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 | 3,108,933 | 6,633,000 | PRN | SOLE | 6,633,000 | 0 | 0 | |||
| 2U INC | NOTE 2.250% 5/0 | 90214JAB7 | 1,431,900 | 3,055,000 | PRN | OTR | 1 | 0 | 3,055,000 | 0 | ||
| ACCURAY INC DEL | NOTE 3.750% 6/0 | 004397AK1 | 6,465,230 | 3,808,000 | PRN | SOLE | 3,808,000 | 0 | 0 | |||
| ACCURAY INC DEL | NOTE 3.750% 6/0 | 004397AK1 | 1,605,910 | 1,792,000 | PRN | OTR | 1 | 0 | 1,792,000 | 0 | ||
| AFFIRM HLDGS INC | NOTE 11/1 | 00827BAB2 | 15,958,295 | 19,161,000 | PRN | SOLE | 19,161,000 | 0 | 0 | |||
| AFFIRM HLDGS INC | NOTE 11/1 | 00827BAB2 | 7,500,674 | 9,006,000 | PRN | OTR | 1 | 0 | 9,006,000 | 0 | ||
| AIRBNB INC | NOTE 3/1 | 009066AB7 | 32,949,294 | 35,323,000 | PRN | SOLE | 35,323,000 | 0 | 0 | |||
| AIRBNB INC | NOTE 3/1 | 009066AB7 | 15,797,901 | 16,936,000 | PRN | OTR | 1 | 0 | 16,936,000 | 0 | ||
| ALARM COM HLDGS INC | NOTE 1/1 | 011642AB1 | 5,937,217 | 6,444,000 | PRN | SOLE | 6,444,000 | 0 | 0 | |||
| ALARM COM HLDGS INC | NOTE 1/1 | 011642AB1 | 2,789,866 | 3,028,000 | PRN | OTR | 1 | 0 | 3,028,000 | 0 | ||
| ALPHATEC HLDGS INC | NOTE 0.750% 8/0 | 02081GAB8 | 23,490,463 | 22,601,000 | PRN | SOLE | 22,601,000 | 0 | 0 | |||
| ALPHATEC HLDGS INC | NOTE 0.750% 8/0 | 02081GAB8 | 10,808,253 | 10,399,000 | PRN | OTR | 1 | 0 | 10,399,000 | 0 | ||
| APELLIS PHARMACEUTICALS INC | NOTE 3.500% 9/1 | 03753UAB2 | 22,008,036 | 13,538,000 | PRN | SOLE | 13,538,000 | 0 | 0 | |||
| APELLIS PHARMACEUTICALS INC | NOTE 3.500% 9/1 | 03753UAB2 | 20,757,912 | 12,769,000 | PRN | OTR | 1 | 0 | 12,769,000 | 0 | ||
| ARES CAPITAL CORP | COM | 04010L103 | 354,086 | 17,007 | SH | SOLE | 17,007 | 0 | 0 | |||
| ARTIVION INC | NOTE 4.250% 7/0 | 228903AB6 | 17,134,003 | 15,050,000 | PRN | SOLE | 15,050,000 | 0 | 0 | |||
| ARTIVION INC | NOTE 4.250% 7/0 | 228903AB6 | 7,883,919 | 6,925,000 | PRN | OTR | 1 | 0 | 6,925,000 | 0 | ||
| ASSERTIO HOLDINGS INC | NOTE 6.500% 9/0 | 04546CAB2 | 5,996,311 | 7,431,000 | PRN | SOLE | 7,431,000 | 0 | 0 | |||
| ASSERTIO HOLDINGS INC | NOTE 6.500% 9/0 | 04546CAB2 | 2,758,901 | 3,419,000 | PRN | OTR | 1 | 0 | 3,419,000 | 0 | ||
| AXON ENTERPRISE INC | NOTE 0.500%12/1 | 05464CAB7 | 23,904,666 | 16,438,000 | PRN | SOLE | 16,438,000 | 0 | 0 | |||
| AXON ENTERPRISE INC | NOTE 0.500%12/1 | 05464CAB7 | 10,996,902 | 7,562,000 | PRN | OTR | 1 | 0 | 7,562,000 | 0 | ||
| BENTLEY SYS INC | NOTE 0.375% 7/0 | 08265TAD1 | 3,835,265 | 3,818,000 | PRN | SOLE | 3,818,000 | 0 | 0 | |||
| BENTLEY SYS INC | NOTE 0.125% 1/1 | 08265TAB5 | 6,385,440 | 2,729,000 | PRN | SOLE | 2,729,000 | 0 | 0 | |||
| BENTLEY SYS INC | NOTE 0.125% 1/1 | 08265TAB5 | 1,279,755 | 1,271,000 | PRN | OTR | 1 | 0 | 1,271,000 | 0 | ||
| BENTLEY SYS INC | NOTE 0.375% 7/0 | 08265TAD1 | 1,511,679 | 1,682,000 | PRN | OTR | 1 | 0 | 1,682,000 | 0 | ||
| BEYOND MEAT INC | COM | 08862E109 | 1,786,824 | 2,158 | SH | Put | SOLE | 2,158 | 0 | 0 | ||
| BEYOND MEAT INC | NOTE 3/1 | 08862EAB5 | 6,910,565 | 28,848,000 | PRN | SOLE | 28,848,000 | 0 | 0 | |||
| BEYOND MEAT INC | COM | 08862E109 | 697,176 | 842 | SH | Put | OTR | 1 | 0 | 842 | 0 | |
| BEYOND MEAT INC | NOTE 3/1 | 08862EAB5 | 2,694,949 | 11,250,000 | PRN | OTR | 1 | 0 | 11,250,000 | 0 | ||
| BILIBILI INC | NOTE 1.375% 4/0 | 090040AB2 | 34,051,086 | 34,008,000 | PRN | SOLE | 34,008,000 | 0 | 0 | |||
| BILIBILI INC | NOTE 1.375% 4/0 | 090040AB2 | 15,661,818 | 15,642,000 | PRN | OTR | 1 | 0 | 15,642,000 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 1,275,164 | 146 | SH | Put | SOLE | 146 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 8,442,634 | 96,664 | SH | SOLE | 96,664 | 0 | 0 | |||
| BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 515,306 | 59 | SH | Put | OTR | 1 | 0 | 59 | 0 | |
| BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 3,378,661 | 38,684 | SH | OTR | 1 | 0 | 38,684 | 0 | ||
| BLACKLINE INC | NOTE 0.125% 8/0 | 09239BAB5 | 3,041,717 | 3,779,000 | PRN | SOLE | 3,779,000 | 0 | 0 | |||
| BLACKLINE INC | NOTE 0.125% 8/0 | 09239BAB5 | 1,661,313 | 1,621,000 | PRN | OTR | 1 | 0 | 1,621,000 | 0 | ||
| BLOCK INC | NOTE 0.125% 3/0 | 852234AF0 | 40,646,343 | 39,820,000 | PRN | SOLE | 39,820,000 | 0 | 0 | |||
