Chief Compliance Officer

0001420506-22-002215.txt : 20221114 0001420506-22-002215.hdr.sgml : 20221114 20221114115919 ACCESSION NUMBER: 0001420506-22-002215 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20220930 FILED AS OF DATE: 20221114 DATE AS OF CHANGE: 20221114 EFFECTIVENESS DATE: 20221114 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: 221382558 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 09-30-2022 09-30-2022 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 11-14-2022 1 382 2605489 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 12756 13118000 PRN SOLE 13118000 0 0 1LIFE HEALTHCARE INC NOTE 3.000% 6/1 68269GAB3 5358 5510000 PRN OTR 1 0 5510000 0 2U INC NOTE 2.250% 5/0 90214JAB7 4623 6743000 PRN OTR 1 0 6743000 0 2U INC COM 90214J101 1551 2482 SH Put SOLE 2482 0 0 2U INC COM 90214J101 636 1018 SH Put OTR 1 0 1018 0 2U INC NOTE 2.250% 5/0 90214JAB7 11275 16445000 PRN SOLE 16445000 0 0 5 01 ACQUISITION CORP COM CL A 33836P105 171 17084 SH SOLE 17084 0 0 ABG ACQUISITION CORP I CL A SHS G00496102 141 14184 SH SOLE 14184 0 0 AERIE PHARMACEUTICALS INC NOTE 1.500%10/0 00771VAB4 12357 12580000 PRN SOLE 12580000 0 0 AERIE PHARMACEUTICALS INC NOTE 1.500%10/0 00771VAB4 5067 5158000 PRN OTR 1 0 5158000 0 AIRBNB INC NOTE 3/1 009066AB7 10168 12290000 PRN OTR 1 0 12290000 0 AIRBNB INC NOTE 3/1 009066AB7 26161 31513000 PRN SOLE 31513000 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 404 5028 SH OTR 1 0 5028 0 AKAMAI TECHNOLOGIES INC COM 00971T101 939 11689 SH SOLE 11689 0 0 ALARM COM HLDGS INC NOTE 1/1 011642AB1 3868 4693000 PRN OTR 1 0 4693000 0 ALARM COM HLDGS INC NOTE 1/1 011642AB1 9913 12029000 PRN SOLE 12029000 0 0 ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 3240 212711 SH SOLE 212711 0 0 ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 1394 91509 SH OTR 1 0 91509 0 ALPHA HEALTHCARE ACQU CORP I CLASS A COM 02073F104 99 10177 SH OTR 1 0 10177 0 ALPHA HEALTHCARE ACQU CORP I CLASS A COM 02073F104 242 24823 SH SOLE 24823 0 0 ALTERYX INC NOTE 0.500% 8/0 02156BAD5 16360 18034000 PRN SOLE 18034000 0 0 ALTERYX INC NOTE 0.500% 8/0 02156BAD5 6874 7577000 PRN OTR 1 0 7577000 0 APPLE INC COM 037833100 19597 1418 SH Put SOLE 1418 0 0 APPLE INC COM 037833100 8043 582 SH Put OTR 1 0 582 0 ARK ETF TR INNOVATION ETF 00214Q104 5260 1394 SH Put SOLE 1394 0 0 ARK ETF TR INNOVATION ETF 00214Q104 2158 572 SH Put OTR 1 0 572 0 ASTREA ACQUISITION CORP COM CL A 04637C106 174 17731 SH SOLE 17731 0 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 6746 7335000 PRN SOLE 7335000 0 0 AURORA CANNABIS INC NOTE 5.500% 2/2 05156XAG3 2658 2858000 PRN OTR 1 0 2858000 0 AUSTERLITZ ACQUISITION CORP COM CL A G0633U101 139 14184 SH SOLE 14184 0 0 AVADEL FIN CAYMAN LTD NOTE 4.500%10/0 05337YAC2 4345 5095000 PRN OTR 1 0 5095000 0 AVADEL FIN CAYMAN LTD NOTE 4.500%10/0 05337YAC2 13021 15268000 PRN SOLE 15268000 0 0 AVADEL FIN CAYMAN LTD NOTE 4.500%10/0 05337YAC2 5980 7012000 PRN OTR 1 0 7012000 0 AVADEL FIN CAYMAN LTD NOTE 4.500%10/0 05337YAC2 12793 15000000 PRN SOLE 15000000 0 0 AVADEL PHARMACEUTICALS PLC SPONSORED ADR 05337M104 709 1416 SH Put OTR 1 0 1416 0 AVADEL PHARMACEUTICALS PLC SPONSORED ADR 05337M104 67 13283 SH SOLE 13283 0 0 AVADEL PHARMACEUTICALS PLC SPONSORED ADR 05337M104 1774 3540 SH Put SOLE 3540 0 0 BARCLAYS BANK PLC IPTH SR B S&P 06747R477 5952 2806 SH Put SOLE 2806 0 0 BARCLAYS BANK PLC IPTH SR B S&P 06747R477 2322 1095 SH Put OTR 1 0 1095 0 BARCLAYS BANK PLC IPTH SR B S&P 06747R477 2321 109452 SH OTR 1 0 109452 0 BARCLAYS BANK PLC IPTH SR B S&P 06747R477 5953 280648 SH SOLE 280648 0 0 BATH & BODY WORKS INC COM 070830104 1284 394 SH Call OTR 1 0 394 0 BATH & BODY WORKS INC COM 070830104 3058 938 SH Call SOLE 938 0 0 BED BATH & BEYOND INC COM 075896100 743 1220 SH Put SOLE 1220 0 0 BED BATH & BEYOND INC COM 075896100 312 512 SH Put OTR 1 0 512 0 BENTLEY SYS INC NOTE 0.125% 1/1 08265TAB5 2454 2925000 PRN SOLE 2925000 0 0 BENTLEY SYS INC NOTE 0.125% 1/1 08265TAB5 1008 1202000 PRN OTR 1 0 1202000 0 BEYOND MEAT INC COM 08862E109 1250 882 SH Put OTR 1 0 882 0 BEYOND MEAT INC NOTE 3/1 08862EAB5 9429 30286000 PRN SOLE 30286000 0 0 BEYOND MEAT INC COM 08862E109 3207 2263 SH Put SOLE 2263 0 0 BEYOND MEAT INC NOTE 3/1 08862EAB5 3678 11812000 PRN OTR 1 0 11812000 0 BILIBILI INC NOTE 1.375% 4/0 090040AB2 14819 16021000 PRN OTR 1 0 16021000 0 BILIBILI INC NOTE 1.375% 4/0 090040AB2 38090 41179000 PRN SOLE 41179000 0 0 BILL COM HLDGS INC NOTE 12/0 090043AB6 39554 35901000 PRN SOLE 35901000 0 0 BILL COM HLDGS INC NOTE 12/0 090043AB6 16546 15028000 PRN OTR 1 0 15028000 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 10598 125016 SH SOLE 125016 0 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 4270 50367 SH OTR 1 0 50367 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 3459 408 SH Call OTR 1 0 408 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 8485 1001 SH Call SOLE 1001 0 0 BIOTECH ACQUISITION COMPANY CL A SHS G1125A108 176 17730 SH SOLE 17730 0 0 BLACKLINE INC NOTE 0.125% 8/0 09239BAB5 4640 4480000 PRN OTR 1 0 4480000 0 BLACKLINE INC NOTE 0.125% 8/0 09239BAB5 10793 10420000 PRN SOLE 10420000 0 0 BLOCK INC NOTE 0.125% 3/0 852234AF0 19184 21070000 PRN OTR 1 0 21070000 0 BLOCK INC NOTE 0.125% 3/0 852234AF0 46673 51395000 PRN SOLE 51395000 0 0 BLOOM ENERGY CORP NOTE 2.500% 8/1 093712AH0 7743 5544000 PRN OTR 1 0 5544000 0 BLOOM ENERGY CORP NOTE 2.500% 8/1 093712AH0 18881 13518000 PRN SOLE 13518000 0 0 BLUERIVER ACQUISITION CORP SHS CL A G1261Q107 140 14184 SH SOLE 14184 0 0 BOOKING HOLDINGS INC COM 09857L108 3234 1968 SH OTR 1 0 1968 0 BOOKING HOLDINGS INC COM 09857L108 5094 31 SH Call SOLE 31 0 0 BOOKING HOLDINGS INC COM 09857L108 7572 4608 SH SOLE 4608 0 0 BOOKING HOLDINGS INC COM 09857L108 2629 16 SH Call OTR 1 0 16 0 BOX INC NOTE 1/1 10316TAB0 8063 7280000 PRN SOLE 7280000 0 0 BOX INC NOTE 1/1 10316TAB0 3387 3058000 PRN OTR 1 0 3058000 0 BRIDGEBIO PHARMA INC NOTE 2.250% 2/0 10806XAD4 4876 11048000 PRN OTR 1 0 11048000 0 BRIDGEBIO PHARMA INC NOTE 2.250% 2/0 10806XAD4 12494 28307000 PRN SOLE 28307000 0 0 BRIDGETOWN HOLDINGS LTD COM CL A G1355U113 160 15974 SH SOLE 15974 0 0 CABLE ONE INC NOTE 3/1 12685JAE5 1442 1880000 PRN SOLE 1880000 0 0 CABLE ONE INC NOTE 3/1 12685JAE5 591 770000 PRN OTR 1 0 770000 0 CARNEY TECHNOLOGY ACQU CORP CL A COMMON STK 143636108 106 10638 SH SOLE 10638 0 0 CERENCE INC NOTE 3.000% 6/0 156727AB5 537 617000 PRN OTR 1 0 617000 0 CERENCE INC NOTE 3.000% 6/0 156727AB5 1377 1583000 PRN SOLE 1583000 0 0 CERIDIAN HCM HLDG INC NOTE 0.250% 3/1 15677JAD0 5929 7298000 PRN OTR 1 0 7298000 0 CERIDIAN HCM HLDG INC NOTE 0.250% 3/1 15677JAD0 14461 17801000 PRN SOLE 17801000 0 0 CHEFS WHSE INC NOTE 1.875%12/0 163086AB7 10189 10334000 PRN SOLE 10334000 0 0 CHEFS WHSE INC NOTE 1.875%12/0 163086AB7 4366 4428000 PRN OTR 1 0 4428000 0 CINEMARK HLDGS INC NOTE 4.500% 8/1 17243VAB8 20981 18659000 PRN SOLE 18659000 0 0 CINEMARK HLDGS INC NOTE 4.500% 8/1 17243VAB8 8603 7651000 PRN OTR 1 0 7651000 0 COINBASE GLOBAL INC NOTE 0.500% 6/0 19260QAB3 823 1241000 PRN SOLE 1241000 0 0 COINBASE GLOBAL INC NOTE 0.500% 6/0 19260QAB3 335 509000 PRN OTR 1 0 509000 0 COLICITY INC COM CL A 194170106 139 14184 SH SOLE 