Chief Compliance Officer

0001420506-23-002155.txt : 20231114 0001420506-23-002155.hdr.sgml : 20231114 20231114120002 ACCESSION NUMBER: 0001420506-23-002155 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20230930 FILED AS OF DATE: 20231114 DATE AS OF CHANGE: 20231114 EFFECTIVENESS DATE: 20231114 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: 231402987 BUSINESS ADDRESS: STREET 1: 546 FIFTH AVE, 20TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10036 BUSINESS PHONE: 646-490-3260 MAIL ADDRESS: STREET 1: 546 FIFTH AVE, 20TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10036 13F-HR 1 primary_doc.xml X0202 13F-HR LIVE false true false 0001754535 XXXXXXXX 09-30-2023 09-30-2023 false DeepCurrents Investment Group LLC

546 FIFTH AVE, 20TH FLOOR NEW YORK NY 10036

13F HOLDINGS REPORT 028-19350 000288159 801-110457 N Suzanne Horowitz Chief Compliance Officer 646-494-8187 Suzanne Horowitz, Chief Compliance Officer NEW YORK NY 11-14-2023 1 390 2299506966 false 1 0001454027 028-13309 Verition Fund Management LLC INFORMATION TABLE 2 Form13F_InfoTable.xml INFORMATION TABLE FOR DEEPCURRENTS INVESTMENT GROUP LLC (6804) 2U INC NOTE 2.250% 5/0 90214JAB7 10137866 16561000 PRN SOLE 16561000 0 0 2U INC NOTE 2.250% 5/0 90214JAB7 4668891 7627000 PRN OTR 1 0 7627000 0 3D SYS CORP DEL NOTE 11/1 88554DAD8 5893988 8151000 PRN SOLE 8151000 0 0 3D SYS CORP DEL NOTE 11/1 88554DAD8 2710902 3749000 PRN OTR 1 0 3749000 0 7GC & CO HOLDINGS INC *W EXP 12/28/202 81786A115 37481 3546 SH Call SOLE 3546 0 0 7GC & CO HOLDINGS INC *W EXP 12/28/202 81786A115 15369 1454 SH Call OTR 1 0 1454 0 8X8 INC NEW NOTE 4.000% 2/0 282914AE0 4153608 5789000 PRN SOLE 5789000 0 0 8X8 INC NEW NOTE 4.000% 2/0 282914AE0 1601460 2232000 PRN OTR 1 0 2232000 0 ACCURAY INC DEL NOTE 3.750% 6/0 004397AK1 3461617 3808000 PRN SOLE 3808000 0 0 ACCURAY INC DEL NOTE 3.750% 6/0 004397AK1 1628996 1792000 PRN OTR 1 0 1792000 0 AEON BIOPHARMA INC *W EXP 07/21/202 00791X118 13238 2364 SH Call SOLE 2364 0 0 AEON BIOPHARMA INC *W EXP 07/21/202 00791X118 5426 969 SH Call OTR 1 0 969 0 AFFIRM HLDGS INC NOTE 11/1 00827BAB2 11734233 15558000 PRN SOLE 15558000 0 0 AFFIRM HLDGS INC NOTE 11/1 00827BAB2 5308990 7039000 PRN OTR 1 0 7039000 0 AIRBNB INC NOTE 3/1 009066AB7 31167955 35323000 PRN SOLE 35323000 0 0 AIRBNB INC NOTE 3/1 009066AB7 14943818 16936000 PRN OTR 1 0 16936000 0 ALARM COM HLDGS INC NOTE 1/1 011642AB1 4515480 5196000 PRN SOLE 5196000 0 0 ALARM COM HLDGS INC NOTE 1/1 011642AB1 1760655 2026000 PRN OTR 1 0 2026000 0 ALNYLAM PHARMACEUTICALS INC NOTE 1.000% 9/1 02043QAB3 8598780 9246000 PRN SOLE 9246000 0 0 ALNYLAM PHARMACEUTICALS INC NOTE 1.000% 9/1 02043QAB3 3956220 4254000 PRN OTR 1 0 4254000 0 ALPHATEC HLDGS INC NOTE 0.750% 8/0 02081GAB8 14854771 15436000 PRN SOLE 15436000 0 0 ALPHATEC HLDGS INC NOTE 0.750% 8/0 02081GAB8 7279185 7564000 PRN OTR 1 0 7564000 0 ALTC ACQUISITION CORP COM CL A 02156V109 15049 1454 SH OTR 1 0 1454 0 AMERICAN ONCOLOGY NETWORK IN *W EXP 09/20/202 028719110 16489 1773 SH Call SOLE 1773 0 0 AMERICAN ONCOLOGY NETWORK IN *W EXP 09/20/202 028719110 6761 727 SH Call OTR 1 0 727 0 APELLIS PHARMACEUTICALS INC NOTE 3.500% 9/1 03753UAB2 34204774 27074000 PRN SOLE 27074000 0 0 APELLIS PHARMACEUTICALS INC NOTE 3.500% 9/1 03753UAB2 15734147 12454000 PRN OTR 1 0 12454000 0 APOLLO STRATEGIC GRWT CPTL I *W EXP 02/12/202 G0412A128 14903 1418 SH Call SOLE 1418 0 0 APOLLO STRATEGIC GRWT CPTL I *W EXP 02/12/202 G0412A128 6106 581 SH Call OTR 1 0 581 0 APPLE INC COM 037833100 11727885 685 SH Put SOLE 685 0 0 APPLE INC COM 037833100 5393115 315 SH Put OTR 1 0 315 0 APPRECIATE HOLDINGS INC *W EXP 11/29/202 03832J114 1207 7470 SH Call SOLE 7470 0 0 APPRECIATE HOLDINGS INC *W EXP 11/29/202 03832J114 495 3062 SH Call OTR 1 0 3062 0 ARES ACQUISITION CORPORATION *W EXP 02/02/202 G33032122 15258 1418 SH Call SOLE 1418 0 0 ARES ACQUISITION CORPORATION *W EXP 02/02/202 G33032122 6252 581 SH Call OTR 1 0 581 0 ARES CAPITAL CORP COM 04010L103 353653 18164 SH SOLE 18164 0 0 ARES CAPITAL CORP COM 