The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
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 2,850 1,609,000 PRN   SOLE   1,341,000 0 268,000
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 25,695 14,486,000 PRN   OTR 1 3,552,000 10,934,000 0
AIR LEASE CORP NOTE 3.875%12/0 00912XAK0 54,730 35,874,000 PRN   OTR 1 7,666,000 28,208,000 0
AIR LEASE CORP NOTE 3.875%12/0 00912XAK0 9,221 6,064,000 PRN   SOLE   5,049,000 0 1,015,000
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 803 825,000 PRN   SOLE   825,000 0 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 780 425,000 PRN   SOLE   425,000 0 0
ALLERGAN PLC PFD CONV SER A G0177J116 26,729 36,446 SH   OTR 1 8,130 28,316 0
ALLERGAN PLC PFD CONV SER A G0177J116 3,652 4,950 SH   SOLE   4,143 0 807
ALZA CORP SDCV 7/2 02261WAB5 13,322 7,445,000 PRN   SOLE   7,445,000 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 36,621 2,560,914 SH   OTR 1 139,229 2,421,685 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0 02917TAA2 4,453 4,420,000 PRN   OTR 1 1,830,000 2,590,000 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1 02917TAB0 62,667 60,148,000 PRN   OTR 1 13,480,000 46,668,000 0
AMERICAN TOWER CORP NEW DEP PFD CONV SE 03027X407 39,689 325,488 SH   OTR 1 88,625 236,863 0
AMERICAN TOWER CORP NEW DEP PFD CONV SE 03027X407 8,872 72,676 SH   SOLE   60,705 0 11,971
ANTHEM INC NOTE 2.750%10/1 94973VBG1 44,621 17,162,000 PRN   OTR 1 4,990,000 12,172,000 0
ARCONIC INC 5.375% PFD B 1 03965L308 7,904 203,178 SH   OTR 1 55,978 147,200 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 33,913 27,998,000 PRN   OTR 1 4,429,000 23,569,000 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 6,038 5,006,000 PRN   SOLE   4,189,000 0 817,000
BAKER HUGHES A GE CO CL A 05722G100 1,881 51,357 SH   OTR 1 0 51,357 0
BANK AMER CORP 7.25%CNV PFD L 060505682 42,175 32,405 SH   OTR 1 11,297 21,108 0
BANK AMER CORP 7.25%CNV PFD L 060505682 8,661 6,655 SH   SOLE   5,573 0 1,082
BANK AMER CORP COM 060505104 16,884 666,299 SH   OTR 1 0 666,299 0
BECTON DICKINSON & CO PFD SHS CONV A 075887208 18,757 339,796 SH   OTR 1 67,543 272,253 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.750%10/1 09061GAE1 38,579 34,426,000 PRN   OTR 1 5,623,000 28,803,000 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.750%10/1 09061GAE1 5,242 4,699,000 PRN   SOLE   3,911,000 0 788,000
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8 1,800 1,498,000 PRN   SOLE   1,498,000 0 0
BLACKHAWK NETWORK HLDGS INC NOTE 1.500% 1/1 09238EAB0 30,554 27,280,000 PRN   OTR 1 5,638,000 21,642,000 0
BLACKHAWK NETWORK HLDGS INC NOTE 1.500% 1/1 09238EAB0 5,669 5,079,000 PRN   SOLE   4,247,000 0 832,000
BLACKROCK FLA MUN 2020 TERM COM SHS 09250M109 2,820 187,485 SH   SOLE   187,485 0 0
BLACKROCK LONG-TERM MUNI ADV COM 09250B103 991 81,807 SH   SOLE   81,807 0 0
BLACKROCK MUN 2030 TAR TERM COM SHS BEN IN 09257P105 3,802 167,704 SH   SOLE   167,704 0 0
BLACKROCK MUNI INTER DR FD I COM 09253X102 11,336 800,000 SH   SOLE   800,000 0 0
