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 18,120 19,527,000 PRN   SOLE   17,697,000 1,830,000 0
ACAMAR PARTNERS ACQUISI CW26 RT 004285110 537 463,000 SH   SOLE   407,733 55,267 0
ACAMAR PARTNERS ACQUISITI A COM 004285102 2,095 204,894 SH   SOLE   181,775 23,119 0
ACCELERATE DIAGNOSTICS 2.5 03/15/2023 SDBCV 00430HAB8 7,950 12,500,000 PRN   SOLE   12,055,000 445,000 0
ACE CONVERGENCE ACQUISITION COM G0083D112 12,300 1,200,000 SH   SOLE   1,055,965 144,035 0
ACON S2 ACQUISITION CORP COM G00748122 5,010 500,000 SH   SOLE   447,239 52,761 0
ALTAIR ENGINEERING INC 0.25 06/01/2024 SDBCV 021369AA1 28,861 25,997,000 PRN   SOLE   23,371,000 2,626,000 0
ALTERYX INC 1 08/01/2026 SDBCV 02156BAF0 531 530,000 PRN   SOLE   477,000 53,000 0
ALUSSA ENERGY ACQUISIT CW26 RT G0232J119 198 312,499 SH   SOLE   280,538 31,961 0
ALUSSA ENERGY ACQUISITION A COM G0232J101 248 25,000 SH   SOLE   21,492 3,508 0
AMERICAN VRTUAL CLOUD TECH I CW RT 030382113 302 993,511 SH   SOLE   884,418 109,093 0
AMPLITUDE HEALTHCARE AC CW26 RT 03212A113 77 65,687 SH   SOLE   58,969 6,718 0
AMPLITUDE HEALTHCARE ACQ A COM 03212A105 1,304 131,375 SH   SOLE   117,938 13,437 0
APEX TECHNOLOGY ACQUI C CW24 RT 03768F110 7,155 3,726,665 SH   SOLE   3,305,341 421,324 0
APEX TECHNOLOGY ACQUI CL A COM 03768F102 4,090 385,852 SH   SOLE   89,941 295,911 0
APOLLO CMMRL REAL EST FI 4.75 08/23/2022 SDBCV 03762UAB1 145,638 155,328,000 PRN   SOLE   141,584,000 13,744,000 0
APOLLO CMMRL REAL EST FI 5.375 10/15/2023 SDBCV 03762UAC9 79,415 88,926,000 PRN   SOLE   80,118,000 8,808,000 0
APOLLO GLOBAL MANAGEMENT INC COM 03768E105 1,082 24,200 SH   SOLE   23,087 1,113 0
APOLLO GLOBAL MANAGEMENT INC COM 03768E105 2,237 50,000 SH Put SOLE   0 0 0
ARTIUS ACQUISITION INC COM 04316G204 20,779 2,000,000 SH   SOLE   1,763,140 236,860 0
ARYA SCIENCES ACQUISITION A COM G31655122 419 40,000 SH   SOLE   35,327 4,673 0
ARYA SCIENCES ACQUITIO CW27 RT G31655106 25 13,332 SH   SOLE   11,775 1,557 0
ASPIRATIONAL CONSUMER LIFEST COM G05436129 10,000 1,000,000 SH   SOLE   894,476 105,524 0
ATLAS TECHNICAL CONSU CW21 RT 049430119 194 345,800 SH   SOLE   306,058 39,742 0
B RILEY PRINCIPAL MER CW26 RT 05600U114 33 25,049 SH   SOLE   22,005 3,044 0
B RILEY PRINCIPAL MERGER A COM 05600U106 502 50,100 SH   SOLE   44,010 6,090 0
BAOZUN INC 1.625 05/01/2024 SDBCV 06684LAB9 67,683 72,833,000 PRN   SOLE   70,805,000 2,028,000 0
BAOZUN INC SPN ADR ADR 06684L103 9,208 283,396 SH   SOLE   270,843 12,553 0
BIG ROCK PARTNERS ACQUIS RTS RT 089482129 36 147,438 SH   SOLE   132,393 15,045 0
BILIBILI INC 1.375 04/01/2026 SDBCV 090040AB2 264,029 149,280,000 PRN   SOLE   135,030,000 14,250,000 0
BLACKLINE INC 0.125 08/01/2024 SDBCV 09239BAB5 132,578 96,170,000 PRN   SOLE   86,183,000 9,987,000 0
BLACKSTONE GROUP INC COM 09260D107 1,910 36,599 SH   SOLE   34,511 2,088 0
BLACKSTONE GROUP INC COM 09260D107 5,421 103,900 SH Put SOLE   0 0 0
BRAEMAR HOTELS & RESORTS CVPFD 10482B200 3,412 276,663 SH   SOLE   255,846 20,817 0
BROADMARK REALTY CAPIT CW24 RT 11135B118 385 1,334,333 SH   SOLE   1,202,236 132,097 0
BROADSTONE ACQUISITION CORP COM G1739V118 6,979 700,000 SH   SOLE   626,134 73,866 0
BROOGE ENERGY LTD COM G1611B107 131 14,499 SH   SOLE   11,300 3,199 0
BROOGE HOLDINGS LTD RT G1611B115 585 1,299,074 SH   SOLE   1,156,203 142,871 0
BURGUNDY TECHNOLOGY ACQUISIT COM G1702T132 26,918 2,700,000 SH   SOLE   2,394,914 305,086 0
CANOPY GROWTH CORP COM 138035100 5,225 365,100 SH Put SOLE   0 0 0
CAPSTAR SPECIAL PURPOSE ACQU COM 14070Y200 8,163 800,000 SH   SOLE   705,255 94,745 0
