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 | 31,556 | 19,980,000 | PRN | OTR | 1 | 4,082,000 | 15,898,000 | 0 | |
| ADVANCED MICRO DEVICES INC | NOTE 2.125% 9/0 | 007903BD8 | 3,934 | 2,495,000 | PRN | OTR | 2,273,000 | 0 | 222,000 | ||
| AIR LEASE CORP | NOTE 3.875%12/0 | 00912XAK0 | 3,905 | 2,906,000 | PRN | OTR | 2,647,000 | 0 | 259,000 | ||
| AIR LEASE CORP | NOTE 3.875%12/0 | 00912XAK0 | 47,016 | 34,859,000 | PRN | OTR | 1 | 6,651,000 | 28,208,000 | 0 | |
| ALLERGAN PLC | PFD CONV SER A | G0177J116 | 3,186 | 4,179 | SH | OTR | 3,823 | 0 | 356 | ||
| ALLERGAN PLC | PFD CONV SER A | G0177J116 | 27,754 | 36,446 | SH | OTR | 1 | 8,130 | 28,316 | 0 | |
| ALZA CORP | SDCV 7/2 | 02261WAB5 | 12,024 | 7,592,000 | PRN | SOLE | 7,592,000 | 0 | 0 | ||
| AMAG PHARMACEUTICALS INC | NOTE 2.500% 2/1 | 00163UAA4 | 2,445 | 1,733,000 | PRN | OTR | 1,578,000 | 0 | 155,000 | ||
| AMAG PHARMACEUTICALS INC | NOTE 2.500% 2/1 | 00163UAA4 | 15,584 | 11,018,000 | PRN | OTR | 1 | 2,431,000 | 8,587,000 | 0 | |
| AMERICAN RLTY CAP PPTYS INC | NOTE 3.000% 8/0 | 02917TAA2 | 4,420 | 4,420,000 | PRN | OTR | 1 | 1,830,000 | 2,590,000 | 0 | |
| AMERICAN RLTY CAP PPTYS INC | NOTE 3.750%12/1 | 02917TAB0 | 83,587 | 83,430,000 | PRN | OTR | 1 | 20,130,000 | 63,300,000 | 0 | |
| AMERICAN TOWER CORP NEW | PFD CONV SER A | 03027X308 | 28,986 | 276,054 | SH | OTR | 1 | 73,505 | 202,549 | 0 | |
| AMERICAN TOWER CORP NEW | PFD CONV SER A | 03027X308 | 6,109 | 58,279 | SH | OTR | 53,128 | 0 | 5,151 | ||
| ANTHEM INC | NOTE 2.750%10/1 | 94973VBG1 | 30,871 | 15,474,000 | PRN | OTR | 1 | 3,302,000 | 12,172,000 | 0 | |
| ARCH COAL INC | CL A | 039380407 | 1,108 | 14,197 | SH | OTR | 1 | 630 | 13,567 | 0 | |
| ARCONIC INC | PFD CONV B SER 1 | 03965L308 | 6,191 | 203,178 | SH | OTR | 1 | 55,978 | 147,200 | 0 | |
| ATLAS AIR WORLDWIDE HLDGS IN | NOTE 2.250% 6/0 | 049164BH8 | 4,694 | 4,636,000 | PRN | OTR | 4,223,000 | 0 | 413,000 | ||
| ATLAS AIR WORLDWIDE HLDGS IN | NOTE 2.250% 6/0 | 049164BH8 | 10,429 | 10,250,000 | PRN | OTR | 1 | 435,000 | 9,815,000 | 0 | |
| BAKER HUGHES INC | COM | 057224107 | 3,337 | 51,357 | SH | OTR | 1 | 0 | 51,357 | 0 | |
| BANK AMER CORP | 7.25%CNV PFD L | 060505682 | 7,172 | 6,147 | SH | OTR | 5,612 | 0 | 535 | ||
| BANK AMER CORP | 7.25%CNV PFD L | 060505682 | 7,124 | 6,167 | SH | OTR | 1 | 5,767 | 400 | 0 | |
| BANK AMER CORP | COM | 060505104 | 14,725 | 666,299 | SH | OTR | 1 | 0 | 666,299 | 0 | |
| BIOMARIN PHARMACEUTICAL INC | NOTE 0.750%10/1 | 09061GAE1 | 4,752 | 4,250,000 | PRN | OTR | 3,880,000 | 0 | 370,000 | ||
