Chief Compliance Officer

0001420506-24-000957.txt : 20240515 0001420506-24-000957.hdr.sgml : 20240515 20240515115836 ACCESSION NUMBER: 0001420506-24-000957 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20240331 FILED AS OF DATE: 20240515 DATE AS OF CHANGE: 20240515 EFFECTIVENESS DATE: 20240515 FILER: COMPANY DATA: COMPANY CONFORMED NAME: DeepCurrents Investment Group LLC CENTRAL INDEX KEY: 0001754535 ORGANIZATION NAME: 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: 24948515 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 03-31-2024 03-31-2024 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 05-15-2024 1 312 2595744817 false 1 0001454027 028-13309 Verition Fund Management LLC INFORMATION TABLE 2 Form13F_InfoTable.xml INFORMATION TABLE FOR DEEPCURRENTS INVESTMENT GROUP LLC (7390) 2U INC NOTE 2.250% 5/0 90214JAB7 3108933 6633000 PRN SOLE 6633000 0 0 2U INC NOTE 2.250% 5/0 90214JAB7 1431900 3055000 PRN OTR 1 0 3055000 0 ACCURAY INC DEL NOTE 3.750% 6/0 004397AK1 6465230 3808000 PRN SOLE 3808000 0 0 ACCURAY INC DEL NOTE 3.750% 6/0 004397AK1 1605910 1792000 PRN OTR 1 0 1792000 0 AFFIRM HLDGS INC NOTE 11/1 00827BAB2 15958295 19161000 PRN SOLE 19161000 0 0 AFFIRM HLDGS INC NOTE 11/1 00827BAB2 7500674 9006000 PRN OTR 1 0 9006000 0 AIRBNB INC NOTE 3/1 009066AB7 32949294 35323000 PRN SOLE 35323000 0 0 AIRBNB INC NOTE 3/1 009066AB7 15797901 16936000 PRN OTR 1 0 16936000 0 ALARM COM HLDGS INC NOTE 1/1 011642AB1 5937217 6444000 PRN SOLE 6444000 0 0 ALARM COM HLDGS INC NOTE 1/1 011642AB1 2789866 3028000 PRN OTR 1 0 3028000 0 ALPHATEC HLDGS INC NOTE 0.750% 8/0 02081GAB8 23490463 22601000 PRN SOLE 22601000 0 0 ALPHATEC HLDGS INC NOTE 0.750% 8/0 02081GAB8 10808253 10399000 PRN OTR 1 0 10399000 0 APELLIS PHARMACEUTICALS INC NOTE 3.500% 9/1 03753UAB2 22008036 13538000 PRN SOLE 13538000 0 0 APELLIS PHARMACEUTICALS INC NOTE 3.500% 9/1 03753UAB2 20757912 12769000 PRN OTR 1 0 12769000 0 ARES CAPITAL CORP COM 04010L103 354086 17007 SH SOLE 17007 0 0 ARTIVION INC NOTE 4.250% 7/0 228903AB6 17134003 15050000 PRN SOLE 15050000 0 0 ARTIVION INC NOTE 4.250% 7/0 228903AB6 7883919 6925000 PRN OTR 1 0 6925000 0 ASSERTIO HOLDINGS INC NOTE 6.500% 9/0 04546CAB2 5996311 7431000 PRN SOLE 7431000 0 0 ASSERTIO HOLDINGS INC NOTE 6.500% 9/0 04546CAB2 2758901 3419000 PRN OTR 1 0 3419000 0 AXON ENTERPRISE INC NOTE 0.500%12/1 05464CAB7 23904666 16438000 PRN SOLE 16438000 0 0 AXON ENTERPRISE INC NOTE 0.500%12/1 05464CAB7 10996902 7562000 PRN OTR 1 0 7562000 0 BENTLEY SYS INC NOTE 0.375% 7/0 08265TAD1 3835265 3818000 PRN SOLE 3818000 0 0 BENTLEY SYS INC NOTE 0.125% 1/1 08265TAB5 6385440 2729000 PRN SOLE 2729000 0 0 BENTLEY SYS INC NOTE 0.125% 1/1 08265TAB5 1279755 1271000 PRN OTR 1 0 1271000 0 BENTLEY SYS INC NOTE 0.375% 7/0 08265TAD1 1511679 1682000 PRN OTR 1 0 1682000 0 BEYOND MEAT INC COM 08862E109 1786824 2158 SH Put SOLE 2158 0 0 BEYOND MEAT INC NOTE 3/1 08862EAB5 6910565 28848000 PRN SOLE 28848000 0 0 BEYOND MEAT INC COM 08862E109 697176 842 SH Put OTR 1 0 842 0 BEYOND MEAT INC NOTE 3/1 08862EAB5 2694949 11250000 PRN OTR 1 0 11250000 0 BILIBILI INC NOTE 1.375% 4/0 090040AB2 34051086 