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
180 LIFE SCIENCE CORP CW23 RT 68236V112 186 200,844 SH   SOLE   188,618 12,226 0
26 CAPITAL ACQ CL A CW27 RT 90138P118 533 633,615 SH   SOLE   593,068 40,547 0
26 CAPITAL ACQUISITION COR A COM 90138P100 12,293 1,267,231 SH   SOLE   1,186,137 81,094 0
7D3 ACQUISITION CORP CW27 RT 23318M118 760 738,281 SH   SOLE   700,299 37,982 0
7GC & CO HOLDINGS CL A CW26 RT 81786A115 392 487,202 SH   SOLE   455,255 31,947 0
7GC & CO HOLDINGS INC CL A COM 81786A107 9,637 974,404 SH   SOLE   910,510 63,894 0
890 5TH AVENUE PA CL A CW27 RT 28250A113 75 89,355 SH   SOLE   83,637 5,718 0
890 5TH AVENUE PARTNERS CL A COM 28250A105 2,597 268,068 SH   SOLE   250,913 17,155 0
8X8 INC 0.5 02/01/2024 SDBCV 282914AB6 122,705 88,035,000 PRN   SOLE   83,090,000 4,945,000 0
ABG ACQUISITION CORP I A COM G00496102 1,457 147,247 SH   SOLE   139,182 8,065 0
ACCELERATE DIAGNOSTICS INC COM 00430H102 2,533 304,500 SH   SOLE   284,151 20,349 0
ACE CONVERGENCE ACQU C CW27 RT G0083D104 2,155 1,090,960 SH   SOLE   1,024,269 66,691 0
ACE CONVERGENCE ACQU CLASS A COM G0083D120 11,561 1,159,594 SH   SOLE   1,055,965 103,629 0
ACIES ACQUISITION CL A CW27 RT G0103T113 461 291,087 SH   SOLE   271,326 19,761 0
ACIES ACQUISITION CORP CL A COM G0103T105 8,671 873,260 SH   SOLE   813,978 59,282 0
ACKRELL SPAC PARTNERS CW26 RT 00461L113 145 292,320 SH   SOLE   273,153 19,167 0
ACKRELL SPAC PARTNERS SUBUNI COM 00461L303 5,776 584,642 SH   SOLE   546,306 38,336 0
ACON S2 ACQUISITION CORP A COM G00748106 4,718 480,935 SH   SOLE   444,036 36,899 0
ACON S2 ACQUISITION CW27 RT G00748114 422 443,991 SH   SOLE   418,797 25,194 0
ADIT EDTECH ACQUISITION CORP COM 007024201 8,611 873,714 SH   SOLE   821,172 52,542 0
ADVANCED MERGER PARTNERS INC COM 00777J208 4,000 400,000 SH   SOLE   375,689 24,311 0
ADVENT TECHNOLOGIES HOLDING CW26 RT 00788A113 1,153 490,645 SH   SOLE   462,286 28,359 0
AEA-BRIDGES IMPACT COR CW25 RT G01046112 747 807,177 SH   SOLE   759,802 47,375 0
AEA-BRIDGES IMPACT CORP CL A COM G01046104 11,434 1,164,354 SH   SOLE   1,085,326 79,028 0
AEVA TECHNOLOGIES INC WARRANTS RT 00835Q111 1,458 444,485 SH   SOLE   414,693 29,792 0
AF ACQUISITION CORP COM 001040203 1,972 200,000 SH   SOLE   187,829 12,171 0
AFRICAN GOLD ACQUISITION COR COM G0112R116 6,916 700,000 SH   SOLE   656,456 43,544 0
AIRBNB INC CLASS A COM 009066101 19,527 103,900 SH   SOLE   97,585 6,315 0
AKAMAI TECHNOLOGIES INC 0.125 05/01/2025 SDBCV 00971TAJ0 62,486 51,587,000 PRN   SOLE   48,769,000 2,818,000 0
AKAMAI TECHNOLOGIES INC 0.375 09/01/2027 SDBCV 00971TAL5 19,016 17,453,000 PRN   SOLE   16,494,000 959,000 0
ALKURI GLOBAL ACQUISITION CO COM 66981N202 1,976 200,000 SH   SOLE   187,559 12,441 0
ALLSCRIPTS HEALTHCARE SO 0.875 01/01/2027 SDBCV 01988PAF5 72,970 55,400,000 PRN   SOLE   52,472,000 2,928,000 0
ALPHA CAPITAL ACQUISITION CO COM G0316P114 3,247 325,000 SH   SOLE   304,783 20,217 0
ALTAIR ENGINEERING INC 0.25 06/01/2024 SDBCV 021369AA1 70,740 48,990,000 PRN   SOLE   46,308,000 2,682,000 0
ALTERYX INC 1 08/01/2026 SDBCV 02156BAF0 6,350 6,998,000 PRN   SOLE   6,616,000 382,000 0
ALTIMAR ACQUISITION CORP A COM G03707109 10,640 1,076,909 SH   SOLE   1,018,301 58,608 0
ALTIMAR ACQUISITION CW RT G03707117 915 646,859 SH   SOLE   602,946 43,913 0
ALTIMETER GROWTH CORP CW25 RT G0370L116 61 19,406 SH   SOLE   18,089 1,317 0
ALTITUDE ACQ CL A CW27 RT 02156Y111 1,261 730,803 SH   SOLE   682,882 47,921 0
ALTITUDE ACQUISITION CORP A COM 02156Y103 14,661 1,461,606 SH   SOLE   1,365,764 95,842 0
ALUSSA ENERGY ACQUISIT CW26 RT G0232J119 715 303,739 SH   SOLE   280,538 23,201 0
ALUSSA ENERGY ACQUISITION A COM G0232J101 241 24,059 SH   SOLE   21,492 2,567 0
AMERICAN VRTUAL CLOUD TECH I CW RT 030382113 768 970,585 SH   SOLE   884,418 86,167 0
AMERICAS TECH ACQ CW27 RT G0404A110 111 194,881 SH   SOLE   182,102 12,779 0
AMERICAS TECHNOLOGY ACQUISIT COM G0404A102 3,871 389,762 SH   SOLE   364,204 25,558 0
AMPLITUDE HEALTHCARE AC CW26 RT 03212A113 53 63,846 SH   SOLE   58,969 4,877 0
AMPLITUDE HEALTHCARE ACQ A COM 03212A105 1,269 127,692 SH   SOLE   117,938 9,754 0
ANZU SPECIAL ACQUISITION COR COM 03737A200 3,970 397,784 SH   SOLE   375,994 21,790 0
APELLIS PHARMACEUTICALS 3.5 09/15/2026 SDBCV 03753UAB2 3,462 2,455,000 PRN   SOLE   2,308,000 147,000 0
APEX TECHNOLOGY ACQUI C CW24 RT 03768F110 8,824 3,336,237 SH   SOLE   3,151,226 185,011 0
APOLLO CMMRL REAL EST FI 4.75 08/23/2022 SDBCV 03762UAB1 106,217 105,843,000 PRN   SOLE   100,058,000 5,785,000 0
APOLLO CMMRL REAL EST FI 5.375 10/15/2023 SDBCV 03762UAC9 66,167 66,926,000 PRN   SOLE   64,229,000 2,697,000 0
APOLLO GLOBAL MANAGEMENT INC COM 03768E105 1,103 23,474 SH   SOLE   23,087 387 0
APOLLO STRATEGIC GROWT CW27 RT G0411R114 2,087 1,630,592 SH   SOLE   1,535,516 95,076 0
APOLLO STRATEGIC GROWTH CAPI COM G0412A110 10,732 1,075,400 SH   SOLE   1,016,531 58,869 0
APOLLO STRATEGIC GROWTH CL A COM G0411R106 32,447 3,277,512 SH   SOLE   3,080,046 197,466 0
ARBOR REALTY TRUST INC 4.75 11/01/2022 SDBCV 038923AP3 46,154 44,220,000 PRN   SOLE   41,791,000 2,429,000 0
ARCHIMEDES TECH SPAC PARTNER COM 039562202 8,208 830,000 SH   SOLE   779,490 50,510 0
ARCLIGHT CLEAN TRANSIT CW27 RT G04561125 3,793 660,164 SH   SOLE   621,173 38,991 0
ARCTOS NORTHSTAR ACQUISITION COM G0477L118 716 71,595 SH   SOLE   67,142 4,453 0
ARES ACQUISITION CORP COM G33032114 12,003 1,200,286 SH   SOLE   1,134,540 65,746 0
ARKO CORP CW25 RT 041242116 3,675 1,770,939 SH   SOLE   1,619,310 151,629 0
ARROWROOT ACQUISITION CORP COM 04282M201 14,910 1,500,000 SH   SOLE   1,408,835 91,165 0
ARTIUS ACQUISITION INC CW26 RT 04316G113 2,199 1,274,613 SH   SOLE   1,199,745 74,868 0
ARTIUS ACQUISITION INC CL A COM 04316G105 17,005 1,683,554 SH   SOLE   1,591,650 91,904 0
ARYA SCIENCES ACQUISITION A COM G31659108 314 30,000 SH   SOLE   28,134 1,866 0
ASPIRATIONAL CONSUMER CW25 RT G05436111 457 322,956 SH   SOLE   298,158 24,798 0
ASTREA ACQUISITION CORP COM 04637C205 5,687 577,385 SH   SOLE   543,531 33,854 0
ATLANTIC AVENUE ACQUIS CW27 RT 04906P119 333 436,630 SH   SOLE   406,989 29,641 0
ATLANTIC AVENUE ACQUISI CL A COM 04906P101 6,559 676,862 SH   SOLE   629,418 47,444 0
ATLANTIC COASTAL ACQUISITION COM 048453203 985 100,000 SH   SOLE   93,922 6,078 0
ATLAS CREST INVESTMENT COR A COM 049284102 4,000 398,069 SH   SOLE   376,363 21,706 0
ATLAS CREST INVESTMENT CORP COM 049287204 4,553 455,000 SH   SOLE   430,135 24,865 0
ATLAS CREST INVESTMENT CW26 RT 049284110 1,880 1,024,862 SH   SOLE   955,288 69,574 0
AUSTERLITZ ACQUISITION CORP COM G0633D117 6,866 683,809 SH   SOLE   645,986 37,823 0
AUSTERLITZ ACQUISITION CORP COM G0633U119 12,036 1,200,000 SH   SOLE   1,125,352 74,648 0
B RILEY PRINCIPAL 150 MERGER COM 05601V202 1,992 199,243 SH   SOLE   188,336 10,907 0
BANDWIDTH INC 0.25 03/01/2026 SDBCV 05988JAB9 161,648 105,621,000 PRN   SOLE   99,157,000 6,464,000 0
BAOZUN INC 1.625 05/01/2024 SDBCV 06684LAB9 81,405 78,833,000 PRN   SOLE   76,165,000 2,668,000 0
BAOZUN INC SPN ADR ADR 06684L103 11,480 300,973 SH   SOLE   282,473 18,500 0
BEST INC 1.75 10/01/2024 SDBCV 08653CAB2 16,786 26,933,000 PRN   SOLE   25,386,000 1,547,000 0
BETTER WORLD ACQ CW27 RT 08772B112 2,065 2,086,391 SH   SOLE   1,971,964 114,427 0
BETTER WORLD ACQUISITION COR COM 08772B104 114 11,439 SH   SOLE   10,750 689 0
BIG ROCK PARTNERS ACQUIS RTS RT 089482129 298 143,533 SH   SOLE   132,393 11,140 0
BILIBILI INC 1.375 04/01/2026 SDBCV 090040AB2 659,505 152,139,000 PRN   SOLE   143,455,000 8,684,000 0
BIOTECH ACQUISITION CO COM G1125A124 6,714 678,849 SH   SOLE   638,841 40,008 0
BITE ACQUISITION CORP COM 09175K204 10,858 1,100,000 SH   SOLE   1,035,931 64,069 0
