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 | 13,820 | 16,452,000 | PRN | SOLE | 16,452,000 | 0 | 0 | ||
| 2U INC | NOTE 2.250% 5/0 | 90214JAB7 | 5,667 | 6,746,000 | PRN | OTR | 1 | 0 | 6,746,000 | 0 | |
| 5 01 ACQUISITION CORP | COM CL A | 33836P105 | 169 | 17,084 | SH | SOLE | 17,084 | 0 | 0 | ||
| 8X8 INC NEW | NOTE 0.500% 2/0 | 282914AB6 | 12,737 | 14,994,000 | PRN | OTR | 1 | 0 | 14,994,000 | 0 | |
| 8X8 INC NEW | NOTE 0.500% 2/0 | 282914AB6 | 32,746 | 38,549,000 | PRN | SOLE | 38,549,000 | 0 | 0 | ||
| ABG ACQUISITION CORP I | CL A SHS | G00496102 | 139 | 14,184 | SH | SOLE | 14,184 | 0 | 0 | ||
| ACCURAY INC DEL | NOTE 3.750% 6/0 | 004397AK1 | 503 | 632,000 | PRN | OTR | 1 | 0 | 632,000 | 0 | |
| ACCURAY INC DEL | NOTE 3.750% 6/0 | 004397AK1 | 1,236 | 1,553,000 | PRN | SOLE | 1,553,000 | 0 | 0 | ||
| AERIE PHARMACEUTICALS INC | NOTE 1.500%10/0 | 00771VAB4 | 2,083 | 2,441,000 | PRN | OTR | 1 | 0 | 2,441,000 | 0 | |
| AERIE PHARMACEUTICALS INC | NOTE 1.500%10/0 | 00771VAB4 | 5,337 | 6,255,000 | PRN | SOLE | 6,255,000 | 0 | 0 | ||
| AIRBNB INC | NOTE 3/1 | 009066AB7 | 27,585 | 33,311,000 | PRN | SOLE | 33,311,000 | 0 | 0 | ||
| AIRBNB INC | NOTE 3/1 | 009066AB7 | 10,759 | 12,992,000 | PRN | OTR | 1 | 0 | 12,992,000 | 0 | |
| AKAMAI TECHNOLOGIES INC | COM | 00971T101 | 466 | 5,106 | SH | SOLE | 5,106 | 0 | 0 | ||
| ALARM COM HLDGS INC | NOTE 1/1 | 011642AB1 | 3,863 | 4,693,000 | PRN | OTR | 1 | 0 | 4,693,000 | 0 | |
| ALARM COM HLDGS INC | NOTE 1/1 | 011642AB1 | 9,913 | 12,029,000 | PRN | SOLE | 12,029,000 | 0 | 0 | ||
| ALPHA HEALTHCARE ACQU CORP I | CLASS A COM | 02073F104 | 99 | 10,177 | SH | OTR | 1 | 0 | 10,177 | 0 | |
| ALPHA HEALTHCARE ACQU CORP I | CLASS A COM | 02073F104 | 240 | 24,823 | SH | SOLE | 24,823 | 0 | 0 | ||
| APELLIS PHARMACEUTICALS INC | NOTE 3.500% 9/1 | 03753UAB2 | 18,638 | 12,630,000 | PRN | SOLE | 12,630,000 | 0 | 0 | ||
| APELLIS PHARMACEUTICALS INC | NOTE 3.500% 9/1 | 03753UAB2 | 7,260 | 4,920,000 | PRN | OTR | 1 | 0 | 4,920,000 | 0 | |
| ASTREA ACQUISITION CORP | COM CL A | 04637C106 | 173 | 17,731 | SH | SOLE | 17,731 | 0 | 0 | ||
| AURORA ACQUISITION CORP | CLASS A ORD SHS | G0698L103 | 139 | 14,184 | SH | SOLE | 14,184 | 0 | 0 | ||
| AURORA CANNABIS INC | NOTE 5.500% 2/2 | 05156XAG3 | 6,867 | 7,335,000 | PRN | SOLE | 7,335,000 | 0 | 0 | ||
| AURORA CANNABIS INC | NOTE 5.500% 2/2 | 05156XAG3 | 2,676 | 2,858,000 | PRN | OTR | 1 | 0 | 2,858,000 | 0 | |
| AUSTERLITZ ACQUISITION CORP | COM CL A | G0633U101 | 138 | 14,184 | SH | SOLE | 14,184 | 0 | 0 | ||
| AVADEL FIN CAYMAN LTD | NOTE 4.500%10/0 | 05337YAC2 | 21,339 | 30,268,000 | PRN | SOLE | 30,268,000 | 0 | 0 | ||
| AVADEL FIN CAYMAN LTD | NOTE 4.500%10/0 | 05337YAC2 | 8,535 | 12,107,000 | PRN | OTR | 1 | 0 | 12,107,000 | 0 | |
| BARCLAYS BANK PLC | IPTH SR B S&P | 06747R477 | 2,444 | 1,059 | SH | Put | OTR | 1 | 0 | 1,059 | 0 |
| BARCLAYS BANK PLC | IPTH SR B S&P | 06747R477 | 6,199 | 2,686 | SH | Put | SOLE | 2,686 | 0 | 0 | |
| BARCLAYS BANK PLC | IPTH SR B S&P | 06747R477 | 2,588 | 112,139 | SH | SOLE | 112,139 | 0 | 0 | ||
| BARCLAYS BANK PLC | IPTH SR B S&P | 06747R477 | 1,009 | 43,736 | SH | OTR | 1 | 0 | 43,736 | 0 | |
| BENTLEY SYS INC | NOTE 0.125% 1/1 | 08265TAB5 | 2,547 | 2,925,000 | PRN | SOLE | 2,925,000 | 0 | 0 | ||
| BENTLEY SYS INC | NOTE 0.125% 1/1 | 08265TAB5 | 1,047 | 1,202,000 | PRN | OTR | 1 | 0 | 1,202,000 | 0 | |
| BEYOND MEAT INC | COM | 08862E109 | 335 | 140 | SH | Put | OTR | 1 | 0 | 140 | 0 |
| BEYOND MEAT INC | NOTE 3/1 | 08862EAB5 | 11,705 | 30,286,000 | PRN | SOLE | 30,286,000 | 0 | 0 | ||
| BEYOND MEAT INC | NOTE 3/1 | 08862EAB5 | 4,565 | 11,812,000 | PRN | OTR | 1 | 0 | 11,812,000 | 0 | |
| BEYOND MEAT INC | COM | 08862E109 | 1,410 | 589 | SH | Put | OTR | 1 | 0 | 589 | 0 |
| BEYOND MEAT INC | COM | 08862E109 | 4,482 | 1,872 | SH | Put | SOLE | 1,872 | 0 | 0 | |
| BILIBILI INC | NOTE 1.375% 4/0 | 090040AB2 | 20,345 | 16,021,000 | PRN | OTR | 1 | 0 | 16,021,000 | 0 | |
| BILIBILI INC | NOTE 1.375% 4/0 | 090040AB2 | 52,294 | 41,179,000 | PRN | SOLE | 41,179,000 | 0 | 0 | ||
| BILL COM HLDGS INC | NOTE 12/0 | 090043AB6 | 32,414 | 32,095,000 | PRN | SOLE | 32,095,000 | 0 | 0 | ||
| BILL COM HLDGS INC | NOTE 12/0 | 090043AB6 | 13,298 | 13,159,000 | PRN | OTR | 1 | 0 | 13,159,000 | 0 | |
| BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 9,416 | 113,627 | SH | SOLE | 113,627 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 3,766 | 45,444 | SH | OTR | 1 | 0 | 45,444 | 0 | |
| BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 2,826 | 341 | SH | Call | SOLE | 341 | 0 | 0 | |
| BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 1,127 | 136 | SH | Call | OTR | 1 | 0 | 136 | 0 |
| BLACKLINE INC | NOTE 0.125% 8/0 | 09239BAB5 | 10,921 | 9,858,000 | PRN | SOLE | 9,858,000 | 0 | 0 | ||
| BLACKLINE INC | NOTE 0.125% 8/0 | 09239BAB5 | 4,478 | 4,042,000 | PRN | OTR | 1 | 0 | 4,042,000 | 0 | |
| BLOCK INC | NOTE 0.125% 3/0 | 852234AF0 | 46,389 | 49,166,000 | PRN | SOLE | 49,166,000 | 0 | 0 | ||
| BLOCK INC | NOTE 0.125% 3/0 | 852234AF0 | 19,040 | 20,159,000 | PRN | OTR | 1 | 0 | 20,159,000 | 0 | |
| BLOOM ENERGY CORP | NOTE 2.500% 8/1 | 093712AH0 | 10,135 | 8,201,000 | PRN | SOLE | 8,201,000 | 0 | 0 | ||
| BLOOM ENERGY CORP | NOTE 2.500% 8/1 | 093712AH0 | 3,953 | 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 | 4,131 | 2,362 | SH | SOLE | 2,362 | 0 | 0 | ||
| BOOKING HOLDINGS INC | COM | 09857L108 | 1,474 | 843 | SH | OTR | 1 | 0 | 843 | 0 | |
| BOOKING HOLDINGS INC | COM | 09857L108 | 2,274 | 13 | SH | Call | SOLE | 13 | 0 | 0 | |
| BOOKING HOLDINGS INC | COM | 09857L108 | 1,574 | 9 | SH | Call | OTR | 1 | 0 | 9 | 0 |
| BOX INC | NOTE 1/1 | 10316TAB0 | 2,055 | 1,760,000 | PRN | OTR | 1 | 0 | 1,760,000 | 0 | |
| BOX INC | NOTE 1/1 | 10316TAB0 | 5,008 | 4,289,000 | PRN | SOLE | 4,289,000 | 0 | 0 | ||
| BRIDGEBIO PHARMA INC | NOTE 2.250% 2/0 | 10806XAD4 | 5,073 | 11,048,000 | PRN | OTR | 1 | 0 | 11,048,000 | 0 | |
| BRIDGEBIO PHARMA INC | NOTE 2.250% 2/0 | 10806XAD4 | 12,999 | 28,307,000 | PRN | SOLE | 28,307,000 | 0 | 0 | ||
| BRIDGETOWN HOLDINGS LTD | COM CL A | G1355U113 | 158 | 15,974 | SH | SOLE | 15,974 | 0 | 0 | ||
| CABLE ONE INC | NOTE 3/1 | 12685JAE5 | 637 | 770,000 | PRN | OTR | 1 | 0 | 770,000 | 0 | |
| CABLE ONE INC | NOTE 3/1 | 12685JAE5 | 1,554 | 1,880,000 | PRN | SOLE | 1,880,000 | 0 | 0 | ||
| CANOPY GROWTH CORP | COM | 138035100 | 2,299 | 806,647 | SH | SOLE | 806,647 | 0 | 0 | ||
| CANOPY GROWTH CORP | COM | 138035100 | 920 | 322,745 | SH | OTR | 1 | 0 | 322,745 | 0 | |
| CARNEY TECHNOLOGY ACQU CORP | CL A COMMON STK | 143636108 | 105 | 10,638 | SH | SOLE | 10,638 | 0 | 0 | ||
| CERENCE INC | NOTE 3.000% 6/0 | 156727AB5 | 643 | 617,000 | PRN | OTR | 1 | 0 | 617,000 | 0 | |
| CERENCE INC | NOTE 3.000% 6/0 | 156727AB5 | 1,649 | 1,583,000 | PRN | SOLE | 1,583,000 | 0 | 0 | ||
| CERIDIAN HCM HLDG INC | NOTE 0.250% 3/1 | 15677JAD0 | 5,407 | 6,789,000 | PRN | OTR | 1 | 0 | 6,789,000 | 0 | |
| CERIDIAN HCM HLDG INC | NOTE 0.250% 3/1 | 15677JAD0 | 13,867 | 17,411,000 | PRN | SOLE | 17,411,000 | 0 | 0 | ||
| CF ACQUISITION CORP VI | COM CL A | 12521J103 | 106 | 10,638 | SH | SOLE | 10,638 | 0 | 0 | ||
| CHEFS WHSE INC | NOTE 1.875%12/0 | 163086AB7 | 4,032 | 3,615,000 | PRN | OTR | 1 | 0 | 3,615,000 | 0 | |
| CHEFS WHSE INC | NOTE 1.875%12/0 | 163086AB7 | 9,561 | 8,572,000 | PRN | SOLE | 8,572,000 | 0 | 0 | ||
| CINEMARK HLDGS INC | NOTE 4.500% 8/1 | 17243VAB8 | 14,690 | 11,348,000 | PRN | SOLE | 11,348,000 | 0 | 0 | ||
| CINEMARK HLDGS INC | NOTE 4.500% 8/1 | 17243VAB8 | 6,022 | 4,652,000 | PRN | OTR | 1 | 0 | 4,652,000 | 0 | |
| COHN ROBBINS HOLDINGS CORP | COM CL A | G23726105 | 167 | 16,779 | SH | SOLE | 16,779 | 0 | 0 | ||
| COINBASE GLOBAL INC | NOTE 0.500% 6/0 | 19260QAB3 | 718 | 1,241,000 | PRN | SOLE | 1,241,000 | 0 | 0 | ||
| COINBASE GLOBAL INC | NOTE 0.500% 6/0 | 19260QAB3 | 287 | 509,000 | PRN | OTR | 1 | 0 | 509,000 | 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 | 8,031 | 9,149,000 | PRN | SOLE | 9,149,000 | 0 | 0 | ||
| COLLEGIUM PHARMACEUTICAL INC | NOTE 2.625% 2/1 | 19459JAA2 | 3,213 | 3,660,000 | PRN | OTR | 1 | 0 | 3,660,000 | 0 | |
| COLONNADE ACQUISITION CORP I | SHS CL A | G2284B101 | 174 | 17,730 | SH | SOLE | 17,730 | 0 | 0 | ||
| CONFLUENT INC | CLASS A COM | 20717M103 | 235 | 10,097 | SH | OTR | 1 | 0 | 10,097 | 0 | |
| CONFLUENT INC | CLASS A COM | 20717M103 | 586 | 25,206 | SH | SOLE | 25,206 | 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 | 175 | 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 | 177 | 17,986 | SH | SOLE | 17,986 | 0 | 0 | ||
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 6,599 | 5,194,000 | PRN | OTR | 1 | 0 | 5,194,000 | 0 | |
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 16,095 | 12,668,000 | PRN | SOLE | 12,668,000 | 0 | 0 | ||
| DEXCOM INC | NOTE 0.750%12/0 | 252131AH0 | 42,946 | 23,277,000 | PRN | OTR | 1 | 0 | 23,277,000 | 0 | |
| DEXCOM INC | NOTE 0.750%12/0 | 252131AH0 | 111,054 | 60,192,000 | PRN | SOLE | 60,192,000 | 0 | 0 | ||
| DEXCOM INC | COM | 252131107 | 4,467 | 59,939 | SH | OTR | 1 | 0 | 59,939 | 0 | |
