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 | 11,834 | 5,000,000 | PRN | OTR | 1 | 0 | 5,000,000 | 0 | |
| AKAMAI TECHNOLOGIES INC | DBCV 2/1 | 00971TAG6 | 89,562 | 90,030,000 | PRN | OTR | 1 | 0 | 90,030,000 | 0 | |
| AMEDISYS INC | COM | 023436108 | 12,768 | 109,026 | SH | OTR | 2 | 0 | 109,026 | 0 | |
| ARES CAP CORP | NOTE 4.375% 1/1 | 04010LAM5 | 46,864 | 46,864,000 | PRN | OTR | 1 | 0 | 46,864,000 | 0 | |
| BLACKROCK CORPOR HI YLD FD I | COM | 09255P107 | 1,731 | 186,517 | SH | OTR | 2 | 0 | 186,517 | 0 | |
| BRIGHTVIEW HLDGS INC | COM | 10948C107 | 596,450 | 58,418,246 | SH | OTR | 0 | 58,418,246 | 0 | ||
| CAESARS ENTMT CORP | COM | 127686103 | 3,395 | 500,000 | SH | OTR | 2 | 0 | 500,000 | 0 | |
| CENTERPOINT ENERGY INC | DEP RP PFD CV B | 15189T503 | 5,037 | 100,000 | SH | OTR | 1 | 0 | 100,000 | 0 | |
| CITRIX SYS INC | NOTE 0.500% 4/1 | 177376AD2 | 33,204 | 23,454,000 | PRN | OTR | 1 | 0 | 23,454,000 | 0 | |
| COHERUS BIOSCIENCES INC | COM | 19249H103 | 27,648 | 3,055,055 | SH | OTR | 0 | 3,055,055 | 0 | ||
| CYPRESS SEMICONDUCTOR CORP | NOTE 4.500% 1/1 | 232806AM1 | 5,896 | 5,000,000 | PRN | OTR | 1 | 0 | 5,000,000 | 0 | |
| DAVE & BUSTERS ENTMT INC | COM | 238337109 | 17,889 | 401,453 | SH | OTR | 2 | 0 | 401,453 | 0 | |
| DEXCOM INC | NOTE 0.750% 5/1 | 252131AF4 | 19,767 | 14,500,000 | PRN | OTR | 1 | 0 | 14,500,000 | 0 | |
| EASTMAN KODAK CO | COM NEW | 277461406 | 32 | 12,429 | SH | OTR | 2 | 0 | 12,429 | 0 | |
| ECLIPSE RES CORP | COM | 27890G100 | 11,608 | 11,054,844 | SH | OTR | 1 | 0 | 11,054,844 | 0 | |
| ENGILITY HLDGS INC NEW | COM | 29286C107 | 255,014 | 8,960,446 | SH | OTR | 0 | 8,960,446 | 0 | ||
| FOCUS FINL PARTNERS INC | COM CL A | 34417P100 | 250,762 | 9,523,809 | SH | OTR | 0 | 9,523,809 | 0 | ||
| GARDNER DENVER HLDGS INC | COM | 36555P107 | 1,445,225 | 70,671,135 | SH | OTR | 0 | 70,671,135 | 0 | ||
| GODADDY INC | CL A | 380237107 | 130,119 | 1,982,920 | SH | OTR | 0 | 1,982,920 | 0 | ||
| HUBSPOT INC | NOTE 0.250% 6/0 | 443573AB6 | 12,210 | 8,500,000 | PRN | OTR | 1 | 0 | 8,500,000 | 0 | |
| J2 GLOBAL INC | NOTE 3.250% 6/1 | 48123VAC6 | 10,592 | 9,200,000 | PRN | OTR | 1 | 0 | 9,200,000 | 0 | |
| KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 3,674 | 3,500,000 | PRN | OTR | 1 | 0 | 3,500,000 | 0 | |
| KIMBELL RTY PARTNERS LP | UNIT | 49435R102 | 66,726 | 4,913,559 | SH | OTR | 0 | 4,913,559 | 0 | ||
| KKR & CO INC | CL A | 48251W104 | 91,616 | 4,667,166 | SH | OTR | 1 | 0 | 4,667,166 | 0 | |
| KKR REAL ESTATE FIN TR INC | COM | 48251K100 | 421,465 | 22,008,616 | SH | OTR | 0 | 22,008,616 | 0 | ||
| LAUREATE EDUCATION INC | CL A | 518613203 | 137,154 | 8,999,608 | SH | OTR | 0 | 8,999,608 | 0 | ||
| LEAR CORP | COM NEW | 521865204 | 235 | 1,916 | SH | OTR | 0 | 1,916 | 0 | ||
| LIBERTY MEDIA CORP DELAWARE | NOTE 1.000% 1/3 | 531229AF9 | 6,151 | 6,000,000 | PRN | OTR | 1 | 0 | 6,000,000 | 0 | |
