0001387131-20-007494.txt : 20200814
0001387131-20-007494.hdr.sgml : 20200814
20200814115029
ACCESSION NUMBER: 0001387131-20-007494
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20200630
FILED AS OF DATE: 20200814
DATE AS OF CHANGE: 20200814
EFFECTIVENESS DATE: 20200814
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: 201103102
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
false
false
0001754535
XXXXXXXX
06-30-2020
06-30-2020
false
DeepCurrents Investment Group LLC
546 Fifth Ave, 20th Floor
New York
NY
10036
13F HOLDINGS REPORT
028-19350
N
Chris Walsh
Chief Operating Officer and Chief Compliance Officer
646-490-3260
Chris Walsh
New York
NY
08-14-2020
1
229
2734071
1
0001454027
028-13309
Verition Fund Management LLC
INFORMATION TABLE
2
infotable.xml
HOLDINGS REPORT
BOOKING HOLDINGS INC
COM
09857L108
5414
3400
SH
Call
SOLE
3400
0
0
BIOMARIN PHARMACEUTICAL INC
COM
09061G101
5057
41000
SH
Call
SOLE
41000
0
0
CISCO SYS INC
COM
17275R102
5746
123200
SH
Call
SOLE
123200
0
0
CYBERARK SOFTWARE LTD
SHS
M2682V108
1112
11200
SH
Call
SOLE
11200
0
0
ISHARES TR
MSCI EAFE ETF
464287465
4145
68100
SH
Call
SOLE
68100
0
0
ISHARES TR
CHINA LG-CAP ETF
464287184
12
300
SH
Call
SOLE
300
0
0
ILLUMINA INC
COM
452327109
2222
6000
SH
Call
SOLE
6000
0
0
JOHNSON & JOHNSON
COM
478160104
2531
18000
SH
Call
SOLE
18000
0
0
LOWES COS INC
COM
548661107
3770
27900
SH
Call
SOLE
27900
0
0
VIAVI SOLUTIONS INC
COM
925550105
8010
628700
SH
Call
SOLE
628700
0
0
CISCO SYS INC
COM
17275R102
5746
123200
SH
Put
SOLE
123200
0
0
ISHARES TR
MSCI EAFE ETF
464287465
4145
68100
SH
Put
SOLE
68100
0
0
ISHARES TR
CHINA LG-CAP ETF
464287184
23661
596000
SH
Put
SOLE
596000
0
0
INTERCEPT PHARMACEUTICALS IN
COM
45845P108
632
13200
SH
Put
SOLE
13200
0
0
II-VI INC
COM
902104108
3660
77500
SH
Put
SOLE
77500
0
0
JOHNSON & JOHNSON
COM
478160104
3009
21400
SH
Put
SOLE
21400
0
0
LOWES COS INC
COM
548661107
3770
27900
SH
Put
SOLE
27900
0
0
NEW RELIC INC
COM
64829B100
4589
66600
SH
Put
SOLE
66600
0
0
PURE STORAGE INC
CL A
74624M102
6468
373200
SH
Put
SOLE
373200
0
0
TILRAY INC
COM CL 2
88688T100
498
70000
SH
Put
SOLE
70000
0
0
UNITED AIRLS HLDGS INC
COM
910047109
2620
75700
SH
Put
SOLE
75700
0
0
SELECT SECTOR SPDR TR
SBI INT-FINL
81369Y605
3918
169300
SH
Put
SOLE
169300
0
0
DEXCOM INC
NOTE 0.750% 5/1
252131AF4
772
189000
PRN
SOLE
189000
0
0
