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

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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
ACAMAR PARTNERS ACQUISI CW26 RT 004285110 274 418,000 SH   SOLE   390,595 27,405 0
ACAMAR PARTNERS ACQUISITI A COM 004285102 12,555 1,260,594 SH   SOLE   1,171,786 88,808 0
ACCELERATE DIAGNOSTICS 2.5 03/15/2023 SDBCV 00430HAB8 11,698 14,500,000 PRN   SOLE   13,531,000 969,000 0
ACT 2 GLOBAL ACQUISITI CW24 RT G0080J120 1,206 1,276,098 SH   SOLE   1,195,137 80,961 0
ACT 2 GLOBAL ACQUISITIO A COM G0080J104 21,524 2,185,198 SH   SOLE   2,032,532 152,666 0
AERIE PHARMACEUTICALS INC COM 00771V108 2,878 149,768 SH   SOLE   137,679 12,089 0
ALTAIR ENGINEERING INC 0.25 06/01/2024 SDBCV 021369AA1 56,503 56,052,000 PRN   SOLE   52,571,000 3,481,000 0
AMCI ACQUISITION CORP CL A COM 00165R101 3,272 326,300 SH   SOLE   306,031 20,269 0
APEX TECHNOLOGY ACQUISITION COM 03768F201 25,352 2,487,912 SH   SOLE   2,269,253 218,659 0
APOLLO CMMRL REAL EST FI 4.75 08/23/2022 SDBCV 03762UAB1 143,230 140,504,000 PRN   SOLE   130,829,000 9,675,000 0
APOLLO CMMRL REAL EST FI 5.375 10/15/2023 SDBCV 03762UAC9 87,100 85,135,000 PRN   SOLE   79,639,000 5,496,000 0
APOLLO GLOBAL MANAGEMENT INC COM 03768E105 3,782 100,000 SH Put SOLE   0 0 0
APOLLO GLOBAL MANAGEMENT INC COM 03768E105 1,077 28,500 SH   SOLE   27,189 1,311 0
ARBOR REALTY TRUST INC 5.25 07/01/2021 SDBCV 038923AH1 52,073 48,679,000 PRN   SOLE   45,883,000 2,796,000 0
BAOZUN INC SPN ADR ADR 06684L103 5,756 134,789 SH   SOLE   129,689 5,100 0
BLACKSTONE GROUP INC THE A COM 09260D107 10,150 207,800 SH Put SOLE   0 0 0
BLACKSTONE GROUP INC THE A COM 09260D107 2,080 42,599 SH   SOLE   40,356 2,243 0
BLACKSTONE MORTGAGE TR 4.375 05/05/2022 SDBCV 09257WAB6 16,790 16,009,000 PRN   SOLE   15,102,000 907,000 0
BLACKSTONE MORTGAGE TR 4.75 03/15/2023 SDBCV 09257WAC4 15,321 14,600,000 PRN   SOLE   13,721,000 879,000 0
BRAEMAR HOTELS and RESORTS CVPFD 10482B200 5,772 276,663 SH   SOLE   255,846 20,817 0
CAESARS ENTERTAIN CORP 5 10/01/2024 SDBCV 127686AA1 46,593 27,389,000 PRN   SOLE   25,178,643 2,210,357 0
CANOPY GROWTH CORP COM 138035100 8,372 365,100 SH Put SOLE   0 0 0
CHASERG TECHNOLOGY ACQ CW23 RT 16166A111 1,139 1,123,347 SH   SOLE   1,053,275 70,072 0
CHASERG TECHNOLOGY ACQUISI A COM 16166A103 10,040 1,002,986 SH   SOLE   940,060 62,926 0
CHEGG INC 0.25 05/15/2023 SDBCV 163092AB5 116,114 90,403,000 PRN   SOLE   82,133,000 8,270,000 0