| BLOCK INC | NOTE 0.125% 3/0 | 852234AF0 | 18,699,156 | 18,319,000 | PRN | OTR | 1 | 0 | 18,319,000 | 0 | ||
| BLOOM ENERGY CORP | NOTE 2.500% 8/1 | 093712AH0 | 20,055,732 | 19,041,000 | PRN | SOLE | 19,041,000 | 0 | 0 | |||
| BLOOM ENERGY CORP | NOTE 2.500% 8/1 | 093712AH0 | 9,222,625 | 8,756,000 | PRN | OTR | 1 | 0 | 8,756,000 | 0 | ||
| BOX INC | NOTE 1/1 | 10316TAB0 | 12,548,304 | 10,434,000 | PRN | SOLE | 10,434,000 | 0 | 0 | |||
| BOX INC | NOTE 1/1 | 10316TAB0 | 5,897,727 | 4,904,000 | PRN | OTR | 1 | 0 | 4,904,000 | 0 | ||
| BRIDGEBIO PHARMA INC | NOTE 2.250% 2/0 | 10806XAD4 | 1,238,260 | 1,226,000 | PRN | SOLE | 1,226,000 | 0 | 0 | |||
| BRIDGEBIO PHARMA INC | NOTE 2.250% 2/0 | 10806XAD4 | 454,429 | 554,000 | PRN | OTR | 1 | 0 | 554,000 | 0 | ||
| BURLINGTON STORES INC | NOTE 2.250% 4/1 | 122017AB2 | 4,428,054 | 3,937,000 | PRN | SOLE | 3,937,000 | 0 | 0 | |||
| BURLINGTON STORES INC | NOTE 2.250% 4/1 | 122017AB2 | 2,134,501 | 1,813,000 | PRN | OTR | 1 | 0 | 1,813,000 | 0 | ||
| CANADIAN SOLAR INC | COM | 136635109 | 1,353,560 | 685 | SH | Put | SOLE | 685 | 0 | 0 | ||
| CANADIAN SOLAR INC | COM | 136635109 | 622,440 | 315 | SH | Put | OTR | 1 | 0 | 315 | 0 | |
| CAPRI HOLDINGS LIMITED | SHS | G1890L107 | 1,087,200 | 240 | SH | Put | SOLE | 240 | 0 | 0 | ||
| CAPRI HOLDINGS LIMITED | SHS | G1890L107 | 498,300 | 110 | SH | Put | OTR | 1 | 0 | 110 | 0 | |
| CARDLYTICS INC | NOTE 1.000% 9/1 | 14161WAB1 | 1,915,245 | 1,713,000 | PRN | SOLE | 1,713,000 | 0 | 0 | |||
| CARDLYTICS INC | NOTE 1.000% 9/1 | 14161WAB1 | 727,911 | 787,000 | PRN | OTR | 1 | 0 | 787,000 | 0 | ||
| CARVANA CO | CL A | 146869102 | 2,426,316 | 276 | SH | Put | SOLE | 276 | 0 | 0 | ||
| CARVANA CO | CL A | 146869102 | 1,090,084 | 124 | SH | Put | OTR | 1 | 0 | 124 | 0 | |
| CERENCE INC | NOTE 3.000% 6/0 | 156727AB5 | 13,179,823 | 13,615,000 | PRN | SOLE | 13,615,000 | 0 | 0 | |||
| CERENCE INC | NOTE 3.000% 6/0 | 156727AB5 | 6,066,688 | 6,267,000 | PRN | OTR | 1 | 0 | 6,267,000 | 0 | ||
| CHART INDS INC | NOTE 1.000%11/1 | 16115QAE0 | 24,975,736 | 8,875,000 | PRN | SOLE | 8,875,000 | 0 | 0 | |||
| CHART INDS INC | NOTE 1.000%11/1 | 16115QAE0 | 11,751,970 | 4,176,000 | PRN | OTR | 1 | 0 | 4,176,000 | 0 | ||
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 9,582,618 | 10,770,000 | PRN | SOLE | 10,770,000 | 0 | 0 | |||
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 4,504,809 | 5,063,000 | PRN | OTR | 1 | 0 | 5,063,000 | 0 | ||
| CINEMARK HLDGS INC | NOTE 4.500% 8/1 | 17243VAB8 | 42,533,543 | 30,615,000 | PRN | SOLE | 30,615,000 | 0 | 0 | |||
| CINEMARK HLDGS INC | NOTE 4.500% 8/1 | 17243VAB8 | 20,415,822 | 14,695,000 | PRN | OTR | 1 | 0 | 14,695,000 | 0 | ||
| COINBASE GLOBAL INC | NOTE 0.500% 6/0 | 19260QAB3 | 1,499,577 | 1,413,000 | PRN | SOLE | 1,413,000 | 0 | 0 | |||
| COINBASE GLOBAL INC | NOTE 0.500% 6/0 | 19260QAB3 | 716,222 | 652,000 | PRN | OTR | 1 | 0 | 652,000 | 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 | 831,052 | 566,000 | PRN | OTR | 1 | 0 | 566,000 | 0 | ||
| CORE SCIENTIFIC INC NEW | COM | 21874A106 | 240,044 | 67,809 | SH | SOLE | 67,809 | 0 | 0 | |||
| CORE SCIENTIFIC INC NEW | COM | 21874A106 | 110,416 | 31,191 | SH | OTR | 1 | 0 | 31,191 | 0 | ||
| CUTERA INC | NOTE 4.000% 6/0 | 232109AG3 | 1,641,265 | 7,573,000 | PRN | SOLE | 7,573,000 | 0 | 0 | |||
| CUTERA INC | NOTE 4.000% 6/0 | 232109AG3 | 755,724 | 3,487,000 | PRN | OTR | 1 | 0 | 3,487,000 | 0 | ||
| CYBERARK SOFTWARE LTD | NOTE 11/1 | 23248VAB1 | 48,377,536 | 28,360,000 | PRN | SOLE | 28,360,000 | 0 | 0 | |||
| CYBERARK SOFTWARE LTD | NOTE 11/1 | 23248VAB1 | 22,261,173 | 13,050,000 | PRN | OTR | 1 | 0 | 13,050,000 | 0 | ||
| CYTOKINETICS INC | NOTE 3.500% 7/0 | 23282WAC4 | 18,707,464 | 11,790,000 | PRN | SOLE | 11,790,000 | 0 | 0 | |||
| CYTOKINETICS INC | NOTE 3.500% 7/0 | 23282WAC4 | 8,822,180 | 5,560,000 | PRN | OTR | 1 | 0 | 5,560,000 | 0 | ||
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 46,227,633 | 32,779,000 | PRN | SOLE | 32,779,000 | 0 | 0 | |||
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 21,271,283 | 15,083,000 | PRN | OTR | 1 | 0 | 15,083,000 | 0 | ||
| DAYFORCE INC | NOTE 0.250% 3/1 | 15677JAD0 | 24,180,951 | 26,389,000 | PRN | SOLE | 26,389,000 | 0 | 0 | |||
