Aequim Alternative Investments LP Activity Q4 2018-Q3 2023

Q3 2023

			Value		Shares		↓ Weighting
OXYWS	Buy	OCCIDENTAL PETE CORP*w exp 08/03/202	$315,727,892	+48.5%	7,328,874	+27.5%	11.97%	+49.8%
NIMC	Buy	NISOURCE INCunit 12/01/2023	$87,705,000	+9.5%	900,000	+14.3%	3.33%	+10.4%
	Buy	SNAP INCnote 0.250% 5/0	$83,250,000	+1.0%	90,000,000	+5.9%	3.16%	+1.8%
	Buy	SPOTIFY USA INCnote 3/1	$51,721,139	+4.3%	60,590,000	+4.4%	1.96%	+5.1%
	Buy	SPLUNK INCnote 1.125% 6/1	$47,425,000	+110.3%	50,000,000	+92.3%	1.80%	+112.1%
	Buy	DATADOG INCnote 0.125% 6/1	$47,140,000	+45.5%	40,000,000	+53.8%	1.79%	+46.8%
	Sell	DISH NETWORK CORPORATIONnote 12/1	$34,970,000	-2.9%	52,000,000	-23.0%	1.33%	-2.1%
	Buy	RBC BEARINGS INC5% cnv pfd sr a	$34,134,100	+19.3%	310,000	+14.8%	1.30%	+20.4%
	Sell	BLACKLINE INCnote 3/1	$33,350,625	+0.5%	38,500,000	-1.3%	1.26%	+1.3%
	Sell	GUIDEWIRE SOFTWARE INCnote 1.250% 3/1	$33,085,000	-33.0%	32,500,000	-36.3%	1.26%	-32.4%
	Buy	AFFIRM HLDGS INCnote 11/1	$31,028,690	+28.5%	41,300,000	+27.1%	1.18%	+29.6%
	Buy	PROGRESS SOFTWARE CORPnote 1.000% 4/1	$31,020,000	+12.8%	30,000,000	+20.0%	1.18%	+13.7%
	New	ALNYLAM PHARMACEUTICALS INCnote 1.000% 9/1	$27,825,000	–	30,000,000	–	1.06%	–
	Buy	ITRON INCnote 3/1	$21,625,000	+21.2%	25,000,000	+25.0%	0.82%	+22.2%
	Sell	INTEGRA LIFESCIENCES HLDGS Cnote 0.500% 8/1	$18,340,000	-20.1%	20,000,000	-20.0%	0.70%	-19.4%
	Sell	JAMF HLDG CORPnote 0.125% 9/0	$17,271,250	-6.8%	20,500,000	-4.7%	0.66%	-6.0%
	Sell	PEGASYSTEMS INCnote 0.750% 3/0	$16,082,500	-61.2%	17,500,000	-61.1%	0.61%	-60.8%
	Sell	BRIDGEBIO PHARMA INCnote 2.250% 2/0	$15,000,000	-19.2%	20,000,000	-33.3%	0.57%	-18.5%
UGIC	Sell	UGI CORP NEWunit 06/01/2024	$13,542,180	-34.7%	237,000	-24.0%	0.51%	-34.0%
	Sell	RAPID7 INCnote 2.250% 5/0	$12,276,788	-40.0%	11,925,000	-40.4%	0.47%	-39.5%
FLR	New	FLUOR CORP NEW	$12,157,499	–	331,267	–	0.46%	–
	New	ON SEMICONDUCTOR CORPnote 5/0	$10,830,000	–	6,000,000	–	0.41%	–
SGEN	New	SEAGEN INC	$10,607,500	–	50,000	–	0.40%	–
ATVI	Buy	ACTIVISION BLIZZARD INC	$9,363,000	+122.1%	100,000	+100.0%	0.36%	+123.3%
EPRPRC	Buy	EPR PPTYSpfd c cv 5.75%	$8,219,200	+29.8%	440,000	+46.7%	0.31%	+31.1%
	New	LUMENTUM HLDGS INCnote 0.500% 6/1	$7,313,000	–	10,000,000	–	0.28%	–
	Sell	INSMED INCnote 0.750% 6/0	$4,985,000	-40.9%	5,000,000	-50.0%	0.19%	-40.4%
	New	CYTOKINETICS INCnote 3.500% 7/0	$2,559,300	–	3,000,000	–	0.10%	–
COIN	Buy	COINBASE GLOBAL INC	$2,430,715	+13.2%	32,375	+7.9%	0.09%	+13.6%
	New	CONMED CORPnote 2.250% 6/1	$2,392,500	–	2,500,000	–	0.09%	–
	Sell	RINGCENTRAL INCnote 3/0	$2,317,250	-49.9%	2,500,000	-50.0%	0.09%	-49.4%
	New	OKTA INCnote 0.125% 9/0	$1,821,000	–	2,000,000	–	0.07%	–
	New	SPIRIT AIRLS INCnote 1.000% 5/1	$1,673,000	–	2,000,000	–	0.06%	–
	New	WAYFAIR INCnote 1.000% 8/1	$1,645,000	–	2,000,000	–	0.06%	–
BAX	New	BAXTER INTL INC	$943,500	–	25,000	–	0.04%	–
	New	DEXCOM INCnote 0.250%11/1	$842,328	–	889,000	–	0.03%	–
CGC	New	CANOPY GROWTH CORP	$386,669	–	500,000	–	0.02%	–
SATS	Sell	ECHOSTAR CORPcl a	$376,875	-27.6%	22,500	-25.0%	0.01%	-30.0%
	New	ALLURION TECHNOLOGIES INC*w exp 07/31/202	$111,475	–	122,500	–	0.00%	–
CPUHWS	Exit	COMPUTE HEALTH ACQUISITIN CO*w exp 01/25/202	$0	–	-200,000	–	-0.00%	–
AQNU	Exit	ALGONQUIN PWR UTILS CORPunit 06/15/2024	$0	–	-325,000	–	-0.08%	–
	Exit	REDFIN CORPnote 1.750% 7/1	$0	–	-4,123,000	–	-0.15%	–
BURL	Exit	BURLINGTON STORES INC	$0	–	-42,000	–	-0.25%	–
	Exit	ASCENDIS PHARMA A/Snote 2.250% 4/0	$0	–	-7,500,000	–	-0.26%	–
AEP	Exit	AMERICAN ELEC PWR CO INC	$0	–	-135,000	–	-0.43%	–
	Exit	WIX COM LTDnote 7/0	$0	–	-19,000,000	–	-0.72%	–
	Exit	SPLUNK INCnote 0.500% 9/1	$0	–	-23,500,000	–	-0.88%	–
SABRP	Exit	SABRE CORP6.50% conv pfd a	$0	–	-565,000	–	-1.00%	–
EQT	Exit	EQT CORP	$0	–	-2,083,300	–	-3.22%	–

Q2 2023

			Value		Shares		↓ Weighting
CHKEW	New	CHESAPEAKE ENERGY CORP*w exp 02/09/202	$221,270,946	–	2,997,305	–	8.32%	–
OXYWS	New	OCCIDENTAL PETE CORP*w exp 08/03/202	$212,577,500	–	5,750,000	–	8.00%	–
CHKEZ	New	CHESAPEAKE ENERGY CORP*w exp 02/09/202	$161,475,513	–	2,295,261	–	6.07%	–
	New	AKAMAI TECHNOLOGIES INCnote 0.125% 5/0	$96,897,394	–	90,400,000	–	3.64%	–
	New	NICE SYS INCnote 1.250% 1/1	$94,071,795	–	38,163,000	–	3.54%	–
	New	ZILLOW GROUP INCnote 0.750% 9/0	$86,695,000	–	70,000,000	–	3.26%	–
CHKEL	New	CHESAPEAKE ENERGY CORP*w exp 02/09/202	$86,097,990	–	1,294,187	–	3.24%	–
EQT	New	EQT CORP	$85,686,129	–	2,083,300	–	3.22%	–
	New	SNAP INCnote 0.250% 5/0	$82,407,500	–	85,000,000	–	3.10%	–
NIMC	New	NISOURCE INCunit 12/01/2023	$80,128,125	–	787,500	–	3.01%	–
	New	ETSY INCnote 0.125%10/0	$59,376,000	–	95,000,000	–	2.23%	–
	New	PELOTON INTERACTIVE INCnote 2/1	$56,058,945	–	73,500,000	–	2.11%	–
	New	SPOTIFY USA INCnote 3/1	$49,602,871	–	58,049,000	–	1.87%	–
	New	GUIDEWIRE SOFTWARE INCnote 1.250% 3/1	$49,368,000	–	51,000,000	–	1.86%	–
	New	GUARDANT HEALTH INCnote 11/1	$49,317,489	–	68,500,000	–	1.86%	–
	New	CHART INDS INC6.75dp cnv pfd b	$48,203,600	–	740,000	–	1.81%	–
CNX	New	CNX RES CORP	$44,517,956	–	2,512,300	–	1.67%	–
	New	UNITY SOFTWARE INCnote 11/1	$44,192,500	–	55,000,000	–	1.66%	–
	New	PEGASYSTEMS INCnote 0.750% 3/0	$41,422,500	–	45,000,000	–	1.56%	–
CLVTPRA	New	CLARIVATE PLC5.25% pfd conv a	$41,050,000	–	1,000,000	–	1.54%	–
	New	DISH NETWORK CORPORATIONnote 12/1	$36,031,500	–	67,500,000	–	1.36%	–
CCL	New	CARNIVAL CORP	$34,984,257	–	1,857,900	–	1.32%	–
	New	ALARM COM HLDGS INCnote 1/1	$34,276,522	–	40,000,000	–	1.29%	–
F	New	FORD MTR CO DEL	$33,844,297	–	2,236,900	–	1.27%	–
	New	BLACKLINE INCnote 3/1	$33,198,750	–	39,000,000	–	1.25%	–
	New	DATADOG INCnote 0.125% 6/1	$32,396,000	–	26,000,000	–	1.22%	–
	New	REPLIGEN CORPnote 0.375% 7/1	$32,163,984	–	60,500,000	–	1.21%	–
	New	ENPHASE ENERGY INCnote 0.250% 3/0	$31,152,640	–	14,550,000	–	1.17%	–
	New	RBC BEARINGS INC5% cnv pfd sr a	$28,620,000	–	270,000	–	1.08%	–
	New	PROGRESS SOFTWARE CORPnote 1.000% 4/1	$27,500,000	–	25,000,000	–	1.03%	–
	New	CHART INDS INCnote 1.000%11/1	$27,465,000	–	10,000,000	–	1.03%	–
	New	VERADIGM INCnote 0.875% 1/0	$26,730,000	–	24,000,000	–	1.00%	–
SABRP	New	SABRE CORP6.50% conv pfd a	$26,549,350	–	565,000	–	1.00%	–
	New	SHOPIFY INCnote 0.125%11/0	$24,198,893	–	26,563,000	–	0.91%	–
	New	AFFIRM HLDGS INCnote 11/1	$24,150,750	–	32,500,000	–	0.91%	–
	New	SPLUNK INCnote 0.500% 9/1	$23,347,250	–	23,500,000	–	0.88%	–
	New	INTEGRA LIFESCIENCES HLDGS Cnote 0.500% 8/1	$22,950,000	–	25,000,000	–	0.86%	–
	New	SPLUNK INCnote 1.125% 6/1	$22,555,000	–	26,000,000	–	0.85%	–
UGIC	New	UGI CORP NEWunit 06/01/2024	$20,723,040	–	312,000	–	0.78%	–
	New	RAPID7 INCnote 2.250% 5/0	$20,470,000	–	20,000,000	–	0.77%	–
	New	TELADOC HEALTH INCnote 1.250% 6/0	$20,000,000	–	25,000,000	–	0.75%	–
	New	UNITED STATES STL CORPnote 5.000%11/0	$19,595,000	–	10,000,000	–	0.74%	–
	New	WIX COM LTDnote 7/0	$19,092,258	–	19,000,000	–	0.72%	–
	New	BRIDGEBIO PHARMA INCnote 2.250% 2/0	$18,566,312	–	30,000,000	–	0.70%	–
	New	JAMF HLDG CORPnote 0.125% 9/0	$18,532,049	–	21,500,000	–	0.70%	–
	New	ITRON INCnote 3/1	$17,837,500	–	20,000,000	–	0.67%	–
	New	HAEMONETICS CORP MASSnote 3/0	$17,545,898	–	20,500,000	–	0.66%	–
	New	BENTLEY SYS INCnote 0.375% 7/0	$15,890,000	–	17,500,000	–	0.60%	–
	New	BIGCOMMERCE HLDGS INCnote 0.250%10/0	$15,730,000	–	20,000,000	–	0.59%	–
	New	CONFLUENT INCnote 1/1	$14,617,296	–	17,500,000	–	0.55%	–
	New	SMART GLOBAL HLDGS INCnote 2.250% 2/1	$14,362,813	–	9,500,000	–	0.54%	–
	New	EXACT SCIENCES CORPnote 1.000% 1/1	$14,251,398	–	10,335,000	–	0.54%	–
	New	VERINT SYSTEMS INCnote 0.250% 4/1	$13,293,750	–	15,000,000	–	0.50%	–
AEP	New	AMERICAN ELEC PWR CO INC	$11,367,000	–	135,000	–	0.43%	–
	New	CUTERA INCnote 2.250% 3/1	$11,267,080	–	13,355,000	–	0.42%	–
CNK	New	CINEMARK HLDGS INC	$11,036,850	–	668,900	–	0.42%	–
	New	TECHTARGET INCnote 12/1	$9,809,438	–	12,500,000	–	0.37%	–
	New	CABLE ONE INCnote 3/1	$8,636,250	–	10,500,000	–	0.32%	–
	New	INSMED INCnote 0.750% 6/0	$8,437,500	–	10,000,000	–	0.32%	–
	New	EXACT SCIENCES CORPnote 0.375% 3/1	$8,095,313	–	7,500,000	–	0.30%	–
JCOM	New	ZIFF DAVIS INC	$7,489,414	–	106,900	–	0.28%	–
	New	PACIRA BIOSCIENCES INCnote 0.750% 8/0	$7,440,000	–	8,000,000	–	0.28%	–
	New	PROS HOLDINGS INCnote 1.000% 5/1	$7,134,750	–	7,500,000	–	0.27%	–
	New	ENVESTNET INCnote 0.750% 8/1	$6,918,750	–	7,500,000	–	0.26%	–
	New	ASCENDIS PHARMA A/Snote 2.250% 4/0	$6,843,750	–	7,500,000	–	0.26%	–
BURL	New	BURLINGTON STORES INC	$6,610,380	–	42,000	–	0.25%	–
EPRPRC	New	EPR PPTYSpfd c cv 5.75%	$6,330,000	–	300,000	–	0.24%	–
	New	VARONIS SYS INCnote 1.250% 8/1	$5,557,500	–	5,000,000	–	0.21%	–
	New	RINGCENTRAL INCnote 3/0	$4,622,500	–	5,000,000	–	0.17%	–
	New	REDWOOD TRUST INCnote 5.625% 7/1	$4,451,667	–	4,643,000	–	0.17%	–
ATVI	New	ACTIVISION BLIZZARD INC	$4,215,000	–	50,000	–	0.16%	–
	New	REDFIN CORPnote 1.750% 7/1	$3,970,107	–	4,123,000	–	0.15%	–
	New	LIVEPERSON INCnote 12/1	$3,900,000	–	6,000,000	–	0.15%	–
BMRN	New	BIOMARIN PHARMACEUTICAL INC	$3,727,240	–	43,000	–	0.14%	–
	New	RWT HLDGS INCnote 5.750%10/0	$3,718,637	–	4,250,000	–	0.14%	–
	New	LIBERTY MEDIA CORP DELnote 1.375%10/1	$3,484,500	–	3,000,000	–	0.13%	–
	New	CLOUDFLARE INCnote 8/1	$2,987,250	–	3,500,000	–	0.11%	–
	New	BROOKDALE SR LIVING INCunit 11/15/2025	$2,455,068	–	40,000	–	0.09%	–
UBER	New	UBER TECHNOLOGIES INC	$2,202,836	–	51,027	–	0.08%	–
	New	CERIDIAN HCM HLDG INCnote 0.250% 3/1	$2,212,002	–	2,500,000	–	0.08%	–
	New	Q2 HLDGS INCnote 0.125%11/1	$2,175,944	–	2,500,000	–	0.08%	–
COIN	New	COINBASE GLOBAL INC	$2,146,500	–	30,000	–	0.08%	–
	New	INSMED INCnote 1.750% 1/1	$2,139,750	–	2,250,000	–	0.08%	–
AQNU	New	ALGONQUIN PWR UTILS CORPunit 06/15/2024	$2,130,250	–	325,000	–	0.08%	–
	New	BLACKSTONE MORTGAGE TRUST INnote 5.500% 3/1	$1,718,750	–	2,000,000	–	0.06%	–
EPRPRE	New	EPR PPTYSconv pfd 9% sr e	$1,418,000	–	50,000	–	0.05%	–
	New	WIX COM LTDnote 8/1	$1,312,500	–	1,500,000	–	0.05%	–
CLF	New	CLEVELAND-CLIFFS INC NEW	$1,223,480	–	73,000	–	0.05%	–
ADNT	New	ADIENT PLC	$1,015,480	–	26,500	–	0.04%	–
RPAY	New	REPAY HLDGS CORP	$880,875	–	112,500	–	0.03%	–
IMTXW	New	IMMATICS N.V*w exp 07/01/202	$854,265	–	252,741	–	0.03%	–
JAZZ	New	JAZZ PHARMACEUTICALS PLC	$818,202	–	6,600	–	0.03%	–
EEFT	New	EURONET WORLDWIDE INC	$774,642	–	6,600	–	0.03%	–
SATS	New	ECHOSTAR CORPcl a	$520,200	–	30,000	–	0.02%	–
	New	ALGOMA STL GROUP INC*w exp 10/19/202	$501,171	–	414,191	–	0.02%	–
OI	New	O-I GLASS INC	$426,600	–	20,000	–	0.02%	–
GT	New	GOODYEAR TIRE & RUBR CO	$410,400	–	30,000	–	0.02%	–
	New	NOGIN INC	$123,965	–	94,630	–	0.01%	–
CPUHWS	New	COMPUTE HEALTH ACQUISITIN CO*w exp 01/25/202	$100,000	–	200,000	–	0.00%	–
GCMGW	New	GCM GROSVENOR INC*w exp 11/17/202	$71,187	–	243,290	–	0.00%	–
BFLYWS	New	BUTTERFLY NETWORK INC*w exp 02/12/202	$11,632	–	49,393	–	0.00%	–