BLACKLINE INC 0.125 08/01/2024 SDBCV 09239BAB5 32,293 20,352,000 PRN   SOLE   18,906,000 1,446,000 0
BLACKSTONE GROUP INC THE COM 09260D107 2,655 35,620 SH   SOLE   34,511 1,109 0
BLUE WATER ACQ CL A CW27 RT 09607T112 72 131,545 SH   SOLE   122,919 8,626 0
BLUERIVER ACQUISITION CORP COM G1261Q123 4,860 487,428 SH   SOLE   456,316 31,112 0
BOA ACQUISITION CORP COM 05601A208 396 40,000 SH   SOLE   37,512 2,488 0
BRIDGEBIO PHARMA INC 2.5 03/15/2027 SDBCV 10806XAB8 17,911 10,811,000 PRN   SOLE   10,221,000 590,000 0
BROADMARK REALTY CAPIT CW24 RT 11135B118 264 1,300,853 SH   SOLE   1,202,236 98,617 0
BROADSCALE ACQUISITION CORP COM 11134Y200 6,863 692,506 SH   SOLE   654,598 37,908 0
BROADSTONE ACQUISITION COR A COM G1739V100 6,640 678,209 SH   SOLE   626,134 52,075 0
BROADSTONE ACQUISITION CW28 RT G1739V126 228 339,105 SH   SOLE   313,067 26,038 0
BROOGE ENERGY LTD RT G1611B115 958 1,268,848 SH   SOLE   1,156,203 112,645 0
BTRS HOLDINGS IN CW24 RT 11778X112 6,745 1,427,571 SH   SOLE   1,316,215 111,356 0
BURGUNDY TECHNOLOGY ACQ CW25 RT G1702T124 1,974 1,795,173 SH   SOLE   1,651,823 143,350 0
BURGUNDY TECHNOLOGY ACQUIS A COM G1702T116 19,424 1,963,981 SH   SOLE   1,845,599 118,382 0
BYTE ACQUISITION CORP COM G1R25Q121 20,001 2,000,000 SH   SOLE   1,878,289 121,711 0
CA HEALTHCARE ACQUISITION CO COM 12510W206 675 68,214 SH   SOLE   64,475 3,739 0
CANOO INC CW25 RT 13803R110 2,941 1,044,695 SH   SOLE   958,874 85,821 0
CAPSTAR SPECIAL PURPOSE AC A COM 14070Y101 7,548 773,421 SH   SOLE   705,255 68,166 0
CAPSTAR SPECIAL PURPOSE CW27 RT 14070Y119 278 386,710 SH   SOLE   352,627 34,083 0
CARLOTZ INC CW26 RT 142552116 301 183,781 SH   SOLE   173,400 10,381 0
CARNEY TECHNOLOGY ACQ CW27 RT 143636116 69 81,835 SH   SOLE   76,914 4,921 0
CARNEY TECHNOLOGY ACQU CL A COM 143636108 2,379 245,505 SH   SOLE   230,742 14,763 0
CARTESIAN GROWTH CORP COM G19276123 11,939 1,200,000 SH   SOLE   1,125,352 74,648 0
CASCADE ACQUISITION COR CL A COM 147151104 7,576 781,075 SH   SOLE   729,196 51,879 0
CASCADE ACQUISITION COR CW27 RT 147151112 341 390,538 SH   SOLE   364,598 25,940 0
CBRE ACQ HOLDINGS A CW27 RT 12510J114 285 304,501 SH   SOLE   284,534 19,967 0
CBRE ACQUISITION HOLDINGS A COM 12510J106 11,875 1,218,005 SH   SOLE   1,138,137 79,868 0
CC NEUBERGER PRINCIPAL CW25 RT G3166T111 1,185 1,044,069 SH   SOLE   962,573 81,496 0
CC NEUBERGER PRINCIPAL CL A COM G3166T103 17,605 1,785,539 SH   SOLE   1,687,963 97,576 0
CENTENNIAL RESOURCE DEVELO A COM 15136A102 1,051 250,317 SH   SOLE   250,317 0 0
CENTRICUS ACQUISITION CORP COM G2072Q112 7,452 750,000 SH   SOLE   703,345 46,655 0
CERBERUS TELECOM ACQUI CW25 RT G2040C120 510 485,144 SH   SOLE   452,209 32,935 0
CERBERUS TELECOM ACQUISIT A COM G2040C104 14,409 1,455,433 SH   SOLE   1,356,629 98,804 0
CF ACQUISITION CORP IV CW21 RT 12520T110 665 747,044 SH   SOLE   698,058 48,986 0
CF ACQUISITION CORP IV CL A COM 12520T102 21,929 2,241,130 SH   SOLE   2,094,173 146,957 0
CF ACQUISITION CORP V COM 12520R205 5,300 531,141 SH   SOLE   502,047 29,094 0
CF ACQUISITION CORP VI COM 12521J202 6,448 650,000 SH   SOLE   609,566 40,434 0
CF ACQUISITION CORP VIII COM 12520C208 9,920 1,000,000 SH   SOLE   939,145 60,855 0
CF FINANCE ACQ III CW27 RT 12529D116 417 292,173 SH   SOLE   272,767 19,406 0
CF FINANCE ACQUISITION III COM 12529D108 4,764 476,518 SH   SOLE   448,933 27,585 0
CHEGG INC 0.125 03/15/2025 SDBCV 163092AD1 215,333 123,749,000 PRN   SOLE   116,960,000 6,789,000 0
CHP MERGER CORP CW24 RT 12558Y114 944 1,211,384 SH   SOLE   1,109,581 101,803 0
CHP MERGER CORP CLASS A COM 12558Y106 12,881 1,299,776 SH   SOLE   1,299,776 0 0
CHURCHILL CAP V CL A CW27 RT 17144T115 110 85,260 SH   SOLE   79,669 5,591 0
CHURCHILL CAPITAL CORP V A COM 17144T107 3,370 341,041 SH   SOLE   318,678 22,363 0
CHURCHILL CAPITAL CORP VI COM 17143W200 10,059 1,000,000 SH   SOLE   937,794 62,206 0
CHURCHILL CAPITAL CORP VII COM 17144M201 29,910 3,000,000 SH   SOLE   2,813,381 186,619 0
CHURCHILL CAPITAL CORP CW24 RT 17143G114 1,581 1,083,015 SH   SOLE   1,021,298 61,717 0
CITIC CAPITAL ACQUISIT CW27 RT G21513117 759 663,492 SH   SOLE   605,599 57,893 0
CITIC CAPITAL ACQUISITION A COM G21513109 951 95,187 SH   SOLE   35,326 59,861 0
CLARIM ACQUISITION CORP COM 18049C207 2,899 291,319 SH   SOLE   275,264 16,055 0
CLASS ACCELERATION A CW28 RT 18274B114 61 97,479 SH   SOLE   91,241 6,238 0
CLASS ACCELERATION CORP A COM 18274B106 1,884 194,959 SH   SOLE   182,483 12,476 0
CLEVER LEAVES HOLDINGS CW RT 186760112 584 219,658 SH   SOLE   201,884 17,774 0
CLIMATE CHANGE CRISIS CW25 RT 18716C118 485 145,330 SH   SOLE   134,171 11,159 0
CLIMATE REAL IMPACT SOLUTION COM 187171202 3,655 365,571 SH   SOLE   342,237 23,334 0
CLOVER HEALTH INVESTMENTS CW25 RT 18914F111 2,794 1,779,489 SH   SOLE   1,671,923 107,566 0
CM LIFE SCIENCES II INC COM 125842203 3,200 250,000 SH   SOLE   234,448 15,552 0
CM LIFE SCIENCES INC A CW27 RT 18978W117 3,412 678,243 SH   SOLE   626,167 52,076 0
COHN ROBBINS HOLDINGS CW25 RT G23726113 2,865 2,357,014 SH   SOLE   2,219,383 137,631 0
COHN ROBBINS HOLDINGS CL A COM G23726105 33,920 3,450,668 SH   SOLE   3,220,118 230,550 0
COLICITY INC COM 194170205 4,891 484,201 SH   SOLE   457,740 26,461 0
COLLECTIVE GROWTH COR CW RT 19424L119 3,047 1,366,201 SH   SOLE   1,251,424 114,777 0
COLLEGIUM PHARMA INC 2.625 02/15/2026 SDBCV 19459JAA2 30,455 28,000,000 PRN   SOLE   26,368,000 1,632,000 0
COMPUTE HEALTH ACQUISITION C COM 204833206 9,081 900,000 SH   SOLE   844,014 55,986 0
CONCORD ACQ CORP A CW25 RT 206071110 130 146,039 SH   SOLE   136,462 9,577 0
CONCORD ACQUISITION CORP A COM 206071102 2,856 292,077 SH   SOLE   272,924 19,153 0
CONSTELLATION ACQUISITION CO COM G2R18K121 5,785 584,913 SH   SOLE   547,577 37,336 0
CONX CORP CLASS A CW27 RT 212873111 582 485,145 SH   SOLE   452,210 32,935 0
CONX CORP CLASS A SHARES COM 212873103 14,498 1,454,153 SH   SOLE   1,374,513 79,640 0
CORNER GROWTH ACQ CL A CW27 RT G2425N113 458 487,201 SH   SOLE   455,254 31,947 0
CORNER GROWTH ACQUISITION A COM G2425N105 14,309 1,461,606 SH   SOLE   1,365,764 95,842 0
COUPA SOFTWARE INC 0.125 06/15/2025 SDBCV 22266LAC0 215,056 126,274,000 PRN   SOLE   119,420,000 6,854,000 0
COVA ACQUISITION CORP COM G2554Y112 4,922 494,687 SH   SOLE   467,594 27,093 0
CRESCENT ACQUISITION CO CW24 RT 22564L113 408 363,212 SH   SOLE   342,432 20,780 0
CROWN PROPTECH ACQUISITIONS COM G25741128 1,242 125,000 SH   SOLE   117,224 7,776 0
CRUCIBLE ACQ CL A CW25 RT 22877P116 304 219,328 SH   SOLE   205,293 14,035 0
CRUCIBLE ACQUISITION CORP A COM 22877P108 6,619 657,986 SH   SOLE   615,879 42,107 0
CURIOSITYSTREAM INC CW25 RT 23130Q115 360 70,457 SH   SOLE   66,363 4,094 0
CUTERA INC COM 232109108 4,201 139,787 SH   SOLE   139,787 0 0
CVX CORP CLASS A CW25 RT G79448117 368 375,890 SH   SOLE   339,100 36,790 0
D AND Z MEDIA ACQUISITION CO COM 23305Q205 5,785 584,913 SH   SOLE   547,577 37,336 0
DD3 ACQUISITION CORP II A COM 23318M100 4,992 511,562 SH   SOLE   478,018 33,544 0
DECARBONIZATION PLUS ACQU A COM 242797108 6,328 603,229 SH   SOLE   570,185 33,044 0
DECARBONIZATION PLUS ACQUISI COM 242794204 6,271 623,299 SH   SOLE   584,526 38,773 0
DECARBONIZATION PLUS ACQUISI COM 24279D204 9,960 1,000,000 SH   SOLE   939,145 60,855 0
DECARBONIZATION PLUS CW25 RT 242797116 812 436,630 SH   SOLE   406,989 29,641 0
DEEP LAKE CAPITAL ACQUIS CLA COM G27029100 1,988 202,925 SH   SOLE   190,200 12,725 0
DEEP LAKE CAPITAL CL B CW27 RT G27029118 66 101,462 SH   SOLE   95,100 6,362 0
DELWINDS INSURANC CL A CW27 RT 24803C110 152 292,321 SH   SOLE   273,153 19,168 0
DELWINDS INSURANCE CLASS A COM 24803C102 5,670 584,642 SH   SOLE   546,306 38,336 0
