The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
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UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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| 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 |
| 2U INC | NOTE 2.250% 5/0 | 90214JAB7 | 7,696,801 | 14,849,000 | PRN | SOLE | 14,849,000 | 0 | 0 | |||
| 2U INC | NOTE 2.250% 5/0 | 90214JAB7 | 3,544,914 | 6,839,000 | PRN | OTR | 1 | 0 | 6,839,000 | 0 | ||
| 3D SYS CORP DEL | NOTE 11/1 | 88554DAD8 | 6,486,529 | 8,493,000 | PRN | SOLE | 8,493,000 | 0 | 0 | |||
| 3D SYS CORP DEL | NOTE 11/1 | 88554DAD8 | 2,983,385 | 3,907,000 | PRN | OTR | 1 | 0 | 3,907,000 | 0 | ||
| 8X8 INC NEW | NOTE 4.000% 2/0 | 282914AE0 | 775,629 | 924,000 | PRN | SOLE | 924,000 | 0 | 0 | |||
| 8X8 INC NEW | NOTE 4.000% 2/0 | 282914AE0 | 291,280 | 347,000 | PRN | OTR | 1 | 0 | 347,000 | 0 | ||
| ACCURAY INC DEL | NOTE 3.750% 6/0 | 004397AK1 | 3,430,802 | 3,808,000 | PRN | SOLE | 3,808,000 | 0 | 0 | |||
| ACCURAY INC DEL | NOTE 3.750% 6/0 | 004397AK1 | 1,614,495 | 1,792,000 | PRN | OTR | 1 | 0 | 1,792,000 | 0 | ||
| AFFIRM HLDGS INC | NOTE 11/1 | 00827BAB2 | 14,125,808 | 17,237,000 | PRN | SOLE | 17,237,000 | 0 | 0 | |||
| AFFIRM HLDGS INC | NOTE 11/1 | 00827BAB2 | 6,498,675 | 7,930,000 | PRN | OTR | 1 | 0 | 7,930,000 | 0 | ||
| AIRBNB INC | NOTE 3/1 | 009066AB7 | 31,843,682 | 35,323,000 | PRN | SOLE | 35,323,000 | 0 | 0 | |||
| AIRBNB INC | NOTE 3/1 | 009066AB7 | 15,267,804 | 16,936,000 | PRN | OTR | 1 | 0 | 16,936,000 | 0 | ||
| ALARM COM HLDGS INC | NOTE 1/1 | 011642AB1 | 4,623,401 | 5,196,000 | PRN | SOLE | 5,196,000 | 0 | 0 | |||
| ALARM COM HLDGS INC | NOTE 1/1 | 011642AB1 | 1,802,735 | 2,026,000 | PRN | OTR | 1 | 0 | 2,026,000 | 0 | ||
| ALIBABA GROUP HLDG LTD | SPONSORED ADS | 01609W102 | 13,269,712 | 1,712 | SH | Call | SOLE | 1,712 | 0 | 0 | ||
| ALIBABA GROUP HLDG LTD | SPONSORED ADS | 01609W102 | 6,107,788 | 788 | SH | Call | OTR | 1 | 0 | 788 | 0 | |
| ALPHATEC HLDGS INC | NOTE 0.750% 8/0 | 02081GAB8 | 23,958,053 | 22,601,000 | PRN | SOLE | 22,601,000 | 0 | 0 | |||
| ALPHATEC HLDGS INC | NOTE 0.750% 8/0 | 02081GAB8 | 11,023,398 | 10,399,000 | PRN | OTR | 1 | 0 | 10,399,000 | 0 | ||
| ANTERO RESOURCES CORP | COM | 03674X106 | 1,553,580 | 685 | SH | Call | SOLE | 685 | 0 | 0 | ||
| ANTERO RESOURCES CORP | COM | 03674X106 | 714,420 | 315 | SH | Call | OTR | 1 | 0 | 315 | 0 | |
| APELLIS PHARMACEUTICALS INC | NOTE 3.500% 9/1 | 03753UAB2 | 45,208,807 | 27,759,000 | PRN | SOLE | 27,759,000 | 0 | 0 | |||
| APELLIS PHARMACEUTICALS INC | NOTE 3.500% 9/1 | 03753UAB2 | 20,795,823 | 12,769,000 | PRN | OTR | 1 | 0 | 12,769,000 | 0 | ||
| ARES CAPITAL CORP | COM | 04010L103 | 340,650 | 17,007 | SH | SOLE | 17,007 | 0 | 0 | |||
| ARTIVION INC | NOTE 4.250% 7/0 | 228903AB6 | 15,915,329 | 15,050,000 | PRN | SOLE | 15,050,000 | 0 | 0 | |||
| ARTIVION INC | NOTE 4.250% 7/0 | 228903AB6 | 7,323,167 | 6,925,000 | PRN | OTR | 1 | 0 | 6,925,000 | 0 | ||
| AURORA CANNABIS INC | NOTE 5.500% 2/2 | 05156XAG3 | 1,105,950 | 1,095,000 | PRN | SOLE | 1,095,000 | 0 | 0 | |||
| AURORA CANNABIS INC | NOTE 5.500% 2/2 | 05156XAG3 | 510,050 | 505,000 | PRN | OTR | 1 | 0 | 505,000 | 0 | ||
| AXON ENTERPRISE INC | NOTE 0.500%12/1 | 05464CAB7 | 19,077,565 | 15,100,000 | PRN | SOLE | 15,100,000 | 0 | 0 | |||
| AXON ENTERPRISE INC | NOTE 0.500%12/1 | 05464CAB7 | 9,349,271 | 7,400,000 | PRN | OTR | 1 | 0 | 7,400,000 | 0 | ||
| BENTLEY SYS INC | NOTE 0.375% 7/0 | 08265TAD1 | 3,432,642 | 3,818,000 | PRN | SOLE | 3,818,000 | 0 | 0 | |||
| BENTLEY SYS INC | NOTE 0.375% 7/0 | 08265TAD1 | 1,512,232 | 1,682,000 | PRN | OTR | 1 | 0 | 1,682,000 | 0 | ||
| BEYOND MEAT INC | COM | 08862E109 | 1,920,620 | 2,158 | SH | Put | SOLE | 2,158 | 0 | 0 | ||
| BEYOND MEAT INC | NOTE 3/1 | 08862EAB5 | 5,339,763 | 28,848,000 | PRN | SOLE | 28,848,000 | 0 | 0 | |||
| BEYOND MEAT INC | COM | 08862E109 | 749,380 | 842 | SH | Put | OTR | 1 | 0 | 842 | 0 | |
| BEYOND MEAT INC | NOTE 3/1 | 08862EAB5 | 2,082,375 | 11,250,000 | PRN | OTR | 1 | 0 | 11,250,000 | 0 | ||