| DAYFORCE INC | NOTE 0.250% 3/1 | 15677JAD0 | 11,123,293 | 12,139,000 | PRN | OTR | 1 | 0 | 12,139,000 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 8,154,422 | 12,876,000 | PRN | SOLE | 12,876,000 | 0 | 0 | |||
| DISH NETWORK CORPORATION | NOTE 12/1 | 25470MAF6 | 3,225,925 | 3,568,000 | PRN | SOLE | 3,568,000 | 0 | 0 | |||
| DISH NETWORK CORPORATION | NOTE 12/1 | 25470MAF6 | 1,245,692 | 1,705,000 | PRN | OTR | 1 | 0 | 1,705,000 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 3,832,123 | 6,051,000 | PRN | OTR | 1 | 0 | 6,051,000 | 0 | ||
| DRAFTKINGS INC NEW | NOTE 3/1 | 26142RAB0 | 12,290,910 | 14,173,000 | PRN | SOLE | 14,173,000 | 0 | 0 | |||
| DRAFTKINGS INC NEW | NOTE 3/1 | 26142RAB0 | 5,660,254 | 6,527,000 | PRN | OTR | 1 | 0 | 6,527,000 | 0 | ||
| DYNAVAX TECHNOLOGIES CORP | NOTE 2.500% 5/1 | 268158AD4 | 19,456,063 | 14,582,000 | PRN | SOLE | 14,582,000 | 0 | 0 | |||
| DYNAVAX TECHNOLOGIES CORP | NOTE 2.500% 5/1 | 268158AD4 | 8,563,229 | 6,418,000 | PRN | OTR | 1 | 0 | 6,418,000 | 0 | ||
| EAGLE BULK SHIPPING INC | COM | Y2187A150 | 220,394 | 3,528 | SH | SOLE | 3,528 | 0 | 0 | |||
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAH0 | 12,745,255 | 13,840,000 | PRN | SOLE | 13,840,000 | 0 | 0 | |||
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAH0 | 5,864,291 | 6,368,000 | PRN | OTR | 1 | 0 | 6,368,000 | 0 | ||
| ENVISTA HOLDINGS CORPORATION | COM | 29415F104 | 1,471,307 | 68,817 | SH | SOLE | 68,817 | 0 | 0 | |||
| ENVISTA HOLDINGS CORPORATION | COM | 29415F104 | 677,147 | 31,672 | SH | OTR | 1 | 0 | 31,672 | 0 | ||
| ESPERION THERAPEUTICS INC NE | COM | 29664W105 | 238,520 | 890 | SH | Call | SOLE | 890 | 0 | 0 | ||
| EURONET WORLDWIDE INC | COM | 298736109 | 1,142,832 | 10,396 | SH | SOLE | 10,396 | 0 | 0 | |||
| EURONET WORLDWIDE INC | COM | 298736109 | 442,908 | 4,029 | SH | OTR | 1 | 0 | 4,029 | 0 | ||
| EVENTBRITE INC | NOTE 5.000%12/0 | 29975EAB5 | 21,169,173 | 21,491,000 | PRN | SOLE | 21,491,000 | 0 | 0 | |||
| EVENTBRITE INC | NOTE 5.000%12/0 | 29975EAB5 | 10,162,503 | 10,317,000 | PRN | OTR | 1 | 0 | 10,317,000 | 0 | ||
| EVOLENT HEALTH INC | NOTE 1.500%10/1 | 30050BAD3 | 28,356,650 | 24,803,000 | PRN | SOLE | 24,803,000 | 0 | 0 | |||
| EVOLENT HEALTH INC | NOTE 1.500%10/1 | 30050BAD3 | 13,044,768 | 11,410,000 | PRN | OTR | 1 | 0 | 11,410,000 | 0 | ||
| EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 11,785,760 | 12,258,000 | PRN | SOLE | 12,258,000 | 0 | 0 | |||
| EXACT SCIENCES CORP | NOTE 1.000% 1/1 | 30063PAA3 | 3,691,726 | 3,817,000 | PRN | SOLE | 3,817,000 | 0 | 0 | |||
| EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 5,424,642 | 5,642,000 | PRN | OTR | 1 | 0 | 5,642,000 | 0 | ||
| EXACT SCIENCES CORP | NOTE 1.000% 1/1 | 30063PAA3 | 1,966,532 | 1,758,000 | PRN | OTR | 1 | 0 | 1,758,000 | 0 | ||
| EXXON MOBIL CORP | COM | 30231G102 | 3,673,184 | 31,600 | SH | OTR | 1 | 0 | 31,600 | 0 | ||
| FARO TECHNOLOGIES INC | NOTE 5.500% 2/0 | 311642AB8 | 5,055,475 | 5,822,000 | PRN | SOLE | 5,822,000 | 0 | 0 | |||
| FARO TECHNOLOGIES INC | NOTE 5.500% 2/0 | 311642AB8 | 2,325,415 | 2,678,000 | PRN | OTR | 1 | 0 | 2,678,000 | 0 | ||
| FUBOTV INC | NOTE 3.250% 2/1 | 35953DAB0 | 7,754,852 | 12,214,000 | PRN | SOLE | 12,214,000 | 0 | 0 | |||
| FUBOTV INC | NOTE 3.250% 2/1 | 35953DAB0 | 3,567,587 | 5,619,000 | PRN | OTR | 1 | 0 | 5,619,000 | 0 | ||
| GOAL ACQUISITIONS CORP | *W EXP 99/99/999 | 38021H115 | 153,153 | 14,185 | SH | Call | SOLE | 14,185 | 0 | 0 | ||
| GOPRO INC | NOTE 1.250%11/1 | 38268TAD5 | 21,872,426 | 24,048,000 | PRN | SOLE | 24,048,000 | 0 | 0 | |||
| GOPRO INC | NOTE 1.250%11/1 | 38268TAD5 | 10,061,243 | 11,062,000 | PRN | OTR | 1 | 0 | 11,062,000 | 0 | ||
| GOSSAMER BIO INC | NOTE 5.000% 6/0 | 38341PAA0 | 8,187,161 | 20,882,000 | PRN | SOLE | 20,882,000 | 0 | 0 | |||
| GOSSAMER BIO INC | NOTE 5.000% 6/0 | 38341PAA0 | 3,519,987 | 8,978,000 | PRN | OTR | 1 | 0 | 8,978,000 | 0 | ||
| GROUPON INC | NOTE 1.125% 3/1 | 399473AF4 | 5,447,640 | 2,568,000 | PRN | SOLE | 2,568,000 | 0 | 0 | |||
| GROUPON INC | NOTE 1.125% 3/1 | 399473AF4 | 938,827 | 1,182,000 | PRN | OTR | 1 | 0 | 1,182,000 | 0 | ||
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 16,349,914 | 17,777,000 | PRN | SOLE | 17,777,000 | 0 | 0 | |||
