The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
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UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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| COLUMN 1 | COLUMN 2 | COLUMN 3 | COLUMN 4 | COLUMN 5 | COLUMN 6 | COLUMN 7 | COLUMN 8 | |||||
| VALUE | SHRS OR | SH/ | PUT/ | INVESTMENT | OTHER | VOTING AUTHORITY | ||||||
| NAME OF ISSUER | TITLE OF CLASS | CUSIP | FIGI | (to the nearest dollar) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
| 2U INC | NOTE 2.250% 5/0 | 90214JAB7 | 10,137,866 | 16,561,000 | PRN | SOLE | 16,561,000 | 0 | 0 | |||
| 2U INC | NOTE 2.250% 5/0 | 90214JAB7 | 4,668,891 | 7,627,000 | PRN | OTR | 1 | 0 | 7,627,000 | 0 | ||
| 3D SYS CORP DEL | NOTE 11/1 | 88554DAD8 | 5,893,988 | 8,151,000 | PRN | SOLE | 8,151,000 | 0 | 0 | |||
| 3D SYS CORP DEL | NOTE 11/1 | 88554DAD8 | 2,710,902 | 3,749,000 | PRN | OTR | 1 | 0 | 3,749,000 | 0 | ||
| 7GC & CO HOLDINGS INC | *W EXP 12/28/202 | 81786A115 | 37,481 | 3,546 | SH | Call | SOLE | 3,546 | 0 | 0 | ||
| 7GC & CO HOLDINGS INC | *W EXP 12/28/202 | 81786A115 | 15,369 | 1,454 | SH | Call | OTR | 1 | 0 | 1,454 | 0 | |
| 8X8 INC NEW | NOTE 4.000% 2/0 | 282914AE0 | 4,153,608 | 5,789,000 | PRN | SOLE | 5,789,000 | 0 | 0 | |||
| 8X8 INC NEW | NOTE 4.000% 2/0 | 282914AE0 | 1,601,460 | 2,232,000 | PRN | OTR | 1 | 0 | 2,232,000 | 0 | ||
| ACCURAY INC DEL | NOTE 3.750% 6/0 | 004397AK1 | 3,461,617 | 3,808,000 | PRN | SOLE | 3,808,000 | 0 | 0 | |||
| ACCURAY INC DEL | NOTE 3.750% 6/0 | 004397AK1 | 1,628,996 | 1,792,000 | PRN | OTR | 1 | 0 | 1,792,000 | 0 | ||
| AEON BIOPHARMA INC | *W EXP 07/21/202 | 00791X118 | 13,238 | 2,364 | SH | Call | SOLE | 2,364 | 0 | 0 | ||
| AEON BIOPHARMA INC | *W EXP 07/21/202 | 00791X118 | 5,426 | 969 | SH | Call | OTR | 1 | 0 | 969 | 0 | |
| AFFIRM HLDGS INC | NOTE 11/1 | 00827BAB2 | 11,734,233 | 15,558,000 | PRN | SOLE | 15,558,000 | 0 | 0 | |||
| AFFIRM HLDGS INC | NOTE 11/1 | 00827BAB2 | 5,308,990 | 7,039,000 | PRN | OTR | 1 | 0 | 7,039,000 | 0 | ||
| AIRBNB INC | NOTE 3/1 | 009066AB7 | 31,167,955 | 35,323,000 | PRN | SOLE | 35,323,000 | 0 | 0 | |||
| AIRBNB INC | NOTE 3/1 | 009066AB7 | 14,943,818 | 16,936,000 | PRN | OTR | 1 | 0 | 16,936,000 | 0 | ||
| ALARM COM HLDGS INC | NOTE 1/1 | 011642AB1 | 4,515,480 | 5,196,000 | PRN | SOLE | 5,196,000 | 0 | 0 | |||
| ALARM COM HLDGS INC | NOTE 1/1 | 011642AB1 | 1,760,655 | 2,026,000 | PRN | OTR | 1 | 0 | 2,026,000 | 0 | ||
| ALNYLAM PHARMACEUTICALS INC | NOTE 1.000% 9/1 | 02043QAB3 | 8,598,780 | 9,246,000 | PRN | SOLE | 9,246,000 | 0 | 0 | |||
| ALNYLAM PHARMACEUTICALS INC | NOTE 1.000% 9/1 | 02043QAB3 | 3,956,220 | 4,254,000 | PRN | OTR | 1 | 0 | 4,254,000 | 0 | ||
| ALPHATEC HLDGS INC | NOTE 0.750% 8/0 | 02081GAB8 | 14,854,771 | 15,436,000 | PRN | SOLE | 15,436,000 | 0 | 0 | |||
| ALPHATEC HLDGS INC | NOTE 0.750% 8/0 | 02081GAB8 | 7,279,185 | 7,564,000 | PRN | OTR | 1 | 0 | 7,564,000 | 0 | ||
| ALTC ACQUISITION CORP | COM CL A | 02156V109 | 15,049 | 1,454 | SH | OTR | 1 | 0 | 1,454 | 0 | ||
| AMERICAN ONCOLOGY NETWORK IN | *W EXP 09/20/202 | 028719110 | 16,489 | 1,773 | SH | Call | SOLE | 1,773 | 0 | 0 | ||
| AMERICAN ONCOLOGY NETWORK IN | *W EXP 09/20/202 | 028719110 | 6,761 | 727 | SH | Call | OTR | 1 | 0 | 727 | 0 | |
| APELLIS PHARMACEUTICALS INC | NOTE 3.500% 9/1 | 03753UAB2 | 34,204,774 | 27,074,000 | PRN | SOLE | 27,074,000 | 0 | 0 | |||
| APELLIS PHARMACEUTICALS INC | NOTE 3.500% 9/1 | 03753UAB2 | 15,734,147 | 12,454,000 | PRN | OTR | 1 | 0 | 12,454,000 | 0 | ||
| APOLLO STRATEGIC GRWT CPTL I | *W EXP 02/12/202 | G0412A128 | 14,903 | 1,418 | SH | Call | SOLE | 1,418 | 0 | 0 | ||
| APOLLO STRATEGIC GRWT CPTL I | *W EXP 02/12/202 | G0412A128 | 6,106 | 581 | SH | Call | OTR | 1 | 0 | 581 | 0 | |
| APPLE INC | COM | 037833100 | 11,727,885 | 685 | SH | Put | SOLE | 685 | 0 | 0 | ||
| APPLE INC | COM | 037833100 | 5,393,115 | 315 | SH | Put | OTR | 1 | 0 | 315 | 0 | |
| APPRECIATE HOLDINGS INC | *W EXP 11/29/202 | 03832J114 | 1,207 | 7,470 | SH | Call | SOLE | 7,470 | 0 | 0 | ||
| APPRECIATE HOLDINGS INC | *W EXP 11/29/202 | 03832J114 | 495 | 3,062 | SH | Call | OTR | 1 | 0 | 3,062 | 0 | |
| ARES ACQUISITION CORPORATION | *W EXP 02/02/202 | G33032122 | 15,258 | 1,418 | SH | Call | SOLE | 1,418 | 0 | 0 | ||
| ARES ACQUISITION CORPORATION | *W EXP 02/02/202 | G33032122 | 6,252 | 581 | SH | Call | OTR | 1 | 0 | 581 | 0 | |
| ARES CAPITAL CORP | COM | 04010L103 | 353,653 | 18,164 | SH | SOLE | 18,164 | 0 | 0 | |||
| ARES CAPITAL CORP | COM | 04010L103 | 166,157 | 8,534 | SH | OTR | 1 | 0 | 8,534 | 0 | ||
| ARTIVION INC | NOTE 4.250% 7/0 | 228903AB6 | 12,497,376 | 12,311,000 | PRN | SOLE | 12,311,000 | 0 | 0 | |||
| ARTIVION INC | NOTE 4.250% 7/0 | 228903AB6 | 5,749,747 | 5,664,000 | PRN | OTR | 1 | 0 | 5,664,000 | 0 | ||
| ATLANTIC COASTAL ACQUISTN CO | *W EXP 03/02/202 | 048453112 | 2,717 | 260 | SH | Call | SOLE | 260 | 0 | 0 | ||
| AURA FAT PROJS ACQUISITION C | *W EXP 03/31/202 | G06362126 | 76,859 | 7,143 | SH | Call | SOLE | 7,143 | 0 | 0 | ||
| AURORA CANNABIS INC | COM | 05156X884 | 489 | 836 | SH | SOLE | 836 | 0 | 0 | |||
| AURORA CANNABIS INC | NOTE 5.500% 2/2 | 05156XAG3 | 1,084,734 | 1,095,000 | PRN | SOLE | 1,095,000 | 0 | 0 | |||
| AURORA CANNABIS INC | NOTE 5.500% 2/2 | 05156XAG3 | 500,266 | 505,000 | PRN | OTR | 1 | 0 | 505,000 | 0 | ||
| B. RILEY FINANCIAL INC | COM | 05580M108 | 373,788 | 9,119 | SH | SOLE | 9,119 | 0 | 0 | |||