| BILIBILI INC | NOTE 1.375% 4/0 | 090040AB2 | 34,830,777 | 35,377,000 | PRN | SOLE | 35,377,000 | 0 | 0 | |||
| BILIBILI INC | NOTE 1.375% 4/0 | 090040AB2 | 16,021,745 | 16,273,000 | PRN | OTR | 1 | 0 | 16,273,000 | 0 | ||
| BILL HOLDINGS INC | NOTE 12/0 | 090043AB6 | 50,315,761 | 53,573,000 | PRN | SOLE | 53,573,000 | 0 | 0 | |||
| BILL HOLDINGS INC | NOTE 12/0 | 090043AB6 | 23,149,402 | 24,648,000 | PRN | OTR | 1 | 0 | 24,648,000 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 1,407,732 | 146 | SH | Put | SOLE | 146 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 10,549,312 | 109,410 | SH | SOLE | 109,410 | 0 | 0 | |||
| BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 568,878 | 59 | SH | Put | OTR | 1 | 0 | 59 | 0 | |
| BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 4,220,689 | 43,774 | SH | OTR | 1 | 0 | 43,774 | 0 | ||
| BLACKLINE INC | NOTE 0.125% 8/0 | 09239BAB5 | 5,308,459 | 5,177,000 | PRN | SOLE | 5,177,000 | 0 | 0 | |||
| BLACKLINE INC | NOTE 0.125% 8/0 | 09239BAB5 | 2,279,449 | 2,223,000 | PRN | OTR | 1 | 0 | 2,223,000 | 0 | ||
| BLOCK INC | NOTE 0.125% 3/0 | 852234AF0 | 39,119,924 | 39,820,000 | PRN | SOLE | 39,820,000 | 0 | 0 | |||
| BLOCK INC | NOTE 0.125% 3/0 | 852234AF0 | 17,996,934 | 18,319,000 | PRN | OTR | 1 | 0 | 18,319,000 | 0 | ||
| BLOOM ENERGY CORP | NOTE 2.500% 8/1 | 093712AH0 | 28,233,654 | 24,518,000 | PRN | SOLE | 24,518,000 | 0 | 0 | |||
| BLOOM ENERGY CORP | NOTE 2.500% 8/1 | 093712AH0 | 12,988,310 | 11,279,000 | PRN | OTR | 1 | 0 | 11,279,000 | 0 | ||
| BOOKING HOLDINGS INC | COM | 09857L108 | 5,320,830 | 15 | SH | Put | SOLE | 15 | 0 | 0 | ||
| BOOKING HOLDINGS INC | COM | 09857L108 | 27,398,727 | 7,724 | SH | SOLE | 7,724 | 0 | 0 | |||
| BOOKING HOLDINGS INC | COM | 09857L108 | 2,483,054 | 7 | SH | Put | OTR | 1 | 0 | 7 | 0 | |
| BOOKING HOLDINGS INC | COM | 09857L108 | 11,787,412 | 3,323 | SH | OTR | 1 | 0 | 3,323 | 0 | ||
| BOX INC | NOTE 1/1 | 10316TAB0 | 11,665,891 | 10,434,000 | PRN | SOLE | 10,434,000 | 0 | 0 | |||
| BOX INC | NOTE 1/1 | 10316TAB0 | 5,482,991 | 4,904,000 | PRN | OTR | 1 | 0 | 4,904,000 | 0 | ||
| BRIDGEBIO PHARMA INC | NOTE 2.250% 2/0 | 10806XAD4 | 10,291,305 | 12,146,000 | PRN | SOLE | 12,146,000 | 0 | 0 | |||
| BRIDGEBIO PHARMA INC | NOTE 2.250% 2/0 | 10806XAD4 | 4,837,236 | 5,709,000 | PRN | OTR | 1 | 0 | 5,709,000 | 0 | ||
| CAPRI HOLDINGS LIMITED | SHS | G1890L107 | 13,243,264 | 2,636 | SH | Call | SOLE | 2,636 | 0 | 0 | ||
| CAPRI HOLDINGS LIMITED | SHS | G1890L107 | 6,099,136 | 1,214 | SH | Call | OTR | 1 | 0 | 1,214 | 0 | |
| CARDLYTICS INC | NOTE 1.000% 9/1 | 14161WAB1 | 5,317,774 | 8,462,000 | PRN | SOLE | 8,462,000 | 0 | 0 | |||
| CARDLYTICS INC | NOTE 1.000% 9/1 | 14161WAB1 | 2,448,363 | 3,896,000 | PRN | OTR | 1 | 0 | 3,896,000 | 0 | ||
| CERENCE INC | NOTE 3.000% 6/0 | 156727AB5 | 9,478,700 | 9,848,000 | PRN | SOLE | 9,848,000 | 0 | 0 | |||
| CERENCE INC | NOTE 3.000% 6/0 | 156727AB5 | 4,363,975 | 4,534,000 | PRN | OTR | 1 | 0 | 4,534,000 | 0 | ||
| CEREVEL THERAPEUTICS HLDNG I | COM | 15678U128 | 784,400 | 185 | SH | Put | SOLE | 185 | 0 | 0 | ||
| CEREVEL THERAPEUTICS HLDNG I | COM | 15678U128 | 360,400 | 85 | SH | Put | OTR | 1 | 0 | 85 | 0 | |
| CERIDIAN HCM HLDG INC | NOTE 0.250% 3/1 | 15677JAD0 | 14,348,383 | 15,919,000 | PRN | SOLE | 15,919,000 | 0 | 0 | |||
| CERIDIAN HCM HLDG INC | NOTE 0.250% 3/1 | 15677JAD0 | 6,632,939 | 7,359,000 | PRN | OTR | 1 | 0 | 7,359,000 | 0 | ||
| CHART INDS INC | NOTE 1.000%11/1 | 16115QAE0 | 5,566,494 | 2,379,000 | PRN | SOLE | 2,379,000 | 0 | 0 | |||
| CHART INDS INC | NOTE 1.000%11/1 | 16115QAE0 | 2,620,628 | 1,120,000 | PRN | OTR | 1 | 0 | 1,120,000 | 0 | ||
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 5,314,630 | 6,138,000 | PRN | SOLE | 6,138,000 | 0 | 0 | |||
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 2,443,448 | 2,822,000 | PRN | OTR | 1 | 0 | 2,822,000 | 0 | ||
| CINEMARK HLDGS INC | NOTE 4.500% 8/1 | 17243VAB8 | 36,956,037 | 30,615,000 | PRN | SOLE | 30,615,000 | 0 | 0 | |||
| CINEMARK HLDGS INC | NOTE 4.500% 8/1 | 17243VAB8 | 17,738,658 | 14,695,000 | PRN | OTR | 1 | 0 | 14,695,000 | 0 | ||
