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 | 48,308 | 36,113,000 | PRN | OTR | 1 | 9,479,000 | 26,383,000 | 251,000 | |
| AIRTRAN HLDGS INC | NOTE 5.250%11/0 | 00949PAD0 | 8,351 | 2,743,000 | PRN | OTR | 1 | 2,493,000 | 250,000 | 0 | |
| ALCOA INC | DEP SHS 1/10TH | 013817309 | 6,737 | 203,178 | SH | OTR | 1 | 55,978 | 147,200 | 0 | |
| ALLERGAN PLC | PFD CONV SER A | G0177J116 | 24,112 | 26,213 | SH | OTR | 1 | 10,673 | 15,157 | 383 | |
| ALZA CORP | SDCV 7/2 | 02261WAB5 | 10,771 | 7,229,000 | PRN | SOLE | 7,229,000 | 0 | 0 | ||
| AMERICAN TOWER CORP NEW | PFD CONV SER A | 03027X308 | 33,535 | 318,502 | SH | OTR | 1 | 131,144 | 182,323 | 5,035 | |
| ARRAY BIOPHARMA INC | NOTE 3.000% 6/0 | 04269XAA3 | 3,946 | 4,871,000 | PRN | OTR | 1 | 121,000 | 4,750,000 | 0 | |
| ATLAS AIR WORLDWIDE HLDGS IN | NOTE 2.250% 6/0 | 049164BH8 | 13,063 | 15,252,000 | PRN | OTR | 1 | 5,024,000 | 9,823,000 | 405,000 | |
| AVIS BUDGET GROUP | COM | 053774105 | 5,472 | 200,000 | SH | OTR | 1 | 0 | 200,000 | 0 | |
| BANK AMER CORP | COM | 060505104 | 9,008 | 666,299 | SH | OTR | 1 | 0 | 666,299 | 0 | |
| BANK AMER CORP | 7.25%CNV PFD L | 060505682 | 11,523 | 10,146 | SH | OTR | 1 | 9,210 | 410 | 526 | |
| BIOMARIN PHARMACEUTICAL INC | NOTE 0.750%10/1 | 09061GAE1 | 40,433 | 34,782,000 | PRN | OTR | 1 | 7,984,000 | 26,437,000 | 361,000 | |
| BLACKROCK FLA MUN 2020 TERM | COM SHS | 09250M109 | 1,850 | 122,063 | SH | SOLE | 122,063 | 0 | 0 | ||
| BLACKROCK LONG-TERM MUNI ADV | COM | 09250B103 | 387 | 32,505 | SH | SOLE | 32,505 | 0 | 0 | ||
| BLACKROCK MUNIHOLDNGS QLTY I | COM | 09254A101 | 3,825 | 272,227 | SH | OTR | 1 | 93,425 | 178,802 | 0 | |
| BLACKROCK MUNIYIELD INVST FD | COM | 09254R104 | 1,812 | 112,418 | SH | OTR | 1 | 0 | 112,418 | 0 | |
| BOTTOMLINE TECH DEL INC | NOTE 1.500%12/0 | 101388AA4 | 26,046 | 22,787,000 | PRN | OTR | 1 | 8,157,000 | 14,359,000 | 271,000 | |
| CAMERON INTERNATIONAL CORP | COM | 13342B105 | 5,364 | 80,000 | SH | OTR | 1 | 0 | 80,000 | 0 | |
| CARRIAGE SVCS INC | NOTE 2.750% 3/1 | 143905AM9 | 14,593 | 13,259,000 | PRN | OTR | 1 | 2,055,000 | 11,204,000 | 0 | |
| CHART INDS INC | NOTE 2.000% 8/0 | 16115QAC4 | 24,609 | 27,572,000 | PRN | OTR | 1 | 8,611,000 | 18,702,000 | 259,000 | |
| CIENA CORP | NOTE 0.875% 6/1 | 171779AE1 | 1,787 | 1,821,000 | PRN | OTR | 1 | 1,664,000 | 3,000 | 154,000 | |
| 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 | 19,816 | 17,663,000 | PRN | OTR | 1 | 9,282,000 | 8,381,000 | 0 | |
| CROWN CASTLE INTL CORP NEW | CNV PFD STK SR A | 22822V200 | 27,326 | 254,909 | SH | OTR | 1 | 71,404 | 183,505 | 0 | |
