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 |
| ACCURAY INC DEL | NOTE 3.750% 6/0 | 004397AK1 | 3,270,706 | 3,808,000 | PRN | SOLE | 3,808,000 | 0 | 0 | |||
| ACCURAY INC DEL | NOTE 3.750% 6/0 | 004397AK1 | 1,539,156 | 1,792,000 | PRN | OTR | 1 | 0 | 1,792,000 | 0 | ||
| AFFIRM HLDGS INC | NOTE 11/1 | 00827BAB2 | 16,007,788 | 19,161,000 | PRN | SOLE | 19,161,000 | 0 | 0 | |||
| AFFIRM HLDGS INC | NOTE 11/1 | 00827BAB2 | 7,523,937 | 9,006,000 | PRN | OTR | 1 | 0 | 9,006,000 | 0 | ||
| AIRBNB INC | NOTE 3/1 | 009066AB7 | 32,341,738 | 35,323,000 | PRN | SOLE | 35,323,000 | 0 | 0 | |||
| AIRBNB INC | NOTE 3/1 | 009066AB7 | 15,506,602 | 16,936,000 | PRN | OTR | 1 | 0 | 16,936,000 | 0 | ||
| ALARM COM HLDGS INC | NOTE 1/1 | 011642AB1 | 5,895,995 | 6,444,000 | PRN | SOLE | 6,444,000 | 0 | 0 | |||
| ALARM COM HLDGS INC | NOTE 1/1 | 011642AB1 | 2,770,496 | 3,028,000 | PRN | OTR | 1 | 0 | 3,028,000 | 0 | ||
| ALPHATEC HLDGS INC | NOTE 0.750% 8/0 | 02081GAB8 | 20,110,635 | 20,889,000 | PRN | SOLE | 20,889,000 | 0 | 0 | |||
| ALPHATEC HLDGS INC | NOTE 0.750% 8/0 | 02081GAB8 | 9,252,875 | 9,611,000 | PRN | OTR | 1 | 0 | 9,611,000 | 0 | ||
| AMAZON COM INC | COM | 023135106 | 2,686,175 | 139 | SH | Call | SOLE | 139 | 0 | 0 | ||
| AMAZON COM INC | COM | 023135106 | 1,178,825 | 61 | SH | Call | OTR | 1 | 0 | 61 | 0 | |
| APELLIS PHARMACEUTICALS INC | NOTE 3.500% 9/1 | 03753UAB2 | 17,192,054 | 13,538,000 | PRN | SOLE | 13,538,000 | 0 | 0 | |||
| APELLIS PHARMACEUTICALS INC | NOTE 3.500% 9/1 | 03753UAB2 | 16,320,895 | 12,852,000 | PRN | SOLE | 12,852,000 | 0 | 0 | |||
| APELLIS PHARMACEUTICALS INC | NOTE 3.500% 9/1 | 03753UAB2 | 15,414,180 | 12,138,000 | PRN | OTR | 1 | 0 | 12,138,000 | 0 | ||
| ARES CAPITAL CORP | COM | 04010L103 | 354,426 | 17,007 | SH | SOLE | 17,007 | 0 | 0 | |||
| ARTIVION INC | NOTE 4.250% 7/0 | 228903AB6 | 18,752,540 | 15,050,000 | PRN | SOLE | 15,050,000 | 0 | 0 | |||
| ARTIVION INC | NOTE 4.250% 7/0 | 228903AB6 | 8,628,661 | 6,925,000 | PRN | OTR | 1 | 0 | 6,925,000 | 0 | ||
| ASSERTIO HOLDINGS INC | NOTE 6.500% 9/0 | 04546CAB2 | 5,844,501 | 6,747,000 | PRN | SOLE | 6,747,000 | 0 | 0 | |||
| ASSERTIO HOLDINGS INC | NOTE 6.500% 9/0 | 04546CAB2 | 2,005,339 | 2,315,000 | PRN | OTR | 1 | 0 | 2,315,000 | 0 | ||
| ASSERTIO HOLDINGS INC | NOTE 6.500% 9/0 | 04546CAB2 | 682,595 | 788,000 | PRN | OTR | 1 | 0 | 788,000 | 0 | ||
| AXON ENTERPRISE INC | NOTE 0.500%12/1 | 05464CAB7 | 19,795,361 | 14,384,000 | PRN | SOLE | 14,384,000 | 0 | 0 | |||
| AXON ENTERPRISE INC | NOTE 0.500%12/1 | 05464CAB7 | 9,104,986 | 6,616,000 | PRN | OTR | 1 | 0 | 6,616,000 | 0 | ||
| BENTLEY SYS INC | NOTE 0.375% 7/0 | 08265TAD1 | 7,142,095 | 7,985,000 | PRN | SOLE | 7,985,000 | 0 | 0 | |||
| BENTLEY SYS INC | NOTE 0.375% 7/0 | 08265TAD1 | 3,143,953 | 3,515,000 | PRN | OTR | 1 | 0 | 3,515,000 | 0 | ||
| BEYOND MEAT INC | NOTE 3/1 | 08862EAB5 | 6,058,080 | 28,848,000 | PRN | SOLE | 28,848,000 | 0 | 0 | |||
| BEYOND MEAT INC | NOTE 3/1 | 08862EAB5 | 2,362,500 | 11,250,000 | PRN | OTR | 1 | 0 | 11,250,000 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 6,889,127 | 83,677 | SH | SOLE | 83,677 | 0 | 0 | |||
| BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 2,758,467 | 33,505 | SH | OTR | 1 | 0 | 33,505 | 0 | ||
| BLOCK INC | NOTE 0.125% 3/0 | 852234AF0 | 40,854,703 | 42,376,000 | PRN | SOLE | 42,376,000 | 0 | 0 | |||
| BLOCK INC | NOTE 0.125% 3/0 | 852234AF0 | 18,089,408 | 18,763,000 | PRN | OTR | 1 | 0 | 18,763,000 | 0 | ||
| BLOOM ENERGY CORP | NOTE 3.000% 6/0 | 093712AK3 | 14,076,244 | 14,726,000 | PRN | SOLE | 14,726,000 | 0 | 0 | |||
