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 |
| AFFILIATED MANAGERS GROUP | NOTE 3.950% 8/1 | 008252AL2 | 8,422 | 6,535,000 | PRN | SOLE | 6,535,000 | 0 | 0 | ||
| AFFILIATED MANAGERS GROUP | NOTE 3.950% 8/1 | 008252AL2 | 8 | 6,000 | PRN | OTR | 1 | 6,000 | 0 | 0 | |
| AIRTRAN HLDGS INC | NOTE 5.250%11/0 | 00949PAD0 | 14,408 | 10,084,000 | PRN | OTR | 1 | 9,187,000 | 897,000 | 0 | |
| AKORN INC | NOTE 3.500% 6/0 | 009728AB2 | 12,496 | 7,449,000 | PRN | OTR | 1 | 2,049,000 | 5,400,000 | 0 | |
| ALCOA INC | NOTE 5.250% 3/1 | 013817AT8 | 1,328 | 1,045,000 | PRN | OTR | 1 | 929,000 | 116,000 | 0 | |
| ALLEGHENY TECHNOLOGIES INC | NOTE 4.250% 6/0 | 01741RAD4 | 20,644 | 19,986,000 | PRN | OTR | 1 | 14,765,000 | 4,950,000 | 271,000 | |
| ALPHA NATURAL RESOURCES INC | NOTE 2.375% 4/1 | 02076XAA0 | 339 | 371,000 | PRN | OTR | 1 | 0 | 371,000 | 0 | |
| ALZA CORP | SDCV 7/2 | 02261WAB5 | 8,993 | 7,605,000 | PRN | SOLE | 7,605,000 | 0 | 0 | ||
| APACHE CORP | PFD CONV SER D | 037411808 | 58,414 | 1,223,577 | SH | OTR | 1 | 419,766 | 792,376 | 11,435 | |
| APOLLO INVT CORP | NOTE 5.750% 1/1 | 03761UAE6 | 12,565 | 11,875,000 | PRN | SOLE | 11,875,000 | 0 | 0 | ||
| ARCHER DANIELS MIDLAND CO | NOTE 0.875% 2/1 | 039483AW2 | 3,035 | 3,007,000 | PRN | SOLE | 3,007,000 | 0 | 0 | ||
| ARES CAP CORP | NOTE 4.875% 3/1 | 04010LAG8 | 18,236 | 16,934,000 | PRN | OTR | 1 | 5,934,000 | 11,000,000 | 0 | |
| ARES CAP CORP | NOTE 5.750% 2/0 | 04010LAB9 | 2,813 | 2,575,000 | PRN | OTR | 1 | 2,406,000 | 6,000 | 163,000 | |
| ARES CAP CORP | NOTE 5.750% 2/0 | 04010LAB9 | 5,273 | 4,810,000 | PRN | SOLE | 4,810,000 | 0 | 0 | ||
| BAKER HUGHES INC | COM | 057224107 | 9,272 | 201,000 | SH | OTR | 1 | 1,100 | 199,900 | 0 | |
| BANK OF AMERICA CORPORATION | 7.25%CNV PFD L | 060505682 | 16,021 | 14,439 | SH | OTR | 1 | 12,644 | 1,200 | 595 | |
| BIOMARIN PHARMACEUTICAL INC | NOTE 1.875% 4/2 | 09061GAD3 | 25,277 | 9,117,000 | PRN | OTR | 1 | 4,058,000 | 4,905,000 | 154,000 | |
| BLACKROCK FLA MUN 2020 TERM | COM SHS | 09250M109 | 1,834 | 116,357 | SH | SOLE | 116,357 | 0 | 0 | ||
| BLACKROCK MUNIHLDGS NJ QLTY | COM | 09254X101 | 316 | 22,040 | SH | SOLE | 22,040 | 0 | 0 | ||
| BLACKROCK MUNIYIELD CALI QLT | COM | 09254N103 | 1,596 | 108,437 | SH | OTR | 1 | 58,639 | 49,798 | 0 | |
