Chief Compliance Officer

0001420506-23-000621.txt : 20230214 0001420506-23-000621.hdr.sgml : 20230214 20230214115932 ACCESSION NUMBER: 0001420506-23-000621 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20221231 FILED AS OF DATE: 20230214 DATE AS OF CHANGE: 20230214 EFFECTIVENESS DATE: 20230214 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: 23625158 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 X0202 13F-HR LIVE false true false 0001754535 XXXXXXXX 12-31-2022 12-31-2022 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 02-14-2023 1 321 2575329724 false 1 028-13309 Verition Fund Management LLC INFORMATION TABLE 2 Form13F_InfoTable.xml INFORMATION TABLE FOR DEEPCURRENTS INVESTMENT GROUP LLC (5815) 1LIFE HEALTHCARE INC NOTE 3.000% 6/1 68269GAB3 5324038 5510000 PRN OTR 1 0 5510000 0 1LIFE HEALTHCARE INC NOTE 3.000% 6/1 68269GAB3 12696807 13118000 PRN SOLE 13118000 0 0 2U INC NOTE 2.250% 5/0 90214JAB7 11794402 18186000 PRN SOLE 18186000 0 0 2U INC NOTE 2.250% 5/0 90214JAB7 5189641 8002000 PRN OTR 1 0 8002000 0 8X8 INC NEW NOTE 4.000% 2/0 282914AE0 5024780 6163000 PRN OTR 1 0 6163000 0 8X8 INC NEW NOTE 4.000% 2/0 282914AE0 12929250 15858000 PRN SOLE 15858000 0 0 ABG ACQUISITION CORP I CL A SHS G00496102 143117 14184 SH SOLE 14184 0 0 AIRBNB INC NOTE 3/1 009066AB7 25253765 30434000 PRN SOLE 30434000 0 0 AIRBNB INC NOTE 3/1 009066AB7 9829906 11869000 PRN OTR 1 0 11869000 0 ALARM COM HLDGS INC NOTE 1/1 011642AB1 3860462 4693000 PRN OTR 1 0 4693000 0 ALARM COM HLDGS INC NOTE 1/1 011642AB1 9866522 12029000 PRN SOLE 12029000 0 0 ALPHA HEALTHCARE ACQU CORP I CLASS A COM 02073F104 100928 10177 SH OTR 1 0 10177 0 ALPHA HEALTHCARE ACQU CORP I CLASS A COM 02073F104 246177 24823 SH SOLE 24823 0 0 ALPHATEC HLDGS INC NOTE 0.750% 8/0 02081GAB8 15328297 16664000 PRN SOLE 16664000 0 0 ALPHATEC HLDGS INC NOTE 0.750% 8/0 02081GAB8 6747983 7336000 PRN OTR 1 0 7336000 0 ALTERYX INC NOTE 0.500% 8/0 02156BAD5 13181097 14274000 PRN SOLE 14274000 0 0 ALTERYX INC NOTE 0.500% 8/0 02156BAD5 5667114 6137000 PRN OTR 1 0 6137000 0 AMYRIS INC NOTE 1.500%11/1 03236MAJ0 2599814 8155000 PRN OTR 1 0 8155000 0 AMYRIS INC NOTE 1.500%11/1 03236MAJ0 6660049 20891000 PRN SOLE 20891000 0 0 ARRAY TECHNOLOGIES INC NOTE 1.000%12/0 04271TAB6 7261007 7134000 PRN OTR 1 0 7134000 0 ARRAY TECHNOLOGIES INC NOTE 1.000%12/0 04271TAB6 16413089 16126000 PRN SOLE 16126000 0 0 AURORA ACQUISITION CORP CLASS A ORD SHS G0698L103 143117 14184 SH SOLE 14184 0 0 AURORA CANNABIS INC NOTE 5.500% 2/2 05156XAG3 7018685 7335000 PRN SOLE 7335000 0 0 AURORA CANNABIS INC NOTE 5.500% 2/2 05156XAG3 2743680 2858000 PRN OTR 1 0 2858000 0 AVADEL FIN CAYMAN LTD NOTE 4.500%10/0 05337YAC2 14291714 15000000 PRN SOLE 15000000 0 0 AVADEL FIN CAYMAN LTD NOTE 4.500%10/0 05337YAC2 6680900 7012000 PRN OTR 1 0 7012000 0 AVADEL FIN CAYMAN LTD NOTE 4.500%10/0 05337YAC2 4854419 5095000 PRN OTR 1 0 5095000 0 AVADEL FIN CAYMAN LTD NOTE 4.500%10/0 05337YAC2 14547059 15268000 PRN SOLE 15268000 0 0 AVADEL PHARMACEUTICALS PLC SPONSORED ADR 05337M104 2534640 3540 SH Put SOLE 3540 0 0 AVADEL PHARMACEUTICALS PLC SPONSORED ADR 05337M104 1013856 1416 SH Put OTR 1 0 1416 0 AVADEL PHARMACEUTICALS PLC SPONSORED ADR 05337M104 95106 