22,000	–	-0.69%	–
T	Exit	AT&T INC	$0	–	-41,000	–	-0.94%	–

Q2 2018

			Value		Shares		↓ Weighting
	New	NXP SEMICONDUCTORS N Vnote 1.000%12/0	$15,574,000	–	13,000,000	–	11.10%	–
	New	AKAMAI TECHNOLOGIES INCdbcv 2/1	$7,831,000	–	7,800,000	–	5.58%	–
	New	JAZZ INVESTMENTS I LTDnote 1.875% 8/1	$7,084,000	–	6,500,000	–	5.05%	–
CVNA	New	CARVANA COcl a	$6,843,000	–	164,500	–	4.88%	–
	New	ILLUMINA INCnote 6/1	$6,493,000	–	5,500,000	–	4.63%	–
	New	VECTOR GROUP LTDfrnt 4/1	$6,344,000	–	6,000,000	–	4.52%	–
	New	LIBERTY MEDIA CORP DELAWAREnote 1.000% 1/3	$6,168,000	–	5,250,000	–	4.39%	–
GTTN	New	GTT COMMUNICATIONS INC	$5,481,000	–	121,800	–	3.90%	–
	New	WRIGHT MED GROUP INCnote 2.000% 2/1	$5,402,000	–	5,000,000	–	3.85%	–
	New	PRICELINE GRP INCnote 0.900% 9/1	$5,393,000	–	4,500,000	–	3.84%	–
	New	CTRIP COM INTL LTDnote 1.000% 7/0	$5,295,000	–	5,000,000	–	3.77%	–
RDNT	New	RADNET INC	$5,271,000	–	351,393	–	3.76%	–
	New	SPIRIT RLTY CAP INC NEWnote 3.750% 5/1	$5,149,000	–	5,100,000	–	3.67%	–
	New	VIPSHOP HLDGS LTDnote 1.500% 3/1	$4,938,000	–	5,000,000	–	3.52%	–
	New	ELECTRONICS FOR IMAGING INCnote 0.750% 9/0	$4,461,000	–	4,500,000	–	3.18%	–
	New	TRANSOCEAN INCdeb 0.500% 1/3	$4,309,000	–	3,000,000	–	3.07%	–
	New	ARES CAP CORPnote 3.750% 2/0	$4,027,000	–	4,000,000	–	2.87%	–
	New	MEDICINES COnote 2.500% 1/1	$3,654,000	–	3,000,000	–	2.60%	–
	New	BIOMARIN PHARMACEUTICAL INCnote 0.599% 8/0	$3,050,000	–	3,000,000	–	2.17%	–
	New	GUIDEWIRE SOFTWARE INCnote 1.250% 3/1	$3,049,000	–	3,000,000	–	2.17%	–
	New	HERCULES CAPITAL INCdbcv 4.375% 2/0	$3,035,000	–	3,000,000	–	2.16%	–
	New	CARDTRONICS INCnote 1.000%12/0	$2,991,000	–	3,200,000	–	2.13%	–
	New	PROSPECT CAPITAL CORPORATIONnote 4.950% 7/1	$2,923,000	–	3,000,000	–	2.08%	–
APO	New	APOLLO GLOBAL MGMT LLC	$2,786,000	–	87,418	–	1.98%	–
	New	FINISAR CORPnote 0.500%12/1	$2,721,000	–	3,000,000	–	1.94%	–
	New	NUANCE COMMUNICATIONS INCdbcv 1.000%12/1	$2,688,000	–	3,000,000	–	1.92%	–
	New	REDWOOD TR INCnote 4.750% 8/1	$2,433,000	–	2,500,000	–	1.73%	–
T	New	AT&T INC	$1,317,000	–	41,000	–	0.94%	–
ZGNX	New	ZOGENIX INC	$972,000	–	22,000	–	0.69%	–
	New	INSMED INCnote 1.750% 1/1	$915,000	–	1,000,000	–	0.65%	–
VNDA	New	VANDA PHARMACEUTICALS INC	$781,000	–	41,000	–	0.56%	–
BCRX	New	BIOCRYST PHARMACEUTICALS	$573,000	–	100,000	–	0.41%	–
GOLD	New	BARRICK GOLD CORP	$328,000	–	25,000	–	0.23%	–
SGYPQ	New	SYNERGY PHARMACEUTICALS DEL	$87,000	–	50,000	–	0.06%	–

Q4 2017

			Value		Shares		↓ Weighting
WMIH	Exit	WMIH CORP	$0	–	-110,000	–	-0.04%	–
CELG	Exit	CELGENE CORP	$0	–	-1,621	–	-0.08%	–
NDAQ	Exit	NASDAQ INC	$0	–	-4,305	–	-0.12%	–
GOLD	Exit	BARRICK GOLD CORP	$0	–	-25,000	–	-0.14%	–
AAN	Exit	AARON'S INC	$0	–	-12,500	–	-0.20%	–
IBB	Exit	ISHARES TRnasdaq biotech	$0	–	-1,700	–	-0.20%	–
MU	Exit	MICRON TECHNOLOGY INC	$0	–	-24,000	–	-0.34%	–
	Exit	ELECTRONICS FOR IMAGING INCnote 0.750% 9/0	$0	–	-1,000,000	–	-0.38%	–
	Exit	RPM INTL INCnote 2.250%12/1	$0	–	-990,000	–	-0.41%	–
	Exit	DYCOM INDS INCnote 0.750% 9/1	$0	–	-1,000,000	–	-0.41%	–
ETM	Exit	ENTERCOM COMMUNICATIONS CORPcl a	$0	–	-100,000	–	-0.41%	–
	Exit	HOLOGIC INCfrnt 12/1	$0	–	-1,000,000	–	-0.44%	–
	Exit	MOLINA HEALTHCARE INCdbcv 1.625% 8/1	$0	–	-1,000,000	–	-0.45%	–
VNDA	Exit	VANDA PHARMACEUTICALS INC	$0	–	-74,000	–	-0.48%	–
	Exit	CITRIX SYS INCnote 0.500% 4/1	$0	–	-1,300,000	–	-0.54%	–
FNSR	Exit	FINISAR CORP	$0	–	-70,000	–	-0.56%	–
SBGI	Exit	SINCLAIR BROADCAST GROUP INCcl a	$0	–	-53,008	–	-0.61%	–
	Exit	RED HAT INCnote 0.250%10/0	$0	–	-1,120,000	–	-0.62%	–
SGYPQ	Exit	SYNERGY PHARMACEUTICALS DEL	$0	–	-651,500	–	-0.68%	–
	Exit	CARDTRONICS INCnote 1.000%12/0	$0	–	-2,200,000	–	-0.73%	–
	Exit	AKAMAI TECHNOLOGIES INCdbcv 2/1	$0	–	-2,500,000	–	-0.88%	–
	Exit	YAHOO INCnote 12/0	$0	–	-1,900,000	–	-0.89%	–
	Exit	TRINITY INDS INC	$0	–	-2,050,000	–	-1.00%	–
	Exit	INTEL CORPsdcv 3.250% 8/0	$0	–	-1,625,000	–	-1.08%	–
	Exit	MICRON TECHNOLOGY INCnote 3.000%11/1	$0	–	-2,200,000	–	-1.10%	–
SMG	Exit	SCOTTS MIRACLE GRO COcl a	$0	–	-32,000	–	-1.12%	–
APO	Exit	APOLLO GLOBAL MGMT LLC	$0	–	-114,800	–	-1.25%	–
	Exit	SPIRIT RLTY CAP INC NEWnote 3.750% 5/1	$0	–	-3,600,000	–	-1.33%	–
	Exit	OLD REP INTL CORPnote 3.750% 3/1	$0	–	-2,960,000	–	-1.37%	–
RDNT	Exit	RADNET INC	$0	–	-333,000	–	-1.38%	–
IAC	Exit	IAC INTERACTIVECORP	$0	–	-35,542	–	-1.51%	–
ADMS	Exit	ADAMAS PHARMACEUTICALS INC	$0	–	-228,837	–	-1.75%	–
	Exit	PRICELINE GRP INCnote 0.900% 9/1	$0	–	-4,500,000	–	-1.87%	–
NXTM	Exit	NXSTAGE MEDICAL INC	$0	–	-190,000	–	-1.89%	–
CPN	Exit	CALPINE CORP	$0	–	-371,000	–	-1.97%	–
	Exit	ILLUMINA INCnote 6/1	$0	–	-5,500,000	–	-2.10%	–
BBL	Exit	BHP BILLITON PLCsponsored adr	$0	–	-301,302	–	-3.85%	–
KITE	Exit	KITE PHARMA INC	$0	–	-92,785	–	-6.02%	–
AKRXQ	Exit	AKORN INC	$0	–	-508,154	–	-6.08%	–
TRCO	Exit	TRIBUNE MEDIA COcl a	$0	–	-413,412	–	-6.10%	–
LVLT	Exit	LEVEL 3 COMMUNICATIONS INC	$0	–	-335,429	–	-6.45%	–
SNI	Exit	SCRIPPS NETWORKS INTERACT IN	$0	–	-209,100	–	-6.48%	–
TWX	Exit	TIME WARNER INC	$0	–	-202,913	–	-7.50%	–
RICE	Exit	RICE ENERGY INC	$0	–	-727,153	–	-7.59%	–
DVMT	Exit	DELL TECHNOLOGIES INC	$0	–	-283,228	–	-7.89%	–
MON	Exit	MONSANTO CO NEW	$0	–	-270,217	–	-11.68%	–