| COINBASE GLOBAL INC | NOTE 0.500% 6/0 | 19260QAB3 | 2,523,274 | 2,782,000 | PRN | SOLE | 2,782,000 | 0 | 0 | |||
| COINBASE GLOBAL INC | NOTE 0.500% 6/0 | 19260QAB3 | 1,163,681 | 1,283,000 | PRN | OTR | 1 | 0 | 1,283,000 | 0 | ||
| COLLEGIUM PHARMACEUTICAL INC | NOTE 2.625% 2/1 | 19459JAA2 | 1,749,075 | 1,419,000 | PRN | SOLE | 1,419,000 | 0 | 0 | |||
| COLLEGIUM PHARMACEUTICAL INC | NOTE 2.625% 2/1 | 19459JAA2 | 697,658 | 566,000 | PRN | OTR | 1 | 0 | 566,000 | 0 | ||
| CUTERA INC | NOTE 4.000% 6/0 | 232109AG3 | 1,731,634 | 7,573,000 | PRN | SOLE | 7,573,000 | 0 | 0 | |||
| CUTERA INC | NOTE 4.000% 6/0 | 232109AG3 | 797,334 | 3,487,000 | PRN | OTR | 1 | 0 | 3,487,000 | 0 | ||
| CYBERARK SOFTWARE LTD | NOTE 11/1 | 23248VAB1 | 31,497,386 | 22,198,000 | PRN | SOLE | 22,198,000 | 0 | 0 | |||
| CYBERARK SOFTWARE LTD | NOTE 11/1 | 23248VAB1 | 14,490,103 | 10,212,000 | PRN | OTR | 1 | 0 | 10,212,000 | 0 | ||
| CYTOKINETICS INC | NOTE 3.500% 7/0 | 23282WAC4 | 23,856,953 | 13,514,000 | PRN | SOLE | 13,514,000 | 0 | 0 | |||
| CYTOKINETICS INC | NOTE 3.500% 7/0 | 23282WAC4 | 11,450,067 | 6,486,000 | PRN | OTR | 1 | 0 | 6,486,000 | 0 | ||
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 45,939,767 | 32,779,000 | PRN | SOLE | 32,779,000 | 0 | 0 | |||
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 21,138,825 | 15,083,000 | PRN | OTR | 1 | 0 | 15,083,000 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 6,254,298 | 11,491,000 | PRN | SOLE | 11,491,000 | 0 | 0 | |||
| DISH NETWORK CORPORATION | NOTE 12/1 | 25470MAF6 | 4,059,232 | 6,470,000 | PRN | SOLE | 6,470,000 | 0 | 0 | |||
| DISH NETWORK CORPORATION | NOTE 2.375% 3/1 | 25470MAD1 | 10,340,467 | 10,474,000 | PRN | SOLE | 10,474,000 | 0 | 0 | |||
| DISH NETWORK CORPORATION | NOTE 12/1 | 25470MAF6 | 1,946,800 | 3,103,000 | PRN | OTR | 1 | 0 | 3,103,000 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 2.375% 3/1 | 25470MAD1 | 4,764,473 | 4,826,000 | PRN | OTR | 1 | 0 | 4,826,000 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 2,958,695 | 5,436,000 | PRN | OTR | 1 | 0 | 5,436,000 | 0 | ||
| DRAFTKINGS INC NEW | NOTE 3/1 | 26142RAB0 | 11,494,728 | 14,173,000 | PRN | SOLE | 14,173,000 | 0 | 0 | |||
| DRAFTKINGS INC NEW | NOTE 3/1 | 26142RAB0 | 5,293,593 | 6,527,000 | PRN | OTR | 1 | 0 | 6,527,000 | 0 | ||
| DROPBOX INC | NOTE 3/0 | 26210CAC8 | 7,748,288 | 7,868,000 | PRN | SOLE | 7,868,000 | 0 | 0 | |||
| DROPBOX INC | NOTE 3/0 | 26210CAD6 | 4,987,451 | 4,965,000 | PRN | SOLE | 4,965,000 | 0 | 0 | |||
| DROPBOX INC | NOTE 3/0 | 26210CAC8 | 3,175,932 | 3,225,000 | PRN | OTR | 1 | 0 | 3,225,000 | 0 | ||
| DROPBOX INC | NOTE 3/0 | 26210CAD6 | 2,044,202 | 2,035,000 | PRN | OTR | 1 | 0 | 2,035,000 | 0 | ||
| DYNAVAX TECHNOLOGIES CORP | NOTE 2.500% 5/1 | 268158AD4 | 21,242,140 | 14,582,000 | PRN | SOLE | 14,582,000 | 0 | 0 | |||
| DYNAVAX TECHNOLOGIES CORP | NOTE 2.500% 5/1 | 268158AD4 | 9,349,338 | 6,418,000 | PRN | OTR | 1 | 0 | 6,418,000 | 0 | ||
| ENDEAVOR GROUP HLDGS INC | CL A COM | 29260Y109 | 896,994 | 378 | SH | Put | SOLE | 378 | 0 | 0 | ||
| ENDEAVOR GROUP HLDGS INC | CL A COM | 29260Y109 | 412,902 | 174 | SH | Put | OTR | 1 | 0 | 174 | 0 | |
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAH0 | 2,217,548 | 2,418,000 | PRN | SOLE | 2,418,000 | 0 | 0 | |||
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAH0 | 1,022,567 | 1,115,000 | PRN | OTR | 1 | 0 | 1,115,000 | 0 | ||
| EURONET WORLDWIDE INC | COM | 298736109 | 1,279,484 | 12,607 | SH | SOLE | 12,607 | 0 | 0 | |||
| EURONET WORLDWIDE INC | COM | 298736109 | 496,388 | 4,891 | SH | OTR | 1 | 0 | 4,891 | 0 | ||
| EVENTBRITE INC | NOTE 5.000%12/0 | 29975EAB5 | 22,543,845 | 21,491,000 | PRN | SOLE | 21,491,000 | 0 | 0 | |||
| EVENTBRITE INC | NOTE 5.000%12/0 | 29975EAB5 | 10,822,430 | 10,317,000 | PRN | OTR | 1 | 0 | 10,317,000 | 0 | ||
| EVOLENT HEALTH INC | NOTE 1.500%10/1 | 30050BAD3 | 28,218,716 | 24,677,000 | PRN | SOLE | 24,677,000 | 0 | 0 | |||
| EVOLENT HEALTH INC | NOTE 1.500%10/1 | 30050BAD3 | 12,980,130 | 11,351,000 | PRN | OTR | 1 | 0 | 11,351,000 | 0 | ||
| EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 11,921,713 | 12,258,000 | PRN | SOLE | 12,258,000 | 0 | 0 | |||
