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
26 CAPITAL ACQUISITION CORP UNIT 12/31/2027 90138P209 71 7,093 SH   SOLE   7,093 0 0
26 CAPITAL ACQUISITION CORP UNIT 12/31/2027 90138P209 29 2,907 SH   OTR 1 0 2,907 0
5 01 ACQUISITION CORP COM CL A 33836P105 75 7,516 SH   OTR 1 0 7,516 0
5 01 ACQUISITION CORP COM CL A 33836P105 171 17,084 SH   SOLE   17,084 0 0
7GC & CO HOLDINGS INC UNIT 12/23/2025 81786A206 30 2,908 SH   OTR 1 0 2,908 0
7GC & CO HOLDINGS INC UNIT 12/23/2025 81786A206 72 7,092 SH   SOLE   7,092 0 0
8X8 INC NEW NOTE 0.500% 2/0 282914AB6 6,673 4,794,000 PRN   OTR 1 0 4,794,000 0
8X8 INC NEW NOTE 0.500% 2/0 282914AB6 16,262 11,683,000 PRN   SOLE   11,683,000 0 0
ABG ACQUISITION CORP I CL A SHS G00496102 58 5,816 SH   OTR 1 0 5,816 0
ABG ACQUISITION CORP I CL A SHS G00496102 140 14,184 SH   SOLE   14,184 0 0
ACE CONVERGENCE ACQU CORP CL A G0083D120 39 3,889 SH   OTR 1 0 3,889 0
ACE CONVERGENCE ACQU CORP CL A G0083D120 111 11,111 SH   SOLE   11,111 0 0
ADVANCED MERGER PARTNERS INC UNIT 99/99/9999 00777J208 71 7,092 SH   SOLE   7,092 0 0
ADVANCED MERGER PARTNERS INC UNIT 99/99/9999 00777J208 29 2,908 SH   OTR 1 0 2,908 0
AGILE GROWTH CORP UNIT 03/09/2026 G01202129 70 7,092 SH   SOLE   7,092 0 0
AGILE GROWTH CORP UNIT 03/09/2026 G01202129 29 2,908 SH   OTR 1 0 2,908 0
ALKURI GLOBAL ACQUISITION CO UNIT 01/01/2028 66981N202 144 14,539 SH   OTR 1 0 14,539 0
ALKURI GLOBAL ACQUISITION CO UNIT 01/01/2028 66981N202 350 35,461 SH   SOLE   35,461 0 0
ALPHA CAPITAL ACQUISITION CO UNIT 02/16/2026 G0316P114 29 2,908 SH   OTR 1 0 2,908 0
ALPHA CAPITAL ACQUISITION CO UNIT 02/16/2026 G0316P114 71 7,092 SH   SOLE   7,092 0 0
ALTIMAR ACQUISITION CORP II UNIT 99/99/9999 G03709113 59 5,816 SH   OTR 1 0 5,816 0
ALTIMAR ACQUISITION CORP II UNIT 99/99/9999 G03709113 145 14,184 SH   SOLE   14,184 0 0
ALTITUDE ACQUISITION CORP COM CL A 02156Y103 178 17,730 SH   SOLE   17,730 0 0
ALTITUDE ACQUISITION CORP *W EXP 11/30/202 02156Y111 36 3,635 SH Call OTR 1 0 3,635 0
ALTITUDE ACQUISITION CORP COM CL A 02156Y103 73 7,270 SH   OTR 1 0 7,270 0
ALTITUDE ACQUISITION CORP *W EXP 11/30/202 02156Y111 89 8,865 SH Call SOLE   8,865 0 0
AMPLITUDE HLTHCRE AQUSTIN CO COM CL A 03212A105 53 5,211 SH   OTR 1 0 5,211 0
AMPLITUDE HLTHCRE AQUSTIN CO COM CL A 03212A105 162 15,813 SH   SOLE   15,813 0 0
AMPLITUDE HLTHCRE AQUSTIN CO *W EXP 12/01/202 03212A113 284 28,647 SH Call SOLE   28,647 0 0
AMPLITUDE HLTHCRE AQUSTIN CO *W EXP 12/01/202 03212A113 94 9,452 SH Call OTR 1 0 9,452 0
ANZU SPECIAL ACQUISITIN CORP UNIT 01/27/2026 03737A200 71 7,092 SH   SOLE   7,092 0 0
ANZU SPECIAL ACQUISITIN CORP UNIT 01/27/2026 03737A200 29 2,908 SH   OTR 1 0 2,908 0
APOLLO STRATEGIC GRWT CPTL I UNIT 99/99/9999 G0412A110 29 2,908 SH   OTR 1 0 2,908 0
APOLLO STRATEGIC GRWT CPTL I UNIT 99/99/9999 G0412A110 71 7,092 SH   SOLE   7,092 0 0
ARCHIMEDES TECH SPAC PARTNR UNIT 03/10/2026 039562202 415 41,938 SH   SOLE   41,938 0 0
ARCHIMEDES TECH SPAC PARTNR UNIT 03/10/2026 039562202 170 17,194 SH   OTR 1 0 17,194 0
ARCLIGHT CLEAN TRANSITION II UNIT 03/16/2028 G0R21B120 71 7,092 SH   SOLE   7,092 0 0
ARCLIGHT CLEAN TRANSITION II UNIT 03/16/2028 G0R21B120 29 2,908 SH   OTR 1 0 2,908 0
ARES ACQUISITION CORPORATION UNIT 99/99/9999 G33032114 71 7,094 SH   SOLE   7,094 0 0
ARES ACQUISITION CORPORATION UNIT 99/99/9999 G33032114 29 2,906 SH   OTR 1 0 2,906 0
ASTREA ACQUISITION CORP UNIT 01/28/2028 04637C205 72 7,269 SH   OTR 1 0 7,269 0
ASTREA ACQUISITION CORP UNIT 01/28/2028 04637C205 175 17,731 SH   SOLE   17,731 0 0
ATHLON ACQUISITION CORP UNIT 01/12/2026 04748A205 70 7,093 SH   SOLE   7,093 0 0
ATHLON ACQUISITION CORP UNIT 01/12/2026 04748A205 29 2,907 SH   OTR 1 0 2,907 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 6,194 5,816,000 PRN   OTR 1 0 5,816,000 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 14,527 13,640,000 PRN   SOLE   13,640,000 0 0
ATLAS CREST INVESTMENT CORP UNIT 99/99/9999 049287204 30 3,024 SH   OTR 1 0 3,024 0
ATLAS CREST INVESTMENT CORP UNIT 99/99/9999 049287204 74 7,376 SH   SOLE   7,376 0 0
AURORA ACQUISITION CORP UNIT 03/02/2026 G0698L111 147 14,184 SH   SOLE   14,184 0 0
AURORA ACQUISITION CORP UNIT 03/02/2026 G0698L111 60 5,816 SH   OTR 1 0 5,816 0
AUSTERLITZ ACQUISITION CORP UNIT 99/99/9999 G0633U119 58 5,816 SH   OTR 1 0 5,816 0
AUSTERLITZ ACQUISITION CORP UNIT 99/99/9999 G0633D117 71 7,092 SH   SOLE   7,092 0 0
AUSTERLITZ ACQUISITION CORP UNIT 99/99/9999 G0633D117 29 2,908 SH   OTR 1 0 2,908 0
AUSTERLITZ ACQUISITION CORP UNIT 99/99/9999 G0633U119 142 14,184 SH   SOLE   14,184 0 0
AUTHENTIC EQUITY ACQUISTN CO UNIT 10/31/2027 G06607116 29 2,908 SH   OTR 1 0 2,908 0
AUTHENTIC EQUITY ACQUISTN CO UNIT 10/31/2027 G06607116 70 7,092 SH   SOLE   7,092 0 0
BEST INC NOTE 1.750%10/0 08653CAB2 1,660 2,652,000 PRN   OTR 1 0 2,652,000 0
BEST INC NOTE 1.750%10/0 08653CAB2 4,050 6,468,000 PRN   SOLE   6,468,000 0 0
BILIBILI INC NOTE 1.375% 4/0 090040AB2 78,068 17,988,000 PRN   OTR 1 0 17,988,000 0
BILIBILI INC NOTE 1.375% 4/0 090040AB2 135,555 31,212,000 PRN   SOLE   31,212,000 0 0
BIOTECH ACQUISITION COMPANY UNIT 11/30/2027 G1125A124 175 17,730 SH   SOLE   17,730 0 0
BIOTECH ACQUISITION COMPANY UNIT 11/30/2027 G1125A124 72 7,270 SH   OTR 1 0 7,270 0
BITE ACQUISITION CORP UNIT 99/99/9999 09175K204 29 2,907 SH   OTR 1 0 2,907 0
BITE ACQUISITION CORP UNIT 99/99/9999 09175K204 70 7,093 SH   SOLE   7,093 0 0
BLACKLINE INC COM 09239B109 864 7,968 SH   OTR 1 0 7,968 0
BLACKLINE INC COM 09239B109 2,106 19,432 SH   SOLE   19,432 0 0
BLUERIVER ACQUISITION CORP UNIT 01/04/2026 G1261Q123 141 14,184 SH   SOLE   14,184 0 0
BLUERIVER ACQUISITION CORP UNIT 01/04/2026 G1261Q123 58 5,816 SH   OTR 1 0 5,816 0
BOA ACQUISITION CORP UNIT 99/99/9999 05601A208 70 7,092 SH   SOLE   7,092 0 0
BOA ACQUISITION CORP UNIT 99/99/9999 05601A208 29 2,908 SH   OTR 1 0 2,908 0
BOOKING HOLDINGS INC COM 09857L108 6,761 2,902 SH   SOLE   2,902 0 0
BOOKING HOLDINGS INC COM 09857L108 2,773 1,190 SH   OTR 1 0 1,190 0
BRIDGETOWN HOLDINGS LTD COM CL A G1355U113 173 15,974 SH   SOLE   15,974 0 0
BRIDGETOWN HOLDINGS LTD COM CL A G1355U113 76 7,026 SH   OTR 1 0 7,026 0
BRIGHT LIGHTS ACQUISITION CO UNIT 99/99/9999 10920K200 31 3,169 SH   OTR 1 0 3,169 0
BRIGHT LIGHTS ACQUISITION CO UNIT 99/99/9999 10920K200 76 7,731 SH   SOLE   7,731 0 0
BROADSCALE ACQUISITION CORP UNIT 02/02/2026 11134Y200 29 2,908 SH   OTR 1 0 2,908 0
