The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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COLUMN 1 | COLUMN 2 | COLUMN 3 | COLUMN 4 | COLUMN 5 | COLUMN 6 | COLUMN 7 | COLUMN 8 | ||||
VALUE | SHRS OR | SH/ | PUT/ | INVESTMENT | OTHER | VOTING AUTHORITY | |||||
NAME OF ISSUER | TITLE OF CLASS | CUSIP | (x$1000) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
ACAMAR PARTNERS ACQUISI CW26 | RT | 004285110 | 274 | 418,000 | SH | SOLE | 390,595 | 27,405 | 0 | ||
ACAMAR PARTNERS ACQUISITI A | COM | 004285102 | 12,555 | 1,260,594 | SH | SOLE | 1,171,786 | 88,808 | 0 | ||
ACCELERATE DIAGNOSTICS 2.5 03/15/2023 | SDBCV | 00430HAB8 | 11,698 | 14,500,000 | PRN | SOLE | 13,531,000 | 969,000 | 0 | ||
ACT 2 GLOBAL ACQUISITI CW24 | RT | G0080J120 | 1,206 | 1,276,098 | SH | SOLE | 1,195,137 | 80,961 | 0 | ||
ACT 2 GLOBAL ACQUISITIO A | COM | G0080J104 | 21,524 | 2,185,198 | SH | SOLE | 2,032,532 | 152,666 | 0 | ||
AERIE PHARMACEUTICALS INC | COM | 00771V108 | 2,878 | 149,768 | SH | SOLE | 137,679 | 12,089 | 0 | ||
ALTAIR ENGINEERING INC 0.25 06/01/2024 | SDBCV | 021369AA1 | 56,503 | 56,052,000 | PRN | SOLE | 52,571,000 | 3,481,000 | 0 | ||
AMCI ACQUISITION CORP CL A | COM | 00165R101 | 3,272 | 326,300 | SH | SOLE | 306,031 | 20,269 | 0 | ||
APEX TECHNOLOGY ACQUISITION | COM | 03768F201 | 25,352 | 2,487,912 | SH | SOLE | 2,269,253 | 218,659 | 0 | ||
APOLLO CMMRL REAL EST FI 4.75 08/23/2022 | SDBCV | 03762UAB1 | 143,230 | 140,504,000 | PRN | SOLE | 130,829,000 | 9,675,000 | 0 | ||
APOLLO CMMRL REAL EST FI 5.375 10/15/2023 | SDBCV | 03762UAC9 | 87,100 | 85,135,000 | PRN | SOLE | 79,639,000 | 5,496,000 | 0 | ||
APOLLO GLOBAL MANAGEMENT INC | COM | 03768E105 | 3,782 | 100,000 | SH | Put | SOLE | 0 | 0 | 0 | |
APOLLO GLOBAL MANAGEMENT INC | COM | 03768E105 | 1,077 | 28,500 | SH | SOLE | 27,189 | 1,311 | 0 | ||
ARBOR REALTY TRUST INC 5.25 07/01/2021 | SDBCV | 038923AH1 | 52,073 | 48,679,000 | PRN | SOLE | 45,883,000 | 2,796,000 | 0 | ||
BAOZUN INC SPN ADR | ADR | 06684L103 | 5,756 | 134,789 | SH | SOLE | 129,689 | 5,100 | 0 | ||
BLACKSTONE GROUP INC THE A | COM | 09260D107 | 10,150 | 207,800 | SH | Put | SOLE | 0 | 0 | 0 | |
BLACKSTONE GROUP INC THE A | COM | 09260D107 | 2,080 | 42,599 | SH | SOLE | 40,356 | 2,243 | 0 | ||
BLACKSTONE MORTGAGE TR 4.375 05/05/2022 | SDBCV | 09257WAB6 | 16,790 | 16,009,000 | PRN | SOLE | 15,102,000 | 907,000 | 0 | ||
BLACKSTONE MORTGAGE TR 4.75 03/15/2023 | SDBCV | 09257WAC4 | 15,321 | 14,600,000 | PRN | SOLE | 13,721,000 | 879,000 | 0 | ||
BRAEMAR HOTELS and RESORTS | CVPFD | 10482B200 | 5,772 | 276,663 | SH | SOLE | 255,846 | 20,817 | 0 | ||
CAESARS ENTERTAIN CORP 5 10/01/2024 | SDBCV | 127686AA1 | 46,593 | 27,389,000 | PRN | SOLE | 25,178,643 | 2,210,357 | 0 | ||
CANOPY GROWTH CORP | COM | 138035100 | 8,372 | 365,100 | SH | Put | SOLE | 0 | 0 | 0 | |
CHASERG TECHNOLOGY ACQ CW23 | RT | 16166A111 | 1,139 | 1,123,347 | SH | SOLE | 1,053,275 | 70,072 | 0 | ||
