# EDGAR Filing Document

**Accession Number:** 0001754535
**File Stem:** 0001420506-25-002127
**Filing Date:** 2025-8
**Character Count:** 37347
**Document Hash:** 9bdbc9dbd3e677689a90af5008b4203f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001420506-25-002127.hdr.sgml**: 20250814

**ACCESSION NUMBER**: 0001420506-25-002127

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

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250814

**DATE AS OF CHANGE**: 20250814

**EFFECTIVENESS DATE**: 20250814

**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:** 251216407

**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:** 06-30-2025

**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  08-14-2025<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:** 313

**Form 13F Information Table Value Total:** $2995771628

      (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 |
| 3D SYS CORP DEL | NOTE        11/1 | 88554DAD8 |  | 1294871 | 1467000 | PRN |  | SOLE |  | 1467000 | 0 | 0 |
| 3D SYS CORP DEL | NOTE        11/1 | 88554DAD8 |  | 453690 | 514000 | PRN |  | OTR | 1 | 0 | 514000 | 0 |
| AFFIRM HLDGS INC | NOTE        11/1 | 00827BAB2 |  | 17973019 | 19161000 | PRN |  | SOLE |  | 19161000 | 0 | 0 |
| AFFIRM HLDGS INC | NOTE        11/1 | 00827BAB2 |  | 8447628 | 9006000 | PRN |  | OTR | 1 | 0 | 9006000 | 0 |
| ALARM COM HLDGS INC | COM | 011642105 |  | 1111827 | 19654 | SH |  | SOLE |  | 19654 | 0 | 0 |
| ALARM COM HLDGS INC | NOTE         1/1 | 011642AB1 |  | 1635876 | 1683000 | PRN |  | SOLE |  | 1683000 | 0 | 0 |
| ALARM COM HLDGS INC | COM | 011642105 |  | 385468 | 6814 | SH |  | OTR | 1 | 0 | 6814 | 0 |
| ALARM COM HLDGS INC | NOTE         1/1 | 011642AB1 |  | 766908 | 789000 | PRN |  | OTR | 1 | 0 | 789000 | 0 |
| ALLETE INC | COM NEW | 018522300 |  | 1404671 | 21924 | SH |  | SOLE |  | 21924 | 0 | 0 |
| ALLETE INC | COM NEW | 018522300 |  | 477578 | 7454 | SH |  | OTR | 1 | 0 | 7454 | 0 |
| ALNYLAM PHARMACEUTICALS INC | NOTE  1.000% 9/1 | 02043QAB3 |  | 17014975 | 13076000 | PRN |  | SOLE |  | 13076000 | 0 | 0 |
| ALNYLAM PHARMACEUTICALS INC | NOTE  1.000% 9/1 | 02043QAB3 |  | 6741709 | 5181000 | PRN |  | OTR | 1 | 0 | 5181000 | 0 |
| ALPHATEC HLDGS INC | NOTE  0.750% 8/0 | 02081GAB8 |  | 5416123 | 5504000 | PRN |  | SOLE |  | 5504000 | 0 | 0 |
| ALPHATEC HLDGS INC | NOTE  0.750% 8/0 | 02081GAB8 |  | 1898202 | 1929000 | PRN |  | OTR | 1 | 0 | 1929000 | 0 |
| APELLIS PHARMACEUTICALS INC | NOTE  3.500% 9/1 | 03753UAB2 |  | 22309765 | 22387000 | PRN |  | SOLE |  | 22387000 | 0 | 0 |
| APELLIS PHARMACEUTICALS INC | NOTE  3.500% 9/1 | 03753UAB2 |  | 9718355 | 9752000 | PRN |  | SOLE |  | 9752000 | 0 | 0 |
| APELLIS PHARMACEUTICALS INC | NOTE  3.500% 9/1 | 03753UAB2 |  | 12013410 | 12055000 | PRN |  | OTR | 1 | 0 | 12055000 | 0 |
| ARES CAPITAL CORP | COM | 04010L103 |  | 373474 | 17007 | SH |  | SOLE |  | 17007 | 0 | 0 |
| ARRAY TECHNOLOGIES INC | NOTE  1.000%12/0 | 04271TAB6 |  | 1565096 | 1977000 | PRN |  | SOLE |  | 1977000 | 0 | 0 |
| ARRAY TECHNOLOGIES INC | NOTE  1.000%12/0 | 04271TAB6 |  | 521699 | 659000 | PRN |  | OTR | 1 | 0 | 659000 | 0 |
| ASCENDIS PHARMA A/S | NOTE  2.250% 4/0 | 04351PAD3 |  | 13035932 | 10402000 | PRN |  | SOLE |  | 10402000 | 0 | 0 |
| ASCENDIS PHARMA A/S | NOTE  2.250% 4/0 | 04351PAD3 |  | 4433871 | 3538000 | PRN |  | OTR | 1 | 0 | 3538000 | 0 |
| ASSERTIO HOLDINGS INC | NOTE  6.500% 9/0 | 04546CAB2 |  | 3319657 | 3668000 | PRN |  | SOLE |  | 3668000 | 0 | 0 |
| ASSERTIO HOLDINGS INC | NOTE  6.500% 9/0 | 04546CAB2 |  | 1451671 | 1604000 | PRN |  | OTR | 1 | 0 | 1604000 | 0 |
| AT INC | COM | 00206R102 |  | 10978200 | 6840 | SH | Put | SOLE |  | 6840 | 0 | 0 |
| AT INC | COM | 00206R102 |  | 4831050 | 3010 | SH | Put | OTR | 1 | 0 | 3010 | 0 |
| AVANTOR INC | COM | 05352A100 |  | 1004116 | 746 | SH | Call | SOLE |  | 746 | 0 | 0 |
| AVANTOR INC | COM | 05352A100 |  | 341884 | 254 | SH | Call | OTR | 1 | 0 | 254 | 0 |
| AZEK CO INC | CL A | 05478C105 |  | 4476755 | 82369 | SH |  | SOLE |  | 82369 | 0 | 0 |
| AZEK CO INC | CL A | 05478C105 |  | 1522126 | 28006 | SH |  | OTR | 1 | 0 | 28006 | 0 |
| BENTLEY SYS INC | NOTE  0.125% 1/1 | 08265TAB5 |  | 37820233 | 37898000 | PRN |  | SOLE |  | 37898000 | 0 | 0 |
