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 |
| 3D SYS CORP DEL | NOTE 11/1 | 88554DAD8 | 12,384,720 | 14,832,000 | PRN | SOLE | 14,832,000 | 0 | 0 | |||
| 3D SYS CORP DEL | NOTE 11/1 | 88554DAD8 | 4,459,735 | 5,341,000 | PRN | OTR | 1 | 0 | 5,341,000 | 0 | ||
| ACCURAY INC DEL | NOTE 3.750% 6/0 | 004397AK1 | 5,575,174 | 6,277,000 | PRN | SOLE | 6,277,000 | 0 | 0 | |||
| ACCURAY INC DEL | NOTE 3.750% 6/0 | 004397AK1 | 2,063,268 | 2,323,000 | PRN | OTR | 1 | 0 | 2,323,000 | 0 | ||
| AFFIRM HLDGS INC | NOTE 11/1 | 00827BAB2 | 17,002,762 | 19,161,000 | PRN | SOLE | 19,161,000 | 0 | 0 | |||
| AFFIRM HLDGS INC | NOTE 11/1 | 00827BAB2 | 7,991,591 | 9,006,000 | PRN | OTR | 1 | 0 | 9,006,000 | 0 | ||
| ALARM COM HLDGS INC | COM | 011642105 | 1,158,239 | 21,186 | SH | SOLE | 21,186 | 0 | 0 | |||
| ALARM COM HLDGS INC | NOTE 1/1 | 011642AB1 | 6,021,918 | 6,444,000 | PRN | SOLE | 6,444,000 | 0 | 0 | |||
| ALARM COM HLDGS INC | COM | 011642105 | 392,312 | 7,176 | SH | OTR | 1 | 0 | 7,176 | 0 | ||
| ALARM COM HLDGS INC | NOTE 1/1 | 011642AB1 | 2,829,666 | 3,028,000 | PRN | OTR | 1 | 0 | 3,028,000 | 0 | ||
| ALNYLAM PHARMACEUTICALS INC | NOTE 1.000% 9/1 | 02043QAB3 | 19,380,238 | 16,519,000 | PRN | SOLE | 16,519,000 | 0 | 0 | |||
| ALNYLAM PHARMACEUTICALS INC | NOTE 1.000% 9/1 | 02043QAB3 | 7,756,085 | 6,611,000 | PRN | OTR | 1 | 0 | 6,611,000 | 0 | ||
| ALPHATEC HLDGS INC | NOTE 0.750% 8/0 | 02081GAB8 | 23,814,715 | 26,460,000 | PRN | SOLE | 26,460,000 | 0 | 0 | |||
| ALPHATEC HLDGS INC | NOTE 0.750% 8/0 | 02081GAB8 | 8,811,264 | 9,790,000 | PRN | OTR | 1 | 0 | 9,790,000 | 0 | ||
| ANSYS INC | COM | 03662Q105 | 1,150,892 | 3,612 | SH | SOLE | 3,612 | 0 | 0 | |||
| ANSYS INC | COM | 03662Q105 | 413,263 | 1,297 | SH | OTR | 1 | 0 | 1,297 | 0 | ||
| APELLIS PHARMACEUTICALS INC | NOTE 3.500% 9/1 | 03753UAB2 | 29,325,888 | 26,390,000 | PRN | SOLE | 26,390,000 | 0 | 0 | |||
| APELLIS PHARMACEUTICALS INC | NOTE 3.500% 9/1 | 03753UAB2 | 13,485,318 | 12,138,000 | PRN | OTR | 1 | 0 | 12,138,000 | 0 | ||
| ARES CAPITAL CORP | COM | 04010L103 | 356,127 | 17,007 | SH | SOLE | 17,007 | 0 | 0 | |||
| ARTIVION INC | NOTE 4.250% 7/0 | 228903AB6 | 19,282,059 | 15,050,000 | PRN | SOLE | 15,050,000 | 0 | 0 | |||
| ARTIVION INC | NOTE 4.250% 7/0 | 228903AB6 | 8,872,310 | 6,925,000 | PRN | OTR | 1 | 0 | 6,925,000 | 0 | ||
| ASSERTIO HOLDINGS INC | NOTE 6.500% 9/0 | 04546CAB2 | 6,059,683 | 6,747,000 | PRN | SOLE | 6,747,000 | 0 | 0 | |||
| ASSERTIO HOLDINGS INC | NOTE 6.500% 9/0 | 04546CAB2 | 2,079,171 | 2,315,000 | PRN | OTR | 1 | 0 | 2,315,000 | 0 | ||
| ASSERTIO HOLDINGS INC | NOTE 6.500% 9/0 | 04546CAB2 | 707,726 | 788,000 | PRN | OTR | 1 | 0 | 788,000 | 0 | ||
| AXON ENTERPRISE INC | NOTE 0.500%12/1 | 05464CAB7 | 25,850,723 | 14,384,000 | PRN | SOLE | 14,384,000 | 0 | 0 | |||
| AXON ENTERPRISE INC | NOTE 0.500%12/1 | 05464CAB7 | 11,890,183 | 6,616,000 | PRN | OTR | 1 | 0 | 6,616,000 | 0 | ||
| BENTLEY SYS INC | NOTE 0.375% 7/0 | 08265TAD1 | 16,630,325 | 18,014,000 | PRN | SOLE | 18,014,000 | 0 | 0 | |||
| BENTLEY SYS INC | NOTE 0.375% 7/0 | 08265TAD1 | 5,987,804 | 6,486,000 | PRN | OTR | 1 | 0 | 6,486,000 | 0 | ||
| BEYOND MEAT INC | NOTE 3/1 | 08862EAB5 | 4,904,160 | 28,848,000 | PRN | SOLE | 28,848,000 | 0 | 0 | |||
| BEYOND MEAT INC | NOTE 3/1 | 08862EAB5 | 1,912,500 | 11,250,000 | PRN | OTR | 1 | 0 | 11,250,000 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 3,767,544 | 536 | SH | Call | SOLE | 536 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 3,552,738 | 50,544 | SH | SOLE | 50,544 | 0 | 0 | |||
| BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 1,504,206 | 214 | SH | Call | OTR | 1 | 0 | 214 | 0 | |
| BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 1,489,515 | 21,191 | SH | OTR | 1 | 0 | 21,191 | 0 | ||
| BLOCK INC | NOTE 0.125% 3/0 | 852234AF0 | 46,407,588 | 47,376,000 | PRN | SOLE | 47,376,000 | 0 | 0 | |||
| BLOCK INC | NOTE 0.125% 3/0 | 852234AF0 | 18,379,466 | 18,763,000 | PRN | OTR | 1 | 0 | 18,763,000 | 0 | ||
| BLOOM ENERGY CORP | NOTE 3.000% 6/0 | 093712AK3 | 14,107,796 | 15,358,000 | PRN | SOLE | 15,358,000 | 0 | 0 | |||
| BLOOM ENERGY CORP | NOTE 3.000% 6/0 | 093712AK3 | 5,642,017 | 6,142,000 | PRN | OTR | 1 | 0 | 6,142,000 | 0 | ||
| BOEING CO | COM | 097023105 | 638,720 | 4,201 | SH | SOLE | 4,201 | 0 | 0 | |||
| BOEING CO | COM | 097023105 | 230,037 | 1,513 | SH | OTR | 1 | 0 | 1,513 | 0 | ||
