| 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 | 38,154 | 32,588,000 | PRN | | SOLE | | 29,507,000 | 0 | 3,081,000 |
| ADVANCED MICRO 2.125 01SEP26 | SDBCV | 007903BD8 | 151,789 | 86,796,000 | PRN | | SOLE | | 78,704,000 | 0 | 8,092,000 |
| AK STEEL CORP 5 15NOV19 | SDBCV | 001546AP5 | 6,866 | 4,650,000 | PRN | | SOLE | | 4,215,000 | 0 | 435,000 |
| AKAMAI TECHNOLOGIES 0 15FEB19 | SDBCV | 00971TAG6 | 4,410 | 4,500,000 | PRN | | SOLE | | 4,037,000 | 0 | 463,000 |
| ALLEGHENY TECHN 4.75 01JUL22 | SDBCV | 01741RAG7 | 83,294 | 58,387,000 | PRN | | SOLE | | 52,865,000 | 0 | 5,522,000 |
| AMERICAN REALTY 3 1AUG18 | SDBCV | 02917TAA2 | 24,566 | 24,407,000 | PRN | | SOLE | | 21,907,000 | 0 | 2,500,000 |
| AMEX FINANCIAL SELECT SPDR IDX | COM | 81369Y605 | 9,868 | 400,000 | SH | Call | SOLE | | 0 | 0 | 0 |
| AMEX FINANCIAL SELECT SPDR IDX | COM | 81369Y605 | 12,335 | 500,000 | SH | Put | SOLE | | 0 | 0 | 0 |
| APOLLO CMMRL REAL 5.5 15MAR19 | SDBCV | 03762UAA3 | 7,026 | 6,393,000 | PRN | | SOLE | | 5,695,000 | 0 | 698,000 |
| ARBOR REALTY TRU 6.5 01OCT19 | SDBCV | 038923AA6 | 16,761 | 15,750,000 | PRN | | SOLE | | 14,075,000 | 0 | 1,675,000 |
| ARRAY BIO INC 3 1JUN20 | SDBCV | 04269XAA3 | 22,249 | 16,335,000 | PRN | | SOLE | | 14,826,000 | 0 | 1,509,000 |
| ASHFORD HOSPITALITY PRIM | PFD | 044102507 | 5,527 | 277,164 | SH | | SOLE | | 248,846 | 0 | 28,318 |
| ATLANTICA YIELD PLC | COM | G0751N103 | 1,105 | 51,740 | SH | | SOLE | | 45,817 | 0 | 5,923 |
| ATLASAIRWORLDWIDE1.875 01JUN24 | SDBCV | 049164BJ4 | 42,940 | 39,250,000 | PRN | | SOLE | | 35,217,000 | 0 | 4,033,000 |
| BANK OF AMERICA CORP-CW19 | RT | 060505153 | 3,106 | 4,006,857 | SH | | SOLE | | 3,503,496 | 0 | 503,361 |
| BIOMARIN PHARMA 0.75 15OCT18 | SDBCV | 09061GAE1 | 13,357 | 12,000,000 | PRN | | SOLE | | 11,091,000 | 0 | 909,000 |
| BIOMARIN PHARMA 1.5 15OCT20 | SDBCV | 09061GAF8 | 31,204 | 26,159,000 | PRN | | SOLE | | 23,510,000 | 0 | 2,649,000 |
| BLACKROCK CAPITAL 5 15JUN22 | SDBCV | 092533AC2 | 24,539 | 23,900,000 | PRN | | SOLE | | 21,448,000 | 0 | 2,452,000 |
| BLACKSTONE 4.375 05MAY22 | SDBCV | 09257WAB6 | 23,377 | 22,877,000 | PRN | | SOLE | | 20,636,000 | 0 | 2,241,000 |
| CHENIERE ENERGY 4.25 15MAR45 | SDBCV | 16411RAG4 | 4,097 | 5,909,000 | PRN | | SOLE | | 5,247,000 | 0 | 662,000 |