CC NEUBERGER PRINCIPAL HOLDI COM G3166T129 22,468 2,175,000 SH   SOLE   1,913,936 261,064 0
CF FINANCE ACQUISITION CL A COM 12528N107 2,113 203,222 SH   SOLE   184,192 19,030 0
CF FINANCE ACQUISITION CORP COM 15725Q203 45,101 4,500,000 SH   SOLE   3,991,526 508,474 0
CF FINANCE ACQUISITION CW25 RT 12528N115 1,331 1,350,777 SH   SOLE   1,198,932 151,845 0
CHEGG INC 0.125 03/15/2025 SDBCV 163092AD1 231,046 152,093,000 PRN   SOLE   137,214,000 14,879,000 0
CHINA LODGING GROUP LTD 0.375 11/01/2022 SDBCV 16949NAC3 43,048 38,226,000 PRN   SOLE   34,381,000 3,845,000 0
CHP MERGER CORP CW24 RT 12558Y114 1,451 1,244,549 SH   SOLE   1,109,581 134,968 0
CHP MERGER CORP-CLASS A COM 12558Y106 1,970 193,329 SH   SOLE   0 193,329 0
CHURCHILL CAPITAL CORP CW24 RT 17143G114 3,529 1,618,955 SH   SOLE   1,433,856 185,099 0
CHURCHILL CAPITAL CORP CW27 RT 17144C112 3,117 1,539,318 SH   SOLE   1,349,532 189,786 0
CHURCHILL CAPITAL CORP II-A COM 17143G106 3,988 377,967 SH   SOLE   0 377,967 0
CHURCHILL CAPITAL CORP III A COM 17144C104 49,310 4,810,666 SH   SOLE   4,360,178 450,488 0
CHURCHILL CAPITAL CORP IV COM 171439201 60,120 6,000,000 SH   SOLE   5,279,823 720,177 0
CITIC CAPITAL ACQUISIT CW27 RT G21513117 853 682,399 SH   SOLE   605,599 76,800 0
CITIC CAPITAL ACQUISITION A COM G21513109 2,604 264,900 SH   SOLE   111,198 153,702 0
CLIMATE CHANGE CRISIS REAL COM 18716C209 3,015 300,000 SH   SOLE   268,343 31,657 0
CM LIFE SCIENCES INC COM 18978W208 21,987 2,100,000 SH   SOLE   1,878,402 221,598 0
COHN ROBBINS HOLDINGS CORP COM G23726121 36,324 3,600,000 SH   SOLE   3,220,118 379,882 0
COLLECTIVE GROWTH COR CW RT 19424L119 920 1,404,239 SH   SOLE   1,251,424 152,815 0
COLLECTIVE GROWTH CORP CL A COM 19424L101 8,875 900,000 SH   SOLE   790,361 109,639 0
COLLEGIUM PHARMA INC 2.625 02/15/2026 SDBCV 19459JAA2 29,505 29,750,000 PRN   SOLE   27,073,000 2,677,000 0
COLONNADE ACQUISITION CORP COM G2283K128 3,984 400,000 SH   SOLE   354,803 45,197 0
COUPA SOFTWARE INC 0.125 06/15/2025 SDBCV 22266LAC0 209,154 114,679,000 PRN   SOLE   103,936,000 10,743,000 0
CREE INC 0.875 09/01/2023 SDBCV 225447AB7 1,860 1,500,000 PRN   SOLE   1,345,000 155,000 0
CRESCENT ACQUISITION CO CW24 RT 22564L113 443 524,999 SH   SOLE   468,703 56,296 0
CRESCENT ACQUISITION CORP A COM 22564L105 2,510 250,000 SH   SOLE   228,824 21,176 0
CVX CORP CLASS A CW25 RT G79448117 570 387,499 SH   SOLE   339,100 48,399 0
DEERFIELD HEALTHCARE TECHNOL COM 244413209 212 20,000 SH   SOLE   17,632 2,368 0
DFP HEALTHCARE ACQUISIT CL A COM 23343Q100 1,036 100,000 SH   SOLE   88,607 11,393 0
DFP HEALTHCARE ACQUISIT CW22 RT 23343Q118 53 24,998 SH   SOLE   22,151 2,847 0
DMY TECHNOLOGY GROUP CW27 RT 233253111 1,278 419,174 SH   SOLE   370,720 48,454 0
DMY TECHNOLOGY GROUP INC A COM 233253103 10,678 836,820 SH   SOLE   741,440 95,380 0
DMY TECHNOLOGY GROUP INC II COM 233277201 10,258 1,002,672 SH   SOLE   900,195 102,477 0
DRAGONEER GROWTH OPPORTUNITI COM G28302126 1,837 150,000 SH   SOLE   133,051 16,949 0
E MERGE TECHNOLOGY ACQUISITI COM 26873Y203 40,240 4,000,000 SH   SOLE   3,519,882 480,118 0
EAST RESOURCES ACQUISITION C COM 274681204 1,008 100,000 SH   SOLE   88,157 11,843 0
EAST STONE ACQUISITION CORP COM G2911D108 6,157 625,000 SH   SOLE   561,993 63,007 0
EAST STONE ACQUISITION CW26 RT G2911D116 81 425,000 SH   SOLE   377,168 47,832 0
EAST STONE ACQUISITION RIGHT RT G2911D132 149 625,000 SH   SOLE   561,993 63,007 0
ENCORE CAP EUR FINANCE 4.5 09/01/2023 SDBCV 29260UAA5 35,634 32,706,000 PRN   SOLE   28,948,000 3,758,000 0