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 7,674,169 | 8,344,000 | PRN | OTR | 1 | 0 | 8,344,000 | 0 | ||
| I3 VERTICALS LLC | NOTE 1.000% 2/1 | 44933TAB2 | 8,709,268 | 10,266,000 | PRN | SOLE | 10,266,000 | 0 | 0 | |||
| I3 VERTICALS LLC | NOTE 1.000% 2/1 | 44933TAB2 | 2,252,171 | 2,363,000 | PRN | OTR | 1 | 0 | 2,363,000 | 0 | ||
| IB ACQUISITION CORP | UNIT 03/26/2029 | 44934N207 | 685,615 | 68,493 | SH | SOLE | 68,493 | 0 | 0 | |||
| IB ACQUISITION CORP | UNIT 03/26/2029 | 44934N207 | 315,385 | 31,507 | SH | OTR | 1 | 0 | 31,507 | 0 | ||
| IMAX CORP | NOTE 0.500% 4/0 | 45245EAJ8 | 6,845,240 | 7,340,000 | PRN | SOLE | 7,340,000 | 0 | 0 | |||
| IMAX CORP | NOTE 0.500% 4/0 | 45245EAJ8 | 3,150,303 | 3,378,000 | PRN | OTR | 1 | 0 | 3,378,000 | 0 | ||
| IMMUNITYBIO INC | COM | 45256X103 | 235,206 | 438 | SH | Call | SOLE | 438 | 0 | 0 | ||
| IMPINJ INC | NOTE 1.125% 5/1 | 453204AD1 | 7,876,852 | 5,820,000 | PRN | SOLE | 5,820,000 | 0 | 0 | |||
| IMPINJ INC | NOTE 1.125% 5/1 | 453204AD1 | 3,627,141 | 2,680,000 | PRN | OTR | 1 | 0 | 2,680,000 | 0 | ||
| INNOVIVA INC | NOTE 2.500% 8/1 | 45781MAB7 | 332,132 | 383,000 | PRN | SOLE | 383,000 | 0 | 0 | |||
| INSIGHT ENTERPRISES INC | NOTE 0.750% 2/1 | 45765UAB9 | 65,471,674 | 24,080,000 | PRN | SOLE | 24,080,000 | 0 | 0 | |||
| INSIGHT ENTERPRISES INC | NOTE 0.750% 2/1 | 45765UAB9 | 30,120,240 | 11,078,000 | PRN | OTR | 1 | 0 | 11,078,000 | 0 | ||
| INSULET CORP | NOTE 0.375% 9/0 | 45784PAK7 | 29,835,700 | 29,108,000 | PRN | SOLE | 29,108,000 | 0 | 0 | |||
| INSULET CORP | NOTE 0.375% 9/0 | 45784PAK7 | 13,726,800 | 13,392,000 | PRN | OTR | 1 | 0 | 13,392,000 | 0 | ||
| INVESCO QQQ TR | UNIT SER 1 | 46090E103 | 15,185,142 | 342 | SH | Call | SOLE | 342 | 0 | 0 | ||
| INVESCO QQQ TR | UNIT SER 1 | 46090E103 | 7,015,358 | 158 | SH | Call | OTR | 1 | 0 | 158 | 0 | |
| IONIS PHARMACEUTICALS INC | NOTE 4/0 | 462222AD2 | 9,166,069 | 9,182,000 | PRN | SOLE | 9,182,000 | 0 | 0 | |||
| IONIS PHARMACEUTICALS INC | NOTE 4/0 | 462222AD2 | 4,310,508 | 4,318,000 | PRN | OTR | 1 | 0 | 4,318,000 | 0 | ||
| IQIYI INC | SPONSORED ADS | 46267X108 | 1,956,798 | 4,626 | SH | Put | SOLE | 4,626 | 0 | 0 | ||
| IQIYI INC | NOTE 6.500% 3/1 | G4939KAF3 | 1,580,320 | 1,700,000 | PRN | SOLE | 1,700,000 | 0 | 0 | |||
| IQIYI INC | SPONSORED ADS | 46267X108 | 919,602 | 2,174 | SH | Put | OTR | 1 | 0 | 2,174 | 0 | |
| IQIYI INC | NOTE 6.500% 3/1 | G4939KAF3 | 740,000 | 800,000 | PRN | OTR | 1 | 0 | 800,000 | 0 | ||
| IRHYTHM TECHNOLOGIES INC | COM | 450056106 | 1,925,600 | 16,600 | SH | SOLE | 16,600 | 0 | 0 | |||
| IRONWOOD PHARMACEUTICALS INC | NOTE 0.750% 6/1 | 46333XAF5 | 12,587,072 | 12,667,000 | PRN | SOLE | 12,667,000 | 0 | 0 | |||
| IRONWOOD PHARMACEUTICALS INC | NOTE 0.750% 6/1 | 46333XAF5 | 5,796,194 | 5,833,000 | PRN | OTR | 1 | 0 | 5,833,000 | 0 | ||
| ISHARES TR | JPMORGAN USD EMG | 464288281 | 6,142,395 | 685 | SH | Put | SOLE | 685 | 0 | 0 | ||
| ISHARES TR | 20 YR TR BD ETF | 464287432 | 16,530,114 | 1,747 | SH | Call | SOLE | 1,747 | 0 | 0 | ||
| ISHARES TR | JPMORGAN USD EMG | 464288281 | 2,824,605 | 315 | SH | Put | OTR | 1 | 0 | 315 | 0 | |
| ISHARES TR | 20 YR TR BD ETF | 464287432 | 7,597,986 | 803 | SH | Call | OTR | 1 | 0 | 803 | 0 | |
| ITRON INC | NOTE 3/1 | 465741AN6 | 13,822,455 | 13,699,000 | PRN | SOLE | 13,699,000 | 0 | 0 | |||
| ITRON INC | NOTE 3/1 | 465741AN6 | 6,357,785 | 6,301,000 | PRN | OTR | 1 | 0 | 6,301,000 | 0 | ||
| KARYOPHARM THERAPEUTICS INC | NOTE 3.000%10/1 | 48576UAA4 | 3,239,801 | 3,596,000 | PRN | SOLE | 3,596,000 | 0 | 0 | |||
| KARYOPHARM THERAPEUTICS INC | NOTE 3.000%10/1 | 48576UAA4 | 905,962 | 1,654,000 | PRN | OTR | 1 | 0 | 1,654,000 | 0 | ||
| LITHIUM AMERICAS ARGENTINA C | NOTE 1.750% 1/1 | 53680QAA6 | 6,320,879 | 8,324,000 | PRN | SOLE | 8,324,000 | 0 | 0 | |||
| LITHIUM AMERICAS ARGENTINA C | NOTE 1.750% 1/1 | 53680QAA6 | 2,909,093 | 3,831,000 | PRN | OTR | 1 | 0 | 3,831,000 | 0 | ||
| LIVE NATION ENTERTAINMENT IN | NOTE 2.000% 2/1 | 538034AU3 | 15,699,286 | 14,136,000 | PRN | SOLE | 14,136,000 | 0 | 0 | |||
| LIVE NATION ENTERTAINMENT IN | NOTE 2.000% 2/1 | 538034AU3 | 7,221,050 | 6,502,000 | PRN | OTR | 1 | 0 | 6,502,000 | 0 | ||
| LIVENT CORP | NOTE 4.125% 7/1 | 53814LAB4 | 17,501,900 | 13,463,000 | PRN | SOLE | 13,463,000 | 0 | 0 | |||
