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 |
| ACTAVIS PLC | PFD CONV SER A | G0083B116 | 27,273 | 26,950 | SH | OTR | 1 | 11,342 | 15,162 | 446 | |
| AIR LEASE CORP | NOTE 3.875%12/0 | 00912XAK0 | 20,716 | 14,355,000 | PRN | OTR | 1 | 3,569,000 | 10,499,000 | 287,000 | |
| AIRTRAN HLDGS INC | NOTE 5.250%11/0 | 00949PAD0 | 24,194 | 7,993,000 | PRN | OTR | 1 | 7,743,000 | 250,000 | 0 | |
| ALCOA INC | DEP SHS 1/10TH | 013817309 | 8,689 | 198,200 | SH | OTR | 1 | 51,000 | 147,200 | 0 | |
| ALZA CORP | SDCV 7/2 | 02261WAB5 | 10,460 | 7,549,000 | PRN | SOLE | 7,549,000 | 0 | 0 | ||
| AMERICAN TOWER CORP NEW | PFD CONV SER A | 03027X308 | 27,727 | 269,295 | SH | OTR | 1 | 122,797 | 140,595 | 5,903 | |
| APOLLO INVT CORP | NOTE 5.750% 1/1 | 03761UAE6 | 10,924 | 10,677,000 | PRN | SOLE | 10,677,000 | 0 | 0 | ||
| ARCELORMITTAL SA LUXEMBOURG | MAND CV NT 16 | L0302D178 | 13,626 | 907,200 | SH | OTR | 1 | 11,700 | 895,500 | 0 | |
| ARES CAP CORP | NOTE 5.750% 2/0 | 04010LAB9 | 2,108 | 2,043,000 | PRN | OTR | 1 | 1,869,000 | 5,000 | 169,000 | |
| ARES CAP CORP | NOTE 4.750% 1/1 | 04010LAJ2 | 11,932 | 11,377,000 | PRN | SOLE | 11,377,000 | 0 | 0 | ||
| BANK AMER CORP | COM | 060505104 | 7,230 | 469,774 | SH | OTR | 1 | 0 | 469,774 | 0 | |
| BANK AMER CORP | 7.25%CNV PFD L | 060505682 | 13,965 | 12,070 | SH | OTR | 1 | 11,030 | 418 | 622 | |
| BIOMARIN PHARMACEUTICAL INC | NOTE 0.750%10/1 | 09061GAE1 | 35,365 | 23,703,000 | PRN | OTR | 1 | 9,219,000 | 14,069,000 | 415,000 | |
| BLACKROCK FLA MUN 2020 TERM | COM SHS | 09250M109 | 1,758 | 116,357 | SH | SOLE | 116,357 | 0 | 0 | ||
| BLACKROCK MUNIC BD INVST TR | COM | 09249K107 | 743 | 50,000 | SH | OTR | 1 | 24,992 | 25,008 | 0 | |
| BLACKROCK MUNIHLDGS NJ QLTY | COM | 09254X101 | 325 | 22,040 | SH | SOLE | 22,040 | 0 | 0 | ||
| BLACKROCK MUNIHLDNGS CALI QL | COM | 09254L107 | 3,493 | 237,125 | SH | OTR | 1 | 179,149 | 57,976 | 0 | |
| BLACKROCK MUNIHLDS INVSTM QL | COM | 09254P108 | 7,072 | 490,455 | SH | OTR | 1 | 264,861 | 225,594 | 0 | |
| BLACKROCK MUNIHOLDINGS FD IN | COM | 09253N104 | 703 | 40,343 | SH | SOLE | 40,343 | 0 | 0 | ||
| BLACKROCK MUNIHOLDNGS QLTY I | COM | 09254A101 | 3,817 | 283,145 | SH | OTR | 1 | 145,356 | 137,789 | 0 | |
| BLACKROCK MUNIYIELD CALI QLT | COM | 09254N103 | 3,436 | 219,662 | SH | OTR | 1 | 110,610 | 109,052 | 0 | |
| BLACKROCK MUNIYIELD FD INC | COM | 09253W104 | 1,751 | 115,341 | SH | OTR | 1 | 51,041 | 64,300 | 0 | |
| BLACKROCK MUNIYLD INVST QLTY | COM | 09254T100 | 1,222 | 87,573 | SH | OTR | 1 | 49,408 | 38,165 | 0 | |
