# EDGAR Filing Document

**Accession Number:** 0001754535
**File Stem:** 0001420506-23-000621
**Filing Date:** 2023-2
**Character Count:** 38763
**Document Hash:** e07e5d98ca885f36f8190a32df6f9f17
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001420506-23-000621.hdr.sgml**: 20230214

**ACCESSION NUMBER**: 0001420506-23-000621

**CONFORMED SUBMISSION TYPE**: 13F-HR

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230214

**DATE AS OF CHANGE**: 20230214

**EFFECTIVENESS DATE**: 20230214

**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:** 23625158

**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

### FORM 13F COVER PAGE

**Report for the Calendar Year or Quarter Ended:** 12-31-2022

**Check here if Amendment** [ ] **Amendment Number:** 

**This Amendment (Check only one.):** [ ] is a restatement.

[ ] adds new holdings entries.

**Institutional Investment Manager Filing this Report:**

**Name:** DeepCurrents Investment Group LLC<br>**Address:** 546 FIFTH AVE 20TH FLOOR<br>NEW YORK, NY 10036

**Form 13F File Number:** 028-19350

The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form.

**Person Signing this Report on Behalf of Reporting Manager:**

**Name:** Suzanne Horowitz<br>**Title:** Chief Compliance Officer<br>**Phone:** 646-494-8187

**Signature, Place, and Date of Signing:**

Suzanne Horowitz Chief Compliance Officer  NEW YORK, NY  02-14-2023<br>[Signature]  [City, State]  [Date]

**Report Type (Check only one.):**

[x] **13F HOLDINGS REPORT.** (Check here if all holdings of this reporting manager are reported in this report.)

[ ] **13F NOTICE.** (Check here if no holdings are reported in this report, and all holdings are reported by other reporting manager(s).)

[ ] **13F COMBINATION REPORT.** (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).)

### Form 13F Summary Page

**Report Summary:**

**Number of Other Included Managers:** 1

**Form 13F Information Table Entry Total:** 321

**Form 13F Information Table Value Total:** $2575329724

      (round to nearest dollar)

**List of Other Included Managers:**

Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report.

[If there are no entries in this list, state “NONE” and omit the column headings and list entries.]

| No.   | Name                         | Form 13F File Number   |
|:---|:---|:---|
|  | Verition Fund Management LLC | 028-13309              |