| DIAMONDHEAD HOLDINGS CORP | CL A | 25278L105 | 139 | 14,184 | SH | SOLE | 14,184 | 0 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 7,626 | 11,346,000 | PRN | SOLE | 11,346,000 | 0 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 12/1 | 25470MAF6 | 7,998 | 11,345,000 | PRN | SOLE | 11,345,000 | 0 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 12/1 | 25470MAF6 | 3,282 | 4,655,000 | PRN | OTR | 1 | 0 | 4,655,000 | 0 | |
| DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 3,128 | 4,654,000 | PRN | OTR | 1 | 0 | 4,654,000 | 0 | |
| DOCUSIGN INC | NOTE 1/1 | 256163AD8 | 12,709 | 13,770,000 | PRN | OTR | 1 | 0 | 13,770,000 | 0 | |
| DOCUSIGN INC | NOTE 1/1 | 256163AD8 | 32,588 | 35,310,000 | PRN | SOLE | 35,310,000 | 0 | 0 | ||
| DROPBOX INC | NOTE 3/0 | 26210CAC8 | 2,914 | 3,225,000 | PRN | OTR | 1 | 0 | 3,225,000 | 0 | |
| DROPBOX INC | NOTE 3/0 | 26210CAD6 | 1,800 | 2,035,000 | PRN | OTR | 1 | 0 | 2,035,000 | 0 | |
| DROPBOX INC | NOTE 3/0 | 26210CAC8 | 7,108 | 7,868,000 | PRN | SOLE | 7,868,000 | 0 | 0 | ||
| DROPBOX INC | NOTE 3/0 | 26210CAD6 | 4,392 | 4,965,000 | PRN | SOLE | 4,965,000 | 0 | 0 | ||
| ENPHASE ENERGY INC | NOTE 0.250% 3/0 | 29355AAF4 | 4,545 | 1,844,000 | PRN | SOLE | 1,844,000 | 0 | 0 | ||
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAH0 | 4,117 | 4,177,000 | PRN | SOLE | 4,177,000 | 0 | 0 | ||
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAH0 | 1,599 | 1,623,000 | PRN | OTR | 1 | 0 | 1,623,000 | 0 | |
| ENPHASE ENERGY INC | NOTE 0.250% 3/0 | 29355AAF4 | 1,863 | 756,000 | PRN | OTR | 1 | 0 | 756,000 | 0 | |
| EQUITY DISTR ACQUISITION COR | COM CL A | 29465E106 | 100 | 10,068 | SH | SOLE | 10,068 | 0 | 0 | ||
| EURONET WORLDWIDE INC | COM | 298736109 | 2,072 | 20,599 | SH | OTR | 1 | 0 | 20,599 | 0 | |
| EURONET WORLDWIDE INC | COM | 298736109 | 1,630 | 162 | SH | Call | SOLE | 162 | 0 | 0 | |
| EURONET WORLDWIDE INC | COM | 298736109 | 5,314 | 52,830 | SH | SOLE | 52,830 | 0 | 0 | ||
| EURONET WORLDWIDE INC | COM | 298736109 | 634 | 63 | SH | Call | OTR | 1 | 0 | 63 | 0 |
| EUROPEAN BIOTECH ACQUTN CORP | CLASS A ORD SHS | G3167F102 | 174 | 17,730 | SH | SOLE | 17,730 | 0 | 0 | ||
| EVENTBRITE INC | NOTE 5.000%12/0 | 29975EAB5 | 2,403 | 2,093,000 | PRN | OTR | 1 | 0 | 2,093,000 | 0 | |
| EVENTBRITE INC | NOTE 5.000%12/0 | 29975EAB5 | 6,072 | 5,290,000 | PRN | SOLE | 5,290,000 | 0 | 0 | ||
| EVOLENT HEALTH INC | NOTE 1.500%10/1 | 30050BAD3 | 8,166 | 7,184,000 | PRN | SOLE | 7,184,000 | 0 | 0 | ||
| EVOLENT HEALTH INC | NOTE 1.500%10/1 | 30050BAD3 | 3,344 | 2,942,000 | PRN | OTR | 1 | 0 | 2,942,000 | 0 | |
| EXACT SCIENCES CORP | NOTE 0.375% 3/0 | 30063PAC9 | 1,106 | 1,597,000 | PRN | OTR | 1 | 0 | 1,597,000 | 0 | |
| EXACT SCIENCES CORP | NOTE 0.375% 3/0 | 30063PAC9 | 3,914 | 5,653,000 | PRN | SOLE | 5,653,000 | 0 | 0 | ||
| EXPEDIA GROUP INC | COM NEW | 30212P303 | 664 | 70 | SH | Call | OTR | 1 | 0 | 70 | 0 |
| EXPEDIA GROUP INC | COM NEW | 30212P303 | 2,411 | 25,426 | SH | SOLE | 25,426 | 0 | 0 | ||
| EXPEDIA GROUP INC | COM NEW | 30212P303 | 940 | 9,916 | SH | OTR | 1 | 0 | 9,916 | 0 | |
| EXPEDIA GROUP INC | COM NEW | 30212P303 | 1,707 | 180 | SH | Call | SOLE | 180 | 0 | 0 | |
| FARFETCH LTD | NOTE 3.750% 5/0 | 30744WAD9 | 731 | 830,000 | PRN | OTR | 1 | 0 | 830,000 | 0 | |
| FARFETCH LTD | NOTE 3.750% 5/0 | 30744WAD9 | 1,670 | 1,895,000 | PRN | SOLE | 1,895,000 | 0 | 0 | ||
| FEDEX CORP | COM | 31428X106 | 3,673 | 162 | SH | Put | SOLE | 162 | 0 | 0 | |
| FEDEX CORP | COM | 31428X106 | 1,428 | 63 | SH | Put | OTR | 1 | 0 | 63 | 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 | ||
| 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 | ||
| FUBOTV INC | NOTE 3.250% 2/1 | 35953DAB0 | 1,332 | 4,177,000 | PRN | OTR | 1 | 0 | 4,177,000 | 0 | |
| FUBOTV INC | NOTE 3.250% 2/1 | 35953DAB0 | 3,327 | 10,431,000 | PRN | SOLE | 10,431,000 | 0 | 0 | ||
| G SQUARED ASCEND I INC | SHS CL A | G4204R109 | 139 | 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 | *W EXP 99/99/999 | G3934J122 | 106 | 10,638 | SH | Call | SOLE | 10,638 | 0 | 0 | |
| GLOBAL SYNERGY ACQUISIT CORP | CL A SHS | G3934J106 | 211 | 21,277 | SH | SOLE | 21,277 | 0 | 0 | ||
| GOAL ACQUISITIONS CORP | COM | 38021H107 | 139 | 14,185 | SH | SOLE | 14,185 | 0 | 0 | ||
| GOAL ACQUISITIONS CORP | *W EXP 02/11/202 | 38021H115 | 139 | 14,185 | SH | Call | SOLE | 14,185 | 0 | 0 | |
| GOLDEN FALCON ACQUISITION CO | CL A | 38102H109 | 101 | 10,204 | SH | SOLE | 10,204 | 0 | 0 | ||
| GOPRO INC | NOTE 1.250%11/1 | 38268TAD5 | 11,086 | 12,310,000 | PRN | SOLE | 12,310,000 | 0 | 0 | ||
