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 |
| ADVANCED MICRO DEVICES INC | NOTE 2.125% 9/0 | 007903BD8 | 21,800 | 20,000,000 | PRN | OTR | 1 | 4,102,000 | 15,898,000 | 0 | |
| ADVANCED MICRO DEVICES INC | NOTE 2.125% 9/0 | 007903BD8 | 2,766 | 2,543,000 | PRN | OTR | 2,337,000 | 0 | 206,000 | ||
| AIR LEASE CORP | NOTE 3.875%12/0 | 00912XAK0 | 3,735 | 3,021,000 | PRN | OTR | 2,772,000 | 0 | 249,000 | ||
| AIR LEASE CORP | NOTE 3.875%12/0 | 00912XAK0 | 43,318 | 34,899,000 | PRN | OTR | 1 | 6,691,000 | 28,208,000 | 0 | |
| AIRTRAN HLDGS INC | NOTE 5.250%11/0 | 00949PAD0 | 6,700 | 2,443,000 | PRN | SOLE | 2,443,000 | 0 | 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 | 3,839 | 4,673 | SH | OTR | 4,297 | 0 | 376 | ||
| ALLERGAN PLC | PFD CONV SER A | G0177J116 | 29,887 | 36,492 | SH | OTR | 1 | 8,176 | 28,316 | 0 | |
| ALZA CORP | SDCV 7/2 | 02261WAB5 | 12,424 | 7,637,000 | PRN | SOLE | 7,637,000 | 0 | 0 | ||
| AMERICAN RLTY CAP PPTYS INC | NOTE 3.000% 8/0 | 02917TAA2 | 6,991 | 7,000,000 | PRN | OTR | 1 | 2,390,000 | 4,610,000 | 0 | |
| AMERICAN RLTY CAP PPTYS INC | NOTE 3.750%12/1 | 02917TAB0 | 86,894 | 84,930,000 | PRN | OTR | 1 | 21,630,000 | 63,300,000 | 0 | |
| AMERICAN TOWER CORP NEW | PFD CONV SER A | 03027X308 | 6,846 | 61,413 | SH | OTR | 56,467 | 0 | 4,946 | ||
| AMERICAN TOWER CORP NEW | PFD CONV SER A | 03027X308 | 30,621 | 276,329 | SH | OTR | 1 | 73,780 | 202,549 | 0 | |
| ATLAS AIR WORLDWIDE HLDGS IN | NOTE 2.250% 6/0 | 049164BH8 | 4,700 | 4,848,000 | PRN | OTR | 4,450,000 | 0 | 398,000 | ||
| ATLAS AIR WORLDWIDE HLDGS IN | NOTE 2.250% 6/0 | 049164BH8 | 10,000 | 10,263,000 | PRN | OTR | 1 | 448,000 | 9,815,000 | 0 | |
| AVIS BUDGET GROUP | COM | 053774105 | 2,829 | 82,700 | SH | OTR | 1 | 0 | 82,700 | 0 | |
| BAKER HUGHES INC | COM | 057224107 | 4,542 | 90,000 | SH | OTR | 1 | 0 | 90,000 | 0 | |
| BANK AMER CORP | COM | 060505104 | 10,428 | 666,299 | SH | OTR | 1 | 0 | 666,299 | 0 | |
| BANK AMER CORP | 7.25%CNV PFD L | 060505682 | 7,804 | 6,392 | SH | OTR | 5,877 | 0 | 515 | ||
| BANK AMER CORP | 7.25%CNV PFD L | 060505682 | 4,432 | 3,617 | SH | OTR | 1 | 3,217 | 400 | 0 | |
| BIOMARIN PHARMACEUTICAL INC | NOTE 0.750%10/1 | 09061GAE1 | 5,289 | 4,410,000 | PRN | OTR | 4,046,000 | 0 | 364,000 | ||
| BIOMARIN PHARMACEUTICAL INC | NOTE 0.750%10/1 | 09061GAE1 | 39,384 | 32,701,000 | PRN | OTR | 1 | 3,898,000 | 28,803,000 | 0 | |
| BLACKROCK FLA MUN 2020 TERM | COM SHS | 09250M109 | 3,126 | 203,891 | SH | SOLE | 203,891 | 0 | 0 | ||
