Chief Compliance Officer

0001420506-24-000419.txt : 20240214 0001420506-24-000419.hdr.sgml : 20240214 20240214120027 ACCESSION NUMBER: 0001420506-24-000419 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20231231 FILED AS OF DATE: 20240214 DATE AS OF CHANGE: 20240214 EFFECTIVENESS DATE: 20240214 FILER: COMPANY DATA: COMPANY CONFORMED NAME: DeepCurrents Investment Group LLC CENTRAL INDEX KEY: 0001754535 ORGANIZATION NAME: 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: 24634746 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 12-31-2023 12-31-2023 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 02-14-2024 1 299 2759647258 false 1 0001454027 028-13309 Verition Fund Management LLC INFORMATION TABLE 2 Form13F_InfoTable.xml INFORMATION TABLE FOR DEEPCURRENTS INVESTMENT GROUP LLC (7151) 2U INC NOTE 2.250% 5/0 90214JAB7 7696801 14849000 PRN SOLE 14849000 0 0 2U INC NOTE 2.250% 5/0 90214JAB7 3544914 6839000 PRN OTR 1 0 6839000 0 3D SYS CORP DEL NOTE 11/1 88554DAD8 6486529 8493000 PRN SOLE 8493000 0 0 3D SYS CORP DEL NOTE 11/1 88554DAD8 2983385 3907000 PRN OTR 1 0 3907000 0 8X8 INC NEW NOTE 4.000% 2/0 282914AE0 775629 924000 PRN SOLE 924000 0 0 8X8 INC NEW NOTE 4.000% 2/0 282914AE0 291280 347000 PRN OTR 1 0 347000 0 ACCURAY INC DEL NOTE 3.750% 6/0 004397AK1 3430802 3808000 PRN SOLE 3808000 0 0 ACCURAY INC DEL NOTE 3.750% 6/0 004397AK1 1614495 1792000 PRN OTR 1 0 1792000 0 AFFIRM HLDGS INC NOTE 11/1 00827BAB2 14125808 17237000 PRN SOLE 17237000 0 0 AFFIRM HLDGS INC NOTE 11/1 00827BAB2 6498675 7930000 PRN OTR 1 0 7930000 0 AIRBNB INC NOTE 3/1 009066AB7 31843682 35323000 PRN SOLE 35323000 0 0 AIRBNB INC NOTE 3/1 009066AB7 15267804 16936000 PRN OTR 1 0 16936000 0 ALARM COM HLDGS INC NOTE 1/1 011642AB1 4623401 5196000 PRN SOLE 5196000 0 0 ALARM COM HLDGS INC NOTE 1/1 011642AB1 1802735 2026000 PRN OTR 1 0 2026000 0 ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 13269712 1712 SH Call SOLE 1712 0 0 ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 6107788 788 SH Call OTR 1 0 788 0 ALPHATEC HLDGS INC NOTE 0.750% 8/0 02081GAB8 23958053 22601000 PRN SOLE 22601000 0 0 ALPHATEC HLDGS INC NOTE 0.750% 8/0 02081GAB8 11023398 10399000 PRN OTR 1 0 10399000 0 ANTERO RESOURCES CORP COM 03674X106 1553580 685 SH Call SOLE 685 0 0 ANTERO RESOURCES CORP COM 03674X106 714420 315 SH Call OTR 1 0 315 0 APELLIS PHARMACEUTICALS INC NOTE 3.500% 9/1 03753UAB2 45208807 27759000 PRN SOLE 27759000 0 0 APELLIS PHARMACEUTICALS INC NOTE 3.500% 9/1 03753UAB2 20795823 12769000 PRN OTR 1 0 12769000 0 ARES CAPITAL CORP COM 04010L103 340650 17007 SH SOLE 17007 0 0 ARTIVION INC NOTE 4.250% 7/0 228903AB6 15915329 15050000 PRN SOLE 15050000 0 0 ARTIVION INC NOTE 4.250% 7/0 228903AB6 7323167 6925000 PRN OTR 1 0 6925000 0 AURORA CANNABIS INC NOTE 5.500% 2/2 05156XAG3 1105950 1095000 PRN SOLE 1095000 0 0 AURORA CANNABIS INC NOTE 5.500% 2/2 05156XAG3 510050 505000 PRN OTR 1 0 505000 0 AXON ENTERPRISE INC NOTE 0.500%12/1 05464CAB7 19077565 15100000 PRN SOLE 15100000 0 0 AXON