13283 SH SOLE 13283 0 0 BATH & BODY WORKS INC COM 070830104 1660316 394 SH Call OTR 1 0 394 0 BATH & BODY WORKS INC COM 070830104 3952732 938 SH Call SOLE 938 0 0 BENTLEY SYS INC NOTE 0.375% 7/0 08265TAD1 1368728 1682000 PRN OTR 1 0 1682000 0 BENTLEY SYS INC NOTE 0.375% 7/0 08265TAD1 3106898 3818000 PRN SOLE 3818000 0 0 BEYOND MEAT INC COM 08862E109 2785753 2263 SH Put SOLE 2263 0 0 BEYOND MEAT INC NOTE 3/1 08862EAB5 7667478 28848000 PRN SOLE 28848000 0 0 BEYOND MEAT INC NOTE 3/1 08862EAB5 2990126 11250000 PRN OTR 1 0 11250000 0 BEYOND MEAT INC COM 08862E109 1085742 882 SH Put OTR 1 0 882 0 BILIBILI INC NOTE 0.500%12/0 090040AF3 10663994 14446000 PRN SOLE 14446000 0 0 BILIBILI INC NOTE 1.375% 4/0 090040AB2 21132383 18102000 PRN OTR 1 0 18102000 0 BILIBILI INC NOTE 0.500%12/0 090040AF3 5012358 6790000 PRN OTR 1 0 6790000 0 BILIBILI INC NOTE 1.375% 4/0 090040AB2 49145458 42098000 PRN SOLE 42098000 0 0 BILL COM HLDGS INC NOTE 4/0 090043AD2 585666 739000 PRN SOLE 739000 0 0 BILL COM HLDGS INC NOTE 12/0 090043AB6 15425443 14998000 PRN OTR 1 0 14998000 0 BILL COM HLDGS INC NOTE 12/0 090043AB6 36669805 35831000 PRN SOLE 35831000 0 0 BILL COM HLDGS INC NOTE 4/0 090043AD2 252018 318000 PRN OTR 1 0 318000 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 5630166 54403 SH OTR 1 0 54403 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 4222392 408 SH Call OTR 1 0 408 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 10359349 1001 SH Call SOLE 1001 0 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 13767585 133033 SH SOLE 133033 0 0 BIOTECH ACQUISITION COMPANY CL A SHS G1125A108 179071 17730 SH SOLE 17730 0 0 BLACKLINE INC NOTE 0.125% 8/0 09239BAB5 2480646 2223000 PRN OTR 1 0 2223000 0 BLACKLINE INC NOTE 0.125% 8/0 09239BAB5 5777014 5177000 PRN SOLE 5177000 0 0 BLOCK INC NOTE 0.125% 3/0 852234AF0 17526157 18369000 PRN OTR 1 0 18369000 0 BLOCK INC NOTE 0.125% 3/0 852234AF0 40760786 42721000 PRN SOLE 42721000 0 0 BLOOM ENERGY CORP NOTE 2.500% 8/1 093712AH0 7928084 5879000 PRN OTR 1 0 5879000 0 BLOOM ENERGY CORP NOTE 2.500% 8/1 093712AH0 18229603 13518000 PRN SOLE 13518000 0 0 BLUERIVER ACQUISITION CORP SHS CL A G1261Q107 143117 14184 SH SOLE 14184 0 0 BOOKING HOLDINGS INC COM 09857L108 11233171 5574 SH SOLE 5574 0 0 BOOKING HOLDINGS INC COM 09857L108 4832641 2398 SH OTR 1 0 2398 0 BOX INC NOTE 1/1 10316TAB0 4030814 3058000 PRN OTR 1 0 3058000 0 BOX INC NOTE 1/1 10316TAB0 9595921 7280000 PRN SOLE 7280000 0 0 BRIDGEBIO PHARMA INC NOTE 2.250% 2/0 10806XAD4 4096013 11048000 PRN OTR 1 0 11048000 0 BRIDGEBIO PHARMA INC NOTE 2.250% 2/0 10806XAD4 10494733 28307000 PRN SOLE 28307000 0 0 CERENCE INC NOTE 3.000% 6/0 156727AB5 566540 617000 PRN OTR 1 0 617000 0 CERENCE INC NOTE 3.000% 6/0 156727AB5 1453538 1583000 PRN SOLE 1583000 0 0 CERIDIAN HCM HLDG INC NOTE 0.250% 3/1 15677JAD0 6068788 6908000 PRN SOLE 6908000 0 0 CERIDIAN HCM HLDG INC NOTE 0.250% 3/1 15677JAD0 2484443 2828000 PRN OTR 1 0 2828000 0 CINEMARK HLDGS INC NOTE 4.500% 8/1 17243VAB8 11047098 11522000 PRN OTR 1 0 11522000 0 CINEMARK HLDGS INC NOTE 4.500% 8/1 17243VAB8 25683878 26788000 PRN SOLE 26788000 0 0 COLLEGIUM PHARMACEUTICAL INC NOTE 2.625% 2/1 19459JAA2 9319226 9149000 PRN SOLE 9149000 0 0 