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 19,298 72,000 SH Call OTR 1 0 72,000 0
AMEDISYS INC COM 023436108 233,802 4,836,608 SH   OTR 2 0 4,836,608 0
AMERICAN INTL GROUP INC COM NEW 026874784 15,653 289,600 SH   OTR 1 0 289,600 0
CAMERON INTERNATIONAL CORP COM 13342B105 2,320 34,608 SH   OTR 3 0 34,608 0
CONCORDIA HEALTHCARE CORP COM 206519100 63,600 2,484,364 SH   OTR 1 0 2,484,364 0
DOMINION RES INC VA NEW UNIT 04/01/2013 25746U703 54,310 926,000 SH   OTR 1 0 926,000 0
ECLIPSE RES CORP COM 27890G100 15,919 11,054,844 SH   OTR 1 0 11,054,844 0
ELECTRONIC ARTS INC NOTE 0.750% 7/1 285512AA7 28,646 13,820,000 PRN   OTR 1 0 13,820,000 0
ENGILITY HLDGS INC NEW COM 29286C107 168,098 8,960,446 SH   OTR   0 8,960,446 0
FIDELITY NATL INFORMATION SV COM 31620M106 173,408 2,739,030 SH   OTR   0 2,739,030 0
FRONTIER COMMUNICATIONS CORP PFD CONV SER-A 35906A207 1,566 15,000 SH   OTR 1 0 15,000 0
GILEAD SCIENCES INC NOTE 1.625% 5/0 375558AP8 69,457 17,003,000 PRN   OTR 1 0 17,003,000 0
GODADDY INC CL A 380237107 577,380 17,858,964 SH   OTR   0 17,858,964 0
GREATBATCH INC COM 39153L106 102,729 2,882,405 SH   OTR   0 2,882,405 0
GREATBATCH INC COM 39153L106 2,292 64,304 SH   OTR 2 0 64,304 0
HANGER INC COM NEW 41043F208 20,933 3,220,476 SH   OTR 1 0 3,220,476 0
HCA HOLDINGS INC COM 40412C101 1,162,167 14,890,037 SH   OTR   0 14,890,037 0
INTEGRATED DEVICE TECHNOLOGY NOTE 0.875%11/1 458118AB2 1,881 2,000,000 PRN   OTR 1 0 2,000,000 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 6,111 25,989 SH   OTR 3 0 25,989 0
INVESCO DYNAMIC CR OPP FD COM 46132R104 684 63,600 SH   OTR 2 0 63,600 0
KKR & CO L P DEL COM UNITS 48248M102 68,561 4,667,166 SH   OTR 1 0 4,667,166 0
LAM RESEARCH CORP NOTE 0.500% 5/1 512807AJ7 16,322 12,171,000 PRN   OTR 1 0 12,171,000 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 1,496 1,500,000 PRN   OTR 1 0 1,500,000 0
LIGAND PHARMACEUTICALS INC NOTE 0.750% 8/1 53220KAD0 4,441 3,000,000 PRN   OTR 1 0 3,000,000 0
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 15,320 1,167,680 SH   OTR 1 0 1,167,680 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 205,049 19,888,375 SH   OTR 1 0 19,888,375 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 15,950 10,000,000 PRN   OTR 1 0 10,000,000 0
NETSCOUT SYS INC COM 64115T104 17,095 744,213 SH   OTR 1 0 744,213 0
NEXTERA ENERGY INC UNIT 09/01/2016 65339F861 40,870 671,100 SH   OTR 1 0 671,100 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 65,648 26,996,000 PRN   OTR 1 0 26,996,000 0
NUVECTRA CORP COM 67075N108 5,198 960,801 SH   OTR   0 960,801 0
NUVECTRA CORP COM 67075N108 116 21,435 SH   OTR 2 0 21,435 0
NUVEEN CR STRATEGIES INCM FD COM SHS 67073D102 671 84,784 SH   OTR 2 0 84,784 0
NVIDIA CORP NOTE 1.000%12/0 67066GAC8 48,185 26,996,000 PRN   OTR 1 0 26,996,000 0
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 6,217 4,000,000 PRN   OTR 1 0 4,000,000 0
PENNEY J C INC COM 708160106 55,182 4,989,327 SH   OTR 2 0 4,989,327 0
PRA HEALTH SCIENCES INC COM 69354M108 1,501,033 35,103,676 SH   OTR   0 35,103,676 0
PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 8,605 6,000,000 PRN   OTR 1 0 6,000,000 0
PROSHARES TR SHRT 20+YR TRE 74347X849 793 35,000 SH   OTR 1 0 35,000 0
PRUDENTIAL GLB SHT DUR HG YL COM 74433A109 1,473 98,959 SH   OTR 2 0 98,959 0
RIGNET INC COM 766582100 64,980 4,750,000 SH   OTR   0 4,750,000 0
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 2,905 59,059 SH   OTR 3 0 59,059 0
SPANSION LLC NOTE 2.000% 9/0 84649PAL9 22,400 14,000,000 PRN   OTR 1 0 14,000,000 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 4,624 22,500 SH Call OTR 1 0 22,500 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 9,248 45,000 SH Put OTR 1 0 45,000 0
SUNSTONE HOTEL INVS INC NEW CV 8% CUM PFD-D 867892507 4,419 176,608 SH   OTR 1 0 176,608 0
TRANSCANADA CORP COM 89353D107 2,804 71,339 SH   OTR 3 0 71,339 0
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 17,667 6,861,000 PRN   OTR 1 0 6,861,000 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 4,305,335 51,107,961 SH   OTR   0 51,107,961 0
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 7,645 4,000,000 PRN   OTR 1 0 4,000,000 0
WELLS FARGO INCOME OPPORTUNI WF INC OPPTY FD 94987B105 857 113,146 SH   OTR 2 0 113,146 0
WELLTOWER INC 6.50% PFD PREPET 95040Q203 23,288 375,000 SH   OTR 1 0 375,000 0
WILLBROS GROUP INC DEL COM 969203108 21,567 10,125,410 SH   OTR 2 0 10,125,410 0
XILINX INC NOTE 2.625% 6/1 983919AF8 4,953 3,000,000 PRN   OTR 1 0 3,000,000 0
ZIMMER BIOMET HLDGS INC COM 98956P102 802,886 7,529,640 SH   OTR   0 7,529,640 0