34008000 PRN SOLE 34008000 0 0 BILIBILI INC NOTE 1.375% 4/0 090040AB2 15661818 15642000 PRN OTR 1 0 15642000 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 1275164 146 SH Put SOLE 146 0 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 8442634 96664 SH SOLE 96664 0 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 515306 59 SH Put OTR 1 0 59 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 3378661 38684 SH OTR 1 0 38684 0 BLACKLINE INC NOTE 0.125% 8/0 09239BAB5 3041717 3779000 PRN SOLE 3779000 0 0 BLACKLINE INC NOTE 0.125% 8/0 09239BAB5 1661313 1621000 PRN OTR 1 0 1621000 0 BLOCK INC NOTE 0.125% 3/0 852234AF0 40646343 39820000 PRN SOLE 39820000 0 0 BLOCK INC NOTE 0.125% 3/0 852234AF0 18699156 18319000 PRN OTR 1 0 18319000 0 BLOOM ENERGY CORP NOTE 2.500% 8/1 093712AH0 20055732 19041000 PRN SOLE 19041000 0 0 BLOOM ENERGY CORP NOTE 2.500% 8/1 093712AH0 9222625 8756000 PRN OTR 1 0 8756000 0 BOX INC NOTE 1/1 10316TAB0 12548304 10434000 PRN SOLE 10434000 0 0 BOX INC NOTE 1/1 10316TAB0 5897727 4904000 PRN OTR 1 0 4904000 0 BRIDGEBIO PHARMA INC NOTE 2.250% 2/0 10806XAD4 1238260 1226000 PRN SOLE 1226000 0 0 BRIDGEBIO PHARMA INC NOTE 2.250% 2/0 10806XAD4 454429 554000 PRN OTR 1 0 554000 0 BURLINGTON STORES INC NOTE 2.250% 4/1 122017AB2 4428054 3937000 PRN SOLE 3937000 0 0 BURLINGTON STORES INC NOTE 2.250% 4/1 122017AB2 2134501 1813000 PRN OTR 1 0 1813000 0 CANADIAN SOLAR INC COM 136635109 1353560 685 SH Put SOLE 685 0 0 CANADIAN SOLAR INC COM 136635109 622440 315 SH Put OTR 1 0 315 0 CAPRI HOLDINGS LIMITED SHS G1890L107 1087200 240 SH Put SOLE 240 0 0 CAPRI HOLDINGS LIMITED SHS G1890L107 498300 110 SH Put OTR 1 0 110 0 CARDLYTICS INC NOTE 1.000% 9/1 14161WAB1 1915245 1713000 PRN SOLE 1713000 0 0 CARDLYTICS INC NOTE 1.000% 9/1 14161WAB1 727911 787000 PRN OTR 1 0 787000 0 CARVANA CO CL A 146869102 2426316 276 SH Put SOLE 276 0 0 CARVANA CO CL A 146869102 1090084 124 SH Put OTR 1 0 124 0 CERENCE INC NOTE 3.000% 6/0 156727AB5 13179823 13615000 PRN SOLE 13615000 0 0 CERENCE INC NOTE 3.000% 6/0 156727AB5 6066688 6267000 PRN OTR 1 0 6267000 0 CHART INDS INC NOTE 1.000%11/1 16115QAE0 24975736 8875000 PRN SOLE 8875000 0 0 CHART INDS INC NOTE 1.000%11/1 16115QAE0 11751970 4176000 PRN OTR 1 0 4176000 0 CHEESECAKE FACTORY INC NOTE 0.375% 6/1 163072AA9 9582618 10770000 PRN SOLE 10770000 0 0 CHEESECAKE FACTORY INC NOTE 0.375% 6/1 163072AA9 4504809 5063000 PRN OTR 1 0 5063000 0 CINEMARK HLDGS INC NOTE 4.500% 8/1 17243VAB8 42533543 30615000 PRN SOLE 30615000 0 0 CINEMARK HLDGS INC NOTE 4.500% 8/1 17243VAB8 20415822 14695000 PRN OTR 1 0 14695000 0 COINBASE GLOBAL INC NOTE 0.500% 6/0 19260QAB3 1499577 1413000 PRN SOLE 1413000 0 0 COINBASE GLOBAL INC NOTE 0.500% 6/0 19260QAB3 716222 652000 PRN OTR 1 0 652000 0 COLLEGIUM PHARMACEUTICAL INC NOTE 2.625% 2/1 19459JAA2 1749075 1419000 PRN SOLE 1419000 0 0 COLLEGIUM PHARMACEUTICAL INC NOTE 2.625% 2/1 19459JAA2 831052 566000 PRN OTR 1 0 566000 0 CORE SCIENTIFIC INC NEW COM 21874A106 240044 67809 SH SOLE 67809 0 0 CORE SCIENTIFIC INC NEW COM 21874A106 110416 31191 SH OTR 1 0 31191 0 CUTERA INC NOTE 4.000% 6/0 232109AG3 1641265 7573000 