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
1LIFE HEALTHCARE INC NOTE 3.000% 6/1 68269GAB3 34,969 31,612,000 PRN   SOLE   31,612,000 0 0
1LIFE HEALTHCARE INC NOTE 3.000% 6/1 68269GAB3 14,340 12,963,000 PRN   OTR 1 0 12,963,000 0
21VIANET GROUP INC SPONSORED ADS A 90138A103 646 28,155 SH   SOLE   28,155 0 0
21VIANET GROUP INC SPONSORED ADS A 90138A103 265 11,545 SH   OTR 1 0 11,545 0
5 01 ACQUISITION CORP COM CL A 33836P105 170 17,084 SH   SOLE   17,084 0 0
8X8 INC NEW NOTE 0.500% 2/0 282914AB6 19,686 15,807,000 PRN   SOLE   15,807,000 0 0
8X8 INC NEW NOTE 0.500% 2/0 282914AB6 8,078 6,486,000 PRN   OTR 1 0 6,486,000 0
ABG ACQUISITION CORP I CL A SHS G00496102 139 14,184 SH   SOLE   14,184 0 0
ACCELERATE DIAGNOSTICS INC NOTE 2.500% 3/1 00430HAB8 469 709,000 PRN   SOLE   709,000 0 0
ACCELERATE DIAGNOSTICS INC NOTE 2.500% 3/1 00430HAB8 192 291,000 PRN   OTR 1 0 291,000 0
ACE CONVERGENCE ACQU CORP CL A G0083D120 111 11,111 SH   SOLE   11,111 0 0
AERIE PHARMACEUTICALS INC NOTE 1.500%10/0 00771VAB4 1,569 1,560,000 PRN   SOLE   1,560,000 0 0
AERIE PHARMACEUTICALS INC NOTE 1.500%10/0 00771VAB4 644 640,000 PRN   OTR 1 0 640,000 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 528 2,329 SH   OTR 1 0 2,329 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 431 1,900 SH Call OTR 1 0 1,900 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 1,043 4,600 SH Call SOLE   4,600 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 1,256 5,538 SH   SOLE   5,538 0 0
ALKURI GLOBAL ACQUISITION CO UNIT 01/01/2028 66981N202 123 11,952 SH   OTR 1 0 11,952 0
ALKURI GLOBAL ACQUISITION CO UNIT 01/01/2028 66981N202 299 29,152 SH   SOLE   29,152 0 0
ALPHABET INC CAP STK CL A 02079K305 2,930 1,200 SH Call OTR 1 0 1,200 0
ALPHABET INC CAP STK CL A 02079K305 2,930 1,200 SH Put OTR 1 0 1,200 0
ALPHABET INC CAP STK CL A 02079K305 6,837 2,800 SH Put SOLE   2,800 0 0
ALPHABET INC CAP STK CL A 02079K305 6,837 2,800 SH Call SOLE   2,800 0 0
ALTIMAR ACQUISITION CORP II UNIT 99/99/9999 G03709113 142 14,184 SH   SOLE   14,184 0 0
ALTITUDE ACQUISITION CORP COM CL A 02156Y103 174 17,730 SH   SOLE   17,730 0 0
AMPLITUDE HLTHCRE AQUSTIN CO COM CL A 03212A105 157 15,813 SH   SOLE   15,813 0 0
APELLIS PHARMACEUTICALS INC NOTE 3.500% 9/1 03753UAB2 16,864 9,041,000 PRN   SOLE   9,041,000 0 0
APELLIS PHARMACEUTICALS INC NOTE 3.500% 9/1 03753UAB2 6,918 3,709,000 PRN   OTR 1 0 3,709,000 0
ARCHIMEDES TECH SPAC PARTNR UNIT 03/10/2026 039562202 352 35,461 SH   SOLE   35,461 0 0
ARCHIMEDES TECH SPAC PARTNR UNIT 03/10/2026 039562202 145 14,539 SH   OTR 1 0 14,539 0
ASTREA ACQUISITION CORP UNIT 01/28/2028 04637C205 177 17,731 SH   SOLE   17,731 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 18,802 17,343,000 PRN   SOLE   17,343,000 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 7,711 7,113,000 PRN   OTR 1 0 7,113,000 0
AURORA ACQUISITION CORP UNIT 03/02/2026 G0698L111 148 14,184 SH   SOLE   14,184 0 0
AURORA CANNABIS INC NOTE 5.500% 2/2 05156XAG3 738 873,000 PRN   OTR 1 0 873,000 0
AURORA CANNABIS INC NOTE 5.500% 2/2 05156XAG3 1,808 2,127,000 PRN   SOLE   2,127,000 0 0
AUSTERLITZ ACQUISITION CORP UNIT 99/99/9999 G0633U119 143 14,184 SH   SOLE   14,184 0 0
BAUSCH HEALTH COS INC COM 071734107 4,157 141,800 SH Call SOLE   141,800 0 0
BAUSCH HEALTH COS INC COM 071734107 1,707 58,200 SH Call OTR 1 0 58,200 0
BEST INC NOTE 1.750%10/0 08653CAB2 4,121 6,468,000 PRN   SOLE   6,468,000 0 0
BEST INC NOTE 1.750%10/0 08653CAB2 1,690 2,652,000 PRN   OTR 1 0 2,652,000 0
BILIBILI INC NOTE 1.375% 4/0 090040AB2 153,735 31,212,000 PRN   SOLE   31,212,000 0 0
