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 |
AERCAP HOLDINGS NV | COM | N00985106 | 13,068 | 330,000 | SH | | SOLE | | 330,000 | 0 | 0 |
AEROJET 2.25 15DEC23 OTC | SDBCV | 007800AB1 | 10,522 | 7,145,000 | PRN | | SOLE | | 7,145,000 | 0 | 0 |
ALDER BIOPHARM 2.5 01FEB25 | SDBCV | 014339AA3 | 1,203 | 1,500,000 | PRN | | SOLE | | 1,408,000 | 0 | 92,000 |
ALTABA INC | COM | 021346101 | 153,300 | 2,645,841 | SH | | SOLE | | 2,645,841 | 0 | 0 |
AMERICAN EXPRESS COMPANY | COM | 025816109 | 23,163 | 243,000 | SH | | SOLE | | 243,000 | 0 | 0 |
APOLLO CMMRL R E 5.375 15OCT23 | SDBCV | 03762UAC9 | 71,244 | 74,135,000 | PRN | | SOLE | | 69,520,000 | 0 | 4,615,000 |
APOLLO CRLREALEST 4.75 23AUG22 | SDBCV | 03762UAB1 | 146,546 | 155,714,000 | PRN | | SOLE | | 145,758,000 | 0 | 9,956,000 |
ARAMARK | COM | 03852U106 | 23,176 | 800,000 | SH | | SOLE | | 800,000 | 0 | 0 |
ARRAY BIO 2.625 1DEC24 144A | SDBCV | 04269XAB1 | 29,093 | 24,075,000 | PRN | | SOLE | | 21,902,000 | 0 | 2,173,000 |
ATHENAHEALTH INC | COM | 04685W103 | 29,025 | 220,000 | SH | | SOLE | | 220,000 | 0 | 0 |
AVAYA HOLDINGS CORP | COM | 05351X101 | 2,599 | 178,500 | SH | | SOLE | | 167,611 | 0 | 10,889 |
BERKSHIRE HATHAWAY INC-CL B | COM | 084670702 | 22,460 | 110,000 | SH | | SOLE | | 110,000 | 0 | 0 |
BLACKSTONE 4.375 05MAY22 | SDBCV | 09257WAB6 | 46,817 | 48,209,000 | PRN | | SOLE | | 45,274,000 | 0 | 2,935,000 |
BLACKSTONE MORT 4.75 15MAR23 | SDBCV | 09257WAC4 | 14,221 | 14,600,000 | PRN | | SOLE | | 13,721,000 | 0 | 879,000 |
BOOKING HOLDINGS INC | COM | 09857L108 | 23,425 | 13,600 | SH | | SOLE | | 13,600 | 0 | 0 |
BRAEMAR HOTELS 5.5 31DEC49 | CVPFD | 10482B200 | 4,725 | 276,663 | SH | | SOLE | | 255,846 | 0 | 20,817 |
BRISTOL MYERS SQUIBB | COM | 110122108 | 22,403 | 431,000 | SH | | SOLE | | 431,000 | 0 | 0 |
CARBONITE INC | SDBCV | 141337AB1 | 20,365 | 17,137,000 | PRN | | SOLE | | 16,088,000 | 0 | 1,049,000 |
CHURCHILL CAPITAL CORP | COM | 17142R202 | 5,060 | 500,000 | SH | | SOLE | | 467,376 | 0 | 32,624 |
CLOVIS ONCOLOGY 2.5 15SEP21 | SDBCV | 189464AB6 | 764 | 906,000 | PRN | | SOLE | | 256,000 | 0 | 650,000 |
COLONY FINANCIA 3.875 15JAN21 | SDBCV | 19624RAB2 | 75,765 | 81,370,000 | PRN | | SOLE | | 76,466,000 | 0 | 4,904,000 |
COLONY FINANCIAL 5 15APR23 | SDBCV | 19624RAA4 | 21,018 | 23,813,000 | PRN | | SOLE | | 22,490,000 | 0 | 1,323,000 |
