The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||||||
| UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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| COLUMN 1 | COLUMN 2 | COLUMN 3 | COLUMN 4 | COLUMN 5 | COLUMN 6 | COLUMN 7 | COLUMN 8 | ||||
| VALUE | SHRS OR | SH/ | PUT/ | INVESTMENT | OTHER | VOTING AUTHORITY | |||||
| NAME OF ISSUER | TITLE OF CLASS | CUSIP | (x$1000) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
| 2U INC | NOTE 2.250% 5/0 | 90214JAB7 | 5,461,912 | 6,931,000 | PRN | OTR | 1 | 0 | 6,931,000 | 0 | |
| 2U INC | NOTE 2.250% 5/0 | 90214JAB7 | 12,417,161 | 15,757,000 | PRN | SOLE | 15,757,000 | 0 | 0 | ||
| 8X8 INC NEW | NOTE 4.000% 2/0 | 282914AE0 | 7,939,049 | 9,025,000 | PRN | SOLE | 9,025,000 | 0 | 0 | ||
| 8X8 INC NEW | NOTE 4.000% 2/0 | 282914AE0 | 3,075,337 | 3,496,000 | PRN | OTR | 1 | 0 | 3,496,000 | 0 | |
| AIRBNB INC | NOTE 3/1 | 009066AB7 | 29,181,633 | 33,283,000 | PRN | SOLE | 33,283,000 | 0 | 0 | ||
| AIRBNB INC | NOTE 3/1 | 009066AB7 | 14,004,562 | 15,976,000 | PRN | OTR | 1 | 0 | 15,976,000 | 0 | |
| ALARM COM HLDGS INC | NOTE 1/1 | 011642AB1 | 2,645,475 | 3,149,000 | PRN | OTR | 1 | 0 | 3,149,000 | 0 | |
| ALARM COM HLDGS INC | NOTE 1/1 | 011642AB1 | 6,755,236 | 8,073,000 | PRN | SOLE | 8,073,000 | 0 | 0 | ||
| ALLY FINL INC | COM | 02005N100 | 2,599,980 | 1,020 | SH | Put | SOLE | 1,020 | 0 | 0 | |
| ALLY FINL INC | COM | 02005N100 | 1,223,520 | 480 | SH | Put | OTR | 1 | 0 | 480 | 0 |
| ALPHA HEALTHCARE ACQU CORP I | CLASS A COM | 02073F104 | 103,297 | 10,177 | SH | OTR | 1 | 0 | 10,177 | 0 | |
| ALPHA HEALTHCARE ACQU CORP I | CLASS A COM | 02073F104 | 251,953 | 24,823 | SH | SOLE | 24,823 | 0 | 0 | ||
| ALPHATEC HLDGS INC | NOTE 0.750% 8/0 | 02081GAB8 | 17,923,282 | 16,778,000 | PRN | SOLE | 16,778,000 | 0 | 0 | ||
| ALPHATEC HLDGS INC | NOTE 0.750% 8/0 | 02081GAB8 | 8,783,242 | 8,222,000 | PRN | OTR | 1 | 0 | 8,222,000 | 0 | |
| ALTERYX INC | NOTE 0.500% 8/0 | 02156BAD5 | 10,074,628 | 10,778,000 | PRN | SOLE | 10,778,000 | 0 | 0 | ||
| ALTERYX INC | NOTE 0.500% 8/0 | 02156BAD5 | 4,330,650 | 4,633,000 | PRN | OTR | 1 | 0 | 4,633,000 | 0 | |
| AMYRIS INC | NOTE 1.500%11/1 | 03236MAJ0 | 6,058,390 | 20,891,000 | PRN | SOLE | 20,891,000 | 0 | 0 | ||
| AMYRIS INC | NOTE 1.500%11/1 | 03236MAJ0 | 2,799,950 | 9,655,000 | PRN | OTR | 1 | 0 | 9,655,000 | 0 | |
| ARRAY TECHNOLOGIES INC | NOTE 1.000%12/0 | 04271TAB6 | 6,135,508 | 5,535,000 | PRN | SOLE | 5,535,000 | 0 | 0 | ||
| ARRAY TECHNOLOGIES INC | NOTE 1.000%12/0 | 04271TAB6 | 2,732,435 | 2,465,000 | PRN | OTR | 1 | 0 | 2,465,000 | 0 | |
| ARTIVION INC | NOTE 4.250% 7/0 | 228903AB6 | 613,386 | 675,000 | PRN | SOLE | 675,000 | 0 | 0 | ||
| ARTIVION INC | NOTE 4.250% 7/0 | 228903AB6 | 295,334 | 325,000 | PRN | OTR | 1 | 0 | 325,000 | 0 | |
| ATLANTICA SUSTAINABLE INFR P | SHS | G0751N103 | 322,204 | 109 | SH | Put | SOLE | 109 | 0 | 0 | |
| AURORA CANNABIS INC | NOTE 5.500% 2/2 | 05156XAG3 | 11,352,453 | 11,696,000 | PRN | SOLE | 11,696,000 | 0 | 0 | ||
| AURORA CANNABIS INC | NOTE 5.500% 2/2 | 05156XAG3 | 5,359,575 | 5,497,000 | PRN | OTR | 1 | 0 | 5,497,000 | 0 | |
| BENTLEY SYS INC | NOTE 0.375% 7/0 | 08265TAD1 | 1,422,523 | 1,682,000 | PRN | OTR | 1 | 0 | 1,682,000 | 0 | |
| BENTLEY SYS INC | NOTE 0.375% 7/0 | 08265TAD1 | 3,229,009 | 3,818,000 | PRN | SOLE | 3,818,000 | 0 | 0 | ||
| BEYOND MEAT INC | NOTE 3/1 | 08862EAB5 | 2,785,196 | 11,250,000 | PRN | OTR | 1 | 0 | 11,250,000 | 0 | |
| BEYOND MEAT INC | NOTE 3/1 | 08862EAB5 | 7,141,984 | 28,848,000 | PRN | SOLE | 28,848,000 | 0 | 0 | ||
| BILIBILI INC | NOTE 1.375% 4/0 | 090040AB2 | 43,781,685 | 36,470,000 | PRN | SOLE | 36,470,000 | 0 | 0 | ||
| BILIBILI INC | NOTE 1.375% 4/0 | 090040AB2 | 18,823,605 | 15,680,000 | PRN | OTR | 1 | 0 | 15,680,000 | 0 | |
| BILL HOLDINGS INC | NOTE 12/0 | 090043AB6 | 36,521,827 | 39,680,000 | PRN | SOLE | 39,680,000 | 0 | 0 | ||
