The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
AARONS INC COM PAR $0.50 002535300 235 5,584 SH   SOLE   5,584 0 0
ACCURAY INC COM 004397105 38 11,163 SH   SOLE   11,163 0 0
ACUITY BRANDS INC COM 00508Y102 230 2,000 SH   SOLE   2,000 0 0
AK STL HLDG CORP COM 001547108 79 35,117 SH   SOLE   35,117 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 367 3,773 SH   SOLE   3,773 0 0
ALIGN TECHNOLOGY INC COM 016255101 206 983 SH   SOLE   983 0 0
ALLERGAN PLC SHS G0177J108 868 6,496 SH   SOLE   6,496 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 244 25,303 SH   SOLE   25,303 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 433 28,505 SH   SOLE   28,505 0 0
AMDOCS LTD SHS G02602103 510 8,708 SH   SOLE   8,708 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 140 12,624 SH   SOLE   12,624 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 333 3,673 SH   SOLE   3,673 0 0
AMERICAN RENAL ASSOCIATES HO COM 029227105 1,901 165,000 SH   SOLE   165,000 0 0
AMERISOURCEBERGEN CORP COM 03073E105 343 4,606 SH   SOLE   4,606 0 0
AMKOR TECHNOLOGY INC COM 031652100 150 22,821 SH   SOLE   22,821 0 0
ANTERO RES CORP COM 03674X106 224 23,804 SH   SOLE   23,804 0 0
AON PLC SHS CL A G0408V102 848 5,833 SH   SOLE   5,833 0 0
APTARGROUP INC COM 038336103 418 4,447 SH   SOLE   4,447 0 0
ARCH COAL INC CL A 039380407 257 3,098 SH   SOLE   3,098 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 664 16,199 SH   SOLE   16,199 0 0
ARRIS INTL INC SHS G0551A103 231,282 7,565,641 SH   SOLE   7,565,641 0 0
ASTRAZENECA PLC SPONSORED ADR 046353108 7,292 192,000 SH   SOLE   192,000 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 691 5,268 SH   SOLE   5,268 0 0
AVISTA CORP COM 05379B107 129,119 3,039,532 SH   SOLE   3,039,532 0 0
AXALTA COATING SYS LTD COM G0750C108 212 9,069 SH   SOLE   9,069 0 0
BANK MONTREAL QUE COM 063671101 300 4,598 SH   SOLE   4,598 0 0
BAXTER INTL INC COM 071813109 9,831 149,366 SH   SOLE   149,366 0 0
BB&T CORP COM 054937107 484 11,172 SH   SOLE   11,172 0 0
BEAZER HOMES USA INC COM NEW 07556Q881 320 33,780 SH   SOLE   33,780 0 0
BECTON DICKINSON & CO COM 075887109 15,467 68,643 SH   SOLE   68,643 0 0
BELMOND LTD CL A G1154H107 88,913 3,552,239 SH   SOLE   3,552,239 0 0
BEMIS INC COM 081437105 46,633 1,015,959 SH   SOLE   1,015,959 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 681 3,335 SH   SOLE   3,335 0 0
BIO RAD LABS INC CL A 090572207 1,036 4,463 SH   SOLE   4,463 0 0
BIOSCRIP INC COM 09069N108 47 13,180 SH   SOLE   13,180 0 0
BOOKING HLDGS INC COM 09857L108 916 532 SH   SOLE   532 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 117 10,762 SH   SOLE   10,762 0 0
BUNGE LIMITED COM G16962105 8,274 154,824 SH   SOLE   154,824 0 0
CABOT CORP COM 127055101 225 5,249 SH   SOLE   5,249 0 0
CACI INTL INC CL A 127190304 453 3,145 SH   SOLE   3,145 0 0
CAMBREX CORP COM 132011107 1,366 36,170 SH   SOLE   36,170 0 0
