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 FIGI (to the nearest dollar) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
1LIFE HEALTHCARE INC NOTE 3.000% 6/1 68269GAB3   5,324,038 5,510,000 PRN   OTR 1 0 5,510,000 0
1LIFE HEALTHCARE INC NOTE 3.000% 6/1 68269GAB3   12,696,807 13,118,000 PRN   SOLE   13,118,000 0 0
2U INC NOTE 2.250% 5/0 90214JAB7   11,794,402 18,186,000 PRN   SOLE   18,186,000 0 0
2U INC NOTE 2.250% 5/0 90214JAB7   5,189,641 8,002,000 PRN   OTR 1 0 8,002,000 0
8X8 INC NEW NOTE 4.000% 2/0 282914AE0   5,024,780 6,163,000 PRN   OTR 1 0 6,163,000 0
8X8 INC NEW NOTE 4.000% 2/0 282914AE0   12,929,250 15,858,000 PRN   SOLE   15,858,000 0 0
ABG ACQUISITION CORP I CL A SHS G00496102   143,117 14,184 SH   SOLE   14,184 0 0
AIRBNB INC NOTE 3/1 009066AB7   25,253,765 30,434,000 PRN   SOLE   30,434,000 0 0
AIRBNB INC NOTE 3/1 009066AB7   9,829,906 11,869,000 PRN   OTR 1 0 11,869,000 0
ALARM COM HLDGS INC NOTE 1/1 011642AB1   3,860,462 4,693,000 PRN   OTR 1 0 4,693,000 0
ALARM COM HLDGS INC NOTE 1/1 011642AB1   9,866,522 12,029,000 PRN   SOLE   12,029,000 0 0
ALPHA HEALTHCARE ACQU CORP I CLASS A COM 02073F104   100,928 10,177 SH   OTR 1 0 10,177 0
ALPHA HEALTHCARE ACQU CORP I CLASS A COM 02073F104   246,177 24,823 SH   SOLE   24,823 0 0
ALPHATEC HLDGS INC NOTE 0.750% 8/0 02081GAB8   15,328,297 16,664,000 PRN   SOLE   16,664,000 0 0
ALPHATEC HLDGS INC NOTE 0.750% 8/0 02081GAB8   6,747,983 7,336,000 PRN   OTR 1 0 7,336,000 0
ALTERYX INC NOTE 0.500% 8/0 02156BAD5   13,181,097 14,274,000 PRN   SOLE   14,274,000 0 0
ALTERYX INC NOTE 0.500% 8/0 02156BAD5   5,667,114 6,137,000 PRN   OTR 1 0 6,137,000 0
AMYRIS INC NOTE 1.500%11/1 03236MAJ0   2,599,814 8,155,000 PRN   OTR 1 0 8,155,000 0
AMYRIS INC NOTE 1.500%11/1 03236MAJ0   6,660,049 20,891,000 PRN   SOLE   20,891,000 0 0
ARRAY TECHNOLOGIES INC NOTE 1.000%12/0 04271TAB6   7,261,007 7,134,000 PRN   OTR 1 0 7,134,000 0
ARRAY TECHNOLOGIES INC NOTE 1.000%12/0 04271TAB6   16,413,089 16,126,000 PRN   SOLE   16,126,000 0 0
AURORA ACQUISITION CORP CLASS A ORD SHS G0698L103   143,117 14,184 SH   SOLE   14,184 0 0
AURORA CANNABIS INC NOTE 5.500% 2/2 05156XAG3   7,018,685 7,335,000 PRN   SOLE   7,335,000 0 0
AURORA CANNABIS INC NOTE 5.500% 2/2 05156XAG3   2,743,680 2,858,000 PRN   OTR 1 0 2,858,000 0
AVADEL FIN CAYMAN LTD NOTE 4.500%10/0 05337YAC2   14,291,714 15,000,000 PRN   SOLE   15,000,000 0 0
AVADEL FIN CAYMAN LTD NOTE 4.500%10/0 05337YAC2   6,680,900 7,012,000 PRN   OTR 1 0 7,012,000 0
AVADEL FIN CAYMAN LTD NOTE 4.500%10/0 05337YAC2   4,854,419 5,095,000 PRN   OTR 1 0 5,095,000 0
AVADEL FIN CAYMAN LTD NOTE 4.500%10/0 05337YAC2   14,547,059 15,268,000 PRN   SOLE   15,268,000 0 0
AVADEL PHARMACEUTICALS PLC SPONSORED ADR 05337M104   2,534,640 3,540 SH Put SOLE   3,540 0 0
AVADEL PHARMACEUTICALS PLC SPONSORED ADR 05337M104   1,013,856 1,416 SH Put OTR 1 0 1,416 0
AVADEL PHARMACEUTICALS PLC SPONSORED ADR 05337M104   95,106 13,283 SH   SOLE   13,283 0 0
BATH & BODY WORKS INC COM 070830104   1,660,316 394 SH Call OTR 1 0 394 0
BATH & BODY WORKS INC COM 070830104   3,952,732 938 SH Call SOLE   938 0 0
BENTLEY SYS INC NOTE 0.375% 7/0 08265TAD1   1,368,728 1,682,000 PRN   OTR 1 0 1,682,000 0
BENTLEY SYS INC NOTE 0.375% 7/0 08265TAD1   3,106,898 3,818,000 PRN   SOLE   3,818,000 0 0
BEYOND MEAT INC COM 08862E109   2,785,753 2,263 SH Put SOLE   2,263 0 0
BEYOND MEAT INC NOTE 3/1 08862EAB5   7,667,478 28,848,000 PRN   SOLE   28,848,000 0 0
BEYOND MEAT INC NOTE 3/1 08862EAB5   2,990,126 11,250,000 PRN   OTR 1 0 11,250,000 0
