The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
|
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
|
||||||||||||||||
| 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 | 57,894 | 1,933,007 | SH | OTR | 1 | 0 | 1,933,007 | 0 | |
| ADVANCED MICRO DEVICES INC | NOTE 2.125% 9/0 | 007903BD8 | 36,415 | 18,000,000 | PRN | OTR | 1 | 0 | 18,000,000 | 0 | |
| AMEDISYS INC | COM | 023436108 | 206,668 | 2,418,304 | SH | OTR | 2 | 0 | 2,418,304 | 0 | |
| AMERICAN RLTY CAP PPTYS INC | NOTE 3.000% 8/0 | 02917TAA2 | 32,514 | 32,514,000 | PRN | OTR | 1 | 0 | 32,514,000 | 0 | |
| ANTHEM INC | NOTE 2.750%10/1 | 94973VBG1 | 17,695 | 5,415,000 | PRN | OTR | 1 | 0 | 5,415,000 | 0 | |
| APOLLO COML REAL EST FIN INC | NOTE 5.500% 3/1 | 03762UAA3 | 9,454 | 8,895,000 | PRN | OTR | 1 | 0 | 8,895,000 | 0 | |
| BLACKHAWK NETWORK HLDGS INC | NOTE 1.500% 1/1 | 09238EAB0 | 59,262 | 53,102,000 | PRN | OTR | 1 | 0 | 53,102,000 | 0 | |
| BRIGHTVIEW HLDGS INC | COM | 10948C107 | 1,282,280 | 58,418,246 | SH | OTR | 0 | 58,418,246 | 0 | ||
| CITRIX SYS INC | NOTE 0.500% 4/1 | 177376AD2 | 6,449 | 4,500,000 | PRN | OTR | 1 | 0 | 4,500,000 | 0 | |
| COHERUS BIOSCIENCES INC | COM | 19249H103 | 42,771 | 3,055,055 | SH | OTR | 0 | 3,055,055 | 0 | ||
| CYPRESS SEMICONDUCTOR CORP | NOTE 4.500% 1/1 | 232806AM1 | 15,995 | 12,000,000 | PRN | OTR | 1 | 0 | 12,000,000 | 0 | |
| EASTMAN KODAK CO | COM NEW | 277461406 | 242 | 63,705 | SH | OTR | 2 | 0 | 63,705 | 0 | |
| ECLIPSE RES CORP | COM | 27890G100 | 17,688 | 11,054,844 | SH | OTR | 1 | 0 | 11,054,844 | 0 | |
| ENGILITY HLDGS INC NEW | COM | 29286C107 | 274,548 | 8,960,446 | SH | OTR | 0 | 8,960,446 | 0 | ||
| ENVISION HEALTHCARE CORP | COM | 29414D100 | 128,730 | 2,925,024 | SH | OTR | 2 | 0 | 2,925,024 | 0 | |
| GARDNER DENVER HLDGS INC | COM | 36555P107 | 2,666,302 | 90,721,409 | SH | OTR | 0 | 90,721,409 | 0 | ||
| GODADDY INC | CL A | 380237107 | 257,576 | 3,648,384 | SH | OTR | 0 | 3,648,384 | 0 | ||
| HUBSPOT INC | NOTE 0.250% 6/0 | 443573AB6 | 11,495 | 8,000,000 | PRN | OTR | 1 | 0 | 8,000,000 | 0 | |
| INTEGER HLDGS CORP | COM | 45826H109 | 34,517 | 533,913 | SH | OTR | 0 | 533,913 | 0 | ||
| KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 10,935 | 9,000,000 | PRN | OTR | 1 | 0 | 9,000,000 | 0 | |
| KKR & CO L P DEL | COM UNITS | 48251W104 | 115,979 | 4,667,166 | SH | OTR | 1 | 0 | 4,667,166 | 0 | |
| KKR REAL ESTATE FIN TR INC | COM | 48251K100 | 469,945 | 23,758,616 | SH | OTR | 2 | 0 | 23,758,616 | 0 | |
| LAUREATE EDUCATION INC | CL A | 518613203 | 128,964 | 8,999,608 | SH | OTR | 0 | 8,999,608 | 0 | ||
| LEAR CORP | COM NEW | 521865204 | 228 | 1,225 | SH | OTR | 0 | 1,225 | 0 | ||
| LIBERTY MEDIA CORP DELAWARE | NOTE 1.000% 1/3 | 531229AF9 | 9,361 | 8,000,000 | PRN | OTR | 1 | 0 | 8,000,000 | 0 | |
