Chief Operating Officer and Chief Compliance Officer

0001387131-21-002409.txt : 20210216 0001387131-21-002409.hdr.sgml : 20210216 20210216094100 ACCESSION NUMBER: 0001387131-21-002409 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20201231 FILED AS OF DATE: 20210216 DATE AS OF CHANGE: 20210216 EFFECTIVENESS DATE: 20210216 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: 21633494 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 12-31-2020 12-31-2020 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 /s/ Chris Walsh New York NY 02-16-2021 1 271 3804931 1 0001454027 028-13309 Verition Fund Management LLC INFORMATION TABLE 2 infotable.xml HOLDINGS REPORT INTERPRIVATE ACQUISITION COR *W EXP 10/24/202 46064A111 125 8586 SH Call SOLE 8586 0 0 CIIG MERGER CORP *W EXP 12/31/202 12559C111 378 13460 SH Call SOLE 13460 0 0 PROPERTY SOLUTIONS ACQUISITI *W EXP 03/20/202 74348Q116 185 18522 SH Call SOLE 18522 0 0 JUNIPER INDL HLDGS INC *W EXP 11/13/202 48205G114 213 19934 SH Call SOLE 19934 0 0 CITIC CAPITAL ACQUISITION CO *W EXP 01/17/202 G21513117 304 29017 SH Call SOLE 29017 0 0 AMPLITUDE HLTHCRE AQUSTIN CO *W EXP 12/01/202 03212A113 292 29136 SH Call SOLE 29136 0 0 SCVX CORP *W EXP 01/24/202 G79448117 550 53433 SH Call SOLE 53433 0 0 COLLECTIVE GROWTH CORP *W EXP 04/30/202 19424L119 946 66214 SH Call SOLE 66214 0 0 CHP MERGER CORP *W EXP 11/22/202 12558Y114 699 68151 SH Call SOLE 68151 0 0 AMERICAN AIRLS GROUP INC COM 02376R102 194 12300 SH Call SOLE 12300 0 0 AMERICAN AIRLS GROUP INC COM 02376R102 194 12300 SH Put SOLE 12300 0 0 ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 13358 57400 SH Call SOLE 57400 0 0 BOOKING HOLDINGS INC COM 09857L108 3786 1700 SH Put SOLE 1700 0 0 SALESFORCE COM INC COM 79466L302 15755 70800 SH Call SOLE 70800 0 0 GUESS INC COM 401617105 1712 75700 SH Put SOLE 75700 0 0 HONEYWELL INTL INC COM 438516106 1531 7200 SH Put SOLE 7200 0 0 HONEYWELL INTL INC COM 438516106 1531 7200 SH Call SOLE 7200 0 0 INTERCEPT PHARMACEUTICALS IN COM 45845P108 1867 75600 SH Put SOLE 75600 0 0 INFINERA CORP COM 45667G103 2453 234100 SH Put SOLE 234100 0 0 INTEL CORP COM 458140100 7064 141800 SH Call SOLE 141800 0 0 ISHARES TR RUSSELL 2000 ETF 464287655 18390 93800 SH Put SOLE 93800 0 0 ISHARES TR RUSSELL 2000 ETF 464287655 29939 152700 SH Call SOLE 152700 0 0 ISHARES TR U.S. REAL ES ETF 464287739 6175 72100 SH Put SOLE 72100 0 0 ISHARES TR U.S. REAL ES ETF 464287739 6175 72100 SH Call SOLE 72100 0 0 LIVE NATION ENTERTAINMENT IN COM 538034109 3637 49500 SH Put SOLE 49500 0 0 NEW RELIC INC COM 64829B100 4356 66600 SH Put SOLE 66600 0 0 NUTANIX INC CL A 67059N108 5121 