| BENTLEY SYS INC | NOTE  0.375% 7/0 | 08265TAD1 |  | 16996207 | 18014000 | PRN |  | SOLE |  | 18014000 | 0 | 0 |
| BENTLEY SYS INC | NOTE  0.125% 1/1 | 08265TAB5 |  | 9494477 | 9514000 | PRN |  | OTR | 1 | 0 | 9514000 | 0 |
| BENTLEY SYS INC | NOTE  0.125% 1/1 | 08265TAB5 |  | 3366079 | 3373000 | PRN |  | OTR | 1 | 0 | 3373000 | 0 |
| BENTLEY SYS INC | NOTE  0.375% 7/0 | 08265TAD1 |  | 6119541 | 6486000 | PRN |  | OTR | 1 | 0 | 6486000 | 0 |
| BEYOND MEAT INC | NOTE         3/1 | 08862EAB5 |  | 3014456 | 36443000 | PRN |  | SOLE |  | 36443000 | 0 | 0 |
| BEYOND MEAT INC | NOTE         3/1 | 08862EAB5 |  | 1055055 | 12755000 | PRN |  | OTR | 1 | 0 | 12755000 | 0 |
| BLOOM ENERGY CORP | NOTE  3.000% 6/0 | 093712AK3 |  | 31355742 | 21023000 | PRN |  | SOLE |  | 21023000 | 0 | 0 |
| BLOOM ENERGY CORP | NOTE  3.000% 6/0 | 093712AM9 |  | 2956181 | 2084000 | PRN |  | SOLE |  | 2084000 | 0 | 0 |
| BLOOM ENERGY CORP | NOTE  3.000% 6/0 | 093712AK3 |  | 10977418 | 7360000 | PRN |  | OTR | 1 | 0 | 7360000 | 0 |
| BLOOM ENERGY CORP | NOTE  3.000% 6/0 | 093712AM9 |  | 1299358 | 916000 | PRN |  | OTR | 1 | 0 | 916000 | 0 |
| BOEING CO | COM | 097023105 |  | 559655 | 2671 | SH |  | SOLE |  | 2671 | 0 | 0 |
| BOEING CO | COM | 097023105 |  | 201568 | 962 | SH |  | OTR | 1 | 0 | 962 | 0 |
| BOX INC | NOTE         1/1 | 10316TAB0 |  | 13932582 | 10434000 | PRN |  | SOLE |  | 10434000 | 0 | 0 |
| BOX INC | NOTE         1/1 | 10316TAB0 |  | 6548341 | 4904000 | PRN |  | OTR | 1 | 0 | 4904000 | 0 |
| CAMTEK LTD | NOTE        12/0 | 13469VAB4 |  | 16273485 | 10533000 | PRN |  | SOLE |  | 10533000 | 0 | 0 |
| CAMTEK LTD | NOTE        12/0 | 13469VAB4 |  | 7650840 | 4952000 | PRN |  | OTR | 1 | 0 | 4952000 | 0 |
| CANADIAN SOLAR INC | NOTE  2.500%10/0 | 136635AG4 |  | 27241160 | 27656000 | PRN |  | SOLE |  | 27656000 | 0 | 0 |
| CANADIAN SOLAR INC | NOTE  2.500%10/0 | 136635AG4 |  | 9261955 | 9403000 | PRN |  | OTR | 1 | 0 | 9403000 | 0 |
| CARDLYTICS INC | NOTE  4.250% 4/0 | 14161WAD7 |  | 3387371 | 7617000 | PRN |  | SOLE |  | 7617000 | 0 | 0 |
| CARDLYTICS INC | NOTE  4.250% 4/0 | 14161WAD7 |  | 1219845 | 2743000 | PRN |  | OTR | 1 | 0 | 2743000 | 0 |
| CHAMPIONX CORPORATION | COM | 15872M104 |  | 250039 | 10066 | SH |  | SOLE |  | 10066 | 0 | 0 |
| CHEESECAKE FACTORY INC | NOTE  0.375% 6/1 | 163072AA9 |  | 3457821 | 3348000 | PRN |  | SOLE |  | 3348000 | 0 | 0 |
| CHEESECAKE FACTORY INC | NOTE  0.375% 6/1 | 163072AA9 |  | 1215608 | 1177000 | PRN |  | OTR | 1 | 0 | 1177000 | 0 |
| CLOUDFLARE INC | NOTE         8/1 | 18915MAC1 |  | 51004804 | 43038000 | PRN |  | SOLE |  | 43038000 | 0 | 0 |
| CLOUDFLARE INC | NOTE         8/1 | 18915MAC1 |  | 17851327 | 15063000 | PRN |  | OTR | 1 | 0 | 15063000 | 0 |
| COINBASE GLOBAL INC | NOTE  0.500% 6/0 | 19260QAB3 |  | 40082201 | 34611000 | PRN |  | SOLE |  | 34611000 | 0 | 0 |
| COINBASE GLOBAL INC | NOTE  0.250% 4/0 | 19260QAF4 |  | 16143253 | 12309000 | PRN |  | SOLE |  | 12309000 | 0 | 0 |
| COINBASE GLOBAL INC | NOTE  0.250% 4/0 | 19260QAF4 |  | 5496497 | 4191000 | PRN |  | OTR | 1 | 0 | 4191000 | 0 |
| COINBASE GLOBAL INC | NOTE  0.500% 6/0 | 19260QAB3 |  | 13634041 | 11773000 | PRN |  | OTR | 1 | 0 | 11773000 | 0 |
| CONFLUENT INC | NOTE         1/1 | 20717MAB9 |  | 1381033 | 1481000 | PRN |  | SOLE |  | 1481000 | 0 | 0 |
| CONFLUENT INC | NOTE         1/1 | 20717MAB9 |  | 483968 | 519000 | PRN |  | OTR | 1 | 0 | 519000 | 0 |
| CONMED CORP | NOTE  2.250% 6/1 | 207410AH4 |  | 19780329 | 20856000 | PRN |  | SOLE |  | 20856000 | 0 | 0 |
| CONMED CORP | NOTE  2.250% 6/1 | 207410AH4 |  | 6730017 | 7096000 | PRN |  | OTR | 1 | 0 | 7096000 | 0 |
| CORE SCIENTIFIC INC NEW | COM | 21874A106 |  | 2550258 | 1494 | SH | Call | SOLE |  | 1494 | 0 | 0 |
| CORE SCIENTIFIC INC NEW | COM | 21874A106 |  | 2046642 | 119897 | SH |  | SOLE |  | 119897 | 0 | 0 |
| CORE SCIENTIFIC INC NEW | COM | 21874A106 |  | 856914 | 502 | SH | Call | OTR | 1 | 0 | 502 | 0 |
| CORE SCIENTIFIC INC NEW | COM | 21874A106 |  | 872328 | 51103 | SH |  | OTR | 1 | 0 | 51103 | 0 |
| DAYFORCE INC | NOTE  0.250% 3/1 | 15677JAD0 |  | 36130942 | 37422000 | PRN |  | SOLE |  | 37422000 | 0 | 0 |
| DAYFORCE INC | NOTE  0.250% 3/1 | 15677JAD0 |  | 12653843 | 13106000 | PRN |  | OTR | 1 | 0 | 13106000 | 0 |
| DEXCOM INC | NOTE  0.250%11/1 | 252131AK3 |  | 58678713 | 59784000 | PRN |  | SOLE |  | 59784000 | 0 | 0 |