ENTERPRISE INC NOTE 0.500%12/1 05464CAB7 9349271 7400000 PRN OTR 1 0 7400000 0 BENTLEY SYS INC NOTE 0.375% 7/0 08265TAD1 3432642 3818000 PRN SOLE 3818000 0 0 BENTLEY SYS INC NOTE 0.375% 7/0 08265TAD1 1512232 1682000 PRN OTR 1 0 1682000 0 BEYOND MEAT INC COM 08862E109 1920620 2158 SH Put SOLE 2158 0 0 BEYOND MEAT INC NOTE 3/1 08862EAB5 5339763 28848000 PRN SOLE 28848000 0 0 BEYOND MEAT INC COM 08862E109 749380 842 SH Put OTR 1 0 842 0 BEYOND MEAT INC NOTE 3/1 08862EAB5 2082375 11250000 PRN OTR 1 0 11250000 0 BILIBILI INC NOTE 1.375% 4/0 090040AB2 34830777 35377000 PRN SOLE 35377000 0 0 BILIBILI INC NOTE 1.375% 4/0 090040AB2 16021745 16273000 PRN OTR 1 0 16273000 0 BILL HOLDINGS INC NOTE 12/0 090043AB6 50315761 53573000 PRN SOLE 53573000 0 0 BILL HOLDINGS INC NOTE 12/0 090043AB6 23149402 24648000 PRN OTR 1 0 24648000 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 1407732 146 SH Put SOLE 146 0 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 10549312 109410 SH SOLE 109410 0 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 568878 59 SH Put OTR 1 0 59 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 4220689 43774 SH OTR 1 0 43774 0 BLACKLINE INC NOTE 0.125% 8/0 09239BAB5 5308459 5177000 PRN SOLE 5177000 0 0 BLACKLINE INC NOTE 0.125% 8/0 09239BAB5 2279449 2223000 PRN OTR 1 0 2223000 0 BLOCK INC NOTE 0.125% 3/0 852234AF0 39119924 39820000 PRN SOLE 39820000 0 0 BLOCK INC NOTE 0.125% 3/0 852234AF0 17996934 18319000 PRN OTR 1 0 18319000 0 BLOOM ENERGY CORP NOTE 2.500% 8/1 093712AH0 28233654 24518000 PRN SOLE 24518000 0 0 BLOOM ENERGY CORP NOTE 2.500% 8/1 093712AH0 12988310 11279000 PRN OTR 1 0 11279000 0 BOOKING HOLDINGS INC COM 09857L108 5320830 15 SH Put SOLE 15 0 0 BOOKING HOLDINGS INC COM 09857L108 27398727 7724 SH SOLE 7724 0 0 BOOKING HOLDINGS INC COM 09857L108 2483054 7 SH Put OTR 1 0 7 0 BOOKING HOLDINGS INC COM 09857L108 11787412 3323 SH OTR 1 0 3323 0 BOX INC NOTE 1/1 10316TAB0 11665891 10434000 PRN SOLE 10434000 0 0 BOX INC NOTE 1/1 10316TAB0 5482991 4904000 PRN OTR 1 0 4904000 0 BRIDGEBIO PHARMA INC NOTE 2.250% 2/0 10806XAD4 10291305 12146000 PRN SOLE 12146000 0 0 BRIDGEBIO PHARMA INC NOTE 2.250% 2/0 10806XAD4 4837236 5709000 PRN OTR 1 0 5709000 0 CAPRI HOLDINGS LIMITED SHS G1890L107 13243264 2636 SH Call SOLE 2636 0 0 CAPRI HOLDINGS LIMITED SHS G1890L107 6099136 1214 SH Call OTR 1 0 1214 0 CARDLYTICS INC NOTE 1.000% 9/1 14161WAB1 5317774 8462000 PRN SOLE 8462000 0 0 CARDLYTICS INC NOTE 1.000% 9/1 14161WAB1 2448363 3896000 PRN OTR 1 0 3896000 0 CERENCE INC NOTE 3.000% 6/0 156727AB5 9478700 9848000 PRN SOLE 9848000 0 0 CERENCE INC NOTE 3.000% 6/0 156727AB5 4363975 4534000 PRN OTR 1 0 4534000 0 CEREVEL THERAPEUTICS HLDNG I COM 15678U128 784400 185 SH Put SOLE 185 0 0 CEREVEL THERAPEUTICS HLDNG I COM 15678U128 360400 85 SH Put OTR 1 0 85 0 CERIDIAN HCM HLDG INC NOTE 0.250% 3/1 15677JAD0 14348383 15919000 PRN SOLE 15919000 0 0 CERIDIAN HCM HLDG INC NOTE 0.250% 3/1 15677JAD0 6632939 7359000 PRN OTR 1 0 7359000 0 CHART INDS INC NOTE 