| LIVENT CORP | NOTE 4.125% 7/1 | 53814LAB4 | 8,226,400 | 6,328,000 | PRN | OTR | 1 | 0 | 6,328,000 | 0 | ||
| MACOM TECH SOLUTIONS HLDGS I | NOTE 0.250% 3/1 | 55405YAB6 | 20,790,584 | 16,438,000 | PRN | SOLE | 16,438,000 | 0 | 0 | |||
| MACOM TECH SOLUTIONS HLDGS I | NOTE 0.250% 3/1 | 55405YAB6 | 9,564,327 | 7,562,000 | PRN | OTR | 1 | 0 | 7,562,000 | 0 | ||
| MANNKIND CORP | NOTE 2.500% 3/0 | 56400PAQ5 | 17,928,181 | 16,093,000 | PRN | SOLE | 16,093,000 | 0 | 0 | |||
| MANNKIND CORP | NOTE 2.500% 3/0 | 56400PAQ5 | 8,251,665 | 7,407,000 | PRN | OTR | 1 | 0 | 7,407,000 | 0 | ||
| MARCUS CORP DEL | NOTE 5.000% 9/1 | 566330AB2 | 11,778,661 | 8,108,000 | PRN | SOLE | 8,108,000 | 0 | 0 | |||
| MARCUS CORP DEL | NOTE 5.000% 9/1 | 566330AB2 | 5,653,990 | 3,892,000 | PRN | OTR | 1 | 0 | 3,892,000 | 0 | ||
| MESA LABS INC | NOTE 1.375% 8/1 | 59064RAA7 | 1,603,858 | 3,092,000 | PRN | SOLE | 3,092,000 | 0 | 0 | |||
| MESA LABS INC | NOTE 1.375% 8/1 | 59064RAA7 | 1,203,123 | 1,296,000 | PRN | OTR | 1 | 0 | 1,296,000 | 0 | ||
| MICROCHIP TECHNOLOGY INC. | COM | 595017104 | 6,450,149 | 719 | SH | Call | SOLE | 719 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC. | COM | 595017104 | 6,302,666 | 70,256 | SH | SOLE | 70,256 | 0 | 0 | |||
| MICROCHIP TECHNOLOGY INC. | COM | 595017104 | 2,520,851 | 281 | SH | Call | OTR | 1 | 0 | 281 | 0 | |
| MICROCHIP TECHNOLOGY INC. | COM | 595017104 | 2,457,516 | 27,394 | SH | OTR | 1 | 0 | 27,394 | 0 | ||
| MICROSTRATEGY INC | CL A NEW | 594972408 | 1,363,648 | 8 | SH | Put | SOLE | 8 | 0 | 0 | ||
| MICROSTRATEGY INC | NOTE 0.750%12/1 | 594972AC5 | 2,656,838 | 2,897,000 | PRN | SOLE | 2,897,000 | 0 | 0 | |||
| MICROSTRATEGY INC | NOTE 2/1 | 594972AE1 | 2,519,451 | 2,736,000 | PRN | SOLE | 2,736,000 | 0 | 0 | |||
| MICROSTRATEGY INC | CL A NEW | 594972408 | 681,824 | 4 | SH | Put | OTR | 1 | 0 | 4 | 0 | |
| MICROSTRATEGY INC | NOTE 2/1 | 594972AE1 | 1,742,635 | 1,264,000 | PRN | OTR | 1 | 0 | 1,264,000 | 0 | ||
| MICROSTRATEGY INC | NOTE 0.750%12/1 | 594972AC5 | 4,838,105 | 1,128,000 | PRN | OTR | 1 | 0 | 1,128,000 | 0 | ||
| MITEK SYS INC | NOTE 0.750% 2/0 | 606710AA9 | 2,349,657 | 2,380,000 | PRN | SOLE | 2,380,000 | 0 | 0 | |||
| MITEK SYS INC | NOTE 0.750% 2/0 | 606710AA9 | 1,095,149 | 1,120,000 | PRN | OTR | 1 | 0 | 1,120,000 | 0 | ||
| MONGODB INC | NOTE 0.250% 1/1 | 60937PAD8 | 39,574,352 | 22,601,000 | PRN | SOLE | 22,601,000 | 0 | 0 | |||
| MONGODB INC | NOTE 0.250% 1/1 | 60937PAD8 | 18,208,649 | 10,399,000 | PRN | OTR | 1 | 0 | 10,399,000 | 0 | ||
| MOOLEC SCIENCE SA | *W EXP 12/30/202 | L64875112 | 22,512 | 16,313 | SH | Call | SOLE | 16,313 | 0 | 0 | ||
| MORINGA ACQUISITION CORP | *W EXP 02/22/202 | G6S23K124 | 159,133 | 14,183 | SH | Call | SOLE | 14,183 | 0 | 0 | ||
| NATERA INC | NOTE 2.250% 5/0 | 632307AB0 | 27,270,563 | 11,202,000 | PRN | SOLE | 11,202,000 | 0 | 0 | |||
| NATERA INC | NOTE 2.250% 5/0 | 632307AB0 | 12,542,219 | 5,152,000 | PRN | OTR | 1 | 0 | 5,152,000 | 0 | ||
| NATIONAL VISION HLDGS INC | NOTE 2.500% 5/1 | 63845RAB3 | 16,698,129 | 15,878,000 | PRN | SOLE | 15,878,000 | 0 | 0 | |||
| NATIONAL VISION HLDGS INC | NOTE 2.500% 5/1 | 63845RAB3 | 8,015,692 | 7,622,000 | PRN | OTR | 1 | 0 | 7,622,000 | 0 | ||
| NEOGAMES S A | SHS | L6673X107 | 450,270 | 15,548 | SH | SOLE | 15,548 | 0 | 0 | |||
| NEOGAMES S A | SHS | L6673X107 | 207,180 | 7,154 | SH | OTR | 1 | 0 | 7,154 | 0 | ||
| NEW YORK CMNTY BANCORP INC | COM | 649445103 | 218,960 | 680 | SH | Call | SOLE | 680 | 0 | 0 | ||
| NEW YORK CMNTY BANCORP INC | COM | 649445103 | 218,960 | 680 | SH | Put | SOLE | 680 | 0 | 0 | ||
| NICE LTD | NOTE 9/1 | 653656AB4 | 7,137,219 | 6,811,000 | PRN | SOLE | 6,811,000 | 0 | 0 | |||
| NICE LTD | NOTE 9/1 | 653656AB4 | 3,289,346 | 3,139,000 | PRN | OTR | 1 | 0 | 3,139,000 | 0 | ||
| NOVA LTD | NOTE 10/1 | 66980MAB2 | 30,826,905 | 12,937,000 | PRN | SOLE | 12,937,000 | 0 | 0 | |||
| NOVA LTD | NOTE 10/1 | 66980MAB2 | 13,255,783 | 5,563,000 | PRN | OTR | 1 | 0 | 5,563,000 | 0 | ||
| NOVAVAX INC | NOTE 5.000%12/1 | 670002AD6 | 5,057,238 | 4,932,000 | PRN | SOLE | 4,932,000 | 0 | 0 | |||
| NOVAVAX INC | NOTE 5.000%12/1 | 670002AD6 | 1,398,986 | 2,268,000 | PRN | OTR | 1 | 0 | 2,268,000 | 0 | ||
