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 | 1,294,871 | 1,467,000 | PRN | SOLE | 1,467,000 | 0 | 0 | |||
| 3D SYS CORP DEL | NOTE 11/1 | 88554DAD8 | 453,690 | 514,000 | PRN | OTR | 1 | 0 | 514,000 | 0 | ||
| AFFIRM HLDGS INC | NOTE 11/1 | 00827BAB2 | 17,973,019 | 19,161,000 | PRN | SOLE | 19,161,000 | 0 | 0 | |||
| AFFIRM HLDGS INC | NOTE 11/1 | 00827BAB2 | 8,447,628 | 9,006,000 | PRN | OTR | 1 | 0 | 9,006,000 | 0 | ||
| ALARM COM HLDGS INC | COM | 011642105 | 1,111,827 | 19,654 | SH | SOLE | 19,654 | 0 | 0 | |||
| ALARM COM HLDGS INC | NOTE 1/1 | 011642AB1 | 1,635,876 | 1,683,000 | PRN | SOLE | 1,683,000 | 0 | 0 | |||
| ALARM COM HLDGS INC | COM | 011642105 | 385,468 | 6,814 | SH | OTR | 1 | 0 | 6,814 | 0 | ||
| ALARM COM HLDGS INC | NOTE 1/1 | 011642AB1 | 766,908 | 789,000 | PRN | OTR | 1 | 0 | 789,000 | 0 | ||
| ALLETE INC | COM NEW | 018522300 | 1,404,671 | 21,924 | SH | SOLE | 21,924 | 0 | 0 | |||
| ALLETE INC | COM NEW | 018522300 | 477,578 | 7,454 | SH | OTR | 1 | 0 | 7,454 | 0 | ||
| ALNYLAM PHARMACEUTICALS INC | NOTE 1.000% 9/1 | 02043QAB3 | 17,014,975 | 13,076,000 | PRN | SOLE | 13,076,000 | 0 | 0 | |||
| ALNYLAM PHARMACEUTICALS INC | NOTE 1.000% 9/1 | 02043QAB3 | 6,741,709 | 5,181,000 | PRN | OTR | 1 | 0 | 5,181,000 | 0 | ||
| ALPHATEC HLDGS INC | NOTE 0.750% 8/0 | 02081GAB8 | 5,416,123 | 5,504,000 | PRN | SOLE | 5,504,000 | 0 | 0 | |||
| ALPHATEC HLDGS INC | NOTE 0.750% 8/0 | 02081GAB8 | 1,898,202 | 1,929,000 | PRN | OTR | 1 | 0 | 1,929,000 | 0 | ||
| APELLIS PHARMACEUTICALS INC | NOTE 3.500% 9/1 | 03753UAB2 | 22,309,765 | 22,387,000 | PRN | SOLE | 22,387,000 | 0 | 0 | |||
| APELLIS PHARMACEUTICALS INC | NOTE 3.500% 9/1 | 03753UAB2 | 9,718,355 | 9,752,000 | PRN | SOLE | 9,752,000 | 0 | 0 | |||
| APELLIS PHARMACEUTICALS INC | NOTE 3.500% 9/1 | 03753UAB2 | 12,013,410 | 12,055,000 | PRN | OTR | 1 | 0 | 12,055,000 | 0 | ||
| ARES CAPITAL CORP | COM | 04010L103 | 373,474 | 17,007 | SH | SOLE | 17,007 | 0 | 0 | |||
| ARRAY TECHNOLOGIES INC | NOTE 1.000%12/0 | 04271TAB6 | 1,565,096 | 1,977,000 | PRN | SOLE | 1,977,000 | 0 | 0 | |||
| ARRAY TECHNOLOGIES INC | NOTE 1.000%12/0 | 04271TAB6 | 521,699 | 659,000 | PRN | OTR | 1 | 0 | 659,000 | 0 | ||
| ASCENDIS PHARMA A/S | NOTE 2.250% 4/0 | 04351PAD3 | 13,035,932 | 10,402,000 | PRN | SOLE | 10,402,000 | 0 | 0 | |||
| ASCENDIS PHARMA A/S | NOTE 2.250% 4/0 | 04351PAD3 | 4,433,871 | 3,538,000 | PRN | OTR | 1 | 0 | 3,538,000 | 0 | ||
| ASSERTIO HOLDINGS INC | NOTE 6.500% 9/0 | 04546CAB2 | 3,319,657 | 3,668,000 | PRN | SOLE | 3,668,000 | 0 | 0 | |||
| ASSERTIO HOLDINGS INC | NOTE 6.500% 9/0 | 04546CAB2 | 1,451,671 | 1,604,000 | PRN | OTR | 1 | 0 | 1,604,000 | 0 | ||
| AT&T INC | COM | 00206R102 | 10,978,200 | 6,840 | SH | Put | SOLE | 6,840 | 0 | 0 | ||
| AT&T INC | COM | 00206R102 | 4,831,050 | 3,010 | SH | Put | OTR | 1 | 0 | 3,010 | 0 | |
| AVANTOR INC | COM | 05352A100 | 1,004,116 | 746 | SH | Call | SOLE | 746 | 0 | 0 | ||
| AVANTOR INC | COM | 05352A100 | 341,884 | 254 | SH | Call | OTR | 1 | 0 | 254 | 0 | |
| AZEK CO INC | CL A | 05478C105 | 4,476,755 | 82,369 | SH | SOLE | 82,369 | 0 | 0 | |||
| AZEK CO INC | CL A | 05478C105 | 1,522,126 | 28,006 | SH | OTR | 1 | 0 | 28,006 | 0 | ||
| BENTLEY SYS INC | NOTE 0.125% 1/1 | 08265TAB5 | 37,820,233 | 37,898,000 | PRN | SOLE | 37,898,000 | 0 | 0 | |||
| BENTLEY SYS INC | NOTE 0.375% 7/0 | 08265TAD1 | 16,996,207 | 18,014,000 | PRN | SOLE | 18,014,000 | 0 | 0 | |||
| BENTLEY SYS INC | NOTE 0.125% 1/1 | 08265TAB5 | 9,494,477 | 9,514,000 | PRN | OTR | 1 | 0 | 9,514,000 | 0 | ||
| BENTLEY SYS INC | NOTE 0.125% 1/1 | 08265TAB5 | 3,366,079 | 3,373,000 | PRN | OTR | 1 | 0 | 3,373,000 | 0 | ||
| BENTLEY SYS INC | NOTE 0.375% 7/0 | 08265TAD1 | 6,119,541 | 6,486,000 | PRN | OTR | 1 | 0 | 6,486,000 | 0 | ||
| BEYOND MEAT INC | NOTE 3/1 | 08862EAB5 | 3,014,456 | 36,443,000 | PRN | SOLE | 36,443,000 | 0 | 0 | |||
| BEYOND MEAT INC | NOTE 3/1 | 08862EAB5 | 1,055,055 | 12,755,000 | PRN | OTR | 1 | 0 | 12,755,000 | 0 | ||
| BLOOM ENERGY CORP | NOTE 3.000% 6/0 | 093712AK3 | 31,355,742 | 21,023,000 | PRN | SOLE | 21,023,000 | 0 | 0 | |||
| BLOOM ENERGY CORP | NOTE 3.000% 6/0 | 093712AM9 | 2,956,181 | 2,084,000 | PRN | SOLE | 2,084,000 | 0 | 0 | |||
