Chief Compliance Officer

0001420506-23-001619.txt : 20230814 0001420506-23-001619.hdr.sgml : 20230814 20230814120135 ACCESSION NUMBER: 0001420506-23-001619 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20230630 FILED AS OF DATE: 20230814 DATE AS OF CHANGE: 20230814 EFFECTIVENESS DATE: 20230814 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: 231167758 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 06-30-2023 06-30-2023 false DeepCurrents Investment Group LLC

546 FIFTH AVE, 20TH FLOOR NEW YORK NY 10036

13F HOLDINGS REPORT 028-19350 000288159 801-110457 N Suzanne Horowitz Chief Compliance Officer 646-494-8187 Suzanne Horowitz, Chief Compliance Officer NEW YORK NY 08-14-2023 1 278 2531086310 false 1 0001454027 028-13309 Verition Fund Management LLC INFORMATION TABLE 2 Form13F_InfoTable.xml INFORMATION TABLE FOR DEEPCURRENTS INVESTMENT GROUP LLC (6376) 2U INC NOTE 2.250% 5/0 90214JAB7 10768784 16219000 PRN SOLE 16219000 0 0 2U INC NOTE 2.250% 5/0 90214JAB7 4959125 7469000 PRN OTR 1 0 7469000 0 3D SYS CORP DEL NOTE 11/1 88554DAD8 2669892 3503000 PRN SOLE 3503000 0 0 3D SYS CORP DEL NOTE 11/1 88554DAD8 1251885 1647000 PRN OTR 1 0 1647000 0 8X8 INC NEW NOTE 4.000% 2/0 282914AE0 7928931 9025000 PRN SOLE 9025000 0 0 8X8 INC NEW NOTE 4.000% 2/0 282914AE0 3071418 3496000 PRN OTR 1 0 3496000 0 ACCURAY INC DEL NOTE 3.750% 6/0 004397AK1 2800316 2846000 PRN SOLE 2846000 0 0 ACCURAY INC DEL NOTE 3.750% 6/0 004397AK1 1317506 1339000 PRN OTR 1 0 1339000 0 ADVANCED MICRO DEVICES INC COM 007903107 39754590 3490 SH Put SOLE 3490 0 0 ADVANCED MICRO DEVICES INC COM 007903107 18681240 1640 SH Put OTR 1 0 1640 0 AFFIRM HLDGS INC NOTE 11/1 00827BAB2 6299745 8503000 PRN SOLE 8503000 0 0 AFFIRM HLDGS INC NOTE 11/1 00827BAB2 2961317 3997000 PRN OTR 1 0 3997000 0 AIRBNB INC NOTE 3/1 009066AB7 29110640 33283000 PRN SOLE 33283000 0 0 AIRBNB INC NOTE 3/1 009066AB7 13972610 15976000 PRN OTR 1 0 15976000 0 ALARM COM HLDGS INC NOTE 1/1 011642AB1 4446809 5196000 PRN SOLE 5196000 0 0 ALARM COM HLDGS INC NOTE 1/1 011642AB1 1730204 2026000 PRN OTR 1 0 2026000 0 ALPHA HEALTHCARE ACQU CORP I CLASS A COM 02073F104 255677 24823 SH SOLE 24823 0 0 ALPHA HEALTHCARE ACQU CORP I CLASS A COM 02073F104 104823 10177 SH OTR 1 0 10177 0 ALPHATEC HLDGS INC NOTE 0.750% 8/0 02081GAB8 19618363 16778000 PRN SOLE 16778000 0 0 ALPHATEC HLDGS INC NOTE 0.750% 8/0 02081GAB8 9613911 8222000 PRN OTR 1 0 8222000 0 ALTERYX INC NOTE 0.500% 8/0 02156BAD5 4227171 4485000 PRN SOLE 4485000 0 0 ALTERYX INC NOTE 0.500% 8/0 02156BAD5 1815280 1926000 PRN OTR 1 0 1926000 0 AMYRIS INC NOTE 1.500%11/1 03236MAJ0 3846200 20891000 PRN SOLE 20891000 0 0 AMYRIS INC NOTE 1.500%11/1 03236MAJ0 1777563 9655000 PRN OTR 1 0 9655000 0 APELLIS PHARMACEUTICALS INC NOTE 3.500% 9/1 03753UAB2 24458549 10204000 PRN SOLE 10204000 0 0 APELLIS