| BOX INC | NOTE 1/1 | 10316TAB0 | 13,675,228 | 10,434,000 | PRN | SOLE | 10,434,000 | 0 | 0 | |||
| BOX INC | NOTE 1/1 | 10316TAB0 | 6,427,383 | 4,904,000 | PRN | OTR | 1 | 0 | 4,904,000 | 0 | ||
| BURLINGTON STORES INC | NOTE 2.250% 4/1 | 122017AB2 | 28,003,718 | 22,453,000 | PRN | SOLE | 22,453,000 | 0 | 0 | |||
| BURLINGTON STORES INC | NOTE 2.250% 4/1 | 122017AB2 | 12,262,618 | 9,832,000 | PRN | OTR | 1 | 0 | 9,832,000 | 0 | ||
| CAMTEK LTD | NOTE 12/0 | 13469VAB4 | 15,675,547 | 10,533,000 | PRN | SOLE | 10,533,000 | 0 | 0 | |||
| CAMTEK LTD | NOTE 12/0 | 13469VAB4 | 7,369,725 | 4,952,000 | PRN | OTR | 1 | 0 | 4,952,000 | 0 | ||
| CANADIAN SOLAR INC | NOTE 2.500%10/0 | 136635AG4 | 18,651,530 | 19,312,000 | PRN | SOLE | 19,312,000 | 0 | 0 | |||
| CANADIAN SOLAR INC | NOTE 2.500%10/0 | 136635AG4 | 8,206,403 | 8,497,000 | PRN | OTR | 1 | 0 | 8,497,000 | 0 | ||
| CERENCE INC | NOTE 3.000% 6/0 | 156727AB5 | 12,397,990 | 13,189,000 | PRN | SOLE | 13,189,000 | 0 | 0 | |||
| CERENCE INC | NOTE 3.000% 6/0 | 156727AB5 | 5,454,965 | 5,803,000 | PRN | OTR | 1 | 0 | 5,803,000 | 0 | ||
| CHAMPIONX CORPORATION | COM | 15872M104 | 1,449,431 | 48,074 | SH | SOLE | 48,074 | 0 | 0 | |||
| CHAMPIONX CORPORATION | COM | 15872M104 | 550,810 | 18,269 | SH | OTR | 1 | 0 | 18,269 | 0 | ||
| CHART INDS INC | NOTE 1.000%11/1 | 16115QAE0 | 25,467,357 | 12,176,000 | PRN | SOLE | 12,176,000 | 0 | 0 | |||
| CHART INDS INC | NOTE 1.000%11/1 | 16115QAE0 | 10,949,542 | 5,235,000 | PRN | OTR | 1 | 0 | 5,235,000 | 0 | ||
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 15,915,626 | 16,788,000 | PRN | SOLE | 16,788,000 | 0 | 0 | |||
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 5,728,982 | 6,043,000 | PRN | OTR | 1 | 0 | 6,043,000 | 0 | ||
| CINEMARK HLDGS INC | NOTE 4.500% 8/1 | 17243VAB8 | 58,063,436 | 29,264,000 | PRN | SOLE | 29,264,000 | 0 | 0 | |||
| CINEMARK HLDGS INC | NOTE 4.500% 8/1 | 17243VAB8 | 27,869,020 | 14,046,000 | PRN | OTR | 1 | 0 | 14,046,000 | 0 | ||
| CLOUDFLARE INC | NOTE 8/1 | 18915MAC1 | 35,434,900 | 38,308,000 | PRN | SOLE | 38,308,000 | 0 | 0 | |||
| CLOUDFLARE INC | NOTE 8/1 | 18915MAC1 | 12,758,525 | 13,793,000 | PRN | OTR | 1 | 0 | 13,793,000 | 0 | ||
| COHERUS BIOSCIENCES INC | NOTE 1.500% 4/1 | 19249HAB9 | 2,864,465 | 3,649,000 | PRN | SOLE | 3,649,000 | 0 | 0 | |||
| COHERUS BIOSCIENCES INC | NOTE 1.500% 4/1 | 19249HAB9 | 1,060,535 | 1,351,000 | PRN | OTR | 1 | 0 | 1,351,000 | 0 | ||
| COINBASE GLOBAL INC | NOTE 0.500% 6/0 | 19260QAB3 | 10,388,366 | 10,590,000 | PRN | SOLE | 10,590,000 | 0 | 0 | |||
| COINBASE GLOBAL INC | NOTE 0.500% 6/0 | 19260QAB3 | 3,733,864 | 3,816,000 | PRN | OTR | 1 | 0 | 3,816,000 | 0 | ||
| CORE SCIENTIFIC INC NEW | COM | 21874A106 | 1,535,479 | 129,467 | SH | SOLE | 129,467 | 0 | 0 | |||
| CORE SCIENTIFIC INC NEW | COM | 21874A106 | 689,113 | 58,104 | SH | OTR | 1 | 0 | 58,104 | 0 | ||
| CUTERA INC | NOTE 4.000% 6/0 | 232109AG3 | 1,267,402 | 7,573,000 | PRN | SOLE | 7,573,000 | 0 | 0 | |||
| CUTERA INC | NOTE 4.000% 6/0 | 232109AG3 | 583,577 | 3,487,000 | PRN | OTR | 1 | 0 | 3,487,000 | 0 | ||
| CVS HEALTH CORP | COM | 126650100 | 4,590,240 | 730 | SH | Call | SOLE | 730 | 0 | 0 | ||
| CVS HEALTH CORP | COM | 126650100 | 1,697,760 | 270 | SH | Call | OTR | 1 | 0 | 270 | 0 | |
| CYBERARK SOFTWARE LTD | NOTE 11/1 | 23248VAB1 | 52,480,436 | 28,360,000 | PRN | SOLE | 28,360,000 | 0 | 0 | |||
| CYBERARK SOFTWARE LTD | NOTE 11/1 | 23248VAB1 | 24,149,142 | 13,050,000 | PRN | OTR | 1 | 0 | 13,050,000 | 0 | ||
| CYTOKINETICS INC | NOTE 3.500% 7/0 | 23282WAC4 | 5,558,509 | 4,308,000 | PRN | SOLE | 4,308,000 | 0 | 0 | |||
| CYTOKINETICS INC | NOTE 3.500% 7/0 | 23282WAC4 | 2,634,744 | 2,042,000 | PRN | OTR | 1 | 0 | 2,042,000 | 0 | ||
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 42,624,074 | 32,779,000 | PRN | SOLE | 32,779,000 | 0 | 0 | |||
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 19,613,134 | 15,083,000 | PRN | OTR | 1 | 0 | 15,083,000 | 0 | ||
| DAYFORCE INC | NOTE 0.250% 3/1 | 15677JAD0 | 33,334,688 | 35,422,000 | PRN | SOLE | 35,422,000 | 0 | 0 | |||
| DAYFORCE INC | NOTE 0.250% 3/1 | 15677JAD0 | 12,333,703 | 13,106,000 | PRN | OTR | 1 | 0 | 13,106,000 | 0 | ||
| DEXCOM INC | NOTE 0.250%11/1 | 252131AK3 | 34,388,725 | 36,028,000 | PRN | SOLE | 36,028,000 | 0 | 0 | |||