| BLOOM ENERGY CORP | NOTE 3.000% 6/0 | 093712AK3 | 10,977,418 | 7,360,000 | PRN | OTR | 1 | 0 | 7,360,000 | 0 | ||
| BLOOM ENERGY CORP | NOTE 3.000% 6/0 | 093712AM9 | 1,299,358 | 916,000 | PRN | OTR | 1 | 0 | 916,000 | 0 | ||
| BOEING CO | COM | 097023105 | 559,655 | 2,671 | SH | SOLE | 2,671 | 0 | 0 | |||
| BOEING CO | COM | 097023105 | 201,568 | 962 | SH | OTR | 1 | 0 | 962 | 0 | ||
| BOX INC | NOTE 1/1 | 10316TAB0 | 13,932,582 | 10,434,000 | PRN | SOLE | 10,434,000 | 0 | 0 | |||
| BOX INC | NOTE 1/1 | 10316TAB0 | 6,548,341 | 4,904,000 | PRN | OTR | 1 | 0 | 4,904,000 | 0 | ||
| CAMTEK LTD | NOTE 12/0 | 13469VAB4 | 16,273,485 | 10,533,000 | PRN | SOLE | 10,533,000 | 0 | 0 | |||
| CAMTEK LTD | NOTE 12/0 | 13469VAB4 | 7,650,840 | 4,952,000 | PRN | OTR | 1 | 0 | 4,952,000 | 0 | ||
| CANADIAN SOLAR INC | NOTE 2.500%10/0 | 136635AG4 | 27,241,160 | 27,656,000 | PRN | SOLE | 27,656,000 | 0 | 0 | |||
| CANADIAN SOLAR INC | NOTE 2.500%10/0 | 136635AG4 | 9,261,955 | 9,403,000 | PRN | OTR | 1 | 0 | 9,403,000 | 0 | ||
| CARDLYTICS INC | NOTE 4.250% 4/0 | 14161WAD7 | 3,387,371 | 7,617,000 | PRN | SOLE | 7,617,000 | 0 | 0 | |||
| CARDLYTICS INC | NOTE 4.250% 4/0 | 14161WAD7 | 1,219,845 | 2,743,000 | PRN | OTR | 1 | 0 | 2,743,000 | 0 | ||
| CHAMPIONX CORPORATION | COM | 15872M104 | 250,039 | 10,066 | SH | SOLE | 10,066 | 0 | 0 | |||
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 3,457,821 | 3,348,000 | PRN | SOLE | 3,348,000 | 0 | 0 | |||
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 1,215,608 | 1,177,000 | PRN | OTR | 1 | 0 | 1,177,000 | 0 | ||
| CLOUDFLARE INC | NOTE 8/1 | 18915MAC1 | 51,004,804 | 43,038,000 | PRN | SOLE | 43,038,000 | 0 | 0 | |||
| CLOUDFLARE INC | NOTE 8/1 | 18915MAC1 | 17,851,327 | 15,063,000 | PRN | OTR | 1 | 0 | 15,063,000 | 0 | ||
| COINBASE GLOBAL INC | NOTE 0.500% 6/0 | 19260QAB3 | 40,082,201 | 34,611,000 | PRN | SOLE | 34,611,000 | 0 | 0 | |||
| COINBASE GLOBAL INC | NOTE 0.250% 4/0 | 19260QAF4 | 16,143,253 | 12,309,000 | PRN | SOLE | 12,309,000 | 0 | 0 | |||
| COINBASE GLOBAL INC | NOTE 0.250% 4/0 | 19260QAF4 | 5,496,497 | 4,191,000 | PRN | OTR | 1 | 0 | 4,191,000 | 0 | ||
| COINBASE GLOBAL INC | NOTE 0.500% 6/0 | 19260QAB3 | 13,634,041 | 11,773,000 | PRN | OTR | 1 | 0 | 11,773,000 | 0 | ||
| CONFLUENT INC | NOTE 1/1 | 20717MAB9 | 1,381,033 | 1,481,000 | PRN | SOLE | 1,481,000 | 0 | 0 | |||
| CONFLUENT INC | NOTE 1/1 | 20717MAB9 | 483,968 | 519,000 | PRN | OTR | 1 | 0 | 519,000 | 0 | ||
| CONMED CORP | NOTE 2.250% 6/1 | 207410AH4 | 19,780,329 | 20,856,000 | PRN | SOLE | 20,856,000 | 0 | 0 | |||
| CONMED CORP | NOTE 2.250% 6/1 | 207410AH4 | 6,730,017 | 7,096,000 | PRN | OTR | 1 | 0 | 7,096,000 | 0 | ||
| CORE SCIENTIFIC INC NEW | COM | 21874A106 | 2,550,258 | 1,494 | SH | Call | SOLE | 1,494 | 0 | 0 | ||
| CORE SCIENTIFIC INC NEW | COM | 21874A106 | 2,046,642 | 119,897 | SH | SOLE | 119,897 | 0 | 0 | |||
| CORE SCIENTIFIC INC NEW | COM | 21874A106 | 856,914 | 502 | SH | Call | OTR | 1 | 0 | 502 | 0 | |
| CORE SCIENTIFIC INC NEW | COM | 21874A106 | 872,328 | 51,103 | SH | OTR | 1 | 0 | 51,103 | 0 | ||
| DAYFORCE INC | NOTE 0.250% 3/1 | 15677JAD0 | 36,130,942 | 37,422,000 | PRN | SOLE | 37,422,000 | 0 | 0 | |||
| DAYFORCE INC | NOTE 0.250% 3/1 | 15677JAD0 | 12,653,843 | 13,106,000 | PRN | OTR | 1 | 0 | 13,106,000 | 0 | ||
| DEXCOM INC | NOTE 0.250%11/1 | 252131AK3 | 58,678,713 | 59,784,000 | PRN | SOLE | 59,784,000 | 0 | 0 | |||
| DEXCOM INC | NOTE 0.375% 5/1 | 252131AM9 | 27,029,892 | 28,759,000 | PRN | SOLE | 28,759,000 | 0 | 0 | |||
| DEXCOM INC | NOTE 0.250%11/1 | 252131AK3 | 20,542,065 | 20,929,000 | PRN | OTR | 1 | 0 | 20,929,000 | 0 | ||
| DEXCOM INC | NOTE 0.375% 5/1 | 252131AM9 | 8,920,363 | 9,491,000 | PRN | OTR | 1 | 0 | 9,491,000 | 0 | ||
| DRAFTKINGS INC NEW | NOTE 3/1 | 26142RAB0 | 20,927,098 | 23,305,000 | PRN | SOLE | 23,305,000 | 0 | 0 | |||
| DRAFTKINGS INC NEW | NOTE 3/1 | 26142RAB0 | 7,115,483 | 7,924,000 | PRN | OTR | 1 | 0 | 7,924,000 | 0 | ||
| ELI LILLY & CO | COM | 532457108 | 9,198,454 | 118 | SH | Call | SOLE | 118 | 0 | 0 | ||
| ELI LILLY & CO | COM | 532457108 | 3,274,026 | 42 | SH | Call | OTR | 1 | 0 | 42 | 0 | |