LEXICON PHARMACEUTICALS INC
NOTE 5.250%12/0
528872AB0
144
291000
PRN
SOLE
291000
0
0
OMEROS CORP
NOTE 6.250%11/1
682143AE2
1565
1518000
PRN
SOLE
1518000
0
0
Q2 HLDGS INC
NOTE 0.750% 2/1
74736LAB5
3410
2157000
PRN
SOLE
2157000
0
0
MERCADOLIBRE INC
NOTE 2.000% 8/1
58733RAD4
5052
2205000
PRN
SOLE
2205000
0
0
SQUARE INC
NOTE 0.500% 5/1
852234AD5
3308
2222000
PRN
SOLE
2222000
0
0
VONAGE HLDGS CORP
NOTE 1.750% 6/0
92886TAJ1
2620
2796000
PRN
SOLE
2796000
0
0
TILRAY INC
NOTE 5.000%10/0
88688TAB6
1430
3438000
PRN
SOLE
3438000
0
0
IRONWOOD PHARMACEUTICALS INC
DBCV 2.250% 6/1
46333XAD0
4051
3860000
PRN
SOLE
3860000
0
0
NEOGENOMICS INC
NOTE 1.250% 5/0
64049MAA8
4848
4441000
PRN
SOLE
4441000
0
0
XERIS PHARMACEUTICALS INC
NOTE 5.000% 7/1
98422LAA5
4633
4544000
PRN
SOLE
4544000
0
0
INCYTE CORP
NOTE 1.250%11/1
45337CAN2
9168
4587000
PRN
SOLE
4587000
0
0
THERAVANCE BIOPHARMA INC
NOTE 3.250%11/0
88339KAA0
5260
5320000
PRN
SOLE
5320000
0
0
THERAVANCE INC
NOTE 2.125% 1/1
88338TAB0
5559
5597000
PRN
SOLE
5597000
0
0
VEONEER INC
NOTE 4.000% 6/0
92336XAA7
5616
6818000
PRN
SOLE
6818000
0
0
NEVRO CORP
NOTE 2.750% 4/0
64157FAC7
10529
7706000
PRN
SOLE
7706000
0
0
EXACT SCIENCES CORP
NOTE 1.000% 1/1
30063PAA3
11127
8142000
PRN
SOLE
8142000
0
0
OASIS PETROLEUM INC
NOTE 2.625% 9/1
674215AJ7
1450
8889000
PRN
SOLE
8889000
0
0
WAYFAIR INC
NOTE 1.125%11/0
94419LAD3
17617
9856000
PRN
SOLE
9856000
0
0
SQUARE INC
NOTE 0.375% 3/0
852234AB9
45022
9914000
PRN
SOLE
9914000
0
0
CHEGG INC
NOTE 0.250% 5/1
163092AB5
27804
11094000
PRN
SOLE
11094000
0
0
TESLA INC
NOTE 2.375% 3/1
88160RAD3
41760
12593000
PRN
SOLE
12593000
0
0
EVOLENT HEALTH INC
NOTE 1.500%10/1
30050BAD3
8566
13299000
PRN
SOLE
13299000
0
0
CHEGG INC
NOTE 0.125% 3/1
163092AD1
19491
13740000
PRN
SOLE
13740000
0
0
CTRIP COM INTL LTD
DBCV 1.990% 7/0
22943FAH3
13970
13962000
PRN
SOLE
13962000
0
0
GUESS INC
NOTE 2.000% 4/1
401617AD7
9613
14118000
PRN
SOLE
14118000
0
0
PLURALSIGHT INC
NOTE 0.375% 3/0
72941BAB2
12610
14230000
PRN
SOLE
14230000
0
0
SYNAPTICS INC
NOTE 0.500% 6/1
87157DAD1
16513
15483000
PRN
SOLE
15483000
0
0
KARYOPHARM THERAPEUTICS INC
NOTE 3.000%10/1
48576UAA4
22809
15951000
PRN
SOLE
15951000
0
0
NEW RELIC INC
NOTE 0.500% 5/0
64829BAB6
16152
16560000
PRN
SOLE
16560000
0
0
WIX COM LTD
NOTE 7/0
92940WAB5
31286
16828000
PRN
SOLE
16828000
0
0
CHINA LODGING GROUP LTD