1.000%11/1 16115QAE0 5566494 2379000 PRN SOLE 2379000 0 0 CHART INDS INC NOTE 1.000%11/1 16115QAE0 2620628 1120000 PRN OTR 1 0 1120000 0 CHEESECAKE FACTORY INC NOTE 0.375% 6/1 163072AA9 5314630 6138000 PRN SOLE 6138000 0 0 CHEESECAKE FACTORY INC NOTE 0.375% 6/1 163072AA9 2443448 2822000 PRN OTR 1 0 2822000 0 CINEMARK HLDGS INC NOTE 4.500% 8/1 17243VAB8 36956037 30615000 PRN SOLE 30615000 0 0 CINEMARK HLDGS INC NOTE 4.500% 8/1 17243VAB8 17738658 14695000 PRN OTR 1 0 14695000 0 COINBASE GLOBAL INC NOTE 0.500% 6/0 19260QAB3 2523274 2782000 PRN SOLE 2782000 0 0 COINBASE GLOBAL INC NOTE 0.500% 6/0 19260QAB3 1163681 1283000 PRN OTR 1 0 1283000 0 COLLEGIUM PHARMACEUTICAL INC NOTE 2.625% 2/1 19459JAA2 1749075 1419000 PRN SOLE 1419000 0 0 COLLEGIUM PHARMACEUTICAL INC NOTE 2.625% 2/1 19459JAA2 697658 566000 PRN OTR 1 0 566000 0 CUTERA INC NOTE 4.000% 6/0 232109AG3 1731634 7573000 PRN SOLE 7573000 0 0 CUTERA INC NOTE 4.000% 6/0 232109AG3 797334 3487000 PRN OTR 1 0 3487000 0 CYBERARK SOFTWARE LTD NOTE 11/1 23248VAB1 31497386 22198000 PRN SOLE 22198000 0 0 CYBERARK SOFTWARE LTD NOTE 11/1 23248VAB1 14490103 10212000 PRN OTR 1 0 10212000 0 CYTOKINETICS INC NOTE 3.500% 7/0 23282WAC4 23856953 13514000 PRN SOLE 13514000 0 0 CYTOKINETICS INC NOTE 3.500% 7/0 23282WAC4 11450067 6486000 PRN OTR 1 0 6486000 0 DATADOG INC NOTE 0.125% 6/1 23804LAB9 45939767 32779000 PRN SOLE 32779000 0 0 DATADOG INC NOTE 0.125% 6/1 23804LAB9 21138825 15083000 PRN OTR 1 0 15083000 0 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 6254298 11491000 PRN SOLE 11491000 0 0 DISH NETWORK CORPORATION NOTE 12/1 25470MAF6 4059232 6470000 PRN SOLE 6470000 0 0 DISH NETWORK CORPORATION NOTE 2.375% 3/1 25470MAD1 10340467 10474000 PRN SOLE 10474000 0 0 DISH NETWORK CORPORATION NOTE 12/1 25470MAF6 1946800 3103000 PRN OTR 1 0 3103000 0 DISH NETWORK CORPORATION NOTE 2.375% 3/1 25470MAD1 4764473 4826000 PRN OTR 1 0 4826000 0 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 2958695 5436000 PRN OTR 1 0 5436000 0 DRAFTKINGS INC NEW NOTE 3/1 26142RAB0 11494728 14173000 PRN SOLE 14173000 0 0 DRAFTKINGS INC NEW NOTE 3/1 26142RAB0 5293593 6527000 PRN OTR 1 0 6527000 0 DROPBOX INC NOTE 3/0 26210CAC8 7748288 7868000 PRN SOLE 7868000 0 0 DROPBOX INC NOTE 3/0 26210CAD6 4987451 4965000 PRN SOLE 4965000 0 0 DROPBOX INC NOTE 3/0 26210CAC8 3175932 3225000 PRN OTR 1 0 3225000 0 DROPBOX INC NOTE 3/0 26210CAD6 2044202 2035000 PRN OTR 1 0 2035000 0 DYNAVAX TECHNOLOGIES CORP NOTE 2.500% 5/1 268158AD4 21242140 14582000 PRN SOLE 14582000 0 0 DYNAVAX TECHNOLOGIES CORP NOTE 2.500% 5/1 268158AD4 9349338 6418000 PRN OTR 1 0 6418000 0 ENDEAVOR GROUP HLDGS INC CL A COM 29260Y109 896994 378 SH Put SOLE 378 0 0 ENDEAVOR GROUP HLDGS INC CL A COM 29260Y109 412902 174 SH Put OTR 1 0 174 0 ENPHASE ENERGY INC NOTE 3/0 29355AAH0 2217548 2418000 PRN SOLE 2418000 0 0 ENPHASE ENERGY INC NOTE 3/0 29355AAH0 1022567 1115000 PRN OTR 1 0 1115000 0 EURONET WORLDWIDE INC COM 298736109 1279484 12607 SH SOLE 12607 0 0 EURONET WORLDWIDE INC COM 298736109 