| BILL HOLDINGS INC | NOTE 12/0 | 090043AB6 | 17,171,999 | 18,649,000 | PRN | OTR | 1 | 0 | 18,649,000 | 0 | |
| BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 5,442,815 | 55,973 | SH | OTR | 1 | 0 | 55,973 | 0 | |
| BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 13,395,782 | 137,760 | SH | SOLE | 137,760 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 4,774,484 | 491 | SH | Call | SOLE | 491 | 0 | 0 | |
| BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 991,848 | 102 | SH | Put | OTR | 1 | 0 | 102 | 0 |
| BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 2,411,552 | 248 | SH | Put | SOLE | 248 | 0 | 0 | |
| BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 1,983,696 | 204 | SH | Call | OTR | 1 | 0 | 204 | 0 |
| BLACKLINE INC | NOTE 0.125% 8/0 | 09239BAB5 | 5,668,629 | 5,177,000 | PRN | SOLE | 5,177,000 | 0 | 0 | ||
| BLACKLINE INC | NOTE 0.125% 8/0 | 09239BAB5 | 2,434,105 | 2,223,000 | PRN | OTR | 1 | 0 | 2,223,000 | 0 | |
| BLOCK INC | NOTE 5/0 | 852234AJ2 | 16,170,102 | 19,727,000 | PRN | SOLE | 19,727,000 | 0 | 0 | ||
| BLOCK INC | NOTE 5/0 | 852234AJ2 | 7,641,879 | 9,273,000 | PRN | OTR | 1 | 0 | 9,273,000 | 0 | |
| BLOCK INC | NOTE 0.125% 3/0 | 852234AF0 | 14,492,296 | 15,136,000 | PRN | OTR | 1 | 0 | 15,136,000 | 0 | |
| BLOCK INC | NOTE 0.125% 3/0 | 852234AF0 | 30,830,596 | 32,200,000 | PRN | SOLE | 32,200,000 | 0 | 0 | ||
| BLOOM ENERGY CORP | NOTE 2.500% 8/1 | 093712AH0 | 12,893,357 | 9,367,000 | PRN | OTR | 1 | 0 | 9,367,000 | 0 | |
| BLOOM ENERGY CORP | NOTE 2.500% 8/1 | 093712AH0 | 27,432,969 | 19,930,000 | PRN | SOLE | 19,930,000 | 0 | 0 | ||
| BOOKING HOLDINGS INC | COM | 09857L108 | 7,649,550 | 2,884 | SH | OTR | 1 | 0 | 2,884 | 0 | |
| BOOKING HOLDINGS INC | COM | 09857L108 | 17,787,061 | 6,706 | SH | SOLE | 6,706 | 0 | 0 | ||
| BOX INC | NOTE 1/1 | 10316TAB0 | 12,190,824 | 10,434,000 | PRN | SOLE | 10,434,000 | 0 | 0 | ||
| BOX INC | NOTE 1/1 | 10316TAB0 | 5,729,711 | 4,904,000 | PRN | OTR | 1 | 0 | 4,904,000 | 0 | |
| BRIDGEBIO PHARMA INC | NOTE 2.250% 2/0 | 10806XAD4 | 15,761,111 | 24,811,000 | PRN | SOLE | 24,811,000 | 0 | 0 | ||
| BRIDGEBIO PHARMA INC | NOTE 2.250% 2/0 | 10806XAD4 | 6,698,044 | 10,544,000 | PRN | OTR | 1 | 0 | 10,544,000 | 0 | |
| CERENCE INC | NOTE 3.000% 6/0 | 156727AB5 | 5,178,710 | 4,897,000 | PRN | SOLE | 4,897,000 | 0 | 0 | ||
| CERENCE INC | NOTE 3.000% 6/0 | 156727AB5 | 2,435,485 | 2,303,000 | PRN | OTR | 1 | 0 | 2,303,000 | 0 | |
| CERIDIAN HCM HLDG INC | NOTE 0.250% 3/1 | 15677JAD0 | 3,653,614 | 4,072,000 | PRN | OTR | 1 | 0 | 4,072,000 | 0 | |
| CERIDIAN HCM HLDG INC | NOTE 0.250% 3/1 | 15677JAD0 | 7,773,800 | 8,664,000 | PRN | SOLE | 8,664,000 | 0 | 0 | ||
| CHART INDS INC | NOTE 1.000%11/1 | 16115QAE0 | 5,187,966 | 2,379,000 | PRN | SOLE | 2,379,000 | 0 | 0 | ||
| CHART INDS INC | NOTE 1.000%11/1 | 16115QAE0 | 2,442,422 | 1,120,000 | PRN | OTR | 1 | 0 | 1,120,000 | 0 | |
| CINEMARK HLDGS INC | NOTE 4.500% 8/1 | 17243VAB8 | 32,294,301 | 25,390,000 | PRN | SOLE | 25,390,000 | 0 | 0 | ||
| CINEMARK HLDGS INC | NOTE 4.500% 8/1 | 17243VAB8 | 13,889,476 | 10,920,000 | PRN | OTR | 1 | 0 | 10,920,000 | 0 | |
| COLLEGIUM PHARMACEUTICAL INC | NOTE 2.625% 2/1 | 19459JAA2 | 1,519,714 | 1,419,000 | PRN | SOLE | 1,419,000 | 0 | 0 | ||
| COLLEGIUM PHARMACEUTICAL INC | NOTE 2.625% 2/1 | 19459JAA2 | 606,172 | 566,000 | PRN | OTR | 1 | 0 | 566,000 | 0 | |
| CYBERARK SOFTWARE LTD | NOTE 11/1 | 23248VAB1 | 9,806,568 | 8,766,000 | PRN | OTR | 1 | 0 | 8,766,000 | 0 | |
| CYBERARK SOFTWARE LTD | NOTE 11/1 | 23248VAB1 | 20,857,136 | 18,644,000 | PRN | SOLE | 18,644,000 | 0 | 0 | ||
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 22,723,673 | 21,048,000 | PRN | SOLE | 21,048,000 | 0 | 0 | ||
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 11,144,277 | 10,314,000 | PRN | OTR | 1 | 0 | 10,314,000 | 0 | |
| DEXCOM INC | NOTE 0.750%12/0 | 252131AH0 | 170,329,399 | 60,192,000 | PRN | SOLE | 60,192,000 | 0 | 0 | ||
