| 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 | 57,224 | 38,761,000 | PRN | | SOLE | | 36,106,000 | 0 | 2,655,000 |
| 51JOB INC | COM | 316827104 | 534 | 8,818 | SH | | SOLE | | 0 | 0 | 8,818 |
| ADVANCED MICRO 2.125 01SEP26 | SDBCV | 007903BD8 | 119,717 | 67,541,000 | PRN | | SOLE | | 63,163,000 | 0 | 4,378,000 |
| AK STEEL CORP 5 15NOV19 | SDBCV | 001546AP5 | 6,440 | 4,787,000 | PRN | | SOLE | | 4,477,000 | 0 | 310,000 |
| ALLEGHENY TECHN 4.75 01JUL22 | SDBCV | 01741RAG7 | 115,943 | 63,199,000 | PRN | | SOLE | | 59,103,000 | 0 | 4,096,000 |
| ALTABA INC | COM | 021346101 | 30,323 | 457,769 | SH | | SOLE | | 457,769 | 0 | 0 |
| ALTRIA GROUP INC | COM | 02209S103 | 6,152 | 97,000 | SH | Call | SOLE | | 0 | 0 | 0 |
| AMEX FINANCIAL SELECT SPDR IDX | COM | 81369Y605 | 10,344 | 400,000 | SH | Call | SOLE | | 0 | 0 | 0 |
| APOLLO CRLREALEST 4.75 23AUG22 | SDBCV | 03762UAB1 | 94,753 | 93,117,000 | PRN | | SOLE | | 87,260,000 | 0 | 5,857,000 |
| ARBOR REALTY TRU 6.5 01OCT19 | SDBCV | 038923AA6 | 15,421 | 14,407,000 | PRN | | SOLE | | 13,408,000 | 0 | 999,000 |
| ARRAY BIO INC 3 1JUN20 | SDBCV | 04269XAA3 | 6,933 | 3,835,000 | PRN | | SOLE | | 3,597,000 | 0 | 238,000 |
| ASHFORD HOSPITALITY PRIM | PFD | 044102507 | 5,603 | 276,663 | SH | | SOLE | | 255,846 | 0 | 20,817 |
| ATLANTICA YIELD PLC | COM | G0751N103 | 979 | 49,661 | SH | | SOLE | | 45,817 | 0 | 3,844 |
| ATLASAIRWORLDWIDE1.875 01JUN24 | SDBCV | 049164BJ4 | 73,012 | 57,235,000 | PRN | | SOLE | | 53,521,000 | 0 | 3,714,000 |
| BANK OF AMERICA CORP-CW19 | RT | 060505153 | 3,045 | 3,871,900 | SH | | SOLE | | 3,503,496 | 0 | 368,404 |
| BIOMARIN PHARMA 0.599 01AUG24 | SDBCV | 09061GAH4 | 39,095 | 38,500,000 | PRN | | SOLE | | 36,114,000 | 0 | 2,386,000 |
| BLACKROCK CAPITAL 5 15JUN22 | SDBCV | 092533AC2 | 14,122 | 13,455,000 | PRN | | SOLE | | 12,623,000 | 0 | 832,000 |
| BLACKSTONE 4.375 05MAY22 | SDBCV | 09257WAB6 | 53,844 | 53,383,000 | PRN | | SOLE | | 49,919,000 | 0 | 3,464,000 |
| CHENIERE ENERGY 4.25 15MAR45 | SDBCV | 16411RAG4 | 3,990 | 5,743,000 | PRN | | SOLE | | 5,247,000 | 0 | 496,000 |
| CIENA CORP 4.0 15DEC20 | SDBCV | 171779AK7 | 13,631 | 10,250,000 | PRN | | SOLE | | 9,588,000 | 0 | 662,000 |
| CLOVIS ONCOLOGY 2.5 15SEP21 | SDBCV | 189464AB6 | 107,321 | 69,346,000 | PRN | | SOLE | | 63,037,000 | 0 | 6,309,000 |
| COLONY FINANCIA 3.875 15JAN21 | SDBCV | 19624RAB2 | 48,091 | 47,658,000 | PRN | | SOLE | | 44,720,000 | 0 | 2,938,000 |
| COLONY FINANCIAL 5 15APR23 | SDBCV | 19624RAA4 | 27,266 | 26,535,000 | PRN | | SOLE | | 24,624,000 | 0 | 1,911,000 |
| COLONY STARWOODHOMES 3 1JUL19 | SDBCV | 85571WAB5 | 63,625 | 51,589,000 | PRN | | SOLE | | 47,233,000 | 0 | 4,356,000 |