CTRIP.COM INT LTD 1.25 15SEP22 | SDBCV | 22943FAM2 | 75,327 | 77,647,000 | PRN | | SOLE | | 72,900,000 | 0 | 4,747,000 |
CTRIP.COM INTL LT 1.99 01JUL25 | SDBCV | 22943FAH3 | 5,748 | 5,931,000 | PRN | | SOLE | | 4,079,000 | 0 | 1,852,000 |
DEUTSCHE BANK AG - REG | COM | D18190898 | 6,391 | 800,000 | SH | | SOLE | | 748,382 | 0 | 51,618 |
DEUTSCHE BANK AG -REG | COM | D18190898 | 2,445 | 300,000 | SH | | SOLE | | 287,761 | 0 | 12,239 |
DEXCOM INC 0.75 15MAY22 | SDBCV | 252131AF4 | 16,886 | 12,500,000 | PRN | | SOLE | | 11,736,000 | 0 | 764,000 |
DFB HEALTHCARE ACQUISIT - WA | RT | 23291E117 | 443 | 409,999 | SH | | SOLE | | 384,120 | 0 | 25,879 |
DFB HEALTHCARE ACQUISITIONS | COM | 23291E109 | 12,116 | 1,230,000 | SH | | SOLE | | 1,152,362 | 0 | 77,638 |
ENCORE CAP EUR 4.5 1SEP23 | SDBCV | 29260UAA5 | 24,039 | 29,785,000 | PRN | | SOLE | | 28,016,000 | 0 | 1,769,000 |
EVERBRIDGE INC 1.5 1NOV22 | SDBCV | 29978AAA2 | 105,198 | 59,328,000 | PRN | | SOLE | | 55,702,000 | 0 | 3,626,000 |
EVOLENT HEAL 2 01DEC21 | SDBCV | 30050BAB7 | 2,219 | 2,000,000 | PRN | | SOLE | | 1,878,000 | 0 | 122,000 |
EXACT SCIENCES CORP 1 15JAN25 | SDBCV | 30063PAA3 | 64,750 | 59,150,000 | PRN | | SOLE | | 52,188,000 | 0 | 6,962,000 |
EZCORP 2.875 1JUL24 OTC | SDBCV | 302301AF3 | 12,786 | 12,810,000 | PRN | | SOLE | | 11,059,000 | 0 | 1,751,000 |
FIRST DATA CORP- CLASS A | COM | 32008D106 | 25,365 | 1,500,000 | SH | | SOLE | | 1,500,000 | 0 | 0 |
FLEXION THER INC 3.375 01MAY24 | SDBCV | 33938JAB2 | 14,347 | 17,612,000 | PRN | | SOLE | | 16,556,000 | 0 | 1,056,000 |
GAIN CAPITAL HLDGS 5 15AUG22 | SDBCV | 36268WAF7 | 22,910 | 22,333,000 | PRN | | SOLE | | 20,642,000 | 0 | 1,691,000 |
GENERAL DYNAMICS CORP | COM | 369550108 | 20,123 | 128,000 | SH | | SOLE | | 128,000 | 0 | 0 |
GOLAR LNG LTD | SDBCV | 38046YAB7 | 55,506 | 59,622,000 | PRN | | SOLE | | 56,245,000 | 0 | 3,377,000 |
GOLDMAN SACHS BDC 4.5 01APR22 | SDBCV | 38147UAB3 | 593 | 609,000 | PRN | | SOLE | | 572,000 | 0 | 37,000 |
GORDON POINTE ACQUISI - WAR | RT | 382788115 | 354 | 1,077,000 | SH | | SOLE | | 1,008,773 | 0 | 68,227 |
GORES HOLDINGS III INC | COM | 38286G208 | 12,562 | 1,250,000 | SH | | SOLE | | 1,170,892 | 0 | 79,108 |
GRANITE POINT 6.375 1OCT23 | SDBCV | 38741LAC1 | 25,757 | 26,000,000 | PRN | | SOLE | | 24,329,000 | 0 | 1,671,000 |
