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 |
| 3D SYS CORP DEL | NOTE 11/1 | 88554DAD8 | 13,181,940 | 14,832,000 | PRN | SOLE | 14,832,000 | 0 | 0 | ||
| 3D SYS CORP DEL | NOTE 11/1 | 88554DAD8 | 4,746,814 | 5,341,000 | PRN | OTR | 1 | 0 | 5,341,000 | 0 | |
| ACCURAY INC DEL | NOTE 3.750% 6/0 | 004397AK1 | 5,743,455 | 6,277,000 | PRN | SOLE | 6,277,000 | 0 | 0 | ||
| ACCURAY INC DEL | NOTE 3.750% 6/0 | 004397AK1 | 2,125,545 | 2,323,000 | PRN | OTR | 1 | 0 | 2,323,000 | 0 | |
| AFFIRM HLDGS INC | NOTE 11/1 | 00827BAB2 | 17,340,705 | 19,161,000 | PRN | SOLE | 19,161,000 | 0 | 0 | ||
| AFFIRM HLDGS INC | NOTE 11/1 | 00827BAB2 | 8,150,430 | 9,006,000 | PRN | OTR | 1 | 0 | 9,006,000 | 0 | |
| AIR TRANSPORT SERVICES GRP I | COM | 00922R105 | 707,185 | 32,174 | SH | SOLE | 32,174 | 0 | 0 | ||
| AIR TRANSPORT SERVICES GRP I | COM | 00922R105 | 247,583 | 11,264 | SH | OTR | 1 | 0 | 11,264 | 0 | |
| ALARM COM HLDGS INC | COM | 011642105 | 1,482,304 | 24,380 | SH | SOLE | 24,380 | 0 | 0 | ||
| ALARM COM HLDGS INC | NOTE 1/1 | 011642AB1 | 6,105,690 | 6,444,000 | PRN | SOLE | 6,444,000 | 0 | 0 | ||
| ALARM COM HLDGS INC | COM | 011642105 | 518,138 | 8,522 | SH | OTR | 1 | 0 | 8,522 | 0 | |
| ALARM COM HLDGS INC | NOTE 1/1 | 011642AB1 | 2,869,030 | 3,028,000 | PRN | OTR | 1 | 0 | 3,028,000 | 0 | |
| ALBERTSONS COS INC | COMMON STOCK | 013091103 | 8,111,320 | 4,130 | SH | Call | SOLE | 4,130 | 0 | 0 | |
| ALBERTSONS COS INC | COMMON STOCK | 013091103 | 2,839,944 | 1,446 | SH | Call | OTR | 1 | 0 | 1,446 | 0 |
| ALNYLAM PHARMACEUTICALS INC | NOTE 1.000% 9/1 | 02043QAB3 | 17,767,824 | 16,646,000 | PRN | SOLE | 16,646,000 | 0 | 0 | ||
| ALNYLAM PHARMACEUTICALS INC | NOTE 1.000% 9/1 | 02043QAB3 | 7,056,535 | 6,611,000 | PRN | OTR | 1 | 0 | 6,611,000 | 0 | |
| ALPHATEC HLDGS INC | NOTE 0.750% 8/0 | 02081GAB8 | 32,125,585 | 33,887,000 | PRN | SOLE | 33,887,000 | 0 | 0 | ||
| ALPHATEC HLDGS INC | NOTE 0.750% 8/0 | 02081GAB8 | 11,246,373 | 11,863,000 | PRN | OTR | 1 | 0 | 11,863,000 | 0 | |
| ALTAIR ENGR INC | COM CL A | 021369103 | 808,178 | 7,407 | SH | SOLE | 7,407 | 0 | 0 | ||
| ALTAIR ENGR INC | COM CL A | 021369103 | 282,922 | 2,593 | SH | OTR | 1 | 0 | 2,593 | 0 | |
| APELLIS PHARMACEUTICALS INC | NOTE 3.500% 9/1 | 03753UAB2 | 26,181,534 | 22,604,000 | PRN | SOLE | 22,604,000 | 0 | 0 | ||
| APELLIS PHARMACEUTICALS INC | NOTE 3.500% 9/1 | 03753UAB2 | 11,295,449 | 9,752,000 | PRN | SOLE | 9,752,000 | 0 | 0 | ||
| APELLIS PHARMACEUTICALS INC | NOTE 3.500% 9/1 | 03753UAB2 | 14,059,081 | 12,138,000 | PRN | OTR | 1 | 0 | 12,138,000 | 0 | |
| ARES CAPITAL CORP | COM | 04010L103 | 372,283 | 17,007 | SH | SOLE | 17,007 | 0 | 0 | ||
| ARTIVION INC | NOTE 4.250% 7/0 | 228903AB6 | 19,334,584 | 15,050,000 | PRN | SOLE | 15,050,000 | 0 | 0 | ||
| ARTIVION INC | NOTE 4.250% 7/0 | 228903AB6 | 8,896,478 | 6,925,000 | PRN | OTR | 1 | 0 | 6,925,000 | 0 | |
| ASSERTIO HOLDINGS INC | NOTE 6.500% 9/0 | 04546CAB2 | 5,231,508 | 6,063,000 | PRN | SOLE | 6,063,000 | 0 | 0 | ||
| ASSERTIO HOLDINGS INC | NOTE 6.500% 9/0 | 04546CAB2 | 1,724,853 | 1,999,000 | PRN | OTR | 1 | 0 | 1,999,000 | 0 | |
| ASSERTIO HOLDINGS INC | NOTE 6.500% 9/0 | 04546CAB2 | 679,932 | 788,000 | PRN | OTR | 1 | 0 | 788,000 | 0 | |
| AT&T INC | COM | 00206R102 | 2,173,557 | 160,233 | SH | OTR | 1 | 0 | 160,233 | 0 | |
| AXON ENTERPRISE INC | NOTE 0.500%12/1 | 05464CAB7 | 64,744,059 | 24,813,000 | PRN | SOLE | 24,813,000 | 0 | 0 | ||
| AXON ENTERPRISE INC | NOTE 0.500%12/1 | 05464CAB7 | 22,666,824 | 8,687,000 | PRN | OTR | 1 | 0 | 8,687,000 | 0 | |
| BENTLEY SYS INC | NOTE 0.375% 7/0 | 08265TAD1 | 16,220,975 | 18,014,000 | PRN | SOLE | 18,014,000 | 0 | 0 | ||
| BENTLEY SYS INC | NOTE 0.375% 7/0 | 08265TAD1 | 5,840,416 | 6,486,000 | PRN | OTR | 1 | 0 | 6,486,000 | 0 | |
| BEYOND MEAT INC | NOTE 3/1 | 08862EAB5 | 4,505,615 | 29,848,000 | PRN | SOLE | 29,848,000 | 0 | 0 | ||
| BEYOND MEAT INC | NOTE 3/1 | 08862EAB5 | 1,698,210 | 11,250,000 | PRN | OTR | 1 | 0 | 11,250,000 | 0 | |
| BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 3,523,128 | 536 | SH | Call | SOLE | 536 | 0 | 0 | |
| BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 2,404,929 | 36,588 | SH | SOLE | 36,588 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 1,406,622 | 214 | SH | Call | OTR | 1 | 0 | 214 | 0 |
| BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 963,668 | 14,661 | SH | OTR | 1 | 0 | 14,661 | 0 | |
| BLOCK INC | NOTE 0.125% 3/0 | 852234AF0 | 47,068,052 | 47,376,000 | PRN | SOLE | 47,376,000 | 0 | 0 | ||
| BLOCK INC | NOTE 0.125% 3/0 | 852234AF0 | 18,641,041 | 18,763,000 | PRN | OTR | 1 | 0 | 18,763,000 | 0 | |
| BLOOM ENERGY CORP | NOTE 3.000% 6/0 | 093712AK3 | 27,052,967 | 19,542,000 | PRN | SOLE | 19,542,000 | 0 | 0 | ||
| BLOOM ENERGY CORP | NOTE 3.000% 6/0 | 093712AK3 | 9,470,338 | 6,841,000 | PRN | OTR | 1 | 0 | 6,841,000 | 0 | |
| BOEING CO | COM | 097023105 | 658,794 | 3,722 | SH | SOLE | 3,722 | 0 | 0 | ||
| BOEING CO | COM | 097023105 | 237,180 | 1,340 | SH | OTR | 1 | 0 | 1,340 | 0 | |
| BOX INC | NOTE 1/1 | 10316TAB0 | 13,208,755 | 10,434,000 | PRN | SOLE | 10,434,000 | 0 | 0 | ||
| BOX INC | NOTE 1/1 | 10316TAB0 | 6,208,140 | 4,904,000 | PRN | OTR | 1 | 0 | 4,904,000 | 0 | |
| BURLINGTON STORES INC | NOTE 2.250% 4/1 | 122017AB2 | 29,284,326 | 22,453,000 | PRN | SOLE | 22,453,000 | 0 | 0 | ||
| BURLINGTON STORES INC | NOTE 2.250% 4/1 | 122017AB2 | 12,823,386 | 9,832,000 | PRN | OTR | 1 | 0 | 9,832,000 | 0 | |
| CAMTEK LTD | NOTE 12/0 | 13469VAB4 | 15,813,046 | 10,533,000 | PRN | SOLE | 10,533,000 | 0 | 0 | ||
| CAMTEK LTD | NOTE 12/0 | 13469VAB4 | 7,434,368 | 4,952,000 | PRN | OTR | 1 | 0 | 4,952,000 | 0 | |
| CANADIAN SOLAR INC | NOTE 2.500%10/0 | 136635AG4 | 18,149,417 | 19,312,000 | PRN | SOLE | 19,312,000 | 0 | 0 | ||
| CANADIAN SOLAR INC | NOTE 2.500%10/0 | 136635AG4 | 7,985,481 | 8,497,000 | PRN | OTR | 1 | 0 | 8,497,000 | 0 | |
| CAPRI HOLDINGS LIMITED | SHS | G1890L107 | 2,339,766 | 1,111 | SH | Call | SOLE | 1,111 | 0 | 0 | |
| CAPRI HOLDINGS LIMITED | SHS | G1890L107 | 819,234 | 389 | SH | Call | OTR | 1 | 0 | 389 | 0 |
| CERENCE INC | NOTE 3.000% 6/0 | 156727AB5 | 12,958,193 | 13,189,000 | PRN | SOLE | 13,189,000 | 0 | 0 | ||
| CERENCE INC | NOTE 3.000% 6/0 | 156727AB5 | 5,701,448 | 5,803,000 | PRN | OTR | 1 | 0 | 5,803,000 | 0 | |
| CHAMPIONX CORPORATION | COM | 15872M104 | 775,785 | 28,532 | SH | SOLE | 28,532 | 0 | 0 | ||
| CHAMPIONX CORPORATION | COM | 15872M104 | 280,166 | 10,304 | SH | OTR | 1 | 0 | 10,304 | 0 | |
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 14,394,907 | 14,583,000 | PRN | SOLE | 14,583,000 | 0 | 0 | ||
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 5,180,311 | 5,248,000 | PRN | OTR | 1 | 0 | 5,248,000 | 0 | |
| CINEMARK HLDGS INC | NOTE 4.500% 8/1 | 17243VAB8 | 35,480,885 | 16,307,000 | PRN | SOLE | 16,307,000 | 0 | 0 | ||
| CINEMARK HLDGS INC | NOTE 4.500% 8/1 | 17243VAB8 | 30,367,739 | 13,957,000 | PRN | SOLE | 13,957,000 | 0 | 0 | ||
| CINEMARK HLDGS INC | NOTE 4.500% 8/1 | 17243VAB8 | 30,561,385 | 14,046,000 | PRN | OTR | 1 | 0 | 14,046,000 | 0 | |
| CLOUDFLARE INC | NOTE 8/1 | 18915MAC1 | 46,341,338 | 48,222,000 | PRN | SOLE | 48,222,000 | 0 | 0 | ||
| CLOUDFLARE INC | NOTE 8/1 | 18915MAC1 | 16,220,719 | 16,879,000 | PRN | OTR | 1 | 0 | 16,879,000 | 0 | |
| COHERUS BIOSCIENCES INC | NOTE 1.500% 4/1 | 19249HAB9 | 5,641,071 | 5,879,000 | PRN | SOLE | 5,879,000 | 0 | 0 | ||
| COHERUS BIOSCIENCES INC | NOTE 1.500% 4/1 | 19249HAB9 | 2,047,635 | 2,134,000 | PRN | OTR | 1 | 0 | 2,134,000 | 0 | |
| COINBASE GLOBAL INC | NOTE 0.500% 6/0 | 19260QAB3 | 12,656,657 | 12,060,000 | PRN | SOLE | 12,060,000 | 0 | 0 | ||
| COINBASE GLOBAL INC | NOTE 0.500% 6/0 | 19260QAB3 | 4,561,014 | 4,346,000 | PRN | OTR | 1 | 0 | 4,346,000 | 0 | |
| CORE SCIENTIFIC INC NEW | COM | 21874A106 | 1,764,905 | 125,616 | SH | SOLE | 125,616 | 0 | 0 | ||
| CORE SCIENTIFIC INC NEW | COM | 21874A106 | 215,077 | 15,308 | SH | OTR | 1 | 0 | 15,308 | 0 | |
| CUTERA INC | NOTE 4.000% 6/0 | 232109AG3 | 720,011 | 7,573,000 | PRN | SOLE | 7,573,000 | 0 | 0 | ||
| CUTERA INC | NOTE 4.000% 6/0 | 232109AG3 | 331,530 | 3,487,000 | PRN | OTR | 1 | 0 | 3,487,000 | 0 | |
| CVS HEALTH CORP | COM | 126650100 | 3,276,970 | 730 | SH | Call | SOLE | 730 | 0 | 0 | |
| CVS HEALTH CORP | COM | 126650100 | 1,212,030 | 270 | SH | Call | OTR | 1 | 0 | 270 | 0 |
| CYTOKINETICS INC | NOTE 3.500% 7/0 | 23282WAC4 | 5,162,621 | 4,308,000 | PRN | SOLE | 4,308,000 | 0 | 0 | ||