496388 4891 SH OTR 1 0 4891 0 EVENTBRITE INC NOTE 5.000%12/0 29975EAB5 22543845 21491000 PRN SOLE 21491000 0 0 EVENTBRITE INC NOTE 5.000%12/0 29975EAB5 10822430 10317000 PRN OTR 1 0 10317000 0 EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 28218716 24677000 PRN SOLE 24677000 0 0 EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 12980130 11351000 PRN OTR 1 0 11351000 0 EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 11921713 12258000 PRN SOLE 12258000 0 0 EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 4371404 3817000 PRN SOLE 3817000 0 0 EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 5487217 5642000 PRN OTR 1 0 5642000 0 EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 2013342 1758000 PRN OTR 1 0 1758000 0 FUBOTV INC COM 35953D104 762246 2397 SH Put SOLE 2397 0 0 FUBOTV INC NOTE 3.250% 2/1 35953DAB0 6169921 8636000 PRN SOLE 8636000 0 0 FUBOTV INC COM 35953D104 350754 1103 SH Put OTR 1 0 1103 0 FUBOTV INC NOTE 3.250% 2/1 35953DAB0 2837764 3972000 PRN OTR 1 0 3972000 0 GAMESTOP CORP NEW CL A 36467W109 799368 456 SH Call SOLE 456 0 0 GAMESTOP CORP NEW CL A 36467W109 369883 211 SH Call OTR 1 0 211 0 GOAL ACQUISITIONS CORP *W EXP 02/11/202 38021H115 152631 14185 SH Call SOLE 14185 0 0 GOL LINHAS AEREAS INTELIGENT SPON ADR PFD NEW 38045R206 917308 2534 SH Put SOLE 2534 0 0 GOL LINHAS AEREAS INTELIGENT SPON ADR PFD NEW 38045R206 366706 1013 SH Put OTR 1 0 1013 0 GOPRO INC NOTE 1.250%11/1 38268TAD5 18339143 20445000 PRN SOLE 20445000 0 0 GOPRO INC NOTE 1.250%11/1 38268TAD5 8220996 9165000 PRN OTR 1 0 9165000 0 GOSSAMER BIO INC NOTE 5.000% 6/0 38341PAA0 8074024 20882000 PRN SOLE 20882000 0 0 GOSSAMER BIO INC NOTE 5.000% 6/0 38341PAA0 3471344 8978000 PRN OTR 1 0 8978000 0 GROUPON INC NOTE 1.125% 3/1 399473AF4 3243888 5307000 PRN SOLE 5307000 0 0 GROUPON INC NOTE 1.125% 3/1 399473AF4 1493276 2443000 PRN OTR 1 0 2443000 0 GUESS INC NOTE 2.000% 4/1 401617AD7 30066902 28545000 PRN SOLE 28545000 0 0 GUESS INC NOTE 2.000% 4/1 401617AD7 13901665 13198000 PRN OTR 1 0 13198000 0 HAEMONETICS CORP MASS NOTE 3/0 405024AB6 15829779 17777000 PRN SOLE 17777000 0 0 HAEMONETICS CORP MASS NOTE 3/0 405024AB6 7430032 8344000 PRN OTR 1 0 8344000 0 IMAX CORP NOTE 0.500% 4/0 45245EAJ8 6552697 7340000 PRN SOLE 7340000 0 0 IMAX CORP NOTE 0.500% 4/0 45245EAJ8 3015669 3378000 PRN OTR 1 0 3378000 0 IMPINJ INC NOTE 1.125% 5/1 453204AD1 6317458 5820000 PRN SOLE 5820000 0 0 IMPINJ INC NOTE 1.125% 5/1 453204AD1 2909070 2680000 PRN OTR 1 0 2680000 0 INSIGHT ENTERPRISES INC NOTE 0.750% 2/1 45765UAB9 51399962 19835000 PRN SOLE 19835000 0 0 INSIGHT ENTERPRISES INC NOTE 0.750% 2/1 45765UAB9 24159426 9323000 PRN OTR 1 0 9323000 0 INVITAE CORP DEBT 4.500% 3/1 46185LAH6 20411062 29262000 PRN SOLE 29262000 0 0 INVITAE CORP DEBT 4.500% 3/1 46185LAH6 8354293 11977000 PRN OTR 1 0 11977000 0 IONIS PHARMACEUTICALS INC NOTE 4/0 462222AD2 14354878 13603000 PRN SOLE 13603000 0 0 IONIS PHARMACEUTICALS INC NOTE 4/0 462222AD2 6750581 6397000 PRN OTR 1 0 6397000 0 ISHARES