Chief Compliance Officer

0001420506-21-001661.txt : 20211115 0001420506-21-001661.hdr.sgml : 20211115 20211115115833 ACCESSION NUMBER: 0001420506-21-001661 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20210930 FILED AS OF DATE: 20211115 DATE AS OF CHANGE: 20211115 EFFECTIVENESS DATE: 20211115 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: 211407971 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 true false 0001754535 XXXXXXXX 09-30-2021 09-30-2021 false DeepCurrents Investment Group LLC

546 FIFTH AVE, 20TH FLOOR NEW YORK NY 10036

13F HOLDINGS REPORT 028-19350 N Suzanne Horowitz Chief Compliance Officer 646-494-8187 Suzanne Horowitz, Chief Compliance Officer NEW YORK NY 11-15-2021 1 330 3350847 false 1 0001454027 028-13309 Verition Fund Management LLC INFORMATION TABLE 2 Form13F_InfoTable.xml INFORMATION TABLE FOR DEEPCURRENTS INVESTMENT GROUP LLC 1LIFE HEALTHCARE INC NOTE 3.000% 6/1 68269GAB3 12349 12963000 PRN OTR 1 0 12963000 0 1LIFE HEALTHCARE INC NOTE 3.000% 6/1 68269GAB3 30114 31612000 PRN SOLE 31612000 0 0 5 01 ACQUISITION CORP COM CL A 33836P105 168 17084 SH SOLE 17084 0 0 8X8 INC NEW NOTE 0.500% 2/0 282914AB6 7318 6486000 PRN OTR 1 0 6486000 0 8X8 INC NEW NOTE 0.500% 2/0 282914AB6 17836 15807000 PRN SOLE 15807000 0 0 ABG ACQUISITION CORP I CL A SHS G00496102 138 14184 SH SOLE 14184 0 0 ACE CONVERGENCE ACQU CORP CL A G0083D120 110 11111 SH SOLE 11111 0 0 AERIE PHARMACEUTICALS INC NOTE 1.500%10/0 00771VAB4 2427 2623000 PRN SOLE 2623000 0 0 AERIE PHARMACEUTICALS INC NOTE 1.500%10/0 00771VAB4 996 1077000 PRN OTR 1 0 1077000 0 ALKURI GLOBAL ACQUISITION CO UNIT 01/01/2028 66981N202 301 29152 SH SOLE 29152 0 0 ALKURI GLOBAL ACQUISITION CO UNIT 01/01/2028 66981N202 123 11952 SH OTR 1 0 11952 0 ALPHA HEALTHCARE ACQU CORP I UNIT 04/01/2026 02073F203 101 10177 SH OTR 1 0 10177 0 ALPHA HEALTHCARE ACQU CORP I UNIT 04/01/2026 02073F203 246 24823 SH SOLE 24823 0 0 ALTIMAR ACQUISITION CORP II SHS CL A G03709105 140 14184 SH SOLE 14184 0 0 ALTITUDE ACQUISITION CORP COM CL A 02156Y103 174 17730 SH SOLE 17730 0 0 APELLIS PHARMACEUTICALS INC NOTE 3.500% 9/1 03753UAB2 13230 10769000 PRN SOLE 10769000 0 0 APELLIS PHARMACEUTICALS INC NOTE 3.500% 9/1 03753UAB2 5295 4310000 PRN OTR 1 0 4310000 0 ARCHIMEDES TECH SPAC PARTNR UNIT 03/10/2026 039562202 145 14539 SH OTR 1 0 14539 0 ARCHIMEDES TECH SPAC PARTNR UNIT 03/10/2026 039562202 353 35461 SH SOLE 35461 0 0 ASTREA ACQUISITION CORP COM CL A 04637C106 177 17731 SH SOLE 17731 0 0 ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 20560 17413000 PRN SOLE 17413000 0 0 ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 8434 7143000 PRN OTR 1 0 7143000 0 AURORA ACQUISITION CORP UNIT 03/02/2026 G0698L111 146 14184 SH SOLE 14184 0 0 AURORA CANNABIS INC NOTE 5.500% 2/2 05156XAG3 1467 1746000 PRN OTR 1 0 1746000 0 AURORA CANNABIS INC NOTE 5.500% 2/2 05156XAG3 3585 4254000 PRN SOLE 4254000 0 0 AUSTERLITZ ACQUISITION CORP UNIT 99/99/9999 G0633U119 140 14184 SH SOLE 14184 0 0 BARCLAYS BANK PLC IPTH SR B S&P 06747R477 955 343 SH Put OTR 1 0 343 0 BARCLAYS BANK PLC IPTH SR B S&P 06747R477 2385 857 SH Put SOLE 857 0 0 BEST INC NOTE 1.750%10/0 08653CAB2 3539 6468000 PRN SOLE 6468000 0 0 BEST INC NOTE 1.750%10/0 08653CAB2 1451 2652000 PRN OTR 1 0 2652000 0 