Chief Compliance Officer

0001420506-22-001694.txt : 20220815 0001420506-22-001694.hdr.sgml : 20220815 20220815120510 ACCESSION NUMBER: 0001420506-22-001694 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20220630 FILED AS OF DATE: 20220815 DATE AS OF CHANGE: 20220815 EFFECTIVENESS DATE: 20220815 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: 221163874 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 06-30-2022 06-30-2022 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 08-15-2022 1 383 2505380 false 1 0001454027 028-13309 Verition Fund Management LLC INFORMATION TABLE 2 Form13F_InfoTable.xml INFORMATION TABLE FOR DEEPCURRENTS INVESTMENT GROUP LLC 2U INC NOTE 2.250% 5/0 90214JAB7 13820 16452000 PRN SOLE 16452000 0 0 2U INC NOTE 2.250% 5/0 90214JAB7 5667 6746000 PRN OTR 1 0 6746000 0 5 01 ACQUISITION CORP COM CL A 33836P105 169 17084 SH SOLE 17084 0 0 8X8 INC NEW NOTE 0.500% 2/0 282914AB6 12737 14994000 PRN OTR 1 0 14994000 0 8X8 INC NEW NOTE 0.500% 2/0 282914AB6 32746 38549000 PRN SOLE 38549000 0 0 ABG ACQUISITION CORP I CL A SHS G00496102 139 14184 SH SOLE 14184 0 0 ACCURAY INC DEL NOTE 3.750% 6/0 004397AK1 503 632000 PRN OTR 1 0 632000 0 ACCURAY INC DEL NOTE 3.750% 6/0 004397AK1 1236 1553000 PRN SOLE 1553000 0 0 AERIE PHARMACEUTICALS INC NOTE 1.500%10/0 00771VAB4 2083 2441000 PRN OTR 1 0 2441000 0 AERIE PHARMACEUTICALS INC NOTE 1.500%10/0 00771VAB4 5337 6255000 PRN SOLE 6255000 0 0 AIRBNB INC NOTE 3/1 009066AB7 27585 33311000 PRN SOLE 33311000 0 0 AIRBNB INC NOTE 3/1 009066AB7 10759 12992000 PRN OTR 1 0 12992000 0 AKAMAI TECHNOLOGIES INC COM 00971T101 466 5106 SH SOLE 5106 0 0 ALARM COM HLDGS INC NOTE 1/1 011642AB1 3863 4693000 PRN OTR 1 0 4693000 0 ALARM COM HLDGS INC NOTE 1/1 011642AB1 9913 12029000 PRN SOLE 12029000 0 0 ALPHA HEALTHCARE ACQU CORP I CLASS A COM 02073F104 99 10177 SH OTR 1 0 10177 0 ALPHA HEALTHCARE ACQU CORP I CLASS A COM 02073F104 240 24823 SH SOLE 24823 0 0 APELLIS PHARMACEUTICALS INC NOTE 3.500% 9/1 03753UAB2 18638 12630000 PRN SOLE 12630000 0 0 APELLIS PHARMACEUTICALS INC NOTE 3.500% 9/1 03753UAB2 7260 4920000 PRN OTR 1 0 4920000 0 ASTREA ACQUISITION CORP COM CL A 04637C106 173 17731 SH SOLE 17731 0 0 AURORA ACQUISITION CORP CLASS A ORD SHS G0698L103 139 14184 SH SOLE 14184 0 0 AURORA CANNABIS INC NOTE 5.500% 2/2 05156XAG3 6867 7335000 PRN SOLE 7335000 0 0 AURORA CANNABIS INC NOTE 5.500% 2/2 05156XAG3 2676 2858000 PRN OTR 1 0 2858000 0 AUSTERLITZ ACQUISITION CORP COM CL A G0633U101 138 14184 SH SOLE 14184 0 0 AVADEL FIN CAYMAN LTD NOTE 4.500%10/0 05337YAC2 21339 30268000 PRN SOLE 30268000 0 0 AVADEL FIN CAYMAN LTD NOTE 4.500%10/0 05337YAC2 8535 12107000 PRN OTR 1 0 12107000 0 BARCLAYS BANK PLC IPTH SR B S&P 06747R477 2444 1059 SH Put OTR 1 0 1059 0 BARCLAYS BANK PLC IPTH SR B S&P 06747R477 6199 2686 SH Put SOLE 2686 0 0 BARCLAYS BANK PLC IPTH SR B S&P 06747R477 2588 112139 SH SOLE 112139 0 0 BARCLAYS BANK PLC IPTH SR B S&P 06747R477 1009 43736 SH OTR 1 0 43736 0 BENTLEY SYS INC NOTE 0.125% 1/1 08265TAB5 2547 2925000 PRN SOLE 2925000 0 0 BENTLEY SYS INC NOTE 0.125% 1/1 08265TAB5 1047 1202000 PRN OTR 1 0 1202000 0 BEYOND MEAT INC COM 08862E109 335 140 SH Put OTR 1 0 140 0 BEYOND MEAT INC NOTE 3/1 08862EAB5 11705 30286000 PRN SOLE 30286000 0 0 BEYOND MEAT INC NOTE 3/1 08862EAB5 4565 11812000 PRN OTR 1 0 11812000 0 BEYOND MEAT INC COM 08862E109 1410 589 SH Put OTR 1 0 589 0 BEYOND MEAT INC COM 08862E109 4482 1872 SH Put SOLE 1872 0 0 BILIBILI INC NOTE 1.375% 4/0 090040AB2 20345 16021000 PRN OTR 1 0 16021000 0 BILIBILI INC NOTE 1.375% 4/0 090040AB2 52294 41179000 PRN SOLE 41179000 0 0 BILL COM HLDGS INC NOTE 12/0 090043AB6 32414 