| BLACKROCK LONG-TERM MUNI ADV | COM | 09250B103 | 1,131 | 89,446 | SH | SOLE | 89,446 | 0 | 0 | ||
| BLACKROCK MUN 2030 TAR TERM | COM SHS BEN IN | 09257P105 | 4,068 | 167,704 | SH | SOLE | 167,704 | 0 | 0 | ||
| BLACKROCK MUNI INTER DR FD I | COM | 09253X102 | 12,128 | 800,000 | SH | SOLE | 800,000 | 0 | 0 | ||
| BLACKROCK MUNIHLDGS NJ QLTY | COM | 09254X101 | 2,078 | 132,807 | SH | SOLE | 132,807 | 0 | 0 | ||
| BLACKROCK MUNIYLD MICH QLTY | COM | 09254V105 | 6,833 | 451,928 | SH | SOLE | 451,928 | 0 | 0 | ||
| CARRIAGE SVCS INC | NOTE 2.750% 3/1 | 143905AM9 | 15,634 | 13,284,000 | PRN | OTR | 1 | 2,080,000 | 11,204,000 | 0 | |
| CHART INDS INC | NOTE 2.000% 8/0 | 16115QAC4 | 3,087 | 3,142,000 | PRN | OTR | 2,885,000 | 0 | 257,000 | ||
| CHART INDS INC | NOTE 2.000% 8/0 | 16115QAC4 | 26,248 | 26,580,000 | PRN | OTR | 1 | 5,699,000 | 20,881,000 | 0 | |
| CIENA CORP | NOTE 0.875% 6/1 | 171779AE1 | 1,761 | 1,771,000 | PRN | OTR | 1,611,000 | 0 | 160,000 | ||
| CIENA CORP | NOTE 0.875% 6/1 | 171779AE1 | 113 | 113,000 | PRN | SOLE | 113,000 | 0 | 0 | ||
| CITRIX SYS INC | NOTE 0.500% 4/1 | 177376AD2 | 20,121 | 17,718,000 | PRN | OTR | 1 | 9,337,000 | 8,381,000 | 0 | |
| COMSTOCK RES INC | COM | 205768302 | 1,892 | 247,630 | SH | OTR | 1 | 23,481 | 224,149 | 0 | |
| COMSTOCK RES INC | NOTE 7.750% 4/0 | 205768AM6 | 37,320 | 50,775,000 | PRN | OTR | 1 | 14,431,000 | 36,344,000 | 0 | |
| COMSTOCK RES INC | NOTE 9.500% 6/1 | 205768AN4 | 45,595 | 62,034,000 | PRN | OTR | 1 | 14,160,000 | 47,874,000 | 0 | |
| CROWN CASTLE INTL CORP NEW | CNV PFD STK SR A | 22822V200 | 31,041 | 274,651 | SH | OTR | 1 | 72,004 | 202,647 | 0 | |
| DANAHER CORP DEL | NOTE 1/2 | 235851AF9 | 9,459 | 3,159,000 | PRN | OTR | 2,902,000 | 0 | 257,000 | ||
| DANAHER CORP DEL | NOTE 1/2 | 235851AF9 | 56,293 | 18,784,000 | PRN | OTR | 1 | 3,477,000 | 15,307,000 | 0 | |
| DELAWARE INV MN MUN INC FD I | COM | 24610V103 | 8,438 | 564,399 | SH | SOLE | 564,399 | 0 | 0 | ||
| DELAWARE INVT NAT MUNI INC F | SH BEN INT | 24610T108 | 3,625 | 256,199 | SH | SOLE | 256,199 | 0 | 0 | ||
| DELTA AIR LINES INC DEL | COM NEW | 247361702 | 15,725 | 399,518 | SH | OTR | 1 | 0 | 399,518 | 0 | |
| DEPOMED INC | NOTE 2.500% 9/0 | 249908AA2 | 5,083 | 3,570,000 | PRN | OTR | 3,274,000 | 0 | 296,000 | ||
| DEPOMED INC | NOTE 2.500% 9/0 | 249908AA2 | 31,840 | 22,305,000 | PRN | OTR | 1 | 4,954,000 | 17,351,000 | 0 | |
| EATON VANCE MUN INCOME 2028 | SHS | 27829U105 | 1,869 | 88,224 | SH | SOLE | 88,224 | 0 | 0 | ||
| EATON VANCE NEW YORK MUN BD | COM | 27827Y109 | 6,780 | 473,489 | SH | SOLE | 473,489 | 0 | 0 | ||