160700 SH Put SOLE 160700 0 0 PFIZER INC COM 717081103 6261 170100 SH Call SOLE 170100 0 0 PURE STORAGE INC CL A 74624M102 8438 373200 SH Put SOLE 373200 0 0 TILRAY INC COM CL 2 88688T100 2095 253700 SH Put SOLE 253700 0 0 UNITED AIRLS HLDGS INC COM 910047109 3066 70900 SH Call SOLE 70900 0 0 VIAVI SOLUTIONS INC COM 925550105 6905 461100 SH Put SOLE 461100 0 0 VEONEER INC COM 92336X109 1444 67800 SH Put SOLE 67800 0 0 SELECT SECTOR SPDR TR ENERGY 81369Y506 652 17200 SH Call SOLE 17200 0 0 SAILPOINT TECHNOLOGIES HLDGS NOTE 0.125% 9/1 78781PAB1 1342 694000 PRN SOLE 694000 0 0 PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 1132 1064000 PRN SOLE 1064000 0 0 COLLEGIUM PHARMACEUTICAL INC NOTE 2.625% 2/1 19459JAA2 2332 2374000 PRN SOLE 2374000 0 0 SQUARE INC NOTE 0.500% 5/1 852234AD5 7281 2593000 PRN SOLE 2593000 0 0 CHEFS WHSE INC NOTE 1.875%12/0 163086AB7 3371 3495000 PRN SOLE 3495000 0 0 NOVAVAX INC NOTE 3.750% 2/0 670002AB0 4470 3546000 PRN SOLE 3546000 0 0 NEOGENOMICS INC NOTE 1.250% 5/0 64049MAA8 6253 3847000 PRN SOLE 3847000 0 0 OMEROS CORP NOTE 5.250% 2/1 682143AG7 11756 10993000 PRN SOLE 10993000 0 0 CYTOKINETICS INC NOTE 4.000%11/1 23282WAA8 8958 4165000 PRN SOLE 4165000 0 0 SPLUNK INC NOTE 1.125% 9/1 848637AD6 6104 4517000 PRN SOLE 4517000 0 0 PACIRA BIOSCIENCES INC NOTE 2.375% 4/0 695127AD2 6214 5434000 PRN SOLE 5434000 0 0 YY INC NOTE 0.750% 6/1 98426TAD8 5689 5562000 PRN SOLE 5562000 0 0 BEST INC NOTE 1.750%10/0 08653CAB2 3833 5729000 PRN SOLE 5729000 0 0 VEONEER INC NOTE 4.000% 6/0 92336XAA7 9447 7782000 PRN SOLE 7782000 0 0 EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 11488 8778000 PRN SOLE 8778000 0 0 INVITAE CORP NOTE 2.000% 9/0 46185LAB9 16774 10417000 PRN SOLE 10417000 0 0 IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 11490 10603000 PRN SOLE 10603000 0 0 PINDUODUO INC NOTE 12/0 722304AC6 14407 11702000 PRN SOLE 11702000 0 0 CREE INC NOTE 0.875% 9/0 225447AB7 22423 12344000 PRN SOLE 12344000 0 0 TESLA INC NOTE 2.375% 3/1 88160RAD3 135357 12593000 PRN SOLE 12593000 0 0 TILRAY INC NOTE 5.000%10/0 88688TAB6 10609 12630000 PRN SOLE 12630000 0 0 GUESS INC NOTE 2.000% 4/1 401617AD7 14619 12982000 PRN SOLE 12982000 0 0 CHEGG INC NOTE 0.125% 3/1 163092AD1 24307 13365000 PRN SOLE 13365000 0 0 ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 14186 13640000 PRN SOLE 13640000 0 0 IQIYI INC NOTE 4.000%12/1 46267XAE8 13942 13966000 PRN SOLE 13966000 0 0 WAYFAIR INC NOTE 1.125%11/0 94419LAD3 30374 14904000 PRN SOLE 14904000 0 0 EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 12920 15143000 PRN SOLE 15143000 0 0 PROOFPOINT INC NOTE 0.250% 8/1 743424AF0 