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 | 49,140 | 36,011,000 | PRN | OTR | 1 | 9,394,000 | 26,385,000 | 232,000 | |
| AIRTRAN HLDGS INC | NOTE 5.250%11/0 | 00949PAD0 | 8,100 | 2,743,000 | PRN | OTR | 1 | 2,493,000 | 250,000 | 0 | |
| ALCOA INC | DEP SHS 1/10TH | 013817309 | 6,819 | 203,178 | SH | OTR | 1 | 55,978 | 147,200 | 0 | |
| ALLERGAN PLC | PFD CONV SER A | G0177J116 | 27,221 | 26,420 | SH | OTR | 1 | 10,898 | 15,159 | 363 | |
| ALZA CORP | SDCV 7/2 | 02261WAB5 | 10,225 | 7,229,000 | PRN | SOLE | 7,229,000 | 0 | 0 | ||
| AMERICAN TOWER CORP NEW | PFD CONV SER A | 03027X308 | 32,270 | 315,287 | SH | OTR | 1 | 128,302 | 182,354 | 4,631 | |
| APOLLO INVT CORP | NOTE 5.750% 1/1 | 03761UAE6 | 386 | 385,000 | PRN | SOLE | 385,000 | 0 | 0 | ||
| ARES CAP CORP | NOTE 4.750% 1/1 | 04010LAJ2 | 389 | 390,000 | PRN | SOLE | 390,000 | 0 | 0 | ||
| ARES CAP CORP | NOTE 5.750% 2/0 | 04010LAB9 | 1,745 | 1,746,000 | PRN | OTR | 1 | 1,611,000 | 3,000 | 132,000 | |
| ARRAY BIOPHARMA INC | NOTE 3.000% 6/0 | 04269XAA3 | 4,533 | 4,871,000 | PRN | OTR | 1 | 121,000 | 4,750,000 | 0 | |
| ATLAS AIR WORLDWIDE HLDGS IN | NOTE 2.250% 6/0 | 049164BH8 | 12,538 | 15,090,000 | PRN | OTR | 1 | 4,888,000 | 9,825,000 | 377,000 | |
| BANK AMER CORP | 7.25%CNV PFD L | 060505682 | 11,392 | 10,430 | SH | OTR | 1 | 9,524 | 413 | 493 | |
| BANK AMER CORP | COM | 060505104 | 11,214 | 666,299 | SH | OTR | 1 | 0 | 666,299 | 0 | |
| BIOMARIN PHARMACEUTICAL INC | NOTE 0.750%10/1 | 09061GAE1 | 45,034 | 34,962,000 | PRN | OTR | 1 | 8,183,000 | 26,439,000 | 340,000 | |
| BLACKROCK FLA MUN 2020 TERM | COM SHS | 09250M109 | 1,767 | 118,257 | SH | SOLE | 118,257 | 0 | 0 | ||
| BLACKROCK MUNIHLDGS NJ QLTY | COM | 09254X101 | 318 | 22,040 | SH | SOLE | 22,040 | 0 | 0 | ||
| BLACKROCK MUNIHLDNGS QLTY II | COM | 09254C107 | 1,875 | 137,761 | SH | OTR | 1 | 0 | 137,761 | 0 | |
| BLACKROCK MUNIHOLDNGS QLTY I | COM | 09254A101 | 3,738 | 272,227 | SH | OTR | 1 | 93,425 | 178,802 | 0 | |
| BLACKROCK MUNIY QUALITY FD I | COM | 09254G108 | 1,116 | 84,054 | SH | OTR | 1 | 0 | 84,054 | 0 | |
| BLACKROCK MUNIYIELD INVST FD | COM | 09254R104 | 2,129 | 136,065 | SH | OTR | 1 | 0 | 136,065 | 0 | |
| BLACKROCK MUNIYLD INVST QLTY | COM | 09254T100 | 1,501 | 106,443 | SH | OTR | 1 | 0 | 106,443 | 0 | |
| BOTTOMLINE TECH DEL INC | NOTE 1.500%12/0 | 101388AA4 | 25,718 | 22,774,000 | PRN | OTR | 1 | 8,154,000 | 14,361,000 | 259,000 | |
| CAMERON INTERNATIONAL CORP | COM | 13342B105 | 5,056 | 80,000 | SH | OTR | 1 | 0 | 80,000 | 0 | |
| CARRIAGE SVCS INC | NOTE 2.750% 3/1 | 143905AM9 | 15,687 | 13,259,000 | PRN | OTR | 1 | 2,055,000 | 11,204,000 | 0 | |