| BLACKROCK MUNIYIELD FD INC | COM | 09253W104 | 1,550 | 105,041 | SH | OTR | 1 | 51,041 | 54,000 | 0 | |
| BOTTOMLINE TECH DEL INC | NOTE 1.500%12/0 | 101388AA4 | 12,087 | 11,026,000 | PRN | OTR | 1 | 885,000 | 10,141,000 | 0 | |
| CAMERON INTERNATIONAL CORP | COM | 13342B105 | 4,893 | 80,000 | SH | OTR | 1 | 0 | 80,000 | 0 | |
| CHART INDS INC | NOTE 2.000% 8/0 | 16115QAC4 | 42,829 | 28,485,000 | PRN | OTR | 1 | 11,126,000 | 17,062,000 | 297,000 | |
| CHESAPEAKE ENERGY CORP | NOTE 2.500% 5/1 | 165167BZ9 | 16 | 17,000 | PRN | OTR | 1 | 17,000 | 0 | 0 | |
| CHESAPEAKE ENERGY CORP | NOTE 2.750%11/1 | 165167BW6 | 6 | 6,000 | PRN | OTR | 1 | 6,000 | 0 | 0 | |
| CIENA CORP | DEBT 4.000%12/1 | 171779AK7 | 29,333 | 22,402,000 | PRN | OTR | 1 | 2,670,000 | 19,732,000 | 0 | |
| CIENA CORP | NOTE 0.875% 6/1 | 171779AE1 | 2,783 | 2,895,000 | PRN | OTR | 1 | 2,712,000 | 5,000 | 178,000 | |
| CIENA CORP | NOTE 0.875% 6/1 | 171779AE1 | 109 | 113,000 | PRN | SOLE | 113,000 | 0 | 0 | ||
| CIT GROUP INC | COM NEW | 125581801 | 9,699 | 208,001 | SH | OTR | 1 2 3 5 | 117,278 | 90,723 | 0 | |
| CITIGROUP INC | COM NEW | 172967424 | 26,887 | 560,506 | SH | OTR | 1 4 5 | 125,551 | 434,955 | 0 | |
| COBALT INTL ENERGY INC | NOTE 2.625%12/0 | 19075FAA4 | 22,106 | 20,824,000 | PRN | OTR | 1 | 9,500,000 | 10,994,000 | 330,000 | |
| COMTECH TELECOMMUNICATIONS C | NOTE 3.000% 5/0 | 205826AF7 | 4,855 | 4,746,000 | PRN | OTR | 1 | 2,732,000 | 1,847,000 | 167,000 | |
| CONTINENTAL AIRLS INC | NOTE 4.500% 1/1 | 210795PU8 | 30,815 | 17,595,000 | PRN | OTR | 1 | 6,482,000 | 10,953,000 | 160,000 | |
| COVANTA HLDG CORP | NOTE 3.250% 6/0 | 22282EAC6 | 35,845 | 27,742,000 | PRN | OTR | 1 | 10,188,000 | 17,273,000 | 281,000 | |
| DANAHER CORP DEL | NOTE 1/2 | 235851AF9 | 52,879 | 28,722,000 | PRN | OTR | 1 | 13,298,000 | 15,122,000 | 302,000 | |
| DEALERTRACK TECHNOLOGIES INC | NOTE 1.500% 3/1 | 242309AB8 | 17,608 | 15,179,000 | PRN | OTR | 1 | 3,031,000 | 12,148,000 | 0 | |
| DENDREON CORP | NOTE 2.875% 1/1 | 24823QAC1 | 9 | 12,000 | PRN | OTR | 1 | 12,000 | 0 | 0 | |
| DYNEGY INC NEW DEL | COM | 26817R108 | 296 | 13,120 | SH | OTR | 1 | 0 | 13,120 | 0 | |
| E M C CORP MASS | NOTE 1.750%12/0 | 268648AM4 | 51,701 | 34,979,000 | PRN | OTR | 1 | 17,519,000 | 17,155,000 | 305,000 | |
| ENSCO PLC | SHS CLASS A | G3157S106 | 2,732 | 47,000 | SH | OTR | 1 | 0 | 47,000 | 0 | |