COLLEGIUM PHARMACEUTICAL INC NOTE 2.625% 2/1 19459JAA2 3728098 3660000 PRN OTR 1 0 3660000 0 COLONNADE ACQUISITION CORP I SHS CL A G2284B101 178541 17730 SH SOLE 17730 0 0 CONSTELLATION ACQUISITN CORP SHS CL A G2R18K105 143400 14184 SH SOLE 14184 0 0 DATADOG INC NOTE 0.125% 6/1 23804LAB9 22703841 20737000 PRN SOLE 20737000 0 0 DATADOG INC NOTE 0.125% 6/1 23804LAB9 10002825 9125000 PRN OTR 1 0 9125000 0 DEXCOM INC NOTE 0.750%12/0 252131AH0 165979440 60192000 PRN SOLE 60192000 0 0 DEXCOM INC NOTE 0.750%12/0 252131AH0 64190983 23277000 PRN OTR 1 0 23277000 0 DEXCOM INC COM 252131107 1268288 112 SH Call OTR 1 0 112 0 DEXCOM INC COM 252131107 4417945 39014 SH OTR 1 0 39014 0 DEXCOM INC COM 252131107 3261312 288 SH Call SOLE 288 0 0 DIAMONDHEAD HOLDINGS CORP CL A 25278L105 142549 14184 SH SOLE 14184 0 0 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 2359932 3743000 PRN OTR 1 0 3743000 0 DISH NETWORK CORPORATION NOTE 12/1 25470MAF6 2982649 4655000 PRN OTR 1 0 4655000 0 DISH NETWORK CORPORATION NOTE 12/1 25470MAF6 7269206 11345000 PRN SOLE 11345000 0 0 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 5363595 8507000 PRN SOLE 8507000 0 0 DOCUSIGN INC NOTE 1/1 256163AD8 5668762 5996000 PRN OTR 1 0 5996000 0 DOCUSIGN INC NOTE 1/1 256163AD8 14551019 15391000 PRN SOLE 15391000 0 0 DROPBOX INC NOTE 3/0 26210CAC8 2933912 3225000 PRN OTR 1 0 3225000 0 DROPBOX INC NOTE 3/0 26210CAC8 7157834 7868000 PRN SOLE 7868000 0 0 DROPBOX INC NOTE 3/0 26210CAD6 4444047 4965000 PRN SOLE 4965000 0 0 DROPBOX INC NOTE 3/0 26210CAD6 1821478 2035000 PRN OTR 1 0 2035000 0 DYNAVAX TECHNOLOGIES CORP NOTE 2.500% 5/1 268158AD4 8128384 6418000 PRN OTR 1 0 6418000 0 DYNAVAX TECHNOLOGIES CORP NOTE 2.500% 5/1 268158AD4 18468073 14582000 PRN SOLE 14582000 0 0 EURONET WORLDWIDE INC COM 298736109 2846123 30156 SH SOLE 30156 0 0 EURONET WORLDWIDE INC COM 298736109 1108587 11746 SH OTR 1 0 11746 0 EUROPEAN BIOTECH ACQUTN CORP CLASS A ORD SHS G3167F102 179073 17730 SH SOLE 17730 0 0 EVENTBRITE INC NOTE 5.000%12/0 29975EAB5 13697400 14808000 PRN SOLE 14808000 0 0 EVENTBRITE INC NOTE 5.000%12/0 29975EAB5 5619375 6075000 PRN OTR 1 0 6075000 0 EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 9750797 9026000 PRN OTR 1 0 9026000 0 EVOLENT HEALTH INC NOTE 3.500%12/0 30050BAF8 4739967 2979000 PRN SOLE 2979000 0 0 EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 22148329 20502000 PRN SOLE 20502000 0 0 EVOLENT HEALTH INC NOTE 3.500%12/0 30050BAF8 2087559 1312000 PRN OTR 1 0 1312000 0 FARFETCH LTD NOTE 3.750% 5/0 30744WAD9 1871704 2534000 PRN SOLE 2534000 0 0 FARFETCH LTD NOTE 3.750% 5/0 30744WAD9 824318 1116000 PRN OTR 1 0 1116000 0 FINTECH EVOLUTION ACQUIS GRO SHS CL A G3R19A104 143258 14184 SH SOLE 14184 0 0 FTAC ATHENA ACQUISITION CORP CL A SHS G37283101 179073 17730 SH SOLE 17730 0 0 FTAC HERA ACQUISITION CORP CLASS A ORD SHS G3728Y103 179250 17730 SH SOLE 17730 0 0 FUBOTV INC NOTE 3.250% 2/1 35953DAB0 1481725 3176000 PRN OTR 1 0 3176000 0 FUBOTV INC NOTE 3.250% 2/1 35953DAB0 3700579 7932000 PRN SOLE 7932000 0 0 G SQUARED ASCEND I INC SHS CL A G4204R109 143329 14184 SH SOLE 14184 0 0 GLOBAL PARTNER ACQISTN CORP CL A SHS G3934P102 179260 17731 SH SOLE 17731 0 0 GOAL ACQUISITIONS CORP *W EXP 02/11/202 38021H115 142701 14185 SH Call SOLE 14185 0 0 GOAL ACQUISITIONS CORP COM 38021H107 142701 14185 SH SOLE 14185 0 0 GOL LINHAS AEREAS INTELIGENT SPON ADR PFD NEW 38045R206 305181 1143 SH Put OTR 1 0 1143 0 GOL LINHAS AEREAS INTELIGENT SPON ADR PFD NEW 38045R206 762819 2857 SH Put SOLE 2857 0 0 GOPRO INC NOTE 1.250%11/1 38268TAD5 16237782 17982000 PRN SOLE 17982000 0 0 GOPRO INC NOTE 1.250%11/1 38268TAD5 6691846 7378000 PRN OTR 1 0 7378000 0 GOSSAMER BIO INC NOTE 5.000% 6/0 38341PAA0 8323724 24727000 PRN SOLE 24727000 0 0 GOSSAMER BIO INC NOTE 5.000% 6/0 38341PAA0 3579334 10633000 PRN OTR 1 0 10633000 0 GUESS INC NOTE 2.000% 4/1 401617AD7 26308828 24791000 PRN SOLE 24791000 0 0 GUESS INC NOTE 2.000% 4/1 401617AD7 10255678 9664000 PRN OTR 1 0 9664000 0 HAEMONETICS CORP MASS NOTE 3/0 405024AB6 8586576 10315000 PRN SOLE 10315000 0 0 HAEMONETICS CORP MASS NOTE 3/0 405024AB6 3690364 4435000 PRN OTR 1 0 4435000 0 HEARTLAND MEDIA ACQUISITION CL A COM 42237V108 141892 13952 SH OTR 1 0 13952 0 HEARTLAND MEDIA ACQUISITION *W EXP 99/99/999 42237V116 181901 17886 SH Call SOLE 17886 0 0 HEARTLAND MEDIA ACQUISITION CL A COM 42237V108 363811 35773 SH SOLE 35773 0 0 IBERE PHARMACEUTICALS SHS CL A G46843101 178896 17730 SH SOLE 17730 0 0 IMAX CORP NOTE 0.500% 4/0 45245EAJ8 1389513 1645000 PRN OTR 1 0 1645000 0 IMAX CORP NOTE 0.500% 4/0 45245EAJ8 757686 897000 PRN SOLE 897000 0 0 INSMED INC NOTE 0.750% 6/0 457669AB5 3458309 4166000 PRN SOLE 4166000 0 0 INSMED INC NOTE 0.750% 6/0 457669AB5 1522453 1834000 PRN OTR 1 0 1834000 0 INVACARE CORP NOTE 4.250% 3/1 461203AQ4 1896092 4255000 PRN SOLE 4255000 0 0 INVACARE CORP NOTE 4.250% 3/1 461203AQ4 777598 1745000 PRN OTR 1 0 1745000 0 INVITAE CORP NOTE 2.000% 9/0 46185LAB9 10591702 13303000 PRN OTR 1 0 13303000 0 INVITAE CORP NOTE 2.000% 9/0 46185LAB9 25876938 32501000 PRN SOLE 32501000 0 0 IONIS PHARMACEUTICALS INC NOTE 0.125%12/1 462222AB6 51724869 56759000 PRN SOLE 56759000 0 0 IONIS PHARMACEUTICALS INC NOTE 0.125%12/1 462222AB6 21086733 23139000 PRN OTR 1 0 23139000 0 IQIYI INC NOTE 2.000% 4/0 46267XAD0 21315544 26253000 PRN SOLE 26253000 0 0 IQIYI INC NOTE 2.000% 4/0 46267XAD0 8742029 10767000 PRN OTR 1 0 10767000 0 IQIYI INC SPONSORED ADS 46267X108 496080 936 SH Put OTR 1 0 936 0 IQIYI INC SPONSORED ADS 46267X108 1207870 2279 SH Put SOLE 2279 0 0 ISHARES TR CHINA LG-CAP ETF 464287184 6166570 2179 SH Put SOLE 2179 0 0 ISHARES TR CHINA LG-CAP ETF 464287184 10100270 3569 SH Call SOLE 3569 0 0 ISHARES TR JPMORGAN USD EMG 464288281 11749551 1389 SH Put SOLE 1389 0 0 ISHARES TR CHINA LG-CAP ETF 464287184 1129453 39910 SH OTR 1 0 39910 0 ISHARES TR MSCI EAFE ETF 464287465 9117396 1389 SH Put SOLE 1389 0 0 ISHARES TR CHINA LG-CAP ETF 464287184 2597940 91800 SH SOLE 91800 0 0 ISHARES TR 20 YR TR BD ETF 464287432 27080320 2720 SH Call SOLE 2720 0 0 ISHARES TR MSCI EAFE ETF 464287465 4010604 611 SH Put OTR 1 0 611 0 ISHARES TR 20 YR TR BD ETF 464287432 11847640 1190 SH Call OTR 1 0 1190 0 ISHARES TR CHINA LG-CAP ETF 464287184 2603600 920 SH Put OTR 1 0 920 0 ISHARES TR CHINA LG-CAP ETF 464287184 4329900 1530 SH Call OTR 1 0 1530 0 ISHARES TR JPMORGAN USD EMG 464288281 5168449 611 SH Put OTR 1 0 611 0 JAMF HLDG CORP