COLUMN 1 | COLUMN 2 | COLUMN 3 | COLUMN 4 | COLUMN 5 | COLUMN 6 | COLUMN 7 | COLUMN 8 |
| | | VALUE | SHRS OR | SH/ | PUT/ | INVESTMENT | OTHER | VOTING AUTHORITY |
NAME OF ISSUER | TITLE OF CLASS | CUSIP | (x$1000) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
8X8 INC 0.5 02/01/2024 | SDBCV | 282914AB6 | 91,692 | 107,627,000 | PRN | | SOLE | | 96,487,000 | 11,140,000 | 0 |
ACAMAR PARTNERS ACQUISI CW26 | RT | 004285110 | 217 | 418,000 | SH | | SOLE | | 390,595 | 27,405 | 0 |
ACAMAR PARTNERS ACQUISITI A | COM | 004285102 | 11,376 | 1,154,894 | SH | | SOLE | | 1,042,949 | 111,945 | 0 |
ACCEL ENTERTAINMENT INC CW | RT | 00436Q114 | 1,060 | 675,302 | SH | | SOLE | | 617,112 | 58,190 | 0 |
ACCELERATE DIAGNOSTICS 2.5 03/15/2023 | SDBCV | 00430HAB8 | 8,023 | 14,500,000 | PRN | | SOLE | | 13,531,000 | 969,000 | 0 |
ACT II GLOBAL ACQUISITI CW24 | RT | G0080J120 | 765 | 1,176,098 | SH | | SOLE | | 1,105,804 | 70,294 | 0 |
ACT II GLOBAL ACQUISITIO A | COM | G0080J104 | 12,694 | 1,286,098 | SH | | SOLE | | 1,148,484 | 137,614 | 0 |
ALLEGRO MERGER CORP CW25 | RT | 01749N111 | 45 | 1,000,000 | SH | | SOLE | | 902,562 | 97,438 | 0 |
ALLEGRO MERGER CORP RTS | RT | 01749N129 | 62 | 758,840 | SH | | SOLE | | 684,820 | 74,020 | 0 |
ALTAIR ENGINEERING INC 0.25 06/01/2024 | SDBCV | 021369AA1 | 50,978 | 57,497,000 | PRN | | SOLE | | 51,819,000 | 5,678,000 | 0 |
ALUSSA ENERGY ACQUISIT CW26 | RT | G0232J119 | 268 | 312,499 | SH | | SOLE | | 280,538 | 31,961 | 0 |
ALUSSA ENERGY ACQUISITION A | COM | G0232J101 | 5,999 | 625,000 | SH | | SOLE | | 561,076 | 63,924 | 0 |
AMCI ACQUISITION CORP CL A | COM | 00165R101 | 3,315 | 326,300 | SH | | SOLE | | 306,031 | 20,269 | 0 |
AMPLITUDE HEALTHCARE AC CW26 | RT | 03212A113 | 36 | 65,687 | SH | | SOLE | | 58,969 | 6,718 | 0 |
AMPLITUDE HEALTHCARE ACQ A | COM | 03212A105 | 1,260 | 131,375 | SH | | SOLE | | 117,938 | 13,437 | 0 |
APEX TECHNOLOGY ACQUI C CW24 | RT | 03768F110 | 1,602 | 1,642,831 | SH | | SOLE | | 1,467,437 | 175,394 | 0 |
APEX TECHNOLOGY ACQUI CL A | COM | 03768F102 | 3,119 | 319,279 | SH | | SOLE | | 38,272 | 281,007 | 0 |
APOLLO CMMRL REAL EST FI 4.75 08/23/2022 | SDBCV | 03762UAB1 | 108,109 | 154,729,000 | PRN | | SOLE | | 139,399,000 | 15,330,000 | 0 |
APOLLO CMMRL REAL EST FI 5.375 10/15/2023 | SDBCV | 03762UAC9 | 59,022 | 88,926,000 | PRN | | SOLE | | 80,118,000 | 8,808,000 | 0 |
APOLLO GLOBAL MANAGEMENT INC | COM | 03768E105 | 1,675 | 50,000 | SH | Put | SOLE | | 0 | 0 | 0 |
APOLLO GLOBAL MANAGEMENT INC | COM | 03768E105 | 810 | 24,200 | SH | | SOLE | | 23,087 | 1,113 | 0 |
ATLAS TECHNICAL CONSU CW21 | RT | 049430119 | 252 | 345,800 | SH | | SOLE | | 306,058 | 39,742 | 0 |
BAOZUN INC-SPN ADR | ADR | 06684L103 | 5,807 | 207,844 | SH | | SOLE | | 201,970 | 5,874 | 0 |
BIG ROCK PARTNERS ACQUIS RTS | RT | 089482129 | 20 | 147,438 | SH | | SOLE | | 132,393 | 15,045 | 0 |
Blackstone Group Inc | COM | 09260D107 | 4,735 | 103,900 | SH | Put | SOLE | | 0 | 0 | 0 |
BLACKSTONE GROUP INC A | COM | 09260D107 | 1,669 | 36,599 | SH | | SOLE | | 34,511 | 2,088 | 0 |
BLACKSTONE MORTGAGE TR 4.375 05/05/2022 | SDBCV | 09257WAB6 | 3,945 | 5,000,000 | PRN | | SOLE | | 4,505,000 | 495,000 | 0 |
BLACKSTONE MORTGAGE TR 4.75 03/15/2023 | SDBCV | 09257WAC4 | 10,138 | 12,850,000 | PRN | | SOLE | | 12,176,000 | 674,000 | 0 |