| BOTTOMLINE TECH DEL INC | NOTE 1.500%12/0 | 101388AA4 | 25,681 | 23,167,000 | PRN | OTR | 1 | 8,483,000 | 14,364,000 | 320,000 | |
| BROADSOFT INC | NOTE 1.500% 7/0 | 11133BAB8 | 51 | 48,000 | PRN | SOLE | 48,000 | 0 | 0 | ||
| CADENCE DESIGN SYSTEM INC | NOTE 2.625% 6/0 | 127387AJ7 | 3,890 | 1,596,000 | PRN | OTR | 1 | 1,470,000 | 4,000 | 122,000 | |
| CAMERON INTERNATIONAL CORP | COM | 13342B105 | 3,610 | 80,000 | SH | OTR | 1 | 0 | 80,000 | 0 | |
| CHART INDS INC | NOTE 2.000% 8/0 | 16115QAC4 | 27,084 | 28,032,000 | PRN | OTR | 1 | 9,019,000 | 18,707,000 | 306,000 | |
| CHESAPEAKE ENERGY CORP | NOTE 2.750%11/1 | 165167BW6 | 5,213 | 5,200,000 | PRN | OTR | 1 | 4,774,000 | 12,000 | 414,000 | |
| CIENA CORP | NOTE 0.875% 6/1 | 171779AE1 | 2,138 | 2,156,000 | PRN | OTR | 1 | 1,977,000 | 5,000 | 174,000 | |
| CIENA CORP | NOTE 0.875% 6/1 | 171779AE1 | 113 | 113,000 | PRN | SOLE | 113,000 | 0 | 0 | ||
| CIENA CORP | DEBT 4.000%12/1 | 171779AK7 | 191 | 150,000 | PRN | SOLE | 150,000 | 0 | 0 | ||
| CORNERSTONE ONDEMAND INC | NOTE 1.500% 7/0 | 21925YAB9 | 23,701 | 24,293,000 | PRN | OTR | 1 | 8,496,000 | 15,797,000 | 0 | |
| CROWN CASTLE INTL CORP NEW | CNV PFD STK SR A | 22822V200 | 21,003 | 200,355 | SH | OTR | 1 | 50,800 | 149,555 | 0 | |
| DANAHER CORP DEL | NOTE 1/2 | 235851AF9 | 63,432 | 25,735,000 | PRN | OTR | 1 | 10,786,000 | 14,639,000 | 310,000 | |
| DEPOMED INC | NOTE 2.500% 9/0 | 249908AA2 | 16,224 | 12,261,000 | PRN | OTR | 1 | 5,009,000 | 6,834,000 | 418,000 | |
| DOMINION RES INC VA NEW | UNIT 99/99/9999 | 25746U869 | 1,140 | 23,200 | SH | SOLE | 23,200 | 0 | 0 | ||
| DYNEGY INC NEW DEL | COM | 26817R108 | 412 | 13,120 | SH | OTR | 1 | 0 | 13,120 | 0 | |
| EATON VANCE NEW YORK MUN BD | COM | 27827Y109 | 510 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
| FIAT CHRYSLER AUTOMOBILES N | MAN COV SEC 16 | N31738110 | 20,939 | 152,006 | SH | OTR | 1 | 76,107 | 71,727 | 4,172 | |
| FLUIDIGM CORP DEL | NOTE 2.750% 2/0 | 34385PAA6 | 2,481 | 2,336,000 | PRN | OTR | 1 | 2,146,000 | 6,000 | 184,000 | |
| FORD MTR CO DEL | COM PAR $0.01 | 345370860 | 29,770 | 1,844,500 | SH | OTR | 1 2 3 | 160,000 | 1,684,500 | 0 | |
| GENERAL MTRS CO | COM | 37045V100 | 27,617 | 736,451 | SH | OTR | 1 3 | 323,719 | 412,732 | 0 | |
| GILEAD SCIENCES INC | NOTE 1.625% 5/0 | 375558AP8 | 52,358 | 12,148,000 | PRN | OTR | 1 | 3,976,000 | 8,172,000 | 0 | |
| GOLDCORP INC NEW | COM | 380956409 | 1,394 | 76,945 | SH | OTR | 1 | 11,745 | 65,200 | 0 | |
| HALLIBURTON CO | COM | 406216101 | 8,373 | 190,818 | SH | OTR | 1 | 4,100 | 186,718 | 0 | |
