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 |
| AIR LEASE CORP | NOTE 3.875%12/0 | 00912XAK0 | 23,770 | 17,810,000 | PRN | OTR | 1 | 3,766,000 | 13,744,000 | 300,000 | |
| AIRTRAN HLDGS INC | NOTE 5.250%11/0 | 00949PAD0 | 19,232 | 7,943,000 | PRN | OTR | 1 | 7,693,000 | 250,000 | 0 | |
| ALCOA INC | DEP SHS 1/10TH | 013817309 | 7,811 | 197,600 | SH | OTR | 1 | 50,400 | 147,200 | 0 | |
| ALLERGAN PLC | PFD CONV SER A | G0177J116 | 27,885 | 26,730 | SH | OTR | 1 | 11,102 | 15,162 | 466 | |
| ALZA CORP | SDCV 7/2 | 02261WAB5 | 9,600 | 7,154,000 | PRN | SOLE | 7,154,000 | 0 | 0 | ||
| AMERICAN TOWER CORP NEW | PFD CONV SER A | 03027X308 | 26,963 | 266,639 | SH | OTR | 1 | 119,923 | 140,589 | 6,127 | |
| ANTHEM INC | UNIT 05/01/20188 | 036752202 | 6,945 | 131,800 | SH | SOLE | 131,800 | 0 | 0 | ||
| APOLLO INVT CORP | NOTE 5.750% 1/1 | 03761UAE6 | 9,927 | 9,709,000 | PRN | SOLE | 9,709,000 | 0 | 0 | ||
| ARCELORMITTAL SA LUXEMBOURG | MAND CV NT 16 | L0302D178 | 1,436 | 92,000 | SH | OTR | 1 | 8,000 | 84,000 | 0 | |
| ARES CAP CORP | NOTE 4.750% 1/1 | 04010LAJ2 | 11,438 | 11,132,000 | PRN | SOLE | 11,132,000 | 0 | 0 | ||
| ARES CAP CORP | NOTE 5.750% 2/0 | 04010LAB9 | 2,029 | 1,989,000 | PRN | OTR | 1 | 1,810,000 | 5,000 | 174,000 | |
| ARRAY BIOPHARMA INC | NOTE 3.000% 6/0 | 04269XAA3 | 6,185 | 4,880,000 | PRN | OTR | 1 | 130,000 | 4,750,000 | 0 | |
| ATLAS AIR WORLDWIDE HLDGS IN | NOTE 2.250% 6/0 | 049164BH8 | 9,794 | 10,000,000 | PRN | OTR | 1 | 185,000 | 9,815,000 | 0 | |
| BANK AMER CORP | 7.25%CNV PFD L | 060505682 | 13,061 | 11,745 | SH | OTR | 1 | 10,680 | 418 | 647 | |
| BANK AMER CORP | COM | 060505104 | 7,996 | 469,774 | SH | OTR | 1 | 0 | 469,774 | 0 | |
| BIOMARIN PHARMACEUTICAL INC | NOTE 0.750%10/1 | 09061GAE1 | 37,732 | 24,419,000 | PRN | OTR | 1 | 7,215,000 | 16,772,000 | 432,000 | |
| BLACKROCK FLA MUN 2020 TERM | COM SHS | 09250M109 | 1,724 | 116,357 | SH | SOLE | 116,357 | 0 | 0 | ||
| BLACKROCK MUNIC BD INVST TR | COM | 09249K107 | 701 | 50,000 | SH | OTR | 1 | 24,992 | 25,008 | 0 | |
| BLACKROCK MUNIHLDGS NJ QLTY | COM | 09254X101 | 292 | 22,040 | SH | SOLE | 22,040 | 0 | 0 | ||
| BLACKROCK MUNIHLDNGS CALI QL | COM | 09254L107 | 2,588 | 184,842 | SH | OTR | 1 | 126,866 | 57,976 | 0 | |
| BLACKROCK MUNIHLDS INVSTM QL | COM | 09254P108 | 3,124 | 225,594 | SH | OTR | 1 | 0 | 225,594 | 0 | |
| BLACKROCK MUNIHOLDNGS QLTY I | COM | 09254A101 | 3,672 | 283,145 | SH | OTR | 1 | 145,356 | 137,789 | 0 | |
| BLACKROCK MUNIYIELD CALI QLT | COM | 09254N103 | 235 | 16,228 | SH | OTR | 1 | 0 | 16,228 | 0 | |
