The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
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UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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| 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 |
| AIR LEASE CORP | NOTE 3.875%12/0 | 00912XAK0 | 42,176 | 34,802,000 | PRN | OTR | 1 | 6,594,000 | 28,208,000 | 0 | |
| AIR LEASE CORP | NOTE 3.875%12/0 | 00912XAK0 | 3,802 | 3,150,000 | PRN | OTR | 2,904,000 | 0 | 246,000 | ||
| AIRTRAN HLDGS INC | NOTE 5.250%11/0 | 00949PAD0 | 7,406 | 2,693,000 | PRN | OTR | 1 | 2,443,000 | 250,000 | 0 | |
| ALCOA INC | DEP SHS 1/10TH | 013817309 | 6,724 | 203,178 | SH | OTR | 1 | 55,978 | 147,200 | 0 | |
| ALLERGAN PLC | PFD CONV SER A | G0177J116 | 4,052 | 4,861 | SH | OTR | 4,484 | 0 | 377 | ||
| ALLERGAN PLC | PFD CONV SER A | G0177J116 | 30,305 | 36,392 | SH | OTR | 1 | 8,076 | 28,316 | 0 | |
| ALZA CORP | SDCV 7/2 | 02261WAB5 | 12,041 | 7,229,000 | PRN | SOLE | 7,229,000 | 0 | 0 | ||
| AMERICAN RLTY CAP PPTYS INC | NOTE 3.000% 8/0 | 02917TAA2 | 7,420 | 7,500,000 | PRN | OTR | 1 | 2,890,000 | 4,610,000 | 0 | |
| AMERICAN RLTY CAP PPTYS INC | NOTE 3.750%12/1 | 02917TAB0 | 65,132 | 65,500,000 | PRN | OTR | 1 | 16,400,000 | 49,100,000 | 0 | |
| AMERICAN TOWER CORP NEW | PFD CONV SER A | 03027X308 | 7,114 | 63,235 | SH | OTR | 58,313 | 0 | 4,922 | ||
| AMERICAN TOWER CORP NEW | PFD CONV SER A | 03027X308 | 30,894 | 275,529 | SH | OTR | 1 | 72,980 | 202,549 | 0 | |
| ARRAY BIOPHARMA INC | NOTE 3.000% 6/0 | 04269XAA3 | 4,143 | 4,871,000 | PRN | OTR | 1 | 121,000 | 4,750,000 | 0 | |
| ATLAS AIR WORLDWIDE HLDGS IN | NOTE 2.250% 6/0 | 049164BH8 | 4,858 | 5,011,000 | PRN | OTR | 4,616,000 | 0 | 395,000 | ||
| ATLAS AIR WORLDWIDE HLDGS IN | NOTE 2.250% 6/0 | 049164BH8 | 9,966 | 10,228,000 | PRN | OTR | 1 | 413,000 | 9,815,000 | 0 | |
| AVIS BUDGET GROUP | COM | 053774105 | 3,223 | 100,000 | SH | OTR | 1 | 0 | 100,000 | 0 | |
| BAKER HUGHES INC | COM | 057224107 | 4,062 | 90,000 | SH | OTR | 1 | 0 | 90,000 | 0 | |
| BANK AMER CORP | COM | 060505104 | 8,842 | 666,299 | SH | OTR | 1 | 0 | 666,299 | 0 | |
| BANK AMER CORP | 7.25%CNV PFD L | 060505682 | 4,186 | 3,517 | SH | OTR | 1 | 3,117 | 400 | 0 | |
| BANK AMER CORP | 7.25%CNV PFD L | 060505682 | 7,887 | 6,600 | SH | OTR | 6,085 | 0 | 515 | ||
| BIOMARIN PHARMACEUTICAL INC | NOTE 0.750%10/1 | 09061GAE1 | 36,426 | 32,651,000 | PRN | OTR | 1 | 3,848,000 | 28,803,000 | 0 | |
| BIOMARIN PHARMACEUTICAL INC | NOTE 0.750%10/1 | 09061GAE1 | 5,029 | 4,528,000 | PRN | OTR | 4,173,000 | 0 | 355,000 | ||