PRN SOLE 7573000 0 0 CUTERA INC NOTE 4.000% 6/0 232109AG3 755724 3487000 PRN OTR 1 0 3487000 0 CYBERARK SOFTWARE LTD NOTE 11/1 23248VAB1 48377536 28360000 PRN SOLE 28360000 0 0 CYBERARK SOFTWARE LTD NOTE 11/1 23248VAB1 22261173 13050000 PRN OTR 1 0 13050000 0 CYTOKINETICS INC NOTE 3.500% 7/0 23282WAC4 18707464 11790000 PRN SOLE 11790000 0 0 CYTOKINETICS INC NOTE 3.500% 7/0 23282WAC4 8822180 5560000 PRN OTR 1 0 5560000 0 DATADOG INC NOTE 0.125% 6/1 23804LAB9 46227633 32779000 PRN SOLE 32779000 0 0 DATADOG INC NOTE 0.125% 6/1 23804LAB9 21271283 15083000 PRN OTR 1 0 15083000 0 DAYFORCE INC NOTE 0.250% 3/1 15677JAD0 24180951 26389000 PRN SOLE 26389000 0 0 DAYFORCE INC NOTE 0.250% 3/1 15677JAD0 11123293 12139000 PRN OTR 1 0 12139000 0 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 8154422 12876000 PRN SOLE 12876000 0 0 DISH NETWORK CORPORATION NOTE 12/1 25470MAF6 3225925 3568000 PRN SOLE 3568000 0 0 DISH NETWORK CORPORATION NOTE 12/1 25470MAF6 1245692 1705000 PRN OTR 1 0 1705000 0 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 3832123 6051000 PRN OTR 1 0 6051000 0 DRAFTKINGS INC NEW NOTE 3/1 26142RAB0 12290910 14173000 PRN SOLE 14173000 0 0 DRAFTKINGS INC NEW NOTE 3/1 26142RAB0 5660254 6527000 PRN OTR 1 0 6527000 0 DYNAVAX TECHNOLOGIES CORP NOTE 2.500% 5/1 268158AD4 19456063 14582000 PRN SOLE 14582000 0 0 DYNAVAX TECHNOLOGIES CORP NOTE 2.500% 5/1 268158AD4 8563229 6418000 PRN OTR 1 0 6418000 0 EAGLE BULK SHIPPING INC COM Y2187A150 220394 3528 SH SOLE 3528 0 0 ENPHASE ENERGY INC NOTE 3/0 29355AAH0 12745255 13840000 PRN SOLE 13840000 0 0 ENPHASE ENERGY INC NOTE 3/0 29355AAH0 5864291 6368000 PRN OTR 1 0 6368000 0 ENVISTA HOLDINGS CORPORATION COM 29415F104 1471307 68817 SH SOLE 68817 0 0 ENVISTA HOLDINGS CORPORATION COM 29415F104 677147 31672 SH OTR 1 0 31672 0 ESPERION THERAPEUTICS INC NE COM 29664W105 238520 890 SH Call SOLE 890 0 0 EURONET WORLDWIDE INC COM 298736109 1142832 10396 SH SOLE 10396 0 0 EURONET WORLDWIDE INC COM 298736109 442908 4029 SH OTR 1 0 4029 0 EVENTBRITE INC NOTE 5.000%12/0 29975EAB5 21169173 21491000 PRN SOLE 21491000 0 0 EVENTBRITE INC NOTE 5.000%12/0 29975EAB5 10162503 10317000 PRN OTR 1 0 10317000 0 EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 28356650 24803000 PRN SOLE 24803000 0 0 EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 13044768 11410000 PRN OTR 1 0 11410000 0 EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 11785760 12258000 PRN SOLE 12258000 0 0 EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 3691726 3817000 PRN SOLE 3817000 0 0 EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 5424642 5642000 PRN OTR 1 0 5642000 0 EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 1966532 1758000 PRN OTR 1 0 1758000 0 EXXON MOBIL CORP COM 30231G102 3673184 31600 SH OTR 1 0 31600 0 FARO TECHNOLOGIES INC NOTE 5.500% 2/0 311642AB8 5055475 5822000 PRN SOLE 5822000 0 0 FARO TECHNOLOGIES INC NOTE 5.500% 2/0 311642AB8 2325415 2678000 PRN OTR 1 0 2678000 0 FUBOTV INC NOTE 3.250% 2/1 35953DAB0 7754852 12214000 PRN SOLE 12214000 0 0 FUBOTV INC NOTE 3.250% 2/1 35953DAB0 3567587 5619000 PRN OTR 1 0 5619000 0 