| ECHO GLOBAL LOGISTICS INC | NOTE 2.500% 5/0 | 27875TAA9 | 16,258 | 17,182,000 | PRN | OTR | 1 | 798,000 | 16,384,000 | 0 | |
| FIAT CHRYSLER AUTOMOBILES N | MAN COV SEC 16 | N31738110 | 2,778 | 43,370 | SH | OTR | 39,826 | 0 | 3,544 | ||
| FIAT CHRYSLER AUTOMOBILES N | MAN COV SEC 16 | N31738110 | 10,094 | 156,947 | SH | OTR | 1 | 32,622 | 124,325 | 0 | |
| GENERAL MTRS CO | COM | 37045V100 | 9,515 | 299,511 | SH | OTR | 1 | 91,924 | 207,587 | 0 | |
| HALLIBURTON CO | COM | 406216101 | 8,380 | 186,718 | SH | OTR | 1 | 0 | 186,718 | 0 | |
| HELIX ENERGY SOLUTIONS GRP I | NOTE 3.250% 3/1 | 42330PAG2 | 5,905 | 6,303,000 | PRN | OTR | 5,784,000 | 0 | 519,000 | ||
| HELIX ENERGY SOLUTIONS GRP I | NOTE 3.250% 3/1 | 42330PAG2 | 28,842 | 30,460,000 | PRN | OTR | 1 | 7,706,000 | 22,754,000 | 0 | |
| HOLOGIC INC | DEBT 2.000% 3/0 | 436440AC5 | 4,346 | 3,190,000 | PRN | OTR | 2,928,000 | 0 | 262,000 | ||
| HOLOGIC INC | DEBT 2.000% 3/0 | 436440AC5 | 29,863 | 21,878,000 | PRN | OTR | 1 | 4,652,000 | 17,226,000 | 0 | |
| HORNBECK OFFSHORE SVCS INC N | NOTE 1.500% 9/0 | 440543AN6 | 1,740 | 3,000,000 | PRN | OTR | 1 | 0 | 3,000,000 | 0 | |
| ILLUMINA INC | NOTE 6/1 | 452327AF6 | 11,425 | 10,986,000 | PRN | OTR | 1 | 3,987,000 | 6,999,000 | 0 | |
| ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 4,555 | 4,174,000 | PRN | OTR | 3,830,000 | 0 | 344,000 | ||
| ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 18,942 | 17,279,000 | PRN | OTR | 1 | 3,149,000 | 14,130,000 | 0 | |
| INTEL CORP | SDCV 12/1 | 458140AD2 | 2,230 | 1,615,000 | PRN | OTR | 1,485,000 | 0 | 130,000 | ||
| INTEL CORP | SDCV 12/1 | 458140AD2 | 6,180 | 4,468,000 | PRN | SOLE | 4,468,000 | 0 | 0 | ||
| INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 2,959 | 1,618,000 | PRN | OTR | 1,484,000 | 0 | 134,000 | ||
| INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 7,590 | 4,146,000 | PRN | SOLE | 4,146,000 | 0 | 0 | ||
| INTERCEPT PHARMACEUTICALS IN | NOTE 3.250% 7/0 | 45845PAA6 | 2,427 | 2,171,000 | PRN | OTR | 1,995,000 | 0 | 176,000 | ||
| INTERCEPT PHARMACEUTICALS IN | NOTE 3.250% 7/0 | 45845PAA6 | 17,027 | 15,160,000 | PRN | OTR | 1 | 3,424,000 | 11,736,000 | 0 | |
| INVESCO MUN TR | COM | 46131J103 | 332 | 24,087 | SH | SOLE | 24,087 | 0 | 0 | ||
| INVESCO QUALITY MUNI INC TRS | COM | 46133G107 | 1,378 | 99,857 | SH | SOLE | 99,857 | 0 | 0 | ||
| ISIS PHARMACEUTICALS INC DEL | NOTE 1.000%11/1 | 464337AJ3 | 9,558 | 10,243,000 | PRN | OTR | 1 | 2,875,000 | 7,368,000 | 0 | |
