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 | 24,354 | 7,500,000 | PRN | OTR | 1 | 0 | 7,500,000 | 0 | |
| ARES CAP CORP | COM | 04010L103 | 994 | 58,000 | SH | OTR | 2 | 0 | 58,000 | 0 | |
| BECTON DICKINSON & CO | PFD SHS CONV A | 075887208 | 2,472 | 40,000 | SH | OTR | 1 | 0 | 40,000 | 0 | |
| BRIGHTVIEW HLDGS INC | COM | 10948C107 | 841,223 | 58,418,246 | SH | OTR | 0 | 58,418,246 | 0 | ||
| CAESARS ENTMT CORP | COM | 127686103 | 4,345 | 500,000 | SH | OTR | 2 | 0 | 500,000 | 0 | |
| CITRIX SYS INC | NOTE 0.500% 4/1 | 177376AD2 | 170,287 | 120,093,000 | PRN | OTR | 1 | 0 | 120,093,000 | 0 | |
| COHERUS BIOSCIENCES INC | COM | 19249H103 | 41,671 | 3,055,055 | SH | OTR | 0 | 3,055,055 | 0 | ||
| DAVE & BUSTERS ENTMT INC | COM | 238337109 | 1,496 | 30,000 | SH | OTR | 2 | 0 | 30,000 | 0 | |
| DEXCOM INC | NOTE 0.750% 5/1 | 252131AF4 | 32,811 | 24,500,000 | PRN | OTR | 1 | 0 | 24,500,000 | 0 | |
| FOCUS FINL PARTNERS INC | COM CL A | 34417P100 | 339,429 | 9,523,809 | SH | OTR | 0 | 9,523,809 | 0 | ||
| GARDNER DENVER HLDGS INC | COM | 36555P107 | 1,965,364 | 70,671,135 | SH | OTR | 0 | 70,671,135 | 0 | ||
| HUBSPOT INC | NOTE 0.250% 6/0 | 443573AB6 | 12,452 | 7,000,000 | PRN | OTR | 1 | 0 | 7,000,000 | 0 | |
| ISIS PHARMACEUTICALS INC DEL | NOTE 1.000%11/1 | 464337AJ3 | 3,338 | 2,500,000 | PRN | OTR | 1 | 0 | 2,500,000 | 0 | |
| J2 GLOBAL INC | NOTE 3.250% 6/1 | 48123VAC6 | 10,282 | 7,700,000 | PRN | OTR | 1 | 0 | 7,700,000 | 0 | |
| KIMBELL RTY PARTNERS LP | UNIT | 49435R102 | 89,771 | 4,913,559 | SH | OTR | 0 | 4,913,559 | 0 | ||
| KKR & CO INC | CL A | 48251W104 | 109,632 | 4,667,166 | SH | OTR | 1 | 0 | 4,667,166 | 0 | |
| KKR REAL ESTATE FIN TR INC | COM | 48251K100 | 440,612 | 22,008,616 | SH | OTR | 0 | 22,008,616 | 0 | ||
| LAUREATE EDUCATION INC | CL A | 518613203 | 134,724 | 8,999,608 | SH | OTR | 0 | 8,999,608 | 0 | ||
| LEAR CORP | COM NEW | 521865204 | 260 | 1,916 | SH | OTR | 0 | 1,916 | 0 | ||
| LIBERTY MEDIA CORP DELAWARE | NOTE 1.000% 1/3 | 531229AF9 | 4,480 | 4,000,000 | PRN | OTR | 1 | 0 | 4,000,000 | 0 | |
| LOGMEIN INC | COM | 54142L109 | 1,095 | 13,676 | SH | OTR | 2 | 0 | 13,676 | 0 | |
| LYFT INC | CL A COM | 55087P104 | 192,355 | 2,456,952 | SH | OTR | 0 | 2,456,952 | 0 | ||
| MACQUARIE INFRASTRUCTURE COR | NOTE 2.875% 7/1 | 55608BAA3 | 4,328 | 4,344,000 | PRN | OTR | 1 | 0 | 4,344,000 | 0 | |
| MADISON SQUARE GARDEN CO NEW | CL A | 55825T103 | 89,425 | 305,068 | SH | OTR | 1 | 0 | 305,068 | 0 | |
| MONTAGE RES CORP | COM | 61179L100 | 11,084 | 736,989 | SH | OTR | 1 | 0 | 736,989 | 0 | |
| MR COOPER GROUP INC | COM | 62482R107 | 141,675 | 14,773,245 | SH | OTR | 0 | 14,773,245 | 0 | ||
| MRC GLOBAL INC | COM | 55345K103 | 1,014 | 58,000 | SH | OTR | 2 | 0 | 58,000 | 0 | |
| NATIONAL HEALTH INVS INC | NOTE 3.250% 4/0 | 63633DAE4 | 22,000 | 19,102,000 | PRN | OTR | 1 | 0 | 19,102,000 | 0 | |