CHASERG TECHNOLOGY ACQUISI A | COM | 16166A103 | 10,040 | 1,002,986 | SH | SOLE | 940,060 | 62,926 | 0 | ||
CHEGG INC 0.25 05/15/2023 | SDBCV | 163092AB5 | 116,114 | 90,403,000 | PRN | SOLE | 82,133,000 | 8,270,000 | 0 | ||
CHURCHILL CAPITAL CORP II A | COM | 17143G106 | 36,772 | 3,669,826 | SH | SOLE | 3,438,501 | 231,325 | 0 | ||
CHURCHILL CAPITAL CORP CW24 | RT | 17143G114 | 1,889 | 1,218,573 | SH | SOLE | 1,142,747 | 75,826 | 0 | ||
COLLIER CREEK HOLDINGS A | COM | G22707106 | 3,057 | 300,000 | SH | SOLE | 280,624 | 19,376 | 0 | ||
COLLIER CREEK HOLDINGS CW23 | RT | G22707114 | 133 | 99,999 | SH | SOLE | 93,541 | 6,458 | 0 | ||
COLONY CAPITAL INC 3.875 01/15/2021 | SDBCV | 19624RAB2 | 82,588 | 83,370,000 | PRN | SOLE | 76,321,000 | 7,049,000 | 0 | ||
COLONY CAPITAL INC 5 04/15/2023 | SDBCV | 19624RAA4 | 23,787 | 24,277,000 | PRN | SOLE | 22,252,000 | 2,025,000 | 0 | ||
CREE INC 0.875 09/01/2023 | SDBCV | 225447AB7 | 209,466 | 191,774,000 | PRN | SOLE | 176,956,000 | 14,818,000 | 0 | ||
CRESCENT ACQUISITION CO CW24 | RT | 22564L113 | 175 | 249,999 | SH | SOLE | 231,880 | 18,119 | 0 | ||
CRESCENT ACQUISITION CORP A | COM | 22564L105 | 4,938 | 500,000 | SH | SOLE | 463,760 | 36,240 | 0 | ||
CTRIP COM INTL LTD 1 07/01/2020 | SDBCV | 22943FAF7 | 64,658 | 66,037,000 | PRN | SOLE | 60,625,000 | 5,412,000 | 0 | ||
CTRIP COM INTL LTD 1.99 07/01/2025 | SDBCV | 22943FAH3 | 18,919 | 18,719,000 | PRN | SOLE | 17,323,000 | 1,396,000 | 0 | ||
DEXCOM INC 0.75 05/15/2022 | SDBCV | 252131AF4 | 10,037 | 6,313,000 | PRN | SOLE | 5,794,000 | 519,000 | 0 | ||
DFB HEALTHCARE ACQUISIT WA | RT | 23291E117 | 526 | 420,999 | SH | SOLE | 391,959 | 29,040 | 0 | ||
DFB HEALTHCARE ACQUISITIONS | COM | 23291E109 | 10,259 | 1,005,792 | SH | SOLE | 948,834 | 56,958 | 0 | ||
DHT HOLDINGS INC 4.5 08/15/2021 | SDBCV | 23335SAD8 | 10,360 | 9,000,000 | PRN | SOLE | 8,450,000 | 550,000 | 0 | ||
DIAMOND EAGLE ACQUI CW26 | RT | 25258L117 | 212 | 233,333 | SH | SOLE | 216,500 | 16,833 | 0 | ||
DIAMOND EAGLE ACQUISIT CL A | COM | 25258L109 | 6,919 | 700,000 | SH | SOLE | 649,500 | 50,500 | 0 | ||
DIAMONDPEAK HOLDINGS CO CW24 | RT | 25280H118 | 453 | 533,333 | SH | SOLE | 499,962 | 33,371 | 0 | ||
DIAMONDPEAK HOLDINGS CORP A | COM | 25280H100 | 12,100 | 1,225,300 | SH | SOLE | 1,148,348 | 76,952 | 0 | ||
ENCORE CAP EUR FINANCE 4.5 09/01/2023 | SDBCV | 29260UAA5 | 31,106 | 30,206,000 | PRN | SOLE | 28,407,000 | 1,799,000 | 0 | ||
ENVESTNET INC 1.75 06/01/2023 | SDBCV | 29404KAB2 | 46,956 | 43,383,000 | PRN | SOLE | 40,678,000 | 2,705,000 | 0 | ||
ETSY INC 0 03/01/2023 | SDBCV | 29786AAC0 | 30,962 | 18,386,000 | PRN | SOLE | 13,180,000 | 5,206,000 | 0 | ||
EVOLENT HEALTH INC 2 12/01/2021 | SDBCV | 30050BAB7 | 438 | 500,000 | PRN | SOLE | 472,000 | 28,000 | 0 | ||
EXACT SCIENCES CORP 0.375 03/15/2027 | SDBCV | 30063PAB1 | 117,452 | 108,528,000 | PRN | SOLE | 100,697,000 | 7,831,000 | 0 | ||
