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 28,930 31,612,000 PRN   SOLE   31,612,000 0 0
1LIFE HEALTHCARE INC NOTE 3.000% 6/1 68269GAB3 11,863 12,963,000 PRN   OTR 1 0 12,963,000 0
5 01 ACQUISITION CORP COM CL A 33836P105 168 17,084 SH   SOLE   17,084 0 0
8X8 INC NEW NOTE 0.500% 2/0 282914AB6 11,306 11,305,000 PRN   OTR 1 0 11,305,000 0
8X8 INC NEW NOTE 0.500% 2/0 282914AB6 28,990 28,988,000 PRN   SOLE   28,988,000 0 0
ABG ACQUISITION CORP I CL A SHS G00496102 139 14,184 SH   SOLE   14,184 0 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 6,500 7,785,000 PRN   SOLE   7,785,000 0 0
AERIE PHARMACEUTICALS INC NOTE 1.500%10/0 00771VAB4 2,538 3,039,000 PRN   OTR 1 0 3,039,000 0
ALPHA HEALTHCARE ACQU CORP I CLASS A COM 02073F104 98 10,177 SH   OTR 1 0 10,177 0
ALPHA HEALTHCARE ACQU CORP I CLASS A COM 02073F104 239 24,823 SH   SOLE   24,823 0 0
ALTITUDE ACQUISITION CORP COM CL A 02156Y103 176 17,730 SH   SOLE   17,730 0 0
APELLIS PHARMACEUTICALS INC NOTE 3.500% 9/1 03753UAB2 8,599 5,739,000 PRN   OTR 1 0 5,739,000 0
APELLIS PHARMACEUTICALS INC NOTE 3.500% 9/1 03753UAB2 21,486 14,340,000 PRN   SOLE   14,340,000 0 0
ARCHIMEDES TECH SPAC PARTNR UNIT 03/10/2026 039562202 150 14,539 SH   OTR 1 0 14,539 0
ARCHIMEDES TECH SPAC PARTNR UNIT 03/10/2026 039562202 365 35,461 SH   SOLE   35,461 0 0
ASTREA ACQUISITION CORP COM CL A 04637C106 175 17,731 SH   SOLE   17,731 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 7,323 5,689,000 PRN   OTR 1 0 5,689,000 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 17,850 13,867,000 PRN   SOLE   13,867,000 0 0
AURORA ACQUISITION CORP UNIT 03/02/2026 G0698L111 144 14,184 SH   SOLE   14,184 0 0
AURORA CANNABIS INC NOTE 5.500% 2/2 05156XAG3 3,384 3,981,000 PRN   OTR 1 0 3,981,000 0
AURORA CANNABIS INC NOTE 5.500% 2/2 05156XAG3 8,553 10,212,000 PRN   SOLE   10,212,000 0 0
AUSTERLITZ ACQUISITION CORP COM CL A G0633U101 138 14,184 SH   SOLE   14,184 0 0
BEST INC NOTE 1.750%10/0 08653CAB2 2,109 2,734,000 PRN   OTR 1 0 2,734,000 0
BEST INC NOTE 1.750%10/0 08653CAB2 5,274 6,836,000 PRN   SOLE   6,836,000 0 0
BILIBILI INC NOTE 1.375% 4/0 090040AB2 33,975 17,159,000 PRN   OTR 1 0 17,159,000 0
BILIBILI INC NOTE 1.375% 4/0 090040AB2 87,300 44,091,000 PRN   SOLE   44,091,000 0 0
BILL COM HLDGS INC NOTE 12/0 090043AB6 53,456 31,257,000 PRN   SOLE   31,257,000 0 0
BILL COM HLDGS INC NOTE 12/0 090043AB6 21,373 12,497,000 PRN   OTR 1 0 12,497,000 0
BIOTECH ACQUISITION COMPANY CL A SHS G1125A108 174 17,730 SH   SOLE   17,730 0 0
BLOCK INC NOTE 0.125% 3/0 852234AF0 27,956 18,798,000 PRN   OTR 1 0 18,798,000 0
BLOCK INC NOTE 0.125% 3/0 852234AF0 71,685 48,202,000 PRN   SOLE   48,202,000 0 0
BLOOM ENERGY CORP NOTE 2.500% 8/1 093712AH0 12,800 8,201,000 PRN   SOLE   8,201,000 0 0
BLOOM ENERGY CORP NOTE 2.500% 8/1 093712AH0 4,993 3,199,000 PRN   OTR 1 0 3,199,000 0
BLUERIVER ACQUISITION CORP SHS CL A G1261Q107 138 14,184 SH   SOLE   14,184 0 0
BOOKING HOLDINGS INC COM 09857L108 905 377 SH   OTR 1 0 377 0
BOOKING HOLDINGS INC COM 09857L108 1,874 781 SH   SOLE   781 0 0
BRIDGEBIO PHARMA INC COM 10806X102 239 143 SH Call SOLE   143 0 0
BRIDGETOWN HOLDINGS LTD COM CL A G1355U113 157 15,974 SH   SOLE   15,974 0 0
CARDLYTICS INC NOTE 1.000% 9/1 14161WAB1 1,338 1,207,000 PRN   SOLE   1,207,000 0 0
CARDLYTICS INC NOTE 1.000% 9/1 14161WAB1 547 493,000 PRN   OTR 1 0 493,000 0