BILIBILI INC NOTE 1.375% 4/0 090040AB2 88,600 17,988,000 PRN   OTR 1 0 17,988,000 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 1,325 1,273,000 PRN   OTR 1 0 1,273,000 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 3,229 3,102,000 PRN   SOLE   3,102,000 0 0
BIOTECH ACQUISITION COMPANY UNIT 11/30/2027 G1125A124 179 17,730 SH   SOLE   17,730 0 0
BLUERIVER ACQUISITION CORP UNIT 01/04/2026 G1261Q123 142 14,184 SH   SOLE   14,184 0 0
BOOKING HOLDINGS INC COM 09857L108 2,888 1,320 SH   OTR 1 0 1,320 0
BOOKING HOLDINGS INC COM 09857L108 1,313 600 SH Put SOLE   600 0 0
BOOKING HOLDINGS INC COM 09857L108 438 200 SH Put OTR 1 0 200 0
BOOKING HOLDINGS INC COM 09857L108 7,256 3,316 SH   SOLE   3,316 0 0
BRIDGETOWN HOLDINGS LTD COM CL A G1355U113 162 15,974 SH   SOLE   15,974 0 0
CARNEY TECHNOLOGY ACQU CORP UNIT 12/10/2025 143636207 106 10,638 SH   SOLE   10,638 0 0
CF ACQUISITION CORP V UNIT 01/25/2026 12520R205 181 17,730 SH   SOLE   17,730 0 0
CF ACQUISITION CORP VI UNIT 99/99/9999 12521J202 177 17,730 SH   SOLE   17,730 0 0
CHEFS WHSE INC NOTE 1.875%12/0 163086AB7 3,043 2,908,000 PRN   OTR 1 0 2,908,000 0
CHEFS WHSE INC NOTE 1.875%12/0 163086AB7 7,150 6,833,000 PRN   SOLE   6,833,000 0 0
CHEGG INC NOTE 0.125% 3/1 163092AD1 4,837 2,861,000 PRN   OTR 1 0 2,861,000 0
CHEGG INC NOTE 0.125% 3/1 163092AD1 9,389 5,553,000 PRN   SOLE   5,553,000 0 0
CHP MERGER CORP COM CL A 12558Y106 294 29,529 SH   SOLE   29,529 0 0
CHP MERGER CORP *W EXP 11/22/202 12558Y114 208 20,904 SH Call SOLE   20,904 0 0
CITIC CAPITAL ACQUISITION CO COM CL A G21513109 294 29,693 SH   SOLE   29,693 0 0
CITIC CAPITAL ACQUISITION CO COM CL A G21513109 100 10,088 SH   OTR 1 0 10,088 0
CLEVELAND-CLIFFS INC NEW COM 185899101 3,881 180,000 SH Call SOLE   180,000 0 0
CLEVELAND-CLIFFS INC NEW COM 185899101 1,596 74,000 SH Call OTR 1 0 74,000 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
COLLEGIUM PHARMACEUTICAL INC NOTE 2.625% 2/1 19459JAA2 7,010 6,413,000 PRN   SOLE   6,413,000 0 0
COLLEGIUM PHARMACEUTICAL INC NOTE 2.625% 2/1 19459JAA2 2,876 2,631,000 PRN   OTR 1 0 2,631,000 0
COLONNADE ACQUISITION CORP I UNIT 99/99/9999 G2284B127 176 17,730 SH   SOLE   17,730 0 0
CONMED CORP COM 207410101 9,364 68,138 SH   OTR 1 0 68,138 0
CONMED CORP COM 207410101 26,001 189,196 SH   SOLE   189,196 0 0
CONSTELLATION ACQUISITN CORP UNIT 99/99/9999 G2R18K121 142 14,184 SH   SOLE   14,184 0 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 8,137 4,698,000 PRN   OTR 1 0 4,698,000 0
COUPA SOFTWARE INC NOTE 0.125% 6/1 22266LAC0 23,262 13,431,000 PRN   SOLE   13,431,000 0 0
COVA ACQUISITION CORP UNIT 04/01/2021 G2554Y112 179 17,731 SH   SOLE   17,731 0 0
CREE INC NOTE 0.875% 9/0 225447AB7 20,532 12,344,000 PRN   SOLE   12,344,000 0 0
CREE INC NOTE 0.875% 9/0 225447AB7 8,418 5,061,000 PRN   OTR 1 0 5,061,000 0
CRUCIBLE ACQUISITION CORP UNIT 12/26/2025 22877P207 181 17,986 SH   SOLE   17,986 0 0
CYBERARK SOFTWARE LTD NOTE 11/1 23248VAB1 423 389,000 PRN   OTR 1 0 389,000 0
CYBERARK SOFTWARE LTD NOTE 11/1 23248VAB1 1,028 946,000 PRN   SOLE   946,000 0 0
DATADOG INC NOTE 0.125% 6/1 23804LAB9 14,560 10,878,000 PRN   OTR 1 0 10,878,000 0
DATADOG INC NOTE 0.125% 6/1 23804LAB9 35,500 26,522,000 PRN   SOLE   26,522,000 0 0
DECARBONIZATION PLUS ACQU II UNIT 01/19/2026 242794204 183 17,731 SH   SOLE   17,731 0 0
DEXCOM INC NOTE 0.750%12/0 252131AH0 31,444 12,079,000 PRN   OTR 1 0 12,079,000 0
DEXCOM INC NOTE 0.750%12/0 252131AH0 74,865 28,759,000 PRN   SOLE   28,759,000 0 0
DIAMONDHEAD HOLDINGS CORP UNIT 01/21/2026 25278L204 142 14,184 SH   SOLE   14,184 0 0
DISH NETWORK CORPORATION NOTE 2.375% 3/1 25470MAD1 4,130 4,254,000 PRN   SOLE   4,254,000 0 0
DISH NETWORK CORPORATION NOTE 2.375% 3/1 25470MAD1 1,695 1,746,000 PRN   OTR 1 0 1,746,000 0
DMY TECHNOLOGY GROUP INC III COM CLASS A 233278100 150 13,997 SH   SOLE   13,997 0 0