| DEXCOM INC | NOTE  0.375% 5/1 | 252131AM9 |  | 27029892 | 28759000 | PRN |  | SOLE |  | 28759000 | 0 | 0 |
| DEXCOM INC | NOTE  0.250%11/1 | 252131AK3 |  | 20542065 | 20929000 | PRN |  | OTR | 1 | 0 | 20929000 | 0 |
| DEXCOM INC | NOTE  0.375% 5/1 | 252131AM9 |  | 8920363 | 9491000 | PRN |  | OTR | 1 | 0 | 9491000 | 0 |
| DRAFTKINGS INC NEW | NOTE         3/1 | 26142RAB0 |  | 20927098 | 23305000 | PRN |  | SOLE |  | 23305000 | 0 | 0 |
| DRAFTKINGS INC NEW | NOTE         3/1 | 26142RAB0 |  | 7115483 | 7924000 | PRN |  | OTR | 1 | 0 | 7924000 | 0 |
| ELI LILLY  CO | COM | 532457108 |  | 9198454 | 118 | SH | Call | SOLE |  | 118 | 0 | 0 |
| ELI LILLY  CO | COM | 532457108 |  | 3274026 | 42 | SH | Call | OTR | 1 | 0 | 42 | 0 |
| ENOVIS CORPORATION | NOTE  3.875%10/1 | 194014AB2 |  | 13365759 | 13531000 | PRN |  | SOLE |  | 13531000 | 0 | 0 |
| ENOVIS CORPORATION | NOTE  3.875%10/1 | 194014AB2 |  | 4414425 | 4469000 | PRN |  | OTR | 1 | 0 | 4469000 | 0 |
| ENPHASE ENERGY INC | COM | 29355A107 |  | 2957890 | 746 | SH | Put | SOLE |  | 746 | 0 | 0 |
| ENPHASE ENERGY INC | NOTE         3/0 | 29355AAH0 |  | 15098291 | 15752000 | PRN |  | SOLE |  | 15752000 | 0 | 0 |
| ENPHASE ENERGY INC | COM | 29355A107 |  | 1007110 | 254 | SH | Put | OTR | 1 | 0 | 254 | 0 |
| ENPHASE ENERGY INC | NOTE         3/0 | 29355AAH0 |  | 5434695 | 5670000 | PRN |  | OTR | 1 | 0 | 5670000 | 0 |
| ENVISTA HOLDINGS CORPORATION | COM | 29415F104 |  | 921995 | 47185 | SH |  | SOLE |  | 47185 | 0 | 0 |
| ENVISTA HOLDINGS CORPORATION | COM | 29415F104 |  | 442503 | 22646 | SH |  | OTR | 1 | 0 | 22646 | 0 |
| ESPERION THERAPEUTICS INC NE | NOTE  4.000%11/1 | 29664WAB1 |  | 1754043 | 1774000 | PRN |  | SOLE |  | 1774000 | 0 | 0 |
| ESPERION THERAPEUTICS INC NE | NOTE  4.000%11/1 | 29664WAB1 |  | 615003 | 622000 | PRN |  | OTR | 1 | 0 | 622000 | 0 |
| ETSY INC | NOTE  0.125%10/0 | 29786AAJ5 |  | 3953527 | 4073000 | PRN |  | SOLE |  | 4073000 | 0 | 0 |
| ETSY INC | NOTE  0.125%10/0 | 29786AAJ5 |  | 1385142 | 1427000 | PRN |  | OTR | 1 | 0 | 1427000 | 0 |
| EVENTBRITE INC | NOTE  0.750% 9/1 | 29975EAD1 |  | 8435765 | 9376000 | PRN |  | SOLE |  | 9376000 | 0 | 0 |
| EVENTBRITE INC | NOTE  5.000%12/0 | 29975EAB5 |  | 1905336 | 1930000 | PRN |  | SOLE |  | 1930000 | 0 | 0 |
| EVENTBRITE INC | NOTE  0.750% 9/1 | 29975EAD1 |  | 2563299 | 2849000 | PRN |  | OTR | 1 | 0 | 2849000 | 0 |
| EVENTBRITE INC | NOTE  5.000%12/0 | 29975EAB5 |  | 858882 | 870000 | PRN |  | OTR | 1 | 0 | 870000 | 0 |
| EVOLENT HEALTH INC | CL A | 30050B101 |  | 892873 | 79296 | SH |  | SOLE |  | 79296 | 0 | 0 |
| EVOLENT HEALTH INC | NOTE  1.500%10/1 | 30050BAD3 |  | 26480158 | 26803000 | PRN |  | SOLE |  | 26803000 | 0 | 0 |
| EVOLENT HEALTH INC | NOTE  1.500%10/1 | 30050BAD3 |  | 11272567 | 11410000 | PRN |  | OTR | 1 | 0 | 11410000 | 0 |
| EXACT SCIENCES CORP | NOTE  0.375% 3/1 | 30063PAB1 |  | 4342407 | 4546000 | PRN |  | SOLE |  | 4546000 | 0 | 0 |
| EXACT SCIENCES CORP | NOTE  0.375% 3/1 | 30063PAB1 |  | 1521657 | 1593000 | PRN |  | OTR | 1 | 0 | 1593000 | 0 |
| EXXON MOBIL CORP | COM | 30231G102 |  | 7923300 | 735 | SH | Put | SOLE |  | 735 | 0 | 0 |
| EXXON MOBIL CORP | COM | 30231G102 |  | 707599 | 6564 | SH |  | SOLE |  | 6564 | 0 | 0 |
| EXXON MOBIL CORP | COM | 30231G102 |  | 2856700 | 265 | SH | Put | OTR | 1 | 0 | 265 | 0 |
| EXXON MOBIL CORP | COM | 30231G102 |  | 254947 | 2365 | SH |  | OTR | 1 | 0 | 2365 | 0 |
| FASTLY INC | NOTE         3/1 | 31188VAB6 |  | 14285150 | 15037000 | PRN |  | SOLE |  | 15037000 | 0 | 0 |
| FASTLY INC | NOTE         3/1 | 31188VAB6 |  | 4714850 | 4963000 | PRN |  | OTR | 1 | 0 | 4963000 | 0 |
| FIRST SOLAR INC | COM | 336433107 |  | 6207750 | 375 | SH | Call | SOLE |  | 375 | 0 | 0 |
| FIRST SOLAR INC | COM | 336433107 |  | 2069250 | 125 | SH | Call | OTR | 1 | 0 | 125 | 0 |
| FIVE BELOW INC | COM | 33829M101 |  | 9851618 | 751 | SH | Put | SOLE |  | 751 | 0 | 0 |
| FIVE BELOW INC | COM | 33829M101 |  | 1268117 | 9667 | SH |  | SOLE |  | 9667 | 0 | 0 |
| FIVE BELOW INC | COM | 33829M101 |  | 3266382 | 249 | SH | Put | OTR | 1 | 0 | 249 | 0 |
| FIVE BELOW INC | COM | 33829M101 |  | 420957 | 3209 | SH |  | OTR | 1 | 0 | 3209 | 0 |
| FIVERR INTL LTD | NOTE        11/0 | 33835LAA3 |  | 31784774 | 32450000 | PRN |  | SOLE |  | 32450000 | 0 | 0 |
