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 |
| ADVANCED MICRO DEVICES INC | NOTE 2.125% 9/0 | 007903BD8 | 12,633 | 7,874,000 | PRN | OTR | 1 | 0 | 7,874,000 | 0 | |
| AETNA INC NEW | COM | 00817Y108 | 2,894 | 23,333 | SH | OTR | 3 | 0 | 23,333 | 0 | |
| AMEDISYS INC | COM | 023436108 | 206,185 | 4,836,608 | SH | OTR | 2 | 0 | 4,836,608 | 0 | |
| ANTHEM INC | NOTE 2.750%10/1 | 94973VBG1 | 6,542 | 3,250,000 | PRN | OTR | 1 | 0 | 3,250,000 | 0 | |
| ARCH COAL INC | CL A | 039380407 | 2,349 | 30,094 | SH | OTR | 2 | 0 | 30,094 | 0 | |
| BLACK HILLS CORP | UNIT 99/99/9999 | 092113125 | 30,768 | 446,753 | SH | OTR | 1 | 0 | 446,753 | 0 | |
| COHERUS BIOSCIENCES INC | COM | 19249H103 | 86,000 | 3,055,055 | SH | OTR | 0 | 3,055,055 | 0 | ||
| COMMUNITY HEALTH SYS INC NEW | COM | 203668108 | 17,916 | 3,204,988 | SH | OTR | 2 | 0 | 3,204,988 | 0 | |
| CONCORDIA INTERNATIONAL CORP | COM | 20653P102 | 5,062 | 2,387,899 | SH | OTR | 1 | 0 | 2,387,899 | 0 | |
| ECLIPSE RES CORP | COM | 27890G100 | 29,516 | 11,054,844 | SH | OTR | 1 | 0 | 11,054,844 | 0 | |
| ENGILITY HLDGS INC NEW | COM | 29286C107 | 301,967 | 8,960,446 | SH | OTR | 0 | 8,960,446 | 0 | ||
| EPR PPTYS | PFD C CNV 5.75% | 26884U208 | 2,846 | 100,000 | SH | OTR | 1 | 0 | 100,000 | 0 | |
| GODADDY INC | CL A | 380237107 | 542,333 | 15,517,400 | SH | OTR | 0 | 15,517,400 | 0 | ||
| GREAT PLAINS ENERGY INC | DEP SHS 1/20 B | 391164878 | 6,325 | 125,000 | SH | OTR | 1 | 0 | 125,000 | 0 | |
| HCA HOLDINGS INC | COM | 40412C101 | 388,480 | 5,248,316 | SH | OTR | 0 | 5,248,316 | 0 | ||
| HUMANA INC | COM | 444859102 | 1,598 | 7,833 | SH | OTR | 3 | 0 | 7,833 | 0 | |
| INTEGER HLDGS CORP | COM | 45826H109 | 84,887 | 2,882,405 | SH | OTR | 0 | 2,882,405 | 0 | ||
| INTERCONTINENTAL EXCHANGE IN | COM | 45866F104 | 10,280 | 182,207 | SH | OTR | 3 | 0 | 182,207 | 0 | |
| INVESCO DYNAMIC CR OPP FD | COM | 46132R104 | 782 | 63,600 | SH | OTR | 2 | 0 | 63,600 | 0 | |
| J2 GLOBAL INC | NOTE 3.250% 6/1 | 48123VAC6 | 1,992 | 1,500,000 | PRN | OTR | 1 | 0 | 1,500,000 | 0 | |
| KKR & CO L P DEL | COM UNITS | 48248M102 | 71,828 | 4,667,166 | SH | OTR | 1 | 0 | 4,667,166 | 0 | |
| LABORATORY CORP AMER HLDGS | COM NEW | 50540R409 | 5,408 | 42,125 | SH | OTR | 3 | 0 | 42,125 | 0 | |
| LIBERTY INTERACTIVE LLC | DEB 1.750% 9/3 | 530610AD6 | 1,356 | 1,250,000 | PRN | OTR | 1 | 0 | 1,250,000 | 0 | |
| LIGAND PHARMACEUTICALS INC | NOTE 0.750% 8/1 | 53220KAD0 | 7,550 | 5,000,000 | PRN | OTR | 1 | 0 | 5,000,000 | 0 | |
| LUMBER LIQUIDATORS HLDGS INC | COM | 55003T107 | 18,256 | 1,159,820 | SH | OTR | 1 | 0 | 1,159,820 | 0 | |
| MEDICINES CO | NOTE 2.500% 1/1 | 584688AE5 | 2,513 | 2,000,000 | PRN | OTR | 1 | 0 | 2,000,000 | 0 | |
