The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||||||
| 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 | (x$1000) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
| EVOLENT HEALTH INC | CL A | 30050B101 | 498 | 40,100 | SH | Call | OTR | 1 | 0 | 40,100 | 0 |
| INVESCO QQQ TR | UNIT SER 1 | 46090E103 | 1,945 | 7,000 | SH | Call | OTR | 1 | 0 | 7,000 | 0 |
| VIAVI SOLUTIONS INC | COM | 925550105 | 4,942 | 421,300 | SH | Call | OTR | 1 | 0 | 421,300 | 0 |
| BOOKING HOLDINGS INC | COM | 09857L108 | 1,369 | 800 | SH | Put | OTR | 1 | 0 | 800 | 0 |
| GUESS INC | COM | 401617105 | 282 | 24,300 | SH | Put | OTR | 1 | 0 | 24,300 | 0 |
| INTERCEPT PHARMACEUTICALS IN | COM | 45845P108 | 1,434 | 34,600 | SH | Put | OTR | 1 | 0 | 34,600 | 0 |
| INFINERA CORP | COM | 45667G103 | 591 | 95,900 | SH | Put | OTR | 1 | 0 | 95,900 | 0 |
| LIVE NATION ENTERTAINMENT IN | COM | 538034109 | 835 | 15,500 | SH | Put | OTR | 1 | 0 | 15,500 | 0 |
| NEW RELIC INC | COM | 64829B100 | 1,319 | 23,400 | SH | Put | OTR | 1 | 0 | 23,400 | 0 |
| NUTANIX INC | CL A | 67059N108 | 1,176 | 53,000 | SH | Put | OTR | 1 | 0 | 53,000 | 0 |
| PURE STORAGE INC | CL A | 74624M102 | 1,951 | 126,800 | SH | Put | OTR | 1 | 0 | 126,800 | 0 |
| INVESCO QQQ TR | UNIT SER 1 | 46090E103 | 19,005 | 68,400 | SH | Put | OTR | 1 | 0 | 68,400 | 0 |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 74,714 | 223,100 | SH | Put | OTR | 1 | 0 | 223,100 | 0 |
| TILRAY INC | COM CL 2 | 88688T100 | 227 | 46,900 | SH | Put | OTR | 1 | 0 | 46,900 | 0 |
| VIAVI SOLUTIONS INC | COM | 925550105 | 1,741 | 148,400 | SH | Put | OTR | 1 | 0 | 148,400 | 0 |
| VEONEER INC | COM | 92336X109 | 473 | 32,200 | SH | Put | OTR | 1 | 0 | 32,200 | 0 |
| Q2 HLDGS INC | NOTE 0.750% 2/1 | 74736LAB5 | 1,370 | 812,000 | PRN | OTR | 1 | 0 | 812,000 | 0 | |
| EXACT SCIENCES CORP | NOTE 1.000% 1/1 | 30063PAA3 | 1,341 | 864,000 | PRN | OTR | 1 | 0 | 864,000 | 0 | |
| OMEROS CORP | NOTE 5.250% 2/1 | 682143AG7 | 774 | 903,000 | PRN | OTR | 1 | 0 | 903,000 | 0 | |
| VONAGE HLDGS CORP | NOTE 1.750% 6/0 | 92886TAJ1 | 956 | 979,000 | PRN | OTR | 1 | 0 | 979,000 | 0 | |
| SQUARE INC | NOTE 0.500% 5/1 | 852234AD5 | 2,520 | 1,167,000 | PRN | OTR | 1 | 0 | 1,167,000 | 0 | |
| IRONWOOD PHARMACEUTICALS INC | DBCV 2.250% 6/1 | 46333XAD0 | 1,221 | 1,196,000 | PRN | OTR | 1 | 0 | 1,196,000 | 0 | |
| TILRAY INC | NOTE 5.000%10/0 | 88688TAB6 | 619 | 1,496,000 | PRN | OTR | 1 | 0 | 1,496,000 | 0 | |
| APELLIS PHARMACEUTICALS INC | NOTE 3.500% 9/1 | 03753UAB2 | 1,890 | 1,724,000 | PRN | OTR | 1 | 0 | 1,724,000 | 0 | |
