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 | 12,756 | 13,118,000 | PRN | SOLE | 13,118,000 | 0 | 0 | ||
| 1LIFE HEALTHCARE INC | NOTE 3.000% 6/1 | 68269GAB3 | 5,358 | 5,510,000 | PRN | OTR | 1 | 0 | 5,510,000 | 0 | |
| 2U INC | NOTE 2.250% 5/0 | 90214JAB7 | 4,623 | 6,743,000 | PRN | OTR | 1 | 0 | 6,743,000 | 0 | |
| 2U INC | COM | 90214J101 | 1,551 | 2,482 | SH | Put | SOLE | 2,482 | 0 | 0 | |
| 2U INC | COM | 90214J101 | 636 | 1,018 | SH | Put | OTR | 1 | 0 | 1,018 | 0 |
| 2U INC | NOTE 2.250% 5/0 | 90214JAB7 | 11,275 | 16,445,000 | PRN | SOLE | 16,445,000 | 0 | 0 | ||
| 5 01 ACQUISITION CORP | COM CL A | 33836P105 | 171 | 17,084 | SH | SOLE | 17,084 | 0 | 0 | ||
| ABG ACQUISITION CORP I | CL A SHS | G00496102 | 141 | 14,184 | SH | SOLE | 14,184 | 0 | 0 | ||
| AERIE PHARMACEUTICALS INC | NOTE 1.500%10/0 | 00771VAB4 | 12,357 | 12,580,000 | PRN | SOLE | 12,580,000 | 0 | 0 | ||
| AERIE PHARMACEUTICALS INC | NOTE 1.500%10/0 | 00771VAB4 | 5,067 | 5,158,000 | PRN | OTR | 1 | 0 | 5,158,000 | 0 | |
| AIRBNB INC | NOTE 3/1 | 009066AB7 | 10,168 | 12,290,000 | PRN | OTR | 1 | 0 | 12,290,000 | 0 | |
| AIRBNB INC | NOTE 3/1 | 009066AB7 | 26,161 | 31,513,000 | PRN | SOLE | 31,513,000 | 0 | 0 | ||
| AKAMAI TECHNOLOGIES INC | COM | 00971T101 | 404 | 5,028 | SH | OTR | 1 | 0 | 5,028 | 0 | |
| AKAMAI TECHNOLOGIES INC | COM | 00971T101 | 939 | 11,689 | SH | SOLE | 11,689 | 0 | 0 | ||
| ALARM COM HLDGS INC | NOTE 1/1 | 011642AB1 | 3,868 | 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 | ||
| ALLSCRIPTS HEALTHCARE SOLUTN | COM | 01988P108 | 3,240 | 212,711 | SH | SOLE | 212,711 | 0 | 0 | ||
| ALLSCRIPTS HEALTHCARE SOLUTN | COM | 01988P108 | 1,394 | 91,509 | SH | OTR | 1 | 0 | 91,509 | 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 | 242 | 24,823 | SH | SOLE | 24,823 | 0 | 0 | ||
| ALTERYX INC | NOTE 0.500% 8/0 | 02156BAD5 | 16,360 | 18,034,000 | PRN | SOLE | 18,034,000 | 0 | 0 | ||
| ALTERYX INC | NOTE 0.500% 8/0 | 02156BAD5 | 6,874 | 7,577,000 | PRN | OTR | 1 | 0 | 7,577,000 | 0 | |
| APPLE INC | COM | 037833100 | 19,597 | 1,418 | SH | Put | SOLE | 1,418 | 0 | 0 | |
| APPLE INC | COM | 037833100 | 8,043 | 582 | SH | Put | OTR | 1 | 0 | 582 | 0 |
| ARK ETF TR | INNOVATION ETF | 00214Q104 | 5,260 | 1,394 | SH | Put | SOLE | 1,394 | 0 | 0 | |
| ARK ETF TR | INNOVATION ETF | 00214Q104 | 2,158 | 572 | SH | Put | OTR | 1 | 0 | 572 | 0 |
| ASTREA ACQUISITION CORP | COM CL A | 04637C106 | 174 | 17,731 | SH | SOLE | 17,731 | 0 | 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 | 6,746 | 7,335,000 | PRN | SOLE | 7,335,000 | 0 | 0 | ||
| AURORA CANNABIS INC | NOTE 5.500% 2/2 | 05156XAG3 | 2,658 | 2,858,000 | PRN | OTR | 1 | 0 | 2,858,000 | 0 | |
| AUSTERLITZ ACQUISITION CORP | COM CL A | G0633U101 | 139 | 14,184 | SH | SOLE | 14,184 | 0 | 0 | ||
| AVADEL FIN CAYMAN LTD | NOTE 4.500%10/0 | 05337YAC2 | 4,345 | 5,095,000 | PRN | OTR | 1 | 0 | 5,095,000 | 0 | |
| AVADEL FIN CAYMAN LTD | NOTE 4.500%10/0 | 05337YAC2 | 13,021 | 15,268,000 | PRN | SOLE | 15,268,000 | 0 | 0 | ||
| AVADEL FIN CAYMAN LTD | NOTE 4.500%10/0 | 05337YAC2 | 5,980 | 7,012,000 | PRN | OTR | 1 | 0 | 7,012,000 | 0 | |
| AVADEL FIN CAYMAN LTD | NOTE 4.500%10/0 | 05337YAC2 | 12,793 | 15,000,000 | PRN | SOLE | 15,000,000 | 0 | 0 | ||
| AVADEL PHARMACEUTICALS PLC | SPONSORED ADR | 05337M104 | 709 | 1,416 | SH | Put | OTR | 1 | 0 | 1,416 | 0 |
| AVADEL PHARMACEUTICALS PLC | SPONSORED ADR | 05337M104 | 67 | 13,283 | SH | SOLE | 13,283 | 0 | 0 | ||
| AVADEL PHARMACEUTICALS PLC | SPONSORED ADR | 05337M104 | 1,774 | 3,540 | SH | Put | SOLE | 3,540 | 0 | 0 | |
| BARCLAYS BANK PLC | IPTH SR B S&P | 06747R477 | 5,952 | 2,806 | SH | Put | SOLE | 2,806 | 0 | 0 | |
| BARCLAYS BANK PLC | IPTH SR B S&P | 06747R477 | 2,322 | 1,095 | SH | Put | OTR | 1 | 0 | 1,095 | 0 |
| BARCLAYS BANK PLC | IPTH SR B S&P | 06747R477 | 2,321 | 109,452 | SH | OTR | 1 | 0 | 109,452 | 0 | |
| BARCLAYS BANK PLC | IPTH SR B S&P | 06747R477 | 5,953 | 280,648 | SH | SOLE | 280,648 | 0 | 0 | ||
| BATH & BODY WORKS INC | COM | 070830104 | 1,284 | 394 | SH | Call | OTR | 1 | 0 | 394 | 0 |
| BATH & BODY WORKS INC | COM | 070830104 | 3,058 | 938 | SH | Call | SOLE | 938 | 0 | 0 | |
| BED BATH & BEYOND INC | COM | 075896100 | 743 | 1,220 | SH | Put | SOLE | 1,220 | 0 | 0 | |
| BED BATH & BEYOND INC | COM | 075896100 | 312 | 512 | SH | Put | OTR | 1 | 0 | 512 | 0 |
| BENTLEY SYS INC | NOTE 0.125% 1/1 | 08265TAB5 | 2,454 | 2,925,000 | PRN | SOLE | 2,925,000 | 0 | 0 | ||
| BENTLEY SYS INC | NOTE 0.125% 1/1 | 08265TAB5 | 1,008 | 1,202,000 | PRN | OTR | 1 | 0 | 1,202,000 | 0 | |
| BEYOND MEAT INC | COM | 08862E109 | 1,250 | 882 | SH | Put | OTR | 1 | 0 | 882 | 0 |
| BEYOND MEAT INC | NOTE 3/1 | 08862EAB5 | 9,429 | 30,286,000 | PRN | SOLE | 30,286,000 | 0 | 0 | ||
