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
2U INC NOTE 2.250% 5/0 90214JAB7 9,837 11,651,000 PRN   SOLE   11,651,000 0 0
2U INC NOTE 2.250% 5/0 90214JAB7 3,839 4,547,000 PRN   OTR 1 0 4,547,000 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 10,597 11,305,000 PRN   OTR 1 0 11,305,000 0
8X8 INC NEW NOTE 0.500% 2/0 282914AB6 27,173 28,988,000 PRN   SOLE   28,988,000 0 0
ABG ACQUISITION CORP I CL A SHS G00496102 139 14,184 SH   SOLE   14,184 0 0
AERIE PHARMACEUTICALS INC NOTE 1.500%10/0 00771VAB4 2,177 2,441,000 PRN   OTR 1 0 2,441,000 0
AERIE PHARMACEUTICALS INC NOTE 1.500%10/0 00771VAB4 5,579 6,255,000 PRN   SOLE   6,255,000 0 0
AIRBNB INC NOTE 3/1 009066AB7 32,326 33,311,000 PRN   SOLE   33,311,000 0 0
AIRBNB INC NOTE 3/1 009066AB7 12,608 12,992,000 PRN   OTR 1 0 12,992,000 0
ALARM COM HLDGS INC NOTE 1/1 011642AB1 10,248 12,029,000 PRN   SOLE   12,029,000 0 0
ALARM COM HLDGS INC NOTE 1/1 011642AB1 3,998 4,693,000 PRN   OTR 1 0 4,693,000 0
ALPHA HEALTHCARE ACQU CORP I CLASS A COM 02073F104 242 24,823 SH   SOLE   24,823 0 0
ALPHA HEALTHCARE ACQU CORP I CLASS A COM 02073F104 99 10,177 SH   OTR 1 0 10,177 0
ALTITUDE ACQUISITION CORP COM CL A 02156Y103 176 17,730 SH   SOLE   17,730 0 0
APELLIS PHARMACEUTICALS INC NOTE 3.500% 9/1 03753UAB2 31,373 19,822,000 PRN   SOLE   19,822,000 0 0
APELLIS PHARMACEUTICALS INC NOTE 3.500% 9/1 03753UAB2 12,231 7,728,000 PRN   OTR 1 0 7,728,000 0
ARCHIMEDES TECH SPAC PARTNR UNIT 99/99/9999 039562301 353 35,461 SH   SOLE   35,461 0 0
ARCHIMEDES TECH SPAC PARTNR UNIT 99/99/9999 039562301 145 14,539 SH   OTR 1 0 14,539 0
ASTREA ACQUISITION CORP COM CL A 04637C106 173 17,731 SH   SOLE   17,731 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 18,218 15,911,000 PRN   SOLE   15,911,000 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 7,105 6,205,000 PRN   OTR 1 0 6,205,000 0
AURORA ACQUISITION CORP CLASS A ORD SHS G0698L103 140 14,184 SH   SOLE   14,184 0 0
AURORA CANNABIS INC NOTE 5.500% 2/2 05156XAG3 2,629 2,858,000 PRN   OTR 1 0 2,858,000 0
AURORA CANNABIS INC NOTE 5.500% 2/2 05156XAG3 6,744 7,335,000 PRN   SOLE   7,335,000 0 0
AUSTERLITZ ACQUISITION CORP COM CL A G0633U101 139 14,184 SH   SOLE   14,184 0 0
BARCLAYS BANK PLC IPTH SR B S&P 06747R477 4,613 1,795 SH Put SOLE   1,795 0 0
BARCLAYS BANK PLC IPTH SR B S&P 06747R477 1,812 705 SH Put OTR 1 0 705 0
BENTLEY SYS INC NOTE 0.125% 1/1 08265TAB5 1,185 1,202,000 PRN   OTR 1 0 1,202,000 0
BENTLEY SYS INC NOTE 0.125% 1/1 08265TAB5 2,884 2,925,000 PRN   SOLE   2,925,000 0 0
BEST INC NOTE 1.750%10/0 08653CAB2 2,160 2,734,000 PRN   OTR 1 0 2,734,000 0
BEST INC NOTE 1.750%10/0 08653CAB2 5,400 6,836,000 PRN   SOLE   6,836,000 0 0
BEYOND MEAT INC NOTE 3/1 08862EAB5 7,143 11,812,000 PRN   OTR 1 0 11,812,000 0
BEYOND MEAT INC NOTE 3/1 08862EAB5 18,315 30,286,000 PRN   SOLE   30,286,000 0 0
BILIBILI INC NOTE 1.375% 4/0 090040AB2 54,673 42,797,000 PRN   SOLE   42,797,000 0 0
BILIBILI INC NOTE 1.375% 4/0 090040AB2 21,274 16,653,000 PRN   OTR 1 0 16,653,000 0
BILL COM HLDGS INC NOTE 12/0 090043AB6 19,902 12,497,000 PRN   OTR 1 0 12,497,000 0
BILL COM HLDGS INC NOTE 12/0 090043AB6 49,778 31,257,000 PRN   SOLE   31,257,000 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 717 93 SH Call OTR 1 0 93 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 2,831 36,716 SH   OTR 1 0 36,716 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 7,258 94,139 SH   SOLE   94,139 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 1,804 234 SH Call SOLE   234 0 0
BIOTECH ACQUISITION COMPANY CL A SHS G1125A108 175 17,730 SH   SOLE   17,730 0 0
BLOCK INC NOTE 0.125% 3/0 852234AF0 26,908 20,482,000 PRN   OTR 1 0 20,482,000 0
BLOCK INC NOTE 0.125% 3/0 852234AF0 68,996 52,518,000 PRN   SOLE   52,518,000 0 0
BLOOM ENERGY CORP NOTE 2.500% 8/1 093712AH0 13,657 8,201,000 PRN   SOLE   8,201,000 0 0