| ENOVIS CORPORATION | NOTE 3.875%10/1 | 194014AB2 | 13,365,759 | 13,531,000 | PRN | SOLE | 13,531,000 | 0 | 0 | |||
| ENOVIS CORPORATION | NOTE 3.875%10/1 | 194014AB2 | 4,414,425 | 4,469,000 | PRN | OTR | 1 | 0 | 4,469,000 | 0 | ||
| ENPHASE ENERGY INC | COM | 29355A107 | 2,957,890 | 746 | SH | Put | SOLE | 746 | 0 | 0 | ||
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAH0 | 15,098,291 | 15,752,000 | PRN | SOLE | 15,752,000 | 0 | 0 | |||
| ENPHASE ENERGY INC | COM | 29355A107 | 1,007,110 | 254 | SH | Put | OTR | 1 | 0 | 254 | 0 | |
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAH0 | 5,434,695 | 5,670,000 | PRN | OTR | 1 | 0 | 5,670,000 | 0 | ||
| ENVISTA HOLDINGS CORPORATION | COM | 29415F104 | 921,995 | 47,185 | SH | SOLE | 47,185 | 0 | 0 | |||
| ENVISTA HOLDINGS CORPORATION | COM | 29415F104 | 442,503 | 22,646 | SH | OTR | 1 | 0 | 22,646 | 0 | ||
| ESPERION THERAPEUTICS INC NE | NOTE 4.000%11/1 | 29664WAB1 | 1,754,043 | 1,774,000 | PRN | SOLE | 1,774,000 | 0 | 0 | |||
| ESPERION THERAPEUTICS INC NE | NOTE 4.000%11/1 | 29664WAB1 | 615,003 | 622,000 | PRN | OTR | 1 | 0 | 622,000 | 0 | ||
| ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 | 3,953,527 | 4,073,000 | PRN | SOLE | 4,073,000 | 0 | 0 | |||
| ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 | 1,385,142 | 1,427,000 | PRN | OTR | 1 | 0 | 1,427,000 | 0 | ||
| EVENTBRITE INC | NOTE 0.750% 9/1 | 29975EAD1 | 8,435,765 | 9,376,000 | PRN | SOLE | 9,376,000 | 0 | 0 | |||
| EVENTBRITE INC | NOTE 5.000%12/0 | 29975EAB5 | 1,905,336 | 1,930,000 | PRN | SOLE | 1,930,000 | 0 | 0 | |||
| EVENTBRITE INC | NOTE 0.750% 9/1 | 29975EAD1 | 2,563,299 | 2,849,000 | PRN | OTR | 1 | 0 | 2,849,000 | 0 | ||
| EVENTBRITE INC | NOTE 5.000%12/0 | 29975EAB5 | 858,882 | 870,000 | PRN | OTR | 1 | 0 | 870,000 | 0 | ||
| EVOLENT HEALTH INC | CL A | 30050B101 | 892,873 | 79,296 | SH | SOLE | 79,296 | 0 | 0 | |||
| EVOLENT HEALTH INC | NOTE 1.500%10/1 | 30050BAD3 | 26,480,158 | 26,803,000 | PRN | SOLE | 26,803,000 | 0 | 0 | |||
| EVOLENT HEALTH INC | NOTE 1.500%10/1 | 30050BAD3 | 11,272,567 | 11,410,000 | PRN | OTR | 1 | 0 | 11,410,000 | 0 | ||
| EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 4,342,407 | 4,546,000 | PRN | SOLE | 4,546,000 | 0 | 0 | |||
| EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 1,521,657 | 1,593,000 | PRN | OTR | 1 | 0 | 1,593,000 | 0 | ||
| EXXON MOBIL CORP | COM | 30231G102 | 7,923,300 | 735 | SH | Put | SOLE | 735 | 0 | 0 | ||
| EXXON MOBIL CORP | COM | 30231G102 | 707,599 | 6,564 | SH | SOLE | 6,564 | 0 | 0 | |||
| EXXON MOBIL CORP | COM | 30231G102 | 2,856,700 | 265 | SH | Put | OTR | 1 | 0 | 265 | 0 | |
| EXXON MOBIL CORP | COM | 30231G102 | 254,947 | 2,365 | SH | OTR | 1 | 0 | 2,365 | 0 | ||
| FASTLY INC | NOTE 3/1 | 31188VAB6 | 14,285,150 | 15,037,000 | PRN | SOLE | 15,037,000 | 0 | 0 | |||
| FASTLY INC | NOTE 3/1 | 31188VAB6 | 4,714,850 | 4,963,000 | PRN | OTR | 1 | 0 | 4,963,000 | 0 | ||
| FIRST SOLAR INC | COM | 336433107 | 6,207,750 | 375 | SH | Call | SOLE | 375 | 0 | 0 | ||
| FIRST SOLAR INC | COM | 336433107 | 2,069,250 | 125 | SH | Call | OTR | 1 | 0 | 125 | 0 | |
| FIVE BELOW INC | COM | 33829M101 | 9,851,618 | 751 | SH | Put | SOLE | 751 | 0 | 0 | ||
| FIVE BELOW INC | COM | 33829M101 | 1,268,117 | 9,667 | SH | SOLE | 9,667 | 0 | 0 | |||
| FIVE BELOW INC | COM | 33829M101 | 3,266,382 | 249 | SH | Put | OTR | 1 | 0 | 249 | 0 | |
| FIVE BELOW INC | COM | 33829M101 | 420,957 | 3,209 | SH | OTR | 1 | 0 | 3,209 | 0 | ||
| FIVERR INTL LTD | NOTE 11/0 | 33835LAA3 | 31,784,774 | 32,450,000 | PRN | SOLE | 32,450,000 | 0 | 0 | |||
| FIVERR INTL LTD | NOTE 11/0 | 33835LAA3 | 10,488,486 | 10,708,000 | PRN | OTR | 1 | 0 | 10,708,000 | 0 | ||
| FRONTLINE PLC | COM | M46528101 | 1,836,279 | 1,119 | SH | Call | SOLE | 1,119 | 0 | 0 | ||
| FRONTLINE PLC | COM | M46528101 | 625,221 | 381 | SH | Call | OTR | 1 | 0 | 381 | 0 | |
| FUBOTV INC | NOTE 3.250% 2/1 | 35953DAB0 | 15,810,928 | 16,172,000 | PRN | SOLE | 16,172,000 | 0 | 0 | |||
| FUBOTV INC | NOTE 3.250% 2/1 | 35953DAB0 | 5,534,607 | 5,661,000 | PRN | OTR | 1 | 0 | 5,661,000 | 0 | ||
| GLOBAL PMTS INC | COM | 37940X102 | 2,115,857 | 26,435 | SH | SOLE | 26,435 | 0 | 0 | |||