| EXACT SCIENCES CORP | NOTE 1.000% 1/1 | 30063PAA3 | 4,371,404 | 3,817,000 | PRN | SOLE | 3,817,000 | 0 | 0 | |||
| EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 5,487,217 | 5,642,000 | PRN | OTR | 1 | 0 | 5,642,000 | 0 | ||
| EXACT SCIENCES CORP | NOTE 1.000% 1/1 | 30063PAA3 | 2,013,342 | 1,758,000 | PRN | OTR | 1 | 0 | 1,758,000 | 0 | ||
| FUBOTV INC | COM | 35953D104 | 762,246 | 2,397 | SH | Put | SOLE | 2,397 | 0 | 0 | ||
| FUBOTV INC | NOTE 3.250% 2/1 | 35953DAB0 | 6,169,921 | 8,636,000 | PRN | SOLE | 8,636,000 | 0 | 0 | |||
| FUBOTV INC | COM | 35953D104 | 350,754 | 1,103 | SH | Put | OTR | 1 | 0 | 1,103 | 0 | |
| FUBOTV INC | NOTE 3.250% 2/1 | 35953DAB0 | 2,837,764 | 3,972,000 | PRN | OTR | 1 | 0 | 3,972,000 | 0 | ||
| GAMESTOP CORP NEW | CL A | 36467W109 | 799,368 | 456 | SH | Call | SOLE | 456 | 0 | 0 | ||
| GAMESTOP CORP NEW | CL A | 36467W109 | 369,883 | 211 | SH | Call | OTR | 1 | 0 | 211 | 0 | |
| GOAL ACQUISITIONS CORP | *W EXP 02/11/202 | 38021H115 | 152,631 | 14,185 | SH | Call | SOLE | 14,185 | 0 | 0 | ||
| GOL LINHAS AEREAS INTELIGENT | SPON ADR PFD NEW | 38045R206 | 917,308 | 2,534 | SH | Put | SOLE | 2,534 | 0 | 0 | ||
| GOL LINHAS AEREAS INTELIGENT | SPON ADR PFD NEW | 38045R206 | 366,706 | 1,013 | SH | Put | OTR | 1 | 0 | 1,013 | 0 | |
| GOPRO INC | NOTE 1.250%11/1 | 38268TAD5 | 18,339,143 | 20,445,000 | PRN | SOLE | 20,445,000 | 0 | 0 | |||
| GOPRO INC | NOTE 1.250%11/1 | 38268TAD5 | 8,220,996 | 9,165,000 | PRN | OTR | 1 | 0 | 9,165,000 | 0 | ||
| GOSSAMER BIO INC | NOTE 5.000% 6/0 | 38341PAA0 | 8,074,024 | 20,882,000 | PRN | SOLE | 20,882,000 | 0 | 0 | |||
| GOSSAMER BIO INC | NOTE 5.000% 6/0 | 38341PAA0 | 3,471,344 | 8,978,000 | PRN | OTR | 1 | 0 | 8,978,000 | 0 | ||
| GROUPON INC | NOTE 1.125% 3/1 | 399473AF4 | 3,243,888 | 5,307,000 | PRN | SOLE | 5,307,000 | 0 | 0 | |||
| GROUPON INC | NOTE 1.125% 3/1 | 399473AF4 | 1,493,276 | 2,443,000 | PRN | OTR | 1 | 0 | 2,443,000 | 0 | ||
| GUESS INC | NOTE 2.000% 4/1 | 401617AD7 | 30,066,902 | 28,545,000 | PRN | SOLE | 28,545,000 | 0 | 0 | |||
| GUESS INC | NOTE 2.000% 4/1 | 401617AD7 | 13,901,665 | 13,198,000 | PRN | OTR | 1 | 0 | 13,198,000 | 0 | ||
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 15,829,779 | 17,777,000 | PRN | SOLE | 17,777,000 | 0 | 0 | |||
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 7,430,032 | 8,344,000 | PRN | OTR | 1 | 0 | 8,344,000 | 0 | ||
| IMAX CORP | NOTE 0.500% 4/0 | 45245EAJ8 | 6,552,697 | 7,340,000 | PRN | SOLE | 7,340,000 | 0 | 0 | |||
| IMAX CORP | NOTE 0.500% 4/0 | 45245EAJ8 | 3,015,669 | 3,378,000 | PRN | OTR | 1 | 0 | 3,378,000 | 0 | ||
| IMPINJ INC | NOTE 1.125% 5/1 | 453204AD1 | 6,317,458 | 5,820,000 | PRN | SOLE | 5,820,000 | 0 | 0 | |||
| IMPINJ INC | NOTE 1.125% 5/1 | 453204AD1 | 2,909,070 | 2,680,000 | PRN | OTR | 1 | 0 | 2,680,000 | 0 | ||
| INSIGHT ENTERPRISES INC | NOTE 0.750% 2/1 | 45765UAB9 | 51,399,962 | 19,835,000 | PRN | SOLE | 19,835,000 | 0 | 0 | |||
| INSIGHT ENTERPRISES INC | NOTE 0.750% 2/1 | 45765UAB9 | 24,159,426 | 9,323,000 | PRN | OTR | 1 | 0 | 9,323,000 | 0 | ||
| INVITAE CORP | DEBT 4.500% 3/1 | 46185LAH6 | 20,411,062 | 29,262,000 | PRN | SOLE | 29,262,000 | 0 | 0 | |||
| INVITAE CORP | DEBT 4.500% 3/1 | 46185LAH6 | 8,354,293 | 11,977,000 | PRN | OTR | 1 | 0 | 11,977,000 | 0 | ||
| IONIS PHARMACEUTICALS INC | NOTE 4/0 | 462222AD2 | 14,354,878 | 13,603,000 | PRN | SOLE | 13,603,000 | 0 | 0 | |||
| IONIS PHARMACEUTICALS INC | NOTE 4/0 | 462222AD2 | 6,750,581 | 6,397,000 | PRN | OTR | 1 | 0 | 6,397,000 | 0 | ||
| ISHARES TR | 20 YR TR BD ETF | 464287432 | 33,184,128 | 3,356 | SH | Call | SOLE | 3,356 | 0 | 0 | ||
| ISHARES TR | CHINA LG-CAP ETF | 464287184 | 1,291,036 | 53,726 | SH | SOLE | 53,726 | 0 | 0 | |||
| ISHARES TR | 20 YR TR BD ETF | 464287432 | 16,255,872 | 1,644 | SH | Call | OTR | 1 | 0 | 1,644 | 0 | |
| ISHARES TR | CHINA LG-CAP ETF | 464287184 | 594,214 | 24,728 | SH | OTR | 1 | 0 | 24,728 | 0 | ||
| ITRON INC | NOTE 3/1 | 465741AN6 | 12,617,162 | 13,699,000 | PRN | SOLE | 13,699,000 | 0 | 0 | |||