BLOOM ENERGY CORP NOTE 2.500% 8/1 093712AH0 5,327 3,199,000 PRN   OTR 1 0 3,199,000 0
BLUERIVER ACQUISITION CORP SHS CL A G1261Q107 139 14,184 SH   SOLE   14,184 0 0
BOOKING HOLDINGS INC COM 09857L108 775 330 SH   OTR 1 0 330 0
BOOKING HOLDINGS INC COM 09857L108 1,893 806 SH   SOLE   806 0 0
BRIDGEBIO PHARMA INC NOTE 2.250% 2/0 10806XAD4 13,579 28,307,000 PRN   SOLE   28,307,000 0 0
BRIDGEBIO PHARMA INC NOTE 2.250% 2/0 10806XAD4 5,300 11,048,000 PRN   OTR 1 0 11,048,000 0
BRIDGETOWN HOLDINGS LTD COM CL A G1355U113 158 15,974 SH   SOLE   15,974 0 0
CABLE ONE INC NOTE 3/1 12685JAE5 1,650 1,880,000 PRN   SOLE   1,880,000 0 0
CABLE ONE INC NOTE 3/1 12685JAE5 676 770,000 PRN   OTR 1 0 770,000 0
CARNEY TECHNOLOGY ACQU CORP CL A COMMON STK 143636108 104 10,638 SH   SOLE   10,638 0 0
CERENCE INC NOTE 3.000% 6/0 156727AB5 2,000 1,583,000 PRN   SOLE   1,583,000 0 0
CERENCE INC NOTE 3.000% 6/0 156727AB5 779 617,000 PRN   OTR 1 0 617,000 0
CERIDIAN HCM HLDG INC NOTE 0.250% 3/1 15677JAD0 19,659 22,445,000 PRN   SOLE   22,445,000 0 0
CERIDIAN HCM HLDG INC NOTE 0.250% 3/1 15677JAD0 7,668 8,755,000 PRN   OTR 1 0 8,755,000 0
CF ACQUISITION CORP VI COM CL A 12521J103 126 10,638 SH   SOLE   10,638 0 0
CHEFS WHSE INC NOTE 1.875%12/0 163086AB7 3,162 3,014,000 PRN   OTR 1 0 3,014,000 0
CHEFS WHSE INC NOTE 1.875%12/0 163086AB7 8,107 7,727,000 PRN   SOLE   7,727,000 0 0
CHP MERGER CORP *W EXP 11/22/202 12558Y114 213 20,904 SH Call SOLE   20,904 0 0
CINEMARK HLDGS INC NOTE 4.500% 8/1 17243VAB8 5,169 3,509,000 PRN   OTR 1 0 3,509,000 0
CINEMARK HLDGS INC NOTE 4.500% 8/1 17243VAB8 13,245 8,991,000 PRN   SOLE   8,991,000 0 0
COHN ROBBINS HOLDINGS CORP COM CL A G23726105 167 16,779 SH   SOLE   16,779 0 0
COLICITY INC COM CL A 194170106 139 14,184 SH   SOLE   14,184 0 0
COLLEGIUM PHARMACEUTICAL INC NOTE 2.625% 2/1 19459JAA2 5,042 5,069,000 PRN   OTR 1 0 5,069,000 0
COLLEGIUM PHARMACEUTICAL INC NOTE 2.625% 2/1 19459JAA2 12,922 12,990,000 PRN   SOLE   12,990,000 0 0
COLONNADE ACQUISITION CORP I SHS CL A G2284B101 173 17,730 SH   SOLE   17,730 0 0
CONSTELLATION ACQUISITN CORP SHS CL A G2R18K105 139 14,184 SH   SOLE   14,184 0 0
CORNER GROWTH ACQUISITION CO CL A SHS G2425N105 174 17,730 SH   SOLE   17,730 0 0
COVA ACQUISITION CORP CL A SHS G2554Y104 174 17,731 SH   SOLE   17,731 0 0
CRUCIBLE ACQUISITION CORP COM CL A 22877P108 176 17,986 SH   SOLE   17,986 0 0
DATADOG INC NOTE 0.125% 6/1 23804LAB9 10,746 6,067,000 PRN   OTR 1 0 6,067,000 0
DATADOG INC NOTE 0.125% 6/1 23804LAB9 26,206 14,795,000 PRN   SOLE   14,795,000 0 0
DEXCOM INC NOTE 0.750%12/0 252131AH0 188,620 60,557,000 PRN   SOLE   60,557,000 0 0
DEXCOM INC NOTE 0.750%12/0 252131AH0 72,521 23,283,000 PRN   OTR 1 0 23,283,000 0
DEXCOM INC COM 252131107 2,200 43 SH Call OTR 1 0 43 0
DEXCOM INC COM 252131107 5,730 112 SH Call SOLE   112 0 0
DIAMONDHEAD HOLDINGS CORP CL A 25278L105 139 14,184 SH   SOLE   14,184 0 0
DISH NETWORK CORPORATION NOTE 12/1 25470MAF6 11,018 11,345,000 PRN   SOLE   11,345,000 0 0
DISH NETWORK CORPORATION NOTE 12/1 25470MAF6 4,521 4,655,000 PRN   OTR 1 0 4,655,000 0
DOCUSIGN INC NOTE 1/1 256163AD8 35,733 38,124,000 PRN   SOLE   38,124,000 0 0
DOCUSIGN INC NOTE 1/1 256163AD8 13,937 14,869,000 PRN   OTR 1 0 14,869,000 0
DROPBOX INC NOTE 3/0 26210CAC8 3,060 3,225,000 PRN   OTR 1 0 3,225,000 0
DROPBOX INC NOTE 3/0 26210CAC8 7,465 7,868,000 PRN   SOLE   7,868,000 0 0
DROPBOX INC NOTE 3/0 26210CAD6 2,217 2,326,000 PRN   OTR 1 0 2,326,000 0
DROPBOX INC NOTE 3/0 26210CAD6 5,407 5,674,000 PRN   SOLE   5,674,000 0 0
DUNE ACQUISITION CORP COM CL A 265334102 176 17,730 SH   SOLE   17,730 0 0
ENPHASE ENERGY INC NOTE 3/0 29355AAH0 4,256 4,177,000 PRN   SOLE   4,177,000 0 0
ENPHASE ENERGY INC NOTE 3/0 29355AAH0 1,654 1,623,000 PRN   OTR 1 0 1,623,000 0
