Chief Operating Officer and Chief Compliance Officer

0001387131-20-007494.txt : 20200814 0001387131-20-007494.hdr.sgml : 20200814 20200814115029 ACCESSION NUMBER: 0001387131-20-007494 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20200630 FILED AS OF DATE: 20200814 DATE AS OF CHANGE: 20200814 EFFECTIVENESS DATE: 20200814 FILER: COMPANY DATA: COMPANY CONFORMED NAME: DeepCurrents Investment Group LLC CENTRAL INDEX KEY: 0001754535 IRS NUMBER: 813860813 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-19350 FILM NUMBER: 201103102 BUSINESS ADDRESS: STREET 1: 546 FIFTH AVE, 20TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10036 BUSINESS PHONE: 646-490-3260 MAIL ADDRESS: STREET 1: 546 FIFTH AVE, 20TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10036 13F-HR 1 primary_doc.xml 13F-HR LIVE false false false 0001754535 XXXXXXXX 06-30-2020 06-30-2020 false DeepCurrents Investment Group LLC

546 Fifth Ave, 20th Floor New York NY 10036

13F HOLDINGS REPORT 028-19350 N Chris Walsh Chief Operating Officer and Chief Compliance Officer 646-490-3260 Chris Walsh New York NY 08-14-2020 1 229 2734071 1 0001454027 028-13309 Verition Fund Management LLC INFORMATION TABLE 2 infotable.xml HOLDINGS REPORT BOOKING HOLDINGS INC COM 09857L108 5414 3400 SH Call SOLE 3400 0 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 5057 41000 SH Call SOLE 41000 0 0 CISCO SYS INC COM 17275R102 5746 123200 SH Call SOLE 123200 0 0 CYBERARK SOFTWARE LTD SHS M2682V108 1112 11200 SH Call SOLE 11200 0 0 ISHARES TR MSCI EAFE ETF 464287465 4145 68100 SH Call SOLE 68100 0 0 ISHARES TR CHINA LG-CAP ETF 464287184 12 300 SH Call SOLE 300 0 0 ILLUMINA INC COM 452327109 2222 6000 SH Call SOLE 6000 0 0 JOHNSON & JOHNSON COM 478160104 2531 18000 SH Call SOLE 18000 0 0 LOWES COS INC COM 548661107 3770 27900 SH Call SOLE 27900 0 0 VIAVI SOLUTIONS INC COM 925550105 8010 628700 SH Call SOLE 628700 0 0 CISCO SYS INC COM 17275R102 5746 123200 SH Put SOLE 123200 0 0 ISHARES TR MSCI EAFE ETF 464287465 4145 68100 SH Put SOLE 68100 0 0 ISHARES TR CHINA LG-CAP ETF 464287184 23661 596000 SH Put SOLE 596000 0 0 INTERCEPT PHARMACEUTICALS IN COM 45845P108 632 13200 SH Put SOLE 13200 0 0 II-VI INC COM 902104108 3660 77500 SH Put SOLE 77500 0 0 JOHNSON & JOHNSON COM 478160104 3009 21400 SH Put SOLE 21400 0 0 LOWES COS INC COM 548661107 3770 27900 SH Put SOLE 27900 0 0 NEW RELIC INC COM 64829B100 4589 66600 SH Put SOLE 66600 0 0 PURE STORAGE INC CL A 74624M102 6468 373200 SH Put SOLE 373200 0 0 TILRAY INC COM CL 2 88688T100 498 70000 SH Put SOLE 70000 0 0 UNITED AIRLS