CHURCHILL CAPITAL CORP II A COM 17143G106 36,772 3,669,826 SH   SOLE   3,438,501 231,325 0
CHURCHILL CAPITAL CORP CW24 RT 17143G114 1,889 1,218,573 SH   SOLE   1,142,747 75,826 0
COLLIER CREEK HOLDINGS A COM G22707106 3,057 300,000 SH   SOLE   280,624 19,376 0
COLLIER CREEK HOLDINGS CW23 RT G22707114 133 99,999 SH   SOLE   93,541 6,458 0
COLONY CAPITAL INC 3.875 01/15/2021 SDBCV 19624RAB2 82,588 83,370,000 PRN   SOLE   76,321,000 7,049,000 0
COLONY CAPITAL INC 5 04/15/2023 SDBCV 19624RAA4 23,787 24,277,000 PRN   SOLE   22,252,000 2,025,000 0
CREE INC 0.875 09/01/2023 SDBCV 225447AB7 209,466 191,774,000 PRN   SOLE   176,956,000 14,818,000 0
CRESCENT ACQUISITION CO CW24 RT 22564L113 175 249,999 SH   SOLE   231,880 18,119 0
CRESCENT ACQUISITION CORP A COM 22564L105 4,938 500,000 SH   SOLE   463,760 36,240 0
CTRIP COM INTL LTD 1 07/01/2020 SDBCV 22943FAF7 64,658 66,037,000 PRN   SOLE   60,625,000 5,412,000 0
CTRIP COM INTL LTD 1.99 07/01/2025 SDBCV 22943FAH3 18,919 18,719,000 PRN   SOLE   17,323,000 1,396,000 0
DEXCOM INC 0.75 05/15/2022 SDBCV 252131AF4 10,037 6,313,000 PRN   SOLE   5,794,000 519,000 0
DFB HEALTHCARE ACQUISIT WA RT 23291E117 526 420,999 SH   SOLE   391,959 29,040 0
DFB HEALTHCARE ACQUISITIONS COM 23291E109 10,259 1,005,792 SH   SOLE   948,834 56,958 0
DHT HOLDINGS INC 4.5 08/15/2021 SDBCV 23335SAD8 10,360 9,000,000 PRN   SOLE   8,450,000 550,000 0
DIAMOND EAGLE ACQUI CW26 RT 25258L117 212 233,333 SH   SOLE   216,500 16,833 0
DIAMOND EAGLE ACQUISIT CL A COM 25258L109 6,919 700,000 SH   SOLE   649,500 50,500 0
DIAMONDPEAK HOLDINGS CO CW24 RT 25280H118 453 533,333 SH   SOLE   499,962 33,371 0
DIAMONDPEAK HOLDINGS CORP A COM 25280H100 12,100 1,225,300 SH   SOLE   1,148,348 76,952 0
ENCORE CAP EUR FINANCE 4.5 09/01/2023 SDBCV 29260UAA5 31,106 30,206,000 PRN   SOLE   28,407,000 1,799,000 0
ENVESTNET INC 1.75 06/01/2023 SDBCV 29404KAB2 46,956 43,383,000 PRN   SOLE   40,678,000 2,705,000 0
ETSY INC 0 03/01/2023 SDBCV 29786AAC0 30,962 18,386,000 PRN   SOLE   13,180,000 5,206,000 0
EVOLENT HEALTH INC 2 12/01/2021 SDBCV 30050BAB7 438 500,000 PRN   SOLE   472,000 28,000 0
EXACT SCIENCES CORP 0.375 03/15/2027 SDBCV 30063PAB1 117,452 108,528,000 PRN   SOLE   100,697,000 7,831,000 0
EXACT SCIENCES CORP 1 01/15/2025 SDBCV 30063PAA3 177,621 125,763,000 PRN   SOLE   116,329,000 9,434,000 0
EZCORP INC 2.375 05/01/2025 SDBCV 302301AE6 32,738 40,950,000 PRN   SOLE   38,626,000 2,324,000 0
