The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
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UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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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 |
| AMEDISYS INC | COM | 023436108 | 244,152 | 4,836,608 | SH | OTR | 2 | 0 | 4,836,608 | 0 | |
| AMERICAN INTL GROUP INC | COM NEW | 026874784 | 15,317 | 289,600 | SH | OTR | 1 | 0 | 289,600 | 0 | |
| BLACK HILLS CORP | UNIT 99/99/9999 | 092113125 | 20,881 | 297,753 | SH | OTR | 1 | 0 | 297,753 | 0 | |
| COHERUS BIOSCIENCES INC | COM | 19249H103 | 51,600 | 3,055,055 | SH | OTR | 0 | 3,055,055 | 0 | ||
| COMMUNITY HEALTH SYS INC NEW | COM | 203668108 | 41,896 | 3,476,806 | SH | OTR | 2 | 0 | 3,476,806 | 0 | |
| CONCORDIA INTL CORP | COM | 20653P102 | 53,513 | 2,484,364 | SH | OTR | 1 | 0 | 2,484,364 | 0 | |
| DOMINION RES INC VA NEW | UNIT 07/01/2016 | 25746U885 | 217,372 | 3,616,844 | SH | OTR | 1 | 0 | 3,616,844 | 0 | |
| ECLIPSE RES CORP | COM | 27890G100 | 36,923 | 11,054,844 | SH | OTR | 1 | 0 | 11,054,844 | 0 | |
| ELECTRONIC ARTS INC | NOTE 0.750% 7/1 | 285512AA7 | 95,438 | 41,540,000 | PRN | OTR | 1 | 0 | 41,540,000 | 0 | |
| ENGILITY HLDGS INC NEW | COM | 29286C107 | 189,245 | 8,960,446 | SH | OTR | 0 | 8,960,446 | 0 | ||
| FEDEX CORP | COM | 31428X106 | 4,098 | 27,000 | SH | Call | OTR | 1 | 0 | 27,000 | 0 |
| FRONTIER COMMUNICATIONS CORP | PFD CONV SER-A | 35906A207 | 4,741 | 50,000 | SH | OTR | 1 | 0 | 50,000 | 0 | |
| GODADDY INC | CL A | 380237107 | 483,988 | 15,517,400 | SH | OTR | 0 | 15,517,400 | 0 | ||
| GREATBATCH INC | COM | 39153L106 | 89,153 | 2,882,405 | SH | OTR | 0 | 2,882,405 | 0 | ||
| HCA HOLDINGS INC | COM | 40412C101 | 451,654 | 5,864,880 | SH | OTR | 0 | 5,864,880 | 0 | ||
| INTEGRATED DEVICE TECHNOLOGY | NOTE 0.875%11/1 | 458118AB2 | 1,948 | 2,000,000 | PRN | OTR | 1 | 0 | 2,000,000 | 0 | |
| INTERCONTINENTAL EXCHANGE IN | COM | 45866F104 | 7,794 | 30,451 | SH | OTR | 3 | 0 | 30,451 | 0 | |
| INVESCO DYNAMIC CR OPP FD | COM | 46132R104 | 701 | 63,600 | SH | OTR | 2 | 0 | 63,600 | 0 | |
| KKR & CO L P DEL | COM UNITS | 48248M102 | 57,593 | 4,667,166 | SH | OTR | 1 | 0 | 4,667,166 | 0 | |
| LIGAND PHARMACEUTICALS INC | NOTE 0.750% 8/1 | 53220KAD0 | 8,457 | 5,000,000 | PRN | OTR | 1 | 0 | 5,000,000 | 0 | |
| LUMBER LIQUIDATORS HLDGS INC | COM | 55003T107 | 18,006 | 1,167,680 | SH | OTR | 1 | 0 | 1,167,680 | 0 | |
| MARVELL TECHNOLOGY GROUP LTD | ORD | G5876H105 | 95,232 | 9,992,863 | SH | OTR | 1 | 0 | 9,992,863 | 0 | |
| MEDICINES CO | NOTE 2.500% 1/1 | 584688AE5 | 2,365 | 2,000,000 | PRN | OTR | 1 | 0 | 2,000,000 | 0 | |
| MOLINA HEALTHCARE INC | NOTE 1.125% 1/1 | 60855RAC4 | 10,793 | 8,000,000 | PRN | OTR | 1 | 0 | 8,000,000 | 0 | |
