| 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 | 33,699 | 31,985,000 | PRN | | SOLE | | 27,223,000 | 0 | 4,762,000 |
| 51JOB INC-ADR | COM | 316827104 | 3,584 | 106,040 | SH | | SOLE | | 49,555 | 0 | 56,485 |
| ADIENT PLC -W/I | COM | G0084W101 | 11,720 | 200,000 | SH | Call | SOLE | | 0 | 0 | 0 |
| ALERE INC 3.0 31DEC49 SER B PFD | CVPFD | 01449J204 | 107,944 | 328,847 | SH | | SOLE | | 279,894 | 0 | 48,953 |
| ALIBABA GROUP HOLDING-SP | COM | 01609W102 | 26,343 | 300,000 | SH | Put | SOLE | | 0 | 0 | 0 |
| ALLEGHENY TECHN 4.75 01JUL22 | SDB | 01741RAG7 | 18,485 | 13,787,000 | PRN | | SOLE | | 11,738,000 | 0 | 2,049,000 |
| ALPHABET INC-CL C | COM | 02079K107 | 13,892 | 18,000 | SH | Call | SOLE | | 0 | 0 | 0 |
| ALPHABET INC-CL C | COM | 02079K107 | 13,892 | 18,000 | SH | Put | SOLE | | 0 | 0 | 0 |
| AMAG PHARMACEUTLS 2.5 15FEB19 | SDBCV | 00163UAA4 | 26,022 | 18,363,000 | PRN | | SOLE | | 15,565,000 | 0 | 2,798,000 |
| AMERICAN REALTY 3.0 1AUG18 | SDBCV | 02917TAA2 | 51,600 | 51,504,000 | PRN | | SOLE | | 43,835,000 | 0 | 7,669,000 |
| AMEX ENERGY SELECT SPDR IDX | COM | 81369Y506 | 37,660 | 500,000 | SH | Call | SOLE | | 0 | 0 | 0 |
| APOLLO CMMRL REAL 5.5 15MAR19 | SDBCV | 03762UAA3 | 69,294 | 66,031,000 | PRN | | SOLE | | 56,074,000 | 0 | 9,957,000 |
| APPLE INC | COM | 037833100 | 26,639 | 230,000 | SH | Call | SOLE | | 0 | 0 | 0 |
| APPLE INC | COM | 037833100 | 26,639 | 230,000 | SH | Put | SOLE | | 0 | 0 | 0 |
| ARBOR REALTY TRU 6.5 01OCT19 | SDBCV | 038923AA6 | 13,007 | 13,000,000 | PRN | | SOLE | | 11,030,000 | 0 | 1,970,000 |
| ARRAY BIO INC 3.0 1JUN20 | SDBCV | 04269XAA3 | 15,400 | 11,000,000 | PRN | | SOLE | | 9,364,000 | 0 | 1,636,000 |
| AMERICAN RESIDENTIAL PROP 3.25 15NOV18 | SDBCV | U03002AA7 | 56,223 | 45,282,000 | PRN | | SOLE | | 38,539,000 | 0 | 6,743,000 |
| ATLANTICA YIELD PLC | COM | G0751N103 | 946 | 48,900 | SH | | SOLE | | 40,479 | 0 | 8,421 |
| BANK OF AMERICA CORP | COM | 060505104 | 2,210 | 100,000 | SH | | SOLE | | 92,447 | 0 | 7,553 |
| BANK OF AMERICA CORP-CW19 | RT | 060505153 | 3,255 | 3,300,378 | SH | | SOLE | | 2,797,017 | 0 | 503,361 |
| BIOMARIN PHARMA 1.5 15OCT20 | SDBCV | 09061GAF8 | 55,147 | 46,709,000 | PRN | | SOLE | | 39,731,000 | 0 | 6,978,000 |
| CITIGROUP INC | COM | 172967424 | 1,188 | 20,000 | SH | | SOLE | | 16,979 | 0 | 3,021 |
| CLOVIS ONCOLOGY 2.5 15SEP21 | SDBCV | 189464AB6 | 5,676 | 5,500,000 | PRN | | SOLE | | 4,681,000 | 0 | 819,000 |