| ITRON INC | NOTE 3/1 | 465741AN6 | 5,803,397 | 6,301,000 | PRN | OTR | 1 | 0 | 6,301,000 | 0 | ||
| KARYOPHARM THERAPEUTICS INC | NOTE 3.000%10/1 | 48576UAA4 | 1,865,288 | 3,596,000 | PRN | SOLE | 3,596,000 | 0 | 0 | |||
| KARYOPHARM THERAPEUTICS INC | NOTE 3.000%10/1 | 48576UAA4 | 857,950 | 1,654,000 | PRN | OTR | 1 | 0 | 1,654,000 | 0 | ||
| KENVUE INC | COM | 49177J102 | 2,211,131 | 1,027 | SH | Call | SOLE | 1,027 | 0 | 0 | ||
| KENVUE INC | COM | 49177J102 | 1,018,369 | 473 | SH | Call | OTR | 1 | 0 | 473 | 0 | |
| LAS VEGAS SANDS CORP | COM | 517834107 | 3,370,885 | 685 | SH | Call | SOLE | 685 | 0 | 0 | ||
| LAS VEGAS SANDS CORP | COM | 517834107 | 1,550,115 | 315 | SH | Call | OTR | 1 | 0 | 315 | 0 | |
| LITHIUM AMERICAS ARGENTINA C | NOTE 1.750% 1/1 | 53680QAA6 | 6,739,255 | 10,613,000 | PRN | SOLE | 10,613,000 | 0 | 0 | |||
| LITHIUM AMERICAS ARGENTINA C | COM SHS | 53681K100 | 77,104 | 12,200 | SH | OTR | 1 | 0 | 12,200 | 0 | ||
| LITHIUM AMERICAS ARGENTINA C | NOTE 1.750% 1/1 | 53680QAA6 | 3,103,245 | 4,887,000 | PRN | OTR | 1 | 0 | 4,887,000 | 0 | ||
| LITHIUM AMERS CORP NEW | COM SHS | 53681J103 | 306,560 | 479 | SH | Put | SOLE | 479 | 0 | 0 | ||
| LITHIUM AMERS CORP NEW | COM SHS | 53681J103 | 169,600 | 26,500 | SH | SOLE | 26,500 | 0 | 0 | |||
| LITHIUM AMERS CORP NEW | COM SHS | 53681J103 | 78,080 | 12,200 | SH | OTR | 1 | 0 | 12,200 | 0 | ||
| LIVE NATION ENTERTAINMENT IN | NOTE 2.000% 2/1 | 538034AU3 | 12,687,762 | 11,996,000 | PRN | SOLE | 11,996,000 | 0 | 0 | |||
| LIVE NATION ENTERTAINMENT IN | NOTE 2.000% 2/1 | 538034AU3 | 5,967,352 | 5,642,000 | PRN | OTR | 1 | 0 | 5,642,000 | 0 | ||
| LIVENT CORP | NOTE 4.125% 7/1 | 53814LAB4 | 28,559,802 | 13,463,000 | PRN | SOLE | 13,463,000 | 0 | 0 | |||
| LIVENT CORP | NOTE 4.125% 7/1 | 53814LAB4 | 13,423,934 | 6,328,000 | PRN | OTR | 1 | 0 | 6,328,000 | 0 | ||
| MARCUS CORP DEL | NOTE 5.000% 9/1 | 566330AB2 | 11,889,701 | 8,108,000 | PRN | SOLE | 8,108,000 | 0 | 0 | |||
| MARCUS CORP DEL | NOTE 5.000% 9/1 | 566330AB2 | 5,707,291 | 3,892,000 | PRN | OTR | 1 | 0 | 3,892,000 | 0 | ||
| MESA LABS INC | NOTE 1.375% 8/1 | 59064RAA7 | 3,432,066 | 3,796,000 | PRN | SOLE | 3,796,000 | 0 | 0 | |||
| MESA LABS INC | NOTE 1.375% 8/1 | 59064RAA7 | 1,439,370 | 1,592,000 | PRN | OTR | 1 | 0 | 1,592,000 | 0 | ||
| MICROCHIP TECHNOLOGY INC. | COM | 595017104 | 6,483,942 | 719 | SH | Call | SOLE | 719 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC. | COM | 595017104 | 5,829,145 | 64,639 | SH | SOLE | 64,639 | 0 | 0 | |||
| MICROCHIP TECHNOLOGY INC. | COM | 595017104 | 2,534,058 | 281 | SH | Call | OTR | 1 | 0 | 281 | 0 | |
| MICROCHIP TECHNOLOGY INC. | COM | 595017104 | 2,393,107 | 26,537 | SH | OTR | 1 | 0 | 26,537 | 0 | ||
| MICROSTRATEGY INC | NOTE 0.750%12/1 | 594972AC5 | 7,359,972 | 4,335,000 | PRN | SOLE | 4,335,000 | 0 | 0 | |||
| MICROSTRATEGY INC | NOTE 2/1 | 594972AE1 | 885,396 | 1,021,000 | PRN | SOLE | 1,021,000 | 0 | 0 | |||
| MICROSTRATEGY INC | NOTE 2/1 | 594972AE1 | 415,382 | 479,000 | PRN | OTR | 1 | 0 | 479,000 | 0 | ||
| MICROSTRATEGY INC | NOTE 0.750%12/1 | 594972AC5 | 2,869,285 | 1,690,000 | PRN | OTR | 1 | 0 | 1,690,000 | 0 | ||
| MITEK SYS INC | NOTE 0.750% 2/0 | 606710AA9 | 2,191,628 | 2,380,000 | PRN | SOLE | 2,380,000 | 0 | 0 | |||
| MITEK SYS INC | NOTE 0.750% 2/0 | 606710AA9 | 1,031,354 | 1,120,000 | PRN | OTR | 1 | 0 | 1,120,000 | 0 | ||
| MONGODB INC | NOTE 0.250% 1/1 | 60937PAD8 | 36,573,607 | 18,493,000 | PRN | SOLE | 18,493,000 | 0 | 0 | |||
| MONGODB INC | NOTE 0.250% 1/1 | 60937PAD8 | 16,824,294 | 8,507,000 | PRN | OTR | 1 | 0 | 8,507,000 | 0 | ||
| MOOLEC SCIENCE SA | *W EXP 12/30/202 | L64875112 | 40,130 | 16,313 | SH | Call | SOLE | 16,313 | 0 | 0 | ||
| MORINGA ACQUISITION CORP | *W EXP 02/22/202 | G6S23K124 | 153,886 | 14,183 | SH | Call | SOLE | 14,183 | 0 | 0 | ||
| NATERA INC | NOTE 2.250% 5/0 | 632307AB0 | 15,053,708 | 8,799,000 | PRN | SOLE | 8,799,000 | 0 | 0 | |||
| NATERA INC | NOTE 2.250% 5/0 | 632307AB0 | 6,937,468 | 4,055,000 | PRN | OTR | 1 | 0 | 4,055,000 | 0 | ||
| NATIONAL VISION HLDGS INC | NOTE 2.500% 5/1 | 63845RAB3 | 15,925,206 | 15,878,000 | PRN | SOLE | 15,878,000 | 0 | 0 | |||
