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

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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
51JOB INC 3.25 15APR19 SDBCV 316827AC8 33,699 31,985,000 PRN   SOLE   27,223,000 0 4,762,000
51JOB INC-ADR COM 316827104 3,584 106,040 SH   SOLE   49,555 0 56,485
ADIENT PLC -W/I COM G0084W101 11,720 200,000 SH Call SOLE   0 0 0
ALERE INC 3.0 31DEC49 SER B PFD CVPFD 01449J204 107,944 328,847 SH   SOLE   279,894 0 48,953
ALIBABA GROUP HOLDING-SP COM 01609W102 26,343 300,000 SH Put SOLE   0 0 0
ALLEGHENY TECHN 4.75 01JUL22 SDB 01741RAG7 18,485 13,787,000 PRN   SOLE   11,738,000 0 2,049,000
ALPHABET INC-CL C COM 02079K107 13,892 18,000 SH Call SOLE   0 0 0
ALPHABET INC-CL C COM 02079K107 13,892 18,000 SH Put SOLE   0 0 0
AMAG PHARMACEUTLS 2.5 15FEB19 SDBCV 00163UAA4 26,022 18,363,000 PRN   SOLE   15,565,000 0 2,798,000
AMERICAN REALTY 3.0 1AUG18 SDBCV 02917TAA2 51,600 51,504,000 PRN   SOLE   43,835,000 0 7,669,000
AMEX ENERGY SELECT SPDR IDX COM 81369Y506 37,660 500,000 SH Call SOLE   0 0 0
APOLLO CMMRL REAL 5.5 15MAR19 SDBCV 03762UAA3 69,294 66,031,000 PRN   SOLE   56,074,000 0 9,957,000
APPLE INC COM 037833100 26,639 230,000 SH Call SOLE   0 0 0
APPLE INC COM 037833100 26,639 230,000 SH Put SOLE   0 0 0
ARBOR REALTY TRU 6.5 01OCT19 SDBCV 038923AA6 13,007 13,000,000 PRN   SOLE   11,030,000 0 1,970,000
ARRAY BIO INC 3.0 1JUN20 SDBCV 04269XAA3 15,400 11,000,000 PRN   SOLE   9,364,000 0 1,636,000
AMERICAN RESIDENTIAL PROP 3.25 15NOV18 SDBCV U03002AA7 56,223 45,282,000 PRN   SOLE   38,539,000 0 6,743,000
ATLANTICA YIELD PLC COM G0751N103 946 48,900 SH   SOLE   40,479 0 8,421
BANK OF AMERICA CORP COM 060505104 2,210 100,000 SH   SOLE   92,447 0 7,553
BANK OF AMERICA CORP-CW19 RT 060505153 3,255 3,300,378 SH   SOLE   2,797,017 0 503,361
BIOMARIN PHARMA 1.5 15OCT20 SDBCV 09061GAF8 55,147 46,709,000 PRN   SOLE   39,731,000 0 6,978,000
CITIGROUP INC COM 172967424 1,188 20,000 SH   SOLE   16,979 0 3,021
CLOVIS ONCOLOGY 2.5 15SEP21 SDBCV 189464AB6 5,676 5,500,000 PRN   SOLE   4,681,000 0 819,000
COLONY FINANCIA 3.875 15JAN21 SDBCV 19624RAB2 73,359 73,253,000 PRN   SOLE   61,140,000 0 12,113,000
COLONY FINANCIAL 5.0 15APR23 SDBCV 19624RAA4 18,132 17,738,000 PRN   SOLE   14,957,000 0 2,781,000
CONSOLIDATED-TOM 4.5 15MAR20 SDB 210226AB2 22,127 22,166,000 PRN   SOLE   18,449,000 0 3,717,000
CTRIP.COM INTER 1.25 15OCT18 SDBCV 22943FAD2 39,374 34,008,000 PRN   SOLE   32,261,000 0 1,747,000