32095000 PRN SOLE 32095000 0 0 BILL COM HLDGS INC NOTE 12/0 090043AB6 13298 13159000 PRN OTR 1 0 13159000 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 9416 113627 SH SOLE 113627 0 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 3766 45444 SH OTR 1 0 45444 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 2826 341 SH Call SOLE 341 0 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 1127 136 SH Call OTR 1 0 136 0 BLACKLINE INC NOTE 0.125% 8/0 09239BAB5 10921 9858000 PRN SOLE 9858000 0 0 BLACKLINE INC NOTE 0.125% 8/0 09239BAB5 4478 4042000 PRN OTR 1 0 4042000 0 BLOCK INC NOTE 0.125% 3/0 852234AF0 46389 49166000 PRN SOLE 49166000 0 0 BLOCK INC NOTE 0.125% 3/0 852234AF0 19040 20159000 PRN OTR 1 0 20159000 0 BLOOM ENERGY CORP NOTE 2.500% 8/1 093712AH0 10135 8201000 PRN SOLE 8201000 0 0 BLOOM ENERGY CORP NOTE 2.500% 8/1 093712AH0 3953 3199000 PRN OTR 1 0 3199000 0 BLUERIVER ACQUISITION CORP SHS CL A G1261Q107 139 14184 SH SOLE 14184 0 0 BOOKING HOLDINGS INC COM 09857L108 4131 2362 SH SOLE 2362 0 0 BOOKING HOLDINGS INC COM 09857L108 1474 843 SH OTR 1 0 843 0 BOOKING HOLDINGS INC COM 09857L108 2274 13 SH Call SOLE 13 0 0 BOOKING HOLDINGS INC COM 09857L108 1574 9 SH Call OTR 1 0 9 0 BOX INC NOTE 1/1 10316TAB0 2055 1760000 PRN OTR 1 0 1760000 0 BOX INC NOTE 1/1 10316TAB0 5008 4289000 PRN SOLE 4289000 0 0 BRIDGEBIO PHARMA INC NOTE 2.250% 2/0 10806XAD4 5073 11048000 PRN OTR 1 0 11048000 0 BRIDGEBIO PHARMA INC NOTE 2.250% 2/0 10806XAD4 12999 28307000 PRN SOLE 28307000 0 0 BRIDGETOWN HOLDINGS LTD COM CL A G1355U113 158 15974 SH SOLE 15974 0 0 CABLE ONE INC NOTE 3/1 12685JAE5 637 770000 PRN OTR 1 0 770000 0 CABLE ONE INC NOTE 3/1 12685JAE5 1554 1880000 PRN SOLE 1880000 0 0 CANOPY GROWTH CORP COM 138035100 2299 806647 SH SOLE 806647 0 0 CANOPY GROWTH CORP COM 138035100 920 322745 SH OTR 1 0 322745 0 CARNEY TECHNOLOGY ACQU CORP CL A COMMON STK 143636108 105 10638 SH SOLE 10638 0 0 CERENCE INC NOTE 3.000% 6/0 156727AB5 643 617000 PRN OTR 1 0 617000 0 CERENCE INC NOTE 3.000% 6/0 156727AB5 1649 1583000 PRN SOLE 1583000 0 0 CERIDIAN HCM HLDG INC NOTE 0.250% 3/1 15677JAD0 5407 6789000 PRN OTR 1 0 6789000 0 CERIDIAN HCM HLDG INC NOTE 0.250% 3/1 15677JAD0 13867 17411000 PRN SOLE 17411000 0 0 CF ACQUISITION CORP VI COM CL A 12521J103 106 10638 SH SOLE 10638 0 0 CHEFS WHSE INC NOTE 1.875%12/0 163086AB7 4032 3615000 PRN OTR 1 0 3615000 0 CHEFS WHSE INC NOTE 1.875%12/0 163086AB7 9561 8572000 PRN SOLE 8572000 0 0 CINEMARK HLDGS INC NOTE 4.500% 8/1 17243VAB8 14690 11348000 PRN SOLE 11348000 0 0 CINEMARK HLDGS INC NOTE 4.500% 8/1 17243VAB8 6022 4652000 PRN OTR 1 0 4652000 0 COHN ROBBINS HOLDINGS CORP COM CL A G23726105 167 16779 SH SOLE 16779 0 0 COINBASE GLOBAL INC NOTE 0.500% 6/0 19260QAB3 718 1241000 PRN SOLE 1241000 0 0 COINBASE GLOBAL INC NOTE 0.500% 6/0 19260QAB3 287 509000 PRN OTR 1 0 509000 0 COLICITY INC COM CL A 194170106 139 14184 SH SOLE 14184 0 0 COLLEGIUM PHARMACEUTICAL INC NOTE 2.625% 2/1 19459JAA2 8031 9149000 PRN SOLE 9149000 0 0 COLLEGIUM PHARMACEUTICAL INC NOTE 2.625% 2/1 19459JAA2 3213 3660000 PRN OTR 1 0 3660000 0 COLONNADE ACQUISITION CORP I SHS CL A G2284B101 174 17730 SH SOLE 17730 0 0 CONFLUENT INC CLASS A COM 20717M103 235 10097 SH OTR 1 0 10097 0 CONFLUENT INC CLASS A COM 20717M103 586 25206 SH SOLE 25206 0 0 CONSTELLATION ACQUISITN CORP SHS CL A G2R18K105 139 14184 SH SOLE 14184 0 0 CORNER GROWTH ACQUISITION CO CL A SHS G2425N105 175 17730 SH SOLE 17730 0 0 COVA ACQUISITION CORP CL A SHS G2554Y104 174 17731 SH SOLE 17731 0 0 CRUCIBLE ACQUISITION CORP COM CL A 22877P108 177 17986 SH SOLE 17986 0 0 DATADOG INC NOTE 0.125% 6/1 23804LAB9 6599 5194000 PRN OTR 1 