NOTE 0.375%11/0
16949NAC3
17008
16910000
PRN
SOLE
16910000
0
0
GOSSAMER BIO INC
NOTE 5.000% 6/0
38341PAA0
17384
17179000
PRN
SOLE
17179000
0
0
PURE STORAGE INC
NOTE 0.125% 4/1
74624MAB8
17524
17748000
PRN
SOLE
17748000
0
0
PTC THERAPEUTICS INC
NOTE 3.000% 8/1
69366JAB7
20845
17956000
PRN
SOLE
17956000
0
0
COUPA SOFTWARE INC
NOTE 0.125% 6/1
22266LAC0
33327
18380000
PRN
SOLE
18380000
0
0
INTERCEPT PHARMACEUTICALS IN
NOTE 3.250% 7/0
45845PAA6
14702
19603000
PRN
SOLE
19603000
0
0
REPLIGEN CORP
NOTE 0.375% 7/1
759916AB5
25467
20255000
PRN
SOLE
20255000
0
0
RETROPHIN INC
NOTE 2.500% 9/1
761299AB2
17349
20471000
PRN
SOLE
20471000
0
0
DEXCOM INC
NOTE 0.750%12/0
252131AH0
54835
22058000
PRN
SOLE
22058000
0
0
TWILIO INC
NOTE 0.250% 6/0
90138FAB8
70233
22601000
PRN
SOLE
22601000
0
0
CREE INC
NOTE 0.875% 9/0
225447AB7
29199
24767000
PRN
SOLE
24767000
0
0
INFINERA CORP
NOTE 2.125% 9/0
45667GAC7
21500
24905000
PRN
SOLE
24905000
0
0
TESLA INC
NOTE 1.250% 3/0
88160RAC5
183893
61272000
PRN
SOLE
61272000
0
0
BILIBILI INC
NOTE 1.375% 4/0
090040AB2
59995
31370000
PRN
SOLE
31370000
0
0
LENDINGTREE INC NEW
NOTE 0.625% 6/0
52603BAA5
49565
33076000
PRN
SOLE
33076000
0
0
IQIYI INC
NOTE 3.750%12/0
46267XAB4
46513
42083000
PRN
SOLE
42083000
0
0
PACIRA BIOSCIENCES
NOTE 2.375% 4/0
695127AD2
47814
43914000
PRN
SOLE
43914000
0
0
SAREPTA THERAPEUTICS INC
DBCV 1.500%11/1
803607AB6
107268
46714000
PRN
SOLE
46714000
0
0
RESTORATION HARDWARE HLDGS I
DBCV 7/1
761283AC4
96628
49683000
PRN
SOLE
49683000
0
0
NUTANIX INC
NOTE 1/1
67059NAB4
47681
53402000
PRN
SOLE
53402000
0
0
NEXTERA ENERGY INC
UNIT 99/99/9999
65339F770
2389
55972
PRN
SOLE
55972
0
0
DOCUSIGN INC
NOTE 0.500% 9/1
256163AB2
141375
57763000
PRN
SOLE
57763000
0
0
WAYFAIR INC
NOTE 0.375% 9/0
94419LAB7
124545
65378000
PRN
SOLE
65378000
0
0
ETSY INC
NOTE 3/0
29786AAC0
192001
65390000
PRN
SOLE
65390000
0
0
BOOKING HOLDINGS INC
COM
09857L108
572
359
SH
SOLE
359
0
0
DMY TECHNOLOGY GROUP INC
UNIT 99/99/9999
233253202
5
514
SH
SOLE
514
0
0
DFP HEALTHCARE ACQUISITNS CO
UNIT 03/31/2025
23343Q209
11
1030
SH
SOLE
1030
0
0
LOWES COS INC
COM
548661107
155
1145
SH
SOLE
1145
0
0
NUANCE COMMUNICATIONS INC
COM
67020Y100
41
1628
SH
SOLE
1628
0
0
FINSERV ACQUISITION CORP
UNIT 12/31/2026
318085206
61
5793
SH
SOLE
5793
0
0
ILLUMINA INC
COM
452327109
2164
5843
SH
SOLE
5843
0
0
WESTERN DIGITAL CORP.