| BLACKROCK FLA MUN 2020 TERM | COM SHS | 09250M109 | 3,089 | 203,891 | SH | SOLE | 203,891 | 0 | 0 | ||
| BLACKROCK LONG-TERM MUNI ADV | COM | 09250B103 | 1,995 | 156,373 | SH | SOLE | 156,373 | 0 | 0 | ||
| BLACKROCK MUNI INTER DR FD I | COM | 09253X102 | 6,361 | 417,358 | SH | SOLE | 417,358 | 0 | 0 | ||
| BLACKROCK MUNIHLDGS NJ QLTY | COM | 09254X101 | 5,246 | 323,240 | SH | SOLE | 323,240 | 0 | 0 | ||
| BLACKROCK MUNIYLD MICH QLTY | COM | 09254V105 | 4,799 | 309,829 | SH | SOLE | 309,829 | 0 | 0 | ||
| BOTTOMLINE TECH DEL INC | NOTE 1.500%12/0 | 101388AA4 | 3,345 | 3,330,000 | PRN | OTR | 3,064,000 | 0 | 266,000 | ||
| BOTTOMLINE TECH DEL INC | NOTE 1.500%12/0 | 101388AA4 | 19,528 | 19,347,000 | PRN | OTR | 1 | 4,993,000 | 14,354,000 | 0 | |
| CARRIAGE SVCS INC | NOTE 2.750% 3/1 | 143905AM9 | 15,637 | 13,259,000 | PRN | OTR | 1 | 2,055,000 | 11,204,000 | 0 | |
| CHART INDS INC | NOTE 2.000% 8/0 | 16115QAC4 | 3,006 | 3,230,000 | PRN | OTR | 2,977,000 | 0 | 253,000 | ||
| CHART INDS INC | NOTE 2.000% 8/0 | 16115QAC4 | 24,822 | 26,530,000 | PRN | OTR | 1 | 5,649,000 | 20,881,000 | 0 | |
| CIENA CORP | NOTE 0.875% 6/1 | 171779AE1 | 1,797 | 1,819,000 | PRN | OTR | 1,667,000 | 0 | 152,000 | ||
| CIENA CORP | NOTE 0.875% 6/1 | 171779AE1 | 112 | 113,000 | PRN | SOLE | 113,000 | 0 | 0 | ||
| CITRIX SYS INC | NOTE 0.500% 4/1 | 177376AD2 | 19,738 | 17,663,000 | PRN | OTR | 1 | 9,282,000 | 8,381,000 | 0 | |
| CROWN CASTLE INTL CORP NEW | CNV PFD STK SR A | 22822V200 | 33,233 | 274,651 | SH | OTR | 1 | 72,004 | 202,647 | 0 | |
| DANAHER CORP DEL | NOTE 1/2 | 235851AF9 | 9,551 | 3,257,000 | PRN | OTR | 3,001,000 | 0 | 256,000 | ||
| DANAHER CORP DEL | NOTE 1/2 | 235851AF9 | 55,119 | 18,780,000 | PRN | OTR | 1 | 3,473,000 | 15,307,000 | 0 | |
| DELAWARE INV MN MUN INC FD I | COM | 24610V103 | 9,247 | 603,962 | SH | SOLE | 603,962 | 0 | 0 | ||
| DELAWARE INVT NAT MUNI INC F | SH BEN INT | 24610T108 | 3,784 | 256,199 | SH | SOLE | 256,199 | 0 | 0 | ||
| DELTA AIR LINES INC DEL | COM NEW | 247361702 | 14,554 | 399,518 | SH | OTR | 1 | 0 | 399,518 | 0 | |
| DEPOMED INC | NOTE 2.500% 9/0 | 249908AA2 | 4,487 | 3,718,000 | PRN | OTR | 3,418,000 | 0 | 300,000 | ||
| DEPOMED INC | NOTE 2.500% 9/0 | 249908AA2 | 26,955 | 22,265,000 | PRN | OTR | 1 | 4,914,000 | 17,351,000 | 0 | |
| DTF TAX-FREE INCOME INC | COM | 23334J107 | 453 | 27,049 | SH | SOLE | 27,049 | 0 | 0 | ||
| EATON VANCE MICH MUN BD FD | COM | 27828M104 | 419 | 26,210 | SH | SOLE | 26,210 | 0 | 0 | ||