Q3 2017

			Value		Shares		↓ Weighting
MON	Buy	MONSANTO CO NEW	$32,364,000	+14.2%	270,217	+12.9%	11.68%	+7.2%
DVMT	New	DELL TECHNOLOGIES INC	$21,864,000	–	283,228	–	7.89%	–
RICE	New	RICE ENERGY INC	$21,033,000	–	727,153	–	7.59%	–
TWX	Buy	TIME WARNER INC	$20,783,000	+9749.8%	202,913	+9544.2%	7.50%	+9159.3%
SNI	New	SCRIPPS NETWORKS INTERACT IN	$17,956,000	–	209,100	–	6.48%	–
LVLT	Sell	LEVEL 3 COMMUNICATIONS INC	$17,870,000	-33.5%	335,429	-25.9%	6.45%	-37.5%
TRCO	New	TRIBUNE MEDIA COcl a	$16,898,000	–	413,412	–	6.10%	–
AKRXQ	New	AKORN INC	$16,858,000	–	508,154	–	6.08%	–
KITE	New	KITE PHARMA INC	$16,682,000	–	92,785	–	6.02%	–
BBL	New	BHP BILLITON PLCsponsored adr	$10,680,000	–	301,302	–	3.85%	–
	Buy	ILLUMINA INCnote 6/1	$5,810,000	+44.8%	5,500,000	+39.4%	2.10%	+36.0%
CPN	New	CALPINE CORP	$5,470,000	–	371,000	–	1.97%	–
NXTM	New	NXSTAGE MEDICAL INC	$5,243,000	–	190,000	–	1.89%	–
ADMS	Buy	ADAMAS PHARMACEUTICALS INC	$4,843,000	+154.6%	228,837	+110.3%	1.75%	+139.1%
IAC	New	IAC INTERACTIVECORP	$4,180,000	–	35,542	–	1.51%	–
RDNT	Sell	RADNET INC	$3,838,000	+41.9%	333,000	-4.9%	1.38%	+33.3%
SMG	Buy	SCOTTS MIRACLE GRO COcl a	$3,116,000	+24.4%	32,000	+14.3%	1.12%	+16.9%
	Sell	INTEL CORPsdcv 3.250% 8/0	$2,988,000	-42.2%	1,625,000	-48.0%	1.08%	-45.8%
	New	TRINITY INDS INC	$2,758,000	–	2,050,000	–	1.00%	–
	New	YAHOO INCnote 12/0	$2,473,000	–	1,900,000	–	0.89%	–
SGYPQ	Buy	SYNERGY PHARMACEUTICALS DEL	$1,880,000	+202.3%	651,500	+365.4%	0.68%	+183.7%
	Sell	RED HAT INCnote 0.250%10/0	$1,726,000	-41.4%	1,120,000	-47.2%	0.62%	-45.0%
SBGI	New	SINCLAIR BROADCAST GROUP INCcl a	$1,698,000	–	53,008	–	0.61%	–
FNSR	New	FINISAR CORP	$1,552,000	–	70,000	–	0.56%	–
	Sell	HOLOGIC INCfrnt 12/1	$1,210,000	-52.1%	1,000,000	-50.0%	0.44%	-55.0%
ETM	New	ENTERCOM COMMUNICATIONS CORPcl a	$1,148,000	–	100,000	–	0.41%	–
	New	ELECTRONICS FOR IMAGING INCnote 0.750% 9/0	$1,042,000	–	1,000,000	–	0.38%	–
MU	New	MICRON TECHNOLOGY INC	$944,000	–	24,000	–	0.34%	–
IBB	New	ISHARES TRnasdaq biotech	$567,000	–	1,700	–	0.20%	–
AAN	New	AARON'S INC	$545,000	–	12,500	–	0.20%	–
NDAQ	Sell	NASDAQ INC	$334,000	-19.5%	4,305	-25.9%	0.12%	-24.4%
CELG	Sell	CELGENE CORP	$236,000	-16.9%	1,621	-25.9%	0.08%	-22.0%
WMIH	Sell	WMIH CORP	$102,000	-62.2%	110,000	-50.0%	0.04%	-64.4%
	Exit	CARMAX INCput	$0	–	-225	–	-0.09%	–
IONS	Exit	IONIS PHARMACEUTICALS INC	$0	–	-4,891	–	-0.10%	–
INCY	Exit	INCYTE CORP	$0	–	-2,287	–	-0.11%	–
	Exit	SHUTTERFLY INCnote 0.250% 5/1	$0	–	-1,000,000	–	-0.38%	–
CRTO	Exit	CRITEO SAspon adr	$0	–	-26,700	–	-0.50%	–
	Exit	JANUS HENDERSON GROUP PLCnote 0.750% 7/1	$0	–	-1,000,000	–	-0.56%	–
	Exit	VIPSHOP HLDGS LTD1.500% 3/1	$0	–	-1,500,000	–	-0.57%	–
	Exit	TRINITY INDS INCnote 3.875% 6/0	$0	–	-2,050,000	–	-1.00%	–
	Exit	JAZZ INVESTMENTS I LTDnote 1.875% 8/1	$0	–	-2,500,000	–	-1.06%	–
	Exit	FIDELITY NATIONAL FINANCIALnote 4.250% 8/1	$0	–	-1,100,000	–	-1.08%	–
	Exit	LAM RESEARCH CORPnote 1.250% 5/1	$0	–	-1,825,000	–	-1.64%	–
WFCPRL	Exit	WELLS FARGO CO NEWpfd cnv a	$0	–	-3,300	–	-1.66%	–
	Exit	ANTHEM INCnote 2.750%10/1	$0	–	-2,025,000	–	-2.01%	–
	Exit	ALERE INCcall	$0	–	-9,000	–	-3.63%	–
BHP	Exit	BHP BILLITON PLC-ADRadr	$0	–	-406,614	–	-4.81%	–
BRCD	Exit	BROCADE COMMUNICATIONS SYS	$0	–	-2,054,367	–	-9.97%	–
RAI	Exit	REYNOLDS AMERICAN INC	$0	–	-443,178	–	-11.08%	–
ALR	Exit	ALERE INC	$0	–	-943,250	–	-18.18%	–

Q2 2017

			Value		Shares		↓ Weighting
ALR	New	ALERE INC	$47,313,000	–	943,250	–	18.18%	–
RAI	New	REYNOLDS AMERICAN INC	$28,822,000	–	443,178	–	11.08%	–
MON	New	MONSANTO CO NEW	$28,346,000	–	239,417	–	10.90%	–
LVLT	New	LEVEL 3 COMMUNICATIONS INC	$26,853,000	–	452,787	–	10.32%	–
BRCD	New	BROCADE COMMUNICATIONS SYS	$25,936,000	–	2,054,367	–	9.97%	–
BHP	New	BHP BILLITON PLC-ADRadr	$12,505,000	–	406,614	–	4.81%	–
	New	ALERE INCcall	$9,450,000	–	9,000	–	3.63%	–
	New	ANTHEM INCnote 2.750%10/1	$5,225,000	–	2,025,000	–	2.01%	–
	New	INTEL CORPsdcv 3.250% 8/0	$5,174,000	–	3,125,000	–	1.99%	–
	New	PRICELINE GRP INCnote 0.900% 9/1	$5,166,000	–	4,500,000	–	1.99%	–
WFCPRL	New	WELLS FARGO CO NEWpfd cnv a	$4,326,000	–	3,300	–	1.66%	–
	New	LAM RESEARCH CORPnote 1.250% 5/1	$4,272,000	–	1,825,000	–	1.64%	–
	New	ILLUMINA INCnote 6/1	$4,013,000	–	3,945,000	–	1.54%	–
	New	OLD REP INTL CORPnote 3.750% 3/1	$3,767,000	–	2,960,000	–	1.45%	–
	New	SPIRIT RLTY CAP INC NEWnote 3.750% 5/1	$3,582,000	–	3,600,000	–	1.38%	–
APO	New	APOLLO GLOBAL MANAGEMENT	$3,042,000	–	114,800	–	1.17%	–
	New	RED HAT INCnote 0.250%10/0	$2,945,000	–	2,120,000	–	1.13%	–
	New	FIDELITY NATIONAL FINANCIALnote 4.250% 8/1	$2,800,000	–	1,100,000	–	1.08%	–
	New	JAZZ INVESTMENTS I LTDnote 1.875% 8/1	$2,752,000	–	2,500,000	–	1.06%	–
RDNT	New	RADNET INC	$2,704,000	–	350,000	–	1.04%	–
	New	TRINITY INDS INCnote 3.875% 6/0	$2,590,000	–	2,050,000	–	1.00%	–
	New	HOLOGIC INCfrnt 12/1	$2,526,000	–	2,000,000	–	0.97%	–
SMG	New	SCOTTS MIRACLE GRO COcl a	$2,504,000	–	28,000	–	0.96%	–
	New	MICRON TECHNOLOGY INCnote 3.000%11/1	$2,484,000	–	2,200,000	–	0.96%	–
	New	AKAMAI TECHNOLOGIES INCdbcv 2/1	$2,451,000	–	2,500,000	–	0.94%	–
	New	CARDTRONICS INCnote 1.000%12/0	$2,107,000	–	2,200,000	–	0.81%	–
ADMS	New	ADAMAS PHARMACEUTICALS INC	$1,902,000	–	108,837	–	0.73%	–
	New	CITRIX SYS INCnote 0.500% 4/1	$1,563,000	–	1,300,000	–	0.60%	–
	New	VIPSHOP HLDGS LTD1.500% 3/1	$1,486,000	–	1,500,000	–	0.57%	–
	New	JANUS HENDERSON GROUP PLCnote 0.750% 7/1	$1,468,000	–	1,000,000	–	0.56%	–
CRTO	New	CRITEO SAspon adr	$1,310,000	–	26,700	–	0.50%	–
	New	MOLINA HEALTHCARE INC1.625% 8/1	$1,281,000	–	1,000,000	–	0.49%	–
VNDA	New	VANDA PHARMACEUTICALS INC	$1,204,000	–	74,000	–	0.46%	–
	New	RPM INTL INCnote 2.250%12/1	$1,177,000	–	990,000	–	0.45%	–
	New	DYCOM INDS INCnote 0.750% 9/1	$1,163,000	–	1,000,000	–	0.45%	–
	New	SHUTTERFLY INCnote 0.250% 5/1	$1,000,000	–	1,000,000	–	0.38%	–
SGYPQ	New	SYNERGY PHARMACEUTICALS INC	$622,000	–	140,000	–	0.24%	–
NDAQ	New	NASDAQ INC	$415,000	–	5,810	–	0.16%	–
GOLD	New	Barrick Gold Corp	$398,000	–	25,000	–	0.15%	–
INCY	New	INCYTE CORP	$288,000	–	2,287	–	0.11%	–
CELG	New	CELGENE CORP	$284,000	–	2,188	–	0.11%	–
WMIH	New	WMIH CORP	$270,000	–	220,000	–	0.10%	–
IONS	New	IONIS PHARMACEUTICALS INC	$249,000	–	4,891	–	0.10%	–
	New	CARMAX INCput	$224,000	–	225	–	0.09%	–
TWX	New	TIME WARNER INC	$211,000	–	2,104	–	0.08%	–

Q4 2016

			Value		Shares		↓ Weighting
KMIWS	Exit	KINDER MORGAN INC DEL*w exp 05/25/201	$0	–	-285,000	–	-0.00%	–
X	Exit	UNITED STATES STL CORP NEW	$0	–	-10,000	–	-0.11%	–
TIF	Exit	TIFFANY & CO NEW	$0	–	-5,000	–	-0.22%	–
WMIH	Exit	WMIH CORP	$0	–	-220,000	–	-0.31%	–
GOLD	Exit	BARRICK GOLD CORP	$0	–	-40,000	–	-0.43%	–
AAPL	Exit	APPLE INCcall	$0	–	-500	–	-0.43%	–
WEB	Exit	WEB COM GROUP INC	$0	–	-50,000	–	-0.52%	–
VNDA	Exit	VANDA PHARMACEUTICALS INC	$0	–	-52,000	–	-0.52%	–
VIP	Exit	VIMPELCOM LTDsponsored adr	$0	–	-250,000	–	-0.52%	–
TRUP	Exit	TRUPANION INC	$0	–	-60,000	–	-0.61%	–
	Exit	YAHOO INCnote 12/0	$0	–	-1,000,000	–	-0.62%	–
	Exit	ILLUMINA INCnote 6/1	$0	–	-1,000,000	–	-0.63%	–
	Exit	VIPSHOP HLDGS LTDnote 1.500% 3/1	$0	–	-1,000,000	–	-0.65%	–
CRTO	Exit	CRITEO S Aspons ads	$0	–	-36,000	–	-0.76%	–
QCOM	Exit	QUALCOMM INC	$0	–	-20,040	–	-0.83%	–
SYT	Exit	SYNGENTA AGcall	$0	–	-1,400	–	-0.84%	–
APO	Exit	APOLLO GLOBAL MGMT LLC	$0	–	-97,100	–	-1.05%	–
ADMS	Exit	ADAMAS PHARMACEUTICALS INC	$0	–	-114,765	–	-1.13%	–
RH	Exit	RESTORATION HARDWARE HLDGS I	$0	–	-58,200	–	-1.21%	–
	Exit	NXP SEMICONDUCTORS N Vdbcv 1.000% 12/0	$0	–	-2,000,000	–	-1.43%	–
TPX	Exit	TEMPUR SEALY INTL INC	$0	–	-58,500	–	-2.00%	–
RDNT	Exit	RADNET INC	$0	–	-471,222	–	-2.10%	–
CENTA	Exit	CENTRAL GARDEN & PET COcl a non-vtg	$0	–	-146,646	–	-2.19%	–
LBRDA	Exit	LIBERTY BROADBAND CORP	$0	–	-78,891	–	-3.33%	–
LBTYA	Exit	LIBERTY GLOBAL PLC	$0	–	-268,339	–	-5.51%	–
SYT	Exit	SYNGENTA AGsponsored adr	$0	–	-136,164	–	-7.18%	–
DVMT	Exit	DELL TECHNOLOGIES INC	$0	–	-254,245	–	-7.31%	–
BBL	Exit	BHP BILLITON PLCsponsored adr	$0	–	-479,567	–	-8.76%	–
MON	Exit	MONSANTO CO NEW	$0	–	-154,500	–	-9.50%	–
LNKD	Exit	LINKEDIN CORP	$0	–	-168,338	–	-19.35%	–
ALR	Exit	ALERE INC	$0	–	-769,042	–	-19.99%	–

