Chief Compliance Officer

0001420506-22-000323.txt : 20220214 0001420506-22-000323.hdr.sgml : 20220214 20220214084832 ACCESSION NUMBER: 0001420506-22-000323 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20211231 FILED AS OF DATE: 20220214 DATE AS OF CHANGE: 20220214 EFFECTIVENESS DATE: 20220214 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: 22625755 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 12-31-2021 12-31-2021 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 02-14-2022 1 337 3218568 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 28930 31612000 PRN SOLE 31612000 0 0 1LIFE HEALTHCARE INC NOTE 3.000% 6/1 68269GAB3 11863 12963000 PRN OTR 1 0 12963000 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 11306 11305000 PRN OTR 1 0 11305000 0 8X8 INC NEW NOTE 0.500% 2/0 282914AB6 28990 28988000 PRN SOLE 28988000 0 0 ABG ACQUISITION CORP I CL A SHS G00496102 139 14184 SH SOLE 14184 0 0 ACE CONVERGENCE ACQU CORP CL A G0083D120 111 11111 SH SOLE 11111 0 0 AERIE PHARMACEUTICALS INC NOTE 1.500%10/0 00771VAB4 6500 7785000 PRN SOLE 7785000 0 0 AERIE PHARMACEUTICALS INC NOTE 1.500%10/0 00771VAB4 2538 3039000 PRN OTR 1 0 3039000 0 ALPHA HEALTHCARE ACQU CORP I CLASS A COM 02073F104 98 10177 SH OTR 1 0 10177 0 ALPHA HEALTHCARE ACQU CORP I CLASS A COM 02073F104 239 24823 SH SOLE 24823 0 0 ALTITUDE ACQUISITION CORP COM CL A 02156Y103 176 17730 SH SOLE 17730 0 0 APELLIS PHARMACEUTICALS INC NOTE 3.500% 9/1 03753UAB2 8599 5739000 PRN OTR 1 0 5739000 0 APELLIS PHARMACEUTICALS INC NOTE 3.500% 9/1 03753UAB2 21486 14340000 PRN SOLE 14340000 0 0 ARCHIMEDES TECH SPAC PARTNR UNIT 03/10/2026 039562202 150 14539 SH OTR 1 0 14539 0 ARCHIMEDES TECH SPAC PARTNR UNIT 03/10/2026 039562202 365 35461 SH SOLE 35461 0 0 ASTREA ACQUISITION CORP COM CL A 04637C106 175 17731 SH SOLE 17731 0 0 ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 7323 5689000 PRN OTR 1 0 5689000 0 ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 17850 13867000 PRN SOLE 13867000 0 0 AURORA ACQUISITION CORP UNIT 03/02/2026 G0698L111 144 14184 SH SOLE 14184 0 0 AURORA CANNABIS INC NOTE 5.500% 2/2 05156XAG3 3384 3981000 PRN OTR 1 0 3981000 0 AURORA CANNABIS INC NOTE 5.500% 2/2 05156XAG3 8553 10212000 PRN SOLE 10212000 0 0 AUSTERLITZ ACQUISITION CORP COM CL A G0633U101 138 14184 SH SOLE 14184 0 0 BEST INC NOTE 1.750%10/0 08653CAB2 2109 2734000 PRN OTR 1 0 2734000 0 BEST INC NOTE 1.750%10/0 08653CAB2 5274 6836000 PRN SOLE 6836000 0 0 BILIBILI INC NOTE 1.375% 4/0 090040AB2 33975 17159000 PRN OTR 1 0 17159000 0 BILIBILI INC NOTE 1.375% 4/0 090040AB2 87300 44091000 PRN SOLE 44091000 0 0 BILL COM HLDGS INC NOTE 12/0 090043AB6 53456 31257000 PRN SOLE 31257000 0 0 BILL COM HLDGS INC NOTE 12/0 090043AB6 21373 12497000 PRN OTR 1 0 12497000 0 BIOTECH ACQUISITION COMPANY CL A SHS G1125A108 174 17730 SH SOLE 17730 0 0 BLOCK INC NOTE 0.125% 3/0 852234AF0 27956 18798000 PRN OTR 1 0 18798000 0 BLOCK INC NOTE 0.125% 3/0 852234AF0 71685 48202000 PRN SOLE 48202000 0 0 BLOOM ENERGY CORP NOTE 2.500% 8/1 093712AH0 12800 8201000 PRN SOLE 8201000 0 0 BLOOM ENERGY CORP NOTE 2.500% 8/1 093712AH0 4993 3199000 PRN OTR 1 0 3199000 0 BLUERIVER