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 |
| 2U INC | NOTE 2.250% 5/0 | 90214JAB7 | 9,837 | 11,651,000 | PRN | SOLE | 11,651,000 | 0 | 0 | ||
| 2U INC | NOTE 2.250% 5/0 | 90214JAB7 | 3,839 | 4,547,000 | PRN | OTR | 1 | 0 | 4,547,000 | 0 | |
| 5 01 ACQUISITION CORP | COM CL A | 33836P105 | 168 | 17,084 | SH | SOLE | 17,084 | 0 | 0 | ||
| 8X8 INC NEW | NOTE 0.500% 2/0 | 282914AB6 | 10,597 | 11,305,000 | PRN | OTR | 1 | 0 | 11,305,000 | 0 | |
| 8X8 INC NEW | NOTE 0.500% 2/0 | 282914AB6 | 27,173 | 28,988,000 | PRN | SOLE | 28,988,000 | 0 | 0 | ||
| ABG ACQUISITION CORP I | CL A SHS | G00496102 | 139 | 14,184 | SH | SOLE | 14,184 | 0 | 0 | ||
| AERIE PHARMACEUTICALS INC | NOTE 1.500%10/0 | 00771VAB4 | 2,177 | 2,441,000 | PRN | OTR | 1 | 0 | 2,441,000 | 0 | |
| AERIE PHARMACEUTICALS INC | NOTE 1.500%10/0 | 00771VAB4 | 5,579 | 6,255,000 | PRN | SOLE | 6,255,000 | 0 | 0 | ||
| AIRBNB INC | NOTE 3/1 | 009066AB7 | 32,326 | 33,311,000 | PRN | SOLE | 33,311,000 | 0 | 0 | ||
| AIRBNB INC | NOTE 3/1 | 009066AB7 | 12,608 | 12,992,000 | PRN | OTR | 1 | 0 | 12,992,000 | 0 | |
| ALARM COM HLDGS INC | NOTE 1/1 | 011642AB1 | 10,248 | 12,029,000 | PRN | SOLE | 12,029,000 | 0 | 0 | ||
| ALARM COM HLDGS INC | NOTE 1/1 | 011642AB1 | 3,998 | 4,693,000 | PRN | OTR | 1 | 0 | 4,693,000 | 0 | |
| ALPHA HEALTHCARE ACQU CORP I | CLASS A COM | 02073F104 | 242 | 24,823 | SH | SOLE | 24,823 | 0 | 0 | ||
| ALPHA HEALTHCARE ACQU CORP I | CLASS A COM | 02073F104 | 99 | 10,177 | SH | OTR | 1 | 0 | 10,177 | 0 | |
| ALTITUDE ACQUISITION CORP | COM CL A | 02156Y103 | 176 | 17,730 | SH | SOLE | 17,730 | 0 | 0 | ||
| APELLIS PHARMACEUTICALS INC | NOTE 3.500% 9/1 | 03753UAB2 | 31,373 | 19,822,000 | PRN | SOLE | 19,822,000 | 0 | 0 | ||
| APELLIS PHARMACEUTICALS INC | NOTE 3.500% 9/1 | 03753UAB2 | 12,231 | 7,728,000 | PRN | OTR | 1 | 0 | 7,728,000 | 0 | |
| ARCHIMEDES TECH SPAC PARTNR | UNIT 99/99/9999 | 039562301 | 353 | 35,461 | SH | SOLE | 35,461 | 0 | 0 | ||
| ARCHIMEDES TECH SPAC PARTNR | UNIT 99/99/9999 | 039562301 | 145 | 14,539 | SH | OTR | 1 | 0 | 14,539 | 0 | |
| ASTREA ACQUISITION CORP | COM CL A | 04637C106 | 173 | 17,731 | SH | SOLE | 17,731 | 0 | 0 | ||
| ATLAS AIR WORLDWIDE HLDGS IN | NOTE 2.250% 6/0 | 049164BH8 | 18,218 | 15,911,000 | PRN | SOLE | 15,911,000 | 0 | 0 | ||
| ATLAS AIR WORLDWIDE HLDGS IN | NOTE 2.250% 6/0 | 049164BH8 | 7,105 | 6,205,000 | PRN | OTR | 1 | 0 | 6,205,000 | 0 | |
| AURORA ACQUISITION CORP | CLASS A ORD SHS | G0698L103 | 140 | 14,184 | SH | SOLE | 14,184 | 0 | 0 | ||
| AURORA CANNABIS INC | NOTE 5.500% 2/2 | 05156XAG3 | 2,629 | 2,858,000 | PRN | OTR | 1 | 0 | 2,858,000 | 0 | |
| AURORA CANNABIS INC | NOTE 5.500% 2/2 | 05156XAG3 | 6,744 | 7,335,000 | PRN | SOLE | 7,335,000 | 0 | 0 | ||
| AUSTERLITZ ACQUISITION CORP | COM CL A | G0633U101 | 139 | 14,184 | SH | SOLE | 14,184 | 0 | 0 | ||
| BARCLAYS BANK PLC | IPTH SR B S&P | 06747R477 | 4,613 | 1,795 | SH | Put | SOLE | 1,795 | 0 | 0 | |
| BARCLAYS BANK PLC | IPTH SR B S&P | 06747R477 | 1,812 | 705 | SH | Put | OTR | 1 | 0 | 705 | 0 |
| BENTLEY SYS INC | NOTE 0.125% 1/1 | 08265TAB5 | 1,185 | 1,202,000 | PRN | OTR | 1 | 0 | 1,202,000 | 0 | |
| BENTLEY SYS INC | NOTE 0.125% 1/1 | 08265TAB5 | 2,884 | 2,925,000 | PRN | SOLE | 2,925,000 | 0 | 0 | ||
| BEST INC | NOTE 1.750%10/0 | 08653CAB2 | 2,160 | 2,734,000 | PRN | OTR | 1 | 0 | 2,734,000 | 0 | |
| BEST INC | NOTE 1.750%10/0 | 08653CAB2 | 5,400 | 6,836,000 | PRN | SOLE | 6,836,000 | 0 | 0 | ||
| BEYOND MEAT INC | NOTE 3/1 | 08862EAB5 | 7,143 | 11,812,000 | PRN | OTR | 1 | 0 | 11,812,000 | 0 | |
| BEYOND MEAT INC | NOTE 3/1 | 08862EAB5 | 18,315 | 30,286,000 | PRN | SOLE | 30,286,000 | 0 | 0 | ||
| BILIBILI INC | NOTE 1.375% 4/0 | 090040AB2 | 54,673 | 42,797,000 | PRN | SOLE | 42,797,000 | 0 | 0 | ||
| BILIBILI INC | NOTE 1.375% 4/0 | 090040AB2 | 21,274 | 16,653,000 | PRN | OTR | 1 | 0 | 16,653,000 | 0 | |
| BILL COM HLDGS INC | NOTE 12/0 | 090043AB6 | 19,902 | 12,497,000 | PRN | OTR | 1 | 0 | 12,497,000 | 0 | |
| BILL COM HLDGS INC | NOTE 12/0 | 090043AB6 | 49,778 | 31,257,000 | PRN | SOLE | 31,257,000 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 717 | 93 | SH | Call | OTR | 1 | 0 | 93 | 0 |
| BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 2,831 | 36,716 | SH | OTR | 1 | 0 | 36,716 | 0 | |
| BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 7,258 | 94,139 | SH | SOLE | 94,139 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 1,804 | 234 | SH | Call | SOLE | 234 | 0 | 0 | |
| BIOTECH ACQUISITION COMPANY | CL A SHS | G1125A108 | 175 | 17,730 | SH | SOLE | 17,730 | 0 | 0 | ||
| BLOCK INC | NOTE 0.125% 3/0 | 852234AF0 | 26,908 | 20,482,000 | PRN | OTR | 1 | 0 | 20,482,000 | 0 | |
| BLOCK INC | NOTE 0.125% 3/0 | 852234AF0 | 68,996 | 52,518,000 | PRN | SOLE | 52,518,000 | 0 | 0 | ||
| BLOOM ENERGY CORP | NOTE 2.500% 8/1 | 093712AH0 | 13,657 | 8,201,000 | PRN | SOLE | 8,201,000 | 0 | 0 | ||
