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 | 39,429 | 31,213,000 | PRN | OTR | 1 | 4,565,000 | 26,386,000 | 262,000 | |
| AIRTRAN HLDGS INC | NOTE 5.250%11/0 | 00949PAD0 | 21,117 | 7,812,000 | PRN | OTR | 1 | 7,562,000 | 250,000 | 0 | |
| ALCOA INC | DEP SHS 1/10TH | 013817309 | 6,727 | 201,400 | SH | OTR | 1 | 54,200 | 147,200 | 0 | |
| ALLERGAN PLC | PFD CONV SER A | G0177J116 | 24,936 | 26,431 | SH | OTR | 1 | 10,869 | 15,161 | 401 | |
| ALZA CORP | SDCV 7/2 | 02261WAB5 | 8,980 | 6,958,000 | PRN | SOLE | 6,958,000 | 0 | 0 | ||
| AMERICAN TOWER CORP NEW | PFD CONV SER A | 03027X308 | 31,978 | 321,670 | SH | OTR | 1 | 134,006 | 182,384 | 5,280 | |
| ANTHEM INC | UNIT 05/01/20188 | 036752202 | 6,375 | 131,800 | SH | SOLE | 131,800 | 0 | 0 | ||
| APOLLO INVT CORP | NOTE 5.750% 1/1 | 03761UAE6 | 9,806 | 9,709,000 | PRN | SOLE | 9,709,000 | 0 | 0 | ||
| ARCELORMITTAL SA LUXEMBOURG | MAND CV NT 16 | L0302D178 | 756 | 92,000 | SH | OTR | 1 | 8,000 | 84,000 | 0 | |
| ARES CAP CORP | NOTE 5.750% 2/0 | 04010LAB9 | 1,856 | 1,844,000 | PRN | OTR | 1 | 1,692,000 | 4,000 | 148,000 | |
| ARES CAP CORP | NOTE 4.750% 1/1 | 04010LAJ2 | 11,438 | 11,132,000 | PRN | SOLE | 11,132,000 | 0 | 0 | ||
| ARRAY BIOPHARMA INC | NOTE 3.000% 6/0 | 04269XAA3 | 4,825 | 4,871,000 | PRN | OTR | 1 | 121,000 | 4,750,000 | 0 | |
| ATLAS AIR WORLDWIDE HLDGS IN | NOTE 2.250% 6/0 | 049164BH8 | 12,608 | 15,672,000 | PRN | OTR | 1 | 5,416,000 | 9,827,000 | 429,000 | |
| BANK AMER CORP | COM | 060505104 | 10,381 | 666,299 | SH | OTR | 1 | 0 | 666,299 | 0 | |
| BANK AMER CORP | 7.25%CNV PFD L | 060505682 | 11,378 | 10,564 | SH | OTR | 1 | 9,595 | 416 | 553 | |
| BIOMARIN PHARMACEUTICAL INC | NOTE 0.750%10/1 | 09061GAE1 | 31,411 | 24,239,000 | PRN | OTR | 1 | 7,094,000 | 16,771,000 | 374,000 | |
| BLACKROCK FLA MUN 2020 TERM | COM SHS | 09250M109 | 1,762 | 118,257 | SH | SOLE | 118,257 | 0 | 0 | ||
| BLACKROCK MUNIC BD INVST TR | COM | 09249K107 | 710 | 50,000 | SH | OTR | 1 | 24,992 | 25,008 | 0 | |
| BLACKROCK MUNIHLDGS NJ QLTY | COM | 09254X101 | 298 | 22,040 | SH | SOLE | 22,040 | 0 | 0 | ||
| BLACKROCK MUNIHLDNGS CALI QL | COM | 09254L107 | 833 | 57,976 | SH | OTR | 1 | 0 | 57,976 | 0 | |
| BLACKROCK MUNIHLDS INVSTM QL | COM | 09254P108 | 2,601 | 184,083 | SH | OTR | 1 | 0 | 184,083 | 0 | |
| BLACKROCK MUNIHOLDNGS QLTY I | COM | 09254A101 | 3,655 | 283,145 | SH | OTR | 1 | 145,356 | 137,789 | 0 | |
| BLACKROCK MUNIYIELD CALI QLT | COM | 09254N103 | 243 | 16,228 | SH | OTR | 1 | 0 | 16,228 | 0 | |