CANADIAN NATL RY CO COM 136375102 433 5,836 SH   SOLE   5,836 0 0
CASEYS GEN STORES INC COM 147528103 289 2,257 SH   SOLE   2,257 0 0
CATALENT INC COM 148806102 5,241 168,103 SH   SOLE   168,103 0 0
CATERPILLAR INC DEL COM 149123101 236 1,855 SH   SOLE   1,855 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 459 6,156 SH   SOLE   6,156 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 315 1,107 SH   SOLE   1,107 0 0
CIGNA CORP NEW COM ADDED 125523100 13,056 68,744 SH   SOLE   68,744 0 0
CISCO SYS INC COM 17275R102 234 5,399 SH   SOLE   5,399 0 0
CITIGROUP INC COM NEW 172967424 204 3,926 SH   SOLE   3,926 0 0
CNX RESOURCES CORPORATION COM 12653C108 298 26,131 SH   SOLE   26,131 0 0
CONAGRA BRANDS INC COM 205887102 5,774 270,335 SH   SOLE   270,335 0 0
CONDUENT INC COM 206787103 123 11,566 SH   SOLE   11,566 0 0
CONOCOPHILLIPS COM 20825C104 333 5,346 SH   SOLE   5,346 0 0
CONSTELLATION BRANDS INC CL A 21036P108 6,505 40,449 SH   SOLE   40,449 0 0
CORELOGIC INC COM 21871D103 218 6,527 SH   SOLE   6,527 0 0
CVS HEALTH CORP COM 126650100 5,612 85,659 SH   SOLE   85,659 0 0
DAVITA INC COM 23918K108 15,326 297,815 SH   SOLE   297,815 0 0
DEVON ENERGY CORP NEW COM 25179M103 289 12,843 SH   SOLE   12,843 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 333 36,648 SH   SOLE   36,648 0 0
DONNELLEY R R & SONS CO COM 257867200 84 21,103 SH   SOLE   21,103 0 0
DOUGLAS EMMETT INC COM 25960P109 530 15,526 SH   SOLE   15,526 0 0
DOVER CORP COM 260003108 512 7,222 SH   SOLE   7,222 0 0
DRIVE SHACK INC COM 262077100 44 11,170 SH   SOLE   11,170 0 0
EASTMAN CHEM CO COM 277432100 238 3,251 SH   SOLE   3,251 0 0
EATON VANCE CORP COM NON VTG 278265103 411 11,673 SH   SOLE   11,673 0 0
ECOLAB INC COM 278865100 721 4,894 SH   SOLE   4,894 0 0
ELANCO ANIMAL HEALTH INC COM 28414H103 7,434 235,770 SH   SOLE   235,770 0 0
ELECTRO SCIENTIFIC INDS COM 285229100 66,483 2,219,044 SH   SOLE   2,219,044 0 0
ENBRIDGE INC COM 29250N105 15,176 488,277 SH   DFND 1 488,277 0 0
ENCANA CORP COM 292505104 11,560 2,000,000 SH   DFND 1 2,000,000 0 0
ENERGY TRANSFER LP COM UT LTD PTN 29273V100 64,888 4,912,074 SH   DFND 1 4,912,074 0 0
ENGILITY HLDGS INC NEW COM 29286C107 3,426 120,369 SH   SOLE   120,369 0 0
EQUINIX INC COM PAR $0.001 29444U700 1,044 2,962 SH   SOLE   2,962 0 0
ESSENDANT INC COM 296689102 170 13,531 SH   SOLE   13,531 0 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 147,147 1,211,582 SH   SOLE   1,211,582 0 0
EXTERRAN CORP COM 30227H106 34,985 1,976,557 SH   DFND 1 1,976,557 0 0
EXTERRAN CORP COM 30227H106 2,270 40 SH   SOLE   2,270 0 0
EXXON MOBIL CORP COM 30231G102 1,023 14,997 SH   SOLE   14,997 0 0
FCB FINL HLDGS INC CL A 30255G103 25,635 763,402 SH   SOLE   763,402 0 0
FINISAR CORP COM NEW 31787A507 125,788 5,823,496 SH   SOLE   5,823,496 0 0
FIRST DATA CORP NEW COM CL A 32008D106 3,214 190,055 SH   SOLE   190,055 0 0