| BLOOM ENERGY CORP | NOTE 2.500% 8/1 | 093712AH0 | 5,327 | 3,199,000 | PRN | OTR | 1 | 0 | 3,199,000 | 0 | |
| BLUERIVER ACQUISITION CORP | SHS CL A | G1261Q107 | 139 | 14,184 | SH | SOLE | 14,184 | 0 | 0 | ||
| BOOKING HOLDINGS INC | COM | 09857L108 | 775 | 330 | SH | OTR | 1 | 0 | 330 | 0 | |
| BOOKING HOLDINGS INC | COM | 09857L108 | 1,893 | 806 | SH | SOLE | 806 | 0 | 0 | ||
| BRIDGEBIO PHARMA INC | NOTE 2.250% 2/0 | 10806XAD4 | 13,579 | 28,307,000 | PRN | SOLE | 28,307,000 | 0 | 0 | ||
| BRIDGEBIO PHARMA INC | NOTE 2.250% 2/0 | 10806XAD4 | 5,300 | 11,048,000 | PRN | OTR | 1 | 0 | 11,048,000 | 0 | |
| BRIDGETOWN HOLDINGS LTD | COM CL A | G1355U113 | 158 | 15,974 | SH | SOLE | 15,974 | 0 | 0 | ||
| CABLE ONE INC | NOTE 3/1 | 12685JAE5 | 1,650 | 1,880,000 | PRN | SOLE | 1,880,000 | 0 | 0 | ||
| CABLE ONE INC | NOTE 3/1 | 12685JAE5 | 676 | 770,000 | PRN | OTR | 1 | 0 | 770,000 | 0 | |
| CARNEY TECHNOLOGY ACQU CORP | CL A COMMON STK | 143636108 | 104 | 10,638 | SH | SOLE | 10,638 | 0 | 0 | ||
| CERENCE INC | NOTE 3.000% 6/0 | 156727AB5 | 2,000 | 1,583,000 | PRN | SOLE | 1,583,000 | 0 | 0 | ||
| CERENCE INC | NOTE 3.000% 6/0 | 156727AB5 | 779 | 617,000 | PRN | OTR | 1 | 0 | 617,000 | 0 | |
| CERIDIAN HCM HLDG INC | NOTE 0.250% 3/1 | 15677JAD0 | 19,659 | 22,445,000 | PRN | SOLE | 22,445,000 | 0 | 0 | ||
| CERIDIAN HCM HLDG INC | NOTE 0.250% 3/1 | 15677JAD0 | 7,668 | 8,755,000 | PRN | OTR | 1 | 0 | 8,755,000 | 0 | |
| CF ACQUISITION CORP VI | COM CL A | 12521J103 | 126 | 10,638 | SH | SOLE | 10,638 | 0 | 0 | ||
| CHEFS WHSE INC | NOTE 1.875%12/0 | 163086AB7 | 3,162 | 3,014,000 | PRN | OTR | 1 | 0 | 3,014,000 | 0 | |
| CHEFS WHSE INC | NOTE 1.875%12/0 | 163086AB7 | 8,107 | 7,727,000 | PRN | SOLE | 7,727,000 | 0 | 0 | ||
| CHP MERGER CORP | *W EXP 11/22/202 | 12558Y114 | 213 | 20,904 | SH | Call | SOLE | 20,904 | 0 | 0 | |
| CINEMARK HLDGS INC | NOTE 4.500% 8/1 | 17243VAB8 | 5,169 | 3,509,000 | PRN | OTR | 1 | 0 | 3,509,000 | 0 | |
| CINEMARK HLDGS INC | NOTE 4.500% 8/1 | 17243VAB8 | 13,245 | 8,991,000 | PRN | SOLE | 8,991,000 | 0 | 0 | ||
| COHN ROBBINS HOLDINGS CORP | COM CL A | G23726105 | 167 | 16,779 | SH | SOLE | 16,779 | 0 | 0 | ||
| COLICITY INC | COM CL A | 194170106 | 139 | 14,184 | SH | SOLE | 14,184 | 0 | 0 | ||
| COLLEGIUM PHARMACEUTICAL INC | NOTE 2.625% 2/1 | 19459JAA2 | 5,042 | 5,069,000 | PRN | OTR | 1 | 0 | 5,069,000 | 0 | |
| COLLEGIUM PHARMACEUTICAL INC | NOTE 2.625% 2/1 | 19459JAA2 | 12,922 | 12,990,000 | PRN | SOLE | 12,990,000 | 0 | 0 | ||
| COLONNADE ACQUISITION CORP I | SHS CL A | G2284B101 | 173 | 17,730 | SH | SOLE | 17,730 | 0 | 0 | ||
| CONSTELLATION ACQUISITN CORP | SHS CL A | G2R18K105 | 139 | 14,184 | SH | SOLE | 14,184 | 0 | 0 | ||
| CORNER GROWTH ACQUISITION CO | CL A SHS | G2425N105 | 174 | 17,730 | SH | SOLE | 17,730 | 0 | 0 | ||
| COVA ACQUISITION CORP | CL A SHS | G2554Y104 | 174 | 17,731 | SH | SOLE | 17,731 | 0 | 0 | ||
| CRUCIBLE ACQUISITION CORP | COM CL A | 22877P108 | 176 | 17,986 | SH | SOLE | 17,986 | 0 | 0 | ||
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 10,746 | 6,067,000 | PRN | OTR | 1 | 0 | 6,067,000 | 0 | |
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 26,206 | 14,795,000 | PRN | SOLE | 14,795,000 | 0 | 0 | ||
| DEXCOM INC | NOTE 0.750%12/0 | 252131AH0 | 188,620 | 60,557,000 | PRN | SOLE | 60,557,000 | 0 | 0 | ||
| DEXCOM INC | NOTE 0.750%12/0 | 252131AH0 | 72,521 | 23,283,000 | PRN | OTR | 1 | 0 | 23,283,000 | 0 | |
| DEXCOM INC | COM | 252131107 | 2,200 | 43 | SH | Call | OTR | 1 | 0 | 43 | 0 |
| DEXCOM INC | COM | 252131107 | 5,730 | 112 | SH | Call | SOLE | 112 | 0 | 0 | |
| DIAMONDHEAD HOLDINGS CORP | CL A | 25278L105 | 139 | 14,184 | SH | SOLE | 14,184 | 0 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 12/1 | 25470MAF6 | 11,018 | 11,345,000 | PRN | SOLE | 11,345,000 | 0 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 12/1 | 25470MAF6 | 4,521 | 4,655,000 | PRN | OTR | 1 | 0 | 4,655,000 | 0 | |
| DOCUSIGN INC | NOTE 1/1 | 256163AD8 | 35,733 | 38,124,000 | PRN | SOLE | 38,124,000 | 0 | 0 | ||
| DOCUSIGN INC | NOTE 1/1 | 256163AD8 | 13,937 | 14,869,000 | PRN | OTR | 1 | 0 | 14,869,000 | 0 | |
| DROPBOX INC | NOTE 3/0 | 26210CAC8 | 3,060 | 3,225,000 | PRN | OTR | 1 | 0 | 3,225,000 | 0 | |
| DROPBOX INC | NOTE 3/0 | 26210CAC8 | 7,465 | 7,868,000 | PRN | SOLE | 7,868,000 | 0 | 0 | ||
| DROPBOX INC | NOTE 3/0 | 26210CAD6 | 2,217 | 2,326,000 | PRN | OTR | 1 | 0 | 2,326,000 | 0 | |
| DROPBOX INC | NOTE 3/0 | 26210CAD6 | 5,407 | 5,674,000 | PRN | SOLE | 5,674,000 | 0 | 0 | ||
| DUNE ACQUISITION CORP | COM CL A | 265334102 | 176 | 17,730 | SH | SOLE | 17,730 | 0 | 0 | ||
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAH0 | 4,256 | 4,177,000 | PRN | SOLE | 4,177,000 | 0 | 0 | ||
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAH0 | 1,654 | 1,623,000 | PRN | OTR | 1 | 0 | 1,623,000 | 0 | |
