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

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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
ACAMAR PARTNERS ACQUISITION COM 004285201 12,507 1,250,000 SH   SOLE   1,171,786 0 78,214
ALTABA INC COM 021346101 278,691 3,760,000 SH   SOLE   3,635,456 0 124,544
APOLLO CMMRL R E 5.375 15OCT23 SDBCV 03762UAC9 73,757 75,135,000 PRN   SOLE   70,520,000 0 4,615,000
APOLLO CRLREALEST 4.75 23AUG22 SDBCV 03762UAB1 151,672 155,411,000 PRN   SOLE   144,855,000 0 10,556,000
ARES CAPITAL CORP4.625 01MAR24 SDBCV 04010LAW3 18,574 18,700,000 PRN   SOLE   17,496,000 0 1,204,000
ARRAY BIO 2.625 1DEC24 144A SDBCV 04269XAB1 64,249 36,545,000 PRN   SOLE   33,372,000 0 3,173,000
BLACKSTONE 4.375 05MAY22 SDBCV 09257WAB6 19,396 19,209,000 PRN   SOLE   17,970,000 0 1,239,000
BLACKSTONE MORT 4.75 15MAR23 SDBCV 09257WAC4 14,704 14,600,000 PRN   SOLE   13,721,000 0 879,000
BRAEMAR HOTELS 5.5 31DEC49 CVPFD 10482B200 5,405 276,663 SH   SOLE   255,846 0 20,817
CANOPY GROWTH CORP COM 138035100 4,575 105,500 SH Put SOLE   0 0 0
CARBONITE INC SDBCV 141337AB1 26,379 22,637,000 PRN   SOLE   21,355,000 0 1,282,000
CHESAPEAKE ENERGY 5.5 15SEP26 SDBCV 165167CY1 4,640 5,000,000 PRN   SOLE   4,714,000 0 286,000
CHURCHILL CAPITAL COR CW23 RT 17142R111 836 250,000 SH   SOLE   236,495 0 13,505
CHURCHILL CAPITAL CORP A COM 17142R103 2,339 174,000 SH   SOLE   162,736 0 11,264
COLONY FINANCIA 3.875 15JAN21 SDBCV 19624RAB2 78,439 81,370,000 PRN   SOLE   76,466,000 0 4,904,000
COLONY FINANCIAL 5 15APR23 SDBCV 19624RAA4 22,469 23,813,000 PRN   SOLE   22,490,000 0 1,323,000
CRESCENT ACQUISITION CORP COM 22564L204 5,001 500,000 SH   SOLE   463,760 0 36,240
CTRIP.COM INT LTD 1.25 15SEP22 SDBCV 22943FAM2 82,013 80,847,000 PRN   SOLE   75,387,000 0 5,460,000
CTRIP.COM INTL LT 1.99 01JUL25 SDBCV 22943FAH3 8,702 7,681,000 PRN   SOLE   5,298,000 0 2,383,000
CTRIP.COM INTL LTD 1 01JUL20 SDBCV 22943FAF7 32,892 32,237,000 PRN   SOLE   30,176,000 0 2,061,000
DEUTSCHE BANK AG REG COM D18190898 2,436 300,000 SH   SOLE   287,761 0 12,239
DEUTSCHE BANK AG - REG COM D18190898 6,515 800,000 SH   SOLE   748,382 0 51,618
DEXCOM INC 0.75 15MAY22 SDBCV 252131AF4 24,613 18,300,000 PRN   SOLE   17,117,000 0 1,183,000
DFB HEALTHCARE ACQUISIT WA RT 23291E117 418 409,999 SH   SOLE   384,120 0 25,879
DFB HEALTHCARE ACQUISITIONS COM 23291E109 12,288 1,230,000 SH   SOLE   1,152,362 0 77,638
DIAMONDPEAK HOLDINGS CORP COM 25280H209 16,032 1,600,000 SH   SOLE   1,499,886 0 100,114
