The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
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
AGCO CORP COM 001084102 35,980 275,962 SH   OTR   275,962 0 0
ADVANCED DRAIN SYS INC DEL COM 00790R104 18,464 158,398 SH   OTR   158,398 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 449 3,035 SH   OTR   3,035 0 0
AIRBNB INC COM CL A 009066101 14,465 94,454 SH   OTR   94,454 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5 67,876 58,222,000 PRN   OTR   58,222,000 0 0
ALCOA CORP COM 013872106 18,433 500,354 SH   OTR   500,354 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 43,338 191,100 SH Call OTR   191,100 0 0
ALPHABET INC CAP STK CL A 02079K305 20,484 8,389 SH   OTR   8,389 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 16,801 109,003 SH   OTR   109,003 0 0
APOLLO COML REAL EST FIN INC NOTE 4.750% 8/2 03762UAB1 2,527 2,450,000 PRN   OTR   2,450,000 0 0
APPLE INC COM 037833100 22,022 160,789 SH   OTR   160,789 0 0
ARES CAPITAL CORP NOTE 3.750% 2/0 04010LAT0 2,769 2,600,000 PRN   OTR   2,600,000 0 0
ARES CAPITAL CORP NOTE 4.625% 3/0 04010LAW3 62,671 56,234,000 PRN   OTR   56,234,000 0 0
ASPEN TECHNOLOGY INC COM 045327103 13,467 97,911 SH   OTR   97,911 0 0
AUTODESK INC COM 052769106 27,282 93,465 SH   OTR   93,465 0 0
BOOKING HOLDINGS INC NOTE 0.750% 5/0 09857LAN8 53,589 37,754,000 PRN   OTR   37,754,000 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 21,370 419,188 SH   OTR   419,188 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 17,612 128,723 SH   OTR   128,723 0 0
CARRIER GLOBAL CORPORATION COM 14448C104 28,725 591,049 SH   OTR   591,049 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 7,215 10,000 SH Call OTR   10,000 0 0
COGNEX CORP COM 192422103 12,723 151,379 SH   OTR   151,379 0 0
COUPA SOFTWARE INC NOTE 0.375% 6/1 22266LAF3 36,744 31,728,000 PRN   OTR   31,728,000 0 0
CROWN HLDGS INC COM 228368106 30,574 299,127 SH   OTR   299,127 0 0
CUMMINS INC COM 231021106 23,720 97,287 SH   OTR   97,287 0 0
DATADOG INC NOTE 0.125% 6/1 23804LAB9 39,026 29,148,000 PRN   OTR   29,148,000 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 19,103 441,579 SH   OTR   441,579 0 0
DEXCOM INC NOTE 0.250%11/1 252131AK3 3,548 3,392,000 PRN   OTR   3,392,000 0 0
DICKS SPORTING GOODS INC COM 253393102 19,758 197,201 SH   OTR   197,201 0 0
DIGITAL RLTY TR INC COM 253868103 406 2,698 SH   OTR   2,698 0 0
DOVER CORP COM 260003108 12,395 82,305 SH   OTR   82,305 0 0
ELANCO ANIMAL HEALTH INC COM 28414H103 15,949 459,757 SH   OTR   459,757 0 0
ENPHASE ENERGY INC COM 29355A107 15,947 86,843 SH   OTR   86,843 0 0
EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3 6,955 6,020,000 PRN   OTR   6,020,000 0 0
EVOQUA WATER TECHNOLOGIES CO COM 30057T105 17,474 517,294 SH   OTR   517,294 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 29,329 22,125,000 PRN   OTR   22,125,000 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 13,925 11,194,000 PRN   OTR   11,194,000 0 0
EXPEDIA GROUP INC COM NEW 30212P303 12,648 77,258 SH   OTR   77,258 0 0
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 2,045 2,050,000 PRN   OTR   2,050,000 0 0
FORTIVE CORP NOTE 0.875% 2/1 34959JAK4 14,593 14,500,000 PRN   OTR   14,500,000 0 0
FREEPORT-MCMORAN INC CL B 35671D857 16,879 454,831 SH   OTR   454,831 0 0
HAIN CELESTIAL GROUP INC COM 405217100 14,385 358,544 SH   OTR   358,544 0 0
HERCULES CAPITAL INC DBCV 4.375% 2/0 427096AF9 3,176 2,950,000 PRN   OTR   2,950,000 0 0
HEXCEL CORP NEW COM 428291108 11,658 186,824 SH   OTR   186,824 0 0
ILLUMINA INC COM 452327109 49,167 103,900 SH Call OTR   103,900 0 0
ILLUMINA INC NOTE 8/1 452327AK5 3,518 2,800,000 PRN   OTR   2,800,000 0 0
INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1 2,867 2,600,000 PRN   OTR   2,600,000 0 0
IQIYI INC NOTE 3.750%12/0 46267XAB4 3,868 3,840,000 PRN   OTR   3,840,000 0 0
IQIYI INC NOTE 2.000% 4/0 46267XAD0 14,624 15,811,000 PRN   OTR   15,811,000 0 0
IQIYI INC NOTE 4.000%12/1 46267XAE8 38,947 38,650,000 PRN   OTR   38,650,000 0 0
JPMORGAN CHASE & CO COM 46625H100 16,329 104,984 SH   OTR   104,984 0 0
