| 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 | 79,564 | 61,178,000 | PRN | | SOLE | | 61,178,000 | 0 | 0 |
| ALDER BIOPHARM 2.5 01FEB25 | SDBCV | 014339AA3 | 28,151 | 27,000,000 | PRN | | SOLE | | 25,462,000 | 0 | 1,538,000 |
| ALTABA INC | COM | 021346101 | 1,098 | 15,000 | SH | | SOLE | | 15,000 | 0 | 0 |
| APOLLO CRLREALEST 4.75 23AUG22 | SDBCV | 03762UAB1 | 151,102 | 151,339,000 | PRN | | SOLE | | 142,647,000 | 0 | 8,692,000 |
| ARBORREALTYTRUST 5.375 15NOV20 | SDBCV | 038923AB4 | 42,533 | 38,363,000 | PRN | | SOLE | | 36,247,000 | 0 | 2,116,000 |
| ARRAY BIO 2.625 1DEC24 144A | SDBCV | 04269XAB1 | 25,654 | 19,075,000 | PRN | | SOLE | | 17,289,000 | 0 | 1,786,000 |
| ASHLAND GLOBAL HOLDINGS INC | COM | 044186104 | 2,345 | 30,000 | SH | | SOLE | | 30,000 | 0 | 0 |
| ATLASAIRWORLDWIDE1.875 01JUN24 | SDBCV | 049164BJ4 | 1,549 | 1,168,000 | PRN | | SOLE | | 1,101,000 | 0 | 67,000 |
| BLACKSTONE 4.375 05MAY22 | SDBCV | 09257WAB6 | 61,594 | 62,654,000 | PRN | | SOLE | | 59,175,000 | 0 | 3,479,000 |
| BLACKSTONE MORT 4.75 15MAR23 | SDBCV | 09257WAC4 | 14,250 | 14,600,000 | PRN | | SOLE | | 13,721,000 | 0 | 879,000 |
| BRAEMAR HOTELS 5.5 31DEC49 | CVPFD | 10482B200 | 5,272 | 276,663 | SH | | SOLE | | 255,846 | 0 | 20,817 |
| BRISTOL MYERS SQUIBB | COM | 110122108 | 5,534 | 100,000 | SH | Call | SOLE | | 0 | 0 | 0 |
| BRISTOL MYERS SQUIBB | COM | 110122108 | 5,534 | 100,000 | SH | | SOLE | | 100,000 | 0 | 0 |
| CARBONITE INC | SDBCV | 141337AB1 | 9,270 | 6,232,000 | PRN | | SOLE | | 5,885,000 | 0 | 347,000 |
| CHESAPEAKE ENERGY 5.5 15SEP26 | SDBCV | 165167CY1 | 10,194 | 10,000,000 | PRN | | SOLE | | 9,311,000 | 0 | 689,000 |
| CLEVELAND-CLIFFS 1.50 15JAN25 | SDBCV | 185899AA9 | 22,926 | 18,850,000 | PRN | | SOLE | | 17,776,000 | 0 | 1,074,000 |
| CLOUDERA INC | COM | 18914U100 | 2,873 | 210,647 | SH | | SOLE | | 210,647 | 0 | 0 |
| CLOVIS ONCOLOGY 1.25 01MAY25 | SDBCV | 189464AC4 | 3,236 | 3,500,000 | PRN | | SOLE | | 3,301,000 | 0 | 199,000 |
| CLOVIS ONCOLOGY 2.5 15SEP21 | SDBCV | 189464AB6 | 103,358 | 95,856,000 | PRN | | SOLE | | 88,770,000 | 0 | 7,086,000 |
| COLONY FINANCIA 3.875 15JAN21 | SDBCV | 19624RAB2 | 71,399 | 74,986,000 | PRN | | SOLE | | 70,610,000 | 0 | 4,376,000 |
| COLONY FINANCIAL 5 15APR23 | SDBCV | 19624RAA4 | 22,619 | 23,813,000 | PRN | | SOLE | | 22,490,000 | 0 | 1,323,000 |
