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
51JOB INC 3.25 15APR19 SDBCV 316827AC8 38,154 32,588,000 PRN   SOLE   29,507,000 0 3,081,000
ADVANCED MICRO 2.125 01SEP26 SDBCV 007903BD8 151,789 86,796,000 PRN   SOLE   78,704,000 0 8,092,000
AK STEEL CORP 5 15NOV19 SDBCV 001546AP5 6,866 4,650,000 PRN   SOLE   4,215,000 0 435,000
AKAMAI TECHNOLOGIES 0 15FEB19 SDBCV 00971TAG6 4,410 4,500,000 PRN   SOLE   4,037,000 0 463,000
ALLEGHENY TECHN 4.75 01JUL22 SDBCV 01741RAG7 83,294 58,387,000 PRN   SOLE   52,865,000 0 5,522,000
AMERICAN REALTY 3 1AUG18 SDBCV 02917TAA2 24,566 24,407,000 PRN   SOLE   21,907,000 0 2,500,000
AMEX FINANCIAL SELECT SPDR IDX COM 81369Y605 9,868 400,000 SH Call SOLE   0 0 0
AMEX FINANCIAL SELECT SPDR IDX COM 81369Y605 12,335 500,000 SH Put SOLE   0 0 0
APOLLO CMMRL REAL 5.5 15MAR19 SDBCV 03762UAA3 7,026 6,393,000 PRN   SOLE   5,695,000 0 698,000
ARBOR REALTY TRU 6.5 01OCT19 SDBCV 038923AA6 16,761 15,750,000 PRN   SOLE   14,075,000 0 1,675,000
ARRAY BIO INC 3 1JUN20 SDBCV 04269XAA3 22,249 16,335,000 PRN   SOLE   14,826,000 0 1,509,000
ASHFORD HOSPITALITY PRIM PFD 044102507 5,527 277,164 SH   SOLE   248,846 0 28,318
ATLANTICA YIELD PLC COM G0751N103 1,105 51,740 SH   SOLE   45,817 0 5,923
ATLASAIRWORLDWIDE1.875 01JUN24 SDBCV 049164BJ4 42,940 39,250,000 PRN   SOLE   35,217,000 0 4,033,000
BANK OF AMERICA CORP-CW19 RT 060505153 3,106 4,006,857 SH   SOLE   3,503,496 0 503,361
BIOMARIN PHARMA 0.75 15OCT18 SDBCV 09061GAE1 13,357 12,000,000 PRN   SOLE   11,091,000 0 909,000
BIOMARIN PHARMA 1.5 15OCT20 SDBCV 09061GAF8 31,204 26,159,000 PRN   SOLE   23,510,000 0 2,649,000
BLACKROCK CAPITAL 5 15JUN22 SDBCV 092533AC2 24,539 23,900,000 PRN   SOLE   21,448,000 0 2,452,000
BLACKSTONE 4.375 05MAY22 SDBCV 09257WAB6 23,377 22,877,000 PRN   SOLE   20,636,000 0 2,241,000
CHENIERE ENERGY 4.25 15MAR45 SDBCV 16411RAG4 4,097 5,909,000 PRN   SOLE   5,247,000 0 662,000
CIENA CORP 4.0 15DEC20 SDBCV 171779AK7 21,647 15,250,000 PRN   SOLE   13,731,000 0 1,519,000
CLOVIS ONCOLOGY 2.5 15SEP21 SDBCV 189464AB6 118,981 70,125,000 PRN   SOLE   63,491,000 0 6,634,000
COLONY FINANCIA 3.875 15JAN21 SDBCV 19624RAB2 60,775 59,658,000 PRN   SOLE   53,685,000 0 5,973,000
COLONY FINANCIAL 5 15APR23 SDBCV 19624RAA4 29,472 28,035,000 PRN   SOLE   25,237,000 0 2,798,000
