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
AERCAP HOLDINGS NV COM N00985106 13,068 330,000 SH   SOLE   330,000 0 0
AEROJET 2.25 15DEC23 OTC SDBCV 007800AB1 10,522 7,145,000 PRN   SOLE   7,145,000 0 0
ALDER BIOPHARM 2.5 01FEB25 SDBCV 014339AA3 1,203 1,500,000 PRN   SOLE   1,408,000 0 92,000
ALTABA INC COM 021346101 153,300 2,645,841 SH   SOLE   2,645,841 0 0
AMERICAN EXPRESS COMPANY COM 025816109 23,163 243,000 SH   SOLE   243,000 0 0
APOLLO CMMRL R E 5.375 15OCT23 SDBCV 03762UAC9 71,244 74,135,000 PRN   SOLE   69,520,000 0 4,615,000
APOLLO CRLREALEST 4.75 23AUG22 SDBCV 03762UAB1 146,546 155,714,000 PRN   SOLE   145,758,000 0 9,956,000
ARAMARK COM 03852U106 23,176 800,000 SH   SOLE   800,000 0 0
ARRAY BIO 2.625 1DEC24 144A SDBCV 04269XAB1 29,093 24,075,000 PRN   SOLE   21,902,000 0 2,173,000
ATHENAHEALTH INC COM 04685W103 29,025 220,000 SH   SOLE   220,000 0 0
AVAYA HOLDINGS CORP COM 05351X101 2,599 178,500 SH   SOLE   167,611 0 10,889
BERKSHIRE HATHAWAY INC-CL B COM 084670702 22,460 110,000 SH   SOLE   110,000 0 0
BLACKSTONE 4.375 05MAY22 SDBCV 09257WAB6 46,817 48,209,000 PRN   SOLE   45,274,000 0 2,935,000
BLACKSTONE MORT 4.75 15MAR23 SDBCV 09257WAC4 14,221 14,600,000 PRN   SOLE   13,721,000 0 879,000
BOOKING HOLDINGS INC COM 09857L108 23,425 13,600 SH   SOLE   13,600 0 0
BRAEMAR HOTELS 5.5 31DEC49 CVPFD 10482B200 4,725 276,663 SH   SOLE   255,846 0 20,817
BRISTOL MYERS SQUIBB COM 110122108 22,403 431,000 SH   SOLE   431,000 0 0
CARBONITE INC SDBCV 141337AB1 20,365 17,137,000 PRN   SOLE   16,088,000 0 1,049,000
CHURCHILL CAPITAL CORP COM 17142R202 5,060 500,000 SH   SOLE   467,376 0 32,624
CLOVIS ONCOLOGY 2.5 15SEP21 SDBCV 189464AB6 764 906,000 PRN   SOLE   256,000 0 650,000
COLONY FINANCIA 3.875 15JAN21 SDBCV 19624RAB2 75,765 81,370,000 PRN   SOLE   76,466,000 0 4,904,000
COLONY FINANCIAL 5 15APR23 SDBCV 19624RAA4 21,018 23,813,000 PRN   SOLE   22,490,000 0 1,323,000
CTRIP.COM INT LTD 1.25 15SEP22 SDBCV 22943FAM2 75,327 77,647,000 PRN   SOLE   72,900,000 0 4,747,000
CTRIP.COM INTL LT 1.99 01JUL25 SDBCV 22943FAH3 5,748 5,931,000 PRN   SOLE   4,079,000 0 1,852,000
DEUTSCHE BANK AG - REG COM D18190898 6,391 800,000 SH   SOLE   748,382 0 51,618
DEUTSCHE BANK AG -REG COM D18190898 2,445 300,000 SH   SOLE   287,761 0 12,239
DEXCOM INC 0.75 15MAY22 SDBCV 252131AF4 16,886 12,500,000 PRN   SOLE   11,736,000 0 764,000
DFB HEALTHCARE ACQUISIT - WA RT 23291E117 443 409,999 SH   SOLE   384,120 0 25,879
DFB HEALTHCARE ACQUISITIONS COM 23291E109 12,116 1,230,000 SH   SOLE   1,152,362 0 77,638
ENCORE CAP EUR 4.5 1SEP23 SDBCV 29260UAA5 24,039 29,785,000 PRN   SOLE   28,016,000 0 1,769,000
EVERBRIDGE INC 1.5 1NOV22 SDBCV 29978AAA2 105,198 59,328,000 PRN   SOLE   55,702,000 0 3,626,000
EVOLENT HEAL 2 01DEC21 SDBCV 30050BAB7 2,219 2,000,000 PRN   SOLE   1,878,000 0 122,000