0 5194000 0 DATADOG INC NOTE 0.125% 6/1 23804LAB9 16095 12668000 PRN SOLE 12668000 0 0 DEXCOM INC NOTE 0.750%12/0 252131AH0 42946 23277000 PRN OTR 1 0 23277000 0 DEXCOM INC NOTE 0.750%12/0 252131AH0 111054 60192000 PRN SOLE 60192000 0 0 DEXCOM INC COM 252131107 4467 59939 SH OTR 1 0 59939 0 DIAMONDHEAD HOLDINGS CORP CL A 25278L105 139 14184 SH SOLE 14184 0 0 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 7626 11346000 PRN SOLE 11346000 0 0 DISH NETWORK CORPORATION NOTE 12/1 25470MAF6 7998 11345000 PRN SOLE 11345000 0 0 DISH NETWORK CORPORATION NOTE 12/1 25470MAF6 3282 4655000 PRN OTR 1 0 4655000 0 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 3128 4654000 PRN OTR 1 0 4654000 0 DOCUSIGN INC NOTE 1/1 256163AD8 12709 13770000 PRN OTR 1 0 13770000 0 DOCUSIGN INC NOTE 1/1 256163AD8 32588 35310000 PRN SOLE 35310000 0 0 DROPBOX INC NOTE 3/0 26210CAC8 2914 3225000 PRN OTR 1 0 3225000 0 DROPBOX INC NOTE 3/0 26210CAD6 1800 2035000 PRN OTR 1 0 2035000 0 DROPBOX INC NOTE 3/0 26210CAC8 7108 7868000 PRN SOLE 7868000 0 0 DROPBOX INC NOTE 3/0 26210CAD6 4392 4965000 PRN SOLE 4965000 0 0 ENPHASE ENERGY INC NOTE 0.250% 3/0 29355AAF4 4545 1844000 PRN SOLE 1844000 0 0 ENPHASE ENERGY INC NOTE 3/0 29355AAH0 4117 4177000 PRN SOLE 4177000 0 0 ENPHASE ENERGY INC NOTE 3/0 29355AAH0 1599 1623000 PRN OTR 1 0 1623000 0 ENPHASE ENERGY INC NOTE 0.250% 3/0 29355AAF4 1863 756000 PRN OTR 1 0 756000 0 EQUITY DISTR ACQUISITION COR COM CL A 29465E106 100 10068 SH SOLE 10068 0 0 EURONET WORLDWIDE INC COM 298736109 2072 20599 SH OTR 1 0 20599 0 EURONET WORLDWIDE INC COM 298736109 1630 162 SH Call SOLE 162 0 0 EURONET WORLDWIDE INC COM 298736109 5314 52830 SH SOLE 52830 0 0 EURONET WORLDWIDE INC COM 298736109 634 63 SH Call OTR 1 0 63 0 EUROPEAN BIOTECH ACQUTN CORP CLASS A ORD SHS G3167F102 174 17730 SH SOLE 17730 0 0 EVENTBRITE INC NOTE 5.000%12/0 29975EAB5 2403 2093000 PRN OTR 1 0 2093000 0 EVENTBRITE INC NOTE 5.000%12/0 29975EAB5 6072 5290000 PRN SOLE 5290000 0 0 EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 8166 7184000 PRN SOLE 7184000 0 0 EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 3344 2942000 PRN OTR 1 0 2942000 0 EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 1106 1597000 PRN OTR 1 0 1597000 0 EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 3914 5653000 PRN SOLE 5653000 0 0 EXPEDIA GROUP INC COM NEW 30212P303 664 70 SH Call OTR 1 0 70 0 EXPEDIA GROUP INC COM NEW 30212P303 2411 25426 SH SOLE 25426 0 0 EXPEDIA GROUP INC COM NEW 30212P303 940 9916 SH OTR 1 0 9916 0 EXPEDIA GROUP INC COM NEW 30212P303 1707 180 SH Call SOLE 180 0 0 FARFETCH LTD NOTE 3.750% 5/0 30744WAD9 731 830000 PRN OTR 1 0 830000 0 FARFETCH LTD NOTE 3.750% 5/0 30744WAD9 1670 1895000 PRN SOLE 1895000 0 0 FEDEX CORP COM 31428X106 3673 162 SH Put SOLE 162 0 0 FEDEX CORP COM 31428X106 1428 63 SH Put OTR 1 0 63 0 FIGURE ACQUISITION CORP I COM CL A 302438106 139 14184 SH SOLE 14184 0 0 FINTECH EVOLUTION ACQUIS GRO SHS CL A G3R19A104 139 14184 SH SOLE 14184 0 0 FORTISTAR SUSTAINABLE SOL CO COM CL A 34962M106 174 17731 SH SOLE 17731 0 0 FRAZIER LIFESCIENCES ACQU CO CL A SHS G3710A105 105 10638 SH SOLE 10638 0 0 FTAC ATHENA ACQUISITION CORP CL A SHS G37283101 174 17730 SH SOLE 17730 0 0 FTAC HERA ACQUISITION CORP CLASS A ORD SHS G3728Y103 174 17730 SH SOLE 17730 0 0 FUBOTV INC NOTE 3.250% 2/1 35953DAB0 1332 4177000 PRN OTR 1 0 4177000 0 FUBOTV INC NOTE 3.250% 2/1 35953DAB0 3327 10431000 PRN SOLE 10431000 0 0 G SQUARED ASCEND I INC SHS CL A G4204R109 139 14184 SH SOLE 14184 0 0 GLOBAL PARTNER ACQISTN CORP CL A SHS G3934P102 174 17731 SH SOLE 17731 0 0 GLOBAL SYNERGY ACQUISIT CORP *W EXP 99/99/999 