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 |
| ||||||||||||||||||||
| 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 |
| 1LIFE HEALTHCARE INC | NOTE 3.000% 6/1 | 68269GAB3 | 34,969 | 31,612,000 | PRN | SOLE | 31,612,000 | 0 | 0 | ||
| 1LIFE HEALTHCARE INC | NOTE 3.000% 6/1 | 68269GAB3 | 14,340 | 12,963,000 | PRN | OTR | 1 | 0 | 12,963,000 | 0 | |
| 21VIANET GROUP INC | SPONSORED ADS A | 90138A103 | 646 | 28,155 | SH | SOLE | 28,155 | 0 | 0 | ||
| 21VIANET GROUP INC | SPONSORED ADS A | 90138A103 | 265 | 11,545 | SH | OTR | 1 | 0 | 11,545 | 0 | |
| 5 01 ACQUISITION CORP | COM CL A | 33836P105 | 170 | 17,084 | SH | SOLE | 17,084 | 0 | 0 | ||
| 8X8 INC NEW | NOTE 0.500% 2/0 | 282914AB6 | 19,686 | 15,807,000 | PRN | SOLE | 15,807,000 | 0 | 0 | ||
| 8X8 INC NEW | NOTE 0.500% 2/0 | 282914AB6 | 8,078 | 6,486,000 | PRN | OTR | 1 | 0 | 6,486,000 | 0 | |
| ABG ACQUISITION CORP I | CL A SHS | G00496102 | 139 | 14,184 | SH | SOLE | 14,184 | 0 | 0 | ||
| ACCELERATE DIAGNOSTICS INC | NOTE 2.500% 3/1 | 00430HAB8 | 469 | 709,000 | PRN | SOLE | 709,000 | 0 | 0 | ||
| ACCELERATE DIAGNOSTICS INC | NOTE 2.500% 3/1 | 00430HAB8 | 192 | 291,000 | PRN | OTR | 1 | 0 | 291,000 | 0 | |
| ACE CONVERGENCE ACQU CORP | CL A | G0083D120 | 111 | 11,111 | SH | SOLE | 11,111 | 0 | 0 | ||
| AERIE PHARMACEUTICALS INC | NOTE 1.500%10/0 | 00771VAB4 | 1,569 | 1,560,000 | PRN | SOLE | 1,560,000 | 0 | 0 | ||
| AERIE PHARMACEUTICALS INC | NOTE 1.500%10/0 | 00771VAB4 | 644 | 640,000 | PRN | OTR | 1 | 0 | 640,000 | 0 | |
| ALIBABA GROUP HLDG LTD | SPONSORED ADS | 01609W102 | 528 | 2,329 | SH | OTR | 1 | 0 | 2,329 | 0 | |
| ALIBABA GROUP HLDG LTD | SPONSORED ADS | 01609W102 | 431 | 1,900 | SH | Call | OTR | 1 | 0 | 1,900 | 0 |
| ALIBABA GROUP HLDG LTD | SPONSORED ADS | 01609W102 | 1,043 | 4,600 | SH | Call | SOLE | 4,600 | 0 | 0 | |
| ALIBABA GROUP HLDG LTD | SPONSORED ADS | 01609W102 | 1,256 | 5,538 | SH | SOLE | 5,538 | 0 | 0 | ||
| ALKURI GLOBAL ACQUISITION CO | UNIT 01/01/2028 | 66981N202 | 123 | 11,952 | SH | OTR | 1 | 0 | 11,952 | 0 | |
| ALKURI GLOBAL ACQUISITION CO | UNIT 01/01/2028 | 66981N202 | 299 | 29,152 | SH | SOLE | 29,152 | 0 | 0 | ||
| ALPHABET INC | CAP STK CL A | 02079K305 | 2,930 | 1,200 | SH | Call | OTR | 1 | 0 | 1,200 | 0 |
| ALPHABET INC | CAP STK CL A | 02079K305 | 2,930 | 1,200 | SH | Put | OTR | 1 | 0 | 1,200 | 0 |
| ALPHABET INC | CAP STK CL A | 02079K305 | 6,837 | 2,800 | SH | Put | SOLE | 2,800 | 0 | 0 | |
| ALPHABET INC | CAP STK CL A | 02079K305 | 6,837 | 2,800 | SH | Call | SOLE | 2,800 | 0 | 0 | |
| ALTIMAR ACQUISITION CORP II | UNIT 99/99/9999 | G03709113 | 142 | 14,184 | SH | SOLE | 14,184 | 0 | 0 | ||
| ALTITUDE ACQUISITION CORP | COM CL A | 02156Y103 | 174 | 17,730 | SH | SOLE | 17,730 | 0 | 0 | ||
| AMPLITUDE HLTHCRE AQUSTIN CO | COM CL A | 03212A105 | 157 | 15,813 | SH | SOLE | 15,813 | 0 | 0 | ||
| APELLIS PHARMACEUTICALS INC | NOTE 3.500% 9/1 | 03753UAB2 | 16,864 | 9,041,000 | PRN | SOLE | 9,041,000 | 0 | 0 | ||
| APELLIS PHARMACEUTICALS INC | NOTE 3.500% 9/1 | 03753UAB2 | 6,918 | 3,709,000 | PRN | OTR | 1 | 0 | 3,709,000 | 0 | |
| ARCHIMEDES TECH SPAC PARTNR | UNIT 03/10/2026 | 039562202 | 352 | 35,461 | SH | SOLE | 35,461 | 0 | 0 | ||
| ARCHIMEDES TECH SPAC PARTNR | UNIT 03/10/2026 | 039562202 | 145 | 14,539 | SH | OTR | 1 | 0 | 14,539 | 0 | |
| ASTREA ACQUISITION CORP | UNIT 01/28/2028 | 04637C205 | 177 | 17,731 | SH | SOLE | 17,731 | 0 | 0 | ||
| ATLAS AIR WORLDWIDE HLDGS IN | NOTE 2.250% 6/0 | 049164BH8 | 18,802 | 17,343,000 | PRN | SOLE | 17,343,000 | 0 | 0 | ||
| ATLAS AIR WORLDWIDE HLDGS IN | NOTE 2.250% 6/0 | 049164BH8 | 7,711 | 7,113,000 | PRN | OTR | 1 | 0 | 7,113,000 | 0 | |
| AURORA ACQUISITION CORP | UNIT 03/02/2026 | G0698L111 | 148 | 14,184 | SH | SOLE | 14,184 | 0 | 0 | ||
| AURORA CANNABIS INC | NOTE 5.500% 2/2 | 05156XAG3 | 738 | 873,000 | PRN | OTR | 1 | 0 | 873,000 | 0 | |
| AURORA CANNABIS INC | NOTE 5.500% 2/2 | 05156XAG3 | 1,808 | 2,127,000 | PRN | SOLE | 2,127,000 | 0 | 0 | ||
| AUSTERLITZ ACQUISITION CORP | UNIT 99/99/9999 | G0633U119 | 143 | 14,184 | SH | SOLE | 14,184 | 0 | 0 | ||
| BAUSCH HEALTH COS INC | COM | 071734107 | 4,157 | 141,800 | SH | Call | SOLE | 141,800 | 0 | 0 | |
| BAUSCH HEALTH COS INC | COM | 071734107 | 1,707 | 58,200 | SH | Call | OTR | 1 | 0 | 58,200 | 0 |
| BEST INC | NOTE 1.750%10/0 | 08653CAB2 | 4,121 | 6,468,000 | PRN | SOLE | 6,468,000 | 0 | 0 | ||
| BEST INC | NOTE 1.750%10/0 | 08653CAB2 | 1,690 | 2,652,000 | PRN | OTR | 1 | 0 | 2,652,000 | 0 | |
| BILIBILI INC | NOTE 1.375% 4/0 | 090040AB2 | 153,735 | 31,212,000 | PRN | SOLE | 31,212,000 | 0 | 0 | ||
| BILIBILI INC | NOTE 1.375% 4/0 | 090040AB2 | 88,600 | 17,988,000 | PRN | OTR | 1 | 0 | 17,988,000 | 0 | |
| BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 1,325 | 1,273,000 | PRN | OTR | 1 | 0 | 1,273,000 | 0 | |
| BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 3,229 | 3,102,000 | PRN | SOLE | 3,102,000 | 0 | 0 | ||
| BIOTECH ACQUISITION COMPANY | UNIT 11/30/2027 | G1125A124 | 179 | 17,730 | SH | SOLE | 17,730 | 0 | 0 | ||
| BLUERIVER ACQUISITION CORP | UNIT 01/04/2026 | G1261Q123 | 142 | 14,184 | SH | SOLE | 14,184 | 0 | 0 | ||
| BOOKING HOLDINGS INC | COM | 09857L108 | 2,888 | 1,320 | SH | OTR | 1 | 0 | 1,320 | 0 | |
| BOOKING HOLDINGS INC | COM | 09857L108 | 1,313 | 600 | SH | Put | SOLE | 600 | 0 | 0 | |
| BOOKING HOLDINGS INC | COM | 09857L108 | 438 | 200 | SH | Put | OTR | 1 | 0 | 200 | 0 |
| BOOKING HOLDINGS INC | COM | 09857L108 | 7,256 | 3,316 | SH | SOLE | 3,316 | 0 | 0 | ||
| BRIDGETOWN HOLDINGS LTD | COM CL A | G1355U113 | 162 | 15,974 | SH | SOLE | 15,974 | 0 | 0 | ||
| CARNEY TECHNOLOGY ACQU CORP | UNIT 12/10/2025 | 143636207 | 106 | 10,638 | SH | SOLE | 10,638 | 0 | 0 | ||
| CF ACQUISITION CORP V | UNIT 01/25/2026 | 12520R205 | 181 | 17,730 | SH | SOLE | 17,730 | 0 | 0 | ||
| CF ACQUISITION CORP VI | UNIT 99/99/9999 | 12521J202 | 177 | 17,730 | SH | SOLE | 17,730 | 0 | 0 | ||
| CHEFS WHSE INC | NOTE 1.875%12/0 | 163086AB7 | 3,043 | 2,908,000 | PRN | OTR | 1 | 0 | 2,908,000 | 0 | |
| CHEFS WHSE INC | NOTE 1.875%12/0 | 163086AB7 | 7,150 | 6,833,000 | PRN | SOLE | 6,833,000 | 0 | 0 | ||
| CHEGG INC | NOTE 0.125% 3/1 | 163092AD1 | 4,837 | 2,861,000 | PRN | OTR | 1 | 0 | 2,861,000 | 0 | |
| CHEGG INC | NOTE 0.125% 3/1 | 163092AD1 | 9,389 | 5,553,000 | PRN | SOLE | 5,553,000 | 0 | 0 | ||
| CHP MERGER CORP | COM CL A | 12558Y106 | 294 | 29,529 | SH | SOLE | 29,529 | 0 | 0 | ||
| CHP MERGER CORP | *W EXP 11/22/202 | 12558Y114 | 208 | 20,904 | SH | Call | SOLE | 20,904 | 0 | 0 | |
| CITIC CAPITAL ACQUISITION CO | COM CL A | G21513109 | 294 | 29,693 | SH | SOLE | 29,693 | 0 | 0 | ||
| CITIC CAPITAL ACQUISITION CO | COM CL A | G21513109 | 100 | 10,088 | SH | OTR | 1 | 0 | 10,088 | 0 | |
| CLEVELAND-CLIFFS INC NEW | COM | 185899101 | 3,881 | 180,000 | SH | Call | SOLE | 180,000 | 0 | 0 | |
| CLEVELAND-CLIFFS INC NEW | COM | 185899101 | 1,596 | 74,000 | SH | Call | OTR | 1 | 0 | 74,000 | 0 |
| COHN ROBBINS HOLDINGS CORP | UNIT 08/11/2025 | G23726121 | 171 | 16,779 | SH | SOLE | 16,779 | 0 | 0 | ||
| COLICITY INC | UNIT 02/24/2026 | 194170205 | 143 | 14,184 | SH | SOLE | 14,184 | 0 | 0 | ||
| COLLEGIUM PHARMACEUTICAL INC | NOTE 2.625% 2/1 | 19459JAA2 | 7,010 | 6,413,000 | PRN | SOLE | 6,413,000 | 0 | 0 | ||
| COLLEGIUM PHARMACEUTICAL INC | NOTE 2.625% 2/1 | 19459JAA2 | 2,876 | 2,631,000 | PRN | OTR | 1 | 0 | 2,631,000 | 0 | |
| COLONNADE ACQUISITION CORP I | UNIT 99/99/9999 | G2284B127 | 176 | 17,730 | SH | SOLE | 17,730 | 0 | 0 | ||
| CONMED CORP | COM | 207410101 | 9,364 | 68,138 | SH | OTR | 1 | 0 | 68,138 | 0 | |
| CONMED CORP | COM | 207410101 | 26,001 | 189,196 | SH | SOLE | 189,196 | 0 | 0 | ||
| CONSTELLATION ACQUISITN CORP | UNIT 99/99/9999 | G2R18K121 | 142 | 14,184 | SH | SOLE | 14,184 | 0 | 0 | ||
| CORNER GROWTH ACQUISITION CO | UNIT 01/01/2027 | G2425N121 | 179 | 17,730 | SH | SOLE | 17,730 | 0 | 0 | ||
| COUPA SOFTWARE INC | NOTE 0.125% 6/1 | 22266LAC0 | 8,137 | 4,698,000 | PRN | OTR | 1 | 0 | 4,698,000 | 0 | |
| COUPA SOFTWARE INC | NOTE 0.125% 6/1 | 22266LAC0 | 23,262 | 13,431,000 | PRN | SOLE | 13,431,000 | 0 | 0 | ||
| COVA ACQUISITION CORP | UNIT 04/01/2021 | G2554Y112 | 179 | 17,731 | SH | SOLE | 17,731 | 0 | 0 | ||
| CREE INC | NOTE 0.875% 9/0 | 225447AB7 | 20,532 | 12,344,000 | PRN | SOLE | 12,344,000 | 0 | 0 | ||
| CREE INC | NOTE 0.875% 9/0 | 225447AB7 | 8,418 | 5,061,000 | PRN | OTR | 1 | 0 | 5,061,000 | 0 | |
| CRUCIBLE ACQUISITION CORP | UNIT 12/26/2025 | 22877P207 | 181 | 17,986 | SH | SOLE | 17,986 | 0 | 0 | ||
| CYBERARK SOFTWARE LTD | NOTE 11/1 | 23248VAB1 | 423 | 389,000 | PRN | OTR | 1 | 0 | 389,000 | 0 | |
| CYBERARK SOFTWARE LTD | NOTE 11/1 | 23248VAB1 | 1,028 | 946,000 | PRN | SOLE | 946,000 | 0 | 0 | ||
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 14,560 | 10,878,000 | PRN | OTR | 1 | 0 | 10,878,000 | 0 | |
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 35,500 | 26,522,000 | PRN | SOLE | 26,522,000 | 0 | 0 | ||
| DECARBONIZATION PLUS ACQU II | UNIT 01/19/2026 | 242794204 | 183 | 17,731 | SH | SOLE | 17,731 | 0 | 0 | ||
| DEXCOM INC | NOTE 0.750%12/0 | 252131AH0 | 31,444 | 12,079,000 | PRN | OTR | 1 | 0 | 12,079,000 | 0 | |
| DEXCOM INC | NOTE 0.750%12/0 | 252131AH0 | 74,865 | 28,759,000 | PRN | SOLE | 28,759,000 | 0 | 0 | ||
| DIAMONDHEAD HOLDINGS CORP | UNIT 01/21/2026 | 25278L204 | 142 | 14,184 | SH | SOLE | 14,184 | 0 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 2.375% 3/1 | 25470MAD1 | 4,130 | 4,254,000 | PRN | SOLE | 4,254,000 | 0 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 2.375% 3/1 | 25470MAD1 | 1,695 | 1,746,000 | PRN | OTR | 1 | 0 | 1,746,000 | 0 | |
