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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
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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 26,178 19,237,000 PRN   OTR 1 3,949,000 14,939,000 349,000
AIRTRAN HLDGS INC NOTE 5.250%11/0 00949PAD0 22,438 9,025,000 PRN   OTR 1 8,128,000 897,000 0
ALCOA INC COM 013817101 50 3,109 SH   SOLE 3,109 0 0
ALCOA INC DEP SHS 1/10TH 013817309 9,980 200,000 SH   OTR 1 52,800 147,200 0
ALPHA NATURAL RESOURCES INC NOTE 2.375% 4/1 02076XAA0 357 371,000 PRN   OTR 1 0 371,000 0
ALZA CORP SDCV 7/2 02261WAB5 11,543 7,866,000 PRN   SOLE 7,866,000 0 0
AMERICAN TOWER CORP NEW PFD CONV SER A 03027X308 5,230 48,200 SH   OTR 1 700 47,500 0
APOLLO INVT CORP NOTE 5.750% 1/1 03761UAE6 11,164 10,677,000 PRN   SOLE 10,677,000 0 0
ARCELORMITTAL SA LUXEMBOURG MAND CV NT 16 L0302D178 19,169 907,200 SH   OTR 1 11,700 895,500 0
ARES CAP CORP NOTE 4.750% 1/1 04010LAJ2 11,804 11,377,000 PRN   SOLE 11,377,000 0 0
ARES CAP CORP NOTE 5.750% 2/0 04010LAB9 2,425 2,326,000 PRN   OTR 1 2,114,000 6,000 206,000
BAKER HUGHES INC COM 057224107 13,045 200,500 SH   OTR 1 600 199,900 0
BANK AMER CORP 7.25%CNV PFD L 060505682 15,639 13,641 SH   OTR 1 11,680 1,203 758
BIOMARIN PHARMACEUTICAL INC NOTE 0.750%10/1 09061GAE1 25,802 24,283,000 PRN   OTR 1 9,718,000 14,071,000 494,000
BLACKROCK FLA MUN 2020 TERM COM SHS 09250M109 1,743 116,357 SH   SOLE 116,357 0 0
BLACKROCK MUNI INTER DR FD I COM 09253X102 4,216 291,392 SH   SOLE 291,392 0 0
BLACKROCK MUNIC BD INVST TR COM 09249K107 718 50,000 SH   OTR 1 24,992 25,008 0
BLACKROCK MUNIENHANCED FD IN COM 09253Y100 280 25,000 SH   SOLE 25,000 0 0
BLACKROCK MUNIHLDGS NJ QLTY COM 09254X101 308 22,040 SH   SOLE 22,040 0 0
BLACKROCK MUNIHLDNGS CALI QL COM 09254L107 4,137 290,740 SH   OTR 1 232,764 57,976 0
BLACKROCK MUNIHLDS INVSTM QL COM 09254P108 5,926 426,305 SH   OTR 1 264,861 161,444 0
BLACKROCK MUNIHOLDINGS FD IN COM 09253N104 1,945 120,795 SH   SOLE 120,795 0 0
BLACKROCK MUNIHOLDNGS QLTY I COM 09254A101 2,847 219,502 SH   OTR 1 108,776 110,726 0
BLACKROCK MUNIY QUALITY FD I COM 09254G108 1,548 121,024 SH   SOLE 121,024 0 0
BLACKROCK MUNIYIELD CALI QLT COM 09254N103 4,784 328,366 SH   OTR 1 219,314 109,052 0
BLACKROCK MUNIYIELD CALIF FD COM 09254M105 284 18,773 SH   SOLE 18,773 0 0
BLACKROCK MUNIYIELD FD INC COM 09253W104 1,491 105,041 SH   OTR 1 51,041 54,000 0
BLACKROCK MUNIYIELD QLTY FD COM 09254E103 1,227 89,461 SH   SOLE 89,461 0 0
BLACKROCK MUNIYLD INVST QLTY COM 09254T100 815 61,140 SH   OTR 1 29,408 31,732 0