| B. RILEY FINANCIAL INC | COM | 05580M108 | 177,446 | 4,329 | SH | OTR | 1 | 0 | 4,329 | 0 | ||
| BENTLEY SYS INC | NOTE 0.375% 7/0 | 08265TAD1 | 3,311,848 | 3,818,000 | PRN | SOLE | 3,818,000 | 0 | 0 | |||
| BENTLEY SYS INC | NOTE 0.375% 7/0 | 08265TAD1 | 1,459,017 | 1,682,000 | PRN | OTR | 1 | 0 | 1,682,000 | 0 | ||
| BETTER HOME & FINANCE HOLDIN | *W EXP 12/15/202 | 08774B110 | 1,699 | 3,546 | SH | Call | SOLE | 3,546 | 0 | 0 | ||
| BETTER HOME & FINANCE HOLDIN | *W EXP 12/15/202 | 08774B110 | 696 | 1,454 | SH | Call | OTR | 1 | 0 | 1,454 | 0 | |
| BEYOND MEAT INC | NOTE 3/1 | 08862EAB5 | 7,780,015 | 28,848,000 | PRN | SOLE | 28,848,000 | 0 | 0 | |||
| BEYOND MEAT INC | NOTE 3/1 | 08862EAB5 | 3,034,013 | 11,250,000 | PRN | OTR | 1 | 0 | 11,250,000 | 0 | ||
| BILIBILI INC | NOTE 1.375% 4/0 | 090040AB2 | 35,357,292 | 35,377,000 | PRN | SOLE | 35,377,000 | 0 | 0 | |||
| BILIBILI INC | NOTE 1.375% 4/0 | 090040AB2 | 16,263,936 | 16,273,000 | PRN | OTR | 1 | 0 | 16,273,000 | 0 | ||
| BILL HOLDINGS INC | NOTE 12/0 | 090043AB6 | 45,281,875 | 45,088,000 | PRN | SOLE | 45,088,000 | 0 | 0 | |||
| BILL HOLDINGS INC | NOTE 12/0 | 090043AB6 | 20,830,186 | 20,741,000 | PRN | OTR | 1 | 0 | 20,741,000 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 5,530,000 | 625 | SH | Call | SOLE | 625 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 9,364,723 | 105,840 | SH | SOLE | 105,840 | 0 | 0 | |||
| BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 2,291,632 | 259 | SH | Call | OTR | 1 | 0 | 259 | 0 | |
| BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 3,742,439 | 42,297 | SH | OTR | 1 | 0 | 42,297 | 0 | ||
| BITE ACQUISITION CORP | *W EXP 02/12/203 | 09175K113 | 36,914 | 3,546 | SH | Call | SOLE | 3,546 | 0 | 0 | ||
| BITE ACQUISITION CORP | *W EXP 02/12/203 | 09175K113 | 15,126 | 1,453 | SH | Call | OTR | 1 | 0 | 1,453 | 0 | |
| BLACKLINE INC | NOTE 0.125% 8/0 | 09239BAB5 | 5,180,696 | 5,177,000 | PRN | SOLE | 5,177,000 | 0 | 0 | |||
| BLACKLINE INC | NOTE 0.125% 8/0 | 09239BAB5 | 2,224,587 | 2,223,000 | PRN | OTR | 1 | 0 | 2,223,000 | 0 | ||
| BLOCK INC | NOTE 0.125% 3/0 | 852234AF0 | 40,568,838 | 44,459,000 | PRN | SOLE | 44,459,000 | 0 | 0 | |||
| BLOCK INC | NOTE 0.125% 3/0 | 852234AF0 | 19,068,513 | 20,897,000 | PRN | OTR | 1 | 0 | 20,897,000 | 0 | ||
| BLOCKCHAIN COINVSTRS ACQ CRP | *W EXP 11/01/202 | G11765115 | 19,418 | 1,798 | SH | Call | SOLE | 1,798 | 0 | 0 | ||
| BLOCKCHAIN COINVSTRS ACQ CRP | *W EXP 11/01/202 | G11765115 | 7,571 | 701 | SH | Call | OTR | 1 | 0 | 701 | 0 | |
| BLOOM ENERGY CORP | NOTE 2.500% 8/1 | 093712AH0 | 20,384,756 | 18,571,000 | PRN | SOLE | 18,571,000 | 0 | 0 | |||
| BLOOM ENERGY CORP | NOTE 2.500% 8/1 | 093712AH0 | 9,578,234 | 8,726,000 | PRN | OTR | 1 | 0 | 8,726,000 | 0 | ||
| BLUERIVER ACQUISITION CORP | *W EXP 01/04/202 | G1261Q115 | 49,904 | 4,728 | SH | Call | SOLE | 4,728 | 0 | 0 | ||
| BLUERIVER ACQUISITION CORP | *W EXP 01/04/202 | G1261Q115 | 20,456 | 1,938 | SH | Call | OTR | 1 | 0 | 1,938 | 0 | |
| BOOKING HOLDINGS INC | COM | 09857L108 | 2,775,555 | 9 | SH | Put | SOLE | 9 | 0 | 0 | ||
| BOOKING HOLDINGS INC | COM | 09857L108 | 23,570,630 | 7,643 | SH | SOLE | 7,643 | 0 | 0 | |||
| BOOKING HOLDINGS INC | COM | 09857L108 | 1,233,580 | 4 | SH | Put | OTR | 1 | 0 | 4 | 0 | |
| BOOKING HOLDINGS INC | COM | 09857L108 | 10,149,279 | 3,291 | SH | OTR | 1 | 0 | 3,291 | 0 | ||
| BOX INC | NOTE 1/1 | 10316TAB0 | 11,281,158 | 10,434,000 | PRN | SOLE | 10,434,000 | 0 | 0 | |||
| BOX INC | NOTE 1/1 | 10316TAB0 | 5,302,166 | 4,904,000 | PRN | OTR | 1 | 0 | 4,904,000 | 0 | ||
| BRIDGEBIO PHARMA INC | NOTE 2.250% 2/0 | 10806XAD4 | 9,193,039 | 12,146,000 | PRN | SOLE | 12,146,000 | 0 | 0 | |||
| BRIDGEBIO PHARMA INC | NOTE 2.250% 2/0 | 10806XAD4 | 4,321,017 | 5,709,000 | PRN | OTR | 1 | 0 | 5,709,000 | 0 | ||
| BRIDGER AEROSPACE GRP HLDGS | *W EXP 01/24/202 | 96812F110 | 75,087 | 8,865 | SH | Call | SOLE | 8,865 | 0 | 0 | ||
| BRIDGER AEROSPACE GRP HLDGS | *W EXP 01/24/202 | 96812F110 | 30,780 | 3,634 | SH | Call | OTR | 1 | 0 | 3,634 | 0 | |
| CANOPY GROWTH CORP | COM | 138035100 | 144,275 | 184,306 | SH | SOLE | 184,306 | 0 | 0 | |||
| CANOPY GROWTH CORP | COM | 138035100 | 1,091 | 1,394 | SH | SOLE | 1,394 | 0 | 0 | |||
| CANOPY GROWTH CORP | COM | 138035100 | 175,938 | 224,755 | SH | OTR | 1 | 0 | 224,755 | 0 | ||
| CAPRI HOLDINGS LIMITED | SHS | G1890L107 | 13,867,996 | 2,636 | SH | Call | SOLE | 2,636 | 0 | 0 | ||
| CAPRI HOLDINGS LIMITED | SHS | G1890L107 | 6,386,854 | 1,214 | SH | Call | OTR | 1 | 0 | 1,214 | 0 | |
| CARDLYTICS INC | NOTE 1.000% 9/1 | 14161WAB1 | 2,351,814 | 3,879,000 | PRN | SOLE | 3,879,000 | 0 | 0 | |||
| CARDLYTICS INC | NOTE 1.000% 9/1 | 14161WAB1 | 1,081,628 | 1,784,000 | PRN | OTR | 1 | 0 | 1,784,000 | 0 | ||
| CARMELL THERAPEUTICS CORP | *W EXP 07/12/202 | 142922111 | 22,355 | 6,205 | SH | Call | SOLE | 6,205 | 0 | 0 | ||
| CARMELL THERAPEUTICS CORP | *W EXP 07/12/202 | 142922111 | 9,165 | 2,544 | SH | Call | OTR | 1 | 0 | 2,544 | 0 | |
| CC NEUBERGER PRINCIPAL HOLDN | *W EXP 02/05/202 | G1992N126 | 7,728 | 709 | SH | Call | SOLE | 709 | 0 | 0 | ||
| CC NEUBERGER PRINCIPAL HOLDN | *W EXP 02/05/202 | G1992N126 | 3,161 | 290 | SH | Call | OTR | 1 | 0 | 290 | 0 | |
| CERENCE INC | NOTE 3.000% 6/0 | 156727AB5 | 4,824,895 | 5,056,000 | PRN | SOLE | 5,056,000 | 0 | 0 | |||
| CERENCE INC | NOTE 3.000% 6/0 | 156727AB5 | 2,219,681 | 2,326,000 | PRN | OTR | 1 | 0 | 2,326,000 | 0 | ||