BEYOND MEAT INC COM 08862E109   1,085,742 882 SH Put OTR 1 0 882 0
BILIBILI INC NOTE 0.500%12/0 090040AF3   10,663,994 14,446,000 PRN   SOLE   14,446,000 0 0
BILIBILI INC NOTE 1.375% 4/0 090040AB2   21,132,383 18,102,000 PRN   OTR 1 0 18,102,000 0
BILIBILI INC NOTE 0.500%12/0 090040AF3   5,012,358 6,790,000 PRN   OTR 1 0 6,790,000 0
BILIBILI INC NOTE 1.375% 4/0 090040AB2   49,145,458 42,098,000 PRN   SOLE   42,098,000 0 0
BILL COM HLDGS INC NOTE 4/0 090043AD2   585,666 739,000 PRN   SOLE   739,000 0 0
BILL COM HLDGS INC NOTE 12/0 090043AB6   15,425,443 14,998,000 PRN   OTR 1 0 14,998,000 0
BILL COM HLDGS INC NOTE 12/0 090043AB6   36,669,805 35,831,000 PRN   SOLE   35,831,000 0 0
BILL COM HLDGS INC NOTE 4/0 090043AD2   252,018 318,000 PRN   OTR 1 0 318,000 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101   5,630,166 54,403 SH   OTR 1 0 54,403 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101   4,222,392 408 SH Call OTR 1 0 408 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101   10,359,349 1,001 SH Call SOLE   1,001 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101   13,767,585 133,033 SH   SOLE   133,033 0 0
BIOTECH ACQUISITION COMPANY CL A SHS G1125A108   179,071 17,730 SH   SOLE   17,730 0 0
BLACKLINE INC NOTE 0.125% 8/0 09239BAB5   2,480,646 2,223,000 PRN   OTR 1 0 2,223,000 0
BLACKLINE INC NOTE 0.125% 8/0 09239BAB5   5,777,014 5,177,000 PRN   SOLE   5,177,000 0 0
BLOCK INC NOTE 0.125% 3/0 852234AF0   17,526,157 18,369,000 PRN   OTR 1 0 18,369,000 0
BLOCK INC NOTE 0.125% 3/0 852234AF0   40,760,786 42,721,000 PRN   SOLE   42,721,000 0 0
BLOOM ENERGY CORP NOTE 2.500% 8/1 093712AH0   7,928,084 5,879,000 PRN   OTR 1 0 5,879,000 0
BLOOM ENERGY CORP NOTE 2.500% 8/1 093712AH0   18,229,603 13,518,000 PRN   SOLE   13,518,000 0 0
BLUERIVER ACQUISITION CORP SHS CL A G1261Q107   143,117 14,184 SH   SOLE   14,184 0 0
BOOKING HOLDINGS INC COM 09857L108   11,233,171 5,574 SH   SOLE   5,574 0 0
BOOKING HOLDINGS INC COM 09857L108   4,832,641 2,398 SH   OTR 1 0 2,398 0
BOX INC NOTE 1/1 10316TAB0   4,030,814 3,058,000 PRN   OTR 1 0 3,058,000 0
BOX INC NOTE 1/1 10316TAB0   9,595,921 7,280,000 PRN   SOLE   7,280,000 0 0
BRIDGEBIO PHARMA INC NOTE 2.250% 2/0 10806XAD4   4,096,013 11,048,000 PRN   OTR 1 0 11,048,000 0
BRIDGEBIO PHARMA INC NOTE 2.250% 2/0 10806XAD4   10,494,733 28,307,000 PRN   SOLE   28,307,000 0 0
CERENCE INC NOTE 3.000% 6/0 156727AB5   566,540 617,000 PRN   OTR 1 0 617,000 0
CERENCE INC NOTE 3.000% 6/0 156727AB5   1,453,538 1,583,000 PRN   SOLE   1,583,000 0 0
CERIDIAN HCM HLDG INC NOTE 0.250% 3/1 15677JAD0   6,068,788 6,908,000 PRN   SOLE   6,908,000 0 0
CERIDIAN HCM HLDG INC NOTE 0.250% 3/1 15677JAD0   2,484,443 2,828,000 PRN   OTR 1 0 2,828,000 0
CINEMARK HLDGS INC NOTE 4.500% 8/1 17243VAB8   11,047,098 11,522,000 PRN   OTR 1 0 11,522,000 0
CINEMARK HLDGS INC NOTE 4.500% 8/1 17243VAB8   25,683,878 26,788,000 PRN   SOLE   26,788,000 0 0
COLLEGIUM PHARMACEUTICAL INC NOTE 2.625% 2/1 19459JAA2   9,319,226 9,149,000 PRN   SOLE   9,149,000 0 0
COLLEGIUM PHARMACEUTICAL INC NOTE 2.625% 2/1 19459JAA2   3,728,098 3,660,000 PRN   OTR 1 0 3,660,000 0
COLONNADE ACQUISITION CORP I SHS CL A G2284B101   178,541 17,730 SH   SOLE   17,730 0 0
CONSTELLATION ACQUISITN CORP SHS CL A G2R18K105   143,400 14,184 SH   SOLE   14,184 0 0
DATADOG INC NOTE 0.125% 6/1 23804LAB9   22,703,841 20,737,000 PRN   SOLE   20,737,000 0 0
DATADOG INC NOTE 0.125% 6/1 23804LAB9   10,002,825 9,125,000 PRN   OTR 1 0 9,125,000 0