| BLACKROCK MUNIYIELD FD INC | COM | 09253W104 | 1,450 | 104,738 | SH | OTR | 1 | 40,438 | 64,300 | 0 | |
| BLACKROCK MUNIYLD INVST QLTY | COM | 09254T100 | 1,156 | 87,573 | SH | OTR | 1 | 49,408 | 38,165 | 0 | |
| BOTTOMLINE TECH DEL INC | NOTE 1.500%12/0 | 101388AA4 | 25,647 | 22,993,000 | PRN | OTR | 1 | 8,297,000 | 14,364,000 | 332,000 | |
| CAMERON INTERNATIONAL CORP | COM | 13342B105 | 4,190 | 80,000 | SH | OTR | 1 | 0 | 80,000 | 0 | |
| CARRIAGE SVCS INC | NOTE 2.750% 3/1 | 143905AM9 | 13,721 | 11,446,000 | PRN | OTR | 1 | 242,000 | 11,204,000 | 0 | |
| CHART INDS INC | NOTE 2.000% 8/0 | 16115QAC4 | 27,018 | 27,837,000 | PRN | OTR | 1 | 8,814,000 | 18,707,000 | 316,000 | |
| CIENA CORP | DEBT 4.000%12/1 | 171779AK7 | 155 | 110,000 | PRN | SOLE | 110,000 | 0 | 0 | ||
| CIENA CORP | NOTE 0.875% 6/1 | 171779AE1 | 2,102 | 2,094,000 | PRN | OTR | 1 | 1,909,000 | 5,000 | 180,000 | |
| CIENA CORP | NOTE 0.875% 6/1 | 171779AE1 | 114 | 113,000 | PRN | SOLE | 113,000 | 0 | 0 | ||
| CITRIX SYS INC | NOTE 0.500% 4/1 | 177376AD2 | 18,664 | 17,587,000 | PRN | OTR | 1 | 9,206,000 | 8,381,000 | 0 | |
| CORNERSTONE ONDEMAND INC | NOTE 1.500% 7/0 | 21925YAB9 | 16,466 | 16,233,000 | PRN | OTR | 1 | 436,000 | 15,797,000 | 0 | |
| CROWN CASTLE INTL CORP NEW | CNV PFD STK SR A | 22822V200 | 20,615 | 199,755 | SH | OTR | 1 | 50,200 | 149,555 | 0 | |
| DANAHER CORP DEL | NOTE 1/2 | 235851AF9 | 63,062 | 25,379,000 | PRN | OTR | 1 | 10,416,000 | 14,639,000 | 324,000 | |
| DELTA AIR LINES INC DEL | COM NEW | 247361702 | 13,306 | 323,913 | SH | OTR | 1 | 0 | 323,913 | 0 | |
| DEPOMED INC | NOTE 2.500% 9/0 | 249908AA2 | 15,538 | 12,114,000 | PRN | OTR | 1 | 4,844,000 | 6,834,000 | 436,000 | |
| DOMINION RES INC VA NEW | UNIT 99/99/9999 | 25746U869 | 1,105 | 23,200 | SH | SOLE | 23,200 | 0 | 0 | ||
| DYNEGY INC NEW DEL | COM | 26817R108 | 384 | 13,120 | SH | OTR | 1 | 0 | 13,120 | 0 | |
| EATON VANCE NEW YORK MUN BD | COM | 27827Y109 | 180 | 14,632 | SH | SOLE | 14,632 | 0 | 0 | ||
| ECHO GLOBAL LOGISTICS INC | NOTE 2.500% 5/0 | 27875TAA9 | 11,813 | 10,951,000 | PRN | OTR | 1 | 260,000 | 10,691,000 | 0 | |
| FIAT CHRYSLER AUTOMOBILES N | MAN COV SEC 16 | N31738110 | 25,857 | 204,973 | SH | OTR | 1 | 76,193 | 124,449 | 4,331 | |
| FLUIDIGM CORP DEL | NOTE 2.750% 2/0 | 34385PAA6 | 1,990 | 2,263,000 | PRN | OTR | 1 | 2,067,000 | 5,000 | 191,000 | |
| FORD MTR CO DEL | COM PAR $0.01 | 345370860 | 27,686 | 1,844,500 | SH | OTR | 1 3 | 160,000 | 1,684,500 | 0 | |