G3934J122 106 10638 SH Call SOLE 10638 0 0 GLOBAL SYNERGY ACQUISIT CORP CL A SHS G3934J106 211 21277 SH SOLE 21277 0 0 GOAL ACQUISITIONS CORP COM 38021H107 139 14185 SH SOLE 14185 0 0 GOAL ACQUISITIONS CORP *W EXP 02/11/202 38021H115 139 14185 SH Call SOLE 14185 0 0 GOLDEN FALCON ACQUISITION CO CL A 38102H109 101 10204 SH SOLE 10204 0 0 GOPRO INC NOTE 1.250%11/1 38268TAD5 11086 12310000 PRN SOLE 12310000 0 0 GOPRO INC NOTE 1.250%11/1 38268TAD5 4643 5050000 PRN OTR 1 0 5050000 0 GOSSAMER BIO INC NOTE 5.000% 6/0 38341PAA0 20704 27043000 PRN SOLE 27043000 0 0 GOSSAMER BIO INC NOTE 5.000% 6/0 38341PAA0 8281 10817000 PRN OTR 1 0 10817000 0 GUESS INC NOTE 2.000% 4/1 401617AD7 26969 27487000 PRN SOLE 27487000 0 0 GUESS INC NOTE 2.000% 4/1 401617AD7 10516 10718000 PRN OTR 1 0 10718000 0 H I G ACQUISITION CORP COM CL A G44898107 139 14039 SH SOLE 14039 0 0 HAMILTON LANE ALLIANCE HLDGS COM CL A 40749M103 174 17731 SH SOLE 17731 0 0 HEALTHCARE SERVICES ACQU COR COM CL A 42227K104 174 17730 SH SOLE 17730 0 0 HEARTLAND MEDIA ACQUISITION *W EXP 99/99/999 42237V116 178 17886 SH Call SOLE 17886 0 0 HEARTLAND MEDIA ACQUISITION CL A COM 42237V108 356 35773 SH SOLE 35773 0 0 HEARTLAND MEDIA ACQUISITION CL A COM 42237V108 139 13952 SH OTR 1 0 13952 0 HIGHLAND TRANSCEND PARTNERS COM CL A G44690108 175 17730 SH SOLE 17730 0 0 HUAZHU GROUP LTD NOTE 0.375%11/0 16949NAC3 13947 13666000 PRN OTR 1 0 13666000 0 HUAZHU GROUP LTD NOTE 0.375%11/0 16949NAC3 34019 33332000 PRN SOLE 33332000 0 0 IBERE PHARMACEUTICALS SHS CL A G46843101 174 17730 SH SOLE 17730 0 0 INFINERA CORP NOTE 2.125% 9/0 45667GAC7 18956 20567000 PRN SOLE 20567000 0 0 INFINERA CORP NOTE 2.125% 9/0 45667GAC7 7772 8432000 PRN OTR 1 0 8432000 0 INVACARE CORP NOTE 4.250% 3/1 461203AQ4 901 1745000 PRN OTR 1 0 1745000 0 INVACARE CORP NOTE 4.250% 3/1 461203AQ4 2197 4255000 PRN SOLE 4255000 0 0 INVITAE CORP NOTE 2.000% 9/0 46185LAB9 9987 12678000 PRN OTR 1 0 12678000 0 INVITAE CORP COM 46185L103 1211 4964 SH Put SOLE 4964 0 0 INVITAE CORP COM 46185L103 472 1936 SH Put OTR 1 0 1936 0 INVITAE CORP NOTE 2.000% 9/0 46185LAB9 25603 32501000 PRN SOLE 32501000 0 0 IONIS PHARMACEUTICALS INC NOTE 0.125%12/1 462222AB6 50242 56759000 PRN SOLE 56759000 0 0 IONIS PHARMACEUTICALS INC NOTE 0.125%12/1 462222AB6 19597 22139000 PRN OTR 1 0 22139000 0 IQIYI INC NOTE 2.000% 4/0 46267XAD0 6158 7592000 PRN OTR 1 0 7592000 0 IQIYI INC NOTE 2.000% 4/0 46267XAD0 15395 18978000 PRN SOLE 18978000 0 0 ISHARES TR U.S. REAL ES ETF 464287739 13043 1418 SH Put SOLE 1418 0 0 ISHARES TR MSCI EMG MKT ETF 464287234 327 8162 SH OTR 1 0 8162 0 ISHARES TR RUSSELL 2000 ETF 464287655 12177 719 SH Call SOLE 719 0 0 ISHARES TR RUSSELL 2000 ETF 464287655 987 5829 SH OTR 1 0 5829 0 ISHARES TR MSCI EMG MKT ETF 464287234 839 20922 SH SOLE 20922 0 0 ISHARES TR RUSSELL 2000 ETF 464287655 12177 719 SH Put SOLE 719 0 0 ISHARES TR CHINA LG-CAP ETF 464287184 2404 709 SH Put SOLE 709 0 0 ISHARES TR CHINA LG-CAP ETF 464287184 2404 709 SH Call SOLE 709 0 0 ISHARES TR MSCI EMG MKT ETF 464287234 5193 1295 SH Call SOLE 1295 0 0 ISHARES TR MSCI EMG MKT ETF 464287234 5193 1295 SH Put SOLE 1295 0 0 ISHARES TR U.S. REAL ES ETF 464287739 5353 582 SH Put OTR 1 0 582 0 ISHARES TR RUSSELL 2000 ETF 464287655 4759 281 SH Call OTR 1 0 281 0 ISHARES TR RUSSELL 2000 ETF 464287655 4759 281 SH Put OTR 1 0 281 0 ISHARES TR CHINA LG-CAP ETF 464287184 987 291 SH Put OTR 1 0 291 0 ISHARES TR CHINA LG-CAP ETF 464287184 8739 2577 SH Call OTR 1 0 2577 0 ISHARES TR CHINA LG-CAP ETF 464287184 987 291 SH Call OTR 1 0 291 0 ISHARES TR MSCI EMG MKT ETF 464287234 2025 505 SH Put OTR 1 0 505 0 ISHARES TR CHINA LG-CAP ETF 464287184 