| CEREVEL THERAPEUTICS HLDNG I | COM | 15678U128 | 403,855 | 185 | SH | Put | SOLE | 185 | 0 | 0 | ||
| CEREVEL THERAPEUTICS HLDNG I | COM | 15678U128 | 185,555 | 85 | SH | Put | OTR | 1 | 0 | 85 | 0 | |
| CERIDIAN HCM HLDG INC | NOTE 0.250% 3/1 | 15677JAD0 | 13,214,804 | 15,007,000 | PRN | SOLE | 15,007,000 | 0 | 0 | |||
| CERIDIAN HCM HLDG INC | NOTE 0.250% 3/1 | 15677JAD0 | 6,109,436 | 6,938,000 | PRN | OTR | 1 | 0 | 6,938,000 | 0 | ||
| CF ACQUISITION CORP IV | *W EXP 12/31/202 | 12520T110 | 25,200 | 2,364 | SH | Call | SOLE | 2,364 | 0 | 0 | ||
| CF ACQUISITION CORP IV | *W EXP 12/31/202 | 12520T110 | 10,330 | 969 | SH | Call | OTR | 1 | 0 | 969 | 0 | |
| CHART INDS INC | NOTE 1.000%11/1 | 16115QAE0 | 6,914,277 | 2,379,000 | PRN | SOLE | 2,379,000 | 0 | 0 | |||
| CHART INDS INC | NOTE 1.000%11/1 | 16115QAE0 | 3,255,147 | 1,120,000 | PRN | OTR | 1 | 0 | 1,120,000 | 0 | ||
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 5,078,894 | 6,138,000 | PRN | SOLE | 6,138,000 | 0 | 0 | |||
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 2,335,067 | 2,822,000 | PRN | OTR | 1 | 0 | 2,822,000 | 0 | ||
| CHURCHILL CAPITAL CORP V | *W EXP 10/29/202 | 17144T115 | 9,214 | 886 | SH | Call | SOLE | 886 | 0 | 0 | ||
| CHURCHILL CAPITAL CORP V | *W EXP 10/29/202 | 17144T115 | 3,775 | 363 | SH | Call | OTR | 1 | 0 | 363 | 0 | |
| CINEMARK HLDGS INC | NOTE 4.500% 8/1 | 17243VAB8 | 44,744,587 | 30,615,000 | PRN | SOLE | 30,615,000 | 0 | 0 | |||
| CINEMARK HLDGS INC | NOTE 4.500% 8/1 | 17243VAB8 | 21,477,110 | 14,695,000 | PRN | OTR | 1 | 0 | 14,695,000 | 0 | ||
| COLLEGIUM PHARMACEUTICAL INC | NOTE 2.625% 2/1 | 19459JAA2 | 1,442,818 | 1,419,000 | PRN | SOLE | 1,419,000 | 0 | 0 | |||
| COLLEGIUM PHARMACEUTICAL INC | NOTE 2.625% 2/1 | 19459JAA2 | 575,500 | 566,000 | PRN | OTR | 1 | 0 | 566,000 | 0 | ||
| CONSTELLATION ACQUISITN CORP | *W EXP 01/29/202 | G2R18K113 | 51,015 | 4,728 | SH | Call | SOLE | 4,728 | 0 | 0 | ||
| CONSTELLATION ACQUISITN CORP | *W EXP 01/29/202 | G2R18K113 | 20,911 | 1,938 | SH | Call | OTR | 1 | 0 | 1,938 | 0 | |
| CORNER GROWTH ACQUISITION CO | *W EXP 99/99/999 | G2425N113 | 64,780 | 5,910 | SH | Call | SOLE | 5,910 | 0 | 0 | ||
| CORNER GROWTH ACQUISITION CO | *W EXP 99/99/999 | G2425N113 | 26,559 | 2,423 | SH | Call | OTR | 1 | 0 | 2,423 | 0 | |
| CYBERARK SOFTWARE LTD | NOTE 11/1 | 23248VAB1 | 21,526,864 | 18,644,000 | PRN | SOLE | 18,644,000 | 0 | 0 | |||
| CYBERARK SOFTWARE LTD | NOTE 11/1 | 23248VAB1 | 10,121,460 | 8,766,000 | PRN | OTR | 1 | 0 | 8,766,000 | 0 | ||
| CYTOKINETICS INC | NOTE 3.500% 7/0 | 23282WAC4 | 11,723,395 | 13,514,000 | PRN | SOLE | 13,514,000 | 0 | 0 | |||
| CYTOKINETICS INC | NOTE 3.500% 7/0 | 23282WAC4 | 5,626,605 | 6,486,000 | PRN | OTR | 1 | 0 | 6,486,000 | 0 | ||
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 26,927,136 | 22,851,000 | PRN | SOLE | 22,851,000 | 0 | 0 | |||
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 12,385,942 | 10,511,000 | PRN | OTR | 1 | 0 | 10,511,000 | 0 | ||
| DEXCOM INC | COM | 252131107 | 485,067 | 5,199 | SH | OTR | 1 | 0 | 5,199 | 0 | ||
| DHC ACQUISITION CORP | *W EXP 02/25/202 | G2758T117 | 24,704 | 2,364 | SH | Call | SOLE | 2,364 | 0 | 0 | ||
| DHC ACQUISITION CORP | *W EXP 02/25/202 | G2758T117 | 10,126 | 969 | SH | Call | OTR | 1 | 0 | 969 | 0 | |
| DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 6,955,341 | 11,491,000 | PRN | SOLE | 11,491,000 | 0 | 0 | |||
| DISH NETWORK CORPORATION | NOTE 12/1 | 25470MAF6 | 4,359,234 | 6,470,000 | PRN | SOLE | 6,470,000 | 0 | 0 | |||
| DISH NETWORK CORPORATION | NOTE 2.375% 3/1 | 25470MAD1 | 5,463,577 | 5,681,000 | PRN | SOLE | 5,681,000 | 0 | 0 | |||
| DISH NETWORK CORPORATION | NOTE 2.375% 3/1 | 25470MAD1 | 2,518,766 | 2,619,000 | PRN | OTR | 1 | 0 | 2,619,000 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 12/1 | 25470MAF6 | 2,090,680 | 3,103,000 | PRN | OTR | 1 | 0 | 3,103,000 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 3,290,335 | 5,436,000 | PRN | OTR | 1 | 0 | 5,436,000 | 0 | ||
| DRAFTKINGS INC NEW | NOTE 3/1 | 26142RAB0 | 4,006,404 | 5,272,000 | PRN | SOLE | 5,272,000 | 0 | 0 | |||
| DRAFTKINGS INC NEW | NOTE 3/1 | 26142RAB0 | 1,845,134 | 2,428,000 | PRN | OTR | 1 | 0 | 2,428,000 | 0 | ||
| DROPBOX INC | NOTE 3/0 | 26210CAC8 | 7,432,034 | 7,868,000 | PRN | SOLE | 7,868,000 | 0 | 0 | |||
| DROPBOX INC | NOTE 3/0 | 26210CAD6 | 4,715,861 | 4,965,000 | PRN | SOLE | 4,965,000 | 0 | 0 | |||
| DROPBOX INC | NOTE 3/0 | 26210CAD6 | 1,932,886 | 2,035,000 | PRN | OTR | 1 | 0 | 2,035,000 | 0 | ||
| DROPBOX INC | NOTE 3/0 | 26210CAC8 | 3,046,303 | 3,225,000 | PRN | OTR | 1 | 0 | 3,225,000 | 0 | ||
| DYNAVAX TECHNOLOGIES CORP | NOTE 2.500% 5/1 | 268158AD4 | 22,207,292 | 14,582,000 | PRN | SOLE | 14,582,000 | 0 | 0 | |||
| DYNAVAX TECHNOLOGIES CORP | NOTE 2.500% 5/1 | 268158AD4 | 9,774,133 | 6,418,000 | PRN | OTR | 1 | 0 | 6,418,000 | 0 | ||
| ECARX HOLDINGS INC | *W EXP 12/20/202 | G29201111 | 27,482 | 8,865 | SH | Call | SOLE | 8,865 | 0 | 0 | ||
| ECARX HOLDINGS INC | *W EXP 12/20/202 | G29201111 | 11,265 | 3,634 | SH | Call | OTR | 1 | 0 | 3,634 | 0 | |
| ELECTRIQ PWR HLDGS INC | *W EXP 07/31/202 | 285046116 | 4,161 | 2,364 | SH | Call | SOLE | 2,364 | 0 | 0 | ||
| ELECTRIQ PWR HLDGS INC | *W EXP 07/31/202 | 285046116 | 1,705 | 969 | SH | Call | OTR | 1 | 0 | 969 | 0 | |
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAH0 | 14,489,978 | 16,436,000 | PRN | SOLE | 16,436,000 | 0 | 0 | |||