BROADSCALE ACQUISITION CORP UNIT 02/02/2026 11134Y200 70 7,092 SH   SOLE   7,092 0 0
CARNEY TECHNOLOGY ACQU CORP UNIT 12/10/2025 143636207 44 4,362 SH   OTR 1 0 4,362 0
CARNEY TECHNOLOGY ACQU CORP UNIT 12/10/2025 143636207 107 10,638 SH   SOLE   10,638 0 0
CARTESIAN GROWTH CORP UNIT 02/26/2028 G19276123 29 2,908 SH   OTR 1 0 2,908 0
CARTESIAN GROWTH CORP UNIT 02/26/2028 G19276123 71 7,092 SH   SOLE   7,092 0 0
CENTRICUS ACQUISITION CORP UNIT 02/08/2028 G2072Q112 70 7,092 SH   SOLE   7,092 0 0
CENTRICUS ACQUISITION CORP UNIT 02/08/2028 G2072Q112 29 2,908 SH   OTR 1 0 2,908 0
CF ACQUISITION CORP IV UNIT 12/31/2027 12520T201 71 7,092 SH   SOLE   7,092 0 0
CF ACQUISITION CORP IV UNIT 12/31/2027 12520T201 29 2,908 SH   OTR 1 0 2,908 0
CF ACQUISITION CORP V UNIT 01/25/2026 12520R205 177 17,730 SH   SOLE   17,730 0 0
CF ACQUISITION CORP V UNIT 01/25/2026 12520R205 73 7,270 SH   OTR 1 0 7,270 0
CF ACQUISITION CORP VI UNIT 99/99/9999 12521J202 176 17,730 SH   SOLE   17,730 0 0
CF ACQUISITION CORP VI UNIT 99/99/9999 12521J202 72 7,270 SH   OTR 1 0 7,270 0
CHEFS WHSE INC NOTE 1.875%12/0 163086AB7 3,558 3,495,000 PRN   SOLE   3,495,000 0 0
CHEFS WHSE INC NOTE 1.875%12/0 163086AB7 1,532 1,505,000 PRN   OTR 1 0 1,505,000 0
CHEGG INC NOTE 0.125% 3/1 163092AD1 11,412 6,549,000 PRN   OTR 1 0 6,549,000 0
CHEGG INC NOTE 0.125% 3/1 163092AD1 23,290 13,365,000 PRN   SOLE   13,365,000 0 0
CHP MERGER CORP COM CL A 12558Y106 97 9,766 SH   OTR 1 0 9,766 0
CHP MERGER CORP COM CL A 12558Y106 299 30,134 SH   SOLE   30,134 0 0
CHP MERGER CORP *W EXP 11/22/202 12558Y114 207 20,904 SH Call SOLE   20,904 0 0
CHP MERGER CORP *W EXP 11/22/202 12558Y114 68 6,896 SH Call OTR 1 0 6,896 0
CITIC CAPITAL ACQUISITION CO COM CL A G21513109 127 12,680 SH   OTR 1 0 12,680 0
CITIC CAPITAL ACQUISITION CO *W EXP 01/17/202 G21513117 51 5,072 SH Call OTR 1 0 5,072 0
CITIC CAPITAL ACQUISITION CO COM CL A G21513109 373 37,320 SH   SOLE   37,320 0 0
CITIC CAPITAL ACQUISITION CO *W EXP 01/17/202 G21513117 149 14,928 SH Call SOLE   14,928 0 0
CLARIM ACQUISITION CORP UNIT 99/99/9999 18049C207 29 2,907 SH   OTR 1 0 2,907 0
CLARIM ACQUISITION CORP UNIT 99/99/9999 18049C207 71 7,093 SH   SOLE   7,093 0 0
CLASS ACCELERATION CORP UNIT 99/99/9999 18274B205 70 7,093 SH   SOLE   7,093 0 0
CLASS ACCELERATION CORP UNIT 99/99/9999 18274B205 29 2,907 SH   OTR 1 0 2,907 0
COHN ROBBINS HOLDINGS CORP UNIT 08/11/2025 G23726121 84 8,221 SH   OTR 1 0 8,221 0
COHN ROBBINS HOLDINGS CORP UNIT 08/11/2025 G23726121 171 16,779 SH   SOLE   16,779 0 0
COLICITY INC UNIT 02/24/2026 194170205 143 14,184 SH   SOLE   14,184 0 0
COLICITY INC UNIT 02/24/2026 194170205 59 5,816 SH   OTR 1 0 5,816 0
COLLEGIUM PHARMACEUTICAL INC NOTE 2.625% 2/1 19459JAA2 6,910 6,311,000 PRN   SOLE   6,311,000 0 0
COLLEGIUM PHARMACEUTICAL INC NOTE 2.625% 2/1 19459JAA2 2,835 2,589,000 PRN   OTR 1 0 2,589,000 0
COLONNADE ACQUISITION CORP I UNIT 99/99/9999 G2284B127 175 17,730 SH   SOLE   17,730 0 0
COLONNADE ACQUISITION CORP I UNIT 99/99/9999 G2284B127 72 7,270 SH   OTR 1 0 7,270 0
CONCORD ACQUISITION CORP UNIT 12/28/2025 206071201 100 9,718 SH   SOLE   9,718 0 0
CONCORD ACQUISITION CORP UNIT 12/28/2025 206071201 41 3,982 SH   OTR 1 0 3,982 0
CONMED CORP COM 207410101 8,558 65,533 SH   OTR 1 0 65,533 0
CONMED CORP COM 207410101 23,763 181,963 SH   SOLE   181,963 0 0
CONSTELLATION ACQUISITN CORP UNIT 99/99/9999 G2R18K121 58 5,816 SH   OTR 1 0 5,816 0
CONSTELLATION ACQUISITN CORP UNIT 99/99/9999 G2R18K121 140 14,184 SH   SOLE   14,184 0 0
CORNER GROWTH ACQUISITION CO UNIT 01/01/2027 G2425N121 73 7,270 SH   OTR 1 0 7,270 0
CORNER GROWTH ACQUISITION CO UNIT 01/01/2027 G2425N121 179 17,730 SH   SOLE   17,730 0 0
COUPA SOFTWARE INC NOTE 0.125% 6/1 22266LAC0 8,878 5,217,000 PRN   OTR 1 0 5,217,000 0
COUPA SOFTWARE INC NOTE 0.125% 6/1 22266LAC0 25,377 14,912,000 PRN   SOLE   14,912,000 0 0
COVA ACQUISITION CORP UNIT 04/01/2021 G2554Y112 72 7,269 SH   OTR 1 0 7,269 0
COVA ACQUISITION CORP UNIT 04/01/2021 G2554Y112 176 17,731 SH   SOLE   17,731 0 0
CREE INC NOTE 0.875% 9/0 225447AB7 22,793 12,344,000 PRN   SOLE   12,344,000 0 0
CREE INC NOTE 0.875% 9/0 225447AB7 9,345 5,061,000 PRN   OTR 1 0 5,061,000 0
CROWN PROPTECH ACQUISITIONS UNIT 99/99/9999 G25741128 71 7,094 SH   SOLE   7,094 0 0
CROWN PROPTECH ACQUISITIONS UNIT 99/99/9999 G25741128 29 2,906 SH   OTR 1 0 2,906 0
CRUCIBLE ACQUISITION CORP UNIT 12/26/2025 22877P207 73 7,014 SH   OTR 1 0 7,014 0
CRUCIBLE ACQUISITION CORP UNIT 12/26/2025 22877P207 188 17,986 SH   SOLE   17,986 0 0
CYTOKINETICS INC NOTE 4.000%11/1 23282WAA8 1,726 726,000 PRN   OTR 1 0 726,000 0
CYTOKINETICS INC NOTE 4.000%11/1 23282WAA8 4,217 1,774,000 PRN   SOLE   1,774,000 0 0
DD3 ACQUISITION CORP II UNIT 99/99/9999 23318M209 30 2,908 SH   OTR 1 0 2,908 0
DD3 ACQUISITION CORP II UNIT 99/99/9999 23318M209 73 7,092 SH   SOLE   7,092 0 0
DECARBONIZATION PLUS ACQU II UNIT 01/19/2026 242794204 178 17,731 SH   SOLE   17,731 0 0
DECARBONIZATION PLUS ACQU II UNIT 01/19/2026 242794204 73 7,269 SH   OTR 1 0 7,269 0
DEEP LAKE CAPITAL ACQUSTN CO UNIT 01/04/2026 G27029126 29 2,908 SH   OTR 1 0 2,908 0
DEEP LAKE CAPITAL ACQUSTN CO UNIT 01/04/2026 G27029126 71 7,092 SH   SOLE   7,092 0 0
DEXCOM INC NOTE 0.750%12/0 252131AH0 26,726 12,079,000 PRN   OTR 1 0 12,079,000 0
DEXCOM INC NOTE 0.750%12/0 252131AH0 63,632 28,759,000 PRN   SOLE   28,759,000 0 0
DHB CAPITAL CORP UNIT 03/31/2028 23291W208 70 7,092 SH   SOLE   7,092 0 0
DHB CAPITAL CORP UNIT 03/31/2028 23291W208 29 2,908 SH   OTR 1 0 2,908 0
DHC ACQUISITION CORP UNIT 02/25/2026 G2758T125 29 2,908 SH   OTR 1 0 2,908 0
DHC ACQUISITION CORP UNIT 02/25/2026 G2758T125 71 7,092 SH   SOLE   7,092 0 0
DIAMONDHEAD HOLDINGS CORP UNIT 01/21/2026 25278L204 141 14,184 SH   SOLE   14,184 0 0
DIAMONDHEAD HOLDINGS CORP UNIT 01/21/2026 25278L204 58 5,816 SH   OTR 1 0 5,816 0
DIGITAL TRANSFORMATN OPT COR UNIT 03/31/2028 25401K206 70 7,092 SH   SOLE   7,092 0 0
DIGITAL TRANSFORMATN OPT COR UNIT 03/31/2028 25401K206 29 2,908 SH   OTR 1 0 2,908 0
DMY TECHNOLOGY GROUP INC III UNIT 99/99/9999 233278209 66 5,879 SH   OTR 1 0 5,879 0
DMY TECHNOLOGY GROUP INC III UNIT 99/99/9999 233278209 156 13,997 SH   SOLE   13,997 0 0
DMY TECHNOLOGY GROUP INC IV UNIT 99/99/9999 23344K201 73 7,270 SH   OTR 1 0 7,270 0
DMY TECHNOLOGY GROUP INC IV UNIT 99/99/9999 23344K201 178 17,730 SH   SOLE   17,730 0 0