PHARMACEUTICALS INC NOTE 3.500% 9/1 03753UAB2 11495806 4796000 PRN OTR 1 0 4796000 0 ARES CAPITAL CORP COM 04010L103 407198 21671 SH SOLE 21671 0 0 ARES CAPITAL CORP COM 04010L103 191339 10183 SH OTR 1 0 10183 0 ARRAY TECHNOLOGIES INC NOTE 1.000%12/0 04271TAB6 4785900 4156000 PRN SOLE 4156000 0 0 ARRAY TECHNOLOGIES INC NOTE 1.000%12/0 04271TAB6 2123484 1844000 PRN OTR 1 0 1844000 0 ARTIVION INC NOTE 4.250% 7/0 228903AB6 7655484 7465000 PRN SOLE 7465000 0 0 ARTIVION INC NOTE 4.250% 7/0 228903AB6 3599565 3510000 PRN OTR 1 0 3510000 0 ASCENDIS PHARMA A/S NOTE 2.250% 4/0 04351PAD3 616496 675000 PRN SOLE 675000 0 0 ASCENDIS PHARMA A/S NOTE 2.250% 4/0 04351PAD3 296832 325000 PRN OTR 1 0 325000 0 ATLANTICA SUSTAINABLE INFR P SHS G0751N103 255496 109 SH Put SOLE 109 0 0 AURORA CANNABIS INC NOTE 5.500% 2/2 05156XAG3 11352430 11696000 PRN SOLE 11696000 0 0 AURORA CANNABIS INC NOTE 5.500% 2/2 05156XAG3 5335526 5497000 PRN OTR 1 0 5497000 0 B. RILEY FINANCIAL INC COM 05580M108 442328 9620 SH SOLE 9620 0 0 BENTLEY SYS INC NOTE 0.375% 7/0 08265TAD1 3456446 3818000 PRN SOLE 3818000 0 0 BENTLEY SYS INC NOTE 0.375% 7/0 08265TAD1 1522720 1682000 PRN OTR 1 0 1682000 0 BEYOND MEAT INC NOTE 3/1 08862EAB5 7658449 28848000 PRN SOLE 28848000 0 0 BEYOND MEAT INC NOTE 3/1 08862EAB5 2986605 11250000 PRN OTR 1 0 11250000 0 BILIBILI INC NOTE 1.375% 4/0 090040AB2 35157527 34373000 PRN SOLE 34373000 0 0 BILIBILI INC NOTE 1.375% 4/0 090040AB2 15114270 14777000 PRN OTR 1 0 14777000 0 BILL HOLDINGS INC NOTE 12/0 090043AB6 41562536 39680000 PRN SOLE 39680000 0 0 BILL HOLDINGS INC NOTE 12/0 090043AB6 19525503 18649000 PRN OTR 1 0 18649000 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 5417500 625 SH Call SOLE 625 0 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 8881580 102464 SH SOLE 102464 0 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 2245012 259 SH Call OTR 1 0 259 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 3583698 41344 SH OTR 1 0 41344 0 BLACKLINE INC NOTE 0.125% 8/0 09239BAB5 5175954 5177000 PRN SOLE 5177000 0 0 BLACKLINE INC NOTE 0.125% 8/0 09239BAB5 2222551 2223000 PRN OTR 1 0 2223000 0 BLOCK INC NOTE 0.125% 3/0 852234AF0 42013755 44459000 PRN SOLE 44459000 0 0 BLOCK INC NOTE 5/0 852234AJ2 16392347 19727000 PRN SOLE 19727000 0 0 BLOCK INC NOTE 0.125% 3/0 852234AF0 19747665 20897000 PRN OTR 1 0 20897000 0 BLOCK INC NOTE 5/0 852234AJ2 7708645 9273000 PRN OTR 1 0 9273000 0 BLOOM ENERGY CORP NOTE 2.500% 8/1 093712AH0 26749582 21971000 PRN SOLE 21971000 0 0 BLOOM ENERGY CORP NOTE 2.500% 8/1 093712AH0 12571853 10326000 PRN OTR 1 0 10326000 0 BOOKING HOLDINGS INC COM 09857L108 18597173 6887 SH SOLE 6887 0 0 BOOKING HOLDINGS INC COM 09857L108 7998377 2962 SH OTR 1 0 2962 0 BOX INC NOTE 1/1 10316TAB0 13005105 10434000 PRN SOLE 10434000 0 0 BOX INC NOTE 1/1 10316TAB0 