BILIBILI INC NOTE 1.375% 4/0 090040AB2 120200 44091000 PRN SOLE 44091000 0 0 BILIBILI INC NOTE 1.375% 4/0 090040AB2 46778 17159000 PRN OTR 1 0 17159000 0 BIOTECH ACQUISITION COMPANY UNIT 11/30/2027 G1125A124 178 17730 SH SOLE 17730 0 0 BLOOM ENERGY CORP NOTE 2.500% 8/1 093712AH0 3998 2907000 PRN OTR 1 0 2907000 0 BLOOM ENERGY CORP NOTE 2.500% 8/1 093712AH0 9754 7093000 PRN SOLE 7093000 0 0 BLUERIVER ACQUISITION CORP UNIT 01/04/2026 G1261Q123 141 14184 SH SOLE 14184 0 0 BOOKING HOLDINGS INC COM 09857L108 1161 489 SH OTR 1 0 489 0 BOOKING HOLDINGS INC COM 09857L108 2837 1195 SH SOLE 1195 0 0 BRIDGETOWN HOLDINGS LTD COM CL A G1355U113 157 15974 SH SOLE 15974 0 0 CARDLYTICS INC NOTE 1.000% 9/1 14161WAB1 3901 3119000 PRN OTR 1 0 3119000 0 CARDLYTICS INC NOTE 1.000% 9/1 14161WAB1 9514 7606000 PRN SOLE 7606000 0 0 CARNEY TECHNOLOGY ACQU CORP UNIT 12/10/2025 143636207 106 10638 SH SOLE 10638 0 0 CF ACQUISITION CORP V CL A 12520R106 176 17730 SH SOLE 17730 0 0 CF ACQUISITION CORP VI UNIT 99/99/9999 12521J202 175 17730 SH SOLE 17730 0 0 CHEFS WHSE INC NOTE 1.875%12/0 163086AB7 3107 2908000 PRN OTR 1 0 2908000 0 CHEFS WHSE INC NOTE 1.875%12/0 163086AB7 7301 6833000 PRN SOLE 6833000 0 0 CHP MERGER CORP COM CL A 12558Y106 296 29529 SH SOLE 29529 0 0 CHP MERGER CORP *W EXP 11/22/202 12558Y114 209 20904 SH Call SOLE 20904 0 0 CINEMARK HLDGS INC NOTE 4.500% 8/1 17243VAB8 17323 10855000 PRN SOLE 10855000 0 0 CINEMARK HLDGS INC NOTE 4.500% 8/1 17243VAB8 7093 4445000 PRN OTR 1 0 4445000 0 CITIC CAPITAL ACQUISITION CO COM CL A G21513109 296 29693 SH SOLE 29693 0 0 CITIC CAPITAL ACQUISITION CO COM CL A G21513109 101 10088 SH OTR 1 0 10088 0 COHN ROBBINS HOLDINGS CORP UNIT 08/11/2025 G23726121 170 16779 SH SOLE 16779 0 0 COLICITY INC UNIT 02/24/2026 194170205 141 14184 SH SOLE 14184 0 0 COLLEGIUM PHARMACEUTICAL INC NOTE 2.625% 2/1 19459JAA2 3257 3213000 PRN OTR 1 0 3213000 0 COLLEGIUM PHARMACEUTICAL INC NOTE 2.625% 2/1 19459JAA2 7938 7831000 PRN SOLE 7831000 0 0 COLONNADE ACQUISITION CORP I UNIT 99/99/9999 G2284B127 172 17730 SH SOLE 17730 0 0 CONMED CORP COM 207410101 14631 111835 SH SOLE 111835 0 0 CONMED CORP COM 207410101 5269 40274 SH OTR 1 0 40274 0 CONSTELLATION ACQUISITN CORP UNIT 99/99/9999 G2R18K121 141 14184 SH SOLE 14184 0 0 CORNER GROWTH ACQUISITION CO UNIT 01/01/2027 G2425N121 177 17730 SH SOLE 17730 0 0 COVA ACQUISITION CORP UNIT 04/01/2021 G2554Y112 176 17731 SH SOLE 17731 0 0 CREE INC NOTE 0.875% 9/0 225447AB7 11287 8019000 PRN OTR 1 0 8019000 0 CREE INC NOTE 0.875% 9/0 225447AB7 28121 20043000 PRN SOLE 20043000 0 0 CRUCIBLE ACQUISITION CORP UNIT 12/26/2025 22877P207 180 17986 SH SOLE 17986 0 0 CYBERARK SOFTWARE LTD NOTE 11/1 23248VAB1 1305 1096000 PRN OTR 1 0 1096000 0 CYBERARK SOFTWARE LTD NOTE 11/1 23248VAB1 3262 2739000 PRN SOLE 2739000 0 0 DATADOG INC NOTE 0.125% 6/1 23804LAB9 17968 10878000 PRN OTR 1 0 10878000 0 DATADOG INC NOTE 0.125% 6/1 23804LAB9 43807 26522000 PRN SOLE 26522000 0 0 DECARBONIZATION PLUS ACQU II COM CL A 242794105 175 17731 SH SOLE 17731 0 0 DEXCOM INC NOTE 0.750%12/0 252131AH0 45820 13777000 PRN OTR 1 0 13777000 0 DEXCOM INC NOTE 0.750%12/0 252131AH0 111752 33601000 PRN SOLE 33601000 0 0 DIAMONDHEAD HOLDINGS CORP UNIT 01/21/2026 25278L204 140 14184 SH SOLE 14184 0 0 DISH NETWORK