| DEXCOM INC | NOTE 0.375% 5/1 | 252131AM9 | 14,226,467 | 16,071,000 | PRN | SOLE | 16,071,000 | 0 | 0 | |||
| DEXCOM INC | NOTE 0.250%11/1 | 252131AK3 | 12,381,774 | 12,972,000 | PRN | OTR | 1 | 0 | 12,972,000 | 0 | ||
| DEXCOM INC | NOTE 0.375% 5/1 | 252131AM9 | 5,691,118 | 6,429,000 | PRN | OTR | 1 | 0 | 6,429,000 | 0 | ||
| DISCOVER FINL SVCS | COM | 254709108 | 831,078 | 5,924 | SH | SOLE | 5,924 | 0 | 0 | |||
| DISCOVER FINL SVCS | COM | 254709108 | 299,379 | 2,134 | SH | OTR | 1 | 0 | 2,134 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 9,304,275 | 11,364,000 | PRN | SOLE | 11,364,000 | 0 | 0 | |||
| DISH NETWORK CORPORATION | NOTE 12/1 | 25470MAF6 | 3,108,620 | 3,568,000 | PRN | SOLE | 3,568,000 | 0 | 0 | |||
| DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 4,365,450 | 5,340,000 | PRN | OTR | 1 | 0 | 5,340,000 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 12/1 | 25470MAF6 | 1,485,481 | 1,705,000 | PRN | OTR | 1 | 0 | 1,705,000 | 0 | ||
| DRAFTKINGS INC NEW | NOTE 3/1 | 26142RAB0 | 17,577,613 | 20,171,000 | PRN | SOLE | 20,171,000 | 0 | 0 | |||
| DRAFTKINGS INC NEW | NOTE 3/1 | 26142RAB0 | 7,021,983 | 8,058,000 | PRN | OTR | 1 | 0 | 8,058,000 | 0 | ||
| DYNAVAX TECHNOLOGIES CORP | NOTE 2.500% 5/1 | 268158AD4 | 38,583,157 | 31,752,000 | PRN | SOLE | 31,752,000 | 0 | 0 | |||
| DYNAVAX TECHNOLOGIES CORP | NOTE 2.500% 5/1 | 268158AD4 | 14,275,476 | 11,748,000 | PRN | OTR | 1 | 0 | 11,748,000 | 0 | ||
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAH0 | 16,098,779 | 17,090,000 | PRN | SOLE | 17,090,000 | 0 | 0 | |||
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAH0 | 5,998,656 | 6,368,000 | PRN | OTR | 1 | 0 | 6,368,000 | 0 | ||
| ENVISTA HOLDINGS CORPORATION | NOTE 2.375% 6/0 | 29415FAB0 | 5,616,664 | 5,147,000 | PRN | SOLE | 5,147,000 | 0 | 0 | |||
| ENVISTA HOLDINGS CORPORATION | NOTE 2.375% 6/0 | 29415FAB0 | 2,022,086 | 1,853,000 | PRN | OTR | 1 | 0 | 1,853,000 | 0 | ||
| ESPERION THERAPEUTICS INC NE | NOTE 4.000%11/1 | 29664WAB1 | 11,819,824 | 12,393,000 | PRN | SOLE | 12,393,000 | 0 | 0 | |||
| ESPERION THERAPEUTICS INC NE | NOTE 4.000%11/1 | 29664WAB1 | 4,346,183 | 4,587,000 | PRN | OTR | 1 | 0 | 4,587,000 | 0 | ||
| EURONET WORLDWIDE INC | COM | 298736109 | 856,256 | 8,629 | SH | SOLE | 8,629 | 0 | 0 | |||
| EURONET WORLDWIDE INC | COM | 298736109 | 328,749 | 3,313 | SH | OTR | 1 | 0 | 3,313 | 0 | ||
| EVENTBRITE INC | NOTE 5.000%12/0 | 29975EAB5 | 1,900,963 | 1,930,000 | PRN | SOLE | 1,930,000 | 0 | 0 | |||
| EVENTBRITE INC | NOTE 5.000%12/0 | 29975EAB5 | 856,911 | 870,000 | PRN | OTR | 1 | 0 | 870,000 | 0 | ||
| EVOLENT HEALTH INC | NOTE 1.500%10/1 | 30050BAD3 | 26,069,094 | 24,803,000 | PRN | SOLE | 24,803,000 | 0 | 0 | |||
| EVOLENT HEALTH INC | NOTE 1.500%10/1 | 30050BAD3 | 11,992,435 | 11,410,000 | PRN | OTR | 1 | 0 | 11,410,000 | 0 | ||
| EXACT SCIENCES CORP | NOTE 1.000% 1/1 | 30063PAA3 | 22,979,406 | 21,927,000 | PRN | SOLE | 21,927,000 | 0 | 0 | |||
| EXACT SCIENCES CORP | NOTE 1.000% 1/1 | 30063PAA3 | 10,111,065 | 9,648,000 | PRN | OTR | 1 | 0 | 9,648,000 | 0 | ||
| FREEPORT-MCMORAN INC | CL B | 35671D857 | 3,669,120 | 735 | SH | Call | SOLE | 735 | 0 | 0 | ||
| FREEPORT-MCMORAN INC | CL B | 35671D857 | 1,322,880 | 265 | SH | Call | OTR | 1 | 0 | 265 | 0 | |
| FUBOTV INC | NOTE 3.250% 2/1 | 35953DAB0 | 9,684,255 | 12,731,000 | PRN | SOLE | 12,731,000 | 0 | 0 | |||
| FUBOTV INC | NOTE 3.250% 2/1 | 35953DAB0 | 4,261,346 | 5,602,000 | PRN | OTR | 1 | 0 | 5,602,000 | 0 | ||
| GLOBAL PMTS INC | COM | 37940X102 | 889,518 | 8,685 | SH | SOLE | 8,685 | 0 | 0 | |||
| GLOBAL PMTS INC | COM | 37940X102 | 382,846 | 3,738 | SH | OTR | 1 | 0 | 3,738 | 0 | ||
| GOPRO INC | NOTE 1.250%11/1 | 38268TAD5 | 18,585,881 | 20,626,000 | PRN | SOLE | 20,626,000 | 0 | 0 | |||
| GOPRO INC | NOTE 1.250%11/1 | 38268TAD5 | 8,545,938 | 9,484,000 | PRN | OTR | 1 | 0 | 9,484,000 | 0 | ||
| GOSSAMER BIO INC | NOTE 5.000% 6/0 | 38341PAA0 | 11,074,830 | 20,882,000 | PRN | SOLE | 20,882,000 | 0 | 0 | |||
| GOSSAMER BIO INC | NOTE 5.000% 6/0 | 38341PAA0 | 4,761,509 | 8,978,000 | PRN | OTR | 1 | 0 | 8,978,000 | 0 | ||
| GROUPON INC | NOTE 1.125% 3/1 | 399473AF4 | 3,362,048 | 3,767,000 | PRN | SOLE | 3,767,000 | 0 | 0 | |||
| GROUPON INC | NOTE 1.125% 3/1 | 399473AF4 | 1,174,530 | 1,316,000 | PRN | OTR | 1 | 0 | 1,316,000 | 0 | ||
| GUESS INC | NOTE 3.750% 4/1 | 401617AF2 | 22,927,742 | 20,744,000 | PRN | SOLE | 20,744,000 | 0 | 0 | |||
