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 | 20,869 | 10,553,000 | PRN | OTR | 1 | 2,013,000 | 8,540,000 | 0 | |
| ADVANCED MICRO DEVICES INC | NOTE 2.125% 9/0 | 007903BD8 | 2,810 | 1,423,000 | PRN | OTR | 1,281,000 | 0 | 142,000 | ||
| AIR LEASE CORP | NOTE 3.875%12/0 | 00912XAK0 | 4,171 | 2,922,000 | PRN | OTR | 2,629,000 | 0 | 293,000 | ||
| AIR LEASE CORP | NOTE 3.875%12/0 | 00912XAK0 | 49,936 | 34,859,000 | PRN | OTR | 1 | 6,651,000 | 28,208,000 | 0 | |
| ALLERGAN PLC | PFD CONV SER A | G0177J116 | 3,805 | 4,485 | SH | OTR | 4,041 | 0 | 444 | ||
| ALLERGAN PLC | PFD CONV SER A | G0177J116 | 30,874 | 36,446 | SH | OTR | 1 | 8,130 | 28,316 | 0 | |
| ALZA CORP | SDCV 7/2 | 02261WAB5 | 12,764 | 7,445,000 | PRN | SOLE | 7,445,000 | 0 | 0 | ||
| AMAG PHARMACEUTICALS INC | NOTE 2.500% 2/1 | 00163UAA4 | 16,577 | 15,165,000 | PRN | OTR | 1 | 3,257,000 | 11,908,000 | 0 | |
| AMAG PHARMACEUTICALS INC | NOTE 2.500% 2/1 | 00163UAA4 | 1,865 | 1,712,000 | PRN | OTR | 1,541,000 | 0 | 171,000 | ||
| AMERICAN EAGLE OUTFITTERS NE | COM | 02553E106 | 20,940 | 1,492,521 | SH | OTR | 1 | 72,600 | 1,419,921 | 0 | |
| AMERICAN EAGLE OUTFITTERS NE | COM | 02553E106 | 157 | 33,907 | SH | SOLE | 33,907 | 0 | 0 | ||
| AMERICAN RLTY CAP PPTYS INC | NOTE 3.000% 8/0 | 02917TAA2 | 4,428 | 4,420,000 | PRN | OTR | 1 | 1,830,000 | 2,590,000 | 0 | |
| AMERICAN RLTY CAP PPTYS INC | NOTE 3.750%12/1 | 02917TAB0 | 80,621 | 80,170,000 | PRN | OTR | 1 | 17,870,000 | 62,300,000 | 0 | |
| AMERICAN TOWER CORP NEW | PFD CONV SER A | 03027X308 | 6,670 | 58,395 | SH | OTR | 52,607 | 0 | 5,788 | ||
| AMERICAN TOWER CORP NEW | PFD CONV SER A | 03027X308 | 31,426 | 275,067 | SH | OTR | 1 | 72,518 | 202,549 | 0 | |
| ANTHEM INC | NOTE 2.750%10/1 | 94973VBG1 | 35,086 | 15,334,000 | PRN | OTR | 1 | 3,162,000 | 12,172,000 | 0 | |
| ARCONIC INC | PFD CONV B SER 1 | 03965L308 | 8,391 | 203,178 | SH | OTR | 1 | 55,978 | 147,200 | 0 | |
| ATLAS AIR WORLDWIDE HLDGS IN | NOTE 2.250% 6/0 | 049164BH8 | 10,903 | 10,250,000 | PRN | OTR | 1 | 435,000 | 9,815,000 | 0 | |
| ATLAS AIR WORLDWIDE HLDGS IN | NOTE 2.250% 6/0 | 049164BH8 | 4,824 | 4,556,000 | PRN | OTR | 4,096,000 | 0 | 460,000 | ||
| BAKER HUGHES INC | COM | 057224107 | 3,072 | 51,357 | SH | OTR | 1 | 0 | 51,357 | 0 | |
| BANK AMER CORP | COM | 060505104 | 15,718 | 666,299 | SH | OTR | 1 | 0 | 666,299 | 0 | |
| BANK AMER CORP | 7.25%CNV PFD L | 060505682 | 7,253 | 6,069 | SH | OTR | 5,469 | 0 | 600 | ||
| BANK AMER CORP | 7.25%CNV PFD L | 060505682 | 7,325 | 6,167 | SH | OTR | 1 | 5,767 | 400 | 0 | |
