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
AKORN INC NOTE 3.500% 6/0 009728AB2 9,025 3,500,000 PRN   OTR 1 0 3,500,000 0
ALLIANT TECHSYSTEMS INC COM 018804104 17,271 121,500 SH   OTR 2 0 121,500 0
ALLIANT TECHSYSTEMS INC NOTE 3.000% 8/1 018804AK0 19,642 10,500,000 PRN   OTR 1 0 10,500,000 0
AMAZON COM INC COM 023135106 67,273 200,000 SH Call OTR 2 0 200,000 0
AMC ENTMT HLDGS INC CL A COM 00165C104 11,401 470,143 SH   OTR 2 0 470,143 0
AMEDISYS INC COM 023436108 72,017 4,836,608 SH   OTR 2 0 4,836,608 0
AMERICAN INTL GROUP INC COM NEW 026874784 4,711 94,200 SH   OTR 1 0 94,200 0
AMERIPRISE FINL INC COM 03076C106 5,096 46,300 SH   OTR 1 0 46,300 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 885 16,000 SH   OTR 2 0 16,000 0
ASSOCIATED ESTATES RLTY CORP COM 045604105 37,906 2,237,688 SH   OTR 1 0 2,237,688 0
ASSURED GUARANTY LTD COM G0585R106 8,406 332,000 SH   OTR 2 0 332,000 0
AUTONATION INC COM 05329W102 10,875 204,300 SH   OTR 2 0 204,300 0
BARCLAYS BANK PLC ADR PFD SR 5 06739H362 2,119 81,469 SH   OTR 2 0 81,469 0
BRISTOL MYERS SQUIBB CO DBCV 9/1 110122AN8 5,296 3,894,000 PRN   OTR 1 0 3,894,000 0
CABELAS INC COM 126804301 5,241 80,000 SH   OTR 2 0 80,000 0
CABOT OIL & GAS CORP COM 127097103 1,287 38,000 SH   OTR 2 0 38,000 0
CACI INTL INC NOTE 2.125% 5/0 127190AD8 59,541 42,682,000 PRN   OTR 1 0 42,682,000 0
CADENCE DESIGN SYSTEM INC NOTE 2.625% 6/0 127387AJ7 3,127 1,500,000 PRN   OTR 1 0 1,500,000 0
CANADIAN PAC RY LTD COM 13645T100 23,317 155,000 SH   OTR 2 0 155,000 0
CBS CORP NEW CL B 124857202 7,663 124,000 SH   OTR 2 0 124,000 0
CHART INDS INC NOTE 2.000% 8/0 16115QAC4 7,451 5,500,000 PRN   OTR 1 0 5,500,000 0
CIT GROUP INC COM NEW 125581801 1,765 36,000 SH   OTR 2 0 36,000 0
CITIGROUP INC COM NEW 172967424 11,186 235,000 SH   OTR 2 0 235,000 0
CITRIX SYS INC COM 177376100 10,684 186,000 SH   OTR 2 0 186,000 0
COBALT INTL ENERGY INC COM 19075F106 733 40,000 SH Call OTR 1 0 40,000 0
COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 471 500,000 PRN   OTR 1 0 500,000 0
COMCAST CORP NEW CL A 20030N101 7,806 156,000 SH   OTR 2 0 156,000 0
CONSTELLIUM NV CL A N22035104 7,983 272,000 SH   OTR 2 0 272,000 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 1,317 27,000 SH   OTR 2 0 27,000 0
EBAY INC COM 278642103 35,243 638,000 SH   OTR 2 0 638,000 0
EDUCATION MGMT CORP NEW COM 28140M103 667 136,889 SH   OTR 2 0 136,889 0
ENERGEN CORP COM 29265N108 6,626 82,000 SH   OTR 2 0 82,000 0
ENERSYS NOTE 3.375% 6/0 29275YAA0 15,742 9,000,000 PRN   OTR 1 0 9,000,000 0