GOAL ACQUISITIONS CORP *W EXP 99/99/999 38021H115 153153 14185 SH Call SOLE 14185 0 0 GOPRO INC NOTE 1.250%11/1 38268TAD5 21872426 24048000 PRN SOLE 24048000 0 0 GOPRO INC NOTE 1.250%11/1 38268TAD5 10061243 11062000 PRN OTR 1 0 11062000 0 GOSSAMER BIO INC NOTE 5.000% 6/0 38341PAA0 8187161 20882000 PRN SOLE 20882000 0 0 GOSSAMER BIO INC NOTE 5.000% 6/0 38341PAA0 3519987 8978000 PRN OTR 1 0 8978000 0 GROUPON INC NOTE 1.125% 3/1 399473AF4 5447640 2568000 PRN SOLE 2568000 0 0 GROUPON INC NOTE 1.125% 3/1 399473AF4 938827 1182000 PRN OTR 1 0 1182000 0 HAEMONETICS CORP MASS NOTE 3/0 405024AB6 16349914 17777000 PRN SOLE 17777000 0 0 HAEMONETICS CORP MASS NOTE 3/0 405024AB6 7674169 8344000 PRN OTR 1 0 8344000 0 I3 VERTICALS LLC NOTE 1.000% 2/1 44933TAB2 8709268 10266000 PRN SOLE 10266000 0 0 I3 VERTICALS LLC NOTE 1.000% 2/1 44933TAB2 2252171 2363000 PRN OTR 1 0 2363000 0 IB ACQUISITION CORP UNIT 03/26/2029 44934N207 685615 68493 SH SOLE 68493 0 0 IB ACQUISITION CORP UNIT 03/26/2029 44934N207 315385 31507 SH OTR 1 0 31507 0 IMAX CORP NOTE 0.500% 4/0 45245EAJ8 6845240 7340000 PRN SOLE 7340000 0 0 IMAX CORP NOTE 0.500% 4/0 45245EAJ8 3150303 3378000 PRN OTR 1 0 3378000 0 IMMUNITYBIO INC COM 45256X103 235206 438 SH Call SOLE 438 0 0 IMPINJ INC NOTE 1.125% 5/1 453204AD1 7876852 5820000 PRN SOLE 5820000 0 0 IMPINJ INC NOTE 1.125% 5/1 453204AD1 3627141 2680000 PRN OTR 1 0 2680000 0 INNOVIVA INC NOTE 2.500% 8/1 45781MAB7 332132 383000 PRN SOLE 383000 0 0 INSIGHT ENTERPRISES INC NOTE 0.750% 2/1 45765UAB9 65471674 24080000 PRN SOLE 24080000 0 0 INSIGHT ENTERPRISES INC NOTE 0.750% 2/1 45765UAB9 30120240 11078000 PRN OTR 1 0 11078000 0 INSULET CORP NOTE 0.375% 9/0 45784PAK7 29835700 29108000 PRN SOLE 29108000 0 0 INSULET CORP NOTE 0.375% 9/0 45784PAK7 13726800 13392000 PRN OTR 1 0 13392000 0 INVESCO QQQ TR UNIT SER 1 46090E103 15185142 342 SH Call SOLE 342 0 0 INVESCO QQQ TR UNIT SER 1 46090E103 7015358 158 SH Call OTR 1 0 158 0 IONIS PHARMACEUTICALS INC NOTE 4/0 462222AD2 9166069 9182000 PRN SOLE 9182000 0 0 IONIS PHARMACEUTICALS INC NOTE 4/0 462222AD2 4310508 4318000 PRN OTR 1 0 4318000 0 IQIYI INC SPONSORED ADS 46267X108 1956798 4626 SH Put SOLE 4626 0 0 IQIYI INC NOTE 6.500% 3/1 G4939KAF3 1580320 1700000 PRN SOLE 1700000 0 0 IQIYI INC SPONSORED ADS 46267X108 919602 2174 SH Put OTR 1 0 2174 0 IQIYI INC NOTE 6.500% 3/1 G4939KAF3 740000 800000 PRN OTR 1 0 800000 0 IRHYTHM TECHNOLOGIES INC COM 450056106 1925600 16600 SH SOLE 16600 0 0 IRONWOOD PHARMACEUTICALS INC NOTE 0.750% 6/1 46333XAF5 12587072 12667000 PRN SOLE 12667000 0 0 IRONWOOD PHARMACEUTICALS INC NOTE 0.750% 6/1 46333XAF5 5796194 5833000 PRN OTR 1 0 5833000 0 ISHARES TR JPMORGAN USD EMG 464288281 6142395 685 SH Put SOLE 685 0 0 ISHARES TR 20 YR TR BD ETF 464287432 16530114 1747 SH Call SOLE 1747 0 0 ISHARES TR JPMORGAN USD EMG 464288281 2824605 315 SH Put OTR 1 0 315 0 ISHARES TR 20 YR TR BD ETF 464287432 7597986 803 SH Call OTR 1 0 803 0 ITRON INC NOTE 3/1 465741AN6 13822455 13699000 PRN SOLE 13699000 0 0 ITRON INC NOTE 3/1 465741AN6 6357785 6301000 PRN OTR 1 0 6301000 0 KARYOPHARM THERAPEUTICS INC NOTE 3.000%10/1 48576UAA4 