Chief Compliance Officer

0001420506-22-001026.txt : 20220516 0001420506-22-001026.hdr.sgml : 20220516 20220516120130 ACCESSION NUMBER: 0001420506-22-001026 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20220331 FILED AS OF DATE: 20220516 DATE AS OF CHANGE: 20220516 EFFECTIVENESS DATE: 20220516 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: 22926936 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 03-31-2022 03-31-2022 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 05-16-2022 1 379 3212770 false 1 0001454027 028-13309 Verition Fund Management LLC INFORMATION TABLE 2 Form13F_InfoTable.xml INFORMATION TABLE FOR DEEPCURRENTS INVESTMENT GROUP LLC 2U INC NOTE 2.250% 5/0 90214JAB7 9837 11651000 PRN SOLE 11651000 0 0 2U INC NOTE 2.250% 5/0 90214JAB7 3839 4547000 PRN OTR 1 0 4547000 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 10597 11305000 PRN OTR 1 0 11305000 0 8X8 INC NEW NOTE 0.500% 2/0 282914AB6 27173 28988000 PRN SOLE 28988000 0 0 ABG ACQUISITION CORP I CL A SHS G00496102 139 14184 SH SOLE 14184 0 0 AERIE PHARMACEUTICALS INC NOTE 1.500%10/0 00771VAB4 2177 2441000 PRN OTR 1 0 2441000 0 AERIE PHARMACEUTICALS INC NOTE 1.500%10/0 00771VAB4 5579 6255000 PRN SOLE 6255000 0 0 AIRBNB INC NOTE 3/1 009066AB7 32326 33311000 PRN SOLE 33311000 0 0 AIRBNB INC NOTE 3/1 009066AB7 12608 12992000 PRN OTR 1 0 12992000 0 ALARM COM HLDGS INC NOTE 1/1 011642AB1 10248 12029000 PRN SOLE 12029000 0 0 ALARM COM HLDGS INC NOTE 1/1 011642AB1 3998 4693000 PRN OTR 1 0 4693000 0 ALPHA HEALTHCARE ACQU CORP I CLASS A COM 02073F104 242 24823 SH SOLE 24823 0 0 ALPHA HEALTHCARE ACQU CORP I CLASS A COM 02073F104 99 10177 SH OTR 1 0 10177 0 ALTITUDE ACQUISITION CORP COM CL A 02156Y103 176 17730 SH SOLE 17730 0 0 APELLIS PHARMACEUTICALS INC NOTE 3.500% 9/1 03753UAB2 31373 19822000 PRN SOLE 19822000 0 0 APELLIS PHARMACEUTICALS INC NOTE 3.500% 9/1 03753UAB2 12231 7728000 PRN OTR 1 0 7728000 0 ARCHIMEDES TECH SPAC PARTNR UNIT 99/99/9999 039562301 353 35461 SH SOLE 35461 0 0 ARCHIMEDES TECH SPAC PARTNR UNIT 99/99/9999 039562301 145 14539 SH OTR 1 0 14539 0 ASTREA ACQUISITION CORP COM CL A 04637C106 173 17731 SH SOLE 17731 0 0 ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 18218 15911000 PRN SOLE 15911000 0 0 ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 7105 6205000 PRN OTR 1 0 6205000 0 AURORA ACQUISITION CORP CLASS A ORD SHS G0698L103 140 14184 SH SOLE 14184 0 0 AURORA CANNABIS INC NOTE 5.500% 2/2 05156XAG3 2629 2858000 PRN OTR 1 0 2858000 0 AURORA CANNABIS INC NOTE 5.500% 2/2 05156XAG3 6744 7335000 PRN SOLE 7335000 0 0 AUSTERLITZ ACQUISITION CORP COM CL A G0633U101 139 14184 SH SOLE 14184 0 0 BARCLAYS BANK PLC IPTH SR B S&P 06747R477 4613 1795 SH Put SOLE 1795 0 0 BARCLAYS BANK PLC IPTH SR B S&P 06747R477 1812 705 SH Put OTR 1 0 705 0 BENTLEY SYS INC NOTE 0.125% 1/1 08265TAB5 1185 1202000 PRN OTR 1 0 1202000 0 BENTLEY SYS INC NOTE 0.125% 1/1 08265TAB5 2884 2925000 PRN SOLE 2925000 0 0 BEST INC NOTE 1.750%10/0 08653CAB2 2160 2734000 PRN OTR 1 0 2734000 0 BEST INC NOTE 1.750%10/0 08653CAB2 5400 6836000 PRN SOLE 6836000 0 0 BEYOND MEAT INC NOTE 3/1 08862EAB5 7143 11812000 PRN OTR 1 0 11812000 0 BEYOND MEAT INC NOTE 3/1 08862EAB5 18315 30286000 PRN SOLE 30286000 0 0 BILIBILI INC NOTE 1.375% 4/0 090040AB2 54673 42797000 PRN SOLE 42797000 0 0 BILIBILI INC NOTE 1.375% 4/0 090040AB2 21274 16653000 PRN OTR 1 0 16653000 0 BILL COM HLDGS INC NOTE 12/0 090043AB6 19902 12497000 PRN OTR 1 0 12497000 0 BILL COM HLDGS INC NOTE 12/0 090043AB6 49778 