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
ALLERGAN PLC SHS G0177J108 13,219 42,300 SH   OTR 1 0 42,300 0
ALLERGAN PLC PFD CONV SER A G0177J116 8,438 8,200 SH   OTR 1 0 8,200 0
AMEDISYS INC COM 023436108 190,175 4,836,608 SH   OTR 2 0 4,836,608 0
AMERICAN INTL GROUP INC COM NEW 026874784 17,947 289,600 SH   OTR 1 0 289,600 0
AMERIPRISE FINL INC COM 03076C106 5,406 50,800 SH   OTR 1 0 50,800 0
BLACKROCK FLOAT RATE OME STR COM 09255X100 4,747 368,000 SH   OTR 1 0 368,000 0
CONCORDIA HEALTHCARE CORP COM 206519100 19,317 473,100 SH   OTR 1 0 473,100 0
EASTERLY GOVT PPTYS INC COM 27616P103 515 30,000 SH   OTR 1 0 30,000 0
ECLIPSE RES CORP COM 27890G100 20,120 11,054,844 SH   OTR 1 0 11,054,844 0
ELECTRONIC ARTS INC NOTE 0.750% 7/1 285512AA7 32,454 14,685,000 PRN   OTR 1 0 14,685,000 0
ENGILITY HLDGS INC NEW COM 29286C107 291,035 8,960,446 SH   OTR   0 8,960,446 0
FIDELITY NATL INFORMATION SV COM 31620M106 248,978 4,108,546 SH   OTR   0 4,108,546 0
GODADDY INC CL A 380237107 49,058 1,530,188 SH   OTR 2 0 1,530,188 0
GODADDY INC CL A 380237107 572,558 17,858,964 SH   OTR   0 17,858,964 0
GREATBATCH INC COM 39153L106 151,326 2,882,405 SH   OTR   0 2,882,405 0
GREATBATCH INC COM 39153L106 3,376 64,304 SH   OTR 2 0 64,304 0
HANGER INC COM NEW 41043F208 28,445 1,729,200 SH   OTR 1 0 1,729,200 0
HCA HOLDINGS INC COM 40412C101 1,007,013 14,890,037 SH   OTR   0 14,890,037 0
ILLUMINA INC NOTE 0.250% 3/1 452327AD1 7,789 3,414,000 PRN   OTR 1 0 3,414,000 0
INFINERA CORPORATION DBCV 1.750% 6/0 45667GAB9 5,312 3,000,000 PRN   OTR 1 0 3,000,000 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 4,198 16,380 SH   OTR 3 0 16,380 0
INVESCO DYNAMIC CR OPP FD COM 46132R104 671 63,600 SH   OTR 2 0 63,600 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 2,775 2,500,000 PRN   OTR 1 0 2,500,000 0
KKR & CO L P DEL COM UNITS 48248M102 72,761 4,667,166 SH   OTR 1 0 4,667,166 0
LIGAND PHARMACEUTICALS INC NOTE 0.750% 8/1 53220KAD0 6,232 4,000,000 PRN   OTR 1 0 4,000,000 0
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 17,754 1,022,680 SH   OTR 1 0 1,022,680 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 175,415 19,888,375 SH   OTR 1 0 19,888,375 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 11,797 7,500,000 PRN   OTR 1 0 7,500,000 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 63,453 26,987,000 PRN   OTR 1 0 26,987,000 0
NUVEEN CR STRATEGIES INCM FD COM SHS 67073D102 665 84,784 SH   OTR 2 0 84,784 0
NUVEEN FLOATING RATE INCOME COM 67072T108 2,132 208,200 SH   OTR 1 0 208,200 0
NUVEEN FLTNG RTE INCM OPP FD COM SHS 6706EN100 2,353 240,100 SH   OTR 1 0 240,100 0
NVIDIA CORP NOTE 1.000%12/0 67066GAC8 39,840 24,000,000 PRN   OTR 1 0 24,000,000 0
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 26,580 16,000,000 PRN   OTR 1 0 16,000,000 0
PENNEY J C INC COM 708160106 3,899 585,459 SH   OTR 1 0 585,459 0
PENNEY J C INC COM 708160106 33,229 4,989,327 SH   OTR 2 0 4,989,327 0
PENNYMAC MTG INVT TR COM 70931T103 6,994 458,300 SH   OTR 1 0 458,300 0
PRA HEALTH SCIENCES INC COM 69354M108 1,807,797 39,933,657 SH   OTR   0 39,933,657 0
PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 9,341 6,625,000 PRN   OTR 1 0 6,625,000 0
PROSHARES TR SHRT 20+YR TRE 74347X849 866 35,000 SH   OTR 1 0 35,000 0
PRUDENTIAL GLB SHT DUR HG YL COM 74433A109 1,311 92,659 SH   OTR 2 0 92,659 0
RIGNET INC COM 766582100 98,278 4,750,000 SH   OTR   0 4,750,000 0
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 2,719 59,059 SH   OTR 3 0 59,059 0
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 2,303 1,782,000 PRN   OTR 1 0 1,782,000 0
SPANSION LLC NOTE 2.000% 9/0 84649PAL9 18,094 10,000,000 PRN   OTR 1 0 10,000,000 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 6,116 30,000 SH Put OTR 1 0 30,000 0
STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 4,978 5,000,000 PRN   OTR 1 0 5,000,000 0
TEEKAY CORPORATION COM Y8564W103 1,151 116,600 SH   OTR 3 0 116,600 0
TESLA MTRS INC NOTE 1.500% 6/0 88160RAA9 5,867 3,000,000 PRN   OTR 1 0 3,000,000 0
TRANSCANADA CORP COM 89353D107 3,004 92,162 SH   OTR 3 0 92,162 0
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 17,706 6,861,000 PRN   OTR 1 0 6,861,000 0
VOYA PRIME RATE TR SH BEN INT 92913A100 5,815 1,149,227 SH   OTR 1 0 1,149,227 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 4,352,354 51,107,961 SH   OTR   0 51,107,961 0
WELLS FARGO INCOME OPPORTUNI COM SHS 94987B105 705 94,690 SH   OTR 2 0 94,690 0
WELLTOWER INC 6.50% PFD PREPET 95040Q203 28,558 469,700 SH   OTR 1 0 469,700 0
WILLBROS GROUP INC DEL COM 969203108 27,237 10,125,410 SH   OTR 2 0 10,125,410 0
XILINX INC NOTE 2.625% 6/1 983919AF8 9,765 6,000,000 PRN   OTR 1 0 6,000,000 0
ZIMMER BIOMET HLDGS INC COM 98956P102 772,466 7,529,640 SH   OTR   0 7,529,640 0