COLONY STARWOODHOMES 3 1JUL19 SDBCV 85571WAB5 53,670 45,184,000 PRN   SOLE   38,030,000 0 7,154,000
CONSOLIDATED-TOM 4.5 15MAR20 SDBCV 210226AB2 23,086 22,166,000 PRN   SOLE   19,649,000 0 2,517,000
COWEN GROUP INC 3 15MAR19 SDBCV 223622AB7 18,025 17,500,000 PRN   SOLE   15,486,000 0 2,014,000
CTRIP.COM INTL LT 1.99 01JUL25 SDBCV 22943FAH3 13,928 11,394,000 PRN   SOLE   7,425,000 0 3,969,000
CTRIP.COM INTL LTD 1 01JUL20 SDBCV 22943FAF7 7,632 6,603,000 PRN   SOLE   5,940,000 0 663,000
DEPOMED INC 2.5 1SEP21 SDBCV 249908AA2 16,881 19,150,000 PRN   SOLE   17,240,000 0 1,910,000
DOUBLE EAGLE ACQUISITION COR COM G28195108 7,608 715,000 SH   SOLE   635,873 0 79,127
EMERGENT BIOSOL 2.875 15JAN21 SDBCV 29089QAB1 41,558 32,141,000 PRN   SOLE   28,621,000 0 3,520,000
ENDOLOGIX INC 3.25 1NOV20 SDBCV 29266SAB2 10,067 11,639,000 PRN   SOLE   10,247,000 0 1,392,000
FINISAR CORP 0.5 15DEC33 SDBCV 31787AAM3 940 840,000 PRN   SOLE   756,000 0 84,000
FIREEYE INC 1 1JUN35 SDBCV 31816QAB7 34,500 36,516,000 PRN   SOLE   32,936,000 0 3,580,000
FIREEYE INC 1.625 1JUN35 SDBCV 31816QAD3 447 490,000 PRN   SOLE   437,000 0 53,000
GENERAL MOTORS CO COM 37045V100 1,745 49,965 SH   SOLE   38,499 0 11,466
GLOBAL PARTNER ACQUISITION C COM 37954X204 4,919 430,000 SH   SOLE   382,262 0 47,738
GOGO INC COM 38046C109 4,476 388,200 SH   SOLE   294,797 0 93,403
GORES HOLDINGS II INC COM 382867208 4,176 400,000 SH   SOLE   345,293 0 54,707
GREEN PLAINS INC 3.25 01OCT18 SDBCV 393222AD6 2,156 1,798,000 PRN   SOLE   1,595,000 0 203,000
HENNESSY CAPITAL ACQUISITION COM 42588L204 5,025 500,000 SH   SOLE   447,493 0 52,507
HORIZON PHARMA 2.5 15MAR22 SDBCV 44052TAB7 20,448 23,606,000 PRN   SOLE   21,142,000 0 2,464,000
ILLUMINA INC 0 15JUN19 SDBCV 452327AF6 776 765,000 PRN   SOLE   687,000 0 78,000
INFINERA CORP 1.75 1JUN18 SDBCV 45667GAB9 5,920 5,500,000 PRN   SOLE   4,935,000 0 565,000
INFOSYS TECH - ADR ADR 456788108 756 50,300 SH   SOLE   48,524 0 1,776
INFOSYS TECH - ADR ADR 456788108 4,506 300,000 SH Put SOLE   0 0 0
INPHI CORP 1.125 1DEC20 SDBCV 45772FAB3 35,025 31,151,000 PRN   SOLE   28,108,000 0 3,043,000
INTEL CORP 2.95 15DEC35 CV SDBCV 458140AD2 63,705 48,681,000 PRN   SOLE   39,568,000 0 9,113,000
INTERCEPT PHAR 3.25 01JUL23 SDBCV 45845PAA6 30,269 30,982,000 PRN   SOLE   27,958,000 0 3,024,000
IONIS PHARMACEUTIC 1 15NOV21 SDBCV 464337AJ3 50,120 47,080,000 PRN   SOLE   42,376,000 0 4,704,000