| FIVERR INTL LTD | NOTE        11/0 | 33835LAA3 |  | 10488486 | 10708000 | PRN |  | OTR | 1 | 0 | 10708000 | 0 |
| FRONTLINE PLC | COM | M46528101 |  | 1836279 | 1119 | SH | Call | SOLE |  | 1119 | 0 | 0 |
| FRONTLINE PLC | COM | M46528101 |  | 625221 | 381 | SH | Call | OTR | 1 | 0 | 381 | 0 |
| FUBOTV INC | NOTE  3.250% 2/1 | 35953DAB0 |  | 15810928 | 16172000 | PRN |  | SOLE |  | 16172000 | 0 | 0 |
| FUBOTV INC | NOTE  3.250% 2/1 | 35953DAB0 |  | 5534607 | 5661000 | PRN |  | OTR | 1 | 0 | 5661000 | 0 |
| GLOBAL PMTS INC | COM | 37940X102 |  | 2115857 | 26435 | SH |  | SOLE |  | 26435 | 0 | 0 |
| GLOBAL PMTS INC | COM | 37940X102 |  | 769665 | 9616 | SH |  | OTR | 1 | 0 | 9616 | 0 |
| GOPRO INC | NOTE  1.250%11/1 | 38268TAD5 |  | 9436395 | 10313000 | PRN |  | SOLE |  | 10313000 | 0 | 0 |
| GOPRO INC | NOTE  1.250%11/1 | 38268TAD5 |  | 9436395 | 10313000 | PRN |  | SOLE |  | 10313000 | 0 | 0 |
| GOPRO INC | NOTE  1.250%11/1 | 38268TAD5 |  | 8677860 | 9484000 | PRN |  | OTR | 1 | 0 | 9484000 | 0 |
| GOSSAMER BIO INC | NOTE  5.000% 6/0 | 38341PAA0 |  | 10324570 | 19484000 | PRN |  | SOLE |  | 19484000 | 0 | 0 |
| GOSSAMER BIO INC | NOTE  5.000% 6/0 | 38341PAA0 |  | 4438442 | 8376000 | PRN |  | OTR | 1 | 0 | 8376000 | 0 |
| GROUPON INC | NOTE  6.250% 3/1 | 399473AH0 |  | 1438727 | 1033000 | PRN |  | SOLE |  | 1033000 | 0 | 0 |
| GROUPON INC | NOTE  6.250% 3/1 | 399473AH0 |  | 1298058 | 932000 | PRN |  | SOLE |  | 932000 | 0 | 0 |
| GROUPON INC | NOTE  6.250% 3/1 | 399473AH0 |  | 919226 | 660000 | PRN |  | OTR | 1 | 0 | 660000 | 0 |
| GUESS INC | NOTE  3.750% 4/1 | 401617AF2 |  | 22479082 | 23676000 | PRN |  | SOLE |  | 23676000 | 0 | 0 |
| GUESS INC | NOTE  3.750% 4/1 | 401617AF2 |  | 9089047 | 9573000 | PRN |  | OTR | 1 | 0 | 9573000 | 0 |
| HAEMONETICS CORP MASS | NOTE         3/0 | 405024AB6 |  | 5087374 | 5273000 | PRN |  | SOLE |  | 5273000 | 0 | 0 |
| HAEMONETICS CORP MASS | NOTE         3/0 | 405024AB6 |  | 1882319 | 1951000 | PRN |  | OTR | 1 | 0 | 1951000 | 0 |
| HALOZYME THERAPEUTICS INC | NOTE  1.000% 8/1 | 40637HAF6 |  | 6455090 | 5657000 | PRN |  | SOLE |  | 5657000 | 0 | 0 |
| HALOZYME THERAPEUTICS INC | NOTE  1.000% 8/1 | 40637HAF6 |  | 2388280 | 2093000 | PRN |  | OTR | 1 | 0 | 2093000 | 0 |
| HUT 8 CORP | COM | 44812J104 |  | 3554460 | 1911 | SH | Call | SOLE |  | 1911 | 0 | 0 |
| HUT 8 CORP | COM | 44812J104 |  | 1173660 | 631 | SH | Call | OTR | 1 | 0 | 631 | 0 |
| IMPINJ INC | NOTE  1.125% 5/1 | 453204AD1 |  | 7568213 | 6072000 | PRN |  | SOLE |  | 6072000 | 0 | 0 |
| IMPINJ INC | NOTE  1.125% 5/1 | 453204AD1 |  | 3026288 | 2428000 | PRN |  | OTR | 1 | 0 | 2428000 | 0 |
| INNOVIVA INC | NOTE  2.500% 8/1 | 45781MAB7 |  | 42830285 | 36641000 | PRN |  | SOLE |  | 36641000 | 0 | 0 |
| INNOVIVA INC | NOTE  2.500% 8/1 | 45781MAB7 |  | 14992529 | 12826000 | PRN |  | OTR | 1 | 0 | 12826000 | 0 |
| INOTIV INC | NOTE  3.250%10/1 | 45783QAB6 |  | 1534449 | 6309000 | PRN |  | SOLE |  | 6309000 | 0 | 0 |
| INOTIV INC | NOTE  3.250%10/1 | 45783QAB6 |  | 521942 | 2146000 | PRN |  | OTR | 1 | 0 | 2146000 | 0 |
| INTEGRA LIFESCIENCES HLDGS C | NOTE  0.500% 8/1 | 457985AM1 |  | 25188272 | 25377000 | PRN |  | SOLE |  | 25377000 | 0 | 0 |
| INTEGRA LIFESCIENCES HLDGS C | NOTE  0.500% 8/1 | 457985AM1 |  | 8563834 | 8628000 | PRN |  | OTR | 1 | 0 | 8628000 | 0 |
| IONIS PHARMACEUTICALS INC | NOTE         4/0 | 462222AD2 |  | 46835821 | 46362000 | PRN |  | SOLE |  | 46362000 | 0 | 0 |
| IONIS PHARMACEUTICALS INC | NOTE         4/0 | 462222AD2 |  | 14208744 | 14065000 | PRN |  | OTR | 1 | 0 | 14065000 | 0 |
| IREN LIMITED | ORDINARY SHARES | Q4982L109 |  | 2656111 | 1823 | SH | Call | SOLE |  | 1823 | 0 | 0 |
| IREN LIMITED | ORDINARY SHARES | Q4982L109 |  | 875657 | 601 | SH | Call | OTR | 1 | 0 | 601 | 0 |
| IRONWOOD PHARMACEUTICALS INC | NOTE  1.500% 6/1 | 46333XAH1 |  | 17061723 | 20130000 | PRN |  | SOLE |  | 20130000 | 0 | 0 |
| IRONWOOD PHARMACEUTICALS INC | NOTE  1.500% 6/1 | 46333XAH1 |  | 5822854 | 6870000 | PRN |  | OTR | 1 | 0 | 6870000 | 0 |
| ISHARES INC | MSCI STH KOR ETF | 464286772 |  | 452932 | 6310 | SH |  | SOLE |  | 6310 | 0 | 0 |
| ISHARES TR | RUSSELL 2000 ETF | 464287655 |  | 8415810 | 390 | SH | Put | SOLE |  | 390 | 0 | 0 |
| ISHARES TR | 20 YR TR BD ETF | 464287432 |  | 29854975 | 3383 | SH | Call | SOLE |  | 3383 | 0 | 0 |