6112424 4904000 PRN OTR 1 0 4904000 0 BRIDGEBIO PHARMA INC NOTE 2.250% 2/0 10806XAD4 9338657 15086000 PRN SOLE 15086000 0 0 BRIDGEBIO PHARMA INC NOTE 2.250% 2/0 10806XAD4 4499715 7269000 PRN OTR 1 0 7269000 0 CANOPY GROWTH CORP COM 138035100 10796 21168 SH OTR 1 0 21168 0 CARVANA CO CL A 146869102 1321920 510 SH Put SOLE 510 0 0 CARVANA CO CL A 146869102 622080 240 SH Put OTR 1 0 240 0 CERENCE INC NOTE 3.000% 6/0 156727AB5 5194875 4682000 PRN SOLE 4682000 0 0 CERENCE INC NOTE 3.000% 6/0 156727AB5 2440992 2200000 PRN OTR 1 0 2200000 0 CERIDIAN HCM HLDG INC NOTE 0.250% 3/1 15677JAD0 11857106 13425000 PRN SOLE 13425000 0 0 CERIDIAN HCM HLDG INC NOTE 0.250% 3/1 15677JAD0 5573945 6311000 PRN OTR 1 0 6311000 0 CHART INDS INC NOTE 1.000%11/1 16115QAE0 6540786 2379000 PRN SOLE 2379000 0 0 CHART INDS INC NOTE 1.000%11/1 16115QAE0 3079311 1120000 PRN OTR 1 0 1120000 0 CHEESECAKE FACTORY INC NOTE 0.375% 6/1 163072AA9 6781806 8049000 PRN SOLE 8049000 0 0 CHEESECAKE FACTORY INC NOTE 0.375% 6/1 163072AA9 3188266 3784000 PRN OTR 1 0 3784000 0 CINEMARK HLDGS INC NOTE 4.500% 8/1 17243VAB8 41887931 30615000 PRN SOLE 30615000 0 0 CINEMARK HLDGS INC NOTE 4.500% 8/1 17243VAB8 20105934 14695000 PRN OTR 1 0 14695000 0 COLLEGIUM PHARMACEUTICAL INC NOTE 2.625% 2/1 19459JAA2 1430674 1419000 PRN SOLE 1419000 0 0 COLLEGIUM PHARMACEUTICAL INC NOTE 2.625% 2/1 19459JAA2 570656 566000 PRN OTR 1 0 566000 0 CYBERARK SOFTWARE LTD NOTE 11/1 23248VAB1 21187303 18644000 PRN SOLE 18644000 0 0 CYBERARK SOFTWARE LTD NOTE 11/1 23248VAB1 9961805 8766000 PRN OTR 1 0 8766000 0 DATADOG INC NOTE 0.125% 6/1 23804LAB9 26165905 21048000 PRN SOLE 21048000 0 0 DATADOG INC NOTE 0.125% 6/1 23804LAB9 12821890 10314000 PRN OTR 1 0 10314000 0 DEXCOM INC NOTE 0.750%12/0 252131AH0 188099559 60192000 PRN SOLE 60192000 0 0 DEXCOM INC NOTE 0.750%12/0 252131AH0 72740462 23277000 PRN OTR 1 0 23277000 0 DISH NETWORK CORPORATION NOTE 12/1 25470MAF6 6402891 12162000 PRN SOLE 12162000 0 0 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 5077835 10034000 PRN SOLE 10034000 0 0 DISH NETWORK CORPORATION NOTE 12/1 25470MAF6 3073514 5838000 PRN OTR 1 0 5838000 0 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 2386593 4716000 PRN OTR 1 0 4716000 0 DOCUSIGN INC NOTE 1/1 256163AD8 6031424 6230000 PRN SOLE 6230000 0 0 DOCUSIGN INC NOTE 1/1 256163AD8 2342865 2420000 PRN OTR 1 0 2420000 0 DOORDASH INC CL A 25809K105 5196560 680 SH Put SOLE 680 0 0 DOORDASH INC CL A 25809K105 2445440 320 SH Put OTR 1 0 320 0 DROPBOX INC NOTE 3/0 26210CAC8 7435220 7868000 PRN SOLE 7868000 0 0 DROPBOX INC NOTE 3/0 26210CAD6 4768485 4965000 PRN SOLE 4965000 0 0 DROPBOX INC NOTE 3/0 26210CAC8 3047609 3225000 PRN OTR 1 0 3225000 0 DROPBOX INC NOTE 3/0 26210CAD6 1954455 2035000 PRN OTR 1 0 2035000 0 DYNAVAX TECHNOLOGIES CORP NOTE 2.500% 5/1 268158AD4 