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
8X8 INC 0.5 02/01/2024 SDBCV 282914AB6 76,116 84,527,000 PRN   SOLE   75,156,000 9,371,000 0
ACAMAR PARTNERS ACQUISI CW26 RT 004285110 560 418,000 SH   SOLE   390,595 27,405 0
ACAMAR PARTNERS ACQUISITI A COM 004285102 2,100 204,894 SH   SOLE   181,775 23,119 0
ACCEL ENTERTAINMENT INC CW RT 00436Q114 1,584 675,302 SH   SOLE   617,112 58,190 0
ACCELERATE DIAGNOSTICS 2.5 03/15/2023 SDBCV 00430HAB8 8,679 12,500,000 PRN   SOLE   12,055,000 445,000 0
ACCELERATE DIAGNOSTICS INC COM 00430H102 161 10,607 SH   SOLE   0 10,607 0
ACT II GLOBAL ACQUISITI CW24 RT 96684W126 2,075 1,852,430 SH   SOLE   1,645,309 207,121 0
ALTAIR ENGINEERING INC 0.25 06/01/2024 SDBCV 021369AA1 49,528 46,997,000 PRN   SOLE   41,675,000 5,322,000 0
ALUSSA ENERGY ACQUISIT CW26 RT G0232J119 168 312,499 SH   SOLE   280,538 31,961 0
ALUSSA ENERGY ACQUISITION A COM G0232J101 247 25,000 SH   SOLE   21,492 3,508 0
AMPLITUDE HEALTHCARE AC CW26 RT 03212A113 69 65,687 SH   SOLE   58,969 6,718 0
AMPLITUDE HEALTHCARE ACQ A COM 03212A105 1,329 131,375 SH   SOLE   117,938 13,437 0
APEX TECHNOLOGY ACQUI C CW24 RT 03768F110 4,593 2,701,831 SH   SOLE   2,393,553 308,278 0
APEX TECHNOLOGY ACQUI CL A COM 03768F102 3,274 319,479 SH   SOLE   38,272 281,207 0
APEX TECHNOLOGY ACQUISITION COM 03768F201 574 50,000 SH   SOLE   44,669 5,331 0
APOLLO CMMRL REAL EST FI 4.75 08/23/2022 SDBCV 03762UAB1 137,075 157,686,000 PRN   SOLE   139,528,000 18,158,000 0
APOLLO CMMRL REAL EST FI 5.375 10/15/2023 SDBCV 03762UAC9 73,295 88,926,000 PRN   SOLE   80,118,000 8,808,000 0
APOLLO GLOBAL MANAGEMENT INC COM 03768E105 1,208 24,200 SH   SOLE   23,087 1,113 0
APOLLO GLOBAL MANAGEMENT INC COM 03768E105 2,496 50,000 SH Put SOLE   0 0 0
ARYA SCIENCES ACQUISITION CO COM G31655114 464 40,000 SH   SOLE   35,327 4,673 0
ATLAS TECHNICAL CONSU CW21 RT 049430119 133 345,800 SH   SOLE   306,058 39,742 0
B RILEY PRINCIPAL MER CW26 RT 05600U114 48 25,049 SH   SOLE   22,005 3,044 0
B RILEY PRINCIPAL MERGER A COM 05600U106 537 50,100 SH   SOLE   44,010 6,090 0
BAOZUN INC 1.625 05/01/2024 SDBCV 06684LAB9 74,524 76,815,000 PRN   SOLE   74,248,000 2,567,000 0
BAOZUN INC SPN ADR ADR 06684L103 10,764 279,944 SH   SOLE   271,707 8,237 0
BIG ROCK PARTNERS ACQUIS RTS RT 089482129 49 147,438 SH   SOLE   132,393 15,045 0
BILIBILI INC 1.375 04/01/2026 SDBCV 090040AB2 294,497 153,780,000 PRN   SOLE   135,030,000 18,750,000 0
BLACKSTONE GROUP INC COM 09260D107 2,073 36,599 SH   SOLE   34,511 2,088 0
BLACKSTONE GROUP INC COM 09260D107 5,887 103,900 SH Put SOLE   0 0 0
BLACKSTONE MORTGAGE TR 4.375 05/05/2022 SDBCV 09257WAB6 4,685 5,000,000 PRN   SOLE   4,505,000 495,000 0
BLACKSTONE MORTGAGE TR 4.75 03/15/2023 SDBCV 09257WAC4 11,875 12,850,000 PRN   SOLE   12,176,000 674,000 0
BRAEMAR HOTELS & RESORTS CVPFD 10482B200 2,881 276,663 SH   SOLE   255,846 20,817 0
