Chief Compliance Officer

0001420506-24-001510.txt : 20240814 0001420506-24-001510.hdr.sgml : 20240814 20240814115937 ACCESSION NUMBER: 0001420506-24-001510 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20240630 FILED AS OF DATE: 20240814 DATE AS OF CHANGE: 20240814 EFFECTIVENESS DATE: 20240814 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: 241205659 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 06-30-2024 06-30-2024 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 08-14-2024 1 264 2539505515 false 1 0001454027 028-13309 Verition Fund Management LLC INFORMATION TABLE 2 Form13F_InfoTable.xml INFORMATION TABLE FOR DEEPCURRENTS INVESTMENT GROUP LLC (7623) ACCURAY INC DEL NOTE 3.750% 6/0 004397AK1 3270706 3808000 PRN SOLE 3808000 0 0 ACCURAY INC DEL NOTE 3.750% 6/0 004397AK1 1539156 1792000 PRN OTR 1 0 1792000 0 AFFIRM HLDGS INC NOTE 11/1 00827BAB2 16007788 19161000 PRN SOLE 19161000 0 0 AFFIRM HLDGS INC NOTE 11/1 00827BAB2 7523937 9006000 PRN OTR 1 0 9006000 0 AIRBNB INC NOTE 3/1 009066AB7 32341738 35323000 PRN SOLE 35323000 0 0 AIRBNB INC NOTE 3/1 009066AB7 15506602 16936000 PRN OTR 1 0 16936000 0 ALARM COM HLDGS INC NOTE 1/1 011642AB1 5895995 6444000 PRN SOLE 6444000 0 0 ALARM COM HLDGS INC NOTE 1/1 011642AB1 2770496 3028000 PRN OTR 1 0 3028000 0 ALPHATEC HLDGS INC NOTE 0.750% 8/0 02081GAB8 20110635 20889000 PRN SOLE 20889000 0 0 ALPHATEC HLDGS INC NOTE 0.750% 8/0 02081GAB8 9252875 9611000 PRN OTR 1 0 9611000 0 AMAZON COM INC COM 023135106 2686175 139 SH Call SOLE 139 0 0 AMAZON COM INC COM 023135106 1178825 61 SH Call OTR 1 0 61 0 APELLIS PHARMACEUTICALS INC NOTE 3.500% 9/1 03753UAB2 17192054 13538000 PRN SOLE 13538000 0 0 APELLIS PHARMACEUTICALS INC NOTE 3.500% 9/1 03753UAB2 16320895 12852000 PRN SOLE 12852000 0 0 APELLIS PHARMACEUTICALS INC NOTE 3.500% 9/1 03753UAB2 15414180 12138000 PRN OTR 1 0 12138000 0 ARES CAPITAL CORP COM 04010L103 354426 17007 SH SOLE 17007 0 0 ARTIVION INC NOTE 4.250% 7/0 228903AB6 18752540 15050000 PRN SOLE 15050000 0 0 ARTIVION INC NOTE 4.250% 7/0 228903AB6 8628661 6925000 PRN OTR 1 0 6925000 0 ASSERTIO HOLDINGS INC NOTE 6.500% 9/0 04546CAB2 5844501 6747000 PRN SOLE 6747000 0 0 ASSERTIO HOLDINGS INC NOTE 6.500% 9/0 04546CAB2 2005339 2315000 PRN OTR 1 0 2315000 0 ASSERTIO HOLDINGS INC NOTE 6.500% 9/0 04546CAB2 682595 788000 PRN OTR 1 0 788000 0 AXON ENTERPRISE INC NOTE 0.500%12/1 05464CAB7 19795361 14384000 PRN SOLE 14384000 0 0 AXON ENTERPRISE INC NOTE 0.500%12/1 05464CAB7 9104986 6616000 PRN OTR 1 0 6616000 0 BENTLEY SYS INC NOTE 0.375% 7/0 08265TAD1 7142095 7985000 PRN SOLE 7985000 0 0 BENTLEY SYS INC NOTE 0.375% 7/0 08265TAD1 3143953 3515000 PRN OTR 