| CYTOKINETICS INC | NOTE 3.500% 7/0 | 23282WAC4 | 2,447,092 | 2,042,000 | PRN | OTR | 1 | 0 | 2,042,000 | 0 | |
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 29,564,940 | 19,081,000 | PRN | SOLE | 19,081,000 | 0 | 0 | ||
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 13,605,668 | 8,781,000 | PRN | OTR | 1 | 0 | 8,781,000 | 0 | |
| DAYFORCE INC | NOTE 0.250% 3/1 | 15677JAD0 | 34,005,120 | 35,422,000 | PRN | SOLE | 35,422,000 | 0 | 0 | ||
| DAYFORCE INC | NOTE 0.250% 3/1 | 15677JAD0 | 12,581,760 | 13,106,000 | PRN | OTR | 1 | 0 | 13,106,000 | 0 | |
| DEXCOM INC | NOTE 0.250%11/1 | 252131AK3 | 40,160,814 | 41,639,000 | PRN | SOLE | 41,639,000 | 0 | 0 | ||
| DEXCOM INC | NOTE 0.375% 5/1 | 252131AM9 | 14,413,291 | 16,071,000 | PRN | SOLE | 16,071,000 | 0 | 0 | ||
| DEXCOM INC | NOTE 0.250%11/1 | 252131AK3 | 14,056,623 | 14,574,000 | PRN | OTR | 1 | 0 | 14,574,000 | 0 | |
| DEXCOM INC | NOTE 0.375% 5/1 | 252131AM9 | 5,765,855 | 6,429,000 | PRN | OTR | 1 | 0 | 6,429,000 | 0 | |
| DRAFTKINGS INC NEW | NOTE 3/1 | 26142RAB0 | 17,196,784 | 20,171,000 | PRN | SOLE | 20,171,000 | 0 | 0 | ||
| DRAFTKINGS INC NEW | NOTE 3/1 | 26142RAB0 | 6,869,848 | 8,058,000 | PRN | OTR | 1 | 0 | 8,058,000 | 0 | |
| DYNAVAX TECHNOLOGIES CORP | NOTE 2.500% 5/1 | 268158AD4 | 41,689,393 | 31,752,000 | PRN | SOLE | 31,752,000 | 0 | 0 | ||
| DYNAVAX TECHNOLOGIES CORP | NOTE 2.500% 5/1 | 268158AD4 | 15,424,760 | 11,748,000 | PRN | OTR | 1 | 0 | 11,748,000 | 0 | |
| ECHOSTAR CORP | NOTE 3.875%11/3 | 278768AB2 | 4,564,451 | 4,297,507 | PRN | SOLE | 4,297,507 | 0 | 0 | ||
| ECHOSTAR CORP | NOTE 3.875%11/3 | 278768AB2 | 2,144,547 | 2,019,127 | PRN | OTR | 1 | 0 | 2,019,127 | 0 | |
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAH0 | 17,859,219 | 19,060,000 | PRN | SOLE | 19,060,000 | 0 | 0 | ||
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAH0 | 6,429,694 | 6,862,000 | PRN | OTR | 1 | 0 | 6,862,000 | 0 | |
| ENVISTA HOLDINGS CORPORATION | NOTE 2.375% 6/0 | 29415FAB0 | 5,540,812 | 5,147,000 | PRN | SOLE | 5,147,000 | 0 | 0 | ||
| ENVISTA HOLDINGS CORPORATION | NOTE 2.375% 6/0 | 29415FAB0 | 1,994,779 | 1,853,000 | PRN | OTR | 1 | 0 | 1,853,000 | 0 | |
| ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 | 3,929,325 | 4,073,000 | PRN | SOLE | 4,073,000 | 0 | 0 | ||
| ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 | 1,376,713 | 1,427,000 | PRN | OTR | 1 | 0 | 1,427,000 | 0 | |
| EURONET WORLDWIDE INC | COM | 298736109 | 578,166 | 5,622 | SH | SOLE | 5,622 | 0 | 0 | ||
| EURONET WORLDWIDE INC | COM | 298736109 | 222,134 | 2,160 | SH | OTR | 1 | 0 | 2,160 | 0 | |
| EVENTBRITE INC | NOTE 5.000%12/0 | 29975EAB5 | 1,920,350 | 1,930,000 | PRN | SOLE | 1,930,000 | 0 | 0 | ||
| EVENTBRITE INC | NOTE 5.000%12/0 | 29975EAB5 | 865,650 | 870,000 | PRN | OTR | 1 | 0 | 870,000 | 0 | |
| EVOLENT HEALTH INC | CL A | 30050B101 | 589,376 | 52,389 | SH | SOLE | 52,389 | 0 | 0 | ||
| EVOLENT HEALTH INC | NOTE 1.500%10/1 | 30050BAD3 | 24,162,091 | 24,803,000 | PRN | SOLE | 24,803,000 | 0 | 0 | ||
| EVOLENT HEALTH INC | NOTE 1.500%10/1 | 30050BAD3 | 11,115,166 | 11,410,000 | PRN | OTR | 1 | 0 | 11,410,000 | 0 | |
| EXACT SCIENCES CORP | NOTE 1.000% 1/1 | 30063PAA3 | 29,375,913 | 29,468,000 | PRN | SOLE | 29,468,000 | 0 | 0 | ||
| EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 4,217,738 | 4,546,000 | PRN | SOLE | 4,546,000 | 0 | 0 | ||
| EXACT SCIENCES CORP | NOTE 1.000% 1/1 | 30063PAA3 | 10,573,853 | 10,607,000 | PRN | OTR | 1 | 0 | 10,607,000 | 0 | |
| EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 1,477,971 | 1,593,000 | PRN | OTR | 1 | 0 | 1,593,000 | 0 | |
| FUBOTV INC | NOTE 3.250% 2/1 | 35953DAB0 | 9,862,209 | 12,731,000 | PRN | SOLE | 12,731,000 | 0 | 0 | ||
| FUBOTV INC | NOTE 3.250% 2/1 | 35953DAB0 | 4,339,651 | 5,602,000 | PRN | OTR | 1 | 0 | 5,602,000 | 0 | |
| GLOBAL PMTS INC | COM | 37940X102 | 973,241 | 8,685 | SH | SOLE | 8,685 | 0 | 0 | ||
| GLOBAL PMTS INC | COM | 37940X102 | 418,880 | 3,738 | SH | OTR | 1 | 0 | 3,738 | 0 | |
| GOPRO INC | NOTE 1.250%11/1 | 38268TAD5 | 9,308,395 | 10,404,000 | PRN | SOLE | 10,404,000 | 0 | 0 | ||
| GOPRO INC | NOTE 1.250%11/1 | 38268TAD5 | 9,145,561 | 10,222,000 | PRN | SOLE | 10,222,000 | 0 | 0 | ||