04010L103 166157 8534 SH OTR 1 0 8534 0 ARTIVION INC NOTE 4.250% 7/0 228903AB6 12497376 12311000 PRN SOLE 12311000 0 0 ARTIVION INC NOTE 4.250% 7/0 228903AB6 5749747 5664000 PRN OTR 1 0 5664000 0 ATLANTIC COASTAL ACQUISTN CO *W EXP 03/02/202 048453112 2717 260 SH Call SOLE 260 0 0 AURA FAT PROJS ACQUISITION C *W EXP 03/31/202 G06362126 76859 7143 SH Call SOLE 7143 0 0 AURORA CANNABIS INC COM 05156X884 489 836 SH SOLE 836 0 0 AURORA CANNABIS INC NOTE 5.500% 2/2 05156XAG3 1084734 1095000 PRN SOLE 1095000 0 0 AURORA CANNABIS INC NOTE 5.500% 2/2 05156XAG3 500266 505000 PRN OTR 1 0 505000 0 B. RILEY FINANCIAL INC COM 05580M108 373788 9119 SH SOLE 9119 0 0 B. RILEY FINANCIAL INC COM 05580M108 177446 4329 SH OTR 1 0 4329 0 BENTLEY SYS INC NOTE 0.375% 7/0 08265TAD1 3311848 3818000 PRN SOLE 3818000 0 0 BENTLEY SYS INC NOTE 0.375% 7/0 08265TAD1 1459017 1682000 PRN OTR 1 0 1682000 0 BETTER HOME & FINANCE HOLDIN *W EXP 12/15/202 08774B110 1699 3546 SH Call SOLE 3546 0 0 BETTER HOME & FINANCE HOLDIN *W EXP 12/15/202 08774B110 696 1454 SH Call OTR 1 0 1454 0 BEYOND MEAT INC NOTE 3/1 08862EAB5 7780015 28848000 PRN SOLE 28848000 0 0 BEYOND MEAT INC NOTE 3/1 08862EAB5 3034013 11250000 PRN OTR 1 0 11250000 0 BILIBILI INC NOTE 1.375% 4/0 090040AB2 35357292 35377000 PRN SOLE 35377000 0 0 BILIBILI INC NOTE 1.375% 4/0 090040AB2 16263936 16273000 PRN OTR 1 0 16273000 0 BILL HOLDINGS INC NOTE 12/0 090043AB6 45281875 45088000 PRN SOLE 45088000 0 0 BILL HOLDINGS INC NOTE 12/0 090043AB6 20830186 20741000 PRN OTR 1 0 20741000 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 5530000 625 SH Call SOLE 625 0 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 9364723 105840 SH SOLE 105840 0 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 2291632 259 SH Call OTR 1 0 259 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 3742439 42297 SH OTR 1 0 42297 0 BITE ACQUISITION CORP *W EXP 02/12/203 09175K113 36914 3546 SH Call SOLE 3546 0 0 BITE ACQUISITION CORP *W EXP 02/12/203 09175K113 15126 1453 SH Call OTR 1 0 1453 0 BLACKLINE INC NOTE 0.125% 8/0 09239BAB5 5180696 5177000 PRN SOLE 5177000 0 0 BLACKLINE INC NOTE 0.125% 8/0 09239BAB5 2224587 2223000 PRN OTR 1 0 2223000 0 BLOCK INC NOTE 0.125% 3/0 852234AF0 40568838 44459000 PRN SOLE 44459000 0 0 BLOCK INC NOTE 0.125% 3/0 852234AF0 19068513 20897000 PRN OTR 1 0 20897000 0 BLOCKCHAIN COINVSTRS ACQ CRP *W EXP 11/01/202 G11765115 19418 1798 SH Call SOLE 1798 0 0 BLOCKCHAIN COINVSTRS ACQ CRP *W EXP 11/01/202 G11765115 7571 701 SH Call OTR 1 0 701 0 BLOOM ENERGY CORP NOTE 2.500% 8/1 093712AH0 20384756 18571000 PRN SOLE 18571000 0 0 BLOOM ENERGY CORP NOTE 2.500% 8/1 093712AH0 9578234 8726000 PRN OTR 1 0 8726000 0 BLUERIVER ACQUISITION CORP *W EXP 01/04/202 G1261Q115 49904 4728 SH Call SOLE 4728 0 0 BLUERIVER ACQUISITION CORP *W EXP 01/04/202 G1261Q115 20456 1938 SH Call OTR 1 0 1938 0 BOOKING HOLDINGS INC COM 09857L108 2775555 9 SH Put SOLE 9 0 0 BOOKING HOLDINGS INC COM 09857L108 23570630 7643 SH SOLE 7643 0 0 BOOKING HOLDINGS INC COM 09857L108 1233580 4 SH Put OTR 1 0 4 0 BOOKING HOLDINGS INC COM 09857L108 10149279 3291 SH OTR 1 0 3291 0 BOX INC NOTE 1/1 10316TAB0 11281158 10434000 PRN SOLE 10434000 0 0 BOX INC NOTE 1/1 10316TAB0 5302166 4904000 PRN OTR 1 0 4904000 0 BRIDGEBIO PHARMA INC NOTE 2.250% 2/0 10806XAD4 9193039 12146000 PRN SOLE 12146000 0 0 BRIDGEBIO PHARMA INC NOTE 2.250% 2/0 10806XAD4 4321017 5709000 PRN OTR 1 0 5709000 0 BRIDGER AEROSPACE GRP HLDGS *W EXP 01/24/202 96812F110 75087 8865 SH Call SOLE 8865 0 0 BRIDGER AEROSPACE GRP HLDGS *W EXP 01/24/202 96812F110 30780 3634 SH Call OTR 1 0 3634 0 CANOPY GROWTH CORP COM 138035100 144275 184306 SH SOLE 184306 0 0 CANOPY GROWTH CORP COM 138035100 1091 1394 SH SOLE 1394 0 0 CANOPY GROWTH CORP COM 138035100 175938 224755 SH OTR 1 0 224755 0 CAPRI HOLDINGS LIMITED SHS G1890L107 13867996 2636 SH Call SOLE 2636 0 0 CAPRI HOLDINGS LIMITED SHS G1890L107 6386854 1214 SH Call OTR 1 0 1214 0 CARDLYTICS INC NOTE 1.000% 9/1 14161WAB1 2351814 3879000 PRN SOLE 3879000 0 0 