DEXCOM INC NOTE 0.750%12/0 252131AH0   165,979,440 60,192,000 PRN   SOLE   60,192,000 0 0
DEXCOM INC NOTE 0.750%12/0 252131AH0   64,190,983 23,277,000 PRN   OTR 1 0 23,277,000 0
DEXCOM INC COM 252131107   1,268,288 112 SH Call OTR 1 0 112 0
DEXCOM INC COM 252131107   4,417,945 39,014 SH   OTR 1 0 39,014 0
DEXCOM INC COM 252131107   3,261,312 288 SH Call SOLE   288 0 0
DIAMONDHEAD HOLDINGS CORP CL A 25278L105   142,549 14,184 SH   SOLE   14,184 0 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5   2,359,932 3,743,000 PRN   OTR 1 0 3,743,000 0
DISH NETWORK CORPORATION NOTE 12/1 25470MAF6   2,982,649 4,655,000 PRN   OTR 1 0 4,655,000 0
DISH NETWORK CORPORATION NOTE 12/1 25470MAF6   7,269,206 11,345,000 PRN   SOLE   11,345,000 0 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5   5,363,595 8,507,000 PRN   SOLE   8,507,000 0 0
DOCUSIGN INC NOTE 1/1 256163AD8   5,668,762 5,996,000 PRN   OTR 1 0 5,996,000 0
DOCUSIGN INC NOTE 1/1 256163AD8   14,551,019 15,391,000 PRN   SOLE   15,391,000 0 0
DROPBOX INC NOTE 3/0 26210CAC8   2,933,912 3,225,000 PRN   OTR 1 0 3,225,000 0
DROPBOX INC NOTE 3/0 26210CAC8   7,157,834 7,868,000 PRN   SOLE   7,868,000 0 0
DROPBOX INC NOTE 3/0 26210CAD6   4,444,047 4,965,000 PRN   SOLE   4,965,000 0 0
DROPBOX INC NOTE 3/0 26210CAD6   1,821,478 2,035,000 PRN   OTR 1 0 2,035,000 0
DYNAVAX TECHNOLOGIES CORP NOTE 2.500% 5/1 268158AD4   8,128,384 6,418,000 PRN   OTR 1 0 6,418,000 0
DYNAVAX TECHNOLOGIES CORP NOTE 2.500% 5/1 268158AD4   18,468,073 14,582,000 PRN   SOLE   14,582,000 0 0
EURONET WORLDWIDE INC COM 298736109   2,846,123 30,156 SH   SOLE   30,156 0 0
EURONET WORLDWIDE INC COM 298736109   1,108,587 11,746 SH   OTR 1 0 11,746 0
EUROPEAN BIOTECH ACQUTN CORP CLASS A ORD SHS G3167F102   179,073 17,730 SH   SOLE   17,730 0 0
EVENTBRITE INC NOTE 5.000%12/0 29975EAB5   13,697,400 14,808,000 PRN   SOLE   14,808,000 0 0
EVENTBRITE INC NOTE 5.000%12/0 29975EAB5   5,619,375 6,075,000 PRN   OTR 1 0 6,075,000 0
EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3   9,750,797 9,026,000 PRN   OTR 1 0 9,026,000 0
EVOLENT HEALTH INC NOTE 3.500%12/0 30050BAF8   4,739,967 2,979,000 PRN   SOLE   2,979,000 0 0
EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3   22,148,329 20,502,000 PRN   SOLE   20,502,000 0 0
EVOLENT HEALTH INC NOTE 3.500%12/0 30050BAF8   2,087,559 1,312,000 PRN   OTR 1 0 1,312,000 0
FARFETCH LTD NOTE 3.750% 5/0 30744WAD9   1,871,704 2,534,000 PRN   SOLE   2,534,000 0 0
FARFETCH LTD NOTE 3.750% 5/0 30744WAD9   824,318 1,116,000 PRN   OTR 1 0 1,116,000 0
FINTECH EVOLUTION ACQUIS GRO SHS CL A G3R19A104   143,258 14,184 SH   SOLE   14,184 0 0
FTAC ATHENA ACQUISITION CORP CL A SHS G37283101   179,073 17,730 SH   SOLE   17,730 0 0
FTAC HERA ACQUISITION CORP CLASS A ORD SHS G3728Y103   179,250 17,730 SH   SOLE   17,730 0 0
FUBOTV INC NOTE 3.250% 2/1 35953DAB0   1,481,725 3,176,000 PRN   OTR 1 0 3,176,000 0
FUBOTV INC NOTE 3.250% 2/1 35953DAB0   3,700,579 7,932,000 PRN   SOLE   7,932,000 0 0
G SQUARED ASCEND I INC SHS CL A G4204R109   143,329 14,184 SH   SOLE   14,184 0 0
GLOBAL PARTNER ACQISTN CORP CL A SHS G3934P102   179,260 17,731 SH   SOLE   17,731 0 0
GOAL ACQUISITIONS CORP *W EXP 02/11/202 38021H115   142,701 14,185 SH Call SOLE   14,185 0 0
GOAL ACQUISITIONS CORP COM 38021H107   142,701 14,185 SH   SOLE   14,185 0 0
GOL LINHAS AEREAS INTELIGENT SPON ADR PFD NEW 38045R206   305,181 1,143 SH Put OTR 1 0 1,143 0
GOL LINHAS AEREAS INTELIGENT SPON ADR PFD NEW 38045R206   762,819 2,857 SH Put SOLE   2,857 0 0