| BIOMARIN PHARMACEUTICAL INC | NOTE 0.750%10/1 | 09061GAE1 | 4,751 | 4,207,000 | PRN | OTR | 3,782,000 | 0 | 425,000 | ||
| BIOMARIN PHARMACEUTICAL INC | NOTE 0.750%10/1 | 09061GAE1 | 39,052 | 34,426,000 | PRN | OTR | 1 | 5,623,000 | 28,803,000 | 0 | |
| BLACKROCK FLA MUN 2020 TERM | COM SHS | 09250M109 | 3,071 | 203,891 | SH | SOLE | 203,891 | 0 | 0 | ||
| BLACKROCK LONG-TERM MUNI ADV | COM | 09250B103 | 1,519 | 132,517 | SH | SOLE | 132,517 | 0 | 0 | ||
| BLACKROCK MUN 2030 TAR TERM | COM SHS BEN IN | 09257P105 | 3,795 | 167,704 | SH | SOLE | 167,704 | 0 | 0 | ||
| BLACKROCK MUNI INCOME INV QL | COM | 09250G102 | 479 | 33,402 | SH | SOLE | 33,402 | 0 | 0 | ||
| BLACKROCK MUNI INTER DR FD I | COM | 09253X102 | 11,080 | 800,000 | SH | SOLE | 800,000 | 0 | 0 | ||
| BLACKROCK MUNICIPL INC QLTY | COM | 092479104 | 453 | 32,505 | SH | SOLE | 32,505 | 0 | 0 | ||
| BLACKROCK MUNIHLDGS NJ QLTY | COM | 09254X101 | 3,060 | 215,164 | SH | SOLE | 215,164 | 0 | 0 | ||
| BLACKROCK MUNIHLDGS NY QLTY | COM | 09255C106 | 136 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
| BLACKROCK MUNIHLDNGS CALI QL | COM | 09254L107 | 638 | 44,996 | SH | SOLE | 44,996 | 0 | 0 | ||
| BLACKROCK MUNIHLDNGS QLTY II | COM | 09254C107 | 638 | 48,151 | SH | SOLE | 48,151 | 0 | 0 | ||
| BLACKROCK MUNIY QUALITY FD I | COM | 09254G108 | 848 | 66,264 | SH | SOLE | 66,264 | 0 | 0 | ||
| BLACKROCK MUNIYIELD CALI QLT | COM | 09254N103 | 628 | 42,649 | SH | SOLE | 42,649 | 0 | 0 | ||
| BLACKROCK MUNIYLD MICH QLTY | COM | 09254V105 | 6,783 | 498,780 | SH | SOLE | 498,780 | 0 | 0 | ||
| CARRIAGE SVCS INC | NOTE 2.750% 3/1 | 143905AM9 | 18,748 | 14,380,000 | PRN | OTR | 1 | 3,176,000 | 11,204,000 | 0 | |
| CHART INDS INC | NOTE 2.000% 8/0 | 16115QAC4 | 26,352 | 26,551,000 | PRN | OTR | 1 | 5,670,000 | 20,881,000 | 0 | |
| CHART INDS INC | NOTE 2.000% 8/0 | 16115QAC4 | 2,956 | 2,993,000 | PRN | OTR | 2,690,000 | 0 | 303,000 | ||
| CIENA CORP | NOTE 0.875% 6/1 | 171779AE1 | 1,674 | 1,681,000 | PRN | OTR | 1,500,000 | 0 | 181,000 | ||
| 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 | 21,903 | 17,418,000 | PRN | OTR | 1 | 3,514,000 | 13,904,000 | 0 | |
| COMSTOCK RES INC | COM | 205768302 | 923 | 100,000 | SH | OTR | 1 | 0 | 100,000 | 0 | |
| COMSTOCK RES INC | NOTE 7.750% 4/0 | 205768AM6 | 19,244 | 22,475,000 | PRN | OTR | 1 | 5,057,000 | 17,418,000 | 0 | |
| COMSTOCK RES INC | NOTE 9.500% 6/1 | 205768AN4 | 41,243 | 47,610,978 | PRN | OTR | 1 | 8,694,333 | 38,916,646 | 0 | |