BROADMARK REALTY CAPIT CW24 RT 11135B118 407 1,334,333 SH   SOLE   1,202,236 132,097 0
BROOGE ENERGY LTD COM G1611B107 116 14,499 SH   SOLE   11,300 3,199 0
BROOGE ENERGY LTD RT G1611B115 649 1,299,074 SH   SOLE   1,156,203 142,871 0
CANOPY GROWTH CORP COM 138035100 5,900 365,100 SH Put SOLE   0 0 0
CF FINANCE ACQUISITION CL A COM 12528N107 2,351 216,700 SH   SOLE   195,308 21,392 0
CF FINANCE ACQUISITION CW25 RT 12528N115 1,734 1,293,430 SH   SOLE   1,147,488 145,942 0
CHEGG INC 0.125 03/15/2025 SDBCV 163092AD1 185,167 130,603,000 PRN   SOLE   114,868,000 15,735,000 0
CHP MERGER CORP CW24 RT 12558Y114 1,220 1,244,549 SH   SOLE   1,109,581 134,968 0
CHP MERGER CORP-CLASS A COM 12558Y106 1,926 193,329 SH   SOLE   0 193,329 0
CHURCHILL CAPITAL CORP CW24 RT 17143G114 4,679 1,618,955 SH   SOLE   1,433,856 185,099 0
CHURCHILL CAPITAL CORP CW27 RT 17144C112 4,512 1,526,819 SH   SOLE   1,338,325 188,494 0
CHURCHILL CAPITAL CORP II A COM 17143G106 4,578 405,117 SH   SOLE   0 405,117 0
CHURCHILL CAPITAL CORP III A COM 17144C104 35,140 3,256,694 SH   SOLE   2,578,763 677,931 0
CITIC CAPITAL ACQUISIT CW27 RT G21513117 495 682,399 SH   SOLE   605,599 76,800 0
CITIC CAPITAL ACQUISITION A COM G21513109 13,404 1,364,900 SH   SOLE   1,211,198 153,702 0
COLLECTIVE GROWTH CORP COM 19424L200 8,559 900,000 SH   SOLE   790,361 109,639 0
COLLEGIUM PHARMA INC 2.625 02/15/2026 SDBCV 19459JAA2 30,087 33,250,000 PRN   SOLE   30,151,000 3,099,000 0
COLLIER CREEK HOLDINGS A COM G22707106 4,109 299,900 SH   SOLE   280,624 19,276 0
COLLIER CREEK HOLDINGS CW23 RT G22707114 437 137,799 SH   SOLE   121,955 15,844 0
COLONY CAPITAL INC 3.875 01/15/2021 SDBCV 19624RAB2 99,258 105,805,000 PRN   SOLE   93,086,000 12,719,000 0
COLONY CAPITAL INC 5 04/15/2023 SDBCV 19624RAA4 19,775 23,006,000 PRN   SOLE   21,117,000 1,889,000 0
COUPA SOFTWARE INC 0.125 06/15/2025 SDBCV 22266LAC0 158,460 87,256,000 PRN   SOLE   77,350,000 9,906,000 0
CREE INC 0.875 09/01/2023 SDBCV 225447AB7 1,768 1,500,000 PRN   SOLE   1,329,000 171,000 0
CRESCENT ACQUISITION CO CW24 RT 22564L113 785 524,999 SH   SOLE   468,703 56,296 0
CRESCENT ACQUISITION CORP A COM 22564L105 2,615 250,000 SH   SOLE   228,824 21,176 0
CVX CORP CLASS A CW25 RT G79448117 396 387,499 SH   SOLE   339,100 48,399 0
DFP HEALTHCARE ACQUISIT CL A COM 23343Q100 1,005 100,000 SH   SOLE   88,607 11,393 0
DFP HEALTHCARE ACQUISIT CW22 RT 23343Q118 37 24,998 SH   SOLE   22,151 2,847 0
DIAMONDPEAK HOLDINGS CO CW24 RT 25280H118 1,063 633,458 SH   SOLE   560,382 73,076 0
DMY TECHNOLOGY GROUP CW27 RT 233253111 626 419,174 SH   SOLE   370,720 48,454 0
DMY TECHNOLOGY GROUP INC A COM 233253103 8,408 838,350 SH   SOLE   741,440 96,910 0
DOCUSIGN INC 0.5 09/15/2023 SDBCV 256163AB2 47,331 19,429,000 PRN   SOLE   17,219,000 2,210,000 0
EAST STONE ACQUISITION CORP COM G2911D108 4,195 425,000 SH   SOLE   377,168 47,832 0
EAST STONE ACQUISITION CW26 RT G2911D116 101 425,000 SH   SOLE   377,168 47,832 0