CORPORATION NOTE 2.375% 3/1 25470MAD1 12846 13119000 PRN SOLE 13119000 0 0 DISH NETWORK CORPORATION NOTE 2.375% 3/1 25470MAD1 5252 5381000 PRN OTR 1 0 5381000 0 DMY TECHNOLOGY GROUP INC IV COM CL A 23344K102 176 17730 SH SOLE 17730 0 0 DUNE ACQUISITION CORP UNIT 10/29/2027 265334201 180 17730 SH SOLE 17730 0 0 ENVIRONMENTAL IMPACT ACQU CO UNIT 11/05/2025 29408N205 184 17731 SH SOLE 17731 0 0 EQUITY DISTR ACQUISITION COR UNIT 99/99/9999 29465E205 102 10068 SH SOLE 10068 0 0 EURONET WORLDWIDE INC COM 298736109 598 47 SH Call OTR 1 0 47 0 EURONET WORLDWIDE INC COM 298736109 3986 31318 SH SOLE 31318 0 0 EURONET WORLDWIDE INC COM 298736109 1464 115 SH Call SOLE 115 0 0 EURONET WORLDWIDE INC COM 298736109 1635 12843 SH OTR 1 0 12843 0 EUROPEAN BIOTECH ACQUTN CORP UNIT 03/09/2026 G3167F110 176 17730 SH SOLE 17730 0 0 EVENTBRITE INC NOTE 5.000%12/0 29975EAB5 9784 5634000 PRN SOLE 5634000 0 0 EVENTBRITE INC NOTE 5.000%12/0 29975EAB5 4109 2366000 PRN OTR 1 0 2366000 0 EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 20761 18087000 PRN SOLE 18087000 0 0 EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 8510 7414000 PRN OTR 1 0 7414000 0 EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 9305 8778000 PRN SOLE 8778000 0 0 EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 2051 1418000 PRN SOLE 1418000 0 0 EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 842 582000 PRN OTR 1 0 582000 0 EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 2621 2472000 PRN OTR 1 0 2472000 0 EXPEDIA GROUP INC COM NEW 30212P303 4914 29982 SH SOLE 29982 0 0 EXPEDIA GROUP INC COM NEW 30212P303 1966 11996 SH OTR 1 0 11996 0 FARFETCH LTD NOTE 3.750% 5/0 30744WAD9 10458 4175000 PRN SOLE 4175000 0 0 FARFETCH LTD NOTE 3.750% 5/0 30744WAD9 4384 1750000 PRN OTR 1 0 1750000 0 FEDEX CORP COM 31428X106 1184 54 SH Call OTR 1 0 54 0 FEDEX CORP COM 31428X106 1184 54 SH Put OTR 1 0 54 0 FEDEX CORP COM 31428X106 2873 131 SH Put SOLE 131 0 0 FEDEX CORP COM 31428X106 2873 131 SH Call SOLE 131 0 0 FEDEX CORP COM 31428X106 1138 5191 SH OTR 1 0 5191 0 FEDEX CORP COM 31428X106 2776 12657 SH SOLE 12657 0 0 FIGURE ACQUISITION CORP I UNIT 99/99/9999 302438205 136 14184 SH SOLE 14184 0 0 FINTECH EVOLUTION ACQUIS GRO UNIT 99/99/9999 G3R19A112 140 14184 SH SOLE 14184 0 0 FIRSTMARK HORIZON ACQUISITIO CL A COM 33765Y101 170 17361 SH SOLE 17361 0 0 FIVE9 INC NOTE 0.500% 6/0 338307AD3 11029 8190000 PRN SOLE 8190000 0 0 FIVE9 INC NOTE 0.500% 6/0 338307AD3 4413 3277000 PRN OTR 1 0 3277000 0 FLUIDIGM CORP DEL NOTE 5.250%12/0 34385PAF5 1727 727000 PRN OTR 1 0 727000 0 FLUIDIGM CORP DEL NOTE 5.250%12/0 34385PAF5 4211 1773000 PRN SOLE 1773000 0 0 FORTISTAR SUSTAINABLE SOL CO UNIT 01/14/2026 34962M205 178 17731 SH SOLE 17731 0 0 FRAZIER LIFESCIENCES ACQU CO UNIT 12/09/2025 G3710A121 107 10638 SH SOLE 10638 0 0 FTAC ATHENA ACQUISITION CORP CL A SHS G37283101 175 17730 SH SOLE 17730 0 0 FTAC HERA ACQUISITION CORP UNIT 02/28/2026 G3728Y129 177 17730 SH SOLE 17730 0 0 G SQUARED ASCEND I INC SHS CL A G4204R109 140 14184 SH SOLE 14184 0 0 GENERAL MTRS CO COM 37045V100 4411 83685 SH SOLE 83685 0 0 GENERAL MTRS CO COM 37045V100 4412 837 SH Put SOLE 837 0 0 GENERAL MTRS CO COM 37045V100 1809 34315 SH OTR 1 0 34315 0 GENERAL MTRS CO COM 37045V100 1808 343 SH Put