17149 15421000 PRN SOLE 15421000 0 0 NEVRO CORP NOTE 2.750% 4/0 64157FAC7 28060 15444000 PRN SOLE 15444000 0 0 SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 21381 15483000 PRN SOLE 15483000 0 0 KARYOPHARM THERAPEUTICS INC NOTE 3.000%10/1 48576UAA4 19984 15951000 PRN SOLE 15951000 0 0 GOSSAMER BIO INC NOTE 5.000% 6/0 38341PAA0 15805 17179000 PRN SOLE 17179000 0 0 LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 24969 17520000 PRN SOLE 17520000 0 0 SHOPIFY INC NOTE 0.125%11/0 82509LAA5 21044 17806000 PRN SOLE 17806000 0 0 PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 20597 18600000 PRN SOLE 18600000 0 0 COUPA SOFTWARE INC NOTE 0.125% 6/1 22266LAC0 40599 18615000 PRN SOLE 18615000 0 0 HUAZHU GROUP LTD NOTE 0.375%11/0 16949NAC3 22073 19097000 PRN SOLE 19097000 0 0 RETROPHIN INC NOTE 2.500% 9/1 761299AB2 19662 19335000 PRN SOLE 19335000 0 0 REPLIGEN CORP NOTE 0.375% 7/1 759916AB5 33943 19353000 PRN SOLE 19353000 0 0 PINDUODUO INC NOTE 10/0 722304AB8 87330 20947000 PRN SOLE 20947000 0 0 NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 21235 21530000 PRN SOLE 21530000 0 0 SEA LTD NOTE 1.000%12/0 81141RAD2 89543 22595000 PRN SOLE 22595000 0 0 PTC THERAPEUTICS INC NOTE 3.000% 8/1 69366JAB7 29655 23113000 PRN SOLE 23113000 0 0 INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 19825 25455000 PRN SOLE 25455000 0 0 WIX COM LTD NOTE 7/0 92940WAB5 50347 27236000 PRN SOLE 27236000 0 0 INFINERA CORP NOTE 2.125% 9/0 45667GAC7 34458 27557000 PRN SOLE 27557000 0 0 DEXCOM INC NOTE 0.750%12/0 252131AH0 65625 28759000 PRN SOLE 28759000 0 0 TESLA INC NOTE 1.250% 3/0 88160RAC5 599087 61272000 PRN SOLE 61272000 0 0 TWILIO INC NOTE 0.250% 6/0 90138FAB8 148953 31250000 PRN SOLE 31250000 0 0 BILIBILI INC NOTE 1.375% 4/0 090040AB2 108940 31370000 PRN SOLE 31370000 0 0 SNAP INC NOTE 0.750% 8/0 83304AAB2 75955 33443000 PRN SOLE 33443000 0 0 IQIYI INC NOTE 3.750%12/0 46267XAB4 37766 37595000 PRN SOLE 37595000 0 0 SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 110413 45199000 PRN SOLE 45199000 0 0 NUTANIX INC NOTE 1/1 67059NAB4 54035 53402000 PRN SOLE 53402000 0 0 IONIS PHARMACEUTICALS INC NOTE 0.125%12/1 462222AB6 56835 55847000 PRN SOLE 55847000 0 0 NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 2856 55972 PRN SOLE 55972 0 0 DOCUSIGN INC NOTE 0.500% 9/1 256163AB2 179267 57599000 PRN SOLE 57599000 0 0 NEXTERA ENERGY INC UNIT 99/99/9999 65339F739 3676 72895 PRN SOLE 72895 0 0 PERIPHAS CAPITAL PARTNERING UNIT 99/99/9999 713895209 268 10270 SH SOLE 10270 0 0 VG ACQUISITION CORP UNIT 99/99/9999 G9446E121 125 10418 SH SOLE 10418 0 0 CARNEY TECHNOLOGY ACQU CORP UNIT 12/10/2025 