ACQUISITION CORP SHS CL A G1261Q107 138 14184 SH SOLE 14184 0 0 BOOKING HOLDINGS INC COM 09857L108 905 377 SH OTR 1 0 377 0 BOOKING HOLDINGS INC COM 09857L108 1874 781 SH SOLE 781 0 0 BRIDGEBIO PHARMA INC COM 10806X102 239 143 SH Call SOLE 143 0 0 BRIDGETOWN HOLDINGS LTD COM CL A G1355U113 157 15974 SH SOLE 15974 0 0 CARDLYTICS INC NOTE 1.000% 9/1 14161WAB1 1338 1207000 PRN SOLE 1207000 0 0 CARDLYTICS INC NOTE 1.000% 9/1 14161WAB1 547 493000 PRN OTR 1 0 493000 0 CARNEY TECHNOLOGY ACQU CORP CL A COMMON STK 143636108 104 10638 SH SOLE 10638 0 0 CERENCE INC NOTE 3.000% 6/0 156727AB5 1542 702000 PRN OTR 1 0 702000 0 CERENCE INC NOTE 3.000% 6/0 156727AB5 3950 1798000 PRN SOLE 1798000 0 0 CF ACQUISITION CORP VI COM CL A 12521J103 192 17730 SH SOLE 17730 0 0 CHEFS WHSE INC NOTE 1.875%12/0 163086AB7 7381 6833000 PRN SOLE 6833000 0 0 CHEFS WHSE INC NOTE 1.875%12/0 163086AB7 3141 2908000 PRN OTR 1 0 2908000 0 CHP MERGER CORP *W EXP 11/22/202 12558Y114 212 20904 SH Call SOLE 20904 0 0 CITIC CAPITAL ACQUISITION CO COM CL A G21513109 101 10088 SH OTR 1 0 10088 0 CITIC CAPITAL ACQUISITION CO COM CL A G21513109 297 29693 SH SOLE 29693 0 0 COHN ROBBINS HOLDINGS CORP COM CL A G23726105 165 16779 SH SOLE 16779 0 0 COLICITY INC COM CL A 194170106 138 14184 SH SOLE 14184 0 0 COLLEGIUM PHARMACEUTICAL INC NOTE 2.625% 2/1 19459JAA2 3175 3213000 PRN OTR 1 0 3213000 0 COLLEGIUM PHARMACEUTICAL INC NOTE 2.625% 2/1 19459JAA2 7738 7831000 PRN SOLE 7831000 0 0 COLONNADE ACQUISITION CORP I UNIT 99/99/9999 G2284B127 175 17730 SH SOLE 17730 0 0 COMPOSECURE INC *W EXP 12/27/202 20459V113 116 14084 SH Call SOLE 14084 0 0 CONSTELLATION ACQUISITN CORP UNIT 99/99/9999 G2R18K121 141 14184 SH SOLE 14184 0 0 CORNER GROWTH ACQUISITION CO CL A SHS G2425N105 174 17730 SH SOLE 17730 0 0 COVA ACQUISITION CORP CL A SHS G2554Y104 173 17731 SH SOLE 17731 0 0 CRUCIBLE ACQUISITION CORP UNIT 12/26/2025 22877P207 179 17986 SH SOLE 17986 0 0 DATADOG INC NOTE 0.125% 6/1 23804LAB9 38382 19076000 PRN SOLE 19076000 0 0 DATADOG INC NOTE 0.125% 6/1 23804LAB9 15742 7824000 PRN OTR 1 0 7824000 0 DEXCOM INC NOTE 0.750%12/0 252131AH0 45020 13777000 PRN OTR 1 0 13777000 0 DEXCOM INC NOTE 0.750%12/0 252131AH0 109800 33601000 PRN SOLE 33601000 0 0 DIAMONDHEAD HOLDINGS CORP CL A 25278L105 138 14184 SH SOLE 14184 0 0 DISH NETWORK CORPORATION NOTE 12/1 25470MAF6 14905 14890000 PRN SOLE 14890000 0 0 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 1013 1080000 PRN SOLE 1080000 0 0 DISH NETWORK CORPORATION NOTE 12/1 25470MAF6 6104 6110000 PRN OTR 1 0 6110000 0 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 396 420000 PRN OTR 1 0 420000 0 DUNE ACQUISITION CORP COM CL A 265334102 176 17730 SH SOLE 17730 0 0 ENVIRONMENTAL IMPACT ACQU CO UNIT 11/05/2025 29408N205 188 17731 SH SOLE 17731 0 0 EQUITY DISTR ACQUISITION COR COM CL A 29465E106 99 10068 SH SOLE 10068 0 0 EURONET WORLDWIDE INC COM 298736109 3741 31394 SH SOLE 31394 0 0 EURONET WORLDWIDE INC COM 298736109 1509 12662 SH OTR 1 0 12662 0 EUROPEAN BIOTECH ACQUTN CORP CLASS A ORD SHS G3167F102 172 17730 SH SOLE 17730 0 0 EVENTBRITE INC NOTE 5.000%12/0 29975EAB5 10963 6728000 PRN SOLE 6728000 0 0 EVENTBRITE