| CONSOLIDATED-TOM 4.5 15MAR20 | SDBCV | 210226AB2 | 22,971 | 21,564,000 | PRN | | SOLE | | 19,649,000 | 0 | 1,915,000 |
| COWEN GROUP INC 3 15MAR19 | SDBCV | 223622AB7 | 18,388 | 17,500,000 | PRN | | SOLE | | 15,991,000 | 0 | 1,509,000 |
| CTRIP.COM INT LTD 1.25 15SEP22 | SDBCV | 22943FAM2 | 36,319 | 33,648,000 | PRN | | SOLE | | 31,467,000 | 0 | 2,181,000 |
| CTRIP.COM INTL LT 1.99 01JUL25 | SDBCV | 22943FAH3 | 27,923 | 23,001,000 | PRN | | SOLE | | 19,459,000 | 0 | 3,542,000 |
| DISH NETWORK COR 3.375 15AUG26 | SDBCV | 25470MAB5 | 68,405 | 61,076,000 | PRN | | SOLE | | 54,200,000 | 0 | 6,876,000 |
| DOUBLE EAGLE ACQUISITI-CW | RT | G28195116 | 486 | 694,148 | SH | | SOLE | | 635,873 | 0 | 58,275 |
| DOUBLE EAGLE ACQUISITION-A | COM | G28195124 | 4,990 | 494,148 | SH | | SOLE | | 462,124 | 0 | 32,024 |
| ELECTRONICS FOR 0.75 01SEP19 | SDBCV | 286082AC6 | 3,876 | 3,720,000 | PRN | | SOLE | | 3,479,000 | 0 | 241,000 |
| ENDOLOGIX INC 3.25 1NOV20 | SDBCV | 29266SAB2 | 8,121 | 9,448,000 | PRN | | SOLE | | 8,861,000 | 0 | 587,000 |
| FIREEYE INC 1 1JUN35 | SDBCV | 31816QAB7 | 30,478 | 32,148,000 | PRN | | SOLE | | 30,163,000 | 0 | 1,985,000 |
| GENERAL MOTORS CO | COM | 37045V100 | 1,940 | 48,038 | SH | | SOLE | | 38,499 | 0 | 9,539 |
| GLOBAL PARTNER ACQUISIT-CW20 | RT | 37954X113 | 256 | 321,436 | SH | | SOLE | | 297,579 | 0 | 23,857 |
| GORES HOLDINGS II INC - A | COM | 382867109 | 3,669 | 367,971 | SH | | SOLE | | 345,293 | 0 | 22,678 |
| GORES HOLDINGS II INC - CW22 | RT | 382867117 | 188 | 128,007 | SH | | SOLE | | 115,097 | 0 | 12,910 |
| GREEN PLAINS INC 3.25 01OCT18 | SDBCV | 393222AD6 | 2,057 | 1,744,000 | PRN | | SOLE | | 1,595,000 | 0 | 149,000 |
| GREEN PLAINS INC 4.125 01SEP22 | SDBCV | 393222AF1 | 41,705 | 40,802,000 | PRN | | SOLE | | 38,251,000 | 0 | 2,551,000 |
| HANNON ARMSTRONG 4.125 01SEP22 | SDBCV | 41068XAB6 | 22,229 | 21,500,000 | PRN | | SOLE | | 20,067,000 | 0 | 1,433,000 |
| HENNESSY CAPITAL ACQUIS-CW22 | RT | 42588L113 | 292 | 364,106 | SH | | SOLE | | 335,619 | 0 | 28,487 |
| HENNESSY CAPITAL ACQUISITION | COM | 42588L105 | 4,787 | 485,476 | SH | | SOLE | | 447,493 | 0 | 37,983 |
| HORIZON PHARMA 2.5 15MAR22 | SDBCV | 44052TAB7 | 21,403 | 23,606,000 | PRN | | SOLE | | 22,069,000 | 0 | 1,537,000 |
| IAC/INTERACTIVECORP | COM | 44919P508 | 6,949 | 59,100 | SH | | SOLE | | 54,812 | 0 | 4,288 |
| ILLUMINA INC 0 15JUN19 | SDBCV | 452327AF6 | 2,400 | 2,265,000 | PRN | | SOLE | | 2,118,000 | 0 | 147,000 |
| INFINERA CORP 1.75 1JUN18 | SDBCV | 45667GAB9 | 2,998 | 2,925,000 | PRN | | SOLE | | 2,708,000 | 0 | 217,000 |