NOTE 0.125% 9/0 47074LAB1 1260741 1528000 PRN OTR 1 0 1528000 0 JAMF HLDG CORP NOTE 0.125% 9/0 47074LAB1 2864719 3472000 PRN SOLE 3472000 0 0 JAWS MUSTANG ACQUISITION COR SHS CL A G50737108 179172 17731 SH SOLE 17731 0 0 KHOSLA VENTURES ACQUISITION CL A 482504107 309310 30993 SH SOLE 30993 0 0 KHOSLA VENTURES ACQUISITION CL A 482504107 126816 12707 SH OTR 1 0 12707 0 KHOSLA VENTURES ACQUT CO III COM CL A 482506102 144736 14539 SH OTR 1 0 14539 0 KHOSLA VENTURES ACQUT CO III COM CL A 482506102 353014 35461 SH SOLE 35461 0 0 KNIGHTSWAN ACQUISITION CORP CL A COM 499103109 214218 21043 SH OTR 1 0 21043 0 KNIGHTSWAN ACQUISITION CORP CL A COM 499103109 549282 53957 SH SOLE 53957 0 0 KNIGHTSWAN ACQUISITION CORP *W EXP 99/99/999 499103117 274636 26978 SH Call SOLE 26978 0 0 KNIGHTSWAN ACQUISITION CORP *W EXP 99/99/999 499103117 107104 10521 SH Call OTR 1 0 10521 0 LEO HLDGS CORP II COM CL A G5463R102 178906 17731 SH SOLE 17731 0 0 LIGHTJUMP ACQUISITION CORP *W EXP 01/12/202 53228M114 197387 16313 SH Call SOLE 16313 0 0 LIV CAPITAL ACQUISITN CORP I *W EXP 02/07/202 G5510R113 221431 21582 SH Call SOLE 21582 0 0 LIV CAPITAL ACQUISITN CORP I CLASS A ORD SHS G5510R105 115148 11223 SH OTR 1 0 11223 0 LIV CAPITAL ACQUISITN CORP I CLASS A ORD SHS G5510R105 283453 28777 SH SOLE 28777 0 0 LIVENT CORP NOTE 4.125% 7/1 53814LAB4 12453323 5172000 PRN OTR 1 0 5172000 0 LIVENT CORP NOTE 4.125% 7/1 53814LAB4 30377245 12616000 PRN SOLE 12616000 0 0 LUCID GROUP INC COM 549498103 1221204 1788 SH Put SOLE 1788 0 0 LUCID GROUP INC COM 549498103 486296 712 SH Put OTR 1 0 712 0 MANNKIND CORP NOTE 2.500% 3/0 56400PAQ5 10029317 8403000 PRN OTR 1 0 8403000 0 MANNKIND CORP NOTE 2.500% 3/0 56400PAQ5 22793031 19097000 PRN SOLE 19097000 0 0 MARATHON DIGITAL HOLDINGS IN NOTE 1.000%12/0 565788AB2 4567429 19421000 PRN SOLE 19421000 0 0 MARATHON DIGITAL HOLDINGS IN NOTE 1.000%12/0 565788AB2 1668138 7579000 PRN OTR 1 0 7579000 0 MARLIN TECHNOLOGY CORP CL A SHS G58411102 179615 17731 SH SOLE 17731 0 0 MESA LABS INC NOTE 1.375% 8/1 59064RAA7 3435293 3796000 PRN SOLE 3796000 0 0 MESA LABS INC NOTE 1.375% 8/1 59064RAA7 1440723 1592000 PRN OTR 1 0 1592000 0 MICROCHIP TECHNOLOGY INC. COM 595017104 2093029 29794 SH OTR 1 0 29794 0 MICROCHIP TECHNOLOGY INC. COM 595017104 5365414 76376 SH SOLE 76376 0 0 MICROSTRATEGY INC NOTE 2/1 594972AE1 520297 1418000 PRN SOLE 1418000 0 0 MICROSTRATEGY INC NOTE 0.750%12/1 594972AC5 2040272 4335000 PRN SOLE 4335000 0 0 MICROSTRATEGY INC NOTE 0.750%12/1 594972AC5 795400 1690000 PRN OTR 1 0 1690000 0 MICROSTRATEGY INC NOTE 2/1 594972AE1 213549 582000 PRN OTR 1 0 582000 0 MORINGA ACQUISITION CORP CL A SHS G6S23K108 357092 35461 SH SOLE 35461 0 0 MORINGA ACQUISITION CORP CL A SHS G6S23K108 146408 14539 SH OTR 1 0 14539 0 MORINGA ACQUISITION CORP *W EXP 02/22/202 G6S23K124 142823 14183 SH Call SOLE 14183 0 0 MOTIVE CAPITAL CORP II CL A ORD G6293R106 551970 53956 SH SOLE 53956 0 0 MOTIVE CAPITAL CORP II *W EXP 99/99/999 G6293R114 183987 17985 SH Call SOLE 17985 0 0 MOTIVE CAPITAL CORP II CL A ORD G6293R106 215280 21044 SH OTR 1 0 21044 0 NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 9708712 9906000 PRN OTR 1 0 9906000 0 NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 