# EDGAR Filing Document

**Accession Number:** 0001754535
**File Stem:** 0001420506-26-001116
**Filing Date:** 2026-5
**Character Count:** 32765
**Document Hash:** 0c04e96401106c7aab2cfc2758c57fac
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001420506-26-001116.hdr.sgml**: 20260515

**ACCESSION NUMBER**: 0001420506-26-001116

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

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260515

**DATE AS OF CHANGE**: 20260515

**EFFECTIVENESS DATE**: 20260515

**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:** 26984948

**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:** 03-31-2026

**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  05-15-2026<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:** 267

**Form 13F Information Table Value Total:** $3121318057

      (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 |
| ADVANCED ENERGY INDS | NOTE  2.500% 9/1 | 007973AE0 |  | 2428282 | 1010000 | PRN |  | SOLE |  | 1010000 | 0 | 0 |
| ADVANCED ENERGY INDS | NOTE  2.500% 9/1 | 007973AE0 |  | 781378 | 325000 | PRN |  | OTR | 1 | 0 | 325000 | 0 |
| AFFIRM HLDGS INC | NOTE        11/1 | 00827BAB2 |  | 18590942 | 19161000 | PRN |  | SOLE |  | 19161000 | 0 | 0 |
| AFFIRM HLDGS INC | NOTE        11/1 | 00827BAB2 |  | 8738062 | 9006000 | PRN |  | OTR | 1 | 0 | 9006000 | 0 |
| ALIBABA GROUP HLDG LTD | SPONSORED ADS | 01609W102 |  | 7138674 | 569 | SH | Call | SOLE |  | 569 | 0 | 0 |
| ALIBABA GROUP HLDG LTD | SPONSORED ADS | 01609W102 |  | 2270826 | 181 | SH | Call | OTR | 1 | 0 | 181 | 0 |
| ALIGNMENT HEALTHCARE INC | NOTE  4.250%11/1 | 01625VAB0 |  | 29513647 | 20925000 | PRN |  | SOLE |  | 20925000 | 0 | 0 |
| ALIGNMENT HEALTHCARE INC | NOTE  4.250%11/1 | 01625VAB0 |  | 10331539 | 7325000 | PRN |  | OTR | 1 | 0 | 7325000 | 0 |
| ALKAMI TECHNOLOGY INC | NOTE  1.500% 3/1 | 01644JAB4 |  | 7586230 | 8406000 | PRN |  | SOLE |  | 8406000 | 0 | 0 |
| ALKAMI TECHNOLOGY INC | NOTE  1.500% 3/1 | 01644JAB4 |  | 2431276 | 2694000 | PRN |  | OTR | 1 | 0 | 2694000 | 0 |
| ALLOGENE THERAPEUTICS INC | COM | 019770106 |  | 118242 | 48460 | SH |  | SOLE |  | 48460 | 0 | 0 |
| ALLOGENE THERAPEUTICS INC | COM | 019770106 |  | 37837 | 15507 | SH |  | OTR | 1 | 0 | 15507 | 0 |
| ALNYLAM PHARMACEUTICALS INC | NOTE  1.000% 9/1 | 02043QAB3 |  | 23396766 | 18181000 | PRN |  | SOLE |  | 18181000 | 0 | 0 |
| ALNYLAM PHARMACEUTICALS INC | NOTE  1.000% 9/1 | 02043QAB3 |  | 7488355 | 5819000 | PRN |  | OTR | 1 | 0 | 5819000 | 0 |
| ALPHATEC HLDGS INC | NOTE  0.750% 8/0 | 02081GAB8 |  | 5458669 | 5504000 | PRN |  | SOLE |  | 5504000 | 0 | 0 |
| ALPHATEC HLDGS INC | NOTE  0.750% 8/0 | 02081GAB8 |  | 1913113 | 1929000 | PRN |  | OTR | 1 | 0 | 1929000 | 0 |
| AMAZON COM INC | COM | 023135106 |  | 11517331 | 553 | SH | Call | SOLE |  | 553 | 0 | 0 |
| AMAZON COM INC | COM | 023135106 |  | 3686379 | 177 | SH | Call | OTR | 1 | 0 | 177 | 0 |
| AMERICAN AIRLINES GROUP INC | COM | 02376R102 |  | 4881330 | 4545 | SH | Call | SOLE |  | 4545 | 0 | 0 |
| AMERICAN AIRLINES GROUP INC | COM | 02376R102 |  | 1562670 | 1455 | SH | Call | OTR | 1 | 0 | 1455 | 0 |
| APELLIS PHARMACEUTICALS INC | NOTE  3.500% 9/1 | 03753UAB2 |  | 34385340 | 32439000 | PRN |  | SOLE |  | 32439000 | 0 | 0 |
| APELLIS PHARMACEUTICALS INC | NOTE  3.500% 9/1 | 03753UAB2 |  | 12778300 | 12055000 | PRN |  | OTR | 1 | 0 | 12055000 | 0 |
| ASCENDIS PHARMA A/S | NOTE  2.250% 4/0 | 04351PAD3 |  | 55539650 | 37793000 | PRN |  | SOLE |  | 37793000 | 0 | 0 |
| ASCENDIS PHARMA A/S | NOTE  2.250% 4/0 | 04351PAD3 |  | 17783327 | 12101000 | PRN |  | OTR | 1 | 0 | 12101000 | 0 |
| BANDWIDTH INC | NOTE  0.500% 4/0 | 05988JAD5 |  | 3915964 | 4352000 | PRN |  | SOLE |  | 4352000 | 0 | 0 |