INC NOTE 5.000%12/0 29975EAB5 4326 2655000 PRN OTR 1 0 2655000 0 EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 8131 7414000 PRN OTR 1 0 7414000 0 EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 19835 18087000 PRN SOLE 18087000 0 0 EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 2400 2472000 PRN OTR 1 0 2472000 0 EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 8523 8778000 PRN SOLE 8778000 0 0 EXPEDIA GROUP INC COM NEW 30212P303 6080 33644 SH SOLE 33644 0 0 EXPEDIA GROUP INC COM NEW 30212P303 2371 13121 SH OTR 1 0 13121 0 FARFETCH LTD NOTE 3.750% 5/0 30744WAD9 3300 1454000 PRN OTR 1 0 1454000 0 FARFETCH LTD NOTE 3.750% 5/0 30744WAD9 7879 3471000 PRN SOLE 3471000 0 0 FIGURE ACQUISITION CORP I COM CL A 302438106 139 14184 SH SOLE 14184 0 0 FINTECH EVOLUTION ACQUIS GRO SHS CL A G3R19A104 138 14184 SH SOLE 14184 0 0 FIRSTMARK HORIZON ACQUISITIO CL A COM 33765Y101 172 17361 SH SOLE 17361 0 0 FISKER INC CL A COM STK 33813J106 7088 450600 SH SOLE 450600 0 0 FIVE9 INC NOTE 0.500% 6/0 338307AD3 8983 7314000 PRN SOLE 7314000 0 0 FIVE9 INC NOTE 0.500% 6/0 338307AD3 3504 2853000 PRN OTR 1 0 2853000 0 FIVERR INTL LTD NOTE 11/0 33835LAA3 4849 5181000 PRN OTR 1 0 5181000 0 FIVERR INTL LTD NOTE 11/0 33835LAA3 11824 12634000 PRN SOLE 12634000 0 0 FLUIDIGM CORPORATION NOTE 5.250%12/0 34385PAF5 1093 727000 PRN OTR 1 0 727000 0 FLUIDIGM CORPORATION NOTE 5.250%12/0 34385PAF5 2666 1773000 PRN SOLE 1773000 0 0 FORTISTAR SUSTAINABLE SOL CO COM CL A 34962M106 172 17731 SH SOLE 17731 0 0 FRAZIER LIFESCIENCES ACQU CO CL A SHS G3710A105 104 10638 SH SOLE 10638 0 0 FTAC ATHENA ACQUISITION CORP CL A SHS G37283101 176 17730 SH SOLE 17730 0 0 FTAC HERA ACQUISITION CORP CLASS A ORD SHS G3728Y103 173 17730 SH SOLE 17730 0 0 G SQUARED ASCEND I INC SHS CL A G4204R109 140 14184 SH SOLE 14184 0 0 GLOBAL PARTNER ACQISTN CORP UNIT 01/06/2026 G3934P110 175 17731 SH SOLE 17731 0 0 GLOBAL SYNERGY ACQUISIT CORP CL A SHS G3934J106 209 21277 SH SOLE 21277 0 0 GLOBAL SYNERGY ACQUISIT CORP *W EXP 99/99/999 G3934J122 105 10638 SH Call SOLE 10638 0 0 GOAL ACQUISITIONS CORP COM 38021H107 138 14185 SH SOLE 14185 0 0 GOAL ACQUISITIONS CORP *W EXP 02/11/202 38021H115 138 14185 SH Call SOLE 14185 0 0 GOLDEN FALCON ACQUISITION CO UNIT 99/99/9999 38102H208 103 10204 SH SOLE 10204 0 0 GOSSAMER BIO INC NOTE 5.000% 6/0 38341PAA0 19394 19778000 PRN SOLE 19778000 0 0 GOSSAMER BIO INC NOTE 5.000% 6/0 38341PAA0 8464 8632000 PRN OTR 1 0 8632000 0 GUESS INC NOTE 2.000% 4/1 401617AD7 12904 11070000 PRN OTR 1 0 11070000 0 GUESS INC NOTE 2.000% 4/1 401617AD7 33088 28385000 PRN SOLE 28385000 0 0 H I G ACQUISITION CORP UNIT 99/99/9999 G44898115 140 14039 SH SOLE 14039 0 0 HAMILTON LANE ALLIANCE HLDGS COM CL A 40749M103 173 17731 SH SOLE 17731 0 0 HEALTHCARE CAPITAL CORP COM CL A 42228C101 174 17730 SH SOLE 17730 0 0 HEALTHCARE SERVICES ACQU COR COM CL A 42227K104 173 17730 SH SOLE 17730 0 0 HIGHLAND TRANSCEND PARTNERS COM CL A G44690108 176 17730 SH SOLE 17730 0 0 HUAZHU GROUP LTD NOTE 0.375%11/0 16949NAC3 10512 10206000 PRN OTR 1 0 10206000 0 HUAZHU GROUP LTD NOTE 0.375%11/0 16949NAC3 25639 24892000 PRN SOLE 24892000 0 0 IBERE PHARMACEUTICALS