24272758 24766000 PRN SOLE 24766000 0 0 NOBLE ROCK ACQUISITION CORP CL A SHS G6546R101 179083 17731 SH SOLE 17731 0 0 NORTH ATLANTIC ACQUISITN COR CL A SHS G66139109 179260 17731 SH SOLE 17731 0 0 NOVA LTD NOTE 10/1 66980MAB2 15855626 12937000 PRN SOLE 12937000 0 0 NOVA LTD NOTE 10/1 66980MAB2 6818029 5563000 PRN OTR 1 0 5563000 0 NOVAVAX INC NOTE 3.750% 2/0 670002AB0 9691179 9746000 PRN OTR 1 0 9746000 0 NOVAVAX INC NOTE 3.750% 2/0 670002AB0 22022423 22147000 PRN SOLE 22147000 0 0 NOVOCURE LTD NOTE 11/0 67011XAB9 24750750 27620000 PRN SOLE 27620000 0 0 NOVOCURE LTD NOTE 11/0 67011XAB9 9617426 10771000 PRN OTR 1 0 10771000 0 NUTANIX INC NOTE 0.250%10/0 67059NAH1 1391852 1655000 PRN OTR 1 0 1655000 0 NUTANIX INC NOTE 1/1 67059NAB4 14188805 14287000 PRN OTR 1 0 14287000 0 NUTANIX INC NOTE 1/1 67059NAB4 36386186 36638000 PRN SOLE 36638000 0 0 NUTANIX INC NOTE 0.250%10/0 67059NAH1 3233637 3845000 PRN SOLE 3845000 0 0 OMEROS CORP NOTE 5.250% 2/1 682143AG7 4184122 7919000 PRN OTR 1 0 7919000 0 OMEROS CORP NOTE 5.250% 2/1 682143AG7 10456341 19790000 PRN SOLE 19790000 0 0 OMEROS CORP COM 682143102 209954 929 SH Put SOLE 929 0 0 ON SEMICONDUCTOR CORP COM 682189105 11398991 182764 SH SOLE 182764 0 0 ON SEMICONDUCTOR CORP COM 682189105 2650725 425 SH Call SOLE 425 0 0 ON SEMICONDUCTOR CORP COM 682189105 4677313 74993 SH OTR 1 0 74993 0 ON SEMICONDUCTOR CORP COM 682189105 1091475 175 SH Call OTR 1 0 175 0 PAGERDUTY INC NOTE 1.250% 7/0 69553PAB6 16614423 16446000 PRN OTR 1 0 16446000 0 PAGERDUTY INC NOTE 1.250% 7/0 69553PAB6 39508503 39108000 PRN SOLE 39108000 0 0 PARATEK PHARMACEUTICALS INC NOTE 4.750% 5/0 699374AB0 3824616 4421000 PRN OTR 1 0 4421000 0 PARATEK PHARMACEUTICALS INC NOTE 4.750% 5/0 699374AB0 9559376 11050000 PRN SOLE 11050000 0 0 PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 5282299 5311000 PRN SOLE 5311000 0 0 PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 2062792 2074000 PRN OTR 1 0 2074000 0 PEGASYSTEMS INC NOTE 0.750% 3/0 705573AB9 616587 715000 PRN OTR 1 0 715000 0 PEGASYSTEMS INC NOTE 0.750% 3/0 705573AB9 1539311 1785000 PRN SOLE 1785000 0 0 PERIDOT ACQUISITION CORP II SHS CL A G7008B105 179260 17731 SH SOLE 17731 0 0 PINDUODUO INC NOTE 10/0 722304AB8 20232855 10511000 PRN OTR 1 0 10511000 0 PINDUODUO INC NOTE 10/0 722304AB8 45978688 23886000 PRN SOLE 23886000 0 0 PIONEER MERGER CORP CL A SHS G7S24C103 143836 14185 SH SOLE 14185 0 0 PONTEM CORPORATION SHS CL A G71707106 179260 17731 SH SOLE 17731 0 0 PROS HOLDINGS INC NOTE 1.000% 5/1 74346YAH6 1631314 1740000 PRN OTR 1 0 1740000 0 PROS HOLDINGS INC NOTE 1.000% 5/1 74346YAH6 3706083 3953000 PRN SOLE 3953000 0 0 PROSPECTOR CAPITAL CORP CL A G7273A105 115888 11647 SH OTR 1 0 11647 0 PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 17922404 16545000 PRN OTR 1 0 16545000 0 PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 41681369 38478000 PRN SOLE 38478000 0 0 REPLIGEN CORP NOTE 0.375% 7/1 759916AB5 14908772 9404000 PRN OTR 1 0 9404000 0 REPLIGEN CORP NOTE 0.375% 7/1 759916AB5 35846688 22611000 PRN SOLE 22611000 0 0 REVANCE THERAPEUTICS INC NOTE 1.750% 2/1 761330AB5 2254006 2445000 PRN OTR 1 0 2445000 0 REVANCE THERAPEUTICS INC NOTE 1.750% 2/1 761330AB5 5488897 