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
ADVANCED MICRO 2.125 01SEP26 SDBCV 007903BD8 118,679 80,937,000 PRN   SOLE   75,818,000 0 5,119,000
AEROJET 2.25 15DEC23 OTC SDBCV 007800AB1 124,466 97,898,000 PRN   SOLE   97,898,000 0 0
ALDER BIOPHARM 2.5 01FEB25 SDBCV 014339AA3 22,171 24,000,000 PRN   SOLE   22,184,000 0 1,816,000
ALLEGHENY TECHN 4.75 01JUL22 SDBCV 01741RAG7 121,891 66,788,000 PRN   SOLE   61,216,000 0 5,572,000
ALLSTATE CORP COM 020002101 25,406 268,000 SH   SOLE   268,000 0 0
ALTABA INC COM 021346101 25,914 350,000 SH   SOLE   350,000 0 0
APOLLO CRLREALEST 4.75 23AUG22 SDBCV 03762UAB1 160,573 160,060,000 PRN   SOLE   145,524,000 0 14,536,000
ARBOR REALTY TRU 6.5 01OCT19 SDBCV 038923AA6 17,320 15,897,000 PRN   SOLE   14,857,000 0 1,040,000
ARBORREALTYTRUST 5.375 15NOV20 SDBCV 038923AB4 39,533 38,763,000 PRN   SOLE   36,247,000 0 2,516,000
ARRAY BIO 2.625 1DEC24 144A SDBCV 04269XAB1 33,706 25,275,000 PRN   SOLE   23,515,000 0 1,760,000
ASHFORD HOSPITALITY PFD 044103109 5,331 276,663 SH   SOLE   255,846 0 20,817
ATLASAIRWORLDWIDE1.875 01JUN24 SDBCV 049164BJ4 73,309 61,247,000 PRN   SOLE   57,319,000 0 3,928,000
BANK OF AMERICA CORP COM 060505104 46,604 1,554,000 SH   SOLE   1,554,000 0 0
BLACKROCK INC COM 09247X101 34,670 64,000 SH   SOLE   64,000 0 0
BLACKSTONE 4.375 05MAY22 SDBCV 09257WAB6 63,269 64,099,000 PRN   SOLE   59,244,000 0 4,855,000
BLACKSTONE MORT 4.75 15MAR23 SDBCV 09257WAC4 14,768 15,000,000 PRN   SOLE   13,848,000 0 1,152,000
CELADON GROUP INC COM 150838100 740 200,000 SH   SOLE   200,000 0 0
CHENIERE ENERGY 4.25 15MAR45 SDBCV 16411RAG4 1,725 2,216,000 PRN   SOLE   2,076,000 0 140,000
CHESAPEAKE ENERGY 5.5 15SEP26 SDBCV 165167CY1 8,638 10,000,000 PRN   SOLE   9,311,000 0 689,000
CISION LTD - CW22 RT G1992S117 525 227,343 SH   SOLE   227,343 0 0
CLEVELAND-CLIFFS 1.50 15JAN25 SDBCV 185899AA9 56,651 52,350,000 PRN   SOLE   48,996,000 0 3,354,000
CLOVIS ONCOLOGY 2.5 15SEP21 SDBCV 189464AB6 101,883 87,346,000 PRN   SOLE   77,662,000 0 9,684,000
COLONY FINANCIA 3.875 15JAN21 SDBCV 19624RAB2 62,123 65,954,000 PRN   SOLE   61,777,000 0 4,177,000
COLONY FINANCIAL 5 15APR23 SDBCV 19624RAA4 16,319 17,460,000 PRN   SOLE   16,136,000 0 1,324,000
CONSOLIDATED-TOM 4.5 15MAR20 SDBCV 210226AB2 12,435 11,564,000 PRN   SOLE   10,688,000 0 876,000
CTRIP.COM INT LTD 1.25 15SEP22 SDBCV 22943FAM2 68,366 65,611,000 PRN   SOLE   61,474,000 0 4,137,000
CTRIP.COM INTL LT 1.99 01JUL25 SDBCV 22943FAH3 25,380 21,904,000 PRN   SOLE   18,359,000 0 3,545,000