DMY TECHNOLOGY GROUP INC IV UNIT 99/99/9999 23344K201 178 17,730 SH   SOLE   17,730 0 0
DUNE ACQUISITION CORP UNIT 10/29/2027 265334201 179 17,730 SH   SOLE   17,730 0 0
ENVIRONMENTAL IMPACT ACQU CO UNIT 11/05/2025 29408N205 184 17,731 SH   SOLE   17,731 0 0
EQUITY DISTR ACQUISITION COR UNIT 99/99/9999 29465E205 103 10,068 SH   SOLE   10,068 0 0
EURONET WORLDWIDE INC COM 298736109 2,763 20,414 SH   OTR 1 0 20,414 0
EURONET WORLDWIDE INC COM 298736109 6,739 49,791 SH   SOLE   49,791 0 0
EUROPEAN BIOTECH ACQUTN CORP UNIT 03/09/2026 G3167F110 177 17,730 SH   SOLE   17,730 0 0
EVENTBRITE INC NOTE 5.000%12/0 29975EAB5 5,181 2,958,000 PRN   OTR 1 0 2,958,000 0
EVENTBRITE INC NOTE 5.000%12/0 29975EAB5 12,333 7,042,000 PRN   SOLE   7,042,000 0 0
EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 16,749 17,378,000 PRN   SOLE   17,378,000 0 0
EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 6,865 7,123,000 PRN   OTR 1 0 7,123,000 0
EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 2,514 1,418,000 PRN   SOLE   1,418,000 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 3,071 2,472,000 PRN   OTR 1 0 2,472,000 0
EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 10,907 8,778,000 PRN   SOLE   8,778,000 0 0
EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 1,032 582,000 PRN   OTR 1 0 582,000 0
FARFETCH LTD NOTE 3.750% 5/0 30744WAD9 15,893 4,879,000 PRN   SOLE   4,879,000 0 0
FARFETCH LTD NOTE 3.750% 5/0 30744WAD9 6,665 2,046,000 PRN   OTR 1 0 2,046,000 0
FIGURE ACQUISITION CORP I UNIT 99/99/9999 302438205 147 14,184 SH   SOLE   14,184 0 0
FINTECH ACQUISITION CORP V COM CL A 31810Q107 130 10,638 SH   SOLE   10,638 0 0
FINTECH EVOLUTION ACQUIS GRO UNIT 99/99/9999 G3R19A112 142 14,184 SH   SOLE   14,184 0 0
FIRSTMARK HORIZON ACQUISITIO CL A COM 33765Y101 172 17,361 SH   SOLE   17,361 0 0
FORTISTAR SUSTAINABLE SOL CO UNIT 01/14/2026 34962M205 182 17,731 SH   SOLE   17,731 0 0
FRAZIER LIFESCIENCES ACQU CO UNIT 12/09/2025 G3710A121 107 10,638 SH   SOLE   10,638 0 0
FTAC ATHENA ACQUISITION CORP UNIT 99/99/9999 G37283127 181 17,730 SH   SOLE   17,730 0 0
FTAC HERA ACQUISITION CORP UNIT 02/28/2026 G3728Y129 178 17,730 SH   SOLE   17,730 0 0
G SQUARED ASCEND I INC UNIT 99/99/9999 G4204R125 143 14,184 SH   SOLE   14,184 0 0
GENESIS PK ACQUISITION CORP UNIT 99/99/9999 G38245117 121 10,564 SH   SOLE   10,564 0 0
GIGCAPITAL4 INC UNIT 99/99/9999 37518G200 181 17,733 SH   SOLE   17,733 0 0
GLOBAL PARTNER ACQISTN CORP UNIT 01/06/2026 G3934P110 176 17,731 SH   SOLE   17,731 0 0
GLOBAL SYNERGY ACQUISIT CORP UNIT 01/01/2024 G3934J114 215 21,277 SH   SOLE   21,277 0 0
GOAL ACQUISITIONS CORP UNIT 99/99/9999 38021H206 146 14,185 SH   SOLE   14,185 0 0
GOLDEN FALCON ACQUISITION CO UNIT 99/99/9999 38102H208 104 10,204 SH   SOLE   10,204 0 0
GOSSAMER BIO INC NOTE 5.000% 6/0 38341PAA0 15,977 19,778,000 PRN   SOLE   19,778,000 0 0
GOSSAMER BIO INC NOTE 5.000% 6/0 38341PAA0 6,973 8,632,000 PRN   OTR 1 0 8,632,000 0
GUESS INC NOTE 2.000% 4/1 401617AD7 20,528 16,527,000 PRN   SOLE   16,527,000 0 0
GUESS INC NOTE 2.000% 4/1 401617AD7 6,967 5,609,000 PRN   OTR 1 0 5,609,000 0
H I G ACQUISITION CORP UNIT 99/99/9999 G44898115 141 14,039 SH   SOLE   14,039 0 0
HAMILTON LANE ALLIANCE HLDGS UNIT 99/99/9999 40749M202 178 17,731 SH   SOLE   17,731 0 0
HEALTHCARE CAPITAL CORP UNIT 12/31/2025 42228C200 177 17,730 SH   SOLE   17,730 0 0
HEALTHCARE SERVICES ACQU COR UNIT 11/18/2023 42227K203 178 17,730 SH   SOLE   17,730 0 0
HIGHLAND TRANSCEND PARTNERS UNIT 99/99/9999 G44690116 178 17,730 SH   SOLE   17,730 0 0
HUAZHU GROUP LTD NOTE 0.375%11/0 16949NAC3 28,454 22,604,000 PRN   SOLE   22,604,000 0 0
