# EDGAR Filing Document

**Accession Number:** 0001754535
**File Stem:** 0001420506-26-000373
**Filing Date:** 2026-2
**Character Count:** 33526
**Document Hash:** c8b0a97369ace3d43aa97723f108fe59
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001420506-26-000373.hdr.sgml**: 20260213

**ACCESSION NUMBER**: 0001420506-26-000373

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

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260213

**DATE AS OF CHANGE**: 20260213

**EFFECTIVENESS DATE**: 20260213

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** DeepCurrents Investment Group LLC
- **CENTRAL INDEX KEY:** 0001754535

**ORGANIZATION NAME:**
- **EIN:** 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:** 26630703

**BUSINESS ADDRESS:**
- **STREET 1:** 575 FIFTH AVENUE, 21ST FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017
- **BUSINESS PHONE:** 646-350-4621

**MAIL ADDRESS:**
- **STREET 1:** 575 FIFTH AVENUE, 21ST FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017

### FORM 13F COVER PAGE

**Report for the Calendar Year or Quarter Ended:** 12-31-2025

**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:** 575 FIFTH AVENUE 21ST FLOOR<br>NEW YORK, NY 10017

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

**CRD Number (if applicable):** 000288159

**SEC File Number (if applicable):** 801-110457

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  02-13-2026<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:** 273