| SPLUNK INC | NOTE 1.125% 9/1 | 848637AD6 | 2,850 | 1,972,000 | PRN | OTR | 1 | 0 | 1,972,000 | 0 | |
| PACIRA BIOSCIENCES | NOTE 2.375% 4/0 | 695127AD2 | 2,343 | 2,041,000 | PRN | OTR | 1 | 0 | 2,041,000 | 0 | |
| THERAVANCE INC | NOTE 2.125% 1/1 | 88338TAB0 | 1,973 | 2,074,000 | PRN | OTR | 1 | 0 | 2,074,000 | 0 | |
| THERAVANCE BIOPHARMA INC | NOTE 3.250%11/0 | 88339KAA0 | 2,137 | 2,403,000 | PRN | OTR | 1 | 0 | 2,403,000 | 0 | |
| NEOGENOMICS INC | NOTE 1.250% 5/0 | 64049MAA8 | 2,986 | 2,406,000 | PRN | OTR | 1 | 0 | 2,406,000 | 0 | |
| VEONEER INC | NOTE 4.000% 6/0 | 92336XAA7 | 3,130 | 3,232,000 | PRN | OTR | 1 | 0 | 3,232,000 | 0 | |
| ATLAS AIR WORLDWIDE HLDGS IN | NOTE 2.250% 6/0 | 049164BH8 | 3,928 | 3,587,000 | PRN | OTR | 1 | 0 | 3,587,000 | 0 | |
| INVITAE CORP | NOTE 2.000% 9/0 | 46185LAB9 | 5,971 | 3,631,000 | PRN | OTR | 1 | 0 | 3,631,000 | 0 | |
| CHEGG INC | NOTE 0.250% 5/1 | 163092AB5 | 10,257 | 3,852,000 | PRN | OTR | 1 | 0 | 3,852,000 | 0 | |
| NEVRO CORP | NOTE 2.750% 4/0 | 64157FAC7 | 6,036 | 3,874,000 | PRN | OTR | 1 | 0 | 3,874,000 | 0 | |
| TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 25,526 | 3,907,000 | PRN | OTR | 1 | 0 | 3,907,000 | 0 | |
| GUESS INC | NOTE 2.000% 4/1 | 401617AD7 | 3,354 | 4,154,000 | PRN | OTR | 1 | 0 | 4,154,000 | 0 | |
| NOVAVAX INC | NOTE 3.750% 2/0 | 670002AB0 | 5,106 | 4,277,000 | PRN | OTR | 1 | 0 | 4,277,000 | 0 | |
| PLURALSIGHT INC | NOTE 0.375% 3/0 | 72941BAB2 | 3,914 | 4,412,000 | PRN | OTR | 1 | 0 | 4,412,000 | 0 | |
| PROOFPOINT INC | NOTE 0.250% 8/1 | 743424AF0 | 5,118 | 5,118,000 | PRN | OTR | 1 | 0 | 5,118,000 | 0 | |
| SYNAPTICS INC | NOTE 0.500% 6/1 | 87157DAD1 | 6,539 | 5,267,000 | PRN | OTR | 1 | 0 | 5,267,000 | 0 | |
| KARYOPHARM THERAPEUTICS INC | NOTE 3.000%10/1 | 48576UAA4 | 6,694 | 5,579,000 | PRN | OTR | 1 | 0 | 5,579,000 | 0 | |
| NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 5,354 | 5,606,000 | PRN | OTR | 1 | 0 | 5,606,000 | 0 | |
| GOSSAMER BIO INC | NOTE 5.000% 6/0 | 38341PAA0 | 5,902 | 5,671,000 | PRN | OTR | 1 | 0 | 5,671,000 | 0 | |
| PURE STORAGE INC | NOTE 0.125% 4/1 | 74624MAB8 | 5,815 | 6,036,000 | PRN | OTR | 1 | 0 | 6,036,000 | 0 | |
| EVOLENT HEALTH INC | NOTE 1.500%10/1 | 30050BAD3 | 5,014 | 6,445,000 | PRN | OTR | 1 | 0 | 6,445,000 | 0 | |
| CHEGG INC | NOTE 0.125% 3/1 | 163092AD1 | 9,939 | 6,549,000 | PRN | OTR | 1 | 0 | 6,549,000 | 0 | |
| PINDUODUO INC | NOTE 10/0 | 722304AB8 | 12,169 | 6,722,000 | PRN | OTR | 1 | 0 | 6,722,000 | 0 | |
| REPLIGEN CORP | NOTE 0.375% 7/1 | 759916AB5 | 10,053 | 7,034,000 | PRN | OTR | 1 | 0 | 7,034,000 | 0 | |
| WAYFAIR INC | NOTE 1.125%11/0 | 94419LAD3 | 18,786 | 7,303,000 | PRN | OTR | 1 | 0 | 7,303,000 | 0 | |