EXACT SCIENCES CORP 1 01/15/2025 | SDBCV | 30063PAA3 | 177,621 | 125,763,000 | PRN | SOLE | 116,329,000 | 9,434,000 | 0 | ||
EZCORP INC 2.375 05/01/2025 | SDBCV | 302301AE6 | 32,738 | 40,950,000 | PRN | SOLE | 38,626,000 | 2,324,000 | 0 | ||
EZCORP INC 2.875 07/01/2024 | SDBCV | 302301AF3 | 14,409 | 15,255,000 | PRN | SOLE | 13,614,000 | 1,641,000 | 0 | ||
FAR POINT ACQUISITION CW25 | RT | 30734W117 | 117 | 100,000 | SH | SOLE | 93,545 | 6,455 | 0 | ||
FELLAZO INC | COM | G3362K104 | 171 | 17,102 | SH | SOLE | 16,027 | 1,075 | 0 | ||
FINTECH ACQUISITION CORP A | COM | 31811A101 | 9,645 | 957,841 | SH | SOLE | 897,700 | 60,141 | 0 | ||
FINTECH ACQUISITION CORP 24 | RT | 31811A119 | 901 | 732,170 | SH | SOLE | 686,659 | 45,511 | 0 | ||
FIREEYE INC 0.875 06/01/2024 | SDBCV | 31816QAF8 | 82,098 | 87,185,000 | PRN | SOLE | 81,899,000 | 5,286,000 | 0 | ||
FIRST MAJESTIC SILVER 1.875 03/01/2023 | SDBCV | 32076VAB9 | 32,205 | 27,425,000 | PRN | SOLE | 25,762,000 | 1,663,000 | 0 | ||
FIVE9 INC 0.125 05/01/2023 | SDBCV | 338307AB7 | 66,412 | 45,967,000 | PRN | SOLE | 41,465,000 | 4,502,000 | 0 | ||
FLEXION THERAPEUTICS INC 3.375 05/01/2024 | SDBCV | 33938JAB2 | 13,603 | 15,063,000 | PRN | SOLE | 14,127,000 | 936,000 | 0 | ||
GDS HOLDINGS LIMITED 2 06/01/2025 | SDBCV | 36165LAB4 | 65,156 | 62,750,000 | PRN | SOLE | 57,192,000 | 5,558,000 | 0 | ||
GENERAL ELECTRIC CO | COM | 369604103 | 2,695 | 301,395 | SH | SOLE | 280,146 | 21,249 | 0 | ||
GIGCAPITAL2 INC | COM | 375036100 | 6,882 | 700,100 | SH | SOLE | 650,557 | 49,543 | 0 | ||
GIGCAPITAL2 INC RIGHTS | RT | 375036126 | 860 | 3,129,784 | SH | SOLE | 2,876,238 | 253,546 | 0 | ||
GIGCAPITAL2 INC CW24 | RT | 375036118 | 272 | 968,800 | SH | SOLE | 890,404 | 78,396 | 0 | ||
GOL LINHAS AEREAS INTEL ADR | ADR | 38045R206 | 2,234 | 144,408 | SH | SOLE | 140,595 | 3,813 | 0 | ||
GOLAR LNG LTD 2.75 02/15/2022 | SDBCV | 38046YAB7 | 47,361 | 54,242,000 | PRN | SOLE | 50,837,000 | 3,405,000 | 0 | ||
GORDON POINTE ACQUISI WAR | RT | 382788115 | 322 | 1,053,096 | SH | SOLE | 985,543 | 67,553 | 0 | ||
GORES HOLDINGS III INC A | COM | 38286G109 | 18,281 | 1,808,200 | SH | SOLE | 1,694,756 | 113,444 | 0 | ||
GORES HOLDINGS III INC CW23 | RT | 38286G117 | 523 | 416,666 | SH | SOLE | 390,297 | 26,369 | 0 | ||
GORES METROPOULOS INC C CW24 | RT | 382872117 | 365 | 293,774 | SH | SOLE | 274,252 | 19,522 | 0 | ||
GORES METROPOULOS INC CL A | COM | 382872109 | 10,167 | 1,008,137 | SH | SOLE | 944,907 | 63,230 | 0 | ||
GRANITE POINT MTGE TRST 6.375 10/01/2023 | SDBCV | 38741LAC1 | 22,761 | 22,000,000 | PRN | SOLE | 20,644,000 | 1,356,000 | 0 | ||
GS ACQUISITION HOLDINGS A | COM | 36255F102 | 12,003 | 1,176,798 | SH | SOLE | 1,101,875 | 74,923 | 0 | ||
GS ACQUISITION HOLDINGS CW23 | RT | 36255F110 | 568 | 399,999 | SH | SOLE | 375,364 | 24,635 | 0 | ||
GX ACQUISITION CORP CL A | COM | 36251A107 | 25,010 | 2,513,500 | SH | SOLE | 2,353,166 | 160,334 | 0 | ||
GX ACQUISITION CORP CW26 | RT | 36251A115 | 735 | 1,256,149 | SH | SOLE | 1,176,033 | 80,116 | 0 | ||