| LAM RESEARCH CORP | NOTE 1.250% 5/1 | 512807AL2 | 5,091 | 3,198,000 | PRN | OTR | 2,940,000 | 0 | 258,000 | ||
| LAM RESEARCH CORP | NOTE 1.250% 5/1 | 512807AL2 | 19,297 | 12,084,000 | PRN | OTR | 1 | 1,101,000 | 10,983,000 | 0 | |
| LIBERTY MEDIA CORP DELAWARE | NOTE 1.375%10/1 | 531229AB8 | 4,903 | 4,703,000 | PRN | OTR | 4,322,000 | 0 | 381,000 | ||
| LIBERTY MEDIA CORP DELAWARE | NOTE 1.375%10/1 | 531229AB8 | 10,308 | 9,841,000 | PRN | OTR | 1 | 0 | 9,841,000 | 0 | |
| LIVE NATION ENTERTAINMENT IN | DBCV 2.500% 5/1 | 538034AJ8 | 261 | 240,000 | PRN | OTR | 1 | 0 | 240,000 | 0 | |
| MACQUARIE INFRASTRUCTURE COR | NOTE 2.875% 7/1 | 55608BAA3 | 5,300 | 4,523,000 | PRN | OTR | 4,158,000 | 0 | 365,000 | ||
| MACQUARIE INFRASTRUCTURE COR | NOTE 2.875% 7/1 | 55608BAA3 | 54,614 | 46,406,000 | PRN | OTR | 1 | 10,344,000 | 36,062,000 | 0 | |
| MARRIOTT INTL INC NEW | CL A | 571903202 | 5,934 | 88,136 | SH | OTR | 1 | 0 | 88,136 | 0 | |
| MEDICINES CO | DBCV 1.375% 6/0 | 584688AC9 | 10,293 | 7,145,000 | PRN | OTR | 1 | 106,000 | 7,039,000 | 0 | |
| MEDIDATA SOLUTIONS INC | NOTE 1.000% 8/0 | 58471AAB1 | 41,179 | 35,102,000 | PRN | OTR | 1 | 7,479,000 | 27,623,000 | 0 | |
| MEDIDATA SOLUTIONS INC | NOTE 1.000% 8/0 | 58471AAB1 | 5,046 | 4,320,000 | PRN | OTR | 3,970,000 | 0 | 350,000 | ||
| MFS HIGH INCOME MUN TR | SH BEN INT | 59318D104 | 1,939 | 361,805 | SH | SOLE | 361,805 | 0 | 0 | ||
| MFS MUN INCOME TR | SH BEN INT | 552738106 | 2,603 | 347,524 | SH | SOLE | 347,524 | 0 | 0 | ||
| MGIC INVT CORP WIS | NOTE 2.000% 4/0 | 552848AE3 | 12,355 | 9,752,000 | PRN | OTR | 1 | 3,082,000 | 6,670,000 | 0 | |
| MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 5,341 | 4,189,000 | PRN | OTR | 3,845,000 | 0 | 344,000 | ||
| MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 51,423 | 40,174,000 | PRN | OTR | 1 | 7,876,000 | 32,298,000 | 0 | |
| MICRON TECHNOLOGY INC | NOTE 3.000%11/1 | 595112AY9 | 15,359 | 17,185,000 | PRN | OTR | 1 | 3,640,000 | 13,545,000 | 0 | |
| MOLINA HEALTHCARE INC | DBCV 1.625% 8/1 | 60855RAD2 | 3,994 | 3,374,000 | PRN | OTR | 3,091,000 | 0 | 283,000 | ||
| MOLINA HEALTHCARE INC | DBCV 1.625% 8/1 | 60855RAD2 | 28,493 | 23,969,000 | PRN | OTR | 1 | 5,076,000 | 18,893,000 | 0 | |
| NEWPARK RES INC | NOTE 4.000%10/0 | 651718AC2 | 4,378 | 4,419,000 | PRN | OTR | 4,059,000 | 0 | 360,000 | ||
| NEWPARK RES INC | NOTE 4.000%10/0 | 651718AC2 | 5,277 | 5,300,000 | PRN | OTR | 1 | 540,000 | 4,760,000 | 0 | |
| NEXTERA ENERGY INC | UNIT 08/31/2018 | 65339F846 | 7,855 | 132,353 | SH | SOLE | 132,353 | 0 | 0 | ||
| NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 7,900 | 2,831,000 | PRN | SOLE | 2,831,000 | 0 | 0 | ||
| NUANCE COMMUNICATIONS INC | NOTE 2.750%11/0 | 67020YAF7 | 4,412 | 4,387,000 | PRN | OTR | 4,029,000 | 0 | 358,000 | ||
| NUVEEN AMT FREE QLTY MUN INC | COM | 670657105 | 26,209 | 1,795,140 | SH | SOLE | 1,795,140 | 0 | 0 | ||
| NUVEEN ENHANCED AMT FREE MUN | COM | 67071L106 | 18,164 | 1,130,278 | SH | SOLE | 1,130,278 | 0 | 0 | ||
| NUVEEN ENHANCED MUN CREDIT O | COM SH BEN INT | 67070X101 | 21,028 | 1,335,931 | SH | SOLE | 1,335,931 | 0 | 0 | ||
| NUVEEN MD PREM INCOME MUN FD | COM | 67061Q107 | 2,772 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
| NUVEEN MICH QUALITY INCOME M | COM | 670979103 | 4,422 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
| NUVEEN NY AMT FREE MUN INCOM | COM | 670656107 | 9,158 | 648,590 | SH | OTR | 1 | 548,590 | 100,000 | 0 | |
| NUVEEN PA INVT QUALITY MUN F | COM | 670972108 | 8,394 | 563,000 | SH | SOLE | 563,000 | 0 | 0 | ||
| NVIDIA CORP | NOTE 1.000%12/0 | 67066GAC8 | 4,906 | 1,442,000 | PRN | OTR | 1,323,000 | 0 | 119,000 | ||
| NVIDIA CORP | NOTE 1.000%12/0 | 67066GAC8 | 27,935 | 8,198,000 | PRN | OTR | 1 | 569,000 | 7,629,000 | 0 | |
| NXP SEMICONDUCTORS N V | DBCV 1.000%12/0 | 62952QAB6 | 42,984 | 36,350,000 | PRN | OTR | 1 | 8,000,000 | 28,350,000 | 0 | |
| OASIS PETE INC NEW | NOTE 2.625% 9/1 | 674215AJ7 | 16,997 | 15,000,000 | PRN | OTR | 1 | 3,405,000 | 11,595,000 | 0 | |
| ON SEMICONDUCTOR CORP | NOTE 2.625%12/1 | 682189AH8 | 5,583 | 4,687,000 | PRN | OTR | 4,304,000 | 0 | 383,000 | ||
| ON SEMICONDUCTOR CORP | NOTE 2.625%12/1 | 682189AH8 | 20,743 | 17,358,000 | PRN | OTR | 1 | 3,781,000 | 13,577,000 | 0 | |
| ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 23,516 | 23,083,000 | PRN | OTR | 1 | 4,996,000 | 18,087,000 | 0 | |
| PETROQUEST ENERGY INC | COM NEW | 716748306 | 5,645 | 1,631,635 | SH | OTR | 1 | 432,000 | 1,199,635 | 0 | |
| PRICELINE GRP INC | NOTE 1.000% 3/1 | 741503AQ9 | 2,646 | 1,672,000 | PRN | OTR | 1,539,000 | 0 | 133,000 | ||
| PRICELINE GRP INC | NOTE 1.000% 3/1 | 741503AQ9 | 36,795 | 23,178,000 | PRN | OTR | 1 | 2,218,000 | 20,960,000 | 0 | |
| PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 24,155 | 18,798,000 | PRN | OTR | 1 | 3,463,000 | 15,335,000 | 0 | |
| PROOFPOINT INC | NOTE 1.250%12/1 | 743424AB9 | 10,989 | 5,679,000 | PRN | OTR | 1 | 1,229,000 | 4,450,000 | 0 | |
| PROOFPOINT INC | DBCV 0.750% 6/1 | 743424AD5 | 4,965 | 4,294,000 | PRN | OTR | 3,950,000 | 0 | 344,000 | ||