CARDLYTICS INC NOTE 1.000% 9/1 14161WAB1 1081628 1784000 PRN OTR 1 0 1784000 0 CARMELL THERAPEUTICS CORP *W EXP 07/12/202 142922111 22355 6205 SH Call SOLE 6205 0 0 CARMELL THERAPEUTICS CORP *W EXP 07/12/202 142922111 9165 2544 SH Call OTR 1 0 2544 0 CC NEUBERGER PRINCIPAL HOLDN *W EXP 02/05/202 G1992N126 7728 709 SH Call SOLE 709 0 0 CC NEUBERGER PRINCIPAL HOLDN *W EXP 02/05/202 G1992N126 3161 290 SH Call OTR 1 0 290 0 CERENCE INC NOTE 3.000% 6/0 156727AB5 4824895 5056000 PRN SOLE 5056000 0 0 CERENCE INC NOTE 3.000% 6/0 156727AB5 2219681 2326000 PRN OTR 1 0 2326000 0 CEREVEL THERAPEUTICS HLDNG I COM 15678U128 403855 185 SH Put SOLE 185 0 0 CEREVEL THERAPEUTICS HLDNG I COM 15678U128 185555 85 SH Put OTR 1 0 85 0 CERIDIAN HCM HLDG INC NOTE 0.250% 3/1 15677JAD0 13214804 15007000 PRN SOLE 15007000 0 0 CERIDIAN HCM HLDG INC NOTE 0.250% 3/1 15677JAD0 6109436 6938000 PRN OTR 1 0 6938000 0 CF ACQUISITION CORP IV *W EXP 12/31/202 12520T110 25200 2364 SH Call SOLE 2364 0 0 CF ACQUISITION CORP IV *W EXP 12/31/202 12520T110 10330 969 SH Call OTR 1 0 969 0 CHART INDS INC NOTE 1.000%11/1 16115QAE0 6914277 2379000 PRN SOLE 2379000 0 0 CHART INDS INC NOTE 1.000%11/1 16115QAE0 3255147 1120000 PRN OTR 1 0 1120000 0 CHEESECAKE FACTORY INC NOTE 0.375% 6/1 163072AA9 5078894 6138000 PRN SOLE 6138000 0 0 CHEESECAKE FACTORY INC NOTE 0.375% 6/1 163072AA9 2335067 2822000 PRN OTR 1 0 2822000 0 CHURCHILL CAPITAL CORP V *W EXP 10/29/202 17144T115 9214 886 SH Call SOLE 886 0 0 CHURCHILL CAPITAL CORP V *W EXP 10/29/202 17144T115 3775 363 SH Call OTR 1 0 363 0 CINEMARK HLDGS INC NOTE 4.500% 8/1 17243VAB8 44744587 30615000 PRN SOLE 30615000 0 0 CINEMARK HLDGS INC NOTE 4.500% 8/1 17243VAB8 21477110 14695000 PRN OTR 1 0 14695000 0 COLLEGIUM PHARMACEUTICAL INC NOTE 2.625% 2/1 19459JAA2 1442818 1419000 PRN SOLE 1419000 0 0 COLLEGIUM PHARMACEUTICAL INC NOTE 2.625% 2/1 19459JAA2 575500 566000 PRN OTR 1 0 566000 0 CONSTELLATION ACQUISITN CORP *W EXP 01/29/202 G2R18K113 51015 4728 SH Call SOLE 4728 0 0 CONSTELLATION ACQUISITN CORP *W EXP 01/29/202 G2R18K113 20911 1938 SH Call OTR 1 0 1938 0 CORNER GROWTH ACQUISITION CO *W EXP 99/99/999 G2425N113 64780 5910 SH Call SOLE 5910 0 0 CORNER GROWTH ACQUISITION CO *W EXP 99/99/999 G2425N113 26559 2423 SH Call OTR 1 0 2423 0 CYBERARK SOFTWARE LTD NOTE 11/1 23248VAB1 21526864 18644000 PRN SOLE 18644000 0 0 CYBERARK SOFTWARE LTD NOTE 11/1 23248VAB1 10121460 8766000 PRN OTR 1 0 8766000 0 CYTOKINETICS INC NOTE 3.500% 7/0 23282WAC4 11723395 13514000 PRN SOLE 13514000 0 0 CYTOKINETICS INC NOTE 3.500% 7/0 23282WAC4 5626605 6486000 PRN OTR 1 0 6486000 0 DATADOG INC NOTE 0.125% 6/1 23804LAB9 26927136 22851000 PRN SOLE 22851000 0 0 DATADOG INC NOTE 0.125% 6/1 23804LAB9 12385942 10511000 PRN OTR 1 0 10511000 0 DEXCOM INC COM 252131107 485067 5199 SH OTR 1 0 5199 0 DHC ACQUISITION CORP *W EXP 02/25/202 G2758T117 24704 2364 SH Call SOLE 2364 0 0 DHC ACQUISITION CORP *W EXP 02/25/202 G2758T117 10126 969 SH Call OTR 1 0 969 0 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 6955341 11491000 PRN SOLE 11491000 0 0 DISH NETWORK CORPORATION NOTE 12/1 25470MAF6 4359234 6470000 PRN SOLE 6470000 0 0 DISH NETWORK CORPORATION NOTE 2.375% 3/1 25470MAD1 5463577 5681000 PRN SOLE 5681000 0 0 DISH NETWORK CORPORATION NOTE 2.375% 3/1 25470MAD1 2518766 2619000 PRN OTR 1 0 2619000 0 DISH NETWORK CORPORATION NOTE 12/1 25470MAF6 2090680 3103000 PRN OTR 1 0 3103000 0 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 3290335 5436000 PRN OTR 1 0 5436000 0 DRAFTKINGS INC NEW NOTE 3/1 26142RAB0 4006404 5272000 PRN SOLE 5272000 0 0 DRAFTKINGS INC NEW NOTE 3/1 26142RAB0 1845134 2428000 PRN OTR 1 0 2428000 0 DROPBOX INC NOTE 3/0 26210CAC8 7432034 7868000 PRN SOLE 7868000 0 0 DROPBOX INC NOTE 3/0 26210CAD6 4715861 4965000 PRN SOLE 4965000 0 0 DROPBOX INC NOTE 3/0 26210CAD6 1932886 2035000 PRN OTR 1 0 2035000 0 DROPBOX INC NOTE 3/0 26210CAC8 3046303 3225000 PRN OTR 1 0 3225000 0 DYNAVAX TECHNOLOGIES CORP NOTE 2.500% 5/1 268158AD4 22207292 14582000 PRN SOLE 14582000 0 0 DYNAVAX