DRAGONEER GROWTH OPT CORP II CL A SHS G28315102 72 7,092 SH   SOLE   7,092 0 0
DRAGONEER GROWTH OPT CORP II CL A SHS G28315102 29 2,908 SH   OTR 1 0 2,908 0
DUNE ACQUISITION CORP UNIT 10/29/2027 265334201 73 7,270 SH   OTR 1 0 7,270 0
DUNE ACQUISITION CORP UNIT 10/29/2027 265334201 178 17,730 SH   SOLE   17,730 0 0
ECP ENVIRONMENTAL GW OPT COR UNIT 03/01/2026 26829T209 71 7,092 SH   SOLE   7,092 0 0
ECP ENVIRONMENTAL GW OPT COR UNIT 03/01/2026 26829T209 29 2,908 SH   OTR 1 0 2,908 0
ENVIRONMENTAL IMPACT ACQU CO UNIT 11/05/2025 29408N205 179 17,731 SH   SOLE   17,731 0 0
ENVIRONMENTAL IMPACT ACQU CO UNIT 11/05/2025 29408N205 73 7,269 SH   OTR 1 0 7,269 0
EQUITY DISTR ACQUISITION COR UNIT 99/99/9999 29465E205 147 14,501 SH   SOLE   14,501 0 0
EQUITY DISTR ACQUISITION COR UNIT 99/99/9999 29465E205 72 7,104 SH   OTR 1 0 7,104 0
ESM ACQUISITION CORPORATION UNIT 99/99/9999 G3195H120 29 2,908 SH   OTR 1 0 2,908 0
ESM ACQUISITION CORPORATION UNIT 99/99/9999 G3195H120 70 7,092 SH   SOLE   7,092 0 0
ETSY INC COM 29786A106 3,279 16,260 SH   OTR 1 0 16,260 0
ETSY INC COM 29786A106 7,998 39,660 SH   SOLE   39,660 0 0
EURONET WORLDWIDE INC COM 298736109 2,117 15,306 SH   OTR 1 0 15,306 0
EURONET WORLDWIDE INC COM 298736109 5,159 37,305 SH   SOLE   37,305 0 0
EUROPEAN BIOTECH ACQUTN CORP UNIT 03/09/2026 G3167F110 178 17,730 SH   SOLE   17,730 0 0
EUROPEAN BIOTECH ACQUTN CORP UNIT 03/09/2026 G3167F110 73 7,270 SH   OTR 1 0 7,270 0
EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 7,280 7,749,000 PRN   OTR 1 0 7,749,000 0
EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 17,758 18,902,000 PRN   SOLE   18,902,000 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 3,204 2,472,000 PRN   OTR 1 0 2,472,000 0
EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 11,378 8,778,000 PRN   SOLE   8,778,000 0 0
FAR PEAK ACQUISITION CORP UNIT 99/99/9999 G3312L129 72 7,092 SH   SOLE   7,092 0 0
FAR PEAK ACQUISITION CORP UNIT 99/99/9999 G3312L129 29 2,908 SH   OTR 1 0 2,908 0
FIGURE ACQUISITION CORP I UNIT 99/99/9999 302438205 144 14,184 SH   SOLE   14,184 0 0
FIGURE ACQUISITION CORP I UNIT 99/99/9999 302438205 59 5,816 SH   OTR 1 0 5,816 0
FINSERV ACQUISITION CORP II UNIT 02/17/2026 31809Y202 71 7,092 SH   SOLE   7,092 0 0
FINSERV ACQUISITION CORP II UNIT 02/17/2026 31809Y202 29 2,908 SH   OTR 1 0 2,908 0
FINTECH ACQUISITION CORP V UNIT 99/99/9999 31810Q305 52 4,362 SH   OTR 1 0 4,362 0
FINTECH ACQUISITION CORP V UNIT 99/99/9999 31810Q305 127 10,638 SH   SOLE   10,638 0 0
FINTECH EVOLUTION ACQUIS GRO UNIT 99/99/9999 G3R19A112 57 5,816 SH   OTR 1 0 5,816 0
FINTECH EVOLUTION ACQUIS GRO UNIT 99/99/9999 G3R19A112 140 14,184 SH   SOLE   14,184 0 0
FIRSTMARK HORIZON ACQUISITIO UNIT 99/99/9999 33765Y200 80 7,639 SH   OTR 1 0 7,639 0
FIRSTMARK HORIZON ACQUISITIO UNIT 99/99/9999 33765Y200 183 17,361 SH   SOLE   17,361 0 0
FORESIGHT ACQUISITION CORP UNIT 01/29/2026 34552Y205 29 2,908 SH   OTR 1 0 2,908 0
FORESIGHT ACQUISITION CORP UNIT 01/29/2026 34552Y205 70 7,092 SH   SOLE   7,092 0 0
FOREST ROAD ACQUISITION COR UNIT 99/99/9999 34619V202 71 7,092 SH   SOLE   7,092 0 0
FOREST ROAD ACQUISITION COR UNIT 99/99/9999 34619V202 29 2,908 SH   OTR 1 0 2,908 0
FORTISTAR SUSTAINABLE SOL CO UNIT 01/14/2026 34962M205 176 17,731 SH   SOLE   17,731 0 0
FORTISTAR SUSTAINABLE SOL CO UNIT 01/14/2026 34962M205 72 7,269 SH   OTR 1 0 7,269 0
FORTRESS CAPITAL ACQUISITION UNIT 99/99/9999 G36427113 71 7,092 SH   SOLE   7,092 0 0
FORTRESS CAPITAL ACQUISITION UNIT 99/99/9999 G36427113 29 2,908 SH   OTR 1 0 2,908 0
FORTRESS VALUE ACQUIS CORP I UNIT 12/31/2027 34964G206 72 7,194 SH   SOLE   7,194 0 0
FORTRESS VALUE ACQUIS CORP I UNIT 12/31/2027 34964G206 28 2,806 SH   OTR 1 0 2,806 0
FORTRESS VALUE ACQUISI CORP UNIT 03/31/2028 34964K207 70 7,092 SH   SOLE   7,092 0 0
FORTRESS VALUE ACQUISI CORP UNIT 03/31/2028 34964K207 29 2,908 SH   OTR 1 0 2,908 0
FORUM MERGER IV CORP UNIT 03/15/2028 349875203 29 2,908 SH   OTR 1 0 2,908 0
FORUM MERGER IV CORP UNIT 03/15/2028 349875203 70 7,092 SH   SOLE   7,092 0 0
FRAZIER LIFESCIENCES ACQU CO UNIT 12/09/2025 G3710A121 44 4,362 SH   OTR 1 0 4,362 0
FRAZIER LIFESCIENCES ACQU CO UNIT 12/09/2025 G3710A121 108 10,638 SH   SOLE   10,638 0 0
FRONTIER ACQUISITION CORP UNIT 03/01/2026 G36826116 29 2,908 SH   OTR 1 0 2,908 0
FRONTIER ACQUISITION CORP UNIT 03/01/2026 G36826116 70 7,092 SH   SOLE   7,092 0 0
FS DEVELOPMENT CORP II COM CL A 30318F100 71 7,092 SH   SOLE   7,092 0 0
FS DEVELOPMENT CORP II COM CL A 30318F100 29 2,908 SH   OTR 1 0 2,908 0
FTAC ATHENA ACQUISITION CORP UNIT 99/99/9999 G37283127 177 17,730 SH   SOLE   17,730 0 0
FTAC ATHENA ACQUISITION CORP UNIT 99/99/9999 G37283127 73 7,270 SH   OTR 1 0 7,270 0
FTAC HERA ACQUISITION CORP UNIT 02/28/2026 G3728Y129 73 7,270 SH   OTR 1 0 7,270 0
FTAC HERA ACQUISITION CORP UNIT 02/28/2026 G3728Y129 177 17,730 SH   SOLE   17,730 0 0
FUSION ACQUISITION CORP II UNIT 02/29/2028 36118N201 29 2,908 SH   OTR 1 0 2,908 0
FUSION ACQUISITION CORP II UNIT 02/29/2028 36118N201 70 7,092 SH   SOLE   7,092 0 0
G SQUARED ASCEND I INC UNIT 99/99/9999 G4204R125 58 5,816 SH   OTR 1 0 5,816 0
G SQUARED ASCEND I INC UNIT 99/99/9999 G4204R125 142 14,184 SH   SOLE   14,184 0 0
GAMESTOP CORP NEW CL A 36467W109 987 5,200 SH Put OTR 1 0 5,200 0
GAMESTOP CORP NEW CL A 36467W109 2,373 12,500 SH Put SOLE   12,500 0 0
GAMING & HOSPITALITY ACQU CO UNIT 02/04/2028 364681205 70 7,092 SH   SOLE   7,092 0 0
GAMING & HOSPITALITY ACQU CO UNIT 02/04/2028 364681205 29 2,908 SH   OTR 1 0 2,908 0
GENERAL ELECTRIC CO COM 369604103 764 58,200 SH Put OTR 1 0 58,200 0
GENERAL ELECTRIC CO COM 369604103 1,862 141,800 SH Put SOLE   141,800 0 0
GENESIS PK ACQUISITION CORP UNIT 99/99/9999 G38245117 68 5,877 SH   OTR 1 0 5,877 0
GENESIS PK ACQUISITION CORP UNIT 99/99/9999 G38245117 161 13,995 SH   SOLE   13,995 0 0
GIGCAPITAL4 INC UNIT 99/99/9999 37518G200 175 17,733 SH   SOLE   17,733 0 0
GIGCAPITAL4 INC UNIT 99/99/9999 37518G200 72 7,267 SH   OTR 1 0 7,267 0
GLOBAL PARTNER ACQISTN CORP UNIT 01/06/2026 G3934P110 176 17,731 SH   SOLE   17,731 0 0
GLOBAL PARTNER ACQISTN CORP UNIT 01/06/2026 G3934P110 72 7,269 SH   OTR 1 0 7,269 0
GLOBAL SYNERGY ACQUISIT CORP UNIT 01/01/2024 G3934J114 87 8,723 SH   OTR 1 0 8,723 0
GLOBAL SYNERGY ACQUISIT CORP UNIT 01/01/2024 G3934J114 212 21,277 SH   SOLE   21,277 0 0
GOAL ACQUISITIONS CORP UNIT 99/99/9999 38021H206 73 7,269 SH   OTR 1 0 7,269 0