DFP HEALTHCARE ACQUISIT CL A COM 23343Q100 970 97,271 SH   SOLE   88,607 8,664 0
DFP HEALTHCARE ACQUISIT CW22 RT 23343Q118 35 24,316 SH   SOLE   22,151 2,165 0
DHB CAPITAL CORP COM 23291W208 5,952 600,000 SH   SOLE   563,534 36,466 0
DHC ACQUISITION CORP COM G2758T125 5,994 600,000 SH   SOLE   563,534 36,466 0
DIAMONDHEAD HOLDINGS CORP COM 25278L204 1,795 181,163 SH   SOLE   171,246 9,917 0
DMY TECH GRP III CL A CW26 RT 233278118 894 389,563 SH   SOLE   363,688 25,875 0
DMY TECHNOLOGY GR III CL A COM 233278100 16,782 1,558,254 SH   SOLE   1,454,754 103,500 0
DMY TECHNOLOGY GROUP CW27 RT 233277110 1,374 325,598 SH   SOLE   300,065 25,533 0
DRAGONEER GROWTH OPPORTUNIWS RT G28302118 46 29,049 SH   SOLE   26,611 2,438 0
DUNE ACQ CL A CW27 RT 265334110 215 341,041 SH   SOLE   318,678 22,363 0
DUNE ACQUISITION CORP CL A COM 265334102 6,657 682,083 SH   SOLE   637,356 44,727 0
E MERGE TECHNOLOGY ACQ CW25 RT 26873Y112 1,201 1,257,550 SH   SOLE   1,173,294 84,256 0
E MERGE TECHNOLOGY ACQUISI A COM 26873Y104 31,996 3,281,642 SH   SOLE   3,058,457 223,185 0
EAST RESOURCES ACQUIS CW27 RT 274681113 39 48,339 SH   SOLE   44,079 4,260 0
EAST RESOURCES ACQUISITION A COM 274681105 4,309 440,550 SH   SOLE   414,673 25,877 0
EAST STONE ACQUISITION CORP COM G2911D108 6,080 608,641 SH   SOLE   561,993 46,648 0
EAST STONE ACQUISITION CW26 RT G2911D116 105 413,225 SH   SOLE   377,168 36,057 0
EAST STONE ACQUISITION RIGHT RT G2911D132 195 608,641 SH   SOLE   561,993 46,648 0
ECP ENVIRONMENTAL GROWTH OPP COM 26829T209 3,024 300,000 SH   SOLE   281,338 18,662 0
EDIFY ACQ CL A CW27 RT 28059Q111 77 146,219 SH   SOLE   136,862 9,357 0
EDIFY ACQUISITION CORP CL A COM 28059Q103 2,822 292,438 SH   SOLE   273,724 18,714 0
EMPOWER LTD CLASS A COM G3R39W102 4,841 485,144 SH   SOLE   452,210 32,934 0
EMPOWER LTD CLASS A CW27 RT G3R39W110 508 433,919 SH   SOLE   408,867 25,052 0
ENCORE CAP EUR FINANCE 4.5 09/01/2023 SDBCV 29260UAA5 22,090 19,248,000 PRN   SOLE   18,325,000 923,000 0
ENCORE CAPITAL GROUP INC 3.25 10/01/2025 SDBCV 292554AM4 18,399 15,108,000 PRN   SOLE   14,245,000 863,000 0
ENERGY SELECT SECTOR SPDR COM 81369Y506 14,718 300,000 SH Call SOLE   0 0 0
EPIPHANY TECHNOLOGY AC CW27 RT 29429X117 536 649,862 SH   SOLE   608,275 41,587 0
EPIPHANY TECHNOLOGY ACQ CL A COM 29429X109 19,086 1,949,586 SH   SOLE   1,824,826 124,760 0
EQ HEALTH ACQUISITION CORP COM 26886A200 1,931 194,871 SH   SOLE   182,526 12,345 0
EQUITY DISTRIBUTION A CW25 RT 29465E114 414 389,170 SH   SOLE   359,289 29,881 0
EQUITY DISTRIBUTION ACQUIS A COM 29465E106 10,261 1,035,404 SH   SOLE   978,725 56,679 0
ESM ACQUISITION CORP COM G3195H120 2,983 300,000 SH   SOLE   281,767 18,233 0
ETSY INC 0.125 10/01/2026 SDBCV 29786AAJ5 190,699 80,452,000 PRN   SOLE   74,704,000 5,748,000 0
EUROPEAN BIOTECH ACQUISITION COM G3167F110 5,013 498,000 SH   SOLE   469,372 28,628 0
EUROPEAN SUSTAINABLE A CW28 RT G3194F117 94 146,228 SH   SOLE   136,895 9,333 0
EUROPEAN SUSTAINABLE GROW A COM G3194F109 2,842 292,457 SH   SOLE   273,790 18,667 0
EVERBRIDGE INC 0.125 12/15/2024 SDBCV 29978AAC8 128,984 100,867,000 PRN   SOLE   95,065,000 5,802,000 0
EVO ACQUISITION CORP COM 30052G207 993 100,000 SH   SOLE   93,779 6,221 0
EVOLENT HEALTH INC 1.5 10/15/2025 SDBCV 30050BAD3 43,797 46,535,000 PRN   SOLE   43,294,000 3,241,000 0
EVOLENT HEALTH INC 2 12/01/2021 SDBCV 30050BAB7 541 500,000 PRN   SOLE   481,000 19,000 0
EXACT SCIENCES CORP 0.375 03/01/2028 SDBCV 30063PAC9 356,932 275,977,000 PRN   SOLE   261,131,000 14,846,000 0
EXACT SCIENCES CORP 0.375 03/15/2027 SDBCV 30063PAB1 132,365 96,720,000 PRN   SOLE   91,101,000 5,619,000 0
EZCORP INC 2.375 05/01/2025 SDBCV 302301AE6 10,013 12,189,000 PRN   SOLE   11,544,000 645,000 0
EZCORP INC 2.875 07/01/2024 SDBCV 302301AF3 35,615 38,703,000 PRN   SOLE   35,768,000 2,935,000 0
FALCON CAPITAL ACQUIS CW27 RT 30606L116 476 322,956 SH   SOLE   298,158 24,798 0
FAR PEAK ACQ CL A CW25 RT G3312L111 1,082 974,403 SH   SOLE   910,509 63,894 0
FAR PEAK ACQUISITION CORP A COM G3312L103 28,560 2,923,212 SH   SOLE   2,731,528 191,684 0
FAST ACQUISITION CORP II COM 311874200 4,970 500,000 SH   SOLE   469,572 30,428 0
FG NEW AMERICA ACQUISI CW27 RT 30259V114 1,635 1,089,979 SH   SOLE   1,006,287 83,692 0
FG NEW AMERICA ACQUISITION A COM 30259V106 22,214 2,179,958 SH   SOLE   2,012,573 167,385 0
FIFTH WALL ACQUISITION COR A COM 316790104 1,126 112,603 SH   SOLE   106,456 6,147 0
FINANCIAL SELECT SECTOR SPDR COM 81369Y605 13,412 393,900 SH Call SOLE   0 0 0
FINSERV ACQUISITION CORP II COM 31809Y202 3,249 326,000 SH   SOLE   305,721 20,279 0
FINSERV ACQUISITITION CW26 RT 318085115 3,739 1,091,568 SH   SOLE   996,483 95,085 0
FINTECH ACQUISI CORP CW25 RT 31810N112 449 322,956 SH   SOLE   298,158 24,798 0
FINTECH ACQUISITION CORP V A COM 31810Q107 2,358 210,333 SH   SOLE   198,782 11,551 0
FINTECH ACQUISITION V CW25 RT 31810Q115 1,371 559,334 SH   SOLE   524,051 35,283 0
FINTECH EVOLUTION ACQUISITIO COM G3R19A112 416 42,101 SH   SOLE   39,793 2,308 0
FIREEYE INC 0.875 06/01/2024 SDBCV 31816QAF8 45,502 40,284,000 PRN   SOLE   38,023,000 2,261,000 0
FISKER INC CW23 RT 33813J114 3,810 446,656 SH   SOLE   420,276 26,380 0
FLAME ACQUISITION CORP COM 33850F207 3,972 400,000 SH   SOLE   375,117 24,883 0
FOLEY TRASIMENE ACQ CLASS A COM 34431F104 6,179 615,416 SH   SOLE   371,761 243,655 0
FOLEY TRASIMENE ACQUI CW25 RT 34431F112 1,386 871,804 SH   SOLE   790,587 81,217 0
FORESIGHT ACQUISITION CORP COM 34552Y205 2,973 300,000 SH   SOLE   281,338 18,662 0
FOREST ROAD ACQ CL A CW27 RT 34619R110 1,129 422,027 SH   SOLE   393,996 28,031 0
FOREST ROAD ACQUISITION CORP COM 34619V202 4,034 405,000 SH   SOLE   382,892 22,108 0
FOREST ROAD ACQUISITION CL A COM 34619R102 4,995 493,499 SH   SOLE   470,554 22,945 0
FORTISTAR SUSTAINABLE SOLUTI COM 34962M205 4,477 452,235 SH   SOLE   427,464 24,771 0
FORTRESS CAP ACQ CL A CW27 RT G36427121 100 97,479 SH   SOLE   91,241 6,238 0
FORTRESS CAPITAL ACQUISITI A COM G36427105 4,781 487,396 SH   SOLE   456,206 31,190 0
FORTRESS VALUE ACQUISI CW27 RT 349642116 133 86,528 SH   SOLE   80,735 5,793 0
FORTRESS VALUE ACQUISITIN IV COM 34964K207 9,900 1,000,000 SH   SOLE   939,145 60,855 0
FORTRESS VALUE ACQUISITION COM 34964G206 6,874 686,096 SH   SOLE   648,643 37,453 0
FORUM MERGER III CORP CW27 RT 349885111 200 107,922 SH   SOLE   100,690 7,232 0
FORUM MERGER IV CORP COM 349875203 5,941 600,000 SH   SOLE   563,487 36,513 0
FRAZIER LIFESCIENCES AC CW25 RT G3710A113 60 64,960 SH   SOLE   60,701 4,259 0
FRAZIER LIFESCIENCES ACQUI A COM G3710A105 1,879 188,681 SH   SOLE   178,338 10,343 0
FREEDOM ACQUISITION I CORP COM G3663X102 4,487 449,800 SH   SOLE   425,161 24,639 0
FRONTIER ACQUISITION CORP COM G36826116 7,620 767,377 SH   SOLE   725,461 41,916 0
FTAC ATHENA ACQUISITION CORP COM G37283127 6,000 600,000 SH   SOLE   562,676 37,324 0
FTAC HERA ACQUISITION CORP COM G3728Y129 14,985 1,500,000 SH   SOLE   1,408,835 91,165 0
FTAC OLYMPUS ACQ CORP CW25 RT G37288126 4,724 2,218,051 SH   SOLE   2,072,174 145,877 0
FTAC OLYMPUS ACQ CORP A COM G37288100 20,979 1,984,776 SH   SOLE   1,879,704 105,072 0
FTAC PARNASSUS ACQUISITION C COM 30319B207 14,895 1,500,000 SH   SOLE   1,408,717 91,283 0
FUSION ACQUISITION CORP II COM 36118N201 14,894 1,500,000 SH   SOLE   1,406,691 93,309 0
FUSION ACQUISITION CORP A COM 36118H105 11,943 1,199,117 SH   SOLE   1,000,000 199,117 0
FUSION ACQUISITION CW27 RT 36118H113 1,310 1,115,212 SH   SOLE   1,015,654 99,558 0
G&P ACQUISITION CORP COM 36146G202 8,184 825,000 SH   SOLE   774,794 50,206 0
GALILEO ACQUISITION CORP COM G3770A102 7,351 735,136 SH   SOLE   694,839 40,297 0
GALILEO ACQUISITION CORP RT G3770A110 679 1,234,038 SH   SOLE   1,137,436 96,602 0