IRONWOOD PHARMAC 2.25 15JUN22 SDBCV 46333XAD0 82,021 61,156,000 PRN   SOLE   54,834,000 0 6,322,000
JDS UNIPHASE 0.625 15AUG33 SDBCV 46612JAF8 11,624 10,500,000 PRN   SOLE   9,422,000 0 1,078,000
51JOB INC-ADR ADR 316827104 2,507 56,050 PRN   SOLE   0 0 56,050
MEDICINES 2.75 15JUL23 A SDBCV 584688AG0 32,002 30,460,000 PRN   SOLE   27,424,000 0 3,036,000
MEDICINES COMPANY 2.5 15JAN22 SDBCV 584688AE5 35,755 27,450,000 PRN   SOLE   22,705,000 0 4,745,000
MICROCHIP TECH 1.625 15FEB25 SDBCV 595017AD6 7,519 5,000,000 PRN   SOLE   3,710,000 0 1,290,000
MICRON TECHN 3.125 01MAY32 A SDBCV 595112AX1 104,198 34,277,000 PRN   SOLE   30,229,000 0 4,048,000
MICRON TECHNOLOGY 3 15NOV43 SDBCV 595112AY9 461 409,000 PRN   SOLE   386,000 0 23,000
NASDAQ-100 COM 73935A104 1,101 8,000 SH   SOLE   7,718 0 282
NASDAQ-100 COM 73935A104 27,528 200,000 SH Put SOLE   0 0 0
NEVRO CORP 1.75 01JUN21 SDBCV 64157FAA1 12,403 11,545,000 PRN   SOLE   10,391,000 0 1,154,000
NEW MOUNTAIN FINANC 5 15JUN19 SDBCV 647551AB6 2,155 2,073,000 PRN   SOLE   1,764,000 0 309,000
NEWPARK RESOURCES INC COM 651718504 368 50,000 SH   SOLE   42,669 0 7,331
OASIS PETROLE 2.625 15SEP23 SDBCV 674215AJ7 22,617 23,018,000 PRN   SOLE   18,089,000 0 4,929,000
ON SEMICONDUCTOR 1 1DEC20 SDBCV 682189AK1 85 82,000 PRN   SOLE   74,000 0 8,000
PDL BIOPHARMA 2.75 01DEC21 SDBCV 69329YAG9 8,152 9,000,000 PRN   SOLE   8,163,000 0 837,000
PENGROWTH ENERGY CORP COM 70706P104 175 222,100 SH   SOLE   197,603 0 24,497
PROSPECT CAPITAL 4.95 15JUL22 SDBCV 74348TAR3 32,954 33,122,000 PRN   SOLE   28,948,000 0 4,174,000
PROSPECT CAPITAL CORP SDBCV 74348TAQ5 2,508 2,500,000 PRN   SOLE   2,185,000 0 315,000
QUIDEL CORP 3.25 15DEC20 SDBCV 74838JAA9 6,826 6,134,000 PRN   SOLE   5,535,000 0 599,000
RENEWABLE ENERGY 4 15JUN36 SDBCV 75972AAC7 22,785 16,750,000 PRN   SOLE   14,904,000 0 1,846,000
REPLIGEN CORP 2.125 01JUN21 SDBCV 759916AA7 14,875 10,327,000 PRN   SOLE   8,302,000 0 2,025,000
RWT HOLDINGS 5.625 15NOV19 SDBCV 749772AB5 2,199 2,095,000 PRN   SOLE   1,890,000 0 205,000
SABAN CAPITAL ACQUISITION CO COM 78516C205 1,611 150,000 SH   SOLE   125,962 0 24,038
SEACOR HOLDINGS 3 15NOV28 SDBCV 81170YAB5 18,829 22,242,000 PRN   SOLE   20,024,000 0 2,218,000
SINA CORP 1 01DEC18 SDBCV 82922RAD5 4,521 4,335,000 PRN   SOLE   4,085,000 0 250,000