FISERV INC COM 337738108 426 5,801 SH   SOLE   5,801 0 0
FORTIVE CORP COM 34959J108 897 13,251 SH   SOLE   13,251 0 0
GARTNER INC COM 366651107 280 2,192 SH   SOLE   2,192 0 0
GENERAL DYNAMICS CORP COM 369550108 1,033 6,568 SH   SOLE   6,568 0 0
GENTHERM INC COM 37253A103 227 5,671 SH   SOLE   5,671 0 0
GILEAD SCIENCES INC COM 375558103 2,736 43,744 SH   SOLE   43,744 0 0
GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 2,654 386,310 SH   SOLE   386,310 0 0
GREEN BANCORP INC COM 39260X100 1,448 84,473 SH   SOLE   84,473 0 0
GROUPON INC COM 399473107 262 81,889 SH   SOLE   81,889 0 0
HCA HEALTHCARE INC COM 40412C101 341 2,737 SH   SOLE   2,737 0 0
HENRY JACK & ASSOC INC COM 426281101 719 5,684 SH   SOLE   5,684 0 0
HIGHWOODS PPTYS INC COM 431284108 882 22,786 SH   SOLE   22,786 0 0
HONEYWELL INTL INC COM 438516106 537 4,066 SH   SOLE   4,066 0 0
HP INC COM 40434L105 316 15,428 SH   SOLE   15,428 0 0
HUNT J B TRANS SVCS INC COM 445658107 344 3,693 SH   SOLE   3,693 0 0
IKANG HEALTHCARE GROUP INC SPONSORED ADR 45174L108 1,833 89,947 SH   SOLE   89,947 0 0
INFRAREIT INC COM 45685L100 43,665 2,077,303 SH   SOLE   2,077,303 0 0
INGERSOLL-RAND PLC SHS G47791101 489 5,358 SH   SOLE   5,358 0 0
INGREDION INC COM 457187102 327 3,576 SH   SOLE   3,576 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 205,886 4,251,203 SH   SOLE   4,251,203 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 240 1,791 SH   SOLE   1,791 0 0
INTL PAPER CO COM 460146103 315 7,810 SH   SOLE   7,810 0 0
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 3,931 129,996 SH   SOLE   129,996 0 0
INVITATION HOMES INC COM 46187W107 216 10,759 SH   SOLE   10,759 0 0
JETBLUE AIRWAYS CORP COM 477143101 215 13,398 SH   SOLE   13,398 0 0
KEYW HLDG CORP COM 493723100 75 11,172 SH   SOLE   11,172 0 0
KILROY RLTY CORP COM 49427F108 233 3,704 SH   SOLE   3,704 0 0
KLA-TENCOR CORP COM 482480100 233 2,602 SH   SOLE   2,602 0 0
KORNIT DIGITAL LTD SHS M6372Q113 1,876 100,200 SH   SOLE   100,200 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 2,174 17,207 SH   SOLE   17,207 0 0
LAREDO PETROLEUM INC COM 516806106 186 51,297 SH   SOLE   51,297 0 0
LAUDER ESTEE COS INC CL A 518439104 524 4,027 SH   SOLE   4,027 0 0
LEIDOS HLDGS INC COM 525327102 730 13,839 SH   SOLE   13,839 0 0
LILLY ELI & CO COM 532457108 463 4,000 SH   SOLE   4,000 0 0
LINCOLN ELEC HLDGS INC COM 533900106 236 2,996 SH   SOLE   2,996 0 0
LINCOLN NATL CORP IND COM 534187109 433 8,438 SH   SOLE   8,438 0 0
LSC COMMUNICATIONS INC COM 50218P107 10,363 1,480,399 SH   SOLE   1,480,399 0 0
M & T BK CORP COM 55261F104 501 3,500 SH   SOLE   3,500 0 0
MARATHON PETE CORP COM 56585A102 49,616 840,800 SH   DFND 1 840,800 0 0
MARRIOTT INTL INC NEW CL A 571903202 349 3,215 SH   SOLE   3,215 0 0
MARSH & MCLENNAN COS INC COM 571748102 256 3,216 SH   SOLE   3,216 0 0