Q3 2016

			Value		Shares		↓ Weighting
ALR	Sell	ALERE INC	$33,250,000	-5.6%	769,042	-9.0%	19.99%	-29.5%
LNKD	New	LINKEDIN CORP	$32,176,000	–	168,338	–	19.35%	–
MON	New	MONSANTO CO NEW	$15,792,000	–	154,500	–	9.50%	–
BBL	Buy	BHP BILLITON PLCsponsored adr	$14,567,000	+48.4%	479,567	+23.9%	8.76%	+10.8%
DVMT	New	DELL TECHNOLOGIES INC	$12,154,000	–	254,245	–	7.31%	–
SYT	Buy	SYNGENTA AGsponsored adr	$11,933,000	+101.7%	136,164	+76.8%	7.18%	+50.6%
LBTYA	Sell	LIBERTY GLOBAL PLC	$9,170,000	+16.9%	268,339	-0.5%	5.51%	-12.7%
LBRDA	New	LIBERTY BROADBAND CORP	$5,536,000	–	78,891	–	3.33%	–
CENTA	New	CENTRAL GARDEN & PET COcl a non-vtg	$3,635,000	–	146,646	–	2.19%	–
RDNT	Buy	RADNET INC	$3,485,000	+142.5%	471,222	+75.2%	2.10%	+81.1%
TPX	New	TEMPUR SEALY INTL INC	$3,320,000	–	58,500	–	2.00%	–
	Buy	NXP SEMICONDUCTORS N Vdbcv 1.000% 12/0	$2,377,000	+118.9%	2,000,000	+100.0%	1.43%	+63.5%
RH	Buy	RESTORATION HARDWARE HLDGS I	$2,013,000	+25.3%	58,200	+3.9%	1.21%	-6.4%
SYT	Sell	SYNGENTA AGcall	$1,396,000	+19.3%	1,400	-51.7%	0.84%	-10.9%
QCOM	New	QUALCOMM INC	$1,373,000	–	20,040	–	0.83%	–
CRTO	Buy	CRITEO S Aspons ads	$1,263,000	+14.5%	36,000	+50.0%	0.76%	-14.5%
	New	ILLUMINA INCnote 6/1	$1,042,000	–	1,000,000	–	0.63%	–
	New	YAHOO INCnote 12/0	$1,024,000	–	1,000,000	–	0.62%	–
TRUP	New	TRUPANION INC	$1,013,000	–	60,000	–	0.61%	–
VIP	New	VIMPELCOM LTDsponsored adr	$871,000	–	250,000	–	0.52%	–
WEB	New	WEB COM GROUP INC	$863,000	–	50,000	–	0.52%	–
GOLD	Sell	BARRICK GOLD CORP	$709,000	-33.6%	40,000	-20.0%	0.43%	-50.4%
TIF	New	TIFFANY & CO NEW	$363,000	–	5,000	–	0.22%	–
X	New	UNITED STATES STL CORP NEW	$189,000	–	10,000	–	0.11%	–
SGYPQ	Exit	SYNERGY PHARMACEUTICALS DEL	$0	–	-66,000	–	-0.20%	–
IPHI	Exit	INPHI CORP	$0	–	-10,000	–	-0.26%	–
WLL	Exit	WHITING PETE CORP NEW	$0	–	-90,000	–	-0.67%	–
	Exit	AMERICAN RLTY CAP PPTYS INCnote 3.000% 8/0	$0	–	-1,000,000	–	-0.80%	–
GLD	Exit	SPDR GOLD TRUST	$0	–	-10,000	–	-1.02%	–
TEVA	Exit	TEVA PHARMACEUTICAL INDS LTDadr	$0	–	-40,000	–	-1.62%	–
LIVN	Exit	LIVANOVA PLC	$0	–	-128,315	–	-5.19%	–
EMC	Exit	E M C CORP MASS	$0	–	-1,485,416	–	-32.49%	–

Q2 2016

			Value		Shares		↓ Weighting
EMC	New	E M C CORP MASS	$40,351,000	–	1,485,416	–	32.49%	–
ALR	New	ALERE INC	$35,205,000	–	844,656	–	28.34%	–
BBL	New	BHP BILLITON PLCsponsored adr	$9,816,000	–	386,913	–	7.90%	–
LBTYA	New	LIBERTY GLOBAL PLC	$7,841,000	–	269,781	–	6.31%	–
LIVN	New	LIVANOVA PLC	$6,447,000	–	128,315	–	5.19%	–
SYT	New	SYNGENTA AGsponsored adr	$5,916,000	–	77,036	–	4.76%	–
TEVA	New	TEVA PHARMACEUTICAL INDS LTDadr	$2,009,000	–	40,000	–	1.62%	–
ADMS	New	ADAMAS PHARMACEUTICALS INC	$1,737,000	–	114,765	–	1.40%	–
RH	New	RESTORATION HARDWARE HLDGS I	$1,606,000	–	56,000	–	1.29%	–
APO	New	APOLLO GLOBAL MGMT LLC	$1,472,000	–	97,100	–	1.18%	–
RDNT	New	RADNET INC	$1,437,000	–	268,907	–	1.16%	–
GLD	New	SPDR GOLD TRUST	$1,265,000	–	10,000	–	1.02%	–
SYT	New	SYNGENTA AGcall	$1,170,000	–	2,900	–	0.94%	–
CRTO	New	CRITEO S Aspons ads	$1,103,000	–	24,000	–	0.89%	–
	New	NXP SEMICONDUCTORS N Vdbcv 1.000% 12/0	$1,086,000	–	1,000,000	–	0.87%	–
GOLD	New	BARRICK GOLD CORP	$1,067,000	–	50,000	–	0.86%	–
	New	AMERICAN RLTY CAP PPTYS INCnote 3.000% 8/0	$990,000	–	1,000,000	–	0.80%	–
	New	VIPSHOP HLDGS LTDnote 1.500% 3/1	$987,000	–	1,000,000	–	0.80%	–
WLL	New	WHITING PETE CORP NEW	$832,000	–	90,000	–	0.67%	–
VNDA	New	VANDA PHARMACEUTICALS INC	$582,000	–	52,000	–	0.47%	–
WMIH	New	WMIH CORP	$487,000	–	220,000	–	0.39%	–
IPHI	New	INPHI CORP	$320,000	–	10,000	–	0.26%	–
SGYPQ	New	SYNERGY PHARMACEUTICALS DEL	$250,000	–	66,000	–	0.20%	–
AAPL	New	APPLE INCcall	$224,000	–	500	–	0.18%	–
KMIWS	New	KINDER MORGAN INC DEL*w exp 05/25/201	$5,000	–	285,000	–	0.00%	–

Q4 2015

			Value		Shares		↓ Weighting
	Exit	QIHOO 360 TECHNOLOGY CO LTDnote 2.500% 9/1	$0	–	-4,000,000	–	-0.01%	–
OGXI	Exit	ONCOGENEX PHARMACEUTICAL INC	$0	–	-62,000	–	-0.06%	–
ALIM	Exit	ALIMERA SCIENCES INC	$0	–	-73,000	–	-0.08%	–
KMIWS	Exit	KINDER MORGAN INC DEL*w exp 05/25/201	$0	–	-285,000	–	-0.12%	–
AUPH	Exit	AURINIA PHARMACEUTICALS INC	$0	–	-90,000	–	-0.12%	–
GOLD	Exit	BARRICK GOLD CORP	$0	–	-50,000	–	-0.15%	–
	Exit	OREXIGEN THERAPEUTICS INCnote 2.750% 12/0	$0	–	-500,000	–	-0.16%	–
KGC	Exit	KINROSS GOLD CORP	$0	–	-215,000	–	-0.17%	–
INO	Exit	INOVIO PHARMACEUTICALS INC	$0	–	-70,000	–	-0.19%	–
ADMS	Exit	ADAMAS PHARMACEUTICALS INC	$0	–	-30,000	–	-0.24%	–
WMIH	Exit	WMIH CORP	$0	–	-220,000	–	-0.27%	–
CRTO	Exit	CRITEO S Aspons ads	$0	–	-18,599	–	-0.33%	–
EPC	Exit	EDGEWELL PERS CARE CO	$0	–	-10,000	–	-0.38%	–
	Exit	RTI INTL METALS INCnote 1.625%10/1	$0	–	-1,000,000	–	-0.49%	–
MA	Exit	MASTERCARD INCcl a	$0	–	-12,000	–	-0.51%	–
TRV	Exit	TRAVELERS COMPANIES INC	$0	–	-11,000	–	-0.51%	–
VNDA	Exit	VANDA PHARMACEUTICALS INC	$0	–	-109,000	–	-0.58%	–
	Exit	EMERGENT BIOSOLUTIONS INCnote 2.875% 1/1	$0	–	-1,250,000	–	-0.66%	–
DRE	Exit	DUKE REALTY CORP	$0	–	-79,278	–	-0.71%	–
PLD	Exit	PROLOGIS INC	$0	–	-39,268	–	-0.72%	–
RDNT	Exit	RADNET INC	$0	–	-280,000	–	-0.73%	–
	Exit	CTRIP COM INTL LTDnote 1.250% 10/1	$0	–	-1,500,000	–	-0.76%	–
ICPT	Exit	INTERCEPT PHARMACEUTICALS IN	$0	–	-10,150	–	-0.79%	–
	Exit	ACORDA THERAPEUTICS INCnote 1.750% 6/1	$0	–	-2,000,000	–	-0.86%	–
INFI	Exit	INFINITY PHARMACEUTICALS INC	$0	–	-220,618	–	-0.87%	–
NKTR	Exit	NEKTAR THERAPEUTICS	$0	–	-172,306	–	-0.89%	–
	Exit	SYNCHRONOSS TECHNOLOGIES INCnote 0.750% 8/1	$0	–	-2,000,000	–	-0.95%	–
	Exit	CEPHEIDdbcv 1.250% 2/0	$0	–	-2,000,000	–	-0.95%	–
WFC	Exit	WELLS FARGO & CO NEW	$0	–	-40,315	–	-0.97%	–
	Exit	SALESFORCE COM INCnote 0.250% 4/0	$0	–	-2,000,000	–	-1.14%	–
OREX	Exit	OREXIGEN THERAPEUTICS INC	$0	–	-1,215,392	–	-1.20%	–
	Exit	CITRIX SYS INCnote 0.500% 4/1	$0	–	-3,000,000	–	-1.48%	–
	Exit	CLOVIS ONCOLOGY INCnote 2.500% 9/1	$0	–	-2,000,000	–	-1.56%	–
	Exit	SANDISK CORPnote 1.500% 8/1	$0	–	-3,000,000	–	-1.75%	–
HME	Exit	HOME PROPERTIES INC	$0	–	-187,903	–	-6.59%	–
ALTR	Exit	ALTERA CORP	$0	–	-300,097	–	-7.05%	–
PCP	Exit	PRECISION CASTPARTS CORP	$0	–	-76,500	–	-8.24%	–
CVC	Exit	CABLEVISION SYS CORPcl a ny cablvs	$0	–	-746,549	–	-11.36%	–
BEE	Exit	STRATEGIC HOTELS & RESORTS I	$0	–	-1,777,481	–	-11.51%	–
CYT	Exit	CYTEC INDS INC	$0	–	-488,937	–	-16.94%	–
SUN	Exit	SUNOCO LP	$0	–	-368,500	–	-16.95%	–