CARNEY TECHNOLOGY ACQU CORP CL A COMMON STK 143636108 104 10,638 SH   SOLE   10,638 0 0
CERENCE INC NOTE 3.000% 6/0 156727AB5 1,542 702,000 PRN   OTR 1 0 702,000 0
CERENCE INC NOTE 3.000% 6/0 156727AB5 3,950 1,798,000 PRN   SOLE   1,798,000 0 0
CF ACQUISITION CORP VI COM CL A 12521J103 192 17,730 SH   SOLE   17,730 0 0
CHEFS WHSE INC NOTE 1.875%12/0 163086AB7 7,381 6,833,000 PRN   SOLE   6,833,000 0 0
CHEFS WHSE INC NOTE 1.875%12/0 163086AB7 3,141 2,908,000 PRN   OTR 1 0 2,908,000 0
CHP MERGER CORP *W EXP 11/22/202 12558Y114 212 20,904 SH Call SOLE   20,904 0 0
CITIC CAPITAL ACQUISITION CO COM CL A G21513109 101 10,088 SH   OTR 1 0 10,088 0
CITIC CAPITAL ACQUISITION CO COM CL A G21513109 297 29,693 SH   SOLE   29,693 0 0
COHN ROBBINS HOLDINGS CORP COM CL A G23726105 165 16,779 SH   SOLE   16,779 0 0
COLICITY INC COM CL A 194170106 138 14,184 SH   SOLE   14,184 0 0
COLLEGIUM PHARMACEUTICAL INC NOTE 2.625% 2/1 19459JAA2 3,175 3,213,000 PRN   OTR 1 0 3,213,000 0
COLLEGIUM PHARMACEUTICAL INC NOTE 2.625% 2/1 19459JAA2 7,738 7,831,000 PRN   SOLE   7,831,000 0 0
COLONNADE ACQUISITION CORP I UNIT 99/99/9999 G2284B127 175 17,730 SH   SOLE   17,730 0 0
COMPOSECURE INC *W EXP 12/27/202 20459V113 116 14,084 SH Call SOLE   14,084 0 0
CONSTELLATION ACQUISITN CORP UNIT 99/99/9999 G2R18K121 141 14,184 SH   SOLE   14,184 0 0
CORNER GROWTH ACQUISITION CO CL A SHS G2425N105 174 17,730 SH   SOLE   17,730 0 0
COVA ACQUISITION CORP CL A SHS G2554Y104 173 17,731 SH   SOLE   17,731 0 0
CRUCIBLE ACQUISITION CORP UNIT 12/26/2025 22877P207 179 17,986 SH   SOLE   17,986 0 0
DATADOG INC NOTE 0.125% 6/1 23804LAB9 38,382 19,076,000 PRN   SOLE   19,076,000 0 0
DATADOG INC NOTE 0.125% 6/1 23804LAB9 15,742 7,824,000 PRN   OTR 1 0 7,824,000 0
DEXCOM INC NOTE 0.750%12/0 252131AH0 45,020 13,777,000 PRN   OTR 1 0 13,777,000 0
DEXCOM INC NOTE 0.750%12/0 252131AH0 109,800 33,601,000 PRN   SOLE   33,601,000 0 0
DIAMONDHEAD HOLDINGS CORP CL A 25278L105 138 14,184 SH   SOLE   14,184 0 0
DISH NETWORK CORPORATION NOTE 12/1 25470MAF6 14,905 14,890,000 PRN   SOLE   14,890,000 0 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 1,013 1,080,000 PRN   SOLE   1,080,000 0 0
DISH NETWORK CORPORATION NOTE 12/1 25470MAF6 6,104 6,110,000 PRN   OTR 1 0 6,110,000 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 396 420,000 PRN   OTR 1 0 420,000 0
DUNE ACQUISITION CORP COM CL A 265334102 176 17,730 SH   SOLE   17,730 0 0
ENVIRONMENTAL IMPACT ACQU CO UNIT 11/05/2025 29408N205 188 17,731 SH   SOLE   17,731 0 0
EQUITY DISTR ACQUISITION COR COM CL A 29465E106 99 10,068 SH   SOLE   10,068 0 0
EURONET WORLDWIDE INC COM 298736109 3,741 31,394 SH   SOLE   31,394 0 0
EURONET WORLDWIDE INC COM 298736109 1,509 12,662 SH   OTR 1 0 12,662 0
EUROPEAN BIOTECH ACQUTN CORP CLASS A ORD SHS G3167F102 172 17,730 SH   SOLE   17,730 0 0
EVENTBRITE INC NOTE 5.000%12/0 29975EAB5 10,963 6,728,000 PRN   SOLE   6,728,000 0 0
EVENTBRITE INC NOTE 5.000%12/0 29975EAB5 4,326 2,655,000 PRN   OTR 1 0 2,655,000 0
EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 8,131 7,414,000 PRN   OTR 1 0 7,414,000 0
EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 19,835 18,087,000 PRN   SOLE   18,087,000 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 2,400 2,472,000 PRN   OTR 1 0 2,472,000 0
EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 8,523 8,778,000 PRN   SOLE   8,778,000 0 0
EXPEDIA GROUP INC COM NEW 30212P303 6,080 33,644 SH   SOLE   33,644 0 0