| BEYOND MEAT INC | COM | 08862E109 | 3,207 | 2,263 | SH | Put | SOLE | 2,263 | 0 | 0 | |
| BEYOND MEAT INC | NOTE 3/1 | 08862EAB5 | 3,678 | 11,812,000 | PRN | OTR | 1 | 0 | 11,812,000 | 0 | |
| BILIBILI INC | NOTE 1.375% 4/0 | 090040AB2 | 14,819 | 16,021,000 | PRN | OTR | 1 | 0 | 16,021,000 | 0 | |
| BILIBILI INC | NOTE 1.375% 4/0 | 090040AB2 | 38,090 | 41,179,000 | PRN | SOLE | 41,179,000 | 0 | 0 | ||
| BILL COM HLDGS INC | NOTE 12/0 | 090043AB6 | 39,554 | 35,901,000 | PRN | SOLE | 35,901,000 | 0 | 0 | ||
| BILL COM HLDGS INC | NOTE 12/0 | 090043AB6 | 16,546 | 15,028,000 | PRN | OTR | 1 | 0 | 15,028,000 | 0 | |
| BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 10,598 | 125,016 | SH | SOLE | 125,016 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 4,270 | 50,367 | SH | OTR | 1 | 0 | 50,367 | 0 | |
| BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 3,459 | 408 | SH | Call | OTR | 1 | 0 | 408 | 0 |
| BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 8,485 | 1,001 | SH | Call | SOLE | 1,001 | 0 | 0 | |
| BIOTECH ACQUISITION COMPANY | CL A SHS | G1125A108 | 176 | 17,730 | SH | SOLE | 17,730 | 0 | 0 | ||
| BLACKLINE INC | NOTE 0.125% 8/0 | 09239BAB5 | 4,640 | 4,480,000 | PRN | OTR | 1 | 0 | 4,480,000 | 0 | |
| BLACKLINE INC | NOTE 0.125% 8/0 | 09239BAB5 | 10,793 | 10,420,000 | PRN | SOLE | 10,420,000 | 0 | 0 | ||
| BLOCK INC | NOTE 0.125% 3/0 | 852234AF0 | 19,184 | 21,070,000 | PRN | OTR | 1 | 0 | 21,070,000 | 0 | |
| BLOCK INC | NOTE 0.125% 3/0 | 852234AF0 | 46,673 | 51,395,000 | PRN | SOLE | 51,395,000 | 0 | 0 | ||
| BLOOM ENERGY CORP | NOTE 2.500% 8/1 | 093712AH0 | 7,743 | 5,544,000 | PRN | OTR | 1 | 0 | 5,544,000 | 0 | |
| BLOOM ENERGY CORP | NOTE 2.500% 8/1 | 093712AH0 | 18,881 | 13,518,000 | PRN | SOLE | 13,518,000 | 0 | 0 | ||
| BLUERIVER ACQUISITION CORP | SHS CL A | G1261Q107 | 140 | 14,184 | SH | SOLE | 14,184 | 0 | 0 | ||
| BOOKING HOLDINGS INC | COM | 09857L108 | 3,234 | 1,968 | SH | OTR | 1 | 0 | 1,968 | 0 | |
| BOOKING HOLDINGS INC | COM | 09857L108 | 5,094 | 31 | SH | Call | SOLE | 31 | 0 | 0 | |
| BOOKING HOLDINGS INC | COM | 09857L108 | 7,572 | 4,608 | SH | SOLE | 4,608 | 0 | 0 | ||
| BOOKING HOLDINGS INC | COM | 09857L108 | 2,629 | 16 | SH | Call | OTR | 1 | 0 | 16 | 0 |
| BOX INC | NOTE 1/1 | 10316TAB0 | 8,063 | 7,280,000 | PRN | SOLE | 7,280,000 | 0 | 0 | ||
| BOX INC | NOTE 1/1 | 10316TAB0 | 3,387 | 3,058,000 | PRN | OTR | 1 | 0 | 3,058,000 | 0 | |
| BRIDGEBIO PHARMA INC | NOTE 2.250% 2/0 | 10806XAD4 | 4,876 | 11,048,000 | PRN | OTR | 1 | 0 | 11,048,000 | 0 | |
| BRIDGEBIO PHARMA INC | NOTE 2.250% 2/0 | 10806XAD4 | 12,494 | 28,307,000 | PRN | SOLE | 28,307,000 | 0 | 0 | ||
| BRIDGETOWN HOLDINGS LTD | COM CL A | G1355U113 | 160 | 15,974 | SH | SOLE | 15,974 | 0 | 0 | ||
| CABLE ONE INC | NOTE 3/1 | 12685JAE5 | 1,442 | 1,880,000 | PRN | SOLE | 1,880,000 | 0 | 0 | ||
| CABLE ONE INC | NOTE 3/1 | 12685JAE5 | 591 | 770,000 | PRN | OTR | 1 | 0 | 770,000 | 0 | |
| CARNEY TECHNOLOGY ACQU CORP | CL A COMMON STK | 143636108 | 106 | 10,638 | SH | SOLE | 10,638 | 0 | 0 | ||
| CERENCE INC | NOTE 3.000% 6/0 | 156727AB5 | 537 | 617,000 | PRN | OTR | 1 | 0 | 617,000 | 0 | |
| CERENCE INC | NOTE 3.000% 6/0 | 156727AB5 | 1,377 | 1,583,000 | PRN | SOLE | 1,583,000 | 0 | 0 | ||
| CERIDIAN HCM HLDG INC | NOTE 0.250% 3/1 | 15677JAD0 | 5,929 | 7,298,000 | PRN | OTR | 1 | 0 | 7,298,000 | 0 | |
| CERIDIAN HCM HLDG INC | NOTE 0.250% 3/1 | 15677JAD0 | 14,461 | 17,801,000 | PRN | SOLE | 17,801,000 | 0 | 0 | ||
| CHEFS WHSE INC | NOTE 1.875%12/0 | 163086AB7 | 10,189 | 10,334,000 | PRN | SOLE | 10,334,000 | 0 | 0 | ||
| CHEFS WHSE INC | NOTE 1.875%12/0 | 163086AB7 | 4,366 | 4,428,000 | PRN | OTR | 1 | 0 | 4,428,000 | 0 | |
| CINEMARK HLDGS INC | NOTE 4.500% 8/1 | 17243VAB8 | 20,981 | 18,659,000 | PRN | SOLE | 18,659,000 | 0 | 0 | ||
| CINEMARK HLDGS INC | NOTE 4.500% 8/1 | 17243VAB8 | 8,603 | 7,651,000 | PRN | OTR | 1 | 0 | 7,651,000 | 0 | |
| COINBASE GLOBAL INC | NOTE 0.500% 6/0 | 19260QAB3 | 823 | 1,241,000 | PRN | SOLE | 1,241,000 | 0 | 0 | ||
| COINBASE GLOBAL INC | NOTE 0.500% 6/0 | 19260QAB3 | 335 | 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 | 7,856 | 9,149,000 | PRN | SOLE | 9,149,000 | 0 | 0 | ||
| COLLEGIUM PHARMACEUTICAL INC | NOTE 2.625% 2/1 | 19459JAA2 | 3,143 | 3,660,000 | PRN | OTR | 1 | 0 | 3,660,000 | 0 | |
| COLONNADE ACQUISITION CORP I | SHS CL A | G2284B101 | 176 | 17,730 | SH | SOLE | 17,730 | 0 | 0 | ||
| CONSTELLATION ACQUISITN CORP | SHS CL A | G2R18K105 | 141 | 14,184 | SH | SOLE | 14,184 | 0 | 0 | ||
| CORNER GROWTH ACQUISITION CO | CL A SHS | G2425N105 | 177 | 17,730 | SH | SOLE | 17,730 | 0 | 0 | ||
| COVA ACQUISITION CORP | CL A SHS | G2554Y104 | 176 | 17,731 | SH | SOLE | 17,731 | 0 | 0 | ||
| CRUCIBLE ACQUISITION CORP | COM CL A | 22877P108 | 179 | 17,986 | SH | SOLE | 17,986 | 0 | 0 | ||