| GUESS INC | NOTE 3.750% 4/1 | 401617AF2 | 10,616,128 | 9,605,000 | PRN | OTR | 1 | 0 | 9,605,000 | 0 | ||
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 4,890,708 | 5,273,000 | PRN | SOLE | 5,273,000 | 0 | 0 | |||
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 1,809,553 | 1,951,000 | PRN | OTR | 1 | 0 | 1,951,000 | 0 | ||
| HALOZYME THERAPEUTICS INC | NOTE 1.000% 8/1 | 40637HAF6 | 11,963,538 | 10,034,000 | PRN | SOLE | 10,034,000 | 0 | 0 | |||
| HALOZYME THERAPEUTICS INC | NOTE 1.000% 8/1 | 40637HAF6 | 4,430,587 | 3,716,000 | PRN | OTR | 1 | 0 | 3,716,000 | 0 | ||
| I3 VERTICALS LLC | NOTE 1.000% 2/1 | 44933TAB2 | 5,794,102 | 6,054,000 | PRN | SOLE | 6,054,000 | 0 | 0 | |||
| I3 VERTICALS LLC | NOTE 1.000% 2/1 | 44933TAB2 | 2,554,420 | 2,669,000 | PRN | OTR | 1 | 0 | 2,669,000 | 0 | ||
| IMAX CORP | NOTE 0.500% 4/0 | 45245EAJ8 | 3,672,704 | 3,653,000 | PRN | SOLE | 3,653,000 | 0 | 0 | |||
| IMAX CORP | NOTE 0.500% 4/0 | 45245EAJ8 | 1,685,040 | 1,676,000 | PRN | OTR | 1 | 0 | 1,676,000 | 0 | ||
| IMPINJ INC | NOTE 1.125% 5/1 | 453204AD1 | 15,034,305 | 7,500,000 | PRN | SOLE | 7,500,000 | 0 | 0 | |||
| IMPINJ INC | NOTE 1.125% 5/1 | 453204AD1 | 6,013,722 | 3,000,000 | PRN | OTR | 1 | 0 | 3,000,000 | 0 | ||
| INNOVIVA INC | NOTE 2.500% 8/1 | 45781MAB7 | 31,781,167 | 26,487,000 | PRN | SOLE | 26,487,000 | 0 | 0 | |||
| INNOVIVA INC | NOTE 2.500% 8/1 | 45781MAB7 | 12,647,914 | 10,541,000 | PRN | OTR | 1 | 0 | 10,541,000 | 0 | ||
| INSIGHT ENTERPRISES INC | NOTE 0.750% 2/1 | 45765UAB9 | 78,321,002 | 24,970,000 | PRN | SOLE | 24,970,000 | 0 | 0 | |||
| INSIGHT ENTERPRISES INC | NOTE 0.750% 2/1 | 45765UAB9 | 34,747,321 | 11,078,000 | PRN | OTR | 1 | 0 | 11,078,000 | 0 | ||
| INSMED INC | NOTE 0.750% 6/0 | 457669AB5 | 47,078,211 | 20,489,000 | PRN | SOLE | 20,489,000 | 0 | 0 | |||
| INSMED INC | NOTE 0.750% 6/0 | 457669AB5 | 17,377,740 | 7,563,000 | PRN | OTR | 1 | 0 | 7,563,000 | 0 | ||
| INSULET CORP | NOTE 0.375% 9/0 | 45784PAK7 | 41,428,579 | 34,608,000 | PRN | SOLE | 34,608,000 | 0 | 0 | |||
| INSULET CORP | NOTE 0.375% 9/0 | 45784PAK7 | 16,031,309 | 13,392,000 | PRN | OTR | 1 | 0 | 13,392,000 | 0 | ||
| INTEGRA LIFESCIENCES HLDGS C | NOTE 0.500% 8/1 | 457985AM1 | 4,551,168 | 4,783,000 | PRN | SOLE | 4,783,000 | 0 | 0 | |||
| INTEGRA LIFESCIENCES HLDGS C | NOTE 0.500% 8/1 | 457985AM1 | 1,638,535 | 1,722,000 | PRN | OTR | 1 | 0 | 1,722,000 | 0 | ||
| INVESCO QQQ TR | UNIT SER 1 | 46090E103 | 23,329,746 | 478 | SH | Call | SOLE | 478 | 0 | 0 | ||
| INVESCO QQQ TR | UNIT SER 1 | 46090E103 | 8,394,804 | 172 | SH | Call | OTR | 1 | 0 | 172 | 0 | |
| IONIS PHARMACEUTICALS INC | NOTE 4/0 | 462222AD2 | 1,097,141 | 1,095,000 | PRN | SOLE | 1,095,000 | 0 | 0 | |||
| IONIS PHARMACEUTICALS INC | NOTE 4/0 | 462222AD2 | 405,792 | 405,000 | PRN | OTR | 1 | 0 | 405,000 | 0 | ||
| IRIS ENERGY LTD | ORDINARY SHARES | Q4982L109 | 1,206,076 | 1,429 | SH | Put | SOLE | 1,429 | 0 | 0 | ||
| IRIS ENERGY LTD | ORDINARY SHARES | Q4982L109 | 441,193 | 52,274 | SH | SOLE | 52,274 | 0 | 0 | |||
| IRIS ENERGY LTD | ORDINARY SHARES | Q4982L109 | 481,924 | 571 | SH | Put | OTR | 1 | 0 | 571 | 0 | |
| IRIS ENERGY LTD | ORDINARY SHARES | Q4982L109 | 176,489 | 20,911 | SH | OTR | 1 | 0 | 20,911 | 0 | ||
| IRONWOOD PHARMACEUTICALS INC | NOTE 1.500% 6/1 | 46333XAH1 | 16,155,957 | 18,248,000 | PRN | SOLE | 18,248,000 | 0 | 0 | |||
| IRONWOOD PHARMACEUTICALS INC | NOTE 1.500% 6/1 | 46333XAH1 | 5,977,917 | 6,752,000 | PRN | OTR | 1 | 0 | 6,752,000 | 0 | ||
| ISHARES INC | MSCI BRAZIL ETF | 464286400 | 4,337,979 | 1,471 | SH | Call | SOLE | 1,471 | 0 | 0 | ||
| ISHARES INC | MSCI BRAZIL ETF | 464286400 | 1,560,021 | 529 | SH | Call | OTR | 1 | 0 | 529 | 0 | |
| ITRON INC | NOTE 3/1 | 465741AN6 | 16,441,751 | 15,699,000 | PRN | SOLE | 15,699,000 | 0 | 0 | |||
| ITRON INC | NOTE 3/1 | 465741AN6 | 6,599,113 | 6,301,000 | PRN | OTR | 1 | 0 | 6,301,000 | 0 | ||
| JD.COM INC | SPON ADS CL A | 47215P106 | 3,775,960 | 94,399 | SH | SOLE | 94,399 | 0 | 0 | |||
| JD.COM INC | SPON ADS CL A | 47215P106 | 1,663,320 | 41,583 | SH | OTR | 1 | 0 | 41,583 | 0 | ||
| LITHIUM AMERICAS ARGENTINA C | NOTE 1.750% 1/1 | 53680QAA6 | 6,367,860 | 8,324,000 | PRN | SOLE | 8,324,000 | 0 | 0 | |||
| LITHIUM AMERICAS ARGENTINA C | NOTE 1.750% 1/1 | 53680QAA6 | 2,930,715 | 3,831,000 | PRN | OTR | 1 | 0 | 3,831,000 | 0 | ||