| CTRIP.COM INT LTD 1.25 15SEP22 | SDBCV | 22943FAM2 | 70,480 | 68,311,000 | PRN | | SOLE | | 64,416,000 | 0 | 3,895,000 |
| CTRIP.COM INT LTD 1.99 01JUL25 | SDBCV | 22943FAH3 | 2,104 | 1,834,000 | PRN | | SOLE | | 0 | 0 | 1,834,000 |
| DEUTSCHE BANK AG -REG | COM | D18190898 | 3,186 | 300,000 | SH | | SOLE | | 282,761 | 0 | 17,239 |
| DFB HEALTHCARE ACQUISIT - WA | RT | 23291E117 | 519 | 409,999 | SH | | SOLE | | 384,120 | 0 | 25,879 |
| DFB HEALTHCARE ACQUISITIONS | COM | 23291E109 | 11,833 | 1,230,000 | SH | | SOLE | | 1,152,362 | 0 | 77,638 |
| DOUBLE EAGLE ACQUISITI-CW | RT | 971375118 | 1,530 | 694,148 | SH | | SOLE | | 635,873 | 0 | 58,275 |
| ENDOLOGIX INC 3.25 1NOV20 | SDBCV | 29266SAB2 | 2,699 | 2,928,000 | PRN | | SOLE | | 2,716,000 | 0 | 212,000 |
| EVERBRIDGE INC 1.5 1NOV22 | SDBCV | 29978AAA2 | 82,828 | 55,184,000 | PRN | | SOLE | | 52,179,000 | 0 | 3,005,000 |
| EXACT SCIENCES CORP 1 15JAN25 | SDBCV | 30063PAA3 | 10,723 | 10,200,000 | PRN | | SOLE | | 6,572,000 | 0 | 3,628,000 |
| FLEXION THER INC 3.375 01MAY24 | SDBCV | 33938JAB2 | 18,539 | 15,112,000 | PRN | | SOLE | | 14,240,000 | 0 | 872,000 |
| FTS INTERNATIONAL INC | COM | 30283W104 | 1,366 | 95,945 | SH | | SOLE | | 95,945 | 0 | 0 |
| GLOBAL PARTNER ACQUISIT-CW20 | RT | 74640Y114 | 201 | 321,436 | SH | | SOLE | | 297,579 | 0 | 23,857 |
| GOLAR LNG LTD | SDBCV | 38046YAB7 | 76,149 | 69,877,000 | PRN | | SOLE | | 65,886,000 | 0 | 3,991,000 |
| GOLDMAN SACHS BDC 4.5 01APR22 | SDBCV | 38147UAB3 | 17,995 | 18,036,000 | PRN | | SOLE | | 17,012,000 | 0 | 1,024,000 |
| GORDON POINTE ACQUISI - WAR | RT | 382788115 | 571 | 1,077,000 | SH | | SOLE | | 1,008,773 | 0 | 68,227 |
| GORDON POINTE ACQUISITION CO | COM | 382788107 | 9,815 | 1,008,773 | SH | | SOLE | | 1,008,773 | 0 | 0 |
| GORES HOLDINGS II INC - A | COM | 382867109 | 3,743 | 367,971 | SH | | SOLE | | 345,293 | 0 | 22,678 |
| GORES HOLDINGS II INC - CW22 | RT | 382867117 | 218 | 128,007 | SH | | SOLE | | 115,097 | 0 | 12,910 |
| GRANITE POINTMTGE 5.625 2 | SDBCV | 38741LAB3 | 8,865 | 8,705,000 | PRN | | SOLE | | 8,209,000 | 0 | 496,000 |
| GREEN PLAINS INC 3.25 01OCT18 | SDBCV | 393222AD6 | 768 | 744,000 | PRN | | SOLE | | 681,000 | 0 | 63,000 |
| GREEN PLAINS INC 4.125 01SEP22 | SDBCV | 393222AF1 | 45,599 | 45,802,000 | PRN | | SOLE | | 42,577,000 | 0 | 3,225,000 |