1 0 3515000 0 BEYOND MEAT INC NOTE 3/1 08862EAB5 6058080 28848000 PRN SOLE 28848000 0 0 BEYOND MEAT INC NOTE 3/1 08862EAB5 2362500 11250000 PRN OTR 1 0 11250000 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 6889127 83677 SH SOLE 83677 0 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 2758467 33505 SH OTR 1 0 33505 0 BLOCK INC NOTE 0.125% 3/0 852234AF0 40854703 42376000 PRN SOLE 42376000 0 0 BLOCK INC NOTE 0.125% 3/0 852234AF0 18089408 18763000 PRN OTR 1 0 18763000 0 BLOOM ENERGY CORP NOTE 3.000% 6/0 093712AK3 14076244 14726000 PRN SOLE 14726000 0 0 BLOOM ENERGY CORP NOTE 3.000% 6/0 093712AK3 6475111 6774000 PRN OTR 1 0 6774000 0 BOX INC NOTE 1/1 10316TAB0 11990741 10434000 PRN SOLE 10434000 0 0 BOX INC NOTE 1/1 10316TAB0 5635672 4904000 PRN OTR 1 0 4904000 0 BURLINGTON STORES INC NOTE 2.250% 4/1 122017AB2 26417392 22453000 PRN SOLE 22453000 0 0 BURLINGTON STORES INC NOTE 2.250% 4/1 122017AB2 11567977 9832000 PRN OTR 1 0 9832000 0 CANADIAN SOLAR INC NOTE 2.500%10/0 136635AG4 17927852 19312000 PRN SOLE 19312000 0 0 CANADIAN SOLAR INC NOTE 2.500%10/0 136635AG4 7887995 8497000 PRN OTR 1 0 8497000 0 CAPITAL ONE FINL CORP COM 14040H105 1345042 9715 SH SOLE 9715 0 0 CAPITAL ONE FINL CORP COM 14040H105 591597 4273 SH OTR 1 0 4273 0 CERENCE INC NOTE 3.000% 6/0 156727AB5 12266891 13189000 PRN SOLE 13189000 0 0 CERENCE INC NOTE 3.000% 6/0 156727AB5 5397283 5803000 PRN OTR 1 0 5803000 0 CHART INDS INC NOTE 1.000%11/1 16115QAE0 30046946 12176000 PRN SOLE 12176000 0 0 CHART INDS INC NOTE 1.000%11/1 16115QAE0 12918509 5235000 PRN OTR 1 0 5235000 0 CHEESECAKE FACTORY INC NOTE 0.375% 6/1 163072AA9 9781864 10770000 PRN SOLE 10770000 0 0 CHEESECAKE FACTORY INC NOTE 0.375% 6/1 163072AA9 4598475 5063000 PRN OTR 1 0 5063000 0 CINEMARK HLDGS INC NOTE 4.500% 8/1 17243VAB8 24213537 15308000 PRN SOLE 15308000 0 0 CINEMARK HLDGS INC NOTE 4.500% 8/1 17243VAB8 23243919 14695000 PRN OTR 1 0 14695000 0 CORE SCIENTIFIC INC NEW *W EXP 01/23/202 21874A130 151841 16327 SH Call SOLE 16327 0 0 CORE SCIENTIFIC INC NEW COM 21874A106 1632429 175530 SH SOLE 175530 0 0 CORE SCIENTIFIC INC NEW COM 21874A106 740578 79632 SH OTR 1 0 79632 0 CUTERA INC NOTE 4.000% 6/0 232109AG3 1384109 7573000 PRN SOLE 7573000 0 0 CUTERA INC NOTE 4.000% 6/0 232109AG3 637316 3487000 PRN OTR 1 0 3487000 0 CYBERARK SOFTWARE LTD NOTE 11/1 23248VAB1 49350598 28360000 PRN SOLE 28360000 0 0 CYBERARK SOFTWARE LTD NOTE 11/1 23248VAB1 22708931 13050000 PRN OTR 1 0 13050000 0 CYTOKINETICS INC NOTE 3.500% 7/0 23282WAC4 9204630 7029000 PRN SOLE 7029000 0 0 CYTOKINETICS INC NOTE 3.500% 7/0 23282WAC4 4348923 3321000 PRN OTR 1 0 3321000 0 DATADOG INC NOTE 0.125% 6/1 23804LAB9 