GAMING & HOSPITALITY ACQUISI COM 364681205 6,779 684,781 SH   SOLE   647,295 37,486 0
GCM GROSVENOR INC A CW25 RT 36831E116 1,564 1,314,118 SH   SOLE   1,198,932 115,186 0
GDS HOLDINGS LIMITED 2 06/01/2025 SDBCV 36165LAB4 141,049 83,850,000 PRN   SOLE   78,998,000 4,852,000 0
GENERAL ELECTRIC CO COM 369604103 7,052 537,146 SH   SOLE   495,676 41,470 0
GIGCAPITAL2 INC RIGHTS RT 375036126 1,011 3,064,711 SH   SOLE   2,876,238 188,473 0
GIGCAPITAL2 INC CW24 RT 375036118 1,104 1,481,724 SH   SOLE   1,305,063 176,661 0
GIGCAPITAL3 INC CW25 RT 37519D115 211 97,276 SH   SOLE   88,841 8,435 0
GIGCAPITAL4 INC COM 37518G200 2,714 275,000 SH   SOLE   257,893 17,107 0
GLENFARNE MERGER CORP COM 378579205 24,552 2,475,000 SH   SOLE   2,324,383 150,617 0
GLOBAL BLUE GROUP HOLDING AG RT H33700115 3,411 2,819,174 SH   SOLE   2,647,630 171,544 0
GLOBAL SYNERGY ACQUIS CW27 RT G3934J122 127 243,698 SH   SOLE   228,103 15,595 0
GLOBAL SYNERGY ACQUISITION A COM G3934J106 4,727 487,396 SH   SOLE   456,206 31,190 0
GLORY STAR NEW MEDIA GROUP H COM G39973105 283 76,203 SH   SOLE   71,885 4,318 0
GO ACQUISITION CORP CW27GO RT 362019119 290 322,764 SH   SOLE   295,668 27,096 0
GO ACQUISITION CORP CLASS A COM 362019101 7,087 719,454 SH   SOLE   680,051 39,403 0
GOAL ACQUISITIONS CORP COM 38021H206 8,008 800,000 SH   SOLE   750,235 49,765 0
GOLAR LNG LTD 2.75 02/15/2022 SDBCV 38046YAB7 32,558 33,537,000 PRN   SOLE   31,700,000 1,837,000 0
GOLDEN FALCON ACQ CL A CW26 RT 38102H117 173 248,473 SH   SOLE   232,180 16,293 0
GOLDEN FALCON ACQUISITI CL A COM 38102H109 4,805 496,946 SH   SOLE   464,360 32,586 0
GORES GUGGENHEIM INC COM 38286Q206 14,895 1,500,000 SH   SOLE   1,408,717 91,283 0
GORES HOLDINGS V INC CW27 RT 382864114 150 96,829 SH   SOLE   88,700 8,129 0
GORES HOLDINGS V INC CLASS A COM 382864106 4,831 484,147 SH   SOLE   443,502 40,645 0
GORES HOLDINGS VI A CW27 RT 38286R113 550 136,416 SH   SOLE   127,471 8,945 0
GORES HOLDINGS VII INC COM 38286T200 8,466 850,000 SH   SOLE   797,125 52,875 0
GORES HOLDINGS VIII INC COM 382863207 5,000 500,000 SH   SOLE   468,897 31,103 0
GORES METROPOULOS II CW28 RT 382873115 154 97,485 SH   SOLE   91,263 6,222 0
GORES METROPOULOS II INC A COM 382873107 4,781 487,428 SH   SOLE   456,316 31,112 0
GORES TECHNOLOGY PARTNERS II COM 38287L206 7,484 750,000 SH   SOLE   708,813 41,187 0
GORES TECHNOLOGY PARTNERS IN COM 382870202 4,211 420,659 SH   SOLE   397,722 22,937 0
GREEN PLAINS INC 2.25 03/15/2027 SDBCV 393222AK0 26,988 24,000,000 PRN   SOLE   22,659,000 1,341,000 0
GREENROSE ACQUISITION CW24 RT 395392111 820 982,169 SH   SOLE   923,274 58,895 0
GREENVISION ACQU CORP RGT RT 39678G129 56 97,197 SH   SOLE   89,772 7,425 0
GREENVISION ACQUISITION CORP COM 39678G103 987 97,197 SH   SOLE   89,772 7,425 0
GREENVISION ACQUITION CW24 RT 39678G111 90 97,197 SH   SOLE   89,772 7,425 0
GRID DYNAMICS HOLDINGS CW23 RT 39813G117 6,602 1,092,965 SH   SOLE   1,053,275 39,690 0
GROWTH CAPITAL ACQUISITION C COM 39986V206 6,032 609,285 SH   SOLE   570,394 38,891 0
GS ACQUISITION HOLDINGS A COM 36258Q105 4,047 387,900 SH   SOLE   353,271 34,629 0
GS ACQUISITION HOLDINGS CW25 RT 36258Q113 214 96,975 SH   SOLE   88,318 8,657 0
GX ACQUISITION CORP CL A COM 36251A107 7,112 705,647 SH   SOLE   666,984 38,663 0
GX ACQUISITION CORP CW26 RT 36251A115 3,080 2,812,229 SH   SOLE   2,569,078 243,151 0
GX ACQUISITION CORP II COM 36260F204 14,985 1,500,000 SH   SOLE   1,408,717 91,283 0
HAEMONETICS CORP MASS COM 405024100 6,211 55,954 SH   SOLE   55,954 0 0
HALL OF FAME RESORT CW RT 40619L110 1,652 998,877 SH   SOLE   957,945 40,932 0
HALOZYME THERAPEUTICS IN 1.25 12/01/2024 SDBCV 40637HAB5 9,183 5,000,000 PRN   SOLE   4,920,000 80,000 0
HAMILTON LANE ALL CLAS CW26 RT 40749M111 90 113,725 SH   SOLE   106,448 7,277 0
HAMILTON LANE ALL CLASS A COM 40749M103 3,327 341,177 SH   SOLE   319,344 21,833 0
HANNON ARMSTRONG SUSTAIN 0 08/15/2023 SDBCV 41068XAD2 63,252 50,358,000 PRN   SOLE   47,474,000 2,884,000 0
HANNON ARMSTRONG SUSTAIN 4.125 09/01/2022 SDBCV 41068XAB6 17,397 8,425,000 PRN   SOLE   7,887,000 538,000 0
HAYMAKER ACQUISITION CORP COM 42087R207 994 100,000 SH   SOLE   93,922 6,078 0
HEALTH ASSURANCE ACQU CW25 RT 42226W117 427 170,434 SH   SOLE   159,114 11,320 0
HEALTH ASSURANCE ACQUISIT A COM 42226W109 6,967 681,736 SH   SOLE   636,455 45,281 0
HEALTHCARE CAPITAL CORP COM 42228C200 14,130 1,431,624 SH   SOLE   1,345,809 85,815 0
HEALTHCARE SERVICES ACQUI A COM 42227K104 7,546 779,523 SH   SOLE   728,407 51,116 0
HEALTHCARE SERVICES CW27 RT 42227K112 245 389,761 SH   SOLE   364,203 25,558 0
HEALTHCOR CATALIO ACQUISIT A COM G44125105 389 38,994 SH   SOLE   36,505 2,489 0
HELIX ENERGY SOLUTIONS 4.125 09/15/2023 SDBCV 42330PAJ6 11,931 12,288,000 PRN   SOLE   11,278,000 1,010,000 0
HELIX ENERGY SOLUTIONS 4.25 05/01/2022 SDBCV 42330PAH0 11,607 11,864,000 PRN   SOLE   10,862,000 1,002,000 0
HENNESSY CAPITAL INVESTMENT COM 42589T206 1,973 194,959 SH   SOLE   182,483 12,476 0
HERBALIFE LTD 2.625 03/15/2024 SDBCV 42703MAD5 75,461 72,030,000 PRN   SOLE   68,180,000 3,850,000 0
HH&L ACQUISITION CORP COM G39714111 8,070 799,000 SH   SOLE   750,235 48,765 0
HIG ACQUISITION CORP A CW25 RT G44898123 1,199 1,170,289 SH   SOLE   1,093,971 76,318 0
HIG ACQUISITION CORP CLASS A COM G44898107 24,133 2,427,842 SH   SOLE   2,294,849 132,993 0
HIGHCAPE CAPITAL ACQUI CW27 RT 42984L113 1,106 328,120 SH   SOLE   307,823 20,297 0
HIGHLAND TRANSCEN CL A CW27 RT G44690124 229 194,881 SH   SOLE   182,102 12,779 0
HIGHLAND TRANSCEND PART CL A COM G44690108 4,876 498,525 SH   SOLE   471,198 27,327 0
HOLICITY INC CLASS A CW27 RT 435063110 469 161,382 SH   SOLE   147,834 13,548 0
HORIZON ACQUISITION COR CL A COM G46049105 37,571 3,802,805 SH   SOLE   3,548,022 254,783 0
HORIZON ACQUISITION CW25 RT G46049113 1,388 1,267,602 SH   SOLE   1,182,674 84,928 0
HPX CORP A COM G32219100 4,984 507,558 SH   SOLE   462,824 44,734 0
HPX CORP A CW25 RT G32219126 204 253,779 SH   SOLE   231,412 22,367 0
HUAZHU GROUP LTD 0.375 11/01/2022 SDBCV 16949NAC3 55,003 42,094,000 PRN   SOLE   39,611,000 2,483,000 0
HUDSON EXECUTIV INV CORP III COM 44376L206 6,958 701,400 SH   SOLE   663,004 38,396 0
HUDSON EXECUTIVE INV CW25 RT 443761119 1,554 1,071,902 SH   SOLE   976,713 95,189 0
HUDSON EXECUTIVE INVEST CL A COM 443761101 1,215 122,457 SH   SOLE   66,955 55,502 0
HUDSON EXECUTIVE INVESTMENT COM 443760202 4,058 413,635 SH   SOLE   391,405 22,230 0
HUMANCO ACQ CL A CW27 RT 44487N117 46 36,540 SH   SOLE   34,144 2,396 0
HUMANCO ACQUISITION COR CL A COM 44487N109 720 72,480 SH   SOLE   68,288 4,192 0
HYCROFT MINING HOLDING RT 44862P117 567 1,080,498 SH   SOLE   1,004,153 76,345 0
IBERE PHARMACEUTICALS COM G46843127 4,437 450,000 SH   SOLE   422,007 27,993 0
IG ACQUISITION CORP A CW27 RT 449534114 1,403 1,431,184 SH   SOLE   1,334,046 97,138 0
IG ACQUISITION CORP CLASS A COM 449534106 28,281 2,862,369 SH   SOLE   2,668,093 194,276 0
IGNYTE ACQUISITION CORP COM 45175H106 1,176 121,857 SH   SOLE   114,079 7,778 0
IGNYTE ACQUISITION CW27 RT 45175H114 54 60,928 SH   SOLE   57,040 3,888 0
IMAX CORP COM 45245E109 1,583 78,811 SH   SOLE   73,455 5,356 0
IMPINJ INC 2 12/15/2026 SDBCV 453204AA7 9,007 5,000,000 PRN   SOLE   4,709,000 291,000 0
INFINERA CORP 2.5 03/01/2027 SDBCV 45667GAE3 50,725 34,795,000 PRN   SOLE   32,357,000 2,438,000 0
INNOVIVA INC 2.5 08/15/2025 SDBCV 45781MAB7 34,634 32,622,000 PRN   SOLE   30,795,000 1,827,000 0
INSEEGO CORP 3.25 05/01/2025 SDBCV 45782BAD6 15,612 14,835,000 PRN   SOLE   14,006,000 829,000 0
INSU ACQUISITION CORP III A COM 457817104 9,485 953,307 SH   SOLE   901,051 52,256 0
INSU ACQUISITION III CW26 RT 457817112 308 324,801 SH   SOLE   303,503 21,298 0