TECHNOLOGIES CORP NOTE 2.500% 5/1 268158AD4 9774133 6418000 PRN OTR 1 0 6418000 0 ECARX HOLDINGS INC *W EXP 12/20/202 G29201111 27482 8865 SH Call SOLE 8865 0 0 ECARX HOLDINGS INC *W EXP 12/20/202 G29201111 11265 3634 SH Call OTR 1 0 3634 0 ELECTRIQ PWR HLDGS INC *W EXP 07/31/202 285046116 4161 2364 SH Call SOLE 2364 0 0 ELECTRIQ PWR HLDGS INC *W EXP 07/31/202 285046116 1705 969 SH Call OTR 1 0 969 0 ENPHASE ENERGY INC NOTE 3/0 29355AAH0 14489978 16436000 PRN SOLE 16436000 0 0 ENPHASE ENERGY INC NOTE 3/0 29355AAH0 6668422 7564000 PRN OTR 1 0 7564000 0 EURONET WORLDWIDE INC COM 298736109 940732 11851 SH SOLE 11851 0 0 EURONET WORLDWIDE INC COM 298736109 364989 4598 SH OTR 1 0 4598 0 EVENTBRITE INC NOTE 5.000%12/0 29975EAB5 23850432 21491000 PRN SOLE 21491000 0 0 EVENTBRITE INC NOTE 5.000%12/0 29975EAB5 11449672 10317000 PRN OTR 1 0 10317000 0 EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 22455948 20965000 PRN SOLE 20965000 0 0 EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 10778640 10063000 PRN OTR 1 0 10063000 0 EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 12913796 14244000 PRN SOLE 14244000 0 0 EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 5943755 6556000 PRN OTR 1 0 6556000 0 FARFETCH LTD ORD SH CL A 30744W107 1717980 8220 SH Put SOLE 8220 0 0 FARFETCH LTD NOTE 3.750% 5/0 30744WAD9 10670953 19638000 PRN SOLE 19638000 0 0 FARFETCH LTD ORD SH CL A 30744W107 790020 3780 SH Put OTR 1 0 3780 0 FARFETCH LTD NOTE 3.750% 5/0 30744WAD9 4914356 9044000 PRN OTR 1 0 9044000 0 FINSERV ACQUISITION CORP II *W EXP 02/17/202 31809Y111 18386 1773 SH Call SOLE 1773 0 0 FINSERV ACQUISITION CORP II *W EXP 02/17/202 31809Y111 7539 727 SH Call OTR 1 0 727 0 FOREST ROAD ACQUISITION COR *W EXP 01/15/202 34619V111 14676 1418 SH Call SOLE 1418 0 0 FOREST ROAD ACQUISITION COR *W EXP 01/15/202 34619V111 6013 581 SH Call OTR 1 0 581 0 FUBOTV INC NOTE 3.250% 2/1 35953DAB0 4727205 7218000 PRN SOLE 7218000 0 0 FUBOTV INC NOTE 3.250% 2/1 35953DAB0 1892716 2890000 PRN OTR 1 0 2890000 0 GLOBAL PARTNER ACQISTN CORP *W EXP 01/14/202 G3934P128 31973 2955 SH Call SOLE 2955 0 0 GLOBAL PARTNER ACQISTN CORP *W EXP 01/14/202 G3934P128 13103 1211 SH Call OTR 1 0 1211 0 GOAL ACQUISITIONS CORP *W EXP 02/11/202 38021H115 149084 14185 SH Call SOLE 14185 0 0 GOAL ACQUISITIONS CORP *W EXP 02/11/202 38021H115 61116 5815 SH Call OTR 1 0 5815 0 GOL LINHAS AEREAS INTELIGENT SPON ADR PFD NEW 38045R206 694316 2534 SH Put SOLE 2534 0 0 GOL LINHAS AEREAS INTELIGENT SPON ADR PFD NEW 38045R206 277562 1013 SH Put OTR 1 0 1013 0 GOPRO INC NOTE 1.250%11/1 38268TAD5 17940488 20445000 PRN SOLE 20445000 0 0 GOPRO INC NOTE 1.250%11/1 38268TAD5 8042288 9165000 PRN OTR 1 0 9165000 0 GOSSAMER BIO INC NOTE 5.000% 6/0 38341PAA0 8222013 20882000 PRN SOLE 20882000 0 0 GOSSAMER BIO INC NOTE 5.000% 6/0 38341PAA0 3534971 8978000 PRN OTR 1 0 8978000 0 GRACELL BIOTECHNOLOGIES INC SPONSORED ADS 38406L103 542465 188356 SH SOLE 188356 0 0 GRACELL BIOTECHNOLOGIES INC SPONSORED ADS 38406L103 249535 86644 SH OTR 1 0 86644 0 GROUPON INC COM NEW 399473206 26044 17 SH Put SOLE 17 0 0 GROUPON INC NOTE 1.125% 3/1 399473AF4 2265287 3938000 PRN SOLE 3938000 0 0 GROUPON INC COM NEW 399473206 12256 8 SH Put OTR 1 0 8 0 GROUPON INC NOTE 1.125% 3/1 399473AF4 1042331 1812000 PRN OTR 1 0 1812000 0 GUESS INC NOTE 2.000% 4/1 401617AD7 28138740 27587000 PRN SOLE 27587000 0 0 GUESS INC NOTE 2.000% 4/1 401617AD7 13011120 12756000 PRN OTR 1 0 12756000 0 HAEMONETICS CORP MASS NOTE 3/0 405024AB6 14430360 16579000 PRN SOLE 16579000 0 0 HAEMONETICS CORP MASS NOTE 3/0 405024AB6 6782157 7792000 PRN OTR 1 0 7792000 0 IMAX CORP NOTE 0.500% 4/0 45245EAJ8 6355184 6824000 PRN SOLE 6824000 0 0 IMAX CORP NOTE 0.500% 4/0 45245EAJ8 2924279 3140000 PRN OTR 1 0 3140000 0 INSIGHT ENTERPRISES INC NOTE 0.750% 2/1 45765UAB9 42446900 19835000 PRN SOLE 19835000 0 0 INSIGHT ENTERPRISES INC NOTE 0.750% 2/1 45765UAB9 19951220 9323000 PRN OTR 1 0 9323000 0 INVESTCORP INDIA ACQUISTN CO *W EXP 06/01/202 G49219127 38603 3571 SH Call SOLE 