| BANDWIDTH INC | NOTE  0.500% 4/0 | 05988JAD5 |  | 1257932 | 1398000 | PRN |  | OTR | 1 | 0 | 1398000 | 0 |
| BCE INC | COM NEW | 05534B760 |  | 4742596 | 1879 | SH | Call | SOLE |  | 1879 | 0 | 0 |
| BCE INC | COM NEW | 05534B760 |  | 4742596 | 1879 | SH | Put | SOLE |  | 1879 | 0 | 0 |
| BCE INC | COM NEW | 05534B760 |  | 1567404 | 621 | SH | Call | OTR | 1 | 0 | 621 | 0 |
| BCE INC | COM NEW | 05534B760 |  | 1567404 | 621 | SH | Put | OTR | 1 | 0 | 621 | 0 |
| BENTLEY SYS INC | NOTE  0.375% 7/0 | 08265TAD1 |  | 12950952 | 13603000 | PRN |  | SOLE |  | 13603000 | 0 | 0 |
| BENTLEY SYS INC | NOTE  0.375% 7/0 | 08265TAD1 |  | 4662267 | 4897000 | PRN |  | OTR | 1 | 0 | 4897000 | 0 |
| BEYOND MEAT INC | DEBT        10/1 | 08862EAD1 |  | 5971387 | 9532000 | PRN |  | SOLE |  | 9532000 | 0 | 0 |
| BEYOND MEAT INC | DEBT        10/1 | 08862EAD1 |  | 1960810 | 3130000 | PRN |  | OTR | 1 | 0 | 3130000 | 0 |
| BILL HOLDINGS INC | NOTE         4/0 | 090043AF7 |  | 14759261 | 16587000 | PRN |  | SOLE |  | 16587000 | 0 | 0 |
| BILL HOLDINGS INC | NOTE         4/0 | 090043AF7 |  | 4727555 | 5313000 | PRN |  | OTR | 1 | 0 | 5313000 | 0 |
| BIOMARIN PHARMACEUTICAL INC | NOTE  1.250% 5/1 | 09061GAK7 |  | 7309875 | 7575000 | PRN |  | SOLE |  | 7575000 | 0 | 0 |
| BIOMARIN PHARMACEUTICAL INC | NOTE  1.250% 5/1 | 09061GAK7 |  | 2322374 | 2425000 | PRN |  | OTR | 1 | 0 | 2425000 | 0 |
| BLACKLINE INC | NOTE  1.000% 6/0 | 09239BAF6 |  | 13268532 | 14097000 | PRN |  | SOLE |  | 14097000 | 0 | 0 |
| BLACKLINE INC | NOTE  1.000% 6/0 | 09239BAF6 |  | 4249658 | 4515000 | PRN |  | OTR | 1 | 0 | 4515000 | 0 |
| BLOCK INC | NOTE  0.250%11/0 | 852234AK9 |  | 7346756 | 7819000 | PRN |  | SOLE |  | 7819000 | 0 | 0 |
| BLOCK INC | NOTE  0.250%11/0 | 852234AK9 |  | 2425115 | 2581000 | PRN |  | OTR | 1 | 0 | 2581000 | 0 |
| BOEING CO | COM | 097023105 |  | 564648 | 2837 | SH |  | SOLE |  | 2837 | 0 | 0 |
| BOEING CO | COM | 097023105 |  | 203210 | 1021 | SH |  | OTR | 1 | 0 | 1021 | 0 |
| BP PLC | SPONSORED ADR | 055622104 |  | 10678400 | 2272 | SH | Call | SOLE |  | 2272 | 0 | 0 |
| BP PLC | SPONSORED ADR | 055622104 |  | 3421600 | 728 | SH | Call | OTR | 1 | 0 | 728 | 0 |
| BRIDGEBIO PHARMA INC | NOTE  2.500% 3/1 | 10806XAB8 |  | 12983311 | 7196000 | PRN |  | SOLE |  | 7196000 | 0 | 0 |
| BRIDGEBIO PHARMA INC | NOTE  2.500% 3/1 | 10806XAB8 |  | 4156969 | 2304000 | PRN |  | OTR | 1 | 0 | 2304000 | 0 |
| CALLAWAY GOLF CO | NOTE  2.750% 5/0 | 131193AE4 |  | 34702198 | 34679000 | PRN |  | SOLE |  | 34679000 | 0 | 0 |
| CALLAWAY GOLF CO | NOTE  2.750% 5/0 | 131193AE4 |  | 11111429 | 11104000 | PRN |  | OTR | 1 | 0 | 11104000 | 0 |
| CARDLYTICS INC | NOTE  4.250% 4/0 | 14161WAD7 |  | 939071 | 3263000 | PRN |  | SOLE |  | 3263000 | 0 | 0 |
| CARDLYTICS INC | NOTE  4.250% 4/0 | 14161WAD7 |  | 337295 | 1172000 | PRN |  | OTR | 1 | 0 | 1172000 | 0 |
| CARNIVAL CORP | COMMON STOCK | 143658300 |  | 254892 | 9849 | SH |  | SOLE |  | 9849 | 0 | 0 |
| CELCUITY INC | NOTE  2.750% 8/0 | 15102KAA8 |  | 11143165 | 4544000 | PRN |  | SOLE |  | 4544000 | 0 | 0 |
| CELCUITY INC | NOTE  2.750% 8/0 | 15102KAA8 |  | 3570521 | 1456000 | PRN |  | OTR | 1 | 0 | 1456000 | 0 |
| CHEESECAKE FACTORY INC | NOTE  0.375% 6/1 | 163072AA9 |  | 7135549 | 7190000 | PRN |  | SOLE |  | 7190000 | 0 | 0 |
| CHEESECAKE FACTORY INC | NOTE  0.375% 6/1 | 163072AA9 |  | 2283575 | 2301000 | PRN |  | OTR | 1 | 0 | 2301000 | 0 |
| CHEFS WHSE INC | NOTE  2.375%12/1 | 163086AE1 |  | 26410162 | 17933000 | PRN |  | SOLE |  | 17933000 | 0 | 0 |
| CHEFS WHSE INC | NOTE  2.375%12/1 | 163086AE1 |  | 8453373 | 5740000 | PRN |  | OTR | 1 | 0 | 5740000 | 0 |
| CIRCLE INTERNET GROUP INC | COM CL A | 172573107 |  | 1011918 | 10606 | SH |  | SOLE |  | 10606 | 0 | 0 |