BRAEMAR HOTELS & RESORTS | CVPFD | 10482B200 | 1,536 | 276,663 | SH | | SOLE | | 255,846 | 20,817 | 0 |
BRIDGEBIO PHARMA INC | COM | 10806X102 | 1,370 | 47,255 | SH | | SOLE | | 37,515 | 9,740 | 0 |
BROADMARK REALTY CAPIT CW24 | RT | 11135B118 | 286 | 1,334,333 | SH | | SOLE | | 1,202,236 | 132,097 | 0 |
BROOGE ENERGY LTD | COM | G1611B107 | 178 | 14,499 | SH | | SOLE | | 11,300 | 3,199 | 0 |
BROOGE HOLDINGS LTD | RT | G1611B115 | 968 | 1,299,074 | SH | | SOLE | | 1,156,203 | 142,871 | 0 |
Canopy Growth Corp | COM | 138035100 | 5,264 | 365,100 | SH | Put | SOLE | | 0 | 0 | 0 |
CF FINANCE ACQUISITION CL A | COM | 12528N107 | 2,230 | 216,700 | SH | | SOLE | | 195,308 | 21,392 | 0 |
CF FINANCE ACQUISITION CW25 | RT | 12528N115 | 318 | 668,430 | SH | | SOLE | | 594,952 | 73,478 | 0 |
CHEGG INC 0.25 05/15/2023 | SDBCV | 163092AB5 | 22,444 | 15,760,000 | PRN | | SOLE | | 11,645,000 | 4,115,000 | 0 |
CHP MERGER CORP CLASS A | COM | 12558Y106 | 2,138 | 220,419 | SH | | SOLE | | 0 | 220,419 | 0 |
CHP MERGER CORP CW24 | RT | 12558Y114 | 667 | 1,244,549 | SH | | SOLE | | 1,109,581 | 134,968 | 0 |
CHURCHILL CAPITAL CORP CW24 | RT | 17143G114 | 1,550 | 1,318,955 | SH | | SOLE | | 1,179,298 | 139,657 | 0 |
CHURCHILL CAPITAL CORP II A | COM | 17143G106 | 5,511 | 553,817 | SH | | SOLE | | 89,500 | 464,317 | 0 |
CHURCHILL CAPITAL CORP III | COM | 17144C203 | 60,489 | 6,048,894 | SH | | SOLE | | 5,353,304 | 695,590 | 0 |
CITIC CAPITAL ACQUISITION | COM | G21513125 | 13,505 | 1,364,800 | SH | | SOLE | | 1,211,198 | 153,602 | 0 |
COLLEGIUM PHARMA INC 2.625 02/15/2026 | SDBCV | 19459JAA2 | 29,699 | 33,250,000 | PRN | | SOLE | | 30,151,000 | 3,099,000 | 0 |
COLLIER CREEK HOLDINGS A | COM | G22707106 | 3,068 | 299,900 | SH | | SOLE | | 280,624 | 19,276 | 0 |
COLLIER CREEK HOLDINGS CW23 | RT | G22707114 | 147 | 137,799 | SH | | SOLE | | 121,955 | 15,844 | 0 |
COLONY CAPITAL INC 3.875 01/15/2021 | SDBCV | 19624RAB2 | 78,657 | 95,777,000 | PRN | | SOLE | | 85,209,000 | 10,568,000 | 0 |
COLONY CAPITAL INC 5 04/15/2023 | SDBCV | 19624RAA4 | 18,973 | 23,626,000 | PRN | | SOLE | | 21,519,000 | 2,107,000 | 0 |
CREE INC 0.875 09/01/2023 | SDBCV | 225447AB7 | 58,394 | 63,324,000 | PRN | | SOLE | | 57,059,000 | 6,265,000 | 0 |
CRESCENT ACQUISITION CO-CW24 | RT | 22564L113 | 176 | 249,999 | SH | | SOLE | | 231,880 | 18,119 | 0 |
CRESCENT ACQUISITION CORP A | COM | 22564L105 | 4,925 | 500,000 | SH | | SOLE | | 463,760 | 36,240 | 0 |
DEXCOM INC 0.75 12/01/2023 | SDBCV | 252131AH0 | 184,076 | 105,916,000 | PRN | | SOLE | | 95,426,000 | 10,490,000 | 0 |
DFP HEALTHCARE ACQUISITIONS | COM | 23343Q209 | 992 | 100,000 | SH | | SOLE | | 88,607 | 11,393 | 0 |
DIAMOND EAGLE ACQUI CW26 | RT | 25258L117 | 705 | 251,273 | SH | | SOLE | | 220,416 | 30,857 | 0 |
DIAMOND EAGLE ACQUISIT CL A | COM | 25258L109 | 289 | 23,412 | SH | | SOLE | | 21,093 | 2,319 | 0 |
DIAMONDPEAK HOLDINGS CO CW24 | RT | 25280H118 | 240 | 533,458 | SH | | SOLE | | 499,962 | 33,496 | 0 |
DIAMONDPEAK HOLDINGS CORP A | COM | 25280H100 | 12,217 | 1,225,400 | SH | | SOLE | | 1,148,348 | 77,052 | 0 |
DMY TECHNOLOGY GROUP INC | COM | 233253202 | 8,241 | 838,350 | SH | | SOLE | | 741,440 | 96,910 | 0 |
EAST STONE ACQUISITION UNIT | COM | G2911D124 | 4,164 | 425,000 | SH | | SOLE | | 377,168 | 47,832 | 0 |