143636207 109 10638 SH SOLE 10638 0 0 FRAZIER LIFESCIENCES ACQU CO UNIT 12/09/2025 G3710A121 110 10638 SH SOLE 10638 0 0 ACE CONVERGENCE ACQU CORP CL A G0083D120 114 11111 SH SOLE 11111 0 0 OAKTREE ACQUISITION CORP II UNIT 09/15/2027 G6715X129 144 13423 SH SOLE 13423 0 0 TWC TECH HLDGS II CORP UNIT 09/10/2025 90117G204 144 13423 SH SOLE 13423 0 0 LIVE OAK ACQUISITION CORP II UNIT 99/99/9999 53804W205 154 14184 SH SOLE 14184 0 0 AMPLITUDE HLTHCRE AQUSTIN CO COM CL A 03212A105 158 15813 SH SOLE 15813 0 0 BRIDGETOWN HOLDINGS LTD COM CL A G1355U113 247 15974 SH SOLE 15974 0 0 HIGHCAPE CAP ACQUISITION COR UNIT 09/30/2027 42984L204 173 16779 SH SOLE 16779 0 0 COHN ROBBINS HOLDINGS CORP UNIT 08/11/2025 G23726121 180 16779 SH SOLE 16779 0 0 EQUITY DISTR ACQUISITION COR UNIT 99/99/9999 29465E205 179 16779 SH SOLE 16779 0 0 NAVSIGHT HLDGS INC UNIT 99/99/9999 639358209 173 16779 SH SOLE 16779 0 0 VESPER HEALTHCARE ACQSTN COR UNIT 99/99/9999 92538T203 203 16779 SH SOLE 16779 0 0 TAILWIND ACQUISITION CORP UNIT 09/07/2027 87403Q201 181 16780 SH SOLE 16780 0 0 FALCON CAPITAL ACQUISITN COR UNIT 08/20/2027 30606L207 179 16782 SH SOLE 16782 0 0 5 01 ACQUISITION CORP COM CL A 33836P105 174 17084 SH SOLE 17084 0 0 LIONHEART ACQUISITION CORP I UNIT 08/13/2025 53625R203 179 17203 SH SOLE 17203 0 0 ONE UNIT 99/99/9999 G7000X113 197 17274 SH SOLE 17274 0 0 FIRSTMARK HORIZON ACQUISITIO UNIT 99/99/9999 33765Y200 198 17361 SH SOLE 17361 0 0 SOCIAL CAPITAL HEDOSOPHA HLD UNIT 99/99/9999 G8252P121 229 17361 SH SOLE 17361 0 0 SOCIAL CAPITAL HEDOSOPHA HLD UNIT 99/99/9999 G8251L121 224 17361 SH SOLE 17361 0 0 TURMERIC ACQUISITION CORP UNIT 10/08/2025 G9127T116 178 17361 SH SOLE 17361 0 0 SOCIAL CAPITAL HEDOSOPHA HLD UNIT 99/99/9999 G82514129 254 17362 SH SOLE 17362 0 0 H I G ACQUISITION CORP UNIT 99/99/9999 G44898115 181 17364 SH SOLE 17364 0 0 BOWX ACQUISITION CORP UNIT 08/03/2025 103085205 187 17483 SH SOLE 17483 0 0 FORTRESS VALUE ACQUISITION I UNIT 08/10/2027 349642207 195 17483 SH SOLE 17483 0 0 DMY TECHNOLOGY GROUP INC III UNIT 99/99/9999 233278209 201 17606 SH SOLE 17606 0 0 GENESIS PK ACQUISITION CORP UNIT 99/99/9999 G38245117 183 17606 SH SOLE 17606 0 0 POPULATION HEALTH INVS CO IN UNIT 99/99/9999 G71716123 184 17606 SH SOLE 17606 0 0 ALTITUDE ACQUISITION CORP UNIT 11/30/2027 02156Y202 184 17730 SH SOLE 17730 0 0 CF ACQUISITION CORP IV UNIT 12/31/2027 12520T201 182 17730 SH SOLE 17730 0 0 CORNER GROWTH ACQUISITION CO UNIT 01/01/2027 G2425N121 185 17730 SH SOLE 17730 0 0 DUNE ACQUISITION CORP UNIT 10/29/2027 265334201 182 17730 SH SOLE 17730 0 0 FAR PEAK ACQUISITION CORP UNIT 99/99/9999 G3312L129 184 17730 SH