| DEXCOM INC | COM | 252131107 | 6,262,102 | 539 | SH | Call | SOLE | 539 | 0 | 0 | |
| DEXCOM INC | NOTE 0.750%12/0 | 252131AH0 | 65,868,556 | 23,277,000 | PRN | OTR | 1 | 0 | 23,277,000 | 0 | |
| DEXCOM INC | COM | 252131107 | 2,451,398 | 211 | SH | Call | OTR | 1 | 0 | 211 | 0 |
| DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 2,416,148 | 4,716,000 | PRN | OTR | 1 | 0 | 4,716,000 | 0 | |
| DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 5,140,719 | 10,034,000 | PRN | SOLE | 10,034,000 | 0 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 12/1 | 25470MAF6 | 6,073,375 | 11,345,000 | PRN | SOLE | 11,345,000 | 0 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 12/1 | 25470MAF6 | 2,491,984 | 4,655,000 | PRN | OTR | 1 | 0 | 4,655,000 | 0 | |
| DOCUSIGN INC | NOTE 1/1 | 256163AD8 | 5,732,476 | 5,996,000 | PRN | OTR | 1 | 0 | 5,996,000 | 0 | |
| DOCUSIGN INC | NOTE 1/1 | 256163AD8 | 14,714,565 | 15,391,000 | PRN | SOLE | 15,391,000 | 0 | 0 | ||
| DROPBOX INC | NOTE 3/0 | 26210CAD6 | 1,767,621 | 2,035,000 | PRN | OTR | 1 | 0 | 2,035,000 | 0 | |
| DROPBOX INC | NOTE 3/0 | 26210CAC8 | 2,885,172 | 3,225,000 | PRN | OTR | 1 | 0 | 3,225,000 | 0 | |
| DROPBOX INC | NOTE 3/0 | 26210CAD6 | 4,312,648 | 4,965,000 | PRN | SOLE | 4,965,000 | 0 | 0 | ||
| DROPBOX INC | NOTE 3/0 | 26210CAC8 | 7,038,925 | 7,868,000 | PRN | SOLE | 7,868,000 | 0 | 0 | ||
| DYNAVAX TECHNOLOGIES CORP | NOTE 2.500% 5/1 | 268158AD4 | 17,355,526 | 14,582,000 | PRN | SOLE | 14,582,000 | 0 | 0 | ||
| DYNAVAX TECHNOLOGIES CORP | NOTE 2.500% 5/1 | 268158AD4 | 7,638,716 | 6,418,000 | PRN | OTR | 1 | 0 | 6,418,000 | 0 | |
| ENPHASE ENERGY INC | COM | 29355A107 | 1,086,937 | 5,169 | SH | SOLE | 5,169 | 0 | 0 | ||
| ENPHASE ENERGY INC | COM | 29355A107 | 510,560 | 2,428 | SH | OTR | 1 | 0 | 2,428 | 0 | |
| EURONET WORLDWIDE INC | COM | 298736109 | 2,628,195 | 23,487 | SH | SOLE | 23,487 | 0 | 0 | ||
| EURONET WORLDWIDE INC | COM | 298736109 | 1,023,102 | 9,143 | SH | OTR | 1 | 0 | 9,143 | 0 | |
| EVENTBRITE INC | NOTE 5.000%12/0 | 29975EAB5 | 17,865,783 | 17,267,000 | PRN | SOLE | 17,267,000 | 0 | 0 | ||
| EVENTBRITE INC | NOTE 5.000%12/0 | 29975EAB5 | 8,397,447 | 8,116,000 | PRN | OTR | 1 | 0 | 8,116,000 | 0 | |
| EVOLENT HEALTH INC | NOTE 3.500%12/0 | 30050BAF8 | 2,347,091 | 1,312,000 | PRN | OTR | 1 | 0 | 1,312,000 | 0 | |
| EVOLENT HEALTH INC | NOTE 1.500%10/1 | 30050BAD3 | 11,746,584 | 9,874,000 | PRN | OTR | 1 | 0 | 9,874,000 | 0 | |
| EVOLENT HEALTH INC | NOTE 3.500%12/0 | 30050BAF8 | 5,329,255 | 2,979,000 | PRN | SOLE | 2,979,000 | 0 | 0 | ||
| EVOLENT HEALTH INC | NOTE 1.500%10/1 | 30050BAD3 | 23,976,165 | 20,154,000 | PRN | SOLE | 20,154,000 | 0 | 0 | ||
| FIRST REP BK SAN FRANCISCO C | COM | 33616C100 | 447,680 | 320 | SH | Put | OTR | 1 | 0 | 320 | 0 |
| FIRST REP BK SAN FRANCISCO C | COM | 33616C100 | 223,840 | 160 | SH | Call | OTR | 1 | 0 | 160 | 0 |
| FIRST REP BK SAN FRANCISCO C | COM | 33616C100 | 1,426,980 | 1,020 | SH | Call | SOLE | 1,020 | 0 | 0 | |
| FIVE9 INC | NOTE 0.500% 6/0 | 338307AD3 | 2,116,791 | 2,270,000 | PRN | OTR | 1 | 0 | 2,270,000 | 0 | |
| FIVE9 INC | NOTE 0.500% 6/0 | 338307AD3 | 4,504,009 | 4,830,000 | PRN | SOLE | 4,830,000 | 0 | 0 | ||
| FUBOTV INC | NOTE 3.250% 2/1 | 35953DAB0 | 3,101,784 | 7,218,000 | PRN | SOLE | 7,218,000 | 0 | 0 | ||
| FUBOTV INC | NOTE 3.250% 2/1 | 35953DAB0 | 1,241,917 | 2,890,000 | PRN | OTR | 1 | 0 | 2,890,000 | 0 | |
| GOAL ACQUISITIONS CORP | *W EXP 02/11/202 | 38021H115 | 144,687 | 14,185 | SH | Call | SOLE | 14,185 | 0 | 0 | |
| GOL LINHAS AEREAS INTELIGENT | SPON ADR PFD NEW | 38045R206 | 1,248,724 | 4,748 | SH | Put | SOLE | 4,748 | 0 | 0 | |
| GOL LINHAS AEREAS INTELIGENT | SPON ADR PFD NEW | 38045R206 | 499,437 | 1,899 | SH | Put | OTR | 1 | 0 | 1,899 | 0 |
| GOPRO INC | NOTE 1.250%11/1 | 38268TAD5 | 16,318,034 | 17,982,000 | PRN | SOLE | 17,982,000 | 0 | 0 | ||
