The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
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 12,349 12,963,000 PRN   OTR 1 0 12,963,000 0
1LIFE HEALTHCARE INC NOTE 3.000% 6/1 68269GAB3 30,114 31,612,000 PRN   SOLE   31,612,000 0 0
5 01 ACQUISITION CORP COM CL A 33836P105 168 17,084 SH   SOLE   17,084 0 0
8X8 INC NEW NOTE 0.500% 2/0 282914AB6 7,318 6,486,000 PRN   OTR 1 0 6,486,000 0
8X8 INC NEW NOTE 0.500% 2/0 282914AB6 17,836 15,807,000 PRN   SOLE   15,807,000 0 0
ABG ACQUISITION CORP I CL A SHS G00496102 138 14,184 SH   SOLE   14,184 0 0
ACE CONVERGENCE ACQU CORP CL A G0083D120 110 11,111 SH   SOLE   11,111 0 0
AERIE PHARMACEUTICALS INC NOTE 1.500%10/0 00771VAB4 2,427 2,623,000 PRN   SOLE   2,623,000 0 0
AERIE PHARMACEUTICALS INC NOTE 1.500%10/0 00771VAB4 996 1,077,000 PRN   OTR 1 0 1,077,000 0
ALKURI GLOBAL ACQUISITION CO UNIT 01/01/2028 66981N202 301 29,152 SH   SOLE   29,152 0 0
ALKURI GLOBAL ACQUISITION CO UNIT 01/01/2028 66981N202 123 11,952 SH   OTR 1 0 11,952 0
ALPHA HEALTHCARE ACQU CORP I UNIT 04/01/2026 02073F203 101 10,177 SH   OTR 1 0 10,177 0
ALPHA HEALTHCARE ACQU CORP I UNIT 04/01/2026 02073F203 246 24,823 SH   SOLE   24,823 0 0
ALTIMAR ACQUISITION CORP II SHS CL A G03709105 140 14,184 SH   SOLE   14,184 0 0
ALTITUDE ACQUISITION CORP COM CL A 02156Y103 174 17,730 SH   SOLE   17,730 0 0
APELLIS PHARMACEUTICALS INC NOTE 3.500% 9/1 03753UAB2 13,230 10,769,000 PRN   SOLE   10,769,000 0 0
APELLIS PHARMACEUTICALS INC NOTE 3.500% 9/1 03753UAB2 5,295 4,310,000 PRN   OTR 1 0 4,310,000 0
ARCHIMEDES TECH SPAC PARTNR UNIT 03/10/2026 039562202 145 14,539 SH   OTR 1 0 14,539 0
ARCHIMEDES TECH SPAC PARTNR UNIT 03/10/2026 039562202 353 35,461 SH   SOLE   35,461 0 0
ASTREA ACQUISITION CORP COM CL A 04637C106 177 17,731 SH   SOLE   17,731 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 20,560 17,413,000 PRN   SOLE   17,413,000 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 8,434 7,143,000 PRN   OTR 1 0 7,143,000 0
AURORA ACQUISITION CORP UNIT 03/02/2026 G0698L111 146 14,184 SH   SOLE   14,184 0 0
AURORA CANNABIS INC NOTE 5.500% 2/2 05156XAG3 1,467 1,746,000 PRN   OTR 1 0 1,746,000 0
AURORA CANNABIS INC NOTE 5.500% 2/2 05156XAG3 3,585 4,254,000 PRN   SOLE   4,254,000 0 0
AUSTERLITZ ACQUISITION CORP UNIT 99/99/9999 G0633U119 140 14,184 SH   SOLE   14,184 0 0
BARCLAYS BANK PLC IPTH SR B S&P 06747R477 955 343 SH Put OTR 1 0 343 0
BARCLAYS BANK PLC IPTH SR B S&P 06747R477 2,385 857 SH Put SOLE   857 0 0
BEST INC NOTE 1.750%10/0 08653CAB2 3,539 6,468,000 PRN   SOLE   6,468,000 0 0
BEST INC NOTE 1.750%10/0 08653CAB2 1,451 2,652,000 PRN   OTR 1 0 2,652,000 0
BILIBILI INC NOTE 1.375% 4/0 090040AB2 120,200 44,091,000 PRN   SOLE   44,091,000 0 0
BILIBILI INC NOTE 1.375% 4/0 090040AB2 46,778 17,159,000 PRN   OTR 1 0 17,159,000 0
BIOTECH ACQUISITION COMPANY UNIT 11/30/2027 G1125A124 178 17,730 SH   SOLE   17,730 0 0
BLOOM ENERGY CORP NOTE 2.500% 8/1 093712AH0 3,998 2,907,000 PRN   OTR 1 0 2,907,000 0
BLOOM ENERGY CORP NOTE 2.500% 8/1 093712AH0 9,754 7,093,000 PRN   SOLE   7,093,000 0 0
BLUERIVER ACQUISITION CORP UNIT 01/04/2026 G1261Q123 141 14,184 SH   SOLE   14,184 0 0
BOOKING HOLDINGS INC COM 09857L108 1,161 489 SH   OTR 1 0 489 0
BOOKING HOLDINGS INC COM 09857L108 2,837 1,195 SH   SOLE   1,195 0 0
BRIDGETOWN HOLDINGS LTD COM CL A G1355U113 157 15,974 SH   SOLE   15,974 0 0
CARDLYTICS INC NOTE 1.000% 9/1 14161WAB1 3,901 3,119,000 PRN   OTR 1 0 3,119,000 0