| GENERAL MTRS CO | COM | 37045V100 | 23,300 | 699,066 | SH | OTR | 1 3 | 323,719 | 375,347 | 0 | |
| GILEAD SCIENCES INC | NOTE 1.625% 5/0 | 375558AP8 | 62,253 | 12,069,000 | PRN | OTR | 1 | 3,897,000 | 8,172,000 | 0 | |
| GOLDCORP INC NEW | COM | 380956409 | 1,247 | 76,945 | SH | OTR | 1 | 11,745 | 65,200 | 0 | |
| HALLIBURTON CO | COM | 406216101 | 8,042 | 186,718 | SH | OTR | 1 | 0 | 186,718 | 0 | |
| HEALTH CARE REIT INC | PFD PER CON I | 42217K601 | 5,850 | 97,900 | SH | OTR | 1 | 23,300 | 74,600 | 0 | |
| HELIX ENERGY SOLUTIONS GRP I | NOTE 3.250% 3/1 | 42330PAG2 | 33,338 | 35,077,000 | PRN | OTR | 1 | 14,288,000 | 20,147,000 | 642,000 | |
| HOLOGIC INC | DEBT 2.000% 3/0 | 436440AC5 | 22,769 | 17,240,000 | PRN | OTR | 1 | 3,671,000 | 13,245,000 | 324,000 | |
| HOMEAWAY INC | NOTE 0.125% 4/0 | 43739QAB6 | 42,537 | 44,166,000 | PRN | OTR | 1 | 12,120,000 | 32,046,000 | 0 | |
| HORNBECK OFFSHORE SVCS INC N | NOTE 1.500% 9/0 | 440543AN6 | 2,456 | 3,000,000 | PRN | OTR | 1 | 0 | 3,000,000 | 0 | |
| ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 14,651 | 11,864,000 | PRN | OTR | 1 | 4,455,000 | 7,010,000 | 399,000 | |
| ILLUMINA INC | NOTE 6/1 | 452327AF6 | 20,759 | 17,658,000 | PRN | OTR | 1 | 10,659,000 | 6,999,000 | 0 | |
| INSULET CORP | NOTE 2.000% 6/1 | 45784PAD3 | 6,522 | 6,724,000 | PRN | OTR | 1 | 1,653,000 | 5,071,000 | 0 | |
| INTEL CORP | SDCV 12/1 | 458140AD2 | 2,291 | 1,904,000 | PRN | OTR | 1 | 1,737,000 | 5,000 | 162,000 | |
| INTEL CORP | SDCV 12/1 | 458140AD2 | 5,326 | 4,418,000 | PRN | SOLE | 4,418,000 | 0 | 0 | ||
| INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 2,910 | 1,913,000 | PRN | OTR | 1 | 1,743,000 | 5,000 | 165,000 | |
| INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 14,496 | 9,517,000 | PRN | SOLE | 9,517,000 | 0 | 0 | ||
| INVENSENSE INC | NOTE 1.750%11/0 | 46123DAB2 | 6,546 | 6,762,000 | PRN | OTR | 1 | 118,000 | 6,644,000 | 0 | |
| INVESCO ADVANTAGE MUNICIPAL | SH BEN INT | 46132E103 | 5,780 | 526,929 | SH | OTR | 1 | 197,735 | 329,194 | 0 | |
| INVESCO MUN TR | COM | 46131J103 | 7,436 | 618,596 | SH | OTR | 1 | 389,697 | 228,899 | 0 | |
| INVESCO QUALITY MUNI INC TRS | COM | 46133G107 | 3,848 | 325,522 | SH | OTR | 1 | 234,076 | 91,446 | 0 | |
| JARDEN CORP | NOTE 1.125% 3/1 | 471109AM0 | 17,541 | 15,000,000 | PRN | OTR | 1 | 1,350,000 | 13,650,000 | 0 | |
| JARDEN CORP | NOTE 1.875% 9/1 | 471109AH1 | 49,066 | 29,201,000 | PRN | OTR | 1 | 5,859,000 | 22,852,000 | 490,000 | |
