Chief Compliance Officer

0001420506-21-001256.txt : 20210816 0001420506-21-001256.hdr.sgml : 20210816 20210816142843 ACCESSION NUMBER: 0001420506-21-001256 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20210630 FILED AS OF DATE: 20210816 DATE AS OF CHANGE: 20210816 EFFECTIVENESS DATE: 20210816 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: 211176906 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 06-30-2021 06-30-2021 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 08-16-2021 1 360 3338180 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 34969 31612000 PRN SOLE 31612000 0 0 1LIFE HEALTHCARE INC NOTE 3.000% 6/1 68269GAB3 14340 12963000 PRN OTR 1 0 12963000 0 21VIANET GROUP INC SPONSORED ADS A 90138A103 646 28155 SH SOLE 28155 0 0 21VIANET GROUP INC SPONSORED ADS A 90138A103 265 11545 SH OTR 1 0 11545 0 5 01 ACQUISITION CORP COM CL A 33836P105 170 17084 SH SOLE 17084 0 0 8X8 INC NEW NOTE 0.500% 2/0 282914AB6 19686 15807000 PRN SOLE 15807000 0 0 8X8 INC NEW NOTE 0.500% 2/0 282914AB6 8078 6486000 PRN OTR 1 0 6486000 0 ABG ACQUISITION CORP I CL A SHS G00496102 139 14184 SH SOLE 14184 0 0 ACCELERATE DIAGNOSTICS INC NOTE 2.500% 3/1 00430HAB8 469 709000 PRN SOLE 709000 0 0 ACCELERATE DIAGNOSTICS INC NOTE 2.500% 3/1 00430HAB8 192 291000 PRN OTR 1 0 291000 0 ACE CONVERGENCE ACQU CORP CL A G0083D120 111 11111 SH SOLE 11111 0 0 AERIE PHARMACEUTICALS INC NOTE 1.500%10/0 00771VAB4 1569 1560000 PRN SOLE 1560000 0 0 AERIE PHARMACEUTICALS INC NOTE 1.500%10/0 00771VAB4 644 640000 PRN OTR 1 0 640000 0 ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 528 2329 SH OTR 1 0 2329 0 ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 431 1900 SH Call OTR 1 0 1900 0 ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 1043 4600 SH Call SOLE 4600 0 0 ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 1256 5538 SH SOLE 5538 0 0 ALKURI GLOBAL ACQUISITION CO UNIT 01/01/2028 66981N202 123 11952 SH OTR 1 0 11952 0 ALKURI GLOBAL ACQUISITION CO UNIT 01/01/2028 66981N202 299 29152 SH SOLE 29152 0 0 ALPHABET INC CAP STK CL A 02079K305 2930 1200 SH Call OTR 1 0 1200 0 ALPHABET INC CAP STK CL A 02079K305 2930 1200 SH Put OTR 1 0 1200 0 ALPHABET INC CAP STK CL A 02079K305 6837 2800 SH Put SOLE 2800 0 0 ALPHABET INC CAP STK CL A 02079K305 6837 2800 SH Call SOLE 2800 0 0 ALTIMAR ACQUISITION CORP II UNIT 99/99/9999 G03709113 142 14184 SH SOLE 14184 0 0 ALTITUDE ACQUISITION CORP COM CL A 02156Y103 174 17730 SH SOLE 17730 0 0 AMPLITUDE HLTHCRE AQUSTIN CO COM CL A 03212A105 157 15813 SH SOLE 15813 0 0 APELLIS PHARMACEUTICALS INC NOTE 3.500% 9/1 03753UAB2 16864 9041000 PRN SOLE 9041000 0 0 APELLIS PHARMACEUTICALS INC NOTE 3.500% 9/1 03753UAB2 6918 3709000 PRN OTR 1 0 3709000 0 ARCHIMEDES TECH SPAC PARTNR UNIT 03/10/2026 039562202 352 35461 SH SOLE 35461 0 0 ARCHIMEDES TECH SPAC PARTNR UNIT 03/10/2026 039562202 145 14539 SH OTR 1 0 14539 0 ASTREA ACQUISITION CORP UNIT 01/28/2028 04637C205 177 17731 SH SOLE 17731 0 0 ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 18802 17343000 PRN SOLE 17343000 0 0 ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 7711 7113000 PRN OTR 1 0 7113000 0 AURORA ACQUISITION CORP UNIT 03/02/2026 G0698L111 148 14184 SH SOLE 14184 0 0 AURORA CANNABIS INC NOTE 5.500% 2/2 05156XAG3 738 873000 PRN OTR 1 0 873000 0 AURORA CANNABIS INC NOTE 5.500% 2/2 05156XAG3 1808 2127000 PRN SOLE 2127000 0 0 AUSTERLITZ ACQUISITION CORP UNIT 99/99/9999 G0633U119 143 14184 SH SOLE 14184 0 0 BAUSCH HEALTH COS INC COM 071734107 4157 141800 SH Call