| INFOSYS TECH - ADR | ADR | 456788108 | 4,183 | 286,700 | SH | Put | SOLE | | 0 | 0 | 0 |
| INFOSYS TECH - ADR | ADR | 456788108 | 708 | 48,524 | SH | | SOLE | | 48,524 | 0 | 0 |
| INPHI CORP 1.125 1DEC20 | SDBCV | 45772FAB3 | 44,263 | 36,252,000 | PRN | | SOLE | | 33,669,000 | 0 | 2,583,000 |
| INTEL CORP 2.95 15DEC35 CV | SDBCV | 458140AD2 | 98,209 | 68,978,000 | PRN | | SOLE | | 62,211,000 | 0 | 6,767,000 |
| IONIS PHARMACEUTIC 1 15NOV21 | SDBCV | 464337AJ3 | 36,562 | 34,494,000 | PRN | | SOLE | | 32,359,000 | 0 | 2,135,000 |
| IPATH S&P 500 VIX S/T FU ETN | COM | 06746L422 | 3,919 | 100,000 | SH | Put | SOLE | | 0 | 0 | 0 |
| IRONWOOD PHARMAC 2.25 15JUN22 | SDBCV | 46333XAD0 | 99,022 | 83,156,000 | PRN | | SOLE | | 77,759,000 | 0 | 5,397,000 |
| JDS UNIPHASE 0.625 15AUG33 | SDBCV | 46612JAF8 | 5,775 | 5,500,000 | PRN | | SOLE | | 5,123,000 | 0 | 377,000 |
| KADMON HOLDINGS INC | COM | 48283N106 | 3,350 | 1,000,000 | SH | | SOLE | | 931,200 | 0 | 68,800 |
| LAYNE CHRISTENSEN 8 1MAY19 A | SDBCV | 521050AD6 | 18,895 | 15,180,000 | PRN | | SOLE | | 14,198,000 | 0 | 982,000 |
| LAYNE CHRISTENSEN 4.25 15NOV18 | SDBCV | 521050AB0 | 6,537 | 6,685,000 | PRN | | SOLE | | 6,251,000 | 0 | 434,000 |
| LIBERTY INT 1.75 30SEP46 144A | SDBCV | 530610AD6 | 4,456 | 3,747,000 | PRN | | SOLE | | 3,486,000 | 0 | 261,000 |
| LIBERTY MEDIACORP 2.25 30SEP46 | SDBCV | 531229AE2 | 2,575 | 2,417,000 | PRN | | SOLE | | 2,187,000 | 0 | 230,000 |
| MARRIOTT VAC 1.5 15SEP22 144A | SDBCV | 57164YAA5 | 9,996 | 9,531,000 | PRN | | SOLE | | 8,941,000 | 0 | 590,000 |
| MARRIOTT VACATIONS WORLD W/I | COM | 57164Y107 | 2,429 | 19,500 | SH | | SOLE | | 17,930 | 0 | 1,570 |
| MEDICINES 2.75 15JUL23 A | SDBCV | 584688AG0 | 15,426 | 14,665,000 | PRN | | SOLE | | 13,754,000 | 0 | 911,000 |
| MEDICINES COMPANY 2.5 15JAN22 | SDBCV | 584688AE5 | 30,255 | 23,915,000 | PRN | | SOLE | | 21,165,000 | 0 | 2,750,000 |
| MICROCHIP TECH 1.625 15FEB25 | SDBCV | 595017AD6 | 1,747 | 1,000,000 | PRN | | SOLE | | 962,000 | 0 | 38,000 |
| MICRON TECH 1.625 15FEB33 | SDBCV | 595112AU7 | 70,670 | 20,000,000 | PRN | | SOLE | | 18,358,000 | 0 | 1,642,000 |
| MICRON TECHN 3.125 01MAY32 A | SDBCV | 595112AX1 | 15,070 | 3,797,000 | PRN | | SOLE | | 2,474,000 | 0 | 1,323,000 |
| NEVRO CORP 1.75 01JUN21 | SDBCV | 64157FAA1 | 13,726 | 11,545,000 | PRN | | SOLE | | 10,754,000 | 0 | 791,000 |
| NEXTERA ENERGY PARTNERS LP | COM | 65341B106 | 8,002 | 198,600 | SH | | SOLE | | 184,188 | 0 | 14,412 |
| NUVASIVE INC 2.25 15MAR21 | SDBCV | 670704AG0 | 18,284 | 16,000,000 | PRN | | SOLE | | 14,962,000 | 0 | 1,038,000 |