ENSCO PLC SHS CLASS A G3157S106 1,267 24,000 SH   OTR 2 0 24,000 0
EQT CORP COM 26884L109 3,976 41,000 SH   OTR 2 0 41,000 0
ESSEX RENT CORP COM 297187106 1,184 400,000 SH   OTR 2 0 400,000 0
EXTERRAN HLDGS INC NOTE 4.250% 6/1 30225XAA1 14,950 7,831,000 PRN   OTR 1 0 7,831,000 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 2,651 63,000 SH   OTR 2 0 63,000 0
GENERAC HLDGS INC COM 368736104 12,796 217,000 SH   OTR 2 0 217,000 0
GENERAL MTRS CO COM 37045V100 23,086 670,722 SH   OTR 2 0 670,722 0
GENERAL MTRS CO *W EXP 07/10/201 37045V118 6,567 264,383 SH   OTR 2 0 264,383 0
GENERAL MTRS CO *W EXP 07/10/201 37045V126 4,603 264,383 SH   OTR 2 0 264,383 0
GENTIVA HEALTH SERVICES INC COM 37247A102 8,103 888,460 SH   OTR 2 0 888,460 0
GILEAD SCIENCES INC NOTE 1.000% 5/0 375558AN3 64,576 20,764,000 PRN   OTR 1 0 20,764,000 0
GOLDCORP INC NEW NOTE 2.000% 8/0 380956AB8 14,558 14,500,000 PRN   OTR 1 0 14,500,000 0
GOODYEAR TIRE & RUBR CO PFD CONV 5.875% 382550309 186,644 2,577,600 SH   OTR 1 0 2,577,600 0
GRACE W R & CO DEL NEW COM 38388F108 17,950 181,000 SH   OTR 2 0 181,000 0
GROUP 1 AUTOMOTIVE INC COM 398905109 1,838 28,000 SH   OTR 2 0 28,000 0
GULFPORT ENERGY CORP COM NEW 402635304 14,193 199,400 SH   OTR 2 0 199,400 0
HALLIBURTON CO COM 406216101 15,488 263,000 SH   OTR 2 0 263,000 0
HCA HOLDINGS INC COM 40412C101 1,540,426 29,341,445 SH   OTR   0 29,341,445 0
HESS CORP COM 42809H107 17,919 216,200 SH   OTR 2 0 216,200 0
HOLLYFRONTIER CORP COM 436106108 1,380 29,000 SH   OTR 2 0 29,000 0
HOME DEPOT INC COM 437076102 7,992 101,000 SH   OTR 2 0 101,000 0
HOME DEPOT INC COM 437076102 20,574 260,000 SH Call OTR 2 0 260,000 0
IAC INTERACTIVECORP COM PAR $.001 44919P508 15,206 213,000 SH   OTR 2 0 213,000 0
INTERNATIONAL GAME TECHNOLOG NOTE 3.250% 5/0 459902AQ5 40,603 40,451,000 PRN   OTR 1 0 40,451,000 0
ISHARES MSCI MEX CAP ETF 464286822 1,119 17,500 SH   OTR 2 0 17,500 0
ISHARES MSCI BRZ CAP ETF 464286400 1,193 26,500 SH   OTR 2 0 26,500 0
ITT CORP NEW COM NEW 450911201 13,170 308,000 SH   OTR 2 0 308,000 0
JARDEN CORP NOTE 1.875% 9/1 471109AH1 9,020 6,500,000 PRN   OTR 1 0 6,500,000 0
KKR & CO L P DEL COM UNITS 48248M102 106,598 4,667,166 SH   OTR 1 0 4,667,166 0
LAMAR ADVERTISING CO CL A 512815101 13,515 265,000 SH   OTR 2 0 265,000 0
LAREDO PETROLEUM INC COM 516806106 2,638 102,000 SH   OTR 2 0 102,000 0
LEAP WIRELESS INTL INC NOTE 4.500% 7/1 521863AL4 45,477 45,477,000 PRN   OTR 1 0 45,477,000 0
LITHIA MTRS INC CL A 536797103 930 14,000 SH   OTR 2 0 14,000 0
LORILLARD INC COM 544147101 270 5,000 SH   OTR 2 0 5,000 0