EAST STONE ACQUISITION RIGHT RT G2911D132 86 425,000 SH   SOLE   377,168 47,832 0
ENCORE CAP EUR FINANCE 4.5 09/01/2023 SDBCV 29260UAA5 31,650 32,706,000 PRN   SOLE   28,948,000 3,758,000 0
EVOLENT HEALTH INC 1.5 10/15/2025 SDBCV 30050BAD3 26,310 41,000,000 PRN   SOLE   38,466,000 2,534,000 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 03/01/2028 SDBCV 30063PAC9 383,650 400,190,000 PRN   SOLE   350,204,000 49,986,000 0
EXACT SCIENCES CORP 0.375 03/15/2027 SDBCV 30063PAB1 67,003 64,494,000 PRN   SOLE   57,043,000 7,451,000 0
EZCORP INC 2.375 05/01/2025 SDBCV 302301AE6 23,981 30,765,000 PRN   SOLE   29,085,000 1,680,000 0
EZCORP INC 2.875 07/01/2024 SDBCV 302301AF3 36,361 39,255,000 PRN   SOLE   35,052,000 4,203,000 0
FAR POINT ACQUISITION CORP A COM 30734W109 9,617 939,106 SH   SOLE   839,126 99,980 0
FAR POINT ACQUISITION CW25 RT 30734W117 497 945,795 SH   SOLE   839,234 106,561 0
FINANCIAL SELECT SECTOR SPDR COM 81369Y605 2,314 100,000 SH Put SOLE   0 0 0
FINSERV ACQUISITION CORP A COM 318085107 1,495 150,269 SH   SOLE   0 150,269 0
FINSERV ACQUISITITION CW26 RT 318085115 996 922,041 SH   SOLE   823,099 98,942 0
FINTECH ACQUISITION CORP 24 RT 31811A119 2,695 1,182,170 SH   SOLE   1,048,653 133,517 0
FINTECH ACQUISITION CORP A COM 31811A101 13,214 1,184,141 SH   SOLE   1,057,163 126,978 0
FIREEYE INC 0.875 06/01/2024 SDBCV 31816QAF8 40,039 44,185,000 PRN   SOLE   39,079,000 5,106,000 0
FLEXION THERAPEUTICS INC 3.375 05/01/2024 SDBCV 33938JAB2 5,118 6,063,000 PRN   SOLE   5,695,000 368,000 0
FLYING EAGLE ACQUISITIO CW27 RT 34407Y111 2,407 806,297 SH   SOLE   715,282 91,015 0
FLYING EAGLE ACQUISITION A COM 34407Y103 25,957 2,364,070 SH   SOLE   2,000,000 364,070 0
FOLEY TRASIMENE ACQUISITION COM 34431F203 28,810 2,700,000 SH   SOLE   2,371,761 328,239 0
FORTRESS VALUE ACQ CL CW27 RT 34962V114 93 65,866 SH   SOLE   56,688 9,178 0
FORTRESS VALUE ACQ CLASS A COM 34962V106 1,971 197,600 SH   SOLE   170,064 27,536 0
FORUM MERGER II CORP W RT 34986F111 5,546 1,185,141 SH   SOLE   1,057,741 127,400 0
FTI CONSULTING INC 2 08/15/2023 SDBCV 302941AP4 5,113 4,000,000 PRN   SOLE   3,553,000 447,000 0
FUSION ACQUISITION CORP COM 36118H204 23,368 2,300,000 SH   SOLE   2,031,309 268,691 0
GALILEO ACQUISITION CORP COM G3770A102 7,945 801,800 SH   SOLE   718,800 83,000 0
GALILEO ACQUISITION CORP RT G3770A110 715 1,199,640 SH   SOLE   1,070,136 129,504 0
GDS HOLDINGS LIMITED 2 06/01/2025 SDBCV 36165LAB4 129,631 80,450,000 PRN   SOLE   70,880,000 9,570,000 0
GENERAL ELECTRIC CO COM 369604103 2,058 301,395 SH   SOLE   280,146 21,249 0
GIGCAPITAL2 INC COM 375036100 7,106 700,723 SH   SOLE   650,557 50,166 0
GIGCAPITAL2 INC RIGHTS RT 375036126 851 3,149,184 SH   SOLE   2,876,238 272,946 0
GIGCAPITAL2 INC CW24 RT 375036118 749 1,531,382 SH   SOLE   1,305,063 226,319 0
GLORY STAR NEW MEDIA GROUP H COM G39973105 381 104,739 SH   SOLE   93,900 10,839 0