COM
958102105
263
5958
SH
SOLE
5958
0
0
SPLUNK INC
COM
848637104
1378
6934
SH
SOLE
6934
0
0
ISHARES TR
CHINA LG-CAP ETF
464287184
410
10340
SH
SOLE
10340
0
0
GORES HLDGS IV INC
UNIT 02/01/2023
382865202
125
11988
SH
SOLE
11988
0
0
BRISTOW GROUP INC
COM
11040G103
199
14259
SH
SOLE
14259
0
0
JOHNSON & JOHNSON
COM
478160104
2133
15169
SH
SOLE
15169
0
0
SPDR GOLD TR
GOLD SHS
78463V107
3532
21105
SH
SOLE
21105
0
0
INTERDIGITAL INC
COM
45867G101
1274
22490
SH
SOLE
22490
0
0
EURONET WORLDWIDE INC
COM
298736109
2225
23219
SH
SOLE
23219
0
0
NRG ENERGY INC
COM NEW
629377508
1245
38239
SH
SOLE
38239
0
0
JUNIPER INDL HLDGS INC
UNIT 11/13/2026
48205G205
599
58183
SH
SOLE
58183
0
0
INSIGHT ENTERPRISES INC
COM
45765U103
2907
59083
SH
SOLE
59083
0
0
CIIG MERGER CORP
UNIT 12/31/2026
12559C202
613
59805
SH
SOLE
59805
0
0
AMPLITUDE HLTHCRE AQUSTIN CO
UNIT 12/01/2026
03212A204
650
63760
SH
SOLE
63760
0
0
HEALTHCARE MERGER CORP
UNIT 12/17/2021
42227L201
697
67662
SH
SOLE
67662
0
0
EXACT SCIENCES CORP
COM
30063P105
7691
88462
SH
SOLE
88462
0
0
CITIC CAPITAL ACQUISITION CO
UNIT 99/99/9999
G21513125
948
93284
SH
SOLE
93284
0
0
KENSINGTON CAP ACQUISITION C
UNIT 07/01/2027
490073202
949
94697
SH
SOLE
94697
0
0
SCVX CORP
UNIT 99/99/9999
G79448109
1032
108623
SH
SOLE
108623
0
0
YUNHONG INTL
CL A SHS
G98882106
1196
119032
SH
SOLE
119032
0
0
INTERPRIVATE ACQUISITION COR
UNIT 10/29/2024
46064A202
1230
121076
SH
SOLE
121076
0
0
CONMED CORP
COM
207410101
9697
134694
SH
SOLE
134694
0
0
KBR INC
COM
48242W106
3114
138103
SH
SOLE
138103
0
0
CHP MERGER CORP
UNIT 11/22/2024
12558Y205
1519
154048
SH
SOLE
154048
0
0
JOYY INC
ADS REPSTG COM A
46591M109
13719
154934
SH
SOLE
154934
0
0
COLLECTIVE GROWTH CORP
UNIT 04/29/2025
19424L200
1838
193232
SH
SOLE
193232
0
0
VISHAY INTERTECHNOLOGY INC
COM
928298108
5485
359190
SH
SOLE
359190
0
0
VIAVI SOLUTIONS INC
COM
925550105
14560
1142859
SH
SOLE
1142859
0
0
CISCO SYS INC
COM
17275R102
1843
39500
SH
Put
OTR
1
0
39500
0
ISHARES TR
MSCI EAFE ETF
464287465
1333
21900
SH
Put
OTR
1
0
21900
0
ISHARES TR
CHINA LG-CAP ETF
464287184
7844
197600
SH
Put
OTR
1
0
197600
0
INTERCEPT PHARMACEUTICALS IN
COM
45845P108
211
4400
SH
Put
OTR
1
0
4400
0
II-VI INC
COM
902104108
1176
24900
SH
Put
OTR
1
0
24900
0
JOHNSON & JOHNSON
COM
478160104
1055
7500
SH
Put
OTR
1
0
7500
0
LOWES COS INC
COM
548661107
1216
9000
SH
Put
OTR
1
0
9000
0
NEW RELIC INC
COM
64829B100
1612
23400
SH
Put
OTR
1
0
23400
0
PURE STORAGE INC
CL A
74624M102
2197
126800
SH
Put
OTR
1
0
126800
0
TILRAY INC
COM CL 2
88688T100
333
46900
SH
Put
OTR
1
0
46900
0
UNITED AIRLS HLDGS INC
COM
910047109
841
24300
SH
Put
OTR
1
0
24300
0
SELECT SECTOR SPDR TR
SBI INT-FINL
81369Y605
1294
55900
SH
Put
OTR
1
0
55900
0
BOOKING HOLDINGS INC
COM
09857L108
2548
1600
SH
Call
OTR
1
0
1600
0
BIOMARIN PHARMACEUTICAL INC