| GOPRO INC | NOTE 1.250%11/1 | 38268TAD5 | 7,602,742 | 8,378,000 | PRN | OTR | 1 | 0 | 8,378,000 | 0 | |
| GOSSAMER BIO INC | NOTE 5.000% 6/0 | 38341PAA0 | 3,003,355 | 10,633,000 | PRN | OTR | 1 | 0 | 10,633,000 | 0 | |
| GOSSAMER BIO INC | NOTE 5.000% 6/0 | 38341PAA0 | 6,984,287 | 24,727,000 | PRN | SOLE | 24,727,000 | 0 | 0 | ||
| GUESS INC | NOTE 2.000% 4/1 | 401617AD7 | 24,991,214 | 24,072,000 | PRN | SOLE | 24,072,000 | 0 | 0 | ||
| GUESS INC | NOTE 2.000% 4/1 | 401617AD7 | 9,741,299 | 9,383,000 | PRN | OTR | 1 | 0 | 9,383,000 | 0 | |
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 5,793,576 | 6,824,000 | PRN | OTR | 1 | 0 | 6,824,000 | 0 | |
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 11,821,516 | 13,926,000 | PRN | SOLE | 13,926,000 | 0 | 0 | ||
| HEARTLAND MEDIA ACQUISITION | CL A COM | 42237V108 | 145,240 | 13,952 | SH | OTR | 1 | 0 | 13,952 | 0 | |
| HEARTLAND MEDIA ACQUISITION | *W EXP 99/99/999 | 42237V116 | 186,193 | 17,886 | SH | Call | SOLE | 17,886 | 0 | 0 | |
| HEARTLAND MEDIA ACQUISITION | CL A COM | 42237V108 | 372,397 | 35,773 | SH | SOLE | 35,773 | 0 | 0 | ||
| HESKA CORP | NOTE 3.750% 9/1 | 42805EAB4 | 4,201,782 | 3,198,000 | PRN | OTR | 1 | 0 | 3,198,000 | 0 | |
| HESKA CORP | NOTE 3.750% 9/1 | 42805EAB4 | 8,936,998 | 6,802,000 | PRN | SOLE | 6,802,000 | 0 | 0 | ||
| IMAX CORP | NOTE 0.500% 4/0 | 45245EAJ8 | 1,556,198 | 1,645,000 | PRN | OTR | 1 | 0 | 1,645,000 | 0 | |
| IMAX CORP | NOTE 0.500% 4/0 | 45245EAJ8 | 848,577 | 897,000 | PRN | SOLE | 897,000 | 0 | 0 | ||
| INSMED INC | NOTE 0.750% 6/0 | 457669AB5 | 1,412,862 | 1,808,000 | PRN | OTR | 1 | 0 | 1,808,000 | 0 | |
| INSMED INC | NOTE 0.750% 6/0 | 457669AB5 | 2,885,113 | 3,692,000 | PRN | SOLE | 3,692,000 | 0 | 0 | ||
| INTEL CORP | COM | 458140100 | 1,045,440 | 320 | SH | Call | OTR | 1 | 0 | 320 | 0 |
| INTEL CORP | COM | 458140100 | 2,221,560 | 680 | SH | Call | SOLE | 680 | 0 | 0 | |
| INVESCO QQQ TR | UNIT SER 1 | 46090E103 | 20,539,520 | 640 | SH | Put | OTR | 1 | 0 | 640 | 0 |
| INVESCO QQQ TR | UNIT SER 1 | 46090E103 | 43,646,480 | 1,360 | SH | Put | SOLE | 1,360 | 0 | 0 | |
| IONIS PHARMACEUTICALS INC | NOTE 0.125%12/1 | 462222AB6 | 50,411,733 | 54,632,000 | PRN | SOLE | 54,632,000 | 0 | 0 | ||
| IONIS PHARMACEUTICALS INC | NOTE 0.125%12/1 | 462222AB6 | 20,545,974 | 22,266,000 | PRN | OTR | 1 | 0 | 22,266,000 | 0 | |
| IQIYI INC | NOTE 2.000% 4/0 | 46267XAD0 | 16,538,769 | 16,571,000 | PRN | OTR | 1 | 0 | 16,571,000 | 0 | |
| IQIYI INC | NOTE 2.000% 4/0 | 46267XAD0 | 35,186,428 | 35,255,000 | PRN | SOLE | 35,255,000 | 0 | 0 | ||
| ISHARES SILVER TR | ISHARES | 46428Q109 | 4,514,692 | 2,041 | SH | Call | SOLE | 2,041 | 0 | 0 | |
| ISHARES SILVER TR | ISHARES | 46428Q109 | 2,121,308 | 959 | SH | Call | OTR | 1 | 0 | 959 | 0 |
| ISHARES TR | CHINA LG-CAP ETF | 464287184 | 318,924 | 108 | SH | Put | OTR | 1 | 0 | 108 | 0 |
| ISHARES TR | CHINA LG-CAP ETF | 464287184 | 720,532 | 244 | SH | Call | SOLE | 244 | 0 | 0 | |
| ISHARES TR | CHINA LG-CAP ETF | 464287184 | 720,532 | 244 | SH | Put | SOLE | 244 | 0 | 0 | |
| ISHARES TR | 20 YR TR BD ETF | 464287432 | 14,923,711 | 1,403 | SH | Call | SOLE | 1,403 | 0 | 0 | |
| ISHARES TR | 20 YR TR BD ETF | 464287432 | 6,775,769 | 637 | SH | Call | OTR | 1 | 0 | 637 | 0 |
| ISHARES TR | CHINA LG-CAP ETF | 464287184 | 318,924 | 108 | SH | Call | OTR | 1 | 0 | 108 | 0 |
| KHOSLA VENTURES ACQUISITION | CL A | 482504107 | 128,849 | 12,707 | SH | OTR | 1 | 0 | 12,707 | 0 | |
| KHOSLA VENTURES ACQUISITION | CL A | 482504107 | 314,269 | 30,993 | SH | SOLE | 30,993 | 0 | 0 | ||
| KHOSLA VENTURES ACQUT CO III | COM CL A | 482506102 | 147,571 | 14,539 | SH | OTR | 1 | 0 | 14,539 | 0 | |
| KHOSLA VENTURES ACQUT CO III | COM CL A | 482506102 | 359,929 | 35,461 | SH | SOLE | 35,461 | 0 | 0 | ||
| KNIGHTSWAN ACQUISITION CORP | CL A COM | 499103109 | 219,058 | 21,043 | SH | OTR | 1 | 0 | 21,043 | 0 | |
| KNIGHTSWAN ACQUISITION CORP | *W EXP 99/99/999 | 499103117 | 280,841 | 26,978 | SH | Call | SOLE | 26,978 | 0 | 0 | |