| FORD MTR CO DEL | COM PAR $0.01 | 345370860 | 31,087 | 2,009,500 | SH | OTR | 1 4 | 325,000 | 1,684,500 | 0 | |
| FORD MTR CO DEL | NOTE 4.250%11/1 | 345370CN8 | 28,839 | 15,926,000 | PRN | OTR | 1 | 6,706,000 | 9,003,000 | 217,000 | |
| GENCORP INC | SDCV 4.062%12/3 | 368682AN0 | 5,928 | 3,215,000 | PRN | OTR | 1 | 0 | 3,215,000 | 0 | |
| GENERAL MTRS CO | COM | 37045V100 | 41,147 | 1,235,268 | SH | OTR | 1 2 3 4 | 851,393 | 383,875 | 0 | |
| GENERAL MTRS CO | JR PFD CNV SRB | 37045V209 | 29,010 | 602,376 | SH | OTR | 1 | 199,336 | 399,711 | 3,329 | |
| GILEAD SCIENCES INC | NOTE 1.000% 5/0 | 375558AN3 | 71,142 | 31,343,000 | PRN | OTR | 1 | 13,588,000 | 17,425,000 | 330,000 | |
| GOLDCORP INC NEW | COM | 380956409 | 29,676 | 1,200,000 | SH | OTR | 1 | 75,100 | 1,124,900 | 0 | |
| GOODYEAR TIRE & RUBR CO | PFD CONV 5.875% | 382550309 | 14,565 | 295,345 | SH | OTR | 1 | 118,647 | 172,149 | 4,549 | |
| HALLIBURTON CO | COM | 406216101 | 8,137 | 195,042 | SH | OTR | 1 | 8,324 | 186,718 | 0 | |
| HEALTH CARE REIT INC | NOTE 3.000%12/0 | 42217KAR7 | 8 | 6,000 | PRN | OTR | 1 | 6,000 | 0 | 0 | |
| HEALTH CARE REIT INC | NOTE 3.000%12/0 | 42217KAR7 | 447 | 337,000 | PRN | SOLE | 337,000 | 0 | 0 | ||
| HELIX ENERGY SOLUTIONS GRP I | NOTE 3.250% 3/1 | 42330PAG2 | 21,981 | 17,567,000 | PRN | OTR | 1 | 4,702,000 | 12,865,000 | 0 | |
| HERTZ GLOBAL HOLDINGS INC | NOTE 5.250% 6/0 | 42805TAA3 | 16,361 | 5,439,000 | PRN | OTR | 1 | 1,581,000 | 3,858,000 | 0 | |
| HOLOGIC INC | DEBT 2.000% 3/0 | 436440AC5 | 19,165 | 19,335,000 | PRN | OTR | 1 | 5,767,000 | 13,245,000 | 323,000 | |
| HOLOGIC INC | FRNT 2.000%12/1 | 436440AB7 | 7 | 6,000 | PRN | OTR | 1 | 6,000 | 0 | 0 | |
| HORNBECK OFFSHORE SVCS INC N | FRNT 1.625%11/1 | 440543AE6 | 2,833 | 2,456,000 | PRN | OTR | 1 | 2,292,000 | 6,000 | 158,000 | |
| HORNBECK OFFSHORE SVCS INC N | FRNT 1.625%11/1 | 440543AE6 | 209 | 181,000 | PRN | SOLE | 181,000 | 0 | 0 | ||
| ICAHN ENTERPRISES LP/CORP | FRNT 8/1 | 451102AB3 | 10,494 | 10,478,000 | PRN | OTR | 1 | 9,278,000 | 1,200,000 | 0 | |
| INSULET CORP | NOTE 3.750% 6/1 | 45784PAC5 | 15,814 | 12,083,000 | PRN | OTR | 1 | 1,441,000 | 10,642,000 | 0 | |
| INTEL CORP | SDCV 2.950%12/1 | 458140AD2 | 6,299 | 5,776,000 | PRN | SOLE | 5,776,000 | 0 | 0 | ||