COM
09061G101
1665
13500
SH
Call
OTR
1
0
13500
0
CISCO SYS INC
COM
17275R102
1843
39500
SH
Call
OTR
1
0
39500
0
CYBERARK SOFTWARE LTD
SHS
M2682V108
377
3800
SH
Call
OTR
1
0
3800
0
ISHARES TR
MSCI EAFE ETF
464287465
1333
21900
SH
Call
OTR
1
0
21900
0
ISHARES TR
CHINA LG-CAP ETF
464287184
4
100
SH
Call
OTR
1
0
100
0
JOHNSON & JOHNSON
COM
478160104
886
6300
SH
Call
OTR
1
0
6300
0
LOWES COS INC
COM
548661107
1216
9000
SH
Call
OTR
1
0
9000
0
VIAVI SOLUTIONS INC
COM
925550105
5367
421300
SH
Call
OTR
1
0
421300
0
DEXCOM INC
NOTE 0.750% 5/1
252131AF4
249
61000
PRN
OTR
1
0
61000
0
XERIS PHARMACEUTICALS INC
NOTE 5.000% 7/1
98422LAA5
371
364000
PRN
OTR
1
0
364000
0
LEXICON PHARMACEUTICALS INC
NOTE 5.250%12/0
528872AB0
351
709000
PRN
OTR
1
0
709000
0
SQUARE INC
NOTE 0.500% 5/1
852234AD5
1158
778000
PRN
OTR
1
0
778000
0
MERCADOLIBRE INC
NOTE 2.000% 8/1
58733RAD4
1821
795000
PRN
OTR
1
0
795000
0
CTRIP COM INTL LTD
DBCV 1.990% 7/0
22943FAH3
832
832000
PRN
OTR
1
0
832000
0
Q2 HLDGS INC
NOTE 0.750% 2/1
74736LAB5
1333
843000
PRN
OTR
1
0
843000
0
VONAGE HLDGS CORP
NOTE 1.750% 6/0
92886TAJ1
918
979000
PRN
OTR
1
0
979000
0
XERIS PHARMACEUTICALS INC
NOTE 5.000% 7/1
98422LAA5
1113
1092000
PRN
OTR
1
0
1092000
0
IRONWOOD PHARMACEUTICALS INC
DBCV 2.250% 6/1
46333XAD0
1255
1196000
PRN
OTR
1
0
1196000
0
OMEROS CORP
NOTE 6.250%11/1
682143AE2
1399
1357000
PRN
OTR
1
0
1357000
0
NEOGENOMICS INC
NOTE 1.250% 5/0
64049MAA8
1702
1559000
PRN
OTR
1
0
1559000
0
THERAVANCE INC
NOTE 2.125% 1/1
88338TAB0
1890
1903000
PRN
OTR
1
0
1903000
0
GLOBAL EAGLE ENTMT INC
NOTE 2.750% 2/1
37951DAB8
191
2000000
PRN
OTR
1
0
2000000
0
INCYTE CORP
NOTE 1.250%11/1
45337CAN2
4587
2295000
PRN
OTR
1
0
2295000
0
TILRAY INC
NOTE 5.000%10/0
88688TAB6
956
2299000
PRN
OTR
1
0
2299000
0
THERAVANCE BIOPHARMA INC
NOTE 3.250%11/0
88339KAA0
2376
2403000
PRN
OTR
1
0
2403000
0
NEVRO CORP
NOTE 2.750% 4/0
64157FAC7
3476
2544000
PRN
OTR
1
0
2544000
0
EXACT SCIENCES CORP
NOTE 1.000% 1/1
30063PAA3
3781
2767000
PRN
OTR
1
0
2767000
0
SQUARE INC
NOTE 0.375% 3/0
852234AB9
13955
3073000
PRN
OTR
1
0
3073000
0
OASIS PETROLEUM INC
NOTE 2.625% 9/1
674215AJ7
507
3111000
PRN
OTR
1
0
3111000
0
VEONEER INC
NOTE 4.000% 6/0
92336XAA7
2662
3232000
PRN
OTR
1
0
3232000
0
WAYFAIR INC
NOTE 1.125%11/0
94419LAD3
5990
3351000
PRN
OTR
1
0
3351000
0
TESLA INC
NOTE 2.375% 3/1
88160RAD3
12956
3907000
PRN
OTR
1
0
3907000
0
CHEGG INC
NOTE 0.250% 5/1
163092AB5
10000
3990000
PRN
OTR
1
0
3990000
0
EVOLENT HEALTH INC
NOTE 1.500%10/1
30050BAD3
2658
4127000
PRN
OTR
1
0
4127000
0
PLURALSIGHT INC
NOTE 0.375% 3/0
72941BAB2
3909
4412000
PRN
OTR
1
0
4412000
0
GUESS INC
NOTE 2.000% 4/1
401617AD7
3076
4518000
PRN
OTR
1
0
4518000
0
CHEGG INC
NOTE 0.125% 3/1
163092AD1
6631
4674000
PRN
OTR
1
0
4674000
0
SYNAPTICS INC
NOTE 0.500% 6/1
87157DAD1
5617
5267000
PRN
OTR
1