| NETSCOUT SYS INC | COM | 64115T104 | 59,948 | 2,694,311 | SH | OTR | 1 | 0 | 2,694,311 | 0 | |
| NEXTERA ENERGY INC | UNIT 09/01/2016 | 65339F861 | 115,826 | 1,736,255 | SH | OTR | 1 | 0 | 1,736,255 | 0 | |
| NUVECTRA CORP | COM | 67075N108 | 7,110 | 960,802 | SH | OTR | 0 | 960,802 | 0 | ||
| NUVEEN CR STRATEGIES INCM FD | COM SHS | 67073D102 | 685 | 84,784 | SH | OTR | 2 | 0 | 84,784 | 0 | |
| NVIDIA CORP | NOTE 1.000%12/0 | 67066GAC8 | 58,181 | 25,000,000 | PRN | OTR | 1 | 0 | 25,000,000 | 0 | |
| PALO ALTO NETWORKS INC | NOTE 7/0 | 697435AB1 | 5,115 | 4,000,000 | PRN | OTR | 1 | 0 | 4,000,000 | 0 | |
| PENNEY J C INC | COM | 708160106 | 53,185 | 5,989,327 | SH | OTR | 2 | 0 | 5,989,327 | 0 | |
| PIONEER NAT RES CO | COM | 723787107 | 1,662 | 10,990 | SH | OTR | 3 | 0 | 10,990 | 0 | |
| PRA HEALTH SCIENCES INC | COM | 69354M108 | 1,260,984 | 30,195,984 | SH | OTR | 0 | 30,195,984 | 0 | ||
| PRICELINE GRP INC | NOTE 1.000% 3/1 | 741503AQ9 | 4,853 | 3,500,000 | PRN | OTR | 1 | 0 | 3,500,000 | 0 | |
| PROSHARES TR | SHRT 20+YR TRE | 74347X849 | 737 | 35,000 | SH | OTR | 1 | 0 | 35,000 | 0 | |
| PRUDENTIAL GLB SHT DUR HG YL | COM | 74433A109 | 2,105 | 140,253 | SH | OTR | 2 | 0 | 140,253 | 0 | |
| RIGNET INC | COM | 766582100 | 63,603 | 4,750,000 | SH | OTR | 0 | 4,750,000 | 0 | ||
| ROYAL DUTCH SHELL PLC | SPON ADR B | 780259107 | 4,320 | 77,144 | SH | OTR | 3 | 0 | 77,144 | 0 | |
| SPANSION LLC | NOTE 2.000% 9/0 | 84649PAL9 | 23,985 | 12,000,000 | PRN | OTR | 1 | 0 | 12,000,000 | 0 | |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 20,948 | 100,000 | SH | Put | OTR | 1 | 0 | 100,000 | 0 |
| T MOBILE US INC | CONV PFD SER A | 872590203 | 5,519 | 75,000 | SH | OTR | 1 | 0 | 75,000 | 0 | |
| THERMO FISHER SCIENTIFIC INC | COM | 883556102 | 8,591 | 58,139 | SH | OTR | 3 | 0 | 58,139 | 0 | |
| TRANSCANADA CORP | COM | 89353D107 | 4,149 | 91,759 | SH | OTR | 3 | 0 | 91,759 | 0 | |
| US FOODS HLDG CORP | COM | 912008109 | 2,020,000 | 83,333,331 | SH | OTR | 0 | 83,333,331 | 0 | ||
| VERISIGN INC | SDCV 3.250% 8/1 | 92343EAD4 | 22,246 | 8,861,000 | PRN | OTR | 1 | 0 | 8,861,000 | 0 | |
| WALGREENS BOOTS ALLIANCE INC | COM | 931427108 | 3,039,840 | 36,505,823 | SH | OTR | 0 | 36,505,823 | 0 | ||
| WELLPOINT INC | NOTE 2.750%10/1 | 94973VBG1 | 5,956 | 3,250,000 | PRN | OTR | 1 | 0 | 3,250,000 | 0 | |
| WELLS FARGO INCOME OPPORTUNI | WF INC OPPTY FD | 94987B105 | 894 | 113,146 | SH | OTR | 2 | 0 | 113,146 | 0 | |
| WELLTOWER INC | 6.50% PFD PREPET | 95040Q203 | 22,035 | 325,000 | SH | OTR | 1 | 0 | 325,000 | 0 | |
| WILLBROS GROUP INC DEL | COM | 969203108 | 25,617 | 10,125,410 | SH | OTR | 2 | 0 | 10,125,410 | 0 | |
| ZIMMER BIOMET HLDGS INC | COM | 98956P102 | 453,209 | 3,764,820 | SH | OTR | 0 | 3,764,820 | 0 | ||