Q4 2022

			Value		Shares		↓ Weighting
	Exit	GELESIS HLDGS INC*w exp 01/13/202	$0	–	-82,917	–	0.00%	–
CPUHWS	Exit	COMPUTE HEALTH ACQUISITIN CO*w exp 01/25/202	$0	–	-200,000	–	0.00%	–
EVOJW	Exit	EVO ACQUISITION CORP*w exp 01/04/202	$0	–	-150,000	–	0.00%	–
KPLTW	Exit	KATAPULT HOLDINGS INC*w exp 06/09/202	$0	–	-100,000	–	0.00%	–
ASZWS	Exit	AUSTERLITZ ACQUISITION CORP*w exp 02/19/202	$0	–	-250,000	–	-0.00%	–
BFLYWS	Exit	BUTTERFLY NETWORK INC*w exp 02/12/202	$0	–	-49,393	–	-0.00%	–
	Exit	AVISTA PUB ACQUISITION CORP*w exp 04/06/202	$0	–	-237,600	–	-0.00%	–
GCMGW	Exit	GCM GROSVENOR INC*w exp 11/17/202	$0	–	-243,290	–	-0.00%	–
OI	Exit	O-I GLASS INC	$0	–	-20,000	–	-0.01%	–
BHC	Exit	BAUSCH HEALTH COS INC	$0	–	-40,000	–	-0.01%	–
IHRT	Exit	IHEARTMEDIA INC	$0	–	-50,000	–	-0.01%	–
	Exit	ALGOMA STL GROUP INC*w exp 10/19/202	$0	–	-414,191	–	-0.01%	–
SATS	Exit	ECHOSTAR CORPcl a	$0	–	-30,000	–	-0.01%	–
IMTXW	Exit	IMMATICS N.V*w exp 07/01/202	$0	–	-252,741	–	-0.02%	–
ADNT	Exit	ADIENT PLC	$0	–	-26,500	–	-0.02%	–
CLF	Exit	CLEVELAND-CLIFFS INC NEW	$0	–	-55,000	–	-0.02%	–
RPAY	Exit	REPAY HLDGS CORP	$0	–	-112,500	–	-0.02%	–
JAZZ	Exit	JAZZ PHARMACEUTICALS PLC	$0	–	-6,600	–	-0.02%	–
DNAB	Exit	SOCIAL CAP SUVRETTA HLDS CRP	$0	–	-100,000	–	-0.03%	–
EEFT	Exit	EURONET WORLDWIDE INC	$0	–	-15,300	–	-0.03%	–
BMRN	Exit	BIOMARIN PHARMACEUTICAL INC	$0	–	-14,000	–	-0.03%	–
CHGG	Exit	CHEGG INC	$0	–	-58,200	–	-0.04%	–
	Exit	WIX COM LTDnote 8/1	$0	–	-1,500,000	–	-0.04%	–
EPRPRE	Exit	EPR PPTYSconv pfd 9% sr e	$0	–	-50,000	–	-0.04%	–
EVOJ	Exit	EVO ACQUISITION CORP	$0	–	-150,000	–	-0.04%	–
	Exit	REDWOOD TRUST INCnote 5.625% 7/1	$0	–	-1,943,000	–	-0.05%	–
	Exit	CABLE ONE INCnote 3/1	$0	–	-2,500,000	–	-0.06%	–
	Exit	POST HOLDINGS PARTNERING COR	$0	–	-200,000	–	-0.06%	–
	Exit	INVITAE CORPnote 2.000% 9/0	$0	–	-2,500,000	–	-0.06%	–
	Exit	CERIDIAN HCM HLDG INCnote 0.250% 3/1	$0	–	-2,500,000	–	-0.06%	–
	Exit	WOLFSPEED INC	$0	–	-22,000	–	-0.07%	–
	Exit	DOCUSIGN INCnote 1/1	$0	–	-2,500,000	–	-0.07%	–
	Exit	INSMED INCnote 1.750% 1/1	$0	–	-2,500,000	–	-0.07%	–
ATSG	Exit	AIR TRANSPORT SERVICES GRP I	$0	–	-108,100	–	-0.08%	–
MP	Exit	MP MATERIALS CORP	$0	–	-96,000	–	-0.08%	–
	Exit	RINGCENTRAL INCnote 3/1	$0	–	-3,500,000	–	-0.08%	–
	Exit	APOLLO COML REAL ESTATE FINnote 5.375%10/1	$0	–	-3,000,000	–	-0.08%	–
	Exit	NEOGENOMICS INCnote 1.250% 5/0	$0	–	-3,500,000	–	-0.09%	–
UBER	Exit	UBER TECHNOLOGIES INC	$0	–	-117,300	–	-0.09%	–
COIN	Exit	COINBASE GLOBAL INC	$0	–	-48,600	–	-0.09%	–
	Exit	ZSCALER INCnote 0.125% 7/0	$0	–	-2,500,000	–	-0.09%	–
	Exit	RINGCENTRAL INCnote 3/0	$0	–	-4,129,000	–	-0.10%	–
BKNG	Exit	BOOKING HOLDINGS INC	$0	–	-2,190	–	-0.10%	–
	Exit	TELADOC HEALTH INCnote 1.250% 6/0	$0	–	-5,000,000	–	-0.11%	–
	Exit	RWT HLDGS INCnote 5.750%10/0	$0	–	-4,250,000	–	-0.11%	–
	Exit	REDFIN CORPnote 1.750% 7/1	$0	–	-4,123,000	–	-0.11%	–
	Exit	ZENDESK INCnote 0.625% 6/1	$0	–	-4,000,000	–	-0.11%	–
	Exit	LIVEPERSON INCnote 12/1	$0	–	-6,000,000	–	-0.12%	–
EPRPRC	Exit	EPR PPTYSpfd c cv 5.75%	$0	–	-300,000	–	-0.15%	–
	Exit	BENTLEY SYS INCnote 0.125% 1/1	$0	–	-6,300,000	–	-0.15%	–
AQNU	Exit	ALGONQUIN PWR UTILS CORPunit 06/15/2024	$0	–	-150,000	–	-0.16%	–
JCOM	Exit	ZIFF DAVIS INC	$0	–	-90,600	–	-0.18%	–
	Exit	COUPA SOFTWARE INCnote 0.375% 6/1	$0	–	-8,000,000	–	-0.18%	–
	Exit	ENVESTNET INCnote 0.750% 8/1	$0	–	-7,500,000	–	-0.18%	–
	Exit	ITRON INCnote 3/1	$0	–	-8,000,000	–	-0.18%	–
	Exit	PROS HOLDINGS INCnote 1.000% 5/1	$0	–	-7,500,000	–	-0.20%	–
	Exit	SEA LTDnote 0.250% 9/1	$0	–	-10,000,000	–	-0.20%	–
	Exit	REDWOOD TRUST INCnote 4.750% 8/1	$0	–	-7,330,000	–	-0.21%	–
	Exit	PERMIAN RESOURCES CORP	$0	–	-1,098,900	–	-0.22%	–
BURL	Exit	BURLINGTON STORES INC	$0	–	-69,400	–	-0.22%	–
	Exit	BLACKSTONE MORTGAGE TRUST INnote 4.750% 3/1	$0	–	-7,850,000	–	-0.23%	–
ATVI	Exit	ACTIVISION BLIZZARD INC	$0	–	-106,900	–	-0.23%	–
	Exit	OAK STR HEALTH INCnote 3/1	$0	–	-10,500,000	–	-0.24%	–
	Exit	SAREPTA THERAPEUTICS INCdbcv 1.500%11/1	$0	–	-5,000,000	–	-0.24%	–
	Exit	COHERENT CORP6% conv pfd a	$0	–	-60,000	–	-0.27%	–
	Exit	NEW RELIC INCnote 0.500% 5/0	$0	–	-9,600,000	–	-0.27%	–
BDX	Exit	BECTON DICKINSON & CO	$0	–	-45,400	–	-0.29%	–
CNK	Exit	CINEMARK HLDGS INC	$0	–	-926,700	–	-0.32%	–
	Exit	BENTLEY SYS INCnote 0.375% 7/0	$0	–	-15,000,000	–	-0.33%	–
	Exit	SHOPIFY INCnote 0.125%11/0	$0	–	-15,000,000	–	-0.36%	–
DTP	Exit	DTE ENERGY COunit 11/01/2022	$0	–	-250,000	–	-0.36%	–
	Exit	CUTERA INCnote 2.250% 3/1	$0	–	-8,855,000	–	-0.40%	–
	Exit	BRIDGEBIO PHARMA INCnote 2.250% 2/0	$0	–	-31,000,000	–	-0.40%	–
	Exit	BIGCOMMERCE HLDGS INCnote 0.250%10/0	$0	–	-20,000,000	–	-0.42%	–
	Exit	VERINT SYSTEMS INCnote 0.250% 4/1	$0	–	-18,500,000	–	-0.45%	–
AEP	Exit	AMERICAN ELEC PWR CO INC	$0	–	-180,000	–	-0.45%	–
AES	Exit	AES CORP	$0	–	-700,000	–	-0.46%	–
	Exit	SPLUNK INCnote 1.125% 6/1	$0	–	-20,000,000	–	-0.46%	–
	Exit	NOVOCURE LTDnote 11/0	$0	–	-18,000,000	–	-0.46%	–
	Exit	Q2 HLDGS INCnote 0.125%11/1	$0	–	-20,000,000	–	-0.46%	–
	Exit	HAEMONETICS CORP MASSnote 3/0	$0	–	-20,500,000	–	-0.47%	–
	Exit	JAMF HLDG CORPnote 0.125% 9/0	$0	–	-21,500,000	–	-0.51%	–
	Exit	RAPID7 INCnote 2.250% 5/0	$0	–	-17,500,000	–	-0.51%	–
	Exit	FASTLY INCnote 3/1	$0	–	-24,500,000	–	-0.52%	–
	Exit	WIX COM LTDnote 7/0	$0	–	-19,000,000	–	-0.53%	–
	Exit	VARONIS SYS INCnote 1.250% 8/1	$0	–	-17,000,000	–	-0.54%	–
	Exit	AVALARA INCnote 0.250% 8/0	$0	–	-20,000,000	–	-0.56%	–
	Exit	MERCADOLIBRE INCnote 2.000% 8/1	$0	–	-10,000,000	–	-0.57%	–
	Exit	EXACT SCIENCES CORPnote 1.000% 1/1	$0	–	-23,000,000	–	-0.59%	–
	Exit	ALLSCRIPTS HEALTHCARE SOLUTInote 0.875% 1/0	$0	–	-16,500,000	–	-0.61%	–
	Exit	PROGRESS SOFTWARE CORPnote 1.000% 4/1	$0	–	-23,500,000	–	-0.64%	–
	Exit	RBC BEARINGS INC5% cnv pfd sr a	$0	–	-220,000	–	-0.66%	–
F	Exit	FORD MTR CO DEL	$0	–	-2,064,800	–	-0.67%	–
	Exit	1LIFE HEALTHCARE INCnote 3.000% 6/1	$0	–	-24,000,000	–	-0.68%	–
UGIC	Exit	UGI CORP NEWunit 06/01/2024	$0	–	-312,000	–	-0.72%	–
	Exit	ALARM COM HLDGS INCnote 1/1	$0	–	-32,500,000	–	-0.77%	–
	Exit	SPLUNK INCnote 0.500% 9/1	$0	–	-28,500,000	–	-0.79%	–
SJIV	Exit	SOUTH JERSEY INDS INCunit 04/01/2024	$0	–	-435,000	–	-0.84%	–
	Exit	INSULET CORPnote 0.375% 9/0	$0	–	-25,000,000	–	-0.86%	–
	Exit	INTEGRA LIFESCIENCES HLDGS Cnote 0.500% 8/1	$0	–	-35,000,000	–	-0.89%	–
	Exit	BLACKLINE INCnote 3/1	$0	–	-39,000,000	–	-0.92%	–
SABRP	Exit	SABRE CORP6.50% conv pfd a	$0	–	-450,000	–	-0.93%	–
NEEPRP	Exit	NEXTERA ENERGY INCunit 03/01/2023	$0	–	-725,000	–	-1.04%	–
	Exit	DISH NETWORK CORPORATIONnote 12/1	$0	–	-56,500,000	–	-1.08%	–
	Exit	DATADOG INCnote 0.125% 6/1	$0	–	-31,800,000	–	-1.10%	–
CLVTPRA	Exit	CLARIVATE PLC5.25% pfd conv a	$0	–	-900,000	–	-1.11%	–
	Exit	UNITED STATES STL CORPnote 5.000%11/0	$0	–	-25,000,000	–	-1.11%	–
DHR	Exit	DANAHER CORPORATION	$0	–	-157,800	–	-1.18%	–
CNX	Exit	CNX RES CORP	$0	–	-2,664,801	–	-1.20%	–
	Exit	ENPHASE ENERGY INCnote 0.250% 3/0	$0	–	-12,950,000	–	-1.28%	–
	Exit	SPOTIFY USA INCnote 3/1	$0	–	-57,900,000	–	-1.32%	–
	Exit	GUIDEWIRE SOFTWARE INCnote 1.250% 3/1	$0	–	-51,000,000	–	-1.33%	–
	Exit	GUARDANT HEALTH INCnote 11/1	$0	–	-65,000,000	–	-1.38%	–
	Exit	CARNIVAL CORPnote 5.750% 4/0	$0	–	-50,000,000	–	-1.46%	–
	Exit	PELOTON INTERACTIVE INCnote 2/1	$0	–	-83,500,000	–	-1.64%	–
	Exit	PEGASYSTEMS INCnote 0.750% 3/0	$0	–	-70,000,000	–	-1.65%	–
	Exit	TWITTER INCnote 3/1	$0	–	-65,500,000	–	-1.74%	–
	Exit	COUPA SOFTWARE INCnote 0.125% 6/1	$0	–	-72,000,000	–	-1.77%	–
	Exit	CLOUDFLARE INCnote 0.750% 5/1	$0	–	-38,000,000	–	-1.77%	–
NIMC	Exit	NISOURCE INCunit 12/01/2023	$0	–	-640,000	–	-1.86%	–
	Exit	ZILLOW GROUP INCnote 0.750% 9/0	$0	–	-70,000,000	–	-2.02%	–
	Exit	TWITTER INCnote 0.250% 6/1	$0	–	-75,500,000	–	-2.22%	–
	Exit	SNAP INCnote 0.250% 5/0	$0	–	-85,000,000	–	-2.24%	–
CHKEL	Exit	CHESAPEAKE ENERGY CORP*w exp 02/09/202	$0	–	-1,158,784	–	-2.46%	–
	Exit	NICE SYS INCnote 1.250% 1/1	$0	–	-38,163,000	–	-2.49%	–
EQT	Exit	EQT CORP	$0	–	-2,249,500	–	-2.65%	–
	Exit	AKAMAI TECHNOLOGIES INCnote 0.125% 5/0	$0	–	-90,400,000	–	-2.67%	–
	Exit	LIBERTY MEDIA CORP DELnote 1.375%10/1	$0	–	-77,461,000	–	-2.72%	–
	Exit	REPLIGEN CORPnote 0.375% 7/1	$0	–	-62,500,000	–	-3.13%	–
OXYWS	Exit	OCCIDENTAL PETE CORP*w exp 08/03/202	$0	–	-3,000,000	–	-3.44%	–
	Exit	ETSY INCnote 0.125%10/0	$0	–	-92,500,000	–	-3.58%	–
	Exit	PALO ALTO NETWORKS INCnote 0.750% 7/0	$0	–	-71,226,000	–	-3.82%	–
CHKEZ	Exit	CHESAPEAKE ENERGY CORP*w exp 02/09/202	$0	–	-2,107,448	–	-4.65%	–
CHKEW	Exit	CHESAPEAKE ENERGY CORP*w exp 02/09/202	$0	–	-2,263,262	–	-5.22%	–
PCGU	Exit	PG&E CORPunit 08/16/2023	$0	–	-1,595,100	–	-5.27%	–