20486967 14582000 PRN SOLE 14582000 0 0 DYNAVAX TECHNOLOGIES CORP NOTE 2.500% 5/1 268158AD4 9016963 6418000 PRN OTR 1 0 6418000 0 ENPHASE ENERGY INC NOTE 3/0 29355AAH0 3840168 4081000 PRN SOLE 4081000 0 0 ENPHASE ENERGY INC NOTE 3/0 29355AAH0 1805203 1919000 PRN OTR 1 0 1919000 0 EURONET WORLDWIDE INC COM 298736109 2011957 17142 SH SOLE 17142 0 0 EURONET WORLDWIDE INC COM 298736109 781919 6662 SH OTR 1 0 6662 0 EVENTBRITE INC NOTE 5.000%12/0 29975EAB5 23505243 21491000 PRN SOLE 21491000 0 0 EVENTBRITE INC NOTE 5.000%12/0 29975EAB5 11283961 10317000 PRN OTR 1 0 10317000 0 EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 23945110 20965000 PRN SOLE 20965000 0 0 EVOLENT HEALTH INC NOTE 3.500%12/0 30050BAF8 5122763 2979000 PRN SOLE 2979000 0 0 EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 11493425 10063000 PRN OTR 1 0 10063000 0 EVOLENT HEALTH INC NOTE 3.500%12/0 30050BAF8 2256148 1312000 PRN OTR 1 0 1312000 0 EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 8662983 8026000 PRN SOLE 8026000 0 0 EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 4069731 3774000 PRN OTR 1 0 3774000 0 FARFETCH LTD NOTE 3.750% 5/0 30744WAD9 7233909 8841000 PRN SOLE 8841000 0 0 FARFETCH LTD NOTE 3.750% 5/0 30744WAD9 3402989 4159000 PRN OTR 1 0 4159000 0 FIVE9 INC NOTE 0.500% 6/0 338307AD3 1711035 1769000 PRN SOLE 1769000 0 0 FIVE9 INC NOTE 0.500% 6/0 338307AD3 803771 831000 PRN OTR 1 0 831000 0 FUBOTV INC NOTE 3.250% 2/1 35953DAB0 4163955 7218000 PRN SOLE 7218000 0 0 FUBOTV INC NOTE 3.250% 2/1 35953DAB0 1667198 2890000 PRN OTR 1 0 2890000 0 GOAL ACQUISITIONS CORP *W EXP 02/11/202 38021H115 147240 14185 SH Call SOLE 14185 0 0 GOL LINHAS AEREAS INTELIGENT SPON ADR PFD NEW 38045R206 2592408 4748 SH Put SOLE 4748 0 0 GOL LINHAS AEREAS INTELIGENT SPON ADR PFD NEW 38045R206 1036854 1899 SH Put OTR 1 0 1899 0 GOPRO INC NOTE 1.250%11/1 38268TAD5 16107628 17982000 PRN SOLE 17982000 0 0 GOPRO INC NOTE 1.250%11/1 38268TAD5 7504711 8378000 PRN OTR 1 0 8378000 0 GOSSAMER BIO INC NOTE 5.000% 6/0 38341PAA0 7563668 24727000 PRN SOLE 24727000 0 0 GOSSAMER BIO INC NOTE 5.000% 6/0 38341PAA0 3252496 10633000 PRN OTR 1 0 10633000 0 GROUPON INC NOTE 1.125% 3/1 399473AF4 1040400 2720000 PRN SOLE 2720000 0 0 GROUPON INC NOTE 1.125% 3/1 399473AF4 489600 1280000 PRN OTR 1 0 1280000 0 GUESS INC NOTE 2.000% 4/1 401617AD7 24664217 24072000 PRN SOLE 24072000 0 0 GUESS INC NOTE 2.000% 4/1 401617AD7 11406894 11133000 PRN OTR 1 0 11133000 0 HAEMONETICS CORP MASS NOTE 3/0 405024AB6 14190545 16579000 PRN SOLE 16579000 0 0 HAEMONETICS CORP MASS NOTE 3/0 405024AB6 6651251 7792000 PRN OTR 1 0 7792000 0 HEARTLAND MEDIA ACQUISITION *W EXP 99/99/999 42237V116 188518 17886 SH Call SOLE 17886 0 0 HEARTLAND MEDIA ACQUISITION CL A COM 42237V108 377047 35773 SH SOLE 35773 0 0 HEARTLAND MEDIA ACQUISITION CL A COM 