UNIT 99/99/9999 G46843127 178 17730 SH SOLE 17730 0 0 INFINERA CORP NOTE 2.125% 9/0 45667GAC7 17358 14490000 PRN SOLE 14490000 0 0 INFINERA CORP NOTE 2.125% 9/0 45667GAC7 7198 6009000 PRN OTR 1 0 6009000 0 INVITAE CORP NOTE 2.000% 9/0 46185LAB9 15958 16785000 PRN SOLE 16785000 0 0 INVITAE CORP NOTE 2.000% 9/0 46185LAB9 6384 6715000 PRN OTR 1 0 6715000 0 IONIS PHARMACEUTICALS INC NOTE 0.125%12/1 462222AB6 46758 51800000 PRN SOLE 51800000 0 0 IONIS PHARMACEUTICALS INC NOTE 0.125%12/1 462222AB6 18238 20204000 PRN OTR 1 0 20204000 0 IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 3980 3789000 PRN OTR 1 0 3789000 0 IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 9708 9242000 PRN SOLE 9242000 0 0 ISHARES TR CHINA LG-CAP ETF 464287184 4701 1285 SH Put OTR 1 0 1285 0 ISHARES TR CHINA LG-CAP ETF 464287184 2473 67617 SH OTR 1 0 67617 0 ISHARES TR CHINA LG-CAP ETF 464287184 11760 3215 SH Put SOLE 3215 0 0 ISHARES TR CHINA LG-CAP ETF 464287184 6270 1714 SH Call SOLE 1714 0 0 ISHARES TR CHINA LG-CAP ETF 464287184 6184 169041 SH SOLE 169041 0 0 ISHARES TR CHINA LG-CAP ETF 464287184 2509 686 SH Call OTR 1 0 686 0 ISLEWORTH HEALTHCARE ACQU CO COM 46468P102 98 10000 SH SOLE 10000 0 0 JACK CREEK INVESTMENT CORP UNIT 10/01/2023 G4989X107 177 17731 SH SOLE 17731 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 2004 2000000 PRN OTR 1 0 2000000 0 JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 5011 5000000 PRN SOLE 5000000 0 0 JAZZ PHARMACEUTICALS PLC SHS USD G50871105 5040 39562 SH OTR 1 0 39562 0 JAZZ PHARMACEUTICALS PLC SHS USD G50871105 12946 101620 SH SOLE 101620 0 0 JETBLUE AWYS CORP COM 477143101 5743 403273 SH SOLE 403273 0 0 JETBLUE AWYS CORP COM 477143101 2355 165366 SH OTR 1 0 165366 0 JOFF FINTECH ACQUISITION COR COM CL A 46592C100 173 17735 SH SOLE 17735 0 0 KARYOPHARM THERAPEUTICS INC NOTE 3.000%10/1 48576UAA4 13180 16187000 PRN SOLE 16187000 0 0 KARYOPHARM THERAPEUTICS INC NOTE 3.000%10/1 48576UAA4 5140 6313000 PRN OTR 1 0 6313000 0 KHOSLA VENTURES ACQUISITION CL A 482504107 123 12707 SH OTR 1 0 12707 0 KHOSLA VENTURES ACQUISITION CL A 482504107 301 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 346 35461 SH SOLE 35461 0 0 KINS TECHNOLOGY GROUP INC COM CL A 49714K109 177 17731 SH SOLE 17731 0 0 KL ACQUISITION CORP COM CL A 49837C109 104 10638 SH SOLE 10638 0 0 KLUDEIN I ACQUISITION CORP CL A 49878L109 114 11631 SH OTR 1 0 11631 0 KLUDEIN I ACQUISITION CORP *W EXP 07/08/202 49878L117 140 14184 SH Call SOLE 14184 0 0 KLUDEIN I ACQUISITION CORP CL A 49878L109 279 28369 SH SOLE 28369 0 0 LENDINGTREE INC NOTE 0.625% 6/0 52603BAA5 5536 5558000 PRN OTR 1 0 5558000 0 LENDINGTREE INC NOTE 0.625% 6/0 52603BAA5 13515 13569000 PRN SOLE 13569000 0 0 LEO HLDGS CORP II COM CL A G5463R102 173 17731 SH SOLE 17731 0 0 LIGHTJUMP ACQUISITION CORP COM 53228M106 135 13724 SH OTR 1 0 13724 0 LIGHTJUMP ACQUISITION CORP COM 53228M106 330 33477 SH SOLE 33477 0 0 LIGHTJUMP ACQUISITION CORP *W EXP 01/12/202 53228M114 165 16738 SH Call SOLE 16738 0 0 LIONHEART ACQUISITION CORP I COM CL A 53625R104 171 17203 SH SOLE 17203 0 0 LIVENT CORP NOTE 4.125% 7/1 53814LAB4 37145 12659000 PRN SOLE 12659000 