3571 0 0 IONIS PHARMACEUTICALS INC NOTE 4/0 462222AD2 13262925 13603000 PRN SOLE 13603000 0 0 IONIS PHARMACEUTICALS INC NOTE 4/0 462222AD2 6251148 6397000 PRN OTR 1 0 6397000 0 ISHARES TR CHINA LG-CAP ETF 464287184 14535787 5479 SH Put SOLE 5479 0 0 ISHARES TR 20 YR TR BD ETF 464287432 9117332 1028 SH Call SOLE 1028 0 0 ISHARES TR CHINA LG-CAP ETF 464287184 5321785 200595 SH SOLE 200595 0 0 ISHARES TR CHINA LG-CAP ETF 464287184 6688213 2521 SH Put OTR 1 0 2521 0 ISHARES TR 20 YR TR BD ETF 464287432 4186168 472 SH Call OTR 1 0 472 0 ISHARES TR CHINA LG-CAP ETF 464287184 2449409 92326 SH OTR 1 0 92326 0 ITRON INC NOTE 3/1 465741AN6 10782023 12498000 PRN SOLE 12498000 0 0 ITRON INC NOTE 3/1 465741AN6 5177925 6002000 PRN OTR 1 0 6002000 0 JAWS MUSTANG ACQUISITION COR *W EXP 01/30/202 G50737124 47600 4432 SH Call SOLE 4432 0 0 JAWS MUSTANG ACQUISITION COR *W EXP 01/30/202 G50737124 19515 1817 SH Call OTR 1 0 1817 0 JUPITER ACQUISITION CORP *W EXP 08/17/202 482082112 18209 1773 SH Call SOLE 1773 0 0 JUPITER ACQUISITION CORP *W EXP 08/17/202 482082112 7466 727 SH Call OTR 1 0 727 0 KARYOPHARM THERAPEUTICS INC NOTE 3.000%10/1 48576UAA4 1837311 2891000 PRN SOLE 2891000 0 0 KARYOPHARM THERAPEUTICS INC NOTE 3.000%10/1 48576UAA4 863683 1359000 PRN OTR 1 0 1359000 0 KERNEL GROUP HOLDINGS INC *W EXP 02/02/202 G5259L129 3756 354 SH Call SOLE 354 0 0 KERNEL GROUP HOLDINGS INC *W EXP 02/02/202 G5259L129 1538 145 SH Call OTR 1 0 145 0 KNIGHTSWAN ACQUISITION CORP *W EXP 99/99/999 499103117 283404 26978 SH Call SOLE 26978 0 0 KNIGHTSWAN ACQUISITION CORP *W EXP 99/99/999 499103117 110523 10521 SH Call OTR 1 0 10521 0 LANDCADIA HOLDINGS IV INC *W EXP 03/29/202 51477A112 9232 886 SH Call SOLE 886 0 0 LANDCADIA HOLDINGS IV INC *W EXP 03/29/202 51477A112 3782 363 SH Call OTR 1 0 363 0 LANVIN GROUP HOLDINGS LIMITE *W EXP 01/14/202 G5380J118 28723 7092 SH Call SOLE 7092 0 0 LITHIUM AMERS CORP NEW NOTE 1.750% 1/1 53680QAA6 6398600 8560000 PRN SOLE 8560000 0 0 LITHIUM AMERS CORP NEW NOTE 1.750% 1/1 53680QAA6 2945150 3940000 PRN OTR 1 0 3940000 0 LIV CAPITAL ACQUISITN CORP I *W EXP 02/07/202 G5510R113 234165 21582 SH Call SOLE 21582 0 0 LIV CAPITAL ACQUISITN CORP I *W EXP 02/07/202 G5510R113 91324 8417 SH Call OTR 1 0 8417 0 LIVE NATION ENTERTAINMENT IN NOTE 2.000% 2/1 538034AU3 12252054 11996000 PRN SOLE 11996000 0 0 LIVE NATION ENTERTAINMENT IN NOTE 2.000% 2/1 538034AU3 5762428 5642000 PRN OTR 1 0 5642000 0 LIVENT CORP NOTE 4.125% 7/1 53814LAB4 29206793 13463000 PRN SOLE 13463000 0 0 LIVENT CORP NOTE 4.125% 7/1 53814LAB4 13728039 6328000 PRN OTR 1 0 6328000 0 MANNKIND CORP NOTE 2.500% 3/0 56400PAQ5 2273389 2155000 PRN SOLE 2155000 0 0 MANNKIND CORP NOTE 2.500% 3/0 56400PAQ5 996915 945000 PRN OTR 1 0 945000 0 MARATHON DIGITAL HOLDINGS IN COM 565788106 3478634 409251 SH SOLE 409251 0 0 MESA LABS INC NOTE 1.375% 8/1 59064RAA7 3398510 3796000 PRN SOLE 3796000 0 0 MESA LABS INC NOTE 1.375% 8/1 59064RAA7 1425297 1592000 PRN OTR 1 0 1592000 0 MICROCHIP TECHNOLOGY INC. COM 595017104 6412666 82161 SH SOLE 82161 0 0 MICROSTRATEGY INC NOTE 0.750%12/1 594972AC5 4674864 4335000 PRN SOLE 4335000 0 0 MICROSTRATEGY INC NOTE 2/1 594972AE1 711844 1021000 PRN SOLE 1021000 0 0 MICROSTRATEGY INC NOTE 2/1 594972AE1 333960 479000 PRN OTR 1 0 479000 0 MICROSTRATEGY INC NOTE 0.750%12/1 594972AC5 1822496 1690000 PRN OTR 1 0 1690000 0 MITEK SYS INC NOTE 0.750% 2/0 606710AA9 2071688 2380000 PRN SOLE 2380000 0 0 MITEK SYS INC NOTE 0.750% 2/0 606710AA9 974912 1120000 PRN OTR 1 0 1120000 0 MONGODB INC NOTE 0.250% 1/1 60937PAD8 23882646 13942000 PRN SOLE 13942000 0 0 MONGODB INC NOTE 0.250% 1/1 60937PAD8 11233854 6558000 PRN OTR 1 0 6558000 0 MOOLEC SCIENCE SA *W EXP 12/30/202 L64875112 45676 16313 SH Call SOLE 16313 0 0 MOOLEC SCIENCE SA *W EXP 12/30/202 L64875112 18726 6688 SH Call OTR 1 0 6688 0 MORINGA ACQUISITION CORP *W EXP 02/22/202 G6S23K124 154169 14183 SH Call SOLE 14183 0 0 MORINGA ACQUISITION CORP *W EXP 02/22/202 G6S23K124 63220 5816 SH Call OTR 1 0 5816 0 MOVELLA HOLDINGS INC *W EXP 02/10/202 