BOTTOMLINE TECH DEL INC NOTE 1.500%12/0 101388AA4 26,791 23,755,000 PRN   OTR 1 8,989,000 14,366,000 400,000
BROADSOFT INC NOTE 1.500% 7/0 11133BAB8 91 92,000 PRN   SOLE 92,000 0 0
CADENCE DESIGN SYSTEM INC NOTE 2.625% 6/0 127387AJ7 4,025 1,765,000 PRN   OTR 1 1,618,000 4,000 143,000
CAMERON INTERNATIONAL CORP COM 13342B105 5,310 80,000 SH   OTR 1 0 80,000 0
CHART INDS INC NOTE 2.000% 8/0 16115QAC4 30,626 26,349,000 PRN   OTR 1 9,471,000 16,504,000 374,000
CHESAPEAKE ENERGY CORP NOTE 2.750%11/1 165167BW6 5,957 5,883,000 PRN   OTR 1 5,369,000 15,000 499,000
CIENA CORP DEBT 4.000%12/1 171779AK7 180 150,000 PRN   SOLE 150,000 0 0
CIENA CORP NOTE 0.875% 6/1 171779AE1 2,395 2,442,000 PRN   OTR 1 2,222,000 6,000 214,000
CIENA CORP NOTE 0.875% 6/1 171779AE1 111 113,000 PRN   SOLE 113,000 0 0
CITIGROUP INC COM NEW 172967424 17,969 346,751 SH   OTR 1 3 4 28,915 317,836 0
CONTINENTAL AIRLS INC NOTE 4.500% 1/1 210795PU8 44,248 17,850,000 PRN   OTR 1 5,941,000 11,710,000 199,000
CORNERSTONE ONDEMAND INC NOTE 1.500% 7/0 21925YAB9 407 409,000 PRN   OTR 1 184,000 225,000 0
CROWN CASTLE INTL CORP CNV PFD STK SR A 228227500 21,452 203,955 SH   OTR 1 54,400 149,555 0
CUBIST PHARMACEUTICALS INC NOTE 1.125% 9/0 229678AF4 9,244 8,549,000 PRN   OTR 1 149,000 8,400,000 0
CUBIST PHARMACEUTICALS INC NOTE 1.875% 9/0 229678AH0 12,607 11,307,000 PRN   OTR 1 193,000 11,114,000 0
DANAHER CORP DEL NOTE 1/2 235851AF9 59,478 26,969,000 PRN   OTR 1 11,463,000 15,124,000 382,000
DEPOMED INC NOTE 2.500% 9/0 249908AA2 7,384 6,978,000 PRN   OTR 1 156,000 6,822,000 0
DOMINION RES INC VA NEW UNIT 99/99/9999 25746U869 1,153 23,200 SH   SOLE 23,200 0 0
DYNEGY INC NEW DEL COM 26817R108 379 13,120 SH   OTR 1 0 13,120 0
FLUIDIGM CORP DEL NOTE 2.750% 2/0 34385PAA6 2,431 2,730,000 PRN   OTR 1 2,494,000 7,000 229,000
FORD MTR CO DEL COM PAR $0.01 345370860 27,280 1,844,500 SH   OTR 1 3 160,000 1,684,500 0
FORD MTR CO DEL NOTE 4.250%11/1 345370CN8 18,837 10,970,000 PRN   OTR 1 6,224,000 4,443,000 303,000
GENERAL MTRS CO COM 37045V100 36,417 1,140,154 SH   OTR 1 2 3 616,997 523,157 0
GILEAD SCIENCES INC NOTE 1.625% 5/0 375558AP8 79,935 17,113,000 PRN   OTR 1 6,065,000 10,858,000 190,000
GOLDCORP INC NEW COM 380956409 1,796 77,990 SH   OTR 1 12,790 65,200 0
HALLIBURTON CO COM 406216101 12,310 190,818 SH   OTR 1 4,100 186,718 0
HEALTH CARE REIT INC NOTE 3.000%12/0 42217KAR7 108 88,000 PRN   SOLE 88,000 0 0
HEALTH CARE REIT INC PFD PER CON I 42217K601 5,645 97,900 SH   OTR 1 23,300 74,600 0