5954000 PRN SOLE 5954000 0 0 RMG ACQUISITION CORP III CL A SHS G76088106 146626 14539 SH OTR 1 0 14539 0 ROYAL CARIBBEAN GROUP NOTE 4.250% 6/1 780153BB7 8668491 8683000 PRN OTR 1 0 8683000 0 ROYAL CARIBBEAN GROUP NOTE 4.250% 6/1 780153BB7 21139617 21175000 PRN SOLE 21175000 0 0 SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 30900472 16459000 PRN OTR 1 0 16459000 0 SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 70226808 37406000 PRN SOLE 37406000 0 0 SCION TECH GROWTH II CL A SHS G31070108 179428 17730 SH SOLE 17730 0 0 SEA LTD NOTE 1.000%12/0 81141RAD2 22423104 18201000 PRN SOLE 18201000 0 0 SEA LTD NOTE 2.375%12/0 81141RAF7 8591759 8680000 PRN SOLE 8680000 0 0 SEA LTD NOTE 1.000%12/0 81141RAD2 9875480 8016000 PRN OTR 1 0 8016000 0 SEA LTD NOTE 2.375%12/0 81141RAF7 3781166 3820000 PRN OTR 1 0 3820000 0 SELECT SECTOR SPDR TR FINANCIAL 81369Y605 2939832 85960 SH SOLE 85960 0 0 SELECT SECTOR SPDR TR FINANCIAL 81369Y605 8272980 2419 SH Put SOLE 2419 0 0 SELECT SECTOR SPDR TR FINANCIAL 81369Y605 3642300 1065 SH Put OTR 1 0 1065 0 SELECT SECTOR SPDR TR FINANCIAL 81369Y605 506160 148 SH Call OTR 1 0 148 0 SELECT SECTOR SPDR TR FINANCIAL 81369Y605 4196819 122714 SH OTR 1 0 122714 0 SELECT SECTOR SPDR TR FINANCIAL 81369Y605 1149120 336 SH Call SOLE 336 0 0 SHAKE SHACK INC NOTE 3/0 819047AB7 1465738 2193000 PRN OTR 1 0 2193000 0 SHAKE SHACK INC NOTE 3/0 819047AB7 3330493 4983000 PRN SOLE 4983000 0 0 SHOPIFY INC NOTE 0.125%11/0 82509LAA5 5027826 5862000 PRN OTR 1 0 5862000 0 SHOPIFY INC NOTE 0.125%11/0 82509LAA5 12561844 14646000 PRN SOLE 14646000 0 0 SNAP INC NOTE 0.250% 5/0 83304AAD8 11961157 13249000 PRN SOLE 13249000 0 0 SNAP INC NOTE 0.250% 5/0 83304AAD8 4713817 5188000 PRN OTR 1 0 5188000 0 SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6 17511037 14067000 PRN SOLE 14067000 0 0 SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6 7175206 5764000 PRN OTR 1 0 5764000 0 SOUTHWEST AIRLS CO COM 844741108 2885519 857 SH Call OTR 1 0 857 0 SOUTHWEST AIRLS CO COM 844741108 6878781 2043 SH Call SOLE 2043 0 0 SOUTHWEST AIRLS CO COM 844741108 11266386 334612 SH SOLE 334612 0 0 SOUTHWEST AIRLS CO COM 844741108 4732116 140544 SH OTR 1 0 140544 0 SPDR GOLD TR GOLD SHS 78463V107 23562996 1389 SH Call SOLE 1389 0 0 SPDR GOLD TR GOLD SHS 78463V107 10365004 611 SH Call OTR 1 0 611 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 7778626 20340 SH SOLE 20340 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 477655 1249 SH OTR 1 0 1249 0 STANDARD BIOTOOLS INC NOTE 5.250%12/0 34385PAF5 5945975 6738000 PRN SOLE 6738000 0 0 STANDARD BIOTOOLS INC NOTE 5.250%12/0 34385PAF5 2437338 2762000 PRN OTR 1 0 2762000 0 STRATIM CLOUD ACQUISITION CO CLASS A COM 86309R107 145535 14539 SH OTR 1 0 14539 0 STRATIM CLOUD ACQUISITION CO CLASS A COM 86309R107 354965 35461 SH SOLE 35461 0 0 STRATIM CLOUD ACQUISITION CO *W EXP 03/05/202 86309R115 118318 11820 SH Call SOLE 11820 0 0 SUNNOVA ENERGY INTL INC. NOTE 0.250%12/0 86745KAF1 4868522 6257000 PRN OTR 1 0 6257000 0 SUNNOVA ENERGY INTL INC. NOTE 0.250%12/0 86745KAF1 11323571 14553000 PRN SOLE 14553000 0 0 SUNRUN INC NOTE 2/0 86771WAB1 10473621 15092000 PRN SOLE 15092000 0 0 SUNRUN INC NOTE 2/0 86771WAB1 4608754 