### FORM 13F INFORMATION TABLE

---

|  |  |  |  |  |  |  |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| NAME OF ISSUER | TITLE OF CLASS | CUSIP | FIGI | VALUE (x$1000) | SHRS OR PRN AMT | SH/PRN | PUT/CALL | INVESTMENT DISCRETION | OTHER MANAGER | VOTING AUTHORITY | VOTING AUTHORITY | VOTING AUTHORITY |
| NAME OF ISSUER | TITLE OF CLASS | CUSIP | FIGI | VALUE (x$1000) | SHRS OR PRN AMT | SH/PRN | PUT/CALL | INVESTMENT DISCRETION | OTHER MANAGER | SOLE | SHARED | NONE |
| 1LIFE HEALTHCARE INC | NOTE  3.000% 6/1 | 68269GAB3 |  | 5324038 | 5510000 | PRN |  | OTR | 1 | 0 | 5510000 | 0 |
| 1LIFE HEALTHCARE INC | NOTE  3.000% 6/1 | 68269GAB3 |  | 12696807 | 13118000 | PRN |  | SOLE |  | 13118000 | 0 | 0 |
| 2U INC | NOTE  2.250% 5/0 | 90214JAB7 |  | 11794402 | 18186000 | PRN |  | SOLE |  | 18186000 | 0 | 0 |
| 2U INC | NOTE  2.250% 5/0 | 90214JAB7 |  | 5189641 | 8002000 | PRN |  | OTR | 1 | 0 | 8002000 | 0 |
| 8X8 INC NEW | NOTE  4.000% 2/0 | 282914AE0 |  | 5024780 | 6163000 | PRN |  | OTR | 1 | 0 | 6163000 | 0 |
| 8X8 INC NEW | NOTE  4.000% 2/0 | 282914AE0 |  | 12929250 | 15858000 | PRN |  | SOLE |  | 15858000 | 0 | 0 |
| ABG ACQUISITION CORP I | CL A SHS | G00496102 |  | 143117 | 14184 | SH |  | SOLE |  | 14184 | 0 | 0 |
| AIRBNB INC | NOTE         3/1 | 009066AB7 |  | 25253765 | 30434000 | PRN |  | SOLE |  | 30434000 | 0 | 0 |
| AIRBNB INC | NOTE         3/1 | 009066AB7 |  | 9829906 | 11869000 | PRN |  | OTR | 1 | 0 | 11869000 | 0 |
| ALARM COM HLDGS INC | NOTE         1/1 | 011642AB1 |  | 3860462 | 4693000 | PRN |  | OTR | 1 | 0 | 4693000 | 0 |
| ALARM COM HLDGS INC | NOTE         1/1 | 011642AB1 |  | 9866522 | 12029000 | PRN |  | SOLE |  | 12029000 | 0 | 0 |
| ALPHA HEALTHCARE ACQU CORP I | CLASS A COM | 02073F104 |  | 100928 | 10177 | SH |  | OTR | 1 | 0 | 10177 | 0 |
| ALPHA HEALTHCARE ACQU CORP I | CLASS A COM | 02073F104 |  | 246177 | 24823 | SH |  | SOLE |  | 24823 | 0 | 0 |
| ALPHATEC HLDGS INC | NOTE  0.750% 8/0 | 02081GAB8 |  | 15328297 | 16664000 | PRN |  | SOLE |  | 16664000 | 0 | 0 |
| ALPHATEC HLDGS INC | NOTE  0.750% 8/0 | 02081GAB8 |  | 6747983 | 7336000 | PRN |  | OTR | 1 | 0 | 7336000 | 0 |
| ALTERYX INC | NOTE  0.500% 8/0 | 02156BAD5 |  | 13181097 | 14274000 | PRN |  | SOLE |  | 14274000 | 0 | 0 |
| ALTERYX INC | NOTE  0.500% 8/0 | 02156BAD5 |  | 5667114 | 6137000 | PRN |  | OTR | 1 | 0 | 6137000 | 0 |
| AMYRIS INC | NOTE  1.500%11/1 | 03236MAJ0 |  | 2599814 | 8155000 | PRN |  | OTR | 1 | 0 | 8155000 | 0 |
| AMYRIS INC | NOTE  1.500%11/1 | 03236MAJ0 |  | 6660049 | 20891000 | PRN |  | SOLE |  | 20891000 | 0 | 0 |
| ARRAY TECHNOLOGIES INC | NOTE  1.000%12/0 | 04271TAB6 |  | 7261007 | 7134000 | PRN |  | OTR | 1 | 0 | 7134000 | 0 |
| ARRAY TECHNOLOGIES INC | NOTE  1.000%12/0 | 04271TAB6 |  | 16413089 | 16126000 | PRN |  | SOLE |  | 16126000 | 0 | 0 |
| AURORA ACQUISITION CORP | CLASS A ORD SHS | G0698L103 |  | 143117 | 14184 | SH |  | SOLE |  | 14184 | 0 | 0 |
| AURORA CANNABIS INC | NOTE  5.500% 2/2 | 05156XAG3 |  | 7018685 | 7335000 | PRN |  | SOLE |  | 7335000 | 0 | 0 |
| AURORA CANNABIS INC | NOTE  5.500% 2/2 | 05156XAG3 |  | 2743680 | 2858000 | PRN |  | OTR | 1 | 0 | 2858000 | 0 |
| AVADEL FIN CAYMAN LTD | NOTE  4.500%10/0 | 05337YAC2 |  | 14291714 | 15000000 | PRN |  | SOLE |  | 15000000 | 0 | 0 |
| AVADEL FIN CAYMAN LTD | NOTE  4.500%10/0 | 05337YAC2 |  | 6680900 | 7012000 | PRN |  | OTR | 1 | 0 | 7012000 | 0 |
| AVADEL FIN CAYMAN LTD | NOTE  4.500%10/0 | 05337YAC2 |  | 4854419 | 5095000 | PRN |  | OTR | 1 | 0 | 5095000 | 0 |
| AVADEL FIN CAYMAN LTD | NOTE  4.500%10/0 | 05337YAC2 |  | 14547059 | 15268000 | PRN |  | SOLE |  | 15268000 | 0 | 0 |
| AVADEL PHARMACEUTICALS PLC | SPONSORED ADR | 05337M104 |  | 2534640 | 3540 | SH | Put | SOLE |  | 3540 | 0 | 0 |
| AVADEL PHARMACEUTICALS PLC | SPONSORED ADR | 05337M104 |  | 1013856 | 1416 | SH | Put | OTR | 1 | 0 | 1416 | 0 |
| AVADEL PHARMACEUTICALS PLC | SPONSORED ADR | 05337M104 |  | 95106 | 13283 | SH |  | SOLE |  | 13283 | 0 | 0 |
| BATH  BODY WORKS INC | COM | 070830104 |  | 1660316 | 394 | SH | Call | OTR | 1 | 0 | 394 | 0 |
| BATH  BODY WORKS INC | COM | 070830104 |  | 3952732 | 938 | SH | Call | SOLE |  | 938 | 0 | 0 |
| BENTLEY SYS INC | NOTE  0.375% 7/0 | 08265TAD1 |  | 1368728 | 1682000 | PRN |  | OTR | 1 | 0 | 1682000 | 0 |
| BENTLEY SYS INC | NOTE  0.375% 7/0 | 08265TAD1 |  | 3106898 | 3818000 | PRN |  | SOLE |  | 3818000 | 0 | 0 |
| BEYOND MEAT INC | COM | 08862E109 |  | 2785753 | 2263 | SH | Put | SOLE |  | 2263 | 0 | 0 |
| BEYOND MEAT INC | NOTE         3/1 | 08862EAB5 |  | 7667478 | 28848000 | PRN |  | SOLE |  | 28848000 | 0 | 0 |
| BEYOND MEAT INC | NOTE         3/1 | 08862EAB5 |  | 2990126 | 11250000 | PRN |  | OTR | 1 | 0 | 11250000 | 0 |
| BEYOND MEAT INC | COM | 08862E109 |  | 1085742 | 882 | SH | Put | OTR | 1 | 0 | 882 | 0 |
| BILIBILI INC | NOTE  0.500%12/0 | 090040AF3 |  | 10663994 | 14446000 | PRN |  | SOLE |  | 14446000 | 0 | 0 |
| BILIBILI INC | NOTE  1.375% 4/0 | 090040AB2 |  | 21132383 | 18102000 | PRN |  | OTR | 1 | 0 | 18102000 | 0 |