| CIENA CORP 4.0 15DEC20 | SDBCV | 171779AK7 | 21,647 | 15,250,000 | PRN | | SOLE | | 13,731,000 | 0 | 1,519,000 |
| CLOVIS ONCOLOGY 2.5 15SEP21 | SDBCV | 189464AB6 | 118,981 | 70,125,000 | PRN | | SOLE | | 63,491,000 | 0 | 6,634,000 |
| COLONY FINANCIA 3.875 15JAN21 | SDBCV | 19624RAB2 | 60,775 | 59,658,000 | PRN | | SOLE | | 53,685,000 | 0 | 5,973,000 |
| COLONY FINANCIAL 5 15APR23 | SDBCV | 19624RAA4 | 29,472 | 28,035,000 | PRN | | SOLE | | 25,237,000 | 0 | 2,798,000 |
| COLONY STARWOODHOMES 3 1JUL19 | SDBCV | 85571WAB5 | 53,670 | 45,184,000 | PRN | | SOLE | | 38,030,000 | 0 | 7,154,000 |
| CONSOLIDATED-TOM 4.5 15MAR20 | SDBCV | 210226AB2 | 23,086 | 22,166,000 | PRN | | SOLE | | 19,649,000 | 0 | 2,517,000 |
| COWEN GROUP INC 3 15MAR19 | SDBCV | 223622AB7 | 18,025 | 17,500,000 | PRN | | SOLE | | 15,486,000 | 0 | 2,014,000 |
| CTRIP.COM INTL LT 1.99 01JUL25 | SDBCV | 22943FAH3 | 13,928 | 11,394,000 | PRN | | SOLE | | 7,425,000 | 0 | 3,969,000 |
| CTRIP.COM INTL LTD 1 01JUL20 | SDBCV | 22943FAF7 | 7,632 | 6,603,000 | PRN | | SOLE | | 5,940,000 | 0 | 663,000 |
| DEPOMED INC 2.5 1SEP21 | SDBCV | 249908AA2 | 16,881 | 19,150,000 | PRN | | SOLE | | 17,240,000 | 0 | 1,910,000 |
| DOUBLE EAGLE ACQUISITION COR | COM | G28195108 | 7,608 | 715,000 | SH | | SOLE | | 635,873 | 0 | 79,127 |
| EMERGENT BIOSOL 2.875 15JAN21 | SDBCV | 29089QAB1 | 41,558 | 32,141,000 | PRN | | SOLE | | 28,621,000 | 0 | 3,520,000 |
| ENDOLOGIX INC 3.25 1NOV20 | SDBCV | 29266SAB2 | 10,067 | 11,639,000 | PRN | | SOLE | | 10,247,000 | 0 | 1,392,000 |
| FINISAR CORP 0.5 15DEC33 | SDBCV | 31787AAM3 | 940 | 840,000 | PRN | | SOLE | | 756,000 | 0 | 84,000 |
| FIREEYE INC 1 1JUN35 | SDBCV | 31816QAB7 | 34,500 | 36,516,000 | PRN | | SOLE | | 32,936,000 | 0 | 3,580,000 |
| FIREEYE INC 1.625 1JUN35 | SDBCV | 31816QAD3 | 447 | 490,000 | PRN | | SOLE | | 437,000 | 0 | 53,000 |
| GENERAL MOTORS CO | COM | 37045V100 | 1,745 | 49,965 | SH | | SOLE | | 38,499 | 0 | 11,466 |
| GLOBAL PARTNER ACQUISITION C | COM | 37954X204 | 4,919 | 430,000 | SH | | SOLE | | 382,262 | 0 | 47,738 |
| GOGO INC | COM | 38046C109 | 4,476 | 388,200 | SH | | SOLE | | 294,797 | 0 | 93,403 |
| GORES HOLDINGS II INC | COM | 382867208 | 4,176 | 400,000 | SH | | SOLE | | 345,293 | 0 | 54,707 |
