The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
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 197 418,000 SH   SOLE   390,595 27,405 0
ACAMAR PARTNERS ACQUISITI A COM 004285102 11,572 1,154,894 SH   SOLE   1,042,949 111,945 0
ACCEL ENTERTAINMENT INC CW RT 00436Q114 1,952 675,302 SH   SOLE   617,112 58,190 0
ACCELERATE DIAGNOSTICS 2.5 03/15/2023 SDBCV 00430HAB8 11,325 14,500,000 PRN   SOLE   13,531,000 969,000 0
ACT II GLOBAL ACQUISITI CW24 RT G0080J120 1,276 1,276,098 SH   SOLE   1,195,137 80,961 0
ACT II GLOBAL ACQUISITIO A COM G0080J104 24,621 2,435,298 SH   SOLE   2,164,459 270,839 0
ADAPTHEALTH CORP COM 00653Q102 545 49,620 SH   SOLE   46,793 2,827 0
ALLEGRO MERGER CORP CW25 RT 01749N111 201 1,000,000 SH   SOLE   902,562 97,438 0
ALLEGRO MERGER CORP RTS RT 01749N129 236 758,840 SH   SOLE   684,820 74,020 0
ALTAIR ENGINEERING INC 0.25 06/01/2024 SDBCV 021369AA1 56,025 54,552,000 PRN   SOLE   48,905,000 5,647,000 0
ALUSSA ENERGY ACQUISITION CO COM G0232J127 6,301 625,000 SH   SOLE   561,076 63,924 0
AMCI ACQUISITION CORP CL A COM 00165R101 3,304 326,300 SH   SOLE   306,031 20,269 0
AMPLITUDE HEALTHCARE ACQUISI COM 03212A204 1,323 131,375 SH   SOLE   117,938 13,437 0
APEX TECHNOLOGY ACQUI C CW24 RT 03768F110 1,444 1,254,531 SH   SOLE   1,134,626 119,905 0
APEX TECHNOLOGY ACQUI CL A COM 03768F102 25,663 2,588,432 SH   SOLE   2,307,525 280,907 0
APOLLO CMMRL REAL EST FI 4.75 08/23/2022 SDBCV 03762UAB1 145,242 144,154,000 PRN   SOLE   131,055,000 13,099,000 0
APOLLO CMMRL REAL EST FI 5.375 10/15/2023 SDBCV 03762UAC9 87,618 86,135,000 PRN   SOLE   79,639,000 6,496,000 0
APOLLO GLOBAL MANAGEMENT INC COM 03768E105 4,772 100,000 SH Put SOLE   0 0 0
APOLLO GLOBAL MANAGEMENT INC COM 03768E105 1,154 24,200 SH   SOLE   23,087 1,113 0
ARAMARK COM 03852U106 26,040 600,000 SH   SOLE   600,000 0 0
AT&T INC COM 00206R102 28,333 725,000 SH   SOLE   725,000 0 0
BAOZUN INC SPN ADR ADR 06684L103 6,602 199,344 SH   SOLE   190,726 8,618 0
BIG ROCK PARTNERS ACQUIS RTS RT 089482129 41 147,438 SH   SOLE   132,393 15,045 0
BLACKSTONE GROUP INC THE A COM 09260D107 11,624 207,800 SH Put SOLE   0 0 0
BLACKSTONE GROUP INC THE A COM 09260D107 2,048 36,599 SH   SOLE   34,511 2,088 0
BLACKSTONE MORTGAGE TR 4.375 05/05/2022 SDBCV 09257WAB6 10,900 10,236,000 PRN   SOLE   9,644,000 592,000 0
BLACKSTONE MORTGAGE TR 4.75 03/15/2023 SDBCV 09257WAC4 13,730 12,850,000 PRN   SOLE   12,176,000 674,000 0
BRAEMAR HOTELS & RESORTS CVPFD 10482B200 5,256 276,663 SH   SOLE   255,846 20,817 0
BROADMARK REALTY CAPIT CW24 RT 11135B118 531 1,361,416 SH   SOLE   1,229,319 132,097 0
BROOGE HOLDINGS LTD RT G1611B115 894 1,259,214 SH   SOLE   1,128,887 130,327 0