HUAZHU GROUP LTD NOTE 0.375%11/0 16949NAC3 11,951 9,494,000 PRN   OTR 1 0 9,494,000 0
IBERE PHARMACEUTICALS UNIT 99/99/9999 G46843127 178 17,730 SH   SOLE   17,730 0 0
INFINERA CORP NOTE 2.125% 9/0 45667GAC7 12,574 10,220,000 PRN   OTR 1 0 10,220,000 0
INFINERA CORP NOTE 2.125% 9/0 45667GAC7 30,414 24,721,000 PRN   SOLE   24,721,000 0 0
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 19,270 21,485,000 PRN   SOLE   21,485,000 0 0
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 7,899 8,807,000 PRN   OTR 1 0 8,807,000 0
INVITAE CORP NOTE 2.000% 9/0 46185LAB9 17,027 12,411,000 PRN   SOLE   12,411,000 0 0
INVITAE CORP NOTE 2.000% 9/0 46185LAB9 6,982 5,089,000 PRN   OTR 1 0 5,089,000 0
IONIS PHARMACEUTICALS INC NOTE 0.125%12/1 462222AB6 50,144 54,099,000 PRN   SOLE   54,099,000 0 0
IONIS PHARMACEUTICALS INC NOTE 0.125%12/1 462222AB6 21,360 23,045,000 PRN   OTR 1 0 23,045,000 0
IQIYI INC NOTE 3.750%12/0 46267XAB4 21,228 21,062,000 PRN   SOLE   21,062,000 0 0
IQIYI INC NOTE 3.750%12/0 46267XAB4 8,694 8,626,000 PRN   OTR 1 0 8,626,000 0
IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 10,579 9,614,000 PRN   SOLE   9,614,000 0 0
IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 4,338 3,942,000 PRN   OTR 1 0 3,942,000 0
ISHARES SILVER TR ISHARES 46428Q109 1,717 70,900 SH Call SOLE   70,900 0 0
ISHARES SILVER TR ISHARES 46428Q109 705 29,100 SH Call OTR 1 0 29,100 0
ISHARES TR RUSSELL 2000 ETF 464287655 4,886 21,300 SH Call SOLE   21,300 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 242 1,053 SH   OTR 1 0 1,053 0
ISHARES TR RUSSELL 2000 ETF 464287655 4,886 21,300 SH Put SOLE   21,300 0 0
ISHARES TR CHINA LG-CAP ETF 464287184 1,612 34,800 SH Put OTR 1 0 34,800 0
ISHARES TR CHINA LG-CAP ETF 464287184 3,948 85,200 SH Put SOLE   85,200 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 1,996 8,700 SH Put OTR 1 0 8,700 0
ISHARES TR RUSSELL 2000 ETF 464287655 1,996 8,700 SH Call OTR 1 0 8,700 0
ISLEWORTH HEALTHCARE ACQU CO COM 46468P102 98 10,000 SH   SOLE   10,000 0 0
JACK CREEK INVESTMENT CORP UNIT 10/01/2023 G4989X107 178 17,731 SH   SOLE   17,731 0 0
JAWS MUSTANG ACQUISITION COR UNIT 99/99/9999 G50737116 178 17,731 SH   SOLE   17,731 0 0
JAWS SPITFIRE ACQUISITION CO SHS CL A G50740102 106 10,639 SH   SOLE   10,639 0 0
JETBLUE AWYS CORP COM 477143101 6,414 382,263 SH   SOLE   382,263 0 0
JETBLUE AWYS CORP COM 477143101 2,630 156,735 SH   OTR 1 0 156,735 0
JOFF FINTECH ACQUISITION COR UNIT 02/03/2026 46592C209 177 17,735 SH   SOLE   17,735 0 0
KHOSLA VENTURES ACQUISITION CL A 482504107 307 30,993 SH   SOLE   30,993 0 0
KHOSLA VENTURES ACQUISITION CL A 482504107 126 12,707 SH   OTR 1 0 12,707 0
KHOSLA VENTURES ACQUSTN CO I COM CL A 482505104 176 17,730 SH   SOLE   17,730 0 0
KHOSLA VENTURES ACQUT CO III COM CL A 482506102 143 14,539 SH   OTR 1 0 14,539 0
KHOSLA VENTURES ACQUT CO III COM CL A 482506102 350 35,461 SH   SOLE   35,461 0 0
KINS TECHNOLOGY GROUP INC UNIT 10/14/2025 49714K208 182 17,731 SH   SOLE   17,731 0 0
KL ACQUISITION CORP UNIT 99/99/9999 49837C208 106 10,638 SH   SOLE   10,638 0 0
KLUDEIN I ACQUISITION CORP UNIT 99/99/9999 49878L208 117 11,631 SH   OTR 1 0 11,631 0
KLUDEIN I ACQUISITION CORP UNIT 99/99/9999 49878L208 286 28,369 SH   SOLE   28,369 0 0
LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 7,212 6,036,000 PRN   OTR 1 0 6,036,000 0
LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 17,605 14,735,000 PRN   SOLE   14,735,000 0 0
LEO HLDGS CORP II UNIT 99/99/9999 G5463R110 177 17,731 SH   SOLE   17,731 0 0
LIGHTJUMP ACQUISITION CORP UNIT 01/06/2026 53228M205 139 13,724 SH   OTR 1 0 13,724 0
LIGHTJUMP ACQUISITION CORP UNIT 01/06/2026 53228M205 338 33,477 SH   SOLE   33,477 0 0
LIONHEART ACQUISITION CORP I COM CL A 53625R104 170 17,203 SH   SOLE   17,203 0 0