31257000 PRN SOLE 31257000 0 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 717 93 SH Call OTR 1 0 93 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 2831 36716 SH OTR 1 0 36716 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 7258 94139 SH SOLE 94139 0 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 1804 234 SH Call SOLE 234 0 0 BIOTECH ACQUISITION COMPANY CL A SHS G1125A108 175 17730 SH SOLE 17730 0 0 BLOCK INC NOTE 0.125% 3/0 852234AF0 26908 20482000 PRN OTR 1 0 20482000 0 BLOCK INC NOTE 0.125% 3/0 852234AF0 68996 52518000 PRN SOLE 52518000 0 0 BLOOM ENERGY CORP NOTE 2.500% 8/1 093712AH0 13657 8201000 PRN SOLE 8201000 0 0 BLOOM ENERGY CORP NOTE 2.500% 8/1 093712AH0 5327 3199000 PRN OTR 1 0 3199000 0 BLUERIVER ACQUISITION CORP SHS CL A G1261Q107 139 14184 SH SOLE 14184 0 0 BOOKING HOLDINGS INC COM 09857L108 775 330 SH OTR 1 0 330 0 BOOKING HOLDINGS INC COM 09857L108 1893 806 SH SOLE 806 0 0 BRIDGEBIO PHARMA INC NOTE 2.250% 2/0 10806XAD4 13579 28307000 PRN SOLE 28307000 0 0 BRIDGEBIO PHARMA INC NOTE 2.250% 2/0 10806XAD4 5300 11048000 PRN OTR 1 0 11048000 0 BRIDGETOWN HOLDINGS LTD COM CL A G1355U113 158 15974 SH SOLE 15974 0 0 CABLE ONE INC NOTE 3/1 12685JAE5 1650 1880000 PRN SOLE 1880000 0 0 CABLE ONE INC NOTE 3/1 12685JAE5 676 770000 PRN OTR 1 0 770000 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 2000 1583000 PRN SOLE 1583000 0 0 CERENCE INC NOTE 3.000% 6/0 156727AB5 779 617000 PRN OTR 1 0 617000 0 CERIDIAN HCM HLDG INC NOTE 0.250% 3/1 15677JAD0 19659 22445000 PRN SOLE 22445000 0 0 CERIDIAN HCM HLDG INC NOTE 0.250% 3/1 15677JAD0 7668 8755000 PRN OTR 1 0 8755000 0 CF ACQUISITION CORP VI COM CL A 12521J103 126 10638 SH SOLE 10638 0 0 CHEFS WHSE INC NOTE 1.875%12/0 163086AB7 3162 3014000 PRN OTR 1 0 3014000 0 CHEFS WHSE INC NOTE 1.875%12/0 163086AB7 8107 7727000 PRN SOLE 7727000 0 0 CHP MERGER CORP *W EXP 11/22/202 12558Y114 213 20904 SH Call SOLE 20904 0 0 CINEMARK HLDGS INC NOTE 4.500% 8/1 17243VAB8 5169 3509000 PRN OTR 1 0 3509000 0 CINEMARK HLDGS INC NOTE 4.500% 8/1 17243VAB8 13245 8991000 PRN SOLE 8991000 0 0 COHN ROBBINS HOLDINGS CORP COM CL A G23726105 167 16779 SH SOLE 16779 0 0 COLICITY INC COM CL A 194170106 139 14184 SH SOLE 14184 0 0 COLLEGIUM PHARMACEUTICAL INC NOTE 2.625% 2/1 19459JAA2 5042 5069000 PRN OTR 1 0 5069000 0 COLLEGIUM PHARMACEUTICAL INC NOTE 2.625% 2/1 19459JAA2 12922 12990000 PRN SOLE 12990000 0 0 COLONNADE ACQUISITION CORP I SHS CL A G2284B101 173 17730 SH SOLE 17730 0 0 CONSTELLATION ACQUISITN CORP SHS CL A G2R18K105 139 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 174 17731 SH SOLE 17731 0 0 CRUCIBLE ACQUISITION CORP COM CL A 22877P108 176 17986 SH SOLE 17986 0 0 DATADOG INC NOTE 0.125% 6/1 23804LAB9 10746 6067000 PRN OTR 1 0 6067000 0 DATADOG INC NOTE 0.125% 6/1 23804LAB9 26206 14795000 PRN SOLE 14795000 0 0 DEXCOM INC NOTE 0.750%12/0 252131AH0 188620 60557000 PRN SOLE 60557000 0 0 DEXCOM INC NOTE 0.750%12/0 252131AH0 72521 23283000 PRN OTR 1 0 23283000 0 DEXCOM INC COM 252131107 2200 43 SH Call OTR 1 0 43 0 DEXCOM INC COM 252131107 5730 112 SH Call SOLE 112 0 0 DIAMONDHEAD HOLDINGS CORP CL A 25278L105 139 14184 SH SOLE 14184 0 0 DISH NETWORK CORPORATION NOTE 12/1 25470MAF6 11018 11345000 PRN SOLE 11345000 0 0 DISH NETWORK CORPORATION NOTE 12/1 25470MAF6 4521 4655000 PRN OTR 1 0 4655000 0 DOCUSIGN INC NOTE 1/1 256163AD8 35733 38124000 PRN SOLE 38124000 0 0 DOCUSIGN INC NOTE 1/1 256163AD8 13937 14869000 PRN OTR 1 0 14869000 0 DROPBOX INC NOTE 3/0 26210CAC8 3060 3225000 