47494183 32779000 PRN SOLE 32779000 0 0 DATADOG INC NOTE 0.125% 6/1 23804LAB9 21854075 15083000 PRN OTR 1 0 15083000 0 DAYFORCE INC NOTE 0.250% 3/1 15677JAD0 24148335 26389000 PRN SOLE 26389000 0 0 DAYFORCE INC NOTE 0.250% 3/1 15677JAD0 11108290 12139000 PRN OTR 1 0 12139000 0 DEXCOM INC NOTE 0.375% 5/1 252131AM9 5133182 5245000 PRN SOLE 5245000 0 0 DEXCOM INC NOTE 0.375% 5/1 252131AM9 2206926 2255000 PRN OTR 1 0 2255000 0 DISH NETWORK CORPORATION NOTE 12/1 25470MAF6 2650446 3568000 PRN SOLE 3568000 0 0 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 8015683 12876000 PRN SOLE 12876000 0 0 DISH NETWORK CORPORATION NOTE 12/1 25470MAF6 1266539 1705000 PRN OTR 1 0 1705000 0 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 3766923 6051000 PRN OTR 1 0 6051000 0 DRAFTKINGS INC NEW NOTE 3/1 26142RAB0 12746603 15366000 PRN SOLE 15366000 0 0 DRAFTKINGS INC NEW NOTE 3/1 26142RAB0 5669029 6834000 PRN OTR 1 0 6834000 0 DYNAVAX TECHNOLOGIES CORP NOTE 2.500% 5/1 268158AD4 18207973 14582000 PRN SOLE 14582000 0 0 DYNAVAX TECHNOLOGIES CORP NOTE 2.500% 5/1 268158AD4 8013906 6418000 PRN OTR 1 0 6418000 0 ENPHASE ENERGY INC NOTE 3/0 29355AAH0 12611007 13840000 PRN SOLE 13840000 0 0 ENPHASE ENERGY INC NOTE 3/0 29355AAH0 5802522 6368000 PRN OTR 1 0 6368000 0 ENVISTA HOLDINGS CORPORATION COM 29415F104 1144427 68817 SH SOLE 68817 0 0 ENVISTA HOLDINGS CORPORATION COM 29415F104 526705 31672 SH OTR 1 0 31672 0 EURONET WORLDWIDE INC COM 298736109 1075986 10396 SH SOLE 10396 0 0 EURONET WORLDWIDE INC COM 298736109 417002 4029 SH OTR 1 0 4029 0 EVENTBRITE INC NOTE 5.000%12/0 29975EAB5 21083315 21491000 PRN SOLE 21491000 0 0 EVENTBRITE INC NOTE 5.000%12/0 29975EAB5 10121287 10317000 PRN OTR 1 0 10317000 0 EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 23949776 24803000 PRN SOLE 24803000 0 0 EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 11017496 11410000 PRN OTR 1 0 11410000 0 EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 21364485 21927000 PRN SOLE 21927000 0 0 EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 9400490 9648000 PRN OTR 1 0 9648000 0 FARO TECHNOLOGIES INC NOTE 5.500% 2/0 311642AB8 3796523 4454000 PRN SOLE 4454000 0 0 FARO TECHNOLOGIES INC NOTE 5.500% 2/0 311642AB8 1743980 2046000 PRN OTR 1 0 2046000 0 FUBOTV INC NOTE 3.250% 2/1 35953DAB0 7719375 13425000 PRN SOLE 13425000 0 0 FUBOTV INC NOTE 3.250% 2/1 35953DAB0 3397100 5908000 PRN OTR 1 0 5908000 0 GLOBAL PMTS INC COM 37940X102 676223 6993 SH SOLE 6993 0 0 GLOBAL PMTS INC COM 37940X102 290777 3007 SH OTR 1 0 3007 0 GOPRO INC NOTE 1.250%11/1 38268TAD5 9705048 10404000 PRN SOLE 10404000 0 0 GOPRO INC NOTE 1.250%11/1 38268TAD5 8846855 