| GLOBAL PMTS INC | COM | 37940X102 | 769,665 | 9,616 | SH | OTR | 1 | 0 | 9,616 | 0 | ||
| GOPRO INC | NOTE 1.250%11/1 | 38268TAD5 | 9,436,395 | 10,313,000 | PRN | SOLE | 10,313,000 | 0 | 0 | |||
| GOPRO INC | NOTE 1.250%11/1 | 38268TAD5 | 9,436,395 | 10,313,000 | PRN | SOLE | 10,313,000 | 0 | 0 | |||
| GOPRO INC | NOTE 1.250%11/1 | 38268TAD5 | 8,677,860 | 9,484,000 | PRN | OTR | 1 | 0 | 9,484,000 | 0 | ||
| GOSSAMER BIO INC | NOTE 5.000% 6/0 | 38341PAA0 | 10,324,570 | 19,484,000 | PRN | SOLE | 19,484,000 | 0 | 0 | |||
| GOSSAMER BIO INC | NOTE 5.000% 6/0 | 38341PAA0 | 4,438,442 | 8,376,000 | PRN | OTR | 1 | 0 | 8,376,000 | 0 | ||
| GROUPON INC | NOTE 6.250% 3/1 | 399473AH0 | 1,438,727 | 1,033,000 | PRN | SOLE | 1,033,000 | 0 | 0 | |||
| GROUPON INC | NOTE 6.250% 3/1 | 399473AH0 | 1,298,058 | 932,000 | PRN | SOLE | 932,000 | 0 | 0 | |||
| GROUPON INC | NOTE 6.250% 3/1 | 399473AH0 | 919,226 | 660,000 | PRN | OTR | 1 | 0 | 660,000 | 0 | ||
| GUESS INC | NOTE 3.750% 4/1 | 401617AF2 | 22,479,082 | 23,676,000 | PRN | SOLE | 23,676,000 | 0 | 0 | |||
| GUESS INC | NOTE 3.750% 4/1 | 401617AF2 | 9,089,047 | 9,573,000 | PRN | OTR | 1 | 0 | 9,573,000 | 0 | ||
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 5,087,374 | 5,273,000 | PRN | SOLE | 5,273,000 | 0 | 0 | |||
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 1,882,319 | 1,951,000 | PRN | OTR | 1 | 0 | 1,951,000 | 0 | ||
| HALOZYME THERAPEUTICS INC | NOTE 1.000% 8/1 | 40637HAF6 | 6,455,090 | 5,657,000 | PRN | SOLE | 5,657,000 | 0 | 0 | |||
| HALOZYME THERAPEUTICS INC | NOTE 1.000% 8/1 | 40637HAF6 | 2,388,280 | 2,093,000 | PRN | OTR | 1 | 0 | 2,093,000 | 0 | ||
| HUT 8 CORP | COM | 44812J104 | 3,554,460 | 1,911 | SH | Call | SOLE | 1,911 | 0 | 0 | ||
| HUT 8 CORP | COM | 44812J104 | 1,173,660 | 631 | SH | Call | OTR | 1 | 0 | 631 | 0 | |
| IMPINJ INC | NOTE 1.125% 5/1 | 453204AD1 | 7,568,213 | 6,072,000 | PRN | SOLE | 6,072,000 | 0 | 0 | |||
| IMPINJ INC | NOTE 1.125% 5/1 | 453204AD1 | 3,026,288 | 2,428,000 | PRN | OTR | 1 | 0 | 2,428,000 | 0 | ||
| INNOVIVA INC | NOTE 2.500% 8/1 | 45781MAB7 | 42,830,285 | 36,641,000 | PRN | SOLE | 36,641,000 | 0 | 0 | |||
| INNOVIVA INC | NOTE 2.500% 8/1 | 45781MAB7 | 14,992,529 | 12,826,000 | PRN | OTR | 1 | 0 | 12,826,000 | 0 | ||
| INOTIV INC | NOTE 3.250%10/1 | 45783QAB6 | 1,534,449 | 6,309,000 | PRN | SOLE | 6,309,000 | 0 | 0 | |||
| INOTIV INC | NOTE 3.250%10/1 | 45783QAB6 | 521,942 | 2,146,000 | PRN | OTR | 1 | 0 | 2,146,000 | 0 | ||
| INTEGRA LIFESCIENCES HLDGS C | NOTE 0.500% 8/1 | 457985AM1 | 25,188,272 | 25,377,000 | PRN | SOLE | 25,377,000 | 0 | 0 | |||
| INTEGRA LIFESCIENCES HLDGS C | NOTE 0.500% 8/1 | 457985AM1 | 8,563,834 | 8,628,000 | PRN | OTR | 1 | 0 | 8,628,000 | 0 | ||
| IONIS PHARMACEUTICALS INC | NOTE 4/0 | 462222AD2 | 46,835,821 | 46,362,000 | PRN | SOLE | 46,362,000 | 0 | 0 | |||
| IONIS PHARMACEUTICALS INC | NOTE 4/0 | 462222AD2 | 14,208,744 | 14,065,000 | PRN | OTR | 1 | 0 | 14,065,000 | 0 | ||
| IREN LIMITED | ORDINARY SHARES | Q4982L109 | 2,656,111 | 1,823 | SH | Call | SOLE | 1,823 | 0 | 0 | ||
| IREN LIMITED | ORDINARY SHARES | Q4982L109 | 875,657 | 601 | SH | Call | OTR | 1 | 0 | 601 | 0 | |
| IRONWOOD PHARMACEUTICALS INC | NOTE 1.500% 6/1 | 46333XAH1 | 17,061,723 | 20,130,000 | PRN | SOLE | 20,130,000 | 0 | 0 | |||
| IRONWOOD PHARMACEUTICALS INC | NOTE 1.500% 6/1 | 46333XAH1 | 5,822,854 | 6,870,000 | PRN | OTR | 1 | 0 | 6,870,000 | 0 | ||
| ISHARES INC | MSCI STH KOR ETF | 464286772 | 452,932 | 6,310 | SH | SOLE | 6,310 | 0 | 0 | |||
| ISHARES TR | RUSSELL 2000 ETF | 464287655 | 8,415,810 | 390 | SH | Put | SOLE | 390 | 0 | 0 | ||
| ISHARES TR | 20 YR TR BD ETF | 464287432 | 29,854,975 | 3,383 | SH | Call | SOLE | 3,383 | 0 | 0 | ||
| ISHARES TR | RUSSELL 2000 ETF | 464287655 | 7,548,118 | 34,979 | SH | SOLE | 34,979 | 0 | 0 | |||
| ISHARES TR | RUSSELL 2000 ETF | 464287655 | 2,718,954 | 126 | SH | Put | OTR | 1 | 0 | 126 | 0 | |
| ISHARES TR | 20 YR TR BD ETF | 464287432 | 9,857,525 | 1,117 | SH | Call | OTR | 1 | 0 | 1,117 | 0 | |
| ISHARES TR | RUSSELL 2000 ETF | 464287655 | 2,490,864 | 11,543 | SH | OTR | 1 | 0 | 11,543 | 0 | ||