OTR 1 0 343 0 GIGCAPITAL4 INC UNIT 99/99/9999 37518G200 181 17733 SH SOLE 17733 0 0 GLOBAL PARTNER ACQISTN CORP UNIT 01/06/2026 G3934P110 175 17731 SH SOLE 17731 0 0 GLOBAL SYNERGY ACQUISIT CORP UNIT 01/01/2024 G3934J114 213 21277 SH SOLE 21277 0 0 GOAL ACQUISITIONS CORP UNIT 99/99/9999 38021H206 146 14185 SH SOLE 14185 0 0 GOLDEN FALCON ACQUISITION CO UNIT 99/99/9999 38102H208 102 10204 SH SOLE 10204 0 0 GOSSAMER BIO INC NOTE 5.000% 6/0 38341PAA0 20348 19778000 PRN SOLE 19778000 0 0 GOSSAMER BIO INC NOTE 5.000% 6/0 38341PAA0 8881 8632000 PRN OTR 1 0 8632000 0 GUESS INC NOTE 2.000% 4/1 401617AD7 27924 25102000 PRN SOLE 25102000 0 0 GUESS INC NOTE 2.000% 4/1 401617AD7 11169 10040000 PRN OTR 1 0 10040000 0 H I G ACQUISITION CORP UNIT 99/99/9999 G44898115 141 14039 SH SOLE 14039 0 0 HAMILTON LANE ALLIANCE HLDGS UNIT 99/99/9999 40749M202 177 17731 SH SOLE 17731 0 0 HEALTHCARE CAPITAL CORP COM CL A 42228C101 175 17730 SH SOLE 17730 0 0 HEALTHCARE SERVICES ACQU COR UNIT 11/18/2023 42227K203 176 17730 SH SOLE 17730 0 0 HIGHLAND TRANSCEND PARTNERS UNIT 99/99/9999 G44690116 185 17730 SH SOLE 17730 0 0 HUAZHU GROUP LTD NOTE 0.375%11/0 16949NAC3 11571 10206000 PRN OTR 1 0 10206000 0 HUAZHU GROUP LTD NOTE 0.375%11/0 16949NAC3 28220 24892000 PRN SOLE 24892000 0 0 IBERE PHARMACEUTICALS UNIT 99/99/9999 G46843127 177 17730 SH SOLE 17730 0 0 INFINERA CORP NOTE 2.125% 9/0 45667GAC7 7355 6601000 PRN OTR 1 0 6601000 0 INFINERA CORP NOTE 2.125% 9/0 45667GAC7 17713 15898000 PRN SOLE 15898000 0 0 INVESCO EXCH TRADED FD TR II SOLAR ETF 46138G706 2854 357 SH Put SOLE 357 0 0 INVESCO EXCH TRADED FD TR II SOLAR ETF 46138G706 1143 143 SH Put OTR 1 0 143 0 INVITAE CORP NOTE 2.000% 9/0 46185LAB9 7134 5816000 PRN OTR 1 0 5816000 0 INVITAE CORP NOTE 2.000% 9/0 46185LAB9 17399 14184000 PRN SOLE 14184000 0 0 IONIS PHARMACEUTICALS INC NOTE 0.125%12/1 462222AB6 44146 48758000 PRN SOLE 48758000 0 0 IONIS PHARMACEUTICALS INC NOTE 0.125%12/1 462222AB6 18784 20746000 PRN OTR 1 0 20746000 0 IQIYI INC NOTE 3.750%12/0 46267XAB4 8464 8626000 PRN OTR 1 0 8626000 0 IQIYI INC NOTE 3.750%12/0 46267XAB4 20666 21062000 PRN SOLE 21062000 0 0 IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 10082 9242000 PRN SOLE 9242000 0 0 IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 4133 3789000 PRN OTR 1 0 3789000 0 ISHARES INC MSCI TAIWAN ETF 46434G772 2201 355 SH Put SOLE 355 0 0 ISHARES INC MSCI TAIWAN ETF 46434G772 899 145 SH Put OTR 1 0 145 0 ISHARES TR CHINA LG-CAP ETF 464287184 6692 1719 SH Put OTR 1 0 1719 0 ISHARES TR CHINA LG-CAP ETF 464287184 16666 4281 SH Put SOLE 4281 0 0 ISLEWORTH HEALTHCARE ACQU CO COM 46468P102 98 10000 SH SOLE 10000 0 0 JACK CREEK INVESTMENT CORP UNIT 10/01/2023 G4989X107 178 17731 SH SOLE 17731 0 0 JAMF HLDG CORP COM 47074L105 1602 41600 SH SOLE 41600 0 0 JAWS MUSTANG ACQUISITION COR UNIT 99/99/9999 G50737116 178 17731 SH SOLE 17731 0 0 JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 5042 5000000 PRN SOLE 5000000 0 0 JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 2017 2000000 PRN OTR 1 0 2000000 0 JAZZ PHARMACEUTICALS PLC SHS USD G50871105 3675 28224 SH OTR 1 0 28224 0 JAZZ PHARMACEUTICALS PLC SHS USD G50871105 9181 70512 SH SOLE 70512 0 0 JETBLUE AWYS CORP COM 477143101 2597 169879 SH OTR 1 0 169879 0 