| DMY TECHNOLOGY GROUP INC III | COM CLASS A | 233278100 | 150 | 13,997 | SH | SOLE | 13,997 | 0 | 0 | ||
| DMY TECHNOLOGY GROUP INC IV | UNIT 99/99/9999 | 23344K201 | 178 | 17,730 | SH | SOLE | 17,730 | 0 | 0 | ||
| DUNE ACQUISITION CORP | UNIT 10/29/2027 | 265334201 | 179 | 17,730 | SH | SOLE | 17,730 | 0 | 0 | ||
| ENVIRONMENTAL IMPACT ACQU CO | UNIT 11/05/2025 | 29408N205 | 184 | 17,731 | SH | SOLE | 17,731 | 0 | 0 | ||
| EQUITY DISTR ACQUISITION COR | UNIT 99/99/9999 | 29465E205 | 103 | 10,068 | SH | SOLE | 10,068 | 0 | 0 | ||
| EURONET WORLDWIDE INC | COM | 298736109 | 2,763 | 20,414 | SH | OTR | 1 | 0 | 20,414 | 0 | |
| EURONET WORLDWIDE INC | COM | 298736109 | 6,739 | 49,791 | SH | SOLE | 49,791 | 0 | 0 | ||
| EUROPEAN BIOTECH ACQUTN CORP | UNIT 03/09/2026 | G3167F110 | 177 | 17,730 | SH | SOLE | 17,730 | 0 | 0 | ||
| EVENTBRITE INC | NOTE 5.000%12/0 | 29975EAB5 | 5,181 | 2,958,000 | PRN | OTR | 1 | 0 | 2,958,000 | 0 | |
| EVENTBRITE INC | NOTE 5.000%12/0 | 29975EAB5 | 12,333 | 7,042,000 | PRN | SOLE | 7,042,000 | 0 | 0 | ||
| EVOLENT HEALTH INC | NOTE 1.500%10/1 | 30050BAD3 | 16,749 | 17,378,000 | PRN | SOLE | 17,378,000 | 0 | 0 | ||
| EVOLENT HEALTH INC | NOTE 1.500%10/1 | 30050BAD3 | 6,865 | 7,123,000 | PRN | OTR | 1 | 0 | 7,123,000 | 0 | |
| EXACT SCIENCES CORP | NOTE 1.000% 1/1 | 30063PAA3 | 2,514 | 1,418,000 | PRN | SOLE | 1,418,000 | 0 | 0 | ||
| EXACT SCIENCES CORP | NOTE 0.375% 3/0 | 30063PAC9 | 3,071 | 2,472,000 | PRN | OTR | 1 | 0 | 2,472,000 | 0 | |
| EXACT SCIENCES CORP | NOTE 0.375% 3/0 | 30063PAC9 | 10,907 | 8,778,000 | PRN | SOLE | 8,778,000 | 0 | 0 | ||
| EXACT SCIENCES CORP | NOTE 1.000% 1/1 | 30063PAA3 | 1,032 | 582,000 | PRN | OTR | 1 | 0 | 582,000 | 0 | |
| FARFETCH LTD | NOTE 3.750% 5/0 | 30744WAD9 | 15,893 | 4,879,000 | PRN | SOLE | 4,879,000 | 0 | 0 | ||
| FARFETCH LTD | NOTE 3.750% 5/0 | 30744WAD9 | 6,665 | 2,046,000 | PRN | OTR | 1 | 0 | 2,046,000 | 0 | |
| FIGURE ACQUISITION CORP I | UNIT 99/99/9999 | 302438205 | 147 | 14,184 | SH | SOLE | 14,184 | 0 | 0 | ||
| FINTECH ACQUISITION CORP V | COM CL A | 31810Q107 | 130 | 10,638 | SH | SOLE | 10,638 | 0 | 0 | ||
| FINTECH EVOLUTION ACQUIS GRO | UNIT 99/99/9999 | G3R19A112 | 142 | 14,184 | SH | SOLE | 14,184 | 0 | 0 | ||
| FIRSTMARK HORIZON ACQUISITIO | CL A COM | 33765Y101 | 172 | 17,361 | SH | SOLE | 17,361 | 0 | 0 | ||
| FORTISTAR SUSTAINABLE SOL CO | UNIT 01/14/2026 | 34962M205 | 182 | 17,731 | SH | SOLE | 17,731 | 0 | 0 | ||
| FRAZIER LIFESCIENCES ACQU CO | UNIT 12/09/2025 | G3710A121 | 107 | 10,638 | SH | SOLE | 10,638 | 0 | 0 | ||
| FTAC ATHENA ACQUISITION CORP | UNIT 99/99/9999 | G37283127 | 181 | 17,730 | SH | SOLE | 17,730 | 0 | 0 | ||
| FTAC HERA ACQUISITION CORP | UNIT 02/28/2026 | G3728Y129 | 178 | 17,730 | SH | SOLE | 17,730 | 0 | 0 | ||
| G SQUARED ASCEND I INC | UNIT 99/99/9999 | G4204R125 | 143 | 14,184 | SH | SOLE | 14,184 | 0 | 0 | ||
| GENESIS PK ACQUISITION CORP | UNIT 99/99/9999 | G38245117 | 121 | 10,564 | SH | SOLE | 10,564 | 0 | 0 | ||
| GIGCAPITAL4 INC | UNIT 99/99/9999 | 37518G200 | 181 | 17,733 | SH | SOLE | 17,733 | 0 | 0 | ||
| GLOBAL PARTNER ACQISTN CORP | UNIT 01/06/2026 | G3934P110 | 176 | 17,731 | SH | SOLE | 17,731 | 0 | 0 | ||
| GLOBAL SYNERGY ACQUISIT CORP | UNIT 01/01/2024 | G3934J114 | 215 | 21,277 | SH | SOLE | 21,277 | 0 | 0 | ||
| GOAL ACQUISITIONS CORP | UNIT 99/99/9999 | 38021H206 | 146 | 14,185 | SH | SOLE | 14,185 | 0 | 0 | ||
| GOLDEN FALCON ACQUISITION CO | UNIT 99/99/9999 | 38102H208 | 104 | 10,204 | SH | SOLE | 10,204 | 0 | 0 | ||
| GOSSAMER BIO INC | NOTE 5.000% 6/0 | 38341PAA0 | 15,977 | 19,778,000 | PRN | SOLE | 19,778,000 | 0 | 0 | ||
| GOSSAMER BIO INC | NOTE 5.000% 6/0 | 38341PAA0 | 6,973 | 8,632,000 | PRN | OTR | 1 | 0 | 8,632,000 | 0 | |
| GUESS INC | NOTE 2.000% 4/1 | 401617AD7 | 20,528 | 16,527,000 | PRN | SOLE | 16,527,000 | 0 | 0 | ||
| GUESS INC | NOTE 2.000% 4/1 | 401617AD7 | 6,967 | 5,609,000 | PRN | OTR | 1 | 0 | 5,609,000 | 0 | |
| H I G ACQUISITION CORP | UNIT 99/99/9999 | G44898115 | 141 | 14,039 | SH | SOLE | 14,039 | 0 | 0 | ||
| HAMILTON LANE ALLIANCE HLDGS | UNIT 99/99/9999 | 40749M202 | 178 | 17,731 | SH | SOLE | 17,731 | 0 | 0 | ||
| HEALTHCARE CAPITAL CORP | UNIT 12/31/2025 | 42228C200 | 177 | 17,730 | SH | SOLE | 17,730 | 0 | 0 | ||
| HEALTHCARE SERVICES ACQU COR | UNIT 11/18/2023 | 42227K203 | 178 | 17,730 | SH | SOLE | 17,730 | 0 | 0 | ||
| HIGHLAND TRANSCEND PARTNERS | UNIT 99/99/9999 | G44690116 | 178 | 17,730 | SH | SOLE | 17,730 | 0 | 0 | ||
| HUAZHU GROUP LTD | NOTE 0.375%11/0 | 16949NAC3 | 28,454 | 22,604,000 | PRN | SOLE | 22,604,000 | 0 | 0 | ||