| EATON VANCE NATL MUN OPPORT | COM SHS | 27829L105 | 4,684 | 203,299 | SH | SOLE | 203,299 | 0 | 0 | ||
| EATON VANCE NEW YORK MUN BD | COM | 27827Y109 | 7,327 | 505,288 | SH | SOLE | 505,288 | 0 | 0 | ||
| ECHO GLOBAL LOGISTICS INC | NOTE 2.500% 5/0 | 27875TAA9 | 16,284 | 17,152,000 | PRN | OTR | 1 | 768,000 | 16,384,000 | 0 | |
| EXIDE TECHNOLOGIES | DEBT 7.000% 4/3 | 302051AU1 | 92,451 | 132,073,188 | PRN | OTR | 1 | 30,520,140 | 101,553,048 | 0 | |
| EXPEDIA INC DEL | COM NEW | 30212P303 | 5,902 | 55,519 | SH | OTR | 1 | 0 | 55,519 | 0 | |
| FIAT CHRYSLER AUTOMOBILES N | MAN COV SEC 16 | N31738110 | 9,436 | 156,947 | SH | OTR | 1 | 32,622 | 124,325 | 0 | |
| FIAT CHRYSLER AUTOMOBILES N | MAN COV SEC 16 | N31738110 | 2,704 | 45,157 | SH | OTR | 41,642 | 0 | 3,515 | ||
| GENERAL MTRS CO | COM | 37045V100 | 8,494 | 300,140 | SH | OTR | 1 | 92,553 | 207,587 | 0 | |
| HALLIBURTON CO | COM | 406216101 | 8,456 | 186,718 | SH | OTR | 1 | 0 | 186,718 | 0 | |
| HELIX ENERGY SOLUTIONS GRP I | NOTE 3.250% 3/1 | 42330PAG2 | 5,732 | 6,504,000 | PRN | OTR | 5,991,000 | 0 | 513,000 | ||
| HELIX ENERGY SOLUTIONS GRP I | NOTE 3.250% 3/1 | 42330PAG2 | 27,116 | 30,425,000 | PRN | OTR | 1 | 7,671,000 | 22,754,000 | 0 | |
| HOLOGIC INC | DEBT 2.000% 3/0 | 436440AC5 | 4,212 | 3,284,000 | PRN | OTR | 3,023,000 | 0 | 261,000 | ||
| HOLOGIC INC | DEBT 2.000% 3/0 | 436440AC5 | 10,407 | 8,099,000 | PRN | OTR | 1 | 1,595,000 | 6,504,000 | 0 | |
| HORNBECK OFFSHORE SVCS INC N | NOTE 1.500% 9/0 | 440543AN6 | 1,751 | 3,000,000 | PRN | OTR | 1 | 0 | 3,000,000 | 0 | |
| ILLUMINA INC | NOTE 6/1 | 452327AF6 | 10,694 | 10,926,000 | PRN | OTR | 1 | 3,927,000 | 6,999,000 | 0 | |
| ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 4,278 | 4,283,000 | PRN | OTR | 3,950,000 | 0 | 333,000 | ||
| ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 17,344 | 17,279,000 | PRN | OTR | 1 | 3,149,000 | 14,130,000 | 0 | |
| INTEL CORP | SDCV 12/1 | 458140AD2 | 2,150 | 1,663,000 | PRN | OTR | 1,535,000 | 0 | 128,000 | ||
| INTEL CORP | SDCV 12/1 | 458140AD2 | 5,724 | 4,418,000 | PRN | SOLE | 4,418,000 | 0 | 0 | ||
| INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 2,708 | 1,666,000 | PRN | OTR | 1,535,000 | 0 | 131,000 | ||
| INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 6,748 | 4,146,000 | PRN | SOLE | 4,146,000 | 0 | 0 | ||
| INVESCO MUN TR | COM | 46131J103 | 5,538 | 389,697 | SH | SOLE | 389,697 | 0 | 0 | ||
| INVESCO QUALITY MUNI INC TRS | COM | 46133G107 | 3,235 | 234,076 | SH | SOLE | 234,076 | 0 | 0 | ||