| LAM RESEARCH CORP | NOTE 0.500% 5/1 | 512807AJ7 | 16,092 | 12,088,000 | PRN | SOLE | 12,088,000 | 0 | 0 | ||
| LAM RESEARCH CORP | NOTE 1.250% 5/1 | 512807AL2 | 22,358 | 15,724,000 | PRN | OTR | 1 | 4,413,000 | 10,992,000 | 319,000 | |
| LIBERTY MEDIA CORP | DEB 3.500% 1/1 | 530715AN1 | 2,309 | 4,429,000 | PRN | OTR | 1 | 3,712,000 | 717,000 | 0 | |
| LIBERTY MEDIA CORP DELAWARE | NOTE 1.375%10/1 | 531229AB8 | 14,669 | 15,389,000 | PRN | OTR | 1 | 5,065,000 | 9,854,000 | 470,000 | |
| LIVE NATION ENTERTAINMENT IN | DBCV 2.500% 5/1 | 538034AJ8 | 27,167 | 25,111,000 | PRN | OTR | 1 | 6,271,000 | 18,840,000 | 0 | |
| MACQUARIE INFRASTRUCTURE COR | NOTE 2.875% 7/1 | 55608BAA3 | 50,212 | 42,463,000 | PRN | OTR | 1 | 15,226,000 | 26,793,000 | 444,000 | |
| MEDICINES CO | DBCV 1.375% 6/0 | 584688AC9 | 8,412 | 7,039,000 | PRN | OTR | 1 | 0 | 7,039,000 | 0 | |
| MEDIDATA SOLUTIONS INC | NOTE 1.000% 8/0 | 58471AAB1 | 38,226 | 32,224,000 | PRN | OTR | 1 | 4,601,000 | 27,623,000 | 0 | |
| MFS HIGH INCOME MUN TR | SH BEN INT | 59318D104 | 922 | 200,000 | SH | OTR | 1 | 100,000 | 100,000 | 0 | |
| MFS HIGH YIELD MUN TR | SH BEN INT | 59318E102 | 357 | 86,802 | SH | OTR | 1 | 0 | 86,802 | 0 | |
| MFS MUN INCOME TR | SH BEN INT | 552738106 | 1,187 | 184,560 | SH | OTR | 1 | 67,817 | 116,743 | 0 | |
| MICROCHIP TECHNOLOGY INC | SDCV 2.125%12/1 | 595017AB0 | 3,609 | 1,891,000 | PRN | OTR | 1 | 1,728,000 | 5,000 | 158,000 | |
| MICRON TECHNOLOGY INC | NOTE 3.000%11/1 | 595112AY9 | 15,730 | 17,321,000 | PRN | OTR | 1 | 4,717,000 | 12,604,000 | 0 | |
| NEW GOLD INC CDA | COM | 644535106 | 1,645 | 611,671 | SH | OTR | 1 | 115,812 | 495,859 | 0 | |
| NEWMONT MINING CORP | NOTE 1.625% 7/1 | 651639AJ5 | 4,855 | 4,792,000 | PRN | SOLE | 4,792,000 | 0 | 0 | ||
| NEWPARK RES INC | NOTE 4.000%10/0 | 651718AC2 | 11,763 | 11,187,000 | PRN | OTR | 1 | 4,645,000 | 6,112,000 | 430,000 | |
| NEXTERA ENERGY INC | UNIT 09/01/2015 | 65339F887 | 11,120 | 179,500 | SH | SOLE | 179,500 | 0 | 0 | ||
| NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 16,405 | 6,884,000 | PRN | SOLE | 6,884,000 | 0 | 0 | ||
| NUANCE COMMUNICATIONS INC | NOTE 2.750%11/0 | 67020YAF7 | 5,131 | 5,071,000 | PRN | OTR | 1 | 4,631,000 | 12,000 | 428,000 | |
| NUVEEN CAL AMT-FREE MUN INC | COM | 670651108 | 1,002 | 70,693 | SH | OTR | 1 | 0 | 70,693 | 0 | |
| NUVEEN DIV ADVANTAGE MUN FD | COM | 67070F100 | 520 | 38,744 | SH | OTR | 1 | 0 | 38,744 | 0 | |
| NUVEEN DIVID ADV MUN FD 3 | COM SH BEN INT | 67070X101 | 7,806 | 584,300 | SH | OTR | 1 | 391,532 | 192,768 | 0 | |