| NATIONAL VISION HLDGS INC | COM | 63845R107 | 287,582 | 9,149,908 | SH | OTR | 0 | 9,149,908 | 0 | ||
| NICE SYS INC | NOTE 1.250% 1/1 | 65366HAB9 | 8,812 | 6,000,000 | PRN | OTR | 1 | 0 | 6,000,000 | 0 | |
| NUVEEN FLTNG RTE INCM OPP FD | COM SHS | 6706EN100 | 2,285 | 238,225 | SH | OTR | 2 | 0 | 238,225 | 0 | |
| OKTA INC | NOTE 0.250% 2/1 | 679295AB1 | 5,407 | 3,000,000 | PRN | OTR | 1 | 0 | 3,000,000 | 0 | |
| PGIM GLOBAL HIGH YIELD FD IN | COM | 69346J106 | 8,772 | 629,266 | SH | OTR | 2 | 0 | 629,266 | 0 | |
| PRA HEALTH SCIENCES INC | COM | 69354M108 | 738,500 | 6,695,984 | SH | OTR | 0 | 6,695,984 | 0 | ||
| PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 10,185 | 7,500,000 | PRN | OTR | 1 | 0 | 7,500,000 | 0 | |
| QUORUM HEALTH CORP | COM | 74909E106 | 4,184 | 2,988,781 | SH | OTR | 2 | 0 | 2,988,781 | 0 | |
| REALPAGE INC | NOTE 1.500%11/1 | 75606NAB5 | 15,488 | 10,000,000 | PRN | OTR | 1 | 0 | 10,000,000 | 0 | |
| REPLIGEN CORP | NOTE 2.125% 6/0 | 759916AA7 | 29,509 | 16,000,000 | PRN | OTR | 1 | 0 | 16,000,000 | 0 | |
| RIGNET INC | COM | 766582100 | 48,852 | 5,000,254 | SH | OTR | 0 | 5,000,254 | 0 | ||
| ROYAL GOLD INC | NOTE 2.875% 6/1 | 780287AA6 | 350 | 350,000 | PRN | OTR | 1 | 0 | 350,000 | 0 | |
| SCIENCE APPLICATNS INTL CP N | COM | 808625107 | 310,278 | 4,032,199 | SH | OTR | 0 | 4,032,199 | 0 | ||
| SEQUENTIAL BRNDS GROUP INC N | COM | 81734P107 | 948 | 740,740 | SH | OTR | 2 | 0 | 740,740 | 0 | |
| SERVICENOW INC | NOTE 6/0 | 81762PAC6 | 60,309 | 32,662,000 | PRN | OTR | 1 | 0 | 32,662,000 | 0 | |
| SILICON LABORATORIES INC | NOTE 1.375% 3/0 | 826919AB8 | 6,507 | 6,000,000 | PRN | OTR | 1 | 0 | 6,000,000 | 0 | |
| SONOS INC | COM | 83570H108 | 224,792 | 21,845,682 | SH | OTR | 0 | 21,845,682 | 0 | ||
| SPIRIT RLTY CAP INC NEW | NOTE 2.875% 5/1 | 84860WAA0 | 12,810 | 12,819,000 | PRN | OTR | 1 | 0 | 12,819,000 | 0 | |
| STARWOOD WAYPOINT RESIDENTL | NOTE 3.000% 7/0 | 85571WAB5 | 5,081 | 4,000,000 | PRN | OTR | 1 | 0 | 4,000,000 | 0 | |
| STERICYCLE INC | COM | 858912108 | 16,870 | 310,000 | SH | OTR | 2 | 0 | 310,000 | 0 | |
| UNITED RENTALS INC | COM | 911363109 | 868 | 7,600 | SH | OTR | 2 | 0 | 7,600 | 0 | |
| UXIN LTD | ADS | 91818X108 | 30,756 | 8,115,058 | SH | OTR | 0 | 8,115,058 | 0 | ||
| VERSO CORP | CL A | 92531L207 | 215 | 10,023 | SH | OTR | 2 | 0 | 10,023 | 0 | |
| VICI PPTYS INC | COM | 925652109 | 12,251 | 559,920 | SH | OTR | 2 | 0 | 559,920 | 0 | |
| WEIGHT WATCHERS INTL INC NEW | COM | 948626106 | 2,015 | 100,000 | SH | OTR | 2 | 0 | 100,000 | 0 | |
| WORKDAY INC | NOTE 0.250%10/0 | 98138HAF8 | 28,644 | 20,250,000 | PRN | OTR | 1 | 0 | 20,250,000 | 0 | |
| WRIGHT MED GROUP N V | NOTE 2.250%11/1 | 98236JAB4 | 7,502 | 4,750,000 | PRN | OTR | 1 | 0 | 4,750,000 | 0 | |