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 |
VECTOR GROUP LTD 1.75 15APR20 | SDBCV | 92240MBC1 | 54,177 | 46,773,000 | PRN | | SOLE | | 43,890,000 | 0 | 2,883,000 |
51JOB INC 3.25 15APR19 | SDBCV | 316827AC8 | 46,194 | 31,311,000 | PRN | | SOLE | | 28,404,000 | 0 | 2,907,000 |
ADVANCED MICRO 2.125 01SEP26 | SDBCV | 007903BD8 | 115,782 | 77,087,000 | PRN | | SOLE | | 70,343,000 | 0 | 6,744,000 |
AEROJET 2.25 15DEC23 OTC | SDBCV | 007800AB1 | 117,443 | 85,073,000 | PRN | | SOLE | | 85,073,000 | 0 | 0 |
ALLEGHENY TECHN 4.75 01JUL22 | SDBCV | 01741RAG7 | 109,267 | 58,993,000 | PRN | | SOLE | | 53,421,000 | 0 | 5,572,000 |
ALTABA INC | COM | 021346101 | 24,855 | 355,841 | SH | | SOLE | | 355,841 | 0 | 0 |
APOLLO CRLREALEST 4.75 23AUG22 | SDBCV | 03762UAB1 | 158,764 | 156,560,000 | PRN | | SOLE | | 142,024,000 | 0 | 14,536,000 |
ARBOR REALTY TRU 6.5 01OCT19 | SDBCV | 038923AA6 | 17,752 | 16,407,000 | PRN | | SOLE | | 14,857,000 | 0 | 1,550,000 |
ARBORREALTYTRUST 5.375 15NOV20 | SDBCV | 038923AB4 | 37,654 | 37,000,000 | PRN | | SOLE | | 33,504,000 | 0 | 3,496,000 |
ARRAY BIO 2.625 1DEC24 144A | SDBCV | 04269XAB1 | 7,957 | 7,035,000 | PRN | | SOLE | | 6,369,000 | 0 | 666,000 |
ASHFORD HOSPITALITY PRIM | PFD | 044102507 | 5,530 | 276,663 | SH | | SOLE | | 255,846 | 0 | 20,817 |
ATLANTICA YIELD PLC | COM | G0751N103 | 1,054 | 49,661 | SH | | SOLE | | 45,817 | 0 | 3,844 |
ATLASAIRWORLDWIDE1.875 01JUN24 | SDBCV | 049164BJ4 | 76,009 | 64,235,000 | PRN | | SOLE | | 58,619,000 | 0 | 5,616,000 |
BANK OF AMERICA CORP | COM | 060505104 | 51,073 | 1,730,100 | SH | | SOLE | | 1,730,100 | 0 | 0 |
BIOMARIN PHARMA 0.599 01AUG24 | SDBCV | 09061GAH4 | 3,992 | 4,000,000 | PRN | | SOLE | | 3,679,000 | 0 | 321,000 |
BLACKROCK CAPITAL 5 15JUN22 | SDBCV | 092533AC2 | 9,864 | 9,490,000 | PRN | | SOLE | | 8,662,000 | 0 | 828,000 |
BLACKSTONE 4.375 05MAY22 | SDBCV | 09257WAB6 | 51,389 | 50,572,000 | PRN | | SOLE | | 46,055,000 | 0 | 4,517,000 |
BRISTOW GROUP INC 4.5 6JUM23 | SDBCV | 110394AF0 | 7,722 | 7,000,000 | PRN | | SOLE | | 6,408,000 | 0 | 592,000 |
CHENIERE ENERGY 4.25 15MAR45 | SDBCV | 16411RAG4 | 4,073 | 5,716,000 | PRN | | SOLE | | 5,216,000 | 0 | 500,000 |
