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 | 38,506 | 21,750,000 | PRN | OTR | 1 | 0 | 21,750,000 | 0 | |
| AMEDISYS INC | COM | 023436108 | 270,657 | 4,836,608 | SH | OTR | 2 | 0 | 4,836,608 | 0 | |
| AMERICAN RLTY CAP PPTYS INC | NOTE 3.000% 8/0 | 02917TAA2 | 7,053 | 7,000,000 | PRN | OTR | 1 | 0 | 7,000,000 | 0 | |
| ARCONIC INC | 5.375% PFD B 1 | 03965L308 | 14,427 | 370,868 | SH | OTR | 1 | 0 | 370,868 | 0 | |
| ARES CAP CORP | NOTE 4.750% 1/1 | 04010LAJ2 | 1,720 | 1,709,000 | PRN | OTR | 1 | 0 | 1,709,000 | 0 | |
| BLACK HILLS CORP | UNIT 99/99/9999 | 092113125 | 47,179 | 626,961 | SH | OTR | 1 | 0 | 626,961 | 0 | |
| BROADSOFT INC | COM | 11133B409 | 42,614 | 847,194 | SH | OTR | 1 | 0 | 847,194 | 0 | |
| COHERUS BIOSCIENCES INC | COM | 19249H103 | 40,785 | 3,055,055 | SH | OTR | 0 | 3,055,055 | 0 | ||
| COMMUNITY HEALTH SYS INC NEW | COM | 203668108 | 22,502 | 2,929,988 | SH | OTR | 2 | 0 | 2,929,988 | 0 | |
| CYPRESS SEMICONDUCTOR CORP | NOTE 4.500% 1/1 | 232806AM1 | 7,794 | 6,000,000 | PRN | OTR | 1 | 0 | 6,000,000 | 0 | |
| ECLIPSE RES CORP | COM | 27890G100 | 27,637 | 11,054,844 | SH | OTR | 1 | 0 | 11,054,844 | 0 | |
| ENGILITY HLDGS INC NEW | COM | 29286C107 | 310,748 | 8,960,446 | SH | OTR | 0 | 8,960,446 | 0 | ||
| ENTELLUS MED INC | COM | 29363K105 | 25,943 | 1,405,380 | SH | OTR | 0 | 1,405,380 | 0 | ||
| GARDNER DENVER HLDGS INC | COM | 36555P107 | 4,029,158 | 146,408,353 | SH | OTR | 0 | 146,408,353 | 0 | ||
| GODADDY INC | CL A | 380237107 | 345,078 | 7,931,005 | SH | OTR | 0 | 7,931,005 | 0 | ||
| INTEGER HLDGS CORP | COM | 45826H109 | 147,435 | 2,882,405 | SH | OTR | 0 | 2,882,405 | 0 | ||
| JEFFERIES GROUP INC NEW | DBCV 3.875%11/0 | 472319AG7 | 1,506 | 1,500,000 | PRN | OTR | 1 | 0 | 1,500,000 | 0 | |
| KKR & CO L P DEL | COM UNITS | 48248M102 | 94,883 | 4,667,166 | SH | OTR | 1 | 0 | 4,667,166 | 0 | |
| KKR REAL ESTATE FIN TR INC | COM | 48251K100 | 499,881 | 23,758,616 | SH | OTR | 0 | 23,758,616 | 0 | ||
| LAUREATE EDUCATION INC | CL A | 518613203 | 51,964 | 3,571,428 | SH | OTR | 0 | 3,571,428 | 0 | ||
| LIGAND PHARMACEUTICALS INC | NOTE 0.750% 8/1 | 53220KAD0 | 12,653 | 7,000,000 | PRN | OTR | 1 | 0 | 7,000,000 | 0 | |
| NATIONAL HEALTH INVS INC | NOTE 3.250% 4/0 | 63633DAE4 | 7,169 | 6,268,000 | PRN | OTR | 1 | 0 | 6,268,000 | 0 | |
| NETSCOUT SYS INC | COM | 64115T104 | 50,273 | 1,554,047 | SH | OTR | 1 | 0 | 1,554,047 | 0 | |
| NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 70,567 | 13,039,000 | PRN | OTR | 1 | 0 | 13,039,000 | 0 | |
| NUANCE COMMUNICATIONS INC | NOTE 2.750%11/0 | 67020YAF7 | 3,096 | 3,095,000 | PRN | OTR | 1 | 0 | 3,095,000 | 0 | |
| NUVECTRA CORP | COM | 67075N108 | 12,740 | 960,802 | SH | OTR | 0 | 960,802 | 0 | ||