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAH0 | 6,668,422 | 7,564,000 | PRN | OTR | 1 | 0 | 7,564,000 | 0 | ||
| EURONET WORLDWIDE INC | COM | 298736109 | 940,732 | 11,851 | SH | SOLE | 11,851 | 0 | 0 | |||
| EURONET WORLDWIDE INC | COM | 298736109 | 364,989 | 4,598 | SH | OTR | 1 | 0 | 4,598 | 0 | ||
| EVENTBRITE INC | NOTE 5.000%12/0 | 29975EAB5 | 23,850,432 | 21,491,000 | PRN | SOLE | 21,491,000 | 0 | 0 | |||
| EVENTBRITE INC | NOTE 5.000%12/0 | 29975EAB5 | 11,449,672 | 10,317,000 | PRN | OTR | 1 | 0 | 10,317,000 | 0 | ||
| EVOLENT HEALTH INC | NOTE 1.500%10/1 | 30050BAD3 | 22,455,948 | 20,965,000 | PRN | SOLE | 20,965,000 | 0 | 0 | |||
| EVOLENT HEALTH INC | NOTE 1.500%10/1 | 30050BAD3 | 10,778,640 | 10,063,000 | PRN | OTR | 1 | 0 | 10,063,000 | 0 | ||
| EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 12,913,796 | 14,244,000 | PRN | SOLE | 14,244,000 | 0 | 0 | |||
| EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 5,943,755 | 6,556,000 | PRN | OTR | 1 | 0 | 6,556,000 | 0 | ||
| FARFETCH LTD | ORD SH CL A | 30744W107 | 1,717,980 | 8,220 | SH | Put | SOLE | 8,220 | 0 | 0 | ||
| FARFETCH LTD | NOTE 3.750% 5/0 | 30744WAD9 | 10,670,953 | 19,638,000 | PRN | SOLE | 19,638,000 | 0 | 0 | |||
| FARFETCH LTD | ORD SH CL A | 30744W107 | 790,020 | 3,780 | SH | Put | OTR | 1 | 0 | 3,780 | 0 | |
| FARFETCH LTD | NOTE 3.750% 5/0 | 30744WAD9 | 4,914,356 | 9,044,000 | PRN | OTR | 1 | 0 | 9,044,000 | 0 | ||
| FINSERV ACQUISITION CORP II | *W EXP 02/17/202 | 31809Y111 | 18,386 | 1,773 | SH | Call | SOLE | 1,773 | 0 | 0 | ||
| FINSERV ACQUISITION CORP II | *W EXP 02/17/202 | 31809Y111 | 7,539 | 727 | SH | Call | OTR | 1 | 0 | 727 | 0 | |
| FOREST ROAD ACQUISITION COR | *W EXP 01/15/202 | 34619V111 | 14,676 | 1,418 | SH | Call | SOLE | 1,418 | 0 | 0 | ||
| FOREST ROAD ACQUISITION COR | *W EXP 01/15/202 | 34619V111 | 6,013 | 581 | SH | Call | OTR | 1 | 0 | 581 | 0 | |
| FUBOTV INC | NOTE 3.250% 2/1 | 35953DAB0 | 4,727,205 | 7,218,000 | PRN | SOLE | 7,218,000 | 0 | 0 | |||
| FUBOTV INC | NOTE 3.250% 2/1 | 35953DAB0 | 1,892,716 | 2,890,000 | PRN | OTR | 1 | 0 | 2,890,000 | 0 | ||
| GLOBAL PARTNER ACQISTN CORP | *W EXP 01/14/202 | G3934P128 | 31,973 | 2,955 | SH | Call | SOLE | 2,955 | 0 | 0 | ||
| GLOBAL PARTNER ACQISTN CORP | *W EXP 01/14/202 | G3934P128 | 13,103 | 1,211 | SH | Call | OTR | 1 | 0 | 1,211 | 0 | |
| GOAL ACQUISITIONS CORP | *W EXP 02/11/202 | 38021H115 | 149,084 | 14,185 | SH | Call | SOLE | 14,185 | 0 | 0 | ||
| GOAL ACQUISITIONS CORP | *W EXP 02/11/202 | 38021H115 | 61,116 | 5,815 | SH | Call | OTR | 1 | 0 | 5,815 | 0 | |
| GOL LINHAS AEREAS INTELIGENT | SPON ADR PFD NEW | 38045R206 | 694,316 | 2,534 | SH | Put | SOLE | 2,534 | 0 | 0 | ||
| GOL LINHAS AEREAS INTELIGENT | SPON ADR PFD NEW | 38045R206 | 277,562 | 1,013 | SH | Put | OTR | 1 | 0 | 1,013 | 0 | |
| GOPRO INC | NOTE 1.250%11/1 | 38268TAD5 | 17,940,488 | 20,445,000 | PRN | SOLE | 20,445,000 | 0 | 0 | |||
| GOPRO INC | NOTE 1.250%11/1 | 38268TAD5 | 8,042,288 | 9,165,000 | PRN | OTR | 1 | 0 | 9,165,000 | 0 | ||
| GOSSAMER BIO INC | NOTE 5.000% 6/0 | 38341PAA0 | 8,222,013 | 20,882,000 | PRN | SOLE | 20,882,000 | 0 | 0 | |||
| GOSSAMER BIO INC | NOTE 5.000% 6/0 | 38341PAA0 | 3,534,971 | 8,978,000 | PRN | OTR | 1 | 0 | 8,978,000 | 0 | ||
| GRACELL BIOTECHNOLOGIES INC | SPONSORED ADS | 38406L103 | 542,465 | 188,356 | SH | SOLE | 188,356 | 0 | 0 | |||
| GRACELL BIOTECHNOLOGIES INC | SPONSORED ADS | 38406L103 | 249,535 | 86,644 | SH | OTR | 1 | 0 | 86,644 | 0 | ||
| GROUPON INC | COM NEW | 399473206 | 26,044 | 17 | SH | Put | SOLE | 17 | 0 | 0 | ||
| GROUPON INC | NOTE 1.125% 3/1 | 399473AF4 | 2,265,287 | 3,938,000 | PRN | SOLE | 3,938,000 | 0 | 0 | |||
| GROUPON INC | COM NEW | 399473206 | 12,256 | 8 | SH | Put | OTR | 1 | 0 | 8 | 0 | |
| GROUPON INC | NOTE 1.125% 3/1 | 399473AF4 | 1,042,331 | 1,812,000 | PRN | OTR | 1 | 0 | 1,812,000 | 0 | ||
| GUESS INC | NOTE 2.000% 4/1 | 401617AD7 | 28,138,740 | 27,587,000 | PRN | SOLE | 27,587,000 | 0 | 0 | |||
| GUESS INC | NOTE 2.000% 4/1 | 401617AD7 | 13,011,120 | 12,756,000 | PRN | OTR | 1 | 0 | 12,756,000 | 0 | ||
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 14,430,360 | 16,579,000 | PRN | SOLE | 16,579,000 | 0 | 0 | |||
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 6,782,157 | 7,792,000 | PRN | OTR | 1 | 0 | 7,792,000 | 0 | ||
| IMAX CORP | NOTE 0.500% 4/0 | 45245EAJ8 | 6,355,184 | 6,824,000 | PRN | SOLE | 6,824,000 | 0 | 0 | |||
| IMAX CORP | NOTE 0.500% 4/0 | 45245EAJ8 | 2,924,279 | 3,140,000 | PRN | OTR | 1 | 0 | 3,140,000 | 0 | ||
| INSIGHT ENTERPRISES INC | NOTE 0.750% 2/1 | 45765UAB9 | 42,446,900 | 19,835,000 | PRN | SOLE | 19,835,000 | 0 | 0 | |||
| INSIGHT ENTERPRISES INC | NOTE 0.750% 2/1 | 45765UAB9 | 19,951,220 | 9,323,000 | PRN | OTR | 1 | 0 | 9,323,000 | 0 | ||
| INVESTCORP INDIA ACQUISTN CO | *W EXP 06/01/202 | G49219127 | 38,603 | 3,571 | SH | Call | SOLE | 3,571 | 0 | 0 | ||
| IONIS PHARMACEUTICALS INC | NOTE 4/0 | 462222AD2 | 13,262,925 | 13,603,000 | PRN | SOLE | 13,603,000 | 0 | 0 | |||
| IONIS PHARMACEUTICALS INC | NOTE 4/0 | 462222AD2 | 6,251,148 | 6,397,000 | PRN | OTR | 1 | 0 | 6,397,000 | 0 | ||
| ISHARES TR | CHINA LG-CAP ETF | 464287184 | 14,535,787 | 5,479 | SH | Put | SOLE | 5,479 | 0 | 0 | ||
| ISHARES TR | 20 YR TR BD ETF | 464287432 | 9,117,332 | 1,028 | SH | Call | SOLE | 1,028 | 0 | 0 | ||
| ISHARES TR | CHINA LG-CAP ETF | 464287184 | 5,321,785 | 200,595 | SH | SOLE | 200,595 | 0 | 0 | |||