| LIVE NATION ENTERTAINMENT IN | NOTE 2.000% 2/1 | 538034AU3 | 20,889,322 | 19,192,000 | PRN | SOLE | 19,192,000 | 0 | 0 | |||
| LIVE NATION ENTERTAINMENT IN | NOTE 2.000% 2/1 | 538034AU3 | 9,192,956 | 8,446,000 | PRN | OTR | 1 | 0 | 8,446,000 | 0 | ||
| LIVENT CORP | NOTE 4.125% 7/1 | 53814LAB4 | 41,136,781 | 38,571,000 | PRN | SOLE | 38,571,000 | 0 | 0 | |||
| LIVENT CORP | NOTE 4.125% 7/1 | 53814LAB4 | 14,808,644 | 13,885,000 | PRN | OTR | 1 | 0 | 13,885,000 | 0 | ||
| LIVONGO HEALTH INC | NOTE 0.875% 6/0 | 539183AA1 | 1,382,422 | 1,428,000 | PRN | SOLE | 1,428,000 | 0 | 0 | |||
| LIVONGO HEALTH INC | NOTE 0.875% 6/0 | 539183AA1 | 553,743 | 572,000 | PRN | OTR | 1 | 0 | 572,000 | 0 | ||
| LYFT INC | CL A COM | 55087P104 | 1,875,525 | 1,471 | SH | Call | SOLE | 1,471 | 0 | 0 | ||
| LYFT INC | CL A COM | 55087P104 | 674,475 | 529 | SH | Call | OTR | 1 | 0 | 529 | 0 | |
| MACOM TECH SOLUTIONS HLDGS I | NOTE 0.250% 3/1 | 55405YAB6 | 23,408,348 | 16,538,000 | PRN | SOLE | 16,538,000 | 0 | 0 | |||
| MACOM TECH SOLUTIONS HLDGS I | NOTE 0.250% 3/1 | 55405YAB6 | 10,703,467 | 7,562,000 | PRN | OTR | 1 | 0 | 7,562,000 | 0 | ||
| MAGNITE INC | NOTE 0.250% 3/1 | 55955DAB6 | 14,247,775 | 15,403,000 | PRN | SOLE | 15,403,000 | 0 | 0 | |||
| MAGNITE INC | NOTE 0.250% 3/1 | 55955DAB6 | 5,701,700 | 6,164,000 | PRN | OTR | 1 | 0 | 6,164,000 | 0 | ||
| MANNKIND CORP | NOTE 2.500% 3/0 | 56400PAQ5 | 29,384,839 | 22,059,000 | PRN | SOLE | 22,059,000 | 0 | 0 | |||
| MANNKIND CORP | NOTE 2.500% 3/0 | 56400PAQ5 | 10,578,222 | 7,941,000 | PRN | OTR | 1 | 0 | 7,941,000 | 0 | ||
| MANULIFE FINL CORP | COM | 56501R106 | 10,939,423 | 3,697 | SH | Put | SOLE | 3,697 | 0 | 0 | ||
| MANULIFE FINL CORP | COM | 56501R106 | 4,814,293 | 1,627 | SH | Put | OTR | 1 | 0 | 1,627 | 0 | |
| MANULIFE FINL CORP | COM | 56501R106 | 820,945 | 27,744 | SH | OTR | 1 | 0 | 27,744 | 0 | ||
| MARA HOLDINGS INC | COM | 565788106 | 1,184,060 | 730 | SH | Call | SOLE | 730 | 0 | 0 | ||
| MARA HOLDINGS INC | NOTE 1.000%12/0 | 565788AB2 | 10,022,333 | 11,313,000 | PRN | SOLE | 11,313,000 | 0 | 0 | |||
| MARA HOLDINGS INC | COM | 565788106 | 437,940 | 270 | SH | Call | OTR | 1 | 0 | 270 | 0 | |
| MARA HOLDINGS INC | NOTE 1.000%12/0 | 565788AB2 | 3,709,318 | 4,187,000 | PRN | OTR | 1 | 0 | 4,187,000 | 0 | ||
| MAXEON SOLAR TECHNOLOGIES LT | SHS | Y58473102 | 28,155,085 | 2,911,591 | SH | SOLE | 2,911,591 | 0 | 0 | |||
| MAXEON SOLAR TECHNOLOGIES LT | SHS | Y58473102 | 11,281,699 | 1,166,670 | SH | OTR | 1 | 0 | 1,166,670 | 0 | ||
| MESA LABS INC | NOTE 1.375% 8/1 | 59064RAA7 | 2,988,575 | 3,092,000 | PRN | SOLE | 3,092,000 | 0 | 0 | |||
| MESA LABS INC | NOTE 1.375% 8/1 | 59064RAA7 | 1,252,650 | 1,296,000 | PRN | OTR | 1 | 0 | 1,296,000 | 0 | ||
| MIDDLEBY CORP | NOTE 1.000% 9/0 | 596278AB7 | 41,949,809 | 36,399,000 | PRN | SOLE | 36,399,000 | 0 | 0 | |||
| MIDDLEBY CORP | NOTE 1.000% 9/0 | 596278AB7 | 15,104,652 | 13,106,000 | PRN | OTR | 1 | 0 | 13,106,000 | 0 | ||
| MIRUM PHARMACEUTICALS INC | NOTE 4.000% 5/0 | 604749AB7 | 525,947 | 357,000 | PRN | SOLE | 357,000 | 0 | 0 | |||
| MITEK SYS INC | NOTE 0.750% 2/0 | 606710AA9 | 6,859,683 | 7,260,000 | PRN | SOLE | 7,260,000 | 0 | 0 | |||
| MITEK SYS INC | NOTE 0.750% 2/0 | 606710AA9 | 3,017,883 | 3,194,000 | PRN | OTR | 1 | 0 | 3,194,000 | 0 | ||
| MONGODB INC | NOTE 0.250% 1/1 | 60937PAD8 | 49,622,948 | 36,037,000 | PRN | SOLE | 36,037,000 | 0 | 0 | |||
| MONGODB INC | NOTE 0.250% 1/1 | 60937PAD8 | 21,337,992 | 15,496,000 | PRN | OTR | 1 | 0 | 15,496,000 | 0 | ||
| MOOLEC SCIENCE SA | *W EXP 12/30/202 | L64875112 | 14,339 | 16,313 | SH | Call | SOLE | 16,313 | 0 | 0 | ||
| NATERA INC | NOTE 2.250% 5/0 | 632307AB0 | 37,178,880 | 11,202,000 | PRN | SOLE | 11,202,000 | 0 | 0 | |||
| NATERA INC | NOTE 2.250% 5/0 | 632307AB0 | 17,099,241 | 5,152,000 | PRN | OTR | 1 | 0 | 5,152,000 | 0 | ||
| NATIONAL VISION HLDGS INC | NOTE 2.500% 5/1 | 63845RAB3 | 3,497,505 | 3,578,000 | PRN | SOLE | 3,578,000 | 0 | 0 | |||
| NATIONAL VISION HLDGS INC | NOTE 2.500% 5/1 | 63845RAB3 | 1,679,350 | 1,718,000 | PRN | OTR | 1 | 0 | 1,718,000 | 0 | ||
| NEVRO CORP | NOTE 2.750% 4/0 | 64157FAC7 | 12,508,910 | 12,805,000 | PRN | SOLE | 12,805,000 | 0 | 0 | |||
| NEVRO CORP | NOTE 2.750% 4/0 | 64157FAC7 | 5,482,234 | 5,612,000 | PRN | OTR | 1 | 0 | 5,612,000 | 0 | ||
| NICE LTD | NOTE 9/1 | 653656AB4 | 23,324,204 | 24,369,000 | PRN | SOLE | 24,369,000 | 0 | 0 | |||