| CHART INDS INC | NOTE 2.000% 8/0 | 16115QAC4 | 23,856 | 27,438,000 | PRN | OTR | 1 | 8,495,000 | 18,704,000 | 239,000 | |
| CIENA CORP | DEBT 4.000%12/1 | 171779AK7 | 143 | 110,000 | PRN | SOLE | 110,000 | 0 | 0 | ||
| CIENA CORP | NOTE 0.875% 6/1 | 171779AE1 | 1,817 | 1,853,000 | PRN | OTR | 1 | 1,707,000 | 4,000 | 142,000 | |
| CIENA CORP | NOTE 0.875% 6/1 | 171779AE1 | 111 | 113,000 | PRN | SOLE | 113,000 | 0 | 0 | ||
| CITRIX SYS INC | NOTE 0.500% 4/1 | 177376AD2 | 19,297 | 17,663,000 | PRN | OTR | 1 | 9,282,000 | 8,381,000 | 0 | |
| CROWN CASTLE INTL CORP NEW | CNV PFD STK SR A | 22822V200 | 27,328 | 254,909 | SH | OTR | 1 | 71,404 | 183,505 | 0 | |
| DANAHER CORP DEL | NOTE 1/2 | 235851AF9 | 58,027 | 21,518,000 | PRN | OTR | 1 | 6,635,000 | 14,636,000 | 247,000 | |
| DELTA AIR LINES INC DEL | COM NEW | 247361702 | 20,252 | 399,518 | SH | OTR | 1 | 0 | 399,518 | 0 | |
| DEPOMED INC | NOTE 2.500% 9/0 | 249908AA2 | 19,038 | 16,709,000 | PRN | OTR | 1 | 4,316,000 | 12,097,000 | 296,000 | |
| ECHO GLOBAL LOGISTICS INC | NOTE 2.500% 5/0 | 27875TAA9 | 13,658 | 15,520,000 | PRN | OTR | 1 | 768,000 | 14,752,000 | 0 | |
| EXPEDIA INC DEL | COM NEW | 30212P303 | 6,901 | 55,519 | SH | OTR | 1 | 0 | 55,519 | 0 | |
| FIAT CHRYSLER AUTOMOBILES N | MAN COV SEC 16 | N31738110 | 24,082 | 204,984 | SH | OTR | 1 | 77,174 | 124,419 | 3,391 | |
| GENERAL MTRS CO | COM | 37045V100 | 15,848 | 465,975 | SH | OTR | 1 2 | 224,038 | 241,937 | 0 | |
| GILEAD SCIENCES INC | NOTE 1.625% 5/0 | 375558AP8 | 36,341 | 8,130,000 | PRN | OTR | 1 | 1,777,000 | 6,353,000 | 0 | |
| HALLIBURTON CO | COM | 406216101 | 6,356 | 186,718 | SH | OTR | 1 | 0 | 186,718 | 0 | |
| HELIX ENERGY SOLUTIONS GRP I | NOTE 3.250% 3/1 | 42330PAG2 | 26,916 | 33,965,000 | PRN | OTR | 1 | 13,347,000 | 20,142,000 | 476,000 | |
| HOLOGIC INC | DEBT 2.000% 3/0 | 436440AC5 | 23,068 | 17,238,000 | PRN | OTR | 1 | 3,741,000 | 13,242,000 | 255,000 | |
| HORNBECK OFFSHORE SVCS INC N | NOTE 1.500% 9/0 | 440543AN6 | 1,706 | 3,000,000 | PRN | OTR | 1 | 0 | 3,000,000 | 0 | |
| ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 22,088 | 18,887,000 | PRN | OTR | 1 | 6,996,000 | 11,573,000 | 318,000 | |
| ILLUMINA INC | NOTE 6/1 | 452327AF6 | 12,172 | 11,148,000 | PRN | OTR | 1 | 4,149,000 | 6,999,000 | 0 | |
| INSULET CORP | NOTE 2.000% 6/1 | 45784PAD3 | 6,980 | 6,724,000 | PRN | OTR | 1 | 1,653,000 | 5,071,000 | 0 | |
| INTEL CORP | SDCV 12/1 | 458140AD2 | 5,663 | 4,418,000 | PRN | SOLE | 4,418,000 | 0 | 0 | ||
| INTEL CORP | SDCV 12/1 | 458140AD2 | 2,217 | 1,733,000 | PRN | OTR | 1 | 1,603,000 | 4,000 | 126,000 | |
| INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 2,892 | 1,739,000 | PRN | OTR | 1 | 1,607,000 | 4,000 | 128,000 | |
| INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 6,903 | 4,146,000 | PRN | SOLE | 4,146,000 | 0 | 0 | ||
| INVENSENSE INC | NOTE 1.750%11/0 | 46123DAB2 | 6,424 | 6,857,000 | PRN | OTR | 1 | 213,000 | 6,644,000 | 0 | |
| INVESCO MUN TR | COM | 46131J103 | 4,976 | 389,697 | SH | SOLE | 389,697 | 0 | 0 | ||
| INVESCO QUALITY MUNI INC TRS | COM | 46133G107 | 2,970 | 234,076 | SH | SOLE | 234,076 | 0 | 0 | ||
| ISIS PHARMACEUTICALS INC DEL | NOTE 1.000%11/1 | 464337AJ3 | 11,549 | 10,243,000 | PRN | OTR | 1 | 2,875,000 | 7,368,000 | 0 | |
| JARDEN CORP | NOTE 1.125% 3/1 | 471109AM0 | 17,979 | 14,595,000 | PRN | OTR | 1 | 945,000 | 13,650,000 | 0 | |
| JARDEN CORP | NOTE 1.875% 9/1 | 471109AH1 | 61,184 | 33,574,000 | PRN | OTR | 1 | 6,158,000 | 27,036,000 | 380,000 | |
| LAM RESEARCH CORP | NOTE 0.500% 5/1 | 512807AJ7 | 6,332 | 4,857,000 | PRN | SOLE | 4,857,000 | 0 | 0 | ||
| LAM RESEARCH CORP | NOTE 1.250% 5/1 | 512807AL2 | 22,259 | 15,503,000 | PRN | OTR | 1 | 4,263,000 | 10,990,000 | 250,000 | |
| LIBERTY MEDIA CORP | DEB 3.500% 1/1 | 530715AN1 | 2,286 | 4,429,000 | PRN | OTR | 1 | 3,712,000 | 717,000 | 0 | |
| LIBERTY MEDIA CORP DELAWARE | NOTE 1.375%10/1 | 531229AB8 | 14,624 | 14,882,000 | PRN | OTR | 1 | 4,669,000 | 9,851,000 | 362,000 | |
| LIVE NATION ENTERTAINMENT IN | DBCV 2.500% 5/1 | 538034AJ8 | 33,000 | 32,294,000 | PRN | OTR | 1 | 6,755,000 | 25,539,000 | 0 | |
| MACQUARIE INFRASTRUCTURE COR | NOTE 2.875% 7/1 | 55608BAA3 | 41,570 | 37,034,000 | PRN | OTR | 1 | 9,899,000 | 26,790,000 | 345,000 | |
| MEDICINES CO | DBCV 1.375% 6/0 | 584688AC9 | 10,204 | 7,145,000 | PRN | OTR | 1 | 106,000 | 7,039,000 | 0 | |
| MEDIDATA SOLUTIONS INC | NOTE 1.000% 8/0 | 58471AAB1 | 42,959 | 39,228,000 | PRN | OTR | 1 | 11,278,000 | 27,632,000 | 318,000 | |
| MFS HIGH INCOME MUN TR | SH BEN INT | 59318D104 | 1,301 | 265,061 | SH | OTR | 1 | 0 | 265,061 | 0 | |
| MFS MUN INCOME TR | SH BEN INT | 552738106 | 461 | 67,817 | SH | SOLE | 67,817 | 0 | 0 | ||
| MGIC INVT CORP WIS | NOTE 2.000% 4/0 | 552848AE3 | 10,997 | 7,883,000 | PRN | OTR | 1 | 3,002,000 | 4,881,000 | 0 | |
| MGIC INVT CORP WIS | NOTE 5.000% 5/0 | 552848AD5 | 15,223 | 14,726,000 | PRN | OTR | 1 | 525,000 | 14,201,000 | 0 | |
| MICROCHIP TECHNOLOGY INC | SDCV 2.125%12/1 | 595017AB0 | 3,285 | 1,726,000 | PRN | OTR | 1 | 1,599,000 | 4,000 | 123,000 | |
| MICRON TECHNOLOGY INC | NOTE 3.000%11/1 | 595112AY9 | 33,768 | 40,380,000 | PRN | OTR | 1 | 6,157,000 | 34,223,000 | 0 | |
| MOLINA HEALTHCARE INC | DBCV 1.625% 8/1 | 60855RAD2 | 19,533 | 16,216,000 | PRN | OTR | 1 | 3,811,000 | 12,133,000 | 272,000 | |
| NEWPARK RES INC | NOTE 4.000%10/0 | 651718AC2 | 9,400 | 10,526,000 | PRN | OTR | 1 | 4,091,000 | 6,109,000 | 326,000 | |