| ISHARES TR | RUSSELL 2000 ETF | 464287655 |  | 7548118 | 34979 | SH |  | SOLE |  | 34979 | 0 | 0 |
| ISHARES TR | RUSSELL 2000 ETF | 464287655 |  | 2718954 | 126 | SH | Put | OTR | 1 | 0 | 126 | 0 |
| ISHARES TR | 20 YR TR BD ETF | 464287432 |  | 9857525 | 1117 | SH | Call | OTR | 1 | 0 | 1117 | 0 |
| ISHARES TR | RUSSELL 2000 ETF | 464287655 |  | 2490864 | 11543 | SH |  | OTR | 1 | 0 | 11543 | 0 |
| ITRON INC | NOTE         3/1 | 465741AN6 |  | 21196688 | 18733000 | PRN |  | SOLE |  | 18733000 | 0 | 0 |
| ITRON INC | NOTE         3/1 | 465741AN6 |  | 7419350 | 6557000 | PRN |  | OTR | 1 | 0 | 6557000 | 0 |
| JAZZ PHARMACEUTICALS PLC | SHS USD | G50871105 |  | 5188313 | 48891 | SH |  | SOLE |  | 48891 | 0 | 0 |
| JAZZ PHARMACEUTICALS PLC | SHS USD | G50871105 |  | 1879597 | 17712 | SH |  | OTR | 1 | 0 | 17712 | 0 |
| JOHNSON CTLS INTL PLC | SHS | G51502105 |  | 253594 | 2401 | SH |  | SOLE |  | 2401 | 0 | 0 |
| KELLANOVA | COM | 487836108 |  | 2545994 | 32013 | SH |  | SOLE |  | 32013 | 0 | 0 |
| KELLANOVA | COM | 487836108 |  | 865684 | 10885 | SH |  | OTR | 1 | 0 | 10885 | 0 |
| LANTHEUS HLDGS INC | NOTE  2.625%12/1 | 516544AB9 |  | 24008060 | 18884000 | PRN |  | SOLE |  | 18884000 | 0 | 0 |
| LANTHEUS HLDGS INC | NOTE  2.625%12/1 | 516544AB9 |  | 8411212 | 6616000 | PRN |  | OTR | 1 | 0 | 6616000 | 0 |
| LI AUTO INC | NOTE  0.250% 5/0 | 50202MAB8 |  | 1332729 | 1119000 | PRN |  | SOLE |  | 1119000 | 0 | 0 |
| LI AUTO INC | NOTE  0.250% 5/0 | 50202MAB8 |  | 451866 | 381000 | PRN |  | OTR | 1 | 0 | 381000 | 0 |
| LITHIUM ARGENTINA AG | NOTE  1.750% 1/1 | 53680QAA6 |  | 8956225 | 10694000 | PRN |  | SOLE |  | 10694000 | 0 | 0 |
| LITHIUM ARGENTINA AG | NOTE  1.750% 1/1 | 53680QAA6 |  | 3317338 | 3961000 | PRN |  | OTR | 1 | 0 | 3961000 | 0 |
| LIVE NATION ENTERTAINMENT IN | COM | 538034109 |  | 337354 | 2230 | SH |  | SOLE |  | 2230 | 0 | 0 |
| LUMINAR TECHNOLOGIES INC | COM NEW CL A | 550424303 |  | 656656 | 2288 | SH | Put | SOLE |  | 2288 | 0 | 0 |
| LUMINAR TECHNOLOGIES INC | COM NEW CL A | 550424303 |  | 698165 | 243263 | SH |  | SOLE |  | 243263 | 0 | 0 |
| LUMINAR TECHNOLOGIES INC | COM NEW CL A | 550424303 |  | 233044 | 812 | SH | Put | OTR | 1 | 0 | 812 | 0 |
| LUMINAR TECHNOLOGIES INC | COM NEW CL A | 550424303 |  | 311559 | 108557 | SH |  | OTR | 1 | 0 | 108557 | 0 |
| MAGNITE INC | NOTE  0.250% 3/1 | 55955DAB6 |  | 20522382 | 21232000 | PRN |  | SOLE |  | 21232000 | 0 | 0 |
| MAGNITE INC | NOTE  0.250% 3/1 | 55955DAB6 |  | 6541800 | 6768000 | PRN |  | OTR | 1 | 0 | 6768000 | 0 |
| MAKEMYTRIP LIMITED MAURITIUS | NOTE         2/1 | 56087FAB0 |  | 12859063 | 5037000 | PRN |  | SOLE |  | 5037000 | 0 | 0 |
| MAKEMYTRIP LIMITED MAURITIUS | NOTE         2/1 | 56087FAB0 |  | 4375707 | 1714000 | PRN |  | OTR | 1 | 0 | 1714000 | 0 |
| MANULIFE FINL CORP | COM | 56501R106 |  | 11811915 | 3697 | SH | Put | SOLE |  | 3697 | 0 | 0 |
| MANULIFE FINL CORP | COM | 56501R106 |  | 818719 | 25625 | SH |  | SOLE |  | 25625 | 0 | 0 |
| MANULIFE FINL CORP | COM | 56501R106 |  | 5198265 | 1627 | SH | Put | OTR | 1 | 0 | 1627 | 0 |
| MANULIFE FINL CORP | COM | 56501R106 |  | 351610 | 11005 | SH |  | OTR | 1 | 0 | 11005 | 0 |
| MARA HOLDINGS INC | COM | 565788106 |  | 378860 | 24162 | SH |  | SOLE |  | 24162 | 0 | 0 |
| MARA HOLDINGS INC | NOTE  1.000%12/0 | 565788AB2 |  | 9048978 | 9895000 | PRN |  | SOLE |  | 9895000 | 0 | 0 |
| MARA HOLDINGS INC | NOTE  1.000%12/0 | 565788AB2 |  | 3173315 | 3470000 | PRN |  | OTR | 1 | 0 | 3470000 | 0 |
| MESA LABS INC | NOTE  1.375% 8/1 | 59064RAA7 |  | 3056256 | 3092000 | PRN |  | SOLE |  | 3092000 | 0 | 0 |
| MESA LABS INC | NOTE  1.375% 8/1 | 59064RAA7 |  | 1281018 | 1296000 | PRN |  | OTR | 1 | 0 | 1296000 | 0 |
| MICROSOFT CORP | COM | 594918104 |  | 217866 | 438 | SH |  | SOLE |  | 438 | 0 | 0 |
| MICROSTRATEGY INC | CL A NEW | 594972408 |  | 6023027 | 149 | SH | Put | SOLE |  | 149 | 0 | 0 |
| MICROSTRATEGY INC | NOTE  0.625% 3/1 | 594972AJ0 |  | 28423847 | 10208000 | PRN |  | SOLE |  | 10208000 | 0 | 0 |
| MICROSTRATEGY INC | CL A NEW | 594972408 |  | 2061573 | 51 | SH | Put | OTR | 1 | 0 | 51 | 0 |
| MICROSTRATEGY INC | NOTE  0.625% 3/1 | 594972AJ0 |  | 12507839 | 4492000 | PRN |  | OTR | 1 | 0 | 4492000 | 0 |