| DANAHER CORP DEL | NOTE 1/2 | 235851AF9 | 61,051 | 18,670,000 | PRN | OTR | 1 | 3,363,000 | 15,307,000 | 0 | |
| DANAHER CORP DEL | NOTE 1/2 | 235851AF9 | 9,744 | 2,982,000 | PRN | OTR | 2,689,000 | 0 | 293,000 | ||
| DELAWARE INV MN MUN INC FD I | COM | 24610V103 | 8,268 | 564,399 | SH | SOLE | 564,399 | 0 | 0 | ||
| DELAWARE INVT NAT MUNI INC F | SH BEN INT | 24610T108 | 3,315 | 256,199 | SH | SOLE | 256,199 | 0 | 0 | ||
| DELTA AIR LINES INC DEL | COM NEW | 247361702 | 13,932 | 303,129 | SH | OTR | 1 | 0 | 303,129 | 0 | |
| DEPOMED INC | NOTE 2.500% 9/0 | 249908AA2 | 1,720 | 1,842,000 | PRN | OTR | 1,655,000 | 0 | 187,000 | ||
| DEPOMED INC | NOTE 2.500% 9/0 | 249908AA2 | 11,334 | 12,090,000 | PRN | OTR | 1 | 2,678,000 | 9,412,000 | 0 | |
| EATON VANCE CALIF MUN BD FD | COM | 27828A100 | 1,149 | 101,142 | SH | SOLE | 101,142 | 0 | 0 | ||
| EATON VANCE MUN INCOME 2028 | SHS | 27829U105 | 1,727 | 88,224 | SH | SOLE | 88,224 | 0 | 0 | ||
| EATON VANCE NEW YORK MUN BD | COM | 27827Y109 | 7,105 | 575,336 | SH | SOLE | 575,336 | 0 | 0 | ||
| ECHO GLOBAL LOGISTICS INC | NOTE 2.500% 5/0 | 27875TAA9 | 16,248 | 17,160,000 | PRN | OTR | 1 | 776,000 | 16,384,000 | 0 | |
| HALLIBURTON CO | COM | 406216101 | 9,188 | 186,718 | SH | OTR | 1 | 0 | 186,718 | 0 | |
| HEALTHSOUTH CORP | DEBT 2.000%12/0 | 421924BL4 | 8,063 | 6,575,000 | PRN | OTR | 1 | 1,317,000 | 5,258,000 | 0 | |
| HEALTHSOUTH CORP | DEBT 2.000%12/0 | 421924BL4 | 4,956 | 4,058,000 | PRN | OTR | 3,654,000 | 0 | 404,000 | ||
| HELIX ENERGY SOLUTIONS GRP I | NOTE 4.250% 5/0 | 42330PAH0 | 4,487 | 4,584,000 | PRN | OTR | 4,130,000 | 0 | 454,000 | ||
| HELIX ENERGY SOLUTIONS GRP I | NOTE 4.250% 5/0 | 42330PAH0 | 28,982 | 29,461,000 | PRN | OTR | 1 | 6,621,000 | 22,840,000 | 0 | |
| HOLOGIC INC | DEBT 2.000% 3/0 | 436440AC5 | 4,211 | 3,024,000 | PRN | OTR | 2,718,000 | 0 | 306,000 | ||
| HOLOGIC INC | DEBT 2.000% 3/0 | 436440AC5 | 43,389 | 31,103,000 | PRN | OTR | 1 | 6,092,000 | 25,011,000 | 0 | |
| ILLUMINA INC | NOTE 6/1 | 452327AF6 | 11,071 | 10,948,000 | PRN | OTR | 1 | 3,949,000 | 6,999,000 | 0 | |
| ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 4,194 | 4,050,000 | PRN | OTR | 3,638,000 | 0 | 412,000 | ||
| ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 17,964 | 17,263,000 | PRN | OTR | 1 | 3,133,000 | 14,130,000 | 0 | |
| INPHI CORP | NOTE 1.125%12/0 | 45772FAB3 | 4,799 | 3,482,000 | PRN | OTR | 3,139,000 | 0 | 343,000 | ||
| INPHI CORP | NOTE 1.125%12/0 | 45772FAB3 | 21,138 | 15,283,000 | PRN | OTR | 1 | 3,194,000 | 12,089,000 | 0 | |