| ISIS PHARMACEUTICALS INC DEL | NOTE 1.000%11/1 | 464337AJ3 | 7,266 | 10,243,000 | PRN | OTR | 1 | 2,875,000 | 7,368,000 | 0 | |
| LIBERTY MEDIA CORP DELAWARE | NOTE 1.375%10/1 | 531229AB8 | 4,799 | 4,832,000 | PRN | OTR | 4,457,000 | 0 | 375,000 | ||
| LIBERTY MEDIA CORP DELAWARE | NOTE 1.375%10/1 | 531229AB8 | 9,823 | 9,841,000 | PRN | OTR | 1 | 0 | 9,841,000 | 0 | |
| LIVE NATION ENTERTAINMENT IN | DBCV 2.500% 5/1 | 538034AJ8 | 242 | 240,000 | PRN | OTR | 1 | 0 | 240,000 | 0 | |
| MACQUARIE INFRASTRUCTURE COR | NOTE 2.875% 7/1 | 55608BAA3 | 5,299 | 4,641,000 | PRN | OTR | 4,283,000 | 0 | 358,000 | ||
| MACQUARIE INFRASTRUCTURE COR | NOTE 2.875% 7/1 | 55608BAA3 | 53,064 | 46,268,000 | PRN | OTR | 1 | 10,206,000 | 36,062,000 | 0 | |
| MEDICINES CO | DBCV 1.375% 6/0 | 584688AC9 | 9,601 | 7,145,000 | PRN | OTR | 1 | 106,000 | 7,039,000 | 0 | |
| MEDIDATA SOLUTIONS INC | NOTE 1.000% 8/0 | 58471AAB1 | 4,800 | 4,429,000 | PRN | OTR | 4,089,000 | 0 | 340,000 | ||
| MEDIDATA SOLUTIONS INC | NOTE 1.000% 8/0 | 58471AAB1 | 38,174 | 35,062,000 | PRN | OTR | 1 | 7,439,000 | 27,623,000 | 0 | |
| MFS HIGH INCOME MUN TR | SH BEN INT | 59318D104 | 2,546 | 462,916 | SH | SOLE | 462,916 | 0 | 0 | ||
| MFS MUN INCOME TR | SH BEN INT | 552738106 | 3,237 | 427,052 | SH | SOLE | 427,052 | 0 | 0 | ||
| MGIC INVT CORP WIS | NOTE 2.000% 4/0 | 552848AE3 | 10,857 | 9,737,000 | PRN | OTR | 1 | 3,067,000 | 6,670,000 | 0 | |
| MICROCHIP TECHNOLOGY INC | SDCV 2.125%12/1 | 595017AB0 | 3,479 | 1,653,000 | PRN | OTR | 1,527,000 | 0 | 126,000 | ||
| MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 44,359 | 39,896,000 | PRN | OTR | 1 | 7,598,000 | 32,298,000 | 0 | |
| MICRON TECHNOLOGY INC | NOTE 3.000%11/1 | 595112AY9 | 13,184 | 17,150,000 | PRN | OTR | 1 | 3,605,000 | 13,545,000 | 0 | |
| MOLINA HEALTHCARE INC | DBCV 1.625% 8/1 | 60855RAD2 | 3,813 | 3,512,000 | PRN | OTR | 3,228,000 | 0 | 284,000 | ||
| MOLINA HEALTHCARE INC | DBCV 1.625% 8/1 | 60855RAD2 | 26,098 | 23,929,000 | PRN | OTR | 1 | 5,036,000 | 18,893,000 | 0 | |
| NEWPARK RES INC | NOTE 4.000%10/0 | 651718AC2 | 4,218 | 4,548,000 | PRN | OTR | 4,194,000 | 0 | 354,000 | ||
| NEWPARK RES INC | NOTE 4.000%10/0 | 651718AC2 | 3,982 | 4,270,000 | PRN | OTR | 1 | 170,000 | 4,100,000 | 0 | |
| NEXTERA ENERGY INC | UNIT 08/31/2018 | 65339F846 | 6,994 | 109,800 | SH | SOLE | 109,800 | 0 | 0 | ||
| NUANCE COMMUNICATIONS INC | NOTE 2.750%11/0 | 67020YAF7 | 4,548 | 4,509,000 | PRN | OTR | 4,157,000 | 0 | 352,000 | ||