| GOPRO INC | NOTE 1.250%11/1 | 38268TAD5 | 4,643 | 5,050,000 | PRN | OTR | 1 | 0 | 5,050,000 | 0 | |
| GOSSAMER BIO INC | NOTE 5.000% 6/0 | 38341PAA0 | 20,704 | 27,043,000 | PRN | SOLE | 27,043,000 | 0 | 0 | ||
| GOSSAMER BIO INC | NOTE 5.000% 6/0 | 38341PAA0 | 8,281 | 10,817,000 | PRN | OTR | 1 | 0 | 10,817,000 | 0 | |
| GUESS INC | NOTE 2.000% 4/1 | 401617AD7 | 26,969 | 27,487,000 | PRN | SOLE | 27,487,000 | 0 | 0 | ||
| GUESS INC | NOTE 2.000% 4/1 | 401617AD7 | 10,516 | 10,718,000 | PRN | OTR | 1 | 0 | 10,718,000 | 0 | |
| H I G ACQUISITION CORP | COM CL A | G44898107 | 139 | 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 | *W EXP 99/99/999 | 42237V116 | 178 | 17,886 | SH | Call | SOLE | 17,886 | 0 | 0 | |
| HEARTLAND MEDIA ACQUISITION | CL A COM | 42237V108 | 356 | 35,773 | SH | SOLE | 35,773 | 0 | 0 | ||
| HEARTLAND MEDIA ACQUISITION | CL A COM | 42237V108 | 139 | 13,952 | SH | OTR | 1 | 0 | 13,952 | 0 | |
| HIGHLAND TRANSCEND PARTNERS | COM CL A | G44690108 | 175 | 17,730 | SH | SOLE | 17,730 | 0 | 0 | ||
| HUAZHU GROUP LTD | NOTE 0.375%11/0 | 16949NAC3 | 13,947 | 13,666,000 | PRN | OTR | 1 | 0 | 13,666,000 | 0 | |
| HUAZHU GROUP LTD | NOTE 0.375%11/0 | 16949NAC3 | 34,019 | 33,332,000 | PRN | SOLE | 33,332,000 | 0 | 0 | ||
| IBERE PHARMACEUTICALS | SHS CL A | G46843101 | 174 | 17,730 | SH | SOLE | 17,730 | 0 | 0 | ||
| INFINERA CORP | NOTE 2.125% 9/0 | 45667GAC7 | 18,956 | 20,567,000 | PRN | SOLE | 20,567,000 | 0 | 0 | ||
| INFINERA CORP | NOTE 2.125% 9/0 | 45667GAC7 | 7,772 | 8,432,000 | PRN | OTR | 1 | 0 | 8,432,000 | 0 | |
| INVACARE CORP | NOTE 4.250% 3/1 | 461203AQ4 | 901 | 1,745,000 | PRN | OTR | 1 | 0 | 1,745,000 | 0 | |
| INVACARE CORP | NOTE 4.250% 3/1 | 461203AQ4 | 2,197 | 4,255,000 | PRN | SOLE | 4,255,000 | 0 | 0 | ||
| INVITAE CORP | NOTE 2.000% 9/0 | 46185LAB9 | 9,987 | 12,678,000 | PRN | OTR | 1 | 0 | 12,678,000 | 0 | |
| INVITAE CORP | COM | 46185L103 | 1,211 | 4,964 | SH | Put | SOLE | 4,964 | 0 | 0 | |
| INVITAE CORP | COM | 46185L103 | 472 | 1,936 | SH | Put | OTR | 1 | 0 | 1,936 | 0 |
| INVITAE CORP | NOTE 2.000% 9/0 | 46185LAB9 | 25,603 | 32,501,000 | PRN | SOLE | 32,501,000 | 0 | 0 | ||
| IONIS PHARMACEUTICALS INC | NOTE 0.125%12/1 | 462222AB6 | 50,242 | 56,759,000 | PRN | SOLE | 56,759,000 | 0 | 0 | ||
| IONIS PHARMACEUTICALS INC | NOTE 0.125%12/1 | 462222AB6 | 19,597 | 22,139,000 | PRN | OTR | 1 | 0 | 22,139,000 | 0 | |
| IQIYI INC | NOTE 2.000% 4/0 | 46267XAD0 | 6,158 | 7,592,000 | PRN | OTR | 1 | 0 | 7,592,000 | 0 | |
| IQIYI INC | NOTE 2.000% 4/0 | 46267XAD0 | 15,395 | 18,978,000 | PRN | SOLE | 18,978,000 | 0 | 0 | ||
| ISHARES TR | U.S. REAL ES ETF | 464287739 | 13,043 | 1,418 | SH | Put | SOLE | 1,418 | 0 | 0 | |
| ISHARES TR | MSCI EMG MKT ETF | 464287234 | 327 | 8,162 | SH | OTR | 1 | 0 | 8,162 | 0 | |
| ISHARES TR | RUSSELL 2000 ETF | 464287655 | 12,177 | 719 | SH | Call | SOLE | 719 | 0 | 0 | |
| ISHARES TR | RUSSELL 2000 ETF | 464287655 | 987 | 5,829 | SH | OTR | 1 | 0 | 5,829 | 0 | |
| ISHARES TR | MSCI EMG MKT ETF | 464287234 | 839 | 20,922 | SH | SOLE | 20,922 | 0 | 0 | ||
| ISHARES TR | RUSSELL 2000 ETF | 464287655 | 12,177 | 719 | SH | Put | SOLE | 719 | 0 | 0 | |
| ISHARES TR | CHINA LG-CAP ETF | 464287184 | 2,404 | 709 | SH | Put | SOLE | 709 | 0 | 0 | |
| ISHARES TR | CHINA LG-CAP ETF | 464287184 | 2,404 | 709 | SH | Call | SOLE | 709 | 0 | 0 | |
| ISHARES TR | MSCI EMG MKT ETF | 464287234 | 5,193 | 1,295 | SH | Call | SOLE | 1,295 | 0 | 0 | |
| ISHARES TR | MSCI EMG MKT ETF | 464287234 | 5,193 | 1,295 | SH | Put | SOLE | 1,295 | 0 | 0 | |
| ISHARES TR | U.S. REAL ES ETF | 464287739 | 5,353 | 582 | SH | Put | OTR | 1 | 0 | 582 | 0 |
| ISHARES TR | RUSSELL 2000 ETF | 464287655 | 4,759 | 281 | SH | Call | OTR | 1 | 0 | 281 | 0 |
| ISHARES TR | RUSSELL 2000 ETF | 464287655 | 4,759 | 281 | SH | Put | OTR | 1 | 0 | 281 | 0 |
| ISHARES TR | CHINA LG-CAP ETF | 464287184 | 987 | 291 | SH | Put | OTR | 1 | 0 | 291 | 0 |
| ISHARES TR | CHINA LG-CAP ETF | 464287184 | 8,739 | 2,577 | SH | Call | OTR | 1 | 0 | 2,577 | 0 |
| ISHARES TR | CHINA LG-CAP ETF | 464287184 | 987 | 291 | SH | Call | OTR | 1 | 0 | 291 | 0 |
| ISHARES TR | MSCI EMG MKT ETF | 464287234 | 2,025 | 505 | SH | Put | OTR | 1 | 0 | 505 | 0 |
| ISHARES TR | CHINA LG-CAP ETF | 464287184 | 21,780 | 6,423 | SH | Call | SOLE | 6,423 | 0 | 0 | |
| ISHARES TR | MSCI EMG MKT ETF | 464287234 | 2,025 | 505 | SH | Call | OTR | 1 | 0 | 505 | 0 |
| ISHARES TR | RUSSELL 2000 ETF | 464287655 | 2,582 | 15,243 | SH | SOLE | 15,243 | 0 | 0 | ||