| CIRCLE INTERNET GROUP INC | COM CL A | 172573107 |  | 39766888 | 4168 | SH | Put | SOLE |  | 4168 | 0 | 0 |
| CIRCLE INTERNET GROUP INC | COM CL A | 172573107 |  | 323822 | 3394 | SH |  | OTR | 1 | 0 | 3394 | 0 |
| CIRCLE INTERNET GROUP INC | COM CL A | 172573107 |  | 12708612 | 1332 | SH | Put | OTR | 1 | 0 | 1332 | 0 |
| CLEAR SECURE INC | COM CL A | 18467V109 |  | 11003593 | 2273 | SH | Put | SOLE |  | 2273 | 0 | 0 |
| CLEAR SECURE INC | COM CL A | 18467V109 |  | 3519407 | 727 | SH | Put | OTR | 1 | 0 | 727 | 0 |
| CLOUDFLARE INC | NOTE         8/1 | 18915MAC1 |  | 62699376 | 53105000 | PRN |  | SOLE |  | 53105000 | 0 | 0 |
| CLOUDFLARE INC | NOTE         8/1 | 18915MAC1 |  | 20066633 | 16996000 | PRN |  | OTR | 1 | 0 | 16996000 | 0 |
| COINBASE GLOBAL INC | NOTE  0.500% 6/0 | 19260QAB3 |  | 44250859 | 44591000 | PRN |  | SOLE |  | 44591000 | 0 | 0 |
| COINBASE GLOBAL INC | NOTE  0.250% 4/0 | 19260QAF4 |  | 11478143 | 12309000 | PRN |  | SOLE |  | 12309000 | 0 | 0 |
| COINBASE GLOBAL INC | NOTE  0.500% 6/0 | 19260QAB3 |  | 14183973 | 14293000 | PRN |  | OTR | 1 | 0 | 14293000 | 0 |
| COINBASE GLOBAL INC | NOTE  0.250% 4/0 | 19260QAF4 |  | 3908108 | 4191000 | PRN |  | OTR | 1 | 0 | 4191000 | 0 |
| CONMED CORP | NOTE  2.250% 6/1 | 207410AH4 |  | 37539838 | 38647000 | PRN |  | SOLE |  | 38647000 | 0 | 0 |
| CONMED CORP | NOTE  2.250% 6/1 | 207410AH4 |  | 11952486 | 12305000 | PRN |  | OTR | 1 | 0 | 12305000 | 0 |
| DEFI DEVELOPMENT CORP | COM | 47100L301 |  | 500926 | 152257 | SH |  | SOLE |  | 152257 | 0 | 0 |
| DEXCOM INC | NOTE  0.375% 5/1 | 252131AM9 |  | 24824781 | 26880000 | PRN |  | SOLE |  | 26880000 | 0 | 0 |
| DEXCOM INC | NOTE  0.375% 5/1 | 252131AM9 |  | 8191809 | 8870000 | PRN |  | OTR | 1 | 0 | 8870000 | 0 |
| DRAFTKINGS INC NEW | NOTE         3/1 | 26142RAB0 |  | 52796349 | 58456000 | PRN |  | SOLE |  | 58456000 | 0 | 0 |
| DRAFTKINGS INC NEW | NOTE         3/1 | 26142RAB0 |  | 16896710 | 18708000 | PRN |  | OTR | 1 | 0 | 18708000 | 0 |
| ECHOSTAR CORP | CL A | 278768106 |  | 709561 | 6061 | SH |  | SOLE |  | 6061 | 0 | 0 |
| ECHOSTAR CORP | CL A | 278768106 |  | 3149183 | 269 | SH | Put | SOLE |  | 269 | 0 | 0 |
| ECHOSTAR CORP | CL A | 278768106 |  | 226999 | 1939 | SH |  | OTR | 1 | 0 | 1939 | 0 |
| ECHOSTAR CORP | CL A | 278768106 |  | 1018509 | 87 | SH | Put | OTR | 1 | 0 | 87 | 0 |
| ENOVIS CORPORATION | NOTE  3.875%10/1 | 194014AB2 |  | 18011149 | 18561000 | PRN |  | SOLE |  | 18561000 | 0 | 0 |
| ENOVIS CORPORATION | NOTE  3.875%10/1 | 194014AB2 |  | 5763063 | 5939000 | PRN |  | OTR | 1 | 0 | 5939000 | 0 |
| ETSY INC | NOTE  0.125%10/0 | 29786AAJ5 |  | 30427565 | 31021000 | PRN |  | SOLE |  | 31021000 | 0 | 0 |
| ETSY INC | NOTE  0.125%10/0 | 29786AAJ5 |  | 9737096 | 9927000 | PRN |  | OTR | 1 | 0 | 9927000 | 0 |
| EVOLENT HEALTH INC | NOTE  3.500%12/0 | 30050BAH4 |  | 10111115 | 18306000 | PRN |  | SOLE |  | 18306000 | 0 | 0 |
| EVOLENT HEALTH INC | NOTE  3.500%12/0 | 30050BAH4 |  | 3237811 | 5862000 | PRN |  | OTR | 1 | 0 | 5862000 | 0 |
| FASTLY INC | NOTE  7.750% 6/0 | 31188VAD2 |  | 21296581 | 11361000 | PRN |  | SOLE |  | 11361000 | 0 | 0 |
| FASTLY INC | NOTE  7.750% 6/0 | 31188VAD2 |  | 6821429 | 3639000 | PRN |  | OTR | 1 | 0 | 3639000 | 0 |
| FEDEX CORP | COM | 31428X106 |  | 294561 | 827 | SH |  | SOLE |  | 827 | 0 | 0 |
| FLUENCE ENERGY INC | NOTE  2.250% 6/1 | 34379VAB9 |  | 11495912 | 11361000 | PRN |  | SOLE |  | 11361000 | 0 | 0 |
| FLUENCE ENERGY INC | NOTE  2.250% 6/1 | 34379VAB9 |  | 3682213 | 3639000 | PRN |  | OTR | 1 | 0 | 3639000 | 0 |
| GAMESTOP CORP | CL A | 36467W109 |  | 1672704 | 726 | SH | Call | SOLE |  | 726 | 0 | 0 |
| GAMESTOP CORP | CL A | 36467W109 |  | 534528 | 232 | SH | Call | OTR | 1 | 0 | 232 | 0 |
