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
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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 26,090 19,041,000 PRN   OTR 1 3,746,000 14,939,000 356,000
AIRTRAN HLDGS INC NOTE 5.250%11/0 00949PAD0 25,583 8,724,000 PRN   OTR 1 7,827,000 897,000 0
ALCOA INC DEP SHS 1/10TH 013817309 10,090 200,000 SH   OTR 1 52,800 147,200 0
ALPHA NATURAL RESOURCES INC NOTE 2.375% 4/1 02076XAA0 356 371,000 PRN   OTR 1 0 371,000 0
ALZA CORP SDCV 7/2 02261WAB5 10,871 7,549,000 PRN   SOLE 7,549,000 0 0
AMERICAN TOWER CORP NEW PFD CONV SER A 03027X308 15,126 132,051 SH   OTR 1 76,986 47,717 7,348
APOLLO INVT CORP NOTE 5.750% 1/1 03761UAE6 10,991 10,677,000 PRN   SOLE 10,677,000 0 0
ARCELORMITTAL SA LUXEMBOURG MAND CV NT 16 L0302D178 15,695 907,200 SH   OTR 1 11,700 895,500 0
ARES CAP CORP NOTE 5.750% 2/0 04010LAB9 2,293 2,225,000 PRN   OTR 1 2,007,000 6,000 212,000
ARES CAP CORP NOTE 4.750% 1/1 04010LAJ2 11,718 11,377,000 PRN   SOLE 11,377,000 0 0
BANK AMER CORP 7.25%CNV PFD L 060505682 15,749 13,533 SH   OTR 1 11,553 1,203 777
BIOMARIN PHARMACEUTICAL INC NOTE 0.750%10/1 09061GAE1 28,415 24,092,000 PRN   OTR 1 9,510,000 14,071,000 511,000
BLACKROCK FLA MUN 2020 TERM COM SHS 09250M109 1,749 116,357 SH   SOLE 116,357 0 0
BLACKROCK MUNI INTER DR FD I COM 09253X102 4,196 291,392 SH   SOLE 291,392 0 0
BLACKROCK MUNIC BD INVST TR COM 09249K107 742 50,000 SH   OTR 1 24,992 25,008 0
BLACKROCK MUNIENHANCED FD IN COM 09253Y100 285 25,000 SH   SOLE 25,000 0 0
BLACKROCK MUNIHLDGS NJ QLTY COM 09254X101 320 22,040 SH   SOLE 22,040 0 0
BLACKROCK MUNIHLDNGS CALI QL COM 09254L107 4,136 285,799 SH   OTR 1 227,823 57,976 0
BLACKROCK MUNIHLDS INVSTM QL COM 09254P108 7,004 490,455 SH   OTR 1 264,861 225,594 0
BLACKROCK MUNIHOLDINGS FD IN COM 09253N104 1,916 111,906 SH   SOLE 111,906 0 0
BLACKROCK MUNIHOLDNGS QLTY I COM 09254A101 3,771 283,145 SH   OTR 1 145,356 137,789 0
BLACKROCK MUNIY QUALITY FD I COM 09254G108 1,236 93,689 SH   SOLE 93,689 0 0
BLACKROCK MUNIYIELD CALI QLT COM 09254N103 4,868 320,276 SH   OTR 1 211,224 109,052 0
BLACKROCK MUNIYIELD CALIF FD COM 09254M105 290 18,773 SH   SOLE 18,773 0 0
BLACKROCK MUNIYIELD FD INC COM 09253W104 1,548 105,041 SH   OTR 1 51,041 54,000 0
BLACKROCK MUNIYIELD QLTY FD COM 09254E103 1,259 89,461 SH   SOLE 89,461 0 0
BLACKROCK MUNIYLD INVST QLTY COM 09254T100 1,205 87,573 SH   OTR 1 49,408 38,165 0
BOTTOMLINE TECH DEL INC NOTE 1.500%12/0 101388AA4 25,016 23,509,000 PRN   OTR 1 8,733,000 14,366,000 410,000