| ITRON INC | NOTE 3/1 | 465741AN6 | 21,196,688 | 18,733,000 | PRN | SOLE | 18,733,000 | 0 | 0 | |||
| ITRON INC | NOTE 3/1 | 465741AN6 | 7,419,350 | 6,557,000 | PRN | OTR | 1 | 0 | 6,557,000 | 0 | ||
| JAZZ PHARMACEUTICALS PLC | SHS USD | G50871105 | 5,188,313 | 48,891 | SH | SOLE | 48,891 | 0 | 0 | |||
| JAZZ PHARMACEUTICALS PLC | SHS USD | G50871105 | 1,879,597 | 17,712 | SH | OTR | 1 | 0 | 17,712 | 0 | ||
| JOHNSON CTLS INTL PLC | SHS | G51502105 | 253,594 | 2,401 | SH | SOLE | 2,401 | 0 | 0 | |||
| KELLANOVA | COM | 487836108 | 2,545,994 | 32,013 | SH | SOLE | 32,013 | 0 | 0 | |||
| KELLANOVA | COM | 487836108 | 865,684 | 10,885 | SH | OTR | 1 | 0 | 10,885 | 0 | ||
| LANTHEUS HLDGS INC | NOTE 2.625%12/1 | 516544AB9 | 24,008,060 | 18,884,000 | PRN | SOLE | 18,884,000 | 0 | 0 | |||
| LANTHEUS HLDGS INC | NOTE 2.625%12/1 | 516544AB9 | 8,411,212 | 6,616,000 | PRN | OTR | 1 | 0 | 6,616,000 | 0 | ||
| LI AUTO INC | NOTE 0.250% 5/0 | 50202MAB8 | 1,332,729 | 1,119,000 | PRN | SOLE | 1,119,000 | 0 | 0 | |||
| LI AUTO INC | NOTE 0.250% 5/0 | 50202MAB8 | 451,866 | 381,000 | PRN | OTR | 1 | 0 | 381,000 | 0 | ||
| LITHIUM ARGENTINA AG | NOTE 1.750% 1/1 | 53680QAA6 | 8,956,225 | 10,694,000 | PRN | SOLE | 10,694,000 | 0 | 0 | |||
| LITHIUM ARGENTINA AG | NOTE 1.750% 1/1 | 53680QAA6 | 3,317,338 | 3,961,000 | PRN | OTR | 1 | 0 | 3,961,000 | 0 | ||
| LIVE NATION ENTERTAINMENT IN | COM | 538034109 | 337,354 | 2,230 | SH | SOLE | 2,230 | 0 | 0 | |||
| LUMINAR TECHNOLOGIES INC | COM NEW CL A | 550424303 | 656,656 | 2,288 | SH | Put | SOLE | 2,288 | 0 | 0 | ||
| LUMINAR TECHNOLOGIES INC | COM NEW CL A | 550424303 | 698,165 | 243,263 | SH | SOLE | 243,263 | 0 | 0 | |||
| LUMINAR TECHNOLOGIES INC | COM NEW CL A | 550424303 | 233,044 | 812 | SH | Put | OTR | 1 | 0 | 812 | 0 | |
| LUMINAR TECHNOLOGIES INC | COM NEW CL A | 550424303 | 311,559 | 108,557 | SH | OTR | 1 | 0 | 108,557 | 0 | ||
| MAGNITE INC | NOTE 0.250% 3/1 | 55955DAB6 | 20,522,382 | 21,232,000 | PRN | SOLE | 21,232,000 | 0 | 0 | |||
| MAGNITE INC | NOTE 0.250% 3/1 | 55955DAB6 | 6,541,800 | 6,768,000 | PRN | OTR | 1 | 0 | 6,768,000 | 0 | ||
| MAKEMYTRIP LIMITED MAURITIUS | NOTE 2/1 | 56087FAB0 | 12,859,063 | 5,037,000 | PRN | SOLE | 5,037,000 | 0 | 0 | |||
| MAKEMYTRIP LIMITED MAURITIUS | NOTE 2/1 | 56087FAB0 | 4,375,707 | 1,714,000 | PRN | OTR | 1 | 0 | 1,714,000 | 0 | ||
| MANULIFE FINL CORP | COM | 56501R106 | 11,811,915 | 3,697 | SH | Put | SOLE | 3,697 | 0 | 0 | ||
| MANULIFE FINL CORP | COM | 56501R106 | 818,719 | 25,625 | SH | SOLE | 25,625 | 0 | 0 | |||
| MANULIFE FINL CORP | COM | 56501R106 | 5,198,265 | 1,627 | SH | Put | OTR | 1 | 0 | 1,627 | 0 | |
| MANULIFE FINL CORP | COM | 56501R106 | 351,610 | 11,005 | SH | OTR | 1 | 0 | 11,005 | 0 | ||
| MARA HOLDINGS INC | COM | 565788106 | 378,860 | 24,162 | SH | SOLE | 24,162 | 0 | 0 | |||
| MARA HOLDINGS INC | NOTE 1.000%12/0 | 565788AB2 | 9,048,978 | 9,895,000 | PRN | SOLE | 9,895,000 | 0 | 0 | |||
| MARA HOLDINGS INC | NOTE 1.000%12/0 | 565788AB2 | 3,173,315 | 3,470,000 | PRN | OTR | 1 | 0 | 3,470,000 | 0 | ||
| MESA LABS INC | NOTE 1.375% 8/1 | 59064RAA7 | 3,056,256 | 3,092,000 | PRN | SOLE | 3,092,000 | 0 | 0 | |||
| MESA LABS INC | NOTE 1.375% 8/1 | 59064RAA7 | 1,281,018 | 1,296,000 | PRN | OTR | 1 | 0 | 1,296,000 | 0 | ||
| MICROSOFT CORP | COM | 594918104 | 217,866 | 438 | SH | SOLE | 438 | 0 | 0 | |||
| MICROSTRATEGY INC | CL A NEW | 594972408 | 6,023,027 | 149 | SH | Put | SOLE | 149 | 0 | 0 | ||
| MICROSTRATEGY INC | NOTE 0.625% 3/1 | 594972AJ0 | 28,423,847 | 10,208,000 | PRN | SOLE | 10,208,000 | 0 | 0 | |||
| MICROSTRATEGY INC | CL A NEW | 594972408 | 2,061,573 | 51 | SH | Put | OTR | 1 | 0 | 51 | 0 | |
| MICROSTRATEGY INC | NOTE 0.625% 3/1 | 594972AJ0 | 12,507,839 | 4,492,000 | PRN | OTR | 1 | 0 | 4,492,000 | 0 | ||
| MIDDLEBY CORP | NOTE 1.000% 9/0 | 596278AB7 | 59,084,856 | 52,615,000 | PRN | SOLE | 52,615,000 | 0 | 0 | |||
| MIDDLEBY CORP | NOTE 1.000% 9/0 | 596278AB7 | 20,089,862 | 17,890,000 | PRN | OTR | 1 | 0 | 17,890,000 | 0 | ||
| MITEK SYS INC | NOTE 0.750% 2/0 | 606710AA9 | 17,550,457 | 18,011,000 | PRN | SOLE | 18,011,000 | 0 | 0 | |||