CARDLYTICS INC NOTE 1.000% 9/1 14161WAB1 9,514 7,606,000 PRN   SOLE   7,606,000 0 0
CARNEY TECHNOLOGY ACQU CORP UNIT 12/10/2025 143636207 106 10,638 SH   SOLE   10,638 0 0
CF ACQUISITION CORP V CL A 12520R106 176 17,730 SH   SOLE   17,730 0 0
CF ACQUISITION CORP VI UNIT 99/99/9999 12521J202 175 17,730 SH   SOLE   17,730 0 0
CHEFS WHSE INC NOTE 1.875%12/0 163086AB7 3,107 2,908,000 PRN   OTR 1 0 2,908,000 0
CHEFS WHSE INC NOTE 1.875%12/0 163086AB7 7,301 6,833,000 PRN   SOLE   6,833,000 0 0
CHP MERGER CORP COM CL A 12558Y106 296 29,529 SH   SOLE   29,529 0 0
CHP MERGER CORP *W EXP 11/22/202 12558Y114 209 20,904 SH Call SOLE   20,904 0 0
CINEMARK HLDGS INC NOTE 4.500% 8/1 17243VAB8 17,323 10,855,000 PRN   SOLE   10,855,000 0 0
CINEMARK HLDGS INC NOTE 4.500% 8/1 17243VAB8 7,093 4,445,000 PRN   OTR 1 0 4,445,000 0
CITIC CAPITAL ACQUISITION CO COM CL A G21513109 296 29,693 SH   SOLE   29,693 0 0
CITIC CAPITAL ACQUISITION CO COM CL A G21513109 101 10,088 SH   OTR 1 0 10,088 0
COHN ROBBINS HOLDINGS CORP UNIT 08/11/2025 G23726121 170 16,779 SH   SOLE   16,779 0 0
COLICITY INC UNIT 02/24/2026 194170205 141 14,184 SH   SOLE   14,184 0 0
COLLEGIUM PHARMACEUTICAL INC NOTE 2.625% 2/1 19459JAA2 3,257 3,213,000 PRN   OTR 1 0 3,213,000 0
COLLEGIUM PHARMACEUTICAL INC NOTE 2.625% 2/1 19459JAA2 7,938 7,831,000 PRN   SOLE   7,831,000 0 0
COLONNADE ACQUISITION CORP I UNIT 99/99/9999 G2284B127 172 17,730 SH   SOLE   17,730 0 0
CONMED CORP COM 207410101 14,631 111,835 SH   SOLE   111,835 0 0
CONMED CORP COM 207410101 5,269 40,274 SH   OTR 1 0 40,274 0
CONSTELLATION ACQUISITN CORP UNIT 99/99/9999 G2R18K121 141 14,184 SH   SOLE   14,184 0 0
CORNER GROWTH ACQUISITION CO UNIT 01/01/2027 G2425N121 177 17,730 SH   SOLE   17,730 0 0
COVA ACQUISITION CORP UNIT 04/01/2021 G2554Y112 176 17,731 SH   SOLE   17,731 0 0
CREE INC NOTE 0.875% 9/0 225447AB7 11,287 8,019,000 PRN   OTR 1 0 8,019,000 0
CREE INC NOTE 0.875% 9/0 225447AB7 28,121 20,043,000 PRN   SOLE   20,043,000 0 0
CRUCIBLE ACQUISITION CORP UNIT 12/26/2025 22877P207 180 17,986 SH   SOLE   17,986 0 0
CYBERARK SOFTWARE LTD NOTE 11/1 23248VAB1 1,305 1,096,000 PRN   OTR 1 0 1,096,000 0
CYBERARK SOFTWARE LTD NOTE 11/1 23248VAB1 3,262 2,739,000 PRN   SOLE   2,739,000 0 0
DATADOG INC NOTE 0.125% 6/1 23804LAB9 17,968 10,878,000 PRN   OTR 1 0 10,878,000 0
DATADOG INC NOTE 0.125% 6/1 23804LAB9 43,807 26,522,000 PRN   SOLE   26,522,000 0 0
DECARBONIZATION PLUS ACQU II COM CL A 242794105 175 17,731 SH   SOLE   17,731 0 0
DEXCOM INC NOTE 0.750%12/0 252131AH0 45,820 13,777,000 PRN   OTR 1 0 13,777,000 0
DEXCOM INC NOTE 0.750%12/0 252131AH0 111,752 33,601,000 PRN   SOLE   33,601,000 0 0
DIAMONDHEAD HOLDINGS CORP UNIT 01/21/2026 25278L204 140 14,184 SH   SOLE   14,184 0 0
DISH NETWORK CORPORATION NOTE 2.375% 3/1 25470MAD1 12,846 13,119,000 PRN   SOLE   13,119,000 0 0
DISH NETWORK CORPORATION NOTE 2.375% 3/1 25470MAD1 5,252 5,381,000 PRN   OTR 1 0 5,381,000 0
DMY TECHNOLOGY GROUP INC IV COM CL A 23344K102 176 17,730 SH   SOLE   17,730 0 0
DUNE ACQUISITION CORP UNIT 10/29/2027 265334201 180 17,730 SH   SOLE   17,730 0 0
ENVIRONMENTAL IMPACT ACQU CO UNIT 11/05/2025 29408N205 184 17,731 SH   SOLE   17,731 0 0
EQUITY DISTR ACQUISITION COR UNIT 99/99/9999 29465E205 102 10,068 SH   SOLE   10,068 0 0
EURONET WORLDWIDE INC COM 298736109 598 47 SH Call OTR 1 0 47 0
EURONET WORLDWIDE INC COM 298736109 3,986 31,318 SH   SOLE   31,318 0 0