CIENA CORP 4.0 15DEC20 | SDBCV | 171779AK7 | 10,789 | 8,250,000 | PRN | | SOLE | | 7,588,000 | 0 | 662,000 |
CISION LTD CW22 | RT | G1992S117 | 454 | 172,107 | SH | | SOLE | | 172,107 | 0 | 0 |
CLEVELAND CLIFFS 1.50 15JAN25 | SDBCV | 185899AA9 | 16,443 | 15,000,000 | PRN | | SOLE | | 13,579,000 | 0 | 1,421,000 |
CLOVIS ONCOLOGY 2.5 15SEP21 | SDBCV | 189464AB6 | 114,699 | 84,846,000 | PRN | | SOLE | | 74,162,000 | 0 | 10,684,000 |
COLONY FINANCIA 3.875 15JAN21 | SDBCV | 19624RAB2 | 55,007 | 55,194,000 | PRN | | SOLE | | 50,346,000 | 0 | 4,848,000 |
COLONY FINANCIAL 5 15APR23 | SDBCV | 19624RAA4 | 15,232 | 14,765,000 | PRN | | SOLE | | 13,474,000 | 0 | 1,291,000 |
CONSOLIDATED TOM 4.5 15MAR20 | SDBCV | 210226AB2 | 23,838 | 21,564,000 | PRN | | SOLE | | 19,649,000 | 0 | 1,915,000 |
CTRIP.COM INT LTD 1.25 15SEP22 | SDBCV | 22943FAM2 | 36,924 | 36,062,000 | PRN | | SOLE | | 33,164,000 | 0 | 2,898,000 |
CTRIP.COM INTL LT 1.99 01JUL25 | SDBCV | 22943FAH3 | 33,254 | 29,704,000 | PRN | | SOLE | | 24,339,000 | 0 | 5,365,000 |
CTRIP.COM INTL LTD 1 01JUL20 | SDBCV | 22943FAF7 | 9,085 | 8,618,000 | PRN | | SOLE | | 7,804,000 | 0 | 814,000 |
DISH NETWORK COR 3.375 15AUG26 | SDBCV | 25470MAB5 | 92,923 | 85,310,000 | PRN | | SOLE | | 72,521,000 | 0 | 12,789,000 |
DOUBLE EAGLE ACQUISITI CW | RT | 971375118 | 996 | 694,148 | SH | | SOLE | | 635,873 | 0 | 58,275 |
ENDOLOGIX INC 3.25 1NOV20 | SDBCV | 29266SAB2 | 5,363 | 5,948,000 | PRN | | SOLE | | 5,391,000 | 0 | 557,000 |
EVERBRIDGE INC 1.5 1NOV22 | SDBCV | 29978AAA2 | 26,322 | 23,700,000 | PRN | | SOLE | | 21,627,000 | 0 | 2,073,000 |
EVOLENT HEAL 2 01DEC21 | SDBCV | 30050BAB7 | 13,024 | 13,875,000 | PRN | | SOLE | | 12,701,000 | 0 | 1,174,000 |
FINISAR CORP 0.5 15DEC36 | SDBCV | 31787AAP6 | 8,016 | 8,600,000 | PRN | | SOLE | | 7,787,000 | 0 | 813,000 |
FINISAR CORP 0.5 15DEC33 | SDBCV | 31787AAM3 | 5,035 | 5,000,000 | PRN | | SOLE | | 4,564,000 | 0 | 436,000 |
FIREEYE INC 1 1JUN35 | SDBCV | 31816QAB7 | 51,345 | 54,648,000 | PRN | | SOLE | | 49,870,000 | 0 | 4,778,000 |
GENERAL MOTORS CO | COM | 37045V100 | 1,969 | 48,038 | SH | | SOLE | | 38,499 | 0 | 9,539 |
GLOBAL PARTNER ACQUISIT CW20 | RT | 37954X113 | 334 | 321,436 | SH | | SOLE | | 297,579 | 0 | 23,857 |
