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 57,224 38,761,000 PRN   SOLE   36,106,000 0 2,655,000
51JOB INC COM 316827104 534 8,818 SH   SOLE   0 0 8,818
ADVANCED MICRO 2.125 01SEP26 SDBCV 007903BD8 119,717 67,541,000 PRN   SOLE   63,163,000 0 4,378,000
AK STEEL CORP 5 15NOV19 SDBCV 001546AP5 6,440 4,787,000 PRN   SOLE   4,477,000 0 310,000
ALLEGHENY TECHN 4.75 01JUL22 SDBCV 01741RAG7 115,943 63,199,000 PRN   SOLE   59,103,000 0 4,096,000
ALTABA INC COM 021346101 30,323 457,769 SH   SOLE   457,769 0 0
ALTRIA GROUP INC COM 02209S103 6,152 97,000 SH Call SOLE   0 0 0
AMEX FINANCIAL SELECT SPDR IDX COM 81369Y605 10,344 400,000 SH Call SOLE   0 0 0
APOLLO CRLREALEST 4.75 23AUG22 SDBCV 03762UAB1 94,753 93,117,000 PRN   SOLE   87,260,000 0 5,857,000
ARBOR REALTY TRU 6.5 01OCT19 SDBCV 038923AA6 15,421 14,407,000 PRN   SOLE   13,408,000 0 999,000
ARRAY BIO INC 3 1JUN20 SDBCV 04269XAA3 6,933 3,835,000 PRN   SOLE   3,597,000 0 238,000
ASHFORD HOSPITALITY PRIM PFD 044102507 5,603 276,663 SH   SOLE   255,846 0 20,817
ATLANTICA YIELD PLC COM G0751N103 979 49,661 SH   SOLE   45,817 0 3,844
ATLASAIRWORLDWIDE1.875 01JUN24 SDBCV 049164BJ4 73,012 57,235,000 PRN   SOLE   53,521,000 0 3,714,000
BANK OF AMERICA CORP-CW19 RT 060505153 3,045 3,871,900 SH   SOLE   3,503,496 0 368,404
BIOMARIN PHARMA 0.599 01AUG24 SDBCV 09061GAH4 39,095 38,500,000 PRN   SOLE   36,114,000 0 2,386,000
BLACKROCK CAPITAL 5 15JUN22 SDBCV 092533AC2 14,122 13,455,000 PRN   SOLE   12,623,000 0 832,000
BLACKSTONE 4.375 05MAY22 SDBCV 09257WAB6 53,844 53,383,000 PRN   SOLE   49,919,000 0 3,464,000
CHENIERE ENERGY 4.25 15MAR45 SDBCV 16411RAG4 3,990 5,743,000 PRN   SOLE   5,247,000 0 496,000
CIENA CORP 4.0 15DEC20 SDBCV 171779AK7 13,631 10,250,000 PRN   SOLE   9,588,000 0 662,000
CLOVIS ONCOLOGY 2.5 15SEP21 SDBCV 189464AB6 107,321 69,346,000 PRN   SOLE   63,037,000 0 6,309,000
COLONY FINANCIA 3.875 15JAN21 SDBCV 19624RAB2 48,091 47,658,000 PRN   SOLE   44,720,000 0 2,938,000
COLONY FINANCIAL 5 15APR23 SDBCV 19624RAA4 27,266 26,535,000 PRN   SOLE   24,624,000 0 1,911,000
COLONY STARWOODHOMES 3 1JUL19 SDBCV 85571WAB5 63,625 51,589,000 PRN   SOLE   47,233,000 0 4,356,000
CONSOLIDATED-TOM 4.5 15MAR20 SDBCV 210226AB2 22,971 21,564,000 PRN   SOLE   19,649,000 0 1,915,000
COWEN GROUP INC 3 15MAR19 SDBCV 223622AB7 18,388 17,500,000 PRN   SOLE   15,991,000 0 1,509,000
CTRIP.COM INT LTD 1.25 15SEP22 SDBCV 22943FAM2 36,319 33,648,000 PRN   SOLE   31,467,000 0 2,181,000
CTRIP.COM INTL LT 1.99 01JUL25 SDBCV 22943FAH3 27,923 23,001,000 PRN   SOLE   19,459,000 0 3,542,000
DISH NETWORK COR 3.375 15AUG26 SDBCV 25470MAB5 68,405 61,076,000 PRN   SOLE   54,200,000 0 6,876,000