LIVENT CORP NOTE 4.125% 7/1 53814LAB4 30,383 12,659,000 PRN   SOLE   12,659,000 0 0
LIVENT CORP NOTE 4.125% 7/1 53814LAB4 14,689 6,120,000 PRN   OTR 1 0 6,120,000 0
LOCUST WALK ACQUISITION CORP UNIT 12/31/2025 54015L301 181 17,730 SH   SOLE   17,730 0 0
LONGVIEW ACQUISITION CORP II UNIT 99/99/9999 54319Q204 179 17,730 SH   SOLE   17,730 0 0
MARLIN TECHNOLOGY CORP UNIT 99/99/9999 G58411128 179 17,731 SH   SOLE   17,731 0 0
MICROCHIP TECHNOLOGY INC. COM 595017104 1,402 9,363 SH   OTR 1 0 9,363 0
MICROCHIP TECHNOLOGY INC. COM 595017104 698 4,664 SH   OTR 1 0 4,664 0
MICROCHIP TECHNOLOGY INC. COM 595017104 225 1,500 SH Call OTR 1 0 1,500 0
MICROCHIP TECHNOLOGY INC. COM 595017104 868 5,800 SH Put OTR 1 0 5,800 0
MICROCHIP TECHNOLOGY INC. COM 595017104 2,126 14,200 SH Put SOLE   14,200 0 0
MICROCHIP TECHNOLOGY INC. COM 595017104 5,222 34,874 SH   SOLE   34,874 0 0
MICROCHIP TECHNOLOGY INC. COM 595017104 524 3,500 SH Call SOLE   3,500 0 0
MISSION ADVANCEMENT CORP UNIT 99/99/9999 60501L200 177 17,731 SH   SOLE   17,731 0 0
MORINGA ACQUISITION CORP UNIT 02/16/2026 G6S23K116 353 35,461 SH   SOLE   35,461 0 0
MORINGA ACQUISITION CORP UNIT 02/16/2026 G6S23K116 145 14,539 SH   OTR 1 0 14,539 0
MOTIVE CAPITAL CORP UNIT 99/99/9999 G6293A129 117 11,630 SH   OTR 1 0 11,630 0
MOTIVE CAPITAL CORP UNIT 99/99/9999 G6293A129 285 28,370 SH   SOLE   28,370 0 0
NAVSIGHT HLDGS INC CL A 639358100 134 13,423 SH   SOLE   13,423 0 0
NCL CORP LTD NOTE 6.000% 5/1 62886HAT8 4,131 1,775,000 PRN   OTR 1 0 1,775,000 0
NCL CORP LTD NOTE 6.000% 5/1 62886HAT8 9,832 4,225,000 PRN   SOLE   4,225,000 0 0
NEVRO CORP NOTE 2.750% 4/0 64157FAC7 26,792 15,444,000 PRN   SOLE   15,444,000 0 0
NEVRO CORP NOTE 2.750% 4/0 64157FAC7 11,252 6,486,000 PRN   OTR 1 0 6,486,000 0
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 35,401 35,557,000 PRN   SOLE   35,557,000 0 0
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 14,515 14,579,000 PRN   OTR 1 0 14,579,000 0
NOBLE ROCK ACQUISITION CORP UNIT 01/31/2028 G6546R127 177 17,731 SH   SOLE   17,731 0 0
NORTH ATLANTIC ACQUISITN COR UNIT 10/20/2025 G66139117 178 17,731 SH   SOLE   17,731 0 0
NORTHERN STAR INVEST CORP II UNIT 02/25/2028 66574L209 142 14,184 SH   SOLE   14,184 0 0
NORTHERN STAR INVEST CORP IV UNIT 02/25/2028 66575B200 142 14,184 SH   SOLE   14,184 0 0
NORWEGIAN CRUISE LINE HLDG L PUT G66721954 1,332 45,300 SH Put OTR 1 0 45,300 0
NORWEGIAN CRUISE LINE HLDG L PUT G66721954 3,241 110,200 SH Put SOLE   110,200 0 0
NOVAVAX INC NOTE 3.750% 2/0 670002AB0 24,829 13,829,000 PRN   SOLE   13,829,000 0 0
NOVAVAX INC NOTE 3.750% 2/0 670002AB0 10,182 5,671,000 PRN   OTR 1 0 5,671,000 0
NOVUS CAPITAL CORPORATION II UNIT 99/99/9999 67012W203 179 17,731 SH   SOLE   17,731 0 0
NUTANIX INC NOTE 1/1 67059NAB4 23,211 21,922,000 PRN   OTR 1 0 21,922,000 0
NUTANIX INC NOTE 1/1 67059NAB4 56,613 53,469,000 PRN   SOLE   53,469,000 0 0
OAKTREE ACQUISITION CORP II UNIT 09/15/2027 G6715X129 137 13,423 SH   SOLE   13,423 0 0
OMEROS CORP NOTE 5.250% 2/1 682143AG7 5,054 4,507,000 PRN   OTR 1 0 4,507,000 0
OMEROS CORP NOTE 5.250% 2/1 682143AG7 12,326 10,993,000 PRN   SOLE   10,993,000 0 0
ON SEMICONDUCTOR CORP COM 682189105 1,807 47,195 SH   OTR 1 0 47,195 0
ON SEMICONDUCTOR CORP COM 682189105 4,402 114,993 SH   SOLE   114,993 0 0
ONE EQUITY PARTNERS OPEN WTR UNIT 01/14/2026 68237L204 142 14,184 SH   SOLE   14,184 0 0
PACIRA BIOSCIENCES INC NOTE 2.375% 4/0 695127AD2 1,978 1,792,000 PRN   OTR 1 0 1,792,000 0
PACIRA BIOSCIENCES INC NOTE 2.375% 4/0 695127AD2 5,999 5,434,000 PRN   SOLE   5,434,000 0 0
PAGERDUTY INC NOTE 1.250% 7/0 69553PAB6 30,241 23,372,000 PRN   SOLE   23,372,000 0 0