| ISHARES TR | CHINA LG-CAP ETF | 464287184 | 6,688,213 | 2,521 | SH | Put | OTR | 1 | 0 | 2,521 | 0 | |
| ISHARES TR | 20 YR TR BD ETF | 464287432 | 4,186,168 | 472 | SH | Call | OTR | 1 | 0 | 472 | 0 | |
| ISHARES TR | CHINA LG-CAP ETF | 464287184 | 2,449,409 | 92,326 | SH | OTR | 1 | 0 | 92,326 | 0 | ||
| ITRON INC | NOTE 3/1 | 465741AN6 | 10,782,023 | 12,498,000 | PRN | SOLE | 12,498,000 | 0 | 0 | |||
| ITRON INC | NOTE 3/1 | 465741AN6 | 5,177,925 | 6,002,000 | PRN | OTR | 1 | 0 | 6,002,000 | 0 | ||
| JAWS MUSTANG ACQUISITION COR | *W EXP 01/30/202 | G50737124 | 47,600 | 4,432 | SH | Call | SOLE | 4,432 | 0 | 0 | ||
| JAWS MUSTANG ACQUISITION COR | *W EXP 01/30/202 | G50737124 | 19,515 | 1,817 | SH | Call | OTR | 1 | 0 | 1,817 | 0 | |
| JUPITER ACQUISITION CORP | *W EXP 08/17/202 | 482082112 | 18,209 | 1,773 | SH | Call | SOLE | 1,773 | 0 | 0 | ||
| JUPITER ACQUISITION CORP | *W EXP 08/17/202 | 482082112 | 7,466 | 727 | SH | Call | OTR | 1 | 0 | 727 | 0 | |
| KARYOPHARM THERAPEUTICS INC | NOTE 3.000%10/1 | 48576UAA4 | 1,837,311 | 2,891,000 | PRN | SOLE | 2,891,000 | 0 | 0 | |||
| KARYOPHARM THERAPEUTICS INC | NOTE 3.000%10/1 | 48576UAA4 | 863,683 | 1,359,000 | PRN | OTR | 1 | 0 | 1,359,000 | 0 | ||
| KERNEL GROUP HOLDINGS INC | *W EXP 02/02/202 | G5259L129 | 3,756 | 354 | SH | Call | SOLE | 354 | 0 | 0 | ||
| KERNEL GROUP HOLDINGS INC | *W EXP 02/02/202 | G5259L129 | 1,538 | 145 | SH | Call | OTR | 1 | 0 | 145 | 0 | |
| KNIGHTSWAN ACQUISITION CORP | *W EXP 99/99/999 | 499103117 | 283,404 | 26,978 | SH | Call | SOLE | 26,978 | 0 | 0 | ||
| KNIGHTSWAN ACQUISITION CORP | *W EXP 99/99/999 | 499103117 | 110,523 | 10,521 | SH | Call | OTR | 1 | 0 | 10,521 | 0 | |
| LANDCADIA HOLDINGS IV INC | *W EXP 03/29/202 | 51477A112 | 9,232 | 886 | SH | Call | SOLE | 886 | 0 | 0 | ||
| LANDCADIA HOLDINGS IV INC | *W EXP 03/29/202 | 51477A112 | 3,782 | 363 | SH | Call | OTR | 1 | 0 | 363 | 0 | |
| LANVIN GROUP HOLDINGS LIMITE | *W EXP 01/14/202 | G5380J118 | 28,723 | 7,092 | SH | Call | SOLE | 7,092 | 0 | 0 | ||
| LITHIUM AMERS CORP NEW | NOTE 1.750% 1/1 | 53680QAA6 | 6,398,600 | 8,560,000 | PRN | SOLE | 8,560,000 | 0 | 0 | |||
| LITHIUM AMERS CORP NEW | NOTE 1.750% 1/1 | 53680QAA6 | 2,945,150 | 3,940,000 | PRN | OTR | 1 | 0 | 3,940,000 | 0 | ||
| LIV CAPITAL ACQUISITN CORP I | *W EXP 02/07/202 | G5510R113 | 234,165 | 21,582 | SH | Call | SOLE | 21,582 | 0 | 0 | ||
| LIV CAPITAL ACQUISITN CORP I | *W EXP 02/07/202 | G5510R113 | 91,324 | 8,417 | SH | Call | OTR | 1 | 0 | 8,417 | 0 | |
| LIVE NATION ENTERTAINMENT IN | NOTE 2.000% 2/1 | 538034AU3 | 12,252,054 | 11,996,000 | PRN | SOLE | 11,996,000 | 0 | 0 | |||
| LIVE NATION ENTERTAINMENT IN | NOTE 2.000% 2/1 | 538034AU3 | 5,762,428 | 5,642,000 | PRN | OTR | 1 | 0 | 5,642,000 | 0 | ||
| LIVENT CORP | NOTE 4.125% 7/1 | 53814LAB4 | 29,206,793 | 13,463,000 | PRN | SOLE | 13,463,000 | 0 | 0 | |||
| LIVENT CORP | NOTE 4.125% 7/1 | 53814LAB4 | 13,728,039 | 6,328,000 | PRN | OTR | 1 | 0 | 6,328,000 | 0 | ||
| MANNKIND CORP | NOTE 2.500% 3/0 | 56400PAQ5 | 2,273,389 | 2,155,000 | PRN | SOLE | 2,155,000 | 0 | 0 | |||
| MANNKIND CORP | NOTE 2.500% 3/0 | 56400PAQ5 | 996,915 | 945,000 | PRN | OTR | 1 | 0 | 945,000 | 0 | ||
| MARATHON DIGITAL HOLDINGS IN | COM | 565788106 | 3,478,634 | 409,251 | SH | SOLE | 409,251 | 0 | 0 | |||
| MESA LABS INC | NOTE 1.375% 8/1 | 59064RAA7 | 3,398,510 | 3,796,000 | PRN | SOLE | 3,796,000 | 0 | 0 | |||
| MESA LABS INC | NOTE 1.375% 8/1 | 59064RAA7 | 1,425,297 | 1,592,000 | PRN | OTR | 1 | 0 | 1,592,000 | 0 | ||
| MICROCHIP TECHNOLOGY INC. | COM | 595017104 | 6,412,666 | 82,161 | SH | SOLE | 82,161 | 0 | 0 | |||
| MICROSTRATEGY INC | NOTE 0.750%12/1 | 594972AC5 | 4,674,864 | 4,335,000 | PRN | SOLE | 4,335,000 | 0 | 0 | |||
| MICROSTRATEGY INC | NOTE 2/1 | 594972AE1 | 711,844 | 1,021,000 | PRN | SOLE | 1,021,000 | 0 | 0 | |||
| MICROSTRATEGY INC | NOTE 2/1 | 594972AE1 | 333,960 | 479,000 | PRN | OTR | 1 | 0 | 479,000 | 0 | ||
| MICROSTRATEGY INC | NOTE 0.750%12/1 | 594972AC5 | 1,822,496 | 1,690,000 | PRN | OTR | 1 | 0 | 1,690,000 | 0 | ||
| MITEK SYS INC | NOTE 0.750% 2/0 | 606710AA9 | 2,071,688 | 2,380,000 | PRN | SOLE | 2,380,000 | 0 | 0 | |||
| MITEK SYS INC | NOTE 0.750% 2/0 | 606710AA9 | 974,912 | 1,120,000 | PRN | OTR | 1 | 0 | 1,120,000 | 0 | ||
| MONGODB INC | NOTE 0.250% 1/1 | 60937PAD8 | 23,882,646 | 13,942,000 | PRN | SOLE | 13,942,000 | 0 | 0 | |||
| MONGODB INC | NOTE 0.250% 1/1 | 60937PAD8 | 11,233,854 | 6,558,000 | PRN | OTR | 1 | 0 | 6,558,000 | 0 | ||
| MOOLEC SCIENCE SA | *W EXP 12/30/202 | L64875112 | 45,676 | 16,313 | SH | Call | SOLE | 16,313 | 0 | 0 | ||
| MOOLEC SCIENCE SA | *W EXP 12/30/202 | L64875112 | 18,726 | 6,688 | SH | Call | OTR | 1 | 0 | 6,688 | 0 | |
| MORINGA ACQUISITION CORP | *W EXP 02/22/202 | G6S23K124 | 154,169 | 14,183 | SH | Call | SOLE | 14,183 | 0 | 0 | ||
| MORINGA ACQUISITION CORP | *W EXP 02/22/202 | G6S23K124 | 63,220 | 5,816 | SH | Call | OTR | 1 | 0 | 5,816 | 0 | |
| MOVELLA HOLDINGS INC | *W EXP 02/10/202 | 62459N113 | 760 | 1,418 | SH | Call | SOLE | 1,418 | 0 | 0 | ||
| MOVELLA HOLDINGS INC | *W EXP 02/10/202 | 62459N113 | 312 | 581 | SH | Call | OTR | 1 | 0 | 581 | 0 | |
| NATERA INC | NOTE 2.250% 5/0 | 632307AB0 | 4,082,544 | 3,081,000 | PRN | SOLE | 3,081,000 | 0 | 0 | |||
| NATERA INC | NOTE 2.250% 5/0 | 632307AB0 | 1,880,276 | 1,419,000 | PRN | OTR | 1 | 0 | 1,419,000 | 0 | ||
| NATIONAL VISION HLDGS INC | NOTE 2.500% 5/1 | 63845RAB3 | 15,288,768 | 15,878,000 | PRN | SOLE | 15,878,000 | 0 | 0 | |||