| NATIONAL VISION HLDGS INC | NOTE 2.500% 5/1 | 63845RAB3 | 7,644,660 | 7,622,000 | PRN | OTR | 1 | 0 | 7,622,000 | 0 | ||
| NICE LTD | NOTE 9/1 | 653656AB4 | 11,987,831 | 12,632,000 | PRN | SOLE | 12,632,000 | 0 | 0 | |||
| NICE LTD | NOTE 9/1 | 653656AB4 | 5,521,311 | 5,818,000 | PRN | OTR | 1 | 0 | 5,818,000 | 0 | ||
| NIO INC | NOTE 4.500% 2/0 | 62914VAB2 | 1,452,881 | 1,369,000 | PRN | SOLE | 1,369,000 | 0 | 0 | |||
| NIO INC | NOTE 4.500% 2/0 | 62914VAB2 | 669,663 | 631,000 | PRN | OTR | 1 | 0 | 631,000 | 0 | ||
| NOVA LTD | NOTE 10/1 | 66980MAB2 | 23,980,296 | 12,937,000 | PRN | SOLE | 12,937,000 | 0 | 0 | |||
| NOVA LTD | NOTE 10/1 | 66980MAB2 | 10,311,694 | 5,563,000 | PRN | OTR | 1 | 0 | 5,563,000 | 0 | ||
| NOVOCURE LTD | NOTE 11/0 | 67011XAB9 | 26,181,381 | 29,997,000 | PRN | SOLE | 29,997,000 | 0 | 0 | |||
| NOVOCURE LTD | NOTE 11/0 | 67011XAB9 | 13,094,618 | 15,003,000 | PRN | OTR | 1 | 0 | 15,003,000 | 0 | ||
| NUTANIX INC | NOTE 0.250%10/0 | 67059NAH1 | 8,558,872 | 8,219,000 | PRN | SOLE | 8,219,000 | 0 | 0 | |||
| NUTANIX INC | NOTE 0.250%10/0 | 67059NAH1 | 3,937,352 | 3,781,000 | PRN | OTR | 1 | 0 | 3,781,000 | 0 | ||
| NUVASIVE INC | NOTE 0.375% 3/1 | 670704AJ4 | 15,200,839 | 16,310,000 | PRN | SOLE | 16,310,000 | 0 | 0 | |||
| NUVASIVE INC | NOTE 0.375% 3/1 | 670704AJ4 | 6,994,622 | 7,505,000 | PRN | OTR | 1 | 0 | 7,505,000 | 0 | ||
| OCCIDENTAL PETE CORP | COM | 674599105 | 238,840 | 4,000 | SH | SOLE | 4,000 | 0 | 0 | |||
| OKTA INC | NOTE 0.125% 9/0 | 679295AD7 | 6,832,735 | 7,382,000 | PRN | SOLE | 7,382,000 | 0 | 0 | |||
| OKTA INC | NOTE 0.125% 9/0 | 679295AD7 | 3,348,799 | 3,618,000 | PRN | OTR | 1 | 0 | 3,618,000 | 0 | ||
| OMEROS CORP | NOTE 5.250% 2/1 | 682143AG7 | 8,569,206 | 14,435,000 | PRN | SOLE | 14,435,000 | 0 | 0 | |||
| OMEROS CORP | COM | 682143102 | 34,096 | 10,427 | SH | OTR | 1 | 0 | 10,427 | 0 | ||
| OMEROS CORP | NOTE 5.250% 2/1 | 682143AG7 | 3,427,683 | 5,774,000 | PRN | OTR | 1 | 0 | 5,774,000 | 0 | ||
| PAGERDUTY INC | NOTE 1.250% 7/0 | 69553PAB6 | 4,801,082 | 4,964,000 | PRN | SOLE | 4,964,000 | 0 | 0 | |||
| PAGERDUTY INC | NOTE 1.250% 7/0 | 69553PAB6 | 2,262,234 | 2,339,000 | PRN | OTR | 1 | 0 | 2,339,000 | 0 | ||
| PDD HOLDINGS INC | NOTE 10/0 | 722304AB8 | 103,756,760 | 30,200,000 | PRN | SOLE | 30,200,000 | 0 | 0 | |||
| PDD HOLDINGS INC | NOTE 10/0 | 722304AB8 | 47,731,569 | 13,893,000 | PRN | OTR | 1 | 0 | 13,893,000 | 0 | ||
| PEGASYSTEMS INC | NOTE 0.750% 3/0 | 705573AB9 | 1,659,336 | 1,785,000 | PRN | SOLE | 1,785,000 | 0 | 0 | |||
| PEGASYSTEMS INC | NOTE 0.750% 3/0 | 705573AB9 | 664,664 | 715,000 | PRN | OTR | 1 | 0 | 715,000 | 0 | ||
| PERFICIENT INC | NOTE 0.125%11/1 | 71375UAF8 | 4,225,011 | 5,069,000 | PRN | SOLE | 5,069,000 | 0 | 0 | |||
| PERFICIENT INC | NOTE 0.125%11/1 | 71375UAF8 | 1,984,564 | 2,381,000 | PRN | OTR | 1 | 0 | 2,381,000 | 0 | ||
| PETIQ INC | NOTE 4.000% 6/0 | 71639TAB2 | 7,018,844 | 6,935,000 | PRN | SOLE | 6,935,000 | 0 | 0 | |||
| PETIQ INC | NOTE 4.000% 6/0 | 71639TAB2 | 3,238,688 | 3,200,000 | PRN | OTR | 1 | 0 | 3,200,000 | 0 | ||
| PROS HOLDINGS INC | NOTE 2.250% 9/1 | 74346YAG8 | 5,600,020 | 4,979,000 | PRN | SOLE | 4,979,000 | 0 | 0 | |||
| PROS HOLDINGS INC | NOTE 1.000% 5/1 | 74346YAH6 | 1,283,218 | 1,304,000 | PRN | SOLE | 1,304,000 | 0 | 0 | |||
| PROS HOLDINGS INC | NOTE 1.000% 5/1 | 74346YAH6 | 628,816 | 639,000 | PRN | OTR | 1 | 0 | 639,000 | 0 | ||
| PROS HOLDINGS INC | NOTE 2.250% 9/1 | 74346YAG8 | 2,744,336 | 2,440,000 | PRN | OTR | 1 | 0 | 2,440,000 | 0 | ||
| PTC THERAPEUTICS INC | NOTE 1.500% 9/1 | 69366JAD3 | 19,073,590 | 20,648,000 | PRN | SOLE | 20,648,000 | 0 | 0 | |||
| PTC THERAPEUTICS INC | NOTE 1.500% 9/1 | 69366JAD3 | 8,778,396 | 9,503,000 | PRN | OTR | 1 | 0 | 9,503,000 | 0 | ||
| REPLIGEN CORP | NOTE 1.000%12/1 | 759916AC3 | 44,783,120 | 39,879,000 | PRN | SOLE | 39,879,000 | 0 | 0 | |||
| REPLIGEN CORP | NOTE 1.000%12/1 | 759916AC3 | 20,600,976 | 18,345,000 | PRN | OTR | 1 | 0 | 18,345,000 | 0 | ||
| SEA LTD | NOTE 2.375%12/0 | 81141RAF7 | 33,499,815 | 35,071,000 | PRN | SOLE | 35,071,000 | 0 | 0 | |||