42237V108 147054 13952 SH OTR 1 0 13952 0 IMAX CORP NOTE 0.500% 4/0 45245EAJ8 824477 897000 PRN SOLE 897000 0 0 IMAX CORP NOTE 0.500% 4/0 45245EAJ8 1512002 1645000 PRN OTR 1 0 1645000 0 INSMED INC NOTE 0.750% 6/0 457669AB5 6095315 7176000 PRN SOLE 7176000 0 0 INSMED INC NOTE 0.750% 6/0 457669AB5 2865886 3374000 PRN OTR 1 0 3374000 0 ISHARES TR 20 YR TR BD ETF 464287432 7483738 727 SH Call SOLE 727 0 0 ISHARES TR 20 YR TR BD ETF 464287432 3222022 313 SH Call OTR 1 0 313 0 ITRON INC NOTE 3/1 465741AN6 11188309 12498000 PRN SOLE 12498000 0 0 ITRON INC NOTE 3/1 465741AN6 5373038 6002000 PRN OTR 1 0 6002000 0 KARYOPHARM THERAPEUTICS INC NOTE 3.000%10/1 48576UAA4 1925943 2891000 PRN SOLE 2891000 0 0 KARYOPHARM THERAPEUTICS INC NOTE 3.000%10/1 48576UAA4 905347 1359000 PRN OTR 1 0 1359000 0 KINROSS GOLD CORP COM 496902404 1289331 2703 SH Call SOLE 2703 0 0 KINROSS GOLD CORP COM 496902404 618669 1297 SH Call OTR 1 0 1297 0 KNIGHTSWAN ACQUISITION CORP *W EXP 99/99/999 499103117 285157 26978 SH Call SOLE 26978 0 0 KNIGHTSWAN ACQUISITION CORP CL A COM 499103109 570325 53957 SH SOLE 53957 0 0 KNIGHTSWAN ACQUISITION CORP *W EXP 99/99/999 499103117 111207 10521 SH Call OTR 1 0 10521 0 KNIGHTSWAN ACQUISITION CORP CL A COM 499103109 222425 21043 SH OTR 1 0 21043 0 LI AUTO INC NOTE 0.250% 5/0 50202MAB8 4693805 3401000 PRN SOLE 3401000 0 0 LI AUTO INC NOTE 0.250% 5/0 50202MAB8 2210458 1599000 PRN OTR 1 0 1599000 0 LIV CAPITAL ACQUISITN CORP I *W EXP 02/07/202 G5510R113 228769 21582 SH Call SOLE 21582 0 0 LIVE NATION ENTERTAINMENT IN NOTE 2.000% 2/1 538034AU3 12757985 11996000 PRN SOLE 11996000 0 0 LIVE NATION ENTERTAINMENT IN NOTE 2.000% 2/1 538034AU3 5993722 5642000 PRN OTR 1 0 5642000 0 LIVENT CORP NOTE 4.125% 7/1 53814LAB4 43061484 13463000 PRN SOLE 13463000 0 0 LIVENT CORP NOTE 4.125% 7/1 53814LAB4 20240146 6328000 PRN OTR 1 0 6328000 0 MANNKIND CORP NOTE 2.500% 3/0 56400PAQ5 7721567 7362000 PRN SOLE 7362000 0 0 MANNKIND CORP NOTE 2.500% 3/0 56400PAQ5 3396147 3238000 PRN OTR 1 0 3238000 0 MARATHON DIGITAL HOLDINGS IN NOTE 1.000%12/0 565788AB2 10501807 19421000 PRN SOLE 19421000 0 0 MARATHON DIGITAL HOLDINGS IN NOTE 1.000%12/0 565788AB2 4133587 7579000 PRN OTR 1 0 7579000 0 MESA LABS INC NOTE 1.375% 8/1 59064RAA7 3337599 3796000 PRN SOLE 3796000 0 0 MESA LABS INC NOTE 1.375% 8/1 59064RAA7 1399752 1592000 PRN OTR 1 0 1592000 0 MICROCHIP TECHNOLOGY INC. COM 595017104 4192812 468 SH Call SOLE 468 0 0 MICROCHIP TECHNOLOGY INC. COM 595017104 5631986 62864 SH SOLE 62864 0 0 MICROCHIP TECHNOLOGY INC. COM 595017104 1630538 182 SH Call OTR 1 0 182 0 MICROCHIP TECHNOLOGY INC. COM 595017104 2201764 24576 SH OTR 1 0 24576 0 MICROSTRATEGY INC NOTE 0.750%12/1 594972AC5 4707242 4335000 PRN SOLE 4335000 0 0 MICROSTRATEGY INC NOTE 2/1 594972AE1 664926 1021000 PRN SOLE 1021000 0 0 MICROSTRATEGY INC