9484000 PRN OTR 1 0 9484000 0 GOSSAMER BIO INC NOTE 5.000% 6/0 38341PAA0 10494123 20882000 PRN SOLE 20882000 0 0 GOSSAMER BIO INC NOTE 5.000% 6/0 38341PAA0 4511840 8978000 PRN OTR 1 0 8978000 0 GROUPON INC NOTE 1.125% 3/1 399473AF4 2192212 2568000 PRN SOLE 2568000 0 0 GROUPON INC NOTE 1.125% 3/1 399473AF4 1009032 1182000 PRN OTR 1 0 1182000 0 GUESS INC NOTE 3.750% 4/1 401617AF2 22865674 20744000 PRN SOLE 20744000 0 0 GUESS INC NOTE 3.750% 4/1 401617AF2 10587390 9605000 PRN OTR 1 0 9605000 0 HAEMONETICS CORP MASS NOTE 3/0 405024AB6 2241382 2471000 PRN SOLE 2471000 0 0 HAEMONETICS CORP MASS NOTE 3/0 405024AB6 1043136 1150000 PRN OTR 1 0 1150000 0 I3 VERTICALS LLC NOTE 1.000% 2/1 44933TAB2 5842110 6054000 PRN SOLE 6054000 0 0 I3 VERTICALS LLC NOTE 1.000% 2/1 44933TAB2 2575585 2669000 PRN OTR 1 0 2669000 0 IMAX CORP NOTE 0.500% 4/0 45245EAJ8 6851920 7340000 PRN SOLE 7340000 0 0 IMAX CORP NOTE 0.500% 4/0 45245EAJ8 3153377 3378000 PRN OTR 1 0 3378000 0 IMPINJ INC NOTE 1.125% 5/1 453204AD1 9052300 5820000 PRN SOLE 5820000 0 0 IMPINJ INC NOTE 1.125% 5/1 453204AD1 4168413 2680000 PRN OTR 1 0 2680000 0 INFINERA CORP NOTE 2.500% 3/0 45667GAE3 2991205 2947000 PRN SOLE 2947000 0 0 INFINERA CORP NOTE 2.500% 3/0 45667GAE3 1317470 1298000 PRN OTR 1 0 1298000 0 INNOVIVA INC NOTE 2.500% 8/1 45781MAB7 23878403 21604000 PRN SOLE 21604000 0 0 INNOVIVA INC NOTE 2.500% 8/1 45781MAB7 10269129 9291000 PRN OTR 1 0 9291000 0 INSIGHT ENTERPRISES INC NOTE 0.750% 2/1 45765UAB9 72459819 24970000 PRN SOLE 24970000 0 0 INSIGHT ENTERPRISES INC NOTE 0.750% 2/1 45765UAB9 32146993 11078000 PRN OTR 1 0 11078000 0 INSMED INC NOTE 0.750% 6/0 457669AB5 14686569 6943000 PRN SOLE 6943000 0 0 INSMED INC NOTE 1.750% 1/1 457669AA7 3586801 2097000 PRN SOLE 2097000 0 0 INSMED INC NOTE 0.750% 6/0 457669AB5 6466490 3057000 PRN OTR 1 0 3057000 0 INSMED INC NOTE 1.750% 1/1 457669AA7 1544531 903000 PRN OTR 1 0 903000 0 INSULET CORP NOTE 0.375% 9/0 45784PAK7 31873260 29108000 PRN SOLE 29108000 0 0 INSULET CORP NOTE 0.375% 9/0 45784PAK7 14664240 13392000 PRN OTR 1 0 13392000 0 IONIS PHARMACEUTICALS INC NOTE 4/0 462222AD2 10696081 10417000 PRN SOLE 10417000 0 0 IONIS PHARMACEUTICALS INC NOTE 4/0 462222AD2 4705783 4583000 PRN OTR 1 0 4583000 0 ITRON INC NOTE 3/1 465741AN6 13807071 13699000 PRN SOLE 13699000 0 0 ITRON INC NOTE 3/1 465741AN6 6350709 6301000 PRN OTR 1 0 6301000 0 JD.COM INC SPON ADS CL A 47215P106 2022962 78288 SH SOLE 78288 0 0 JD.COM INC SPON ADS CL A 47215P106 891118 34486 SH OTR 1 0 34486 0 LITHIUM AMERICAS ARGENTINA C NOTE 1.750% 1/1 53680QAA6 5950477 8324000 PRN SOLE 8324000 0 0 LITHIUM AMERICAS ARGENTINA C NOTE 1.750% 1/1 53680QAA6 2738621 3831000 