| GS ACQUISITION HOLDINGS CORP | COM | 36255F201 | 12,270 | 1,200,000 | SH | | SOLE | | 1,126,094 | 0 | 73,906 |
| HANNON ARMSTRONG 4.125 01SEP22 | SDBCV | 41068XAB6 | 28,950 | 30,042,000 | PRN | | SOLE | | 27,846,000 | 0 | 2,196,000 |
| HELIX ENER SOLUT 4.125 15SEP23 | SDBCV | 42330PAJ6 | 45,795 | 38,640,000 | PRN | | SOLE | | 36,476,000 | 0 | 2,164,000 |
| HELIX ENERGY SOL 4 1/4 01MAY22 | SDBCV | 42330PAH0 | 3,762 | 3,600,000 | PRN | | SOLE | | 3,399,000 | 0 | 201,000 |
| HENNESSY CAPITAL ACQUIS-CW22 | RT | 42588L113 | 1,759 | 1,251,830 | SH | | SOLE | | 1,180,614 | 0 | 71,216 |
| HENNESSY CAPITAL ACQUISITION | COM | 42588L105 | 4,538 | 447,493 | SH | | SOLE | | 447,493 | 0 | 0 |
| HORIZON PHARMA 2.5 15MAR22 | SDBCV | 44052TAB7 | 30,888 | 32,106,000 | PRN | | SOLE | | 30,255,000 | 0 | 1,851,000 |
| HUBSPOT INC | COM | 443573100 | 2,035 | 16,229 | SH | | SOLE | | 16,229 | 0 | 0 |
| HUBSPOT INC 0.25 1JUN22 | SDBCV | 443573AB6 | 7,745 | 5,419,000 | PRN | | SOLE | | 3,003,000 | 0 | 2,416,000 |
| INPHI CORP 0.75 01SEP21 | SDBCV | 45772FAC1 | 21,740 | 23,140,000 | PRN | | SOLE | | 21,829,000 | 0 | 1,311,000 |
| INPHI CORP 1.125 1DEC20 | SDBCV | 45772FAB3 | 36,516 | 34,075,000 | PRN | | SOLE | | 32,027,000 | 0 | 2,048,000 |
| INSMED INC 1.75 15JAN25 | SDBCV | 457669AA7 | 39,310 | 42,750,000 | PRN | | SOLE | | 40,422,000 | 0 | 2,328,000 |
| INVACARE CORP 4.5 1JUNE22 | SDBCV | 461203AH4 | 10,069 | 7,509,000 | PRN | | SOLE | | 7,101,000 | 0 | 408,000 |
| INVACARE CORP 5 15FEB21 | SDBCV | 461203AF8 | 4,551 | 3,500,000 | PRN | | SOLE | | 3,224,000 | 0 | 276,000 |
| IRONWOOD PHARMAC 2.25 15JUN22 | SDBCV | 46333XAD0 | 97,579 | 72,821,000 | PRN | | SOLE | | 67,026,000 | 0 | 5,795,000 |
| ISHARES FTSE CHINA 25 INDEX FU | COM | 464287184 | 8,594 | 200,000 | SH | Put | SOLE | | 0 | 0 | 0 |
| ISHARES TR-RUSSELL 2000 IDX | COM | 464287655 | 42,187 | 257,600 | SH | Call | SOLE | | 0 | 0 | 0 |
| KADMON HOLDINGS INC | COM | 48283N106 | 2,192 | 549,472 | SH | | SOLE | | 525,922 | 0 | 23,550 |
| LAYNE CHRISTENSEN 8 1MAY19 A | SDBCV | 521050AD6 | 25,474 | 19,880,000 | PRN | | SOLE | | 18,718,000 | 0 | 1,162,000 |
| LENDINGTREE INC .625 1JUN22 | SDBCV | 52603BAA5 | 64,590 | 53,362,000 | PRN | | SOLE | | 50,390,000 | 0 | 2,972,000 |
| LIBERTYMEDCORP 1 30JAN23 144A | SDBCV | 531229AF9 | 49,745 | 42,404,000 | PRN | | SOLE | | 39,991,000 | 0 | 2,413,000 |