GOLAR LNG LTD 2.75 02/15/2022 SDBCV 38046YAB7 45,871 62,817,000 PRN   SOLE   54,346,000 8,471,000 0
GORDON POINTE ACQUISI WAR RT 382788115 2,177 1,022,379 SH   SOLE   957,945 64,434 0
GORES HOLDINGS IV INC CL A COM 382865103 7,071 700,000 SH   SOLE   629,004 70,996 0
GORES HOLDINGS IV INC CW25 RT 382865111 310 174,999 SH   SOLE   157,251 17,748 0
GORES METROPOULOS INC C CW24 RT 382872117 646 345,674 SH   SOLE   307,233 38,441 0
GORES METROPOULOS INC CL A COM 382872109 11,442 1,070,437 SH   SOLE   946,319 124,118 0
GRAF INDUSTRIAL CORP CW25 RT 384278115 227 100,000 SH   SOLE   85,273 14,727 0
GRANITE POINT MTGE TRST 6.375 10/01/2023 SDBCV 38741LAC1 16,546 23,135,000 PRN   SOLE   20,500,000 2,635,000 0
GREENVISION ACQU CORP RGT RT 39678G129 31 100,000 SH   SOLE   89,772 10,228 0
GREENVISION ACQUISITION CORP COM 39678G103 1,006 100,000 SH   SOLE   89,772 10,228 0
GREENVISION ACQUITION CW24 RT 39678G111 30 100,000 SH   SOLE   89,772 10,228 0
GRID DYNAMICS HOLDINGS CW23 RT 39813G117 1,489 1,123,347 SH   SOLE   1,053,275 70,072 0
GRID DYNAMICS HOLDINGS INC COM 39813G109 4,666 676,162 SH   SOLE   604,454 71,708 0
GS ACQUISITION HDS CORP II COM 36258Q204 4,204 400,000 SH   SOLE   353,271 46,729 0
GX ACQUISITION CORP COM 36251A206 2,601 250,300 SH   SOLE   223,441 26,859 0
GX ACQUISITION CORP CL A COM 36251A107 2,729 267,467 SH   SOLE   150,000 117,467 0
GX ACQUISITION CORP CW26 RT 36251A115 2,593 2,400,849 SH   SOLE   2,143,221 257,628 0
HANNON ARMSTRONG SUSTAIN 4.125 09/01/2022 SDBCV 41068XAB6 3,688 3,194,000 PRN   SOLE   3,009,000 185,000 0
HAYMAKER ACQ CORP II CL A COM 42087L101 10,257 991,004 SH   SOLE   786,895 204,109 0
HAYMAKER ACQUISITION CO CW26 RT 42087L119 2,848 1,825,962 SH   SOLE   1,619,310 206,652 0
HEALTHCARE MERGER CORP A COM 42227L102 1,893 188,919 SH   SOLE   0 188,919 0
HEALTHCARE MERGER CORP CW26 RT 42227L110 990 872,043 SH   SOLE   770,134 101,909 0
HELIX ENERGY SOLUTIONS 4.125 09/15/2023 SDBCV 42330PAJ6 35,908 44,483,000 PRN   SOLE   40,052,000 4,431,000 0
HELIX ENERGY SOLUTIONS 4.25 05/01/2022 SDBCV 42330PAH0 31,034 36,837,000 PRN   SOLE   32,807,000 4,030,000 0
HENNESSY CAPITAL ACQUIS CW25 RT 42589C112 1,188 1,075,000 SH   SOLE   958,874 116,126 0
HERBALIFE LTD 2.625 03/15/2024 SDBCV 42703MAD5 93,656 94,808,000 PRN   SOLE   84,429,000 10,379,000 0
HUAZHU GROUP LTD 0.375 11/01/2022 SDBCV 16949NAC3 88,360 87,726,000 PRN   SOLE   78,346,000 9,380,000 0
HUBSPOT INC 0.25 06/01/2022 SDBCV 443573AB6 3,567 1,500,000 PRN   SOLE   1,309,000 191,000 0
HUDSON EXECUTIVE INVESTMENT COM 443761200 20,401 2,000,000 SH   SOLE   1,766,355 233,645 0
Hycroft Mining Holding Corp RT 44862P117 1,726 1,409,800 SH   SOLE   1,250,901 158,899 0
INNOVIVA INC 2.125 01/15/2023 SDBCV 88338TAB0 79,331 80,022,000 PRN   SOLE   69,826,000 10,196,000 0
INNOVIVA INC 2.5 08/15/2025 SDBCV 45781MAB7 64,125 60,362,000 PRN   SOLE   51,856,000 8,506,000 0