JETBLUE AWYS CORP COM 477143101 6334 414281 SH SOLE 414281 0 0 JOFF FINTECH ACQUISITION COR COM CL A 46592C100 171 17735 SH SOLE 17735 0 0 KARYOPHARM THERAPEUTICS INC NOTE 3.000%10/1 48576UAA4 3414 4363000 PRN OTR 1 0 4363000 0 KARYOPHARM THERAPEUTICS INC NOTE 3.000%10/1 48576UAA4 8324 10637000 PRN SOLE 10637000 0 0 KHOSLA VENTURES ACQUISITION CL A 482504107 125 12707 SH OTR 1 0 12707 0 KHOSLA VENTURES ACQUISITION CL A 482504107 306 30993 SH SOLE 30993 0 0 KHOSLA VENTURES ACQUT CO III COM CL A 482506102 142 14539 SH OTR 1 0 14539 0 KHOSLA VENTURES ACQUT CO III COM CL A 482506102 348 35461 SH SOLE 35461 0 0 KINS TECHNOLOGY GROUP INC UNIT 10/14/2025 49714K208 180 17731 SH SOLE 17731 0 0 KL ACQUISITION CORP UNIT 99/99/9999 49837C208 105 10638 SH SOLE 10638 0 0 KLUDEIN I ACQUISITION CORP UNIT 99/99/9999 49878L208 288 28369 SH SOLE 28369 0 0 KLUDEIN I ACQUISITION CORP UNIT 99/99/9999 49878L208 118 11631 SH OTR 1 0 11631 0 LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 14753 14735000 PRN SOLE 14735000 0 0 LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 6043 6036000 PRN OTR 1 0 6036000 0 LEO HLDGS CORP II UNIT 99/99/9999 G5463R110 175 17731 SH SOLE 17731 0 0 LIGHTJUMP ACQUISITION CORP UNIT 01/06/2026 53228M205 337 33477 SH SOLE 33477 0 0 LIGHTJUMP ACQUISITION CORP UNIT 01/06/2026 53228M205 138 13724 SH OTR 1 0 13724 0 LIONHEART ACQUISITION CORP I COM CL A 53625R104 170 17203 SH SOLE 17203 0 0 LIVENT CORP NOTE 4.125% 7/1 53814LAB4 17168 6120000 PRN OTR 1 0 6120000 0 LIVENT CORP NOTE 4.125% 7/1 53814LAB4 35512 12659000 PRN SOLE 12659000 0 0 LONGVIEW ACQUISITION CORP II COM CL A 54319Q105 175 17730 SH SOLE 17730 0 0 MARLIN TECHNOLOGY CORP UNIT 99/99/9999 G58411128 177 17731 SH SOLE 17731 0 0 MICROCHIP TECHNOLOGY INC. COM 595017104 821 107 SH Call SOLE 107 0 0 MICROCHIP TECHNOLOGY INC. COM 595017104 1009 13148 SH OTR 1 0 13148 0 MICROCHIP TECHNOLOGY INC. COM 595017104 2499 32556 SH SOLE 32556 0 0 MICROCHIP TECHNOLOGY INC. COM 595017104 330 43 SH Call OTR 1 0 43 0 MISSION ADVANCEMENT CORP UNIT 99/99/9999 60501L200 176 17731 SH SOLE 17731 0 0 MORINGA ACQUISITION CORP UNIT 02/16/2026 G6S23K116 353 35461 SH SOLE 35461 0 0 MORINGA ACQUISITION CORP UNIT 02/16/2026 G6S23K116 145 14539 SH OTR 1 0 14539 0 MOTIVE CAPITAL CORP UNIT 99/99/9999 G6293A129 289 28370 SH SOLE 28370 0 0 MOTIVE CAPITAL CORP UNIT 99/99/9999 G6293A129 119 11630 SH OTR 1 0 11630 0 NCL CORP LTD NOTE 6.000% 5/1 62886HAT8 3715 1733000 PRN OTR 1 0 1733000 0 NCL CORP LTD NOTE 6.000% 5/1 62886HAT8 8846 4127000 PRN SOLE 4127000 0 0 NEVRO CORP NOTE 2.750% 4/0 64157FAC7 20992 15444000 PRN SOLE 15444000 0 0 NEVRO CORP NOTE 2.750% 4/0 64157FAC7 8816 6486000 PRN OTR 1 0 6486000 0 NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 36142 35672000 PRN SOLE 35672000 0 0 NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 14771 14579000 PRN OTR 1 0 14579000 0 NICE LTD SPONSORED ADR 653656108 823 2896 SH OTR 1 0 2896 0 NICE LTD SPONSORED ADR 653656108 2056 7238 SH SOLE 7238 0 0 NOBLE ROCK ACQUISITION CORP UNIT 01/31/2028 G6546R127 176 17731 SH SOLE 17731 0 0 NORTH ATLANTIC ACQUISITN COR UNIT 10/20/2025 G66139117 176 17731 SH SOLE 17731 0 0 NORTHERN STAR INVEST CORP II UNIT 02/25/2028 66574L209 140 14184 SH SOLE 14184 0 0 NORTHERN STAR INVEST CORP IV