CTRIP.COM INTL LT 1.99 01JUL25 SDBCV 22943FAH3 83,661 80,170,000 PRN   SOLE   72,264,000 0 7,906,000
CTRIP.COM INTL LTD 1.0 01JUL20 SDBCV 22943FAF7 937 911,000 PRN   SOLE   911,000 0 0
DEPOMED INC 2.5 1SEP21 SDBCV 249908AA2 74,921 65,450,000 PRN   SOLE   55,734,000 0 9,716,000
DOMINION RESO 6.75 15AUG19 CVPFD 25746U836 13,115 258,700 SH   SOLE   220,241 0 38,459
DOUBLE EAGLE ACQUISITION COR COM G28195108 7,014 664,838 SH   SOLE   635,873 0 28,965
EMERGENT BIOSOL 2.875 15JAN21 SDBCV 29089QAB1 46,820 36,545,000 PRN   SOLE   31,104,000 0 5,441,000
ENDOLOGIX INC 3.25 1NOV20 SDBCV 29266SAB2 7,450 8,445,000 PRN   SOLE   7,188,000 0 1,257,000
FINISAR CORP 0.5 15DEC33 SDBCV 31787AAM3 23,041 19,400,000 PRN   SOLE   16,512,000 0 2,888,000
FIREEYE INC COM 31816Q101 595 50,000 SH   SOLE   40,850 0 9,150
FIREEYE INC 1.0 1JUN35 SDBCV 31816QAB7 30,180 32,707,000 PRN   SOLE   27,585,000 0 5,122,000
FRONTIER COMMUNI 29JUN18 CVPFD CVPFD 35906A207 3,572 50,000 SH   SOLE   42,590 0 7,410
GENERAL MOTORS CO COM 37045V100 1,740 49,965 SH   SOLE   38,499 0 11,466
GLOBAL PARTNER ACQUISITION C COM 37954X204 5,225 500,000 SH   SOLE   382,262 0 117,738
GOGO INC COM 38046C109 3,579 388,200 SH   SOLE   294,797 0 93,403
GREEN PLAINS INC 3.25 01OCT18 SDBCV 393222AD6 2,875 2,000,000 PRN   SOLE   1,703,000 0 297,000
HOLOGIC INC FRN 15DEC43 SDBCV 436440AG6 5,538 4,500,000 PRN   SOLE   3,680,000 0 820,000
HORIZON PHARMA 2.5 15MAR22 SDBCV 44052TAB7 6,199 6,491,000 PRN   SOLE   5,523,000 0 968,000
ILLUMINA INC 0.0 15JUN19 SDBCV 452327AF6 6,939 7,265,000 PRN   SOLE   5,970,000 0 1,295,000
INCYTE CORP LTD 1.25 15NOV20 SDBCV 45337CAN2 38,811 19,026,000 PRN   SOLE   16,207,000 0 2,819,000
INDUSTRIAL SELECT SECT SPDR ETF 81369Y704 6,222 100,000 SH Put SOLE   0 0 0
INDUSTRIAL SELECT SECT SPDR ETF 81369Y704 6,222 100,000 SH   SOLE   95,400 0 4,600
INFINERA CORP 1.75 1JUN18 SDBCV 45667GAB9 4,144 4,000,000 PRN   SOLE   3,356,000 0 644,000
INPHI CORP 1.125 1DEC20 SDBCV 45772FAB3 23,798 18,350,000 PRN   SOLE   15,629,000 0 2,721,000
INTEL CORP 2.95 15DEC35 CV SDB 458140AD2 90,577 66,851,000 PRN   SOLE   56,863,000 0 9,988,000
INTERCEPT PHAR 3.25 01JUL23 SDBCV 45845PAA6 14,902 16,641,000 PRN   SOLE   14,155,000 0 2,486,000
IONIS PHARMACEUTIC 1.0 15NOV21 SDBCV 464337AJ3 11,501 11,325,000 PRN   SOLE   9,637,000 0 1,688,000
IRONWOOD PHARMAC 2.25 15JUN22 SDBCV 46333XAD0 55,685 48,427,000 PRN   SOLE   40,822,000 0 7,605,000