| GREEN PLAINS INC 3.25 01OCT18 | SDBCV | 393222AD6 | 2,156 | 1,798,000 | PRN | | SOLE | | 1,595,000 | 0 | 203,000 |
| HENNESSY CAPITAL ACQUISITION | COM | 42588L204 | 5,025 | 500,000 | SH | | SOLE | | 447,493 | 0 | 52,507 |
| HORIZON PHARMA 2.5 15MAR22 | SDBCV | 44052TAB7 | 20,448 | 23,606,000 | PRN | | SOLE | | 21,142,000 | 0 | 2,464,000 |
| ILLUMINA INC 0 15JUN19 | SDBCV | 452327AF6 | 776 | 765,000 | PRN | | SOLE | | 687,000 | 0 | 78,000 |
| INFINERA CORP 1.75 1JUN18 | SDBCV | 45667GAB9 | 5,920 | 5,500,000 | PRN | | SOLE | | 4,935,000 | 0 | 565,000 |
| INFOSYS TECH - ADR | ADR | 456788108 | 756 | 50,300 | SH | | SOLE | | 48,524 | 0 | 1,776 |
| INFOSYS TECH - ADR | ADR | 456788108 | 4,506 | 300,000 | SH | Put | SOLE | | 0 | 0 | 0 |
| INPHI CORP 1.125 1DEC20 | SDBCV | 45772FAB3 | 35,025 | 31,151,000 | PRN | | SOLE | | 28,108,000 | 0 | 3,043,000 |
| INTEL CORP 2.95 15DEC35 CV | SDBCV | 458140AD2 | 63,705 | 48,681,000 | PRN | | SOLE | | 39,568,000 | 0 | 9,113,000 |
| INTERCEPT PHAR 3.25 01JUL23 | SDBCV | 45845PAA6 | 30,269 | 30,982,000 | PRN | | SOLE | | 27,958,000 | 0 | 3,024,000 |
| IONIS PHARMACEUTIC 1 15NOV21 | SDBCV | 464337AJ3 | 50,120 | 47,080,000 | PRN | | SOLE | | 42,376,000 | 0 | 4,704,000 |
| IRONWOOD PHARMAC 2.25 15JUN22 | SDBCV | 46333XAD0 | 82,021 | 61,156,000 | PRN | | SOLE | | 54,834,000 | 0 | 6,322,000 |
| JDS UNIPHASE 0.625 15AUG33 | SDBCV | 46612JAF8 | 11,624 | 10,500,000 | PRN | | SOLE | | 9,422,000 | 0 | 1,078,000 |
| 51JOB INC-ADR | ADR | 316827104 | 2,507 | 56,050 | PRN | | SOLE | | 0 | 0 | 56,050 |
| MEDICINES 2.75 15JUL23 A | SDBCV | 584688AG0 | 32,002 | 30,460,000 | PRN | | SOLE | | 27,424,000 | 0 | 3,036,000 |
| MEDICINES COMPANY 2.5 15JAN22 | SDBCV | 584688AE5 | 35,755 | 27,450,000 | PRN | | SOLE | | 22,705,000 | 0 | 4,745,000 |
| MICROCHIP TECH 1.625 15FEB25 | SDBCV | 595017AD6 | 7,519 | 5,000,000 | PRN | | SOLE | | 3,710,000 | 0 | 1,290,000 |
| MICRON TECHN 3.125 01MAY32 A | SDBCV | 595112AX1 | 104,198 | 34,277,000 | PRN | | SOLE | | 30,229,000 | 0 | 4,048,000 |
| MICRON TECHNOLOGY 3 15NOV43 | SDBCV | 595112AY9 | 461 | 409,000 | PRN | | SOLE | | 386,000 | 0 | 23,000 |
| NASDAQ-100 | COM | 73935A104 | 1,101 | 8,000 | SH | | SOLE | | 7,718 | 0 | 282 |
| NASDAQ-100 | COM | 73935A104 | 27,528 | 200,000 | SH | Put | SOLE | | 0 | 0 | 0 |