PAGERDUTY INC NOTE 1.250% 7/0 69553PAB6 12,399 9,583,000 PRN   OTR 1 0 9,583,000 0
PARATEK PHARMACEUTICALS INC NOTE 4.750% 5/0 699374AB0 749 818,000 PRN   OTR 1 0 818,000 0
PARATEK PHARMACEUTICALS INC NOTE 4.750% 5/0 699374AB0 1,829 1,997,000 PRN   SOLE   1,997,000 0 0
PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 495 436,000 PRN   OTR 1 0 436,000 0
PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 1,208 1,064,000 PRN   SOLE   1,064,000 0 0
PERIDOT ACQUISITION CORP II UNIT 99/99/9999 G7008B113 177 17,731 SH   SOLE   17,731 0 0
PERIPHAS CAPITAL PARTNERING UNIT 99/99/9999 713895209 257 10,263 SH   SOLE   10,263 0 0
PETIQ INC NOTE 4.000% 6/0 71639TAB2 2,458 1,616,000 PRN   OTR 1 0 1,616,000 0
PETIQ INC NOTE 4.000% 6/0 71639TAB2 7,429 4,884,000 PRN   SOLE   4,884,000 0 0
PINDUODUO INC NOTE 10/0 722304AB8 26,544 8,882,000 PRN   OTR 1 0 8,882,000 0
PINDUODUO INC NOTE 10/0 722304AB8 62,424 20,888,000 PRN   SOLE   20,888,000 0 0
PINDUODUO INC NOTE 12/0 722304AC6 2,060 2,004,000 PRN   OTR 1 0 2,004,000 0
PINDUODUO INC NOTE 12/0 722304AC6 4,948 4,813,000 PRN   SOLE   4,813,000 0 0
PIONEER MERGER CORP UNIT 99/99/9999 G7S24C129 148 14,185 SH   SOLE   14,185 0 0
PIVOTAL INVESTMENT CORP III UNIT 01/28/2028 72582M205 142 14,184 SH   SOLE   14,184 0 0
PLUG POWER INC COM NEW 72919P202 7,187 210,196 SH   SOLE   210,196 0 0
PLUG POWER INC COM NEW 72919P202 2,372 69,367 SH   OTR 1 0 69,367 0
POEMA GLOBAL HOLDINGS CORP UNIT 99/99/9999 G7154B123 181 17,986 SH   SOLE   17,986 0 0
PONTEM CORPORATION UNIT 99/99/9999 G71707114 177 17,731 SH   SOLE   17,731 0 0
POPULATION HEALTH INVS CO IN UNIT 99/99/9999 G71716123 179 17,606 SH   SOLE   17,606 0 0
PRIMAVERA CAPITAL ACQUIST CO UNIT 01/19/2026 G7255E125 144 14,184 SH   SOLE   14,184 0 0
PROOFPOINT INC NOTE 0.250% 8/1 743424AF0 10,250 8,174,000 PRN   OTR 1 0 8,174,000 0
PROOFPOINT INC NOTE 0.250% 8/1 743424AF0 24,996 19,933,000 PRN   SOLE   19,933,000 0 0
PROPERTY SOLUTIONS ACQUISITI UNIT 03/01/2026 74350A207 176 17,730 SH   SOLE   17,730 0 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 116 11,647 SH   OTR 1 0 11,647 0
PROSPECTOR CAPITAL CORP UNIT 01/01/2030 G7273A121 284 28,408 SH   SOLE   28,408 0 0
PROVIDENT ACQUISITION CORP UNIT 99/99/9999 G7282L118 142 14,184 SH   SOLE   14,184 0 0
PTC THERAPEUTICS INC NOTE 3.000% 8/1 69366JAB7 25,057 23,113,000 PRN   SOLE   23,113,000 0 0
PTC THERAPEUTICS INC NOTE 3.000% 8/1 69366JAB7 8,771 8,091,000 PRN   OTR 1 0 8,091,000 0
PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 8,960 8,524,000 PRN   OTR 1 0 8,524,000 0
PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 21,856 20,793,000 PRN   SOLE   20,793,000 0 0
REDFIN CORP COM 75737F108 2,075 32,729 SH   SOLE   32,729 0 0
REDFIN CORP COM 75737F108 873 13,761 SH   OTR 1 0 13,761 0
REINVENT TECHNOLOGY PARTNERS UNIT 03/12/2026 G7484L114 179 17,730 SH   SOLE   17,730 0 0
REPLIGEN CORP NOTE 0.375% 7/1 759916AB5 30,859 17,226,000 PRN   SOLE   17,226,000 0 0
REPLIGEN CORP NOTE 0.375% 7/1 759916AB5 12,651 7,062,000 PRN   OTR 1 0 7,062,000 0
RETROPHIN INC NOTE 2.500% 9/1 761299AB2 6,950 8,200,000 PRN   OTR 1 0 8,200,000 0
RETROPHIN INC NOTE 2.500% 9/1 761299AB2 15,798 18,641,000 PRN   SOLE   18,641,000 0 0
REVANCE THERAPEUTICS INC NOTE 1.750% 2/1 761330AB5 1,729 1,478,000 PRN   OTR 1 0 1,478,000 0
REVANCE THERAPEUTICS INC NOTE 1.750% 2/1 761330AB5 4,023 3,440,000 PRN   SOLE   3,440,000 0 0
RH NOTE 6/1 74967XAA1 27,260 7,801,000 PRN   SOLE   7,801,000 0 0
RH NOTE 6/1 74967XAA1 11,179 3,199,000 PRN   OTR 1 0 3,199,000 0
RMG ACQUISITION CORP II CL A SHS G76083107 116 11,631 SH   OTR 1 0 11,631 0
RMG ACQUISITION CORP II CL A SHS G76083107 282 28,369 SH   SOLE   28,369 0 0
RMG ACQUISITION CORP III UNIT 02/08/2026 G76088114 145 14,539 SH   OTR 1 0 14,539 0
