Boussard & Gavaudan Investment Management LLP Activity Q3 2014-Q3 2023

Q3 2023

			Value		Shares		↓ Weighting
ATVI	Buy	ACTIVISION BLIZZARD INC	$109,252,372	+136.6%	1,164,303	+110.9%	12.76%	+190.7%
HZNP	Sell	HORIZON THERAPEUTICS PUB L	$80,539,760	+8.3%	696,259	-3.5%	9.41%	+33.1%
	Sell	CHART INDS INCnote 1.000%11/1	$53,768,691	-13.5%	18,152	-19.9%	6.28%	+6.3%
VMW	Sell	VMWARE INC	$48,279,874	-2.1%	288,479	-15.1%	5.64%	+20.3%
SGEN	Buy	SEAGEN INC	$45,068,070	+11.3%	212,105	+0.8%	5.26%	+36.8%
	Buy	BOOKING HOLDINGS INCnote 0.750% 5/0	$21,739,509	+47.9%	12,894	+32.1%	2.54%	+81.7%
	Sell	ALTAIR ENGR INCnote 0.250% 6/0	$21,493,448	-24.1%	15,850	-8.1%	2.51%	-6.8%
	Sell	PERMIAN RESOURCES CORPnote 3.250% 4/0	$20,874,881	+11.4%	8,779	-8.8%	2.44%	+36.9%
	Sell	ON SEMICONDUCTOR CORPnote 5/0	$20,683,281	-39.2%	11,358	-39.2%	2.42%	-25.2%
WRK	New	WESTROCK CO	$20,617,319	–	567,892	–	2.41%	–
	New	BGC GROUP INCcl a	$20,395,224	–	3,826,496	–	2.38%	–
AMBC	Sell	AMBAC FINL GROUP INC	$16,813,488	-13.0%	1,373,651	-1.2%	1.96%	+6.9%
	Sell	ZSCALER INCnote 0.125% 7/0	$15,436,979	-13.1%	12,656	-15.6%	1.80%	+6.7%
NVDA	Sell	NVIDIA CORPORATION	$14,336,195	-25.2%	32,743	-27.9%	1.67%	-8.1%
ARMK	Buy	ARAMARK	$12,664,943	+227.4%	363,413	+301.1%	1.48%	+301.9%
	Buy	HUBSPOT INCnote 0.375% 6/0	$11,744,578	+146.8%	6,500	+160.0%	1.37%	+203.5%
	Buy	ON HLDG AGnamen akt a	$11,155,487	+92.3%	398,268	+124.3%	1.30%	+136.1%
FIS	Sell	FIDELITY NATL INFORMATION SV	$10,613,814	-56.4%	190,999	-57.6%	1.24%	-46.5%
ACI	Sell	ALBERTSONS COS INC	$10,280,201	-55.7%	450,886	-57.6%	1.20%	-45.5%
	Sell	ENVISTA HOLDINGS CORPORATIONnote 2.375% 6/0	$9,828,163	-41.6%	6,952	-30.2%	1.15%	-28.2%
CPRI	New	CAPRI HOLDINGS LIMITED	$9,340,623	–	177,107	–	1.09%	–
MSFT	Buy	MICROSOFT CORP	$8,684,639	+55.9%	27,342	+67.0%	1.01%	+91.3%
	Sell	MIDDLEBY CORPnote 1.000% 9/0	$8,534,060	-33.7%	7,585	-26.4%	1.00%	-18.5%
K	New	KELLANOVA	$7,917,321	–	133,513	–	0.92%	–
	New	EXACT SCIENCES CORPnote 1.000% 1/1	$7,748,856	–	7,000	–	0.90%	–
MASI	New	MASIMO CORP	$6,326,172	–	70,723	–	0.74%	–
	Sell	AKAMAI TECHNOLOGIES INCnote 0.125% 5/0	$6,091,972	-56.9%	5,121	-61.1%	0.71%	-46.9%
LBRDK	Sell	LIBERTY BROADBAND CORP	$5,644,590	-7.0%	61,703	-18.5%	0.66%	+14.2%
CELH	New	CELSIUS HLDGS INC	$5,414,541	–	31,170	–	0.63%	–
	Sell	STRIDE INCnote 1.125% 9/0	$5,374,653	-40.7%	5,072	-46.0%	0.63%	-27.1%
PDD	New	PDD HOLDINGS INCsponsored ads	$5,294,239	–	53,705	–	0.62%	–
	Sell	IONIS PHARMACEUTICALS INCnote 4/0	$5,231,870	-29.2%	5,305	-32.0%	0.61%	-13.0%
X	New	UNITED STATES STL CORP NEW	$4,980,629	–	153,387	–	0.58%	–
	New	INFINERA CORPnote 3.750% 8/0	$4,797,377	–	5,116	–	0.56%	–
	New	VERIS RESIDENTIAL INC	$4,654,487	–	280,222	–	0.54%	–
	New	LIBERTY MEDIA CORP DEL	$4,499,615	–	138,877	–	0.53%	–
GMED	Buy	GLOBUS MED INCcl a	$4,438,417	-8.0%	88,274	+8.8%	0.52%	+12.9%
	New	ORMAT TECHNOLOGIES INCnote 2.500% 7/1	$4,409,583	–	4,500	–	0.52%	–
JWSM	Sell	JAWS MUSTANG ACQUISITION COR	$4,148,995	-3.0%	385,953	-3.5%	0.48%	+19.5%
MDU	Sell	MDU RES GROUP INC	$3,077,549	-42.5%	156,459	-38.6%	0.36%	-29.3%
	New	FORTREA HLDGS INC	$3,035,030	–	104,982	–	0.35%	–
LH	Sell	LABORATORY CORP AMER HLDGS	$2,510,977	-79.0%	12,322	-75.3%	0.29%	-74.2%
	New	LIBERTY MEDIA CORP DEL	$2,496,624	–	77,559	–	0.29%	–
	Buy	NVIDIA CORPORATIONput	$1,980,271	-33.8%	1,333	+25.2%	0.23%	-18.9%
ELY	New	TOPGOLF CALLAWAY BRANDS CORP	$1,354,825	–	96,326	–	0.16%	–
DASH	New	DOORDASH INCcl a	$958,198	–	12,009	–	0.11%	–
	New	SEAGEN INCput	$874,558	–	1,052	–	0.10%	–
HALO	New	HALOZYME THERAPEUTICS INC	$858,573	–	21,964	–	0.10%	–
KR	New	KROGER CO	$809,677	–	18,053	–	0.10%	–
WMT	New	WALMART INC	$772,361	–	4,794	–	0.09%	–
CHEF	Buy	CHEFS WHSE INC	$669,179	+76.8%	31,074	+192.9%	0.08%	+116.7%
LNTH	New	LANTHEUS HLDGS INC	$664,358	–	9,480	–	0.08%	–
	New	VOLATILITY SHS TRcall	$573,862	–	5,280	–	0.07%	–
CYTK	Buy	CYTOKINETICS INC	$554,753	+7.4%	18,345	+18.0%	0.06%	+32.7%
TJX	New	TJX COS INC NEW	$523,291	–	5,839	–	0.06%	–
NCLH	New	NORWEGIAN CRUISE LINE HLDG L	$374,119	–	22,840	–	0.04%	–
	New	SIRIUS XM HOLDINGS INCcall	$217,811	–	7,199	–	0.02%	–
	New	VOLATILITY SHS TRput	$97,017	–	4,210	–	0.01%	–
	Exit	SPECTRUM BRANDS HLDGS INC NEput	$0	–	-2,136	–	0.00%	–
APGBWS	Exit	APOLLO STRATEGIC GRWT CPTL Iw exp 02/12/202	$0	–	-15,020	–	0.00%	–
	Exit	DICE THERAPEUTICS INCcall	$0	–	-1,072	–	0.00%	–
	Exit	FTAC ZEUS ACQUISITION CORw exp 04/15/202	$0	–	-75,000	–	0.00%	–
	Exit	FATHOM DIGITAL MFG CORPw exp 12/23/202	$0	–	-25,000	–	0.00%	–
	Exit	HAMMERHEAD ENERGY INCw exp 02/23/202	$0	–	-49,999	–	-0.01%	–
FRPT	Exit	FRESHPET INC	$0	–	-2,166	–	-0.01%	–
GEO	Exit	GEO GROUP INC NEW	$0	–	-18,682	–	-0.01%	–
ARRY	Exit	ARRAY TECHNOLOGIES INC	$0	–	-6,667	–	-0.01%	–
ALV	Exit	AUTOLIV INC	$0	–	-2,607	–	-0.02%	–
ASH	Exit	ASHLAND INC	$0	–	-3,057	–	-0.02%	–
	Exit	VEECO INSTRS INC DELnote 3.500% 1/1	$0	–	-547	–	-0.06%	–
MANU	Exit	MANCHESTER UTD PLC NEWord cl a	$0	–	-35,233	–	-0.08%	–
RMD	Exit	RESMED INC	$0	–	-4,859	–	-0.10%	–
FB	Exit	META PLATFORMS INCcl a	$0	–	-3,770	–	-0.10%	–
PINS	Exit	PINTEREST INCcl a	$0	–	-41,480	–	-0.11%	–
	Exit	FTAC ZEUS ACQUISITION COR	$0	–	-150,000	–	-0.15%	–
	Exit	ELLIOTT OPPORTUNITY II CORP	$0	–	-250,000	–	-0.25%	–
CLI	Exit	VERIS RESIDENTIAL INC	$0	–	-168,444	–	-0.26%	–
	Exit	AMC ENTMT HLDGS INCput	$0	–	-16,014	–	-0.42%	–
	Exit	IRONWOOD PHARMACEUTICALS INCnote 0.750% 6/1	$0	–	-4,698	–	-0.45%	–
SIMO	Exit	SILICON MOTION TECHNOLOGY COsponsored adr	$0	–	-65,141	–	-0.45%	–
	Exit	SEA LTDnote 2.375%12/0	$0	–	-4,698	–	-0.46%	–
GOOGL	Exit	ALPHABET INCcap stk cl a	$0	–	-42,676	–	-0.49%	–
	Exit	EVOLENT HEALTH INCnote 1.500%10/1	$0	–	-4,669	–	-0.51%	–
AMC	Exit	AMC ENTMT HLDGS INC	$0	–	-3,027,360	–	-0.51%	–
	Exit	PATRICK INDS INCnote 1.750%12/0	$0	–	-5,547	–	-0.52%	–
	Exit	FTAC EMERALD ACQUISITION COR	$0	–	-550,000	–	-0.54%	–
AMZN	Exit	AMAZON COM INC	$0	–	-44,406	–	-0.55%	–
LSXMA	Exit	LIBERTY MEDIA CORP DEL	$0	–	-202,502	–	-0.62%	–
	Exit	PARSONS CORP DELnote 0.250% 8/1	$0	–	-6,307	–	-0.69%	–
	Exit	CONMED CORPnote 2.250% 6/1	$0	–	-8,020	–	-0.86%	–
	Exit	AMERICAN AIRLINES GROUP INCnote 6.500% 7/0	$0	–	-7,799	–	-0.94%	–
	Exit	PENN ENTERTAINMENT INCnote 2.750% 5/1	$0	–	-8,080	–	-0.96%	–
CNHI	Exit	CNH INDL N V	$0	–	-719,280	–	-0.98%	–
	Exit	REVANCE THERAPEUTICS INCnote 1.750% 2/1	$0	–	-12,816	–	-1.29%	–
	Exit	ETSY INCnote 0.125%10/0	$0	–	-12,952	–	-1.47%	–
	Exit	WOLFSPEED INCnote 1.750% 5/0	$0	–	-11,627	–	-1.50%	–
SPB	Exit	SPECTRUM BRANDS HLDGS INC NE	$0	–	-213,600	–	-1.58%	–
LSXMK	Exit	LIBERTY MEDIA CORP DEL	$0	–	-615,091	–	-1.87%	–
BGCP	Exit	BGC PARTNERS INCcl a	$0	–	-5,149,066	–	-2.20%	–
	Exit	UNITED STATES STL CORPnote 5.000%11/0	$0	–	-13,438	–	-2.50%	–
	Exit	KBR INCnote 2.500%11/0	$0	–	-13,352	–	-3.26%	–
	Exit	COPA HOLDINGS SAnote 4.500% 4/1	$0	–	-15,750	–	-3.30%	–

Q2 2023

			Value		Shares		↓ Weighting
HZNP	New	HORIZON THERAPEUTICS PUB L	$74,356,326	–	721,836	–	7.07%	–
	New	CHART INDS INCnote 1.000%11/1	$62,170,645	–	22,652	–	5.91%	–
VMW	New	VMWARE INC	$49,296,366	–	339,647	–	4.69%	–
ATVI	New	ACTIVISION BLIZZARD INC	$46,182,077	–	552,153	–	4.39%	–
SGEN	New	SEAGEN INC	$40,489,311	–	210,427	–	3.85%	–
	New	COPA HOLDINGS SAnote 4.500% 4/1	$34,697,710	–	15,750	–	3.30%	–
	New	KBR INCnote 2.500%11/0	$34,259,890	–	13,352	–	3.26%	–
	New	ON SEMICONDUCTOR CORPnote 5/0	$33,991,750	–	18,674	–	3.23%	–
	New	ALTAIR ENGR INCnote 0.250% 6/0	$28,316,834	–	17,243	–	2.69%	–
	New	UNITED STATES STL CORPnote 5.000%11/0	$26,316,397	–	13,438	–	2.50%	–
FIS	New	FIDELITY NATL INFORMATION SV	$24,367,220	–	450,494	–	2.32%	–
ACI	New	ALBERTSONS COS INC	$23,196,552	–	1,064,062	–	2.20%	–
BGCP	New	BGC PARTNERS INCcl a	$23,119,306	–	5,149,066	–	2.20%	–
LSXMK	New	LIBERTY MEDIA CORP DEL	$19,707,516	–	615,091	–	1.87%	–
AMBC	New	AMBAC FINL GROUP INC	$19,327,783	–	1,390,488	–	1.84%	–
NVDA	New	NVIDIA CORPORATION	$19,158,832	–	45,399	–	1.82%	–
	New	CNX RES CORPnote 2.250% 5/0	$18,873,704	–	12,711	–	1.79%	–
	New	PERMIAN RESOURCES CORPnote 3.250% 4/0	$18,736,327	–	9,625	–	1.78%	–
	New	ZSCALER INCnote 0.125% 7/0	$17,767,125	–	15,000	–	1.69%	–
CLVTPRA	New	CLARIVATE PLC5.25% pfd conv a	$17,238,568	–	424,125	–	1.64%	–
	New	ENVISTA HOLDINGS CORPORATIONnote 2.375% 6/0	$16,819,245	–	9,962	–	1.60%	–
SPB	New	SPECTRUM BRANDS HLDGS INC NE	$16,662,936	–	213,600	–	1.58%	–
	New	WOLFSPEED INCnote 1.750% 5/0	$15,800,179	–	11,627	–	1.50%	–
	New	ETSY INCnote 0.125%10/0	$15,483,361	–	12,952	–	1.47%	–
	New	CINEMARK HLDGS INCnote 4.500% 8/1	$15,295,187	–	11,000	–	1.45%	–
	New	INSIGHT ENTERPRISES INCnote 0.750% 2/1	$15,028,673	–	7,000	–	1.43%	–
	New	DYNAVAX TECHNOLOGIES CORPnote 2.500% 5/1	$14,907,431	–	10,500	–	1.42%	–
	New	BOOKING HOLDINGS INCnote 0.750% 5/0	$14,698,112	–	9,758	–	1.40%	–
	New	AKAMAI TECHNOLOGIES INCnote 0.125% 5/0	$14,119,432	–	13,154	–	1.34%	–
	New	REVANCE THERAPEUTICS INCnote 1.750% 2/1	$13,534,652	–	12,816	–	1.29%	–
	New	MIDDLEBY CORPnote 1.000% 9/0	$12,880,234	–	10,300	–	1.22%	–
	New	GREEN PLAINS INCnote 2.250% 3/1	$12,114,994	–	9,833	–	1.15%	–
LH	New	LABORATORY CORP AMER HLDGS	$11,951,357	–	49,816	–	1.14%	–
CNHI	New	CNH INDL N V	$10,357,632	–	719,280	–	0.98%	–
	New	PENN ENTERTAINMENT INCnote 2.750% 5/1	$10,116,555	–	8,080	–	0.96%	–
	New	AMERICAN AIRLINES GROUP INCnote 6.500% 7/0	$9,935,193	–	7,799	–	0.94%	–
	New	NOVA LTDnote 10/1	$9,642,431	–	6,000	–	0.92%	–
	New	STRIDE INCnote 1.125% 9/0	$9,068,443	–	9,396	–	0.86%	–
	New	CONMED CORPnote 2.250% 6/1	$9,030,931	–	8,020	–	0.86%	–
	New	PROGRESS SOFTWARE CORPnote 1.000% 4/1	$7,764,576	–	7,026	–	0.74%	–
	New	IONIS PHARMACEUTICALS INCnote 4/0	$7,386,472	–	7,805	–	0.70%	–
	New	PARSONS CORP DELnote 0.250% 8/1	$7,247,913	–	6,307	–	0.69%	–
	New	IRONWOOD PHARMACEUTICALS INCnote 1.500% 6/1	$6,737,363	–	6,577	–	0.64%	–
LSXMA	New	LIBERTY MEDIA CORP DEL	$6,550,940	–	202,502	–	0.62%	–
LBRDK	New	LIBERTY BROADBAND CORP	$6,068,076	–	75,709	–	0.58%	–
	New	ON HLDG AGnamen akt a	$5,801,680	–	177,530	–	0.55%	–
AMZN	New	AMAZON COM INC	$5,780,778	–	44,406	–	0.55%	–
	New	FTAC EMERALD ACQUISITION COR	$5,698,000	–	550,000	–	0.54%	–
MSFT	New	MICROSOFT CORP	$5,570,296	–	16,376	–	0.53%	–
	New	PATRICK INDS INCnote 1.750%12/0	$5,422,625	–	5,547	–	0.52%	–
AMC	New	AMC ENTMT HLDGS INC	$5,388,701	–	3,027,360	–	0.51%	–
MDU	New	MDU RES GROUP INC	$5,347,802	–	254,900	–	0.51%	–
	New	EVOLENT HEALTH INCnote 1.500%10/1	$5,335,269	–	4,669	–	0.51%	–
GOOGL	New	ALPHABET INCcap stk cl a	$5,135,673	–	42,676	–	0.49%	–
GMED	New	GLOBUS MED INCcl a	$4,824,378	–	81,157	–	0.46%	–
	New	SEA LTDnote 2.375%12/0	$4,784,766	–	4,698	–	0.46%	–
SIMO	New	SILICON MOTION TECHNOLOGY COsponsored adr	$4,765,064	–	65,141	–	0.45%	–
	New	HUBSPOT INCnote 0.375% 6/0	$4,759,170	–	2,500	–	0.45%	–
	New	IRONWOOD PHARMACEUTICALS INCnote 0.750% 6/1	$4,731,802	–	4,698	–	0.45%	–
	New	TOPGOLF CALLAWAY BRANDS CORPnote 2.750% 5/0	$4,655,428	–	3,560	–	0.44%	–
	New	BOX INCnote 1/1	$4,514,101	–	3,600	–	0.43%	–
	New	AMC ENTMT HLDGS INCput	$4,433,369	–	16,014	–	0.42%	–
JWSM	New	JAWS MUSTANG ACQUISITION COR	$4,276,000	–	400,000	–	0.41%	–
ARMK	New	ARAMARK	$3,868,834	–	90,605	–	0.37%	–
LCAA	New	L CATTERTON ASIA ACQUISITION	$3,657,500	–	350,000	–	0.35%	–
	New	ARES ACQUISITION CORP II	$3,051,000	–	300,000	–	0.29%	–
	New	NVIDIA CORPORATIONput	$2,993,351	–	1,065	–	0.28%	–
	New	SCREAMING EAGLE ACQUISITN CO	$2,846,256	–	275,800	–	0.27%	–
AAC	New	ARES ACQUISITION CORPORATION	$2,852,550	–	270,000	–	0.27%	–
CLI	New	VERIS RESIDENTIAL INC	$2,737,215	–	168,444	–	0.26%	–
	New	ELLIOTT OPPORTUNITY II CORP	$2,585,000	–	250,000	–	0.25%	–
	New	GORES HOLDINGS IX INC	$2,287,442	–	223,383	–	0.22%	–
	New	FTAC ZEUS ACQUISITION COR	$1,564,500	–	150,000	–	0.15%	–
	New	BLEUACACIA LTD	$1,537,500	–	150,000	–	0.15%	–
SLAM	New	SLAM CORP	$1,335,000	–	125,000	–	0.13%	–
PINS	New	PINTEREST INCcl a	$1,139,870	–	41,480	–	0.11%	–
FB	New	META PLATFORMS INCcl a	$1,083,004	–	3,770	–	0.10%	–
RMD	New	RESMED INC	$1,065,190	–	4,859	–	0.10%	–
	New	BROADCOM INCput	$895,657	–	319	–	0.08%	–
MANU	New	MANCHESTER UTD PLC NEWord cl a	$863,209	–	35,233	–	0.08%	–
	New	VEECO INSTRS INC DELnote 3.500% 1/1	$680,954	–	547	–	0.06%	–
CYTK	New	CYTOKINETICS INC	$516,560	–	15,545	–	0.05%	–
CHEF	New	CHEFS WHSE INC	$378,529	–	10,609	–	0.04%	–
ASH	New	ASHLAND INC	$265,776	–	3,057	–	0.02%	–
ALV	New	AUTOLIV INC	$221,830	–	2,607	–	0.02%	–
	New	JOBY AVIATION INCw exp 08/10/202	$212,250	–	75,000	–	0.02%	–
ARRY	New	ARRAY TECHNOLOGIES INC	$149,074	–	6,667	–	0.01%	–
GEO	New	GEO GROUP INC NEW	$134,324	–	18,682	–	0.01%	–
FRPT	New	FRESHPET INC	$140,833	–	2,166	–	0.01%	–
	New	GORES HOLDINGS IX INCunit 01/14/2029	$130,831	–	12,764	–	0.01%	–
	New	HAMMERHEAD ENERGY INCw exp 02/23/202	$71,499	–	49,999	–	0.01%	–
	New	ALVOTECHw exp 06/15/202	$75,000	–	62,500	–	0.01%	–
	New	ZURA BIO LTDw exp 03/20/202	$67,031	–	187,500	–	0.01%	–
AACWS	New	ARES ACQUISITION CORPORATIONw exp 02/02/202	$62,000	–	80,000	–	0.01%	–
	New	BLACKSKY TECHNOLOGY INCw exp 09/09/202	$62,559	–	265,081	–	0.01%	–
LCAAW	New	L CATTERTON ASIA ACQUISITIONw exp 03/08/202	$58,333	–	116,666	–	0.01%	–
ORGNW	New	ORIGIN MATERIALS INCw exp 06/25/202	$55,200	–	76,667	–	0.01%	–
	New	CLARIVATE PLCcall	$37,027	–	5,728	–	0.00%	–
	New	VERTICAL AEROSPACE LTDw exp 09/15/202	$43,200	–	240,000	–	0.00%	–
	New	ARES ACQUISITION CORP IIw exp 99/99/999	$45,000	–	150,000	–	0.00%	–
	New	SYSTEM1 INCw exp 99/99/999	$28,333	–	56,666	–	0.00%	–
	New	LANVIN GROUP HOLDINGS LIMITEw exp 01/14/202	$21,250	–	62,500	–	0.00%	–
	New	VINTAGE WINE ESTATES INCw exp 06/08/202	$17,025	–	415,253	–	0.00%	–
JWSMWS	New	JAWS MUSTANG ACQUISITION CORw exp 01/30/202	$5,420	–	100,000	–	0.00%	–
	New	UNITED HOMES GROUP INCw exp 03/30/202	$8,743	–	12,500	–	0.00%	–
	New	GORES HOLDINGS IX INCw exp 01/14/202	$12,658	–	74,461	–	0.00%	–
	New	BLEUACACIA LTDw exp 10/30/202	$5,625	–	112,500	–	0.00%	–
	New	BLEUACACIA LTDright 10/30/2026	$12,938	–	225,000	–	0.00%	–
	New	FTAC EMERALD ACQUISITION CORw exp 10/19/202	$15,125	–	275,000	–	0.00%	–
	New	GLOBAL TECHNOLGY ACQSTN CORPw exp 10/19/202	$6,818	–	112,500	–	0.00%	–
	New	SOLID POWER INCw exp 12/08/202	$13,870	–	45,387	–	0.00%	–
	New	SCREAMING EAGLE ACQUISITN COw exp 01/05/202	$12,500	–	83,333	–	0.00%	–
SLAMW	New	SLAM CORPw exp 02/23/202	$5,656	–	31,250	–	0.00%	–
	New	ALLEGO N Vw exp 03/16/202	$7,500	–	30,000	–	0.00%	–
SKILWS	New	SKILLSOFT CORPw exp 06/11/202	$3,201	–	58,207	–	0.00%	–
	New	FTAC ZEUS ACQUISITION CORw exp 04/15/202	$1,163	–	75,000	–	0.00%	–
	New	SPECTRUM BRANDS HLDGS INC NEput	$971	–	2,136	–	0.00%	–
	New	FATHOM DIGITAL MFG CORPw exp 12/23/202	$500	–	25,000	–	0.00%	–
PRPCWS	New	CC NEUBERGER PRINCIPAL HOLDNw exp 02/05/202	$2,296	–	11,480	–	0.00%	–
APGBWS	New	APOLLO STRATEGIC GRWT CPTL Iw exp 02/12/202	$1,811	–	15,020	–	0.00%	–
CVIIWS	New	CHURCHILL CAPITAL CORP VIIw exp 02/29/202	$2,346	–	15,638	–	0.00%	–
	New	CONCORD ACQUISITION CORP IIIw exp 99/99/999	$840	–	25,000	–	0.00%	–
	New	DICE THERAPEUTICS INCcall	$4,084	–	1,072	–	0.00%	–