6641000 PRN OTR 1 0 6641000 0 SUPERNUS PHARMACEUTICALS NOTE 0.625% 4/0 868459AD0 28852356 29351000 PRN SOLE 29351000 0 0 SUPERNUS PHARMACEUTICALS NOTE 0.625% 4/0 868459AD0 11541532 11741000 PRN OTR 1 0 11741000 0 SVF INVESTMENT CORP CL A SHS G8601L102 179250 17730 SH SOLE 17730 0 0 TAILWIND INTERNATNAL ACQ COR COM CL A G8662F101 146688 14538 SH OTR 1 0 14538 0 TAILWIND INTERNATNAL ACQ COR COM CL A G8662F101 357812 35462 SH SOLE 35462 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 2130414 286 SH Put SOLE 286 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 2130414 28600 SH SOLE 28600 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 849186 11400 SH OTR 1 0 11400 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 849186 114 SH Put OTR 1 0 114 0 TESLA INC COM 88160R101 13697616 1112 SH Call SOLE 1112 0 0 TESLA INC COM 88160R101 4508388 366 SH Call OTR 1 0 366 0 THE REALREAL INC NOTE 1.000% 3/0 88339PAD3 229325 612000 PRN OTR 1 0 612000 0 THE REALREAL INC NOTE 1.000% 3/0 88339PAD3 520103 1388000 PRN SOLE 1388000 0 0 THE REALREAL INC NOTE 3.000% 6/1 88339PAB7 10696494 17652000 PRN SOLE 17652000 0 0 THE REALREAL INC NOTE 3.000% 6/1 88339PAB7 4277507 7059000 PRN OTR 1 0 7059000 0 TILRAY BRANDS INC NOTE 5.000%10/0 88688TAB6 15543266 15959000 PRN SOLE 15959000 0 0 TILRAY BRANDS INC NOTE 5.000%10/0 88688TAB6 6476768 6650000 PRN OTR 1 0 6650000 0 TRICIDA INC NOTE 3.500% 5/1 89610FAB7 479274 5051000 PRN OTR 1 0 5051000 0 TRICIDA INC NOTE 3.500% 5/1 89610FAB7 1198043 12626000 PRN SOLE 12626000 0 0 TWO COM CL A G9152V101 1107045 109935 SH SOLE 109935 0 0 TWO COM CL A G9152V101 453875 45072 SH OTR 1 0 45072 0 TYLER TECHNOLOGIES INC COM 902252105 506829 1572 SH SOLE 1572 0 0 TYLER TECHNOLOGIES INC COM 902252105 213435 662 SH OTR 1 0 662 0 TZP STRATEGIES ACQUISTN CORP CL A SHS G91595101 143344 14184 SH SOLE 14184 0 0 UNITI GROUP INC COM 91325V108 340311 61539 SH SOLE 61539 0 0 UNITI GROUP INC COM 91325V108 149747 27079 SH OTR 1 0 27079 0 VAIL RESORTS INC COM 91879Q109 2248832 9435 SH SOLE 9435 0 0 VAIL RESORTS INC COM 91879Q109 989391 4151 SH OTR 1 0 4151 0 VANECK ETF TRUST GOLD MINERS ETF 92189F106 1751126 611 SH Call OTR 1 0 611 0 VANECK ETF TRUST GOLD MINERS ETF 92189F106 3980874 1389 SH Call SOLE 1389 0 0 VARONIS SYS INC NOTE 1.250% 8/1 922280AB8 8029877 7637000 PRN SOLE 7637000 0 0 VARONIS SYS INC NOTE 1.250% 8/1 922280AB8 3536006 3363000 PRN OTR 1 0 3363000 0 VERADIGM INC COM 01988P108 3932185 222913 SH SOLE 222913 0 0 VERADIGM INC COM 01988P108 1691658 95899 SH OTR 1 0 95899 0 VERINT SYSTEMS INC NOTE 0.250% 4/1 92343XAC4 936924 1070000 PRN OTR 1 0 1070000 0 VERINT SYSTEMS INC NOTE 0.250% 4/1 92343XAC4 2114100 2430000 PRN SOLE 2430000 0 0 WAYFAIR INC NOTE 1.000% 8/1 94419LAF8 1997428 3471000 PRN SOLE 3471000 0 0 WAYFAIR INC NOTE 1.000% 8/1 94419LAF8 879881 1529000 PRN OTR 1 0 1529000 0 WESTERN DIGITAL CORP. COM 958102105 473786 15017 SH SOLE 15017 0 0 WIX COM LTD NOTE 7/0 92940WAB5 10535020 10825000 PRN OTR 1 0 10825000 0 WIX COM LTD NOTE 7/0 92940WAB5 27298596 28050000 PRN SOLE 28050000 0 0 ZSCALER INC NOTE 0.125% 7/0 98980GAB8 15621581 14848000 PRN OTR 1 0 14848000 0 ZSCALER INC NOTE 0.125% 7/0 98980GAB8 40082152 38070000 PRN SOLE 38070000 0 0