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