| BLOOM ENERGY CORP | NOTE 3.000% 6/0 | 093712AK3 | 6,475,111 | 6,774,000 | PRN | OTR | 1 | 0 | 6,774,000 | 0 | ||
| BOX INC | NOTE 1/1 | 10316TAB0 | 11,990,741 | 10,434,000 | PRN | SOLE | 10,434,000 | 0 | 0 | |||
| BOX INC | NOTE 1/1 | 10316TAB0 | 5,635,672 | 4,904,000 | PRN | OTR | 1 | 0 | 4,904,000 | 0 | ||
| BURLINGTON STORES INC | NOTE 2.250% 4/1 | 122017AB2 | 26,417,392 | 22,453,000 | PRN | SOLE | 22,453,000 | 0 | 0 | |||
| BURLINGTON STORES INC | NOTE 2.250% 4/1 | 122017AB2 | 11,567,977 | 9,832,000 | PRN | OTR | 1 | 0 | 9,832,000 | 0 | ||
| CANADIAN SOLAR INC | NOTE 2.500%10/0 | 136635AG4 | 17,927,852 | 19,312,000 | PRN | SOLE | 19,312,000 | 0 | 0 | |||
| CANADIAN SOLAR INC | NOTE 2.500%10/0 | 136635AG4 | 7,887,995 | 8,497,000 | PRN | OTR | 1 | 0 | 8,497,000 | 0 | ||
| CAPITAL ONE FINL CORP | COM | 14040H105 | 1,345,042 | 9,715 | SH | SOLE | 9,715 | 0 | 0 | |||
| CAPITAL ONE FINL CORP | COM | 14040H105 | 591,597 | 4,273 | SH | OTR | 1 | 0 | 4,273 | 0 | ||
| CERENCE INC | NOTE 3.000% 6/0 | 156727AB5 | 12,266,891 | 13,189,000 | PRN | SOLE | 13,189,000 | 0 | 0 | |||
| CERENCE INC | NOTE 3.000% 6/0 | 156727AB5 | 5,397,283 | 5,803,000 | PRN | OTR | 1 | 0 | 5,803,000 | 0 | ||
| CHART INDS INC | NOTE 1.000%11/1 | 16115QAE0 | 30,046,946 | 12,176,000 | PRN | SOLE | 12,176,000 | 0 | 0 | |||
| CHART INDS INC | NOTE 1.000%11/1 | 16115QAE0 | 12,918,509 | 5,235,000 | PRN | OTR | 1 | 0 | 5,235,000 | 0 | ||
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 9,781,864 | 10,770,000 | PRN | SOLE | 10,770,000 | 0 | 0 | |||
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 4,598,475 | 5,063,000 | PRN | OTR | 1 | 0 | 5,063,000 | 0 | ||
| CINEMARK HLDGS INC | NOTE 4.500% 8/1 | 17243VAB8 | 24,213,537 | 15,308,000 | PRN | SOLE | 15,308,000 | 0 | 0 | |||
| CINEMARK HLDGS INC | NOTE 4.500% 8/1 | 17243VAB8 | 23,243,919 | 14,695,000 | PRN | OTR | 1 | 0 | 14,695,000 | 0 | ||
| CORE SCIENTIFIC INC NEW | *W EXP 01/23/202 | 21874A130 | 151,841 | 16,327 | SH | Call | SOLE | 16,327 | 0 | 0 | ||
| CORE SCIENTIFIC INC NEW | COM | 21874A106 | 1,632,429 | 175,530 | SH | SOLE | 175,530 | 0 | 0 | |||
| CORE SCIENTIFIC INC NEW | COM | 21874A106 | 740,578 | 79,632 | SH | OTR | 1 | 0 | 79,632 | 0 | ||
| CUTERA INC | NOTE 4.000% 6/0 | 232109AG3 | 1,384,109 | 7,573,000 | PRN | SOLE | 7,573,000 | 0 | 0 | |||
| CUTERA INC | NOTE 4.000% 6/0 | 232109AG3 | 637,316 | 3,487,000 | PRN | OTR | 1 | 0 | 3,487,000 | 0 | ||
| CYBERARK SOFTWARE LTD | NOTE 11/1 | 23248VAB1 | 49,350,598 | 28,360,000 | PRN | SOLE | 28,360,000 | 0 | 0 | |||
| CYBERARK SOFTWARE LTD | NOTE 11/1 | 23248VAB1 | 22,708,931 | 13,050,000 | PRN | OTR | 1 | 0 | 13,050,000 | 0 | ||
| CYTOKINETICS INC | NOTE 3.500% 7/0 | 23282WAC4 | 9,204,630 | 7,029,000 | PRN | SOLE | 7,029,000 | 0 | 0 | |||
| CYTOKINETICS INC | NOTE 3.500% 7/0 | 23282WAC4 | 4,348,923 | 3,321,000 | PRN | OTR | 1 | 0 | 3,321,000 | 0 | ||
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 47,494,183 | 32,779,000 | PRN | SOLE | 32,779,000 | 0 | 0 | |||
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 21,854,075 | 15,083,000 | PRN | OTR | 1 | 0 | 15,083,000 | 0 | ||
| DAYFORCE INC | NOTE 0.250% 3/1 | 15677JAD0 | 24,148,335 | 26,389,000 | PRN | SOLE | 26,389,000 | 0 | 0 | |||
| DAYFORCE INC | NOTE 0.250% 3/1 | 15677JAD0 | 11,108,290 | 12,139,000 | PRN | OTR | 1 | 0 | 12,139,000 | 0 | ||
| DEXCOM INC | NOTE 0.375% 5/1 | 252131AM9 | 5,133,182 | 5,245,000 | PRN | SOLE | 5,245,000 | 0 | 0 | |||
| DEXCOM INC | NOTE 0.375% 5/1 | 252131AM9 | 2,206,926 | 2,255,000 | PRN | OTR | 1 | 0 | 2,255,000 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 12/1 | 25470MAF6 | 2,650,446 | 3,568,000 | PRN | SOLE | 3,568,000 | 0 | 0 | |||
| DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 8,015,683 | 12,876,000 | PRN | SOLE | 12,876,000 | 0 | 0 | |||
| DISH NETWORK CORPORATION | NOTE 12/1 | 25470MAF6 | 1,266,539 | 1,705,000 | PRN | OTR | 1 | 0 | 1,705,000 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 3,766,923 | 6,051,000 | PRN | OTR | 1 | 0 | 6,051,000 | 0 | ||
| DRAFTKINGS INC NEW | NOTE 3/1 | 26142RAB0 | 12,746,603 | 15,366,000 | PRN | SOLE | 15,366,000 | 0 | 0 | |||
| DRAFTKINGS INC NEW | NOTE 3/1 | 26142RAB0 | 5,669,029 | 6,834,000 | PRN | OTR | 1 | 0 | 6,834,000 | 0 | ||
| DYNAVAX TECHNOLOGIES CORP | NOTE 2.500% 5/1 | 268158AD4 | 18,207,973 | 14,582,000 | PRN | SOLE | 14,582,000 | 0 | 0 | |||
| DYNAVAX TECHNOLOGIES CORP | NOTE 2.500% 5/1 | 268158AD4 | 8,013,906 | 6,418,000 | PRN | OTR | 1 | 0 | 6,418,000 | 0 | ||
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAH0 | 12,611,007 | 13,840,000 | PRN | SOLE | 13,840,000 | 0 | 0 | |||
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAH0 | 5,802,522 | 6,368,000 | PRN | OTR | 1 | 0 | 6,368,000 | 0 | ||
| ENVISTA HOLDINGS CORPORATION | COM | 29415F104 | 1,144,427 | 68,817 | SH | SOLE | 68,817 | 0 | 0 | |||
| ENVISTA HOLDINGS CORPORATION | COM | 29415F104 | 526,705 | 31,672 | SH | OTR | 1 | 0 | 31,672 | 0 | ||
| EURONET WORLDWIDE INC | COM | 298736109 | 1,075,986 | 10,396 | SH | SOLE | 10,396 | 0 | 0 | |||
| EURONET WORLDWIDE INC | COM | 298736109 | 417,002 | 4,029 | SH | OTR | 1 | 0 | 4,029 | 0 | ||
| EVENTBRITE INC | NOTE 5.000%12/0 | 29975EAB5 | 21,083,315 | 21,491,000 | PRN | SOLE | 21,491,000 | 0 | 0 | |||
| EVENTBRITE INC | NOTE 5.000%12/0 | 29975EAB5 | 10,121,287 | 10,317,000 | PRN | OTR | 1 | 0 | 10,317,000 | 0 | ||
| EVOLENT HEALTH INC | NOTE 1.500%10/1 | 30050BAD3 | 23,949,776 | 24,803,000 | PRN | SOLE | 24,803,000 | 0 | 0 | |||
| EVOLENT HEALTH INC | NOTE 1.500%10/1 | 30050BAD3 | 11,017,496 | 11,410,000 | PRN | OTR | 1 | 0 | 11,410,000 | 0 | ||
| EXACT SCIENCES CORP | NOTE 1.000% 1/1 | 30063PAA3 | 21,364,485 | 21,927,000 | PRN | SOLE | 21,927,000 | 0 | 0 | |||
| EXACT SCIENCES CORP | NOTE 1.000% 1/1 | 30063PAA3 | 9,400,490 | 9,648,000 | PRN | OTR | 1 | 0 | 9,648,000 | 0 | ||
| FARO TECHNOLOGIES INC | NOTE 5.500% 2/0 | 311642AB8 | 3,796,523 | 4,454,000 | PRN | SOLE | 4,454,000 | 0 | 0 | |||
| FARO TECHNOLOGIES INC | NOTE 5.500% 2/0 | 311642AB8 | 1,743,980 | 2,046,000 | PRN | OTR | 1 | 0 | 2,046,000 | 0 | ||
| FUBOTV INC | NOTE 3.250% 2/1 | 35953DAB0 | 7,719,375 | 13,425,000 | PRN | SOLE | 13,425,000 | 0 | 0 | |||
| FUBOTV INC | NOTE 3.250% 2/1 | 35953DAB0 | 3,397,100 | 5,908,000 | PRN | OTR | 1 | 0 | 5,908,000 | 0 | ||
| GLOBAL PMTS INC | COM | 37940X102 | 676,223 | 6,993 | SH | SOLE | 6,993 | 0 | 0 | |||
| GLOBAL PMTS INC | COM | 37940X102 | 290,777 | 3,007 | SH | OTR | 1 | 0 | 3,007 | 0 | ||
| GOPRO INC | NOTE 1.250%11/1 | 38268TAD5 | 9,705,048 | 10,404,000 | PRN | SOLE | 10,404,000 | 0 | 0 | |||
| GOPRO INC | NOTE 1.250%11/1 | 38268TAD5 | 8,846,855 | 9,484,000 | PRN | OTR | 1 | 0 | 9,484,000 | 0 | ||
| GOSSAMER BIO INC | NOTE 5.000% 6/0 | 38341PAA0 | 10,494,123 | 20,882,000 | PRN | SOLE | 20,882,000 | 0 | 0 | |||
| GOSSAMER BIO INC | NOTE 5.000% 6/0 | 38341PAA0 | 4,511,840 | 8,978,000 | PRN | OTR | 1 | 0 | 8,978,000 | 0 | ||
| GROUPON INC | NOTE 1.125% 3/1 | 399473AF4 | 2,192,212 | 2,568,000 | PRN | SOLE | 2,568,000 | 0 | 0 | |||
| GROUPON INC | NOTE 1.125% 3/1 | 399473AF4 | 1,009,032 | 1,182,000 | PRN | OTR | 1 | 0 | 1,182,000 | 0 | ||
| GUESS INC | NOTE 3.750% 4/1 | 401617AF2 | 22,865,674 | 20,744,000 | PRN | SOLE | 20,744,000 | 0 | 0 | |||