SOLE 17730 0 0 FINTECH ACQUISITION CORP V UNIT 99/99/9999 31810Q305 189 17730 SH SOLE 17730 0 0 GOLDEN FALCON ACQUISITION CO UNIT 99/99/9999 38102H208 184 17730 SH SOLE 17730 0 0 HEALTHCARE SERVICES ACQU COR UNIT 11/18/2023 42227K203 181 17730 SH SOLE 17730 0 0 HIGHLAND TRANSCEND PARTNERS UNIT 99/99/9999 G44690116 186 17730 SH SOLE 17730 0 0 KINS TECHNOLOGY GROUP INC UNIT 10/14/2025 49714K208 182 17731 SH SOLE 17731 0 0 JAWS SPITFIRE ACQUISITION CO UNIT 99/99/9999 G50740128 196 17731 SH SOLE 17731 0 0 CONCORD ACQUISITION CORP UNIT 12/28/2025 206071201 183 17732 SH SOLE 17732 0 0 REVOLUTION ACCELERTN ACQU CO UNIT 12/01/2025 76156P205 188 18101 SH SOLE 18101 0 0 ASCENDANT DIGITAL ACQUISITIO COM CL A G05155109 190 18519 SH SOLE 18519 0 0 CHURCHILL CAPITAL CORP IV CL A 171439102 185 18519 SH SOLE 18519 0 0 PROPERTY SOLUTIONS ACQUISITI COM 74348Q108 185 18522 SH SOLE 18522 0 0 MUDRICK CAPITAL ACQU CORP II UNIT 99/99/9999 62477L206 191 18531 SH SOLE 18531 0 0 YUNHONG INTL CL A SHS G98882106 186 18666 SH SOLE 18666 0 0 YUNHONG INTL RIGHT 01/31/2027 G98882130 6 18666 SH SOLE 18666 0 0 SARISSA CAPITAL ACQUISITN CO UNIT 10/23/2027 G7823W128 226 21184 SH SOLE 21184 0 0 MARQUEE RAINE ACQUISITION CO UNIT 12/01/2025 G58442115 230 21277 SH SOLE 21277 0 0 PROPTECH INVESTMENT CORP II UNIT 99/99/9999 743497208 238 22413 SH SOLE 22413 0 0 ROMAN DBDR TECH ACQUISITION UNIT 99/99/9999 77584N200 366 35211 SH SOLE 35211 0 0 RMG ACQUISITION CORP II UNIT 12/09/2025 G76083115 395 35461 SH SOLE 35461 0 0 RODGERS SILICON VALLEY AQ CO UNIT 11/30/2025 774873202 473 35461 SH SOLE 35461 0 0 MOTIVE CAPITAL CORP UNIT 99/99/9999 G6293A129 430 40808 SH SOLE 40808 0 0 COLLECTIVE GROWTH CORP COM CL A 19424L101 807 56483 SH SOLE 56483 0 0 CITIC CAPITAL ACQUISITION CO COM CL A G21513109 608 58034 SH SOLE 58034 0 0 SCVX CORP COM G79448208 1101 106866 SH SOLE 106866 0 0 CHP MERGER CORP COM CL A 12558Y106 1398 136302 SH SOLE 136302 0 0 PIONEER NAT RES CO COM 723787107 17367 152492 SH SOLE 152492 0 0 PFIZER INC COM 717081103 1266 34395 SH SOLE 34395 0 0 JOYY INC ADS REPSTG COM A 46591M109 1580 19757 SH SOLE 19757 0 0 PEGASYSTEMS INC COM 705573103 1192 8942 SH SOLE 8942 0 0 KBR INC COM 48242W106 4858 157064 SH SOLE 157064 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 4506 217556 SH SOLE 217556 0 0 BOOKING HOLDINGS INC COM 09857L108 4775 2144 SH SOLE 2144 0 0 ETSY INC COM 29786A106 8514 47855 SH SOLE 47855 0 0 CONMED CORP COM 207410101 18801 167870 SH SOLE 167870 0 0 WESTERN DIGITAL CORP. COM 958102105 566 10216 SH SOLE 10216 0 0 VIAVI SOLUTIONS INC COM 925550105 16810 1122562 SH SOLE 1122562 0 0 ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 