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
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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
VECTOR GROUP LTD 1.75 15APR20 SDBCV 92240MBC1 54,177 46,773,000 PRN   SOLE   43,890,000 0 2,883,000
51JOB INC 3.25 15APR19 SDBCV 316827AC8 46,194 31,311,000 PRN   SOLE   28,404,000 0 2,907,000
ADVANCED MICRO 2.125 01SEP26 SDBCV 007903BD8 115,782 77,087,000 PRN   SOLE   70,343,000 0 6,744,000
AEROJET 2.25 15DEC23 OTC SDBCV 007800AB1 117,443 85,073,000 PRN   SOLE   85,073,000 0 0
ALLEGHENY TECHN 4.75 01JUL22 SDBCV 01741RAG7 109,267 58,993,000 PRN   SOLE   53,421,000 0 5,572,000
ALTABA INC COM 021346101 24,855 355,841 SH   SOLE   355,841 0 0
APOLLO CRLREALEST 4.75 23AUG22 SDBCV 03762UAB1 158,764 156,560,000 PRN   SOLE   142,024,000 0 14,536,000
ARBOR REALTY TRU 6.5 01OCT19 SDBCV 038923AA6 17,752 16,407,000 PRN   SOLE   14,857,000 0 1,550,000
ARBORREALTYTRUST 5.375 15NOV20 SDBCV 038923AB4 37,654 37,000,000 PRN   SOLE   33,504,000 0 3,496,000
ARRAY BIO 2.625 1DEC24 144A SDBCV 04269XAB1 7,957 7,035,000 PRN   SOLE   6,369,000 0 666,000
ASHFORD HOSPITALITY PRIM PFD 044102507 5,530 276,663 SH   SOLE   255,846 0 20,817
ATLANTICA YIELD PLC COM G0751N103 1,054 49,661 SH   SOLE   45,817 0 3,844
ATLASAIRWORLDWIDE1.875 01JUN24 SDBCV 049164BJ4 76,009 64,235,000 PRN   SOLE   58,619,000 0 5,616,000
BANK OF AMERICA CORP COM 060505104 51,073 1,730,100 SH   SOLE   1,730,100 0 0
BIOMARIN PHARMA 0.599 01AUG24 SDBCV 09061GAH4 3,992 4,000,000 PRN   SOLE   3,679,000 0 321,000
BLACKROCK CAPITAL 5 15JUN22 SDBCV 092533AC2 9,864 9,490,000 PRN   SOLE   8,662,000 0 828,000
BLACKSTONE 4.375 05MAY22 SDBCV 09257WAB6 51,389 50,572,000 PRN   SOLE   46,055,000 0 4,517,000
BRISTOW GROUP INC 4.5 6JUM23 SDBCV 110394AF0 7,722 7,000,000 PRN   SOLE   6,408,000 0 592,000
CHENIERE ENERGY 4.25 15MAR45 SDBCV 16411RAG4 4,073 5,716,000 PRN   SOLE   5,216,000 0 500,000
CIENA CORP 4.0 15DEC20 SDBCV 171779AK7 10,789 8,250,000 PRN   SOLE   7,588,000 0 662,000
CISION LTD CW22 RT G1992S117 454 172,107 SH   SOLE   172,107 0 0
CLEVELAND CLIFFS 1.50 15JAN25 SDBCV 185899AA9 16,443 15,000,000 PRN   SOLE   13,579,000 0 1,421,000
CLOVIS ONCOLOGY 2.5 15SEP21 SDBCV 189464AB6 114,699 84,846,000 PRN   SOLE   74,162,000 0 10,684,000
COLONY FINANCIA 3.875 15JAN21 SDBCV 19624RAB2 55,007 55,194,000 PRN   SOLE   50,346,000 0 4,848,000
COLONY FINANCIAL 5 15APR23 SDBCV 19624RAA4 15,232 14,765,000 PRN   SOLE   13,474,000 0 1,291,000
CONSOLIDATED TOM 4.5 15MAR20 SDBCV 210226AB2 23,838 21,564,000 PRN   SOLE   19,649,000 0 1,915,000
CTRIP.COM INT LTD 1.25 15SEP22 SDBCV 22943FAM2 36,924 36,062,000 PRN   SOLE   33,164,000 0 2,898,000
CTRIP.COM INTL LT 1.99 01JUL25 SDBCV 22943FAH3 33,254 29,704,000 PRN   SOLE   24,339,000 0 5,365,000