BROOGE HOLDINGS LTD COM G1611B107 127 14,499 SH   SOLE   11,300 3,199 0
CANOPY GROWTH CORP COM 138035100 7,700 365,100 SH Put SOLE   0 0 0
CF FINANCE ACQUISITION CW25 RT 12528N115 292 337,523 SH   SOLE   302,591 34,932 0
CF FINANCE ACQUISITION CL A COM 12528N107 3,248 316,700 SH   SOLE   283,798 32,902 0
CHASERG TECHNOLOGY ACQ CW23 RT 16166A111 2,134 1,123,347 SH   SOLE   1,053,275 70,072 0
CHASERG TECHNOLOGY ACQUISI A COM 16166A103 22,227 2,056,176 SH   SOLE   1,843,046 213,130 0
CHEGG INC 0.25 05/15/2023 SDBCV 163092AB5 164,290 108,240,000 PRN   SOLE   92,593,000 15,647,000 0
CHP MERGER CORP COM 12558Y205 20,979 2,062,900 SH   SOLE   1,842,481 220,419 0
CHURCHILL CAPITAL CORP II A COM 17143G106 39,329 3,808,569 SH   SOLE   3,438,651 369,918 0
CHURCHILL CAPITAL CORP CW24 RT 17143G114 1,837 1,284,623 SH   SOLE   1,149,515 135,108 0
COLLIER CREEK HOLDINGS A COM G22707106 3,078 300,000 SH   SOLE   280,624 19,376 0
COLLIER CREEK HOLDINGS CW23 RT G22707114 130 99,999 SH   SOLE   93,541 6,458 0
COLONY CAPITAL INC 3.875 01/15/2021 SDBCV 19624RAB2 88,443 89,449,000 PRN   SOLE   80,199,000 9,250,000 0
COLONY CAPITAL INC 5 04/15/2023 SDBCV 19624RAA4 19,027 19,101,000 PRN   SOLE   17,125,000 1,976,000 0
CREE INC 0.875 09/01/2023 SDBCV 225447AB7 144,704 136,174,000 PRN   SOLE   122,040,000 14,134,000 0
CRESCENT ACQUISITION CO CW24 RT 22564L113 170 249,999 SH   SOLE   231,880 18,119 0
CRESCENT ACQUISITION CORP A COM 22564L105 5,003 500,000 SH   SOLE   463,760 36,240 0
DEXCOM INC 0.75 05/15/2022 SDBCV 252131AF4 14,047 6,313,000 PRN   SOLE   5,794,000 519,000 0
DEXCOM INC 0.75 12/01/2023 SDBCV 252131AH0 178,465 120,416,000 PRN   SOLE   107,913,000 12,503,000 0
DIAMOND EAGLE ACQUI CW26 RT 25258L117 556 233,333 SH   SOLE   216,500 16,833 0
DIAMOND EAGLE ACQUISIT CL A COM 25258L109 8,001 747,776 SH   SOLE   669,798 77,978 0
DIAMONDPEAK HOLDINGS CO CW24 RT 25280H118 425 533,333 SH   SOLE   499,962 33,371 0
DIAMONDPEAK HOLDINGS CORP A COM 25280H100 12,193 1,225,400 SH   SOLE   1,148,348 77,052 0
DOCUSIGN INC 0.5 09/15/2023 SDBCV 256163AB2 35,903 28,809,000 PRN   SOLE   25,820,000 2,989,000 0
ENCORE CAP EUR FINANCE 4.5 09/01/2023 SDBCV 29260UAA5 32,193 30,206,000 PRN   SOLE   28,407,000 1,799,000 0
ENVESTNET INC 1.75 06/01/2023 SDBCV 29404KAB2 37,024 30,883,000 PRN   SOLE   27,687,000 3,196,000 0
ETSY INC 0 03/01/2023 SDBCV 29786AAC0 24,402 17,286,000 PRN   SOLE   10,579,000 6,707,000 0
EVOLENT HEALTH INC 1.5 10/15/2025 SDBCV 30050BAD3 28,384 41,000,000 PRN   SOLE   38,466,000 2,534,000 0
EVOLENT HEALTH INC 2 12/01/2021 SDBCV 30050BAB7 448 500,000 PRN   SOLE   472,000 28,000 0
EXACT SCIENCES CORP 0.375 03/15/2027 SDBCV 30063PAB1 161,219 142,373,000 PRN   SOLE   127,675,000 14,698,000 0