Q3 2015

			Value		Shares		↓ Weighting
SUN	New	SUNOCO LP	$36,138,000	–	368,500	–	16.95%	–
CYT	New	CYTEC INDS INC	$36,115,000	–	488,937	–	16.94%	–
BEE	New	STRATEGIC HOTELS & RESORTS I	$24,538,000	–	1,777,481	–	11.51%	–
CVC	New	CABLEVISION SYS CORPcl a ny cablvs	$24,229,000	–	746,549	–	11.36%	–
PCP	New	PRECISION CASTPARTS CORP	$17,575,000	–	76,500	–	8.24%	–
ALTR	Sell	ALTERA CORP	$15,026,000	-28.5%	300,097	-26.9%	7.05%	+3.7%
HME	New	HOME PROPERTIES INC	$14,050,000	–	187,903	–	6.59%	–
	New	SANDISK CORPnote 1.500% 8/1	$3,730,000	–	3,000,000	–	1.75%	–
	New	CLOVIS ONCOLOGY INCnote 2.500% 9/1	$3,325,000	–	2,000,000	–	1.56%	–
	Buy	CITRIX SYS INCnote 0.500% 4/1	$3,157,000	+98.9%	3,000,000	+100.0%	1.48%	+188.7%
OREX	Sell	OREXIGEN THERAPEUTICS INC	$2,558,000	-65.1%	1,215,392	-18.1%	1.20%	-49.5%
WFC	New	WELLS FARGO & CO NEW	$2,068,000	–	40,315	–	0.97%	–
	Buy	SYNCHRONOSS TECHNOLOGIES INCnote 0.750% 8/1	$2,020,000	+79.7%	2,000,000	+100.0%	0.95%	+160.2%
NKTR	Sell	NEKTAR THERAPEUTICS	$1,889,000	-56.0%	172,306	-49.9%	0.89%	-36.3%
INFI	Sell	INFINITY PHARMACEUTICALS INC	$1,863,000	-51.5%	220,618	-37.1%	0.87%	-29.6%
ICPT	Sell	INTERCEPT PHARMACEUTICALS IN	$1,682,000	-71.9%	10,150	-59.0%	0.79%	-59.2%
	Buy	CTRIP COM INTL LTDnote 1.250% 10/1	$1,625,000	+41.9%	1,500,000	+50.0%	0.76%	+105.9%
RDNT	Buy	RADNET INC	$1,555,000	-14.1%	280,000	+3.7%	0.73%	+24.6%
PLD	New	PROLOGIS INC	$1,528,000	–	39,268	–	0.72%	–
DRE	New	DUKE REALTY CORP	$1,511,000	–	79,278	–	0.71%	–
VNDA	Buy	VANDA PHARMACEUTICALS INC	$1,228,000	+148.1%	109,000	+179.5%	0.58%	+260.0%
TRV	New	TRAVELERS COMPANIES INC	$1,095,000	–	11,000	–	0.51%	–
MA	New	MASTERCARD INCcl a	$1,081,000	–	12,000	–	0.51%	–
	New	RTI INTL METALS INCnote 1.625%10/1	$1,046,000	–	1,000,000	–	0.49%	–
EPC	New	EDGEWELL PERS CARE CO	$816,000	–	10,000	–	0.38%	–
CRTO	New	CRITEO S Aspons ads	$698,000	–	18,599	–	0.33%	–
WMIH	New	WMIH CORP	$573,000	–	220,000	–	0.27%	–
ADMS	New	ADAMAS PHARMACEUTICALS INC	$502,000	–	30,000	–	0.24%	–
INO	Sell	INOVIO PHARMACEUTICALS INC	$404,000	-69.0%	70,000	-56.2%	0.19%	-55.2%
KMIWS	Buy	KINDER MORGAN INC DEL*w exp 05/25/201	$259,000	-47.8%	285,000	+54.1%	0.12%	-24.4%
OGXI	Sell	ONCOGENEX PHARMACEUTICAL INC	$137,000	-53.6%	62,000	-50.8%	0.06%	-32.6%
	New	QIHOO 360 TECHNOLOGY CO LTDnote 2.500% 9/1	$15,000	–	4,000,000	–	0.01%	–
UAL	Exit	UNITED CONTL HLDGS INC	$0	–	-5,000	–	-0.09%	–
BGH	Exit	BABSON CAP GLB SHT DURHGH YL	$0	–	-500,000	–	-0.09%	–
HIMX	Exit	HIMAX TECHNOLOGIES INCsponsored adr	$0	–	-40,000	–	-0.10%	–
BKD	Exit	BROOKDALE SR LIVING INC	$0	–	-10,000	–	-0.11%	–
SGYPQ	Exit	SYNERGY PHARMACEUTICALS DEL	$0	–	-50,000	–	-0.13%	–
HAL	Exit	HALLIBURTON CO	$0	–	-10,000	–	-0.14%	–
LUV	Exit	SOUTHWEST AIRLS CO	$0	–	-15,000	–	-0.16%	–
AAL	Exit	AMERICAN AIRLS GROUP INC	$0	–	-12,500	–	-0.16%	–
CAM	Exit	CAMERON INTERNATIONAL CORP	$0	–	-10,000	–	-0.17%	–
UTX	Exit	UNITED TECHNOLOGIES CORP	$0	–	-5,000	–	-0.18%	–
TERP	Exit	TERRAFORM PWR INC	$0	–	-15,000	–	-0.18%	–
MHK	Exit	MOHAWK INDS INC	$0	–	-3,000	–	-0.18%	–
URI	Exit	UNITED RENTALS INC	$0	–	-7,500	–	-0.21%	–
RAD	Exit	RITE AID CORP	$0	–	-80,000	–	-0.22%	–
SFUN	Exit	SOUFUN HLDGS LTDadr	$0	–	-80,000	–	-0.22%	–
SUNEQ	Exit	SUNEDISON INC	$0	–	-22,600	–	-0.22%	–
CROX	Exit	CROCS INC	$0	–	-46,500	–	-0.22%	–
LEAF	Exit	SPRINGLEAF HLDGS INC	$0	–	-15,000	–	-0.22%	–
PPG	Exit	PPG INDS INC	$0	–	-6,000	–	-0.22%	–
UHAL	Exit	AMERCO	$0	–	-2,120	–	-0.22%	–
HIFR	Exit	INFRAREIT INC	$0	–	-25,000	–	-0.23%	–
UNP	Exit	UNION PAC CORP	$0	–	-7,500	–	-0.23%	–
PAH	Exit	PLATFORM SPECIALTY PRODS COR	$0	–	-30,000	–	-0.25%	–
LYB	Exit	LYONDELLBASELL INDUSTRIES N	$0	–	-7,500	–	-0.25%	–
BEAV	Exit	B/E AEROSPACE INC	$0	–	-15,000	–	-0.27%	–
MGA	Exit	MAGNA INTL INC	$0	–	-15,000	–	-0.27%	–
DOW	Exit	DOW CHEM CO	$0	–	-20,000	–	-0.33%	–
DGI	Exit	DIGITALGLOBE INC	$0	–	-40,000	–	-0.36%	–
MERC	Exit	MERCER INTL INC	$0	–	-82,200	–	-0.36%	–
LC	Exit	LENDINGCLUB CORP	$0	–	-80,000	–	-0.38%	–
NRF	Exit	NORTHSTAR RLTY FIN CORP	$0	–	-76,657	–	-0.40%	–
DAL	Exit	DELTA AIR LINES INC DEL	$0	–	-30,000	–	-0.40%	–
CPS	Exit	COOPER STD HLDGS INC	$0	–	-20,039	–	-0.40%	–
FOX	Exit	TWENTY FIRST CENTY FOX INCcl b	$0	–	-40,000	–	-0.42%	–
ET	Exit	ENERGY TRANSFER EQUITY L P	$0	–	-22,137	–	-0.46%	–
ZSPH	Exit	ZS PHARMA INC	$0	–	-28,000	–	-0.47%	–
HON	Exit	HONEYWELL INTL INC	$0	–	-15,000	–	-0.50%	–
PGR	Exit	PROGRESSIVE CORP OHIO	$0	–	-56,000	–	-0.50%	–
TTWO	Exit	TAKE-TWO INTERACTIVE SOFTWAR	$0	–	-60,000	–	-0.54%	–
	Exit	NVIDIA CORPnote 1.000% 12/0	$0	–	-1,500,000	–	-0.56%	–
MLM	Exit	MARTIN MARIETTA MATLS INC	$0	–	-12,500	–	-0.57%	–
APD	Exit	AIR PRODS & CHEMS INC	$0	–	-13,500	–	-0.60%	–
AMAT	Exit	APPLIED MATLS INC	$0	–	-105,000	–	-0.65%	–
CY	Exit	CYPRESS SEMICONDUCTOR CORP	$0	–	-175,000	–	-0.66%	–
	Exit	YAHOO INCnote 12/0	$0	–	-2,000,000	–	-0.66%	–
MU	Exit	MICRON TECHNOLOGY INC	$0	–	-115,000	–	-0.70%	–
JCPNQ	Exit	PENNEY J C INCcall	$0	–	-2,500	–	-0.71%	–
	Exit	ILLUMINA INCnote 6/1	$0	–	-2,000,000	–	-0.76%	–
GBX	Exit	GREENBRIER COS INC	$0	–	-50,000	–	-0.76%	–
CHRS	Exit	COHERUS BIOSCIENCES INC	$0	–	-84,778	–	-0.79%	–
TWTR	Exit	TWITTER INC	$0	–	-77,500	–	-0.91%	–
TMUS	Exit	T MOBILE US INC	$0	–	-90,000	–	-1.13%	–
OPHT	Exit	OPHTHOTECH CORP	$0	–	-71,386	–	-1.20%	–
MNTA	Exit	MOMENTA PHARMACEUTICALS INC	$0	–	-187,086	–	-1.38%	–
ODP	Exit	OFFICE DEPOT INC	$0	–	-751,900	–	-2.10%	–
CYBX	Exit	CYBERONICS INC	$0	–	-119,660	–	-2.30%	–
HSP	Exit	HOSPIRA INC	$0	–	-454,216	–	-13.03%	–
CTRX	Exit	CATAMARAN CORP	$0	–	-671,036	–	-13.26%	–
PPO	Exit	POLYPORE INTL INC	$0	–	-685,947	–	-13.28%	–
A309PS	Exit	DIRECTV	$0	–	-457,277	–	-13.72%	–