GOLDMAN SACHS BDC 4.5 01APR22 | SDBCV | 38147UAB3 | 27,421 | 26,470,000 | PRN | | SOLE | | 24,919,000 | 0 | 1,551,000 |
GORES HOLDINGS II INC A | COM | 382867109 | 3,657 | 367,971 | SH | | SOLE | | 345,293 | 0 | 22,678 |
GORES HOLDINGS II INC CW22 | RT | 382867117 | 194 | 128,007 | SH | | SOLE | | 115,097 | 0 | 12,910 |
GRANITE POINTMTGE 5.625 2 | SDBCV | 38741LAB3 | 19,942 | 20,000,000 | PRN | | SOLE | | 18,309,000 | 0 | 1,691,000 |
GREEN PLAINS INC 3.25 01OCT18 | SDBCV | 393222AD6 | 814 | 744,000 | PRN | | SOLE | | 681,000 | 0 | 63,000 |
GREEN PLAINS INC 4.125 01SEP22 | SDBCV | 393222AF1 | 38,599 | 40,802,000 | PRN | | SOLE | | 38,251,000 | 0 | 2,551,000 |
HANNON ARMSTRONG 4.125 01SEP22 | SDBCV | 41068XAB6 | 24,225 | 23,500,000 | PRN | | SOLE | | 22,067,000 | 0 | 1,433,000 |
HAYMAKER ACQUISITION CORP | COM | 420870206 | 3,960 | 400,000 | SH | | SOLE | | 374,034 | 0 | 25,966 |
HENNESSY CAPITAL ACQUIS CW22 | RT | 42588L113 | 308 | 364,106 | SH | | SOLE | | 335,619 | 0 | 28,487 |
HENNESSY CAPITAL ACQUISITION | COM | 42588L105 | 4,757 | 485,476 | SH | | SOLE | | 447,493 | 0 | 37,983 |
HORIZON PHARMA 2.5 15MAR22 | SDBCV | 44052TAB7 | 33,930 | 36,606,000 | PRN | | SOLE | | 33,140,000 | 0 | 3,466,000 |
IMPAX LABORA INC 2 15JUN22 | SDBCV | 45256BAE1 | 976 | 1,000,000 | PRN | | SOLE | | 941,000 | 0 | 59,000 |
INFOSYS TECH ADR | ADR | 456788108 | 787 | 48,524 | SH | | SOLE | | 48,524 | 0 | 0 |
INFOSYS TECH ADR | ADR | 456788108 | 4,650 | 286,700 | SH | Put | SOLE | | 0 | 0 | 0 |
INPHI CORP 0.75 01SEP21 | SDBCV | 45772FAC1 | 33,265 | 33,465,000 | PRN | | SOLE | | 30,343,000 | 0 | 3,122,000 |
INPHI CORP 1.125 1DEC20 | SDBCV | 45772FAB3 | 33,989 | 29,252,000 | PRN | | SOLE | | 27,537,000 | 0 | 1,715,000 |
INSULET CORPORA 1.25 15SEP21 | SDBCV | 45784PAF8 | 49,205 | 37,632,000 | PRN | | SOLE | | 34,342,000 | 0 | 3,290,000 |
INTEGRATED DEVICE0.875 15NOV22 | SDBCV | 458118AC0 | 14,528 | 13,000,000 | PRN | | SOLE | | 11,955,000 | 0 | 1,045,000 |
INVACARE CORP 5 15FEB21 | SDBCV | 461203AF8 | 1,856 | 1,500,000 | PRN | | SOLE | | 1,360,000 | 0 | 140,000 |
IONIS PHARMACEUTIC 1 15NOV21 | SDBCV | 464337AJ3 | 59,474 | 56,259,000 | PRN | | SOLE | | 51,040,000 | 0 | 5,219,000 |
IRONWOOD PHARMAC 2.25 15JUN22 | SDBCV | 46333XAD0 | 123,181 | 105,881,000 | PRN | | SOLE | | 96,233,000 | 0 | 9,648,000 |