| INTEL CORP | SDCV 2.950%12/1 | 458140AD2 | 2,517 | 2,313,000 | PRN | OTR | 1 | 2,158,000 | 5,000 | 150,000 | |
| INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 32,175 | 25,214,000 | PRN | OTR | 1 | 15,135,000 | 9,928,000 | 151,000 | |
| INTERNATIONAL GAME TECHNOLOG | NOTE 3.250% 5/0 | 459902AQ5 | 20,091 | 18,825,000 | PRN | OTR | 1 | 9,225,000 | 9,321,000 | 279,000 | |
| JANUS CAP GROUP INC | NOTE 3.250% 7/1 | 47102XAG0 | 9,771 | 9,339,000 | PRN | OTR | 1 | 6,300,000 | 3,039,000 | 0 | |
| KB HOME | NOTE 1.375% 2/0 | 48666KAS8 | 9,789 | 9,390,000 | PRN | OTR | 1 | 564,000 | 8,826,000 | 0 | |
| LAM RESEARCH CORP | NOTE 0.500% 5/1 | 512807AJ7 | 13,762 | 13,029,000 | PRN | SOLE | 13,029,000 | 0 | 0 | ||
| LAM RESEARCH CORP | NOTE 1.250% 5/1 | 512807AL2 | 8,908 | 8,017,000 | PRN | OTR | 1 | 5,335,000 | 2,352,000 | 330,000 | |
| LEAP WIRELESS INTL INC | NOTE 4.500% 7/1 | 521863AL4 | 12 | 12,000 | PRN | OTR | 1 | 12,000 | 0 | 0 | |
| LIBERTY MEDIA CORP | DEB 3.500% 1/1 | 530715AN1 | 15,518 | 29,987,000 | PRN | OTR | 1 | 15,173,000 | 14,814,000 | 0 | |
| LYONDELLBASELL INDUSTRIES N | SHS - A - | N53745100 | 4,419 | 66,699 | SH | OTR | 1 | 28,611 | 38,088 | 0 | |
| MEDIVATION INC | NOTE 2.625% 4/0 | 58501NAA9 | 15,692 | 12,386,000 | PRN | OTR | 1 | 126,000 | 12,260,000 | 0 | |
| MERCK & CO INC NEW | COM | 58933Y105 | 6,305 | 135,732 | SH | OTR | 1 | 3,462 | 132,270 | 0 | |
| METLIFE INC | UNIT 99/99/9999 | 59156R116 | 48,946 | 893,327 | SH | OTR | 1 | 393,624 | 491,772 | 7,931 | |
| MGM RESORTS INTERNATIONAL | NOTE 4.250% 4/1 | 55303QAE0 | 14,194 | 12,657,000 | PRN | OTR | 1 | 3,152,000 | 9,345,000 | 160,000 | |
| MICROCHIP TECHNOLOGY INC | SDCV 2.125%12/1 | 595017AB0 | 34,305 | 23,575,000 | PRN | OTR | 1 | 7,143,000 | 16,285,000 | 147,000 | |
| MICRON TECHNOLOGY INC | NOTE 1.500% 8/0 | 595112AQ6 | 26 | 17,000 | PRN | OTR | 1 | 17,000 | 0 | 0 | |
| MOLSON COORS BREWING CO | NOTE 2.500% 7/3 | 60871RAA8 | 765 | 756,000 | PRN | SOLE | 756,000 | 0 | 0 | ||
| MOLSON COORS BREWING CO | NOTE 2.500% 7/3 | 60871RAA8 | 4,486 | 4,442,000 | PRN | OTR | 1 | 4,212,000 | 9,000 | 221,000 | |
| MYLAN INC | NOTE 3.750% 9/1 | 628530AJ6 | 28,531 | 12,018,000 | PRN | OTR | 1 | 4,785,000 | 7,115,000 | 118,000 | |
| NAVISTAR INTL CORP NEW | NOTE 3.000%10/1 | 63934EAL2 | 11 | 11,000 | PRN | OTR | 1 | 11,000 | 0 | 0 | |