EXACT SCIENCES CORP 1 01/15/2025 SDBCV 30063PAA3 202,101 139,763,000 PRN   SOLE   125,757,000 14,006,000 0
EZCORP INC 2.375 05/01/2025 SDBCV 302301AE6 26,959 32,765,000 PRN   SOLE   30,880,000 1,885,000 0
EZCORP INC 2.875 07/01/2024 SDBCV 302301AF3 35,267 37,255,000 PRN   SOLE   33,384,000 3,871,000 0
FAR POINT ACQUISITION CW25 RT 30734W117 132 100,000 SH   SOLE   93,545 6,455 0
FELLAZO INC COM G3362K112 171 17,102 SH   SOLE   16,027 1,075 0
FELLAZO INC CW26 RT G3362K120 1 17,102 SH   SOLE   16,027 1,075 0
FELLAZO INC RIGHTS RT G3362K146 3 17,102 SH   SOLE   16,027 1,075 0
FINANCIAL SELECT SECTOR SPDR COM 81369Y605 5,385 175,000 SH Call SOLE   0 0 0
FINSERV ACQUISITION CORP COM 318085206 14,282 1,400,886 SH   SOLE   1,256,775 144,111 0
FINTECH ACQUISITION CORP A COM 31811A101 10,797 1,065,941 SH   SOLE   954,809 111,132 0
FINTECH ACQUISITION CORP 24 RT 31811A119 988 732,170 SH   SOLE   686,659 45,511 0
FIREEYE INC 0.875 06/01/2024 SDBCV 31816QAF8 95,943 95,185,000 PRN   SOLE   85,884,000 9,301,000 0
FIRST MAJESTIC SILVER 1.875 03/01/2023 SDBCV 32076VAB9 45,722 32,175,000 PRN   SOLE   28,836,000 3,339,000 0
FIVE9 INC 0.125 05/01/2023 SDBCV 338307AB7 74,246 43,967,000 PRN   SOLE   39,273,000 4,694,000 0
FLEXION THERAPEUTICS INC 3.375 05/01/2024 SDBCV 33938JAB2 16,102 15,063,000 PRN   SOLE   14,127,000 936,000 0
GALILEO ACQUISITION CORP RT G3770A110 540 1,125,775 SH   SOLE   1,009,417 116,358 0
GALILEO ACQUISITION CORP COM G3770A102 7,852 801,200 SH   SOLE   718,800 82,400 0
GDS HOLDINGS LIMITED 2 06/01/2025 SDBCV 36165LAB4 79,793 66,450,000 PRN   SOLE   59,498,000 6,952,000 0
GENERAL ELECTRIC CO COM 369604103 3,363 301,395 SH   SOLE   280,146 21,249 0
GIGCAPITAL2 INC COM 375036100 7,000 700,723 SH   SOLE   650,557 50,166 0
GIGCAPITAL2 INC RIGHTS RT 375036126 787 3,149,184 SH   SOLE   2,876,238 272,946 0
GIGCAPITAL2 INC CW24 RT 375036118 430 1,321,715 SH   SOLE   1,183,684 138,031 0
GOL LINHAS AEREAS INTEL ADR ADR 38045R206 3,001 166,108 SH   SOLE   162,052 4,056 0
GOLAR LNG LTD 2.75 02/15/2022 SDBCV 38046YAB7 55,303 61,817,000 PRN   SOLE   53,912,000 7,905,000 0
GORDON POINTE ACQUISI WAR RT 382788115 353 1,053,096 SH   SOLE   985,543 67,553 0
GORES HOLDINGS III INC A COM 38286G109 18,751 1,813,407 SH   SOLE   1,694,756 118,651 0
GORES HOLDINGS III INC CW23 RT 38286G117 941 641,666 SH   SOLE   575,098 66,568 0
GORES METROPOULOS INC C CW24 RT 382872117 507 343,774 SH   SOLE   307,233 36,541 0
GORES METROPOULOS INC CL A COM 382872109 11,890 1,170,237 SH   SOLE   1,041,705 128,532 0
GRANITE POINT MTGE TRST 6.375 10/01/2023 SDBCV 38741LAC1 23,715 22,682,000 PRN   SOLE   20,500,000 2,182,000 0