| RETROPHIN INC | NOTE 2.500% 9/1 | 761299AB2 | 6,333 | 7,370,000 | PRN | OTR | 1 | 0 | 7,370,000 | 0 | |
| EXACT SCIENCES CORP | NOTE 0.375% 3/0 | 30063PAC9 | 8,074 | 7,443,000 | PRN | OTR | 1 | 0 | 7,443,000 | 0 | |
| COUPA SOFTWARE INC | NOTE 0.125% 6/1 | 22266LAC0 | 13,824 | 7,587,000 | PRN | OTR | 1 | 0 | 7,587,000 | 0 | |
| PTC THERAPEUTICS INC | NOTE 3.000% 8/1 | 69366JAB7 | 9,216 | 8,091,000 | PRN | OTR | 1 | 0 | 8,091,000 | 0 | |
| CREE INC | NOTE 0.875% 9/0 | 225447AB7 | 10,145 | 8,172,000 | PRN | OTR | 1 | 0 | 8,172,000 | 0 | |
| CHINA LODGING GROUP LTD | NOTE 0.375%11/0 | 16949NAC3 | 10,183 | 9,021,000 | PRN | OTR | 1 | 0 | 9,021,000 | 0 | |
| DEXCOM INC | NOTE 0.750%12/0 | 252131AH0 | 23,556 | 9,280,000 | PRN | OTR | 1 | 0 | 9,280,000 | 0 | |
| INTERCEPT PHARMACEUTICALS IN | NOTE 3.250% 7/0 | 45845PAA6 | 7,486 | 9,285,000 | PRN | OTR | 1 | 0 | 9,285,000 | 0 | |
| LENDINGTREE INC NEW | NOTE 0.625% 6/0 | 52603BAA5 | 17,068 | 10,886,000 | PRN | OTR | 1 | 0 | 10,886,000 | 0 | |
| WIX COM LTD | NOTE 7/0 | 92940WAB5 | 20,980 | 11,173,000 | PRN | OTR | 1 | 0 | 11,173,000 | 0 | |
| INFINERA CORP | NOTE 2.125% 9/0 | 45667GAC7 | 10,638 | 11,384,000 | PRN | OTR | 1 | 0 | 11,384,000 | 0 | |
| SNAP INC | NOTE 0.750% 8/0 | 83304AAB2 | 18,587 | 13,392,000 | PRN | OTR | 1 | 0 | 13,392,000 | 0 | |
| SAREPTA THERAPEUTICS INC | DBCV 1.500%11/1 | 803607AB6 | 30,950 | 14,948,000 | PRN | OTR | 1 | 0 | 14,948,000 | 0 | |
| TWILIO INC | NOTE 0.250% 6/0 | 90138FAB8 | 53,377 | 15,313,000 | PRN | OTR | 1 | 0 | 15,313,000 | 0 | |
| NUTANIX INC | NOTE 1/1 | 67059NAB4 | 16,566 | 17,623,000 | PRN | OTR | 1 | 0 | 17,623,000 | 0 | |
| BILIBILI INC | NOTE 1.375% 4/0 | 090040AB2 | 32,058 | 18,080,000 | PRN | OTR | 1 | 0 | 18,080,000 | 0 | |
| DOCUSIGN INC | NOTE 0.500% 9/1 | 256163AB2 | 56,119 | 18,561,000 | PRN | OTR | 1 | 0 | 18,561,000 | 0 | |
| NEXTERA ENERGY INC | UNIT 99/99/9999 | 65339F770 | 892 | 19,028 | PRN | OTR | 1 | 0 | 19,028 | 0 | |
| IQIYI INC | NOTE 3.750%12/0 | 46267XAB4 | 20,331 | 19,106,000 | PRN | OTR | 1 | 0 | 19,106,000 | 0 | |
| TESLA INC | NOTE 1.250% 3/0 | 88160RAC5 | 123,853 | 20,831,000 | PRN | OTR | 1 | 0 | 20,831,000 | 0 | |
| NEXTERA ENERGY INC | UNIT 99/99/9999 | 65339F739 | 2,922 | 61,448 | PRN | OTR | 1 | 0 | 61,448 | 0 | |
| BOOKING HOLDINGS INC | COM | 09857L108 | 2,723 | 1,592 | SH | OTR | 1 | 0 | 1,592 | 0 | |
| PEGASYSTEMS INC | COM | 705573103 | 549 | 4,539 | SH | OTR | 1 | 0 | 4,539 | 0 | |
| INVESCO QQQ TR | UNIT SER 1 | 46090E103 | 2,126 | 7,653 | SH | OTR | 1 | 0 | 7,653 | 0 | |
| INTERDIGITAL INC | COM | 45867G101 | 501 | 8,785 | SH | OTR | 1 | 0 | 8,785 | 0 | |