| HUAZHU GROUP LTD | NOTE 0.375%11/0 | 16949NAC3 | 11,951 | 9,494,000 | PRN | OTR | 1 | 0 | 9,494,000 | 0 | |
| IBERE PHARMACEUTICALS | UNIT 99/99/9999 | G46843127 | 178 | 17,730 | SH | SOLE | 17,730 | 0 | 0 | ||
| INFINERA CORP | NOTE 2.125% 9/0 | 45667GAC7 | 12,574 | 10,220,000 | PRN | OTR | 1 | 0 | 10,220,000 | 0 | |
| INFINERA CORP | NOTE 2.125% 9/0 | 45667GAC7 | 30,414 | 24,721,000 | PRN | SOLE | 24,721,000 | 0 | 0 | ||
| INTERCEPT PHARMACEUTICALS IN | NOTE 3.250% 7/0 | 45845PAA6 | 19,270 | 21,485,000 | PRN | SOLE | 21,485,000 | 0 | 0 | ||
| INTERCEPT PHARMACEUTICALS IN | NOTE 3.250% 7/0 | 45845PAA6 | 7,899 | 8,807,000 | PRN | OTR | 1 | 0 | 8,807,000 | 0 | |
| INVITAE CORP | NOTE 2.000% 9/0 | 46185LAB9 | 17,027 | 12,411,000 | PRN | SOLE | 12,411,000 | 0 | 0 | ||
| INVITAE CORP | NOTE 2.000% 9/0 | 46185LAB9 | 6,982 | 5,089,000 | PRN | OTR | 1 | 0 | 5,089,000 | 0 | |
| IONIS PHARMACEUTICALS INC | NOTE 0.125%12/1 | 462222AB6 | 50,144 | 54,099,000 | PRN | SOLE | 54,099,000 | 0 | 0 | ||
| IONIS PHARMACEUTICALS INC | NOTE 0.125%12/1 | 462222AB6 | 21,360 | 23,045,000 | PRN | OTR | 1 | 0 | 23,045,000 | 0 | |
| IQIYI INC | NOTE 3.750%12/0 | 46267XAB4 | 21,228 | 21,062,000 | PRN | SOLE | 21,062,000 | 0 | 0 | ||
| IQIYI INC | NOTE 3.750%12/0 | 46267XAB4 | 8,694 | 8,626,000 | PRN | OTR | 1 | 0 | 8,626,000 | 0 | |
| IRONWOOD PHARMACEUTICALS INC | DBCV 2.250% 6/1 | 46333XAD0 | 10,579 | 9,614,000 | PRN | SOLE | 9,614,000 | 0 | 0 | ||
| IRONWOOD PHARMACEUTICALS INC | DBCV 2.250% 6/1 | 46333XAD0 | 4,338 | 3,942,000 | PRN | OTR | 1 | 0 | 3,942,000 | 0 | |
| ISHARES SILVER TR | ISHARES | 46428Q109 | 1,717 | 70,900 | SH | Call | SOLE | 70,900 | 0 | 0 | |
| ISHARES SILVER TR | ISHARES | 46428Q109 | 705 | 29,100 | SH | Call | OTR | 1 | 0 | 29,100 | 0 |
| ISHARES TR | RUSSELL 2000 ETF | 464287655 | 4,886 | 21,300 | SH | Call | SOLE | 21,300 | 0 | 0 | |
| ISHARES TR | RUSSELL 2000 ETF | 464287655 | 242 | 1,053 | SH | OTR | 1 | 0 | 1,053 | 0 | |
| ISHARES TR | RUSSELL 2000 ETF | 464287655 | 4,886 | 21,300 | SH | Put | SOLE | 21,300 | 0 | 0 | |
| ISHARES TR | CHINA LG-CAP ETF | 464287184 | 1,612 | 34,800 | SH | Put | OTR | 1 | 0 | 34,800 | 0 |
| ISHARES TR | CHINA LG-CAP ETF | 464287184 | 3,948 | 85,200 | SH | Put | SOLE | 85,200 | 0 | 0 | |
| ISHARES TR | RUSSELL 2000 ETF | 464287655 | 1,996 | 8,700 | SH | Put | OTR | 1 | 0 | 8,700 | 0 |
| ISHARES TR | RUSSELL 2000 ETF | 464287655 | 1,996 | 8,700 | SH | Call | OTR | 1 | 0 | 8,700 | 0 |
| ISLEWORTH HEALTHCARE ACQU CO | COM | 46468P102 | 98 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
| JACK CREEK INVESTMENT CORP | UNIT 10/01/2023 | G4989X107 | 178 | 17,731 | SH | SOLE | 17,731 | 0 | 0 | ||
| JAWS MUSTANG ACQUISITION COR | UNIT 99/99/9999 | G50737116 | 178 | 17,731 | SH | SOLE | 17,731 | 0 | 0 | ||
| JAWS SPITFIRE ACQUISITION CO | SHS CL A | G50740102 | 106 | 10,639 | SH | SOLE | 10,639 | 0 | 0 | ||
| JETBLUE AWYS CORP | COM | 477143101 | 6,414 | 382,263 | SH | SOLE | 382,263 | 0 | 0 | ||
| JETBLUE AWYS CORP | COM | 477143101 | 2,630 | 156,735 | SH | OTR | 1 | 0 | 156,735 | 0 | |
| JOFF FINTECH ACQUISITION COR | UNIT 02/03/2026 | 46592C209 | 177 | 17,735 | SH | SOLE | 17,735 | 0 | 0 | ||
| KHOSLA VENTURES ACQUISITION | CL A | 482504107 | 307 | 30,993 | SH | SOLE | 30,993 | 0 | 0 | ||
| KHOSLA VENTURES ACQUISITION | CL A | 482504107 | 126 | 12,707 | SH | OTR | 1 | 0 | 12,707 | 0 | |
| KHOSLA VENTURES ACQUSTN CO I | COM CL A | 482505104 | 176 | 17,730 | SH | SOLE | 17,730 | 0 | 0 | ||
| KHOSLA VENTURES ACQUT CO III | COM CL A | 482506102 | 143 | 14,539 | SH | OTR | 1 | 0 | 14,539 | 0 | |
| KHOSLA VENTURES ACQUT CO III | COM CL A | 482506102 | 350 | 35,461 | SH | SOLE | 35,461 | 0 | 0 | ||
| KINS TECHNOLOGY GROUP INC | UNIT 10/14/2025 | 49714K208 | 182 | 17,731 | SH | SOLE | 17,731 | 0 | 0 | ||
| KL ACQUISITION CORP | UNIT 99/99/9999 | 49837C208 | 106 | 10,638 | SH | SOLE | 10,638 | 0 | 0 | ||
| KLUDEIN I ACQUISITION CORP | UNIT 99/99/9999 | 49878L208 | 117 | 11,631 | SH | OTR | 1 | 0 | 11,631 | 0 | |
| KLUDEIN I ACQUISITION CORP | UNIT 99/99/9999 | 49878L208 | 286 | 28,369 | SH | SOLE | 28,369 | 0 | 0 | ||
| LENDINGTREE INC NEW | NOTE 0.625% 6/0 | 52603BAA5 | 7,212 | 6,036,000 | PRN | OTR | 1 | 0 | 6,036,000 | 0 | |
| LENDINGTREE INC NEW | NOTE 0.625% 6/0 | 52603BAA5 | 17,605 | 14,735,000 | PRN | SOLE | 14,735,000 | 0 | 0 | ||
| LEO HLDGS CORP II | UNIT 99/99/9999 | G5463R110 | 177 | 17,731 | SH | SOLE | 17,731 | 0 | 0 | ||
| LIGHTJUMP ACQUISITION CORP | UNIT 01/06/2026 | 53228M205 | 139 | 13,724 | SH | OTR | 1 | 0 | 13,724 | 0 | |
| LIGHTJUMP ACQUISITION CORP | UNIT 01/06/2026 | 53228M205 | 338 | 33,477 | SH | SOLE | 33,477 | 0 | 0 | ||
| LIONHEART ACQUISITION CORP I | COM CL A | 53625R104 | 170 | 17,203 | SH | SOLE | 17,203 | 0 | 0 | ||