PRN OTR 1 0 3225000 0 DROPBOX INC NOTE 3/0 26210CAC8 7465 7868000 PRN SOLE 7868000 0 0 DROPBOX INC NOTE 3/0 26210CAD6 2217 2326000 PRN OTR 1 0 2326000 0 DROPBOX INC NOTE 3/0 26210CAD6 5407 5674000 PRN SOLE 5674000 0 0 DUNE ACQUISITION CORP COM CL A 265334102 176 17730 SH SOLE 17730 0 0 ENPHASE ENERGY INC NOTE 3/0 29355AAH0 4256 4177000 PRN SOLE 4177000 0 0 ENPHASE ENERGY INC NOTE 3/0 29355AAH0 1654 1623000 PRN OTR 1 0 1623000 0 EQUITY DISTR ACQUISITION COR COM CL A 29465E106 100 10068 SH SOLE 10068 0 0 EURONET WORLDWIDE INC COM 298736109 2108 162 SH Call SOLE 162 0 0 EURONET WORLDWIDE INC COM 298736109 7163 55039 SH SOLE 55039 0 0 EURONET WORLDWIDE INC COM 298736109 2794 21465 SH OTR 1 0 21465 0 EURONET WORLDWIDE INC COM 298736109 820 63 SH Call OTR 1 0 63 0 EUROPEAN BIOTECH ACQUTN CORP CLASS A ORD SHS G3167F102 173 17730 SH SOLE 17730 0 0 EVENTBRITE INC NOTE 5.000%12/0 29975EAB5 3047 2093000 PRN OTR 1 0 2093000 0 EVENTBRITE INC NOTE 5.000%12/0 29975EAB5 7700 5290000 PRN SOLE 5290000 0 0 EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 3504 2942000 PRN OTR 1 0 2942000 0 EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 8556 7184000 PRN SOLE 7184000 0 0 EVOLENT HEALTH INC NOTE 3.500%12/0 30050BAF8 3041 1651000 PRN SOLE 1651000 0 0 EVOLENT HEALTH INC NOTE 3.500%12/0 30050BAF8 1195 649000 PRN OTR 1 0 649000 0 EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 1414 1597000 PRN OTR 1 0 1597000 0 EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 5004 5653000 PRN SOLE 5653000 0 0 EXPEDIA GROUP INC COM NEW 30212P303 6399 32703 SH SOLE 32703 0 0 EXPEDIA GROUP INC COM NEW 30212P303 3522 180 SH Call SOLE 180 0 0 EXPEDIA GROUP INC COM NEW 30212P303 1370 70 SH Call OTR 1 0 70 0 EXPEDIA GROUP INC COM NEW 30212P303 2496 12757 SH OTR 1 0 12757 0 FARFETCH LTD NOTE 3.750% 5/0 30744WAD9 1164 892000 PRN OTR 1 0 892000 0 FARFETCH LTD NOTE 3.750% 5/0 30744WAD9 2653 2033000 PRN SOLE 2033000 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 139 14184 SH SOLE 14184 0 0 FLUIDIGM CORPORATION NOTE 5.250%12/0 34385PAF5 6585 4675000 PRN SOLE 4675000 0 0 FLUIDIGM CORPORATION NOTE 5.250%12/0 34385PAF5 2571 1825000 PRN OTR 1 0 1825000 0 FORGE GLOBAL HOLDINGS INC *W EXP 03/29/202 34629L111 320 9456 SH Call SOLE 9456 0 0 FORTISTAR SUSTAINABLE SOL CO COM CL A 34962M106 174 17731 SH SOLE 17731 0 0 FRAZIER LIFESCIENCES ACQU CO CL A SHS G3710A105 105 10638 SH SOLE 10638 0 0 FTAC ATHENA ACQUISITION CORP CL A SHS G37283101 174 17730 SH SOLE 17730 0 0 FTAC HERA ACQUISITION CORP CLASS A ORD SHS G3728Y103 174 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 CL A SHS G3934P102 174 17731 SH SOLE 17731 0 0 GLOBAL SYNERGY ACQUISIT CORP CL A SHS G3934J106 211 21277 SH SOLE 21277 0 0 GLOBAL SYNERGY ACQUISIT CORP *W EXP 99/99/999 G3934J122 106 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 CL A 38102H109 100 10204 SH SOLE 10204 0 0 GOSSAMER BIO INC NOTE 5.000% 6/0 38341PAA0 7907 9655000 PRN OTR 1 0 9655000 0 GOSSAMER BIO INC NOTE 5.000% 6/0 38341PAA0 20273 24755000 PRN SOLE 24755000 0 0 GUARDANT HEALTH INC NOTE 11/1 40131MAB5 686 843000 PRN OTR 1 0 843000 0 GUARDANT HEALTH INC NOTE 11/1 40131MAB5 1755 2157000 PRN SOLE 2157000 0 0 GUESS INC NOTE 2.000% 4/1 401617AD7 33236 30184000 PRN SOLE 30184000 0 0 GUESS INC NOTE 2.000% 4/1 401617AD7 12961 11771000 PRN OTR 1 0 11771000 0 H I G ACQUISITION CORP COM CL A G44898107 138 14039 SH SOLE 14039 0 0 HAMILTON LANE ALLIANCE HLDGS COM CL A 40749M103 174 17731 SH SOLE 17731 0 0 HEALTHCARE SERVICES ACQU COR COM CL A 