GOPRO INC NOTE 1.250%11/1 38268TAD5   16,237,782 17,982,000 PRN   SOLE   17,982,000 0 0
GOPRO INC NOTE 1.250%11/1 38268TAD5   6,691,846 7,378,000 PRN   OTR 1 0 7,378,000 0
GOSSAMER BIO INC NOTE 5.000% 6/0 38341PAA0   8,323,724 24,727,000 PRN   SOLE   24,727,000 0 0
GOSSAMER BIO INC NOTE 5.000% 6/0 38341PAA0   3,579,334 10,633,000 PRN   OTR 1 0 10,633,000 0
GUESS INC NOTE 2.000% 4/1 401617AD7   26,308,828 24,791,000 PRN   SOLE   24,791,000 0 0
GUESS INC NOTE 2.000% 4/1 401617AD7   10,255,678 9,664,000 PRN   OTR 1 0 9,664,000 0
HAEMONETICS CORP MASS NOTE 3/0 405024AB6   8,586,576 10,315,000 PRN   SOLE   10,315,000 0 0
HAEMONETICS CORP MASS NOTE 3/0 405024AB6   3,690,364 4,435,000 PRN   OTR 1 0 4,435,000 0
HEARTLAND MEDIA ACQUISITION CL A COM 42237V108   141,892 13,952 SH   OTR 1 0 13,952 0
HEARTLAND MEDIA ACQUISITION *W EXP 99/99/999 42237V116   181,901 17,886 SH Call SOLE   17,886 0 0
HEARTLAND MEDIA ACQUISITION CL A COM 42237V108   363,811 35,773 SH   SOLE   35,773 0 0
IBERE PHARMACEUTICALS SHS CL A G46843101   178,896 17,730 SH   SOLE   17,730 0 0
IMAX CORP NOTE 0.500% 4/0 45245EAJ8   1,389,513 1,645,000 PRN   OTR 1 0 1,645,000 0
IMAX CORP NOTE 0.500% 4/0 45245EAJ8   757,686 897,000 PRN   SOLE   897,000 0 0
INSMED INC NOTE 0.750% 6/0 457669AB5   3,458,309 4,166,000 PRN   SOLE   4,166,000 0 0
INSMED INC NOTE 0.750% 6/0 457669AB5   1,522,453 1,834,000 PRN   OTR 1 0 1,834,000 0
INVACARE CORP NOTE 4.250% 3/1 461203AQ4   1,896,092 4,255,000 PRN   SOLE   4,255,000 0 0
INVACARE CORP NOTE 4.250% 3/1 461203AQ4   777,598 1,745,000 PRN   OTR 1 0 1,745,000 0
INVITAE CORP NOTE 2.000% 9/0 46185LAB9   10,591,702 13,303,000 PRN   OTR 1 0 13,303,000 0
INVITAE CORP NOTE 2.000% 9/0 46185LAB9   25,876,938 32,501,000 PRN   SOLE   32,501,000 0 0
IONIS PHARMACEUTICALS INC NOTE 0.125%12/1 462222AB6   51,724,869 56,759,000 PRN   SOLE   56,759,000 0 0
IONIS PHARMACEUTICALS INC NOTE 0.125%12/1 462222AB6   21,086,733 23,139,000 PRN   OTR 1 0 23,139,000 0
IQIYI INC NOTE 2.000% 4/0 46267XAD0   21,315,544 26,253,000 PRN   SOLE   26,253,000 0 0
IQIYI INC NOTE 2.000% 4/0 46267XAD0   8,742,029 10,767,000 PRN   OTR 1 0 10,767,000 0
IQIYI INC SPONSORED ADS 46267X108   496,080 936 SH Put OTR 1 0 936 0
IQIYI INC SPONSORED ADS 46267X108   1,207,870 2,279 SH Put SOLE   2,279 0 0
ISHARES TR CHINA LG-CAP ETF 464287184   6,166,570 2,179 SH Put SOLE   2,179 0 0
ISHARES TR CHINA LG-CAP ETF 464287184   10,100,270 3,569 SH Call SOLE   3,569 0 0
ISHARES TR JPMORGAN USD EMG 464288281   11,749,551 1,389 SH Put SOLE   1,389 0 0
ISHARES TR CHINA LG-CAP ETF 464287184   1,129,453 39,910 SH   OTR 1 0 39,910 0
ISHARES TR MSCI EAFE ETF 464287465   9,117,396 1,389 SH Put SOLE   1,389 0 0
ISHARES TR CHINA LG-CAP ETF 464287184   2,597,940 91,800 SH   SOLE   91,800 0 0
ISHARES TR 20 YR TR BD ETF 464287432   27,080,320 2,720 SH Call SOLE   2,720 0 0
ISHARES TR MSCI EAFE ETF 464287465   4,010,604 611 SH Put OTR 1 0 611 0
ISHARES TR 20 YR TR BD ETF 464287432   11,847,640 1,190 SH Call OTR 1 0 1,190 0
ISHARES TR CHINA LG-CAP ETF 464287184   2,603,600 920 SH Put OTR 1 0 920 0
ISHARES TR CHINA LG-CAP ETF 464287184   4,329,900 1,530 SH Call OTR 1 0 1,530 0
ISHARES TR JPMORGAN USD EMG 464288281   5,168,449 611 SH Put OTR 1 0 611 0
JAMF HLDG CORP NOTE 0.125% 9/0 47074LAB1   1,260,741 1,528,000 PRN   OTR 1 0 1,528,000 0
JAMF HLDG CORP NOTE 0.125% 9/0 47074LAB1   2,864,719 3,472,000 PRN   SOLE   3,472,000 0 0
JAWS MUSTANG ACQUISITION COR SHS CL A G50737108   179,172 17,731 SH   SOLE   17,731 0 0
KHOSLA VENTURES ACQUISITION CL A 482504107   309,310 30,993 SH   SOLE   30,993 0 0