CTRIP.COM INTL LTD 1 01JUL20 SDBCV 22943FAF7 9,085 8,618,000 PRN   SOLE   7,804,000 0 814,000
DISH NETWORK COR 3.375 15AUG26 SDBCV 25470MAB5 92,923 85,310,000 PRN   SOLE   72,521,000 0 12,789,000
DOUBLE EAGLE ACQUISITI CW RT 971375118 996 694,148 SH   SOLE   635,873 0 58,275
ENDOLOGIX INC 3.25 1NOV20 SDBCV 29266SAB2 5,363 5,948,000 PRN   SOLE   5,391,000 0 557,000
EVERBRIDGE INC 1.5 1NOV22 SDBCV 29978AAA2 26,322 23,700,000 PRN   SOLE   21,627,000 0 2,073,000
EVOLENT HEAL 2 01DEC21 SDBCV 30050BAB7 13,024 13,875,000 PRN   SOLE   12,701,000 0 1,174,000
FINISAR CORP 0.5 15DEC36 SDBCV 31787AAP6 8,016 8,600,000 PRN   SOLE   7,787,000 0 813,000
FINISAR CORP 0.5 15DEC33 SDBCV 31787AAM3 5,035 5,000,000 PRN   SOLE   4,564,000 0 436,000
FIREEYE INC 1 1JUN35 SDBCV 31816QAB7 51,345 54,648,000 PRN   SOLE   49,870,000 0 4,778,000
GENERAL MOTORS CO COM 37045V100 1,969 48,038 SH   SOLE   38,499 0 9,539
GLOBAL PARTNER ACQUISIT CW20 RT 37954X113 334 321,436 SH   SOLE   297,579 0 23,857
GOLDMAN SACHS BDC 4.5 01APR22 SDBCV 38147UAB3 27,421 26,470,000 PRN   SOLE   24,919,000 0 1,551,000
GORES HOLDINGS II INC A COM 382867109 3,657 367,971 SH   SOLE   345,293 0 22,678
GORES HOLDINGS II INC CW22 RT 382867117 194 128,007 SH   SOLE   115,097 0 12,910
GRANITE POINTMTGE 5.625 2 SDBCV 38741LAB3 19,942 20,000,000 PRN   SOLE   18,309,000 0 1,691,000
GREEN PLAINS INC 3.25 01OCT18 SDBCV 393222AD6 814 744,000 PRN   SOLE   681,000 0 63,000
GREEN PLAINS INC 4.125 01SEP22 SDBCV 393222AF1 38,599 40,802,000 PRN   SOLE   38,251,000 0 2,551,000
HANNON ARMSTRONG 4.125 01SEP22 SDBCV 41068XAB6 24,225 23,500,000 PRN   SOLE   22,067,000 0 1,433,000
HAYMAKER ACQUISITION CORP COM 420870206 3,960 400,000 SH   SOLE   374,034 0 25,966
HENNESSY CAPITAL ACQUIS CW22 RT 42588L113 308 364,106 SH   SOLE   335,619 0 28,487
HENNESSY CAPITAL ACQUISITION COM 42588L105 4,757 485,476 SH   SOLE   447,493 0 37,983
HORIZON PHARMA 2.5 15MAR22 SDBCV 44052TAB7 33,930 36,606,000 PRN   SOLE   33,140,000 0 3,466,000
IMPAX LABORA INC 2 15JUN22 SDBCV 45256BAE1 976 1,000,000 PRN   SOLE   941,000 0 59,000
INFOSYS TECH ADR ADR 456788108 787 48,524 SH   SOLE   48,524 0 0
INFOSYS TECH ADR ADR 456788108 4,650 286,700 SH Put SOLE   0 0 0
INPHI CORP 0.75 01SEP21 SDBCV 45772FAC1 33,265 33,465,000 PRN   SOLE   30,343,000 0 3,122,000
INPHI CORP 1.125 1DEC20 SDBCV 45772FAB3 33,989 29,252,000 PRN   SOLE   27,537,000 0 1,715,000
INSULET CORPORA 1.25 15SEP21 SDBCV 45784PAF8 49,205 37,632,000 PRN   SOLE   34,342,000 0 3,290,000
INTEGRATED DEVICE0.875 15NOV22 SDBCV 458118AC0 14,528 13,000,000 PRN   SOLE   11,955,000 0 1,045,000
INVACARE CORP 5 15FEB21 SDBCV 461203AF8 1,856 1,500,000 PRN   SOLE   1,360,000 0 140,000
IONIS PHARMACEUTIC 1 15NOV21 SDBCV 464337AJ3 59,474 56,259,000 PRN   SOLE   51,040,000 0 5,219,000