| NEVRO CORP 1.75 01JUN21 | SDBCV | 64157FAA1 | 12,403 | 11,545,000 | PRN | | SOLE | | 10,391,000 | 0 | 1,154,000 |
| NEW MOUNTAIN FINANC 5 15JUN19 | SDBCV | 647551AB6 | 2,155 | 2,073,000 | PRN | | SOLE | | 1,764,000 | 0 | 309,000 |
| NEWPARK RESOURCES INC | COM | 651718504 | 368 | 50,000 | SH | | SOLE | | 42,669 | 0 | 7,331 |
| OASIS PETROLE 2.625 15SEP23 | SDBCV | 674215AJ7 | 22,617 | 23,018,000 | PRN | | SOLE | | 18,089,000 | 0 | 4,929,000 |
| ON SEMICONDUCTOR 1 1DEC20 | SDBCV | 682189AK1 | 85 | 82,000 | PRN | | SOLE | | 74,000 | 0 | 8,000 |
| PDL BIOPHARMA 2.75 01DEC21 | SDBCV | 69329YAG9 | 8,152 | 9,000,000 | PRN | | SOLE | | 8,163,000 | 0 | 837,000 |
| PENGROWTH ENERGY CORP | COM | 70706P104 | 175 | 222,100 | SH | | SOLE | | 197,603 | 0 | 24,497 |
| PROSPECT CAPITAL 4.95 15JUL22 | SDBCV | 74348TAR3 | 32,954 | 33,122,000 | PRN | | SOLE | | 28,948,000 | 0 | 4,174,000 |
| PROSPECT CAPITAL CORP | SDBCV | 74348TAQ5 | 2,508 | 2,500,000 | PRN | | SOLE | | 2,185,000 | 0 | 315,000 |
| QUIDEL CORP 3.25 15DEC20 | SDBCV | 74838JAA9 | 6,826 | 6,134,000 | PRN | | SOLE | | 5,535,000 | 0 | 599,000 |
| RENEWABLE ENERGY 4 15JUN36 | SDBCV | 75972AAC7 | 22,785 | 16,750,000 | PRN | | SOLE | | 14,904,000 | 0 | 1,846,000 |
| REPLIGEN CORP 2.125 01JUN21 | SDBCV | 759916AA7 | 14,875 | 10,327,000 | PRN | | SOLE | | 8,302,000 | 0 | 2,025,000 |
| RWT HOLDINGS 5.625 15NOV19 | SDBCV | 749772AB5 | 2,199 | 2,095,000 | PRN | | SOLE | | 1,890,000 | 0 | 205,000 |
| SABAN CAPITAL ACQUISITION CO | COM | 78516C205 | 1,611 | 150,000 | SH | | SOLE | | 125,962 | 0 | 24,038 |
| SEACOR HOLDINGS 3 15NOV28 | SDBCV | 81170YAB5 | 18,829 | 22,242,000 | PRN | | SOLE | | 20,024,000 | 0 | 2,218,000 |
| SINA CORP 1 01DEC18 | SDBCV | 82922RAD5 | 4,521 | 4,335,000 | PRN | | SOLE | | 4,085,000 | 0 | 250,000 |
| SPDR S&P MORTGAGE FINANCE ETF | COM | 78464A698 | 5,495 | 100,000 | SH | Put | SOLE | | 0 | 0 | 0 |
| SPDR S&P500 ETF TRUST | COM | 78462F103 | 12,864 | 53,200 | SH | | SOLE | | 47,737 | 0 | 5,463 |
| SPIRIT REALTY 2.875 15MAY19 | SDBCV | 84860WAA0 | 18,358 | 18,491,000 | PRN | | SOLE | | 16,590,000 | 0 | 1,901,000 |
| STARWOOD WAYPOINT 4.5 15OCT17 | SDBCV | 85571WAD1 | 33 | 28,000 | PRN | | SOLE | | 24,000 | 0 | 4,000 |
| STRWOODPRPRTYTRST4.375 01APR23 | SDBCV | 85571BAH8 | 23,699 | 23,367,000 | PRN | | SOLE | | 21,127,000 | 0 | 2,240,000 |