EQUITY DISTR ACQUISITION COR COM CL A 29465E106 100 10,068 SH   SOLE   10,068 0 0
EURONET WORLDWIDE INC COM 298736109 2,108 162 SH Call SOLE   162 0 0
EURONET WORLDWIDE INC COM 298736109 7,163 55,039 SH   SOLE   55,039 0 0
EURONET WORLDWIDE INC COM 298736109 2,794 21,465 SH   OTR 1 0 21,465 0
EURONET WORLDWIDE INC COM 298736109 820 63 SH Call OTR 1 0 63 0
EUROPEAN BIOTECH ACQUTN CORP CLASS A ORD SHS G3167F102 173 17,730 SH   SOLE   17,730 0 0
EVENTBRITE INC NOTE 5.000%12/0 29975EAB5 3,047 2,093,000 PRN   OTR 1 0 2,093,000 0
EVENTBRITE INC NOTE 5.000%12/0 29975EAB5 7,700 5,290,000 PRN   SOLE   5,290,000 0 0
EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 3,504 2,942,000 PRN   OTR 1 0 2,942,000 0
EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 8,556 7,184,000 PRN   SOLE   7,184,000 0 0
EVOLENT HEALTH INC NOTE 3.500%12/0 30050BAF8 3,041 1,651,000 PRN   SOLE   1,651,000 0 0
EVOLENT HEALTH INC NOTE 3.500%12/0 30050BAF8 1,195 649,000 PRN   OTR 1 0 649,000 0
EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 1,414 1,597,000 PRN   OTR 1 0 1,597,000 0
EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 5,004 5,653,000 PRN   SOLE   5,653,000 0 0
EXPEDIA GROUP INC COM NEW 30212P303 6,399 32,703 SH   SOLE   32,703 0 0
EXPEDIA GROUP INC COM NEW 30212P303 3,522 180 SH Call SOLE   180 0 0
EXPEDIA GROUP INC COM NEW 30212P303 1,370 70 SH Call OTR 1 0 70 0
EXPEDIA GROUP INC COM NEW 30212P303 2,496 12,757 SH   OTR 1 0 12,757 0
FARFETCH LTD NOTE 3.750% 5/0 30744WAD9 1,164 892,000 PRN   OTR 1 0 892,000 0
FARFETCH LTD NOTE 3.750% 5/0 30744WAD9 2,653 2,033,000 PRN   SOLE   2,033,000 0 0
FIGURE ACQUISITION CORP I COM CL A 302438106 139 14,184 SH   SOLE   14,184 0 0
FINTECH EVOLUTION ACQUIS GRO SHS CL A G3R19A104 139 14,184 SH   SOLE   14,184 0 0
FLUIDIGM CORPORATION NOTE 5.250%12/0 34385PAF5 6,585 4,675,000 PRN   SOLE   4,675,000 0 0
FLUIDIGM CORPORATION NOTE 5.250%12/0 34385PAF5 2,571 1,825,000 PRN   OTR 1 0 1,825,000 0
FORGE GLOBAL HOLDINGS INC *W EXP 03/29/202 34629L111 320 9,456 SH Call SOLE   9,456 0 0
FORTISTAR SUSTAINABLE SOL CO COM CL A 34962M106 174 17,731 SH   SOLE   17,731 0 0
FRAZIER LIFESCIENCES ACQU CO CL A SHS G3710A105 105 10,638 SH   SOLE   10,638 0 0
FTAC ATHENA ACQUISITION CORP CL A SHS G37283101 174 17,730 SH   SOLE   17,730 0 0
FTAC HERA ACQUISITION CORP CLASS A ORD SHS G3728Y103 174 17,730 SH   SOLE   17,730 0 0
G SQUARED ASCEND I INC SHS CL A G4204R109 140 14,184 SH   SOLE   14,184 0 0
GLOBAL PARTNER ACQISTN CORP CL A SHS G3934P102 174 17,731 SH   SOLE   17,731 0 0
GLOBAL SYNERGY ACQUISIT CORP CL A SHS G3934J106 211 21,277 SH   SOLE   21,277 0 0
GLOBAL SYNERGY ACQUISIT CORP *W EXP 99/99/999 G3934J122 106 10,638 SH Call SOLE   10,638 0 0
GOAL ACQUISITIONS CORP COM 38021H107 138 14,185 SH   SOLE   14,185 0 0
GOAL ACQUISITIONS CORP *W EXP 02/11/202 38021H115 138 14,185 SH Call SOLE   14,185 0 0
GOLDEN FALCON ACQUISITION CO CL A 38102H109 100 10,204 SH   SOLE   10,204 0 0
GOSSAMER BIO INC NOTE 5.000% 6/0 38341PAA0 7,907 9,655,000 PRN   OTR 1 0 9,655,000 0
GOSSAMER BIO INC NOTE 5.000% 6/0 38341PAA0 20,273 24,755,000 PRN   SOLE   24,755,000 0 0
GUARDANT HEALTH INC NOTE 11/1 40131MAB5 686 843,000 PRN   OTR 1 0 843,000 0
GUARDANT HEALTH INC NOTE 11/1 40131MAB5 1,755 2,157,000 PRN   SOLE   2,157,000 0 0
GUESS INC NOTE 2.000% 4/1 401617AD7 33,236 30,184,000 PRN   SOLE   30,184,000 0 0
GUESS INC NOTE 2.000% 4/1 401617AD7 12,961 11,771,000 PRN   OTR 1 0 11,771,000 0
H I G ACQUISITION CORP COM CL A G44898107 138 14,039 SH   SOLE   14,039 0 0
HAMILTON LANE ALLIANCE HLDGS COM CL A 40749M103 174 17,731 SH   SOLE   17,731 0 0
HEALTHCARE SERVICES ACQU COR COM CL A 42227K104 174 17,730 SH   SOLE   17,730 0 0
HEARTLAND MEDIA ACQUISITION UNIT 99/99/9999 42237V207 356 35,773 SH   SOLE   35,773 0 0
HEARTLAND MEDIA ACQUISITION UNIT 99/99/9999 42237V207 139 13,952 SH   OTR 1 0 13,952 0