Q2 2015

			Value		Shares		↓ Weighting
A309PS	New	DIRECTV	$42,433,000	–	457,277	–	13.72%	–
PPO	New	POLYPORE INTL INC	$41,057,000	–	685,947	–	13.28%	–
CTRX	New	CATAMARAN CORP	$40,990,000	–	671,036	–	13.26%	–
HSP	New	HOSPIRA INC	$40,278,000	–	454,216	–	13.03%	–
ALTR	New	ALTERA CORP	$21,016,000	–	410,585	–	6.80%	–
OREX	New	OREXIGEN THERAPEUTICS INC	$7,339,000	–	1,484,045	–	2.37%	–
CYBX	New	CYBERONICS INC	$7,118,000	–	119,660	–	2.30%	–
ODP	New	OFFICE DEPOT INC	$6,508,000	–	751,900	–	2.10%	–
ICPT	New	INTERCEPT PHARMACEUTICALS IN	$5,978,000	–	24,743	–	1.93%	–
NKTR	New	NEKTAR THERAPEUTICS	$4,298,000	–	343,670	–	1.39%	–
MNTA	New	MOMENTA PHARMACEUTICALS INC	$4,266,000	–	187,086	–	1.38%	–
INFI	New	INFINITY PHARMACEUTICALS INC	$3,841,000	–	350,604	–	1.24%	–
OPHT	New	OPHTHOTECH CORP	$3,714,000	–	71,386	–	1.20%	–
TMUS	New	T MOBILE US INC	$3,489,000	–	90,000	–	1.13%	–
TWTR	New	TWITTER INC	$2,808,000	–	77,500	–	0.91%	–
CHRS	New	COHERUS BIOSCIENCES INC	$2,451,000	–	84,778	–	0.79%	–
	New	SALESFORCE COM INCnote 0.250% 4/0	$2,423,000	–	2,000,000	–	0.78%	–
	New	ILLUMINA INCnote 6/1	$2,342,000	–	2,000,000	–	0.76%	–
GBX	New	GREENBRIER COS INC	$2,343,000	–	50,000	–	0.76%	–
	New	CEPHEIDdbcv 1.250% 2/0	$2,308,000	–	2,000,000	–	0.75%	–
JCPNQ	New	PENNEY J C INCcall	$2,188,000	–	2,500	–	0.71%	–
MU	New	MICRON TECHNOLOGY INC	$2,167,000	–	115,000	–	0.70%	–
CY	New	CYPRESS SEMICONDUCTOR CORP	$2,057,000	–	175,000	–	0.66%	–
	New	YAHOO INCnote 12/0	$2,056,000	–	2,000,000	–	0.66%	–
	New	ACORDA THERAPEUTICS INCnote 1.750% 6/1	$2,022,000	–	2,000,000	–	0.65%	–
AMAT	New	APPLIED MATLS INC	$2,017,000	–	105,000	–	0.65%	–
APD	New	AIR PRODS & CHEMS INC	$1,847,000	–	13,500	–	0.60%	–
RDNT	New	RADNET INC	$1,810,000	–	270,000	–	0.58%	–
MLM	New	MARTIN MARIETTA MATLS INC	$1,769,000	–	12,500	–	0.57%	–
	New	NVIDIA CORPnote 1.000% 12/0	$1,726,000	–	1,500,000	–	0.56%	–
TTWO	New	TAKE-TWO INTERACTIVE SOFTWAR	$1,654,000	–	60,000	–	0.54%	–
	New	CITRIX SYS INCnote 0.500% 4/1	$1,587,000	–	1,500,000	–	0.51%	–
	New	EMERGENT BIOSOLUTIONS INCnote 2.875% 1/1	$1,559,000	–	1,250,000	–	0.50%	–
PGR	New	PROGRESSIVE CORP OHIO	$1,558,000	–	56,000	–	0.50%	–
HON	New	HONEYWELL INTL INC	$1,529,000	–	15,000	–	0.50%	–
ZSPH	New	ZS PHARMA INC	$1,467,000	–	28,000	–	0.47%	–
ET	New	ENERGY TRANSFER EQUITY L P	$1,421,000	–	22,137	–	0.46%	–
INO	New	INOVIO PHARMACEUTICALS INC	$1,305,000	–	160,000	–	0.42%	–
FOX	New	TWENTY FIRST CENTY FOX INCcl b	$1,289,000	–	40,000	–	0.42%	–
CPS	New	COOPER STD HLDGS INC	$1,234,000	–	20,039	–	0.40%	–
DAL	New	DELTA AIR LINES INC DEL	$1,232,000	–	30,000	–	0.40%	–
NRF	New	NORTHSTAR RLTY FIN CORP	$1,221,000	–	76,657	–	0.40%	–
LC	New	LENDINGCLUB CORP	$1,180,000	–	80,000	–	0.38%	–
	New	CTRIP COM INTL LTDnote 1.250% 10/1	$1,145,000	–	1,000,000	–	0.37%	–
MERC	New	MERCER INTL INC	$1,124,000	–	82,200	–	0.36%	–
	New	SYNCHRONOSS TECHNOLOGIES INCnote 0.750% 8/1	$1,124,000	–	1,000,000	–	0.36%	–
DGI	New	DIGITALGLOBE INC	$1,112,000	–	40,000	–	0.36%	–
DOW	New	DOW CHEM CO	$1,023,000	–	20,000	–	0.33%	–
MGA	New	MAGNA INTL INC	$841,000	–	15,000	–	0.27%	–
BEAV	New	B/E AEROSPACE INC	$823,000	–	15,000	–	0.27%	–
LYB	New	LYONDELLBASELL INDUSTRIES N	$776,000	–	7,500	–	0.25%	–
PAH	New	PLATFORM SPECIALTY PRODS COR	$768,000	–	30,000	–	0.25%	–
UNP	New	UNION PAC CORP	$715,000	–	7,500	–	0.23%	–
HIFR	New	INFRAREIT INC	$709,000	–	25,000	–	0.23%	–
UHAL	New	AMERCO	$694,000	–	2,120	–	0.22%	–
LEAF	New	SPRINGLEAF HLDGS INC	$689,000	–	15,000	–	0.22%	–
PPG	New	PPG INDS INC	$688,000	–	6,000	–	0.22%	–
CROX	New	CROCS INC	$684,000	–	46,500	–	0.22%	–
SUNEQ	New	SUNEDISON INC	$676,000	–	22,600	–	0.22%	–
SFUN	New	SOUFUN HLDGS LTDadr	$673,000	–	80,000	–	0.22%	–
RAD	New	RITE AID CORP	$668,000	–	80,000	–	0.22%	–
URI	New	UNITED RENTALS INC	$657,000	–	7,500	–	0.21%	–
MHK	New	MOHAWK INDS INC	$573,000	–	3,000	–	0.18%	–
TERP	New	TERRAFORM PWR INC	$570,000	–	15,000	–	0.18%	–
UTX	New	UNITED TECHNOLOGIES CORP	$555,000	–	5,000	–	0.18%	–
GOLD	New	BARRICK GOLD CORP	$534,000	–	50,000	–	0.17%	–
CAM	New	CAMERON INTERNATIONAL CORP	$524,000	–	10,000	–	0.17%	–
KGC	New	KINROSS GOLD CORP	$500,000	–	215,000	–	0.16%	–
AAL	New	AMERICAN AIRLS GROUP INC	$499,000	–	12,500	–	0.16%	–
LUV	New	SOUTHWEST AIRLS CO	$496,000	–	15,000	–	0.16%	–
VNDA	New	VANDA PHARMACEUTICALS INC	$495,000	–	39,000	–	0.16%	–
KMIWS	New	KINDER MORGAN INC DEL*w exp 05/25/201	$496,000	–	185,000	–	0.16%	–
	New	OREXIGEN THERAPEUTICS INCnote 2.750% 12/0	$470,000	–	500,000	–	0.15%	–
HAL	New	HALLIBURTON CO	$431,000	–	10,000	–	0.14%	–
SGYPQ	New	SYNERGY PHARMACEUTICALS DEL	$414,000	–	50,000	–	0.13%	–
BKD	New	BROOKDALE SR LIVING INC	$347,000	–	10,000	–	0.11%	–
ALIM	New	ALIMERA SCIENCES INC	$336,000	–	73,000	–	0.11%	–
HIMX	New	HIMAX TECHNOLOGIES INCsponsored adr	$321,000	–	40,000	–	0.10%	–
OGXI	New	ONCOGENEX PHARMACEUTICAL INC	$295,000	–	125,892	–	0.10%	–
BGH	New	BABSON CAP GLB SHT DURHGH YL	$291,000	–	500,000	–	0.09%	–
AUPH	New	AURINIA PHARMACEUTICALS INC	$274,000	–	90,000	–	0.09%	–
UAL	New	UNITED CONTL HLDGS INC	$265,000	–	5,000	–	0.09%	–

Q4 2014

			Value		Shares		↓ Weighting
JBLU	Exit	JETBLUE AIRWAYS CORP	$0	–	-15,000	–	-0.06%	–
BAC	Exit	BANK AMER CORP	$0	–	-10,000	–	-0.06%	–
EXP	Exit	EAGLE MATERIALS INC	$0	–	-2,000	–	-0.07%	–
PTIE	Exit	PAIN THERAPEUTICS INC	$0	–	-62,500	–	-0.09%	–
AUPH	Exit	AURINIA PHARMACEUTICALS INC	$0	–	-106,805	–	-0.12%	–
DAL	Exit	DELTA AIR LINES INC DEL	$0	–	-10,000	–	-0.13%	–
ALV	Exit	AUTOLIV INC	$0	–	-4,236	–	-0.14%	–
TMUS	Exit	T-MOBILE US INCput	$0	–	-3,316	–	-0.14%	–
AAMC	Exit	ALTISOURCE ASSET MANAGEMENT	$0	–	-700	–	-0.17%	–
BKD	Exit	BROOKDALE SR LIVING INC	$0	–	-15,000	–	-0.17%	–
SLB	Exit	SCHLUMBERGER LTD	$0	–	-5,000	–	-0.18%	–
MS	Exit	MORGAN STANLEY	$0	–	-15,600	–	-0.19%	–
GOLD	Exit	BARRICK GOLD CORP	$0	–	-40,000	–	-0.21%	–
NRF	Exit	NORTHSTAR RLTY FIN CORP	$0	–	-35,000	–	-0.22%	–
KMIWS	Exit	KINDER MORGAN INC DEL*w exp 05/25/201	$0	–	-185,000	–	-0.24%	–
BABA	Exit	ALIBABA GROUP HLDG LTDsponsored ads	$0	–	-11,244	–	-0.36%	–
	Exit	ACORDA THERAPEUTICS INCnote 1.750% 6/1	$0	–	-1,000,000	–	-0.37%	–
	Exit	FXCM INCnote 2.250% 6/1	$0	–	-1,000,000	–	-0.37%	–
	Exit	INSULET CORPnote 2.000% 6/1	$0	–	-1,000,000	–	-0.38%	–
JPM	Exit	JPMORGAN CHASE & CO	$0	–	-19,000	–	-0.41%	–
CRTO	Exit	CRITEO S Aspons ads	$0	–	-37,000	–	-0.44%	–
HPTX	Exit	HYPERION THERAPEUTICS INC	$0	–	-51,892	–	-0.47%	–
THI	Exit	TIM HORTONS INC	$0	–	-16,603	–	-0.47%	–
	Exit	SOLAZYME INCnote 5.000%10/0	$0	–	-1,500,000	–	-0.49%	–
C	Exit	CITIGROUP INC	$0	–	-26,800	–	-0.50%	–
AAPL	Exit	APPLE INCcall	$0	–	-700	–	-0.58%	–
	Exit	COBALT INTL ENERGY INCnote 2.625%12/0	$0	–	-2,000,000	–	-0.59%	–
	Exit	TAKE-TWO INTERACTIVE SOFTWARnote 1.000% 7/0	$0	–	-1,500,000	–	-0.66%	–
	Exit	SYNCHRONOSS TECHNOLOGIES INCnote 0.750% 8/1	$0	–	-1,750,000	–	-0.69%	–
OPHT	Exit	OPHTHOTECH CORP	$0	–	-50,044	–	-0.70%	–
MNTA	Exit	MOMENTA PHARMACEUTICALS INC	$0	–	-172,353	–	-0.70%	–
ICPT	Exit	INTERCEPT PHARMACEUTICALS IN	$0	–	-9,876	–	-0.83%	–
HMHC	Exit	HOUGHTON MIFFLIN HARCOURT CO	$0	–	-139,231	–	-0.96%	–
NKTR	Exit	NEKTAR THERAPEUTICS	$0	–	-229,577	–	-0.99%	–
OREX	Exit	OREXIGEN THERAPEUTICS INC	$0	–	-693,642	–	-1.05%	–
	Exit	CUBIST PHARMACEUTICALS INCnote 1.875% 9/0	$0	–	-3,000,000	–	-1.19%	–
	Exit	TESLA MTRS INCnote 0.250% 3/0	$0	–	-4,000,000	–	-1.36%	–
TYFDL	Exit	TYSON FOODS INCunit 99/99/9999	$0	–	-80,000	–	-1.44%	–
INFI	Exit	INFINITY PHARMACEUTICALS INC	$0	–	-326,821	–	-1.56%	–
	Exit	PRICELINE GRP INCnote 0.350% 6/1	$0	–	-4,000,000	–	-1.60%	–
TMUS	Exit	T-MOBILE US INC	$0	–	-309,030	–	-3.18%	–
ALLY	Exit	ALLY FINANCIAL INC	$0	–	-403,171	–	-3.32%	–
BSBR	Exit	BANCO SANTANDER BRASIL S Aads rep 1 unit	$0	–	-3,593,977	–	-8.39%	–
TWC	Exit	TIME WARNER CABLE INC	$0	–	-191,234	–	-9.78%	–
A309PS	Exit	DIRECTV	$0	–	-322,777	–	-9.96%	–
FWLT	Exit	FOSTER WHEELER AG	$0	–	-938,478	–	-10.58%	–
SIAL	Exit	SIGMA ALDRICH CORP	$0	–	-228,000	–	-11.06%	–
DRC	Exit	DRESSER-RAND GROUP INC	$0	–	-380,000	–	-11.14%	–
SHPG	Exit	SHIRE PLCsponsored adr	$0	–	-121,748	–	-11.24%	–