IRONWOOD PHARMAC 2.25 15JUN22 SDBCV 46333XAD0 123,181 105,881,000 PRN   SOLE   96,233,000 0 9,648,000
ISHARES TR RUSSELL 2000 IDX COM 464287655 30,492 200,000 SH Call SOLE   0 0 0
JDS UNIPHASE 0.625 15AUG33 SDBCV 46612JAF8 3,094 3,000,000 PRN   SOLE   2,746,000 0 254,000
JPMORGAN CHASE CO COM 46625H100 50,583 473,000 SH   SOLE   473,000 0 0
KADMON HOLDINGS INC COM 48283N106 1,906 526,586 SH   SOLE   482,897 0 43,689
LAYNE CHRISTENSEN 8 1MAY19 A SDBCV 521050AD6 24,573 19,880,000 PRN   SOLE   18,718,000 0 1,162,000
LAYNE CHRISTENSEN 4.25 15NOV18 SDBCV 521050AB0 8,537 8,735,000 PRN   SOLE   7,996,000 0 739,000
LEGACY ACQUISITION CORP COM 524643202 4,970 500,000 SH   SOLE   459,875 0 40,125
LIBERTY MEDIACORP 2.25 30SEP46 SDBCV 531229AE2 7,212 6,917,000 PRN   SOLE   6,364,000 0 553,000
MEDICINES 2.75 15JUL23 A SDBCV 584688AG0 1,071 1,165,000 PRN   SOLE   1,096,000 0 69,000
MICROCHIP TECH 1.625 15FEB25 SDBCV 595017AD6 1,705 1,000,000 PRN   SOLE   962,000 0 38,000
MOSAIC ACQUISITION CORP UNIT G62848117 2,025 200,000 SH   SOLE   187,017 0 12,983
NEVRO CORP 1.75 01JUN21 SDBCV 64157FAA1 24,580 23,545,000 PRN   SOLE   21,553,000 0 1,992,000
NUVASIVE INC 2.25 15MAR21 SDBCV 670704AG0 30,357 25,855,000 PRN   SOLE   23,724,000 0 2,131,000
OASIS PETROLE 2.625 15SEP23 SDBCV 674215AJ7 6,241 5,825,000 PRN   SOLE   3,348,000 0 2,477,000
ON SEMICONDUCTOR 1 1DEC20 SDBCV 682189AK1 103 80,000 PRN   SOLE   74,000 0 6,000
PDL BIOPHARMA 2.75 01DEC21 SDBCV 69329YAG9 27,090 27,867,000 PRN   SOLE   26,216,000 0 1,651,000
PROS HOLDINGS INC 2.0 01DEC19 SDBCV 74346YAB9 29,663 28,263,000 PRN   SOLE   25,594,000 0 2,669,000
PROSPECT CAPITAL 4.95 15JUL22 SDBCV 74348TAR3 33,526 33,484,000 PRN   SOLE   30,478,000 0 3,006,000
QUIDEL CORP 3.25 15DEC20 SDBCV 74838JAA9 10,970 7,244,000 PRN   SOLE   6,819,000 0 425,000
RADIUS HEALTH INC 3 1SEP24 SDBCV 750469AA6 21,223 22,500,000 PRN   SOLE   20,819,000 0 1,681,000
RAYONIER ADVANCED MATERIALS COM 75508B104 11,051 540,415 SH   SOLE   493,217 0 47,198
REDWOOD TRUST 4.625 15APR18 SDBCV 758075AB1 4,419 4,404,000 PRN   SOLE   4,143,000 0 261,000
REDWOOD TRUST INC 4.75 15AUG23 SDBCV 758075AC9 40,716 42,000,000 PRN   SOLE   38,019,000 0 3,981,000
RENEWABLE ENERGY 4 15JUN36 SDBCV 75972AAC7 27,914 21,850,000 PRN   SOLE   20,490,000 0 1,360,000
REPLIGEN CORP 2.125 01JUN21 SDBCV 759916AA7 35,911 27,448,000 PRN   SOLE   24,090,000 0 3,358,000
RESOURCE CAPITAL 4.5 15AUG22 SDBCV 76120WAC8 18,258 19,000,000 PRN   SOLE   17,887,000 0 1,113,000
RWT HOLDINGS 5.625 15NOV19 SDBCV 749772AB5 13,029 12,860,000 PRN   SOLE   11,644,000 0 1,216,000
SABAN CAPITAL ACQ CW21 RT 78516C114 93 71,795 SH   SOLE   62,981 0 8,814
SABAN CAPITAL ACQUISITION A COM 78516C106 1,426 143,590 SH   SOLE   125,962 0 17,628
SEACOR HOLDINGS 3 15NOV28 SDBCV 81170YAB5 24,843 26,113,000 PRN   SOLE   23,900,000 0 2,213,000