HANNON ARMSTRONG SUSTAIN 4.125 09/01/2022 | SDBCV | 41068XAB6 | 12,376 | 11,042,000 | PRN | SOLE | 10,410,000 | 632,000 | 0 | ||
HAYMAKER ACQ CORP II CL A | COM | 42087L101 | 28,657 | 2,894,640 | SH | SOLE | 2,713,363 | 181,277 | 0 | ||
HAYMAKER ACQUISITION CO CW26 | RT | 42087L119 | 1,599 | 1,207,340 | SH | SOLE | 1,105,764 | 101,576 | 0 | ||
HAYMAKER ACQUISITION CORP II | COM | 42087L200 | 1,034 | 100,000 | SH | SOLE | 91,921 | 8,079 | 0 | ||
HELIX ENERGY SOLUTIONS 4.125 09/15/2023 | SDBCV | 42330PAJ6 | 33,384 | 28,576,000 | PRN | SOLE | 25,179,000 | 3,397,000 | 0 | ||
HELIX ENERGY SOLUTIONS 4.25 05/01/2022 | SDBCV | 42330PAH0 | 27,079 | 26,892,000 | PRN | SOLE | 25,285,000 | 1,607,000 | 0 | ||
HENNESSY CAPITAL ACQUIS CW25 | RT | 42589C112 | 468 | 600,000 | SH | SOLE | 560,669 | 39,331 | 0 | ||
HENNESSY CAPITAL ACQUISITI A | COM | 42589C104 | 2,519 | 250,000 | SH | SOLE | 234,261 | 15,739 | 0 | ||
HERBALIFE LTD 2.625 03/15/2024 | SDBCV | 42703MAD5 | 62,051 | 66,358,000 | PRN | SOLE | 60,889,000 | 5,469,000 | 0 | ||
HUAZHU GROUP LTD 0.375 11/01/2022 | SDBCV | 16949NAC3 | 180,613 | 173,589,000 | PRN | SOLE | 159,210,000 | 14,379,000 | 0 | ||
INNOVIVA INC 2.125 01/15/2023 | SDBCV | 88338TAB0 | 57,920 | 61,522,000 | PRN | SOLE | 56,642,000 | 4,880,000 | 0 | ||
INNOVIVA INC 2.5 08/15/2025 | SDBCV | 45781MAB7 | 73,978 | 76,862,000 | PRN | SOLE | 71,171,000 | 5,691,000 | 0 | ||
INSULET CORPORATION 1.375 11/15/2024 | SDBCV | 45784PAH4 | 115,106 | 62,508,000 | PRN | SOLE | 57,446,000 | 5,062,000 | 0 | ||
INSURANCE ACQUISITION CORP A | COM | 457867109 | 12,456 | 1,264,500 | SH | SOLE | 1,178,041 | 86,459 | 0 | ||
INSURANCE ACQUISITION CW24 | RT | 457867117 | 518 | 632,999 | SH | SOLE | 590,019 | 42,980 | 0 | ||
INTELSAT SA 4.5 06/15/2025 | SDBCV | 45790VAB6 | 3,706 | 2,500,000 | PRN | SOLE | 2,329,000 | 171,000 | 0 | ||
INTERCEPT PHARMAS 2 05/15/2026 | SDBCV | 45845PAB4 | 25,841 | 28,527,000 | PRN | SOLE | 26,524,000 | 2,003,000 | 0 | ||
INTREXON CORP | COM | 46122T102 | 516 | 90,164 | SH | SOLE | 75,690 | 14,474 | 0 | ||
INTREXON CORP 3.5 07/01/2023 | SDBCV | 46122TAA0 | 1,881 | 3,000,000 | PRN | SOLE | 2,897,000 | 103,000 | 0 | ||
IRONWOOD PHARMACEUTICALS 2.25 06/15/2022 | SDBCV | 46333XAD0 | 6,290 | 6,269,000 | PRN | SOLE | 5,897,000 | 372,000 | 0 | ||
ISHARES CHINA LARGE CAP ETF | COM | 464287184 | 3,980 | 100,000 | SH | Put | SOLE | 0 | 0 | 0 | |
KKR REAL ESTATE FIN 6.125 05/15/2023 | SDBCV | 48251KAB6 | 63,886 | 61,350,000 | PRN | SOLE | 56,963,000 | 4,387,000 | 0 | ||
LANDCADIA HOLDINGS II INC A | COM | 51476X105 | 1,959 | 200,000 | SH | SOLE | 182,900 | 17,100 | 0 | ||
LEGACY ACQUISITION CORP | COM | 524643202 | 10,451 | 995,266 | SH | SOLE | 911,768 | 83,498 | 0 | ||
LEGACY ACQUISITION CORP CW22 | RT | 524643111 | 214 | 629,337 | SH | SOLE | 578,196 | 51,141 | 0 | ||
LUMENTUM HOLDINGS INC 0.25 03/15/2024 | SDBCV | 55024UAB5 | 17,822 | 15,331,000 | PRN | SOLE | 14,376,000 | 955,000 | 0 | ||