| LUMENTUM HOLDINGS .25 15MAR24 | SDBCV | 55024UAB5 | 51,069 | 43,078,000 | PRN | | SOLE | | 40,624,000 | 0 | 2,454,000 |
| MAGNACHIP SEMI 5 1MAR21 | CVPFD | 55932XAB0 | 63 | 45,000 | PRN | | SOLE | | 42,000 | 0 | 3,000 |
| MEDICINES COMPANY 2.5 15JAN22 | SDBCV | 584688AE5 | 5,737 | 4,715,000 | PRN | | SOLE | | 4,460,000 | 0 | 255,000 |
| MGIC INVESTMENT CORP | COM | 552848103 | 1,332 | 124,260 | SH | | SOLE | | 115,692 | 0 | 8,568 |
| MICROCHIP TECH 1.625 15FEB27 | SDBCV | 595017AF1 | 245,706 | 209,359,000 | PRN | | SOLE | | 199,726,000 | 0 | 9,633,000 |
| MICROCHIP TECH 2.25 15FEB37 | SDBCV | 595017AH7 | 26,418 | 22,172,000 | PRN | | SOLE | | 18,896,000 | 0 | 3,276,000 |
| MOSAIC ACQUISITION CORP-CL A | COM | G62848109 | 1,936 | 200,000 | SH | | SOLE | | 187,017 | 0 | 12,983 |
| MOSAIC ACQUISITION CORP-CW22 | RT | G62848125 | 78 | 66,666 | SH | | SOLE | | 62,339 | 0 | 4,327 |
| NEBULA ACQUISITION CORP-CL A | COM | 629076100 | 7,501 | 783,000 | SH | | SOLE | | 733,653 | 0 | 49,347 |
| NEBULA ACQUISITION CORP-CW23 | RT | 629076118 | 558 | 261,000 | SH | | SOLE | | 244,551 | 0 | 16,449 |
| NEVRO CORP 1.75 01JUN21 | SDBCV | 64157FAA1 | 21,498 | 19,721,000 | PRN | | SOLE | | 18,625,000 | 0 | 1,096,000 |
| OASIS PETROLE 2.625 15SEP23 | SDBCV | 674215AJ7 | 15,162 | 11,678,000 | PRN | | SOLE | | 9,622,000 | 0 | 2,056,000 |
| ONE MADISON CORP-CLASS A | COM | G6772P100 | 9,506 | 979,000 | SH | | SOLE | | 917,066 | 0 | 61,934 |
| ONE MADISON CORP-CW | RT | G6772P126 | 514 | 489,500 | SH | | SOLE | | 458,533 | 0 | 30,967 |
| PDL BIOPHARMA 2.75 01DEC21 | SDBCV | 69329YAG9 | 25,654 | 27,867,000 | PRN | | SOLE | | 26,216,000 | 0 | 1,651,000 |
| PLATINUM EAGLE ACQUISITION C | COM | G7126L100 | 9,516 | 978,998 | SH | | SOLE | | 917,066 | 0 | 61,932 |
| PLATINUM EAGLE ACQUISITION C | RT | G7126L118 | 393 | 326,332 | SH | | SOLE | | 305,688 | 0 | 20,644 |
| PRA GROUP 3.5 1JUN23 | SDBCV | 69354NAB2 | 39,052 | 36,700,000 | PRN | | SOLE | | 34,702,000 | 0 | 1,998,000 |
| PRETIUM RESOURCES 2.25 15MAR22 | SDBCV | 74139CAB8 | 3,159 | 3,655,000 | PRN | | SOLE | | 3,447,000 | 0 | 208,000 |
| PROSPECT CAPITAL 4.95 15JUL22 | SDBCV | 74348TAR3 | 25,643 | 26,309,000 | PRN | | SOLE | | 24,846,000 | 0 | 1,463,000 |
| PTC THERAPEUTICS IN 3 15AUG22 | SDBCV | 69366JAB7 | 2,484 | 2,500,000 | PRN | | SOLE | | 2,356,000 | 0 | 144,000 |
| RADIUS HEALTH INC 3 1SEP24 | SDBCV | 750469AA6 | 20,987 | 22,500,000 | PRN | | SOLE | | 21,107,000 | 0 | 1,393,000 |