| MIDDLEBY CORP | NOTE  1.000% 9/0 | 596278AB7 |  | 59084856 | 52615000 | PRN |  | SOLE |  | 52615000 | 0 | 0 |
| MIDDLEBY CORP | NOTE  1.000% 9/0 | 596278AB7 |  | 20089862 | 17890000 | PRN |  | OTR | 1 | 0 | 17890000 | 0 |
| MITEK SYS INC | NOTE  0.750% 2/0 | 606710AA9 |  | 17550457 | 18011000 | PRN |  | SOLE |  | 18011000 | 0 | 0 |
| MITEK SYS INC | NOTE  0.750% 2/0 | 606710AA9 |  | 5597126 | 5744000 | PRN |  | OTR | 1 | 0 | 5744000 | 0 |
| MOOLEC SCIENCE SA | *W EXP 12/30/202 | L64875112 |  | 102772 | 16313 | SH | Call | SOLE |  | 16313 | 0 | 0 |
| NICE LTD | NOTE         9/1 | 653656AB4 |  | 27842088 | 28166000 | PRN |  | SOLE |  | 28166000 | 0 | 0 |
| NICE LTD | NOTE         9/1 | 653656AB4 |  | 9816794 | 9931000 | PRN |  | OTR | 1 | 0 | 9931000 | 0 |
| NIO INC | NOTE  4.625%10/1 | 62914VAK2 |  | 9966879 | 15629000 | PRN |  | SOLE |  | 15629000 | 0 | 0 |
| NIO INC | NOTE  3.875%10/1 | 62914VAJ5 |  | 738413 | 1027000 | PRN |  | SOLE |  | 1027000 | 0 | 0 |
| NIO INC | NOTE  3.875%10/1 | 62914VAJ5 |  | 340087 | 473000 | PRN |  | OTR | 1 | 0 | 473000 | 0 |
| NIO INC | NOTE  4.625%10/1 | 62914VAK2 |  | 3732558 | 5853000 | PRN |  | OTR | 1 | 0 | 5853000 | 0 |
| NOVA LTD | NOTE        10/1 | 66980MAB2 |  | 88302426 | 23958000 | PRN |  | SOLE |  | 23958000 | 0 | 0 |
| NOVA LTD | NOTE        10/1 | 66980MAB2 |  | 38854860 | 10542000 | PRN |  | OTR | 1 | 0 | 10542000 | 0 |
| NOVOCURE LTD | NOTE        11/0 | 67011XAB9 |  | 48776273 | 49899000 | PRN |  | SOLE |  | 49899000 | 0 | 0 |
| NOVOCURE LTD | NOTE        11/0 | 67011XAB9 |  | 19128698 | 19569000 | PRN |  | OTR | 1 | 0 | 19569000 | 0 |
| NVIDIA CORPORATION | COM | 67066G104 |  | 29480934 | 1866 | SH | Put | SOLE |  | 1866 | 0 | 0 |
| NVIDIA CORPORATION | COM | 67066G104 |  | 14360343 | 90894 | SH |  | SOLE |  | 90894 | 0 | 0 |
| NVIDIA CORPORATION | COM | 67066G104 |  | 10016566 | 634 | SH | Put | OTR | 1 | 0 | 634 | 0 |
| NVIDIA CORPORATION | COM | 67066G104 |  | 4879205 | 30883 | SH |  | OTR | 1 | 0 | 30883 | 0 |
| OCCIDENTAL PETE CORP | COM | 674599105 |  | 410984 | 9783 | SH |  | SOLE |  | 9783 | 0 | 0 |
| OCCIDENTAL PETE CORP | COM | 674599105 |  | 205471 | 4891 | SH |  | OTR | 1 | 0 | 4891 | 0 |
| OMEROS CORP | COM | 682143102 |  | 1551120 | 517040 | SH |  | SOLE |  | 517040 | 0 | 0 |
| OMEROS CORP | NOTE  9.500% 6/1 | 682143AK8 |  | 8627850 | 10395000 | PRN |  | SOLE |  | 10395000 | 0 | 0 |
| OMEROS CORP | NOTE  5.250% 2/1 | 682143AG7 |  | 4818330 | 4867000 | PRN |  | SOLE |  | 4867000 | 0 | 0 |
| OMEROS CORP | COM | 682143102 |  | 33267 | 11089 | SH |  | OTR | 1 | 0 | 11089 | 0 |
| OMEROS CORP | NOTE  5.250% 2/1 | 682143AG7 |  | 1782000 | 1800000 | PRN |  | OTR | 1 | 0 | 1800000 | 0 |
| OMEROS CORP | NOTE  9.500% 6/1 | 682143AK8 |  | 3501770 | 4219000 | PRN |  | OTR | 1 | 0 | 4219000 | 0 |
| ORACLE CORP | COM | 68389X105 |  | 16440976 | 752 | SH | Call | SOLE |  | 752 | 0 | 0 |
| ORACLE CORP | COM | 68389X105 |  | 5422024 | 248 | SH | Call | OTR | 1 | 0 | 248 | 0 |
| OSCAR HEALTH INC | CL A | 687793109 |  | 1599424 | 746 | SH | Put | SOLE |  | 746 | 0 | 0 |
| OSCAR HEALTH INC | CL A | 687793109 |  | 544576 | 254 | SH | Put | OTR | 1 | 0 | 254 | 0 |
| PEABODY ENGR CORP | NOTE  3.250% 3/0 | 704551AD2 |  | 21174191 | 20439000 | PRN |  | SOLE |  | 20439000 | 0 | 0 |
| PEABODY ENGR CORP | NOTE  3.250% 3/0 | 704551AD2 |  | 7625775 | 7361000 | PRN |  | OTR | 1 | 0 | 7361000 | 0 |
| PELOTON INTERACTIVE INC | CL A COM | 70614W100 |  | 274165 | 39505 | SH |  | SOLE |  | 39505 | 0 | 0 |
| PELOTON INTERACTIVE INC | CL A COM | 70614W100 |  | 95959 | 13827 | SH |  | OTR | 1 | 0 | 13827 | 0 |
| PG CORP | COM | 69331C108 |  | 2421378 | 1737 | SH | Call | SOLE |  | 1737 | 0 | 0 |
| PG CORP | COM | 69331C108 |  | 692818 | 497 | SH | Call | OTR | 1 | 0 | 497 | 0 |
| PORCH GROUP INC | DEBT  9.000% 5/1 | 733245AD6 |  | 22765700 | 18140000 | PRN |  | SOLE |  | 18140000 | 0 | 0 |
| PORCH GROUP INC | DEBT  9.000% 5/1 | 733245AD6 |  | 7441596 | 5960000 | PRN |  | OTR | 1 | 0 | 5960000 | 0 |
| PTC THERAPEUTICS INC | NOTE  1.500% 9/1 | 69366JAD3 |  | 25288641 | 21898000 | PRN |  | SOLE |  | 21898000 | 0 | 0 |
| PTC THERAPEUTICS INC | NOTE  1.500% 9/1 | 69366JAD3 |  | 10974426 | 9503000 | PRN |  | OTR | 1 | 0 | 9503000 | 0 |
| PURECYCLE TECHNOLOGIES INC | COM | 74623V103 |  | 455128 | 33221 | SH |  | SOLE |  | 33221 | 0 | 0 |