SOLE 141800 0 0 BAUSCH HEALTH COS INC COM 071734107 1707 58200 SH Call OTR 1 0 58200 0 BEST INC NOTE 1.750%10/0 08653CAB2 4121 6468000 PRN SOLE 6468000 0 0 BEST INC NOTE 1.750%10/0 08653CAB2 1690 2652000 PRN OTR 1 0 2652000 0 BILIBILI INC NOTE 1.375% 4/0 090040AB2 153735 31212000 PRN SOLE 31212000 0 0 BILIBILI INC NOTE 1.375% 4/0 090040AB2 88600 17988000 PRN OTR 1 0 17988000 0 BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 1325 1273000 PRN OTR 1 0 1273000 0 BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 3229 3102000 PRN SOLE 3102000 0 0 BIOTECH ACQUISITION COMPANY UNIT 11/30/2027 G1125A124 179 17730 SH SOLE 17730 0 0 BLUERIVER ACQUISITION CORP UNIT 01/04/2026 G1261Q123 142 14184 SH SOLE 14184 0 0 BOOKING HOLDINGS INC COM 09857L108 2888 1320 SH OTR 1 0 1320 0 BOOKING HOLDINGS INC COM 09857L108 1313 600 SH Put SOLE 600 0 0 BOOKING HOLDINGS INC COM 09857L108 438 200 SH Put OTR 1 0 200 0 BOOKING HOLDINGS INC COM 09857L108 7256 3316 SH SOLE 3316 0 0 BRIDGETOWN HOLDINGS LTD COM CL A G1355U113 162 15974 SH SOLE 15974 0 0 CARNEY TECHNOLOGY ACQU CORP UNIT 12/10/2025 143636207 106 10638 SH SOLE 10638 0 0 CF ACQUISITION CORP V UNIT 01/25/2026 12520R205 181 17730 SH SOLE 17730 0 0 CF ACQUISITION CORP VI UNIT 99/99/9999 12521J202 177 17730 SH SOLE 17730 0 0 CHEFS WHSE INC NOTE 1.875%12/0 163086AB7 3043 2908000 PRN OTR 1 0 2908000 0 CHEFS WHSE INC NOTE 1.875%12/0 163086AB7 7150 6833000 PRN SOLE 6833000 0 0 CHEGG INC NOTE 0.125% 3/1 163092AD1 4837 2861000 PRN OTR 1 0 2861000 0 CHEGG INC NOTE 0.125% 3/1 163092AD1 9389 5553000 PRN SOLE 5553000 0 0 CHP MERGER CORP COM CL A 12558Y106 294 29529 SH SOLE 29529 0 0 CHP MERGER CORP *W EXP 11/22/202 12558Y114 208 20904 SH Call SOLE 20904 0 0 CITIC CAPITAL ACQUISITION CO COM CL A G21513109 294 29693 SH SOLE 29693 0 0 CITIC CAPITAL ACQUISITION CO COM CL A G21513109 100 10088 SH OTR 1 0 10088 0 CLEVELAND-CLIFFS INC NEW COM 185899101 3881 180000 SH Call SOLE 180000 0 0 CLEVELAND-CLIFFS INC NEW COM 185899101 1596 74000 SH Call OTR 1 0 74000 0 COHN ROBBINS HOLDINGS CORP UNIT 08/11/2025 G23726121 171 16779 SH SOLE 16779 0 0 COLICITY INC UNIT 02/24/2026 194170205 143 14184 SH SOLE 14184 0 0 COLLEGIUM PHARMACEUTICAL INC NOTE 2.625% 2/1 19459JAA2 7010 6413000 PRN SOLE 6413000 0 0 COLLEGIUM PHARMACEUTICAL INC NOTE 2.625% 2/1 19459JAA2 2876 2631000 PRN OTR 1 0 2631000 0 COLONNADE ACQUISITION CORP I UNIT 99/99/9999 G2284B127 176 17730 SH SOLE 17730 0 0 CONMED CORP COM 207410101 9364 68138 SH OTR 1 0 68138 0 CONMED CORP COM 207410101 26001 189196 SH SOLE 189196 0 0 CONSTELLATION ACQUISITN CORP UNIT 99/99/9999 G2R18K121 142 14184 SH SOLE 14184 0 0 CORNER GROWTH ACQUISITION CO UNIT 01/01/2027 G2425N121 179 17730 SH SOLE 17730 0 0 COUPA SOFTWARE INC NOTE 0.125% 6/1 22266LAC0 8137 4698000 PRN OTR 1 0 4698000 0 COUPA SOFTWARE INC NOTE 0.125% 6/1 22266LAC0 23262 13431000 PRN SOLE 13431000 0 0 COVA ACQUISITION CORP UNIT 04/01/2021 G2554Y112 179 17731 SH SOLE 17731 0 0 CREE INC NOTE 0.875% 9/0 225447AB7 20532 12344000 PRN SOLE 12344000 0 0 CREE INC NOTE 0.875% 9/0 225447AB7 8418 5061000 PRN OTR 1 0 5061000 0 CRUCIBLE ACQUISITION CORP UNIT 12/26/2025 22877P207 181 17986 SH SOLE 17986 0 0 CYBERARK SOFTWARE LTD NOTE 11/1 23248VAB1 423 389000 PRN OTR 1 0 389000 0 CYBERARK SOFTWARE LTD NOTE 11/1 23248VAB1 1028 946000 PRN SOLE 946000 0 0 DATADOG INC NOTE 0.125% 6/1 23804LAB9 14560 10878000 PRN OTR 1 0 10878000 0 DATADOG INC NOTE 0.125% 6/1 23804LAB9 35500 26522000 PRN SOLE 26522000 0 0 DECARBONIZATION PLUS ACQU II UNIT 01/19/2026 242794204 