| MITEK SYS INC | NOTE 0.750% 2/0 | 606710AA9 | 5,597,126 | 5,744,000 | PRN | OTR | 1 | 0 | 5,744,000 | 0 | ||
| MOOLEC SCIENCE SA | *W EXP 12/30/202 | L64875112 | 102,772 | 16,313 | SH | Call | SOLE | 16,313 | 0 | 0 | ||
| NICE LTD | NOTE 9/1 | 653656AB4 | 27,842,088 | 28,166,000 | PRN | SOLE | 28,166,000 | 0 | 0 | |||
| NICE LTD | NOTE 9/1 | 653656AB4 | 9,816,794 | 9,931,000 | PRN | OTR | 1 | 0 | 9,931,000 | 0 | ||
| NIO INC | NOTE 4.625%10/1 | 62914VAK2 | 9,966,879 | 15,629,000 | PRN | SOLE | 15,629,000 | 0 | 0 | |||
| NIO INC | NOTE 3.875%10/1 | 62914VAJ5 | 738,413 | 1,027,000 | PRN | SOLE | 1,027,000 | 0 | 0 | |||
| NIO INC | NOTE 3.875%10/1 | 62914VAJ5 | 340,087 | 473,000 | PRN | OTR | 1 | 0 | 473,000 | 0 | ||
| NIO INC | NOTE 4.625%10/1 | 62914VAK2 | 3,732,558 | 5,853,000 | PRN | OTR | 1 | 0 | 5,853,000 | 0 | ||
| NOVA LTD | NOTE 10/1 | 66980MAB2 | 88,302,426 | 23,958,000 | PRN | SOLE | 23,958,000 | 0 | 0 | |||
| NOVA LTD | NOTE 10/1 | 66980MAB2 | 38,854,860 | 10,542,000 | PRN | OTR | 1 | 0 | 10,542,000 | 0 | ||
| NOVOCURE LTD | NOTE 11/0 | 67011XAB9 | 48,776,273 | 49,899,000 | PRN | SOLE | 49,899,000 | 0 | 0 | |||
| NOVOCURE LTD | NOTE 11/0 | 67011XAB9 | 19,128,698 | 19,569,000 | PRN | OTR | 1 | 0 | 19,569,000 | 0 | ||
| NVIDIA CORPORATION | COM | 67066G104 | 29,480,934 | 1,866 | SH | Put | SOLE | 1,866 | 0 | 0 | ||
| NVIDIA CORPORATION | COM | 67066G104 | 14,360,343 | 90,894 | SH | SOLE | 90,894 | 0 | 0 | |||
| NVIDIA CORPORATION | COM | 67066G104 | 10,016,566 | 634 | SH | Put | OTR | 1 | 0 | 634 | 0 | |
| NVIDIA CORPORATION | COM | 67066G104 | 4,879,205 | 30,883 | SH | OTR | 1 | 0 | 30,883 | 0 | ||
| OCCIDENTAL PETE CORP | COM | 674599105 | 410,984 | 9,783 | SH | SOLE | 9,783 | 0 | 0 | |||
| OCCIDENTAL PETE CORP | COM | 674599105 | 205,471 | 4,891 | SH | OTR | 1 | 0 | 4,891 | 0 | ||
| OMEROS CORP | COM | 682143102 | 1,551,120 | 517,040 | SH | SOLE | 517,040 | 0 | 0 | |||
| OMEROS CORP | NOTE 9.500% 6/1 | 682143AK8 | 8,627,850 | 10,395,000 | PRN | SOLE | 10,395,000 | 0 | 0 | |||
| OMEROS CORP | NOTE 5.250% 2/1 | 682143AG7 | 4,818,330 | 4,867,000 | PRN | SOLE | 4,867,000 | 0 | 0 | |||
| OMEROS CORP | COM | 682143102 | 33,267 | 11,089 | SH | OTR | 1 | 0 | 11,089 | 0 | ||
| OMEROS CORP | NOTE 5.250% 2/1 | 682143AG7 | 1,782,000 | 1,800,000 | PRN | OTR | 1 | 0 | 1,800,000 | 0 | ||
| OMEROS CORP | NOTE 9.500% 6/1 | 682143AK8 | 3,501,770 | 4,219,000 | PRN | OTR | 1 | 0 | 4,219,000 | 0 | ||
| ORACLE CORP | COM | 68389X105 | 16,440,976 | 752 | SH | Call | SOLE | 752 | 0 | 0 | ||
| ORACLE CORP | COM | 68389X105 | 5,422,024 | 248 | SH | Call | OTR | 1 | 0 | 248 | 0 | |
| OSCAR HEALTH INC | CL A | 687793109 | 1,599,424 | 746 | SH | Put | SOLE | 746 | 0 | 0 | ||
| OSCAR HEALTH INC | CL A | 687793109 | 544,576 | 254 | SH | Put | OTR | 1 | 0 | 254 | 0 | |
| PEABODY ENGR CORP | NOTE 3.250% 3/0 | 704551AD2 | 21,174,191 | 20,439,000 | PRN | SOLE | 20,439,000 | 0 | 0 | |||
| PEABODY ENGR CORP | NOTE 3.250% 3/0 | 704551AD2 | 7,625,775 | 7,361,000 | PRN | OTR | 1 | 0 | 7,361,000 | 0 | ||
| PELOTON INTERACTIVE INC | CL A COM | 70614W100 | 274,165 | 39,505 | SH | SOLE | 39,505 | 0 | 0 | |||
| PELOTON INTERACTIVE INC | CL A COM | 70614W100 | 95,959 | 13,827 | SH | OTR | 1 | 0 | 13,827 | 0 | ||
| PG&E CORP | COM | 69331C108 | 2,421,378 | 1,737 | SH | Call | SOLE | 1,737 | 0 | 0 | ||
| PG&E CORP | COM | 69331C108 | 692,818 | 497 | SH | Call | OTR | 1 | 0 | 497 | 0 | |
| PORCH GROUP INC | DEBT 9.000% 5/1 | 733245AD6 | 22,765,700 | 18,140,000 | PRN | SOLE | 18,140,000 | 0 | 0 | |||
| PORCH GROUP INC | DEBT 9.000% 5/1 | 733245AD6 | 7,441,596 | 5,960,000 | PRN | OTR | 1 | 0 | 5,960,000 | 0 | ||
| PTC THERAPEUTICS INC | NOTE 1.500% 9/1 | 69366JAD3 | 25,288,641 | 21,898,000 | PRN | SOLE | 21,898,000 | 0 | 0 | |||
| PTC THERAPEUTICS INC | NOTE 1.500% 9/1 | 69366JAD3 | 10,974,426 | 9,503,000 | PRN | OTR | 1 | 0 | 9,503,000 | 0 | ||
| PURECYCLE TECHNOLOGIES INC | COM | 74623V103 | 455,128 | 33,221 | SH | SOLE | 33,221 | 0 | 0 | |||
| PURECYCLE TECHNOLOGIES INC | NOTE 7.250% 8/1 | 74623VAB9 | 4,743,635 | 3,841,000 | PRN | SOLE | 3,841,000 | 0 | 0 | |||
| PURECYCLE TECHNOLOGIES INC | NOTE 7.250% 8/1 | 74623VAB9 | 2,083,445 | 1,687,000 | PRN | OTR | 1 | 0 | 1,687,000 | 0 | ||
