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 | 33,351 | 21,176,000 | PRN | OTR | 1 | 0 | 21,176,000 | 0 | |
| ALLERGAN PLC | SHS | G0177J108 | 40,028 | 244,700 | SH | Call | OTR | 1 | 0 | 244,700 | 0 |
| AMEDISYS INC | COM | 023436108 | 254,938 | 4,836,608 | SH | OTR | 2 | 0 | 4,836,608 | 0 | |
| AMERICAN RLTY CAP PPTYS INC | NOTE 3.000% 8/0 | 02917TAA2 | 15,158 | 15,147,000 | PRN | OTR | 1 | 0 | 15,147,000 | 0 | |
| AMERICAN TOWER CORP NEW | DEP PFD CONV SE | 03027X407 | 6,916 | 55,000 | SH | OTR | 1 | 0 | 55,000 | 0 | |
| ANTHEM INC | NOTE 2.750%10/1 | 94973VBG1 | 9,941 | 3,215,000 | PRN | OTR | 1 | 0 | 3,215,000 | 0 | |
| APOLLO COML REAL EST FIN INC | NOTE 5.500% 3/1 | 03762UAA3 | 5,481 | 5,050,000 | PRN | OTR | 1 | 0 | 5,050,000 | 0 | |
| ARES CAP CORP | NOTE 4.750% 1/1 | 04010LAJ2 | 30,760 | 30,742,000 | PRN | OTR | 1 | 0 | 30,742,000 | 0 | |
| BLACK HILLS CORP | UNIT 99/99/9999 | 092113125 | 49,720 | 751,961 | SH | OTR | 1 | 0 | 751,961 | 0 | |
| BROCADE COMMUNICATIONS SYS I | NOTE 1.375% 1/0 | 111621AQ1 | 175,485 | 172,552,000 | PRN | OTR | 1 | 0 | 172,552,000 | 0 | |
| COHERUS BIOSCIENCES INC | COM | 19249H103 | 26,884 | 3,055,055 | SH | OTR | 0 | 3,055,055 | 0 | ||
| CYPRESS SEMICONDUCTOR CORP | NOTE 4.500% 1/1 | 232806AM1 | 9,239 | 6,981,000 | PRN | OTR | 1 | 0 | 6,981,000 | 0 | |
| ECLIPSE RES CORP | COM | 27890G100 | 26,532 | 11,054,844 | SH | OTR | 1 | 0 | 11,054,844 | 0 | |
| ENGILITY HLDGS INC NEW | COM | 29286C107 | 254,208 | 8,960,446 | SH | OTR | 0 | 8,960,446 | 0 | ||
| ENTELLUS MED INC | COM | 29363K105 | 34,277 | 1,405,380 | SH | OTR | 0 | 1,405,380 | 0 | ||
| ENVISION HEALTHCARE CORP | COM | 29414D100 | 47,269 | 1,367,735 | SH | OTR | 2 | 0 | 1,367,735 | 0 | |
| GARDNER DENVER HLDGS INC | COM | 36555P107 | 4,110,873 | 121,157,473 | SH | OTR | 0 | 121,157,473 | 0 | ||
| GODADDY INC | CL A | 380237107 | 398,771 | 7,931,005 | SH | OTR | 0 | 7,931,005 | 0 | ||
| INTEGER HLDGS CORP | COM | 45826H109 | 130,573 | 2,882,405 | SH | OTR | 0 | 2,882,405 | 0 | ||
| JEFFERIES GROUP INC NEW | DBCV 3.875%11/0 | 472319AG7 | 19,702 | 19,700,000 | PRN | OTR | 1 | 0 | 19,700,000 | 0 | |
| KKR & CO L P DEL | COM UNITS | 48248M102 | 98,291 | 4,667,166 | SH | OTR | 1 | 0 | 4,667,166 | 0 | |
| KKR REAL ESTATE FIN TR INC | COM | 48251K100 | 475,410 | 23,758,616 | SH | OTR | 0 | 23,758,616 | 0 | ||
| LAUREATE EDUCATION INC | CL A | 518613203 | 48,429 | 3,571,428 | SH | OTR | 0 | 3,571,428 | 0 | ||
| NATIONAL HEALTH INVS INC | NOTE 3.250% 4/0 | 63633DAE4 | 4,471 | 3,982,000 | PRN | OTR | 1 | 0 | 3,982,000 | 0 | |
| NATIONAL VISION HLDGS INC | COM | 63845R107 | 1,765,539 | 43,475,462 | SH | OTR | 0 | 43,475,462 | 0 | ||
| NCR CORP NEW | COM | 62886E108 | 11,033 | 324,602 | SH | OTR | 1 | 0 | 324,602 | 0 | |