NOTE 0.750%12/1 594972AC5 1835119 1690000 PRN OTR 1 0 1690000 0 MICROSTRATEGY INC NOTE 2/1 594972AE1 311949 479000 PRN OTR 1 0 479000 0 MITEK SYS INC NOTE 0.750% 2/0 606710AA9 2038382 2380000 PRN SOLE 2380000 0 0 MITEK SYS INC NOTE 0.750% 2/0 606710AA9 959239 1120000 PRN OTR 1 0 1120000 0 MONGODB INC NOTE 0.250% 1/1 60937PAD8 16929165 8502000 PRN SOLE 8502000 0 0 MONGODB INC NOTE 0.250% 1/1 60937PAD8 7963616 3998000 PRN OTR 1 0 3998000 0 MOOLEC SCIENCE SA *W EXP 12/30/202 L64875112 60032 16313 SH Call SOLE 16313 0 0 MORINGA ACQUISITION CORP *W EXP 02/22/202 G6S23K124 149347 14183 SH Call SOLE 14183 0 0 NATIONAL VISION HLDGS INC NOTE 2.500% 5/1 63845RAB3 16671503 15878000 PRN SOLE 15878000 0 0 NATIONAL VISION HLDGS INC NOTE 2.500% 5/1 63845RAB3 8002909 7622000 PRN OTR 1 0 7622000 0 NEW YORK CMNTY BANCORP INC COM 649445103 764320 680 SH Put SOLE 680 0 0 NEW YORK CMNTY BANCORP INC COM 649445103 359680 320 SH Put OTR 1 0 320 0 NIKE INC CL B 654106103 1070589 97 SH Call SOLE 97 0 0 NOVA LTD NOTE 10/1 66980MAB2 20760186 12937000 PRN SOLE 12937000 0 0 NOVA LTD NOTE 10/1 66980MAB2 8927024 5563000 PRN OTR 1 0 5563000 0 NOVOCURE LTD NOTE 11/0 67011XAB9 25726808 29997000 PRN SOLE 29997000 0 0 NOVOCURE LTD NOTE 11/0 67011XAB9 12928085 15003000 PRN OTR 1 0 15003000 0 NUTANIX INC NOTE 0.250%10/0 67059NAH1 3272022 3845000 PRN SOLE 3845000 0 0 NUTANIX INC NOTE 0.250%10/0 67059NAH1 1412708 1655000 PRN OTR 1 0 1655000 0 OCCIDENTAL PETE CORP COM 674599105 235200 4000 SH SOLE 4000 0 0 OKTA INC NOTE 0.125% 9/0 679295AD7 6690004 7382000 PRN SOLE 7382000 0 0 OKTA INC NOTE 0.125% 9/0 679295AD7 3278845 3618000 PRN OTR 1 0 3618000 0 OMEROS CORP NOTE 5.250% 2/1 682143AG7 14015693 19790000 PRN SOLE 19790000 0 0 OMEROS CORP NOTE 5.250% 2/1 682143AG7 5608402 7919000 PRN OTR 1 0 7919000 0 ORACLE CORP COM 68389X105 8098120 680 SH Put SOLE 680 0 0 ORACLE CORP COM 68389X105 3810880 320 SH Put OTR 1 0 320 0 OVINTIV INC COM 69047Q102 5143257 1351 SH Call SOLE 1351 0 0 OVINTIV INC COM 69047Q102 2470743 649 SH Call OTR 1 0 649 0 PAGERDUTY INC NOTE 1.250% 7/0 69553PAB6 38003196 39831000 PRN SOLE 39831000 0 0 PAGERDUTY INC NOTE 1.250% 7/0 69553PAB6 17861912 18721000 PRN OTR 1 0 18721000 0 PARATEK PHARMACEUTICALS INC NOTE 4.750% 5/0 699374AB0 12440604 12735000 PRN SOLE 12735000 0 0 PARATEK PHARMACEUTICALS INC NOTE 4.750% 5/0 699374AB0 5847622 5986000 PRN OTR 1 0 5986000 0 PDD HOLDINGS INC NOTE 10/0 722304AB8 50021030 30223000 PRN SOLE 30223000 0 0 PDD HOLDINGS INC NOTE 10/0 722304AB8 23510198 14205000 PRN OTR 1 0 14205000 0 PEGASYSTEMS INC NOTE 0.750% 3/0 705573AB9 1637743 1785000 PRN SOLE 1785000 0 0 PEGASYSTEMS INC NOTE 0.750% 3/0 705573AB9 656015 715000 PRN OTR 1 0 715000 0 PERFICIENT INC NOTE 0.125%11/1 71375UAF8 7009054 8469000 PRN SOLE 8469000 0 0 PERFICIENT INC NOTE 0.125%11/1 71375UAF8 3294727 