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
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 3,126 3,000,000 PRN   OTR 1 0 3,000,000 0
AKORN INC NOTE 3.500% 6/0 009728AB2 37,204 9,000,000 PRN   OTR 1 0 9,000,000 0
ALLY FINL INC COM 02005N100 39,641 1,713,091 SH   OTR 2 0 1,713,091 0
AMEDISYS INC COM 023436108 97,554 4,836,608 SH   OTR 2 0 4,836,608 0
AMERICAN INTL GROUP INC COM NEW 026874784 7,422 137,400 SH   OTR 1 0 137,400 0
AMERICAN INTL GROUP INC COM NEW 026874784 1,621 30,000 SH   OTR 2 0 30,000 0
AMERIPRISE FINL INC COM 03076C106 5,712 46,300 SH   OTR 1 0 46,300 0
ANADARKO PETE CORP COM 032511107 5,905 58,215 SH   OTR 1 0 58,215 0
ANADARKO PETE CORP COM 032511107 2,029 20,000 SH Call OTR 1 0 20,000 0
APOLLO COML REAL EST FIN INC NOTE 5.500% 3/1 03762UAA3 995 1,000,000 PRN   OTR 1 0 1,000,000 0
ASSOCIATED ESTATES RLTY CORP COM 045604105 7,615 434,867 SH   OTR 1 0 434,867 0
AVIS BUDGET GROUP NOTE 3.500%10/0 053774AB1 152,936 38,720,000 PRN   OTR 1 0 38,720,000 0
BANK AMER CORP COM 060505104 1,279 75,000 SH   OTR 2 0 75,000 0
BARCLAYS BANK PLC ADR PFD SR 5 06739H362 2,116 81,469 SH   OTR 2 0 81,469 0
CADENCE DESIGN SYSTEM INC NOTE 2.625% 6/0 127387AJ7 13,725 6,000,000 PRN   OTR 1 0 6,000,000 0
CBS CORP NEW CL B 124857202 6,370 119,060 SH   OTR 1 0 119,060 0
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 2,960 19,553 SH   OTR 1 0 19,553 0
CHENIERE ENERGY INC COM NEW 16411R208 1,902 23,760 SH   OTR 1 0 23,760 0
COMCAST CORP NEW CL A 20030N101 1,245 23,155 SH   OTR 1 0 23,155 0
CONTINENTAL AIRLS INC NOTE 4.500% 1/1 210795PU8 11,582 4,670,000 PRN   OTR 1 0 4,670,000 0
CROWN CASTLE INTL CORP COM 228227104 5,274 65,490 SH   OTR 1 0 65,490 0
DEERE & CO COM 244199105 459 5,600 SH   OTR 2 0 5,600 0
DISCOVER FINL SVCS COM 254709108 6,684 103,800 SH   OTR 1 0 103,800 0
DISH NETWORK CORP CL A 25470M109 2,948 45,650 SH   OTR 1 0 45,650 0
ENDO HEALTH SOLUTIONS INC NOTE 1.750% 4/1 29264FAB2 9,056 4,000,000 PRN   OTR 1 0 4,000,000 0
ENERSYS NOTE 3.375% 6/0 29275YAA0 19,955 13,000,000 PRN   OTR 1 0 13,000,000 0
EOG RES INC COM 26875P101 2,859 28,870 SH   OTR 1 0 28,870 0
EQT CORP COM 26884L109 3,331 36,390 SH   OTR 1 0 36,390 0
ESSEX RENT CORP COM 297187106 840 400,000 SH   OTR 2 0 400,000 0
FMC TECHNOLOGIES INC COM 30249U101 5,667 104,350 SH   OTR 1 0 104,350 0
FRANCESCAS HLDGS CORP COM 351793104 28,517 2,047,194 SH   OTR 1 0 2,047,194 0
FXCM INC NOTE 2.250% 6/1 302693AB2 2,089 2,000,000 PRN   OTR 2 0 2,000,000 0
FXCM INC COM CL A 302693106 1,068 67,386 SH   OTR 2 0 67,386 0
GILEAD SCIENCES INC NOTE 1.625% 5/0 375558AP8 207,393 44,505,000 PRN   OTR 1 0 44,505,000 0
GREENBRIER COS INC NOTE 3.500% 4/0 393657AH4 3,084 1,500,000 PRN   OTR 1 0 1,500,000 0
GULFPORT ENERGY CORP COM NEW 402635304 2,847 53,318 SH   OTR 1 0 53,318 0
GULFPORT ENERGY CORP COM NEW 402635304 1,976 37,000 SH Call OTR 1 0 37,000 0
HALLIBURTON CO COM 406216101 6,290 97,500 SH   OTR 1 0 97,500 0
HARBINGER GROUP INC COM 41146A106 5,422 413,246 SH   OTR 2 0 413,246 0
HCA HOLDINGS INC COM 40412C101 1,050,045 14,890,038 SH   OTR   0 14,890,038 0
HEALTH CARE REIT INC PFD PER CON I 42217K601 1,430 25,000 SH   OTR 1 0 25,000 0
HESS CORP COM 42809H107 4,720 50,040 SH   OTR 1 0 50,040 0
HSN INC COM 404303109 565 9,200 SH   OTR 1 0 9,200 0
ICONIX BRAND GROUP INC NOTE 1.500% 3/1 451055AF4 12,315 9,500,000 PRN   OTR 1 0 9,500,000 0
INTL PAPER CO COM 460146103 293 6,140 SH   OTR 1 0 6,140 0