ENCORE CAP EUR FINANCE 4.5 09/01/2023 | SDBCV | 29260UAA5 | 25,115 | 32,706,000 | PRN | | SOLE | | 28,948,000 | 3,758,000 | 0 |
ENVESTNET INC 1.75 06/01/2023 | SDBCV | 29404KAB2 | 33,359 | 32,500,000 | PRN | | SOLE | | 29,287,000 | 3,213,000 | 0 |
EVOLENT HEALTH INC 1.5 10/15/2025 | SDBCV | 30050BAD3 | 25,737 | 41,000,000 | PRN | | SOLE | | 38,466,000 | 2,534,000 | 0 |
EVOLENT HEALTH INC 2 12/01/2021 | SDBCV | 30050BAB7 | 423 | 500,000 | PRN | | SOLE | | 472,000 | 28,000 | 0 |
EXACT SCIENCES CORP 0.375 03/01/2028 | SDBCV | 30063PAC9 | 317,894 | 404,000,000 | PRN | | SOLE | | 361,021,000 | 42,979,000 | 0 |
EXACT SCIENCES CORP 0.375 03/15/2027 | SDBCV | 30063PAB1 | 99,198 | 117,244,000 | PRN | | SOLE | | 104,717,000 | 12,527,000 | 0 |
EXACT SCIENCES CORP 1 01/15/2025 | SDBCV | 30063PAA3 | 14,187 | 13,063,000 | PRN | | SOLE | | 11,674,000 | 1,389,000 | 0 |
EZCORP INC 2.375 05/01/2025 | SDBCV | 302301AE6 | 21,459 | 30,765,000 | PRN | | SOLE | | 29,085,000 | 1,680,000 | 0 |
EZCORP INC 2.875 07/01/2024 | SDBCV | 302301AF3 | 30,538 | 39,255,000 | PRN | | SOLE | | 35,052,000 | 4,203,000 | 0 |
FAR POINT ACQUISITION CORP A | COM | 30734W109 | 9,504 | 939,106 | SH | | SOLE | | 839,126 | 99,980 | 0 |
FAR POINT ACQUISITION CW25 | RT | 30734W117 | 258 | 445,795 | SH | | SOLE | | 396,806 | 48,989 | 0 |
FINSERV ACQUISITION CORP A | COM | 318085107 | 1,395 | 144,811 | SH | | SOLE | | 0 | 144,811 | 0 |
FINSERV ACQUISITITION CW26 | RT | 318085115 | 402 | 699,492 | SH | | SOLE | | 628,387 | 71,105 | 0 |
FINTECH ACQUISITION CORP -24 | RT | 31811A119 | 503 | 732,170 | SH | | SOLE | | 686,659 | 45,511 | 0 |
FINTECH ACQUISITION CORP A | COM | 31811A101 | 10,649 | 1,065,941 | SH | | SOLE | | 954,809 | 111,132 | 0 |
FIREEYE INC 0.875 06/01/2024 | SDBCV | 31816QAF8 | 76,112 | 90,185,000 | PRN | | SOLE | | 81,258,000 | 8,927,000 | 0 |
FIVE9 INC | COM | 338307101 | 218 | 2,846 | SH | | SOLE | | 2,846 | 0 | 0 |
FIVE9 INC 0.125 05/01/2023 | SDBCV | 338307AB7 | 1,307 | 687,000 | PRN | | SOLE | | 0 | 687,000 | 0 |
FLEXION THERAPEUTICS INC 3.375 05/01/2024 | SDBCV | 33938JAB2 | 4,756 | 6,063,000 | PRN | | SOLE | | 5,695,000 | 368,000 | 0 |
FLYING EAGLE ACQUISITION COR | COM | 34407Y202 | 34,894 | 3,500,000 | SH | | SOLE | | 3,101,233 | 398,767 | 0 |
FORUM MERGER II CORP W | RT | 34986F111 | 230 | 1,208,490 | SH | | SOLE | | 1,085,098 | 123,392 | 0 |
GALILEO ACQUISITION CORP | COM | G3770A102 | 7,762 | 801,800 | SH | | SOLE | | 718,800 | 83,000 | 0 |
GALILEO ACQUISITION CORP | RT | G3770A110 | 260 | 1,125,775 | SH | | SOLE | | 1,009,417 | 116,358 | 0 |
GDS HOLDINGS LIMITED 2 06/01/2025 | SDBCV | 36165LAB4 | 101,820 | 79,450,000 | PRN | | SOLE | | 70,672,000 | 8,778,000 | 0 |
GENERAL ELECTRIC CO | COM | 369604103 | 2,393 | 301,395 | SH | | SOLE | | 280,146 | 21,249 | 0 |
GIGCAPITAL2 INC | COM | 375036100 | 6,972 | 700,723 | SH | | SOLE | | 650,557 | 50,166 | 0 |
GIGCAPITAL2 INC CW24 | RT | 375036118 | 465 | 1,321,715 | SH | | SOLE | | 1,183,684 | 138,031 | 0 |
GIGCAPITAL2 INC RIGHTS | RT | 375036126 | 631 | 3,149,184 | SH | | SOLE | | 2,876,238 | 272,946 | 0 |
GLORY STAR NEW MEDIA GROUP H | COM | G39973105 | 431 | 104,739 | SH | | SOLE | | 93,900 | 10,839 | 0 |