14184 0 0 COLLEGIUM PHARMACEUTICAL INC NOTE 2.625% 2/1 19459JAA2 7856 9149000 PRN SOLE 9149000 0 0 COLLEGIUM PHARMACEUTICAL INC NOTE 2.625% 2/1 19459JAA2 3143 3660000 PRN OTR 1 0 3660000 0 COLONNADE ACQUISITION CORP I SHS CL A G2284B101 176 17730 SH SOLE 17730 0 0 CONSTELLATION ACQUISITN CORP SHS CL A G2R18K105 141 14184 SH SOLE 14184 0 0 CORNER GROWTH ACQUISITION CO CL A SHS G2425N105 177 17730 SH SOLE 17730 0 0 COVA ACQUISITION CORP CL A SHS G2554Y104 176 17731 SH SOLE 17731 0 0 CRUCIBLE ACQUISITION CORP COM CL A 22877P108 179 17986 SH SOLE 17986 0 0 DATADOG INC NOTE 0.125% 6/1 23804LAB9 23580 19760000 PRN SOLE 19760000 0 0 DATADOG INC NOTE 0.125% 6/1 23804LAB9 9653 8102000 PRN OTR 1 0 8102000 0 DEXCOM INC NOTE 0.750%12/0 252131AH0 46208 23277000 PRN OTR 1 0 23277000 0 DEXCOM INC COM 252131107 4045 50219 SH OTR 1 0 50219 0 DEXCOM INC NOTE 0.750%12/0 252131AH0 119489 60192000 PRN SOLE 60192000 0 0 DIAMONDHEAD HOLDINGS CORP CL A 25278L105 140 14184 SH SOLE 14184 0 0 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 2812 4072000 PRN OTR 1 0 4072000 0 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 6855 9928000 PRN SOLE 9928000 0 0 DISH NETWORK CORPORATION NOTE 12/1 25470MAF6 7451 11345000 PRN SOLE 11345000 0 0 DISH NETWORK CORPORATION NOTE 12/1 25470MAF6 3057 4655000 PRN OTR 1 0 4655000 0 DOCUSIGN INC NOTE 1/1 256163AD8 29249 31215000 PRN SOLE 31215000 0 0 DOCUSIGN INC NOTE 1/1 256163AD8 11405 12172000 PRN OTR 1 0 12172000 0 DROPBOX INC NOTE 3/0 26210CAC8 6878 7868000 PRN SOLE 7868000 0 0 DROPBOX INC NOTE 3/0 26210CAD6 4246 4965000 PRN SOLE 4965000 0 0 DROPBOX INC NOTE 3/0 26210CAD6 1740 2035000 PRN OTR 1 0 2035000 0 DROPBOX INC NOTE 3/0 26210CAC8 2819 3225000 PRN OTR 1 0 3225000 0 DYNAVAX TECHNOLOGIES CORP NOTE 2.500% 5/1 268158AD4 5793 4577000 PRN SOLE 4577000 0 0 DYNAVAX TECHNOLOGIES CORP NOTE 2.500% 5/1 268158AD4 2434 1923000 PRN OTR 1 0 1923000 0 ENPHASE ENERGY INC NOTE 0.250% 3/0 29355AAF4 6332 1844000 PRN SOLE 1844000 0 0 ENPHASE ENERGY INC NOTE 0.250% 3/0 29355AAF4 2596 756000 PRN OTR 1 0 756000 0 EURONET WORLDWIDE INC COM 298736109 1081 14274 SH OTR 1 0 14274 0 EURONET WORLDWIDE INC COM 298736109 2775 36626 SH SOLE 36626 0 0 EUROPEAN BIOTECH ACQUTN CORP CLASS A ORD SHS G3167F102 176 17730 SH SOLE 17730 0 0 EVENTBRITE INC NOTE 5.000%12/0 29975EAB5 5638 6075000 PRN OTR 1 0 6075000 0 EVENTBRITE INC NOTE 5.000%12/0 29975EAB5 13744 14808000 PRN SOLE 14808000 0 0 EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 4180 3335000 PRN OTR 1 0 3335000 0 EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 9793 7814000 PRN SOLE 7814000 0 0 EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 1024 1597000 PRN OTR 1 0 1597000 0 EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 3624 5653000 PRN SOLE 5653000 0 0 FARFETCH LTD NOTE 3.750% 5/0 30744WAD9 1902 2066000 PRN SOLE 2066000 0 0 FARFETCH LTD NOTE 3.750% 5/0 30744WAD9 800 869000 PRN OTR 1 0 869000 0 FIGURE ACQUISITION CORP I COM CL A 302438106 140 14184 SH SOLE 14184 0 0 FINTECH EVOLUTION ACQUIS GRO SHS CL A G3R19A104 141 14184 SH SOLE 14184 0 0 FORTISTAR SUSTAINABLE SOL CO COM CL A 34962M106 175 17731 SH SOLE 17731 0 0 FRAZIER LIFESCIENCES ACQU CO CL A SHS G3710A105 106 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 176 17730 SH SOLE 17730 0 0 FUBOTV INC NOTE 3.250% 2/1 35953DAB0 1887 3891000 PRN OTR 1 0 3891000 0 FUBOTV INC NOTE 3.250% 2/1 35953DAB0 4713 9717000 PRN SOLE 9717000 0 0 G SQUARED ASCEND I INC SHS CL A G4204R109 141 14184 SH SOLE 14184 0 0 GLOBAL PARTNER ACQISTN CORP CL A SHS G3934P102 177 17731 SH SOLE 17731 0 0 GOAL ACQUISITIONS