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
AEROJET 2.25 15DEC23 OTC SDBCV 007800AB1 85,505 59,935,000 PRN   SOLE   59,935,000 0 0
AIR TRANSPORT 1.125 15OCT24 SDBCV 00922RAB1 5,134 5,356,000 PRN   SOLE   5,038,000 0 318,000
ALDER BIOPHARM 2.5 01FEB25 SDBCV 014339AA3 28,238 26,250,000 PRN   SOLE   24,524,000 0 1,726,000
ALTABA INC COM 021346101 1,022 15,000 SH   SOLE   15,000 0 0
ALTABA INC 0 1DEC18 SDBCV 984332AF3 191,932 151,580,000 PRN   SOLE   142,925,000 0 8,655,000
AMEX FINANCIAL SELECT SPDR IDX COM 81369Y605 2,758 100,000 SH Call SOLE   0 0 0
APOLLO CRLREALEST 4.75 23AUG22 SDBCV 03762UAB1 153,517 152,839,000 PRN   SOLE   142,758,000 0 10,081,000
ARRAY BIO 2.625 1DEC24 144A SDBCV 04269XAB1 25,225 20,075,000 PRN   SOLE   17,942,000 0 2,133,000
ASHLAND GLOBAL HOLDINGS INC COM 044186104 2,516 30,000 SH   SOLE   30,000 0 0
BLACKSTONE 4.375 05MAY22 SDBCV 09257WAB6 54,281 54,209,000 PRN   SOLE   50,893,000 0 3,316,000
BLACKSTONE MORT 4.75 15MAR23 SDBCV 09257WAC4 14,541 14,600,000 PRN   SOLE   13,721,000 0 879,000
BRAEMAR HOTELS 5.5 31DEC49 CVPFD 10482B200 5,439 276,663 SH   SOLE   255,846 0 20,817
CARBONITE INC SDBCV 141337AB1 10,721 7,137,000 PRN   SOLE   6,709,000 0 428,000
CHESAPEAKE ENERGY 5.5 15SEP26 SDBCV 165167CY1 31,611 32,015,000 PRN   SOLE   30,061,000 0 1,954,000
CHURCHILL CAPITAL CORP COM 17142R202 5,075 500,000 SH   SOLE   467,376 0 32,624
CLEVELAND-CLIFFS 1.50 15JAN25 SDBCV 185899AA9 54,842 33,350,000 PRN   SOLE   31,432,000 0 1,918,000
CLOVIS ONCOLOGY 2.5 15SEP21 SDBCV 189464AB6 89,573 95,856,000 PRN   SOLE   88,770,000 0 7,086,000
CTRIP.COM INT LTD 1.25 15SEP22 SDBCV 22943FAM2 68,049 69,387,000 PRN   SOLE   65,203,000 0 4,184,000
CTRIP.COM INTL LT 1.99 01JUL25 SDBCV 22943FAH3 4,093 3,931,000 PRN   SOLE   2,197,000 0 1,734,000
DEUTSCHE BANK AG -REG COM D18190898 3,408 300,000 SH   SOLE   282,761 0 17,239
DEUTSCHE BANK AG -REG COM D18190898 6,843 600,000 SH   SOLE   557,296 0 42,704
DFB HEALTHCARE ACQUISIT - WA RT 23291E117 606 409,999 SH   SOLE   384,120 0 25,879
DFB HEALTHCARE ACQUISITIONS COM 23291E109 11,820 1,230,000 SH   SOLE   1,152,362 0 77,638
ENCORE CAP EUR 4.5 1SEP23 SDBCV 29260UAA5 35,240 34,285,000 PRN   SOLE   32,147,000 0 2,138,000
EVERBRIDGE INC 1.5 1NOV22 SDBCV 29978AAA2 96,894 55,184,000 PRN   SOLE   52,179,000 0 3,005,000