ENCORE CAP EUR 4.5 1SEP23 SDBCV 29260UAA5 31,454 35,356,000 PRN   SOLE   32,984,000 0 2,372,000
ETSY INC 01MAR23 SDBCV 29786AAC0 10,458 5,402,000 PRN   SOLE   3,207,000 0 2,195,000
EURONET WORLDWIDE INC COM 298736109 7,470 52,386 SH   SOLE   52,386 0 0
EVERBRIDGE INC 1.5 1NOV22 SDBCV 29978AAA2 130,876 57,828,000 PRN   SOLE   54,707,000 0 3,121,000
EVOLENT HEAL 2 01DEC21 SDBCV 30050BAB7 481 500,000 PRN   SOLE   472,000 0 28,000
EXACT SCIENCES 0.375 15MAR27 SDBCV 30063PAB1 39,414 38,500,000 PRN   SOLE   36,025,000 0 2,475,000
EXACT SCIENCES CORP 1 15JAN25 SDBCV 30063PAA3 83,323 60,942,000 PRN   SOLE   55,940,000 0 5,002,000
EZCORP 2.875 1JUL24 OTC SDBCV 302301AF3 19,440 17,255,000 PRN   SOLE   15,484,000 0 1,771,000
FLEXION THER INC 3.375 01MAY24 SDBCV 33938JAB2 18,475 21,112,000 PRN   SOLE   19,685,000 0 1,427,000
GAIN CAPITAL HLDGS 5 15AUG22 SDBCV 36268WAF7 22,289 22,333,000 PRN   SOLE   20,642,000 0 1,691,000
GENERAL ELECTRIC CO COM 369604103 3,010 301,395 SH   SOLE   280,117 0 21,278
GOL LINHAS AEREAS INTEL ADR COM 38045R206 1,045 80,100 SH   SOLE   76,888 0 3,212
GOLAR LNG LTD SDBCV 38046YAB7 54,638 57,122,000 PRN   SOLE   53,447,000 0 3,675,000
GORDON POINTE ACQUISI WAR RT 382788115 308 1,045,796 SH   SOLE   985,543 0 60,253
GORES HOLDINGS III INC A COM 38286G109 13,338 1,350,000 SH   SOLE   1,264,563 0 85,437
GORES HOLDINGS III INC CW23 RT 38286G117 594 416,666 SH   SOLE   390,297 0 26,369
GORES METROPOULOS INC C CW24 RT 382872117 337 249,999 SH   SOLE   234,357 0 15,642
GORES METROPOULOS INC CL A COM 382872109 7,358 750,000 SH   SOLE   703,071 0 46,929
GRANITE POINT 6.375 1OCT23 SDBCV 38741LAC1 20,694 20,500,000 PRN   SOLE   19,338,000 0 1,162,000
GREEN PLAINS INC 4.125 01SEP22 SDBCV 393222AF1 43,457 45,302,000 PRN   SOLE   42,457,000 0 2,845,000
GS ACQUISITION HOLDINGS A COM 36255F102 14,028 1,399,998 SH   SOLE   1,306,306 0 93,692
GS ACQUISITION HOLDINGS CW23 RT 36255F110 657 399,999 SH   SOLE   375,364 0 24,635
HANNON ARMSTRONG 4.125 01SEP22 SDBCV 41068XAB6 25,384 25,042,000 PRN   SOLE   23,420,000 0 1,622,000
HELIX ENER SOLUT 4.125 15SEP23 SDBCV 42330PAJ6 43,564 38,970,000 PRN   SOLE   36,185,000 0 2,785,000
HELIX ENERGY SOL 4 0.25 01MAY22 SDBCV 42330PAH0 4,547 4,600,000 PRN   SOLE   4,321,000 0 279,000
HENNESSY CAPITAL ACQUIS CW24 RT 629375114 1,067 1,251,830 SH   SOLE   1,180,614 0 71,216
HERBALIFE LTD 2.625 15MAR24 SDBCV 42703MAD5 7,052 6,665,000 PRN   SOLE   6,239,000 0 426,000