| NUVEEN ENHANCED AMT FREE MUN | COM | 67071L106 | 10,403 | 639,783 | SH | SOLE | 639,783 | 0 | 0 | ||
| NUVEEN ENHANCED MUN CREDIT O | COM SH BEN INT | 67070X101 | 15,056 | 945,726 | SH | SOLE | 945,726 | 0 | 0 | ||
| NUVEEN MD PREM INCOME MUN FD | COM | 67061Q107 | 745 | 52,397 | SH | SOLE | 52,397 | 0 | 0 | ||
| NUVEEN MICH QUALITY INCOME M | COM | 670979103 | 1,904 | 124,070 | SH | SOLE | 124,070 | 0 | 0 | ||
| NUVEEN MUN MKT OPPORTUNITY F | COM | 67062W103 | 10,174 | 674,680 | SH | SOLE | 674,680 | 0 | 0 | ||
| NUVEEN NY AMT FREE MUN INCOM | COM | 670656107 | 5,342 | 374,856 | SH | OTR | 1 | 290,316 | 84,540 | 0 | |
| NUVEEN PA INVT QUALITY MUN F | COM | 670972108 | 5,498 | 356,785 | SH | SOLE | 356,785 | 0 | 0 | ||
| NUVEEN PERFORMANCE PLUS MUN | COM | 67062P108 | 9,825 | 595,081 | SH | SOLE | 595,081 | 0 | 0 | ||
| NVIDIA CORP | NOTE 1.000%12/0 | 67066GAC8 | 3,444 | 1,478,000 | PRN | OTR | 1,364,000 | 0 | 114,000 | ||
| NVIDIA CORP | NOTE 1.000%12/0 | 67066GAC8 | 19,096 | 8,178,000 | PRN | OTR | 1 | 549,000 | 7,629,000 | 0 | |
| NXP SEMICONDUCTORS N V | DBCV 1.000%12/0 | 62952QAB6 | 39,630 | 36,295,000 | PRN | OTR | 1 | 7,945,000 | 28,350,000 | 0 | |
| ON SEMICONDUCTOR CORP | NOTE 2.625%12/1 | 682189AH8 | 5,019 | 4,832,000 | PRN | OTR | 4,457,000 | 0 | 375,000 | ||
| ON SEMICONDUCTOR CORP | NOTE 2.625%12/1 | 682189AH8 | 18,064 | 17,328,000 | PRN | OTR | 1 | 3,751,000 | 13,577,000 | 0 | |
| ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 20,714 | 23,048,000 | PRN | OTR | 1 | 4,961,000 | 18,087,000 | 0 | |
| PRICELINE GRP INC | NOTE 1.000% 3/1 | 741503AQ9 | 2,393 | 1,724,000 | PRN | OTR | 1,593,000 | 0 | 131,000 | ||
| PRICELINE GRP INC | NOTE 1.000% 3/1 | 741503AQ9 | 31,921 | 22,913,000 | PRN | OTR | 1 | 1,953,000 | 20,960,000 | 0 | |
| PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 22,135 | 18,798,000 | PRN | OTR | 1 | 3,463,000 | 15,335,000 | 0 | |
| PROOFPOINT INC | NOTE 1.250%12/1 | 743424AB9 | 9,516 | 5,679,000 | PRN | OTR | 1 | 1,229,000 | 4,450,000 | 0 | |
| PROOFPOINT INC | DBCV 0.750% 6/1 | 743424AD5 | 3,991 | 3,702,000 | PRN | OTR | 1 | 265,000 | 3,437,000 | 0 | |
| PUTNAM MUN OPPORTUNITIES TR | SH BEN INT | 746922103 | 15,252 | 1,139,927 | SH | SOLE | 1,139,927 | 0 | 0 | ||
| RADIAN GROUP INC | NOTE 2.250% 3/0 | 750236AN1 | 8,503 | 7,414,000 | PRN | OTR | 1 | 79,000 | 7,335,000 | 0 | |
| RAMBUS INC DEL | NOTE 1.125% 8/1 | 750917AE6 | 8,571 | 7,365,000 | PRN | OTR | 1 | 1,997,000 | 5,368,000 | 0 | |
| RED HAT INC | NOTE 0.250%10/0 | 756577AD4 | 4,418 | 3,644,000 | PRN | OTR | 3,347,000 | 0 | 297,000 | ||