GOLAR LNG LTD 2.75 02/15/2022 | SDBCV | 38046YAB7 | 40,041 | 61,817,000 | PRN | | SOLE | | 53,912,000 | 7,905,000 | 0 |
GORDON POINTE ACQUISI WAR | RT | 382788115 | 162 | 1,022,379 | SH | | SOLE | | 957,945 | 64,434 | 0 |
GORES HOLDINGS IV INC | COM | 382865202 | 7,048 | 700,000 | SH | | SOLE | | 629,004 | 70,996 | 0 |
GORES METROPOULOS INC C CW24 | RT | 382872117 | 255 | 345,674 | SH | | SOLE | | 307,233 | 38,441 | 0 |
GORES METROPOULOS INC CL A | COM | 382872109 | 10,866 | 1,070,437 | SH | | SOLE | | 946,319 | 124,118 | 0 |
GRANITE POINT MTGE TRST 6.375 10/01/2023 | SDBCV | 38741LAC1 | 12,841 | 23,135,000 | PRN | | SOLE | | 20,500,000 | 2,635,000 | 0 |
GREENVISION ACQU CORP RGT | RT | 39678G129 | 25 | 100,000 | SH | | SOLE | | 89,772 | 10,228 | 0 |
GREENVISION ACQUISITION CORP | COM | 39678G103 | 977 | 100,000 | SH | | SOLE | | 89,772 | 10,228 | 0 |
GREENVISION ACQUITION CW24 | RT | 39678G111 | 14 | 100,000 | SH | | SOLE | | 89,772 | 10,228 | 0 |
GRID DYNAMICS HOLDINGS CW23 | RT | 39813G117 | 1,937 | 1,123,347 | SH | | SOLE | | 1,053,275 | 70,072 | 0 |
GRID DYNAMICS HOLDINGS INC | COM | 39813G109 | 6,240 | 780,162 | SH | | SOLE | | 694,516 | 85,646 | 0 |
GX ACQUISITION CORP CL A | COM | 36251A107 | 2,183 | 222,834 | SH | | SOLE | | 0 | 222,834 | 0 |
GX ACQUISITION CORP CW26 | RT | 36251A115 | 652 | 1,357,999 | SH | | SOLE | | 1,217,360 | 140,639 | 0 |
HANNON ARMSTRONG SUSTAIN 4.125 09/01/2022 | SDBCV | 41068XAB6 | 3,040 | 3,194,000 | PRN | | SOLE | | 3,009,000 | 185,000 | 0 |
HAYMAKER ACQ CORP II CL A | COM | 42087L101 | 11,595 | 1,184,304 | SH | | SOLE | | 967,983 | 216,321 | 0 |
HAYMAKER ACQUISITION CO CW26 | RT | 42087L119 | 1,743 | 1,621,539 | SH | | SOLE | | 1,450,013 | 171,526 | 0 |
HEALTHCARE MERGER CORP A | COM | 42227L102 | 1,851 | 188,919 | SH | | SOLE | | 0 | 188,919 | 0 |
HEALTHCARE MERGER CORP CW26 | RT | 42227L110 | 675 | 872,043 | SH | | SOLE | | 770,134 | 101,909 | 0 |
HELIX ENERGY SOLUTIONS 4.125 09/15/2023 | SDBCV | 42330PAJ6 | 22,164 | 33,483,000 | PRN | | SOLE | | 29,052,000 | 4,431,000 | 0 |
HELIX ENERGY SOLUTIONS 4.25 05/01/2022 | SDBCV | 42330PAH0 | 27,343 | 36,837,000 | PRN | | SOLE | | 32,807,000 | 4,030,000 | 0 |
HENNESSY CAPITAL ACQUIS CW25 | RT | 42589C112 | 210 | 600,000 | SH | | SOLE | | 560,669 | 39,331 | 0 |
HENNESSY CAPITAL ACQUISITI A | COM | 42589C104 | 2,527 | 250,000 | SH | | SOLE | | 234,261 | 15,739 | 0 |
HERBALIFE LTD 2.625 03/15/2024 | SDBCV | 42703MAD5 | 80,666 | 99,808,000 | PRN | | SOLE | | 88,224,000 | 11,584,000 | 0 |
HUAZHU GROUP LTD 0.375 11/01/2022 | SDBCV | 16949NAC3 | 156,822 | 162,426,000 | PRN | | SOLE | | 140,635,000 | 21,791,000 | 0 |
INNOVIVA INC 2.125 01/15/2023 | SDBCV | 88338TAB0 | 72,798 | 78,022,000 | PRN | | SOLE | | 69,655,000 | 8,367,000 | 0 |
INNOVIVA INC 2.5 08/15/2025 | SDBCV | 45781MAB7 | 57,746 | 58,862,000 | PRN | | SOLE | | 51,856,000 | 7,006,000 | 0 |
INSURANCE ACQUISITION CORP A | COM | 457867109 | 12,721 | 1,264,600 | SH | | SOLE | | 1,178,041 | 86,559 | 0 |
INSURANCE ACQUISITION CW24 | RT | 457867117 | 437 | 632,999 | SH | | SOLE | | 590,019 | 42,980 | 0 |
INTERCEPT PHARMAS 2 05/15/2026 | SDBCV | 45845PAB4 | 26,983 | 30,755,000 | PRN | | SOLE | | 27,572,000 | 3,183,000 | 0 |
INTERNATIONAL GENERAL CW25 | RT | G4809J114 | 275 | 686,260 | SH | | SOLE | | 634,383 | 51,877 | 0 |