| NEXTERA ENERGY INC | UNIT 08/31/2018 | 65339F846 | 5,763 | 109,800 | SH | SOLE | 109,800 | 0 | 0 | ||
| NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 6,676 | 2,831,000 | PRN | SOLE | 2,831,000 | 0 | 0 | ||
| NUANCE COMMUNICATIONS INC | NOTE 2.750%11/0 | 67020YAF7 | 4,691 | 4,659,000 | PRN | OTR | 1 | 4,312,000 | 9,000 | 338,000 | |
| NUVEEN DIVID ADV MUN FD 3 | COM SH BEN INT | 67070X101 | 5,622 | 391,532 | SH | SOLE | 391,532 | 0 | 0 | ||
| NUVEEN MICH QUALITY INCOME M | COM | 670979103 | 2,050 | 149,742 | SH | SOLE | 149,742 | 0 | 0 | ||
| NUVEEN MUN ADVANTAGE FD INC | COM | 67062H106 | 4,152 | 299,782 | SH | SOLE | 299,782 | 0 | 0 | ||
| NUVEEN MUN MKT OPPORTUNITY F | COM | 67062W103 | 8,310 | 602,595 | SH | SOLE | 602,595 | 0 | 0 | ||
| NUVEEN NY AMT FREE MUN INCOM | COM | 670656107 | 4,922 | 374,856 | SH | OTR | 1 | 290,316 | 84,540 | 0 | |
| NUVEEN PA INVT QUALITY MUN F | COM | 670972108 | 5,458 | 398,405 | SH | SOLE | 398,405 | 0 | 0 | ||
| NUVEEN PERFORMANCE PLUS MUN | COM | 67062P108 | 3,874 | 258,986 | SH | OTR | 1 | 0 | 258,986 | 0 | |
| NUVEEN QUALITY INCOME MUN FD | COM | 670977107 | 1,250 | 88,169 | SH | SOLE | 88,169 | 0 | 0 | ||
| NVIDIA CORP | NOTE 1.000%12/0 | 67066GAC8 | 23,857 | 14,280,000 | PRN | OTR | 1 | 706,000 | 13,574,000 | 0 | |
| NXP SEMICONDUCTORS N V | DBCV 1.000%12/0 | 62952QAB6 | 37,245 | 33,840,000 | PRN | OTR | 1 | 7,650,000 | 26,190,000 | 0 | |
| ON SEMICONDUCTOR CORP | NOTE 2.625%12/1 | 682189AH8 | 25,020 | 22,381,000 | PRN | OTR | 1 | 8,433,000 | 13,587,000 | 361,000 | |
| PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 19,275 | 16,138,000 | PRN | OTR | 1 | 3,463,000 | 12,675,000 | 0 | |
| PRICELINE GRP INC | NOTE 1.000% 3/1 | 741503AQ9 | 35,268 | 24,723,000 | PRN | OTR | 1 | 3,631,000 | 20,964,000 | 128,000 | |
| PROOFPOINT INC | NOTE 1.250%12/1 | 743424AB9 | 7,622 | 4,412,000 | PRN | OTR | 1 | 1,229,000 | 3,183,000 | 0 | |
| RADIAN GROUP INC | NOTE 2.250% 3/0 | 750236AN1 | 9,587 | 7,414,000 | PRN | OTR | 1 | 79,000 | 7,335,000 | 0 | |
| RAMBUS INC DEL | NOTE 1.125% 8/1 | 750917AE6 | 8,539 | 7,365,000 | PRN | OTR | 1 | 1,997,000 | 5,368,000 | 0 | |
| RED HAT INC | NOTE 0.250%10/0 | 756577AD4 | 24,132 | 18,481,000 | PRN | OTR | 1 | 7,870,000 | 10,326,000 | 285,000 | |
| RPM INTL INC | NOTE 2.250%12/1 | 749685AT0 | 2,153 | 1,892,000 | PRN | OTR | 1 | 1,745,000 | 4,000 | 143,000 | |
| RPM INTL INC | NOTE 2.250%12/1 | 749685AT0 | 5,941 | 5,197,000 | PRN | SOLE | 5,197,000 | 0 | 0 | ||
| SALESFORCE COM INC | NOTE 0.250% 4/0 | 79466LAD6 | 29,926 | 23,230,000 | PRN | OTR | 1 | 9,538,000 | 13,357,000 | 335,000 | |
| SANDISK CORP | NOTE 0.500%10/1 | 80004CAF8 | 26,815 | 25,808,000 | PRN | OTR | 1 | 6,026,000 | 19,424,000 | 358,000 | |