| INTEL CORP | SDCV 12/1 | 458140AD2 | 5,717 | 4,192,000 | PRN | SOLE | 4,192,000 | 0 | 0 | ||
| INTEL CORP | SDCV 12/1 | 458140AD2 | 2,098 | 1,541,000 | PRN | OTR | 1,393,000 | 0 | 148,000 | ||
| INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 2,694 | 1,542,000 | PRN | OTR | 1,390,000 | 0 | 152,000 | ||
| INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 7,250 | 4,146,000 | PRN | SOLE | 4,146,000 | 0 | 0 | ||
| INTERCEPT PHARMACEUTICALS IN | NOTE 3.250% 7/0 | 45845PAA6 | 1,826 | 1,959,000 | PRN | OTR | 1,766,000 | 0 | 193,000 | ||
| INTERCEPT PHARMACEUTICALS IN | NOTE 3.250% 7/0 | 45845PAA6 | 14,156 | 15,110,000 | PRN | OTR | 1 | 3,374,000 | 11,736,000 | 0 | |
| INVESCO MUN TR | COM | 46131J103 | 302 | 24,087 | SH | SOLE | 24,087 | 0 | 0 | ||
| INVESCO QUALITY MUNI INC TRS | COM | 46133G107 | 1,845 | 148,426 | SH | SOLE | 148,426 | 0 | 0 | ||
| ISHARES GOLD TRUST | ISHARES | 464285105 | 7,541 | 627,900 | SH | OTR | 1 | 9,200 | 618,700 | 0 | |
| ISIS PHARMACEUTICALS INC DEL | NOTE 1.000%11/1 | 464337AJ3 | 2,342 | 2,432,000 | PRN | OTR | 2,186,000 | 0 | 246,000 | ||
| ISIS PHARMACEUTICALS INC DEL | NOTE 1.000%11/1 | 464337AJ3 | 15,640 | 16,197,000 | PRN | OTR | 1 | 3,317,000 | 12,880,000 | 0 | |
| LAM RESEARCH CORP | NOTE 1.250% 5/1 | 512807AL2 | 6,424 | 3,033,000 | PRN | OTR | 2,733,000 | 0 | 300,000 | ||
| LAM RESEARCH CORP | NOTE 1.250% 5/1 | 512807AL2 | 25,601 | 12,058,000 | PRN | OTR | 1 | 1,075,000 | 10,983,000 | 0 | |
| LIBERTY MEDIA CORP DELAWARE | NOTE 1.375%10/1 | 531229AB8 | 5,027 | 4,446,000 | PRN | OTR | 4,002,000 | 0 | 444,000 | ||
| LIBERTY MEDIA CORP DELAWARE | NOTE 1.375%10/1 | 531229AB8 | 18,946 | 16,683,000 | PRN | OTR | 1 | 3,528,000 | 13,155,000 | 0 | |
| MACQUARIE INFRASTRUCTURE COR | NOTE 2.875% 7/1 | 55608BAA3 | 4,821 | 4,312,000 | PRN | OTR | 3,883,000 | 0 | 429,000 | ||
| MACQUARIE INFRASTRUCTURE COR | NOTE 2.875% 7/1 | 55608BAA3 | 52,049 | 46,343,000 | PRN | OTR | 1 | 10,281,000 | 36,062,000 | 0 | |
| MERCADOLIBRE INC | NOTE 2.250% 7/0 | 58733RAB8 | 22,240 | 12,763,000 | PRN | OTR | 1 | 2,871,000 | 9,892,000 | 0 | |
| MFS HIGH INCOME MUN TR | SH BEN INT | 59318D104 | 1,816 | 361,805 | SH | SOLE | 361,805 | 0 | 0 | ||
| MFS MUN INCOME TR | SH BEN INT | 552738106 | 2,741 | 394,425 | SH | SOLE | 394,425 | 0 | 0 | ||
| MGIC INVT CORP WIS | NOTE 2.000% 4/0 | 552848AE3 | 14,203 | 9,745,000 | PRN | OTR | 1 | 3,075,000 | 6,670,000 | 0 | |
| MGIC INVT CORP WIS | NOTE 2.000% 4/0 | 552848AE3 | 2,474 | 1,698,000 | PRN | OTR | 1,530,000 | 0 | 168,000 | ||
| MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 5,838 | 4,072,000 | PRN | OTR | 3,656,000 | 0 | 416,000 | ||
| MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 46,208 | 32,117,000 | PRN | OTR | 1 | 5,924,000 | 26,193,000 | 0 | |
| MICRON TECHNOLOGY INC | NOTE 3.000%11/1 | 595112AY9 | 19,416 | 17,249,000 | PRN | OTR | 1 | 3,704,000 | 13,545,000 | 0 | |
| MOLINA HEALTHCARE INC | DBCV 1.625% 8/1 | 60855RAD2 | 3,355 | 3,180,000 | PRN | OTR | 2,857,000 | 0 | 323,000 | ||
| MOLINA HEALTHCARE INC | DBCV 1.625% 8/1 | 60855RAD2 | 25,376 | 23,940,000 | PRN | OTR | 1 | 5,047,000 | 18,893,000 | 0 | |
| NEWPARK RES INC | NOTE 4.000%10/0 | 651718AC2 | 509 | 498,000 | PRN | SOLE | 498,000 | 0 | 0 | ||
| NEWPARK RES INC | NOTE 4.000%10/0 | 651718AC2 | 4,290 | 4,216,000 | PRN | OTR | 3,791,000 | 0 | 425,000 | ||
| NEXTERA ENERGY INC | UNIT 08/31/2018 | 65339F846 | 7,861 | 131,590 | SH | SOLE | 131,590 | 0 | 0 | ||
| NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 10,751 | 2,831,000 | PRN | SOLE | 2,831,000 | 0 | 0 | ||
| NUANCE COMMUNICATIONS INC | NOTE 2.750%11/0 | 67020YAF7 | 4,219 | 4,195,000 | PRN | OTR | 3,773,000 | 0 | 422,000 | ||
| NUVEEN AMT FREE MUN CR INC F | COM | 67071L106 | 16,525 | 1,130,278 | SH | SOLE | 1,130,278 | 0 | 0 | ||
| NUVEEN AMT FREE QLTY MUN INC | COM | 670657105 | 23,983 | 1,795,140 | SH | SOLE | 1,795,140 | 0 | 0 | ||
| NUVEEN MARYLAND QLT MUN INC | COM | 67061Q107 | 2,536 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
| NUVEEN MICHIGAN QLT MUN INC | COM | 670979103 | 3,996 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
| NUVEEN MUNICIPAL CREDIT INC | COM SH BEN INT | 67070X101 | 19,224 | 1,335,931 | SH | SOLE | 1,335,931 | 0 | 0 | ||
| NUVEEN NEW YORK AMT QLT MUNI | COM | 670656107 | 8,419 | 648,590 | SH | OTR | 1 | 548,590 | 100,000 | 0 | |
| NUVEEN PENNSYLVANIA QLT MUN | COM | 670972108 | 7,392 | 563,000 | SH | SOLE | 563,000 | 0 | 0 | ||
| NXP SEMICONDUCTORS N V | DBCV 1.000%12/0 | 62952QAB6 | 42,053 | 36,175,000 | PRN | OTR | 1 | 7,825,000 | 28,350,000 | 0 | |
| OASIS PETE INC NEW | NOTE 2.625% 9/1 | 674215AJ7 | 29,486 | 21,821,000 | PRN | OTR | 1 | 3,386,000 | 18,435,000 | 0 | |
| ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 25,372 | 23,131,000 | PRN | OTR | 1 | 5,044,000 | 18,087,000 | 0 | |
| PETROQUEST ENERGY INC | COM NEW | 716748306 | 4,436 | 1,619,068 | SH | OTR | 1 | 419,433 | 1,199,635 | 0 | |
| PRICELINE GRP INC | NOTE 1.000% 3/1 | 741503AQ9 | 2,978 | 1,582,000 | PRN | OTR | 1,429,000 | 0 | 153,000 | ||