HUAZHU GROUP LTD NOTE 0.375%11/0 16949NAC3 28,815 28,776,000 PRN   SOLE   28,776,000 0 0
HUAZHU GROUP LTD NOTE 0.375%11/0 16949NAC3 11,237 11,222,000 PRN   OTR 1 0 11,222,000 0
IBERE PHARMACEUTICALS SHS CL A G46843101 174 17,730 SH   SOLE   17,730 0 0
INFINERA CORP NOTE 2.125% 9/0 45667GAC7 19,837 17,625,000 PRN   SOLE   17,625,000 0 0
INFINERA CORP NOTE 2.125% 9/0 45667GAC7 7,737 6,874,000 PRN   OTR 1 0 6,874,000 0
INVACARE CORP NOTE 4.250% 3/1 461203AQ4 2,423 4,255,000 PRN   SOLE   4,255,000 0 0
INVACARE CORP NOTE 4.250% 3/1 461203AQ4 994 1,745,000 PRN   OTR 1 0 1,745,000 0
INVESCO QQQ TR UNIT SER 1 46090E103 8,121 224 SH Put OTR 1 0 224 0
INVESCO QQQ TR UNIT SER 1 46090E103 20,882 576 SH Put SOLE   576 0 0
INVITAE CORP NOTE 2.000% 9/0 46185LAB9 29,433 35,462,000 PRN   SOLE   35,462,000 0 0
INVITAE CORP NOTE 2.000% 9/0 46185LAB9 11,482 13,834,000 PRN   OTR 1 0 13,834,000 0
INVITAE CORP COM 46185L103 1,543 1,936 SH Put OTR 1 0 1,936 0
INVITAE CORP COM 46185L103 3,956 4,964 SH Put SOLE   4,964 0 0
IONIS PHARMACEUTICALS INC NOTE 0.125%12/1 462222AB6 52,114 57,838,000 PRN   SOLE   57,838,000 0 0
IONIS PHARMACEUTICALS INC NOTE 0.125%12/1 462222AB6 20,327 22,560,000 PRN   OTR 1 0 22,560,000 0
IQIYI INC NOTE 2.000% 4/0 46267XAD0 5,418 6,781,000 PRN   OTR 1 0 6,781,000 0
IQIYI INC NOTE 2.000% 4/0 46267XAD0 13,814 17,289,000 PRN   SOLE   17,289,000 0 0
IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 9,402 9,242,000 PRN   SOLE   9,242,000 0 0
IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 3,854 3,789,000 PRN   OTR 1 0 3,789,000 0
ISHARES TR CHINA LG-CAP ETF 464287184 16,049 5,020 SH Put SOLE   5,020 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 2,475 12,055 SH   SOLE   12,055 0 0
ISHARES TR CHINA LG-CAP ETF 464287184 7,101 2,221 SH Call SOLE   2,221 0 0
ISHARES TR CHINA LG-CAP ETF 464287184 2,810 879 SH Call OTR 1 0 879 0
ISHARES TR CHINA LG-CAP ETF 464287184 2,492 77,940 SH   OTR 1 0 77,940 0
ISHARES TR CHINA LG-CAP ETF 464287184 6,356 1,988 SH Put OTR 1 0 1,988 0
ISHARES TR RUSSELL 2000 ETF 464287655 1,015 4,945 SH   OTR 1 0 4,945 0
ISHARES TR CHINA LG-CAP ETF 464287184 6,171 193,025 SH   SOLE   193,025 0 0
ISLEWORTH HEALTHCARE ACQU CO COM 46468P102 99 10,000 SH   SOLE   10,000 0 0
ITRON INC NOTE 3/1 465741AN6 4,388 5,146,000 PRN   SOLE   5,146,000 0 0
ITRON INC NOTE 3/1 465741AN6 1,711 2,006,000 PRN   OTR 1 0 2,006,000 0
JACK CREEK INVESTMENT CORP CL A SHS G4989X115 174 17,731 SH   SOLE   17,731 0 0
JAWS MUSTANG ACQUISITION COR SHS CL A G50737108 174 17,731 SH   SOLE   17,731 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 18,952 121,742 SH   SOLE   121,742 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 7,388 47,461 SH   OTR 1 0 47,461 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 5,371 345 SH Call SOLE   345 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 2,102 135 SH Call OTR 1 0 135 0
JETBLUE AWYS CORP COM 477143101 5,938 397,169 SH   SOLE   397,169 0 0
JETBLUE AWYS CORP COM 477143101 2,435 162,862 SH   OTR 1 0 162,862 0
JOFF FINTECH ACQUISITION COR COM CL A 46592C100 173 17,735 SH   SOLE   17,735 0 0
KARYOPHARM THERAPEUTICS INC NOTE 3.000%10/1 48576UAA4 13,376 16,187,000 PRN   SOLE   16,187,000 0 0
KARYOPHARM THERAPEUTICS INC NOTE 3.000%10/1 48576UAA4 5,217 6,313,000 PRN   OTR 1 0 6,313,000 0
KHOSLA VENTURES ACQUISITION CL A 482504107 124 12,707 SH   OTR 1 0 12,707 0
KHOSLA VENTURES ACQUISITION CL A 482504107 303 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 346 35,461 SH   SOLE   35,461 0 0
KINS TECHNOLOGY GROUP INC COM CL A 49714K109 178 17,731 SH   SOLE   17,731 0 0
KL ACQUISITION CORP COM CL A 49837C109 104 10,638 SH   SOLE   10,638 0 0
KLUDEIN I ACQUISITION CORP CL A 49878L109 116 11,631 SH   OTR 1 0 11,631 0