GREEN PLAINS INC 4.125 01SEP22 | SDBCV | 393222AF1 | 39,843 | 45,302,000 | PRN | | SOLE | | 42,457,000 | 0 | 2,845,000 |
GS ACQUISITION HOLDINGS CORP | COM | 36255F201 | 12,300 | 1,200,000 | SH | | SOLE | | 1,126,094 | 0 | 73,906 |
HANNON ARMSTRONG 4.125 01SEP22 | SDBCV | 41068XAB6 | 27,480 | 30,042,000 | PRN | | SOLE | | 27,846,000 | 0 | 2,196,000 |
HELIX ENER SOLUT 4.125 15SEP23 | SDBCV | 42330PAJ6 | 31,547 | 34,140,000 | PRN | | SOLE | | 31,396,000 | 0 | 2,744,000 |
HELIX ENERGY SOL 4 1/4 01MAY22 | SDBCV | 42330PAH0 | 4,236 | 4,600,000 | PRN | | SOLE | | 4,321,000 | 0 | 279,000 |
HENNESSY CAPITAL ACQUIS-CW24 | RT | 629375114 | 968 | 1,251,830 | SH | | SOLE | | 1,180,614 | 0 | 71,216 |
HERCULES CAPITAL 4.375 1FEB17 | SDBCV | 427096AF9 | 13,141 | 13,805,000 | PRN | | SOLE | | 12,960,000 | 0 | 845,000 |
HUAZHU GROUP LTD 0.375 01NOV22 | SDBCV | 16949NAC3 | 156,614 | 160,456,000 | PRN | | SOLE | | 150,667,000 | 0 | 9,789,000 |
HUBSPOT INC 0.25 1JUN22 | SDBCV | 443573AB6 | 23,226 | 16,154,000 | PRN | | SOLE | | 13,208,000 | 0 | 2,946,000 |
II-VI INC .25 1SEP22 | SDBCV | 902104AB4 | 25,594 | 26,437,000 | PRN | | SOLE | | 24,822,000 | 0 | 1,615,000 |
INFINERA CORP 2.125 1SEP24 | SDBCV | 45667GAC7 | 30,972 | 42,550,000 | PRN | | SOLE | | 39,947,000 | 0 | 2,603,000 |
INNOVIVA INC 2.50 15AUG25 | SDBCV | 45781MAB7 | 85,560 | 71,162,000 | PRN | | SOLE | | 66,941,000 | 0 | 4,221,000 |
INPHI CORP 0.75 01SEP21 | SDBCV | 45772FAC1 | 24,793 | 26,660,000 | PRN | | SOLE | | 25,013,000 | 0 | 1,647,000 |
INPHI CORP 1.125 1DEC20 | SDBCV | 45772FAB3 | 35,701 | 33,846,000 | PRN | | SOLE | | 31,798,000 | 0 | 2,048,000 |
INSMED INC 1.75 15JAN25 | SDBCV | 457669AA7 | 16,765 | 23,449,000 | PRN | | SOLE | | 22,018,000 | 0 | 1,431,000 |
INTREXON CORP 3.5 1JUL23 | SDBCV | 46122TAA0 | 7,963 | 11,250,000 | PRN | | SOLE | | 10,575,000 | 0 | 675,000 |
IONIS PHARMACEUTIC 1 15NOV21 | SDBCV | 464337AJ3 | 6,454 | 6,000,000 | PRN | | SOLE | | 5,645,000 | 0 | 355,000 |
IQIYI INC-ADR | ADR | 46267X108 | 3,484 | 234,300 | SH | | SOLE | | 220,117 | 0 | 14,183 |
IRONWOOD PHARMAC 2.25 15JUN22 | SDBCV | 46333XAD0 | 7,948 | 8,456,000 | PRN | | SOLE | | 5,918,000 | 0 | 2,538,000 |
IRONWOOD PHARMACEUTICALS INC | COM | 46333X108 | 1,328 | 128,159 | SH | | SOLE | | 128,159 | 0 | 0 |