| GOPRO INC | NOTE 1.250%11/1 | 38268TAD5 | 8,485,278 | 9,484,000 | PRN | OTR | 1 | 0 | 9,484,000 | 0 | |
| GOSSAMER BIO INC | NOTE 5.000% 6/0 | 38341PAA0 | 10,496,711 | 19,484,000 | PRN | SOLE | 19,484,000 | 0 | 0 | ||
| GOSSAMER BIO INC | NOTE 5.000% 6/0 | 38341PAA0 | 4,512,444 | 8,376,000 | PRN | OTR | 1 | 0 | 8,376,000 | 0 | |
| GROUPON INC | NOTE 6.250% 3/1 | 399473AH0 | 3,636,888 | 3,767,000 | PRN | SOLE | 3,767,000 | 0 | 0 | ||
| GROUPON INC | NOTE 6.250% 3/1 | 399473AH0 | 1,270,545 | 1,316,000 | PRN | OTR | 1 | 0 | 1,316,000 | 0 | |
| GUESS INC | NOTE 3.750% 4/1 | 401617AF2 | 19,543,813 | 20,744,000 | PRN | SOLE | 20,744,000 | 0 | 0 | ||
| GUESS INC | NOTE 3.750% 4/1 | 401617AF2 | 9,049,284 | 9,605,000 | PRN | OTR | 1 | 0 | 9,605,000 | 0 | |
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 4,966,665 | 5,273,000 | PRN | SOLE | 5,273,000 | 0 | 0 | ||
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 1,837,657 | 1,951,000 | PRN | OTR | 1 | 0 | 1,951,000 | 0 | |
| HALOZYME THERAPEUTICS INC | NOTE 1.000% 8/1 | 40637HAF6 | 10,859,346 | 10,034,000 | PRN | SOLE | 10,034,000 | 0 | 0 | ||
| HALOZYME THERAPEUTICS INC | NOTE 1.000% 8/1 | 40637HAF6 | 4,021,660 | 3,716,000 | PRN | OTR | 1 | 0 | 3,716,000 | 0 | |
| HASHICORP INC | COM CL A | 418100103 | 754,638 | 22,059 | SH | SOLE | 22,059 | 0 | 0 | ||
| HASHICORP INC | COM CL A | 418100103 | 271,662 | 7,941 | SH | OTR | 1 | 0 | 7,941 | 0 | |
| I3 VERTICALS LLC | NOTE 1.000% 2/1 | 44933TAB2 | 5,842,061 | 6,054,000 | PRN | SOLE | 6,054,000 | 0 | 0 | ||
| I3 VERTICALS LLC | NOTE 1.000% 2/1 | 44933TAB2 | 2,575,564 | 2,669,000 | PRN | OTR | 1 | 0 | 2,669,000 | 0 | |
| IMPINJ INC | NOTE 1.125% 5/1 | 453204AD1 | 10,655,715 | 7,500,000 | PRN | SOLE | 7,500,000 | 0 | 0 | ||
| IMPINJ INC | NOTE 1.125% 5/1 | 453204AD1 | 4,262,286 | 3,000,000 | PRN | OTR | 1 | 0 | 3,000,000 | 0 | |
| INDIE SEMICONDUCTOR INC | CLASS A COM | 45569U101 | 1,237,465 | 305,547 | SH | OTR | 1 | 0 | 305,547 | 0 | |
| INNOVIVA INC | NOTE 2.500% 8/1 | 45781MAB7 | 37,154,670 | 33,679,000 | PRN | SOLE | 33,679,000 | 0 | 0 | ||
| INNOVIVA INC | NOTE 2.500% 8/1 | 45781MAB7 | 13,004,522 | 11,788,000 | PRN | OTR | 1 | 0 | 11,788,000 | 0 | |
| INSIGHT ENTERPRISES INC | NOTE 0.750% 2/1 | 45765UAB9 | 56,367,127 | 24,970,000 | PRN | SOLE | 24,970,000 | 0 | 0 | ||
| INSIGHT ENTERPRISES INC | NOTE 0.750% 2/1 | 45765UAB9 | 25,007,411 | 11,078,000 | PRN | OTR | 1 | 0 | 11,078,000 | 0 | |
| INSMED INC | NOTE 0.750% 6/0 | 457669AB5 | 45,781,953 | 21,071,000 | PRN | SOLE | 21,071,000 | 0 | 0 | ||
| INSMED INC | NOTE 0.750% 6/0 | 457669AB5 | 16,432,486 | 7,563,000 | PRN | OTR | 1 | 0 | 7,563,000 | 0 | |
| INSULET CORP | NOTE 0.375% 9/0 | 45784PAK7 | 53,183,987 | 42,036,000 | PRN | SOLE | 42,036,000 | 0 | 0 | ||
| INSULET CORP | NOTE 0.375% 9/0 | 45784PAK7 | 18,616,168 | 14,714,000 | PRN | OTR | 1 | 0 | 14,714,000 | 0 | |
| INTEGRA LIFESCIENCES HLDGS C | NOTE 0.500% 8/1 | 457985AM1 | 18,949,790 | 19,633,000 | PRN | SOLE | 19,633,000 | 0 | 0 | ||
| INTEGRA LIFESCIENCES HLDGS C | NOTE 0.500% 8/1 | 457985AM1 | 6,632,861 | 6,872,000 | PRN | OTR | 1 | 0 | 6,872,000 | 0 | |
| INTEL CORP | COM | 458140100 | 2,969,405 | 1,481 | SH | Call | SOLE | 1,481 | 0 | 0 | |
| INTEL CORP | COM | 458140100 | 1,040,595 | 519 | SH | Call | OTR | 1 | 0 | 519 | 0 |
| IONIS PHARMACEUTICALS INC | NOTE 4/0 | 462222AD2 | 8,977,711 | 9,259,000 | PRN | SOLE | 9,259,000 | 0 | 0 | ||
| IONIS PHARMACEUTICALS INC | NOTE 4/0 | 462222AD2 | 3,142,538 | 3,241,000 | PRN | OTR | 1 | 0 | 3,241,000 | 0 | |
| IREN LIMITED | ORDINARY SHARES | Q4982L109 | 1,403,278 | 1,429 | SH | Put | SOLE | 1,429 | 0 | 0 | |
| IREN LIMITED | ORDINARY SHARES | Q4982L109 | 230,495 | 23,472 | SH | SOLE | 23,472 | 0 | 0 | ||
| IREN LIMITED | ORDINARY SHARES | Q4982L109 | 560,722 | 571 | SH | Put | OTR | 1 | 0 | 571 | 0 |
| IRONWOOD PHARMACEUTICALS INC | NOTE 1.500% 6/1 | 46333XAH1 | 17,244,360 | 18,248,000 | PRN | SOLE | 18,248,000 | 0 | 0 | ||
| IRONWOOD PHARMACEUTICALS INC | NOTE 1.500% 6/1 | 46333XAH1 | 6,380,640 | 6,752,000 | PRN | OTR | 1 | 0 | 6,752,000 | 0 | |
| ISHARES TR | RUSSELL 2000 ETF | 464287655 | 12,285,376 | 556 | SH | Call | SOLE | 556 | 0 | 0 | |