ENCORE CAPITAL GROUP INC 3.25 10/01/2025 SDBCV 292554AM4 37,284 32,500,000 PRN   SOLE   29,308,000 3,192,000 0
EQUITY DISTRIBUTION ACQUISIT COM 29465E205 12,412 1,205,000 SH   SOLE   1,077,868 127,132 0
ETSY INC 0.125 10/01/2026 SDBCV 29786AAJ5 108,102 68,752,000 PRN   SOLE   62,442,000 6,310,000 0
EVOLENT HEALTH INC 1.5 10/15/2025 SDBCV 30050BAD3 32,201 41,000,000 PRN   SOLE   38,466,000 2,534,000 0
EVOLENT HEALTH INC 2 12/01/2021 SDBCV 30050BAB7 489 500,000 PRN   SOLE   472,000 28,000 0
EXACT SCIENCES CORP 0.375 03/01/2028 SDBCV 30063PAC9 318,182 292,990,000 PRN   SOLE   265,510,000 27,480,000 0
EXACT SCIENCES CORP 0.375 03/15/2027 SDBCV 30063PAB1 39,209 33,299,000 PRN   SOLE   30,180,000 3,119,000 0
EZCORP INC 2.375 05/01/2025 SDBCV 302301AE6 18,696 23,462,000 PRN   SOLE   22,129,000 1,333,000 0
EZCORP INC 2.875 07/01/2024 SDBCV 302301AF3 35,418 39,755,000 PRN   SOLE   35,768,000 3,987,000 0
FALCON CAPITAL ACQUISITION COM 30606L207 10,289 1,000,000 SH   SOLE   894,476 105,524 0
FG NEW AMERICA ACQUISITION C COM 30259V205 22,523 2,250,000 SH   SOLE   2,012,573 237,427 0
FINANCIAL SELECT SECTOR SPDR COM 81369Y605 4,813 200,000 SH Put SOLE   0 0 0
FINSERV ACQUISITION CORP-A COM 318085107 1,508 150,269 SH   SOLE   0 150,269 0
FINSERV ACQUISITITION CW26 RT 318085115 1,078 1,122,041 SH   SOLE   996,483 125,558 0
FINTECH ACQUISITION CORP 24 RT 31811A119 1,796 1,182,170 SH   SOLE   1,048,653 133,517 0
FINTECH ACQUISITION CORP A COM 31811A101 3,420 331,791 SH   SOLE   300,087 31,704 0
FINTECH ACQUISITION CORP IV COM 31810N302 10,240 1,000,000 SH   SOLE   894,476 105,524 0
FIREEYE INC 0.875 06/01/2024 SDBCV 31816QAF8 20,736 22,185,000 PRN   SOLE   19,684,000 2,501,000 0
FLEXION THERAPEUTICS INC 3.375 05/01/2024 SDBCV 33938JAB2 2,114 2,663,000 PRN   SOLE   2,511,000 152,000 0
FLYING EAGLE ACQUISITIO CW27 RT 34407Y111 2,616 806,297 SH   SOLE   715,282 91,015 0
FLYING EAGLE ACQUISITION A COM 34407Y103 28,758 2,365,011 SH   SOLE   2,000,000 365,011 0
FOLEY TRASIMENE ACQ CLASS A COM 34431F104 7,251 700,000 SH   SOLE   371,761 328,239 0
Foley Trasimene Acqui CW25 RT 34431F112 2,228 899,998 SH   SOLE   790,587 109,411 0
FOLEY TRASIMENE ACQUISITION COM 344328208 20,129 1,973,536 SH   SOLE   1,750,537 222,999 0
FORTRESS VALUE ACQ CL CW27 RT 34962V114 217 65,866 SH   SOLE   56,688 9,178 0
FORTRESS VALUE ACQ CLASS A COM 34962V106 2,682 197,600 SH   SOLE   170,064 27,536 0
FORTRESS VALUE ACQUISITION C COM 349642207 5,150 500,000 SH   SOLE   443,502 56,498 0
FTAC OLYMPUS ACQUISITION COR COM G37288118 62,119 6,211,933 SH   SOLE   5,616,422 595,511 0
FUSION ACQUISITION CORP A COM 36118H105 12,472 1,268,691 SH   SOLE   1,000,000 268,691 0
FUSION ACQUISITION CW27 RT 36118H113 1,236 1,149,999 SH   SOLE   1,015,654 134,345 0
GALILEO ACQUISITION CORP RT G3770A110 741 1,199,640 SH   SOLE   1,070,136 129,504 0
GALILEO ACQUISITION CORP COM G3770A102 821 83,000 SH   SOLE   0 83,000 0
GDS HOLDINGS LIMITED 2 06/01/2025 SDBCV 36165LAB4 133,225 78,850,000 PRN   SOLE   70,880,000 7,970,000 0
GENERAL ELECTRIC CO COM 369604103 3,435 551,395 SH   SOLE   495,676 55,719 0
GIGCAPITAL2 INC COM 375036100 7,119 700,723 SH   SOLE   650,557 50,166 0
GIGCAPITAL2 INC CW24 RT 375036118 1,390 1,531,382 SH   SOLE   1,305,063 226,319 0
GIGCAPITAL2 INC RIGHTS RT 375036126 1,055 3,149,184 SH   SOLE   2,876,238 272,946 0
GIGCAPITAL3 INC CW25 RT 37519D115 63 100,000 SH   SOLE   88,841 11,159 0
GLOBAL BLUE GROUP HOLDING AG RT H33700115 971 1,512,838 SH   SOLE   1,371,286 141,552 0
GLORY STAR NEW MEDIA GROUP H COM G39973105 271 96,676 SH   SOLE   87,349 9,327 0