21780 6423 SH Call SOLE 6423 0 0 ISHARES TR MSCI EMG MKT ETF 464287234 2025 505 SH Call OTR 1 0 505 0 ISHARES TR RUSSELL 2000 ETF 464287655 2582 15243 SH SOLE 15243 0 0 ISLEWORTH HEALTHCARE ACQU CO COM 46468P102 100 10000 SH SOLE 10000 0 0 ITRON INC NOTE 3/1 465741AN6 1079 1353000 PRN OTR 1 0 1353000 0 ITRON INC NOTE 3/1 465741AN6 2772 3475000 PRN SOLE 3475000 0 0 JACK CREEK INVESTMENT CORP CL A SHS G4989X115 174 17731 SH SOLE 17731 0 0 JAWS MUSTANG ACQUISITION COR SHS CL A G50737108 174 17731 SH SOLE 17731 0 0 JAZZ PHARMACEUTICALS PLC SHS USD G50871105 4857 31130 SH SOLE 31130 0 0 JAZZ PHARMACEUTICALS PLC SHS USD G50871105 1891 12119 SH OTR 1 0 12119 0 JETBLUE AWYS CORP COM 477143101 317 37860 SH SOLE 37860 0 0 JETBLUE AWYS CORP COM 477143101 130 15505 SH OTR 1 0 15505 0 JOFF FINTECH ACQUISITION COR COM CL A 46592C100 174 17735 SH SOLE 17735 0 0 KARYOPHARM THERAPEUTICS INC NOTE 3.000%10/1 48576UAA4 2403 3334000 PRN OTR 1 0 3334000 0 KARYOPHARM THERAPEUTICS INC NOTE 3.000%10/1 48576UAA4 6166 8556000 PRN SOLE 8556000 0 0 KHOSLA VENTURES ACQUISITION CL A 482504107 124 12707 SH OTR 1 0 12707 0 KHOSLA VENTURES ACQUISITION CL A 482504107 302 30993 SH SOLE 30993 0 0 KHOSLA VENTURES ACQUT CO III COM CL A 482506102 345 35461 SH SOLE 35461 0 0 KHOSLA VENTURES ACQUT CO III COM CL A 482506102 141 14539 SH OTR 1 0 14539 0 KL ACQUISITION CORP COM CL A 49837C109 105 10638 SH SOLE 10638 0 0 KLUDEIN I ACQUISITION CORP CL A 49878L109 116 11631 SH OTR 1 0 11631 0 KNIGHTSWAN ACQUISITION CORP CL A COM 499103109 211 21043 SH OTR 1 0 21043 0 KNIGHTSWAN ACQUISITION CORP CL A COM 499103109 541 53957 SH SOLE 53957 0 0 KNIGHTSWAN ACQUISITION CORP *W EXP 99/99/999 499103117 105 10521 SH Call OTR 1 0 10521 0 KNIGHTSWAN ACQUISITION CORP *W EXP 99/99/999 499103117 270 26978 SH Call SOLE 26978 0 0 LEO HLDGS CORP II COM CL A G5463R102 175 17731 SH SOLE 17731 0 0 LIGHTJUMP ACQUISITION CORP COM 53228M106 334 33477 SH SOLE 33477 0 0 LIGHTJUMP ACQUISITION CORP *W EXP 01/12/202 53228M114 163 16313 SH Call SOLE 16313 0 0 LIGHTJUMP ACQUISITION CORP COM 53228M106 137 13724 SH OTR 1 0 13724 0 LIV CAPITAL ACQUISITN CORP I CLASS A ORD SHS G5510R105 112 11223 SH OTR 1 0 11223 0 LIV CAPITAL ACQUISITN CORP I CLASS A ORD SHS G5510R105 283 28777 SH SOLE 28777 0 0 LIV CAPITAL ACQUISITN CORP I *W EXP 02/07/202 G5510R113 215 21582 SH Call SOLE 21582 0 0 LIVENT CORP NOTE 4.125% 7/1 53814LAB4 37273 13679000 PRN SOLE 13679000 0 0 LIVENT CORP NOTE 4.125% 7/1 53814LAB4 15283 5609000 PRN OTR 1 0 5609000 0 LONGVIEW ACQUISITION CORP II COM CL A 54319Q105 173 17730 SH SOLE 17730 0 0 LUCID GROUP INC COM 549498103 1977 1152 SH Put SOLE 1152 0 0 LUCID GROUP INC COM 549498103 769 448 SH Put OTR 1 0 448 0 MANNKIND CORP NOTE 2.500% 3/0 56400PAQ5 6134 6143000 PRN OTR 1 0 6143000 0 MANNKIND CORP NOTE 2.500% 3/0 56400PAQ5 15334 15357000 PRN SOLE 15357000 0 0 MARATHON DIGITAL HOLDINGS IN COM 565788106 450 842 SH Put OTR 1 0 842 0 MARATHON DIGITAL HOLDINGS IN COM 565788106 1152 2158 SH Put SOLE 2158 0 0 MARLIN TECHNOLOGY CORP CL A SHS G58411102 175 17731 SH SOLE 17731 0 0 MESA LABS INC NOTE 1.375% 8/1 59064RAA7 12280 13120000 PRN SOLE 13120000 0 0 MESA LABS INC NOTE 1.375% 8/1 59064RAA7 5036 5380000 PRN OTR 1 0 5380000 0 MICROCHIP TECHNOLOGY INC. COM 595017104 1485 25563 SH OTR 1 0 25563 0 MICROCHIP TECHNOLOGY INC. COM 595017104 3806 65530 SH SOLE 65530 0 0 MICROCHIP TECHNOLOGY INC. COM 595017104 6772 1166 SH Call SOLE 1166 0 0 MICROCHIP TECHNOLOGY INC. COM 595017104 2637 454 SH Call OTR 1 0 454 0 MICROSTRATEGY INC NOTE 2/1 594972AE1 261 582000 PRN OTR 1 0 582000 0 MICROSTRATEGY INC NOTE 0.750%12/1 594972AC5 1049 1690000 PRN OTR 1 0 1690000 0 