3981000 PRN OTR 1 0 3981000 0 PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2 19791168 8984000 PRN SOLE 8984000 0 0 PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2 9303016 4223000 PRN OTR 1 0 4223000 0 PROS HOLDINGS INC NOTE 1.000% 5/1 74346YAH6 6196104 6505000 PRN SOLE 6505000 0 0 PROS HOLDINGS INC NOTE 1.000% 5/1 74346YAH6 3036615 3188000 PRN OTR 1 0 3188000 0 REPLIGEN CORP NOTE 0.375% 7/1 759916AB5 31807970 24156000 PRN SOLE 24156000 0 0 REPLIGEN CORP NOTE 0.375% 7/1 759916AB5 14949324 11353000 PRN OTR 1 0 11353000 0 REVANCE THERAPEUTICS INC NOTE 1.750% 2/1 761330AB5 1790139 1688000 PRN SOLE 1688000 0 0 REVANCE THERAPEUTICS INC NOTE 1.750% 2/1 761330AB5 737054 695000 PRN OTR 1 0 695000 0 SEA LTD NOTE 2.375%12/0 81141RAF7 30838249 30271000 PRN SOLE 30271000 0 0 SEA LTD NOTE 1.000%12/0 81141RAD2 25010934 19535000 PRN SOLE 19535000 0 0 SEA LTD NOTE 2.375%12/0 81141RAF7 14460933 14229000 PRN OTR 1 0 14229000 0 SEA LTD NOTE 1.000%12/0 81141RAD2 11755843 9182000 PRN OTR 1 0 9182000 0 SELECT SECTOR SPDR TR ENERGY 81369Y506 11039120 1360 SH Put SOLE 1360 0 0 SELECT SECTOR SPDR TR ENERGY 81369Y506 5194880 640 SH Put OTR 1 0 640 0 SELINA HOSPITALITY PLC *W EXP 10/27/202 G8059B119 22095 21662 SH Call OTR 1 0 21662 0 SHAKE SHACK INC NOTE 3/0 819047AB7 4052629 4983000 PRN SOLE 4983000 0 0 SHAKE SHACK INC NOTE 3/0 819047AB7 1783547 2193000 PRN OTR 1 0 2193000 0 SHIFT4 PMTS INC NOTE 12/1 82452JAB5 17044392 15646000 PRN SOLE 15646000 0 0 SHIFT4 PMTS INC NOTE 12/1 82452JAB5 7990121 7354000 PRN OTR 1 0 7354000 0 SHOPIFY INC NOTE 0.125%11/0 82509LAA5 11387581 12504000 PRN SOLE 12504000 0 0 SHOPIFY INC NOTE 0.125%11/0 82509LAA5 4558644 5004000 PRN OTR 1 0 5004000 0 SNAP INC NOTE 0.250% 5/0 83304AAD8 12896192 13249000 PRN SOLE 13249000 0 0 SNAP INC NOTE 0.250% 5/0 83304AAD8 5152053 5293000 PRN OTR 1 0 5293000 0 SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6 22456097 18845000 PRN SOLE 18845000 0 0 SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6 10555379 8858000 PRN OTR 1 0 8858000 0 SOUTHWEST AIRLS CO COM 844741108 5101989 1409 SH Call SOLE 1409 0 0 SOUTHWEST AIRLS CO COM 844741108 10418088 287713 SH SOLE 287713 0 0 SOUTHWEST AIRLS CO COM 844741108 2140011 591 SH Call OTR 1 0 591 0 SOUTHWEST AIRLS CO COM 844741108 4377101 120881 SH OTR 1 0 120881 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 30143040 680 SH Put SOLE 680 0 0 SPLUNK INC NOTE 1.125% 6/1 848637AF1 6445909 7431000 PRN SOLE 7431000 0 0 SPLUNK INC NOTE 1.125% 6/1 848637AF1 3095876 3569000 PRN OTR 1 0 3569000 0 SPOTIFY USA INC NOTE 3/1 84921RAB6 14465814 17007000 PRN SOLE 17007000 0 0 SPOTIFY USA INC NOTE 3/1 84921RAB6 6808437 7993000 PRN OTR 1 0 7993000 0 STANDARD BIOTOOLS INC NOTE 5.250%12/0 34385PAF5 7188994 6738000 PRN SOLE 6738000 0 0 STANDARD BIOTOOLS INC NOTE 5.250%12/0 34385PAF5 