| NETSCOUT SYS INC | COM | 64115T104 | 47,321 | 1,554,047 | SH | OTR | 1 | 0 | 1,554,047 | 0 | |
| NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 138,121 | 24,941,000 | PRN | OTR | 1 | 0 | 24,941,000 | 0 | |
| NUVECTRA CORP | COM | 67075N108 | 7,456 | 960,802 | SH | OTR | 0 | 960,802 | 0 | ||
| OLD REP INTL CORP | NOTE 3.750% 3/1 | 680223AH7 | 1,078 | 778,000 | PRN | OTR | 1 | 0 | 778,000 | 0 | |
| PALO ALTO NETWORKS INC | NOTE 7/0 | 697435AB1 | 6,701 | 4,856,000 | PRN | OTR | 1 | 0 | 4,856,000 | 0 | |
| PQ GROUP HLDGS INC | COM | 73943T103 | 6,493 | 394,710 | SH | OTR | 2 | 0 | 394,710 | 0 | |
| PRA HEALTH SCIENCES INC | COM | 69354M108 | 1,201,758 | 13,195,984 | SH | OTR | 0 | 13,195,984 | 0 | ||
| PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 47,226 | 34,079,000 | PRN | OTR | 1 | 0 | 34,079,000 | 0 | |
| PRICELINE GRP INC | NOTE 1.000% 3/1 | 741503AQ9 | 110,622 | 58,793,000 | PRN | OTR | 1 | 0 | 58,793,000 | 0 | |
| PROSHARES TR | SHRT 20+YR TRE | 74347X849 | 1,056 | 48,300 | SH | OTR | 1 | 0 | 48,300 | 0 | |
| QUORUM HEALTH CORP | COM | 74909E106 | 18,650 | 2,988,781 | SH | OTR | 2 | 0 | 2,988,781 | 0 | |
| RED HAT INC | NOTE 0.250%10/0 | 756577AD4 | 31,504 | 19,016,000 | PRN | OTR | 1 | 0 | 19,016,000 | 0 | |
| RIGNET INC | COM | 766582100 | 71,013 | 4,750,000 | SH | OTR | 0 | 4,750,000 | 0 | ||
| SALESFORCE COM INC | NOTE 0.250% 4/0 | 79466LAD6 | 86,487 | 56,024,000 | PRN | OTR | 1 | 0 | 56,024,000 | 0 | |
| SOUTHWESTERN ENERGY CO | COM | 845467109 | 110 | 19,700 | SH | Call | OTR | 1 | 0 | 19,700 | 0 |
| SOUTHWESTERN ENERGY CO | DEP SHS 1/20 B | 845467208 | 1,428 | 120,000 | SH | OTR | 1 | 0 | 120,000 | 0 | |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 8,006 | 30,000 | SH | Put | OTR | 1 | 0 | 30,000 | 0 |
| STARWOOD PPTY TR INC | NOTE 4.000% 1/1 | 85571BAB1 | 32,308 | 29,426,000 | PRN | OTR | 1 | 0 | 29,426,000 | 0 | |
| TERADYNE INC | NOTE 1.250%12/1 | 880770AG7 | 6,332 | 4,361,000 | PRN | OTR | 1 | 0 | 4,361,000 | 0 | |
| TTM TECHNOLOGIES INC | NOTE 1.750%12/1 | 87305RAD1 | 8,853 | 5,030,000 | PRN | OTR | 1 | 0 | 5,030,000 | 0 | |
| VERSO CORP | CL A | 92531L207 | 176 | 10,023 | SH | OTR | 2 | 0 | 10,023 | 0 | |
| WARRIOR MET COAL INC | COM | 93627C101 | 102,404 | 4,071,745 | SH | OTR | 2 | 0 | 4,071,745 | 0 | |
| WELLTOWER INC | 6.50% PFD PREPET | 95040Q203 | 19,458 | 325,000 | SH | OTR | 1 | 0 | 325,000 | 0 | |
| WILDHORSE RESOURCE DEV CORP | COM | 96812T102 | 101,589 | 5,518,125 | SH | OTR | 0 | 5,518,125 | 0 | ||
| WILLBROS GROUP INC DEL | COM | 969203108 | 14,378 | 10,125,410 | SH | OTR | 2 | 0 | 10,125,410 | 0 | |
| WRIGHT MED GROUP N V | NOTE 2.250%11/1 | 98236JAB4 | 6,371 | 5,222,000 | PRN | OTR | 1 | 0 | 5,222,000 | 0 | |