0
5267000
0
WIX COM LTD
NOTE 7/0
92940WAB5
10040
5400000
PRN
OTR
1
0
5400000
0
KARYOPHARM THERAPEUTICS INC
NOTE 3.000%10/1
48576UAA4
7977
5579000
PRN
OTR
1
0
5579000
0
NEW RELIC INC
NOTE 0.500% 5/0
64829BAB6
5468
5606000
PRN
OTR
1
0
5606000
0
GOSSAMER BIO INC
NOTE 5.000% 6/0
38341PAA0
5739
5671000
PRN
OTR
1
0
5671000
0
PTC THERAPEUTICS INC
NOTE 3.000% 8/1
69366JAB7
6673
5748000
PRN
OTR
1
0
5748000
0
COUPA SOFTWARE INC
NOTE 0.125% 6/1
22266LAC0
10669
5884000
PRN
OTR
1
0
5884000
0
PURE STORAGE INC
NOTE 0.125% 4/1
74624MAB8
5960
6036000
PRN
OTR
1
0
6036000
0
CHINA LODGING GROUP LTD
NOTE 0.375%11/0
16949NAC3
6123
6088000
PRN
OTR
1
0
6088000
0
INTERCEPT PHARMACEUTICALS IN
NOTE 3.250% 7/0
45845PAA6
4704
6272000
PRN
OTR
1
0
6272000
0
SEA LTD
NOTE 2.250% 7/0
81141RAB6
37439
6911000
PRN
OTR
1
0
6911000
0
REPLIGEN CORP
NOTE 0.375% 7/1
759916AB5
8844
7034000
PRN
OTR
1
0
7034000
0
TWILIO INC
NOTE 0.250% 6/0
90138FAB8
22495
7239000
PRN
OTR
1
0
7239000
0
DEXCOM INC
NOTE 0.750%12/0
252131AH0
18098
7280000
PRN
OTR
1
0
7280000
0
RETROPHIN INC
NOTE 2.500% 9/1
761299AB2
6246
7370000
PRN
OTR
1
0
7370000
0
INFINERA CORP
NOTE 2.125% 9/0
45667GAC7
6866
7953000
PRN
OTR
1
0
7953000
0
CREE INC
NOTE 0.875% 9/0
225447AB7
9634
8172000
PRN
OTR
1
0
8172000
0
PACIRA BIOSCIENCES
NOTE 2.375% 4/0
695127AD2
15779
14492000
PRN
OTR
1
0
14492000
0
SAREPTA THERAPEUTICS INC
DBCV 1.500%11/1
803607AB6
34325
14948000
PRN
OTR
1
0
14948000
0
NUTANIX INC
NOTE 1/1
67059NAB4
15736
17623000
PRN
OTR
1
0
17623000
0
BILIBILI INC
NOTE 1.375% 4/0
090040AB2
34578
18080000
PRN
OTR
1
0
18080000
0
DOCUSIGN INC
NOTE 0.500% 9/1
256163AB2
45479
18582000
PRN
OTR
1
0
18582000
0
LENDINGTREE INC NEW
NOTE 0.625% 6/0
52603BAA5
28292
18880000
PRN
OTR
1
0
18880000
0
NEXTERA ENERGY INC
UNIT 99/99/9999
65339F770
808
19028
PRN
OTR
1
0
19028
0
IQIYI INC
NOTE 3.750%12/0
46267XAB4
21467
19422000
PRN
OTR
1
0
19422000
0
RESTORATION HARDWARE HLDGS I
DBCV 7/1
761283AC4
39198
20154000
PRN
OTR
1
0
20154000
0
TESLA INC
NOTE 1.250% 3/0
88160RAC5
62520
20831000
PRN
OTR
1
0
20831000
0
ETSY INC
NOTE 3/0
29786AAC0
63260
21544000
PRN
OTR
1
0
21544000
0
WAYFAIR INC
NOTE 0.375% 9/0
94419LAB7
43329
22745000
PRN
OTR
1
0
22745000
0
RAYTHEON TECHNOLOGIES CORP
COM
75513E101
1
23
SH
OTR
1
0
23
0
BOOKING HOLDINGS INC
COM
09857L108
185
116
SH
OTR
1
0
116
0
DMY TECHNOLOGY GROUP INC
UNIT 99/99/9999
233253202
2
173
SH
OTR
1
0
173
0
CATERPILLAR INC DEL
COM
149123101
29
233
SH
OTR
1
0
233
0
LOWES COS INC
COM
548661107
50
369
SH
OTR
1
0
369
0
DFP HEALTHCARE ACQUISITNS CO
UNIT 03/31/2025
23343Q209
4
370
SH
OTR
1
0
370
0
NUANCE COMMUNICATIONS INC
COM
67020Y100
14
553
SH
OTR
1
0
553
0
DISH NETWORK CORPORATION
CL A
25470M109
60
1736
SH
OTR
1
0
1736
0
FINSERV ACQUISITION CORP
UNIT 12/31/2026
318085206
20
1907
SH
OTR
1
0
1907
0
WESTERN DIGITAL CORP.