| EQUITY DISTR ACQUISITION COR | COM CL A | 29465E106 | 100 | 10,068 | SH | SOLE | 10,068 | 0 | 0 | ||
| EURONET WORLDWIDE INC | COM | 298736109 | 2,108 | 162 | SH | Call | SOLE | 162 | 0 | 0 | |
| EURONET WORLDWIDE INC | COM | 298736109 | 7,163 | 55,039 | SH | SOLE | 55,039 | 0 | 0 | ||
| EURONET WORLDWIDE INC | COM | 298736109 | 2,794 | 21,465 | SH | OTR | 1 | 0 | 21,465 | 0 | |
| EURONET WORLDWIDE INC | COM | 298736109 | 820 | 63 | SH | Call | OTR | 1 | 0 | 63 | 0 |
| EUROPEAN BIOTECH ACQUTN CORP | CLASS A ORD SHS | G3167F102 | 173 | 17,730 | SH | SOLE | 17,730 | 0 | 0 | ||
| EVENTBRITE INC | NOTE 5.000%12/0 | 29975EAB5 | 3,047 | 2,093,000 | PRN | OTR | 1 | 0 | 2,093,000 | 0 | |
| EVENTBRITE INC | NOTE 5.000%12/0 | 29975EAB5 | 7,700 | 5,290,000 | PRN | SOLE | 5,290,000 | 0 | 0 | ||
| EVOLENT HEALTH INC | NOTE 1.500%10/1 | 30050BAD3 | 3,504 | 2,942,000 | PRN | OTR | 1 | 0 | 2,942,000 | 0 | |
| EVOLENT HEALTH INC | NOTE 1.500%10/1 | 30050BAD3 | 8,556 | 7,184,000 | PRN | SOLE | 7,184,000 | 0 | 0 | ||
| EVOLENT HEALTH INC | NOTE 3.500%12/0 | 30050BAF8 | 3,041 | 1,651,000 | PRN | SOLE | 1,651,000 | 0 | 0 | ||
| EVOLENT HEALTH INC | NOTE 3.500%12/0 | 30050BAF8 | 1,195 | 649,000 | PRN | OTR | 1 | 0 | 649,000 | 0 | |
| EXACT SCIENCES CORP | NOTE 0.375% 3/0 | 30063PAC9 | 1,414 | 1,597,000 | PRN | OTR | 1 | 0 | 1,597,000 | 0 | |
| EXACT SCIENCES CORP | NOTE 0.375% 3/0 | 30063PAC9 | 5,004 | 5,653,000 | PRN | SOLE | 5,653,000 | 0 | 0 | ||
| EXPEDIA GROUP INC | COM NEW | 30212P303 | 6,399 | 32,703 | SH | SOLE | 32,703 | 0 | 0 | ||
| EXPEDIA GROUP INC | COM NEW | 30212P303 | 3,522 | 180 | SH | Call | SOLE | 180 | 0 | 0 | |
| EXPEDIA GROUP INC | COM NEW | 30212P303 | 1,370 | 70 | SH | Call | OTR | 1 | 0 | 70 | 0 |
| EXPEDIA GROUP INC | COM NEW | 30212P303 | 2,496 | 12,757 | SH | OTR | 1 | 0 | 12,757 | 0 | |
| FARFETCH LTD | NOTE 3.750% 5/0 | 30744WAD9 | 1,164 | 892,000 | PRN | OTR | 1 | 0 | 892,000 | 0 | |
| FARFETCH LTD | NOTE 3.750% 5/0 | 30744WAD9 | 2,653 | 2,033,000 | PRN | SOLE | 2,033,000 | 0 | 0 | ||
| FIGURE ACQUISITION CORP I | COM CL A | 302438106 | 139 | 14,184 | SH | SOLE | 14,184 | 0 | 0 | ||
| FINTECH EVOLUTION ACQUIS GRO | SHS CL A | G3R19A104 | 139 | 14,184 | SH | SOLE | 14,184 | 0 | 0 | ||
| FLUIDIGM CORPORATION | NOTE 5.250%12/0 | 34385PAF5 | 6,585 | 4,675,000 | PRN | SOLE | 4,675,000 | 0 | 0 | ||
| FLUIDIGM CORPORATION | NOTE 5.250%12/0 | 34385PAF5 | 2,571 | 1,825,000 | PRN | OTR | 1 | 0 | 1,825,000 | 0 | |
| FORGE GLOBAL HOLDINGS INC | *W EXP 03/29/202 | 34629L111 | 320 | 9,456 | SH | Call | SOLE | 9,456 | 0 | 0 | |
| FORTISTAR SUSTAINABLE SOL CO | COM CL A | 34962M106 | 174 | 17,731 | SH | SOLE | 17,731 | 0 | 0 | ||
| FRAZIER LIFESCIENCES ACQU CO | CL A SHS | G3710A105 | 105 | 10,638 | SH | SOLE | 10,638 | 0 | 0 | ||
| FTAC ATHENA ACQUISITION CORP | CL A SHS | G37283101 | 174 | 17,730 | SH | SOLE | 17,730 | 0 | 0 | ||
| FTAC HERA ACQUISITION CORP | CLASS A ORD SHS | G3728Y103 | 174 | 17,730 | SH | SOLE | 17,730 | 0 | 0 | ||
| G SQUARED ASCEND I INC | SHS CL A | G4204R109 | 140 | 14,184 | SH | SOLE | 14,184 | 0 | 0 | ||
| GLOBAL PARTNER ACQISTN CORP | CL A SHS | G3934P102 | 174 | 17,731 | SH | SOLE | 17,731 | 0 | 0 | ||
| GLOBAL SYNERGY ACQUISIT CORP | CL A SHS | G3934J106 | 211 | 21,277 | SH | SOLE | 21,277 | 0 | 0 | ||
| GLOBAL SYNERGY ACQUISIT CORP | *W EXP 99/99/999 | G3934J122 | 106 | 10,638 | SH | Call | SOLE | 10,638 | 0 | 0 | |
| GOAL ACQUISITIONS CORP | COM | 38021H107 | 138 | 14,185 | SH | SOLE | 14,185 | 0 | 0 | ||
| GOAL ACQUISITIONS CORP | *W EXP 02/11/202 | 38021H115 | 138 | 14,185 | SH | Call | SOLE | 14,185 | 0 | 0 | |
| GOLDEN FALCON ACQUISITION CO | CL A | 38102H109 | 100 | 10,204 | SH | SOLE | 10,204 | 0 | 0 | ||
| GOSSAMER BIO INC | NOTE 5.000% 6/0 | 38341PAA0 | 7,907 | 9,655,000 | PRN | OTR | 1 | 0 | 9,655,000 | 0 | |
| GOSSAMER BIO INC | NOTE 5.000% 6/0 | 38341PAA0 | 20,273 | 24,755,000 | PRN | SOLE | 24,755,000 | 0 | 0 | ||
| GUARDANT HEALTH INC | NOTE 11/1 | 40131MAB5 | 686 | 843,000 | PRN | OTR | 1 | 0 | 843,000 | 0 | |
| GUARDANT HEALTH INC | NOTE 11/1 | 40131MAB5 | 1,755 | 2,157,000 | PRN | SOLE | 2,157,000 | 0 | 0 | ||
| GUESS INC | NOTE 2.000% 4/1 | 401617AD7 | 33,236 | 30,184,000 | PRN | SOLE | 30,184,000 | 0 | 0 | ||
| GUESS INC | NOTE 2.000% 4/1 | 401617AD7 | 12,961 | 11,771,000 | PRN | OTR | 1 | 0 | 11,771,000 | 0 | |
| H I G ACQUISITION CORP | COM CL A | G44898107 | 138 | 14,039 | SH | SOLE | 14,039 | 0 | 0 | ||
| HAMILTON LANE ALLIANCE HLDGS | COM CL A | 40749M103 | 174 | 17,731 | SH | SOLE | 17,731 | 0 | 0 | ||
| HEALTHCARE SERVICES ACQU COR | COM CL A | 42227K104 | 174 | 17,730 | SH | SOLE | 17,730 | 0 | 0 | ||
| HEARTLAND MEDIA ACQUISITION | UNIT 99/99/9999 | 42237V207 | 356 | 35,773 | SH | SOLE | 35,773 | 0 | 0 | ||
| HEARTLAND MEDIA ACQUISITION | UNIT 99/99/9999 | 42237V207 | 139 | 13,952 | SH | OTR | 1 | 0 | 13,952 | 0 | |
| HUAZHU GROUP LTD | NOTE 0.375%11/0 | 16949NAC3 | 28,815 | 28,776,000 | PRN | SOLE | 28,776,000 | 0 | 0 | ||
