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
AEROJET 2.25 15DEC23 OTC SDBCV 007800AB1 79,564 61,178,000 PRN   SOLE   61,178,000 0 0
ALDER BIOPHARM 2.5 01FEB25 SDBCV 014339AA3 28,151 27,000,000 PRN   SOLE   25,462,000 0 1,538,000
ALTABA INC COM 021346101 1,098 15,000 SH   SOLE   15,000 0 0
APOLLO CRLREALEST 4.75 23AUG22 SDBCV 03762UAB1 151,102 151,339,000 PRN   SOLE   142,647,000 0 8,692,000
ARBORREALTYTRUST 5.375 15NOV20 SDBCV 038923AB4 42,533 38,363,000 PRN   SOLE   36,247,000 0 2,116,000
ARRAY BIO 2.625 1DEC24 144A SDBCV 04269XAB1 25,654 19,075,000 PRN   SOLE   17,289,000 0 1,786,000
ASHLAND GLOBAL HOLDINGS INC COM 044186104 2,345 30,000 SH   SOLE   30,000 0 0
ATLASAIRWORLDWIDE1.875 01JUN24 SDBCV 049164BJ4 1,549 1,168,000 PRN   SOLE   1,101,000 0 67,000
BLACKSTONE 4.375 05MAY22 SDBCV 09257WAB6 61,594 62,654,000 PRN   SOLE   59,175,000 0 3,479,000
BLACKSTONE MORT 4.75 15MAR23 SDBCV 09257WAC4 14,250 14,600,000 PRN   SOLE   13,721,000 0 879,000
BRAEMAR HOTELS 5.5 31DEC49 CVPFD 10482B200 5,272 276,663 SH   SOLE   255,846 0 20,817
BRISTOL MYERS SQUIBB COM 110122108 5,534 100,000 SH Call SOLE   0 0 0
BRISTOL MYERS SQUIBB COM 110122108 5,534 100,000 SH   SOLE   100,000 0 0
CARBONITE INC SDBCV 141337AB1 9,270 6,232,000 PRN   SOLE   5,885,000 0 347,000
CHESAPEAKE ENERGY 5.5 15SEP26 SDBCV 165167CY1 10,194 10,000,000 PRN   SOLE   9,311,000 0 689,000
CLEVELAND-CLIFFS 1.50 15JAN25 SDBCV 185899AA9 22,926 18,850,000 PRN   SOLE   17,776,000 0 1,074,000
CLOUDERA INC COM 18914U100 2,873 210,647 SH   SOLE   210,647 0 0
CLOVIS ONCOLOGY 1.25 01MAY25 SDBCV 189464AC4 3,236 3,500,000 PRN   SOLE   3,301,000 0 199,000
CLOVIS ONCOLOGY 2.5 15SEP21 SDBCV 189464AB6 103,358 95,856,000 PRN   SOLE   88,770,000 0 7,086,000
COLONY FINANCIA 3.875 15JAN21 SDBCV 19624RAB2 71,399 74,986,000 PRN   SOLE   70,610,000 0 4,376,000
COLONY FINANCIAL 5 15APR23 SDBCV 19624RAA4 22,619 23,813,000 PRN   SOLE   22,490,000 0 1,323,000
CTRIP.COM INT LTD 1.25 15SEP22 SDBCV 22943FAM2 70,480 68,311,000 PRN   SOLE   64,416,000 0 3,895,000
CTRIP.COM INT LTD 1.99 01JUL25 SDBCV 22943FAH3 2,104 1,834,000 PRN   SOLE   0 0 1,834,000
DEUTSCHE BANK AG -REG COM D18190898 3,186 300,000 SH   SOLE   282,761 0 17,239
DFB HEALTHCARE ACQUISIT - WA RT 23291E117 519 409,999 SH   SOLE   384,120 0 25,879
DFB HEALTHCARE ACQUISITIONS COM 23291E109 11,833 1,230,000 SH   SOLE   1,152,362 0 77,638
DOUBLE EAGLE ACQUISITI-CW RT 971375118 1,530 694,148 SH   SOLE   635,873 0 58,275
ENDOLOGIX INC 3.25 1NOV20 SDBCV 29266SAB2 2,699 2,928,000 PRN   SOLE   2,716,000 0 212,000
EVERBRIDGE INC 1.5 1NOV22 SDBCV 29978AAA2 82,828 55,184,000 PRN   SOLE   52,179,000 0 3,005,000
EXACT SCIENCES CORP 1 15JAN25 SDBCV 30063PAA3 10,723 10,200,000 PRN   SOLE   6,572,000 0 3,628,000
FLEXION THER INC 3.375 01MAY24 SDBCV 33938JAB2 18,539 15,112,000 PRN   SOLE   14,240,000 0 872,000