| MADISON SQUARE GARDEN CO NEW | CL A | 55825T103 | 946 | 305,068 | SH | OTR | 1 | 0 | 305,068 | 0 | |
| MEDIDATA SOLUTIONS INC | NOTE 1.000% 8/0 | 58471AAB1 | 10,756 | 7,828,000 | PRN | OTR | 1 | 0 | 7,828,000 | 0 | |
| NATIONAL VISION HLDGS INC | COM | 63845R107 | 1,184,813 | 32,398,495 | SH | OTR | 0 | 32,398,495 | 0 | ||
| NICE SYS INC | NOTE 1.250% 1/1 | 65366HAB9 | 7,589 | 5,704,000 | PRN | OTR | 1 | 0 | 5,704,000 | 0 | |
| ON SEMICONDUCTOR CORP | NOTE 1.625%10/1 | 682189AP0 | 12,115 | 9,500,000 | PRN | OTR | 1 | 0 | 9,500,000 | 0 | |
| PALO ALTO NETWORKS INC | NOTE 7/0 | 697435AB1 | 13,125 | 7,000,000 | PRN | OTR | 1 | 0 | 7,000,000 | 0 | |
| PRA HEALTH SCIENCES INC | COM | 69354M108 | 1,231,977 | 13,195,984 | SH | OTR | 0 | 13,195,984 | 0 | ||
| PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 73,522 | 47,306,000 | PRN | OTR | 1 | 0 | 47,306,000 | 0 | |
| PROSHARES TR | SHRT 20+YR TRE | 74347X849 | 1,094 | 48,300 | SH | OTR | 1 | 0 | 48,300 | 0 | |
| QUORUM HEALTH CORP | COM | 74909E106 | 14,944 | 2,988,781 | SH | OTR | 2 | 0 | 2,988,781 | 0 | |
| REALPAGE INC | NOTE 1.500%11/1 | 75606NAB5 | 2,487 | 1,767,000 | PRN | OTR | 1 | 0 | 1,767,000 | 0 | |
| REPLIGEN CORP | NOTE 2.125% 6/0 | 759916AA7 | 8,957 | 5,760,000 | PRN | OTR | 1 | 0 | 5,760,000 | 0 | |
| RIGNET INC | COM | 766582100 | 48,925 | 4,750,000 | SH | OTR | 0 | 4,750,000 | 0 | ||
| SEQUENTIAL BRNDS GROUP INC N | COM NEW | 81734P107 | 1,459 | 740,740 | SH | OTR | 2 | 0 | 740,740 | 0 | |
| SILICON LABORATORIES INC | NOTE 1.375% 3/0 | 826919AB8 | 8,553 | 7,000,000 | PRN | OTR | 1 | 0 | 7,000,000 | 0 | |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 3,934 | 14,500 | SH | OTR | 1 | 0 | 14,500 | 0 | |
| STARWOOD WAYPOINT RESIDENTL | NOTE 3.000% 7/0 | 85571WAB5 | 3,687 | 3,000,000 | PRN | OTR | 1 | 0 | 3,000,000 | 0 | |
| TERADYNE INC | NOTE 1.250%12/1 | 880770AG7 | 8,070 | 6,000,000 | PRN | OTR | 1 | 0 | 6,000,000 | 0 | |
| TTM TECHNOLOGIES INC | NOTE 1.750%12/1 | 87305RAD1 | 22,248 | 11,813,000 | PRN | OTR | 1 | 0 | 11,813,000 | 0 | |
| UXIN LTD | ADS | 91818X108 | 73,360 | 8,115,058 | SH | OTR | 0 | 8,115,058 | 0 | ||
| VERSO CORP | COM | 92531L207 | 218 | 10,023 | SH | OTR | 2 | 0 | 10,023 | 0 | |
| VICI PPTYS INC | COM | 925652109 | 11,557 | 559,920 | SH | OTR | 2 | 0 | 559,920 | 0 | |
| WARRIOR MET INC | COM | 93627C101 | 76,168 | 2,762,715 | SH | OTR | 2 | 0 | 2,762,715 | 0 | |
| WORKDAY INC | NOTE 0.750% 7/1 | 98138HAC5 | 12,844 | 8,592,000 | PRN | OTR | 1 | 0 | 8,592,000 | 0 | |
| WORKDAY INC | NOTE 1.500% 7/1 | 98138HAD3 | 6,058 | 4,000,000 | PRN | OTR | 1 | 0 | 4,000,000 | 0 | |
| WPX ENERGY INC | PFD SER A CV | 98212B202 | 49,851 | 660,800 | SH | OTR | 1 | 0 | 660,800 | 0 | |