| GUESS INC | NOTE 3.750% 4/1 | 401617AF2 | 10,587,390 | 9,605,000 | PRN | OTR | 1 | 0 | 9,605,000 | 0 | ||
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 2,241,382 | 2,471,000 | PRN | SOLE | 2,471,000 | 0 | 0 | |||
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 1,043,136 | 1,150,000 | PRN | OTR | 1 | 0 | 1,150,000 | 0 | ||
| I3 VERTICALS LLC | NOTE 1.000% 2/1 | 44933TAB2 | 5,842,110 | 6,054,000 | PRN | SOLE | 6,054,000 | 0 | 0 | |||
| I3 VERTICALS LLC | NOTE 1.000% 2/1 | 44933TAB2 | 2,575,585 | 2,669,000 | PRN | OTR | 1 | 0 | 2,669,000 | 0 | ||
| IMAX CORP | NOTE 0.500% 4/0 | 45245EAJ8 | 6,851,920 | 7,340,000 | PRN | SOLE | 7,340,000 | 0 | 0 | |||
| IMAX CORP | NOTE 0.500% 4/0 | 45245EAJ8 | 3,153,377 | 3,378,000 | PRN | OTR | 1 | 0 | 3,378,000 | 0 | ||
| IMPINJ INC | NOTE 1.125% 5/1 | 453204AD1 | 9,052,300 | 5,820,000 | PRN | SOLE | 5,820,000 | 0 | 0 | |||
| IMPINJ INC | NOTE 1.125% 5/1 | 453204AD1 | 4,168,413 | 2,680,000 | PRN | OTR | 1 | 0 | 2,680,000 | 0 | ||
| INFINERA CORP | NOTE 2.500% 3/0 | 45667GAE3 | 2,991,205 | 2,947,000 | PRN | SOLE | 2,947,000 | 0 | 0 | |||
| INFINERA CORP | NOTE 2.500% 3/0 | 45667GAE3 | 1,317,470 | 1,298,000 | PRN | OTR | 1 | 0 | 1,298,000 | 0 | ||
| INNOVIVA INC | NOTE 2.500% 8/1 | 45781MAB7 | 23,878,403 | 21,604,000 | PRN | SOLE | 21,604,000 | 0 | 0 | |||
| INNOVIVA INC | NOTE 2.500% 8/1 | 45781MAB7 | 10,269,129 | 9,291,000 | PRN | OTR | 1 | 0 | 9,291,000 | 0 | ||
| INSIGHT ENTERPRISES INC | NOTE 0.750% 2/1 | 45765UAB9 | 72,459,819 | 24,970,000 | PRN | SOLE | 24,970,000 | 0 | 0 | |||
| INSIGHT ENTERPRISES INC | NOTE 0.750% 2/1 | 45765UAB9 | 32,146,993 | 11,078,000 | PRN | OTR | 1 | 0 | 11,078,000 | 0 | ||
| INSMED INC | NOTE 0.750% 6/0 | 457669AB5 | 14,686,569 | 6,943,000 | PRN | SOLE | 6,943,000 | 0 | 0 | |||
| INSMED INC | NOTE 1.750% 1/1 | 457669AA7 | 3,586,801 | 2,097,000 | PRN | SOLE | 2,097,000 | 0 | 0 | |||
| INSMED INC | NOTE 0.750% 6/0 | 457669AB5 | 6,466,490 | 3,057,000 | PRN | OTR | 1 | 0 | 3,057,000 | 0 | ||
| INSMED INC | NOTE 1.750% 1/1 | 457669AA7 | 1,544,531 | 903,000 | PRN | OTR | 1 | 0 | 903,000 | 0 | ||
| INSULET CORP | NOTE 0.375% 9/0 | 45784PAK7 | 31,873,260 | 29,108,000 | PRN | SOLE | 29,108,000 | 0 | 0 | |||
| INSULET CORP | NOTE 0.375% 9/0 | 45784PAK7 | 14,664,240 | 13,392,000 | PRN | OTR | 1 | 0 | 13,392,000 | 0 | ||
| IONIS PHARMACEUTICALS INC | NOTE 4/0 | 462222AD2 | 10,696,081 | 10,417,000 | PRN | SOLE | 10,417,000 | 0 | 0 | |||
| IONIS PHARMACEUTICALS INC | NOTE 4/0 | 462222AD2 | 4,705,783 | 4,583,000 | PRN | OTR | 1 | 0 | 4,583,000 | 0 | ||
| ITRON INC | NOTE 3/1 | 465741AN6 | 13,807,071 | 13,699,000 | PRN | SOLE | 13,699,000 | 0 | 0 | |||
| ITRON INC | NOTE 3/1 | 465741AN6 | 6,350,709 | 6,301,000 | PRN | OTR | 1 | 0 | 6,301,000 | 0 | ||
| JD.COM INC | SPON ADS CL A | 47215P106 | 2,022,962 | 78,288 | SH | SOLE | 78,288 | 0 | 0 | |||
| JD.COM INC | SPON ADS CL A | 47215P106 | 891,118 | 34,486 | SH | OTR | 1 | 0 | 34,486 | 0 | ||
| LITHIUM AMERICAS ARGENTINA C | NOTE 1.750% 1/1 | 53680QAA6 | 5,950,477 | 8,324,000 | PRN | SOLE | 8,324,000 | 0 | 0 | |||
| LITHIUM AMERICAS ARGENTINA C | NOTE 1.750% 1/1 | 53680QAA6 | 2,738,621 | 3,831,000 | PRN | OTR | 1 | 0 | 3,831,000 | 0 | ||
| LIVE NATION ENTERTAINMENT IN | NOTE 2.000% 2/1 | 538034AU3 | 19,820,575 | 19,192,000 | PRN | SOLE | 19,192,000 | 0 | 0 | |||
| LIVE NATION ENTERTAINMENT IN | NOTE 2.000% 2/1 | 538034AU3 | 8,722,623 | 8,446,000 | PRN | OTR | 1 | 0 | 8,446,000 | 0 | ||
| LIVENT CORP | NOTE 4.125% 7/1 | 53814LAB4 | 18,165,133 | 15,559,000 | PRN | SOLE | 15,559,000 | 0 | 0 | |||
| LIVENT CORP | NOTE 4.125% 7/1 | 53814LAB4 | 7,812,910 | 6,692,000 | PRN | OTR | 1 | 0 | 6,692,000 | 0 | ||