JARDEN CORP NOTE 1.875% 9/1 471109AH1 2,740 2,000,000 PRN   OTR 1 0 2,000,000 0
KAPSTONE PAPER & PACKAGING C COM 48562P103 853 30,500 SH   OTR 1 0 30,500 0
KKR & CO L P DEL COM UNITS 48248M102 104,078 4,667,166 SH   OTR 1 0 4,667,166 0
LIBERTY INTERACTIVE CORP INT COM SER A 53071M104 2,739 113,460 SH   OTR 1 0 113,460 0
LORILLARD INC COM 544147101 300 5,000 SH   OTR 2 0 5,000 0
MARKEL CORP COM 570535104 954 1,500 SH   OTR 2 0 1,500 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 89,590 6,646,127 SH   OTR 1 0 6,646,127 0
METLIFE INC UNIT 99/99/9999 59156R116 42,628 1,405,000 SH   OTR 1 0 1,405,000 0
NEWMONT MINING CORP COM 651639106 1,037 45,000 SH Call OTR 1 0 45,000 0
NIELSEN N V COM N63218106 681,210 15,366,790 SH   OTR   0 15,366,790 0
OCWEN FINL CORP COM NEW 675746309 9,818 375,000 SH   OTR 2 0 375,000 0
PENN VA CORP COM 707882106 2,913 229,220 SH   OTR 1 0 229,220 0
PENN VA CORP COM 707882106 2,220 174,700 SH Call OTR 1 0 174,700 0
PINNACLE ENTMT INC COM 723456109 1,631 65,000 SH   OTR 2 0 65,000 0
POWERSHARES ETF TRUST II SENIOR LN PORT 73936Q769 2,110 86,900 SH   OTR 1 0 86,900 0
PRICELINE GRP INC DEBT 1.000% 3/1 741503AQ9 8,694 6,500,000 PRN   OTR 1 0 6,500,000 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 1,118 1,000,000 PRN   OTR 2 0 1,000,000 0
PROSHARES TR SHRT 20+YR TRE 74347X849 555 20,000 SH   OTR 1 0 20,000 0
PROSPECT CAPITAL CORPORATION NOTE 5.375%10/1 74348TAK8 1,033 1,000,000 PRN   OTR 2 0 1,000,000 0
RIGNET INC COM 766582100 192,138 4,750,000 SH   OTR   0 4,750,000 0
ROCK-TENN CO CL A 772739207 285 6,000 SH   OTR 1 0 6,000 0
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 1,120 1,000,000 PRN   OTR 2 0 1,000,000 0
SALESFORCE COM INC NOTE 0.750% 1/1 79466LAB0 47,330 17,760,000 PRN   OTR 1 0 17,760,000 0
SANDISK CORP NOTE 1.500% 8/1 80004CAD3 17,325 9,000,000 PRN   OTR 1 0 9,000,000 0
SPANSION LLC NOTE 2.000% 9/0 84649PAL9 5,224 3,000,000 PRN   OTR 1 0 3,000,000 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 48,270 245,000 SH Put OTR 1 0 245,000 0
SPDR SERIES TRUST BRC HGH YLD BD 78464A417 10,495 261,200 SH   OTR 1 0 261,200 0
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 4,130 60,000 SH Put OTR 1 0 60,000 0
STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 1,086 1,000,000 PRN   OTR 2 0 1,000,000 0
TEREX CORP NEW NOTE 4.000% 6/0 880779AV5 15,131 7,515,000 PRN   OTR 1 0 7,515,000 0
TIME WARNER CABLE INC COM 88732J207 3,940 27,455 SH   OTR 1 0 27,455 0
TOLL BROS FIN CORP NOTE 0.500% 9/1 88947EAM2 759 750,000 PRN   OTR 2 0 750,000 0
TRAVELPORT WORLDWIDE LTD SHS G9019D104 19,087 1,159,622 SH   OTR 2 0 1,159,622 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 5,088 148,378 SH   OTR 1 0 148,378 0
TYSON FOODS INC UNIT 99/99/9999 902494301 5,036 100,000 SH   OTR 1 0 100,000 0
UNITED THERAPEUTICS CORP DEL NOTE 1.000% 9/1 91307CAF9 8,242 3,000,000 PRN   OTR 1 0 3,000,000 0
VIASYSTEMS GROUP INC COM PAR$.01 92553H803 155 9,900 SH   OTR 2 0 9,900 0
WALGREEN CO COM 931422109 380,771 6,424,340 SH   OTR   0 6,424,340 0
WALKER & DUNLOP INC COM 93148P102 7,192 541,196 SH   OTR 2 0 541,196 0
WALTER INVT MGMT CORP COM 93317W102 768 35,000 SH   OTR 2 0 35,000 0
WISDOMTREE TR INDIA ERNGS FD 97717W422 3,179 145,100 SH   OTR 1 0 145,100 0
WORKDAY INC NOTE 1.500% 7/1 98138HAD3 2,460 2,000,000 PRN   OTR 1 0 2,000,000 0
XILINX INC NOTE 2.625% 6/1 983919AF8 5,910 4,000,000 PRN   OTR 1 0 4,000,000 0
YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 987 26,685 SH   OTR 1 0 26,685 0