The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
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
AFFILIATED MANAGERS GROUP COM 008252108 9,362 46,796 SH   OTR 1 43,188 125 3,483
AIR LEASE CORP NOTE 3.875%12/0 00912XAK0 29,799 19,627,000 PRN   OTR 1 4,178,000 15,118,000 331,000
AIRTRAN HLDGS INC NOTE 5.250%11/0 00949PAD0 17,448 8,965,000 PRN   OTR 1 8,068,000 897,000 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 1,973 52,353 SH   OTR 1 0 52,353 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.250% 6/0 01741RAD4 4,415 4,326,000 PRN   OTR 1 3,981,000 10,000 335,000
ALLEGHENY TECHNOLOGIES INC NOTE 4.250% 6/0 01741RAD4 1,125 1,098,000 PRN   SOLE 1,098,000 0 0
ALPHA NATURAL RESOURCES INC NOTE 2.375% 4/1 02076XAA0 370 371,000 PRN   OTR 1 0 371,000 0
ALZA CORP SDCV 7/2 02261WAB5 10,751 7,934,000 PRN   SOLE 7,934,000 0 0
APOLLO INVT CORP NOTE 5.750% 1/1 03761UAE6 11,498 10,784,000 PRN   SOLE 10,784,000 0 0
ARCELORMITTAL SA LUXEMBOURG MAND CV NT 16 L0302D178 21,798 909,000 SH   OTR 1 13,500 895,500 0
ARES CAP CORP NOTE 4.750% 1/1 04010LAJ2 7,495 6,928,000 PRN   SOLE 6,928,000 0 0
ARES CAP CORP NOTE 5.750% 2/0 04010LAB9 2,697 2,477,000 PRN   OTR 1 2,280,000 6,000 191,000
ARES CAP CORP NOTE 5.750% 2/0 04010LAB9 4,924 4,507,000 PRN   SOLE 4,507,000 0 0
BAKER HUGHES INC COM 057224107 13,037 200,500 SH   OTR 1 600 199,900 0
BANK OF AMERICA CORPORATION 7.25%CNV PFD L 060505682 15,826 13,831 SH   OTR 1 11,907 1,204 720
BIOMARIN PHARMACEUTICAL INC NOTE 0.750%10/1 09061GAE1 27,679 25,176,000 PRN   OTR 1 10,152,000 14,557,000 467,000
BLACKROCK FLA MUN 2020 TERM COM SHS 09250M109 1,757 116,357 SH   SOLE 116,357 0 0
BLACKROCK MUNI INTER DR FD I COM 09253X102 4,178 294,225 SH   SOLE 294,225 0 0
BLACKROCK MUNIENHANCED FD IN COM 09253Y100 1,687 154,530 SH   SOLE 154,530 0 0
BLACKROCK MUNIHLDGS NJ QLTY COM 09254X101 305 22,040 SH   SOLE 22,040 0 0
BLACKROCK MUNIHLDNGS CALI QL COM 09254L107 2,158 155,050 SH   SOLE 155,050 0 0
BLACKROCK MUNIHLDS INVSTM QL COM 09254P108 3,340 249,256 SH   SOLE 249,256 0 0
BLACKROCK MUNIHOLDINGS FD IN COM 09253N104 2,409 154,421 SH   SOLE 154,421 0 0
BLACKROCK MUNIY QUALITY FD I COM 09254G108 1,967 157,342 SH   SOLE 157,342 0 0
BLACKROCK MUNIYIELD CALI QLT COM 09254N103 3,547 244,952 SH   OTR 1 195,154 49,798 0
BLACKROCK MUNIYIELD CALIF FD COM 09254M105 2,125 144,553 SH   SOLE 144,553 0 0
BLACKROCK MUNIYIELD FD INC COM 09253W104 1,444 105,041 SH   OTR 1 51,041 54,000 0
BLACKROCK MUNIYIELD QLTY FD COM 09254E103 2,894 212,816 SH   SOLE 212,816 0 0
BOTTOMLINE TECH DEL INC NOTE 1.500%12/0 101388AA4 26,668 20,346,000 PRN   OTR 1 5,095,000 14,868,000 383,000