| BLACKROCK MUNIYIELD FD INC | COM | 09253W104 | 1,488 | 104,738 | SH | OTR | 1 | 40,438 | 64,300 | 0 | |
| BLACKROCK MUNIYLD INVST QLTY | COM | 09254T100 | 1,182 | 87,573 | SH | OTR | 1 | 49,408 | 38,165 | 0 | |
| BOTTOMLINE TECH DEL INC | NOTE 1.500%12/0 | 101388AA4 | 24,427 | 22,966,000 | PRN | OTR | 1 | 8,316,000 | 14,362,000 | 288,000 | |
| CAMERON INTERNATIONAL CORP | COM | 13342B105 | 4,906 | 80,000 | SH | OTR | 1 | 0 | 80,000 | 0 | |
| CARRIAGE SVCS INC | NOTE 2.750% 3/1 | 143905AM9 | 13,085 | 11,742,000 | PRN | OTR | 1 | 538,000 | 11,204,000 | 0 | |
| CHART INDS INC | NOTE 2.000% 8/0 | 16115QAC4 | 24,393 | 27,778,000 | PRN | OTR | 1 | 8,800,000 | 18,706,000 | 272,000 | |
| CIENA CORP | NOTE 0.875% 6/1 | 171779AE1 | 1,925 | 1,952,000 | PRN | OTR | 1 | 1,789,000 | 5,000 | 158,000 | |
| CIENA CORP | NOTE 0.875% 6/1 | 171779AE1 | 112 | 113,000 | PRN | SOLE | 113,000 | 0 | 0 | ||
| CIENA CORP | DEBT 4.000%12/1 | 171779AK7 | 144 | 110,000 | PRN | SOLE | 110,000 | 0 | 0 | ||
| CITRIX SYS INC | NOTE 0.500% 4/1 | 177376AD2 | 18,637 | 17,592,000 | PRN | OTR | 1 | 9,211,000 | 8,381,000 | 0 | |
| CROWN CASTLE INTL CORP NEW | CNV PFD STK SR A | 22822V200 | 25,909 | 254,362 | SH | OTR | 1 | 70,857 | 183,505 | 0 | |
| DANAHER CORP DEL | NOTE 1/2 | 235851AF9 | 62,198 | 25,228,000 | PRN | OTR | 1 | 10,316,000 | 14,637,000 | 275,000 | |
| DELTA AIR LINES INC DEL | COM NEW | 247361702 | 17,926 | 399,518 | SH | OTR | 1 | 0 | 399,518 | 0 | |
| DEPOMED INC | NOTE 2.500% 9/0 | 249908AA2 | 8,332 | 6,987,000 | PRN | OTR | 1 | 165,000 | 6,822,000 | 0 | |
| DOMINION RES INC VA NEW | UNIT 99/99/9999 | 25746U869 | 1,157 | 23,200 | SH | SOLE | 23,200 | 0 | 0 | ||
| DYNEGY INC NEW DEL | COM | 26817R108 | 271 | 13,120 | SH | OTR | 1 | 0 | 13,120 | 0 | |
| EATON VANCE NEW YORK MUN BD | COM | 27827Y109 | 184 | 14,632 | SH | SOLE | 14,632 | 0 | 0 | ||
| ECHO GLOBAL LOGISTICS INC | NOTE 2.500% 5/0 | 27875TAA9 | 10,134 | 11,283,000 | PRN | OTR | 1 | 592,000 | 10,691,000 | 0 | |
| FIAT CHRYSLER AUTOMOBILES N | MAN COV SEC 16 | N31738110 | 24,353 | 205,297 | SH | OTR | 1 | 77,124 | 124,440 | 3,733 | |
| FLUIDIGM CORP DEL | NOTE 2.750% 2/0 | 34385PAA6 | 1,534 | 2,098,000 | PRN | OTR | 1 | 1,931,000 | 5,000 | 162,000 | |
| GENERAL MTRS CO | COM | 37045V100 | 17,984 | 599,066 | SH | OTR | 1 3 | 261,283 | 337,783 | 0 | |
| GILEAD SCIENCES INC | NOTE 1.625% 5/0 | 375558AP8 | 43,930 | 10,243,000 | PRN | OTR | 1 | 3,890,000 | 6,353,000 | 0 | |