MB FINANCIAL INC NEW COM 55264U108 56,877 1,435,188 SH   SOLE   1,435,188 0 0
MCKESSON CORP COM 58155Q103 10,252 92,799 SH   SOLE   92,799 0 0
MEDTRONIC PLC SHS G5960L103 20,738 227,988 SH   SOLE   227,988 0 0
MERCK & CO INC COM 58933Y105 11,844 155,000 SH   SOLE   155,000 0 0
MGM RESORTS INTERNATIONAL COM 552953101 231 9,508 SH   SOLE   9,508 0 0
MICHAELS COS INC COM 59408Q106 177 13,075 SH   SOLE   13,075 0 0
MID AMER APT CMNTYS INC COM 59522J103 543 5,672 SH   SOLE   5,672 0 0
MILACRON HLDGS CORP COM 59870L106 211 17,704 SH   SOLE   17,704 0 0
MODERNA INC COM ADDED 60770K107 764 50,000 SH   SOLE   50,000 0 0
MOLINA HEALTHCARE INC COM 60855R100 732 6,300 SH   SOLE   6,300 0 0
MRC GLOBAL INC COM 55345K103 154 12,590 SH   SOLE   12,590 0 0
NAVIGANT CONSULTING INC COM 63935N107 241 10,003 SH   SOLE   10,003 0 0
NEVSUN RES LTD COM 64156L101 59,139 13,467,808 SH   SOLE   13,467,808 0 0
NEWELL BRANDS INC COM 651229106 237 12,722 SH   SOLE   12,722 0 0
NEWFIELD EXPL CO COM 651290108 138,491 9,446,896 SH   SOLE   9,446,896 0 0
NORDSTROM INC COM 655664100 240 5,158 SH   SOLE   5,158 0 0
NOVO-NORDISK A S ADR 670100205 9,139 198,377 SH   SOLE   198,377 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 387 29,260 SH   SOLE   29,260 0 0
NUTRI SYS INC NEW COM 67069D108 82,224 1,873,846 SH   SOLE   1,873,846 0 0
NXSTAGE MEDICAL INC COM 67072V103 84,925 2,967,320 SH   SOLE   2,967,320 0 0
OASIS PETE INC NEW COM 674215108 76 13,721 SH   SOLE   13,721 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 349 5,691 SH   SOLE   5,691 0 0
OFFICE DEPOT INC COM 676220106 181 69,989 SH   SOLE   69,989 0 0
ON SEMICONDUCTOR CORP COM 682189105 228 13,795 SH   SOLE   13,795 0 0
ONEOK INC NEW COM 682680103 374 6,925 SH   SOLE   6,925 0 0
OWENS ILL INC COM NEW 690768403 187 10,860 SH   SOLE   10,860 0 0
PACIFIC BIOSCIENCES CALIF IN COM 69404D108 68,692 9,282,677 SH   SOLE   9,282,677 0 0
PANDORA MEDIA INC COM 698354107 2,290 283,064 SH   SOLE   283,064 0 0
PARSLEY ENERGY INC CL A 701877102 17,264 1,080,344 SH   DFND 1 1,080,344 0 0
PARSLEY ENERGY INC CL A 701877102 1,553 25 SH   SOLE   1,553 0 0
PATTERSON COMPANIES INC COM 703395103 203 10,348 SH   SOLE   10,348 0 0
PDL BIOPHARMA INC COM 69329Y104 292 100,689 SH   SOLE   100,689 0 0
PENN VA CORP NEW COM 70788V102 2,848 52,688 SH   SOLE   52,688 0 0
PHILLIPS 66 COM 718546104 435 5,055 SH   SOLE   5,055 0 0
PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 1,144 56,904 SH   SOLE   56,904 0 0
PLEXUS CORP COM 729132100 216 4,233 SH   SOLE   4,233 0 0
PRICE T ROWE GROUP INC COM 74144T108 220 2,379 SH   SOLE   2,379 0 0
PROOFPOINT INC COM 743424103 266 3,174 SH   SOLE   3,174 0 0
QUAD / GRAPHICS INC COM CL A 747301109 131 10,623 SH   SOLE   10,623 0 0
QUALCOMM INC COM 747525103 253 4,450 SH   SOLE   4,450 0 0
QUANEX BUILDING PRODUCTS COR COM 747619104 223 16,419 SH   SOLE   16,419 0 0
RED HAT INC COM 756577102 216,717 1,233,872 SH   SOLE   1,233,872 0 0