| MACOM TECH SOLUTIONS HLDGS I | NOTE 0.250% 3/1 | 55405YAB6 | 23,111,006 | 16,438,000 | PRN | SOLE | 16,438,000 | 0 | 0 | |||
| MACOM TECH SOLUTIONS HLDGS I | NOTE 0.250% 3/1 | 55405YAB6 | 10,631,794 | 7,562,000 | PRN | OTR | 1 | 0 | 7,562,000 | 0 | ||
| MANNKIND CORP | NOTE 2.500% 3/0 | 56400PAQ5 | 21,449,345 | 17,708,000 | PRN | SOLE | 17,708,000 | 0 | 0 | |||
| MANNKIND CORP | NOTE 2.500% 3/0 | 56400PAQ5 | 9,438,294 | 7,792,000 | PRN | OTR | 1 | 0 | 7,792,000 | 0 | ||
| MANULIFE FINL CORP | COM | 56501R106 | 9,848,808 | 3,697 | SH | Put | SOLE | 3,697 | 0 | 0 | ||
| MANULIFE FINL CORP | COM | 56501R106 | 2,407,936 | 90,388 | SH | SOLE | 90,388 | 0 | 0 | |||
| MANULIFE FINL CORP | COM | 56501R106 | 4,334,328 | 1,627 | SH | Put | OTR | 1 | 0 | 1,627 | 0 | |
| MANULIFE FINL CORP | COM | 56501R106 | 1,059,819 | 39,783 | SH | OTR | 1 | 0 | 39,783 | 0 | ||
| MARCUS CORP DEL | NOTE 5.000% 9/1 | 566330AB2 | 13,319,000 | 11,216,000 | PRN | SOLE | 11,216,000 | 0 | 0 | |||
| MARCUS CORP DEL | NOTE 5.000% 9/1 | 566330AB2 | 5,860,313 | 4,935,000 | PRN | OTR | 1 | 0 | 4,935,000 | 0 | ||
| MESA LABS INC | NOTE 1.375% 8/1 | 59064RAA7 | 2,796,334 | 3,092,000 | PRN | SOLE | 3,092,000 | 0 | 0 | |||
| MESA LABS INC | NOTE 1.375% 8/1 | 59064RAA7 | 1,172,073 | 1,296,000 | PRN | OTR | 1 | 0 | 1,296,000 | 0 | ||
| MICROSTRATEGY INC | NOTE 2/1 | 594972AE1 | 3,283,610 | 2,736,000 | PRN | SOLE | 2,736,000 | 0 | 0 | |||
| MICROSTRATEGY INC | NOTE 2/1 | 594972AE1 | 1,516,990 | 1,264,000 | PRN | OTR | 1 | 0 | 1,264,000 | 0 | ||
| MITEK SYS INC | NOTE 0.750% 2/0 | 606710AA9 | 6,787,062 | 7,260,000 | PRN | SOLE | 7,260,000 | 0 | 0 | |||
| MITEK SYS INC | NOTE 0.750% 2/0 | 606710AA9 | 2,985,933 | 3,194,000 | PRN | OTR | 1 | 0 | 3,194,000 | 0 | ||
| MONGODB INC | NOTE 0.250% 1/1 | 60937PAD8 | 47,485,956 | 36,037,000 | PRN | SOLE | 36,037,000 | 0 | 0 | |||
| MONGODB INC | NOTE 0.250% 1/1 | 60937PAD8 | 20,419,079 | 15,496,000 | PRN | OTR | 1 | 0 | 15,496,000 | 0 | ||
| MOOLEC SCIENCE SA | *W EXP 12/30/202 | L64875112 | 17,944 | 16,313 | SH | Call | SOLE | 16,313 | 0 | 0 | ||
| MORINGA ACQUISITION CORP | *W EXP 02/22/202 | G6S23K124 | 166,650 | 14,183 | SH | Call | SOLE | 14,183 | 0 | 0 | ||
| NATERA INC | NOTE 2.250% 5/0 | 632307AB0 | 31,877,402 | 11,202,000 | PRN | SOLE | 11,202,000 | 0 | 0 | |||
| NATERA INC | NOTE 2.250% 5/0 | 632307AB0 | 14,660,995 | 5,152,000 | PRN | OTR | 1 | 0 | 5,152,000 | 0 | ||
| NATIONAL VISION HLDGS INC | NOTE 2.500% 5/1 | 63845RAB3 | 15,429,716 | 15,878,000 | PRN | SOLE | 15,878,000 | 0 | 0 | |||
| NATIONAL VISION HLDGS INC | NOTE 2.500% 5/1 | 63845RAB3 | 7,406,808 | 7,622,000 | PRN | OTR | 1 | 0 | 7,622,000 | 0 | ||
| NEVRO CORP | NOTE 2.750% 4/0 | 64157FAC7 | 12,288,023 | 12,805,000 | PRN | SOLE | 12,805,000 | 0 | 0 | |||
| NEVRO CORP | NOTE 2.750% 4/0 | 64157FAC7 | 5,385,427 | 5,612,000 | PRN | OTR | 1 | 0 | 5,612,000 | 0 | ||
| NICE LTD | NOTE 9/1 | 653656AB4 | 15,206,663 | 16,154,000 | PRN | SOLE | 16,154,000 | 0 | 0 | |||
| NICE LTD | NOTE 9/1 | 653656AB4 | 6,541,483 | 6,949,000 | PRN | OTR | 1 | 0 | 6,949,000 | 0 | ||
| NOVA LTD | NOTE 10/1 | 66980MAB2 | 75,225,312 | 23,958,000 | PRN | SOLE | 23,958,000 | 0 | 0 | |||
| NOVA LTD | NOTE 10/1 | 66980MAB2 | 33,100,647 | 10,542,000 | PRN | OTR | 1 | 0 | 10,542,000 | 0 | ||
| NOVAVAX INC | COM NEW | 670002401 | 206,358 | 163 | SH | Put | SOLE | 163 | 0 | 0 | ||
| NOVOCURE LTD | NOTE 11/0 | 67011XAB9 | 40,854,170 | 44,474,000 | PRN | SOLE | 44,474,000 | 0 | 0 | |||
| NOVOCURE LTD | NOTE 11/0 | 67011XAB9 | 17,976,240 | 19,569,000 | PRN | OTR | 1 | 0 | 19,569,000 | 0 | ||