EXACT SCIENCES CORP 1 15JAN25 SDBCV 30063PAA3 37,111 30,012,000 PRN   SOLE   24,753,000 0 5,259,000
EZCORP 2.875 1JUL24 OTC SDBCV 302301AF3 33,378 26,810,000 PRN   SOLE   25,059,000 0 1,751,000
FLEXION THER INC 3.375 01MAY24 SDBCV 33938JAB2 17,811 17,612,000 PRN   SOLE   16,556,000 0 1,056,000
FTS INTERNATIONAL INC COM 30283W104 1,895 160,717 SH   SOLE   149,708 0 11,009
GAIN CAPITAL HLDGS 5 15AUG22 SDBCV 36268WAF7 23,235 22,333,000 PRN   SOLE   20,642,000 0 1,691,000
GENERAL MOTORS CO COM 37045V100 3,367 100,000 SH   SOLE   93,625 0 6,375
GOLAR LNG LTD SDBCV 38046YAB7 69,750 66,622,000 PRN   SOLE   63,107,000 0 3,515,000
GOLDMAN SACHS BDC 4.5 01APR22 SDBCV 38147UAB3 5,321 5,259,000 PRN   SOLE   4,952,000 0 307,000
GORDON POINTE ACQUISI - WAR RT 382788115 673 1,077,000 SH   SOLE   1,008,773 0 68,227
GORES HOLD II INC - CW22 RT 382867117 274 128,007 SH   SOLE   115,097 0 12,910
GORES HOLDINGS II INC - A COM 382867109 3,908 367,971 SH   SOLE   345,293 0 22,678
GORES HOLDINGS III INC COM 38286G208 12,775 1,250,000 SH   SOLE   1,170,892 0 79,108
GRANITE POINTMTGE 5.625 2 SDBCV 38741LAB3 3,573 3,455,000 PRN   SOLE   3,244,000 0 211,000
GREEN PLAINS INC 4.125 01SEP22 SDBCV 393222AF1 41,480 43,302,000 PRN   SOLE   40,457,000 0 2,845,000
GS ACQUISITION HOLDINGS CORP COM 36255F201 12,402 1,200,000 SH   SOLE   1,126,094 0 73,906
HANNON ARMSTRONG 4.125 01SEP22 SDBCV 41068XAB6 29,379 30,042,000 PRN   SOLE   27,846,000 0 2,196,000
HELIX ENER SOLUT 4.125 15SEP23 SDBCV 42330PAJ6 35,844 27,640,000 PRN   SOLE   25,476,000 0 2,164,000
HELIX ENERGY SOL 4 1/4 01MAY22 SDBCV 42330PAH0 3,874 3,600,000 PRN   SOLE   3,399,000 0 201,000
HENNESSY CAP ACQUIS-CW22 RT 42588L113 1,865 1,251,830 SH   SOLE   1,180,614 0 71,216
HENNESSY CAPITAL ACQUI COM 42588L105 4,560 447,493 SH   SOLE   447,493 0 0
HORIZON PHARMA 2.5 15MAR22 SDBCV 44052TAB7 32,452 32,187,000 PRN   SOLE   30,055,000 0 2,132,000
HUBSPOT INC 0.25 1JUN22 SDBCV 443573AB6 5,637 3,419,000 PRN   SOLE   1,003,000 0 2,416,000
II-VI INC .25 1SEP22 SDBCV 902104AB4 58,282 49,657,000 PRN   SOLE   46,693,000 0 2,964,000
ILLUMINA INC COM 452327109 1,152 3,140 SH   SOLE   2,957 0 183
INFINERA CORP 2.125 1SEP24 SDBCV 45667GAC7 66,086 65,050,000 PRN   SOLE   61,152,000 0 3,898,000
INNOVIVA INC 2.50 15AUG25 SDBCV 45781MAB7 82,434 74,162,000 PRN   SOLE   69,941,000 0 4,221,000