EXPEDIA GROUP INC COM NEW 30212P303 2,371 13,121 SH   OTR 1 0 13,121 0
FARFETCH LTD NOTE 3.750% 5/0 30744WAD9 3,300 1,454,000 PRN   OTR 1 0 1,454,000 0
FARFETCH LTD NOTE 3.750% 5/0 30744WAD9 7,879 3,471,000 PRN   SOLE   3,471,000 0 0
FIGURE ACQUISITION CORP I COM CL A 302438106 139 14,184 SH   SOLE   14,184 0 0
FINTECH EVOLUTION ACQUIS GRO SHS CL A G3R19A104 138 14,184 SH   SOLE   14,184 0 0
FIRSTMARK HORIZON ACQUISITIO CL A COM 33765Y101 172 17,361 SH   SOLE   17,361 0 0
FISKER INC CL A COM STK 33813J106 7,088 450,600 SH   SOLE   450,600 0 0
FIVE9 INC NOTE 0.500% 6/0 338307AD3 8,983 7,314,000 PRN   SOLE   7,314,000 0 0
FIVE9 INC NOTE 0.500% 6/0 338307AD3 3,504 2,853,000 PRN   OTR 1 0 2,853,000 0
FIVERR INTL LTD NOTE 11/0 33835LAA3 4,849 5,181,000 PRN   OTR 1 0 5,181,000 0
FIVERR INTL LTD NOTE 11/0 33835LAA3 11,824 12,634,000 PRN   SOLE   12,634,000 0 0
FLUIDIGM CORPORATION NOTE 5.250%12/0 34385PAF5 1,093 727,000 PRN   OTR 1 0 727,000 0
FLUIDIGM CORPORATION NOTE 5.250%12/0 34385PAF5 2,666 1,773,000 PRN   SOLE   1,773,000 0 0
FORTISTAR SUSTAINABLE SOL CO COM CL A 34962M106 172 17,731 SH   SOLE   17,731 0 0
FRAZIER LIFESCIENCES ACQU CO CL A SHS G3710A105 104 10,638 SH   SOLE   10,638 0 0
FTAC ATHENA ACQUISITION CORP CL A SHS G37283101 176 17,730 SH   SOLE   17,730 0 0
FTAC HERA ACQUISITION CORP CLASS A ORD SHS G3728Y103 173 17,730 SH   SOLE   17,730 0 0
G SQUARED ASCEND I INC SHS CL A G4204R109 140 14,184 SH   SOLE   14,184 0 0
GLOBAL PARTNER ACQISTN CORP UNIT 01/06/2026 G3934P110 175 17,731 SH   SOLE   17,731 0 0
GLOBAL SYNERGY ACQUISIT CORP CL A SHS G3934J106 209 21,277 SH   SOLE   21,277 0 0
GLOBAL SYNERGY ACQUISIT CORP *W EXP 99/99/999 G3934J122 105 10,638 SH Call SOLE   10,638 0 0
GOAL ACQUISITIONS CORP COM 38021H107 138 14,185 SH   SOLE   14,185 0 0
GOAL ACQUISITIONS CORP *W EXP 02/11/202 38021H115 138 14,185 SH Call SOLE   14,185 0 0
GOLDEN FALCON ACQUISITION CO UNIT 99/99/9999 38102H208 103 10,204 SH   SOLE   10,204 0 0
GOSSAMER BIO INC NOTE 5.000% 6/0 38341PAA0 19,394 19,778,000 PRN   SOLE   19,778,000 0 0
GOSSAMER BIO INC NOTE 5.000% 6/0 38341PAA0 8,464 8,632,000 PRN   OTR 1 0 8,632,000 0
GUESS INC NOTE 2.000% 4/1 401617AD7 12,904 11,070,000 PRN   OTR 1 0 11,070,000 0
GUESS INC NOTE 2.000% 4/1 401617AD7 33,088 28,385,000 PRN   SOLE   28,385,000 0 0
H I G ACQUISITION CORP UNIT 99/99/9999 G44898115 140 14,039 SH   SOLE   14,039 0 0
HAMILTON LANE ALLIANCE HLDGS COM CL A 40749M103 173 17,731 SH   SOLE   17,731 0 0
HEALTHCARE CAPITAL CORP COM CL A 42228C101 174 17,730 SH   SOLE   17,730 0 0
HEALTHCARE SERVICES ACQU COR COM CL A 42227K104 173 17,730 SH   SOLE   17,730 0 0
HIGHLAND TRANSCEND PARTNERS COM CL A G44690108 176 17,730 SH   SOLE   17,730 0 0
HUAZHU GROUP LTD NOTE 0.375%11/0 16949NAC3 10,512 10,206,000 PRN   OTR 1 0 10,206,000 0
HUAZHU GROUP LTD NOTE 0.375%11/0 16949NAC3 25,639 24,892,000 PRN   SOLE   24,892,000 0 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 17,358 14,490,000 PRN   SOLE   14,490,000 0 0
INFINERA CORP NOTE 2.125% 9/0 45667GAC7 7,198 6,009,000 PRN   OTR 1 0 6,009,000 0
INVITAE CORP NOTE 2.000% 9/0 46185LAB9 15,958 16,785,000 PRN   SOLE   16,785,000 0 0
INVITAE CORP NOTE 2.000% 9/0 46185LAB9 6,384 6,715,000 PRN   OTR 1 0 6,715,000 0
IONIS PHARMACEUTICALS INC NOTE 0.125%12/1 462222AB6 46,758 51,800,000 PRN   SOLE   51,800,000 0 0
IONIS PHARMACEUTICALS INC NOTE 0.125%12/1 462222AB6 18,238 20,204,000 PRN   OTR 1 0 20,204,000 0
IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 3,980 3,789,000 PRN   OTR 1 0 3,789,000 0
IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 9,708 9,242,000 PRN   SOLE   9,242,000 0 0
ISHARES TR CHINA LG-CAP ETF 464287184 4,701 1,285 SH Put OTR 1 0 1,285 0
ISHARES TR CHINA LG-CAP ETF 464287184 2,473 67,617 SH   OTR 1 0 67,617 0
ISHARES TR CHINA LG-CAP ETF 464287184 11,760 3,215 SH Put SOLE   3,215 0 0
ISHARES TR CHINA LG-CAP ETF 464287184 6,270 1,714 SH Call SOLE   1,714 0 0
ISHARES TR CHINA LG-CAP ETF 464287184 6,184 169,041 SH   SOLE   169,041 0 0
ISHARES TR CHINA LG-CAP ETF 464287184 2,509 686 SH Call OTR 1 0 686 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 177 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
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 2,004 2,000,000 PRN   OTR 1 0 2,000,000 0
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 5,011 5,000,000 PRN   SOLE   5,000,000 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 5,040 39,562 SH   OTR 1 0 39,562 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 12,946 101,620 SH   SOLE   101,620 0 0
JETBLUE AWYS CORP COM 477143101 5,743 403,273 SH   SOLE   403,273 0 0
JETBLUE AWYS CORP COM 477143101 2,355 165,366 SH   OTR 1 0 165,366 0
JOFF FINTECH ACQUISITION COR COM CL A 46592C100 173 17,735 SH   SOLE   17,735 0 0
KARYOPHARM THERAPEUTICS INC NOTE 3.000%10/1 48576UAA4 13,180 16,187,000 PRN   SOLE   16,187,000 0 0
KARYOPHARM THERAPEUTICS INC NOTE 3.000%10/1 48576UAA4 5,140 6,313,000 PRN   OTR 1 0 6,313,000 0
KHOSLA VENTURES ACQUISITION CL A 482504107 123 12,707 SH   OTR 1 0 12,707 0
KHOSLA VENTURES ACQUISITION CL A 482504107 301 30,993 SH   SOLE   30,993 0 0
KHOSLA VENTURES ACQUT CO III COM CL A 482506102 142 14,539 SH   OTR 1 0 14,539 0
KHOSLA VENTURES ACQUT CO III COM CL A 482506102 346 35,461 SH   SOLE   35,461 0 0
KINS TECHNOLOGY GROUP INC COM CL A 49714K109 177 17,731 SH   SOLE   17,731 0 0
KL ACQUISITION CORP COM CL A 49837C109 104 10,638 SH   SOLE   10,638 0 0
KLUDEIN I ACQUISITION CORP CL A 49878L109 114 11,631 SH   OTR 1 0 11,631 0
KLUDEIN I ACQUISITION CORP *W EXP 07/08/202 49878L117 140 14,184 SH Call SOLE   14,184 0 0
KLUDEIN I ACQUISITION CORP CL A 49878L109 279 28,369 SH   SOLE   28,369 0 0
LENDINGTREE INC NOTE 0.625% 6/0 52603BAA5 5,536 5,558,000 PRN   OTR 1 0 5,558,000 0
LENDINGTREE INC NOTE 0.625% 6/0 52603BAA5 13,515 13,569,000 PRN   SOLE   13,569,000 0 0
LEO HLDGS CORP II COM CL A G5463R102 173 17,731 SH   SOLE   17,731 0 0
LIGHTJUMP ACQUISITION CORP COM 53228M106 135 13,724 SH   OTR 1 0 13,724 0
LIGHTJUMP ACQUISITION CORP COM 53228M106 330 33,477 SH   SOLE   33,477 0 0
LIGHTJUMP ACQUISITION CORP *W EXP 01/12/202 53228M114 165 16,738 SH Call SOLE   16,738 0 0
LIONHEART ACQUISITION CORP I COM CL A 53625R104 171 17,203 SH   SOLE   17,203 0 0
LIVENT CORP NOTE 4.125% 7/1 53814LAB4 37,145 12,659,000 PRN   SOLE   12,659,000 0 0
LIVENT CORP NOTE 4.125% 7/1 53814LAB4 17,958 6,120,000 PRN   OTR 1 0 6,120,000 0
LONGVIEW ACQUISITION CORP II COM CL A 54319Q105 174 17,730 SH   SOLE   17,730 0 0
MARLIN TECHNOLOGY CORP CL A SHS G58411102 173 17,731 SH   SOLE   17,731 0 0
MICROCHIP TECHNOLOGY INC. COM 595017104 8,928 102,552 SH   SOLE   102,552 0 0
MICROCHIP TECHNOLOGY INC. COM 595017104 3,483 40,006 SH   OTR 1 0 40,006 0
MICROSTRATEGY INC CL A NEW 594972408 599 11 SH Put SOLE   11 0 0