GOAL ACQUISITIONS CORP UNIT 99/99/9999 38021H206 177 17,731 SH   SOLE   17,731 0 0
GOLDEN FALCON ACQUISITION CO UNIT 99/99/9999 38102H208 72 7,199 SH   OTR 1 0 7,199 0
GOLDEN FALCON ACQUISITION CO UNIT 99/99/9999 38102H208 176 17,557 SH   SOLE   17,557 0 0
GORES GUGGENHEIM INC UNIT 03/25/2028 38286Q206 29 2,907 SH   OTR 1 0 2,907 0
GORES GUGGENHEIM INC UNIT 03/25/2028 38286Q206 70 7,093 SH   SOLE   7,093 0 0
GORES HLDGS VIII INC UNIT 02/01/2028 382863207 29 2,908 SH   OTR 1 0 2,908 0
GORES HLDGS VIII INC UNIT 02/01/2028 382863207 71 7,092 SH   SOLE   7,092 0 0
GORES METROPOULOS II INC UNIT 01/31/2028 382873206 59 5,816 SH   OTR 1 0 5,816 0
GORES METROPOULOS II INC UNIT 01/31/2028 382873206 143 14,184 SH   SOLE   14,184 0 0
GORES TECHNOLOGY PARTNERS II UNIT 03/16/2028 38287L206 71 7,092 SH   SOLE   7,092 0 0
GORES TECHNOLOGY PARTNERS II UNIT 03/16/2028 38287L206 29 2,908 SH   OTR 1 0 2,908 0
GORES TECHNOLOGY PARTNERS IN UNIT 03/16/2028 382870202 71 7,092 SH   SOLE   7,092 0 0
GORES TECHNOLOGY PARTNERS IN UNIT 03/16/2028 382870202 29 2,908 SH   OTR 1 0 2,908 0
GOSSAMER BIO INC NOTE 5.000% 6/0 38341PAA0 7,769 8,632,000 PRN   OTR 1 0 8,632,000 0
GOSSAMER BIO INC NOTE 5.000% 6/0 38341PAA0 16,900 18,778,000 PRN   SOLE   18,778,000 0 0
GUESS INC NOTE 2.000% 4/1 401617AD7 14,902 12,982,000 PRN   SOLE   12,982,000 0 0
GUESS INC NOTE 2.000% 4/1 401617AD7 4,768 4,154,000 PRN   OTR 1 0 4,154,000 0
H I G ACQUISITION CORP UNIT 99/99/9999 G44898115 70 6,868 SH   OTR 1 0 6,868 0
H I G ACQUISITION CORP UNIT 99/99/9999 G44898115 160 15,618 SH   SOLE   15,618 0 0
HAEMONETICS CORP MASS COM 405024100 1,159 10,442 SH   SOLE   10,442 0 0
HAMILTON LANE ALLIANCE HLDGS UNIT 99/99/9999 40749M202 177 17,731 SH   SOLE   17,731 0 0
HAMILTON LANE ALLIANCE HLDGS UNIT 99/99/9999 40749M202 72 7,269 SH   OTR 1 0 7,269 0
HEALTHCARE CAPITAL CORP UNIT 12/31/2025 42228C200 175 17,730 SH   SOLE   17,730 0 0
HEALTHCARE CAPITAL CORP UNIT 12/31/2025 42228C200 72 7,270 SH   OTR 1 0 7,270 0
HEALTHCARE SERVICES ACQU COR UNIT 11/18/2023 42227K203 73 7,270 SH   OTR 1 0 7,270 0
HEALTHCARE SERVICES ACQU COR UNIT 11/18/2023 42227K203 178 17,730 SH   SOLE   17,730 0 0
HEALTHCOR CATALIO ACQU CORP CL A SHS G44125105 29 2,908 SH   OTR 1 0 2,908 0
HEALTHCOR CATALIO ACQU CORP CL A SHS G44125105 71 7,092 SH   SOLE   7,092 0 0
HENNESSY CAPITAL INVS CORP V UNIT 01/15/2025 42589T206 29 2,908 SH   OTR 1 0 2,908 0
HENNESSY CAPITAL INVS CORP V UNIT 01/15/2025 42589T206 72 7,092 SH   SOLE   7,092 0 0
HIGHLAND TRANSCEND PARTNERS UNIT 99/99/9999 G44690116 73 7,270 SH   OTR 1 0 7,270 0
HIGHLAND TRANSCEND PARTNERS UNIT 99/99/9999 G44690116 178 17,730 SH   SOLE   17,730 0 0
HOME DEPOT INC COM 437076102 1,801 5,900 SH Put OTR 1 0 5,900 0
HOME DEPOT INC COM 437076102 589 1,928 SH   SOLE   1,928 0 0
HOME DEPOT INC COM 437076102 4,304 14,100 SH Put SOLE   14,100 0 0
HOME DEPOT INC COM 437076102 242 792 SH   OTR 1 0 792 0
HUAZHU GROUP LTD NOTE 0.375%11/0 16949NAC3 25,650 19,625,000 PRN   SOLE   19,625,000 0 0
HUAZHU GROUP LTD NOTE 0.375%11/0 16949NAC3 10,421 7,973,000 PRN   OTR 1 0 7,973,000 0
HUDSON EXECUTIVE INVES III UNIT 02/22/2026 44376L206 70 7,093 SH   SOLE   7,093 0 0
HUDSON EXECUTIVE INVES III UNIT 02/22/2026 44376L206 29 2,907 SH   OTR 1 0 2,907 0
HUDSON EXECUTIVE INVS CORP I UNIT 01/31/2027 443760202 29 2,908 SH   OTR 1 0 2,908 0
HUDSON EXECUTIVE INVS CORP I UNIT 01/31/2027 443760202 70 7,092 SH   SOLE   7,092 0 0
IBERE PHARMACEUTICALS UNIT 99/99/9999 G46843127 72 7,270 SH   OTR 1 0 7,270 0
IBERE PHARMACEUTICALS UNIT 99/99/9999 G46843127 175 17,730 SH   SOLE   17,730 0 0
INFINERA CORP NOTE 2.125% 9/0 45667GAC7 32,801 27,557,000 PRN   SOLE   27,557,000 0 0
INFINERA CORP NOTE 2.125% 9/0 45667GAC7 13,550 11,384,000 PRN   OTR 1 0 11,384,000 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 231 9,994 SH   OTR 1 0 9,994 0
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 19,309 23,258,000 PRN   SOLE   23,258,000 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 6,790 294,200 SH Put SOLE   294,200 0 0
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 7,915 9,534,000 PRN   OTR 1 0 9,534,000 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 2,830 122,600 SH Put OTR 1 0 122,600 0
INVESCO QQQ TR UNIT SER 1 46090E103 64,049 200,700 SH Put OTR 1 0 200,700 0
INVESCO QQQ TR UNIT SER 1 46090E103 134,992 423,000 SH Put SOLE   423,000 0 0
INVESCO QQQ TR UNIT SER 1 46090E103 33,924 106,300 SH Put SOLE   106,300 0 0
INVITAE CORP NOTE 2.000% 9/0 46185LAB9 16,167 10,638,000 PRN   SOLE   10,638,000 0 0
INVITAE CORP NOTE 2.000% 9/0 46185LAB9 6,629 4,362,000 PRN   OTR 1 0 4,362,000 0
IONIS PHARMACEUTICALS INC NOTE 0.125%12/1 462222AB6 22,667 23,797,000 PRN   OTR 1 0 23,797,000 0
IONIS PHARMACEUTICALS INC NOTE 0.125%12/1 462222AB6 53,194 55,847,000 PRN   SOLE   55,847,000 0 0
IQIYI INC NOTE 2.000% 4/0 46267XAD0 2,971 3,199,000 PRN   OTR 1 0 3,199,000 0
IQIYI INC NOTE 2.000% 4/0 46267XAD0 7,245 7,801,000 PRN   SOLE   7,801,000 0 0
IQIYI INC SPONSORED ADS 46267X108 1,018 61,234 SH   OTR 1 0 61,234 0
IQIYI INC NOTE 3.750%12/0 46267XAB4 9,010 8,931,000 PRN   OTR 1 0 8,931,000 0
IQIYI INC NOTE 3.750%12/0 46267XAB4 22,000 21,804,000 PRN   SOLE   21,804,000 0 0
IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 3,863 3,565,000 PRN   OTR 1 0 3,565,000 0
IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 9,202 8,491,000 PRN   SOLE   8,491,000 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 6,429 29,100 SH Call OTR 1 0 29,100 0
ISHARES TR RUSSELL 2000 ETF 464287655 6,429 29,100 SH Put OTR 1 0 29,100 0
ISHARES TR RUSSELL 2000 ETF 464287655 15,665 70,900 SH Put SOLE   70,900 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 15,665 70,900 SH Call SOLE   70,900 0 0
ISLEWORTH HEALTHCARE ACQU CO COM 46468P102 97 10,000 SH   SOLE   10,000 0 0
ISOS ACQUISITION CORPORATION UNIT 99/99/9999 G4962C120 71 7,092 SH   SOLE   7,092 0 0
ISOS ACQUISITION CORPORATION UNIT 99/99/9999 G4962C120 29 2,908 SH   OTR 1 0 2,908 0
JACK CREEK INVESTMENT CORP UNIT 10/01/2023 G4989X107 176 17,731 SH   SOLE   17,731 0 0
JACK CREEK INVESTMENT CORP UNIT 10/01/2023 G4989X107 72 7,269 SH   OTR 1 0 7,269 0
JAWS MUSTANG ACQUISITION COR UNIT 99/99/9999 G50737116 74 7,269 SH   OTR 1 0 7,269 0
JAWS MUSTANG ACQUISITION COR UNIT 99/99/9999 G50737116 180 17,731 SH   SOLE   17,731 0 0