DOUBLE EAGLE ACQUISITI-CW RT G28195116 486 694,148 SH   SOLE   635,873 0 58,275
DOUBLE EAGLE ACQUISITION-A COM G28195124 4,990 494,148 SH   SOLE   462,124 0 32,024
ELECTRONICS FOR 0.75 01SEP19 SDBCV 286082AC6 3,876 3,720,000 PRN   SOLE   3,479,000 0 241,000
ENDOLOGIX INC 3.25 1NOV20 SDBCV 29266SAB2 8,121 9,448,000 PRN   SOLE   8,861,000 0 587,000
FIREEYE INC 1 1JUN35 SDBCV 31816QAB7 30,478 32,148,000 PRN   SOLE   30,163,000 0 1,985,000
GENERAL MOTORS CO COM 37045V100 1,940 48,038 SH   SOLE   38,499 0 9,539
GLOBAL PARTNER ACQUISIT-CW20 RT 37954X113 256 321,436 SH   SOLE   297,579 0 23,857
GORES HOLDINGS II INC - A COM 382867109 3,669 367,971 SH   SOLE   345,293 0 22,678
GORES HOLDINGS II INC - CW22 RT 382867117 188 128,007 SH   SOLE   115,097 0 12,910
GREEN PLAINS INC 3.25 01OCT18 SDBCV 393222AD6 2,057 1,744,000 PRN   SOLE   1,595,000 0 149,000
GREEN PLAINS INC 4.125 01SEP22 SDBCV 393222AF1 41,705 40,802,000 PRN   SOLE   38,251,000 0 2,551,000
HANNON ARMSTRONG 4.125 01SEP22 SDBCV 41068XAB6 22,229 21,500,000 PRN   SOLE   20,067,000 0 1,433,000
HENNESSY CAPITAL ACQUIS-CW22 RT 42588L113 292 364,106 SH   SOLE   335,619 0 28,487
HENNESSY CAPITAL ACQUISITION COM 42588L105 4,787 485,476 SH   SOLE   447,493 0 37,983
HORIZON PHARMA 2.5 15MAR22 SDBCV 44052TAB7 21,403 23,606,000 PRN   SOLE   22,069,000 0 1,537,000
IAC/INTERACTIVECORP COM 44919P508 6,949 59,100 SH   SOLE   54,812 0 4,288
ILLUMINA INC 0 15JUN19 SDBCV 452327AF6 2,400 2,265,000 PRN   SOLE   2,118,000 0 147,000
INFINERA CORP 1.75 1JUN18 SDBCV 45667GAB9 2,998 2,925,000 PRN   SOLE   2,708,000 0 217,000
INFOSYS TECH - ADR ADR 456788108 4,183 286,700 SH Put SOLE   0 0 0
INFOSYS TECH - ADR ADR 456788108 708 48,524 SH   SOLE   48,524 0 0
INPHI CORP 1.125 1DEC20 SDBCV 45772FAB3 44,263 36,252,000 PRN   SOLE   33,669,000 0 2,583,000
INTEL CORP 2.95 15DEC35 CV SDBCV 458140AD2 98,209 68,978,000 PRN   SOLE   62,211,000 0 6,767,000
IONIS PHARMACEUTIC 1 15NOV21 SDBCV 464337AJ3 36,562 34,494,000 PRN   SOLE   32,359,000 0 2,135,000
IPATH S&P 500 VIX S/T FU ETN COM 06746L422 3,919 100,000 SH Put SOLE   0 0 0
IRONWOOD PHARMAC 2.25 15JUN22 SDBCV 46333XAD0 99,022 83,156,000 PRN   SOLE   77,759,000 0 5,397,000
JDS UNIPHASE 0.625 15AUG33 SDBCV 46612JAF8 5,775 5,500,000 PRN   SOLE   5,123,000 0 377,000
KADMON HOLDINGS INC COM 48283N106 3,350 1,000,000 SH   SOLE   931,200 0 68,800
LAYNE CHRISTENSEN 8 1MAY19 A SDBCV 521050AD6 18,895 15,180,000 PRN   SOLE   14,198,000 0 982,000
LAYNE CHRISTENSEN 4.25 15NOV18 SDBCV 521050AB0 6,537 6,685,000 PRN   SOLE   6,251,000 0 434,000
LIBERTY INT 1.75 30SEP46 144A SDBCV 530610AD6 4,456 3,747,000 PRN   SOLE   3,486,000 0 261,000