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 23,580 | 19,760,000 | PRN | SOLE | 19,760,000 | 0 | 0 | ||
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 9,653 | 8,102,000 | PRN | OTR | 1 | 0 | 8,102,000 | 0 | |
| DEXCOM INC | NOTE 0.750%12/0 | 252131AH0 | 46,208 | 23,277,000 | PRN | OTR | 1 | 0 | 23,277,000 | 0 | |
| DEXCOM INC | COM | 252131107 | 4,045 | 50,219 | SH | OTR | 1 | 0 | 50,219 | 0 | |
| DEXCOM INC | NOTE 0.750%12/0 | 252131AH0 | 119,489 | 60,192,000 | PRN | SOLE | 60,192,000 | 0 | 0 | ||
| DIAMONDHEAD HOLDINGS CORP | CL A | 25278L105 | 140 | 14,184 | SH | SOLE | 14,184 | 0 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 2,812 | 4,072,000 | PRN | OTR | 1 | 0 | 4,072,000 | 0 | |
| DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 6,855 | 9,928,000 | PRN | SOLE | 9,928,000 | 0 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 12/1 | 25470MAF6 | 7,451 | 11,345,000 | PRN | SOLE | 11,345,000 | 0 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 12/1 | 25470MAF6 | 3,057 | 4,655,000 | PRN | OTR | 1 | 0 | 4,655,000 | 0 | |
| DOCUSIGN INC | NOTE 1/1 | 256163AD8 | 29,249 | 31,215,000 | PRN | SOLE | 31,215,000 | 0 | 0 | ||
| DOCUSIGN INC | NOTE 1/1 | 256163AD8 | 11,405 | 12,172,000 | PRN | OTR | 1 | 0 | 12,172,000 | 0 | |
| DROPBOX INC | NOTE 3/0 | 26210CAC8 | 6,878 | 7,868,000 | PRN | SOLE | 7,868,000 | 0 | 0 | ||
| DROPBOX INC | NOTE 3/0 | 26210CAD6 | 4,246 | 4,965,000 | PRN | SOLE | 4,965,000 | 0 | 0 | ||
| DROPBOX INC | NOTE 3/0 | 26210CAD6 | 1,740 | 2,035,000 | PRN | OTR | 1 | 0 | 2,035,000 | 0 | |
| DROPBOX INC | NOTE 3/0 | 26210CAC8 | 2,819 | 3,225,000 | PRN | OTR | 1 | 0 | 3,225,000 | 0 | |
| DYNAVAX TECHNOLOGIES CORP | NOTE 2.500% 5/1 | 268158AD4 | 5,793 | 4,577,000 | PRN | SOLE | 4,577,000 | 0 | 0 | ||
| DYNAVAX TECHNOLOGIES CORP | NOTE 2.500% 5/1 | 268158AD4 | 2,434 | 1,923,000 | PRN | OTR | 1 | 0 | 1,923,000 | 0 | |
| ENPHASE ENERGY INC | NOTE 0.250% 3/0 | 29355AAF4 | 6,332 | 1,844,000 | PRN | SOLE | 1,844,000 | 0 | 0 | ||
| ENPHASE ENERGY INC | NOTE 0.250% 3/0 | 29355AAF4 | 2,596 | 756,000 | PRN | OTR | 1 | 0 | 756,000 | 0 | |
| EURONET WORLDWIDE INC | COM | 298736109 | 1,081 | 14,274 | SH | OTR | 1 | 0 | 14,274 | 0 | |
| EURONET WORLDWIDE INC | COM | 298736109 | 2,775 | 36,626 | SH | SOLE | 36,626 | 0 | 0 | ||
| EUROPEAN BIOTECH ACQUTN CORP | CLASS A ORD SHS | G3167F102 | 176 | 17,730 | SH | SOLE | 17,730 | 0 | 0 | ||
| EVENTBRITE INC | NOTE 5.000%12/0 | 29975EAB5 | 5,638 | 6,075,000 | PRN | OTR | 1 | 0 | 6,075,000 | 0 | |
| EVENTBRITE INC | NOTE 5.000%12/0 | 29975EAB5 | 13,744 | 14,808,000 | PRN | SOLE | 14,808,000 | 0 | 0 | ||
| EVOLENT HEALTH INC | NOTE 1.500%10/1 | 30050BAD3 | 4,180 | 3,335,000 | PRN | OTR | 1 | 0 | 3,335,000 | 0 | |
| EVOLENT HEALTH INC | NOTE 1.500%10/1 | 30050BAD3 | 9,793 | 7,814,000 | PRN | SOLE | 7,814,000 | 0 | 0 | ||
| EXACT SCIENCES CORP | NOTE 0.375% 3/0 | 30063PAC9 | 1,024 | 1,597,000 | PRN | OTR | 1 | 0 | 1,597,000 | 0 | |
| EXACT SCIENCES CORP | NOTE 0.375% 3/0 | 30063PAC9 | 3,624 | 5,653,000 | PRN | SOLE | 5,653,000 | 0 | 0 | ||
| FARFETCH LTD | NOTE 3.750% 5/0 | 30744WAD9 | 1,902 | 2,066,000 | PRN | SOLE | 2,066,000 | 0 | 0 | ||
| FARFETCH LTD | NOTE 3.750% 5/0 | 30744WAD9 | 800 | 869,000 | PRN | OTR | 1 | 0 | 869,000 | 0 | |
| FIGURE ACQUISITION CORP I | COM CL A | 302438106 | 140 | 14,184 | SH | SOLE | 14,184 | 0 | 0 | ||
| FINTECH EVOLUTION ACQUIS GRO | SHS CL A | G3R19A104 | 141 | 14,184 | SH | SOLE | 14,184 | 0 | 0 | ||
| FORTISTAR SUSTAINABLE SOL CO | COM CL A | 34962M106 | 175 | 17,731 | SH | SOLE | 17,731 | 0 | 0 | ||
| FRAZIER LIFESCIENCES ACQU CO | CL A SHS | G3710A105 | 106 | 10,638 | SH | SOLE | 10,638 | 0 | 0 | ||
| FTAC ATHENA ACQUISITION CORP | CL A SHS | G37283101 | 176 | 17,730 | SH | SOLE | 17,730 | 0 | 0 | ||
| FTAC HERA ACQUISITION CORP | CLASS A ORD SHS | G3728Y103 | 176 | 17,730 | SH | SOLE | 17,730 | 0 | 0 | ||
| FUBOTV INC | NOTE 3.250% 2/1 | 35953DAB0 | 1,887 | 3,891,000 | PRN | OTR | 1 | 0 | 3,891,000 | 0 | |
| FUBOTV INC | NOTE 3.250% 2/1 | 35953DAB0 | 4,713 | 9,717,000 | PRN | SOLE | 9,717,000 | 0 | 0 | ||
| G SQUARED ASCEND I INC | SHS CL A | G4204R109 | 141 | 14,184 | SH | SOLE | 14,184 | 0 | 0 | ||
| GLOBAL PARTNER ACQISTN CORP | CL A SHS | G3934P102 | 177 | 17,731 | SH | SOLE | 17,731 | 0 | 0 | ||
| GOAL ACQUISITIONS CORP | COM | 38021H107 | 140 | 14,185 | SH | SOLE | 14,185 | 0 | 0 | ||
| GOAL ACQUISITIONS CORP | *W EXP 02/11/202 | 38021H115 | 140 | 14,185 | SH | Call | SOLE | 14,185 | 0 | 0 | |
| GOL LINHAS AEREAS INTELIGENT | SPON ADR PFD NEW | 38045R206 | 376 | 1,143 | SH | Put | OTR | 1 | 0 | 1,143 | 0 |
| GOL LINHAS AEREAS INTELIGENT | SPON ADR PFD NEW | 38045R206 | 940 | 2,857 | SH | Put | SOLE | 2,857 | 0 | 0 | |