INSULET CORPORATION 0.375 09/01/2026 SDBCV 45784PAK7 9,271 6,967,000 PRN   SOLE   6,587,000 380,000 0
INTERNATIONAL GENERAL CW25 RT G4809J114 595 667,894 SH   SOLE   634,383 33,511 0
INTERPRIVATE II ACQUISITION COM 46064Q207 12,362 1,250,000 SH   SOLE   1,174,029 75,971 0
INTERPRIVATE III FINANCIAL COM 46064R205 12,325 1,250,000 SH   SOLE   1,174,029 75,971 0
INTERPRIVATE IV INFRATECH COM 46064T201 12,407 1,253,200 SH   SOLE   1,176,222 76,978 0
INVITAE CORP 2 09/01/2024 SDBCV 46185LAB9 45,437 29,979,000 PRN   SOLE   28,212,000 1,767,000 0
ION ACQUISITION CORP 2 LTD COM G49393120 4,318 425,000 SH   SOLE   401,136 23,864 0
IQIYI INC 2 04/01/2025 SDBCV 46267XAD0 58,347 62,781,000 PRN   SOLE   56,214,000 6,567,000 0
IQIYI INC 3.75 12/01/2023 SDBCV 46267XAB4 86,720 85,965,000 PRN   SOLE   80,983,000 4,982,000 0
IQIYI INC 4 12/15/2026 SDBCV 46267XAE8 101,877 98,100,000 PRN   SOLE   91,481,000 6,619,000 0
IRONWOOD PHARMACEUTICALS 0.75 06/15/2024 SDBCV 46333XAF5 29,850 26,849,000 PRN   SOLE   25,419,000 1,430,000 0
IRONWOOD PHARMACEUTICALS 1.5 06/15/2026 SDBCV 46333XAH1 7,007 6,201,000 PRN   SOLE   5,850,000 351,000 0
ISOS ACQUISITION CORP COM G4962C120 6,972 700,000 SH   SOLE   657,457 42,543 0
ITHAX ACQUISITION CORP COM G49775110 6,838 682,399 SH   SOLE   638,841 43,558 0
ITIQUIRA ACQUISITION CORP COM G49773123 994 100,000 SH   SOLE   93,779 6,221 0
IVANHOE CAPITAL ACQUISIT A COM G4R87P114 4,777 482,103 SH   SOLE   455,712 26,391 0
IVANHOE CAPITAL CL A CW27 RT G4R87P106 212 162,464 SH   SOLE   152,068 10,396 0
JACK CREEK INVESTMENT CORP COM G4989X107 1,955 197,332 SH   SOLE   186,524 10,808 0
JAWS ACQUISTION CW25 RT G50744112 4,032 1,240,842 SH   SOLE   1,137,624 103,218 0
JAWS MUSTANG ACQUISITION COR COM G50737116 10,151 1,000,000 SH   SOLE   946,654 53,346 0
JAWS SPITFIRE ACQ CL A CW25 RT G50740110 238 121,801 SH   SOLE   113,814 7,987 0
JAWS SPITFIRE ACQUISITION A COM G50740102 4,993 487,202 SH   SOLE   455,255 31,947 0
JOFF FINTECH ACQUISITION COR COM 46592C209 2,713 272,616 SH   SOLE   257,684 14,932 0
JOYY INC 0.75 06/15/2025 SDBCV 98426TAD8 123,536 103,155,000 PRN   SOLE   97,088,000 6,067,000 0
JOYY INC 1.375 06/15/2026 SDBCV 98426TAF3 131,014 110,000,000 PRN   SOLE   103,569,000 6,431,000 0
KADEM SUSTAINABLE IMPACT COR COM 48284E204 16,796 1,700,000 SH   SOLE   1,596,546 103,454 0
KENSINGTON CAPITAL ACQUISITI COM 49006L203 3,592 350,000 SH   SOLE   328,228 21,772 0
KERNEL GROUP HOLDINGS INC COM G5259L111 1,686 168,982 SH   SOLE   159,725 9,257 0
KINS TECH GROUP CL A CW25 RT 49714K117 101 146,161 SH   SOLE   136,576 9,585 0
KINS TECHNOLOGY GROUP INC A COM 49714K109 2,868 292,321 SH   SOLE   273,152 19,169 0
KISMET ACQUISITION ONE CORP COM G52753103 10,540 1,064,670 SH   SOLE   979,496 85,174 0
KISMET ACQUISITION ONE WT RT G52753111 667 885,245 SH   SOLE   826,986 58,259 0
KISMET ACQUISITION THREE COR COM G5276C128 5,928 600,000 SH   SOLE   562,676 37,324 0
KISMET ACQUISITION TWO CORP COM G52807123 4,971 500,000 SH   SOLE   468,897 31,103 0
KKR REAL ESTATE FIN 6.125 05/15/2023 SDBCV 48251KAB6 6,962 6,759,000 PRN   SOLE   6,195,000 564,000 0
KL ACQUISITION CORP CW28 RT 49837C117 354 487,396 SH   SOLE   456,207 31,189 0
KL ACQUISITION CORP/MO CLS A COM 49837C109 14,184 1,462,189 SH   SOLE   1,368,619 93,570 0
LAZARD GROWTH ACQUISITION CO COM G54035129 6,555 655,530 SH   SOLE   614,521 41,009 0
LEFTERIS ACQUISITION A CW25 RT 52470X117 659 566,002 SH   SOLE   527,578 38,424 0
LEFTERIS ACQUISITION CORP A COM 52470X109 14,929 1,517,177 SH   SOLE   1,434,125 83,052 0
LEGATO MERGER CORP COM 52473X106 8,965 926,113 SH   SOLE   866,999 59,114 0
LEGATO MERGER CORP CW25 RT 52473X114 449 926,113 SH   SOLE   866,999 59,114 0
LEISURE ACQUISITION COR CW22 RT 52539T115 55 68,157 SH   SOLE   64,238 3,919 0
LEO HOLDINGS CORP II CLASS A COM G5463R102 9,475 974,793 SH   SOLE   912,413 62,380 0
LEO HOLDINGS II CL A CW28 RT G5463R128 188 243,696 SH   SOLE   228,103 15,593 0
LEO HOLDINGS III CORP COM G5463T116 7,351 750,000 SH   SOLE   703,345 46,655 0
LGL SYSTEMS ACQUISITI CW26 RT 50201G114 835 664,916 SH   SOLE   606,890 58,026 0
LGL SYSTEMS ACQUISITION A COM 50201G106 4,807 483,658 SH   SOLE   457,169 26,489 0
LIBERTY MEDIA ACQ CL A CW27 RT 53073L112 77 22,794 SH   SOLE   21,469 1,325 0
LIBERTY MEDIA ACQUISITION A COM 53073L104 1,145 113,966 SH   SOLE   107,344 6,622 0
LIGAND PHARMACEUTICALS I 0.75 05/15/2023 SDBCV 53220KAF5 1,420 1,372,000 PRN   SOLE   1,293,000 79,000 0
LIGHTJUMP ACQUISITION CORP COM 53228M106 14,195 1,464,965 SH   SOLE   1,381,865 83,100 0
LIGHTJUMP ACQUISITION CW27 RT 53228M114 385 732,481 SH   SOLE   690,932 41,549 0
LIV CAPITAL ACQUISITI CW25 RT G5510C116 673 1,150,543 SH   SOLE   1,084,929 65,614 0
LIV CAPITAL ACQUISITION CORP COM G5510C124 753 68,589 SH   SOLE   64,909 3,680 0
LIVE OAK ACQ CL A CW25 RT 53804W114 239 167,617 SH   SOLE   158,135 9,482 0
LIVE OAK MOBILITY ACQUISITIO COM 538126202 5,170 517,984 SH   SOLE   489,678 28,306 0
LIVEPERSON INC 0.75 03/01/2024 SDBCV 538146AB7 60,702 39,327,000 PRN   SOLE   36,989,000 2,338,000 0
LMF ACQUISITION OPPORTUNITIE COM 502015209 2,477 243,714 SH   SOLE   228,158 15,556 0
LOCUST WALK ACQUI CL A CW27 RT 54015L111 179 303,062 SH   SOLE   285,279 17,783 0
LOCUST WALK ACQUISITIO CLS A COM 54015L103 8,828 909,189 SH   SOLE   855,838 53,351 0
LUMENTUM HOLDINGS INC 0.25 03/15/2024 SDBCV 55024UAB5 27,177 16,924,000 PRN   SOLE   16,164,000 760,000 0
LUMENTUM HOLDINGS INC 0.5 12/15/2026 SDBCV 55024UAD1 99,167 84,979,000 PRN   SOLE   80,336,000 4,643,000 0
M3 BRIGADE ACQUISITION II CO COM 553800202 18,848 1,900,000 SH   SOLE   1,784,524 115,476 0
MALACCA STRAITS ACQUI CW27 RT G5859B109 296 412,405 SH   SOLE   376,978 35,427 0
MALACCA STRAITS ACQUISI CL A COM G5859B117 3,339 338,372 SH   SOLE   308,550 29,822 0
MARLIN TECHNOLOGY CORP A COM G58411102 3,744 389,917 SH   SOLE   364,965 24,952 0
MARLIN TECHNOLOGY CW26 RT G58411110 106 129,970 SH   SOLE   121,654 8,316 0
MARQUEE RAINE ACQ CL A CW25 RT G58442123 383 301,198 SH   SOLE   284,658 16,540 0
MARQUEE RAINE ACQUISITION A COM G58442107 4,813 487,202 SH   SOLE   455,255 31,947 0
MASON INDUSTRIAL TECHNOLOGY COM 57520Y205 4,845 487,428 SH   SOLE   456,316 31,112 0
MCAP ACQUISITION CORP COM 55282T208 3,483 350,000 SH   SOLE   328,228 21,772 0
MDH ACQUISITION CORP COM 55283P205 4,225 425,000 SH   SOLE   398,562 26,438 0
MEDTECH ACQUISITION CORP A COM 58507N105 7,060 730,803 SH   SOLE   682,882 47,921 0
MEDTECH ACQUISITION CORP CW RT 58507N113 286 243,601 SH   SOLE   227,628 15,973 0
MERCADOLIBRE INC 2 08/15/2028 SDBCV 58733RAD4 19,706 5,880,000 PRN   SOLE   5,582,000 298,000 0
MERIDA MERGER CORP I COM 58953M106 10,327 1,045,139 SH   SOLE   965,053 80,086 0
MERIDA MERGER CORP I CW26 RT 58953M114 853 772,433 SH   SOLE   724,378 48,055 0
MESA LABORATORIES INC 1.375 08/15/2025 SDBCV 59064RAA7 1,178 1,076,000 PRN   SOLE   993,000 83,000 0
METROMILE INC CW25 RT 591697115 987 324,359 SH   SOLE   299,568 24,791 0
MFA FINANCIAL INC 6.25 06/15/2024 SDBCV 55272XAA0 36,528 36,579,000 PRN   SOLE   34,581,000 1,998,000 0
MICROCHIP TECHNOLOGY INC 0.125 11/15/2024 SDBCV 595017AU8 26,851 22,730,000 PRN   SOLE   21,489,000 1,241,000 0
MICROCHIP TECHNOLOGY INC 1.625 02/15/2025 SDBCV 595017AD6 1,723 500,000 PRN   SOLE   471,000 29,000 0
MICROCHIP TECHNOLOGY INC 2.25 02/15/2037 SDBCV 595017AH7 3,447 1,500,000 PRN   SOLE   1,416,000 84,000 0
MISSION ADVANCEMENT CORP COM 60501L200 9,950 1,000,000 SH   SOLE   939,224 60,776 0
MOMO INC 1.25 07/01/2025 SDBCV 60879BAB3 83,621 95,163,000 PRN   SOLE   90,095,000 5,068,000 0
MONGODB INC 0.25 01/15/2026 SDBCV 60937PAD8 401,056 278,129,000 PRN   SOLE   260,481,000 17,648,000 0