BLACKROCK MUNIHLDGS NJ QLTY COM 09254X101 1,936 132,807 SH   SOLE   132,807 0 0
BLACKROCK MUNIHLDGS NY QLTY COM 09255C106 269 19,700 SH   SOLE   19,700 0 0
BLACKROCK MUNIYLD MICH QLTY COM 09254V105 6,309 451,928 SH   SOLE   451,928 0 0
CARRIAGE SVCS INC NOTE 2.750% 3/1 143905AM9 18,715 14,920,000 PRN   OTR 1 3,716,000 11,204,000 0
CHART INDS INC NOTE 2.000% 8/0 16115QAC4 26,584 26,551,000 PRN   OTR 1 5,670,000 20,881,000 0
CHART INDS INC NOTE 2.000% 8/0 16115QAC4 3,285 3,297,000 PRN   SOLE   2,757,000 0 540,000
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 405 580,000 PRN   SOLE   580,000 0 0
CIENA CORP NOTE 3.750%10/1 171779AJ0 1,006 830,000 PRN   SOLE   830,000 0 0
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 22,818 19,628,000 PRN   OTR 1 5,724,000 13,904,000 0
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 5,317 4,584,000 PRN   SOLE   3,831,000 0 753,000
CLOVIS ONCOLOGY INC NOTE 2.500% 9/1 189464AB6 557 360,000 PRN   SOLE   360,000 0 0
COLONY CAP INC NOTE 3.875% 1/1 19624RAB2 796 790,000 PRN   SOLE   790,000 0 0
COMSTOCK RES INC COM 205768302 480 78,894 SH   OTR 1 0 78,894 0
COMSTOCK RES INC NOTE 7.750% 4/0 205768AM6 18,863 23,288,147 PRN   OTR 1 5,077,708 18,210,439 0
COMSTOCK RES INC NOTE 9.500% 6/1 205768AN4 39,846 49,806,892 PRN   OTR 1 9,011,707 40,795,185 0
CROWN CASTLE INTL CORP NEW 6.875% CON PFD A 22822V309 16,396 15,465 SH   OTR 1 627 14,838 0
CYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1 232806AM1 1,313 1,004,000 PRN   SOLE   1,004,000 0 0
DANAHER CORP DEL DBCV 1/2 235851AF9 64,227 19,585,000 PRN   OTR 1 4,278,000 15,307,000 0
DANAHER CORP DEL DBCV 1/2 235851AF9 10,768 3,286,000 PRN   SOLE   2,753,000 0 533,000
DELAWARE INV MN MUN INC FD I COM 24610V103 8,043 564,399 SH   SOLE   564,399 0 0
DELAWARE INVT NAT MUNI INC F SH BEN INT 24610T108 3,466 256,199 SH   SOLE   256,199 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 18,275 378,997 SH   OTR 1 0 378,997 0
DEPOMED INC NOTE 2.500% 9/0 249908AA2 8,954 12,090,000 PRN   OTR 1 2,678,000 9,412,000 0
DEPOMED INC NOTE 2.500% 9/0 249908AA2 1,444 1,959,000 PRN   SOLE   1,652,000 0 307,000
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 119,952 106,743,000 PRN   OTR 1 26,241,000 80,502,000 0
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 7,964 7,119,000 PRN   SOLE   5,963,000 0 1,156,000
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 738 647,000 PRN   SOLE   647,000 0 0
EATON VANCE MUN INCOME 2028 SHS 27829U105 1,695 82,787 SH   SOLE   82,787 0 0
EATON VANCE NEW YORK MUN BD COM 27827Y109 6,226 481,489 SH   SOLE   481,489 0 0
ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 16,592 17,160,000 PRN   OTR 1 776,000 16,384,000 0
ELECTRONICS FOR IMAGING INC NOTE 0.750% 9/0 286082AC6 471 452,000 PRN   SOLE   452,000 0 0
ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 546 475,000 PRN   SOLE   475,000 0 0
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 686 505,000 PRN   SOLE   505,000 0 0