| BIOMARIN PHARMACEUTICAL INC | NOTE 0.750%10/1 | 09061GAE1 | 38,665 | 34,426,000 | PRN | OTR | 1 | 5,623,000 | 28,803,000 | 0 | |
| BLACKROCK FLA MUN 2020 TERM | COM SHS | 09250M109 | 3,060 | 203,891 | SH | SOLE | 203,891 | 0 | 0 | ||
| BLACKROCK LONG-TERM MUNI ADV | COM | 09250B103 | 1,009 | 89,446 | SH | SOLE | 89,446 | 0 | 0 | ||
| BLACKROCK MUN 2030 TAR TERM | COM SHS BEN IN | 09257P105 | 3,661 | 167,704 | SH | SOLE | 167,704 | 0 | 0 | ||
| BLACKROCK MUNI INTER DR FD I | COM | 09253X102 | 11,040 | 800,000 | SH | SOLE | 800,000 | 0 | 0 | ||
| BLACKROCK MUNICIPL INC QLTY | COM | 092479104 | 451 | 32,505 | SH | SOLE | 32,505 | 0 | 0 | ||
| BLACKROCK MUNIHLDGS NJ QLTY | COM | 09254X101 | 2,993 | 215,164 | SH | SOLE | 215,164 | 0 | 0 | ||
| BLACKROCK MUNIHLDGS NY QLTY | COM | 09255C106 | 134 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
| BLACKROCK MUNIYIELD NY QLTY | COM | 09255E102 | 688 | 54,187 | SH | SOLE | 54,187 | 0 | 0 | ||
| BLACKROCK MUNIYLD MICH QLTY | COM | 09254V105 | 6,142 | 451,928 | SH | SOLE | 451,928 | 0 | 0 | ||
| CARRIAGE SVCS INC | NOTE 2.750% 3/1 | 143905AM9 | 19,404 | 14,380,000 | PRN | OTR | 1 | 3,176,000 | 11,204,000 | 0 | |
| CHART INDS INC | NOTE 2.000% 8/0 | 16115QAC4 | 2,924 | 2,991,000 | PRN | OTR | 2,727,000 | 0 | 264,000 | ||
| CHART INDS INC | NOTE 2.000% 8/0 | 16115QAC4 | 26,086 | 26,551,000 | PRN | OTR | 1 | 5,670,000 | 20,881,000 | 0 | |
| CIENA CORP | NOTE 0.875% 6/1 | 171779AE1 | 1,709 | 1,717,000 | PRN | OTR | 1,551,000 | 0 | 166,000 | ||
| 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 | 20,562 | 17,688,000 | PRN | OTR | 1 | 9,307,000 | 8,381,000 | 0 | |
| COMSTOCK RES INC | COM | 205768302 | 2,053 | 208,387 | SH | OTR | 1 | 5,606 | 202,781 | 0 | |
| COMSTOCK RES INC | NOTE 7.750% 4/0 | 205768AM6 | 44,418 | 50,475,000 | PRN | OTR | 1 | 14,131,000 | 36,344,000 | 0 | |
| COMSTOCK RES INC | NOTE 9.500% 6/1 | 205768AN4 | 55,890 | 63,510,981 | PRN | OTR | 1 | 14,386,273 | 49,124,708 | 0 | |
| DANAHER CORP DEL | NOTE 1/2 | 235851AF9 | 9,034 | 3,038,000 | PRN | OTR | 2,772,000 | 0 | 266,000 | ||
| DANAHER CORP DEL | NOTE 1/2 | 235851AF9 | 55,567 | 18,670,000 | PRN | OTR | 1 | 3,363,000 | 15,307,000 | 0 | |
| DELAWARE INV MN MUN INC FD I | COM | 24610V103 | 7,631 | 564,399 | SH | SOLE | 564,399 | 0 | 0 | ||
| DELAWARE INVT NAT MUNI INC F | SH BEN INT | 24610T108 | 3,369 | 256,199 | SH | SOLE | 256,199 | 0 | 0 | ||
| DELTA AIR LINES INC DEL | COM NEW | 247361702 | 14,911 | 303,129 | SH | OTR | 1 | 0 | 303,129 | 0 | |
| DEPOMED INC | NOTE 2.500% 9/0 | 249908AA2 | 2,169 | 1,905,000 | PRN | OTR | 1,736,000 | 0 | 169,000 | ||