HLDGS INC COM 910047109 2620 75700 SH Put SOLE 75700 0 0 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 3918 169300 SH Put SOLE 169300 0 0 DEXCOM INC NOTE 0.750% 5/1 252131AF4 772 189000 PRN SOLE 189000 0 0 LEXICON PHARMACEUTICALS INC NOTE 5.250%12/0 528872AB0 144 291000 PRN SOLE 291000 0 0 OMEROS CORP NOTE 6.250%11/1 682143AE2 1565 1518000 PRN SOLE 1518000 0 0 Q2 HLDGS INC NOTE 0.750% 2/1 74736LAB5 3410 2157000 PRN SOLE 2157000 0 0 MERCADOLIBRE INC NOTE 2.000% 8/1 58733RAD4 5052 2205000 PRN SOLE 2205000 0 0 SQUARE INC NOTE 0.500% 5/1 852234AD5 3308 2222000 PRN SOLE 2222000 0 0 VONAGE HLDGS CORP NOTE 1.750% 6/0 92886TAJ1 2620 2796000 PRN SOLE 2796000 0 0 TILRAY INC NOTE 5.000%10/0 88688TAB6 1430 3438000 PRN SOLE 3438000 0 0 IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 4051 3860000 PRN SOLE 3860000 0 0 NEOGENOMICS INC NOTE 1.250% 5/0 64049MAA8 4848 4441000 PRN SOLE 4441000 0 0 XERIS PHARMACEUTICALS INC NOTE 5.000% 7/1 98422LAA5 4633 4544000 PRN SOLE 4544000 0 0 INCYTE CORP NOTE 1.250%11/1 45337CAN2 9168 4587000 PRN SOLE 4587000 0 0 THERAVANCE BIOPHARMA INC NOTE 3.250%11/0 88339KAA0 5260 5320000 PRN SOLE 5320000 0 0 THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 5559 5597000 PRN SOLE 5597000 0 0 VEONEER INC NOTE 4.000% 6/0 92336XAA7 5616 6818000 PRN SOLE 6818000 0 0 NEVRO CORP NOTE 2.750% 4/0 64157FAC7 10529 7706000 PRN SOLE 7706000 0 0 EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 11127 8142000 PRN SOLE 8142000 0 0 OASIS PETROLEUM INC NOTE 2.625% 9/1 674215AJ7 1450 8889000 PRN SOLE 8889000 0 0 WAYFAIR INC NOTE 1.125%11/0 94419LAD3 17617 9856000 PRN SOLE 9856000 0 0 SQUARE INC NOTE 0.375% 3/0 852234AB9 45022 9914000 PRN SOLE 9914000 0 0 CHEGG INC NOTE 0.250% 5/1 163092AB5 27804 11094000 PRN SOLE 11094000 0 0 TESLA INC NOTE 2.375% 3/1 88160RAD3 41760 12593000 PRN SOLE 12593000 0 0 EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 8566 13299000 PRN SOLE 13299000 0 0 CHEGG INC NOTE 0.125% 3/1 163092AD1 19491 13740000 PRN SOLE 13740000 0 0 CTRIP COM INTL LTD DBCV 1.990% 7/0 22943FAH3 13970 13962000 PRN SOLE 13962000 0 0 GUESS INC NOTE 2.000% 4/1 401617AD7 9613 14118000 PRN SOLE 14118000 0 0 PLURALSIGHT INC NOTE 0.375% 3/0 72941BAB2 12610 14230000 PRN SOLE 14230000 0 0 SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 16513 15483000 PRN SOLE 15483000 0 0 KARYOPHARM THERAPEUTICS INC NOTE 3.000%10/1 48576UAA4 22809 15951000 PRN SOLE 15951000 0 0 NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 16152 16560000 PRN SOLE 16560000 0 0 WIX COM LTD NOTE 7/0 92940WAB5 31286 16828000 PRN SOLE 