MICROSTRATEGY INC NOTE 0.750%12/1 594972AC5 2,284 1,463,000 PRN   OTR 1 0 1,463,000 0
MICROSTRATEGY INC CL A NEW 594972408 218 4 SH Put OTR 1 0 4 0
MICROSTRATEGY INC NOTE 0.750%12/1 594972AC5 5,561 3,562,000 PRN   SOLE   3,562,000 0 0
MICROSTRATEGY INC CL A NEW 594972408 404 742 SH   SOLE   742 0 0
MISSION ADVANCEMENT CORP CL A 60501L101 173 17,731 SH   SOLE   17,731 0 0
MORINGA ACQUISITION CORP CL A SHS G6S23K108 141 14,539 SH   OTR 1 0 14,539 0
MORINGA ACQUISITION CORP *W EXP 02/22/202 G6S23K124 172 17,730 SH Call SOLE   17,730 0 0
MORINGA ACQUISITION CORP CL A SHS G6S23K108 343 35,461 SH   SOLE   35,461 0 0
MOTIVE CAPITAL CORP UNIT 99/99/9999 G6293A129 289 28,370 SH   SOLE   28,370 0 0
MOTIVE CAPITAL CORP UNIT 99/99/9999 G6293A129 119 11,630 SH   OTR 1 0 11,630 0
MOTIVE CAPITAL CORP II UNIT 99/99/9999 G6293R122 210 21,044 SH   OTR 1 0 21,044 0
MOTIVE CAPITAL CORP II UNIT 99/99/9999 G6293R122 538 53,956 SH   SOLE   53,956 0 0
NCL CORP LTD NOTE 6.000% 5/1 62886HAT8 4,714 2,730,000 PRN   SOLE   2,730,000 0 0
NCL CORP LTD NOTE 6.000% 5/1 62886HAT8 1,977 1,145,000 PRN   OTR 1 0 1,145,000 0
NEOGENOMICS INC NOTE 0.250% 1/1 64049MAB6 527 618,000 PRN   OTR 1 0 618,000 0
NEOGENOMICS INC NOTE 0.250% 1/1 64049MAB6 1,349 1,582,000 PRN   SOLE   1,582,000 0 0
NEVRO CORP NOTE 2.750% 4/0 64157FAC7 7,356 6,486,000 PRN   OTR 1 0 6,486,000 0
NEVRO CORP NOTE 2.750% 4/0 64157FAC7 17,516 15,444,000 PRN   SOLE   15,444,000 0 0
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 27,170 22,687,000 PRN   SOLE   22,687,000 0 0
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 10,581 8,835,000 PRN   OTR 1 0 8,835,000 0
NICE LTD SPONSORED ADR 653656108 1,611 5,305 SH   OTR 1 0 5,305 0
NICE LTD SPONSORED ADR 653656108 4,020 13,241 SH   SOLE   13,241 0 0
NOBLE ROCK ACQUISITION CORP CL A SHS G6546R101 172 17,731 SH   SOLE   17,731 0 0
NORTH ATLANTIC ACQUISITN COR CL A SHS G66139109 174 17,731 SH   SOLE   17,731 0 0
NORTHERN STAR INVEST CORP II COM CL A 66574L100 138 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
NOVA LTD NOTE 10/1 66980MAB2 3,375 1,690,000 PRN   SOLE   1,690,000 0 0
NOVA LTD NOTE 10/1 66980MAB2 1,318 660,000 PRN   OTR 1 0 660,000 0
NOVAVAX INC NOTE 3.750% 2/0 670002AB0 8,608 6,283,000 PRN   OTR 1 0 6,283,000 0
NOVAVAX INC NOTE 3.750% 2/0 670002AB0 22,071 16,110,000 PRN   SOLE   16,110,000 0 0
NOVOCURE LTD NOTE 11/0 67011XAB9 12,406 13,485,000 PRN   OTR 1 0 13,485,000 0
NOVOCURE LTD NOTE 11/0 67011XAB9 30,198 32,906,000 PRN   SOLE   32,906,000 0 0
NOVUS CAPITAL CORPORATION II UNIT 99/99/9999 67012W203 182 17,731 SH   SOLE   17,731 0 0
NUTANIX INC NOTE 1/1 67059NAB4 42,106 41,392,000 PRN   SOLE   41,392,000 0 0
NUTANIX INC NOTE 1/1 67059NAB4 16,423 16,144,000 PRN   OTR 1 0 16,144,000 0
OAKTREE ACQUISITION CORP II CL A SHS G6715X103 133 13,423 SH   SOLE   13,423 0 0
OMEROS CORP COM 682143102 432 672 SH Put SOLE   672 0 0
OMEROS CORP NOTE 5.250% 2/1 682143AG7 5,848 7,919,000 PRN   OTR 1 0 7,919,000 0
OMEROS CORP NOTE 5.250% 2/1 682143AG7 14,614 19,790,000 PRN   SOLE   19,790,000 0 0
ON SEMICONDUCTOR CORP COM 682189105 7,237 106,549 SH   OTR 1 0 106,549 0
ON SEMICONDUCTOR CORP COM 682189105 17,639 259,698 SH   SOLE   259,698 0 0
ONE EQUITY PARTNERS OPEN WTR CL A 68237L105 138 14,184 SH   SOLE   14,184 0 0
PACIRA BIOSCIENCES INC NOTE 2.375% 4/0 695127AD2 14,036 13,495,000 PRN   OTR 1 0 13,495,000 0