CORP COM 38021H107 140 14185 SH SOLE 14185 0 0 GOAL ACQUISITIONS CORP *W EXP 02/11/202 38021H115 140 14185 SH Call SOLE 14185 0 0 GOL LINHAS AEREAS INTELIGENT SPON ADR PFD NEW 38045R206 376 1143 SH Put OTR 1 0 1143 0 GOL LINHAS AEREAS INTELIGENT SPON ADR PFD NEW 38045R206 940 2857 SH Put SOLE 2857 0 0 GOLDEN FALCON ACQUISITION CO CL A 38102H109 102 10204 SH SOLE 10204 0 0 GOPRO INC NOTE 1.250%11/1 38268TAD5 6564 7378000 PRN OTR 1 0 7378000 0 GOPRO INC NOTE 1.250%11/1 38268TAD5 15996 17982000 PRN SOLE 17982000 0 0 GOSSAMER BIO INC NOTE 5.000% 6/0 38341PAA0 9385 9102000 PRN OTR 1 0 9102000 0 GOSSAMER BIO INC NOTE 5.000% 6/0 38341PAA0 23467 22758000 PRN SOLE 22758000 0 0 GUESS INC NOTE 2.000% 4/1 401617AD7 25820 27487000 PRN SOLE 27487000 0 0 GUESS INC NOTE 2.000% 4/1 401617AD7 10068 10718000 PRN OTR 1 0 10718000 0 H I G ACQUISITION CORP COM CL A G44898107 141 14039 SH SOLE 14039 0 0 H WORLD GROUP LTD NOTE 0.375%11/0 16949NAC3 15377 15556000 PRN OTR 1 0 15556000 0 H WORLD GROUP LTD NOTE 0.375%11/0 16949NAC3 37506 37942000 PRN SOLE 37942000 0 0 HAEMONETICS CORP MASS NOTE 3/0 405024AB6 3247 4071000 PRN OTR 1 0 4071000 0 HAEMONETICS CORP MASS NOTE 3/0 405024AB6 7910 9929000 PRN SOLE 9929000 0 0 HAMILTON LANE ALLIANCE HLDGS COM CL A 40749M103 175 17731 SH SOLE 17731 0 0 HEALTHCARE SERVICES ACQU COR COM CL A 42227K104 176 17730 SH SOLE 17730 0 0 HEARTLAND MEDIA ACQUISITION CL A COM 42237V108 139 13952 SH OTR 1 0 13952 0 HEARTLAND MEDIA ACQUISITION *W EXP 99/99/999 42237V116 178 17886 SH Call SOLE 17886 0 0 HEARTLAND MEDIA ACQUISITION CL A COM 42237V108 356 35773 SH SOLE 35773 0 0 HIGHLAND TRANSCEND PARTNERS COM CL A G44690108 177 17730 SH SOLE 17730 0 0 IBERE PHARMACEUTICALS SHS CL A G46843101 176 17730 SH SOLE 17730 0 0 INFINERA CORP DEBT 3.750% 8/0 45667GAF0 1918 1926000 PRN SOLE 1926000 0 0 INFINERA CORP DEBT 3.750% 8/0 45667GAF0 821 824000 PRN OTR 1 0 824000 0 INVACARE CORP NOTE 4.250% 3/1 461203AQ4 2027 4255000 PRN SOLE 4255000 0 0 INVACARE CORP NOTE 4.250% 3/1 461203AQ4 831 1745000 PRN OTR 1 0 1745000 0 INVITAE CORP NOTE 2.000% 9/0 46185LAB9 10150 12678000 PRN OTR 1 0 12678000 0 INVITAE CORP NOTE 2.000% 9/0 46185LAB9 26019 32501000 PRN SOLE 32501000 0 0 IONIS PHARMACEUTICALS INC NOTE 0.125%12/1 462222AB6 51861 56759000 PRN SOLE 56759000 0 0 IONIS PHARMACEUTICALS INC NOTE 0.125%12/1 462222AB6 20228 22139000 PRN OTR 1 0 22139000 0 IQIYI INC NOTE 2.000% 4/0 46267XAD0 22861 26253000 PRN SOLE 26253000 0 0 IQIYI INC NOTE 2.000% 4/0 46267XAD0 9376 10767000 PRN OTR 1 0 10767000 0 ISHARES TR CHINA LG-CAP ETF 464287184 5495 212504 SH SOLE 212504 0 0 ISHARES TR MSCI EMG MKT ETF 464287234 4319 123811 SH SOLE 123811 0 0 ISHARES TR MSCI EMG MKT ETF 464287234 1768 50681 SH OTR 1 0 50681 0 ISHARES TR CHINA LG-CAP ETF 464287184 2309 89274 SH OTR 1 0 89274 0 ISHARES TR CHINA LG-CAP ETF 464287184 5107 1975 SH Call OTR 1 0 1975 0 ISHARES TR CHINA LG-CAP ETF 464287184 2100 812 SH Put OTR 1 0 812 0 ISHARES TR MSCI EMG MKT ETF 464287234 1849 530 SH Call OTR 1 0 530 0 ISHARES TR MSCI EMG MKT ETF 464287234 1849 530 SH Put OTR 1 0 530 0 ISHARES TR CHINA LG-CAP ETF 464287184 5004 1935 SH Put SOLE 1935 0 0 ISHARES TR MSCI EMG MKT ETF 464287234 4517 1295 SH Put SOLE 1295 0 0 ISHARES TR CHINA LG-CAP ETF 464287184 12340 4772 SH Call SOLE 4772 0 0 ISHARES TR MSCI EMG MKT ETF 464287234 4517 1295 SH Call SOLE 1295 0 0 JACK CREEK INVESTMENT CORP CL A SHS G4989X115 176 17731 SH SOLE 17731 0 0 JAWS MUSTANG ACQUISITION COR SHS CL A G50737108 176 17731 SH SOLE 17731 0 0 JOFF FINTECH ACQUISITION COR COM CL A 46592C100 175 17735 SH SOLE 17735 0 0 KHOSLA VENTURES