| BILIBILI INC | NOTE  0.500%12/0 | 090040AF3 |  | 5012358 | 6790000 | PRN |  | OTR | 1 | 0 | 6790000 | 0 |
| BILIBILI INC | NOTE  1.375% 4/0 | 090040AB2 |  | 49145458 | 42098000 | PRN |  | SOLE |  | 42098000 | 0 | 0 |
| BILL COM HLDGS INC | NOTE         4/0 | 090043AD2 |  | 585666 | 739000 | PRN |  | SOLE |  | 739000 | 0 | 0 |
| BILL COM HLDGS INC | NOTE        12/0 | 090043AB6 |  | 15425443 | 14998000 | PRN |  | OTR | 1 | 0 | 14998000 | 0 |
| BILL COM HLDGS INC | NOTE        12/0 | 090043AB6 |  | 36669805 | 35831000 | PRN |  | SOLE |  | 35831000 | 0 | 0 |
| BILL COM HLDGS INC | NOTE         4/0 | 090043AD2 |  | 252018 | 318000 | PRN |  | OTR | 1 | 0 | 318000 | 0 |
| BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 |  | 5630166 | 54403 | SH |  | OTR | 1 | 0 | 54403 | 0 |
| BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 |  | 4222392 | 408 | SH | Call | OTR | 1 | 0 | 408 | 0 |
| BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 |  | 10359349 | 1001 | SH | Call | SOLE |  | 1001 | 0 | 0 |
| BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 |  | 13767585 | 133033 | SH |  | SOLE |  | 133033 | 0 | 0 |
| BIOTECH ACQUISITION COMPANY | CL A SHS | G1125A108 |  | 179071 | 17730 | SH |  | SOLE |  | 17730 | 0 | 0 |
| BLACKLINE INC | NOTE  0.125% 8/0 | 09239BAB5 |  | 2480646 | 2223000 | PRN |  | OTR | 1 | 0 | 2223000 | 0 |
| BLACKLINE INC | NOTE  0.125% 8/0 | 09239BAB5 |  | 5777014 | 5177000 | PRN |  | SOLE |  | 5177000 | 0 | 0 |
| BLOCK INC | NOTE  0.125% 3/0 | 852234AF0 |  | 17526157 | 18369000 | PRN |  | OTR | 1 | 0 | 18369000 | 0 |
| BLOCK INC | NOTE  0.125% 3/0 | 852234AF0 |  | 40760786 | 42721000 | PRN |  | SOLE |  | 42721000 | 0 | 0 |
| BLOOM ENERGY CORP | NOTE  2.500% 8/1 | 093712AH0 |  | 7928084 | 5879000 | PRN |  | OTR | 1 | 0 | 5879000 | 0 |
| BLOOM ENERGY CORP | NOTE  2.500% 8/1 | 093712AH0 |  | 18229603 | 13518000 | PRN |  | SOLE |  | 13518000 | 0 | 0 |
| BLUERIVER ACQUISITION CORP | SHS CL A | G1261Q107 |  | 143117 | 14184 | SH |  | SOLE |  | 14184 | 0 | 0 |
| BOOKING HOLDINGS INC | COM | 09857L108 |  | 11233171 | 5574 | SH |  | SOLE |  | 5574 | 0 | 0 |
| BOOKING HOLDINGS INC | COM | 09857L108 |  | 4832641 | 2398 | SH |  | OTR | 1 | 0 | 2398 | 0 |
| BOX INC | NOTE         1/1 | 10316TAB0 |  | 4030814 | 3058000 | PRN |  | OTR | 1 | 0 | 3058000 | 0 |
| BOX INC | NOTE         1/1 | 10316TAB0 |  | 9595921 | 7280000 | PRN |  | SOLE |  | 7280000 | 0 | 0 |
| BRIDGEBIO PHARMA INC | NOTE  2.250% 2/0 | 10806XAD4 |  | 4096013 | 11048000 | PRN |  | OTR | 1 | 0 | 11048000 | 0 |
| BRIDGEBIO PHARMA INC | NOTE  2.250% 2/0 | 10806XAD4 |  | 10494733 | 28307000 | PRN |  | SOLE |  | 28307000 | 0 | 0 |
| CERENCE INC | NOTE  3.000% 6/0 | 156727AB5 |  | 566540 | 617000 | PRN |  | OTR | 1 | 0 | 617000 | 0 |
| CERENCE INC | NOTE  3.000% 6/0 | 156727AB5 |  | 1453538 | 1583000 | PRN |  | SOLE |  | 1583000 | 0 | 0 |
| CERIDIAN HCM HLDG INC | NOTE  0.250% 3/1 | 15677JAD0 |  | 6068788 | 6908000 | PRN |  | SOLE |  | 6908000 | 0 | 0 |
| CERIDIAN HCM HLDG INC | NOTE  0.250% 3/1 | 15677JAD0 |  | 2484443 | 2828000 | PRN |  | OTR | 1 | 0 | 2828000 | 0 |
| CINEMARK HLDGS INC | NOTE  4.500% 8/1 | 17243VAB8 |  | 11047098 | 11522000 | PRN |  | OTR | 1 | 0 | 11522000 | 0 |
| CINEMARK HLDGS INC | NOTE  4.500% 8/1 | 17243VAB8 |  | 25683878 | 26788000 | PRN |  | SOLE |  | 26788000 | 0 | 0 |
| COLLEGIUM PHARMACEUTICAL INC | NOTE  2.625% 2/1 | 19459JAA2 |  | 9319226 | 9149000 | PRN |  | SOLE |  | 9149000 | 0 | 0 |
| COLLEGIUM PHARMACEUTICAL INC | NOTE  2.625% 2/1 | 19459JAA2 |  | 3728098 | 3660000 | PRN |  | OTR | 1 | 0 | 3660000 | 0 |
| COLONNADE ACQUISITION CORP I | SHS CL A | G2284B101 |  | 178541 | 17730 | SH |  | SOLE |  | 17730 | 0 | 0 |
| CONSTELLATION ACQUISITN CORP | SHS CL A | G2R18K105 |  | 143400 | 14184 | SH |  | SOLE |  | 14184 | 0 | 0 |
| DATADOG INC | NOTE  0.125% 6/1 | 23804LAB9 |  | 22703841 | 20737000 | PRN |  | SOLE |  | 20737000 | 0 | 0 |
| DATADOG INC | NOTE  0.125% 6/1 | 23804LAB9 |  | 10002825 | 9125000 | PRN |  | OTR | 1 | 0 | 9125000 | 0 |
| DEXCOM INC | NOTE  0.750%12/0 | 252131AH0 |  | 165979440 | 60192000 | PRN |  | SOLE |  | 60192000 | 0 | 0 |
| DEXCOM INC | NOTE  0.750%12/0 | 252131AH0 |  | 64190983 | 23277000 | PRN |  | OTR | 1 | 0 | 23277000 | 0 |
| DEXCOM INC | COM | 252131107 |  | 1268288 | 112 | SH | Call | OTR | 1 | 0 | 112 | 0 |
| DEXCOM INC | COM | 252131107 |  | 4417945 | 39014 | SH |  | OTR | 1 | 0 | 39014 | 0 |
| DEXCOM INC | COM | 252131107 |  | 3261312 | 288 | SH | Call | SOLE |  | 288 | 0 | 0 |
| DIAMONDHEAD HOLDINGS CORP | CL A | 25278L105 |  | 142549 | 14184 | SH |  | SOLE |  | 14184 | 0 | 0 |
| DISH NETWORK CORPORATION | NOTE  3.375% 8/1 | 25470MAB5 |  | 2359932 | 3743000 | PRN |  | OTR | 1 | 0 | 3743000 | 0 |
| DISH NETWORK CORPORATION | NOTE        12/1 | 25470MAF6 |  | 2982649 | 4655000 | PRN |  | OTR | 1 | 0 | 4655000 | 0 |
| DISH NETWORK CORPORATION | NOTE        12/1 | 25470MAF6 |  | 7269206 | 11345000 | PRN |  | SOLE |  | 11345000 | 0 | 0 |
| DISH NETWORK CORPORATION | NOTE  3.375% 8/1 | 25470MAB5 |  | 5363595 | 8507000 | PRN |  | SOLE |  | 8507000 | 0 | 0 |