SENTINEL ENERGY SERVICES INC UNIT G8062D128 6,979 700,000 SH   SOLE   639,417 0 60,583
SOUTHWESTERN ENERGY CO COM 845467109 2,232 400,000 SH   SOLE   372,550 0 27,450
STRWOODPRPRTYTRST4.375 01APR23 SDBCV 85571BAH8 13,317 13,092,000 PRN   SOLE   11,948,000 0 1,144,000
SUCAMPO PHAR 3.25 15DEC21 SDBCV 864909AB2 50,539 41,504,000 PRN   SOLE   37,573,000 0 3,931,000
SUNPOWER CORP .75 1JUN18 SDBCV 867652AG4 3,024 3,070,000 PRN   SOLE   2,869,000 0 201,000
SUNPOWER CORP 4 15JAN23 SDBCV 867652AL3 17,723 20,982,000 PRN   SOLE   19,175,000 0 1,807,000
TCP CAPITAL CORP 4.625 1MAR22 SDBCV 87238QAD5 7,519 7,301,000 PRN   SOLE   6,874,000 0 427,000
TESLA INC 2.375 15MAR22 SDBCV 88160RAD3 129,830 111,481,000 PRN   SOLE   101,735,000 0 9,746,000
TESLA MOTORS INC 1.25 1MAR21 SDBCV 88160RAC5 70,977 65,586,000 PRN   SOLE   59,373,000 0 6,213,000
TEVA PHARMACEUTICAL SPON ADR ADR 881624209 3,790 200,000 SH   SOLE   200,000 0 0
THERAVANCE 2.125 15JAN23 SDBCV 88338TAB0 35,923 36,245,000 PRN   SOLE   34,058,000 0 2,187,000
THERAVANCE BIOPHA 3.25 01NOV23 SDBCV 88339KAA0 81,126 73,957,000 PRN   SOLE   69,562,000 0 4,395,000
TIME WARNER INC COM 887317303 9,905 108,288 SH   SOLE   99,631 0 8,657
TIMKENSTEEL 6 1JUN21 SDBCV 887399AA1 43,348 29,090,000 PRN   SOLE   26,821,000 0 2,269,000
TPG PACE ENERGY HOLD WNTS RT 872656111 777 564,814 SH   SOLE   516,241 0 48,573
TPG PACE ENERGY HOLDINGS A COM 872656103 16,076 1,650,443 SH   SOLE   1,548,726 0 101,717
TPG PACE HOLDINGS CORP CL A COM G89827128 6,167 632,582 SH   SOLE   584,453 0 48,129
TPG PACE HOLDINGS CORP CW RT G89827110 327 210,860 SH   SOLE   194,817 0 16,043
TRINITY BIOTECH LP 4.00 1APR45 SDBCV 89643QAB4 8,843 11,040,000 PRN   SOLE   10,137,000 0 903,000
TRINITY INDUS CV 3.875 01JUN2 SDBCV 896522AF6 60,440 38,310,000 PRN   SOLE   34,960,000 0 3,350,000
TRULIA LLC 2.75 15 DEC 20 SDBCV 897888AB9 3,666 2,053,000 PRN   SOLE   1,859,000 0 194,000
TWITTER INC 0.25 15SEP19 SDBCV 90184LAB8 43,557 45,554,000 PRN   SOLE   41,570,000 0 3,984,000
VIPSHOP HLDG LTD 1.5 15MAR19 SDBCV 92763WAA1 6,479 6,500,000 PRN   SOLE   5,933,000 0 567,000
WAYFAIR INC 0.375 01SEP22 SDBCV 94419LAA9 52,080 49,696,000 PRN   SOLE   45,624,000 0 4,072,000
WHITING PETROLEUM 1.25 1APR20 SDBCV 966387AL6 82,690 89,391,000 PRN   SOLE   80,948,000 0 8,443,000
WHITING PETROLEUM CORP COM 966387409 11,275 425,775 SH   SOLE   390,542 0 35,233
WRIGHT MEDIC 2 15FEB20 SDBCV 98235TAE7 16,925 16,500,000 PRN   SOLE   14,936,000 0 1,564,000
WRIGHT MEDICAL 2.25 15NOV21 A SDBCV 98236JAB4 58,761 48,150,000 PRN   SOLE   43,684,000 0 4,466,000
YAHOO INC 0 1DEC18 SDBCV 984332AF3 115,220 85,492,000 PRN   SOLE   73,713,000 0 11,779,000
ZILLOW INC 2 12JAN21 SDBCV 98954MAB7 26,057 23,849,000 PRN   SOLE   22,069,000 0 1,780,000