Q4 2022

			Value		Shares		↓ Weighting
CVIIWS	Exit	CHURCHILL CAPITAL CORP VII*w exp 02/29/202	$0	–	-15,638	–	0.00%	–
SPKBW	Exit	SILVER SPIKE ACQUISITN CORP*w exp 02/26/202	$0	–	-75,000	–	0.00%	–
OHPAW	Exit	ORION ACQUISITION CORP*w exp 02/19/202	$0	–	-55,000	–	0.00%	–
KAHCWS	Exit	KKR ACQUISITION HOLDING I CO*w exp 03/17/202	$0	–	-31,250	–	0.00%	–
	Exit	FATHOM DIGITAL MFG CORP*w exp 12/22/202	$0	–	-25,000	–	0.00%	–
	Exit	BULLPEN PARLAY ACQUISITION C*w exp 12/03/202	$0	–	-10,000	–	0.00%	–
WPCAWS	Exit	WARBURG PINCUS CAPTAL CORP I*w exp 99/99/999	$0	–	-40,000	–	0.00%	–
SLAMW	Exit	SLAM CORP*w exp 02/23/202	$0	–	-31,250	–	0.00%	–
IPODWS	Exit	SOCIAL CAPITAL HEDOSOPHA HLD*w exp 09/26/202	$0	–	-50,000	–	0.00%	–
SSAAW	Exit	SCIENCE STRATEGIC ACQ ALPHA*w exp 01/20/202	$0	–	-66,666	–	0.00%	–
PRPCWS	Exit	CC NEUBERGER PRINCIPAL HOLDN*w exp 99/99/999	$0	–	-11,480	–	0.00%	–
	Exit	TALON 1 ACQUISITION CORP*w exp 07/30/202	$0	–	-50,000	–	0.00%	–
HAACW	Exit	HEALTH ASSURN ACQUISITION CO*w exp 11/12/202	$0	–	-50,000	–	0.00%	–
IPOFWS	Exit	SOCIAL CAPITAL HEDOSOPHA HLD*w exp 09/26/202	$0	–	-75,000	–	0.00%	–
DHHCW	Exit	DIAMONDHEAD HOLDINGS CORP*w exp 01/28/202	$0	–	-12,500	–	0.00%	–
WPCBWS	Exit	WARBURG PINCUS CAPTAL CORP I*w exp 99/99/999	$0	–	-40,000	–	0.00%	–
AUSWS	Exit	AUSTERLITZ ACQUISITION CORP*w exp 02/19/202	$0	–	-50,000	–	-0.00%	–
LCAAW	Exit	L CATTERTON ASIA ACQUISITION*w exp 03/08/202	$0	–	-116,666	–	-0.00%	–
	Exit	BLEUACACIA LTD*w exp 10/30/202	$0	–	-112,500	–	-0.00%	–
	Exit	CONCORD ACQUISITION CORP III*w exp 99/99/999	$0	–	-25,000	–	-0.00%	–
	Exit	FTAC ZEUS ACQUISITION COR*w exp 04/15/202	$0	–	-75,000	–	-0.00%	–
HERAW	Exit	FTAC HERA ACQUISITION CORP*w exp 02/28/202	$0	–	-75,000	–	-0.00%	–
ASZWS	Exit	AUSTERLITZ ACQUISITION CORP*w exp 02/19/202	$0	–	-62,500	–	-0.00%	–
PVWS	Exit	PRIMAVERA CAPITAL ACQUIST CO*w exp 01/19/202	$0	–	-62,500	–	-0.00%	–
TBCPW	Exit	THUNDER BRIDGE CAP PRTNRS II*w exp 02/01/202	$0	–	-60,000	–	-0.00%	–
SKILWS	Exit	SKILLSOFT CORP*w exp 06/11/202	$0	–	-58,207	–	-0.00%	–
	Exit	JAWS HURRICANE ACQUISITN COR*w exp 03/26/202	$0	–	-62,500	–	-0.00%	–
AVANWS	Exit	AVANTI ACQUISITION CORP*w exp 99/99/999	$0	–	-500,000	–	-0.00%	–
	Exit	MOTIVE CAPITAL CORP II*w exp 99/99/999	$0	–	-66,666	–	-0.00%	–
AACWS	Exit	ARES ACQUISITION CORPORATION*w exp 99/99/999	$0	–	-80,000	–	-0.00%	–
	Exit	WORLD QUANTUM GROWTH ACQUISI*w exp 08/04/202	$0	–	-249,999	–	-0.00%	–
JWSMWS	Exit	JAWS MUSTANG ACQUISITION COR*w exp 01/30/202	$0	–	-100,000	–	-0.00%	–
	Exit	ALLEGO N V*w exp 03/16/202	$0	–	-30,000	–	-0.00%	–
	Exit	ELLIOTT OPPORTUNITY II CORP*w exp 03/02/202	$0	–	-62,500	–	-0.00%	–
	Exit	SCREAMING EAGLE ACQUISITN CO*w exp 01/05/202	$0	–	-83,333	–	-0.00%	–
	Exit	GLOBAL TECHNOLGY ACQSTN CORP*w exp 10/19/202	$0	–	-112,500	–	-0.00%	–
	Exit	JATT ACQUISITION CORP*w exp 07/19/202	$0	–	-187,500	–	-0.00%	–
	Exit	GORES HOLDINGS IX INC*w exp 01/14/202	$0	–	-74,461	–	-0.00%	–
	Exit	BLEUACACIA LTDright 10/30/2026	$0	–	-225,000	–	-0.00%	–
	Exit	FTAC EMERALD ACQUISITION COR*w exp 10/19/202	$0	–	-275,000	–	-0.01%	–
	Exit	ALVOTECH*w exp 06/15/202	$0	–	-62,500	–	-0.01%	–
	Exit	SOLID POWER INC*w exp 12/08/202	$0	–	-45,387	–	-0.01%	–
	Exit	BLACKSKY TECHNOLOGY INC*w exp 09/09/202	$0	–	-265,081	–	-0.01%	–
	Exit	SYSTEM1 INC*w exp 99/99/999	$0	–	-56,666	–	-0.01%	–
	Exit	JOBY AVIATION INC*w exp 08/10/202	$0	–	-75,000	–	-0.01%	–
ORGNW	Exit	ORIGIN MATERIALS INC*w exp 06/25/202	$0	–	-76,667	–	-0.01%	–
	Exit	GORES HOLDINGS IX INCunit 01/14/2029	$0	–	-12,764	–	-0.02%	–
	Exit	DECARBONIZATION PLUS ACQUISI*w exp 07/15/202	$0	–	-249,999	–	-0.02%	–
	Exit	VERTICAL AEROSPACE LTD*w exp 09/15/202	$0	–	-240,000	–	-0.02%	–
	Exit	VINTAGE WINE ESTATES INC*w exp 06/08/202	$0	–	-415,253	–	-0.02%	–
	Exit	WARNER BROS DISCOVERY INC	$0	–	-15,356	–	-0.03%	–
TSIB	Exit	TISHMAN SPEYER INNOVATION CO	$0	–	-20,000	–	-0.03%	–
SVFB	Exit	SVF INVESTMENT CORP 2	$0	–	-20,000	–	-0.03%	–
GTPA	Exit	GORES TECHNOLOGY PARTNERS IN	$0	–	-20,300	–	-0.03%	–
GTPB	Exit	GORES TECHNOLOGY PARTNERS II	$0	–	-22,320	–	-0.03%	–
	Exit	BULLPEN PARLAY ACQUISITION C	$0	–	-22,814	–	-0.03%	–
	Exit	CLARIVATE PLCcall	$0	–	-5,682	–	-0.04%	–
	Exit	FINTECH ACQUISITION CORP VI	$0	–	-25,000	–	-0.04%	–
FTAA	Exit	FTAC ATHENA ACQUISITION CORP	$0	–	-25,000	–	-0.04%	–
AAWW	Exit	ATLAS AIR WORLDWIDE HLDGS IN	$0	–	-2,822	–	-0.04%	–
	Exit	PLAYTIKA HLDG CORPput	$0	–	-622	–	-0.05%	–
FIVN	Exit	FIVE9 INC	$0	–	-4,641	–	-0.05%	–
CSTM	Exit	CONSTELLIUM SE	$0	–	-42,839	–	-0.06%	–
DHHC	Exit	DIAMONDHEAD HOLDINGS CORPcl a	$0	–	-50,000	–	-0.07%	–
	Exit	CONCORD ACQUISITION CORP III	$0	–	-50,000	–	-0.07%	–
	Exit	AMBAC FINL GROUP INCcall	$0	–	-3,841	–	-0.08%	–
PRPC	Exit	CC NEUBERGER PRINCIPAL HOLDN	$0	–	-57,400	–	-0.08%	–
	Exit	LIVEPERSON INCnote 12/1	$0	–	-1,000	–	-0.10%	–
	Exit	UPWORK INCnote 0.250% 8/1	$0	–	-1,000	–	-0.10%	–
CVII	Exit	CHURCHILL CAPITAL CORP VII	$0	–	-78,191	–	-0.11%	–
PLTK	Exit	PLAYTIKA HLDG CORP	$0	–	-97,990	–	-0.13%	–
	Exit	TALON 1 ACQUISITION CORPclass a ord	$0	–	-100,000	–	-0.14%	–
	Exit	FTAI INFRASTRUCTURE INC	$0	–	-457,896	–	-0.15%	–
KAHC	Exit	KKR ACQUISITION HOLDING I CO	$0	–	-125,000	–	-0.17%	–
SLAM	Exit	SLAM CORP	$0	–	-125,000	–	-0.18%	–
PV	Exit	PRIMAVERA CAPITAL ACQUIST CO	$0	–	-125,000	–	-0.18%	–
	Exit	FTAC ZEUS ACQUISITION COR	$0	–	-150,000	–	-0.21%	–
	Exit	HUBSPOT INCnote 0.375% 6/0	$0	–	-1,250	–	-0.21%	–
AUS	Exit	AUSTERLITZ ACQUISITION CORP	$0	–	-200,000	–	-0.28%	–
HUGS	Exit	USHG ACQUISITION CORP	$0	–	-200,000	–	-0.28%	–
SSAA	Exit	SCIENCE STRATEGIC ACQ ALPHA	$0	–	-200,000	–	-0.28%	–
WPCA	Exit	WARBURG PINCUS CAPTAL CORP I	$0	–	-200,000	–	-0.28%	–
WPCB	Exit	WARBURG PINCUS CAPTAL CORP I	$0	–	-200,000	–	-0.28%	–
	Exit	MOTIVE CAPITAL CORP IIcl a ord	$0	–	-200,000	–	-0.28%	–
IPOD	Exit	SOCIAL CAPITAL HEDOSOPHA HLD	$0	–	-200,000	–	-0.28%	–
HAAC	Exit	HEALTH ASSURN ACQUISITION CO	$0	–	-200,000	–	-0.28%	–
IPOF	Exit	SOCIAL CAPITAL HEDOSOPHA HLD	$0	–	-200,000	–	-0.28%	–
	Exit	GORES HOLDINGS IX INC	$0	–	-223,383	–	-0.31%	–
OHPA	Exit	ORION ACQUISITION CORP	$0	–	-220,000	–	-0.31%	–
	Exit	BLEUACACIA LTD	$0	–	-225,000	–	-0.32%	–
	Exit	GLOBAL TECHNOLGY ACQSTN CORPclass a ord	$0	–	-225,000	–	-0.32%	–
	Exit	JAWS HURRICANE ACQUISITN COR	$0	–	-250,000	–	-0.35%	–
	Exit	ELLIOTT OPPORTUNITY II CORP	$0	–	-250,000	–	-0.35%	–
ASZ	Exit	AUSTERLITZ ACQUISITION CORP	$0	–	-250,000	–	-0.35%	–
	Exit	ENOVIS CORPORATION	$0	–	-51,775	–	-0.35%	–
	Exit	BILL COM HLDGS INCnote 12/0	$0	–	-2,200	–	-0.35%	–
	Exit	SCREAMING EAGLE ACQUISITN CO	$0	–	-275,800	–	-0.38%	–
	Exit	CNX RES CORPnote 2.250% 5/0	$0	–	-2,044	–	-0.41%	–
TBCP	Exit	THUNDER BRIDGE CAP PRTNRS II	$0	–	-300,000	–	-0.42%	–
SPKB	Exit	SILVER SPIKE ACQUISITN CORP	$0	–	-300,000	–	-0.42%	–
HERA	Exit	FTAC HERA ACQUISITION CORP	$0	–	-300,000	–	-0.42%	–
	Exit	BOX INCnote 1/1	$0	–	-3,000	–	-0.48%	–
	Exit	ETSY INCnote 0.125%10/0	$0	–	-2,500	–	-0.49%	–
LCAA	Exit	L CATTERTON ASIA ACQUISITION	$0	–	-350,000	–	-0.49%	–
	Exit	INFINERA CORPnote 2.500% 3/0	$0	–	-4,001	–	-0.53%	–
	Exit	JATT ACQUISITION CORP	$0	–	-375,000	–	-0.53%	–
U	Exit	UNITY SOFTWARE INC	$0	–	-118,061	–	-0.55%	–
AAC	Exit	ARES ACQUISITION CORPORATION	$0	–	-400,000	–	-0.56%	–
JWSM	Exit	JAWS MUSTANG ACQUISITION COR	$0	–	-400,000	–	-0.56%	–
LMACA	Exit	LIBERTY MEDIA ACQUISITION CO	$0	–	-400,000	–	-0.56%	–
	Exit	TRAVERE THERAPEUTICS INCnote 2.250% 3/0	$0	–	-3,800	–	-0.57%	–
LBRDK	Exit	LIBERTY BROADBAND CORP	$0	–	-53,101	–	-0.58%	–
ATCO	Exit	ATLAS CORPshares	$0	–	-322,956	–	-0.64%	–
	Exit	PALO ALTO NETWORKS INCnote 0.750% 7/0	$0	–	-2,500	–	-0.67%	–
	Exit	WORLD QUANTUM GROWTH ACQUISI	$0	–	-500,000	–	-0.71%	–
	Exit	DECARBONIZATION PLUS ACQUISI	$0	–	-500,000	–	-0.71%	–
	Exit	FTAC EMERALD ACQUISITION COR	$0	–	-550,000	–	-0.76%	–
	Exit	SILICON LABORATORIES INCnote 0.625% 6/1	$0	–	-4,500	–	-0.77%	–
	Exit	PENN ENTERTAINMENT INCnote 2.750% 5/1	$0	–	-4,000	–	-0.80%	–
	Exit	PURE STORAGE INCnote 0.125% 4/1	$0	–	-5,000	–	-0.81%	–
	Exit	NATIONAL VISION HLDGS INCnote 2.500% 5/1	$0	–	-5,370	–	-0.97%	–
	Exit	LUMENTUM HLDGS INCnote 0.500%12/1	$0	–	-7,993	–	-1.08%	–
	Exit	SAREPTA THERAPEUTICS INCdebt 1.250% 9/1	$0	–	-7,500	–	-1.12%	–
FTAI	Exit	FORTRESS TRANS INFRST INVS L	$0	–	-521,103	–	-1.14%	–
	Exit	MIDDLEBY CORPnote 1.000% 9/0	$0	–	-7,000	–	-1.16%	–
	Exit	CINEMARK HLDGS INCnote 4.500% 8/1	$0	–	-7,500	–	-1.22%	–
AVAN	Exit	AVANTI ACQUISITION CORP	$0	–	-900,000	–	-1.28%	–
	Exit	MARRIOTT VACATIONS WORLDWIDEnote 1/1	$0	–	-9,761	–	-1.29%	–
	Exit	INFINERA CORPdebt 3.750% 8/0	$0	–	-10,000	–	-1.45%	–
	Exit	NATERA INCnote 2.250% 5/0	$0	–	-7,500	–	-1.49%	–
	Exit	WORKIVA INCnote 1.125% 8/1	$0	–	-8,785	–	-1.51%	–
	Exit	CARNIVAL CORPnote 5.750%10/0	$0	–	-10,000	–	-1.53%	–
	Exit	GREENBRIER COS INCnote 2.875% 4/1	$0	–	-14,500	–	-1.68%	–
	Exit	DEXCOM INCnote 0.750%12/0	$0	–	-5,951	–	-1.73%	–
AMBC	Exit	AMBAC FINL GROUP INC	$0	–	-952,957	–	-1.74%	–
	Exit	ENVISTA HOLDINGS CORPORATIONnote 2.375% 6/0	$0	–	-7,500	–	-1.81%	–
	Exit	RAPID7 INCnote 2.250% 5/0	$0	–	-12,500	–	-1.83%	–
CLR	Exit	CONTINENTAL RES INC	$0	–	-203,108	–	-1.93%	–
	Exit	INSULET CORPnote 0.375% 9/0	$0	–	-12,500	–	-2.14%	–
	Exit	ENPHASE ENERGY INCnote 3/0	$0	–	-13,500	–	-2.25%	–
CLVTPRA	Exit	CLARIVATE PLC5.25% pfd conv a	$0	–	-379,125	–	-2.27%	–
TMUS	Exit	T-MOBILE US INC	$0	–	-121,771	–	-2.33%	–
LSXMK	Exit	LIBERTY MEDIA CORP DEL	$0	–	-449,267	–	-2.42%	–
	Exit	MONGODB INCnote 0.250% 1/1	$0	–	-14,858	–	-2.54%	–
	Exit	ON SEMICONDUCTOR CORPnote 5/0	$0	–	-13,507	–	-2.60%	–
	Exit	FTI CONSULTING INCnote 2.000% 8/1	$0	–	-11,190	–	-2.63%	–
	Exit	ALTAIR ENGR INCnote 0.250% 6/0	$0	–	-17,243	–	-2.75%	–
BGCP	Exit	BGC PARTNERS INCcl a	$0	–	-7,287,564	–	-3.34%	–
	Exit	ZSCALER INCnote 0.125% 7/0	$0	–	-17,997	–	-3.35%	–
	Exit	LUMENTUM HLDGS INCnote 0.250% 3/1	$0	–	-19,409	–	-3.46%	–
FHN	Exit	FIRST HORIZON CORPORATION	$0	–	-1,105,353	–	-3.62%	–
	Exit	PALO ALTO NETWORKS INCnote 0.375% 6/0	$0	–	-15,900	–	-3.87%	–
ATVI	Exit	ACTIVISION BLIZZARD INC	$0	–	-528,282	–	-5.63%	–
	Exit	KBR INCnote 2.500%11/0	$0	–	-27,064	–	-6.81%	–