| Q2 HLDGS INC | NOTE 0.125%11/1 | 74736LAF6 | 13,532,690 | 13,733,000 | PRN | SOLE | 13,733,000 | 0 | 0 | |||
| Q2 HLDGS INC | NOTE 0.125%11/1 | 74736LAF6 | 4,600,898 | 4,669,000 | PRN | OTR | 1 | 0 | 4,669,000 | 0 | ||
| RAPID7 INC | NOTE 0.250% 3/1 | 753422AF1 | 21,974,488 | 23,684,000 | PRN | SOLE | 23,684,000 | 0 | 0 | |||
| RAPID7 INC | NOTE 0.250% 3/1 | 753422AF1 | 7,251,841 | 7,816,000 | PRN | OTR | 1 | 0 | 7,816,000 | 0 | ||
| REDFIN CORP | NOTE 0.500% 4/0 | 75737FAE8 | 21,947,888 | 24,302,000 | PRN | SOLE | 24,302,000 | 0 | 0 | |||
| REDFIN CORP | NOTE 0.500% 4/0 | 75737FAE8 | 7,683,839 | 8,508,000 | PRN | OTR | 1 | 0 | 8,508,000 | 0 | ||
| REPLIGEN CORP | NOTE 1.000%12/1 | 759916AD1 | 2,436,572 | 2,452,000 | PRN | SOLE | 2,452,000 | 0 | 0 | |||
| REPLIGEN CORP | NOTE 1.000%12/1 | 759916AD1 | 1,114,940 | 1,122,000 | PRN | OTR | 1 | 0 | 1,122,000 | 0 | ||
| RIOT PLATFORMS INC | COM | 767292105 | 1,869,020 | 1,654 | SH | Call | SOLE | 1,654 | 0 | 0 | ||
| RIOT PLATFORMS INC | COM | 767292105 | 616,980 | 546 | SH | Call | OTR | 1 | 0 | 546 | 0 | |
| SAREPTA THERAPEUTICS INC | NOTE 1.250% 9/1 | 803607AD2 | 28,438,200 | 38,430,000 | PRN | SOLE | 38,430,000 | 0 | 0 | |||
| SAREPTA THERAPEUTICS INC | NOTE 1.250% 9/1 | 803607AD2 | 9,671,800 | 13,070,000 | PRN | OTR | 1 | 0 | 13,070,000 | 0 | ||
| SEA LTD | NOTE 2.375%12/0 | 81141RAF7 | 109,772,031 | 61,861,000 | PRN | SOLE | 61,861,000 | 0 | 0 | |||
| SEA LTD | NOTE 0.250% 9/1 | 81141RAG5 | 29,748,600 | 31,480,000 | PRN | SOLE | 31,480,000 | 0 | 0 | |||
| SEA LTD | SPONSORD ADS | 81141R100 | 1,282,719 | 8,020 | SH | OTR | 1 | 0 | 8,020 | 0 | ||
| SEA LTD | NOTE 0.250% 9/1 | 81141RAG5 | 10,413,900 | 11,020,000 | PRN | OTR | 1 | 0 | 11,020,000 | 0 | ||
| SEA LTD | NOTE 2.375%12/0 | 81141RAF7 | 41,425,586 | 23,345,000 | PRN | OTR | 1 | 0 | 23,345,000 | 0 | ||
| SELECT SECTOR SPDR TR | ENERGY | 81369Y506 | 12,467,070 | 1,470 | SH | Put | SOLE | 1,470 | 0 | 0 | ||
| SELECT SECTOR SPDR TR | ENERGY | 81369Y506 | 1,400,128 | 16,509 | SH | SOLE | 16,509 | 0 | 0 | |||
| SELECT SECTOR SPDR TR | ENERGY | 81369Y506 | 4,494,930 | 530 | SH | Put | OTR | 1 | 0 | 530 | 0 | |
| SELECT SECTOR SPDR TR | ENERGY | 81369Y506 | 504,620 | 5,950 | SH | OTR | 1 | 0 | 5,950 | 0 | ||
| SHAKE SHACK INC | NOTE 3/0 | 819047AB7 | 22,626,603 | 21,087,000 | PRN | SOLE | 21,087,000 | 0 | 0 | |||
| SHAKE SHACK INC | NOTE 3/0 | 819047AB7 | 7,692,423 | 7,169,000 | PRN | OTR | 1 | 0 | 7,169,000 | 0 | ||
| SHIFT4 PMTS INC | NOTE 12/1 | 82452JAB5 | 72,227,939 | 57,133,000 | PRN | SOLE | 57,133,000 | 0 | 0 | |||
| SHIFT4 PMTS INC | NOTE 12/1 | 82452JAB5 | 26,295,506 | 20,800,000 | PRN | OTR | 1 | 0 | 20,800,000 | 0 | ||
| SHOALS TECHNOLOGIES GROUP IN | CL A | 82489W107 | 634,100 | 1,492 | SH | Call | SOLE | 1,492 | 0 | 0 | ||
| SHOALS TECHNOLOGIES GROUP IN | CL A | 82489W107 | 215,900 | 508 | SH | Call | OTR | 1 | 0 | 508 | 0 | |
| SILEXION THERAPEUTICS CORP | *W EXP 08/15/202 | G1281K114 | 172,322 | 14,183 | SH | Call | SOLE | 14,183 | 0 | 0 | ||
| SOLAREDGE TECHNOLOGIES INC | NOTE 9/1 | 83417MAD6 | 28,265,390 | 28,916,000 | PRN | SOLE | 28,916,000 | 0 | 0 | |||
| SOLAREDGE TECHNOLOGIES INC | NOTE 9/1 | 83417MAD6 | 9,610,780 | 9,832,000 | PRN | OTR | 1 | 0 | 9,832,000 | 0 | ||
| SPDR INDEX SHS FDS | EURO STOXX 50 | 78463X202 | 8,911,716 | 1,492 | SH | Put | SOLE | 1,492 | 0 | 0 | ||
| SPDR INDEX SHS FDS | EURO STOXX 50 | 78463X202 | 410,942 | 6,880 | SH | SOLE | 6,880 | 0 | 0 | |||
| SPDR INDEX SHS FDS | EURO STOXX 50 | 78463X202 | 3,034,284 | 508 | SH | Put | OTR | 1 | 0 | 508 | 0 | |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 803,205 | 13 | SH | Put | SOLE | 13 | 0 | 0 | ||
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 2,162,475 | 35 | SH | Call | SOLE | 35 | 0 | 0 | ||
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 432,495 | 7 | SH | Put | OTR | 1 | 0 | 7 | 0 | |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 1,112,130 | 1,800 | SH | OTR | 1 | 0 | 1,800 | 0 | ||
| SPOTIFY USA INC | NOTE 3/1 | 84921RAB6 | 30,599,321 | 20,194,000 | PRN | SOLE | 20,194,000 | 0 | 0 | |||
| SPOTIFY USA INC | NOTE 3/1 | 84921RAB6 | 13,949,557 | 9,206,000 | PRN | OTR | 1 | 0 | 9,206,000 | 0 | ||