| GOSSAMER BIO INC | NOTE  5.000% 6/0 | 38341PAA0 |  | 8469422 | 21484000 | PRN |  | SOLE |  | 21484000 | 0 | 0 |
| GOSSAMER BIO INC | NOTE  5.000% 6/0 | 38341PAA0 |  | 3301987 | 8376000 | PRN |  | OTR | 1 | 0 | 8376000 | 0 |
| GROUPON INC | NOTE  6.250% 3/1 | 399473AH0 |  | 5327444 | 5260000 | PRN |  | SOLE |  | 5260000 | 0 | 0 |
| GROUPON INC | NOTE  6.250% 3/1 | 399473AH0 |  | 1758259 | 1736000 | PRN |  | OTR | 1 | 0 | 1736000 | 0 |
| HERBALIFE LTD | NOTE  4.250% 6/1 | 42703MAF0 |  | 23385870 | 19653000 | PRN |  | SOLE |  | 19653000 | 0 | 0 |
| HERBALIFE LTD | NOTE  4.250% 6/1 | 42703MAF0 |  | 7490666 | 6295000 | PRN |  | OTR | 1 | 0 | 6295000 | 0 |
| HERTZ GLOBAL HLDGS INC | COM NEW | 42806J700 |  | 1012356 | 2196 | SH | Put | SOLE |  | 2196 | 0 | 0 |
| HERTZ GLOBAL HLDGS INC | COM NEW | 42806J700 |  | 324544 | 704 | SH | Put | OTR | 1 | 0 | 704 | 0 |
| INOTIV INC | NOTE  3.250%10/1 | 45783QAB6 |  | 1510198 | 6309000 | PRN |  | SOLE |  | 6309000 | 0 | 0 |
| INOTIV INC | NOTE  3.250%10/1 | 45783QAB6 |  | 513692 | 2146000 | PRN |  | OTR | 1 | 0 | 2146000 | 0 |
| INTERDIGITAL INC | NOTE  3.500% 6/0 | 45867GAD3 |  | 123790017 | 31666000 | PRN |  | SOLE |  | 31666000 | 0 | 0 |
| INTERDIGITAL INC | NOTE  3.500% 6/0 | 45867GAD3 |  | 39616258 | 10134000 | PRN |  | OTR | 1 | 0 | 10134000 | 0 |
| INTUIT | COM | 461202103 |  | 3242850 | 75 | SH | Call | SOLE |  | 75 | 0 | 0 |
| INTUIT | COM | 461202103 |  | 1080950 | 25 | SH | Call | OTR | 1 | 0 | 25 | 0 |
| IONIS PHARMACEUTICALS INC | COM | 462222100 |  | 2059118 | 27422 | SH |  | SOLE |  | 27422 | 0 | 0 |
| IRHYTHM HOLDINGS INC | NOTE  1.500% 9/0 | 450056AB2 |  | 28685330 | 26130000 | PRN |  | SOLE |  | 26130000 | 0 | 0 |
| IRHYTHM HOLDINGS INC | NOTE  1.500% 9/0 | 450056AB2 |  | 9188527 | 8370000 | PRN |  | OTR | 1 | 0 | 8370000 | 0 |
| IRONWOOD PHARMACEUTICALS INC | NOTE  1.500% 6/1 | 46333XAH1 |  | 18717260 | 19011000 | PRN |  | SOLE |  | 19011000 | 0 | 0 |
| IRONWOOD PHARMACEUTICALS INC | NOTE  1.500% 6/1 | 46333XAH1 |  | 6388738 | 6489000 | PRN |  | OTR | 1 | 0 | 6489000 | 0 |
| ISHARES BITCOIN TRUST ETF | SHS BEN INT | 46438F101 |  | 36376056 | 9468 | SH | Call | SOLE |  | 9468 | 0 | 0 |
| ISHARES BITCOIN TRUST ETF | SHS BEN INT | 46438F101 |  | 11648944 | 3032 | SH | Call | OTR | 1 | 0 | 3032 | 0 |
| ISHARES ETHEREUM TR | SHS | 46438R105 |  | 598374 | 378 | SH | Call | SOLE |  | 378 | 0 | 0 |
| ISHARES INC | MSCI CHILE ETF | 464286640 |  | 3009832 | 757 | SH | Call | SOLE |  | 757 | 0 | 0 |
| ISHARES INC | MSCI STH KOR ETF | 464286772 |  | 8389282 | 682 | SH | Put | SOLE |  | 682 | 0 | 0 |
| ISHARES INC | MSCI CHILE ETF | 464286640 |  | 966168 | 243 | SH | Call | OTR | 1 | 0 | 243 | 0 |
| ISHARES INC | MSCI STH KOR ETF | 464286772 |  | 2681618 | 218 | SH | Put | OTR | 1 | 0 | 218 | 0 |
| ISHARES TR | MSCI EAFE ETF | 464287465 |  | 3679187 | 37879 | SH |  | SOLE |  | 37879 | 0 | 0 |
| ISHARES TR | 20 YR TR BD ETF | 464287432 |  | 16410417 | 1893 | SH | Call | SOLE |  | 1893 | 0 | 0 |
| ISHARES TR | MSCI EAFE ETF | 464287465 |  | 44252428 | 4556 | SH | Put | SOLE |  | 4556 | 0 | 0 |
| ISHARES TR | RUSSELL 2000 ETF | 464287655 |  | 13218400 | 533 | SH | Put | SOLE |  | 533 | 0 | 0 |
| ISHARES TR | MSCI EAFE ETF | 464287465 |  | 1177313 | 12121 | SH |  | OTR | 1 | 0 | 12121 | 0 |
| ISHARES TR | 20 YR TR BD ETF | 464287432 |  | 5262083 | 607 | SH | Call | OTR | 1 | 0 | 607 | 0 |
| ISHARES TR | MSCI EAFE ETF | 464287465 |  | 14161554 | 1458 | SH | Put | OTR | 1 | 0 | 1458 | 0 |
| ISHARES TR | RUSSELL 2000 ETF | 464287655 |  | 2901600 | 117 | SH | Put | OTR | 1 | 0 | 117 | 0 |
| JAZZ PHARMACEUTICALS PLC | SHS USD | G50871105 |  | 9940249 | 52580 | SH |  | SOLE |  | 52580 | 0 | 0 |