| GOLDEN FALCON ACQUISITION CO | CL A | 38102H109 | 102 | 10,204 | SH | SOLE | 10,204 | 0 | 0 | ||
| GOPRO INC | NOTE 1.250%11/1 | 38268TAD5 | 6,564 | 7,378,000 | PRN | OTR | 1 | 0 | 7,378,000 | 0 | |
| GOPRO INC | NOTE 1.250%11/1 | 38268TAD5 | 15,996 | 17,982,000 | PRN | SOLE | 17,982,000 | 0 | 0 | ||
| GOSSAMER BIO INC | NOTE 5.000% 6/0 | 38341PAA0 | 9,385 | 9,102,000 | PRN | OTR | 1 | 0 | 9,102,000 | 0 | |
| GOSSAMER BIO INC | NOTE 5.000% 6/0 | 38341PAA0 | 23,467 | 22,758,000 | PRN | SOLE | 22,758,000 | 0 | 0 | ||
| GUESS INC | NOTE 2.000% 4/1 | 401617AD7 | 25,820 | 27,487,000 | PRN | SOLE | 27,487,000 | 0 | 0 | ||
| GUESS INC | NOTE 2.000% 4/1 | 401617AD7 | 10,068 | 10,718,000 | PRN | OTR | 1 | 0 | 10,718,000 | 0 | |
| H I G ACQUISITION CORP | COM CL A | G44898107 | 141 | 14,039 | SH | SOLE | 14,039 | 0 | 0 | ||
| H WORLD GROUP LTD | NOTE 0.375%11/0 | 16949NAC3 | 15,377 | 15,556,000 | PRN | OTR | 1 | 0 | 15,556,000 | 0 | |
| H WORLD GROUP LTD | NOTE 0.375%11/0 | 16949NAC3 | 37,506 | 37,942,000 | PRN | SOLE | 37,942,000 | 0 | 0 | ||
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 3,247 | 4,071,000 | PRN | OTR | 1 | 0 | 4,071,000 | 0 | |
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 7,910 | 9,929,000 | PRN | SOLE | 9,929,000 | 0 | 0 | ||
| HAMILTON LANE ALLIANCE HLDGS | COM CL A | 40749M103 | 175 | 17,731 | SH | SOLE | 17,731 | 0 | 0 | ||
| HEALTHCARE SERVICES ACQU COR | COM CL A | 42227K104 | 176 | 17,730 | SH | SOLE | 17,730 | 0 | 0 | ||
| HEARTLAND MEDIA ACQUISITION | CL A COM | 42237V108 | 139 | 13,952 | SH | OTR | 1 | 0 | 13,952 | 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 | ||
| HIGHLAND TRANSCEND PARTNERS | COM CL A | G44690108 | 177 | 17,730 | SH | SOLE | 17,730 | 0 | 0 | ||
| IBERE PHARMACEUTICALS | SHS CL A | G46843101 | 176 | 17,730 | SH | SOLE | 17,730 | 0 | 0 | ||
| INFINERA CORP | DEBT 3.750% 8/0 | 45667GAF0 | 1,918 | 1,926,000 | PRN | SOLE | 1,926,000 | 0 | 0 | ||
| INFINERA CORP | DEBT 3.750% 8/0 | 45667GAF0 | 821 | 824,000 | PRN | OTR | 1 | 0 | 824,000 | 0 | |
| INVACARE CORP | NOTE 4.250% 3/1 | 461203AQ4 | 2,027 | 4,255,000 | PRN | SOLE | 4,255,000 | 0 | 0 | ||
| INVACARE CORP | NOTE 4.250% 3/1 | 461203AQ4 | 831 | 1,745,000 | PRN | OTR | 1 | 0 | 1,745,000 | 0 | |
| INVITAE CORP | NOTE 2.000% 9/0 | 46185LAB9 | 10,150 | 12,678,000 | PRN | OTR | 1 | 0 | 12,678,000 | 0 | |
| INVITAE CORP | NOTE 2.000% 9/0 | 46185LAB9 | 26,019 | 32,501,000 | PRN | SOLE | 32,501,000 | 0 | 0 | ||
| IONIS PHARMACEUTICALS INC | NOTE 0.125%12/1 | 462222AB6 | 51,861 | 56,759,000 | PRN | SOLE | 56,759,000 | 0 | 0 | ||
| IONIS PHARMACEUTICALS INC | NOTE 0.125%12/1 | 462222AB6 | 20,228 | 22,139,000 | PRN | OTR | 1 | 0 | 22,139,000 | 0 | |
| IQIYI INC | NOTE 2.000% 4/0 | 46267XAD0 | 22,861 | 26,253,000 | PRN | SOLE | 26,253,000 | 0 | 0 | ||
| IQIYI INC | NOTE 2.000% 4/0 | 46267XAD0 | 9,376 | 10,767,000 | PRN | OTR | 1 | 0 | 10,767,000 | 0 | |
| ISHARES TR | CHINA LG-CAP ETF | 464287184 | 5,495 | 212,504 | SH | SOLE | 212,504 | 0 | 0 | ||
| ISHARES TR | MSCI EMG MKT ETF | 464287234 | 4,319 | 123,811 | SH | SOLE | 123,811 | 0 | 0 | ||
| ISHARES TR | MSCI EMG MKT ETF | 464287234 | 1,768 | 50,681 | SH | OTR | 1 | 0 | 50,681 | 0 | |
| ISHARES TR | CHINA LG-CAP ETF | 464287184 | 2,309 | 89,274 | SH | OTR | 1 | 0 | 89,274 | 0 | |
| ISHARES TR | CHINA LG-CAP ETF | 464287184 | 5,107 | 1,975 | SH | Call | OTR | 1 | 0 | 1,975 | 0 |
| ISHARES TR | CHINA LG-CAP ETF | 464287184 | 2,100 | 812 | SH | Put | OTR | 1 | 0 | 812 | 0 |
| ISHARES TR | MSCI EMG MKT ETF | 464287234 | 1,849 | 530 | SH | Call | OTR | 1 | 0 | 530 | 0 |
| ISHARES TR | MSCI EMG MKT ETF | 464287234 | 1,849 | 530 | SH | Put | OTR | 1 | 0 | 530 | 0 |
| ISHARES TR | CHINA LG-CAP ETF | 464287184 | 5,004 | 1,935 | SH | Put | SOLE | 1,935 | 0 | 0 | |
| ISHARES TR | MSCI EMG MKT ETF | 464287234 | 4,517 | 1,295 | SH | Put | SOLE | 1,295 | 0 | 0 | |
| ISHARES TR | CHINA LG-CAP ETF | 464287184 | 12,340 | 4,772 | SH | Call | SOLE | 4,772 | 0 | 0 | |
| ISHARES TR | MSCI EMG MKT ETF | 464287234 | 4,517 | 1,295 | SH | Call | SOLE | 1,295 | 0 | 0 | |
| JACK CREEK INVESTMENT CORP | CL A SHS | G4989X115 | 176 | 17,731 | SH | SOLE | 17,731 | 0 | 0 | ||
| JAWS MUSTANG ACQUISITION COR | SHS CL A | G50737108 | 176 | 17,731 | SH | SOLE | 17,731 | 0 | 0 | ||
| JOFF FINTECH ACQUISITION COR | COM CL A | 46592C100 | 175 | 17,735 | SH | SOLE | 17,735 | 0 | 0 | ||
| KHOSLA VENTURES ACQUISITION | CL A | 482504107 | 304 | 30,993 | SH | SOLE | 30,993 | 0 | 0 | ||
| KHOSLA VENTURES ACQUISITION | CL A | 482504107 | 125 | 12,707 | SH | OTR | 1 | 0 | 12,707 | 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 | 347 | 35,461 | SH | SOLE | 35,461 | 0 | 0 | ||
| KL ACQUISITION CORP | COM CL A | 49837C109 | 105 | 10,638 | SH | SOLE | 10,638 | 0 | 0 | ||