JAWS SPITFIRE ACQUISITION CO UNIT 99/99/9999 G50740128 113 10,639 SH   SOLE   10,639 0 0
JAWS SPITFIRE ACQUISITION CO UNIT 99/99/9999 G50740128 46 4,361 SH   OTR 1 0 4,361 0
JOFF FINTECH ACQUISITION COR UNIT 02/03/2026 46592C209 72 7,265 SH   OTR 1 0 7,265 0
JOFF FINTECH ACQUISITION COR UNIT 02/03/2026 46592C209 176 17,735 SH   SOLE   17,735 0 0
KAIROS ACQUISITION CORP UNIT 99/99/9999 G52110122 28 2,806 SH   OTR 1 0 2,806 0
KAIROS ACQUISITION CORP UNIT 99/99/9999 G52110122 72 7,194 SH   SOLE   7,194 0 0
KHOSLA VENTURES ACQUISITION CL A 482504107 313 30,993 SH   SOLE   30,993 0 0
KHOSLA VENTURES ACQUISITION CL A 482504107 128 12,707 SH   OTR 1 0 12,707 0
KHOSLA VENTURES ACQUSTN CO I COM CL A 482505104 179 17,730 SH   SOLE   17,730 0 0
KHOSLA VENTURES ACQUSTN CO I COM CL A 482505104 73 7,270 SH   OTR 1 0 7,270 0
KHOSLA VENTURES ACQUT CO III COM CL A 482506102 353 35,461 SH   SOLE   35,461 0 0
KHOSLA VENTURES ACQUT CO III COM CL A 482506102 145 14,539 SH   OTR 1 0 14,539 0
KINS TECHNOLOGY GROUP INC UNIT 10/14/2025 49714K208 179 17,731 SH   SOLE   17,731 0 0
KINS TECHNOLOGY GROUP INC UNIT 10/14/2025 49714K208 73 7,269 SH   OTR 1 0 7,269 0
KISMET ACQUISITION THREE COR UNIT 99/99/9999 G5276C128 70 7,092 SH   SOLE   7,092 0 0
KISMET ACQUISITION THREE COR UNIT 99/99/9999 G5276C128 29 2,908 SH   OTR 1 0 2,908 0
KISMET ACQUISITION TWO CORP UNIT 99/99/9999 G52807123 70 7,092 SH   SOLE   7,092 0 0
KISMET ACQUISITION TWO CORP UNIT 99/99/9999 G52807123 29 2,908 SH   OTR 1 0 2,908 0
KL ACQUISITION CORP UNIT 99/99/9999 49837C208 105 10,638 SH   SOLE   10,638 0 0
KL ACQUISITION CORP UNIT 99/99/9999 49837C208 43 4,362 SH   OTR 1 0 4,362 0
KLUDEIN I ACQUISITION CORP UNIT 99/99/9999 49878L208 143 14,365 SH   OTR 1 0 14,365 0
KLUDEIN I ACQUISITION CORP UNIT 99/99/9999 49878L208 349 35,036 SH   SOLE   35,036 0 0
LEAD EDGE GROWTH OPRTUNTS LT UNIT 04/01/2026 G54085124 29 2,907 SH   OTR 1 0 2,907 0
LEAD EDGE GROWTH OPRTUNTS LT UNIT 04/01/2026 G54085124 71 7,093 SH   SOLE   7,093 0 0
LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 27,140 22,711,000 PRN   SOLE   22,711,000 0 0
LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 11,071 9,310,000 PRN   OTR 1 0 9,310,000 0
LEO HLDGS CORP II UNIT 99/99/9999 G5463R110 72 7,269 SH   OTR 1 0 7,269 0
LEO HLDGS CORP II UNIT 99/99/9999 G5463R110 176 17,731 SH   SOLE   17,731 0 0
LIGHTJUMP ACQUISITION CORP UNIT 01/06/2026 53228M205 146 14,628 SH   OTR 1 0 14,628 0
LIGHTJUMP ACQUISITION CORP UNIT 01/06/2026 53228M205 355 35,681 SH   SOLE   35,681 0 0
LIONHEART ACQUISITION CORP I COM CL A 53625R104 73 7,397 SH   OTR 1 0 7,397 0
LIONHEART ACQUISITION CORP I COM CL A 53625R104 169 17,203 SH   SOLE   17,203 0 0
LIONHEART ACQUISITION CORP I *W EXP 02/14/202 53625R112 84 8,601 SH Call SOLE   8,601 0 0
LIONHEART ACQUISITION CORP I *W EXP 02/14/202 53625R112 37 3,698 SH Call OTR 1 0 3,698 0
LIVE OAK ACQUISITION CORP II UNIT 99/99/9999 53804W205 61 5,816 SH   OTR 1 0 5,816 0
LIVE OAK ACQUISITION CORP II UNIT 99/99/9999 53804W205 148 14,184 SH   SOLE   14,184 0 0
LOCUST WALK ACQUISITION CORP UNIT 12/31/2025 54015L301 178 17,730 SH   SOLE   17,730 0 0
LOCUST WALK ACQUISITION CORP UNIT 12/31/2025 54015L301 73 7,270 SH   OTR 1 0 7,270 0
LONGVIEW ACQUISITION CORP II UNIT 99/99/9999 54319Q204 73 7,270 SH   OTR 1 0 7,270 0
LONGVIEW ACQUISITION CORP II UNIT 99/99/9999 54319Q204 178 17,730 SH   SOLE   17,730 0 0
MARLIN TECHNOLOGY CORP UNIT 99/99/9999 G58411128 175 17,731 SH   SOLE   17,731 0 0
MARLIN TECHNOLOGY CORP UNIT 99/99/9999 G58411128 72 7,269 SH   OTR 1 0 7,269 0
MARQUEE RAINE ACQUISITION CO UNIT 12/01/2025 G58442115 30 2,907 SH   OTR 1 0 2,907 0
MARQUEE RAINE ACQUISITION CO UNIT 12/01/2025 G58442115 72 7,093 SH   SOLE   7,093 0 0
MASON INDUSTRIAL TECHNOLGY I UNIT 99/99/9999 57520Y205 29 2,907 SH   OTR 1 0 2,907 0
MASON INDUSTRIAL TECHNOLGY I UNIT 99/99/9999 57520Y205 71 7,093 SH   SOLE   7,093 0 0
MCAP ACQUISITION CORP UNIT 02/18/2030 55282T208 71 7,092 SH   SOLE   7,092 0 0
MCAP ACQUISITION CORP UNIT 02/18/2030 55282T208 29 2,908 SH   OTR 1 0 2,908 0
MICROCHIP TECHNOLOGY INC. COM 595017104 900 5,800 SH Put OTR 1 0 5,800 0
MICROCHIP TECHNOLOGY INC. COM 595017104 5,381 34,666 SH   SOLE   34,666 0 0
MICROCHIP TECHNOLOGY INC. COM 595017104 2,204 14,200 SH Put SOLE   14,200 0 0
MICROCHIP TECHNOLOGY INC. COM 595017104 2,209 14,230 SH   OTR 1 0 14,230 0
MISSION ADVANCEMENT CORP UNIT 99/99/9999 60501L200 176 17,731 SH   SOLE   17,731 0 0
MISSION ADVANCEMENT CORP UNIT 99/99/9999 60501L200 72 7,269 SH   OTR 1 0 7,269 0
MORINGA ACQUISITION CORP UNIT 02/16/2026 G6S23K116 144 14,539 SH   OTR 1 0 14,539 0
MORINGA ACQUISITION CORP UNIT 02/16/2026 G6S23K116 352 35,461 SH   SOLE   35,461 0 0
MOTIVE CAPITAL CORP UNIT 99/99/9999 G6293A129 410 40,808 SH   SOLE   40,808 0 0
MOTIVE CAPITAL CORP UNIT 99/99/9999 G6293A129 168 16,730 SH   OTR 1 0 16,730 0
MUDRICK CAPITAL ACQU CORP II UNIT 99/99/9999 62477L206 32 3,196 SH   OTR 1 0 3,196 0
MUDRICK CAPITAL ACQU CORP II UNIT 99/99/9999 62477L206 78 7,795 SH   SOLE   7,795 0 0
NAVSIGHT HLDGS INC UNIT 99/99/9999 639358209 144 13,423 SH   SOLE   13,423 0 0
NAVSIGHT HLDGS INC UNIT 99/99/9999 639358209 70 6,577 SH   OTR 1 0 6,577 0
NEBULA CARAVEL ACQUISITION C UNIT 12/09/2023 629070202 72 7,092 SH   SOLE   7,092 0 0
NEBULA CARAVEL ACQUISITION C UNIT 12/09/2023 629070202 30 2,908 SH   OTR 1 0 2,908 0
NEVRO CORP NOTE 2.750% 4/0 64157FAC7 9,982 6,486,000 PRN   OTR 1 0 6,486,000 0
NEVRO CORP NOTE 2.750% 4/0 64157FAC7 23,768 15,444,000 PRN   SOLE   15,444,000 0 0
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 34,839 35,557,000 PRN   SOLE   35,557,000 0 0
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 14,285 14,579,000 PRN   OTR 1 0 14,579,000 0
NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 965 19,028 PRN   OTR 1 0 19,028 0
NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 2,840 55,972 PRN   SOLE   55,972 0 0
NEXTERA ENERGY INC UNIT 99/99/9999 65339F739 1,726 36,448 PRN   OTR 1 0 36,448 0
NEXTERA ENERGY INC UNIT 99/99/9999 65339F739 3,453 72,895 PRN   SOLE   72,895 0 0
NOBLE ROCK ACQUISITION CORP UNIT 01/31/2028 G6546R127 72 7,269 SH   OTR 1 0 7,269 0
NOBLE ROCK ACQUISITION CORP UNIT 01/31/2028 G6546R127 175 17,731 SH   SOLE   17,731 0 0
NORTH ATLANTIC ACQUISITN COR UNIT 10/20/2025 G66139117 176 17,731 SH   SOLE   17,731 0 0
NORTH ATLANTIC ACQUISITN COR UNIT 10/20/2025 G66139117 72 7,269 SH   OTR 1 0 7,269 0