KLUDEIN I ACQUISITION CORP CL A 49878L109 282 28,369 SH   SOLE   28,369 0 0
KLUDEIN I ACQUISITION CORP *W EXP 07/08/202 49878L117 141 14,184 SH Call SOLE   14,184 0 0
KNIGHTSWAN ACQUISITION CORP UNIT 99/99/9999 499103208 211 21,043 SH   OTR 1 0 21,043 0
KNIGHTSWAN ACQUISITION CORP UNIT 99/99/9999 499103208 540 53,957 SH   SOLE   53,957 0 0
KOHLS CORP COM 500255104 1,016 168 SH Call OTR 1 0 168 0
KOHLS CORP COM 500255104 2,612 432 SH Call SOLE   432 0 0
LENDINGTREE INC NOTE 0.625% 6/0 52603BAA5 13,498 13,569,000 PRN   SOLE   13,569,000 0 0
LENDINGTREE INC NOTE 0.625% 6/0 52603BAA5 5,529 5,558,000 PRN   OTR 1 0 5,558,000 0
LEO HLDGS CORP II COM CL A G5463R102 174 17,731 SH   SOLE   17,731 0 0
LIGHTJUMP ACQUISITION CORP COM 53228M106 332 33,477 SH   SOLE   33,477 0 0
LIGHTJUMP ACQUISITION CORP COM 53228M106 136 13,724 SH   OTR 1 0 13,724 0
LIGHTJUMP ACQUISITION CORP *W EXP 01/12/202 53228M114 166 16,738 SH Call SOLE   16,738 0 0
LIV CAPITAL ACQUISITN CORP I CLASS A ORD SHS G5510R105 283 28,777 SH   SOLE   28,777 0 0
LIV CAPITAL ACQUISITN CORP I CLASS A ORD SHS G5510R105 116 11,223 SH   OTR 1 0 11,223 0
LIV CAPITAL ACQUISITN CORP I *W EXP 02/07/202 G5510R113 223 21,582 SH Call SOLE   21,582 0 0
LIVENT CORP NOTE 4.125% 7/1 53814LAB4 16,536 5,309,000 PRN   OTR 1 0 5,309,000 0
LIVENT CORP NOTE 4.125% 7/1 53814LAB4 34,168 10,970,000 PRN   SOLE   10,970,000 0 0
LONGVIEW ACQUISITION CORP II COM CL A 54319Q105 173 17,730 SH   SOLE   17,730 0 0
LUCID GROUP INC COM 549498103 1,138 448 SH Put OTR 1 0 448 0
LUCID GROUP INC COM 549498103 2,926 1,152 SH Put SOLE   1,152 0 0
MANNKIND CORP NOTE 2.500% 3/0 56400PAQ5 11,947 11,870,000 PRN   SOLE   11,870,000 0 0
MANNKIND CORP NOTE 2.500% 3/0 56400PAQ5 4,660 4,630,000 PRN   OTR 1 0 4,630,000 0
MARLIN TECHNOLOGY CORP CL A SHS G58411102 174 17,731 SH   SOLE   17,731 0 0
MICROCHIP TECHNOLOGY INC. COM 595017104 3,411 454 SH Call OTR 1 0 454 0
MICROCHIP TECHNOLOGY INC. COM 595017104 8,761 1,166 SH Call SOLE   1,166 0 0
MICROCHIP TECHNOLOGY INC. COM 595017104 2,040 27,154 SH   OTR 1 0 27,154 0
MICROCHIP TECHNOLOGY INC. COM 595017104 5,228 69,581 SH   SOLE   69,581 0 0
MICROSTRATEGY INC NOTE 0.750%12/1 594972AC5 6,045 4,335,000 PRN   SOLE   4,335,000 0 0
MICROSTRATEGY INC NOTE 2/1 594972AE1 6,142 8,510,000 PRN   SOLE   8,510,000 0 0
MICROSTRATEGY INC NOTE 2/1 594972AE1 2,519 3,490,000 PRN   OTR 1 0 3,490,000 0
MICROSTRATEGY INC NOTE 0.750%12/1 594972AC5 2,357 1,690,000 PRN   OTR 1 0 1,690,000 0
MISSION ADVANCEMENT CORP CL A 60501L101 174 17,731 SH   SOLE   17,731 0 0
MORINGA ACQUISITION CORP CL A SHS G6S23K108 142 14,539 SH   OTR 1 0 14,539 0
MORINGA ACQUISITION CORP *W EXP 02/22/202 G6S23K124 173 17,730 SH Call SOLE   17,730 0 0
MORINGA ACQUISITION CORP CL A SHS G6S23K108 347 35,461 SH   SOLE   35,461 0 0
MOTIVE CAPITAL CORP II UNIT 99/99/9999 G6293R122 215 21,044 SH   OTR 1 0 21,044 0
MOTIVE CAPITAL CORP II UNIT 99/99/9999 G6293R122 550 53,956 SH   SOLE   53,956 0 0
NCL CORP LTD NOTE 6.000% 5/1 62886HAT8 2,054 1,145,000 PRN   OTR 1 0 1,145,000 0
NCL CORP LTD NOTE 6.000% 5/1 62886HAT8 4,898 2,730,000 PRN   SOLE   2,730,000 0 0
NEVRO CORP NOTE 2.750% 4/0 64157FAC7 4,097 3,823,000 PRN   OTR 1 0 3,823,000 0
NEVRO CORP NOTE 2.750% 4/0 64157FAC7 9,760 9,107,000 PRN   SOLE   9,107,000 0 0
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 23,979 23,875,000 PRN   SOLE   23,875,000 0 0
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 9,338 9,297,000 PRN   OTR 1 0 9,297,000 0
NICE LTD SPONSORED ADR 653656108 851 3,886 SH   OTR 1 0 3,886 0
NICE LTD SPONSORED ADR 653656108 2,124 9,699 SH   SOLE   9,699 0 0
NOBLE ROCK ACQUISITION CORP CL A SHS G6546R101 174 17,731 SH   SOLE   17,731 0 0
NORTH ATLANTIC ACQUISITN COR CL A SHS G66139109 175 17,731 SH   SOLE   17,731 0 0
NORTHERN STAR INVEST CORP II COM CL A 66574L100 139 14,184 SH   SOLE   14,184 0 0