| INVESCO QQQ TR | UNIT SER 1 | 46090E103 | 2,789 | 10,037 | SH | OTR | 1 | 0 | 10,037 | 0 | |
| YUNHONG INTL | UNIT 99/99/9999 | G98882114 | 109 | 10,897 | SH | OTR | 1 | 0 | 10,897 | 0 | |
| AMPLITUDE HLTHCRE AQUSTIN CO | COM CL A | 03212A105 | 126 | 12,744 | SH | OTR | 1 | 0 | 12,744 | 0 | |
| VESPER HEALTHCARE ACQSTN COR | UNIT 99/99/9999 | 92538T203 | 135 | 13,154 | SH | OTR | 1 | 0 | 13,154 | 0 | |
| JUNIPER INDL HLDGS INC | UNIT 11/13/2026 | 48205G205 | 156 | 13,684 | SH | OTR | 1 | 0 | 13,684 | 0 | |
| CIIG MERGER CORP | UNIT 12/31/2026 | 12559C202 | 158 | 15,437 | SH | OTR | 1 | 0 | 15,437 | 0 | |
| FALCON CAPITAL ACQUISITN COR | UNIT 08/20/2027 | 30606L207 | 169 | 16,443 | SH | OTR | 1 | 0 | 16,443 | 0 | |
| INTERPRIVATE ACQUISITION COR | UNIT 10/29/2024 | 46064A202 | 216 | 20,878 | SH | OTR | 1 | 0 | 20,878 | 0 | |
| CITIC CAPITAL ACQUISITION CO | UNIT 99/99/9999 | G21513125 | 227 | 22,175 | SH | OTR | 1 | 0 | 22,175 | 0 | |
| PIONEER NAT RES CO | COM | 723787107 | 2,331 | 27,107 | SH | OTR | 1 | 0 | 27,107 | 0 | |
| SCVX CORP | UNIT 99/99/9999 | G79448109 | 357 | 33,188 | SH | OTR | 1 | 0 | 33,188 | 0 | |
| COLLECTIVE GROWTH CORP | UNIT 04/29/2025 | 19424L200 | 436 | 43,097 | SH | OTR | 1 | 0 | 43,097 | 0 | |
| CHP MERGER CORP | UNIT 11/22/2024 | 12558Y205 | 473 | 44,962 | SH | OTR | 1 | 0 | 44,962 | 0 | |
| KBR INC | COM | 48242W106 | 1,013 | 45,294 | SH | OTR | 1 | 0 | 45,294 | 0 | |
| JOYY INC | ADS REPSTG COM A | 46591M109 | 3,780 | 46,852 | SH | OTR | 1 | 0 | 46,852 | 0 | |
| CONMED CORP | COM | 207410101 | 3,810 | 48,436 | SH | OTR | 1 | 0 | 48,436 | 0 | |
| VISHAY INTERTECHNOLOGY INC | COM | 928298108 | 1,901 | 122,096 | SH | OTR | 1 | 0 | 122,096 | 0 | |
| VIAVI SOLUTIONS INC | COM | 925550105 | 9,346 | 796,801 | SH | OTR | 1 | 0 | 796,801 | 0 | |
| AMPLITUDE HLTHCRE AQUSTIN CO | *W EXP 12/01/202 | 03212A113 | 20 | 29,136 | SH | SOLE | 29,136 | 0 | 0 | ||
| EVOLENT HEALTH INC | CL A | 30050B101 | 1,116 | 89,900 | SH | Call | SOLE | 89,900 | 0 | 0 | |
| INVESCO QQQ TR | UNIT SER 1 | 46090E103 | 3,890 | 14,000 | SH | Call | SOLE | 14,000 | 0 | 0 | |
| VIAVI SOLUTIONS INC | COM | 925550105 | 7,375 | 628,700 | SH | Call | SOLE | 628,700 | 0 | 0 | |
| BOOKING HOLDINGS INC | COM | 09857L108 | 2,908 | 1,700 | SH | Put | SOLE | 1,700 | 0 | 0 | |
| GUESS INC | COM | 401617105 | 880 | 75,700 | SH | Put | SOLE | 75,700 | 0 | 0 | |
| INTERCEPT PHARMACEUTICALS IN | COM | 45845P108 | 3,967 | 95,700 | SH | Put | SOLE | 95,700 | 0 | 0 | |
| INFINERA CORP | COM | 45667G103 | 1,442 | 234,100 | SH | Put | SOLE | 234,100 | 0 | 0 | |