BROADSOFT INC NOTE 1.500% 7/0 11133BAB8 84 80,000 PRN   SOLE 80,000 0 0
CADENCE DESIGN SYSTEM INC NOTE 2.625% 6/0 127387AJ7 4,323 1,723,000 PRN   OTR 1 1,570,000 4,000 149,000
CAMERON INTERNATIONAL CORP COM 13342B105 3,996 80,000 SH   OTR 1 0 80,000 0
CHART INDS INC NOTE 2.000% 8/0 16115QAC4 27,204 28,304,000 PRN   OTR 1 9,211,000 18,708,000 385,000
CHESAPEAKE ENERGY CORP NOTE 2.750%11/1 165167BW6 5,640 5,647,000 PRN   OTR 1 5,116,000 15,000 516,000
CIENA CORP NOTE 0.875% 6/1 171779AE1 113 113,000 PRN   SOLE 113,000 0 0
CIENA CORP NOTE 0.875% 6/1 171779AE1 2,327 2,349,000 PRN   OTR 1 2,125,000 6,000 218,000
CIENA CORP DEBT 4.000%12/1 171779AK7 187 150,000 PRN   SOLE 150,000 0 0
CONTINENTAL AIRLS INC NOTE 4.500% 1/1 210795PU8 62,260 17,756,000 PRN   OTR 1 5,841,000 11,710,000 205,000
CORNERSTONE ONDEMAND INC NOTE 1.500% 7/0 21925YAB9 401 409,000 PRN   OTR 1 184,000 225,000 0
CROWN CASTLE INTL CORP NEW CNV PFD STK SR A 22822V200 21,005 203,955 SH   OTR 1 54,400 149,555 0
DANAHER CORP DEL NOTE 1/2 235851AF9 66,643 26,780,000 PRN   OTR 1 11,266,000 15,124,000 390,000
DEPOMED INC NOTE 2.500% 9/0 249908AA2 13,735 12,709,000 PRN   OTR 1 5,352,000 6,837,000 520,000
DOMINION RES INC VA NEW UNIT 99/99/9999 25746U869 1,224 23,200 SH   SOLE 23,200 0 0
DYNEGY INC NEW DEL COM 26817R108 398 13,120 SH   OTR 1 0 13,120 0
EATON VANCE NEW YORK MUN BD COM 27827Y109 503 40,000 SH   SOLE 40,000 0 0
FINISAR CORP NOTE 0.500%12/1 31787AAM3 12,825 13,500,000 PRN   OTR 1 312,000 13,188,000 0
FLUIDIGM CORP DEL NOTE 2.750% 2/0 34385PAA6 2,297 2,542,000 PRN   OTR 1 2,302,000 7,000 233,000
FORD MTR CO DEL COM PAR $0.01 345370860 28,590 1,844,500 SH   OTR 1 3 160,000 1,684,500 0
GENERAL MTRS CO COM 37045V100 37,385 1,070,884 SH   OTR 1 3 600,640 470,244 0
GILEAD SCIENCES INC NOTE 1.625% 5/0 375558AP8 70,395 17,002,000 PRN   OTR 1 5,949,000 10,858,000 195,000
GOLDCORP INC NEW COM 380956409 1,444 77,990 SH   OTR 1 12,790 65,200 0
HALLIBURTON CO COM 406216101 7,505 190,818 SH   OTR 1 4,100 186,718 0
HEALTH CARE REIT INC PFD PER CON I 42217K601 6,464 97,900 SH   OTR 1 23,300 74,600 0
HELIX ENERGY SOLUTIONS GRP I NOTE 3.250% 3/1 42330PAG2 37,436 33,614,000 PRN   OTR 1 12,917,000 20,145,000 552,000
HOLOGIC INC DEBT 2.000% 3/0 436440AC5 19,821 17,766,000 PRN   OTR 1 4,129,000 13,246,000 391,000
HORNBECK OFFSHORE SVCS INC N NOTE 1.500% 9/0 440543AN6 12,963 15,560,000 PRN   OTR 1 5,938,000 9,220,000 402,000