| NEWMONT MINING CORP | NOTE 1.250% 7/1 | 651639AH9 | 2,132 | 2,111,000 | PRN | OTR | 1 | 1,963,000 | 5,000 | 143,000 | |
| NEWMONT MINING CORP | NOTE 1.250% 7/1 | 651639AH9 | 580 | 573,000 | PRN | SOLE | 573,000 | 0 | 0 | ||
| NEWMONT MINING CORP | NOTE 1.625% 7/1 | 651639AJ5 | 13 | 12,000 | PRN | OTR | 1 | 12,000 | 0 | 0 | |
| NEWMONT MINING CORP | NOTE 1.625% 7/1 | 651639AJ5 | 6,477 | 6,015,000 | PRN | SOLE | 6,015,000 | 0 | 0 | ||
| NEWPARK RES INC | NOTE 4.000%10/0 | 651718AC2 | 2,987 | 2,350,000 | PRN | OTR | 1 | 2,192,000 | 5,000 | 153,000 | |
| NEXTERA ENERGY INC | UNIT 09/01/2015 | 65339F887 | 594 | 10,691 | SH | SOLE | 10,691 | 0 | 0 | ||
| NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 25,183 | 17,805,000 | PRN | OTR | 1 | 5,254,000 | 12,551,000 | 0 | |
| NUANCE COMMUNICATIONS INC | DBCV 2.750% 8/1 | 67020YAB6 | 158 | 136,000 | PRN | SOLE | 136,000 | 0 | 0 | ||
| NUANCE COMMUNICATIONS INC | DBCV 2.750% 8/1 | 67020YAB6 | 2,425 | 2,101,000 | PRN | OTR | 1 | 1,958,000 | 5,000 | 138,000 | |
| NUANCE COMMUNICATIONS INC | NOTE 2.750%11/0 | 67020YAF7 | 17,909 | 17,303,000 | PRN | OTR | 1 | 2,457,000 | 14,846,000 | 0 | |
| NUVEEN CA MUN MKT OPPORTUNT | COM | 67062U107 | 1,041 | 70,681 | SH | OTR | 1 | 38,711 | 31,970 | 0 | |
| NUVEEN DIV ADVANTAGE MUN FD | COM | 67070F100 | 1,068 | 76,535 | SH | OTR | 1 | 37,791 | 38,744 | 0 | |
| NUVEEN MICH QUALITY INCOME M | COM | 670979103 | 1,640 | 119,553 | SH | OTR | 1 | 95,050 | 24,503 | 0 | |
| NUVEEN NY AMT-FREE MUN INCOM | COM | 670656107 | 226 | 17,036 | SH | OTR | 1 | 0 | 17,036 | 0 | |
| NUVEEN NY DIVID ADVNTG MUN F | COM | 67066X107 | 180 | 12,886 | SH | OTR | 1 | 9,173 | 3,713 | 0 | |
| NUVEEN PA INVT QUALITY MUN F | COM | 670972108 | 2,203 | 157,999 | SH | OTR | 1 | 105,010 | 52,989 | 0 | |
| NUVEEN PA PREM INCOME MUN FD | COM | 67061F101 | 2,172 | 163,808 | SH | OTR | 1 | 118,308 | 45,500 | 0 | |
| OMNICARE CAP TR II | PFD B TR 4.00% | 68214Q200 | 13,597 | 230,730 | SH | OTR | 1 | 13,180 | 217,550 | 0 | |
| OMNICARE INC | NOTE 3.750%12/1 | 681904AN8 | 25,655 | 13,841,000 | PRN | OTR | 1 | 6,269,000 | 7,309,000 | 263,000 | |
| OMNICOM GROUP INC | COM | 681919106 | 40 | 639 | SH | SOLE | 639 | 0 | 0 | ||