| KNIGHTSWAN ACQUISITION CORP | CL A COM | 499103109 | 561,692 | 53,957 | SH | SOLE | 53,957 | 0 | 0 | ||
| KNIGHTSWAN ACQUISITION CORP | *W EXP 99/99/999 | 499103117 | 109,524 | 10,521 | SH | Call | OTR | 1 | 0 | 10,521 | 0 |
| LIV CAPITAL ACQUISITN CORP I | CLASS A ORD SHS | G5510R105 | 117,280 | 11,223 | SH | OTR | 1 | 0 | 11,223 | 0 | |
| LIV CAPITAL ACQUISITN CORP I | *W EXP 02/07/202 | G5510R113 | 225,532 | 21,582 | SH | Call | SOLE | 21,582 | 0 | 0 | |
| LIV CAPITAL ACQUISITN CORP I | CLASS A ORD SHS | G5510R105 | 283,453 | 28,777 | SH | SOLE | 28,777 | 0 | 0 | ||
| LIVE NATION ENTERTAINMENT IN | NOTE 2.000% 2/1 | 538034AU3 | 5,410,232 | 5,534,000 | PRN | SOLE | 5,534,000 | 0 | 0 | ||
| LIVE NATION ENTERTAINMENT IN | NOTE 2.000% 2/1 | 538034AU3 | 2,545,488 | 2,604,000 | PRN | OTR | 1 | 0 | 2,604,000 | 0 | |
| LIVENT CORP | NOTE 4.125% 7/1 | 53814LAB4 | 16,253,493 | 6,328,000 | PRN | OTR | 1 | 0 | 6,328,000 | 0 | |
| LIVENT CORP | NOTE 4.125% 7/1 | 53814LAB4 | 34,579,762 | 13,463,000 | PRN | SOLE | 13,463,000 | 0 | 0 | ||
| MANNKIND CORP | NOTE 2.500% 3/0 | 56400PAQ5 | 14,514,005 | 13,889,000 | PRN | SOLE | 13,889,000 | 0 | 0 | ||
| MANNKIND CORP | NOTE 2.500% 3/0 | 56400PAQ5 | 6,348,962 | 6,111,000 | PRN | OTR | 1 | 0 | 6,111,000 | 0 | |
| MARATHON DIGITAL HOLDINGS IN | NOTE 1.000%12/0 | 565788AB2 | 2,904,273 | 7,579,000 | PRN | OTR | 1 | 0 | 7,579,000 | 0 | |
| MARATHON DIGITAL HOLDINGS IN | NOTE 1.000%12/0 | 565788AB2 | 7,452,050 | 19,421,000 | PRN | SOLE | 19,421,000 | 0 | 0 | ||
| MESA LABS INC | NOTE 1.375% 8/1 | 59064RAA7 | 1,484,007 | 1,592,000 | PRN | OTR | 1 | 0 | 1,592,000 | 0 | |
| MESA LABS INC | NOTE 1.375% 8/1 | 59064RAA7 | 3,538,498 | 3,796,000 | PRN | SOLE | 3,796,000 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC. | COM | 595017104 | 4,163,866 | 497 | SH | Call | SOLE | 497 | 0 | 0 | |
| MICROCHIP TECHNOLOGY INC. | COM | 595017104 | 2,404,654 | 28,702 | SH | OTR | 1 | 0 | 28,702 | 0 | |
| MICROCHIP TECHNOLOGY INC. | COM | 595017104 | 6,155,484 | 73,472 | SH | SOLE | 73,472 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC. | COM | 595017104 | 1,616,954 | 193 | SH | Call | OTR | 1 | 0 | 193 | 0 |
| MICROSTRATEGY INC | NOTE 0.750%12/1 | 594972AC5 | 1,534,383 | 1,690,000 | PRN | OTR | 1 | 0 | 1,690,000 | 0 | |
| MICROSTRATEGY INC | NOTE 0.750%12/1 | 594972AC5 | 3,935,829 | 4,335,000 | PRN | SOLE | 4,335,000 | 0 | 0 | ||
| MICROSTRATEGY INC | NOTE 2/1 | 594972AE1 | 1,240,015 | 2,381,000 | PRN | SOLE | 2,381,000 | 0 | 0 | ||
| MICROSTRATEGY INC | NOTE 2/1 | 594972AE1 | 582,771 | 1,119,000 | PRN | OTR | 1 | 0 | 1,119,000 | 0 | |
| MOOLEC SCIENCE SA | *W EXP 12/30/202 | L64875112 | 66,557 | 16,313 | SH | Call | SOLE | 16,313 | 0 | 0 | |
| MORINGA ACQUISITION CORP | *W EXP 02/22/202 | G6S23K124 | 145,801 | 14,183 | SH | Call | SOLE | 14,183 | 0 | 0 | |
| MOTIVE CAPITAL CORP II | CL A ORD | G6293R106 | 563,031 | 53,956 | SH | SOLE | 53,956 | 0 | 0 | ||
| MOTIVE CAPITAL CORP II | *W EXP 99/99/999 | G6293R114 | 187,673 | 17,985 | SH | Call | SOLE | 17,985 | 0 | 0 | |
| MOTIVE CAPITAL CORP II | CL A ORD | G6293R106 | 219,594 | 21,044 | SH | OTR | 1 | 0 | 21,044 | 0 | |
| NATIONAL VISION HLDGS INC | NOTE 2.500% 5/1 | 63845RAB3 | 5,375,144 | 5,598,000 | PRN | OTR | 1 | 0 | 5,598,000 | 0 | |
| NATIONAL VISION HLDGS INC | NOTE 2.500% 5/1 | 63845RAB3 | 11,428,181 | 11,902,000 | PRN | SOLE | 11,902,000 | 0 | 0 | ||
| NCL CORP LTD | NOTE 2.500% 2/1 | 62886HBK6 | 6,468,440 | 8,571,000 | PRN | SOLE | 8,571,000 | 0 | 0 | ||
| NCL CORP LTD | NOTE 2.500% 2/1 | 62886HBK6 | 2,587,829 | 3,429,000 | PRN | OTR | 1 | 0 | 3,429,000 | 0 | |
| NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 12,925,489 | 12,982,000 | PRN | SOLE | 12,982,000 | 0 | 0 | ||
| NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 5,167,408 | 5,190,000 | PRN | OTR | 1 | 0 | 5,190,000 | 0 | |