183 17731 SH SOLE 17731 0 0 DEXCOM INC NOTE 0.750%12/0 252131AH0 31444 12079000 PRN OTR 1 0 12079000 0 DEXCOM INC NOTE 0.750%12/0 252131AH0 74865 28759000 PRN SOLE 28759000 0 0 DIAMONDHEAD HOLDINGS CORP UNIT 01/21/2026 25278L204 142 14184 SH SOLE 14184 0 0 DISH NETWORK CORPORATION NOTE 2.375% 3/1 25470MAD1 4130 4254000 PRN SOLE 4254000 0 0 DISH NETWORK CORPORATION NOTE 2.375% 3/1 25470MAD1 1695 1746000 PRN OTR 1 0 1746000 0 DMY TECHNOLOGY GROUP INC III COM CLASS A 233278100 150 13997 SH SOLE 13997 0 0 DMY TECHNOLOGY GROUP INC IV UNIT 99/99/9999 23344K201 178 17730 SH SOLE 17730 0 0 DUNE ACQUISITION CORP UNIT 10/29/2027 265334201 179 17730 SH SOLE 17730 0 0 ENVIRONMENTAL IMPACT ACQU CO UNIT 11/05/2025 29408N205 184 17731 SH SOLE 17731 0 0 EQUITY DISTR ACQUISITION COR UNIT 99/99/9999 29465E205 103 10068 SH SOLE 10068 0 0 EURONET WORLDWIDE INC COM 298736109 2763 20414 SH OTR 1 0 20414 0 EURONET WORLDWIDE INC COM 298736109 6739 49791 SH SOLE 49791 0 0 EUROPEAN BIOTECH ACQUTN CORP UNIT 03/09/2026 G3167F110 177 17730 SH SOLE 17730 0 0 EVENTBRITE INC NOTE 5.000%12/0 29975EAB5 5181 2958000 PRN OTR 1 0 2958000 0 EVENTBRITE INC NOTE 5.000%12/0 29975EAB5 12333 7042000 PRN SOLE 7042000 0 0 EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 16749 17378000 PRN SOLE 17378000 0 0 EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 6865 7123000 PRN OTR 1 0 7123000 0 EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 2514 1418000 PRN SOLE 1418000 0 0 EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 3071 2472000 PRN OTR 1 0 2472000 0 EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 10907 8778000 PRN SOLE 8778000 0 0 EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 1032 582000 PRN OTR 1 0 582000 0 FARFETCH LTD NOTE 3.750% 5/0 30744WAD9 15893 4879000 PRN SOLE 4879000 0 0 FARFETCH LTD NOTE 3.750% 5/0 30744WAD9 6665 2046000 PRN OTR 1 0 2046000 0 FIGURE ACQUISITION CORP I UNIT 99/99/9999 302438205 147 14184 SH SOLE 14184 0 0 FINTECH ACQUISITION CORP V COM CL A 31810Q107 130 10638 SH SOLE 10638 0 0 FINTECH EVOLUTION ACQUIS GRO UNIT 99/99/9999 G3R19A112 142 14184 SH SOLE 14184 0 0 FIRSTMARK HORIZON ACQUISITIO CL A COM 33765Y101 172 17361 SH SOLE 17361 0 0 FORTISTAR SUSTAINABLE SOL CO UNIT 01/14/2026 34962M205 182 17731 SH SOLE 17731 0 0 FRAZIER LIFESCIENCES ACQU CO UNIT 12/09/2025 G3710A121 107 10638 SH SOLE 10638 0 0 FTAC ATHENA ACQUISITION CORP UNIT 99/99/9999 G37283127 181 17730 SH SOLE 17730 0 0 FTAC HERA ACQUISITION CORP UNIT 02/28/2026 G3728Y129 178 17730 SH SOLE 17730 0 0 G SQUARED ASCEND I INC UNIT 99/99/9999 G4204R125 143 14184 SH SOLE 14184 0 0 GENESIS PK ACQUISITION CORP UNIT 99/99/9999 G38245117 121 10564 SH SOLE 10564 0 0 GIGCAPITAL4 INC UNIT 99/99/9999 37518G200 181 17733 SH SOLE 17733 0 0 GLOBAL PARTNER ACQISTN CORP UNIT 01/06/2026 G3934P110 176 17731 SH SOLE 17731 0 0 GLOBAL SYNERGY ACQUISIT CORP UNIT 01/01/2024 G3934J114 215 21277 SH SOLE 21277 0 0 GOAL ACQUISITIONS CORP UNIT 99/99/9999 38021H206 146 14185 SH SOLE 14185 0 0 GOLDEN FALCON ACQUISITION CO UNIT 99/99/9999 38102H208 104 10204 SH SOLE 10204 0 0 GOSSAMER BIO INC NOTE 5.000% 6/0 38341PAA0 15977 19778000 PRN SOLE 19778000 0 0 GOSSAMER BIO INC NOTE 5.000% 6/0 38341PAA0 6973 8632000 PRN OTR 1 0 8632000 0 GUESS INC NOTE 2.000% 4/1 401617AD7 20528 16527000 PRN SOLE 16527000 0 0 GUESS INC NOTE 2.000% 4/1 401617AD7 6967 5609000 PRN OTR 1 0 5609000 0 H I G ACQUISITION CORP UNIT 99/99/9999 G44898115 141 14039 SH SOLE 14039 0 0 HAMILTON LANE ALLIANCE HLDGS UNIT 99/99/9999 40749M202 