| DEPOMED INC | NOTE 2.500% 9/0 | 249908AA2 | 13,813 | 12,090,000 | PRN | OTR | 1 | 2,678,000 | 9,412,000 | 0 | |
| EATON VANCE CALIF MUN BD FD | COM | 27828A100 | 1,125 | 98,842 | SH | SOLE | 98,842 | 0 | 0 | ||
| EATON VANCE MUN INCOME 2028 | SHS | 27829U105 | 1,730 | 88,224 | SH | SOLE | 88,224 | 0 | 0 | ||
| EATON VANCE NEW YORK MUN BD | COM | 27827Y109 | 6,957 | 565,589 | SH | SOLE | 565,589 | 0 | 0 | ||
| ECHO GLOBAL LOGISTICS INC | NOTE 2.500% 5/0 | 27875TAA9 | 16,903 | 17,160,000 | PRN | OTR | 1 | 776,000 | 16,384,000 | 0 | |
| GENERAL MTRS CO | COM | 37045V100 | 8,953 | 256,982 | SH | OTR | 1 | 49,395 | 207,587 | 0 | |
| HALLIBURTON CO | COM | 406216101 | 10,100 | 186,718 | SH | OTR | 1 | 0 | 186,718 | 0 | |
| HEALTHSOUTH CORP | DEBT 2.000%12/0 | 421924BL4 | 4,817 | 4,069,000 | PRN | OTR | 3,711,000 | 0 | 358,000 | ||
| HELIX ENERGY SOLUTIONS GRP I | NOTE 4.250% 5/0 | 42330PAH0 | 4,828 | 4,673,000 | PRN | OTR | 4,264,000 | 0 | 409,000 | ||
| HELIX ENERGY SOLUTIONS GRP I | NOTE 4.250% 5/0 | 42330PAH0 | 30,584 | 29,461,000 | PRN | OTR | 1 | 6,621,000 | 22,840,000 | 0 | |
| HOLOGIC INC | DEBT 2.000% 3/0 | 436440AC5 | 34,501 | 25,392,000 | PRN | OTR | 1 | 6,064,000 | 19,328,000 | 0 | |
| HOLOGIC INC | DEBT 2.000% 3/0 | 436440AC5 | 4,151 | 3,061,000 | PRN | OTR | 2,789,000 | 0 | 272,000 | ||
| ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 16,626 | 17,263,000 | PRN | OTR | 1 | 3,133,000 | 14,130,000 | 0 | |
| ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 3,608 | 3,766,000 | PRN | OTR | 3,417,000 | 0 | 349,000 | ||
| ILLUMINA INC | NOTE 6/1 | 452327AF6 | 10,503 | 10,948,000 | PRN | OTR | 1 | 3,949,000 | 6,999,000 | 0 | |
| INPHI CORP | NOTE 1.125%12/0 | 45772FAB3 | 4,625 | 3,580,000 | PRN | OTR | 3,267,000 | 0 | 313,000 | ||
| INPHI CORP | NOTE 1.125%12/0 | 45772FAB3 | 19,820 | 15,283,000 | PRN | OTR | 1 | 3,194,000 | 12,089,000 | 0 | |
| INTEL CORP | SDCV 12/1 | 458140AD2 | 2,112 | 1,564,000 | PRN | OTR | 1,429,000 | 0 | 135,000 | ||
| INTEL CORP | SDCV 12/1 | 458140AD2 | 5,760 | 4,257,000 | PRN | SOLE | 4,257,000 | 0 | 0 | ||
| INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 2,765 | 1,568,000 | PRN | OTR | 1,429,000 | 0 | 139,000 | ||
| INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 7,318 | 4,146,000 | PRN | SOLE | 4,146,000 | 0 | 0 | ||
| INTERCEPT PHARMACEUTICALS IN | NOTE 3.250% 7/0 | 45845PAA6 | 13,542 | 15,110,000 | PRN | OTR | 1 | 3,374,000 | 11,736,000 | 0 | |
| INTERCEPT PHARMACEUTICALS IN | NOTE 3.250% 7/0 | 45845PAA6 | 1,742 | 1,954,000 | PRN | OTR | 1,776,000 | 0 | 178,000 | ||