16828000 0 0 CHINA LODGING GROUP LTD NOTE 0.375%11/0 16949NAC3 17008 16910000 PRN SOLE 16910000 0 0 GOSSAMER BIO INC NOTE 5.000% 6/0 38341PAA0 17384 17179000 PRN SOLE 17179000 0 0 PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 17524 17748000 PRN SOLE 17748000 0 0 PTC THERAPEUTICS INC NOTE 3.000% 8/1 69366JAB7 20845 17956000 PRN SOLE 17956000 0 0 COUPA SOFTWARE INC NOTE 0.125% 6/1 22266LAC0 33327 18380000 PRN SOLE 18380000 0 0 INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 14702 19603000 PRN SOLE 19603000 0 0 REPLIGEN CORP NOTE 0.375% 7/1 759916AB5 25467 20255000 PRN SOLE 20255000 0 0 RETROPHIN INC NOTE 2.500% 9/1 761299AB2 17349 20471000 PRN SOLE 20471000 0 0 DEXCOM INC NOTE 0.750%12/0 252131AH0 54835 22058000 PRN SOLE 22058000 0 0 TWILIO INC NOTE 0.250% 6/0 90138FAB8 70233 22601000 PRN SOLE 22601000 0 0 CREE INC NOTE 0.875% 9/0 225447AB7 29199 24767000 PRN SOLE 24767000 0 0 INFINERA CORP NOTE 2.125% 9/0 45667GAC7 21500 24905000 PRN SOLE 24905000 0 0 TESLA INC NOTE 1.250% 3/0 88160RAC5 183893 61272000 PRN SOLE 61272000 0 0 BILIBILI INC NOTE 1.375% 4/0 090040AB2 59995 31370000 PRN SOLE 31370000 0 0 LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 49565 33076000 PRN SOLE 33076000 0 0 IQIYI INC NOTE 3.750%12/0 46267XAB4 46513 42083000 PRN SOLE 42083000 0 0 PACIRA BIOSCIENCES NOTE 2.375% 4/0 695127AD2 47814 43914000 PRN SOLE 43914000 0 0 SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 107268 46714000 PRN SOLE 46714000 0 0 RESTORATION HARDWARE HLDGS I DBCV 7/1 761283AC4 96628 49683000 PRN SOLE 49683000 0 0 NUTANIX INC NOTE 1/1 67059NAB4 47681 53402000 PRN SOLE 53402000 0 0 NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 2389 55972 PRN SOLE 55972 0 0 DOCUSIGN INC NOTE 0.500% 9/1 256163AB2 141375 57763000 PRN SOLE 57763000 0 0 WAYFAIR INC NOTE 0.375% 9/0 94419LAB7 124545 65378000 PRN SOLE 65378000 0 0 ETSY INC NOTE 3/0 29786AAC0 192001 65390000 PRN SOLE 65390000 0 0 BOOKING HOLDINGS INC COM 09857L108 572 359 SH SOLE 359 0 0 DMY TECHNOLOGY GROUP INC UNIT 99/99/9999 233253202 5 514 SH SOLE 514 0 0 DFP HEALTHCARE ACQUISITNS CO UNIT 03/31/2025 23343Q209 11 1030 SH SOLE 1030 0 0 LOWES COS INC COM 548661107 155 1145 SH SOLE 1145 0 0 NUANCE COMMUNICATIONS INC COM 67020Y100 41 1628 SH SOLE 1628 0 0 FINSERV ACQUISITION CORP UNIT 12/31/2026 318085206 61 5793 SH SOLE 5793 0 0 ILLUMINA INC COM 452327109 2164 5843 SH SOLE 5843 0 0 WESTERN DIGITAL CORP. COM 958102105 263 5958 SH SOLE 5958 0 0 SPLUNK INC COM 848637104 1378 6934 SH SOLE 6934 0 0 ISHARES TR CHINA LG-CAP ETF 464287184 410 10340 SH SOLE 10340 0 0 