| HEALTH CARE REIT INC | PFD PER CON I | 42217K601 | 6,630 | 97,900 | SH | OTR | 1 | 23,300 | 74,600 | 0 | |
| HELIX ENERGY SOLUTIONS GRP I | NOTE 3.250% 3/1 | 42330PAG2 | 35,357 | 35,408,000 | PRN | OTR | 1 | 14,640,000 | 20,148,000 | 620,000 | |
| HOLOGIC INC | DEBT 2.000% 3/0 | 436440AC5 | 21,564 | 17,389,000 | PRN | OTR | 1 | 3,834,000 | 13,245,000 | 310,000 | |
| HORNBECK OFFSHORE SVCS INC N | NOTE 1.500% 9/0 | 440543AN6 | 6,710 | 8,322,000 | PRN | OTR | 1 | 1,314,000 | 7,008,000 | 0 | |
| INCYTE CORP | NOTE 0.375%11/1 | 45337CAM4 | 12,861 | 7,047,000 | PRN | OTR | 1 | 221,000 | 6,826,000 | 0 | |
| INFINERA CORPORATION | DBCV 1.750% 6/0 | 45667GAB9 | 1,550 | 936,000 | PRN | SOLE | 936,000 | 0 | 0 | ||
| INSULET CORP | NOTE 2.000% 6/1 | 45784PAD3 | 6,817 | 6,745,000 | PRN | OTR | 1 | 1,674,000 | 5,071,000 | 0 | |
| INTEL CORP | SDCV 12/1 | 458140AD2 | 2,429 | 1,953,000 | PRN | OTR | 1 | 1,791,000 | 5,000 | 157,000 | |
| INTEL CORP | SDCV 12/1 | 458140AD2 | 5,506 | 4,418,000 | PRN | SOLE | 4,418,000 | 0 | 0 | ||
| INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 3,101 | 1,964,000 | PRN | OTR | 1 | 1,799,000 | 5,000 | 160,000 | |
| INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 15,188 | 9,609,000 | PRN | SOLE | 9,609,000 | 0 | 0 | ||
| INVENSENSE INC | NOTE 1.750%11/0 | 46123DAB2 | 7,192 | 7,376,000 | PRN | OTR | 1 | 732,000 | 6,644,000 | 0 | |
| INVESCO ADVANTAGE MUNICIPAL | SH BEN INT | 46132E103 | 9,209 | 783,744 | SH | OTR | 1 | 454,550 | 329,194 | 0 | |
| INVESCO MUN TR | COM | 46131J103 | 7,918 | 618,596 | SH | OTR | 1 | 389,697 | 228,899 | 0 | |
| INVESCO QUALITY MUNI INC TRS | COM | 46133G107 | 4,089 | 325,522 | SH | OTR | 1 | 234,076 | 91,446 | 0 | |
| JARDEN CORP | NOTE 1.875% 9/1 | 471109AH1 | 50,648 | 29,496,000 | PRN | OTR | 1 | 6,174,000 | 22,853,000 | 469,000 | |
| JARDEN CORP | NOTE 1.125% 3/1 | 471109AM0 | 17,888 | 15,000,000 | PRN | OTR | 1 | 1,350,000 | 13,650,000 | 0 | |
| JDS UNIPHASE CORP | DBCV 0.625% 8/1 | 46612JAF8 | 360 | 346,000 | PRN | OTR | 1 | 86,000 | 260,000 | 0 | |
| LAM RESEARCH CORP | NOTE 0.500% 5/1 | 512807AJ7 | 14,770 | 12,238,000 | PRN | SOLE | 12,238,000 | 0 | 0 | ||
| LAM RESEARCH CORP | NOTE 1.250% 5/1 | 512807AL2 | 20,479 | 15,536,000 | PRN | OTR | 1 | 4,236,000 | 10,992,000 | 308,000 | |
| LIBERTY MEDIA CORP | DEB 3.500% 1/1 | 530715AN1 | 2,476 | 4,452,000 | PRN | OTR | 1 | 3,735,000 | 717,000 | 0 | |
| LIBERTY MEDIA CORP DELAWARE | NOTE 1.375%10/1 | 531229AB8 | 15,619 | 15,599,000 | PRN | OTR | 1 | 5,296,000 | 9,854,000 | 449,000 | |