| DOCUSIGN INC | NOTE         1/1 | 256163AD8 |  | 5668762 | 5996000 | PRN |  | OTR | 1 | 0 | 5996000 | 0 |
| DOCUSIGN INC | NOTE         1/1 | 256163AD8 |  | 14551019 | 15391000 | PRN |  | SOLE |  | 15391000 | 0 | 0 |
| DROPBOX INC | NOTE         3/0 | 26210CAC8 |  | 2933912 | 3225000 | PRN |  | OTR | 1 | 0 | 3225000 | 0 |
| DROPBOX INC | NOTE         3/0 | 26210CAC8 |  | 7157834 | 7868000 | PRN |  | SOLE |  | 7868000 | 0 | 0 |
| DROPBOX INC | NOTE         3/0 | 26210CAD6 |  | 4444047 | 4965000 | PRN |  | SOLE |  | 4965000 | 0 | 0 |
| DROPBOX INC | NOTE         3/0 | 26210CAD6 |  | 1821478 | 2035000 | PRN |  | OTR | 1 | 0 | 2035000 | 0 |
| DYNAVAX TECHNOLOGIES CORP | NOTE  2.500% 5/1 | 268158AD4 |  | 8128384 | 6418000 | PRN |  | OTR | 1 | 0 | 6418000 | 0 |
| DYNAVAX TECHNOLOGIES CORP | NOTE  2.500% 5/1 | 268158AD4 |  | 18468073 | 14582000 | PRN |  | SOLE |  | 14582000 | 0 | 0 |
| EURONET WORLDWIDE INC | COM | 298736109 |  | 2846123 | 30156 | SH |  | SOLE |  | 30156 | 0 | 0 |
| EURONET WORLDWIDE INC | COM | 298736109 |  | 1108587 | 11746 | SH |  | OTR | 1 | 0 | 11746 | 0 |
| EUROPEAN BIOTECH ACQUTN CORP | CLASS A ORD SHS | G3167F102 |  | 179073 | 17730 | SH |  | SOLE |  | 17730 | 0 | 0 |
| EVENTBRITE INC | NOTE  5.000%12/0 | 29975EAB5 |  | 13697400 | 14808000 | PRN |  | SOLE |  | 14808000 | 0 | 0 |
| EVENTBRITE INC | NOTE  5.000%12/0 | 29975EAB5 |  | 5619375 | 6075000 | PRN |  | OTR | 1 | 0 | 6075000 | 0 |
| EVOLENT HEALTH INC | NOTE  1.500%10/1 | 30050BAD3 |  | 9750797 | 9026000 | PRN |  | OTR | 1 | 0 | 9026000 | 0 |
| EVOLENT HEALTH INC | NOTE  3.500%12/0 | 30050BAF8 |  | 4739967 | 2979000 | PRN |  | SOLE |  | 2979000 | 0 | 0 |
| EVOLENT HEALTH INC | NOTE  1.500%10/1 | 30050BAD3 |  | 22148329 | 20502000 | PRN |  | SOLE |  | 20502000 | 0 | 0 |
| EVOLENT HEALTH INC | NOTE  3.500%12/0 | 30050BAF8 |  | 2087559 | 1312000 | PRN |  | OTR | 1 | 0 | 1312000 | 0 |
| FARFETCH LTD | NOTE  3.750% 5/0 | 30744WAD9 |  | 1871704 | 2534000 | PRN |  | SOLE |  | 2534000 | 0 | 0 |
| FARFETCH LTD | NOTE  3.750% 5/0 | 30744WAD9 |  | 824318 | 1116000 | PRN |  | OTR | 1 | 0 | 1116000 | 0 |
| FINTECH EVOLUTION ACQUIS GRO | SHS CL A | G3R19A104 |  | 143258 | 14184 | SH |  | SOLE |  | 14184 | 0 | 0 |
| FTAC ATHENA ACQUISITION CORP | CL A SHS | G37283101 |  | 179073 | 17730 | SH |  | SOLE |  | 17730 | 0 | 0 |
| FTAC HERA ACQUISITION CORP | CLASS A ORD SHS | G3728Y103 |  | 179250 | 17730 | SH |  | SOLE |  | 17730 | 0 | 0 |
| FUBOTV INC | NOTE  3.250% 2/1 | 35953DAB0 |  | 1481725 | 3176000 | PRN |  | OTR | 1 | 0 | 3176000 | 0 |
| FUBOTV INC | NOTE  3.250% 2/1 | 35953DAB0 |  | 3700579 | 7932000 | PRN |  | SOLE |  | 7932000 | 0 | 0 |
| G SQUARED ASCEND I INC | SHS CL A | G4204R109 |  | 143329 | 14184 | SH |  | SOLE |  | 14184 | 0 | 0 |
| GLOBAL PARTNER ACQISTN CORP | CL A SHS | G3934P102 |  | 179260 | 17731 | SH |  | SOLE |  | 17731 | 0 | 0 |
| GOAL ACQUISITIONS CORP | *W EXP 02/11/202 | 38021H115 |  | 142701 | 14185 | SH | Call | SOLE |  | 14185 | 0 | 0 |
| GOAL ACQUISITIONS CORP | COM | 38021H107 |  | 142701 | 14185 | SH |  | SOLE |  | 14185 | 0 | 0 |
| GOL LINHAS AEREAS INTELIGENT | SPON ADR PFD NEW | 38045R206 |  | 305181 | 1143 | SH | Put | OTR | 1 | 0 | 1143 | 0 |
| GOL LINHAS AEREAS INTELIGENT | SPON ADR PFD NEW | 38045R206 |  | 762819 | 2857 | SH | Put | SOLE |  | 2857 | 0 | 0 |
| GOPRO INC | NOTE  1.250%11/1 | 38268TAD5 |  | 16237782 | 17982000 | PRN |  | SOLE |  | 17982000 | 0 | 0 |
| GOPRO INC | NOTE  1.250%11/1 | 38268TAD5 |  | 6691846 | 7378000 | PRN |  | OTR | 1 | 0 | 7378000 | 0 |
| GOSSAMER BIO INC | NOTE  5.000% 6/0 | 38341PAA0 |  | 8323724 | 24727000 | PRN |  | SOLE |  | 24727000 | 0 | 0 |
| GOSSAMER BIO INC | NOTE  5.000% 6/0 | 38341PAA0 |  | 3579334 | 10633000 | PRN |  | OTR | 1 | 0 | 10633000 | 0 |
| GUESS INC | NOTE  2.000% 4/1 | 401617AD7 |  | 26308828 | 24791000 | PRN |  | SOLE |  | 24791000 | 0 | 0 |
| GUESS INC | NOTE  2.000% 4/1 | 401617AD7 |  | 10255678 | 9664000 | PRN |  | OTR | 1 | 0 | 9664000 | 0 |
| HAEMONETICS CORP MASS | NOTE         3/0 | 405024AB6 |  | 8586576 | 10315000 | PRN |  | SOLE |  | 10315000 | 0 | 0 |
| HAEMONETICS CORP MASS | NOTE         3/0 | 405024AB6 |  | 3690364 | 4435000 | PRN |  | OTR | 1 | 0 | 4435000 | 0 |
| HEARTLAND MEDIA ACQUISITION | CL A COM | 42237V108 |  | 141892 | 13952 | SH |  | OTR | 1 | 0 | 13952 | 0 |
| HEARTLAND MEDIA ACQUISITION | *W EXP 99/99/999 | 42237V116 |  | 181901 | 17886 | SH | Call | SOLE |  | 17886 | 0 | 0 |
| HEARTLAND MEDIA ACQUISITION | CL A COM | 42237V108 |  | 363811 | 35773 | SH |  | SOLE |  | 35773 | 0 | 0 |
| IBERE PHARMACEUTICALS | SHS CL A | G46843101 |  | 178896 | 17730 | SH |  | SOLE |  | 17730 | 0 | 0 |
| IMAX CORP | NOTE  0.500% 4/0 | 45245EAJ8 |  | 1389513 | 1645000 | PRN |  | OTR | 1 | 0 | 1645000 | 0 |
| IMAX CORP | NOTE  0.500% 4/0 | 45245EAJ8 |  | 757686 | 897000 | PRN |  | SOLE |  | 897000 | 0 | 0 |
| INSMED INC | NOTE  0.750% 6/0 | 457669AB5 |  | 3458309 | 4166000 | PRN |  | SOLE |  | 4166000 | 0 | 0 |
| INSMED INC | NOTE  0.750% 6/0 | 457669AB5 |  | 1522453 | 1834000 | PRN |  | OTR | 1 | 0 | 1834000 | 0 |