NORTHERN STAR INVEST CORP IV UNIT 02/25/2028 66575B200 139 14,184 SH   SOLE   14,184 0 0
NOVAVAX INC NOTE 3.750% 2/0 670002AB0 6,744 6,283,000 PRN   OTR 1 0 6,283,000 0
NOVAVAX INC NOTE 3.750% 2/0 670002AB0 17,292 16,110,000 PRN   SOLE   16,110,000 0 0
NOVOCURE LTD NOTE 11/0 67011XAB9 14,914 16,383,000 PRN   OTR 1 0 16,383,000 0
NOVOCURE LTD NOTE 11/0 67011XAB9 38,242 42,008,000 PRN   SOLE   42,008,000 0 0
NUTANIX INC NOTE 1/1 67059NAB4 15,609 15,793,000 PRN   OTR 1 0 15,793,000 0
NUTANIX INC NOTE 1/1 67059NAB4 40,021 40,493,000 PRN   SOLE   40,493,000 0 0
OAK STR HEALTH INC NOTE 3/1 67181AAB3 2,221 2,785,000 PRN   OTR 1 0 2,785,000 0
OAK STR HEALTH INC NOTE 3/1 67181AAB3 5,710 7,160,000 PRN   SOLE   7,160,000 0 0
OAKTREE ACQUISITION CORP II CL A SHS G6715X103 134 13,423 SH   SOLE   13,423 0 0
OMEROS CORP COM 682143102 292 486 SH Put OTR 1 0 486 0
OMEROS CORP NOTE 5.250% 2/1 682143AG7 5,860 7,919,000 PRN   OTR 1 0 7,919,000 0
OMEROS CORP COM 682143102 730 1,215 SH Put SOLE   1,215 0 0
OMEROS CORP NOTE 5.250% 2/1 682143AG7 14,645 19,790,000 PRN   SOLE   19,790,000 0 0
ON SEMICONDUCTOR CORP COM 682189105 14,761 235,756 SH   SOLE   235,756 0 0
ON SEMICONDUCTOR CORP COM 682189105 3,694 590 SH Call OTR 1 0 590 0
ON SEMICONDUCTOR CORP COM 682189105 6,057 96,739 SH   OTR 1 0 96,739 0
ON SEMICONDUCTOR CORP COM 682189105 9,016 1,440 SH Call SOLE   1,440 0 0
ONE EQUITY PARTNERS OPEN WTR CL A 68237L105 139 14,184 SH   SOLE   14,184 0 0
PACIRA BIOSCIENCES INC COM 695127100 227 2,977 SH   OTR 1 0 2,977 0
PACIRA BIOSCIENCES INC COM 695127100 514 6,733 SH   SOLE   6,733 0 0
PAGERDUTY INC NOTE 1.250% 7/0 69553PAB6 41,236 35,825,000 PRN   SOLE   35,825,000 0 0
PAGERDUTY INC NOTE 1.250% 7/0 69553PAB6 16,494 14,330,000 PRN   OTR 1 0 14,330,000 0
PARATEK PHARMACEUTICALS INC NOTE 4.750% 5/0 699374AB0 7,971 9,008,000 PRN   SOLE   9,008,000 0 0
PARATEK PHARMACEUTICALS INC NOTE 4.750% 5/0 699374AB0 3,108 3,513,000 PRN   OTR 1 0 3,513,000 0
PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 2,064 2,074,000 PRN   OTR 1 0 2,074,000 0
PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 5,343 5,311,000 PRN   SOLE   5,311,000 0 0
PERIDOT ACQUISITION CORP II SHS CL A G7008B105 173 17,731 SH   SOLE   17,731 0 0
PERIPHAS CAPITAL PARTNERING COM CL A 713895100 252 10,263 SH   SOLE   10,263 0 0
PINDUODUO INC NOTE 10/0 722304AB8 9,904 8,452,000 PRN   OTR 1 0 8,452,000 0
PINDUODUO INC NOTE 12/0 722304AC6 2,077 2,350,000 PRN   SOLE   2,350,000 0 0
PINDUODUO INC NOTE 12/0 722304AC6 808 914,000 PRN   OTR 1 0 914,000 0
PINDUODUO INC NOTE 10/0 722304AB8 25,391 21,668,000 PRN   SOLE   21,668,000 0 0
PIONEER MERGER CORP CL A SHS G7S24C103 139 14,185 SH   SOLE   14,185 0 0
PIVOTAL INVESTMENT CORP III COM CL A 72582M106 139 14,184 SH   SOLE   14,184 0 0
PLUG POWER INC COM NEW 72919P202 1,985 69,367 SH   OTR 1 0 69,367 0
PLUG POWER INC COM NEW 72919P202 6,014 210,196 SH   SOLE   210,196 0 0
PONTEM CORPORATION SHS CL A G71707106 174 17,731 SH   SOLE   17,731 0 0
POPULATION HEALTH INVS CO IN SHS CL A G71716107 173 17,606 SH   SOLE   17,606 0 0
PRIMAVERA CAPITAL ACQUIST CO SHS CL A G7255E109 139 14,184 SH   SOLE   14,184 0 0
PROPERTY SOLUTIONS ACQUISITI UNIT 03/01/2026 74350A207 174 17,730 SH   SOLE   17,730 0 0
PROPTECH INVESTMENT CORP II COM CL A 743497109 220 22,413 SH   SOLE   22,413 0 0
PROS HOLDINGS INC NOTE 1.000% 5/1 74346YAH6 3,177 3,377,000 PRN   SOLE   3,377,000 0 0
PROS HOLDINGS INC NOTE 1.000% 5/1 74346YAH6 1,238 1,316,000 PRN   OTR 1 0 1,316,000 0
PROSPECTOR CAPITAL CORP CL A G7273A105 114 11,647 SH   OTR 1 0 11,647 0
PROSPECTOR CAPITAL CORP CL A G7273A105 279 28,408 SH   SOLE   28,408 0 0
PROVIDENT ACQUISITION CORP CL A G7282L100 140 14,184 SH   SOLE   14,184 0 0
PTC THERAPEUTICS INC NOTE 3.000% 8/1 69366JAB7 8,196 8,091,000 PRN   OTR 1 0 8,091,000 0