INCYTE CORP NOTE 0.375%11/1 45337CAM4 10,680 7,126,000 PRN   OTR 1 300,000 6,826,000 0
INFINERA CORPORATION DBCV 1.750% 6/0 45667GAB9 1,245 936,000 PRN   SOLE 936,000 0 0
INSULET CORP NOTE 2.000% 6/1 45784PAD3 8,020 6,804,000 PRN   OTR 1 1,733,000 5,071,000 0
INTEL CORP SDCV 2.950%12/1 458140AD2 2,797 2,129,000 PRN   OTR 1 1,927,000 6,000 196,000
INTEL CORP SDCV 2.950%12/1 458140AD2 6,675 5,071,000 PRN   SOLE 5,071,000 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 73,704 42,346,000 PRN   OTR 1 20,600,000 21,547,000 199,000
INVENSENSE INC NOTE 1.750%11/0 46123DAB2 7,445 7,459,000 PRN   OTR 1 815,000 6,644,000 0
INVESCO ADVANTAGE MUNICIPAL SH BEN INT 46132E103 5,193 447,708 SH   OTR 1 297,194 150,514 0
JARDEN CORP NOTE 1.875% 9/1 471109AH1 47,094 29,957,000 PRN   OTR 1 6,621,000 22,856,000 480,000
JDS UNIPHASE CORP DBCV 0.625% 8/1 46612JAF8 367 346,000 PRN   OTR 1 86,000 260,000 0
LAM RESEARCH CORP NOTE 0.500% 5/1 512807AJ7 16,124 12,238,000 PRN   SOLE 12,238,000 0 0
LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 1,020 719,000 PRN   SOLE 719,000 0 0
LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 6,047 4,277,000 PRN   OTR 1 3,873,000 11,000 393,000
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 2,399 4,452,000 PRN   OTR 1 3,735,000 717,000 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 9,799 9,886,000 PRN   OTR 1 45,000 9,841,000 0
MACQUARIE INFRASTR CO LLC NOTE 2.875% 7/1 55608BAA3 24,630 21,607,000 PRN   OTR 1 15,077,000 5,997,000 533,000
MEDICINES CO DBCV 1.375% 6/0 584688AC9 8,193 7,067,000 PRN   OTR 1 28,000 7,039,000 0
MEDIDATA SOLUTIONS INC NOTE 1.000% 8/0 58471AAB1 17,036 15,470,000 PRN   OTR 1 60,000 15,410,000 0
MFS HIGH INCOME MUN TR SH BEN INT 59318D104 976 200,000 SH   OTR 1 100,000 100,000 0
MFS HIGH YIELD MUN TR SH BEN INT 59318E102 381 86,802 SH   OTR 1 0 86,802 0
MGM RESORTS INTERNATIONAL NOTE 4.250% 4/1 55303QAE0 20,006 16,927,000 PRN   OTR 1 4,146,000 12,479,000 302,000
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 38,945 21,778,000 PRN   OTR 1 7,623,000 13,963,000 192,000
NEW GOLD INC CDA COM 644535106 3,502 814,508 SH   OTR 1 118,649 695,859 0
NEWMONT MINING CORP NOTE 1.625% 7/1 651639AJ5 5,175 5,083,000 PRN   SOLE 5,083,000 0 0
NEWPARK RES INC NOTE 4.000%10/0 651718AC2 9,293 8,238,000 PRN   OTR 1 1,932,000 6,106,000 200,000
NEXTERA ENERGY INC UNIT 09/01/2015 65339F887 1,054 15,491 SH   SOLE 15,491 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 52,321 22,778,000 PRN   OTR 1 9,226,000 13,335,000 217,000