GO ACQUISITION CORP COM 362019200 10,080 1,000,000 SH   SOLE   887,006 112,994 0
GOLAR LNG LTD 2.75 02/15/2022 SDBCV 38046YAB7 48,557 62,817,000 PRN   SOLE   54,346,000 8,471,000 0
GORES HOLDINGS IV INC CL A COM 382865103 7,217 700,000 SH   SOLE   629,004 70,996 0
GORES HOLDINGS IV INC CW25 RT 382865111 293 174,999 SH   SOLE   157,251 17,748 0
GORES HOLDINGS V INC COM 382864205 5,175 500,000 SH   SOLE   443,502 56,498 0
GORES METROPOULOS INC C CW24 RT 382872117 2,597 821,858 SH   SOLE   737,143 84,715 0
GORES METROPOULOS INC CL A COM 382872109 18,733 1,640,456 SH   SOLE   1,485,216 155,240 0
GREENVISION ACQU CORP RGT RT 39678G129 43 100,000 SH   SOLE   89,772 10,228 0
GREENVISION ACQUISITION CORP COM 39678G103 1,004 100,000 SH   SOLE   89,772 10,228 0
GREENVISION ACQUITION CW24 RT 39678G111 56 100,000 SH   SOLE   89,772 10,228 0
GRID DYNAMICS HOLDINGS CW23 RT 39813G117 1,893 1,123,347 SH   SOLE   1,053,275 70,072 0
GRID DYNAMICS HOLDINGS INC COM 39813G109 3,587 464,125 SH   SOLE   419,368 44,757 0
GS ACQUISITION HOLDINGS A COM 36258Q105 4,303 400,000 SH   SOLE   353,271 46,729 0
GS ACQUISITION HOLDINGS CW25 RT 36258Q113 213 100,000 SH   SOLE   88,318 11,682 0
GX ACQUISITION CORP CL A COM 36251A107 5,436 517,767 SH   SOLE   373,441 144,326 0
GX ACQUISITION CORP CW26 RT 36251A115 4,553 2,890,998 SH   SOLE   2,569,078 321,920 0
HALL OF FAME RESORT CW RT 40619L110 292 1,022,379 SH   SOLE   957,945 64,434 0
HANNON ARMSTRONG SUSTAIN 0 08/15/2023 SDBCV 41068XAD2 27,427 26,160,000 PRN   SOLE   23,571,000 2,589,000 0
HANNON ARMSTRONG SUSTAIN 4.125 09/01/2022 SDBCV 41068XAB6 6,690 4,194,000 PRN   SOLE   3,773,000 421,000 0
HAYMAKER ACQ CORP II CL A COM 42087L101 9,910 991,004 SH   SOLE   786,895 204,109 0
HAYMAKER ACQUISITION CO CW26 RT 42087L119 1,793 1,824,689 SH   SOLE   1,619,310 205,379 0
HEALTHCARE MERGER CORP CW26 RT 42227L110 1,553 872,043 SH   SOLE   770,134 101,909 0
HEALTHCARE MERGER CORP-A COM 42227L102 1,918 188,919 SH   SOLE   0 188,919 0
HELIX ENERGY SOLUTIONS 4.125 09/15/2023 SDBCV 42330PAJ6 10,549 12,288,000 PRN   SOLE   10,939,000 1,349,000 0
HELIX ENERGY SOLUTIONS 4.25 05/01/2022 SDBCV 42330PAH0 11,157 12,200,000 PRN   SOLE   10,862,000 1,338,000 0
HENNESSY CAPITAL ACQUIS CW25 RT 42589C112 2,498 1,075,000 SH   SOLE   958,874 116,126 0
HERBALIFE LTD 2.625 03/15/2024 SDBCV 42703MAD5 90,163 89,530,000 PRN   SOLE   80,996,000 8,534,000 0
HIGHCAPE CAPITAL ACQUISITION COM 42984L204 7,070 700,000 SH   SOLE   626,134 73,866 0
HOLICITY INC COM 435063201 5,175 500,000 SH   SOLE   443,502 56,498 0
HORIZON ACQUISITION CORP COM G46049121 41,620 4,000,000 SH   SOLE   3,548,022 451,978 0
HPX CORP COM G32219118 5,355 525,000 SH   SOLE   462,824 62,176 0
HUBSPOT INC 0.25 06/01/2022 SDBCV 443573AB6 4,626 1,500,000 PRN   SOLE   1,309,000 191,000 0
HUDSON EXECUTIVE INV CW25 RT 443761119 1,259 1,105,000 SH   SOLE   976,713 128,287 0
HUDSON EXECUTIVE INVEST CL A COM 443761101 4,912 500,000 SH   SOLE   266,355 233,645 0
Hycroft Mining Holding Corp RT 44862P117 1,739 1,107,900 SH   SOLE   1,004,153 103,747 0
INNOVIVA INC 2.5 08/15/2025 SDBCV 45781MAB7 57,949 59,662,000 PRN   SOLE   51,856,000 7,806,000 0
INSEEGO CORP 3.25 05/01/2025 SDBCV 45782BAD6 16,520 17,000,000 PRN   SOLE   14,933,000 2,067,000 0
INSU ACQUISITION CORP II COM 457821304 10,361 1,000,000 SH   SOLE   898,704 101,296 0
INSURANCE ACQUISITION CORP A COM 457867109 2,634 223,061 SH   SOLE   201,813 21,248 0
INSURANCE ACQUISITION CW24 RT 457867117 3,673 1,326,047 SH   SOLE   1,175,048 150,999 0
INTERNATIONAL GENERAL CW25 RT G4809J114 397 686,260 SH   SOLE   634,383 51,877 0