MONTES ARCHIMEDES ACQ CW25 RT 612657114 401 453,204 SH   SOLE   422,422 30,782 0
MONTES ARCHIMEDES ACQUISIT A COM 612657106 8,865 906,409 SH   SOLE   844,844 61,565 0
MONUMENT CIRCLE ACQUISITION COM 61531M200 3,869 392,396 SH   SOLE   370,905 21,491 0
MORINGA ACQUISITION CORP COM G6S23K116 6,703 675,000 SH   SOLE   633,011 41,989 0
MOTIVE CAPITAL CORP CL A COM G6293A103 5,973 609,463 SH   SOLE   576,055 33,408 0
MOTIVE CAPITAL CORP CL CW25 RT G6293A111 190 211,121 SH   SOLE   197,277 13,844 0
MULTIPLAN CORP CW25 RT 62548M118 1,440 1,494,698 SH   SOLE   1,349,532 145,166 0
MUSIC ACQUISITION CORP THE COM 62752R209 6,469 648,201 SH   SOLE   608,439 39,762 0
NAVSIGHT HOLDINGS INC A COM 639358100 11,694 1,167,074 SH   SOLE   1,055,484 111,590 0
NAVSIGHT HOLDINGS INC CW30 RT 639358118 1,155 726,653 SH   SOLE   670,858 55,795 0
NEBULA CARAVEL ACQ A CW25 RT 629070111 73 48,720 SH   SOLE   45,525 3,195 0
NEBULA CARAVEL ACQUISITION A COM 629070103 2,416 243,601 SH   SOLE   227,627 15,974 0
NEOGENOMICS INC 0.25 01/15/2028 SDBCV 64049MAB6 53,265 52,450,000 PRN   SOLE   49,512,000 2,938,000 0
NEOGENOMICS INC 1.25 05/01/2025 SDBCV 64049MAA8 4,514 3,000,000 PRN   SOLE   2,748,000 252,000 0
NESCO HOLDINGS CW25 RT 64083J112 992 506,400 SH   SOLE   476,220 30,180 0
NEVRO CORP 2.75 04/01/2025 SDBCV 64157FAC7 12,124 7,893,000 PRN   SOLE   7,453,000 440,000 0
NEW FRONTIER CORP CW23 RT G6461G114 385 164,603 SH   SOLE   158,686 5,917 0
NEW PROVIDENCE ACQUISI CW24 RT 64822P114 2,371 658,645 SH   SOLE   607,176 51,469 0
NEW VISTA ACQUISITION CORP COM G6529L113 6,598 660,379 SH   SOLE   624,206 36,173 0
NEWBURY STREET ACQUISITION C COM 65101L203 11,858 1,199,000 SH   SOLE   1,126,034 72,966 0
NEWHOLD INVESTMENT A CW25 RT 651448110 340 204,998 SH   SOLE   192,867 12,131 0
NEWHOLD INVESTMENT CORP A COM 651448102 2,418 241,582 SH   SOLE   219,992 21,590 0
NEXTGEN ACQUISITION CORP CLA COM G65305107 6,737 679,202 SH   SOLE   633,094 46,108 0
NEXTGEN ACQUISITION CW25 RT G65305123 423 226,401 SH   SOLE   211,032 15,369 0
NIGHTDRAGON ACQUISITION CORP COM 65413D204 4,895 480,000 SH   SOLE   450,827 29,173 0
NOBLE ROCK ACQUISITION CORP COM G6546R127 4,699 475,000 SH   SOLE   445,452 29,548 0
NORTH ATLANTIC ACQUISITION C COM G66139117 28,809 2,895,320 SH   SOLE   2,710,510 184,810 0
NORTH MOUNTAIN MERGER CORP A COM 661204107 9,611 968,870 SH   SOLE   894,476 74,394 0
NORTH MOUNTAIN MERGER CW25 RT 661204115 703 567,218 SH   SOLE   530,021 37,197 0
NORTHERN GENESIS ACQ CW27 RT 66516T112 2,869 490,490 SH   SOLE   460,533 29,957 0
NORTHERN GENESIS ACQ CW27 RT 66516U119 388 324,406 SH   SOLE   306,103 18,303 0
NORTHERN GENESIS ACQUISITION COM 66516U101 9,655 973,220 SH   SOLE   918,310 54,910 0
NORTHERN GENESIS ACQUISITION COM 66516U200 154 15,000 SH   SOLE   14,174 826 0
NORTHERN STAR INV CL A CW28 RT 66573W115 42 29,245 SH   SOLE   27,378 1,867 0
NORTHERN STAR INVESTMENT C A COM 66573W107 1,462 146,228 SH   SOLE   136,894 9,334 0
NORTHERN STAR INVESTMENT III COM 66574L209 1,915 192,499 SH   SOLE   181,947 10,552 0
NOVAVAX INC 3.75 02/01/2023 SDBCV 670002AB0 46,654 28,078,000 PRN   SOLE   26,446,000 1,632,000 0
NOVUS CAPITAL CORP II COM 67012W203 2,014 201,307 SH   SOLE   190,306 11,001 0
NUANCE COMMUNICATIONS 1 12/15/2035 SDBCV 67020YAK6 2,165 1,169,000 PRN   SOLE   1,072,000 97,000 0
NUANCE COMMUNICATIONS 1.25 04/01/2025 SDBCV 67020YAN0 99,019 43,454,000 PRN   SOLE   40,308,000 3,146,000 0
NUTANIX INC 0 01/15/2023 SDBCV 67059NAB4 25,024 25,488,000 PRN   SOLE   23,919,000 1,569,000 0
OAKTREE ACQ CORP II CL A COM G6715X103 2,875 290,661 SH   SOLE   268,343 22,318 0
OAKTREE ACQ CORP II A CW27 RT G6715X111 90 72,664 SH   SOLE   67,085 5,579 0
OCA ACQ CORP CL A CW27 RT 670865112 60 127,697 SH   SOLE   119,526 8,171 0
OCA ACQUISITION CORP CL A COM 670865104 2,500 255,396 SH   SOLE   239,053 16,343 0
OIL STATES INTL INC 1.5 02/15/2023 SDBCV 678026AH8 8,907 10,000,000 PRN   SOLE   9,470,000 530,000 0
OKTA INC 0.125 09/01/2025 SDBCV 679295AD7 135,970 100,623,000 PRN   SOLE   95,128,000 5,495,000 0
OMEROS CORP 5.25 02/15/2026 SDBCV 682143AG7 3,032 2,436,000 PRN   SOLE   2,276,000 160,000 0
ONE CLASS A COM G7000X105 6,374 549,972 SH   SOLE   519,845 30,127 0
ONE CLASS A CW25 RT G7000X121 521 193,659 SH   SOLE   177,401 16,258 0
ONE EQUITY PARTNERS OPEN WAT COM 68237L204 5,986 600,442 SH   SOLE   567,573 32,869 0
OPENDOOR TECHNOLOGIES INC CWXX RT 683712111 4,366 432,514 SH   SOLE   408,553 23,961 0
OPKO HEALTH INC 4.5 02/15/2025 SDBCV 68375NAD5 60,251 45,063,000 PRN   SOLE   42,306,000 2,757,000 0
ORION ACQUISITION CORP COM 68626A207 2,248 225,000 SH   SOLE   211,325 13,675 0
OSPREY TECHNOLOGY ACQ CW24 RT 68839R120 1,394 817,846 SH   SOLE   751,380 66,466 0
OSPREY TECHNOLOGY ACQUISIT A COM 68839R104 9,263 897,614 SH   SOLE   848,561 49,053 0
OUSTER INC CW25 RT 68989M111 398 193,659 SH   SOLE   177,402 16,257 0
PAE INC CW23 RT 69290Y117 758 332,027 SH   SOLE   309,146 22,881 0
PAR TECHNOLOGY CORP 2.875 04/15/2026 SDBCV 698884AC7 17,802 10,360,000 PRN   SOLE   9,809,000 551,000 0
PATHFINDER ACQUISITION CORP COM G04119114 3,960 400,000 SH   SOLE   375,117 24,883 0
PAYA HOLDINGS INC CW RT 70434P111 3,576 1,146,166 SH   SOLE   1,048,653 97,513 0
PAYSAFE LTD CW26 RT G6964L115 1,438 333,345 SH   SOLE   314,043 19,302 0
PEBBLEBROOK HOTEL TRUST 1.75 12/15/2026 SDBCV 70509VAA8 38,225 32,461,000 PRN   SOLE   30,678,000 1,783,000 0
PEGASYSTEMS INC 0.75 03/01/2025 SDBCV 705573AB9 20,830 19,003,000 PRN   SOLE   18,081,000 922,000 0
PENN NATIONAL GAMING INC 2.75 05/15/2026 SDBCV 707569AU3 432,723 95,735,000 PRN   SOLE   90,620,000 5,115,000 0
PETRA ACQUISITION INC COM 716421102 6,582 658,826 SH   SOLE   614,101 44,725 0
PETRA ACQUISITION INC CW27 RT 716421110 343 658,826 SH   SOLE   614,101 44,725 0
PINDUODUO INC 0 12/01/2025 SDBCV 722304AC6 252,484 238,878,000 PRN   SOLE   226,320,000 12,558,000 0
PINE TECHNOLOGY ACQUISITION COM 722850203 11,910 1,200,000 SH   SOLE   1,126,974 73,026 0
PIONEER MERGER CL A CW27 RT G7S24C111 150 162,464 SH   SOLE   152,068 10,396 0
PIONEER MERGER CORP CLASS A COM G7S24C103 4,738 487,396 SH   SOLE   456,206 31,190 0
PLUM ACQUISITION CORP I COM G7134L100 5,971 600,000 SH   SOLE   563,487 36,513 0
PONTEM CORP CLASS A COM G71707106 9,436 974,793 SH   SOLE   912,413 62,380 0
PONTEM CORP CLASS A CW27 RT G71707122 238 324,931 SH   SOLE   304,138 20,793 0
POWER & DIGITAL INFRASTRUCTU COM 739190205 6,972 693,690 SH   SOLE   656,967 36,723 0
POWERED BRANDS CLASS A COM G7209M108 5,213 536,136 SH   SOLE   501,827 34,309 0
POWERED BRANDS CL A CW27 RT G7209M116 139 178,712 SH   SOLE   167,276 11,436 0
PRECIGEN INC COM 74017N105 1,665 241,534 SH   SOLE   221,862 19,672 0
PRIMAVERA CAP ACQ CL A CW26 RT G7255E117 181 216,496 SH   SOLE   203,918 12,578 0
PRIMAVERA CAPITAL ACQUISIT A COM G7255E109 4,244 432,993 SH   SOLE   407,837 25,156 0
PRIME IMPACT ACQU I CL A COM G61074103 18,855 1,937,741 SH   SOLE   1,788,954 148,787 0
PRIME IMPACT ACQU I CW30 RT G61074129 543 645,913 SH   SOLE   596,318 49,595 0
PRIVETERRA ACQUISITION CORP COM 74275N201 5,964 600,000 SH   SOLE   562,676 37,324 0
PROGRESS ACQUISITION CORP COM 74327P204 8,471 860,000 SH   SOLE   806,503 53,497 0
PROOFPOINT INC 0.25 08/15/2024 SDBCV 743424AF0 8,355 7,813,000 PRN   SOLE   7,361,131 451,869 0
PROPERTY SOLUTIONS ACQ CW27 RT 74348Q116 4,403 1,709,570 SH   SOLE   1,590,504 119,066 0
PROPERTY SOLUTIONS ACQUISITI COM 74350A207 15,728 1,600,000 SH   SOLE   1,502,757 97,243 0
PROPTECH INV CORP 2 CW27 RT 743497117 401 422,242 SH   SOLE   394,554 27,688 0
PROPTECH INVESTMENT CORP A COM 743497109 12,346 1,261,025 SH   SOLE   1,183,662 77,363 0
PROS HOLDINGS INC 1 05/15/2024 SDBCV 74346YAH6 42,157 41,774,000 PRN   SOLE   39,777,000 1,997,000 0