MICROSTRATEGY INC NOTE 0.750%12/1 594972AC5 2691 4335000 PRN SOLE 4335000 0 0 MICROSTRATEGY INC NOTE 2/1 594972AE1 637 1418000 PRN SOLE 1418000 0 0 MISSION ADVANCEMENT CORP CL A 60501L101 173 17731 SH SOLE 17731 0 0 MORINGA ACQUISITION CORP CL A SHS G6S23K108 143 14539 SH OTR 1 0 14539 0 MORINGA ACQUISITION CORP *W EXP 02/22/202 G6S23K124 155 15744 SH Call SOLE 15744 0 0 MORINGA ACQUISITION CORP CL A SHS G6S23K108 348 35461 SH SOLE 35461 0 0 MOTIVE CAPITAL CORP II CL A ORD G6293R106 534 53956 SH SOLE 53956 0 0 MOTIVE CAPITAL CORP II *W EXP 99/99/999 G6293R114 178 17985 SH Call SOLE 17985 0 0 MOTIVE CAPITAL CORP II CL A ORD G6293R106 208 21044 SH OTR 1 0 21044 0 NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 9586 9906000 PRN OTR 1 0 9906000 0 NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 23967 24766000 PRN SOLE 24766000 0 0 NICE LTD SPONSORED ADR 653656108 665 3458 SH OTR 1 0 3458 0 NICE LTD SPONSORED ADR 653656108 1661 8631 SH SOLE 8631 0 0 NOBLE ROCK ACQUISITION CORP CL A SHS G6546R101 174 17731 SH SOLE 17731 0 0 NORTHERN STAR INVEST CORP II COM CL A 66574L100 139 14184 SH SOLE 14184 0 0 NORTHERN STAR INVEST CORP IV UNIT 02/25/2028 66575B200 139 14184 SH SOLE 14184 0 0 NOVAVAX INC NOTE 3.750% 2/0 670002AB0 16185 16110000 PRN SOLE 16110000 0 0 NOVAVAX INC NOTE 3.750% 2/0 670002AB0 6312 6283000 PRN OTR 1 0 6283000 0 NOVOCURE LTD NOTE 11/0 67011XAB9 24270 27620000 PRN SOLE 27620000 0 0 NOVOCURE LTD NOTE 11/0 67011XAB9 9363 10771000 PRN OTR 1 0 10771000 0 NUTANIX INC NOTE 1/1 67059NAB4 36018 36894000 PRN SOLE 36894000 0 0 NUTANIX INC NOTE 1/1 67059NAB4 14046 14388000 PRN OTR 1 0 14388000 0 OMEROS CORP NOTE 5.250% 2/1 682143AG7 4746 7919000 PRN OTR 1 0 7919000 0 OMEROS CORP COM 682143102 334 1215 SH Put SOLE 1215 0 0 OMEROS CORP NOTE 5.250% 2/1 682143AG7 11861 19790000 PRN SOLE 19790000 0 0 ON SEMICONDUCTOR CORP COM 682189105 9133 181537 SH SOLE 181537 0 0 ON SEMICONDUCTOR CORP COM 682189105 6626 1317 SH Call OTR 1 0 1317 0 ON SEMICONDUCTOR CORP COM 682189105 16165 3213 SH Call SOLE 3213 0 0 ON SEMICONDUCTOR CORP COM 682189105 3747 74487 SH OTR 1 0 74487 0 ONE EQUITY PARTNERS OPEN WTR CL A 68237L105 139 14184 SH SOLE 14184 0 0 OPENDOOR TECHNOLOGIES INC COM 683712103 336 714 SH Put SOLE 714 0 0 PAGERDUTY INC NOTE 1.250% 7/0 69553PAB6 35676 35825000 PRN SOLE 35825000 0 0 PAGERDUTY INC NOTE 1.250% 7/0 69553PAB6 14271 14330000 PRN OTR 1 0 14330000 0 PARATEK PHARMACEUTICALS INC NOTE 4.750% 5/0 699374AB0 3783 4421000 PRN OTR 1 0 4421000 0 PARATEK PHARMACEUTICALS INC NOTE 4.750% 5/0 699374AB0 9456 11050000 PRN SOLE 11050000 0 0 PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 5244 5311000 PRN SOLE 5311000 0 0 PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 2048 2074000 PRN OTR 1 0 2074000 0 PEGASYSTEMS INC NOTE 0.750% 3/0 705573AB9 1438 1785000 PRN SOLE 1785000 0 0 PEGASYSTEMS INC NOTE 0.750% 3/0 705573AB9 576 715000 PRN OTR 1 0 715000 0 PERIDOT ACQUISITION CORP II SHS CL A G7008B105 174 17731 SH SOLE 17731 0 0 PERIPHAS CAPITAL PARTNERING COM CL A 713895100 252 10263 SH SOLE 10263 0 0 PINDUODUO INC NOTE 10/0 722304AB8 28392 18648000 PRN SOLE 18648000 0 0 PINDUODUO INC NOTE 10/0 722304AB8 11072 7272000 PRN OTR 1 0 7272000 0 PIONEER MERGER CORP CL A SHS G7S24C103 140 14185 SH SOLE 14185 0 0 PIVOTAL INVESTMENT CORP III COM CL A 72582M106 139 14184 SH SOLE 14184 0 0 PONTEM CORPORATION SHS CL A G71707106 175 17731 SH SOLE 17731 0 0 POPULATION HEALTH INVS CO IN SHS CL A G71716107 174 17606 SH SOLE 17606 0 0 PRIMAVERA CAPITAL ACQUIST CO SHS CL A G7255E109 139 14184 SH SOLE 14184 0 0 PROPERTY SOLUTIONS ACQUISITI COM CL A 74350A108 174 17730 SH SOLE 17730 0 0 PROPTECH