GORES HLDGS IV INC UNIT 02/01/2023 382865202 125 11988 SH SOLE 11988 0 0 BRISTOW GROUP INC COM 11040G103 199 14259 SH SOLE 14259 0 0 JOHNSON & JOHNSON COM 478160104 2133 15169 SH SOLE 15169 0 0 SPDR GOLD TR GOLD SHS 78463V107 3532 21105 SH SOLE 21105 0 0 INTERDIGITAL INC COM 45867G101 1274 22490 SH SOLE 22490 0 0 EURONET WORLDWIDE INC COM 298736109 2225 23219 SH SOLE 23219 0 0 NRG ENERGY INC COM NEW 629377508 1245 38239 SH SOLE 38239 0 0 JUNIPER INDL HLDGS INC UNIT 11/13/2026 48205G205 599 58183 SH SOLE 58183 0 0 INSIGHT ENTERPRISES INC COM 45765U103 2907 59083 SH SOLE 59083 0 0 CIIG MERGER CORP UNIT 12/31/2026 12559C202 613 59805 SH SOLE 59805 0 0 AMPLITUDE HLTHCRE AQUSTIN CO UNIT 12/01/2026 03212A204 650 63760 SH SOLE 63760 0 0 HEALTHCARE MERGER CORP UNIT 12/17/2021 42227L201 697 67662 SH SOLE 67662 0 0 EXACT SCIENCES CORP COM 30063P105 7691 88462 SH SOLE 88462 0 0 CITIC CAPITAL ACQUISITION CO UNIT 99/99/9999 G21513125 948 93284 SH SOLE 93284 0 0 KENSINGTON CAP ACQUISITION C UNIT 07/01/2027 490073202 949 94697 SH SOLE 94697 0 0 SCVX CORP UNIT 99/99/9999 G79448109 1032 108623 SH SOLE 108623 0 0 YUNHONG INTL CL A SHS G98882106 1196 119032 SH SOLE 119032 0 0 INTERPRIVATE ACQUISITION COR UNIT 10/29/2024 46064A202 1230 121076 SH SOLE 121076 0 0 CONMED CORP COM 207410101 9697 134694 SH SOLE 134694 0 0 KBR INC COM 48242W106 3114 138103 SH SOLE 138103 0 0 CHP MERGER CORP UNIT 11/22/2024 12558Y205 1519 154048 SH SOLE 154048 0 0 JOYY INC ADS REPSTG COM A 46591M109 13719 154934 SH SOLE 154934 0 0 COLLECTIVE GROWTH CORP UNIT 04/29/2025 19424L200 1838 193232 SH SOLE 193232 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 5485 359190 SH SOLE 359190 0 0 VIAVI SOLUTIONS INC COM 925550105 14560 1142859 SH SOLE 1142859 0 0 CISCO SYS INC COM 17275R102 1843 39500 SH Put OTR 1 0 39500 0 ISHARES TR MSCI EAFE ETF 464287465 1333 21900 SH Put OTR 1 0 21900 0 ISHARES TR CHINA LG-CAP ETF 464287184 7844 197600 SH Put OTR 1 0 197600 0 INTERCEPT PHARMACEUTICALS IN COM 45845P108 211 4400 SH Put OTR 1 0 4400 0 II-VI INC COM 902104108 1176 24900 SH Put OTR 1 0 24900 0 JOHNSON & JOHNSON COM 478160104 1055 7500 SH Put OTR 1 0 7500 0 LOWES COS INC COM 548661107 1216 9000 SH Put OTR 1 0 9000 0 NEW RELIC INC COM 64829B100 1612 23400 SH Put OTR 1 0 23400 0 PURE STORAGE INC CL A 74624M102 2197 126800 SH Put OTR 1 0 126800 0 TILRAY INC COM CL 2 88688T100 333 46900 SH Put OTR 1 0 46900 0 UNITED AIRLS HLDGS INC COM 910047109 841 24300 SH Put OTR 1 0 24300 0 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 1294 55900 SH Put OTR 1 0 55900 0 BOOKING HOLDINGS