ISHARES TR RUSSELL 2000 IDX | COM | 464287655 | 30,492 | 200,000 | SH | Call | SOLE | | 0 | 0 | 0 |
JDS UNIPHASE 0.625 15AUG33 | SDBCV | 46612JAF8 | 3,094 | 3,000,000 | PRN | | SOLE | | 2,746,000 | 0 | 254,000 |
JPMORGAN CHASE CO | COM | 46625H100 | 50,583 | 473,000 | SH | | SOLE | | 473,000 | 0 | 0 |
KADMON HOLDINGS INC | COM | 48283N106 | 1,906 | 526,586 | SH | | SOLE | | 482,897 | 0 | 43,689 |
LAYNE CHRISTENSEN 8 1MAY19 A | SDBCV | 521050AD6 | 24,573 | 19,880,000 | PRN | | SOLE | | 18,718,000 | 0 | 1,162,000 |
LAYNE CHRISTENSEN 4.25 15NOV18 | SDBCV | 521050AB0 | 8,537 | 8,735,000 | PRN | | SOLE | | 7,996,000 | 0 | 739,000 |
LEGACY ACQUISITION CORP | COM | 524643202 | 4,970 | 500,000 | SH | | SOLE | | 459,875 | 0 | 40,125 |
LIBERTY MEDIACORP 2.25 30SEP46 | SDBCV | 531229AE2 | 7,212 | 6,917,000 | PRN | | SOLE | | 6,364,000 | 0 | 553,000 |
MEDICINES 2.75 15JUL23 A | SDBCV | 584688AG0 | 1,071 | 1,165,000 | PRN | | SOLE | | 1,096,000 | 0 | 69,000 |
MICROCHIP TECH 1.625 15FEB25 | SDBCV | 595017AD6 | 1,705 | 1,000,000 | PRN | | SOLE | | 962,000 | 0 | 38,000 |
MOSAIC ACQUISITION CORP | UNIT | G62848117 | 2,025 | 200,000 | SH | | SOLE | | 187,017 | 0 | 12,983 |
NEVRO CORP 1.75 01JUN21 | SDBCV | 64157FAA1 | 24,580 | 23,545,000 | PRN | | SOLE | | 21,553,000 | 0 | 1,992,000 |
NUVASIVE INC 2.25 15MAR21 | SDBCV | 670704AG0 | 30,357 | 25,855,000 | PRN | | SOLE | | 23,724,000 | 0 | 2,131,000 |
OASIS PETROLE 2.625 15SEP23 | SDBCV | 674215AJ7 | 6,241 | 5,825,000 | PRN | | SOLE | | 3,348,000 | 0 | 2,477,000 |
ON SEMICONDUCTOR 1 1DEC20 | SDBCV | 682189AK1 | 103 | 80,000 | PRN | | SOLE | | 74,000 | 0 | 6,000 |
PDL BIOPHARMA 2.75 01DEC21 | SDBCV | 69329YAG9 | 27,090 | 27,867,000 | PRN | | SOLE | | 26,216,000 | 0 | 1,651,000 |
PROS HOLDINGS INC 2.0 01DEC19 | SDBCV | 74346YAB9 | 29,663 | 28,263,000 | PRN | | SOLE | | 25,594,000 | 0 | 2,669,000 |
PROSPECT CAPITAL 4.95 15JUL22 | SDBCV | 74348TAR3 | 33,526 | 33,484,000 | PRN | | SOLE | | 30,478,000 | 0 | 3,006,000 |
QUIDEL CORP 3.25 15DEC20 | SDBCV | 74838JAA9 | 10,970 | 7,244,000 | PRN | | SOLE | | 6,819,000 | 0 | 425,000 |
RADIUS HEALTH INC 3 1SEP24 | SDBCV | 750469AA6 | 21,223 | 22,500,000 | PRN | | SOLE | | 20,819,000 | 0 | 1,681,000 |