**Form 13F Information Table Value Total:** $3051875783

      (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 |
| AFFIRM HLDGS INC | NOTE        11/1 | 00827BAB2 |  | 18470630 | 19161000 | PRN |  | SOLE |  | 19161000 | 0 | 0 |
| AFFIRM HLDGS INC | NOTE        11/1 | 00827BAB2 |  | 8703398 | 9006000 | PRN |  | OTR | 1 | 0 | 9006000 | 0 |
| AKAMAI TECHNOLOGIES INC | NOTE  0.375% 9/0 | 00971TAL5 |  | 11435528 | 11361000 | PRN |  | SOLE |  | 11361000 | 0 | 0 |
| AKAMAI TECHNOLOGIES INC | NOTE  0.375% 9/0 | 00971TAL5 |  | 3662872 | 3639000 | PRN |  | OTR | 1 | 0 | 3639000 | 0 |
| ALIGNMENT HEALTHCARE INC | NOTE  4.250%11/1 | 01625VAB0 |  | 31968231 | 20925000 | PRN |  | SOLE |  | 20925000 | 0 | 0 |
| ALIGNMENT HEALTHCARE INC | NOTE  4.250%11/1 | 01625VAB0 |  | 11190791 | 7325000 | PRN |  | OTR | 1 | 0 | 7325000 | 0 |
| ALPHATEC HLDGS INC | NOTE  0.750% 8/0 | 02081GAB8 |  | 6899886 | 5504000 | PRN |  | SOLE |  | 5504000 | 0 | 0 |
| ALPHATEC HLDGS INC | NOTE  0.750% 8/0 | 02081GAB8 |  | 2418219 | 1929000 | PRN |  | OTR | 1 | 0 | 1929000 | 0 |
| ANTERO RESOURCES CORP | COM | 03674X106 |  | 12429722 | 3607 | SH | Call | SOLE |  | 3607 | 0 | 0 |
| ANTERO RESOURCES CORP | COM | 03674X106 |  | 3980130 | 1155 | SH | Call | OTR | 1 | 0 | 1155 | 0 |
| APELLIS PHARMACEUTICALS INC | NOTE  3.500% 9/1 | 03753UAB2 |  | 33152632 | 32139000 | PRN |  | SOLE |  | 32139000 | 0 | 0 |
| APELLIS PHARMACEUTICALS INC | NOTE  3.500% 9/1 | 03753UAB2 |  | 12435203 | 12055000 | PRN |  | OTR | 1 | 0 | 12055000 | 0 |
| ARES CAPITAL CORP | COM | 04010L103 |  | 358779 | 17735 | SH |  | SOLE |  | 17735 | 0 | 0 |
| ASCENDIS PHARMA A/S | NOTE  2.250% 4/0 | 04351PAD3 |  | 35888242 | 25295000 | PRN |  | SOLE |  | 25295000 | 0 | 0 |
| ASCENDIS PHARMA A/S | NOTE  2.250% 4/0 | 04351PAD3 |  | 11490764 | 8099000 | PRN |  | OTR | 1 | 0 | 8099000 | 0 |
| ASSERTIO HOLDINGS INC | NOTE  6.500% 9/0 | 04546CAB2 |  | 1716621 | 1889000 | PRN |  | SOLE |  | 1889000 | 0 | 0 |
| ASSERTIO HOLDINGS INC | NOTE  6.500% 9/0 | 04546CAB2 |  | 782430 | 861000 | PRN |  | OTR | 1 | 0 | 861000 | 0 |
| AXON ENTERPRISE INC | NOTE  0.500%12/1 | 05464CAB7 |  | 15822553 | 6262000 | PRN |  | SOLE |  | 6262000 | 0 | 0 |
| AXON ENTERPRISE INC | NOTE  0.500%12/1 | 05464CAB7 |  | 6665585 | 2638000 | PRN |  | OTR | 1 | 0 | 2638000 | 0 |
| BANDWIDTH INC | NOTE  0.500% 4/0 | 05988JAD5 |  | 9096994 | 10413000 | PRN |  | SOLE |  | 10413000 | 0 | 0 |
| BANDWIDTH INC | NOTE  0.500% 4/0 | 05988JAD5 |  | 2915267 | 3337000 | PRN |  | OTR | 1 | 0 | 3337000 | 0 |
| BCE INC | COM NEW | 05534B760 |  | 4475778 | 1879 | SH | Call | SOLE |  | 1879 | 0 | 0 |
| BCE INC | COM NEW | 05534B760 |  | 4475778 | 1879 | SH | Put | SOLE |  | 1879 | 0 | 0 |
| BCE INC | COM NEW | 05534B760 |  | 656932 | 27579 | SH |  | SOLE |  | 27579 | 0 | 0 |
| BCE INC | COM NEW | 05534B760 |  | 1479222 | 621 | SH | Call | OTR | 1 | 0 | 621 | 0 |
| BCE INC | COM NEW | 05534B760 |  | 1479222 | 621 | SH | Put | OTR | 1 | 0 | 621 | 0 |
| BENTLEY SYS INC | NOTE  0.125% 1/1 | 08265TAB5 |  | 8679589 | 8700000 | PRN |  | SOLE |  | 8700000 | 0 | 0 |
| BENTLEY SYS INC | NOTE  0.375% 7/0 | 08265TAD1 |  | 14531217 | 15441000 | PRN |  | SOLE |  | 15441000 | 0 | 0 |
| BENTLEY SYS INC | NOTE  0.125% 1/1 | 08265TAB5 |  | 2857281 | 2864000 | PRN |  | OTR | 1 | 0 | 2864000 | 0 |
| BENTLEY SYS INC | NOTE  0.375% 7/0 | 08265TAD1 |  | 5231464 | 5559000 | PRN |  | OTR | 1 | 0 | 5559000 | 0 |
| BEYOND MEAT INC | DEBT  7.000%10/1 | 08862EAD1 |  | 7288139 | 9532000 | PRN |  | SOLE |  | 9532000 | 0 | 0 |
| BEYOND MEAT INC | DEBT  7.000%10/1 | 08862EAD1 |  | 2393189 | 3130000 | PRN |  | OTR | 1 | 0 | 3130000 | 0 |
| BITDEER TECHNOLOGIES GROUP | CL A ORD SHS | G11448100 |  | 1697194 | 1514 | SH | Call | SOLE |  | 1514 | 0 | 0 |
| BITDEER TECHNOLOGIES GROUP | CL A ORD SHS | G11448100 |  | 544806 | 486 | SH | Call | OTR | 1 | 0 | 486 | 0 |
| BLACKLINE INC | NOTE  1.000% 6/0 | 09239BAF6 |  | 14579811 | 13849000 | PRN |  | SOLE |  | 13849000 | 0 | 0 |
| BLACKLINE INC | NOTE  1.000% 6/0 | 09239BAF6 |  | 4669035 | 4435000 | PRN |  | OTR | 1 | 0 | 4435000 | 0 |
| BLOCK INC | NOTE  0.250%11/0 | 852234AK9 |  | 7233889 | 7819000 | PRN |  | SOLE |  | 7819000 | 0 | 0 |
| BLOCK INC | NOTE  0.250%11/0 | 852234AK9 |  | 2387859 | 2581000 | PRN |  | OTR | 1 | 0 | 2581000 | 0 |