| NEW YORK CMNTY BANCORP INC | COM | 649445103 | 614,720 | 680 | SH | Put | SOLE | 680 | 0 | 0 | |
| NEW YORK CMNTY BANCORP INC | COM | 649445103 | 289,280 | 320 | SH | Put | OTR | 1 | 0 | 320 | 0 |
| NOVA LTD | NOTE 10/1 | 66980MAB2 | 8,090,104 | 5,563,000 | PRN | OTR | 1 | 0 | 5,563,000 | 0 | |
| NOVA LTD | NOTE 10/1 | 66980MAB2 | 18,813,891 | 12,937,000 | PRN | SOLE | 12,937,000 | 0 | 0 | ||
| NOVOCURE LTD | NOTE 11/0 | 67011XAB9 | 23,852,464 | 27,620,000 | PRN | SOLE | 27,620,000 | 0 | 0 | ||
| NOVOCURE LTD | NOTE 11/0 | 67011XAB9 | 10,726,032 | 12,380,000 | PRN | OTR | 1 | 0 | 12,380,000 | 0 | |
| NUTANIX INC | NOTE 0.250%10/0 | 67059NAH1 | 3,189,020 | 3,845,000 | PRN | SOLE | 3,845,000 | 0 | 0 | ||
| NUTANIX INC | NOTE 0.250%10/0 | 67059NAH1 | 1,381,760 | 1,655,000 | PRN | OTR | 1 | 0 | 1,655,000 | 0 | |
| OAK STR HEALTH INC | NOTE 3/1 | 67181AAB3 | 17,922,075 | 18,195,000 | PRN | SOLE | 18,195,000 | 0 | 0 | ||
| OAK STR HEALTH INC | NOTE 3/1 | 67181AAB3 | 8,426,675 | 8,555,000 | PRN | OTR | 1 | 0 | 8,555,000 | 0 | |
| OCCIDENTAL PETE CORP | COM | 674599105 | 249,720 | 4,000 | SH | SOLE | 4,000 | 0 | 0 | ||
| OKTA INC | NOTE 0.125% 9/0 | 679295AD7 | 6,664,307 | 7,382,000 | PRN | SOLE | 7,382,000 | 0 | 0 | ||
| OKTA INC | NOTE 0.125% 9/0 | 679295AD7 | 3,275,375 | 3,618,000 | PRN | OTR | 1 | 0 | 3,618,000 | 0 | |
| OMEROS CORP | NOTE 5.250% 2/1 | 682143AG7 | 5,593,348 | 7,919,000 | PRN | OTR | 1 | 0 | 7,919,000 | 0 | |
| OMEROS CORP | NOTE 5.250% 2/1 | 682143AG7 | 13,978,074 | 19,790,000 | PRN | SOLE | 19,790,000 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | COM | 682189105 | 1,706,494 | 20,730 | SH | SOLE | 20,730 | 0 | 0 | ||
| PAGERDUTY INC | NOTE 1.250% 7/0 | 69553PAB6 | 37,849,934 | 33,481,000 | PRN | SOLE | 33,481,000 | 0 | 0 | ||
| PAGERDUTY INC | NOTE 1.250% 7/0 | 69553PAB6 | 18,168,105 | 16,071,000 | PRN | OTR | 1 | 0 | 16,071,000 | 0 | |
| PARATEK PHARMACEUTICALS INC | NOTE 4.750% 5/0 | 699374AB0 | 3,558,905 | 4,421,000 | PRN | OTR | 1 | 0 | 4,421,000 | 0 | |
| PARATEK PHARMACEUTICALS INC | NOTE 4.750% 5/0 | 699374AB0 | 8,840,000 | 11,050,000 | PRN | SOLE | 11,050,000 | 0 | 0 | ||
| PDD HOLDINGS INC | NOTE 10/0 | 722304AB8 | 21,817,458 | 12,188,000 | PRN | OTR | 1 | 0 | 12,188,000 | 0 | |
| PDD HOLDINGS INC | NOTE 10/0 | 722304AB8 | 46,416,698 | 25,930,000 | PRN | SOLE | 25,930,000 | 0 | 0 | ||
| PEABODY ENGR CORP | NOTE 3.250% 3/0 | 704551AD2 | 12,218,503 | 8,001,000 | PRN | SOLE | 8,001,000 | 0 | 0 | ||
| PEABODY ENGR CORP | NOTE 3.250% 3/0 | 704551AD2 | 4,885,263 | 3,199,000 | PRN | OTR | 1 | 0 | 3,199,000 | 0 | |
| PEGASYSTEMS INC | NOTE 0.750% 3/0 | 705573AB9 | 641,948 | 715,000 | PRN | OTR | 1 | 0 | 715,000 | 0 | |
| PEGASYSTEMS INC | NOTE 0.750% 3/0 | 705573AB9 | 1,602,626 | 1,785,000 | PRN | SOLE | 1,785,000 | 0 | 0 | ||
| PERFICIENT INC | NOTE 0.125%11/1 | 71375UAF8 | 3,166,786 | 3,981,000 | PRN | OTR | 1 | 0 | 3,981,000 | 0 | |
| PERFICIENT INC | NOTE 0.125%11/1 | 71375UAF8 | 6,736,878 | 8,469,000 | PRN | SOLE | 8,469,000 | 0 | 0 | ||
| PROS HOLDINGS INC | NOTE 1.000% 5/1 | 74346YAH6 | 3,027,771 | 3,188,000 | PRN | OTR | 1 | 0 | 3,188,000 | 0 | |
| PROS HOLDINGS INC | NOTE 1.000% 5/1 | 74346YAH6 | 6,178,059 | 6,505,000 | PRN | SOLE | 6,505,000 | 0 | 0 | ||
| PURE STORAGE INC | NOTE 0.125% 4/1 | 74624MAB8 | 35,331,000 | 35,331,000 | PRN | SOLE | 35,331,000 | 0 | 0 | ||
| PURE STORAGE INC | NOTE 0.125% 4/1 | 74624MAB8 | 15,192,000 | 15,192,000 | PRN | OTR | 1 | 0 | 15,192,000 | 0 | |
| REPLIGEN CORP | NOTE 0.375% 7/1 | 759916AB5 | 14,792,205 | 9,593,000 | PRN | OTR | 1 | 0 | 9,593,000 | 0 | |
| REPLIGEN CORP | NOTE 0.375% 7/1 | 759916AB5 | 34,565,003 | 22,416,000 | PRN | SOLE | 22,416,000 | 0 | 0 | ||
| REVANCE THERAPEUTICS INC | NOTE 1.750% 2/1 | 761330AB5 | 854,751 | 695,000 | PRN | OTR | 1 | 0 | 695,000 | 0 | |
| REVANCE THERAPEUTICS INC | NOTE 1.750% 2/1 | 761330AB5 | 2,077,229 | 1,689,000 | PRN | SOLE | 1,689,000 | 0 | 0 | ||