RAYONIER ADVANCED MATERIALS | COM | 75508B104 | 11,051 | 540,415 | SH | | SOLE | | 493,217 | 0 | 47,198 |
REDWOOD TRUST 4.625 15APR18 | SDBCV | 758075AB1 | 4,419 | 4,404,000 | PRN | | SOLE | | 4,143,000 | 0 | 261,000 |
REDWOOD TRUST INC 4.75 15AUG23 | SDBCV | 758075AC9 | 40,716 | 42,000,000 | PRN | | SOLE | | 38,019,000 | 0 | 3,981,000 |
RENEWABLE ENERGY 4 15JUN36 | SDBCV | 75972AAC7 | 27,914 | 21,850,000 | PRN | | SOLE | | 20,490,000 | 0 | 1,360,000 |
REPLIGEN CORP 2.125 01JUN21 | SDBCV | 759916AA7 | 35,911 | 27,448,000 | PRN | | SOLE | | 24,090,000 | 0 | 3,358,000 |
RESOURCE CAPITAL 4.5 15AUG22 | SDBCV | 76120WAC8 | 18,258 | 19,000,000 | PRN | | SOLE | | 17,887,000 | 0 | 1,113,000 |
RWT HOLDINGS 5.625 15NOV19 | SDBCV | 749772AB5 | 13,029 | 12,860,000 | PRN | | SOLE | | 11,644,000 | 0 | 1,216,000 |
SABAN CAPITAL ACQ CW21 | RT | 78516C114 | 93 | 71,795 | SH | | SOLE | | 62,981 | 0 | 8,814 |
SABAN CAPITAL ACQUISITION A | COM | 78516C106 | 1,426 | 143,590 | SH | | SOLE | | 125,962 | 0 | 17,628 |
SEACOR HOLDINGS 3 15NOV28 | SDBCV | 81170YAB5 | 24,843 | 26,113,000 | PRN | | SOLE | | 23,900,000 | 0 | 2,213,000 |
SENTINEL ENERGY SERVICES INC | UNIT | G8062D128 | 6,979 | 700,000 | SH | | SOLE | | 639,417 | 0 | 60,583 |
SOUTHWESTERN ENERGY CO | COM | 845467109 | 2,232 | 400,000 | SH | | SOLE | | 372,550 | 0 | 27,450 |
STRWOODPRPRTYTRST4.375 01APR23 | SDBCV | 85571BAH8 | 13,317 | 13,092,000 | PRN | | SOLE | | 11,948,000 | 0 | 1,144,000 |
SUCAMPO PHAR 3.25 15DEC21 | SDBCV | 864909AB2 | 50,539 | 41,504,000 | PRN | | SOLE | | 37,573,000 | 0 | 3,931,000 |
SUNPOWER CORP .75 1JUN18 | SDBCV | 867652AG4 | 3,024 | 3,070,000 | PRN | | SOLE | | 2,869,000 | 0 | 201,000 |
SUNPOWER CORP 4 15JAN23 | SDBCV | 867652AL3 | 17,723 | 20,982,000 | PRN | | SOLE | | 19,175,000 | 0 | 1,807,000 |
TCP CAPITAL CORP 4.625 1MAR22 | SDBCV | 87238QAD5 | 7,519 | 7,301,000 | PRN | | SOLE | | 6,874,000 | 0 | 427,000 |
TESLA INC 2.375 15MAR22 | SDBCV | 88160RAD3 | 129,830 | 111,481,000 | PRN | | SOLE | | 101,735,000 | 0 | 9,746,000 |
TESLA MOTORS INC 1.25 1MAR21 | SDBCV | 88160RAC5 | 70,977 | 65,586,000 | PRN | | SOLE | | 59,373,000 | 0 | 6,213,000 |
TEVA PHARMACEUTICAL SPON ADR | ADR | 881624209 | 3,790 | 200,000 | SH | | SOLE | | 200,000 | 0 | 0 |