INC COM 09857L108 2548 1600 SH Call OTR 1 0 1600 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 1665 13500 SH Call OTR 1 0 13500 0 CISCO SYS INC COM 17275R102 1843 39500 SH Call OTR 1 0 39500 0 CYBERARK SOFTWARE LTD SHS M2682V108 377 3800 SH Call OTR 1 0 3800 0 ISHARES TR MSCI EAFE ETF 464287465 1333 21900 SH Call OTR 1 0 21900 0 ISHARES TR CHINA LG-CAP ETF 464287184 4 100 SH Call OTR 1 0 100 0 JOHNSON & JOHNSON COM 478160104 886 6300 SH Call OTR 1 0 6300 0 LOWES COS INC COM 548661107 1216 9000 SH Call OTR 1 0 9000 0 VIAVI SOLUTIONS INC COM 925550105 5367 421300 SH Call OTR 1 0 421300 0 DEXCOM INC NOTE 0.750% 5/1 252131AF4 249 61000 PRN OTR 1 0 61000 0 XERIS PHARMACEUTICALS INC NOTE 5.000% 7/1 98422LAA5 371 364000 PRN OTR 1 0 364000 0 LEXICON PHARMACEUTICALS INC NOTE 5.250%12/0 528872AB0 351 709000 PRN OTR 1 0 709000 0 SQUARE INC NOTE 0.500% 5/1 852234AD5 1158 778000 PRN OTR 1 0 778000 0 MERCADOLIBRE INC NOTE 2.000% 8/1 58733RAD4 1821 795000 PRN OTR 1 0 795000 0 CTRIP COM INTL LTD DBCV 1.990% 7/0 22943FAH3 832 832000 PRN OTR 1 0 832000 0 Q2 HLDGS INC NOTE 0.750% 2/1 74736LAB5 1333 843000 PRN OTR 1 0 843000 0 VONAGE HLDGS CORP NOTE 1.750% 6/0 92886TAJ1 918 979000 PRN OTR 1 0 979000 0 XERIS PHARMACEUTICALS INC NOTE 5.000% 7/1 98422LAA5 1113 1092000 PRN OTR 1 0 1092000 0 IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 1255 1196000 PRN OTR 1 0 1196000 0 OMEROS CORP NOTE 6.250%11/1 682143AE2 1399 1357000 PRN OTR 1 0 1357000 0 NEOGENOMICS INC NOTE 1.250% 5/0 64049MAA8 1702 1559000 PRN OTR 1 0 1559000 0 THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 1890 1903000 PRN OTR 1 0 1903000 0 GLOBAL EAGLE ENTMT INC NOTE 2.750% 2/1 37951DAB8 191 2000000 PRN OTR 1 0 2000000 0 INCYTE CORP NOTE 1.250%11/1 45337CAN2 4587 2295000 PRN OTR 1 0 2295000 0 TILRAY INC NOTE 5.000%10/0 88688TAB6 956 2299000 PRN OTR 1 0 2299000 0 THERAVANCE BIOPHARMA INC NOTE 3.250%11/0 88339KAA0 2376 2403000 PRN OTR 1 0 2403000 0 NEVRO CORP NOTE 2.750% 4/0 64157FAC7 3476 2544000 PRN OTR 1 0 2544000 0 EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 3781 2767000 PRN OTR 1 0 2767000 0 SQUARE INC NOTE 0.375% 3/0 852234AB9 13955 3073000 PRN OTR 1 0 3073000 0 OASIS PETROLEUM INC NOTE 2.625% 9/1 674215AJ7 507 3111000 PRN OTR 1 0 3111000 0 VEONEER INC NOTE 4.000% 6/0 92336XAA7 2662 3232000 PRN OTR 1 0 3232000 0 WAYFAIR INC NOTE 1.125%11/0 94419LAD3 5990 3351000 PRN OTR 1 0 3351000 0 TESLA INC NOTE 2.375% 3/1 88160RAD3 12956 3907000 PRN OTR 1 0 3907000 0 CHEGG INC NOTE 0.250% 5/1 163092AB5 10000 3990000 PRN OTR 1 0 3990000 0 EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 2658 4127000 PRN OTR 1 0 4127000 0 PLURALSIGHT INC NOTE 0.375% 3/0 72941BAB2 3909 4412000 PRN OTR 1 0 4412000 0 GUESS INC NOTE 2.000% 4/1 401617AD7 3076 4518000 PRN OTR 1 0 4518000 0 CHEGG INC NOTE 0.125% 3/1 163092AD1 6631 4674000 PRN OTR 1 0 4674000 0 SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 5617 5267000 PRN OTR 1 0 5267000 0 WIX COM LTD NOTE 7/0 92940WAB5 10040 5400000 PRN OTR 1 0 5400000 0 KARYOPHARM THERAPEUTICS INC NOTE 3.000%10/1 48576UAA4 7977 5579000 PRN OTR 1 0 5579000 0 NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 5468 5606000 PRN OTR 1 0 5606000 0 GOSSAMER BIO INC NOTE 5.000% 6/0 38341PAA0 5739 5671000 PRN OTR 1 0 5671000 0 PTC THERAPEUTICS INC NOTE 3.000% 8/1 69366JAB7 6673 5748000 PRN OTR 1 0 5748000 0 COUPA SOFTWARE INC NOTE 0.125% 6/1 22266LAC0 10669 5884000 PRN OTR 1 0 5884000 0 PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 5960 6036000 PRN OTR 1 0 6036000 0 CHINA LODGING GROUP LTD NOTE 0.375%11/0 16949NAC3 6123 6088000 PRN OTR 1 0 6088000 0 INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 4704 6272000 PRN OTR 1 0 6272000 0 SEA LTD NOTE 2.250% 7/0 81141RAB6 37439 6911000 PRN OTR 1 0 6911000 0 REPLIGEN CORP NOTE 0.375% 7/1 759916AB5 8844 7034000 PRN OTR 1 0 7034000 0 TWILIO INC NOTE 0.250% 6/0 90138FAB8 22495 7239000 PRN OTR 1 0 7239000 0 DEXCOM INC NOTE 0.750%12/0 252131AH0 18098 7280000 PRN OTR 1 0 7280000 0 RETROPHIN INC NOTE 2.500% 9/1 761299AB2 6246 7370000 PRN OTR 1 0 7370000 0 INFINERA CORP NOTE 2.125% 9/0 45667GAC7 6866 7953000 PRN OTR 1 0 7953000 0 CREE INC NOTE 0.875% 9/0 225447AB7 9634 8172000 PRN OTR 1 0 8172000 0 PACIRA BIOSCIENCES NOTE 2.375% 4/0 695127AD2 15779 14492000 PRN OTR 1 0 14492000 0 SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 34325 14948000 PRN OTR 1 0 14948000 0 NUTANIX INC NOTE 1/1 67059NAB4 15736 17623000 PRN OTR 1 0 17623000 0 BILIBILI INC NOTE 1.375% 4/0 090040AB2 34578 18080000 PRN OTR 1 0 18080000 0 DOCUSIGN INC NOTE 0.500% 9/1 256163AB2 45479 18582000 PRN OTR 1 0 18582000 0 LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 28292 18880000 PRN OTR 1 0 18880000 0 NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 808 19028 PRN OTR 1 0 19028 0 IQIYI INC NOTE 3.750%12/0 46267XAB4 21467 19422000 PRN OTR 1 0 19422000 0 RESTORATION HARDWARE HLDGS I DBCV 7/1 761283AC4 39198 20154000 PRN OTR 1 0 20154000 0 TESLA INC NOTE 1.250% 3/0 88160RAC5 62520 20831000 PRN OTR 1 0 20831000 0 ETSY INC NOTE 3/0 29786AAC0 63260 21544000 PRN OTR 1 0 21544000 0 WAYFAIR INC NOTE 0.375% 9/0 94419LAB7 43329 22745000 