PACIRA BIOSCIENCES INC NOTE 2.375% 4/0 695127AD2 35,987 34,600,000 PRN   SOLE   34,600,000 0 0
PAGERDUTY INC NOTE 1.250% 7/0 69553PAB6 16,688 14,330,000 PRN   OTR 1 0 14,330,000 0
PAGERDUTY INC NOTE 1.250% 7/0 69553PAB6 41,721 35,825,000 PRN   SOLE   35,825,000 0 0
PARATEK PHARMACEUTICALS INC NOTE 4.750% 5/0 699374AB0 2,983 3,261,000 PRN   OTR 1 0 3,261,000 0
PARATEK PHARMACEUTICALS INC NOTE 4.750% 5/0 699374AB0 7,648 8,360,000 PRN   SOLE   8,360,000 0 0
PERIDOT ACQUISITION CORP II SHS CL A G7008B105 173 17,731 SH   SOLE   17,731 0 0
PERIPHAS CAPITAL PARTNERING UNIT 99/99/9999 713895209 253 10,263 SH   SOLE   10,263 0 0
PINDUODUO INC NOTE 10/0 722304AB8 12,700 8,581,000 PRN   OTR 1 0 8,581,000 0
PINDUODUO INC NOTE 12/0 722304AC6 829 914,000 PRN   OTR 1 0 914,000 0
PINDUODUO INC NOTE 12/0 722304AC6 2,132 2,350,000 PRN   SOLE   2,350,000 0 0
PINDUODUO INC NOTE 10/0 722304AB8 29,880 20,189,000 PRN   SOLE   20,189,000 0 0
PIONEER MERGER CORP CL A SHS G7S24C103 140 14,185 SH   SOLE   14,185 0 0
PIVOTAL INVESTMENT CORP III COM CL A 72582M106 138 14,184 SH   SOLE   14,184 0 0
PLUG POWER INC COM NEW 72919P202 1,958 69,367 SH   OTR 1 0 69,367 0
PLUG POWER INC COM NEW 72919P202 5,934 210,196 SH   SOLE   210,196 0 0
POEMA GLOBAL HOLDINGS CORP CL A SHS G7154B107 178 17,986 SH   SOLE   17,986 0 0
PONTEM CORPORATION SHS CL A G71707106 174 17,731 SH   SOLE   17,731 0 0
POPULATION HEALTH INVS CO IN UNIT 99/99/9999 G71716123 176 17,606 SH   SOLE   17,606 0 0
PRIMAVERA CAPITAL ACQUIST CO UNIT 01/19/2026 G7255E125 142 14,184 SH   SOLE   14,184 0 0
PROPERTY SOLUTIONS ACQUISITI UNIT 03/01/2026 74350A207 175 17,730 SH   SOLE   17,730 0 0
PROPTECH INVESTMENT CORP II UNIT 99/99/9999 743497208 224 22,413 SH   SOLE   22,413 0 0
PROS HOLDINGS INC NOTE 1.000% 5/1 74346YAH6 1,331 1,412,000 PRN   OTR 1 0 1,412,000 0
PROS HOLDINGS INC NOTE 1.000% 5/1 74346YAH6 3,414 3,621,000 PRN   SOLE   3,621,000 0 0
PROSPECTOR CAPITAL CORP UNIT 01/01/2030 G7273A121 282 28,408 SH   SOLE   28,408 0 0
PROSPECTOR CAPITAL CORP UNIT 01/01/2030 G7273A121 116 11,647 SH   OTR 1 0 11,647 0
PROVIDENT ACQUISITION CORP CL A G7282L100 140 14,184 SH   SOLE   14,184 0 0
PTC THERAPEUTICS INC NOTE 3.000% 8/1 69366JAB7 24,328 23,113,000 PRN   SOLE   23,113,000 0 0
PTC THERAPEUTICS INC NOTE 3.000% 8/1 69366JAB7 8,516 8,091,000 PRN   OTR 1 0 8,091,000 0
PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 47,514 35,506,000 PRN   SOLE   35,506,000 0 0
PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 18,531 13,848,000 PRN   OTR 1 0 13,848,000 0
REPLIGEN CORP NOTE 0.375% 7/1 759916AB5 50,666 21,633,000 PRN   SOLE   21,633,000 0 0
REPLIGEN CORP NOTE 0.375% 7/1 759916AB5 20,271 8,655,000 PRN   OTR 1 0 8,655,000 0
RINGCENTRAL INC NOTE 3/0 76680RAF4 8,214 8,727,000 PRN   OTR 1 0 8,727,000 0
RINGCENTRAL INC NOTE 3/0 76680RAF4 21,044 22,357,000 PRN   SOLE   22,357,000 0 0
RINGCENTRAL INC NOTE 3/1 76680RAH0 1,618 1,798,000 PRN   SOLE   1,798,000 0 0
RINGCENTRAL INC NOTE 3/1 76680RAH0 632 702,000 PRN   OTR 1 0 702,000 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
ROYAL CARIBBEAN GROUP NOTE 4.250% 6/1 780153BB7 6,856 5,374,000 PRN   OTR 1 0 5,374,000 0
ROYAL CARIBBEAN GROUP NOTE 2.875%11/1 780153BF8 4,374 3,684,000 PRN   OTR 1 0 3,684,000 0
ROYAL CARIBBEAN GROUP NOTE 4.250% 6/1 780153BB7 17,579 13,779,000 PRN   SOLE   13,779,000 0 0
ROYAL CARIBBEAN GROUP NOTE 2.875%11/1 780153BF8 10,402 8,760,000 PRN   SOLE   8,760,000 0 0
SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 85,983 58,810,000 PRN   SOLE   58,810,000 0 0
SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 34,635 23,689,000 PRN   OTR 1 0 23,689,000 0
SARISSA CAPITAL ACQUISITN CO CL A G7823W102 207 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 149 14,964 SH   OTR 1 0 14,964 0
SCVX CORP COM G79448208 482 48,278 SH   SOLE   48,278 0 0
SEA LTD NOTE 2.375%12/0 81141RAF7 31,393 12,263,000 PRN   SOLE   12,263,000 0 0
SEA LTD NOTE 1.000%12/0 81141RAD2 49,326 11,072,000 PRN   OTR 1 0 11,072,000 0
SEA LTD NOTE 1.000%12/0 81141RAD2 100,661 22,595,000 PRN   SOLE   22,595,000 0 0
SEA LTD NOTE 2.375%12/0 81141RAF7 14,610 5,707,000 PRN   OTR 1 0 5,707,000 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 10,060 714 SH Call SOLE   714 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 4,029 286 SH Call OTR 1 0 286 0
SHOPIFY INC NOTE 0.125%11/0 82509LAA5 14,644 11,720,000 PRN   SOLE   11,720,000 0 0
SHOPIFY INC NOTE 0.125%11/0 82509LAA5 5,720 4,578,000 PRN   OTR 1 0 4,578,000 0
SIMON PROPERTY GRP ACQ HOLDI UNIT 99/99/9999 82880R202 105 10,638 SH   SOLE   10,638 0 0
SMILEDIRECTCLUB INC CL A COM 83192H106 1,659 7,061 SH Put SOLE   7,061 0 0
SMILEDIRECTCLUB INC CL A COM 83192H106 681 2,898 SH Put OTR 1 0 2,898 0
SNAP INC NOTE 0.250% 5/0 83304AAD8 25,323 11,386,000 PRN   SOLE   11,386,000 0 0
SNAP INC NOTE 0.250% 5/0 83304AAD8 10,122 4,551,000 PRN   OTR 1 0 4,551,000 0
SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6 67,708 53,167,000 PRN   SOLE   53,167,000 0 0
SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6 26,407 20,736,000 PRN   OTR 1 0 20,736,000 0
SPARTAN ACQUISITION CORP III COM CL A 84677R106 175 17,731 SH   SOLE   17,731 0 0
STRATIM CLOUD ACQUISITION CO UNIT 03/05/2026 86309R206 349 35,461 SH   SOLE   35,461 0 0
STRATIM CLOUD ACQUISITION CO UNIT 03/05/2026 86309R206 143 14,539 SH   OTR 1 0 14,539 0
SUPERNOVA PARTNERS ACQUISTN SHS CL A G8T86C105 182 17,731 SH   SOLE   17,731 0 0
SUPERNUS PHARMACEUTICALS NOTE 0.625% 4/0 868459AD0 23,551 23,872,000 PRN   SOLE   23,872,000 0 0
SUPERNUS PHARMACEUTICALS NOTE 0.625% 4/0 868459AD0 9,185 9,310,000 PRN   OTR 1 0 9,310,000 0
SVF INVESTMENT CORP UNIT 12/20/2025 G8601L110 182 17,730 SH   SOLE   17,730 0 0
TAILWIND ACQUISITION CORP COM CL A 87403Q102 132 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
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 1,372 114 SH Put OTR 1 0 114 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 1,109 9,218 SH   SOLE   9,218 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 3,441 286 SH Put SOLE   286 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 442 3,674 SH   OTR 1 0 3,674 0
TCW SPECIAL PURPOSE ACQU COR COM CL A 87301L106 173 17,730 SH   SOLE   17,730 0 0
TEEKAY CORPORATION NOTE 5.000% 1/1 87900YAE3 6,045 6,071,000 PRN   SOLE   6,071,000 0 0
TEEKAY CORPORATION NOTE 5.000% 1/1 87900YAE3 2,419 2,429,000 PRN   OTR 1 0 2,429,000 0
TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 12,237 13,447,000 PRN   SOLE   13,447,000 0 0
TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 4,775 5,247,000 PRN   OTR 1 0 5,247,000 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 195,948 12,159,000 PRN   SOLE   12,159,000 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 60,771 3,771,000 PRN   OTR 1 0 3,771,000 0
THE REALREAL INC NOTE 3.000% 6/1 88339PAB7 18,060 17,125,000 PRN   SOLE   17,125,000 0 0