Q3 2014

			Value		Shares		↓ Weighting
SHPG	New	SHIRE PLCsponsored adr	$31,543,000	–	121,748	–	11.24%	–
DRC	New	DRESSER-RAND GROUP INC	$31,244,000	–	380,000	–	11.14%	–
SIAL	New	SIGMA ALDRICH CORP	$31,014,000	–	228,000	–	11.06%	–
FWLT	New	FOSTER WHEELER AG	$29,684,000	–	938,478	–	10.58%	–
A309PS	New	DIRECTV	$27,930,000	–	322,777	–	9.96%	–
TWC	New	TIME WARNER CABLE INC	$27,440,000	–	191,234	–	9.78%	–
BSBR	Buy	BANCO SANTANDER BRASIL S Aads rep 1 unit	$23,523,000	+70.0%	3,593,977	+79.7%	8.39%	-47.6%
TMUS	New	T-MOBILE US INC	$8,923,000	–	309,030	–	3.18%	–
	New	PRICELINE GRP INCnote 0.350% 6/1	$4,487,000	–	4,000,000	–	1.60%	–
INFI	Buy	INFINITY PHARMACEUTICALS INC	$4,388,000	+187.2%	326,821	+172.4%	1.56%	-11.5%
TYFDL	New	TYSON FOODS INCunit 99/99/9999	$4,026,000	–	80,000	–	1.44%	–
	Buy	TESLA MTRS INCnote 0.250% 3/0	$3,810,000	+56.2%	4,000,000	+60.0%	1.36%	-51.9%
	New	CUBIST PHARMACEUTICALS INCnote 1.875% 9/0	$3,349,000	–	3,000,000	–	1.19%	–
OREX	New	OREXIGEN THERAPEUTICS INC	$2,958,000	–	693,642	–	1.05%	–
NKTR	New	NEKTAR THERAPEUTICS	$2,772,000	–	229,577	–	0.99%	–
ICPT	New	INTERCEPT PHARMACEUTICALS IN	$2,337,000	–	9,876	–	0.83%	–
MNTA	New	MOMENTA PHARMACEUTICALS INC	$1,955,000	–	172,353	–	0.70%	–
OPHT	New	OPHTHOTECH CORP	$1,949,000	–	50,044	–	0.70%	–
	New	SYNCHRONOSS TECHNOLOGIES INCnote 0.750% 8/1	$1,938,000	–	1,750,000	–	0.69%	–
	New	TAKE-TWO INTERACTIVE SOFTWARnote 1.000% 7/0	$1,856,000	–	1,500,000	–	0.66%	–
	New	COBALT INTL ENERGY INCnote 2.625%12/0	$1,659,000	–	2,000,000	–	0.59%	–
THI	New	TIM HORTONS INC	$1,307,000	–	16,603	–	0.47%	–
HPTX	New	HYPERION THERAPEUTICS INC	$1,308,000	–	51,892	–	0.47%	–
CRTO	New	CRITEO S Aspons ads	$1,243,000	–	37,000	–	0.44%	–
	New	FXCM INCnote 2.250% 6/1	$1,047,000	–	1,000,000	–	0.37%	–
	New	ACORDA THERAPEUTICS INCnote 1.750% 6/1	$1,035,000	–	1,000,000	–	0.37%	–
BABA	New	ALIBABA GROUP HLDG LTDsponsored ads	$997,000	–	11,244	–	0.36%	–
KMIWS	New	KINDER MORGAN INC DEL*w exp 05/25/201	$674,000	–	185,000	–	0.24%	–
NRF	New	NORTHSTAR RLTY FIN CORP	$619,000	–	35,000	–	0.22%	–
SLB	New	SCHLUMBERGER LTD	$509,000	–	5,000	–	0.18%	–
BKD	Buy	BROOKDALE SR LIVING INC	$483,000	+14.2%	15,000	+18.1%	0.17%	-64.9%
AAMC	Sell	ALTISOURCE ASSET MANAGEMENT	$480,000	-30.4%	700	-26.3%	0.17%	-78.6%
TMUS	New	T-MOBILE US INCput	$400,000	–	3,316	–	0.14%	–
ALV	Buy	AUTOLIV INC	$394,000	+0.5%	4,236	+16.0%	0.14%	-69.2%
DAL	Sell	DELTA AIR LINES INC DEL	$361,000	-85.8%	10,000	-84.8%	0.13%	-95.6%
AUPH	New	AURINIA PHARMACEUTICALS INC	$347,000	–	106,805	–	0.12%	–
PTIE	Buy	PAIN THERAPEUTICS INC	$245,000	+70.1%	62,500	+150.0%	0.09%	-47.9%
EXP	Sell	EAGLE MATERIALS INC	$204,000	-78.4%	2,000	-80.0%	0.07%	-93.3%
JBLU	New	JETBLUE AIRWAYS CORP	$159,000	–	15,000	–	0.06%	–
	Exit	VECTOR GROUP LTDfrnt 1/1	$0	–	-3,000,000	–	-0.01%	–
	Exit	MEDICINESdbcv 1.375% 6/0	$0	–	-5,000,000	–	-0.07%	–
SFUN	Exit	SOUFUN HLDGSadr	$0	–	-20,000	–	-0.23%	–
SUNEQ	Exit	SUNEDISON INC	$0	–	-10,300	–	-0.27%	–
MAS	Exit	MASCO CORP	$0	–	-15,000	–	-0.38%	–
HTZ	Exit	HERTZ GLOBAL HOLDINGS INC	$0	–	-15,000	–	-0.49%	–
ROK	Exit	ROCKWELL AUTOMATION INC	$0	–	-3,500	–	-0.51%	–
PCP	Exit	PRECISION CASTPARTS CORP	$0	–	-1,892	–	-0.55%	–
ROP	Exit	ROPER INDS INC NEW	$0	–	-3,500	–	-0.59%	–
KMIWS	Exit	KINDER MORGAN INC DEL*w exp 05/25/201	$0	–	-185,000	–	-0.60%	–
AAL	Exit	AMERICAN AIRLINES GROUP INC	$0	–	-12,500	–	-0.62%	–
FLS	Exit	FLOWSERVE CORP	$0	–	-7,500	–	-0.65%	–
DG	Exit	DOLLAR GENERAL CORP NEW	$0	–	-10,000	–	-0.66%	–
KBR	Exit	KBR INC	$0	–	-25,000	–	-0.69%	–
GOOGL	Exit	GOOGLE INC NEWcl a	$0	–	-1,120	–	-0.76%	–
CAM	Exit	CAMERON INTERNATIONAL CORP	$0	–	-10,000	–	-0.78%	–
BHI	Exit	BAKER HUGHES INC.	$0	–	-10,000	–	-0.86%	–
OSK	Exit	OSHKOSH TRUCK	$0	–	-15,100	–	-0.97%	–
	Exit	CAL DIVE INTL INC DELnote 5.000% 7/1	$0	–	-1,000,000	–	-0.98%	–
FLR	Exit	FLUOR CORP NEW	$0	–	-11,200	–	-1.00%	–
	Exit	FLUIDIGM CORP DELnote 2.750% 2/0	$0	–	-1,000,000	–	-1.10%	–
ITB	Exit	ISHARESus home cons etf	$0	–	-40,000	–	-1.15%	–
TEX	Exit	TEREX CORP NEW	$0	–	-25,000	–	-1.19%	–
	Exit	VIPSHOP HLDGS LTDnote 1.500% 3/1	$0	–	-1,000,000	–	-1.36%	–
M	Exit	MACY'S INC.	$0	–	-27,290	–	-1.83%	–
AAPL	Exit	APPLE INC	$0	–	-17,955	–	-1.93%	–
TW	Exit	TOWERS WATSON & COcl a	$0	–	-18,000	–	-2.17%	–
	Exit	TAKE-TWO INTERACTIVE SOFTWARnote 1.750%12/0	$0	–	-1,500,000	–	-2.27%	–
	Exit	SPIRIT RLTY CAP INC NEWnote 2.875% 5/1	$0	–	-2,000,000	–	-2.32%	–
	Exit	PROSPECT CAPITAL CORPORATIONnote 5.750% 3/1	$0	–	-2,000,000	–	-2.46%	–
OIBRC	Exit	OI SAsponsored adr	$0	–	-3,149,584	–	-3.52%	–
	Exit	CHESAPEAKE ENERGY CORPnote 2.750%11/1	$0	–	-3,500,000	–	-4.28%	–
	Exit	AMERICAN RLTY CAP PPTYS INCnote 3.750%12/1	$0	–	-4,000,000	–	-4.82%	–
OIBR	Exit	OI SAspn adr rep pfd	$0	–	-8,282,701	–	-8.22%	–