| NICE LTD | NOTE 9/1 | 653656AB4 | 8,396,866 | 8,773,000 | PRN | OTR | 1 | 0 | 8,773,000 | 0 | ||
| NIO INC | SPON ADS | 62914V106 | 2,905,800 | 4,350 | SH | Put | SOLE | 4,350 | 0 | 0 | ||
| NIO INC | NOTE 4.625%10/1 | 62914VAK2 | 13,724,216 | 15,629,000 | PRN | SOLE | 15,629,000 | 0 | 0 | |||
| NIO INC | NOTE 3.875%10/1 | 62914VAJ5 | 894,774 | 1,027,000 | PRN | SOLE | 1,027,000 | 0 | 0 | |||
| NIO INC | SPON ADS | 62914V106 | 1,102,200 | 1,650 | SH | Put | OTR | 1 | 0 | 1,650 | 0 | |
| NIO INC | SPON ADS | 62914V106 | 110,240 | 16,503 | SH | OTR | 1 | 0 | 16,503 | 0 | ||
| NIO INC | NOTE 4.625%10/1 | 62914VAK2 | 5,139,636 | 5,853,000 | PRN | OTR | 1 | 0 | 5,853,000 | 0 | ||
| NIO INC | NOTE 3.875%10/1 | 62914VAJ5 | 423,039 | 473,000 | PRN | OTR | 1 | 0 | 473,000 | 0 | ||
| NOVA LTD | NOTE 10/1 | 66980MAB2 | 67,003,963 | 23,958,000 | PRN | SOLE | 23,958,000 | 0 | 0 | |||
| NOVA LTD | NOTE 10/1 | 66980MAB2 | 29,483,085 | 10,542,000 | PRN | OTR | 1 | 0 | 10,542,000 | 0 | ||
| NOVAVAX INC | COM NEW | 670002401 | 200,817 | 159 | SH | Put | SOLE | 159 | 0 | 0 | ||
| NOVOCURE LTD | NOTE 11/0 | 67011XAB9 | 44,766,506 | 47,474,000 | PRN | SOLE | 47,474,000 | 0 | 0 | |||
| NOVOCURE LTD | NOTE 11/0 | 67011XAB9 | 18,452,960 | 19,569,000 | PRN | OTR | 1 | 0 | 19,569,000 | 0 | ||
| NUTANIX INC | NOTE 0.250%10/0 | 67059NAH1 | 12,706,078 | 10,616,000 | PRN | SOLE | 10,616,000 | 0 | 0 | |||
| NUTANIX INC | NOTE 0.250%10/0 | 67059NAH1 | 5,845,562 | 4,884,000 | PRN | OTR | 1 | 0 | 4,884,000 | 0 | ||
| NUVEI CORPORATION | SUB VTG SHS | 67079A102 | 844,322 | 25,317 | SH | SOLE | 25,317 | 0 | 0 | |||
| NUVEI CORPORATION | SUB VTG SHS | 67079A102 | 312,389 | 9,367 | SH | OTR | 1 | 0 | 9,367 | 0 | ||
| OCCIDENTAL PETE CORP | COM | 674599105 | 206,160 | 4,000 | SH | SOLE | 4,000 | 0 | 0 | |||
| OKTA INC | NOTE 0.125% 9/0 | 679295AD7 | 7,053,501 | 7,382,000 | PRN | SOLE | 7,382,000 | 0 | 0 | |||
| OKTA INC | NOTE 0.125% 9/0 | 679295AD7 | 3,456,999 | 3,618,000 | PRN | OTR | 1 | 0 | 3,618,000 | 0 | ||
| OMEROS CORP | COM | 682143102 | 973,047 | 2,451 | SH | Put | SOLE | 2,451 | 0 | 0 | ||
| OMEROS CORP | NOTE 5.250% 2/1 | 682143AG7 | 12,538,014 | 18,233,000 | PRN | SOLE | 18,233,000 | 0 | 0 | |||
| OMEROS CORP | COM | 682143102 | 400,176 | 1,008 | SH | Put | OTR | 1 | 0 | 1,008 | 0 | |
| OMEROS CORP | NOTE 5.250% 2/1 | 682143AG7 | 4,903,668 | 7,131,000 | PRN | OTR | 1 | 0 | 7,131,000 | 0 | ||
| PAGERDUTY INC | NOTE 1.250% 7/0 | 69553PAB6 | 4,774,866 | 4,964,000 | PRN | SOLE | 4,964,000 | 0 | 0 | |||
| PAGERDUTY INC | NOTE 1.250% 7/0 | 69553PAB6 | 2,249,882 | 2,339,000 | PRN | OTR | 1 | 0 | 2,339,000 | 0 | ||
| PTC THERAPEUTICS INC | NOTE 1.500% 9/1 | 69366JAD3 | 21,497,704 | 20,648,000 | PRN | SOLE | 20,648,000 | 0 | 0 | |||
| PTC THERAPEUTICS INC | NOTE 1.500% 9/1 | 69366JAD3 | 9,894,067 | 9,503,000 | PRN | OTR | 1 | 0 | 9,503,000 | 0 | ||
| Q2 HLDGS INC | NOTE 0.125%11/1 | 74736LAF6 | 10,061,557 | 10,522,000 | PRN | SOLE | 10,522,000 | 0 | 0 | |||
| Q2 HLDGS INC | NOTE 0.125%11/1 | 74736LAF6 | 4,427,391 | 4,630,000 | PRN | OTR | 1 | 0 | 4,630,000 | 0 | ||
| REDFIN CORP | NOTE 0.500% 4/0 | 75737FAE8 | 14,207,956 | 19,341,000 | PRN | SOLE | 19,341,000 | 0 | 0 | |||
| REDFIN CORP | NOTE 0.500% 4/0 | 75737FAE8 | 5,119,448 | 6,969,000 | PRN | OTR | 1 | 0 | 6,969,000 | 0 | ||
| REVANCE THERAPEUTICS INC | COM | 761330109 | 76,324 | 14,706 | SH | SOLE | 14,706 | 0 | 0 | |||
| REVANCE THERAPEUTICS INC | NOTE 1.750% 2/1 | 761330AB5 | 1,553,099 | 1,829,000 | PRN | SOLE | 1,829,000 | 0 | 0 | |||
| REVANCE THERAPEUTICS INC | NOTE 1.750% 2/1 | 761330AB5 | 575,725 | 678,000 | PRN | OTR | 1 | 0 | 678,000 | 0 | ||
| SEA LTD | NOTE 2.375%12/0 | 81141RAF7 | 74,295,055 | 61,861,000 | PRN | SOLE | 61,861,000 | 0 | 0 | |||
| SEA LTD | NOTE 1.000%12/0 | 81141RAD2 | 11,371,603 | 6,054,000 | PRN | SOLE | 6,054,000 | 0 | 0 | |||
| SEA LTD | NOTE 2.375%12/0 | 81141RAF7 | 28,037,345 | 23,345,000 | PRN | OTR | 1 | 0 | 23,345,000 | 0 | ||
| SEA LTD | NOTE 1.000%12/0 | 81141RAD2 | 5,441,615 | 2,897,000 | PRN | OTR | 1 | 0 | 2,897,000 | 0 | ||
| SELECT SECTOR SPDR TR | SBI CONS STPLS | 81369Y308 | 12,209,300 | 1,471 | SH | Put | SOLE | 1,471 | 0 | 0 | ||
| SELECT SECTOR SPDR TR | SBI CONS STPLS | 81369Y308 | 4,390,700 | 529 | SH | Put | OTR | 1 | 0 | 529 | 0 | |