NORTHERN STAR INVEST CORP II UNIT 02/25/2028 66574L209 58 5,816 SH   OTR 1 0 5,816 0
NORTHERN STAR INVEST CORP II UNIT 02/25/2028 66574L209 141 14,184 SH   SOLE   14,184 0 0
NORTHERN STAR INVEST CORP IV UNIT 02/25/2028 66575B200 141 14,184 SH   SOLE   14,184 0 0
NORTHERN STAR INVEST CORP IV UNIT 02/25/2028 66575B200 58 5,816 SH   OTR 1 0 5,816 0
NORTHERN STAR INVSTMNT CORP COM CLASS A 66573W107 71 7,092 SH   SOLE   7,092 0 0
NORTHERN STAR INVSTMNT CORP COM CLASS A 66573W107 29 2,908 SH   OTR 1 0 2,908 0
NOVAVAX INC NOTE 3.750% 2/0 670002AB0 20,102 12,056,000 PRN   SOLE   12,056,000 0 0
NOVAVAX INC NOTE 3.750% 2/0 670002AB0 8,244 4,944,000 PRN   OTR 1 0 4,944,000 0
NOVUS CAPITAL CORPORATION II UNIT 99/99/9999 67012W203 73 7,269 SH   OTR 1 0 7,269 0
NOVUS CAPITAL CORPORATION II UNIT 99/99/9999 67012W203 177 17,731 SH   SOLE   17,731 0 0
NUTANIX INC NOTE 1/1 67059NAB4 53,692 54,648,000 PRN   SOLE   54,648,000 0 0
NUTANIX INC NOTE 1/1 67059NAB4 22,013 22,405,000 PRN   OTR 1 0 22,405,000 0
OAKTREE ACQUISITION CORP II UNIT 09/15/2027 G6715X129 67 6,577 SH   OTR 1 0 6,577 0
OAKTREE ACQUISITION CORP II UNIT 09/15/2027 G6715X129 137 13,423 SH   SOLE   13,423 0 0
OCA ACQUISITION CORP UNIT 01/14/2026 670865203 30 3,024 SH   OTR 1 0 3,024 0
OCA ACQUISITION CORP UNIT 01/14/2026 670865203 74 7,376 SH   SOLE   7,376 0 0
OMEROS CORP NOTE 5.250% 2/1 682143AG7 13,721 10,993,000 PRN   SOLE   10,993,000 0 0
OMEROS CORP NOTE 5.250% 2/1 682143AG7 5,626 4,507,000 PRN   OTR 1 0 4,507,000 0
ONE COM CL A G7000X105 162 13,987 SH   SOLE   13,987 0 0
ONE COM CL A G7000X105 70 6,013 SH   OTR 1 0 6,013 0
ONE EQUITY PARTNERS OPEN WTR UNIT 01/14/2026 68237L204 58 5,816 SH   OTR 1 0 5,816 0
ONE EQUITY PARTNERS OPEN WTR UNIT 01/14/2026 68237L204 141 14,184 SH   SOLE   14,184 0 0
PACIRA BIOSCIENCES INC NOTE 2.375% 4/0 695127AD2 2,184 1,792,000 PRN   OTR 1 0 1,792,000 0
PACIRA BIOSCIENCES INC NOTE 2.375% 4/0 695127AD2 6,622 5,434,000 PRN   SOLE   5,434,000 0 0
PATHFINDER ACQUISITION CORP UNIT 02/17/2026 G04119114 70 7,092 SH   SOLE   7,092 0 0
PATHFINDER ACQUISITION CORP UNIT 02/17/2026 G04119114 29 2,908 SH   OTR 1 0 2,908 0
PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 513 436,000 PRN   OTR 1 0 436,000 0
PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 1,251 1,064,000 PRN   SOLE   1,064,000 0 0
PERIDOT ACQUISITION CORP II UNIT 99/99/9999 G7008B113 176 17,731 SH   SOLE   17,731 0 0
PERIDOT ACQUISITION CORP II UNIT 99/99/9999 G7008B113 72 7,269 SH   OTR 1 0 7,269 0
PERIPHAS CAPITAL PARTNERING UNIT 99/99/9999 713895209 252 10,263 SH   SOLE   10,263 0 0
PERIPHAS CAPITAL PARTNERING UNIT 99/99/9999 713895209 103 4,207 SH   OTR 1 0 4,207 0
PINDUODUO INC NOTE 10/0 722304AB8 65,716 20,888,000 PRN   SOLE   20,888,000 0 0
PINDUODUO INC NOTE 10/0 722304AB8 27,944 8,882,000 PRN   OTR 1 0 8,882,000 0
PIONEER MERGER CORP UNIT 99/99/9999 G7S24C129 102 10,177 SH   OTR 1 0 10,177 0
PIONEER MERGER CORP UNIT 99/99/9999 G7S24C129 248 24,823 SH   SOLE   24,823 0 0
PIONEER NAT RES CO COM 723787107 627 3,951 SH   OTR 1 0 3,951 0
PIONEER NAT RES CO COM 723787107 7,178 45,200 SH Put OTR 1 0 45,200 0
PIONEER NAT RES CO COM 723787107 1,398 8,804 SH   SOLE   8,804 0 0
PIONEER NAT RES CO COM 723787107 19,074 120,100 SH Put SOLE   120,100 0 0
PIVOTAL INVESTMENT CORP III UNIT 01/28/2028 72582M205 58 5,816 SH   OTR 1 0 5,816 0
PIVOTAL INVESTMENT CORP III UNIT 01/28/2028 72582M205 142 14,184 SH   SOLE   14,184 0 0
PLUM ACQUISITION CORP I UNIT 03/15/2026 G7134L100 71 7,092 SH   SOLE   7,092 0 0
PLUM ACQUISITION CORP I UNIT 03/15/2026 G7134L100 29 2,908 SH   OTR 1 0 2,908 0
POEMA GLOBAL HOLDINGS CORP UNIT 99/99/9999 G7154B123 180 17,986 SH   SOLE   17,986 0 0
POEMA GLOBAL HOLDINGS CORP UNIT 99/99/9999 G7154B123 70 7,014 SH   OTR 1 0 7,014 0
PONTEM CORPORATION UNIT 99/99/9999 G71707114 176 17,731 SH   SOLE   17,731 0 0
PONTEM CORPORATION UNIT 99/99/9999 G71707114 72 7,269 SH   OTR 1 0 7,269 0
POPULATION HEALTH INVS CO IN UNIT 99/99/9999 G71716123 74 7,394 SH   OTR 1 0 7,394 0
POPULATION HEALTH INVS CO IN UNIT 99/99/9999 G71716123 177 17,606 SH   SOLE   17,606 0 0
POWER & DIGITAL INFRA ACQ CO UNIT 99/99/9999 739190205 29 2,908 SH   OTR 1 0 2,908 0
POWER & DIGITAL INFRA ACQ CO UNIT 99/99/9999 739190205 71 7,092 SH   SOLE   7,092 0 0
POWERED BRANDS UNIT 99/99/9999 G7209M124 29 2,907 SH   OTR 1 0 2,907 0
POWERED BRANDS UNIT 99/99/9999 G7209M124 70 7,093 SH   SOLE   7,093 0 0
PRIMAVERA CAPITAL ACQUIST CO UNIT 01/19/2026 G7255E125 145 14,184 SH   SOLE   14,184 0 0
PRIMAVERA CAPITAL ACQUIST CO UNIT 01/19/2026 G7255E125 60 5,816 SH   OTR 1 0 5,816 0
PRIVETERRA ACQUISITION CORP UNIT 99/99/9999 74275N201 29 2,907 SH   OTR 1 0 2,907 0
PRIVETERRA ACQUISITION CORP UNIT 99/99/9999 74275N201 71 7,093 SH   SOLE   7,093 0 0
PROGRESS ACQUISITION CORP UNIT 12/25/2025 74327P204 29 2,907 SH   OTR 1 0 2,907 0
PROGRESS ACQUISITION CORP UNIT 12/25/2025 74327P204 70 7,093 SH   SOLE   7,093 0 0
PROOFPOINT INC NOTE 0.250% 8/1 743424AF0 3,963 3,705,000 PRN   OTR 1 0 3,705,000 0
PROOFPOINT INC NOTE 0.250% 8/1 743424AF0 9,668 9,039,000 PRN   SOLE   9,039,000 0 0
PROPERTY SOLUTIONS ACQUISITI UNIT 03/01/2026 74350A207 71 7,270 SH   OTR 1 0 7,270 0
PROPERTY SOLUTIONS ACQUISITI UNIT 03/01/2026 74350A207 174 17,730 SH   SOLE   17,730 0 0
PROPTECH INVESTMENT CORP II UNIT 99/99/9999 743497208 92 9,187 SH   OTR 1 0 9,187 0
PROPTECH INVESTMENT CORP II UNIT 99/99/9999 743497208 225 22,413 SH   SOLE   22,413 0 0
PROSPECTOR CAPITAL CORP UNIT 01/01/2030 G7273A121 286 28,408 SH   SOLE   28,408 0 0
PROSPECTOR CAPITAL CORP UNIT 01/01/2030 G7273A121 117 11,647 SH   OTR 1 0 11,647 0
PROVIDENT ACQUISITION CORP UNIT 99/99/9999 G7282L118 59 5,816 SH   OTR 1 0 5,816 0
PROVIDENT ACQUISITION CORP UNIT 99/99/9999 G7282L118 144 14,184 SH   SOLE   14,184 0 0
PTC THERAPEUTICS INC NOTE 3.000% 8/1 69366JAB7 26,638 23,113,000 PRN   SOLE   23,113,000 0 0
PTC THERAPEUTICS INC NOTE 3.000% 8/1 69366JAB7 9,325 8,091,000 PRN   OTR 1 0 8,091,000 0
PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 22,893 20,793,000 PRN   SOLE   20,793,000 0 0
PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 9,385 8,524,000 PRN   OTR 1 0 8,524,000 0
REINVENT TECHNOLOGY PARTNERS UNIT 03/12/2026 G7484L114 178 17,730 SH   SOLE   17,730 0 0
REINVENT TECHNOLOGY PARTNERS UNIT 03/12/2026 G7484L114 73 7,270 SH   OTR 1 0 7,270 0
REPLIGEN CORP NOTE 0.375% 7/1 759916AB5 34,609 19,353,000 PRN   SOLE   19,353,000 0 0