42227K104 174 17730 SH SOLE 17730 0 0 HEARTLAND MEDIA ACQUISITION UNIT 99/99/9999 42237V207 356 35773 SH SOLE 35773 0 0 HEARTLAND MEDIA ACQUISITION UNIT 99/99/9999 42237V207 139 13952 SH OTR 1 0 13952 0 HUAZHU GROUP LTD NOTE 0.375%11/0 16949NAC3 28815 28776000 PRN SOLE 28776000 0 0 HUAZHU GROUP LTD NOTE 0.375%11/0 16949NAC3 11237 11222000 PRN OTR 1 0 11222000 0 IBERE PHARMACEUTICALS SHS CL A G46843101 174 17730 SH SOLE 17730 0 0 INFINERA CORP NOTE 2.125% 9/0 45667GAC7 19837 17625000 PRN SOLE 17625000 0 0 INFINERA CORP NOTE 2.125% 9/0 45667GAC7 7737 6874000 PRN OTR 1 0 6874000 0 INVACARE CORP NOTE 4.250% 3/1 461203AQ4 2423 4255000 PRN SOLE 4255000 0 0 INVACARE CORP NOTE 4.250% 3/1 461203AQ4 994 1745000 PRN OTR 1 0 1745000 0 INVESCO QQQ TR UNIT SER 1 46090E103 8121 224 SH Put OTR 1 0 224 0 INVESCO QQQ TR UNIT SER 1 46090E103 20882 576 SH Put SOLE 576 0 0 INVITAE CORP NOTE 2.000% 9/0 46185LAB9 29433 35462000 PRN SOLE 35462000 0 0 INVITAE CORP NOTE 2.000% 9/0 46185LAB9 11482 13834000 PRN OTR 1 0 13834000 0 INVITAE CORP COM 46185L103 1543 1936 SH Put OTR 1 0 1936 0 INVITAE CORP COM 46185L103 3956 4964 SH Put SOLE 4964 0 0 IONIS PHARMACEUTICALS INC NOTE 0.125%12/1 462222AB6 52114 57838000 PRN SOLE 57838000 0 0 IONIS PHARMACEUTICALS INC NOTE 0.125%12/1 462222AB6 20327 22560000 PRN OTR 1 0 22560000 0 IQIYI INC NOTE 2.000% 4/0 46267XAD0 5418 6781000 PRN OTR 1 0 6781000 0 IQIYI INC NOTE 2.000% 4/0 46267XAD0 13814 17289000 PRN SOLE 17289000 0 0 IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 9402 9242000 PRN SOLE 9242000 0 0 IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 3854 3789000 PRN OTR 1 0 3789000 0 ISHARES TR CHINA LG-CAP ETF 464287184 16049 5020 SH Put SOLE 5020 0 0 ISHARES TR RUSSELL 2000 ETF 464287655 2475 12055 SH SOLE 12055 0 0 ISHARES TR CHINA LG-CAP ETF 464287184 7101 2221 SH Call SOLE 2221 0 0 ISHARES TR CHINA LG-CAP ETF 464287184 2810 879 SH Call OTR 1 0 879 0 ISHARES TR CHINA LG-CAP ETF 464287184 2492 77940 SH OTR 1 0 77940 0 ISHARES TR CHINA LG-CAP ETF 464287184 6356 1988 SH Put OTR 1 0 1988 0 ISHARES TR RUSSELL 2000 ETF 464287655 1015 4945 SH OTR 1 0 4945 0 ISHARES TR CHINA LG-CAP ETF 464287184 6171 193025 SH SOLE 193025 0 0 ISLEWORTH HEALTHCARE ACQU CO COM 46468P102 99 10000 SH SOLE 10000 0 0 ITRON INC NOTE 3/1 465741AN6 4388 5146000 PRN SOLE 5146000 0 0 ITRON INC NOTE 3/1 465741AN6 1711 2006000 PRN OTR 1 0 2006000 0 JACK CREEK INVESTMENT CORP CL A SHS G4989X115 174 17731 SH SOLE 17731 0 0 JAWS MUSTANG ACQUISITION COR SHS CL A G50737108 174 17731 SH SOLE 17731 0 0 JAZZ PHARMACEUTICALS PLC SHS USD G50871105 18952 121742 SH SOLE 121742 0 0 JAZZ PHARMACEUTICALS PLC SHS USD G50871105 7388 47461 SH OTR 1 0 47461 0 JAZZ PHARMACEUTICALS PLC SHS USD G50871105 5371 345 SH Call SOLE 345 0 0 JAZZ PHARMACEUTICALS PLC SHS USD G50871105 2102 135 SH Call OTR 1 0 135 0 JETBLUE AWYS CORP COM 477143101 5938 397169 SH SOLE 397169 0 0 JETBLUE AWYS CORP COM 477143101 2435 162862 SH OTR 1 0 162862 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 13376 16187000 PRN SOLE 16187000 0 0 KARYOPHARM THERAPEUTICS INC NOTE 3.000%10/1 48576UAA4 5217 6313000 PRN OTR 1 0 6313000 0 KHOSLA VENTURES ACQUISITION CL A 482504107 124 12707 SH OTR 1 0 12707 0 KHOSLA VENTURES ACQUISITION CL A 482504107 303 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 178 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 116 11631 SH OTR 1 0 11631 0 KLUDEIN I ACQUISITION CORP CL A 49878L109 282 28369 SH SOLE 28369 0 0 KLUDEIN I ACQUISITION CORP *W EXP 07/08/202 