| NUTANIX INC | NOTE 0.250%10/0 | 67059NAH1 | 12,393,287 | 10,616,000 | PRN | SOLE | 10,616,000 | 0 | 0 | |||
| NUTANIX INC | NOTE 0.250%10/0 | 67059NAH1 | 5,701,660 | 4,884,000 | PRN | OTR | 1 | 0 | 4,884,000 | 0 | ||
| OCCIDENTAL PETE CORP | COM | 674599105 | 252,120 | 4,000 | SH | SOLE | 4,000 | 0 | 0 | |||
| OKTA INC | NOTE 0.125% 9/0 | 679295AD7 | 6,981,090 | 7,382,000 | PRN | SOLE | 7,382,000 | 0 | 0 | |||
| OKTA INC | NOTE 0.125% 9/0 | 679295AD7 | 3,421,510 | 3,618,000 | PRN | OTR | 1 | 0 | 3,618,000 | 0 | ||
| OLINK HLDG AB | SPONSORED ADS | 680710100 | 1,123,260 | 44,084 | SH | SOLE | 44,084 | 0 | 0 | |||
| OLINK HLDG AB | SPONSORED ADS | 680710100 | 483,024 | 18,957 | SH | OTR | 1 | 0 | 18,957 | 0 | ||
| OMEROS CORP | COM | 682143102 | 264,712 | 652 | SH | Put | SOLE | 652 | 0 | 0 | ||
| OMEROS CORP | NOTE 5.250% 2/1 | 682143AG7 | 12,022,675 | 16,583,000 | PRN | SOLE | 16,583,000 | 0 | 0 | |||
| OMEROS CORP | NOTE 5.250% 2/1 | 682143AG7 | 5,169,975 | 7,131,000 | PRN | OTR | 1 | 0 | 7,131,000 | 0 | ||
| PAGERDUTY INC | NOTE 1.250% 7/0 | 69553PAB6 | 4,787,947 | 4,964,000 | PRN | SOLE | 4,964,000 | 0 | 0 | |||
| PAGERDUTY INC | NOTE 1.250% 7/0 | 69553PAB6 | 2,256,045 | 2,339,000 | PRN | OTR | 1 | 0 | 2,339,000 | 0 | ||
| PAYPAL HLDGS INC | COM | 70450Y103 | 1,398,523 | 241 | SH | Call | SOLE | 241 | 0 | 0 | ||
| PAYPAL HLDGS INC | COM | 70450Y103 | 644,133 | 111 | SH | Call | OTR | 1 | 0 | 111 | 0 | |
| PETIQ INC | NOTE 4.000% 6/0 | 71639TAB2 | 13,769,367 | 12,910,000 | PRN | SOLE | 12,910,000 | 0 | 0 | |||
| PETIQ INC | NOTE 4.000% 6/0 | 71639TAB2 | 5,920,508 | 5,551,000 | PRN | OTR | 1 | 0 | 5,551,000 | 0 | ||
| PROGRESS SOFTWARE CORP | NOTE 1.000% 4/1 | 743312AB6 | 6,607,386 | 6,292,000 | PRN | SOLE | 6,292,000 | 0 | 0 | |||
| PROGRESS SOFTWARE CORP | NOTE 1.000% 4/1 | 743312AB6 | 2,843,739 | 2,708,000 | PRN | OTR | 1 | 0 | 2,708,000 | 0 | ||
| PTC THERAPEUTICS INC | NOTE 1.500% 9/1 | 69366JAD3 | 19,881,898 | 20,648,000 | PRN | SOLE | 20,648,000 | 0 | 0 | |||
| PTC THERAPEUTICS INC | NOTE 1.500% 9/1 | 69366JAD3 | 9,150,410 | 9,503,000 | PRN | OTR | 1 | 0 | 9,503,000 | 0 | ||
| Q2 HLDGS INC | NOTE 0.125%11/1 | 74736LAF6 | 9,873,140 | 10,522,000 | PRN | SOLE | 10,522,000 | 0 | 0 | |||
| Q2 HLDGS INC | NOTE 0.125%11/1 | 74736LAF6 | 4,344,482 | 4,630,000 | PRN | OTR | 1 | 0 | 4,630,000 | 0 | ||
| SCHLUMBERGER LTD | COM STK | 806857108 | 1,085,565 | 23,009 | SH | SOLE | 23,009 | 0 | 0 | |||
| SCHLUMBERGER LTD | COM STK | 806857108 | 466,799 | 9,894 | SH | OTR | 1 | 0 | 9,894 | 0 | ||
| SEA LTD | NOTE 1.000%12/0 | 81141RAD2 | 8,744,307 | 6,054,000 | PRN | SOLE | 6,054,000 | 0 | 0 | |||
| SEA LTD | NOTE 2.375%12/0 | 81141RAF7 | 41,598,311 | 38,837,000 | PRN | SOLE | 38,837,000 | 0 | 0 | |||
| SEA LTD | NOTE 1.000%12/0 | 81141RAD2 | 4,184,383 | 2,897,000 | PRN | OTR | 1 | 0 | 2,897,000 | 0 | ||
| SEA LTD | NOTE 2.375%12/0 | 81141RAF7 | 19,139,486 | 17,869,000 | PRN | OTR | 1 | 0 | 17,869,000 | 0 | ||
| SELINA HOSPITALITY PLC | *W EXP 10/27/202 | G8059B119 | 1,488 | 20,693 | SH | Call | OTR | 1 | 0 | 20,693 | 0 | |
| SHAKE SHACK INC | NOTE 3/0 | 819047AB7 | 7,526,470 | 8,681,000 | PRN | SOLE | 8,681,000 | 0 | 0 | |||
| SHAKE SHACK INC | NOTE 3/0 | 819047AB7 | 3,463,685 | 3,995,000 | PRN | OTR | 1 | 0 | 3,995,000 | 0 | ||
| SHARECARE INC | *W EXP 07/01/202 | 81948W112 | 14,837 | 10,990 | SH | Call | SOLE | 10,990 | 0 | 0 | ||
| SHIFT4 PMTS INC | NOTE 12/1 | 82452JAB5 | 21,405,673 | 19,070,000 | PRN | SOLE | 19,070,000 | 0 | 0 | |||
| SHIFT4 PMTS INC | NOTE 12/1 | 82452JAB5 | 9,851,998 | 8,777,000 | PRN | OTR | 1 | 0 | 8,777,000 | 0 | ||
| SHOPIFY INC | NOTE 0.125%11/0 | 82509LAA5 | 11,691,240 | 12,504,000 | PRN | SOLE | 12,504,000 | 0 | 0 | |||