EZCORP INC 2.875 07/01/2024 SDBCV 302301AF3 14,409 15,255,000 PRN   SOLE   13,614,000 1,641,000 0
FAR POINT ACQUISITION CW25 RT 30734W117 117 100,000 SH   SOLE   93,545 6,455 0
FELLAZO INC COM G3362K104 171 17,102 SH   SOLE   16,027 1,075 0
FINTECH ACQUISITION CORP A COM 31811A101 9,645 957,841 SH   SOLE   897,700 60,141 0
FINTECH ACQUISITION CORP 24 RT 31811A119 901 732,170 SH   SOLE   686,659 45,511 0
FIREEYE INC 0.875 06/01/2024 SDBCV 31816QAF8 82,098 87,185,000 PRN   SOLE   81,899,000 5,286,000 0
FIRST MAJESTIC SILVER 1.875 03/01/2023 SDBCV 32076VAB9 32,205 27,425,000 PRN   SOLE   25,762,000 1,663,000 0
FIVE9 INC 0.125 05/01/2023 SDBCV 338307AB7 66,412 45,967,000 PRN   SOLE   41,465,000 4,502,000 0
FLEXION THERAPEUTICS INC 3.375 05/01/2024 SDBCV 33938JAB2 13,603 15,063,000 PRN   SOLE   14,127,000 936,000 0
GDS HOLDINGS LIMITED 2 06/01/2025 SDBCV 36165LAB4 65,156 62,750,000 PRN   SOLE   57,192,000 5,558,000 0
GENERAL ELECTRIC CO COM 369604103 2,695 301,395 SH   SOLE   280,146 21,249 0
GIGCAPITAL2 INC COM 375036100 6,882 700,100 SH   SOLE   650,557 49,543 0
GIGCAPITAL2 INC RIGHTS RT 375036126 860 3,129,784 SH   SOLE   2,876,238 253,546 0
GIGCAPITAL2 INC CW24 RT 375036118 272 968,800 SH   SOLE   890,404 78,396 0
GOL LINHAS AEREAS INTEL ADR ADR 38045R206 2,234 144,408 SH   SOLE   140,595 3,813 0
GOLAR LNG LTD 2.75 02/15/2022 SDBCV 38046YAB7 47,361 54,242,000 PRN   SOLE   50,837,000 3,405,000 0
GORDON POINTE ACQUISI WAR RT 382788115 322 1,053,096 SH   SOLE   985,543 67,553 0
GORES HOLDINGS III INC A COM 38286G109 18,281 1,808,200 SH   SOLE   1,694,756 113,444 0
GORES HOLDINGS III INC CW23 RT 38286G117 523 416,666 SH   SOLE   390,297 26,369 0
GORES METROPOULOS INC C CW24 RT 382872117 365 293,774 SH   SOLE   274,252 19,522 0
GORES METROPOULOS INC CL A COM 382872109 10,167 1,008,137 SH   SOLE   944,907 63,230 0
GRANITE POINT MTGE TRST 6.375 10/01/2023 SDBCV 38741LAC1 22,761 22,000,000 PRN   SOLE   20,644,000 1,356,000 0
GS ACQUISITION HOLDINGS A COM 36255F102 12,003 1,176,798 SH   SOLE   1,101,875 74,923 0
GS ACQUISITION HOLDINGS CW23 RT 36255F110 568 399,999 SH   SOLE   375,364 24,635 0
GX ACQUISITION CORP CL A COM 36251A107 25,010 2,513,500 SH   SOLE   2,353,166 160,334 0
GX ACQUISITION CORP CW26 RT 36251A115 735 1,256,149 SH   SOLE   1,176,033 80,116 0
HANNON ARMSTRONG SUSTAIN 4.125 09/01/2022 SDBCV 41068XAB6 12,376 11,042,000 PRN   SOLE   10,410,000 632,000 0