| HUAZHU GROUP LTD | NOTE 0.375%11/0 | 16949NAC3 | 11,237 | 11,222,000 | PRN | OTR | 1 | 0 | 11,222,000 | 0 | |
| IBERE PHARMACEUTICALS | SHS CL A | G46843101 | 174 | 17,730 | SH | SOLE | 17,730 | 0 | 0 | ||
| INFINERA CORP | NOTE 2.125% 9/0 | 45667GAC7 | 19,837 | 17,625,000 | PRN | SOLE | 17,625,000 | 0 | 0 | ||
| INFINERA CORP | NOTE 2.125% 9/0 | 45667GAC7 | 7,737 | 6,874,000 | PRN | OTR | 1 | 0 | 6,874,000 | 0 | |
| INVACARE CORP | NOTE 4.250% 3/1 | 461203AQ4 | 2,423 | 4,255,000 | PRN | SOLE | 4,255,000 | 0 | 0 | ||
| INVACARE CORP | NOTE 4.250% 3/1 | 461203AQ4 | 994 | 1,745,000 | PRN | OTR | 1 | 0 | 1,745,000 | 0 | |
| INVESCO QQQ TR | UNIT SER 1 | 46090E103 | 8,121 | 224 | SH | Put | OTR | 1 | 0 | 224 | 0 |
| INVESCO QQQ TR | UNIT SER 1 | 46090E103 | 20,882 | 576 | SH | Put | SOLE | 576 | 0 | 0 | |
| INVITAE CORP | NOTE 2.000% 9/0 | 46185LAB9 | 29,433 | 35,462,000 | PRN | SOLE | 35,462,000 | 0 | 0 | ||
| INVITAE CORP | NOTE 2.000% 9/0 | 46185LAB9 | 11,482 | 13,834,000 | PRN | OTR | 1 | 0 | 13,834,000 | 0 | |
| INVITAE CORP | COM | 46185L103 | 1,543 | 1,936 | SH | Put | OTR | 1 | 0 | 1,936 | 0 |
| INVITAE CORP | COM | 46185L103 | 3,956 | 4,964 | SH | Put | SOLE | 4,964 | 0 | 0 | |
| IONIS PHARMACEUTICALS INC | NOTE 0.125%12/1 | 462222AB6 | 52,114 | 57,838,000 | PRN | SOLE | 57,838,000 | 0 | 0 | ||
| IONIS PHARMACEUTICALS INC | NOTE 0.125%12/1 | 462222AB6 | 20,327 | 22,560,000 | PRN | OTR | 1 | 0 | 22,560,000 | 0 | |
| IQIYI INC | NOTE 2.000% 4/0 | 46267XAD0 | 5,418 | 6,781,000 | PRN | OTR | 1 | 0 | 6,781,000 | 0 | |
| IQIYI INC | NOTE 2.000% 4/0 | 46267XAD0 | 13,814 | 17,289,000 | PRN | SOLE | 17,289,000 | 0 | 0 | ||
| IRONWOOD PHARMACEUTICALS INC | DBCV 2.250% 6/1 | 46333XAD0 | 9,402 | 9,242,000 | PRN | SOLE | 9,242,000 | 0 | 0 | ||
| IRONWOOD PHARMACEUTICALS INC | DBCV 2.250% 6/1 | 46333XAD0 | 3,854 | 3,789,000 | PRN | OTR | 1 | 0 | 3,789,000 | 0 | |
| ISHARES TR | CHINA LG-CAP ETF | 464287184 | 16,049 | 5,020 | SH | Put | SOLE | 5,020 | 0 | 0 | |
| ISHARES TR | RUSSELL 2000 ETF | 464287655 | 2,475 | 12,055 | SH | SOLE | 12,055 | 0 | 0 | ||
| ISHARES TR | CHINA LG-CAP ETF | 464287184 | 7,101 | 2,221 | SH | Call | SOLE | 2,221 | 0 | 0 | |
| ISHARES TR | CHINA LG-CAP ETF | 464287184 | 2,810 | 879 | SH | Call | OTR | 1 | 0 | 879 | 0 |
| ISHARES TR | CHINA LG-CAP ETF | 464287184 | 2,492 | 77,940 | SH | OTR | 1 | 0 | 77,940 | 0 | |
| ISHARES TR | CHINA LG-CAP ETF | 464287184 | 6,356 | 1,988 | SH | Put | OTR | 1 | 0 | 1,988 | 0 |
| ISHARES TR | RUSSELL 2000 ETF | 464287655 | 1,015 | 4,945 | SH | OTR | 1 | 0 | 4,945 | 0 | |
| ISHARES TR | CHINA LG-CAP ETF | 464287184 | 6,171 | 193,025 | SH | SOLE | 193,025 | 0 | 0 | ||
| ISLEWORTH HEALTHCARE ACQU CO | COM | 46468P102 | 99 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
| ITRON INC | NOTE 3/1 | 465741AN6 | 4,388 | 5,146,000 | PRN | SOLE | 5,146,000 | 0 | 0 | ||
| ITRON INC | NOTE 3/1 | 465741AN6 | 1,711 | 2,006,000 | PRN | OTR | 1 | 0 | 2,006,000 | 0 | |
| JACK CREEK INVESTMENT CORP | CL A SHS | G4989X115 | 174 | 17,731 | SH | SOLE | 17,731 | 0 | 0 | ||
| JAWS MUSTANG ACQUISITION COR | SHS CL A | G50737108 | 174 | 17,731 | SH | SOLE | 17,731 | 0 | 0 | ||
| JAZZ PHARMACEUTICALS PLC | SHS USD | G50871105 | 18,952 | 121,742 | SH | SOLE | 121,742 | 0 | 0 | ||
| JAZZ PHARMACEUTICALS PLC | SHS USD | G50871105 | 7,388 | 47,461 | SH | OTR | 1 | 0 | 47,461 | 0 | |
| JAZZ PHARMACEUTICALS PLC | SHS USD | G50871105 | 5,371 | 345 | SH | Call | SOLE | 345 | 0 | 0 | |
| JAZZ PHARMACEUTICALS PLC | SHS USD | G50871105 | 2,102 | 135 | SH | Call | OTR | 1 | 0 | 135 | 0 |
| JETBLUE AWYS CORP | COM | 477143101 | 5,938 | 397,169 | SH | SOLE | 397,169 | 0 | 0 | ||
| JETBLUE AWYS CORP | COM | 477143101 | 2,435 | 162,862 | SH | OTR | 1 | 0 | 162,862 | 0 | |
| JOFF FINTECH ACQUISITION COR | COM CL A | 46592C100 | 173 | 17,735 | SH | SOLE | 17,735 | 0 | 0 | ||
| KARYOPHARM THERAPEUTICS INC | NOTE 3.000%10/1 | 48576UAA4 | 13,376 | 16,187,000 | PRN | SOLE | 16,187,000 | 0 | 0 | ||
| KARYOPHARM THERAPEUTICS INC | NOTE 3.000%10/1 | 48576UAA4 | 5,217 | 6,313,000 | PRN | OTR | 1 | 0 | 6,313,000 | 0 | |
| KHOSLA VENTURES ACQUISITION | CL A | 482504107 | 124 | 12,707 | SH | OTR | 1 | 0 | 12,707 | 0 | |
| KHOSLA VENTURES ACQUISITION | CL A | 482504107 | 303 | 30,993 | SH | SOLE | 30,993 | 0 | 0 | ||
| KHOSLA VENTURES ACQUT CO III | COM CL A | 482506102 | 142 | 14,539 | SH | OTR | 1 | 0 | 14,539 | 0 | |
| KHOSLA VENTURES ACQUT CO III | COM CL A | 482506102 | 346 | 35,461 | SH | SOLE | 35,461 | 0 | 0 | ||
| KINS TECHNOLOGY GROUP INC | COM CL A | 49714K109 | 178 | 17,731 | SH | SOLE | 17,731 | 0 | 0 | ||
| KL ACQUISITION CORP | COM CL A | 49837C109 | 104 | 10,638 | SH | SOLE | 10,638 | 0 | 0 | ||
| KLUDEIN I ACQUISITION CORP | CL A | 49878L109 | 116 | 11,631 | SH | OTR | 1 | 0 | 11,631 | 0 | |
| KLUDEIN I ACQUISITION CORP | CL A | 49878L109 | 282 | 28,369 | SH | SOLE | 28,369 | 0 | 0 | ||