PROSPECT CAPITAL CORP 6.375 03/01/2025 SDBCV 74348TAT9 2,233 2,068,000 PRN   SOLE   2,000,000 68,000 0
PROSPECTOR CAPITAL CORP CL A COM G7273A105 10,434 1,072,272 SH   SOLE   1,003,653 68,619 0
PROSPECTOR CAPITAL CORP CW25 RT G7273A113 352 357,424 SH   SOLE   334,551 22,873 0
PROVIDENT ACQUISITION CORP A COM G7282L100 2,857 292,438 SH   SOLE   273,724 18,714 0
PROVIDENT ACQUISITION CW26 RT G7282L126 125 146,218 SH   SOLE   136,862 9,356 0
Q2 HOLDINGS INC 0.75 06/01/2026 SDBCV 74736LAD1 122,582 94,506,000 PRN   SOLE   89,189,000 5,317,000 0
QELL ACQUISITION CORP CW25 RT G7307X113 417 242,218 SH   SOLE   223,621 18,597 0
QELL ACQUISITION CORP A SHRS COM G7307X105 6,349 623,682 SH   SOLE   586,782 36,900 0
QUANTUM FINTECH ACQ CW27 RT 74767A113 305 1,000,000 SH   SOLE   944,136 55,864 0
RECHARGE ACQUISITION CORP A COM 756229100 9,499 970,289 SH   SOLE   904,420 65,869 0
RECHARGE ACQUISITION CW27 RT 756229118 379 485,145 SH   SOLE   452,210 32,935 0
REDBALL ACQUISITION CORP A COM G7417R105 14,758 1,483,193 SH   SOLE   1,401,990 81,203 0
REDBALL ACQUISITION CW22 RT G7417R113 1,420 1,036,445 SH   SOLE   973,526 62,919 0
REDWOOD TRUST INC 4.75 08/15/2023 SDBCV 758075AC9 3,002 3,006,000 PRN   SOLE   2,949,000 57,000 0
REINVENT TECH CL A CW27 RT G74847115 123 74,859 SH   SOLE   70,492 4,367 0
REINVENT TECHNOLOGY A CW25 RT G7483N103 817 399,660 SH   SOLE   368,973 30,687 0
REINVENT TECHNOLOGY PART A COM G74847107 3,747 374,295 SH   SOLE   352,460 21,835 0
REINVENT TECHNOLOGY PARTNERS COM G7484L114 18,072 1,800,000 SH   SOLE   1,690,461 109,539 0
REINVENT TECHNOLOGY CLASS A COM G7483N129 16,226 1,598,637 SH   SOLE   1,475,888 122,749 0
REPLAY ACQUISITION CW20 RT G75130115 1,497 1,243,081 SH   SOLE   1,199,564 43,517 0
REVOLUTION ACCELERATION AC A COM 76156P106 7,916 780,619 SH   SOLE   736,541 44,078 0
REVOLUTION ACCELERATION CW26 RT 76156P114 2,551 1,288,571 SH   SOLE   1,217,756 70,815 0
REVOLUTION HEALTHCARE ACQUIS COM 76155Y207 18,090 1,800,000 SH   SOLE   1,690,461 109,539 0
RH 0 06/15/2023 SDBCV 74967XAA1 67,261 21,825,000 PRN   SOLE   20,595,000 1,230,000 0
RH 0 09/15/2024 SDBCV 74967XAD5 150,787 53,382,000 PRN   SOLE   49,561,000 3,821,000 0
RIBBIT LEAP LTD A CW25 RT G7552B113 104 35,443 SH   SOLE   33,464 1,979 0
RINGCENTRAL INC 0 03/01/2025 SDBCV 76680RAF4 5,776 5,269,000 PRN   SOLE   4,982,000 287,000 0
RMG ACQ II CL A CW25 RT G76083123 347 241,713 SH   SOLE   227,193 14,520 0
RMG ACQUISITION CORP II CL A COM G76083107 3,665 365,767 SH   SOLE   351,570 14,197 0
RMG ACQUISITION CORP III COM G76088114 11,939 1,200,000 SH   SOLE   1,125,352 74,648 0
ROCKET INTERNET GROWTH OPPOR COM G7613T111 8,759 875,000 SH   SOLE   821,751 53,249 0
ROSECLIFF ACQUISITION CORP I COM 77732R202 5,158 520,000 SH   SOLE   490,791 29,209 0
ROSS ACQUISITION CORP II COM G7641C122 12,450 1,250,000 SH   SOLE   1,173,931 76,069 0
ROTH CH ACQUISITION III CO COM 77867Q201 637 63,737 SH   SOLE   60,246 3,491 0
ROTOR ACQUISITION CORP CL A COM 77879W105 3,822 389,917 SH   SOLE   364,965 24,952 0
ROTOR ACQUSIITION CL A CW27 RT 77879W113 129 194,959 SH   SOLE   182,483 12,476 0
SAILPOINT TECH HOLDINGS 0.125 09/15/2024 SDBCV 78781PAB1 135,021 72,490,000 PRN   SOLE   67,770,000 4,720,000 0
SANDBRIDGE ACQUISITION COR A COM 799793104 6,241 629,766 SH   SOLE   581,410 48,356 0
SANDBRIDGE ACQUISITION CW27 RT 799793112 316 314,883 SH   SOLE   290,705 24,178 0
SAREPTA THERAPEUTICS INC 1.5 11/15/2024 SDBCV 803607AB6 71,344 54,558,000 PRN   SOLE   52,143,000 2,415,000 0
SARISSA CAPITAL ACQUI CW27 RT G7823W110 580 355,506 SH   SOLE   331,620 23,886 0
SARISSA CAPITAL ACQUISITI A COM G7823W102 10,669 1,055,318 SH   SOLE   994,862 60,456 0
SC HEALTH CORP CW24 RT G78516401 627 339,104 SH   SOLE   325,408 13,696 0
SCIENCE STRATEGIC ACQUISITIO COM 808641203 4,792 482,028 SH   SOLE   455,641 26,387 0
SCION TECH GROWTH I CLASS A COM G31067104 5,730 584,642 SH   SOLE   546,306 38,336 0
SCION TECH GROWTH I CW25 RT G31067112 331 365,869 SH   SOLE   345,777 20,092 0
SCION TECH GROWTH II COM G31070124 1,036 104,000 SH   SOLE   98,317 5,683 0
SCVX CORP CLASS A COM G79448208 2,549 258,458 SH   SOLE   203,207 55,251 0
SEA LTD 1 12/01/2024 SDBCV 81141RAD2 806,464 181,186,000 PRN   SOLE   172,396,000 8,790,000 0
SEACOR HOLDINGS INC 3.25 05/15/2030 SDBCV 811904AN1 20,906 21,763,000 PRN   SOLE   20,532,000 1,231,000 0
SENIOR CONNECT ACQ A CW27 RT 81723H116 56 73,081 SH   SOLE   68,289 4,792 0
SENIOR CONNECT ACQUISITION A COM 81723H108 1,421 146,161 SH   SOLE   136,577 9,584 0
SILVER SPIKE ACQUISITI CW24 RT G8136L114 3,741 533,325 SH   SOLE   512,318 21,007 0
SILVER SPIKE ACQUISITION COR COM G8201H121 12,658 1,272,744 SH   SOLE   1,203,307 69,437 0
SILVERBOX ENGAGED MERGER COR COM 82836L200 2,973 300,000 SH   SOLE   281,338 18,662 0
SIMON PROPERTY GROUP ACQUISI COM 82880R202 1,711 170,300 SH   SOLE   160,992 9,308 0
SKILLZ INC RT 83067L117 4,879 635,392 SH   SOLE   599,237 36,155 0
SLAM CORP COM G8210L113 1,610 162,315 SH   SOLE   151,791 10,524 0
SMART GLOBAL HOLDINGS IN 2.25 02/15/2026 SDBCV 83205YAB0 21,233 16,000,000 PRN   SOLE   15,129,000 871,000 0
SNAP INC 0.75 08/01/2026 SDBCV 83304AAB2 608,225 257,744,000 PRN   SOLE   240,997,000 16,747,000 0
SOARING EAGLE ACQUISITION CO COM G8354H100 25,300 2,500,000 SH   SOLE   2,344,484 155,516 0
SOC TELEMED INC CW26 RT 78472F119 768 848,303 SH   SOLE   770,134 78,169 0
SOCIAL CAPITAL HED V CW25 RT G8252P113 3,466 624,446 SH   SOLE   588,091 36,355 0
SOCIAL CAPITAL HED VI CW25 RT G8251L113 2,367 905,240 SH   SOLE   846,953 58,287 0
SOCIAL CAPITAL HEDOSOP CW25 RT G82514111 947 388,116 SH   SOLE   361,768 26,348 0
SOCIAL CAPITAL HEDOSOPH A COM G82514103 7,942 724,746 SH   SOLE   684,065 40,681 0
SOCIAL CAPITAL HEDOSOPH VI A COM G8251L105 23,831 2,225,148 SH   SOLE   2,100,248 124,900 0
SOCIAL CAPITAL HEDOSOPH VI A COM G8251L105 1,071 100,000 SH Call SOLE   0 0 0
SOCIAL LEVERAGE ACQUISITION COM 83363K201 541 54,379 SH   SOLE   51,400 2,979 0
SOFTWARE ACQUISITION CW27 RT 83407F119 754 462,226 SH   SOLE   434,959 27,267 0
SPARTACUS ACQUISITION CORP A COM 84677L109 4,779 485,144 SH   SOLE   452,210 32,934 0
SPARTACUS ACQUISITION CW27 RT 84677L117 157 242,572 SH   SOLE   226,105 16,467 0
SPARTAN ACQUISIT II A CW25 RT 846775112 682 385,600 SH   SOLE   364,783 20,817 0
SPARTAN ACQUISITION CORP III COM 84677R205 2,367 236,000 SH   SOLE   223,103 12,897 0
SPLUNK INC 1.125 09/15/2025 SDBCV 848637AD6 180,187 152,431,000 PRN   SOLE   144,105,000 8,326,000 0
SPORTS ENTERTAINMENT ACQUI A COM 84918M106 6,635 679,202 SH   SOLE   633,094 46,108 0
SPORTS ENTERTAINMENT CW25 RT 84918M114 367 339,601 SH   SOLE   316,547 23,054 0
SPORTS VENT ACQ CL A CW27 RT G8372A129 233 256,626 SH   SOLE   241,444 15,182 0
SPORTS VENTURES ACQUISITIO A COM G8372A103 7,406 769,881 SH   SOLE   724,332 45,549 0
SPORTSTEK ACQUISITION CORP COM 849196209 2,982 300,000 SH   SOLE   281,338 18,662 0
SPRING VALLEY ACQ CL A CW27 RT G8377A124 341 292,173 SH   SOLE   272,767 19,406 0
SPRING VALLEY ACQUIS CLASS A COM G8377A108 6,259 619,003 SH   SOLE   579,790 39,213 0
STABLE ROAD ACQUISITI CW26 RT 85236Q117 8,618 1,969,819 SH   SOLE   1,804,313 165,506 0
STAR PEAK CORP II CL A CW25 RT 855179115 61 42,647 SH   SOLE   39,918 2,729 0
STAR PEAK CORP II CLASS A COM 855179107 1,724 170,589 SH   SOLE   159,672 10,917 0
STRATIM CLOUD ACQUISITION CO COM 86309R206 9,971 997,100 SH   SOLE   939,145 57,955 0
SUMMIT HOTEL PROPERTIES 1.5 02/15/2026 SDBCV 866082AA8 6,071 5,500,000 PRN   SOLE   5,208,000 292,000 0
SUNPOWER CORP 4 01/15/2023 SDBCV 867652AL3 171,299 108,703,000 PRN   SOLE   102,838,000 5,865,000 0
SUPERNOVA PARTNERS ACQU CW25 RT 86846V116 525 275,337 SH   SOLE   256,688 18,649 0