RMG ACQUISITION CORP III UNIT 02/08/2026 G76088114 355 35,461 SH   SOLE   35,461 0 0
ROMAN DBDR TECH ACQUISITION COM CL A 77584N101 285 28,169 SH   SOLE   28,169 0 0
ROMAN DBDR TECH ACQUISITION COM CL A 77584N101 120 11,831 SH   OTR 1 0 11,831 0
ROMAN DBDR TECH ACQUISITION *W EXP 10/31/202 77584N119 142 14,084 SH Call SOLE   14,084 0 0
ROTOR ACQUISITION CORP UNIT 06/15/2027 77879W204 224 21,277 SH   SOLE   21,277 0 0
SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 87,202 65,952,000 PRN   SOLE   65,952,000 0 0
SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 35,762 27,047,000 PRN   OTR 1 0 27,047,000 0
SARISSA CAPITAL ACQUISITN CO UNIT 10/23/2027 G7823W128 221 21,184 SH   SOLE   21,184 0 0
SCION TECH GROWTH II UNIT 99/99/9999 G31070124 176 17,730 SH   SOLE   17,730 0 0
SCVX CORP COM G79448208 148 14,964 SH   OTR 1 0 14,964 0
SCVX CORP COM G79448208 477 48,278 SH   SOLE   48,278 0 0
SEA LTD NOTE 2.375%12/0 81141RAF7 53,342 17,285,000 PRN   OTR 1 0 17,285,000 0
SEA LTD NOTE 1.000%12/0 81141RAD2 60,623 11,072,000 PRN   OTR 1 0 11,072,000 0
SEA LTD NOTE 1.000%12/0 81141RAD2 123,714 22,595,000 PRN   SOLE   22,595,000 0 0
SEA LTD NOTE 2.375%12/0 81141RAF7 114,383 37,065,000 PRN   SOLE   37,065,000 0 0
SIMON PROPERTY GRP ACQ HOLDI UNIT 99/99/9999 82880R202 107 10,638 SH   SOLE   10,638 0 0
SLACK TECHNOLOGIES INC NOTE 0.500% 4/1 83088VAB8 11,622 7,696,000 PRN   OTR 1 0 7,696,000 0
SLACK TECHNOLOGIES INC NOTE 0.500% 4/1 83088VAB8 27,667 18,321,000 PRN   SOLE   18,321,000 0 0
SNAP INC NOTE 0.750% 8/0 83304AAB2 84,056 27,846,000 PRN   SOLE   27,846,000 0 0
SNAP INC NOTE 0.750% 8/0 83304AAB2 28,547 9,457,000 PRN   OTR 1 0 9,457,000 0
SNAP INC NOTE 0.250% 5/0 83304AAD8 6,408 2,035,000 PRN   OTR 1 0 2,035,000 0
SNAP INC NOTE 0.250% 5/0 83304AAD8 15,634 4,965,000 PRN   SOLE   4,965,000 0 0
SOARING EAGLE ACQUISITION CO UNIT 02/23/2026 G8354H100 154 14,539 SH   OTR 1 0 14,539 0
SOARING EAGLE ACQUISITION CO UNIT 02/23/2026 G8354H100 376 35,461 SH   SOLE   35,461 0 0
SPARTAN ACQUISITION CORP III UNIT 99/99/9999 84677R205 178 17,731 SH   SOLE   17,731 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 6,078 14,200 SH   SOLE   14,200 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 2,483 5,800 SH   OTR 1 0 5,800 0
SPDR SER TR S&P BIOTECH 78464A870 12,484 92,200 SH Call SOLE   92,200 0 0
SPDR SER TR S&P BIOTECH 78464A870 5,118 37,800 SH Call OTR 1 0 37,800 0
SQUARE INC NOTE 0.125% 3/0 852234AF0 28,195 13,667,000 PRN   OTR 1 0 13,667,000 0
SQUARE INC NOTE 0.500% 5/1 852234AD5 8,109 2,593,000 PRN   SOLE   2,593,000 0 0
SQUARE INC NOTE 0.125% 3/0 852234AF0 68,766 33,333,000 PRN   SOLE   33,333,000 0 0
SQUARE INC NOTE 0.500% 5/1 852234AD5 2,836 907,000 PRN   OTR 1 0 907,000 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
SUNDIAL GROWERS INC COM 86730L109 67 70,900 SH Call SOLE   70,900 0 0
SUNDIAL GROWERS INC COM 86730L109 28 29,100 SH Call OTR 1 0 29,100 0
SUPERNOVA PARTNERS ACQUISTN UNIT 99/99/9999 G8T86C113 177 17,731 SH   SOLE   17,731 0 0
SUPERNUS PHARMACEUTICALS INC NOTE 0.625% 4/0 868459AD0 23,190 23,510,000 PRN   SOLE   23,510,000 0 0
SUPERNUS PHARMACEUTICALS INC NOTE 0.625% 4/0 868459AD0 9,514 9,645,000 PRN   OTR 1 0 9,645,000 0
SVF INVESTMENT CORP UNIT 12/20/2025 G8601L110 180 17,730 SH   SOLE   17,730 0 0
SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 15,497 7,342,000 PRN   OTR 1 0 7,342,000 0
SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 37,798 17,908,000 PRN   SOLE   17,908,000 0 0
TAILWIND ACQUISITION CORP UNIT 09/07/2027 87403Q201 142 13,424 SH   SOLE   13,424 0 0
TAILWIND INTERNATNAL ACQ COR UNIT 99/99/9999 G8662F127 355 35,462 SH   SOLE   35,462 0 0