| RED HAT INC | NOTE 0.250%10/0 | 756577AD4 | 27,564 | 22,640,000 | PRN | OTR | 1 | 5,715,000 | 16,925,000 | 0 | |
| REX ENERGY CORPORATION | COM | 761565100 | 2,159 | 3,268,830 | SH | OTR | 1 | 827,040 | 2,441,790 | 0 | |
| RPM INTL INC | NOTE 2.250%12/1 | 749685AT0 | 2,088 | 1,800,000 | PRN | OTR | 1,650,000 | 0 | 150,000 | ||
| RPM INTL INC | NOTE 2.250%12/1 | 749685AT0 | 6,055 | 5,197,000 | PRN | SOLE | 5,197,000 | 0 | 0 | ||
| SALESFORCE COM INC | NOTE 0.250% 4/0 | 79466LAD6 | 30,605 | 23,645,000 | PRN | OTR | 1 | 5,575,000 | 18,070,000 | 0 | |
| SALESFORCE COM INC | NOTE 0.250% 4/0 | 79466LAD6 | 5,837 | 4,518,000 | PRN | OTR | 4,166,000 | 0 | 352,000 | ||
| SANDISK CORP | NOTE 0.500%10/1 | 80004CAF8 | 22,527 | 20,834,000 | PRN | OTR | 1 | 1,420,000 | 19,414,000 | 0 | |
| SANDISK CORP | NOTE 0.500%10/1 | 80004CAF8 | 5,064 | 4,689,000 | PRN | OTR | 4,326,000 | 0 | 363,000 | ||
| SEACOR HOLDINGS INC | NOTE 2.500%12/1 | 811904AM3 | 4,233 | 4,308,000 | PRN | OTR | 1 | 50,000 | 4,258,000 | 0 | |
| SERVICENOW INC | NOTE 11/0 | 81762PAB8 | 4,705 | 4,229,000 | PRN | OTR | 3,902,000 | 0 | 327,000 | ||
| SERVICENOW INC | NOTE 11/0 | 81762PAB8 | 18,610 | 16,653,000 | PRN | OTR | 1 | 3,272,000 | 13,381,000 | 0 | |
| SOUTHWESTERN ENERGY CO | DEP SHS 1/20 B | 845467208 | 2,916 | 96,885 | SH | OTR | 89,378 | 0 | 7,507 | ||
| SOUTHWESTERN ENERGY CO | DEP SHS 1/20 B | 845467208 | 10,050 | 331,211 | SH | OTR | 1 | 17,089 | 314,122 | 0 | |
| SPDR GOLD TRUST | GOLD SHS | 78463V107 | 21,432 | 169,400 | SH | OTR | 1 | 0 | 169,400 | 0 | |
| STANLEY BLACK & DECKER INC | UNIT 11/17/20166 | 854502804 | 6,998 | 60,276 | SH | OTR | 55,574 | 0 | 4,702 | ||
| STANLEY BLACK & DECKER INC | UNIT 11/17/20166 | 854502804 | 19,901 | 170,840 | SH | OTR | 1 | 44,840 | 126,000 | 0 | |
| STARWOOD HOTELS&RESORTS WRLD | COM | 85590A401 | 8,147 | 110,170 | SH | OTR | 1 | 0 | 110,170 | 0 | |
| STONE ENERGY CORP | NOTE 1.750% 3/0 | 861642AN6 | 767 | 1,725,000 | PRN | OTR | 1,580,000 | 0 | 145,000 | ||
| STONE ENERGY CORP | NOTE 1.750% 3/0 | 861642AN6 | 29,061 | 62,580,000 | PRN | OTR | 1 | 16,021,000 | 46,559,000 | 0 | |
| T MOBILE US INC | CONV PFD SER A | 872590203 | 14,759 | 200,782 | SH | OTR | 1 | 55,482 | 145,300 | 0 | |
| TELEFLEX INC | NOTE 3.875% 8/0 | 879369AA4 | 13,536 | 4,694,000 | PRN | OTR | 4,327,000 | 0 | 367,000 | ||
| TELEFLEX INC | NOTE 3.875% 8/0 | 879369AA4 | 56,787 | 19,658,000 | PRN | OTR | 1 | 4,523,000 | 15,135,000 | 0 | |