LOWES COS INC COM 548661107 8,802 180,000 SH   OTR 2 0 180,000 0
MAGNUM HUNTER RES CORP DEL COM 55973B102 2,601 306,000 SH   OTR 2 0 306,000 0
MARATHON PETE CORP COM 56585A102 1,349 15,500 SH   OTR 2 0 15,500 0
MARSH & MCLENNAN COS INC COM 571748102 18,542 376,100 SH   OTR 2 0 376,100 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 512,278 32,525,596 SH   OTR 1 0 32,525,596 0
MASTEC INC NOTE 4.000% 6/1 576323AL3 21,603 7,877,000 PRN   OTR 1 0 7,877,000 0
MASTERCARD INC CL A 57636Q104 13,073 175,000 SH   OTR 2 0 175,000 0
MENS WEARHOUSE INC COM 587118100 17,584 359,000 SH   OTR 2 0 359,000 0
METLIFE INC COM 59156R108 21,701 411,000 SH   OTR 2 0 411,000 0
MGM RESORTS INTERNATIONAL NOTE 4.250% 4/1 55303QAE0 2,920 2,000,000 PRN   OTR 1 0 2,000,000 0
MORGAN STANLEY COM NEW 617446448 17,786 570,600 SH   OTR 2 0 570,600 0
NABORS INDUSTRIES LTD SHS G6359F103 13,035 528,800 SH   OTR 2 0 528,800 0
NCR CORP NEW COM 62886E108 16,850 461,000 SH   OTR 2 0 461,000 0
NEWS CORP NEW CL A 65249B109 20,698 1,202,000 SH   OTR 2 0 1,202,000 0
NIELSEN HOLDINGS N V COM N63218106 751,567 16,839,943 SH   OTR   0 16,839,943 0
NOBLE CORP PLC SHS USD G65431101 2,619 80,000 SH   OTR 2 0 80,000 0
NXP SEMICONDUCTORS N V COM N6596X109 489,694 8,326,718 SH   OTR   0 8,326,718 0
PENN VA CORP COM 707882106 4,845 277,000 SH   OTR 2 0 277,000 0
PENTAIR LTD SHS H6169Q108 13,408 169,000 SH   OTR 2 0 169,000 0
PFIZER INC COM 717081103 5,229 162,800 SH   OTR 1 0 162,800 0
PHILLIPS 66 COM 718546104 1,310 17,000 SH   OTR 2 0 17,000 0
PINNACLE ENTMT INC COM 723456109 19,060 804,226 SH   OTR 2 0 804,226 0
POWERSHARES ETF TRUST II SENIOR LN PORT 73936Q769 5,724 230,700 SH   OTR 1 0 230,700 0
PPG INDS INC COM 693506107 20,894 108,000 SH   OTR 2 0 108,000 0
PPL CORP UNIT 99/99/9999S 69351T114 13,128 240,000 SH   OTR 1 0 240,000 0
PRECISION CASTPARTS CORP COM 740189105 18,451 73,000 SH   OTR 2 0 73,000 0
PRICELINE COM INC COM NEW 741503403 5,006 4,200 SH   OTR 2 0 4,200 0
PROSHARES TR ULTRA 20YR TRE 74347B201 10,133 150,000 SH Call OTR 2 0 150,000 0
PROSHARES TR SHRT 20+YR TRE 74347X849 607 20,000 SH   OTR 1 0 20,000 0
PRUDENTIAL FINL INC COM 744320102 7,229 85,400 SH   OTR 2 0 85,400 0
QUIKSILVER INC COM 74838C106 4,656 620,000 SH   OTR 2 0 620,000 0
RADIAN GROUP INC COM 750236101 9,138 608,000 SH   OTR 2 0 608,000 0
RANGE RES CORP COM 75281A109 5,661 68,224 SH   OTR 2 0 68,224 0
RIGNET INC COM 766582100 240,317 4,464,370 SH   OTR   0 4,464,370 0
ROCKWOOD HLDGS INC COM 774415103 6,674 89,711 SH   OTR   0 89,711 0
ROWAN COMPANIES PLC SHS CL A G7665A101 1,246 37,000 SH   OTR 2 0 37,000 0