| SHOPIFY INC | NOTE 0.125%11/0 | 82509LAA5 | 4,678,740 | 5,004,000 | PRN | OTR | 1 | 0 | 5,004,000 | 0 | ||
| SNAP INC | NOTE 0.125% 3/0 | 83304AAH9 | 6,158,964 | 7,718,000 | PRN | SOLE | 7,718,000 | 0 | 0 | |||
| SNAP INC | NOTE 0.125% 3/0 | 83304AAH9 | 2,834,496 | 3,552,000 | PRN | OTR | 1 | 0 | 3,552,000 | 0 | ||
| SOLAREDGE TECHNOLOGIES INC | NOTE 9/1 | 83417MAD6 | 7,339,133 | 8,020,000 | PRN | SOLE | 8,020,000 | 0 | 0 | |||
| SOLAREDGE TECHNOLOGIES INC | NOTE 9/1 | 83417MAD6 | 3,377,649 | 3,691,000 | PRN | OTR | 1 | 0 | 3,691,000 | 0 | ||
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 9,985,349 | 18,348 | SH | SOLE | 18,348 | 0 | 0 | |||
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 4,251,447 | 7,812 | SH | OTR | 1 | 0 | 7,812 | 0 | ||
| SPOTIFY USA INC | NOTE 3/1 | 84921RAB6 | 23,433,978 | 24,589,000 | PRN | SOLE | 24,589,000 | 0 | 0 | |||
| SPOTIFY USA INC | NOTE 3/1 | 84921RAB6 | 10,779,688 | 11,311,000 | PRN | OTR | 1 | 0 | 11,311,000 | 0 | ||
| STANDARD BIOTOOLS INC | NOTE 5.250%12/0 | 34385PAF5 | 8,841,570 | 8,886,000 | PRN | SOLE | 8,886,000 | 0 | 0 | |||
| STANDARD BIOTOOLS INC | NOTE 5.250%12/0 | 34385PAF5 | 8,465,460 | 8,508,000 | PRN | OTR | 1 | 0 | 8,508,000 | 0 | ||
| STRUCTURE THERAPEUTICS INC | SPONSORED ADS | 86366E106 | 404,481 | 103 | SH | Call | SOLE | 103 | 0 | 0 | ||
| SUNNOVA ENERGY INTL INC. | NOTE 0.250%12/0 | 86745KAF1 | 11,768,828 | 24,184,000 | PRN | SOLE | 24,184,000 | 0 | 0 | |||
| SUNNOVA ENERGY INTL INC. | NOTE 2.625% 2/1 | 86745KAH7 | 2,726,860 | 7,873,000 | PRN | SOLE | 7,873,000 | 0 | 0 | |||
| SUNNOVA ENERGY INTL INC. | NOTE 0.250%12/0 | 86745KAF1 | 5,414,323 | 11,126,000 | PRN | OTR | 1 | 0 | 11,126,000 | 0 | ||
| SUNNOVA ENERGY INTL INC. | NOTE 2.625% 2/1 | 86745KAH7 | 1,256,233 | 3,627,000 | PRN | OTR | 1 | 0 | 3,627,000 | 0 | ||
| SYNOPSYS INC | COM | 871607107 | 227,313 | 382 | SH | SOLE | 382 | 0 | 0 | |||
| TECHTARGET INC | NOTE 12/1 | 87874RAD2 | 15,505,198 | 16,095,000 | PRN | SOLE | 16,095,000 | 0 | 0 | |||
| TECHTARGET INC | NOTE 12/1 | 87874RAD2 | 7,164,338 | 7,405,000 | PRN | OTR | 1 | 0 | 7,405,000 | 0 | ||
| TELUS CORPORATION | COM | 87971M103 | 10,355,760 | 6,840 | SH | Put | SOLE | 6,840 | 0 | 0 | ||
| TELUS CORPORATION | COM | 87971M103 | 973,850 | 64,323 | SH | SOLE | 64,323 | 0 | 0 | |||
| TELUS CORPORATION | COM | 87971M103 | 4,557,140 | 3,010 | SH | Put | OTR | 1 | 0 | 3,010 | 0 | |
| TELUS CORPORATION | COM | 87971M103 | 1,793,969 | 118,492 | SH | OTR | 1 | 0 | 118,492 | 0 | ||
| THE REALREAL INC | COM | 88339P101 | 2,634,634 | 825,904 | SH | Call | SOLE | 825,904 | 0 | 0 | ||
| THE REALREAL INC | NOTE 1.000% 3/0 | 88339PAD3 | 602,124 | 1,247,000 | PRN | SOLE | 1,247,000 | 0 | 0 | |||
| THE REALREAL INC | COM | 88339P101 | 1,177,419 | 369,097 | SH | Call | OTR | 1 | 0 | 369,097 | 0 | |
| THE REALREAL INC | NOTE 1.000% 3/0 | 88339PAD3 | 278,126 | 576,000 | PRN | OTR | 1 | 0 | 576,000 | 0 | ||
| TILRAY BRANDS INC | COM | 88688T100 | 302,419 | 182,180 | SH | SOLE | 182,180 | 0 | 0 | |||
| TILRAY BRANDS INC | NOTE 5.200% 6/1 | 88688TAC4 | 8,576,795 | 8,904,000 | PRN | SOLE | 8,904,000 | 0 | 0 | |||
| TILRAY BRANDS INC | COM | 88688T100 | 140,801 | 84,820 | SH | OTR | 1 | 0 | 84,820 | 0 | ||
| TILRAY BRANDS INC | NOTE 5.200% 6/1 | 88688TAC4 | 3,945,480 | 4,096,000 | PRN | OTR | 1 | 0 | 4,096,000 | 0 | ||
| TPI COMPOSITES INC | NOTE 5.250% 3/1 | 87266JAB0 | 3,229,290 | 5,924,000 | PRN | SOLE | 5,924,000 | 0 | 0 | |||
| TPI COMPOSITES INC | NOTE 5.250% 3/1 | 87266JAB0 | 1,485,997 | 2,726,000 | PRN | OTR | 1 | 0 | 2,726,000 | 0 | ||