Q3 2022

			Value		Shares		↓ Weighting
	Buy	KBR INCnote 2.500%11/0	$48,060,000	-0.6%	27,064	+8.0%	6.81%	-22.4%
	Buy	PALO ALTO NETWORKS INCnote 0.375% 6/0	$27,279,000	+219.2%	15,900	+218.0%	3.87%	+149.3%
FHN	Buy	FIRST HORIZON CORPORATION	$25,539,000	+9.3%	1,105,353	+4.1%	3.62%	-14.7%
	Buy	ZSCALER INCnote 0.125% 7/0	$23,627,000	+24.6%	17,997	+16.1%	3.35%	-2.7%
	Buy	ALTAIR ENGR INCnote 0.250% 6/0	$19,397,000	+29.7%	17,243	+41.7%	2.75%	+1.3%
	New	ON SEMICONDUCTOR CORPnote 5/0	$18,340,000	–	13,507	–	2.60%	–
	New	MONGODB INCnote 0.250% 1/1	$17,946,000	–	14,858	–	2.54%	–
LSXMK	Buy	LIBERTY MEDIA CORP DEL	$17,108,000	+11.7%	449,267	+6.6%	2.42%	-12.8%
TMUS	Buy	T-MOBILE US INC	$16,464,000	+72.3%	121,771	+71.9%	2.33%	+34.6%
CLVTPRA	Buy	CLARIVATE PLC5.25% pfd conv a	$16,023,000	+15.4%	379,125	+57.3%	2.27%	-9.9%
	New	ENPHASE ENERGY INCnote 3/0	$15,896,000	–	13,500	–	2.25%	–
	Buy	INSULET CORPnote 0.375% 9/0	$15,125,000	+75.2%	12,500	+66.7%	2.14%	+36.8%
CLR	New	CONTINENTAL RES INC	$13,633,000	–	203,108	–	1.93%	–
	Buy	RAPID7 INCnote 2.250% 5/0	$12,895,000	+33.8%	12,500	+66.7%	1.83%	+4.5%
	New	ENVISTA HOLDINGS CORPORATIONnote 2.375% 6/0	$12,792,000	–	7,500	–	1.81%	–
AMBC	Sell	AMBAC FINL GROUP INC	$12,279,000	+0.5%	952,957	-14.4%	1.74%	-21.5%
	New	DEXCOM INCnote 0.750%12/0	$12,215,000	–	5,951	–	1.73%	–
	New	GREENBRIER COS INCnote 2.875% 4/1	$11,859,000	–	14,500	–	1.68%	–
	New	CARNIVAL CORPnote 5.750%10/0	$10,778,000	–	10,000	–	1.53%	–
	New	NATERA INCnote 2.250% 5/0	$10,509,000	–	7,500	–	1.49%	–
	New	INFINERA CORPdebt 3.750% 8/0	$10,246,000	–	10,000	–	1.45%	–
	New	CINEMARK HLDGS INCnote 4.500% 8/1	$8,601,000	–	7,500	–	1.22%	–
	New	MIDDLEBY CORPnote 1.000% 9/0	$8,160,000	–	7,000	–	1.16%	–
FTAI	Buy	FORTRESS TRANS INFRST INVS L	$8,061,000	-6.9%	521,103	+13.2%	1.14%	-27.3%
	New	SAREPTA THERAPEUTICS INCdebt 1.250% 9/1	$7,892,000	–	7,500	–	1.12%	–
	Sell	LUMENTUM HLDGS INCnote 0.500%12/1	$7,626,000	-33.0%	7,993	-27.3%	1.08%	-47.7%
	Buy	NATIONAL VISION HLDGS INCnote 2.500% 5/1	$6,823,000	+25.4%	5,370	+12.6%	0.97%	-2.1%
	New	PURE STORAGE INCnote 0.125% 4/1	$5,732,000	–	5,000	–	0.81%	–
	New	PENN ENTERTAINMENT INCnote 2.750% 5/1	$5,617,000	–	4,000	–	0.80%	–
	New	SILICON LABORATORIES INCnote 0.625% 6/1	$5,441,000	–	4,500	–	0.77%	–
	Sell	PALO ALTO NETWORKS INCnote 0.750% 7/0	$4,704,000	-79.1%	2,500	-79.2%	0.67%	-83.7%
ATCO	New	ATLAS CORPshares	$4,520,000	–	322,956	–	0.64%	–
	New	TRAVERE THERAPEUTICS INCnote 2.250% 3/0	$4,011,000	–	3,800	–	0.57%	–
U	New	UNITY SOFTWARE INC	$3,909,000	–	118,061	–	0.55%	–
	New	ETSY INCnote 0.125%10/0	$3,430,000	–	2,500	–	0.49%	–
	New	BOX INCnote 1/1	$3,362,000	–	3,000	–	0.48%	–
	New	CNX RES CORPnote 2.250% 5/0	$2,887,000	–	2,044	–	0.41%	–
	Buy	SCREAMING EAGLE ACQUISITN CO	$2,666,000	+3.3%	275,800	+2.5%	0.38%	-19.4%
	New	BILL COM HLDGS INCnote 12/0	$2,480,000	–	2,200	–	0.35%	–
	Sell	ENOVIS CORPORATION	$2,467,000	-62.0%	51,775	-56.2%	0.35%	-70.3%
	New	HUBSPOT INCnote 0.375% 6/0	$1,508,000	–	1,250	–	0.21%	–
	New	FTAI INFRASTRUCTURE INC	$1,076,000	–	457,896	–	0.15%	–
PLTK	New	PLAYTIKA HLDG CORP	$946,000	–	97,990	–	0.13%	–
	New	UPWORK INCnote 0.250% 8/1	$726,000	–	1,000	–	0.10%	–
	New	AMBAC FINL GROUP INCcall	$540,000	–	3,841	–	0.08%	–
FIVN	New	FIVE9 INC	$359,000	–	4,641	–	0.05%	–
	New	PLAYTIKA HLDG CORPput	$333,000	–	622	–	0.05%	–
AAWW	New	ATLAS AIR WORLDWIDE HLDGS IN	$272,000	–	2,822	–	0.04%	–
	New	CLARIVATE PLCcall	$250,000	–	5,682	–	0.04%	–
	New	WARNER BROS DISCOVERY INC	$184,000	–	15,356	–	0.03%	–
	Sell	VINTAGE WINE ESTATES INC*w exp 06/08/202	$179,000	-69.6%	415,253	-1.3%	0.02%	-76.6%
	New	ALLEGO N V*w exp 03/16/202	$13,000	–	30,000	–	0.00%	–
	Exit	ALIBABA GROUP HLDG LTDcall	$0	–	-134,783	–	-0.00%	–
PRPBWS	Exit	CC NEUBERGER PRIN HLDGS II*w exp 07/29/202	$0	–	-125,000	–	-0.01%	–
	Exit	SPDR SER TRput	$0	–	-1,600	–	-0.10%	–
	Exit	VONAGE HLDGS CORPput	$0	–	-4,394	–	-0.13%	–
HR	Exit	HEALTHCARE RLTY TR	$0	–	-67,730	–	-0.34%	–
HTA	Exit	HEALTHCARE TR AMER INCcl a new	$0	–	-146,767	–	-0.75%	–
MRVI	Exit	MARAVAI LIFESCIENCES HLDGS I	$0	–	-160,617	–	-0.81%	–
	Exit	FIVE9 INCnote 0.500% 6/0	$0	–	-4,975	–	-0.89%	–
PRPB	Exit	CC NEUBERGER PRIN HLDGS II	$0	–	-500,000	–	-0.91%	–
PSTH	Exit	PERSHING SQUARE TONTINE HLDG	$0	–	-250,000	–	-0.91%	–
	Exit	ATLAS AIR WORLDWIDE HLDGS INnote 1.875% 6/0	$0	–	-4,540	–	-0.97%	–
TWTR	Exit	TWITTER INC	$0	–	-155,427	–	-1.06%	–
	Exit	ENVESTNET INCnote 1.750% 6/0	$0	–	-6,464	–	-1.18%	–
VG	Exit	VONAGE HLDGS CORP	$0	–	-532,244	–	-1.81%	–
CHNG	Exit	CHANGE HEALTHCARE INC	$0	–	-681,461	–	-2.86%	–

Q2 2022

			Value		Shares		↓ Weighting
	New	KBR INCnote 2.500%11/0	$48,371,000	–	25,064	–	8.78%	–
ATVI	New	ACTIVISION BLIZZARD INC	$40,968,000	–	528,282	–	7.44%	–
	New	LUMENTUM HLDGS INCnote 0.250% 3/1	$27,279,000	–	19,409	–	4.95%	–
BGCP	New	BGC PARTNERS INCcl a	$24,559,000	–	7,287,564	–	4.46%	–
FHN	New	FIRST HORIZON CORPORATION	$23,369,000	–	1,061,972	–	4.24%	–
	New	PALO ALTO NETWORKS INCnote 0.750% 7/0	$22,503,000	–	12,047	–	4.08%	–
	New	FTI CONSULTING INCnote 2.000% 8/1	$19,705,000	–	11,190	–	3.58%	–
	New	ZSCALER INCnote 0.125% 7/0	$18,965,000	–	15,497	–	3.44%	–
CHNG	New	CHANGE HEALTHCARE INC	$15,728,000	–	681,461	–	2.86%	–
LSXMK	New	LIBERTY MEDIA CORP DEL	$15,318,000	–	421,585	–	2.78%	–
	New	ALTAIR ENGR INCnote 0.250% 6/0	$14,958,000	–	12,170	–	2.72%	–
CLVTPRA	New	CLARIVATE PLC5.25% pfd conv a	$13,885,000	–	241,000	–	2.52%	–
AMBC	New	AMBAC FINL GROUP INC	$12,218,000	–	1,112,712	–	2.22%	–
	New	LUMENTUM HLDGS INCnote 0.500%12/1	$11,385,000	–	10,999	–	2.07%	–
VG	New	VONAGE HLDGS CORP	$9,974,000	–	532,244	–	1.81%	–
	New	RAPID7 INCnote 2.250% 5/0	$9,634,000	–	7,500	–	1.75%	–
	New	WORKIVA INCnote 1.125% 8/1	$9,581,000	–	8,785	–	1.74%	–
TMUS	New	T-MOBILE US INC	$9,554,000	–	70,820	–	1.73%	–
	New	MARRIOTT VACATIONS WORLDWIDEnote 1/1	$8,932,000	–	9,761	–	1.62%	–
AVAN	New	AVANTI ACQUISITION CORP	$8,919,000	–	900,000	–	1.62%	–
FTAI	New	FORTRESS TRANS INFRST INVS L	$8,660,000	–	460,265	–	1.57%	–
	New	INSULET CORPnote 0.375% 9/0	$8,631,000	–	7,500	–	1.57%	–
	New	PALO ALTO NETWORKS INCnote 0.375% 6/0	$8,546,000	–	5,000	–	1.55%	–
	New	ENVESTNET INCnote 1.750% 6/0	$6,518,000	–	6,464	–	1.18%	–
	New	ENOVIS CORPORATION	$6,499,000	–	118,172	–	1.18%	–
LBRDK	New	LIBERTY BROADBAND CORPliberty broadband corp	$6,125,000	–	53,101	–	1.11%	–
TWTR	New	TWITTER INC	$5,836,000	–	155,427	–	1.06%	–
	New	NATIONAL VISION HLDGS INCnote 2.500% 5/1	$5,441,000	–	4,771	–	0.99%	–
	New	FTAC EMERALD ACQUISITION COR	$5,396,000	–	550,000	–	0.98%	–
	New	ATLAS AIR WORLDWIDE HLDGS INnote 1.875% 6/0	$5,326,000	–	4,540	–	0.97%	–
PRPB	New	CC NEUBERGER PRIN HLDGS II	$4,988,000	–	500,000	–	0.91%	–
PSTH	New	PERSHING SQUARE TONTINE HLDG	$4,993,000	–	250,000	–	0.91%	–
	New	DECARBONIZATION PLUS ACQUISI	$4,958,000	–	500,000	–	0.90%	–
	New	WORLD QUANTUM GROWTH ACQUISI	$4,960,000	–	500,000	–	0.90%	–
	New	FIVE9 INCnote 0.500% 6/0	$4,906,000	–	4,975	–	0.89%	–
MRVI	New	MARAVAI LIFESCIENCES HLDGS I	$4,459,000	–	160,617	–	0.81%	–
HTA	New	HEALTHCARE TR AMER INCcl a new	$4,152,000	–	146,767	–	0.75%	–
	New	INFINERA CORPnote 2.500% 3/0	$4,013,000	–	4,001	–	0.73%	–
JWSM	New	JAWS MUSTANG ACQUISITION COR	$3,936,000	–	400,000	–	0.72%	–
AAC	New	ARES ACQUISITION CORPORATION	$3,936,000	–	400,000	–	0.72%	–
LMACA	New	LIBERTY MEDIA ACQUISITION CO	$3,932,000	–	400,000	–	0.71%	–
	New	JATT ACQUISITION CORP	$3,731,000	–	375,000	–	0.68%	–
LCAA	New	L CATTERTON ASIA ACQUISITION	$3,444,000	–	350,000	–	0.62%	–
TBCP	New	THUNDER BRIDGE CAP PRTNRS II	$2,952,000	–	300,000	–	0.54%	–
HERA	New	FTAC HERA ACQUISITION CORP	$2,942,000	–	300,000	–	0.53%	–
SPKB	New	SILVER SPIKE ACQUISITN CORP	$2,940,000	–	300,000	–	0.53%	–
	New	SCREAMING EAGLE ACQUISITN CO	$2,582,000	–	269,000	–	0.47%	–
ASZ	New	AUSTERLITZ ACQUISITION CORP	$2,438,000	–	250,000	–	0.44%	–
	New	ELLIOTT OPPORTUNITY II CORP	$2,435,000	–	250,000	–	0.44%	–
	New	JAWS HURRICANE ACQUISITN COR	$2,428,000	–	250,000	–	0.44%	–
	New	GLOBAL TECHNOLGY ACQSTN CORPclass a ord	$2,243,000	–	225,000	–	0.41%	–
	New	BLEUACACIA LTD	$2,189,000	–	225,000	–	0.40%	–
	New	GORES HOLDINGS IX INC	$2,153,000	–	223,383	–	0.39%	–
OHPA	New	ORION ACQUISITION CORP	$2,154,000	–	220,000	–	0.39%	–
IPOF	New	SOCIAL CAPITAL HEDOSOPHA HLD	$1,989,000	–	200,000	–	0.36%	–
IPOD	New	SOCIAL CAPITAL HEDOSOPHA HLD	$1,987,000	–	200,000	–	0.36%	–
HAAC	New	HEALTH ASSURN ACQUISITION CO	$1,978,000	–	200,000	–	0.36%	–
	New	MOTIVE CAPITAL CORP IIcl a ord	$1,976,000	–	200,000	–	0.36%	–
HUGS	New	USHG ACQUISITION CORP	$1,962,000	–	200,000	–	0.36%	–
SSAA	New	SCIENCE STRATEGIC ACQ ALPHA	$1,960,000	–	200,000	–	0.36%	–
WPCA	New	WARBURG PINCUS CAPTAL CORP I	$1,962,000	–	200,000	–	0.36%	–
WPCB	New	WARBURG PINCUS CAPTAL CORP I	$1,962,000	–	200,000	–	0.36%	–
AUS	New	AUSTERLITZ ACQUISITION CORP	$1,952,000	–	200,000	–	0.35%	–
HR	New	HEALTHCARE RLTY TR	$1,869,000	–	67,730	–	0.34%	–
	New	FTAC ZEUS ACQUISITION COR	$1,484,000	–	150,000	–	0.27%	–
SLAM	New	SLAM CORP	$1,226,000	–	125,000	–	0.22%	–
PV	New	PRIMAVERA CAPITAL ACQUIST CO	$1,230,000	–	125,000	–	0.22%	–
KAHC	New	KKR ACQUISITION HOLDING I CO	$1,224,000	–	125,000	–	0.22%	–
	New	TALON 1 ACQUISITION CORPclass a ord	$1,007,000	–	100,000	–	0.18%	–
CVII	New	CHURCHILL CAPITAL CORP VII	$765,000	–	78,191	–	0.14%	–
	New	LIVEPERSON INCnote 12/1	$735,000	–	1,000	–	0.13%	–
	New	VONAGE HLDGS CORPput	$692,000	–	4,394	–	0.13%	–
	New	VINTAGE WINE ESTATES INC*w exp 06/08/202	$589,000	–	420,900	–	0.11%	–
	New	SPDR SER TRput	$575,000	–	1,600	–	0.10%	–
PRPC	New	CC NEUBERGER PRINCIPAL HOLDN	$565,000	–	57,400	–	0.10%	–
CSTM	New	CONSTELLIUM SE	$562,000	–	42,839	–	0.10%	–
	New	CONCORD ACQUISITION CORP III	$497,000	–	50,000	–	0.09%	–
DHHC	New	DIAMONDHEAD HOLDINGS CORPcl a	$491,000	–	50,000	–	0.09%	–
	New	FINTECH ACQUISITION CORP VI	$247,000	–	25,000	–	0.04%	–
FTAA	New	FTAC ATHENA ACQUISITION CORP	$245,000	–	25,000	–	0.04%	–
	New	BULLPEN PARLAY ACQUISITION C	$226,000	–	22,814	–	0.04%	–
GTPB	New	GORES TECHNOLOGY PARTNERS II	$219,000	–	22,320	–	0.04%	–
TSIB	New	TISHMAN SPEYER INNOVATION CO	$196,000	–	20,000	–	0.04%	–
SVFB	New	SVF INVESTMENT CORP 2	$196,000	–	20,000	–	0.04%	–
GTPA	New	GORES TECHNOLOGY PARTNERS IN	$199,000	–	20,300	–	0.04%	–
	New	GORES HOLDINGS IX INCunit 01/14/2029	$126,000	–	12,764	–	0.02%	–
	New	BLACKSKY TECHNOLOGY INC*w exp 10/30/202	$95,000	–	265,081	–	0.02%	–
	New	VERTICAL AEROSPACE LTD*w exp 09/15/202	$92,000	–	240,000	–	0.02%	–
	New	JOBY AVIATION INC*w exp 08/10/202	$79,000	–	75,000	–	0.01%	–
ORGNW	New	ORIGIN MATERIALS INC*w exp 06/25/202	$74,000	–	76,667	–	0.01%	–
	New	ALVOTECH*w exp 06/15/202	$64,000	–	62,500	–	0.01%	–
	New	DECARBONIZATION PLUS ACQUISI*w exp 07/15/202	$65,000	–	249,999	–	0.01%	–
PRPBWS	New	CC NEUBERGER PRIN HLDGS II*w exp 07/29/202	$58,000	–	125,000	–	0.01%	–
	New	SOLID POWER INC*w exp 12/08/202	$50,000	–	45,387	–	0.01%	–
	New	WORLD QUANTUM GROWTH ACQUISI*w exp 08/04/202	$42,000	–	249,999	–	0.01%	–
	New	FTAC EMERALD ACQUISITION COR*w exp 10/19/202	$44,000	–	275,000	–	0.01%	–
AVANWS	New	AVANTI ACQUISITION CORP*w exp 99/99/999	$45,000	–	500,000	–	0.01%	–
	New	GORES HOLDINGS IX INC*w exp 01/14/202	$37,000	–	74,461	–	0.01%	–
	New	SYSTEM1 INC*w exp 99/99/999	$40,000	–	56,666	–	0.01%	–
IPOFWS	New	SOCIAL CAPITAL HEDOSOPHA HLD*w exp 09/26/202	$34,000	–	75,000	–	0.01%	–
	New	JATT ACQUISITION CORP*w exp 07/19/202	$32,000	–	187,500	–	0.01%	–
	New	SCREAMING EAGLE ACQUISITN CO*w exp 01/05/202	$32,000	–	83,333	–	0.01%	–
SKILWS	New	SKILLSOFT CORP*w exp 06/11/202	$32,000	–	58,207	–	0.01%	–
	New	BLEUACACIA LTDright 10/30/2026	$26,000	–	225,000	–	0.01%	–
JWSMWS	New	JAWS MUSTANG ACQUISITION COR*w exp 01/30/202	$30,000	–	100,000	–	0.01%	–
	New	ELLIOTT OPPORTUNITY II CORP*w exp 03/02/202	$23,000	–	62,500	–	0.00%	–
IPODWS	New	SOCIAL CAPITAL HEDOSOPHA HLD*w exp 09/26/202	$24,000	–	50,000	–	0.00%	–
	New	JAWS HURRICANE ACQUISITN COR*w exp 03/26/202	$24,000	–	62,500	–	0.00%	–
HERAW	New	FTAC HERA ACQUISITION CORP*w exp 02/28/202	$18,000	–	75,000	–	0.00%	–
AACWS	New	ARES ACQUISITION CORPORATION*w exp 99/99/999	$18,000	–	80,000	–	0.00%	–
AUSWS	New	AUSTERLITZ ACQUISITION CORP*w exp 02/19/202	$14,000	–	50,000	–	0.00%	–
	New	GLOBAL TECHNOLGY ACQSTN CORP*w exp 10/19/202	$14,000	–	112,500	–	0.00%	–
TBCPW	New	THUNDER BRIDGE CAP PRTNRS II*w exp 02/01/202	$14,000	–	60,000	–	0.00%	–
	New	MOTIVE CAPITAL CORP II*w exp 99/99/999	$17,000	–	66,666	–	0.00%	–
KAHCWS	New	KKR ACQUISITION HOLDING I CO*w exp 03/17/202	$11,000	–	31,250	–	0.00%	–
PVWS	New	PRIMAVERA CAPITAL ACQUIST CO*w exp 01/19/202	$11,000	–	62,500	–	0.00%	–
HAACW	New	HEALTH ASSURN ACQUISITION CO*w exp 11/12/202	$9,000	–	50,000	–	0.00%	–
LCAAW	New	L CATTERTON ASIA ACQUISITION*w exp 03/08/202	$12,000	–	116,666	–	0.00%	–
	New	FATHOM DIGITAL MFG CORP*w exp 12/22/202	$9,000	–	25,000	–	0.00%	–
	New	FTAC ZEUS ACQUISITION COR*w exp 04/15/202	$12,000	–	75,000	–	0.00%	–
ASZWS	New	AUSTERLITZ ACQUISITION CORP*w exp 02/19/202	$11,000	–	62,500	–	0.00%	–
	New	BLEUACACIA LTD*w exp 10/30/202	$11,000	–	112,500	–	0.00%	–
WPCBWS	New	WARBURG PINCUS CAPTAL CORP I*w exp 99/99/999	$11,000	–	40,000	–	0.00%	–
WPCAWS	New	WARBURG PINCUS CAPTAL CORP I*w exp 99/99/999	$12,000	–	40,000	–	0.00%	–
	New	ALIBABA GROUP HLDG LTDcall	$8,000	–	134,783	–	0.00%	–
CVIIWS	New	CHURCHILL CAPITAL CORP VII*w exp 02/29/202	$5,000	–	15,638	–	0.00%	–
	New	CONCORD ACQUISITION CORP III*w exp 99/99/999	$5,000	–	25,000	–	0.00%	–
PRPCWS	New	CC NEUBERGER PRINCIPAL HOLDN*w exp 99/99/999	$3,000	–	11,480	–	0.00%	–
OHPAW	New	ORION ACQUISITION CORP*w exp 02/19/202	$8,000	–	55,000	–	0.00%	–
SSAAW	New	SCIENCE STRATEGIC ACQ ALPHA*w exp 01/20/202	$6,000	–	66,666	–	0.00%	–
SPKBW	New	SILVER SPIKE ACQUISITN CORP*w exp 02/26/202	$5,000	–	75,000	–	0.00%	–
	New	TALON 1 ACQUISITION CORP*w exp 07/30/202	$8,000	–	50,000	–	0.00%	–
SLAMW	New	SLAM CORP*w exp 02/23/202	$8,000	–	31,250	–	0.00%	–
	New	BULLPEN PARLAY ACQUISITION C*w exp 12/03/202	$1,000	–	10,000	–	0.00%	–
DHHCW	New	DIAMONDHEAD HOLDINGS CORP*w exp 01/28/202	$1,000	–	12,500	–	0.00%	–