EXACT SCIENCES CORP 1 15JAN25 SDBCV 30063PAA3 64,750 59,150,000 PRN   SOLE   52,188,000 0 6,962,000
EZCORP 2.875 1JUL24 OTC SDBCV 302301AF3 12,786 12,810,000 PRN   SOLE   11,059,000 0 1,751,000
FIRST DATA CORP- CLASS A COM 32008D106 25,365 1,500,000 SH   SOLE   1,500,000 0 0
FLEXION THER INC 3.375 01MAY24 SDBCV 33938JAB2 14,347 17,612,000 PRN   SOLE   16,556,000 0 1,056,000
GAIN CAPITAL HLDGS 5 15AUG22 SDBCV 36268WAF7 22,910 22,333,000 PRN   SOLE   20,642,000 0 1,691,000
GENERAL DYNAMICS CORP COM 369550108 20,123 128,000 SH   SOLE   128,000 0 0
GOLAR LNG LTD SDBCV 38046YAB7 55,506 59,622,000 PRN   SOLE   56,245,000 0 3,377,000
GOLDMAN SACHS BDC 4.5 01APR22 SDBCV 38147UAB3 593 609,000 PRN   SOLE   572,000 0 37,000
GORDON POINTE ACQUISI - WAR RT 382788115 354 1,077,000 SH   SOLE   1,008,773 0 68,227
GORES HOLDINGS III INC COM 38286G208 12,562 1,250,000 SH   SOLE   1,170,892 0 79,108
GRANITE POINT 6.375 1OCT23 SDBCV 38741LAC1 25,757 26,000,000 PRN   SOLE   24,329,000 0 1,671,000
GREEN PLAINS INC 4.125 01SEP22 SDBCV 393222AF1 39,843 45,302,000 PRN   SOLE   42,457,000 0 2,845,000
GS ACQUISITION HOLDINGS CORP COM 36255F201 12,300 1,200,000 SH   SOLE   1,126,094 0 73,906
HANNON ARMSTRONG 4.125 01SEP22 SDBCV 41068XAB6 27,480 30,042,000 PRN   SOLE   27,846,000 0 2,196,000
HELIX ENER SOLUT 4.125 15SEP23 SDBCV 42330PAJ6 31,547 34,140,000 PRN   SOLE   31,396,000 0 2,744,000
HELIX ENERGY SOL 4 1/4 01MAY22 SDBCV 42330PAH0 4,236 4,600,000 PRN   SOLE   4,321,000 0 279,000
HENNESSY CAPITAL ACQUIS-CW24 RT 629375114 968 1,251,830 SH   SOLE   1,180,614 0 71,216
HERCULES CAPITAL 4.375 1FEB17 SDBCV 427096AF9 13,141 13,805,000 PRN   SOLE   12,960,000 0 845,000
HUAZHU GROUP LTD 0.375 01NOV22 SDBCV 16949NAC3 156,614 160,456,000 PRN   SOLE   150,667,000 0 9,789,000
HUBSPOT INC 0.25 1JUN22 SDBCV 443573AB6 23,226 16,154,000 PRN   SOLE   13,208,000 0 2,946,000
II-VI INC .25 1SEP22 SDBCV 902104AB4 25,594 26,437,000 PRN   SOLE   24,822,000 0 1,615,000
INFINERA CORP 2.125 1SEP24 SDBCV 45667GAC7 30,972 42,550,000 PRN   SOLE   39,947,000 0 2,603,000
INNOVIVA INC 2.50 15AUG25 SDBCV 45781MAB7 85,560 71,162,000 PRN   SOLE   66,941,000 0 4,221,000
INPHI CORP 0.75 01SEP21 SDBCV 45772FAC1 24,793 26,660,000 PRN   SOLE   25,013,000 0 1,647,000
INPHI CORP 1.125 1DEC20 SDBCV 45772FAB3 35,701 33,846,000 PRN   SOLE   31,798,000 0 2,048,000
INSMED INC 1.75 15JAN25 SDBCV 457669AA7 16,765 23,449,000 PRN   SOLE   22,018,000 0 1,431,000
INTREXON CORP 3.5 1JUL23 SDBCV 46122TAA0 7,963 11,250,000 PRN   SOLE   10,575,000 0 675,000
IONIS PHARMACEUTIC 1 15NOV21 SDBCV 464337AJ3 6,454 6,000,000 PRN   SOLE   5,645,000 0 355,000
IQIYI INC-ADR ADR 46267X108 3,484 234,300 SH   SOLE   220,117 0 14,183
IRONWOOD PHARMAC 2.25 15JUN22 SDBCV 46333XAD0 7,948 8,456,000 PRN   SOLE   5,918,000 0 2,538,000
IRONWOOD PHARMACEUTICALS INC COM 46333X108 1,328 128,159 SH   SOLE   128,159 0 0