UNIT 02/25/2028 66575B200 140 14184 SH SOLE 14184 0 0 NOVAVAX INC NOTE 3.750% 2/0 670002AB0 27730 15856000 PRN SOLE 15856000 0 0 NOVAVAX INC NOTE 3.750% 2/0 670002AB0 11095 6344000 PRN OTR 1 0 6344000 0 NOVUS CAPITAL CORPORATION II UNIT 99/99/9999 67012W203 182 17731 SH SOLE 17731 0 0 NUTANIX INC NOTE 1/1 67059NAB4 14288 13582000 PRN OTR 1 0 13582000 0 NUTANIX INC NOTE 1/1 67059NAB4 35710 33944000 PRN SOLE 33944000 0 0 OAKTREE ACQUISITION CORP II UNIT 09/15/2027 G6715X129 134 13423 SH SOLE 13423 0 0 OMEROS CORP NOTE 5.250% 2/1 682143AG7 21469 19790000 PRN SOLE 19790000 0 0 OMEROS CORP NOTE 5.250% 2/1 682143AG7 8591 7919000 PRN OTR 1 0 7919000 0 ON SEMICONDUCTOR CORP COM 682189105 10209 223050 SH SOLE 223050 0 0 ON SEMICONDUCTOR CORP COM 682189105 4189 4189 SH OTR 1 0 4189 0 ONE EQUITY PARTNERS OPEN WTR UNIT 01/14/2026 68237L204 141 14184 SH SOLE 14184 0 0 PACIRA BIOSCIENCES INC NOTE 2.375% 4/0 695127AD2 5701 5445000 PRN OTR 1 0 5445000 0 PACIRA BIOSCIENCES INC NOTE 2.375% 4/0 695127AD2 13906 13281000 PRN SOLE 13281000 0 0 PAGERDUTY INC NOTE 1.250% 7/0 69553PAB6 20443 16045000 PRN OTR 1 0 16045000 0 PAGERDUTY INC NOTE 1.250% 7/0 69553PAB6 51104 40110000 PRN SOLE 40110000 0 0 PARATEK PHARMACEUTICALS INC NOTE 4.750% 5/0 699374AB0 1132 1288000 PRN SOLE 1288000 0 0 PARATEK PHARMACEUTICALS INC NOTE 4.750% 5/0 699374AB0 463 527000 PRN OTR 1 0 527000 0 PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 1190 1064000 PRN SOLE 1064000 0 0 PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 488 436000 PRN OTR 1 0 436000 0 PERIDOT ACQUISITION CORP II UNIT 99/99/9999 G7008B113 175 17731 SH SOLE 17731 0 0 PERIPHAS CAPITAL PARTNERING UNIT 99/99/9999 713895209 253 10263 SH SOLE 10263 0 0 PINDUODUO INC NOTE 12/0 722304AC6 4194 4522000 PRN OTR 1 0 4522000 0 PINDUODUO INC NOTE 10/0 722304AB8 18365 8581000 PRN OTR 1 0 8581000 0 PINDUODUO INC NOTE 10/0 722304AB8 43208 20189000 PRN SOLE 20189000 0 0 PINDUODUO INC NOTE 12/0 722304AC6 10461 11295000 PRN SOLE 11295000 0 0 PIONEER MERGER CORP CL A SHS G7S24C103 141 14185 SH SOLE 14185 0 0 PIVOTAL INVESTMENT CORP III UNIT 01/28/2028 72582M205 140 14184 SH SOLE 14184 0 0 PLUG POWER INC COM NEW 72919P202 1772 69367 SH OTR 1 0 69367 0 POEMA GLOBAL HOLDINGS CORP UNIT 99/99/9999 G7154B123 185 17986 SH SOLE 17986 0 0 PONTEM CORPORATION UNIT 99/99/9999 G71707114 176 17731 SH SOLE 17731 0 0 POPULATION HEALTH INVS CO IN UNIT 99/99/9999 G71716123 176 17606 SH SOLE 17606 0 0 PRIMAVERA CAPITAL ACQUIST CO UNIT 01/19/2026 G7255E125 141 14184 SH SOLE 14184 0 0 PROPERTY SOLUTIONS ACQUISITI UNIT 03/01/2026 74350A207 176 17730 SH SOLE 17730 0 0 PROPTECH INVESTMENT CORP II UNIT 99/99/9999 743497208 222 22413 SH SOLE 22413 0 0 PROSPECTOR CAPITAL CORP UNIT 01/01/2030 G7273A121 116 11647 SH OTR 1 0 11647 0 PROSPECTOR CAPITAL CORP UNIT 01/01/2030 G7273A121 283 28408 SH SOLE 28408 0 0 PROVIDENT ACQUISITION CORP UNIT 99/99/9999 G7282L118 141 14184 SH SOLE 14184 0 0 PTC THERAPEUTICS INC NOTE 3.000% 8/1 69366JAB7 8457 8091000 PRN OTR 1 0 8091000 0 PTC THERAPEUTICS INC NOTE 3.000% 8/1 69366JAB7 24158 23113000 PRN SOLE 23113000 0 0 PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 35750 30868000 PRN SOLE 30868000 0 0 PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 14302 12349000 PRN OTR 1 