| KNIGHTSWAN ACQUISITION CORP | CL A COM | 499103109 | 211 | 21,043 | SH | OTR | 1 | 0 | 21,043 | 0 | |
| KNIGHTSWAN ACQUISITION CORP | *W EXP 99/99/999 | 499103117 | 106 | 10,521 | SH | Call | OTR | 1 | 0 | 10,521 | 0 |
| KNIGHTSWAN ACQUISITION CORP | *W EXP 99/99/999 | 499103117 | 271 | 26,978 | SH | Call | SOLE | 26,978 | 0 | 0 | |
| KNIGHTSWAN ACQUISITION CORP | CL A COM | 499103109 | 541 | 53,957 | SH | SOLE | 53,957 | 0 | 0 | ||
| KRANESHARES TR | CSI CHI INTERNET | 500767306 | 3,494 | 1,418 | SH | Call | SOLE | 1,418 | 0 | 0 | |
| KRANESHARES TR | CSI CHI INTERNET | 500767306 | 1,434 | 582 | SH | Call | OTR | 1 | 0 | 582 | 0 |
| LEO HLDGS CORP II | COM CL A | G5463R102 | 177 | 17,731 | SH | SOLE | 17,731 | 0 | 0 | ||
| LIGHTJUMP ACQUISITION CORP | *W EXP 01/12/202 | 53228M114 | 164 | 16,313 | SH | Call | SOLE | 16,313 | 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 | *W EXP 02/07/202 | G5510R113 | 217 | 21,582 | SH | Call | SOLE | 21,582 | 0 | 0 | |
| LIV CAPITAL ACQUISITN CORP I | CLASS A ORD SHS | G5510R105 | 113 | 11,223 | SH | OTR | 1 | 0 | 11,223 | 0 | |
| LIVENT CORP | NOTE 4.125% 7/1 | 53814LAB4 | 18,626 | 5,172,000 | PRN | OTR | 1 | 0 | 5,172,000 | 0 | |
| LIVENT CORP | NOTE 4.125% 7/1 | 53814LAB4 | 45,434 | 12,616,000 | PRN | SOLE | 12,616,000 | 0 | 0 | ||
| LONGVIEW ACQUISITION CORP II | COM CL A | 54319Q105 | 174 | 17,730 | SH | SOLE | 17,730 | 0 | 0 | ||
| LUCID GROUP INC | COM | 549498103 | 1,308 | 936 | SH | Put | OTR | 1 | 0 | 936 | 0 |
| LUCID GROUP INC | COM | 549498103 | 3,303 | 2,364 | SH | Put | SOLE | 2,364 | 0 | 0 | |
| MANNKIND CORP | NOTE 2.500% 3/0 | 56400PAQ5 | 6,408 | 7,217,000 | PRN | OTR | 1 | 0 | 7,217,000 | 0 | |
| MANNKIND CORP | NOTE 2.500% 3/0 | 56400PAQ5 | 14,902 | 16,783,000 | PRN | SOLE | 16,783,000 | 0 | 0 | ||
| MARATHON DIGITAL HOLDINGS IN | COM | 565788106 | 4,622 | 4,316 | SH | Put | SOLE | 4,316 | 0 | 0 | |
| MARATHON DIGITAL HOLDINGS IN | COM | 565788106 | 1,804 | 1,684 | SH | Put | OTR | 1 | 0 | 1,684 | 0 |
| MARLIN TECHNOLOGY CORP | CL A SHS | G58411102 | 176 | 17,731 | SH | SOLE | 17,731 | 0 | 0 | ||
| MESA LABS INC | NOTE 1.375% 8/1 | 59064RAA7 | 14,319 | 17,174,000 | PRN | SOLE | 17,174,000 | 0 | 0 | ||
| MESA LABS INC | NOTE 1.375% 8/1 | 59064RAA7 | 6,015 | 7,214,000 | PRN | OTR | 1 | 0 | 7,214,000 | 0 | |
| MICROCHIP TECHNOLOGY INC. | COM | 595017104 | 4,170 | 68,324 | SH | SOLE | 68,324 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC. | COM | 595017104 | 1,627 | 26,652 | SH | OTR | 1 | 0 | 26,652 | 0 | |
| MICROSOFT CORP | COM | 594918104 | 6,801 | 292 | SH | Put | OTR | 1 | 0 | 292 | 0 |
| MICROSOFT CORP | COM | 594918104 | 16,489 | 708 | SH | Put | SOLE | 708 | 0 | 0 | |
| MICROSTRATEGY INC | NOTE 0.750%12/1 | 594972AC5 | 3,298 | 4,335,000 | PRN | SOLE | 4,335,000 | 0 | 0 | ||
| MICROSTRATEGY INC | NOTE 0.750%12/1 | 594972AC5 | 1,286 | 1,690,000 | PRN | OTR | 1 | 0 | 1,690,000 | 0 | |
| MICROSTRATEGY INC | NOTE 2/1 | 594972AE1 | 268 | 582,000 | PRN | OTR | 1 | 0 | 582,000 | 0 | |
| MICROSTRATEGY INC | NOTE 2/1 | 594972AE1 | 652 | 1,418,000 | PRN | SOLE | 1,418,000 | 0 | 0 | ||
| MISSION ADVANCEMENT CORP | CL A | 60501L101 | 174 | 17,731 | SH | SOLE | 17,731 | 0 | 0 | ||
| MORINGA ACQUISITION CORP | CL A SHS | G6S23K108 | 144 | 14,539 | SH | OTR | 1 | 0 | 14,539 | 0 | |
| MORINGA ACQUISITION CORP | CL A SHS | G6S23K108 | 352 | 35,461 | SH | SOLE | 35,461 | 0 | 0 | ||
| MORINGA ACQUISITION CORP | *W EXP 02/22/202 | G6S23K124 | 156 | 15,744 | SH | Call | SOLE | 15,744 | 0 | 0 | |
| MOTIVE CAPITAL CORP II | *W EXP 99/99/999 | G6293R114 | 180 | 17,985 | SH | Call | SOLE | 17,985 | 0 | 0 | |
| MOTIVE CAPITAL CORP II | CL A ORD | G6293R106 | 210 | 21,044 | SH | OTR | 1 | 0 | 21,044 | 0 | |
| MOTIVE CAPITAL CORP II | CL A ORD | G6293R106 | 539 | 53,956 | SH | SOLE | 53,956 | 0 | 0 | ||
| NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 9,682 | 9,906,000 | PRN | OTR | 1 | 0 | 9,906,000 | 0 | |
| NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 24,206 | 24,766,000 | PRN | SOLE | 24,766,000 | 0 | 0 | ||
| NICE LTD | SPONSORED ADR | 653656108 | 1,497 | 7,951 | SH | SOLE | 7,951 | 0 | 0 | ||
| NICE LTD | SPONSORED ADR | 653656108 | 600 | 3,186 | SH | OTR | 1 | 0 | 3,186 | 0 | |
| NOBLE ROCK ACQUISITION CORP | CL A SHS | G6546R101 | 176 | 17,731 | SH | SOLE | 17,731 | 0 | 0 | ||
| NORTH ATLANTIC ACQUISITN COR | CL A SHS | G66139109 | 176 | 17,731 | SH | SOLE | 17,731 | 0 | 0 | ||
| NORTHERN STAR INVEST CORP II | COM CL A | 66574L100 | 140 | 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 | ||
| NOVA LTD | NOTE 10/1 | 66980MAB2 | 10,600 | 8,450,000 | PRN | SOLE | 8,450,000 | 0 | 0 | ||
| NOVA LTD | NOTE 10/1 | 66980MAB2 | 4,453 | 3,550,000 | PRN | OTR | 1 | 0 | 3,550,000 | 0 | |
| NOVAVAX INC | NOTE 3.750% 2/0 | 670002AB0 | 16,767 | 17,064,000 | PRN | SOLE | 17,064,000 | 0 | 0 | ||