REPLIGEN CORP NOTE 0.375% 7/1 759916AB5 14,190 7,935,000 PRN   OTR 1 0 7,935,000 0
RETROPHIN INC NOTE 2.500% 9/1 761299AB2 19,718 19,335,000 PRN   SOLE   19,335,000 0 0
RETROPHIN INC NOTE 2.500% 9/1 761299AB2 8,674 8,506,000 PRN   OTR 1 0 8,506,000 0
REVANCE THERAPEUTICS INC NOTE 1.750% 2/1 761330AB5 5,342 4,838,000 PRN   SOLE   4,838,000 0 0
REVANCE THERAPEUTICS INC NOTE 1.750% 2/1 761330AB5 2,297 2,080,000 PRN   OTR 1 0 2,080,000 0
REVOLUTION ACCELERTN ACQU CO COM CL A 76156P106 144 14,186 SH   SOLE   14,186 0 0
REVOLUTION ACCELERTN ACQU CO COM CL A 76156P106 59 5,814 SH   OTR 1 0 5,814 0
RINGCENTRAL INC NOTE 3/0 76680RAF4 1,497 1,368,000 PRN   OTR 1 0 1,368,000 0
RINGCENTRAL INC NOTE 3/0 76680RAF4 3,646 3,332,000 PRN   SOLE   3,332,000 0 0
RMG ACQUISITION CORP II CL A SHS G76083107 284 28,369 SH   SOLE   28,369 0 0
RMG ACQUISITION CORP II CL A SHS G76083107 146 14,539 SH   OTR 1 0 14,539 0
RMG ACQUISITION CORP III UNIT 02/08/2026 G76088114 353 35,461 SH   SOLE   35,461 0 0
RMG ACQUISITION CORP III UNIT 02/08/2026 G76088114 145 14,539 SH   OTR 1 0 14,539 0
RODGERS SILICON VALLEY AQ CO UNIT 11/30/2025 774873202 90 6,082 SH   OTR 1 0 6,082 0
RODGERS SILICON VALLEY AQ CO UNIT 11/30/2025 774873202 220 14,834 SH   SOLE   14,834 0 0
ROMAN DBDR TECH ACQUISITION UNIT 99/99/9999 77584N200 151 14,789 SH   OTR 1 0 14,789 0
ROMAN DBDR TECH ACQUISITION UNIT 99/99/9999 77584N200 359 35,211 SH   SOLE   35,211 0 0
ROTOR ACQUISITION CORP UNIT 06/15/2027 77879W204 213 21,277 SH   SOLE   21,277 0 0
ROTOR ACQUISITION CORP UNIT 06/15/2027 77879W204 87 8,723 SH   OTR 1 0 8,723 0
SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 33,865 25,883,000 PRN   OTR 1 0 25,883,000 0
SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 82,581 63,116,000 PRN   SOLE   63,116,000 0 0
SARISSA CAPITAL ACQUISITN CO UNIT 10/23/2027 G7823W128 229 21,184 SH   SOLE   21,184 0 0
SARISSA CAPITAL ACQUISITN CO UNIT 10/23/2027 G7823W128 101 9,320 SH   OTR 1 0 9,320 0
SCIENCE STRATEGIC ACQ ALPHA UNIT 01/20/2026 808641203 70 7,092 SH   SOLE   7,092 0 0
SCIENCE STRATEGIC ACQ ALPHA UNIT 01/20/2026 808641203 29 2,908 SH   OTR 1 0 2,908 0
SCION TECH GROWTH I UNIT 12/17/2025 G31067120 29 2,908 SH   OTR 1 0 2,908 0
SCION TECH GROWTH I UNIT 12/17/2025 G31067120 71 7,092 SH   SOLE   7,092 0 0
SCION TECH GROWTH II UNIT 99/99/9999 G31070124 177 17,730 SH   SOLE   17,730 0 0
SCION TECH GROWTH II UNIT 99/99/9999 G31070124 72 7,270 SH   OTR 1 0 7,270 0
SCP & CO HEALTHCARE ACQUSTN UNIT 10/27/2025 784065203 34 3,455 SH   OTR 1 0 3,455 0
SCP & CO HEALTHCARE ACQUSTN UNIT 10/27/2025 784065203 84 8,428 SH   SOLE   8,428 0 0
SCVX CORP COM G79448208 208 21,046 SH   OTR 1 0 21,046 0
SCVX CORP COM G79448208 670 67,902 SH   SOLE   67,902 0 0
SCVX CORP *W EXP 01/24/202 G79448117 151 15,268 SH Call SOLE   15,268 0 0
SCVX CORP *W EXP 01/24/202 G79448117 47 4,732 SH Call OTR 1 0 4,732 0
SEA LTD NOTE 1.000%12/0 81141RAD2 49,243 11,072,000 PRN   OTR 1 0 11,072,000 0
SEA LTD NOTE 1.000%12/0 81141RAD2 100,491 22,595,000 PRN   SOLE   22,595,000 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 9,081 141,800 SH Call SOLE   141,800 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 3,727 58,200 SH Put OTR 1 0 58,200 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 3,727 58,200 SH Call OTR 1 0 58,200 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 9,081 141,800 SH Put SOLE   141,800 0 0
SHOPIFY INC NOTE 0.125%11/0 82509LAA5 7,162 6,311,000 PRN   SOLE   6,311,000 0 0
SHOPIFY INC NOTE 0.125%11/0 82509LAA5 2,938 2,589,000 PRN   OTR 1 0 2,589,000 0
SILVER SPIKE ACQUISITN CORP UNIT 02/26/2026 G8201H121 29 2,908 SH   OTR 1 0 2,908 0
SILVER SPIKE ACQUISITN CORP UNIT 02/26/2026 G8201H121 71 7,092 SH   SOLE   7,092 0 0
SIMON PROPERTY GRP ACQ HOLDI UNIT 99/99/9999 82880R202 107 10,638 SH   SOLE   10,638 0 0
SIMON PROPERTY GRP ACQ HOLDI UNIT 99/99/9999 82880R202 44 4,362 SH   OTR 1 0 4,362 0
SLACK TECHNOLOGIES INC COM CL A 83088V102 297 7,300 SH   OTR 1 0 7,300 0
SLAM CORP UNIT 99/99/9999 G8210L113 29 2,908 SH   OTR 1 0 2,908 0
SLAM CORP UNIT 99/99/9999 G8210L113 70 7,092 SH   SOLE   7,092 0 0
SNAP INC NOTE 0.750% 8/0 83304AAB2 78,782 33,443,000 PRN   SOLE   33,443,000 0 0
SNAP INC NOTE 0.750% 8/0 83304AAB2 26,761 11,360,000 PRN   OTR 1 0 11,360,000 0
SOARING EAGLE ACQUISITION CO UNIT 02/23/2026 G8354H100 147 14,539 SH   OTR 1 0 14,539 0
SOARING EAGLE ACQUISITION CO UNIT 02/23/2026 G8354H100 359 35,461 SH   SOLE   35,461 0 0
SOCIAL CAPITAL HEDOSOPHA HLD UNIT 99/99/9999 G82514129 35 3,054 SH   OTR 1 0 3,054 0
SOCIAL CAPITAL HEDOSOPHA HLD UNIT 99/99/9999 G8251L121 34 3,056 SH   OTR 1 0 3,056 0
SOCIAL CAPITAL HEDOSOPHA HLD UNIT 99/99/9999 G82514129 80 6,946 SH   SOLE   6,946 0 0
SOCIAL CAPITAL HEDOSOPHA HLD UNIT 99/99/9999 G8251L121 78 6,944 SH   SOLE   6,944 0 0
SOCIAL LEVERAGE ACQUISN CORP UNIT 99/99/9999 83363K201 71 7,092 SH   SOLE   7,092 0 0
SOCIAL LEVERAGE ACQUISN CORP UNIT 99/99/9999 83363K201 29 2,908 SH   OTR 1 0 2,908 0
SPARTAN ACQUISITION CORP III UNIT 99/99/9999 84677R205 178 17,731 SH   SOLE   17,731 0 0
SPARTAN ACQUISITION CORP III UNIT 99/99/9999 84677R205 73 7,269 SH   OTR 1 0 7,269 0
SPORTS VENTURES ACQUISIN COR UNIT 99/99/9999 G8372A111 28 2,806 SH   OTR 1 0 2,806 0
SPORTS VENTURES ACQUISIN COR UNIT 99/99/9999 G8372A111 71 7,194 SH   SOLE   7,194 0 0
SPORTSTEK ACQUISITION CORP UNIT 02/16/2028 849196209 29 2,908 SH   OTR 1 0 2,908 0
SPORTSTEK ACQUISITION CORP UNIT 02/16/2028 849196209 70 7,092 SH   SOLE   7,092 0 0
SQUARE INC NOTE 0.500% 5/1 852234AD5 7,576 2,593,000 PRN   SOLE   2,593,000 0 0
SQUARE INC NOTE 0.500% 5/1 852234AD5 2,652 907,000 PRN   OTR 1 0 907,000 0
STAR PEAK CORP II UNIT 99/99/9999 855179206 104 9,942 SH   SOLE   9,942 0 0
STAR PEAK CORP II UNIT 99/99/9999 855179206 41 3,877 SH   OTR 1 0 3,877 0
STRATIM CLOUD ACQUISITION CO UNIT 03/05/2026 86309R206 145 14,539 SH   OTR 1 0 14,539 0
STRATIM CLOUD ACQUISITION CO UNIT 03/05/2026 86309R206 355 35,461 SH   SOLE   35,461 0 0
SUPERNOVA PARTNERS ACQUISTN UNIT 99/99/9999 G8T86C113 178 17,731 SH   SOLE   17,731 0 0
SUPERNOVA PARTNERS ACQUISTN UNIT 99/99/9999 G8T86C113 73 7,269 SH   OTR 1 0 7,269 0
SUPERNUS PHARMACEUTICALS INC NOTE 0.625% 4/0 868459AD0 8,219 8,480,000 PRN   OTR 1 0 8,480,000 0
SUPERNUS PHARMACEUTICALS INC NOTE 0.625% 4/0 868459AD0 20,035 20,671,000 PRN   SOLE   20,671,000 0 0