| HALLIBURTON CO | COM | 406216101 | 6,600 | 186,718 | SH | OTR | 1 | 0 | 186,718 | 0 | |
| HELIX ENERGY SOLUTIONS GRP I | NOTE 3.250% 3/1 | 42330PAG2 | 28,506 | 34,743,000 | PRN | OTR | 1 | 14,047,000 | 20,145,000 | 551,000 | |
| HOLOGIC INC | DEBT 2.000% 3/0 | 436440AC5 | 23,296 | 17,247,000 | PRN | OTR | 1 | 3,720,000 | 13,244,000 | 283,000 | |
| HOMEAWAY INC | COM | 43739Q100 | 7,136 | 268,863 | SH | OTR | 1 | 0 | 268,863 | 0 | |
| HOMEAWAY INC | NOTE 0.125% 4/0 | 43739QAB6 | 21,256 | 22,917,000 | PRN | OTR | 1 | 6,141,000 | 16,776,000 | 0 | |
| HORNBECK OFFSHORE SVCS INC N | NOTE 1.500% 9/0 | 440543AN6 | 2,233 | 3,000,000 | PRN | OTR | 1 | 0 | 3,000,000 | 0 | |
| ILLUMINA INC | NOTE 6/1 | 452327AF6 | 19,456 | 17,657,000 | PRN | OTR | 1 | 10,658,000 | 6,999,000 | 0 | |
| ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 22,245 | 19,083,000 | PRN | OTR | 1 | 7,160,000 | 11,575,000 | 348,000 | |
| INSULET CORP | NOTE 2.000% 6/1 | 45784PAD3 | 6,220 | 6,724,000 | PRN | OTR | 1 | 1,653,000 | 5,071,000 | 0 | |
| INTEL CORP | SDCV 12/1 | 458140AD2 | 2,143 | 1,765,000 | PRN | OTR | 1 | 1,620,000 | 5,000 | 140,000 | |
| INTEL CORP | SDCV 12/1 | 458140AD2 | 5,376 | 4,418,000 | PRN | SOLE | 4,418,000 | 0 | 0 | ||
| INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 2,674 | 1,772,000 | PRN | OTR | 1 | 1,625,000 | 5,000 | 142,000 | |
| INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 14,201 | 9,401,000 | PRN | SOLE | 9,401,000 | 0 | 0 | ||
| INVENSENSE INC | NOTE 1.750%11/0 | 46123DAB2 | 6,193 | 6,857,000 | PRN | OTR | 1 | 213,000 | 6,644,000 | 0 | |
| INVESCO ADVANTAGE MUNICIPAL | SH BEN INT | 46132E103 | 5,981 | 526,929 | SH | OTR | 1 | 197,735 | 329,194 | 0 | |
| INVESCO MUN TR | COM | 46131J103 | 7,596 | 618,596 | SH | OTR | 1 | 389,697 | 228,899 | 0 | |
| INVESCO QUALITY MUNI INC TRS | COM | 46133G107 | 3,955 | 325,522 | SH | OTR | 1 | 234,076 | 91,446 | 0 | |
| JARDEN CORP | NOTE 1.875% 9/1 | 471109AH1 | 53,956 | 33,582,000 | PRN | OTR | 1 | 6,126,000 | 27,038,000 | 418,000 | |
| JARDEN CORP | NOTE 1.125% 3/1 | 471109AM0 | 17,231 | 15,000,000 | PRN | OTR | 1 | 1,350,000 | 13,650,000 | 0 | |
| LAM RESEARCH CORP | NOTE 0.500% 5/1 | 512807AJ7 | 13,727 | 12,088,000 | PRN | SOLE | 12,088,000 | 0 | 0 | ||
| LAM RESEARCH CORP | NOTE 1.250% 5/1 | 512807AL2 | 19,584 | 15,573,000 | PRN | OTR | 1 | 4,307,000 | 10,991,000 | 275,000 | |
| 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 | 14,209 | 14,974,000 | PRN | OTR | 1 | 4,719,000 | 9,853,000 | 402,000 | |