| INVESCO MUN TR | COM | 46131J103 | 295 | 24,087 | SH | SOLE | 24,087 | 0 | 0 | ||
| INVESCO QUALITY MUNI INC TRS | COM | 46133G107 | 1,323 | 106,659 | SH | SOLE | 106,659 | 0 | 0 | ||
| ISIS PHARMACEUTICALS INC DEL | NOTE 1.000%11/1 | 464337AJ3 | 10,340 | 10,231,000 | PRN | OTR | 1 | 2,863,000 | 7,368,000 | 0 | |
| LAM RESEARCH CORP | NOTE 1.250% 5/1 | 512807AL2 | 5,402 | 3,079,000 | PRN | OTR | 2,809,000 | 0 | 270,000 | ||
| LAM RESEARCH CORP | NOTE 1.250% 5/1 | 512807AL2 | 21,215 | 12,058,000 | PRN | OTR | 1 | 1,075,000 | 10,983,000 | 0 | |
| LENNAR CORP | CL A | 526057104 | 13,777 | 320,908 | SH | OTR | 1 | 12,850 | 308,058 | 0 | |
| LIBERTY MEDIA CORP DELAWARE | NOTE 1.375%10/1 | 531229AB8 | 4,857 | 4,523,000 | PRN | OTR | 4,127,000 | 0 | 396,000 | ||
| LIBERTY MEDIA CORP DELAWARE | NOTE 1.375%10/1 | 531229AB8 | 17,997 | 16,683,000 | PRN | OTR | 1 | 3,528,000 | 13,155,000 | 0 | |
| LIVE NATION ENTERTAINMENT IN | DBCV 2.500% 5/1 | 538034AJ8 | 257 | 240,000 | PRN | OTR | 1 | 0 | 240,000 | 0 | |
| MACQUARIE INFRASTRUCTURE COR | NOTE 2.875% 7/1 | 55608BAA3 | 54,048 | 46,343,000 | PRN | OTR | 1 | 10,281,000 | 36,062,000 | 0 | |
| MACQUARIE INFRASTRUCTURE COR | NOTE 2.875% 7/1 | 55608BAA3 | 5,064 | 4,361,000 | PRN | OTR | 3,979,000 | 0 | 382,000 | ||
| MARRIOTT INTL INC NEW | CL A | 571903202 | 7,287 | 88,136 | SH | OTR | 1 | 0 | 88,136 | 0 | |
| MEDICINES CO | DBCV 1.375% 6/0 | 584688AC9 | 9,463 | 7,145,000 | PRN | OTR | 1 | 106,000 | 7,039,000 | 0 | |
| MEDIDATA SOLUTIONS INC | NOTE 1.000% 8/0 | 58471AAB1 | 24 | 22,000 | PRN | OTR | 22,000 | 0 | 0 | ||
| MERCADOLIBRE INC | NOTE 2.250% 7/0 | 58733RAB8 | 17,621 | 12,763,000 | PRN | OTR | 1 | 2,871,000 | 9,892,000 | 0 | |
| MFS HIGH INCOME MUN TR | SH BEN INT | 59318D104 | 1,773 | 361,805 | SH | SOLE | 361,805 | 0 | 0 | ||
| MFS HIGH YIELD MUN TR | SH BEN INT | 59318E102 | 150 | 33,907 | SH | SOLE | 33,907 | 0 | 0 | ||
| MFS MUN INCOME TR | SH BEN INT | 552738106 | 2,615 | 394,425 | SH | SOLE | 394,425 | 0 | 0 | ||
| MGIC INVT CORP WIS | NOTE 2.000% 4/0 | 552848AE3 | 14,496 | 9,745,000 | PRN | OTR | 1 | 3,075,000 | 6,670,000 | 0 | |
| MGIC INVT CORP WIS | NOTE 2.000% 4/0 | 552848AE3 | 2,583 | 1,742,000 | PRN | OTR | 1,585,000 | 0 | 157,000 | ||
| MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 5,290 | 4,085,000 | PRN | OTR | 3,720,000 | 0 | 365,000 | ||
| MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 52,152 | 40,117,000 | PRN | OTR | 1 | 7,819,000 | 32,298,000 | 0 | |