| PURECYCLE TECHNOLOGIES INC | NOTE  7.250% 8/1 | 74623VAB9 |  | 4743635 | 3841000 | PRN |  | SOLE |  | 3841000 | 0 | 0 |
| PURECYCLE TECHNOLOGIES INC | NOTE  7.250% 8/1 | 74623VAB9 |  | 2083445 | 1687000 | PRN |  | OTR | 1 | 0 | 1687000 | 0 |
| Q2 HLDGS INC | NOTE  0.125%11/1 | 74736LAF6 |  | 13532690 | 13733000 | PRN |  | SOLE |  | 13733000 | 0 | 0 |
| Q2 HLDGS INC | NOTE  0.125%11/1 | 74736LAF6 |  | 4600898 | 4669000 | PRN |  | OTR | 1 | 0 | 4669000 | 0 |
| RAPID7 INC | NOTE  0.250% 3/1 | 753422AF1 |  | 21974488 | 23684000 | PRN |  | SOLE |  | 23684000 | 0 | 0 |
| RAPID7 INC | NOTE  0.250% 3/1 | 753422AF1 |  | 7251841 | 7816000 | PRN |  | OTR | 1 | 0 | 7816000 | 0 |
| REDFIN CORP | NOTE  0.500% 4/0 | 75737FAE8 |  | 21947888 | 24302000 | PRN |  | SOLE |  | 24302000 | 0 | 0 |
| REDFIN CORP | NOTE  0.500% 4/0 | 75737FAE8 |  | 7683839 | 8508000 | PRN |  | OTR | 1 | 0 | 8508000 | 0 |
| REPLIGEN CORP | NOTE  1.000%12/1 | 759916AD1 |  | 2436572 | 2452000 | PRN |  | SOLE |  | 2452000 | 0 | 0 |
| REPLIGEN CORP | NOTE  1.000%12/1 | 759916AD1 |  | 1114940 | 1122000 | PRN |  | OTR | 1 | 0 | 1122000 | 0 |
| RIOT PLATFORMS INC | COM | 767292105 |  | 1869020 | 1654 | SH | Call | SOLE |  | 1654 | 0 | 0 |
| RIOT PLATFORMS INC | COM | 767292105 |  | 616980 | 546 | SH | Call | OTR | 1 | 0 | 546 | 0 |
| SAREPTA THERAPEUTICS INC | NOTE  1.250% 9/1 | 803607AD2 |  | 28438200 | 38430000 | PRN |  | SOLE |  | 38430000 | 0 | 0 |
| SAREPTA THERAPEUTICS INC | NOTE  1.250% 9/1 | 803607AD2 |  | 9671800 | 13070000 | PRN |  | OTR | 1 | 0 | 13070000 | 0 |
| SEA LTD | NOTE  2.375%12/0 | 81141RAF7 |  | 109772031 | 61861000 | PRN |  | SOLE |  | 61861000 | 0 | 0 |
| SEA LTD | NOTE  0.250% 9/1 | 81141RAG5 |  | 29748600 | 31480000 | PRN |  | SOLE |  | 31480000 | 0 | 0 |
| SEA LTD | SPONSORD ADS | 81141R100 |  | 1282719 | 8020 | SH |  | OTR | 1 | 0 | 8020 | 0 |
| SEA LTD | NOTE  0.250% 9/1 | 81141RAG5 |  | 10413900 | 11020000 | PRN |  | OTR | 1 | 0 | 11020000 | 0 |
| SEA LTD | NOTE  2.375%12/0 | 81141RAF7 |  | 41425586 | 23345000 | PRN |  | OTR | 1 | 0 | 23345000 | 0 |
| SELECT SECTOR SPDR TR | ENERGY | 81369Y506 |  | 12467070 | 1470 | SH | Put | SOLE |  | 1470 | 0 | 0 |
| SELECT SECTOR SPDR TR | ENERGY | 81369Y506 |  | 1400128 | 16509 | SH |  | SOLE |  | 16509 | 0 | 0 |
| SELECT SECTOR SPDR TR | ENERGY | 81369Y506 |  | 4494930 | 530 | SH | Put | OTR | 1 | 0 | 530 | 0 |
| SELECT SECTOR SPDR TR | ENERGY | 81369Y506 |  | 504620 | 5950 | SH |  | OTR | 1 | 0 | 5950 | 0 |
| SHAKE SHACK INC | NOTE         3/0 | 819047AB7 |  | 22626603 | 21087000 | PRN |  | SOLE |  | 21087000 | 0 | 0 |
| SHAKE SHACK INC | NOTE         3/0 | 819047AB7 |  | 7692423 | 7169000 | PRN |  | OTR | 1 | 0 | 7169000 | 0 |
| SHIFT4 PMTS INC | NOTE        12/1 | 82452JAB5 |  | 72227939 | 57133000 | PRN |  | SOLE |  | 57133000 | 0 | 0 |
| SHIFT4 PMTS INC | NOTE        12/1 | 82452JAB5 |  | 26295506 | 20800000 | PRN |  | OTR | 1 | 0 | 20800000 | 0 |
| SHOALS TECHNOLOGIES GROUP IN | CL A | 82489W107 |  | 634100 | 1492 | SH | Call | SOLE |  | 1492 | 0 | 0 |
| SHOALS TECHNOLOGIES GROUP IN | CL A | 82489W107 |  | 215900 | 508 | SH | Call | OTR | 1 | 0 | 508 | 0 |
| SILEXION THERAPEUTICS CORP | *W EXP 08/15/202 | G1281K114 |  | 172322 | 14183 | SH | Call | SOLE |  | 14183 | 0 | 0 |
| SOLAREDGE TECHNOLOGIES INC | NOTE         9/1 | 83417MAD6 |  | 28265390 | 28916000 | PRN |  | SOLE |  | 28916000 | 0 | 0 |
| SOLAREDGE TECHNOLOGIES INC | NOTE         9/1 | 83417MAD6 |  | 9610780 | 9832000 | PRN |  | OTR | 1 | 0 | 9832000 | 0 |
| SPDR INDEX SHS FDS | EURO STOXX 50 | 78463X202 |  | 8911716 | 1492 | SH | Put | SOLE |  | 1492 | 0 | 0 |
| SPDR INDEX SHS FDS | EURO STOXX 50 | 78463X202 |  | 410942 | 6880 | SH |  | SOLE |  | 6880 | 0 | 0 |
| SPDR INDEX SHS FDS | EURO STOXX 50 | 78463X202 |  | 3034284 | 508 | SH | Put | OTR | 1 | 0 | 508 | 0 |
| SPDR S 500 ETF TR | TR UNIT | 78462F103 |  | 803205 | 13 | SH | Put | SOLE |  | 13 | 0 | 0 |
| SPDR S 500 ETF TR | TR UNIT | 78462F103 |  | 2162475 | 35 | SH | Call | SOLE |  | 35 | 0 | 0 |
| SPDR S 500 ETF TR | TR UNIT | 78462F103 |  | 432495 | 7 | SH | Put | OTR | 1 | 0 | 7 | 0 |
| SPDR S 500 ETF TR | TR UNIT | 78462F103 |  | 1112130 | 1800 | SH |  | OTR | 1 | 0 | 1800 | 0 |
| SPOTIFY USA INC | NOTE         3/1 | 84921RAB6 |  | 30599321 | 20194000 | PRN |  | SOLE |  | 20194000 | 0 | 0 |