LIBERTY MEDIACORP 2.25 30SEP46 SDBCV 531229AE2 2,575 2,417,000 PRN   SOLE   2,187,000 0 230,000
MARRIOTT VAC 1.5 15SEP22 144A SDBCV 57164YAA5 9,996 9,531,000 PRN   SOLE   8,941,000 0 590,000
MARRIOTT VACATIONS WORLD W/I COM 57164Y107 2,429 19,500 SH   SOLE   17,930 0 1,570
MEDICINES 2.75 15JUL23 A SDBCV 584688AG0 15,426 14,665,000 PRN   SOLE   13,754,000 0 911,000
MEDICINES COMPANY 2.5 15JAN22 SDBCV 584688AE5 30,255 23,915,000 PRN   SOLE   21,165,000 0 2,750,000
MICROCHIP TECH 1.625 15FEB25 SDBCV 595017AD6 1,747 1,000,000 PRN   SOLE   962,000 0 38,000
MICRON TECH 1.625 15FEB33 SDBCV 595112AU7 70,670 20,000,000 PRN   SOLE   18,358,000 0 1,642,000
MICRON TECHN 3.125 01MAY32 A SDBCV 595112AX1 15,070 3,797,000 PRN   SOLE   2,474,000 0 1,323,000
NEVRO CORP 1.75 01JUN21 SDBCV 64157FAA1 13,726 11,545,000 PRN   SOLE   10,754,000 0 791,000
NEXTERA ENERGY PARTNERS LP COM 65341B106 8,002 198,600 SH   SOLE   184,188 0 14,412
NUVASIVE INC 2.25 15MAR21 SDBCV 670704AG0 18,284 16,000,000 PRN   SOLE   14,962,000 0 1,038,000
OASIS PETROLE 2.625 15SEP23 SDBCV 674215AJ7 13,090 12,173,000 PRN   SOLE   9,873,000 0 2,300,000
ON SEMICONDUCTOR 1 1DEC20 SDBCV 682189AK1 95 80,000 PRN   SOLE   74,000 0 6,000
PDL BIOPHARMA 2.75 01DEC21 SDBCV 69329YAG9 25,190 23,210,000 PRN   SOLE   21,777,000 0 1,433,000
PROS HOLDINGS INC 2.0 01DEC19 SDBCV 74346YAB9 2,545 2,500,000 PRN   SOLE   2,328,000 0 172,000
PROSPECT CAPITAL 4.95 15JUL22 SDBCV 74348TAR3 32,329 32,362,000 PRN   SOLE   30,145,000 0 2,217,000
QIAGEN N.V. COM N72482123 12,501 396,860 SH   SOLE   369,231 0 27,629
QUIDEL CORP 3.25 15DEC20 SDBCV 74838JAA9 9,087 5,994,000 PRN   SOLE   5,581,000 0 413,000
RADIUS HEALTH INC 3 1SEP24 SDBCV 750469AA6 22,618 22,500,000 PRN   SOLE   20,819,000 0 1,681,000
RAYONIER ADVANCED MATERIALS COM 75508B104 3,069 224,079 SH   SOLE   206,021 0 18,058
REDWOOD TRUST 4.625 15APR18 SDBCV 758075AB1 6,574 6,504,000 PRN   SOLE   6,083,000 0 421,000
REDWOOD TRUST INC 4.75 15AUG23 SDBCV 758075AC9 36,863 37,000,000 PRN   SOLE   34,608,000 0 2,392,000
RENEWABLE ENERGY 4 15JUN36 SDBCV 75972AAC7 28,617 21,850,000 PRN   SOLE   20,490,000 0 1,360,000
REPLIGEN CORP 2.125 01JUN21 SDBCV 759916AA7 11,418 8,448,000 PRN   SOLE   7,431,000 0 1,017,000
RESOURCE CAPITAL 4.5 15AUG22 SDBCV 76120WAC8 4,148 4,000,000 PRN   SOLE   3,726,000 0 274,000
RWT HOLDINGS 5.625 15NOV19 SDBCV 749772AB5 6,543 6,310,000 PRN   SOLE   5,878,000 0 432,000
SABAN CAPITAL ACQ-CW21 RT 78516C114 88 71,795 SH   SOLE   62,981 0 8,814
SABAN CAPITAL ACQUISITION-A COM 78516C106 1,444 143,590 SH   SOLE   125,962 0 17,628
SEACOR HOLDINGS 3 15NOV28 SDBCV 81170YAB5 23,199 25,843,000 PRN   SOLE   24,101,000 0 1,742,000