| PROOFPOINT INC | DBCV 0.750% 6/1 | 743424AD5 | 4,328 | 3,727,000 | PRN | OTR | 1 | 290,000 | 3,437,000 | 0 | |
| PROSHARES TR | PSHS ULSHT 7-10Y | 74347R313 | 499 | 24,800 | SH | SOLE | 24,800 | 0 | 0 | ||
| PUTNAM MUN OPPORTUNITIES TR | SH BEN INT | 746922103 | 16,475 | 1,234,990 | SH | SOLE | 1,234,990 | 0 | 0 | ||
| RADIAN GROUP INC | NOTE 2.250% 3/0 | 750236AN1 | 9,657 | 7,414,000 | PRN | OTR | 1 | 79,000 | 7,335,000 | 0 | |
| RAMBUS INC DEL | NOTE 1.125% 8/1 | 750917AE6 | 8,700 | 7,365,000 | PRN | OTR | 1 | 1,997,000 | 5,368,000 | 0 | |
| RED HAT INC | NOTE 0.250%10/0 | 756577AD4 | 4,445 | 3,512,000 | PRN | OTR | 3,218,000 | 0 | 294,000 | ||
| RED HAT INC | NOTE 0.250%10/0 | 756577AD4 | 28,837 | 22,695,000 | PRN | OTR | 1 | 5,770,000 | 16,925,000 | 0 | |
| REX ENERGY CORPORATION | COM | 761565100 | 1,909 | 3,268,830 | SH | OTR | 1 | 827,040 | 2,441,790 | 0 | |
| RPM INTL INC | NOTE 2.250%12/1 | 749685AT0 | 2,090 | 1,744,000 | PRN | OTR | 1,594,000 | 0 | 150,000 | ||
| RPM INTL INC | NOTE 2.250%12/1 | 749685AT0 | 6,253 | 5,197,000 | PRN | SOLE | 5,197,000 | 0 | 0 | ||
| SALESFORCE COM INC | NOTE 0.250% 4/0 | 79466LAD6 | 5,251 | 4,392,000 | PRN | OTR | 4,034,000 | 0 | 358,000 | ||
| SALESFORCE COM INC | NOTE 0.250% 4/0 | 79466LAD6 | 28,390 | 23,695,000 | PRN | OTR | 1 | 5,625,000 | 18,070,000 | 0 | |
| SEACOR HOLDINGS INC | NOTE 2.500%12/1 | 811904AM3 | 4,346 | 4,308,000 | PRN | OTR | 1 | 50,000 | 4,258,000 | 0 | |
| SERVICENOW INC | NOTE 11/0 | 81762PAB8 | 5,044 | 4,143,000 | PRN | OTR | 3,805,000 | 0 | 338,000 | ||
| SERVICENOW INC | NOTE 11/0 | 81762PAB8 | 20,389 | 16,678,000 | PRN | OTR | 1 | 3,297,000 | 13,381,000 | 0 | |
| SOUTHWESTERN ENERGY CO | DEP SHS 1/20 B | 845467208 | 2,959 | 93,739 | SH | OTR | 86,171 | 0 | 7,568 | ||
| SOUTHWESTERN ENERGY CO | DEP SHS 1/20 B | 845467208 | 10,600 | 332,211 | SH | OTR | 1 | 18,089 | 314,122 | 0 | |
| SPDR GOLD TRUST | GOLD SHS | 78463V107 | 21,283 | 169,400 | SH | OTR | 1 | 0 | 169,400 | 0 | |
| STANLEY BLACK & DECKER INC | UNIT 11/17/20166 | 854502804 | 7,402 | 58,594 | SH | OTR | 53,864 | 0 | 4,730 | ||
| STANLEY BLACK & DECKER INC | UNIT 11/17/20166 | 854502804 | 21,591 | 170,840 | SH | OTR | 1 | 44,840 | 126,000 | 0 | |
| STONE ENERGY CORP | NOTE 1.750% 3/0 | 861642AN6 | 36,207 | 61,045,000 | PRN | OTR | 1 | 14,486,000 | 46,559,000 | 0 | |
| T MOBILE US INC | CONV PFD SER A | 872590203 | 15,693 | 200,782 | SH | OTR | 1 | 55,482 | 145,300 | 0 | |
| TELEFLEX INC | NOTE 3.875% 8/0 | 879369AA4 | 12,482 | 4,569,000 | PRN | OTR | 4,198,000 | 0 | 371,000 | ||