Q2 2014

			Value		Shares		↓ Weighting
BSBR	New	BANCO SANTANDER BRASIL S Aads rep 1 unit	$13,840,000	–	2,000,000	–	16.02%	–
ALLY	New	ALLY FINANCIAL INC	$9,636,000	–	403,171	–	11.15%	–
OIBR	New	OI SAspn adr rep pfd	$7,107,000	–	8,282,701	–	8.22%	–
	New	AMERICAN RLTY CAP PPTYS INCnote 3.750%12/1	$4,169,000	–	4,000,000	–	4.82%	–
	New	CHESAPEAKE ENERGY CORPnote 2.750%11/1	$3,697,000	–	3,500,000	–	4.28%	–
OIBRC	New	OI SAsponsored adr	$3,046,000	–	3,149,584	–	3.52%	–
HMHC	New	HOUGHTON MIFFLIN HARCOURT CO	$2,667,000	–	139,231	–	3.09%	–
DAL	New	DELTA AIR LINES INC DEL	$2,542,000	–	65,650	–	2.94%	–
	New	TESLA MTRS INCnote 0.250% 3/0	$2,439,000	–	2,500,000	–	2.82%	–
	New	PROSPECT CAPITAL CORPORATIONnote 5.750% 3/1	$2,129,000	–	2,000,000	–	2.46%	–
	New	SPIRIT RLTY CAP INC NEWnote 2.875% 5/1	$2,004,000	–	2,000,000	–	2.32%	–
	New	TAKE-TWO INTERACTIVE SOFTWARnote 1.750%12/0	$1,961,000	–	1,500,000	–	2.27%	–
TW	New	TOWERS WATSON & COcl a	$1,877,000	–	18,000	–	2.17%	–
	New	SOLAZYME INCnote 5.000%10/0	$1,695,000	–	1,500,000	–	1.96%	–
AAPL	New	APPLE INC	$1,669,000	–	17,955	–	1.93%	–
M	New	MACY'S INC.	$1,583,000	–	27,290	–	1.83%	–
INFI	New	INFINITY PHARMACEUTICALS INC	$1,528,000	–	120,000	–	1.77%	–
C	New	CITIGROUP INC	$1,262,000	–	26,800	–	1.46%	–
	New	VIPSHOP HLDGS LTDnote 1.500% 3/1	$1,177,000	–	1,000,000	–	1.36%	–
AAPL	New	APPLE INCcall	$1,139,000	–	700	–	1.32%	–
	New	INSULET CORPORATIONnote 2.000% 6/1	$1,108,000	–	1,000,000	–	1.28%	–
JPM	New	JPMorgan Chase & Co.	$1,094,000	–	19,000	–	1.27%	–
TEX	New	TEREX CORP NEW	$1,028,000	–	25,000	–	1.19%	–
ITB	New	ISHARESus home cons etf	$993,000	–	40,000	–	1.15%	–
	New	FLUIDIGM CORP DELnote 2.750% 2/0	$952,000	–	1,000,000	–	1.10%	–
EXP	New	EAGLE MATERIALS INC	$943,000	–	10,000	–	1.09%	–
FLR	New	FLUOR CORP NEW	$861,000	–	11,200	–	1.00%	–
	New	CAL DIVE INTL INC DELnote 5.000% 7/1	$845,000	–	1,000,000	–	0.98%	–
OSK	New	OSHKOSH TRUCK	$839,000	–	15,100	–	0.97%	–
BHI	New	BAKER HUGHES INC.	$745,000	–	10,000	–	0.86%	–
GOLD	New	BARRICK GOLD CORP	$732,000	–	40,000	–	0.85%	–
AAMC	New	ALTISOURCE ASSET MGMT CORP	$690,000	–	950	–	0.80%	–
CAM	New	CAMERON INTERNATIONAL CORP	$677,000	–	10,000	–	0.78%	–
GOOGL	New	GOOGLE INC NEWcl a	$655,000	–	1,120	–	0.76%	–
KBR	New	KBR INC	$596,000	–	25,000	–	0.69%	–
DG	New	DOLLAR GENERAL CORP NEW	$574,000	–	10,000	–	0.66%	–
FLS	New	FLOWSERVE CORP	$558,000	–	7,500	–	0.65%	–
AAL	New	AMERICAN AIRLINES GROUP INC	$537,000	–	12,500	–	0.62%	–
KMIWS	New	KINDER MORGAN INC DEL*w exp 05/25/201	$514,000	–	185,000	–	0.60%	–
ROP	New	ROPER INDS INC NEW	$511,000	–	3,500	–	0.59%	–
MS	New	MORGAN STANLEY	$504,000	–	15,600	–	0.58%	–
PCP	New	PRECISION CASTPARTS CORP	$478,000	–	1,892	–	0.55%	–
ROK	New	ROCKWELL AUTOMATION INC	$438,000	–	3,500	–	0.51%	–
BKD	New	BROOKDALE SENIOR LIVING INC	$423,000	–	12,700	–	0.49%	–
HTZ	New	HERTZ GLOBAL HOLDINGS INC	$421,000	–	15,000	–	0.49%	–
ALV	New	AUTOLIV INC	$392,000	–	3,653	–	0.45%	–
MAS	New	MASCO CORP	$333,000	–	15,000	–	0.38%	–
SUNEQ	New	SUNEDISON INC	$233,000	–	10,300	–	0.27%	–
SFUN	New	SOUFUN HLDGSadr	$196,000	–	20,000	–	0.23%	–
BAC	New	BANK OF AMERICA CORPORATION	$154,000	–	10,000	–	0.18%	–
PTIE	New	PAIN THERAPEUTICS INC	$144,000	–	25,000	–	0.17%	–
	New	MEDICINESdbcv 1.375% 6/0	$59,000	–	5,000,000	–	0.07%	–
	New	VECTOR GROUP LTDfrnt 1/1	$10,000	–	3,000,000	–	0.01%	–

Q4 2013

			Value		Shares		↓ Weighting
	Exit	ALLIANT TECHSYSTEMS INC NOTE3.000% 8/1	$0	–	-3,000,000	–	-0.02%	–
	Exit	MICRON TECHNOLOGY INC NOTE1.875% 6/0	$0	–	-3,000,000	–	-0.05%	–
BAC	Exit	BANK OF AMERICA CORPORATION	$0	–	-10,000	–	-0.10%	–
PRGN	Exit	PARAGON SHIPPING INCcl a new	$0	–	-30,000	–	-0.13%	–
NLY	Exit	ANNALY CAP MGMT INC	$0	–	-15,100	–	-0.13%	–
ROK	Exit	ROCKWELL AUTOMATION INC	$0	–	-2,000	–	-0.16%	–
PH	Exit	PARKER HANNIFIN CORP	$0	–	-2,000	–	-0.16%	–
MEOH	Exit	METHANEX CORP	$0	–	-5,000	–	-0.19%	–
FLS	Exit	FLOWSERVE CORP	$0	–	-5,000	–	-0.24%	–
HTZ	Exit	HERTZ GLOBAL HOLDINGS INC	$0	–	-14,600	–	-0.24%	–
NOV	Exit	NATIONAL OILWELL VARCO INC	$0	–	-4,500	–	-0.27%	–
GM	Exit	GENERAL MTRS CO	$0	–	-10,000	–	-0.27%	–
DRC	Exit	DRESSER-RAND GROUP INC	$0	–	-6,000	–	-0.28%	–
CMI	Exit	CUMMINS INC	$0	–	-3,500	–	-0.35%	–
MOS	Exit	MOSAIC CO NEW	$0	–	-11,000	–	-0.36%	–
DE	Exit	DEERE & CO	$0	–	-7,000	–	-0.43%	–
GOOGL	Exit	GOOGLE INCcl a	$0	–	-744	–	-0.49%	–
GOLD	Exit	BARRICK GOLD CORP	$0	–	-40,000	–	-0.56%	–
ANEN	Exit	ANAREN INC	$0	–	-201,685	–	-0.62%	–
	Exit	AMERICAN REALTY CAP PPTYS INC NOTE3.000% 8/0	$0	–	-1,000,000	–	-0.72%	–
JPM	Exit	JPMORGAN CHASE & CO	$0	–	-19,000	–	-0.74%	–
DAL	Exit	DELTA AIR LINES INC DEL	$0	–	-43,676	–	-0.78%	–
ROC	Exit	ROCKWOOD HOLDGS INC	$0	–	-15,500	–	-0.78%	–
CYH	Exit	COMMUNITY HEALTH SYS INC NEW	$0	–	-25,400	–	-0.80%	–
	Exit	LINEAR TECHNOLOGY CORP NOTE3.000% 5/0	$0	–	-1,000,000	–	-0.81%	–
	Exit	ELECTRONIC ARTS INC NOTE0.750% 7/1	$0	–	-1,000,000	–	-0.82%	–
ALV	Exit	AUTOLIV INC	$0	–	-13,483	–	-0.90%	–
	Exit	MGM RESORTS INTERNATIONAL NOTE4.250% 4/1	$0	–	-1,000,000	–	-0.96%	–
C	Exit	CITIGROUP INC	$0	–	-26,800	–	-0.98%	–
BKD	Exit	BROOKDALE SR LIVING INC	$0	–	-50,000	–	-1.00%	–
MS	Exit	MORGAN STANLEY	$0	–	-50,600	–	-1.03%	–
JCPNQ	Exit	PENNEY J C INC	$0	–	-160,000	–	-1.07%	–
	Exit	GOLDCORP INC NEW NOTE2.000% 8/0	$0	–	-1,500,000	–	-1.15%	–
BMRN	Exit	BIOMARIN PHARMACEUTICAL INC	$0	–	-30,000	–	-1.64%	–
	Exit	TAKE-TWO INTERACTIVE SOFTWARE NOTE1.750% 12/0	$0	–	-2,000,000	–	-1.81%	–
EXPE	Exit	EXPEDIA INC DEL	$0	–	-50,000	–	-1.96%	–
CRTX	Exit	CORNERSTONE THERAPEUTICS INC	$0	–	-305,000	–	-2.17%	–
ISRG	Exit	INTUITITVE SURGICAL INCciom neqw	$0	–	-9,000	–	-2.56%	–
MHFI	Exit	MCGRAW HILL FINL INC	$0	–	-64,000	–	-3.18%	–
NUAN	Exit	NUANCE COMMUNICATIONS INC	$0	–	-296,600	–	-4.19%	–
FIRE	Exit	SOURCEFIRE INC	$0	–	-76,718	–	-4.41%	–
DOLE	Exit	DOLE FOOD CO INC NEW	$0	–	-432,352	–	-4.46%	–
BLC	Exit	BELO CORP	$0	–	-553,501	–	-5.74%	–
ROCM	Exit	ROCHESTER MED CORP	$0	–	-435,000	–	-6.57%	–
	Exit	SAKS INC	$0	–	-552,450	–	-6.67%	–
KDN	Exit	KAYDON CORP	$0	–	-656,750	–	-17.66%	–
ELN	Exit	ELAN PLCadr	$0	–	-1,641,572	–	-19.36%	–