TR 20 YR TR BD ETF 464287432 33184128 3356 SH Call SOLE 3356 0 0 ISHARES TR CHINA LG-CAP ETF 464287184 1291036 53726 SH SOLE 53726 0 0 ISHARES TR 20 YR TR BD ETF 464287432 16255872 1644 SH Call OTR 1 0 1644 0 ISHARES TR CHINA LG-CAP ETF 464287184 594214 24728 SH OTR 1 0 24728 0 ITRON INC NOTE 3/1 465741AN6 12617162 13699000 PRN SOLE 13699000 0 0 ITRON INC NOTE 3/1 465741AN6 5803397 6301000 PRN OTR 1 0 6301000 0 KARYOPHARM THERAPEUTICS INC NOTE 3.000%10/1 48576UAA4 1865288 3596000 PRN SOLE 3596000 0 0 KARYOPHARM THERAPEUTICS INC NOTE 3.000%10/1 48576UAA4 857950 1654000 PRN OTR 1 0 1654000 0 KENVUE INC COM 49177J102 2211131 1027 SH Call SOLE 1027 0 0 KENVUE INC COM 49177J102 1018369 473 SH Call OTR 1 0 473 0 LAS VEGAS SANDS CORP COM 517834107 3370885 685 SH Call SOLE 685 0 0 LAS VEGAS SANDS CORP COM 517834107 1550115 315 SH Call OTR 1 0 315 0 LITHIUM AMERICAS ARGENTINA C NOTE 1.750% 1/1 53680QAA6 6739255 10613000 PRN SOLE 10613000 0 0 LITHIUM AMERICAS ARGENTINA C COM SHS 53681K100 77104 12200 SH OTR 1 0 12200 0 LITHIUM AMERICAS ARGENTINA C NOTE 1.750% 1/1 53680QAA6 3103245 4887000 PRN OTR 1 0 4887000 0 LITHIUM AMERS CORP NEW COM SHS 53681J103 306560 479 SH Put SOLE 479 0 0 LITHIUM AMERS CORP NEW COM SHS 53681J103 169600 26500 SH SOLE 26500 0 0 LITHIUM AMERS CORP NEW COM SHS 53681J103 78080 12200 SH OTR 1 0 12200 0 LIVE NATION ENTERTAINMENT IN NOTE 2.000% 2/1 538034AU3 12687762 11996000 PRN SOLE 11996000 0 0 LIVE NATION ENTERTAINMENT IN NOTE 2.000% 2/1 538034AU3 5967352 5642000 PRN OTR 1 0 5642000 0 LIVENT CORP NOTE 4.125% 7/1 53814LAB4 28559802 13463000 PRN SOLE 13463000 0 0 LIVENT CORP NOTE 4.125% 7/1 53814LAB4 13423934 6328000 PRN OTR 1 0 6328000 0 MARCUS CORP DEL NOTE 5.000% 9/1 566330AB2 11889701 8108000 PRN SOLE 8108000 0 0 MARCUS CORP DEL NOTE 5.000% 9/1 566330AB2 5707291 3892000 PRN OTR 1 0 3892000 0 MESA LABS INC NOTE 1.375% 8/1 59064RAA7 3432066 3796000 PRN SOLE 3796000 0 0 MESA LABS INC NOTE 1.375% 8/1 59064RAA7 1439370 1592000 PRN OTR 1 0 1592000 0 MICROCHIP TECHNOLOGY INC. COM 595017104 6483942 719 SH Call SOLE 719 0 0 MICROCHIP TECHNOLOGY INC. COM 595017104 5829145 64639 SH SOLE 64639 0 0 MICROCHIP TECHNOLOGY INC. COM 595017104 2534058 281 SH Call OTR 1 0 281 0 MICROCHIP TECHNOLOGY INC. COM 595017104 2393107 26537 SH OTR 1 0 26537 0 MICROSTRATEGY INC NOTE 0.750%12/1 594972AC5 7359972 4335000 PRN SOLE 4335000 0 0 MICROSTRATEGY INC NOTE 2/1 594972AE1 885396 1021000 PRN SOLE 1021000 0 0 MICROSTRATEGY INC NOTE 2/1 594972AE1 415382 479000 PRN OTR 1 0 479000 0 MICROSTRATEGY INC NOTE 0.750%12/1 594972AC5 2869285 1690000 PRN OTR 1 0 1690000 0 MITEK SYS INC NOTE 0.750% 2/0 606710AA9 2191628 2380000 PRN SOLE 2380000 0 0 MITEK SYS INC NOTE 0.750% 2/0 606710AA9 1031354 1120000 PRN OTR 1 0 1120000 0 MONGODB INC NOTE 0.250% 1/1 60937PAD8 36573607 18493000 PRN SOLE 18493000 0 0 MONGODB INC NOTE 0.250% 1/1 60937PAD8 16824294 8507000 PRN OTR 1 0 8507000 0 MOOLEC SCIENCE SA *W EXP 12/30/202 L64875112 40130 16313 SH Call SOLE 16313 0 0 MORINGA ACQUISITION CORP *W