49878L117 141 14184 SH Call SOLE 14184 0 0 KNIGHTSWAN ACQUISITION CORP UNIT 99/99/9999 499103208 211 21043 SH OTR 1 0 21043 0 KNIGHTSWAN ACQUISITION CORP UNIT 99/99/9999 499103208 540 53957 SH SOLE 53957 0 0 KOHLS CORP COM 500255104 1016 168 SH Call OTR 1 0 168 0 KOHLS CORP COM 500255104 2612 432 SH Call SOLE 432 0 0 LENDINGTREE INC NOTE 0.625% 6/0 52603BAA5 13498 13569000 PRN SOLE 13569000 0 0 LENDINGTREE INC NOTE 0.625% 6/0 52603BAA5 5529 5558000 PRN OTR 1 0 5558000 0 LEO HLDGS CORP II COM CL A G5463R102 174 17731 SH SOLE 17731 0 0 LIGHTJUMP ACQUISITION CORP COM 53228M106 332 33477 SH SOLE 33477 0 0 LIGHTJUMP ACQUISITION CORP COM 53228M106 136 13724 SH OTR 1 0 13724 0 LIGHTJUMP ACQUISITION CORP *W EXP 01/12/202 53228M114 166 16738 SH Call SOLE 16738 0 0 LIV CAPITAL ACQUISITN CORP I CLASS A ORD SHS G5510R105 283 28777 SH SOLE 28777 0 0 LIV CAPITAL ACQUISITN CORP I CLASS A ORD SHS G5510R105 116 11223 SH OTR 1 0 11223 0 LIV CAPITAL ACQUISITN CORP I *W EXP 02/07/202 G5510R113 223 21582 SH Call SOLE 21582 0 0 LIVENT CORP NOTE 4.125% 7/1 53814LAB4 16536 5309000 PRN OTR 1 0 5309000 0 LIVENT CORP NOTE 4.125% 7/1 53814LAB4 34168 10970000 PRN SOLE 10970000 0 0 LONGVIEW ACQUISITION CORP II COM CL A 54319Q105 173 17730 SH SOLE 17730 0 0 LUCID GROUP INC COM 549498103 1138 448 SH Put OTR 1 0 448 0 LUCID GROUP INC COM 549498103 2926 1152 SH Put SOLE 1152 0 0 MANNKIND CORP NOTE 2.500% 3/0 56400PAQ5 11947 11870000 PRN SOLE 11870000 0 0 MANNKIND CORP NOTE 2.500% 3/0 56400PAQ5 4660 4630000 PRN OTR 1 0 4630000 0 MARLIN TECHNOLOGY CORP CL A SHS G58411102 174 17731 SH SOLE 17731 0 0 MICROCHIP TECHNOLOGY INC. COM 595017104 3411 454 SH Call OTR 1 0 454 0 MICROCHIP TECHNOLOGY INC. COM 595017104 8761 1166 SH Call SOLE 1166 0 0 MICROCHIP TECHNOLOGY INC. COM 595017104 2040 27154 SH OTR 1 0 27154 0 MICROCHIP TECHNOLOGY INC. COM 595017104 5228 69581 SH SOLE 69581 0 0 MICROSTRATEGY INC NOTE 0.750%12/1 594972AC5 6045 4335000 PRN SOLE 4335000 0 0 MICROSTRATEGY INC NOTE 2/1 594972AE1 6142 8510000 PRN SOLE 8510000 0 0 MICROSTRATEGY INC NOTE 2/1 594972AE1 2519 3490000 PRN OTR 1 0 3490000 0 MICROSTRATEGY INC NOTE 0.750%12/1 594972AC5 2357 1690000 PRN OTR 1 0 1690000 0 MISSION ADVANCEMENT CORP CL A 60501L101 174 17731 SH SOLE 17731 0 0 MORINGA ACQUISITION CORP CL A SHS G6S23K108 142 14539 SH OTR 1 0 14539 0 MORINGA ACQUISITION CORP *W EXP 02/22/202 G6S23K124 173 17730 SH Call SOLE 17730 0 0 MORINGA ACQUISITION CORP CL A SHS G6S23K108 347 35461 SH SOLE 35461 0 0 MOTIVE CAPITAL CORP II UNIT 99/99/9999 G6293R122 215 21044 SH OTR 1 0 21044 0 MOTIVE CAPITAL CORP II UNIT 99/99/9999 G6293R122 550 53956 SH SOLE 53956 0 0 NCL CORP LTD NOTE 6.000% 5/1 62886HAT8 2054 1145000 PRN OTR 1 0 1145000 0 NCL CORP LTD NOTE 6.000% 5/1 62886HAT8 4898 2730000 PRN SOLE 2730000 0 0 NEVRO CORP NOTE 2.750% 4/0 64157FAC7 4097 3823000 PRN OTR 1 0 3823000 0 NEVRO CORP NOTE 2.750% 4/0 64157FAC7 9760 9107000 PRN SOLE 9107000 0 0 NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 23979 23875000 PRN SOLE 23875000 0 0 NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 9338 9297000 PRN OTR 1 0 9297000 0 NICE LTD SPONSORED ADR 653656108 851 3886 SH OTR 1 0 3886 0 NICE LTD SPONSORED ADR 653656108 2124 9699 SH SOLE 9699 0 0 NOBLE ROCK ACQUISITION CORP CL A SHS G6546R101 174 17731 SH SOLE 17731 0 0 NORTH ATLANTIC ACQUISITN COR CL A SHS G66139109 175 17731 SH SOLE 17731 0 0 NORTHERN STAR INVEST CORP II COM CL A 66574L100 139 14184 SH SOLE 14184 0 0 NORTHERN STAR INVEST CORP IV UNIT 02/25/2028 66575B200 139 