| ISLEWORTH HEALTHCARE ACQU CO | COM | 46468P102 | 100 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
| ITRON INC | NOTE 3/1 | 465741AN6 | 1,079 | 1,353,000 | PRN | OTR | 1 | 0 | 1,353,000 | 0 | |
| ITRON INC | NOTE 3/1 | 465741AN6 | 2,772 | 3,475,000 | PRN | SOLE | 3,475,000 | 0 | 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 | 4,857 | 31,130 | SH | SOLE | 31,130 | 0 | 0 | ||
| JAZZ PHARMACEUTICALS PLC | SHS USD | G50871105 | 1,891 | 12,119 | SH | OTR | 1 | 0 | 12,119 | 0 | |
| JETBLUE AWYS CORP | COM | 477143101 | 317 | 37,860 | SH | SOLE | 37,860 | 0 | 0 | ||
| JETBLUE AWYS CORP | COM | 477143101 | 130 | 15,505 | SH | OTR | 1 | 0 | 15,505 | 0 | |
| JOFF FINTECH ACQUISITION COR | COM CL A | 46592C100 | 174 | 17,735 | SH | SOLE | 17,735 | 0 | 0 | ||
| KARYOPHARM THERAPEUTICS INC | NOTE 3.000%10/1 | 48576UAA4 | 2,403 | 3,334,000 | PRN | OTR | 1 | 0 | 3,334,000 | 0 | |
| KARYOPHARM THERAPEUTICS INC | NOTE 3.000%10/1 | 48576UAA4 | 6,166 | 8,556,000 | PRN | SOLE | 8,556,000 | 0 | 0 | ||
| KHOSLA VENTURES ACQUISITION | CL A | 482504107 | 124 | 12,707 | SH | OTR | 1 | 0 | 12,707 | 0 | |
| KHOSLA VENTURES ACQUISITION | CL A | 482504107 | 302 | 30,993 | SH | SOLE | 30,993 | 0 | 0 | ||
| KHOSLA VENTURES ACQUT CO III | COM CL A | 482506102 | 345 | 35,461 | SH | SOLE | 35,461 | 0 | 0 | ||
| KHOSLA VENTURES ACQUT CO III | COM CL A | 482506102 | 141 | 14,539 | SH | OTR | 1 | 0 | 14,539 | 0 | |
| KL ACQUISITION CORP | COM CL A | 49837C109 | 105 | 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 | |
| KNIGHTSWAN ACQUISITION CORP | CL A COM | 499103109 | 211 | 21,043 | SH | OTR | 1 | 0 | 21,043 | 0 | |
| KNIGHTSWAN ACQUISITION CORP | CL A COM | 499103109 | 541 | 53,957 | SH | SOLE | 53,957 | 0 | 0 | ||
| KNIGHTSWAN ACQUISITION CORP | *W EXP 99/99/999 | 499103117 | 105 | 10,521 | SH | Call | OTR | 1 | 0 | 10,521 | 0 |
| KNIGHTSWAN ACQUISITION CORP | *W EXP 99/99/999 | 499103117 | 270 | 26,978 | SH | Call | SOLE | 26,978 | 0 | 0 | |
| LEO HLDGS CORP II | COM CL A | G5463R102 | 175 | 17,731 | SH | SOLE | 17,731 | 0 | 0 | ||
| LIGHTJUMP ACQUISITION CORP | COM | 53228M106 | 334 | 33,477 | SH | SOLE | 33,477 | 0 | 0 | ||
| LIGHTJUMP ACQUISITION CORP | *W EXP 01/12/202 | 53228M114 | 163 | 16,313 | SH | Call | SOLE | 16,313 | 0 | 0 | |
| LIGHTJUMP ACQUISITION CORP | COM | 53228M106 | 137 | 13,724 | SH | OTR | 1 | 0 | 13,724 | 0 | |
| LIV CAPITAL ACQUISITN CORP I | CLASS A ORD SHS | G5510R105 | 112 | 11,223 | SH | OTR | 1 | 0 | 11,223 | 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 | *W EXP 02/07/202 | G5510R113 | 215 | 21,582 | SH | Call | SOLE | 21,582 | 0 | 0 | |
| LIVENT CORP | NOTE 4.125% 7/1 | 53814LAB4 | 37,273 | 13,679,000 | PRN | SOLE | 13,679,000 | 0 | 0 | ||
| LIVENT CORP | NOTE 4.125% 7/1 | 53814LAB4 | 15,283 | 5,609,000 | PRN | OTR | 1 | 0 | 5,609,000 | 0 | |
| LONGVIEW ACQUISITION CORP II | COM CL A | 54319Q105 | 173 | 17,730 | SH | SOLE | 17,730 | 0 | 0 | ||
| LUCID GROUP INC | COM | 549498103 | 1,977 | 1,152 | SH | Put | SOLE | 1,152 | 0 | 0 | |
| LUCID GROUP INC | COM | 549498103 | 769 | 448 | SH | Put | OTR | 1 | 0 | 448 | 0 |
| MANNKIND CORP | NOTE 2.500% 3/0 | 56400PAQ5 | 6,134 | 6,143,000 | PRN | OTR | 1 | 0 | 6,143,000 | 0 | |
| MANNKIND CORP | NOTE 2.500% 3/0 | 56400PAQ5 | 15,334 | 15,357,000 | PRN | SOLE | 15,357,000 | 0 | 0 | ||
| MARATHON DIGITAL HOLDINGS IN | COM | 565788106 | 450 | 842 | SH | Put | OTR | 1 | 0 | 842 | 0 |
| MARATHON DIGITAL HOLDINGS IN | COM | 565788106 | 1,152 | 2,158 | SH | Put | SOLE | 2,158 | 0 | 0 | |
| MARLIN TECHNOLOGY CORP | CL A SHS | G58411102 | 175 | 17,731 | SH | SOLE | 17,731 | 0 | 0 | ||
| MESA LABS INC | NOTE 1.375% 8/1 | 59064RAA7 | 12,280 | 13,120,000 | PRN | SOLE | 13,120,000 | 0 | 0 | ||
| MESA LABS INC | NOTE 1.375% 8/1 | 59064RAA7 | 5,036 | 5,380,000 | PRN | OTR | 1 | 0 | 5,380,000 | 0 | |
| MICROCHIP TECHNOLOGY INC. | COM | 595017104 | 1,485 | 25,563 | SH | OTR | 1 | 0 | 25,563 | 0 | |
| MICROCHIP TECHNOLOGY INC. | COM | 595017104 | 3,806 | 65,530 | SH | SOLE | 65,530 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC. | COM | 595017104 | 6,772 | 1,166 | SH | Call | SOLE | 1,166 | 0 | 0 | |
| MICROCHIP TECHNOLOGY INC. | COM | 595017104 | 2,637 | 454 | SH | Call | OTR | 1 | 0 | 454 | 0 |
| MICROSTRATEGY INC | NOTE 2/1 | 594972AE1 | 261 | 582,000 | PRN | OTR | 1 | 0 | 582,000 | 0 | |
| MICROSTRATEGY INC | NOTE 0.750%12/1 | 594972AC5 | 1,049 | 1,690,000 | PRN | OTR | 1 | 0 | 1,690,000 | 0 | |
| MICROSTRATEGY INC | NOTE 0.750%12/1 | 594972AC5 | 2,691 | 4,335,000 | PRN | SOLE | 4,335,000 | 0 | 0 | ||