MARRIOTT VACATION WORLDW 1.5 09/15/2022 | SDBCV | 57164YAB3 | 9,969 | 9,912,000 | PRN | SOLE | 9,109,000 | 803,000 | 0 | ||
MERCADOLIBRE INC 2 08/15/2028 | SDBCV | 58733RAD4 | 396,341 | 268,284,000 | PRN | SOLE | 248,452,000 | 19,832,000 | 0 | ||
MESA LABORATORIES INC 1.375 08/15/2025 | SDBCV | 59064RAA7 | 30,749 | 28,605,000 | PRN | SOLE | 26,841,000 | 1,764,000 | 0 | ||
MFA FINANCIAL INC 6.25 06/15/2024 | SDBCV | 55272XAA0 | 56,355 | 54,600,000 | PRN | SOLE | 51,195,000 | 3,405,000 | 0 | ||
MICROCHIP TECHNOLOGY INC 1.625 02/15/2025 | SDBCV | 595017AD6 | 522,433 | 274,597,000 | PRN | SOLE | 254,977,000 | 19,620,000 | 0 | ||
MICROCHIP TECHNOLOGY INC 1.625 02/15/2027 | SDBCV | 595017AF1 | 411,918 | 319,426,000 | PRN | SOLE | 304,991,000 | 14,435,000 | 0 | ||
MICROCHIP TECHNOLOGY INC 2.25 02/15/2037 | SDBCV | 595017AH7 | 715 | 554,000 | PRN | SOLE | 100,000 | 454,000 | 0 | ||
MOMO INC 1.25 07/01/2025 | SDBCV | 60879BAB3 | 70,454 | 78,118,000 | PRN | SOLE | 73,671,000 | 4,447,000 | 0 | ||
MONGODB INC 0.75 06/15/2024 | SDBCV | 60937PAB2 | 303,495 | 161,264,000 | PRN | SOLE | 148,603,000 | 12,661,000 | 0 | ||
MOSAIC ACQUISITION CORP CW22 | RT | 61946M118 | 129 | 114,166 | SH | SOLE | 104,629 | 9,537 | 0 | ||
MUDRICK CAPITAL ACQUISI | RT | 624745113 | 386 | 631,400 | SH | SOLE | 579,419 | 51,981 | 0 | ||
NEBULA ACQUISITION CORP CL A | COM | 629076100 | 7,987 | 783,100 | SH | SOLE | 733,653 | 49,447 | 0 | ||
NEBULA ACQUISITION CORP CW23 | RT | 629076118 | 191 | 261,000 | SH | SOLE | 244,551 | 16,449 | 0 | ||
NESCO HOLDINGS CW25 | RT | 64083J112 | 434 | 520,000 | SH | SOLE | 476,220 | 43,780 | 0 | ||
NETFIN AQUISITION CORP CW24 | RT | G6455A115 | 472 | 1,600,000 | SH | SOLE | 1,494,607 | 105,393 | 0 | ||
NETFIN AQUISITION CORP CL A | COM | G6455A107 | 15,047 | 1,535,400 | SH | SOLE | 1,429,707 | 105,693 | 0 | ||
NEUROCRINE BIOSCIENCES 2.25 05/15/2024 | SDBCV | 64125CAD1 | 62,697 | 45,678,000 | PRN | SOLE | 41,994,000 | 3,684,000 | 0 | ||
NEW FRONTIER CORP CW23 | RT | G6485P124 | 174 | 169,119 | SH | SOLE | 158,686 | 10,433 | 0 | ||
NEW MOUNTAIN FINANCE COR 5.75 08/15/2023 | SDBCV | 647551AC4 | 42,155 | 40,200,000 | PRN | SOLE | 37,536,000 | 2,664,000 | 0 | ||
NEW PROVIDENCE ACQUISITION C | COM | 64822P205 | 7,553 | 750,000 | SH | SOLE | 687,682 | 62,318 | 0 | ||
NIO INC ADR | ADR | 62914V106 | 2,500 | 1,602,800 | SH | SOLE | 1,511,107 | 91,693 | 0 | ||
NRC GROUP HOLDINGS CORP CW23 | RT | 629375114 | 2,857 | 1,226,531 | SH | SOLE | 1,152,999 | 73,532 | 0 | ||
OAKTREE ACQUISITION CORP | COM | G67145121 | 762 | 75,000 | SH | SOLE | 69,730 | 5,270 | 0 | ||
OFFICE DEPOT INC | COM | 676220106 | 96 | 55,000 | SH | SOLE | 52,513 | 2,487 | 0 | ||
OKTA INC | COM | 679295105 | 15,360 | 156,000 | SH | SOLE | 145,361 | 10,639 | 0 | ||
ON SEMICONDUCTOR CORP 1.625 10/15/2023 | SDBCV | 682189AP0 | 48,884 | 40,567,000 | PRN | SOLE | 38,159,000 | 2,408,000 | 0 | ||