| MICRON TECHNOLOGY INC | NOTE 3.000%11/1 | 595112AY9 | 17,217 | 17,249,000 | PRN | OTR | 1 | 3,704,000 | 13,545,000 | 0 | |
| MOLINA HEALTHCARE INC | DBCV 1.625% 8/1 | 60855RAD2 | 3,599 | 3,166,000 | PRN | OTR | 2,880,000 | 0 | 286,000 | ||
| MOLINA HEALTHCARE INC | DBCV 1.625% 8/1 | 60855RAD2 | 27,336 | 23,940,000 | PRN | OTR | 1 | 5,047,000 | 18,893,000 | 0 | |
| NEWPARK RES INC | NOTE 4.000%10/0 | 651718AC2 | 4,259 | 4,219,000 | PRN | OTR | 3,841,000 | 0 | 378,000 | ||
| NEWPARK RES INC | NOTE 4.000%10/0 | 651718AC2 | 505 | 498,000 | PRN | SOLE | 498,000 | 0 | 0 | ||
| NEXTERA ENERGY INC | UNIT 08/31/2018 | 65339F846 | 7,599 | 131,590 | SH | SOLE | 131,590 | 0 | 0 | ||
| NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 8,827 | 2,831,000 | PRN | SOLE | 2,831,000 | 0 | 0 | ||
| NUANCE COMMUNICATIONS INC | NOTE 2.750%11/0 | 67020YAF7 | 4,266 | 4,237,000 | PRN | OTR | 3,862,000 | 0 | 375,000 | ||
| NUVEEN AMT FREE MUN CR INC F | COM | 67071L106 | 16,344 | 1,130,278 | SH | SOLE | 1,130,278 | 0 | 0 | ||
| NUVEEN AMT FREE QLTY MUN INC | COM | 670657105 | 23,947 | 1,795,140 | SH | SOLE | 1,795,140 | 0 | 0 | ||
| NUVEEN MARYLAND QLT MUN INC | COM | 67061Q107 | 2,488 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
| NUVEEN MICHIGAN QLT MUN INC | COM | 670979103 | 4,002 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
| NUVEEN MUNICIPAL CREDIT INC | COM SH BEN INT | 67070X101 | 18,890 | 1,335,931 | SH | SOLE | 1,335,931 | 0 | 0 | ||
| NUVEEN NEW YORK AMT QLT MUNI | COM | 670656107 | 8,308 | 648,590 | SH | OTR | 1 | 548,590 | 100,000 | 0 | |
| NUVEEN PENNSYLVANIA QLT MUN | COM | 670972108 | 7,364 | 563,000 | SH | SOLE | 563,000 | 0 | 0 | ||
| NVIDIA CORP | NOTE 1.000%12/0 | 67066GAC8 | 37 | 7,000 | PRN | OTR | 7,000 | 0 | 0 | ||
| NVIDIA CORP | NOTE 1.000%12/0 | 67066GAC8 | 22,239 | 4,192,000 | PRN | OTR | 1 | 349,000 | 3,843,000 | 0 | |
| NXP SEMICONDUCTORS N V | DBCV 1.000%12/0 | 62952QAB6 | 41,484 | 36,310,000 | PRN | OTR | 1 | 7,960,000 | 28,350,000 | 0 | |
| OASIS PETE INC NEW | NOTE 2.625% 9/1 | 674215AJ7 | 20,898 | 14,981,000 | PRN | OTR | 1 | 3,386,000 | 11,595,000 | 0 | |
| ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 23,810 | 23,131,000 | PRN | OTR | 1 | 5,044,000 | 18,087,000 | 0 | |
| PETROQUEST ENERGY INC | COM NEW | 716748306 | 5,406 | 1,633,296 | SH | OTR | 1 | 433,661 | 1,199,635 | 0 | |
| PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 27,467 | 21,490,000 | PRN | OTR | 1 | 6,155,000 | 15,335,000 | 0 | |
| PRICELINE GRP INC | NOTE 1.000% 3/1 | 741503AQ9 | 2,543 | 1,615,000 | PRN | OTR | 1,476,000 | 0 | 139,000 | ||