ISHARES FTSE CHINA 25 INDEX FU | COM | 464287184 | 7,816 | 200,000 | SH | Call | SOLE | | 0 | 0 | 0 |
ISHARES TR-RUSSELL 2000 IDX | COM | 464287655 | 13,390 | 100,000 | SH | Call | SOLE | | 0 | 0 | 0 |
JPMORGAN CHASE & CO | COM | 46625H100 | 21,476 | 220,000 | SH | | SOLE | | 220,000 | 0 | 0 |
KADMON HOLDINGS INC | COM | 48283N106 | 705 | 338,712 | SH | | SOLE | | 320,098 | 0 | 18,614 |
KBR INC | COM | 48242W106 | 11,456 | 754,705 | SH | | SOLE | | 709,163 | 0 | 45,542 |
LENDINGTREE INC .625 1JUN22 | SDBCV | 52603BAA5 | 76,387 | 61,362,000 | PRN | | SOLE | | 57,632,000 | 0 | 3,730,000 |
LIBERTYMEDCORP 1 30JAN23 144A | SDBCV | 531229AF9 | 22,953 | 22,204,000 | PRN | | SOLE | | 20,805,000 | 0 | 1,399,000 |
MADISON SQUARE GARDEN CO- A | COM | 55825T103 | 16,062 | 60,000 | SH | | SOLE | | 60,000 | 0 | 0 |
MAGNACHIP SEMI 5 1MAR21 | CVPFD | 55932XAB0 | 46 | 45,000 | PRN | | SOLE | | 42,000 | 0 | 3,000 |
MAGNOLIA OIL & GAS CORP WTS | RT | 559663117 | 1,909 | 622,714 | SH | | SOLE | | 574,141 | 0 | 48,573 |
MICROCHIP TECH 1.625 15FEB27 | SDBCV | 595017AF1 | 229,533 | 234,909,000 | PRN | | SOLE | | 221,219,000 | 0 | 13,690,000 |
MICROCHIP TECH 1.625 15FEB25 | SDBCV | 595017AD6 | 333,005 | 235,751,000 | PRN | | SOLE | | 227,870,000 | 0 | 7,881,000 |
MICROCHIP TECH 2.25 15FEB37 | SDBCV | 595017AH7 | 25,769 | 26,172,000 | PRN | | SOLE | | 21,620,000 | 0 | 4,552,000 |
MICRON TECHNOLOGY 3 15NOV43 | SDBCV | 595112AY9 | 14,396 | 13,000,000 | PRN | | SOLE | | 12,205,000 | 0 | 795,000 |
MOSAIC ACQUISITION CORP-CL A | COM | 61946M100 | 1,970 | 199,998 | PRN | | SOLE | | 187,017 | 0 | 12,981 |
MOSAIC ACQUISITION CORP-CW22 | RT | 61946M118 | 70 | 66,666 | PRN | | SOLE | | 62,339 | 0 | 4,327 |
NEBULA ACQUISITION CORP-CL A | COM | 629076100 | 7,693 | 783,000 | SH | | SOLE | | 733,653 | 0 | 49,347 |
NEBULA ACQUISITION CORP-CW23 | RT | 629076118 | 291 | 261,000 | SH | | SOLE | | 244,551 | 0 | 16,449 |
NEUROCRINE 2.25 15MAY24 | SDBCV | 64125CAD1 | 26,936 | 22,553,000 | PRN | | SOLE | | 21,173,000 | 0 | 1,380,000 |
NEW MOUNTAIN FIN 5.75 15AUG23 | SDBCV | 647551AC4 | 13,759 | 14,000,000 | PRN | | SOLE | | 13,150,000 | 0 | 850,000 |
NEW RELIC INC | COM | 64829B100 | 12,146 | 150,000 | SH | | SOLE | | 150,000 | 0 | 0 |
NRC GROUP HOLDINGS CORP | COM | 629375106 | 383 | 50,046 | SH | | SOLE | | 50,046 | 0 | 0 |