| LIVENT CORP | NOTE 4.125% 7/1 | 53814LAB4 | 30,383 | 12,659,000 | PRN | SOLE | 12,659,000 | 0 | 0 | ||
| LIVENT CORP | NOTE 4.125% 7/1 | 53814LAB4 | 14,689 | 6,120,000 | PRN | OTR | 1 | 0 | 6,120,000 | 0 | |
| LOCUST WALK ACQUISITION CORP | UNIT 12/31/2025 | 54015L301 | 181 | 17,730 | SH | SOLE | 17,730 | 0 | 0 | ||
| LONGVIEW ACQUISITION CORP II | UNIT 99/99/9999 | 54319Q204 | 179 | 17,730 | SH | SOLE | 17,730 | 0 | 0 | ||
| MARLIN TECHNOLOGY CORP | UNIT 99/99/9999 | G58411128 | 179 | 17,731 | SH | SOLE | 17,731 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC. | COM | 595017104 | 1,402 | 9,363 | SH | OTR | 1 | 0 | 9,363 | 0 | |
| MICROCHIP TECHNOLOGY INC. | COM | 595017104 | 698 | 4,664 | SH | OTR | 1 | 0 | 4,664 | 0 | |
| MICROCHIP TECHNOLOGY INC. | COM | 595017104 | 225 | 1,500 | SH | Call | OTR | 1 | 0 | 1,500 | 0 |
| MICROCHIP TECHNOLOGY INC. | COM | 595017104 | 868 | 5,800 | SH | Put | OTR | 1 | 0 | 5,800 | 0 |
| MICROCHIP TECHNOLOGY INC. | COM | 595017104 | 2,126 | 14,200 | SH | Put | SOLE | 14,200 | 0 | 0 | |
| MICROCHIP TECHNOLOGY INC. | COM | 595017104 | 5,222 | 34,874 | SH | SOLE | 34,874 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC. | COM | 595017104 | 524 | 3,500 | SH | Call | SOLE | 3,500 | 0 | 0 | |
| MISSION ADVANCEMENT CORP | UNIT 99/99/9999 | 60501L200 | 177 | 17,731 | SH | SOLE | 17,731 | 0 | 0 | ||
| MORINGA ACQUISITION CORP | UNIT 02/16/2026 | G6S23K116 | 353 | 35,461 | SH | SOLE | 35,461 | 0 | 0 | ||
| MORINGA ACQUISITION CORP | UNIT 02/16/2026 | G6S23K116 | 145 | 14,539 | SH | OTR | 1 | 0 | 14,539 | 0 | |
| MOTIVE CAPITAL CORP | UNIT 99/99/9999 | G6293A129 | 117 | 11,630 | SH | OTR | 1 | 0 | 11,630 | 0 | |
| MOTIVE CAPITAL CORP | UNIT 99/99/9999 | G6293A129 | 285 | 28,370 | SH | SOLE | 28,370 | 0 | 0 | ||
| NAVSIGHT HLDGS INC | CL A | 639358100 | 134 | 13,423 | SH | SOLE | 13,423 | 0 | 0 | ||
| NCL CORP LTD | NOTE 6.000% 5/1 | 62886HAT8 | 4,131 | 1,775,000 | PRN | OTR | 1 | 0 | 1,775,000 | 0 | |
| NCL CORP LTD | NOTE 6.000% 5/1 | 62886HAT8 | 9,832 | 4,225,000 | PRN | SOLE | 4,225,000 | 0 | 0 | ||
| NEVRO CORP | NOTE 2.750% 4/0 | 64157FAC7 | 26,792 | 15,444,000 | PRN | SOLE | 15,444,000 | 0 | 0 | ||
| NEVRO CORP | NOTE 2.750% 4/0 | 64157FAC7 | 11,252 | 6,486,000 | PRN | OTR | 1 | 0 | 6,486,000 | 0 | |
| NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 35,401 | 35,557,000 | PRN | SOLE | 35,557,000 | 0 | 0 | ||
| NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 14,515 | 14,579,000 | PRN | OTR | 1 | 0 | 14,579,000 | 0 | |
| NOBLE ROCK ACQUISITION CORP | UNIT 01/31/2028 | G6546R127 | 177 | 17,731 | SH | SOLE | 17,731 | 0 | 0 | ||
| NORTH ATLANTIC ACQUISITN COR | UNIT 10/20/2025 | G66139117 | 178 | 17,731 | SH | SOLE | 17,731 | 0 | 0 | ||
| NORTHERN STAR INVEST CORP II | UNIT 02/25/2028 | 66574L209 | 142 | 14,184 | SH | SOLE | 14,184 | 0 | 0 | ||
| NORTHERN STAR INVEST CORP IV | UNIT 02/25/2028 | 66575B200 | 142 | 14,184 | SH | SOLE | 14,184 | 0 | 0 | ||
| NORWEGIAN CRUISE LINE HLDG L | PUT | G66721954 | 1,332 | 45,300 | SH | Put | OTR | 1 | 0 | 45,300 | 0 |
| NORWEGIAN CRUISE LINE HLDG L | PUT | G66721954 | 3,241 | 110,200 | SH | Put | SOLE | 110,200 | 0 | 0 | |
| NOVAVAX INC | NOTE 3.750% 2/0 | 670002AB0 | 24,829 | 13,829,000 | PRN | SOLE | 13,829,000 | 0 | 0 | ||
| NOVAVAX INC | NOTE 3.750% 2/0 | 670002AB0 | 10,182 | 5,671,000 | PRN | OTR | 1 | 0 | 5,671,000 | 0 | |
| NOVUS CAPITAL CORPORATION II | UNIT 99/99/9999 | 67012W203 | 179 | 17,731 | SH | SOLE | 17,731 | 0 | 0 | ||
| NUTANIX INC | NOTE 1/1 | 67059NAB4 | 23,211 | 21,922,000 | PRN | OTR | 1 | 0 | 21,922,000 | 0 | |
| NUTANIX INC | NOTE 1/1 | 67059NAB4 | 56,613 | 53,469,000 | PRN | SOLE | 53,469,000 | 0 | 0 | ||
| OAKTREE ACQUISITION CORP II | UNIT 09/15/2027 | G6715X129 | 137 | 13,423 | SH | SOLE | 13,423 | 0 | 0 | ||
| OMEROS CORP | NOTE 5.250% 2/1 | 682143AG7 | 5,054 | 4,507,000 | PRN | OTR | 1 | 0 | 4,507,000 | 0 | |
| OMEROS CORP | NOTE 5.250% 2/1 | 682143AG7 | 12,326 | 10,993,000 | PRN | SOLE | 10,993,000 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | COM | 682189105 | 1,807 | 47,195 | SH | OTR | 1 | 0 | 47,195 | 0 | |
| ON SEMICONDUCTOR CORP | COM | 682189105 | 4,402 | 114,993 | SH | SOLE | 114,993 | 0 | 0 | ||
| ONE EQUITY PARTNERS OPEN WTR | UNIT 01/14/2026 | 68237L204 | 142 | 14,184 | SH | SOLE | 14,184 | 0 | 0 | ||
| PACIRA BIOSCIENCES INC | NOTE 2.375% 4/0 | 695127AD2 | 1,978 | 1,792,000 | PRN | OTR | 1 | 0 | 1,792,000 | 0 | |
| PACIRA BIOSCIENCES INC | NOTE 2.375% 4/0 | 695127AD2 | 5,999 | 5,434,000 | PRN | SOLE | 5,434,000 | 0 | 0 | ||
| PAGERDUTY INC | NOTE 1.250% 7/0 | 69553PAB6 | 30,241 | 23,372,000 | PRN | SOLE | 23,372,000 | 0 | 0 | ||
| PAGERDUTY INC | NOTE 1.250% 7/0 | 69553PAB6 | 12,399 | 9,583,000 | PRN | OTR | 1 | 0 | 9,583,000 | 0 | |