BROADSOFT INC NOTE 1.500% 7/0 11133BAB8 2,411 2,288,000 PRN   OTR 1 0 2,288,000 0
CADENCE DESIGN SYSTEM INC NOTE 2.625% 6/0 127387AJ7 16,060 7,758,000 PRN   OTR 1 1,767,000 5,860,000 131,000
CAMERON INTERNATIONAL CORP COM 13342B105 4,942 80,000 SH   OTR 1 0 80,000 0
CHART INDS INC NOTE 2.000% 8/0 16115QAC4 36,832 27,364,000 PRN   OTR 1 9,943,000 17,064,000 357,000
CIENA CORP DEBT 4.000%12/1 171779AK7 18,089 12,739,000 PRN   OTR 1 167,000 12,572,000 0
CIENA CORP NOTE 0.875% 6/1 171779AE1 115 113,000 PRN   SOLE 113,000 0 0
CIENA CORP NOTE 0.875% 6/1 171779AE1 2,627 2,583,000 PRN   OTR 1 2,382,000 6,000 195,000
CITIGROUP INC COM NEW 172967424 20,636 433,527 SH   OTR 1 3 4 115,691 317,836 0
COMTECH TELECOMMUNICATIONS C NOTE 3.000% 5/0 205826AF7 2,545 2,484,000 PRN   OTR 1 2,289,000 6,000 189,000
COMTECH TELECOMMUNICATIONS C NOTE 3.000% 5/0 205826AF7 5 5,000 PRN   SOLE 5,000 0 0
CONTINENTAL AIRLS INC NOTE 4.500% 1/1 210795PU8 42,969 18,058,000 PRN   OTR 1 6,162,000 11,710,000 186,000
COVANTA HLDG CORP NOTE 3.250% 6/0 22282EAC6 29,812 25,613,000 PRN   OTR 1 9,733,000 15,540,000 340,000
CROWN CASTLE INTL CORP CNV PFD STK SR A 228227500 4,694 46,300 SH   SOLE 46,300 0 0
DANAHER CORP DEL NOTE 1/2 235851AF9 60,507 27,742,000 PRN   OTR 1 12,257,000 15,124,000 361,000
DYNEGY INC NEW DEL COM 26817R108 327 13,120 SH   OTR 1 0 13,120 0
ENSCO PLC SHS CLASS A G3157S106 2,481 47,000 SH   OTR 1 0 47,000 0
FLUIDIGM CORP DEL NOTE 2.750% 2/0 34385PAA6 7,430 6,500,000 PRN   OTR 1 28,000 6,472,000 0
FORD MTR CO DEL COM PAR $0.01 345370860 31,348 2,009,500 SH   OTR 1 3 325,000 1,684,500 0
FORD MTR CO DEL NOTE 4.250%11/1 345370CN8 20,044 11,050,000 PRN   OTR 1 6,239,000 4,525,000 286,000
GENERAL MTRS CO COM 37045V100 42,668 1,239,631 SH   OTR 1 2 3 731,068 508,563 0
GILEAD SCIENCES INC NOTE 1.000% 5/0 375558AN3 79,824 25,464,000 PRN   OTR 1 11,665,000 13,432,000 367,000
GOLDCORP INC NEW COM 380956409 14,492 592,000 SH   OTR 1 29,890 562,110 0
GOODYEAR TIRE & RUBR CO PFD CONV 5.875% 382550309 20,964 289,513 SH   OTR 1 111,784 172,176 5,553
HALLIBURTON CO COM 406216101 11,237 190,818 SH   OTR 1 4,100 186,718 0
HEALTH CARE REIT INC NOTE 3.000%12/0 42217KAR7 166 140,000 PRN   SOLE 140,000 0 0
HEALTH CARE REIT INC PFD PER CON I 42217K601 5,440 97,900 SH   OTR 1 23,300 74,600 0
HELIX ENERGY SOLUTIONS GRP I NOTE 3.250% 3/1 42330PAG2 30,008 24,232,000 PRN   OTR 1 6,441,000 17,614,000 177,000
HERTZ GLOBAL HOLDINGS INC NOTE 5.250% 6/0 42805TAA3 19,092 5,912,000 PRN   OTR 1 1,394,000 4,518,000 0