NUANCE COMMUNICATIONS INC NOTE 2.750%11/0 67020YAF7 22,256 22,243,000 PRN   OTR 1 7,098,000 14,635,000 510,000
NUVEEN CA DIVIDEND ADV MUN F COM 67066Y105 1,114 74,048 SH   OTR 1 40,555 33,493 0
NUVEEN DIV ADVANTAGE MUN FD COM 67070F100 2,011 142,505 SH   OTR 1 103,761 38,744 0
NUVEEN MICH QUALITY INCOME M COM 670979103 1,634 119,553 SH   OTR 1 95,050 24,503 0
NUVEEN MUN OPPORTUNITY FD IN COM 670984103 3,442 234,647 SH   SOLE 234,647 0 0
NUVEEN NY AMT FREE MUN INCOM COM 670656107 220 17,036 SH   OTR 1 0 17,036 0
NUVEEN NY DIVID ADVNTG MUN F COM 67066X107 174 12,886 SH   OTR 1 9,173 3,713 0
NUVEEN PA INVT QUALITY MUN F COM 670972108 5,993 436,516 SH   OTR 1 339,848 96,668 0
NUVEEN PERFORMANCE PLUS MUN COM 67062P108 4,610 312,561 SH   OTR 1 179,277 133,284 0
NUVEEN PREM INCOME MUN FD 2 COM 67063W102 2,538 179,256 SH   SOLE 179,256 0 0
NUVEEN PREM INCOME MUN FD 4 COM 6706K4105 1,923 144,999 SH   SOLE 144,999 0 0
NUVEEN PREMIER MUN INCOME FD COM 670988104 691 49,496 SH   SOLE 49,496 0 0
NUVEEN QUALITY INCOME MUN FD COM 670977107 2,969 212,541 SH   SOLE 212,541 0 0
NVIDIA CORP NOTE 1.000%12/0 67066GAC8 13,084 11,334,000 PRN   OTR 1 0 11,334,000 0
OMNICARE INC NOTE 3.500% 2/1 681904AQ1 36,855 30,748,000 PRN   OTR 1 12,838,000 17,125,000 785,000
ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AH8 38,560 32,355,000 PRN   OTR 1 14,075,000 17,719,000 561,000
PACIRA PHARMACEUTICALS INC NOTE 3.250% 2/0 695127AB6 19,565 5,466,000 PRN   OTR 1 502,000 4,964,000 0
PRICELINE GRP INC DEBT 1.000% 3/1 741503AQ9 33,751 25,314,000 PRN   OTR 1 4,140,000 20,966,000 208,000
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 23,510 20,991,000 PRN   OTR 1 8,316,000 12,675,000 0
PROOFPOINT INC NOTE 1.250%12/1 743424AB9 18,173 13,259,000 PRN   OTR 1 1,243,000 12,016,000 0
QUIDEL CORP NOTE 3.250%12/1 74838JAA9 2,239 2,000,000 PRN   OTR 1 57,000 1,943,000 0
RADIAN GROUP INC NOTE 2.250% 3/0 750236AN1 11,890 7,371,000 PRN   OTR 1 36,000 7,335,000 0
RAMBUS INC DEL NOTE 1.125% 8/1 750917AE6 8,259 7,273,000 PRN   OTR 1 1,905,000 5,368,000 0
RPM INTL INC NOTE 2.250%12/1 749685AT0 2,744 2,354,000 PRN   OTR 1 2,121,000 6,000 227,000
RPM INTL INC NOTE 2.250%12/1 749685AT0 14,812 12,653,000 PRN   SOLE 12,653,000 0 0
RTI INTL METALS INC NOTE 1.625%10/1 74973WAB3 21,293 21,809,000 PRN   OTR 1 2,965,000 18,622,000 222,000
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 37,559 32,904,000 PRN   OTR 1 6,020,000 26,377,000 507,000