INTERNATIONAL GENERAL INSURA | COM | G4809J106 | 1,401 | 175,172 | SH | | SOLE | | 175,172 | 0 | 0 |
INTERPRIVATE ACQUISITI CW24 | RT | 46064A111 | 129 | 300,000 | SH | | SOLE | | 266,236 | 33,764 | 0 |
INTERPRIVATE ACQUISITION COR | COM | 46064A103 | 5,622 | 600,000 | SH | | SOLE | | 532,472 | 67,528 | 0 |
IQIYI INC 3.75 12/01/2023 | SDBCV | 46267XAB4 | 55,036 | 54,200,000 | PRN | | SOLE | | 43,456,000 | 10,744,000 | 0 |
IRONWOOD PHARMACEUTICALS 2.25 06/15/2022 | SDBCV | 46333XAD0 | 10,744 | 10,269,000 | PRN | | SOLE | | 9,252,000 | 1,017,000 | 0 |
KARYOPHARM THERAPEUTICS 3 10/15/2025 | SDBCV | 48576UAA4 | 20,231 | 14,000,000 | PRN | | SOLE | | 13,208,000 | 792,000 | 0 |
KKR REAL ESTATE FIN 6.125 05/15/2023 | SDBCV | 48251KAB6 | 56,375 | 66,775,000 | PRN | | SOLE | | 59,969,000 | 6,806,000 | 0 |
LANDCADIA HOLDINGS II INC A | COM | 51476X105 | 988 | 100,000 | SH | | SOLE | | 91,450 | 8,550 | 0 |
LEGACY ACQUISITION CORP CL A | COM | 524643103 | 8,248 | 795,366 | SH | | SOLE | | 724,745 | 70,621 | 0 |
LEGACY ACQUISITION CORP CW22 | RT | 524643111 | 635 | 2,824,603 | SH | | SOLE | | 2,517,090 | 307,513 | 0 |
LGL SYSTEMS ACQUISITION CORP | COM | 50201G205 | 11,619 | 1,153,863 | SH | | SOLE | | 1,020,406 | 133,457 | 0 |
LIV CAPITAL ACQUISITI CW25 | RT | G5510C116 | 89 | 350,000 | SH | | SOLE | | 313,594 | 36,406 | 0 |
LIV CAPITAL ACQUISITION CO A | COM | G5510C108 | 1,428 | 150,000 | SH | | SOLE | | 133,715 | 16,285 | 0 |
LIVE NATION ENTERTAINMEN 2.5 03/15/2023 | SDBCV | 538034AQ2 | 37,582 | 39,500,000 | PRN | | SOLE | | 35,151,000 | 4,349,000 | 0 |
LUMENTUM HOLDINGS INC 0.25 03/15/2024 | SDBCV | 55024UAB5 | 92,133 | 67,739,000 | PRN | | SOLE | | 60,156,000 | 7,583,000 | 0 |
MERCADOLIBRE INC 2 08/15/2028 | SDBCV | 58733RAD4 | 380,455 | 291,544,000 | PRN | | SOLE | | 251,827,000 | 39,717,000 | 0 |
MERIDA MERGER CORP I | COM | 58953M106 | 10,214 | 1,075,200 | SH | | SOLE | | 965,053 | 110,147 | 0 |
MERIDA MERGER CORP I CW26 | RT | 58953M114 | 217 | 537,499 | SH | | SOLE | | 482,526 | 54,973 | 0 |
MESA LABORATORIES INC 1.375 08/15/2025 | SDBCV | 59064RAA7 | 41,602 | 41,105,000 | PRN | | SOLE | | 36,848,000 | 4,257,000 | 0 |
MFA FINANCIAL INC 6.25 06/15/2024 | SDBCV | 55272XAA0 | 33,455 | 56,692,000 | PRN | | SOLE | | 51,195,000 | 5,497,000 | 0 |
MICROCHIP TECHNOLOGY INC 1.625 02/15/2027 | SDBCV | 595017AF1 | 406,400 | 393,110,000 | PRN | | SOLE | | 350,826,000 | 42,284,000 | 0 |
MICROCHIP TECHNOLOGY INC 2.25 02/15/2037 | SDBCV | 595017AH7 | 14,746 | 15,622,000 | PRN | | SOLE | | 13,887,000 | 1,735,000 | 0 |
MOMO INC 1.25 07/01/2025 | SDBCV | 60879BAB3 | 64,275 | 80,318,000 | PRN | | SOLE | | 71,900,000 | 8,418,000 | 0 |
MUDRICK CAPITAL ACQUISI | RT | 624745113 | 449 | 1,409,800 | SH | | SOLE | | 1,250,901 | 158,899 | 0 |
NEBULA ACQUISITION CORP CL A | COM | 629076100 | 4,126 | 406,528 | SH | | SOLE | | 384,087 | 22,441 | 0 |
NEBULA ACQUISITION CORP CW23 | RT | 629076118 | 1,563 | 1,628,204 | SH | | SOLE | | 1,444,839 | 183,365 | 0 |
NESCO HOLDINGS-CW25 | RT | 64083J112 | 96 | 520,000 | SH | | SOLE | | 476,220 | 43,780 | 0 |
NETFIN ACQUISITION CORP CL A | COM | G6455A107 | 15,147 | 1,535,400 | SH | | SOLE | | 1,429,707 | 105,693 | 0 |
NETFIN AQUISITION CORP CW24 | RT | G6455A115 | 621 | 1,802,257 | SH | | SOLE | | 1,609,074 | 193,183 | 0 |
