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 |
| ALTAIR ENGR INC | NOTE 0.250% 6/0 | 021369AA1 | 7,103 | 7,000,000 | PRN | OTR | 1 | 0 | 7,000,000 | 0 | |
| ARES CAP CORP | COM | 04010L103 | 1,081 | 58,000 | SH | OTR | 2 | 0 | 58,000 | 0 | |
| BECTON DICKINSON & CO | PFD SHS CONV A | 075887208 | 29,407 | 475,000 | SH | OTR | 1 | 0 | 475,000 | 0 | |
| BRIDGEBIO PHARMA INC | COM | 10806X102 | 792,257 | 36,900,661 | SH | OTR | 0 | 36,900,661 | 0 | ||
| BRIGHTVIEW HLDGS INC | COM | 10948C107 | 1,001,873 | 58,418,246 | SH | OTR | 0 | 58,418,246 | 0 | ||
| CAESARS ENTMT CORP | COM | 127686103 | 5,830 | 500,000 | SH | OTR | 2 | 0 | 500,000 | 0 | |
| COHERUS BIOSCIENCES INC | COM | 19249H103 | 61,895 | 3,055,055 | SH | OTR | 0 | 3,055,055 | 0 | ||
| DAVE & BUSTERS ENTMT INC | COM | 238337109 | 31,582 | 810,838 | SH | OTR | 2 | 0 | 810,838 | 0 | |
| DEXCOM INC | NOTE 0.750% 5/1 | 252131AF4 | 4,924 | 3,000,000 | PRN | OTR | 1 | 0 | 3,000,000 | 0 | |
| DOMINION ENERGY INC | UNIT 99/99/9999 | 25746U133 | 106 | 100,000 | SH | OTR | 1 | 0 | 100,000 | 0 | |
| DTE ENERGY CO | UNIT 99/99/9999 | 233331883 | 127,361 | 2,195,506 | SH | OTR | 1 | 0 | 2,195,506 | 0 | |
| FINISAR CORP | NOTE 0.500%12/1 | 31787AAP6 | 60,116 | 60,236,000 | PRN | OTR | 1 | 0 | 60,236,000 | 0 | |
| FISERV INC | COM | 337738108 | 11,438,995 | 110,425,667 | SH | OTR | 0 | 110,425,667 | 0 | ||
| FIVE9 INC | NOTE 0.125% 5/0 | 338307AB7 | 17,883 | 12,000,000 | PRN | OTR | 1 | 0 | 12,000,000 | 0 | |
| FOCUS FINL PARTNERS INC | COM CL A | 34417P100 | 226,667 | 9,523,809 | SH | OTR | 0 | 9,523,809 | 0 | ||
| FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 6,706 | 5,500,000 | PRN | OTR | 1 | 0 | 5,500,000 | 0 | |
| GARDNER DENVER HLDGS INC | COM | 36555P107 | 1,999,286 | 70,671,135 | SH | OTR | 0 | 70,671,135 | 0 | ||
| KIMBELL RTY PARTNERS LP | UNIT | 49435R102 | 72,278 | 4,913,559 | SH | OTR | 0 | 4,913,559 | 0 | ||
| KKR & CO INC | CL A | 48251W104 | 125,313 | 4,667,166 | SH | OTR | 1 | 0 | 4,667,166 | 0 | |
| KKR REAL ESTATE FIN TR INC | COM | 48251K100 | 429,828 | 22,008,616 | SH | OTR | 1 | 0 | 22,008,616 | 0 | |
| LAUREATE EDUCATION INC | CL A | 518613203 | 149,169 | 8,999,608 | SH | OTR | 0 | 8,999,608 | 0 | ||
| LIBERTY MEDIA CORP DELAWARE | NOTE 1.000% 1/3 | 531229AF9 | 12,431 | 10,000,000 | PRN | OTR | 1 | 0 | 10,000,000 | 0 | |
| LOGMEIN INC | COM | 54142L109 | 970 | 13,676 | SH | OTR | 2 | 0 | 13,676 | 0 | |
| LYFT INC | CL A COM | 55087P104 | 100,342 | 2,456,952 | SH | OTR | 0 | 2,456,952 | 0 | ||
| MADISON SQUARE GARDEN CO NEW | CL A | 55825T103 | 80,392 | 305,068 | SH | OTR | 1 | 0 | 305,068 | 0 | |