HERCULES CAPITAL 4.375 1FEB17 SDBCV 427096AF9 10,599 10,805,000 PRN   SOLE   10,095,000 0 710,000
HUAZHU GROUP LTD 0.375 01NOV22 SDBCV 16949NAC3 181,988 158,250,000 PRN   SOLE   145,898,000 0 12,352,000
II VI INC .25 1SEP22 SDBCV 902104AB4 21,128 20,135,000 PRN   SOLE   18,877,000 0 1,258,000
INFINERA CORP 2.125 1SEP24 SDBCV 45667GAC7 22,304 28,050,000 PRN   SOLE   26,460,000 0 1,590,000
INNOVIVA INC 2.50 15AUG25 SDBCV 45781MAB7 80,304 74,862,000 PRN   SOLE   70,577,000 0 4,285,000
INPHI CORP 0.75 01SEP21 SDBCV 45772FAC1 27,353 26,135,000 PRN   SOLE   24,434,000 0 1,701,000
INPHI CORP 1.125 1DEC20 SDBCV 45772FAB3 35,592 29,034,000 PRN   SOLE   27,185,000 0 1,849,000
INSMED INC 1.75 15JAN25 SDBCV 457669AA7 40,121 39,726,000 PRN   SOLE   37,172,000 0 2,554,000
INSURANCE ACQUISITION CORP COM 457867307 10,100 1,000,000 SH   SOLE   927,520 0 72,480
INTREXON CORP 3.5 1JUL23 SDBCV 46122TAA0 7,658 13,000,000 PRN   SOLE   12,299,000 0 701,000
IONIS PHARMACEUTIC 1 15NOV21 SDBCV 464337AJ3 15,557 11,508,000 PRN   SOLE   10,774,000 0 734,000
IRONWOOD PHARMAC 2.25 15JUN22 SDBCV 46333XAD0 6,016 5,456,000 PRN   SOLE   3,358,000 0 2,098,000
IRONWOOD PHARMACEUTICALS INC COM 46333X108 970 71,674 SH   SOLE   71,674 0 0
ISHARES TR RUSSELL 2000 IDX COM 464287655 22,963 150,000 SH Call SOLE   0 0 0
KADMON HOLDINGS INC COM 48283N106 438 165,870 SH   SOLE   158,886 0 6,984
LENDINGTREE INC .625 1JUN22 SDBCV 52603BAA5 55,155 31,362,000 PRN   SOLE   29,566,000 0 1,796,000
LUMENTUM HOLDINGS .25 15MAR24 SDBCV 55024UAB5 4,734 4,000,000 PRN   SOLE   3,741,000 0 259,000
MAGNACHIP SEMI 5 1MAR21 CVPFD 55932XAB0 51 45,000 PRN   SOLE   42,000 0 3,000
MAGNOLIA OIL and GAS CORP WTS RT 559663117 2,099 622,714 SH   SOLE   574,141 0 48,573
MARRIOTT VACATION 1.5 15SEP22 SDBCV 57164YAB3 17,226 18,110,000 PRN   SOLE   17,031,000 0 1,079,000
MICROCHIP TECH 1.625 15FEB25 SDBCV 595017AD6 337,129 205,751,000 PRN   SOLE   194,678,000 0 11,073,000
MICROCHIP TECH 1.625 15FEB27 SDBCV 595017AF1 321,260 291,409,000 PRN   SOLE   278,349,000 0 13,060,000
MICROCHIP TECH 2.250 15FEB37 SDBCV 595017AH7 869 785,000 PRN   SOLE   0 0 785,000
MOSAIC ACQUISITION CORP CL A COM 61946M100 2,015 199,998 SH   SOLE   187,017 0 12,981
MOSAIC ACQUISITION CORP CW22 RT 61946M118 55 66,666 SH   SOLE   62,339 0 4,327
NEBULA ACQUISITION CORP CL A COM 629076100 7,819 783,000 SH   SOLE   733,653 0 49,347
NEBULA ACQUISITION CORP CW23 RT 629076118 240 261,000 SH   SOLE   244,551 0 16,449