OPKO HEALTH INC 4.5 02/15/2025 | SDBCV | 68375NAD5 | 28,954 | 35,150,000 | PRN | SOLE | 32,844,000 | 2,306,000 | 0 | ||
ORISUN ACQUISITION CORP | COM | 68632T208 | 2,150 | 215,000 | SH | SOLE | 200,270 | 14,730 | 0 | ||
PDL BIOPHARMA INC 2.75 12/01/2021 | SDBCV | 69329YAG9 | 15,504 | 16,117,000 | PRN | SOLE | 14,214,000 | 1,903,000 | 0 | ||
PENSARE ACQUISITION CORP CW | RT | 70957E113 | 148 | 630,011 | SH | SOLE | 578,823 | 51,188 | 0 | ||
PENSARE ACQUISITION CORP RTS | RT | 70957E121 | 403 | 1,353,928 | SH | SOLE | 1,244,292 | 109,636 | 0 | ||
PERFICIENT INC 2.375 09/15/2023 | SDBCV | 71375UAB7 | 26,323 | 22,008,000 | PRN | SOLE | 20,470,000 | 1,538,000 | 0 | ||
PIVOTAL ACQUISITION CO CW24 | RT | 72583A119 | 1,436 | 1,096,215 | SH | SOLE | 1,027,719 | 68,496 | 0 | ||
PIVOTAL ACQUISITION CORP A | COM | 72583A101 | 8,487 | 833,750 | SH | SOLE | 775,519 | 58,231 | 0 | ||
PIVOTAL INVESTMENT CORP II A | COM | 72582K100 | 14,848 | 1,510,499 | SH | SOLE | 1,415,004 | 95,495 | 0 | ||
PIVOTAL INVESTMENT II CW25 | RT | 72582K118 | 525 | 503,466 | SH | SOLE | 471,668 | 31,798 | 0 | ||
PLUG POWER INC 5.5 03/15/2023 | SDBCV | 72919PAB9 | 37,350 | 30,000,000 | PRN | SOLE | 28,042,000 | 1,958,000 | 0 | ||
PROFICIENT ALPHA ACQ RGT | RT | 74317H121 | 119 | 700,000 | SH | SOLE | 649,500 | 50,500 | 0 | ||
PROFICIENT ALPHA ACQUI CW | RT | 74317H113 | 56 | 700,000 | SH | SOLE | 649,500 | 50,500 | 0 | ||
PROFICIENT ALPHA ACQUISITION | COM | 74317H105 | 7,170 | 720,600 | SH | SOLE | 670,100 | 50,500 | 0 | ||
PROSPECT CAPITAL CORP 4.95 07/15/2022 | SDBCV | 74348TAR3 | 3,818 | 3,709,000 | PRN | SOLE | 3,499,000 | 210,000 | 0 | ||
PROSPECT CAPITAL CORP 6.375 03/01/2025 | SDBCV | 74348TAT9 | 35,700 | 33,750,000 | PRN | SOLE | 31,638,000 | 2,112,000 | 0 | ||
Q2 HOLDINGS INC 0.75 02/15/2023 | SDBCV | 74736LAB5 | 38,593 | 26,208,000 | PRN | SOLE | 24,580,000 | 1,628,000 | 0 | ||
RANPAK HOLDINGS CORP CW | RT | 75321W111 | 729 | 1,061,484 | SH | SOLE | 994,815 | 66,669 | 0 | ||
RAPID7 INC 1.25 08/01/2023 | SDBCV | 753422AB0 | 91,257 | 70,210,000 | PRN | SOLE | 64,226,000 | 5,984,000 | 0 | ||
REDFIN CORP 1.75 07/15/2023 | SDBCV | 75737FAA6 | 12,507 | 13,605,000 | PRN | SOLE | 12,768,000 | 837,000 | 0 | ||
REDWOOD TRUST INC 4.75 08/15/2023 | SDBCV | 758075AC9 | 34,659 | 34,658,000 | PRN | SOLE | 32,678,000 | 1,980,000 | 0 | ||
REDWOOD TRUST INC 5.625 07/15/2024 | SDBCV | 758075AD7 | 4,666 | 4,605,000 | PRN | SOLE | 4,330,000 | 275,000 | 0 | ||
REPLAY ACQUISITION CORP | COM | G75130107 | 22,924 | 2,309,758 | SH | SOLE | 2,152,457 | 157,301 | 0 | ||
REPLAY ACQUISITION CW20 | RT | G75130115 | 958 | 1,276,896 | SH | SOLE | 1,199,564 | 77,332 | 0 | ||
REPLIGEN CORP 0.375 07/15/2024 | SDBCV | 759916AB5 | 5,574 | 5,623,000 | PRN | SOLE | 5,286,000 | 337,000 | 0 | ||
RINGCENTRAL INC 0 03/15/2023 | SDBCV | 76680RAD9 | 128,436 | 79,350,000 | PRN | SOLE | 71,023,000 | 8,327,000 | 0 | ||
RMG ACQUISITION CORP CL A | COM | 749641106 | 15,195 | 1,529,500 | SH | SOLE | 1,429,218 | 100,282 | 0 | ||