| TELEFLEX INC | NOTE 3.875% 8/0 | 879369AA4 | 53,884 | 19,688,000 | PRN | OTR | 1 | 4,553,000 | 15,135,000 | 0 | |
| TEVA PHARMACEUTICAL FIN LLC | DBCV 0.250% 2/0 | 88163VAE9 | 18,801 | 15,692,000 | PRN | OTR | 1 | 5,232,000 | 10,460,000 | 0 | |
| TEVA PHARMACEUTICAL FIN LLC | DBCV 0.250% 2/0 | 88163VAE9 | 3,746 | 3,140,000 | PRN | OTR | 2,884,000 | 0 | 256,000 | ||
| TWITTER INC | NOTE 0.250% 9/1 | 90184LAB8 | 20,057 | 20,784,000 | PRN | OTR | 1 | 2,221,000 | 18,563,000 | 0 | |
| TYSON FOODS INC | UNIT 99/99/9999 | 902494301 | 7,908 | 96,604 | SH | OTR | 88,854 | 0 | 7,750 | ||
| TYSON FOODS INC | UNIT 99/99/9999 | 902494301 | 25,890 | 314,234 | SH | OTR | 1 | 92,834 | 221,400 | 0 | |
| UNITED TECHNOLOGIES CORP | COM | 913017109 | 8,976 | 88,349 | SH | OTR | 1 | 0 | 88,349 | 0 | |
| VERINT SYS INC | NOTE 1.500% 6/0 | 92343XAA8 | 4,304 | 4,542,000 | PRN | OTR | 4,172,000 | 0 | 370,000 | ||
| VERINT SYS INC | NOTE 1.500% 6/0 | 92343XAA8 | 34,987 | 36,732,000 | PRN | OTR | 1 | 7,550,000 | 29,182,000 | 0 | |
| WABASH NATL CORP | NOTE 3.375% 5/0 | 929566AH0 | 4,181 | 3,129,000 | PRN | OTR | 2,877,000 | 0 | 252,000 | ||
| WABASH NATL CORP | NOTE 3.375% 5/0 | 929566AH0 | 26,594 | 19,828,000 | PRN | OTR | 1 | 5,092,000 | 14,736,000 | 0 | |
| WEATHERFORD INTL LTD | NOTE 5.875% 7/0 | 947075AH0 | 20,798 | 18,497,000 | PRN | OTR | 1 | 4,486,000 | 14,011,000 | 0 | |
| WEATHERFORD INTL LTD | NOTE 5.875% 7/0 | 947075AH0 | 5,025 | 4,479,000 | PRN | OTR | 4,114,000 | 0 | 365,000 | ||
| WEBMD HEALTH CORP | NOTE 1.500%12/0 | 94770VAK8 | 9,099 | 7,852,000 | PRN | OTR | 1 | 1,743,000 | 6,109,000 | 0 | |
| WELLPOINT INC | NOTE 2.750%10/1 | 94973VBG1 | 27,204 | 15,490,000 | PRN | OTR | 1 | 3,318,000 | 12,172,000 | 0 | |
| WELLS FARGO & CO NEW | PERP PFD CNV A | 949746804 | 4,208 | 3,214 | SH | OTR | 2,959 | 0 | 255 | ||
| WELLS FARGO & CO NEW | PERP PFD CNV A | 949746804 | 4,695 | 3,611 | SH | SOLE | 3,211 | 400 | 0 | ||
| WELLTOWER INC | 6.50% PFD PREPET | 95040Q203 | 6,547 | 97,900 | SH | SOLE | 23,300 | 74,600 | 0 | ||
| XILINX INC | NOTE 2.625% 6/1 | 983919AF8 | 5,640 | 2,998,000 | PRN | OTR | 2,751,000 | 0 | 247,000 | ||
| XILINX INC | NOTE 2.625% 6/1 | 983919AF8 | 58,191 | 30,850,000 | PRN | OTR | 1 | 6,749,000 | 24,101,000 | 0 | |
| XPO LOGISTICS INC | NOTE 4.500%10/0 | 983793AA8 | 6,295 | 2,801,000 | PRN | OTR | 2,574,000 | 0 | 227,000 | ||
| XPO LOGISTICS INC | NOTE 4.500%10/0 | 983793AA8 | 45,061 | 20,005,000 | PRN | OTR | 1 | 3,967,000 | 16,038,000 | 0 | |
| YAHOO INC | NOTE 12/0 | 984332AF3 | 5,427 | 5,275,000 | PRN | OTR | 1 | 5,000,000 | 275,000 | 0 | |