| PRICELINE GRP INC | NOTE 1.000% 3/1 | 741503AQ9 | 43,195 | 22,885,000 | PRN | OTR | 1 | 1,925,000 | 20,960,000 | 0 | |
| PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 30,704 | 21,490,000 | PRN | OTR | 1 | 6,155,000 | 15,335,000 | 0 | |
| PROOFPOINT INC | NOTE 1.250%12/1 | 743424AB9 | 10,866 | 5,674,000 | PRN | OTR | 1 | 1,224,000 | 4,450,000 | 0 | |
| PROOFPOINT INC | DBCV 0.750% 6/1 | 743424AD5 | 4,255 | 3,722,000 | PRN | OTR | 1 | 285,000 | 3,437,000 | 0 | |
| PROOFPOINT INC | DBCV 0.750% 6/1 | 743424AD5 | 4,728 | 4,154,000 | PRN | OTR | 3,739,000 | 0 | 415,000 | ||
| PUTNAM MUN OPPORTUNITIES TR | SH BEN INT | 746922103 | 15,626 | 1,301,101 | SH | SOLE | 1,301,101 | 0 | 0 | ||
| RAMBUS INC DEL | NOTE 1.125% 8/1 | 750917AE6 | 19,831 | 16,517,000 | PRN | OTR | 1 | 3,214,000 | 13,303,000 | 0 | |
| RED HAT INC | NOTE 0.250%10/0 | 756577AD4 | 4,278 | 3,297,000 | PRN | OTR | 2,964,000 | 0 | 333,000 | ||
| RED HAT INC | NOTE 0.250%10/0 | 756577AD4 | 19,566 | 15,022,000 | PRN | OTR | 1 | 4,857,000 | 10,165,000 | 0 | |
| REX ENERGY CORPORATION | COM | 761565100 | 791 | 1,684,159 | SH | OTR | 1 | 349,185 | 1,334,974 | 0 | |
| RPM INTL INC | NOTE 2.250%12/1 | 749685AT0 | 1,979 | 1,645,000 | PRN | OTR | 1,475,000 | 0 | 170,000 | ||
| RPM INTL INC | NOTE 2.250%12/1 | 749685AT0 | 5,977 | 4,947,000 | PRN | SOLE | 4,947,000 | 0 | 0 | ||
| SALESFORCE COM INC | NOTE 0.250% 4/0 | 79466LAD6 | 5,462 | 4,238,000 | PRN | OTR | 3,812,000 | 0 | 426,000 | ||
| SALESFORCE COM INC | NOTE 0.250% 4/0 | 79466LAD6 | 30,563 | 23,669,000 | PRN | OTR | 1 | 5,599,000 | 18,070,000 | 0 | |
| SANCHEZ ENERGY CORP | COM | 79970Y105 | 126 | 13,249 | SH | OTR | 1 | 0 | 13,249 | 0 | |
| SERVICENOW INC | NOTE 11/0 | 81762PAB8 | 5,189 | 4,034,000 | PRN | OTR | 3,624,000 | 0 | 410,000 | ||
| SERVICENOW INC | NOTE 11/0 | 81762PAB8 | 21,511 | 16,659,000 | PRN | OTR | 1 | 3,278,000 | 13,381,000 | 0 | |
| SOUTHWESTERN ENERGY CO | DEP SHS 1/20 B | 845467208 | 1,774 | 89,700 | SH | OTR | 80,853 | 0 | 8,847 | ||
| SOUTHWESTERN ENERGY CO | DEP SHS 1/20 B | 845467208 | 6,635 | 331,738 | SH | OTR | 1 | 17,616 | 314,122 | 0 | |
| SPDR GOLD TRUST | GOLD SHS | 78463V107 | 22,438 | 189,000 | SH | OTR | 1 | 0 | 189,000 | 0 | |
| STONE ENERGY CORP | COM PAR | 861642403 | 86,239 | 3,948,684 | SH | OTR | 1 | 1,105,845 | 2,842,839 | 0 | |
| T MOBILE US INC | CONV PFD SER A | 872590203 | 21,148 | 200,782 | SH | OTR | 1 | 55,482 | 145,300 | 0 | |
| TELEFLEX INC | NOTE 3.875% 8/0 | 879369AA4 | 8,269 | 2,642,000 | PRN | OTR | 2,381,000 | 0 | 261,000 | ||