GREENVISION ACQU CORP RGT RT 39678G129 20 100,000 SH   SOLE   89,772 10,228 0
GREENVISION ACQUISITION CORP COM 39678G103 983 100,000 SH   SOLE   89,772 10,228 0
GREENVISION ACQUITION CW24 RT 39678G111 13 100,000 SH   SOLE   89,772 10,228 0
GS ACQUISITION HOLDINGS A COM 36255F102 8,568 776,798 SH   SOLE   696,322 80,476 0
GS ACQUISITION HOLDINGS CW23 RT 36255F110 929 404,999 SH   SOLE   375,364 29,635 0
GX ACQUISITION CORP CL A COM 36251A107 25,786 2,576,000 SH   SOLE   2,353,166 222,834 0
GX ACQUISITION CORP CW26 RT 36251A115 1,065 1,356,149 SH   SOLE   1,217,360 138,789 0
HANNON ARMSTRONG SUSTAIN 4.125 09/01/2022 SDBCV 41068XAB6 3,868 3,194,000 PRN   SOLE   3,009,000 185,000 0
HAYMAKER ACQ CORP II CL A COM 42087L101 31,520 3,133,254 SH   SOLE   2,917,983 215,271 0
HAYMAKER ACQUISITION CO CW26 RT 42087L119 1,979 1,370,005 SH   SOLE   1,233,311 136,694 0
HEALTHCARE MERGER CORP COM 42227L201 17,657 1,706,000 SH   SOLE   1,523,171 182,829 0
HELIX ENERGY SOLUTIONS 4.125 09/15/2023 SDBCV 42330PAJ6 43,954 33,826,000 PRN   SOLE   28,568,000 5,258,000 0
HELIX ENERGY SOLUTIONS 4.25 05/01/2022 SDBCV 42330PAH0 38,898 36,234,000 PRN   SOLE   32,485,000 3,749,000 0
HENNESSY CAPITAL ACQUIS CW25 RT 42589C112 507 600,000 SH   SOLE   560,669 39,331 0
HENNESSY CAPITAL ACQUISITI A COM 42589C104 2,540 250,000 SH   SOLE   234,261 15,739 0
HERBALIFE LTD 2.625 03/15/2024 SDBCV 42703MAD5 101,888 98,308,000 PRN   SOLE   88,148,000 10,160,000 0
HUAZHU GROUP LTD 0.375 11/01/2022 SDBCV 16949NAC3 183,244 163,426,000 PRN   SOLE   143,436,000 19,990,000 0
IMPINJ INC COM 453204109 1,257 48,600 SH   SOLE   43,546 5,054 0
INNOVIVA INC 2.125 01/15/2023 SDBCV 88338TAB0 68,478 68,022,000 PRN   SOLE   60,926,000 7,096,000 0
INNOVIVA INC 2.5 08/15/2025 SDBCV 45781MAB7 81,922 75,362,000 PRN   SOLE   68,238,000 7,124,000 0
INSULET CORPORATION 1.375 11/15/2024 SDBCV 45784PAH4 120,873 63,504,000 PRN   SOLE   57,050,000 6,454,000 0
INSURANCE ACQUISITION CORP A COM 457867109 12,665 1,264,600 SH   SOLE   1,178,041 86,559 0
INSURANCE ACQUISITION CW24 RT 457867117 706 632,999 SH   SOLE   590,019 42,980 0
INTERCEPT PHARMAS 2 05/15/2026 SDBCV 45845PAB4 40,842 30,755,000 PRN   SOLE   27,572,000 3,183,000 0
INTREXON CORP COM 46122T102 494 90,164 SH   SOLE   75,690 14,474 0
INTREXON CORP 3.5 07/01/2023 SDBCV 46122TAA0 1,827 3,000,000 PRN   SOLE   2,897,000 103,000 0
IPATH SERIES B S&P 500 VIX COM 06746P621 2,253 149,000 SH Put SOLE   0 0 0
IQIYI INC 3.75 12/01/2023 SDBCV 46267XAB4 97,443 88,000,000 PRN   SOLE   77,256,000 10,744,000 0
IRONWOOD PHARMACEUTICALS 2.25 06/15/2022 SDBCV 46333XAD0 12,015 10,269,000 PRN   SOLE   9,252,000 1,017,000 0
ISHARES IBOXX HIGH YLD CORP COM 464288513 48,367 550,000 SH   SOLE   550,000 0 0