| LOGMEIN INC | COM | 54142L109 | 66,372 | 813,676 | SH | OTR | 2 | 0 | 813,676 | 0 | |
| MADISON SQUARE GARDEN CO NEW | CL A | 55825T103 | 81,667 | 305,068 | SH | OTR | 1 | 0 | 305,068 | 0 | |
| MR COOPER GROUP INC | COM | 62482R107 | 172,404 | 14,773,245 | SH | OTR | 0 | 14,773,245 | 0 | ||
| NATIONAL HEALTH INVS INC | NOTE 3.250% 4/0 | 63633DAE4 | 21,587 | 19,052,000 | PRN | OTR | 1 | 0 | 19,052,000 | 0 | |
| NATIONAL VISION HLDGS INC | COM | 63845R107 | 257,753 | 9,149,908 | SH | OTR | 0 | 9,149,908 | 0 | ||
| NICE SYS INC | NOTE 1.250% 1/1 | 65366HAB9 | 8,536 | 6,000,000 | PRN | OTR | 1 | 0 | 6,000,000 | 0 | |
| NUVEEN CR STRATEGIES INCM FD | COM SHS | 67073D102 | 333 | 45,020 | SH | OTR | 2 | 0 | 45,020 | 0 | |
| NUVEEN FLTNG RTE INCM OPP FD | COM SHS | 6706EN100 | 1,066 | 118,209 | SH | OTR | 2 | 0 | 118,209 | 0 | |
| PGIM GLOBAL SHORT DURATION H | COM | 69346J106 | 1,827 | 141,400 | SH | OTR | 2 | 0 | 141,400 | 0 | |
| PRA HEALTH SCIENCES INC | COM | 69354M108 | 615,763 | 6,695,984 | SH | OTR | 0 | 6,695,984 | 0 | ||
| PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 22,495 | 17,000,000 | PRN | OTR | 1 | 0 | 17,000,000 | 0 | |
| QUORUM HEALTH CORP | COM | 74909E106 | 8,638 | 2,988,781 | SH | OTR | 2 | 0 | 2,988,781 | 0 | |
| REALPAGE INC | NOTE 1.500%11/1 | 75606NAB5 | 12,793 | 10,000,000 | PRN | OTR | 1 | 0 | 10,000,000 | 0 | |
| RED HAT INC | NOTE 0.250%10/0 | 756577AD4 | 45,840 | 19,247,000 | PRN | OTR | 1 | 0 | 19,247,000 | 0 | |
| REPLIGEN CORP | NOTE 2.125% 6/0 | 759916AA7 | 31,190 | 19,360,000 | PRN | OTR | 1 | 0 | 19,360,000 | 0 | |
| RIGNET INC | COM | 766582100 | 63,203 | 5,000,254 | SH | OTR | 0 | 5,000,254 | 0 | ||
| SEQUENTIAL BRNDS GROUP INC N | COM | 81734P107 | 593 | 740,740 | SH | OTR | 2 | 0 | 740,740 | 0 | |
| SERVICENOW INC | NOTE 6/0 | 81762PAC6 | 44,638 | 32,662,000 | PRN | OTR | 1 | 0 | 32,662,000 | 0 | |
| SILICON LABORATORIES INC | NOTE 1.375% 3/0 | 826919AB8 | 11,545 | 11,000,000 | PRN | OTR | 1 | 0 | 11,000,000 | 0 | |
| SONOS INC | COM | 83570H108 | 214,525 | 21,845,682 | SH | OTR | 0 | 21,845,682 | 0 | ||
| STARWOOD WAYPOINT RESIDENTL | NOTE 3.000% 7/0 | 85571WAB5 | 4,574 | 4,000,000 | PRN | OTR | 1 | 0 | 4,000,000 | 0 | |
| UXIN LTD | ADS | 91818X108 | 39,439 | 8,115,058 | SH | OTR | 0 | 8,115,058 | 0 | ||
| VERSO CORP | CL A | 92531L207 | 225 | 10,023 | SH | OTR | 2 | 0 | 10,023 | 0 | |
| VICI PPTYS INC | COM | 925652109 | 10,515 | 559,920 | SH | OTR | 2 | 0 | 559,920 | 0 | |
| WEIGHT WATCHERS INTL INC NEW | COM | 948626106 | 10,380 | 269,273 | SH | OTR | 2 | 0 | 269,273 | 0 | |
| WORKDAY INC | NOTE 1.500% 7/1 | 98138HAD3 | 6,849 | 3,450,000 | PRN | OTR | 1 | 0 | 3,450,000 | 0 | |
| WORKDAY INC | NOTE 0.250%10/0 | 98138HAF8 | 7,382 | 6,000,000 | PRN | OTR | 1 | 0 | 6,000,000 | 0 | |
| WRIGHT MED GROUP N V | NOTE 2.250%11/1 | 98236JAB4 | 6,414 | 4,750,000 | PRN | OTR | 1 | 0 | 4,750,000 | 0 | |