RMG ACQUISITION CORP CW24 | RT | 749641114 | 360 | 499,999 | SH | SOLE | 471,600 | 28,399 | 0 | ||
SAREPTA THERAPEUTICS INC 1.5 11/15/2024 | SDBCV | 803607AB6 | 117,060 | 88,515,000 | PRN | SOLE | 81,878,000 | 6,637,000 | 0 | ||
SC HEALTH CORP A | COM | G78516203 | 6,977 | 703,999 | SH | SOLE | 650,816 | 53,183 | 0 | ||
SC HEALTH CORP CW24 | RT | G78516401 | 408 | 349,999 | SH | SOLE | 325,408 | 24,591 | 0 | ||
SEA LTD 2.25 07/01/2023 | SDBCV | 81141RAB6 | 355,350 | 204,063,000 | PRN | SOLE | 186,018,000 | 18,045,000 | 0 | ||
SEACOR HOLDINGS INC 3.25 05/15/2030 | SDBCV | 811904AN1 | 22,930 | 24,413,000 | PRN | SOLE | 22,741,000 | 1,672,000 | 0 | ||
SENTINEL ENERGY SERVICE CL A | COM | 81728P105 | 7,604 | 740,400 | SH | SOLE | 695,609 | 44,791 | 0 | ||
SENTINEL ENERGY SERVICE CW22 | RT | 81728P113 | 76 | 217,500 | SH | SOLE | 210,136 | 7,364 | 0 | ||
SHIP FINANCE INTL LTD 4.875 05/01/2023 | SDBCV | 824689AG8 | 45,227 | 41,540,000 | PRN | SOLE | 38,992,000 | 2,548,000 | 0 | ||
SILICON LABORATORIES INC 1.375 03/01/2022 | SDBCV | 826919AB8 | 5,717 | 4,375,000 | PRN | SOLE | 4,007,000 | 368,000 | 0 | ||
SILVER SPIKE ACQUISITION COR | COM | G8136L122 | 11,100 | 1,100,000 | SH | SOLE | 1,024,636 | 75,364 | 0 | ||
SOUTH MOUNTAIN MERGER CORP | COM | 838884203 | 177 | 16,875 | SH | SOLE | 15,852 | 1,023 | 0 | ||
SOUTH MOUNTAIN MERGER CORP A | COM | 838884104 | 3,574 | 364,710 | SH | SOLE | 334,095 | 30,615 | 0 | ||
SOUTH MOUNTAIN MERGER CW24 | RT | 838884112 | 410 | 518,410 | SH | SOLE | 486,969 | 31,441 | 0 | ||
SPARTAN ENERGY ACQUISIT CW23 | RT | 846784122 | 595 | 991,876 | SH | SOLE | 917,975 | 73,901 | 0 | ||
SPARTAN ENERGY ACQUISITION A | COM | 846784106 | 30,114 | 2,981,532 | SH | SOLE | 2,795,628 | 185,904 | 0 | ||
SPDR S and P Homebuilders ETF | COM | 78464A888 | 4,408 | 100,000 | SH | Call | SOLE | 0 | 0 | 0 | |
SPLUNK INC 0.5 09/15/2023 | SDBCV | 848637AC8 | 164,303 | 152,695,000 | PRN | SOLE | 136,829,000 | 15,866,000 | 0 | ||
SPLUNK INC 1.125 09/15/2025 | SDBCV | 848637AD6 | 199,868 | 182,626,000 | PRN | SOLE | 162,492,000 | 20,134,000 | 0 | ||
SSR MINING INC 2.875 02/01/2033 | SDBCV | 82823LAC0 | 11,150 | 11,005,000 | PRN | SOLE | 10,304,000 | 701,000 | 0 | ||
SUNPOWER CORP 4 01/15/2023 | SDBCV | 867652AL3 | 21,750 | 23,626,000 | PRN | SOLE | 22,039,000 | 1,587,000 | 0 | ||
SWITCHBACK ENERGY ACQUISITIO | COM | 87105M201 | 7,000 | 700,000 | SH | SOLE | 650,817 | 49,183 | 0 | ||
TEEKAY CORP 5 01/15/2023 | SDBCV | 87900YAE3 | 16,200 | 19,896,000 | PRN | SOLE | 18,773,000 | 1,123,000 | 0 | ||
TELADOC HEALTH INC 1.375 05/15/2025 | SDBCV | 87918AAC9 | 119,017 | 79,942,000 | PRN | SOLE | 73,604,000 | 6,338,000 | 0 | ||
TELADOC HEALTH INC 3 12/15/2022 | SDBCV | 87918AAB1 | 248,611 | 145,010,000 | PRN | SOLE | 133,795,000 | 11,215,000 | 0 | ||
THERAVANCE BIOPHARMA INC 3.25 11/01/2023 | SDBCV | 88339KAA0 | 14,009 | 15,223,000 | PRN | SOLE | 14,299,000 | 924,000 | 0 | ||