62459N113 760 1418 SH Call SOLE 1418 0 0 MOVELLA HOLDINGS INC *W EXP 02/10/202 62459N113 312 581 SH Call OTR 1 0 581 0 NATERA INC NOTE 2.250% 5/0 632307AB0 4082544 3081000 PRN SOLE 3081000 0 0 NATERA INC NOTE 2.250% 5/0 632307AB0 1880276 1419000 PRN OTR 1 0 1419000 0 NATIONAL VISION HLDGS INC NOTE 2.500% 5/1 63845RAB3 15288768 15878000 PRN SOLE 15878000 0 0 NATIONAL VISION HLDGS INC NOTE 2.500% 5/1 63845RAB3 7339148 7622000 PRN OTR 1 0 7622000 0 NET POWER INC *W EXP 06/08/202 64107A113 2673 177 SH Call SOLE 177 0 0 NET POWER INC *W EXP 06/08/202 64107A113 1087 72 SH Call OTR 1 0 72 0 NICE LTD NOTE 9/1 653656AB4 3218528 3560000 PRN SOLE 3560000 0 0 NICE LTD NOTE 9/1 653656AB4 1482693 1640000 PRN OTR 1 0 1640000 0 NIO INC NOTE 4.500% 2/0 62914VAB2 1471675 1369000 PRN SOLE 1369000 0 0 NIO INC NOTE 4.500% 2/0 62914VAB2 678325 631000 PRN OTR 1 0 631000 0 NORTHERN REVIVAL ACQUISITION *W EXP 01/31/202 G6546R119 63888 5910 SH Call SOLE 5910 0 0 NORTHERN REVIVAL ACQUISITION *W EXP 01/31/202 G6546R119 26193 2423 SH Call OTR 1 0 2423 0 NORTHERN STAR INVSTMNT CORP *W EXP 01/31/202 66573W115 14478 1418 SH Call SOLE 1418 0 0 NORTHERN STAR INVSTMNT CORP *W EXP 01/31/202 66573W115 5942 582 SH Call OTR 1 0 582 0 NOVA LTD NOTE 10/1 66980MAB2 19924273 12937000 PRN SOLE 12937000 0 0 NOVA LTD NOTE 10/1 66980MAB2 8567576 5563000 PRN OTR 1 0 5563000 0 NOVOCURE LTD NOTE 11/0 67011XAB9 25815417 29997000 PRN SOLE 29997000 0 0 NOVOCURE LTD NOTE 11/0 67011XAB9 12911582 15003000 PRN OTR 1 0 15003000 0 NUBURU INC *W EXP 01/31/202 67021W111 2312 6645 SH Call SOLE 6645 0 0 NUBURU INC *W EXP 01/31/202 67021W111 1133 3255 SH Call OTR 1 0 3255 0 NUTANIX INC NOTE 0.250%10/0 67059NAH1 6082480 6809000 PRN SOLE 6809000 0 0 NUTANIX INC NOTE 0.250%10/0 67059NAH1 2850520 3191000 PRN OTR 1 0 3191000 0 OCA ACQUISITION CORP *W EXP 01/14/202 670865112 39240 3688 SH Call SOLE 3688 0 0 OCA ACQUISITION CORP *W EXP 01/14/202 670865112 16088 1512 SH Call OTR 1 0 1512 0 OCCIDENTAL PETE CORP COM 674599105 259520 4000 SH SOLE 4000 0 0 OCCIDENTAL PETE CORP COM 674599105 129760 2000 SH OTR 1 0 2000 0 OCULIS HOLDING AG *W EXP 03/06/202 H5870P110 65010 5910 SH Call SOLE 5910 0 0 OCULIS HOLDING AG *W EXP 03/06/202 H5870P110 26653 2423 SH Call OTR 1 0 2423 0 OKTA INC NOTE 0.125% 9/0 679295AD7 6706266 7382000 PRN SOLE 7382000 0 0 OKTA INC NOTE 0.125% 9/0 679295AD7 3286816 3618000 PRN OTR 1 0 3618000 0 OMEROS CORP NOTE 5.250% 2/1 682143AG7 12020523 19790000 PRN SOLE 19790000 0 0 OMEROS CORP NOTE 5.250% 2/1 682143AG7 4810032 7919000 PRN OTR 1 0 7919000 0 OXUS ACQUISITION CORP *W EXP 99/99/999 G6859L121 39148 3546 SH Call SOLE 3546 0 0 OXUS ACQUISITION CORP *W EXP 99/99/999 G6859L121 16052 1454 SH Call OTR 1 0 1454 0 PAGERDUTY INC NOTE 1.250% 7/0 69553PAB6 40310127 42114000 PRN SOLE 42114000 0 0 PAGERDUTY INC NOTE 1.250% 7/0 69553PAB6 18673371 19509000 PRN OTR 1 0 19509000 0 PDD HOLDINGS INC NOTE 10/0 722304AB8 61386760 26632000 PRN SOLE 26632000 0 0 PDD HOLDINGS INC NOTE 10/0 722304AB8 28849380 12516000 PRN OTR 1 0 12516000 0 PEGASYSTEMS INC NOTE 0.750% 3/0 705573AB9 1633054 1785000 PRN SOLE 1785000 0 0 PEGASYSTEMS INC NOTE 0.750% 3/0 705573AB9 654136 715000 PRN OTR 1 0 715000 0 PERFICIENT INC NOTE 0.125%11/1 71375UAF8 4080545 5069000 PRN SOLE 5069000 0 0 PERFICIENT INC NOTE 0.125%11/1 71375UAF8 1916705 2381000 PRN OTR 1 0 2381000 0 PETIQ INC NOTE 4.000% 6/0 71639TAB2 5332768 5442000 PRN SOLE 5442000 0 0 PETIQ INC NOTE 4.000% 6/0 71639TAB2 2460599 2511000 PRN OTR 1 0 2511000 0 PLUM ACQUISITION CORP I *W EXP 03/18/202 G7134L118 15073 1418 SH Call SOLE 1418 0 0 PLUM ACQUISITION CORP I *W EXP 03/18/202 G7134L118 6176 581 SH Call OTR 1 0 581 0 PRIVETERRA ACQUISITION CORP *W EXP 01/07/202 876545112 38297 3546 SH Call SOLE 3546 0 0 PRIVETERRA ACQUISITION CORP *W EXP 01/07/202 876545112 15703 1454 SH Call OTR 1 0 1454 0 PROS HOLDINGS INC NOTE 1.000% 5/1 74346YAH6 6282601 6505000 PRN SOLE 6505000 0 0 PROS HOLDINGS INC NOTE 1.000% 5/1 74346YAH6 3079005 3188000 PRN OTR 1 0 3188000 0 PROSPECTOR CAPITAL CORP *W EXP 