Q3 2013

			Value		Shares		↓ Weighting
ELN	Buy	ELAN PLCadr	$25,576,000	+241.8%	1,641,572	+182.2%	19.36%	+291.9%
KDN	New	KAYDON CORP	$23,328,000	–	656,750	–	17.66%	–
	New	SAKS INC	$8,806,000	–	552,450	–	6.67%	–
ROCM	New	ROCHESTER MED CORP	$8,683,000	–	435,000	–	6.57%	–
BLC	New	BELO CORP	$7,583,000	–	553,501	–	5.74%	–
DOLE	New	DOLE FOOD CO INC NEW	$5,889,000	–	432,352	–	4.46%	–
FIRE	New	SOURCEFIRE INC	$5,824,000	–	76,718	–	4.41%	–
NUAN	Buy	NUANCE COMMUNICATIONS INC	$5,540,000	+30.4%	296,600	+28.4%	4.19%	+49.5%
MHFI	Sell	MCGRAW HILL FINL INC	$4,198,000	-27.6%	64,000	-41.3%	3.18%	-17.0%
ISRG	New	INTUITITVE SURGICAL INCciom neqw	$3,386,000	–	9,000	–	2.56%	–
CRTX	New	CORNERSTONE THERAPEUTICS INC	$2,870,000	–	305,000	–	2.17%	–
EXPE	New	EXPEDIA INC DEL	$2,591,000	–	50,000	–	1.96%	–
	New	TAKE-TWO INTERACTIVE SOFTWARE NOTE1.750% 12/0	$2,388,000	–	2,000,000	–	1.81%	–
BMRN	New	BIOMARIN PHARMACEUTICAL INC	$2,165,000	–	30,000	–	1.64%	–
	New	GOLDCORP INC NEW NOTE2.000% 8/0	$1,517,000	–	1,500,000	–	1.15%	–
JCPNQ	New	PENNEY J C INC	$1,409,000	–	160,000	–	1.07%	–
MS	New	MORGAN STANLEY	$1,364,000	–	50,600	–	1.03%	–
BKD	New	BROOKDALE SR LIVING INC	$1,315,000	–	50,000	–	1.00%	–
C	Sell	CITIGROUP INC	$1,300,000	-47.4%	26,800	-50.0%	0.98%	-39.7%
	Sell	MGM RESORTS INTERNATIONAL NOTE4.250% 4/1	$1,271,000	-43.3%	1,000,000	-50.0%	0.96%	-35.0%
ALV	New	AUTOLIV INC	$1,182,000	–	13,483	–	0.90%	–
	Sell	ELECTRONIC ARTS INC NOTE0.750% 7/1	$1,089,000	-47.8%	1,000,000	-50.0%	0.82%	-40.1%
	New	LINEAR TECHNOLOGY CORP NOTE3.000% 5/0	$1,071,000	–	1,000,000	–	0.81%	–
CYH	New	COMMUNITY HEALTH SYS INC NEW	$1,054,000	–	25,400	–	0.80%	–
ROC	New	ROCKWOOD HOLDGS INC	$1,037,000	–	15,500	–	0.78%	–
DAL	Sell	DELTA AIR LINES INC DEL	$1,030,000	-32.9%	43,676	-50.0%	0.78%	-23.1%
JPM	Sell	JPMORGAN CHASE & CO	$982,000	-48.5%	19,000	-50.0%	0.74%	-40.9%
	New	AMERICAN REALTY CAP PPTYS INC NOTE3.000% 8/0	$947,000	–	1,000,000	–	0.72%	–
ANEN	New	ANAREN INC	$823,000	–	201,685	–	0.62%	–
GOLD	New	BARRICK GOLD CORP	$745,000	–	40,000	–	0.56%	–
GOOGL	Sell	GOOGLE INCcl a	$652,000	-57.2%	744	-57.0%	0.49%	-50.8%
DE	New	DEERE & CO	$570,000	–	7,000	–	0.43%	–
MOS	New	MOSAIC CO NEW	$473,000	–	11,000	–	0.36%	–
CMI	New	CUMMINS INC	$465,000	–	3,500	–	0.35%	–
DRC	New	DRESSER-RAND GROUP INC	$374,000	–	6,000	–	0.28%	–
GM	New	GENERAL MTRS CO	$360,000	–	10,000	–	0.27%	–
NOV	New	NATIONAL OILWELL VARCO INC	$351,000	–	4,500	–	0.27%	–
HTZ	New	HERTZ GLOBAL HOLDINGS INC	$324,000	–	14,600	–	0.24%	–
FLS	New	FLOWSERVE CORP	$312,000	–	5,000	–	0.24%	–
MEOH	New	METHANEX CORP	$256,000	–	5,000	–	0.19%	–
PH	New	PARKER HANNIFIN CORP	$217,000	–	2,000	–	0.16%	–
ROK	New	ROCKWELL AUTOMATION INC	$214,000	–	2,000	–	0.16%	–
NLY	New	ANNALY CAP MGMT INC	$175,000	–	15,100	–	0.13%	–
PRGN	New	PARAGON SHIPPING INCcl a new	$173,000	–	30,000	–	0.13%	–
BAC	New	BANK OF AMERICA CORPORATION	$138,000	–	10,000	–	0.10%	–
	Buy	ALLIANT TECHSYSTEMS INC NOTE3.000% 8/1	$21,000	-98.2%	3,000,000	+200.0%	0.02%	-97.9%
	Exit	AGCO CORPnote 1.25%12/1	$0	–	-2,000,000	–	-0.01%	–
	Exit	HORNBECK OFFSHORE SVCS INC Nfrnt 1.625%11/1	$0	–	-3,000,000	–	-0.02%	–
	Exit	CACI INTL INCnote 2.125% 5/0	$0	–	-3,000,000	–	-0.03%	–
	Exit	BIOMARIN PHARMACEUTICAL INCnote 1.875% 4/2	$0	–	-2,000,000	–	-0.05%	–
	Exit	BANK OF AMERICA CORPORATION	$0	–	-20,000	–	-0.16%	–
CVI	Exit	CVR ENERGY INC	$0	–	-1,460,338	–	-0.19%	–
	Exit	NITED STATES STL CORP NEWnote 2.750% 4/0	$0	–	-500,000	–	-0.34%	–
FDO	Exit	FAMILY DLR STORES INC	$0	–	-10,000	–	-0.39%	–
	Exit	AUTOLIV INC	$0	–	-12,275	–	-0.58%	–
	Exit	SHIP FINANCE INTERNATIONAL LTDnote 3.250% 2/0	$0	–	-1,000,000	–	-0.68%	–
	Exit	LIFEPOINT HOSPITALS INCnote 3.500% 5/1	$0	–	-1,000,000	–	-0.72%	–
	Exit	ESLA MTRS INCnote 1.500% 6/0	$0	–	-1,000,000	–	-0.74%	–
LPX	Exit	LOUISIANA PAC CORP	$0	–	-59,700	–	-0.76%	–
MON	Exit	MONSANTO CO NEW	$0	–	-11,340	–	-0.76%	–
	Exit	PROLOGISnote 3.250% 3/1	$0	–	-1,000,000	–	-0.77%	–
	Exit	BARRICK GOLD CORP	$0	–	-60,000	–	-0.80%	–
	Exit	INSULET CORPnote 3.750% 6/1	$0	–	-1,000,000	–	-0.83%	–
	Exit	SANDISK CORPnote 1.500% 8/1	$0	–	-1,000,000	–	-0.85%	–
DELL	Exit	DELL INC	$0	–	-100,000	–	-0.88%	–
WFC	Exit	WELLS FARGO & CO NEW	$0	–	-40,840	–	-1.05%	–
	Exit	COBALT INTL ENERGY INCnote 2.625%12/0	$0	–	-1,500,000	–	-1.10%	–
	Exit	NUANCE COMMUNICATIONS INCdbcv 2.750% 8/1	$0	–	-1,500,000	–	-1.20%	–
	Exit	APPLE INC	$0	–	-5,000	–	-1.31%	–
HTSI	Exit	HARRIS TEETER SUPERMARKETS I	$0	–	-48,089	–	-1.36%	–
MS	Exit	MORGAN STANLEY	$0	–	-101,200	–	-1.55%	–
	Exit	PO LOGISTICS INCnote 4.500%10/0	$0	–	-2,000,000	–	-1.60%	–
LULU	Exit	LULULEMON ATHLETICA INC	$0	–	-39,000	–	-1.69%	–
NVR	Exit	NVR INC	$0	–	-2,661	–	-1.79%	–
	Exit	MERITAGE HOMES CORPnote 1.875% 9/1	$0	–	-2,500,000	–	-1.84%	–
VAR	Exit	VARIAN MED SYS INC	$0	–	-45,000	–	-2.09%	–
FSCI	Exit	FISHER COMMUNICATIONS INC	$0	–	-88,389	–	-2.40%	–
	Exit	CHART INDS INCnote 2.000% 8/0	$0	–	-2,900,000	–	-2.78%	–
CHTR	Exit	CHARTER COMMUNICATIONS INC Dcl a new	$0	–	-43,000	–	-3.15%	–
	Exit	ANAREN INC	$0	–	-247,676	–	-3.75%	–
ET	Exit	EXACTTARGET INC	$0	–	-175,000	–	-3.90%	–
RUE	Exit	RUE21 INC	$0	–	-142,500	–	-3.91%	–
	Exit	BELO CORP	$0	–	-428,218	–	-3.94%	–
NTSP	Exit	NETSPEND HLDGS INC	$0	–	-407,289	–	-4.30%	–
	Exit	AMERICAN GREETINGS CORPcl a	$0	–	-475,727	–	-5.72%	–
PWER	Exit	POWER ONE INC NEW	$0	–	-1,525,265	–	-6.36%	–
DELL	Exit	DELL INCcall	$0	–	-1,535,000	–	-13.50%	–

Q2 2013

			Value		Shares		↓ Weighting
DELL	New	DELL INCcall	$20,454,000	–	1,535,000	–	13.50%	–
PWER	New	POWER ONE INC NEW	$9,640,000	–	1,525,265	–	6.36%	–
	New	AMERICAN GREETINGS CORPcl a	$8,668,000	–	475,727	–	5.72%	–
ELN	New	ELAN PLCadr	$7,483,000	–	581,772	–	4.94%	–
NTSP	New	NETSPEND HLDGS INC	$6,508,000	–	407,289	–	4.30%	–
	New	BELO CORP	$5,974,000	–	428,218	–	3.94%	–
RUE	New	RUE21 INC	$5,929,000	–	142,500	–	3.91%	–
ET	New	EXACTTARGET INC	$5,901,000	–	175,000	–	3.90%	–
MHFI	New	MCGRAW HILL FINL INC	$5,798,000	–	109,000	–	3.83%	–
	New	ANAREN INC	$5,682,000	–	247,676	–	3.75%	–
CHTR	New	CHARTER COMMUNICATIONS INC Dcl a new	$4,775,000	–	43,000	–	3.15%	–
NUAN	New	NUANCE COMMUNICATIONS INC	$4,250,000	–	231,000	–	2.81%	–
	New	CHART INDS INCnote 2.000% 8/0	$4,209,000	–	2,900,000	–	2.78%	–
FSCI	New	FISHER COMMUNICATIONS INC	$3,631,000	–	88,389	–	2.40%	–
VAR	New	VARIAN MED SYS INC	$3,172,000	–	45,000	–	2.09%	–
	New	MERITAGE HOMES CORPnote 1.875% 9/1	$2,780,000	–	2,500,000	–	1.84%	–
NVR	New	NVR INC	$2,718,000	–	2,661	–	1.79%	–
LULU	New	LULULEMON ATHLETICA INC	$2,555,000	–	39,000	–	1.69%	–
C	New	CITIGROUP INC	$2,471,000	–	53,600	–	1.63%	–
	New	PO LOGISTICS INCnote 4.500%10/0	$2,422,000	–	2,000,000	–	1.60%	–
MS	New	MORGAN STANLEY	$2,348,000	–	101,200	–	1.55%	–
	New	MGM RESORTS INTERNATIONALnote 4.250% 4/1	$2,240,000	–	2,000,000	–	1.48%	–
	New	ELECTRONIC ARTS INCnote 0.750% 7/1	$2,085,000	–	2,000,000	–	1.38%	–
HTSI	New	HARRIS TEETER SUPERMARKETS I	$2,054,000	–	48,089	–	1.36%	–
	New	APPLE INC	$1,983,000	–	5,000	–	1.31%	–
JPM	New	JPMORGAN CHASE & CO	$1,905,000	–	38,000	–	1.26%	–
	New	NUANCE COMMUNICATIONS INCdbcv 2.750% 8/1	$1,815,000	–	1,500,000	–	1.20%	–
	New	COBALT INTL ENERGY INCnote 2.625%12/0	$1,665,000	–	1,500,000	–	1.10%	–
WFC	New	WELLS FARGO & CO NEW	$1,589,000	–	40,840	–	1.05%	–
DAL	New	DELTA AIR LINES INC DEL	$1,536,000	–	87,352	–	1.01%	–
GOOGL	New	GOOGLE INCcl a	$1,523,000	–	1,730	–	1.00%	–
DELL	New	DELL INC	$1,333,000	–	100,000	–	0.88%	–
	New	SANDISK CORPnote 1.500% 8/1	$1,287,000	–	1,000,000	–	0.85%	–
	New	INSULET CORPnote 3.750% 6/1	$1,253,000	–	1,000,000	–	0.83%	–
	New	BARRICK GOLD CORP	$1,218,000	–	60,000	–	0.80%	–
	New	PROLOGISnote 3.250% 3/1	$1,161,000	–	1,000,000	–	0.77%	–
MON	New	MONSANTO CO NEW	$1,158,000	–	11,340	–	0.76%	–
LPX	New	LOUISIANA PAC CORP	$1,155,000	–	59,700	–	0.76%	–
	New	ALLIANT TECHSYSTEMS INCnote 3.000% 8/1	$1,152,000	–	1,000,000	–	0.76%	–
	New	ESLA MTRS INCnote 1.500% 6/0	$1,123,000	–	1,000,000	–	0.74%	–
	New	LIFEPOINT HOSPITALS INCnote 3.500% 5/1	$1,086,000	–	1,000,000	–	0.72%	–
	New	SHIP FINANCE INTERNATIONAL LTDnote 3.250% 2/0	$1,027,000	–	1,000,000	–	0.68%	–
	New	AUTOLIV INC	$883,000	–	12,275	–	0.58%	–
FDO	New	FAMILY DLR STORES INC	$591,000	–	10,000	–	0.39%	–
	New	NITED STATES STL CORP NEWnote 2.750% 4/0	$511,000	–	500,000	–	0.34%	–
CVI	New	CVR ENERGY INC	$285,000	–	1,460,338	–	0.19%	–
	New	BANK OF AMERICA CORPORATION	$250,000	–	20,000	–	0.16%	–
	New	BIOMARIN PHARMACEUTICAL INCnote 1.875% 4/2	$74,000	–	2,000,000	–	0.05%	–
	New	MICRON TECHNOLOGY INCnote 1.875% 6/0	$68,000	–	3,000,000	–	0.04%	–
	New	CACI INTL INCnote 2.125% 5/0	$51,000	–	3,000,000	–	0.03%	–
	New	HORNBECK OFFSHORE SVCS INC Nfrnt 1.625%11/1	$37,000	–	3,000,000	–	0.02%	–
	New	AGCO CORPnote 1.25%12/1	$10,000	–	2,000,000	–	0.01%	–

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