INTERNATIONAL GENERAL INSURA COM G4809J106 1,252 175,172 SH   SOLE   175,172 0 0
INTERPRIVATE ACQUISITI CW24 RT 46064A111 294 354,200 SH   SOLE   315,963 38,237 0
INTERPRIVATE ACQUISITION COR COM 46064A103 700 70,000 SH   SOLE   2,472 67,528 0
INVITAE CORP 2 09/01/2024 SDBCV 46185LAB9 1,237 750,000 PRN   SOLE   675,000 75,000 0
IQIYI INC 2 04/01/2025 SDBCV 46267XAD0 20,740 21,705,000 PRN   SOLE   15,508,000 6,197,000 0
IQIYI INC 3.75 12/01/2023 SDBCV 46267XAB4 86,941 81,700,000 PRN   SOLE   72,907,000 8,793,000 0
IRONWOOD PHARMACEUTICALS 0.75 06/15/2024 SDBCV 46333XAF5 29,191 29,500,000 PRN   SOLE   25,832,000 3,668,000 0
IRONWOOD PHARMACEUTICALS 1.5 06/15/2026 SDBCV 46333XAH1 11,314 11,500,000 PRN   SOLE   10,218,000 1,282,000 0
IRONWOOD PHARMACEUTICALS 2.25 06/15/2022 SDBCV 46333XAD0 8,011 7,769,000 PRN   SOLE   6,886,000 883,000 0
ISHARES MSCI EAFE ETF COM 464287465 12,731 200,000 SH Put SOLE   0 0 0
ISHARES MSCI EMERGING MARKET COM 464287234 8,818 200,000 SH Call SOLE   0 0 0
ISHARES RUSSELL 2000 ETF COM 464287655 44,934 300,000 SH Put SOLE   0 0 0
ISHARES SILVER TRUST COM 46428Q109 4,327 200,000 SH Call SOLE   0 0 0
JAWS ACQUISITION CORP CL A COM G50744104 17,546 1,685,421 SH   SOLE   1,306,587 378,834 0
JAWS ACQUISTION CW25 RT G50744112 2,657 1,274,313 SH   SOLE   1,137,624 136,689 0
JOYY INC 0.75 06/15/2025 SDBCV 98426TAD8 97,328 89,970,000 PRN   SOLE   80,780,000 9,190,000 0
JOYY INC 1.375 06/15/2026 SDBCV 98426TAF3 73,696 68,300,000 PRN   SOLE   61,425,000 6,875,000 0
KBL MERGER CORP IV RTS RT 48242A120 224 1,090,800 SH   SOLE   965,750 125,050 0
KENSINGTON CAPITAL ACQ CW27 RT 490073111 564 125,000 SH   SOLE   110,397 14,603 0
KENSINGTON CAPITAL ACQUIS A COM 490073103 3,339 199,312 SH   SOLE   180,081 19,231 0
KISMET ACQUISITION ONE CORP COM G52753129 10,478 1,047,790 SH   SOLE   929,396 118,394 0
KKR REAL ESTATE FIN 6.125 05/15/2023 SDBCV 48251KAB6 24,398 24,775,000 PRN   SOLE   22,093,000 2,682,000 0
LEGACY ACQUISITION CORP CW22 RT 524643111 1,736 3,324,603 SH   SOLE   2,965,250 359,353 0
LGL SYSTEMS ACQUISITI CW26 RT 50201G114 745 683,699 SH   SOLE   606,890 76,809 0
LGL SYSTEMS ACQUISITION A COM 50201G106 6,790 677,650 SH   SOLE   544,193 133,457 0
LIV CAPITAL ACQUISITI CW25 RT G5510C116 142 350,000 SH   SOLE   313,594 36,406 0
LIVEPERSON INC 0.75 03/01/2024 SDBCV 538146AB7 75,271 49,332,000 PRN   SOLE   44,345,000 4,987,000 0
LUMENTUM HOLDINGS INC 0.25 03/15/2024 SDBCV 55024UAB5 3,832 2,739,000 PRN   SOLE   2,462,000 277,000 0
MALACCA STRAITS ACQUI CW27 RT G5859B109 169 425,000 SH   SOLE   376,978 48,022 0
MALACCA STRAITS ACQUISI CL A COM G5859B117 3,427 350,000 SH   SOLE   308,550 41,450 0
MERCADOLIBRE INC 2 08/15/2028 SDBCV 58733RAD4 695,063 275,044,000 PRN   SOLE   248,130,000 26,914,000 0
MERIDA MERGER CORP I COM 58953M106 10,630 1,075,300 SH   SOLE   965,053 110,247 0
MERIDA MERGER CORP I CW26 RT 58953M114 331 537,499 SH   SOLE   482,526 54,973 0
MESA LABORATORIES INC 1.375 08/15/2025 SDBCV 59064RAA7 1,219 1,105,000 PRN   SOLE   993,000 112,000 0
MFA FINANCIAL INC 6.25 06/15/2024 SDBCV 55272XAA0 57,220 61,257,000 PRN   SOLE   55,083,000 6,174,000 0
MICROCHIP TECHNOLOGY INC 1.625 02/15/2025 SDBCV 595017AD6 25,062 11,250,000 PRN   SOLE   9,997,000 1,253,000 0
MICROCHIP TECHNOLOGY INC 1.625 02/15/2027 SDBCV 595017AF1 43,627 28,327,000 PRN   SOLE   25,641,000 2,686,000 0
MOMO INC 1.25 07/01/2025 SDBCV 60879BAB3 82,818 105,383,000 PRN   SOLE   94,490,000 10,893,000 0
NAVSIGHT HOLDINGS INC COM 639358209 15,091 1,500,000 SH   SOLE   1,341,716 158,284 0