Q4 2021

			Value		Shares		↓ Weighting
PRPCWS	Exit	CC NEUBERGER PRINCIPAL HOLDN*w exp 99/99/999	$0	–	-11,480	–	-0.00%	–
SNIIWS	Exit	SUPERNOVA PARTNERS ACQUISTN*w exp 99/99/999	$0	–	-15,387	–	-0.00%	–
CVIIWS	Exit	CHURCHILL CAPITAL CORP VII*w exp 02/29/202	$0	–	-15,638	–	-0.00%	–
DHHCW	Exit	DIAMONDHEAD HOLDINGS CORP*w exp 01/28/202	$0	–	-12,500	–	-0.00%	–
SLAMW	Exit	SLAM CORP*w exp 02/23/202	$0	–	-31,250	–	-0.00%	–
	Exit	BENSON HILL INC*w exp 99/99/999	$0	–	-20,000	–	-0.00%	–
GMIIW	Exit	GORES METROPOULOS II INC*w exp 01/31/202	$0	–	-12,500	–	-0.00%	–
ATMRWS	Exit	ALTIMAR ACQUISITION CORP II*w exp 02/09/202	$0	–	-25,000	–	-0.00%	–
WPCBWS	Exit	WARBURG PINCUS CAPTAL CORP I*w exp 99/99/999	$0	–	-40,000	–	-0.00%	–
OHPAW	Exit	ORION ACQUISITION CORP*w exp 02/19/202	$0	–	-55,000	–	-0.00%	–
MRACW	Exit	MARQUEE RAINE ACQUISITION CO*w exp 12/01/202	$0	–	-22,866	–	-0.00%	–
KAHCWS	Exit	KKR ACQUISITION HOLDING I CO*w exp 99/99/999	$0	–	-31,250	–	-0.00%	–
SSAAW	Exit	SCIENCE STRATEGIC ACQ ALPHA*w exp 01/20/202	$0	–	-66,666	–	-0.00%	–
WPCAWS	Exit	WARBURG PINCUS CAPTAL CORP I*w exp 99/99/999	$0	–	-40,000	–	-0.00%	–
PVWS	Exit	PRIMAVERA CAPITAL ACQUIST CO*w exp 01/19/202	$0	–	-62,500	–	-0.00%	–
HAACW	Exit	HEALTH ASSURN ACQUISITION CO*w exp 11/12/202	$0	–	-50,000	–	-0.00%	–
TBCPW	Exit	THUNDER BRIDGE CAP PRTNRS II*w exp 02/15/202	$0	–	-60,000	–	-0.00%	–
DCRNW	Exit	DECARBONIZATION PLUS ACQU II*w exp 01/19/202	$0	–	-45,455	–	-0.01%	–
SPAQWS	Exit	SPARTAN ACQUISITION CORP III*w exp 02/04/202	$0	–	-50,000	–	-0.01%	–
OACBWS	Exit	OAKTREE ACQUISITION CORP II*w exp 09/15/202	$0	–	-62,500	–	-0.01%	–
	Exit	ELLIOTT OPPORTUNITY II CORP*w exp 03/02/202	$0	–	-62,500	–	-0.01%	–
	Exit	JAWS HURRICANE ACQUISITN COR*w exp 03/26/202	$0	–	-62,500	–	-0.01%	–
ASZWS	Exit	AUSTERLITZ ACQUISITION CORP*w exp 02/19/202	$0	–	-62,500	–	-0.01%	–
AACWS	Exit	ARES ACQUISITION CORPORATION*w exp 99/99/999	$0	–	-80,000	–	-0.01%	–
HERAW	Exit	FTAC HERA ACQUISITION CORP*w exp 02/28/202	$0	–	-75,000	–	-0.01%	–
LCAAW	Exit	L CATTERTON ASIA ACQUISITION*w exp 03/08/202	$0	–	-116,666	–	-0.01%	–
SPKBW	Exit	SILVER SPIKE ACQUISITN CORP*w exp 02/26/202	$0	–	-75,000	–	-0.01%	–
AUSWS	Exit	AUSTERLITZ ACQUISITION CORP*w exp 02/19/202	$0	–	-50,000	–	-0.01%	–
IPODWS	Exit	SOCIAL CAPITAL HEDOSOPHA HLD*w exp 09/26/202	$0	–	-50,000	–	-0.01%	–
INDIW	Exit	INDIE SEMICONDUCTOR INC*w exp 06/15/202	$0	–	-30,338	–	-0.01%	–
JWSMWS	Exit	JAWS MUSTANG ACQUISITION COR*w exp 01/30/202	$0	–	-100,000	–	-0.01%	–
	Exit	JATT ACQUISITION CORP*w exp 07/19/202	$0	–	-187,500	–	-0.01%	–
PRPBWS	Exit	CC NEUBERGER PRIN HLDGS II*w exp 07/29/202	$0	–	-125,000	–	-0.01%	–
IPOFWS	Exit	SOCIAL CAPITAL HEDOSOPHA HLD*w exp 09/26/202	$0	–	-75,000	–	-0.01%	–
TREBWS	Exit	TREBIA ACQUISITION CORP*w exp 99/99/999	$0	–	-116,666	–	-0.01%	–
SVFC	Exit	SVF INVESTMENT CORP 3	$0	–	-20,000	–	-0.02%	–
TSIB	Exit	TISHMAN SPEYER INNOVATION CO	$0	–	-20,000	–	-0.02%	–
SVFB	Exit	SVF INVESTMENT CORP 2	$0	–	-20,000	–	-0.02%	–
BLDEW	Exit	BLADE AIR MOBILITY INC*w exp 09/01/202	$0	–	-76,852	–	-0.02%	–
	Exit	FINTECH ACQUISITION CORP VI	$0	–	-25,000	–	-0.02%	–
FTAA	Exit	FTAC ATHENA ACQUISITION CORP	$0	–	-25,000	–	-0.02%	–
ORGNW	Exit	ORIGIN MATERIALS INC*w exp 06/24/202	$0	–	-166,667	–	-0.02%	–
	Exit	JOBY AVIATION INC*w exp 08/10/202	$0	–	-125,000	–	-0.02%	–
	Exit	AMERICAN AIRLS GROUP INCput	$0	–	-5,000	–	-0.03%	–
AVANWS	Exit	AVANTI ACQUISITION CORP*w exp 99/99/999	$0	–	-500,000	–	-0.03%	–
DCRCW	Exit	DECARBONIZATION PLUS ACQU II*w exp 03/19/202	$0	–	-200,000	–	-0.04%	–
ALUSWS	Exit	ALUSSA ENERGY ACQUISITION CO*w exp 10/31/202	$0	–	-160,290	–	-0.04%	–
	Exit	ALIBABA GROUP HLDG LTDcall	$0	–	-1,743	–	-0.04%	–
DHHC	Exit	DIAMONDHEAD HOLDINGS CORPcl a	$0	–	-50,000	–	-0.04%	–
BSNWS	Exit	BROADSTONE ACQUISITION CORP*w exp 09/15/202	$0	–	-458,850	–	-0.04%	–
PRPC	Exit	CC NEUBERGER PRINCIPAL HOLDN	$0	–	-57,400	–	-0.05%	–
ALITWS	Exit	ALIGHT INC*w exp 05/26/202	$0	–	-188,100	–	-0.05%	–
SNII	Exit	SUPERNOVA PARTNERS ACQUISTN	$0	–	-61,550	–	-0.05%	–
	Exit	BLACKSKY TECHNOLOGY INC*w exp 10/30/202	$0	–	-371,479	–	-0.05%	–
GMII	Exit	GORES METROPOULOS II INCcl a	$0	–	-62,500	–	-0.05%	–
CVII	Exit	CHURCHILL CAPITAL CORP VII	$0	–	-78,191	–	-0.06%	–
MRAC	Exit	MARQUEE RAINE ACQUISITION CO	$0	–	-91,269	–	-0.08%	–
ATMR	Exit	ALTIMAR ACQUISITION CORP II	$0	–	-100,000	–	-0.08%	–
SLAM	Exit	SLAM CORP	$0	–	-125,000	–	-0.10%	–
PV	Exit	PRIMAVERA CAPITAL ACQUIST CO	$0	–	-125,000	–	-0.10%	–
KAHC	Exit	KKR ACQUISITION HOLDING I CO	$0	–	-125,000	–	-0.10%	–
DCRN	Exit	DECARBONIZATION PLUS ACQU II	$0	–	-136,365	–	-0.11%	–
FIVN	Exit	FIVE9 INC	$0	–	-11,584	–	-0.16%	–
SSAA	Exit	SCIENCE STRATEGIC ACQ ALPHA	$0	–	-200,000	–	-0.16%	–
WPCB	Exit	WARBURG PINCUS CAPTAL CORP I	$0	–	-200,000	–	-0.16%	–
HAAC	Exit	HEALTH ASSURN ACQUISITION CO	$0	–	-200,000	–	-0.16%	–
WPCA	Exit	WARBURG PINCUS CAPTAL CORP I	$0	–	-200,000	–	-0.17%	–
SPAQ	Exit	SPARTAN ACQUISITION CORP III	$0	–	-200,000	–	-0.17%	–
AUS	Exit	AUSTERLITZ ACQUISITION CORP	$0	–	-200,000	–	-0.17%	–
IPOD	Exit	SOCIAL CAPITAL HEDOSOPHA HLD	$0	–	-200,000	–	-0.17%	–
IPOF	Exit	SOCIAL CAPITAL HEDOSOPHA HLD	$0	–	-200,000	–	-0.17%	–
LMACA	Exit	LIBERTY MEDIA ACQUISITION CO	$0	–	-203,249	–	-0.17%	–
OHPA	Exit	ORION ACQUISITION CORP	$0	–	-220,000	–	-0.18%	–
ASZ	Exit	AUSTERLITZ ACQUISITION CORP	$0	–	-250,000	–	-0.21%	–
	Exit	JAWS HURRICANE ACQUISITN COR	$0	–	-250,000	–	-0.21%	–
	Exit	ELLIOTT OPPORTUNITY II CORP	$0	–	-250,000	–	-0.21%	–
OACB	Exit	OAKTREE ACQUISITION CORP II	$0	–	-250,000	–	-0.21%	–
HERA	Exit	FTAC HERA ACQUISITION CORP	$0	–	-300,000	–	-0.25%	–
TBCP	Exit	THUNDER BRIDGE CAP PRTNRS II	$0	–	-300,000	–	-0.25%	–
	Exit	AKAMAI TECHNOLOGIES INCnote 0.375% 9/0	$0	–	-2,688	–	-0.25%	–
SPKB	Exit	SILVER SPIKE ACQUISITN CORP	$0	–	-300,000	–	-0.25%	–
	Exit	AKAMAI TECHNOLOGIES INCnote 0.125% 5/0	$0	–	-2,742	–	-0.28%	–
LCAA	Exit	L CATTERTON ASIA ACQUISITION	$0	–	-350,000	–	-0.29%	–
TREB	Exit	TREBIA ACQUISITION CORP	$0	–	-350,000	–	-0.29%	–
DCRC	Exit	DECARBONIZATION PLUS ACQU II	$0	–	-349,900	–	-0.30%	–
	Exit	JATT ACQUISITION CORP	$0	–	-375,000	–	-0.31%	–
	Exit	BRIDGEBIO PHARMA INCnote 2.500% 3/1	$0	–	-2,742	–	-0.32%	–
AAC	Exit	ARES ACQUISITION CORPORATION	$0	–	-400,000	–	-0.33%	–
JWSM	Exit	JAWS MUSTANG ACQUISITION COR	$0	–	-400,000	–	-0.33%	–
PSTH	Exit	PERSHING SQUARE TONTINE HLDG	$0	–	-200,000	–	-0.33%	–
PPC	Exit	PILGRIMS PRIDE CORP	$0	–	-139,051	–	-0.34%	–
	Exit	NATIONAL VISION HLDGS INCnote 2.500% 5/1	$0	–	-2,285	–	-0.37%	–
PRPB	Exit	CC NEUBERGER PRIN HLDGS II	$0	–	-500,000	–	-0.41%	–
	Exit	INTEGRA LIFESCIENCES HLDGS Cnote 0.500% 8/1	$0	–	-4,525	–	-0.42%	–
	Exit	WORLD QUANTUM GROWTH ACQUISIunit 99/99/9999	$0	–	-500,000	–	-0.42%	–
	Exit	EXACT SCIENCES CORPnote 0.375% 3/1	$0	–	-5,713	–	-0.55%	–
BSIG	Exit	BRIGHTSPHERE INVT GROUP INC	$0	–	-273,796	–	-0.60%	–
	Exit	ATLAS AIR WORLDWIDE HLDGS INnote 1.875% 6/0	$0	–	-5,423	–	-0.67%	–
	Exit	WINNEBAGO INDS INCnote 1.500% 4/0	$0	–	-6,170	–	-0.69%	–
	Exit	TWITTER INCnote 0.250% 6/1	$0	–	-6,814	–	-0.73%	–
	Exit	INSULET CORPnote 0.375% 9/0	$0	–	-6,171	–	-0.73%	–
AVAN	Exit	AVANTI ACQUISITION CORP	$0	–	-900,000	–	-0.74%	–
BSN	Exit	BROADSTONE ACQUISITION CORP	$0	–	-917,700	–	-0.77%	–
	Exit	LIVE NATION ENTERTAINMENT INnote 2.500% 3/1	$0	–	-6,377	–	-0.78%	–
	Exit	PEGASYSTEMS INCnote 0.750% 3/0	$0	–	-8,189	–	-0.78%	–
	Exit	FIVE9 INCnote 0.500% 6/0	$0	–	-7,261	–	-0.83%	–
	Exit	SOUTHWEST AIRLS COnote 1.250% 5/0	$0	–	-6,824	–	-0.86%	–
	Exit	ENVESTNET INCnote 1.750% 6/0	$0	–	-8,227	–	-0.88%	–
LSXMK	Exit	LIBERTY MEDIA CORP DEL	$0	–	-234,018	–	-0.94%	–
	Exit	OKTA INCnote 0.375% 6/1	$0	–	-9,109	–	-0.95%	–
	Exit	JACKSON FINANCIAL INC	$0	–	-441,489	–	-0.97%	–
	Exit	COUPA SOFTWARE INCnote 0.125% 6/1	$0	–	-7,771	–	-0.99%	–
	Exit	2U INCnote 2.250% 5/0	$0	–	-8,685	–	-1.03%	–
	Exit	CINEMARK HLDGS INCnote 4.500% 8/1	$0	–	-7,710	–	-1.04%	–
	Exit	LIBERTY MEDIA CORP DELnote 1.000% 1/3	$0	–	-9,142	–	-1.10%	–
	Exit	CHEGG INCnote 0.125% 3/1	$0	–	-9,142	–	-1.11%	–
	Exit	SEA LTDnote 0.250% 9/1	$0	–	-13,255	–	-1.14%	–
INFO	Exit	IHS MARKIT LTD	$0	–	-136,028	–	-1.34%	–
	Exit	LUMENTUM HLDGS INCnote 0.250% 3/1	$0	–	-11,141	–	-1.38%	–
	Exit	ZENDESK INCnote 0.625% 6/1	$0	–	-13,712	–	-1.47%	–
AMBC	Exit	AMBAC FINL GROUP INC	$0	–	-1,217,906	–	-1.47%	–
	Exit	ALTAIR ENGR INCnote 0.250% 6/0	$0	–	-11,427	–	-1.50%	–
CSTM	Exit	CONSTELLIUM SE	$0	–	-990,522	–	-1.57%	–
	Exit	FTI CONSULTING INCnote 2.000% 8/1	$0	–	-13,713	–	-1.62%	–
NUAN	Exit	NUANCE COMMUNICATIONS INC	$0	–	-385,412	–	-1.79%	–
	Exit	DATADOG INCnote 0.125% 6/1	$0	–	-13,030	–	-1.82%	–
LBRDK	Exit	LIBERTY BROADBAND CORP	$0	–	-124,794	–	-1.82%	–
	Exit	PALO ALTO NETWORKS INCnote 0.750% 7/0	$0	–	-12,798	–	-1.97%	–
XLNX	Exit	XILINX INC	$0	–	-158,209	–	-2.02%	–
BGCP	Exit	BGC PARTNERS INCcl a	$0	–	-5,236,279	–	-2.30%	–
MRK	Exit	MERCK & CO INC	$0	–	-399,026	–	-2.53%	–
	Exit	ZSCALER INCnote 0.125% 7/0	$0	–	-16,689	–	-2.57%	–
LH	Exit	LABORATORY CORP AMER HLDGS	$0	–	-116,059	–	-2.76%	–
	Exit	SQUARE INCnote 0.125% 3/0	$0	–	-18,283	–	-3.13%	–
	Exit	KBR INCnote 2.500%11/0	$0	–	-27,007	–	-3.70%	–
KSU	Exit	KANSAS CITY SOUTHERN	$0	–	-190,209	–	-4.35%	–
BABA	Exit	ALIBABA GROUP HLDG LTDsponsored ads	$0	–	-609,268	–	-7.60%	–
	Exit	ALIBABA GROUP HLDG LTDput	$0	–	-12,972	–	-9.46%	–
	Exit	SILICON LABORATORIES INCnote 0.625% 6/1	$0	–	-11,976	–	-13.04%	–

Q3 2021

			Value		Shares		↓ Weighting
	New	SILICON LABORATORIES INCnote 0.625% 6/1	$154,413,000	–	11,976	–	13.04%	–
	New	ALIBABA GROUP HLDG LTDput	$112,038,000	–	12,972	–	9.46%	–
BABA	Sell	ALIBABA GROUP HLDG LTDsponsored ads	$90,041,000	-60.9%	609,268	-39.7%	7.60%	-65.2%
KSU	Sell	KANSAS CITY SOUTHERN	$51,478,000	-21.6%	190,209	-18.1%	4.35%	-30.3%
	New	KBR INCnote 2.500%11/0	$43,870,000	–	27,007	–	3.70%	–
	New	SQUARE INCnote 0.125% 3/0	$37,109,000	–	18,283	–	3.13%	–
	New	ZSCALER INCnote 0.125% 7/0	$30,479,000	–	16,689	–	2.57%	–
MRK	Buy	MERCK & CO INC	$29,971,000	+3.8%	399,026	+7.6%	2.53%	-7.7%
BGCP	New	BGC PARTNERS INCcl a	$27,281,000	–	5,236,279	–	2.30%	–
	New	PALO ALTO NETWORKS INCnote 0.750% 7/0	$23,302,000	–	12,798	–	1.97%	–
	New	DATADOG INCnote 0.125% 6/1	$21,522,000	–	13,030	–	1.82%	–
NUAN	Sell	NUANCE COMMUNICATIONS INC	$21,213,000	-5.6%	385,412	-6.6%	1.79%	-16.0%
	New	FTI CONSULTING INCnote 2.000% 8/1	$19,241,000	–	13,713	–	1.62%	–
CSTM	Sell	CONSTELLIUM SE	$18,602,000	-64.9%	990,522	-65.0%	1.57%	-68.8%
	New	ALTAIR ENGR INCnote 0.250% 6/0	$17,735,000	–	11,427	–	1.50%	–
AMBC	Buy	AMBAC FINL GROUP INC	$17,440,000	+11.3%	1,217,906	+21.8%	1.47%	-1.0%
	New	ZENDESK INCnote 0.625% 6/1	$17,441,000	–	13,712	–	1.47%	–
	New	LUMENTUM HLDGS INCnote 0.250% 3/1	$16,403,000	–	11,141	–	1.38%	–
INFO	New	IHS MARKIT LTD	$15,864,000	–	136,028	–	1.34%	–
	New	SEA LTDnote 0.250% 9/1	$13,442,000	–	13,255	–	1.14%	–
	New	CHEGG INCnote 0.125% 3/1	$13,188,000	–	9,142	–	1.11%	–
	New	LIBERTY MEDIA CORP DELnote 1.000% 1/3	$13,029,000	–	9,142	–	1.10%	–
	New	CINEMARK HLDGS INCnote 4.500% 8/1	$12,353,000	–	7,710	–	1.04%	–
	New	2U INCnote 2.250% 5/0	$12,201,000	–	8,685	–	1.03%	–
	New	COUPA SOFTWARE INCnote 0.125% 6/1	$11,744,000	–	7,771	–	0.99%	–
	New	JACKSON FINANCIAL INC	$11,479,000	–	441,489	–	0.97%	–
	New	OKTA INCnote 0.375% 6/1	$11,207,000	–	9,109	–	0.95%	–
	New	ENVESTNET INCnote 1.750% 6/0	$10,487,000	–	8,227	–	0.88%	–
	New	SOUTHWEST AIRLS COnote 1.250% 5/0	$10,235,000	–	6,824	–	0.86%	–
	New	FIVE9 INCnote 0.500% 6/0	$9,791,000	–	7,261	–	0.83%	–
	New	PEGASYSTEMS INCnote 0.750% 3/0	$9,254,000	–	8,189	–	0.78%	–
	New	LIVE NATION ENTERTAINMENT INnote 2.500% 3/1	$9,240,000	–	6,377	–	0.78%	–
	New	INSULET CORPnote 0.375% 9/0	$8,620,000	–	6,171	–	0.73%	–
	New	TWITTER INCnote 0.250% 6/1	$8,596,000	–	6,814	–	0.73%	–
	New	WINNEBAGO INDS INCnote 1.500% 4/0	$8,200,000	–	6,170	–	0.69%	–
	New	ATLAS AIR WORLDWIDE HLDGS INnote 1.875% 6/0	$7,931,000	–	5,423	–	0.67%	–
BSIG	New	BRIGHTSPHERE INVT GROUP INC	$7,154,000	–	273,796	–	0.60%	–
	New	EXACT SCIENCES CORPnote 0.375% 3/1	$6,493,000	–	5,713	–	0.55%	–
	New	WORLD QUANTUM GROWTH ACQUISIunit 99/99/9999	$5,025,000	–	500,000	–	0.42%	–
	New	INTEGRA LIFESCIENCES HLDGS Cnote 0.500% 8/1	$5,004,000	–	4,525	–	0.42%	–
	New	NATIONAL VISION HLDGS INCnote 2.500% 5/1	$4,433,000	–	2,285	–	0.37%	–
PPC	New	PILGRIMS PRIDE CORP	$4,044,000	–	139,051	–	0.34%	–
PSTH	New	PERSHING SQUARE TONTINE HLDG	$3,940,000	–	200,000	–	0.33%	–
	New	BRIDGEBIO PHARMA INCnote 2.500% 3/1	$3,791,000	–	2,742	–	0.32%	–
	New	JATT ACQUISITION CORP	$3,684,000	–	375,000	–	0.31%	–
DCRC	Sell	DECARBONIZATION PLUS ACQU II	$3,516,000	-32.6%	349,900	-30.0%	0.30%	-40.0%
	New	AKAMAI TECHNOLOGIES INCnote 0.125% 5/0	$3,324,000	–	2,742	–	0.28%	–
	New	AKAMAI TECHNOLOGIES INCnote 0.375% 9/0	$2,941,000	–	2,688	–	0.25%	–
	New	ELLIOTT OPPORTUNITY II CORP	$2,435,000	–	250,000	–	0.21%	–
	New	JAWS HURRICANE ACQUISITN COR	$2,436,000	–	250,000	–	0.21%	–
LMACA	New	LIBERTY MEDIA ACQUISITION CO	$2,049,000	–	203,249	–	0.17%	–
FIVN	New	FIVE9 INC	$1,850,000	–	11,584	–	0.16%	–
MRAC	Buy	MARQUEE RAINE ACQUISITION CO	$912,000	+15.6%	91,269	+14.8%	0.08%	+2.7%
	New	BLACKSKY TECHNOLOGY INC*w exp 10/30/202	$587,000	–	371,479	–	0.05%	–
ALITWS	New	ALIGHT INC*w exp 05/26/202	$574,000	–	188,100	–	0.05%	–
	New	ALIBABA GROUP HLDG LTDcall	$491,000	–	1,743	–	0.04%	–
ALUSWS	Sell	ALUSSA ENERGY ACQUISITION CO*w exp 10/31/202	$474,000	-24.8%	160,290	-41.7%	0.04%	-33.3%
	New	AMERICAN AIRLS GROUP INCput	$323,000	–	5,000	–	0.03%	–
	New	JOBY AVIATION INC*w exp 08/10/202	$281,000	–	125,000	–	0.02%	–
	New	FINTECH ACQUISITION CORP VI	$249,000	–	25,000	–	0.02%	–
BLDEW	Sell	BLADE AIR MOBILITY INC*w exp 09/01/202	$221,000	-18.5%	76,852	-23.1%	0.02%	-26.9%
	New	JATT ACQUISITION CORP*w exp 07/19/202	$113,000	–	187,500	–	0.01%	–
INDIW	Sell	INDIE SEMICONDUCTOR INC*w exp 06/15/202	$107,000	-74.2%	30,338	-84.1%	0.01%	-76.9%
	New	JAWS HURRICANE ACQUISITN COR*w exp 03/26/202	$72,000	–	62,500	–	0.01%	–
	New	ELLIOTT OPPORTUNITY II CORP*w exp 03/02/202	$69,000	–	62,500	–	0.01%	–
MRACW	Buy	MARQUEE RAINE ACQUISITION CO*w exp 12/01/202	$32,000	+33.3%	22,866	+15.1%	0.00%	+50.0%
	New	BENSON HILL INC*w exp 99/99/999	$28,000	–	20,000	–	0.00%	–
STPCWS	Exit	STAR PEAK CORP II*w exp 12/24/202	$0	–	-20,000	–	-0.00%	–
BODYWS	Exit	THE BEACHBODY COMPANY INC*w exp 12/31/202	$0	–	-33,333	–	-0.01%	–
MRACU	Exit	MARQUEE RAINE ACQUISITION COunit 12/01/2025	$0	–	-11,970	–	-0.01%	–
CANOWS	Exit	CANO HEALTH INC*w exp 06/03/202	$0	–	-36,441	–	-0.01%	–
CCXWS	Exit	CHURCHILL CAP CORP II*w exp 07/02/202	$0	–	-66,666	–	-0.02%	–
RTPWS	Exit	REINVENT TECHNOLOGY PARTNERS*w exp 09/16/202	$0	–	-125,000	–	-0.02%	–
FTVIU	Exit	FINTECH ACQUISITION CORP VIunit 06/24/2026	$0	–	-25,000	–	-0.02%	–
ASTSW	Exit	AST SPACEMOBILE INC*w exp 04/06/202	$0	–	-49,074	–	-0.03%	–
WPFWS	Exit	FOLEY TRASIMENE ACQUISTN COR*w exp 05/26/202	$0	–	-200,000	–	-0.04%	–
AAL	Exit	AMERICAN AIRLS GROUP INC	$0	–	-5,000	–	-0.04%	–
OGN	Exit	ORGANON & CO	$0	–	-17,173	–	-0.05%	–
SCPEWS	Exit	SC HEALTH CORP*w exp 99/99/999	$0	–	-300,000	–	-0.06%	–
SFTWWS	Exit	OSPREY TECHNLGY AQUISTION CO*w exp 10/30/202	$0	–	-400,000	–	-0.06%	–
STPC	Exit	STAR PEAK CORP II	$0	–	-80,000	–	-0.08%	–
SFTW	Exit	OSPREY TECHNLGY AQUISTION CO	$0	–	-248,500	–	-0.24%	–
HCNEU	Exit	JAWS HURRICANE ACQUISITN CORunit 06/08/2026	$0	–	-250,000	–	-0.24%	–
EOCWU	Exit	ELLIOTT OPPORTUNITY II CORPunit 99/99/9999	$0	–	-250,000	–	-0.24%	–
RTP	Exit	REINVENT TECHNOLOGY PARTNERScl a	$0	–	-350,000	–	-0.33%	–
SCPE	Exit	SC HEALTH CORP	$0	–	-400,000	–	-0.38%	–
XEC	Exit	CIMAREX ENERGY CO	$0	–	-87,812	–	-0.58%	–
CLVT	Exit	CLARIVATE PLC	$0	–	-250,000	–	-2.27%	–
WLTW	Exit	WILLIS TOWERS WATSON PLC LTD	$0	–	-230,171	–	-5.05%	–
BPY	Exit	BROOKFIELD PROPERTY PARTRS Lunit ltd partn	$0	–	-3,860,533	–	-6.99%	–
WORK	Exit	SLACK TECHNOLOGIES INC	$0	–	-1,945,702	–	-8.24%	–
ALXN	Exit	ALEXION PHARMACEUTICALS INC	$0	–	-624,427	–	-10.90%	–

