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 |
| ACXIOM CORP | COM | 005125109 | 7,665 | 337,500 | SH | OTR | 1 | 0 | 337,500 | 0 | |
| ADVANCED MICRO DEVICES INC | NOTE 2.125% 9/0 | 007903BD8 | 24,215 | 16,500,000 | PRN | OTR | 1 | 0 | 16,500,000 | 0 | |
| AMEDISYS INC | COM | 023436108 | 291,841 | 4,836,608 | SH | OTR | 2 | 0 | 4,836,608 | 0 | |
| AMERICAN RLTY CAP PPTYS INC | NOTE 3.000% 8/0 | 02917TAA2 | 27,133 | 27,147,000 | PRN | OTR | 1 | 0 | 27,147,000 | 0 | |
| ANTHEM INC | NOTE 2.750%10/1 | 94973VBG1 | 16,474 | 5,415,000 | PRN | OTR | 1 | 0 | 5,415,000 | 0 | |
| APOLLO COML REAL EST FIN INC | NOTE 5.500% 3/1 | 03762UAA3 | 9,552 | 8,895,000 | PRN | OTR | 1 | 0 | 8,895,000 | 0 | |
| BLACK HILLS CORP | UNIT 99/99/9999 | 092113125 | 6,020 | 100,000 | SH | OTR | 1 | 0 | 100,000 | 0 | |
| COHERUS BIOSCIENCES INC | COM | 19249H103 | 33,758 | 3,055,055 | SH | OTR | 0 | 3,055,055 | 0 | ||
| CYPRESS SEMICONDUCTOR CORP | NOTE 4.500% 1/1 | 232806AM1 | 19,372 | 14,000,000 | PRN | OTR | 1 | 0 | 14,000,000 | 0 | |
| DYCOM INDS INC | NOTE 0.750% 9/1 | 267475AB7 | 2,476 | 2,000,000 | PRN | OTR | 1 | 0 | 2,000,000 | 0 | |
| ECLIPSE RES CORP | COM | 27890G100 | 15,919 | 11,054,844 | SH | OTR | 1 | 0 | 11,054,844 | 0 | |
| ENGILITY HLDGS INC NEW | COM | 29286C107 | 218,635 | 8,960,446 | SH | OTR | 0 | 8,960,446 | 0 | ||
| ENVISION HEALTHCARE CORP | COM | 29414D100 | 108,515 | 2,823,710 | SH | OTR | 2 | 0 | 2,823,710 | 0 | |
| GARDNER DENVER HLDGS INC | COM | 36555P107 | 3,717,111 | 121,157,473 | SH | OTR | 0 | 121,157,473 | 0 | ||
| GODADDY INC | CL A | 380237107 | 340,990 | 5,551,771 | SH | OTR | 0 | 5,551,771 | 0 | ||
| GUIDEWIRE SOFTWARE INC | NOTE 1.250% 3/1 | 40171VAA8 | 3,917 | 4,000,000 | PRN | OTR | 1 | 0 | 4,000,000 | 0 | |
| INTEGER HLDGS CORP | COM | 45826H109 | 110,276 | 1,950,063 | SH | OTR | 0 | 1,950,063 | 0 | ||
| INTEGRATED DEVICE TECHNOLOGY | NOTE 0.875%11/1 | 458118AC0 | 4,447 | 4,000,000 | PRN | OTR | 1 | 0 | 4,000,000 | 0 | |
| J2 GLOBAL INC | NOTE 3.250% 6/1 | 48123VAC6 | 6,347 | 5,000,000 | PRN | OTR | 1 | 0 | 5,000,000 | 0 | |
| KKR & CO L P DEL | COM UNITS | 48248M102 | 94,743 | 4,667,166 | SH | OTR | 1 | 0 | 4,667,166 | 0 | |
| KKR REAL ESTATE FIN TR INC | COM | 48251K100 | 476,598 | 23,758,616 | SH | OTR | 0 | 23,758,616 | 0 | ||
| LAUREATE EDUCATION INC | CL A | 518613203 | 49,107 | 3,571,428 | SH | OTR | 0 | 3,571,428 | 0 | ||
| LIBERTY MEDIA CORP DELAWARE | NOTE 1.000% 1/3 | 531229AF9 | 17,120 | 16,285,000 | PRN | OTR | 1 | 0 | 16,285,000 | 0 | |
| MADISON SQUARE GARDEN CO NEW | CL A | 55825T103 | 40,293 | 163,925 | SH | OTR | 1 | 0 | 163,925 | 0 | |
| NATIONAL VISION HLDGS INC | COM | 63845R107 | 1,046,795 | 32,398,495 | SH | OTR | 0 | 32,398,495 | 0 | ||
| NUVECTRA CORP | COM | 67075N108 | 7,014 | 538,700 | SH | OTR | 0 | 538,700 | 0 | ||
| PALO ALTO NETWORKS INC | NOTE 7/0 | 697435AB1 | 12,754 | 7,856,000 | PRN | OTR | 1 | 0 | 7,856,000 | 0 | |
| PQ GROUP HLDGS INC | COM | 73943T103 | 5,514 | 394,710 | SH | OTR | 2 | 0 | 394,710 | 0 | |
| PRA HEALTH SCIENCES INC | COM | 69354M108 | 1,094,739 | 13,195,984 | SH | OTR | 0 | 13,195,984 | 0 | ||
| PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 56,811 | 35,819,000 | PRN | OTR | 1 | 0 | 35,819,000 | 0 | |
| PROSHARES TR | SHRT 20+YR TRE | 74347X849 | 1,096 | 48,300 | SH | OTR | 1 | 0 | 48,300 | 0 | |
| QUIDEL CORP | NOTE 3.250%12/1 | 74838JAA9 | 6,987 | 4,000,000 | PRN | OTR | 1 | 0 | 4,000,000 | 0 | |
| QUORUM HEALTH CORP | COM | 74909E106 | 24,448 | 2,988,781 | SH | OTR | 2 | 0 | 2,988,781 | 0 | |
| RIGNET INC | COM | 766582100 | 64,600 | 4,750,000 | SH | OTR | 0 | 4,750,000 | 0 | ||
| SILICON LABORATORIES INC | NOTE 1.375% 3/0 | 826919AB8 | 4,574 | 4,000,000 | PRN | OTR | 1 | 0 | 4,000,000 | 0 | |
| STARWOOD PPTY TR INC | NOTE 4.000% 1/1 | 85571BAB1 | 7,261 | 6,750,000 | PRN | OTR | 1 | 0 | 6,750,000 | 0 | |
| TERADYNE INC | NOTE 1.250%12/1 | 880770AG7 | 16,426 | 10,701,000 | PRN | OTR | 1 | 0 | 10,701,000 | 0 | |
| TTM TECHNOLOGIES INC | NOTE 1.750%12/1 | 87305RAD1 | 17,235 | 10,241,000 | PRN | OTR | 1 | 0 | 10,241,000 | 0 | |
| VERSO CORP | CL A | 92531L207 | 169 | 10,023 | SH | OTR | 2 | 0 | 10,023 | 0 | |
| VICI PPTYS INC | COM | 925652109 | 19,751 | 1,078,120 | SH | OTR | 2 | 0 | 1,078,120 | 0 | |
| WARRIOR MET COAL INC | COM | 93627C101 | 114,050 | 4,071,745 | SH | OTR | 2 | 0 | 4,071,745 | 0 | |
| WILDHORSE RESOURCE DEV CORP | COM | 96812T102 | 81,100 | 4,248,276 | SH | OTR | 0 | 4,248,276 | 0 | ||