0 0 LIVENT CORP NOTE 4.125% 7/1 53814LAB4 17958 6120000 PRN OTR 1 0 6120000 0 LONGVIEW ACQUISITION CORP II COM CL A 54319Q105 174 17730 SH SOLE 17730 0 0 MARLIN TECHNOLOGY CORP CL A SHS G58411102 173 17731 SH SOLE 17731 0 0 MICROCHIP TECHNOLOGY INC. COM 595017104 8928 102552 SH SOLE 102552 0 0 MICROCHIP TECHNOLOGY INC. COM 595017104 3483 40006 SH OTR 1 0 40006 0 MICROSTRATEGY INC CL A NEW 594972408 599 11 SH Put SOLE 11 0 0 MICROSTRATEGY INC NOTE 0.750%12/1 594972AC5 2284 1463000 PRN OTR 1 0 1463000 0 MICROSTRATEGY INC CL A NEW 594972408 218 4 SH Put OTR 1 0 4 0 MICROSTRATEGY INC NOTE 0.750%12/1 594972AC5 5561 3562000 PRN SOLE 3562000 0 0 MICROSTRATEGY INC CL A NEW 594972408 404 742 SH SOLE 742 0 0 MISSION ADVANCEMENT CORP CL A 60501L101 173 17731 SH SOLE 17731 0 0 MORINGA ACQUISITION CORP CL A SHS G6S23K108 141 14539 SH OTR 1 0 14539 0 MORINGA ACQUISITION CORP *W EXP 02/22/202 G6S23K124 172 17730 SH Call SOLE 17730 0 0 MORINGA ACQUISITION CORP CL A SHS G6S23K108 343 35461 SH SOLE 35461 0 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 MOTIVE CAPITAL CORP II UNIT 99/99/9999 G6293R122 210 21044 SH OTR 1 0 21044 0 MOTIVE CAPITAL CORP II UNIT 99/99/9999 G6293R122 538 53956 SH SOLE 53956 0 0 NCL CORP LTD NOTE 6.000% 5/1 62886HAT8 4714 2730000 PRN SOLE 2730000 0 0 NCL CORP LTD NOTE 6.000% 5/1 62886HAT8 1977 1145000 PRN OTR 1 0 1145000 0 NEOGENOMICS INC NOTE 0.250% 1/1 64049MAB6 527 618000 PRN OTR 1 0 618000 0 NEOGENOMICS INC NOTE 0.250% 1/1 64049MAB6 1349 1582000 PRN SOLE 1582000 0 0 NEVRO CORP NOTE 2.750% 4/0 64157FAC7 7356 6486000 PRN OTR 1 0 6486000 0 NEVRO CORP NOTE 2.750% 4/0 64157FAC7 17516 15444000 PRN SOLE 15444000 0 0 NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 27170 22687000 PRN SOLE 22687000 0 0 NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 10581 8835000 PRN OTR 1 0 8835000 0 NICE LTD SPONSORED ADR 653656108 1611 5305 SH OTR 1 0 5305 0 NICE LTD SPONSORED ADR 653656108 4020 13241 SH SOLE 13241 0 0 NOBLE ROCK ACQUISITION CORP CL A SHS G6546R101 172 17731 SH SOLE 17731 0 0 NORTH ATLANTIC ACQUISITN COR CL A SHS G66139109 174 17731 SH SOLE 17731 0 0 NORTHERN STAR INVEST CORP II COM CL A 66574L100 138 14184 SH SOLE 14184 0 0 NORTHERN STAR INVEST CORP IV UNIT 02/25/2028 66575B200 141 14184 SH SOLE 14184 0 0 NOVA LTD NOTE 10/1 66980MAB2 3375 1690000 PRN SOLE 1690000 0 0 NOVA LTD NOTE 10/1 66980MAB2 1318 660000 PRN OTR 1 0 660000 0 NOVAVAX INC NOTE 3.750% 2/0 670002AB0 8608 6283000 PRN OTR 1 0 6283000 0 NOVAVAX INC NOTE 3.750% 2/0 670002AB0 22071 16110000 PRN SOLE 16110000 0 0 NOVOCURE LTD NOTE 11/0 67011XAB9 12406 13485000 PRN OTR 1 0 13485000 0 NOVOCURE LTD NOTE 11/0 67011XAB9 30198 32906000 PRN SOLE 32906000 0 0 NOVUS CAPITAL CORPORATION II UNIT 99/99/9999 67012W203 182 17731 SH SOLE 17731 0 0 NUTANIX INC NOTE 1/1 67059NAB4 42106 41392000 PRN SOLE 41392000 0 0 NUTANIX INC NOTE 1/1 67059NAB4 16423 16144000 PRN OTR 1 0 16144000 0 OAKTREE ACQUISITION CORP II CL A SHS G6715X103 133 13423 SH SOLE 13423 0 0 OMEROS CORP COM 682143102 432 672 SH Put SOLE 672 0 0 OMEROS CORP NOTE 5.250% 2/1 682143AG7 5848 7919000 PRN OTR 1 0 7919000 0 OMEROS CORP NOTE 5.250% 2/1 682143AG7 14614 