ONE MADISON CORP-CLASS A | COM | G6772P100 | 9,819 | 979,000 | SH | | SOLE | | 917,066 | 0 | 61,934 |
ONE MADISON CORP-CW | RT | G6772P126 | 392 | 489,500 | PRN | | SOLE | | 458,533 | 0 | 30,967 |
PDC ENERGY INC 1.125 15SEP21 | SDBCV | 69327RAD3 | 6,240 | 7,000,000 | PRN | | SOLE | | 6,586,000 | 0 | 414,000 |
PDL BIOPHARMA 2.75 01DEC21 | SDBCV | 69329YAG9 | 13,814 | 13,617,000 | PRN | | SOLE | | 11,933,000 | 0 | 1,684,000 |
PLATINUM EAGLE ACQUISITION C | COM | G7126L100 | 9,868 | 978,998 | PRN | | SOLE | | 917,066 | 0 | 61,932 |
PLATINUM EAGLE ACQUISITION C | RT | G7126L118 | 367 | 326,332 | PRN | | SOLE | | 305,688 | 0 | 20,644 |
PRETIUM RESOURCES 2.25 15MAR22 | SDBCV | 74139CAB8 | 3,216 | 3,555,000 | PRN | | SOLE | | 3,347,000 | 0 | 208,000 |
PROSPECT CAPITAL 4.95 15JUL22 | SDBCV | 74348TAR3 | 24,138 | 24,909,000 | PRN | | SOLE | | 23,392,000 | 0 | 1,517,000 |
QIAGEN N.V. | COM | N72482123 | 427 | 12,384 | SH | | SOLE | | 12,384 | 0 | 0 |
QIAGEN N.V. | COM | N72482123 | 1,637 | 48,088 | SH | | SOLE | | 45,589 | 0 | 2,499 |
QUOTIENT TEC INC 1.75 01DEC22 | SDBCV | 749119AB9 | 16,512 | 17,500,000 | PRN | | SOLE | | 16,432,000 | 0 | 1,068,000 |
RADIUS HEALTH INC 3 1SEP24 | SDBCV | 750469AA6 | 11,151 | 14,500,000 | PRN | | SOLE | | 13,613,000 | 0 | 887,000 |
REALPAGE INC 1.5 15NOV22 | SDBCV | 75606NAB5 | 32,391 | 25,035,000 | PRN | | SOLE | | 23,179,000 | 0 | 1,856,000 |
REDFIN CORP 1.75 15JUL23 | SDBCV | 75737FAA6 | 13,037 | 16,255,000 | PRN | | SOLE | | 15,303,000 | 0 | 952,000 |
REDWOOD TRUST 5.625 15JUL25 | SDBCV | 758075AD7 | 26,038 | 27,605,000 | PRN | | SOLE | | 25,867,000 | 0 | 1,738,000 |
REDWOOD TRUST INC 4.75 15AUG23 | SDBCV | 758075AC9 | 42,760 | 46,574,000 | PRN | | SOLE | | 43,998,000 | 0 | 2,576,000 |
RETROPHIN INC 2.5 15SEP25 | SDBCV | 761299AB2 | 17,669 | 19,750,000 | PRN | | SOLE | | 18,581,000 | 0 | 1,169,000 |
SABAN CAPITAL ACQ-CW21 | RT | 78516C114 | 40 | 71,795 | SH | | SOLE | | 62,981 | 0 | 8,814 |
SABAN CAPITAL ACQUISITION-A | COM | 78516C106 | 1,275 | 125,962 | SH | | SOLE | | 125,962 | 0 | 0 |
SEACOR HOLDS INC 3.25 15MAY25 | SDBCV | 811904AN1 | 20,314 | 23,913,000 | PRN | | SOLE | | 22,404,000 | 0 | 1,509,000 |
SENTINEL ENERGY SERVICE-CL A | COM | 81728P105 | 7,920 | 790,400 | PRN | | SOLE | | 661,775 | 0 | 128,625 |