NEOGENOMICS INC 1.25 05/01/2025 SDBCV 64049MAA8 3,733 3,000,000 PRN   SOLE   2,665,000 335,000 0
NESCO HOLDINGS CW25 RT 64083J112 161 520,000 SH   SOLE   476,220 43,780 0
NETFIN ACQUISITION CORP CL A COM G6455A107 5,813 560,608 SH   SOLE   529,137 31,471 0
NETFIN AQUISITION CORP CW24 RT G6455A115 2,662 1,972,169 SH   SOLE   1,747,482 224,687 0
NEVRO CORP 2.75 04/01/2025 SDBCV 64157FAC7 5,448 3,500,000 PRN   SOLE   3,059,000 441,000 0
NEW FRONTIER CORP CW23 RT G6461G114 291 169,119 SH   SOLE   158,686 10,433 0
NEW MOUNTAIN FINANCE COR 5.75 08/15/2023 SDBCV 647551AC4 6,644 6,610,000 PRN   SOLE   6,216,000 394,000 0
NEW PROVIDENCE ACQUISI CW24 RT 64822P114 835 682,135 SH   SOLE   607,176 74,959 0
NEW PROVIDENCE ACQUISIT CL A COM 64822P106 7,553 750,000 SH   SOLE   687,682 62,318 0
NEWHOLD INVESTMENT CORP COM 651448201 2,515 250,000 SH   SOLE   219,992 30,008 0
NEXTERA ENERGY INC CVPFD 65339F739 64,226 1,350,000 SH   SOLE   1,207,544 142,456 0
NORTH MOUNTAIN MERGER CORP COM 661204206 10,201 1,000,000 SH   SOLE   894,476 105,524 0
NOVAVAX INC 3.75 02/01/2023 SDBCV 670002AB0 25,725 21,500,000 PRN   SOLE   19,175,000 2,325,000 0
NUANCE COMMUNICATIONS 1 12/15/2035 SDBCV 67020YAK6 1,748 1,200,000 PRN   SOLE   1,072,000 128,000 0
NUANCE COMMUNICATIONS 1.25 04/01/2025 SDBCV 67020YAN0 57,799 32,548,000 PRN   SOLE   29,326,000 3,222,000 0
NUTANIX INC 0 01/15/2023 SDBCV 67059NAB4 30,553 32,517,000 PRN   SOLE   28,995,000 3,522,000 0
OAKTREE ACQUISITION CO CW24 RT G67145113 73 24,999 SH   SOLE   23,243 1,756 0
OAKTREE ACQUISITION CORP A COM G67145105 880 75,000 SH   SOLE   69,730 5,270 0
OAKTREE ACQUISITION CORP II COM G6715X129 3,087 300,000 SH   SOLE   268,343 31,657 0
OKTA INC 0.125 09/01/2025 SDBCV 679295AD7 71,491 53,956,000 PRN   SOLE   48,515,000 5,441,000 0
OMEROS CORP 5.25 02/15/2026 SDBCV 682143AG7 12,339 14,500,000 PRN   SOLE   13,019,000 1,481,000 0
ONE COM G7000X113 8,720 800,000 SH   SOLE   709,604 90,396 0
OPKO HEALTH INC 4.5 02/15/2025 SDBCV 68375NAD5 51,180 43,063,000 PRN   SOLE   38,442,000 4,621,000 0
ORISUN ACQUISITION COR CW24 RT 68632T117 65 215,000 SH   SOLE   200,270 14,730 0
ORISUN ACQUISITION CORP COM 68632T109 2,196 215,000 SH   SOLE   200,270 14,730 0
OSPREY TECHNOLOGY ACQ CW24 RT 68839R120 1,133 830,448 SH   SOLE   741,335 89,113 0
OSPREY TECHNOLOGY ACQUISIT-A COM 68839R104 1,518 148,982 SH   SOLE   0 148,982 0
PAE INC CW23 RT 69290Y117 852 405,222 SH   SOLE   367,306 37,916 0
PANACEA ACQUISITION CORP COM 698102209 1,801 150,000 SH   SOLE   132,236 17,764 0
PENN NATIONAL GAMING INC 2.75 05/15/2026 SDBCV 707569AU3 198,992 61,878,000 PRN   SOLE   55,612,000 6,266,000 0
PINDUODUO INC 0 10/01/2024 SDBCV 722304AB8 585,323 323,215,000 PRN   SOLE   295,033,000 28,182,000 0
PIVOTAL INVESTMENT CORP II A COM 72582K100 2,518 218,420 SH   SOLE   143,953 74,467 0
PIVOTAL INVESTMENT II CW25 RT 72582K118 3,022 803,728 SH   SOLE   722,913 80,815 0
PLUG POWER INC 5.5 03/15/2023 SDBCV 72919PAB9 162,746 28,000,000 PRN   SOLE   25,030,000 2,970,000 0
PRECIGEN INC COM 74017N105 316 90,164 SH   SOLE   75,690 14,474 0
PRECIGEN INC 3.5 07/01/2023 SDBCV 46122TAA0 1,519 3,000,000 PRN   SOLE   2,897,000 103,000 0
PRIME IMPACT ACQUISITION I COM G61074111 20,040 2,000,000 SH   SOLE   1,788,954 211,046 0
PROPERTY SOLUTIONS ACQUISITI COM 74348Q207 6,054 600,000 SH   SOLE   528,942 71,058 0
PROPTECH ACQUISITION A CW26 RT 74349F119 2,757 1,718,024 SH   SOLE   1,533,462 184,562 0
PROPTECH ACQUISITION CORP A COM 74349F101 7,741 695,498 SH   SOLE   628,529 66,969 0