SALESFORCE COM INC NOTE 0.750% 1/1 79466LAB0 31,135 11,684,000 PRN   OTR 1 0 11,684,000 0
SALIX PHARMACEUTICALS INC NOTE 1.500% 3/1 795435AE6 5,925 3,500,000 PRN   OTR 1 0 3,500,000 0
SANDISK CORP NOTE 1.500% 8/1 80004CAD3 4,919 3,000,000 PRN   OTR 1 0 3,000,000 0
SANTANDER CONSUMER USA HDG I COM 80283M101 115,080 4,779,076 SH   OTR   0 4,779,076 0
SBA COMMUNICATIONS CORP NOTE 4.000%10/0 78388JAM8 14,977 5,000,000 PRN   OTR 1 0 5,000,000 0
SCHLUMBERGER LTD COM 806857108 8,317 85,300 SH   OTR 2 0 85,300 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 18,261 312,200 SH   OTR 2 0 312,200 0
SIGNET JEWELERS LIMITED SHS G81276100 5,081 48,000 SH   OTR 2 0 48,000 0
SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 2,646 60,000 SH   OTR 2 0 60,000 0
SONIC AUTOMOTIVE INC CL A 83545G102 1,798 80,000 SH   OTR 2 0 80,000 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 112,206 600,000 SH Put OTR 2 0 600,000 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 4,675 25,000 SH Put OTR 1 0 25,000 0
SPDR SERIES TRUST BRC HGH YLD BD 78464A417 12,408 300,300 SH   OTR 1 0 300,300 0
STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 4,585 4,000,000 PRN   OTR 1 0 4,000,000 0
STILLWATER MNG CO COM 86074Q102 14,810 1,000,000 SH   OTR 2 0 1,000,000 0
SUNTRUST BKS INC COM 867914103 13,347 335,430 SH   OTR 2 0 335,430 0
TESLA MTRS INC NOTE 1.250% 3/0 88160RAC5 3,700 4,000,000 PRN   OTR 1 0 4,000,000 0
TIME WARNER CABLE INC COM 88732J207 7,819 57,000 SH   OTR 2 0 57,000 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 25,425 817,000 SH   OTR 2 0 817,000 0
UNITED THERAPEUTICS CORP DEL NOTE 1.000% 9/1 91307CAF9 9,937 5,000,000 PRN   OTR 1 0 5,000,000 0
URBAN OUTFITTERS INC COM 917047102 5,179 142,000 SH   OTR 2 0 142,000 0
VALERO ENERGY CORP NEW COM 91913Y100 1,434 27,000 SH   OTR 2 0 27,000 0
VERIZON COMMUNICATIONS INC COM 92343V104 33,856 711,700 SH   OTR 2 0 711,700 0
VIASYSTEMS GROUP INC COM PAR$.01 92553H803 125 10,000 SH   OTR 2 0 10,000 0
VIPSHOP HLDGS LTD NOTE 1.500% 3/1 92763WAA1 2,543 2,500,000 PRN   OTR 1 0 2,500,000 0
VISA INC COM CL A 92826C839 12,952 60,000 SH   OTR 2 0 60,000 0
VULCAN MATLS CO COM 929160109 10,300 155,000 SH   OTR 2 0 155,000 0
WALGREEN CO COM 931422109 424,199 6,424,340 SH   OTR   0 6,424,340 0
WALKER & DUNLOP INC COM 93148P102 1,848 113,000 SH   OTR 2 0 113,000 0
WELLS FARGO & CO NEW COM 949746101 5,173 104,000 SH   OTR 2 0 104,000 0
WILLIAMS COS INC DEL COM 969457100 6,493 160,000 SH   OTR 2 0 160,000 0
WYNDHAM WORLDWIDE CORP COM 98310W108 5,346 73,000 SH   OTR 2 0 73,000 0