ACQUISITION CL A 482504107 304 30993 SH SOLE 30993 0 0 KHOSLA VENTURES ACQUISITION CL A 482504107 125 12707 SH OTR 1 0 12707 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 347 35461 SH SOLE 35461 0 0 KL ACQUISITION CORP COM CL A 49837C109 105 10638 SH SOLE 10638 0 0 KNIGHTSWAN ACQUISITION CORP CL A COM 499103109 211 21043 SH OTR 1 0 21043 0 KNIGHTSWAN ACQUISITION CORP *W EXP 99/99/999 499103117 106 10521 SH Call OTR 1 0 10521 0 KNIGHTSWAN ACQUISITION CORP *W EXP 99/99/999 499103117 271 26978 SH Call SOLE 26978 0 0 KNIGHTSWAN ACQUISITION CORP CL A COM 499103109 541 53957 SH SOLE 53957 0 0 KRANESHARES TR CSI CHI INTERNET 500767306 3494 1418 SH Call SOLE 1418 0 0 KRANESHARES TR CSI CHI INTERNET 500767306 1434 582 SH Call OTR 1 0 582 0 LEO HLDGS CORP II COM CL A G5463R102 177 17731 SH SOLE 17731 0 0 LIGHTJUMP ACQUISITION CORP *W EXP 01/12/202 53228M114 164 16313 SH Call SOLE 16313 0 0 LIV CAPITAL ACQUISITN CORP I CLASS A ORD SHS G5510R105 283 28777 SH SOLE 28777 0 0 LIV CAPITAL ACQUISITN CORP I *W EXP 02/07/202 G5510R113 217 21582 SH Call SOLE 21582 0 0 LIV CAPITAL ACQUISITN CORP I CLASS A ORD SHS G5510R105 113 11223 SH OTR 1 0 11223 0 LIVENT CORP NOTE 4.125% 7/1 53814LAB4 18626 5172000 PRN OTR 1 0 5172000 0 LIVENT CORP NOTE 4.125% 7/1 53814LAB4 45434 12616000 PRN SOLE 12616000 0 0 LONGVIEW ACQUISITION CORP II COM CL A 54319Q105 174 17730 SH SOLE 17730 0 0 LUCID GROUP INC COM 549498103 1308 936 SH Put OTR 1 0 936 0 LUCID GROUP INC COM 549498103 3303 2364 SH Put SOLE 2364 0 0 MANNKIND CORP NOTE 2.500% 3/0 56400PAQ5 6408 7217000 PRN OTR 1 0 7217000 0 MANNKIND CORP NOTE 2.500% 3/0 56400PAQ5 14902 16783000 PRN SOLE 16783000 0 0 MARATHON DIGITAL HOLDINGS IN COM 565788106 4622 4316 SH Put SOLE 4316 0 0 MARATHON DIGITAL HOLDINGS IN COM 565788106 1804 1684 SH Put OTR 1 0 1684 0 MARLIN TECHNOLOGY CORP CL A SHS G58411102 176 17731 SH SOLE 17731 0 0 MESA LABS INC NOTE 1.375% 8/1 59064RAA7 14319 17174000 PRN SOLE 17174000 0 0 MESA LABS INC NOTE 1.375% 8/1 59064RAA7 6015 7214000 PRN OTR 1 0 7214000 0 MICROCHIP TECHNOLOGY INC. COM 595017104 4170 68324 SH SOLE 68324 0 0 MICROCHIP TECHNOLOGY INC. COM 595017104 1627 26652 SH OTR 1 0 26652 0 MICROSOFT CORP COM 594918104 6801 292 SH Put OTR 1 0 292 0 MICROSOFT CORP COM 594918104 16489 708 SH Put SOLE 708 0 0 MICROSTRATEGY INC NOTE 0.750%12/1 594972AC5 3298 4335000 PRN SOLE 4335000 0 0 MICROSTRATEGY INC NOTE 0.750%12/1 594972AC5 1286 1690000 PRN OTR 1 0 1690000 0 MICROSTRATEGY INC NOTE 2/1 594972AE1 268 582000 PRN OTR 1 0 582000 0 MICROSTRATEGY INC NOTE 2/1 594972AE1 652 1418000 PRN SOLE 1418000 0 0 MISSION ADVANCEMENT CORP CL A 60501L101 174 17731 SH SOLE 17731 0 0 MORINGA ACQUISITION CORP CL A SHS G6S23K108 144 14539 SH OTR 1 0 14539 0 MORINGA ACQUISITION CORP CL A SHS G6S23K108 352 35461 SH SOLE 35461 0 0 MORINGA ACQUISITION CORP *W EXP 02/22/202 G6S23K124 156 15744 SH Call SOLE 15744 0 0 MOTIVE CAPITAL CORP II *W EXP 99/99/999 G6293R114 180 17985 SH Call SOLE 17985 0 0 MOTIVE CAPITAL CORP II CL A ORD G6293R106 210 21044 SH OTR 1 0 21044 0 MOTIVE CAPITAL CORP II CL A ORD G6293R106 539 53956 SH SOLE 53956 0 0 NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 9682 9906000 PRN OTR 1 0 9906000 0 NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 24206 24766000 PRN SOLE 24766000 0 0 NICE LTD SPONSORED ADR 653656108 1497 7951 SH SOLE 7951 0 0 NICE LTD SPONSORED ADR 653656108 600 3186 SH OTR 1 0 3186 0 NOBLE ROCK ACQUISITION CORP CL A SHS G6546R101 176 17731 SH SOLE 17731 0 0 NORTH ATLANTIC ACQUISITN COR CL A SHS G66139109 176 17731 SH SOLE 17731 0 0 NORTHERN STAR INVEST CORP II COM CL