EXP 02/22/202 G6S23K124 153886 14183 SH Call SOLE 14183 0 0 NATERA INC NOTE 2.250% 5/0 632307AB0 15053708 8799000 PRN SOLE 8799000 0 0 NATERA INC NOTE 2.250% 5/0 632307AB0 6937468 4055000 PRN OTR 1 0 4055000 0 NATIONAL VISION HLDGS INC NOTE 2.500% 5/1 63845RAB3 15925206 15878000 PRN SOLE 15878000 0 0 NATIONAL VISION HLDGS INC NOTE 2.500% 5/1 63845RAB3 7644660 7622000 PRN OTR 1 0 7622000 0 NICE LTD NOTE 9/1 653656AB4 11987831 12632000 PRN SOLE 12632000 0 0 NICE LTD NOTE 9/1 653656AB4 5521311 5818000 PRN OTR 1 0 5818000 0 NIO INC NOTE 4.500% 2/0 62914VAB2 1452881 1369000 PRN SOLE 1369000 0 0 NIO INC NOTE 4.500% 2/0 62914VAB2 669663 631000 PRN OTR 1 0 631000 0 NOVA LTD NOTE 10/1 66980MAB2 23980296 12937000 PRN SOLE 12937000 0 0 NOVA LTD NOTE 10/1 66980MAB2 10311694 5563000 PRN OTR 1 0 5563000 0 NOVOCURE LTD NOTE 11/0 67011XAB9 26181381 29997000 PRN SOLE 29997000 0 0 NOVOCURE LTD NOTE 11/0 67011XAB9 13094618 15003000 PRN OTR 1 0 15003000 0 NUTANIX INC NOTE 0.250%10/0 67059NAH1 8558872 8219000 PRN SOLE 8219000 0 0 NUTANIX INC NOTE 0.250%10/0 67059NAH1 3937352 3781000 PRN OTR 1 0 3781000 0 NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 15200839 16310000 PRN SOLE 16310000 0 0 NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 6994622 7505000 PRN OTR 1 0 7505000 0 OCCIDENTAL PETE CORP COM 674599105 238840 4000 SH SOLE 4000 0 0 OKTA INC NOTE 0.125% 9/0 679295AD7 6832735 7382000 PRN SOLE 7382000 0 0 OKTA INC NOTE 0.125% 9/0 679295AD7 3348799 3618000 PRN OTR 1 0 3618000 0 OMEROS CORP NOTE 5.250% 2/1 682143AG7 8569206 14435000 PRN SOLE 14435000 0 0 OMEROS CORP COM 682143102 34096 10427 SH OTR 1 0 10427 0 OMEROS CORP NOTE 5.250% 2/1 682143AG7 3427683 5774000 PRN OTR 1 0 5774000 0 PAGERDUTY INC NOTE 1.250% 7/0 69553PAB6 4801082 4964000 PRN SOLE 4964000 0 0 PAGERDUTY INC NOTE 1.250% 7/0 69553PAB6 2262234 2339000 PRN OTR 1 0 2339000 0 PDD HOLDINGS INC NOTE 10/0 722304AB8 103756760 30200000 PRN SOLE 30200000 0 0 PDD HOLDINGS INC NOTE 10/0 722304AB8 47731569 13893000 PRN OTR 1 0 13893000 0 PEGASYSTEMS INC NOTE 0.750% 3/0 705573AB9 1659336 1785000 PRN SOLE 1785000 0 0 PEGASYSTEMS INC NOTE 0.750% 3/0 705573AB9 664664 715000 PRN OTR 1 0 715000 0 PERFICIENT INC NOTE 0.125%11/1 71375UAF8 4225011 5069000 PRN SOLE 5069000 0 0 PERFICIENT INC NOTE 0.125%11/1 71375UAF8 1984564 2381000 PRN OTR 1 0 2381000 0 PETIQ INC NOTE 4.000% 6/0 71639TAB2 7018844 6935000 PRN SOLE 6935000 0 0 PETIQ INC NOTE 4.000% 6/0 71639TAB2 3238688 3200000 PRN OTR 1 0 3200000 0 PROS HOLDINGS INC NOTE 2.250% 9/1 74346YAG8 5600020 4979000 PRN SOLE 4979000 0 0 PROS HOLDINGS INC NOTE 1.000% 5/1 74346YAH6 1283218 1304000 PRN SOLE 1304000 0 0 PROS HOLDINGS INC NOTE 1.000% 5/1 74346YAH6 628816 639000 PRN OTR 1 0 639000 0 PROS HOLDINGS INC NOTE 2.250% 9/1 74346YAG8 2744336 2440000 PRN OTR 1 0 2440000 0 PTC THERAPEUTICS INC NOTE 1.500% 9/1 69366JAD3 19073590 20648000 PRN SOLE 20648000 0 0 PTC THERAPEUTICS INC NOTE 1.500% 9/1 69366JAD3 8778396 9503000 PRN OTR 1 0 9503000 0 REPLIGEN CORP NOTE 1.000%12/1 