KHOSLA VENTURES ACQUISITION CL A 482504107   126,816 12,707 SH   OTR 1 0 12,707 0
KHOSLA VENTURES ACQUT CO III COM CL A 482506102   144,736 14,539 SH   OTR 1 0 14,539 0
KHOSLA VENTURES ACQUT CO III COM CL A 482506102   353,014 35,461 SH   SOLE   35,461 0 0
KNIGHTSWAN ACQUISITION CORP CL A COM 499103109   214,218 21,043 SH   OTR 1 0 21,043 0
KNIGHTSWAN ACQUISITION CORP CL A COM 499103109   549,282 53,957 SH   SOLE   53,957 0 0
KNIGHTSWAN ACQUISITION CORP *W EXP 99/99/999 499103117   274,636 26,978 SH Call SOLE   26,978 0 0
KNIGHTSWAN ACQUISITION CORP *W EXP 99/99/999 499103117   107,104 10,521 SH Call OTR 1 0 10,521 0
LEO HLDGS CORP II COM CL A G5463R102   178,906 17,731 SH   SOLE   17,731 0 0
LIGHTJUMP ACQUISITION CORP *W EXP 01/12/202 53228M114   197,387 16,313 SH Call SOLE   16,313 0 0
LIV CAPITAL ACQUISITN CORP I *W EXP 02/07/202 G5510R113   221,431 21,582 SH Call SOLE   21,582 0 0
LIV CAPITAL ACQUISITN CORP I CLASS A ORD SHS G5510R105   115,148 11,223 SH   OTR 1 0 11,223 0
LIV CAPITAL ACQUISITN CORP I CLASS A ORD SHS G5510R105   283,453 28,777 SH   SOLE   28,777 0 0
LIVENT CORP NOTE 4.125% 7/1 53814LAB4   12,453,323 5,172,000 PRN   OTR 1 0 5,172,000 0
LIVENT CORP NOTE 4.125% 7/1 53814LAB4   30,377,245 12,616,000 PRN   SOLE   12,616,000 0 0
LUCID GROUP INC COM 549498103   1,221,204 1,788 SH Put SOLE   1,788 0 0
LUCID GROUP INC COM 549498103   486,296 712 SH Put OTR 1 0 712 0
MANNKIND CORP NOTE 2.500% 3/0 56400PAQ5   10,029,317 8,403,000 PRN   OTR 1 0 8,403,000 0
MANNKIND CORP NOTE 2.500% 3/0 56400PAQ5   22,793,031 19,097,000 PRN   SOLE   19,097,000 0 0
MARATHON DIGITAL HOLDINGS IN NOTE 1.000%12/0 565788AB2   4,567,429 19,421,000 PRN   SOLE   19,421,000 0 0
MARATHON DIGITAL HOLDINGS IN NOTE 1.000%12/0 565788AB2   1,668,138 7,579,000 PRN   OTR 1 0 7,579,000 0
MARLIN TECHNOLOGY CORP CL A SHS G58411102   179,615 17,731 SH   SOLE   17,731 0 0
MESA LABS INC NOTE 1.375% 8/1 59064RAA7   3,435,293 3,796,000 PRN   SOLE   3,796,000 0 0
MESA LABS INC NOTE 1.375% 8/1 59064RAA7   1,440,723 1,592,000 PRN   OTR 1 0 1,592,000 0
MICROCHIP TECHNOLOGY INC. COM 595017104   2,093,029 29,794 SH   OTR 1 0 29,794 0
MICROCHIP TECHNOLOGY INC. COM 595017104   5,365,414 76,376 SH   SOLE   76,376 0 0
MICROSTRATEGY INC NOTE 2/1 594972AE1   520,297 1,418,000 PRN   SOLE   1,418,000 0 0
MICROSTRATEGY INC NOTE 0.750%12/1 594972AC5   2,040,272 4,335,000 PRN   SOLE   4,335,000 0 0
MICROSTRATEGY INC NOTE 0.750%12/1 594972AC5   795,400 1,690,000 PRN   OTR 1 0 1,690,000 0
MICROSTRATEGY INC NOTE 2/1 594972AE1   213,549 582,000 PRN   OTR 1 0 582,000 0
MORINGA ACQUISITION CORP CL A SHS G6S23K108   357,092 35,461 SH   SOLE   35,461 0 0
MORINGA ACQUISITION CORP CL A SHS G6S23K108   146,408 14,539 SH   OTR 1 0 14,539 0
MORINGA ACQUISITION CORP *W EXP 02/22/202 G6S23K124   142,823 14,183 SH Call SOLE   14,183 0 0
MOTIVE CAPITAL CORP II CL A ORD G6293R106   551,970 53,956 SH   SOLE   53,956 0 0
MOTIVE CAPITAL CORP II *W EXP 99/99/999 G6293R114   183,987 17,985 SH Call SOLE   17,985 0 0
MOTIVE CAPITAL CORP II CL A ORD G6293R106   215,280 21,044 SH   OTR 1 0 21,044 0
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6   9,708,712 9,906,000 PRN   OTR 1 0 9,906,000 0
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6   24,272,758 24,766,000 PRN   SOLE   24,766,000 0 0
NOBLE ROCK ACQUISITION CORP CL A SHS G6546R101   179,083 17,731 SH   SOLE   17,731 0 0
NORTH ATLANTIC ACQUISITN COR CL A SHS G66139109   179,260 17,731 SH   SOLE   17,731 0 0