CTRIP.COM INTL LTD 1 01JUL20 SDBCV 22943FAF7 11,335 10,500,000 PRN   SOLE   9,837,000 0 663,000
CYPRESS SEMICONDU 4.5 15JAN22 SDBCV 232806AM1 3,059 2,180,000 PRN   SOLE   2,030,000 0 150,000
DFB HEALTHCARE ACQUISITIONS COM 23291E208 12,423 1,230,000 SH   SOLE   1,152,362 0 77,638
DOUBLE EAGLE ACQUISITI-CW RT 971375118 1,156 694,148 SH   SOLE   635,873 0 58,275
ENDOLOGIX INC 3.25 1NOV20 SDBCV 29266SAB2 2,536 2,928,000 PRN   SOLE   2,716,000 0 212,000
EVERBRIDGE INC 1.5 1NOV22 SDBCV 29978AAA2 52,852 42,034,000 PRN   SOLE   39,135,000 0 2,899,000
EVOLENT HEAL 2 01DEC21 SDBCV 30050BAB7 13,452 13,375,000 PRN   SOLE   12,363,000 0 1,012,000
EXACT SCIENCES CORP 1 15JAN25 SDBCV 30063PAA3 49,551 55,700,000 PRN   SOLE   52,188,000 0 3,512,000
GLOBAL PARTNER ACQUISIT-CW20 RT 74640Y114 271 321,436 SH   SOLE   297,579 0 23,857
GOLAR LNG LTD SDBCV 38046YAB7 77,939 75,877,000 PRN   SOLE   70,511,000 0 5,366,000
GOLDMAN SACHS BDC 4.5 01APR22 SDBCV 38147UAB3 23,388 23,044,000 PRN   SOLE   21,493,000 0 1,551,000
GOLDMAN SACHS GROUP INC COM 38141G104 38,031 151,000 SH   SOLE   151,000 0 0
GORDON POINTE ACQUISITION CO COM 382788206 11,147 1,077,000 SH   SOLE   1,008,773 0 68,227
GORES HOLDINGS II INC - A COM 382867109 3,680 367,971 SH   SOLE   345,293 0 22,678
GORES HOLDINGS II INC - CW22 RT 382867117 210 128,007 SH   SOLE   115,097 0 12,910
GRANITE POINTMTGE 5.625 2 SDBCV 38741LAB3 20,651 21,000,000 PRN   SOLE   19,309,000 0 1,691,000
GREEN PLAINS INC 3.25 01OCT18 SDBCV 393222AD6 775 744,000 PRN   SOLE   681,000 0 63,000
GREEN PLAINS INC 4.125 01SEP22 SDBCV 393222AF1 43,718 45,802,000 PRN   SOLE   42,577,000 0 3,225,000
GUIDEWIRE SOFTWARE INC COM 40171V100 4,619 57,140 SH   SOLE   57,140 0 0
GULFPORT ENERGY CORP COM 402635304 2,026 210,000 SH   SOLE   193,830 0 16,170
HANNON ARMSTRONG 4.125 01SEP22 SDBCV 41068XAB6 28,808 30,042,000 PRN   SOLE   27,846,000 0 2,196,000
HARMONY GOLD MNG-SPON ADR ADR 413216300 1,588 664,331 SH   SOLE   609,236 0 55,095
HAYMAKER ACQUISITION CORP COM 420870206 2,626 263,900 SH   SOLE   245,713 0 18,187
HELIX ENER SOLUT 4.125 15SEP23 SDBCV 42330PAJ6 27,660 27,390,000 PRN   SOLE   25,660,000 0 1,730,000
HENNESSY CAPITAL ACQUIS-CW22 RT 42588L113 304 364,106 SH   SOLE   335,619 0 28,487
HENNESSY CAPITAL ACQUISITION COM 42588L105 4,806 485,476 SH   SOLE   447,493 0 37,983
HERBALIFE NUTRITION LTD COM G4412G101 13,627 139,800 SH   SOLE   127,852 0 11,948
HORIZON PHARMA 2.5 15MAR22 SDBCV 44052TAB7 22,706 24,606,000 PRN   SOLE   22,745,000 0 1,861,000
INPHI CORP 0.75 01SEP21 SDBCV 45772FAC1 16,596 17,840,000 PRN   SOLE   16,489,000 0 1,351,000