0 12349000 0 REINVENT TECHNOLOGY PARTNERS UNIT 03/12/2026 G7484L114 179 17730 SH SOLE 17730 0 0 REPLIGEN CORP NOTE 0.375% 7/1 759916AB5 21909 8655000 PRN OTR 1 0 8655000 0 REPLIGEN CORP NOTE 0.375% 7/1 759916AB5 54762 21633000 PRN SOLE 21633000 0 0 RINGCENTRAL INC NOTE 3/0 76680RAF4 3977 4012000 PRN OTR 1 0 4012000 0 RINGCENTRAL INC NOTE 3/0 76680RAF4 9895 9988000 PRN SOLE 9988000 0 0 RMG ACQUISITION CORP III UNIT 02/08/2026 G76088114 144 14539 SH OTR 1 0 14539 0 RMG ACQUISITION CORP III UNIT 02/08/2026 G76088114 350 35461 SH SOLE 35461 0 0 ROMAN DBDR TECH ACQUISITION COM CL A 77584N101 120 11831 SH OTR 1 0 11831 0 ROMAN DBDR TECH ACQUISITION COM CL A 77584N101 285 28169 SH SOLE 28169 0 0 ROMAN DBDR TECH ACQUISITION *W EXP 10/31/202 77584N119 142 14084 SH Call SOLE 14084 0 0 ROYAL CARIBBEAN GROUP NOTE 4.250% 6/1 780153BB7 17144 12165000 PRN SOLE 12165000 0 0 ROYAL CARIBBEAN GROUP NOTE 4.250% 6/1 780153BB7 7030 4988000 PRN OTR 1 0 4988000 0 SARCOS TECHN AND ROBOTICS CO *W EXP 06/15/202 80359A114 82 10638 SH Call SOLE 10638 0 0 SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 98077 65952000 PRN SOLE 65952000 0 0 SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 40221 27047000 PRN OTR 1 0 27047000 0 SARISSA CAPITAL ACQUISITN CO UNIT 10/23/2027 G7823W128 209 21184 SH SOLE 21184 0 0 SCION TECH GROWTH II UNIT 99/99/9999 G31070124 176 17730 SH SOLE 17730 0 0 SCVX CORP COM G79448208 479 48278 SH SOLE 48278 0 0 SCVX CORP COM G79448208 149 14964 SH OTR 1 0 14964 0 SEA LTD NOTE 2.375%12/0 81141RAF7 99077 27910000 PRN SOLE 27910000 0 0 SEA LTD NOTE 2.375%12/0 81141RAF7 45935 12940000 PRN OTR 1 0 12940000 0 SEA LTD NOTE 1.000%12/0 81141RAD2 143525 22595000 PRN SOLE 22595000 0 0 SEA LTD NOTE 1.000%12/0 81141RAD2 70330 11072000 PRN OTR 1 0 11072000 0 SEA LTD SPONSORD ADS 81141R100 1540 4831 SH OTR 1 0 4831 0 SIMON PROPERTY GRP ACQ HOLDI UNIT 99/99/9999 82880R202 106 10638 SH SOLE 10638 0 0 SNAP INC NOTE 0.750% 8/0 83304AAB2 54470 16663000 PRN SOLE 16663000 0 0 SNAP INC NOTE 0.250% 5/0 83304AAD8 33464 9820000 PRN SOLE 9820000 0 0 SNAP INC NOTE 0.750% 8/0 83304AAB2 18465 5652000 PRN OTR 1 0 5652000 0 SNAP INC NOTE 0.250% 5/0 83304AAD8 13723 4027000 PRN OTR 1 0 4027000 0 SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6 23844 19230000 PRN OTR 1 0 19230000 0 SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6 58153 46900000 PRN SOLE 46900000 0 0 SPARTAN ACQUISITION CORP III COM CL A 84677R106 175 17731 SH SOLE 17731 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 5878 13696 SH OTR 1 0 13696 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 14464 33704 SH SOLE 33704 0 0 SQUARE INC NOTE 0.125% 3/0 852234AF0 31612 15571000 PRN OTR 1 0 15571000 0 SQUARE INC NOTE 0.125% 3/0 852234AF0 79034 38929000 PRN SOLE 38929000 0 0 STRATIM CLOUD ACQUISITION CO UNIT 03/05/2026 86309R206 352 35461 SH SOLE 35461 0 0 STRATIM CLOUD ACQUISITION CO UNIT 03/05/2026 86309R206 145 14539 SH OTR 1 0 14539 0 SUPERNOVA PARTNERS ACQUISTN SHS CL A G8T86C105 173 17731 SH SOLE 17731 0 0 SUPERNUS PHARMACEUTICALS NOTE 0.625% 4/0 868459AD0 6052 6154000 PRN OTR 1 0 6154000 0 SUPERNUS PHARMACEUTICALS NOTE 0.625% 4/0 868459AD0 14753 15001000 PRN SOLE 15001000 0 0 SVF INVESTMENT CORP UNIT 12/20/2025 G8601L110 176 17730 SH SOLE 17730 