| OMNICOM GROUP INC | NOTE 7/3 | 681919AV8 | 14,272 | 12,417,000 | PRN | SOLE | 12,417,000 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | NOTE 2.625%12/1 | 682189AH8 | 19,043 | 16,518,000 | PRN | OTR | 1 | 8,737,000 | 7,477,000 | 304,000 | |
| PEABODY ENERGY CORP | COM | 704549104 | 12,444 | 850,000 | SH | OTR | 1 | 53,006 | 796,994 | 0 | |
| PEABODY ENERGY CORP | SDCV 4.750%12/1 | 704549AG9 | 4,553 | 6,557,000 | PRN | OTR | 1 | 6,111,000 | 16,000 | 430,000 | |
| PPL CORP | UNIT 99/99/9999 | 69351T601 | 13,394 | 255,127 | SH | OTR | 1 | 88,637 | 160,787 | 5,703 | |
| PRICELINE COM INC | DEBT 1.000% 3/1 | 741503AQ9 | 16,123 | 13,810,000 | PRN | OTR | 1 | 12,973,000 | 837,000 | 0 | |
| QUANTUM CORP | NOTE 3.500%11/1 | 747906AG0 | 2,089 | 2,205,000 | PRN | OTR | 1 | 0 | 2,205,000 | 0 | |
| RADIAN GROUP INC | NOTE 2.250% 3/0 | 750236AN1 | 8,964 | 7,000,000 | PRN | OTR | 1 | 402,000 | 6,598,000 | 0 | |
| RTI INTL METALS INC | NOTE 1.625%10/1 | 74973WAB3 | 9,075 | 9,591,000 | PRN | OTR | 1 | 5,247,000 | 4,344,000 | 0 | |
| RTI INTL METALS INC | NOTE 3.000%12/0 | 74973WAA5 | 4,147 | 3,809,000 | PRN | OTR | 1 | 459,000 | 3,350,000 | 0 | |
| RYLAND GROUP INC | NOTE 0.250% 6/0 | 783764AS2 | 3,789 | 4,175,000 | PRN | OTR | 1 | 426,000 | 3,749,000 | 0 | |
| SALIX PHARMACEUTICALS INC | NOTE 1.500% 3/1 | 795435AE6 | 32,964 | 27,513,000 | PRN | OTR | 1 | 7,809,000 | 19,704,000 | 0 | |
| SALIX PHARMACEUTICALS INC | NOTE 2.750% 5/1 | 795435AC0 | 6,405 | 4,207,000 | PRN | OTR | 1 | 3,933,000 | 9,000 | 265,000 | |
| SANDISK CORP | NOTE 1.500% 8/1 | 80004CAD3 | 10,032 | 7,506,000 | PRN | OTR | 1 | 3,910,000 | 3,437,000 | 159,000 | |
| SBA COMMUNICATIONS CORP | NOTE 4.000%10/0 | 78388JAM8 | 17,456 | 7,112,000 | PRN | OTR | 1 | 3,639,000 | 3,307,000 | 166,000 | |
| SCHLUMBERGER LTD | COM | 806857108 | 1,577 | 22,000 | SH | OTR | 1 | 0 | 22,000 | 0 | |
| SPDR SERIES TRUST | NUV HGHYLD MUN | 78464A284 | 970 | 18,000 | SH | OTR | 1 | 0 | 18,000 | 0 | |
| STANLEY BLACK & DECKER INC | UNIT 99/99/9999 | 854502309 | 52,202 | 403,668 | SH | OTR | 1 | 177,336 | 222,054 | 4,278 | |
| STEEL DYNAMICS INC | NOTE 5.125% 6/1 | 858119AP5 | 6,618 | 6,194,000 | PRN | OTR | 1 | 5,656,000 | 267,000 | 271,000 | |
| SUNPOWER CORP | DBCV 4.500% 3/1 | 867652AE9 | 41 | 35,000 | PRN | OTR | 1 | 35,000 | 0 | 0 | |
| TAKE-TWO INTERACTIVE SOFTWAR | NOTE 1.000% 7/0 | 874054AD1 | 6,843 | 7,000,000 | PRN | OTR | 1 | 388,000 | 6,612,000 | 0 | |