| LIVE NATION ENTERTAINMENT IN | DBCV 2.500% 5/1 | 538034AJ8 | 35,716 | 34,117,000 | PRN | OTR | 1 | 8,578,000 | 25,539,000 | 0 | |
| MACQUARIE INFRASTRUCTURE COR | NOTE 2.875% 7/1 | 55608BAA3 | 48,344 | 42,428,000 | PRN | OTR | 1 | 15,255,000 | 26,792,000 | 381,000 | |
| MEDICINES CO | DBCV 1.375% 6/0 | 584688AC9 | 10,436 | 7,145,000 | PRN | OTR | 1 | 106,000 | 7,039,000 | 0 | |
| MEDIDATA SOLUTIONS INC | NOTE 1.000% 8/0 | 58471AAB1 | 39,450 | 37,261,000 | PRN | OTR | 1 | 9,270,000 | 27,634,000 | 357,000 | |
| MFS HIGH INCOME MUN TR | SH BEN INT | 59318D104 | 950 | 200,000 | SH | OTR | 1 | 100,000 | 100,000 | 0 | |
| MFS HIGH YIELD MUN TR | SH BEN INT | 59318E102 | 379 | 86,802 | SH | OTR | 1 | 0 | 86,802 | 0 | |
| MFS MUN INCOME TR | SH BEN INT | 552738106 | 1,179 | 184,560 | SH | OTR | 1 | 67,817 | 116,743 | 0 | |
| MGIC INVT CORP WIS | NOTE 5.000% 5/0 | 552848AD5 | 15,727 | 14,715,000 | PRN | OTR | 1 | 514,000 | 14,201,000 | 0 | |
| MGIC INVT CORP WIS | NOTE 2.000% 4/0 | 552848AE3 | 7,491 | 5,202,000 | PRN | OTR | 1 | 321,000 | 4,881,000 | 0 | |
| MICROCHIP TECHNOLOGY INC | SDCV 2.125%12/1 | 595017AB0 | 3,076 | 1,755,000 | PRN | OTR | 1 | 1,615,000 | 5,000 | 135,000 | |
| MICRON TECHNOLOGY INC | NOTE 3.000%11/1 | 595112AY9 | 33,796 | 39,966,000 | PRN | OTR | 1 | 5,743,000 | 34,223,000 | 0 | |
| MOLINA HEALTHCARE INC | DBCV 1.625% 8/1 | 60855RAD2 | 20,514 | 15,788,000 | PRN | OTR | 1 | 4,170,000 | 11,307,000 | 311,000 | |
| NEW GOLD INC CDA | COM | 644535106 | 645 | 284,123 | SH | OTR | 1 | 101,700 | 182,423 | 0 | |
| NEWMONT MINING CORP | NOTE 1.625% 7/1 | 651639AJ5 | 4,780 | 4,792,000 | PRN | SOLE | 4,792,000 | 0 | 0 | ||
| NEWPARK RES INC | NOTE 4.000%10/0 | 651718AC2 | 10,313 | 10,996,000 | PRN | OTR | 1 | 4,515,000 | 6,111,000 | 370,000 | |
| NEXTERA ENERGY INC | UNIT 08/31/2018 | 65339F846 | 13,633 | 266,900 | SH | SOLE | 266,900 | 0 | 0 | ||
| NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 13,514 | 6,884,000 | PRN | SOLE | 6,884,000 | 0 | 0 | ||
| NUANCE COMMUNICATIONS INC | NOTE 2.750%11/0 | 67020YAF7 | 4,794 | 4,709,000 | PRN | OTR | 1 | 4,325,000 | 11,000 | 373,000 | |
| NUVEEN CAL AMT-FREE MUN INC | COM | 670651108 | 1,037 | 70,693 | SH | OTR | 1 | 0 | 70,693 | 0 | |
| NUVEEN DIV ADVANTAGE MUN FD | COM | 67070F100 | 528 | 38,744 | SH | OTR | 1 | 0 | 38,744 | 0 | |
| NUVEEN DIVID ADV MUN FD 3 | COM SH BEN INT | 67070X101 | 7,923 | 584,300 | SH | OTR | 1 | 391,532 | 192,768 | 0 | |