PROSPECT CAPITAL CORP 6.375 03/01/2025 SDBCV 74348TAT9 18,150 17,617,000 PRN   SOLE   16,571,000 1,046,000 0
Q2 HOLDINGS INC 0.75 06/01/2026 SDBCV 74736LAD1 123,780 100,996,000 PRN   SOLE   90,094,000 10,902,000 0
QELL ACQUISITION CORP COM G7307X121 7,620 750,000 SH   SOLE   670,858 79,142 0
RANPAK HOLDINGS CORP COM 75321W103 1,314 138,050 SH   SOLE   130,703 7,347 0
RAPID7 INC 1.25 08/01/2023 SDBCV 753422AB0 44,575 28,560,000 PRN   SOLE   25,730,000 2,830,000 0
REALPAGE INC 1.5 05/15/2025 SDBCV 75606NAC3 8,505 8,228,000 PRN   SOLE   7,460,000 768,000 0
REDBALL ACQUISITION CORP COM G7417R121 28,201 2,668,000 SH   SOLE   2,410,576 257,424 0
REDWOOD TRUST INC 4.75 08/15/2023 SDBCV 758075AC9 14,017 15,306,000 PRN   SOLE   14,435,000 871,000 0
REDWOOD TRUST INC 5.625 07/15/2024 SDBCV 758075AD7 5,553 6,105,000 PRN   SOLE   4,330,000 1,775,000 0
REINVENT TECHNOLOGY PARTNERS COM G7483N111 18,958 1,650,000 SH   SOLE   1,475,888 174,112 0
REPLAY ACQUISITION CORP COM G75130107 16,056 1,577,159 SH   SOLE   1,424,726 152,433 0
REPLAY ACQUISITION CW20 RT G75130115 1,213 1,276,896 SH   SOLE   1,199,564 77,332 0
RH 0 06/15/2023 SDBCV 74967XAA1 35,962 17,600,000 PRN   SOLE   15,903,000 1,697,000 0
RIBBIT LEAP LTD COM G7552B121 2,600 200,000 SH   SOLE   178,895 21,105 0
RISUN ACQUISITION CORP RTS RT 68632T125 116 215,000 SH   SOLE   200,270 14,730 0
RMG ACQUISITION CORP CL A COM 749641106 7,525 703,950 SH   SOLE   666,360 37,590 0
RMG ACQUISITION CORP CW24 RT 749641114 1,048 499,999 SH   SOLE   471,600 28,399 0
SANDBRIDGE ACQUISITION CORP COM 799793203 6,488 650,000 SH   SOLE   581,410 68,590 0
SAREPTA THERAPEUTICS INC 1.5 11/15/2024 SDBCV 803607AB6 67,675 32,702,000 PRN   SOLE   29,024,000 3,678,000 0
SC HEALTH CORP A COM G78516203 550 54,600 SH   SOLE   817 53,783 0
SC HEALTH CORP CW24 RT G78516401 385 349,999 SH   SOLE   325,408 24,591 0
SCHULTZE SPECIAL PURPOSE 24 RT 80821R117 117 225,301 SH   SOLE   201,884 23,417 0
SCVX CORP CLASS A COM G79448208 2,749 275,000 SH   SOLE   203,207 71,793 0
SEACOR HOLDINGS INC 3.25 05/15/2030 SDBCV 811904AN1 24,012 31,613,000 PRN   SOLE   27,993,000 3,620,000 0
SFL CORP LTD 4.875 05/01/2023 SDBCV 824689AG8 34,698 39,640,000 PRN   SOLE   35,665,000 3,975,000 0
SILVER SPIKE ACQUISITI CW24 RT G8136L114 333 550,000 SH   SOLE   512,318 37,682 0
SILVER SPIKE ACQUISITION A COM G8136L106 8,107 800,400 SH   SOLE   688,089 112,311 0
SNAP INC 0.75 08/01/2026 SDBCV 83304AAB2 151,363 109,146,000 PRN   SOLE   98,538,000 10,608,000 0
SOCIAL CAPITAL HEDOSOP CW25 RT G8251K115 11,558 3,010,000 SH   SOLE   2,679,246 330,754 0
SOCIAL CAPITAL HEDOSOP CWXX RT G8250T125 5,040 901,569 SH   SOLE   805,123 96,446 0
SOCIAL CAPITAL HEDOSOPHIA A COM G8251K107 77,276 6,201,939 SH   SOLE   5,376,616 825,323 0
SOCIAL CAPITAL HEDOSOPHIA A COM G8250T109 11,469 603,945 SH   SOLE   547,436 56,509 0
SOFTWARE ACQUISITION G CW26 RT 83406B119 297 312,498 SH   SOLE   280,538 31,960 0
SOFTWARE ACQUISITION GROUP COM 83407F200 6,467 650,000 SH   SOLE   581,410 68,590 0
SOFTWARE ACQUISITION GROUP-A COM 83406B101 636 63,923 SH   SOLE   0 63,923 0
SOUTH MOUNTAIN MERGER CORP A COM 838884104 7,049 674,485 SH   SOLE   604,447 70,038 0
SOUTH MOUNTAIN MERGER CW24 RT 838884112 1,868 1,338,700 SH   SOLE   1,191,125 147,575 0
SPARTAN ENERGY ACQUISIT CW23 RT 846784122 4,849 1,093,418 SH   SOLE   987,344 106,074 0
SPLUNK INC 1.125 09/15/2025 SDBCV 848637AD6 286,993 198,732,000 PRN   SOLE   175,398,000 23,334,000 0
STABLE ROAD ACQUISITI CW26 RT 85236Q117 2,177 2,024,605 SH   SOLE   1,804,313 220,292 0
STABLE ROAD ACQUISITION CL A COM 85236Q109 8,796 872,640 SH   SOLE   773,819 98,821 0