14184 SH SOLE 14184 0 0 NOVAVAX INC NOTE 3.750% 2/0 670002AB0 6744 6283000 PRN OTR 1 0 6283000 0 NOVAVAX INC NOTE 3.750% 2/0 670002AB0 17292 16110000 PRN SOLE 16110000 0 0 NOVOCURE LTD NOTE 11/0 67011XAB9 14914 16383000 PRN OTR 1 0 16383000 0 NOVOCURE LTD NOTE 11/0 67011XAB9 38242 42008000 PRN SOLE 42008000 0 0 NUTANIX INC NOTE 1/1 67059NAB4 15609 15793000 PRN OTR 1 0 15793000 0 NUTANIX INC NOTE 1/1 67059NAB4 40021 40493000 PRN SOLE 40493000 0 0 OAK STR HEALTH INC NOTE 3/1 67181AAB3 2221 2785000 PRN OTR 1 0 2785000 0 OAK STR HEALTH INC NOTE 3/1 67181AAB3 5710 7160000 PRN SOLE 7160000 0 0 OAKTREE ACQUISITION CORP II CL A SHS G6715X103 134 13423 SH SOLE 13423 0 0 OMEROS CORP COM 682143102 292 486 SH Put OTR 1 0 486 0 OMEROS CORP NOTE 5.250% 2/1 682143AG7 5860 7919000 PRN OTR 1 0 7919000 0 OMEROS CORP COM 682143102 730 1215 SH Put SOLE 1215 0 0 OMEROS CORP NOTE 5.250% 2/1 682143AG7 14645 19790000 PRN SOLE 19790000 0 0 ON SEMICONDUCTOR CORP COM 682189105 14761 235756 SH SOLE 235756 0 0 ON SEMICONDUCTOR CORP COM 682189105 3694 590 SH Call OTR 1 0 590 0 ON SEMICONDUCTOR CORP COM 682189105 6057 96739 SH OTR 1 0 96739 0 ON SEMICONDUCTOR CORP COM 682189105 9016 1440 SH Call SOLE 1440 0 0 ONE EQUITY PARTNERS OPEN WTR CL A 68237L105 139 14184 SH SOLE 14184 0 0 PACIRA BIOSCIENCES INC COM 695127100 227 2977 SH OTR 1 0 2977 0 PACIRA BIOSCIENCES INC COM 695127100 514 6733 SH SOLE 6733 0 0 PAGERDUTY INC NOTE 1.250% 7/0 69553PAB6 41236 35825000 PRN SOLE 35825000 0 0 PAGERDUTY INC NOTE 1.250% 7/0 69553PAB6 16494 14330000 PRN OTR 1 0 14330000 0 PARATEK PHARMACEUTICALS INC NOTE 4.750% 5/0 699374AB0 7971 9008000 PRN SOLE 9008000 0 0 PARATEK PHARMACEUTICALS INC NOTE 4.750% 5/0 699374AB0 3108 3513000 PRN OTR 1 0 3513000 0 PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 2064 2074000 PRN OTR 1 0 2074000 0 PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 5343 5311000 PRN SOLE 5311000 0 0 PERIDOT ACQUISITION CORP II SHS CL A G7008B105 173 17731 SH SOLE 17731 0 0 PERIPHAS CAPITAL PARTNERING COM CL A 713895100 252 10263 SH SOLE 10263 0 0 PINDUODUO INC NOTE 10/0 722304AB8 9904 8452000 PRN OTR 1 0 8452000 0 PINDUODUO INC NOTE 12/0 722304AC6 2077 2350000 PRN SOLE 2350000 0 0 PINDUODUO INC NOTE 12/0 722304AC6 808 914000 PRN OTR 1 0 914000 0 PINDUODUO INC NOTE 10/0 722304AB8 25391 21668000 PRN SOLE 21668000 0 0 PIONEER MERGER CORP CL A SHS G7S24C103 139 14185 SH SOLE 14185 0 0 PIVOTAL INVESTMENT CORP III COM CL A 72582M106 139 14184 SH SOLE 14184 0 0 PLUG POWER INC COM NEW 72919P202 1985 69367 SH OTR 1 0 69367 0 PLUG POWER INC COM NEW 72919P202 6014 210196 SH SOLE 210196 0 0 PONTEM CORPORATION SHS CL A G71707106 174 17731 SH SOLE 17731 0 0 POPULATION HEALTH INVS CO IN SHS CL A G71716107 173 17606 SH SOLE 17606 0 0 PRIMAVERA CAPITAL ACQUIST CO SHS CL A G7255E109 139 14184 SH SOLE 14184 0 0 PROPERTY SOLUTIONS ACQUISITI UNIT 03/01/2026 74350A207 174 17730 SH SOLE 17730 0 0 PROPTECH INVESTMENT CORP II COM CL A 743497109 220 22413 SH SOLE 22413 0 0 PROS HOLDINGS INC NOTE 1.000% 5/1 74346YAH6 3177 3377000 PRN SOLE 3377000 0 0 PROS HOLDINGS INC NOTE 1.000% 5/1 74346YAH6 1238 1316000 PRN OTR 1 0 1316000 0 PROSPECTOR CAPITAL CORP CL A G7273A105 114 11647 SH OTR 1 0 11647 0 PROSPECTOR CAPITAL CORP CL A G7273A105 279 28408 SH SOLE 28408 0 0 PROVIDENT ACQUISITION CORP CL A G7282L100 140 14184 SH SOLE 14184 0 0 PTC THERAPEUTICS INC NOTE 3.000% 8/1 69366JAB7 8196 8091000 PRN OTR 1 0 8091000 0 PTC THERAPEUTICS INC NOTE 3.000% 8/1 69366JAB7 23414 23113000 PRN SOLE 23113000 0 0 PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 20282 14436000 PRN OTR 1 0 14436000 0 PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 52000 37012000 PRN SOLE 37012000 0 0 REPLIGEN CORP NOTE 0.375% 7/1 759916AB5 37391 21633000 PRN SOLE 21633000 0 0 REPLIGEN CORP NOTE 0.375% 7/1 759916AB5 14960 8655000 PRN OTR 1 0 8655000 0 RINGCENTRAL INC NOTE 3/0 76680RAF4 4050 4642000 PRN OTR 1 0 4642000 0 RINGCENTRAL INC NOTE 3/0 76680RAF4 10374 11892000 PRN SOLE 11892000 0 0 RMG ACQUISITION CORP III CL A SHS G76088106 348 35461 SH SOLE 35461 0 0 RMG ACQUISITION CORP III CL A SHS G76088106 142 14539 SH OTR 1 0 14539 0 ROYAL CARIBBEAN GROUP NOTE 4.250% 6/1 780153BB7 18056 13779000 PRN SOLE 13779000 0 0 ROYAL CARIBBEAN GROUP NOTE 2.875%11/1 780153BF8 4478 3684000 PRN OTR 1 0 3684000 0 ROYAL CARIBBEAN GROUP NOTE 4.250% 6/1 780153BB7 7042 5374000 PRN OTR 1 0 5374000 0 ROYAL CARIBBEAN GROUP NOTE 2.875%11/1 780153BF8 10648 8760000 PRN SOLE 8760000 0 0 SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 82854 62949000 PRN SOLE 62949000 0 0 SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 32313 24550000 PRN OTR 1 0 24550000 0 SARISSA CAPITAL ACQUISITN CO CL A G7823W102 210 21184 SH SOLE 21184 0 0 SCION TECH GROWTH II CL A SHS G31070108 174 17730 SH SOLE 17730 0 0 SEA LTD NOTE 1.000%12/0 81141RAD2 54315 22595000 PRN SOLE 22595000 0 0 SEA LTD NOTE 1.000%12/0 81141RAD2 26615 11072000 PRN OTR 1 0 11072000 0 SEA LTD NOTE 2.375%12/0 81141RAF7 14604 9217000 PRN SOLE 9217000 0 0 SEA LTD NOTE 2.375%12/0 81141RAF7 6778 4278000 PRN OTR 1 0 4278000 0 SHAKE SHACK INC NOTE 3/0 819047AB7 2649 3283000 PRN SOLE 3283000 0 0 SHAKE SHACK INC NOTE 3/0 819047AB7 1033 1280000 PRN OTR 1 0 1280000 0 SHIFT4 PMTS INC CL A 82452J109 917 14813 SH SOLE 14813 0 0 SHIFT4 PMTS INC CL A 82452J109 358 5778 SH OTR 1 0 5778 0 SHOPIFY INC NOTE 0.125%11/0 82509LAA5 1348 1432000 PRN OTR 1 0 1432000 0 SHOPIFY INC NOTE 0.125%11/0 82509LAA5 3452 3668000 PRN SOLE 3668000 0 0 SIMON PROPERTY GRP ACQ HOLDI COM CL A 82880R103 104 10638 SH SOLE 10638 0 0 SMILEDIRECTCLUB INC CL A COM 83192H106 250 965 SH Put OTR 1 0 965 0 SMILEDIRECTCLUB INC CL A COM 83192H106 609 2350 SH Put SOLE 2350 0 0 SNAP INC NOTE 0.250% 5/0 83304AAD8 11765 6591000 PRN OTR 1 0 6591000 0 SNAP INC NOTE 0.250% 5/0 83304AAD8 30070 16846000 PRN SOLE 16846000 0 0 SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6 53623 39140000 PRN SOLE 39140000 0 0 SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6 20911 15263000 PRN OTR 1 0 15263000 0 SOUTHWEST AIRLS CO COM 844741108 234 51 SH Put OTR 1 0 51 0 SOUTHWEST AIRLS CO COM 844741108 591 129 SH Put SOLE 129 0 0 SOUTHWEST AIRLS CO COM 844741108 672 14675 SH OTR 1 0 14675 0 SOUTHWEST AIRLS CO COM 844741108 1723 37625 SH SOLE 37625 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 41822 926 SH Put OTR 1 0 926 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 10825 23968 SH SOLE 23968 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 4263 9439 SH OTR 1 0 9439 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 16259 360 SH Call SOLE 360 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 107219 2374 SH Put SOLE 2374 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 6323 140 SH Call OTR 1 0 140 0 SPOTIFY USA INC NOTE 3/1 84921RAB6 5217 6108000 PRN OTR 1 0 6108000 0 SPOTIFY USA INC NOTE 3/1 84921RAB6 12718 14892000 PRN SOLE 14892000 0 0 STRATIM CLOUD ACQUISITION CO *W EXP 03/05/202 86309R115 115 11820 SH Call SOLE 11820 0 0 STRATIM CLOUD ACQUISITION CO CLASS