| PARATEK PHARMACEUTICALS INC | NOTE 4.750% 5/0 | 699374AB0 | 749 | 818,000 | PRN | OTR | 1 | 0 | 818,000 | 0 | |
| PARATEK PHARMACEUTICALS INC | NOTE 4.750% 5/0 | 699374AB0 | 1,829 | 1,997,000 | PRN | SOLE | 1,997,000 | 0 | 0 | ||
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 495 | 436,000 | PRN | OTR | 1 | 0 | 436,000 | 0 | |
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 1,208 | 1,064,000 | PRN | SOLE | 1,064,000 | 0 | 0 | ||
| PERIDOT ACQUISITION CORP II | UNIT 99/99/9999 | G7008B113 | 177 | 17,731 | SH | SOLE | 17,731 | 0 | 0 | ||
| PERIPHAS CAPITAL PARTNERING | UNIT 99/99/9999 | 713895209 | 257 | 10,263 | SH | SOLE | 10,263 | 0 | 0 | ||
| PETIQ INC | NOTE 4.000% 6/0 | 71639TAB2 | 2,458 | 1,616,000 | PRN | OTR | 1 | 0 | 1,616,000 | 0 | |
| PETIQ INC | NOTE 4.000% 6/0 | 71639TAB2 | 7,429 | 4,884,000 | PRN | SOLE | 4,884,000 | 0 | 0 | ||
| PINDUODUO INC | NOTE 10/0 | 722304AB8 | 26,544 | 8,882,000 | PRN | OTR | 1 | 0 | 8,882,000 | 0 | |
| PINDUODUO INC | NOTE 10/0 | 722304AB8 | 62,424 | 20,888,000 | PRN | SOLE | 20,888,000 | 0 | 0 | ||
| PINDUODUO INC | NOTE 12/0 | 722304AC6 | 2,060 | 2,004,000 | PRN | OTR | 1 | 0 | 2,004,000 | 0 | |
| PINDUODUO INC | NOTE 12/0 | 722304AC6 | 4,948 | 4,813,000 | PRN | SOLE | 4,813,000 | 0 | 0 | ||
| PIONEER MERGER CORP | UNIT 99/99/9999 | G7S24C129 | 148 | 14,185 | SH | SOLE | 14,185 | 0 | 0 | ||
| PIVOTAL INVESTMENT CORP III | UNIT 01/28/2028 | 72582M205 | 142 | 14,184 | SH | SOLE | 14,184 | 0 | 0 | ||
| PLUG POWER INC | COM NEW | 72919P202 | 7,187 | 210,196 | SH | SOLE | 210,196 | 0 | 0 | ||
| PLUG POWER INC | COM NEW | 72919P202 | 2,372 | 69,367 | SH | OTR | 1 | 0 | 69,367 | 0 | |
| POEMA GLOBAL HOLDINGS CORP | UNIT 99/99/9999 | G7154B123 | 181 | 17,986 | SH | SOLE | 17,986 | 0 | 0 | ||
| PONTEM CORPORATION | UNIT 99/99/9999 | G71707114 | 177 | 17,731 | SH | SOLE | 17,731 | 0 | 0 | ||
| POPULATION HEALTH INVS CO IN | UNIT 99/99/9999 | G71716123 | 179 | 17,606 | SH | SOLE | 17,606 | 0 | 0 | ||
| PRIMAVERA CAPITAL ACQUIST CO | UNIT 01/19/2026 | G7255E125 | 144 | 14,184 | SH | SOLE | 14,184 | 0 | 0 | ||
| PROOFPOINT INC | NOTE 0.250% 8/1 | 743424AF0 | 10,250 | 8,174,000 | PRN | OTR | 1 | 0 | 8,174,000 | 0 | |
| PROOFPOINT INC | NOTE 0.250% 8/1 | 743424AF0 | 24,996 | 19,933,000 | PRN | SOLE | 19,933,000 | 0 | 0 | ||
| PROPERTY SOLUTIONS ACQUISITI | UNIT 03/01/2026 | 74350A207 | 176 | 17,730 | SH | SOLE | 17,730 | 0 | 0 | ||
| PROPTECH INVESTMENT CORP II | UNIT 99/99/9999 | 743497208 | 225 | 22,413 | SH | SOLE | 22,413 | 0 | 0 | ||
| PROSPECTOR CAPITAL CORP | UNIT 01/01/2030 | G7273A121 | 116 | 11,647 | SH | OTR | 1 | 0 | 11,647 | 0 | |
| PROSPECTOR CAPITAL CORP | UNIT 01/01/2030 | G7273A121 | 284 | 28,408 | SH | SOLE | 28,408 | 0 | 0 | ||
| PROVIDENT ACQUISITION CORP | UNIT 99/99/9999 | G7282L118 | 142 | 14,184 | SH | SOLE | 14,184 | 0 | 0 | ||
| PTC THERAPEUTICS INC | NOTE 3.000% 8/1 | 69366JAB7 | 25,057 | 23,113,000 | PRN | SOLE | 23,113,000 | 0 | 0 | ||
| PTC THERAPEUTICS INC | NOTE 3.000% 8/1 | 69366JAB7 | 8,771 | 8,091,000 | PRN | OTR | 1 | 0 | 8,091,000 | 0 | |
| PURE STORAGE INC | NOTE 0.125% 4/1 | 74624MAB8 | 8,960 | 8,524,000 | PRN | OTR | 1 | 0 | 8,524,000 | 0 | |
| PURE STORAGE INC | NOTE 0.125% 4/1 | 74624MAB8 | 21,856 | 20,793,000 | PRN | SOLE | 20,793,000 | 0 | 0 | ||
| REDFIN CORP | COM | 75737F108 | 2,075 | 32,729 | SH | SOLE | 32,729 | 0 | 0 | ||
| REDFIN CORP | COM | 75737F108 | 873 | 13,761 | SH | OTR | 1 | 0 | 13,761 | 0 | |
| REINVENT TECHNOLOGY PARTNERS | UNIT 03/12/2026 | G7484L114 | 179 | 17,730 | SH | SOLE | 17,730 | 0 | 0 | ||
| REPLIGEN CORP | NOTE 0.375% 7/1 | 759916AB5 | 30,859 | 17,226,000 | PRN | SOLE | 17,226,000 | 0 | 0 | ||
| REPLIGEN CORP | NOTE 0.375% 7/1 | 759916AB5 | 12,651 | 7,062,000 | PRN | OTR | 1 | 0 | 7,062,000 | 0 | |
| RETROPHIN INC | NOTE 2.500% 9/1 | 761299AB2 | 6,950 | 8,200,000 | PRN | OTR | 1 | 0 | 8,200,000 | 0 | |
| RETROPHIN INC | NOTE 2.500% 9/1 | 761299AB2 | 15,798 | 18,641,000 | PRN | SOLE | 18,641,000 | 0 | 0 | ||
| REVANCE THERAPEUTICS INC | NOTE 1.750% 2/1 | 761330AB5 | 1,729 | 1,478,000 | PRN | OTR | 1 | 0 | 1,478,000 | 0 | |
| REVANCE THERAPEUTICS INC | NOTE 1.750% 2/1 | 761330AB5 | 4,023 | 3,440,000 | PRN | SOLE | 3,440,000 | 0 | 0 | ||
| RH | NOTE 6/1 | 74967XAA1 | 27,260 | 7,801,000 | PRN | SOLE | 7,801,000 | 0 | 0 | ||
| RH | NOTE 6/1 | 74967XAA1 | 11,179 | 3,199,000 | PRN | OTR | 1 | 0 | 3,199,000 | 0 | |
| RMG ACQUISITION CORP II | CL A SHS | G76083107 | 116 | 11,631 | SH | OTR | 1 | 0 | 11,631 | 0 | |
| RMG ACQUISITION CORP II | CL A SHS | G76083107 | 282 | 28,369 | SH | SOLE | 28,369 | 0 | 0 | ||
| RMG ACQUISITION CORP III | UNIT 02/08/2026 | G76088114 | 145 | 14,539 | SH | OTR | 1 | 0 | 14,539 | 0 | |