HAYMAKER ACQ CORP II CL A COM 42087L101 28,657 2,894,640 SH   SOLE   2,713,363 181,277 0
HAYMAKER ACQUISITION CO CW26 RT 42087L119 1,599 1,207,340 SH   SOLE   1,105,764 101,576 0
HAYMAKER ACQUISITION CORP II COM 42087L200 1,034 100,000 SH   SOLE   91,921 8,079 0
HELIX ENERGY SOLUTIONS 4.125 09/15/2023 SDBCV 42330PAJ6 33,384 28,576,000 PRN   SOLE   25,179,000 3,397,000 0
HELIX ENERGY SOLUTIONS 4.25 05/01/2022 SDBCV 42330PAH0 27,079 26,892,000 PRN   SOLE   25,285,000 1,607,000 0
HENNESSY CAPITAL ACQUIS CW25 RT 42589C112 468 600,000 SH   SOLE   560,669 39,331 0
HENNESSY CAPITAL ACQUISITI A COM 42589C104 2,519 250,000 SH   SOLE   234,261 15,739 0
HERBALIFE LTD 2.625 03/15/2024 SDBCV 42703MAD5 62,051 66,358,000 PRN   SOLE   60,889,000 5,469,000 0
HUAZHU GROUP LTD 0.375 11/01/2022 SDBCV 16949NAC3 180,613 173,589,000 PRN   SOLE   159,210,000 14,379,000 0
INNOVIVA INC 2.125 01/15/2023 SDBCV 88338TAB0 57,920 61,522,000 PRN   SOLE   56,642,000 4,880,000 0
INNOVIVA INC 2.5 08/15/2025 SDBCV 45781MAB7 73,978 76,862,000 PRN   SOLE   71,171,000 5,691,000 0
INSULET CORPORATION 1.375 11/15/2024 SDBCV 45784PAH4 115,106 62,508,000 PRN   SOLE   57,446,000 5,062,000 0
INSURANCE ACQUISITION CORP A COM 457867109 12,456 1,264,500 SH   SOLE   1,178,041 86,459 0
INSURANCE ACQUISITION CW24 RT 457867117 518 632,999 SH   SOLE   590,019 42,980 0
INTELSAT SA 4.5 06/15/2025 SDBCV 45790VAB6 3,706 2,500,000 PRN   SOLE   2,329,000 171,000 0
INTERCEPT PHARMAS 2 05/15/2026 SDBCV 45845PAB4 25,841 28,527,000 PRN   SOLE   26,524,000 2,003,000 0
INTREXON CORP COM 46122T102 516 90,164 SH   SOLE   75,690 14,474 0
INTREXON CORP 3.5 07/01/2023 SDBCV 46122TAA0 1,881 3,000,000 PRN   SOLE   2,897,000 103,000 0
IRONWOOD PHARMACEUTICALS 2.25 06/15/2022 SDBCV 46333XAD0 6,290 6,269,000 PRN   SOLE   5,897,000 372,000 0
ISHARES CHINA LARGE CAP ETF COM 464287184 3,980 100,000 SH Put SOLE   0 0 0
KKR REAL ESTATE FIN 6.125 05/15/2023 SDBCV 48251KAB6 63,886 61,350,000 PRN   SOLE   56,963,000 4,387,000 0
LANDCADIA HOLDINGS II INC A COM 51476X105 1,959 200,000 SH   SOLE   182,900 17,100 0
LEGACY ACQUISITION CORP COM 524643202 10,451 995,266 SH   SOLE   911,768 83,498 0
LEGACY ACQUISITION CORP CW22 RT 524643111 214 629,337 SH   SOLE   578,196 51,141 0
LUMENTUM HOLDINGS INC 0.25 03/15/2024 SDBCV 55024UAB5 17,822 15,331,000 PRN   SOLE   14,376,000 955,000 0
MARRIOTT VACATION WORLDW 1.5 09/15/2022 SDBCV 57164YAB3 9,969 9,912,000 PRN   SOLE   9,109,000 803,000 0