| PRICELINE GRP INC | NOTE 1.000% 3/1 | 741503AQ9 | 36,302 | 22,985,000 | PRN | OTR | 1 | 2,025,000 | 20,960,000 | 0 | |
| PROOFPOINT INC | DBCV 0.750% 6/1 | 743424AD5 | 4,686 | 4,149,000 | PRN | OTR | 3,785,000 | 0 | 364,000 | ||
| PROOFPOINT INC | DBCV 0.750% 6/1 | 743424AD5 | 4,222 | 3,722,000 | PRN | OTR | 1 | 285,000 | 3,437,000 | 0 | |
| PROOFPOINT INC | NOTE 1.250%12/1 | 743424AB9 | 10,387 | 5,674,000 | PRN | OTR | 1 | 1,224,000 | 4,450,000 | 0 | |
| PUTNAM MUN OPPORTUNITIES TR | SH BEN INT | 746922103 | 15,426 | 1,290,858 | SH | SOLE | 1,290,858 | 0 | 0 | ||
| RADIAN GROUP INC | NOTE 2.250% 3/0 | 750236AN1 | 12,228 | 7,414,000 | PRN | OTR | 1 | 79,000 | 7,335,000 | 0 | |
| RAMBUS INC DEL | NOTE 1.125% 8/1 | 750917AE6 | 20,595 | 16,517,000 | PRN | OTR | 1 | 3,214,000 | 13,303,000 | 0 | |
| RED HAT INC | NOTE 0.250%10/0 | 756577AD4 | 3,920 | 3,359,000 | PRN | OTR | 3,055,000 | 0 | 304,000 | ||
| RED HAT INC | NOTE 0.250%10/0 | 756577AD4 | 26,343 | 22,479,000 | PRN | OTR | 1 | 5,554,000 | 16,925,000 | 0 | |
| REX ENERGY CORPORATION | COM | 761565100 | 1,242 | 2,636,174 | SH | OTR | 1 | 660,751 | 1,975,423 | 0 | |
| RPM INTL INC | NOTE 2.250%12/1 | 749685AT0 | 2,002 | 1,673,000 | PRN | OTR | 1,519,000 | 0 | 154,000 | ||
| RPM INTL INC | NOTE 2.250%12/1 | 749685AT0 | 5,946 | 4,947,000 | PRN | SOLE | 4,947,000 | 0 | 0 | ||
| SALESFORCE COM INC | NOTE 0.250% 4/0 | 79466LAD6 | 4,970 | 4,268,000 | PRN | OTR | 3,894,000 | 0 | 374,000 | ||
| SALESFORCE COM INC | NOTE 0.250% 4/0 | 79466LAD6 | 27,619 | 23,669,000 | PRN | OTR | 1 | 5,599,000 | 18,070,000 | 0 | |
| SEACOR HOLDINGS INC | NOTE 2.500%12/1 | 811904AM3 | 4,470 | 4,308,000 | PRN | OTR | 1 | 50,000 | 4,258,000 | 0 | |
| SERVICENOW INC | NOTE 11/0 | 81762PAB8 | 4,748 | 4,041,000 | PRN | OTR | 3,682,000 | 0 | 359,000 | ||
| SERVICENOW INC | NOTE 11/0 | 81762PAB8 | 19,658 | 16,659,000 | PRN | OTR | 1 | 3,278,000 | 13,381,000 | 0 | |
| SOUTHWESTERN ENERGY CO | DEP SHS 1/20 B | 845467208 | 2,282 | 89,598 | SH | OTR | 81,860 | 0 | 7,738 | ||
| SOUTHWESTERN ENERGY CO | DEP SHS 1/20 B | 845467208 | 8,511 | 331,738 | SH | OTR | 1 | 17,616 | 314,122 | 0 | |
| SPDR GOLD TRUST | GOLD SHS | 78463V107 | 20,716 | 189,000 | SH | OTR | 1 | 0 | 189,000 | 0 | |
| SPDR SERIES TRUST | BLMBRG BRC CNVRT | 78464A359 | 1,305 | 28,593 | SH | OTR | 26,901 | 0 | 1,692 | ||
| T MOBILE US INC | CONV PFD SER A | 872590203 | 18,930 | 200,782 | SH | OTR | 1 | 55,482 | 145,300 | 0 | |
| TELEFLEX INC | NOTE 3.875% 8/0 | 879369AA4 | 6,918 | 2,650,000 | PRN | OTR | 2,420,000 | 0 | 230,000 | ||