| ROYAL CARIBBEAN GROUP | NOTE 4.250% 6/1 | 780153BB7 | 24,321,363 | 23,767,000 | PRN | SOLE | 23,767,000 | 0 | 0 | ||
| ROYAL CARIBBEAN GROUP | NOTE 4.250% 6/1 | 780153BB7 | 11,674,092 | 11,408,000 | PRN | OTR | 1 | 0 | 11,408,000 | 0 | |
| SEA LTD | NOTE 2.375%12/0 | 81141RAF7 | 9,404,611 | 7,740,000 | PRN | OTR | 1 | 0 | 7,740,000 | 0 | |
| SEA LTD | NOTE 1.000%12/0 | 81141RAD2 | 16,141,772 | 9,182,000 | PRN | OTR | 1 | 0 | 9,182,000 | 0 | |
| SEA LTD | NOTE 0.250% 9/1 | 81141RAG5 | 379,200 | 480,000 | PRN | OTR | 1 | 0 | 480,000 | 0 | |
| SEA LTD | NOTE 2.375%12/0 | 81141RAF7 | 17,934,373 | 14,760,000 | PRN | SOLE | 14,760,000 | 0 | 0 | ||
| SEA LTD | NOTE 1.000%12/0 | 81141RAD2 | 34,342,140 | 19,535,000 | PRN | SOLE | 19,535,000 | 0 | 0 | ||
| SEA LTD | NOTE 0.250% 9/1 | 81141RAG5 | 804,385 | 1,020,000 | PRN | SOLE | 1,020,000 | 0 | 0 | ||
| SELECT SECTOR SPDR TR | ENERGY | 81369Y506 | 2,120,448 | 256 | SH | Call | OTR | 1 | 0 | 256 | 0 |
| SELECT SECTOR SPDR TR | ENERGY | 81369Y506 | 4,505,952 | 544 | SH | Call | SOLE | 544 | 0 | 0 | |
| SELECT SECTOR SPDR TR | FINANCIAL | 81369Y605 | 8,744,800 | 2,720 | SH | Put | SOLE | 2,720 | 0 | 0 | |
| SELECT SECTOR SPDR TR | FINANCIAL | 81369Y605 | 4,115,200 | 1,280 | SH | Put | OTR | 1 | 0 | 1,280 | 0 |
| SHAKE SHACK INC | NOTE 3/0 | 819047AB7 | 1,603,443 | 2,193,000 | PRN | OTR | 1 | 0 | 2,193,000 | 0 | |
| SHAKE SHACK INC | NOTE 3/0 | 819047AB7 | 3,643,390 | 4,983,000 | PRN | SOLE | 4,983,000 | 0 | 0 | ||
| SHIFT4 PMTS INC | NOTE 12/1 | 82452JAB5 | 3,172,116 | 2,720,000 | PRN | SOLE | 2,720,000 | 0 | 0 | ||
| SHIFT4 PMTS INC | NOTE 12/1 | 82452JAB5 | 1,499,392 | 1,280,000 | PRN | OTR | 1 | 0 | 1,280,000 | 0 | |
| SHOPIFY INC | NOTE 0.125%11/0 | 82509LAA5 | 12,929,180 | 14,646,000 | PRN | SOLE | 14,646,000 | 0 | 0 | ||
| SHOPIFY INC | NOTE 0.125%11/0 | 82509LAA5 | 5,182,008 | 5,862,000 | PRN | OTR | 1 | 0 | 5,862,000 | 0 | |
| SNAP INC | NOTE 0.250% 5/0 | 83304AAD8 | 12,704,585 | 13,249,000 | PRN | SOLE | 13,249,000 | 0 | 0 | ||
| SNAP INC | NOTE 0.250% 5/0 | 83304AAD8 | 5,048,463 | 5,293,000 | PRN | OTR | 1 | 0 | 5,293,000 | 0 | |
| SOLAREDGE TECHNOLOGIES INC | NOTE 9/1 | 83417MAD6 | 7,493,961 | 5,764,000 | PRN | OTR | 1 | 0 | 5,764,000 | 0 | |
| SOLAREDGE TECHNOLOGIES INC | NOTE 9/1 | 83417MAD6 | 18,288,957 | 14,067,000 | PRN | SOLE | 14,067,000 | 0 | 0 | ||
| SOUTHWEST AIRLS CO | COM | 844741108 | 9,129,585 | 280,565 | SH | SOLE | 280,565 | 0 | 0 | ||
| SOUTHWEST AIRLS CO | COM | 844741108 | 8,229,366 | 2,529 | SH | Call | SOLE | 2,529 | 0 | 0 | |
| SOUTHWEST AIRLS CO | COM | 844741108 | 3,455,748 | 1,062 | SH | Call | OTR | 1 | 0 | 1,062 | 0 |
| SOUTHWEST AIRLS CO | COM | 844741108 | 3,834,091 | 117,827 | SH | OTR | 1 | 0 | 117,827 | 0 | |
| SPDR GOLD TR | GOLD SHS | 78463V107 | 17,589,120 | 960 | SH | Call | OTR | 1 | 0 | 960 | 0 |
| SPDR GOLD TR | GOLD SHS | 78463V107 | 37,376,880 | 2,040 | SH | Call | SOLE | 2,040 | 0 | 0 | |
| SPDR INDEX SHS FDS | EURO STOXX 50 | 78463X202 | 2,914,010 | 649 | SH | Put | OTR | 1 | 0 | 649 | 0 |
| SPDR INDEX SHS FDS | EURO STOXX 50 | 78463X202 | 6,065,990 | 1,351 | SH | Put | SOLE | 1,351 | 0 | 0 | |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 12,802,853 | 31,273 | SH | SOLE | 31,273 | 0 | 0 | ||
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 5,697,481 | 13,917 | SH | OTR | 1 | 0 | 13,917 | 0 | |
| SPDR SER TR | S&P REGL BKG | 78464A698 | 2,057,034 | 469 | SH | Put | OTR | 1 | 0 | 469 | 0 |
| SPDR SER TR | S&P REGL BKG | 78464A698 | 4,381,614 | 999 | SH | Put | SOLE | 999 | 0 | 0 | |
| SPLUNK INC | NOTE 1.125% 6/1 | 848637AF1 | 6,368,262 | 7,431,000 | PRN | SOLE | 7,431,000 | 0 | 0 | ||
| SPLUNK INC | NOTE 1.125% 6/1 | 848637AF1 | 3,058,583 | 3,569,000 | PRN | OTR | 1 | 0 | 3,569,000 | 0 | |
| STANDARD BIOTOOLS INC | NOTE 5.250%12/0 | 34385PAF5 | 6,868,016 | 6,738,000 | PRN | SOLE | 6,738,000 | 0 | 0 | ||
| STANDARD BIOTOOLS INC | NOTE 5.250%12/0 | 34385PAF5 | 2,815,296 | 2,762,000 | PRN | OTR | 1 | 0 | 2,762,000 | 0 | |