| PALO ALTO NETWORKS INC | NOTE 7/0 | 697435AB1 | 6,886 | 5,000,000 | PRN | OTR | 1 | 0 | 5,000,000 | 0 | |
| PQ GROUP HLDGS INC | COM | 73943T103 | 6,809 | 394,710 | SH | OTR | 2 | 0 | 394,710 | 0 | |
| PRA HEALTH SCIENCES INC | COM | 69354M108 | 1,005,138 | 13,195,984 | SH | OTR | 0 | 13,195,984 | 0 | ||
| PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 59,757 | 41,500,000 | PRN | OTR | 1 | 0 | 41,500,000 | 0 | |
| PRICELINE GRP INC | NOTE 1.000% 3/1 | 741503AQ9 | 62,205 | 32,170,000 | PRN | OTR | 1 | 0 | 32,170,000 | 0 | |
| PROSHARES TR | SHRT 20+YR TRE | 74347X849 | 1,345 | 60,000 | SH | OTR | 1 | 0 | 60,000 | 0 | |
| QUORUM HEALTH CORP | COM | 74909E106 | 14,783 | 2,853,781 | SH | OTR | 2 | 0 | 2,853,781 | 0 | |
| RED HAT INC | NOTE 0.250%10/0 | 756577AD4 | 10,721 | 7,000,000 | PRN | OTR | 1 | 0 | 7,000,000 | 0 | |
| RIGNET INC | COM | 766582100 | 81,700 | 4,750,000 | SH | OTR | 0 | 4,750,000 | 0 | ||
| SALESFORCE COM INC | NOTE 0.250% 4/0 | 79466LAD6 | 2,098 | 1,500,000 | PRN | OTR | 1 | 0 | 1,500,000 | 0 | |
| SERVICENOW INC | NOTE 11/0 | 81762PAB8 | 4,011 | 2,500,000 | PRN | OTR | 1 | 0 | 2,500,000 | 0 | |
| SOUTHWESTERN ENERGY CO | COM | 845467109 | 120 | 19,700 | SH | Call | OTR | 1 | 0 | 19,700 | 0 |
| SOUTHWESTERN ENERGY CO | DEP SHS 1/20 B | 845467208 | 285 | 20,000 | SH | OTR | 1 | 0 | 20,000 | 0 | |
| SPANSION LLC | NOTE 2.000% 9/0 | 84649PAL9 | 12,847 | 4,590,000 | PRN | OTR | 1 | 0 | 4,590,000 | 0 | |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 12,562 | 50,000 | SH | Put | OTR | 1 | 0 | 50,000 | 0 |
| STARWOOD PPTY TR INC | NOTE 4.000% 1/1 | 85571BAB1 | 31,317 | 28,150,000 | PRN | OTR | 1 | 0 | 28,150,000 | 0 | |
| STARWOOD PPTY TR INC | NOTE 3.750%10/1 | 85571BAC9 | 68,149 | 68,142,000 | PRN | OTR | 1 | 0 | 68,142,000 | 0 | |
| T MOBILE US INC | CONV PFD SER A | 872590203 | 320,004 | 3,202,925 | SH | OTR | 1 | 0 | 3,202,925 | 0 | |
| TTM TECHNOLOGIES INC | NOTE 1.750%12/1 | 87305RAD1 | 9,769 | 6,000,000 | PRN | OTR | 1 | 0 | 6,000,000 | 0 | |
| US FOODS HLDG CORP | COM | 912008109 | 533,407 | 19,977,772 | SH | OTR | 0 | 19,977,772 | 0 | ||
| VERSO CORP | CL A | 92531L207 | 51 | 10,023 | SH | OTR | 2 | 0 | 10,023 | 0 | |
| WARRIOR MET COAL INC | COM | 93627C101 | 95,971 | 4,071,745 | SH | OTR | 2 | 0 | 4,071,745 | 0 | |
| WELLTOWER INC | 6.50% PFD PREPET | 95040Q203 | 19,029 | 300,000 | SH | OTR | 1 | 0 | 300,000 | 0 | |
| WILLBROS GROUP INC DEL | COM | 969203108 | 32,604 | 10,125,410 | SH | OTR | 2 | 0 | 10,125,410 | 0 | |
| WORKDAY INC | NOTE 1.500% 7/1 | 98138HAD3 | 4,223 | 3,000,000 | PRN | OTR | 1 | 0 | 3,000,000 | 0 | |
| WRIGHT MED GROUP N V | NOTE 2.250%11/1 | 98236JAB4 | 7,252 | 5,376,000 | PRN | OTR | 1 | 0 | 5,376,000 | 0 | |