| DANAHER CORP DEL | NOTE 1/2 | 235851AF9 | 58,874 | 21,363,000 | PRN | OTR | 1 | 6,468,000 | 14,634,000 | 261,000 | |
| DELAWARE INV MN MUN INC FD I | COM | 24610V103 | 1,962 | 133,462 | SH | SOLE | 133,462 | 0 | 0 | ||
| DELTA AIR LINES INC DEL | COM NEW | 247361702 | 19,449 | 399,518 | SH | OTR | 1 | 0 | 399,518 | 0 | |
| DEPOMED INC | NOTE 2.500% 9/0 | 249908AA2 | 15,437 | 16,487,000 | PRN | OTR | 1 | 4,083,000 | 12,095,000 | 309,000 | |
| EATON VANCE NATL MUN OPPORT | COM SHS | 27829L105 | 3,925 | 175,913 | SH | SOLE | 175,913 | 0 | 0 | ||
| ECHO GLOBAL LOGISTICS INC | NOTE 2.500% 5/0 | 27875TAA9 | 15,704 | 15,520,000 | PRN | OTR | 1 | 768,000 | 14,752,000 | 0 | |
| EXIDE TECHNOLOGIES | DEBT 7.000% 4/3 | 302051AU1 | 89,846 | 128,351,596 | PRN | OTR | 1 | 30,232,707 | 98,118,889 | 0 | |
| EXPEDIA INC DEL | COM NEW | 30212P303 | 5,986 | 55,519 | SH | OTR | 1 | 0 | 55,519 | 0 | |
| FIAT CHRYSLER AUTOMOBILES N | MAN COV SEC 16 | N31738110 | 14,918 | 203,120 | SH | OTR | 1 | 75,138 | 124,397 | 3,585 | |
| GENERAL MTRS CO | COM | 37045V100 | 9,433 | 300,140 | SH | OTR | 1 | 92,553 | 207,587 | 0 | |
| GILEAD SCIENCES INC | NOTE 1.625% 5/0 | 375558AP8 | 33,455 | 8,130,000 | PRN | OTR | 1 | 1,777,000 | 6,353,000 | 0 | |
| HALLIBURTON CO | COM | 406216101 | 6,670 | 186,718 | SH | OTR | 1 | 0 | 186,718 | 0 | |
| HELIX ENERGY SOLUTIONS GRP I | NOTE 3.250% 3/1 | 42330PAG2 | 27,123 | 34,306,000 | PRN | OTR | 1 | 13,643,000 | 20,139,000 | 524,000 | |
| HOLOGIC INC | DEBT 2.000% 3/0 | 436440AC5 | 13,043 | 10,078,000 | PRN | OTR | 1 | 3,304,000 | 6,509,000 | 265,000 | |
| HORNBECK OFFSHORE SVCS INC N | NOTE 1.500% 9/0 | 440543AN6 | 1,809 | 3,000,000 | PRN | OTR | 1 | 0 | 3,000,000 | 0 | |
| ILLUMINA INC | NOTE 6/1 | 452327AF6 | 11,629 | 11,148,000 | PRN | OTR | 1 | 4,149,000 | 6,999,000 | 0 | |
| ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 20,485 | 18,954,000 | PRN | OTR | 1 | 7,045,000 | 11,571,000 | 338,000 | |
| 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 | 2,112 | 1,662,000 | PRN | OTR | 1 | 1,527,000 | 3,000 | 132,000 | |
| INTEL CORP | SDCV 12/1 | 458140AD2 | 5,625 | 4,418,000 | PRN | SOLE | 4,418,000 | 0 | 0 | ||
| INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 2,655 | 1,669,000 | PRN | OTR | 1 | 1,532,000 | 3,000 | 134,000 | |
| INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 6,603 | 4,146,000 | PRN | SOLE | 4,146,000 | 0 | 0 | ||
| INVENSENSE INC | NOTE 1.750%11/0 | 46123DAB2 | 6,317 | 6,857,000 | PRN | OTR | 1 | 213,000 | 6,644,000 | 0 | |