Q3 2022

			Value		Shares		↓ Weighting
PCGU	Buy	PG&E CORPunit 08/16/2023	$182,224,000	+23.4%	1,595,100	+3.2%	5.27%	+16.6%
CHKEW	Buy	CHESAPEAKE ENERGY CORP*w exp 02/09/202	$180,465,000	+38.9%	2,263,262	+6.5%	5.22%	+31.2%
CHKEZ	Buy	CHESAPEAKE ENERGY CORP*w exp 02/09/202	$160,928,000	+45.2%	2,107,448	+7.7%	4.65%	+37.2%
	Buy	ETSY INCnote 0.125%10/0	$123,765,000	+23.9%	92,500,000	+5.1%	3.58%	+17.1%
	Sell	LIBERTY MEDIA CORP DELnote 1.375%10/1	$94,051,000	-13.5%	77,461,000	-16.3%	2.72%	-18.3%
CHKEL	Buy	CHESAPEAKE ENERGY CORP*w exp 02/09/202	$84,968,000	+86.4%	1,158,784	+33.4%	2.46%	+76.1%
	Buy	TWITTER INCnote 0.250% 6/1	$76,784,000	+7.7%	75,500,000	+4.1%	2.22%	+1.7%
	Buy	CLOUDFLARE INCnote 0.750% 5/1	$61,204,000	+29.4%	38,000,000	+10.1%	1.77%	+22.3%
	Buy	TWITTER INCnote 3/1	$60,288,000	+34.1%	65,500,000	+29.7%	1.74%	+26.7%
	Buy	CARNIVAL CORPnote 5.750% 4/0	$50,575,000	+4.0%	50,000,000	+15.1%	1.46%	-1.7%
	Buy	GUIDEWIRE SOFTWARE INCnote 1.250% 3/1	$46,002,000	+23.0%	51,000,000	+27.5%	1.33%	+16.3%
DHR	Buy	DANAHER CORPORATION	$40,758,000	+111.3%	157,800	+107.4%	1.18%	+99.7%
	Buy	DISH NETWORK CORPORATIONnote 12/1	$37,347,000	+13.9%	56,500,000	+21.5%	1.08%	+7.6%
NEEPRP	Buy	NEXTERA ENERGY INCunit 03/01/2023	$36,091,000	+384.6%	725,000	+383.3%	1.04%	+357.5%
SABRP	Buy	SABRE CORP6.50% conv pfd a	$32,121,000	+0.1%	450,000	+11.8%	0.93%	-5.5%
	Buy	INTEGRA LIFESCIENCES HLDGS Cnote 0.500% 8/1	$30,701,000	+22.8%	35,000,000	+31.8%	0.89%	+15.9%
	Buy	INSULET CORPnote 0.375% 9/0	$29,588,000	+106.7%	25,000,000	+100.0%	0.86%	+95.2%
	Sell	SPLUNK INCnote 0.500% 9/1	$27,231,000	-19.1%	28,500,000	-18.6%	0.79%	-23.6%
F	Buy	FORD MTR CO DEL	$23,126,000	+24.7%	2,064,800	+23.9%	0.67%	+17.8%
	Buy	RBC BEARINGS INC5% cnv pfd sr a	$22,878,000	+21.2%	220,000	+10.0%	0.66%	+14.6%
	Buy	ALLSCRIPTS HEALTHCARE SOLUTInote 0.875% 1/0	$21,038,000	+38.4%	16,500,000	+37.5%	0.61%	+30.8%
	Sell	MERCADOLIBRE INCnote 2.000% 8/1	$19,735,000	-28.3%	10,000,000	-41.2%	0.57%	-32.2%
	New	AVALARA INCnote 0.250% 8/0	$19,440,000	–	20,000,000	–	0.56%	–
	Sell	VARONIS SYS INCnote 1.250% 8/1	$18,862,000	-20.1%	17,000,000	-15.0%	0.54%	-24.5%
	Buy	RAPID7 INCnote 2.250% 5/0	$17,584,000	-5.1%	17,500,000	+20.7%	0.51%	-10.4%
	New	JAMF HLDG CORPnote 0.125% 9/0	$17,533,000	–	21,500,000	–	0.51%	–
	Buy	SPLUNK INCnote 1.125% 6/1	$15,836,000	+90.8%	20,000,000	+100.0%	0.46%	+80.3%
AEP	Buy	AMERICAN ELEC PWR CO INC	$15,561,000	+1.4%	180,000	+12.5%	0.45%	-4.3%
	Buy	VERINT SYSTEMS INCnote 0.250% 4/1	$15,438,000	-5.1%	18,500,000	+4.4%	0.45%	-10.3%
	New	BIGCOMMERCE HLDGS INCnote 0.250%10/0	$14,704,000	–	20,000,000	–	0.42%	–
DTP	New	DTE ENERGY COunit 11/01/2022	$12,535,000	–	250,000	–	0.36%	–
	New	SHOPIFY INCnote 0.125%11/0	$12,338,000	–	15,000,000	–	0.36%	–
	New	BENTLEY SYS INCnote 0.375% 7/0	$11,378,000	–	15,000,000	–	0.33%	–
BDX	Buy	BECTON DICKINSON & CO	$10,116,000	+26.6%	45,400	+40.1%	0.29%	+19.7%
	New	COHERENT CORP6% conv pfd a	$9,388,000	–	60,000	–	0.27%	–
	New	NEW RELIC INCnote 0.500% 5/0	$9,379,000	–	9,600,000	–	0.27%	–
	Sell	OAK STR HEALTH INCnote 3/1	$8,143,000	-12.5%	10,500,000	-19.2%	0.24%	-17.5%
	Buy	BLACKSTONE MORTGAGE TRUST INnote 4.750% 3/1	$7,821,000	+4.1%	7,850,000	+4.7%	0.23%	-1.7%
	New	PERMIAN RESOURCES CORP	$7,473,000	–	1,098,900	–	0.22%	–
	Buy	REDWOOD TRUST INCnote 4.750% 8/1	$7,238,000	+148.2%	7,330,000	+139.2%	0.21%	+134.8%
	New	SEA LTDnote 0.250% 9/1	$6,975,000	–	10,000,000	–	0.20%	–
	Buy	ITRON INCnote 3/1	$6,288,000	+35.9%	8,000,000	+37.9%	0.18%	+28.2%
AQNU	Sell	ALGONQUIN PWR UTILS CORPunit 06/15/2024	$5,681,000	-48.1%	150,000	-40.0%	0.16%	-51.0%
	Buy	BENTLEY SYS INCnote 0.125% 1/1	$5,289,000	+306.8%	6,300,000	+320.0%	0.15%	+282.5%
EPRPRC	Buy	EPR PPTYSpfd c cv 5.75%	$5,184,000	+369.6%	300,000	+500.0%	0.15%	+341.2%
	New	ZENDESK INCnote 0.625% 6/1	$3,948,000	–	4,000,000	–	0.11%	–
	New	REDFIN CORPnote 1.750% 7/1	$3,749,000	–	4,123,000	–	0.11%	–
	New	TELADOC HEALTH INCnote 1.250% 6/0	$3,682,000	–	5,000,000	–	0.11%	–
	New	ZSCALER INCnote 0.125% 7/0	$3,196,000	–	2,500,000	–	0.09%	–
UBER	Buy	UBER TECHNOLOGIES INC	$3,108,000	+75.8%	117,300	+35.8%	0.09%	+66.7%
	Sell	INSMED INCnote 1.750% 1/1	$2,445,000	-41.9%	2,500,000	-44.4%	0.07%	-45.0%
	New	WOLFSPEED INC	$2,274,000	–	22,000	–	0.07%	–
EPRPRE	New	EPR PPTYSconv pfd 9% sr e	$1,284,000	–	50,000	–	0.04%	–
CHGG	Buy	CHEGG INC	$1,226,000	+18.9%	58,200	+6.0%	0.04%	+9.4%
	Buy	ALGOMA STL GROUP INC*w exp 10/19/202	$398,000	+1005.6%	414,191	+2287.8%	0.01%	+1100.0%
IHRT	New	IHEARTMEDIA INC	$367,000	–	50,000	–	0.01%	–
BHC	Buy	BAUSCH HEALTH COS INC	$276,000	+10.0%	40,000	+33.3%	0.01%	0.0%
CANOWS	Exit	CANO HEALTH INC*w exp 06/03/202	$0	–	-37,422	–	-0.00%	–
CONX	Exit	CONX CORP	$0	–	-57,261	–	-0.02%	–
JWSM	Exit	JAWS MUSTANG ACQUISITION COR	$0	–	-100,000	–	-0.03%	–
CNMD	Exit	CONMED CORP	$0	–	-2,025	–	-0.03%	–
TDOC	Exit	TELADOC HEALTH INC	$0	–	-50,301	–	-0.05%	–
	Exit	PTC THERAPEUTICS INCnote 3.000% 8/1	$0	–	-2,000,000	–	-0.06%	–
SHOP	Exit	SHOPIFY INCcl a	$0	–	-70,000	–	-0.07%	–
	Exit	SIXTH STREET SPECIALTY LENDInote 4.500% 8/0	$0	–	-2,100,000	–	-0.07%	–
	Exit	TRAVERE THERAPEUTICS INCnote 2.250% 3/0	$0	–	-2,500,000	–	-0.08%	–
EXPE	Exit	EXPEDIA GROUP INC	$0	–	-34,200	–	-0.10%	–
	Exit	CHEGG INCnote 9/0	$0	–	-6,000,000	–	-0.14%	–
	Exit	NOVA LTDnote 10/1	$0	–	-5,000,000	–	-0.20%	–
CDEV	Exit	CENTENNIAL RESOURCE DEV INCcl a	$0	–	-1,098,900	–	-0.20%	–
	Exit	APOLLO COML REAL ESTATE FINnote 4.750% 8/2	$0	–	-6,750,000	–	-0.21%	–
	Exit	INSMED INCnote 0.750% 6/0	$0	–	-9,000,000	–	-0.23%	–
	Exit	DISH NETWORK CORPORATIONnote 3.375% 8/1	$0	–	-14,404,000	–	-0.30%	–
IIVIP	Exit	II-VI INC6% conv pfd a	$0	–	-60,000	–	-0.40%	–
	Exit	THERAVANCE BIOPHARMA INCnote 3.250%11/0	$0	–	-15,000,000	–	-0.42%	–
NEEPRO	Exit	NEXTERA ENERGY INCunit 09/01/2022s	$0	–	-250,000	–	-0.43%	–
	Exit	SAILPOINT TECHNOLOGIES HLDGSnote 0.125% 9/1	$0	–	-36,500,000	–	-2.48%	–
	Exit	SOUTHWEST AIRLS COnote 1.250% 5/0	$0	–	-81,950,000	–	-2.96%	–