NOVA LTD NOTE 10/1 66980MAB2   15,855,626 12,937,000 PRN   SOLE   12,937,000 0 0
NOVA LTD NOTE 10/1 66980MAB2   6,818,029 5,563,000 PRN   OTR 1 0 5,563,000 0
NOVAVAX INC NOTE 3.750% 2/0 670002AB0   9,691,179 9,746,000 PRN   OTR 1 0 9,746,000 0
NOVAVAX INC NOTE 3.750% 2/0 670002AB0   22,022,423 22,147,000 PRN   SOLE   22,147,000 0 0
NOVOCURE LTD NOTE 11/0 67011XAB9   24,750,750 27,620,000 PRN   SOLE   27,620,000 0 0
NOVOCURE LTD NOTE 11/0 67011XAB9   9,617,426 10,771,000 PRN   OTR 1 0 10,771,000 0
NUTANIX INC NOTE 0.250%10/0 67059NAH1   1,391,852 1,655,000 PRN   OTR 1 0 1,655,000 0
NUTANIX INC NOTE 1/1 67059NAB4   14,188,805 14,287,000 PRN   OTR 1 0 14,287,000 0
NUTANIX INC NOTE 1/1 67059NAB4   36,386,186 36,638,000 PRN   SOLE   36,638,000 0 0
NUTANIX INC NOTE 0.250%10/0 67059NAH1   3,233,637 3,845,000 PRN   SOLE   3,845,000 0 0
OMEROS CORP NOTE 5.250% 2/1 682143AG7   4,184,122 7,919,000 PRN   OTR 1 0 7,919,000 0
OMEROS CORP NOTE 5.250% 2/1 682143AG7   10,456,341 19,790,000 PRN   SOLE   19,790,000 0 0
OMEROS CORP COM 682143102   209,954 929 SH Put SOLE   929 0 0
ON SEMICONDUCTOR CORP COM 682189105   11,398,991 182,764 SH   SOLE   182,764 0 0
ON SEMICONDUCTOR CORP COM 682189105   2,650,725 425 SH Call SOLE   425 0 0
ON SEMICONDUCTOR CORP COM 682189105   4,677,313 74,993 SH   OTR 1 0 74,993 0
ON SEMICONDUCTOR CORP COM 682189105   1,091,475 175 SH Call OTR 1 0 175 0
PAGERDUTY INC NOTE 1.250% 7/0 69553PAB6   16,614,423 16,446,000 PRN   OTR 1 0 16,446,000 0
PAGERDUTY INC NOTE 1.250% 7/0 69553PAB6   39,508,503 39,108,000 PRN   SOLE   39,108,000 0 0
PARATEK PHARMACEUTICALS INC NOTE 4.750% 5/0 699374AB0   3,824,616 4,421,000 PRN   OTR 1 0 4,421,000 0
PARATEK PHARMACEUTICALS INC NOTE 4.750% 5/0 699374AB0   9,559,376 11,050,000 PRN   SOLE   11,050,000 0 0
PATRICK INDS INC DBCV 1.000% 2/0 703343AB9   5,282,299 5,311,000 PRN   SOLE   5,311,000 0 0
PATRICK INDS INC DBCV 1.000% 2/0 703343AB9   2,062,792 2,074,000 PRN   OTR 1 0 2,074,000 0
PEGASYSTEMS INC NOTE 0.750% 3/0 705573AB9   616,587 715,000 PRN   OTR 1 0 715,000 0
PEGASYSTEMS INC NOTE 0.750% 3/0 705573AB9   1,539,311 1,785,000 PRN   SOLE   1,785,000 0 0
PERIDOT ACQUISITION CORP II SHS CL A G7008B105   179,260 17,731 SH   SOLE   17,731 0 0
PINDUODUO INC NOTE 10/0 722304AB8   20,232,855 10,511,000 PRN   OTR 1 0 10,511,000 0
PINDUODUO INC NOTE 10/0 722304AB8   45,978,688 23,886,000 PRN   SOLE   23,886,000 0 0
PIONEER MERGER CORP CL A SHS G7S24C103   143,836 14,185 SH   SOLE   14,185 0 0
PONTEM CORPORATION SHS CL A G71707106   179,260 17,731 SH   SOLE   17,731 0 0
PROS HOLDINGS INC NOTE 1.000% 5/1 74346YAH6   1,631,314 1,740,000 PRN   OTR 1 0 1,740,000 0
PROS HOLDINGS INC NOTE 1.000% 5/1 74346YAH6   3,706,083 3,953,000 PRN   SOLE   3,953,000 0 0
PROSPECTOR CAPITAL CORP CL A G7273A105   115,888 11,647 SH   OTR 1 0 11,647 0
PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8   17,922,404 16,545,000 PRN   OTR 1 0 16,545,000 0
PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8   41,681,369 38,478,000 PRN   SOLE   38,478,000 0 0
REPLIGEN CORP NOTE 0.375% 7/1 759916AB5   14,908,772 9,404,000 PRN   OTR 1 0 9,404,000 0
REPLIGEN CORP NOTE 0.375% 7/1 759916AB5   35,846,688 22,611,000 PRN   SOLE   22,611,000 0 0
REVANCE THERAPEUTICS INC NOTE 1.750% 2/1 761330AB5   2,254,006 2,445,000 PRN   OTR 1 0 2,445,000 0
REVANCE THERAPEUTICS INC NOTE 1.750% 2/1 761330AB5   5,488,897 5,954,000 PRN   SOLE   5,954,000 0 0
RMG ACQUISITION CORP III CL A SHS G76088106   146,626 14,539 SH   OTR 1 0 14,539 0
ROYAL CARIBBEAN GROUP NOTE 4.250% 6/1 780153BB7   8,668,491 8,683,000 PRN   OTR 1 0 8,683,000 0