19790000 PRN SOLE 19790000 0 0 ON SEMICONDUCTOR CORP COM 682189105 7237 106549 SH OTR 1 0 106549 0 ON SEMICONDUCTOR CORP COM 682189105 17639 259698 SH SOLE 259698 0 0 ONE EQUITY PARTNERS OPEN WTR CL A 68237L105 138 14184 SH SOLE 14184 0 0 PACIRA BIOSCIENCES INC NOTE 2.375% 4/0 695127AD2 14036 13495000 PRN OTR 1 0 13495000 0 PACIRA BIOSCIENCES INC NOTE 2.375% 4/0 695127AD2 35987 34600000 PRN SOLE 34600000 0 0 PAGERDUTY INC NOTE 1.250% 7/0 69553PAB6 16688 14330000 PRN OTR 1 0 14330000 0 PAGERDUTY INC NOTE 1.250% 7/0 69553PAB6 41721 35825000 PRN SOLE 35825000 0 0 PARATEK PHARMACEUTICALS INC NOTE 4.750% 5/0 699374AB0 2983 3261000 PRN OTR 1 0 3261000 0 PARATEK PHARMACEUTICALS INC NOTE 4.750% 5/0 699374AB0 7648 8360000 PRN SOLE 8360000 0 0 PERIDOT ACQUISITION CORP II SHS CL A G7008B105 173 17731 SH SOLE 17731 0 0 PERIPHAS CAPITAL PARTNERING UNIT 99/99/9999 713895209 253 10263 SH SOLE 10263 0 0 PINDUODUO INC NOTE 10/0 722304AB8 12700 8581000 PRN OTR 1 0 8581000 0 PINDUODUO INC NOTE 12/0 722304AC6 829 914000 PRN OTR 1 0 914000 0 PINDUODUO INC NOTE 12/0 722304AC6 2132 2350000 PRN SOLE 2350000 0 0 PINDUODUO INC NOTE 10/0 722304AB8 29880 20189000 PRN SOLE 20189000 0 0 PIONEER MERGER CORP CL A SHS G7S24C103 140 14185 SH SOLE 14185 0 0 PIVOTAL INVESTMENT CORP III COM CL A 72582M106 138 14184 SH SOLE 14184 0 0 PLUG POWER INC COM NEW 72919P202 1958 69367 SH OTR 1 0 69367 0 PLUG POWER INC COM NEW 72919P202 5934 210196 SH SOLE 210196 0 0 POEMA GLOBAL HOLDINGS CORP CL A SHS G7154B107 178 17986 SH SOLE 17986 0 0 PONTEM CORPORATION SHS CL A G71707106 174 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 142 14184 SH SOLE 14184 0 0 PROPERTY SOLUTIONS ACQUISITI UNIT 03/01/2026 74350A207 175 17730 SH SOLE 17730 0 0 PROPTECH INVESTMENT CORP II UNIT 99/99/9999 743497208 224 22413 SH SOLE 22413 0 0 PROS HOLDINGS INC NOTE 1.000% 5/1 74346YAH6 1331 1412000 PRN OTR 1 0 1412000 0 PROS HOLDINGS INC NOTE 1.000% 5/1 74346YAH6 3414 3621000 PRN SOLE 3621000 0 0 PROSPECTOR CAPITAL CORP UNIT 01/01/2030 G7273A121 282 28408 SH SOLE 28408 0 0 PROSPECTOR CAPITAL CORP UNIT 01/01/2030 G7273A121 116 11647 SH OTR 1 0 11647 0 PROVIDENT ACQUISITION CORP CL A G7282L100 140 14184 SH SOLE 14184 0 0 PTC THERAPEUTICS INC NOTE 3.000% 8/1 69366JAB7 24328 23113000 PRN SOLE 23113000 0 0 PTC THERAPEUTICS INC NOTE 3.000% 8/1 69366JAB7 8516 8091000 PRN OTR 1 0 8091000 0 PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 47514 35506000 PRN SOLE 35506000 0 0 PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 18531 13848000 PRN OTR 1 0 13848000 0 REPLIGEN CORP NOTE 0.375% 7/1 759916AB5 50666 21633000 PRN SOLE 21633000 0 0 REPLIGEN CORP NOTE 0.375% 7/1 759916AB5 20271 8655000 PRN OTR 1 0 8655000 0 RINGCENTRAL INC NOTE 3/0 76680RAF4 8214 8727000 PRN OTR 1 0 8727000 0 RINGCENTRAL INC NOTE 3/0 76680RAF4 21044 22357000 PRN SOLE 22357000 0 0 RINGCENTRAL INC NOTE 3/1 76680RAH0 1618 1798000 PRN SOLE 1798000 0 0 RINGCENTRAL INC NOTE 3/1 76680RAH0 632 702000 PRN OTR 1 0 702000 0 RMG ACQUISITION CORP III UNIT 02/08/2026 G76088114 353 35461 SH SOLE 35461 0 0 RMG ACQUISITION CORP III UNIT 02/08/2026 G76088114 145 14539 SH OTR 1 0 14539 0 ROYAL CARIBBEAN