| INVESCO MUN TR | COM | 46131J103 | 5,191 | 389,697 | SH | SOLE | 389,697 | 0 | 0 | ||
| INVESCO QUALITY MUNI INC TRS | COM | 46133G107 | 3,097 | 234,076 | SH | SOLE | 234,076 | 0 | 0 | ||
| ISIS PHARMACEUTICALS INC DEL | NOTE 1.000%11/1 | 464337AJ3 | 9,347 | 10,243,000 | PRN | OTR | 1 | 2,875,000 | 7,368,000 | 0 | |
| JARDEN CORP | NOTE 1.875% 9/1 | 471109AH1 | 63,203 | 33,565,000 | PRN | OTR | 1 | 6,129,000 | 27,034,000 | 402,000 | |
| LIBERTY MEDIA CORP | DEB 3.500% 1/1 | 530715AN1 | 2,370 | 4,429,000 | PRN | OTR | 1 | 3,712,000 | 717,000 | 0 | |
| LIBERTY MEDIA CORP DELAWARE | NOTE 1.375%10/1 | 531229AB8 | 14,555 | 14,671,000 | PRN | OTR | 1 | 4,439,000 | 9,849,000 | 383,000 | |
| LIVE NATION ENTERTAINMENT IN | DBCV 2.500% 5/1 | 538034AJ8 | 32,290 | 32,534,000 | PRN | OTR | 1 | 6,995,000 | 25,539,000 | 0 | |
| MACQUARIE INFRASTRUCTURE COR | NOTE 2.875% 7/1 | 55608BAA3 | 40,849 | 36,843,000 | PRN | OTR | 1 | 9,691,000 | 26,788,000 | 364,000 | |
| MEDICINES CO | DBCV 1.375% 6/0 | 584688AC9 | 9,114 | 7,145,000 | PRN | OTR | 1 | 106,000 | 7,039,000 | 0 | |
| MEDIDATA SOLUTIONS INC | NOTE 1.000% 8/0 | 58471AAB1 | 40,203 | 39,461,000 | PRN | OTR | 1 | 11,484,000 | 27,630,000 | 347,000 | |
| MFS HIGH INCOME MUN TR | SH BEN INT | 59318D104 | 153 | 29,699 | SH | SOLE | 29,699 | 0 | 0 | ||
| MFS MUN INCOME TR | SH BEN INT | 552738106 | 453 | 63,391 | SH | SOLE | 63,391 | 0 | 0 | ||
| MGIC INVT CORP WIS | NOTE 2.000% 4/0 | 552848AE3 | 9,967 | 7,883,000 | PRN | OTR | 1 | 3,002,000 | 4,881,000 | 0 | |
| MICROCHIP TECHNOLOGY INC | SDCV 2.125%12/1 | 595017AB0 | 3,292 | 1,655,000 | PRN | OTR | 1 | 1,524,000 | 3,000 | 128,000 | |
| MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 36,738 | 35,539,000 | PRN | OTR | 1 | 5,729,000 | 29,810,000 | 0 | |
| MICRON TECHNOLOGY INC | NOTE 3.000%11/1 | 595112AY9 | 11,769 | 17,150,000 | PRN | OTR | 1 | 3,605,000 | 13,545,000 | 0 | |
| MOLINA HEALTHCARE INC | DBCV 1.625% 8/1 | 60855RAD2 | 20,690 | 16,435,000 | PRN | OTR | 1 | 4,014,000 | 12,131,000 | 290,000 | |
| NEWPARK RES INC | NOTE 4.000%10/0 | 651718AC2 | 7,637 | 8,797,000 | PRN | OTR | 1 | 4,330,000 | 4,107,000 | 360,000 | |
| NEXTERA ENERGY INC | UNIT 08/31/2018 | 65339F846 | 6,628 | 109,800 | SH | SOLE | 109,800 | 0 | 0 | ||
| NUANCE COMMUNICATIONS INC | NOTE 2.750%11/0 | 67020YAF7 | 4,489 | 4,481,000 | PRN | OTR | 1 | 4,114,000 | 7,000 | 360,000 | |
| NUVEEN DIVID ADV MUN FD 3 | COM SH BEN INT | 67070X101 | 2,508 | 167,544 | SH | SOLE | 167,544 | 0 | 0 | ||
| NUVEEN MICH QUALITY INCOME M | COM | 670979103 | 1,187 | 82,648 | SH | SOLE | 82,648 | 0 | 0 | ||