EURONET WORLDWIDE INC COM 298736109 1,464 115 SH Call SOLE   115 0 0
EURONET WORLDWIDE INC COM 298736109 1,635 12,843 SH   OTR 1 0 12,843 0
EUROPEAN BIOTECH ACQUTN CORP UNIT 03/09/2026 G3167F110 176 17,730 SH   SOLE   17,730 0 0
EVENTBRITE INC NOTE 5.000%12/0 29975EAB5 9,784 5,634,000 PRN   SOLE   5,634,000 0 0
EVENTBRITE INC NOTE 5.000%12/0 29975EAB5 4,109 2,366,000 PRN   OTR 1 0 2,366,000 0
EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 20,761 18,087,000 PRN   SOLE   18,087,000 0 0
EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 8,510 7,414,000 PRN   OTR 1 0 7,414,000 0
EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 9,305 8,778,000 PRN   SOLE   8,778,000 0 0
EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 2,051 1,418,000 PRN   SOLE   1,418,000 0 0
EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 842 582,000 PRN   OTR 1 0 582,000 0
EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 2,621 2,472,000 PRN   OTR 1 0 2,472,000 0
EXPEDIA GROUP INC COM NEW 30212P303 4,914 29,982 SH   SOLE   29,982 0 0
EXPEDIA GROUP INC COM NEW 30212P303 1,966 11,996 SH   OTR 1 0 11,996 0
FARFETCH LTD NOTE 3.750% 5/0 30744WAD9 10,458 4,175,000 PRN   SOLE   4,175,000 0 0
FARFETCH LTD NOTE 3.750% 5/0 30744WAD9 4,384 1,750,000 PRN   OTR 1 0 1,750,000 0
FEDEX CORP COM 31428X106 1,184 54 SH Call OTR 1 0 54 0
FEDEX CORP COM 31428X106 1,184 54 SH Put OTR 1 0 54 0
FEDEX CORP COM 31428X106 2,873 131 SH Put SOLE   131 0 0
FEDEX CORP COM 31428X106 2,873 131 SH Call SOLE   131 0 0
FEDEX CORP COM 31428X106 1,138 5,191 SH   OTR 1 0 5,191 0
FEDEX CORP COM 31428X106 2,776 12,657 SH   SOLE   12,657 0 0
FIGURE ACQUISITION CORP I UNIT 99/99/9999 302438205 136 14,184 SH   SOLE   14,184 0 0
FINTECH EVOLUTION ACQUIS GRO UNIT 99/99/9999 G3R19A112 140 14,184 SH   SOLE   14,184 0 0
FIRSTMARK HORIZON ACQUISITIO CL A COM 33765Y101 170 17,361 SH   SOLE   17,361 0 0
FIVE9 INC NOTE 0.500% 6/0 338307AD3 11,029 8,190,000 PRN   SOLE   8,190,000 0 0
FIVE9 INC NOTE 0.500% 6/0 338307AD3 4,413 3,277,000 PRN   OTR 1 0 3,277,000 0
FLUIDIGM CORP DEL NOTE 5.250%12/0 34385PAF5 1,727 727,000 PRN   OTR 1 0 727,000 0
FLUIDIGM CORP DEL NOTE 5.250%12/0 34385PAF5 4,211 1,773,000 PRN   SOLE   1,773,000 0 0
FORTISTAR SUSTAINABLE SOL CO UNIT 01/14/2026 34962M205 178 17,731 SH   SOLE   17,731 0 0
FRAZIER LIFESCIENCES ACQU CO UNIT 12/09/2025 G3710A121 107 10,638 SH   SOLE   10,638 0 0
FTAC ATHENA ACQUISITION CORP CL A SHS G37283101 175 17,730 SH   SOLE   17,730 0 0
FTAC HERA ACQUISITION CORP UNIT 02/28/2026 G3728Y129 177 17,730 SH   SOLE   17,730 0 0
G SQUARED ASCEND I INC SHS CL A G4204R109 140 14,184 SH   SOLE   14,184 0 0
GENERAL MTRS CO COM 37045V100 4,411 83,685 SH   SOLE   83,685 0 0
GENERAL MTRS CO COM 37045V100 4,412 837 SH Put SOLE   837 0 0
GENERAL MTRS CO COM 37045V100 1,809 34,315 SH   OTR 1 0 34,315 0
GENERAL MTRS CO COM 37045V100 1,808 343 SH Put OTR 1 0 343 0
GIGCAPITAL4 INC UNIT 99/99/9999 37518G200 181 17,733 SH   SOLE   17,733 0 0
GLOBAL PARTNER ACQISTN CORP UNIT 01/06/2026 G3934P110 175 17,731 SH   SOLE   17,731 0 0
GLOBAL SYNERGY ACQUISIT CORP UNIT 01/01/2024 G3934J114 213 21,277 SH   SOLE   21,277 0 0
GOAL ACQUISITIONS CORP UNIT 99/99/9999 38021H206 146 14,185 SH   SOLE   14,185 0 0
GOLDEN FALCON ACQUISITION CO UNIT 99/99/9999 38102H208 102 10,204 SH   SOLE   10,204 0 0
GOSSAMER BIO INC NOTE 5.000% 6/0 38341PAA0 20,348 19,778,000 PRN   SOLE   19,778,000 0 0
GOSSAMER BIO INC NOTE 5.000% 6/0 38341PAA0 8,881 8,632,000 PRN   OTR 1 0 8,632,000 0