Q2 2022

			Value		Shares		↓ Weighting
PCGU	New	PG&E CORPunit 99/99/9999	$147,712,000	–	1,545,100	–	4.52%	–
	New	PALO ALTO NETWORKS INCnote 0.750% 7/0	$133,602,000	–	71,226,000	–	4.09%	–
CHKEW	New	CHESAPEAKE ENERGY CORP*w exp 02/09/202	$129,956,000	–	2,125,762	–	3.98%	–
OXYWS	New	OCCIDENTAL PETE CORP*w exp 08/03/202	$110,910,000	–	3,000,000	–	3.39%	–
CHKEZ	New	CHESAPEAKE ENERGY CORP*w exp 02/09/202	$110,831,000	–	1,957,448	–	3.39%	–
	New	LIBERTY MEDIA CORP DELnote 1.375%10/1	$108,734,000	–	92,500,000	–	3.33%	–
	New	ETSY INCnote 0.125%10/0	$99,880,000	–	88,000,000	–	3.06%	–
	New	AKAMAI TECHNOLOGIES INCnote 0.125% 5/0	$99,395,000	–	90,400,000	–	3.04%	–
	New	SOUTHWEST AIRLS COnote 1.250% 5/0	$96,803,000	–	81,950,000	–	2.96%	–
	New	REPLIGEN CORPnote 0.375% 7/1	$95,281,000	–	62,500,000	–	2.91%	–
	New	NICE SYS INCnote 1.250% 1/1	$88,013,000	–	38,163,000	–	2.69%	–
	New	SNAP INCnote 0.250% 5/0	$83,810,000	–	85,000,000	–	2.56%	–
	New	SAILPOINT TECHNOLOGIES HLDGSnote 0.125% 9/1	$81,249,000	–	36,500,000	–	2.48%	–
EQT	New	EQT CORP	$77,383,000	–	2,249,500	–	2.37%	–
NIMC	New	NISOURCE INCunit 12/01/2023	$72,781,000	–	640,000	–	2.23%	–
	New	ZILLOW GROUP INCnote 0.750% 9/0	$72,520,000	–	70,000,000	–	2.22%	–
	New	TWITTER INCnote 0.250% 6/1	$71,310,000	–	72,500,000	–	2.18%	–
	New	COUPA SOFTWARE INCnote 0.125% 6/1	$59,796,000	–	72,000,000	–	1.83%	–
	New	PEGASYSTEMS INCnote 0.750% 3/0	$56,805,000	–	70,000,000	–	1.74%	–
	New	PELOTON INTERACTIVE INCnote 2/1	$53,018,000	–	83,500,000	–	1.62%	–
CLVTPRA	New	CLARIVATE PLC5.25% pfd conv a	$51,493,000	–	900,000	–	1.58%	–
	New	CARNIVAL CORPnote 5.750% 4/0	$48,628,000	–	43,437,000	–	1.49%	–
	New	CLOUDFLARE INCnote 0.750% 5/1	$47,308,000	–	34,500,000	–	1.45%	–
	New	SPOTIFY USA INCnote 3/1	$45,973,000	–	57,900,000	–	1.41%	–
CHKEL	New	CHESAPEAKE ENERGY CORP*w exp 02/09/202	$45,594,000	–	868,962	–	1.40%	–
	New	TWITTER INCnote 3/1	$44,948,000	–	50,500,000	–	1.38%	–
CNX	New	CNX RES CORP	$43,863,000	–	2,664,801	–	1.34%	–
	New	GUARDANT HEALTH INCnote 11/1	$40,463,000	–	65,000,000	–	1.24%	–
	New	DATADOG INCnote 0.125% 6/1	$40,370,000	–	31,800,000	–	1.24%	–
	New	UNITED STATES STL CORPnote 5.000%11/0	$39,125,000	–	25,000,000	–	1.20%	–
	New	GUIDEWIRE SOFTWARE INCnote 1.250% 3/1	$37,400,000	–	40,000,000	–	1.14%	–
	New	SPLUNK INCnote 0.500% 9/1	$33,670,000	–	35,000,000	–	1.03%	–
	New	DISH NETWORK CORPORATIONnote 12/1	$32,787,000	–	46,500,000	–	1.00%	–
SABRP	New	SABRE CORP6.50% conv pfd a	$32,099,000	–	402,500	–	0.98%	–
	New	ENPHASE ENERGY INCnote 0.250% 3/0	$31,993,000	–	12,950,000	–	0.98%	–
	New	BLACKLINE INCnote 3/1	$31,083,000	–	39,000,000	–	0.95%	–
SJIV	New	SOUTH JERSEY INDS INCunit 04/01/2024	$29,532,000	–	435,000	–	0.90%	–
UGIC	New	UGI CORP NEWunit 99/99/9999	$28,423,000	–	312,000	–	0.87%	–
	New	MERCADOLIBRE INCnote 2.000% 8/1	$27,506,000	–	17,000,000	–	0.84%	–
	New	ALARM COM HLDGS INCnote 1/1	$26,699,000	–	32,500,000	–	0.82%	–
	New	INTEGRA LIFESCIENCES HLDGS Cnote 0.500% 8/1	$25,003,000	–	26,565,000	–	0.76%	–
	New	VARONIS SYS INCnote 1.250% 8/1	$23,620,000	–	20,000,000	–	0.72%	–
	New	PROGRESS SOFTWARE CORPnote 1.000% 4/1	$22,807,000	–	23,500,000	–	0.70%	–
	New	EXACT SCIENCES CORPnote 1.000% 1/1	$21,183,000	–	23,000,000	–	0.65%	–
	New	1LIFE HEALTHCARE INCnote 3.000% 6/1	$19,812,000	–	24,000,000	–	0.61%	–
DHR	New	DANAHER CORPORATION	$19,293,000	–	76,100	–	0.59%	–
	New	RBC BEARINGS INC5% cnv pfd sr a	$18,876,000	–	200,000	–	0.58%	–
F	New	FORD MTR CO DEL	$18,545,000	–	1,666,200	–	0.57%	–
	New	RAPID7 INCnote 2.250% 5/0	$18,538,000	–	14,500,000	–	0.57%	–
	New	WIX COM LTDnote 7/0	$18,229,000	–	19,000,000	–	0.56%	–
	New	FASTLY INCnote 3/1	$17,922,000	–	24,500,000	–	0.55%	–
	New	VERINT SYSTEMS INCnote 0.250% 4/1	$16,263,000	–	17,725,000	–	0.50%	–
	New	HAEMONETICS CORP MASSnote 3/0	$16,144,000	–	20,500,000	–	0.49%	–
	New	Q2 HLDGS INCnote 0.125%11/1	$16,070,000	–	20,000,000	–	0.49%	–
	New	NOVOCURE LTDnote 11/0	$15,579,000	–	18,000,000	–	0.48%	–
AEP	New	AMERICAN ELEC PWR CO INC	$15,350,000	–	160,000	–	0.47%	–
	New	ALLSCRIPTS HEALTHCARE SOLUTInote 0.875% 1/0	$15,204,000	–	12,000,000	–	0.46%	–
AES	New	AES CORP	$14,707,000	–	700,000	–	0.45%	–
	New	INSULET CORPnote 0.375% 9/0	$14,313,000	–	12,500,000	–	0.44%	–
NEEPRO	New	NEXTERA ENERGY INCunit 09/01/2022s	$14,078,000	–	250,000	–	0.43%	–
CNK	New	CINEMARK HLDGS INC	$13,919,000	–	926,700	–	0.43%	–
	New	THERAVANCE BIOPHARMA INCnote 3.250%11/0	$13,814,000	–	15,000,000	–	0.42%	–
	New	BRIDGEBIO PHARMA INCnote 2.250% 2/0	$13,135,000	–	31,000,000	–	0.40%	–
IIVIP	New	II-VI INC6% conv pfd a	$12,901,000	–	60,000	–	0.40%	–
	New	CUTERA INCnote 2.250% 3/1	$11,673,000	–	8,855,000	–	0.36%	–
AQNU	New	ALGONQUIN PWR UTILS CORPunit 99/99/9999	$10,940,000	–	250,000	–	0.34%	–
	New	DISH NETWORK CORPORATIONnote 3.375% 8/1	$9,766,000	–	14,404,000	–	0.30%	–
BURL	New	BURLINGTON STORES INC	$9,454,000	–	69,400	–	0.29%	–
	New	OAK STR HEALTH INCnote 3/1	$9,308,000	–	13,000,000	–	0.28%	–
ATVI	New	ACTIVISION BLIZZARD INC	$8,323,000	–	106,900	–	0.26%	–
	New	SPLUNK INCnote 1.125% 6/1	$8,300,000	–	10,000,000	–	0.25%	–
BDX	New	BECTON DICKINSON & CO	$7,988,000	–	32,400	–	0.24%	–
	New	INSMED INCnote 0.750% 6/0	$7,533,000	–	9,000,000	–	0.23%	–
	New	BLACKSTONE MORTGAGE TRUST INnote 4.750% 3/1	$7,510,000	–	7,500,000	–	0.23%	–
NEEPRP	New	NEXTERA ENERGY INCunit 99/99/9999	$7,448,000	–	150,000	–	0.23%	–
	New	PROS HOLDINGS INCnote 1.000% 5/1	$6,919,000	–	7,500,000	–	0.21%	–
JCOM	New	ZIFF DAVIS INC	$6,752,000	–	90,600	–	0.21%	–
	New	APOLLO COML REAL ESTATE FINnote 4.750% 8/2	$6,750,000	–	6,750,000	–	0.21%	–
CDEV	New	CENTENNIAL RESOURCE DEV INCcl a	$6,571,000	–	1,098,900	–	0.20%	–
	New	ENVESTNET INCnote 0.750% 8/1	$6,435,000	–	7,500,000	–	0.20%	–
	New	NOVA LTDnote 10/1	$6,415,000	–	5,000,000	–	0.20%	–
	New	SAREPTA THERAPEUTICS INCdbcv 1.500%11/1	$6,275,000	–	5,000,000	–	0.19%	–
	New	COUPA SOFTWARE INCnote 0.375% 6/1	$6,040,000	–	8,000,000	–	0.18%	–
	New	ITRON INCnote 3/1	$4,626,000	–	5,800,000	–	0.14%	–
	New	CHEGG INCnote 9/0	$4,491,000	–	6,000,000	–	0.14%	–
	New	LIVEPERSON INCnote 12/1	$4,342,000	–	6,000,000	–	0.13%	–
	New	INSMED INCnote 1.750% 1/1	$4,205,000	–	4,500,000	–	0.13%	–
BKNG	New	BOOKING HOLDINGS INC	$3,830,000	–	2,190	–	0.12%	–
	New	RWT HLDGS INCnote 5.750%10/0	$3,801,000	–	4,250,000	–	0.12%	–
	New	RINGCENTRAL INCnote 3/0	$3,396,000	–	4,129,000	–	0.10%	–
EXPE	New	EXPEDIA GROUP INC	$3,243,000	–	34,200	–	0.10%	–
ATSG	New	AIR TRANSPORT SERVICES GRP I	$3,106,000	–	108,100	–	0.10%	–
MP	New	MP MATERIALS CORP	$3,080,000	–	96,000	–	0.09%	–
	New	APOLLO COML REAL ESTATE FINnote 5.375%10/1	$2,931,000	–	3,000,000	–	0.09%	–
	New	NEOGENOMICS INCnote 1.250% 5/0	$2,940,000	–	3,500,000	–	0.09%	–
	New	REDWOOD TRUST INCnote 4.750% 8/1	$2,916,000	–	3,065,000	–	0.09%	–
	New	RINGCENTRAL INCnote 3/1	$2,646,000	–	3,500,000	–	0.08%	–
	New	TRAVERE THERAPEUTICS INCnote 2.250% 3/0	$2,508,000	–	2,500,000	–	0.08%	–
	New	DOCUSIGN INCnote 1/1	$2,315,000	–	2,500,000	–	0.07%	–
COIN	New	COINBASE GLOBAL INC	$2,285,000	–	48,600	–	0.07%	–
	New	SIXTH STREET SPECIALTY LENDInote 4.500% 8/0	$2,185,000	–	2,100,000	–	0.07%	–
SHOP	New	SHOPIFY INCcl a	$2,187,000	–	70,000	–	0.07%	–
	New	CABLE ONE INCnote 3/1	$2,073,000	–	2,500,000	–	0.06%	–
	New	PTC THERAPEUTICS INCnote 3.000% 8/1	$2,026,000	–	2,000,000	–	0.06%	–
	New	CERIDIAN HCM HLDG INCnote 0.250% 3/1	$1,984,000	–	2,500,000	–	0.06%	–
	New	INVITAE CORPnote 2.000% 9/0	$1,984,000	–	2,500,000	–	0.06%	–
	New	POST HOLDINGS PARTNERING COR	$1,940,000	–	200,000	–	0.06%	–
UBER	New	UBER TECHNOLOGIES INC	$1,768,000	–	86,400	–	0.05%	–
	New	REDWOOD TRUST INCnote 5.625% 7/1	$1,758,000	–	1,943,000	–	0.05%	–
TDOC	New	TELADOC HEALTH INC	$1,670,000	–	50,301	–	0.05%	–
EEFT	New	EURONET WORLDWIDE INC	$1,539,000	–	15,300	–	0.05%	–
EVOJ	New	EVO ACQUISITION CORP	$1,466,000	–	150,000	–	0.04%	–
RPAY	New	REPAY HLDGS CORP	$1,446,000	–	112,500	–	0.04%	–
	New	BENTLEY SYS INCnote 0.125% 1/1	$1,300,000	–	1,500,000	–	0.04%	–
	New	WIX COM LTDnote 8/1	$1,223,000	–	1,500,000	–	0.04%	–
BMRN	New	BIOMARIN PHARMACEUTICAL INC	$1,160,000	–	14,000	–	0.04%	–
EPRPRC	New	EPR PPTYSpfd c cv 5.75%	$1,104,000	–	50,000	–	0.03%	–
CNMD	New	CONMED CORP	$1,086,000	–	2,025	–	0.03%	–
CHGG	New	CHEGG INC	$1,031,000	–	54,900	–	0.03%	–
JAZZ	New	JAZZ PHARMACEUTICALS PLC	$1,030,000	–	6,600	–	0.03%	–
JWSM	New	JAWS MUSTANG ACQUISITION COR	$983,000	–	100,000	–	0.03%	–
DNAB	New	SOCIAL CAP SUVRETTA HLDS CRP	$972,000	–	100,000	–	0.03%	–
CLF	New	CLEVELAND-CLIFFS INC NEW	$845,000	–	55,000	–	0.03%	–
ADNT	New	ADIENT PLC	$785,000	–	26,500	–	0.02%	–
SATS	New	ECHOSTAR CORPcl a	$579,000	–	30,000	–	0.02%	–
CONX	New	CONX CORP	$566,000	–	57,261	–	0.02%	–
IMTXW	New	IMMATICS N.V*w exp 07/01/202	$516,000	–	252,741	–	0.02%	–
OI	New	O-I GLASS INC	$280,000	–	20,000	–	0.01%	–
BHC	New	BAUSCH HEALTH COS INC	$251,000	–	30,000	–	0.01%	–
GCMGW	New	GCM GROSVENOR INC*w exp 11/17/202	$92,000	–	243,290	–	0.00%	–
	New	AVISTA PUB ACQUISITION CORP*w exp 04/06/202	$78,000	–	237,600	–	0.00%	–
	New	ALGOMA STL GROUP INC*w exp 10/19/202	$36,000	–	17,346	–	0.00%	–
CANOWS	New	CANO HEALTH INC*w exp 06/03/202	$25,000	–	37,422	–	0.00%	–
CPUHWS	New	COMPUTE HEALTH ACQUISITIN CO*w exp 01/25/202	$44,000	–	200,000	–	0.00%	–
ASZWS	New	AUSTERLITZ ACQUISITION CORP*w exp 02/19/202	$31,000	–	250,000	–	0.00%	–
BFLYWS	New	BUTTERFLY NETWORK INC*w exp 02/12/202	$20,000	–	49,393	–	0.00%	–
KPLTW	New	KATAPULT HOLDINGS INC*w exp 06/09/202	$15,000	–	100,000	–	0.00%	–
	New	GELESIS HLDGS INC*w exp 01/13/202	$9,000	–	82,917	–	0.00%	–
EVOJW	New	EVO ACQUISITION CORP*w exp 01/04/202	$11,000	–	150,000	–	0.00%	–

Q4 2021

			Value		Shares		↓ Weighting
CPSRWS	Exit	CAPSTAR SPL PURP ACQUISITION*w exp 99/99/999	$0	–	-50,000	–	-0.00%	–
EVOJW	Exit	EVO ACQUISITION CORP*w exp 01/04/202	$0	–	-150,000	–	-0.00%	–
YSACW	Exit	YELLOWSTONE ACQUISITION CO*w exp 10/21/202	$0	–	-121,580	–	-0.00%	–
BFLYWS	Exit	BUTTERFLY NETWORK INC*w exp 02/12/202	$0	–	-49,393	–	-0.01%	–
KPLTW	Exit	KATAPULT HOLDINGS INC*w exp 06/09/202	$0	–	-100,000	–	-0.01%	–
BLUE	Exit	BLUEBIRD BIO INC	$0	–	-12,735	–	-0.01%	–
OI	Exit	O-I GLASS INC	$0	–	-20,000	–	-0.01%	–
GCMGW	Exit	GCM GROSVENOR INC*w exp 11/17/202	$0	–	-193,290	–	-0.02%	–
TEN	Exit	TENNECO INC	$0	–	-46,000	–	-0.02%	–
SATS	Exit	ECHOSTAR CORPcl a	$0	–	-30,000	–	-0.03%	–
IMTXW	Exit	IMMATICS N.V*w exp 07/01/202	$0	–	-190,899	–	-0.03%	–
JAZZ	Exit	JAZZ PHARMACEUTICALS PLC	$0	–	-6,600	–	-0.03%	–
	Exit	POST HOLDINGS PARTNERING COR	$0	–	-100,000	–	-0.04%	–
ADNT	Exit	ADIENT PLC	$0	–	-26,500	–	-0.04%	–
BMRN	Exit	BIOMARIN PHARMACEUTICAL INC	$0	–	-14,000	–	-0.04%	–
OXYWS	Exit	OCCIDENTAL PETE CORP*w exp 08/03/202	$0	–	-97,553	–	-0.04%	–
EXPE	Exit	EXPEDIA GROUP INC	$0	–	-8,300	–	-0.05%	–
EVOJ	Exit	EVO ACQUISITION CORP	$0	–	-150,000	–	-0.06%	–
CLF	Exit	CLEVELAND-CLIFFS INC NEW	$0	–	-85,000	–	-0.06%	–
EEFT	Exit	EURONET WORLDWIDE INC	$0	–	-15,300	–	-0.08%	–
GIG	Exit	GIGCAPITAL4 INC	$0	–	-200,000	–	-0.08%	–
BTRSW	Exit	BTRS HOLDINGS INC*w exp 01/12/202	$0	–	-749,050	–	-0.08%	–
	Exit	RWT HLDGS INCnote 5.750%10/0	$0	–	-2,000,000	–	-0.08%	–
	Exit	BLACKSTONE MORTGAGE TRUST INnote 4.750% 3/1	$0	–	-2,000,000	–	-0.08%	–
	Exit	PTC THERAPEUTICS INCnote 3.000% 8/1	$0	–	-2,000,000	–	-0.08%	–
RPAY	Exit	REPAY HLDGS CORP	$0	–	-92,500	–	-0.08%	–
AXL	Exit	AMERICAN AXLE & MFG HLDGS IN	$0	–	-254,000	–	-0.09%	–
	Exit	TPG SPECIALTY LENDING INCnote 4.500% 8/0	$0	–	-2,100,000	–	-0.09%	–
ATSG	Exit	AIR TRANSPORT SERVICES GRP I	$0	–	-108,100	–	-0.11%	–
	Exit	SAREPTA THERAPEUTICS INCdbcv 1.500%11/1	$0	–	-1,957,000	–	-0.11%	–
POST	Exit	POST HLDGS INC	$0	–	-27,500	–	-0.12%	–
	Exit	APOLLO COML REAL ESTATE FINnote 5.375%10/1	$0	–	-3,000,000	–	-0.12%	–
MP	Exit	MP MATERIALS CORP	$0	–	-96,000	–	-0.12%	–
	Exit	REDWOOD TR INCnote 4.750% 8/1	$0	–	-3,065,000	–	-0.12%	–
	Exit	INSMED INCnote 0.750% 6/0	$0	–	-3,000,000	–	-0.13%	–
LNG	Exit	CHENIERE ENERGY INC	$0	–	-36,000	–	-0.14%	–
UBER	Exit	UBER TECHNOLOGIES INC	$0	–	-86,400	–	-0.15%	–
	Exit	DISH NETWORK CORPORATIONnote 2.375% 3/1	$0	–	-4,047,000	–	-0.15%	–
BKNG	Exit	BOOKING HOLDINGS INC	$0	–	-2,190	–	-0.20%	–
	Exit	ALLEGHENY TECHNOLOGIES INCnote 3.500% 6/1	$0	–	-4,000,000	–	-0.21%	–
CHKEZ	Exit	CHESAPEAKE ENERGY CORP*w exp 99/99/999	$0	–	-189,247	–	-0.23%	–
VIAC	Exit	VIACOMCBS INCcl b	$0	–	-165,000	–	-0.25%	–
	Exit	APOLLO COML REAL EST FIN INCnote 4.750% 8/2	$0	–	-6,750,000	–	-0.26%	–
CDEV	Exit	CENTENNIAL RESOURCE DEV INCcl a	$0	–	-1,098,900	–	-0.28%	–
JCOM	Exit	J2 GLOBAL INC	$0	–	-53,900	–	-0.28%	–
BDX	Exit	BECTON DICKINSON & CO	$0	–	-33,800	–	-0.32%	–
COIN	Exit	COINBASE GLOBAL INC	$0	–	-37,100	–	-0.33%	–
	Exit	PROS HOLDINGS INCnote 1.000% 5/1	$0	–	-10,200,000	–	-0.37%	–
	Exit	NEVRO CORPnote 2.750% 4/0	$0	–	-7,300,000	–	-0.38%	–
	Exit	KNOWLES CORPnote 3.250%11/0	$0	–	-10,000,000	–	-0.40%	–
TWNKW	Exit	HOSTESS BRANDS INC*w exp 11/04/202	$0	–	-3,740,000	–	-0.43%	–
BURL	Exit	BURLINGTON STORES INC	$0	–	-39,400	–	-0.43%	–
AES	Exit	AES CORP	$0	–	-504,000	–	-0.44%	–
	Exit	RAPID7 INCnote 2.250% 5/0	$0	–	-6,000,000	–	-0.45%	–
WDAY	Exit	WORKDAY INCcl a	$0	–	-48,400	–	-0.47%	–
TDOC	Exit	TELADOC HEALTH INC	$0	–	-96,000	–	-0.47%	–
	Exit	DISH NETWORK CORPORATIONnote 3.375% 8/1	$0	–	-11,904,000	–	-0.48%	–
	Exit	COUPA SOFTWARE INCnote 0.375% 6/1	$0	–	-11,717,000	–	-0.49%	–
	Exit	THERAVANCE BIOPHARMA INCnote 3.250%11/0	$0	–	-13,920,000	–	-0.50%	–
CHKEL	Exit	CHESAPEAKE ENERGY CORP*w exp 09/02/202	$0	–	-442,334	–	-0.50%	–
SWK	Exit	STANLEY BLACK & DECKER INC	$0	–	-75,500	–	-0.51%	–
NEEPRO	Exit	NEXTERA ENERGY INCunit 09/01/2022s	$0	–	-250,000	–	-0.56%	–
	Exit	WIX COM LTDnote 7/0	$0	–	-10,000,000	–	-0.57%	–
	Exit	INTEGRA LIFESCIENCES HLDGS Cnote 0.500% 8/1	$0	–	-13,500,000	–	-0.58%	–
SHOP	Exit	SHOPIFY INCcl a	$0	–	-11,850	–	-0.62%	–
F	Exit	FORD MTR CO DEL	$0	–	-1,183,000	–	-0.65%	–
CNK	Exit	CINEMARK HLDGS INC	$0	–	-926,700	–	-0.69%	–
	Exit	COUPA SOFTWARE INCnote 0.125% 6/1	$0	–	-12,500,000	–	-0.73%	–
SJIV	Exit	SOUTH JERSEY INDS INCunit 04/01/2024	$0	–	-400,000	–	-0.75%	–
	Exit	OMNICELL COMnote 0.250% 9/1	$0	–	-12,500,000	–	-0.77%	–
	Exit	BRIDGEBIO PHARMA INCnote 2.500% 3/1	$0	–	-14,800,000	–	-0.79%	–
	Exit	ZILLOW GROUP INCnote 0.750% 9/0	$0	–	-10,000,000	–	-0.80%	–
	Exit	DATADOG INCnote 0.125% 6/1	$0	–	-12,800,000	–	-0.82%	–
	Exit	CYBERARK SOFTWARE LTDnote 11/1	$0	–	-19,000,000	–	-0.87%	–
EQT	Exit	EQT CORP	$0	–	-1,120,000	–	-0.88%	–
	Exit	GLAUKOS CORPnote 2.750% 6/1	$0	–	-20,000,000	–	-0.92%	–
	Exit	NUANCE COMMUNICATIONS INCdbcv 1.000%12/1	$0	–	-11,000,000	–	-0.97%	–
CNX	Exit	CNX RES CORP	$0	–	-1,986,000	–	-0.97%	–
UGIC	Exit	UGI CORP NEWunit 99/99/9999	$0	–	-262,000	–	-1.02%	–
	Exit	PINDUODUO INCnote 12/0	$0	–	-29,000,000	–	-1.03%	–
	Exit	GUIDEWIRE SOFTWARE INCnote 1.250% 3/1	$0	–	-23,900,000	–	-1.11%	–
	Exit	LYFT INCnote 1.500% 5/1	$0	–	-20,000,000	–	-1.20%	–
CHKEW	Exit	CHESAPEAKE ENERGY CORP*w exp 99/99/999	$0	–	-862,280	–	-1.20%	–
	Exit	SPLUNK INCnote 0.500% 9/1	$0	–	-27,500,000	–	-1.24%	–
	Exit	EXACT SCIENCES CORPnote 1.000% 1/1	$0	–	-23,000,000	–	-1.30%	–
	Exit	OKTA INCnote 0.375% 6/1	$0	–	-29,000,000	–	-1.37%	–
	Exit	VARONIS SYS INCnote 1.250% 8/1	$0	–	-20,000,000	–	-1.58%	–
	Exit	UNITED STATES STL CORPnote 5.000%11/0	$0	–	-25,000,000	–	-1.83%	–
	Exit	TWITTER INCnote 0.250% 6/1	$0	–	-38,000,000	–	-1.85%	–
	Exit	SAILPOINT TECHNOLOGIES HLDGSnote 0.125% 9/1	$0	–	-30,000,000	–	-1.87%	–
	Exit	LIBERTY MEDIA CORP DELdeb 3.500% 1/1	$0	–	-42,500,000	–	-2.02%	–
	Exit	PEGASYSTEMS INCnote 0.750% 3/0	$0	–	-48,000,000	–	-2.09%	–
	Exit	AKAMAI TECHNOLOGIES INCnote 0.125% 5/0	$0	–	-60,000,000	–	-2.82%	–
	Exit	REPLIGEN CORPnote 0.375% 7/1	$0	–	-32,500,000	–	-3.18%	–
	Exit	FARFETCH LTDnote 3.750% 5/0	$0	–	-38,530,000	–	-3.73%	–
	Exit	SOUTHWEST AIRLS COnote 1.250% 5/0	$0	–	-66,000,000	–	-3.81%	–
	Exit	LIBERTY MEDIA CORP DELnote 1.375%10/1	$0	–	-80,500,000	–	-4.24%	–
	Exit	CLOUDFLARE INCnote 0.750% 5/1	$0	–	-36,770,000	–	-4.29%	–
	Exit	MERCADOLIBRE INCnote 2.000% 8/1	$0	–	-29,612,000	–	-4.37%	–
	Exit	PALO ALTO NETWORKS INCnote 0.750% 7/0	$0	–	-66,000,000	–	-4.63%	–
	Exit	NICE SYS INCnote 1.250% 1/1	$0	–	-37,050,000	–	-4.87%	–
	Exit	ETSY INCnote 0.125%10/0	$0	–	-53,500,000	–	-5.01%	–
PCGU	Exit	PG&E CORPunit 99/99/9999	$0	–	-1,370,100	–	-5.05%	–
	Exit	SNAP INCnote 0.250% 5/0	$0	–	-69,329,000	–	-9.13%	–