01/11/202 G7273A113 101792 9469 SH Call SOLE 9469 0 0 PROSPECTOR CAPITAL CORP *W EXP 01/11/202 G7273A113 41732 3882 SH Call OTR 1 0 3882 0 PTC THERAPEUTICS INC NOTE 1.500% 9/1 69366JAD3 11012777 13629000 PRN SOLE 13629000 0 0 PTC THERAPEUTICS INC NOTE 1.500% 9/1 69366JAD3 5068027 6272000 PRN OTR 1 0 6272000 0 QUADRO ACQUISITION ONE CORP *W EXP 06/30/202 G52807115 25295 2364 SH Call SOLE 2364 0 0 QUADRO ACQUISITION ONE CORP *W EXP 06/30/202 G52807115 10349 969 SH Call OTR 1 0 969 0 REPLIGEN CORP NOTE 0.375% 7/1 759916AB5 34568107 24156000 PRN SOLE 24156000 0 0 REPLIGEN CORP NOTE 0.375% 7/1 759916AB5 16246552 11353000 PRN OTR 1 0 11353000 0 RMG ACQUISITION CORP III *W EXP 02/08/202 G76088122 74821 7092 SH Call SOLE 7092 0 0 RMG ACQUISITION CORP III *W EXP 02/08/202 G76088122 30669 2907 SH Call OTR 1 0 2907 0 ROADZEN INC *W EXP 11/30/202 G7606H116 14999 3597 SH Call SOLE 3597 0 0 ROADZEN INC *W EXP 11/30/202 G7606H116 5851 1403 SH Call OTR 1 0 1403 0 SCILEX HOLDING CO *W EXP 11/10/202 80880W114 11661 8329 SH Call SOLE 8329 0 0 SCILEX HOLDING CO *W EXP 11/10/202 80880W114 4780 3414 SH Call OTR 1 0 3414 0 SEA LTD NOTE 2.375%12/0 81141RAF7 29505899 30822000 PRN SOLE 30822000 0 0 SEA LTD NOTE 1.000%12/0 81141RAD2 18854357 16932000 PRN SOLE 16932000 0 0 SEA LTD NOTE 1.000%12/0 81141RAD2 8929429 8019000 PRN OTR 1 0 8019000 0 SEA LTD NOTE 2.375%12/0 81141RAF7 13572599 14178000 PRN OTR 1 0 14178000 0 SELINA HOSPITALITY PLC *W EXP 10/27/202 G8059B119 830 2364 SH Call SOLE 2364 0 0 SELINA HOSPITALITY PLC ORDINARY SHARES G8059B101 1568 4465 SH SOLE 4465 0 0 SELINA HOSPITALITY PLC *W EXP 10/27/202 G8059B119 340 969 SH Call OTR 1 0 969 0 SELINA HOSPITALITY PLC ORDINARY SHARES G8059B101 627 1785 SH OTR 1 0 1785 0 SEMANTIX INC *W EXP 08/03/202 G6332A114 6347 3546 SH Call SOLE 3546 0 0 SEMANTIX INC *W EXP 08/03/202 G6332A114 2603 1454 SH Call OTR 1 0 1454 0 SHAKE SHACK INC NOTE 3/0 819047AB7 3723895 4983000 PRN SOLE 4983000 0 0 SHAKE SHACK INC NOTE 3/0 819047AB7 1638873 2193000 PRN OTR 1 0 2193000 0 SHIFT4 PMTS INC NOTE 12/1 82452JAB5 15484768 15646000 PRN SOLE 15646000 0 0 SHIFT4 PMTS INC NOTE 12/1 82452JAB5 7278217 7354000 PRN OTR 1 0 7354000 0 SHOPIFY INC NOTE 0.125%11/0 82509LAA5 11148567 12504000 PRN SOLE 12504000 0 0 SHOPIFY INC NOTE 0.125%11/0 82509LAA5 4461566 5004000 PRN OTR 1 0 5004000 0 SHOULDERUP TECHNOLOGY ACQUIS *W EXP 11/17/202 82537G112 37912 3597 SH Call SOLE 3597 0 0 SHOULDERUP TECHNOLOGY ACQUIS *W EXP 11/17/202 82537G112 14788 1403 SH Call OTR 1 0 1403 0 SLAM CORP *W EXP 02/23/202 G8210L121 19113 1773 SH Call SOLE 1773 0 0 SLAM CORP *W EXP 02/23/202 G8210L121 7837 727 SH Call OTR 1 0 727 0 SNAP INC NOTE 0.250% 5/0 83304AAD8 12270892 13249000 PRN SOLE 13249000 0 0 SNAP INC NOTE 0.250% 5/0 83304AAD8 4902244 5293000 PRN OTR 1 0 5293000 0 SOCIAL LEVERAGE ACQUISN CORP *W EXP 02/17/202 83363K110 18085 1773 SH Call SOLE 1773 0 0 SOCIAL LEVERAGE ACQUISN CORP *W EXP 02/17/202 83363K110 7415 727 SH Call OTR 1 0 727 0 SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6 34826886 38019000 PRN SOLE 38019000 0 0 SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6 16023354 17492000 PRN OTR 1 0 17492000 0 SOUTHWEST AIRLS CO COM 844741108 12165258 4494 SH Call SOLE 4494 0 0 SOUTHWEST AIRLS CO COM 844741108 5335416 197097 SH SOLE 197097 0 0 SOUTHWEST AIRLS CO COM 844741108 5110816 1888 SH Call OTR 1 0 1888 0 SOUTHWEST AIRLS CO COM 844741108 2240070 82751 SH OTR 1 0 82751 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 17654924 413 SH Put SOLE 413 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 7154733 16737 SH SOLE 16737 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 7993876 187 SH Put OTR 1 0 187 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 3285184 7685 SH OTR 1 0 7685 0 SPDR SER TR S&P RETAIL ETF 78464A714 6250322 1027 SH Put SOLE 1027 0 0 SPDR SER TR S&P RETAIL ETF 78464A714 2878678 473 SH Put OTR 1 0 473 0 SPOTIFY USA INC NOTE 3/1 84921RAB6 14493366 17007000 PRN SOLE 17007000 0 0 SPOTIFY USA INC NOTE 3/1 84921RAB6 6811635 