Q2 2021

			Value		Shares		↓ Weighting
BABA	New	ALIBABA GROUP HLDG LTDsponsored ads	$230,415,000	–	1,010,018	–	21.86%	–
ALXN	New	ALEXION PHARMACEUTICALS INC	$114,848,000	–	624,427	–	10.90%	–
BSN	New	BROADSTONE ACQUISITION CORP	$90,760,000	–	917,700	–	8.61%	–
WORK	New	SLACK TECHNOLOGIES INC	$86,846,000	–	1,945,702	–	8.24%	–
BPY	New	BROOKFIELD PROPERTY PARTRS Lunit ltd partn	$73,659,000	–	3,860,533	–	6.99%	–
KSU	New	KANSAS CITY SOUTHERN	$65,701,000	–	232,217	–	6.23%	–
WLTW	New	WILLIS TOWERS WATSON PLC LTD	$53,225,000	–	230,171	–	5.05%	–
CSTM	New	CONSTELLIUM SE	$52,990,000	–	2,831,589	–	5.03%	–
LH	New	LABORATORY CORP AMER HLDGS	$31,692,000	–	116,059	–	3.01%	–
MRK	New	MERCK & CO INC	$28,873,000	–	370,851	–	2.74%	–
CLVT	New	CLARIVATE PLC	$23,915,000	–	250,000	–	2.27%	–
XLNX	New	XILINX INC	$22,897,000	–	158,209	–	2.17%	–
NUAN	New	NUANCE COMMUNICATIONS INC	$22,480,000	–	412,863	–	2.13%	–
LBRDK	New	LIBERTY BROADBAND CORP	$21,583,000	–	124,794	–	2.05%	–
AMBC	New	AMBAC FINL GROUP INC	$15,668,000	–	999,883	–	1.49%	–
LSXMK	New	LIBERTY MEDIA CORP DEL	$10,858,000	–	234,018	–	1.03%	–
AVAN	New	AVANTI ACQUISITION CORP	$8,757,000	–	900,000	–	0.83%	–
XEC	New	CIMAREX ENERGY CO	$6,131,000	–	87,812	–	0.58%	–
DCRC	New	DECARBONIZATION PLUS ACQU II	$5,215,000	–	500,000	–	0.50%	–
PRPB	New	CC NEUBERGER PRIN HLDGS II	$4,925,000	–	500,000	–	0.47%	–
SCPE	New	SC HEALTH CORP	$4,034,000	–	400,000	–	0.38%	–
AAC	New	ARES ACQUISITION CORPORATION	$3,908,000	–	400,000	–	0.37%	–
JWSM	New	JAWS MUSTANG ACQUISITION COR	$3,908,000	–	400,000	–	0.37%	–
RTP	New	REINVENT TECHNOLOGY PARTNERScl a	$3,500,000	–	350,000	–	0.33%	–
TREB	New	TREBIA ACQUISITION CORP	$3,465,000	–	350,000	–	0.33%	–
LCAA	New	L CATTERTON ASIA ACQUISITION	$3,395,000	–	350,000	–	0.32%	–
SPKB	New	SILVER SPIKE ACQUISITN CORP	$2,961,000	–	300,000	–	0.28%	–
HERA	New	FTAC HERA ACQUISITION CORP	$2,916,000	–	300,000	–	0.28%	–
TBCP	New	THUNDER BRIDGE CAP PRTNRS II	$2,913,000	–	300,000	–	0.28%	–
EOCWU	New	ELLIOTT OPPORTUNITY II CORPunit 99/99/9999	$2,505,000	–	250,000	–	0.24%	–
HCNEU	New	JAWS HURRICANE ACQUISITN CORunit 06/08/2026	$2,513,000	–	250,000	–	0.24%	–
SFTW	New	OSPREY TECHNLGY AQUISTION CO	$2,485,000	–	248,500	–	0.24%	–
OACB	New	OAKTREE ACQUISITION CORP II	$2,465,000	–	250,000	–	0.23%	–
ASZ	New	AUSTERLITZ ACQUISITION CORP	$2,448,000	–	250,000	–	0.23%	–
OHPA	New	ORION ACQUISITION CORP	$2,123,000	–	220,000	–	0.20%	–
IPOD	New	SOCIAL CAPITAL HEDOSOPHA HLD	$2,076,000	–	200,000	–	0.20%	–
IPOF	New	SOCIAL CAPITAL HEDOSOPHA HLD	$2,041,000	–	200,000	–	0.19%	–
HAAC	New	HEALTH ASSURN ACQUISITION CO	$2,004,000	–	200,000	–	0.19%	–
AUS	New	AUSTERLITZ ACQUISITION CORP	$1,986,000	–	200,000	–	0.19%	–
WPCA	New	WARBURG PINCUS CAPTAL CORP I	$1,960,000	–	200,000	–	0.19%	–
SPAQ	New	SPARTAN ACQUISITION CORP III	$1,956,000	–	200,000	–	0.19%	–
WPCB	New	WARBURG PINCUS CAPTAL CORP I	$1,950,000	–	200,000	–	0.18%	–
SSAA	New	SCIENCE STRATEGIC ACQ ALPHA	$1,942,000	–	200,000	–	0.18%	–
DCRN	New	DECARBONIZATION PLUS ACQU II	$1,349,000	–	136,365	–	0.13%	–
KAHC	New	KKR ACQUISITION HOLDING I CO	$1,219,000	–	125,000	–	0.12%	–
SLAM	New	SLAM CORP	$1,210,000	–	125,000	–	0.12%	–
PV	New	PRIMAVERA CAPITAL ACQUIST CO	$1,213,000	–	125,000	–	0.12%	–
ATMR	New	ALTIMAR ACQUISITION CORP II	$971,000	–	100,000	–	0.09%	–
MRAC	New	MARQUEE RAINE ACQUISITION CO	$789,000	–	79,499	–	0.08%	–
STPC	New	STAR PEAK CORP II	$792,000	–	80,000	–	0.08%	–
CVII	New	CHURCHILL CAPITAL CORP VII	$762,000	–	78,191	–	0.07%	–
SFTWWS	New	OSPREY TECHNLGY AQUISTION CO*w exp 10/30/202	$648,000	–	400,000	–	0.06%	–
ALUSWS	New	ALUSSA ENERGY ACQUISITION CO*w exp 10/31/202	$630,000	–	275,000	–	0.06%	–
SCPEWS	New	SC HEALTH CORP*w exp 99/99/999	$618,000	–	300,000	–	0.06%	–
GMII	New	GORES METROPOULOS II INCcl a	$618,000	–	62,500	–	0.06%	–
SNII	New	SUPERNOVA PARTNERS ACQUISTN	$599,000	–	61,550	–	0.06%	–
BSNWS	New	BROADSTONE ACQUISITION CORP*w exp 09/15/202	$564,000	–	458,850	–	0.05%	–
PRPC	New	CC NEUBERGER PRINCIPAL HOLDN	$560,000	–	57,400	–	0.05%	–
OGN	New	ORGANON & CO	$529,000	–	17,173	–	0.05%	–
DCRCW	New	DECARBONIZATION PLUS ACQU II*w exp 03/19/202	$529,000	–	200,000	–	0.05%	–
AVANWS	New	AVANTI ACQUISITION CORP*w exp 99/99/999	$525,000	–	500,000	–	0.05%	–
DHHC	New	DIAMONDHEAD HOLDINGS CORPcl a	$485,000	–	50,000	–	0.05%	–
AAL	New	AMERICAN AIRLS GROUP INC	$445,000	–	5,000	–	0.04%	–
WPFWS	New	FOLEY TRASIMENE ACQUISTN COR*w exp 05/26/202	$426,000	–	200,000	–	0.04%	–
INDIW	New	INDIE SEMICONDUCTOR INC*w exp 06/15/202	$414,000	–	190,824	–	0.04%	–
ORGNW	New	ORIGIN MATERIALS INC*w exp 06/24/202	$400,000	–	166,667	–	0.04%	–
ASTSW	New	AST SPACEMOBILE INC*w exp 04/06/202	$306,000	–	49,074	–	0.03%	–
BLDEW	New	BLADE AIR MOBILITY INC*w exp 09/01/202	$271,000	–	100,000	–	0.03%	–
FTVIU	New	FINTECH ACQUISITION CORP VIunit 06/24/2026	$252,000	–	25,000	–	0.02%	–
FTAA	New	FTAC ATHENA ACQUISITION CORP	$246,000	–	25,000	–	0.02%	–
RTPWS	New	REINVENT TECHNOLOGY PARTNERS*w exp 09/16/202	$246,000	–	125,000	–	0.02%	–
SVFC	New	SVF INVESTMENT CORP 3	$198,000	–	20,000	–	0.02%	–
TSIB	New	TISHMAN SPEYER INNOVATION CO	$197,000	–	20,000	–	0.02%	–
SVFB	New	SVF INVESTMENT CORP 2	$199,000	–	20,000	–	0.02%	–
TREBWS	New	TREBIA ACQUISITION CORP*w exp 99/99/999	$185,000	–	116,666	–	0.02%	–
PRPBWS	New	CC NEUBERGER PRIN HLDGS II*w exp 07/29/202	$166,000	–	125,000	–	0.02%	–
CCXWS	New	CHURCHILL CAP CORP II*w exp 07/02/202	$153,000	–	66,666	–	0.02%	–
IPOFWS	New	SOCIAL CAPITAL HEDOSOPHA HLD*w exp 09/26/202	$159,000	–	75,000	–	0.02%	–
CANOWS	New	CANO HEALTH INC*w exp 06/03/202	$140,000	–	36,441	–	0.01%	–
MRACU	New	MARQUEE RAINE ACQUISITION COunit 12/01/2025	$122,000	–	11,970	–	0.01%	–
JWSMWS	New	JAWS MUSTANG ACQUISITION COR*w exp 01/30/202	$126,000	–	100,000	–	0.01%	–
LCAAW	New	L CATTERTON ASIA ACQUISITION*w exp 03/08/202	$116,000	–	116,666	–	0.01%	–
IPODWS	New	SOCIAL CAPITAL HEDOSOPHA HLD*w exp 09/26/202	$121,000	–	50,000	–	0.01%	–
SPKBW	New	SILVER SPIKE ACQUISITN CORP*w exp 02/26/202	$101,000	–	75,000	–	0.01%	–
HERAW	New	FTAC HERA ACQUISITION CORP*w exp 02/28/202	$101,000	–	75,000	–	0.01%	–
AUSWS	New	AUSTERLITZ ACQUISITION CORP*w exp 02/19/202	$90,000	–	50,000	–	0.01%	–
BODYWS	New	THE BEACHBODY COMPANY INC*w exp 12/31/202	$99,000	–	33,333	–	0.01%	–
AACWS	New	ARES ACQUISITION CORPORATION*w exp 99/99/999	$100,000	–	80,000	–	0.01%	–
HAACW	New	HEALTH ASSURN ACQUISITION CO*w exp 11/12/202	$90,000	–	50,000	–	0.01%	–
OACBWS	New	OAKTREE ACQUISITION CORP II*w exp 09/15/202	$78,000	–	62,500	–	0.01%	–
TBCPW	New	THUNDER BRIDGE CAP PRTNRS II*w exp 02/15/202	$78,000	–	60,000	–	0.01%	–
ASZWS	New	AUSTERLITZ ACQUISITION CORP*w exp 02/19/202	$79,000	–	62,500	–	0.01%	–
SPAQWS	New	SPARTAN ACQUISITION CORP III*w exp 02/04/202	$63,000	–	50,000	–	0.01%	–
PVWS	New	PRIMAVERA CAPITAL ACQUIST CO*w exp 01/19/202	$62,000	–	62,500	–	0.01%	–
DCRNW	New	DECARBONIZATION PLUS ACQU II*w exp 01/19/202	$64,000	–	45,455	–	0.01%	–
OHPAW	New	ORION ACQUISITION CORP*w exp 02/19/202	$52,000	–	55,000	–	0.01%	–
SSAAW	New	SCIENCE STRATEGIC ACQ ALPHA*w exp 01/20/202	$57,000	–	66,666	–	0.01%	–
WPCAWS	New	WARBURG PINCUS CAPTAL CORP I*w exp 99/99/999	$54,000	–	40,000	–	0.01%	–
WPCBWS	New	WARBURG PINCUS CAPTAL CORP I*w exp 99/99/999	$52,000	–	40,000	–	0.01%	–
KAHCWS	New	KKR ACQUISITION HOLDING I CO*w exp 99/99/999	$41,000	–	31,250	–	0.00%	–
SLAMW	New	SLAM CORP*w exp 02/23/202	$34,000	–	31,250	–	0.00%	–
STPCWS	New	STAR PEAK CORP II*w exp 12/24/202	$36,000	–	20,000	–	0.00%	–
ATMRWS	New	ALTIMAR ACQUISITION CORP II*w exp 02/09/202	$29,000	–	25,000	–	0.00%	–
SNIIWS	New	SUPERNOVA PARTNERS ACQUISTN*w exp 99/99/999	$18,000	–	15,387	–	0.00%	–
CVIIWS	New	CHURCHILL CAPITAL CORP VII*w exp 02/29/202	$22,000	–	15,638	–	0.00%	–
GMIIW	New	GORES METROPOULOS II INC*w exp 01/31/202	$18,000	–	12,500	–	0.00%	–
MRACW	New	MARQUEE RAINE ACQUISITION CO*w exp 12/01/202	$24,000	–	19,874	–	0.00%	–
PRPCWS	New	CC NEUBERGER PRINCIPAL HOLDN*w exp 99/99/999	$15,000	–	11,480	–	0.00%	–
DHHCW	New	DIAMONDHEAD HOLDINGS CORP*w exp 01/28/202	$13,000	–	12,500	–	0.00%	–

Q4 2020

			Value		Shares		↓ Weighting
CPAAW	Exit	CONYERS PK II ACQUISITION CO*w exp 07/18/202	$0	–	-37,500	–	-0.01%	–
CCIVWS	Exit	CHURCHILL CAPITAL CORP IV*w exp 08/04/202	$0	–	-80,000	–	-0.01%	–
NPAWW	Exit	NEW PROVIDENCE ACQUISITION*w exp 09/11/202	$0	–	-150,000	–	-0.02%	–
CCXWS	Exit	CHURCHILL CAP CORP II*w exp 07/02/202	$0	–	-66,666	–	-0.02%	–
TREBWS	Exit	TREBIA ACQUISITION CORP*w exp 99/99/999	$0	–	-116,666	–	-0.02%	–
ALUSWS	Exit	ALUSSA ENERGY ACQUISITION CO*w exp 10/31/202	$0	–	-275,000	–	-0.03%	–
SSPKW	Exit	SILVER SPIKE ACQUISITION COR*w exp 08/02/202	$0	–	-450,000	–	-0.03%	–
GHIVW	Exit	GORES HLDGS IV INC*w exp 01/22/202	$0	–	-125,000	–	-0.03%	–
CCXXWS	Exit	CHURCHILL CAP CORP III*w exp 03/01/202	$0	–	-125,000	–	-0.03%	–
EXPCW	Exit	EXPERIENCE INVT CORP*w exp 09/01/202	$0	–	-300,000	–	-0.04%	–
JWSWS	Exit	JAWS ACQUISITION CORP*w exp 99/99/999	$0	–	-166,666	–	-0.05%	–
SCPEWS	Exit	SC HEALTH CORP*w exp 99/99/999	$0	–	-300,000	–	-0.05%	–
OACWS	Exit	OAKTREE ACQUISITION CORP*w exp 99/99/999	$0	–	-133,333	–	-0.05%	–
THBRW	Exit	THUNDER BRDG ACQUISTION II L*w exp 11/30/202	$0	–	-400,000	–	-0.06%	–
WPFWS	Exit	FOLEY TRASIMENE ACQUISTN COR*w exp 05/26/202	$0	–	-200,000	–	-0.06%	–
SFTWWS	Exit	OSPREY TECHNLGY AQUISTION CO*w exp 10/30/202	$0	–	-400,000	–	-0.07%	–
LCAHW	Exit	LANDCADIA HLDGS II INC*w exp 05/09/202	$0	–	-109,300	–	-0.08%	–
IPOBWS	Exit	SOCIAL CAP HDOSPHIA HLDG CO*w exp 99/99/999	$0	–	-100,000	–	-0.08%	–
IPOCWS	Exit	SOCIAL CAP HEDSPIA HLDG CO I*w exp 99/99/999	$0	–	-216,666	–	-0.11%	–
BMYRT	Exit	BRISTOL-MYERS SQUIBB COright 99/99/9999	$0	–	-526,681	–	-0.14%	–
DFHT	Exit	DEERFIELD HEALTHCARE TECH AC	$0	–	-100,000	–	-0.14%	–
CPAA	Exit	CONYERS PK II ACQUISITION CO	$0	–	-150,000	–	-0.20%	–
CCX	Exit	CHURCHILL CAP CORP IIcl a	$0	–	-200,000	–	-0.28%	–
OACBU	Exit	OAKTREE ACQUISITION CORP IIunit 09/15/2027	$0	–	-250,000	–	-0.33%	–
NPA	Exit	NEW PROVIDENCE ACQUISITION	$0	–	-300,000	–	-0.39%	–
CCXX	Exit	CHURCHILL CAP CORP III	$0	–	-288,260	–	-0.39%	–
GLIBA	Exit	GCI LIBERTY INC	$0	–	-38,735	–	-0.41%	–
JCAP	Exit	JERNIGAN CAP INC	$0	–	-192,202	–	-0.42%	–
TREB	Exit	TREBIA ACQUISITION CORP	$0	–	-350,000	–	-0.46%	–
CCIV	Exit	CHURCHILL CAPITAL CORP IVcl a	$0	–	-400,000	–	-0.50%	–
OAC	Exit	OAKTREE ACQUISITION CORP	$0	–	-400,000	–	-0.60%	–
AACQ	Exit	ARTIUS ACQUISITION INC	$0	–	-500,000	–	-0.64%	–
JWS	Exit	JAWS ACQUISITION CORP	$0	–	-475,000	–	-0.64%	–
BFTU	Exit	FOLEY TRASIMENE ACQUISITIONunit 99/99/9999	$0	–	-500,000	–	-0.66%	–
GHIV	Exit	GORES HLDGS IV INC	$0	–	-500,000	–	-0.66%	–
PRPBU	Exit	CC NEUBERGER PRIN HLDGS IIunit 99/99/9999	$0	–	-500,000	–	-0.67%	–
ALUS	Exit	ALUSSA ENERGY ACQUISITION CO	$0	–	-550,000	–	-0.71%	–
NBL	Exit	NOBLE ENERGY INC	$0	–	-643,928	–	-0.71%	–
RTPU	Exit	REINVENT TECHNOLOGY PARTNERSunit 99/99/9999	$0	–	-500,000	–	-0.75%	–
OTIS	Exit	OTIS WORLDWIDE CORP	$0	–	-94,375	–	-0.77%	–
SCPE	Exit	SC HEALTH CORP	$0	–	-600,000	–	-0.78%	–
WPF	Exit	FOLEY TRASIMENE ACQUISTN COR	$0	–	-600,000	–	-0.80%	–
IPOC	Exit	SOCIAL CAP HEDSPIA HLDG CO I	$0	–	-500,000	–	-0.83%	–
LBRDK	Exit	LIBERTY BROADBAND CORP	$0	–	-54,269	–	-1.01%	–
EXPC	Exit	EXPERIENCE INVT CORP	$0	–	-800,000	–	-1.04%	–
SSPK	Exit	SILVER SPIKE ACQUISITION COR	$0	–	-800,000	–	-1.04%	–
SFTW	Exit	OSPREY TECHNLGY AQUISTION CO	$0	–	-800,000	–	-1.05%	–
THBR	Exit	THUNDER BRDG ACQUISTION II L	$0	–	-800,000	–	-1.06%	–
BSNU	Exit	BROADSTONE ACQUISITION CORPunit 99/99/9999	$0	–	-917,700	–	-1.18%	–
KBR	Exit	KBR INC	$0	–	-576,858	–	-1.71%	–
AMBC	Exit	AMBAC FINL GROUP INC	$0	–	-1,070,159	–	-1.76%	–
DD	Exit	DUPONT DE NEMOURS INC	$0	–	-441,226	–	-3.16%	–
GRUB	Exit	GRUBHUB INC	$0	–	-417,316	–	-3.91%	–
TIF	Exit	TIFFANY & CO NEW	$0	–	-311,558	–	-4.66%	–
CSTM	Exit	CONSTELLIUM SE	$0	–	-6,170,150	–	-6.31%	–
BABA	Exit	ALIBABA GROUP HLDG LTDsponsored ads	$0	–	-2,514,801	–	-58.34%	–