| SEACOR HOLDINGS INC | NOTE 2.500%12/1 | 811904AM3 | 4,082 | 4,308,000 | PRN | OTR | 1 | 50,000 | 4,258,000 | 0 | |
| SOUTHWESTERN ENERGY CO | DEP SHS 1/20 B | 845467208 | 7,895 | 421,454 | SH | OTR | 1 | 100,145 | 314,321 | 6,988 | |
| SPDR GOLD TRUST | GOLD SHS | 78463V107 | 17,187 | 169,400 | SH | OTR | 1 | 0 | 169,400 | 0 | |
| SPDR SERIES TRUST | BRC CNV SECS ETF | 78464A359 | 3,665 | 84,687 | SH | OTR | 1 | 82,241 | 0 | 2,446 | |
| STANLEY BLACK & DECKER INC | COM | 854502101 | 10,225 | 95,802 | SH | OTR | 1 | 8,514 | 87,288 | 0 | |
| STANLEY BLACK & DECKER INC | UNIT 11/17/20166 | 854502804 | 27,404 | 233,101 | SH | OTR | 1 | 102,453 | 126,122 | 4,526 | |
| STARWOOD HOTELS&RESORTS WRLD | COM | 85590A401 | 14,561 | 210,170 | SH | OTR | 1 | 0 | 210,170 | 0 | |
| STONE ENERGY CORP | NOTE 1.750% 3/0 | 861642AN6 | 45,529 | 61,227,000 | PRN | OTR | 1 | 18,810,000 | 42,283,000 | 134,000 | |
| T MOBILE US INC | CONV PFD SER A | 872590203 | 13,609 | 200,782 | SH | OTR | 1 | 55,482 | 145,300 | 0 | |
| TELEFLEX INC | NOTE 3.875% 8/0 | 879369AA4 | 52,140 | 24,390,000 | PRN | OTR | 1 | 8,893,000 | 15,145,000 | 352,000 | |
| TEVA PHARMACEUTICAL FIN LLC | DBCV 0.250% 2/0 | 88163VAE9 | 38,152 | 24,370,000 | PRN | OTR | 1 | 8,804,000 | 15,318,000 | 248,000 | |
| TWITTER INC | NOTE 0.250% 9/1 | 90184LAB8 | 15,077 | 17,647,000 | PRN | OTR | 1 | 2,221,000 | 15,426,000 | 0 | |
| TYSON FOODS INC | UNIT 99/99/9999 | 902494301 | 25,458 | 417,166 | SH | OTR | 1 | 188,096 | 221,606 | 7,464 | |
| UNITED TECHNOLOGIES CORP | COM | 913017109 | 18,095 | 188,349 | SH | OTR | 1 | 0 | 188,349 | 0 | |
| VERINT SYS INC | COM | 92343X100 | 2 | 53 | SH | SOLE | 53 | 0 | 0 | ||
| VERINT SYS INC | NOTE 1.500% 6/0 | 92343XAA8 | 38,640 | 41,021,000 | PRN | OTR | 1 | 11,486,000 | 29,192,000 | 343,000 | |
| WABASH NATL CORP | NOTE 3.375% 5/0 | 929566AH0 | 27,821 | 22,994,000 | PRN | OTR | 1 | 8,009,000 | 14,742,000 | 243,000 | |
| WELLPOINT INC | NOTE 2.750%10/1 | 94973VBG1 | 29,596 | 15,465,000 | PRN | OTR | 1 | 3,293,000 | 12,172,000 | 0 | |
| WELLS FARGO & CO NEW | PERP PFD CNV A | 949746804 | 8,281 | 7,141 | SH | OTR | 1 | 6,488 | 407 | 246 | |
| WELLTOWER INC | 6.50% PFD PREPET | 95040Q203 | 5,978 | 97,900 | SH | OTR | 1 | 23,300 | 74,600 | 0 | |
| WEYERHAEUSER CO | PREF CONV SER A | 962166872 | 2,208 | 43,700 | SH | SOLE | 43,700 | 0 | 0 | ||
| XILINX INC | NOTE 2.625% 6/1 | 983919AF8 | 50,319 | 30,916,000 | PRN | OTR | 1 | 9,621,000 | 21,061,000 | 234,000 | |
| XPO LOGISTICS INC | NOTE 4.500%10/0 | 983793AA8 | 35,674 | 20,855,000 | PRN | OTR | 1 | 6,509,000 | 14,133,000 | 213,000 | |
| YAHOO INC | NOTE 12/0 | 984332AF3 | 5,156 | 5,275,000 | PRN | OTR | 1 | 5,000,000 | 275,000 | 0 | |