| NUVEEN MUN ADVANTAGE FD INC | COM | 67062H106 | 4,302 | 299,782 | SH | SOLE | 299,782 | 0 | 0 | ||
| NUVEEN MUN MKT OPPORTUNITY F | COM | 67062W103 | 8,569 | 602,595 | SH | SOLE | 602,595 | 0 | 0 | ||
| NUVEEN NY AMT FREE MUN INCOM | COM | 670656107 | 5,038 | 374,856 | SH | OTR | 1 | 290,316 | 84,540 | 0 | |
| NUVEEN NY MUN VALUE FD | COM | 67062M105 | 153 | 15,192 | SH | SOLE | 15,192 | 0 | 0 | ||
| NUVEEN PA INVT QUALITY MUN F | COM | 670972108 | 5,550 | 386,753 | SH | SOLE | 386,753 | 0 | 0 | ||
| NVIDIA CORP | NOTE 1.000%12/0 | 67066GAC8 | 30,582 | 17,099,000 | PRN | OTR | 1 | 3,299,000 | 13,578,000 | 222,000 | |
| NXP SEMICONDUCTORS N V | DBCV 1.000%12/0 | 62952QAB6 | 37,605 | 33,840,000 | PRN | OTR | 1 | 7,650,000 | 26,190,000 | 0 | |
| ON SEMICONDUCTOR CORP | NOTE 2.625%12/1 | 682189AH8 | 24,031 | 22,165,000 | PRN | OTR | 1 | 8,198,000 | 13,585,000 | 382,000 | |
| PRICELINE GRP INC | NOTE 1.000% 3/1 | 741503AQ9 | 35,433 | 24,644,000 | PRN | OTR | 1 | 3,547,000 | 20,963,000 | 134,000 | |
| PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 19,446 | 16,138,000 | PRN | OTR | 1 | 3,463,000 | 12,675,000 | 0 | |
| PROOFPOINT INC | NOTE 1.250%12/1 | 743424AB9 | 6,461 | 4,412,000 | PRN | OTR | 1 | 1,229,000 | 3,183,000 | 0 | |
| PUTNAM MUN OPPORTUNITIES TR | SH BEN INT | 746922103 | 908 | 71,513 | SH | SOLE | 71,513 | 0 | 0 | ||
| RADIAN GROUP INC | NOTE 2.250% 3/0 | 750236AN1 | 9,342 | 7,414,000 | PRN | OTR | 1 | 79,000 | 7,335,000 | 0 | |
| RAMBUS INC DEL | NOTE 1.125% 8/1 | 750917AE6 | 9,308 | 7,365,000 | PRN | OTR | 1 | 1,997,000 | 5,368,000 | 0 | |
| RED HAT INC | NOTE 0.250%10/0 | 756577AD4 | 22,723 | 18,257,000 | PRN | OTR | 1 | 7,631,000 | 10,324,000 | 302,000 | |
| RPM INTL INC | NOTE 2.250%12/1 | 749685AT0 | 2,059 | 1,805,000 | PRN | OTR | 1 | 1,649,000 | 3,000 | 153,000 | |
| RPM INTL INC | NOTE 2.250%12/1 | 749685AT0 | 5,954 | 5,197,000 | PRN | SOLE | 5,197,000 | 0 | 0 | ||
| SALESFORCE COM INC | NOTE 0.250% 4/0 | 79466LAD6 | 28,603 | 23,076,000 | PRN | OTR | 1 | 9,364,000 | 13,355,000 | 357,000 | |
| SANDISK CORP | NOTE 0.500%10/1 | 80004CAF8 | 26,679 | 25,599,000 | PRN | OTR | 1 | 5,799,000 | 19,422,000 | 378,000 | |
| SEACOR HOLDINGS INC | NOTE 2.500%12/1 | 811904AM3 | 4,101 | 4,308,000 | PRN | OTR | 1 | 50,000 | 4,258,000 | 0 | |
| SERVICENOW INC | NOTE 11/0 | 81762PAB8 | 20,902 | 19,229,000 | PRN | OTR | 1 | 7,070,000 | 11,828,000 | 331,000 | |
| SOUTHWESTERN ENERGY CO | DEP SHS 1/20 B | 845467208 | 8,488 | 428,355 | SH | OTR | 1 | 106,422 | 314,275 | 7,658 | |
| SPDR GOLD TRUST | GOLD SHS | 78463V107 | 19,921 | 169,400 | SH | OTR | 1 | 0 | 169,400 | 0 | |