| JAZZ PHARMACEUTICALS PLC | SHS USD | G50871105 |  | 3602537 | 19056 | SH |  | OTR | 1 | 0 | 19056 | 0 |
| JETBLUE AIRWAYS CORP | COM | 477143101 |  | 669630 | 1515 | SH | Call | SOLE |  | 1515 | 0 | 0 |
| JETBLUE AIRWAYS CORP | COM | 477143101 |  | 214370 | 485 | SH | Call | OTR | 1 | 0 | 485 | 0 |
| JOBY AVIATION INC | NOTE  0.750% 2/1 | 47775AAA9 |  | 25016093 | 29157000 | PRN |  | SOLE |  | 29157000 | 0 | 0 |
| JOBY AVIATION INC | NOTE  0.750% 2/1 | 47775AAA9 |  | 8016098 | 9343000 | PRN |  | OTR | 1 | 0 | 9343000 | 0 |
| KRANESHARES TRUST | CSI CHI INTERNET | 500767306 |  | 2152151 | 757 | SH | Call | SOLE |  | 757 | 0 | 0 |
| KRANESHARES TRUST | CSI CHI INTERNET | 500767306 |  | 690849 | 243 | SH | Call | OTR | 1 | 0 | 243 | 0 |
| LANTHEUS HLDGS INC | NOTE  2.625%12/1 | 516544AB9 |  | 28079103 | 23106000 | PRN |  | SOLE |  | 23106000 | 0 | 0 |
| LANTHEUS HLDGS INC | NOTE  2.625%12/1 | 516544AB9 |  | 8985411 | 7394000 | PRN |  | OTR | 1 | 0 | 7394000 | 0 |
| LI AUTO INC | NOTE  0.250% 5/0 | 50202MAB8 |  | 19676439 | 19706000 | PRN |  | SOLE |  | 19706000 | 0 | 0 |
| LI AUTO INC | NOTE  0.250% 5/0 | 50202MAB8 |  | 6299537 | 6309000 | PRN |  | OTR | 1 | 0 | 6309000 | 0 |
| LITHIUM ARGENTINA AG | NOTE  1.750% 1/1 | 53680QAA6 |  | 15648959 | 16405000 | PRN |  | SOLE |  | 16405000 | 0 | 0 |
| LITHIUM ARGENTINA AG | NOTE  1.750% 1/1 | 53680QAA6 |  | 5008049 | 5250000 | PRN |  | OTR | 1 | 0 | 5250000 | 0 |
| MAKEMYTRIP LIMITED MAURITIUS | NOTE         2/1 | 56087FAB0 |  | 21904358 | 18694000 | PRN |  | SOLE |  | 18694000 | 0 | 0 |
| MAKEMYTRIP LIMITED MAURITIUS | NOTE         2/1 | 56087FAB0 |  | 7009301 | 5982000 | PRN |  | OTR | 1 | 0 | 5982000 | 0 |
| META PLATFORMS INC | CL A | 30303M102 |  | 34671078 | 606 | SH | Call | SOLE |  | 606 | 0 | 0 |
| META PLATFORMS INC | CL A | 30303M102 |  | 11099322 | 194 | SH | Call | OTR | 1 | 0 | 194 | 0 |
| MKS INC. | NOTE  1.250% 6/0 | 55306NAB0 |  | 33966654 | 20478000 | PRN |  | SOLE |  | 20478000 | 0 | 0 |
| MKS INC. | NOTE  1.250% 6/0 | 55306NAB0 |  | 10876030 | 6557000 | PRN |  | OTR | 1 | 0 | 6557000 | 0 |
| MOOLEC SCIENCE SA | *W EXP 01/30/202 | G6223S117 |  | 96573 | 16313 | SH | Call | SOLE |  | 16313 | 0 | 0 |
| NEBIUS GROUP N.V. | SHS CLASS A | N97284108 |  | 15730016 | 1516 | SH | Call | SOLE |  | 1516 | 0 | 0 |
| NEBIUS GROUP N.V. | SHS CLASS A | N97284108 |  | 5021984 | 484 | SH | Call | OTR | 1 | 0 | 484 | 0 |
| NEOGENOMICS INC | NOTE  0.250% 1/1 | 64049MAB6 |  | 9042004 | 9846000 | PRN |  | SOLE |  | 9846000 | 0 | 0 |
| NEOGENOMICS INC | NOTE  0.250% 1/1 | 64049MAB6 |  | 2896454 | 3154000 | PRN |  | OTR | 1 | 0 | 3154000 | 0 |
| NETFLIX INC. | COM | 64110L106 |  | 71920200 | 7480 | SH | Call | SOLE |  | 7480 | 0 | 0 |
| NETFLIX INC. | COM | 64110L106 |  | 15518610 | 1614 | SH | Put | SOLE |  | 1614 | 0 | 0 |
| NETFLIX INC. | COM | 64110L106 |  | 13682145 | 1423 | SH | Call | OTR | 1 | 0 | 1423 | 0 |
| NETFLIX INC. | COM | 64110L106 |  | 4970955 | 517 | SH | Put | OTR | 1 | 0 | 517 | 0 |
| NEWS CORP NEW | CL A | 65249B109 |  | 6940587 | 278403 | SH |  | SOLE |  | 278403 | 0 | 0 |
| NEWS CORP NEW | CL A | 65249B109 |  | 2221014 | 89090 | SH |  | OTR | 1 | 0 | 89090 | 0 |
| NIO INC | NOTE  4.625%10/1 | 62914VAK2 |  | 12640174 | 12677000 | PRN |  | SOLE |  | 12677000 | 0 | 0 |
| NIO INC | NOTE  4.625%10/1 | 62914VAK2 |  | 4043220 | 4055000 | PRN |  | OTR | 1 | 0 | 4055000 | 0 |
| NUTANIX INC | NOTE  0.250%10/0 | 67059NAH1 |  | 12695206 | 12425000 | PRN |  | SOLE |  | 12425000 | 0 | 0 |
| NUTANIX INC | NOTE  0.500%12/1 | 67059NAK4 |  | 5761270 | 6369000 | PRN |  | SOLE |  | 6369000 | 0 | 0 |
| NUTANIX INC | NOTE  0.250%10/0 | 67059NAH1 |  | 4065531 | 3979000 | PRN |  | OTR | 1 | 0 | 3979000 | 0 |