| SEA LTD | NOTE 1.000%12/0 | 81141RAD2 | 18,216,733 | 16,932,000 | PRN | SOLE | 16,932,000 | 0 | 0 | |||
| SEA LTD | NOTE 1.000%12/0 | 81141RAD2 | 8,627,450 | 8,019,000 | PRN | OTR | 1 | 0 | 8,019,000 | 0 | ||
| SEA LTD | NOTE 2.375%12/0 | 81141RAF7 | 15,412,152 | 16,135,000 | PRN | OTR | 1 | 0 | 16,135,000 | 0 | ||
| SELINA HOSPITALITY PLC | *W EXP 10/27/202 | G8059B119 | 3,858 | 21,662 | SH | Call | OTR | 1 | 0 | 21,662 | 0 | |
| SHAKE SHACK INC | NOTE 3/0 | 819047AB7 | 5,956,815 | 7,312,000 | PRN | SOLE | 7,312,000 | 0 | 0 | |||
| SHAKE SHACK INC | NOTE 3/0 | 819047AB7 | 2,740,526 | 3,364,000 | PRN | OTR | 1 | 0 | 3,364,000 | 0 | ||
| SHIFT4 PMTS INC | NOTE 12/1 | 82452JAB5 | 23,185,188 | 20,782,000 | PRN | SOLE | 20,782,000 | 0 | 0 | |||
| SHIFT4 PMTS INC | NOTE 12/1 | 82452JAB5 | 10,671,077 | 9,565,000 | PRN | OTR | 1 | 0 | 9,565,000 | 0 | ||
| SHOPIFY INC | NOTE 0.125%11/0 | 82509LAA5 | 11,820,031 | 12,504,000 | PRN | SOLE | 12,504,000 | 0 | 0 | |||
| SHOPIFY INC | NOTE 0.125%11/0 | 82509LAA5 | 4,730,281 | 5,004,000 | PRN | OTR | 1 | 0 | 5,004,000 | 0 | ||
| SNAP INC | NOTE 0.250% 5/0 | 83304AAD8 | 13,962,179 | 13,249,000 | PRN | SOLE | 13,249,000 | 0 | 0 | |||
| SNAP INC | NOTE 0.125% 3/0 | 83304AAH9 | 8,106,139 | 10,272,000 | PRN | SOLE | 10,272,000 | 0 | 0 | |||
| SNAP INC | NOTE 5/0 | 83304AAF3 | 3,305,724 | 4,107,000 | PRN | SOLE | 4,107,000 | 0 | 0 | |||
| SNAP INC | NOTE 5/0 | 83304AAF3 | 1,523,676 | 1,893,000 | PRN | OTR | 1 | 0 | 1,893,000 | 0 | ||
| SNAP INC | NOTE 0.125% 3/0 | 83304AAH9 | 3,731,096 | 4,728,000 | PRN | OTR | 1 | 0 | 4,728,000 | 0 | ||
| SNAP INC | NOTE 0.250% 5/0 | 83304AAD8 | 5,577,917 | 5,293,000 | PRN | OTR | 1 | 0 | 5,293,000 | 0 | ||
| SOLAREDGE TECHNOLOGIES INC | NOTE 9/1 | 83417MAD6 | 30,504,278 | 33,567,000 | PRN | SOLE | 33,567,000 | 0 | 0 | |||
| SOLAREDGE TECHNOLOGIES INC | NOTE 9/1 | 83417MAD6 | 14,034,859 | 15,444,000 | PRN | OTR | 1 | 0 | 15,444,000 | 0 | ||
| SOUTHWEST AIRLS CO | COM | 844741108 | 6,526,880 | 2,260 | SH | Call | SOLE | 2,260 | 0 | 0 | ||
| SOUTHWEST AIRLS CO | COM | 844741108 | 5,003,373 | 173,247 | SH | SOLE | 173,247 | 0 | 0 | |||
| SOUTHWEST AIRLS CO | COM | 844741108 | 2,743,600 | 950 | SH | Call | OTR | 1 | 0 | 950 | 0 | |
| SOUTHWEST AIRLS CO | COM | 844741108 | 2,099,951 | 72,713 | SH | OTR | 1 | 0 | 72,713 | 0 | ||
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 25,372,048 | 53,380 | SH | SOLE | 53,380 | 0 | 0 | |||
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 12,044,831 | 25,341 | SH | OTR | 1 | 0 | 25,341 | 0 | ||
| SPDR SER TR | S&P HOMEBUILD | 78464A888 | 7,863,252 | 822 | SH | Put | SOLE | 822 | 0 | 0 | ||
| SPDR SER TR | S&P HOMEBUILD | 78464A888 | 655,175 | 6,849 | SH | SOLE | 6,849 | 0 | 0 | |||
| SPDR SER TR | S&P HOMEBUILD | 78464A888 | 3,615,948 | 378 | SH | Put | OTR | 1 | 0 | 378 | 0 | |
| SPDR SER TR | S&P HOMEBUILD | 78464A888 | 301,425 | 3,151 | SH | OTR | 1 | 0 | 3,151 | 0 | ||
| SPOTIFY USA INC | NOTE 3/1 | 84921RAB6 | 15,056,297 | 17,007,000 | PRN | SOLE | 17,007,000 | 0 | 0 | |||
| SPOTIFY USA INC | NOTE 3/1 | 84921RAB6 | 7,076,203 | 7,993,000 | PRN | OTR | 1 | 0 | 7,993,000 | 0 | ||
| STANDARD BIOTOOLS INC | NOTE 5.250%12/0 | 34385PAF5 | 7,325,554 | 6,738,000 | PRN | SOLE | 6,738,000 | 0 | 0 | |||
| STANDARD BIOTOOLS INC | NOTE 5.250%12/0 | 34385PAF5 | 3,002,846 | 2,762,000 | PRN | OTR | 1 | 0 | 2,762,000 | 0 | ||
| STARWOOD PPTY TR INC | NOTE 6.750% 7/1 | 85571BBA2 | 9,982,512 | 9,184,000 | PRN | SOLE | 9,184,000 | 0 | 0 | |||
| STARWOOD PPTY TR INC | NOTE 6.750% 7/1 | 85571BBA2 | 4,691,259 | 4,316,000 | PRN | OTR | 1 | 0 | 4,316,000 | 0 | ||
| SUNNOVA ENERGY INTL INC. | NOTE 0.250%12/0 | 86745KAF1 | 16,505,580 | 24,184,000 | PRN | SOLE | 24,184,000 | 0 | 0 | |||
| SUNNOVA ENERGY INTL INC. | NOTE 2.625% 2/1 | 86745KAH7 | 4,632,851 | 7,189,000 | PRN | SOLE | 7,189,000 | 0 | 0 | |||
| SUNNOVA ENERGY INTL INC. | NOTE 0.250%12/0 | 86745KAF1 | 7,593,495 | 11,126,000 | PRN | OTR | 1 | 0 | 11,126,000 | 0 | ||
| SUNNOVA ENERGY INTL INC. | NOTE 2.625% 2/1 | 86745KAH7 | 2,133,728 | 3,311,000 | PRN | OTR | 1 | 0 | 3,311,000 | 0 | ||