| COLONY FINANCIA 3.875 15JAN21 | SDBCV | 19624RAB2 | 73,359 | 73,253,000 | PRN | | SOLE | | 61,140,000 | 0 | 12,113,000 |
| COLONY FINANCIAL 5.0 15APR23 | SDBCV | 19624RAA4 | 18,132 | 17,738,000 | PRN | | SOLE | | 14,957,000 | 0 | 2,781,000 |
| CONSOLIDATED-TOM 4.5 15MAR20 | SDB | 210226AB2 | 22,127 | 22,166,000 | PRN | | SOLE | | 18,449,000 | 0 | 3,717,000 |
| CTRIP.COM INTER 1.25 15OCT18 | SDBCV | 22943FAD2 | 39,374 | 34,008,000 | PRN | | SOLE | | 32,261,000 | 0 | 1,747,000 |
| CTRIP.COM INTL LT 1.99 01JUL25 | SDBCV | 22943FAH3 | 83,661 | 80,170,000 | PRN | | SOLE | | 72,264,000 | 0 | 7,906,000 |
| CTRIP.COM INTL LTD 1.0 01JUL20 | SDBCV | 22943FAF7 | 937 | 911,000 | PRN | | SOLE | | 911,000 | 0 | 0 |
| DEPOMED INC 2.5 1SEP21 | SDBCV | 249908AA2 | 74,921 | 65,450,000 | PRN | | SOLE | | 55,734,000 | 0 | 9,716,000 |
| DOMINION RESO 6.75 15AUG19 | CVPFD | 25746U836 | 13,115 | 258,700 | SH | | SOLE | | 220,241 | 0 | 38,459 |
| DOUBLE EAGLE ACQUISITION COR | COM | G28195108 | 7,014 | 664,838 | SH | | SOLE | | 635,873 | 0 | 28,965 |
| EMERGENT BIOSOL 2.875 15JAN21 | SDBCV | 29089QAB1 | 46,820 | 36,545,000 | PRN | | SOLE | | 31,104,000 | 0 | 5,441,000 |
| ENDOLOGIX INC 3.25 1NOV20 | SDBCV | 29266SAB2 | 7,450 | 8,445,000 | PRN | | SOLE | | 7,188,000 | 0 | 1,257,000 |
| FINISAR CORP 0.5 15DEC33 | SDBCV | 31787AAM3 | 23,041 | 19,400,000 | PRN | | SOLE | | 16,512,000 | 0 | 2,888,000 |
| FIREEYE INC | COM | 31816Q101 | 595 | 50,000 | SH | | SOLE | | 40,850 | 0 | 9,150 |
| FIREEYE INC 1.0 1JUN35 | SDBCV | 31816QAB7 | 30,180 | 32,707,000 | PRN | | SOLE | | 27,585,000 | 0 | 5,122,000 |
| FRONTIER COMMUNI 29JUN18 CVPFD | CVPFD | 35906A207 | 3,572 | 50,000 | SH | | SOLE | | 42,590 | 0 | 7,410 |
| GENERAL MOTORS CO | COM | 37045V100 | 1,740 | 49,965 | SH | | SOLE | | 38,499 | 0 | 11,466 |
| GLOBAL PARTNER ACQUISITION C | COM | 37954X204 | 5,225 | 500,000 | SH | | SOLE | | 382,262 | 0 | 117,738 |
| GOGO INC | COM | 38046C109 | 3,579 | 388,200 | SH | | SOLE | | 294,797 | 0 | 93,403 |
| GREEN PLAINS INC 3.25 01OCT18 | SDBCV | 393222AD6 | 2,875 | 2,000,000 | PRN | | SOLE | | 1,703,000 | 0 | 297,000 |
| HOLOGIC INC FRN 15DEC43 | SDBCV | 436440AG6 | 5,538 | 4,500,000 | PRN | | SOLE | | 3,680,000 | 0 | 820,000 |
| HORIZON PHARMA 2.5 15MAR22 | SDBCV | 44052TAB7 | 6,199 | 6,491,000 | PRN | | SOLE | | 5,523,000 | 0 | 968,000 |