| MACQUARIE INFRASTR CO LLC | NOTE 2.875% 7/1 | 55608BAA3 | 33,722 | 28,376,000 | PRN | OTR | 1 | 15,006,000 | 12,943,000 | 427,000 | |
| MEDICINES CO | DBCV 1.375% 6/0 | 584688AC9 | 8,414 | 7,067,000 | PRN | OTR | 1 | 28,000 | 7,039,000 | 0 | |
| MEDIDATA SOLUTIONS INC | NOTE 1.000% 8/0 | 58471AAB1 | 36,174 | 31,942,000 | PRN | OTR | 1 | 4,319,000 | 27,623,000 | 0 | |
| MFS HIGH INCOME MUN TR | SH BEN INT | 59318D104 | 972 | 200,000 | SH | OTR | 1 | 100,000 | 100,000 | 0 | |
| MFS HIGH YIELD MUN TR | SH BEN INT | 59318E102 | 385 | 86,802 | SH | OTR | 1 | 0 | 86,802 | 0 | |
| MFS MUN INCOME TR | SH BEN INT | 552738106 | 1,246 | 184,560 | SH | OTR | 1 | 67,817 | 116,743 | 0 | |
| MGM RESORTS INTERNATIONAL | NOTE 4.250% 4/1 | 55303QAE0 | 18,978 | 16,651,000 | PRN | OTR | 1 | 3,878,000 | 12,477,000 | 296,000 | |
| MICROCHIP TECHNOLOGY INC | SDCV 2.125%12/1 | 595017AB0 | 3,788 | 1,938,000 | PRN | OTR | 1 | 1,780,000 | 5,000 | 153,000 | |
| MICRON TECHNOLOGY INC | NOTE 3.000%11/1 | 595112AY9 | 19,303 | 17,380,000 | PRN | OTR | 1 | 4,776,000 | 12,604,000 | 0 | |
| NEW GOLD INC CDA | COM | 644535106 | 2,752 | 811,671 | SH | OTR | 1 | 115,812 | 695,859 | 0 | |
| NEWMONT MINING CORP | NOTE 1.625% 7/1 | 651639AJ5 | 5,239 | 5,083,000 | PRN | SOLE | 5,083,000 | 0 | 0 | ||
| NEWPARK RES INC | NOTE 4.000%10/0 | 651718AC2 | 12,780 | 11,314,000 | PRN | OTR | 1 | 4,790,000 | 6,112,000 | 412,000 | |
| NEXTERA ENERGY INC | UNIT 09/01/2015 | 65339F887 | 1,016 | 15,491 | SH | SOLE | 15,491 | 0 | 0 | ||
| NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 18,991 | 9,283,000 | PRN | OTR | 1 | 9,016,000 | 100,000 | 167,000 | |
| NUANCE COMMUNICATIONS INC | NOTE 2.750%11/0 | 67020YAF7 | 21,632 | 21,712,000 | PRN | OTR | 1 | 6,669,000 | 14,633,000 | 410,000 | |
| NUVEEN CA DIVIDEND ADV MUN F | COM | 67066Y105 | 1,132 | 74,048 | SH | OTR | 1 | 40,555 | 33,493 | 0 | |
| NUVEEN CAL AMT-FREE MUN INC | COM | 670651108 | 1,056 | 70,693 | SH | OTR | 1 | 0 | 70,693 | 0 | |
| NUVEEN DIV ADVANTAGE MUN FD | COM | 67070F100 | 2,021 | 142,505 | SH | OTR | 1 | 103,761 | 38,744 | 0 | |
| NUVEEN DIVID ADV MUN FD 3 | COM SH BEN INT | 67070X101 | 8,291 | 584,300 | SH | OTR | 1 | 391,532 | 192,768 | 0 | |
| NUVEEN MICH QUALITY INCOME M | COM | 670979103 | 3,684 | 265,011 | SH | OTR | 1 | 151,604 | 113,407 | 0 | |
| NUVEEN MUN ADVANTAGE FD INC | COM | 67062H106 | 5,474 | 397,849 | SH | OTR | 1 | 299,782 | 98,067 | 0 | |
| NUVEEN MUN MKT OPPORTUNITY F | COM | 67062W103 | 11,344 | 828,004 | SH | OTR | 1 | 602,595 | 225,409 | 0 | |