Q3 2020

			Value		Shares		↓ Weighting
BABA	Buy	ALIBABA GROUP HLDG LTDsponsored ads	$452,504,000	+90.3%	2,514,801	+110295.1%	58.34%	+29.4%
CSTM	Sell	CONSTELLIUM SE	$48,960,000	-0.9%	6,170,150	-3.0%	6.31%	-32.6%
TIF	Sell	TIFFANY & CO NEW	$36,110,000	-37.8%	311,558	-34.8%	4.66%	-57.7%
GRUB	Sell	GRUBHUB INC	$30,351,000	-28.1%	417,316	-31.7%	3.91%	-51.2%
DD	New	DUPONT DE NEMOURS INC	$24,548,000	–	441,226	–	3.16%	–
AMBC	Buy	AMBAC FINL GROUP INC	$13,622,000	+13.2%	1,070,159	+26.7%	1.76%	-23.1%
KBR	New	KBR INC	$13,268,000	–	576,858	–	1.71%	–
BSNU	New	BROADSTONE ACQUISITION CORPunit 99/99/9999	$9,131,000	–	917,700	–	1.18%	–
LBRDK	New	LIBERTY BROADBAND CORP	$7,815,000	–	54,269	–	1.01%	–
IPOC	New	SOCIAL CAP HEDSPIA HLDG CO I	$6,455,000	–	500,000	–	0.83%	–
WPF	New	FOLEY TRASIMENE ACQUISTN COR	$6,222,000	–	600,000	–	0.80%	–
OTIS	Sell	OTIS WORLDWIDE CORP	$5,983,000	-59.4%	94,375	-64.0%	0.77%	-72.4%
RTPU	New	REINVENT TECHNOLOGY PARTNERSunit 99/99/9999	$5,790,000	–	500,000	–	0.75%	–
NBL	New	NOBLE ENERGY INC	$5,493,000	–	643,928	–	0.71%	–
PRPBU	New	CC NEUBERGER PRIN HLDGS IIunit 99/99/9999	$5,175,000	–	500,000	–	0.67%	–
BFTU	New	FOLEY TRASIMENE ACQUISITIONunit 99/99/9999	$5,100,000	–	500,000	–	0.66%	–
JWS	New	JAWS ACQUISITION CORP	$4,988,000	–	475,000	–	0.64%	–
AACQ	New	ARTIUS ACQUISITION INC	$4,980,000	–	500,000	–	0.64%	–
CCIV	New	CHURCHILL CAPITAL CORP IVcl a	$3,920,000	–	400,000	–	0.50%	–
TREB	New	TREBIA ACQUISITION CORP	$3,567,000	–	350,000	–	0.46%	–
JCAP	New	JERNIGAN CAP INC	$3,300,000	–	192,202	–	0.42%	–
GLIBA	Sell	GCI LIBERTY INC	$3,194,000	-76.3%	38,735	-79.7%	0.41%	-83.9%
CCXX	Sell	CHURCHILL CAP CORP III	$3,050,000	-41.7%	288,260	-42.3%	0.39%	-60.4%
OACBU	New	OAKTREE ACQUISITION CORP IIunit 09/15/2027	$2,575,000	–	250,000	–	0.33%	–
DFHT	New	DEERFIELD HEALTHCARE TECH AC	$1,081,000	–	100,000	–	0.14%	–
BMYRT	Buy	BRISTOL-MYERS SQUIBB COright 99/99/9999	$1,074,000	-24.4%	526,681	+26.4%	0.14%	-48.9%
IPOCWS	New	SOCIAL CAP HEDSPIA HLDG CO I*w exp 99/99/999	$849,000	–	216,666	–	0.11%	–
IPOBWS	New	SOCIAL CAP HDOSPHIA HLDG CO*w exp 99/99/999	$584,000	–	100,000	–	0.08%	–
LCAHW	Sell	LANDCADIA HLDGS II INC*w exp 05/09/202	$581,000	-50.4%	109,300	-49.7%	0.08%	-66.2%
WPFWS	New	FOLEY TRASIMENE ACQUISTN COR*w exp 05/26/202	$490,000	–	200,000	–	0.06%	–
JWSWS	New	JAWS ACQUISITION CORP*w exp 99/99/999	$367,000	–	166,666	–	0.05%	–
TREBWS	New	TREBIA ACQUISITION CORP*w exp 99/99/999	$175,000	–	116,666	–	0.02%	–
CCIVWS	New	CHURCHILL CAPITAL CORP IV*w exp 08/04/202	$112,000	–	80,000	–	0.01%	–
QGEN	Exit	QIAGEN NV	$0	–	-11,690	–	-0.10%	–
GSAHU	Exit	GS ACQUISITION HLDGS CORP IIunit 99/99/9999	$0	–	-50,000	–	-0.10%	–
TMUS	Exit	T-MOBILE US INC	$0	–	-64,350	–	-0.35%	–
IPOB	Exit	SOCIAL CAP HDOSPHIA HLDG CO	$0	–	-268,500	–	-0.60%	–
TREBU	Exit	TREBIA ACQUISITION CORPunit 99/99/9999	$0	–	-350,000	–	-0.70%	–
JWSU	Exit	JAWS ACQUISITION CORPunit 99/99/9999	$0	–	-500,000	–	-1.00%	–
WPFU	Exit	FOLEY TRASIMENE ACQUISTN CORunit 99/99/9999	$0	–	-600,000	–	-1.22%	–
LCA	Exit	LANDCADIA HLDGS II INCcl a	$0	–	-451,800	–	-1.36%	–
IPOCU	Exit	SOCIAL CAP HEDSPIA HLDG CO Iunit 99/99/9999	$0	–	-650,000	–	-1.47%	–

Q2 2020

			Value		Shares		↓ Weighting
BABA	New	ALIBABA GROUP HLDG LTDsponsored ads	$237,726,000	–	2,278	–	45.10%	–
TIF	New	TIFFANY & CO NEW	$58,074,000	–	478,155	–	11.02%	–
CSTM	New	CONSTELLIUM SE	$49,382,000	–	6,363,674	–	9.37%	–
GRUB	New	GRUBHUB INC	$42,241,000	–	611,388	–	8.01%	–
OTIS	New	OTIS WORLDWIDE CORP	$14,731,000	–	262,203	–	2.79%	–
GLIBA	New	GCI LIBERTY INC	$13,456,000	–	191,026	–	2.55%	–
AMBC	New	AMBAC FINL GROUP INC	$12,034,000	–	844,500	–	2.28%	–
THBR	New	THUNDER BRDG ACQUISTION II L	$8,056,000	–	800,000	–	1.53%	–
SFTW	New	OSPREY TECHNLGY AQUISTION CO	$8,000,000	–	800,000	–	1.52%	–
EXPC	New	EXPERIENCE INVT CORP	$7,920,000	–	800,000	–	1.50%	–
IPOCU	New	SOCIAL CAP HEDSPIA HLDG CO Iunit 99/99/9999	$7,768,000	–	650,000	–	1.47%	–
LCA	New	LANDCADIA HLDGS II INCcl a	$7,170,000	–	451,800	–	1.36%	–
WPFU	New	FOLEY TRASIMENE ACQUISTN CORunit 99/99/9999	$6,420,000	–	600,000	–	1.22%	–
SCPE	New	SC HEALTH CORP	$6,066,000	–	600,000	–	1.15%	–
ALUS	New	ALUSSA ENERGY ACQUISITION CO	$5,374,000	–	550,000	–	1.02%	–
JWSU	New	JAWS ACQUISITION CORPunit 99/99/9999	$5,255,000	–	500,000	–	1.00%	–
CCXX	New	CHURCHILL CAP CORP III	$5,230,000	–	500,000	–	0.99%	–
GHIV	New	GORES HLDGS IV INC	$5,035,000	–	500,000	–	0.96%	–
OAC	New	OAKTREE ACQUISITION CORP	$4,080,000	–	400,000	–	0.77%	–
TREBU	New	TREBIA ACQUISITION CORPunit 99/99/9999	$3,665,000	–	350,000	–	0.70%	–
IPOB	New	SOCIAL CAP HDOSPHIA HLDG CO	$3,141,000	–	268,500	–	0.60%	–
NPA	New	NEW PROVIDENCE ACQUISITION	$3,030,000	–	300,000	–	0.58%	–
CCX	New	CHURCHILL CAP CORP IIcl a	$2,220,000	–	200,000	–	0.42%	–
TMUS	New	T-MOBILE US INC	$1,855,000	–	64,350	–	0.35%	–
CPAA	New	CONYERS PK II ACQUISITION CO	$1,664,000	–	150,000	–	0.32%	–
BMYRT	New	BRISTOL-MYERS SQUIBB COright 99/99/9999	$1,421,000	–	416,793	–	0.27%	–
LCAHW	New	LANDCADIA HLDGS II INC*w exp 05/09/202	$1,171,000	–	217,300	–	0.22%	–
SSPK	New	SILVER SPIKE ACQUISITION COR	$811,000	–	800,000	–	0.15%	–
THBRW	New	THUNDER BRDG ACQUISTION II L*w exp 11/30/202	$636,000	–	400,000	–	0.12%	–
GSAHU	New	GS ACQUISITION HLDGS CORP IIunit 99/99/9999	$520,000	–	50,000	–	0.10%	–
QGEN	New	QIAGEN NV	$504,000	–	11,690	–	0.10%	–
SFTWWS	New	OSPREY TECHNLGY AQUISTION CO*w exp 10/30/202	$400,000	–	400,000	–	0.08%	–
CCXXWS	New	CHURCHILL CAP CORP III*w exp 03/01/202	$338,000	–	125,000	–	0.06%	–
SCPEWS	New	SC HEALTH CORP*w exp 99/99/999	$321,000	–	300,000	–	0.06%	–
EXPCW	New	EXPERIENCE INVT CORP*w exp 09/01/202	$270,000	–	300,000	–	0.05%	–
SSPKW	New	SILVER SPIKE ACQUISITION COR*w exp 08/02/202	$225,000	–	450,000	–	0.04%	–
GHIVW	New	GORES HLDGS IV INC*w exp 01/22/202	$194,000	–	125,000	–	0.04%	–
OACWS	New	OAKTREE ACQUISITION CORP*w exp 99/99/999	$196,000	–	133,333	–	0.04%	–
CCXWS	New	CHURCHILL CAP CORP II*w exp 07/02/202	$178,000	–	66,666	–	0.03%	–
NPAWW	New	NEW PROVIDENCE ACQUISITION*w exp 09/11/202	$150,000	–	150,000	–	0.03%	–
ALUSWS	New	ALUSSA ENERGY ACQUISITION CO*w exp 10/31/202	$142,000	–	275,000	–	0.03%	–
CPAAW	New	CONYERS PK II ACQUISITION CO*w exp 07/18/202	$77,000	–	37,500	–	0.02%	–

Q4 2019

			Value		Shares		↓ Weighting
IIVI	Exit	II VI INC	$0	–	-11,188	–	-0.05%	–
LBTYA	Exit	LIBERTY GLOBAL PLC	$0	–	-34,484	–	-0.11%	–
BLUE	Exit	BLUEBIRD BIO INC	$0	–	-11,591	–	-0.14%	–
L100PS	Exit	ARCONIC INC	$0	–	-46,483	–	-0.16%	–
CPAAU	Exit	CONYERS PK II ACQUISITION COunit	$0	–	-150,000	–	-0.21%	–
SRPT	Exit	SAREPTA THERAPEUTICS INC	$0	–	-23,173	–	-0.23%	–
TGE	Exit	TALLGRASS ENERGY LP	$0	–	-92,940	–	-0.25%	–
CCXU	Exit	CHURCHILL CAP CORP IIunit	$0	–	-200,000	–	-0.28%	–
NPAUU	Exit	NEW PROVIDENCE ACQUISITIN COunit	$0	–	-300,000	–	-0.40%	–
OACU	Exit	OAKTREE ACQUISITION CORPunit	$0	–	-400,000	–	-0.54%	–
SCPEU	Exit	SC HEALTH CORPunit	$0	–	-600,000	–	-0.83%	–
MSGN	Exit	MSG NETWORK INCcl a	$0	–	-287,028	–	-0.88%	–
LCAHU	Exit	LANDCADIA HLDGS II INCunit	$0	–	-651,900	–	-0.88%	–
GLIBA	Exit	GCI LIBERT INC	$0	–	-129,233	–	-1.07%	–
THBRU	Exit	THUNDER BRDG ACQUISITION Lunit	$0	–	-800,000	–	-1.09%	–
EXPCU	Exit	EXPERIENCE INVESTMENT CORPunit	$0	–	-900,000	–	-1.21%	–
AXTA	Exit	AXALTA COATING SYS LTD	$0	–	-298,024	–	-1.21%	–
SSPKU	Exit	SILVER SPIKE ACQUISITION CORunit	$0	–	-900,000	–	-1.22%	–
LBTYK	Exit	LIBERTY GLOBAL PLC	$0	–	-329,822	–	-1.26%	–
DEACU	Exit	DIAMOND EAGLE ACQUISITION COunit	$0	–	-1,003,270	–	-1.36%	–
WBC	Exit	WABCO HLDGS	$0	–	-110,386	–	-1.98%	–
TIF	Exit	TIFFANY & CO NEW	$0	–	-179,715	–	-2.24%	–
ASH	Exit	ASHLAND GLOBAL HLDGS INC	$0	–	-311,479	–	-3.21%	–
CSTM	Exit	CONSTELLIUM SEcl a	$0	–	-3,326,775	–	-5.67%	–
AABA	Exit	ALTABA INC	$0	–	-3,894,294	–	-10.12%	–
AGN	Exit	ALLERGAN PLC	$0	–	-1,301,903	–	-29.40%	–
CELG	Exit	CELGENE CORP	$0	–	-2,558,564	–	-33.97%	–

Q3 2019

			Value		Shares		↓ Weighting
CELG	Buy	CELGENE CORP	$253,485,000	+21.5%	2,558,564	+13.0%	33.97%	+5.8%
AGN	New	ALLERGAN PLC	$219,436,000	–	1,301,903	–	29.40%	–
AABA	Buy	ALTABA INC	$75,549,000	-39.7%	3,894,294	+116.6%	10.12%	-47.5%
CSTM	Buy	CONSTELLIUM SEcl a	$42,333,000	+48.1%	3,326,775	+18.8%	5.67%	+29.0%
ASH	Buy	ASHLAND GLOBAL HLDGS INC	$23,925,000	+64.2%	311,479	+69.2%	3.21%	+42.9%
TIF	Buy	TIFFANY & CO NEW	$16,710,000	+20.5%	179,715	+20.4%	2.24%	+4.9%
WBC	Sell	WABCO HLDGS	$14,805,000	-43.3%	110,386	-44.1%	1.98%	-50.6%
LBTYK	New	LIBERTY GLOBAL PLC	$9,377,000	–	329,822	–	1.26%	–
SSPKU	New	SILVER SPIKE ACQUISITION CORunit	$9,080,000	–	900,000	–	1.22%	–
AXTA	Buy	AXALTA COATING SYS LTD	$9,021,000	+55.1%	298,024	+53.5%	1.21%	+35.1%
EXPCU	New	EXPERIENCE INVESTMENT CORPunit	$9,000,000	–	900,000	–	1.21%	–
THBRU	New	THUNDER BRDG ACQUISITION Lunit	$8,160,000	–	800,000	–	1.09%	–
GLIBA	Sell	GCI LIBERT INC	$8,000,000	-36.2%	129,233	-36.6%	1.07%	-44.4%
MSGN	New	MSG NETWORK INCcl a	$6,544,000	–	287,028	–	0.88%	–
SCPEU	New	SC HEALTH CORPunit	$6,210,000	–	600,000	–	0.83%	–
OACU	New	OAKTREE ACQUISITION CORPunit	$4,068,000	–	400,000	–	0.54%	–
NPAUU	New	NEW PROVIDENCE ACQUISITIN COunit	$3,018,000	–	300,000	–	0.40%	–
TGE	New	TALLGRASS ENERGY LP	$1,860,000	–	92,940	–	0.25%	–
SRPT	New	SAREPTA THERAPEUTICS INC	$1,721,000	–	23,173	–	0.23%	–
CPAAU	New	CONYERS PK II ACQUISITION COunit	$1,599,000	–	150,000	–	0.21%	–
L100PS	New	ARCONIC INC	$1,211,000	–	46,483	–	0.16%	–
BLUE	New	BLUEBIRD BIO INC	$1,054,000	–	11,591	–	0.14%	–
LBTYA	New	LIBERTY GLOBAL PLC	$854,000	–	34,484	–	0.11%	–
IIVI	Sell	II VI INC	$395,000	-24.8%	11,188	-22.7%	0.05%	-34.6%
GNFT	Exit	GENFIT S Aads	$0	–	-10,004	–	-0.03%	–
MA	Exit	MASTERCARD INCcl a	$0	–	-1,450	–	-0.06%	–
OMC	Exit	OMNICOM GROUP INC	$0	–	-2,881	–	-0.09%	–
CY	Exit	CYPRESS SEMICONDUCTOR CORP	$0	–	-56,498	–	-0.19%	–
GIS	Exit	GENERAL MLS INC	$0	–	-28,000	–	-0.23%	–
ON	Exit	ON SEMICONDUCTOR CORP	$0	–	-12,967	–	-0.31%	–
JPM	Exit	JPMORGAN CHASE & CO	$0	–	-56	–	-0.38%	–
AY	Exit	ATLANTICA YIELD PLC	$0	–	-111,053	–	-0.39%	–
CVX	Exit	CHEVRON CORP NEW	$0	–	-29,896	–	-0.57%	–
NVDA	Exit	NVIDIA CORP	$0	–	-33,638	–	-0.85%	–
LYB	Exit	LYONDELLBASELL INDUSTRIES N	$0	–	-333,300	–	-4.61%	–
APC	Exit	ANADARKO PETE CORP	$0	–	-479,426	–	-5.21%	–
RHT	Exit	RED HAT INC	$0	–	-592,864	–	-17.12%	–

Q2 2019

			Value		Shares		↓ Weighting
CELG	New	CELGENE CORP	$208,633,000	–	2,264,554	–	32.11%	–
AABA	New	ALTABA INC	$125,371,000	–	1,797,696	–	19.29%	–
RHT	New	RED HAT INC	$111,221,000	–	592,864	–	17.12%	–
APC	New	ANADARKO PETE CORP	$33,876,000	–	479,426	–	5.21%	–
LYB	New	LYONDELLBASELL INDUSTRIES N	$29,960,000	–	333,300	–	4.61%	–
CSTM	New	CONSTELLIUM NVcl a	$28,577,000	–	2,800,293	–	4.40%	–
WBC	New	WABCO HLDGS INC	$26,090,000	–	197,368	–	4.02%	–
ASH	New	ASHLAND GLOBAL HLDGS INC	$14,572,000	–	184,057	–	2.24%	–
TIF	New	TIFFANY & CO NEW	$13,868,000	–	149,231	–	2.13%	–
GLIBA	New	GCI LIBERTY INC	$12,534,000	–	203,998	–	1.93%	–
DEACU	New	DIAMOND EAGLE ACQUISITION COunit	$10,103,000	–	1,003,270	–	1.56%	–
LCAHU	New	LANDCADIA HLDGS II INCunit	$6,519,000	–	651,900	–	1.00%	–
AXTA	New	AXALTA COATING SYS LTD	$5,818,000	–	194,093	–	0.90%	–
NVDA	New	NVIDIA CORP	$5,517,000	–	33,638	–	0.85%	–
CVX	New	CHEVRON CORP NEW	$3,703,000	–	29,896	–	0.57%	–
AY	New	ATLANTICA YIELD PLC	$2,528,000	–	111,053	–	0.39%	–
JPM	New	JPMORGAN CHASE & CO	$2,482,000	–	56	–	0.38%	–
CCXU	New	CHURCHILL CAP CORP IIunit	$2,030,000	–	200,000	–	0.31%	–
ON	New	ON SEMICONDUCTOR CORP	$2,012,000	–	12,967	–	0.31%	–
GIS	New	GENERAL MLS INC	$1,470,000	–	28,000	–	0.23%	–
CY	New	CYPRESS SEMICONDUCTOR CORP	$1,258,000	–	56,498	–	0.19%	–
OMC	New	OMNICOM GROUP INC	$560,000	–	2,881	–	0.09%	–
IIVI	New	II VI INC	$525,000	–	14,482	–	0.08%	–
MA	New	MASTERCARD INCcl a	$380,000	–	1,450	–	0.06%	–
GNFT	New	GENFIT S Aads	$199,000	–	10,004	–	0.03%	–

Q4 2018

			Value		Shares		↓ Weighting
BIO	Exit	BIO-RAD LABS INCcl a	$0	–	-648	–	-0.01%	–
TXN	Exit	TEXAS INSTRS INC	$0	–	-1,353	–	-0.01%	–
VOD	Exit	VODAFONE GROUP NEWsponsored adr	$0	–	-17,209	–	-0.02%	–
CY	Exit	CYPRESS SEMICONDUCTOR CORP	$0	–	-21,725	–	-0.06%	–
MU	Exit	MICRON TECHNOLOGY INC	$0	–	-6,333	–	-0.07%	–
GOOGL	Exit	ALPHABET INCcap stk cl a	$0	–	-1,363	–	-0.07%	–
MA	Exit	MASTERCARD INCORPORATEDcl a	$0	–	-1,692	–	-0.16%	–
ATUS	Exit	ALTICE USA INCcl a	$0	–	-219,998	–	-0.17%	–
AY	Exit	Atlantica Yield Plc	$0	–	-194,228	–	-0.17%	–
ASH	Exit	ASHLAND GLOBAL HOLDINGS INC	$0	–	-76,373	–	-0.28%	–
LNC	Exit	Lincoln Natl Corp Ind	$0	–	-301,469	–	-0.88%	–
MSFT	Exit	MICROSOFT CORP	$0	–	-257,723	–	-1.27%	–
CSTM	Exit	Constellium NVcl a	$0	–	-2,565,418	–	-1.37%	–
FOX	Exit	Twenty First Centy Fox INCcl b	$0	–	-2,977,860	–	-5.90%	–
BABA	Exit	Alibaba Group Hldg LTDsponsored ads	$0	–	-12,655,558	–	-89.56%	–