| NUTANIX INC | NOTE  0.500%12/1 | 67059NAK4 |  | 1840820 | 2035000 | PRN |  | OTR | 1 | 0 | 2035000 | 0 |
| OCCIDENTAL PETE CORP | COM | 674599105 |  | 206375 | 3175 | SH |  | SOLE |  | 3175 | 0 | 0 |
| OMEROS CORP | COM | 682143102 |  | 128093 | 12130 | SH |  | SOLE |  | 12130 | 0 | 0 |
| OMEROS CORP | NOTE  9.500% 6/1 | 682143AK8 |  | 23343568 | 11645000 | PRN |  | SOLE |  | 11645000 | 0 | 0 |
| OMEROS CORP | NOTE  9.500% 6/1 | 682143AK8 |  | 8522380 | 4219000 | PRN |  | OTR | 1 | 0 | 4219000 | 0 |
| OPENDOOR TECHNOLOGIES INC | *W EXP 11/20/202 | 683712129 |  | 57966 | 12386 | SH | Call | SOLE |  | 12386 | 0 | 0 |
| OPENDOOR TECHNOLOGIES INC | *W EXP 11/20/202 | 683712137 |  | 57966 | 12386 | SH | Call | SOLE |  | 12386 | 0 | 0 |
| OPENDOOR TECHNOLOGIES INC | *W EXP 11/20/202 | 683712145 |  | 57966 | 12386 | SH | Call | SOLE |  | 12386 | 0 | 0 |
| ORACLE CORP | 6.5 DEP CUM SR D | 68389X204 |  | 124867 | 265152 | PRN |  | SOLE |  | 265152 | 0 | 0 |
| PAGAYA U S HLDG CO LLC | NOTE  6.125%10/0 | 69549FAB5 |  | 6934182 | 6015000 | PRN |  | SOLE |  | 6015000 | 0 | 0 |
| PAGAYA U S HLDG CO LLC | NOTE  6.125%10/0 | 69549FAB5 |  | 2288338 | 1985000 | PRN |  | OTR | 1 | 0 | 1985000 | 0 |
| PAGERDUTY INC | NOTE  1.500%10/1 | 69553PAD2 |  | 10946553 | 12118000 | PRN |  | SOLE |  | 12118000 | 0 | 0 |
| PAGERDUTY INC | NOTE  1.500%10/1 | 69553PAD2 |  | 3506727 | 3882000 | PRN |  | OTR | 1 | 0 | 3882000 | 0 |
| PAR TECHNOLOGY CORP | NOTE  1.500%10/1 | 698884AE3 |  | 6912845 | 7389000 | PRN |  | SOLE |  | 7389000 | 0 | 0 |
| PAR TECHNOLOGY CORP | NOTE  1.500%10/1 | 698884AE3 |  | 2216339 | 2369000 | PRN |  | OTR | 1 | 0 | 2369000 | 0 |
| PEABODY ENGR CORP | NOTE  3.250% 3/0 | 704551AD2 |  | 37425198 | 20439000 | PRN |  | SOLE |  | 20439000 | 0 | 0 |
| PEABODY ENGR CORP | NOTE  3.250% 3/0 | 704551AD2 |  | 13478492 | 7361000 | PRN |  | OTR | 1 | 0 | 7361000 | 0 |
| PG CORP | COM | 69331C108 |  | 571025 | 325 | SH | Call | SOLE |  | 325 | 0 | 0 |
| PORCH GROUP INC | DEBT  9.000% 5/1 | 733245AD6 |  | 6295321 | 5927000 | PRN |  | SOLE |  | 5927000 | 0 | 0 |
| PORCH GROUP INC | DEBT  9.000% 5/1 | 733245AD6 |  | 2042501 | 1923000 | PRN |  | OTR | 1 | 0 | 1923000 | 0 |
| PROGRESS SOFTWARE CORP | NOTE  1.000% 4/1 | 743312AB6 |  | 19106825 | 19145000 | PRN |  | SOLE |  | 19145000 | 0 | 0 |
| PROGRESS SOFTWARE CORP | NOTE  1.000% 4/1 | 743312AB6 |  | 6117777 | 6130000 | PRN |  | OTR | 1 | 0 | 6130000 | 0 |
| PTC THERAPEUTICS INC | NOTE  1.500% 9/1 | 69366JAD3 |  | 17108319 | 12823000 | PRN |  | SOLE |  | 12823000 | 0 | 0 |
| PTC THERAPEUTICS INC | NOTE  1.500% 9/1 | 69366JAD3 |  | 7442112 | 5578000 | PRN |  | OTR | 1 | 0 | 5578000 | 0 |
| Q2 HLDGS INC | NOTE  0.750% 6/0 | 74736LAD1 |  | 24438051 | 24616000 | PRN |  | SOLE |  | 24616000 | 0 | 0 |
| Q2 HLDGS INC | NOTE  0.750% 6/0 | 74736LAD1 |  | 7827007 | 7884000 | PRN |  | OTR | 1 | 0 | 7884000 | 0 |
| RAPID7 INC | NOTE  0.250% 3/1 | 753422AF1 |  | 30263343 | 31954000 | PRN |  | SOLE |  | 31954000 | 0 | 0 |
| RAPID7 INC | NOTE  0.250% 3/1 | 753422AF1 |  | 9988022 | 10546000 | PRN |  | OTR | 1 | 0 | 10546000 | 0 |
| REDFIN CORP | NOTE  0.500% 4/0 | 75737FAE8 |  | 18596113 | 19485000 | PRN |  | SOLE |  | 19485000 | 0 | 0 |
| REDFIN CORP | NOTE  0.500% 4/0 | 75737FAE8 |  | 6217792 | 6515000 | PRN |  | OTR | 1 | 0 | 6515000 | 0 |
| REPLIGEN CORP | NOTE  1.000%12/1 | 759916AD1 |  | 69630482 | 71539000 | PRN |  | SOLE |  | 71539000 | 0 | 0 |
| REPLIGEN CORP | NOTE  1.000%12/1 | 759916AD1 |  | 22289074 | 22900000 | PRN |  | OTR | 1 | 0 | 22900000 | 0 |
| RH | COM | 74967X103 |  | 5285196 | 378 | SH | Call | SOLE |  | 378 | 0 | 0 |
| RH | COM | 74967X103 |  | 1705804 | 122 | SH | Call | OTR | 1 | 0 | 122 | 0 |