| MOLINA HEALTHCARE INC | NOTE 1.125% 1/1 | 60855RAC4 | 14,400 | 10,000,000 | PRN | OTR | 1 | 0 | 10,000,000 | 0 | |
| NETSCOUT SYS INC | COM | 64115T104 | 84,871 | 2,694,311 | SH | OTR | 1 | 0 | 2,694,311 | 0 | |
| NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 49,635 | 15,462,000 | PRN | OTR | 1 | 0 | 15,462,000 | 0 | |
| NUVECTRA CORP | COM | 67075N108 | 4,833 | 960,802 | SH | OTR | 0 | 960,802 | 0 | ||
| NUVEEN CR STRATEGIES INCM FD | COM SHS | 67073D102 | 750 | 84,784 | SH | OTR | 2 | 0 | 84,784 | 0 | |
| NVIDIA CORP | NOTE 1.000%12/0 | 67066GAC8 | 353,952 | 66,547,000 | PRN | OTR | 1 | 0 | 66,547,000 | 0 | |
| PALO ALTO NETWORKS INC | NOTE 7/0 | 697435AB1 | 6,398 | 5,000,000 | PRN | OTR | 1 | 0 | 5,000,000 | 0 | |
| PENNEY J C INC | COM | 708160106 | 29,272 | 3,522,527 | SH | OTR | 2 | 0 | 3,522,527 | 0 | |
| PFIZER INC | COM | 717081103 | 4,612 | 142,000 | SH | OTR | 3 | 0 | 142,000 | 0 | |
| PRA HEALTH SCIENCES INC | COM | 69354M108 | 1,251,003 | 22,695,984 | SH | OTR | 0 | 22,695,984 | 0 | ||
| PRICELINE GRP INC | NOTE 1.000% 3/1 | 741503AQ9 | 8,660 | 5,500,000 | PRN | OTR | 1 | 0 | 5,500,000 | 0 | |
| PROSHARES TR | SHRT 20+YR TRE | 74347X849 | 836 | 35,000 | SH | OTR | 1 | 0 | 35,000 | 0 | |
| PRUDENTIAL GLB SHT DUR HG YL | COM | 74433A109 | 2,088 | 140,253 | SH | OTR | 2 | 0 | 140,253 | 0 | |
| QUORUM HEALTH CORP | COM | 74909E106 | 2,007 | 276,117 | SH | OTR | 2 | 0 | 276,117 | 0 | |
| RIGNET INC | COM | 766582100 | 109,963 | 4,750,000 | SH | OTR | 0 | 4,750,000 | 0 | ||
| SELECT SECTOR SPDR TR | SBI INT-FINL | 81369Y605 | 2,187 | 94,059 | SH | OTR | 3 | 0 | 94,059 | 0 | |
| SPANSION LLC | NOTE 2.000% 9/0 | 84649PAL9 | 11,235 | 5,000,000 | PRN | OTR | 1 | 0 | 5,000,000 | 0 | |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 4,471 | 20,000 | SH | Put | OTR | 1 | 0 | 20,000 | 0 |
| STARWOOD PPTY TR INC | NOTE 4.000% 1/1 | 85571BAB1 | 4,446 | 4,000,000 | PRN | OTR | 1 | 0 | 4,000,000 | 0 | |
| T MOBILE US INC | CONV PFD SER A | 872590203 | 85,108 | 901,182 | SH | OTR | 1 | 0 | 901,182 | 0 | |
| UNITED THERAPEUTICS CORP DEL | COM | 91307C102 | 3,944 | 27,500 | SH | OTR | 3 | 0 | 27,500 | 0 | |
| US FOODS HLDG CORP | COM | 912008109 | 2,290,000 | 83,333,331 | SH | OTR | 0 | 83,333,331 | 0 | ||
| VERISIGN INC | SDCV 3.250% 8/1 | 92343EAD4 | 15,564 | 6,936,000 | PRN | OTR | 1 | 0 | 6,936,000 | 0 | |
| WELLS FARGO INCOME OPPORTUNI | WF INC OPPTY FD | 94987B105 | 959 | 113,146 | SH | OTR | 2 | 0 | 113,146 | 0 | |
| WELLTOWER INC | 6.50% PFD PREPET | 95040Q203 | 22,568 | 375,000 | SH | OTR | 1 | 0 | 375,000 | 0 | |
| WILLBROS GROUP INC DEL | COM | 969203108 | 32,806 | 10,125,410 | SH | OTR | 2 | 0 | 10,125,410 | 0 | |
| XILINX INC | NOTE 2.625% 6/1 | 983919AF8 | 23,148 | 10,828,000 | PRN | OTR | 1 | 0 | 10,828,000 | 0 | |