| LIVE NATION ENTERTAINMENT IN | COM | 538034109 | 2,667 | 49,500 | SH | Put | SOLE | 49,500 | 0 | 0 | |
| NEW RELIC INC | COM | 64829B100 | 3,754 | 66,600 | SH | Put | SOLE | 66,600 | 0 | 0 | |
| NUTANIX INC | CL A | 67059N108 | 3,564 | 160,700 | SH | Put | SOLE | 160,700 | 0 | 0 | |
| PURE STORAGE INC | CL A | 74624M102 | 5,744 | 373,200 | SH | Put | SOLE | 373,200 | 0 | 0 | |
| INVESCO QQQ TR | UNIT SER 1 | 46090E103 | 38,786 | 139,600 | SH | Put | SOLE | 139,600 | 0 | 0 | |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 191,524 | 571,900 | SH | Put | SOLE | 571,900 | 0 | 0 | |
| TILRAY INC | COM CL 2 | 88688T100 | 340 | 70,000 | SH | Put | SOLE | 70,000 | 0 | 0 | |
| VIAVI SOLUTIONS INC | COM | 925550105 | 2,599 | 221,600 | SH | Put | SOLE | 221,600 | 0 | 0 | |
| VEONEER INC | COM | 92336X109 | 997 | 67,800 | SH | Put | SOLE | 67,800 | 0 | 0 | |
| Q2 HLDGS INC | NOTE 0.750% 2/1 | 74736LAB5 | 3,509 | 2,080,000 | PRN | SOLE | 3,509 | 0 | 0 | ||
| OMEROS CORP | NOTE 5.250% 2/1 | 682143AG7 | 1,796 | 2,097,000 | PRN | SOLE | 1,796 | 0 | 0 | ||
| TILRAY INC | NOTE 5.000%10/0 | 88688TAB6 | 927 | 2,241,000 | PRN | SOLE | 927 | 0 | 0 | ||
| EXACT SCIENCES CORP | NOTE 1.000% 1/1 | 30063PAA3 | 3,950 | 2,545,000 | PRN | SOLE | 3,950 | 0 | 0 | ||
| APELLIS PHARMACEUTICALS INC | NOTE 3.500% 9/1 | 03753UAB2 | 3,043 | 2,776,000 | PRN | SOLE | 3,043 | 0 | 0 | ||
| VONAGE HLDGS CORP | NOTE 1.750% 6/0 | 92886TAJ1 | 2,730 | 2,796,000 | PRN | SOLE | 2,730 | 0 | 0 | ||
| SQUARE INC | NOTE 0.500% 5/1 | 852234AD5 | 7,197 | 3,333,000 | PRN | SOLE | 7,197 | 0 | 0 | ||
| IRONWOOD PHARMACEUTICALS INC | DBCV 2.250% 6/1 | 46333XAD0 | 3,942 | 3,860,000 | PRN | SOLE | 3,942 | 0 | 0 | ||
| THERAVANCE BIOPHARMA INC | NOTE 3.250%11/0 | 88339KAA0 | 4,730 | 5,320,000 | PRN | SOLE | 4,730 | 0 | 0 | ||
| NEOGENOMICS INC | NOTE 1.250% 5/0 | 64049MAA8 | 6,943 | 5,594,000 | PRN | SOLE | 6,943 | 0 | 0 | ||
| SPLUNK INC | NOTE 1.125% 9/1 | 848637AD6 | 8,133 | 5,628,000 | PRN | SOLE | 8,133 | 0 | 0 | ||
| THERAVANCE INC | NOTE 2.125% 1/1 | 88338TAB0 | 5,636 | 5,926,000 | PRN | SOLE | 5,636 | 0 | 0 | ||
| PACIRA BIOSCIENCES | NOTE 2.375% 4/0 | 695127AD2 | 7,099 | 6,185,000 | PRN | SOLE | 7,099 | 0 | 0 | ||
| VEONEER INC | NOTE 4.000% 6/0 | 92336XAA7 | 6,603 | 6,818,000 | PRN | SOLE | 6,603 | 0 | 0 | ||
| ATLAS AIR WORLDWIDE HLDGS IN | NOTE 2.250% 6/0 | 049164BH8 | 8,008 | 7,313,000 | PRN | SOLE | 8,008 | 0 | 0 | ||
| NOVAVAX INC | NOTE 3.750% 2/0 | 670002AB0 | 10,414 | 8,723,000 | PRN | SOLE | 10,414 | 0 | 0 | ||
| INVITAE CORP | NOTE 2.000% 9/0 | 46185LAB9 | 17,051 | 10,369,000 | PRN | SOLE | 17,051 | 0 | 0 | ||