ISHARES RUSSELL 2000 ETF COM 464287655 16,567 100,000 SH Call SOLE   0 0 0
KARYOPHARM THERAPEUTICS 3 10/15/2025 SDBCV 48576UAA4 19,960 14,000,000 PRN   SOLE   13,208,000 792,000 0
KKR REAL ESTATE FIN 6.125 05/15/2023 SDBCV 48251KAB6 68,461 65,275,000 PRN   SOLE   58,652,000 6,623,000 0
LANDCADIA HOLDINGS II INC A COM 51476X105 1,987 200,000 SH   SOLE   182,900 17,100 0
LEGACY ACQUISITION CORP CL A COM 524643103 10,222 995,366 SH   SOLE   911,768 83,598 0
LEGACY ACQUISITION CORP CW22 RT 524643111 1,083 2,124,603 SH   SOLE   1,914,295 210,308 0
LGL SYSTEMS ACQUISITION CORP COM 50201G205 8,802 863,863 SH   SOLE   774,182 89,681 0
LIV CAPITAL ACQUISITION CORP COM G5510C124 3,514 350,000 SH   SOLE   313,594 36,406 0
LUMENTUM HOLDINGS INC 0.25 03/15/2024 SDBCV 55024UAB5 84,308 57,739,000 PRN   SOLE   51,788,000 5,951,000 0
MERCADOLIBRE INC 2 08/15/2028 SDBCV 58733RAD4 395,283 264,424,000 PRN   SOLE   235,266,000 29,158,000 0
MERIDA MERGER CORP I COM 58953M106 10,460 1,075,100 SH   SOLE   965,053 110,047 0
MERIDA MERGER CORP I CW26 RT 58953M114 265 537,499 SH   SOLE   482,526 54,973 0
MESA LABORATORIES INC 1.375 08/15/2025 SDBCV 59064RAA7 44,952 41,105,000 PRN   SOLE   36,848,000 4,257,000 0
MFA FINANCIAL INC 6.25 06/15/2024 SDBCV 55272XAA0 59,339 56,692,000 PRN   SOLE   51,195,000 5,497,000 0
MICROCHIP TECHNOLOGY INC 1.625 02/15/2025 SDBCV 595017AD6 608,462 282,606,000 PRN   SOLE   253,319,000 29,287,000 0
MICROCHIP TECHNOLOGY INC 1.625 02/15/2027 SDBCV 595017AF1 482,830 338,376,000 PRN   SOLE   313,462,000 24,914,000 0
MICROCHIP TECHNOLOGY INC 2.25 02/15/2037 SDBCV 595017AH7 16,159 11,122,000 PRN   SOLE   10,112,000 1,010,000 0
MOMO INC 1.25 07/01/2025 SDBCV 60879BAB3 78,733 84,518,000 PRN   SOLE   76,269,000 8,249,000 0
MONGODB INC 0.75 06/15/2024 SDBCV 60937PAB2 311,828 153,798,000 PRN   SOLE   135,574,000 18,224,000 0
MOSAIC ACQUISITION CORP-CW22 RT 61946M118 350 367,166 SH   SOLE   329,130 38,036 0
MUDRICK CAPITAL ACQUISI RT 624745113 373 784,800 SH   SOLE   705,343 79,457 0
NEBULA ACQUISITION CORP CL A COM 629076100 8,253 783,100 SH   SOLE   733,653 49,447 0
NEBULA ACQUISITION CORP CW23 RT 629076118 344 261,000 SH   SOLE   244,551 16,449 0
NESCO HOLDINGS CW25 RT 64083J112 237 520,000 SH   SOLE   476,220 43,780 0
NETFIN ACQUISITION CORP CL A COM G6455A107 15,278 1,535,400 SH   SOLE   1,429,707 105,693 0
NETFIN AQUISITION CORP CW24 RT G6455A115 558 1,802,257 SH   SOLE   1,609,074 193,183 0
NEW FRONTIER CORP CW23 RT G6461G114 262 169,119 SH   SOLE   158,686 10,433 0
NEW MOUNTAIN FINANCE COR 5.75 08/15/2023 SDBCV 647551AC4 37,810 36,050,000 PRN   SOLE   34,008,000 2,042,000 0
NEW PROVIDENCE ACQUISITION C COM 64822P205 7,706 750,000 SH   SOLE   687,682 62,318 0