| STRIDE INC | NOTE 1.125% 9/0 | 86333MAA6 | 27,970,862 | 10,049,000 | PRN | SOLE | 10,049,000 | 0 | 0 | |||
| STRIDE INC | NOTE 1.125% 9/0 | 86333MAA6 | 9,229,917 | 3,316,000 | PRN | OTR | 1 | 0 | 3,316,000 | 0 | ||
| SUNRUN INC | COM | 86771W105 | 268,598 | 32,836 | SH | SOLE | 32,836 | 0 | 0 | |||
| SUNRUN INC | NOTE 4.000% 3/0 | 86771WAD7 | 1,070,725 | 1,492,000 | PRN | SOLE | 1,492,000 | 0 | 0 | |||
| SUNRUN INC | NOTE 4.000% 3/0 | 86771WAD7 | 364,563 | 508,000 | PRN | OTR | 1 | 0 | 508,000 | 0 | ||
| TELUS CORPORATION | COM | 87971M103 | 1,191,536 | 74,239 | SH | SOLE | 74,239 | 0 | 0 | |||
| TELUS CORPORATION | COM | 87971M103 | 2,267,672 | 141,288 | SH | OTR | 1 | 0 | 141,288 | 0 | ||
| THE REALREAL INC | DEBT 4.000% 2/1 | 88339PAJ0 | 395,242 | 497,000 | PRN | SOLE | 497,000 | 0 | 0 | |||
| TILRAY BRANDS INC | NOTE 5.200% 6/1 | 88688TAC4 | 18,664,926 | 20,404,000 | PRN | SOLE | 20,404,000 | 0 | 0 | |||
| TILRAY BRANDS INC | NOTE 5.200% 6/1 | 88688TAC4 | 6,536,932 | 7,146,000 | PRN | OTR | 1 | 0 | 7,146,000 | 0 | ||
| TPI COMPOSITES INC | NOTE 5.250% 3/1 | 87266JAB0 | 604,846 | 9,216,000 | PRN | SOLE | 9,216,000 | 0 | 0 | |||
| TPI COMPOSITES INC | NOTE 5.250% 3/1 | 87266JAB0 | 217,760 | 3,318,000 | PRN | OTR | 1 | 0 | 3,318,000 | 0 | ||
| TRANSMEDICS GROUP INC | NOTE 1.500% 6/0 | 89377MAB5 | 36,637,610 | 22,827,000 | PRN | SOLE | 22,827,000 | 0 | 0 | |||
| TRANSMEDICS GROUP INC | NOTE 1.500% 6/0 | 89377MAB5 | 12,835,281 | 7,997,000 | PRN | OTR | 1 | 0 | 7,997,000 | 0 | ||
| TRAVERE THERAPEUTICS INC | NOTE 2.500% 9/1 | 761299AB2 | 8,442,858 | 8,540,000 | PRN | SOLE | 8,540,000 | 0 | 0 | |||
| TRAVERE THERAPEUTICS INC | NOTE 2.500% 9/1 | 761299AB2 | 3,040,022 | 3,075,000 | PRN | OTR | 1 | 0 | 3,075,000 | 0 | ||
| TRIPADVISOR INC | NOTE 0.250% 4/0 | 896945AD4 | 16,498,895 | 17,164,000 | PRN | SOLE | 17,164,000 | 0 | 0 | |||
| TRIPADVISOR INC | NOTE 0.250% 4/0 | 896945AD4 | 5,609,855 | 5,836,000 | PRN | OTR | 1 | 0 | 5,836,000 | 0 | ||
| TRIUMPH GROUP INC NEW | COM | 896818101 | 489,121 | 18,995 | SH | SOLE | 18,995 | 0 | 0 | |||
| UPSTART HLDGS INC | NOTE 0.250% 8/1 | 91680MAB3 | 21,478,092 | 22,688,000 | PRN | SOLE | 22,688,000 | 0 | 0 | |||
| UPSTART HLDGS INC | NOTE 0.250% 8/1 | 91680MAB3 | 6,888,932 | 7,277,000 | PRN | OTR | 1 | 0 | 7,277,000 | 0 | ||
| VARONIS SYS INC | NOTE 1.250% 8/1 | 922280AB8 | 41,899,393 | 25,350,000 | PRN | SOLE | 25,350,000 | 0 | 0 | |||
| VARONIS SYS INC | NOTE 1.250% 8/1 | 922280AB8 | 18,015,912 | 10,900,000 | PRN | OTR | 1 | 0 | 10,900,000 | 0 | ||
| VERINT SYSTEMS INC | NOTE 0.250% 4/1 | 92343XAC4 | 24,597,333 | 25,767,000 | PRN | SOLE | 25,767,000 | 0 | 0 | |||
| VERINT SYSTEMS INC | NOTE 0.250% 4/1 | 92343XAC4 | 8,723,190 | 9,138,000 | PRN | OTR | 1 | 0 | 9,138,000 | 0 | ||
| WESTERN DIGITAL CORP | COM | 958102105 | 2,226,852 | 348 | SH | Call | SOLE | 348 | 0 | 0 | ||
| WESTERN DIGITAL CORP | COM | 958102105 | 8,020,443 | 125,339 | SH | SOLE | 125,339 | 0 | 0 | |||
| WESTERN DIGITAL CORP | COM | 958102105 | 972,648 | 152 | SH | Call | OTR | 1 | 0 | 152 | 0 | |
| WESTERN DIGITAL CORP | COM | 958102105 | 3,849,126 | 60,152 | SH | OTR | 1 | 0 | 60,152 | 0 | ||
| WOLFSPEED INC | NOTE 1.750% 5/0 | 225447AD3 | 8,634,498 | 33,701,000 | PRN | SOLE | 33,701,000 | 0 | 0 | |||
| WOLFSPEED INC | NOTE 1.875%12/0 | 977852AD4 | 1,195,294 | 4,666,000 | PRN | SOLE | 4,666,000 | 0 | 0 | |||
| WOLFSPEED INC | NOTE 0.250% 2/1 | 977852AB8 | 108,371 | 423,000 | PRN | SOLE | 423,000 | 0 | 0 | |||
| WOLFSPEED INC | NOTE 1.750% 5/0 | 225447AD3 | 3,023,010 | 11,799,000 | PRN | OTR | 1 | 0 | 11,799,000 | 0 | ||
| WOLFSPEED INC | NOTE 1.875%12/0 | 977852AD4 | 441,126 | 1,722,000 | PRN | OTR | 1 | 0 | 1,722,000 | 0 | ||
| WORKIVA INC | NOTE 1.250% 8/1 | 98139AAD7 | 10,060,858 | 10,820,000 | PRN | SOLE | 10,820,000 | 0 | 0 | |||
| WORKIVA INC | NOTE 1.250% 8/1 | 98139AAD7 | 3,421,808 | 3,680,000 | PRN | OTR | 1 | 0 | 3,680,000 | 0 | ||
| ZYNEX INC | NOTE 5.000% 5/1 | 98986MAD5 | 1,636,290 | 2,556,000 | PRN | SOLE | 2,556,000 | 0 | 0 | |||
| ZYNEX INC | NOTE 5.000% 5/1 | 98986MAD5 | 604,326 | 944,000 | PRN | OTR | 1 | 0 | 944,000 | 0 | ||