| ILLUMINA INC 0.0 15JUN19 | SDBCV | 452327AF6 | 6,939 | 7,265,000 | PRN | | SOLE | | 5,970,000 | 0 | 1,295,000 |
| INCYTE CORP LTD 1.25 15NOV20 | SDBCV | 45337CAN2 | 38,811 | 19,026,000 | PRN | | SOLE | | 16,207,000 | 0 | 2,819,000 |
| INDUSTRIAL SELECT SECT SPDR | ETF | 81369Y704 | 6,222 | 100,000 | SH | Put | SOLE | | 0 | 0 | 0 |
| INDUSTRIAL SELECT SECT SPDR | ETF | 81369Y704 | 6,222 | 100,000 | SH | | SOLE | | 95,400 | 0 | 4,600 |
| INFINERA CORP 1.75 1JUN18 | SDBCV | 45667GAB9 | 4,144 | 4,000,000 | PRN | | SOLE | | 3,356,000 | 0 | 644,000 |
| INPHI CORP 1.125 1DEC20 | SDBCV | 45772FAB3 | 23,798 | 18,350,000 | PRN | | SOLE | | 15,629,000 | 0 | 2,721,000 |
| INTEL CORP 2.95 15DEC35 CV | SDB | 458140AD2 | 90,577 | 66,851,000 | PRN | | SOLE | | 56,863,000 | 0 | 9,988,000 |
| INTERCEPT PHAR 3.25 01JUL23 | SDBCV | 45845PAA6 | 14,902 | 16,641,000 | PRN | | SOLE | | 14,155,000 | 0 | 2,486,000 |
| IONIS PHARMACEUTIC 1.0 15NOV21 | SDBCV | 464337AJ3 | 11,501 | 11,325,000 | PRN | | SOLE | | 9,637,000 | 0 | 1,688,000 |
| IRONWOOD PHARMAC 2.25 15JUN22 | SDBCV | 46333XAD0 | 55,685 | 48,427,000 | PRN | | SOLE | | 40,822,000 | 0 | 7,605,000 |
| ISHARES FTSE CHINA 25 INDEX FU | COM | 464287184 | 3,471 | 100,000 | SH | Put | SOLE | | 0 | 0 | 0 |
| JDS UNIPHASE 0.625 15AUG33 | SDBCV | 46612JAF8 | 10,322 | 10,000,000 | PRN | | SOLE | | 8,511,000 | 0 | 1,489,000 |
| LIGAND PHARMA 0.75 15AUG19 | SDBCV | 53220KAD0 | 31,633 | 21,855,000 | PRN | | SOLE | | 17,981,000 | 0 | 3,874,000 |
| MEDICINES COMPANY 2.5 15JAN22 | SDBCV | 584688AE5 | 12,626 | 10,500,000 | PRN | | SOLE | | 8,941,000 | 0 | 1,559,000 |
| MGIC INVEST CV 5.0 01MAY17 | SDBCV | 552848AD5 | 4,302 | 4,238,000 | PRN | | SOLE | | 3,595,000 | 0 | 643,000 |
| MICRON TECH 1.625 15FEB33 | SDBCV | 595112AU7 | 16,897 | 8,330,000 | PRN | | SOLE | | 7,558,000 | 0 | 772,000 |
| MICRON TECH 2.375 01MAY32 A | SDBCV | 595112AW3 | 6,504 | 2,800,000 | PRN | | SOLE | | 2,466,000 | 0 | 334,000 |
| MICRON TECH INC 2.125 15FEB33 | SDBCV | 595112AV5 | 75,694 | 36,026,000 | PRN | | SOLE | | 32,475,000 | 0 | 3,551,000 |
| MICRON TECHN 3.125 01MAY32 A | SDBCV | 595112AX1 | 156,946 | 68,523,000 | PRN | | SOLE | | 60,780,000 | 0 | 7,743,000 |
| MICROSOFT CORP | COM | 594918104 | 15,535 | 250,000 | SH | Call | SOLE | | 0 | 0 | 0 |
| MICROSOFT CORP | COM | 594918104 | 15,535 | 250,000 | SH | Put | SOLE | | 0 | 0 | 0 |