HELIX ENERGY SOLUTIONS GRP I NOTE 3.250% 3/1 42330PAG2 39,887 34,039,000 PRN   OTR 1 13,349,000 20,145,000 545,000
HOLOGIC INC DEBT 2.000% 3/0 436440AC5 18,932 17,944,000 PRN   OTR 1 4,313,000 13,246,000 385,000
HORNBECK OFFSHORE SVCS INC N NOTE 1.500% 9/0 440543AN6 15,555 15,863,000 PRN   OTR 1 6,244,000 9,220,000 399,000
INFINERA CORPORATION DBCV 1.750% 6/0 45667GAB9 1,048 936,000 PRN   SOLE 936,000 0 0
INSULET CORP NOTE 2.000% 6/1 45784PAD3 7,272 6,804,000 PRN   OTR 1 1,733,000 5,071,000 0
INTEL CORP SDCV 2.950%12/1 458140AD2 6,782 5,319,000 PRN   SOLE 5,319,000 0 0
INTEL CORP SDCV 2.950%12/1 458140AD2 2,817 2,214,000 PRN   OTR 1 2,018,000 6,000 190,000
INTEL CORP SDCV 3.250% 8/0 458140AF7 79,347 47,268,000 PRN   OTR 1 20,752,000 26,323,000 193,000
INVESCO ADVANTAGE MUNICIPAL SH BEN INT 46132E103 5,190 456,083 SH   OTR 1 305,569 150,514 0
JARDEN CORP NOTE 1.875% 9/1 471109AH1 41,352 30,181,000 PRN   OTR 1 6,857,000 22,856,000 468,000
JDS UNIPHASE CORP DBCV 0.625% 8/1 46612JAF8 348 346,000 PRN   OTR 1 86,000 260,000 0
KB HOME NOTE 1.375% 2/0 48666KAS8 155 160,000 PRN   SOLE 160,000 0 0
LAM RESEARCH CORP NOTE 0.500% 5/1 512807AJ7 15,626 12,238,000 PRN   SOLE 12,238,000 0 0
LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 972 719,000 PRN   SOLE 719,000 0 0
LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 6,018 4,470,000 PRN   OTR 1 4,072,000 11,000 387,000
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 2,454 4,452,000 PRN   OTR 1 3,735,000 717,000 0
MACQUARIE INFRASTR CO LLC NOTE 2.875% 7/1 55608BAA3 23,744 21,346,000 PRN   OTR 1 14,829,000 5,997,000 520,000
MEDICINES CO DBCV 1.375% 6/0 584688AC9 7,535 7,067,000 PRN   OTR 1 28,000 7,039,000 0
MEDIDATA SOLUTIONS INC NOTE 1.000% 8/0 58471AAB1 16,708 15,470,000 PRN   OTR 1 60,000 15,410,000 0
METLIFE INC UNIT 99/99/9999 59156R116 48,956 1,589,983 SH   OTR 1 687,818 877,212 24,953
MGM RESORTS INTERNATIONAL NOTE 4.250% 4/1 55303QAE0 21,564 17,097,000 PRN   OTR 1 4,324,000 12,479,000 294,000
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 36,541 19,645,000 PRN   OTR 1 7,591,000 11,868,000 186,000
NEW GOLD INC CDA COM 644535106 4,113 814,508 SH   OTR 1 118,649 695,859 0
NEWMONT MINING CORP NOTE 1.625% 7/1 651639AJ5 5,315 5,182,000 PRN   SOLE 5,182,000 0 0
NEWPARK RES INC NOTE 4.000%10/0 651718AC2 11,060 8,320,000 PRN   OTR 1 2,019,000 6,106,000 195,000
NEXTERA ENERGY INC UNIT 09/01/2015 65339F887 928 15,491 SH   SOLE 15,491 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 49,966 22,880,000 PRN   OTR 1 9,334,000 13,335,000 211,000