INPHI CORP 0.75 01SEP21 SDBCV 45772FAC1 26,530 26,897,000 PRN   SOLE   25,171,000 0 1,726,000
INPHI CORP 1.125 1DEC20 SDBCV 45772FAB3 39,016 33,846,000 PRN   SOLE   31,798,000 0 2,048,000
INSMED INC 1.75 15JAN25 SDBCV 457669AA7 43,311 51,146,000 PRN   SOLE   48,080,000 0 3,066,000
INTREXON CORP 3.5 1JUL23 SDBCV 46122TAA0 13,233 11,250,000 PRN   SOLE   10,575,000 0 675,000
INVACARE CORP 4.5 1JUNE22 SDBCV 461203AH4 8,498 7,509,000 PRN   SOLE   7,101,000 0 408,000
INVACARE CORP 5 15FEB21 SDBCV 461203AF8 3,808 3,500,000 PRN   SOLE   3,224,000 0 276,000
IRONWOOD PHARMAC 2.25 15JUN22 SDBCV 46333XAD0 70,771 54,456,000 PRN   SOLE   48,889,000 0 5,567,000
ISHARES MSCI BRAZIL ETF COM 464286400 6,746 200,000 SH Call SOLE   0 0 0
ISHARES MSCI EMERGING MKT IN COM 464287234 4,292 100,000 SH Put SOLE   0 0 0
ISHARES TR-RUSSELL 2000 IDX COM 464287655 16,855 100,000 SH Call SOLE   0 0 0
KADMON HOLDINGS INC COM 48283N106 1,836 549,472 SH   SOLE   525,922 0 23,550
LENDINGTREE INC .625 1JUN22 SDBCV 52603BAA5 76,505 60,362,000 PRN   SOLE   56,382,000 0 3,980,000
LIBERTYMEDCORP 1 30JAN23 144A SDBCV 531229AF9 25,987 22,204,000 PRN   SOLE   20,805,000 0 1,399,000
LUMENTUM HOLDINGS .25 15MAR24 SDBCV 55024UAB5 13,301 11,078,000 PRN   SOLE   10,408,000 0 670,000
MAGNACHIP SEMI 5 1MAR21 CVPFD 55932XAB0 61 45,000 PRN   SOLE   42,000 0 3,000
MAGNOLIA OIL & GAS CORP WTS RT 559663117 2,896 622,714 SH   SOLE   574,141 0 48,573
MEDICINES COMPANY 2.5 15JAN22 SDBCV 584688AE5 7,765 7,215,000 PRN   SOLE   6,739,000 0 476,000
MGIC INVESTMENT CORP COM 552848103 1,654 124,260 SH   SOLE   115,692 0 8,568
MICROCHIP TECH 1.625 15FEB27 SDBCV 595017AF1 225,749 211,859,000 PRN   SOLE   200,377,000 0 11,482,000
MICROCHIP TECH 2.25 15FEB37 SDBCV 595017AH7 27,608 26,172,000 PRN   SOLE   21,620,000 0 4,552,000
MOSAIC ACQUISITION CORP-CL A COM G62848109 1,952 200,000 SH   SOLE   187,017 0 12,983
MOSAIC ACQUISITION CORP-CW22 RT G62848125 86 66,666 SH   SOLE   62,339 0 4,327
NEBULA ACQUISITION CORP-CL A COM 629076100 7,611 783,000 SH   SOLE   733,653 0 49,347
NEBULA ACQUISITION CORP-CW23 RT 629076118 339 261,000 SH   SOLE   244,551 0 16,449
NEVRO CORP 1.75 01JUN21 SDBCV 64157FAA1 1,212 1,221,000 PRN   SOLE   1,140,000 0 81,000
NEW MOUNTAIN FIN 5.75 15AUG23 SDBCV 647551AC4 10,041 10,000,000 PRN   SOLE   9,313,000 0 687,000