NEUROCRINE 2.25 15MAY24 SDBCV 64125CAD1 15,814 11,675,000 PRN   SOLE   10,927,000 0 748,000
NEW MOUNTAIN FIN 5.75 15AUG23 SDBCV 647551AC4 12,235 12,200,000 PRN   SOLE   11,467,000 0 733,000
NIO INC ADR ADR 62914V106 10,822 2,121,999 SH   SOLE   1,997,740 0 124,259
NIO INC 4.5 01FEB24 S SDBCV G6525FAA0 9 10,000 PRN   SOLE   10,000 0 0
NUTANIX INC 15JAN23 SDBCV 67059NAB4 43,497 40,800,000 PRN   SOLE   35,698,000 0 5,102,000
OKTA INC 0.25 15FEB23 SDBCV 679295AB1 116,958 64,476,000 PRN   SOLE   60,127,000 0 4,349,000
ONE MADISON CORP CLASS A COM G6772P100 9,010 879,000 SH   SOLE   825,751 0 53,249
ONE MADISON CORP CW RT G6772P126 583 489,500 SH   SOLE   458,533 0 30,967
OPKO HEALTH INC 4.5 15FEB25 SDB 68375NAD5 32,152 34,150,000 PRN   SOLE   32,204,000 0 1,946,000
PDC ENERGY INC 1.125 15SEP21 SDBCV 69327RAD3 1,408 1,500,000 PRN   SOLE   1,404,000 0 96,000
PDL BIOPHARMA 2.75 01DEC21 SDBCV 69329YAG9 17,351 15,117,000 PRN   SOLE   13,142,000 0 1,975,000
PRETIUM RESOURCES 2.25 15MAR22 SDBCV 74139CAB8 2,732 2,905,000 PRN   SOLE   2,740,000 0 165,000
PROSPECT CAP CO 6.375 01MAR25 SDBCV 74348TAT9 33,496 34,000,000 PRN   SOLE   31,695,000 0 2,305,000
PROSPECT CAPITAL 4.95 15JUL22 SDBCV 74348TAR3 10,216 10,359,000 PRN   SOLE   9,795,000 0 564,000
Q2 HOLDINGS INC 0.75 15FEB23 SDBCV 74736LAB5 18,757 14,304,000 PRN   SOLE   13,504,000 0 800,000
QUOTIENT TEC INC 1.75 01DEC22 SDBCV 749119AB9 13,513 14,352,000 PRN   SOLE   13,542,000 0 810,000
RADIUS HEALTH INC 3 1SEP24 SDBCV 750469AA6 12,760 15,250,000 PRN   SOLE   14,404,000 0 846,000
REDFIN CORP 1.75 15JUL23 SDBCV 75737FAA6 17,828 18,505,000 PRN   SOLE   17,441,000 0 1,064,000
REDWOOD TRUST 5.625 15JUL25 SDBCV 758075AD7 27,080 27,605,000 PRN   SOLE   25,867,000 0 1,738,000
REDWOOD TRUST INC 4.75 15AUG23 SDBCV 758075AC9 44,672 46,574,000 PRN   SOLE   43,998,000 0 2,576,000
RETROPHIN INC 2.5 15SEP25 SDBCV 761299AB2 24,698 26,250,000 PRN   SOLE   24,748,000 0 1,502,000
RINGCENTRAL INC 0 15MAR23 SDBCV 76680RAD9 120,797 84,750,000 PRN   SOLE   79,363,000 0 5,387,000
RMG ACQUISITION CORP COM 749641205 15,045 1,500,000 SH   SOLE   1,414,800 0 85,200
SABAN CAPITAL ACQ CW21 RT 78516C114 0 71,795 SH   SOLE   62,981 0 8,814
SABAN CAPITAL ACQUISITION A COM 78516C106 1,295 125,962 SH   SOLE   125,962 0 0
SAREPTA THERAPEU 1.5 15NOV24 SDBCV 803607AB6 132,955 73,615,000 PRN   SOLE   68,863,000 0 4,752,000
SEACOR HOLDINGS 3 15NOV28 SDBCV 81170YAB5 10,766 11,067,000 PRN   SOLE   10,432,000 0 635,000