PRN OTR 1 0 3831000 0 LIVE NATION ENTERTAINMENT IN NOTE 2.000% 2/1 538034AU3 19820575 19192000 PRN SOLE 19192000 0 0 LIVE NATION ENTERTAINMENT IN NOTE 2.000% 2/1 538034AU3 8722623 8446000 PRN OTR 1 0 8446000 0 LIVENT CORP NOTE 4.125% 7/1 53814LAB4 18165133 15559000 PRN SOLE 15559000 0 0 LIVENT CORP NOTE 4.125% 7/1 53814LAB4 7812910 6692000 PRN OTR 1 0 6692000 0 MACOM TECH SOLUTIONS HLDGS I NOTE 0.250% 3/1 55405YAB6 23111006 16438000 PRN SOLE 16438000 0 0 MACOM TECH SOLUTIONS HLDGS I NOTE 0.250% 3/1 55405YAB6 10631794 7562000 PRN OTR 1 0 7562000 0 MANNKIND CORP NOTE 2.500% 3/0 56400PAQ5 21449345 17708000 PRN SOLE 17708000 0 0 MANNKIND CORP NOTE 2.500% 3/0 56400PAQ5 9438294 7792000 PRN OTR 1 0 7792000 0 MANULIFE FINL CORP COM 56501R106 9848808 3697 SH Put SOLE 3697 0 0 MANULIFE FINL CORP COM 56501R106 2407936 90388 SH SOLE 90388 0 0 MANULIFE FINL CORP COM 56501R106 4334328 1627 SH Put OTR 1 0 1627 0 MANULIFE FINL CORP COM 56501R106 1059819 39783 SH OTR 1 0 39783 0 MARCUS CORP DEL NOTE 5.000% 9/1 566330AB2 13319000 11216000 PRN SOLE 11216000 0 0 MARCUS CORP DEL NOTE 5.000% 9/1 566330AB2 5860313 4935000 PRN OTR 1 0 4935000 0 MESA LABS INC NOTE 1.375% 8/1 59064RAA7 2796334 3092000 PRN SOLE 3092000 0 0 MESA LABS INC NOTE 1.375% 8/1 59064RAA7 1172073 1296000 PRN OTR 1 0 1296000 0 MICROSTRATEGY INC NOTE 2/1 594972AE1 3283610 2736000 PRN SOLE 2736000 0 0 MICROSTRATEGY INC NOTE 2/1 594972AE1 1516990 1264000 PRN OTR 1 0 1264000 0 MITEK SYS INC NOTE 0.750% 2/0 606710AA9 6787062 7260000 PRN SOLE 7260000 0 0 MITEK SYS INC NOTE 0.750% 2/0 606710AA9 2985933 3194000 PRN OTR 1 0 3194000 0 MONGODB INC NOTE 0.250% 1/1 60937PAD8 47485956 36037000 PRN SOLE 36037000 0 0 MONGODB INC NOTE 0.250% 1/1 60937PAD8 20419079 15496000 PRN OTR 1 0 15496000 0 MOOLEC SCIENCE SA *W EXP 12/30/202 L64875112 17944 16313 SH Call SOLE 16313 0 0 MORINGA ACQUISITION CORP *W EXP 02/22/202 G6S23K124 166650 14183 SH Call SOLE 14183 0 0 NATERA INC NOTE 2.250% 5/0 632307AB0 31877402 11202000 PRN SOLE 11202000 0 0 NATERA INC NOTE 2.250% 5/0 632307AB0 14660995 5152000 PRN OTR 1 0 5152000 0 NATIONAL VISION HLDGS INC NOTE 2.500% 5/1 63845RAB3 15429716 15878000 PRN SOLE 15878000 0 0 NATIONAL VISION HLDGS INC NOTE 2.500% 5/1 63845RAB3 7406808 7622000 PRN OTR 1 0 7622000 0 NEVRO CORP NOTE 2.750% 4/0 64157FAC7 12288023 12805000 PRN SOLE 12805000 0 0 NEVRO CORP NOTE 2.750% 4/0 64157FAC7 5385427 5612000 PRN OTR 1 0 5612000 0 NICE LTD NOTE 9/1 653656AB4 15206663 16154000 PRN SOLE 16154000 0 0 NICE LTD NOTE 9/1 653656AB4 6541483 6949000 PRN OTR 1 0 6949000 0 NOVA LTD NOTE 10/1 66980MAB2 75225312 23958000 PRN SOLE 23958000 0 0 NOVA LTD NOTE 10/1 66980MAB2 33100647 10542000 