FTS INTERNATIONAL INC COM 30283W104 1,366 95,945 SH   SOLE   95,945 0 0
GLOBAL PARTNER ACQUISIT-CW20 RT 74640Y114 201 321,436 SH   SOLE   297,579 0 23,857
GOLAR LNG LTD SDBCV 38046YAB7 76,149 69,877,000 PRN   SOLE   65,886,000 0 3,991,000
GOLDMAN SACHS BDC 4.5 01APR22 SDBCV 38147UAB3 17,995 18,036,000 PRN   SOLE   17,012,000 0 1,024,000
GORDON POINTE ACQUISI - WAR RT 382788115 571 1,077,000 SH   SOLE   1,008,773 0 68,227
GORDON POINTE ACQUISITION CO COM 382788107 9,815 1,008,773 SH   SOLE   1,008,773 0 0
GORES HOLDINGS II INC - A COM 382867109 3,743 367,971 SH   SOLE   345,293 0 22,678
GORES HOLDINGS II INC - CW22 RT 382867117 218 128,007 SH   SOLE   115,097 0 12,910
GRANITE POINTMTGE 5.625 2 SDBCV 38741LAB3 8,865 8,705,000 PRN   SOLE   8,209,000 0 496,000
GREEN PLAINS INC 3.25 01OCT18 SDBCV 393222AD6 768 744,000 PRN   SOLE   681,000 0 63,000
GREEN PLAINS INC 4.125 01SEP22 SDBCV 393222AF1 45,599 45,802,000 PRN   SOLE   42,577,000 0 3,225,000
GS ACQUISITION HOLDINGS CORP COM 36255F201 12,270 1,200,000 SH   SOLE   1,126,094 0 73,906
HANNON ARMSTRONG 4.125 01SEP22 SDBCV 41068XAB6 28,950 30,042,000 PRN   SOLE   27,846,000 0 2,196,000
HELIX ENER SOLUT 4.125 15SEP23 SDBCV 42330PAJ6 45,795 38,640,000 PRN   SOLE   36,476,000 0 2,164,000
HELIX ENERGY SOL 4 1/4 01MAY22 SDBCV 42330PAH0 3,762 3,600,000 PRN   SOLE   3,399,000 0 201,000
HENNESSY CAPITAL ACQUIS-CW22 RT 42588L113 1,759 1,251,830 SH   SOLE   1,180,614 0 71,216
HENNESSY CAPITAL ACQUISITION COM 42588L105 4,538 447,493 SH   SOLE   447,493 0 0
HORIZON PHARMA 2.5 15MAR22 SDBCV 44052TAB7 30,888 32,106,000 PRN   SOLE   30,255,000 0 1,851,000
HUBSPOT INC COM 443573100 2,035 16,229 SH   SOLE   16,229 0 0
HUBSPOT INC 0.25 1JUN22 SDBCV 443573AB6 7,745 5,419,000 PRN   SOLE   3,003,000 0 2,416,000
INPHI CORP 0.75 01SEP21 SDBCV 45772FAC1 21,740 23,140,000 PRN   SOLE   21,829,000 0 1,311,000
INPHI CORP 1.125 1DEC20 SDBCV 45772FAB3 36,516 34,075,000 PRN   SOLE   32,027,000 0 2,048,000
INSMED INC 1.75 15JAN25 SDBCV 457669AA7 39,310 42,750,000 PRN   SOLE   40,422,000 0 2,328,000
INVACARE CORP 4.5 1JUNE22 SDBCV 461203AH4 10,069 7,509,000 PRN   SOLE   7,101,000 0 408,000
INVACARE CORP 5 15FEB21 SDBCV 461203AF8 4,551 3,500,000 PRN   SOLE   3,224,000 0 276,000
IRONWOOD PHARMAC 2.25 15JUN22 SDBCV 46333XAD0 97,579 72,821,000 PRN   SOLE   67,026,000 0 5,795,000
ISHARES FTSE CHINA 25 INDEX FU COM 464287184 8,594 200,000 SH Put SOLE   0 0 0
ISHARES TR-RUSSELL 2000 IDX COM 464287655 42,187 257,600 SH Call SOLE   0 0 0
KADMON HOLDINGS INC COM 48283N106 2,192 549,472 SH   SOLE   525,922 0 23,550
LAYNE CHRISTENSEN 8 1MAY19 A SDBCV 521050AD6 25,474 19,880,000 PRN   SOLE   18,718,000 0 1,162,000
LENDINGTREE INC .625 1JUN22 SDBCV 52603BAA5 64,590 53,362,000 PRN   SOLE   50,390,000 0 2,972,000
LIBERTYMEDCORP 1 30JAN23 144A SDBCV 531229AF9 49,745 42,404,000 PRN   SOLE   39,991,000 0 2,413,000