A COM 86309R107 346 35461 SH SOLE 35461 0 0 STRATIM CLOUD ACQUISITION CO CLASS A COM 86309R107 142 14539 SH OTR 1 0 14539 0 SUNRUN INC NOTE 2/0 86771WAB1 1709 2137000 PRN OTR 1 0 2137000 0 SUNRUN INC NOTE 2/0 86771WAB1 4392 5490000 PRN SOLE 5490000 0 0 SUPERNUS PHARMACEUTICALS NOTE 0.625% 4/0 868459AD0 27591 28006000 PRN SOLE 28006000 0 0 SUPERNUS PHARMACEUTICALS NOTE 0.625% 4/0 868459AD0 10764 10926000 PRN OTR 1 0 10926000 0 SVF INVESTMENT CORP UNIT 12/20/2025 G8601L110 176 17730 SH SOLE 17730 0 0 TAILWIND ACQUISITION CORP COM CL A 87403Q102 133 13424 SH SOLE 13424 0 0 TAILWIND INTERNATNAL ACQ COR *W EXP 03/01/202 G8662F119 116 11820 SH Call SOLE 11820 0 0 TAILWIND INTERNATNAL ACQ COR COM CL A G8662F101 347 35462 SH SOLE 35462 0 0 TAILWIND INTERNATNAL ACQ COR COM CL A G8662F101 142 14538 SH OTR 1 0 14538 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 602 5770 SH OTR 1 0 5770 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 2982 286 SH Put SOLE 286 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 1508 14461 SH SOLE 14461 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 1189 114 SH Put OTR 1 0 114 0 TCW SPECIAL PURPOSE ACQU COR COM CL A 87301L106 173 17730 SH SOLE 17730 0 0 THE REALREAL INC NOTE 3.000% 6/1 88339PAB7 6658 7780000 PRN OTR 1 0 7780000 0 THE REALREAL INC NOTE 3.000% 6/1 88339PAB7 17070 19946000 PRN SOLE 19946000 0 0 THERAVANCE BIOPHARMA INC NOTE 3.250%11/0 88339KAA0 23005 24159000 PRN SOLE 24159000 0 0 THERAVANCE BIOPHARMA INC NOTE 3.250%11/0 88339KAA0 9203 9665000 PRN OTR 1 0 9665000 0 TILRAY BRANDS INC NOTE 5.000%10/0 88688TAB6 6080 6333000 PRN OTR 1 0 6333000 0 TILRAY BRANDS INC NOTE 5.000%10/0 88688TAB6 15622 16236000 PRN SOLE 16236000 0 0 TISHMAN SPEYER INNOVATION CO COM CL A 88825H100 139 14184 SH SOLE 14184 0 0 TRAVERE THERAPEUTICS INC NOTE 2.250% 3/0 89422GAA5 17016 15937000 PRN SOLE 15937000 0 0 TRAVERE THERAPEUTICS INC NOTE 2.250% 3/0 89422GAA5 6634 6213000 PRN OTR 1 0 6213000 0 TRICIDA INC NOTE 3.500% 5/1 89610FAB7 6096 12124000 PRN SOLE 12124000 0 0 TRICIDA INC NOTE 3.500% 5/1 89610FAB7 2382 4737000 PRN OTR 1 0 4737000 0 TURMERIC ACQUISITION CORP UNIT 10/08/2025 G9127T116 172 17361 SH SOLE 17361 0 0 TURNING PT BRANDS INC NOTE 2.500% 7/1 90041LAE5 287 291000 PRN OTR 1 0 291000 0 TURNING PT BRANDS INC NOTE 2.500% 7/1 90041LAE5 700 709000 PRN SOLE 709000 0 0 TWO COM CL A G9152V101 1075 109935 SH SOLE 109935 0 0 TWO COM CL A G9152V101 441 45072 SH OTR 1 0 45072 0 TZP STRATEGIES ACQUISTN CORP CL A SHS G91595101 139 14184 SH SOLE 14184 0 0 VAIL RESORTS INC COM 91879Q109 2824 10851 SH SOLE 10851 0 0 VAIL RESORTS INC COM 91879Q109 1102 4233 SH OTR 1 0 4233 0 VECTOIQ ACQUISITION CORP II UNIT 99/99/9999 92244F208 247 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 33339 19774000 PRN SOLE 19774000 0 0 VEONEER INC NOTE 4.000% 6/0 92336XAA7 23515 13947000 PRN OTR 1 0 13947000 0 VEONEER INC NOTE 4.000% 6/0 92336XAA7 26956 15988000 PRN SOLE 15988000 0 0 VICKERS VANTAGE CORP I SHS G9440B107 181 17731 SH SOLE 17731 0 0 WAYFAIR INC NOTE 1.125%11/0 94419LAD3 1970 1614000 PRN OTR 1 0 1614000 0 WAYFAIR INC NOTE 1.125%11/0 94419LAD3 4080 3343000 PRN SOLE 3343000 0 0 WESTERN DIGITAL CORP. COM 958102105 388 7822 SH SOLE 7822 0 0 WIX COM LTD NOTE 7/0 92940WAB5 11254 10825000 PRN OTR 1 0 10825000 0 WIX COM LTD NOTE 7/0 92940WAB5 29162 28050000 PRN SOLE 28050000 0 0 ZSCALER INC NOTE 0.125% 7/0 98980GAB8 27249 15971000 PRN OTR 1 0 15971000 0 ZSCALER INC NOTE 0.125% 7/0 98980GAB8 69861 40947000 PRN SOLE 40947000 0 0