| RMG ACQUISITION CORP III | UNIT 02/08/2026 | G76088114 | 355 | 35,461 | SH | SOLE | 35,461 | 0 | 0 | ||
| ROMAN DBDR TECH ACQUISITION | COM CL A | 77584N101 | 285 | 28,169 | SH | SOLE | 28,169 | 0 | 0 | ||
| ROMAN DBDR TECH ACQUISITION | COM CL A | 77584N101 | 120 | 11,831 | SH | OTR | 1 | 0 | 11,831 | 0 | |
| ROMAN DBDR TECH ACQUISITION | *W EXP 10/31/202 | 77584N119 | 142 | 14,084 | SH | Call | SOLE | 14,084 | 0 | 0 | |
| ROTOR ACQUISITION CORP | UNIT 06/15/2027 | 77879W204 | 224 | 21,277 | SH | SOLE | 21,277 | 0 | 0 | ||
| SAREPTA THERAPEUTICS INC | DBCV 1.500%11/1 | 803607AB6 | 87,202 | 65,952,000 | PRN | SOLE | 65,952,000 | 0 | 0 | ||
| SAREPTA THERAPEUTICS INC | DBCV 1.500%11/1 | 803607AB6 | 35,762 | 27,047,000 | PRN | OTR | 1 | 0 | 27,047,000 | 0 | |
| SARISSA CAPITAL ACQUISITN CO | UNIT 10/23/2027 | G7823W128 | 221 | 21,184 | SH | SOLE | 21,184 | 0 | 0 | ||
| SCION TECH GROWTH II | UNIT 99/99/9999 | G31070124 | 176 | 17,730 | SH | SOLE | 17,730 | 0 | 0 | ||
| SCVX CORP | COM | G79448208 | 148 | 14,964 | SH | OTR | 1 | 0 | 14,964 | 0 | |
| SCVX CORP | COM | G79448208 | 477 | 48,278 | SH | SOLE | 48,278 | 0 | 0 | ||
| SEA LTD | NOTE 2.375%12/0 | 81141RAF7 | 53,342 | 17,285,000 | PRN | OTR | 1 | 0 | 17,285,000 | 0 | |
| SEA LTD | NOTE 1.000%12/0 | 81141RAD2 | 60,623 | 11,072,000 | PRN | OTR | 1 | 0 | 11,072,000 | 0 | |
| SEA LTD | NOTE 1.000%12/0 | 81141RAD2 | 123,714 | 22,595,000 | PRN | SOLE | 22,595,000 | 0 | 0 | ||
| SEA LTD | NOTE 2.375%12/0 | 81141RAF7 | 114,383 | 37,065,000 | PRN | SOLE | 37,065,000 | 0 | 0 | ||
| SIMON PROPERTY GRP ACQ HOLDI | UNIT 99/99/9999 | 82880R202 | 107 | 10,638 | SH | SOLE | 10,638 | 0 | 0 | ||
| SLACK TECHNOLOGIES INC | NOTE 0.500% 4/1 | 83088VAB8 | 11,622 | 7,696,000 | PRN | OTR | 1 | 0 | 7,696,000 | 0 | |
| SLACK TECHNOLOGIES INC | NOTE 0.500% 4/1 | 83088VAB8 | 27,667 | 18,321,000 | PRN | SOLE | 18,321,000 | 0 | 0 | ||
| SNAP INC | NOTE 0.750% 8/0 | 83304AAB2 | 84,056 | 27,846,000 | PRN | SOLE | 27,846,000 | 0 | 0 | ||
| SNAP INC | NOTE 0.750% 8/0 | 83304AAB2 | 28,547 | 9,457,000 | PRN | OTR | 1 | 0 | 9,457,000 | 0 | |
| SNAP INC | NOTE 0.250% 5/0 | 83304AAD8 | 6,408 | 2,035,000 | PRN | OTR | 1 | 0 | 2,035,000 | 0 | |
| SNAP INC | NOTE 0.250% 5/0 | 83304AAD8 | 15,634 | 4,965,000 | PRN | SOLE | 4,965,000 | 0 | 0 | ||
| SOARING EAGLE ACQUISITION CO | UNIT 02/23/2026 | G8354H100 | 154 | 14,539 | SH | OTR | 1 | 0 | 14,539 | 0 | |
| SOARING EAGLE ACQUISITION CO | UNIT 02/23/2026 | G8354H100 | 376 | 35,461 | SH | SOLE | 35,461 | 0 | 0 | ||
| SPARTAN ACQUISITION CORP III | UNIT 99/99/9999 | 84677R205 | 178 | 17,731 | SH | SOLE | 17,731 | 0 | 0 | ||
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 6,078 | 14,200 | SH | SOLE | 14,200 | 0 | 0 | ||
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 2,483 | 5,800 | SH | OTR | 1 | 0 | 5,800 | 0 | |
| SPDR SER TR | S&P BIOTECH | 78464A870 | 12,484 | 92,200 | SH | Call | SOLE | 92,200 | 0 | 0 | |
| SPDR SER TR | S&P BIOTECH | 78464A870 | 5,118 | 37,800 | SH | Call | OTR | 1 | 0 | 37,800 | 0 |
| SQUARE INC | NOTE 0.125% 3/0 | 852234AF0 | 28,195 | 13,667,000 | PRN | OTR | 1 | 0 | 13,667,000 | 0 | |
| SQUARE INC | NOTE 0.500% 5/1 | 852234AD5 | 8,109 | 2,593,000 | PRN | SOLE | 2,593,000 | 0 | 0 | ||
| SQUARE INC | NOTE 0.125% 3/0 | 852234AF0 | 68,766 | 33,333,000 | PRN | SOLE | 33,333,000 | 0 | 0 | ||
| SQUARE INC | NOTE 0.500% 5/1 | 852234AD5 | 2,836 | 907,000 | PRN | OTR | 1 | 0 | 907,000 | 0 | |
| STRATIM CLOUD ACQUISITION CO | UNIT 03/05/2026 | 86309R206 | 145 | 14,539 | SH | OTR | 1 | 0 | 14,539 | 0 | |
| STRATIM CLOUD ACQUISITION CO | UNIT 03/05/2026 | 86309R206 | 355 | 35,461 | SH | SOLE | 35,461 | 0 | 0 | ||
| SUNDIAL GROWERS INC | COM | 86730L109 | 67 | 70,900 | SH | Call | SOLE | 70,900 | 0 | 0 | |
| SUNDIAL GROWERS INC | COM | 86730L109 | 28 | 29,100 | SH | Call | OTR | 1 | 0 | 29,100 | 0 |
| SUPERNOVA PARTNERS ACQUISTN | UNIT 99/99/9999 | G8T86C113 | 177 | 17,731 | SH | SOLE | 17,731 | 0 | 0 | ||
| SUPERNUS PHARMACEUTICALS INC | NOTE 0.625% 4/0 | 868459AD0 | 23,190 | 23,510,000 | PRN | SOLE | 23,510,000 | 0 | 0 | ||
| SUPERNUS PHARMACEUTICALS INC | NOTE 0.625% 4/0 | 868459AD0 | 9,514 | 9,645,000 | PRN | OTR | 1 | 0 | 9,645,000 | 0 | |
| SVF INVESTMENT CORP | UNIT 12/20/2025 | G8601L110 | 180 | 17,730 | SH | SOLE | 17,730 | 0 | 0 | ||
| SYNAPTICS INC | NOTE 0.500% 6/1 | 87157DAD1 | 15,497 | 7,342,000 | PRN | OTR | 1 | 0 | 7,342,000 | 0 | |
| SYNAPTICS INC | NOTE 0.500% 6/1 | 87157DAD1 | 37,798 | 17,908,000 | PRN | SOLE | 17,908,000 | 0 | 0 | ||
| TAILWIND ACQUISITION CORP | UNIT 09/07/2027 | 87403Q201 | 142 | 13,424 | SH | SOLE | 13,424 | 0 | 0 | ||
| TAILWIND INTERNATNAL ACQ COR | UNIT 99/99/9999 | G8662F127 | 355 | 35,462 | SH | SOLE | 35,462 | 0 | 0 | ||