NUANCE COMMUNICATIONS INC NOTE 2.750%11/0 67020YAF7 22,230 22,456,000 PRN   OTR 1 7,325,000 14,635,000 496,000
NUVEEN CA DIVIDEND ADV MUN F COM 67066Y105 1,055 74,048 SH   OTR 1 40,555 33,493 0
NUVEEN DIV ADVANTAGE MUN FD COM 67070F100 1,985 142,505 SH   OTR 1 103,761 38,744 0
NUVEEN MICH QUALITY INCOME M COM 670979103 1,631 119,553 SH   OTR 1 95,050 24,503 0
NUVEEN MUN OPPORTUNITY FD IN COM 670984103 3,344 234,647 SH   SOLE 234,647 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 172 12,886 SH   OTR 1 9,173 3,713 0
NUVEEN PA INVT QUALITY MUN F COM 670972108 5,945 436,516 SH   OTR 1 339,848 96,668 0
NUVEEN PERFORMANCE PLUS MUN COM 67062P108 4,532 312,561 SH   OTR 1 179,277 133,284 0
NUVEEN PREM INCOME MUN FD 2 COM 67063W102 2,695 196,004 SH   SOLE 196,004 0 0
NUVEEN PREM INCOME MUN FD 4 COM 6706K4105 1,846 144,999 SH   SOLE 144,999 0 0
NUVEEN PREMIER MUN INCOME FD COM 670988104 666 49,496 SH   SOLE 49,496 0 0
NUVEEN QUALITY INCOME MUN FD COM 670977107 3,621 264,468 SH   SOLE 264,468 0 0
OMNICARE INC NOTE 3.500% 2/1 681904AQ1 34,315 31,165,000 PRN   OTR 1 13,268,000 17,125,000 772,000
ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AH8 32,694 29,044,000 PRN   OTR 1 12,443,000 16,214,000 387,000
PACIRA PHARMACEUTICALS INC NOTE 3.250% 2/0 695127AB6 21,372 5,466,000 PRN   OTR 1 502,000 4,964,000 0
PRICELINE GRP INC DEBT 1.000% 3/1 741503AQ9 19,448 14,408,000 PRN   OTR 1 4,033,000 10,172,000 203,000
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 23,471 20,991,000 PRN   OTR 1 8,316,000 12,675,000 0
RADIAN GROUP INC NOTE 2.250% 3/0 750236AN1 10,564 7,371,000 PRN   OTR 1 36,000 7,335,000 0
RAMBUS INC DEL NOTE 1.125% 8/1 750917AE6 8,905 7,273,000 PRN   OTR 1 1,905,000 5,368,000 0
RPM INTL INC NOTE 2.250%12/1 749685AT0 26,046 23,112,000 PRN   OTR 1 14,928,000 7,962,000 222,000
RTI INTL METALS INC NOTE 1.625%10/1 74973WAB3 21,047 21,908,000 PRN   OTR 1 3,072,000 18,622,000 214,000
RTI INTL METALS INC NOTE 3.000%12/0 74973WAA5 181 176,000 PRN   SOLE 176,000 0 0
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 31,309 27,980,000 PRN   OTR 1 5,674,000 21,816,000 490,000
SALIX PHARMACEUTICALS INC NOTE 1.500% 3/1 795435AE6 27,506 11,354,000 PRN   OTR 1 4,607,000 6,526,000 221,000
SBA COMMUNICATIONS CORP NOTE 4.000%10/0 78388JAM8 8,342 2,297,000 PRN   OTR 1 2,099,000 6,000 192,000
SBA COMMUNICATIONS CORP NOTE 4.000%10/0 78388JAM8 694 190,000 PRN   SOLE 190,000 0 0
SEACOR HOLDINGS INC NOTE 2.500%12/1 811904AM3 4,716 4,327,000 PRN   OTR 1 69,000 4,258,000 0
SHUTTERFLY INC NOTE 0.250% 5/1 82568PAB2 16,765 16,188,000 PRN   OTR 1 4,070,000 12,118,000 0