| KLUDEIN I ACQUISITION CORP | *W EXP 07/08/202 | 49878L117 | 141 | 14,184 | SH | Call | SOLE | 14,184 | 0 | 0 | |
| KNIGHTSWAN ACQUISITION CORP | UNIT 99/99/9999 | 499103208 | 211 | 21,043 | SH | OTR | 1 | 0 | 21,043 | 0 | |
| KNIGHTSWAN ACQUISITION CORP | UNIT 99/99/9999 | 499103208 | 540 | 53,957 | SH | SOLE | 53,957 | 0 | 0 | ||
| KOHLS CORP | COM | 500255104 | 1,016 | 168 | SH | Call | OTR | 1 | 0 | 168 | 0 |
| KOHLS CORP | COM | 500255104 | 2,612 | 432 | SH | Call | SOLE | 432 | 0 | 0 | |
| LENDINGTREE INC | NOTE 0.625% 6/0 | 52603BAA5 | 13,498 | 13,569,000 | PRN | SOLE | 13,569,000 | 0 | 0 | ||
| LENDINGTREE INC | NOTE 0.625% 6/0 | 52603BAA5 | 5,529 | 5,558,000 | PRN | OTR | 1 | 0 | 5,558,000 | 0 | |
| LEO HLDGS CORP II | COM CL A | G5463R102 | 174 | 17,731 | SH | SOLE | 17,731 | 0 | 0 | ||
| LIGHTJUMP ACQUISITION CORP | COM | 53228M106 | 332 | 33,477 | SH | SOLE | 33,477 | 0 | 0 | ||
| LIGHTJUMP ACQUISITION CORP | COM | 53228M106 | 136 | 13,724 | SH | OTR | 1 | 0 | 13,724 | 0 | |
| LIGHTJUMP ACQUISITION CORP | *W EXP 01/12/202 | 53228M114 | 166 | 16,738 | SH | Call | SOLE | 16,738 | 0 | 0 | |
| LIV CAPITAL ACQUISITN CORP I | CLASS A ORD SHS | G5510R105 | 283 | 28,777 | SH | SOLE | 28,777 | 0 | 0 | ||
| LIV CAPITAL ACQUISITN CORP I | CLASS A ORD SHS | G5510R105 | 116 | 11,223 | SH | OTR | 1 | 0 | 11,223 | 0 | |
| LIV CAPITAL ACQUISITN CORP I | *W EXP 02/07/202 | G5510R113 | 223 | 21,582 | SH | Call | SOLE | 21,582 | 0 | 0 | |
| LIVENT CORP | NOTE 4.125% 7/1 | 53814LAB4 | 16,536 | 5,309,000 | PRN | OTR | 1 | 0 | 5,309,000 | 0 | |
| LIVENT CORP | NOTE 4.125% 7/1 | 53814LAB4 | 34,168 | 10,970,000 | PRN | SOLE | 10,970,000 | 0 | 0 | ||
| LONGVIEW ACQUISITION CORP II | COM CL A | 54319Q105 | 173 | 17,730 | SH | SOLE | 17,730 | 0 | 0 | ||
| LUCID GROUP INC | COM | 549498103 | 1,138 | 448 | SH | Put | OTR | 1 | 0 | 448 | 0 |
| LUCID GROUP INC | COM | 549498103 | 2,926 | 1,152 | SH | Put | SOLE | 1,152 | 0 | 0 | |
| MANNKIND CORP | NOTE 2.500% 3/0 | 56400PAQ5 | 11,947 | 11,870,000 | PRN | SOLE | 11,870,000 | 0 | 0 | ||
| MANNKIND CORP | NOTE 2.500% 3/0 | 56400PAQ5 | 4,660 | 4,630,000 | PRN | OTR | 1 | 0 | 4,630,000 | 0 | |
| MARLIN TECHNOLOGY CORP | CL A SHS | G58411102 | 174 | 17,731 | SH | SOLE | 17,731 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC. | COM | 595017104 | 3,411 | 454 | SH | Call | OTR | 1 | 0 | 454 | 0 |
| MICROCHIP TECHNOLOGY INC. | COM | 595017104 | 8,761 | 1,166 | SH | Call | SOLE | 1,166 | 0 | 0 | |
| MICROCHIP TECHNOLOGY INC. | COM | 595017104 | 2,040 | 27,154 | SH | OTR | 1 | 0 | 27,154 | 0 | |
| MICROCHIP TECHNOLOGY INC. | COM | 595017104 | 5,228 | 69,581 | SH | SOLE | 69,581 | 0 | 0 | ||
| MICROSTRATEGY INC | NOTE 0.750%12/1 | 594972AC5 | 6,045 | 4,335,000 | PRN | SOLE | 4,335,000 | 0 | 0 | ||
| MICROSTRATEGY INC | NOTE 2/1 | 594972AE1 | 6,142 | 8,510,000 | PRN | SOLE | 8,510,000 | 0 | 0 | ||
| MICROSTRATEGY INC | NOTE 2/1 | 594972AE1 | 2,519 | 3,490,000 | PRN | OTR | 1 | 0 | 3,490,000 | 0 | |
| MICROSTRATEGY INC | NOTE 0.750%12/1 | 594972AC5 | 2,357 | 1,690,000 | PRN | OTR | 1 | 0 | 1,690,000 | 0 | |
| MISSION ADVANCEMENT CORP | CL A | 60501L101 | 174 | 17,731 | SH | SOLE | 17,731 | 0 | 0 | ||
| MORINGA ACQUISITION CORP | CL A SHS | G6S23K108 | 142 | 14,539 | SH | OTR | 1 | 0 | 14,539 | 0 | |
| MORINGA ACQUISITION CORP | *W EXP 02/22/202 | G6S23K124 | 173 | 17,730 | SH | Call | SOLE | 17,730 | 0 | 0 | |
| MORINGA ACQUISITION CORP | CL A SHS | G6S23K108 | 347 | 35,461 | SH | SOLE | 35,461 | 0 | 0 | ||
| MOTIVE CAPITAL CORP II | UNIT 99/99/9999 | G6293R122 | 215 | 21,044 | SH | OTR | 1 | 0 | 21,044 | 0 | |
| MOTIVE CAPITAL CORP II | UNIT 99/99/9999 | G6293R122 | 550 | 53,956 | SH | SOLE | 53,956 | 0 | 0 | ||
| NCL CORP LTD | NOTE 6.000% 5/1 | 62886HAT8 | 2,054 | 1,145,000 | PRN | OTR | 1 | 0 | 1,145,000 | 0 | |
| NCL CORP LTD | NOTE 6.000% 5/1 | 62886HAT8 | 4,898 | 2,730,000 | PRN | SOLE | 2,730,000 | 0 | 0 | ||
| NEVRO CORP | NOTE 2.750% 4/0 | 64157FAC7 | 4,097 | 3,823,000 | PRN | OTR | 1 | 0 | 3,823,000 | 0 | |
| NEVRO CORP | NOTE 2.750% 4/0 | 64157FAC7 | 9,760 | 9,107,000 | PRN | SOLE | 9,107,000 | 0 | 0 | ||
| NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 23,979 | 23,875,000 | PRN | SOLE | 23,875,000 | 0 | 0 | ||
| NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 9,338 | 9,297,000 | PRN | OTR | 1 | 0 | 9,297,000 | 0 | |
| NICE LTD | SPONSORED ADR | 653656108 | 851 | 3,886 | SH | OTR | 1 | 0 | 3,886 | 0 | |
| NICE LTD | SPONSORED ADR | 653656108 | 2,124 | 9,699 | SH | SOLE | 9,699 | 0 | 0 | ||
| NOBLE ROCK ACQUISITION CORP | CL A SHS | G6546R101 | 174 | 17,731 | SH | SOLE | 17,731 | 0 | 0 | ||
| NORTH ATLANTIC ACQUISITN COR | CL A SHS | G66139109 | 175 | 17,731 | SH | SOLE | 17,731 | 0 | 0 | ||
| NORTHERN STAR INVEST CORP II | COM CL A | 66574L100 | 139 | 14,184 | SH | SOLE | 14,184 | 0 | 0 | ||