| RIVIAN AUTOMOTIVE INC | NOTE  3.625%10/1 | 76954AAD5 |  | 31211983 | 32589000 | PRN |  | SOLE |  | 32589000 | 0 | 0 |
| RIVIAN AUTOMOTIVE INC | NOTE  3.625%10/1 | 76954AAD5 |  | 9998868 | 10440000 | PRN |  | OTR | 1 | 0 | 10440000 | 0 |
| SEA LTD | NOTE  0.250% 9/1 | 81141RAG5 |  | 30803177 | 31480000 | PRN |  | SOLE |  | 31480000 | 0 | 0 |
| SEA LTD | NOTE  0.250% 9/1 | 81141RAG5 |  | 10783070 | 11020000 | PRN |  | OTR | 1 | 0 | 11020000 | 0 |
| SELECT SECTOR SPDR TR | STATE STREET CON | 81369Y308 |  | 37259910 | 4545 | SH | Put | SOLE |  | 4545 | 0 | 0 |
| SELECT SECTOR SPDR TR | STATE STREET UTI | 81369Y886 |  | 3473873 | 757 | SH | Put | SOLE |  | 757 | 0 | 0 |
| SELECT SECTOR SPDR TR | STATE STREET CON | 81369Y308 |  | 11928090 | 1455 | SH | Put | OTR | 1 | 0 | 1455 | 0 |
| SELECT SECTOR SPDR TR | STATE STREET UTI | 81369Y886 |  | 1115127 | 243 | SH | Put | OTR | 1 | 0 | 243 | 0 |
| SHAKE SHACK INC | NOTE         3/0 | 819047AB7 |  | 27301908 | 28740000 | PRN |  | SOLE |  | 28740000 | 0 | 0 |
| SHAKE SHACK INC | NOTE         3/0 | 819047AB7 |  | 9052188 | 9529000 | PRN |  | OTR | 1 | 0 | 9529000 | 0 |
| SHIFT4 PMTS INC | NOTE  0.500% 8/0 | 82452JAD1 |  | 3084884 | 3288000 | PRN |  | SOLE |  | 3288000 | 0 | 0 |
| SHIFT4 PMTS INC | NOTE  0.500% 8/0 | 82452JAD1 |  | 988889 | 1054000 | PRN |  | OTR | 1 | 0 | 1054000 | 0 |
| SILEXION THERAPEUTICS CORP | *W EXP 08/15/202 | G1281K114 |  | 18154 | 14183 | SH | Call | SOLE |  | 14183 | 0 | 0 |
| SLB LIMITED | COM STK | 806857108 |  | 7785585 | 1515 | SH | Call | SOLE |  | 1515 | 0 | 0 |
| SLB LIMITED | COM STK | 806857108 |  | 2492415 | 485 | SH | Call | OTR | 1 | 0 | 485 | 0 |
| SNOWFLAKE INC | NOTE        10/0 | 833445AB5 |  | 37595713 | 31813000 | PRN |  | SOLE |  | 31813000 | 0 | 0 |
| SNOWFLAKE INC | NOTE        10/0 | 833445AB5 |  | 12038711 | 10187000 | PRN |  | OTR | 1 | 0 | 10187000 | 0 |
| SOLAREDGE TECHNOLOGIES INC | NOTE  2.250% 7/0 | 83417MAE4 |  | 8602325 | 5000000 | PRN |  | SOLE |  | 5000000 | 0 | 0 |
| SOLAREDGE TECHNOLOGIES INC | NOTE  2.250% 7/0 | 83417MAE4 |  | 2756185 | 1602000 | PRN |  | OTR | 1 | 0 | 1602000 | 0 |
| SPDR GOLD TR | GOLD SHS | 78463V107 |  | 977619 | 2272 | SH |  | SOLE |  | 2272 | 0 | 0 |
| SPDR GOLD TR | GOLD SHS | 78463V107 |  | 313251 | 728 | SH |  | OTR | 1 | 0 | 728 | 0 |
| SPDR INDEX SHS FDS | STATE STREET SPD | 78463X202 |  | 4699456 | 757 | SH | Put | SOLE |  | 757 | 0 | 0 |
| SPDR INDEX SHS FDS | STATE STREET SPD | 78463X202 |  | 1508544 | 243 | SH | Put | OTR | 1 | 0 | 243 | 0 |
| SPDR SERIES TRUST | STATE STREET SPD | 78464A870 |  | 1877631 | 147 | SH | Put | SOLE |  | 147 | 0 | 0 |
| SPDR SERIES TRUST | STATE STREET SPD | 78468R556 |  | 27565428 | 1516 | SH | Put | SOLE |  | 1516 | 0 | 0 |
| SPDR SERIES TRUST | STATE STREET SPD | 78464A870 |  | 613104 | 48 | SH | Put | OTR | 1 | 0 | 48 | 0 |
| SPDR SERIES TRUST | STATE STREET SPD | 78468R556 |  | 8800572 | 484 | SH | Put | OTR | 1 | 0 | 484 | 0 |
| SPYRE THERAPEUTICS INC | COM NEW | 00773J202 |  | 239086 | 4740 | SH |  | SOLE |  | 4740 | 0 | 0 |
| STATE STR SPDR S 500 ETF T | TR UNIT | 78462F103 |  | 49165704 | 756 | SH | Call | SOLE |  | 756 | 0 | 0 |
| STATE STR SPDR S 500 ETF T | TR UNIT | 78462F103 |  | 15868296 | 244 | SH | Call | OTR | 1 | 0 | 244 | 0 |
| STRATEGY INC | NOTE  0.625% 9/1 | 594972AQ4 |  | 41392878 | 37617000 | PRN |  | SOLE |  | 37617000 | 0 | 0 |
| STRATEGY INC | NOTE        12/0 | 594972AS0 |  | 4332659 | 5161000 | PRN |  | SOLE |  | 5161000 | 0 | 0 |
| STRATEGY INC | CL A NEW | 594972408 |  | 18919680 | 1516 | SH | Put | SOLE |  | 1516 | 0 | 0 |
| STRATEGY INC | CL A NEW | 594972408 |  | 794102 | 6363 | SH |  | OTR | 1 | 0 | 6363 | 0 |
| STRATEGY INC | NOTE  0.625% 9/1 | 594972AQ4 |  | 13246338 | 12038000 | PRN |  | OTR | 1 | 0 | 12038000 | 0 |