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 54,449 49,128,000 PRN   OTR   49,128,000 0 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 11,838 83,005 SH   OTR   83,005 0 0
JOHNSON & JOHNSON COM 478160104 19,136 116,161 SH   OTR   116,161 0 0
LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229AF9 3,876 2,800,000 PRN   OTR   2,800,000 0 0
LIVE NATION ENTERTAINMENT IN NOTE 2.000% 2/1 538034AU3 9,518 8,434,000 PRN   OTR   8,434,000 0 0
LIVONGO HEALTH INC NOTE 0.875% 6/0 539183AA1 1,273 800,000 PRN   OTR   800,000 0 0
LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 54,159 49,964,000 PRN   OTR   49,964,000 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 15,218 10,985 SH   OTR   10,985 0 0
MICROSOFT CORP COM 594918104 20,011 73,869 SH   OTR   73,869 0 0
MICROSOFT CORP COM 594918104 4,470 16,500 SH Call OTR   16,500 0 0
MICRON TECHNOLOGY INC COM 595112103 15,956 187,758 SH   OTR   187,758 0 0
NEXTERA ENERGY INC COM 65339F101 20,574 280,754 SH   OTR   280,754 0 0
NIKE INC CL B 654106103 31,976 206,980 SH   OTR   206,980 0 0
NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 1,290 1,297,000 PRN   OTR   1,297,000 0 0
OKTA INC NOTE 0.375% 6/1 679295AF2 52,082 41,759,000 PRN   OTR   41,759,000 0 0
PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 72,078 52,969,000 PRN   OTR   52,969,000 0 0
PAYPAL HLDGS INC COM 70450Y103 30,150 103,437 SH   OTR   103,437 0 0
PERKINELMER INC COM 714046109 18,196 117,841 SH   OTR   117,841 0 0
PINDUODUO INC NOTE 12/0 722304AC6 26,419 25,500,000 PRN   OTR   25,500,000 0 0
PROSPECT CAP CORP NOTE 6.375% 3/0 74348TAT9 5,286 4,650,000 PRN   OTR   4,650,000 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 8,283 132,862 SH   OTR   132,862 0 0
REPUBLIC SVCS INC COM 760759100 17,730 161,168 SH   OTR   161,168 0 0
RINGCENTRAL INC NOTE 3/0 76680RAF4 72,268 65,383,000 PRN   OTR   65,383,000 0 0
S&P GLOBAL INC COM 78409V104 387 943 SH   OTR   943 0 0
SVB FINANCIAL GROUP COM 78486Q101 26,677 47,944 SH   OTR   47,944 0 0
SHOPIFY INC NOTE 0.125%11/0 82509LAA5 67,006 51,411,000 PRN   OTR   51,411,000 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 13,372 54,436 SH   OTR   54,436 0 0
SILICON LABORATORIES INC NOTE 0.625% 6/1 826919AD4 43,793 31,513,000 PRN   OTR   31,513,000 0 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 1,515 1,000,000 PRN   OTR   1,000,000 0 0
SPLUNK INC NOTE 1.125% 9/1 848637AD6 12,232 10,000,000 PRN   OTR   10,000,000 0 0
SPLUNK INC NOTE 1.125% 6/1 848637AF1 3,509 3,600,000 PRN   OTR   3,600,000 0 0
STARWOOD PPTY TR INC NOTE 4.375% 4/0 85571BAH8 4,096 3,750,000 PRN   OTR   3,750,000 0 0
STEEL DYNAMICS INC COM 858119100 33,694 565,329 SH   OTR   565,329 0 0
BLACKROCK TCP CAPITAL CORP NOTE 4.625% 3/0 87238QAD5 2,153 2,100,000 PRN   OTR   2,100,000 0 0
TJX COS INC NEW COM 872540109 28,823 427,511 SH   OTR   427,511 0 0
TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 30,697 27,244,000 PRN   OTR   27,244,000 0 0
TETRA TECH INC NEW COM 88162G103 13,417 109,942 SH   OTR   109,942 0 0
TORO CO COM 891092108 14,916 135,746 SH   OTR   135,746 0 0
TRACTOR SUPPLY CO COM 892356106 14,467 77,752 SH   OTR   77,752 0 0
TRIMBLE INC COM 896239100 18,474 225,764 SH   OTR   225,764 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 818 800,000 PRN   OTR   800,000 0 0
TWITTER INC NOTE 0.250% 6/1 90184LAF9 27,482 19,970,000 PRN   OTR   19,970,000 0 0
UNITED RENTALS INC COM 911363109 18,261 57,244 SH   OTR   57,244 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 864 9,084 SH   OTR   9,084 0 0
VERISK ANALYTICS INC COM 92345Y106 18,585 106,368 SH   OTR   106,368 0 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 7,301 5,124,000 PRN   OTR   5,124,000 0 0
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 5,786 5,450,000 PRN   OTR   5,450,000 0 0
WASTE CONNECTIONS INC COM 94106B101 11,018 92,256 SH   OTR   92,256 0 0
WEIBO CORP NOTE 1.250%11/1 948596AC5 10,310 10,450,000 PRN   OTR   10,450,000 0 0
JOYY INC NOTE 1.375% 6/1 98426TAF3 4,035 3,900,000 PRN   OTR   3,900,000 0 0
ZENDESK INC NOTE 0.625% 6/1 98936JAD3 31,236 21,249,000 PRN   OTR   21,249,000 0 0
ZOETIS INC CL A 98978V103 18,585 99,729 SH   OTR   99,729 0 0