| NORTHERN STAR INVEST CORP IV | UNIT 02/25/2028 | 66575B200 | 139 | 14,184 | SH | SOLE | 14,184 | 0 | 0 | ||
| NOVAVAX INC | NOTE 3.750% 2/0 | 670002AB0 | 6,744 | 6,283,000 | PRN | OTR | 1 | 0 | 6,283,000 | 0 | |
| NOVAVAX INC | NOTE 3.750% 2/0 | 670002AB0 | 17,292 | 16,110,000 | PRN | SOLE | 16,110,000 | 0 | 0 | ||
| NOVOCURE LTD | NOTE 11/0 | 67011XAB9 | 14,914 | 16,383,000 | PRN | OTR | 1 | 0 | 16,383,000 | 0 | |
| NOVOCURE LTD | NOTE 11/0 | 67011XAB9 | 38,242 | 42,008,000 | PRN | SOLE | 42,008,000 | 0 | 0 | ||
| NUTANIX INC | NOTE 1/1 | 67059NAB4 | 15,609 | 15,793,000 | PRN | OTR | 1 | 0 | 15,793,000 | 0 | |
| NUTANIX INC | NOTE 1/1 | 67059NAB4 | 40,021 | 40,493,000 | PRN | SOLE | 40,493,000 | 0 | 0 | ||
| OAK STR HEALTH INC | NOTE 3/1 | 67181AAB3 | 2,221 | 2,785,000 | PRN | OTR | 1 | 0 | 2,785,000 | 0 | |
| OAK STR HEALTH INC | NOTE 3/1 | 67181AAB3 | 5,710 | 7,160,000 | PRN | SOLE | 7,160,000 | 0 | 0 | ||
| OAKTREE ACQUISITION CORP II | CL A SHS | G6715X103 | 134 | 13,423 | SH | SOLE | 13,423 | 0 | 0 | ||
| OMEROS CORP | COM | 682143102 | 292 | 486 | SH | Put | OTR | 1 | 0 | 486 | 0 |
| OMEROS CORP | NOTE 5.250% 2/1 | 682143AG7 | 5,860 | 7,919,000 | PRN | OTR | 1 | 0 | 7,919,000 | 0 | |
| OMEROS CORP | COM | 682143102 | 730 | 1,215 | SH | Put | SOLE | 1,215 | 0 | 0 | |
| OMEROS CORP | NOTE 5.250% 2/1 | 682143AG7 | 14,645 | 19,790,000 | PRN | SOLE | 19,790,000 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | COM | 682189105 | 14,761 | 235,756 | SH | SOLE | 235,756 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | COM | 682189105 | 3,694 | 590 | SH | Call | OTR | 1 | 0 | 590 | 0 |
| ON SEMICONDUCTOR CORP | COM | 682189105 | 6,057 | 96,739 | SH | OTR | 1 | 0 | 96,739 | 0 | |
| ON SEMICONDUCTOR CORP | COM | 682189105 | 9,016 | 1,440 | SH | Call | SOLE | 1,440 | 0 | 0 | |
| ONE EQUITY PARTNERS OPEN WTR | CL A | 68237L105 | 139 | 14,184 | SH | SOLE | 14,184 | 0 | 0 | ||
| PACIRA BIOSCIENCES INC | COM | 695127100 | 227 | 2,977 | SH | OTR | 1 | 0 | 2,977 | 0 | |
| PACIRA BIOSCIENCES INC | COM | 695127100 | 514 | 6,733 | SH | SOLE | 6,733 | 0 | 0 | ||
| PAGERDUTY INC | NOTE 1.250% 7/0 | 69553PAB6 | 41,236 | 35,825,000 | PRN | SOLE | 35,825,000 | 0 | 0 | ||
| PAGERDUTY INC | NOTE 1.250% 7/0 | 69553PAB6 | 16,494 | 14,330,000 | PRN | OTR | 1 | 0 | 14,330,000 | 0 | |
| PARATEK PHARMACEUTICALS INC | NOTE 4.750% 5/0 | 699374AB0 | 7,971 | 9,008,000 | PRN | SOLE | 9,008,000 | 0 | 0 | ||
| PARATEK PHARMACEUTICALS INC | NOTE 4.750% 5/0 | 699374AB0 | 3,108 | 3,513,000 | PRN | OTR | 1 | 0 | 3,513,000 | 0 | |
| PATRICK INDS INC | DBCV 1.000% 2/0 | 703343AB9 | 2,064 | 2,074,000 | PRN | OTR | 1 | 0 | 2,074,000 | 0 | |
| PATRICK INDS INC | DBCV 1.000% 2/0 | 703343AB9 | 5,343 | 5,311,000 | PRN | SOLE | 5,311,000 | 0 | 0 | ||
| PERIDOT ACQUISITION CORP II | SHS CL A | G7008B105 | 173 | 17,731 | SH | SOLE | 17,731 | 0 | 0 | ||
| PERIPHAS CAPITAL PARTNERING | COM CL A | 713895100 | 252 | 10,263 | SH | SOLE | 10,263 | 0 | 0 | ||
| PINDUODUO INC | NOTE 10/0 | 722304AB8 | 9,904 | 8,452,000 | PRN | OTR | 1 | 0 | 8,452,000 | 0 | |
| PINDUODUO INC | NOTE 12/0 | 722304AC6 | 2,077 | 2,350,000 | PRN | SOLE | 2,350,000 | 0 | 0 | ||
| PINDUODUO INC | NOTE 12/0 | 722304AC6 | 808 | 914,000 | PRN | OTR | 1 | 0 | 914,000 | 0 | |
| PINDUODUO INC | NOTE 10/0 | 722304AB8 | 25,391 | 21,668,000 | PRN | SOLE | 21,668,000 | 0 | 0 | ||
| PIONEER MERGER CORP | CL A SHS | G7S24C103 | 139 | 14,185 | SH | SOLE | 14,185 | 0 | 0 | ||
| PIVOTAL INVESTMENT CORP III | COM CL A | 72582M106 | 139 | 14,184 | SH | SOLE | 14,184 | 0 | 0 | ||
| PLUG POWER INC | COM NEW | 72919P202 | 1,985 | 69,367 | SH | OTR | 1 | 0 | 69,367 | 0 | |
| PLUG POWER INC | COM NEW | 72919P202 | 6,014 | 210,196 | SH | SOLE | 210,196 | 0 | 0 | ||
| PONTEM CORPORATION | SHS CL A | G71707106 | 174 | 17,731 | SH | SOLE | 17,731 | 0 | 0 | ||
| POPULATION HEALTH INVS CO IN | SHS CL A | G71716107 | 173 | 17,606 | SH | SOLE | 17,606 | 0 | 0 | ||
| PRIMAVERA CAPITAL ACQUIST CO | SHS CL A | G7255E109 | 139 | 14,184 | SH | SOLE | 14,184 | 0 | 0 | ||
| PROPERTY SOLUTIONS ACQUISITI | UNIT 03/01/2026 | 74350A207 | 174 | 17,730 | SH | SOLE | 17,730 | 0 | 0 | ||
| PROPTECH INVESTMENT CORP II | COM CL A | 743497109 | 220 | 22,413 | SH | SOLE | 22,413 | 0 | 0 | ||
| PROS HOLDINGS INC | NOTE 1.000% 5/1 | 74346YAH6 | 3,177 | 3,377,000 | PRN | SOLE | 3,377,000 | 0 | 0 | ||
| PROS HOLDINGS INC | NOTE 1.000% 5/1 | 74346YAH6 | 1,238 | 1,316,000 | PRN | OTR | 1 | 0 | 1,316,000 | 0 | |
| PROSPECTOR CAPITAL CORP | CL A | G7273A105 | 114 | 11,647 | SH | OTR | 1 | 0 | 11,647 | 0 | |
| PROSPECTOR CAPITAL CORP | CL A | G7273A105 | 279 | 28,408 | SH | SOLE | 28,408 | 0 | 0 | ||
| PROVIDENT ACQUISITION CORP | CL A | G7282L100 | 140 | 14,184 | SH | SOLE | 14,184 | 0 | 0 | ||
| PTC THERAPEUTICS INC | NOTE 3.000% 8/1 | 69366JAB7 | 8,196 | 8,091,000 | PRN | OTR | 1 | 0 | 8,091,000 | 0 | |
| PTC THERAPEUTICS INC | NOTE 3.000% 8/1 | 69366JAB7 | 23,414 | 23,113,000 | PRN | SOLE | 23,113,000 | 0 | 0 | ||