178 17731 SH SOLE 17731 0 0 HEALTHCARE CAPITAL CORP UNIT 12/31/2025 42228C200 177 17730 SH SOLE 17730 0 0 HEALTHCARE SERVICES ACQU COR UNIT 11/18/2023 42227K203 178 17730 SH SOLE 17730 0 0 HIGHLAND TRANSCEND PARTNERS UNIT 99/99/9999 G44690116 178 17730 SH SOLE 17730 0 0 HUAZHU GROUP LTD NOTE 0.375%11/0 16949NAC3 28454 22604000 PRN SOLE 22604000 0 0 HUAZHU GROUP LTD NOTE 0.375%11/0 16949NAC3 11951 9494000 PRN OTR 1 0 9494000 0 IBERE PHARMACEUTICALS UNIT 99/99/9999 G46843127 178 17730 SH SOLE 17730 0 0 INFINERA CORP NOTE 2.125% 9/0 45667GAC7 12574 10220000 PRN OTR 1 0 10220000 0 INFINERA CORP NOTE 2.125% 9/0 45667GAC7 30414 24721000 PRN SOLE 24721000 0 0 INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 19270 21485000 PRN SOLE 21485000 0 0 INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 7899 8807000 PRN OTR 1 0 8807000 0 INVITAE CORP NOTE 2.000% 9/0 46185LAB9 17027 12411000 PRN SOLE 12411000 0 0 INVITAE CORP NOTE 2.000% 9/0 46185LAB9 6982 5089000 PRN OTR 1 0 5089000 0 IONIS PHARMACEUTICALS INC NOTE 0.125%12/1 462222AB6 50144 54099000 PRN SOLE 54099000 0 0 IONIS PHARMACEUTICALS INC NOTE 0.125%12/1 462222AB6 21360 23045000 PRN OTR 1 0 23045000 0 IQIYI INC NOTE 3.750%12/0 46267XAB4 21228 21062000 PRN SOLE 21062000 0 0 IQIYI INC NOTE 3.750%12/0 46267XAB4 8694 8626000 PRN OTR 1 0 8626000 0 IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 10579 9614000 PRN SOLE 9614000 0 0 IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 4338 3942000 PRN OTR 1 0 3942000 0 ISHARES SILVER TR ISHARES 46428Q109 1717 70900 SH Call SOLE 70900 0 0 ISHARES SILVER TR ISHARES 46428Q109 705 29100 SH Call OTR 1 0 29100 0 ISHARES TR RUSSELL 2000 ETF 464287655 4886 21300 SH Call SOLE 21300 0 0 ISHARES TR RUSSELL 2000 ETF 464287655 242 1053 SH OTR 1 0 1053 0 ISHARES TR RUSSELL 2000 ETF 464287655 4886 21300 SH Put SOLE 21300 0 0 ISHARES TR CHINA LG-CAP ETF 464287184 1612 34800 SH Put OTR 1 0 34800 0 ISHARES TR CHINA LG-CAP ETF 464287184 3948 85200 SH Put SOLE 85200 0 0 ISHARES TR RUSSELL 2000 ETF 464287655 1996 8700 SH Put OTR 1 0 8700 0 ISHARES TR RUSSELL 2000 ETF 464287655 1996 8700 SH Call OTR 1 0 8700 0 ISLEWORTH HEALTHCARE ACQU CO COM 46468P102 98 10000 SH SOLE 10000 0 0 JACK CREEK INVESTMENT CORP UNIT 10/01/2023 G4989X107 178 17731 SH SOLE 17731 0 0 JAWS MUSTANG ACQUISITION COR UNIT 99/99/9999 G50737116 178 17731 SH SOLE 17731 0 0 JAWS SPITFIRE ACQUISITION CO SHS CL A G50740102 106 10639 SH SOLE 10639 0 0 JETBLUE AWYS CORP COM 477143101 6414 382263 SH SOLE 382263 0 0 JETBLUE AWYS CORP COM 477143101 2630 156735 SH OTR 1 0 156735 0 JOFF FINTECH ACQUISITION COR UNIT 02/03/2026 46592C209 177 17735 SH SOLE 17735 0 0 KHOSLA VENTURES ACQUISITION CL A 482504107 307 30993 SH SOLE 30993 0 0 KHOSLA VENTURES ACQUISITION CL A 482504107 126 12707 SH OTR 1 0 12707 0 KHOSLA VENTURES ACQUSTN CO I COM CL A 482505104 176 17730 SH SOLE 17730 0 0 KHOSLA VENTURES ACQUT CO III COM CL A 482506102 143 14539 SH OTR 1 0 14539 0 KHOSLA VENTURES ACQUT CO III COM CL A 482506102 350 35461 SH SOLE 35461 0 0 KINS TECHNOLOGY GROUP INC UNIT 10/14/2025 49714K208 182 17731 SH SOLE 17731 0 0 KL ACQUISITION CORP UNIT 99/99/9999 49837C208 106 10638 SH SOLE 10638 0 0 KLUDEIN I ACQUISITION CORP UNIT 99/99/9999 49878L208 117 11631 SH OTR 1 0 11631 0 KLUDEIN I ACQUISITION CORP UNIT 99/99/9999 49878L208 286 28369 SH SOLE 28369 0 0 LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 7212 6036000 PRN OTR 1 0 6036000 0 LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 17605 14735000 PRN SOLE 14735000 0 