MERCADOLIBRE INC 2 08/15/2028 SDBCV 58733RAD4 396,341 268,284,000 PRN   SOLE   248,452,000 19,832,000 0
MESA LABORATORIES INC 1.375 08/15/2025 SDBCV 59064RAA7 30,749 28,605,000 PRN   SOLE   26,841,000 1,764,000 0
MFA FINANCIAL INC 6.25 06/15/2024 SDBCV 55272XAA0 56,355 54,600,000 PRN   SOLE   51,195,000 3,405,000 0
MICROCHIP TECHNOLOGY INC 1.625 02/15/2025 SDBCV 595017AD6 522,433 274,597,000 PRN   SOLE   254,977,000 19,620,000 0
MICROCHIP TECHNOLOGY INC 1.625 02/15/2027 SDBCV 595017AF1 411,918 319,426,000 PRN   SOLE   304,991,000 14,435,000 0
MICROCHIP TECHNOLOGY INC 2.25 02/15/2037 SDBCV 595017AH7 715 554,000 PRN   SOLE   100,000 454,000 0
MOMO INC 1.25 07/01/2025 SDBCV 60879BAB3 70,454 78,118,000 PRN   SOLE   73,671,000 4,447,000 0
MONGODB INC 0.75 06/15/2024 SDBCV 60937PAB2 303,495 161,264,000 PRN   SOLE   148,603,000 12,661,000 0
MOSAIC ACQUISITION CORP CW22 RT 61946M118 129 114,166 SH   SOLE   104,629 9,537 0
MUDRICK CAPITAL ACQUISI RT 624745113 386 631,400 SH   SOLE   579,419 51,981 0
NEBULA ACQUISITION CORP CL A COM 629076100 7,987 783,100 SH   SOLE   733,653 49,447 0
NEBULA ACQUISITION CORP CW23 RT 629076118 191 261,000 SH   SOLE   244,551 16,449 0
NESCO HOLDINGS CW25 RT 64083J112 434 520,000 SH   SOLE   476,220 43,780 0
NETFIN AQUISITION CORP CW24 RT G6455A115 472 1,600,000 SH   SOLE   1,494,607 105,393 0
NETFIN AQUISITION CORP CL A COM G6455A107 15,047 1,535,400 SH   SOLE   1,429,707 105,693 0
NEUROCRINE BIOSCIENCES 2.25 05/15/2024 SDBCV 64125CAD1 62,697 45,678,000 PRN   SOLE   41,994,000 3,684,000 0
NEW FRONTIER CORP CW23 RT G6485P124 174 169,119 SH   SOLE   158,686 10,433 0
NEW MOUNTAIN FINANCE COR 5.75 08/15/2023 SDBCV 647551AC4 42,155 40,200,000 PRN   SOLE   37,536,000 2,664,000 0
NEW PROVIDENCE ACQUISITION C COM 64822P205 7,553 750,000 SH   SOLE   687,682 62,318 0
NIO INC ADR ADR 62914V106 2,500 1,602,800 SH   SOLE   1,511,107 91,693 0
NRC GROUP HOLDINGS CORP CW23 RT 629375114 2,857 1,226,531 SH   SOLE   1,152,999 73,532 0
OAKTREE ACQUISITION CORP COM G67145121 762 75,000 SH   SOLE   69,730 5,270 0
OFFICE DEPOT INC COM 676220106 96 55,000 SH   SOLE   52,513 2,487 0
OKTA INC COM 679295105 15,360 156,000 SH   SOLE   145,361 10,639 0
ON SEMICONDUCTOR CORP 1.625 10/15/2023 SDBCV 682189AP0 48,884 40,567,000 PRN   SOLE   38,159,000 2,408,000 0
OPKO HEALTH INC 4.5 02/15/2025 SDBCV 68375NAD5 28,954 35,150,000 PRN   SOLE   32,844,000 2,306,000 0