| MICROSTRATEGY INC | NOTE 2/1 | 594972AE1 | 637 | 1,418,000 | PRN | SOLE | 1,418,000 | 0 | 0 | ||
| MISSION ADVANCEMENT CORP | CL A | 60501L101 | 173 | 17,731 | SH | SOLE | 17,731 | 0 | 0 | ||
| MORINGA ACQUISITION CORP | CL A SHS | G6S23K108 | 143 | 14,539 | SH | OTR | 1 | 0 | 14,539 | 0 | |
| MORINGA ACQUISITION CORP | *W EXP 02/22/202 | G6S23K124 | 155 | 15,744 | SH | Call | SOLE | 15,744 | 0 | 0 | |
| MORINGA ACQUISITION CORP | CL A SHS | G6S23K108 | 348 | 35,461 | SH | SOLE | 35,461 | 0 | 0 | ||
| MOTIVE CAPITAL CORP II | CL A ORD | G6293R106 | 534 | 53,956 | SH | SOLE | 53,956 | 0 | 0 | ||
| MOTIVE CAPITAL CORP II | *W EXP 99/99/999 | G6293R114 | 178 | 17,985 | SH | Call | SOLE | 17,985 | 0 | 0 | |
| MOTIVE CAPITAL CORP II | CL A ORD | G6293R106 | 208 | 21,044 | SH | OTR | 1 | 0 | 21,044 | 0 | |
| NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 9,586 | 9,906,000 | PRN | OTR | 1 | 0 | 9,906,000 | 0 | |
| NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 23,967 | 24,766,000 | PRN | SOLE | 24,766,000 | 0 | 0 | ||
| NICE LTD | SPONSORED ADR | 653656108 | 665 | 3,458 | SH | OTR | 1 | 0 | 3,458 | 0 | |
| NICE LTD | SPONSORED ADR | 653656108 | 1,661 | 8,631 | SH | SOLE | 8,631 | 0 | 0 | ||
| NOBLE ROCK ACQUISITION CORP | CL A SHS | G6546R101 | 174 | 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 | 16,185 | 16,110,000 | PRN | SOLE | 16,110,000 | 0 | 0 | ||
| NOVAVAX INC | NOTE 3.750% 2/0 | 670002AB0 | 6,312 | 6,283,000 | PRN | OTR | 1 | 0 | 6,283,000 | 0 | |
| NOVOCURE LTD | NOTE 11/0 | 67011XAB9 | 24,270 | 27,620,000 | PRN | SOLE | 27,620,000 | 0 | 0 | ||
| NOVOCURE LTD | NOTE 11/0 | 67011XAB9 | 9,363 | 10,771,000 | PRN | OTR | 1 | 0 | 10,771,000 | 0 | |
| NUTANIX INC | NOTE 1/1 | 67059NAB4 | 36,018 | 36,894,000 | PRN | SOLE | 36,894,000 | 0 | 0 | ||
| NUTANIX INC | NOTE 1/1 | 67059NAB4 | 14,046 | 14,388,000 | PRN | OTR | 1 | 0 | 14,388,000 | 0 | |
| OMEROS CORP | NOTE 5.250% 2/1 | 682143AG7 | 4,746 | 7,919,000 | PRN | OTR | 1 | 0 | 7,919,000 | 0 | |
| OMEROS CORP | COM | 682143102 | 334 | 1,215 | SH | Put | SOLE | 1,215 | 0 | 0 | |
| OMEROS CORP | NOTE 5.250% 2/1 | 682143AG7 | 11,861 | 19,790,000 | PRN | SOLE | 19,790,000 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | COM | 682189105 | 9,133 | 181,537 | SH | SOLE | 181,537 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | COM | 682189105 | 6,626 | 1,317 | SH | Call | OTR | 1 | 0 | 1,317 | 0 |
| ON SEMICONDUCTOR CORP | COM | 682189105 | 16,165 | 3,213 | SH | Call | SOLE | 3,213 | 0 | 0 | |
| ON SEMICONDUCTOR CORP | COM | 682189105 | 3,747 | 74,487 | SH | OTR | 1 | 0 | 74,487 | 0 | |
| ONE EQUITY PARTNERS OPEN WTR | CL A | 68237L105 | 139 | 14,184 | SH | SOLE | 14,184 | 0 | 0 | ||
| OPENDOOR TECHNOLOGIES INC | COM | 683712103 | 336 | 714 | SH | Put | SOLE | 714 | 0 | 0 | |
| PAGERDUTY INC | NOTE 1.250% 7/0 | 69553PAB6 | 35,676 | 35,825,000 | PRN | SOLE | 35,825,000 | 0 | 0 | ||
| PAGERDUTY INC | NOTE 1.250% 7/0 | 69553PAB6 | 14,271 | 14,330,000 | PRN | OTR | 1 | 0 | 14,330,000 | 0 | |
| PARATEK PHARMACEUTICALS INC | NOTE 4.750% 5/0 | 699374AB0 | 3,783 | 4,421,000 | PRN | OTR | 1 | 0 | 4,421,000 | 0 | |
| PARATEK PHARMACEUTICALS INC | NOTE 4.750% 5/0 | 699374AB0 | 9,456 | 11,050,000 | PRN | SOLE | 11,050,000 | 0 | 0 | ||
| PATRICK INDS INC | DBCV 1.000% 2/0 | 703343AB9 | 5,244 | 5,311,000 | PRN | SOLE | 5,311,000 | 0 | 0 | ||
| PATRICK INDS INC | DBCV 1.000% 2/0 | 703343AB9 | 2,048 | 2,074,000 | PRN | OTR | 1 | 0 | 2,074,000 | 0 | |
| PEGASYSTEMS INC | NOTE 0.750% 3/0 | 705573AB9 | 1,438 | 1,785,000 | PRN | SOLE | 1,785,000 | 0 | 0 | ||
| PEGASYSTEMS INC | NOTE 0.750% 3/0 | 705573AB9 | 576 | 715,000 | PRN | OTR | 1 | 0 | 715,000 | 0 | |
| PERIDOT ACQUISITION CORP II | SHS CL A | G7008B105 | 174 | 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 | 28,392 | 18,648,000 | PRN | SOLE | 18,648,000 | 0 | 0 | ||
| PINDUODUO INC | NOTE 10/0 | 722304AB8 | 11,072 | 7,272,000 | PRN | OTR | 1 | 0 | 7,272,000 | 0 | |
| PIONEER MERGER CORP | CL A SHS | G7S24C103 | 140 | 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 | ||
| PONTEM CORPORATION | SHS CL A | G71707106 | 175 | 17,731 | SH | SOLE | 17,731 | 0 | 0 | ||
| POPULATION HEALTH INVS CO IN | SHS CL A | G71716107 | 174 | 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 | COM CL A | 74350A108 | 174 | 17,730 | SH | SOLE | 17,730 | 0 | 0 | ||
| PROPTECH INVESTMENT CORP II | COM CL A | 743497109 | 221 | 22,413 | SH | SOLE | 22,413 | 0 | 0 | ||
| PROS HOLDINGS INC | NOTE 1.000% 5/1 | 74346YAH6 | 3,031 | 3,377,000 | PRN | SOLE | 3,377,000 | 0 | 0 | ||