COM
958102105
92
2085
SH
OTR
1
0
2085
0
SPLUNK INC
COM
848637104
441
2220
SH
OTR
1
0
2220
0
GORES HLDGS IV INC
UNIT 02/01/2023
382865202
39
3712
SH
OTR
1
0
3712
0
T-MOBILE US INC
RIGHT 07/27/2020
872590112
1
4850
SH
OTR
1
0
4850
0
JOHNSON & JOHNSON
COM
478160104
747
5315
SH
OTR
1
0
5315
0
SPDR GOLD TR
GOLD SHS
78463V107
1133
6772
SH
OTR
1
0
6772
0
ILLUMINA INC
COM
452327109
1884
5087
SH
OTR
1
0
5087
0
INTERDIGITAL INC
COM
45867G101
497
8785
SH
OTR
1
0
8785
0
NRG ENERGY INC
COM NEW
629377508
448
13763
SH
OTR
1
0
13763
0
EURONET WORLDWIDE INC
COM
298736109
1333
13915
SH
OTR
1
0
13915
0
BRISTOW GROUP INC
COM
11040G103
200
14371
SH
OTR
1
0
14371
0
CIIG MERGER CORP
UNIT 12/31/2026
12559C202
184
17959
SH
OTR
1
0
17959
0
JUNIPER INDL HLDGS INC
UNIT 11/13/2026
48205G205
200
19452
SH
OTR
1
0
19452
0
HEALTHCARE MERGER CORP
UNIT 12/17/2021
42227L201
216
20966
SH
OTR
1
0
20966
0
AMPLITUDE HLTHCRE AQUSTIN CO
UNIT 12/01/2026
03212A204
215
21040
SH
OTR
1
0
21040
0
INSIGHT ENTERPRISES INC
COM
45765U103
1047
21271
SH
OTR
1
0
21271
0
EXACT SCIENCES CORP
COM
30063P105
2161
24861
SH
OTR
1
0
24861
0
KENSINGTON CAP ACQUISITION C
UNIT 07/01/2027
490073202
304
30303
SH
OTR
1
0
30303
0
CITIC CAPITAL ACQUISITION CO
UNIT 99/99/9999
G21513125
319
31716
SH
OTR
1
0
31716
0
SCVX CORP
UNIT 99/99/9999
G79448109
349
33669
SH
OTR
1
0
33669
0
YUNHONG INTL
CL A SHS
G98882106
407
40468
SH
OTR
1
0
40468
0
INTERPRIVATE ACQUISITION COR
UNIT 10/29/2024
46064A202
418
41160
SH
OTR
1
0
41160
0
KBR INC
COM
48242W106
1028
45578
SH
OTR
1
0
45578
0
CONMED CORP
COM
207410101
3492
48509
SH
OTR
1
0
48509
0
JOYY INC
ADS REPSTG COM A
46591M109
4398
49665
SH
OTR
1
0
49665
0
CHP MERGER CORP
UNIT 11/22/2024
12558Y205
501
50816
SH
OTR
1
0
50816
0
COLLECTIVE GROWTH CORP
UNIT 04/29/2025
19424L200
606
63736
SH
OTR
1
0
63736
0
VISHAY INTERTECHNOLOGY INC
COM
928298108
1864
122096
SH
OTR
1
0
122096
0
VIAVI SOLUTIONS INC
COM
925550105
9755
765721
SH
OTR
1
0
765721
0