INSEEGO CORP 3.25 05/01/2025 SDBCV 45782BAD6 17,815 17,000,000 PRN   SOLE   14,933,000 2,067,000 0
INSURANCE ACQUISITION CORP A COM 457867109 2,593 200,000 SH   SOLE   182,628 17,372 0
INSURANCE ACQUISITION CW24 RT 457867117 4,910 1,314,599 SH   SOLE   1,173,636 140,963 0
INTERCEPT PHARMAS 2 05/15/2026 SDBCV 45845PAB4 9,258 12,755,000 PRN   SOLE   11,341,000 1,414,000 0
INTERNATIONAL GENERAL CW25 RT G4809J114 193 686,260 SH   SOLE   634,383 51,877 0
INTERNATIONAL GENERAL INSURA COM G4809J106 1,209 175,172 SH   SOLE   175,172 0 0
INTERPRIVATE ACQUISITI CW24 RT 46064A111 223 354,200 SH   SOLE   315,963 38,237 0
INTERPRIVATE ACQUISITION COR COM 46064A103 5,952 600,000 SH   SOLE   532,472 67,528 0
IQIYI INC 2 04/01/2025 SDBCV 46267XAD0 25,522 25,598,000 PRN   SOLE   16,866,000 8,732,000 0
IQIYI INC 3.75 12/01/2023 SDBCV 46267XAB4 57,965 52,700,000 PRN   SOLE   43,456,000 9,244,000 0
IRONWOOD PHARMACEUTICALS 2.25 06/15/2022 SDBCV 46333XAD0 10,786 10,269,000 PRN   SOLE   9,252,000 1,017,000 0
ISHARES MSCI EMERGING MARKET COM 464287234 16,596 415,000 SH Put SOLE   0 0 0
JAWS ACQUISITION CORP COM G50744120 25,032 2,400,000 SH   SOLE   2,108,231 291,769 0
JOYY INC 0.75 06/15/2025 SDBCV 98426TAD8 96,485 88,220,000 PRN   SOLE   79,632,000 8,588,000 0
JOYY INC 1.375 06/15/2026 SDBCV 98426TAF3 73,724 66,800,000 PRN   SOLE   60,242,000 6,558,000 0
KARYOPHARM THERAPEUTICS 3 10/15/2025 SDBCV 48576UAA4 5,070 3,600,000 PRN   SOLE   3,355,000 245,000 0
KENSINGTON CAPITAL ACQUISITI COM 490073202 2,504 250,000 SH   SOLE   220,794 29,206 0
KKR REAL ESTATE FIN 6.125 05/15/2023 SDBCV 48251KAB6 64,399 66,775,000 PRN   SOLE   59,969,000 6,806,000 0
LANDCADIA HOLDINGS II INC A COM 51476X105 1,635 100,000 SH   SOLE   91,450 8,550 0
LEGACY ACQUISITION CORP CW22 RT 524643111 1,383 2,824,603 SH   SOLE   2,517,090 307,513 0
LGL SYSTEMS ACQUISITI CW26 RT 50201G114 575 621,930 SH   SOLE   551,268 70,662 0
LGL SYSTEMS ACQUISITION A COM 50201G106 6,719 677,650 SH   SOLE   544,193 133,457 0
LIBERTY MEDIA CORP 1 01/30/2023 SDBCV 531229AF9 2,631 2,414,000 PRN   SOLE   2,139,000 275,000 0
LION GROUP HOLDING LTD CW26 RT 53620U110 108 700,000 SH   SOLE   649,500 50,500 0
LION GROUP HOLDING LTD S ADR ADR 53620U102 281 91,961 SH   SOLE   81,872 10,089 0
LIV CAPITAL ACQUISITI CW25 RT G5510C116 134 350,000 SH   SOLE   313,594 36,406 0
LIVE NATION ENTERTAINMEN 2.5 03/15/2023 SDBCV 538034AQ2 41,077 40,250,000 PRN   SOLE   35,941,000 4,309,000 0
LIVEPERSON INC 0.75 03/01/2024 SDBCV 538146AB7 74,296 59,832,000 PRN   SOLE   53,509,000 6,323,000 0
LUMENTUM HOLDINGS INC 0.25 03/15/2024 SDBCV 55024UAB5 350 239,000 PRN   SOLE   212,000 27,000 0
MERCADOLIBRE INC 2 08/15/2028 SDBCV 58733RAD4 645,960 282,044,000 PRN   SOLE   249,327,000 32,717,000 0
MERIDA MERGER CORP I COM 58953M106 10,527 1,075,300 SH   SOLE   965,053 110,247 0
MERIDA MERGER CORP I CW26 RT 58953M114 269 537,499 SH   SOLE   482,526 54,973 0