5446 23400 SH Call OTR 1 0 23400 0 BOOKING HOLDINGS INC COM 09857L108 1782 800 SH Put OTR 1 0 800 0 SALESFORCE COM INC COM 79466L302 6498 29200 SH Call OTR 1 0 29200 0 GUESS INC COM 401617105 550 24300 SH Put OTR 1 0 24300 0 HONEYWELL INTL INC COM 438516106 659 3100 SH Put OTR 1 0 3100 0 HONEYWELL INTL INC COM 438516106 659 3100 SH Call OTR 1 0 3100 0 INTERCEPT PHARMACEUTICALS IN COM 45845P108 595 24100 SH Put OTR 1 0 24100 0 INFINERA CORP COM 45667G103 1005 95900 SH Put OTR 1 0 95900 0 INTEL CORP COM 458140100 2900 58200 SH Call OTR 1 0 58200 0 ISHARES TR RUSSELL 2000 ETF 464287655 8077 41200 SH Put OTR 1 0 41200 0 ISHARES TR RUSSELL 2000 ETF 464287655 13097 66800 SH Call OTR 1 0 66800 0 ISHARES TR U.S. REAL ES ETF 464287739 2544 29700 SH Put OTR 1 0 29700 0 ISHARES TR U.S. REAL ES ETF 464287739 2544 29700 SH Call OTR 1 0 29700 0 LIVE NATION ENTERTAINMENT IN COM 538034109 1139 15500 SH Put OTR 1 0 15500 0 NEW RELIC INC COM 64829B100 1530 23400 SH Put OTR 1 0 23400 0 NUTANIX INC CL A 67059N108 1689 53000 SH Put OTR 1 0 53000 0 PFIZER INC COM 717081103 2573 69900 SH Call OTR 1 0 69900 0 PURE STORAGE INC CL A 74624M102 2867 126800 SH Put OTR 1 0 126800 0 TILRAY INC COM CL 2 88688T100 1008 122100 SH Put OTR 1 0 122100 0 UNITED AIRLS HLDGS INC COM 910047109 1259 29100 SH Call OTR 1 0 29100 0 VIAVI SOLUTIONS INC COM 925550105 4626 308900 SH Put OTR 1 0 308900 0 VEONEER INC COM 92336X109 686 32200 SH Put OTR 1 0 32200 0 SELECT SECTOR SPDR TR ENERGY 81369Y506 277 7300 SH Call OTR 1 0 7300 0 SAILPOINT TECHNOLOGIES HLDGS NOTE 0.125% 9/1 78781PAB1 592 306000 PRN OTR 1 0 306000 0 PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 464 436000 PRN OTR 1 0 436000 0 YY INC NOTE 0.750% 6/1 98426TAD8 857 838000 PRN OTR 1 0 838000 0 SQUARE INC NOTE 0.500% 5/1 852234AD5 2547 907000 PRN OTR 1 0 907000 0 COLLEGIUM PHARMACEUTICAL INC NOTE 2.625% 2/1 19459JAA2 1008 1026000 PRN OTR 1 0 1026000 0 NOVAVAX INC NOTE 3.750% 2/0 670002AB0 1833 1454000 PRN OTR 1 0 1454000 0 CHEFS WHSE INC NOTE 1.875%12/0 163086AB7 1451 1505000 PRN OTR 1 0 1505000 0 SPLUNK INC NOTE 1.125% 9/1 848637AD6 2139 1583000 PRN OTR 1 0 1583000 0 NEOGENOMICS INC NOTE 1.250% 5/0 64049MAA8 2687 1653000 PRN OTR 1 0 1653000 0 PACIRA BIOSCIENCES INC NOTE 2.375% 4/0 695127AD2 2049 1792000 PRN OTR 1 0 1792000 0 CYTOKINETICS INC NOTE 4.000%11/1 23282WAA8 3946 1835000 PRN OTR 1 0 1835000 0 EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 3235 2472000 PRN OTR 1 0 2472000 0 BEST INC NOTE 1.750%10/0 08653CAB2 1687 2521000 PRN OTR 1 0 2521000 0 VEONEER INC NOTE 4.000% 6/0 92336XAA7 3967 3268000 PRN OTR 1 0 3268000 0 TESLA