| SHAKE SHACK INC | NOTE 3/0 | 819047AB7 | 17,765,288 | 19,125,000 | PRN | SOLE | 19,125,000 | 0 | 0 | |||
| SHAKE SHACK INC | NOTE 3/0 | 819047AB7 | 7,107,045 | 7,651,000 | PRN | OTR | 1 | 0 | 7,651,000 | 0 | ||
| SHARECARE INC | *W EXP 07/01/202 | 81948W112 | 127,816 | 90,011 | SH | Call | SOLE | 90,011 | 0 | 0 | ||
| SHARECARE INC | COM CL A | 81948W104 | 75,314 | 53,038 | SH | SOLE | 53,038 | 0 | 0 | |||
| SHARECARE INC | *W EXP 07/01/202 | 81948W112 | 46,014 | 32,404 | SH | Call | OTR | 1 | 0 | 32,404 | 0 | |
| SHARECARE INC | COM CL A | 81948W104 | 27,112 | 19,093 | SH | OTR | 1 | 0 | 19,093 | 0 | ||
| SHIFT4 PMTS INC | NOTE 12/1 | 82452JAB5 | 56,614,051 | 46,477,000 | PRN | SOLE | 46,477,000 | 0 | 0 | |||
| SHIFT4 PMTS INC | NOTE 12/1 | 82452JAB5 | 20,947,820 | 17,197,000 | PRN | OTR | 1 | 0 | 17,197,000 | 0 | ||
| SHOPIFY INC | NOTE 0.125%11/0 | 82509LAA5 | 12,053,855 | 12,504,000 | PRN | SOLE | 12,504,000 | 0 | 0 | |||
| SHOPIFY INC | NOTE 0.125%11/0 | 82509LAA5 | 4,823,856 | 5,004,000 | PRN | OTR | 1 | 0 | 5,004,000 | 0 | ||
| SILEXION THERAPEUTICS CORP | *W EXP 08/15/202 | G1281K114 | 7,449 | 14,183 | SH | Call | SOLE | 14,183 | 0 | 0 | ||
| SNAP INC | NOTE 0.125% 3/0 | 83304AAH9 | 6,726,780 | 8,419,000 | PRN | SOLE | 8,419,000 | 0 | 0 | |||
| SNAP INC | NOTE 0.125% 3/0 | 83304AAH9 | 2,689,434 | 3,366,000 | PRN | OTR | 1 | 0 | 3,366,000 | 0 | ||
| SOLAREDGE TECHNOLOGIES INC | NOTE 9/1 | 83417MAD6 | 18,900,506 | 20,254,000 | PRN | SOLE | 20,254,000 | 0 | 0 | |||
| SOLAREDGE TECHNOLOGIES INC | NOTE 9/1 | 83417MAD6 | 6,993,206 | 7,494,000 | PRN | OTR | 1 | 0 | 7,494,000 | 0 | ||
| SOUTHWESTERN ENERGY CO | COM | 845467109 | 250,002 | 35,162 | SH | SOLE | 35,162 | 0 | 0 | |||
| SOUTHWESTERN ENERGY CO | COM | 845467109 | 94,997 | 13,361 | SH | OTR | 1 | 0 | 13,361 | 0 | ||
| SPDR SER TR | S&P OILGAS EXP | 78468R556 | 9,666,720 | 735 | SH | Call | SOLE | 735 | 0 | 0 | ||
| SPDR SER TR | S&P OILGAS EXP | 78468R556 | 3,485,280 | 265 | SH | Call | OTR | 1 | 0 | 265 | 0 | |
| SPOTIFY USA INC | NOTE 3/1 | 84921RAB6 | 24,519,855 | 24,589,000 | PRN | SOLE | 24,589,000 | 0 | 0 | |||
| SPOTIFY USA INC | NOTE 3/1 | 84921RAB6 | 11,279,193 | 11,311,000 | PRN | OTR | 1 | 0 | 11,311,000 | 0 | ||
| STANDARD BIOTOOLS INC | NOTE 5.250%12/0 | 34385PAF5 | 19,593,871 | 19,332,000 | PRN | SOLE | 19,332,000 | 0 | 0 | |||
| STANDARD BIOTOOLS INC | NOTE 5.250%12/0 | 34385PAF5 | 8,623,249 | 8,508,000 | PRN | OTR | 1 | 0 | 8,508,000 | 0 | ||
| STERICYCLE INC | COM | 858912108 | 1,482,300 | 243 | SH | Call | SOLE | 243 | 0 | 0 | ||
| STERICYCLE INC | COM | 858912108 | 530,700 | 87 | SH | Call | OTR | 1 | 0 | 87 | 0 | |
| SUNNOVA ENERGY INTL INC. | NOTE 0.250%12/0 | 86745KAF1 | 16,854,000 | 22,472,000 | PRN | SOLE | 22,472,000 | 0 | 0 | |||
| SUNNOVA ENERGY INTL INC. | NOTE 2.625% 2/1 | 86745KAH7 | 5,150,076 | 7,873,000 | PRN | SOLE | 7,873,000 | 0 | 0 | |||
| SUNNOVA ENERGY INTL INC. | NOTE 0.250%12/0 | 86745KAF1 | 7,753,500 | 10,338,000 | PRN | OTR | 1 | 0 | 10,338,000 | 0 | ||
| SUNNOVA ENERGY INTL INC. | NOTE 2.625% 2/1 | 86745KAH7 | 2,372,580 | 3,627,000 | PRN | OTR | 1 | 0 | 3,627,000 | 0 | ||
| TECHTARGET INC | NOTE 12/1 | 87874RAD2 | 15,813,306 | 16,095,000 | PRN | SOLE | 16,095,000 | 0 | 0 | |||
| TECHTARGET INC | NOTE 12/1 | 87874RAD2 | 7,275,398 | 7,405,000 | PRN | OTR | 1 | 0 | 7,405,000 | 0 | ||
| TELUS CORPORATION | COM | 87971M103 | 11,498,040 | 6,840 | SH | Put | SOLE | 6,840 | 0 | 0 | ||
| TELUS CORPORATION | COM | 87971M103 | 5,059,810 | 3,010 | SH | Put | OTR | 1 | 0 | 3,010 | 0 | |
| TELUS CORPORATION | COM | 87971M103 | 1,681,992 | 100,059 | SH | OTR | 1 | 0 | 100,059 | 0 | ||
| TESLA INC | COM | 88160R101 | 9,497,169 | 363 | SH | Put | SOLE | 363 | 0 | 0 | ||
| TESLA INC | COM | 88160R101 | 3,427,353 | 131 | SH | Put | OTR | 1 | 0 | 131 | 0 | |
| THE REALREAL INC | COM | 88339P101 | 2,641,082 | 841,109 | SH | Call | SOLE | 841,109 | 0 | 0 | ||
| THE REALREAL INC | NOTE 1.000% 3/0 | 88339PAD3 | 591,942 | 1,247,000 | PRN | SOLE | 1,247,000 | 0 | 0 | |||
| THE REALREAL INC | COM | 88339P101 | 1,158,965 | 369,097 | SH | Call | OTR | 1 | 0 | 369,097 | 0 | |
| THE REALREAL INC | NOTE 1.000% 3/0 | 88339PAD3 | 273,423 | 576,000 | PRN | OTR | 1 | 0 | 576,000 | 0 | ||
| TILRAY BRANDS INC | NOTE 5.200% 6/1 | 88688TAC4 | 11,086,717 | 10,904,000 | PRN | SOLE | 10,904,000 | 0 | 0 | |||
| TILRAY BRANDS INC | COM | 88688T100 | 189,052 | 107,416 | SH | OTR | 1 | 0 | 107,416 | 0 | ||