MESA LABORATORIES INC 1.375 08/15/2025 SDBCV 59064RAA7 10,503 10,605,000 PRN   SOLE   9,472,000 1,133,000 0
MFA FINANCIAL INC 6.25 06/15/2024 SDBCV 55272XAA0 57,632 64,618,000 PRN   SOLE   57,206,000 7,412,000 0
MICROCHIP TECHNOLOGY INC 1.625 02/15/2025 SDBCV 595017AD6 30,715 13,750,000 PRN   SOLE   12,102,000 1,648,000 0
MICROCHIP TECHNOLOGY INC 1.625 02/15/2027 SDBCV 595017AF1 96,731 65,486,000 PRN   SOLE   58,232,000 7,254,000 0
MOMO INC 1.25 07/01/2025 SDBCV 60879BAB3 83,151 107,583,000 PRN   SOLE   94,490,000 13,093,000 0
NEOGENOMICS INC 1.25 05/01/2025 SDBCV 64049MAA8 2,157 2,000,000 PRN   SOLE   1,752,000 248,000 0
NESCO HOLDINGS CW25 RT 64083J112 90 520,000 SH   SOLE   476,220 43,780 0
NETFIN ACQUISITION CORP CL A COM G6455A107 11,131 1,035,400 SH   SOLE   972,159 63,241 0
NETFIN AQUISITION CORP CW24 RT G6455A115 2,992 1,802,257 SH   SOLE   1,609,074 193,183 0
NEVRO CORP 2.75 04/01/2025 SDBCV 64157FAC7 4,770 3,500,000 PRN   SOLE   3,059,000 441,000 0
NEW FRONTIER CORP CW23 RT G6461G114 230 169,119 SH   SOLE   158,686 10,433 0
NEW MOUNTAIN FINANCE COR 5.75 08/15/2023 SDBCV 647551AC4 31,526 33,410,000 PRN   SOLE   31,624,000 1,786,000 0
NEW PROVIDENCE ACQUISI CW24 RT 64822P114 574 468,398 SH   SOLE   418,171 50,227 0
NEW PROVIDENCE ACQUISIT CL A COM 64822P106 7,560 750,000 SH   SOLE   687,682 62,318 0
NIKOLA CORP COM 654110105 40,005 1,000,000 SH   SOLE   1,000,000 0 0
NUANCE COMMUNICATIONS 1.25 04/01/2025 SDBCV 67020YAN0 51,015 36,500,000 PRN   SOLE   32,175,000 4,325,000 0
NUTANIX INC 0 01/15/2023 SDBCV 67059NAB4 60,052 67,517,000 PRN   SOLE   60,043,000 7,474,000 0
NUVASIVE INC COM 670704105 2,322 41,700 SH   SOLE   36,633 5,067 0
OAKTREE ACQUISITION CO CW24 RT G67145113 34 24,999 SH   SOLE   23,243 1,756 0
OAKTREE ACQUISITION CORP A COM G67145105 763 74,999 SH   SOLE   69,729 5,270 0
OPKO HEALTH INC 4.5 02/15/2025 SDBCV 68375NAD5 37,934 36,900,000 PRN   SOLE   32,814,000 4,086,000 0
ORISUN ACQUISITION COR CW24 RT 68632T117 80 215,000 SH   SOLE   200,270 14,730 0
ORISUN ACQUISITION CORP COM 68632T109 2,178 215,000 SH   SOLE   200,270 14,730 0
OSPREY TECHNOLOGY ACQ CW24 RT 68839R120 856 830,448 SH   SOLE   741,335 89,113 0
OSPREY TECHNOLOGY ACQUISIT A COM 68839R104 1,497 148,982 SH   SOLE   0 148,982 0
PAE INC COM 69290Y109 131 13,730 SH   SOLE   12,374 1,356 0
PAE INC CW23 RT 69290Y117 1,491 641,666 SH   SOLE   575,098 66,568 0
PENN NATIONAL GAMING INC 2.75 05/15/2026 SDBCV 707569AU3 26,374 17,578,000 PRN   SOLE   15,579,000 1,999,000 0
PIVOTAL INVESTMENT CORP II A COM 72582K100 560 55,183 SH   SOLE   0 55,183 0
PIVOTAL INVESTMENT II CW25 RT 72582K118 487 604,765 SH   SOLE   541,581 63,184 0
PLUG POWER INC 5.5 03/15/2023 SDBCV 72919PAB9 99,513 28,000,000 PRN   SOLE   24,754,000 3,246,000 0
PRECIGEN INC COM 74017N105 450 90,164 SH   SOLE   75,690 14,474 0