| NUVEEN MICH QUALITY INCOME M | COM | 670979103 | 3,511 | 265,011 | SH | OTR | 1 | 151,604 | 113,407 | 0 | |
| NUVEEN MUN ADVANTAGE FD INC | COM | 67062H106 | 5,172 | 397,849 | SH | OTR | 1 | 299,782 | 98,067 | 0 | |
| NUVEEN MUN MKT OPPORTUNITY F | COM | 67062W103 | 10,681 | 828,004 | SH | OTR | 1 | 602,595 | 225,409 | 0 | |
| NUVEEN NY AMT FREE MUN INCOM | COM | 670656107 | 6,850 | 545,845 | SH | OTR | 1 | 290,316 | 255,529 | 0 | |
| NUVEEN NY DIVID ADVNTG MUN F | COM | 67066X107 | 174 | 12,886 | SH | OTR | 1 | 9,173 | 3,713 | 0 | |
| NUVEEN PA INVT QUALITY MUN F | COM | 670972108 | 7,892 | 600,119 | SH | OTR | 1 | 398,405 | 201,714 | 0 | |
| NUVEEN PERFORMANCE PLUS MUN | COM | 67062P108 | 1,870 | 133,284 | SH | OTR | 1 | 0 | 133,284 | 0 | |
| NUVEEN QUALITY INCOME MUN FD | COM | 670977107 | 3,338 | 250,228 | SH | OTR | 1 | 118,321 | 131,907 | 0 | |
| NVIDIA CORP | NOTE 1.000%12/0 | 67066GAC8 | 16,032 | 13,933,000 | PRN | OTR | 1 | 359,000 | 13,574,000 | 0 | |
| OMNICARE INC | NOTE 3.500% 2/1 | 681904AQ1 | 10,828 | 7,582,000 | PRN | OTR | 1 | 6,915,000 | 18,000 | 649,000 | |
| ON SEMICONDUCTOR CORP | NOTE 2.625%12/1 | 682189AH8 | 6,876 | 5,556,000 | PRN | OTR | 1 | 5,072,000 | 13,000 | 471,000 | |
| PRICELINE GRP INC | DEBT 1.000% 3/1 | 741503AQ9 | 33,155 | 24,820,000 | PRN | OTR | 1 | 3,686,000 | 20,965,000 | 169,000 | |
| PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 23,379 | 20,991,000 | PRN | OTR | 1 | 8,316,000 | 12,675,000 | 0 | |
| PROOFPOINT INC | NOTE 1.250%12/1 | 743424AB9 | 15,098 | 8,904,000 | PRN | OTR | 1 | 1,441,000 | 7,463,000 | 0 | |
| RADIAN GROUP INC | NOTE 2.250% 3/0 | 750236AN1 | 13,052 | 7,335,000 | PRN | OTR | 1 | 0 | 7,335,000 | 0 | |
| RAMBUS INC DEL | NOTE 1.125% 8/1 | 750917AE6 | 9,677 | 7,266,000 | PRN | OTR | 1 | 1,898,000 | 5,368,000 | 0 | |
| RPM INTL INC | NOTE 2.250%12/1 | 749685AT0 | 14,297 | 12,233,000 | PRN | SOLE | 12,233,000 | 0 | 0 | ||
| RPM INTL INC | NOTE 2.250%12/1 | 749685AT0 | 2,425 | 2,084,000 | PRN | OTR | 1 | 1,894,000 | 5,000 | 185,000 | |
| SALESFORCE COM INC | NOTE 0.250% 4/0 | 79466LAD6 | 28,290 | 23,235,000 | PRN | OTR | 1 | 9,449,000 | 13,360,000 | 426,000 | |
| SANDISK CORP | NOTE 0.500%10/1 | 80004CAF8 | 24,952 | 25,636,000 | PRN | OTR | 1 | 5,749,000 | 19,427,000 | 460,000 | |
| SEACOR HOLDINGS INC | NOTE 2.500%12/1 | 811904AM3 | 4,432 | 4,308,000 | PRN | OTR | 1 | 50,000 | 4,258,000 | 0 | |
| SOLARCITY CORP | NOTE 2.750%11/0 | 83416TAA8 | 4,655 | 4,305,000 | PRN | OTR | 1 | 3,926,000 | 10,000 | 369,000 | |