| TRANSMEDICS GROUP INC | NOTE 1.500% 6/0 | 89377MAB5 | 5,303,365 | 3,005,000 | PRN | SOLE | 3,005,000 | 0 | 0 | |||
| TRANSMEDICS GROUP INC | NOTE 1.500% 6/0 | 89377MAB5 | 2,285,477 | 1,295,000 | PRN | OTR | 1 | 0 | 1,295,000 | 0 | ||
| TRAVERE THERAPEUTICS INC | NOTE 2.250% 3/0 | 89422GAA5 | 885,116 | 1,398,000 | PRN | SOLE | 1,398,000 | 0 | 0 | |||
| TRAVERE THERAPEUTICS INC | NOTE 2.250% 3/0 | 89422GAA5 | 384,419 | 602,000 | PRN | OTR | 1 | 0 | 602,000 | 0 | ||
| TYLER TEX INDPT SCH DIST | NOTE 0.250% 3/1 | 902252AB1 | 4,289,883 | 3,904,000 | PRN | SOLE | 3,904,000 | 0 | 0 | |||
| TYLER TEX INDPT SCH DIST | NOTE 0.250% 3/1 | 902252AB1 | 1,844,957 | 1,679,000 | PRN | OTR | 1 | 0 | 1,679,000 | 0 | ||
| UPSTART HLDGS INC | NOTE 0.250% 8/1 | 91680MAB3 | 10,910,580 | 13,724,000 | PRN | SOLE | 13,724,000 | 0 | 0 | |||
| UPSTART HLDGS INC | NOTE 0.250% 8/1 | 91680MAB3 | 5,013,270 | 6,306,000 | PRN | OTR | 1 | 0 | 6,306,000 | 0 | ||
| VAREX IMAGING CORP | NOTE 4.000% 6/0 | 92214XAB2 | 17,194,390 | 17,187,000 | PRN | SOLE | 17,187,000 | 0 | 0 | |||
| VAREX IMAGING CORP | NOTE 4.000% 6/0 | 92214XAB2 | 7,566,252 | 7,563,000 | PRN | OTR | 1 | 0 | 7,563,000 | 0 | ||
| VARONIS SYS INC | NOTE 1.250% 8/1 | 922280AB8 | 36,980,478 | 22,902,000 | PRN | SOLE | 22,902,000 | 0 | 0 | |||
| VARONIS SYS INC | NOTE 1.250% 8/1 | 922280AB8 | 15,901,831 | 9,848,000 | PRN | OTR | 1 | 0 | 9,848,000 | 0 | ||
| VERINT SYSTEMS INC | NOTE 0.250% 4/1 | 92343XAC4 | 19,196,309 | 20,767,000 | PRN | SOLE | 20,767,000 | 0 | 0 | |||
| VERINT SYSTEMS INC | NOTE 0.250% 4/1 | 92343XAC4 | 8,446,857 | 9,138,000 | PRN | OTR | 1 | 0 | 9,138,000 | 0 | ||
| WAYFAIR INC | NOTE 1.000% 8/1 | 94419LAF8 | 6,188,324 | 6,850,000 | PRN | SOLE | 6,850,000 | 0 | 0 | |||
| WAYFAIR INC | NOTE 1.000% 8/1 | 94419LAF8 | 2,845,726 | 3,150,000 | PRN | OTR | 1 | 0 | 3,150,000 | 0 | ||
| WELLS FARGO CO NEW | COM | 949746101 | 6,057,780 | 1,020 | SH | Put | SOLE | 1,020 | 0 | 0 | ||
| WELLS FARGO CO NEW | COM | 949746101 | 250,804 | 4,223 | SH | SOLE | 4,223 | 0 | 0 | |||
| WELLS FARGO CO NEW | COM | 949746101 | 2,850,720 | 480 | SH | Put | OTR | 1 | 0 | 480 | 0 | |
| WESTERN DIGITAL CORP. | COM | 958102105 | 2,242,792 | 296 | SH | Put | SOLE | 296 | 0 | 0 | ||
| WESTERN DIGITAL CORP. | COM | 958102105 | 8,435,171 | 111,326 | SH | SOLE | 111,326 | 0 | 0 | |||
| WESTERN DIGITAL CORP. | COM | 958102105 | 1,053,203 | 139 | SH | Put | OTR | 1 | 0 | 139 | 0 | |
| WESTERN DIGITAL CORP. | COM | 958102105 | 3,969,515 | 52,389 | SH | OTR | 1 | 0 | 52,389 | 0 | ||
| WHOLE EARTH BRANDS INC | COM CL A | 96684W100 | 417,707 | 85,948 | SH | SOLE | 85,948 | 0 | 0 | |||
| WHOLE EARTH BRANDS INC | COM CL A | 96684W100 | 179,606 | 36,956 | SH | OTR | 1 | 0 | 36,956 | 0 | ||
| WOLFSPEED INC | NOTE 1.750% 5/0 | 225447AD3 | 12,244,769 | 13,604,000 | PRN | SOLE | 13,604,000 | 0 | 0 | |||
| WOLFSPEED INC | NOTE 1.875%12/0 | 977852AD4 | 7,850,017 | 14,039,000 | PRN | SOLE | 14,039,000 | 0 | 0 | |||
| WOLFSPEED INC | NOTE 1.750% 5/0 | 225447AD3 | 5,756,950 | 6,396,000 | PRN | OTR | 1 | 0 | 6,396,000 | 0 | ||
| WOLFSPEED INC | NOTE 1.875%12/0 | 977852AD4 | 3,612,720 | 6,461,000 | PRN | OTR | 1 | 0 | 6,461,000 | 0 | ||
| ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 51,157,323 | 38,070,000 | PRN | SOLE | 38,070,000 | 0 | 0 | |||
| ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 19,952,297 | 14,848,000 | PRN | OTR | 1 | 0 | 14,848,000 | 0 | ||
| ZYNEX INC | NOTE 5.000% 5/1 | 98986MAD5 | 2,516,860 | 2,380,000 | PRN | SOLE | 2,380,000 | 0 | 0 | |||
| ZYNEX INC | NOTE 5.000% 5/1 | 98986MAD5 | 1,184,404 | 1,120,000 | PRN | OTR | 1 | 0 | 1,120,000 | 0 | ||