PRN OTR 1 0 22745000 0 RAYTHEON TECHNOLOGIES CORP COM 75513E101 1 23 SH OTR 1 0 23 0 BOOKING HOLDINGS INC COM 09857L108 185 116 SH OTR 1 0 116 0 DMY TECHNOLOGY GROUP INC UNIT 99/99/9999 233253202 2 173 SH OTR 1 0 173 0 CATERPILLAR INC DEL COM 149123101 29 233 SH OTR 1 0 233 0 LOWES COS INC COM 548661107 50 369 SH OTR 1 0 369 0 DFP HEALTHCARE ACQUISITNS CO UNIT 03/31/2025 23343Q209 4 370 SH OTR 1 0 370 0 NUANCE COMMUNICATIONS INC COM 67020Y100 14 553 SH OTR 1 0 553 0 DISH NETWORK CORPORATION CL A 25470M109 60 1736 SH OTR 1 0 1736 0 FINSERV ACQUISITION CORP UNIT 12/31/2026 318085206 20 1907 SH OTR 1 0 1907 0 WESTERN DIGITAL CORP. COM 958102105 92 2085 SH OTR 1 0 2085 0 SPLUNK INC COM 848637104 441 2220 SH OTR 1 0 2220 0 GORES HLDGS IV INC UNIT 02/01/2023 382865202 39 3712 SH OTR 1 0 3712 0 T-MOBILE US INC RIGHT 07/27/2020 872590112 1 4850 SH OTR 1 0 4850 0 JOHNSON & JOHNSON COM 478160104 747 5315 SH OTR 1 0 5315 0 SPDR GOLD TR GOLD SHS 78463V107 1133 6772 SH OTR 1 0 6772 0 ILLUMINA INC COM 452327109 1884 5087 SH OTR 1 0 5087 0 INTERDIGITAL INC COM 45867G101 497 8785 SH OTR 1 0 8785 0 NRG ENERGY INC COM NEW 629377508 448 13763 SH OTR 1 0 13763 0 EURONET WORLDWIDE INC COM 298736109 1333 13915 SH OTR 1 0 13915 0 BRISTOW GROUP INC COM 11040G103 200 14371 SH OTR 1 0 14371 0 CIIG MERGER CORP UNIT 12/31/2026 12559C202 184 17959 SH OTR 1 0 17959 0 JUNIPER INDL HLDGS INC UNIT 11/13/2026 48205G205 200 19452 SH OTR 1 0 19452 0 HEALTHCARE MERGER CORP UNIT 12/17/2021 42227L201 216 20966 SH OTR 1 0 20966 0 AMPLITUDE HLTHCRE AQUSTIN CO UNIT 12/01/2026 03212A204 215 21040 SH OTR 1 0 21040 0 INSIGHT ENTERPRISES INC COM 45765U103 1047 21271 SH OTR 1 0 21271 0 EXACT SCIENCES CORP COM 30063P105 2161 24861 SH OTR 1 0 24861 0 KENSINGTON CAP ACQUISITION C UNIT 07/01/2027 490073202 304 30303 SH OTR 1 0 30303 0 CITIC CAPITAL ACQUISITION CO UNIT 99/99/9999 G21513125 319 31716 SH OTR 1 0 31716 0 SCVX CORP UNIT 99/99/9999 G79448109 349 33669 SH OTR 1 0 33669 0 YUNHONG INTL CL A SHS G98882106 407 40468 SH OTR 1 0 40468 0 INTERPRIVATE ACQUISITION COR UNIT 10/29/2024 46064A202 418 41160 SH OTR 1 0 41160 0 KBR INC COM 48242W106 1028 45578 SH OTR 1 0 45578 0 CONMED CORP COM 207410101 3492 48509 SH OTR 1 0 48509 0 JOYY INC ADS REPSTG COM A 46591M109 4398 49665 SH OTR 1 0 49665 0 CHP MERGER CORP UNIT 11/22/2024 12558Y205 501 50816 SH OTR 1 0 50816 0 COLLECTIVE GROWTH CORP UNIT 04/29/2025 19424L200 606 63736 SH OTR 1 0 63736 0 VISHAY INTERTECHNOLOGY INC COM 928298108 1864 122096 SH OTR 1 0 122096 0 VIAVI SOLUTIONS INC COM 925550105 9755 765721 SH OTR 1 0 765721 0