OASIS PETROLE 2.625 15SEP23 SDBCV 674215AJ7 2,262 1,678,000 PRN   SOLE   78,000 0 1,600,000
ONE MADISON CORP-CLASS A COM G6772P100 9,526 979,000 SH   SOLE   917,066 0 61,934
ONE MADISON CORP-CW RT G6772P126 553 489,500 SH   SOLE   458,533 0 30,967
PDC ENERGY INC 1.125 15SEP21 SDBCV 69327RAD3 6,810 7,000,000 PRN   SOLE   6,573,000 0 427,000
PDL BIOPHARMA 2.75 01DEC21 SDBCV 69329YAG9 26,292 26,617,000 PRN   SOLE   24,966,000 0 1,651,000
PLATINUM EAGLE ACQUISITION C COM G7126L100 9,628 978,998 SH   SOLE   917,066 0 61,932
PLATINUM EAGLE ACQUISITION C RT G7126L118 399 326,332 SH   SOLE   305,688 0 20,644
PRA GROUP 3.5 1JUN23 SDBCV 69354NAB2 36,919 35,700,000 PRN   SOLE   33,702,000 0 1,998,000
PRETIUM RESOURCES 2.25 15MAR22 SDBCV 74139CAB8 3,129 3,555,000 PRN   SOLE   3,347,000 0 208,000
PROSPECT CAPITAL 4.95 15JUL22 SDBCV 74348TAR3 26,090 26,309,000 PRN   SOLE   24,846,000 0 1,463,000
PTC THERAPEUTICS IN 3 15AUG22 SDBCV 69366JAB7 576 500,000 PRN   SOLE   467,000 0 33,000
QTS REALTY TRUST INC PFD 74736A301 5,280 50,000 SH   SOLE   46,900 0 3,100
RADIUS HEALTH INC 3 1SEP24 SDBCV 750469AA6 17,326 22,500,000 PRN   SOLE   21,107,000 0 1,393,000
REALPAGE INC 1.5 15NOV22 SDBCV 75606NAB5 875 535,000 PRN   SOLE   203,000 0 332,000
REDFIN CORP 1.75 15JUL23 SDBCV 75737FAA6 20,638 22,755,000 PRN   SOLE   21,265,000 0 1,490,000
REDWOOD TRUST 5.625 15JUL25 SDBCV 758075AD7 27,383 27,605,000 PRN   SOLE   25,867,000 0 1,738,000
REDWOOD TRUST INC 4.75 15AUG23 SDBCV 758075AC9 44,971 46,574,000 PRN   SOLE   43,998,000 0 2,576,000
RENEWABLE ENERGY 4 15JUN36 SDBCV 75972AAC7 4,375 1,600,000 PRN   SOLE   557,000 0 1,043,000
RETROPHIN INC 2.5 15SEP25 SDBCV 761299AB2 21,092 20,554,000 PRN   SOLE   19,300,000 0 1,254,000
RWT HOLDINGS 5.625 15NOV19 SDBCV 749772AB5 4,319 4,260,000 PRN   SOLE   4,000,000 0 260,000
SABAN CAPITAL ACQ-CW21 RT 78516C114 84 71,795 SH   SOLE   62,981 0 8,814
SABAN CAPITAL ACQUISITION-A COM 78516C106 1,276 125,962 SH   SOLE   125,962 0 0
SEACOR HOLDS INC 3.25 15MAY25 SDBCV 811904AN1 22,924 23,913,000 PRN   SOLE   22,404,000 0 1,509,000
SENTINEL ENERGY SERVICE-CL A COM G8062D102 7,793 790,400 SH   SOLE   661,775 0 128,625
SENTINEL ENERGY SERVICE-CW22 RT G8062D110 282 227,500 SH   SOLE   213,139 0 14,361
SHIP FIN INT LTD 4.875 01MAY23 SDBCV 824689AG8 57,394 57,365,000 PRN   SOLE   55,747,000 0 1,618,000