Q3 2018

			Value		Shares		↓ Weighting
BABA	Sell	Alibaba Group Hldg LTDsponsored ads	$2,076,225,000	-14.0%	12,655,558	-2.4%	89.56%	-4.5%
FOX	Buy	Twenty First Centy Fox INCcl b	$136,654,000	+365.0%	2,977,860	+400.1%	5.90%	+416.2%
CSTM	Sell	Constellium NVcl a	$31,747,000	+12.6%	2,565,418	-4.4%	1.37%	+25.0%
MSFT	New	MICROSOFT CORP	$29,505,000	–	257,723	–	1.27%	–
LNC	Buy	Lincoln Natl Corp Ind	$20,319,000	+14.0%	301,469	+7.1%	0.88%	+26.7%
ASH	Sell	ASHLAND GLOBAL HOLDINGS INC	$6,396,000	-24.9%	76,373	-29.6%	0.28%	-16.6%
AY	Sell	Atlantica Yield Plc	$4,019,000	-52.0%	194,228	-53.4%	0.17%	-46.8%
ATUS	Sell	ALTICE USA INCcl a	$3,989,000	-74.6%	219,998	-76.2%	0.17%	-71.8%
MA	Buy	MASTERCARD INCORPORATEDcl a	$3,782,000	+1078.2%	1,692	+4.0%	0.16%	+1258.3%
GOOGL	New	ALPHABET INCcap stk cl a	$1,715,000	–	1,363	–	0.07%	–
MU	New	MICRON TECHNOLOGY INC	$1,576,000	–	6,333	–	0.07%	–
CY	New	CYPRESS SEMICONDUCTOR CORP	$1,411,000	–	21,725	–	0.06%	–
VOD	Sell	VODAFONE GROUP NEWsponsored adr	$375,000	-11.1%	17,209	-0.5%	0.02%	0.0%
TXN	New	TEXAS INSTRS INC	$237,000	–	1,353	–	0.01%	–
BIO	New	BIO-RAD LABS INCcl a	$202,000	–	648	–	0.01%	–
CRTO	Exit	Criteo SAspons ads	$0	–	-16,096	–	-0.02%	–
TSU	Exit	TIM PARTICIPACOES S Asponsored adr	$0	–	-101,386	–	-0.07%	–
NXPI	Exit	NXP SEMICONDUCTORS NV	$0	–	-63,401	–	-0.27%	–
FOXA	Exit	Twenty First Centy Fox Inccl a	$0	–	-141,579	–	-0.27%	–
PRU	Exit	Prudential Finl Inc	$0	–	-80,290	–	-0.30%	–
TIF	Exit	Tiffany & Co NEW	$0	–	-68,305	–	-0.35%	–
AMAT	Exit	Applied Matls Inc	$0	–	-390,098	–	-0.70%	–

Q2 2018

			Value		Shares		↓ Weighting
BABA	New	Alibaba Group Hldg LTDsponsored ads	$2,413,173,000	–	12,970,558	–	93.79%	–
FOX	New	Twenty First Centy Fox Inccl b	$29,386,000	–	595,455	–	1.14%	–
CSTM	New	Constellium NVcl a	$28,184,000	–	2,684,189	–	1.10%	–
AMAT	New	Applied Matls Inc	$18,142,000	–	390,098	–	0.70%	–
LNC	New	Lincoln Natl Corp IND	$17,817,000	–	281,418	–	0.69%	–
ATUS	New	ALTICE USA INCcl a	$15,682,000	–	923,562	–	0.61%	–
TIF	New	Tiffany & Co NEW	$9,031,000	–	68,305	–	0.35%	–
ASH	New	ASHLAND GLOBAL HLDGS INC	$8,511,000	–	108,536	–	0.33%	–
AY	New	Atlantica Yield PLC	$8,368,000	–	416,755	–	0.32%	–
PRU	New	Prudential Finl Inc	$7,622,000	–	80,290	–	0.30%	–
FOXA	New	Twenty First Centy Fox Inccl a	$7,058,000	–	141,579	–	0.27%	–
NXPI	New	NXP SEMICONDUCTORS NV	$6,962,000	–	63,401	–	0.27%	–
TSU	New	TIM PARTICIPACOES S Asponsored adr	$1,726,000	–	101,386	–	0.07%	–
CRTO	New	Criteo SAspons ads	$525,000	–	16,096	–	0.02%	–
VOD	New	VODAFONE GROUP PLC NEWsponsored adr	$422,000	–	17,303	–	0.02%	–
MA	New	MASTERCARD INCORPORATEDcl a	$321,000	–	1,627	–	0.01%	–

Q4 2017

			Value		Shares		↓ Weighting
LBTYA	Exit	LIBERTY GLOBAL PLC	$0	–	-8,726	–	-0.01%	–
VOD	Exit	VODAFONE GROUP PLC NEWsponsored adr	$0	–	-14,977	–	-0.02%	–
IPG	Exit	INTERPUBLIC GROUP COS INC	$0	–	-18,222	–	-0.03%	–
ZTS	Exit	ZOETIS INCcl a	$0	–	-23,522	–	-0.06%	–
JNPR	Exit	JUNIPER NETWORKS INC	$0	–	-139,070	–	-0.17%	–
EEM	Exit	ISHARES TRmsci emg mkt etf	$0	–	-50,700	–	-0.19%	–
PRU	Exit	PRUDENTIAL FINL INC	$0	–	-43,077	–	-0.20%	–
AY	Exit	ATLANTICA YIELD PLC	$0	–	-310,096	–	-0.27%	–
ASH	Exit	ASHLAND GLOBAL HLDGS INC	$0	–	-104,094	–	-0.30%	–
CRTO	Exit	CRITEO S Aspons ads	$0	–	-203,087	–	-0.41%	–
CL	Exit	COLGATE PALMOLIVE CO	$0	–	-177,167	–	-0.57%	–
OMC	Exit	OMNICOM GROUP INC	$0	–	-190,475	–	-0.67%	–
CSTM	Exit	CONSTELLIUM NVcl a	$0	–	-1,512,210	–	-0.68%	–
MON	Exit	MONSANTO CO NEW	$0	–	-206,364	–	-1.08%	–
BG	Exit	BUNGE LIMITED	$0	–	-431,231	–	-1.32%	–
TIF	Exit	TIFFANY & CO NEW	$0	–	-397,158	–	-1.60%	–
PM	Exit	PHILIP MORRIS INTL INC	$0	–	-1,089,684	–	-5.34%	–
BABA	Exit	ALIBABA GROUP HLDG LTDsponsored ads	$0	–	-11,598,897	–	-87.08%	–

Q3 2017

			Value		Shares		↓ Weighting
BABA	Buy	ALIBABA GROUP HLDG LTDsponsored ads	$1,986,697,000	+73.8%	11,598,897	+37.1%	87.08%	+6.3%
PM	Buy	PHILIP MORRIS INTL INC	$121,717,000	+159.9%	1,089,684	+173.4%	5.34%	+59.0%
TIF	Buy	TIFFANY & CO NEW	$36,527,000	+16.5%	397,158	+19.0%	1.60%	-28.7%
BG	Sell	BUNGE LIMITED	$30,001,000	-65.5%	431,231	-63.3%	1.32%	-78.9%
MON	Buy	MONSANTO CO NEW	$24,656,000	+57.4%	206,364	+55.7%	1.08%	-3.7%
CSTM	Sell	CONSTELLIUM NVcl a	$15,500,000	+50.0%	1,512,210	-0.1%	0.68%	-8.2%
OMC	New	OMNICOM GROUP INC	$15,377,000	–	190,475	–	0.67%	–
CL	Buy	COLGATE PALMOLIVE CO	$12,940,000	+101.9%	177,167	+105.4%	0.57%	+23.5%
CRTO	Sell	CRITEO S Aspons ads	$9,312,000	-69.4%	203,087	-67.7%	0.41%	-81.3%
ASH	New	ASHLAND GLOBAL HLDGS INC	$6,850,000	–	104,094	–	0.30%	–
AY	Buy	ATLANTICA YIELD PLC	$6,087,000	-4.3%	310,096	+2.7%	0.27%	-41.4%
PRU	New	PRUDENTIAL FINL INC	$4,572,000	–	43,077	–	0.20%	–
EEM	New	ISHARES TRmsci emg mkt etf	$4,372,000	–	50,700	–	0.19%	–
JNPR	Buy	JUNIPER NETWORKS INC	$3,866,000	+41.9%	139,070	+42.1%	0.17%	-13.3%
ZTS	Buy	ZOETIS INCcl a	$1,484,000	+16.1%	23,522	+15.3%	0.06%	-29.3%
IPG	New	INTERPUBLIC GROUP COS INC	$652,000	–	18,222	–	0.03%	–
VOD	Buy	VODAFONE GROUP PLC NEWsponsored adr	$426,000	+15.4%	14,977	+16.3%	0.02%	-26.9%
LBTYA	Sell	LIBERTY GLOBAL PLC	$295,000	-80.2%	8,726	-82.3%	0.01%	-87.9%
TSU	Exit	TIM PARTICIPACOES S Asponsored adr	$0	–	-200,215	–	-0.21%	–
RAI	Exit	REYNOLDS AMERICAN INC	$0	–	-145,648	–	-0.68%	–

Q2 2017

			Value		Shares		↓ Weighting
BABA	New	ALIBABA GROUP HLDG LTDsponsored ads	$1,143,064,000	–	8,457,107	–	81.91%	–
BG	New	BUNGE LIMITED	$86,883,000	–	1,176,479	–	6.23%	–
PM	New	PHILIP MORRIS INTL INC	$46,831,000	–	398,581	–	3.36%	–
TIF	New	TIFFANY & CO NEW	$31,346,000	–	333,685	–	2.25%	–
CRTO	New	CRITEO S Aspons ads	$30,399,000	–	627,983	–	2.18%	–
MON	New	MONSANTO CO NEW	$15,663,000	–	132,525	–	1.12%	–
CSTM	New	CONSTELLIUM NVcl a	$10,332,000	–	1,513,802	–	0.74%	–
RAI	New	REYNOLDS AMERICAN INC	$9,450,000	–	145,648	–	0.68%	–
CL	New	COLGATE PALMOLIVE CO	$6,408,000	–	86,238	–	0.46%	–
AY	New	ATLANTICA YIELD PLC	$6,360,000	–	301,991	–	0.46%	–
TSU	New	TIM PARTICIPACOES S Asponsored adr	$2,921,000	–	200,215	–	0.21%	–
JNPR	New	JUNIPER NETWORKS INC	$2,725,000	–	97,840	–	0.20%	–
LBTYA	New	LIBERTY GLOBAL PLC	$1,489,000	–	49,430	–	0.11%	–
ZTS	New	ZOETIS INCcl a	$1,278,000	–	20,398	–	0.09%	–
VOD	New	VODAFONE GROUP PLC NEWsponsored adr	$369,000	–	12,881	–	0.03%	–

Q4 2016

			Value		Shares		↓ Weighting
CSTM	Exit	CONSTELLIUM NVcl a	$0	–	-111,457	–	-0.16%	–
ZTS	Exit	ZOETIS INCcl a	$0	–	-51,716	–	-0.55%	–
CRTO	Exit	CRITEO S Aspons ads	$0	–	-108,951	–	-0.80%	–
JNPR	Exit	JUNIPER NETWORKS INC	$0	–	-174,830	–	-0.86%	–
TIF	Exit	TIFFANY & CO NEW	$0	–	-80,212	–	-1.20%	–
USMV	Exit	ISHARES TRmin vol usa etf	$0	–	-202,085	–	-1.89%	–
VIP	Exit	VIMPELCOM LTDsponsored adr	$0	–	-3,594,372	–	-2.59%	–
CNVAF	Exit	CNOVA N V	$0	–	-2,454,675	–	-2.70%	–
MJN	Exit	MEAD JOHNSON NUTRITION CO	$0	–	-259,965	–	-4.22%	–
AY	Exit	ATLANTICA YIELD PLC	$0	–	-1,333,995	–	-5.23%	–
TSU	Exit	TIM PARTICIPACOES S Asponsored adr	$0	–	-2,345,960	–	-5.97%	–
BABA	Exit	ALIBABA GROUP HLDG LTDsponsored ads	$0	–	-3,730,600	–	-73.83%	–

Q3 2016

			Value		Shares		↓ Weighting
BABA	Buy	ALIBABA GROUP HLDG LTDsponsored ads	$359,128,000	+49.6%	3,730,600	+23.9%	73.83%	+7.4%
TSU	Sell	TIM PARTICIPACOES S Asponsored adr	$29,020,000	-9.1%	2,345,960	-22.8%	5.97%	-34.8%
AY	Buy	ATLANTICA YIELD PLC	$25,439,000	+4.0%	1,333,995	+0.6%	5.23%	-25.4%
MJN	Sell	MEAD JOHNSON NUTRITION CO	$20,545,000	-13.7%	259,965	-1.1%	4.22%	-38.1%
CNVAF	Buy	CNOVA N V	$13,108,000	+43.2%	2,454,675	+34.1%	2.70%	+2.7%
VIP	New	VIMPELCOM LTDsponsored adr	$12,580,000	–	3,594,372	–	2.59%	–
USMV	New	ISHARES TRmin vol usa etf	$9,193,000	–	202,085	–	1.89%	–
TIF	Sell	TIFFANY & CO NEW	$5,837,000	+19.7%	80,212	-1.3%	1.20%	-14.2%
JNPR	Sell	JUNIPER NETWORKS INC	$4,192,000	+7.1%	174,830	-1.3%	0.86%	-23.1%
CRTO	Sell	CRITEO S Aspons ads	$3,917,000	-28.2%	108,951	-63.1%	0.80%	-48.5%
ZTS	Sell	ZOETIS INCcl a	$2,671,000	+7.5%	51,716	-1.3%	0.55%	-22.9%
CSTM	Buy	CONSTELLIUM NVcl a	$804,000	+118.5%	111,457	+39.7%	0.16%	+57.1%
ALK	Exit	ALASKA AIR GROUP INC	$0	–	-3,720	–	-0.06%	–
VZ	Exit	VERIZON COMMUNICATIONS INC	$0	–	-414,671	–	-0.06%	–
NKE	Exit	NIKE INCcl b	$0	–	-4,343	–	-0.07%	–
STZ	Exit	CONSTELLATION BRANDS INCcl a	$0	–	-1,516	–	-0.07%	–
OMC	Exit	OMNICOM GROUP INC	$0	–	-237,751	–	-0.07%	–
ORLY	Exit	O REILLY AUTOMOTIVE INC NEW	$0	–	-1,021	–	-0.08%	–
AVGO	Exit	BROADCOM LTD	$0	–	-1,817	–	-0.08%	–
FISV	Exit	FISERV INC	$0	–	-2,913	–	-0.09%	–
T	Exit	AT&T INC	$0	–	-651,637	–	-0.14%	–

Q2 2016

			Value		Shares		↓ Weighting
BABA	New	ALIBABA GROUP HLDG LTDsponsored ads	$240,011,000	–	3,010,000	–	68.77%	–
TSU	New	TIM PARTICIPACOES S Asponsored adr	$31,912,000	–	3,039,208	–	9.14%	–
AY	New	ATLANTICA YIELD PLC	$24,454,000	–	1,326,118	–	7.01%	–
MJN	New	MEAD JOHNSON NUTRITION CO	$23,799,000	–	262,858	–	6.82%	–
CNVAF	New	CNOVA N V	$9,153,000	–	1,830,594	–	2.62%	–
CRTO	New	CRITEO S Aspons ads	$5,458,000	–	295,502	–	1.56%	–
TIF	New	TIFFANY & CO NEW	$4,878,000	–	81,239	–	1.40%	–
JNPR	New	JUNIPER NETWORKS INC	$3,913,000	–	177,154	–	1.12%	–
ZTS	New	ZOETIS INCcl a	$2,485,000	–	52,378	–	0.71%	–
T	New	AT&T INC	$501,000	–	651,637	–	0.14%	–
CSTM	New	CONSTELLIUM NVcl a	$368,000	–	79,781	–	0.10%	–
FISV	New	FISERV INC	$313,000	–	2,913	–	0.09%	–
AVGO	New	BROADCOM LTD	$283,000	–	1,817	–	0.08%	–
ORLY	New	O REILLY AUTOMOTIVE INC NEW	$277,000	–	1,021	–	0.08%	–
OMC	New	OMNICOM GROUP INC	$253,000	–	237,751	–	0.07%	–
STZ	New	CONSTELLATION BRANDS INCcl a	$248,000	–	1,516	–	0.07%	–
NKE	New	NIKE INCcl b	$239,000	–	4,343	–	0.07%	–
VZ	New	VERIZON COMMUNICATIONS INC	$224,000	–	414,671	–	0.06%	–
ALK	New	ALASKA AIR GROUP INC	$216,000	–	3,720	–	0.06%	–

Q4 2015

			Value		Shares		↓ Weighting
UAA	Exit	UNDER ARMOUR INCcl a	$0	–	-2,080	–	-0.33%	–
ALK	Exit	ALASKA AIR GROUP INC	$0	–	-2,730	–	-0.35%	–
WAB	Exit	WABTEC CORP	$0	–	-3,180	–	-0.45%	–
DIS	Exit	DISNEY WALT CO	$0	–	-2,840	–	-0.47%	–
FISV	Exit	FISERV INC	$0	–	-3,630	–	-0.51%	–
AGN	Exit	ALLERGAN PLC	$0	–	-1,190	–	-0.52%	–
NKE	Exit	NIKE INCcl b	$0	–	-2,700	–	-0.53%	–
CNVAF	Exit	CNOVA N V	$0	–	-767,892	–	-3.81%	–
LBTYA	Exit	LIBERTY GLOBAL PLCput	$0	–	-130,000	–	-9.06%	–
CRTO	Exit	CRITEO S Aspons ads	$0	–	-184,999	–	-11.09%	–
MJN	Exit	MEAD JOHNSON NUTRITION CO	$0	–	-280,397	–	-32.04%	–
TSU	Exit	TIM PARTICIPACOES S Asponsored adr	$0	–	-2,606,125	–	-40.86%	–

Q3 2015

			Value		Shares		↓ Weighting
TSU	Buy	TIM PARTICIPACOES S Asponsored adr	$25,175,000	-31.4%	2,606,125	+15.1%	40.86%	+2.3%
MJN	Sell	MEAD JOHNSON NUTRITION CO	$19,737,000	-41.9%	280,397	-25.3%	32.04%	-13.2%
CRTO	Buy	CRITEO S Aspons ads	$6,830,000	+51.7%	184,999	+93.2%	11.09%	+126.5%
LBTYA	New	LIBERTY GLOBAL PLCput	$5,582,000	–	130,000	–	9.06%	–
NKE	New	NIKE INCcl b	$328,000	–	2,700	–	0.53%	–
FISV	Buy	FISERV INC	$312,000	+12.6%	3,630	+8.4%	0.51%	+68.1%
DIS	New	DISNEY WALT CO	$287,000	–	2,840	–	0.47%	–
WAB	New	WABTEC CORP	$276,000	–	3,180	–	0.45%	–
ALK	New	ALASKA AIR GROUP INC	$215,000	–	2,730	–	0.35%	–
UAA	New	UNDER ARMOUR INCcl a	$201,000	–	2,080	–	0.33%	–
XRX	Exit	XEROX CORP	$0	–	-14,464	–	-0.17%	–
DISCA	Exit	DISCOVERY COMMUNICATNS NEW	$0	–	-6,042	–	-0.22%	–
DE	Exit	DEERE & CO	$0	–	-2,119	–	-0.22%	–
CTXS	Exit	CITRIX SYS INC	$0	–	-2,909	–	-0.22%	–
GS	Exit	GOLDMAN SACHS GROUP INC	$0	–	-988	–	-0.22%	–
CF	Exit	CF INDS HLDGS INC	$0	–	-3,275	–	-0.23%	–
AIG	Exit	AMERICAN INTL GROUP INC	$0	–	-3,392	–	-0.23%	–
GME	Exit	GAMESTOP CORP NEWcl a	$0	–	-4,896	–	-0.23%	–
CAM	Exit	CAMERON INTERNATIONAL CORP	$0	–	-4,119	–	-0.23%	–
JNPR	Exit	JUNIPER NETWORKS INC	$0	–	-8,232	–	-0.23%	–
EXPE	Exit	EXPEDIA INC DEL	$0	–	-1,974	–	-0.23%	–
HPQ	Exit	HEWLETT PACKARD CO	$0	–	-7,355	–	-0.24%	–
LYB	Exit	LYONDELLBASELL INDUSTRIES N	$0	–	-2,117	–	-0.24%	–
HAS	Exit	HASBRO INC	$0	–	-2,939	–	-0.24%	–
ALTR	Exit	ALTERA CORP	$0	–	-4,331	–	-0.24%	–
HCA	Exit	HCA HOLDINGS INC	$0	–	-2,470	–	-0.24%	–
URI	Exit	UNITED RENTALS INC	$0	–	-2,659	–	-0.25%	–
CI	Exit	CIGNA CORPORATION	$0	–	-1,435	–	-0.26%	–
ORLY	Exit	O REILLY AUTOMOTIVE INC NEW	$0	–	-1,249	–	-0.31%	–
DFS	Exit	DISCOVER FINL SVCS	$0	–	-5,498	–	-0.34%	–
XLE	Exit	SELECT SECTOR SPDR TRsbi int-energy	$0	–	-1,600	–	-0.43%	–
EEM	Exit	ISHARES TRmsci emg mkt etf	$0	–	-3,200	–	-0.50%	–
EWJ	Exit	ISHARESmsci japan etf	$0	–	-55,000	–	-1.06%	–
SPY	Exit	SPDR S&P 500 ETF TRtr unit	$0	–	-9,900	–	-2.21%	–
TMUS	Exit	T MOBILE US INC	$0	–	-90,819	–	-3.85%	–

Q2 2015

			Value		Shares		↓ Weighting
TSU	New	TIM PARTICIPACOES S Asponsored adr	$36,714,000	–	2,264,905	–	39.93%	–
MJN	New	MEAD JOHNSON NUTRITION CO	$33,950,000	–	375,557	–	36.92%	–
CRTO	New	CRITEO S Aspons ads	$4,501,000	–	95,740	–	4.90%	–
CNVAF	New	CNOVA N V	$4,331,000	–	767,892	–	4.71%	–
TMUS	New	T MOBILE US INC	$3,541,000	–	90,819	–	3.85%	–
SPY	New	SPDR S&P 500 ETF TRtr unit	$2,035,000	–	9,900	–	2.21%	–
EWJ	New	ISHARESmsci japan etf	$974,000	–	55,000	–	1.06%	–
EEM	New	ISHARES TRmsci emg mkt etf	$462,000	–	3,200	–	0.50%	–
XLE	New	SELECT SECTOR SPDR TRsbi int-energy	$396,000	–	1,600	–	0.43%	–
AGN	New	ALLERGAN PLC	$357,000	–	1,190	–	0.39%	–
DFS	New	DISCOVER FINL SVCS	$317,000	–	5,498	–	0.34%	–
ORLY	New	O REILLY AUTOMOTIVE INC NEW	$284,000	–	1,249	–	0.31%	–
FISV	New	FISERV INC	$277,000	–	3,350	–	0.30%	–
CI	New	CIGNA CORPORATION	$236,000	–	1,435	–	0.26%	–
URI	New	UNITED RENTALS INC	$234,000	–	2,659	–	0.25%	–
HCA	New	HCA HOLDINGS INC	$224,000	–	2,470	–	0.24%	–
ALTR	New	ALTERA CORP	$222,000	–	4,331	–	0.24%	–
HAS	New	HASBRO INC	$221,000	–	2,939	–	0.24%	–
LYB	New	LYONDELLBASELL INDUSTRIES N	$220,000	–	2,117	–	0.24%	–
HPQ	New	HEWLETT PACKARD CO	$218,000	–	7,355	–	0.24%	–
EXPE	New	EXPEDIA INC DEL	$215,000	–	1,974	–	0.23%	–
JNPR	New	JUNIPER NETWORKS INC	$215,000	–	8,232	–	0.23%	–
CAM	New	CAMERON INTERNATIONAL CORP	$213,000	–	4,119	–	0.23%	–
GME	New	GAMESTOP CORP NEWcl a	$210,000	–	4,896	–	0.23%	–
AIG	New	AMERICAN INTL GROUP INC	$209,000	–	3,392	–	0.23%	–
CF	New	CF INDS HLDGS INC	$209,000	–	3,275	–	0.23%	–
GS	New	GOLDMAN SACHS GROUP INC	$206,000	–	988	–	0.22%	–
CTXS	New	CITRIX SYS INC	$204,000	–	2,909	–	0.22%	–
DE	New	DEERE & CO	$203,000	–	2,119	–	0.22%	–
DISCA	New	DISCOVERY COMMUNICATNS NEW	$201,000	–	6,042	–	0.22%	–
XRX	New	XEROX CORP	$155,000	–	14,464	–	0.17%	–