| SUCAMPO PHAR 3.25 15DEC21 144A | SDBCV | 864909AA4 | 29,574 | 30,205,000 | PRN | | SOLE | | 27,195,000 | 0 | 3,010,000 |
| SUNPOWER CORP .75 1JUN18 | SDBCV | 867652AG4 | 144 | 150,000 | PRN | | SOLE | | 127,000 | 0 | 23,000 |
| SUNPOWER CORP 4 15JAN23 | SDBCV | 867652AL3 | 18,958 | 21,899,000 | PRN | | SOLE | | 19,458,000 | 0 | 2,441,000 |
| TERRAFORM GLOBAL INC - CL A | COM | 88104M101 | 17,765 | 3,517,837 | SH | | SOLE | | 3,132,901 | 0 | 384,936 |
| TESLA INC 2.375 15MAR22 | SDBCV | 88160RAD3 | 35,568 | 28,250,000 | PRN | | SOLE | | 25,428,000 | 0 | 2,822,000 |
| TESLA MOTORS INC 1.25 1MAR21 | SDBCV | 88160RAC5 | 67,565 | 58,341,000 | PRN | | SOLE | | 53,456,000 | 0 | 4,885,000 |
| THERAVANCE BIOPHA 3.25 01NOV23 | SDBCV | 88339KAA0 | 89,867 | 66,457,000 | PRN | | SOLE | | 59,843,000 | 0 | 6,614,000 |
| TIMKENSTEEL 6 1JUN21 | SDBCV | 887399AA1 | 56,499 | 37,585,000 | PRN | | SOLE | | 33,444,000 | 0 | 4,141,000 |
| TPG PACE ENERGY HOLDINGS COR | COM | 872656202 | 18,270 | 1,750,000 | SH | | SOLE | | 1,548,726 | 0 | 201,274 |
| TPG PACE HOLDINGS CORP | COM | G89827102 | 6,669 | 650,000 | SH | | SOLE | | 584,453 | 0 | 65,547 |
| TRINITY BIOTECH LP 4.00 1APR45 | SDBCV | 89643QAB4 | 9,010 | 11,040,000 | PRN | | SOLE | | 9,887,000 | 0 | 1,153,000 |
| TRULIA LLC 2.75 15 DEC 20 | SDBCV | 897888AB9 | 4,527 | 2,173,000 | PRN | | SOLE | | 1,859,000 | 0 | 314,000 |
| TWITTER INC 0.25 15SEP19 | SDBCV | 90184LAB8 | 83,375 | 88,214,000 | PRN | | SOLE | | 79,175,000 | 0 | 9,039,000 |
| TWITTER INC 1 15SEP21 | SDBCV | 90184LAD4 | 4,339 | 4,727,000 | PRN | | SOLE | | 4,370,000 | 0 | 357,000 |
| VECTOR GROUP LTD 1.75 15APR20 | SDBCV | 92240MBC1 | 54,954 | 47,603,000 | PRN | | SOLE | | 42,856,000 | 0 | 4,747,000 |
| VIPSHOP HLDG LTD 1.5 15MAR19 | SDBCV | 92763WAA1 | 19,606 | 19,842,000 | PRN | | SOLE | | 17,904,000 | 0 | 1,938,000 |
| WHITING PETROLEUM 1.25 1APR20 | SDBCV | 966387AL6 | 43,800 | 51,670,000 | PRN | | SOLE | | 45,943,000 | 0 | 5,727,000 |
| WORKDAY INC 1.5 15JUL20 | SDBCV | 98138HAD3 | 12,498 | 9,390,000 | PRN | | SOLE | | 8,459,000 | 0 | 931,000 |
| WRIGHT MEDICAL 2.25 15NOV21 A | SDBCV | 98236JAB4 | 27,805 | 19,650,000 | PRN | | SOLE | | 17,725,000 | 0 | 1,925,000 |
| YAHOO INC 0 1DEC18 | SDBCV | 984332AF3 | 34,348 | 30,262,000 | PRN | | SOLE | | 22,038,000 | 0 | 8,224,000 |