| NOVOCURE LTD | NOTE 11/0 | 67011XAB9 | 29,023,107 | 31,747,000 | PRN | SOLE | 31,747,000 | 0 | 0 | |||
| NOVOCURE LTD | NOTE 11/0 | 67011XAB9 | 13,715,743 | 15,003,000 | PRN | OTR | 1 | 0 | 15,003,000 | 0 | ||
| NUTANIX INC | NOTE 0.250%10/0 | 67059NAH1 | 13,043,221 | 10,616,000 | PRN | SOLE | 10,616,000 | 0 | 0 | |||
| NUTANIX INC | NOTE 0.250%10/0 | 67059NAH1 | 6,000,668 | 4,884,000 | PRN | OTR | 1 | 0 | 4,884,000 | 0 | ||
| OCCIDENTAL PETE CORP | COM | 674599105 | 259,960 | 4,000 | SH | SOLE | 4,000 | 0 | 0 | |||
| OKTA INC | NOTE 0.125% 9/0 | 679295AD7 | 7,100,856 | 7,382,000 | PRN | SOLE | 7,382,000 | 0 | 0 | |||
| OKTA INC | NOTE 0.125% 9/0 | 679295AD7 | 3,480,208 | 3,618,000 | PRN | OTR | 1 | 0 | 3,618,000 | 0 | ||
| OMEROS CORP | NOTE 5.250% 2/1 | 682143AG7 | 10,685,775 | 14,739,000 | PRN | SOLE | 14,739,000 | 0 | 0 | |||
| OMEROS CORP | NOTE 5.250% 2/1 | 682143AG7 | 5,056,875 | 6,975,000 | PRN | OTR | 1 | 0 | 6,975,000 | 0 | ||
| ON SEMICONDUCTOR CORP | NOTE 0.500% 3/0 | 682189AU9 | 3,339,139 | 3,714,000 | PRN | SOLE | 3,714,000 | 0 | 0 | |||
| ON SEMICONDUCTOR CORP | NOTE 0.500% 3/0 | 682189AU9 | 1,763,848 | 1,786,000 | PRN | OTR | 1 | 0 | 1,786,000 | 0 | ||
| PAGERDUTY INC | NOTE 1.250% 7/0 | 69553PAB6 | 4,416,967 | 4,964,000 | PRN | SOLE | 4,964,000 | 0 | 0 | |||
| PAGERDUTY INC | NOTE 1.250% 7/0 | 69553PAB6 | 2,238,203 | 2,339,000 | PRN | OTR | 1 | 0 | 2,339,000 | 0 | ||
| PAYPAL HLDGS INC | COM | 70450Y103 | 1,614,459 | 241 | SH | Call | SOLE | 241 | 0 | 0 | ||
| PAYPAL HLDGS INC | COM | 70450Y103 | 743,589 | 111 | SH | Call | OTR | 1 | 0 | 111 | 0 | |
| PERFICIENT INC | NOTE 0.125%11/1 | 71375UAF8 | 5,527,493 | 6,429,000 | PRN | SOLE | 6,429,000 | 0 | 0 | |||
| PERFICIENT INC | NOTE 0.125%11/1 | 71375UAF8 | 2,597,380 | 3,021,000 | PRN | OTR | 1 | 0 | 3,021,000 | 0 | ||
| PETIQ INC | NOTE 4.000% 6/0 | 71639TAB2 | 8,271,274 | 8,311,000 | PRN | SOLE | 8,311,000 | 0 | 0 | |||
| PETIQ INC | NOTE 4.000% 6/0 | 71639TAB2 | 3,804,726 | 3,823,000 | PRN | OTR | 1 | 0 | 3,823,000 | 0 | ||
| PROGRESS SOFTWARE CORP | COM | 743312100 | 376,369 | 7,060 | SH | SOLE | 7,060 | 0 | 0 | |||
| PROS HOLDINGS INC | NOTE 2.250% 9/1 | 74346YAG8 | 3,501,964 | 2,295,000 | PRN | SOLE | 2,295,000 | 0 | 0 | |||
| PROS HOLDINGS INC | NOTE 1.000% 5/1 | 74346YAH6 | 499,448 | 1,304,000 | PRN | SOLE | 1,304,000 | 0 | 0 | |||
| PROS HOLDINGS INC | NOTE 1.000% 5/1 | 74346YAH6 | 621,031 | 639,000 | PRN | OTR | 1 | 0 | 639,000 | 0 | ||
| PROS HOLDINGS INC | NOTE 2.250% 9/1 | 74346YAG8 | 1,231,226 | 1,124,000 | PRN | OTR | 1 | 0 | 1,124,000 | 0 | ||
| PTC THERAPEUTICS INC | NOTE 1.500% 9/1 | 69366JAD3 | 19,186,266 | 20,648,000 | PRN | SOLE | 20,648,000 | 0 | 0 | |||
| PTC THERAPEUTICS INC | NOTE 1.500% 9/1 | 69366JAD3 | 8,830,254 | 9,503,000 | PRN | OTR | 1 | 0 | 9,503,000 | 0 | ||
| Q2 HLDGS INC | NOTE 0.125%11/1 | 74736LAF6 | 6,436,857 | 6,953,000 | PRN | SOLE | 6,953,000 | 0 | 0 | |||
| Q2 HLDGS INC | NOTE 0.125%11/1 | 74736LAF6 | 2,961,529 | 3,199,000 | PRN | OTR | 1 | 0 | 3,199,000 | 0 | ||
| RIVIAN AUTOMOTIVE INC | NOTE 4.625% 3/1 | 76954AAB9 | 2,775,420 | 3,060,000 | PRN | SOLE | 3,060,000 | 0 | 0 | |||
| RIVIAN AUTOMOTIVE INC | NOTE 4.625% 3/1 | 76954AAB9 | 1,153,728 | 1,440,000 | PRN | OTR | 1 | 0 | 1,440,000 | 0 | ||
| SEA LTD | NOTE 2.375%12/0 | 81141RAF7 | 40,694,977 | 40,549,000 | PRN | SOLE | 40,549,000 | 0 | 0 | |||
| SEA LTD | NOTE 1.000%12/0 | 81141RAD2 | 8,223,719 | 6,729,000 | PRN | SOLE | 6,729,000 | 0 | 0 | |||
| SEA LTD | SPONSORD ADS | 81141R100 | 795,123 | 14,804 | SH | OTR | 1 | 0 | 14,804 | 0 | ||
| SEA LTD | NOTE 1.000%12/0 | 81141RAD2 | 3,937,706 | 3,222,000 | PRN | OTR | 1 | 0 | 3,222,000 | 0 | ||
| SEA LTD | NOTE 2.375%12/0 | 81141RAF7 | 18,724,165 | 18,657,000 | PRN | OTR | 1 | 0 | 18,657,000 | 0 | ||
| SELECT SECTOR SPDR TR | INDL | 81369Y704 | 12,936,092 | 1,027 | SH | Put | SOLE | 1,027 | 0 | 0 | ||
| SELECT SECTOR SPDR TR | INDL | 81369Y704 | 5,957,908 | 473 | SH | Put | OTR | 1 | 0 | 473 | 0 | |
| SELINA HOSPITALITY PLC | *W EXP 10/27/202 | G8059B119 | 3,228 | 21,662 | SH | Call | OTR | 1 | 0 | 21,662 | 0 | |
| SHAKE SHACK INC | NOTE 3/0 | 819047AB7 | 7,870,229 | 8,681,000 | PRN | SOLE | 8,681,000 | 0 | 0 | |||