3239801 3596000 PRN SOLE 3596000 0 0 KARYOPHARM THERAPEUTICS INC NOTE 3.000%10/1 48576UAA4 905962 1654000 PRN OTR 1 0 1654000 0 LITHIUM AMERICAS ARGENTINA C NOTE 1.750% 1/1 53680QAA6 6320879 8324000 PRN SOLE 8324000 0 0 LITHIUM AMERICAS ARGENTINA C NOTE 1.750% 1/1 53680QAA6 2909093 3831000 PRN OTR 1 0 3831000 0 LIVE NATION ENTERTAINMENT IN NOTE 2.000% 2/1 538034AU3 15699286 14136000 PRN SOLE 14136000 0 0 LIVE NATION ENTERTAINMENT IN NOTE 2.000% 2/1 538034AU3 7221050 6502000 PRN OTR 1 0 6502000 0 LIVENT CORP NOTE 4.125% 7/1 53814LAB4 17501900 13463000 PRN SOLE 13463000 0 0 LIVENT CORP NOTE 4.125% 7/1 53814LAB4 8226400 6328000 PRN OTR 1 0 6328000 0 MACOM TECH SOLUTIONS HLDGS I NOTE 0.250% 3/1 55405YAB6 20790584 16438000 PRN SOLE 16438000 0 0 MACOM TECH SOLUTIONS HLDGS I NOTE 0.250% 3/1 55405YAB6 9564327 7562000 PRN OTR 1 0 7562000 0 MANNKIND CORP NOTE 2.500% 3/0 56400PAQ5 17928181 16093000 PRN SOLE 16093000 0 0 MANNKIND CORP NOTE 2.500% 3/0 56400PAQ5 8251665 7407000 PRN OTR 1 0 7407000 0 MARCUS CORP DEL NOTE 5.000% 9/1 566330AB2 11778661 8108000 PRN SOLE 8108000 0 0 MARCUS CORP DEL NOTE 5.000% 9/1 566330AB2 5653990 3892000 PRN OTR 1 0 3892000 0 MESA LABS INC NOTE 1.375% 8/1 59064RAA7 1603858 3092000 PRN SOLE 3092000 0 0 MESA LABS INC NOTE 1.375% 8/1 59064RAA7 1203123 1296000 PRN OTR 1 0 1296000 0 MICROCHIP TECHNOLOGY INC. COM 595017104 6450149 719 SH Call SOLE 719 0 0 MICROCHIP TECHNOLOGY INC. COM 595017104 6302666 70256 SH SOLE 70256 0 0 MICROCHIP TECHNOLOGY INC. COM 595017104 2520851 281 SH Call OTR 1 0 281 0 MICROCHIP TECHNOLOGY INC. COM 595017104 2457516 27394 SH OTR 1 0 27394 0 MICROSTRATEGY INC CL A NEW 594972408 1363648 8 SH Put SOLE 8 0 0 MICROSTRATEGY INC NOTE 0.750%12/1 594972AC5 2656838 2897000 PRN SOLE 2897000 0 0 MICROSTRATEGY INC NOTE 2/1 594972AE1 2519451 2736000 PRN SOLE 2736000 0 0 MICROSTRATEGY INC CL A NEW 594972408 681824 4 SH Put OTR 1 0 4 0 MICROSTRATEGY INC NOTE 2/1 594972AE1 1742635 1264000 PRN OTR 1 0 1264000 0 MICROSTRATEGY INC NOTE 0.750%12/1 594972AC5 4838105 1128000 PRN OTR 1 0 1128000 0 MITEK SYS INC NOTE 0.750% 2/0 606710AA9 2349657 2380000 PRN SOLE 2380000 0 0 MITEK SYS INC NOTE 0.750% 2/0 606710AA9 1095149 1120000 PRN OTR 1 0 1120000 0 MONGODB INC NOTE 0.250% 1/1 60937PAD8 39574352 22601000 PRN SOLE 22601000 0 0 MONGODB INC NOTE 0.250% 1/1 60937PAD8 18208649 10399000 PRN OTR 1 0 10399000 0 MOOLEC SCIENCE SA *W EXP 12/30/202 L64875112 22512 16313 SH Call SOLE 16313 0 0 MORINGA ACQUISITION CORP *W EXP 02/22/202 G6S23K124 159133 14183 SH Call SOLE 14183 0 0 NATERA INC NOTE 2.250% 5/0 632307AB0 27270563 11202000 PRN SOLE 11202000 0 0 NATERA INC NOTE 2.250% 5/0 632307AB0 12542219 5152000 PRN OTR 1 0 5152000 0 NATIONAL VISION HLDGS INC NOTE 2.500% 5/1 63845RAB3 16698129 15878000 PRN SOLE 15878000 0 0 NATIONAL VISION HLDGS INC NOTE 2.500% 5/1 63845RAB3 8015692 7622000 PRN OTR 1 0 7622000 0 NEOGAMES S A SHS L6673X107 450270 15548 SH SOLE 15548 0 0 NEOGAMES S A SHS L6673X107 207180 7154 SH OTR 1 0 7154 0 NEW YORK CMNTY BANCORP INC COM 649445103 218960 680 SH Call SOLE 680 0 0 NEW YORK CMNTY BANCORP INC COM 649445103 218960 680 SH Put SOLE 680 0 0 