FINISAR CORP NOTE 0.500%12/1 31787AAM3 1,142 1,095,000 PRN   SOLE   1,095,000 0 0
FIREEYE INC NOTE 1.000% 6/0 31816QAB7 1,220 1,285,000 PRN   SOLE   1,285,000 0 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 1,172 1,315,000 PRN   SOLE   1,315,000 0 0
GOGO INC NOTE 3.750% 3/0 38046CAB5 430 465,000 PRN   SOLE   465,000 0 0
HALLIBURTON CO COM 406216101 8,595 186,718 SH   OTR 1 0 186,718 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.250% 5/0 42330PAH0 4,937 5,012,000 PRN   SOLE   4,204,000 0 808,000
HELIX ENERGY SOLUTIONS GRP I NOTE 4.250% 5/0 42330PAH0 29,166 29,461,000 PRN   OTR 1 6,621,000 22,840,000 0
HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 1,184 1,180,000 PRN   SOLE   1,180,000 0 0
HOLOGIC INC DEBT 2.000% 3/0 436440AC5 40,166 32,923,000 PRN   OTR 1 7,912,000 25,011,000 0
HOLOGIC INC DEBT 2.000% 3/0 436440AC5 7,203 5,916,000 PRN   SOLE   4,911,000 0 1,005,000
HUNTINGTON BANCSHARES INC PFD CONV SER A 446150401 864 600 SH   SOLE   600 0 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 25,716 22,521,000 PRN   OTR 1 8,391,000 14,130,000 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 5,200 4,574,000 PRN   SOLE   3,800,000 0 774,000
ILLUMINA INC NOTE 6/1 452327AF6 11,605 10,948,000 PRN   OTR 1 3,949,000 6,999,000 0
IMPAX LABORATORIES INC NOTE 2.000% 6/1 45256BAE1 691 765,000 PRN   SOLE   765,000 0 0
INPHI CORP NOTE 1.125%12/0 45772FAB3 26,617 21,651,000 PRN   OTR 1 3,445,000 18,206,000 0
INPHI CORP NOTE 1.125%12/0 45772FAB3 4,501 3,676,000 PRN   SOLE   3,103,000 0 573,000
INTEGRATED DEVICE TECHNOLOGY NOTE 0.875%11/1 458118AC0 516 482,000 PRN   SOLE   482,000 0 0
INTEL CORP SDCV 2.950%12/1 458140AD2 16,393 11,507,000 PRN   SOLE   11,233,000 0 274,000
INTEL CORP SDCV 3.250% 8/0 458140AF7 10,757 5,850,000 PRN   SOLE   5,574,000 0 276,000
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 1,607 2,080,000 PRN   SOLE   1,763,000 0 317,000
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 12,393 15,940,000 PRN   OTR 1 4,204,000 11,736,000 0
INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 491 418,000 PRN   SOLE   418,000 0 0
INVESCO MUN TR COM 46131J103 308 24,087 SH   SOLE   24,087 0 0
INVESCO QUALITY MUNI INC TRS COM 46133G107 1,278 99,857 SH   SOLE   99,857 0 0
IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 810 679,000 PRN   SOLE   679,000 0 0
ISHARES GOLD TRUST ISHARES 464285105 7,729 627,900 SH   OTR 1 9,200 618,700 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 22,551 21,300,000 PRN   OTR 1 5,256,000 16,044,000 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 3,016 2,855,000 PRN   SOLE   2,361,000 0 494,000
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 827 665,000 PRN   SOLE   665,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 1,235 1,169,000 PRN   SOLE   1,169,000 0 0
LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 10,153 3,322,000 PRN   SOLE   2,785,000 0 537,000
LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 48,460 15,830,000 PRN   OTR 1 1,118,000 14,712,000 0