| SHAKE SHACK INC | NOTE 3/0 | 819047AB7 | 3,621,883 | 3,995,000 | PRN | OTR | 1 | 0 | 3,995,000 | 0 | ||
| SHIFT4 PMTS INC | NOTE 12/1 | 82452JAB5 | 22,327,639 | 20,782,000 | PRN | SOLE | 20,782,000 | 0 | 0 | |||
| SHIFT4 PMTS INC | NOTE 12/1 | 82452JAB5 | 10,276,387 | 9,565,000 | PRN | OTR | 1 | 0 | 9,565,000 | 0 | ||
| SHOPIFY INC | NOTE 0.125%11/0 | 82509LAA5 | 11,899,955 | 12,504,000 | PRN | SOLE | 12,504,000 | 0 | 0 | |||
| SHOPIFY INC | NOTE 0.125%11/0 | 82509LAA5 | 4,762,267 | 5,004,000 | PRN | OTR | 1 | 0 | 5,004,000 | 0 | ||
| SNAP INC | NOTE 0.125% 3/0 | 83304AAH9 | 5,882,660 | 7,718,000 | PRN | SOLE | 7,718,000 | 0 | 0 | |||
| SNAP INC | NOTE 0.250% 5/0 | 83304AAD8 | 4,130,902 | 3,607,000 | PRN | SOLE | 3,607,000 | 0 | 0 | |||
| SNAP INC | NOTE 0.125% 3/0 | 83304AAH9 | 2,707,334 | 3,552,000 | PRN | OTR | 1 | 0 | 3,552,000 | 0 | ||
| SNAP INC | NOTE 0.250% 5/0 | 83304AAD8 | 1,402,390 | 1,435,000 | PRN | OTR | 1 | 0 | 1,435,000 | 0 | ||
| SOLAREDGE TECHNOLOGIES INC | NOTE 9/1 | 83417MAD6 | 30,635,527 | 33,567,000 | PRN | SOLE | 33,567,000 | 0 | 0 | |||
| SOLAREDGE TECHNOLOGIES INC | NOTE 9/1 | 83417MAD6 | 14,095,245 | 15,444,000 | PRN | OTR | 1 | 0 | 15,444,000 | 0 | ||
| SOUTHWEST AIRLS CO | COM | 844741108 | 1,231,818 | 422 | SH | Call | SOLE | 422 | 0 | 0 | ||
| SOUTHWEST AIRLS CO | COM | 844741108 | 519,582 | 178 | SH | Call | OTR | 1 | 0 | 178 | 0 | |
| SPDR GOLD TR | GOLD SHS | 78463V107 | 19,728,548 | 959 | SH | Put | SOLE | 959 | 0 | 0 | ||
| SPDR GOLD TR | GOLD SHS | 78463V107 | 9,072,252 | 441 | SH | Put | OTR | 1 | 0 | 441 | 0 | |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 39,766,920 | 76,026 | SH | SOLE | 76,026 | 0 | 0 | |||
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 18,662,091 | 35,678 | SH | OTR | 1 | 0 | 35,678 | 0 | ||
| SPDR SER TR | S&P REGL BKG | 78464A698 | 6,843,108 | 1,361 | SH | Call | SOLE | 1,361 | 0 | 0 | ||
| SPDR SER TR | S&P REGL BKG | 78464A698 | 6,843,108 | 1,361 | SH | Put | SOLE | 1,361 | 0 | 0 | ||
| SPDR SER TR | S&P REGL BKG | 78464A698 | 3,631,372 | 72,223 | SH | SOLE | 72,223 | 0 | 0 | |||
| SPDR SER TR | S&P REGL BKG | 78464A698 | 3,212,892 | 639 | SH | Call | OTR | 1 | 0 | 639 | 0 | |
| SPDR SER TR | S&P REGL BKG | 78464A698 | 3,212,892 | 639 | SH | Put | OTR | 1 | 0 | 639 | 0 | |
| SPDR SER TR | S&P REGL BKG | 78464A698 | 1,700,570 | 33,822 | SH | OTR | 1 | 0 | 33,822 | 0 | ||
| SPIRIT AIRLS INC | COM | 848577102 | 658,240 | 1,360 | SH | Call | SOLE | 1,360 | 0 | 0 | ||
| SPIRIT AIRLS INC | COM | 848577102 | 309,760 | 640 | SH | Call | OTR | 1 | 0 | 640 | 0 | |
| SPOTIFY USA INC | NOTE 3/1 | 84921RAB6 | 24,209,726 | 26,301,000 | PRN | SOLE | 26,301,000 | 0 | 0 | |||
| SPOTIFY USA INC | NOTE 3/1 | 84921RAB6 | 11,136,972 | 12,099,000 | PRN | OTR | 1 | 0 | 12,099,000 | 0 | ||
| STANDARD BIOTOOLS INC | NOTE 5.250%12/0 | 34385PAF5 | 14,231,910 | 12,322,000 | PRN | SOLE | 12,322,000 | 0 | 0 | |||
| STANDARD BIOTOOLS INC | NOTE 5.250%12/0 | 34385PAF5 | 6,552,315 | 5,673,000 | PRN | OTR | 1 | 0 | 5,673,000 | 0 | ||
| STARWOOD PPTY TR INC | NOTE 6.750% 7/1 | 85571BBA2 | 3,969,960 | 4,763,000 | PRN | SOLE | 4,763,000 | 0 | 0 | |||
| STARWOOD PPTY TR INC | NOTE 6.750% 7/1 | 85571BBA2 | 2,380,213 | 2,237,000 | PRN | OTR | 1 | 0 | 2,237,000 | 0 | ||
| STRUCTURE THERAPEUTICS INC | SPONSORED ADS | 86366E106 | 441,458 | 103 | SH | Call | SOLE | 103 | 0 | 0 | ||
| STRUCTURE THERAPEUTICS INC | SPONSORED ADS | 86366E106 | 201,442 | 47 | SH | Call | OTR | 1 | 0 | 47 | 0 | |
| SUNNOVA ENERGY INTL INC. | NOTE 0.250%12/0 | 86745KAF1 | 12,430,575 | 24,184,000 | PRN | SOLE | 24,184,000 | 0 | 0 | |||
| SUNNOVA ENERGY INTL INC. | NOTE 2.625% 2/1 | 86745KAH7 | 3,218,151 | 7,873,000 | PRN | SOLE | 7,873,000 | 0 | 0 | |||
| SUNNOVA ENERGY INTL INC. | NOTE 0.250%12/0 | 86745KAF1 | 5,718,764 | 11,126,000 | PRN | OTR | 1 | 0 | 11,126,000 | 0 | ||
| SUNNOVA ENERGY INTL INC. | NOTE 2.625% 2/1 | 86745KAH7 | 1,482,565 | 3,627,000 | PRN | OTR | 1 | 0 | 3,627,000 | 0 | ||
| TECHTARGET INC | NOTE 12/1 | 87874RAD2 | 15,310,369 | 16,095,000 | PRN | SOLE | 16,095,000 | 0 | 0 | |||
| TECHTARGET INC | NOTE 12/1 | 87874RAD2 | 7,044,006 | 7,405,000 | PRN | OTR | 1 | 0 | 7,405,000 | 0 | ||