NICE LTD NOTE 9/1 653656AB4 7137219 6811000 PRN SOLE 6811000 0 0 NICE LTD NOTE 9/1 653656AB4 3289346 3139000 PRN OTR 1 0 3139000 0 NOVA LTD NOTE 10/1 66980MAB2 30826905 12937000 PRN SOLE 12937000 0 0 NOVA LTD NOTE 10/1 66980MAB2 13255783 5563000 PRN OTR 1 0 5563000 0 NOVAVAX INC NOTE 5.000%12/1 670002AD6 5057238 4932000 PRN SOLE 4932000 0 0 NOVAVAX INC NOTE 5.000%12/1 670002AD6 1398986 2268000 PRN OTR 1 0 2268000 0 NOVOCURE LTD NOTE 11/0 67011XAB9 29023107 31747000 PRN SOLE 31747000 0 0 NOVOCURE LTD NOTE 11/0 67011XAB9 13715743 15003000 PRN OTR 1 0 15003000 0 NUTANIX INC NOTE 0.250%10/0 67059NAH1 13043221 10616000 PRN SOLE 10616000 0 0 NUTANIX INC NOTE 0.250%10/0 67059NAH1 6000668 4884000 PRN OTR 1 0 4884000 0 OCCIDENTAL PETE CORP COM 674599105 259960 4000 SH SOLE 4000 0 0 OKTA INC NOTE 0.125% 9/0 679295AD7 7100856 7382000 PRN SOLE 7382000 0 0 OKTA INC NOTE 0.125% 9/0 679295AD7 3480208 3618000 PRN OTR 1 0 3618000 0 OMEROS CORP NOTE 5.250% 2/1 682143AG7 10685775 14739000 PRN SOLE 14739000 0 0 OMEROS CORP NOTE 5.250% 2/1 682143AG7 5056875 6975000 PRN OTR 1 0 6975000 0 ON SEMICONDUCTOR CORP NOTE 0.500% 3/0 682189AU9 3339139 3714000 PRN SOLE 3714000 0 0 ON SEMICONDUCTOR CORP NOTE 0.500% 3/0 682189AU9 1763848 1786000 PRN OTR 1 0 1786000 0 PAGERDUTY INC NOTE 1.250% 7/0 69553PAB6 4416967 4964000 PRN SOLE 4964000 0 0 PAGERDUTY INC NOTE 1.250% 7/0 69553PAB6 2238203 2339000 PRN OTR 1 0 2339000 0 PAYPAL HLDGS INC COM 70450Y103 1614459 241 SH Call SOLE 241 0 0 PAYPAL HLDGS INC COM 70450Y103 743589 111 SH Call OTR 1 0 111 0 PERFICIENT INC NOTE 0.125%11/1 71375UAF8 5527493 6429000 PRN SOLE 6429000 0 0 PERFICIENT INC NOTE 0.125%11/1 71375UAF8 2597380 3021000 PRN OTR 1 0 3021000 0 PETIQ INC NOTE 4.000% 6/0 71639TAB2 8271274 8311000 PRN SOLE 8311000 0 0 PETIQ INC NOTE 4.000% 6/0 71639TAB2 3804726 3823000 PRN OTR 1 0 3823000 0 PROGRESS SOFTWARE CORP COM 743312100 376369 7060 SH SOLE 7060 0 0 PROS HOLDINGS INC NOTE 2.250% 9/1 74346YAG8 3501964 2295000 PRN SOLE 2295000 0 0 PROS HOLDINGS INC NOTE 1.000% 5/1 74346YAH6 499448 1304000 PRN SOLE 1304000 0 0 PROS HOLDINGS INC NOTE 1.000% 5/1 74346YAH6 621031 639000 PRN OTR 1 0 639000 0 PROS HOLDINGS INC NOTE 2.250% 9/1 74346YAG8 1231226 1124000 PRN OTR 1 0 1124000 0 PTC THERAPEUTICS INC NOTE 1.500% 9/1 69366JAD3 19186266 20648000 PRN SOLE 20648000 0 0 PTC THERAPEUTICS INC NOTE 1.500% 9/1 69366JAD3 8830254 9503000 PRN OTR 1 0 9503000 0 Q2 HLDGS INC NOTE 0.125%11/1 74736LAF6 6436857 6953000 PRN SOLE 6953000 0 0 Q2 HLDGS INC NOTE 0.125%11/1 74736LAF6 2961529 3199000 PRN OTR 1 0 3199000 0 RIVIAN AUTOMOTIVE INC NOTE 4.625% 3/1 76954AAB9 2775420 3060000 PRN SOLE 3060000 0 0 RIVIAN AUTOMOTIVE INC NOTE 4.625% 3/1 76954AAB9 1153728 1440000 PRN OTR 1 0 1440000 0 SEA LTD NOTE 2.375%12/0 81141RAF7 40694977 40549000 PRN SOLE 40549000 0 0 SEA LTD NOTE 1.000%12/0 81141RAD2 8223719 6729000 PRN SOLE 6729000 0 0 SEA LTD SPONSORD ADS 81141R100 795123 14804 SH OTR 1 0 14804 0 SEA LTD NOTE 1.000%12/0 81141RAD2 3937706 3222000 PRN OTR 1 0 3222000 0 SEA LTD NOTE 2.375%12/0 81141RAF7 18724165 18657000 PRN OTR 1 0 18657000 0 SELECT SECTOR SPDR TR INDL 81369Y704 12936092 