| INVACARE CORP | NOTE  4.250% 3/1 | 461203AQ4 |  | 1896092 | 4255000 | PRN |  | SOLE |  | 4255000 | 0 | 0 |
| INVACARE CORP | NOTE  4.250% 3/1 | 461203AQ4 |  | 777598 | 1745000 | PRN |  | OTR | 1 | 0 | 1745000 | 0 |
| INVITAE CORP | NOTE  2.000% 9/0 | 46185LAB9 |  | 10591702 | 13303000 | PRN |  | OTR | 1 | 0 | 13303000 | 0 |
| INVITAE CORP | NOTE  2.000% 9/0 | 46185LAB9 |  | 25876938 | 32501000 | PRN |  | SOLE |  | 32501000 | 0 | 0 |
| IONIS PHARMACEUTICALS INC | NOTE  0.125%12/1 | 462222AB6 |  | 51724869 | 56759000 | PRN |  | SOLE |  | 56759000 | 0 | 0 |
| IONIS PHARMACEUTICALS INC | NOTE  0.125%12/1 | 462222AB6 |  | 21086733 | 23139000 | PRN |  | OTR | 1 | 0 | 23139000 | 0 |
| IQIYI INC | NOTE  2.000% 4/0 | 46267XAD0 |  | 21315544 | 26253000 | PRN |  | SOLE |  | 26253000 | 0 | 0 |
| IQIYI INC | NOTE  2.000% 4/0 | 46267XAD0 |  | 8742029 | 10767000 | PRN |  | OTR | 1 | 0 | 10767000 | 0 |
| IQIYI INC | SPONSORED ADS | 46267X108 |  | 496080 | 936 | SH | Put | OTR | 1 | 0 | 936 | 0 |
| IQIYI INC | SPONSORED ADS | 46267X108 |  | 1207870 | 2279 | SH | Put | SOLE |  | 2279 | 0 | 0 |
| ISHARES TR | CHINA LG-CAP ETF | 464287184 |  | 6166570 | 2179 | SH | Put | SOLE |  | 2179 | 0 | 0 |
| ISHARES TR | CHINA LG-CAP ETF | 464287184 |  | 10100270 | 3569 | SH | Call | SOLE |  | 3569 | 0 | 0 |
| ISHARES TR | JPMORGAN USD EMG | 464288281 |  | 11749551 | 1389 | SH | Put | SOLE |  | 1389 | 0 | 0 |
| ISHARES TR | CHINA LG-CAP ETF | 464287184 |  | 1129453 | 39910 | SH |  | OTR | 1 | 0 | 39910 | 0 |
| ISHARES TR | MSCI EAFE ETF | 464287465 |  | 9117396 | 1389 | SH | Put | SOLE |  | 1389 | 0 | 0 |
| ISHARES TR | CHINA LG-CAP ETF | 464287184 |  | 2597940 | 91800 | SH |  | SOLE |  | 91800 | 0 | 0 |
| ISHARES TR | 20 YR TR BD ETF | 464287432 |  | 27080320 | 2720 | SH | Call | SOLE |  | 2720 | 0 | 0 |
| ISHARES TR | MSCI EAFE ETF | 464287465 |  | 4010604 | 611 | SH | Put | OTR | 1 | 0 | 611 | 0 |
| ISHARES TR | 20 YR TR BD ETF | 464287432 |  | 11847640 | 1190 | SH | Call | OTR | 1 | 0 | 1190 | 0 |
| ISHARES TR | CHINA LG-CAP ETF | 464287184 |  | 2603600 | 920 | SH | Put | OTR | 1 | 0 | 920 | 0 |
| ISHARES TR | CHINA LG-CAP ETF | 464287184 |  | 4329900 | 1530 | SH | Call | OTR | 1 | 0 | 1530 | 0 |
| ISHARES TR | JPMORGAN USD EMG | 464288281 |  | 5168449 | 611 | SH | Put | OTR | 1 | 0 | 611 | 0 |
| JAMF HLDG CORP | NOTE  0.125% 9/0 | 47074LAB1 |  | 1260741 | 1528000 | PRN |  | OTR | 1 | 0 | 1528000 | 0 |
| JAMF HLDG CORP | NOTE  0.125% 9/0 | 47074LAB1 |  | 2864719 | 3472000 | PRN |  | SOLE |  | 3472000 | 0 | 0 |
| JAWS MUSTANG ACQUISITION COR | SHS CL A | G50737108 |  | 179172 | 17731 | SH |  | SOLE |  | 17731 | 0 | 0 |
| KHOSLA VENTURES ACQUISITION | CL A | 482504107 |  | 309310 | 30993 | SH |  | SOLE |  | 30993 | 0 | 0 |
| KHOSLA VENTURES ACQUISITION | CL A | 482504107 |  | 126816 | 12707 | SH |  | OTR | 1 | 0 | 12707 | 0 |
| KHOSLA VENTURES ACQUT CO III | COM CL A | 482506102 |  | 144736 | 14539 | SH |  | OTR | 1 | 0 | 14539 | 0 |
| KHOSLA VENTURES ACQUT CO III | COM CL A | 482506102 |  | 353014 | 35461 | SH |  | SOLE |  | 35461 | 0 | 0 |
| KNIGHTSWAN ACQUISITION CORP | CL A COM | 499103109 |  | 214218 | 21043 | SH |  | OTR | 1 | 0 | 21043 | 0 |
| KNIGHTSWAN ACQUISITION CORP | CL A COM | 499103109 |  | 549282 | 53957 | SH |  | SOLE |  | 53957 | 0 | 0 |
| KNIGHTSWAN ACQUISITION CORP | *W EXP 99/99/999 | 499103117 |  | 274636 | 26978 | SH | Call | SOLE |  | 26978 | 0 | 0 |
| KNIGHTSWAN ACQUISITION CORP | *W EXP 99/99/999 | 499103117 |  | 107104 | 10521 | SH | Call | OTR | 1 | 0 | 10521 | 0 |
| LEO HLDGS CORP II | COM CL A | G5463R102 |  | 178906 | 17731 | SH |  | SOLE |  | 17731 | 0 | 0 |
| LIGHTJUMP ACQUISITION CORP | *W EXP 01/12/202 | 53228M114 |  | 197387 | 16313 | SH | Call | SOLE |  | 16313 | 0 | 0 |
| LIV CAPITAL ACQUISITN CORP I | *W EXP 02/07/202 | G5510R113 |  | 221431 | 21582 | SH | Call | SOLE |  | 21582 | 0 | 0 |
| LIV CAPITAL ACQUISITN CORP I | CLASS A ORD SHS | G5510R105 |  | 115148 | 11223 | SH |  | OTR | 1 | 0 | 11223 | 0 |
| LIV CAPITAL ACQUISITN CORP I | CLASS A ORD SHS | G5510R105 |  | 283453 | 28777 | SH |  | SOLE |  | 28777 | 0 | 0 |
| LIVENT CORP | NOTE  4.125% 7/1 | 53814LAB4 |  | 12453323 | 5172000 | PRN |  | OTR | 1 | 0 | 5172000 | 0 |
| LIVENT CORP | NOTE  4.125% 7/1 | 53814LAB4 |  | 30377245 | 12616000 | PRN |  | SOLE |  | 12616000 | 0 | 0 |
| LUCID GROUP INC | COM | 549498103 |  | 1221204 | 1788 | SH | Put | SOLE |  | 1788 | 0 | 0 |
| LUCID GROUP INC | COM | 549498103 |  | 486296 | 712 | SH | Put | OTR | 1 | 0 | 712 | 0 |
| MANNKIND CORP | NOTE  2.500% 3/0 | 56400PAQ5 |  | 10029317 | 8403000 | PRN |  | OTR | 1 | 0 | 8403000 | 0 |
| MANNKIND CORP | NOTE  2.500% 3/0 | 56400PAQ5 |  | 22793031 | 19097000 | PRN |  | SOLE |  | 19097000 | 0 | 0 |
| MARATHON DIGITAL HOLDINGS IN | NOTE  1.000%12/0 | 565788AB2 |  | 4567429 | 19421000 | PRN |  | SOLE |  | 19421000 | 0 | 0 |
| MARATHON DIGITAL HOLDINGS IN | NOTE  1.000%12/0 | 565788AB2 |  | 1668138 | 7579000 | PRN |  | OTR | 1 | 0 | 7579000 | 0 |
| MARLIN TECHNOLOGY CORP | CL A SHS | G58411102 |  | 179615 | 17731 | SH |  | SOLE |  | 17731 | 0 | 0 |