| PROS HOLDINGS INC | NOTE 1.000% 5/1 | 74346YAH6 | 1,181 | 1,316,000 | PRN | OTR | 1 | 0 | 1,316,000 | 0 | |
| PROSPECTOR CAPITAL CORP | CL A | G7273A105 | 280 | 28,408 | SH | SOLE | 28,408 | 0 | 0 | ||
| PROSPECTOR CAPITAL CORP | CL A | G7273A105 | 115 | 11,647 | SH | OTR | 1 | 0 | 11,647 | 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 | 23,251 | 23,113,000 | PRN | SOLE | 23,113,000 | 0 | 0 | ||
| PTC THERAPEUTICS INC | NOTE 3.000% 8/1 | 69366JAB7 | 8,139 | 8,091,000 | PRN | OTR | 1 | 0 | 8,091,000 | 0 | |
| PURE STORAGE INC | NOTE 0.125% 4/1 | 74624MAB8 | 41,940 | 37,374,000 | PRN | SOLE | 37,374,000 | 0 | 0 | ||
| PURE STORAGE INC | NOTE 0.125% 4/1 | 74624MAB8 | 17,196 | 15,324,000 | PRN | OTR | 1 | 0 | 15,324,000 | 0 | |
| REPLIGEN CORP | NOTE 0.375% 7/1 | 759916AB5 | 33,990 | 22,347,000 | PRN | SOLE | 22,347,000 | 0 | 0 | ||
| REPLIGEN CORP | NOTE 0.375% 7/1 | 759916AB5 | 13,599 | 8,941,000 | PRN | OTR | 1 | 0 | 8,941,000 | 0 | |
| RMG ACQUISITION CORP III | CL A SHS | G76088106 | 349 | 35,461 | SH | SOLE | 35,461 | 0 | 0 | ||
| RMG ACQUISITION CORP III | CL A SHS | G76088106 | 143 | 14,539 | SH | OTR | 1 | 0 | 14,539 | 0 | |
| ROYAL CARIBBEAN GROUP | NOTE 4.250% 6/1 | 780153BB7 | 2,236 | 2,340,000 | PRN | OTR | 1 | 0 | 2,340,000 | 0 | |
| ROYAL CARIBBEAN GROUP | NOTE 2.875%11/1 | 780153BF8 | 4,074 | 4,492,000 | PRN | SOLE | 4,492,000 | 0 | 0 | ||
| ROYAL CARIBBEAN GROUP | NOTE 2.875%11/1 | 780153BF8 | 1,714 | 1,890,000 | PRN | OTR | 1 | 0 | 1,890,000 | 0 | |
| ROYAL CARIBBEAN GROUP | NOTE 4.250% 6/1 | 780153BB7 | 5,747 | 6,013,000 | PRN | SOLE | 6,013,000 | 0 | 0 | ||
| SAREPTA THERAPEUTICS INC | DBCV 1.500%11/1 | 803607AB6 | 31,244 | 24,650,000 | PRN | OTR | 1 | 0 | 24,650,000 | 0 | |
| SAREPTA THERAPEUTICS INC | DBCV 1.500%11/1 | 803607AB6 | 79,788 | 62,949,000 | PRN | SOLE | 62,949,000 | 0 | 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 | 14,822 | 10,183,000 | PRN | OTR | 1 | 0 | 10,183,000 | 0 | |
| SEA LTD | NOTE 2.375%12/0 | 81141RAF7 | 9,845 | 8,862,000 | PRN | SOLE | 8,862,000 | 0 | 0 | ||
| SEA LTD | NOTE 1.000%12/0 | 81141RAD2 | 30,461 | 20,784,000 | PRN | SOLE | 20,784,000 | 0 | 0 | ||
| SEA LTD | NOTE 2.375%12/0 | 81141RAF7 | 4,036 | 3,633,000 | PRN | OTR | 1 | 0 | 3,633,000 | 0 | |
| SELECT SECTOR SPDR TR | FINANCIAL | 81369Y605 | 1,132 | 360 | SH | Call | SOLE | 360 | 0 | 0 | |
| SELECT SECTOR SPDR TR | FINANCIAL | 81369Y605 | 1,132 | 360 | SH | Put | SOLE | 360 | 0 | 0 | |
| SELECT SECTOR SPDR TR | FINANCIAL | 81369Y605 | 900 | 28,625 | SH | SOLE | 28,625 | 0 | 0 | ||
| SELECT SECTOR SPDR TR | FINANCIAL | 81369Y605 | 352 | 11,180 | SH | OTR | 1 | 0 | 11,180 | 0 | |
| SELECT SECTOR SPDR TR | FINANCIAL | 81369Y605 | 440 | 140 | SH | Put | OTR | 1 | 0 | 140 | 0 |
| SELECT SECTOR SPDR TR | FINANCIAL | 81369Y605 | 440 | 140 | SH | Call | OTR | 1 | 0 | 140 | 0 |
| SHOPIFY INC | NOTE 0.125%11/0 | 82509LAA5 | 14,715 | 17,503,000 | PRN | SOLE | 17,503,000 | 0 | 0 | ||
| SHOPIFY INC | NOTE 0.125%11/0 | 82509LAA5 | 5,907 | 7,005,000 | PRN | OTR | 1 | 0 | 7,005,000 | 0 | |
| SIMON PROPERTY GRP ACQ HOLDI | COM CL A | 82880R103 | 104 | 10,638 | SH | SOLE | 10,638 | 0 | 0 | ||
| SNAP INC | NOTE 0.250% 5/0 | 83304AAD8 | 6,499 | 6,591,000 | PRN | OTR | 1 | 0 | 6,591,000 | 0 | |
| SNAP INC | NOTE 5/0 | 83304AAF3 | 11,505 | 16,241,000 | PRN | SOLE | 16,241,000 | 0 | 0 | ||
| SNAP INC | NOTE 0.250% 5/0 | 83304AAD8 | 16,593 | 16,846,000 | PRN | SOLE | 16,846,000 | 0 | 0 | ||
| SNAP INC | NOTE 5/0 | 83304AAF3 | 4,583 | 6,494,000 | PRN | OTR | 1 | 0 | 6,494,000 | 0 | |
| SOLAREDGE TECHNOLOGIES INC | NOTE 9/1 | 83417MAD6 | 39,261 | 32,504,000 | PRN | SOLE | 32,504,000 | 0 | 0 | ||
| SOLAREDGE TECHNOLOGIES INC | NOTE 9/1 | 83417MAD6 | 16,097 | 13,327,000 | PRN | OTR | 1 | 0 | 13,327,000 | 0 | |
| SOUTHWEST AIRLS CO | COM | 844741108 | 883 | 24,448 | SH | OTR | 1 | 0 | 24,448 | 0 | |
| SOUTHWEST AIRLS CO | COM | 844741108 | 2,207 | 61,093 | SH | SOLE | 61,093 | 0 | 0 | ||
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 13,581 | 360 | SH | Call | SOLE | 360 | 0 | 0 | |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 5,282 | 140 | SH | Call | OTR | 1 | 0 | 140 | 0 |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 5,653 | 14,985 | SH | SOLE | 14,985 | 0 | 0 | ||
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 2,234 | 5,922 | SH | OTR | 1 | 0 | 5,922 | 0 | |
| STANDARD BIOTOOLS INC | NOTE 5.250%12/0 | 34385PAF5 | 1,734 | 1,825,000 | PRN | OTR | 1 | 0 | 1,825,000 | 0 | |
| STANDARD BIOTOOLS INC | NOTE 5.250%12/0 | 34385PAF5 | 4,441 | 4,675,000 | PRN | SOLE | 4,675,000 | 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 | |