| NATIONAL VISION HLDGS INC | NOTE 2.500% 5/1 | 63845RAB3 | 7,339,148 | 7,622,000 | PRN | OTR | 1 | 0 | 7,622,000 | 0 | ||
| NET POWER INC | *W EXP 06/08/202 | 64107A113 | 2,673 | 177 | SH | Call | SOLE | 177 | 0 | 0 | ||
| NET POWER INC | *W EXP 06/08/202 | 64107A113 | 1,087 | 72 | SH | Call | OTR | 1 | 0 | 72 | 0 | |
| NICE LTD | NOTE 9/1 | 653656AB4 | 3,218,528 | 3,560,000 | PRN | SOLE | 3,560,000 | 0 | 0 | |||
| NICE LTD | NOTE 9/1 | 653656AB4 | 1,482,693 | 1,640,000 | PRN | OTR | 1 | 0 | 1,640,000 | 0 | ||
| NIO INC | NOTE 4.500% 2/0 | 62914VAB2 | 1,471,675 | 1,369,000 | PRN | SOLE | 1,369,000 | 0 | 0 | |||
| NIO INC | NOTE 4.500% 2/0 | 62914VAB2 | 678,325 | 631,000 | PRN | OTR | 1 | 0 | 631,000 | 0 | ||
| NORTHERN REVIVAL ACQUISITION | *W EXP 01/31/202 | G6546R119 | 63,888 | 5,910 | SH | Call | SOLE | 5,910 | 0 | 0 | ||
| NORTHERN REVIVAL ACQUISITION | *W EXP 01/31/202 | G6546R119 | 26,193 | 2,423 | SH | Call | OTR | 1 | 0 | 2,423 | 0 | |
| NORTHERN STAR INVSTMNT CORP | *W EXP 01/31/202 | 66573W115 | 14,478 | 1,418 | SH | Call | SOLE | 1,418 | 0 | 0 | ||
| NORTHERN STAR INVSTMNT CORP | *W EXP 01/31/202 | 66573W115 | 5,942 | 582 | SH | Call | OTR | 1 | 0 | 582 | 0 | |
| NOVA LTD | NOTE 10/1 | 66980MAB2 | 19,924,273 | 12,937,000 | PRN | SOLE | 12,937,000 | 0 | 0 | |||
| NOVA LTD | NOTE 10/1 | 66980MAB2 | 8,567,576 | 5,563,000 | PRN | OTR | 1 | 0 | 5,563,000 | 0 | ||
| NOVOCURE LTD | NOTE 11/0 | 67011XAB9 | 25,815,417 | 29,997,000 | PRN | SOLE | 29,997,000 | 0 | 0 | |||
| NOVOCURE LTD | NOTE 11/0 | 67011XAB9 | 12,911,582 | 15,003,000 | PRN | OTR | 1 | 0 | 15,003,000 | 0 | ||
| NUBURU INC | *W EXP 01/31/202 | 67021W111 | 2,312 | 6,645 | SH | Call | SOLE | 6,645 | 0 | 0 | ||
| NUBURU INC | *W EXP 01/31/202 | 67021W111 | 1,133 | 3,255 | SH | Call | OTR | 1 | 0 | 3,255 | 0 | |
| NUTANIX INC | NOTE 0.250%10/0 | 67059NAH1 | 6,082,480 | 6,809,000 | PRN | SOLE | 6,809,000 | 0 | 0 | |||
| NUTANIX INC | NOTE 0.250%10/0 | 67059NAH1 | 2,850,520 | 3,191,000 | PRN | OTR | 1 | 0 | 3,191,000 | 0 | ||
| OCA ACQUISITION CORP | *W EXP 01/14/202 | 670865112 | 39,240 | 3,688 | SH | Call | SOLE | 3,688 | 0 | 0 | ||
| OCA ACQUISITION CORP | *W EXP 01/14/202 | 670865112 | 16,088 | 1,512 | SH | Call | OTR | 1 | 0 | 1,512 | 0 | |
| OCCIDENTAL PETE CORP | COM | 674599105 | 259,520 | 4,000 | SH | SOLE | 4,000 | 0 | 0 | |||
| OCCIDENTAL PETE CORP | COM | 674599105 | 129,760 | 2,000 | SH | OTR | 1 | 0 | 2,000 | 0 | ||
| OCULIS HOLDING AG | *W EXP 03/06/202 | H5870P110 | 65,010 | 5,910 | SH | Call | SOLE | 5,910 | 0 | 0 | ||
| OCULIS HOLDING AG | *W EXP 03/06/202 | H5870P110 | 26,653 | 2,423 | SH | Call | OTR | 1 | 0 | 2,423 | 0 | |
| OKTA INC | NOTE 0.125% 9/0 | 679295AD7 | 6,706,266 | 7,382,000 | PRN | SOLE | 7,382,000 | 0 | 0 | |||
| OKTA INC | NOTE 0.125% 9/0 | 679295AD7 | 3,286,816 | 3,618,000 | PRN | OTR | 1 | 0 | 3,618,000 | 0 | ||
| OMEROS CORP | NOTE 5.250% 2/1 | 682143AG7 | 12,020,523 | 19,790,000 | PRN | SOLE | 19,790,000 | 0 | 0 | |||
| OMEROS CORP | NOTE 5.250% 2/1 | 682143AG7 | 4,810,032 | 7,919,000 | PRN | OTR | 1 | 0 | 7,919,000 | 0 | ||
| OXUS ACQUISITION CORP | *W EXP 99/99/999 | G6859L121 | 39,148 | 3,546 | SH | Call | SOLE | 3,546 | 0 | 0 | ||
| OXUS ACQUISITION CORP | *W EXP 99/99/999 | G6859L121 | 16,052 | 1,454 | SH | Call | OTR | 1 | 0 | 1,454 | 0 | |
| PAGERDUTY INC | NOTE 1.250% 7/0 | 69553PAB6 | 40,310,127 | 42,114,000 | PRN | SOLE | 42,114,000 | 0 | 0 | |||
| PAGERDUTY INC | NOTE 1.250% 7/0 | 69553PAB6 | 18,673,371 | 19,509,000 | PRN | OTR | 1 | 0 | 19,509,000 | 0 | ||
| PDD HOLDINGS INC | NOTE 10/0 | 722304AB8 | 61,386,760 | 26,632,000 | PRN | SOLE | 26,632,000 | 0 | 0 | |||
| PDD HOLDINGS INC | NOTE 10/0 | 722304AB8 | 28,849,380 | 12,516,000 | PRN | OTR | 1 | 0 | 12,516,000 | 0 | ||
| PEGASYSTEMS INC | NOTE 0.750% 3/0 | 705573AB9 | 1,633,054 | 1,785,000 | PRN | SOLE | 1,785,000 | 0 | 0 | |||
| PEGASYSTEMS INC | NOTE 0.750% 3/0 | 705573AB9 | 654,136 | 715,000 | PRN | OTR | 1 | 0 | 715,000 | 0 | ||
| PERFICIENT INC | NOTE 0.125%11/1 | 71375UAF8 | 4,080,545 | 5,069,000 | PRN | SOLE | 5,069,000 | 0 | 0 | |||
| PERFICIENT INC | NOTE 0.125%11/1 | 71375UAF8 | 1,916,705 | 2,381,000 | PRN | OTR | 1 | 0 | 2,381,000 | 0 | ||
| PETIQ INC | NOTE 4.000% 6/0 | 71639TAB2 | 5,332,768 | 5,442,000 | PRN | SOLE | 5,442,000 | 0 | 0 | |||
| PETIQ INC | NOTE 4.000% 6/0 | 71639TAB2 | 2,460,599 | 2,511,000 | PRN | OTR | 1 | 0 | 2,511,000 | 0 | ||
| PLUM ACQUISITION CORP I | *W EXP 03/18/202 | G7134L118 | 15,073 | 1,418 | SH | Call | SOLE | 1,418 | 0 | 0 | ||
| PLUM ACQUISITION CORP I | *W EXP 03/18/202 | G7134L118 | 6,176 | 581 | SH | Call | OTR | 1 | 0 | 581 | 0 | |
| PRIVETERRA ACQUISITION CORP | *W EXP 01/07/202 | 876545112 | 38,297 | 3,546 | SH | Call | SOLE | 3,546 | 0 | 0 | ||
| PRIVETERRA ACQUISITION CORP | *W EXP 01/07/202 | 876545112 | 15,703 | 1,454 | SH | Call | OTR | 1 | 0 | 1,454 | 0 | |
| PROS HOLDINGS INC | NOTE 1.000% 5/1 | 74346YAH6 | 6,282,601 | 6,505,000 | PRN | SOLE | 6,505,000 | 0 | 0 | |||
| PROS HOLDINGS INC | NOTE 1.000% 5/1 | 74346YAH6 | 3,079,005 | 3,188,000 | PRN | OTR | 1 | 0 | 3,188,000 | 0 | ||
| PROSPECTOR CAPITAL CORP | *W EXP 01/11/202 | G7273A113 | 101,792 | 9,469 | SH | Call | SOLE | 9,469 | 0 | 0 | ||
| PROSPECTOR CAPITAL CORP | *W EXP 01/11/202 | G7273A113 | 41,732 | 3,882 | SH | Call | OTR | 1 | 0 | 3,882 | 0 | |
| PTC THERAPEUTICS INC | NOTE 1.500% 9/1 | 69366JAD3 | 11,012,777 | 13,629,000 | PRN | SOLE | 13,629,000 | 0 | 0 | |||