| BOEING CO | COM | 097023105 |  | 673072 | 3100 | SH |  | SOLE |  | 3100 | 0 | 0 |
| BOEING CO | COM | 097023105 |  | 242306 | 1116 | SH |  | OTR | 1 | 0 | 1116 | 0 |
| BOX INC | NOTE         1/1 | 10316TAB0 |  | 12090398 | 10434000 | PRN |  | SOLE |  | 10434000 | 0 | 0 |
| BOX INC | NOTE         1/1 | 10316TAB0 |  | 5682510 | 4904000 | PRN |  | OTR | 1 | 0 | 4904000 | 0 |
| BROADCOM INC | COM | 11135F101 |  | 26234380 | 758 | SH | Call | SOLE |  | 758 | 0 | 0 |
| BROADCOM INC | COM | 11135F101 |  | 8375620 | 242 | SH | Call | OTR | 1 | 0 | 242 | 0 |
| CARDLYTICS INC | NOTE  4.250% 4/0 | 14161WAD7 |  | 1343409 | 3263000 | PRN |  | SOLE |  | 3263000 | 0 | 0 |
| CARDLYTICS INC | NOTE  4.250% 4/0 | 14161WAD7 |  | 482524 | 1172000 | PRN |  | OTR | 1 | 0 | 1172000 | 0 |
| CHECK POINT SOFTWARE TECH LT | ORD | M22465104 |  | 2206865 | 11893 | SH |  | SOLE |  | 11893 | 0 | 0 |
| CHECK POINT SOFTWARE TECH LT | ORD | M22465104 |  | 706427 | 3807 | SH |  | OTR | 1 | 0 | 3807 | 0 |
| CHEESECAKE FACTORY INC | NOTE  0.375% 6/1 | 163072AA9 |  | 7085701 | 7190000 | PRN |  | SOLE |  | 7190000 | 0 | 0 |
| CHEESECAKE FACTORY INC | NOTE  0.375% 6/1 | 163072AA9 |  | 2267622 | 2301000 | PRN |  | OTR | 1 | 0 | 2301000 | 0 |
| CHEFS WHSE INC | NOTE  2.375%12/1 | 163086AE1 |  | 27329839 | 17933000 | PRN |  | SOLE |  | 17933000 | 0 | 0 |
| CHEFS WHSE INC | NOTE  2.375%12/1 | 163086AE1 |  | 8747743 | 5740000 | PRN |  | OTR | 1 | 0 | 5740000 | 0 |
| CIPHER MINING INC | COM | 17253J106 |  | 4472280 | 3030 | SH | Call | SOLE |  | 3030 | 0 | 0 |
| CIPHER MINING INC | COM | 17253J106 |  | 1431720 | 970 | SH | Call | OTR | 1 | 0 | 970 | 0 |
| CLEANSPARK INC | NOTE         6/1 | 18452BAC4 |  | 5144621 | 4997000 | PRN |  | SOLE |  | 4997000 | 0 | 0 |
| CLEANSPARK INC | NOTE         6/1 | 18452BAC4 |  | 1822419 | 1753000 | PRN |  | OTR | 1 | 0 | 1753000 | 0 |
| CLOUDFLARE INC | NOTE         8/1 | 18915MAC1 |  | 54019816 | 45910000 | PRN |  | SOLE |  | 45910000 | 0 | 0 |
| CLOUDFLARE INC | NOTE         8/1 | 18915MAC1 |  | 17286106 | 14691000 | PRN |  | OTR | 1 | 0 | 14691000 | 0 |
| COINBASE GLOBAL INC | NOTE  0.500% 6/0 | 19260QAB3 |  | 29416238 | 29441000 | PRN |  | SOLE |  | 29441000 | 0 | 0 |
| COINBASE GLOBAL INC | NOTE  0.250% 4/0 | 19260QAF4 |  | 12631138 | 12309000 | PRN |  | SOLE |  | 12309000 | 0 | 0 |
| COINBASE GLOBAL INC | NOTE  0.500% 6/0 | 19260QAB3 |  | 9435058 | 9443000 | PRN |  | OTR | 1 | 0 | 9443000 | 0 |
| COINBASE GLOBAL INC | NOTE  0.250% 4/0 | 19260QAF4 |  | 4300385 | 4191000 | PRN |  | OTR | 1 | 0 | 4191000 | 0 |
| CONMED CORP | NOTE  2.250% 6/1 | 207410AH4 |  | 37036541 | 38647000 | PRN |  | SOLE |  | 38647000 | 0 | 0 |
| CONMED CORP | NOTE  2.250% 6/1 | 207410AH4 |  | 11792238 | 12305000 | PRN |  | OTR | 1 | 0 | 12305000 | 0 |
| CORE SCIENTIFIC INC NEW | COM | 21874A106 |  | 9929920 | 6820 | SH | Call | SOLE |  | 6820 | 0 | 0 |
| CORE SCIENTIFIC INC NEW | COM | 21874A106 |  | 2107123 | 144720 | SH |  | SOLE |  | 144720 | 0 | 0 |
| CORE SCIENTIFIC INC NEW | COM | 21874A106 |  | 3176992 | 2182 | SH | Call | OTR | 1 | 0 | 2182 | 0 |
| COREWEAVE INC | COM CL A | 21873S108 |  | 264957 | 37 | SH | Put | SOLE |  | 37 | 0 | 0 |
| DAYFORCE INC | NOTE  0.250% 3/1 | 15677JAD0 |  | 14130857 | 14252000 | PRN |  | SOLE |  | 14252000 | 0 | 0 |
| DAYFORCE INC | NOTE  0.250% 3/1 | 15677JAD0 |  | 4950560 | 4993000 | PRN |  | OTR | 1 | 0 | 4993000 | 0 |
| DEFI DEVELOPMENT CORP | COM | 47100L301 |  | 591860 | 117200 | SH |  | SOLE |  | 117200 | 0 | 0 |
| DEXCOM INC | NOTE  0.375% 5/1 | 252131AM9 |  | 26525315 | 28759000 | PRN |  | SOLE |  | 28759000 | 0 | 0 |
| DEXCOM INC | NOTE  0.375% 5/1 | 252131AM9 |  | 8753844 | 9491000 | PRN |  | OTR | 1 | 0 | 9491000 | 0 |
| DRAFTKINGS INC NEW | NOTE         3/1 | 26142RAB0 |  | 53528859 | 58456000 | PRN |  | SOLE |  | 58456000 | 0 | 0 |
| DRAFTKINGS INC NEW | NOTE         3/1 | 26142RAB0 |  | 17131140 | 18708000 | PRN |  | OTR | 1 | 0 | 18708000 | 0 |
| DROPBOX INC | NOTE         3/0 | 26210CAC8 |  | 10537490 | 10622000 | PRN |  | SOLE |  | 10622000 | 0 | 0 |
| DROPBOX INC | NOTE         3/0 | 26210CAC8 |  | 3371958 | 3399000 | PRN |  | OTR | 1 | 0 | 3399000 | 0 |
| ECHOSTAR CORP | CL A | 278768106 |  | 13630980 | 1254 | SH | Call | SOLE |  | 1254 | 0 | 0 |