| MOLINA HEALTH 1.125 15JAN20 | SDBCV | 60855RAC4 | 23,981 | 16,690,000 | PRN | | SOLE | | 14,208,000 | 0 | 2,482,000 |
| MORGAN STANLEY | COM | 617446448 | 1,127 | 26,684 | SH | | SOLE | | 25,468 | 0 | 1,216 |
| NATIONAL HEALTH I 3.25 1APR21 | SDBCV | 63633DAE4 | 9,534 | 8,500,000 | PRN | | SOLE | | 7,234,000 | 0 | 1,266,000 |
| NEVRO CORP 1.75 01JUN21 | SDBCV | 64157FAA1 | 5,603 | 5,251,000 | PRN | | SOLE | | 4,470,000 | 0 | 781,000 |
| NEW MOUNTAIN FINANC 5.0 15JUN19 | SDBCV | 647551AB6 | 2,137 | 2,073,000 | PRN | | SOLE | | 1,764,000 | 0 | 309,000 |
| OASIS PETROLE 2.625 15SEP23 | SDBCV | 674215AJ7 | 89,151 | 64,098,000 | PRN | | SOLE | | 54,569,000 | 0 | 9,529,000 |
| PATTERN ENERGY 4.0 15JUL20 | SDBCV | 70338PAB6 | 6,786 | 6,980,000 | PRN | | SOLE | | 5,914,000 | 0 | 1,066,000 |
| PDL BIOPHARMA 2.75 01DEC21 | SDBCV | 69329YAG9 | 3,253 | 4,000,000 | PRN | | SOLE | | 3,413,000 | 0 | 587,000 |
| QUIDEL CORP 3.25 15DEC20 | SDBCV | 74838JAA9 | 36,520 | 36,807,000 | PRN | | SOLE | | 30,818,000 | 0 | 5,989,000 |
| REPLIGEN CORP 2.125 01JUN21 | SDBCV | 759916AA7 | 24,978 | 21,427,000 | PRN | | SOLE | | 18,155,000 | 0 | 3,272,000 |
| ROYAL BK SCOTLN 8.625 29DEC49 | SDB | 780097BB6 | 3,054 | 3,000,000 | PRN | | SOLE | | 2,416,000 | 0 | 584,000 |
| RWT HOLDINGS 5.625 15NOV19 | SDBCV | 749772AB5 | 253 | 250,000 | PRN | | SOLE | | 211,000 | 0 | 39,000 |
| SABAN CAPITAL ACQUISITION CO | COM | 78516C205 | 1,372 | 132,372 | SH | | SOLE | | 125,962 | 0 | 6,410 |
| SEACOR HOLDINGS 3.0 15NOV28 | SDBCV | 81170YAB5 | 3,981 | 4,500,000 | PRN | | SOLE | | 3,822,000 | 0 | 678,000 |
| SINA CORP 1.0 01DEC18 | SDBCV | 82922RAD5 | 4,054 | 4,085,000 | PRN | | SOLE | | 4,085,000 | 0 | 0 |
| SM ENERGY CO 1.5 01JUL21 | SDBCV | 78454LAM2 | 25,660 | 22,129,000 | PRN | | SOLE | | 18,832,000 | 0 | 3,297,000 |
| SPDR S&P500 ETF TRUST | COM | 78462F103 | 67,059 | 300,000 | SH | Put | SOLE | | 0 | 0 | 0 |
| SPIRIT REALTY 2.875 15MAY19 | SDBCV | 84860WAA0 | 26,248 | 25,177,000 | PRN | | SOLE | | 21,362,000 | 0 | 3,815,000 |
| SPIRIT REALTY CAP 3.75 15MAY21 | SDBCV | 84860WAB8 | 6,317 | 6,000,000 | PRN | | SOLE | | 5,103,000 | 0 | 897,000 |
| STARWOOD PROPERTY 4.55 1MAR18 | SDBCV | 85571BAA3 | 2,917 | 2,672,000 | PRN | | SOLE | | 2,274,000 | 0 | 398,000 |
| STARWOOD PRPRTY TR3.75 15OCT17 | SDBCV | 85571BAC9 | 69,737 | 68,060,000 | PRN | | SOLE | | 57,943,000 | 0 | 10,117,000 |