LUMENTUM HOLDINGS .25 15MAR24 SDBCV 55024UAB5 51,069 43,078,000 PRN   SOLE   40,624,000 0 2,454,000
MAGNACHIP SEMI 5 1MAR21 CVPFD 55932XAB0 63 45,000 PRN   SOLE   42,000 0 3,000
MEDICINES COMPANY 2.5 15JAN22 SDBCV 584688AE5 5,737 4,715,000 PRN   SOLE   4,460,000 0 255,000
MGIC INVESTMENT CORP COM 552848103 1,332 124,260 SH   SOLE   115,692 0 8,568
MICROCHIP TECH 1.625 15FEB27 SDBCV 595017AF1 245,706 209,359,000 PRN   SOLE   199,726,000 0 9,633,000
MICROCHIP TECH 2.25 15FEB37 SDBCV 595017AH7 26,418 22,172,000 PRN   SOLE   18,896,000 0 3,276,000
MOSAIC ACQUISITION CORP-CL A COM G62848109 1,936 200,000 SH   SOLE   187,017 0 12,983
MOSAIC ACQUISITION CORP-CW22 RT G62848125 78 66,666 SH   SOLE   62,339 0 4,327
NEBULA ACQUISITION CORP-CL A COM 629076100 7,501 783,000 SH   SOLE   733,653 0 49,347
NEBULA ACQUISITION CORP-CW23 RT 629076118 558 261,000 SH   SOLE   244,551 0 16,449
NEVRO CORP 1.75 01JUN21 SDBCV 64157FAA1 21,498 19,721,000 PRN   SOLE   18,625,000 0 1,096,000
OASIS PETROLE 2.625 15SEP23 SDBCV 674215AJ7 15,162 11,678,000 PRN   SOLE   9,622,000 0 2,056,000
ONE MADISON CORP-CLASS A COM G6772P100 9,506 979,000 SH   SOLE   917,066 0 61,934
ONE MADISON CORP-CW RT G6772P126 514 489,500 SH   SOLE   458,533 0 30,967
PDL BIOPHARMA 2.75 01DEC21 SDBCV 69329YAG9 25,654 27,867,000 PRN   SOLE   26,216,000 0 1,651,000
PLATINUM EAGLE ACQUISITION C COM G7126L100 9,516 978,998 SH   SOLE   917,066 0 61,932
PLATINUM EAGLE ACQUISITION C RT G7126L118 393 326,332 SH   SOLE   305,688 0 20,644
PRA GROUP 3.5 1JUN23 SDBCV 69354NAB2 39,052 36,700,000 PRN   SOLE   34,702,000 0 1,998,000
PRETIUM RESOURCES 2.25 15MAR22 SDBCV 74139CAB8 3,159 3,655,000 PRN   SOLE   3,447,000 0 208,000
PROSPECT CAPITAL 4.95 15JUL22 SDBCV 74348TAR3 25,643 26,309,000 PRN   SOLE   24,846,000 0 1,463,000
PTC THERAPEUTICS IN 3 15AUG22 SDBCV 69366JAB7 2,484 2,500,000 PRN   SOLE   2,356,000 0 144,000
RADIUS HEALTH INC 3 1SEP24 SDBCV 750469AA6 20,987 22,500,000 PRN   SOLE   21,107,000 0 1,393,000
REALPAGE INC 1.5 15NOV22 SDBCV 75606NAB5 759 535,000 PRN   SOLE   203,000 0 332,000
REDWOOD TRUST 5.625 15JUL25 SDBCV 758075AD7 19,726 20,000,000 PRN   SOLE   18,768,000 0 1,232,000
REDWOOD TRUST INC 4.75 15AUG23 SDBCV 758075AC9 45,190 46,574,000 PRN   SOLE   43,998,000 0 2,576,000
RENEWABLE ENERGY 4 15JUN36 SDBCV 75972AAC7 21,630 12,100,000 PRN   SOLE   10,565,000 0 1,535,000
RH COM 74967X103 2,349 16,809 SH   SOLE   15,774 0 1,035
RWT HOLDINGS 5.625 15NOV19 SDBCV 749772AB5 6,363 6,260,000 PRN   SOLE   5,916,000 0 344,000
SABAN CAPITAL ACQ-CW21 RT 78516C114 95 71,795 SH   SOLE   62,981 0 8,814
SABAN CAPITAL ACQUISITION-A COM 78516C106 1,271 125,962 SH   SOLE   125,962 0 0
SEACOR HOLDS INC 3.25 15MAY25 SDBCV 811904AN1 17,198 16,913,000 PRN   SOLE   15,942,000 0 971,000
SENTINEL ENERGY SERVICE-CL A COM G8062D102 6,691 682,500 SH   SOLE   639,417 0 43,083