| PURE STORAGE INC | NOTE 0.125% 4/1 | 74624MAB8 | 20,282 | 14,436,000 | PRN | OTR | 1 | 0 | 14,436,000 | 0 | |
| PURE STORAGE INC | NOTE 0.125% 4/1 | 74624MAB8 | 52,000 | 37,012,000 | PRN | SOLE | 37,012,000 | 0 | 0 | ||
| REPLIGEN CORP | NOTE 0.375% 7/1 | 759916AB5 | 37,391 | 21,633,000 | PRN | SOLE | 21,633,000 | 0 | 0 | ||
| REPLIGEN CORP | NOTE 0.375% 7/1 | 759916AB5 | 14,960 | 8,655,000 | PRN | OTR | 1 | 0 | 8,655,000 | 0 | |
| RINGCENTRAL INC | NOTE 3/0 | 76680RAF4 | 4,050 | 4,642,000 | PRN | OTR | 1 | 0 | 4,642,000 | 0 | |
| RINGCENTRAL INC | NOTE 3/0 | 76680RAF4 | 10,374 | 11,892,000 | PRN | SOLE | 11,892,000 | 0 | 0 | ||
| RMG ACQUISITION CORP III | CL A SHS | G76088106 | 348 | 35,461 | SH | SOLE | 35,461 | 0 | 0 | ||
| RMG ACQUISITION CORP III | CL A SHS | G76088106 | 142 | 14,539 | SH | OTR | 1 | 0 | 14,539 | 0 | |
| ROYAL CARIBBEAN GROUP | NOTE 4.250% 6/1 | 780153BB7 | 18,056 | 13,779,000 | PRN | SOLE | 13,779,000 | 0 | 0 | ||
| ROYAL CARIBBEAN GROUP | NOTE 2.875%11/1 | 780153BF8 | 4,478 | 3,684,000 | PRN | OTR | 1 | 0 | 3,684,000 | 0 | |
| ROYAL CARIBBEAN GROUP | NOTE 4.250% 6/1 | 780153BB7 | 7,042 | 5,374,000 | PRN | OTR | 1 | 0 | 5,374,000 | 0 | |
| ROYAL CARIBBEAN GROUP | NOTE 2.875%11/1 | 780153BF8 | 10,648 | 8,760,000 | PRN | SOLE | 8,760,000 | 0 | 0 | ||
| SAREPTA THERAPEUTICS INC | DBCV 1.500%11/1 | 803607AB6 | 82,854 | 62,949,000 | PRN | SOLE | 62,949,000 | 0 | 0 | ||
| SAREPTA THERAPEUTICS INC | DBCV 1.500%11/1 | 803607AB6 | 32,313 | 24,550,000 | PRN | OTR | 1 | 0 | 24,550,000 | 0 | |
| SARISSA CAPITAL ACQUISITN CO | CL A | G7823W102 | 210 | 21,184 | SH | SOLE | 21,184 | 0 | 0 | ||
| SCION TECH GROWTH II | CL A SHS | G31070108 | 174 | 17,730 | SH | SOLE | 17,730 | 0 | 0 | ||
| SEA LTD | NOTE 1.000%12/0 | 81141RAD2 | 54,315 | 22,595,000 | PRN | SOLE | 22,595,000 | 0 | 0 | ||
| SEA LTD | NOTE 1.000%12/0 | 81141RAD2 | 26,615 | 11,072,000 | PRN | OTR | 1 | 0 | 11,072,000 | 0 | |
| SEA LTD | NOTE 2.375%12/0 | 81141RAF7 | 14,604 | 9,217,000 | PRN | SOLE | 9,217,000 | 0 | 0 | ||
| SEA LTD | NOTE 2.375%12/0 | 81141RAF7 | 6,778 | 4,278,000 | PRN | OTR | 1 | 0 | 4,278,000 | 0 | |
| SHAKE SHACK INC | NOTE 3/0 | 819047AB7 | 2,649 | 3,283,000 | PRN | SOLE | 3,283,000 | 0 | 0 | ||
| SHAKE SHACK INC | NOTE 3/0 | 819047AB7 | 1,033 | 1,280,000 | PRN | OTR | 1 | 0 | 1,280,000 | 0 | |
| SHIFT4 PMTS INC | CL A | 82452J109 | 917 | 14,813 | SH | SOLE | 14,813 | 0 | 0 | ||
| SHIFT4 PMTS INC | CL A | 82452J109 | 358 | 5,778 | SH | OTR | 1 | 0 | 5,778 | 0 | |
| SHOPIFY INC | NOTE 0.125%11/0 | 82509LAA5 | 1,348 | 1,432,000 | PRN | OTR | 1 | 0 | 1,432,000 | 0 | |
| SHOPIFY INC | NOTE 0.125%11/0 | 82509LAA5 | 3,452 | 3,668,000 | PRN | SOLE | 3,668,000 | 0 | 0 | ||
| SIMON PROPERTY GRP ACQ HOLDI | COM CL A | 82880R103 | 104 | 10,638 | SH | SOLE | 10,638 | 0 | 0 | ||
| SMILEDIRECTCLUB INC | CL A COM | 83192H106 | 250 | 965 | SH | Put | OTR | 1 | 0 | 965 | 0 |
| SMILEDIRECTCLUB INC | CL A COM | 83192H106 | 609 | 2,350 | SH | Put | SOLE | 2,350 | 0 | 0 | |
| SNAP INC | NOTE 0.250% 5/0 | 83304AAD8 | 11,765 | 6,591,000 | PRN | OTR | 1 | 0 | 6,591,000 | 0 | |
| SNAP INC | NOTE 0.250% 5/0 | 83304AAD8 | 30,070 | 16,846,000 | PRN | SOLE | 16,846,000 | 0 | 0 | ||
| SOLAREDGE TECHNOLOGIES INC | NOTE 9/1 | 83417MAD6 | 53,623 | 39,140,000 | PRN | SOLE | 39,140,000 | 0 | 0 | ||
| SOLAREDGE TECHNOLOGIES INC | NOTE 9/1 | 83417MAD6 | 20,911 | 15,263,000 | PRN | OTR | 1 | 0 | 15,263,000 | 0 | |
| SOUTHWEST AIRLS CO | COM | 844741108 | 234 | 51 | SH | Put | OTR | 1 | 0 | 51 | 0 |
| SOUTHWEST AIRLS CO | COM | 844741108 | 591 | 129 | SH | Put | SOLE | 129 | 0 | 0 | |
| SOUTHWEST AIRLS CO | COM | 844741108 | 672 | 14,675 | SH | OTR | 1 | 0 | 14,675 | 0 | |
| SOUTHWEST AIRLS CO | COM | 844741108 | 1,723 | 37,625 | SH | SOLE | 37,625 | 0 | 0 | ||
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 41,822 | 926 | SH | Put | OTR | 1 | 0 | 926 | 0 |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 10,825 | 23,968 | SH | SOLE | 23,968 | 0 | 0 | ||
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 4,263 | 9,439 | SH | OTR | 1 | 0 | 9,439 | 0 | |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 16,259 | 360 | SH | Call | SOLE | 360 | 0 | 0 | |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 107,219 | 2,374 | SH | Put | SOLE | 2,374 | 0 | 0 | |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 6,323 | 140 | SH | Call | OTR | 1 | 0 | 140 | 0 |
| SPOTIFY USA INC | NOTE 3/1 | 84921RAB6 | 5,217 | 6,108,000 | PRN | OTR | 1 | 0 | 6,108,000 | 0 | |
| SPOTIFY USA INC | NOTE 3/1 | 84921RAB6 | 12,718 | 14,892,000 | PRN | SOLE | 14,892,000 | 0 | 0 | ||
| STRATIM CLOUD ACQUISITION CO | *W EXP 03/05/202 | 86309R115 | 115 | 11,820 | SH | Call | SOLE | 11,820 | 0 | 0 | |
| STRATIM CLOUD ACQUISITION CO | CLASS A COM | 86309R107 | 346 | 35,461 | SH | SOLE | 35,461 | 0 | 0 | ||