PRN OTR 1 0 10542000 0 NOVAVAX INC COM NEW 670002401 206358 163 SH Put SOLE 163 0 0 NOVOCURE LTD NOTE 11/0 67011XAB9 40854170 44474000 PRN SOLE 44474000 0 0 NOVOCURE LTD NOTE 11/0 67011XAB9 17976240 19569000 PRN OTR 1 0 19569000 0 NUTANIX INC NOTE 0.250%10/0 67059NAH1 12393287 10616000 PRN SOLE 10616000 0 0 NUTANIX INC NOTE 0.250%10/0 67059NAH1 5701660 4884000 PRN OTR 1 0 4884000 0 OCCIDENTAL PETE CORP COM 674599105 252120 4000 SH SOLE 4000 0 0 OKTA INC NOTE 0.125% 9/0 679295AD7 6981090 7382000 PRN SOLE 7382000 0 0 OKTA INC NOTE 0.125% 9/0 679295AD7 3421510 3618000 PRN OTR 1 0 3618000 0 OLINK HLDG AB SPONSORED ADS 680710100 1123260 44084 SH SOLE 44084 0 0 OLINK HLDG AB SPONSORED ADS 680710100 483024 18957 SH OTR 1 0 18957 0 OMEROS CORP COM 682143102 264712 652 SH Put SOLE 652 0 0 OMEROS CORP NOTE 5.250% 2/1 682143AG7 12022675 16583000 PRN SOLE 16583000 0 0 OMEROS CORP NOTE 5.250% 2/1 682143AG7 5169975 7131000 PRN OTR 1 0 7131000 0 PAGERDUTY INC NOTE 1.250% 7/0 69553PAB6 4787947 4964000 PRN SOLE 4964000 0 0 PAGERDUTY INC NOTE 1.250% 7/0 69553PAB6 2256045 2339000 PRN OTR 1 0 2339000 0 PAYPAL HLDGS INC COM 70450Y103 1398523 241 SH Call SOLE 241 0 0 PAYPAL HLDGS INC COM 70450Y103 644133 111 SH Call OTR 1 0 111 0 PETIQ INC NOTE 4.000% 6/0 71639TAB2 13769367 12910000 PRN SOLE 12910000 0 0 PETIQ INC NOTE 4.000% 6/0 71639TAB2 5920508 5551000 PRN OTR 1 0 5551000 0 PROGRESS SOFTWARE CORP NOTE 1.000% 4/1 743312AB6 6607386 6292000 PRN SOLE 6292000 0 0 PROGRESS SOFTWARE CORP NOTE 1.000% 4/1 743312AB6 2843739 2708000 PRN OTR 1 0 2708000 0 PTC THERAPEUTICS INC NOTE 1.500% 9/1 69366JAD3 19881898 20648000 PRN SOLE 20648000 0 0 PTC THERAPEUTICS INC NOTE 1.500% 9/1 69366JAD3 9150410 9503000 PRN OTR 1 0 9503000 0 Q2 HLDGS INC NOTE 0.125%11/1 74736LAF6 9873140 10522000 PRN SOLE 10522000 0 0 Q2 HLDGS INC NOTE 0.125%11/1 74736LAF6 4344482 4630000 PRN OTR 1 0 4630000 0 SCHLUMBERGER LTD COM STK 806857108 1085565 23009 SH SOLE 23009 0 0 SCHLUMBERGER LTD COM STK 806857108 466799 9894 SH OTR 1 0 9894 0 SEA LTD NOTE 1.000%12/0 81141RAD2 8744307 6054000 PRN SOLE 6054000 0 0 SEA LTD NOTE 2.375%12/0 81141RAF7 41598311 38837000 PRN SOLE 38837000 0 0 SEA LTD NOTE 1.000%12/0 81141RAD2 4184383 2897000 PRN OTR 1 0 2897000 0 SEA LTD NOTE 2.375%12/0 81141RAF7 19139486 17869000 PRN OTR 1 0 17869000 0 SELINA HOSPITALITY PLC *W EXP 10/27/202 G8059B119 1488 20693 SH Call OTR 1 0 20693 0 SHAKE SHACK INC NOTE 3/0 819047AB7 7526470 8681000 PRN SOLE 8681000 0 0 SHAKE SHACK INC NOTE 3/0 819047AB7 3463685 3995000 PRN OTR 1 0 3995000 0 SHARECARE INC *W EXP 07/01/202 81948W112 14837 10990 SH Call SOLE 10990 0 0 SHIFT4 PMTS INC NOTE 12/1 82452JAB5 21405673 