0 LEO HLDGS CORP II UNIT 99/99/9999 G5463R110 177 17731 SH SOLE 17731 0 0 LIGHTJUMP ACQUISITION CORP UNIT 01/06/2026 53228M205 139 13724 SH OTR 1 0 13724 0 LIGHTJUMP ACQUISITION CORP UNIT 01/06/2026 53228M205 338 33477 SH SOLE 33477 0 0 LIONHEART ACQUISITION CORP I COM CL A 53625R104 170 17203 SH SOLE 17203 0 0 LIVENT CORP NOTE 4.125% 7/1 53814LAB4 30383 12659000 PRN SOLE 12659000 0 0 LIVENT CORP NOTE 4.125% 7/1 53814LAB4 14689 6120000 PRN OTR 1 0 6120000 0 LOCUST WALK ACQUISITION CORP UNIT 12/31/2025 54015L301 181 17730 SH SOLE 17730 0 0 LONGVIEW ACQUISITION CORP II UNIT 99/99/9999 54319Q204 179 17730 SH SOLE 17730 0 0 MARLIN TECHNOLOGY CORP UNIT 99/99/9999 G58411128 179 17731 SH SOLE 17731 0 0 MICROCHIP TECHNOLOGY INC. COM 595017104 1402 9363 SH OTR 1 0 9363 0 MICROCHIP TECHNOLOGY INC. COM 595017104 698 4664 SH OTR 1 0 4664 0 MICROCHIP TECHNOLOGY INC. COM 595017104 225 1500 SH Call OTR 1 0 1500 0 MICROCHIP TECHNOLOGY INC. COM 595017104 868 5800 SH Put OTR 1 0 5800 0 MICROCHIP TECHNOLOGY INC. COM 595017104 2126 14200 SH Put SOLE 14200 0 0 MICROCHIP TECHNOLOGY INC. COM 595017104 5222 34874 SH SOLE 34874 0 0 MICROCHIP TECHNOLOGY INC. COM 595017104 524 3500 SH Call SOLE 3500 0 0 MISSION ADVANCEMENT CORP UNIT 99/99/9999 60501L200 177 17731 SH SOLE 17731 0 0 MORINGA ACQUISITION CORP UNIT 02/16/2026 G6S23K116 353 35461 SH SOLE 35461 0 0 MORINGA ACQUISITION CORP UNIT 02/16/2026 G6S23K116 145 14539 SH OTR 1 0 14539 0 MOTIVE CAPITAL CORP UNIT 99/99/9999 G6293A129 117 11630 SH OTR 1 0 11630 0 MOTIVE CAPITAL CORP UNIT 99/99/9999 G6293A129 285 28370 SH SOLE 28370 0 0 NAVSIGHT HLDGS INC CL A 639358100 134 13423 SH SOLE 13423 0 0 NCL CORP LTD NOTE 6.000% 5/1 62886HAT8 4131 1775000 PRN OTR 1 0 1775000 0 NCL CORP LTD NOTE 6.000% 5/1 62886HAT8 9832 4225000 PRN SOLE 4225000 0 0 NEVRO CORP NOTE 2.750% 4/0 64157FAC7 26792 15444000 PRN SOLE 15444000 0 0 NEVRO CORP NOTE 2.750% 4/0 64157FAC7 11252 6486000 PRN OTR 1 0 6486000 0 NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 35401 35557000 PRN SOLE 35557000 0 0 NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 14515 14579000 PRN OTR 1 0 14579000 0 NOBLE ROCK ACQUISITION CORP UNIT 01/31/2028 G6546R127 177 17731 SH SOLE 17731 0 0 NORTH ATLANTIC ACQUISITN COR UNIT 10/20/2025 G66139117 178 17731 SH SOLE 17731 0 0 NORTHERN STAR INVEST CORP II UNIT 02/25/2028 66574L209 142 14184 SH SOLE 14184 0 0 NORTHERN STAR INVEST CORP IV UNIT 02/25/2028 66575B200 142 14184 SH SOLE 14184 0 0 NORWEGIAN CRUISE LINE HLDG L PUT G66721954 1332 45300 SH Put OTR 1 0 45300 0 NORWEGIAN CRUISE LINE HLDG L PUT G66721954 3241 110200 SH Put SOLE 110200 0 0 NOVAVAX INC NOTE 3.750% 2/0 670002AB0 24829 13829000 PRN SOLE 13829000 0 0 NOVAVAX INC NOTE 3.750% 2/0 670002AB0 10182 5671000 PRN OTR 1 0 5671000 0 NOVUS CAPITAL CORPORATION II UNIT 99/99/9999 67012W203 179 17731 SH SOLE 17731 0 0 NUTANIX INC NOTE 1/1 67059NAB4 23211 21922000 PRN OTR 1 0 21922000 0 NUTANIX INC NOTE 1/1 67059NAB4 56613 53469000 PRN SOLE 53469000 0 0 OAKTREE ACQUISITION CORP II UNIT 09/15/2027 G6715X129 137 13423 SH SOLE 13423 0 0 OMEROS CORP NOTE 5.250% 2/1 682143AG7 5054 4507000 PRN OTR 1 0 4507000 0 OMEROS CORP NOTE 5.250% 2/1 682143AG7 12326 10993000 PRN SOLE 10993000 0 0 ON SEMICONDUCTOR CORP COM 682189105 1807 47195 SH OTR 1 0 47195 0 ON SEMICONDUCTOR CORP COM 682189105 4402 114993 SH SOLE 114993 0 0 ONE EQUITY PARTNERS OPEN WTR UNIT 01/14/2026 68237L204 142 14184 SH SOLE 14184 0 0 PACIRA BIOSCIENCES INC NOTE 2.375% 4/0 695127AD2 1978 1792000 PRN OTR 1 0 1792000 0 PACIRA