| TAILWIND INTERNATNAL ACQ COR | UNIT 99/99/9999 | G8662F127 | 145 | 14,538 | SH | OTR | 1 | 0 | 14,538 | 0 | |
| TCW SPECIAL PURPOSE ACQU COR | UNIT 99/99/9999 | 87301L205 | 177 | 17,730 | SH | SOLE | 17,730 | 0 | 0 | ||
| TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 126,714 | 12,235,000 | PRN | SOLE | 12,235,000 | 0 | 0 | ||
| TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 39,304 | 3,795,000 | PRN | OTR | 1 | 0 | 3,795,000 | 0 | |
| THE REALREAL INC | NOTE 3.000% 6/1 | 88339PAB7 | 9,011 | 6,425,000 | PRN | OTR | 1 | 0 | 6,425,000 | 0 | |
| THE REALREAL INC | NOTE 3.000% 6/1 | 88339PAB7 | 21,984 | 15,675,000 | PRN | SOLE | 15,675,000 | 0 | 0 | ||
| TILRAY INC | COM CL 2 | 88688T100 | 262 | 14,500 | SH | Put | OTR | 1 | 0 | 14,500 | 0 |
| TILRAY INC | NOTE 5.000%10/0 | 88688TAB6 | 14,080 | 14,331,000 | PRN | SOLE | 14,331,000 | 0 | 0 | ||
| TILRAY INC | COM CL 2 | 88688T100 | 642 | 35,500 | SH | Put | SOLE | 35,500 | 0 | 0 | |
| TILRAY INC | NOTE 5.000%10/0 | 88688TAB6 | 5,760 | 5,878,000 | PRN | OTR | 1 | 0 | 5,878,000 | 0 | |
| TISHMAN SPEYER INNOVATION CO | UNIT 02/11/2026 | 88825H209 | 143 | 14,184 | SH | SOLE | 14,184 | 0 | 0 | ||
| TURMERIC ACQUISITION CORP | UNIT 10/08/2025 | G9127T116 | 175 | 17,361 | SH | SOLE | 17,361 | 0 | 0 | ||
| TWC TECH HLDGS II CORP | UNIT 09/10/2025 | 90117G204 | 113 | 10,738 | SH | SOLE | 10,738 | 0 | 0 | ||
| TWITTER INC | NOTE 0.250% 6/1 | 90184LAF9 | 15,578 | 11,308,000 | PRN | SOLE | 11,308,000 | 0 | 0 | ||
| TWITTER INC | NOTE 0.250% 6/1 | 90184LAF9 | 6,464 | 4,692,000 | PRN | OTR | 1 | 0 | 4,692,000 | 0 | |
| TWO | COM CL A | G9152V101 | 1,083 | 109,935 | SH | SOLE | 109,935 | 0 | 0 | ||
| TWO | COM CL A | G9152V101 | 444 | 45,072 | SH | OTR | 1 | 0 | 45,072 | 0 | |
| TWO HBRS INVT CORP | NOTE 6.250% 1/1 | 90187BAB7 | 1,564 | 1,418,000 | PRN | SOLE | 1,418,000 | 0 | 0 | ||
| TWO HBRS INVT CORP | NOTE 6.250% 1/1 | 90187BAB7 | 642 | 582,000 | PRN | OTR | 1 | 0 | 582,000 | 0 | |
| TZP STRATEGIES ACQUISTN CORP | UNIT 01/06/2026 | G91595127 | 141 | 14,184 | SH | SOLE | 14,184 | 0 | 0 | ||
| VAIL RESORTS INC | COM | 91879Q109 | 845 | 2,669 | SH | OTR | 1 | 0 | 2,669 | 0 | |
| VAIL RESORTS INC | COM | 91879Q109 | 2,061 | 6,511 | SH | SOLE | 6,511 | 0 | 0 | ||
| VAREX IMAGING CORP | NOTE 4.000% 6/0 | 92214XAB2 | 7,058 | 4,773,000 | PRN | SOLE | 4,773,000 | 0 | 0 | ||
| VAREX IMAGING CORP | NOTE 4.000% 6/0 | 92214XAB2 | 3,034 | 2,052,000 | PRN | OTR | 1 | 0 | 2,052,000 | 0 | |
| VECTOIQ ACQUISITION CORP II | UNIT 99/99/9999 | 92244F208 | 255 | 24,823 | SH | SOLE | 24,823 | 0 | 0 | ||
| VECTOIQ ACQUISITION CORP II | UNIT 99/99/9999 | 92244F208 | 105 | 10,177 | SH | OTR | 1 | 0 | 10,177 | 0 | |
| VEONEER INC | NOTE 4.000% 6/0 | 92336XAA7 | 8,042 | 6,347,000 | PRN | OTR | 1 | 0 | 6,347,000 | 0 | |
| VEONEER INC | NOTE 4.000% 6/0 | 92336XAA7 | 19,611 | 15,478,000 | PRN | SOLE | 15,478,000 | 0 | 0 | ||
| VIAVI SOLUTIONS INC | COM | 925550105 | 8,883 | 502,981 | SH | SOLE | 502,981 | 0 | 0 | ||
| VIAVI SOLUTIONS INC | COM | 925550105 | 5,945 | 336,651 | SH | OTR | 1 | 0 | 336,651 | 0 | |
| VIAVI SOLUTIONS INC | COM | 925550105 | 4,759 | 269,500 | SH | Put | SOLE | 269,500 | 0 | 0 | |
| VIAVI SOLUTIONS INC | COM | 925550105 | 3,188 | 180,500 | SH | Put | OTR | 1 | 0 | 180,500 | 0 |
| VICKERS VANTAGE CORP I | UNIT 09/15/2027 | G9440B123 | 181 | 17,731 | SH | SOLE | 17,731 | 0 | 0 | ||
| VONAGE HLDGS CORP | NOTE 1.750% 6/0 | 92886TAJ1 | 10,559 | 9,422,000 | PRN | SOLE | 9,422,000 | 0 | 0 | ||
| VONAGE HLDGS CORP | NOTE 1.750% 6/0 | 92886TAJ1 | 4,349 | 3,881,000 | PRN | OTR | 1 | 0 | 3,881,000 | 0 | |
| VROOM INC | COM | 92918V109 | 1,239 | 29,600 | SH | Call | OTR | 1 | 0 | 29,600 | 0 |
| VROOM INC | COM | 92918V109 | 2,947 | 70,400 | SH | Call | SOLE | 70,400 | 0 | 0 | |
| WAYFAIR INC | NOTE 1.125%11/0 | 94419LAD3 | 41,546 | 15,154,000 | PRN | SOLE | 15,154,000 | 0 | 0 | ||
| WAYFAIR INC | NOTE 1.125%11/0 | 94419LAD3 | 20,022 | 7,303,000 | PRN | OTR | 1 | 0 | 7,303,000 | 0 | |
| WESTERN DIGITAL CORP. | COM | 958102105 | 3,061 | 43,012 | SH | SOLE | 43,012 | 0 | 0 | ||
| WESTERN DIGITAL CORP. | COM | 958102105 | 8,228 | 115,600 | SH | Call | SOLE | 115,600 | 0 | 0 | |
| WESTERN DIGITAL CORP. | COM | 958102105 | 1,259 | 17,684 | SH | OTR | 1 | 0 | 17,684 | 0 | |
| WESTERN DIGITAL CORP. | COM | 958102105 | 3,373 | 47,400 | SH | Call | OTR | 1 | 0 | 47,400 | 0 |
| WIX COM LTD | NOTE 7/0 | 92940WAB5 | 51,526 | 24,974,000 | PRN | SOLE | 24,974,000 | 0 | 0 | ||
| WIX COM LTD | NOTE 7/0 | 92940WAB5 | 19,850 | 9,621,000 | PRN | OTR | 1 | 0 | 9,621,000 | 0 | |
| ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 78,363 | 50,294,000 | PRN | SOLE | 50,294,000 | 0 | 0 | ||
| ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 32,134 | 20,624,000 | PRN | OTR | 1 | 0 | 20,624,000 | 0 | |