GUESS INC NOTE 2.000% 4/1 401617AD7 27,924 25,102,000 PRN   SOLE   25,102,000 0 0
GUESS INC NOTE 2.000% 4/1 401617AD7 11,169 10,040,000 PRN   OTR 1 0 10,040,000 0
H I G ACQUISITION CORP UNIT 99/99/9999 G44898115 141 14,039 SH   SOLE   14,039 0 0
HAMILTON LANE ALLIANCE HLDGS UNIT 99/99/9999 40749M202 177 17,731 SH   SOLE   17,731 0 0
HEALTHCARE CAPITAL CORP COM CL A 42228C101 175 17,730 SH   SOLE   17,730 0 0
HEALTHCARE SERVICES ACQU COR UNIT 11/18/2023 42227K203 176 17,730 SH   SOLE   17,730 0 0
HIGHLAND TRANSCEND PARTNERS UNIT 99/99/9999 G44690116 185 17,730 SH   SOLE   17,730 0 0
HUAZHU GROUP LTD NOTE 0.375%11/0 16949NAC3 11,571 10,206,000 PRN   OTR 1 0 10,206,000 0
HUAZHU GROUP LTD NOTE 0.375%11/0 16949NAC3 28,220 24,892,000 PRN   SOLE   24,892,000 0 0
IBERE PHARMACEUTICALS UNIT 99/99/9999 G46843127 177 17,730 SH   SOLE   17,730 0 0
INFINERA CORP NOTE 2.125% 9/0 45667GAC7 7,355 6,601,000 PRN   OTR 1 0 6,601,000 0
INFINERA CORP NOTE 2.125% 9/0 45667GAC7 17,713 15,898,000 PRN   SOLE   15,898,000 0 0
INVESCO EXCH TRADED FD TR II SOLAR ETF 46138G706 2,854 357 SH Put SOLE   357 0 0
INVESCO EXCH TRADED FD TR II SOLAR ETF 46138G706 1,143 143 SH Put OTR 1 0 143 0
INVITAE CORP NOTE 2.000% 9/0 46185LAB9 7,134 5,816,000 PRN   OTR 1 0 5,816,000 0
INVITAE CORP NOTE 2.000% 9/0 46185LAB9 17,399 14,184,000 PRN   SOLE   14,184,000 0 0
IONIS PHARMACEUTICALS INC NOTE 0.125%12/1 462222AB6 44,146 48,758,000 PRN   SOLE   48,758,000 0 0
IONIS PHARMACEUTICALS INC NOTE 0.125%12/1 462222AB6 18,784 20,746,000 PRN   OTR 1 0 20,746,000 0
IQIYI INC NOTE 3.750%12/0 46267XAB4 8,464 8,626,000 PRN   OTR 1 0 8,626,000 0
IQIYI INC NOTE 3.750%12/0 46267XAB4 20,666 21,062,000 PRN   SOLE   21,062,000 0 0
IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 10,082 9,242,000 PRN   SOLE   9,242,000 0 0
IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 4,133 3,789,000 PRN   OTR 1 0 3,789,000 0
ISHARES INC MSCI TAIWAN ETF 46434G772 2,201 355 SH Put SOLE   355 0 0
ISHARES INC MSCI TAIWAN ETF 46434G772 899 145 SH Put OTR 1 0 145 0
ISHARES TR CHINA LG-CAP ETF 464287184 6,692 1,719 SH Put OTR 1 0 1,719 0
ISHARES TR CHINA LG-CAP ETF 464287184 16,666 4,281 SH Put SOLE   4,281 0 0
ISLEWORTH HEALTHCARE ACQU CO COM 46468P102 98 10,000 SH   SOLE   10,000 0 0
JACK CREEK INVESTMENT CORP UNIT 10/01/2023 G4989X107 178 17,731 SH   SOLE   17,731 0 0
JAMF HLDG CORP COM 47074L105 1,602 41,600 SH   SOLE   41,600 0 0
JAWS MUSTANG ACQUISITION COR UNIT 99/99/9999 G50737116 178 17,731 SH   SOLE   17,731 0 0
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 5,042 5,000,000 PRN   SOLE   5,000,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 2,017 2,000,000 PRN   OTR 1 0 2,000,000 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 3,675 28,224 SH   OTR 1 0 28,224 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 9,181 70,512 SH   SOLE   70,512 0 0
JETBLUE AWYS CORP COM 477143101 2,597 169,879 SH   OTR 1 0 169,879 0
JETBLUE AWYS CORP COM 477143101 6,334 414,281 SH   SOLE   414,281 0 0
JOFF FINTECH ACQUISITION COR COM CL A 46592C100 171 17,735 SH   SOLE   17,735 0 0
KARYOPHARM THERAPEUTICS INC NOTE 3.000%10/1 48576UAA4 3,414 4,363,000 PRN   OTR 1 0 4,363,000 0
KARYOPHARM THERAPEUTICS INC NOTE 3.000%10/1 48576UAA4 8,324 10,637,000 PRN   SOLE   10,637,000 0 0
KHOSLA VENTURES ACQUISITION CL A 482504107 125 12,707 SH   OTR 1 0 12,707 0
KHOSLA VENTURES ACQUISITION CL A 482504107 306 30,993 SH   SOLE   30,993 0 0