Q3 2021

			Value		Shares		↓ Weighting
	Buy	SNAP INCnote 0.250% 5/0	$236,640,000	+27.8%	69,329,000	+17.8%	9.13%	+15.0%
PCGU	Buy	PG&E CORPunit 99/99/9999	$130,982,000	+17.5%	1,370,100	+24.6%	5.05%	+5.7%
	Buy	ETSY INCnote 0.125%10/0	$129,925,000	+9.5%	53,500,000	+8.2%	5.01%	-1.5%
	Buy	NICE SYS INCnote 1.250% 1/1	$126,341,000	+30.9%	37,050,000	+14.0%	4.87%	+17.8%
	Buy	PALO ALTO NETWORKS INCnote 0.750% 7/0	$120,113,000	+157.1%	66,000,000	+106.2%	4.63%	+131.4%
	Buy	CLOUDFLARE INCnote 0.750% 5/1	$111,231,000	+35.0%	36,770,000	+27.3%	4.29%	+21.5%
	Buy	SOUTHWEST AIRLS COnote 1.250% 5/0	$98,835,000	+44.6%	66,000,000	+46.7%	3.81%	+30.1%
	Buy	REPLIGEN CORPnote 0.375% 7/1	$82,352,000	+148.0%	32,500,000	+75.7%	3.18%	+123.1%
	Buy	AKAMAI TECHNOLOGIES INCnote 0.125% 5/0	$73,127,000	+11.5%	60,000,000	+20.0%	2.82%	+0.3%
	Buy	PEGASYSTEMS INCnote 0.750% 3/0	$54,185,000	+51.0%	48,000,000	+60.0%	2.09%	+35.8%
	Buy	SAILPOINT TECHNOLOGIES HLDGSnote 0.125% 9/1	$48,375,000	+7.4%	30,000,000	+25.0%	1.87%	-3.3%
	Buy	VARONIS SYS INCnote 1.250% 8/1	$41,070,000	+35.5%	20,000,000	+29.4%	1.58%	+21.8%
	Buy	OKTA INCnote 0.375% 6/1	$35,553,000	+32.2%	29,000,000	+34.9%	1.37%	+19.0%
	Buy	EXACT SCIENCES CORPnote 1.000% 1/1	$33,747,000	-5.1%	23,000,000	+15.0%	1.30%	-14.6%
	Buy	SPLUNK INCnote 0.500% 9/1	$32,278,000	+4.2%	27,500,000	+3.8%	1.24%	-6.2%
CHKEW	Buy	CHESAPEAKE ENERGY CORP*w exp 99/99/999	$31,223,000	+89.7%	862,280	+40.8%	1.20%	+70.7%
	Buy	GUIDEWIRE SOFTWARE INCnote 1.250% 3/1	$28,785,000	+25.7%	23,900,000	+22.6%	1.11%	+13.0%
	Buy	PINDUODUO INCnote 12/0	$26,782,000	-5.6%	29,000,000	+5.5%	1.03%	-15.1%
UGIC	Buy	UGI CORP NEWunit 99/99/9999	$26,331,000	+64.7%	262,000	+74.7%	1.02%	+48.1%
	Sell	GLAUKOS CORPnote 2.750% 6/1	$23,938,000	-37.5%	20,000,000	-10.7%	0.92%	-43.8%
	Buy	CYBERARK SOFTWARE LTDnote 11/1	$22,617,000	+54.2%	19,000,000	+40.7%	0.87%	+38.8%
	Sell	DATADOG INCnote 0.125% 6/1	$21,196,000	-33.4%	12,800,000	-46.2%	0.82%	-40.0%
	Sell	BRIDGEBIO PHARMA INCnote 2.500% 3/1	$20,457,000	-63.4%	14,800,000	-56.5%	0.79%	-67.1%
	New	OMNICELL COMnote 0.250% 9/1	$19,997,000	–	12,500,000	–	0.77%	–
SJIV	Buy	SOUTH JERSEY INDS INCunit 04/01/2024	$19,372,000	-0.8%	400,000	+14.3%	0.75%	-10.8%
	Sell	COUPA SOFTWARE INCnote 0.125% 6/1	$18,950,000	-24.6%	12,500,000	-13.8%	0.73%	-32.1%
	New	INTEGRA LIFESCIENCES HLDGS Cnote 0.500% 8/1	$14,897,000	–	13,500,000	–	0.58%	–
	Buy	WIX COM LTDnote 7/0	$14,875,000	+20.4%	10,000,000	+66.7%	0.57%	+8.3%
NEEPRO	Buy	NEXTERA ENERGY INCunit 09/01/2022s	$14,653,000	+161.0%	250,000	+150.0%	0.56%	+134.4%
CHKEL	Buy	CHESAPEAKE ENERGY CORP*w exp 09/02/202	$12,934,000	+72.9%	442,334	+23.3%	0.50%	+55.5%
	Buy	THERAVANCE BIOPHARMA INCnote 3.250%11/0	$12,909,000	+18.7%	13,920,000	+21.9%	0.50%	+6.9%
	Buy	DISH NETWORK CORPORATIONnote 3.375% 8/1	$12,404,000	+169.4%	11,904,000	+164.5%	0.48%	+143.1%
TDOC	Buy	TELADOC HEALTH INC	$12,174,000	+16.8%	96,000	+53.1%	0.47%	+5.1%
WDAY	Sell	WORKDAY INCcl a	$12,095,000	-43.8%	48,400	-46.3%	0.47%	-49.4%
	New	RAPID7 INCnote 2.250% 5/0	$11,681,000	–	6,000,000	–	0.45%	–
AES	New	AES CORP	$11,506,000	–	504,000	–	0.44%	–
BURL	Buy	BURLINGTON STORES INC	$11,173,000	-9.2%	39,400	+3.1%	0.43%	-18.2%
	New	NEVRO CORPnote 2.750% 4/0	$9,860,000	–	7,300,000	–	0.38%	–
COIN	New	COINBASE GLOBAL INC	$8,440,000	–	37,100	–	0.33%	–
BDX	Buy	BECTON DICKINSON & CO	$8,309,000	+355.5%	33,800	+350.7%	0.32%	+311.5%
CHKEZ	Buy	CHESAPEAKE ENERGY CORP*w exp 99/99/999	$6,031,000	+60.5%	189,247	+20.0%	0.23%	+44.7%
	New	ALLEGHENY TECHNOLOGIES INCnote 3.500% 6/1	$5,358,000	–	4,000,000	–	0.21%	–
UBER	Buy	UBER TECHNOLOGIES INC	$3,871,000	+72.8%	86,400	+93.3%	0.15%	+55.2%
	New	INSMED INCnote 0.750% 6/0	$3,294,000	–	3,000,000	–	0.13%	–
	Buy	REDWOOD TR INCnote 4.750% 8/1	$3,142,000	+56.3%	3,065,000	+53.2%	0.12%	+40.7%
RPAY	Buy	REPAY HLDGS CORP	$2,130,000	+115.6%	92,500	+125.1%	0.08%	+95.2%
EEFT	Sell	EURONET WORLDWIDE INC	$1,947,000	-34.3%	15,300	-30.1%	0.08%	-40.9%
CLF	New	CLEVELAND-CLIFFS INC NEW	$1,684,000	–	85,000	–	0.06%	–
EXPE	New	EXPEDIA GROUP INC	$1,360,000	–	8,300	–	0.05%	–
OXYWS	New	OCCIDENTAL PETE CORP*w exp 08/03/202	$1,156,000	–	97,553	–	0.04%	–
ADNT	Buy	ADIENT PLC	$1,098,000	+47.2%	26,500	+60.6%	0.04%	+31.2%
BMRN	Buy	BIOMARIN PHARMACEUTICAL INC	$1,082,000	+15.7%	14,000	+25.0%	0.04%	+5.0%
	New	POST HOLDINGS PARTNERING COR	$964,000	–	100,000	–	0.04%	–
IMTXW	Buy	IMMATICS N.V*w exp 07/01/202	$804,000	+45.1%	190,899	+18.6%	0.03%	+29.2%
BLUE	New	BLUEBIRD BIO INC	$243,000	–	12,735	–	0.01%	–
KPLTW	Sell	KATAPULT HOLDINGS INC*w exp 06/09/202	$152,000	-59.9%	100,000	-15.8%	0.01%	-62.5%
YSACW	New	YELLOWSTONE ACQUISITION CO*w exp 10/21/202	$113,000	–	121,580	–	0.00%	–
CPSRWS	New	CAPSTAR SPL PURP ACQUISITION*w exp 99/99/999	$44,000	–	50,000	–	0.00%	–
UNIT	Exit	UNITI GROUP INC	$0	–	-12,000	–	-0.01%	–
MAPSW	Exit	WM TECHNOLOGY INC*w exp 06/16/202	$0	–	-31,600	–	-0.01%	–
PSPCU	Exit	POST HOLDINGS PARTNERING CORunit 99/99/9999	$0	–	-20,000	–	-0.01%	–
FPH	Exit	FIVE POINT HOLDINGS LLC	$0	–	-30,000	–	-0.01%	–
PEB	Exit	PEBBLEBROOK HOTEL TR	$0	–	-63,800	–	-0.06%	–
VAL	Exit	VALARIS LIMITEDcl a	$0	–	-57,084	–	-0.07%	–
MTOR	Exit	MERITOR INC	$0	–	-77,800	–	-0.08%	–
	Exit	TELADOC HEALTH INCnote 1.375% 5/1	$0	–	-787,000	–	-0.10%	–
	Exit	IMPINJ INCnote 2.000%12/1	$0	–	-2,250,000	–	-0.16%	–
	Exit	ZILLOW GROUP INCnote 1.500% 7/0	$0	–	-5,000,000	–	-0.33%	–
NIMC	Exit	NISOURCE INCunit 12/01/2023	$0	–	-80,000	–	-0.35%	–
	Exit	NEUROCRINE BIOSCIENCES INCnote 2.250% 5/1	$0	–	-7,609,000	–	-0.43%	–
	Exit	ENVISTA HOLDINGS CORPORATIONnote 2.375% 6/0	$0	–	-5,000,000	–	-0.46%	–
NEEPRP	Exit	NEXTERA ENERGY INCunit 99/99/9999	$0	–	-350,000	–	-0.74%	–
	Exit	BANDWIDTH INCnote 0.250% 3/0	$0	–	-12,000,000	–	-0.84%	–
	Exit	TWITTER INCnote 1.000% 9/1	$0	–	-20,000,000	–	-0.88%	–
	Exit	SLACK TECHNOLOGIES INCnote 0.500% 4/1	$0	–	-15,000,000	–	-0.98%	–