BIOSCIENCES INC NOTE 2.375% 4/0 695127AD2 5999 5434000 PRN SOLE 5434000 0 0 PAGERDUTY INC NOTE 1.250% 7/0 69553PAB6 30241 23372000 PRN SOLE 23372000 0 0 PAGERDUTY INC NOTE 1.250% 7/0 69553PAB6 12399 9583000 PRN OTR 1 0 9583000 0 PARATEK PHARMACEUTICALS INC NOTE 4.750% 5/0 699374AB0 749 818000 PRN OTR 1 0 818000 0 PARATEK PHARMACEUTICALS INC NOTE 4.750% 5/0 699374AB0 1829 1997000 PRN SOLE 1997000 0 0 PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 495 436000 PRN OTR 1 0 436000 0 PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 1208 1064000 PRN SOLE 1064000 0 0 PERIDOT ACQUISITION CORP II UNIT 99/99/9999 G7008B113 177 17731 SH SOLE 17731 0 0 PERIPHAS CAPITAL PARTNERING UNIT 99/99/9999 713895209 257 10263 SH SOLE 10263 0 0 PETIQ INC NOTE 4.000% 6/0 71639TAB2 2458 1616000 PRN OTR 1 0 1616000 0 PETIQ INC NOTE 4.000% 6/0 71639TAB2 7429 4884000 PRN SOLE 4884000 0 0 PINDUODUO INC NOTE 10/0 722304AB8 26544 8882000 PRN OTR 1 0 8882000 0 PINDUODUO INC NOTE 10/0 722304AB8 62424 20888000 PRN SOLE 20888000 0 0 PINDUODUO INC NOTE 12/0 722304AC6 2060 2004000 PRN OTR 1 0 2004000 0 PINDUODUO INC NOTE 12/0 722304AC6 4948 4813000 PRN SOLE 4813000 0 0 PIONEER MERGER CORP UNIT 99/99/9999 G7S24C129 148 14185 SH SOLE 14185 0 0 PIVOTAL INVESTMENT CORP III UNIT 01/28/2028 72582M205 142 14184 SH SOLE 14184 0 0 PLUG POWER INC COM NEW 72919P202 7187 210196 SH SOLE 210196 0 0 PLUG POWER INC COM NEW 72919P202 2372 69367 SH OTR 1 0 69367 0 POEMA GLOBAL HOLDINGS CORP UNIT 99/99/9999 G7154B123 181 17986 SH SOLE 17986 0 0 PONTEM CORPORATION UNIT 99/99/9999 G71707114 177 17731 SH SOLE 17731 0 0 POPULATION HEALTH INVS CO IN UNIT 99/99/9999 G71716123 179 17606 SH SOLE 17606 0 0 PRIMAVERA CAPITAL ACQUIST CO UNIT 01/19/2026 G7255E125 144 14184 SH SOLE 14184 0 0 PROOFPOINT INC NOTE 0.250% 8/1 743424AF0 10250 8174000 PRN OTR 1 0 8174000 0 PROOFPOINT INC NOTE 0.250% 8/1 743424AF0 24996 19933000 PRN SOLE 19933000 0 0 PROPERTY SOLUTIONS ACQUISITI UNIT 03/01/2026 74350A207 176 17730 SH SOLE 17730 0 0 PROPTECH INVESTMENT CORP II UNIT 99/99/9999 743497208 225 22413 SH SOLE 22413 0 0 PROSPECTOR CAPITAL CORP UNIT 01/01/2030 G7273A121 116 11647 SH OTR 1 0 11647 0 PROSPECTOR CAPITAL CORP UNIT 01/01/2030 G7273A121 284 28408 SH SOLE 28408 0 0 PROVIDENT ACQUISITION CORP UNIT 99/99/9999 G7282L118 142 14184 SH SOLE 14184 0 0 PTC THERAPEUTICS INC NOTE 3.000% 8/1 69366JAB7 25057 23113000 PRN SOLE 23113000 0 0 PTC THERAPEUTICS INC NOTE 3.000% 8/1 69366JAB7 8771 8091000 PRN OTR 1 0 8091000 0 PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 8960 8524000 PRN OTR 1 0 8524000 0 PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 21856 20793000 PRN SOLE 20793000 0 0 REDFIN CORP COM 75737F108 2075 32729 SH SOLE 32729 0 0 REDFIN CORP COM 75737F108 873 13761 SH OTR 1 0 13761 0 REINVENT TECHNOLOGY PARTNERS UNIT 03/12/2026 G7484L114 179 17730 SH SOLE 17730 0 0 REPLIGEN CORP NOTE 0.375% 7/1 759916AB5 30859 17226000 PRN SOLE 17226000 0 0 REPLIGEN CORP NOTE 0.375% 7/1 759916AB5 12651 7062000 PRN OTR 1 0 7062000 0 RETROPHIN INC NOTE 2.500% 9/1 761299AB2 6950 8200000 PRN OTR 1 0 8200000 0 RETROPHIN INC NOTE 2.500% 9/1 761299AB2 15798 18641000 PRN SOLE 18641000 0 0 REVANCE THERAPEUTICS INC NOTE 1.750% 2/1 761330AB5 1729 1478000 PRN OTR 1 0 1478000 0 REVANCE THERAPEUTICS INC NOTE 1.750% 2/1 761330AB5 4023 3440000 PRN SOLE 3440000 0 0 RH NOTE 6/1 74967XAA1 27260 7801000 PRN SOLE 7801000 0 0 RH NOTE 6/1 74967XAA1 11179 3199000 PRN OTR 1 0 3199000 0 RMG ACQUISITION CORP II CL A SHS G76083107 116 11631 SH OTR 1 0 