| STANLEY BLACK & DECKER INC | UNIT 11/17/20166 | 854502804 | 26,158 | 231,032 | SH | OTR | 1 | 100,138 | 126,095 | 4,799 | |
| STARWOOD HOTELS&RESORTS WRLD | COM | 85590A401 | 9,191 | 110,170 | SH | OTR | 1 | 0 | 110,170 | 0 | |
| STONE ENERGY CORP | NOTE 1.750% 3/0 | 861642AN6 | 25,370 | 64,559,000 | PRN | OTR | 1 | 17,849,000 | 46,562,000 | 148,000 | |
| T MOBILE US INC | CONV PFD SER A | 872590203 | 13,308 | 200,782 | SH | OTR | 1 | 55,482 | 145,300 | 0 | |
| TELEFLEX INC | NOTE 3.875% 8/0 | 879369AA4 | 62,436 | 24,416,000 | PRN | OTR | 1 | 8,900,000 | 15,143,000 | 373,000 | |
| TEVA PHARMACEUTICAL FIN LLC | DBCV 0.250% 2/0 | 88163VAE9 | 24,660 | 18,891,000 | PRN | OTR | 1 | 8,165,000 | 10,465,000 | 261,000 | |
| TWITTER INC | NOTE 0.250% 9/1 | 90184LAB8 | 15,540 | 17,647,000 | PRN | OTR | 1 | 2,221,000 | 15,426,000 | 0 | |
| TYSON FOODS INC | UNIT 99/99/9999 | 902494301 | 30,920 | 413,081 | SH | OTR | 1 | 183,649 | 221,559 | 7,873 | |
| UNITED TECHNOLOGIES CORP | COM | 913017109 | 8,844 | 88,349 | SH | OTR | 1 | 0 | 88,349 | 0 | |
| VERINT SYS INC | NOTE 1.500% 6/0 | 92343XAA8 | 36,593 | 41,345,000 | PRN | OTR | 1 | 11,788,000 | 29,190,000 | 367,000 | |
| WABASH NATL CORP | NOTE 3.375% 5/0 | 929566AH0 | 29,415 | 23,016,000 | PRN | OTR | 1 | 8,018,000 | 14,741,000 | 257,000 | |
| WELLPOINT INC | NOTE 2.750%10/1 | 94973VBG1 | 29,683 | 15,465,000 | PRN | OTR | 1 | 3,293,000 | 12,172,000 | 0 | |
| WELLS FARGO & CO NEW | PERP PFD CNV A | 949746804 | 8,409 | 6,978 | SH | OTR | 1 | 6,308 | 405 | 265 | |
| WELLTOWER INC | 6.50% PFD PREPET | 95040Q203 | 6,079 | 97,900 | SH | OTR | 1 | 23,300 | 74,600 | 0 | |
| WEYERHAEUSER CO | PREF CONV SER A | 962166872 | 2,241 | 43,700 | SH | SOLE | 43,700 | 0 | 0 | ||
| WHITING PETE CORP NEW | NOTE 5.000% 3/1 | 966387AR3 | 1,689 | 2,000,000 | PRN | OTR | 1 | 0 | 2,000,000 | 0 | |
| WHITING PETE CORP NEW | NOTE 5.750% 3/1 | 966387AS1 | 1,249 | 1,515,000 | PRN | OTR | 1 | 330,000 | 1,185,000 | 0 | |
| WHITING PETE CORP NEW | NOTE 6.250% 4/0 | 966387AT9 | 17,469 | 21,000,000 | PRN | OTR | 1 | 3,550,000 | 17,450,000 | 0 | |
| WRIGHT MED GROUP INC | NOTE 2.000% 2/1 | 98235TAE7 | 6,713 | 7,474,000 | PRN | OTR | 1 | 1,935,000 | 5,539,000 | 0 | |
| XILINX INC | NOTE 2.625% 6/1 | 983919AF8 | 50,864 | 30,859,000 | PRN | OTR | 1 | 9,549,000 | 21,060,000 | 250,000 | |
| XPO LOGISTICS INC | NOTE 4.500%10/0 | 983793AA8 | 39,447 | 20,865,000 | PRN | OTR | 1 | 6,510,000 | 14,132,000 | 223,000 | |
| YAHOO INC | NOTE 12/0 | 984332AF3 | 5,239 | 5,275,000 | PRN | OTR | 1 | 5,000,000 | 275,000 | 0 | |