SVF INVESTMENT CORP UNIT 12/20/2025 G8601L110 187 17,730 SH   SOLE   17,730 0 0
SVF INVESTMENT CORP UNIT 12/20/2025 G8601L110 77 7,270 SH   OTR 1 0 7,270 0
SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 33,130 17,908,000 PRN   SOLE   17,908,000 0 0
SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 13,583 7,342,000 PRN   OTR 1 0 7,342,000 0
TAILWIND ACQUISITION CORP UNIT 09/07/2027 87403Q201 68 6,576 SH   OTR 1 0 6,576 0
TAILWIND ACQUISITION CORP UNIT 09/07/2027 87403Q201 139 13,424 SH   SOLE   13,424 0 0
TAILWIND INTERNATNAL ACQ COR UNIT 99/99/9999 G8662F127 351 35,462 SH   SOLE   35,462 0 0
TAILWIND INTERNATNAL ACQ COR UNIT 99/99/9999 G8662F127 144 14,538 SH   OTR 1 0 14,538 0
TASTEMAKER ACQUISITION CORP UNIT 12/31/2025 876545203 29 2,908 SH   OTR 1 0 2,908 0
TASTEMAKER ACQUISITION CORP UNIT 12/31/2025 876545203 71 7,092 SH   SOLE   7,092 0 0
TCW SPECIAL PURPOSE ACQU COR UNIT 99/99/9999 87301L205 72 7,270 SH   OTR 1 0 7,270 0
TCW SPECIAL PURPOSE ACQU COR UNIT 99/99/9999 87301L205 176 17,730 SH   SOLE   17,730 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 39,750 3,907,000 PRN   OTR 1 0 3,907,000 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 128,121 12,593,000 PRN   SOLE   12,593,000 0 0
THAYER VENTURES ACQU CORP UNIT 01/01/2030 88332T209 30 2,908 SH   OTR 1 0 2,908 0
THAYER VENTURES ACQU CORP UNIT 01/01/2030 88332T209 72 7,092 SH   SOLE   7,092 0 0
THIMBLE POINT ACQUISITION CO UNIT 99/99/9999 88408P206 29 2,908 SH   OTR 1 0 2,908 0
THIMBLE POINT ACQUISITION CO UNIT 99/99/9999 88408P206 71 7,092 SH   SOLE   7,092 0 0
THUNDER BRIDGE CAP PRTNRS II UNIT 02/15/2028 88605T209 29 2,908 SH   OTR 1 0 2,908 0
THUNDER BRIDGE CAP PRTNRS II UNIT 02/15/2028 88605T209 70 7,092 SH   SOLE   7,092 0 0
TILRAY INC NOTE 5.000%10/0 88688TAB6 14,538 15,466,000 PRN   SOLE   15,466,000 0 0
TILRAY INC NOTE 5.000%10/0 88688TAB6 5,962 6,343,000 PRN   OTR 1 0 6,343,000 0
TILRAY INC COM CL 2 88688T100 2,089 91,900 SH Put OTR 1 0 91,900 0
TILRAY INC COM CL 2 88688T100 5,130 225,700 SH Put SOLE   225,700 0 0
TISHMAN SPEYER INNOVATION CO UNIT 02/11/2026 88825H209 58 5,816 SH   OTR 1 0 5,816 0
TISHMAN SPEYER INNOVATION CO UNIT 02/11/2026 88825H209 142 14,184 SH   SOLE   14,184 0 0
TLG ACQUISITION ONE CORP UNIT 99/99/9999 87257M207 29 2,907 SH   OTR 1 0 2,907 0
TLG ACQUISITION ONE CORP UNIT 99/99/9999 87257M207 70 7,093 SH   SOLE   7,093 0 0
TUATARA CAPITAL ACQUISITN CO UNIT 99/99/9999 G9118J127 71 7,093 SH   SOLE   7,093 0 0
TUATARA CAPITAL ACQUISITN CO UNIT 99/99/9999 G9118J127 29 2,907 SH   OTR 1 0 2,907 0
TURMERIC ACQUISITION CORP UNIT 10/08/2025 G9127T116 174 17,361 SH   SOLE   17,361 0 0
TURMERIC ACQUISITION CORP UNIT 10/08/2025 G9127T116 76 7,639 SH   OTR 1 0 7,639 0
TWC TECH HLDGS II CORP UNIT 09/10/2025 90117G204 136 13,423 SH   SOLE   13,423 0 0
TWC TECH HLDGS II CORP UNIT 09/10/2025 90117G204 66 6,577 SH   OTR 1 0 6,577 0
TWILIO INC NOTE 0.250% 6/0 90138FAB8 73,521 15,313,000 PRN   OTR 1 0 15,313,000 0
TWILIO INC NOTE 0.250% 6/0 90138FAB8 150,037 31,250,000 PRN   SOLE   31,250,000 0 0
TWO COM CL A G9152V101 579 58,156 SH   OTR 1 0 58,156 0
TWO COM CL A G9152V101 1,411 141,844 SH   SOLE   141,844 0 0
TWO HBRS INVT CORP NOTE 6.250% 1/1 90187BAB7 642 582,000 PRN   OTR 1 0 582,000 0
TWO HBRS INVT CORP NOTE 6.250% 1/1 90187BAB7 1,563 1,418,000 PRN   SOLE   1,418,000 0 0
TZP STRATEGIES ACQUISTN CORP UNIT 01/06/2026 G91595127 141 14,184 SH   SOLE   14,184 0 0
TZP STRATEGIES ACQUISTN CORP UNIT 01/06/2026 G91595127 58 5,816 SH   OTR 1 0 5,816 0
UNITED AIRLS HLDGS INC COM 910047109 1,674 29,100 SH Call OTR 1 0 29,100 0
UNITED AIRLS HLDGS INC COM 910047109 4,080 70,900 SH Call SOLE   70,900 0 0
USHG ACQUISITION CORP UNIT 99/99/9999 91748P209 71 7,092 SH   SOLE   7,092 0 0
USHG ACQUISITION CORP UNIT 99/99/9999 91748P209 29 2,908 SH   OTR 1 0 2,908 0
VECTOIQ ACQUISITION CORP II UNIT 99/99/9999 92244F208 118 11,636 SH   OTR 1 0 11,636 0
VECTOIQ ACQUISITION CORP II UNIT 99/99/9999 92244F208 287 28,380 SH   SOLE   28,380 0 0
VECTOR ACQUISITION CORP II CL A SHS G9460A104 29 2,908 SH   OTR 1 0 2,908 0
VECTOR ACQUISITION CORP II CL A SHS G9460A104 70 7,092 SH   SOLE   7,092 0 0
VEONEER INC NOTE 4.000% 6/0 92336XAA7 15,367 11,560,000 PRN   SOLE   11,560,000 0 0
VEONEER INC NOTE 4.000% 6/0 92336XAA7 6,301 4,740,000 PRN   OTR 1 0 4,740,000 0
VIAVI SOLUTIONS INC COM 925550105 8,575 546,205 SH   OTR 1 0 546,205 0
VIAVI SOLUTIONS INC COM 925550105 4,231 269,500 SH Put SOLE   269,500 0 0
VIAVI SOLUTIONS INC COM 925550105 2,834 180,500 SH Put OTR 1 0 180,500 0
VIAVI SOLUTIONS INC COM 925550105 12,806 815,675 SH   SOLE   815,675 0 0
VICKERS VANTAGE CORP I UNIT 09/15/2027 G9440B123 179 17,731 SH   SOLE   17,731 0 0
VICKERS VANTAGE CORP I UNIT 09/15/2027 G9440B123 73 7,269 SH   OTR 1 0 7,269 0
VIRTUOSO ACQUISITION CORP UNIT 01/14/2025 92837J203 105 10,638 SH   SOLE   10,638 0 0
VIRTUOSO ACQUISITION CORP UNIT 01/14/2025 92837J203 43 4,362 SH   OTR 1 0 4,362 0
VISHAY INTERTECHNOLOGY INC COM 928298108 1,072 44,528 SH   OTR 1 0 44,528 0
VISHAY INTERTECHNOLOGY INC COM 928298108 3,163 131,362 SH   SOLE   131,362 0 0
VY GLOBAL GROWTH UNIT 99/99/9999 G9444H126 72 6,944 SH   SOLE   6,944 0 0
VY GLOBAL GROWTH UNIT 99/99/9999 G9444H126 32 3,056 SH   OTR 1 0 3,056 0
WARBURG PINCUS CAPTAL CORP I UNIT 99/99/9999 G9460M116 71 7,092 SH   SOLE   7,092 0 0
WARBURG PINCUS CAPTAL CORP I UNIT 99/99/9999 G9461D123 29 2,908 SH   OTR 1 0 2,908 0
WARBURG PINCUS CAPTAL CORP I UNIT 99/99/9999 G9460M116 29 2,908 SH   OTR 1 0 2,908 0
WARBURG PINCUS CAPTAL CORP I UNIT 99/99/9999 G9461D123 71 7,092 SH   SOLE   7,092 0 0
WARRIOR TECHNOLOGIES ACQUI C UNIT 03/31/2028 936273200 29 2,908 SH   OTR 1 0 2,908 0
WARRIOR TECHNOLOGIES ACQUI C UNIT 03/31/2028 936273200 70 7,092 SH   SOLE   7,092 0 0
WAYFAIR INC NOTE 1.125%11/0 94419LAD3 20,039 7,303,000 PRN   OTR 1 0 7,303,000 0
WAYFAIR INC NOTE 1.125%11/0 94419LAD3 41,581 15,154,000 PRN   SOLE   15,154,000 0 0
WESTERN DIGITAL CORP. COM 958102105 453 6,791 SH   SOLE   6,791 0 0
WESTERN DIGITAL CORP. COM 958102105 190 2,853 SH   OTR 1 0 2,853 0
WIX COM LTD NOTE 7/0 92940WAB5 19,356 9,621,000 PRN   OTR 1 0 9,621,000 0
WIX COM LTD NOTE 7/0 92940WAB5 50,245 24,974,000 PRN   SOLE   24,974,000 0 0
Z-WORK ACQUISITION CORP UNIT 99/99/9999 98880C201 71 7,093 SH   SOLE   7,093 0 0
Z-WORK ACQUISITION CORP UNIT 99/99/9999 98880C201 29 2,907 SH   OTR 1 0 2,907 0