KHOSLA VENTURES ACQUT CO III COM CL A 482506102 142 14,539 SH   OTR 1 0 14,539 0
KHOSLA VENTURES ACQUT CO III COM CL A 482506102 348 35,461 SH   SOLE   35,461 0 0
KINS TECHNOLOGY GROUP INC UNIT 10/14/2025 49714K208 180 17,731 SH   SOLE   17,731 0 0
KL ACQUISITION CORP UNIT 99/99/9999 49837C208 105 10,638 SH   SOLE   10,638 0 0
KLUDEIN I ACQUISITION CORP UNIT 99/99/9999 49878L208 288 28,369 SH   SOLE   28,369 0 0
KLUDEIN I ACQUISITION CORP UNIT 99/99/9999 49878L208 118 11,631 SH   OTR 1 0 11,631 0
LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 14,753 14,735,000 PRN   SOLE   14,735,000 0 0
LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 6,043 6,036,000 PRN   OTR 1 0 6,036,000 0
LEO HLDGS CORP II UNIT 99/99/9999 G5463R110 175 17,731 SH   SOLE   17,731 0 0
LIGHTJUMP ACQUISITION CORP UNIT 01/06/2026 53228M205 337 33,477 SH   SOLE   33,477 0 0
LIGHTJUMP ACQUISITION CORP UNIT 01/06/2026 53228M205 138 13,724 SH   OTR 1 0 13,724 0
LIONHEART ACQUISITION CORP I COM CL A 53625R104 170 17,203 SH   SOLE   17,203 0 0
LIVENT CORP NOTE 4.125% 7/1 53814LAB4 17,168 6,120,000 PRN   OTR 1 0 6,120,000 0
LIVENT CORP NOTE 4.125% 7/1 53814LAB4 35,512 12,659,000 PRN   SOLE   12,659,000 0 0
LONGVIEW ACQUISITION CORP II COM CL A 54319Q105 175 17,730 SH   SOLE   17,730 0 0
MARLIN TECHNOLOGY CORP UNIT 99/99/9999 G58411128 177 17,731 SH   SOLE   17,731 0 0
MICROCHIP TECHNOLOGY INC. COM 595017104 821 107 SH Call SOLE   107 0 0
MICROCHIP TECHNOLOGY INC. COM 595017104 1,009 13,148 SH   OTR 1 0 13,148 0
MICROCHIP TECHNOLOGY INC. COM 595017104 2,499 32,556 SH   SOLE   32,556 0 0
MICROCHIP TECHNOLOGY INC. COM 595017104 330 43 SH Call OTR 1 0 43 0
MISSION ADVANCEMENT CORP UNIT 99/99/9999 60501L200 176 17,731 SH   SOLE   17,731 0 0
MORINGA ACQUISITION CORP UNIT 02/16/2026 G6S23K116 353 35,461 SH   SOLE   35,461 0 0
MORINGA ACQUISITION CORP UNIT 02/16/2026 G6S23K116 145 14,539 SH   OTR 1 0 14,539 0
MOTIVE CAPITAL CORP UNIT 99/99/9999 G6293A129 289 28,370 SH   SOLE   28,370 0 0
MOTIVE CAPITAL CORP UNIT 99/99/9999 G6293A129 119 11,630 SH   OTR 1 0 11,630 0
NCL CORP LTD NOTE 6.000% 5/1 62886HAT8 3,715 1,733,000 PRN   OTR 1 0 1,733,000 0
NCL CORP LTD NOTE 6.000% 5/1 62886HAT8 8,846 4,127,000 PRN   SOLE   4,127,000 0 0
NEVRO CORP NOTE 2.750% 4/0 64157FAC7 20,992 15,444,000 PRN   SOLE   15,444,000 0 0
NEVRO CORP NOTE 2.750% 4/0 64157FAC7 8,816 6,486,000 PRN   OTR 1 0 6,486,000 0
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 36,142 35,672,000 PRN   SOLE   35,672,000 0 0
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 14,771 14,579,000 PRN   OTR 1 0 14,579,000 0
NICE LTD SPONSORED ADR 653656108 823 2,896 SH   OTR 1 0 2,896 0
NICE LTD SPONSORED ADR 653656108 2,056 7,238 SH   SOLE   7,238 0 0
NOBLE ROCK ACQUISITION CORP UNIT 01/31/2028 G6546R127 176 17,731 SH   SOLE   17,731 0 0
NORTH ATLANTIC ACQUISITN COR UNIT 10/20/2025 G66139117 176 17,731 SH   SOLE   17,731 0 0
NORTHERN STAR INVEST CORP II UNIT 02/25/2028 66574L209 140 14,184 SH   SOLE   14,184 0 0
NORTHERN STAR INVEST CORP IV UNIT 02/25/2028 66575B200 140 14,184 SH   SOLE   14,184 0 0
NOVAVAX INC NOTE 3.750% 2/0 670002AB0 27,730 15,856,000 PRN   SOLE   15,856,000 0 0
NOVAVAX INC NOTE 3.750% 2/0 670002AB0 11,095 6,344,000 PRN   OTR 1 0 6,344,000 0
NOVUS CAPITAL CORPORATION II UNIT 99/99/9999 67012W203 182 17,731 SH   SOLE   17,731 0 0
NUTANIX INC NOTE 1/1 67059NAB4 14,288 13,582,000 PRN   OTR 1 0 13,582,000 0