INVESTMENT CORP II COM CL A 743497109 221 22413 SH SOLE 22413 0 0 PROS HOLDINGS INC NOTE 1.000% 5/1 74346YAH6 3031 3377000 PRN SOLE 3377000 0 0 PROS HOLDINGS INC NOTE 1.000% 5/1 74346YAH6 1181 1316000 PRN OTR 1 0 1316000 0 PROSPECTOR CAPITAL CORP CL A G7273A105 280 28408 SH SOLE 28408 0 0 PROSPECTOR CAPITAL CORP CL A G7273A105 115 11647 SH OTR 1 0 11647 0 PROVIDENT ACQUISITION CORP CL A G7282L100 140 14184 SH SOLE 14184 0 0 PTC THERAPEUTICS INC NOTE 3.000% 8/1 69366JAB7 23251 23113000 PRN SOLE 23113000 0 0 PTC THERAPEUTICS INC NOTE 3.000% 8/1 69366JAB7 8139 8091000 PRN OTR 1 0 8091000 0 PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 41940 37374000 PRN SOLE 37374000 0 0 PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 17196 15324000 PRN OTR 1 0 15324000 0 REPLIGEN CORP NOTE 0.375% 7/1 759916AB5 33990 22347000 PRN SOLE 22347000 0 0 REPLIGEN CORP NOTE 0.375% 7/1 759916AB5 13599 8941000 PRN OTR 1 0 8941000 0 RMG ACQUISITION CORP III CL A SHS G76088106 349 35461 SH SOLE 35461 0 0 RMG ACQUISITION CORP III CL A SHS G76088106 143 14539 SH OTR 1 0 14539 0 ROYAL CARIBBEAN GROUP NOTE 4.250% 6/1 780153BB7 2236 2340000 PRN OTR 1 0 2340000 0 ROYAL CARIBBEAN GROUP NOTE 2.875%11/1 780153BF8 4074 4492000 PRN SOLE 4492000 0 0 ROYAL CARIBBEAN GROUP NOTE 2.875%11/1 780153BF8 1714 1890000 PRN OTR 1 0 1890000 0 ROYAL CARIBBEAN GROUP NOTE 4.250% 6/1 780153BB7 5747 6013000 PRN SOLE 6013000 0 0 SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 31244 24650000 PRN OTR 1 0 24650000 0 SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 79788 62949000 PRN SOLE 62949000 0 0 SARISSA CAPITAL ACQUISITN CO CL A G7823W102 210 21184 SH SOLE 21184 0 0 SCION TECH GROWTH II CL A SHS G31070108 174 17730 SH SOLE 17730 0 0 SEA LTD NOTE 1.000%12/0 81141RAD2 14822 10183000 PRN OTR 1 0 10183000 0 SEA LTD NOTE 2.375%12/0 81141RAF7 9845 8862000 PRN SOLE 8862000 0 0 SEA LTD NOTE 1.000%12/0 81141RAD2 30461 20784000 PRN SOLE 20784000 0 0 SEA LTD NOTE 2.375%12/0 81141RAF7 4036 3633000 PRN OTR 1 0 3633000 0 SELECT SECTOR SPDR TR FINANCIAL 81369Y605 1132 360 SH Call SOLE 360 0 0 SELECT SECTOR SPDR TR FINANCIAL 81369Y605 1132 360 SH Put SOLE 360 0 0 SELECT SECTOR SPDR TR FINANCIAL 81369Y605 900 28625 SH SOLE 28625 0 0 SELECT SECTOR SPDR TR FINANCIAL 81369Y605 352 11180 SH OTR 1 0 11180 0 SELECT SECTOR SPDR TR FINANCIAL 81369Y605 440 140 SH Put OTR 1 0 140 0 SELECT SECTOR SPDR TR FINANCIAL 81369Y605 440 140 SH Call OTR 1 0 140 0 SHOPIFY INC NOTE 0.125%11/0 82509LAA5 14715 17503000 PRN SOLE 17503000 0 0 SHOPIFY INC NOTE 0.125%11/0 82509LAA5 5907 7005000 PRN OTR 1 0 7005000 0 SIMON PROPERTY GRP ACQ HOLDI COM CL A 82880R103 104 10638 SH SOLE 10638 0 0 SNAP INC NOTE 0.250% 5/0 83304AAD8 6499 6591000 PRN OTR 1 0 6591000 0 SNAP INC NOTE 5/0 83304AAF3 11505 16241000 PRN SOLE 16241000 0 0 SNAP INC NOTE 0.250% 5/0 83304AAD8 16593 16846000 PRN SOLE 16846000 0 0 SNAP INC NOTE 5/0 83304AAF3 4583 6494000 PRN OTR 1 0 6494000 0 SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6 39261 32504000 PRN SOLE 32504000 0 0 SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6 16097 13327000 PRN OTR 1 0 13327000 0 SOUTHWEST AIRLS CO COM 844741108 883 24448 SH OTR 1 0 24448 0 SOUTHWEST AIRLS CO COM 844741108 2207 61093 SH SOLE 61093 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 13581 360 SH Call SOLE 360 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 5282 140 SH Call OTR 1 0 140 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 5653 14985 SH SOLE 14985 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 2234 5922 SH OTR 1 0 5922 0 STANDARD BIOTOOLS INC NOTE 5.250%12/0 34385PAF5 1734 1825000 PRN OTR 1 