NIO INC ADR ADR 62914V106 6,444 1,602,800 SH   SOLE   1,511,107 91,693 0
NUTANIX INC 0 01/15/2023 SDBCV 67059NAB4 46,586 46,750,000 PRN   SOLE   41,907,000 4,843,000 0
OAKTREE ACQUISITION CO CW24 RT G67145113 23 24,999 SH   SOLE   23,243 1,756 0
OAKTREE ACQUISITION CORP A COM G67145105 741 74,999 SH   SOLE   69,729 5,270 0
OMEROS CORP 6.25 11/15/2023 SDBCV 682143AE2 20,757 21,300,000 PRN   SOLE   21,300,000 0 0
OPKO HEALTH INC 4.5 02/15/2025 SDBCV 68375NAD5 27,429 35,150,000 PRN   SOLE   32,844,000 2,306,000 0
ORISUN ACQUISITION COR CW24 RT 68632T117 14 215,000 SH   SOLE   200,270 14,730 0
ORISUN ACQUISITION CORP COM 68632T109 2,140 215,000 SH   SOLE   200,270 14,730 0
OSPREY TECHNOLOGY ACQUISITIO COM 68839R401 14,757 1,449,600 SH   SOLE   1,305,918 143,682 0
PENSARE ACQUISITION CORP CW RT 70957E113 285 931,411 SH   SOLE   834,807 96,604 0
PENSARE ACQUISITION CORP RTS RT 70957E121 746 2,738,229 SH   SOLE   2,452,522 285,707 0
PERFICIENT INC 2.375 09/15/2023 SDBCV 71375UAB7 39,744 29,168,000 PRN   SOLE   26,247,000 2,921,000 0
PIVOTAL INVESTMENT CORP II A COM 72582K100 15,061 1,515,137 SH   SOLE   1,418,333 96,804 0
PIVOTAL INVESTMENT II CW25 RT 72582K118 495 604,765 SH   SOLE   541,581 63,184 0
PLUG POWER INC 5.5 03/15/2023 SDBCV 72919PAB9 45,600 30,000,000 PRN   SOLE   28,042,000 1,958,000 0
PROFICIENT ALPHA ACQ RGT RT 74317H121 161 802,600 SH   SOLE   713,184 89,416 0
PROFICIENT ALPHA ACQUI CW RT 74317H113 104 700,000 SH   SOLE   649,500 50,500 0
PROFICIENT ALPHA ACQUISITION COM 74317H105 7,257 720,600 SH   SOLE   670,100 50,500 0
PROPTECH ACQUISITION CORPORA COM 74349F200 11,353 1,100,100 SH   SOLE   987,495 112,605 0
PROSPECT CAPITAL CORP 6.375 03/01/2025 SDBCV 74348TAT9 28,237 26,517,000 PRN   SOLE   25,036,000 1,481,000 0
PURE ACQUISITION CORP CW23 RT 74621Q114 134 136,728 SH   SOLE   123,291 13,437 0
Q2 HOLDINGS INC 0.75 02/15/2023 SDBCV 74736LAB5 47,020 31,058,000 PRN   SOLE   27,888,000 3,170,000 0
RANPAK HOLDINGS CORP CW RT 75321W111 1,172 1,061,484 SH   SOLE   994,815 66,669 0
RAPID7 INC 1.25 08/01/2023 SDBCV 753422AB0 106,933 71,710,000 PRN   SOLE   64,226,000 7,484,000 0
REDFIN CORP 1.75 07/15/2023 SDBCV 75737FAA6 13,495 13,605,000 PRN   SOLE   12,768,000 837,000 0
REDWOOD TRUST INC 4.75 08/15/2023 SDBCV 758075AC9 22,451 21,944,000 PRN   SOLE   20,690,000 1,254,000 0
REDWOOD TRUST INC 5.625 07/15/2024 SDBCV 758075AD7 7,785 7,605,000 PRN   SOLE   4,330,000 3,275,000 0
REPLAY ACQUISITION CORP COM G75130107 23,318 2,323,758 SH   SOLE   2,152,781 170,977 0
REPLAY ACQUISITION CW20 RT G75130115 1,066 1,276,896 SH   SOLE   1,199,564 77,332 0
REPAY HOLDINGS CORP COM 76029L100 146 10,000 SH   SOLE   9,362 638 0