| MESA LABS INC | NOTE  1.375% 8/1 | 59064RAA7 |  | 3435293 | 3796000 | PRN |  | SOLE |  | 3796000 | 0 | 0 |
| MESA LABS INC | NOTE  1.375% 8/1 | 59064RAA7 |  | 1440723 | 1592000 | PRN |  | OTR | 1 | 0 | 1592000 | 0 |
| MICROCHIP TECHNOLOGY INC. | COM | 595017104 |  | 2093029 | 29794 | SH |  | OTR | 1 | 0 | 29794 | 0 |
| MICROCHIP TECHNOLOGY INC. | COM | 595017104 |  | 5365414 | 76376 | SH |  | SOLE |  | 76376 | 0 | 0 |
| MICROSTRATEGY INC | NOTE         2/1 | 594972AE1 |  | 520297 | 1418000 | PRN |  | SOLE |  | 1418000 | 0 | 0 |
| MICROSTRATEGY INC | NOTE  0.750%12/1 | 594972AC5 |  | 2040272 | 4335000 | PRN |  | SOLE |  | 4335000 | 0 | 0 |
| MICROSTRATEGY INC | NOTE  0.750%12/1 | 594972AC5 |  | 795400 | 1690000 | PRN |  | OTR | 1 | 0 | 1690000 | 0 |
| MICROSTRATEGY INC | NOTE         2/1 | 594972AE1 |  | 213549 | 582000 | PRN |  | OTR | 1 | 0 | 582000 | 0 |
| MORINGA ACQUISITION CORP | CL A SHS | G6S23K108 |  | 357092 | 35461 | SH |  | SOLE |  | 35461 | 0 | 0 |
| MORINGA ACQUISITION CORP | CL A SHS | G6S23K108 |  | 146408 | 14539 | SH |  | OTR | 1 | 0 | 14539 | 0 |
| MORINGA ACQUISITION CORP | *W EXP 02/22/202 | G6S23K124 |  | 142823 | 14183 | SH | Call | SOLE |  | 14183 | 0 | 0 |
| MOTIVE CAPITAL CORP II | CL A ORD | G6293R106 |  | 551970 | 53956 | SH |  | SOLE |  | 53956 | 0 | 0 |
| MOTIVE CAPITAL CORP II | *W EXP 99/99/999 | G6293R114 |  | 183987 | 17985 | SH | Call | SOLE |  | 17985 | 0 | 0 |
| MOTIVE CAPITAL CORP II | CL A ORD | G6293R106 |  | 215280 | 21044 | SH |  | OTR | 1 | 0 | 21044 | 0 |
| NEW RELIC INC | NOTE  0.500% 5/0 | 64829BAB6 |  | 9708712 | 9906000 | PRN |  | OTR | 1 | 0 | 9906000 | 0 |
| NEW RELIC INC | NOTE  0.500% 5/0 | 64829BAB6 |  | 24272758 | 24766000 | PRN |  | SOLE |  | 24766000 | 0 | 0 |
| NOBLE ROCK ACQUISITION CORP | CL A SHS | G6546R101 |  | 179083 | 17731 | SH |  | SOLE |  | 17731 | 0 | 0 |
| NORTH ATLANTIC ACQUISITN COR | CL A SHS | G66139109 |  | 179260 | 17731 | SH |  | SOLE |  | 17731 | 0 | 0 |
| NOVA LTD | NOTE        10/1 | 66980MAB2 |  | 15855626 | 12937000 | PRN |  | SOLE |  | 12937000 | 0 | 0 |
| NOVA LTD | NOTE        10/1 | 66980MAB2 |  | 6818029 | 5563000 | PRN |  | OTR | 1 | 0 | 5563000 | 0 |
| NOVAVAX INC | NOTE  3.750% 2/0 | 670002AB0 |  | 9691179 | 9746000 | PRN |  | OTR | 1 | 0 | 9746000 | 0 |
| NOVAVAX INC | NOTE  3.750% 2/0 | 670002AB0 |  | 22022423 | 22147000 | PRN |  | SOLE |  | 22147000 | 0 | 0 |
| NOVOCURE LTD | NOTE        11/0 | 67011XAB9 |  | 24750750 | 27620000 | PRN |  | SOLE |  | 27620000 | 0 | 0 |
| NOVOCURE LTD | NOTE        11/0 | 67011XAB9 |  | 9617426 | 10771000 | PRN |  | OTR | 1 | 0 | 10771000 | 0 |
| NUTANIX INC | NOTE  0.250%10/0 | 67059NAH1 |  | 1391852 | 1655000 | PRN |  | OTR | 1 | 0 | 1655000 | 0 |
| NUTANIX INC | NOTE         1/1 | 67059NAB4 |  | 14188805 | 14287000 | PRN |  | OTR | 1 | 0 | 14287000 | 0 |
| NUTANIX INC | NOTE         1/1 | 67059NAB4 |  | 36386186 | 36638000 | PRN |  | SOLE |  | 36638000 | 0 | 0 |
| NUTANIX INC | NOTE  0.250%10/0 | 67059NAH1 |  | 3233637 | 3845000 | PRN |  | SOLE |  | 3845000 | 0 | 0 |
| OMEROS CORP | NOTE  5.250% 2/1 | 682143AG7 |  | 4184122 | 7919000 | PRN |  | OTR | 1 | 0 | 7919000 | 0 |
| OMEROS CORP | NOTE  5.250% 2/1 | 682143AG7 |  | 10456341 | 19790000 | PRN |  | SOLE |  | 19790000 | 0 | 0 |
| OMEROS CORP | COM | 682143102 |  | 209954 | 929 | SH | Put | SOLE |  | 929 | 0 | 0 |
| ON SEMICONDUCTOR CORP | COM | 682189105 |  | 11398991 | 182764 | SH |  | SOLE |  | 182764 | 0 | 0 |
| ON SEMICONDUCTOR CORP | COM | 682189105 |  | 2650725 | 425 | SH | Call | SOLE |  | 425 | 0 | 0 |
| ON SEMICONDUCTOR CORP | COM | 682189105 |  | 4677313 | 74993 | SH |  | OTR | 1 | 0 | 74993 | 0 |
| ON SEMICONDUCTOR CORP | COM | 682189105 |  | 1091475 | 175 | SH | Call | OTR | 1 | 0 | 175 | 0 |
| PAGERDUTY INC | NOTE  1.250% 7/0 | 69553PAB6 |  | 16614423 | 16446000 | PRN |  | OTR | 1 | 0 | 16446000 | 0 |
| PAGERDUTY INC | NOTE  1.250% 7/0 | 69553PAB6 |  | 39508503 | 39108000 | PRN |  | SOLE |  | 39108000 | 0 | 0 |
| PARATEK PHARMACEUTICALS INC | NOTE  4.750% 5/0 | 699374AB0 |  | 3824616 | 4421000 | PRN |  | OTR | 1 | 0 | 4421000 | 0 |
| PARATEK PHARMACEUTICALS INC | NOTE  4.750% 5/0 | 699374AB0 |  | 9559376 | 11050000 | PRN |  | SOLE |  | 11050000 | 0 | 0 |
| PATRICK INDS INC | DBCV  1.000% 2/0 | 703343AB9 |  | 5282299 | 5311000 | PRN |  | SOLE |  | 5311000 | 0 | 0 |
| PATRICK INDS INC | DBCV  1.000% 2/0 | 703343AB9 |  | 2062792 | 2074000 | PRN |  | OTR | 1 | 0 | 2074000 | 0 |
| PEGASYSTEMS INC | NOTE  0.750% 3/0 | 705573AB9 |  | 616587 | 715000 | PRN |  | OTR | 1 | 0 | 715000 | 0 |
| PEGASYSTEMS INC | NOTE  0.750% 3/0 | 705573AB9 |  | 1539311 | 1785000 | PRN |  | SOLE |  | 1785000 | 0 | 0 |
| PERIDOT ACQUISITION CORP II | SHS CL A | G7008B105 |  | 179260 | 17731 | SH |  | SOLE |  | 17731 | 0 | 0 |
| PINDUODUO INC | NOTE        10/0 | 722304AB8 |  | 20232855 | 10511000 | PRN |  | OTR | 1 | 0 | 10511000 | 0 |
| PINDUODUO INC | NOTE        10/0 | 722304AB8 |  | 45978688 | 23886000 | PRN |  | SOLE |  | 23886000 | 0 | 0 |
| PIONEER MERGER CORP | CL A SHS | G7S24C103 |  | 143836 | 14185 | SH |  | SOLE |  | 14185 | 0 | 0 |