A 66574L100 140 14184 SH SOLE 14184 0 0 NORTHERN STAR INVEST CORP IV UNIT 02/25/2028 66575B200 139 14184 SH SOLE 14184 0 0 NOVA LTD NOTE 10/1 66980MAB2 10600 8450000 PRN SOLE 8450000 0 0 NOVA LTD NOTE 10/1 66980MAB2 4453 3550000 PRN OTR 1 0 3550000 0 NOVAVAX INC NOTE 3.750% 2/0 670002AB0 16767 17064000 PRN SOLE 17064000 0 0 NOVAVAX INC NOTE 3.750% 2/0 670002AB0 7201 7329000 PRN OTR 1 0 7329000 0 NOVOCURE LTD NOTE 11/0 67011XAB9 24529 27620000 PRN SOLE 27620000 0 0 NOVOCURE LTD NOTE 11/0 67011XAB9 9509 10771000 PRN OTR 1 0 10771000 0 NUTANIX INC NOTE 1/1 67059NAB4 36128 36638000 PRN SOLE 36638000 0 0 NUTANIX INC NOTE 1/1 67059NAB4 14088 14287000 PRN OTR 1 0 14287000 0 OCCIDENTAL PETE CORP COM 674599105 1745 284 SH Call SOLE 284 0 0 OCCIDENTAL PETE CORP COM 674599105 713 116 SH Call OTR 1 0 116 0 OMEROS CORP COM 682143102 383 1215 SH Put SOLE 1215 0 0 OMEROS CORP NOTE 5.250% 2/1 682143AG7 4589 7919000 PRN OTR 1 0 7919000 0 OMEROS CORP NOTE 5.250% 2/1 682143AG7 11468 19790000 PRN SOLE 19790000 0 0 ON SEMICONDUCTOR CORP COM 682189105 11444 183603 SH SOLE 183603 0 0 ON SEMICONDUCTOR CORP COM 682189105 4696 75339 SH OTR 1 0 75339 0 ON SEMICONDUCTOR CORP COM 682189105 11051 1773 SH Call SOLE 1773 0 0 ON SEMICONDUCTOR CORP COM 682189105 4531 727 SH Call OTR 1 0 727 0 ONE EQUITY PARTNERS OPEN WTR CL A 68237L105 140 14184 SH SOLE 14184 0 0 OPENDOOR TECHNOLOGIES INC COM 683712103 222 714 SH Put SOLE 714 0 0 PAGERDUTY INC NOTE 1.250% 7/0 69553PAB6 37188 39108000 PRN SOLE 39108000 0 0 PAGERDUTY INC NOTE 1.250% 7/0 69553PAB6 15639 16446000 PRN OTR 1 0 16446000 0 PARATEK PHARMACEUTICALS INC NOTE 4.750% 5/0 699374AB0 3871 4421000 PRN OTR 1 0 4421000 0 PARATEK PHARMACEUTICALS INC NOTE 4.750% 5/0 699374AB0 9677 11050000 PRN SOLE 11050000 0 0 PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 5215 5311000 PRN SOLE 5311000 0 0 PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 2037 2074000 PRN OTR 1 0 2074000 0 PEGASYSTEMS INC NOTE 0.750% 3/0 705573AB9 1443 1785000 PRN SOLE 1785000 0 0 PEGASYSTEMS INC NOTE 0.750% 3/0 705573AB9 578 715000 PRN OTR 1 0 715000 0 PERIDOT ACQUISITION CORP II SHS CL A G7008B105 176 17731 SH SOLE 17731 0 0 PERIPHAS CAPITAL PARTNERING COM CL A 713895100 254 10263 SH SOLE 10263 0 0 PINDUODUO INC NOTE 10/0 722304AB8 33489 21956000 PRN SOLE 21956000 0 0 PINDUODUO INC NOTE 10/0 722304AB8 14104 9247000 PRN OTR 1 0 9247000 0 PIONEER MERGER CORP CL A SHS G7S24C103 141 14185 SH SOLE 14185 0 0 PIVOTAL INVESTMENT CORP III COM CL A 72582M106 140 14184 SH SOLE 14184 0 0 PONTEM CORPORATION SHS CL A G71707106 176 17731 SH SOLE 17731 0 0 POPULATION HEALTH INVS CO IN SHS CL A G71716107 176 17606 SH SOLE 17606 0 0 PRIMAVERA CAPITAL ACQUIST CO SHS CL A G7255E109 141 14184 SH SOLE 14184 0 0 PROPERTY SOLUTIONS ACQUISITI COM CL A 74350A108 174 17730 SH SOLE 17730 0 0 PROPTECH INVESTMENT CORP II COM CL A 743497109 223 22413 SH SOLE 22413 0 0 PROS HOLDINGS INC NOTE 1.000% 5/1 74346YAH6 1215 1316000 PRN OTR 1 0 1316000 0 PROS HOLDINGS INC NOTE 1.000% 5/1 74346YAH6 3117 3377000 PRN SOLE 3377000 0 0 PROSPECTOR CAPITAL CORP CL A G7273A105 116 11647 SH OTR 1 0 11647 0 PROSPECTOR CAPITAL CORP CL A G7273A105 283 28408 SH SOLE 28408 0 0 PROVIDENT ACQUISITION CORP CL A G7282L100 142 14184 SH SOLE 14184 0 0 PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 42172 37250000 PRN SOLE 37250000 0 0 PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 17291 15273000 PRN OTR 1 0 15273000 0 REPLIGEN CORP NOTE 0.375% 7/1 759916AB5 39525 22970000 PRN SOLE 22970000 0 0 REPLIGEN CORP NOTE 0.375% 7/1 759916AB5 16071 9340000 PRN OTR 1 0 9340000 0 