INPHI CORP 1.125 1DEC20 SDBCV 45772FAB3 32,987 31,372,000 PRN   SOLE   29,366,000 0 2,006,000
INSMED INC 1.75 15JAN25 SDBCV 457669AA7 30,691 34,500,000 PRN   SOLE   32,047,000 0 2,453,000
INTEGRATED DEVICE0.875 15NOV22 SDBCV 458118AC0 6,193 5,500,000 PRN   SOLE   5,103,000 0 397,000
INVACARE CORP 5 15FEB21 SDBCV 461203AF8 4,413 3,500,000 PRN   SOLE   3,224,000 0 276,000
IONIS PHARMACEUTIC 1 15NOV21 SDBCV 464337AJ3 30,992 31,259,000 PRN   SOLE   29,286,000 0 1,973,000
IPATH S&P 500 VIX S/T FU ETN COM 06746L422 4,731 100,000 SH Put SOLE   0 0 0
IRONWOOD PHARMAC 2.25 15JUN22 SDBCV 46333XAD0 140,908 119,321,000 PRN   SOLE   110,000,000 0 9,321,000
LAYNE CHRISTENSEN 8 1MAY19 A SDBCV 521050AD6 25,618 19,880,000 PRN   SOLE   18,718,000 0 1,162,000
LAYNE CHRISTENSEN 4.25 15NOV18 SDBCV 521050AB0 17,013 16,860,000 PRN   SOLE   15,584,000 0 1,276,000
LEGACY ACQUISITION CORP COM 524643202 4,975 500,000 SH   SOLE   459,875 0 40,125
LIBERTY MEDIACORP 2.25 30SEP46 SDBCV 531229AE2 7,214 6,917,000 PRN   SOLE   6,364,000 0 553,000
LIBERTYMEDCORP 1 30JAN23 144A SDBCV 531229AF9 47,861 45,504,000 PRN   SOLE   42,635,000 0 2,869,000
LUMENTUM HOLDINGS .25 15MAR24 SDBCV 55024UAB5 124,235 98,078,000 PRN   SOLE   91,868,000 0 6,210,000
MAGNACHIP SEMI 5 1MAR21 CVPFD 55932XAB0 61 45,000 PRN   SOLE   42,000 0 3,000
MEDICINES COMPANY 2.5 15JAN22 SDBCV 584688AE5 19,701 17,086,000 PRN   SOLE   15,119,000 0 1,967,000
METLIFE INC COM 59156R108 24,368 531,000 SH   SOLE   531,000 0 0
MGIC INVESTMENT CORP COM 552848103 1,615 124,260 SH   SOLE   115,692 0 8,568
MICROCHIP TECH 1.625 15FEB27 SDBCV 595017AF1 306,846 258,359,000 PRN   SOLE   247,883,000 0 10,476,000
MICROCHIP TECH 1.625 15FEB25 SDBCV 595017AD6 4,434 2,500,000 PRN   SOLE   2,384,000 0 116,000
MICROCHIP TECH 2.25 15FEB37 SDBCV 595017AH7 27,611 23,072,000 PRN   SOLE   18,896,000 0 4,176,000
MOSAIC ACQUISITION CORP UNIT G62848117 2,012 200,000 SH   SOLE   187,017 0 12,983
NEBULA ACQUISITION CORP COM 629076209 7,924 783,000 SH   SOLE   733,653 0 49,347
NEVRO CORP 1.75 01JUN21 SDBCV 64157FAA1 18,673 16,221,000 PRN   SOLE   15,197,000 0 1,024,000
NUANCE COM 1.25 1APR25 SDBCV 67020YAN0 1,188 1,200,000 PRN   SOLE   1,117,000 0 83,000
NUVASIVE INC 2.25 15MAR21 SDBCV 670704AG0 22,436 20,355,000 PRN   SOLE   18,952,000 0 1,403,000
OASIS PETROLE 2.625 15SEP23 SDBCV 674215AJ7 17,099 16,525,000 PRN   SOLE   13,732,000 0 2,793,000
OASIS PETROLEUM INC COM 674215108 4,050 500,000 SH Call SOLE   0 0 0
ON SEMICONDUCTOR 1 1DEC20 SDBCV 682189AK1 115 80,000 PRN   SOLE   74,000 0 6,000