| STARWOOD WAYPOINT 3.0 1JUL19 | SDB | 85571WAB5 | 69,214 | 63,184,000 | PRN | | SOLE | | 53,774,000 | 0 | 9,410,000 |
| STARWOOD WAYPOINT 4.5 15OCT17 | SDBCV | 85571WAD1 | 33 | 31,000 | PRN | | SOLE | | 26,000 | 0 | 5,000 |
| STILLWTER MINING 1.75 15OCT32 | SDBCV | 86074QAL6 | 6,400 | 5,000,000 | PRN | | SOLE | | 4,255,000 | 0 | 745,000 |
| SUCAMPO PHAR 3.25 15DEC21 144A | SDBCV | 864909AA4 | 10,672 | 10,000,000 | PRN | | SOLE | | 8,508,000 | 0 | 1,492,000 |
| SUNPOWER CORP .75 1JUN18 | SDBCV | 867652AG4 | 137 | 150,000 | PRN | | SOLE | | 127,000 | 0 | 23,000 |
| SUNPOWER CORP 4.0 15JAN23 | SDBCV | 867652AL3 | 15,719 | 21,899,000 | PRN | | SOLE | | 17,974,000 | 0 | 3,925,000 |
| TERRAFORM GLOBAL INC - CL A | COM | 88104M101 | 15,890 | 4,022,765 | SH | | SOLE | | 3,838,705 | 0 | 184,060 |
| THERAVANCE BIOPHA 3.25 01NOV23 | SDB | 88339KAA0 | 48,959 | 42,667,000 | PRN | | SOLE | | 36,312,000 | 0 | 6,355,000 |
| TIMKENSTEEL 6.0 1JUN21 | SDB | 887399AA1 | 22,426 | 15,335,000 | PRN | | SOLE | | 12,902,000 | 0 | 2,433,000 |
| TRINA SOLAR LTD-SPON ADR | COM | 89628E104 | 1,960 | 210,839 | SH | | SOLE | | 142,949 | 0 | 67,890 |
| TRINITY BIOTECH LP 4.00 1APR45 | SDBCV | 89643QAB4 | 7,321 | 8,590,000 | PRN | | SOLE | | 7,337,000 | 0 | 1,253,000 |
| TRULIA LLC 2.75 15 DEC 20 | SDBCV | 897888AB9 | 3,297 | 2,000,000 | PRN | | SOLE | | 1,686,000 | 0 | 314,000 |
| TTM TECHNOLOGIES 1.75 15DEC20 | SDBCV | 87305RAD1 | 20,592 | 13,492,000 | PRN | | SOLE | | 11,482,000 | 0 | 2,010,000 |
| TWITTER INC 0.25 15SEP19 | SDBCV | 90184LAB8 | 39,140 | 41,659,000 | PRN | | SOLE | | 35,459,000 | 0 | 6,200,000 |
| VECTOR GROUP LTD 1.75 15APR20 | SDBCV | 92240MBC1 | 63,580 | 55,118,000 | PRN | | SOLE | | 46,915,000 | 0 | 8,203,000 |
| VIPSHOP HLDG LTD 1.5 15MAR19 | SDBCV | 92763WAA1 | 23,213 | 23,244,000 | PRN | | SOLE | | 19,781,000 | 0 | 3,463,000 |
| WEATHERFORD 5.875 01JUL21 | SDBCV | 947075AH0 | 9,777 | 9,000,000 | PRN | | SOLE | | 7,659,000 | 0 | 1,341,000 |
| WORKDAY INC 1.5 15JUL20 | SDBCV | 98138HAD3 | 17,554 | 15,904,000 | PRN | | SOLE | | 13,537,000 | 0 | 2,367,000 |
| WORLD WRESTLING ENTMNT INC | COM | 98156Q108 | 665 | 36,089 | SH | | SOLE | | 34,485 | 0 | 1,604 |
| YAHOO INC 0.0 1DEC18 | SDBCV | 984332AF3 | 63,931 | 64,482,000 | PRN | | SOLE | | 43,039,000 | 0 | 21,443,000 |
| YY INC 2.25 1APR19 | SDBCV | 98426TAB2 | 11,483 | 11,632,000 | PRN | | SOLE | | 9,839,000 | 0 | 1,793,000 |