Q4 2014

			Value		Shares		↓ Weighting
CBS	Exit	CBS CORP NEWcl b	$0	–	-3,921	–	-0.12%	–
HRS	Exit	HARRIS CORP DEL	$0	–	-3,229	–	-0.13%	–
AVY	Exit	AVERY DENNISON CORP	$0	–	-4,777	–	-0.13%	–
GLW	Exit	CORNING INC	$0	–	-11,127	–	-0.13%	–
VIAB	Exit	VIACOM INC NEWcl b	$0	–	-2,813	–	-0.13%	–
FOSL	Exit	FOSSIL GROUP INC	$0	–	-2,325	–	-0.13%	–
MOS	Exit	MOSAIC CO NEW	$0	–	-4,941	–	-0.13%	–
DE	Exit	DEERE & CO	$0	–	-2,684	–	-0.13%	–
IR	Exit	INGERSOLL-RAND PLC	$0	–	-3,904	–	-0.13%	–
JNPR	Exit	JUNIPER NETWORKS INC	$0	–	-9,948	–	-0.13%	–
PNR	Exit	PENTAIR PLC	$0	–	-3,384	–	-0.13%	–
HAL	Exit	HALLIBURTON CO	$0	–	-3,430	–	-0.13%	–
TMK	Exit	TORCHMARK CORP	$0	–	-4,271	–	-0.13%	–
CAT	Exit	CATERPILLAR INC DEL	$0	–	-2,251	–	-0.13%	–
4107PS	Exit	MEADWESTVACO CORP	$0	–	-5,523	–	-0.13%	–
FITB	Exit	FIFTH THIRD BANCORP	$0	–	-11,384	–	-0.13%	–
CCE	Exit	COCA COLA ENTERPRISES INC NE	$0	–	-5,114	–	-0.13%	–
IPG	Exit	INTERPUBLIC GROUP COS INC	$0	–	-12,518	–	-0.13%	–
ORCL	Exit	ORACLE CORP	$0	–	-6,014	–	-0.14%	–
AZO	Exit	AUTOZONE INC	$0	–	-453	–	-0.14%	–
HES	Exit	HESS CORP	$0	–	-2,464	–	-0.14%	–
SNDK	Exit	SANDISK CORP	$0	–	-2,335	–	-0.14%	–
MSI	Exit	MOTOROLA SOLUTIONS INC	$0	–	-3,671	–	-0.14%	–
OMC	Exit	OMNICOM GROUP INC	$0	–	-349,500	–	-0.14%	–
PBCT	Exit	PEOPLES UNITED FINANCIAL INC	$0	–	-16,202	–	-0.14%	–
VAR	Exit	VARIAN MED SYS INC	$0	–	-2,923	–	-0.14%	–
AON	Exit	AON PLC	$0	–	-2,705	–	-0.14%	–
ITW	Exit	ILLINOIS TOOL WKS INC	$0	–	-2,775	–	-0.14%	–
LLL	Exit	L-3 COMMUNICATIONS HLDGS INC	$0	–	-2,024	–	-0.14%	–
ALK	Exit	ALASKA AIR GROUP INC	$0	–	-5,460	–	-0.14%	–
CAM	Exit	CAMERON INTERNATIONAL CORP	$0	–	-3,589	–	-0.14%	–
CI	Exit	CIGNA CORPORATION	$0	–	-2,642	–	-0.14%	–
TWC	Exit	TIME WARNER CABLE INC	$0	–	-1,658	–	-0.14%	–
AIZ	Exit	ASSURANT INC	$0	–	-3,723	–	-0.14%	–
ZION	Exit	ZIONS BANCORPORATION	$0	–	-8,259	–	-0.14%	–
MMM	Exit	3M CO	$0	–	-1,707	–	-0.14%	–
LH	Exit	LABORATORY CORP AMER HLDGS	$0	–	-2,373	–	-0.14%	–
NVDA	Exit	NVIDIA CORP	$0	–	-13,168	–	-0.14%	–
CSC	Exit	COMPUTER SCIENCES CORP	$0	–	-4,007	–	-0.14%	–
DISCA	Exit	DISCOVERY COMMUNICATNS NEW	$0	–	-6,405	–	-0.14%	–
LM	Exit	LEGG MASON INC	$0	–	-4,737	–	-0.14%	–
TRV	Exit	TRAVELERS COMPANIES INC	$0	–	-2,599	–	-0.14%	–
AET	Exit	AETNA INC NEW	$0	–	-3,006	–	-0.14%	–
GPS	Exit	GAP INC DEL	$0	–	-5,877	–	-0.14%	–
M	Exit	MACYS INC	$0	–	-4,210	–	-0.14%	–
BCR	Exit	BARD C R INC	$0	–	-1,702	–	-0.14%	–
ACN	Exit	ACCENTURE PLC IRELAND	$0	–	-3,006	–	-0.14%	–
BA	Exit	BOEING CO	$0	–	-1,921	–	-0.14%	–
BLL	Exit	BALL CORP	$0	–	-3,885	–	-0.14%	–
NEU	Exit	NEWMARKET CORP	$0	–	-640	–	-0.14%	–
ESRX	Exit	EXPRESS SCRIPTS HLDG CO	$0	–	-3,505	–	-0.14%	–
A309PS	Exit	DIRECTV	$0	–	-2,859	–	-0.14%	–
ADT	Exit	THE ADT CORPORATION	$0	–	-6,998	–	-0.14%	–
XL	Exit	XL GROUP PLC	$0	–	-7,462	–	-0.14%	–
CSCO	Exit	CISCO SYS INC	$0	–	-9,856	–	-0.14%	–
STX	Exit	SEAGATE TECHNOLOGY PLC	$0	–	-4,309	–	-0.14%	–
CFN	Exit	CAREFUSION CORP	$0	–	-5,480	–	-0.15%	–
DLTR	Exit	DOLLAR TREE INC	$0	–	-4,463	–	-0.15%	–
GME	Exit	GAMESTOP CORP NEWcl a	$0	–	-6,052	–	-0.15%	–
AMP	Exit	AMERIPRISE FINL INC	$0	–	-2,035	–	-0.15%	–
WDC	Exit	WESTERN DIGITAL CORP	$0	–	-2,633	–	-0.15%	–
ALL	Exit	ALLSTATE CORP	$0	–	-4,158	–	-0.15%	–
HIG	Exit	HARTFORD FINL SVCS GROUP INC	$0	–	-6,820	–	-0.15%	–
TSN	Exit	TYSON FOODS INCcl a	$0	–	-6,488	–	-0.15%	–
DGX	Exit	QUEST DIAGNOSTICS INC	$0	–	-4,164	–	-0.15%	–
CHRW	Exit	C H ROBINSON WORLDWIDE INC	$0	–	-3,829	–	-0.15%	–
IBM	Exit	INTERNATIONAL BUSINESS MACHS	$0	–	-1,348	–	-0.15%	–
KR	Exit	KROGER CO	$0	–	-4,934	–	-0.15%	–
GMCR	Exit	KEURIG GREEN MTN INC	$0	–	-1,954	–	-0.15%	–
XRX	Exit	XEROX CORP	$0	–	-19,539	–	-0.15%	–
CVS	Exit	CVS HEALTH CORP	$0	–	-3,236	–	-0.15%	–
DG	Exit	DOLLAR GEN CORP NEW	$0	–	-4,237	–	-0.15%	–
FFIV	Exit	F5 NETWORKS INC	$0	–	-2,181	–	-0.15%	–
DNB	Exit	DUN & BRADSTREET CORP DEL NE	$0	–	-2,214	–	-0.15%	–
MCO	Exit	MOODYS CORP	$0	–	-2,781	–	-0.15%	–
WYND	Exit	WYNDHAM WORLDWIDE CORP	$0	–	-3,224	–	-0.15%	–
FDX	Exit	FEDEX CORP	$0	–	-1,608	–	-0.15%	–
URBN	Exit	URBAN OUTFITTERS INC	$0	–	-7,179	–	-0.15%	–
MPC	Exit	MARATHON PETE CORP	$0	–	-3,130	–	-0.16%	–
AAPL	Exit	APPLE INC	$0	–	-2,628	–	-0.16%	–
WAB	Exit	WABTEC CORP	$0	–	-3,250	–	-0.16%	–
GD	Exit	GENERAL DYNAMICS CORP	$0	–	-2,096	–	-0.16%	–
MAR	Exit	MARRIOTT INTL INC NEWcl a	$0	–	-3,803	–	-0.16%	–
STT	Exit	STATE STR CORP	$0	–	-3,614	–	-0.16%	–
GS	Exit	GOLDMAN SACHS GROUP INC	$0	–	-1,455	–	-0.16%	–
INTU	Exit	INTUIT	$0	–	-3,024	–	-0.16%	–
LOW	Exit	LOWES COS INC	$0	–	-5,089	–	-0.16%	–
NOC	Exit	NORTHROP GRUMMAN CORP	$0	–	-2,042	–	-0.16%	–
NWL	Exit	NEWELL RUBBERMAID INC	$0	–	-7,884	–	-0.16%	–
V107SC	Exit	WELLPOINT INC	$0	–	-2,267	–	-0.16%	–
VRSN	Exit	VERISIGN INC	$0	–	-4,979	–	-0.16%	–
UNP	Exit	UNION PAC CORP	$0	–	-2,540	–	-0.16%	–
LUMN	Exit	CENTURYLINK INC	$0	–	-6,804	–	-0.16%	–
HD	Exit	HOME DEPOT INC	$0	–	-3,017	–	-0.16%	–
BBBY	Exit	BED BATH & BEYOND INC	$0	–	-4,236	–	-0.16%	–
CF	Exit	CF INDS HLDGS INC	$0	–	-1,016	–	-0.16%	–
KSS	Exit	KOHLS CORP	$0	–	-4,644	–	-0.16%	–
YHOO	Exit	YAHOO INC	$0	–	-6,919	–	-0.17%	–
NTAP	Exit	NETAPP INC	$0	–	-6,685	–	-0.17%	–
B108PS	Exit	ACTAVIS PLC	$0	–	-1,190	–	-0.17%	–
EW	Exit	EDWARDS LIFESCIENCES CORP	$0	–	-2,831	–	-0.17%	–
CELG	Exit	CELGENE CORP	$0	–	-3,194	–	-0.18%	–
LUV	Exit	SOUTHWEST AIRLS CO	$0	–	-9,067	–	-0.18%	–
FISV	Exit	FISERV INC	$0	–	-5,040	–	-0.19%	–
T	Exit	AT&T INC	$0	–	-820,995	–	-0.23%	–
MT	Exit	ARCELORMITTAL SA LUXEMBOURGny registry sh	$0	–	-197,639	–	-1.58%	–
ARMH	Exit	ARM HLDGS PLCsponsored adr	$0	–	-1,240,873	–	-1.98%	–
OIBR	Exit	OI S.A.spn adr rep pfd	$0	–	-6,151,403	–	-2.45%	–
WWAV	Exit	WHITEWAVE FOODS CO	$0	–	-183,200	–	-3.85%	–
CRTO	Exit	CRITEO S Aspons ads	$0	–	-236,549	–	-4.57%	–
MJN	Exit	MEAD JOHNSON NUTRITION CO	$0	–	-187,391	–	-10.52%	–
EWZ	Exit	ISHARESmsci brz cap etf	$0	–	-1,000,867	–	-13.06%	–
TSU	Exit	TIM PARTICIPACOES S Asponsored adr	$0	–	-3,019,380	–	-46.52%	–

Q3 2014

			Value		Shares		↓ Weighting
TSU	New	TIM PARTICIPACOES S Asponsored adr	$79,772,000	–	3,019,380	–	46.52%	–
EWZ	New	ISHARESmsci brz cap etf	$22,401,000	–	1,000,867	–	13.06%	–
MJN	New	MEAD JOHNSON NUTRITION CO	$18,046,000	–	187,391	–	10.52%	–
CRTO	New	CRITEO S Aspons ads	$7,839,000	–	236,549	–	4.57%	–
WWAV	New	WHITEWAVE FOODS CO	$6,608,000	–	183,200	–	3.85%	–
OIBR	New	OI S.A.spn adr rep pfd	$4,203,000	–	6,151,403	–	2.45%	–
ARMH	New	ARM HLDGS PLCsponsored adr	$3,392,000	–	1,240,873	–	1.98%	–
MT	New	ARCELORMITTAL SA LUXEMBOURGny registry sh	$2,706,000	–	197,639	–	1.58%	–
T	New	AT&T INC	$400,000	–	820,995	–	0.23%	–
FISV	New	FISERV INC	$328,000	–	5,040	–	0.19%	–
LUV	New	SOUTHWEST AIRLS CO	$309,000	–	9,067	–	0.18%	–
CELG	New	CELGENE CORP	$304,000	–	3,194	–	0.18%	–
EW	New	EDWARDS LIFESCIENCES CORP	$292,000	–	2,831	–	0.17%	–
B108PS	New	ACTAVIS PLC	$288,000	–	1,190	–	0.17%	–
NTAP	New	NETAPP INC	$287,000	–	6,685	–	0.17%	–
YHOO	New	YAHOO INC	$284,000	–	6,919	–	0.17%	–
KSS	New	KOHLS CORP	$283,000	–	4,644	–	0.16%	–
CF	New	CF INDS HLDGS INC	$283,000	–	1,016	–	0.16%	–
HD	New	HOME DEPOT INC	$280,000	–	3,017	–	0.16%	–
BBBY	New	BED BATH & BEYOND INC	$280,000	–	4,236	–	0.16%	–
LUMN	New	CENTURYLINK INC	$277,000	–	6,804	–	0.16%	–
UNP	New	UNION PAC CORP	$278,000	–	2,540	–	0.16%	–
VRSN	New	VERISIGN INC	$276,000	–	4,979	–	0.16%	–
V107SC	New	WELLPOINT INC	$274,000	–	2,267	–	0.16%	–
NWL	New	NEWELL RUBBERMAID INC	$272,000	–	7,884	–	0.16%	–
NOC	New	NORTHROP GRUMMAN CORP	$271,000	–	2,042	–	0.16%	–
LOW	New	LOWES COS INC	$270,000	–	5,089	–	0.16%	–
INTU	New	INTUIT	$268,000	–	3,024	–	0.16%	–
STT	New	STATE STR CORP	$267,000	–	3,614	–	0.16%	–
GD	New	GENERAL DYNAMICS CORP	$268,000	–	2,096	–	0.16%	–
GS	New	GOLDMAN SACHS GROUP INC	$268,000	–	1,455	–	0.16%	–
MAR	New	MARRIOTT INTL INC NEWcl a	$268,000	–	3,803	–	0.16%	–
AAPL	New	APPLE INC	$266,000	–	2,628	–	0.16%	–
MPC	New	MARATHON PETE CORP	$265,000	–	3,130	–	0.16%	–
WAB	New	WABTEC CORP	$266,000	–	3,250	–	0.16%	–
URBN	New	URBAN OUTFITTERS INC	$264,000	–	7,179	–	0.15%	–
MCO	New	MOODYS CORP	$263,000	–	2,781	–	0.15%	–
FDX	New	FEDEX CORP	$263,000	–	1,608	–	0.15%	–
WYND	New	WYNDHAM WORLDWIDE CORP	$263,000	–	3,224	–	0.15%	–
DNB	New	DUN & BRADSTREET CORP DEL NE	$260,000	–	2,214	–	0.15%	–
DG	New	DOLLAR GEN CORP NEW	$260,000	–	4,237	–	0.15%	–
FFIV	New	F5 NETWORKS INC	$260,000	–	2,181	–	0.15%	–
XRX	New	XEROX CORP	$259,000	–	19,539	–	0.15%	–
CVS	New	CVS HEALTH CORP	$259,000	–	3,236	–	0.15%	–
GMCR	New	KEURIG GREEN MTN INC	$257,000	–	1,954	–	0.15%	–
KR	New	KROGER CO	$257,000	–	4,934	–	0.15%	–
IBM	New	INTERNATIONAL BUSINESS MACHS	$257,000	–	1,348	–	0.15%	–
DGX	New	QUEST DIAGNOSTICS INC	$255,000	–	4,164	–	0.15%	–
TSN	New	TYSON FOODS INCcl a	$256,000	–	6,488	–	0.15%	–
CHRW	New	C H ROBINSON WORLDWIDE INC	$255,000	–	3,829	–	0.15%	–
HIG	New	HARTFORD FINL SVCS GROUP INC	$256,000	–	6,820	–	0.15%	–
WDC	New	WESTERN DIGITAL CORP	$256,000	–	2,633	–	0.15%	–
ALL	New	ALLSTATE CORP	$256,000	–	4,158	–	0.15%	–
AMP	New	AMERIPRISE FINL INC	$253,000	–	2,035	–	0.15%	–
GME	New	GAMESTOP CORP NEWcl a	$252,000	–	6,052	–	0.15%	–
CFN	New	CAREFUSION CORP	$250,000	–	5,480	–	0.15%	–
DLTR	New	DOLLAR TREE INC	$250,000	–	4,463	–	0.15%	–
XL	New	XL GROUP PLC	$248,000	–	7,462	–	0.14%	–
CSCO	New	CISCO SYS INC	$248,000	–	9,856	–	0.14%	–
A309PS	New	DIRECTV	$248,000	–	2,859	–	0.14%	–
ESRX	New	EXPRESS SCRIPTS HLDG CO	$248,000	–	3,505	–	0.14%	–
STX	New	SEAGATE TECHNOLOGY PLC	$248,000	–	4,309	–	0.14%	–
ADT	New	THE ADT CORPORATION	$248,000	–	6,998	–	0.14%	–
BLL	New	BALL CORP	$247,000	–	3,885	–	0.14%	–
NEU	New	NEWMARKET CORP	$247,000	–	640	–	0.14%	–
BA	New	BOEING CO	$247,000	–	1,921	–	0.14%	–
M	New	MACYS INC	$246,000	–	4,210	–	0.14%	–
ACN	New	ACCENTURE PLC IRELAND	$245,000	–	3,006	–	0.14%	–
AET	New	AETNA INC NEW	$246,000	–	3,006	–	0.14%	–
TRV	New	TRAVELERS COMPANIES INC	$245,000	–	2,599	–	0.14%	–
BCR	New	BARD C R INC	$245,000	–	1,702	–	0.14%	–
GPS	New	GAP INC DEL	$245,000	–	5,877	–	0.14%	–
MMM	New	3M CO	$244,000	–	1,707	–	0.14%	–
CSC	New	COMPUTER SCIENCES CORP	$243,000	–	4,007	–	0.14%	–
LM	New	LEGG MASON INC	$244,000	–	4,737	–	0.14%	–
NVDA	New	NVIDIA CORP	$244,000	–	13,168	–	0.14%	–
DISCA	New	DISCOVERY COMMUNICATNS NEW	$244,000	–	6,405	–	0.14%	–
LH	New	LABORATORY CORP AMER HLDGS	$243,000	–	2,373	–	0.14%	–
ZION	New	ZIONS BANCORPORATION	$241,000	–	8,259	–	0.14%	–
TWC	New	TIME WARNER CABLE INC	$241,000	–	1,658	–	0.14%	–
AIZ	New	ASSURANT INC	$241,000	–	3,723	–	0.14%	–
CI	New	CIGNA CORPORATION	$241,000	–	2,642	–	0.14%	–
CAM	New	CAMERON INTERNATIONAL CORP	$240,000	–	3,589	–	0.14%	–
ALK	New	ALASKA AIR GROUP INC	$239,000	–	5,460	–	0.14%	–
PBCT	New	PEOPLES UNITED FINANCIAL INC	$236,000	–	16,202	–	0.14%	–
ITW	New	ILLINOIS TOOL WKS INC	$236,000	–	2,775	–	0.14%	–
VAR	New	VARIAN MED SYS INC	$236,000	–	2,923	–	0.14%	–
AON	New	AON PLC	$237,000	–	2,705	–	0.14%	–
LLL	New	L-3 COMMUNICATIONS HLDGS INC	$236,000	–	2,024	–	0.14%	–
OMC	New	OMNICOM GROUP INC	$235,000	–	349,500	–	0.14%	–
MSI	New	MOTOROLA SOLUTIONS INC	$233,000	–	3,671	–	0.14%	–
SNDK	New	SANDISK CORP	$234,000	–	2,335	–	0.14%	–
HES	New	HESS CORP	$234,000	–	2,464	–	0.14%	–
ORCL	New	ORACLE CORP	$231,000	–	6,014	–	0.14%	–
AZO	New	AUTOZONE INC	$231,000	–	453	–	0.14%	–
CCE	New	COCA COLA ENTERPRISES INC NE	$230,000	–	5,114	–	0.13%	–
FITB	New	FIFTH THIRD BANCORP	$229,000	–	11,384	–	0.13%	–
IPG	New	INTERPUBLIC GROUP COS INC	$230,000	–	12,518	–	0.13%	–
4107PS	New	MEADWESTVACO CORP	$227,000	–	5,523	–	0.13%	–
TMK	New	TORCHMARK CORP	$225,000	–	4,271	–	0.13%	–
CAT	New	CATERPILLAR INC DEL	$225,000	–	2,251	–	0.13%	–
HAL	New	HALLIBURTON CO	$225,000	–	3,430	–	0.13%	–
PNR	New	PENTAIR PLC	$223,000	–	3,384	–	0.13%	–
DE	New	DEERE & CO	$221,000	–	2,684	–	0.13%	–
JNPR	New	JUNIPER NETWORKS INC	$221,000	–	9,948	–	0.13%	–
IR	New	INGERSOLL-RAND PLC	$222,000	–	3,904	–	0.13%	–
FOSL	New	FOSSIL GROUP INC	$220,000	–	2,325	–	0.13%	–
MOS	New	MOSAIC CO NEW	$219,000	–	4,941	–	0.13%	–
VIAB	New	VIACOM INC NEWcl b	$218,000	–	2,813	–	0.13%	–
GLW	New	CORNING INC	$218,000	–	11,127	–	0.13%	–
HRS	New	HARRIS CORP DEL	$216,000	–	3,229	–	0.13%	–
AVY	New	AVERY DENNISON CORP	$216,000	–	4,777	–	0.13%	–
CBS	New	CBS CORP NEWcl b	$212,000	–	3,921	–	0.12%	–

Boussard & Gavaudan Investment Management LLP is a registered-investment adviser.

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