| ISHARES TR | 20 YR TR BD ETF | 464287432 | 19,404,726 | 2,222 | SH | Call | SOLE | 2,222 | 0 | 0 | |
| ISHARES TR | 20 YR TR BD ETF | 464287432 | 6,794,274 | 778 | SH | Call | OTR | 1 | 0 | 778 | 0 |
| ITRON INC | NOTE 3/1 | 465741AN6 | 16,281,997 | 15,699,000 | PRN | SOLE | 15,699,000 | 0 | 0 | ||
| ITRON INC | NOTE 3/1 | 465741AN6 | 6,534,994 | 6,301,000 | PRN | OTR | 1 | 0 | 6,301,000 | 0 | |
| JD.COM INC | SPON ADS CL A | 47215P106 | 3,251,907 | 93,796 | SH | SOLE | 93,796 | 0 | 0 | ||
| JD.COM INC | SPON ADS CL A | 47215P106 | 1,432,460 | 41,317 | SH | OTR | 1 | 0 | 41,317 | 0 | |
| LITHIUM AMERICAS ARGENTINA C | NOTE 1.750% 1/1 | 53680QAA6 | 6,356,289 | 8,324,000 | PRN | SOLE | 8,324,000 | 0 | 0 | ||
| LITHIUM AMERICAS ARGENTINA C | NOTE 1.750% 1/1 | 53680QAA6 | 2,925,390 | 3,831,000 | PRN | OTR | 1 | 0 | 3,831,000 | 0 | |
| LIVENT CORP | NOTE 4.125% 7/1 | 53814LAB4 | 61,484,239 | 42,246,000 | PRN | SOLE | 42,246,000 | 0 | 0 | ||
| LIVENT CORP | NOTE 4.125% 7/1 | 53814LAB4 | 22,136,421 | 15,210,000 | PRN | OTR | 1 | 0 | 15,210,000 | 0 | |
| LIVONGO HEALTH INC | NOTE 0.875% 6/0 | 539183AA1 | 41,982,022 | 42,963,000 | PRN | SOLE | 42,963,000 | 0 | 0 | ||
| LIVONGO HEALTH INC | NOTE 0.875% 6/0 | 539183AA1 | 14,693,660 | 15,037,000 | PRN | OTR | 1 | 0 | 15,037,000 | 0 | |
| LYFT INC | CL A COM | 55087P104 | 1,897,590 | 1,471 | SH | Call | SOLE | 1,471 | 0 | 0 | |
| LYFT INC | CL A COM | 55087P104 | 682,410 | 529 | SH | Call | OTR | 1 | 0 | 529 | 0 |
| MAGNITE INC | NOTE 0.250% 3/1 | 55955DAB6 | 17,555,296 | 18,799,000 | PRN | SOLE | 18,799,000 | 0 | 0 | ||
| MAGNITE INC | NOTE 0.250% 3/1 | 55955DAB6 | 6,320,243 | 6,768,000 | PRN | OTR | 1 | 0 | 6,768,000 | 0 | |
| MANULIFE FINL CORP | COM | 56501R106 | 11,344,984 | 3,697 | SH | Put | SOLE | 3,697 | 0 | 0 | |
| MANULIFE FINL CORP | COM | 56501R106 | 4,992,775 | 1,627 | SH | Put | OTR | 1 | 0 | 1,627 | 0 |
| MANULIFE FINL CORP | COM | 56501R106 | 310,859 | 10,130 | SH | OTR | 1 | 0 | 10,130 | 0 | |
| MESA LABS INC | NOTE 1.375% 8/1 | 59064RAA7 | 3,001,012 | 3,092,000 | PRN | SOLE | 3,092,000 | 0 | 0 | ||
| MESA LABS INC | NOTE 1.375% 8/1 | 59064RAA7 | 1,257,863 | 1,296,000 | PRN | OTR | 1 | 0 | 1,296,000 | 0 | |
| MICROSOFT CORP | COM | 594918104 | 1,559,550 | 37 | SH | Call | SOLE | 37 | 0 | 0 | |
| MICROSOFT CORP | COM | 594918104 | 547,950 | 13 | SH | Call | OTR | 1 | 0 | 13 | 0 |
| MICROSTRATEGY INC | NOTE 2/1 | 594972AE1 | 6,120,434 | 2,962,000 | PRN | SOLE | 2,962,000 | 0 | 0 | ||
| MICROSTRATEGY INC | CL A NEW | 594972408 | 319,740 | 1,104 | SH | OTR | 1 | 0 | 1,104 | 0 | |
| MICROSTRATEGY INC | CL A NEW | 594972408 | 246,756 | 852 | SH | OTR | 1 | 0 | 852 | 0 | |
| MICROSTRATEGY INC | NOTE 2/1 | 594972AE1 | 2,144,838 | 1,038,000 | PRN | OTR | 1 | 0 | 1,038,000 | 0 | |
| MIDDLEBY CORP | NOTE 1.000% 9/0 | 596278AB7 | 40,723,747 | 36,399,000 | PRN | SOLE | 36,399,000 | 0 | 0 | ||
| MIDDLEBY CORP | NOTE 1.000% 9/0 | 596278AB7 | 14,663,189 | 13,106,000 | PRN | OTR | 1 | 0 | 13,106,000 | 0 | |
| MIRUM PHARMACEUTICALS INC | NOTE 4.000% 5/0 | 604749AB7 | 543,998 | 357,000 | PRN | SOLE | 357,000 | 0 | 0 | ||
| MIRUM PHARMACEUTICALS INC | NOTE 4.000% 5/0 | 604749AB7 | 217,904 | 143,000 | PRN | OTR | 1 | 0 | 143,000 | 0 | |
| MITEK SYS INC | NOTE 0.750% 2/0 | 606710AA9 | 12,336,853 | 12,822,000 | PRN | SOLE | 12,822,000 | 0 | 0 | ||
| MITEK SYS INC | NOTE 0.750% 2/0 | 606710AA9 | 4,441,344 | 4,616,000 | PRN | OTR | 1 | 0 | 4,616,000 | 0 | |
| MOOLEC SCIENCE SA | *W EXP 12/30/202 | L64875112 | 13,050 | 16,313 | SH | Call | SOLE | 16,313 | 0 | 0 | |
| NATIONAL VISION HLDGS INC | NOTE 2.500% 5/1 | 63845RAB3 | 3,519,213 | 3,578,000 | PRN | SOLE | 3,578,000 | 0 | 0 | ||
| NATIONAL VISION HLDGS INC | NOTE 2.500% 5/1 | 63845RAB3 | 1,689,773 | 1,718,000 | PRN | OTR | 1 | 0 | 1,718,000 | 0 | |
| NEVRO CORP | NOTE 2.750% 4/0 | 64157FAC7 | 12,508,949 | 12,805,000 | PRN | SOLE | 12,805,000 | 0 | 0 | ||
| NEVRO CORP | NOTE 2.750% 4/0 | 64157FAC7 | 5,482,251 | 5,612,000 | PRN | OTR | 1 | 0 | 5,612,000 | 0 | |
| NICE LTD | NOTE 9/1 | 653656AB4 | 28,675,252 | 29,777,000 | PRN | SOLE | 29,777,000 | 0 | 0 | ||
| NICE LTD | NOTE 9/1 | 653656AB4 | 10,106,685 | 10,495,000 | PRN | OTR | 1 | 0 | 10,495,000 | 0 | |