| REALPAGE INC 1.5 15NOV22 | SDBCV | 75606NAB5 | 759 | 535,000 | PRN | | SOLE | | 203,000 | 0 | 332,000 |
| REDWOOD TRUST 5.625 15JUL25 | SDBCV | 758075AD7 | 19,726 | 20,000,000 | PRN | | SOLE | | 18,768,000 | 0 | 1,232,000 |
| REDWOOD TRUST INC 4.75 15AUG23 | SDBCV | 758075AC9 | 45,190 | 46,574,000 | PRN | | SOLE | | 43,998,000 | 0 | 2,576,000 |
| RENEWABLE ENERGY 4 15JUN36 | SDBCV | 75972AAC7 | 21,630 | 12,100,000 | PRN | | SOLE | | 10,565,000 | 0 | 1,535,000 |
| RH | COM | 74967X103 | 2,349 | 16,809 | SH | | SOLE | | 15,774 | 0 | 1,035 |
| RWT HOLDINGS 5.625 15NOV19 | SDBCV | 749772AB5 | 6,363 | 6,260,000 | PRN | | SOLE | | 5,916,000 | 0 | 344,000 |
| SABAN CAPITAL ACQ-CW21 | RT | 78516C114 | 95 | 71,795 | SH | | SOLE | | 62,981 | 0 | 8,814 |
| SABAN CAPITAL ACQUISITION-A | COM | 78516C106 | 1,271 | 125,962 | SH | | SOLE | | 125,962 | 0 | 0 |
| SEACOR HOLDS INC 3.25 15MAY25 | SDBCV | 811904AN1 | 17,198 | 16,913,000 | PRN | | SOLE | | 15,942,000 | 0 | 971,000 |
| SENTINEL ENERGY SERVICE-CL A | COM | G8062D102 | 6,691 | 682,500 | SH | | SOLE | | 639,417 | 0 | 43,083 |
| SENTINEL ENERGY SERVICE-CW22 | RT | G8062D110 | 279 | 227,500 | SH | | SOLE | | 213,139 | 0 | 14,361 |
| SHIP FIN INT LTD 4.875 01MAY23 | SDBCV | 824689AG8 | 56,156 | 54,365,000 | PRN | | SOLE | | 52,959,000 | 0 | 1,406,000 |
| SOUTHWESTERN ENERGY CO | COM | 845467109 | 2,120 | 400,000 | SH | | SOLE | | 372,550 | 0 | 27,450 |
| SPDR S&P500 ETF TRUST | COM | 78462F103 | 27,128 | 100,000 | SH | Call | SOLE | | 0 | 0 | 0 |
| SUNPOWER CORP 4 15JAN23 | SDBCV | 867652AL3 | 16,709 | 20,482,000 | PRN | | SOLE | | 19,175,000 | 0 | 1,307,000 |
| TCP CAPITAL CORP 4.625 1MAR22 | SDBCV | 87238QAD5 | 8,311 | 8,301,000 | PRN | | SOLE | | 7,729,000 | 0 | 572,000 |
| TESARO INC 3 01OCT21 | SDBCV | 881569AA5 | 11,222 | 7,500,000 | PRN | | SOLE | | 7,069,000 | 0 | 431,000 |
| TESLA INC 2.375 15MAR22 | SDBCV | 88160RAD3 | 154,065 | 126,861,000 | PRN | | SOLE | | 119,643,000 | 0 | 7,218,000 |
| TESLA MOTORS INC 1.25 1MAR21 | SDBCV | 88160RAC5 | 67,285 | 59,723,000 | PRN | | SOLE | | 56,420,000 | 0 | 3,303,000 |
| THERAVANCE 2.125 15JAN23 | SDBCV | 88338TAB0 | 58,962 | 61,070,000 | PRN | | SOLE | | 57,681,000 | 0 | 3,389,000 |
| THERAVANCE BIOPHA 3.25 01NOV23 | SDBCV | 88339KAA0 | 69,261 | 70,188,000 | PRN | | SOLE | | 65,964,000 | 0 | 4,224,000 |