0 0 TAILWIND ACQUISITION CORP COM CL A 87403Q102 131 13424 SH SOLE 13424 0 0 TAILWIND INTERNATNAL ACQ COR UNIT 99/99/9999 G8662F127 351 35462 SH SOLE 35462 0 0 TAILWIND INTERNATNAL ACQ COR UNIT 99/99/9999 G8662F127 144 14538 SH OTR 1 0 14538 0 TCW SPECIAL PURPOSE ACQU COR UNIT 99/99/9999 87301L205 175 17730 SH SOLE 17730 0 0 TELADOC HEALTH INC COM 87918A105 321 2529 SH OTR 1 0 2529 0 TELADOC HEALTH INC COM 87918A105 783 6171 SH SOLE 6171 0 0 TESLA INC NOTE 2.375% 3/1 88160RAD3 143939 12159000 PRN SOLE 12159000 0 0 TESLA INC NOTE 2.375% 3/1 88160RAD3 44641 3771000 PRN OTR 1 0 3771000 0 THE REALREAL INC NOTE 3.000% 6/1 88339PAB7 7085 6425000 PRN OTR 1 0 6425000 0 THE REALREAL INC NOTE 3.000% 6/1 88339PAB7 17286 15675000 PRN SOLE 15675000 0 0 THERAVANCE BIOPHARMA INC NOTE 3.250%11/0 88339KAA0 22260 24159000 PRN SOLE 24159000 0 0 THERAVANCE BIOPHARMA INC NOTE 3.250%11/0 88339KAA0 8905 9665000 PRN OTR 1 0 9665000 0 TILRAY INC NOTE 5.000%10/0 88688TAB6 14150 14303000 PRN SOLE 14303000 0 0 TILRAY INC NOTE 5.000%10/0 88688TAB6 5749 5866000 PRN OTR 1 0 5866000 0 TISHMAN SPEYER INNOVATION CO UNIT 02/11/2026 88825H209 142 14184 SH SOLE 14184 0 0 TRAVERE THERAPEUTICS INC NOTE 2.500% 9/1 761299AB2 28277 28257000 PRN SOLE 28257000 0 0 TRAVERE THERAPEUTICS INC NOTE 2.500% 9/1 761299AB2 11314 11306000 PRN OTR 1 0 11306000 0 TURMERIC ACQUISITION CORP UNIT 10/08/2025 G9127T116 172 17361 SH SOLE 17361 0 0 TWITTER INC NOTE 0.250% 6/1 90184LAF9 19844 15775000 PRN SOLE 15775000 0 0 TWITTER INC NOTE 0.250% 6/1 90184LAF9 8208 6525000 PRN OTR 1 0 6525000 0 TWO COM CL A G9152V101 441 45072 SH OTR 1 0 45072 0 TWO COM CL A G9152V101 1076 109935 SH SOLE 109935 0 0 TZP STRATEGIES ACQUISTN CORP UNIT 01/06/2026 G91595127 141 14184 SH SOLE 14184 0 0 VECTOIQ ACQUISITION CORP II UNIT 99/99/9999 92244F208 246 24823 SH SOLE 24823 0 0 VECTOIQ ACQUISITION CORP II UNIT 99/99/9999 92244F208 101 10177 SH OTR 1 0 10177 0 VEONEER INC NOTE 4.000% 6/0 92336XAA7 12901 7910000 PRN OTR 1 0 7910000 0 VEONEER INC NOTE 4.000% 6/0 92336XAA7 32250 19774000 PRN SOLE 19774000 0 0 VIAVI SOLUTIONS INC COM 925550105 840 53355 SH SOLE 53355 0 0 VIAVI SOLUTIONS INC COM 925550105 555 35258 SH OTR 1 0 35258 0 VICKERS VANTAGE CORP I UNIT 09/15/2027 G9440B123 182 17731 SH SOLE 17731 0 0 VONAGE HLDGS CORP NOTE 1.750% 6/0 92886TAJ1 10344 8837000 PRN OTR 1 0 8837000 0 VONAGE HLDGS CORP NOTE 1.750% 6/0 92886TAJ1 25851 22084000 PRN SOLE 22084000 0 0 WAYFAIR INC NOTE 0.625%10/0 94419LAM3 6372 6372000 PRN OTR 1 0 6372000 0 WAYFAIR INC NOTE 1.125%11/0 94419LAD3 16384 7303000 PRN OTR 1 0 7303000 0 WAYFAIR INC NOTE 1.125%11/0 94419LAD3 33998 15154000 PRN SOLE 15154000 0 0 WAYFAIR INC NOTE 0.625%10/0 94419LAM3 15546 15528000 PRN SOLE 15528000 0 0 WESTERN DIGITAL CORP. COM 958102105 214 38 SH Call OTR 1 0 38 0 WESTERN DIGITAL CORP. COM 958102105 812 14394 SH OTR 1 0 14394 0 WESTERN DIGITAL CORP. COM 958102105 1969 34894 SH SOLE 34894 0 0 WESTERN DIGITAL CORP. COM 958102105 519 92 SH Call SOLE 92 0 0 WIX COM LTD NOTE 7/0 92940WAB5 37029 24974000 PRN SOLE 24974000 0 0 WIX COM LTD NOTE 7/0 92940WAB5 14265 9621000 PRN OTR 1 0 9621000 0 ZSCALER INC NOTE 0.125% 7/0 98980GAB8 31011 16989000 PRN OTR 1 0 16989000 0 ZSCALER INC NOTE 0.125% 7/0 98980GAB8 75624 41429000 PRN SOLE 41429000 0 0