| NOVAVAX INC | NOTE 3.750% 2/0 | 670002AB0 | 7,201 | 7,329,000 | PRN | OTR | 1 | 0 | 7,329,000 | 0 | |
| NOVOCURE LTD | NOTE 11/0 | 67011XAB9 | 24,529 | 27,620,000 | PRN | SOLE | 27,620,000 | 0 | 0 | ||
| NOVOCURE LTD | NOTE 11/0 | 67011XAB9 | 9,509 | 10,771,000 | PRN | OTR | 1 | 0 | 10,771,000 | 0 | |
| NUTANIX INC | NOTE 1/1 | 67059NAB4 | 36,128 | 36,638,000 | PRN | SOLE | 36,638,000 | 0 | 0 | ||
| NUTANIX INC | NOTE 1/1 | 67059NAB4 | 14,088 | 14,287,000 | PRN | OTR | 1 | 0 | 14,287,000 | 0 | |
| OCCIDENTAL PETE CORP | COM | 674599105 | 1,745 | 284 | SH | Call | SOLE | 284 | 0 | 0 | |
| OCCIDENTAL PETE CORP | COM | 674599105 | 713 | 116 | SH | Call | OTR | 1 | 0 | 116 | 0 |
| OMEROS CORP | COM | 682143102 | 383 | 1,215 | SH | Put | SOLE | 1,215 | 0 | 0 | |
| OMEROS CORP | NOTE 5.250% 2/1 | 682143AG7 | 4,589 | 7,919,000 | PRN | OTR | 1 | 0 | 7,919,000 | 0 | |
| OMEROS CORP | NOTE 5.250% 2/1 | 682143AG7 | 11,468 | 19,790,000 | PRN | SOLE | 19,790,000 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | COM | 682189105 | 11,444 | 183,603 | SH | SOLE | 183,603 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | COM | 682189105 | 4,696 | 75,339 | SH | OTR | 1 | 0 | 75,339 | 0 | |
| ON SEMICONDUCTOR CORP | COM | 682189105 | 11,051 | 1,773 | SH | Call | SOLE | 1,773 | 0 | 0 | |
| ON SEMICONDUCTOR CORP | COM | 682189105 | 4,531 | 727 | SH | Call | OTR | 1 | 0 | 727 | 0 |
| ONE EQUITY PARTNERS OPEN WTR | CL A | 68237L105 | 140 | 14,184 | SH | SOLE | 14,184 | 0 | 0 | ||
| OPENDOOR TECHNOLOGIES INC | COM | 683712103 | 222 | 714 | SH | Put | SOLE | 714 | 0 | 0 | |
| PAGERDUTY INC | NOTE 1.250% 7/0 | 69553PAB6 | 37,188 | 39,108,000 | PRN | SOLE | 39,108,000 | 0 | 0 | ||
| PAGERDUTY INC | NOTE 1.250% 7/0 | 69553PAB6 | 15,639 | 16,446,000 | PRN | OTR | 1 | 0 | 16,446,000 | 0 | |
| PARATEK PHARMACEUTICALS INC | NOTE 4.750% 5/0 | 699374AB0 | 3,871 | 4,421,000 | PRN | OTR | 1 | 0 | 4,421,000 | 0 | |
| PARATEK PHARMACEUTICALS INC | NOTE 4.750% 5/0 | 699374AB0 | 9,677 | 11,050,000 | PRN | SOLE | 11,050,000 | 0 | 0 | ||
| PATRICK INDS INC | DBCV 1.000% 2/0 | 703343AB9 | 5,215 | 5,311,000 | PRN | SOLE | 5,311,000 | 0 | 0 | ||
| PATRICK INDS INC | DBCV 1.000% 2/0 | 703343AB9 | 2,037 | 2,074,000 | PRN | OTR | 1 | 0 | 2,074,000 | 0 | |
| PEGASYSTEMS INC | NOTE 0.750% 3/0 | 705573AB9 | 1,443 | 1,785,000 | PRN | SOLE | 1,785,000 | 0 | 0 | ||
| PEGASYSTEMS INC | NOTE 0.750% 3/0 | 705573AB9 | 578 | 715,000 | PRN | OTR | 1 | 0 | 715,000 | 0 | |
| PERIDOT ACQUISITION CORP II | SHS CL A | G7008B105 | 176 | 17,731 | SH | SOLE | 17,731 | 0 | 0 | ||
| PERIPHAS CAPITAL PARTNERING | COM CL A | 713895100 | 254 | 10,263 | SH | SOLE | 10,263 | 0 | 0 | ||
| PINDUODUO INC | NOTE 10/0 | 722304AB8 | 33,489 | 21,956,000 | PRN | SOLE | 21,956,000 | 0 | 0 | ||
| PINDUODUO INC | NOTE 10/0 | 722304AB8 | 14,104 | 9,247,000 | PRN | OTR | 1 | 0 | 9,247,000 | 0 | |
| PIONEER MERGER CORP | CL A SHS | G7S24C103 | 141 | 14,185 | SH | SOLE | 14,185 | 0 | 0 | ||
| PIVOTAL INVESTMENT CORP III | COM CL A | 72582M106 | 140 | 14,184 | SH | SOLE | 14,184 | 0 | 0 | ||
| PONTEM CORPORATION | SHS CL A | G71707106 | 176 | 17,731 | SH | SOLE | 17,731 | 0 | 0 | ||
| POPULATION HEALTH INVS CO IN | SHS CL A | G71716107 | 176 | 17,606 | SH | SOLE | 17,606 | 0 | 0 | ||
| PRIMAVERA CAPITAL ACQUIST CO | SHS CL A | G7255E109 | 141 | 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 | 223 | 22,413 | SH | SOLE | 22,413 | 0 | 0 | ||
| PROS HOLDINGS INC | NOTE 1.000% 5/1 | 74346YAH6 | 1,215 | 1,316,000 | PRN | OTR | 1 | 0 | 1,316,000 | 0 | |
| PROS HOLDINGS INC | NOTE 1.000% 5/1 | 74346YAH6 | 3,117 | 3,377,000 | PRN | SOLE | 3,377,000 | 0 | 0 | ||
| PROSPECTOR CAPITAL CORP | CL A | G7273A105 | 116 | 11,647 | SH | OTR | 1 | 0 | 11,647 | 0 | |
| PROSPECTOR CAPITAL CORP | CL A | G7273A105 | 283 | 28,408 | SH | SOLE | 28,408 | 0 | 0 | ||
| PROVIDENT ACQUISITION CORP | CL A | G7282L100 | 142 | 14,184 | SH | SOLE | 14,184 | 0 | 0 | ||
| PURE STORAGE INC | NOTE 0.125% 4/1 | 74624MAB8 | 42,172 | 37,250,000 | PRN | SOLE | 37,250,000 | 0 | 0 | ||
| PURE STORAGE INC | NOTE 0.125% 4/1 | 74624MAB8 | 17,291 | 15,273,000 | PRN | OTR | 1 | 0 | 15,273,000 | 0 | |
| REPLIGEN CORP | NOTE 0.375% 7/1 | 759916AB5 | 39,525 | 22,970,000 | PRN | SOLE | 22,970,000 | 0 | 0 | ||
| REPLIGEN CORP | NOTE 0.375% 7/1 | 759916AB5 | 16,071 | 9,340,000 | PRN | OTR | 1 | 0 | 9,340,000 | 0 | |
| REVANCE THERAPEUTICS INC | NOTE 1.750% 2/1 | 761330AB5 | 8,050 | 7,372,000 | PRN | SOLE | 7,372,000 | 0 | 0 | ||
| REVANCE THERAPEUTICS INC | NOTE 1.750% 2/1 | 761330AB5 | 3,305 | 3,027,000 | PRN | OTR | 1 | 0 | 3,027,000 | 0 | |
| RMG ACQUISITION CORP III | CL A SHS | G76088106 | 145 | 14,539 | SH | OTR | 1 | 0 | 14,539 | 0 | |
| RMG ACQUISITION CORP III | CL A SHS | G76088106 | 352 | 35,461 | SH | SOLE | 35,461 | 0 | 0 | ||