NUTANIX INC NOTE 1/1 67059NAB4 35,710 33,944,000 PRN   SOLE   33,944,000 0 0
OAKTREE ACQUISITION CORP II UNIT 09/15/2027 G6715X129 134 13,423 SH   SOLE   13,423 0 0
OMEROS CORP NOTE 5.250% 2/1 682143AG7 21,469 19,790,000 PRN   SOLE   19,790,000 0 0
OMEROS CORP NOTE 5.250% 2/1 682143AG7 8,591 7,919,000 PRN   OTR 1 0 7,919,000 0
ON SEMICONDUCTOR CORP COM 682189105 10,209 223,050 SH   SOLE   223,050 0 0
ON SEMICONDUCTOR CORP COM 682189105 4,189 4,189 SH   OTR 1 0 4,189 0
ONE EQUITY PARTNERS OPEN WTR UNIT 01/14/2026 68237L204 141 14,184 SH   SOLE   14,184 0 0
PACIRA BIOSCIENCES INC NOTE 2.375% 4/0 695127AD2 5,701 5,445,000 PRN   OTR 1 0 5,445,000 0
PACIRA BIOSCIENCES INC NOTE 2.375% 4/0 695127AD2 13,906 13,281,000 PRN   SOLE   13,281,000 0 0
PAGERDUTY INC NOTE 1.250% 7/0 69553PAB6 20,443 16,045,000 PRN   OTR 1 0 16,045,000 0
PAGERDUTY INC NOTE 1.250% 7/0 69553PAB6 51,104 40,110,000 PRN   SOLE   40,110,000 0 0
PARATEK PHARMACEUTICALS INC NOTE 4.750% 5/0 699374AB0 1,132 1,288,000 PRN   SOLE   1,288,000 0 0
PARATEK PHARMACEUTICALS INC NOTE 4.750% 5/0 699374AB0 463 527,000 PRN   OTR 1 0 527,000 0
PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 1,190 1,064,000 PRN   SOLE   1,064,000 0 0
PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 488 436,000 PRN   OTR 1 0 436,000 0
PERIDOT ACQUISITION CORP II UNIT 99/99/9999 G7008B113 175 17,731 SH   SOLE   17,731 0 0
PERIPHAS CAPITAL PARTNERING UNIT 99/99/9999 713895209 253 10,263 SH   SOLE   10,263 0 0
PINDUODUO INC NOTE 12/0 722304AC6 4,194 4,522,000 PRN   OTR 1 0 4,522,000 0
PINDUODUO INC NOTE 10/0 722304AB8 18,365 8,581,000 PRN   OTR 1 0 8,581,000 0
PINDUODUO INC NOTE 10/0 722304AB8 43,208 20,189,000 PRN   SOLE   20,189,000 0 0
PINDUODUO INC NOTE 12/0 722304AC6 10,461 11,295,000 PRN   SOLE   11,295,000 0 0
PIONEER MERGER CORP CL A SHS G7S24C103 141 14,185 SH   SOLE   14,185 0 0
PIVOTAL INVESTMENT CORP III UNIT 01/28/2028 72582M205 140 14,184 SH   SOLE   14,184 0 0
PLUG POWER INC COM NEW 72919P202 1,772 69,367 SH   OTR 1 0 69,367 0
POEMA GLOBAL HOLDINGS CORP UNIT 99/99/9999 G7154B123 185 17,986 SH   SOLE   17,986 0 0
PONTEM CORPORATION UNIT 99/99/9999 G71707114 176 17,731 SH   SOLE   17,731 0 0
POPULATION HEALTH INVS CO IN UNIT 99/99/9999 G71716123 176 17,606 SH   SOLE   17,606 0 0
PRIMAVERA CAPITAL ACQUIST CO UNIT 01/19/2026 G7255E125 141 14,184 SH   SOLE   14,184 0 0
PROPERTY SOLUTIONS ACQUISITI UNIT 03/01/2026 74350A207 176 17,730 SH   SOLE   17,730 0 0
PROPTECH INVESTMENT CORP II UNIT 99/99/9999 743497208 222 22,413 SH   SOLE   22,413 0 0
PROSPECTOR CAPITAL CORP UNIT 01/01/2030 G7273A121 116 11,647 SH   OTR 1 0 11,647 0
PROSPECTOR CAPITAL CORP UNIT 01/01/2030 G7273A121 283 28,408 SH   SOLE   28,408 0 0
PROVIDENT ACQUISITION CORP UNIT 99/99/9999 G7282L118 141 14,184 SH   SOLE   14,184 0 0
PTC THERAPEUTICS INC NOTE 3.000% 8/1 69366JAB7 8,457 8,091,000 PRN   OTR 1 0 8,091,000 0
PTC THERAPEUTICS INC NOTE 3.000% 8/1 69366JAB7 24,158 23,113,000 PRN   SOLE   23,113,000 0 0
PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 35,750 30,868,000 PRN   SOLE   30,868,000 0 0
PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 14,302 12,349,000 PRN   OTR 1 0 12,349,000 0
REINVENT TECHNOLOGY PARTNERS UNIT 03/12/2026 G7484L114 179 17,730 SH   SOLE   17,730 0 0
REPLIGEN CORP NOTE 0.375% 7/1 759916AB5 21,909 8,655,000 PRN   OTR 1 0 8,655,000 0
REPLIGEN CORP NOTE 0.375% 7/1 759916AB5 54,762 21,633,000 PRN   SOLE   21,633,000 0 0