1027 SH Put SOLE 1027 0 0 SELECT SECTOR SPDR TR INDL 81369Y704 5957908 473 SH Put OTR 1 0 473 0 SELINA HOSPITALITY PLC *W EXP 10/27/202 G8059B119 3228 21662 SH Call OTR 1 0 21662 0 SHAKE SHACK INC NOTE 3/0 819047AB7 7870229 8681000 PRN SOLE 8681000 0 0 SHAKE SHACK INC NOTE 3/0 819047AB7 3621883 3995000 PRN OTR 1 0 3995000 0 SHIFT4 PMTS INC NOTE 12/1 82452JAB5 22327639 20782000 PRN SOLE 20782000 0 0 SHIFT4 PMTS INC NOTE 12/1 82452JAB5 10276387 9565000 PRN OTR 1 0 9565000 0 SHOPIFY INC NOTE 0.125%11/0 82509LAA5 11899955 12504000 PRN SOLE 12504000 0 0 SHOPIFY INC NOTE 0.125%11/0 82509LAA5 4762267 5004000 PRN OTR 1 0 5004000 0 SNAP INC NOTE 0.125% 3/0 83304AAH9 5882660 7718000 PRN SOLE 7718000 0 0 SNAP INC NOTE 0.250% 5/0 83304AAD8 4130902 3607000 PRN SOLE 3607000 0 0 SNAP INC NOTE 0.125% 3/0 83304AAH9 2707334 3552000 PRN OTR 1 0 3552000 0 SNAP INC NOTE 0.250% 5/0 83304AAD8 1402390 1435000 PRN OTR 1 0 1435000 0 SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6 30635527 33567000 PRN SOLE 33567000 0 0 SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6 14095245 15444000 PRN OTR 1 0 15444000 0 SOUTHWEST AIRLS CO COM 844741108 1231818 422 SH Call SOLE 422 0 0 SOUTHWEST AIRLS CO COM 844741108 519582 178 SH Call OTR 1 0 178 0 SPDR GOLD TR GOLD SHS 78463V107 19728548 959 SH Put SOLE 959 0 0 SPDR GOLD TR GOLD SHS 78463V107 9072252 441 SH Put OTR 1 0 441 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 39766920 76026 SH SOLE 76026 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 18662091 35678 SH OTR 1 0 35678 0 SPDR SER TR S&P REGL BKG 78464A698 6843108 1361 SH Call SOLE 1361 0 0 SPDR SER TR S&P REGL BKG 78464A698 6843108 1361 SH Put SOLE 1361 0 0 SPDR SER TR S&P REGL BKG 78464A698 3631372 72223 SH SOLE 72223 0 0 SPDR SER TR S&P REGL BKG 78464A698 3212892 639 SH Call OTR 1 0 639 0 SPDR SER TR S&P REGL BKG 78464A698 3212892 639 SH Put OTR 1 0 639 0 SPDR SER TR S&P REGL BKG 78464A698 1700570 33822 SH OTR 1 0 33822 0 SPIRIT AIRLS INC COM 848577102 658240 1360 SH Call SOLE 1360 0 0 SPIRIT AIRLS INC COM 848577102 309760 640 SH Call OTR 1 0 640 0 SPOTIFY USA INC NOTE 3/1 84921RAB6 24209726 26301000 PRN SOLE 26301000 0 0 SPOTIFY USA INC NOTE 3/1 84921RAB6 11136972 12099000 PRN OTR 1 0 12099000 0 STANDARD BIOTOOLS INC NOTE 5.250%12/0 34385PAF5 14231910 12322000 PRN SOLE 12322000 0 0 STANDARD BIOTOOLS INC NOTE 5.250%12/0 34385PAF5 6552315 5673000 PRN OTR 1 0 5673000 0 STARWOOD PPTY TR INC NOTE 6.750% 7/1 85571BBA2 3969960 4763000 PRN SOLE 4763000 0 0 STARWOOD PPTY TR INC NOTE 6.750% 7/1 85571BBA2 2380213 2237000 PRN OTR 1 0 2237000 0 STRUCTURE THERAPEUTICS INC SPONSORED ADS 86366E106 441458 103 SH Call SOLE 103 0 0 STRUCTURE THERAPEUTICS INC SPONSORED ADS 86366E106 201442 47 SH Call OTR 1 0 47 0 SUNNOVA ENERGY INTL INC. NOTE 0.250%12/0 86745KAF1 12430575 24184000 PRN SOLE 24184000 0 0 SUNNOVA ENERGY INTL INC. NOTE 2.625% 2/1 86745KAH7 3218151 7873000 PRN SOLE 7873000 0 0 SUNNOVA ENERGY INTL INC. NOTE 0.250%12/0 86745KAF1 5718764 11126000 PRN OTR 1 0 11126000 0 SUNNOVA ENERGY INTL INC. NOTE 2.625% 2/1 86745KAH7 1482565 3627000 PRN OTR 1 0 3627000 0 TECHTARGET INC NOTE 