| THE REALREAL INC | COM | 88339P101 | 3,229,285 | 825,904 | SH | Call | SOLE | 825,904 | 0 | 0 | ||
| THE REALREAL INC | NOTE 1.000% 3/0 | 88339PAD3 | 1,227,127 | 1,247,000 | PRN | SOLE | 1,247,000 | 0 | 0 | |||
| THE REALREAL INC | COM | 88339P101 | 1,443,169 | 369,097 | SH | Call | OTR | 1 | 0 | 369,097 | 0 | |
| THE REALREAL INC | NOTE 1.000% 3/0 | 88339PAD3 | 248,680 | 576,000 | PRN | OTR | 1 | 0 | 576,000 | 0 | ||
| TILRAY BRANDS INC | COM | 88688T100 | 154,573 | 62,580 | SH | SOLE | 62,580 | 0 | 0 | |||
| TILRAY BRANDS INC | NOTE 5.200% 6/1 | 88688TAC4 | 10,540,065 | 8,904,000 | PRN | SOLE | 8,904,000 | 0 | 0 | |||
| TILRAY BRANDS INC | COM | 88688T100 | 72,667 | 29,420 | SH | OTR | 1 | 0 | 29,420 | 0 | ||
| TILRAY BRANDS INC | NOTE 5.200% 6/1 | 88688TAC4 | 4,848,620 | 4,096,000 | PRN | OTR | 1 | 0 | 4,096,000 | 0 | ||
| TPI COMPOSITES INC | NOTE 5.250% 3/1 | 87266JAB0 | 2,847,234 | 5,924,000 | PRN | SOLE | 5,924,000 | 0 | 0 | |||
| TPI COMPOSITES INC | NOTE 5.250% 3/1 | 87266JAB0 | 1,310,189 | 2,726,000 | PRN | OTR | 1 | 0 | 2,726,000 | 0 | ||
| UPSTART HLDGS INC | NOTE 0.250% 8/1 | 91680MAB3 | 10,766,478 | 13,724,000 | PRN | SOLE | 13,724,000 | 0 | 0 | |||
| UPSTART HLDGS INC | NOTE 0.250% 8/1 | 91680MAB3 | 4,947,057 | 6,306,000 | PRN | OTR | 1 | 0 | 6,306,000 | 0 | ||
| VALLEY NATL BANCORP | COM | 919794107 | 545,260 | 685 | SH | Put | SOLE | 685 | 0 | 0 | ||
| VALLEY NATL BANCORP | COM | 919794107 | 250,740 | 315 | SH | Put | OTR | 1 | 0 | 315 | 0 | |
| VAREX IMAGING CORP | NOTE 4.000% 6/0 | 92214XAB2 | 14,942,939 | 13,527,000 | PRN | SOLE | 13,527,000 | 0 | 0 | |||
| VAREX IMAGING CORP | NOTE 4.000% 6/0 | 92214XAB2 | 6,874,393 | 6,223,000 | PRN | OTR | 1 | 0 | 6,223,000 | 0 | ||
| VARONIS SYS INC | NOTE 1.250% 8/1 | 922280AB8 | 19,533,811 | 12,245,000 | PRN | SOLE | 12,245,000 | 0 | 0 | |||
| VARONIS SYS INC | NOTE 1.250% 8/1 | 922280AB8 | 9,180,652 | 5,755,000 | PRN | OTR | 1 | 0 | 5,755,000 | 0 | ||
| VERINT SYSTEMS INC | NOTE 0.250% 4/1 | 92343XAC4 | 17,309,657 | 18,770,000 | PRN | SOLE | 18,770,000 | 0 | 0 | |||
| VERINT SYSTEMS INC | NOTE 0.250% 4/1 | 92343XAC4 | 7,963,180 | 8,635,000 | PRN | OTR | 1 | 0 | 8,635,000 | 0 | ||
| VIKING THERAPEUTICS INC | COM | 92686J106 | 278,800 | 34 | SH | Call | SOLE | 34 | 0 | 0 | ||
| WAYFAIR INC | NOTE 1.000% 8/1 | 94419LAF8 | 6,335,901 | 6,850,000 | PRN | SOLE | 6,850,000 | 0 | 0 | |||
| WAYFAIR INC | NOTE 1.000% 8/1 | 94419LAF8 | 2,913,589 | 3,150,000 | PRN | OTR | 1 | 0 | 3,150,000 | 0 | ||
| WELLS FARGO CO NEW | COM | 949746101 | 5,911,920 | 1,020 | SH | Put | SOLE | 1,020 | 0 | 0 | ||
| WELLS FARGO CO NEW | COM | 949746101 | 416,211 | 7,181 | SH | SOLE | 7,181 | 0 | 0 | |||
| WELLS FARGO CO NEW | COM | 949746101 | 2,782,080 | 480 | SH | Put | OTR | 1 | 0 | 480 | 0 | |
| WESTERN DIGITAL CORP. | COM | 958102105 | 2,019,904 | 296 | SH | Put | SOLE | 296 | 0 | 0 | ||
| WESTERN DIGITAL CORP. | COM | 958102105 | 7,549,937 | 110,638 | SH | SOLE | 110,638 | 0 | 0 | |||
| WESTERN DIGITAL CORP. | COM | 958102105 | 948,536 | 139 | SH | Put | OTR | 1 | 0 | 139 | 0 | |
| WESTERN DIGITAL CORP. | COM | 958102105 | 3,552,506 | 52,059 | SH | OTR | 1 | 0 | 52,059 | 0 | ||
| WHOLE EARTH BRANDS INC | COM CL A | 96684W100 | 70,813 | 14,661 | SH | SOLE | 14,661 | 0 | 0 | |||
| WOLFSPEED INC | NOTE 1.750% 5/0 | 225447AD3 | 17,921,523 | 18,705,000 | PRN | SOLE | 18,705,000 | 0 | 0 | |||
| WOLFSPEED INC | NOTE 1.875%12/0 | 977852AD4 | 7,970,065 | 14,039,000 | PRN | SOLE | 14,039,000 | 0 | 0 | |||
| WOLFSPEED INC | NOTE 1.750% 5/0 | 225447AD3 | 8,426,613 | 8,795,000 | PRN | OTR | 1 | 0 | 8,795,000 | 0 | ||
| WOLFSPEED INC | NOTE 1.875%12/0 | 977852AD4 | 3,667,968 | 6,461,000 | PRN | OTR | 1 | 0 | 6,461,000 | 0 | ||
| XOMETRY INC | NOTE 1.000% 2/0 | 98423FAB5 | 4,686,048 | 6,267,000 | PRN | SOLE | 6,267,000 | 0 | 0 | |||
| XOMETRY INC | NOTE 1.000% 2/0 | 98423FAB5 | 2,155,717 | 2,883,000 | PRN | OTR | 1 | 0 | 2,883,000 | 0 | ||
| ZEROFOX HLDGS INC | COM | 98955G103 | 11,371 | 10,153 | SH | SOLE | 10,153 | 0 | 0 | |||
| ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 52,013,556 | 38,070,000 | PRN | SOLE | 38,070,000 | 0 | 0 | |||
| ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 20,286,243 | 14,848,000 | PRN | OTR | 1 | 0 | 14,848,000 | 0 | ||