| NEVRO CORP | NOTE 2.750% 4/0 | 64157FAC7 | 16,447 | 10,556,000 | PRN | SOLE | 16,447 | 0 | 0 | ||
| CHEGG INC | NOTE 0.250% 5/1 | 163092AB5 | 28,528 | 10,714,000 | PRN | SOLE | 28,528 | 0 | 0 | ||
| TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 82,276 | 12,593,000 | PRN | SOLE | 82,276 | 0 | 0 | ||
| GUESS INC | NOTE 2.000% 4/1 | 401617AD7 | 10,483 | 12,982,000 | PRN | SOLE | 10,483 | 0 | 0 | ||
| CHEGG INC | NOTE 0.125% 3/1 | 163092AD1 | 20,284 | 13,365,000 | PRN | SOLE | 20,284 | 0 | 0 | ||
| PLURALSIGHT INC | NOTE 0.375% 3/0 | 72941BAB2 | 12,623 | 14,230,000 | PRN | SOLE | 12,623 | 0 | 0 | ||
| PROOFPOINT INC | NOTE 0.250% 8/1 | 743424AF0 | 14,626 | 14,626,000 | PRN | SOLE | 14,626 | 0 | 0 | ||
| WAYFAIR INC | NOTE 1.125%11/0 | 94419LAD3 | 38,339 | 14,904,000 | PRN | SOLE | 38,339 | 0 | 0 | ||
| EVOLENT HEALTH INC | NOTE 1.500%10/1 | 30050BAD3 | 11,661 | 14,989,000 | PRN | SOLE | 11,661 | 0 | 0 | ||
| SYNAPTICS INC | NOTE 0.500% 6/1 | 87157DAD1 | 19,223 | 15,483,000 | PRN | SOLE | 19,223 | 0 | 0 | ||
| KARYOPHARM THERAPEUTICS INC | NOTE 3.000%10/1 | 48576UAA4 | 19,138 | 15,951,000 | PRN | SOLE | 19,138 | 0 | 0 | ||
| NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 15,817 | 16,560,000 | PRN | SOLE | 15,817 | 0 | 0 | ||
| GOSSAMER BIO INC | NOTE 5.000% 6/0 | 38341PAA0 | 17,878 | 17,179,000 | PRN | SOLE | 17,878 | 0 | 0 | ||
| PURE STORAGE INC | NOTE 0.125% 4/1 | 74624MAB8 | 17,099 | 17,748,000 | PRN | SOLE | 17,099 | 0 | 0 | ||
| LENDINGTREE INC NEW | NOTE 0.625% 6/0 | 52603BAA5 | 29,900 | 19,070,000 | PRN | SOLE | 29,900 | 0 | 0 | ||
| REPLIGEN CORP | NOTE 0.375% 7/1 | 759916AB5 | 28,948 | 20,255,000 | PRN | SOLE | 28,948 | 0 | 0 | ||
| RETROPHIN INC | NOTE 2.500% 9/1 | 761299AB2 | 17,591 | 20,471,000 | PRN | SOLE | 17,591 | 0 | 0 | ||
| CHINA LODGING GROUP LTD | NOTE 0.375%11/0 | 16949NAC3 | 23,678 | 20,977,000 | PRN | SOLE | 23,678 | 0 | 0 | ||
| PINDUODUO INC | NOTE 10/0 | 722304AB8 | 38,026 | 21,006,000 | PRN | SOLE | 38,026 | 0 | 0 | ||
| EXACT SCIENCES CORP | NOTE 0.375% 3/0 | 30063PAC9 | 23,329 | 21,505,000 | PRN | SOLE | 23,329 | 0 | 0 | ||
| INTERCEPT PHARMACEUTICALS IN | NOTE 3.250% 7/0 | 45845PAA6 | 17,408 | 21,590,000 | PRN | SOLE | 17,408 | 0 | 0 | ||
| COUPA SOFTWARE INC | NOTE 0.125% 6/1 | 22266LAC0 | 39,495 | 21,677,000 | PRN | SOLE | 39,495 | 0 | 0 | ||
| DEXCOM INC | NOTE 0.750%12/0 | 252131AH0 | 55,991 | 22,058,000 | PRN | SOLE | 55,991 | 0 | 0 | ||
| PTC THERAPEUTICS INC | NOTE 3.000% 8/1 | 69366JAB7 | 26,328 | 23,113,000 | PRN | SOLE | 26,328 | 0 | 0 | ||
| CREE INC | NOTE 0.875% 9/0 | 225447AB7 | 30,746 | 24,767,000 | PRN | SOLE | 30,746 | 0 | 0 | ||