| SOUTHWESTERN ENERGY CO | DEP SHS 1/20 B | 845467208 | 21,408 | 433,619 | SH | OTR | 1 | 109,884 | 314,389 | 9,346 | |
| SPDR GOLD TRUST | GOLD SHS | 78463V107 | 19,035 | 169,400 | SH | OTR | 1 | 0 | 169,400 | 0 | |
| STANLEY BLACK & DECKER INC | UNIT 11/17/20166 | 854502804 | 20,534 | 170,000 | SH | OTR | 1 | 44,000 | 126,000 | 0 | |
| STANLEY BLACK & DECKER INC | UNIT 99/99/9999 | 854502309 | 47,300 | 327,515 | SH | OTR | 1 | 154,173 | 168,581 | 4,761 | |
| STONE ENERGY CORP | NOTE 1.750% 3/0 | 861642AN6 | 15,558 | 16,956,000 | PRN | OTR | 1 | 4,749,000 | 12,029,000 | 178,000 | |
| T MOBILE US INC | CONV PFD SER A | 872590203 | 13,338 | 197,600 | SH | OTR | 1 | 52,300 | 145,300 | 0 | |
| TELEFLEX INC | NOTE 3.875% 8/0 | 879369AA4 | 57,746 | 26,134,000 | PRN | OTR | 1 | 10,533,000 | 15,148,000 | 453,000 | |
| TEVA PHARMACEUTICAL FIN LLC | DBCV 0.250% 2/0 | 88163VAE9 | 56,142 | 40,043,000 | PRN | OTR | 1 | 16,268,000 | 23,454,000 | 321,000 | |
| TYSON FOODS INC | UNIT 99/99/9999 | 902494301 | 21,611 | 419,561 | SH | OTR | 1 | 188,337 | 221,680 | 9,544 | |
| UNITED STATES STL CORP NEW | NOTE 2.750% 4/0 | 912909AH1 | 16,050 | 14,509,000 | PRN | OTR | 1 | 2,209,000 | 12,132,000 | 168,000 | |
| UNITED TECHNOLOGIES CORP | UNIT 06/01/2015 | 913017117 | 35,953 | 627,463 | SH | OTR | 1 | 253,387 | 367,342 | 6,734 | |
| VERINT SYS INC | COM | 92343X100 | 3 | 53 | SH | SOLE | 53 | 0 | 0 | ||
| VERINT SYS INC | NOTE 1.500% 6/0 | 92343XAA8 | 40,991 | 36,099,000 | PRN | OTR | 1 | 10,460,000 | 25,192,000 | 447,000 | |
| WABASH NATL CORP | NOTE 3.375% 5/0 | 929566AH0 | 29,332 | 23,271,000 | PRN | OTR | 1 | 8,213,000 | 14,744,000 | 314,000 | |
| WELLPOINT INC | NOTE 2.750%10/1 | 94973VBG1 | 41,588 | 18,909,000 | PRN | OTR | 1 | 6,737,000 | 12,172,000 | 0 | |
| WELLS FARGO & CO NEW | PERP PFD CNV A | 949746804 | 4,541 | 3,865 | SH | OTR | 1 | 3,578 | 10 | 277 | |
| WELLS FARGO & CO NEW | PERP PFD CNV A | 949746804 | 9,174 | 7,808 | SH | SOLE | 7,408 | 400 | 0 | ||
| WESCO INTL INC | DBCV 6.000% 9/1 | 95082PAH8 | 26,094 | 10,759,000 | PRN | OTR | 1 | 4,107,000 | 6,498,000 | 154,000 | |
| WEYERHAEUSER CO | PREF CONV SER A | 962166872 | 2,272 | 43,700 | SH | SOLE | 43,700 | 0 | 0 | ||
| XILINX INC | NOTE 2.625% 6/1 | 983919AF8 | 39,345 | 25,385,000 | PRN | OTR | 1 | 15,234,000 | 9,860,000 | 291,000 | |
| XPO LOGISTICS INC | NOTE 4.500%10/0 | 983793AA8 | 36,849 | 13,216,000 | PRN | OTR | 1 | 4,099,000 | 8,851,000 | 266,000 | |
| YAHOO INC | NOTE 12/0 | 984332AF3 | 5,437 | 5,275,000 | PRN | OTR | 1 | 5,000,000 | 275,000 | 0 | |