ONE MADISON CORP UNIT G6772P118 9,790 979,000 SH   SOLE   917,066 0 61,934
PACIRA PHARM 2.375 04APR22 SDBCV 695127AD2 10,103 11,033,000 PRN   SOLE   10,194,000 0 839,000
PDC ENERGY INC 1.125 15SEP21 SDBCV 69327RAD3 2,439 2,500,000 PRN   SOLE   2,303,000 0 197,000
PDL BIOPHARMA 2.75 01DEC21 SDBCV 69329YAG9 28,432 27,867,000 PRN   SOLE   26,216,000 0 1,651,000
PLATINUM EAGLE ACQUISITION C UNIT G7126L126 9,937 979,000 SH   SOLE   917,066 0 61,934
PRETIUM RESOURCES 2.25 15MAR22 SDBCV 74139CAB8 2,259 2,705,000 PRN   SOLE   2,497,000 0 208,000
PROGRESSIVE CORP OHIO COM 743315103 26,078 428,000 SH   SOLE   428,000 0 0
PROS HOLDINGS INC 2.0 01DEC19 SDBCV 74346YAB9 32,147 28,263,000 PRN   SOLE   25,594,000 0 2,669,000
PROSPECT CAPITAL 4.95 15JUL22 SDBCV 74348TAR3 24,154 24,259,000 PRN   SOLE   22,589,000 0 1,670,000
RADIUS HEALTH INC 3 1SEP24 SDBCV 750469AA6 22,749 22,500,000 PRN   SOLE   20,827,000 0 1,673,000
RAYONIER ADVANCED MATERIALS COM 75508B104 10,744 500,415 SH   SOLE   461,306 0 39,109
REDWOOD TRUST 4.625 15APR18 SDBCV 758075AB1 4,413 4,404,000 PRN   SOLE   4,143,000 0 261,000
REDWOOD TRUST INC 4.75 15AUG23 SDBCV 758075AC9 45,656 47,074,000 PRN   SOLE   43,998,000 0 3,076,000
RENEWABLE ENERGY 4 15JUN36 SDBCV 75972AAC7 29,530 21,850,000 PRN   SOLE   20,490,000 0 1,360,000
REPLIGEN CORP 2.125 01JUN21 SDBCV 759916AA7 36,103 27,948,000 PRN   SOLE   24,590,000 0 3,358,000
RESOURCE CAPITAL 4.5 15AUG22 SDBCV 76120WAC8 19,379 20,000,000 PRN   SOLE   18,423,000 0 1,577,000
RWT HOLDINGS 5.625 15NOV19 SDBCV 749772AB5 12,616 12,460,000 PRN   SOLE   11,644,000 0 816,000
SABAN CAPITAL ACQ-CW21 RT 78516C114 81 71,795 SH   SOLE   62,981 0 8,814
SABAN CAPITAL ACQUISITION-A COM 78516C106 1,427 143,590 SH   SOLE   125,962 0 17,628
SEACOR HOLDINGS 3 15NOV28 SDBCV 81170YAB5 24,749 25,513,000 PRN   SOLE   23,900,000 0 1,613,000
SENTINEL ENERGY SERVICES INC UNIT G8062D128 6,770 682,500 SH   SOLE   639,417 0 43,083
SILICON LABORA 1.375 01MAR22 SDBCV 826919AB8 4,620 3,993,000 PRN   SOLE   3,718,000 0 275,000
SM ENERGY CO 1.5 01JUL21 SDBCV 78454LAM2 2,847 3,000,000 PRN   SOLE   2,811,000 0 189,000
SOUTHWESTERN ENERGY CO COM 845467109 1,732 400,000 SH   SOLE   372,550 0 27,450
SQUARE INC 0.375 01MAR22 144A SDBCV 852234AB9 117,568 53,648,000 PRN   SOLE   50,264,000 0 3,384,000
SUNPOWER CORP .75 1JUN18 SDBCV 867652AG4 3,026 3,070,000 PRN   SOLE   2,869,000 0 201,000
SUNPOWER CORP 4 15JAN23 SDBCV 867652AL3 16,405 20,482,000 PRN   SOLE   19,175,000 0 1,307,000
TCP CAPITAL CORP 4.625 1MAR22 SDBCV 87238QAD5 8,397 8,301,000 PRN   SOLE   7,729,000 0 572,000