| MERCADOLIBRE INC | NOTE 2.000% 8/1 | 58733RAD4 | 5,902 | 4,000,000 | PRN | OTR | 1 | 0 | 4,000,000 | 0 | |
| MONTAGE RES CORP | COM | 61179L100 | 2,786 | 736,989 | SH | OTR | 1 | 0 | 736,989 | 0 | |
| MR COOPER GROUP INC | COM | 62482R107 | 156,892 | 14,773,245 | SH | OTR | 0 | 14,773,245 | 0 | ||
| MRC GLOBAL INC | COM | 55345K103 | 704 | 58,000 | SH | OTR | 2 | 0 | 58,000 | 0 | |
| NATIONAL HEALTH INVS INC | NOTE 3.250% 4/0 | 63633DAE4 | 28,338 | 23,302,000 | PRN | OTR | 1 | 0 | 23,302,000 | 0 | |
| NICE SYS INC | NOTE 1.250% 1/1 | 65366HAB9 | 10,734 | 6,000,000 | PRN | OTR | 1 | 0 | 6,000,000 | 0 | |
| OSI SYSTEMS INC | NOTE 1.250% 9/0 | 671044AD7 | 4,503 | 4,000,000 | PRN | OTR | 1 | 0 | 4,000,000 | 0 | |
| PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 11,245 | 7,500,000 | PRN | OTR | 1 | 0 | 7,500,000 | 0 | |
| QUORUM HEALTH CORP | COM | 74909E106 | 3,616 | 2,988,781 | SH | OTR | 2 | 0 | 2,988,781 | 0 | |
| RIGNET INC | COM | 766582100 | 38,752 | 5,000,254 | SH | OTR | 0 | 5,000,254 | 0 | ||
| RTI INTL METALS INC | NOTE 1.625%10/1 | 74973WAB3 | 3,507 | 3,509,000 | PRN | OTR | 1 | 0 | 3,509,000 | 0 | |
| RWT HLDGS INC | NOTE 5.625%11/1 | 749772AB5 | 5,494 | 5,474,000 | PRN | OTR | 1 | 0 | 5,474,000 | 0 | |
| SCIENCE APPLICATNS INTL CP N | COM | 808625107 | 250,144 | 2,863,701 | SH | OTR | 0 | 2,863,701 | 0 | ||
| SEMPRA ENERGY | 6% PFD CONV A | 816851406 | 2,364 | 20,000 | SH | OTR | 1 | 0 | 20,000 | 0 | |
| SEQUENTIAL BRNDS GROUP INC N | COM | 81734P107 | 164 | 740,740 | SH | OTR | 2 | 0 | 740,740 | 0 | |
| SERVICENOW INC | NOTE 6/0 | 81762PAC6 | 43,214 | 22,500,000 | PRN | OTR | 1 | 0 | 22,500,000 | 0 | |
| SONOS INC | COM | 83570H108 | 292,951 | 21,845,682 | SH | OTR | 0 | 21,845,682 | 0 | ||
| SOUTHERN CO | UNIT 08/01/2022 | 842587602 | 1,873 | 35,000 | SH | OTR | 1 | 0 | 35,000 | 0 | |
| STERICYCLE INC | COM | 858912108 | 40,946 | 803,963 | SH | OTR | 2 | 0 | 803,963 | 0 | |
| SUNNOVA ENERGY INTL INC | COM | 86745K104 | 6,289 | 585,043 | SH | OTR | 2 | 0 | 585,043 | 0 | |
| THERAVANCE BIOPHARMA INC | NOTE 3.250%11/0 | 88339KAA0 | 20,344 | 21,265,000 | PRN | OTR | 2 | 0 | 21,265,000 | 0 | |
| UNITED RENTALS INC | COM | 911363109 | 947 | 7,600 | SH | OTR | 2 | 0 | 7,600 | 0 | |
| UXIN LTD | ADS | 91818X108 | 19,882 | 8,115,058 | SH | OTR | 0 | 8,115,058 | 0 | ||
| VERSO CORP | CL A | 92531L207 | 124 | 10,023 | SH | OTR | 2 | 0 | 10,023 | 0 | |
| VICI PPTYS INC | COM | 925652109 | 18,804 | 830,190 | SH | OTR | 2 | 0 | 830,190 | 0 | |
| WHITING PETE CORP NEW | NOTE 1.250% 4/0 | 966387AL6 | 10,398 | 10,605,000 | PRN | OTR | 2 | 0 | 10,605,000 | 0 | |
| WORKDAY INC | NOTE 0.250%10/0 | 98138HAF8 | 13,088 | 10,000,000 | PRN | OTR | 1 | 0 | 10,000,000 | 0 | |