| NUVEEN NY AMT FREE MUN INCOM | COM | 670656107 | 7,134 | 545,845 | SH | OTR | 1 | 290,316 | 255,529 | 0 | |
| NUVEEN NY DIVID ADVNTG MUN F | COM | 67066X107 | 179 | 12,886 | SH | OTR | 1 | 9,173 | 3,713 | 0 | |
| NUVEEN PA INVT QUALITY MUN F | COM | 670972108 | 8,342 | 600,119 | SH | OTR | 1 | 398,405 | 201,714 | 0 | |
| NUVEEN PERFORMANCE PLUS MUN | COM | 67062P108 | 4,648 | 312,561 | SH | OTR | 1 | 179,277 | 133,284 | 0 | |
| NUVEEN QUALITY INCOME MUN FD | COM | 670977107 | 6,083 | 433,231 | SH | OTR | 1 | 301,324 | 131,907 | 0 | |
| NVIDIA CORP | NOTE 1.000%12/0 | 67066GAC8 | 29,989 | 25,334,000 | PRN | OTR | 1 | 796,000 | 24,538,000 | 0 | |
| OMNICARE INC | NOTE 3.500% 2/1 | 681904AQ1 | 36,579 | 29,968,000 | PRN | OTR | 1 | 12,223,000 | 17,121,000 | 624,000 | |
| ON SEMICONDUCTOR CORP | NOTE 2.625%12/1 | 682189AH8 | 7,320 | 5,719,000 | PRN | OTR | 1 | 5,256,000 | 13,000 | 450,000 | |
| PACIRA PHARMACEUTICALS INC | NOTE 3.250% 2/0 | 695127AB6 | 12,513 | 3,500,000 | PRN | OTR | 1 | 356,000 | 3,144,000 | 0 | |
| PRICELINE GRP INC | DEBT 1.000% 3/1 | 741503AQ9 | 33,639 | 25,123,000 | PRN | OTR | 1 | 3,995,000 | 20,965,000 | 163,000 | |
| PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 24,061 | 20,991,000 | PRN | OTR | 1 | 8,316,000 | 12,675,000 | 0 | |
| PROOFPOINT INC | NOTE 1.250%12/1 | 743424AB9 | 20,817 | 13,026,000 | PRN | OTR | 1 | 1,243,000 | 11,783,000 | 0 | |
| QUIDEL CORP | NOTE 3.250%12/1 | 74838JAA9 | 2,153 | 1,975,000 | PRN | OTR | 1 | 32,000 | 1,943,000 | 0 | |
| RADIAN GROUP INC | NOTE 2.250% 3/0 | 750236AN1 | 11,853 | 7,371,000 | PRN | OTR | 1 | 36,000 | 7,335,000 | 0 | |
| RAMBUS INC DEL | NOTE 1.125% 8/1 | 750917AE6 | 8,846 | 7,273,000 | PRN | OTR | 1 | 1,905,000 | 5,368,000 | 0 | |
| RPM INTL INC | NOTE 2.250%12/1 | 749685AT0 | 2,534 | 2,150,000 | PRN | OTR | 1 | 1,967,000 | 5,000 | 178,000 | |
| RPM INTL INC | NOTE 2.250%12/1 | 749685AT0 | 14,771 | 12,478,000 | PRN | SOLE | 12,478,000 | 0 | 0 | ||
| RTI INTL METALS INC | NOTE 1.625%10/1 | 74973WAB3 | 2,433 | 2,116,000 | PRN | OTR | 1 | 1,939,000 | 5,000 | 172,000 | |
| SALESFORCE COM INC | NOTE 0.250% 4/0 | 79466LAD6 | 22,919 | 19,110,000 | PRN | OTR | 1 | 5,341,000 | 13,360,000 | 409,000 | |
| SANDISK CORP | NOTE 0.500%10/1 | 80004CAF8 | 20,368 | 20,191,000 | PRN | OTR | 1 | 777,000 | 19,414,000 | 0 | |
| SEACOR HOLDINGS INC | NOTE 2.500%12/1 | 811904AM3 | 4,460 | 4,327,000 | PRN | OTR | 1 | 69,000 | 4,258,000 | 0 | |
| SOLARCITY CORP | NOTE 2.750%11/0 | 83416TAA8 | 4,680 | 4,478,000 | PRN | OTR | 1 | 4,109,000 | 12,000 | 357,000 | |