PTC THERAPEUTICS INC NOTE 3.000% 8/1 69366JAB7 23,414 23,113,000 PRN   SOLE   23,113,000 0 0
PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 20,282 14,436,000 PRN   OTR 1 0 14,436,000 0
PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 52,000 37,012,000 PRN   SOLE   37,012,000 0 0
REPLIGEN CORP NOTE 0.375% 7/1 759916AB5 37,391 21,633,000 PRN   SOLE   21,633,000 0 0
REPLIGEN CORP NOTE 0.375% 7/1 759916AB5 14,960 8,655,000 PRN   OTR 1 0 8,655,000 0
RINGCENTRAL INC NOTE 3/0 76680RAF4 4,050 4,642,000 PRN   OTR 1 0 4,642,000 0
RINGCENTRAL INC NOTE 3/0 76680RAF4 10,374 11,892,000 PRN   SOLE   11,892,000 0 0
RMG ACQUISITION CORP III CL A SHS G76088106 348 35,461 SH   SOLE   35,461 0 0
RMG ACQUISITION CORP III CL A SHS G76088106 142 14,539 SH   OTR 1 0 14,539 0
ROYAL CARIBBEAN GROUP NOTE 4.250% 6/1 780153BB7 18,056 13,779,000 PRN   SOLE   13,779,000 0 0
ROYAL CARIBBEAN GROUP NOTE 2.875%11/1 780153BF8 4,478 3,684,000 PRN   OTR 1 0 3,684,000 0
ROYAL CARIBBEAN GROUP NOTE 4.250% 6/1 780153BB7 7,042 5,374,000 PRN   OTR 1 0 5,374,000 0
ROYAL CARIBBEAN GROUP NOTE 2.875%11/1 780153BF8 10,648 8,760,000 PRN   SOLE   8,760,000 0 0
SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 82,854 62,949,000 PRN   SOLE   62,949,000 0 0
SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 32,313 24,550,000 PRN   OTR 1 0 24,550,000 0
SARISSA CAPITAL ACQUISITN CO CL A G7823W102 210 21,184 SH   SOLE   21,184 0 0
SCION TECH GROWTH II CL A SHS G31070108 174 17,730 SH   SOLE   17,730 0 0
SEA LTD NOTE 1.000%12/0 81141RAD2 54,315 22,595,000 PRN   SOLE   22,595,000 0 0
SEA LTD NOTE 1.000%12/0 81141RAD2 26,615 11,072,000 PRN   OTR 1 0 11,072,000 0
SEA LTD NOTE 2.375%12/0 81141RAF7 14,604 9,217,000 PRN   SOLE   9,217,000 0 0
SEA LTD NOTE 2.375%12/0 81141RAF7 6,778 4,278,000 PRN   OTR 1 0 4,278,000 0
SHAKE SHACK INC NOTE 3/0 819047AB7 2,649 3,283,000 PRN   SOLE   3,283,000 0 0
SHAKE SHACK INC NOTE 3/0 819047AB7 1,033 1,280,000 PRN   OTR 1 0 1,280,000 0
SHIFT4 PMTS INC CL A 82452J109 917 14,813 SH   SOLE   14,813 0 0
SHIFT4 PMTS INC CL A 82452J109 358 5,778 SH   OTR 1 0 5,778 0
SHOPIFY INC NOTE 0.125%11/0 82509LAA5 1,348 1,432,000 PRN   OTR 1 0 1,432,000 0
SHOPIFY INC NOTE 0.125%11/0 82509LAA5 3,452 3,668,000 PRN   SOLE   3,668,000 0 0
SIMON PROPERTY GRP ACQ HOLDI COM CL A 82880R103 104 10,638 SH   SOLE   10,638 0 0
SMILEDIRECTCLUB INC CL A COM 83192H106 250 965 SH Put OTR 1 0 965 0
SMILEDIRECTCLUB INC CL A COM 83192H106 609 2,350 SH Put SOLE   2,350 0 0
SNAP INC NOTE 0.250% 5/0 83304AAD8 11,765 6,591,000 PRN   OTR 1 0 6,591,000 0
SNAP INC NOTE 0.250% 5/0 83304AAD8 30,070 16,846,000 PRN   SOLE   16,846,000 0 0
SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6 53,623 39,140,000 PRN   SOLE   39,140,000 0 0
SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6 20,911 15,263,000 PRN   OTR 1 0 15,263,000 0
SOUTHWEST AIRLS CO COM 844741108 234 51 SH Put OTR 1 0 51 0
SOUTHWEST AIRLS CO COM 844741108 591 129 SH Put SOLE   129 0 0
SOUTHWEST AIRLS CO COM 844741108 672 14,675 SH   OTR 1 0 14,675 0
SOUTHWEST AIRLS CO COM 844741108 1,723 37,625 SH   SOLE   37,625 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 41,822 926 SH Put OTR 1 0 926 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 10,825 23,968 SH   SOLE   23,968 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 4,263 9,439 SH   OTR 1 0 9,439 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 16,259 360 SH Call SOLE   360 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 107,219 2,374 SH Put SOLE   2,374 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 6,323 140 SH Call OTR 1 0 140 0
SPOTIFY USA INC NOTE 3/1 84921RAB6 5,217 6,108,000 PRN   OTR 1 0 6,108,000 0
SPOTIFY USA INC NOTE 3/1 84921RAB6 12,718 14,892,000 PRN   SOLE   14,892,000 0 0
STRATIM CLOUD ACQUISITION CO *W EXP 03/05/202 86309R115 115 11,820 SH Call SOLE   11,820 0 0