NEW FRONTIER CORP CW23 | RT | G6461G114 | 176 | 169,119 | SH | | SOLE | | 158,686 | 10,433 | 0 |
NEW MOUNTAIN FINANCE COR 5.75 08/15/2023 | SDBCV | 647551AC4 | 27,969 | 33,410,000 | PRN | | SOLE | | 31,624,000 | 1,786,000 | 0 |
NEW PROVIDENCE ACQUISI CW24 | RT | 64822P114 | 206 | 374,999 | SH | | SOLE | | 343,841 | 31,158 | 0 |
NEW PROVIDENCE ACQUISIT CL A | COM | 64822P106 | 7,349 | 750,000 | SH | | SOLE | | 687,682 | 62,318 | 0 |
NUANCE COMMUNICATIONS 1.25 04/01/2025 | SDBCV | 67020YAN0 | 37,865 | 35,000,000 | PRN | | SOLE | | 31,814,000 | 3,186,000 | 0 |
NUTANIX INC 0 01/15/2023 | SDBCV | 67059NAB4 | 54,906 | 67,517,000 | PRN | | SOLE | | 60,043,000 | 7,474,000 | 0 |
OAKTREE ACQUISITION CO CW24 | RT | G67145113 | 26 | 24,999 | SH | | SOLE | | 23,243 | 1,756 | 0 |
OAKTREE ACQUISITION CORP A | COM | G67145105 | 749 | 74,999 | SH | | SOLE | | 69,729 | 5,270 | 0 |
OPKO HEALTH INC 4.5 02/15/2025 | SDBCV | 68375NAD5 | 24,328 | 36,650,000 | PRN | | SOLE | | 32,806,000 | 3,844,000 | 0 |
ORISUN ACQUISITION COR CW24 | RT | 68632T117 | 14 | 215,000 | SH | | SOLE | | 200,270 | 14,730 | 0 |
ORISUN ACQUISITION CORP | COM | 68632T109 | 2,133 | 215,000 | SH | | SOLE | | 200,270 | 14,730 | 0 |
OSPREY TECHNOLOGY ACQ CW24 | RT | 68839R120 | 553 | 724,849 | SH | | SOLE | | 652,959 | 71,890 | 0 |
OSPREY TECHNOLOGY ACQUISITION A | COM | 68839R104 | 1,448 | 148,982 | SH | | SOLE | | 0 | 148,982 | 0 |
PAE INC | COM | 69290Y109 | 89 | 13,730 | SH | | SOLE | | 12,374 | 1,356 | 0 |
PAE INC CW23 | RT | 69290Y117 | 931 | 641,666 | SH | | SOLE | | 575,098 | 66,568 | 0 |
PEGASYSTEMS INC | COM | 705573103 | 10,307 | 144,700 | SH | | SOLE | | 128,394 | 16,306 | 0 |
PENSARE ACQUISITION CORP | RT | 70957E113 | 90 | 993,511 | SH | | SOLE | | 884,418 | 109,093 | 0 |
PENSARE ACQUISITION CORP | RT | 70957E121 | 370 | 2,738,229 | SH | | SOLE | | 2,452,522 | 285,707 | 0 |
PERFICIENT INC 2.375 09/15/2023 | SDBCV | 71375UAB7 | 23,151 | 24,168,000 | PRN | | SOLE | | 21,493,000 | 2,675,000 | 0 |
PIVOTAL INVESTMENT CORP II A | COM | 72582K100 | 961 | 97,004 | SH | | SOLE | | 0 | 97,004 | 0 |
PIVOTAL INVESTMENT II CW25 | RT | 72582K118 | 355 | 604,765 | SH | | SOLE | | 541,581 | 63,184 | 0 |
PLUG POWER INC 5.5 03/15/2023 | SDBCV | 72919PAB9 | 53,805 | 32,000,000 | PRN | | SOLE | | 28,290,000 | 3,710,000 | 0 |
PRECIGEN INC | COM | 74017N105 | 306 | 90,164 | SH | | SOLE | | 75,690 | 14,474 | 0 |
PRECIGEN INC 3.5 07/01/2023 | SDBCV | 46122TAA0 | 1,494 | 3,000,000 | PRN | | SOLE | | 2,897,000 | 103,000 | 0 |
PROFICIENT ALPHA ACQ RGT | RT | 74317H121 | 177 | 919,628 | SH | | SOLE | | 818,723 | 100,905 | 0 |
PROFICIENT ALPHA ACQUI CW | RT | 74317H113 | 39 | 700,000 | SH | | SOLE | | 649,500 | 50,500 | 0 |
PROFICIENT ALPHA ACQUISITION | COM | 74317H105 | 7,264 | 720,600 | SH | | SOLE | | 670,100 | 50,500 | 0 |
PROPTECH ACQUISITION A CW26 | RT | 74349F119 | 584 | 1,168,024 | SH | | SOLE | | 1,039,700 | 128,324 | 0 |
PROPTECH ACQUISITION CORP A | COM | 74349F101 | 10,838 | 1,100,300 | SH | | SOLE | | 987,495 | 112,805 | 0 |
PROSPECT CAPITAL CORP 6.375 03/01/2025 | SDBCV | 74348TAT9 | 21,700 | 25,242,000 | PRN | | SOLE | | 23,899,000 | 1,343,000 | 0 |
RANPAK HOLDINGS CORP CW | RT | 75321W111 | 1,427 | 1,061,484 | SH | | SOLE | | 994,815 | 66,669 | 0 |