| ECHOSTAR CORP | CL A | 278768106 |  | 4369740 | 402 | SH | Call | OTR | 1 | 0 | 402 | 0 |
| ENOVIS CORPORATION | NOTE  3.875%10/1 | 194014AB2 |  | 18113903 | 18561000 | PRN |  | SOLE |  | 18561000 | 0 | 0 |
| ENOVIS CORPORATION | NOTE  3.875%10/1 | 194014AB2 |  | 5795941 | 5939000 | PRN |  | OTR | 1 | 0 | 5939000 | 0 |
| ENPHASE ENERGY INC | NOTE         3/0 | 29355AAH0 |  | 35558177 | 35906000 | PRN |  | SOLE |  | 35906000 | 0 | 0 |
| ENPHASE ENERGY INC | NOTE         3/0 | 29355AAH0 |  | 11399072 | 11491000 | PRN |  | OTR | 1 | 0 | 11491000 | 0 |
| ENVISTA HOLDINGS CORPORATION | COM | 29415F104 |  | 883467 | 40694 | SH |  | SOLE |  | 40694 | 0 | 0 |
| ENVISTA HOLDINGS CORPORATION | COM | 29415F104 |  | 406780 | 18737 | SH |  | OTR | 1 | 0 | 18737 | 0 |
| ETSY INC | NOTE  0.125%10/0 | 29786AAJ5 |  | 31336824 | 31021000 | PRN |  | SOLE |  | 31021000 | 0 | 0 |
| ETSY INC | NOTE  0.125%10/0 | 29786AAJ5 |  | 10028067 | 9927000 | PRN |  | OTR | 1 | 0 | 9927000 | 0 |
| EVENTBRITE INC | NOTE  0.750% 9/1 | 29975EAD1 |  | 8647373 | 8807000 | PRN |  | SOLE |  | 8807000 | 0 | 0 |
| EVENTBRITE INC | NOTE  0.750% 9/1 | 29975EAD1 |  | 2766924 | 2818000 | PRN |  | OTR | 1 | 0 | 2818000 | 0 |
| EVOLENT HEALTH INC | NOTE  3.500%12/0 | 30050BAH4 |  | 575614 | 849000 | PRN |  | SOLE |  | 849000 | 0 | 0 |
| EVOLENT HEALTH INC | NOTE  3.500%12/0 | 30050BAH4 |  | 185092 | 273000 | PRN |  | OTR | 1 | 0 | 273000 | 0 |
| FASTLY INC | CL A | 31188V100 |  | 1978147 | 194317 | SH |  | SOLE |  | 194317 | 0 | 0 |
| FASTLY INC | NOTE         3/1 | 31188VAB6 |  | 2421434 | 2444000 | PRN |  | SOLE |  | 2444000 | 0 | 0 |
| FASTLY INC | CL A | 31188V100 |  | 633023 | 62183 | SH |  | OTR | 1 | 0 | 62183 | 0 |
| FASTLY INC | NOTE         3/1 | 31188VAB6 |  | 798558 | 806000 | PRN |  | OTR | 1 | 0 | 806000 | 0 |
| FLUENCE ENERGY INC | NOTE  2.250% 6/1 | 34379VAB9 |  | 13697934 | 11361000 | PRN |  | SOLE |  | 11361000 | 0 | 0 |
| FLUENCE ENERGY INC | NOTE  2.250% 6/1 | 34379VAB9 |  | 4387535 | 3639000 | PRN |  | OTR | 1 | 0 | 3639000 | 0 |
| GALAXY DIGITAL INC. | CL A | 36317J209 |  | 2540096 | 1136 | SH | Call | SOLE |  | 1136 | 0 | 0 |
| GALAXY DIGITAL INC. | CL A | 36317J209 |  | 813904 | 364 | SH | Call | OTR | 1 | 0 | 364 | 0 |
| GOSSAMER BIO INC | COM | 38341P102 |  | 379750 | 1225 | SH | Put | SOLE |  | 1225 | 0 | 0 |
| GOSSAMER BIO INC | NOTE  5.000% 6/0 | 38341PAA0 |  | 13053305 | 19484000 | PRN |  | SOLE |  | 19484000 | 0 | 0 |
| GOSSAMER BIO INC | NOTE  5.000% 6/0 | 38341PAA0 |  | 5611501 | 8376000 | PRN |  | OTR | 1 | 0 | 8376000 | 0 |
| GROUPON INC | NOTE  6.250% 3/1 | 399473AH0 |  | 5626506 | 5260000 | PRN |  | SOLE |  | 5260000 | 0 | 0 |
| GROUPON INC | NOTE  6.250% 3/1 | 399473AH0 |  | 1856961 | 1736000 | PRN |  | OTR | 1 | 0 | 1736000 | 0 |
| GUESS INC | NOTE  3.750% 4/1 | 401617AF2 |  | 23552696 | 23676000 | PRN |  | SOLE |  | 23676000 | 0 | 0 |
| GUESS INC | NOTE  3.750% 4/1 | 401617AF2 |  | 9523144 | 9573000 | PRN |  | OTR | 1 | 0 | 9573000 | 0 |
| HAEMONETICS CORP MASS | NOTE         3/0 | 405024AB6 |  | 6921439 | 6988000 | PRN |  | SOLE |  | 6988000 | 0 | 0 |
| HAEMONETICS CORP MASS | NOTE         3/0 | 405024AB6 |  | 2214702 | 2236000 | PRN |  | OTR | 1 | 0 | 2236000 | 0 |
| HERBALIFE LTD | NOTE  4.250% 6/1 | 42703MAF0 |  | 5940929 | 5453000 | PRN |  | SOLE |  | 5453000 | 0 | 0 |
| HERBALIFE LTD | NOTE  4.250% 6/1 | 42703MAF0 |  | 1904409 | 1748000 | PRN |  | OTR | 1 | 0 | 1748000 | 0 |
| IMPINJ INC | NOTE  1.125% 5/1 | 453204AD1 |  | 11692178 | 7193000 | PRN |  | SOLE |  | 7193000 | 0 | 0 |
| IMPINJ INC | NOTE  1.125% 5/1 | 453204AD1 |  | 3946699 | 2428000 | PRN |  | OTR | 1 | 0 | 2428000 | 0 |
| INOTIV INC | NOTE  3.250%10/1 | 45783QAB6 |  | 1512810 | 6309000 | PRN |  | SOLE |  | 6309000 | 0 | 0 |
| INOTIV INC | NOTE  3.250%10/1 | 45783QAB6 |  | 514581 | 2146000 | PRN |  | OTR | 1 | 0 | 2146000 | 0 |
| INTERDIGITAL INC | NOTE  3.500% 6/0 | 45867GAD3 |  | 130839564 | 31741000 | PRN |  | SOLE |  | 31741000 | 0 | 0 |
| INTERDIGITAL INC | NOTE  3.500% 6/0 | 45867GAD3 |  | 41876424 | 10159000 | PRN |  | OTR | 1 | 0 | 10159000 | 0 |
| IONIS PHARMACEUTICALS INC | NOTE         4/0 | 462222AD2 |  | 52662756 | 38203000 | PRN |  | SOLE |  | 38203000 | 0 | 0 |