RH 0 06/15/2023 SDBCV 74967XAA1 34,357 27,000,000 PRN   SOLE   24,197,000 2,803,000 0
RINGCENTRAL INC 0 03/15/2023 SDBCV 76680RAD9 35,396 16,850,000 PRN   SOLE   9,027,000 7,823,000 0
RISUN ACQUISITION CORP RTS RT 68632T125 101 215,000 SH   SOLE   200,270 14,730 0
RMG ACQUISITION CORP CL A COM 749641106 7,275 728,950 SH   SOLE   686,908 42,042 0
RMG ACQUISITION CORP CW24 RT 749641114 310 499,999 SH   SOLE   471,600 28,399 0
SAREPTA THERAPEUTICS INC 1.5 11/15/2024 SDBCV 803607AB6 197,618 101,515,000 PRN   SOLE   90,941,000 10,574,000 0
SC HEALTH CORP A COM G78516203 7,004 704,599 SH   SOLE   650,816 53,783 0
SC HEALTH CORP CW24 RT G78516401 360 349,999 SH   SOLE   325,408 24,591 0
SCHULTZE SPECIAL PURPOSE 24 RT 80821R117 101 231,401 SH   SOLE   207,965 23,436 0
SEA LTD 2.25 07/01/2023 SDBCV 81141RAB6 527,634 246,538,000 PRN   SOLE   216,890,000 29,648,000 0
SEACOR HOLDINGS INC 3.25 05/15/2030 SDBCV 811904AN1 27,828 30,413,000 PRN   SOLE   27,168,000 3,245,000 0
SFL CORP LTD 4.875 05/01/2023 SDBCV 824689AG8 50,546 44,540,000 PRN   SOLE   39,818,000 4,722,000 0
SILVER SPIKE ACQUISITI CW24 RT G8136L114 254 550,000 SH   SOLE   512,318 37,682 0
SILVER SPIKE ACQUISITION A COM G8136L106 10,915 1,100,300 SH   SOLE   1,024,636 75,664 0
SOFTWARE ACQUISITION GROUP I COM 83406B200 6,344 625,000 SH   SOLE   561,077 63,923 0
SOUTH MOUNTAIN MERGER CORP A COM 838884104 6,657 674,485 SH   SOLE   604,447 70,038 0
SOUTH MOUNTAIN MERGER CW24 RT 838884112 619 745,300 SH   SOLE   668,267 77,033 0
SPARTAN ENERGY ACQUISIT CW23 RT 846784122 486 991,876 SH   SOLE   917,975 73,901 0
SPARTAN ENERGY ACQUISITION A COM 846784106 20,612 2,027,032 SH   SOLE   1,910,764 116,268 0
SPLUNK INC 0.5 09/15/2023 SDBCV 848637AC8 181,045 150,159,000 PRN   SOLE   129,241,000 20,918,000 0
SPLUNK INC 1.125 09/15/2025 SDBCV 848637AD6 249,611 201,878,000 PRN   SOLE   173,019,000 28,859,000 0
SSR MINING INC 2.875 02/01/2033 SDBCV 82823LAC0 11,222 11,055,000 PRN   SOLE   10,304,000 751,000 0
STABLE ROAD ACQUISITION CORP COM 85236Q208 13,094 1,272,540 SH   SOLE   1,135,028 137,512 0
SUNPOWER CORP 4 01/15/2023 SDBCV 867652AL3 20,330 24,626,000 PRN   SOLE   22,039,000 2,587,000 0
SWITCHBACK ENERGY ACQ CW24 RT 87105M110 139 233,333 SH   SOLE   216,939 16,394 0
SWITCHBACK ENERGY ACQUISIT A COM 87105M102 6,884 700,000 SH   SOLE   650,817 49,183 0
SYNAPTICS INC 0.5 06/15/2022 SDBCV 87157DAD1 36,069 32,425,000 PRN   SOLE   29,065,000 3,360,000 0
TEEKAY CORP 5 01/15/2023 SDBCV 87900YAE3 17,535 19,896,000 PRN   SOLE   18,773,000 1,123,000 0
TELADOC HEALTH INC 1.375 05/15/2025 SDBCV 87918AAC9 153,240 88,042,000 PRN   SOLE   76,541,000 11,501,000 0
TELADOC HEALTH INC 3 12/15/2022 SDBCV 87918AAB1 303,839 151,010,000 PRN   SOLE   135,621,000 15,389,000 0