ORISUN ACQUISITION CORP COM 68632T208 2,150 215,000 SH   SOLE   200,270 14,730 0
PDL BIOPHARMA INC 2.75 12/01/2021 SDBCV 69329YAG9 15,504 16,117,000 PRN   SOLE   14,214,000 1,903,000 0
PENSARE ACQUISITION CORP CW RT 70957E113 148 630,011 SH   SOLE   578,823 51,188 0
PENSARE ACQUISITION CORP RTS RT 70957E121 403 1,353,928 SH   SOLE   1,244,292 109,636 0
PERFICIENT INC 2.375 09/15/2023 SDBCV 71375UAB7 26,323 22,008,000 PRN   SOLE   20,470,000 1,538,000 0
PIVOTAL ACQUISITION CO CW24 RT 72583A119 1,436 1,096,215 SH   SOLE   1,027,719 68,496 0
PIVOTAL ACQUISITION CORP A COM 72583A101 8,487 833,750 SH   SOLE   775,519 58,231 0
PIVOTAL INVESTMENT CORP II A COM 72582K100 14,848 1,510,499 SH   SOLE   1,415,004 95,495 0
PIVOTAL INVESTMENT II CW25 RT 72582K118 525 503,466 SH   SOLE   471,668 31,798 0
PLUG POWER INC 5.5 03/15/2023 SDBCV 72919PAB9 37,350 30,000,000 PRN   SOLE   28,042,000 1,958,000 0
PROFICIENT ALPHA ACQ RGT RT 74317H121 119 700,000 SH   SOLE   649,500 50,500 0
PROFICIENT ALPHA ACQUI CW RT 74317H113 56 700,000 SH   SOLE   649,500 50,500 0
PROFICIENT ALPHA ACQUISITION COM 74317H105 7,170 720,600 SH   SOLE   670,100 50,500 0
PROSPECT CAPITAL CORP 4.95 07/15/2022 SDBCV 74348TAR3 3,818 3,709,000 PRN   SOLE   3,499,000 210,000 0
PROSPECT CAPITAL CORP 6.375 03/01/2025 SDBCV 74348TAT9 35,700 33,750,000 PRN   SOLE   31,638,000 2,112,000 0
Q2 HOLDINGS INC 0.75 02/15/2023 SDBCV 74736LAB5 38,593 26,208,000 PRN   SOLE   24,580,000 1,628,000 0
RANPAK HOLDINGS CORP CW RT 75321W111 729 1,061,484 SH   SOLE   994,815 66,669 0
RAPID7 INC 1.25 08/01/2023 SDBCV 753422AB0 91,257 70,210,000 PRN   SOLE   64,226,000 5,984,000 0
REDFIN CORP 1.75 07/15/2023 SDBCV 75737FAA6 12,507 13,605,000 PRN   SOLE   12,768,000 837,000 0
REDWOOD TRUST INC 4.75 08/15/2023 SDBCV 758075AC9 34,659 34,658,000 PRN   SOLE   32,678,000 1,980,000 0
REDWOOD TRUST INC 5.625 07/15/2024 SDBCV 758075AD7 4,666 4,605,000 PRN   SOLE   4,330,000 275,000 0
REPLAY ACQUISITION CORP COM G75130107 22,924 2,309,758 SH   SOLE   2,152,457 157,301 0
REPLAY ACQUISITION CW20 RT G75130115 958 1,276,896 SH   SOLE   1,199,564 77,332 0
REPLIGEN CORP 0.375 07/15/2024 SDBCV 759916AB5 5,574 5,623,000 PRN   SOLE   5,286,000 337,000 0
RINGCENTRAL INC 0 03/15/2023 SDBCV 76680RAD9 128,436 79,350,000 PRN   SOLE   71,023,000 8,327,000 0
RMG ACQUISITION CORP CL A COM 749641106 15,195 1,529,500 SH   SOLE   1,429,218 100,282 0