SALIX PHARMACEUTICALS INC NOTE 1.500% 3/1 795435AE6 20,494 11,217,000 PRN   OTR 1 4,469,000 6,526,000 222,000
SANDISK CORP NOTE 0.500%10/1 80004CAF8 24,144 20,016,000 PRN   OTR 1 602,000 19,414,000 0
SEACOR HOLDINGS INC NOTE 2.500%12/1 811904AM3 4,597 4,327,000 PRN   OTR 1 69,000 4,258,000 0
SOLARCITY CORP NOTE 2.750%11/0 83416TAA8 5,417 5,024,000 PRN   OTR 1 4,554,000 14,000 456,000
SPDR SERIES TRUST NUV HGHYLD MUN 78464A284 5,075 88,000 SH   OTR 1 0 88,000 0
SPDR SERIES TRUST BRC CNV SECS ETF 78464A359 410 8,735 SH   OTR 1 8,589 0 146
STANLEY BLACK & DECKER INC UNIT 99/99/9999 854502309 47,222 341,280 SH   OTR 1 160,828 174,716 5,736
STANLEY BLACK & DECKER INC UNIT 99/99/9999 854502804 19,952 170,500 SH   OTR 1 44,500 126,000 0
STONE ENERGY CORP NOTE 1.750% 3/0 861642AN6 5,150 5,903,000 PRN   OTR 1 3,036,000 2,651,000 216,000
T MOBILE US INC CONV PFD SER A 872590203 10,598 200,000 SH   OTR 1 54,700 145,300 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.000% 7/0 874054AD1 339 242,000 PRN   SOLE 242,000 0 0
TELEFLEX INC NOTE 3.875% 8/0 879369AA4 51,955 27,633,000 PRN   OTR 1 11,156,000 15,939,000 538,000
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 56,122 40,943,000 PRN   OTR 1 17,176,000 23,456,000 311,000
TTM TECHNOLOGIES INC NOTE 3.250% 5/1 87305RAC3 4,281 4,260,000 PRN   OTR 1 3,863,000 11,000 386,000
TYSON FOODS INC UNIT 99/99/9999 902494301 15,293 303,800 SH   OTR 1 82,400 221,400 0
UNITED STATES STL CORP NEW NOTE 2.750% 4/0 912909AH1 34,458 27,630,000 PRN   OTR 1 2,900,000 24,528,000 202,000
UNITED TECHNOLOGIES CORP UNIT 99/99/9999 913017117 39,237 639,780 SH   OTR 1 264,293 367,389 8,098
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 38,277 34,550,000 PRN   OTR 1 9,669,000 24,345,000 536,000
WABASH NATL CORP NOTE 3.375% 5/0 929566AH0 30,345 23,851,000 PRN   OTR 1 8,724,000 14,746,000 381,000
WELLS FARGO & CO NEW PERP PFD CNV A 949746804 15,798 13,001 SH   OTR 1 11,434 1,213 354
WESCO INTL INC DBCV 6.000% 9/1 95082PAH8 13,942 5,177,000 PRN   OTR 1 2,381,000 2,607,000 189,000
WEYERHAEUSER CO PREF CONV SER A 962166872 2,521 43,700 SH   SOLE 43,700 0 0
WRIGHT MED GROUP INC NOTE 2.000% 8/1 98235TAC1 13,011 10,736,000 PRN   OTR 1 1,784,000 8,952,000 0
XILINX INC NOTE 2.625% 6/1 983919AF8 57,394 38,022,000 PRN   OTR 1 16,011,000 21,651,000 360,000
XPO LOGISTICS INC NOTE 4.500%10/0 983793AA8 27,139 10,647,000 PRN   OTR 1 3,419,000 6,916,000 312,000
YAHOO INC NOTE 12/0 984332AF3 5,994 5,275,000 PRN   OTR 1 5,000,000 275,000 0