SOUTHWESTERN ENERGY CO COM 845467109 2,044 400,000 SH   SOLE   372,550 0 27,450
SPARTAN ENERGY ACQUISITION C COM 846784114 30,233 2,975,600 SH   SOLE   2,753,896 0 221,704
SUNPOWER CORP 4 15JAN23 SDBCV 867652AL3 17,210 20,482,000 PRN   SOLE   19,175,000 0 1,307,000
TCP CAPITAL CORP 4.625 1MAR22 SDBCV 87238QAD5 8,313 8,301,000 PRN   SOLE   7,729,000 0 572,000
TEAM INC 5 01AUG23 SDBCV 878155AE0 32,978 26,085,000 PRN   SOLE   24,354,000 0 1,731,000
TELADOC INC 3 15DEC22 SDBCV 87918AAB1 154,120 74,560,000 PRN   SOLE   70,088,000 0 4,472,000
TESARO INC 3 01OCT21 SDBCV 881569AA5 7,994 6,000,000 PRN   SOLE   5,605,000 0 395,000
TESLA INC 2.375 15MAR22 SDBCV 88160RAD3 19,690 19,261,000 PRN   SOLE   18,119,000 0 1,142,000
TESLA MOTORS INC 1.25 1MAR21 SDBCV 88160RAC5 13,158 13,723,000 PRN   SOLE   12,908,000 0 815,000
THERAVANCE 2.125 15JAN23 SDBCV 88338TAB0 62,007 60,822,000 PRN   SOLE   57,433,000 0 3,389,000
THERAVANCE BIOPHA 3.25 01NOV23 SDBCV 88339KAA0 81,357 68,688,000 PRN   SOLE   64,464,000 0 4,224,000
TIMKENSTEEL 6 1JUN21 SDBCV 887399AA1 54,473 38,090,000 PRN   SOLE   34,989,000 0 3,101,000
TPG PACE HOLDINGS CORP-CL A COM G89827128 6,370 632,581 SH   SOLE   584,453 0 48,128
TPG PACE HOLDINGS CORP-CW RT G89827110 366 210,860 SH   SOLE   194,817 0 16,043
TRACON PHARMACEUTICALS INC COM 89237H100 5,827 2,842,477 SH   SOLE   2,842,477 0 0
TRINITY BIOTECH LP 4.00 1APR45 SDBCV 89643QAB4 9,303 12,015,000 PRN   SOLE   11,112,000 0 903,000
TRULIA LLC 2.75 15 DEC 20 SDBCV 897888AB9 3,820 2,053,000 PRN   SOLE   1,859,000 0 194,000
TWITTER INC 1 15SEP21 SDBCV 90184LAD4 2,002 2,175,000 PRN   SOLE   2,029,000 0 146,000
VECTOR GROUP LTD 1.75 15APR20 SDBCV 92240MBC1 56,591 54,223,000 PRN   SOLE   50,979,000 0 3,244,000
WALMART INC COM 931142103 18,782 200,000 SH Call SOLE   0 0 0
WALMART INC COM 931142103 18,782 200,000 SH Put SOLE   0 0 0
WAYFAIR INC .375 1SEP22 SDBCV 94419LAB7 30,397 20,107,000 PRN   SOLE   16,886,000 0 3,221,000
WHITING PETROLEUM 1.25 1APR20 SDBCV 966387AL6 50,166 52,241,000 PRN   SOLE   48,936,000 0 3,305,000
WHITING PETROLEUM CORP COM 966387409 2,423 45,669 SH   SOLE   43,166 0 2,503
WRIGHT MEDICAL 2.25 15NOV21 A SDBCV 98236JAB4 25,213 17,411,000 PRN   SOLE   14,376,000 0 3,035,000
ZILLOW GROUP INC 1.5 1JUL23 SDBCV 98954MAC5 3,237 3,500,000 PRN   SOLE   3,277,000 0 223,000