THUNDER BRIDGE ACQUISITION I | COM | G8857S124 | 26,612 | 2,614,100 | SH | SOLE | 2,455,706 | 158,394 | 0 | ||
TIBERIUS ACQUISITION CO CW21 | RT | 88633A115 | 457 | 676,200 | SH | SOLE | 634,383 | 41,817 | 0 | ||
TIBERIUS ACQUISITION CORP | COM | 88633A107 | 10,482 | 1,021,600 | SH | SOLE | 957,626 | 63,974 | 0 | ||
TKK SYMPHONY ACQUISITION RTS | RT | G88950137 | 66 | 292,811 | SH | SOLE | 275,168 | 17,643 | 0 | ||
TORTOISE ACQUISITION CORP A | COM | 89154L100 | 9,835 | 1,000,500 | SH | SOLE | 937,428 | 63,072 | 0 | ||
TORTOISE ACQUISITION CW24 | RT | 89154L118 | 300 | 500,000 | SH | SOLE | 468,714 | 31,286 | 0 | ||
TPG PACE HOLDINGS CORP CL A | COM | G89827128 | 6,098 | 593,216 | SH | SOLE | 557,559 | 35,657 | 0 | ||
TPG PACE HOLDINGS CORP CW | RT | G89827110 | 1,090 | 633,623 | SH | SOLE | 594,670 | 38,953 | 0 | ||
TRACON PHARMACEUTICALS INC | COM | 89237H100 | 1,271 | 2,842,477 | SH | SOLE | 2,842,477 | 0 | 0 | ||
TRINE ACQUISITION CORP A | COM | 89628U108 | 12,152 | 1,231,200 | SH | SOLE | 1,143,485 | 87,715 | 0 | ||
TRINE ACQUISITION CORP CW24 | RT | 89628U116 | 530 | 687,000 | SH | SOLE | 641,268 | 45,732 | 0 | ||
TRINITY BIOTECH INV LP 4 04/01/2045 | SDBCV | 89643QAB4 | 8,947 | 12,015,000 | PRN | SOLE | 11,112,000 | 903,000 | 0 | ||
TRINITY MERGER CORP CW23 | RT | 89653L114 | 1,352 | 1,072,567 | SH | SOLE | 985,399 | 87,168 | 0 | ||
TRULIA LLC 2.75 12/15/2020 | SDBCV | 897888AB9 | 2,884 | 2,053,000 | PRN | SOLE | 1,859,000 | 194,000 | 0 | ||
TUSCAN HOLDINGS CORP II | COM | 90070A103 | 10,148 | 1,034,460 | SH | SOLE | 988,096 | 46,364 | 0 | ||
TUSCAN HOLDINGS CORP II CW25 | RT | 90070A111 | 277 | 514,992 | SH | SOLE | 494,048 | 20,944 | 0 | ||
TWELVE SEAS INVESTMENT CW23 | RT | G9145A115 | 278 | 950,200 | SH | SOLE | 870,647 | 79,553 | 0 | ||
TWILIO INC 0.25 06/01/2023 | SDBCV | 90138FAB8 | 198,047 | 118,394,000 | PRN | SOLE | 101,997,000 | 16,397,000 | 0 | ||
TWITTER INC 0.25 06/15/2024 | SDBCV | 90184LAF9 | 52,506 | 49,424,000 | PRN | SOLE | 45,505,000 | 3,919,000 | 0 | ||
VECTOR GROUP LTD 1.75 04/15/2020 | SDBCV | 92240MBC1 | 73,802 | 70,890,000 | PRN | SOLE | 68,250,000 | 2,640,000 | 0 | ||
VEONEER INC 4 06/01/2024 | SDBCV | 92336XAA7 | 10,939 | 11,100,000 | PRN | SOLE | 10,319,000 | 781,000 | 0 | ||
VIAVI SOLUTIONS INC 1 03/01/2024 | SDBCV | 925550AB1 | 13,515 | 11,000,000 | PRN | SOLE | 10,085,000 | 915,000 | 0 | ||
VOCERA COMMUNICATIONS 1.5 05/15/2023 | SDBCV | 92857FAB3 | 53,044 | 50,550,000 | PRN | SOLE | 47,727,000 | 2,823,000 | 0 | ||
WAYFAIR INC 0.375 09/01/2022 | SDBCV | 94419LAB7 | 73,387 | 59,292,000 | PRN | SOLE | 54,201,000 | 5,091,000 | 0 | ||
WHITING PETROLEUM CORP | COM | 966387409 | 779 | 97,086 | SH | SOLE | 90,428 | 6,658 | 0 | ||
WRIGHT MEDICAL GROUP NV 2.25 11/15/2021 | SDBCV | 98236JAB4 | 57,267 | 48,880,000 | PRN | SOLE | 45,866,000 | 3,014,000 | 0 | ||
ZENDESK INC 0.25 03/15/2023 | SDBCV | 98936JAB7 | 21,522 | 16,256,000 | PRN | SOLE | 12,903,000 | 3,353,000 | 0 |