| IONIS PHARMACEUTICALS INC | NOTE         4/0 | 462222AD2 |  | 16850760 | 12224000 | PRN |  | OTR | 1 | 0 | 12224000 | 0 |
| IRHYTHM TECHNOLOGIES INC | NOTE  1.500% 9/0 | 450056AB2 |  | 29136664 | 20828000 | PRN |  | SOLE |  | 20828000 | 0 | 0 |
| IRHYTHM TECHNOLOGIES INC | NOTE  1.500% 9/0 | 450056AB2 |  | 9333581 | 6672000 | PRN |  | OTR | 1 | 0 | 6672000 | 0 |
| IRONWOOD PHARMACEUTICALS INC | NOTE  1.500% 6/1 | 46333XAH1 |  | 18022124 | 19011000 | PRN |  | SOLE |  | 19011000 | 0 | 0 |
| IRONWOOD PHARMACEUTICALS INC | NOTE  1.500% 6/1 | 46333XAH1 |  | 6151468 | 6489000 | PRN |  | OTR | 1 | 0 | 6489000 | 0 |
| ISHARES BITCOIN TRUST ETF | SHS BEN INT | 46438F101 |  | 32719350 | 6590 | SH | Call | SOLE |  | 6590 | 0 | 0 |
| ISHARES BITCOIN TRUST ETF | SHS BEN INT | 46438F101 |  | 10476150 | 2110 | SH | Call | OTR | 1 | 0 | 2110 | 0 |
| ISHARES ETHEREUM TR | SHS | 46438R105 |  | 1132715 | 505 | SH | Call | SOLE |  | 505 | 0 | 0 |
| ISHARES ETHEREUM TR | SHS | 46438R105 |  | 365609 | 163 | SH | Call | OTR | 1 | 0 | 163 | 0 |
| ISHARES INC | MSCI STH KOR ETF | 464286772 |  | 295354 | 3038 | SH |  | SOLE |  | 3038 | 0 | 0 |
| ISHARES TR | IBOXX INV CP ETF | 464287242 |  | 25035168 | 2272 | SH | Put | SOLE |  | 2272 | 0 | 0 |
| ISHARES TR | RUSSELL 2000 ETF | 464287655 |  | 9427928 | 383 | SH | Put | SOLE |  | 383 | 0 | 0 |
| ISHARES TR | MSCI UK ETF NEW | 46435G334 |  | 3302898 | 751 | SH | Put | SOLE |  | 751 | 0 | 0 |
| ISHARES TR | IBOXX INV CP ETF | 464287242 |  | 8021832 | 728 | SH | Put | OTR | 1 | 0 | 728 | 0 |
| ISHARES TR | RUSSELL 2000 ETF | 464287655 |  | 1403112 | 57 | SH | Put | OTR | 1 | 0 | 57 | 0 |
| ISHARES TR | MSCI UK ETF NEW | 46435G334 |  | 1095102 | 249 | SH | Put | OTR | 1 | 0 | 249 | 0 |
| ITRON INC | NOTE         3/1 | 465741AN6 |  | 5634993 | 5684000 | PRN |  | SOLE |  | 5684000 | 0 | 0 |
| ITRON INC | NOTE         3/1 | 465741AN6 |  | 1800342 | 1816000 | PRN |  | OTR | 1 | 0 | 1816000 | 0 |
| JAMF HLDG CORP | NOTE  0.125% 9/0 | 47074LAB1 |  | 22403434 | 22727000 | PRN |  | SOLE |  | 22727000 | 0 | 0 |
| JAMF HLDG CORP | NOTE  0.125% 9/0 | 47074LAB1 |  | 7169454 | 7273000 | PRN |  | OTR | 1 | 0 | 7273000 | 0 |
| JAZZ PHARMACEUTICALS PLC | SHS USD | G50871105 |  | 8795120 | 51736 | SH |  | SOLE |  | 51736 | 0 | 0 |
| JAZZ PHARMACEUTICALS PLC | SHS USD | G50871105 |  | 3187500 | 18750 | SH |  | OTR | 1 | 0 | 18750 | 0 |
| JETBLUE AWYS CORP | COM | 477143101 |  | 689325 | 1515 | SH | Call | SOLE |  | 1515 | 0 | 0 |
| JETBLUE AWYS CORP | COM | 477143101 |  | 220675 | 485 | SH | Call | OTR | 1 | 0 | 485 | 0 |
| KRANESHARES TRUST | CSI CHI INTERNET | 500767306 |  | 3612705 | 1061 | SH | Call | SOLE |  | 1061 | 0 | 0 |
| KRANESHARES TRUST | CSI CHI INTERNET | 500767306 |  | 1154295 | 339 | SH | Call | OTR | 1 | 0 | 339 | 0 |
| LANTHEUS HLDGS INC | NOTE  2.625%12/1 | 516544AB9 |  | 26543018 | 23106000 | PRN |  | SOLE |  | 23106000 | 0 | 0 |
| LANTHEUS HLDGS INC | NOTE  2.625%12/1 | 516544AB9 |  | 8493858 | 7394000 | PRN |  | OTR | 1 | 0 | 7394000 | 0 |
| LI AUTO INC | NOTE  0.250% 5/0 | 50202MAB8 |  | 8464373 | 8379000 | PRN |  | SOLE |  | 8379000 | 0 | 0 |
| LI AUTO INC | NOTE  0.250% 5/0 | 50202MAB8 |  | 2803421 | 2771000 | PRN |  | OTR | 1 | 0 | 2771000 | 0 |
| LITHIUM ARGENTINA AG | NOTE  1.750% 1/1 | 53680QAA6 |  | 9780091 | 10694000 | PRN |  | SOLE |  | 10694000 | 0 | 0 |
| LITHIUM ARGENTINA AG | NOTE  1.750% 1/1 | 53680QAA6 |  | 3622493 | 3961000 | PRN |  | OTR | 1 | 0 | 3961000 | 0 |
| MAGNITE INC | NOTE  0.250% 3/1 | 55955DAB6 |  | 21022333 | 21232000 | PRN |  | SOLE |  | 21232000 | 0 | 0 |
| MAGNITE INC | NOTE  0.250% 3/1 | 55955DAB6 |  | 6701166 | 6768000 | PRN |  | OTR | 1 | 0 | 6768000 | 0 |
| MAKEMYTRIP LIMITED MAURITIUS | NOTE         2/1 | 56087FAB0 |  | 40302263 | 18694000 | PRN |  | SOLE |  | 18694000 | 0 | 0 |
| MAKEMYTRIP LIMITED MAURITIUS | NOTE         2/1 | 56087FAB0 |  | 12896552 | 5982000 | PRN |  | OTR | 1 | 0 | 5982000 | 0 |
| MANULIFE FINL CORP | COM | 56501R106 |  | 13412716 | 3697 | SH | Put | SOLE |  | 3697 | 0 | 0 |
| MANULIFE FINL CORP | COM | 56501R106 |  | 5902756 | 1627 | SH | Put | OTR | 1 | 0 | 1627 | 0 |
| MARA HOLDINGS INC | COM | 565788106 |  | 133003 | 14811 | SH |  | SOLE |  | 14811 | 0 | 0 |