19070000 PRN SOLE 19070000 0 0 SHIFT4 PMTS INC NOTE 12/1 82452JAB5 9851998 8777000 PRN OTR 1 0 8777000 0 SHOPIFY INC NOTE 0.125%11/0 82509LAA5 11691240 12504000 PRN SOLE 12504000 0 0 SHOPIFY INC NOTE 0.125%11/0 82509LAA5 4678740 5004000 PRN OTR 1 0 5004000 0 SNAP INC NOTE 0.125% 3/0 83304AAH9 6158964 7718000 PRN SOLE 7718000 0 0 SNAP INC NOTE 0.125% 3/0 83304AAH9 2834496 3552000 PRN OTR 1 0 3552000 0 SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6 7339133 8020000 PRN SOLE 8020000 0 0 SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6 3377649 3691000 PRN OTR 1 0 3691000 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 9985349 18348 SH SOLE 18348 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 4251447 7812 SH OTR 1 0 7812 0 SPOTIFY USA INC NOTE 3/1 84921RAB6 23433978 24589000 PRN SOLE 24589000 0 0 SPOTIFY USA INC NOTE 3/1 84921RAB6 10779688 11311000 PRN OTR 1 0 11311000 0 STANDARD BIOTOOLS INC NOTE 5.250%12/0 34385PAF5 8841570 8886000 PRN SOLE 8886000 0 0 STANDARD BIOTOOLS INC NOTE 5.250%12/0 34385PAF5 8465460 8508000 PRN OTR 1 0 8508000 0 STRUCTURE THERAPEUTICS INC SPONSORED ADS 86366E106 404481 103 SH Call SOLE 103 0 0 SUNNOVA ENERGY INTL INC. NOTE 0.250%12/0 86745KAF1 11768828 24184000 PRN SOLE 24184000 0 0 SUNNOVA ENERGY INTL INC. NOTE 2.625% 2/1 86745KAH7 2726860 7873000 PRN SOLE 7873000 0 0 SUNNOVA ENERGY INTL INC. NOTE 0.250%12/0 86745KAF1 5414323 11126000 PRN OTR 1 0 11126000 0 SUNNOVA ENERGY INTL INC. NOTE 2.625% 2/1 86745KAH7 1256233 3627000 PRN OTR 1 0 3627000 0 SYNOPSYS INC COM 871607107 227313 382 SH SOLE 382 0 0 TECHTARGET INC NOTE 12/1 87874RAD2 15505198 16095000 PRN SOLE 16095000 0 0 TECHTARGET INC NOTE 12/1 87874RAD2 7164338 7405000 PRN OTR 1 0 7405000 0 TELUS CORPORATION COM 87971M103 10355760 6840 SH Put SOLE 6840 0 0 TELUS CORPORATION COM 87971M103 973850 64323 SH SOLE 64323 0 0 TELUS CORPORATION COM 87971M103 4557140 3010 SH Put OTR 1 0 3010 0 TELUS CORPORATION COM 87971M103 1793969 118492 SH OTR 1 0 118492 0 THE REALREAL INC COM 88339P101 2634634 825904 SH Call SOLE 825904 0 0 THE REALREAL INC NOTE 1.000% 3/0 88339PAD3 602124 1247000 PRN SOLE 1247000 0 0 THE REALREAL INC COM 88339P101 1177419 369097 SH Call OTR 1 0 369097 0 THE REALREAL INC NOTE 1.000% 3/0 88339PAD3 278126 576000 PRN OTR 1 0 576000 0 TILRAY BRANDS INC COM 88688T100 302419 182180 SH SOLE 182180 0 0 TILRAY BRANDS INC NOTE 5.200% 6/1 88688TAC4 8576795 8904000 PRN SOLE 8904000 0 0 TILRAY BRANDS INC COM 88688T100 140801 84820 SH OTR 1 0 84820 0 TILRAY BRANDS INC NOTE 5.200% 6/1 88688TAC4 3945480 4096000 PRN OTR 1 0 4096000 0 TPI COMPOSITES INC NOTE 5.250% 3/1 87266JAB0 3229290 5924000 PRN SOLE 5924000 0 