SENTINEL ENERGY SERVICE-CW22 RT G8062D110 279 227,500 SH   SOLE   213,139 0 14,361
SHIP FIN INT LTD 4.875 01MAY23 SDBCV 824689AG8 56,156 54,365,000 PRN   SOLE   52,959,000 0 1,406,000
SOUTHWESTERN ENERGY CO COM 845467109 2,120 400,000 SH   SOLE   372,550 0 27,450
SPDR S&P500 ETF TRUST COM 78462F103 27,128 100,000 SH Call SOLE   0 0 0
SUNPOWER CORP 4 15JAN23 SDBCV 867652AL3 16,709 20,482,000 PRN   SOLE   19,175,000 0 1,307,000
TCP CAPITAL CORP 4.625 1MAR22 SDBCV 87238QAD5 8,311 8,301,000 PRN   SOLE   7,729,000 0 572,000
TESARO INC 3 01OCT21 SDBCV 881569AA5 11,222 7,500,000 PRN   SOLE   7,069,000 0 431,000
TESLA INC 2.375 15MAR22 SDBCV 88160RAD3 154,065 126,861,000 PRN   SOLE   119,643,000 0 7,218,000
TESLA MOTORS INC 1.25 1MAR21 SDBCV 88160RAC5 67,285 59,723,000 PRN   SOLE   56,420,000 0 3,303,000
THERAVANCE 2.125 15JAN23 SDBCV 88338TAB0 58,962 61,070,000 PRN   SOLE   57,681,000 0 3,389,000
THERAVANCE BIOPHA 3.25 01NOV23 SDBCV 88339KAA0 69,261 70,188,000 PRN   SOLE   65,964,000 0 4,224,000
TIMKENSTEEL 6 1JUN21 SDBCV 887399AA1 55,795 36,090,000 PRN   SOLE   33,331,000 0 2,759,000
TPG PACE ENERGY HOLD WNTS RT 872656111 1,738 622,714 SH   SOLE   574,141 0 48,573
TPG PACE ENERGY HOLDINGS - A COM 872656103 17,941 1,650,443 SH   SOLE   1,548,726 0 101,717
TPG PACE HOLDINGS CORP-CL A COM G89827128 6,291 632,581 SH   SOLE   584,453 0 48,128
TPG PACE HOLDINGS CORP-CW RT G89827110 356 210,860 SH   SOLE   194,817 0 16,043
TRACON PHARMACEUTICALS INC COM 89237H100 7,675 2,842,477 SH   SOLE   2,842,477 0 0
TRINITY BIOTECH LP 4.00 1APR45 SDBCV 89643QAB4 9,891 12,015,000 PRN   SOLE   11,112,000 0 903,000
TRULIA LLC 2.75 15 DEC 20 SDBCV 897888AB9 5,076 2,053,000 PRN   SOLE   1,859,000 0 194,000
TWITTER INC COM 90184L102 3,350 76,703 SH   SOLE   72,767 0 3,936
VECTOR GROUP LTD 1.75 15APR20 SDBCV 92240MBC1 57,534 54,223,000 PRN   SOLE   50,979,000 0 3,244,000
VIAVI SOLUTIONS INC 1 1MAR24 SDBCV 925550AB1 28,585 28,387,000 PRN   SOLE   26,756,000 0 1,631,000
VIPSHOP HLDG LTD 1.5 15MAR19 SDBCV 92763WAA1 15,269 15,472,000 PRN   SOLE   14,633,000 0 839,000
WALMART INC COM 931142103 3,665 42,788 SH   SOLE   42,788 0 0
WALMART INC COM 931142103 17,130 200,000 SH Call SOLE   0 0 0
WALMART INC COM 931142103 17,130 200,000 SH Put SOLE   0 0 0
WAYFAIR INC 0.375 01SEP22 SDBCV 94419LAA9 19,453 15,107,000 PRN   SOLE   12,535,000 0 2,572,000
WHITING PETROLEUM 1.25 1APR20 SDBCV 966387AL6 48,272 50,541,000 PRN   SOLE   47,771,000 0 2,770,000
WHITING PETROLEUM CORP COM 966387409 2,408 45,669 SH   SOLE   43,166 0 2,503
WIX.COM LTD COM M98068105 5,958 59,400 SH   SOLE   55,742 0 3,658
WRIGHT MEDICAL 2.25 15NOV21 A SDBCV 98236JAB4 23,305 17,411,000 PRN   SOLE   14,376,000 0 3,035,000
YAHOO INC 0 1DEC18 SDBCV 984332AF3 207,234 151,580,000 PRN   SOLE   142,925,000 0 8,655,000
ZILLOW GROUP INC - C COM 98954M200 5,936 100,501 SH   SOLE   94,310 0 6,191