SOUTHWESTERN ENERGY CO COM 845467109 2,444 400,000 SH   SOLE   372,550 0 27,450
SPDR S&P500 ETF TRUST COM 78462F103 25,123 100,000 SH Put SOLE   0 0 0
SPDR S&P500 ETF TRUST COM 78462F103 3,767 14,996 SH   SOLE   14,996 0 0
SPIRIT REALTY 2.875 15MAY19 SDBCV 84860WAA0 17,543 17,477,000 PRN   SOLE   16,392,000 0 1,085,000
STARWOOD WAYPOINT 4.5 15OCT17 SDBCV 85571WAD1 34 27,000 PRN   SOLE   24,000 0 3,000
STRWOODPRPRTYTRST4.375 01APR23 SDBCV 85571BAH8 12,692 12,513,000 PRN   SOLE   11,739,000 0 774,000
SUCAMPO PHAR 3.25 15DEC21 144A SDBCV 864909AA4 33,765 32,639,000 PRN   SOLE   30,612,000 0 2,027,000
SUNPOWER CORP .75 1JUN18 SDBCV 867652AG4 138 144,000 PRN   SOLE   127,000 0 17,000
SUNPOWER CORP 4 15JAN23 SDBCV 867652AL3 17,528 21,257,000 PRN   SOLE   19,458,000 0 1,799,000
TCP CAPITAL CORP 4.625 1MAR22 SDBCV 87238QAD5 8,606 8,301,000 PRN   SOLE   7,597,000 0 704,000
TERRAFORM GLOBAL INC - CL A COM 88104M101 11,909 2,507,137 SH   SOLE   2,296,073 0 211,064
TESLA INC 2.375 15MAR22 SDBCV 88160RAD3 108,127 87,951,000 PRN   SOLE   82,242,000 0 5,709,000
TESLA MOTORS INC 1.25 1MAR21 SDBCV 88160RAC5 51,391 45,586,000 PRN   SOLE   42,631,000 0 2,955,000
THERAVANCE 2.125 15JAN23 SDBCV 88338TAB0 32,969 33,745,000 PRN   SOLE   31,558,000 0 2,187,000
THERAVANCE BIOPHA 3.25 01NOV23 SDBCV 88339KAA0 88,374 71,957,000 PRN   SOLE   67,562,000 0 4,395,000
TIMKENSTEEL 6 1JUN21 SDBCV 887399AA1 45,974 29,085,000 PRN   SOLE   26,816,000 0 2,269,000
TPG PACE ENERGY HOLD WNTS RT 872656111 771 564,814 SH   SOLE   516,241 0 48,573
TPG PACE ENERGY HOLDINGS - A COM 872656103 16,043 1,650,443 SH   SOLE   1,548,726 0 101,717
TPG PACE HOLDINGS CORP-CL A COM G89827128 6,246 632,582 SH   SOLE   584,453 0 48,129
TPG PACE HOLDINGS CORP-CW RT G89827110 338 210,860 SH   SOLE   194,817 0 16,043
TRINITY BIOTECH LP 4.00 1APR45 SDBCV 89643QAB4 8,890 11,040,000 PRN   SOLE   10,137,000 0 903,000
TRULIA LLC 2.75 15 DEC 20 SDBCV 897888AB9 3,599 2,053,000 PRN   SOLE   1,859,000 0 194,000
TWITTER INC 0.25 15SEP19 SDBCV 90184LAB8 64,747 68,329,000 PRN   SOLE   64,094,000 0 4,235,000
VECTOR GROUP LTD 1.75 15APR20 SDBCV 92240MBC1 53,556 46,773,000 PRN   SOLE   43,890,000 0 2,883,000
WAYFAIR INC 0.375 01SEP22 SDBCV 94419LAA9 51,916 53,600,000 PRN   SOLE   50,272,000 0 3,328,000
WHITING PETROLEUM 1.25 1APR20 SDBCV 966387AL6 46,189 51,670,000 PRN   SOLE   47,936,000 0 3,734,000
WHITING PETROLEUM CORP COM 966387102 3,784 693,104 SH   SOLE   643,016 0 50,088
WRIGHT MEDICAL 2.25 15NOV21 A SDBCV 98236JAB4 15,710 11,650,000 PRN   SOLE   10,927,000 0 723,000
YAHOO INC 0 1DEC18 SDBCV 984332AF3 82,162 63,208,000 PRN   SOLE   56,205,000 0 7,003,000