| TELEFLEX INC | NOTE 3.875% 8/0 | 879369AA4 | 51,073 | 19,526,000 | PRN | OTR | 1 | 4,391,000 | 15,135,000 | 0 | |
| TEVA PHARMACEUTICAL FIN LLC | DBCV 0.250% 2/0 | 88163VAE9 | 3,224 | 2,944,000 | PRN | OTR | 2,686,000 | 0 | 258,000 | ||
| TEVA PHARMACEUTICAL FIN LLC | DBCV 0.250% 2/0 | 88163VAE9 | 17,244 | 15,676,000 | PRN | OTR | 1 | 5,216,000 | 10,460,000 | 0 | |
| TWITTER INC | NOTE 0.250% 9/1 | 90184LAB8 | 19,436 | 20,677,000 | PRN | OTR | 1 | 2,114,000 | 18,563,000 | 0 | |
| TYSON FOODS INC | UNIT 99/99/9999 | 902494301 | 6,297 | 93,078 | SH | OTR | 84,993 | 0 | 8,085 | ||
| TYSON FOODS INC | UNIT 99/99/9999 | 902494301 | 21,380 | 313,898 | SH | OTR | 1 | 92,498 | 221,400 | 0 | |
| UNITED TECHNOLOGIES CORP | COM | 913017109 | 5,821 | 53,105 | SH | OTR | 1 | 0 | 53,105 | 0 | |
| VERINT SYS INC | NOTE 1.500% 6/0 | 92343XAA8 | 3,947 | 4,213,000 | PRN | OTR | 3,828,000 | 0 | 385,000 | ||
| VERINT SYS INC | NOTE 1.500% 6/0 | 92343XAA8 | 34,555 | 36,687,000 | PRN | OTR | 1 | 7,505,000 | 29,182,000 | 0 | |
| WABASH NATL CORP | NOTE 3.375% 5/0 | 929566AH0 | 4,216 | 3,010,000 | PRN | OTR | 2,747,000 | 0 | 263,000 | ||
| WABASH NATL CORP | NOTE 3.375% 5/0 | 929566AH0 | 17,234 | 12,261,000 | PRN | OTR | 1 | 2,579,000 | 9,682,000 | 0 | |
| WEATHERFORD INTL LTD | NOTE 5.875% 7/0 | 947075AH0 | 4,582 | 4,223,000 | PRN | OTR | 3,843,000 | 0 | 380,000 | ||
| WEATHERFORD INTL LTD | NOTE 5.875% 7/0 | 947075AH0 | 20,069 | 18,454,000 | PRN | OTR | 1 | 4,443,000 | 14,011,000 | 0 | |
| WEBMD HEALTH CORP | NOTE 1.500%12/0 | 94770VAK8 | 8,886 | 7,842,000 | PRN | OTR | 1 | 1,733,000 | 6,109,000 | 0 | |
| WEBMD HEALTH CORP | NOTE 1.500%12/0 | 94770VAK8 | 4,561 | 4,043,000 | PRN | OTR | 3,684,000 | 0 | 359,000 | ||
| WELLS FARGO & CO NEW | PERP PFD CNV A | 949746804 | 3,719 | 3,125 | SH | OTR | 2,860 | 0 | 265 | ||
| WELLS FARGO & CO NEW | PERP PFD CNV A | 949746804 | 4,242 | 3,564 | SH | OTR | 1 | 3,164 | 400 | 0 | |
| WELLTOWER INC | 6.50% PFD PREPET | 95040Q203 | 5,914 | 97,900 | SH | OTR | 1 | 23,300 | 74,600 | 0 | |
| XILINX INC | NOTE 2.625% 6/1 | 983919AF8 | 6,073 | 2,890,000 | PRN | OTR | 2,632,000 | 0 | 258,000 | ||
| XILINX INC | NOTE 2.625% 6/1 | 983919AF8 | 64,910 | 30,818,000 | PRN | OTR | 1 | 6,717,000 | 24,101,000 | 0 | |
| XPO LOGISTICS INC | NOTE 4.500%10/0 | 983793AA8 | 7,157 | 2,716,000 | PRN | OTR | 2,477,000 | 0 | 239,000 | ||
| XPO LOGISTICS INC | NOTE 4.500%10/0 | 983793AA8 | 44,558 | 16,878,000 | PRN | OTR | 1 | 3,715,000 | 13,163,000 | 0 | |
| YAHOO INC | NOTE 12/0 | 984332AF3 | 5,239 | 5,275,000 | PRN | OTR | 1 | 5,000,000 | 275,000 | 0 | |