| STRATEGY INC | NOTE        12/0 | 594972AS0 |  | 1543841 | 1839000 | PRN |  | OTR | 1 | 0 | 1839000 | 0 |
| STRATEGY INC | CL A NEW | 594972408 |  | 6040320 | 484 | SH | Put | OTR | 1 | 0 | 484 | 0 |
| STRIDE INC | NOTE  1.125% 9/0 | 86333MAA6 |  | 30155577 | 17424000 | PRN |  | SOLE |  | 17424000 | 0 | 0 |
| STRIDE INC | NOTE  1.125% 9/0 | 86333MAA6 |  | 9650339 | 5576000 | PRN |  | OTR | 1 | 0 | 5576000 | 0 |
| SUPER MICRO COMPUTER INC | NOTE  3.500% 3/0 | 86800UAB0 |  | 8252382 | 10226000 | PRN |  | SOLE |  | 10226000 | 0 | 0 |
| SUPER MICRO COMPUTER INC | NOTE  3.500% 3/0 | 86800UAB0 |  | 2642118 | 3274000 | PRN |  | OTR | 1 | 0 | 3274000 | 0 |
| TANDEM DIABETES CARE INC | NOTE  1.500% 3/1 | 875372AD6 |  | 14932162 | 14622000 | PRN |  | SOLE |  | 14622000 | 0 | 0 |
| TANDEM DIABETES CARE INC | NOTE  1.500% 3/1 | 875372AD6 |  | 4781315 | 4682000 | PRN |  | OTR | 1 | 0 | 4682000 | 0 |
| TELADOC HEALTH INC | NOTE  1.250% 6/0 | 87918AAF2 |  | 39594748 | 41352000 | PRN |  | SOLE |  | 41352000 | 0 | 0 |
| TELADOC HEALTH INC | NOTE  1.250% 6/0 | 87918AAF2 |  | 13068028 | 13648000 | PRN |  | OTR | 1 | 0 | 13648000 | 0 |
| TERAWULF INC | COM | 88080T104 |  | 2894658 | 2006 | SH | Call | SOLE |  | 2006 | 0 | 0 |
| TERAWULF INC | COM | 88080T104 |  | 926406 | 642 | SH | Call | OTR | 1 | 0 | 642 | 0 |
| TETRA TECH INC NEW | DBCV  2.250% 8/1 | 88162GAB9 |  | 19415653 | 18449000 | PRN |  | SOLE |  | 18449000 | 0 | 0 |
| TETRA TECH INC NEW | DBCV  2.250% 8/1 | 88162GAB9 |  | 6220713 | 5911000 | PRN |  | OTR | 1 | 0 | 5911000 | 0 |
| THE REALREAL INC | DEBT  4.000% 2/1 | 88339PAJ0 |  | 13510910 | 11186000 | PRN |  | SOLE |  | 11186000 | 0 | 0 |
| THE REALREAL INC | DEBT  4.000% 2/1 | 88339PAJ0 |  | 4326486 | 3582000 | PRN |  | OTR | 1 | 0 | 3582000 | 0 |
| TILRAY BRANDS INC | NOTE  5.200% 6/1 | 88688TAC4 |  | 18814839 | 18553000 | PRN |  | SOLE |  | 18553000 | 0 | 0 |
| TILRAY BRANDS INC | NOTE  5.200% 6/1 | 88688TAC4 |  | 6588692 | 6497000 | PRN |  | OTR | 1 | 0 | 6497000 | 0 |
| TRANSMEDICS GROUP INC | NOTE  1.500% 6/0 | 89377MAB5 |  | 29471940 | 22827000 | PRN |  | SOLE |  | 22827000 | 0 | 0 |
| TRANSMEDICS GROUP INC | NOTE  1.500% 6/0 | 89377MAB5 |  | 10324927 | 7997000 | PRN |  | OTR | 1 | 0 | 7997000 | 0 |
| UNITED AIRLS HLDGS INC | COM | 910047109 |  | 4189185 | 455 | SH | Call | SOLE |  | 455 | 0 | 0 |
| UNITED AIRLS HLDGS INC | COM | 910047109 |  | 1335015 | 145 | SH | Call | OTR | 1 | 0 | 145 | 0 |
| UPSTART HLDGS INC | NOTE  0.250% 8/1 | 91680MAB3 |  | 1480914 | 1515000 | PRN |  | SOLE |  | 1515000 | 0 | 0 |
| UPSTART HLDGS INC | NOTE  0.250% 8/1 | 91680MAB3 |  | 474088 | 485000 | PRN |  | OTR | 1 | 0 | 485000 | 0 |
| UPWORK INC | NOTE  0.250% 8/1 | 91688FAB0 |  | 39659712 | 40366000 | PRN |  | SOLE |  | 40366000 | 0 | 0 |
| UPWORK INC | NOTE  0.250% 8/1 | 91688FAB0 |  | 12693939 | 12920000 | PRN |  | OTR | 1 | 0 | 12920000 | 0 |
| VIRGIN GALACTIC HOLDINGS INC | COM NEW | 92766K403 |  | 384912 | 1584 | SH | Put | SOLE |  | 1584 | 0 | 0 |
| WAYFAIR INC | NOTE  3.250% 9/1 | 94419LAP6 |  | 17954062 | 13286000 | PRN |  | SOLE |  | 13286000 | 0 | 0 |
| WAYFAIR INC | NOTE  3.250% 9/1 | 94419LAP6 |  | 5451354 | 4034000 | PRN |  | OTR | 1 | 0 | 4034000 | 0 |
| WOLFSPEED INC | NOTE  2.500% 6/1 | 977852AP7 |  | 8389641 | 5705000 | PRN |  | SOLE |  | 5705000 | 0 | 0 |
| WOLFSPEED INC | NOTE  2.500% 6/1 | 977852AP7 |  | 2683803 | 1825000 | PRN |  | OTR | 1 | 0 | 1825000 | 0 |
| WORKIVA INC | NOTE  1.250% 8/1 | 98139AAD7 |  | 50184084 | 53557000 | PRN |  | SOLE |  | 53557000 | 0 | 0 |
| WORKIVA INC | NOTE  1.250% 8/1 | 98139AAD7 |  | 16063368 | 17143000 | PRN |  | OTR | 1 | 0 | 17143000 | 0 |

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