| NIKE INC | CL B | 654106103 | 11,214,294 | 1,482 | SH | Call | SOLE | 1,482 | 0 | 0 | |
| NIKE INC | CL B | 654106103 | 3,919,706 | 518 | SH | Call | OTR | 1 | 0 | 518 | 0 |
| NIO INC | SPON ADS | 62914V106 | 1,896,600 | 4,350 | SH | Put | SOLE | 4,350 | 0 | 0 | |
| NIO INC | NOTE 4.625%10/1 | 62914VAK2 | 10,846,854 | 15,629,000 | PRN | SOLE | 15,629,000 | 0 | 0 | ||
| NIO INC | NOTE 3.875%10/1 | 62914VAJ5 | 765,115 | 1,027,000 | PRN | SOLE | 1,027,000 | 0 | 0 | ||
| NIO INC | SPON ADS | 62914V106 | 719,400 | 1,650 | SH | Put | OTR | 1 | 0 | 1,650 | 0 |
| NIO INC | SPON ADS | 62914V106 | 71,953 | 16,503 | SH | OTR | 1 | 0 | 16,503 | 0 | |
| NIO INC | NOTE 4.625%10/1 | 62914VAK2 | 4,062,105 | 5,853,000 | PRN | OTR | 1 | 0 | 5,853,000 | 0 | |
| NIO INC | NOTE 3.875%10/1 | 62914VAJ5 | 352,385 | 473,000 | PRN | OTR | 1 | 0 | 473,000 | 0 | |
| NOVA LTD | NOTE 10/1 | 66980MAB2 | 63,107,513 | 23,958,000 | PRN | SOLE | 23,958,000 | 0 | 0 | ||
| NOVA LTD | NOTE 10/1 | 66980MAB2 | 27,768,577 | 10,542,000 | PRN | OTR | 1 | 0 | 10,542,000 | 0 | |
| NOVOCURE LTD | NOTE 11/0 | 67011XAB9 | 47,628,594 | 49,899,000 | PRN | SOLE | 49,899,000 | 0 | 0 | ||
| NOVOCURE LTD | NOTE 11/0 | 67011XAB9 | 18,678,611 | 19,569,000 | PRN | OTR | 1 | 0 | 19,569,000 | 0 | |
| NUTANIX INC | NOTE 0.250%10/0 | 67059NAH1 | 11,313,818 | 9,350,000 | PRN | SOLE | 9,350,000 | 0 | 0 | ||
| NUTANIX INC | NOTE 0.250%10/0 | 67059NAH1 | 5,203,146 | 4,300,000 | PRN | OTR | 1 | 0 | 4,300,000 | 0 | |
| OKTA INC | NOTE 0.125% 9/0 | 679295AD7 | 2,916,776 | 3,021,000 | PRN | SOLE | 3,021,000 | 0 | 0 | ||
| OKTA INC | NOTE 0.125% 9/0 | 679295AD7 | 1,427,975 | 1,479,000 | PRN | OTR | 1 | 0 | 1,479,000 | 0 | |
| OMEROS CORP | COM | 682143102 | 2,421,588 | 2,451 | SH | Put | SOLE | 2,451 | 0 | 0 | |
| OMEROS CORP | NOTE 5.250% 2/1 | 682143AG7 | 17,767,054 | 18,695,000 | PRN | SOLE | 18,695,000 | 0 | 0 | ||
| OMEROS CORP | COM | 682143102 | 995,904 | 1,008 | SH | Put | OTR | 1 | 0 | 1,008 | 0 |
| OMEROS CORP | NOTE 5.250% 2/1 | 682143AG7 | 6,575,569 | 6,919,000 | PRN | OTR | 1 | 0 | 6,919,000 | 0 | |
| PAGERDUTY INC | NOTE 1.250% 7/0 | 69553PAB6 | 4,815,259 | 4,964,000 | PRN | SOLE | 4,964,000 | 0 | 0 | ||
| PAGERDUTY INC | NOTE 1.250% 7/0 | 69553PAB6 | 2,268,914 | 2,339,000 | PRN | OTR | 1 | 0 | 2,339,000 | 0 | |
| PTC THERAPEUTICS INC | NOTE 1.500% 9/1 | 69366JAD3 | 22,895,575 | 20,648,000 | PRN | SOLE | 20,648,000 | 0 | 0 | ||
| PTC THERAPEUTICS INC | NOTE 1.500% 9/1 | 69366JAD3 | 10,537,421 | 9,503,000 | PRN | OTR | 1 | 0 | 9,503,000 | 0 | |
| PURECYCLE TECHNOLOGIES INC | NOTE 7.250% 8/1 | 74623VAB9 | 9,123,830 | 9,548,000 | PRN | SOLE | 9,548,000 | 0 | 0 | ||
| PURECYCLE TECHNOLOGIES INC | NOTE 7.250% 8/1 | 74623VAB9 | 4,015,326 | 4,202,000 | PRN | OTR | 1 | 0 | 4,202,000 | 0 | |
| Q2 HLDGS INC | NOTE 0.125%11/1 | 74736LAF6 | 10,454,311 | 10,522,000 | PRN | SOLE | 10,522,000 | 0 | 0 | ||
| Q2 HLDGS INC | NOTE 0.125%11/1 | 74736LAF6 | 4,600,215 | 4,630,000 | PRN | OTR | 1 | 0 | 4,630,000 | 0 | |
| REDFIN CORP | NOTE 0.500% 4/0 | 75737FAE8 | 14,768,980 | 19,341,000 | PRN | SOLE | 19,341,000 | 0 | 0 | ||
| REDFIN CORP | NOTE 0.500% 4/0 | 75737FAE8 | 5,321,598 | 6,969,000 | PRN | OTR | 1 | 0 | 6,969,000 | 0 | |
| REPLIGEN CORP | NOTE 1.000%12/1 | 759916AD1 | 5,325,465 | 5,200,000 | PRN | SOLE | 5,200,000 | 0 | 0 | ||
| REPLIGEN CORP | NOTE 1.000%12/1 | 759916AD1 | 2,431,280 | 2,374,000 | PRN | OTR | 1 | 0 | 2,374,000 | 0 | |
| REVANCE THERAPEUTICS INC | COM | 761330109 | 44,706 | 14,706 | SH | SOLE | 14,706 | 0 | 0 | ||
| REVANCE THERAPEUTICS INC | NOTE 1.750% 2/1 | 761330AB5 | 1,754,699 | 1,829,000 | PRN | SOLE | 1,829,000 | 0 | 0 | ||
| REVANCE THERAPEUTICS INC | NOTE 1.750% 2/1 | 761330AB5 | 1,625,183 | 1,694,000 | PRN | SOLE | 1,694,000 | 0 | 0 | ||
| REVANCE THERAPEUTICS INC | NOTE 1.750% 2/1 | 761330AB5 | 648,538 | 676,000 | PRN | OTR | 1 | 0 | 676,000 | 0 | |
| REVANCE THERAPEUTICS INC | NOTE 1.750% 2/1 | 761330AB5 | 535,332 | 558,000 | PRN | OTR | 1 | 0 | 558,000 | 0 | |
| SEA LTD | NOTE 2.375%12/0 | 81141RAF7 | 78,532,538 | 61,861,000 | PRN | SOLE | 61,861,000 | 0 | 0 | ||
| SEA LTD | NOTE 0.250% 9/1 | 81141RAG5 | 23,405,982 | 25,735,000 | PRN | SOLE | 25,735,000 | 0 | 0 | ||
| SEA LTD | SPONSORD ADS | 81141R100 | 2,005,290 | 18,900 | SH | OTR | 1 | 0 | 18,900 | 0 | |