| PONTEM CORPORATION | SHS CL A | G71707106 |  | 179260 | 17731 | SH |  | SOLE |  | 17731 | 0 | 0 |
| PROS HOLDINGS INC | NOTE  1.000% 5/1 | 74346YAH6 |  | 1631314 | 1740000 | PRN |  | OTR | 1 | 0 | 1740000 | 0 |
| PROS HOLDINGS INC | NOTE  1.000% 5/1 | 74346YAH6 |  | 3706083 | 3953000 | PRN |  | SOLE |  | 3953000 | 0 | 0 |
| PROSPECTOR CAPITAL CORP | CL A | G7273A105 |  | 115888 | 11647 | SH |  | OTR | 1 | 0 | 11647 | 0 |
| PURE STORAGE INC | NOTE  0.125% 4/1 | 74624MAB8 |  | 17922404 | 16545000 | PRN |  | OTR | 1 | 0 | 16545000 | 0 |
| PURE STORAGE INC | NOTE  0.125% 4/1 | 74624MAB8 |  | 41681369 | 38478000 | PRN |  | SOLE |  | 38478000 | 0 | 0 |
| REPLIGEN CORP | NOTE  0.375% 7/1 | 759916AB5 |  | 14908772 | 9404000 | PRN |  | OTR | 1 | 0 | 9404000 | 0 |
| REPLIGEN CORP | NOTE  0.375% 7/1 | 759916AB5 |  | 35846688 | 22611000 | PRN |  | SOLE |  | 22611000 | 0 | 0 |
| REVANCE THERAPEUTICS INC | NOTE  1.750% 2/1 | 761330AB5 |  | 2254006 | 2445000 | PRN |  | OTR | 1 | 0 | 2445000 | 0 |
| REVANCE THERAPEUTICS INC | NOTE  1.750% 2/1 | 761330AB5 |  | 5488897 | 5954000 | PRN |  | SOLE |  | 5954000 | 0 | 0 |
| RMG ACQUISITION CORP III | CL A SHS | G76088106 |  | 146626 | 14539 | SH |  | OTR | 1 | 0 | 14539 | 0 |
| ROYAL CARIBBEAN GROUP | NOTE  4.250% 6/1 | 780153BB7 |  | 8668491 | 8683000 | PRN |  | OTR | 1 | 0 | 8683000 | 0 |
| ROYAL CARIBBEAN GROUP | NOTE  4.250% 6/1 | 780153BB7 |  | 21139617 | 21175000 | PRN |  | SOLE |  | 21175000 | 0 | 0 |
| SAREPTA THERAPEUTICS INC | DBCV  1.500%11/1 | 803607AB6 |  | 30900472 | 16459000 | PRN |  | OTR | 1 | 0 | 16459000 | 0 |
| SAREPTA THERAPEUTICS INC | DBCV  1.500%11/1 | 803607AB6 |  | 70226808 | 37406000 | PRN |  | SOLE |  | 37406000 | 0 | 0 |
| SCION TECH GROWTH II | CL A SHS | G31070108 |  | 179428 | 17730 | SH |  | SOLE |  | 17730 | 0 | 0 |
| SEA LTD | NOTE  1.000%12/0 | 81141RAD2 |  | 22423104 | 18201000 | PRN |  | SOLE |  | 18201000 | 0 | 0 |
| SEA LTD | NOTE  2.375%12/0 | 81141RAF7 |  | 8591759 | 8680000 | PRN |  | SOLE |  | 8680000 | 0 | 0 |
| SEA LTD | NOTE  1.000%12/0 | 81141RAD2 |  | 9875480 | 8016000 | PRN |  | OTR | 1 | 0 | 8016000 | 0 |
| SEA LTD | NOTE  2.375%12/0 | 81141RAF7 |  | 3781166 | 3820000 | PRN |  | OTR | 1 | 0 | 3820000 | 0 |
| SELECT SECTOR SPDR TR | FINANCIAL | 81369Y605 |  | 2939832 | 85960 | SH |  | SOLE |  | 85960 | 0 | 0 |
| SELECT SECTOR SPDR TR | FINANCIAL | 81369Y605 |  | 8272980 | 2419 | SH | Put | SOLE |  | 2419 | 0 | 0 |
| SELECT SECTOR SPDR TR | FINANCIAL | 81369Y605 |  | 3642300 | 1065 | SH | Put | OTR | 1 | 0 | 1065 | 0 |
| SELECT SECTOR SPDR TR | FINANCIAL | 81369Y605 |  | 506160 | 148 | SH | Call | OTR | 1 | 0 | 148 | 0 |
| SELECT SECTOR SPDR TR | FINANCIAL | 81369Y605 |  | 4196819 | 122714 | SH |  | OTR | 1 | 0 | 122714 | 0 |
| SELECT SECTOR SPDR TR | FINANCIAL | 81369Y605 |  | 1149120 | 336 | SH | Call | SOLE |  | 336 | 0 | 0 |
| SHAKE SHACK INC | NOTE         3/0 | 819047AB7 |  | 1465738 | 2193000 | PRN |  | OTR | 1 | 0 | 2193000 | 0 |
| SHAKE SHACK INC | NOTE         3/0 | 819047AB7 |  | 3330493 | 4983000 | PRN |  | SOLE |  | 4983000 | 0 | 0 |
| SHOPIFY INC | NOTE  0.125%11/0 | 82509LAA5 |  | 5027826 | 5862000 | PRN |  | OTR | 1 | 0 | 5862000 | 0 |
| SHOPIFY INC | NOTE  0.125%11/0 | 82509LAA5 |  | 12561844 | 14646000 | PRN |  | SOLE |  | 14646000 | 0 | 0 |
| SNAP INC | NOTE  0.250% 5/0 | 83304AAD8 |  | 11961157 | 13249000 | PRN |  | SOLE |  | 13249000 | 0 | 0 |
| SNAP INC | NOTE  0.250% 5/0 | 83304AAD8 |  | 4713817 | 5188000 | PRN |  | OTR | 1 | 0 | 5188000 | 0 |
| SOLAREDGE TECHNOLOGIES INC | NOTE         9/1 | 83417MAD6 |  | 17511037 | 14067000 | PRN |  | SOLE |  | 14067000 | 0 | 0 |
| SOLAREDGE TECHNOLOGIES INC | NOTE         9/1 | 83417MAD6 |  | 7175206 | 5764000 | PRN |  | OTR | 1 | 0 | 5764000 | 0 |
| SOUTHWEST AIRLS CO | COM | 844741108 |  | 2885519 | 857 | SH | Call | OTR | 1 | 0 | 857 | 0 |
| SOUTHWEST AIRLS CO | COM | 844741108 |  | 6878781 | 2043 | SH | Call | SOLE |  | 2043 | 0 | 0 |
| SOUTHWEST AIRLS CO | COM | 844741108 |  | 11266386 | 334612 | SH |  | SOLE |  | 334612 | 0 | 0 |
| SOUTHWEST AIRLS CO | COM | 844741108 |  | 4732116 | 140544 | SH |  | OTR | 1 | 0 | 140544 | 0 |
| SPDR GOLD TR | GOLD SHS | 78463V107 |  | 23562996 | 1389 | SH | Call | SOLE |  | 1389 | 0 | 0 |
| SPDR GOLD TR | GOLD SHS | 78463V107 |  | 10365004 | 611 | SH | Call | OTR | 1 | 0 | 611 | 0 |
| SPDR S 500 ETF TR | TR UNIT | 78462F103 |  | 7778626 | 20340 | SH |  | SOLE |  | 20340 | 0 | 0 |
| SPDR S 500 ETF TR | TR UNIT | 78462F103 |  | 477655 | 1249 | SH |  | OTR | 1 | 0 | 1249 | 0 |
| STANDARD BIOTOOLS INC | NOTE  5.250%12/0 | 34385PAF5 |  | 5945975 | 6738000 | PRN |  | SOLE |  | 6738000 | 0 | 0 |
| STANDARD BIOTOOLS INC | NOTE  5.250%12/0 | 34385PAF5 |  | 2437338 | 2762000 | PRN |  | OTR | 1 | 0 | 2762000 | 0 |
| STRATIM CLOUD ACQUISITION CO | CLASS A COM | 86309R107 |  | 145535 | 14539 | SH |  | OTR | 1 | 0 | 14539 | 0 |
| STRATIM CLOUD ACQUISITION CO | CLASS A COM | 86309R107 |  | 354965 | 35461 | SH |  | SOLE |  | 35461 | 0 | 0 |
| STRATIM CLOUD ACQUISITION CO | *W EXP 03/05/202 | 86309R115 |  | 118318 | 11820 | SH | Call | SOLE |  | 11820 | 0 | 0 |