LEXICON PHARMACEUTICALS INC NOTE 5.250%12/0 528872AB0 206 127,000 PRN   SOLE   127,000 0 0
LIBERTY INTERACTIVE LLC DEB 1.750% 9/3 530610AD6 1,238 1,040,000 PRN   SOLE   1,040,000 0 0
LIBERTY MEDIA CORP DELAWARE DEB 2.250% 9/3 531229AE2 689 645,000 PRN   SOLE   645,000 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 26,333 21,677,000 PRN   OTR 1 4,820,000 16,857,000 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 5,946 4,915,000 PRN   SOLE   4,112,000 0 803,000
LIGAND PHARMACEUTICALS INC NOTE 0.750% 8/1 53220KAD0 790 432,000 PRN   SOLE   432,000 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 1,986 2,040,000 PRN   SOLE   2,040,000 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 49,442 46,343,000 PRN   OTR 1 10,281,000 36,062,000 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 5,069 4,774,000 PRN   SOLE   3,984,000 0 790,000
MARRIOTT VACATIONS WRLDWDE C NOTE 1.500% 9/1 57164YAA5 523 500,000 PRN   SOLE   500,000 0 0
MEDICINES CO NOTE 2.750% 7/1 584688AG0 4,447 4,224,000 PRN   SOLE   3,765,000 0 459,000
MEDIDATA SOLUTIONS INC NOTE 1.000% 8/0 58471AAB1 995 720,000 PRN   SOLE   720,000 0 0
MERCADOLIBRE INC NOTE 2.250% 7/0 58733RAB8 26,715 12,763,000 PRN   OTR 1 2,871,000 9,892,000 0
MFS HIGH INCOME MUN TR SH BEN INT 59318D104 1,591 303,705 SH   SOLE   303,705 0 0
MFS MUN INCOME TR SH BEN INT 552738106 2,502 347,524 SH   SOLE   347,524 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 62,440 35,680,000 PRN   OTR 1 5,924,000 29,756,000 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 9,369 5,369,000 PRN   SOLE   4,498,000 0 871,000
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 34,781 25,079,000 PRN   OTR 1 7,665,000 17,414,000 0
MOLINA HEALTHCARE INC DBCV 1.625% 8/1 60855RAD2 32,110 25,535,000 PRN   OTR 1 6,642,000 18,893,000 0
MOLINA HEALTHCARE INC DBCV 1.625% 8/1 60855RAD2 4,339 3,464,000 PRN   SOLE   2,904,000 0 560,000
NAVISTAR INTL CORP NEW NOTE 4.750% 4/1 63934EAS7 605 550,000 PRN   SOLE   550,000 0 0
NEXTERA ENERGY INC UNIT 08/31/2018 65339F846 8,728 131,590 SH   SOLE   131,590 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 21,781 3,961,000 PRN   SOLE   3,961,000 0 0
NUANCE COMMUNICATIONS INC NOTE 2.750%11/0 67020YAF7 4,703 4,697,000 PRN   SOLE   3,910,000 0 787,000
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 12,736 11,154,000 PRN   OTR 1 2,920,000 8,234,000 0
NUVEEN AMT FREE MUN CR INC F COM 67071L106 17,395 1,130,278 SH   SOLE   1,130,278 0 0
NUVEEN AMT FREE QLTY MUN INC COM 670657105 24,863 1,795,140 SH   SOLE   1,795,140 0 0
NUVEEN MARYLAND QLT MUN INC COM 67061Q107 2,566 200,000 SH   SOLE   200,000 0 0
NUVEEN MICHIGAN QLT MUN INC COM 670979103 4,101 300,000 SH   SOLE   300,000 0 0
NUVEEN MUNICIPAL CREDIT INC COM SH BEN INT 67070X101 19,245 1,265,291 SH   SOLE   1,265,291 0 0
NUVEEN NEW YORK AMT QLT MUNI COM 670656107 8,561 648,590 SH   OTR 1 548,590 100,000 0
NUVEEN PENNSYLVANIA QLT MUN COM 670972108 7,629 563,000 SH   SOLE   563,000 0 0
NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6 43,907 36,175,000 PRN   OTR 1 7,825,000 28,350,000 0
OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 30,571 28,015,000 PRN   OTR 1 6,288,000 21,727,000 0
OLD REP INTL CORP NOTE 3.750% 3/1 680223AH7 1,130 880,000 PRN   SOLE   880,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 27,714 23,131,000 PRN   OTR 1 5,044,000 18,087,000 0
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 981 710,000 PRN   SOLE   710,000 0 0
PETROQUEST ENERGY INC COM NEW 716748306 3,498 1,527,557 SH   OTR 1 326,844 1,200,713 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 40,049 27,656,000 PRN   OTR 1 12,321,000 15,335,000 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 8,509 5,896,000 PRN   SOLE   4,893,000 0 1,003,000
PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 44,297 22,885,000 PRN   OTR 1 1,925,000 20,960,000 0
PROOFPOINT INC DBCV 0.750% 6/1 743424AD5 24,472 19,509,000 PRN   OTR 1 4,883,000 14,626,000 0
PROOFPOINT INC DBCV 0.750% 6/1 743424AD5 5,845 4,678,000 PRN   SOLE   3,898,000 0 780,000
PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 1,436 1,420,000 PRN   SOLE   1,420,000 0 0
PUTNAM MUN OPPORTUNITIES TR SH BEN INT 746922103 15,598 1,234,990 SH   SOLE   1,234,990 0 0
RADIUS HEALTH INC NOTE 3.000% 9/0 750469AA6 1,509 1,500,000 PRN   OTR 1 396,000 1,104,000 0
RAMBUS INC DEL NOTE 1.125% 8/1 750917AE6 19,511 16,517,000 PRN   OTR 1 3,214,000 13,303,000 0
RED HAT INC NOTE 0.250%10/0 756577AD4 45,020 29,163,000 PRN   OTR 1 9,080,000 20,083,000 0
RED HAT INC NOTE 0.250%10/0 756577AD4 9,368 6,088,000 PRN   SOLE   5,087,000 0 1,001,000
REDWOOD TR INC NOTE 4.750% 8/1 758075AC9 250 250,000 PRN   SOLE   250,000 0 0
REX ENERGY CORPORATION COM NEW 761565506 387 143,468 SH   OTR 1 20,468 123,000 0
ROYAL GOLD INC NOTE 2.875% 6/1 780287AA6 837 755,000 PRN   SOLE   755,000 0 0
RPM INTL INC NOTE 2.250%12/1 749685AT0 7,495 6,483,000 PRN   SOLE   6,188,000 0 295,000
RTI INTL METALS INC NOTE 1.625%10/1 74973WAB3 615 550,000 PRN   SOLE   550,000 0 0
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 35,908 25,523,000 PRN   OTR 1 7,453,000 18,070,000 0
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 6,675 4,753,000 PRN   SOLE   3,959,000 0 794,000
SERVICENOW INC NOTE 11/0 81762PAB8 31,905 19,809,000 PRN   OTR 1 4,830,000 14,979,000 0
SERVICENOW INC NOTE 11/0 81762PAB8 7,341 4,572,000 PRN   SOLE   3,793,000 0 779,000
SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 1,401 98,263 SH   SOLE   82,169 0 16,094
SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 4,810 331,738 SH   OTR 1 17,616 314,122 0
SPDR GOLD TRUST GOLD SHS 78463V107 22,979 189,000 SH   OTR 1 0 189,000 0
SPDR SERIES TRUST NUV HGHYLD MUN 78464A284 6,196 108,515 SH   SOLE   108,515 0 0
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 1,254 1,225,000 PRN   SOLE   1,225,000 0 0
STANLEY BLACK & DECKER INC UNIT 05/15/2020 854502887 18,650 163,124 SH   OTR 1 37,383 125,741 0
STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 1,490 1,332,000 PRN   SOLE   1,332,000 0 0
STONE ENERGY CORP COM PAR 861642403 113,925 3,920,351 SH   OTR 1 1,077,512 2,842,839 0
SUNPOWER CORP DBCV 0.875% 6/0 867652AJ8 725 910,000 PRN   SOLE   910,000 0 0
T MOBILE US INC CONV PFD SER A 872590203 20,084 200,782 SH   OTR 1 55,482 145,300 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.000% 7/0 874054AD1 1,710 360,000 PRN   SOLE   360,000 0 0
TELEFLEX INC COM 879369106 29,644 122,510 SH   OTR 1 751 121,759 0
TESARO INC NOTE 3.000%10/0 881569AA5 1,030 275,000 PRN   SOLE   275,000 0 0
TESLA INC NOTE 1.250% 3/0 88160RAC5 3,161 2,800,000 PRN   SOLE   2,800,000 0 0
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 2,944 3,267,000 PRN   SOLE   2,722,000 0 545,000
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 14,206 15,676,000 PRN   OTR 1 5,216,000 10,460,000 0
TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 1,090 810,000 PRN   SOLE   810,000 0 0
TWITTER INC NOTE 0.250% 9/1 90184LAB8 21,676 22,817,000 PRN   OTR 1 4,254,000 18,563,000 0
UNITED TECHNOLOGIES CORP COM 913017109 6,164 53,105 SH   OTR 1 0 53,105 0
VANECK VECTORS ETF TR HIGH YLD MUN ETF 92189F361 7,558 241,386 SH   SOLE   241,386 0 0
VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417AD2 569 592,000 PRN   SOLE   592,000 0 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 37,108 37,769,000 PRN   OTR 1 8,587,000 29,182,000 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 4,728 4,837,000 PRN   SOLE   4,041,000 0 796,000
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 7,791 2,500,000 PRN   OTR 1 1,525,000 975,000 0
WABASH NATL CORP NOTE 3.375% 5/0 929566AH0 6,441 3,280,000 PRN   SOLE   2,748,000 0 532,000
WABASH NATL CORP NOTE 3.375% 5/0 929566AH0 24,139 12,261,000 PRN   OTR 1 2,579,000 9,682,000 0
WAYFAIR INC NOTE 0.375% 9/0 94419LAA9 486 500,000 PRN   SOLE   500,000 0 0
WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 8,912 8,162,000 PRN   SOLE   6,816,000 0 1,346,000
WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 60,956 55,699,000 PRN   OTR 1 13,279,000 42,420,000 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804 40,414 30,727 SH   OTR 1 10,511 20,216 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804 4,446 3,381 SH   SOLE   2,863 0 518
WELLTOWER INC 6.50% PFD PREPET 95040Q203 7,496 117,700 SH   OTR 1 43,100 74,600 0
WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 856 955,000 PRN   SOLE   955,000 0 0
WORKDAY INC NOTE 1.500% 7/1 98138HAD3 951 675,000 PRN   SOLE   675,000 0 0
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 1,666 1,535,000 PRN   SOLE   1,535,000 0 0
XPO LOGISTICS INC COM 983793100 686 10,116 SH   SOLE   8,781 0 1,335
XPO LOGISTICS INC NOTE 4.500%10/0 983793AA8 51,409 12,744,000 PRN   OTR 1 2,514,000 10,230,000 0
XPO LOGISTICS INC NOTE 4.500%10/0 983793AA8 11,505 2,852,000 PRN   SOLE   2,368,000 0 484,000
YAHOO INC NOTE 12/0 984332AF3 2,074 1,595,000 PRN   SOLE   1,595,000 0 0