RMG ACQUISITION CORP CW24 RT 749641114 360 499,999 SH   SOLE   471,600 28,399 0
SAREPTA THERAPEUTICS INC 1.5 11/15/2024 SDBCV 803607AB6 117,060 88,515,000 PRN   SOLE   81,878,000 6,637,000 0
SC HEALTH CORP A COM G78516203 6,977 703,999 SH   SOLE   650,816 53,183 0
SC HEALTH CORP CW24 RT G78516401 408 349,999 SH   SOLE   325,408 24,591 0
SEA LTD 2.25 07/01/2023 SDBCV 81141RAB6 355,350 204,063,000 PRN   SOLE   186,018,000 18,045,000 0
SEACOR HOLDINGS INC 3.25 05/15/2030 SDBCV 811904AN1 22,930 24,413,000 PRN   SOLE   22,741,000 1,672,000 0
SENTINEL ENERGY SERVICE CL A COM 81728P105 7,604 740,400 SH   SOLE   695,609 44,791 0
SENTINEL ENERGY SERVICE CW22 RT 81728P113 76 217,500 SH   SOLE   210,136 7,364 0
SHIP FINANCE INTL LTD 4.875 05/01/2023 SDBCV 824689AG8 45,227 41,540,000 PRN   SOLE   38,992,000 2,548,000 0
SILICON LABORATORIES INC 1.375 03/01/2022 SDBCV 826919AB8 5,717 4,375,000 PRN   SOLE   4,007,000 368,000 0
SILVER SPIKE ACQUISITION COR COM G8136L122 11,100 1,100,000 SH   SOLE   1,024,636 75,364 0
SOUTH MOUNTAIN MERGER CORP COM 838884203 177 16,875 SH   SOLE   15,852 1,023 0
SOUTH MOUNTAIN MERGER CORP A COM 838884104 3,574 364,710 SH   SOLE   334,095 30,615 0
SOUTH MOUNTAIN MERGER CW24 RT 838884112 410 518,410 SH   SOLE   486,969 31,441 0
SPARTAN ENERGY ACQUISIT CW23 RT 846784122 595 991,876 SH   SOLE   917,975 73,901 0
SPARTAN ENERGY ACQUISITION A COM 846784106 30,114 2,981,532 SH   SOLE   2,795,628 185,904 0
SPDR S and P Homebuilders ETF COM 78464A888 4,408 100,000 SH Call SOLE   0 0 0
SPLUNK INC 0.5 09/15/2023 SDBCV 848637AC8 164,303 152,695,000 PRN   SOLE   136,829,000 15,866,000 0
SPLUNK INC 1.125 09/15/2025 SDBCV 848637AD6 199,868 182,626,000 PRN   SOLE   162,492,000 20,134,000 0
SSR MINING INC 2.875 02/01/2033 SDBCV 82823LAC0 11,150 11,005,000 PRN   SOLE   10,304,000 701,000 0
SUNPOWER CORP 4 01/15/2023 SDBCV 867652AL3 21,750 23,626,000 PRN   SOLE   22,039,000 1,587,000 0
SWITCHBACK ENERGY ACQUISITIO COM 87105M201 7,000 700,000 SH   SOLE   650,817 49,183 0
TEEKAY CORP 5 01/15/2023 SDBCV 87900YAE3 16,200 19,896,000 PRN   SOLE   18,773,000 1,123,000 0
TELADOC HEALTH INC 1.375 05/15/2025 SDBCV 87918AAC9 119,017 79,942,000 PRN   SOLE   73,604,000 6,338,000 0
TELADOC HEALTH INC 3 12/15/2022 SDBCV 87918AAB1 248,611 145,010,000 PRN   SOLE   133,795,000 11,215,000 0
THERAVANCE BIOPHARMA INC 3.25 11/01/2023 SDBCV 88339KAA0 14,009 15,223,000 PRN   SOLE   14,299,000 924,000 0