SUPERNOVA PARTNERS ACQUISI A COM 86846V108 8,145 805,612 SH   SOLE   750,919 54,693 0
SUPERNOVA PARTNERS ACQUISITI COM G8T86C113 4,298 428,000 SH   SOLE   404,571 23,429 0
SUSTAINABLE OPPORTUNIT CW25I RT G8598Y117 424 463,548 SH   SOLE   420,364 43,184 0
SUSTAINABLE OPPORTUNITIES A COM G8598Y109 9,205 927,099 SH   SOLE   840,729 86,370 0
SVF INVESTMENT CL A CW27 RT G8601L128 191 97,479 SH   SOLE   91,241 6,238 0
SVF INVESTMENT CORP 2 CLS A COM G8601M100 505 50,000 SH   SOLE   46,962 3,038 0
SVF INVESTMENT CORP CL A COM G8601L102 4,976 487,396 SH   SOLE   456,206 31,190 0
SWITCHBACK II COR CL A CW27 RT G8633T107 153 77,983 SH   SOLE   72,993 4,990 0
SWITCHBACK II CORP CLASS A COM G8633T115 3,331 338,902 SH   SOLE   320,382 18,520 0
TABULA RASA HLTHCR INC 1.75 02/15/2026 SDBCV 873379AA9 15,391 15,273,000 PRN   SOLE   14,538,000 735,000 0
TAILWIND ACQUISITION CORP A COM 87403Q102 1,467 147,934 SH   SOLE   139,856 8,078 0
TAILWIND ACQUISITION CW27 RT 87403Q110 253 242,218 SH   SOLE   223,620 18,598 0
TAILWIND INTERNATIONAL ACQUI COM G8662F127 3,956 400,000 SH   SOLE   375,117 24,883 0
TAILWIND TWO ACQUISITION COR COM G86613117 3,952 400,000 SH   SOLE   375,689 24,311 0
TASTEMAKER ACQ CL A CW25 RT 876545112 115 194,958 SH   SOLE   182,482 12,476 0
TASTEMAKER ACQUISITION COR A COM 876545104 3,798 389,917 SH   SOLE   364,965 24,952 0
TCW SPECIAL PURPOSE ACQUISIT COM 87301L205 5,970 600,000 SH   SOLE   563,534 36,466 0
TECH AND ENERGY TRANSITION COM 87823R201 20,001 2,000,000 SH   SOLE   1,878,289 121,711 0
THAYER VENTURES ACQ CW30 RT 88332T118 152 243,600 SH   SOLE   227,627 15,973 0
THAYER VENTURES ACQUISITIO A COM 88332T100 4,824 487,202 SH   SOLE   455,255 31,947 0
THERATECHNOLOGIES INC 5.75 06/30/2023 144A SDBCV 88338HAA8 11,617 13,233,000 PRN   SOLE   12,657,000 576,000 0
THERAVANCE INC 2.125 01/15/2023 SDBCV 88338TAB0 34,353 34,172,000 PRN   SOLE   32,297,000 1,875,000 0
THIMBLE POINT ACQUISITION CO COM 88408P206 4,954 495,346 SH   SOLE   466,751 28,595 0
THUNDER BRIDGE ACQUISI CW26 RT G8857S108 5,121 2,365,404 SH   SOLE   2,160,054 205,350 0
THUNDER BRIDGE ACQUISITION A COM G8857S116 15,228 1,461,373 SH   SOLE   1,446,409 14,964 0
THUNDER BRIDGE CAPITAL PARTN COM 88605T209 4,945 500,000 SH   SOLE   468,897 31,103 0
TIGA ACQUISITION CORP CL A COM G88672103 3,814 379,954 SH   SOLE   359,190 20,764 0
TIGA ACQUISITION CORP CW26 RT G88672111 313 243,477 SH   SOLE   227,305 16,172 0
TISHMAN SPEYER INNOVATION CO COM 88825H209 3,248 324,723 SH   SOLE   306,977 17,746 0
TLG ACQUISITION ONE CORP COM 87257M207 3,868 389,942 SH   SOLE   365,052 24,890 0
TORTOISE ACQUISITION A CW27 RT G89554128 556 169,551 SH   SOLE   156,533 13,018 0
TORTOISE ACQUISITION CORP A COM G89554102 7,426 678,209 SH   SOLE   626,134 52,075 0
TRACON PHARMACEUTICALS INC COM 89237H209 2,339 284,248 SH   SOLE   284,248 0 0
TREBIA ACQUISITION CORP A COM G9027T109 4,087 410,327 SH   SOLE   284,423 125,904 0
TREBIA ACQUISITION CW RT G9027T117 924 616,331 SH   SOLE   564,546 51,785 0
TREPONT ACQUISITION COR CW26 RT G9095M127 356 487,202 SH   SOLE   455,255 31,947 0
TREPONT ACQUISITION CORP I A COM G9095M101 9,559 974,404 SH   SOLE   910,510 63,894 0
TRIBE CAPITAL GROWTH CORP I COM 89601Y200 12,060 1,200,000 SH   SOLE   1,127,068 72,932 0
TRITERRAS INC CLASS A CW21 RT G9103H110 3,202 1,917,460 SH   SOLE   1,747,482 169,978 0
TS INNOVATION CL A CW26 RT 87284T118 198 99,497 SH   SOLE   93,806 5,691 0
TURMERIC ACQUISITION A CW25 RT G9127T124 71 80,857 SH   SOLE   75,368 5,489 0
TURMERIC ACQUISITION CORP A COM G9127T108 2,368 242,472 SH   SOLE   226,041 16,431 0
TUSCAN HOLDINGS CORP II COM 90070A103 2,532 250,937 SH   SOLE   200,157 50,780 0
TUSCAN HOLDINGS CORP II CW25 RT 90070A111 938 1,142,007 SH   SOLE   1,079,293 62,714 0
TUSCAN HOLDINGS CORP CW26 RT 90069K112 6,719 2,113,056 SH   SOLE   1,987,823 125,233 0
TWC TECH HOLDINGS II CORP A COM 90117G105 4,068 413,418 SH   SOLE   383,448 29,970 0
TWC TECH HOLDINGS II CW27 RT 90117G113 241 226,070 SH   SOLE   208,712 17,358 0
TWELVE SEAS INVESTMENT CO II COM 90118T205 11,820 1,200,000 SH   SOLE   1,125,352 74,648 0
TWITTER INC 0.25 06/15/2024 SDBCV 90184LAF9 37,543 28,141,000 PRN   SOLE   26,604,000 1,537,000 0
TZP STRATEGIES ACQUISI CL A COM G91595101 4,733 487,428 SH   SOLE   456,316 31,112 0
TZP STRATEGIES CL A CW27 RT G91595119 116 162,476 SH   SOLE   152,105 10,371 0
UCOMMUNE INTERNATIONAL CW25 RT G9449A118 77 208,482 SH   SOLE   200,270 8,212 0
UNION ACQUISITION COR CW25 RT G9402Q126 986 1,458,851 SH   SOLE   1,346,069 112,782 0
USHG ACQUISITION CORP COM 91748P209 3,317 330,081 SH   SOLE   312,039 18,042 0
VECTOIQ ACQUISITION CO CL A COM 92244F109 1,458 146,979 SH   SOLE   138,441 8,538 0
VECTOIQ ACQUISITION CO CW23 RT 92244F117 38 29,495 SH   SOLE   27,782 1,713 0
VECTOR ACQUISITION A CW27 RT G9442R118 1,832 639,559 SH   SOLE   590,451 49,108 0
VECTOR ACQUISITION CORP II A COM G9460A104 5,625 568,130 SH   SOLE   533,485 34,645 0
VECTOR ACQUISITION CORP A COM G9442R126 2,780 234,761 SH   SOLE   224,839 9,922 0
VELOCITY ACQUISITION CORP COM 92259E203 1,957 198,400 SH   SOLE   186,061 12,339 0
VENTOUX CCM ACQ CW25 RT 92280L119 374 840,675 SH   SOLE   796,237 44,438 0
VESPER HEALTHCARE ACQ CW27 RT 92538T112 940 447,507 SH   SOLE   423,600 23,907 0
VESPER HEALTHCARE ACQUISIT A COM 92538T104 1,216 112,678 SH   SOLE   106,525 6,153 0
VG ACQUISITION CORP A COM G9446E105 7,372 724,830 SH   SOLE   685,897 38,933 0
VG ACQUISITION CORP A CW25 RT G9446E113 546 323,430 SH   SOLE   301,473 21,957 0
VICKERS VANTAGE CORP I COM G9440B123 677 67,036 SH   SOLE   63,372 3,664 0
VIEW INC CW27 RT 92671V114 3,818 2,206,493 SH   SOLE   2,067,061 139,432 0
VIRGIN GROUP ACQUISITION COR COM G9460K110 5,957 600,000 SH   SOLE   563,487 36,513 0
VIRTUOSO ACQUISITION CORP COM 92837J203 1,188 120,528 SH   SOLE   112,652 7,876 0
VISTAS MEDIA ACQUISIT CW26 RT 92840T115 393 629,391 SH   SOLE   576,553 52,838 0
VISTAS MEDIA ACQUISITION C A COM 92840T107 6,232 629,391 SH   SOLE   576,553 52,838 0
VIVEON HEALTH ACQ CW27 RT 92853V114 370 1,000,000 SH   SOLE   947,140 52,860 0
VOCERA COMMUNICATIONS 1.5 05/15/2023 SDBCV 92857FAB3 6,693 4,949,000 PRN   SOLE   4,695,000 254,000 0
VY GLOBAL GROWTH CL A COM G9444H100 16,600 1,640,378 SH   SOLE   1,550,831 89,547 0
VY GLOBAL GROWTH CL A CW30 RT G9444H118 761 388,116 SH   SOLE   361,768 26,348 0
WARRIOR TECHNOLOGIES ACQUISI COM 936273200 9,900 1,000,000 SH   SOLE   937,794 62,206 0
WAYFAIR INC 1 08/15/2026 SDBCV 94419LAF8 577,444 260,455,000 PRN   SOLE   246,591,000 13,864,000 0
WAYFAIR INC 1.125 11/01/2024 SDBCV 94419LAD3 170,012 61,955,000 PRN   SOLE   58,381,000 3,574,000 0
WHOLE EARTH BRANDS INC CW24 RT 96684W126 1,741 834,704 SH   SOLE   783,351 51,353 0
WINNEBAGO INDUSTRIES 1.5 04/01/2025 SDBCV 974637AB6 6,145 4,426,000 PRN   SOLE   4,176,000 250,000 0
WORKIVA INC 1.125 08/15/2026 SDBCV 98139AAB1 87,497 66,270,000 PRN   SOLE   62,435,000 3,835,000 0
YELLOWSTONE ACQUISIT A CW25 RT 98566K113 246 291,086 SH   SOLE   271,325 19,761 0
YELLOWSTONE ACQUISIT CO CL A COM 98566K105 5,769 577,956 SH   SOLE   539,036 38,920 0
YUCAIPA ACQUISITION A CW25 RT G9879L113 523 373,737 SH   SOLE   351,743 21,994 0
ZILLOW GROUP INC 0.75 09/01/2024 SDBCV 98954MAE1 453,931 152,176,000 PRN   SOLE   145,838,000 6,338,000 0
ZILLOW GROUP INC 1.375 09/01/2026 SDBCV 98954MAG6 410,221 136,914,000 PRN   SOLE   130,280,000 6,634,000 0
ZILLOW GROUP INC 2.75 05/15/2025 SDBCV 98954MAH4 289,446 139,978,000 PRN   SOLE   132,158,000 7,820,000 0
Z-WORK ACQUISITION CORP COM 98880C201 1,823 182,942 SH   SOLE   172,947 9,995 0
ZYNGA INC 0.25 06/01/2024 SDBCV 98986TAB4 31,380 22,945,000 PRN   SOLE   21,663,000 1,282,000 0