STAR PEAK ENERGY TRANSITION COM 855185203 3,075 300,000 SH   SOLE   266,101 33,899 0
SUNPOWER CORP 4 01/15/2023 SDBCV 867652AL3 24,390 25,626,000 PRN   SOLE   22,677,000 2,949,000 0
SUSTAINABLE OPPORTUNIT CW25I RT G8598Y117 835 478,539 SH   SOLE   420,364 58,175 0
SUSTAINABLE OPPORTUNITIES A COM G8598Y109 9,762 957,082 SH   SOLE   840,729 116,353 0
SWITCHBACK ENERGY ACQ CW24 RT 87105M110 1,099 233,333 SH   SOLE   216,939 16,394 0
SWITCHBACK ENERGY ACQUISIT A COM 87105M102 4,130 264,739 SH   SOLE   239,686 25,053 0
SWITCHBACK ENERGY ACQUISITIO COM 87105M201 1,231 72,076 SH   SOLE   64,779 7,297 0
TAILWING ACQUISITION CORP COM 87403Q201 5,024 500,000 SH   SOLE   447,239 52,761 0
THERAVANCE INC 2.125 01/15/2023 SDBCV 88338TAB0 69,038 72,022,000 PRN   SOLE   64,784,000 7,238,000 0
THUNDER BRIDGE ACQUISI CW26 RT G8857S108 3,328 2,438,900 SH   SOLE   2,160,054 278,846 0
THUNDER BRIDGE ACQUISITION-A COM G8857S116 1,706 167,274 SH   SOLE   0 167,274 0
TORTOISE ACQUISITION CORP II COM G89554110 7,616 700,000 SH   SOLE   626,134 73,866 0
TRACON PHARMACEUTICALS INC COM 89237H209 1,470 284,248 SH   SOLE   284,248 0 0
TREBIA ACQUISITION CORP A COM G9027T109 4,624 454,320 SH   SOLE   284,423 169,897 0
TREBIA ACQUISITION CW RT G9027T117 940 633,473 SH   SOLE   564,546 68,927 0
TRINE ACQUISITION CORP A COM 89628U108 12,613 1,167,896 SH   SOLE   1,048,161 119,735 0
TRINE ACQUISITION CORP CW24 RT 89628U116 2,925 1,114,212 SH   SOLE   991,771 122,441 0
TUSCAN HOLDINGS CORP CW26 RT 90069K112 321 600,000 SH   SOLE   540,191 59,809 0
TUSCAN HOLDINGS CORP II COM 90070A103 1,356 134,660 SH   SOLE   107,282 27,378 0
TUSCAN HOLDINGS CORP II CW25 RT 90070A111 240 514,992 SH   SOLE   494,048 20,944 0
TWC TECH HOLDINGS II CORP COM 90117G204 7,091 700,000 SH   SOLE   626,134 73,866 0
UNION ACQUISITION COR CW25 RT G9402Q126 1,126 1,501,300 SH   SOLE   1,346,069 155,231 0
UNION ACQUISITION CORP II COM G9402Q100 6,211 624,800 SH   SOLE   554,308 70,492 0
US ECOLOGY PARENT INC CW23 RT 91734M111 1,065 223,965 SH   SOLE   211,225 12,740 0
VECTOR ACQUISITION CORP COM G9442R100 20,081 1,980,325 SH   SOLE   1,771,354 208,971 0
VELODYNE LIDAR INC CW25 RT 92259F119 476 100,000 SH   SOLE   85,273 14,727 0
VESPER HEALTHCARE ACQUISITIO COM 92538T203 14,363 1,400,000 SH   SOLE   1,252,268 147,732 0
VISTAS MEDIA ACQUISIT CW26 RT 92840T115 180 650,000 SH   SOLE   576,553 73,447 0
VISTAS MEDIA ACQUISITION C A COM 92840T107 6,435 650,000 SH   SOLE   576,553 73,447 0
VONAGE HOLDINGS CORP 1.75 06/01/2024 SDBCV 92886TAJ1 292 300,000 PRN   SOLE   255,000 45,000 0
WAYFAIR INC 1 08/15/2026 SDBCV 94419LAF8 290,616 140,103,000 PRN   SOLE   127,196,000 12,907,000 0
WAYFAIR INC 1.125 11/01/2024 SDBCV 94419LAD3 120,352 46,795,000 PRN   SOLE   42,336,000 4,459,000 0
WHOLE EARTH BRANDS INC CW24 RT 96684W126 1,789 1,852,430 SH   SOLE   1,645,309 207,121 0
WIX LTD 0 07/01/2023 SDBCV 92940WAB5 42,612 22,675,000 PRN   SOLE   20,176,000 2,499,000 0
WORKIVA INC 1.125 08/15/2026 SDBCV 98139AAB1 37,905 38,016,000 PRN   SOLE   33,903,000 4,113,000 0
YUM CHINA HOLDINGS INC COM 98850P109 1,028 20,000 SH   SOLE   17,975 2,025 0
ZENDESK INC 0.25 03/15/2023 SDBCV 98936JAB7 420 245,000 PRN   SOLE   218,000 27,000 0
ZILLOW GROUP INC 1.375 09/01/2026 SDBCV 98954MAG6 331,185 138,450,000 PRN   SOLE   126,089,000 12,361,000 0
ZILLOW GROUP INC 2.75 05/15/2025 SDBCV 98954MAH4 107,665 62,208,000 PRN   SOLE   56,690,000 5,518,000 0
ZYNGA INC 0.25 06/01/2024 SDBCV 98986TAB4 38,525 30,315,000 PRN   SOLE   27,224,000 3,091,000 0