REGIS CORP MINN COM 758932107 300 17,686 SH   SOLE   17,686 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 240 9,326 SH   SOLE   9,326 0 0
RESOLUTE ENERGY CORP COM NEW 76116A306 2,601 89,736 SH   SOLE   89,736 0 0
ROCKWELL AUTOMATION INC COM 773903109 214 1,425 SH   SOLE   1,425 0 0
ROPER TECHNOLOGIES INC COM 776696106 379 1,423 SH   SOLE   1,423 0 0
RUSH ENTERPRISES INC CL A 781846209 234 6,775 SH   SOLE   6,775 0 0
SCANA CORP NEW COM 80589M102 175,376 3,670,496 SH   SOLE   3,670,496 0 0
SEALED AIR CORP NEW COM 81211K100 253 7,265 SH   SOLE   7,265 0 0
SEI INVESTMENTS CO COM 784117103 640 13,850 SH   SOLE   13,850 0 0
SENDGRID INC COM 816883102 87,049 2,016,423 SH   SOLE   2,016,423 0 0
SHIRE PLC SPONSORED ADR 82481R106 198,856 1,142,590 SH   SOLE   1,142,590 0 0
SIMON PPTY GROUP INC NEW COM 828806109 943 5,615 SH   SOLE   5,615 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 271 4,050 SH   SOLE   4,050 0 0
SL GREEN RLTY CORP COM 78440X101 759 9,603 SH   SOLE   9,603 0 0
SOUTHWESTERN ENERGY CO COM 845467109 39 11,362 SH   SOLE   11,362 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 3,000 12,004 SH   SOLE   12,004 0 0
SPECTRUM BRANDS HLDGS INC NE COM 84790A105 215 5,081 SH   SOLE   5,081 0 0
SPRINT CORP COM SER 1 85207U105 153,005 26,289,445 SH   SOLE   26,289,445 0 0
SPROUTS FMRS MKT INC COM 85208M102 246 10,476 SH   SOLE   10,476 0 0
STATE BK FINL CORP COM 856190103 5,058 234,274 SH   SOLE   234,274 0 0
STERIS PLC SHS USD G84720104 366 3,428 SH   SOLE   3,428 0 0
STEWART INFORMATION SVCS COR COM 860372101 44,898 1,084,494 SH   SOLE   1,084,494 0 0
SUNCOKE ENERGY INC COM 86722A103 91 10,624 SH   SOLE   10,624 0 0
SYNEOS HEALTH INC CL A 87166B102 6,777 172,211 SH   SOLE   172,211 0 0
SYSCO CORP COM 871829107 442 7,055 SH   SOLE   7,055 0 0
TARGA RES CORP COM 87612G101 10,806 300,000 SH   DFND 1 300,000 0 0
TESARO INC COM 881569107 102,450 1,379,798 SH   SOLE   1,379,798 0 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 8,867 575,001 SH   SOLE   575,001 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 446 8,980 SH   SOLE   8,980 0 0
TRANSCANADA CORP COM 89353D107 47,092 1,319,103 SH   DFND 1 1,319,103 0 0
TRIBUNE MEDIA CO CL A 896047503 217,342 4,789,389 SH   SOLE   4,789,389 0 0
TYSON FOODS INC CL A 902494103 323 6,048 SH   SOLE   6,048 0 0
U S G CORP COM NEW 903293405 154,722 3,626,874 SH   SOLE   3,626,874 0 0
UNIFI INC COM NEW 904677200 218 9,541 SH   SOLE   9,541 0 0
UNITED TECHNOLOGIES CORP COM 913017109 1,019 9,573 SH   SOLE   9,573 0 0
UNITEDHEALTH GROUP INC COM 91324P102 278 1,117 SH   SOLE   1,117 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 2,797 24,000 SH   SOLE   24,000 0 0
US BANCORP DEL COM NEW 902973304 1,038 22,704 SH   SOLE   22,704 0 0
US FOODS HLDG CORP COM 912008109 2,929 92,572 SH   SOLE   92,572 0 0
VECTREN CORP COM 92240G101 186,773 2,594,786 SH   SOLE   2,594,786 0 0