| NUVEEN MICH QUALITY INCOME M | COM | 670979103 | 3,495 | 265,011 | SH | OTR | 1 | 151,604 | 113,407 | 0 | |
| NUVEEN MUN ADVANTAGE FD INC | COM | 67062H106 | 5,295 | 397,849 | SH | OTR | 1 | 299,782 | 98,067 | 0 | |
| NUVEEN MUN MKT OPPORTUNITY F | COM | 67062W103 | 10,847 | 828,004 | SH | OTR | 1 | 602,595 | 225,409 | 0 | |
| NUVEEN NY AMT FREE MUN INCOM | COM | 670656107 | 6,872 | 545,845 | SH | OTR | 1 | 290,316 | 255,529 | 0 | |
| NUVEEN NY DIVID ADVNTG MUN F | COM | 67066X107 | 173 | 12,886 | SH | OTR | 1 | 9,173 | 3,713 | 0 | |
| NUVEEN PA INVT QUALITY MUN F | COM | 670972108 | 7,874 | 600,119 | SH | OTR | 1 | 398,405 | 201,714 | 0 | |
| NUVEEN PERFORMANCE PLUS MUN | COM | 67062P108 | 1,890 | 133,284 | SH | OTR | 1 | 0 | 133,284 | 0 | |
| NUVEEN QUALITY INCOME MUN FD | COM | 670977107 | 2,969 | 220,076 | SH | OTR | 1 | 88,169 | 131,907 | 0 | |
| NVIDIA CORP | NOTE 1.000%12/0 | 67066GAC8 | 18,763 | 14,208,000 | PRN | OTR | 1 | 634,000 | 13,574,000 | 0 | |
| ON SEMICONDUCTOR CORP | NOTE 2.625%12/1 | 682189AH8 | 21,511 | 19,192,000 | PRN | OTR | 1 | 5,200,000 | 13,589,000 | 403,000 | |
| PRICELINE GRP INC | NOTE 1.000% 3/1 | 741503AQ9 | 34,830 | 24,698,000 | PRN | OTR | 1 | 3,590,000 | 20,965,000 | 143,000 | |
| PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 24,936 | 21,143,000 | PRN | OTR | 1 | 8,468,000 | 12,675,000 | 0 | |
| PROOFPOINT INC | NOTE 1.250%12/1 | 743424AB9 | 14,930 | 9,107,000 | PRN | OTR | 1 | 1,644,000 | 7,463,000 | 0 | |
| RADIAN GROUP INC | NOTE 2.250% 3/0 | 750236AN1 | 11,214 | 7,414,000 | PRN | OTR | 1 | 79,000 | 7,335,000 | 0 | |
| RAMBUS INC DEL | NOTE 1.125% 8/1 | 750917AE6 | 8,626 | 7,365,000 | PRN | OTR | 1 | 1,997,000 | 5,368,000 | 0 | |
| RPM INTL INC | NOTE 2.250%12/1 | 749685AT0 | 2,163 | 1,941,000 | PRN | OTR | 1 | 1,775,000 | 5,000 | 161,000 | |
| RPM INTL INC | NOTE 2.250%12/1 | 749685AT0 | 13,152 | 11,749,000 | PRN | SOLE | 11,749,000 | 0 | 0 | ||
| SALESFORCE COM INC | NOTE 0.250% 4/0 | 79466LAD6 | 28,237 | 23,013,000 | PRN | OTR | 1 | 9,285,000 | 13,359,000 | 369,000 | |
| SANDISK CORP | NOTE 0.500%10/1 | 80004CAF8 | 24,963 | 25,678,000 | PRN | OTR | 1 | 5,857,000 | 19,426,000 | 395,000 | |
| SEACOR HOLDINGS INC | NOTE 2.500%12/1 | 811904AM3 | 4,155 | 4,308,000 | PRN | OTR | 1 | 50,000 | 4,258,000 | 0 | |
| SOLARCITY CORP | NOTE 2.750%11/0 | 83416TAA8 | 3,562 | 3,950,000 | PRN | OTR | 1 | 3,626,000 | 9,000 | 315,000 | |
| SOUTHWESTERN ENERGY CO | DEP SHS 1/20 B | 845467208 | 13,453 | 432,823 | SH | OTR | 1 | 110,404 | 314,367 | 8,052 | |