| SUNNOVA ENERGY INTL INC. | NOTE  0.250%12/0 | 86745KAF1 |  | 4868522 | 6257000 | PRN |  | OTR | 1 | 0 | 6257000 | 0 |
| SUNNOVA ENERGY INTL INC. | NOTE  0.250%12/0 | 86745KAF1 |  | 11323571 | 14553000 | PRN |  | SOLE |  | 14553000 | 0 | 0 |
| SUNRUN INC | NOTE         2/0 | 86771WAB1 |  | 10473621 | 15092000 | PRN |  | SOLE |  | 15092000 | 0 | 0 |
| SUNRUN INC | NOTE         2/0 | 86771WAB1 |  | 4608754 | 6641000 | PRN |  | OTR | 1 | 0 | 6641000 | 0 |
| SUPERNUS PHARMACEUTICALS | NOTE  0.625% 4/0 | 868459AD0 |  | 28852356 | 29351000 | PRN |  | SOLE |  | 29351000 | 0 | 0 |
| SUPERNUS PHARMACEUTICALS | NOTE  0.625% 4/0 | 868459AD0 |  | 11541532 | 11741000 | PRN |  | OTR | 1 | 0 | 11741000 | 0 |
| SVF INVESTMENT CORP | CL A SHS | G8601L102 |  | 179250 | 17730 | SH |  | SOLE |  | 17730 | 0 | 0 |
| TAILWIND INTERNATNAL ACQ COR | COM CL A | G8662F101 |  | 146688 | 14538 | SH |  | OTR | 1 | 0 | 14538 | 0 |
| TAILWIND INTERNATNAL ACQ COR | COM CL A | G8662F101 |  | 357812 | 35462 | SH |  | SOLE |  | 35462 | 0 | 0 |
| TAIWAN SEMICONDUCTOR MFG LTD | SPONSORED ADS | 874039100 |  | 2130414 | 286 | SH | Put | SOLE |  | 286 | 0 | 0 |
| TAIWAN SEMICONDUCTOR MFG LTD | SPONSORED ADS | 874039100 |  | 2130414 | 28600 | SH |  | SOLE |  | 28600 | 0 | 0 |
| TAIWAN SEMICONDUCTOR MFG LTD | SPONSORED ADS | 874039100 |  | 849186 | 11400 | SH |  | OTR | 1 | 0 | 11400 | 0 |
| TAIWAN SEMICONDUCTOR MFG LTD | SPONSORED ADS | 874039100 |  | 849186 | 114 | SH | Put | OTR | 1 | 0 | 114 | 0 |
| TESLA INC | COM | 88160R101 |  | 13697616 | 1112 | SH | Call | SOLE |  | 1112 | 0 | 0 |
| TESLA INC | COM | 88160R101 |  | 4508388 | 366 | SH | Call | OTR | 1 | 0 | 366 | 0 |
| THE REALREAL INC | NOTE  1.000% 3/0 | 88339PAD3 |  | 229325 | 612000 | PRN |  | OTR | 1 | 0 | 612000 | 0 |
| THE REALREAL INC | NOTE  1.000% 3/0 | 88339PAD3 |  | 520103 | 1388000 | PRN |  | SOLE |  | 1388000 | 0 | 0 |
| THE REALREAL INC | NOTE  3.000% 6/1 | 88339PAB7 |  | 10696494 | 17652000 | PRN |  | SOLE |  | 17652000 | 0 | 0 |
| THE REALREAL INC | NOTE  3.000% 6/1 | 88339PAB7 |  | 4277507 | 7059000 | PRN |  | OTR | 1 | 0 | 7059000 | 0 |
| TILRAY BRANDS INC | NOTE  5.000%10/0 | 88688TAB6 |  | 15543266 | 15959000 | PRN |  | SOLE |  | 15959000 | 0 | 0 |
| TILRAY BRANDS INC | NOTE  5.000%10/0 | 88688TAB6 |  | 6476768 | 6650000 | PRN |  | OTR | 1 | 0 | 6650000 | 0 |
| TRICIDA INC | NOTE  3.500% 5/1 | 89610FAB7 |  | 479274 | 5051000 | PRN |  | OTR | 1 | 0 | 5051000 | 0 |
| TRICIDA INC | NOTE  3.500% 5/1 | 89610FAB7 |  | 1198043 | 12626000 | PRN |  | SOLE |  | 12626000 | 0 | 0 |
| TWO | COM CL A | G9152V101 |  | 1107045 | 109935 | SH |  | SOLE |  | 109935 | 0 | 0 |
| TWO | COM CL A | G9152V101 |  | 453875 | 45072 | SH |  | OTR | 1 | 0 | 45072 | 0 |
| TYLER TECHNOLOGIES INC | COM | 902252105 |  | 506829 | 1572 | SH |  | SOLE |  | 1572 | 0 | 0 |
| TYLER TECHNOLOGIES INC | COM | 902252105 |  | 213435 | 662 | SH |  | OTR | 1 | 0 | 662 | 0 |
| TZP STRATEGIES ACQUISTN CORP | CL A SHS | G91595101 |  | 143344 | 14184 | SH |  | SOLE |  | 14184 | 0 | 0 |
| UNITI GROUP INC | COM | 91325V108 |  | 340311 | 61539 | SH |  | SOLE |  | 61539 | 0 | 0 |
| UNITI GROUP INC | COM | 91325V108 |  | 149747 | 27079 | SH |  | OTR | 1 | 0 | 27079 | 0 |
| VAIL RESORTS INC | COM | 91879Q109 |  | 2248832 | 9435 | SH |  | SOLE |  | 9435 | 0 | 0 |
| VAIL RESORTS INC | COM | 91879Q109 |  | 989391 | 4151 | SH |  | OTR | 1 | 0 | 4151 | 0 |
| VANECK ETF TRUST | GOLD MINERS ETF | 92189F106 |  | 1751126 | 611 | SH | Call | OTR | 1 | 0 | 611 | 0 |
| VANECK ETF TRUST | GOLD MINERS ETF | 92189F106 |  | 3980874 | 1389 | SH | Call | SOLE |  | 1389 | 0 | 0 |
| VARONIS SYS INC | NOTE  1.250% 8/1 | 922280AB8 |  | 8029877 | 7637000 | PRN |  | SOLE |  | 7637000 | 0 | 0 |
| VARONIS SYS INC | NOTE  1.250% 8/1 | 922280AB8 |  | 3536006 | 3363000 | PRN |  | OTR | 1 | 0 | 3363000 | 0 |
| VERADIGM INC | COM | 01988P108 |  | 3932185 | 222913 | SH |  | SOLE |  | 222913 | 0 | 0 |
| VERADIGM INC | COM | 01988P108 |  | 1691658 | 95899 | SH |  | OTR | 1 | 0 | 95899 | 0 |
| VERINT SYSTEMS INC | NOTE  0.250% 4/1 | 92343XAC4 |  | 936924 | 1070000 | PRN |  | OTR | 1 | 0 | 1070000 | 0 |
| VERINT SYSTEMS INC | NOTE  0.250% 4/1 | 92343XAC4 |  | 2114100 | 2430000 | PRN |  | SOLE |  | 2430000 | 0 | 0 |
| WAYFAIR INC | NOTE  1.000% 8/1 | 94419LAF8 |  | 1997428 | 3471000 | PRN |  | SOLE |  | 3471000 | 0 | 0 |
| WAYFAIR INC | NOTE  1.000% 8/1 | 94419LAF8 |  | 879881 | 1529000 | PRN |  | OTR | 1 | 0 | 1529000 | 0 |
| WESTERN DIGITAL CORP. | COM | 958102105 |  | 473786 | 15017 | SH |  | SOLE |  | 15017 | 0 | 0 |
| WIX COM LTD | NOTE         7/0 | 92940WAB5 |  | 10535020 | 10825000 | PRN |  | OTR | 1 | 0 | 10825000 | 0 |
| WIX COM LTD | NOTE         7/0 | 92940WAB5 |  | 27298596 | 28050000 | PRN |  | SOLE |  | 28050000 | 0 | 0 |
| ZSCALER INC | NOTE  0.125% 7/0 | 98980GAB8 |  | 15621581 | 14848000 | PRN |  | OTR | 1 | 0 | 14848000 | 0 |
| ZSCALER INC | NOTE  0.125% 7/0 | 98980GAB8 |  | 40082152 | 38070000 | PRN |  | SOLE |  | 38070000 | 0 | 0 |

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