| TIMKENSTEEL 6 1JUN21 | SDBCV | 887399AA1 | 55,795 | 36,090,000 | PRN | | SOLE | | 33,331,000 | 0 | 2,759,000 |
| TPG PACE ENERGY HOLD WNTS | RT | 872656111 | 1,738 | 622,714 | SH | | SOLE | | 574,141 | 0 | 48,573 |
| TPG PACE ENERGY HOLDINGS - A | COM | 872656103 | 17,941 | 1,650,443 | SH | | SOLE | | 1,548,726 | 0 | 101,717 |
| TPG PACE HOLDINGS CORP-CL A | COM | G89827128 | 6,291 | 632,581 | SH | | SOLE | | 584,453 | 0 | 48,128 |
| TPG PACE HOLDINGS CORP-CW | RT | G89827110 | 356 | 210,860 | SH | | SOLE | | 194,817 | 0 | 16,043 |
| TRACON PHARMACEUTICALS INC | COM | 89237H100 | 7,675 | 2,842,477 | SH | | SOLE | | 2,842,477 | 0 | 0 |
| TRINITY BIOTECH LP 4.00 1APR45 | SDBCV | 89643QAB4 | 9,891 | 12,015,000 | PRN | | SOLE | | 11,112,000 | 0 | 903,000 |
| TRULIA LLC 2.75 15 DEC 20 | SDBCV | 897888AB9 | 5,076 | 2,053,000 | PRN | | SOLE | | 1,859,000 | 0 | 194,000 |
| TWITTER INC | COM | 90184L102 | 3,350 | 76,703 | SH | | SOLE | | 72,767 | 0 | 3,936 |
| VECTOR GROUP LTD 1.75 15APR20 | SDBCV | 92240MBC1 | 57,534 | 54,223,000 | PRN | | SOLE | | 50,979,000 | 0 | 3,244,000 |
| VIAVI SOLUTIONS INC 1 1MAR24 | SDBCV | 925550AB1 | 28,585 | 28,387,000 | PRN | | SOLE | | 26,756,000 | 0 | 1,631,000 |
| VIPSHOP HLDG LTD 1.5 15MAR19 | SDBCV | 92763WAA1 | 15,269 | 15,472,000 | PRN | | SOLE | | 14,633,000 | 0 | 839,000 |
| WALMART INC | COM | 931142103 | 3,665 | 42,788 | SH | | SOLE | | 42,788 | 0 | 0 |
| WALMART INC | COM | 931142103 | 17,130 | 200,000 | SH | Call | SOLE | | 0 | 0 | 0 |
| WALMART INC | COM | 931142103 | 17,130 | 200,000 | SH | Put | SOLE | | 0 | 0 | 0 |
| WAYFAIR INC 0.375 01SEP22 | SDBCV | 94419LAA9 | 19,453 | 15,107,000 | PRN | | SOLE | | 12,535,000 | 0 | 2,572,000 |
| WHITING PETROLEUM 1.25 1APR20 | SDBCV | 966387AL6 | 48,272 | 50,541,000 | PRN | | SOLE | | 47,771,000 | 0 | 2,770,000 |
| WHITING PETROLEUM CORP | COM | 966387409 | 2,408 | 45,669 | SH | | SOLE | | 43,166 | 0 | 2,503 |
| WIX.COM LTD | COM | M98068105 | 5,958 | 59,400 | SH | | SOLE | | 55,742 | 0 | 3,658 |
| WRIGHT MEDICAL 2.25 15NOV21 A | SDBCV | 98236JAB4 | 23,305 | 17,411,000 | PRN | | SOLE | | 14,376,000 | 0 | 3,035,000 |
| YAHOO INC 0 1DEC18 | SDBCV | 984332AF3 | 207,234 | 151,580,000 | PRN | | SOLE | | 142,925,000 | 0 | 8,655,000 |
| ZILLOW GROUP INC - C | COM | 98954M200 | 5,936 | 100,501 | SH | | SOLE | | 94,310 | 0 | 6,191 |