| MARA HOLDINGS INC | NOTE         3/0 | 565788AF3 |  | 22345871 | 28292000 | PRN |  | SOLE |  | 28292000 | 0 | 0 |
| MARA HOLDINGS INC | NOTE         3/0 | 565788AF3 |  | 7825636 | 9908000 | PRN |  | OTR | 1 | 0 | 9908000 | 0 |
| MITEK SYS INC | NOTE  0.750% 2/0 | 606710AA9 |  | 17943459 | 18011000 | PRN |  | SOLE |  | 18011000 | 0 | 0 |
| MITEK SYS INC | NOTE  0.750% 2/0 | 606710AA9 |  | 5722460 | 5744000 | PRN |  | OTR | 1 | 0 | 5744000 | 0 |
| MOOLEC SCIENCE SA | *W EXP 01/30/202 | G6223S117 |  | 62299 | 16313 | SH | Call | SOLE |  | 16313 | 0 | 0 |
| NEOGENOMICS INC | NOTE  0.250% 1/1 | 64049MAB6 |  | 7097026 | 7953000 | PRN |  | SOLE |  | 7953000 | 0 | 0 |
| NEOGENOMICS INC | NOTE  0.250% 1/1 | 64049MAB6 |  | 2272869 | 2547000 | PRN |  | OTR | 1 | 0 | 2547000 | 0 |
| NEWS CORP NEW | CL A | 65249B109 |  | 5508839 | 210905 | SH |  | SOLE |  | 210905 | 0 | 0 |
| NEWS CORP NEW | CL A | 65249B109 |  | 1311172 | 50198 | SH |  | OTR | 1 | 0 | 50198 | 0 |
| NIO INC | NOTE  4.625%10/1 | 62914VAK2 |  | 16904854 | 18736000 | PRN |  | SOLE |  | 18736000 | 0 | 0 |
| NIO INC | NOTE  4.625%10/1 | 62914VAK2 |  | 5409987 | 5996000 | PRN |  | OTR | 1 | 0 | 5996000 | 0 |
| NUSCALE PWR CORP | CL A COM | 67079K100 |  | 1609712 | 1136 | SH | Put | SOLE |  | 1136 | 0 | 0 |
| NUSCALE PWR CORP | CL A COM | 67079K100 |  | 515788 | 364 | SH | Put | OTR | 1 | 0 | 364 | 0 |
| NUTANIX INC | NOTE  0.250%10/0 | 67059NAH1 |  | 2981634 | 2650000 | PRN |  | SOLE |  | 2650000 | 0 | 0 |
| NUTANIX INC | NOTE  0.500%12/1 | 67059NAK4 |  | 39461872 | 40905000 | PRN |  | SOLE |  | 40905000 | 0 | 0 |
| NUTANIX INC | NOTE  0.250%10/0 | 67059NAH1 |  | 956373 | 850000 | PRN |  | OTR | 1 | 0 | 850000 | 0 |
| NUTANIX INC | NOTE  0.500%12/1 | 67059NAK4 |  | 12633008 | 13095000 | PRN |  | OTR | 1 | 0 | 13095000 | 0 |
| NVIDIA CORPORATION | COM | 67066G104 |  | 5296600 | 284 | SH | Put | SOLE |  | 284 | 0 | 0 |
| NVIDIA CORPORATION | COM | 67066G104 |  | 1678500 | 90 | SH | Put | OTR | 1 | 0 | 90 | 0 |
| OCCIDENTAL PETE CORP | COM | 674599105 |  | 309058 | 7516 | SH |  | SOLE |  | 7516 | 0 | 0 |
| OMEROS CORP | NOTE  9.500% 6/1 | 682143AK8 |  | 34071050 | 11395000 | PRN |  | SOLE |  | 11395000 | 0 | 0 |
| OMEROS CORP | NOTE  9.500% 6/1 | 682143AK8 |  | 12523848 | 4219000 | PRN |  | OTR | 1 | 0 | 4219000 | 0 |
| OPENDOOR TECHNOLOGIES INC | *W EXP 11/20/202 | 683712129 |  | 72210 | 12386 | SH | Call | SOLE |  | 12386 | 0 | 0 |
| OPENDOOR TECHNOLOGIES INC | *W EXP 11/20/202 | 683712137 |  | 72210 | 12386 | SH | Call | SOLE |  | 12386 | 0 | 0 |
| OPENDOOR TECHNOLOGIES INC | *W EXP 11/20/202 | 683712145 |  | 72210 | 12386 | SH | Call | SOLE |  | 12386 | 0 | 0 |
| PAGAYA U S HLDG CO LLC | NOTE  6.125%10/0 | 69549FAB5 |  | 10901730 | 6015000 | PRN |  | SOLE |  | 6015000 | 0 | 0 |
| PAGAYA U S HLDG CO LLC | NOTE  6.125%10/0 | 69549FAB5 |  | 3597662 | 1985000 | PRN |  | OTR | 1 | 0 | 1985000 | 0 |
| PAR TECHNOLOGY CORP | NOTE  1.500%10/1 | 698884AE3 |  | 23017899 | 23482000 | PRN |  | SOLE |  | 23482000 | 0 | 0 |
| PAR TECHNOLOGY CORP | NOTE  1.500%10/1 | 698884AE3 |  | 7369414 | 7518000 | PRN |  | OTR | 1 | 0 | 7518000 | 0 |
| PEABODY ENGR CORP | NOTE  3.250% 3/0 | 704551AD2 |  | 34337520 | 20439000 | PRN |  | SOLE |  | 20439000 | 0 | 0 |
| PEABODY ENGR CORP | NOTE  3.250% 3/0 | 704551AD2 |  | 12325715 | 7361000 | PRN |  | OTR | 1 | 0 | 7361000 | 0 |
| PELOTON INTERACTIVE INC | CL A COM | 70614W100 |  | 108903 | 17679 | SH |  | SOLE |  | 17679 | 0 | 0 |
| PLANET FITNESS INC | CL A | 72703H101 |  | 9859923 | 909 | SH | Call | SOLE |  | 909 | 0 | 0 |
| PLANET FITNESS INC | CL A | 72703H101 |  | 3156477 | 291 | SH | Call | OTR | 1 | 0 | 291 | 0 |
| PORCH GROUP INC | DEBT  9.000% 5/1 | 733245AD6 |  | 16212061 | 14381000 | PRN |  | SOLE |  | 14381000 | 0 | 0 |
| PORCH GROUP INC | DEBT  9.000% 5/1 | 733245AD6 |  | 5319847 | 4719000 | PRN |  | OTR | 1 | 0 | 4719000 | 0 |
| PROGRESS SOFTWARE CORP | NOTE  1.000% 4/1 | 743312AB6 |  | 18188777 | 18301000 | PRN |  | SOLE |  | 18301000 | 0 | 0 |
| PROGRESS SOFTWARE CORP | NOTE  1.000% 4/1 | 743312AB6 |  | 5824066 | 5860000 | PRN |  | OTR | 1 | 0 | 5860000 | 0 |
| PTC THERAPEUTICS INC | NOTE  1.500% 9/1 | 69366JAD3 |  | 20524279 | 13864000 | PRN |  | SOLE |  | 13864000 | 0 | 0 |