ROYAL CARIBBEAN GROUP NOTE 4.250% 6/1 780153BB7   21,139,617 21,175,000 PRN   SOLE   21,175,000 0 0
SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6   30,900,472 16,459,000 PRN   OTR 1 0 16,459,000 0
SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6   70,226,808 37,406,000 PRN   SOLE   37,406,000 0 0
SCION TECH GROWTH II CL A SHS G31070108   179,428 17,730 SH   SOLE   17,730 0 0
SEA LTD NOTE 1.000%12/0 81141RAD2   22,423,104 18,201,000 PRN   SOLE   18,201,000 0 0
SEA LTD NOTE 2.375%12/0 81141RAF7   8,591,759 8,680,000 PRN   SOLE   8,680,000 0 0
SEA LTD NOTE 1.000%12/0 81141RAD2   9,875,480 8,016,000 PRN   OTR 1 0 8,016,000 0
SEA LTD NOTE 2.375%12/0 81141RAF7   3,781,166 3,820,000 PRN   OTR 1 0 3,820,000 0
SELECT SECTOR SPDR TR FINANCIAL 81369Y605   2,939,832 85,960 SH   SOLE   85,960 0 0
SELECT SECTOR SPDR TR FINANCIAL 81369Y605   8,272,980 2,419 SH Put SOLE   2,419 0 0
SELECT SECTOR SPDR TR FINANCIAL 81369Y605   3,642,300 1,065 SH Put OTR 1 0 1,065 0
SELECT SECTOR SPDR TR FINANCIAL 81369Y605   506,160 148 SH Call OTR 1 0 148 0
SELECT SECTOR SPDR TR FINANCIAL 81369Y605   4,196,819 122,714 SH   OTR 1 0 122,714 0
SELECT SECTOR SPDR TR FINANCIAL 81369Y605   1,149,120 336 SH Call SOLE   336 0 0
SHAKE SHACK INC NOTE 3/0 819047AB7   1,465,738 2,193,000 PRN   OTR 1 0 2,193,000 0
SHAKE SHACK INC NOTE 3/0 819047AB7   3,330,493 4,983,000 PRN   SOLE   4,983,000 0 0
SHOPIFY INC NOTE 0.125%11/0 82509LAA5   5,027,826 5,862,000 PRN   OTR 1 0 5,862,000 0
SHOPIFY INC NOTE 0.125%11/0 82509LAA5   12,561,844 14,646,000 PRN   SOLE   14,646,000 0 0
SNAP INC NOTE 0.250% 5/0 83304AAD8   11,961,157 13,249,000 PRN   SOLE   13,249,000 0 0
SNAP INC NOTE 0.250% 5/0 83304AAD8   4,713,817 5,188,000 PRN   OTR 1 0 5,188,000 0
SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6   17,511,037 14,067,000 PRN   SOLE   14,067,000 0 0
SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6   7,175,206 5,764,000 PRN   OTR 1 0 5,764,000 0
SOUTHWEST AIRLS CO COM 844741108   2,885,519 857 SH Call OTR 1 0 857 0
SOUTHWEST AIRLS CO COM 844741108   6,878,781 2,043 SH Call SOLE   2,043 0 0
SOUTHWEST AIRLS CO COM 844741108   11,266,386 334,612 SH   SOLE   334,612 0 0
SOUTHWEST AIRLS CO COM 844741108   4,732,116 140,544 SH   OTR 1 0 140,544 0
SPDR GOLD TR GOLD SHS 78463V107   23,562,996 1,389 SH Call SOLE   1,389 0 0
SPDR GOLD TR GOLD SHS 78463V107   10,365,004 611 SH Call OTR 1 0 611 0
SPDR S&P 500 ETF TR TR UNIT 78462F103   7,778,626 20,340 SH   SOLE   20,340 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103   477,655 1,249 SH   OTR 1 0 1,249 0
STANDARD BIOTOOLS INC NOTE 5.250%12/0 34385PAF5   5,945,975 6,738,000 PRN   SOLE   6,738,000 0 0
STANDARD BIOTOOLS INC NOTE 5.250%12/0 34385PAF5   2,437,338 2,762,000 PRN   OTR 1 0 2,762,000 0
STRATIM CLOUD ACQUISITION CO CLASS A COM 86309R107   145,535 14,539 SH   OTR 1 0 14,539 0
STRATIM CLOUD ACQUISITION CO CLASS A COM 86309R107   354,965 35,461 SH   SOLE   35,461 0 0
STRATIM CLOUD ACQUISITION CO *W EXP 03/05/202 86309R115   118,318 11,820 SH Call SOLE   11,820 0 0
SUNNOVA ENERGY INTL INC. NOTE 0.250%12/0 86745KAF1   4,868,522 6,257,000 PRN   OTR 1 0 6,257,000 0
SUNNOVA ENERGY INTL INC. NOTE 0.250%12/0 86745KAF1   11,323,571 14,553,000 PRN   SOLE   14,553,000 0 0
SUNRUN INC NOTE 2/0 86771WAB1   10,473,621 15,092,000 PRN   SOLE   15,092,000 0 0
SUNRUN INC NOTE 2/0 86771WAB1   4,608,754 6,641,000 PRN   OTR 1 0 6,641,000 0
SUPERNUS PHARMACEUTICALS NOTE 0.625% 4/0 868459AD0   28,852,356 29,351,000 PRN   SOLE   29,351,000 0 0