REVANCE THERAPEUTICS INC NOTE 1.750% 2/1 761330AB5 8050 7372000 PRN SOLE 7372000 0 0 REVANCE THERAPEUTICS INC NOTE 1.750% 2/1 761330AB5 3305 3027000 PRN OTR 1 0 3027000 0 RMG ACQUISITION CORP III CL A SHS G76088106 145 14539 SH OTR 1 0 14539 0 RMG ACQUISITION CORP III CL A SHS G76088106 352 35461 SH SOLE 35461 0 0 ROYAL CARIBBEAN GROUP NOTE 4.250% 6/1 780153BB7 8489 8683000 PRN OTR 1 0 8683000 0 ROYAL CARIBBEAN GROUP NOTE 4.250% 6/1 780153BB7 20703 21175000 PRN SOLE 21175000 0 0 SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 21631 12977000 PRN OTR 1 0 12977000 0 SAREPTA THERAPEUTICS INC DEBT 1.250% 9/1 803607AC4 7967 7714000 PRN OTR 1 0 7714000 0 SAREPTA THERAPEUTICS INC DEBT 1.250% 9/1 803607AC4 20436 19786000 PRN SOLE 19786000 0 0 SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 55041 33020000 PRN SOLE 33020000 0 0 SARISSA CAPITAL ACQUISITN CO CL A G7823W102 212 21184 SH SOLE 21184 0 0 SCION TECH GROWTH II CL A SHS G31070108 176 17730 SH SOLE 17730 0 0 SEA LTD NOTE 0.250% 9/1 81141RAG5 1190 1709000 PRN SOLE 1709000 0 0 SEA LTD NOTE 1.000%12/0 81141RAD2 12982 10183000 PRN OTR 1 0 10183000 0 SEA LTD NOTE 0.250% 9/1 81141RAG5 498 716000 PRN OTR 1 0 716000 0 SEA LTD NOTE 1.000%12/0 81141RAD2 26816 21034000 PRN SOLE 21034000 0 0 SELECT SECTOR SPDR TR FINANCIAL 81369Y605 1093 360 SH Put SOLE 360 0 0 SELECT SECTOR SPDR TR FINANCIAL 81369Y605 1010 33270 SH SOLE 33270 0 0 SELECT SECTOR SPDR TR FINANCIAL 81369Y605 1093 360 SH Call SOLE 360 0 0 SELECT SECTOR SPDR TR FINANCIAL 81369Y605 449 148 SH Call OTR 1 0 148 0 SELECT SECTOR SPDR TR FINANCIAL 81369Y605 449 148 SH Put OTR 1 0 148 0 SELECT SECTOR SPDR TR FINANCIAL 81369Y605 414 13625 SH OTR 1 0 13625 0 SHAKE SHACK INC NOTE 3/0 819047AB7 913 1354000 PRN OTR 1 0 1354000 0 SHAKE SHACK INC NOTE 3/0 819047AB7 2120 3146000 PRN SOLE 3146000 0 0 SHOPIFY INC NOTE 0.125%11/0 82509LAA5 12044 14646000 PRN SOLE 14646000 0 0 SHOPIFY INC NOTE 0.125%11/0 82509LAA5 4820 5862000 PRN OTR 1 0 5862000 0 SIMON PROPERTY GRP ACQ HOLDI COM CL A 82880R103 105 10638 SH SOLE 10638 0 0 SNAP INC NOTE 5/0 83304AAF3 1130 1634000 PRN OTR 1 0 1634000 0 SNAP INC NOTE 5/0 83304AAF3 2850 4101000 PRN SOLE 4101000 0 0 SNAP INC NOTE 0.250% 5/0 83304AAD8 12173 13249000 PRN SOLE 13249000 0 0 SNAP INC NOTE 0.250% 5/0 83304AAD8 4732 5188000 PRN OTR 1 0 5188000 0 SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6 33585 30731000 PRN SOLE 30731000 0 0 SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6 13770 12600000 PRN OTR 1 0 12600000 0 SOUTHWEST AIRLS CO COM 844741108 3908 126703 SH OTR 1 0 126703 0 SOUTHWEST AIRLS CO COM 844741108 9304 301670 SH SOLE 301670 0 0 SOUTHWEST AIRLS CO COM 844741108 10427 3381 SH Call SOLE 3381 0 0 SOUTHWEST AIRLS CO COM 844741108 4376 1419 SH Call OTR 1 0 1419 0 SPDR INDEX SHS FDS EURO STOXX 50 78463X202 230 7482 SH OTR 1 0 7482 0 SPDR INDEX SHS FDS EURO STOXX 50 78463X202 535 17401 SH SOLE 17401 0 0 SPDR INDEX SHS FDS EURO STOXX 50 78463X202 1849 601 SH Put OTR 1 0 601 0 SPDR INDEX SHS FDS EURO STOXX 50 78463X202 4303 1399 SH Put SOLE 1399 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 10153 28425 SH OTR 1 0 28425 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 24771 69351 SH SOLE 69351 0 0 SPDR SER TR S&P HOMEBUILD 78464A888 6683 1222 SH Put OTR 1 0 1222 0 SPDR SER TR S&P HOMEBUILD 78464A888 16287 2978 SH Put SOLE 2978 0 0 SPDR SER TR S&P METALS MNG 78464A755 361 85 SH Put SOLE 85 0 0 STANDARD BIOTOOLS INC NOTE 5.250%12/0 34385PAF5 5932 6738000 PRN SOLE 6738000 0 0 STANDARD BIOTOOLS INC NOTE 5.250%12/0 34385PAF5 2431 2762000 PRN OTR 1 0 2762000 0 STRATIM