TAILWIND INTERNATNAL ACQ COR UNIT 99/99/9999 G8662F127 145 14,538 SH   OTR 1 0 14,538 0
TCW SPECIAL PURPOSE ACQU COR UNIT 99/99/9999 87301L205 177 17,730 SH   SOLE   17,730 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 126,714 12,235,000 PRN   SOLE   12,235,000 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 39,304 3,795,000 PRN   OTR 1 0 3,795,000 0
THE REALREAL INC NOTE 3.000% 6/1 88339PAB7 9,011 6,425,000 PRN   OTR 1 0 6,425,000 0
THE REALREAL INC NOTE 3.000% 6/1 88339PAB7 21,984 15,675,000 PRN   SOLE   15,675,000 0 0
TILRAY INC COM CL 2 88688T100 262 14,500 SH Put OTR 1 0 14,500 0
TILRAY INC NOTE 5.000%10/0 88688TAB6 14,080 14,331,000 PRN   SOLE   14,331,000 0 0
TILRAY INC COM CL 2 88688T100 642 35,500 SH Put SOLE   35,500 0 0
TILRAY INC NOTE 5.000%10/0 88688TAB6 5,760 5,878,000 PRN   OTR 1 0 5,878,000 0
TISHMAN SPEYER INNOVATION CO UNIT 02/11/2026 88825H209 143 14,184 SH   SOLE   14,184 0 0
TURMERIC ACQUISITION CORP UNIT 10/08/2025 G9127T116 175 17,361 SH   SOLE   17,361 0 0
TWC TECH HLDGS II CORP UNIT 09/10/2025 90117G204 113 10,738 SH   SOLE   10,738 0 0
TWITTER INC NOTE 0.250% 6/1 90184LAF9 15,578 11,308,000 PRN   SOLE   11,308,000 0 0
TWITTER INC NOTE 0.250% 6/1 90184LAF9 6,464 4,692,000 PRN   OTR 1 0 4,692,000 0
TWO COM CL A G9152V101 1,083 109,935 SH   SOLE   109,935 0 0
TWO COM CL A G9152V101 444 45,072 SH   OTR 1 0 45,072 0
TWO HBRS INVT CORP NOTE 6.250% 1/1 90187BAB7 1,564 1,418,000 PRN   SOLE   1,418,000 0 0
TWO HBRS INVT CORP NOTE 6.250% 1/1 90187BAB7 642 582,000 PRN   OTR 1 0 582,000 0
TZP STRATEGIES ACQUISTN CORP UNIT 01/06/2026 G91595127 141 14,184 SH   SOLE   14,184 0 0
VAIL RESORTS INC COM 91879Q109 845 2,669 SH   OTR 1 0 2,669 0
VAIL RESORTS INC COM 91879Q109 2,061 6,511 SH   SOLE   6,511 0 0
VAREX IMAGING CORP NOTE 4.000% 6/0 92214XAB2 7,058 4,773,000 PRN   SOLE   4,773,000 0 0
VAREX IMAGING CORP NOTE 4.000% 6/0 92214XAB2 3,034 2,052,000 PRN   OTR 1 0 2,052,000 0
VECTOIQ ACQUISITION CORP II UNIT 99/99/9999 92244F208 255 24,823 SH   SOLE   24,823 0 0
VECTOIQ ACQUISITION CORP II UNIT 99/99/9999 92244F208 105 10,177 SH   OTR 1 0 10,177 0
VEONEER INC NOTE 4.000% 6/0 92336XAA7 8,042 6,347,000 PRN   OTR 1 0 6,347,000 0
VEONEER INC NOTE 4.000% 6/0 92336XAA7 19,611 15,478,000 PRN   SOLE   15,478,000 0 0
VIAVI SOLUTIONS INC COM 925550105 8,883 502,981 SH   SOLE   502,981 0 0
VIAVI SOLUTIONS INC COM 925550105 5,945 336,651 SH   OTR 1 0 336,651 0
VIAVI SOLUTIONS INC COM 925550105 4,759 269,500 SH Put SOLE   269,500 0 0
VIAVI SOLUTIONS INC COM 925550105 3,188 180,500 SH Put OTR 1 0 180,500 0
VICKERS VANTAGE CORP I UNIT 09/15/2027 G9440B123 181 17,731 SH   SOLE   17,731 0 0
VONAGE HLDGS CORP NOTE 1.750% 6/0 92886TAJ1 10,559 9,422,000 PRN   SOLE   9,422,000 0 0
VONAGE HLDGS CORP NOTE 1.750% 6/0 92886TAJ1 4,349 3,881,000 PRN   OTR 1 0 3,881,000 0
VROOM INC COM 92918V109 1,239 29,600 SH Call OTR 1 0 29,600 0
VROOM INC COM 92918V109 2,947 70,400 SH Call SOLE   70,400 0 0
WAYFAIR INC NOTE 1.125%11/0 94419LAD3 41,546 15,154,000 PRN   SOLE   15,154,000 0 0
WAYFAIR INC NOTE 1.125%11/0 94419LAD3 20,022 7,303,000 PRN   OTR 1 0 7,303,000 0
WESTERN DIGITAL CORP. COM 958102105 3,061 43,012 SH   SOLE   43,012 0 0
WESTERN DIGITAL CORP. COM 958102105 8,228 115,600 SH Call SOLE   115,600 0 0
WESTERN DIGITAL CORP. COM 958102105 1,259 17,684 SH   OTR 1 0 17,684 0
WESTERN DIGITAL CORP. COM 958102105 3,373 47,400 SH Call OTR 1 0 47,400 0
WIX COM LTD NOTE 7/0 92940WAB5 51,526 24,974,000 PRN   SOLE   24,974,000 0 0
WIX COM LTD NOTE 7/0 92940WAB5 19,850 9,621,000 PRN   OTR 1 0 9,621,000 0
ZSCALER INC NOTE 0.125% 7/0 98980GAB8 78,363 50,294,000 PRN   SOLE   50,294,000 0 0
ZSCALER INC NOTE 0.125% 7/0 98980GAB8 32,134 20,624,000 PRN   OTR 1 0 20,624,000 0