| INFINERA CORP | NOTE 2.125% 9/0 | 45667GAC7 | 24,740 | 26,474,000 | PRN | SOLE | 24,740 | 0 | 0 | ||
| WIX COM LTD | NOTE 7/0 | 92940WAB5 | 54,575 | 29,065,000 | PRN | SOLE | 54,575 | 0 | 0 | ||
| TESLA INC | NOTE 1.250% 3/0 | 88160RAC5 | 178,443 | 30,000,000 | PRN | SOLE | 178,443 | 0 | 0 | ||
| TWILIO INC | NOTE 0.250% 6/0 | 90138FAB8 | 108,927 | 31,250,000 | PRN | SOLE | 108,927 | 0 | 0 | ||
| TESLA INC | NOTE 1.250% 3/0 | 88160RAC5 | 186,009 | 31,272,000 | PRN | SOLE | 186,009 | 0 | 0 | ||
| BILIBILI INC | NOTE 1.375% 4/0 | 090040AB2 | 55,621 | 31,370,000 | PRN | SOLE | 55,621 | 0 | 0 | ||
| SNAP INC | NOTE 0.750% 8/0 | 83304AAB2 | 54,700 | 39,411,000 | PRN | SOLE | 54,700 | 0 | 0 | ||
| IQIYI INC | NOTE 3.750%12/0 | 46267XAB4 | 45,117 | 42,399,000 | PRN | SOLE | 45,117 | 0 | 0 | ||
| SAREPTA THERAPEUTICS INC | DBCV 1.500%11/1 | 803607AB6 | 96,719 | 46,714,000 | PRN | SOLE | 96,719 | 0 | 0 | ||
| NUTANIX INC | NOTE 1/1 | 67059NAB4 | 50,198 | 53,402,000 | PRN | SOLE | 50,198 | 0 | 0 | ||
| NEXTERA ENERGY INC | UNIT 99/99/9999 | 65339F770 | 2,637 | 55,972 | PRN | SOLE | 2,637 | 0 | 0 | ||
| DOCUSIGN INC | NOTE 0.500% 9/1 | 256163AB2 | 174,452 | 57,699,000 | PRN | SOLE | 174,452 | 0 | 0 | ||
| NEXTERA ENERGY INC | UNIT 99/99/9999 | 65339F739 | 5,855 | 122,895 | PRN | SOLE | 5,855 | 0 | 0 | ||
| EURONET WORLDWIDE INC | COM | 298736109 | 208 | 2,278 | SH | SOLE | 2,278 | 0 | 0 | ||
| BOOKING HOLDINGS INC | COM | 09857L108 | 5,611 | 3,280 | SH | SOLE | 3,280 | 0 | 0 | ||
| WESTERN DIGITAL CORP. | COM | 958102105 | 316 | 8,649 | SH | SOLE | 8,649 | 0 | 0 | ||
| PEGASYSTEMS INC | COM | 705573103 | 1,121 | 9,261 | SH | SOLE | 9,261 | 0 | 0 | ||
| ACE CONVERGENCE ACQU CORP | UNIT 99/99/9999 | G0083D112 | 114 | 11,111 | SH | SOLE | 11,111 | 0 | 0 | ||
| OAKTREE ACQUISITION CORP II | UNIT 09/15/2027 | G6715X129 | 0 | 13,423 | SH | SOLE | 13,423 | 0 | 0 | ||
| TWC TECH HLDGS II CORP | UNIT 09/10/2025 | 90117G204 | 136 | 13,423 | SH | SOLE | 13,423 | 0 | 0 | ||
| DMY TECHNOLOGY GROUP INC II | UNIT 99/99/9999 | 233277201 | 143 | 13,986 | SH | SOLE | 13,986 | 0 | 0 | ||
| HIGHCAPE CAP ACQUISITION COR | UNIT 09/30/2027 | 42984L204 | 170 | 16,779 | SH | SOLE | 16,779 | 0 | 0 | ||
| COHN ROBBINS HOLDINGS CORP | UNIT 08/11/2025 | G23726121 | 169 | 16,779 | SH | SOLE | 16,779 | 0 | 0 | ||
| EQUITY DISTR ACQUISITION COR | UNIT 99/99/9999 | 29465E205 | 173 | 16,779 | SH | SOLE | 16,779 | 0 | 0 | ||
| NAVSIGHT HLDGS INC | UNIT 99/99/9999 | 639358209 | 169 | 16,779 | SH | SOLE | 16,779 | 0 | 0 | ||
| VESPER HEALTHCARE ACQSTN COR | UNIT 99/99/9999 | 92538T203 | 172 | 16,779 | SH | SOLE | 16,779 | 0 | 0 | ||