VERISK ANALYTICS INC COM 92345Y106 218 1,998 SH   SOLE   1,998 0 0
VIACOM INC NEW CL B 92553P201 210 8,181 SH   SOLE   8,181 0 0
VISTEON CORP COM NEW 92839U206 209 3,473 SH   SOLE   3,473 0 0
W & T OFFSHORE INC COM 92922P106 45 10,980 SH   SOLE   10,980 0 0
WABASH NATL CORP COM 929566107 216 16,524 SH   SOLE   16,524 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 210 3,071 SH   SOLE   3,071 0 0
WATERS CORP COM 941848103 246 1,306 SH   SOLE   1,306 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 661 2,800 SH   SOLE   2,800 0 0
WESCO INTL INC COM 95082P105 231 4,803 SH   SOLE   4,803 0 0
WILDHORSE RESOURCE DEV CORP COM 96812T102 32,248 2,285,436 SH   SOLE   2,285,436 0 0
WILLIAMS COS INC DEL COM 969457100 51,967 2,356,774 SH   DFND 1 2,356,774 0 0
ZYMEWORKS INC COM 98985W102 220 15,000 SH   SOLE   15,000 0 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 11,180 4,606,000 PRN   SOLE   0 0 0
ALLEGRO MERGER CORP *W EXP 01/06/202 01749N111 36 125,800 SH   SOLE   125,800 0 0
ALLERGAN PLC CALL G0177J908 2 122,600 SH Call SOLE   122,600 0 0
ALTUS MIDSTREAM CO CL A ADDED 02215L100 7,730 1,000,000 SH   DFND 1 1,000,000 0 0
AMCI ACQUISITION CORP UNIT 01/07/2019 ADDED 00165R200 8,955 900,000 SH   SOLE   900,000 0 0
ARYA SCIENCES ACQUISITION CO UNIT 10/04/2023 ADDED G3165V117 1,551 150,000 SH   SOLE   150,000 0 0
ARYA SCIENCES ACQUISITION CO SHS CL A ADDED G3165V109 1,470 150,000 SH   SOLE   150,000 0 0
ARYA SCIENCES ACQUISITION CO *W EXP 10/10/202 ADDED G3165V125 41 75,000 SH   SOLE   75,000 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 1,071 1,125,000 PRN   SOLE   0 0 0
AXONICS MODULATION TECH INC COM ADDED 05465P101 3,333 220,552 SH   SOLE   220,552 0 0
BOXWOOD MERGER CORP UNIT 11/26/2025 ADDED 10319T200 5,959 600,100 SH   SOLE   600,100 0 0
BSB BANCORP INC MD COM 05573H108 3,268 116,458 SH   SOLE   116,458 0 0
CENTERPOINT ENERGY INC DEP RP PFD CV B ADDED 15189T503 2,857 56,750 SH   SOLE   56,750 0 0
CF FIN ACQUISITION CORP UNIT 04/30/2025 ADDED 12528N206 5,000 500,000 SH   SOLE   500,000 0 0
CHASERG TECHNLGY ACQUISITN C CLASS A ADDED 16166A103 10,648 1,100,000 SH   SOLE   1,100,000 0 0
CHASERG TECHNLGY ACQUISITN C *W EXP 04/10/202 ADDED 16166A111 374 550,000 SH   SOLE   550,000 0 0
CHURCHILL CAP CORP COM CL A ADDED 17142R103 52,525 5,500,000 SH   SOLE   5,500,000 0 0
CHURCHILL CAP CORP *W EXP 09/11/202 ADDED 17142R111 2,406 2,749,999 SH   SOLE   2,749,999 0 0
COLLIER CREEK HOLDINGS UNIT 99/99/9999 ADDED G22707122 5,020 500,000 SH   SOLE   500,000 0 0
COLLIER CREEK HOLDINGS *W EXP 99/99/999 ADDED G22707114 601 500,700 SH   SOLE   500,700 0 0
CROWN CASTLE INTL CORP NEW 6.875% CON PFD A 22822V309 13,296 12,625 SH   SOLE   12,625 0 0
CSW INDUSTRIALS INC COM 126402106 233 4,826 SH   SOLE   4,826 0 0
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 916 1,136,000 PRN   SOLE   0 0 0
ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 3,374 5,000,000 PRN   SOLE   0 0 0
ESTABLISHMENT LABS HLDGS INC COM G31249108 3,440 125,458 SH   SOLE   125,458 0 0
FINTECH ACQUISITION CORP III UNIT 12/01/2023 ADDED 31811A309 27,081 2,700,000 SH   SOLE   2,700,000 0 0
FORTIVE CORP 5% PFD CNV SER A 34959J207 3,561 3,915 SH   SOLE   3,915 0 0
GORES HOLDINGS III INC CLASS A ADDED 38286G109 14,543 1,500,000 SH   SOLE   1,500,000 0 0
GORES HOLDINGS III INC *W EXP 09/11/202 ADDED 38286G117 575 499,998 SH   SOLE   499,998 0 0
GRAF INDL CORP COM ADDED 384278107 24,240 2,525,000 SH   SOLE   2,525,000 0 0
GRAF INDL CORP *W EXP 12/31/202 ADDED 384278115 1,010 2,525,000 SH   SOLE   2,525,000 0 0
GREENBRIER COS INC NOTE 2.875% 2/0 393657AK7 1,096 1,125,000 PRN   SOLE   0 0 0
GUARANTY BANCORP DEL COM NEW 40075T607 7,198 346,912 SH   SOLE   346,912 0 0
GUARDANT HEALTH INC COM ADDED 40131M109 774 20,600 SH   SOLE   20,600 0 0
ISTAR INC NOTE 3.125% 9/1 45031UCB5 7,385 8,125,000 PRN   SOLE   0 0 0
LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 6,356 5,125,000 PRN   SOLE   0 0 0
MEDICINES CO NOTE 2.500% 1/1 584688AE5 3,549 4,125,000 PRN   SOLE   0 0 0
MEGALITH FINL ACQUISITION CO CL A COM 58518F109 4,855 500,000 SH   SOLE   500,000 0 0
MEGALITH FINL ACQUISITION CO *W EXP 08/26/202 58518F117 229 500,000 SH   SOLE   500,000 0 0
MERITOR INC NOTE 3.250%10/1 59001KAF7 10,518 11,900,000 PRN   SOLE   0 0 0
MICROCHIP TECHNOLOGY INC NOTE 2.250% 2/1 595017AH7 3,905 3,965,000 PRN   SOLE   0 0 0
MOTUS GI HLDGS INC COM 62014P108 1,244 400,000 SH   SOLE   400,000 0 0
NEOVASC INC COM NEW 64065J205 614 1,018,344 SH   SOLE   1,018,344 0 0
NEXEO SOLUTIONS INC COM SHS 65342H102 17,363 2,021,295 SH   SOLE   2,021,295 0 0
NXP SEMICONDUCTORS N V CALL N6596X909 6 575,900 SH Call SOLE   575,900 0 0
PRA GROUP INC NOTE 3.500% 6/0 69354NAB2 962 1,125,000 PRN   SOLE   0 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 1,513 1,125,000 PRN   SOLE   0 0 0
REDWOOD TR INC NOTE 4.750% 8/1 758075AC9 3,330 3,625,000 PRN   SOLE   0 0 0
RESTORATION HARDWARE HLDGS I NOTE 6/1 761283AD2 4,067 3,625,000 PRN   SOLE   0 0 0
SCHULTZE SPL PURP ACQUISITIO UNIT 12/31/2023 ADDED 80821R208 4,539 455,000 SH   SOLE   455,000 0 0
SEMPRA ENERGY 6% PFD CONV A 816851406 4,673 48,500 SH   SOLE   48,500 0 0
SHIP FINANCE INTERNATIONAL L NOTE 5.750%10/1 G81075AF3 1,054 1,125,000 PRN   SOLE   0 0 0
SOLARWINDS CORP COM ADDED 83417Q105 2,351 170,000 SH   SOLE   170,000 0 0
SPARTAN ENERGY ACQUISITON CO CL A COM STK ADDED 846784106 9,630 1,000,000 SH   SOLE   1,000,000 0 0
SPARTAN ENERGY ACQUISITON CO *W EXP 08/27/202 ADDED 846784122 323 333,331 SH   SOLE   333,331 0 0
SPDR S&P 500 ETF TR PUT 78462F953 542 80,000 SH Put SOLE   80,000 0 0
THUNDER BRIDGE ACQUISITION L *W EXP 01/01/202 G8857R126 61 170,100 SH   SOLE   170,100 0 0
WRIGHT MED GROUP N V NOTE 2.250%11/1 98236JAB4 4,970 3,625,000 PRN   SOLE   0 0 0