| PTC THERAPEUTICS INC | NOTE 1.500% 9/1 | 69366JAD3 | 5,068,027 | 6,272,000 | PRN | OTR | 1 | 0 | 6,272,000 | 0 | ||
| QUADRO ACQUISITION ONE CORP | *W EXP 06/30/202 | G52807115 | 25,295 | 2,364 | SH | Call | SOLE | 2,364 | 0 | 0 | ||
| QUADRO ACQUISITION ONE CORP | *W EXP 06/30/202 | G52807115 | 10,349 | 969 | SH | Call | OTR | 1 | 0 | 969 | 0 | |
| REPLIGEN CORP | NOTE 0.375% 7/1 | 759916AB5 | 34,568,107 | 24,156,000 | PRN | SOLE | 24,156,000 | 0 | 0 | |||
| REPLIGEN CORP | NOTE 0.375% 7/1 | 759916AB5 | 16,246,552 | 11,353,000 | PRN | OTR | 1 | 0 | 11,353,000 | 0 | ||
| RMG ACQUISITION CORP III | *W EXP 02/08/202 | G76088122 | 74,821 | 7,092 | SH | Call | SOLE | 7,092 | 0 | 0 | ||
| RMG ACQUISITION CORP III | *W EXP 02/08/202 | G76088122 | 30,669 | 2,907 | SH | Call | OTR | 1 | 0 | 2,907 | 0 | |
| ROADZEN INC | *W EXP 11/30/202 | G7606H116 | 14,999 | 3,597 | SH | Call | SOLE | 3,597 | 0 | 0 | ||
| ROADZEN INC | *W EXP 11/30/202 | G7606H116 | 5,851 | 1,403 | SH | Call | OTR | 1 | 0 | 1,403 | 0 | |
| SCILEX HOLDING CO | *W EXP 11/10/202 | 80880W114 | 11,661 | 8,329 | SH | Call | SOLE | 8,329 | 0 | 0 | ||
| SCILEX HOLDING CO | *W EXP 11/10/202 | 80880W114 | 4,780 | 3,414 | SH | Call | OTR | 1 | 0 | 3,414 | 0 | |
| SEA LTD | NOTE 2.375%12/0 | 81141RAF7 | 29,505,899 | 30,822,000 | PRN | SOLE | 30,822,000 | 0 | 0 | |||
| SEA LTD | NOTE 1.000%12/0 | 81141RAD2 | 18,854,357 | 16,932,000 | PRN | SOLE | 16,932,000 | 0 | 0 | |||
| SEA LTD | NOTE 1.000%12/0 | 81141RAD2 | 8,929,429 | 8,019,000 | PRN | OTR | 1 | 0 | 8,019,000 | 0 | ||
| SEA LTD | NOTE 2.375%12/0 | 81141RAF7 | 13,572,599 | 14,178,000 | PRN | OTR | 1 | 0 | 14,178,000 | 0 | ||
| SELINA HOSPITALITY PLC | *W EXP 10/27/202 | G8059B119 | 830 | 2,364 | SH | Call | SOLE | 2,364 | 0 | 0 | ||
| SELINA HOSPITALITY PLC | ORDINARY SHARES | G8059B101 | 1,568 | 4,465 | SH | SOLE | 4,465 | 0 | 0 | |||
| SELINA HOSPITALITY PLC | *W EXP 10/27/202 | G8059B119 | 340 | 969 | SH | Call | OTR | 1 | 0 | 969 | 0 | |
| SELINA HOSPITALITY PLC | ORDINARY SHARES | G8059B101 | 627 | 1,785 | SH | OTR | 1 | 0 | 1,785 | 0 | ||
| SEMANTIX INC | *W EXP 08/03/202 | G6332A114 | 6,347 | 3,546 | SH | Call | SOLE | 3,546 | 0 | 0 | ||
| SEMANTIX INC | *W EXP 08/03/202 | G6332A114 | 2,603 | 1,454 | SH | Call | OTR | 1 | 0 | 1,454 | 0 | |
| SHAKE SHACK INC | NOTE 3/0 | 819047AB7 | 3,723,895 | 4,983,000 | PRN | SOLE | 4,983,000 | 0 | 0 | |||
| SHAKE SHACK INC | NOTE 3/0 | 819047AB7 | 1,638,873 | 2,193,000 | PRN | OTR | 1 | 0 | 2,193,000 | 0 | ||
| SHIFT4 PMTS INC | NOTE 12/1 | 82452JAB5 | 15,484,768 | 15,646,000 | PRN | SOLE | 15,646,000 | 0 | 0 | |||
| SHIFT4 PMTS INC | NOTE 12/1 | 82452JAB5 | 7,278,217 | 7,354,000 | PRN | OTR | 1 | 0 | 7,354,000 | 0 | ||
| SHOPIFY INC | NOTE 0.125%11/0 | 82509LAA5 | 11,148,567 | 12,504,000 | PRN | SOLE | 12,504,000 | 0 | 0 | |||
| SHOPIFY INC | NOTE 0.125%11/0 | 82509LAA5 | 4,461,566 | 5,004,000 | PRN | OTR | 1 | 0 | 5,004,000 | 0 | ||
| SHOULDERUP TECHNOLOGY ACQUIS | *W EXP 11/17/202 | 82537G112 | 37,912 | 3,597 | SH | Call | SOLE | 3,597 | 0 | 0 | ||
| SHOULDERUP TECHNOLOGY ACQUIS | *W EXP 11/17/202 | 82537G112 | 14,788 | 1,403 | SH | Call | OTR | 1 | 0 | 1,403 | 0 | |
| SLAM CORP | *W EXP 02/23/202 | G8210L121 | 19,113 | 1,773 | SH | Call | SOLE | 1,773 | 0 | 0 | ||
| SLAM CORP | *W EXP 02/23/202 | G8210L121 | 7,837 | 727 | SH | Call | OTR | 1 | 0 | 727 | 0 | |
| SNAP INC | NOTE 0.250% 5/0 | 83304AAD8 | 12,270,892 | 13,249,000 | PRN | SOLE | 13,249,000 | 0 | 0 | |||
| SNAP INC | NOTE 0.250% 5/0 | 83304AAD8 | 4,902,244 | 5,293,000 | PRN | OTR | 1 | 0 | 5,293,000 | 0 | ||
| SOCIAL LEVERAGE ACQUISN CORP | *W EXP 02/17/202 | 83363K110 | 18,085 | 1,773 | SH | Call | SOLE | 1,773 | 0 | 0 | ||
| SOCIAL LEVERAGE ACQUISN CORP | *W EXP 02/17/202 | 83363K110 | 7,415 | 727 | SH | Call | OTR | 1 | 0 | 727 | 0 | |
| SOLAREDGE TECHNOLOGIES INC | NOTE 9/1 | 83417MAD6 | 34,826,886 | 38,019,000 | PRN | SOLE | 38,019,000 | 0 | 0 | |||
| SOLAREDGE TECHNOLOGIES INC | NOTE 9/1 | 83417MAD6 | 16,023,354 | 17,492,000 | PRN | OTR | 1 | 0 | 17,492,000 | 0 | ||
| SOUTHWEST AIRLS CO | COM | 844741108 | 12,165,258 | 4,494 | SH | Call | SOLE | 4,494 | 0 | 0 | ||
| SOUTHWEST AIRLS CO | COM | 844741108 | 5,335,416 | 197,097 | SH | SOLE | 197,097 | 0 | 0 | |||
| SOUTHWEST AIRLS CO | COM | 844741108 | 5,110,816 | 1,888 | SH | Call | OTR | 1 | 0 | 1,888 | 0 | |
| SOUTHWEST AIRLS CO | COM | 844741108 | 2,240,070 | 82,751 | SH | OTR | 1 | 0 | 82,751 | 0 | ||
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 17,654,924 | 413 | SH | Put | SOLE | 413 | 0 | 0 | ||
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 7,154,733 | 16,737 | SH | SOLE | 16,737 | 0 | 0 | |||
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 7,993,876 | 187 | SH | Put | OTR | 1 | 0 | 187 | 0 | |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 3,285,184 | 7,685 | SH | OTR | 1 | 0 | 7,685 | 0 | ||
| SPDR SER TR | S&P RETAIL ETF | 78464A714 | 6,250,322 | 1,027 | SH | Put | SOLE | 1,027 | 0 | 0 | ||
| SPDR SER TR | S&P RETAIL ETF | 78464A714 | 2,878,678 | 473 | SH | Put | OTR | 1 | 0 | 473 | 0 | |
| SPOTIFY USA INC | NOTE 3/1 | 84921RAB6 | 14,493,366 | 17,007,000 | PRN | SOLE | 17,007,000 | 0 | 0 | |||
| SPOTIFY USA INC | NOTE 3/1 | 84921RAB6 | 6,811,635 | 7,993,000 | PRN | OTR | 1 | 0 | 7,993,000 | 0 | ||
| STANDARD BIOTOOLS INC | NOTE 5.250%12/0 | 34385PAF5 | 8,171,118 | 6,738,000 | PRN | SOLE | 6,738,000 | 0 | 0 | |||