STRATIM CLOUD ACQUISITION CO CLASS A COM 86309R107 346 35,461 SH   SOLE   35,461 0 0
STRATIM CLOUD ACQUISITION CO CLASS A COM 86309R107 142 14,539 SH   OTR 1 0 14,539 0
SUNRUN INC NOTE 2/0 86771WAB1 1,709 2,137,000 PRN   OTR 1 0 2,137,000 0
SUNRUN INC NOTE 2/0 86771WAB1 4,392 5,490,000 PRN   SOLE   5,490,000 0 0
SUPERNUS PHARMACEUTICALS NOTE 0.625% 4/0 868459AD0 27,591 28,006,000 PRN   SOLE   28,006,000 0 0
SUPERNUS PHARMACEUTICALS NOTE 0.625% 4/0 868459AD0 10,764 10,926,000 PRN   OTR 1 0 10,926,000 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 133 13,424 SH   SOLE   13,424 0 0
TAILWIND INTERNATNAL ACQ COR *W EXP 03/01/202 G8662F119 116 11,820 SH Call SOLE   11,820 0 0
TAILWIND INTERNATNAL ACQ COR COM CL A G8662F101 347 35,462 SH   SOLE   35,462 0 0
TAILWIND INTERNATNAL ACQ COR COM CL A G8662F101 142 14,538 SH   OTR 1 0 14,538 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 602 5,770 SH   OTR 1 0 5,770 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 2,982 286 SH Put SOLE   286 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 1,508 14,461 SH   SOLE   14,461 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 1,189 114 SH Put OTR 1 0 114 0
TCW SPECIAL PURPOSE ACQU COR COM CL A 87301L106 173 17,730 SH   SOLE   17,730 0 0
THE REALREAL INC NOTE 3.000% 6/1 88339PAB7 6,658 7,780,000 PRN   OTR 1 0 7,780,000 0
THE REALREAL INC NOTE 3.000% 6/1 88339PAB7 17,070 19,946,000 PRN   SOLE   19,946,000 0 0
THERAVANCE BIOPHARMA INC NOTE 3.250%11/0 88339KAA0 23,005 24,159,000 PRN   SOLE   24,159,000 0 0
THERAVANCE BIOPHARMA INC NOTE 3.250%11/0 88339KAA0 9,203 9,665,000 PRN   OTR 1 0 9,665,000 0
TILRAY BRANDS INC NOTE 5.000%10/0 88688TAB6 6,080 6,333,000 PRN   OTR 1 0 6,333,000 0
TILRAY BRANDS INC NOTE 5.000%10/0 88688TAB6 15,622 16,236,000 PRN   SOLE   16,236,000 0 0
TISHMAN SPEYER INNOVATION CO COM CL A 88825H100 139 14,184 SH   SOLE   14,184 0 0
TRAVERE THERAPEUTICS INC NOTE 2.250% 3/0 89422GAA5 17,016 15,937,000 PRN   SOLE   15,937,000 0 0
TRAVERE THERAPEUTICS INC NOTE 2.250% 3/0 89422GAA5 6,634 6,213,000 PRN   OTR 1 0 6,213,000 0
TRICIDA INC NOTE 3.500% 5/1 89610FAB7 6,096 12,124,000 PRN   SOLE   12,124,000 0 0
TRICIDA INC NOTE 3.500% 5/1 89610FAB7 2,382 4,737,000 PRN   OTR 1 0 4,737,000 0
TURMERIC ACQUISITION CORP UNIT 10/08/2025 G9127T116 172 17,361 SH   SOLE   17,361 0 0
TURNING PT BRANDS INC NOTE 2.500% 7/1 90041LAE5 287 291,000 PRN   OTR 1 0 291,000 0
TURNING PT BRANDS INC NOTE 2.500% 7/1 90041LAE5 700 709,000 PRN   SOLE   709,000 0 0
TWO COM CL A G9152V101 1,075 109,935 SH   SOLE   109,935 0 0
TWO COM CL A G9152V101 441 45,072 SH   OTR 1 0 45,072 0
TZP STRATEGIES ACQUISTN CORP CL A SHS G91595101 139 14,184 SH   SOLE   14,184 0 0
VAIL RESORTS INC COM 91879Q109 2,824 10,851 SH   SOLE   10,851 0 0
VAIL RESORTS INC COM 91879Q109 1,102 4,233 SH   OTR 1 0 4,233 0
VECTOIQ ACQUISITION CORP II UNIT 99/99/9999 92244F208 247 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 33,339 19,774,000 PRN   SOLE   19,774,000 0 0
VEONEER INC NOTE 4.000% 6/0 92336XAA7 23,515 13,947,000 PRN   OTR 1 0 13,947,000 0
VEONEER INC NOTE 4.000% 6/0 92336XAA7 26,956 15,988,000 PRN   SOLE   15,988,000 0 0
VICKERS VANTAGE CORP I SHS G9440B107 181 17,731 SH   SOLE   17,731 0 0
WAYFAIR INC NOTE 1.125%11/0 94419LAD3 1,970 1,614,000 PRN   OTR 1 0 1,614,000 0
WAYFAIR INC NOTE 1.125%11/0 94419LAD3 4,080 3,343,000 PRN   SOLE   3,343,000 0 0
WESTERN DIGITAL CORP. COM 958102105 388 7,822 SH   SOLE   7,822 0 0
WIX COM LTD NOTE 7/0 92940WAB5 11,254 10,825,000 PRN   OTR 1 0 10,825,000 0
WIX COM LTD NOTE 7/0 92940WAB5 29,162 28,050,000 PRN   SOLE   28,050,000 0 0
ZSCALER INC NOTE 0.125% 7/0 98980GAB8 27,249 15,971,000 PRN   OTR 1 0 15,971,000 0
ZSCALER INC NOTE 0.125% 7/0 98980GAB8 69,861 40,947,000 PRN   SOLE   40,947,000 0 0