THERAVANCE 2.125 15JAN23 | SDBCV | 88338TAB0 | 35,923 | 36,245,000 | PRN | | SOLE | | 34,058,000 | 0 | 2,187,000 |
THERAVANCE BIOPHA 3.25 01NOV23 | SDBCV | 88339KAA0 | 81,126 | 73,957,000 | PRN | | SOLE | | 69,562,000 | 0 | 4,395,000 |
TIME WARNER INC | COM | 887317303 | 9,905 | 108,288 | SH | | SOLE | | 99,631 | 0 | 8,657 |
TIMKENSTEEL 6 1JUN21 | SDBCV | 887399AA1 | 43,348 | 29,090,000 | PRN | | SOLE | | 26,821,000 | 0 | 2,269,000 |
TPG PACE ENERGY HOLD WNTS | RT | 872656111 | 777 | 564,814 | SH | | SOLE | | 516,241 | 0 | 48,573 |
TPG PACE ENERGY HOLDINGS A | COM | 872656103 | 16,076 | 1,650,443 | SH | | SOLE | | 1,548,726 | 0 | 101,717 |
TPG PACE HOLDINGS CORP CL A | COM | G89827128 | 6,167 | 632,582 | SH | | SOLE | | 584,453 | 0 | 48,129 |
TPG PACE HOLDINGS CORP CW | RT | G89827110 | 327 | 210,860 | SH | | SOLE | | 194,817 | 0 | 16,043 |
TRINITY BIOTECH LP 4.00 1APR45 | SDBCV | 89643QAB4 | 8,843 | 11,040,000 | PRN | | SOLE | | 10,137,000 | 0 | 903,000 |
TRINITY INDUS CV 3.875 01JUN2 | SDBCV | 896522AF6 | 60,440 | 38,310,000 | PRN | | SOLE | | 34,960,000 | 0 | 3,350,000 |
TRULIA LLC 2.75 15 DEC 20 | SDBCV | 897888AB9 | 3,666 | 2,053,000 | PRN | | SOLE | | 1,859,000 | 0 | 194,000 |
TWITTER INC 0.25 15SEP19 | SDBCV | 90184LAB8 | 43,557 | 45,554,000 | PRN | | SOLE | | 41,570,000 | 0 | 3,984,000 |
VIPSHOP HLDG LTD 1.5 15MAR19 | SDBCV | 92763WAA1 | 6,479 | 6,500,000 | PRN | | SOLE | | 5,933,000 | 0 | 567,000 |
WAYFAIR INC 0.375 01SEP22 | SDBCV | 94419LAA9 | 52,080 | 49,696,000 | PRN | | SOLE | | 45,624,000 | 0 | 4,072,000 |
WHITING PETROLEUM 1.25 1APR20 | SDBCV | 966387AL6 | 82,690 | 89,391,000 | PRN | | SOLE | | 80,948,000 | 0 | 8,443,000 |
WHITING PETROLEUM CORP | COM | 966387409 | 11,275 | 425,775 | SH | | SOLE | | 390,542 | 0 | 35,233 |
WRIGHT MEDIC 2 15FEB20 | SDBCV | 98235TAE7 | 16,925 | 16,500,000 | PRN | | SOLE | | 14,936,000 | 0 | 1,564,000 |
WRIGHT MEDICAL 2.25 15NOV21 A | SDBCV | 98236JAB4 | 58,761 | 48,150,000 | PRN | | SOLE | | 43,684,000 | 0 | 4,466,000 |
YAHOO INC 0 1DEC18 | SDBCV | 984332AF3 | 115,220 | 85,492,000 | PRN | | SOLE | | 73,713,000 | 0 | 11,779,000 |
ZILLOW INC 2 12JAN21 | SDBCV | 98954MAB7 | 26,057 | 23,849,000 | PRN | | SOLE | | 22,069,000 | 0 | 1,780,000 |