GROUP NOTE 4.250% 6/1 780153BB7 6856 5374000 PRN OTR 1 0 5374000 0 ROYAL CARIBBEAN GROUP NOTE 2.875%11/1 780153BF8 4374 3684000 PRN OTR 1 0 3684000 0 ROYAL CARIBBEAN GROUP NOTE 4.250% 6/1 780153BB7 17579 13779000 PRN SOLE 13779000 0 0 ROYAL CARIBBEAN GROUP NOTE 2.875%11/1 780153BF8 10402 8760000 PRN SOLE 8760000 0 0 SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 85983 58810000 PRN SOLE 58810000 0 0 SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 34635 23689000 PRN OTR 1 0 23689000 0 SARISSA CAPITAL ACQUISITN CO CL A G7823W102 207 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 149 14964 SH OTR 1 0 14964 0 SCVX CORP COM G79448208 482 48278 SH SOLE 48278 0 0 SEA LTD NOTE 2.375%12/0 81141RAF7 31393 12263000 PRN SOLE 12263000 0 0 SEA LTD NOTE 1.000%12/0 81141RAD2 49326 11072000 PRN OTR 1 0 11072000 0 SEA LTD NOTE 1.000%12/0 81141RAD2 100661 22595000 PRN SOLE 22595000 0 0 SEA LTD NOTE 2.375%12/0 81141RAF7 14610 5707000 PRN OTR 1 0 5707000 0 SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 10060 714 SH Call SOLE 714 0 0 SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 4029 286 SH Call OTR 1 0 286 0 SHOPIFY INC NOTE 0.125%11/0 82509LAA5 14644 11720000 PRN SOLE 11720000 0 0 SHOPIFY INC NOTE 0.125%11/0 82509LAA5 5720 4578000 PRN OTR 1 0 4578000 0 SIMON PROPERTY GRP ACQ HOLDI UNIT 99/99/9999 82880R202 105 10638 SH SOLE 10638 0 0 SMILEDIRECTCLUB INC CL A COM 83192H106 1659 7061 SH Put SOLE 7061 0 0 SMILEDIRECTCLUB INC CL A COM 83192H106 681 2898 SH Put OTR 1 0 2898 0 SNAP INC NOTE 0.250% 5/0 83304AAD8 25323 11386000 PRN SOLE 11386000 0 0 SNAP INC NOTE 0.250% 5/0 83304AAD8 10122 4551000 PRN OTR 1 0 4551000 0 SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6 67708 53167000 PRN SOLE 53167000 0 0 SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6 26407 20736000 PRN OTR 1 0 20736000 0 SPARTAN ACQUISITION CORP III COM CL A 84677R106 175 17731 SH SOLE 17731 0 0 STRATIM CLOUD ACQUISITION CO UNIT 03/05/2026 86309R206 349 35461 SH SOLE 35461 0 0 STRATIM CLOUD ACQUISITION CO UNIT 03/05/2026 86309R206 143 14539 SH OTR 1 0 14539 0 SUPERNOVA PARTNERS ACQUISTN SHS CL A G8T86C105 182 17731 SH SOLE 17731 0 0 SUPERNUS PHARMACEUTICALS NOTE 0.625% 4/0 868459AD0 23551 23872000 PRN SOLE 23872000 0 0 SUPERNUS PHARMACEUTICALS NOTE 0.625% 4/0 868459AD0 9185 9310000 PRN OTR 1 0 9310000 0 SVF INVESTMENT CORP UNIT 12/20/2025 G8601L110 182 17730 SH SOLE 17730 0 0 TAILWIND ACQUISITION CORP COM CL A 87403Q102 132 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 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 1372 114 SH Put OTR 1 0 114 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 1109 9218 SH SOLE 9218 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 3441 286 SH Put SOLE 286 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 442 3674 SH OTR 1 0 3674 0 TCW SPECIAL PURPOSE ACQU COR COM CL A 87301L106 173 17730 SH SOLE 17730 0 0 TEEKAY CORPORATION NOTE 5.000% 1/1 87900YAE3 6045 6071000 PRN SOLE 6071000 0 0 TEEKAY CORPORATION NOTE 5.000% 1/1 87900YAE3 2419 2429000 PRN OTR 1 0 2429000 0 TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 12237 13447000 PRN SOLE 13447000 