HOLOGIC INC DEBT 2.000% 3/0 436440AC5 18,692 18,259,000 PRN   OTR 1 4,652,000 13,246,000 361,000
HORNBECK OFFSHORE SVCS INC N NOTE 1.500% 9/0 440543AN6 15,093 13,243,000 PRN   OTR 1 6,645,000 6,220,000 378,000
INSULET CORP NOTE 3.750% 6/1 45784PAC5 14,891 8,193,000 PRN   OTR 1 1,273,000 6,920,000 0
INTEL CORP SDCV 2.950%12/1 458140AD2 6,416 5,440,000 PRN   SOLE 5,440,000 0 0
INTEL CORP SDCV 2.950%12/1 458140AD2 2,757 2,343,000 PRN   OTR 1 2,158,000 6,000 179,000
INTEL CORP SDCV 3.250% 8/0 458140AF7 52,025 37,164,000 PRN   OTR 1 21,055,000 15,929,000 180,000
INTERNATIONAL GAME TECHNOLOG NOTE 3.250% 5/0 459902AQ5 28,233 28,168,000 PRN   OTR 1 18,505,000 9,321,000 342,000
INVESCO ADVANTAGE MUNICIPAL SH BEN INT 46132E103 3,453 314,194 SH   SOLE 314,194 0 0
IXIA NOTE 3.000%12/1 45071RAB5 20,648 19,491,000 PRN   OTR 1 2,359,000 16,941,000 191,000
JANUS CAP GROUP INC NOTE 3.250% 7/1 47102XAG0 9,063 9,029,000 PRN   OTR 1 5,990,000 3,039,000 0
JARDEN CORP NOTE 1.875% 9/1 471109AH1 40,081 28,736,000 PRN   OTR 1 5,066,000 23,385,000 285,000
KB HOME NOTE 1.375% 2/0 48666KAS8 195 189,000 PRN   SOLE 189,000 0 0
LAM RESEARCH CORP NOTE 0.500% 5/1 512807AJ7 14,392 12,380,000 PRN   SOLE 12,380,000 0 0
LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 904 726,000 PRN   SOLE 726,000 0 0
LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 5,886 4,744,000 PRN   OTR 1 4,366,000 11,000 367,000
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 2,493 4,666,000 PRN   OTR 1 3,750,000 916,000 0
MEDICINES CO DBCV 1.375% 6/0 584688AC9 8,686 7,109,000 PRN   OTR 1 70,000 7,039,000 0
METLIFE INC UNIT 99/99/9999 59156R116 50,487 1,640,402 SH   OTR 1 715,608 901,295 23,499
MGM RESORTS INTERNATIONAL NOTE 4.250% 4/1 55303QAE0 25,662 17,607,000 PRN   OTR 1 4,452,000 12,878,000 277,000
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 37,124 19,965,000 PRN   OTR 1 7,766,000 12,023,000 176,000
MICRON TECHNOLOGY INC NOTE 1.625% 2/1 595112AU7 14,878 6,734,000 PRN   OTR 1 184,000 6,550,000 0
MYLAN INC NOTE 3.750% 9/1 628530AJ6 23,181 6,298,000 PRN   OTR 1 1,620,000 4,678,000 0
NEWMONT MINING CORP NOTE 1.250% 7/1 651639AH9 2,182 2,179,000 PRN   OTR 1 1,998,000 6,000 175,000
NEWMONT MINING CORP NOTE 1.250% 7/1 651639AH9 575 573,000 PRN   SOLE 573,000 0 0
NEWMONT MINING CORP NOTE 1.625% 7/1 651639AJ5 5,562 5,244,000 PRN   SOLE 5,244,000 0 0
NEWPARK RES INC NOTE 4.000%10/0 651718AC2 10,826 8,451,000 PRN   OTR 1 2,163,000 6,106,000 182,000
NEXTERA ENERGY INC UNIT 09/01/2015 65339F887 950 15,491 SH   SOLE 15,491 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 47,234 27,599,000 PRN   OTR 1 9,828,000 17,575,000 196,000