TESARO INC 3 01OCT21 SDBCV 881569AA5 8,995 5,000,000 PRN   SOLE   4,655,000 0 345,000
TESLA INC 2.375 15MAR22 SDBCV 88160RAD3 149,155 142,661,000 PRN   SOLE   133,593,000 0 9,068,000
TESLA MOTORS INC 1.25 1MAR21 SDBCV 88160RAC5 59,800 60,223,000 PRN   SOLE   56,420,000 0 3,803,000
THERAVANCE 2.125 15JAN23 SDBCV 88338TAB0 48,853 45,495,000 PRN   SOLE   42,298,000 0 3,197,000
THERAVANCE BIOPHA 3.25 01NOV23 SDBCV 88339KAA0 77,732 76,488,000 PRN   SOLE   71,654,000 0 4,834,000
TIME WARNER INC COM 887317303 14,971 158,288 SH   SOLE   145,633 0 12,655
TIMKENSTEEL 6 1JUN21 SDBCV 887399AA1 48,670 33,090,000 PRN   SOLE   30,004,000 0 3,086,000
TPG PACE ENERGY HOLD WNTS RT 872656111 1,045 564,814 SH   SOLE   516,241 0 48,573
TPG PACE ENERGY HOLDINGS - A COM 872656103 16,686 1,650,443 SH   SOLE   1,548,726 0 101,717
TPG PACE HOLDINGS CORP-CL A COM G89827128 6,203 632,582 SH   SOLE   584,453 0 48,129
TPG PACE HOLDINGS CORP-CW RT G89827110 347 210,860 SH   SOLE   194,817 0 16,043
TRACON PHARMACEUTICALS INC COM 89237H100 5,884 2,842,477 SH   SOLE   2,842,477 0 0
TRINITY BIOTECH LP 4.00 1APR45 SDBCV 89643QAB4 9,709 12,015,000 PRN   SOLE   11,112,000 0 903,000
TRINITY INDUS CV 3.875 01JUN2 SDBCV 896522AF6 46,483 34,060,000 PRN   SOLE   31,451,000 0 2,609,000
TRULIA LLC 2.75 15 DEC 20 SDBCV 897888AB9 4,648 2,053,000 PRN   SOLE   1,859,000 0 194,000
TWITTER INC 0.25 15SEP19 SDBCV 90184LAB8 20,695 21,554,000 PRN   SOLE   20,195,000 0 1,359,000
VECTOR GROUP LTD 1.75 15APR20 SDBCV 92240MBC1 55,758 50,703,000 PRN   SOLE   47,459,000 0 3,244,000
VIAVI SOLUTIONS INC 1 1MAR24 SDBCV 925550AB1 41,940 41,231,000 PRN   SOLE   38,632,000 0 2,599,000
VIPSHOP HLDG LTD 1.5 15MAR19 SDBCV 92763WAA1 4,945 4,599,000 PRN   SOLE   4,309,000 0 290,000
WALMART INC COM 931142103 17,794 200,000 SH Call SOLE   0 0 0
WALMART INC COM 931142103 17,794 200,000 SH Put SOLE   0 0 0
WALMART INC COM 931142103 623 7,000 SH   SOLE   7,000 0 0
WAYFAIR INC 0.375 01SEP22 SDBCV 94419LAA9 41,962 44,107,000 PRN   SOLE   41,063,000 0 3,044,000
WEIBO CORP 1.25 15NOV22 REGS SDBCV G9515TAA6 3,416 2,970,000 PRN   SOLE   2,763,000 0 207,000
WHITING PETROLEUM 1.25 1APR20 SDBCV 966387AL6 81,689 86,541,000 PRN   SOLE   80,948,000 0 5,593,000
WHITING PETROLEUM CORP COM 966387409 7,640 225,775 SH   SOLE   211,184 0 14,591
WRIGHT MEDIC 2 15FEB20 SDBCV 98235TAE7 23,955 24,000,000 PRN   SOLE   22,215,000 0 1,785,000
WRIGHT MEDICAL 2.25 15NOV21 A SDBCV 98236JAB4 51,135 44,911,000 PRN   SOLE   39,739,000 0 5,172,000
YAHOO INC 0 1DEC18 SDBCV 984332AF3 125,328 89,580,000 PRN   SOLE   80,870,000 0 8,710,000