ISHARES FTSE CHINA 25 INDEX FU COM 464287184 7,816 200,000 SH Call SOLE   0 0 0
ISHARES TR-RUSSELL 2000 IDX COM 464287655 13,390 100,000 SH Call SOLE   0 0 0
JPMORGAN CHASE & CO COM 46625H100 21,476 220,000 SH   SOLE   220,000 0 0
KADMON HOLDINGS INC COM 48283N106 705 338,712 SH   SOLE   320,098 0 18,614
KBR INC COM 48242W106 11,456 754,705 SH   SOLE   709,163 0 45,542
LENDINGTREE INC .625 1JUN22 SDBCV 52603BAA5 76,387 61,362,000 PRN   SOLE   57,632,000 0 3,730,000
LIBERTYMEDCORP 1 30JAN23 144A SDBCV 531229AF9 22,953 22,204,000 PRN   SOLE   20,805,000 0 1,399,000
MADISON SQUARE GARDEN CO- A COM 55825T103 16,062 60,000 SH   SOLE   60,000 0 0
MAGNACHIP SEMI 5 1MAR21 CVPFD 55932XAB0 46 45,000 PRN   SOLE   42,000 0 3,000
MAGNOLIA OIL & GAS CORP WTS RT 559663117 1,909 622,714 SH   SOLE   574,141 0 48,573
MICROCHIP TECH 1.625 15FEB27 SDBCV 595017AF1 229,533 234,909,000 PRN   SOLE   221,219,000 0 13,690,000
MICROCHIP TECH 1.625 15FEB25 SDBCV 595017AD6 333,005 235,751,000 PRN   SOLE   227,870,000 0 7,881,000
MICROCHIP TECH 2.25 15FEB37 SDBCV 595017AH7 25,769 26,172,000 PRN   SOLE   21,620,000 0 4,552,000
MICRON TECHNOLOGY 3 15NOV43 SDBCV 595112AY9 14,396 13,000,000 PRN   SOLE   12,205,000 0 795,000
MOSAIC ACQUISITION CORP-CL A COM 61946M100 1,970 199,998 PRN   SOLE   187,017 0 12,981
MOSAIC ACQUISITION CORP-CW22 RT 61946M118 70 66,666 PRN   SOLE   62,339 0 4,327
NEBULA ACQUISITION CORP-CL A COM 629076100 7,693 783,000 SH   SOLE   733,653 0 49,347
NEBULA ACQUISITION CORP-CW23 RT 629076118 291 261,000 SH   SOLE   244,551 0 16,449
NEUROCRINE 2.25 15MAY24 SDBCV 64125CAD1 26,936 22,553,000 PRN   SOLE   21,173,000 0 1,380,000
NEW MOUNTAIN FIN 5.75 15AUG23 SDBCV 647551AC4 13,759 14,000,000 PRN   SOLE   13,150,000 0 850,000
NEW RELIC INC COM 64829B100 12,146 150,000 SH   SOLE   150,000 0 0
NRC GROUP HOLDINGS CORP COM 629375106 383 50,046 SH   SOLE   50,046 0 0
ONE MADISON CORP-CLASS A COM G6772P100 9,819 979,000 SH   SOLE   917,066 0 61,934
ONE MADISON CORP-CW RT G6772P126 392 489,500 PRN   SOLE   458,533 0 30,967
PDC ENERGY INC 1.125 15SEP21 SDBCV 69327RAD3 6,240 7,000,000 PRN   SOLE   6,586,000 0 414,000
PDL BIOPHARMA 2.75 01DEC21 SDBCV 69329YAG9 13,814 13,617,000 PRN   SOLE   11,933,000 0 1,684,000
PLATINUM EAGLE ACQUISITION C COM G7126L100 9,868 978,998 PRN   SOLE   917,066 0 61,932
PLATINUM EAGLE ACQUISITION C RT G7126L118 367 326,332 PRN   SOLE   305,688 0 20,644
PRETIUM RESOURCES 2.25 15MAR22 SDBCV 74139CAB8 3,216 3,555,000 PRN   SOLE   3,347,000 0 208,000
PROSPECT CAPITAL 4.95 15JUL22 SDBCV 74348TAR3 24,138 24,909,000 PRN   SOLE   23,392,000 0 1,517,000
QIAGEN N.V. COM N72482123 427 12,384 SH   SOLE   12,384 0 0
QIAGEN N.V. COM N72482123 1,637 48,088 SH   SOLE   45,589 0 2,499
QUOTIENT TEC INC 1.75 01DEC22 SDBCV 749119AB9 16,512 17,500,000 PRN   SOLE   16,432,000 0 1,068,000
