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