| PTC THERAPEUTICS INC | NOTE  1.500% 9/1 | 69366JAD3 |  | 8937181 | 6037000 | PRN |  | OTR | 1 | 0 | 6037000 | 0 |
| Q2 HLDGS INC | NOTE  0.750% 6/0 | 74736LAD1 |  | 14198719 | 14011000 | PRN |  | SOLE |  | 14011000 | 0 | 0 |
| Q2 HLDGS INC | NOTE  0.750% 6/0 | 74736LAD1 |  | 4549144 | 4489000 | PRN |  | OTR | 1 | 0 | 4489000 | 0 |
| RAPID7 INC | NOTE  0.250% 3/1 | 753422AF1 |  | 30299229 | 31954000 | PRN |  | SOLE |  | 31954000 | 0 | 0 |
| RAPID7 INC | NOTE  0.250% 3/1 | 753422AF1 |  | 9999865 | 10546000 | PRN |  | OTR | 1 | 0 | 10546000 | 0 |
| REDFIN CORP | NOTE  0.500% 4/0 | 75737FAE8 |  | 18476886 | 19485000 | PRN |  | SOLE |  | 19485000 | 0 | 0 |
| REDFIN CORP | NOTE  0.500% 4/0 | 75737FAE8 |  | 6177927 | 6515000 | PRN |  | OTR | 1 | 0 | 6515000 | 0 |
| REPLIGEN CORP | NOTE  1.000%12/1 | 759916AD1 |  | 34540886 | 31457000 | PRN |  | SOLE |  | 31457000 | 0 | 0 |
| REPLIGEN CORP | NOTE  1.000%12/1 | 759916AD1 |  | 11059409 | 10072000 | PRN |  | OTR | 1 | 0 | 10072000 | 0 |
| RIOT PLATFORMS INC | COM | 767292105 |  | 9525306 | 7518 | SH | Call | SOLE |  | 7518 | 0 | 0 |
| RIOT PLATFORMS INC | NOTE  0.750% 1/1 | 767292AB1 |  | 5139155 | 4544000 | PRN |  | SOLE |  | 4544000 | 0 | 0 |
| RIOT PLATFORMS INC | COM | 767292105 |  | 3144694 | 2482 | SH | Call | OTR | 1 | 0 | 2482 | 0 |
| RIOT PLATFORMS INC | NOTE  0.750% 1/1 | 767292AB1 |  | 1646701 | 1456000 | PRN |  | OTR | 1 | 0 | 1456000 | 0 |
| RIVIAN AUTOMOTIVE INC | NOTE  3.625%10/1 | 76954AAD5 |  | 36682013 | 32589000 | PRN |  | SOLE |  | 32589000 | 0 | 0 |
| RIVIAN AUTOMOTIVE INC | NOTE  3.625%10/1 | 76954AAD5 |  | 11751212 | 10440000 | PRN |  | OTR | 1 | 0 | 10440000 | 0 |
| SAREPTA THERAPEUTICS INC | COM | 803607100 |  | 809152 | 376 | SH | Put | SOLE |  | 376 | 0 | 0 |
| SAREPTA THERAPEUTICS INC | COM | 803607100 |  | 266848 | 124 | SH | Put | OTR | 1 | 0 | 124 | 0 |
| SEA LTD | NOTE  0.250% 9/1 | 81141RAG5 |  | 30531253 | 31480000 | PRN |  | SOLE |  | 31480000 | 0 | 0 |
| SEA LTD | NOTE  0.250% 9/1 | 81141RAG5 |  | 10687879 | 11020000 | PRN |  | OTR | 1 | 0 | 11020000 | 0 |
| SHAKE SHACK INC | NOTE         3/0 | 819047AB7 |  | 27053968 | 28740000 | PRN |  | SOLE |  | 28740000 | 0 | 0 |
| SHAKE SHACK INC | NOTE         3/0 | 819047AB7 |  | 8969981 | 9529000 | PRN |  | OTR | 1 | 0 | 9529000 | 0 |
| SILEXION THERAPEUTICS CORP | *W EXP 08/15/202 | G1281K114 |  | 27231 | 14183 | SH | Call | SOLE |  | 14183 | 0 | 0 |
| SPDR SERIES TRUST | STATE STREET SPD | 78464A870 |  | 414562 | 34 | SH | Put | SOLE |  | 34 | 0 | 0 |
| SPOTIFY USA INC | NOTE         3/1 | 84921RAB6 |  | 56613094 | 49717000 | PRN |  | SOLE |  | 49717000 | 0 | 0 |
| SPOTIFY USA INC | NOTE         3/1 | 84921RAB6 |  | 18117967 | 15911000 | PRN |  | OTR | 1 | 0 | 15911000 | 0 |
| STRATEGY INC | CL A NEW | 594972408 |  | 23035620 | 1516 | SH | Put | SOLE |  | 1516 | 0 | 0 |
| STRATEGY INC | NOTE  0.625% 3/1 | 594972AJ0 |  | 10303629 | 8126000 | PRN |  | SOLE |  | 8126000 | 0 | 0 |
| STRATEGY INC | NOTE  0.625% 9/1 | 594972AQ4 |  | 40232643 | 34326000 | PRN |  | SOLE |  | 34326000 | 0 | 0 |
| STRATEGY INC | NOTE        12/0 | 594972AS0 |  | 17346891 | 21108000 | PRN |  | SOLE |  | 21108000 | 0 | 0 |
| STRATEGY INC | CL A NEW | 594972408 |  | 7354380 | 484 | SH | Put | OTR | 1 | 0 | 484 | 0 |
| STRATEGY INC | NOTE  0.625% 3/1 | 594972AJ0 |  | 4531771 | 3574000 | PRN |  | OTR | 1 | 0 | 3574000 | 0 |
| STRATEGY INC | NOTE  0.625% 9/1 | 594972AQ4 |  | 13278438 | 11329000 | PRN |  | OTR | 1 | 0 | 11329000 | 0 |
| STRATEGY INC | NOTE        12/0 | 594972AS0 |  | 6081398 | 7392000 | PRN |  | OTR | 1 | 0 | 7392000 | 0 |
| STRIDE INC | NOTE  1.125% 9/0 | 86333MAA6 |  | 23859416 | 17424000 | PRN |  | SOLE |  | 17424000 | 0 | 0 |
| STRIDE INC | NOTE  1.125% 9/0 | 86333MAA6 |  | 7635451 | 5576000 | PRN |  | OTR | 1 | 0 | 5576000 | 0 |
| STUBHUB HLDGS INC | CL A | 86384P109 |  | 290895 | 215 | SH | Call | SOLE |  | 215 | 0 | 0 |
| SUPER MICRO COMPUTER INC | NOTE  3.500% 3/0 | 86800UAB0 |  | 7089273 | 7955000 | PRN |  | SOLE |  | 7955000 | 0 | 0 |
| SUPER MICRO COMPUTER INC | NOTE  3.500% 3/0 | 86800UAB0 |  | 2272176 | 2545000 | PRN |  | OTR | 1 | 0 | 2545000 | 0 |
| T1 ENERGY INC | NOTE  5.250%12/0 | 35834FAB0 |  | 5320671 | 4165000 | PRN |  | SOLE |  | 4165000 | 0 | 0 |