| SUNRUN INC | NOTE 2/0 | 86771WAB1 | 8,744,457 | 11,231,000 | PRN | SOLE | 11,231,000 | 0 | 0 | |||
| SUNRUN INC | NOTE 2/0 | 86771WAB1 | 4,283,857 | 5,502,000 | PRN | OTR | 1 | 0 | 5,502,000 | 0 | ||
| THE REALREAL INC | NOTE 3.000% 6/1 | 88339PAB7 | 11,552,880 | 15,612,000 | PRN | SOLE | 15,612,000 | 0 | 0 | |||
| THE REALREAL INC | NOTE 1.000% 3/0 | 88339PAD3 | 524,343 | 1,369,000 | PRN | SOLE | 1,369,000 | 0 | 0 | |||
| THE REALREAL INC | NOTE 1.000% 3/0 | 88339PAD3 | 241,681 | 631,000 | PRN | OTR | 1 | 0 | 631,000 | 0 | ||
| THE REALREAL INC | NOTE 3.000% 6/1 | 88339PAB7 | 5,151,817 | 6,977,000 | PRN | OTR | 1 | 0 | 6,977,000 | 0 | ||
| TILRAY BRANDS INC | COM | 88688T100 | 143,934 | 62,580 | SH | SOLE | 62,580 | 0 | 0 | |||
| TILRAY BRANDS INC | NOTE 5.200% 6/1 | 88688TAC4 | 9,879,807 | 8,904,000 | PRN | SOLE | 8,904,000 | 0 | 0 | |||
| TILRAY BRANDS INC | COM | 88688T100 | 67,666 | 29,420 | SH | OTR | 1 | 0 | 29,420 | 0 | ||
| TILRAY BRANDS INC | NOTE 5.200% 6/1 | 88688TAC4 | 4,544,889 | 4,096,000 | PRN | OTR | 1 | 0 | 4,096,000 | 0 | ||
| UPSTART HLDGS INC | COM | 91680M107 | 3,787,722 | 927 | SH | Put | SOLE | 927 | 0 | 0 | ||
| UPSTART HLDGS INC | NOTE 0.250% 8/1 | 91680MAB3 | 13,325,805 | 17,899,000 | PRN | SOLE | 17,899,000 | 0 | 0 | |||
| UPSTART HLDGS INC | COM | 91680M107 | 1,728,378 | 423 | SH | Put | OTR | 1 | 0 | 423 | 0 | |
| UPSTART HLDGS INC | NOTE 0.250% 8/1 | 91680MAB3 | 6,127,980 | 8,231,000 | PRN | OTR | 1 | 0 | 8,231,000 | 0 | ||
| VAREX IMAGING CORP | NOTE 4.000% 6/0 | 92214XAB2 | 9,658,829 | 8,219,000 | PRN | SOLE | 8,219,000 | 0 | 0 | |||
| VAREX IMAGING CORP | NOTE 4.000% 6/0 | 92214XAB2 | 4,443,367 | 3,781,000 | PRN | OTR | 1 | 0 | 3,781,000 | 0 | ||
| VARONIS SYS INC | NOTE 1.250% 8/1 | 922280AB8 | 15,980,856 | 10,473,000 | PRN | SOLE | 10,473,000 | 0 | 0 | |||
| VARONIS SYS INC | NOTE 1.250% 8/1 | 922280AB8 | 7,670,750 | 5,027,000 | PRN | OTR | 1 | 0 | 5,027,000 | 0 | ||
| VERINT SYSTEMS INC | NOTE 0.250% 4/1 | 92343XAC4 | 12,318,012 | 13,949,000 | PRN | SOLE | 13,949,000 | 0 | 0 | |||
| VERINT SYSTEMS INC | NOTE 0.250% 4/1 | 92343XAC4 | 5,789,440 | 6,556,000 | PRN | OTR | 1 | 0 | 6,556,000 | 0 | ||
| VNET GROUP INC | SPONSORED ADS A | 90138A103 | 4,333,126 | 15,098 | SH | Put | SOLE | 15,098 | 0 | 0 | ||
| VNET GROUP INC | NOTE 2/0 | 90138VAB3 | 15,440,320 | 15,616,000 | PRN | SOLE | 15,616,000 | 0 | 0 | |||
| VNET GROUP INC | SPONSORED ADS A | 90138A103 | 1,993,789 | 6,947 | SH | Put | OTR | 1 | 0 | 6,947 | 0 | |
| VNET GROUP INC | NOTE 2/0 | 90138VAB3 | 7,118,011 | 7,199,000 | PRN | OTR | 1 | 0 | 7,199,000 | 0 | ||
| WAYFAIR INC | NOTE 1.000% 8/1 | 94419LAF8 | 6,032,363 | 6,850,000 | PRN | SOLE | 6,850,000 | 0 | 0 | |||
| WAYFAIR INC | NOTE 1.000% 8/1 | 94419LAF8 | 2,774,007 | 3,150,000 | PRN | OTR | 1 | 0 | 3,150,000 | 0 | ||
| WELLS FARGO CO NEW | COM | 949746101 | 5,020,440 | 1,020 | SH | Put | SOLE | 1,020 | 0 | 0 | ||
| WELLS FARGO CO NEW | COM | 949746101 | 947,879 | 19,258 | SH | SOLE | 19,258 | 0 | 0 | |||
| WELLS FARGO CO NEW | COM | 949746101 | 2,362,560 | 480 | SH | Put | OTR | 1 | 0 | 480 | 0 | |
| WELLS FARGO CO NEW | COM | 949746101 | 454,448 | 9,233 | SH | OTR | 1 | 0 | 9,233 | 0 | ||
| WOLFSPEED INC | NOTE 1.875%12/0 | 977852AD4 | 9,408,686 | 14,039,000 | PRN | SOLE | 14,039,000 | 0 | 0 | |||
| WOLFSPEED INC | NOTE 1.875%12/0 | 977852AD4 | 4,330,046 | 6,461,000 | PRN | OTR | 1 | 0 | 6,461,000 | 0 | ||
| XOMETRY INC | NOTE 1.000% 2/0 | 98423FAB5 | 5,889,031 | 6,267,000 | PRN | SOLE | 6,267,000 | 0 | 0 | |||
| XOMETRY INC | NOTE 1.000% 2/0 | 98423FAB5 | 2,709,123 | 2,883,000 | PRN | OTR | 1 | 0 | 2,883,000 | 0 | ||
| ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 57,846,144 | 38,070,000 | PRN | SOLE | 38,070,000 | 0 | 0 | |||
| ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 22,561,061 | 14,848,000 | PRN | OTR | 1 | 0 | 14,848,000 | 0 | ||
| ZTO EXPRESS CAYMAN INC | NOTE 1.500% 9/0 | 98980AAB1 | 7,837,704 | 8,219,000 | PRN | SOLE | 8,219,000 | 0 | 0 | |||
| ZTO EXPRESS CAYMAN INC | NOTE 1.500% 9/0 | 98980AAB1 | 3,605,592 | 3,781,000 | PRN | OTR | 1 | 0 | 3,781,000 | 0 | ||