| TAILWIND ACQUISITION CORP | UNIT 09/07/2027 | 87403Q201 | 169 | 16,780 | SH | SOLE | 16,780 | 0 | 0 | ||
| LIONHEART ACQUISITION CORP I | UNIT 08/13/2025 | 53625R203 | 171 | 17,203 | SH | SOLE | 17,203 | 0 | 0 | ||
| ONE | UNIT 99/99/9999 | G7000X113 | 191 | 17,483 | SH | SOLE | 17,483 | 0 | 0 | ||
| BOWX ACQUISITION CORP | UNIT 08/03/2025 | 103085205 | 178 | 17,483 | SH | SOLE | 17,483 | 0 | 0 | ||
| FORTRESS VALUE ACQUISITION I | UNIT 08/10/2027 | 349642207 | 180 | 17,483 | SH | SOLE | 17,483 | 0 | 0 | ||
| ASCENDANT DIGITAL ACQUISITIO | UNIT 99/99/9999 | G05155125 | 195 | 18,519 | SH | SOLE | 18,519 | 0 | 0 | ||
| CHURCHILL CAPITAL CORP IV | UNIT 99/99/9999 | 171439201 | 186 | 18,519 | SH | SOLE | 18,519 | 0 | 0 | ||
| PROPERTY SOLUTIONS ACQUISITI | UNIT 03/30/2027 | 74348Q207 | 187 | 18,522 | SH | SOLE | 18,522 | 0 | 0 | ||
| INTERDIGITAL INC | COM | 45867G101 | 1,283 | 22,490 | SH | SOLE | 22,490 | 0 | 0 | ||
| YUNHONG INTL | UNIT 99/99/9999 | G98882114 | 322 | 32,092 | SH | SOLE | 32,092 | 0 | 0 | ||
| FALCON CAPITAL ACQUISITN COR | UNIT 08/20/2027 | 30606L207 | 345 | 33,557 | SH | SOLE | 33,557 | 0 | 0 | ||
| INVESCO QQQ TR | UNIT SER 1 | 46090E103 | 10,071 | 36,248 | SH | SOLE | 36,248 | 0 | 0 | ||
| AMPLITUDE HLTHCRE AQUSTIN CO | COM CL A | 03212A105 | 383 | 38,633 | SH | SOLE | 38,633 | 0 | 0 | ||
| JUNIPER INDL HLDGS INC | UNIT 11/13/2026 | 48205G205 | 404 | 40,951 | SH | SOLE | 40,951 | 0 | 0 | ||
| CIIG MERGER CORP | UNIT 12/31/2026 | 12559C202 | 525 | 51,428 | SH | SOLE | 51,428 | 0 | 0 | ||
| INTERPRIVATE ACQUISITION COR | UNIT 10/29/2024 | 46064A202 | 636 | 61,467 | SH | SOLE | 61,467 | 0 | 0 | ||
| PIONEER NAT RES CO | COM | 723787107 | 5,421 | 63,038 | SH | SOLE | 63,038 | 0 | 0 | ||
| CITIC CAPITAL ACQUISITION CO | UNIT 99/99/9999 | G21513125 | 669 | 65,251 | SH | SOLE | 65,251 | 0 | 0 | ||
| SCVX CORP | UNIT 99/99/9999 | G79448109 | 1,151 | 107,075 | SH | SOLE | 107,075 | 0 | 0 | ||
| COLLECTIVE GROWTH CORP | UNIT 04/29/2025 | 19424L200 | 1,321 | 130,703 | SH | SOLE | 130,703 | 0 | 0 | ||
| CONMED CORP | COM | 207410101 | 10,580 | 134,488 | SH | SOLE | 134,488 | 0 | 0 | ||
| CHP MERGER CORP | UNIT 11/22/2024 | 12558Y205 | 1,434 | 136,302 | SH | SOLE | 136,302 | 0 | 0 | ||
| KBR INC | COM | 48242W106 | 3,069 | 137,242 | SH | SOLE | 137,242 | 0 | 0 | ||
| JOYY INC | ADS REPSTG COM A | 46591M109 | 11,826 | 146,594 | SH | SOLE | 146,594 | 0 | 0 | ||
| VISHAY INTERTECHNOLOGY INC | COM | 928298108 | 5,593 | 359,190 | SH | SOLE | 359,190 | 0 | 0 | ||
| VIAVI SOLUTIONS INC | COM | 925550105 | 13,950 | 1,189,272 | SH | SOLE | 1,189,272 | 0 | 0 | ||