7993000 PRN OTR 1 0 7993000 0 STANDARD BIOTOOLS INC NOTE 5.250%12/0 34385PAF5 8171118 6738000 PRN SOLE 6738000 0 0 STANDARD BIOTOOLS INC NOTE 5.250%12/0 34385PAF5 3349455 2762000 PRN OTR 1 0 2762000 0 STARWOOD PPTY TR INC NOTE 6.750% 7/1 85571BBA2 9386213 9184000 PRN SOLE 9184000 0 0 STARWOOD PPTY TR INC NOTE 6.750% 7/1 85571BBA2 4411030 4316000 PRN OTR 1 0 4316000 0 SUNNOVA ENERGY INTL INC. NOTE 0.250%12/0 86745KAF1 14779010 22815000 PRN SOLE 22815000 0 0 SUNNOVA ENERGY INTL INC. NOTE 2.625% 2/1 86745KAH7 3224684 5136000 PRN SOLE 5136000 0 0 SUNNOVA ENERGY INTL INC. NOTE 2.625% 2/1 86745KAH7 1484259 2364000 PRN OTR 1 0 2364000 0 SUNNOVA ENERGY INTL INC. NOTE 0.250%12/0 86745KAF1 6798409 10495000 PRN OTR 1 0 10495000 0 SUNRUN INC NOTE 2/0 86771WAB1 8651290 11902000 PRN SOLE 11902000 0 0 SUNRUN INC NOTE 2/0 86771WAB1 4238420 5831000 PRN OTR 1 0 5831000 0 THE REALREAL INC NOTE 3.000% 6/1 88339PAB7 11162937 15612000 PRN SOLE 15612000 0 0 THE REALREAL INC NOTE 1.000% 3/0 88339PAD3 959771 2053000 PRN SOLE 2053000 0 0 THE REALREAL INC NOTE 1.000% 3/0 88339PAD3 442720 947000 PRN OTR 1 0 947000 0 THE REALREAL INC NOTE 3.000% 6/1 88339PAB7 4988715 6977000 PRN OTR 1 0 6977000 0 THUNDER BRIDGE CAP PRTNRS II *W EXP 02/01/202 88605T118 14648 1418 SH Call SOLE 1418 0 0 THUNDER BRIDGE CAP PRTNRS II *W EXP 02/01/202 88605T118 6002 581 SH Call OTR 1 0 581 0 TRISALUS LIFE SCIENCES INC *W EXP 08/10/202 89680M119 6052 1182 SH Call SOLE 1182 0 0 TRISALUS LIFE SCIENCES INC *W EXP 08/10/202 89680M119 2478 484 SH Call OTR 1 0 484 0 UNITED HOMES GROUP INC *W EXP 03/30/202 91060H116 19858 3546 SH Call SOLE 3546 0 0 UNITED HOMES GROUP INC *W EXP 03/30/202 91060H116 8142 1454 SH Call OTR 1 0 1454 0 UPSTART HLDGS INC COM 91680M107 6452894 2261 SH Put SOLE 2261 0 0 UPSTART HLDGS INC NOTE 0.250% 8/1 91680MAB3 12310575 18582000 PRN SOLE 18582000 0 0 UPSTART HLDGS INC COM 91680M107 2965306 1039 SH Put OTR 1 0 1039 0 UPSTART HLDGS INC NOTE 0.250% 8/1 91680MAB3 5663050 8548000 PRN OTR 1 0 8548000 0 VAREX IMAGING CORP NOTE 4.000% 6/0 92214XAB2 3860308 3401000 PRN SOLE 3401000 0 0 VAREX IMAGING CORP NOTE 4.000% 6/0 92214XAB2 1814947 1599000 PRN OTR 1 0 1599000 0 VARONIS SYS INC NOTE 1.250% 8/1 922280AB8 12320909 10473000 PRN SOLE 10473000 0 0 VARONIS SYS INC NOTE 1.250% 8/1 922280AB8 5913989 5027000 PRN OTR 1 0 5027000 0 VERINT SYSTEMS INC NOTE 0.250% 4/1 92343XAC4 11938293 13949000 PRN SOLE 13949000 0 0 VERINT SYSTEMS INC NOTE 0.250% 4/1 92343XAC4 5610972 6556000 PRN OTR 1 0 6556000 0 VNET GROUP INC SPONSORED ADS A 90138A103 2288656 7312 SH Put SOLE 7312 0 0 VNET GROUP INC NOTE 2/0 90138VAB3 7963040 10144000 PRN SOLE 10144000 0 0 VNET GROUP INC SPONSORED ADS A 90138A103 1053245 3365 SH Put OTR 1 0 3365 0 VNET GROUP INC NOTE 2/0 90138VAB3 3666735 4671000 PRN OTR 1 0 4671000 0 WAYFAIR INC NOTE 1.000% 8/1 94419LAF8 7019735 8562000 PRN SOLE 8562000 0 0 WAYFAIR INC NOTE 1.000% 8/1 94419LAF8 3228652 3938000 PRN OTR 1 0 3938000 0 WELLS FARGO CO NEW COM 949746101 4167720 1020 SH Put SOLE 1020 0 0 WELLS FARGO CO NEW COM 949746101 1681103 41143 SH SOLE 41143 0 0 WELLS FARGO CO NEW COM 949746101 1961280 480 SH Put OTR 1 0 480 0 WELLS FARGO CO NEW COM 949746101 787372 19270 SH OTR 1 0 19270 0 XOMETRY INC NOTE 1.000% 2/0 98423FAB5 3742562 5210000 PRN SOLE 5210000 0 0 XOMETRY INC NOTE 1.000% 2/0 98423FAB5 1645003 2290000 PRN OTR 1 0 2290000 0 YOTTA ACQUISITION CORPORATIO *W EXP 03/15/202 98741Y111 3791 357 SH Call SOLE 357 0 0 YOTTA ACQUISITION CORPORATIO RIGHT 03/15/2027 98741Y129 42 357 SH SOLE 357 0 0 YOTTA ACQUISITION CORPORATIO *W EXP 03/15/202 98741Y111 1519 143 SH Call OTR 1 0 143 0 YOTTA ACQUISITION CORPORATIO RIGHT 03/15/2027 98741Y129 17 143 SH OTR 1 0 143 0 ZSCALER INC NOTE 0.125% 7/0 98980GAB8 45813739 38070000 PRN SOLE 38070000 0 0 ZSCALER INC NOTE 0.125% 7/0 98980GAB8 17868202 14848000 PRN OTR 1 0 14848000 0 ZTO EXPRESS CAYMAN INC NOTE 1.500% 9/0 98980AAB1 7942118 8219000 PRN SOLE 8219000 0 0 ZTO EXPRESS CAYMAN INC NOTE 1.500% 9/0 98980AAB1 3653626 3781000 PRN OTR 1 0 3781000 0