THUNDER BRIDGE ACQUISITION I COM G8857S124 26,612 2,614,100 SH   SOLE   2,455,706 158,394 0
TIBERIUS ACQUISITION CO CW21 RT 88633A115 457 676,200 SH   SOLE   634,383 41,817 0
TIBERIUS ACQUISITION CORP COM 88633A107 10,482 1,021,600 SH   SOLE   957,626 63,974 0
TKK SYMPHONY ACQUISITION RTS RT G88950137 66 292,811 SH   SOLE   275,168 17,643 0
TORTOISE ACQUISITION CORP A COM 89154L100 9,835 1,000,500 SH   SOLE   937,428 63,072 0
TORTOISE ACQUISITION CW24 RT 89154L118 300 500,000 SH   SOLE   468,714 31,286 0
TPG PACE HOLDINGS CORP CL A COM G89827128 6,098 593,216 SH   SOLE   557,559 35,657 0
TPG PACE HOLDINGS CORP CW RT G89827110 1,090 633,623 SH   SOLE   594,670 38,953 0
TRACON PHARMACEUTICALS INC COM 89237H100 1,271 2,842,477 SH   SOLE   2,842,477 0 0
TRINE ACQUISITION CORP A COM 89628U108 12,152 1,231,200 SH   SOLE   1,143,485 87,715 0
TRINE ACQUISITION CORP CW24 RT 89628U116 530 687,000 SH   SOLE   641,268 45,732 0
TRINITY BIOTECH INV LP 4 04/01/2045 SDBCV 89643QAB4 8,947 12,015,000 PRN   SOLE   11,112,000 903,000 0
TRINITY MERGER CORP CW23 RT 89653L114 1,352 1,072,567 SH   SOLE   985,399 87,168 0
TRULIA LLC 2.75 12/15/2020 SDBCV 897888AB9 2,884 2,053,000 PRN   SOLE   1,859,000 194,000 0
TUSCAN HOLDINGS CORP II COM 90070A103 10,148 1,034,460 SH   SOLE   988,096 46,364 0
TUSCAN HOLDINGS CORP II CW25 RT 90070A111 277 514,992 SH   SOLE   494,048 20,944 0
TWELVE SEAS INVESTMENT CW23 RT G9145A115 278 950,200 SH   SOLE   870,647 79,553 0
TWILIO INC 0.25 06/01/2023 SDBCV 90138FAB8 198,047 118,394,000 PRN   SOLE   101,997,000 16,397,000 0
TWITTER INC 0.25 06/15/2024 SDBCV 90184LAF9 52,506 49,424,000 PRN   SOLE   45,505,000 3,919,000 0
VECTOR GROUP LTD 1.75 04/15/2020 SDBCV 92240MBC1 73,802 70,890,000 PRN   SOLE   68,250,000 2,640,000 0
VEONEER INC 4 06/01/2024 SDBCV 92336XAA7 10,939 11,100,000 PRN   SOLE   10,319,000 781,000 0
VIAVI SOLUTIONS INC 1 03/01/2024 SDBCV 925550AB1 13,515 11,000,000 PRN   SOLE   10,085,000 915,000 0
VOCERA COMMUNICATIONS 1.5 05/15/2023 SDBCV 92857FAB3 53,044 50,550,000 PRN   SOLE   47,727,000 2,823,000 0
WAYFAIR INC 0.375 09/01/2022 SDBCV 94419LAB7 73,387 59,292,000 PRN   SOLE   54,201,000 5,091,000 0
WHITING PETROLEUM CORP COM 966387409 779 97,086 SH   SOLE   90,428 6,658 0
WRIGHT MEDICAL GROUP NV 2.25 11/15/2021 SDBCV 98236JAB4 57,267 48,880,000 PRN   SOLE   45,866,000 3,014,000 0
ZENDESK INC 0.25 03/15/2023 SDBCV 98936JAB7 21,522 16,256,000 PRN   SOLE   12,903,000 3,353,000 0