NUANCE COMMUNICATIONS INC DBCV 2.750% 8/1 67020YAB6 146 136,000 PRN   SOLE 136,000 0 0
NUANCE COMMUNICATIONS INC NOTE 2.750%11/0 67020YAF7 23,576 23,446,000 PRN   OTR 1 7,727,000 15,246,000 473,000
NUVEEN CA MUN MKT OPPORTUNT COM 67062U107 1,360 95,487 SH   OTR 1 63,517 31,970 0
NUVEEN DIV ADVANTAGE MUN FD COM 67070F100 3,567 264,187 SH   OTR 1 225,443 38,744 0
NUVEEN MICH QUALITY INCOME M COM 670979103 1,621 119,553 SH   OTR 1 95,050 24,503 0
NUVEEN MUN OPPORTUNITY FD IN COM 670984103 4,993 362,850 SH   SOLE 362,850 0 0
NUVEEN NY AMT-FREE MUN INCOM COM 670656107 218 17,036 SH   OTR 1 0 17,036 0
NUVEEN NY DIVID ADVNTG MUN F COM 67066X107 171 12,886 SH   OTR 1 9,173 3,713 0
NUVEEN PA INVT QUALITY MUN F COM 670972108 6,439 483,082 SH   OTR 1 386,414 96,668 0
NUVEEN PERFORMANCE PLUS MUN COM 67062P108 3,309 228,660 SH   SOLE 228,660 0 0
NUVEEN PREM INCOME MUN FD 2 COM 67063W102 3,961 295,808 SH   SOLE 295,808 0 0
NUVEEN PREM INCOME MUN FD 4 COM 6706K4105 3,422 275,738 SH   SOLE 275,738 0 0
NUVEEN PREMIER MUN INCOME FD COM 670988104 1,830 139,280 SH   SOLE 139,280 0 0
NUVEEN QUALITY INCOME MUN FD COM 670977107 6,289 473,190 SH   SOLE 473,190 0 0
OMNICARE CAP TR II PFD B TR 4.00% 68214Q200 16,293 221,980 SH   OTR 1 4,430 217,550 0
OMNICARE INC NOTE 3.500% 2/1 681904AQ1 32,314 31,923,000 PRN   OTR 1 14,061,000 17,125,000 737,000
OMNICOM GROUP INC NOTE 7/3 681919AV8 16,275 12,197,000 PRN   SOLE 12,197,000 0 0
ON SEMICONDUCTOR CORP COM 682189105 3,760 400,000 SH   OTR 1 0 400,000 0
ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AH8 5,724 4,692,000 PRN   OTR 1 4,316,000 11,000 365,000
ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AH8 254 207,000 PRN   SOLE 207,000 0 0
PRICELINE COM INC DEBT 1.000% 3/1 741503AQ9 21,463 15,117,000 PRN   OTR 1 4,225,000 10,704,000 188,000
RADIAN GROUP INC NOTE 2.250% 3/0 750236AN1 11,742 7,659,000 PRN   OTR 1 108,000 7,551,000 0
RPM INTL INC NOTE 2.250%12/1 749685AT0 26,808 23,047,000 PRN   OTR 1 9,765,000 13,070,000 212,000
RTI INTL METALS INC NOTE 1.625%10/1 74973WAB3 22,325 22,606,000 PRN   OTR 1 3,265,000 19,143,000 198,000
RTI INTL METALS INC NOTE 3.000%12/0 74973WAA5 189 176,000 PRN   SOLE 176,000 0 0
RYLAND GROUP INC NOTE 0.250% 6/0 783764AS2 615 649,000 PRN   OTR 1 147,000 502,000 0
SALIX PHARMACEUTICALS INC NOTE 1.500% 3/1 795435AE6 53,153 31,361,000 PRN   OTR 1 11,283,000 19,714,000 364,000
SBA COMMUNICATIONS CORP NOTE 4.000%10/0 78388JAM8 7,243 2,428,000 PRN   OTR 1 2,242,000 6,000 180,000
SBA COMMUNICATIONS CORP NOTE 4.000%10/0 78388JAM8 568 190,000 PRN   SOLE 190,000 0 0