| STRATIM CLOUD ACQUISITION CO | *W EXP 03/05/202 | 86309R115 | 115 | 11,820 | SH | Call | SOLE | 11,820 | 0 | 0 | |
| SUNNOVA ENERGY INTL INC. | NOTE 0.250%12/0 | 86745KAF1 | 4,893 | 6,233,000 | PRN | OTR | 1 | 0 | 6,233,000 | 0 | |
| SUNNOVA ENERGY INTL INC. | NOTE 0.250%12/0 | 86745KAF1 | 12,228 | 15,577,000 | PRN | SOLE | 15,577,000 | 0 | 0 | ||
| SUNRUN INC | NOTE 2/0 | 86771WAB1 | 6,264 | 8,676,000 | PRN | SOLE | 8,676,000 | 0 | 0 | ||
| SUNRUN INC | NOTE 2/0 | 86771WAB1 | 2,568 | 3,557,000 | PRN | OTR | 1 | 0 | 3,557,000 | 0 | |
| SUPERNUS PHARMACEUTICALS | NOTE 0.625% 4/0 | 868459AD0 | 28,524 | 29,351,000 | PRN | SOLE | 29,351,000 | 0 | 0 | ||
| SUPERNUS PHARMACEUTICALS | NOTE 0.625% 4/0 | 868459AD0 | 11,410 | 11,741,000 | PRN | OTR | 1 | 0 | 11,741,000 | 0 | |
| SVF INVESTMENT CORP | CL A SHS | G8601L102 | 175 | 17,730 | SH | SOLE | 17,730 | 0 | 0 | ||
| TAILWIND ACQUISITION CORP | COM CL A | 87403Q102 | 134 | 13,424 | SH | SOLE | 13,424 | 0 | 0 | ||
| TAILWIND INTERNATNAL ACQ COR | COM CL A | G8662F101 | 348 | 35,462 | SH | SOLE | 35,462 | 0 | 0 | ||
| TAILWIND INTERNATNAL ACQ COR | COM CL A | G8662F101 | 143 | 14,538 | SH | OTR | 1 | 0 | 14,538 | 0 | |
| TAILWIND INTERNATNAL ACQ COR | *W EXP 03/01/202 | G8662F119 | 116 | 11,820 | SH | Call | SOLE | 11,820 | 0 | 0 | |
| TAIWAN SEMICONDUCTOR MFG LTD | SPONSORED ADS | 874039100 | 932 | 114 | SH | Put | OTR | 1 | 0 | 114 | 0 |
| TAIWAN SEMICONDUCTOR MFG LTD | SPONSORED ADS | 874039100 | 2,010 | 24,586 | SH | SOLE | 24,586 | 0 | 0 | ||
| TAIWAN SEMICONDUCTOR MFG LTD | SPONSORED ADS | 874039100 | 2,338 | 286 | SH | Put | SOLE | 286 | 0 | 0 | |
| TAIWAN SEMICONDUCTOR MFG LTD | SPONSORED ADS | 874039100 | 797 | 9,751 | SH | OTR | 1 | 0 | 9,751 | 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 | 12,664 | 20,864,000 | PRN | SOLE | 20,864,000 | 0 | 0 | ||
| THE REALREAL INC | NOTE 3.000% 6/1 | 88339PAB7 | 5,066 | 8,347,000 | PRN | OTR | 1 | 0 | 8,347,000 | 0 | |
| THERAVANCE BIOPHARMA INC | NOTE 3.250%11/0 | 88339KAA0 | 25,533 | 27,455,000 | PRN | SOLE | 27,455,000 | 0 | 0 | ||
| THERAVANCE BIOPHARMA INC | NOTE 3.250%11/0 | 88339KAA0 | 10,218 | 10,987,000 | PRN | OTR | 1 | 0 | 10,987,000 | 0 | |
| TILRAY BRANDS INC | NOTE 5.000%10/0 | 88688TAB6 | 6,803 | 7,436,000 | PRN | SOLE | 7,436,000 | 0 | 0 | ||
| TILRAY BRANDS INC | NOTE 5.000%10/0 | 88688TAB6 | 2,807 | 3,051,000 | PRN | OTR | 1 | 0 | 3,051,000 | 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 | 1,317 | 1,313,000 | PRN | SOLE | 1,313,000 | 0 | 0 | ||
| TRAVERE THERAPEUTICS INC | NOTE 2.250% 3/0 | 89422GAA5 | 539 | 537,000 | PRN | OTR | 1 | 0 | 537,000 | 0 | |
| TRICIDA INC | NOTE 3.500% 5/1 | 89610FAB7 | 2,672 | 5,051,000 | PRN | OTR | 1 | 0 | 5,051,000 | 0 | |
| TRICIDA INC | NOTE 3.500% 5/1 | 89610FAB7 | 6,678 | 12,626,000 | PRN | SOLE | 12,626,000 | 0 | 0 | ||
| TURMERIC ACQUISITION CORP | CL A | G9127T108 | 172 | 17,361 | SH | SOLE | 17,361 | 0 | 0 | ||
| TURNING PT BRANDS INC | NOTE 2.500% 7/1 | 90041LAE5 | 594 | 655,000 | PRN | OTR | 1 | 0 | 655,000 | 0 | |
| TURNING PT BRANDS INC | NOTE 2.500% 7/1 | 90041LAE5 | 1,447 | 1,595,000 | PRN | SOLE | 1,595,000 | 0 | 0 | ||
| TWITTER INC | NOTE 3/1 | 90184LAN2 | 1,785 | 2,001,000 | PRN | OTR | 1 | 0 | 2,001,000 | 0 | |
| TWITTER INC | NOTE 3/1 | 90184LAN2 | 4,463 | 4,999,000 | PRN | SOLE | 4,999,000 | 0 | 0 | ||
| TWO | COM CL A | G9152V101 | 440 | 45,072 | SH | OTR | 1 | 0 | 45,072 | 0 | |
| TWO | COM CL A | G9152V101 | 1,074 | 109,935 | SH | SOLE | 109,935 | 0 | 0 | ||
| TZP STRATEGIES ACQUISTN CORP | CL A SHS | G91595101 | 140 | 14,184 | SH | SOLE | 14,184 | 0 | 0 | ||
| VAIL RESORTS INC | COM | 91879Q109 | 823 | 3,776 | SH | OTR | 1 | 0 | 3,776 | 0 | |
| VAIL RESORTS INC | COM | 91879Q109 | 2,110 | 9,677 | SH | SOLE | 9,677 | 0 | 0 | ||
| VECTOIQ ACQUISITION CORP II | COM CL A | 92244F109 | 100 | 10,177 | SH | OTR | 1 | 0 | 10,177 | 0 | |
| VECTOIQ ACQUISITION CORP II | COM CL A | 92244F109 | 244 | 24,823 | SH | SOLE | 24,823 | 0 | 0 | ||
| WESTERN DIGITAL CORP. | COM | 958102105 | 384 | 8,555 | SH | SOLE | 8,555 | 0 | 0 | ||
| WIX COM LTD | NOTE 7/0 | 92940WAB5 | 10,311 | 10,825,000 | PRN | OTR | 1 | 0 | 10,825,000 | 0 | |
| WIX COM LTD | NOTE 7/0 | 92940WAB5 | 26,718 | 28,050,000 | PRN | SOLE | 28,050,000 | 0 | 0 | ||
| ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 50,262 | 40,947,000 | PRN | SOLE | 40,947,000 | 0 | 0 | ||
| ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 19,604 | 15,971,000 | PRN | OTR | 1 | 0 | 15,971,000 | 0 | |