SUPERNUS PHARMACEUTICALS NOTE 0.625% 4/0 868459AD0   11,541,532 11,741,000 PRN   OTR 1 0 11,741,000 0
SVF INVESTMENT CORP CL A SHS G8601L102   179,250 17,730 SH   SOLE   17,730 0 0
TAILWIND INTERNATNAL ACQ COR COM CL A G8662F101   146,688 14,538 SH   OTR 1 0 14,538 0
TAILWIND INTERNATNAL ACQ COR COM CL A G8662F101   357,812 35,462 SH   SOLE   35,462 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100   2,130,414 286 SH Put SOLE   286 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100   2,130,414 28,600 SH   SOLE   28,600 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100   849,186 11,400 SH   OTR 1 0 11,400 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100   849,186 114 SH Put OTR 1 0 114 0
TESLA INC COM 88160R101   13,697,616 1,112 SH Call SOLE   1,112 0 0
TESLA INC COM 88160R101   4,508,388 366 SH Call OTR 1 0 366 0
THE REALREAL INC NOTE 1.000% 3/0 88339PAD3   229,325 612,000 PRN   OTR 1 0 612,000 0
THE REALREAL INC NOTE 1.000% 3/0 88339PAD3   520,103 1,388,000 PRN   SOLE   1,388,000 0 0
THE REALREAL INC NOTE 3.000% 6/1 88339PAB7   10,696,494 17,652,000 PRN   SOLE   17,652,000 0 0
THE REALREAL INC NOTE 3.000% 6/1 88339PAB7   4,277,507 7,059,000 PRN   OTR 1 0 7,059,000 0
TILRAY BRANDS INC NOTE 5.000%10/0 88688TAB6   15,543,266 15,959,000 PRN   SOLE   15,959,000 0 0
TILRAY BRANDS INC NOTE 5.000%10/0 88688TAB6   6,476,768 6,650,000 PRN   OTR 1 0 6,650,000 0
TRICIDA INC NOTE 3.500% 5/1 89610FAB7   479,274 5,051,000 PRN   OTR 1 0 5,051,000 0
TRICIDA INC NOTE 3.500% 5/1 89610FAB7   1,198,043 12,626,000 PRN   SOLE   12,626,000 0 0
TWO COM CL A G9152V101   1,107,045 109,935 SH   SOLE   109,935 0 0
TWO COM CL A G9152V101   453,875 45,072 SH   OTR 1 0 45,072 0
TYLER TECHNOLOGIES INC COM 902252105   506,829 1,572 SH   SOLE   1,572 0 0
TYLER TECHNOLOGIES INC COM 902252105   213,435 662 SH   OTR 1 0 662 0
TZP STRATEGIES ACQUISTN CORP CL A SHS G91595101   143,344 14,184 SH   SOLE   14,184 0 0
UNITI GROUP INC COM 91325V108   340,311 61,539 SH   SOLE   61,539 0 0
UNITI GROUP INC COM 91325V108   149,747 27,079 SH   OTR 1 0 27,079 0
VAIL RESORTS INC COM 91879Q109   2,248,832 9,435 SH   SOLE   9,435 0 0
VAIL RESORTS INC COM 91879Q109   989,391 4,151 SH   OTR 1 0 4,151 0
VANECK ETF TRUST GOLD MINERS ETF 92189F106   1,751,126 611 SH Call OTR 1 0 611 0
VANECK ETF TRUST GOLD MINERS ETF 92189F106   3,980,874 1,389 SH Call SOLE   1,389 0 0
VARONIS SYS INC NOTE 1.250% 8/1 922280AB8   8,029,877 7,637,000 PRN   SOLE   7,637,000 0 0
VARONIS SYS INC NOTE 1.250% 8/1 922280AB8   3,536,006 3,363,000 PRN   OTR 1 0 3,363,000 0
VERADIGM INC COM 01988P108   3,932,185 222,913 SH   SOLE   222,913 0 0
VERADIGM INC COM 01988P108   1,691,658 95,899 SH   OTR 1 0 95,899 0
VERINT SYSTEMS INC NOTE 0.250% 4/1 92343XAC4   936,924 1,070,000 PRN   OTR 1 0 1,070,000 0
VERINT SYSTEMS INC NOTE 0.250% 4/1 92343XAC4   2,114,100 2,430,000 PRN   SOLE   2,430,000 0 0
WAYFAIR INC NOTE 1.000% 8/1 94419LAF8   1,997,428 3,471,000 PRN   SOLE   3,471,000 0 0
WAYFAIR INC NOTE 1.000% 8/1 94419LAF8   879,881 1,529,000 PRN   OTR 1 0 1,529,000 0
WESTERN DIGITAL CORP. COM 958102105   473,786 15,017 SH   SOLE   15,017 0 0
WIX COM LTD NOTE 7/0 92940WAB5   10,535,020 10,825,000 PRN   OTR 1 0 10,825,000 0
WIX COM LTD NOTE 7/0 92940WAB5   27,298,596 28,050,000 PRN   SOLE   28,050,000 0 0
ZSCALER INC NOTE 0.125% 7/0 98980GAB8   15,621,581 14,848,000 PRN   OTR 1 0 14,848,000 0
ZSCALER INC NOTE 0.125% 7/0 98980GAB8   40,082,152 38,070,000 PRN   SOLE   38,070,000 0 0