ISHARES FTSE CHINA 25 INDEX FU COM 464287184 3,471 100,000 SH Put SOLE   0 0 0
JDS UNIPHASE 0.625 15AUG33 SDBCV 46612JAF8 10,322 10,000,000 PRN   SOLE   8,511,000 0 1,489,000
LIGAND PHARMA 0.75 15AUG19 SDBCV 53220KAD0 31,633 21,855,000 PRN   SOLE   17,981,000 0 3,874,000
MEDICINES COMPANY 2.5 15JAN22 SDBCV 584688AE5 12,626 10,500,000 PRN   SOLE   8,941,000 0 1,559,000
MGIC INVEST CV 5.0 01MAY17 SDBCV 552848AD5 4,302 4,238,000 PRN   SOLE   3,595,000 0 643,000
MICRON TECH 1.625 15FEB33 SDBCV 595112AU7 16,897 8,330,000 PRN   SOLE   7,558,000 0 772,000
MICRON TECH 2.375 01MAY32 A SDBCV 595112AW3 6,504 2,800,000 PRN   SOLE   2,466,000 0 334,000
MICRON TECH INC 2.125 15FEB33 SDBCV 595112AV5 75,694 36,026,000 PRN   SOLE   32,475,000 0 3,551,000
MICRON TECHN 3.125 01MAY32 A SDBCV 595112AX1 156,946 68,523,000 PRN   SOLE   60,780,000 0 7,743,000
MICROSOFT CORP COM 594918104 15,535 250,000 SH Call SOLE   0 0 0
MICROSOFT CORP COM 594918104 15,535 250,000 SH Put SOLE   0 0 0
MOLINA HEALTH 1.125 15JAN20 SDBCV 60855RAC4 23,981 16,690,000 PRN   SOLE   14,208,000 0 2,482,000
MORGAN STANLEY COM 617446448 1,127 26,684 SH   SOLE   25,468 0 1,216
NATIONAL HEALTH I 3.25 1APR21 SDBCV 63633DAE4 9,534 8,500,000 PRN   SOLE   7,234,000 0 1,266,000
NEVRO CORP 1.75 01JUN21 SDBCV 64157FAA1 5,603 5,251,000 PRN   SOLE   4,470,000 0 781,000
NEW MOUNTAIN FINANC 5.0 15JUN19 SDBCV 647551AB6 2,137 2,073,000 PRN   SOLE   1,764,000 0 309,000
OASIS PETROLE 2.625 15SEP23 SDBCV 674215AJ7 89,151 64,098,000 PRN   SOLE   54,569,000 0 9,529,000
PATTERN ENERGY 4.0 15JUL20 SDBCV 70338PAB6 6,786 6,980,000 PRN   SOLE   5,914,000 0 1,066,000
PDL BIOPHARMA 2.75 01DEC21 SDBCV 69329YAG9 3,253 4,000,000 PRN   SOLE   3,413,000 0 587,000
QUIDEL CORP 3.25 15DEC20 SDBCV 74838JAA9 36,520 36,807,000 PRN   SOLE   30,818,000 0 5,989,000
REPLIGEN CORP 2.125 01JUN21 SDBCV 759916AA7 24,978 21,427,000 PRN   SOLE   18,155,000 0 3,272,000
ROYAL BK SCOTLN 8.625 29DEC49 SDB 780097BB6 3,054 3,000,000 PRN   SOLE   2,416,000 0 584,000
RWT HOLDINGS 5.625 15NOV19 SDBCV 749772AB5 253 250,000 PRN   SOLE   211,000 0 39,000
SABAN CAPITAL ACQUISITION CO COM 78516C205 1,372 132,372 SH   SOLE   125,962 0 6,410
SEACOR HOLDINGS 3.0 15NOV28 SDBCV 81170YAB5 3,981 4,500,000 PRN   SOLE   3,822,000 0 678,000
SINA CORP 1.0 01DEC18 SDBCV 82922RAD5 4,054 4,085,000 PRN   SOLE   4,085,000 0 0
SM ENERGY CO 1.5 01JUL21 SDBCV 78454LAM2 25,660 22,129,000 PRN   SOLE   18,832,000 0 3,297,000