Q2 2021

			Value		Shares		↓ Weighting
	New	SNAP INCnote 0.250% 5/0	$185,157,000	–	58,850,000	–	7.94%	–
	New	FARFETCH LTDnote 3.750% 5/0	$125,222,000	–	38,530,000	–	5.37%	–
	New	ETSY INCnote 0.125%10/0	$118,698,000	–	49,437,000	–	5.09%	–
PCGU	New	PG&E CORPunit 99/99/9999	$111,507,000	–	1,100,000	–	4.78%	–
	New	LIBERTY MEDIA CORP DELnote 1.375%10/1	$107,366,000	–	80,500,000	–	4.60%	–
	New	MERCADOLIBRE INCnote 2.000% 8/1	$104,678,000	–	29,612,000	–	4.49%	–
	New	NICE SYS INCnote 1.250% 1/1	$96,505,000	–	32,500,000	–	4.14%	–
	New	CLOUDFLARE INCnote 0.750% 5/1	$82,409,000	–	28,890,000	–	3.53%	–
	New	SOUTHWEST AIRLS COnote 1.250% 5/0	$68,372,000	–	45,000,000	–	2.93%	–
	New	AKAMAI TECHNOLOGIES INCnote 0.125% 5/0	$65,600,000	–	50,000,000	–	2.81%	–
	New	BRIDGEBIO PHARMA INCnote 2.500% 3/1	$55,930,000	–	34,000,000	–	2.40%	–
	New	TWITTER INCnote 0.250% 6/1	$52,227,000	–	38,000,000	–	2.24%	–
	New	UNITED STATES STL CORP NEWnote 5.000%11/0	$50,500,000	–	25,000,000	–	2.16%	–
	New	LIBERTY MEDIA CORP DELdeb 3.500% 1/1	$48,847,000	–	42,500,000	–	2.09%	–
	New	PALO ALTO NETWORKS INCnote 0.750% 7/0	$46,720,000	–	32,000,000	–	2.00%	–
	New	SAILPOINT TECHNOLOGIES HLDGSnote 0.125% 9/1	$45,024,000	–	24,000,000	–	1.93%	–
	New	GLAUKOS CORPnote 2.750% 6/1	$38,304,000	–	22,400,000	–	1.64%	–
	New	PEGASYSTEMS INCnote 0.750% 3/0	$35,888,000	–	30,000,000	–	1.54%	–
	New	EXACT SCIENCES CORPnote 1.000% 1/1	$35,575,000	–	20,000,000	–	1.52%	–
	New	LYFT INCnote 1.500% 5/1	$34,240,000	–	20,000,000	–	1.47%	–
	New	REPLIGEN CORPnote 0.375% 7/1	$33,208,000	–	18,500,000	–	1.42%	–
	New	DATADOG INCnote 0.125% 6/1	$31,818,000	–	23,800,000	–	1.36%	–
	New	SPLUNK INCnote 0.500% 9/1	$30,972,000	–	26,500,000	–	1.33%	–
	New	VARONIS SYS INCnote 1.250% 8/1	$30,321,000	–	15,450,000	–	1.30%	–
	New	PINDUODUO INCnote 12/0	$28,380,000	–	27,500,000	–	1.22%	–
	New	ZILLOW GROUP INCnote 0.750% 9/0	$28,060,000	–	10,000,000	–	1.20%	–
CNX	New	CNX RES CORP	$27,129,000	–	1,986,000	–	1.16%	–
	New	OKTA INCnote 0.375% 6/1	$26,896,000	–	21,500,000	–	1.15%	–
	New	COUPA SOFTWARE INCnote 0.125% 6/1	$25,130,000	–	14,500,000	–	1.08%	–
EQT	New	EQT CORP	$24,931,000	–	1,120,000	–	1.07%	–
	New	NUANCE COMMUNICATIONS INCdbcv 1.000%12/1	$24,805,000	–	11,000,000	–	1.06%	–
	New	GUIDEWIRE SOFTWARE INCnote 1.250% 3/1	$22,900,000	–	19,500,000	–	0.98%	–
	New	SLACK TECHNOLOGIES INCnote 0.500% 4/1	$22,791,000	–	15,000,000	–	0.98%	–
WDAY	New	WORKDAY INCcl a	$21,534,000	–	90,200	–	0.92%	–
	New	TWITTER INCnote 1.000% 9/1	$20,425,000	–	20,000,000	–	0.88%	–
CNK	New	CINEMARK HLDGS INC	$20,341,000	–	926,700	–	0.87%	–
SJIV	New	SOUTH JERSEY INDS INCunit 04/01/2024	$19,530,000	–	350,000	–	0.84%	–
	New	BANDWIDTH INCnote 0.250% 3/0	$19,524,000	–	12,000,000	–	0.84%	–
F	New	FORD MTR CO DEL	$17,579,000	–	1,183,000	–	0.75%	–
SHOP	New	SHOPIFY INCcl a	$17,313,000	–	11,850	–	0.74%	–
NEEPRP	New	NEXTERA ENERGY INCunit 99/99/9999	$17,136,000	–	350,000	–	0.74%	–
CHKEW	New	CHESAPEAKE ENERGY CORP*w exp 99/99/999	$16,458,000	–	612,280	–	0.71%	–
UGIC	New	UGI CORP NEWunit 99/99/9999	$15,990,000	–	150,000	–	0.69%	–
SWK	New	STANLEY BLACK & DECKER INC	$15,477,000	–	75,500	–	0.66%	–
	New	CYBERARK SOFTWARE LTDnote 11/1	$14,665,000	–	13,500,000	–	0.63%	–
	New	COUPA SOFTWARE INCnote 0.375% 6/1	$13,576,000	–	11,717,000	–	0.58%	–
	New	WIX COM LTDnote 7/0	$12,357,000	–	6,000,000	–	0.53%	–
BURL	New	BURLINGTON STORES INC	$12,300,000	–	38,200	–	0.53%	–
	New	KNOWLES CORPnote 3.250%11/0	$11,231,000	–	10,000,000	–	0.48%	–
	New	THERAVANCE BIOPHARMA INCnote 3.250%11/0	$10,878,000	–	11,420,000	–	0.47%	–
	New	ENVISTA HOLDINGS CORPORATIONnote 2.375% 6/0	$10,675,000	–	5,000,000	–	0.46%	–
	New	PROS HOLDINGS INCnote 1.000% 5/1	$10,525,000	–	10,200,000	–	0.45%	–
TDOC	New	TELADOC HEALTH INC	$10,426,000	–	62,700	–	0.45%	–
	New	NEUROCRINE BIOSCIENCES INCnote 2.250% 5/1	$10,088,000	–	7,609,000	–	0.43%	–
TWNKW	New	HOSTESS BRANDS INC*w exp 11/04/202	$9,088,000	–	3,740,000	–	0.39%	–
NIMC	New	NISOURCE INCunit 12/01/2023	$8,223,000	–	80,000	–	0.35%	–
	New	ZILLOW GROUP INCnote 1.500% 7/0	$7,797,000	–	5,000,000	–	0.33%	–
CHKEL	New	CHESAPEAKE ENERGY CORP*w exp 09/02/202	$7,481,000	–	358,617	–	0.32%	–
VIAC	New	VIACOMCBS INCcl b	$7,458,000	–	165,000	–	0.32%	–
CDEV	New	CENTENNIAL RESOURCE DEV INCcl a	$7,451,000	–	1,098,900	–	0.32%	–
JCOM	New	J2 GLOBAL INC	$7,414,000	–	53,900	–	0.32%	–
	New	APOLLO COML REAL EST FIN INCnote 4.750% 8/2	$6,809,000	–	6,750,000	–	0.29%	–
NEEPRO	New	NEXTERA ENERGY INCunit 09/01/2022s	$5,615,000	–	100,000	–	0.24%	–
BKNG	New	BOOKING HOLDINGS INC	$4,792,000	–	2,190	–	0.20%	–
	New	DISH NETWORK CORPORATIONnote 3.375% 8/1	$4,604,000	–	4,500,000	–	0.20%	–
	New	DISH NETWORK CORPORATIONnote 2.375% 3/1	$3,938,000	–	4,047,000	–	0.17%	–
	New	IMPINJ INCnote 2.000%12/1	$3,748,000	–	2,250,000	–	0.16%	–
CHKEZ	New	CHESAPEAKE ENERGY CORP*w exp 99/99/999	$3,757,000	–	157,649	–	0.16%	–
MP	New	MP MATERIALS CORP	$3,539,000	–	96,000	–	0.15%	–
LNG	New	CHENIERE ENERGY INC	$3,123,000	–	36,000	–	0.13%	–
	New	APOLLO COML REAL EST FIN INCnote 5.375%10/1	$3,049,000	–	3,000,000	–	0.13%	–
POST	New	POST HLDGS INC	$2,983,000	–	27,500	–	0.13%	–
EEFT	New	EURONET WORLDWIDE INC	$2,964,000	–	21,900	–	0.13%	–
BTRSW	New	BTRS HOLDINGS INC*w exp 01/12/202	$2,951,000	–	749,050	–	0.13%	–
AXL	New	AMERICAN AXLE & MFG HLDGS IN	$2,629,000	–	254,000	–	0.11%	–
	New	SAREPTA THERAPEUTICS INCdbcv 1.500%11/1	$2,584,000	–	1,957,000	–	0.11%	–
ATSG	New	AIR TRANSPORT SERVICES GRP I	$2,511,000	–	108,100	–	0.11%	–
	New	TELADOC HEALTH INCnote 1.375% 5/1	$2,445,000	–	787,000	–	0.10%	–
	New	TPG SPECIALTY LENDING INCnote 4.500% 8/0	$2,427,000	–	2,100,000	–	0.10%	–
UBER	New	UBER TECHNOLOGIES INC	$2,240,000	–	44,700	–	0.10%	–
	New	PTC THERAPEUTICS INCnote 3.000% 8/1	$2,155,000	–	2,000,000	–	0.09%	–
	New	BLACKSTONE MTG TR INCnote 4.750% 3/1	$2,058,000	–	2,000,000	–	0.09%	–
	New	RWT HLDGS INCnote 5.750%10/0	$2,028,000	–	2,000,000	–	0.09%	–
	New	REDWOOD TR INCnote 4.750% 8/1	$2,010,000	–	2,000,000	–	0.09%	–
GIG	New	GIGCAPITAL4 INC	$1,970,000	–	200,000	–	0.08%	–
MTOR	New	MERITOR INC	$1,822,000	–	77,800	–	0.08%	–
BDX	New	BECTON DICKINSON & CO	$1,824,000	–	7,500	–	0.08%	–
VAL	New	VALARIS LIMITEDcl a	$1,649,000	–	57,084	–	0.07%	–
PEB	New	PEBBLEBROOK HOTEL TR	$1,502,000	–	63,800	–	0.06%	–
EVOJ	New	EVO ACQUISITION CORP	$1,455,000	–	150,000	–	0.06%	–
JAZZ	New	JAZZ PHARMACEUTICALS PLC	$1,172,000	–	6,600	–	0.05%	–
RPAY	New	REPAY HLDGS CORP	$988,000	–	41,100	–	0.04%	–
BMRN	New	BIOMARIN PHARMACEUTICAL INC	$935,000	–	11,200	–	0.04%	–
TEN	New	TENNECO INC	$889,000	–	46,000	–	0.04%	–
ADNT	New	ADIENT PLC	$746,000	–	16,500	–	0.03%	–
SATS	New	ECHOSTAR CORPcl a	$729,000	–	30,000	–	0.03%	–
IMTXW	New	IMMATICS N.V*w exp 07/01/202	$554,000	–	161,000	–	0.02%	–
KPLTW	New	KATAPULT HOLDINGS INC*w exp 06/09/202	$379,000	–	118,700	–	0.02%	–
OI	New	O-I GLASS INC	$327,000	–	20,000	–	0.01%	–
GCMGW	New	GCM GROSVENOR INC*w exp 11/17/202	$298,000	–	193,290	–	0.01%	–
BFLYWS	New	BUTTERFLY NETWORK INC*w exp 02/12/202	$239,000	–	49,393	–	0.01%	–
FPH	New	FIVE POINT HOLDINGS LLC	$242,000	–	30,000	–	0.01%	–
PSPCU	New	POST HOLDINGS PARTNERING CORunit 99/99/9999	$208,000	–	20,000	–	0.01%	–
MAPSW	New	WM TECHNOLOGY INC*w exp 06/16/202	$196,000	–	31,600	–	0.01%	–
UNIT	New	UNITI GROUP INC	$127,000	–	12,000	–	0.01%	–
EVOJW	New	EVO ACQUISITION CORP*w exp 01/04/202	$98,000	–	150,000	–	0.00%	–

Q4 2020

			Value		Shares		↓ Weighting
BMYRT	Exit	BRISTOL-MYERS SQUIBB COright 99/99/9999	$0	–	-50,000	–	-0.02%	–
FPH	Exit	FIVE POINT HOLDINGS LLC	$0	–	-30,000	–	-0.02%	–
RRD	Exit	DONNELLEY R R & SONS CO	$0	–	-102,500	–	-0.02%	–
BHC	Exit	BAUSCH HEALTH COS INC	$0	–	-13,000	–	-0.03%	–
ADNT	Exit	ADIENT PLC	$0	–	-16,500	–	-0.04%	–
IMTXW	Exit	IMMATICS N.V*w exp 07/01/202	$0	–	-100,000	–	-0.04%	–
EEFT	Exit	EURONET WORLDWIDE INC	$0	–	-7,300	–	-0.09%	–
BERY	Exit	BERRY GLOBAL GROUP INC	$0	–	-15,000	–	-0.10%	–
SATS	Exit	ECHOSTAR CORPcl a	$0	–	-30,000	–	-0.10%	–
BMRN	Exit	BIOMARIN PHARMACEUTICAL INC	$0	–	-11,200	–	-0.11%	–
JAZZ	Exit	JAZZ PHARMACEUTICALS PLC	$0	–	-6,600	–	-0.12%	–
	Exit	APOLLO COML REAL EST FIN INCnote 4.750% 8/2	$0	–	-1,000,000	–	-0.13%	–
SUPN	Exit	SUPERNUS PHARMACEUTICALS INC	$0	–	-46,400	–	-0.13%	–
ON	Exit	ON SEMICONDUCTOR CORP	$0	–	-46,200	–	-0.13%	–
LNG	Exit	CHENIERE ENERGY INC	$0	–	-24,900	–	-0.15%	–
AXL	Exit	AMERICAN AXLE & MFG HLDGS IN	$0	–	-200,000	–	-0.15%	–
OI	Exit	O-I GLASS INC	$0	–	-132,500	–	-0.19%	–
CATM	Exit	CARDTRONICS PLC	$0	–	-75,400	–	-0.20%	–
BKNG	Exit	BOOKING HOLDINGS INC	$0	–	-915	–	-0.21%	–
NLOK	Exit	NORTONLIFELOCK INC	$0	–	-75,900	–	-0.21%	–
	Exit	APELLIS PHARMACEUTICALS INCnote 3.500% 9/1	$0	–	-1,500,000	–	-0.22%	–
MTOR	Exit	MERITOR INC	$0	–	-77,800	–	-0.22%	–
	Exit	BLACKSTONE MTG TR INCnote 4.375% 5/0	$0	–	-1,800,000	–	-0.23%	–
	Exit	NABORS INDS INC NEWnote 0.750% 1/1	$0	–	-6,500,000	–	-0.24%	–
	Exit	TPG SPECIALTY LENDING INCnote 4.500% 8/0	$0	–	-2,100,000	–	-0.29%	–
	Exit	PTC THERAPEUTICS INCnote 3.000% 8/1	$0	–	-2,000,000	–	-0.30%	–
TDOC	Exit	TELADOC HEALTH INC	$0	–	-10,400	–	-0.30%	–
	Exit	APOLLO COML REAL EST FIN INCnote 5.375%10/1	$0	–	-2,500,000	–	-0.31%	–
POST	Exit	POST HLDGS INC	$0	–	-27,500	–	-0.32%	–
ECPG	Exit	ENCORE CAP GROUP INC	$0	–	-68,500	–	-0.35%	–
	Exit	YY INCnote 1.375% 6/1	$0	–	-2,500,000	–	-0.36%	–
ATSG	Exit	AIR TRANSPORT SERVICES GRP I	$0	–	-108,100	–	-0.36%	–
	Exit	DISH NETWORK CORPORATIONnote 2.375% 3/1	$0	–	-3,297,000	–	-0.40%	–
TWNKW	Exit	HOSTESS BRANDS INC*w exp 11/04/202	$0	–	-3,680,000	–	-0.40%	–
UTZWS	Exit	UTZ BRANDS INC*w exp 08/28/202	$0	–	-506,403	–	-0.44%	–
CNX	Exit	CNX RES CORP	$0	–	-420,500	–	-0.53%	–
	Exit	DISH NETWORK CORPORATIONnote 3.375% 8/1	$0	–	-4,500,000	–	-0.55%	–
	Exit	NEUROCRINE BIOSCIENCES INCnote 2.250% 5/1	$0	–	-3,000,000	–	-0.55%	–
ENRPRA	Exit	ENERGIZER HLDGS INC NEW7.5 mcnv pfd a	$0	–	-50,000	–	-0.55%	–
	Exit	SPLUNK INCnote 0.500% 9/1	$0	–	-3,000,000	–	-0.56%	–
CNK	Exit	CINEMARK HLDGS INC	$0	–	-463,400	–	-0.62%	–
	Exit	NUTANIX INCnote 1/1	$0	–	-5,000,000	–	-0.63%	–
	Exit	TWITTER INCnote 1.000% 9/1	$0	–	-5,015,000	–	-0.66%	–
NVTA	Exit	INVITAE CORP	$0	–	-116,000	–	-0.67%	–
DCUE	Exit	DOMINION ENERGY INCunit 99/99/9999	$0	–	-50,000	–	-0.68%	–
NEEPRO	Exit	NEXTERA ENERGY INCunit 09/01/2022s	$0	–	-100,000	–	-0.72%	–
BSXPRA	Exit	BOSTON SCIENTIFIC CORP5.50% cnv pfd a	$0	–	-50,000	–	-0.74%	–
RPD	Exit	RAPID7 INC	$0	–	-96,200	–	-0.78%	–
	Exit	PRA GROUP INCnote 3.500% 6/0	$0	–	-6,000,000	–	-0.88%	–
SOLN	Exit	SOUTHERN COunit 08/01/2022	$0	–	-150,000	–	-0.93%	–
EQT	Exit	EQT CORP	$0	–	-558,300	–	-0.96%	–
NIO	Exit	NIO INCspon ads	$0	–	-369,900	–	-1.04%	–
CLF	Exit	CLEVELAND-CLIFFS INC NEW	$0	–	-1,431,600	–	-1.22%	–
	Exit	KNOWLES CORPnote 3.250%11/0	$0	–	-10,000,000	–	-1.43%	–
	Exit	NUANCE COMMUNICATIONS INCdbcv 1.000%12/1	$0	–	-8,500,000	–	-1.65%	–
DHRPRA	Exit	DANAHER CORPORATION4.75 mnd cv pfd	$0	–	-9,000	–	-1.77%	–
MDB	Exit	MONGODB INCcl a	$0	–	-71,200	–	-2.20%	–
QTSPRB	Exit	QTS RLTY TR INC6.50% con pfd b	$0	–	-135,688	–	-2.56%	–
CFXA	Exit	COLFAX CORPunit 01/15/2022t	$0	–	-175,000	–	-3.13%	–
	Exit	GSX TECHEDU INCput	$0	–	-450	–	-3.21%	–
	Exit	AKAMAI TECHNOLOGIES INCnote 0.125% 5/0	$0	–	-20,000,000	–	-3.44%	–
	Exit	SOUTHWEST AIRLS COnote 1.250% 5/0	$0	–	-20,000,000	–	-3.49%	–
	Exit	COUPA SOFTWARE INCnote 0.125% 6/1	$0	–	-15,000,000	–	-3.65%	–
PCGU	Exit	PG&E CORPunit 99/99/9999	$0	–	-300,000	–	-3.92%	–
	Exit	REALPAGE INCnote 1.500%11/1	$0	–	-22,500,000	–	-4.40%	–
	Exit	LIBERTY MEDIA CORP DELdeb 3.500% 1/1	$0	–	-42,500,000	–	-4.72%	–
	Exit	LIBERTY MEDIA CORP DELnote 1.375%10/1	$0	–	-32,500,000	–	-4.73%	–
	Exit	WRIGHT MED GROUP N Vnote 2.250%11/1	$0	–	-28,000,000	–	-5.36%	–
	Exit	NICE SYS INCnote 1.250% 1/1	$0	–	-17,500,000	–	-6.34%	–
	Exit	MICROCHIP TECHNOLOGY INC.note 2.250% 2/1	$0	–	-38,000,000	–	-7.56%	–
	Exit	MERCADOLIBRE INCnote 2.000% 8/1	$0	–	-24,000,000	–	-8.05%	–
	Exit	INSULET CORPnote 1.375%11/1	$0	–	-24,000,000	–	-8.19%	–