THE REALREAL INC NOTE 3.000% 6/1 88339PAB7 7,044 6,679,000 PRN   OTR 1 0 6,679,000 0
THERAVANCE BIOPHARMA INC NOTE 3.250%11/0 88339KAA0 9,327 9,665,000 PRN   OTR 1 0 9,665,000 0
THERAVANCE BIOPHARMA INC NOTE 3.250%11/0 88339KAA0 23,313 24,159,000 PRN   SOLE   24,159,000 0 0
TILRAY INC NOTE 5.000%10/0 88688TAB6 13,945 14,303,000 PRN   SOLE   14,303,000 0 0
TILRAY INC NOTE 5.000%10/0 88688TAB6 5,749 5,866,000 PRN   OTR 1 0 5,866,000 0
TISHMAN SPEYER INNOVATION CO UNIT 02/11/2026 88825H209 140 14,184 SH   SOLE   14,184 0 0
TRAVERE THERAPEUTICS INC NOTE 2.500% 9/1 761299AB2 35,372 32,347,000 PRN   SOLE   32,347,000 0 0
TRAVERE THERAPEUTICS INC NOTE 2.500% 9/1 761299AB2 13,796 12,616,000 PRN   OTR 1 0 12,616,000 0
TRICIDA INC NOTE 3.500% 5/1 89610FAB7 1,605 2,979,000 PRN   OTR 1 0 2,979,000 0
TRICIDA INC NOTE 3.500% 5/1 89610FAB7 4,113 7,632,000 PRN   SOLE   7,632,000 0 0
TURMERIC ACQUISITION CORP UNIT 10/08/2025 G9127T116 174 17,361 SH   SOLE   17,361 0 0
TURNING PT BRANDS INC NOTE 2.500% 7/1 90041LAE5 294 291,000 PRN   OTR 1 0 291,000 0
TURNING PT BRANDS INC NOTE 2.500% 7/1 90041LAE5 716 709,000 PRN   SOLE   709,000 0 0
TWITTER INC NOTE 0.250% 6/1 90184LAF9 1,916 1,751,000 PRN   OTR 1 0 1,751,000 0
TWITTER INC NOTE 0.250% 6/1 90184LAF9 4,803 4,388,000 PRN   SOLE   4,388,000 0 0
TWO COM CL A G9152V101 439 45,072 SH   OTR 1 0 45,072 0
TWO COM CL A G9152V101 1,070 109,935 SH   SOLE   109,935 0 0
TZP STRATEGIES ACQUISTN CORP UNIT 01/06/2026 G91595127 141 14,184 SH   SOLE   14,184 0 0
VAIL RESORTS INC COM 91879Q109 2,214 6,751 SH   SOLE   6,751 0 0
VAIL RESORTS INC COM 91879Q109 863 2,632 SH   OTR 1 0 2,632 0
VECTOIQ ACQUISITION CORP II UNIT 99/99/9999 92244F208 246 24,823 SH   SOLE   24,823 0 0
VECTOIQ ACQUISITION CORP II UNIT 99/99/9999 92244F208 101 10,177 SH   OTR 1 0 10,177 0
VEONEER INC NOTE 4.000% 6/0 92336XAA7 22,889 13,946,000 PRN   SOLE   13,946,000 0 0
VEONEER INC NOTE 4.000% 6/0 92336XAA7 32,454 19,774,000 PRN   SOLE   19,774,000 0 0
VEONEER INC NOTE 4.000% 6/0 92336XAA7 9,158 5,579,000 PRN   OTR 1 0 5,579,000 0
VEONEER INC NOTE 4.000% 6/0 92336XAA7 12,984 7,910,000 PRN   OTR 1 0 7,910,000 0
VICKERS VANTAGE CORP I SHS G9440B107 178 17,731 SH   SOLE   17,731 0 0
VONAGE HLDGS CORP NOTE 1.750% 6/0 92886TAJ1 2,413 1,803,000 PRN   OTR 1 0 1,803,000 0
VONAGE HLDGS CORP NOTE 1.750% 6/0 92886TAJ1 6,187 4,624,000 PRN   SOLE   4,624,000 0 0
WAYFAIR INC NOTE 1.125%11/0 94419LAD3 2,830 1,614,000 PRN   OTR 1 0 1,614,000 0
WAYFAIR INC NOTE 0.625%10/0 94419LAM3 1,863 2,038,000 PRN   OTR 1 0 2,038,000 0
WAYFAIR INC NOTE 1.125%11/0 94419LAD3 5,861 3,343,000 PRN   SOLE   3,343,000 0 0
WAYFAIR INC NOTE 0.625%10/0 94419LAM3 4,518 4,962,000 PRN   SOLE   4,962,000 0 0
WESTERN DIGITAL CORP. COM 958102105 600 92 SH Call SOLE   92 0 0
WESTERN DIGITAL CORP. COM 958102105 248 38 SH Call OTR 1 0 38 0
WESTERN DIGITAL CORP. COM 958102105 332 5,086 SH   SOLE   5,086 0 0
WIX COM LTD NOTE 7/0 92940WAB5 11,786 9,208,000 PRN   OTR 1 0 9,208,000 0
WIX COM LTD NOTE 7/0 92940WAB5 30,614 23,917,000 PRN   SOLE   23,917,000 0 0
ZOGENIX INC NOTE 2.750%10/0 98978LAB1 15,057 15,107,000 PRN   SOLE   15,107,000 0 0
ZOGENIX INC NOTE 2.750%10/0 98978LAB1 6,173 6,193,000 PRN   OTR 1 0 6,193,000 0
ZSCALER INC NOTE 0.125% 7/0 98980GAB8 37,199 16,989,000 PRN   OTR 1 0 16,989,000 0
ZSCALER INC NOTE 0.125% 7/0 98980GAB8 90,712 41,429,000 PRN   SOLE   41,429,000 0 0