| TILRAY BRANDS INC | NOTE 5.200% 6/1 | 88688TAC4 | 4,164,637 | 4,096,000 | PRN | OTR | 1 | 0 | 4,096,000 | 0 | ||
| TPI COMPOSITES INC | NOTE 5.250% 3/1 | 87266JAB0 | 4,950,338 | 8,565,000 | PRN | SOLE | 8,565,000 | 0 | 0 | |||
| TPI COMPOSITES INC | NOTE 5.250% 3/1 | 87266JAB0 | 1,831,596 | 3,169,000 | PRN | OTR | 1 | 0 | 3,169,000 | 0 | ||
| TRANSMEDICS GROUP INC | NOTE 1.500% 6/0 | 89377MAB5 | 5,544,492 | 3,005,000 | PRN | SOLE | 3,005,000 | 0 | 0 | |||
| TRANSMEDICS GROUP INC | NOTE 1.500% 6/0 | 89377MAB5 | 2,389,390 | 1,295,000 | PRN | OTR | 1 | 0 | 1,295,000 | 0 | ||
| TRAVERE THERAPEUTICS INC | NOTE 2.250% 3/0 | 89422GAA5 | 927,696 | 1,071,000 | PRN | SOLE | 1,071,000 | 0 | 0 | |||
| TRAVERE THERAPEUTICS INC | NOTE 2.250% 3/0 | 89422GAA5 | 371,598 | 429,000 | PRN | OTR | 1 | 0 | 429,000 | 0 | ||
| UNITED STATES STL CORP NEW | COM | 912909108 | 2,084,470 | 590 | SH | Call | SOLE | 590 | 0 | 0 | ||
| UNITED STATES STL CORP NEW | COM | 912909108 | 514,228 | 14,555 | SH | SOLE | 14,555 | 0 | 0 | |||
| UNITED STATES STL CORP NEW | COM | 912909108 | 748,996 | 212 | SH | Call | OTR | 1 | 0 | 212 | 0 | |
| UNITY SOFTWARE INC | COM | 91332U101 | 1,330,056 | 588 | SH | Call | SOLE | 588 | 0 | 0 | ||
| UNITY SOFTWARE INC | COM | 91332U101 | 479,544 | 212 | SH | Call | OTR | 1 | 0 | 212 | 0 | |
| UPSTART HLDGS INC | NOTE 0.250% 8/1 | 91680MAB3 | 17,459,034 | 19,558,000 | PRN | SOLE | 19,558,000 | 0 | 0 | |||
| UPSTART HLDGS INC | NOTE 0.250% 8/1 | 91680MAB3 | 5,688,157 | 6,372,000 | PRN | OTR | 1 | 0 | 6,372,000 | 0 | ||
| VALE S A | SPONSORED ADS | 91912E105 | 909,872 | 779 | SH | Call | SOLE | 779 | 0 | 0 | ||
| VALE S A | SPONSORED ADS | 91912E105 | 328,208 | 281 | SH | Call | OTR | 1 | 0 | 281 | 0 | |
| VAREX IMAGING CORP | NOTE 4.000% 6/0 | 92214XAB2 | 16,988,181 | 17,187,000 | PRN | SOLE | 17,187,000 | 0 | 0 | |||
| VAREX IMAGING CORP | NOTE 4.000% 6/0 | 92214XAB2 | 7,475,511 | 7,563,000 | PRN | OTR | 1 | 0 | 7,563,000 | 0 | ||
| VARONIS SYS INC | NOTE 1.250% 8/1 | 922280AB8 | 46,992,563 | 25,350,000 | PRN | SOLE | 25,350,000 | 0 | 0 | |||
| VARONIS SYS INC | NOTE 1.250% 8/1 | 922280AB8 | 20,205,875 | 10,900,000 | PRN | OTR | 1 | 0 | 10,900,000 | 0 | ||
| VERINT SYSTEMS INC | NOTE 0.250% 4/1 | 92343XAC4 | 19,383,233 | 20,767,000 | PRN | SOLE | 20,767,000 | 0 | 0 | |||
| VERINT SYSTEMS INC | NOTE 0.250% 4/1 | 92343XAC4 | 8,529,108 | 9,138,000 | PRN | OTR | 1 | 0 | 9,138,000 | 0 | ||
| VIZIO HLDG CORP | CL A COM | 92858V101 | 1,189,951 | 106,531 | SH | SOLE | 106,531 | 0 | 0 | |||
| VIZIO HLDG CORP | CL A COM | 92858V101 | 428,381 | 38,351 | SH | OTR | 1 | 0 | 38,351 | 0 | ||
| WAYFAIR INC | NOTE 1.000% 8/1 | 94419LAF8 | 6,414,230 | 6,850,000 | PRN | SOLE | 6,850,000 | 0 | 0 | |||
| WAYFAIR INC | NOTE 1.000% 8/1 | 94419LAF8 | 2,949,610 | 3,150,000 | PRN | OTR | 1 | 0 | 3,150,000 | 0 | ||
| WELLS FARGO CO NEW | COM | 949746101 | 5,761,980 | 1,020 | SH | Put | SOLE | 1,020 | 0 | 0 | ||
| WELLS FARGO CO NEW | COM | 949746101 | 2,711,520 | 480 | SH | Put | OTR | 1 | 0 | 480 | 0 | |
| WESTERN DIGITAL CORP. | COM | 958102105 | 7,216,204 | 105,670 | SH | SOLE | 105,670 | 0 | 0 | |||
| WESTERN DIGITAL CORP. | COM | 958102105 | 3,395,857 | 49,727 | SH | OTR | 1 | 0 | 49,727 | 0 | ||
| WOLFSPEED INC | NOTE 1.750% 5/0 | 225447AD3 | 10,184,460 | 14,244,000 | PRN | SOLE | 14,244,000 | 0 | 0 | |||
| WOLFSPEED INC | NOTE 1.875%12/0 | 977852AD4 | 6,744,251 | 17,883,000 | PRN | SOLE | 17,883,000 | 0 | 0 | |||
| WOLFSPEED INC | NOTE 0.250% 2/1 | 977852AB8 | 1,189,708 | 2,962,000 | PRN | SOLE | 2,962,000 | 0 | 0 | |||
| WOLFSPEED INC | NOTE 1.875%12/0 | 977852AD4 | 2,495,482 | 6,617,000 | PRN | OTR | 1 | 0 | 6,617,000 | 0 | ||
| WOLFSPEED INC | NOTE 1.750% 5/0 | 225447AD3 | 4,068,283 | 5,756,000 | PRN | OTR | 1 | 0 | 5,756,000 | 0 | ||
| WOLFSPEED INC | NOTE 0.250% 2/1 | 977852AB8 | 441,019 | 1,098,000 | PRN | OTR | 1 | 0 | 1,098,000 | 0 | ||
| ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 46,534,522 | 38,070,000 | PRN | SOLE | 38,070,000 | 0 | 0 | |||
| ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 18,149,319 | 14,848,000 | PRN | OTR | 1 | 0 | 14,848,000 | 0 | ||
| ZYNEX INC | NOTE 5.000% 5/1 | 98986MAD5 | 3,215,194 | 3,285,000 | PRN | SOLE | 3,285,000 | 0 | 0 | |||
| ZYNEX INC | NOTE 5.000% 5/1 | 98986MAD5 | 1,189,181 | 1,215,000 | PRN | OTR | 1 | 0 | 1,215,000 | 0 | ||