| OASIS PETROLE 2.625 15SEP23 | SDBCV | 674215AJ7 | 13,090 | 12,173,000 | PRN | | SOLE | | 9,873,000 | 0 | 2,300,000 |
| ON SEMICONDUCTOR 1 1DEC20 | SDBCV | 682189AK1 | 95 | 80,000 | PRN | | SOLE | | 74,000 | 0 | 6,000 |
| PDL BIOPHARMA 2.75 01DEC21 | SDBCV | 69329YAG9 | 25,190 | 23,210,000 | PRN | | SOLE | | 21,777,000 | 0 | 1,433,000 |
| PROS HOLDINGS INC 2.0 01DEC19 | SDBCV | 74346YAB9 | 2,545 | 2,500,000 | PRN | | SOLE | | 2,328,000 | 0 | 172,000 |
| PROSPECT CAPITAL 4.95 15JUL22 | SDBCV | 74348TAR3 | 32,329 | 32,362,000 | PRN | | SOLE | | 30,145,000 | 0 | 2,217,000 |
| QIAGEN N.V. | COM | N72482123 | 12,501 | 396,860 | SH | | SOLE | | 369,231 | 0 | 27,629 |
| QUIDEL CORP 3.25 15DEC20 | SDBCV | 74838JAA9 | 9,087 | 5,994,000 | PRN | | SOLE | | 5,581,000 | 0 | 413,000 |
| RADIUS HEALTH INC 3 1SEP24 | SDBCV | 750469AA6 | 22,618 | 22,500,000 | PRN | | SOLE | | 20,819,000 | 0 | 1,681,000 |
| RAYONIER ADVANCED MATERIALS | COM | 75508B104 | 3,069 | 224,079 | SH | | SOLE | | 206,021 | 0 | 18,058 |
| REDWOOD TRUST 4.625 15APR18 | SDBCV | 758075AB1 | 6,574 | 6,504,000 | PRN | | SOLE | | 6,083,000 | 0 | 421,000 |
| REDWOOD TRUST INC 4.75 15AUG23 | SDBCV | 758075AC9 | 36,863 | 37,000,000 | PRN | | SOLE | | 34,608,000 | 0 | 2,392,000 |
| RENEWABLE ENERGY 4 15JUN36 | SDBCV | 75972AAC7 | 28,617 | 21,850,000 | PRN | | SOLE | | 20,490,000 | 0 | 1,360,000 |
| REPLIGEN CORP 2.125 01JUN21 | SDBCV | 759916AA7 | 11,418 | 8,448,000 | PRN | | SOLE | | 7,431,000 | 0 | 1,017,000 |
| RESOURCE CAPITAL 4.5 15AUG22 | SDBCV | 76120WAC8 | 4,148 | 4,000,000 | PRN | | SOLE | | 3,726,000 | 0 | 274,000 |
| RWT HOLDINGS 5.625 15NOV19 | SDBCV | 749772AB5 | 6,543 | 6,310,000 | PRN | | SOLE | | 5,878,000 | 0 | 432,000 |
| SABAN CAPITAL ACQ-CW21 | RT | 78516C114 | 88 | 71,795 | SH | | SOLE | | 62,981 | 0 | 8,814 |
| SABAN CAPITAL ACQUISITION-A | COM | 78516C106 | 1,444 | 143,590 | SH | | SOLE | | 125,962 | 0 | 17,628 |
| SEACOR HOLDINGS 3 15NOV28 | SDBCV | 81170YAB5 | 23,199 | 25,843,000 | PRN | | SOLE | | 24,101,000 | 0 | 1,742,000 |
| SOUTHWESTERN ENERGY CO | COM | 845467109 | 2,444 | 400,000 | SH | | SOLE | | 372,550 | 0 | 27,450 |
| SPDR S&P500 ETF TRUST | COM | 78462F103 | 25,123 | 100,000 | SH | Put | SOLE | | 0 | 0 | 0 |
| SPDR S&P500 ETF TRUST | COM | 78462F103 | 3,767 | 14,996 | SH | | SOLE | | 14,996 | 0 | 0 |
| SPIRIT REALTY 2.875 15MAY19 | SDBCV | 84860WAA0 | 17,543 | 17,477,000 | PRN | | SOLE | | 16,392,000 | 0 | 1,085,000 |
| STARWOOD WAYPOINT 4.5 15OCT17 | SDBCV | 85571WAD1 | 34 | 27,000 | PRN | | SOLE | | 24,000 | 0 | 3,000 |
| STRWOODPRPRTYTRST4.375 01APR23 | SDBCV | 85571BAH8 | 12,692 | 12,513,000 | PRN | | SOLE | | 11,739,000 | 0 | 774,000 |