759916AC3 44783120 39879000 PRN SOLE 39879000 0 0 REPLIGEN CORP NOTE 1.000%12/1 759916AC3 20600976 18345000 PRN OTR 1 0 18345000 0 SEA LTD NOTE 2.375%12/0 81141RAF7 33499815 35071000 PRN SOLE 35071000 0 0 SEA LTD NOTE 1.000%12/0 81141RAD2 18216733 16932000 PRN SOLE 16932000 0 0 SEA LTD NOTE 1.000%12/0 81141RAD2 8627450 8019000 PRN OTR 1 0 8019000 0 SEA LTD NOTE 2.375%12/0 81141RAF7 15412152 16135000 PRN OTR 1 0 16135000 0 SELINA HOSPITALITY PLC *W EXP 10/27/202 G8059B119 3858 21662 SH Call OTR 1 0 21662 0 SHAKE SHACK INC NOTE 3/0 819047AB7 5956815 7312000 PRN SOLE 7312000 0 0 SHAKE SHACK INC NOTE 3/0 819047AB7 2740526 3364000 PRN OTR 1 0 3364000 0 SHIFT4 PMTS INC NOTE 12/1 82452JAB5 23185188 20782000 PRN SOLE 20782000 0 0 SHIFT4 PMTS INC NOTE 12/1 82452JAB5 10671077 9565000 PRN OTR 1 0 9565000 0 SHOPIFY INC NOTE 0.125%11/0 82509LAA5 11820031 12504000 PRN SOLE 12504000 0 0 SHOPIFY INC NOTE 0.125%11/0 82509LAA5 4730281 5004000 PRN OTR 1 0 5004000 0 SNAP INC NOTE 0.250% 5/0 83304AAD8 13962179 13249000 PRN SOLE 13249000 0 0 SNAP INC NOTE 0.125% 3/0 83304AAH9 8106139 10272000 PRN SOLE 10272000 0 0 SNAP INC NOTE 5/0 83304AAF3 3305724 4107000 PRN SOLE 4107000 0 0 SNAP INC NOTE 5/0 83304AAF3 1523676 1893000 PRN OTR 1 0 1893000 0 SNAP INC NOTE 0.125% 3/0 83304AAH9 3731096 4728000 PRN OTR 1 0 4728000 0 SNAP INC NOTE 0.250% 5/0 83304AAD8 5577917 5293000 PRN OTR 1 0 5293000 0 SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6 30504278 33567000 PRN SOLE 33567000 0 0 SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6 14034859 15444000 PRN OTR 1 0 15444000 0 SOUTHWEST AIRLS CO COM 844741108 6526880 2260 SH Call SOLE 2260 0 0 SOUTHWEST AIRLS CO COM 844741108 5003373 173247 SH SOLE 173247 0 0 SOUTHWEST AIRLS CO COM 844741108 2743600 950 SH Call OTR 1 0 950 0 SOUTHWEST AIRLS CO COM 844741108 2099951 72713 SH OTR 1 0 72713 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 25372048 53380 SH SOLE 53380 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 12044831 25341 SH OTR 1 0 25341 0 SPDR SER TR S&P HOMEBUILD 78464A888 7863252 822 SH Put SOLE 822 0 0 SPDR SER TR S&P HOMEBUILD 78464A888 655175 6849 SH SOLE 6849 0 0 SPDR SER TR S&P HOMEBUILD 78464A888 3615948 378 SH Put OTR 1 0 378 0 SPDR SER TR S&P HOMEBUILD 78464A888 301425 3151 SH OTR 1 0 3151 0 SPOTIFY USA INC NOTE 3/1 84921RAB6 15056297 17007000 PRN SOLE 17007000 0 0 SPOTIFY USA INC NOTE 3/1 84921RAB6 7076203 7993000 PRN OTR 1 0 7993000 0 STANDARD BIOTOOLS INC NOTE 5.250%12/0 34385PAF5 7325554 6738000 PRN SOLE 6738000 0 0 STANDARD BIOTOOLS INC NOTE 5.250%12/0 34385PAF5 3002846 2762000 PRN OTR 1 0 2762000 0 STARWOOD PPTY TR INC NOTE 6.750% 7/1 85571BBA2 9982512 9184000 PRN SOLE 9184000 0 0 STARWOOD PPTY TR INC NOTE 6.750% 7/1 85571BBA2 4691259 4316000 PRN OTR 1 0 4316000 0 SUNNOVA ENERGY INTL INC. NOTE 0.250%12/0 86745KAF1 16505580 24184000 PRN SOLE 24184000 0 0 SUNNOVA ENERGY INTL INC. NOTE 2.625% 2/1 86745KAH7 4632851 7189000 PRN SOLE 7189000 0 0 SUNNOVA ENERGY INTL INC. NOTE 0.250%12/0 86745KAF1 7593495 