0 1825000 0 STANDARD BIOTOOLS INC NOTE 5.250%12/0 34385PAF5 4441 4675000 PRN SOLE 4675000 0 0 STRATIM CLOUD ACQUISITION CO CLASS A COM 86309R107 346 35461 SH SOLE 35461 0 0 STRATIM CLOUD ACQUISITION CO CLASS A COM 86309R107 142 14539 SH OTR 1 0 14539 0 STRATIM CLOUD ACQUISITION CO *W EXP 03/05/202 86309R115 115 11820 SH Call SOLE 11820 0 0 SUNNOVA ENERGY INTL INC. NOTE 0.250%12/0 86745KAF1 4893 6233000 PRN OTR 1 0 6233000 0 SUNNOVA ENERGY INTL INC. NOTE 0.250%12/0 86745KAF1 12228 15577000 PRN SOLE 15577000 0 0 SUNRUN INC NOTE 2/0 86771WAB1 6264 8676000 PRN SOLE 8676000 0 0 SUNRUN INC NOTE 2/0 86771WAB1 2568 3557000 PRN OTR 1 0 3557000 0 SUPERNUS PHARMACEUTICALS NOTE 0.625% 4/0 868459AD0 28524 29351000 PRN SOLE 29351000 0 0 SUPERNUS PHARMACEUTICALS NOTE 0.625% 4/0 868459AD0 11410 11741000 PRN OTR 1 0 11741000 0 SVF INVESTMENT CORP CL A SHS G8601L102 175 17730 SH SOLE 17730 0 0 TAILWIND ACQUISITION CORP COM CL A 87403Q102 134 13424 SH SOLE 13424 0 0 TAILWIND INTERNATNAL ACQ COR COM CL A G8662F101 348 35462 SH SOLE 35462 0 0 TAILWIND INTERNATNAL ACQ COR COM CL A G8662F101 143 14538 SH OTR 1 0 14538 0 TAILWIND INTERNATNAL ACQ COR *W EXP 03/01/202 G8662F119 116 11820 SH Call SOLE 11820 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 932 114 SH Put OTR 1 0 114 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 2010 24586 SH SOLE 24586 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 2338 286 SH Put SOLE 286 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 797 9751 SH OTR 1 0 9751 0 TCW SPECIAL PURPOSE ACQU COR COM CL A 87301L106 173 17730 SH SOLE 17730 0 0 THE REALREAL INC NOTE 3.000% 6/1 88339PAB7 12664 20864000 PRN SOLE 20864000 0 0 THE REALREAL INC NOTE 3.000% 6/1 88339PAB7 5066 8347000 PRN OTR 1 0 8347000 0 THERAVANCE BIOPHARMA INC NOTE 3.250%11/0 88339KAA0 25533 27455000 PRN SOLE 27455000 0 0 THERAVANCE BIOPHARMA INC NOTE 3.250%11/0 88339KAA0 10218 10987000 PRN OTR 1 0 10987000 0 TILRAY BRANDS INC NOTE 5.000%10/0 88688TAB6 6803 7436000 PRN SOLE 7436000 0 0 TILRAY BRANDS INC NOTE 5.000%10/0 88688TAB6 2807 3051000 PRN OTR 1 0 3051000 0 TISHMAN SPEYER INNOVATION CO COM CL A 88825H100 139 14184 SH SOLE 14184 0 0 TRAVERE THERAPEUTICS INC NOTE 2.250% 3/0 89422GAA5 1317 1313000 PRN SOLE 1313000 0 0 TRAVERE THERAPEUTICS INC NOTE 2.250% 3/0 89422GAA5 539 537000 PRN OTR 1 0 537000 0 TRICIDA INC NOTE 3.500% 5/1 89610FAB7 2672 5051000 PRN OTR 1 0 5051000 0 TRICIDA INC NOTE 3.500% 5/1 89610FAB7 6678 12626000 PRN SOLE 12626000 0 0 TURMERIC ACQUISITION CORP CL A G9127T108 172 17361 SH SOLE 17361 0 0 TURNING PT BRANDS INC NOTE 2.500% 7/1 90041LAE5 594 655000 PRN OTR 1 0 655000 0 TURNING PT BRANDS INC NOTE 2.500% 7/1 90041LAE5 1447 1595000 PRN SOLE 1595000 0 0 TWITTER INC NOTE 3/1 90184LAN2 1785 2001000 PRN OTR 1 0 2001000 0 TWITTER INC NOTE 3/1 90184LAN2 4463 4999000 PRN SOLE 4999000 0 0 TWO COM CL A G9152V101 440 45072 SH OTR 1 0 45072 0 TWO COM CL A G9152V101 1074 109935 SH SOLE 109935 0 0 TZP STRATEGIES ACQUISTN CORP CL A SHS G91595101 140 14184 SH SOLE 14184 0 0 VAIL RESORTS INC COM 91879Q109 823 3776 SH OTR 1 0 3776 0 VAIL RESORTS INC COM 91879Q109 2110 9677 SH SOLE 9677 0 0 VECTOIQ ACQUISITION CORP II COM CL A 92244F109 100 10177 SH OTR 1 0 10177 0 VECTOIQ ACQUISITION CORP II COM CL A 92244F109 244 24823 SH SOLE 24823 0 0 WESTERN DIGITAL CORP. COM 958102105 384 8555 SH SOLE 8555 0 0 WIX COM LTD NOTE 7/0 92940WAB5 10311 10825000 PRN OTR 1 0 10825000 0 WIX COM LTD NOTE 7/0 92940WAB5 26718 28050000 PRN SOLE 28050000 0 0 ZSCALER INC NOTE 0.125% 7/0 98980GAB8 50262 40947000 PRN SOLE 40947000 0 0 ZSCALER INC NOTE 0.125% 7/0 98980GAB8 19604 15971000 PRN OTR 1 0 15971000 0