| STANDARD BIOTOOLS INC | NOTE 5.250%12/0 | 34385PAF5 | 3,349,455 | 2,762,000 | PRN | OTR | 1 | 0 | 2,762,000 | 0 | ||
| STARWOOD PPTY TR INC | NOTE 6.750% 7/1 | 85571BBA2 | 9,386,213 | 9,184,000 | PRN | SOLE | 9,184,000 | 0 | 0 | |||
| STARWOOD PPTY TR INC | NOTE 6.750% 7/1 | 85571BBA2 | 4,411,030 | 4,316,000 | PRN | OTR | 1 | 0 | 4,316,000 | 0 | ||
| SUNNOVA ENERGY INTL INC. | NOTE 0.250%12/0 | 86745KAF1 | 14,779,010 | 22,815,000 | PRN | SOLE | 22,815,000 | 0 | 0 | |||
| SUNNOVA ENERGY INTL INC. | NOTE 2.625% 2/1 | 86745KAH7 | 3,224,684 | 5,136,000 | PRN | SOLE | 5,136,000 | 0 | 0 | |||
| SUNNOVA ENERGY INTL INC. | NOTE 2.625% 2/1 | 86745KAH7 | 1,484,259 | 2,364,000 | PRN | OTR | 1 | 0 | 2,364,000 | 0 | ||
| SUNNOVA ENERGY INTL INC. | NOTE 0.250%12/0 | 86745KAF1 | 6,798,409 | 10,495,000 | PRN | OTR | 1 | 0 | 10,495,000 | 0 | ||
| SUNRUN INC | NOTE 2/0 | 86771WAB1 | 8,651,290 | 11,902,000 | PRN | SOLE | 11,902,000 | 0 | 0 | |||
| SUNRUN INC | NOTE 2/0 | 86771WAB1 | 4,238,420 | 5,831,000 | PRN | OTR | 1 | 0 | 5,831,000 | 0 | ||
| THE REALREAL INC | NOTE 3.000% 6/1 | 88339PAB7 | 11,162,937 | 15,612,000 | PRN | SOLE | 15,612,000 | 0 | 0 | |||
| THE REALREAL INC | NOTE 1.000% 3/0 | 88339PAD3 | 959,771 | 2,053,000 | PRN | SOLE | 2,053,000 | 0 | 0 | |||
| THE REALREAL INC | NOTE 1.000% 3/0 | 88339PAD3 | 442,720 | 947,000 | PRN | OTR | 1 | 0 | 947,000 | 0 | ||
| THE REALREAL INC | NOTE 3.000% 6/1 | 88339PAB7 | 4,988,715 | 6,977,000 | PRN | OTR | 1 | 0 | 6,977,000 | 0 | ||
| THUNDER BRIDGE CAP PRTNRS II | *W EXP 02/01/202 | 88605T118 | 14,648 | 1,418 | SH | Call | SOLE | 1,418 | 0 | 0 | ||
| THUNDER BRIDGE CAP PRTNRS II | *W EXP 02/01/202 | 88605T118 | 6,002 | 581 | SH | Call | OTR | 1 | 0 | 581 | 0 | |
| TRISALUS LIFE SCIENCES INC | *W EXP 08/10/202 | 89680M119 | 6,052 | 1,182 | SH | Call | SOLE | 1,182 | 0 | 0 | ||
| TRISALUS LIFE SCIENCES INC | *W EXP 08/10/202 | 89680M119 | 2,478 | 484 | SH | Call | OTR | 1 | 0 | 484 | 0 | |
| UNITED HOMES GROUP INC | *W EXP 03/30/202 | 91060H116 | 19,858 | 3,546 | SH | Call | SOLE | 3,546 | 0 | 0 | ||
| UNITED HOMES GROUP INC | *W EXP 03/30/202 | 91060H116 | 8,142 | 1,454 | SH | Call | OTR | 1 | 0 | 1,454 | 0 | |
| UPSTART HLDGS INC | COM | 91680M107 | 6,452,894 | 2,261 | SH | Put | SOLE | 2,261 | 0 | 0 | ||
| UPSTART HLDGS INC | NOTE 0.250% 8/1 | 91680MAB3 | 12,310,575 | 18,582,000 | PRN | SOLE | 18,582,000 | 0 | 0 | |||
| UPSTART HLDGS INC | COM | 91680M107 | 2,965,306 | 1,039 | SH | Put | OTR | 1 | 0 | 1,039 | 0 | |
| UPSTART HLDGS INC | NOTE 0.250% 8/1 | 91680MAB3 | 5,663,050 | 8,548,000 | PRN | OTR | 1 | 0 | 8,548,000 | 0 | ||
| VAREX IMAGING CORP | NOTE 4.000% 6/0 | 92214XAB2 | 3,860,308 | 3,401,000 | PRN | SOLE | 3,401,000 | 0 | 0 | |||
| VAREX IMAGING CORP | NOTE 4.000% 6/0 | 92214XAB2 | 1,814,947 | 1,599,000 | PRN | OTR | 1 | 0 | 1,599,000 | 0 | ||
| VARONIS SYS INC | NOTE 1.250% 8/1 | 922280AB8 | 12,320,909 | 10,473,000 | PRN | SOLE | 10,473,000 | 0 | 0 | |||
| VARONIS SYS INC | NOTE 1.250% 8/1 | 922280AB8 | 5,913,989 | 5,027,000 | PRN | OTR | 1 | 0 | 5,027,000 | 0 | ||
| VERINT SYSTEMS INC | NOTE 0.250% 4/1 | 92343XAC4 | 11,938,293 | 13,949,000 | PRN | SOLE | 13,949,000 | 0 | 0 | |||
| VERINT SYSTEMS INC | NOTE 0.250% 4/1 | 92343XAC4 | 5,610,972 | 6,556,000 | PRN | OTR | 1 | 0 | 6,556,000 | 0 | ||
| VNET GROUP INC | SPONSORED ADS A | 90138A103 | 2,288,656 | 7,312 | SH | Put | SOLE | 7,312 | 0 | 0 | ||
| VNET GROUP INC | NOTE 2/0 | 90138VAB3 | 7,963,040 | 10,144,000 | PRN | SOLE | 10,144,000 | 0 | 0 | |||
| VNET GROUP INC | SPONSORED ADS A | 90138A103 | 1,053,245 | 3,365 | SH | Put | OTR | 1 | 0 | 3,365 | 0 | |
| VNET GROUP INC | NOTE 2/0 | 90138VAB3 | 3,666,735 | 4,671,000 | PRN | OTR | 1 | 0 | 4,671,000 | 0 | ||
| WAYFAIR INC | NOTE 1.000% 8/1 | 94419LAF8 | 7,019,735 | 8,562,000 | PRN | SOLE | 8,562,000 | 0 | 0 | |||
| WAYFAIR INC | NOTE 1.000% 8/1 | 94419LAF8 | 3,228,652 | 3,938,000 | PRN | OTR | 1 | 0 | 3,938,000 | 0 | ||
| WELLS FARGO CO NEW | COM | 949746101 | 4,167,720 | 1,020 | SH | Put | SOLE | 1,020 | 0 | 0 | ||
| WELLS FARGO CO NEW | COM | 949746101 | 1,681,103 | 41,143 | SH | SOLE | 41,143 | 0 | 0 | |||
| WELLS FARGO CO NEW | COM | 949746101 | 1,961,280 | 480 | SH | Put | OTR | 1 | 0 | 480 | 0 | |
| WELLS FARGO CO NEW | COM | 949746101 | 787,372 | 19,270 | SH | OTR | 1 | 0 | 19,270 | 0 | ||
| XOMETRY INC | NOTE 1.000% 2/0 | 98423FAB5 | 3,742,562 | 5,210,000 | PRN | SOLE | 5,210,000 | 0 | 0 | |||
| XOMETRY INC | NOTE 1.000% 2/0 | 98423FAB5 | 1,645,003 | 2,290,000 | PRN | OTR | 1 | 0 | 2,290,000 | 0 | ||
| YOTTA ACQUISITION CORPORATIO | *W EXP 03/15/202 | 98741Y111 | 3,791 | 357 | SH | Call | SOLE | 357 | 0 | 0 | ||
| YOTTA ACQUISITION CORPORATIO | RIGHT 03/15/2027 | 98741Y129 | 42 | 357 | SH | SOLE | 357 | 0 | 0 | |||
| YOTTA ACQUISITION CORPORATIO | *W EXP 03/15/202 | 98741Y111 | 1,519 | 143 | SH | Call | OTR | 1 | 0 | 143 | 0 | |
| YOTTA ACQUISITION CORPORATIO | RIGHT 03/15/2027 | 98741Y129 | 17 | 143 | SH | OTR | 1 | 0 | 143 | 0 | ||
| ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 45,813,739 | 38,070,000 | PRN | SOLE | 38,070,000 | 0 | 0 | |||
| ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 17,868,202 | 14,848,000 | PRN | OTR | 1 | 0 | 14,848,000 | 0 | ||
| ZTO EXPRESS CAYMAN INC | NOTE 1.500% 9/0 | 98980AAB1 | 7,942,118 | 8,219,000 | PRN | SOLE | 8,219,000 | 0 | 0 | |||
| ZTO EXPRESS CAYMAN INC | NOTE 1.500% 9/0 | 98980AAB1 | 3,653,626 | 3,781,000 | PRN | OTR | 1 | 0 | 3,781,000 | 0 | ||