12/1 87874RAD2 15310369 16095000 PRN SOLE 16095000 0 0 TECHTARGET INC NOTE 12/1 87874RAD2 7044006 7405000 PRN OTR 1 0 7405000 0 THE REALREAL INC COM 88339P101 3229285 825904 SH Call SOLE 825904 0 0 THE REALREAL INC NOTE 1.000% 3/0 88339PAD3 1227127 1247000 PRN SOLE 1247000 0 0 THE REALREAL INC COM 88339P101 1443169 369097 SH Call OTR 1 0 369097 0 THE REALREAL INC NOTE 1.000% 3/0 88339PAD3 248680 576000 PRN OTR 1 0 576000 0 TILRAY BRANDS INC COM 88688T100 154573 62580 SH SOLE 62580 0 0 TILRAY BRANDS INC NOTE 5.200% 6/1 88688TAC4 10540065 8904000 PRN SOLE 8904000 0 0 TILRAY BRANDS INC COM 88688T100 72667 29420 SH OTR 1 0 29420 0 TILRAY BRANDS INC NOTE 5.200% 6/1 88688TAC4 4848620 4096000 PRN OTR 1 0 4096000 0 TPI COMPOSITES INC NOTE 5.250% 3/1 87266JAB0 2847234 5924000 PRN SOLE 5924000 0 0 TPI COMPOSITES INC NOTE 5.250% 3/1 87266JAB0 1310189 2726000 PRN OTR 1 0 2726000 0 UPSTART HLDGS INC NOTE 0.250% 8/1 91680MAB3 10766478 13724000 PRN SOLE 13724000 0 0 UPSTART HLDGS INC NOTE 0.250% 8/1 91680MAB3 4947057 6306000 PRN OTR 1 0 6306000 0 VALLEY NATL BANCORP COM 919794107 545260 685 SH Put SOLE 685 0 0 VALLEY NATL BANCORP COM 919794107 250740 315 SH Put OTR 1 0 315 0 VAREX IMAGING CORP NOTE 4.000% 6/0 92214XAB2 14942939 13527000 PRN SOLE 13527000 0 0 VAREX IMAGING CORP NOTE 4.000% 6/0 92214XAB2 6874393 6223000 PRN OTR 1 0 6223000 0 VARONIS SYS INC NOTE 1.250% 8/1 922280AB8 19533811 12245000 PRN SOLE 12245000 0 0 VARONIS SYS INC NOTE 1.250% 8/1 922280AB8 9180652 5755000 PRN OTR 1 0 5755000 0 VERINT SYSTEMS INC NOTE 0.250% 4/1 92343XAC4 17309657 18770000 PRN SOLE 18770000 0 0 VERINT SYSTEMS INC NOTE 0.250% 4/1 92343XAC4 7963180 8635000 PRN OTR 1 0 8635000 0 VIKING THERAPEUTICS INC COM 92686J106 278800 34 SH Call SOLE 34 0 0 WAYFAIR INC NOTE 1.000% 8/1 94419LAF8 6335901 6850000 PRN SOLE 6850000 0 0 WAYFAIR INC NOTE 1.000% 8/1 94419LAF8 2913589 3150000 PRN OTR 1 0 3150000 0 WELLS FARGO CO NEW COM 949746101 5911920 1020 SH Put SOLE 1020 0 0 WELLS FARGO CO NEW COM 949746101 416211 7181 SH SOLE 7181 0 0 WELLS FARGO CO NEW COM 949746101 2782080 480 SH Put OTR 1 0 480 0 WESTERN DIGITAL CORP. COM 958102105 2019904 296 SH Put SOLE 296 0 0 WESTERN DIGITAL CORP. COM 958102105 7549937 110638 SH SOLE 110638 0 0 WESTERN DIGITAL CORP. COM 958102105 948536 139 SH Put OTR 1 0 139 0 WESTERN DIGITAL CORP. COM 958102105 3552506 52059 SH OTR 1 0 52059 0 WHOLE EARTH BRANDS INC COM CL A 96684W100 70813 14661 SH SOLE 14661 0 0 WOLFSPEED INC NOTE 1.750% 5/0 225447AD3 17921523 18705000 PRN SOLE 18705000 0 0 WOLFSPEED INC NOTE 1.875%12/0 977852AD4 7970065 14039000 PRN SOLE 14039000 0 0 WOLFSPEED INC NOTE 1.750% 5/0 225447AD3 8426613 8795000 PRN OTR 1 0 8795000 0 WOLFSPEED INC NOTE 1.875%12/0 977852AD4 3667968 6461000 PRN OTR 1 0 6461000 0 XOMETRY INC NOTE 1.000% 2/0 98423FAB5 4686048 6267000 PRN SOLE 6267000 0 0 XOMETRY INC NOTE 1.000% 2/0 98423FAB5 2155717 2883000 PRN OTR 1 0 2883000 0 ZEROFOX HLDGS INC COM 98955G103 11371 10153 SH SOLE 10153 0 0 ZSCALER INC NOTE 0.125% 7/0 98980GAB8 52013556 38070000 PRN SOLE 38070000 0 0 ZSCALER INC NOTE 0.125% 7/0 98980GAB8 20286243 14848000 PRN OTR 1 0 14848000 0