0 TPI COMPOSITES INC NOTE 5.250% 3/1 87266JAB0 1485997 2726000 PRN OTR 1 0 2726000 0 TRANSMEDICS GROUP INC NOTE 1.500% 6/0 89377MAB5 5303365 3005000 PRN SOLE 3005000 0 0 TRANSMEDICS GROUP INC NOTE 1.500% 6/0 89377MAB5 2285477 1295000 PRN OTR 1 0 1295000 0 TRAVERE THERAPEUTICS INC NOTE 2.250% 3/0 89422GAA5 885116 1398000 PRN SOLE 1398000 0 0 TRAVERE THERAPEUTICS INC NOTE 2.250% 3/0 89422GAA5 384419 602000 PRN OTR 1 0 602000 0 TYLER TEX INDPT SCH DIST NOTE 0.250% 3/1 902252AB1 4289883 3904000 PRN SOLE 3904000 0 0 TYLER TEX INDPT SCH DIST NOTE 0.250% 3/1 902252AB1 1844957 1679000 PRN OTR 1 0 1679000 0 UPSTART HLDGS INC NOTE 0.250% 8/1 91680MAB3 10910580 13724000 PRN SOLE 13724000 0 0 UPSTART HLDGS INC NOTE 0.250% 8/1 91680MAB3 5013270 6306000 PRN OTR 1 0 6306000 0 VAREX IMAGING CORP NOTE 4.000% 6/0 92214XAB2 17194390 17187000 PRN SOLE 17187000 0 0 VAREX IMAGING CORP NOTE 4.000% 6/0 92214XAB2 7566252 7563000 PRN OTR 1 0 7563000 0 VARONIS SYS INC NOTE 1.250% 8/1 922280AB8 36980478 22902000 PRN SOLE 22902000 0 0 VARONIS SYS INC NOTE 1.250% 8/1 922280AB8 15901831 9848000 PRN OTR 1 0 9848000 0 VERINT SYSTEMS INC NOTE 0.250% 4/1 92343XAC4 19196309 20767000 PRN SOLE 20767000 0 0 VERINT SYSTEMS INC NOTE 0.250% 4/1 92343XAC4 8446857 9138000 PRN OTR 1 0 9138000 0 WAYFAIR INC NOTE 1.000% 8/1 94419LAF8 6188324 6850000 PRN SOLE 6850000 0 0 WAYFAIR INC NOTE 1.000% 8/1 94419LAF8 2845726 3150000 PRN OTR 1 0 3150000 0 WELLS FARGO CO NEW COM 949746101 6057780 1020 SH Put SOLE 1020 0 0 WELLS FARGO CO NEW COM 949746101 250804 4223 SH SOLE 4223 0 0 WELLS FARGO CO NEW COM 949746101 2850720 480 SH Put OTR 1 0 480 0 WESTERN DIGITAL CORP. COM 958102105 2242792 296 SH Put SOLE 296 0 0 WESTERN DIGITAL CORP. COM 958102105 8435171 111326 SH SOLE 111326 0 0 WESTERN DIGITAL CORP. COM 958102105 1053203 139 SH Put OTR 1 0 139 0 WESTERN DIGITAL CORP. COM 958102105 3969515 52389 SH OTR 1 0 52389 0 WHOLE EARTH BRANDS INC COM CL A 96684W100 417707 85948 SH SOLE 85948 0 0 WHOLE EARTH BRANDS INC COM CL A 96684W100 179606 36956 SH OTR 1 0 36956 0 WOLFSPEED INC NOTE 1.750% 5/0 225447AD3 12244769 13604000 PRN SOLE 13604000 0 0 WOLFSPEED INC NOTE 1.875%12/0 977852AD4 7850017 14039000 PRN SOLE 14039000 0 0 WOLFSPEED INC NOTE 1.750% 5/0 225447AD3 5756950 6396000 PRN OTR 1 0 6396000 0 WOLFSPEED INC NOTE 1.875%12/0 977852AD4 3612720 6461000 PRN OTR 1 0 6461000 0 ZSCALER INC NOTE 0.125% 7/0 98980GAB8 51157323 38070000 PRN SOLE 38070000 0 0 ZSCALER INC NOTE 0.125% 7/0 98980GAB8 19952297 14848000 PRN OTR 1 0 14848000 0 ZYNEX INC NOTE 5.000% 5/1 98986MAD5 2516860 2380000 PRN SOLE 2380000 0 0 ZYNEX INC NOTE 5.000% 5/1 98986MAD5 1184404 1120000 PRN OTR 1 0 1120000 0