| SPOTIFY USA INC | NOTE         3/1 | 84921RAB6 |  | 13949557 | 9206000 | PRN |  | OTR | 1 | 0 | 9206000 | 0 |
| STRIDE INC | NOTE  1.125% 9/0 | 86333MAA6 |  | 27970862 | 10049000 | PRN |  | SOLE |  | 10049000 | 0 | 0 |
| STRIDE INC | NOTE  1.125% 9/0 | 86333MAA6 |  | 9229917 | 3316000 | PRN |  | OTR | 1 | 0 | 3316000 | 0 |
| SUNRUN INC | COM | 86771W105 |  | 268598 | 32836 | SH |  | SOLE |  | 32836 | 0 | 0 |
| SUNRUN INC | NOTE  4.000% 3/0 | 86771WAD7 |  | 1070725 | 1492000 | PRN |  | SOLE |  | 1492000 | 0 | 0 |
| SUNRUN INC | NOTE  4.000% 3/0 | 86771WAD7 |  | 364563 | 508000 | PRN |  | OTR | 1 | 0 | 508000 | 0 |
| TELUS CORPORATION | COM | 87971M103 |  | 1191536 | 74239 | SH |  | SOLE |  | 74239 | 0 | 0 |
| TELUS CORPORATION | COM | 87971M103 |  | 2267672 | 141288 | SH |  | OTR | 1 | 0 | 141288 | 0 |
| THE REALREAL INC | DEBT  4.000% 2/1 | 88339PAJ0 |  | 395242 | 497000 | PRN |  | SOLE |  | 497000 | 0 | 0 |
| TILRAY BRANDS INC | NOTE  5.200% 6/1 | 88688TAC4 |  | 18664926 | 20404000 | PRN |  | SOLE |  | 20404000 | 0 | 0 |
| TILRAY BRANDS INC | NOTE  5.200% 6/1 | 88688TAC4 |  | 6536932 | 7146000 | PRN |  | OTR | 1 | 0 | 7146000 | 0 |
| TPI COMPOSITES INC | NOTE  5.250% 3/1 | 87266JAB0 |  | 604846 | 9216000 | PRN |  | SOLE |  | 9216000 | 0 | 0 |
| TPI COMPOSITES INC | NOTE  5.250% 3/1 | 87266JAB0 |  | 217760 | 3318000 | PRN |  | OTR | 1 | 0 | 3318000 | 0 |
| TRANSMEDICS GROUP INC | NOTE  1.500% 6/0 | 89377MAB5 |  | 36637610 | 22827000 | PRN |  | SOLE |  | 22827000 | 0 | 0 |
| TRANSMEDICS GROUP INC | NOTE  1.500% 6/0 | 89377MAB5 |  | 12835281 | 7997000 | PRN |  | OTR | 1 | 0 | 7997000 | 0 |
| TRAVERE THERAPEUTICS INC | NOTE  2.500% 9/1 | 761299AB2 |  | 8442858 | 8540000 | PRN |  | SOLE |  | 8540000 | 0 | 0 |
| TRAVERE THERAPEUTICS INC | NOTE  2.500% 9/1 | 761299AB2 |  | 3040022 | 3075000 | PRN |  | OTR | 1 | 0 | 3075000 | 0 |
| TRIPADVISOR INC | NOTE  0.250% 4/0 | 896945AD4 |  | 16498895 | 17164000 | PRN |  | SOLE |  | 17164000 | 0 | 0 |
| TRIPADVISOR INC | NOTE  0.250% 4/0 | 896945AD4 |  | 5609855 | 5836000 | PRN |  | OTR | 1 | 0 | 5836000 | 0 |
| TRIUMPH GROUP INC NEW | COM | 896818101 |  | 489121 | 18995 | SH |  | SOLE |  | 18995 | 0 | 0 |
| UPSTART HLDGS INC | NOTE  0.250% 8/1 | 91680MAB3 |  | 21478092 | 22688000 | PRN |  | SOLE |  | 22688000 | 0 | 0 |
| UPSTART HLDGS INC | NOTE  0.250% 8/1 | 91680MAB3 |  | 6888932 | 7277000 | PRN |  | OTR | 1 | 0 | 7277000 | 0 |
| VARONIS SYS INC | NOTE  1.250% 8/1 | 922280AB8 |  | 41899393 | 25350000 | PRN |  | SOLE |  | 25350000 | 0 | 0 |
| VARONIS SYS INC | NOTE  1.250% 8/1 | 922280AB8 |  | 18015912 | 10900000 | PRN |  | OTR | 1 | 0 | 10900000 | 0 |
| VERINT SYSTEMS INC | NOTE  0.250% 4/1 | 92343XAC4 |  | 24597333 | 25767000 | PRN |  | SOLE |  | 25767000 | 0 | 0 |
| VERINT SYSTEMS INC | NOTE  0.250% 4/1 | 92343XAC4 |  | 8723190 | 9138000 | PRN |  | OTR | 1 | 0 | 9138000 | 0 |
| WESTERN DIGITAL CORP | COM | 958102105 |  | 2226852 | 348 | SH | Call | SOLE |  | 348 | 0 | 0 |
| WESTERN DIGITAL CORP | COM | 958102105 |  | 8020443 | 125339 | SH |  | SOLE |  | 125339 | 0 | 0 |
| WESTERN DIGITAL CORP | COM | 958102105 |  | 972648 | 152 | SH | Call | OTR | 1 | 0 | 152 | 0 |
| WESTERN DIGITAL CORP | COM | 958102105 |  | 3849126 | 60152 | SH |  | OTR | 1 | 0 | 60152 | 0 |
| WOLFSPEED INC | NOTE  1.750% 5/0 | 225447AD3 |  | 8634498 | 33701000 | PRN |  | SOLE |  | 33701000 | 0 | 0 |
| WOLFSPEED INC | NOTE  1.875%12/0 | 977852AD4 |  | 1195294 | 4666000 | PRN |  | SOLE |  | 4666000 | 0 | 0 |
| WOLFSPEED INC | NOTE  0.250% 2/1 | 977852AB8 |  | 108371 | 423000 | PRN |  | SOLE |  | 423000 | 0 | 0 |
| WOLFSPEED INC | NOTE  1.750% 5/0 | 225447AD3 |  | 3023010 | 11799000 | PRN |  | OTR | 1 | 0 | 11799000 | 0 |
| WOLFSPEED INC | NOTE  1.875%12/0 | 977852AD4 |  | 441126 | 1722000 | PRN |  | OTR | 1 | 0 | 1722000 | 0 |
| WORKIVA INC | NOTE  1.250% 8/1 | 98139AAD7 |  | 10060858 | 10820000 | PRN |  | SOLE |  | 10820000 | 0 | 0 |
| WORKIVA INC | NOTE  1.250% 8/1 | 98139AAD7 |  | 3421808 | 3680000 | PRN |  | OTR | 1 | 0 | 3680000 | 0 |
| ZYNEX INC | NOTE  5.000% 5/1 | 98986MAD5 |  | 1636290 | 2556000 | PRN |  | SOLE |  | 2556000 | 0 | 0 |
| ZYNEX INC | NOTE  5.000% 5/1 | 98986MAD5 |  | 604326 | 944000 | PRN |  | OTR | 1 | 0 | 944000 | 0 |

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