| ROYAL CARIBBEAN GROUP | NOTE 4.250% 6/1 | 780153BB7 | 8,489 | 8,683,000 | PRN | OTR | 1 | 0 | 8,683,000 | 0 | |
| ROYAL CARIBBEAN GROUP | NOTE 4.250% 6/1 | 780153BB7 | 20,703 | 21,175,000 | PRN | SOLE | 21,175,000 | 0 | 0 | ||
| SAREPTA THERAPEUTICS INC | DBCV 1.500%11/1 | 803607AB6 | 21,631 | 12,977,000 | PRN | OTR | 1 | 0 | 12,977,000 | 0 | |
| SAREPTA THERAPEUTICS INC | DEBT 1.250% 9/1 | 803607AC4 | 7,967 | 7,714,000 | PRN | OTR | 1 | 0 | 7,714,000 | 0 | |
| SAREPTA THERAPEUTICS INC | DEBT 1.250% 9/1 | 803607AC4 | 20,436 | 19,786,000 | PRN | SOLE | 19,786,000 | 0 | 0 | ||
| SAREPTA THERAPEUTICS INC | DBCV 1.500%11/1 | 803607AB6 | 55,041 | 33,020,000 | PRN | SOLE | 33,020,000 | 0 | 0 | ||
| SARISSA CAPITAL ACQUISITN CO | CL A | G7823W102 | 212 | 21,184 | SH | SOLE | 21,184 | 0 | 0 | ||
| SCION TECH GROWTH II | CL A SHS | G31070108 | 176 | 17,730 | SH | SOLE | 17,730 | 0 | 0 | ||
| SEA LTD | NOTE 0.250% 9/1 | 81141RAG5 | 1,190 | 1,709,000 | PRN | SOLE | 1,709,000 | 0 | 0 | ||
| SEA LTD | NOTE 1.000%12/0 | 81141RAD2 | 12,982 | 10,183,000 | PRN | OTR | 1 | 0 | 10,183,000 | 0 | |
| SEA LTD | NOTE 0.250% 9/1 | 81141RAG5 | 498 | 716,000 | PRN | OTR | 1 | 0 | 716,000 | 0 | |
| SEA LTD | NOTE 1.000%12/0 | 81141RAD2 | 26,816 | 21,034,000 | PRN | SOLE | 21,034,000 | 0 | 0 | ||
| SELECT SECTOR SPDR TR | FINANCIAL | 81369Y605 | 1,093 | 360 | SH | Put | SOLE | 360 | 0 | 0 | |
| SELECT SECTOR SPDR TR | FINANCIAL | 81369Y605 | 1,010 | 33,270 | SH | SOLE | 33,270 | 0 | 0 | ||
| SELECT SECTOR SPDR TR | FINANCIAL | 81369Y605 | 1,093 | 360 | SH | Call | SOLE | 360 | 0 | 0 | |
| SELECT SECTOR SPDR TR | FINANCIAL | 81369Y605 | 449 | 148 | SH | Call | OTR | 1 | 0 | 148 | 0 |
| SELECT SECTOR SPDR TR | FINANCIAL | 81369Y605 | 449 | 148 | SH | Put | OTR | 1 | 0 | 148 | 0 |
| SELECT SECTOR SPDR TR | FINANCIAL | 81369Y605 | 414 | 13,625 | SH | OTR | 1 | 0 | 13,625 | 0 | |
| SHAKE SHACK INC | NOTE 3/0 | 819047AB7 | 913 | 1,354,000 | PRN | OTR | 1 | 0 | 1,354,000 | 0 | |
| SHAKE SHACK INC | NOTE 3/0 | 819047AB7 | 2,120 | 3,146,000 | PRN | SOLE | 3,146,000 | 0 | 0 | ||
| SHOPIFY INC | NOTE 0.125%11/0 | 82509LAA5 | 12,044 | 14,646,000 | PRN | SOLE | 14,646,000 | 0 | 0 | ||
| SHOPIFY INC | NOTE 0.125%11/0 | 82509LAA5 | 4,820 | 5,862,000 | PRN | OTR | 1 | 0 | 5,862,000 | 0 | |
| SIMON PROPERTY GRP ACQ HOLDI | COM CL A | 82880R103 | 105 | 10,638 | SH | SOLE | 10,638 | 0 | 0 | ||
| SNAP INC | NOTE 5/0 | 83304AAF3 | 1,130 | 1,634,000 | PRN | OTR | 1 | 0 | 1,634,000 | 0 | |
| SNAP INC | NOTE 5/0 | 83304AAF3 | 2,850 | 4,101,000 | PRN | SOLE | 4,101,000 | 0 | 0 | ||
| SNAP INC | NOTE 0.250% 5/0 | 83304AAD8 | 12,173 | 13,249,000 | PRN | SOLE | 13,249,000 | 0 | 0 | ||
| SNAP INC | NOTE 0.250% 5/0 | 83304AAD8 | 4,732 | 5,188,000 | PRN | OTR | 1 | 0 | 5,188,000 | 0 | |
| SOLAREDGE TECHNOLOGIES INC | NOTE 9/1 | 83417MAD6 | 33,585 | 30,731,000 | PRN | SOLE | 30,731,000 | 0 | 0 | ||
| SOLAREDGE TECHNOLOGIES INC | NOTE 9/1 | 83417MAD6 | 13,770 | 12,600,000 | PRN | OTR | 1 | 0 | 12,600,000 | 0 | |
| SOUTHWEST AIRLS CO | COM | 844741108 | 3,908 | 126,703 | SH | OTR | 1 | 0 | 126,703 | 0 | |
| SOUTHWEST AIRLS CO | COM | 844741108 | 9,304 | 301,670 | SH | SOLE | 301,670 | 0 | 0 | ||
| SOUTHWEST AIRLS CO | COM | 844741108 | 10,427 | 3,381 | SH | Call | SOLE | 3,381 | 0 | 0 | |
| SOUTHWEST AIRLS CO | COM | 844741108 | 4,376 | 1,419 | SH | Call | OTR | 1 | 0 | 1,419 | 0 |
| SPDR INDEX SHS FDS | EURO STOXX 50 | 78463X202 | 230 | 7,482 | SH | OTR | 1 | 0 | 7,482 | 0 | |
| SPDR INDEX SHS FDS | EURO STOXX 50 | 78463X202 | 535 | 17,401 | SH | SOLE | 17,401 | 0 | 0 | ||
| SPDR INDEX SHS FDS | EURO STOXX 50 | 78463X202 | 1,849 | 601 | SH | Put | OTR | 1 | 0 | 601 | 0 |
| SPDR INDEX SHS FDS | EURO STOXX 50 | 78463X202 | 4,303 | 1,399 | SH | Put | SOLE | 1,399 | 0 | 0 | |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 10,153 | 28,425 | SH | OTR | 1 | 0 | 28,425 | 0 | |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 24,771 | 69,351 | SH | SOLE | 69,351 | 0 | 0 | ||
| SPDR SER TR | S&P HOMEBUILD | 78464A888 | 6,683 | 1,222 | SH | Put | OTR | 1 | 0 | 1,222 | 0 |
| SPDR SER TR | S&P HOMEBUILD | 78464A888 | 16,287 | 2,978 | SH | Put | SOLE | 2,978 | 0 | 0 | |
| SPDR SER TR | S&P METALS MNG | 78464A755 | 361 | 85 | SH | Put | SOLE | 85 | 0 | 0 | |
| STANDARD BIOTOOLS INC | NOTE 5.250%12/0 | 34385PAF5 | 5,932 | 6,738,000 | PRN | SOLE | 6,738,000 | 0 | 0 | ||
| STANDARD BIOTOOLS INC | NOTE 5.250%12/0 | 34385PAF5 | 2,431 | 2,762,000 | PRN | OTR | 1 | 0 | 2,762,000 | 0 | |
| STRATIM CLOUD ACQUISITION CO | CLASS A COM | 86309R107 | 143 | 14,539 | SH | OTR | 1 | 0 | 14,539 | 0 | |
| STRATIM CLOUD ACQUISITION CO | *W EXP 03/05/202 | 86309R115 | 116 | 11,820 | SH | Call | SOLE | 11,820 | 0 | 0 | |