11126000 PRN OTR 1 0 11126000 0 SUNNOVA ENERGY INTL INC. NOTE 2.625% 2/1 86745KAH7 2133728 3311000 PRN OTR 1 0 3311000 0 SUNRUN INC NOTE 2/0 86771WAB1 8744457 11231000 PRN SOLE 11231000 0 0 SUNRUN INC NOTE 2/0 86771WAB1 4283857 5502000 PRN OTR 1 0 5502000 0 THE REALREAL INC NOTE 3.000% 6/1 88339PAB7 11552880 15612000 PRN SOLE 15612000 0 0 THE REALREAL INC NOTE 1.000% 3/0 88339PAD3 524343 1369000 PRN SOLE 1369000 0 0 THE REALREAL INC NOTE 1.000% 3/0 88339PAD3 241681 631000 PRN OTR 1 0 631000 0 THE REALREAL INC NOTE 3.000% 6/1 88339PAB7 5151817 6977000 PRN OTR 1 0 6977000 0 TILRAY BRANDS INC COM 88688T100 143934 62580 SH SOLE 62580 0 0 TILRAY BRANDS INC NOTE 5.200% 6/1 88688TAC4 9879807 8904000 PRN SOLE 8904000 0 0 TILRAY BRANDS INC COM 88688T100 67666 29420 SH OTR 1 0 29420 0 TILRAY BRANDS INC NOTE 5.200% 6/1 88688TAC4 4544889 4096000 PRN OTR 1 0 4096000 0 UPSTART HLDGS INC COM 91680M107 3787722 927 SH Put SOLE 927 0 0 UPSTART HLDGS INC NOTE 0.250% 8/1 91680MAB3 13325805 17899000 PRN SOLE 17899000 0 0 UPSTART HLDGS INC COM 91680M107 1728378 423 SH Put OTR 1 0 423 0 UPSTART HLDGS INC NOTE 0.250% 8/1 91680MAB3 6127980 8231000 PRN OTR 1 0 8231000 0 VAREX IMAGING CORP NOTE 4.000% 6/0 92214XAB2 9658829 8219000 PRN SOLE 8219000 0 0 VAREX IMAGING CORP NOTE 4.000% 6/0 92214XAB2 4443367 3781000 PRN OTR 1 0 3781000 0 VARONIS SYS INC NOTE 1.250% 8/1 922280AB8 15980856 10473000 PRN SOLE 10473000 0 0 VARONIS SYS INC NOTE 1.250% 8/1 922280AB8 7670750 5027000 PRN OTR 1 0 5027000 0 VERINT SYSTEMS INC NOTE 0.250% 4/1 92343XAC4 12318012 13949000 PRN SOLE 13949000 0 0 VERINT SYSTEMS INC NOTE 0.250% 4/1 92343XAC4 5789440 6556000 PRN OTR 1 0 6556000 0 VNET GROUP INC SPONSORED ADS A 90138A103 4333126 15098 SH Put SOLE 15098 0 0 VNET GROUP INC NOTE 2/0 90138VAB3 15440320 15616000 PRN SOLE 15616000 0 0 VNET GROUP INC SPONSORED ADS A 90138A103 1993789 6947 SH Put OTR 1 0 6947 0 VNET GROUP INC NOTE 2/0 90138VAB3 7118011 7199000 PRN OTR 1 0 7199000 0 WAYFAIR INC NOTE 1.000% 8/1 94419LAF8 6032363 6850000 PRN SOLE 6850000 0 0 WAYFAIR INC NOTE 1.000% 8/1 94419LAF8 2774007 3150000 PRN OTR 1 0 3150000 0 WELLS FARGO CO NEW COM 949746101 5020440 1020 SH Put SOLE 1020 0 0 WELLS FARGO CO NEW COM 949746101 947879 19258 SH SOLE 19258 0 0 WELLS FARGO CO NEW COM 949746101 2362560 480 SH Put OTR 1 0 480 0 WELLS FARGO CO NEW COM 949746101 454448 9233 SH OTR 1 0 9233 0 WOLFSPEED INC NOTE 1.875%12/0 977852AD4 9408686 14039000 PRN SOLE 14039000 0 0 WOLFSPEED INC NOTE 1.875%12/0 977852AD4 4330046 6461000 PRN OTR 1 0 6461000 0 XOMETRY INC NOTE 1.000% 2/0 98423FAB5 5889031 6267000 PRN SOLE 6267000 0 0 XOMETRY INC NOTE 1.000% 2/0 98423FAB5 2709123 2883000 PRN OTR 1 0 2883000 0 ZSCALER INC NOTE 0.125% 7/0 98980GAB8 57846144 38070000 PRN SOLE 38070000 0 0 ZSCALER INC NOTE 0.125% 7/0 98980GAB8 22561061 14848000 PRN OTR 1 0 14848000 0 ZTO EXPRESS CAYMAN INC NOTE 1.500% 9/0 98980AAB1 7837704 8219000 PRN SOLE 8219000 0 0 ZTO EXPRESS CAYMAN INC NOTE 1.500% 9/0 98980AAB1 3605592 3781000 PRN OTR 1 0 3781000 0