PRECIGEN INC 3.5 07/01/2023 SDBCV 46122TAA0 1,237 3,000,000 PRN   SOLE   2,897,000 103,000 0
PROPTECH ACQUISITION A CW26 RT 74349F119 993 1,418,024 SH   SOLE   1,242,705 175,319 0
PROPTECH ACQUISITION CORP A COM 74349F101 11,113 1,100,300 SH   SOLE   987,495 112,805 0
PROSPECT CAPITAL CORP 6.375 03/01/2025 SDBCV 74348TAT9 24,134 25,242,000 PRN   SOLE   23,899,000 1,343,000 0
Q2 HOLDINGS INC 0.75 06/01/2026 SDBCV 74736LAD1 113,865 99,696,000 PRN   SOLE   88,112,000 11,584,000 0
RANPAK HOLDINGS CORP CW RT 75321W111 1,560 1,061,484 SH   SOLE   994,815 66,669 0
RAPID7 INC 1.25 08/01/2023 SDBCV 753422AB0 68,777 51,060,000 PRN   SOLE   45,138,000 5,922,000 0
REALPAGE INC 1.5 05/15/2025 SDBCV 75606NAC3 20,100 18,600,000 PRN   SOLE   16,498,000 2,102,000 0
REDWOOD TRUST INC 4.75 08/15/2023 SDBCV 758075AC9 14,281 15,944,000 PRN   SOLE   14,983,000 961,000 0
REDWOOD TRUST INC 5.625 07/15/2024 SDBCV 758075AD7 6,421 7,605,000 PRN   SOLE   4,330,000 3,275,000 0
REPLAY ACQUISITION CORP COM G75130107 16,087 1,577,158 SH   SOLE   1,424,725 152,433 0
REPLAY ACQUISITION CW20 RT G75130115 1,149 1,276,896 SH   SOLE   1,199,564 77,332 0
RH 0 06/15/2023 SDBCV 74967XAA1 7,017 5,000,000 PRN   SOLE   4,435,000 565,000 0
RISUN ACQUISITION CORP RTS RT 68632T125 61 215,000 SH   SOLE   200,270 14,730 0
RMG ACQUISITION CORP CL A COM 749641106 7,201 703,950 SH   SOLE   666,360 37,590 0
RMG ACQUISITION CORP CW24 RT 749641114 493 499,999 SH   SOLE   471,600 28,399 0
SAREPTA THERAPEUTICS INC 1.5 11/15/2024 SDBCV 803607AB6 71,021 30,877,000 PRN   SOLE   27,118,000 3,759,000 0
SC HEALTH CORP A COM G78516203 7,124 704,599 SH   SOLE   650,816 53,783 0
SC HEALTH CORP CW24 RT G78516401 374 349,999 SH   SOLE   325,408 24,591 0
SCHULTZE SPECIAL PURPOSE 24 RT 80821R117 288 225,301 SH   SOLE   201,884 23,417 0
SCVX CORP CLASS A COM G79448208 2,739 275,000 SH   SOLE   203,207 71,793 0
SEA LTD 2.25 07/01/2023 SDBCV 81141RAB6 373,719 70,442,000 PRN   SOLE   63,134,000 7,308,000 0
SEACOR HOLDINGS INC 3.25 05/15/2030 SDBCV 811904AN1 23,000 30,413,000 PRN   SOLE   27,168,000 3,245,000 0
SFL CORP LTD 4.875 05/01/2023 SDBCV 824689AG8 42,669 48,040,000 PRN   SOLE   42,511,000 5,529,000 0
SILVER SPIKE ACQUISITI CW24 RT G8136L114 272 550,000 SH   SOLE   512,318 37,682 0
SILVER SPIKE ACQUISITION A COM G8136L106 8,084 800,400 SH   SOLE   688,089 112,311 0
SOCIAL CAPITAL HED HLDG CO I COM G8251K107 14,687 1,250,000 SH   SOLE   1,102,739 147,261 0
SOCIAL CAPITAL HEDOSOP CW25 RT G8251K115 8,955 3,010,000 SH   SOLE   2,679,246 330,754 0
SOCIAL CAPITAL HEDOSOP CWXX RT G8250T125 3,361 907,361 SH   SOLE   805,123 102,238 0
SOCIAL CAPITAL HEDOSOPHIA A COM G8250T109 68,758 6,150,000 SH   SOLE   5,343,177 806,823 0
SOFTWARE ACQUISITION G CW26 RT 83406B119 322 312,498 SH   SOLE   280,538 31,960 0
SOFTWARE ACQUISITION GROUP A COM 83406B101 642 63,923 SH   SOLE   0 63,923 0
SOUTH MOUNTAIN MERGER CORP A COM 838884104 6,872 674,485 SH   SOLE   604,447 70,038 0