| TEVA PHARMACEUTICAL FIN LLC | DBCV 0.250% 2/0 | 88163VAE9 | 4,044 | 3,227,000 | PRN | OTR | 2,971,000 | 0 | 256,000 | ||
| TEVA PHARMACEUTICAL FIN LLC | DBCV 0.250% 2/0 | 88163VAE9 | 19,711 | 15,667,000 | PRN | OTR | 1 | 5,207,000 | 10,460,000 | 0 | |
| TWITTER INC | NOTE 0.250% 9/1 | 90184LAB8 | 19,147 | 20,784,000 | PRN | OTR | 1 | 2,221,000 | 18,563,000 | 0 | |
| TYSON FOODS INC | UNIT 99/99/9999 | 902494301 | 23,281 | 313,634 | SH | OTR | 1 | 92,234 | 221,400 | 0 | |
| TYSON FOODS INC | UNIT 99/99/9999 | 902494301 | 7,345 | 99,416 | SH | OTR | 91,706 | 0 | 7,710 | ||
| UNITED TECHNOLOGIES CORP | COM | 913017109 | 9,060 | 88,349 | SH | OTR | 1 | 0 | 88,349 | 0 | |
| VERINT SYS INC | NOTE 1.500% 6/0 | 92343XAA8 | 4,267 | 4,686,000 | PRN | OTR | 4,324,000 | 0 | 362,000 | ||
| VERINT SYS INC | NOTE 1.500% 6/0 | 92343XAA8 | 33,573 | 36,667,000 | PRN | OTR | 1 | 7,485,000 | 29,182,000 | 0 | |
| WABASH NATL CORP | NOTE 3.375% 5/0 | 929566AH0 | 4,015 | 3,220,000 | PRN | OTR | 2,969,000 | 0 | 251,000 | ||
| WABASH NATL CORP | NOTE 3.375% 5/0 | 929566AH0 | 24,778 | 19,793,000 | PRN | OTR | 1 | 5,057,000 | 14,736,000 | 0 | |
| WEATHERFORD INTL LTD | NOTE 5.875% 7/0 | 947075AH0 | 5,001 | 4,601,000 | PRN | OTR | 4,242,000 | 0 | 359,000 | ||
| WEATHERFORD INTL LTD | NOTE 5.875% 7/0 | 947075AH0 | 19,609 | 18,000,000 | PRN | OTR | 1 | 3,989,000 | 14,011,000 | 0 | |
| WEBMD HEALTH CORP | NOTE 1.500%12/0 | 94770VAK8 | 9,987 | 7,837,000 | PRN | OTR | 1 | 1,728,000 | 6,109,000 | 0 | |
| WELLPOINT INC | NOTE 2.750%10/1 | 94973VBG1 | 28,233 | 15,465,000 | PRN | OTR | 1 | 3,293,000 | 12,172,000 | 0 | |
| WELLS FARGO & CO NEW | PERP PFD CNV A | 949746804 | 4,693 | 3,611 | SH | OTR | 1 | 3,211 | 400 | 0 | |
| WELLS FARGO & CO NEW | PERP PFD CNV A | 949746804 | 4,276 | 3,291 | SH | OTR | 3,034 | 0 | 257 | ||
| WELLTOWER INC | 6.50% PFD PREPET | 95040Q203 | 6,666 | 97,900 | SH | OTR | 1 | 23,300 | 74,600 | 0 | |
| WEYERHAEUSER CO | PREF CONV SER A | 962166872 | 2,197 | 43,700 | SH | SOLE | 43,700 | 0 | 0 | ||
| XILINX INC | NOTE 2.625% 6/1 | 983919AF8 | 4,967 | 3,086,000 | PRN | OTR | 2,841,000 | 0 | 245,000 | ||
| XILINX INC | NOTE 2.625% 6/1 | 983919AF8 | 49,736 | 30,808,000 | PRN | OTR | 1 | 6,707,000 | 24,101,000 | 0 | |
| XPO LOGISTICS INC | NOTE 4.500%10/0 | 983793AA8 | 4,616 | 2,865,000 | PRN | OTR | 2,642,000 | 0 | 223,000 | ||
| XPO LOGISTICS INC | NOTE 4.500%10/0 | 983793AA8 | 32,285 | 19,975,000 | PRN | OTR | 1 | 3,937,000 | 16,038,000 | 0 | |
| YAHOO INC | NOTE 12/0 | 984332AF3 | 5,262 | 5,275,000 | PRN | OTR | 1 | 5,000,000 | 275,000 | 0 | |