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 | 38,362 | 21,750,000 | PRN | OTR | 1 | 0 | 21,750,000 | 0 | |
| AMEDISYS INC | COM | 023436108 | 303,787 | 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 | |
| ANTHEM INC | NOTE 2.750%10/1 | 94973VBG1 | 5,142 | 2,000,000 | PRN | OTR | 1 | 0 | 2,000,000 | 0 | |
| ARCH COAL INC | CL A | 039380407 | 2,055 | 30,094 | SH | OTR | 2 | 0 | 30,094 | 0 | |
| BECTON DICKINSON & CO | PFD SHS CONV A | 075887208 | 6,848 | 125,000 | SH | OTR | 1 | 0 | 125,000 | 0 | |
| BLACK HILLS CORP | UNIT 99/99/9999 | 092113125 | 46,339 | 626,961 | SH | OTR | 1 | 0 | 626,961 | 0 | |
| BROADSOFT INC | COM | 11133B409 | 36,472 | 847,194 | SH | OTR | 1 | 0 | 847,194 | 0 | |
| COHERUS BIOSCIENCES INC | COM | 19249H103 | 43,840 | 3,055,055 | SH | OTR | 0 | 3,055,055 | 0 | ||
| COMMUNITY HEALTH SYS INC NEW | COM | 203668108 | 31,922 | 3,204,988 | SH | OTR | 2 | 0 | 3,204,988 | 0 | |
| ECLIPSE RES CORP | COM | 27890G100 | 31,617 | 11,054,844 | SH | OTR | 1 | 0 | 11,054,844 | 0 | |
| ENGILITY HLDGS INC NEW | COM | 29286C107 | 254,477 | 8,960,446 | SH | OTR | 0 | 8,960,446 | 0 | ||
| ENVISION HEALTHCARE CORP | PFD CNV 5.25% A1 | 29414D209 | 4,373 | 38,452 | SH | OTR | 1 | 0 | 38,452 | 0 | |
| GARDNER DENVER HLDGS INC | COM | 36555P107 | 3,163,885 | 146,408,353 | SH | OTR | 0 | 146,408,353 | 0 | ||
| GODADDY INC | CL A | 380237107 | 453,696 | 10,695,328 | SH | OTR | 0 | 10,695,328 | 0 | ||
| INTEGER HLDGS CORP | COM | 45826H109 | 124,664 | 2,882,405 | SH | OTR | 0 | 2,882,405 | 0 | ||
| INTERDIGITAL INC | NOTE 1.500% 3/0 | 458660AD9 | 9,818 | 8,000,000 | PRN | OTR | 1 | 0 | 8,000,000 | 0 | |
| KKR & CO L P DEL | COM UNITS | 48248M102 | 86,809 | 4,667,166 | SH | OTR | 1 | 0 | 4,667,166 | 0 | |
| LAUREATE EDUCATION INC | CL A | 518613203 | 62,607 | 3,571,428 | SH | OTR | 0 | 3,571,428 | 0 | ||
| LIGAND PHARMACEUTICALS INC | NOTE 0.750% 8/1 | 53220KAD0 | 11,685 | 7,000,000 | PRN | OTR | 1 | 0 | 7,000,000 | 0 | |
| MOLINA HEALTHCARE INC | NOTE 1.125% 1/1 | 60855RAC4 | 3,549 | 2,000,000 | PRN | OTR | 1 | 0 | 2,000,000 | 0 | |
| NATIONAL HEALTH INVS INC | NOTE 3.250% 4/0 | 63633DAE4 | 4,491 | 3,868,000 | PRN | OTR | 1 | 0 | 3,868,000 | 0 | |
| NETSCOUT SYS INC | COM | 64115T104 | 53,459 | 1,554,047 | SH | OTR | 1 | 0 | 1,554,047 | 0 | |
| NEWMONT MINING CORP | NOTE 1.625% 7/1 | 651639AJ5 | 27,377 | 27,380,000 | PRN | OTR | 1 | 0 | 27,380,000 | 0 | |
| NOMAD FOODS LTD | USD ORD SHS | G6564A105 | 24,738 | 1,753,200 | SH | OTR | 2 | 0 | 1,753,200 | 0 | |
| NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 62,547 | 14,869,000 | PRN | OTR | 1 | 0 | 14,869,000 | 0 | |
| NUVECTRA CORP | COM | 67075N108 | 12,759 | 960,802 | SH | OTR | 0 | 960,802 | 0 | ||
| PRA HEALTH SCIENCES INC | COM | 69354M108 | 1,702,426 | 22,695,984 | SH | OTR | 0 | 22,695,984 | 0 | ||
| PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 53,066 | 36,000,000 | PRN | OTR | 1 | 0 | 36,000,000 | 0 | |
| PROSHARES TR | SHRT 20+YR TRE | 74347X849 | 1,349 | 60,000 | SH | OTR | 1 | 0 | 60,000 | 0 | |
| QUORUM HEALTH CORP | COM | 74909E106 | 11,843 | 2,853,781 | SH | OTR | 2 | 0 | 2,853,781 | 0 | |
| RIGNET INC | COM | 766582100 | 76,238 | 4,750,000 | SH | OTR | 0 | 4,750,000 | 0 | ||
| SPANSION LLC | NOTE 2.000% 9/0 | 84649PAL9 | 16,735 | 6,090,000 | PRN | OTR | 1 | 0 | 6,090,000 | 0 | |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 24 | 100 | SH | Put | OTR | 1 | 0 | 100 | 0 |
| STARWOOD PPTY TR INC | NOTE 3.750%10/1 | 85571BAC9 | 14,271 | 14,200,000 | PRN | OTR | 1 | 0 | 14,200,000 | 0 | |
| STARWOOD PPTY TR INC | NOTE 4.000% 1/1 | 85571BAB1 | 31,774 | 27,750,000 | PRN | OTR | 1 | 0 | 27,750,000 | 0 | |
| T MOBILE US INC | CONV PFD SER A | 872590203 | 185,404 | 1,879,601 | SH | OTR | 1 | 0 | 1,879,601 | 0 | |
| TTM TECHNOLOGIES INC | NOTE 1.750%12/1 | 87305RAD1 | 16,450 | 8,756,000 | PRN | OTR | 1 | 0 | 8,756,000 | 0 | |
| TYSON FOODS INC | UNIT 99/99/9999 | 902494301 | 12,795 | 188,769 | SH | OTR | 1 | 0 | 188,769 | 0 | |
| US FOODS HLDG CORP | COM | 912008109 | 1,088,195 | 39,977,772 | SH | OTR | 0 | 39,977,772 | 0 | ||
| VISTRA ENERGY CORP | COM | 92840M102 | 3,261 | 194,247 | SH | OTR | 2 | 0 | 194,247 | 0 | |
| WARRIOR MET COAL INC | COM | 93627C101 | 69,749 | 4,071,745 | SH | OTR | 2 | 0 | 4,071,745 | 0 | |
| WELLTOWER INC | 6.50% PFD PREPET | 95040Q203 | 21,535 | 325,000 | SH | OTR | 1 | 0 | 325,000 | 0 | |
| WILLBROS GROUP INC DEL | COM | 969203108 | 25,010 | 10,125,410 | SH | OTR | 2 | 0 | 10,125,410 | 0 | |
| WORKDAY INC | NOTE 1.500% 7/1 | 98138HAD3 | 4,037 | 3,000,000 | PRN | OTR | 1 | 0 | 3,000,000 | 0 | |