11631 0 RMG ACQUISITION CORP II CL A SHS G76083107 282 28369 SH SOLE 28369 0 0 RMG ACQUISITION CORP III UNIT 02/08/2026 G76088114 145 14539 SH OTR 1 0 14539 0 RMG ACQUISITION CORP III UNIT 02/08/2026 G76088114 355 35461 SH SOLE 35461 0 0 ROMAN DBDR TECH ACQUISITION COM CL A 77584N101 285 28169 SH SOLE 28169 0 0 ROMAN DBDR TECH ACQUISITION COM CL A 77584N101 120 11831 SH OTR 1 0 11831 0 ROMAN DBDR TECH ACQUISITION *W EXP 10/31/202 77584N119 142 14084 SH Call SOLE 14084 0 0 ROTOR ACQUISITION CORP UNIT 06/15/2027 77879W204 224 21277 SH SOLE 21277 0 0 SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 87202 65952000 PRN SOLE 65952000 0 0 SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 35762 27047000 PRN OTR 1 0 27047000 0 SARISSA CAPITAL ACQUISITN CO UNIT 10/23/2027 G7823W128 221 21184 SH SOLE 21184 0 0 SCION TECH GROWTH II UNIT 99/99/9999 G31070124 176 17730 SH SOLE 17730 0 0 SCVX CORP COM G79448208 148 14964 SH OTR 1 0 14964 0 SCVX CORP COM G79448208 477 48278 SH SOLE 48278 0 0 SEA LTD NOTE 2.375%12/0 81141RAF7 53342 17285000 PRN OTR 1 0 17285000 0 SEA LTD NOTE 1.000%12/0 81141RAD2 60623 11072000 PRN OTR 1 0 11072000 0 SEA LTD NOTE 1.000%12/0 81141RAD2 123714 22595000 PRN SOLE 22595000 0 0 SEA LTD NOTE 2.375%12/0 81141RAF7 114383 37065000 PRN SOLE 37065000 0 0 SIMON PROPERTY GRP ACQ HOLDI UNIT 99/99/9999 82880R202 107 10638 SH SOLE 10638 0 0 SLACK TECHNOLOGIES INC NOTE 0.500% 4/1 83088VAB8 11622 7696000 PRN OTR 1 0 7696000 0 SLACK TECHNOLOGIES INC NOTE 0.500% 4/1 83088VAB8 27667 18321000 PRN SOLE 18321000 0 0 SNAP INC NOTE 0.750% 8/0 83304AAB2 84056 27846000 PRN SOLE 27846000 0 0 SNAP INC NOTE 0.750% 8/0 83304AAB2 28547 9457000 PRN OTR 1 0 9457000 0 SNAP INC NOTE 0.250% 5/0 83304AAD8 6408 2035000 PRN OTR 1 0 2035000 0 SNAP INC NOTE 0.250% 5/0 83304AAD8 15634 4965000 PRN SOLE 4965000 0 0 SOARING EAGLE ACQUISITION CO UNIT 02/23/2026 G8354H100 154 14539 SH OTR 1 0 14539 0 SOARING EAGLE ACQUISITION CO UNIT 02/23/2026 G8354H100 376 35461 SH SOLE 35461 0 0 SPARTAN ACQUISITION CORP III UNIT 99/99/9999 84677R205 178 17731 SH SOLE 17731 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 6078 14200 SH SOLE 14200 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 2483 5800 SH OTR 1 0 5800 0 SPDR SER TR S&P BIOTECH 78464A870 12484 92200 SH Call SOLE 92200 0 0 SPDR SER TR S&P BIOTECH 78464A870 5118 37800 SH Call OTR 1 0 37800 0 SQUARE INC NOTE 0.125% 3/0 852234AF0 28195 13667000 PRN OTR 1 0 13667000 0 SQUARE INC NOTE 0.500% 5/1 852234AD5 8109 2593000 PRN SOLE 2593000 0 0 SQUARE INC NOTE 0.125% 3/0 852234AF0 68766 33333000 PRN SOLE 33333000 0 0 SQUARE INC NOTE 0.500% 5/1 852234AD5 2836 907000 PRN OTR 1 0 907000 0 STRATIM CLOUD ACQUISITION CO UNIT 03/05/2026 86309R206 145 14539 SH OTR 1 0 14539 0 STRATIM CLOUD ACQUISITION CO UNIT 03/05/2026 86309R206 355 35461 SH SOLE 35461 0 0 SUNDIAL GROWERS INC COM 86730L109 67 70900 SH Call SOLE 70900 0 0 SUNDIAL GROWERS INC COM 86730L109 28 29100 SH Call OTR 1 0 29100 0 SUPERNOVA PARTNERS ACQUISTN UNIT 99/99/9999 G8T86C113 177 17731 SH SOLE 17731 0 0 SUPERNUS PHARMACEUTICALS INC NOTE 0.625% 4/0 868459AD0 23190 23510000 PRN SOLE 23510000 0 0 SUPERNUS PHARMACEUTICALS INC NOTE 0.625% 4/0 868459AD0 9514 9645000 PRN OTR 1 0 9645000 0 SVF INVESTMENT CORP UNIT 12/20/2025 G8601L110 180 17730 SH SOLE 17730 0 0 SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 15497 7342000 PRN OTR 1 0 7342000 0 SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 37798 17908000 PRN SOLE 17908000 0 0 TAILWIND ACQUISITION CORP UNIT 09/07/2027 