| STRATIM CLOUD ACQUISITION CO | CLASS A COM | 86309R107 | 142 | 14,539 | SH | OTR | 1 | 0 | 14,539 | 0 | |
| SUNRUN INC | NOTE 2/0 | 86771WAB1 | 1,709 | 2,137,000 | PRN | OTR | 1 | 0 | 2,137,000 | 0 | |
| SUNRUN INC | NOTE 2/0 | 86771WAB1 | 4,392 | 5,490,000 | PRN | SOLE | 5,490,000 | 0 | 0 | ||
| SUPERNUS PHARMACEUTICALS | NOTE 0.625% 4/0 | 868459AD0 | 27,591 | 28,006,000 | PRN | SOLE | 28,006,000 | 0 | 0 | ||
| SUPERNUS PHARMACEUTICALS | NOTE 0.625% 4/0 | 868459AD0 | 10,764 | 10,926,000 | PRN | OTR | 1 | 0 | 10,926,000 | 0 | |
| SVF INVESTMENT CORP | UNIT 12/20/2025 | G8601L110 | 176 | 17,730 | SH | SOLE | 17,730 | 0 | 0 | ||
| TAILWIND ACQUISITION CORP | COM CL A | 87403Q102 | 133 | 13,424 | SH | SOLE | 13,424 | 0 | 0 | ||
| TAILWIND INTERNATNAL ACQ COR | *W EXP 03/01/202 | G8662F119 | 116 | 11,820 | SH | Call | SOLE | 11,820 | 0 | 0 | |
| TAILWIND INTERNATNAL ACQ COR | COM CL A | G8662F101 | 347 | 35,462 | SH | SOLE | 35,462 | 0 | 0 | ||
| TAILWIND INTERNATNAL ACQ COR | COM CL A | G8662F101 | 142 | 14,538 | SH | OTR | 1 | 0 | 14,538 | 0 | |
| TAIWAN SEMICONDUCTOR MFG LTD | SPONSORED ADS | 874039100 | 602 | 5,770 | SH | OTR | 1 | 0 | 5,770 | 0 | |
| TAIWAN SEMICONDUCTOR MFG LTD | SPONSORED ADS | 874039100 | 2,982 | 286 | SH | Put | SOLE | 286 | 0 | 0 | |
| TAIWAN SEMICONDUCTOR MFG LTD | SPONSORED ADS | 874039100 | 1,508 | 14,461 | SH | SOLE | 14,461 | 0 | 0 | ||
| TAIWAN SEMICONDUCTOR MFG LTD | SPONSORED ADS | 874039100 | 1,189 | 114 | SH | Put | OTR | 1 | 0 | 114 | 0 |
| TCW SPECIAL PURPOSE ACQU COR | COM CL A | 87301L106 | 173 | 17,730 | SH | SOLE | 17,730 | 0 | 0 | ||
| THE REALREAL INC | NOTE 3.000% 6/1 | 88339PAB7 | 6,658 | 7,780,000 | PRN | OTR | 1 | 0 | 7,780,000 | 0 | |
| THE REALREAL INC | NOTE 3.000% 6/1 | 88339PAB7 | 17,070 | 19,946,000 | PRN | SOLE | 19,946,000 | 0 | 0 | ||
| THERAVANCE BIOPHARMA INC | NOTE 3.250%11/0 | 88339KAA0 | 23,005 | 24,159,000 | PRN | SOLE | 24,159,000 | 0 | 0 | ||
| THERAVANCE BIOPHARMA INC | NOTE 3.250%11/0 | 88339KAA0 | 9,203 | 9,665,000 | PRN | OTR | 1 | 0 | 9,665,000 | 0 | |
| TILRAY BRANDS INC | NOTE 5.000%10/0 | 88688TAB6 | 6,080 | 6,333,000 | PRN | OTR | 1 | 0 | 6,333,000 | 0 | |
| TILRAY BRANDS INC | NOTE 5.000%10/0 | 88688TAB6 | 15,622 | 16,236,000 | PRN | SOLE | 16,236,000 | 0 | 0 | ||
| TISHMAN SPEYER INNOVATION CO | COM CL A | 88825H100 | 139 | 14,184 | SH | SOLE | 14,184 | 0 | 0 | ||
| TRAVERE THERAPEUTICS INC | NOTE 2.250% 3/0 | 89422GAA5 | 17,016 | 15,937,000 | PRN | SOLE | 15,937,000 | 0 | 0 | ||
| TRAVERE THERAPEUTICS INC | NOTE 2.250% 3/0 | 89422GAA5 | 6,634 | 6,213,000 | PRN | OTR | 1 | 0 | 6,213,000 | 0 | |
| TRICIDA INC | NOTE 3.500% 5/1 | 89610FAB7 | 6,096 | 12,124,000 | PRN | SOLE | 12,124,000 | 0 | 0 | ||
| TRICIDA INC | NOTE 3.500% 5/1 | 89610FAB7 | 2,382 | 4,737,000 | PRN | OTR | 1 | 0 | 4,737,000 | 0 | |
| TURMERIC ACQUISITION CORP | UNIT 10/08/2025 | G9127T116 | 172 | 17,361 | SH | SOLE | 17,361 | 0 | 0 | ||
| TURNING PT BRANDS INC | NOTE 2.500% 7/1 | 90041LAE5 | 287 | 291,000 | PRN | OTR | 1 | 0 | 291,000 | 0 | |
| TURNING PT BRANDS INC | NOTE 2.500% 7/1 | 90041LAE5 | 700 | 709,000 | PRN | SOLE | 709,000 | 0 | 0 | ||
| TWO | COM CL A | G9152V101 | 1,075 | 109,935 | SH | SOLE | 109,935 | 0 | 0 | ||
| TWO | COM CL A | G9152V101 | 441 | 45,072 | SH | OTR | 1 | 0 | 45,072 | 0 | |
| TZP STRATEGIES ACQUISTN CORP | CL A SHS | G91595101 | 139 | 14,184 | SH | SOLE | 14,184 | 0 | 0 | ||
| VAIL RESORTS INC | COM | 91879Q109 | 2,824 | 10,851 | SH | SOLE | 10,851 | 0 | 0 | ||
| VAIL RESORTS INC | COM | 91879Q109 | 1,102 | 4,233 | SH | OTR | 1 | 0 | 4,233 | 0 | |
| VECTOIQ ACQUISITION CORP II | UNIT 99/99/9999 | 92244F208 | 247 | 24,823 | SH | SOLE | 24,823 | 0 | 0 | ||
| VECTOIQ ACQUISITION CORP II | UNIT 99/99/9999 | 92244F208 | 101 | 10,177 | SH | OTR | 1 | 0 | 10,177 | 0 | |
| VEONEER INC | NOTE 4.000% 6/0 | 92336XAA7 | 33,339 | 19,774,000 | PRN | SOLE | 19,774,000 | 0 | 0 | ||
| VEONEER INC | NOTE 4.000% 6/0 | 92336XAA7 | 23,515 | 13,947,000 | PRN | OTR | 1 | 0 | 13,947,000 | 0 | |
| VEONEER INC | NOTE 4.000% 6/0 | 92336XAA7 | 26,956 | 15,988,000 | PRN | SOLE | 15,988,000 | 0 | 0 | ||
| VICKERS VANTAGE CORP I | SHS | G9440B107 | 181 | 17,731 | SH | SOLE | 17,731 | 0 | 0 | ||
| WAYFAIR INC | NOTE 1.125%11/0 | 94419LAD3 | 1,970 | 1,614,000 | PRN | OTR | 1 | 0 | 1,614,000 | 0 | |
| WAYFAIR INC | NOTE 1.125%11/0 | 94419LAD3 | 4,080 | 3,343,000 | PRN | SOLE | 3,343,000 | 0 | 0 | ||
| WESTERN DIGITAL CORP. | COM | 958102105 | 388 | 7,822 | SH | SOLE | 7,822 | 0 | 0 | ||
| WIX COM LTD | NOTE 7/0 | 92940WAB5 | 11,254 | 10,825,000 | PRN | OTR | 1 | 0 | 10,825,000 | 0 | |
| WIX COM LTD | NOTE 7/0 | 92940WAB5 | 29,162 | 28,050,000 | PRN | SOLE | 28,050,000 | 0 | 0 | ||
| ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 27,249 | 15,971,000 | PRN | OTR | 1 | 0 | 15,971,000 | 0 | |
| ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 69,861 | 40,947,000 | PRN | SOLE | 40,947,000 | 0 | 0 | ||