2946869 2762000 PRN OTR 1 0 2762000 0 STARWOOD PPTY TR INC NOTE 6.750% 7/1 85571BBA2 10434182 10204000 PRN SOLE 10204000 0 0 STARWOOD PPTY TR INC NOTE 6.750% 7/1 85571BBA2 4904188 4796000 PRN OTR 1 0 4796000 0 STRATIM CLOUD ACQUISITION CO *W EXP 03/05/202 86309R115 122101 11820 SH Call SOLE 11820 0 0 SUNNOVA ENERGY INTL INC. NOTE 0.250%12/0 86745KAF1 16787721 21299000 PRN SOLE 21299000 0 0 SUNNOVA ENERGY INTL INC. NOTE 0.250%12/0 86745KAF1 7890600 10011000 PRN OTR 1 0 10011000 0 SUNRUN INC NOTE 2/0 86771WAB1 11081707 15257000 PRN SOLE 15257000 0 0 SUNRUN INC NOTE 2/0 86771WAB1 5430088 7476000 PRN OTR 1 0 7476000 0 THE REALREAL INC NOTE 3.000% 6/1 88339PAB7 10582290 15423000 PRN SOLE 15423000 0 0 THE REALREAL INC NOTE 3.000% 6/1 88339PAB7 4230721 6166000 PRN OTR 1 0 6166000 0 TILRAY BRANDS INC COM 88688T100 110250 70673 SH SOLE 70673 0 0 TILRAY BRANDS INC NOTE 5.000%10/0 88688TAB6 14234475 14324000 PRN SOLE 14324000 0 0 TILRAY BRANDS INC NOTE 5.000%10/0 88688TAB6 6832031 6875000 PRN OTR 1 0 6875000 0 VANECK ETF TRUST SEMICONDUCTR ETF 92189F676 10353000 680 SH Put SOLE 680 0 0 VANECK ETF TRUST SEMICONDUCTR ETF 92189F676 4872000 320 SH Put OTR 1 0 320 0 VAREX IMAGING CORP NOTE 4.000% 6/0 92214XAB2 6089102 4762000 PRN SOLE 4762000 0 0 VAREX IMAGING CORP NOTE 4.000% 6/0 92214XAB2 2861699 2238000 PRN OTR 1 0 2238000 0 VARONIS SYS INC NOTE 1.250% 8/1 922280AB8 11572099 10473000 PRN SOLE 10473000 0 0 VARONIS SYS INC NOTE 1.250% 8/1 922280AB8 5554564 5027000 PRN OTR 1 0 5027000 0 VERINT SYSTEMS INC NOTE 0.250% 4/1 92343XAC4 12311206 13949000 PRN SOLE 13949000 0 0 VERINT SYSTEMS INC NOTE 0.250% 4/1 92343XAC4 5786240 6556000 PRN OTR 1 0 6556000 0 VOYA FINANCIAL INC COM 929089100 4876280 680 SH Put SOLE 680 0 0 VOYA FINANCIAL INC COM 929089100 2294720 320 SH Put OTR 1 0 320 0 WAYFAIR INC NOTE 1.000% 8/1 94419LAF8 3933583 4762000 PRN SOLE 4762000 0 0 WAYFAIR INC NOTE 1.000% 8/1 94419LAF8 1848669 2238000 PRN OTR 1 0 2238000 0 WELLS FARGO CO NEW COM 949746101 4353360 1020 SH Put SOLE 1020 0 0 WELLS FARGO CO NEW COM 949746101 1668489 39093 SH SOLE 39093 0 0 WELLS FARGO CO NEW COM 949746101 2048640 480 SH Put OTR 1 0 480 0 WELLS FARGO CO NEW COM 949746101 784074 18371 SH OTR 1 0 18371 0 WIX COM LTD NOTE 7/0 92940WAB5 28032439 28050000 PRN SOLE 28050000 0 0 WIX COM LTD NOTE 7/0 92940WAB5 10818224 10825000 PRN OTR 1 0 10825000 0 WOLFSPEED INC NOTE 0.250% 2/1 977852AB8 2627265 3400000 PRN SOLE 3400000 0 0 WOLFSPEED INC NOTE 0.250% 2/1 977852AB8 1237312 1600000 PRN OTR 1 0 1600000 0 XOMETRY INC NOTE 1.000% 2/0 98423FAB5 7720799 10070000 PRN SOLE 10070000 0 0 XOMETRY INC NOTE 1.000% 2/0 98423FAB5 3396539 4430000 PRN OTR 1 0 4430000 0 ZSCALER INC NOTE 0.125% 7/0 98980GAB8 44520924 38070000 PRN SOLE 38070000 0 0 ZSCALER INC NOTE 0.125% 7/0 98980GAB8 17348403 14848000 PRN OTR 1 0 14848000 0