| SEA LTD | NOTE 2.375%12/0 | 81141RAF7 | 29,636,478 | 23,345,000 | PRN | OTR | 1 | 0 | 23,345,000 | 0 | |
| SEA LTD | NOTE 0.250% 9/1 | 81141RAG5 | 8,426,518 | 9,265,000 | PRN | OTR | 1 | 0 | 9,265,000 | 0 | |
| SHAKE SHACK INC | NOTE 3/0 | 819047AB7 | 19,590,635 | 19,125,000 | PRN | SOLE | 19,125,000 | 0 | 0 | ||
| SHAKE SHACK INC | NOTE 3/0 | 819047AB7 | 7,837,279 | 7,651,000 | PRN | OTR | 1 | 0 | 7,651,000 | 0 | |
| SHIFT4 PMTS INC | NOTE 12/1 | 82452JAB5 | 76,814,236 | 57,133,000 | PRN | SOLE | 57,133,000 | 0 | 0 | ||
| SHIFT4 PMTS INC | NOTE 12/1 | 82452JAB5 | 27,965,205 | 20,800,000 | PRN | OTR | 1 | 0 | 20,800,000 | 0 | |
| SHOPIFY INC | NOTE 0.125%11/0 | 82509LAA5 | 12,742,514 | 12,504,000 | PRN | SOLE | 12,504,000 | 0 | 0 | ||
| SHOPIFY INC | NOTE 0.125%11/0 | 82509LAA5 | 5,099,451 | 5,004,000 | PRN | OTR | 1 | 0 | 5,004,000 | 0 | |
| SILEXION THERAPEUTICS CORP | *W EXP 08/15/202 | G1281K114 | 28,508 | 14,183 | SH | Call | SOLE | 14,183 | 0 | 0 | |
| SNAP INC | NOTE 0.125% 3/0 | 83304AAH9 | 1,466,085 | 1,789,000 | PRN | SOLE | 1,789,000 | 0 | 0 | ||
| SNAP INC | NOTE 0.125% 3/0 | 83304AAH9 | 582,665 | 711,000 | PRN | OTR | 1 | 0 | 711,000 | 0 | |
| SOLAREDGE TECHNOLOGIES INC | NOTE 9/1 | 83417MAD6 | 23,394,889 | 24,999,000 | PRN | SOLE | 24,999,000 | 0 | 0 | ||
| SOLAREDGE TECHNOLOGIES INC | NOTE 9/1 | 83417MAD6 | 8,187,603 | 8,749,000 | PRN | OTR | 1 | 0 | 8,749,000 | 0 | |
| SPOTIFY USA INC | NOTE 3/1 | 84921RAB6 | 27,017,331 | 25,330,000 | PRN | SOLE | 25,330,000 | 0 | 0 | ||
| SPOTIFY USA INC | NOTE 3/1 | 84921RAB6 | 12,340,724 | 11,570,000 | PRN | OTR | 1 | 0 | 11,570,000 | 0 | |
| STRIDE INC | NOTE 1.125% 9/0 | 86333MAA6 | 14,816,986 | 7,352,000 | PRN | SOLE | 7,352,000 | 0 | 0 | ||
| STRIDE INC | NOTE 1.125% 9/0 | 86333MAA6 | 5,336,694 | 2,648,000 | PRN | OTR | 1 | 0 | 2,648,000 | 0 | |
| SUNNOVA ENERGY INTL INC. | NOTE 0.250%12/0 | 86745KAF1 | 13,707,920 | 22,472,000 | PRN | SOLE | 22,472,000 | 0 | 0 | ||
| SUNNOVA ENERGY INTL INC. | NOTE 2.625% 2/1 | 86745KAH7 | 7,098,000 | 17,745,000 | PRN | SOLE | 17,745,000 | 0 | 0 | ||
| SUNNOVA ENERGY INTL INC. | NOTE 0.250%12/0 | 86745KAF1 | 6,306,180 | 10,338,000 | PRN | OTR | 1 | 0 | 10,338,000 | 0 | |
| SUNNOVA ENERGY INTL INC. | NOTE 2.625% 2/1 | 86745KAH7 | 2,484,400 | 6,211,000 | PRN | OTR | 1 | 0 | 6,211,000 | 0 | |
| SUPER MICRO COMPUTER INC | COM NEW | 86800U302 | 2,258,568 | 741 | SH | Call | SOLE | 741 | 0 | 0 | |
| SUPER MICRO COMPUTER INC | COM NEW | 86800U302 | 282,184 | 9,258 | SH | SOLE | 9,258 | 0 | 0 | ||
| SUPER MICRO COMPUTER INC | COM NEW | 86800U302 | 789,432 | 259 | SH | Call | OTR | 1 | 0 | 259 | 0 |
| SURMODICS INC | COM | 868873100 | 259,895 | 6,563 | SH | SOLE | 6,563 | 0 | 0 | ||
| TARGET HOSPITALITY CORP | COM | 87615L107 | 715,210 | 740 | SH | Call | SOLE | 740 | 0 | 0 | |
| TARGET HOSPITALITY CORP | COM | 87615L107 | 715,210 | 740 | SH | Put | SOLE | 740 | 0 | 0 | |
| TARGET HOSPITALITY CORP | COM | 87615L107 | 251,290 | 260 | SH | Call | OTR | 1 | 0 | 260 | 0 |
| TARGET HOSPITALITY CORP | COM | 87615L107 | 251,290 | 260 | SH | Put | OTR | 1 | 0 | 260 | 0 |
| TELUS CORPORATION | COM | 87971M103 | 9,278,446 | 6,840 | SH | Put | SOLE | 6,840 | 0 | 0 | |
| TELUS CORPORATION | COM | 87971M103 | 4,083,059 | 3,010 | SH | Put | OTR | 1 | 0 | 3,010 | 0 |
| THE REALREAL INC | COM | 88339P101 | 10,605,335 | 970,296 | SH | Call | SOLE | 970,296 | 0 | 0 | |
| THE REALREAL INC | NOTE 1.000% 3/0 | 88339PAD3 | 2,806,361 | 3,546,000 | PRN | SOLE | 3,546,000 | 0 | 0 | ||
| THE REALREAL INC | COM | 88339P101 | 4,034,230 | 369,097 | SH | Call | OTR | 1 | 0 | 369,097 | 0 |
| THE REALREAL INC | NOTE 1.000% 3/0 | 88339PAD3 | 1,010,638 | 1,277,000 | PRN | OTR | 1 | 0 | 1,277,000 | 0 | |
| TILRAY BRANDS INC | NOTE 5.200% 6/1 | 88688TAC4 | 10,314,747 | 10,904,000 | PRN | SOLE | 10,904,000 | 0 | 0 | ||
| TILRAY BRANDS INC | COM | 88688T100 | 142,863 | 107,416 | SH | OTR | 1 | 0 | 107,416 | 0 | |
| TILRAY BRANDS INC | NOTE 5.200% 6/1 | 88688TAC4 | 3,874,652 | 4,096,000 | PRN | OTR | 1 | 0 | 4,096,000 | 0 | |
| TPI COMPOSITES INC | NOTE 5.250% 3/1 | 87266JAB0 | 2,320,256 | 9,216,000 | PRN | SOLE | 9,216,000 | 0 | 0 | ||