| SOUTHWESTERN ENERGY CO | DEP SHS 1/20 B | 845467208 | 10,834 | 215,000 | SH | OTR | 1 | 5,149 | 209,851 | 0 | |
| SPDR SERIES TRUST | NUV HGHYLD MUN | 78464A284 | 5,066 | 88,000 | SH | OTR | 1 | 0 | 88,000 | 0 | |
| STANLEY BLACK & DECKER INC | UNIT 99/99/9999 | 854502309 | 44,339 | 330,128 | SH | OTR | 1 | 156,948 | 168,587 | 4,593 | |
| STANLEY BLACK & DECKER INC | UNIT 11/17/20166 | 854502804 | 19,161 | 170,500 | SH | OTR | 1 | 44,500 | 126,000 | 0 | |
| STONE ENERGY CORP | NOTE 1.750% 3/0 | 861642AN6 | 13,327 | 14,718,000 | PRN | OTR | 1 | 4,151,000 | 10,395,000 | 172,000 | |
| T MOBILE US INC | CONV PFD SER A | 872590203 | 11,621 | 198,100 | SH | OTR | 1 | 52,800 | 145,300 | 0 | |
| TAKE-TWO INTERACTIVE SOFTWAR | NOTE 1.000% 7/0 | 874054AD1 | 320 | 242,000 | PRN | SOLE | 242,000 | 0 | 0 | ||
| TELEFLEX INC | NOTE 3.875% 8/0 | 879369AA4 | 51,968 | 26,394,000 | PRN | OTR | 1 | 10,812,000 | 15,148,000 | 434,000 | |
| TEVA PHARMACEUTICAL FIN LLC | DBCV 0.250% 2/0 | 88163VAE9 | 60,358 | 40,658,000 | PRN | OTR | 1 | 16,898,000 | 23,454,000 | 306,000 | |
| TTM TECHNOLOGIES INC | NOTE 3.250% 5/1 | 87305RAC3 | 3,903 | 3,884,000 | PRN | OTR | 1 | 3,569,000 | 9,000 | 306,000 | |
| TYSON FOODS INC | UNIT 99/99/9999 | 902494301 | 14,701 | 303,800 | SH | OTR | 1 | 82,400 | 221,400 | 0 | |
| UNITED STATES STL CORP NEW | NOTE 2.750% 4/0 | 912909AH1 | 18,394 | 15,163,000 | PRN | OTR | 1 | 2,754,000 | 12,247,000 | 162,000 | |
| UNITED TECHNOLOGIES CORP | UNIT 06/01/2015 | 913017117 | 38,971 | 633,249 | SH | OTR | 1 | 259,403 | 367,349 | 6,497 | |
| VERINT SYS INC | NOTE 1.500% 6/0 | 92343XAA8 | 41,078 | 35,170,000 | PRN | OTR | 1 | 9,549,000 | 25,192,000 | 429,000 | |
| WABASH NATL CORP | NOTE 3.375% 5/0 | 929566AH0 | 31,904 | 23,430,000 | PRN | OTR | 1 | 8,386,000 | 14,744,000 | 300,000 | |
| WELLPOINT INC | NOTE 2.750%10/1 | 94973VBG1 | 39,742 | 19,193,000 | PRN | OTR | 1 | 7,021,000 | 12,172,000 | 0 | |
| WELLS FARGO & CO NEW | PERP PFD CNV A | 949746804 | 14,500 | 11,866 | SH | OTR | 1 | 11,190 | 411 | 265 | |
| WESCO INTL INC | DBCV 6.000% 9/1 | 95082PAH8 | 26,766 | 10,816,000 | PRN | OTR | 1 | 4,168,000 | 6,498,000 | 150,000 | |
| WEYERHAEUSER CO | PREF CONV SER A | 962166872 | 2,391 | 43,700 | SH | SOLE | 43,700 | 0 | 0 | ||
| XILINX INC | NOTE 2.625% 6/1 | 983919AF8 | 55,953 | 37,691,000 | PRN | OTR | 1 | 15,762,000 | 21,649,000 | 280,000 | |
| XPO LOGISTICS INC | NOTE 4.500%10/0 | 983793AA8 | 29,131 | 10,412,000 | PRN | OTR | 1 | 3,243,000 | 6,914,000 | 255,000 | |
| YAHOO INC | NOTE 12/0 | 984332AF3 | 5,717 | 5,275,000 | PRN | OTR | 1 | 5,000,000 | 275,000 | 0 | |