87403Q201 142 13424 SH SOLE 13424 0 0 TAILWIND INTERNATNAL ACQ COR UNIT 99/99/9999 G8662F127 355 35462 SH SOLE 35462 0 0 TAILWIND INTERNATNAL ACQ COR UNIT 99/99/9999 G8662F127 145 14538 SH OTR 1 0 14538 0 TCW SPECIAL PURPOSE ACQU COR UNIT 99/99/9999 87301L205 177 17730 SH SOLE 17730 0 0 TESLA INC NOTE 2.375% 3/1 88160RAD3 126714 12235000 PRN SOLE 12235000 0 0 TESLA INC NOTE 2.375% 3/1 88160RAD3 39304 3795000 PRN OTR 1 0 3795000 0 THE REALREAL INC NOTE 3.000% 6/1 88339PAB7 9011 6425000 PRN OTR 1 0 6425000 0 THE REALREAL INC NOTE 3.000% 6/1 88339PAB7 21984 15675000 PRN SOLE 15675000 0 0 TILRAY INC COM CL 2 88688T100 262 14500 SH Put OTR 1 0 14500 0 TILRAY INC NOTE 5.000%10/0 88688TAB6 14080 14331000 PRN SOLE 14331000 0 0 TILRAY INC COM CL 2 88688T100 642 35500 SH Put SOLE 35500 0 0 TILRAY INC NOTE 5.000%10/0 88688TAB6 5760 5878000 PRN OTR 1 0 5878000 0 TISHMAN SPEYER INNOVATION CO UNIT 02/11/2026 88825H209 143 14184 SH SOLE 14184 0 0 TURMERIC ACQUISITION CORP UNIT 10/08/2025 G9127T116 175 17361 SH SOLE 17361 0 0 TWC TECH HLDGS II CORP UNIT 09/10/2025 90117G204 113 10738 SH SOLE 10738 0 0 TWITTER INC NOTE 0.250% 6/1 90184LAF9 15578 11308000 PRN SOLE 11308000 0 0 TWITTER INC NOTE 0.250% 6/1 90184LAF9 6464 4692000 PRN OTR 1 0 4692000 0 TWO COM CL A G9152V101 1083 109935 SH SOLE 109935 0 0 TWO COM CL A G9152V101 444 45072 SH OTR 1 0 45072 0 TWO HBRS INVT CORP NOTE 6.250% 1/1 90187BAB7 1564 1418000 PRN SOLE 1418000 0 0 TWO HBRS INVT CORP NOTE 6.250% 1/1 90187BAB7 642 582000 PRN OTR 1 0 582000 0 TZP STRATEGIES ACQUISTN CORP UNIT 01/06/2026 G91595127 141 14184 SH SOLE 14184 0 0 VAIL RESORTS INC COM 91879Q109 845 2669 SH OTR 1 0 2669 0 VAIL RESORTS INC COM 91879Q109 2061 6511 SH SOLE 6511 0 0 VAREX IMAGING CORP NOTE 4.000% 6/0 92214XAB2 7058 4773000 PRN SOLE 4773000 0 0 VAREX IMAGING CORP NOTE 4.000% 6/0 92214XAB2 3034 2052000 PRN OTR 1 0 2052000 0 VECTOIQ ACQUISITION CORP II UNIT 99/99/9999 92244F208 255 24823 SH SOLE 24823 0 0 VECTOIQ ACQUISITION CORP II UNIT 99/99/9999 92244F208 105 10177 SH OTR 1 0 10177 0 VEONEER INC NOTE 4.000% 6/0 92336XAA7 8042 6347000 PRN OTR 1 0 6347000 0 VEONEER INC NOTE 4.000% 6/0 92336XAA7 19611 15478000 PRN SOLE 15478000 0 0 VIAVI SOLUTIONS INC COM 925550105 8883 502981 SH SOLE 502981 0 0 VIAVI SOLUTIONS INC COM 925550105 5945 336651 SH OTR 1 0 336651 0 VIAVI SOLUTIONS INC COM 925550105 4759 269500 SH Put SOLE 269500 0 0 VIAVI SOLUTIONS INC COM 925550105 3188 180500 SH Put OTR 1 0 180500 0 VICKERS VANTAGE CORP I UNIT 09/15/2027 G9440B123 181 17731 SH SOLE 17731 0 0 VONAGE HLDGS CORP NOTE 1.750% 6/0 92886TAJ1 10559 9422000 PRN SOLE 9422000 0 0 VONAGE HLDGS CORP NOTE 1.750% 6/0 92886TAJ1 4349 3881000 PRN OTR 1 0 3881000 0 VROOM INC COM 92918V109 1239 29600 SH Call OTR 1 0 29600 0 VROOM INC COM 92918V109 2947 70400 SH Call SOLE 70400 0 0 WAYFAIR INC NOTE 1.125%11/0 94419LAD3 41546 15154000 PRN SOLE 15154000 0 0 WAYFAIR INC NOTE 1.125%11/0 94419LAD3 20022 7303000 PRN OTR 1 0 7303000 0 WESTERN DIGITAL CORP. COM 958102105 3061 43012 SH SOLE 43012 0 0 WESTERN DIGITAL CORP. COM 958102105 8228 115600 SH Call SOLE 115600 0 0 WESTERN DIGITAL CORP. COM 958102105 1259 17684 SH OTR 1 0 17684 0 WESTERN DIGITAL CORP. COM 958102105 3373 47400 SH Call OTR 1 0 47400 0 WIX COM LTD NOTE 7/0 92940WAB5 51526 24974000 PRN SOLE 24974000 0 0 WIX COM LTD NOTE 7/0 92940WAB5 19850 9621000 PRN OTR 1 0 9621000 0 ZSCALER INC NOTE 0.125% 7/0 98980GAB8 78363 50294000 PRN SOLE 50294000 0 0 ZSCALER INC NOTE 0.125% 7/0 98980GAB8 32134 20624000 PRN OTR 1 0 20624000 0