SPDR S&P MORTGAGE FINANCE ETF COM 78464A698 5,495 100,000 SH Put SOLE   0 0 0
SPDR S&P500 ETF TRUST COM 78462F103 12,864 53,200 SH   SOLE   47,737 0 5,463
SPIRIT REALTY 2.875 15MAY19 SDBCV 84860WAA0 18,358 18,491,000 PRN   SOLE   16,590,000 0 1,901,000
STARWOOD WAYPOINT 4.5 15OCT17 SDBCV 85571WAD1 33 28,000 PRN   SOLE   24,000 0 4,000
STRWOODPRPRTYTRST4.375 01APR23 SDBCV 85571BAH8 23,699 23,367,000 PRN   SOLE   21,127,000 0 2,240,000
SUCAMPO PHAR 3.25 15DEC21 144A SDBCV 864909AA4 29,574 30,205,000 PRN   SOLE   27,195,000 0 3,010,000
SUNPOWER CORP .75 1JUN18 SDBCV 867652AG4 144 150,000 PRN   SOLE   127,000 0 23,000
SUNPOWER CORP 4 15JAN23 SDBCV 867652AL3 18,958 21,899,000 PRN   SOLE   19,458,000 0 2,441,000
TERRAFORM GLOBAL INC - CL A COM 88104M101 17,765 3,517,837 SH   SOLE   3,132,901 0 384,936
TESLA INC 2.375 15MAR22 SDBCV 88160RAD3 35,568 28,250,000 PRN   SOLE   25,428,000 0 2,822,000
TESLA MOTORS INC 1.25 1MAR21 SDBCV 88160RAC5 67,565 58,341,000 PRN   SOLE   53,456,000 0 4,885,000
THERAVANCE BIOPHA 3.25 01NOV23 SDBCV 88339KAA0 89,867 66,457,000 PRN   SOLE   59,843,000 0 6,614,000
TIMKENSTEEL 6 1JUN21 SDBCV 887399AA1 56,499 37,585,000 PRN   SOLE   33,444,000 0 4,141,000
TPG PACE ENERGY HOLDINGS COR COM 872656202 18,270 1,750,000 SH   SOLE   1,548,726 0 201,274
TPG PACE HOLDINGS CORP COM G89827102 6,669 650,000 SH   SOLE   584,453 0 65,547
TRINITY BIOTECH LP 4.00 1APR45 SDBCV 89643QAB4 9,010 11,040,000 PRN   SOLE   9,887,000 0 1,153,000
TRULIA LLC 2.75 15 DEC 20 SDBCV 897888AB9 4,527 2,173,000 PRN   SOLE   1,859,000 0 314,000
TWITTER INC 0.25 15SEP19 SDBCV 90184LAB8 83,375 88,214,000 PRN   SOLE   79,175,000 0 9,039,000
TWITTER INC 1 15SEP21 SDBCV 90184LAD4 4,339 4,727,000 PRN   SOLE   4,370,000 0 357,000
VECTOR GROUP LTD 1.75 15APR20 SDBCV 92240MBC1 54,954 47,603,000 PRN   SOLE   42,856,000 0 4,747,000
VIPSHOP HLDG LTD 1.5 15MAR19 SDBCV 92763WAA1 19,606 19,842,000 PRN   SOLE   17,904,000 0 1,938,000
WHITING PETROLEUM 1.25 1APR20 SDBCV 966387AL6 43,800 51,670,000 PRN   SOLE   45,943,000 0 5,727,000
WORKDAY INC 1.5 15JUL20 SDBCV 98138HAD3 12,498 9,390,000 PRN   SOLE   8,459,000 0 931,000
WRIGHT MEDICAL 2.25 15NOV21 A SDBCV 98236JAB4 27,805 19,650,000 PRN   SOLE   17,725,000 0 1,925,000
YAHOO INC 0 1DEC18 SDBCV 984332AF3 34,348 30,262,000 PRN   SOLE   22,038,000 0 8,224,000