| TELEFLEX INC | NOTE 3.875% 8/0 | 879369AA4 | 39,136 | 28,893,000 | PRN | OTR | 1 | 12,561,000 | 15,937,000 | 395,000 | |
| TEVA PHARMACEUTICAL FIN LLC | DBCV 0.250% 2/0 | 88163VAE9 | 45,743 | 43,484,000 | PRN | OTR | 1 | 19,285,000 | 23,969,000 | 230,000 | |
| TIBCO SOFTWARE INC | COM | 88632Q103 | 3,894 | 181,948 | SH | OTR | 1 | 0 | 181,948 | 0 | |
| TIBCO SOFTWARE INC | NOTE 2.250% 5/0 | 88632QAB9 | 537 | 550,000 | PRN | SOLE | 550,000 | 0 | 0 | ||
| TIDEWATER INC | COM | 886423102 | 2,860 | 50,200 | SH | OTR | 1 | 600 | 49,600 | 0 | |
| T-MOBILE US INC | COM | 872590104 | 58,930 | 2,375,250 | SH | OTR | 1 | 150,218 | 2,225,032 | 0 | |
| TTM TECHNOLOGIES INC | NOTE 3.250% 5/1 | 87305RAC3 | 5,298 | 5,268,000 | PRN | OTR | 1 | 4,939,000 | 10,000 | 319,000 | |
| TTM TECHNOLOGIES INC | NOTE 3.250% 5/1 | 87305RAC3 | 187 | 185,000 | PRN | SOLE | 185,000 | 0 | 0 | ||
| U S CONCRETE INC | COM NEW | 90333L201 | 22,658 | 1,379,903 | SH | OTR | 1 2 3 5 | 1,090,367 | 289,536 | 0 | |
| UNITED STATES STL CORP NEW | NOTE 4.000% 5/1 | 912909AE8 | 1,339 | 1,303,000 | PRN | OTR | 1 | 931,000 | 372,000 | 0 | |
| UNITED TECHNOLOGIES CORP | UNIT 99/99/9999 | 913017117 | 50,221 | 845,921 | SH | OTR | 1 | 335,581 | 504,202 | 6,138 | |
| VERISIGN INC | SDCV 3.250% 8/1 | 92343EAD4 | 24 | 17,000 | PRN | OTR | 1 | 17,000 | 0 | 0 | |
| VOLCANO CORPORATION | NOTE 1.750%12/0 | 928645AB6 | 4,768 | 5,225,000 | PRN | OTR | 1 | 4,896,000 | 10,000 | 319,000 | |
| WABASH NATL CORP | NOTE 3.375% 5/0 | 929566AH0 | 30,823 | 25,207,000 | PRN | OTR | 1 | 10,199,000 | 14,708,000 | 300,000 | |
| WALTER INVT MGMT CORP | NOTE 4.500%11/0 | 93317WAA0 | 10,679 | 10,606,000 | PRN | OTR | 1 | 848,000 | 9,758,000 | 0 | |
| WELLS FARGO & CO NEW | PERP PFD CNV A | 949746804 | 13,595 | 11,386 | SH | OTR | 1 | 10,069 | 1,205 | 112 | |
| WESCO INTL INC | DBCV 6.000% 9/1 | 95082PAH8 | 13,342 | 5,420,000 | PRN | OTR | 1 | 2,732,000 | 2,541,000 | 147,000 | |
| XILINX INC | NOTE 2.625% 6/1 | 983919AF8 | 13,820 | 9,654,000 | PRN | OTR | 1 | 7,799,000 | 1,584,000 | 271,000 | |
| XPO LOGISTICS INC | COM | 983793100 | 1,292 | 71,428 | SH | OTR | 1 | 0 | 71,428 | 0 | |
| XPO LOGISTICS INC | NOTE 4.500%10/0 | 983793AA8 | 13,294 | 10,694,000 | PRN | OTR | 1 | 2,881,000 | 7,649,000 | 164,000 | |