SPANSION LLC NOTE 2.000% 9/0 84649PAL9 36,549 20,888,000 PRN   OTR 1 3,860,000 16,711,000 317,000
SPDR SERIES TRUST BRC CNV SECS ETF 78464A359 28 566 SH   OTR 1 566 0 0
SPDR SERIES TRUST NUV HGHYLD MUN 78464A284 4,999 88,000 SH   OTR 1 0 88,000 0
STANLEY BLACK & DECKER INC UNIT 99/99/9999 854502309 44,988 343,812 SH   OTR 1 163,533 174,716 5,563
STANLEY BLACK & DECKER INC UNIT 99/99/9999 854502804 19,144 170,500 SH   OTR 1 44,500 126,000 0
STONE ENERGY CORP NOTE 1.750% 3/0 861642AN6 2,585 2,446,000 PRN   OTR 1 2,228,000 6,000 212,000
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.000% 7/0 874054AD1 300 242,000 PRN   SOLE 242,000 0 0
TELEFLEX INC NOTE 3.875% 8/0 879369AA4 47,914 27,744,000 PRN   OTR 1 11,282,000 15,939,000 523,000
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 52,935 41,092,000 PRN   OTR 1 17,328,000 23,456,000 308,000
TIBCO SOFTWARE INC NOTE 2.250% 5/0 88632QAB9 169 168,000 PRN   SOLE 168,000 0 0
TRIUMPH GROUP INC NEW COM 896818101 6,951 106,863 SH   OTR 1 0 106,863 0
TTM TECHNOLOGIES INC NOTE 3.250% 5/1 87305RAC3 4,489 4,434,000 PRN   OTR 1 4,047,000 11,000 376,000
TYSON FOODS INC UNIT 99/99/9999 902494301 15,281 303,800 SH   OTR 1 82,400 221,400 0
UNITED STATES STL CORP NEW NOTE 2.750% 4/0 912909AH1 18,855 11,469,000 PRN   OTR 1 2,464,000 8,808,000 197,000
UNITED TECHNOLOGIES CORP UNIT 99/99/9999 913017117 5,379 91,346 SH   OTR 1 83,225 236 7,885
UNITED TECHNOLOGIES CORP UNIT 99/99/9999 913017117 10,850 184,234 SH   SOLE 184,234 0 0
VERINT SYS INC COM 92343X100 3 53 SH   SOLE 53 0 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 37,836 34,760,000 PRN   OTR 1 9,892,000 24,345,000 523,000
VOLCANO CORPORATION NOTE 1.750%12/0 928645AB6 3,841 4,437,000 PRN   OTR 1 4,047,000 10,000 380,000
WABASH NATL CORP NOTE 3.375% 5/0 929566AH0 31,576 23,949,000 PRN   OTR 1 8,831,000 14,746,000 372,000
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 31,539 19,093,000 PRN   OTR 1 6,921,000 12,172,000 0
WELLS FARGO & CO NEW PERP PFD CNV A 949746804 15,455 12,852 SH   OTR 1 11,303 1,213 336
WESCO INTL INC DBCV 6.000% 9/1 95082PAH8 11,451 4,112,000 PRN   OTR 1 2,470,000 1,459,000 183,000
WEYERHAEUSER CO PREF CONV SER A 962166872 2,361 43,700 SH   SOLE 43,700 0 0
WRIGHT MED GROUP INC NOTE 2.000% 8/1 98235TAC1 14,400 10,736,000 PRN   OTR 1 1,784,000 8,952,000 0
XILINX INC NOTE 2.625% 6/1 983919AF8 38,119 25,672,000 PRN   OTR 1 15,658,000 9,667,000 347,000
XPO LOGISTICS INC NOTE 4.500%10/0 983793AA8 25,349 10,720,000 PRN   OTR 1 3,505,000 6,916,000 299,000