| T1 ENERGY INC | NOTE  5.250%12/0 | 35834FAB0 |  | 1705425 | 1335000 | PRN |  | OTR | 1 | 0 | 1335000 | 0 |
| TANDEM DIABETES CARE INC | NOTE  1.500% 3/1 | 875372AD6 |  | 15467694 | 15150000 | PRN |  | SOLE |  | 15150000 | 0 | 0 |
| TANDEM DIABETES CARE INC | NOTE  1.500% 3/1 | 875372AD6 |  | 4951705 | 4850000 | PRN |  | OTR | 1 | 0 | 4850000 | 0 |
| TELADOC HEALTH INC | NOTE  1.250% 6/0 | 87918AAF2 |  | 39387736 | 41352000 | PRN |  | SOLE |  | 41352000 | 0 | 0 |
| TELADOC HEALTH INC | NOTE  1.250% 6/0 | 87918AAF2 |  | 12999706 | 13648000 | PRN |  | OTR | 1 | 0 | 13648000 | 0 |
| TELUS CORPORATION | COM | 87971M103 |  | 9015120 | 6840 | SH | Put | SOLE |  | 6840 | 0 | 0 |
| TELUS CORPORATION | COM | 87971M103 |  | 274579 | 20833 | SH |  | SOLE |  | 20833 | 0 | 0 |
| TELUS CORPORATION | COM | 87971M103 |  | 3967180 | 3010 | SH | Put | OTR | 1 | 0 | 3010 | 0 |
| TERAWULF INC | COM | 88080T104 |  | 7820094 | 6806 | SH | Call | SOLE |  | 6806 | 0 | 0 |
| TERAWULF INC | COM | 88080T104 |  | 868150 | 75557 | SH |  | SOLE |  | 75557 | 0 | 0 |
| TERAWULF INC | COM | 88080T104 |  | 2520906 | 2194 | SH | Call | OTR | 1 | 0 | 2194 | 0 |
| TERAWULF INC | COM | 88080T104 |  | 280850 | 24443 | SH |  | OTR | 1 | 0 | 24443 | 0 |
| TESLA INC | COM | 88160R101 |  | 27477892 | 611 | SH | Call | SOLE |  | 611 | 0 | 0 |
| TESLA INC | COM | 88160R101 |  | 8859484 | 197 | SH | Call | OTR | 1 | 0 | 197 | 0 |
| TETRA TECH INC NEW | DBCV  2.250% 8/1 | 88162GAB9 |  | 16348935 | 15041000 | PRN |  | SOLE |  | 15041000 | 0 | 0 |
| TETRA TECH INC NEW | DBCV  2.250% 8/1 | 88162GAB9 |  | 5238051 | 4819000 | PRN |  | OTR | 1 | 0 | 4819000 | 0 |
| TILRAY BRANDS INC | NOTE  5.200% 6/1 | 88688TAC4 |  | 19480650 | 18553000 | PRN |  | SOLE |  | 18553000 | 0 | 0 |
| TILRAY BRANDS INC | NOTE  5.200% 6/1 | 88688TAC4 |  | 6821850 | 6497000 | PRN |  | OTR | 1 | 0 | 6497000 | 0 |
| TOPGOLF CALLAWAY BRANDS CORP | NOTE  2.750% 5/0 | 131193AE4 |  | 31613761 | 31650000 | PRN |  | SOLE |  | 31650000 | 0 | 0 |
| TOPGOLF CALLAWAY BRANDS CORP | NOTE  2.750% 5/0 | 131193AE4 |  | 10121398 | 10133000 | PRN |  | OTR | 1 | 0 | 10133000 | 0 |
| TRANSMEDICS GROUP INC | NOTE  1.500% 6/0 | 89377MAB5 |  | 34355276 | 22827000 | PRN |  | SOLE |  | 22827000 | 0 | 0 |
| TRANSMEDICS GROUP INC | NOTE  1.500% 6/0 | 89377MAB5 |  | 12035709 | 7997000 | PRN |  | OTR | 1 | 0 | 7997000 | 0 |
| TRIPADVISOR INC | NOTE  0.250% 4/0 | 896945AD4 |  | 16917268 | 17164000 | PRN |  | SOLE |  | 17164000 | 0 | 0 |
| TRIPADVISOR INC | NOTE  0.250% 4/0 | 896945AD4 |  | 5752108 | 5836000 | PRN |  | OTR | 1 | 0 | 5836000 | 0 |
| UPSTART HLDGS INC | NOTE  0.250% 8/1 | 91680MAB3 |  | 1463828 | 1515000 | PRN |  | SOLE |  | 1515000 | 0 | 0 |
| UPSTART HLDGS INC | NOTE  2.000%10/0 | 91680MAD9 |  | 17775411 | 14119000 | PRN |  | SOLE |  | 14119000 | 0 | 0 |
| UPSTART HLDGS INC | NOTE  0.250% 8/1 | 91680MAB3 |  | 468618 | 485000 | PRN |  | OTR | 1 | 0 | 485000 | 0 |
| UPSTART HLDGS INC | NOTE  2.000%10/0 | 91680MAD9 |  | 5865546 | 4659000 | PRN |  | OTR | 1 | 0 | 4659000 | 0 |
| UPWORK INC | NOTE  0.250% 8/1 | 91688FAB0 |  | 20792615 | 21293000 | PRN |  | SOLE |  | 21293000 | 0 | 0 |
| UPWORK INC | NOTE  0.250% 8/1 | 91688FAB0 |  | 6653871 | 6814000 | PRN |  | OTR | 1 | 0 | 6814000 | 0 |
| VIRGIN GALACTIC HOLDINGS INC | COM NEW | 92766K403 |  | 508464 | 1584 | SH | Put | SOLE |  | 1584 | 0 | 0 |
| WARNER BROS DISCOVERY INC | COM SER A | 934423104 |  | 7372156 | 2558 | SH | Call | SOLE |  | 2558 | 0 | 0 |
| WARNER BROS DISCOVERY INC | COM SER A | 934423104 |  | 2363240 | 820 | SH | Call | OTR | 1 | 0 | 820 | 0 |
| WAYFAIR INC | NOTE  3.250% 9/1 | 94419LAP6 |  | 43971357 | 26296000 | PRN |  | SOLE |  | 26296000 | 0 | 0 |
| WAYFAIR INC | NOTE  3.250% 9/1 | 94419LAP6 |  | 14077991 | 8419000 | PRN |  | OTR | 1 | 0 | 8419000 | 0 |
| WOLFSPEED INC | NOTE  2.500% 6/1 | 977852AP7 |  | 8493319 | 5705000 | PRN |  | SOLE |  | 5705000 | 0 | 0 |
| WOLFSPEED INC | NOTE  2.500% 6/1 | 977852AP7 |  | 2651995 | 1825000 | PRN |  | OTR | 1 | 0 | 1825000 | 0 |
| WORKIVA INC | NOTE  1.250% 8/1 | 98139AAD7 |  | 52998507 | 53557000 | PRN |  | SOLE |  | 53557000 | 0 | 0 |
| WORKIVA INC | NOTE  1.250% 8/1 | 98139AAD7 |  | 16964233 | 17143000 | PRN |  | OTR | 1 | 0 | 17143000 | 0 |

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