TESLA INC 2 05/15/2024 SDBCV 88160RAG6 49,871 33,000,000 PRN   SOLE   29,574,000 3,426,000 0
TESLA INC 2.375 03/15/2022 SDBCV 88160RAD3 29,786 21,000,000 PRN   SOLE   18,413,000 2,587,000 0
THERATECHNOLOGIES INC 5.75 06/30/2023 144A SDBCV 88338HAA8 11,122 13,500,000 PRN   SOLE   12,657,000 843,000 0
THERAVANCE BIOPHARMA INC 3.25 11/01/2023 SDBCV 88339KAA0 5,741 5,523,000 PRN   SOLE   5,203,000 320,000 0
THUNDER BRIDGE ACQUISI CW26 RT G8857S108 1,927 2,107,100 SH   SOLE   1,949,062 158,038 0
THUNDER BRIDGE ACQUISITION A COM G8857S116 26,089 2,622,000 SH   SOLE   2,455,706 166,294 0
TIBERIUS ACQUISITION CO CW21 RT 88633A115 721 686,260 SH   SOLE   634,383 51,877 0
TIBERIUS ACQUISITION CORP COM 88633A107 13,400 1,284,745 SH   SOLE   1,151,339 133,406 0
TKK SYMPHONY ACQUISITION RTS RT G88950137 284 1,047,414 SH   SOLE   939,008 108,406 0
TORTOISE ACQUISITION CORP A COM 89154L100 9,205 922,800 SH   SOLE   874,765 48,035 0
TORTOISE ACQUISITION CW24 RT 89154L118 225 500,000 SH   SOLE   468,714 31,286 0
TRACON PHARMACEUTICALS INC COM 89237H209 665 284,248 SH   SOLE   284,248 0 0
TRINE ACQUISITION CORP A COM 89628U108 12,335 1,235,920 SH   SOLE   1,143,485 92,435 0
TRINE ACQUISITION CORP CW24 RT 89628U116 670 712,000 SH   SOLE   641,268 70,732 0
TRIP COM GROUP LTD 1 07/01/2020 SDBCV 22943FAF7 9,651 9,787,000 PRN   SOLE   8,771,000 1,016,000 0
TRULIA LLC 2.75 12/15/2020 SDBCV 897888AB9 4,055 2,053,000 PRN   SOLE   1,859,000 194,000 0
TUSCAN HOLDINGS CORP II COM 90070A103 10,200 1,034,460 SH   SOLE   988,096 46,364 0
TUSCAN HOLDINGS CORP II CW25 RT 90070A111 231 514,992 SH   SOLE   494,048 20,944 0
TUSCAN HOLDINGS CORP CW26 RT 90069K112 339 600,000 SH   SOLE   540,191 59,809 0
TWILIO INC 0.25 06/01/2023 SDBCV 90138FAB8 185,061 120,784,000 PRN   SOLE   99,126,000 21,658,000 0
UNION ACQUISITION COR CW25 RT G9402Q126 920 1,501,300 SH   SOLE   1,346,069 155,231 0
UNION ACQUISITION CORP II COM G9402Q100 14,787 1,501,300 SH   SOLE   1,346,069 155,231 0
US ECOLOGY PARENT INC CW23 RT 91734M111 2,574 227,365 SH   SOLE   214,316 13,049 0
VEONEER INC 4 06/01/2024 SDBCV 92336XAA7 10,372 10,100,000 PRN   SOLE   9,530,000 570,000 0
VIAVI SOLUTIONS INC 1 03/01/2024 SDBCV 925550AB1 24,715 19,156,000 PRN   SOLE   17,169,000 1,987,000 0
VIRGIN GALACTIC HOLDING CW22 RT 92766K114 5,720 1,697,214 SH   SOLE   1,545,982 151,232 0
VISHAY INTERTECHNOLOGY 2.25 06/15/2025 SDBCV 928298AP3 9,783 9,747,000 PRN   SOLE   8,781,000 966,000 0
WAYFAIR INC 0.375 09/01/2022 SDBCV 94419LAB7 45,860 42,147,000 PRN   SOLE   35,498,000 6,649,000 0
ZENDESK INC 0.25 03/15/2023 SDBCV 98936JAB7 6,994 5,106,000 PRN   SOLE   685,000 4,421,000 0