SPDR S&P500 ETF TRUST COM 78462F103 67,059 300,000 SH Put SOLE   0 0 0
SPIRIT REALTY 2.875 15MAY19 SDBCV 84860WAA0 26,248 25,177,000 PRN   SOLE   21,362,000 0 3,815,000
SPIRIT REALTY CAP 3.75 15MAY21 SDBCV 84860WAB8 6,317 6,000,000 PRN   SOLE   5,103,000 0 897,000
STARWOOD PROPERTY 4.55 1MAR18 SDBCV 85571BAA3 2,917 2,672,000 PRN   SOLE   2,274,000 0 398,000
STARWOOD PRPRTY TR3.75 15OCT17 SDBCV 85571BAC9 69,737 68,060,000 PRN   SOLE   57,943,000 0 10,117,000
STARWOOD WAYPOINT 3.0 1JUL19 SDB 85571WAB5 69,214 63,184,000 PRN   SOLE   53,774,000 0 9,410,000
STARWOOD WAYPOINT 4.5 15OCT17 SDBCV 85571WAD1 33 31,000 PRN   SOLE   26,000 0 5,000
STILLWTER MINING 1.75 15OCT32 SDBCV 86074QAL6 6,400 5,000,000 PRN   SOLE   4,255,000 0 745,000
SUCAMPO PHAR 3.25 15DEC21 144A SDBCV 864909AA4 10,672 10,000,000 PRN   SOLE   8,508,000 0 1,492,000
SUNPOWER CORP .75 1JUN18 SDBCV 867652AG4 137 150,000 PRN   SOLE   127,000 0 23,000
SUNPOWER CORP 4.0 15JAN23 SDBCV 867652AL3 15,719 21,899,000 PRN   SOLE   17,974,000 0 3,925,000
TERRAFORM GLOBAL INC - CL A COM 88104M101 15,890 4,022,765 SH   SOLE   3,838,705 0 184,060
THERAVANCE BIOPHA 3.25 01NOV23 SDB 88339KAA0 48,959 42,667,000 PRN   SOLE   36,312,000 0 6,355,000
TIMKENSTEEL 6.0 1JUN21 SDB 887399AA1 22,426 15,335,000 PRN   SOLE   12,902,000 0 2,433,000
TRINA SOLAR LTD-SPON ADR COM 89628E104 1,960 210,839 SH   SOLE   142,949 0 67,890
TRINITY BIOTECH LP 4.00 1APR45 SDBCV 89643QAB4 7,321 8,590,000 PRN   SOLE   7,337,000 0 1,253,000
TRULIA LLC 2.75 15 DEC 20 SDBCV 897888AB9 3,297 2,000,000 PRN   SOLE   1,686,000 0 314,000
TTM TECHNOLOGIES 1.75 15DEC20 SDBCV 87305RAD1 20,592 13,492,000 PRN   SOLE   11,482,000 0 2,010,000
TWITTER INC 0.25 15SEP19 SDBCV 90184LAB8 39,140 41,659,000 PRN   SOLE   35,459,000 0 6,200,000
VECTOR GROUP LTD 1.75 15APR20 SDBCV 92240MBC1 63,580 55,118,000 PRN   SOLE   46,915,000 0 8,203,000
VIPSHOP HLDG LTD 1.5 15MAR19 SDBCV 92763WAA1 23,213 23,244,000 PRN   SOLE   19,781,000 0 3,463,000
WEATHERFORD 5.875 01JUL21 SDBCV 947075AH0 9,777 9,000,000 PRN   SOLE   7,659,000 0 1,341,000
WORKDAY INC 1.5 15JUL20 SDBCV 98138HAD3 17,554 15,904,000 PRN   SOLE   13,537,000 0 2,367,000
WORLD WRESTLING ENTMNT INC COM 98156Q108 665 36,089 SH   SOLE   34,485 0 1,604
YAHOO INC 0.0 1DEC18 SDBCV 984332AF3 63,931 64,482,000 PRN   SOLE   43,039,000 0 21,443,000
YY INC 2.25 1APR19 SDBCV 98426TAB2 11,483 11,632,000 PRN   SOLE   9,839,000 0 1,793,000