| TELEFLEX INC | NOTE 3.875% 8/0 | 879369AA4 | 61,214 | 19,526,000 | PRN | OTR | 1 | 4,391,000 | 15,135,000 | 0 | |
| TEVA PHARMACEUTICAL FIN LLC | DBCV 0.250% 2/0 | 88163VAE9 | 3,206 | 2,986,000 | PRN | OTR | 2,686,000 | 0 | 300,000 | ||
| TEVA PHARMACEUTICAL FIN LLC | DBCV 0.250% 2/0 | 88163VAE9 | 16,910 | 15,676,000 | PRN | OTR | 1 | 5,216,000 | 10,460,000 | 0 | |
| TWITTER INC | NOTE 0.250% 9/1 | 90184LAB8 | 19,514 | 20,677,000 | PRN | OTR | 1 | 2,114,000 | 18,563,000 | 0 | |
| TYSON FOODS INC | UNIT 99/99/9999 | 902494301 | 6,168 | 92,062 | SH | OTR | 82,956 | 0 | 9,106 | ||
| TYSON FOODS INC | UNIT 99/99/9999 | 902494301 | 21,251 | 313,898 | SH | OTR | 1 | 92,498 | 221,400 | 0 | |
| UNITED TECHNOLOGIES CORP | COM | 913017109 | 5,959 | 53,105 | SH | OTR | 1 | 0 | 53,105 | 0 | |
| VERINT SYS INC | NOTE 1.500% 6/0 | 92343XAA8 | 4,287 | 4,349,000 | PRN | OTR | 3,916,000 | 0 | 433,000 | ||
| VERINT SYS INC | NOTE 1.500% 6/0 | 92343XAA8 | 36,191 | 36,534,000 | PRN | OTR | 1 | 7,352,000 | 29,182,000 | 0 | |
| WABASH NATL CORP | NOTE 3.375% 5/0 | 929566AH0 | 5,374 | 2,967,000 | PRN | OTR | 2,674,000 | 0 | 293,000 | ||
| WABASH NATL CORP | NOTE 3.375% 5/0 | 929566AH0 | 22,269 | 12,261,000 | PRN | OTR | 1 | 2,579,000 | 9,682,000 | 0 | |
| WEATHERFORD INTL LTD | NOTE 5.875% 7/0 | 947075AH0 | 5,501 | 4,283,000 | PRN | OTR | 3,857,000 | 0 | 426,000 | ||
| WEATHERFORD INTL LTD | NOTE 5.875% 7/0 | 947075AH0 | 41,660 | 32,373,000 | PRN | OTR | 1 | 6,159,000 | 26,214,000 | 0 | |
| WEBMD HEALTH CORP | NOTE 1.500%12/0 | 94770VAK8 | 9,337 | 7,842,000 | PRN | OTR | 1 | 1,733,000 | 6,109,000 | 0 | |
| WEBMD HEALTH CORP | NOTE 1.500%12/0 | 94770VAK8 | 4,811 | 4,058,000 | PRN | OTR | 3,650,000 | 0 | 408,000 | ||
| WELLS FARGO & CO NEW | PERP PFD CNV A | 949746804 | 3,795 | 3,063 | SH | OTR | 2,778 | 0 | 285 | ||
| WELLS FARGO & CO NEW | PERP PFD CNV A | 949746804 | 4,416 | 3,564 | SH | OTR | 1 | 3,164 | 400 | 0 | |
| WELLTOWER INC | 6.50% PFD PREPET | 95040Q203 | 6,207 | 97,900 | SH | OTR | 1 | 23,300 | 74,600 | 0 | |
| XILINX INC | NOTE 2.625% 6/1 | 983919AF8 | 5,724 | 2,846,000 | PRN | OTR | 2,559,000 | 0 | 287,000 | ||
| XILINX INC | NOTE 2.625% 6/1 | 983919AF8 | 62,137 | 30,818,000 | PRN | OTR | 1 | 6,717,000 | 24,101,000 | 0 | |
| XPO LOGISTICS INC | NOTE 4.500%10/0 | 983793AA8 | 53,009 | 18,111,000 | PRN | OTR | 1 | 3,715,000 | 14,396,000 | 0 | |
| XPO LOGISTICS INC | NOTE 4.500%10/0 | 983793AA8 | 7,863 | 2,691,000 | PRN | OTR | 2,423,000 | 0 | 268,000 | ||