0 0 TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 4775 5247000 PRN OTR 1 0 5247000 0 TESLA INC NOTE 2.375% 3/1 88160RAD3 195948 12159000 PRN SOLE 12159000 0 0 TESLA INC NOTE 2.375% 3/1 88160RAD3 60771 3771000 PRN OTR 1 0 3771000 0 THE REALREAL INC NOTE 3.000% 6/1 88339PAB7 18060 17125000 PRN SOLE 17125000 0 0 THE REALREAL INC NOTE 3.000% 6/1 88339PAB7 7044 6679000 PRN OTR 1 0 6679000 0 THERAVANCE BIOPHARMA INC NOTE 3.250%11/0 88339KAA0 9327 9665000 PRN OTR 1 0 9665000 0 THERAVANCE BIOPHARMA INC NOTE 3.250%11/0 88339KAA0 23313 24159000 PRN SOLE 24159000 0 0 TILRAY INC NOTE 5.000%10/0 88688TAB6 13945 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 140 14184 SH SOLE 14184 0 0 TRAVERE THERAPEUTICS INC NOTE 2.500% 9/1 761299AB2 35372 32347000 PRN SOLE 32347000 0 0 TRAVERE THERAPEUTICS INC NOTE 2.500% 9/1 761299AB2 13796 12616000 PRN OTR 1 0 12616000 0 TRICIDA INC NOTE 3.500% 5/1 89610FAB7 1605 2979000 PRN OTR 1 0 2979000 0 TRICIDA INC NOTE 3.500% 5/1 89610FAB7 4113 7632000 PRN SOLE 7632000 0 0 TURMERIC ACQUISITION CORP UNIT 10/08/2025 G9127T116 174 17361 SH SOLE 17361 0 0 TURNING PT BRANDS INC NOTE 2.500% 7/1 90041LAE5 294 291000 PRN OTR 1 0 291000 0 TURNING PT BRANDS INC NOTE 2.500% 7/1 90041LAE5 716 709000 PRN SOLE 709000 0 0 TWITTER INC NOTE 0.250% 6/1 90184LAF9 1916 1751000 PRN OTR 1 0 1751000 0 TWITTER INC NOTE 0.250% 6/1 90184LAF9 4803 4388000 PRN SOLE 4388000 0 0 TWO COM CL A G9152V101 439 45072 SH OTR 1 0 45072 0 TWO COM CL A G9152V101 1070 109935 SH SOLE 109935 0 0 TZP STRATEGIES ACQUISTN CORP UNIT 01/06/2026 G91595127 141 14184 SH SOLE 14184 0 0 VAIL RESORTS INC COM 91879Q109 2214 6751 SH SOLE 6751 0 0 VAIL RESORTS INC COM 91879Q109 863 2632 SH OTR 1 0 2632 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 22889 13946000 PRN SOLE 13946000 0 0 VEONEER INC NOTE 4.000% 6/0 92336XAA7 32454 19774000 PRN SOLE 19774000 0 0 VEONEER INC NOTE 4.000% 6/0 92336XAA7 9158 5579000 PRN OTR 1 0 5579000 0 VEONEER INC NOTE 4.000% 6/0 92336XAA7 12984 7910000 PRN OTR 1 0 7910000 0 VICKERS VANTAGE CORP I SHS G9440B107 178 17731 SH SOLE 17731 0 0 VONAGE HLDGS CORP NOTE 1.750% 6/0 92886TAJ1 2413 1803000 PRN OTR 1 0 1803000 0 VONAGE HLDGS CORP NOTE 1.750% 6/0 92886TAJ1 6187 4624000 PRN SOLE 4624000 0 0 WAYFAIR INC NOTE 1.125%11/0 94419LAD3 2830 1614000 PRN OTR 1 0 1614000 0 WAYFAIR INC NOTE 0.625%10/0 94419LAM3 1863 2038000 PRN OTR 1 0 2038000 0 WAYFAIR INC NOTE 1.125%11/0 94419LAD3 5861 3343000 PRN SOLE 3343000 0 0 WAYFAIR INC NOTE 0.625%10/0 94419LAM3 4518 4962000 PRN SOLE 4962000 0 0 WESTERN DIGITAL CORP. COM 958102105 600 92 SH Call SOLE 92 0 0 WESTERN DIGITAL CORP. COM 958102105 248 38 SH Call OTR 1 0 38 0 WESTERN DIGITAL CORP. COM 958102105 332 5086 SH SOLE 5086 0 0 WIX COM LTD NOTE 7/0 92940WAB5 11786 9208000 PRN OTR 1 0 9208000 0 WIX COM LTD NOTE 7/0 92940WAB5 30614 23917000 PRN SOLE 23917000 0 0 ZOGENIX INC NOTE 2.750%10/0 98978LAB1 15057 15107000 PRN SOLE 15107000 0 0 ZOGENIX INC NOTE 2.750%10/0 98978LAB1 6173 6193000 PRN OTR 1 0 6193000 0 ZSCALER INC NOTE 0.125% 7/0 98980GAB8 37199 16989000 PRN OTR 1 0 16989000 0 ZSCALER INC NOTE 0.125% 7/0 98980GAB8 90712 41429000 PRN SOLE 41429000 0 0