| SPDR GOLD TRUST | GOLD SHS | 78463V107 | 18,102 | 169,400 | SH | OTR | 1 | 0 | 169,400 | 0 | |
| STANLEY BLACK & DECKER INC | UNIT 99/99/9999 | 854502309 | 46,190 | 346,461 | SH | OTR | 1 | 150,052 | 192,308 | 4,101 | |
| STANLEY BLACK & DECKER INC | UNIT 11/17/20166 | 854502804 | 18,953 | 170,000 | SH | OTR | 1 | 44,000 | 126,000 | 0 | |
| STARWOOD HOTELS&RESORTS WRLD | COM | 85590A401 | 11,978 | 180,170 | SH | OTR | 1 | 0 | 180,170 | 0 | |
| STONE ENERGY CORP | NOTE 1.750% 3/0 | 861642AN6 | 43,487 | 51,362,000 | PRN | OTR | 1 | 16,025,000 | 35,184,000 | 153,000 | |
| T MOBILE US INC | CONV PFD SER A | 872590203 | 13,646 | 197,600 | SH | OTR | 1 | 52,300 | 145,300 | 0 | |
| TELEFLEX INC | NOTE 3.875% 8/0 | 879369AA4 | 52,562 | 25,937,000 | PRN | OTR | 1 | 10,399,000 | 15,147,000 | 391,000 | |
| TEVA PHARMACEUTICAL FIN LLC | DBCV 0.250% 2/0 | 88163VAE9 | 54,366 | 39,951,000 | PRN | OTR | 1 | 16,224,000 | 23,453,000 | 274,000 | |
| TYSON FOODS INC | UNIT 99/99/9999 | 902494301 | 21,347 | 416,449 | SH | OTR | 1 | 186,570 | 221,653 | 8,226 | |
| UNITED STATES STL CORP NEW | NOTE 2.750% 4/0 | 912909AH1 | 7,789 | 7,823,000 | PRN | OTR | 1 | 400,000 | 7,423,000 | 0 | |
| UNITED TECHNOLOGIES CORP | COM | 913017109 | 16,763 | 188,373 | SH | OTR | 1 | 24 | 188,349 | 0 | |
| VERINT SYS INC | NOTE 1.500% 6/0 | 92343XAA8 | 34,576 | 36,113,000 | PRN | OTR | 1 | 10,538,000 | 25,191,000 | 384,000 | |
| WABASH NATL CORP | NOTE 3.375% 5/0 | 929566AH0 | 26,438 | 23,194,000 | PRN | OTR | 1 | 8,182,000 | 14,743,000 | 269,000 | |
| WELLPOINT INC | NOTE 2.750%10/1 | 94973VBG1 | 36,079 | 19,102,000 | PRN | OTR | 1 | 6,930,000 | 12,172,000 | 0 | |
| WELLS FARGO & CO NEW | PERP PFD CNV A | 949746804 | 12,649 | 10,830 | SH | OTR | 1 | 10,156 | 409 | 265 | |
| WELLTOWER INC | 6.50% PFD PREPET | 95040Q203 | 5,945 | 97,900 | SH | OTR | 1 | 23,300 | 74,600 | 0 | |
| WESCO INTL INC | DBCV 6.000% 9/1 | 95082PAH8 | 11,463 | 6,908,000 | PRN | OTR | 1 | 3,001,000 | 3,780,000 | 127,000 | |
| WEYERHAEUSER CO | PREF CONV SER A | 962166872 | 2,085 | 43,700 | SH | SOLE | 43,700 | 0 | 0 | ||
| XILINX INC | NOTE 2.625% 6/1 | 983919AF8 | 51,288 | 34,317,000 | PRN | OTR | 1 | 15,482,000 | 18,577,000 | 258,000 | |
| XPO LOGISTICS INC | NOTE 4.500%10/0 | 983793AA8 | 33,852 | 22,644,000 | PRN | OTR | 1 | 8,276,000 | 14,134,000 | 234,000 | |
| YAHOO INC | NOTE 12/0 | 984332AF3 | 5,130 | 5,275,000 | PRN | OTR | 1 | 5,000,000 | 275,000 | 0 | |