RINGCENTRAL INC NOTE 3/0 76680RAF4 3,977 4,012,000 PRN   OTR 1 0 4,012,000 0
RINGCENTRAL INC NOTE 3/0 76680RAF4 9,895 9,988,000 PRN   SOLE   9,988,000 0 0
RMG ACQUISITION CORP III UNIT 02/08/2026 G76088114 144 14,539 SH   OTR 1 0 14,539 0
RMG ACQUISITION CORP III UNIT 02/08/2026 G76088114 350 35,461 SH   SOLE   35,461 0 0
ROMAN DBDR TECH ACQUISITION COM CL A 77584N101 120 11,831 SH   OTR 1 0 11,831 0
ROMAN DBDR TECH ACQUISITION COM CL A 77584N101 285 28,169 SH   SOLE   28,169 0 0
ROMAN DBDR TECH ACQUISITION *W EXP 10/31/202 77584N119 142 14,084 SH Call SOLE   14,084 0 0
ROYAL CARIBBEAN GROUP NOTE 4.250% 6/1 780153BB7 17,144 12,165,000 PRN   SOLE   12,165,000 0 0
ROYAL CARIBBEAN GROUP NOTE 4.250% 6/1 780153BB7 7,030 4,988,000 PRN   OTR 1 0 4,988,000 0
SARCOS TECHN AND ROBOTICS CO *W EXP 06/15/202 80359A114 82 10,638 SH Call SOLE   10,638 0 0
SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 98,077 65,952,000 PRN   SOLE   65,952,000 0 0
SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 40,221 27,047,000 PRN   OTR 1 0 27,047,000 0
SARISSA CAPITAL ACQUISITN CO UNIT 10/23/2027 G7823W128 209 21,184 SH   SOLE   21,184 0 0
SCION TECH GROWTH II UNIT 99/99/9999 G31070124 176 17,730 SH   SOLE   17,730 0 0
SCVX CORP COM G79448208 479 48,278 SH   SOLE   48,278 0 0
SCVX CORP COM G79448208 149 14,964 SH   OTR 1 0 14,964 0
SEA LTD NOTE 2.375%12/0 81141RAF7 99,077 27,910,000 PRN   SOLE   27,910,000 0 0
SEA LTD NOTE 2.375%12/0 81141RAF7 45,935 12,940,000 PRN   OTR 1 0 12,940,000 0
SEA LTD NOTE 1.000%12/0 81141RAD2 143,525 22,595,000 PRN   SOLE   22,595,000 0 0
SEA LTD NOTE 1.000%12/0 81141RAD2 70,330 11,072,000 PRN   OTR 1 0 11,072,000 0
SEA LTD SPONSORD ADS 81141R100 1,540 4,831 SH   OTR 1 0 4,831 0
SIMON PROPERTY GRP ACQ HOLDI UNIT 99/99/9999 82880R202 106 10,638 SH   SOLE   10,638 0 0
SNAP INC NOTE 0.750% 8/0 83304AAB2 54,470 16,663,000 PRN   SOLE   16,663,000 0 0
SNAP INC NOTE 0.250% 5/0 83304AAD8 33,464 9,820,000 PRN   SOLE   9,820,000 0 0
SNAP INC NOTE 0.750% 8/0 83304AAB2 18,465 5,652,000 PRN   OTR 1 0 5,652,000 0
SNAP INC NOTE 0.250% 5/0 83304AAD8 13,723 4,027,000 PRN   OTR 1 0 4,027,000 0
SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6 23,844 19,230,000 PRN   OTR 1 0 19,230,000 0
SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6 58,153 46,900,000 PRN   SOLE   46,900,000 0 0
SPARTAN ACQUISITION CORP III COM CL A 84677R106 175 17,731 SH   SOLE   17,731 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 5,878 13,696 SH   OTR 1 0 13,696 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 14,464 33,704 SH   SOLE   33,704 0 0
SQUARE INC NOTE 0.125% 3/0 852234AF0 31,612 15,571,000 PRN   OTR 1 0 15,571,000 0
SQUARE INC NOTE 0.125% 3/0 852234AF0 79,034 38,929,000 PRN   SOLE   38,929,000 0 0
STRATIM CLOUD ACQUISITION CO UNIT 03/05/2026 86309R206 352 35,461 SH   SOLE   35,461 0 0
STRATIM CLOUD ACQUISITION CO UNIT 03/05/2026 86309R206 145 14,539 SH   OTR 1 0 14,539 0
SUPERNOVA PARTNERS ACQUISTN SHS CL A G8T86C105 173 17,731 SH   SOLE   17,731 0 0
SUPERNUS PHARMACEUTICALS NOTE 0.625% 4/0 868459AD0 6,052 6,154,000 PRN   OTR 1 0 6,154,000 0
SUPERNUS PHARMACEUTICALS NOTE 0.625% 4/0 868459AD0 14,753 15,001,000 PRN   SOLE   15,001,000 0 0
SVF INVESTMENT CORP UNIT 12/20/2025 G8601L110 176 17,730 SH   SOLE   17,730 0 0
TAILWIND ACQUISITION CORP COM CL A 87403Q102 131 13,424 SH   SOLE   13,424 0 0
TAILWIND INTERNATNAL ACQ COR UNIT 99/99/9999 G8662F127 351 35,462 SH   SOLE   35,462 0 0