| TPI COMPOSITES INC | NOTE 5.250% 3/1 | 87266JAB0 | 835,353 | 3,318,000 | PRN | OTR | 1 | 0 | 3,318,000 | 0 | |
| TRANSMEDICS GROUP INC | NOTE 1.500% 6/0 | 89377MAB5 | 3,108,777 | 3,005,000 | PRN | SOLE | 3,005,000 | 0 | 0 | ||
| TRANSMEDICS GROUP INC | NOTE 1.500% 6/0 | 89377MAB5 | 1,339,723 | 1,295,000 | PRN | OTR | 1 | 0 | 1,295,000 | 0 | |
| TRAVERE THERAPEUTICS INC | NOTE 2.500% 9/1 | 761299AB2 | 9,197,702 | 9,275,000 | PRN | SOLE | 9,275,000 | 0 | 0 | ||
| TRAVERE THERAPEUTICS INC | NOTE 2.500% 9/1 | 761299AB2 | 3,312,164 | 3,340,000 | PRN | OTR | 1 | 0 | 3,340,000 | 0 | |
| TRIP COM GROUP LTD | ADS | 89677Q107 | 1,682,170 | 245 | SH | Put | SOLE | 245 | 0 | 0 | |
| TRIP COM GROUP LTD | ADS | 89677Q107 | 4,024,712 | 58,618 | SH | SOLE | 58,618 | 0 | 0 | ||
| TRIP COM GROUP LTD | ADS | 89677Q107 | 604,208 | 88 | SH | Put | OTR | 1 | 0 | 88 | 0 |
| TRIP COM GROUP LTD | ADS | 89677Q107 | 1,472,620 | 21,448 | SH | OTR | 1 | 0 | 21,448 | 0 | |
| UNITED STATES STL CORP NEW | COM | 912909108 | 2,005,410 | 590 | SH | Call | SOLE | 590 | 0 | 0 | |
| UNITED STATES STL CORP NEW | COM | 912909108 | 761,648 | 22,408 | SH | SOLE | 22,408 | 0 | 0 | ||
| UNITED STATES STL CORP NEW | COM | 912909108 | 720,588 | 212 | SH | Call | OTR | 1 | 0 | 212 | 0 |
| UNITED STATES STL CORP NEW | COM | 912909108 | 284,156 | 8,360 | SH | OTR | 1 | 0 | 8,360 | 0 | |
| UPSTART HLDGS INC | NOTE 0.250% 8/1 | 91680MAB3 | 17,651,113 | 19,558,000 | PRN | SOLE | 19,558,000 | 0 | 0 | ||
| UPSTART HLDGS INC | NOTE 0.250% 8/1 | 91680MAB3 | 5,782,324 | 6,407,000 | PRN | OTR | 1 | 0 | 6,407,000 | 0 | |
| VAREX IMAGING CORP | NOTE 4.000% 6/0 | 92214XAB2 | 17,515,607 | 17,487,000 | PRN | SOLE | 17,487,000 | 0 | 0 | ||
| VAREX IMAGING CORP | NOTE 4.000% 6/0 | 92214XAB2 | 7,575,373 | 7,563,000 | PRN | OTR | 1 | 0 | 7,563,000 | 0 | |
| VARONIS SYS INC | NOTE 1.250% 8/1 | 922280AB8 | 36,897,912 | 25,350,000 | PRN | SOLE | 25,350,000 | 0 | 0 | ||
| VARONIS SYS INC | NOTE 1.250% 8/1 | 922280AB8 | 15,865,375 | 10,900,000 | PRN | OTR | 1 | 0 | 10,900,000 | 0 | |
| VERINT SYSTEMS INC | NOTE 0.250% 4/1 | 92343XAC4 | 19,486,922 | 20,767,000 | PRN | SOLE | 20,767,000 | 0 | 0 | ||
| VERINT SYSTEMS INC | NOTE 0.250% 4/1 | 92343XAC4 | 8,574,734 | 9,138,000 | PRN | OTR | 1 | 0 | 9,138,000 | 0 | |
| WAYFAIR INC | NOTE 1.000% 8/1 | 94419LAF8 | 3,171,719 | 3,426,000 | PRN | SOLE | 3,426,000 | 0 | 0 | ||
| WAYFAIR INC | NOTE 1.000% 8/1 | 94419LAF8 | 1,457,176 | 1,574,000 | PRN | OTR | 1 | 0 | 1,574,000 | 0 | |
| WELLS FARGO CO NEW | COM | 949746101 | 7,164,480 | 1,020 | SH | Put | SOLE | 1,020 | 0 | 0 | |
| WELLS FARGO CO NEW | COM | 949746101 | 3,371,520 | 480 | SH | Put | OTR | 1 | 0 | 480 | 0 |
| WESTERN DIGITAL CORP | COM | 958102105 | 1,621,936 | 272 | SH | Put | SOLE | 272 | 0 | 0 | |
| WESTERN DIGITAL CORP | COM | 958102105 | 6,787,683 | 113,830 | SH | SOLE | 113,830 | 0 | 0 | ||
| WESTERN DIGITAL CORP | COM | 958102105 | 763,264 | 128 | SH | Put | OTR | 1 | 0 | 128 | 0 |
| WESTERN DIGITAL CORP | COM | 958102105 | 3,194,260 | 53,568 | SH | OTR | 1 | 0 | 53,568 | 0 | |
| WOLFSPEED INC | NOTE 1.750% 5/0 | 225447AD3 | 23,347,320 | 26,836,000 | PRN | SOLE | 26,836,000 | 0 | 0 | ||
| WOLFSPEED INC | NOTE 1.875%12/0 | 977852AD4 | 7,332,030 | 17,883,000 | PRN | SOLE | 17,883,000 | 0 | 0 | ||
| WOLFSPEED INC | NOTE 0.250% 2/1 | 977852AB8 | 1,361,966 | 2,962,000 | PRN | SOLE | 2,962,000 | 0 | 0 | ||
| WOLFSPEED INC | NOTE 1.750% 5/0 | 225447AD3 | 8,407,680 | 9,664,000 | PRN | OTR | 1 | 0 | 9,664,000 | 0 | |
| WOLFSPEED INC | NOTE 1.875%12/0 | 977852AD4 | 2,712,970 | 6,617,000 | PRN | OTR | 1 | 0 | 6,617,000 | 0 | |
| WOLFSPEED INC | NOTE 0.250% 2/1 | 977852AB8 | 504,875 | 1,098,000 | PRN | OTR | 1 | 0 | 1,098,000 | 0 | |
| ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 47,283,055 | 38,070,000 | PRN | SOLE | 38,070,000 | 0 | 0 | ||
| ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 18,441,261 | 14,848,000 | PRN | OTR | 1 | 0 | 14,848,000 | 0 | |
| ZYNEX INC | COM | 98986M103 | 261,847 | 32,690 | SH | SOLE | 32,690 | 0 | 0 | ||
| ZYNEX INC | NOTE 5.000% 5/1 | 98986MAD5 | 2,473,324 | 2,556,000 | PRN | SOLE | 2,556,000 | 0 | 0 | ||
| ZYNEX INC | NOTE 5.000% 5/1 | 98986MAD5 | 913,465 | 944,000 | PRN | OTR | 1 | 0 | 944,000 | 0 | |