CLOUD ACQUISITION CO CLASS A COM 86309R107 143 14539 SH OTR 1 0 14539 0 STRATIM CLOUD ACQUISITION CO *W EXP 03/05/202 86309R115 116 11820 SH Call SOLE 11820 0 0 STRATIM CLOUD ACQUISITION CO CLASS A COM 86309R107 348 35461 SH SOLE 35461 0 0 SUNNOVA ENERGY INTL INC. NOTE 0.250%12/0 86745KAF1 13775 16301000 PRN SOLE 16301000 0 0 SUNNOVA ENERGY INTL INC. NOTE 0.250%12/0 86745KAF1 5923 7009000 PRN OTR 1 0 7009000 0 SUNRUN INC NOTE 2/0 86771WAB1 9493 13285000 PRN SOLE 13285000 0 0 SUNRUN INC NOTE 2/0 86771WAB1 3893 5448000 PRN OTR 1 0 5448000 0 SUPERNUS PHARMACEUTICALS NOTE 0.625% 4/0 868459AD0 28674 29351000 PRN SOLE 29351000 0 0 SUPERNUS PHARMACEUTICALS NOTE 0.625% 4/0 868459AD0 11470 11741000 PRN OTR 1 0 11741000 0 SVF INVESTMENT CORP CL A SHS G8601L102 177 17730 SH SOLE 17730 0 0 TAILWIND INTERNATNAL ACQ COR COM CL A G8662F101 144 14538 SH OTR 1 0 14538 0 TAILWIND INTERNATNAL ACQ COR *W EXP 03/01/202 G8662F119 117 11820 SH Call SOLE 11820 0 0 TAILWIND INTERNATNAL ACQ COR COM CL A G8662F101 352 35462 SH SOLE 35462 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 1870 27282 SH SOLE 27282 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 782 114 SH Put OTR 1 0 114 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 1961 286 SH Put SOLE 286 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 740 10800 SH OTR 1 0 10800 0 TCW SPECIAL PURPOSE ACQU COR COM CL A 87301L106 174 17730 SH SOLE 17730 0 0 THE REALREAL INC NOTE 3.000% 6/1 88339PAB7 4761 8061000 PRN OTR 1 0 8061000 0 THE REALREAL INC NOTE 3.000% 6/1 88339PAB7 11900 20150000 PRN SOLE 20150000 0 0 TILRAY BRANDS INC NOTE 5.000%10/0 88688TAB6 15495 15959000 PRN SOLE 15959000 0 0 TILRAY BRANDS INC NOTE 5.000%10/0 88688TAB6 6354 6544000 PRN OTR 1 0 6544000 0 TISHMAN SPEYER INNOVATION CO COM CL A 88825H100 140 14184 SH SOLE 14184 0 0 TRICIDA INC COM 89610F101 2279 2175 SH Put OTR 1 0 2175 0 TRICIDA INC NOTE 3.500% 5/1 89610FAB7 6929 12626000 PRN SOLE 12626000 0 0 TRICIDA INC COM 89610F101 5707 5446 SH Put SOLE 5446 0 0 TRICIDA INC NOTE 3.500% 5/1 89610FAB7 2772 5051000 PRN OTR 1 0 5051000 0 TURMERIC ACQUISITION CORP CL A G9127T108 174 17361 SH SOLE 17361 0 0 TURNING PT BRANDS INC NOTE 2.500% 7/1 90041LAE5 619 703000 PRN SOLE 703000 0 0 TURNING PT BRANDS INC NOTE 2.500% 7/1 90041LAE5 261 297000 PRN OTR 1 0 297000 0 TWITTER INC NOTE 3/1 90184LAN2 2673 2908000 PRN OTR 1 0 2908000 0 TWITTER INC NOTE 3/1 90184LAN2 6505 7092000 PRN SOLE 7092000 0 0 TWO COM CL A G9152V101 1087 109935 SH SOLE 109935 0 0 TWO COM CL A G9152V101 446 45072 SH OTR 1 0 45072 0 TYLER TECHNOLOGIES INC COM 902252105 820 2360 SH OTR 1 0 2360 0 TYLER TECHNOLOGIES INC COM 902252105 1952 5616 SH SOLE 5616 0 0 TZP STRATEGIES ACQUISTN CORP CL A SHS G91595101 141 14184 SH SOLE 14184 0 0 VAIL RESORTS INC COM 91879Q109 779 3613 SH OTR 1 0 3613 0 VAIL RESORTS INC COM 91879Q109 1997 9259 SH SOLE 9259 0 0 VECTOIQ ACQUISITION CORP II COM CL A 92244F109 245 24823 SH SOLE 24823 0 0 VECTOIQ ACQUISITION CORP II COM CL A 92244F109 100 10177 SH OTR 1 0 10177 0 WARNER BROS DISCOVERY INC COM SER A 934423104 509 443 SH Call OTR 1 0 443 0 WARNER BROS DISCOVERY INC COM SER A 934423104 1216 1057 SH Call SOLE 1057 0 0 WESTERN DIGITAL CORP. COM 958102105 484 14880 SH SOLE 14880 0 0 WESTERN DIGITAL CORP. COM 958102105 203 6251 SH OTR 1 0 6251 0 WIX COM LTD NOTE 7/0 92940WAB5 27046 28050000 PRN SOLE 28050000 0 0 WIX COM LTD NOTE 7/0 92940WAB5 10437 10825000 PRN OTR 1 0 10825000 0 ZSCALER INC NOTE 0.125% 7/0 98980GAB8 52341 40947000 PRN SOLE 40947000 0 0 ZSCALER INC NOTE 0.125% 7/0 98980GAB8 20395 15971000 PRN OTR 1 0 15971000 0