TAILWIND INTERNATNAL ACQ COR UNIT 99/99/9999 G8662F127 144 14,538 SH   OTR 1 0 14,538 0
TCW SPECIAL PURPOSE ACQU COR UNIT 99/99/9999 87301L205 175 17,730 SH   SOLE   17,730 0 0
TELADOC HEALTH INC COM 87918A105 321 2,529 SH   OTR 1 0 2,529 0
TELADOC HEALTH INC COM 87918A105 783 6,171 SH   SOLE   6,171 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 143,939 12,159,000 PRN   SOLE   12,159,000 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 44,641 3,771,000 PRN   OTR 1 0 3,771,000 0
THE REALREAL INC NOTE 3.000% 6/1 88339PAB7 7,085 6,425,000 PRN   OTR 1 0 6,425,000 0
THE REALREAL INC NOTE 3.000% 6/1 88339PAB7 17,286 15,675,000 PRN   SOLE   15,675,000 0 0
THERAVANCE BIOPHARMA INC NOTE 3.250%11/0 88339KAA0 22,260 24,159,000 PRN   SOLE   24,159,000 0 0
THERAVANCE BIOPHARMA INC NOTE 3.250%11/0 88339KAA0 8,905 9,665,000 PRN   OTR 1 0 9,665,000 0
TILRAY INC NOTE 5.000%10/0 88688TAB6 14,150 14,303,000 PRN   SOLE   14,303,000 0 0
TILRAY INC NOTE 5.000%10/0 88688TAB6 5,749 5,866,000 PRN   OTR 1 0 5,866,000 0
TISHMAN SPEYER INNOVATION CO UNIT 02/11/2026 88825H209 142 14,184 SH   SOLE   14,184 0 0
TRAVERE THERAPEUTICS INC NOTE 2.500% 9/1 761299AB2 28,277 28,257,000 PRN   SOLE   28,257,000 0 0
TRAVERE THERAPEUTICS INC NOTE 2.500% 9/1 761299AB2 11,314 11,306,000 PRN   OTR 1 0 11,306,000 0
TURMERIC ACQUISITION CORP UNIT 10/08/2025 G9127T116 172 17,361 SH   SOLE   17,361 0 0
TWITTER INC NOTE 0.250% 6/1 90184LAF9 19,844 15,775,000 PRN   SOLE   15,775,000 0 0
TWITTER INC NOTE 0.250% 6/1 90184LAF9 8,208 6,525,000 PRN   OTR 1 0 6,525,000 0
TWO COM CL A G9152V101 441 45,072 SH   OTR 1 0 45,072 0
TWO COM CL A G9152V101 1,076 109,935 SH   SOLE   109,935 0 0
TZP STRATEGIES ACQUISTN CORP UNIT 01/06/2026 G91595127 141 14,184 SH   SOLE   14,184 0 0
VECTOIQ ACQUISITION CORP II UNIT 99/99/9999 92244F208 246 24,823 SH   SOLE   24,823 0 0
VECTOIQ ACQUISITION CORP II UNIT 99/99/9999 92244F208 101 10,177 SH   OTR 1 0 10,177 0
VEONEER INC NOTE 4.000% 6/0 92336XAA7 12,901 7,910,000 PRN   OTR 1 0 7,910,000 0
VEONEER INC NOTE 4.000% 6/0 92336XAA7 32,250 19,774,000 PRN   SOLE   19,774,000 0 0
VIAVI SOLUTIONS INC COM 925550105 840 53,355 SH   SOLE   53,355 0 0
VIAVI SOLUTIONS INC COM 925550105 555 35,258 SH   OTR 1 0 35,258 0
VICKERS VANTAGE CORP I UNIT 09/15/2027 G9440B123 182 17,731 SH   SOLE   17,731 0 0
VONAGE HLDGS CORP NOTE 1.750% 6/0 92886TAJ1 10,344 8,837,000 PRN   OTR 1 0 8,837,000 0
VONAGE HLDGS CORP NOTE 1.750% 6/0 92886TAJ1 25,851 22,084,000 PRN   SOLE   22,084,000 0 0
WAYFAIR INC NOTE 0.625%10/0 94419LAM3 6,372 6,372,000 PRN   OTR 1 0 6,372,000 0
WAYFAIR INC NOTE 1.125%11/0 94419LAD3 16,384 7,303,000 PRN   OTR 1 0 7,303,000 0
WAYFAIR INC NOTE 1.125%11/0 94419LAD3 33,998 15,154,000 PRN   SOLE   15,154,000 0 0
WAYFAIR INC NOTE 0.625%10/0 94419LAM3 15,546 15,528,000 PRN   SOLE   15,528,000 0 0
WESTERN DIGITAL CORP. COM 958102105 214 38 SH Call OTR 1 0 38 0
WESTERN DIGITAL CORP. COM 958102105 812 14,394 SH   OTR 1 0 14,394 0
WESTERN DIGITAL CORP. COM 958102105 1,969 34,894 SH   SOLE   34,894 0 0
WESTERN DIGITAL CORP. COM 958102105 519 92 SH Call SOLE   92 0 0
WIX COM LTD NOTE 7/0 92940WAB5 37,029 24,974,000 PRN   SOLE   24,974,000 0 0
WIX COM LTD NOTE 7/0 92940WAB5 14,265 9,621,000 PRN   OTR 1 0 9,621,000 0
ZSCALER INC NOTE 0.125% 7/0 98980GAB8 31,011 16,989,000 PRN   OTR 1 0 16,989,000 0
ZSCALER INC NOTE 0.125% 7/0 98980GAB8 75,624 41,429,000 PRN   SOLE   41,429,000 0 0