INC NOTE 2.375% 3/1 88160RAD3 41995 3907000 PRN OTR 1 0 3907000 0 GUESS INC NOTE 2.000% 4/1 401617AD7 4678 4154000 PRN OTR 1 0 4154000 0 IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 4826 4453000 PRN OTR 1 0 4453000 0 OMEROS CORP NOTE 5.250% 2/1 682143AG7 4820 4507000 PRN OTR 1 0 4507000 0 INVITAE CORP NOTE 2.000% 9/0 46185LAB9 7380 4583000 PRN OTR 1 0 4583000 0 PINDUODUO INC NOTE 12/0 722304AC6 5940 4798000 PRN OTR 1 0 4798000 0 CREE INC NOTE 0.875% 9/0 225447AB7 9193 5061000 PRN OTR 1 0 5061000 0 TILRAY INC NOTE 5.000%10/0 88688TAB6 4402 5179000 PRN OTR 1 0 5179000 0 SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 7274 5267000 PRN OTR 1 0 5267000 0 GOSSAMER BIO INC NOTE 5.000% 6/0 38341PAA0 5217 5671000 PRN OTR 1 0 5671000 0 IQIYI INC NOTE 4.000%12/1 46267XAE8 5724 5734000 PRN OTR 1 0 5734000 0 ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 6049 5816000 PRN OTR 1 0 5816000 0 EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 5297 6208000 PRN OTR 1 0 6208000 0 PROOFPOINT INC NOTE 0.250% 8/1 743424AF0 7031 6323000 PRN OTR 1 0 6323000 0 NEVRO CORP NOTE 2.750% 4/0 64157FAC7 11785 6486000 PRN OTR 1 0 6486000 0 COUPA SOFTWARE INC NOTE 0.125% 6/1 22266LAC0 14207 6514000 PRN OTR 1 0 6514000 0 CHEGG INC NOTE 0.125% 3/1 163092AD1 11911 6549000 PRN OTR 1 0 6549000 0 KARYOPHARM THERAPEUTICS INC NOTE 3.000%10/1 48576UAA4 8242 6579000 PRN OTR 1 0 6579000 0 WAYFAIR INC NOTE 1.125%11/0 94419LAD3 14884 7303000 PRN OTR 1 0 7303000 0 SHOPIFY INC NOTE 0.125%11/0 82509LAA5 9079 7704000 PRN OTR 1 0 7704000 0 REPLIGEN CORP NOTE 0.375% 7/1 759916AB5 13917 7935000 PRN OTR 1 0 7935000 0 PTC THERAPEUTICS INC NOTE 3.000% 8/1 69366JAB7 10381 8091000 PRN OTR 1 0 8091000 0 PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 9063 8184000 PRN OTR 1 0 8184000 0 HUAZHU GROUP LTD NOTE 0.375%11/0 16949NAC3 9710 8401000 PRN OTR 1 0 8401000 0 RETROPHIN INC NOTE 2.500% 9/1 761299AB2 8650 8506000 PRN OTR 1 0 8506000 0 NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 8709 8830000 PRN OTR 1 0 8830000 0 PINDUODUO INC NOTE 10/0 722304AB8 39260 9417000 PRN OTR 1 0 9417000 0 LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 14253 10001000 PRN OTR 1 0 10001000 0 INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 8128 10437000 PRN OTR 1 0 10437000 0 WIX COM LTD NOTE 7/0 92940WAB5 19380 10484000 PRN OTR 1 0 10484000 0 SEA LTD NOTE 1.000%12/0 81141RAD2 43895 11072000 PRN OTR 1 0 11072000 0 SNAP INC NOTE 0.750% 8/0 83304AAB2 25801 11360000 PRN OTR 1 0 11360000 0 INFINERA CORP NOTE 2.125% 9/0 45667GAC7 14235 11384000 PRN OTR 1 0 11384000 0 DEXCOM INC NOTE 0.750%12/0 252131AH0 27563 12079000 PRN