RAPID7 INC 1.25 08/01/2023 | SDBCV | 753422AB0 | 72,956 | 60,060,000 | PRN | | SOLE | | 54,112,000 | 5,948,000 | 0 |
REDWOOD TRUST INC 4.75 08/15/2023 | SDBCV | 758075AC9 | 9,634 | 15,944,000 | PRN | | SOLE | | 14,983,000 | 961,000 | 0 |
REDWOOD TRUST INC 5.625 07/15/2024 | SDBCV | 758075AD7 | 4,738 | 7,605,000 | PRN | | SOLE | | 4,330,000 | 3,275,000 | 0 |
REPLAY ACQUISITION CORP | COM | G75130107 | 23,528 | 2,327,158 | SH | | SOLE | | 2,152,781 | 174,377 | 0 |
REPLAY ACQUISITION CW20 | RT | G75130115 | 818 | 1,276,896 | SH | | SOLE | | 1,199,564 | 77,332 | 0 |
RINGCENTRAL INC CLASS A | COM | 76680R206 | 17,355 | 81,900 | SH | | SOLE | | 72,683 | 9,217 | 0 |
RISUN ACQUISITION CORP RTS | RT | 68632T125 | 37 | 215,000 | SH | | SOLE | | 200,270 | 14,730 | 0 |
RMG ACQUISITION CORP CL A | COM | 749641106 | 6,986 | 703,950 | SH | | SOLE | | 666,360 | 37,590 | 0 |
RMG ACQUISITION CORP CW24 | RT | 749641114 | 302 | 499,999 | SH | | SOLE | | 471,600 | 28,399 | 0 |
SAREPTA THERAPEUTICS INC 1.5 11/15/2024 | SDBCV | 803607AB6 | 145,892 | 95,377,000 | PRN | | SOLE | | 85,123,000 | 10,254,000 | 0 |
SC HEALTH CORP A | COM | G78516203 | 7,081 | 704,599 | SH | | SOLE | | 650,816 | 53,783 | 0 |
SC HEALTH CORP CW24 | RT | G78516401 | 331 | 349,999 | SH | | SOLE | | 325,408 | 24,591 | 0 |
SCHULTZE SPECIAL PURPOSE 24 | RT | 80821R117 | 46 | 231,401 | SH | | SOLE | | 207,965 | 23,436 | 0 |
SCVX CORP | COM | G79448109 | 7,228 | 725,000 | SH | | SOLE | | 653,207 | 71,793 | 0 |
SEA LTD 2.25 07/01/2023 | SDBCV | 81141RAB6 | 308,905 | 133,188,000 | PRN | | SOLE | | 113,773,000 | 19,415,000 | 0 |
SEACOR HOLDINGS INC 3.25 05/15/2030 | SDBCV | 811904AN1 | 23,328 | 30,413,000 | PRN | | SOLE | | 27,168,000 | 3,245,000 | 0 |
SFL CORP LTD 4.875 05/01/2023 | SDBCV | 824689AG8 | 43,953 | 48,040,000 | PRN | | SOLE | | 42,511,000 | 5,529,000 | 0 |
SILVER SPIKE ACQUISITI -CW24 | RT | G8136L114 | 173 | 550,000 | SH | | SOLE | | 512,318 | 37,682 | 0 |
SILVER SPIKE ACQUISITION A | COM | G8136L106 | 12,796 | 1,300,400 | SH | | SOLE | | 1,151,388 | 149,012 | 0 |
SOFTWARE ACQUISITION G CW26 | RT | 83406B119 | 190 | 312,498 | SH | | SOLE | | 280,538 | 31,960 | 0 |
SOFTWARE ACQUISITION GROUP A | COM | 83406B101 | 6,019 | 625,000 | SH | | SOLE | | 561,077 | 63,923 | 0 |
SOUTH MOUNTAIN MERGER CORP A | COM | 838884104 | 6,542 | 674,485 | SH | | SOLE | | 604,447 | 70,038 | 0 |
SOUTH MOUNTAIN MERGER CW24 | RT | 838884112 | 539 | 745,300 | SH | | SOLE | | 668,267 | 77,033 | 0 |
SPARTAN ENERGY ACQUISIT CW23 | RT | 846784122 | 459 | 991,876 | SH | | SOLE | | 917,975 | 73,901 | 0 |
SPARTAN ENERGY ACQUISITION A | COM | 846784106 | 20,575 | 2,033,132 | SH | | SOLE | | 1,910,764 | 122,368 | 0 |
SPLUNK INC 0.5 09/15/2023 | SDBCV | 848637AC8 | 134,931 | 125,234,000 | PRN | | SOLE | | 104,675,000 | 20,559,000 | 0 |
SPLUNK INC 1.125 09/15/2025 | SDBCV | 848637AD6 | 232,098 | 210,878,000 | PRN | | SOLE | | 180,678,000 | 30,200,000 | 0 |
SQUARE INC A | COM | 852234103 | 6,636 | 126,700 | SH | | SOLE | | 112,264 | 14,436 | 0 |
STABLE ROAD ACQUISITI CW26 | RT | 85236Q117 | 368 | 636,319 | SH | | SOLE | | 567,514 | 68,805 | 0 |
STABLE ROAD ACQUISITION CL A | COM | 85236Q109 | 12,409 | 1,272,640 | SH | | SOLE | | 1,135,028 | 137,612 | 0 |