RADIUS HEALTH INC 3 1SEP24 SDBCV 750469AA6 11,151 14,500,000 PRN   SOLE   13,613,000 0 887,000
REALPAGE INC 1.5 15NOV22 SDBCV 75606NAB5 32,391 25,035,000 PRN   SOLE   23,179,000 0 1,856,000
REDFIN CORP 1.75 15JUL23 SDBCV 75737FAA6 13,037 16,255,000 PRN   SOLE   15,303,000 0 952,000
REDWOOD TRUST 5.625 15JUL25 SDBCV 758075AD7 26,038 27,605,000 PRN   SOLE   25,867,000 0 1,738,000
REDWOOD TRUST INC 4.75 15AUG23 SDBCV 758075AC9 42,760 46,574,000 PRN   SOLE   43,998,000 0 2,576,000
RETROPHIN INC 2.5 15SEP25 SDBCV 761299AB2 17,669 19,750,000 PRN   SOLE   18,581,000 0 1,169,000
SABAN CAPITAL ACQ-CW21 RT 78516C114 40 71,795 SH   SOLE   62,981 0 8,814
SABAN CAPITAL ACQUISITION-A COM 78516C106 1,275 125,962 SH   SOLE   125,962 0 0
SEACOR HOLDS INC 3.25 15MAY25 SDBCV 811904AN1 20,314 23,913,000 PRN   SOLE   22,404,000 0 1,509,000
SENTINEL ENERGY SERVICE-CL A COM 81728P105 7,920 790,400 PRN   SOLE   661,775 0 128,625
SENTINEL ENERGY SERVICE-CW22 RT 81728P113 190 227,500 PRN   SOLE   213,139 0 14,361
SHIP FIN INT LTD 4.875 01MAY23 SDBCV 824689AG8 31,133 34,565,000 PRN   SOLE   32,450,000 0 2,115,000
SPARTAN ENERGY ACQUISITION C COM 846784114 29,756 2,975,600 SH   SOLE   2,753,896 0 221,704
SQUARE INC 0.375 01MAR22 144A SDBCV 852234AB9 4,902 2,000,000 PRN   SOLE   1,878,000 0 122,000
SUNPOWER CORP 4 15JAN23 SDBCV 867652AL3 16,207 20,482,000 PRN   SOLE   19,175,000 0 1,307,000
TCP CAPITAL CORP 4.625 1MAR22 SDBCV 87238QAD5 979 1,001,000 PRN   SOLE   940,000 0 61,000
TEAM INC 5 01AUG23 SDBCV 878155AE0 18,598 18,635,000 PRN   SOLE   17,494,000 0 1,141,000
TELADOC INC 3 15DEC22 SDBCV 87918AAB1 186,233 135,410,000 PRN   SOLE   127,157,000 0 8,253,000
THERAVANCE 2.125 15JAN23 SDBCV 88338TAB0 54,263 50,422,000 PRN   SOLE   47,350,000 0 3,072,000
THERAVANCE BIOPHA 3.25 01NOV23 SDBCV 88339KAA0 70,716 68,688,000 PRN   SOLE   64,464,000 0 4,224,000
TIMKENSTEEL 6 1JUN21 SDBCV 887399AA1 39,860 38,090,000 PRN   SOLE   34,989,000 0 3,101,000
TPG PACE HOLDINGS CORP-CL A COM G89827128 6,326 632,581 PRN   SOLE   584,453 0 48,128
TPG PACE HOLDINGS CORP-CW RT G89827110 232 210,860 PRN   SOLE   194,817 0 16,043
TRACON PHARMACEUTICALS INC COM 89237H100 1,791 2,842,477 SH   SOLE   2,842,477 0 0
TRINITY BIOTECH LP 4.00 1APR45 SDBCV 89643QAB4 9,335 12,015,000 PRN   SOLE   11,112,000 0 903,000
TRULIA LLC 2.75 15 DEC 20 SDBCV 897888AB9 2,908 2,053,000 PRN   SOLE   1,859,000 0 194,000
TWITTER INC 1 15SEP21 SDBCV 90184LAD4 1,990 2,175,000 PRN   SOLE   2,029,000 0 146,000
VECTOR GROUP LTD 1.75 15APR20 SDBCV 92240MBC1 60,494 60,073,000 PRN   SOLE   56,407,000 0 3,666,000
WAYFAIR INC .375 1SEP22 SDBCV 94419LAB7 45,464 42,107,000 PRN   SOLE   37,700,000 0 4,407,000
WHITING PETROLEUM 1.25 1APR20 SDBCV 966387AL6 40,007 42,241,000 PRN   SOLE   39,708,000 0 2,533,000
WRIGHT MEDICAL 2.25 15NOV21 A SDBCV 98236JAB4 33,608 24,411,000 PRN   SOLE   20,588,000 0 3,823,000