SOUTH MOUNTAIN MERGER CW24 RT 838884112 1,166 1,046,100 SH   SOLE   908,231 137,869 0
SOUTHWEST AIRLINES CO 1.25 05/01/2025 SDBCV 844741BG2 31 26,000 PRN   SOLE   23,000 3,000 0
SPARTAN ENERGY ACQUISIT CW23 RT 846784122 2,238 1,260,576 SH   SOLE   1,109,783 150,793 0
SPLUNK INC 1.125 09/15/2025 SDBCV 848637AD6 278,431 189,565,000 PRN   SOLE   160,022,000 29,543,000 0
SSR MINING INC 2.5 04/01/2039 SDBCV 784730AB9 18,001 12,949,000 PRN   SOLE   11,473,000 1,476,000 0
STABLE ROAD ACQUISITI CW26 RT 85236Q117 437 636,319 SH   SOLE   567,514 68,805 0
STABLE ROAD ACQUISITION CL A COM 85236Q109 226 22,640 SH   SOLE   19,463 3,177 0
SUNPOWER CORP 4 01/15/2023 SDBCV 867652AL3 20,623 25,626,000 PRN   SOLE   22,677,000 2,949,000 0
SUSTAINABLE OPPORTUNITIES COM G8598Y125 9,666 957,082 SH   SOLE   840,729 116,353 0
SWITCHBACK ENERGY ACQ CW24 RT 87105M110 182 233,333 SH   SOLE   216,939 16,394 0
SWITCHBACK ENERGY ACQUISIT A COM 87105M102 2,512 250,000 SH   SOLE   228,735 21,265 0
SYNAPTICS INC 0.5 06/15/2022 SDBCV 87157DAD1 6,853 6,425,000 PRN   SOLE   5,686,000 739,000 0
TEEKAY CORP 5 01/15/2023 SDBCV 87900YAE3 16,341 19,896,000 PRN   SOLE   18,773,000 1,123,000 0
TESLA INC 2 05/15/2024 SDBCV 88160RAG6 30,167 8,594,000 PRN   SOLE   7,364,000 1,230,000 0
THUNDER BRIDGE ACQUISI CW26 RT G8857S108 3,549 2,438,900 SH   SOLE   2,160,054 278,846 0
THUNDER BRIDGE ACQUISITION A COM G8857S116 1,690 167,274 SH   SOLE   0 167,274 0
TORTOISE ACQUISITION CW24 RT 89154L118 7,263 625,000 SH   SOLE   551,681 73,319 0
TRACON PHARMACEUTICALS INC COM 89237H209 557 284,248 SH   SOLE   284,248 0 0
TREBIA ACQUISITION CORP COM G9027T125 15,198 1,454,320 SH   SOLE   1,284,423 169,897 0
TRINE ACQUISITION CORP A COM 89628U108 8,736 835,920 SH   SOLE   771,097 64,823 0
TRINE ACQUISITION CORP CW24 RT 89628U116 1,089 712,000 SH   SOLE   641,268 70,732 0
TRULIA LLC 2.75 12/15/2020 SDBCV 897888AB9 4,912 2,053,000 PRN   SOLE   1,859,000 194,000 0
TUSCAN HOLDINGS CORP CW26 RT 90069K112 352 600,000 SH   SOLE   540,191 59,809 0
TUSCAN HOLDINGS CORP II COM 90070A103 6,378 634,660 SH   SOLE   607,282 27,378 0
TUSCAN HOLDINGS CORP II CW25 RT 90070A111 289 514,992 SH   SOLE   494,048 20,944 0
TWILIO INC 0.25 06/01/2023 SDBCV 90138FAB8 50,482 16,246,000 PRN   SOLE   12,224,000 4,022,000 0
UNION ACQUISITION COR CW25 RT G9402Q126 593 1,501,300 SH   SOLE   1,346,069 155,231 0
UNION ACQUISITION CORP II COM G9402Q100 6,248 624,800 SH   SOLE   554,308 70,492 0
US ECOLOGY PARENT INC CW23 RT 91734M111 993 223,965 SH   SOLE   211,225 12,740 0
VERTIV HOLDINGS CW25 RT 92537N116 1,021 256,368 SH   SOLE   237,764 18,604 0
VONAGE HOLDINGS CORP 1.75 06/01/2024 SDBCV 92886TAJ1 281 300,000 PRN   SOLE   255,000 45,000 0
WIX LTD 0 07/01/2023 SDBCV 92940WAB5 9,294 5,000,000 PRN   SOLE   4,391,000 609,000 0
ZYNGA INC 0.25 06/01/2024 SDBCV 98986TAB4 16,209 12,616,000 PRN   SOLE   11,173,000 1,443,000 0