SENTINEL ENERGY SERVICE-CW22 | RT | 81728P113 | 190 | 227,500 | PRN | | SOLE | | 213,139 | 0 | 14,361 |
SHIP FIN INT LTD 4.875 01MAY23 | SDBCV | 824689AG8 | 31,133 | 34,565,000 | PRN | | SOLE | | 32,450,000 | 0 | 2,115,000 |
SPARTAN ENERGY ACQUISITION C | COM | 846784114 | 29,756 | 2,975,600 | SH | | SOLE | | 2,753,896 | 0 | 221,704 |
SQUARE INC 0.375 01MAR22 144A | SDBCV | 852234AB9 | 4,902 | 2,000,000 | PRN | | SOLE | | 1,878,000 | 0 | 122,000 |
SUNPOWER CORP 4 15JAN23 | SDBCV | 867652AL3 | 16,207 | 20,482,000 | PRN | | SOLE | | 19,175,000 | 0 | 1,307,000 |
TCP CAPITAL CORP 4.625 1MAR22 | SDBCV | 87238QAD5 | 979 | 1,001,000 | PRN | | SOLE | | 940,000 | 0 | 61,000 |
TEAM INC 5 01AUG23 | SDBCV | 878155AE0 | 18,598 | 18,635,000 | PRN | | SOLE | | 17,494,000 | 0 | 1,141,000 |
TELADOC INC 3 15DEC22 | SDBCV | 87918AAB1 | 186,233 | 135,410,000 | PRN | | SOLE | | 127,157,000 | 0 | 8,253,000 |
THERAVANCE 2.125 15JAN23 | SDBCV | 88338TAB0 | 54,263 | 50,422,000 | PRN | | SOLE | | 47,350,000 | 0 | 3,072,000 |
THERAVANCE BIOPHA 3.25 01NOV23 | SDBCV | 88339KAA0 | 70,716 | 68,688,000 | PRN | | SOLE | | 64,464,000 | 0 | 4,224,000 |
TIMKENSTEEL 6 1JUN21 | SDBCV | 887399AA1 | 39,860 | 38,090,000 | PRN | | SOLE | | 34,989,000 | 0 | 3,101,000 |
TPG PACE HOLDINGS CORP-CL A | COM | G89827128 | 6,326 | 632,581 | PRN | | SOLE | | 584,453 | 0 | 48,128 |
TPG PACE HOLDINGS CORP-CW | RT | G89827110 | 232 | 210,860 | PRN | | SOLE | | 194,817 | 0 | 16,043 |
TRACON PHARMACEUTICALS INC | COM | 89237H100 | 1,791 | 2,842,477 | SH | | SOLE | | 2,842,477 | 0 | 0 |
TRINITY BIOTECH LP 4.00 1APR45 | SDBCV | 89643QAB4 | 9,335 | 12,015,000 | PRN | | SOLE | | 11,112,000 | 0 | 903,000 |
TRULIA LLC 2.75 15 DEC 20 | SDBCV | 897888AB9 | 2,908 | 2,053,000 | PRN | | SOLE | | 1,859,000 | 0 | 194,000 |
TWITTER INC 1 15SEP21 | SDBCV | 90184LAD4 | 1,990 | 2,175,000 | PRN | | SOLE | | 2,029,000 | 0 | 146,000 |
VECTOR GROUP LTD 1.75 15APR20 | SDBCV | 92240MBC1 | 60,494 | 60,073,000 | PRN | | SOLE | | 56,407,000 | 0 | 3,666,000 |
WAYFAIR INC .375 1SEP22 | SDBCV | 94419LAB7 | 45,464 | 42,107,000 | PRN | | SOLE | | 37,700,000 | 0 | 4,407,000 |
WHITING PETROLEUM 1.25 1APR20 | SDBCV | 966387AL6 | 40,007 | 42,241,000 | PRN | | SOLE | | 39,708,000 | 0 | 2,533,000 |
WRIGHT MEDICAL 2.25 15NOV21 A | SDBCV | 98236JAB4 | 33,608 | 24,411,000 | PRN | | SOLE | | 20,588,000 | 0 | 3,823,000 |