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