Q3 2020

			Value		Shares		↓ Weighting
	Buy	INSULET CORPnote 1.375%11/1	$61,538,000	+81.3%	24,000,000	+50.0%	8.19%	+59.7%
	Buy	MERCADOLIBRE INCnote 2.000% 8/1	$60,486,000	+14.8%	24,000,000	+4.3%	8.05%	+1.2%
PCGU	New	PG&E CORPunit 99/99/9999	$29,427,000	–	300,000	–	3.92%	–
	Sell	SOUTHWEST AIRLS COnote 1.250% 5/0	$26,200,000	-27.6%	20,000,000	-33.3%	3.49%	-36.2%
	New	AKAMAI TECHNOLOGIES INCnote 0.125% 5/0	$25,817,000	–	20,000,000	–	3.44%	–
	New	GSX TECHEDU INCput	$24,075,000	–	450	–	3.21%	–
QTSPRB	Buy	QTS RLTY TR INC6.50% con pfd b	$19,192,000	+41.2%	135,688	+41.8%	2.56%	+24.3%
NIO	Buy	NIO INCspon ads	$7,849,000	+217.8%	369,900	+15.6%	1.04%	+180.2%
EQT	New	EQT CORP	$7,219,000	–	558,300	–	0.96%	–
CNK	New	CINEMARK HLDGS INC	$4,634,000	–	463,400	–	0.62%	–
	New	NEUROCRINE BIOSCIENCES INCnote 2.250% 5/1	$4,155,000	–	3,000,000	–	0.55%	–
CNX	New	CNX RES CORP	$3,970,000	–	420,500	–	0.53%	–
UTZWS	New	UTZ BRANDS INC*w exp 08/28/202	$3,312,000	–	506,403	–	0.44%	–
	Buy	DISH NETWORK CORPORATIONnote 2.375% 3/1	$2,979,000	+32.6%	3,297,000	+31.9%	0.40%	+17.1%
POST	New	POST HLDGS INC	$2,365,000	–	27,500	–	0.32%	–
TDOC	New	TELADOC HEALTH INC	$2,280,000	–	10,400	–	0.30%	–
	New	BLACKSTONE MTG TR INCnote 4.375% 5/0	$1,739,000	–	1,800,000	–	0.23%	–
	New	APELLIS PHARMACEUTICALS INCnote 3.500% 9/1	$1,611,000	–	1,500,000	–	0.22%	–
NLOK	New	NORTONLIFELOCK INC	$1,582,000	–	75,900	–	0.21%	–
BKNG	New	BOOKING HOLDINGS INC	$1,565,000	–	915	–	0.21%	–
CATM	Buy	CARDTRONICS PLC	$1,493,000	+109.7%	75,400	+153.9%	0.20%	+84.3%
OI	Sell	O-I GLASS INC	$1,403,000	-14.4%	132,500	-27.4%	0.19%	-24.6%
AXL	Sell	AMERICAN AXLE & MFG HLDGS IN	$1,154,000	-41.5%	200,000	-22.9%	0.15%	-48.3%
ON	Buy	ON SEMICONDUCTOR CORP	$1,002,000	+406.1%	46,200	+362.0%	0.13%	+343.3%
	New	APOLLO COML REAL EST FIN INCnote 4.750% 8/2	$948,000	–	1,000,000	–	0.13%	–
BMRN	Sell	BIOMARIN PHARMACEUTICAL INC	$852,000	-84.3%	11,200	-74.5%	0.11%	-86.2%
BERY	Sell	BERRY GLOBAL GROUP INC	$725,000	+0.7%	15,000	-7.7%	0.10%	-11.0%
IMTXW	New	IMMATICS N.V*w exp 07/01/202	$337,000	–	100,000	–	0.04%	–
ADNT	New	ADIENT PLC	$286,000	–	16,500	–	0.04%	–
BMYRT	New	BRISTOL-MYERS SQUIBB COright 99/99/9999	$113,000	–	50,000	–	0.02%	–
VTOL	Exit	BRISTOW GROUP INC	$0	–	-17,870	–	-0.04%	–
CNSL	Exit	CONSOLIDATED COMM HLDGS INC	$0	–	-48,102	–	-0.05%	–
ARYAW	Exit	ARYA SCIENCES ACQUISITION CO*w exp 10/10/202	$0	–	-100,000	–	-0.08%	–
	Exit	NEW RELIC INCnote 0.500% 5/0	$0	–	-1,000,000	–	-0.15%	–
	Exit	ON SEMICONDUCTOR CORPnote 1.000%12/0	$0	–	-2,000,000	–	-0.35%	–
FSCT	Exit	FORESCOUT TECHNOLOGIES INCcall	$0	–	-185	–	-0.54%	–
	Exit	MESA LABS INCnote 1.375% 8/1	$0	–	-4,000,000	–	-0.60%	–
	Exit	JAZZ INVESTMENTS I LTDnote 1.875% 8/1	$0	–	-5,000,000	–	-0.74%	–
	Exit	TELADOC HEALTH INCnote 1.375% 5/1	$0	–	-1,468,000	–	-0.79%	–
NIO	Exit	NIO INCcall	$0	–	-500	–	-0.85%	–
	Exit	Q2 HLDGS INCnote 0.750% 2/1	$0	–	-8,500,000	–	-2.02%	–
CNPPRB	Exit	CENTERPOINT ENERGY INCdep rp pfd cv b	$0	–	-500,000	–	-2.69%	–
	Exit	J2 GLOBAL INCnote 3.250% 6/1	$0	–	-22,000,000	–	-3.64%	–

Q2 2020

			Value		Shares		↓ Weighting
	New	MICROCHIP TECHNOLOGY INC.note 2.250% 2/1	$55,462,000	–	38,000,000	–	8.38%	–
	New	MERCADOLIBRE INCnote 2.000% 8/1	$52,682,000	–	23,000,000	–	7.96%	–
	New	NICE SYS INCnote 1.250% 1/1	$40,070,000	–	17,500,000	–	6.06%	–
	New	WRIGHT MED GROUP N Vnote 2.250%11/1	$39,510,000	–	28,000,000	–	5.97%	–
	New	REALPAGE INCnote 1.500%11/1	$36,308,000	–	22,500,000	–	5.49%	–
	New	SOUTHWEST AIRLS COnote 1.250% 5/0	$36,181,000	–	30,000,000	–	5.47%	–
	New	LIBERTY MEDIA CORP DELnote 1.375%10/1	$34,268,000	–	32,500,000	–	5.18%	–
	New	INSULET CORPnote 1.375%11/1	$33,947,000	–	16,000,000	–	5.13%	–
	New	LIBERTY MEDIA CORPdeb 3.500% 1/1	$31,478,000	–	42,500,000	–	4.76%	–
	New	COUPA SOFTWARE INCnote 0.125% 6/1	$27,342,000	–	15,000,000	–	4.13%	–
	New	J2 GLOBAL INCnote 3.250% 6/1	$24,060,000	–	22,000,000	–	3.64%	–
CFXA	New	COLFAX CORPunit 01/15/2022t	$21,352,000	–	175,000	–	3.23%	–
CNPPRB	New	CENTERPOINT ENERGY INCdep rp pfd cv b	$17,780,000	–	500,000	–	2.69%	–
MDB	New	MONGODB INCcl a	$16,115,000	–	71,200	–	2.44%	–
QTSPRB	New	QTS RLTY TR INC6.50% con pfd b	$13,596,000	–	95,688	–	2.06%	–
	New	Q2 HLDGS INCnote 0.750% 2/1	$13,340,000	–	8,500,000	–	2.02%	–
DHRPRA	New	DANAHER CORPORATION4.75 mnd cv pfd	$11,222,000	–	9,000	–	1.70%	–
	New	KNOWLES CORPnote 3.250%11/0	$10,713,000	–	10,000,000	–	1.62%	–
	New	NUANCE COMMUNICATIONS INCdbcv 1.000%12/1	$10,060,000	–	8,500,000	–	1.52%	–
CLF	New	CLEVELAND CLIFFS INC	$7,902,000	–	1,431,600	–	1.19%	–
SOLN	New	SOUTHERN COunit 08/01/2022	$6,609,000	–	150,000	–	1.00%	–
	New	PRA GROUP INCnote 3.500% 6/0	$6,220,000	–	6,000,000	–	0.94%	–
NIO	New	NIO INCcall	$5,600,000	–	500	–	0.85%	–
BMRN	New	BIOMARIN PHARMACEUTICAL INC	$5,427,000	–	44,000	–	0.82%	–
	New	TELADOC HEALTH INCnote 1.375% 5/1	$5,242,000	–	1,468,000	–	0.79%	–
BSXPRA	New	BOSTON SCIENTIFIC CORP5.50% cnv pfd a	$5,235,000	–	50,000	–	0.79%	–
DCUE	New	DOMINION ENERGY INCunit 99/99/9999	$5,067,000	–	50,000	–	0.77%	–
	New	TWITTER INCnote 1.000% 9/1	$4,920,000	–	5,015,000	–	0.74%	–
RPD	New	RAPID7 INC	$4,908,000	–	96,200	–	0.74%	–
	New	JAZZ INVESTMENTS I LTDnote 1.875% 8/1	$4,884,000	–	5,000,000	–	0.74%	–
NEEPRO	New	NEXTERA ENERGY INCunit 09/01/2022s	$4,854,000	–	100,000	–	0.73%	–
ENRPRA	New	ENERGIZER HLDGS INC NEW7.5 mcnv pfd a	$4,808,000	–	50,000	–	0.73%	–
	New	NUTANIX INCnote 1/1	$4,440,000	–	5,000,000	–	0.67%	–
	New	SPLUNK INCnote 0.500% 9/1	$4,331,000	–	3,000,000	–	0.65%	–
	New	DISH NETWORK CORPORATIONnote 3.375% 8/1	$4,145,000	–	4,500,000	–	0.63%	–
	New	MESA LABS INCnote 1.375% 8/1	$3,990,000	–	4,000,000	–	0.60%	–
FSCT	New	FORESCOUT TECHNOLOGIES INCcall	$3,608,000	–	185	–	0.54%	–
NVTA	New	INVITAE CORP	$3,514,000	–	116,000	–	0.53%	–
TWNKW	New	HOSTESS BRANDS INC*w exp 11/04/202	$3,165,000	–	3,680,000	–	0.48%	–
	New	YY INCnote 1.375% 6/1	$2,765,000	–	2,500,000	–	0.42%	–
NIO	New	NIO INCspon ads	$2,470,000	–	319,900	–	0.37%	–
ATSG	New	AIR TRANSPORT SERVICES GRP I	$2,407,000	–	108,100	–	0.36%	–
	New	NABORS INDS INC NEWnote 0.750% 1/1	$2,408,000	–	6,500,000	–	0.36%	–
ECPG	New	ENCORE CAP GROUP INC	$2,341,000	–	68,500	–	0.35%	–
	New	ON SEMICONDUCTOR CORPnote 1.000%12/0	$2,335,000	–	2,000,000	–	0.35%	–
	New	PTC THERAPEUTICS INCnote 3.000% 8/1	$2,321,000	–	2,000,000	–	0.35%	–
	New	DISH NETWORK CORPORATIONnote 2.375% 3/1	$2,246,000	–	2,500,000	–	0.34%	–
	New	TPG SPECIALTY LENDING INCnote 4.500% 8/0	$2,119,000	–	2,100,000	–	0.32%	–
	New	APOLLO COML REAL EST FIN INCnote 5.375%10/1	$2,053,000	–	2,500,000	–	0.31%	–
AXL	New	AMERICAN AXLE & MFG HLDGS IN	$1,971,000	–	259,381	–	0.30%	–
OI	New	O-I GLASS INC	$1,639,000	–	182,500	–	0.25%	–
MTOR	New	MERITOR INC	$1,540,000	–	77,800	–	0.23%	–
LNG	New	CHENIERE ENERGY INC	$1,203,000	–	24,900	–	0.18%	–
SUPN	New	SUPERNUS PHARMACEUTICALS INC	$1,102,000	–	46,400	–	0.17%	–
	New	NEW RELIC INCnote 0.500% 5/0	$969,000	–	1,000,000	–	0.15%	–
SATS	New	ECHOSTAR CORPcl a	$839,000	–	30,000	–	0.13%	–
JAZZ	New	JAZZ PHARMACEUTICALS PLC	$728,000	–	6,600	–	0.11%	–
BERY	New	BERRY GLOBAL GROUP INC	$720,000	–	16,250	–	0.11%	–
CATM	New	CARDTRONICS PLC	$712,000	–	29,700	–	0.11%	–
EEFT	New	EURONET WORLDWIDE INC	$699,000	–	7,300	–	0.11%	–
ARYAW	New	ARYA SCIENCES ACQUISITION CO*w exp 10/10/202	$535,000	–	100,000	–	0.08%	–
CNSL	New	CONSOLIDATED COMM HLDGS INC	$326,000	–	48,102	–	0.05%	–
VTOL	New	BRISTOW GROUP INC	$249,000	–	17,870	–	0.04%	–
BHC	New	BAUSCH HEALTH COS INC	$238,000	–	13,000	–	0.04%	–
ON	New	ON SEMICONDUCTOR CORP	$198,000	–	10,000	–	0.03%	–
FPH	New	FIVE POINT HOLDINGS LLC	$138,000	–	30,000	–	0.02%	–
RRD	New	DONNELLEY R R & SONS CO	$122,000	–	102,500	–	0.02%	–