| STRATIM CLOUD ACQUISITION CO | *W EXP 03/05/202 | 86309R115 | 120,446 | 11,820 | SH | Call | SOLE | 11,820 | 0 | 0 | |
| SUNNOVA ENERGY INTL INC. | NOTE 0.250%12/0 | 86745KAF1 | 12,146,506 | 17,218,000 | PRN | SOLE | 17,218,000 | 0 | 0 | ||
| SUNNOVA ENERGY INTL INC. | NOTE 0.250%12/0 | 86745KAF1 | 5,708,534 | 8,092,000 | PRN | OTR | 1 | 0 | 8,092,000 | 0 | |
| SUNRUN INC | NOTE 2/0 | 86771WAB1 | 10,213,234 | 15,257,000 | PRN | SOLE | 15,257,000 | 0 | 0 | ||
| SUNRUN INC | NOTE 2/0 | 86771WAB1 | 5,004,532 | 7,476,000 | PRN | OTR | 1 | 0 | 7,476,000 | 0 | |
| SUPERNUS PHARMACEUTICALS | NOTE 0.625% 4/0 | 868459AD0 | 11,705,049 | 11,741,000 | PRN | OTR | 1 | 0 | 11,741,000 | 0 | |
| SUPERNUS PHARMACEUTICALS | NOTE 0.625% 4/0 | 868459AD0 | 29,261,128 | 29,351,000 | PRN | SOLE | 29,351,000 | 0 | 0 | ||
| TECK RESOURCES LTD | CL B | 878742204 | 467,200 | 128 | SH | Call | OTR | 1 | 0 | 128 | 0 |
| TECK RESOURCES LTD | CL B | 878742204 | 992,800 | 272 | SH | Call | SOLE | 272 | 0 | 0 | |
| THE REALREAL INC | NOTE 1.000% 3/0 | 88339PAD3 | 670,183 | 2,041,000 | PRN | SOLE | 2,041,000 | 0 | 0 | ||
| THE REALREAL INC | NOTE 3.000% 6/1 | 88339PAB7 | 9,630,089 | 15,423,000 | PRN | SOLE | 15,423,000 | 0 | 0 | ||
| THE REALREAL INC | NOTE 3.000% 6/1 | 88339PAB7 | 3,850,038 | 6,166,000 | PRN | OTR | 1 | 0 | 6,166,000 | 0 | |
| THE REALREAL INC | NOTE 1.000% 3/0 | 88339PAD3 | 314,897 | 959,000 | PRN | OTR | 1 | 0 | 959,000 | 0 | |
| TILRAY BRANDS INC | NOTE 5.000%10/0 | 88688TAB6 | 6,558,895 | 6,650,000 | PRN | OTR | 1 | 0 | 6,650,000 | 0 | |
| TILRAY BRANDS INC | NOTE 5.000%10/0 | 88688TAB6 | 15,740,360 | 15,959,000 | PRN | SOLE | 15,959,000 | 0 | 0 | ||
| TWO | COM CL A | G9152V101 | 461,988 | 45,072 | SH | OTR | 1 | 0 | 45,072 | 0 | |
| VAIL RESORTS INC | COM | 91879Q109 | 784,464 | 3,357 | SH | OTR | 1 | 0 | 3,357 | 0 | |
| VAIL RESORTS INC | COM | 91879Q109 | 1,669,410 | 7,144 | SH | SOLE | 7,144 | 0 | 0 | ||
| VANECK ETF TRUST | GOLD MINERS ETF | 92189F106 | 1,099,900 | 340 | SH | Call | OTR | 1 | 0 | 340 | 0 |
| VANECK ETF TRUST | GOLD MINERS ETF | 92189F106 | 2,135,100 | 660 | SH | Call | SOLE | 660 | 0 | 0 | |
| VAREX IMAGING CORP | NOTE 4.000% 6/0 | 92214XAB2 | 2,452,387 | 2,238,000 | PRN | OTR | 1 | 0 | 2,238,000 | 0 | |
| VAREX IMAGING CORP | NOTE 4.000% 6/0 | 92214XAB2 | 5,218,171 | 4,762,000 | PRN | SOLE | 4,762,000 | 0 | 0 | ||
| VARONIS SYS INC | NOTE 1.250% 8/1 | 922280AB8 | 5,495,165 | 5,027,000 | PRN | OTR | 1 | 0 | 5,027,000 | 0 | |
| VARONIS SYS INC | NOTE 1.250% 8/1 | 922280AB8 | 11,448,351 | 10,473,000 | PRN | SOLE | 10,473,000 | 0 | 0 | ||
| VERINT SYSTEMS INC | NOTE 0.250% 4/1 | 92343XAC4 | 5,808,983 | 6,556,000 | PRN | OTR | 1 | 0 | 6,556,000 | 0 | |
| VERINT SYSTEMS INC | NOTE 0.250% 4/1 | 92343XAC4 | 12,359,594 | 13,949,000 | PRN | SOLE | 13,949,000 | 0 | 0 | ||
| VOYA FINANCIAL INC | COM | 929089100 | 2,286,720 | 320 | SH | Put | OTR | 1 | 0 | 320 | 0 |
| VOYA FINANCIAL INC | COM | 929089100 | 4,859,280 | 680 | SH | Put | SOLE | 680 | 0 | 0 | |
| WAYFAIR INC | NOTE 1.000% 8/1 | 94419LAF8 | 1,075,036 | 1,644,000 | PRN | OTR | 1 | 0 | 1,644,000 | 0 | |
| WAYFAIR INC | NOTE 1.000% 8/1 | 94419LAF8 | 2,194,539 | 3,356,000 | PRN | SOLE | 3,356,000 | 0 | 0 | ||
| WIX COM LTD | NOTE 7/0 | 92940WAB5 | 27,734,604 | 28,050,000 | PRN | SOLE | 28,050,000 | 0 | 0 | ||
| WIX COM LTD | NOTE 7/0 | 92940WAB5 | 10,703,284 | 10,825,000 | PRN | OTR | 1 | 0 | 10,825,000 | 0 | |
| XOMETRY INC | NOTE 1.000% 2/0 | 98423FAB5 | 6,864,679 | 10,070,000 | PRN | SOLE | 10,070,000 | 0 | 0 | ||
| XOMETRY INC | NOTE 1.000% 2/0 | 98423FAB5 | 3,019,913 | 4,430,000 | PRN | OTR | 1 | 0 | 4,430,000 | 0 | |
| ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 40,184,065 | 38,070,000 | PRN | SOLE | 38,070,000 | 0 | 0 | ||
| ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 15,698,790 | 14,848,000 | PRN | OTR | 1 | 0 | 14,848,000 | 0 | |