SUNPOWER CORP 4 01/15/2023 | SDBCV | 867652AL3 | 20,554 | 25,626,000 | PRN | | SOLE | | 22,667,000 | 2,959,000 | 0 |
SWITCHBACK ENERGY ACQ CW24 | RT | 87105M110 | 127 | 233,333 | SH | | SOLE | | 216,939 | 16,394 | 0 |
SWITCHBACK ENERGY ACQUISIT A | COM | 87105M102 | 6,754 | 700,000 | SH | | SOLE | | 650,817 | 49,183 | 0 |
SYNAPTICS INC 0.5 06/15/2022 | SDBCV | 87157DAD1 | 93,547 | 89,925,000 | PRN | | SOLE | | 81,016,000 | 8,909,000 | 0 |
TEEKAY CORP 5 01/15/2023 | SDBCV | 87900YAE3 | 16,461 | 19,896,000 | PRN | | SOLE | | 18,773,000 | 1,123,000 | 0 |
TESLA INC 2 05/15/2024 | SDBCV | 88160RAG6 | 374,444 | 204,304,000 | PRN | | SOLE | | 175,425,000 | 28,879,000 | 0 |
THERAVANCE BIOPHARMA INC 3.25 11/01/2023 | SDBCV | 88339KAA0 | 2,940 | 3,023,000 | PRN | | SOLE | | 2,681,000 | 342,000 | 0 |
THUNDER BRIDGE ACQUISI CW26 | RT | G8857S108 | 1,281 | 2,136,400 | SH | | SOLE | | 1,949,062 | 187,338 | 0 |
THUNDER BRIDGE ACQUISITION A | COM | G8857S116 | 1,644 | 166,894 | SH | | SOLE | | 0 | 166,894 | 0 |
TORTOISE ACQUISITION CORP A | COM | 89154L100 | 9,519 | 922,800 | SH | | SOLE | | 874,765 | 48,035 | 0 |
TORTOISE ACQUISITION CW24 | RT | 89154L118 | 149 | 600,000 | SH | | SOLE | | 532,193 | 67,807 | 0 |
TRACON PHARMACEUTICALS INC | COM | 89237H209 | 475 | 284,248 | SH | | SOLE | | 284,248 | 0 | 0 |
TRINE ACQUISITION CORP A | COM | 89628U108 | 12,285 | 1,235,920 | SH | | SOLE | | 1,143,485 | 92,435 | 0 |
TRINE ACQUISITION CORP CW24 | RT | 89628U116 | 410 | 712,000 | SH | | SOLE | | 641,268 | 70,732 | 0 |
TRIP COM GROUP LTD 1 07/01/2020 | SDBCV | 22943FAF7 | 16,161 | 16,537,000 | PRN | | SOLE | | 14,624,000 | 1,913,000 | 0 |
TRULIA LLC 2.75 12/15/2020 | SDBCV | 897888AB9 | 3,142 | 2,053,000 | PRN | | SOLE | | 1,859,000 | 194,000 | 0 |
TUSCAN HOLDINGS CORP CW26 | RT | 90069K112 | 204 | 600,000 | SH | | SOLE | | 540,191 | 59,809 | 0 |
TUSCAN HOLDINGS CORP II | COM | 90070A103 | 10,087 | 1,034,560 | SH | | SOLE | | 988,096 | 46,464 | 0 |
TUSCAN HOLDINGS CORP II CW25 | RT | 90070A111 | 155 | 514,992 | SH | | SOLE | | 494,048 | 20,944 | 0 |
TWILIO INC 0.25 06/01/2023 | SDBCV | 90138FAB8 | 13,902 | 9,935,000 | PRN | | SOLE | | 0 | 9,935,000 | 0 |
TWILIO INC A | COM | 90138F102 | 21,770 | 243,271 | SH | | SOLE | | 243,271 | 0 | 0 |
UNION ACQUISITION COR CW25 | RT | G9402Q126 | 272 | 1,501,300 | SH | | SOLE | | 1,346,069 | 155,231 | 0 |
UNION ACQUISITION CORP II | COM | G9402Q100 | 12,468 | 1,274,800 | SH | | SOLE | | 1,145,912 | 128,888 | 0 |
US ECOLOGY PARENT INC CW23 | RT | 91734M111 | 896 | 223,965 | SH | | SOLE | | 211,225 | 12,740 | 0 |
VECTOIQ ACQUISITION CO CW23 | RT | 92243N111 | 1,174 | 631,198 | SH | | SOLE | | 558,466 | 72,732 | 0 |
VECTOIQ ACQUISITION CORP | COM | 92243N103 | 10,640 | 1,000,000 | SH | | SOLE | | 1,000,000 | 0 | 0 |
VERTIV HOLDINGS CW23 | RT | 92537N116 | 792 | 404,999 | SH | | SOLE | | 375,364 | 29,635 | 0 |
VIAVI SOLUTIONS INC 1 03/01/2024 | SDBCV | 925550AB1 | 2,125 | 2,000,000 | PRN | | SOLE | | 1,776,000 | 224,000 | 0 |
VISHAY INTERTECHNOLOGY 2.25 06/15/2025 | SDBCV | 928298AP3 | 11,498 | 12,755,000 | PRN | | SOLE | | 11,496,000 | 1,259,000 | 0 |
VIVINT SMART HOME INC CW22 | RT | 928542117 | 510 | 367,166 | SH | | SOLE | | 329,130 | 38,036 | 0 |
WEIBO CORP 1.25 11/15/2022 | SDBCV | 948596AC5 | 5,141 | 6,000,000 | PRN | | SOLE | | 5,406,000 | 594,000 | 0 |