Q4 2019

			Value		Shares		↓ Weighting
NIO	Exit	NIO INCspon ads	$0	–	-30,300	–	-0.01%	–
PYXSQ	Exit	PYXUS INTL INC	$0	–	-15,000	–	-0.04%	–
LB	Exit	L BRANDS INC	$0	–	-10,000	–	-0.04%	–
TLRY	Exit	TILRAY INC	$0	–	-9,500	–	-0.05%	–
JCPNQ	Exit	PENNEY J C CORP INC	$0	–	-400,000	–	-0.07%	–
RRD	Exit	DONNELLEY R R & SONS CO	$0	–	-102,500	–	-0.08%	–
CNSL	Exit	CONSOLIDATED COMM HLDGS INC	$0	–	-88,500	–	-0.08%	–
ETSY	Exit	ETSY INC	$0	–	-12,500	–	-0.14%	–
BHC	Exit	BAUSCH HEALTH COS INC	$0	–	-33,300	–	-0.15%	–
LNG	Exit	CHENIERE ENERGY INC	$0	–	-12,500	–	-0.16%	–
FEYE	Exit	FIREEYE INC	$0	–	-74,500	–	-0.20%	–
CATM	Exit	CARDTRONICS PLC	$0	–	-34,392	–	-0.21%	–
MTOR	Exit	MERITOR INC	$0	–	-58,200	–	-0.22%	–
EEFT	Exit	EURONET WORLDWIDE INC	$0	–	-9,000	–	-0.26%	–
CHGG	Exit	CHEGG INC	$0	–	-46,200	–	-0.28%	–
BMRN	Exit	BIOMARIN PHARMACEUTICAL INC	$0	–	-22,000	–	-0.30%	–
	Exit	KNOWLES CORPnote 3.250%11/0	$0	–	-1,250,000	–	-0.32%	–
LYV	Exit	LIVE NATION ENTERTAINMENT IN	$0	–	-25,400	–	-0.34%	–
ATSG	Exit	AIR TRANSPORT SERVICES GRP I	$0	–	-108,100	–	-0.46%	–
	Exit	ON SEMICONDUCTOR CORPnote 1.000%12/0	$0	–	-2,000,000	–	-0.47%	–
ECPG	Exit	ENCORE CAP GROUP INC	$0	–	-75,700	–	-0.50%	–
AVTRPRA	Exit	AVANTOR INC6.25 pfd cnv sr	$0	–	-50,000	–	-0.54%	–
CLF	Exit	CLEVELAND CLIFFS INC	$0	–	-390,000	–	-0.56%	–
SUPN	Exit	SUPERNUS PHARMACEUTICALS INC	$0	–	-116,200	–	-0.64%	–
	Exit	Q2 HLDGS INCnote 0.750% 2/1	$0	–	-2,500,000	–	-0.74%	–
SATS	Exit	ECHOSTAR CORPcl a	$0	–	-93,600	–	-0.74%	–
TSLA	Exit	TESLA INC	$0	–	-18,400	–	-0.89%	–
RPD	Exit	RAPID7 INC	$0	–	-101,500	–	-0.92%	–
	Exit	NUTANIX INCnote 1/1	$0	–	-5,000,000	–	-0.94%	–
ENRPRA	Exit	ENERGIZER HLDGS INC NEW7.5 mcnv pfd a	$0	–	-50,000	–	-0.95%	–
RH	Exit	RH	$0	–	-28,600	–	-0.98%	–
	Exit	PRA GROUP INCnote 3.500% 6/0	$0	–	-5,000,000	–	-1.02%	–
DCUE	Exit	DOMINION ENERGY INCunit 99/99/9999	$0	–	-50,000	–	-1.06%	–
CCCWS	Exit	CLARIVATE ANALYTICS PLC*w exp 11/09/201	$0	–	-1,000,000	–	-1.18%	–
	Exit	LIBERTY MEDIA CORP DELAWAREnote 1.375%10/1	$0	–	-5,000,000	–	-1.20%	–
TEAM	Exit	ATLASSIAN CORP PLCcl a	$0	–	-52,100	–	-1.31%	–
SQ	Exit	SQUARE INCcl a	$0	–	-106,500	–	-1.32%	–
MDB	Exit	MONGODB INCcl a	$0	–	-66,000	–	-1.59%	–
MDCO	Exit	MEDICINES CO	$0	–	-176,600	–	-1.77%	–
	Exit	INSULET CORPnote 1.375%11/1	$0	–	-5,000,000	–	-1.84%	–
	Exit	MERCADOLIBRE INCnote 2.000% 8/1	$0	–	-8,000,000	–	-2.36%	–
CNPPRB	Exit	CENTERPOINT ENERGY INCdep rp pfd cv b	$0	–	-240,000	–	-2.51%	–
TDOC	Exit	TELADOC HEALTH INC	$0	–	-192,700	–	-2.61%	–
	Exit	CYPRESS SEMICONDUCTOR CORPnote 4.500% 1/1	$0	–	-10,000,000	–	-3.50%	–
INTEQ	Exit	INTELSAT S A	$0	–	-825,200	–	-3.77%	–
CFXA	Exit	COLFAX CORPunit 01/15/2022t	$0	–	-165,000	–	-4.31%	–
	Exit	J2 GLOBAL INCnote 3.250% 6/1	$0	–	-16,000,000	–	-4.55%	–
	Exit	WRIGHT MED GROUP N Vnote 2.250%11/1	$0	–	-20,500,000	–	-4.80%	–
	Exit	NICE SYS INCnote 1.250% 1/1	$0	–	-14,500,000	–	-5.19%	–
	Exit	SERVICENOW INCnote 6/0	$0	–	-15,000,000	–	-5.76%	–
	Exit	LIBERTY MEDIA CORPdeb 3.500% 1/1	$0	–	-35,000,000	–	-6.42%	–
	Exit	REALPAGE INCnote 1.500%11/1	$0	–	-22,500,000	–	-7.13%	–
	Exit	ADVANCED MICRO DEVICES INCnote 2.125% 9/0	$0	–	-10,000,000	–	-7.47%	–
	Exit	MICROCHIP TECHNOLOGY INCnote 2.250% 2/1	$0	–	-29,000,000	–	-7.49%	–
	Exit	MICROCHIP TECHNOLOGY INCnote 1.625% 2/1	$0	–	-20,000,000	–	-7.60%	–

Q3 2019

			Value		Shares		↓ Weighting
	Buy	MICROCHIP TECHNOLOGY INCnote 1.625% 2/1	$37,934,000	+329.3%	20,000,000	+300.0%	7.60%	+204.3%
	Buy	MICROCHIP TECHNOLOGY INCnote 2.250% 2/1	$37,387,000	+15.2%	29,000,000	+5.5%	7.49%	-18.3%
	Buy	REALPAGE INCnote 1.500%11/1	$35,606,000	+18.5%	22,500,000	+12.5%	7.13%	-16.0%
	New	LIBERTY MEDIA CORPdeb 3.500% 1/1	$32,077,000	–	35,000,000	–	6.42%	–
	Buy	NICE SYS INCnote 1.250% 1/1	$25,935,000	+117.2%	14,500,000	+107.1%	5.19%	+54.0%
	Buy	WRIGHT MED GROUP N Vnote 2.250%11/1	$23,970,000	+546.3%	20,500,000	+720.0%	4.80%	+357.9%
CFXA	Buy	COLFAX CORPunit 01/15/2022t	$21,539,000	+126.2%	165,000	+120.0%	4.31%	+60.4%
INTEQ	Buy	INTELSAT S A	$18,815,000	+32.2%	825,200	+12.8%	3.77%	-6.3%
	Buy	CYPRESS SEMICONDUCTOR CORPnote 4.500% 1/1	$17,461,000	+107.8%	10,000,000	+100.0%	3.50%	+47.3%
TDOC	Buy	TELADOC HEALTH INC	$13,050,000	+93.0%	192,700	+89.3%	2.61%	+36.8%
CNPPRB	Buy	CENTERPOINT ENERGY INCdep rp pfd cv b	$12,542,000	+24.9%	240,000	+20.0%	2.51%	-11.5%
	New	MERCADOLIBRE INCnote 2.000% 8/1	$11,784,000	–	8,000,000	–	2.36%	–
	New	INSULET CORPnote 1.375%11/1	$9,211,000	–	5,000,000	–	1.84%	–
MDCO	New	MEDICINES CO	$8,830,000	–	176,600	–	1.77%	–
SQ	Buy	SQUARE INCcl a	$6,598,000	+13.9%	106,500	+33.3%	1.32%	-19.3%
	New	LIBERTY MEDIA CORP DELAWAREnote 1.375%10/1	$5,986,000	–	5,000,000	–	1.20%	–
CCCWS	Buy	CLARIVATE ANALYTICS PLC*w exp 11/09/201	$5,890,000	+65.3%	1,000,000	+33.3%	1.18%	+17.2%
DCUE	New	DOMINION ENERGY INCunit 99/99/9999	$5,288,000	–	50,000	–	1.06%	–
RH	Buy	RH	$4,886,000	+62.5%	28,600	+10.0%	0.98%	+15.2%
ENRPRA	New	ENERGIZER HLDGS INC NEW7.5 mcnv pfd a	$4,734,000	–	50,000	–	0.95%	–
	New	NUTANIX INCnote 1/1	$4,678,000	–	5,000,000	–	0.94%	–
RPD	Buy	RAPID7 INC	$4,607,000	+118.2%	101,500	+178.1%	0.92%	+54.7%
SATS	Buy	ECHOSTAR CORPcl a	$3,708,000	+20.2%	93,600	+34.5%	0.74%	-14.8%
CLF	Buy	CLEVELAND CLIFFS INC	$2,816,000	-5.3%	390,000	+40.0%	0.56%	-32.9%
AVTRPRA	New	AVANTOR INC6.25 pfd cnv sr	$2,685,000	–	50,000	–	0.54%	–
ATSG	Buy	AIR TRANSPORT SERVICES GRP I	$2,272,000	+72.1%	108,100	+99.8%	0.46%	+22.0%
	New	KNOWLES CORPnote 3.250%11/0	$1,608,000	–	1,250,000	–	0.32%	–
BMRN	Buy	BIOMARIN PHARMACEUTICAL INC	$1,483,000	+57.4%	22,000	+100.0%	0.30%	+11.7%
CHGG	New	CHEGG INC	$1,384,000	–	46,200	–	0.28%	–
MTOR	Buy	MERITOR INC	$1,077,000	+77.7%	58,200	+132.8%	0.22%	+26.3%
CATM	New	CARDTRONICS PLC	$1,040,000	–	34,392	–	0.21%	–
ETSY	Sell	ETSY INC	$706,000	-81.4%	12,500	-79.8%	0.14%	-86.9%
PYXSQ	New	PYXUS INTL INC	$196,000	–	15,000	–	0.04%	–
NIO	Sell	NIO INCspon ads	$47,000	-85.8%	30,300	-76.7%	0.01%	-90.4%
ASCMA	Exit	ASCENT CAP GROUP INC	$0	–	-430,984	–	-0.13%	–
	Exit	TWITTER INCnote 1.000% 9/1	$0	–	-4,000,000	–	-1.08%	–
DHRPRA	Exit	DANAHER CORPORATION4.75 mnd cv pfd	$0	–	-7,500	–	-2.34%	–
	Exit	INSULET CORPnote 1.250% 9/1	$0	–	-7,500,000	–	-4.34%	–
	Exit	LIBERTY MEDIA CORPdeb 3.500% 1/1	$0	–	-27,500,000	–	-6.91%	–

Q2 2019

			Value		Shares		↓ Weighting
	New	ADVANCED MICRO DEVICES INCnote 2.125% 9/0	$38,781,000	–	10,000,000	–	10.95%	–
	New	MICROCHIP TECHNOLOGY INCnote 2.250% 2/1	$32,453,000	–	27,500,000	–	9.17%	–
	New	SERVICENOW INCnote 6/0	$31,137,000	–	15,000,000	–	8.79%	–
	New	REALPAGE INCnote 1.500%11/1	$30,036,000	–	20,000,000	–	8.48%	–
	New	LIBERTY MEDIA CORPdeb 3.500% 1/1	$24,472,000	–	27,500,000	–	6.91%	–
	New	J2 GLOBAL INCnote 3.250% 6/1	$22,340,000	–	16,000,000	–	6.31%	–
	New	INSULET CORPnote 1.250% 9/1	$15,384,000	–	7,500,000	–	4.34%	–
INTEQ	New	INTELSAT S A	$14,232,000	–	731,700	–	4.02%	–
	New	NICE SYS INCnote 1.250% 1/1	$11,939,000	–	7,000,000	–	3.37%	–
CNPPRB	New	CENTERPOINT ENERGY INCdep rp pfd cv b	$10,044,000	–	200,000	–	2.84%	–
MDB	New	MONGODB INCcl a	$10,038,000	–	66,000	–	2.84%	–
CFXA	New	COLFAX CORPunit 01/15/2022t	$9,522,000	–	75,000	–	2.69%	–
	New	MICROCHIP TECHNOLOGY INCnote 1.625% 2/1	$8,837,000	–	5,000,000	–	2.50%	–
	New	CYPRESS SEMICONDUCTOR CORPnote 4.500% 1/1	$8,404,000	–	5,000,000	–	2.37%	–
DHRPRA	New	DANAHER CORPORATION4.75 mnd cv pfd	$8,285,000	–	7,500	–	2.34%	–
TEAM	New	ATLASSIAN CORP PLCcl a	$6,817,000	–	52,100	–	1.92%	–
TDOC	New	TELADOC HEALTH INC	$6,761,000	–	101,800	–	1.91%	–
SQ	New	SQUARE INCcl a	$5,795,000	–	79,900	–	1.64%	–
	New	PRA GROUP INCnote 3.500% 6/0	$4,675,000	–	5,000,000	–	1.32%	–
TSLA	New	TESLA INC	$4,112,000	–	18,400	–	1.16%	–
SUPN	New	SUPERNUS PHARMACEUTICALS INC	$3,845,000	–	116,200	–	1.09%	–
	New	TWITTER INCnote 1.000% 9/1	$3,838,000	–	4,000,000	–	1.08%	–
ETSY	New	ETSY INC	$3,805,000	–	62,000	–	1.08%	–
	New	WRIGHT MED GROUP N Vnote 2.250%11/1	$3,709,000	–	2,500,000	–	1.05%	–
	New	Q2 HLDGS INCnote 0.750% 2/1	$3,577,000	–	2,500,000	–	1.01%	–
CCCWS	New	CLARIVATE ANALYTICS PLC*w exp 11/09/201	$3,563,000	–	750,000	–	1.01%	–
SATS	New	ECHOSTAR CORPcl a	$3,085,000	–	69,600	–	0.87%	–
RH	New	RH	$3,006,000	–	26,000	–	0.85%	–
CLF	New	CLEVELAND CLIFFS INC	$2,973,000	–	278,600	–	0.84%	–
ECPG	New	ENCORE CAP GROUP INC	$2,564,000	–	75,700	–	0.72%	–
	New	ON SEMICONDUCTOR CORPnote 1.000%12/0	$2,462,000	–	2,000,000	–	0.70%	–
RPD	New	RAPID7 INC	$2,111,000	–	36,500	–	0.60%	–
LYV	New	LIVE NATION ENTERTAINMENT IN	$1,683,000	–	25,400	–	0.48%	–
EEFT	New	EURONET WORLDWIDE INC	$1,514,000	–	9,000	–	0.43%	–
ATSG	New	AIR TRANSPORT SERVICES GRP I	$1,320,000	–	54,100	–	0.37%	–
FEYE	New	FIREEYE INC	$1,103,000	–	74,500	–	0.31%	–
BMRN	New	BIOMARIN PHARMACEUTICAL INC	$942,000	–	11,000	–	0.27%	–
LNG	New	CHENIERE ENERGY INC	$856,000	–	12,500	–	0.24%	–
BHC	New	BAUSCH HEALTH COS INC	$840,000	–	33,300	–	0.24%	–
MTOR	New	MERITOR INC	$606,000	–	25,000	–	0.17%	–
ASCMA	New	ASCENT CAP GROUP INC	$465,000	–	430,984	–	0.13%	–
JCPNQ	New	PENNEY J C CORP INC	$456,000	–	400,000	–	0.13%	–
TLRY	New	TILRAY INC	$442,000	–	9,500	–	0.12%	–
CNSL	New	CONSOLIDATED COMM HLDGS INC	$436,000	–	88,500	–	0.12%	–
NIO	New	NIO INCspon ads	$332,000	–	130,300	–	0.09%	–
LB	New	L BRANDS INC	$261,000	–	10,000	–	0.07%	–
RRD	New	DONNELLEY R R & SONS CO	$202,000	–	102,500	–	0.06%	–

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