| STRATIM CLOUD ACQUISITION CO | CLASS A COM | 86309R107 | 348 | 35,461 | SH | SOLE | 35,461 | 0 | 0 | ||
| SUNNOVA ENERGY INTL INC. | NOTE 0.250%12/0 | 86745KAF1 | 13,775 | 16,301,000 | PRN | SOLE | 16,301,000 | 0 | 0 | ||
| SUNNOVA ENERGY INTL INC. | NOTE 0.250%12/0 | 86745KAF1 | 5,923 | 7,009,000 | PRN | OTR | 1 | 0 | 7,009,000 | 0 | |
| SUNRUN INC | NOTE 2/0 | 86771WAB1 | 9,493 | 13,285,000 | PRN | SOLE | 13,285,000 | 0 | 0 | ||
| SUNRUN INC | NOTE 2/0 | 86771WAB1 | 3,893 | 5,448,000 | PRN | OTR | 1 | 0 | 5,448,000 | 0 | |
| SUPERNUS PHARMACEUTICALS | NOTE 0.625% 4/0 | 868459AD0 | 28,674 | 29,351,000 | PRN | SOLE | 29,351,000 | 0 | 0 | ||
| SUPERNUS PHARMACEUTICALS | NOTE 0.625% 4/0 | 868459AD0 | 11,470 | 11,741,000 | PRN | OTR | 1 | 0 | 11,741,000 | 0 | |
| SVF INVESTMENT CORP | CL A SHS | G8601L102 | 177 | 17,730 | SH | SOLE | 17,730 | 0 | 0 | ||
| TAILWIND INTERNATNAL ACQ COR | COM CL A | G8662F101 | 144 | 14,538 | SH | OTR | 1 | 0 | 14,538 | 0 | |
| TAILWIND INTERNATNAL ACQ COR | *W EXP 03/01/202 | G8662F119 | 117 | 11,820 | SH | Call | SOLE | 11,820 | 0 | 0 | |
| TAILWIND INTERNATNAL ACQ COR | COM CL A | G8662F101 | 352 | 35,462 | SH | SOLE | 35,462 | 0 | 0 | ||
| TAIWAN SEMICONDUCTOR MFG LTD | SPONSORED ADS | 874039100 | 1,870 | 27,282 | SH | SOLE | 27,282 | 0 | 0 | ||
| TAIWAN SEMICONDUCTOR MFG LTD | SPONSORED ADS | 874039100 | 782 | 114 | SH | Put | OTR | 1 | 0 | 114 | 0 |
| TAIWAN SEMICONDUCTOR MFG LTD | SPONSORED ADS | 874039100 | 1,961 | 286 | SH | Put | SOLE | 286 | 0 | 0 | |
| TAIWAN SEMICONDUCTOR MFG LTD | SPONSORED ADS | 874039100 | 740 | 10,800 | SH | OTR | 1 | 0 | 10,800 | 0 | |
| TCW SPECIAL PURPOSE ACQU COR | COM CL A | 87301L106 | 174 | 17,730 | SH | SOLE | 17,730 | 0 | 0 | ||
| THE REALREAL INC | NOTE 3.000% 6/1 | 88339PAB7 | 4,761 | 8,061,000 | PRN | OTR | 1 | 0 | 8,061,000 | 0 | |
| THE REALREAL INC | NOTE 3.000% 6/1 | 88339PAB7 | 11,900 | 20,150,000 | PRN | SOLE | 20,150,000 | 0 | 0 | ||
| TILRAY BRANDS INC | NOTE 5.000%10/0 | 88688TAB6 | 15,495 | 15,959,000 | PRN | SOLE | 15,959,000 | 0 | 0 | ||
| TILRAY BRANDS INC | NOTE 5.000%10/0 | 88688TAB6 | 6,354 | 6,544,000 | PRN | OTR | 1 | 0 | 6,544,000 | 0 | |
| TISHMAN SPEYER INNOVATION CO | COM CL A | 88825H100 | 140 | 14,184 | SH | SOLE | 14,184 | 0 | 0 | ||
| TRICIDA INC | COM | 89610F101 | 2,279 | 2,175 | SH | Put | OTR | 1 | 0 | 2,175 | 0 |
| TRICIDA INC | NOTE 3.500% 5/1 | 89610FAB7 | 6,929 | 12,626,000 | PRN | SOLE | 12,626,000 | 0 | 0 | ||
| TRICIDA INC | COM | 89610F101 | 5,707 | 5,446 | SH | Put | SOLE | 5,446 | 0 | 0 | |
| TRICIDA INC | NOTE 3.500% 5/1 | 89610FAB7 | 2,772 | 5,051,000 | PRN | OTR | 1 | 0 | 5,051,000 | 0 | |
| TURMERIC ACQUISITION CORP | CL A | G9127T108 | 174 | 17,361 | SH | SOLE | 17,361 | 0 | 0 | ||
| TURNING PT BRANDS INC | NOTE 2.500% 7/1 | 90041LAE5 | 619 | 703,000 | PRN | SOLE | 703,000 | 0 | 0 | ||
| TURNING PT BRANDS INC | NOTE 2.500% 7/1 | 90041LAE5 | 261 | 297,000 | PRN | OTR | 1 | 0 | 297,000 | 0 | |
| TWITTER INC | NOTE 3/1 | 90184LAN2 | 2,673 | 2,908,000 | PRN | OTR | 1 | 0 | 2,908,000 | 0 | |
| TWITTER INC | NOTE 3/1 | 90184LAN2 | 6,505 | 7,092,000 | PRN | SOLE | 7,092,000 | 0 | 0 | ||
| TWO | COM CL A | G9152V101 | 1,087 | 109,935 | SH | SOLE | 109,935 | 0 | 0 | ||
| TWO | COM CL A | G9152V101 | 446 | 45,072 | SH | OTR | 1 | 0 | 45,072 | 0 | |
| TYLER TECHNOLOGIES INC | COM | 902252105 | 820 | 2,360 | SH | OTR | 1 | 0 | 2,360 | 0 | |
| TYLER TECHNOLOGIES INC | COM | 902252105 | 1,952 | 5,616 | SH | SOLE | 5,616 | 0 | 0 | ||
| TZP STRATEGIES ACQUISTN CORP | CL A SHS | G91595101 | 141 | 14,184 | SH | SOLE | 14,184 | 0 | 0 | ||
| VAIL RESORTS INC | COM | 91879Q109 | 779 | 3,613 | SH | OTR | 1 | 0 | 3,613 | 0 | |
| VAIL RESORTS INC | COM | 91879Q109 | 1,997 | 9,259 | SH | SOLE | 9,259 | 0 | 0 | ||
| VECTOIQ ACQUISITION CORP II | COM CL A | 92244F109 | 245 | 24,823 | SH | SOLE | 24,823 | 0 | 0 | ||
| VECTOIQ ACQUISITION CORP II | COM CL A | 92244F109 | 100 | 10,177 | SH | OTR | 1 | 0 | 10,177 | 0 | |
| WARNER BROS DISCOVERY INC | COM SER A | 934423104 | 509 | 443 | SH | Call | OTR | 1 | 0 | 443 | 0 |
| WARNER BROS DISCOVERY INC | COM SER A | 934423104 | 1,216 | 1,057 | SH | Call | SOLE | 1,057 | 0 | 0 | |
| WESTERN DIGITAL CORP. | COM | 958102105 | 484 | 14,880 | SH | SOLE | 14,880 | 0 | 0 | ||
| WESTERN DIGITAL CORP. | COM | 958102105 | 203 | 6,251 | SH | OTR | 1 | 0 | 6,251 | 0 | |
| WIX COM LTD | NOTE 7/0 | 92940WAB5 | 27,046 | 28,050,000 | PRN | SOLE | 28,050,000 | 0 | 0 | ||
| WIX COM LTD | NOTE 7/0 | 92940WAB5 | 10,437 | 10,825,000 | PRN | OTR | 1 | 0 | 10,825,000 | 0 | |
| ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 52,341 | 40,947,000 | PRN | SOLE | 40,947,000 | 0 | 0 | ||
| ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 20,395 | 15,971,000 | PRN | OTR | 1 | 0 | 15,971,000 | 0 | |