SEACOR HOLDS INC 3.25 15MAY25 SDBCV 811904AN1 21,723 23,913,000 PRN   SOLE   22,404,000 0 1,509,000
SENTINEL ENERGY SERVICE CL A COM 81728P105 7,968 790,400 SH   SOLE   661,775 0 128,625
SENTINEL ENERGY SERVICE CW22 RT 81728P113 169 227,500 SH   SOLE   213,139 0 14,361
SHIP FIN INT LTD 4.875 01MAY23 SDBCV 824689AG8 39,154 39,540,000 PRN   SOLE   36,992,000 0 2,548,000
SPARTAN ENERGY ACQUISIT CW23 RT 846784122 1,116 991,876 SH   SOLE   917,975 0 73,901
SPARTAN ENERGY ACQUISITION A COM 846784106 29,247 2,975,599 SH   SOLE   2,753,895 0 221,704
SPDR S&P OUL and GAS EXPLORATION COM 78464A730 3,074 100,000 SH Call SOLE   0 0 0
SUNPOWER CORP 4 15JAN23 SDBCV 867652AL3 16,895 20,482,000 PRN   SOLE   19,175,000 0 1,307,000
TARGET HOSPITALITY CORP COM 87615L107 3,998 420,900 SH   SOLE   405,307 0 15,593
TEAM INC 5 01AUG23 SDBCV 878155AE0 16,751 15,435,000 PRN   SOLE   14,506,000 0 929,000
TECHNOLOGY SELECT SECT SPDR COM 81369Y803 7,400 100,000 SH Call SOLE   0 0 0
TELADOC INC 3 15DEC22 SDBCV 87918AAB1 206,017 138,410,000 PRN   SOLE   129,391,000 0 9,019,000
THERAVANCE 2.125 15JAN23 SDBCV 88338TAB0 64,862 63,872,000 PRN   SOLE   59,718,000 0 4,154,000
THERAVANCE BIOPHA 3.25 01NOV23 SDBCV 88339KAA0 61,071 62,688,000 PRN   SOLE   59,118,000 0 3,570,000
TIMKENSTEEL 6 1JUN21 SDBCV 887399AA1 37,578 32,090,000 PRN   SOLE   29,720,000 0 2,370,000
TORTOISE ACQUISITION CORP COM 89154L209 9,990 1,000,000 SH   SOLE   937,428 0 62,572
TPG PACE HOLDINGS CORP CL A COM G89827128 6,478 632,581 SH   SOLE   584,453 0 48,128
TPG PACE HOLDINGS CORP CW RT G89827110 309 210,860 SH   SOLE   194,817 0 16,043
TRACON PHARMACEUTICALS INC COM 89237H100 3,894 2,842,477 SH   SOLE   2,842,477 0 0
TRINE ACQUISITION CORP COM 89628U207 12,024 1,200,000 SH   SOLE   1,113,024 0 86,976
TRINITY BIOTECH LP 4.00 1APR45 SDBCV 89643QAB4 9,272 12,015,000 PRN   SOLE   11,112,000 0 903,000
TRULIA LLC 2.75 15 DEC 20 SDBCV 897888AB9 3,116 2,053,000 PRN   SOLE   1,859,000 0 194,000
UTILITIES SELECT SECTOR INDX COM 81369Y886 5,817 100,000 SH Put SOLE   0 0 0
VECTOR GROUP LTD 1.75 15APR20 SDBCV 92240MBC1 65,491 64,273,000 PRN   SOLE   61,738,000 0 2,535,000
WAYFAIR INC .375 1SEP22 SDBCV 94419LAB7 86,806 56,607,000 PRN   SOLE   50,954,000 0 5,653,000
WHITING PETROLEUM 1.25 1APR20 SDBCV 966387AL6 36,566 37,741,000 PRN   SOLE   35,656,000 0 2,085,000
WHITING PETROLEUM CORP COM 966387409 2,615 100,000 SH   SOLE   94,595 0 5,405
ZENDESK INC 0.25 15MAR23 SDBCV 98936JAB7 58,462 40,056,000 PRN   SOLE   37,813,000 0 2,243,000