OTR 1 0 12079000 0 SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 35330 14463000 PRN OTR 1 0 14463000 0 TWILIO INC NOTE 0.250% 6/0 90138FAB8 72989 15313000 PRN OTR 1 0 15313000 0 IQIYI INC NOTE 3.750%12/0 46267XAB4 15480 15410000 PRN OTR 1 0 15410000 0 BILIBILI INC NOTE 1.375% 4/0 090040AB2 62787 18080000 PRN OTR 1 0 18080000 0 DOCUSIGN INC NOTE 0.500% 9/1 256163AB2 57768 18561000 PRN OTR 1 0 18561000 0 NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 970 19028 PRN OTR 1 0 19028 0 NUTANIX INC NOTE 1/1 67059NAB4 21908 21651000 PRN OTR 1 0 21651000 0 TESLA INC NOTE 1.250% 3/0 88160RAC5 213453 21831000 PRN OTR 1 0 21831000 0 IONIS PHARMACEUTICALS INC NOTE 0.125%12/1 462222AB6 24218 23797000 PRN OTR 1 0 23797000 0 NEXTERA ENERGY INC UNIT 99/99/9999 65339F739 1838 36448 PRN OTR 1 0 36448 0 VIAVI SOLUTIONS INC COM 925550105 11262 752031 SH OTR 1 0 752031 0 PERIPHAS CAPITAL PARTNERING UNIT 99/99/9999 713895209 110 4210 SH OTR 1 0 4210 0 BRIDGETOWN HOLDINGS LTD UNIT 10/15/2025 G1355U105 119 7026 SH OTR 1 0 7026 0 SOCIAL CAPITAL HEDOSOPHA HLD UNIT 99/99/9999 G82514129 112 7638 SH OTR 1 0 7638 0 SOCIAL CAPITAL HEDOSOPHA HLD UNIT 99/99/9999 G8252P121 101 7639 SH OTR 1 0 7639 0 CIIG MERGER CORP UNIT 12/31/2026 12559C202 259 8080 SH OTR 1 0 8080 0 VESPER HEALTHCARE ACQSTN COR UNIT 99/99/9999 92538T203 100 8221 SH OTR 1 0 8221 0 RMG ACQUISITION CORP II UNIT 12/09/2025 G76083115 162 14539 SH OTR 1 0 14539 0 RODGERS SILICON VALLEY AQ CO UNIT 11/30/2025 774873202 194 14539 SH OTR 1 0 14539 0 ROMAN DBDR TECH ACQUISITION UNIT 99/99/9999 77584N200 154 14789 SH OTR 1 0 14789 0 MOTIVE CAPITAL CORP UNIT 99/99/9999 G6293A129 176 16730 SH OTR 1 0 16730 0 CITIC CAPITAL ACQUISITION CO UNIT 99/99/9999 G21513125 225 19721 SH OTR 1 0 19721 0 SCVX CORP UNIT 99/99/9999 G79448109 341 33122 SH OTR 1 0 33122 0 COLLECTIVE GROWTH CORP UNIT 04/29/2025 19424L200 653 38702 SH OTR 1 0 38702 0 CHP MERGER CORP UNIT 11/22/2024 12558Y205 461 44962 SH OTR 1 0 44962 0 PIONEER NAT RES CO COM 723787107 7118 62499 SH OTR 1 0 62499 0 PFIZER INC COM 717081103 519 14105 SH OTR 1 0 14105 0 JOYY INC ADS REPSTG COM A 46591M109 453 5666 SH OTR 1 0 5666 0 PEGASYSTEMS INC COM 705573103 584 4385 SH OTR 1 0 4385 0 KBR INC COM 48242W106 1603 51835 SH OTR 1 0 51835 0 VISHAY INTERTECHNOLOGY INC COM 928298108 1531 73927 SH OTR 1 0 73927 0 BOOKING HOLDINGS INC COM 09857L108 2339 1050 SH OTR 1 0 1050 0 ETSY INC COM 29786A106 3491 19622 SH OTR 1 0 19622 0 CONMED CORP COM 207410101 6771 60459 SH OTR 1 0 60459 0 WESTERN DIGITAL CORP. COM 958102105 296 5340 SH OTR 1 0 5340 0 SLACK TECHNOLOGIES INC COM CL A 83088V102 308 7300 SH OTR 1 0 7300 0