SCHLUMBERGER LTD COM 806857108 2,145 22,000 SH   OTR 1 0 22,000 0
SEACOR HOLDINGS INC NOTE 2.500%12/1 811904AM3 5,412 4,522,000 PRN   OTR 1 99,000 4,423,000 0
SPDR SERIES TRUST NUV HGHYLD MUN 78464A284 984 18,000 SH   OTR 1 0 18,000 0
STANLEY BLACK & DECKER INC UNIT 99/99/9999 854502309 44,476 350,740 SH   OTR 1 170,751 174,716 5,273
STANLEY BLACK & DECKER INC UNIT 99/99/9999 854502804 18,781 174,300 SH   OTR 1 45,000 129,300 0
STEEL DYNAMICS INC NOTE 5.125% 6/1 858119AP5 6,448 5,960,000 PRN   OTR 1 5,360,000 268,000 332,000
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.000% 7/0 874054AD1 298 242,000 PRN   SOLE 242,000 0 0
TELEFLEX INC NOTE 3.875% 8/0 879369AA4 50,177 28,238,000 PRN   OTR 1 11,807,000 15,939,000 492,000
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 53,608 42,084,000 PRN   OTR 1 17,829,000 23,971,000 284,000
TIBCO SOFTWARE INC COM 88632Q103 3,697 181,948 SH   OTR 1 0 181,948 0
TIBCO SOFTWARE INC NOTE 2.250% 5/0 88632QAB9 169 168,000 PRN   SOLE 168,000 0 0
TIDEWATER INC COM 886423102 9,945 204,550 SH   OTR 1 600 203,950 0
TRIUMPH GROUP INC NEW COM 896818101 6,901 106,863 SH   OTR 1 0 106,863 0
TTM TECHNOLOGIES INC NOTE 3.250% 5/1 87305RAC3 4,837 4,699,000 PRN   OTR 1 4,334,000 11,000 354,000
U S CONCRETE INC COM NEW 90333L201 4,805 204,475 SH   OTR 1 170,255 34,220 0
UNITED STATES STL CORP NEW COM 912909108 1,381 50,000 SH   OTR 1 0 50,000 0
UNITED STATES STL CORP NEW NOTE 2.750% 4/0 912909AH1 23,926 18,405,000 PRN   OTR 1 2,552,000 15,670,000 183,000
UNITED STATES STL CORP NEW NOTE 4.000% 5/1 912909AE8 726 717,000 PRN   OTR 1 345,000 372,000 0
UNITED TECHNOLOGIES CORP UNIT 99/99/9999 913017117 54,496 816,687 SH   OTR 1 304,967 504,239 7,481
VOLCANO CORPORATION NOTE 1.750%12/0 928645AB6 4,688 4,738,000 PRN   OTR 1 4,372,000 10,000 356,000
WABASH NATL CORP NOTE 3.375% 5/0 929566AH0 33,941 24,369,000 PRN   OTR 1 9,270,000 14,746,000 353,000
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 31,173 21,251,000 PRN   OTR 1 8,803,000 12,448,000 0
WELLS FARGO & CO NEW PERP PFD CNV A 949746804 15,732 13,412 SH   OTR 1 11,888 1,213 311
WESCO INTL INC DBCV 6.000% 9/1 95082PAH8 15,817 5,325,000 PRN   OTR 1 2,606,000 2,549,000 170,000
WEYERHAEUSER CO PREF CONV SER A 962166872 2,386 43,700 SH   SOLE 43,700 0 0
WRIGHT MED GROUP INC NOTE 2.000% 8/1 98235TAC1 14,724 10,792,000 PRN   OTR 1 1,840,000 8,952,000 0
XILINX INC NOTE 2.625% 6/1 983919AF8 49,474 26,327,000 PRN   OTR 1 16,116,000 9,884,000 327,000
XPO LOGISTICS INC NOTE 4.500%10/0 983793AA8 18,618 9,910,000 PRN   OTR 1 2,546,000 7,183,000 181,000