| SUCAMPO PHAR 3.25 15DEC21 144A | SDBCV | 864909AA4 | 33,765 | 32,639,000 | PRN | | SOLE | | 30,612,000 | 0 | 2,027,000 |
| SUNPOWER CORP .75 1JUN18 | SDBCV | 867652AG4 | 138 | 144,000 | PRN | | SOLE | | 127,000 | 0 | 17,000 |
| SUNPOWER CORP 4 15JAN23 | SDBCV | 867652AL3 | 17,528 | 21,257,000 | PRN | | SOLE | | 19,458,000 | 0 | 1,799,000 |
| TCP CAPITAL CORP 4.625 1MAR22 | SDBCV | 87238QAD5 | 8,606 | 8,301,000 | PRN | | SOLE | | 7,597,000 | 0 | 704,000 |
| TERRAFORM GLOBAL INC - CL A | COM | 88104M101 | 11,909 | 2,507,137 | SH | | SOLE | | 2,296,073 | 0 | 211,064 |
| TESLA INC 2.375 15MAR22 | SDBCV | 88160RAD3 | 108,127 | 87,951,000 | PRN | | SOLE | | 82,242,000 | 0 | 5,709,000 |
| TESLA MOTORS INC 1.25 1MAR21 | SDBCV | 88160RAC5 | 51,391 | 45,586,000 | PRN | | SOLE | | 42,631,000 | 0 | 2,955,000 |
| THERAVANCE 2.125 15JAN23 | SDBCV | 88338TAB0 | 32,969 | 33,745,000 | PRN | | SOLE | | 31,558,000 | 0 | 2,187,000 |
| THERAVANCE BIOPHA 3.25 01NOV23 | SDBCV | 88339KAA0 | 88,374 | 71,957,000 | PRN | | SOLE | | 67,562,000 | 0 | 4,395,000 |
| TIMKENSTEEL 6 1JUN21 | SDBCV | 887399AA1 | 45,974 | 29,085,000 | PRN | | SOLE | | 26,816,000 | 0 | 2,269,000 |
| TPG PACE ENERGY HOLD WNTS | RT | 872656111 | 771 | 564,814 | SH | | SOLE | | 516,241 | 0 | 48,573 |
| TPG PACE ENERGY HOLDINGS - A | COM | 872656103 | 16,043 | 1,650,443 | SH | | SOLE | | 1,548,726 | 0 | 101,717 |
| TPG PACE HOLDINGS CORP-CL A | COM | G89827128 | 6,246 | 632,582 | SH | | SOLE | | 584,453 | 0 | 48,129 |
| TPG PACE HOLDINGS CORP-CW | RT | G89827110 | 338 | 210,860 | SH | | SOLE | | 194,817 | 0 | 16,043 |
| TRINITY BIOTECH LP 4.00 1APR45 | SDBCV | 89643QAB4 | 8,890 | 11,040,000 | PRN | | SOLE | | 10,137,000 | 0 | 903,000 |
| TRULIA LLC 2.75 15 DEC 20 | SDBCV | 897888AB9 | 3,599 | 2,053,000 | PRN | | SOLE | | 1,859,000 | 0 | 194,000 |
| TWITTER INC 0.25 15SEP19 | SDBCV | 90184LAB8 | 64,747 | 68,329,000 | PRN | | SOLE | | 64,094,000 | 0 | 4,235,000 |
| VECTOR GROUP LTD 1.75 15APR20 | SDBCV | 92240MBC1 | 53,556 | 46,773,000 | PRN | | SOLE | | 43,890,000 | 0 | 2,883,000 |
| WAYFAIR INC 0.375 01SEP22 | SDBCV | 94419LAA9 | 51,916 | 53,600,000 | PRN | | SOLE | | 50,272,000 | 0 | 3,328,000 |
| WHITING PETROLEUM 1.25 1APR20 | SDBCV | 966387AL6 | 46,189 | 51,670,000 | PRN | | SOLE | | 47,936,000 | 0 | 3,734,000 |
| WHITING PETROLEUM CORP | COM | 966387102 | 3,784 | 693,104 | SH | | SOLE | | 643,016 | 0 | 50,088 |
| WRIGHT MEDICAL 2.25 15NOV21 A | SDBCV | 98236JAB4 | 15,710 | 11,650,000 | PRN | | SOLE | | 10,927,000 | 0 | 723,000 |
| YAHOO INC 0 1DEC18 | SDBCV | 984332AF3 | 82,162 | 63,208,000 | PRN | | SOLE | | 56,205,000 | 0 | 7,003,000 |
