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
ADARA ACQUISITION CORP COM CL A 00653H102 1,013 103,499 SH   OTR 1 0 103,499 0
ADIT EDTECH ACQUISITION CORP COMMON STOCK 007024102 1,052 106,219 SH   OTR 1 0 106,219 0
AEA-BRIDGES IMPACT CORP SHS CL A G01046104 1,393 139,409 SH   OTR 1 0 139,409 0
AEQUI ACQUISITION CORP COM CL A 00775W102 744 75,987 SH   OTR 1 0 75,987 0
AFRICAN GOLD ACQUISITION COR *W EXP 03/31/202 G0112R124 13 26,065 SH   OTR 1 0 26,065 0
AFRICAN GOLD ACQUISITION COR SHS CL A G0112R108 781 80,697 SH   OTR 1 0 80,697 0
AHREN ACQUISITION CORP UNIT 12/09/2026 G01322117 401 40,000 SH   OTR 1 0 40,000 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 5,255 4,007,000 PRN   OTR 1 0 4,007,000 0
ALTITUDE ACQUISITION CORP *W EXP 11/30/202 02156Y111 6 10,000 SH   OTR 1 0 10,000 0
ALTITUDE ACQUISITION CORP COM CL A 02156Y103 5,397 545,161 SH   OTR 1 0 545,161 0
AMERICAN HOMES 4 RENT CL A 02665T306 91,766 2,104,253 SH   OTR 1 0 2,104,253 0
AP ACQUISITION CORP UNIT 99/99/9999 G04058122 253 25,000 SH   OTR 1 0 25,000 0
APX ACQUISITION CORP I UNIT 12/07/2026 G0440J117 504 50,000 SH   OTR 1 0 50,000 0
ARMADA ACQUISITION CORP I COM 04208V103 194 19,786 SH   OTR 1 0 19,786 0
ARMADA ACQUISITION CORP I *W EXP 08/13/202 04208V111 11 20,000 SH   OTR 1 0 20,000 0
ASCENDANT DIGITAL ACQ CORP I UNIT 99/99/9999 G05157121 203 20,000 SH   OTR 1 0 20,000 0
ASTREA ACQUISITION CORP *W EXP 01/28/202 04637C114 5 10,000 SH   OTR 1 0 10,000 0
ATHLON ACQUISITION CORP COM CL A 04748A106 889 91,086 SH   OTR 1 0 91,086 0
ATLANTIC AVE ACQUISITION COR COM CL A 04906P101 3,174 323,839 SH   OTR 1 0 323,839 0
AUSTERLITZ ACQUISITION CORP SHS CL A G0633D109 164 16,890 SH   OTR 1 0 16,890 0
AUTHENTIC EQUITY ACQUISTN CO CL A SHS G06607108 1,631 167,153 SH   OTR 1 0 167,153 0
AVALON ACQUISITION INC CLASS A COM 05338E101 368 37,287 SH   OTR 1 0 37,287 0
AVANTI ACQUISITION CORP SHS CL A G0682V109 4,811 489,880 SH   OTR 1 0 489,880 0
BAUSCH HEALTH COS INC COM 071734107 144,538 5,235,000 SH   OTR 1 0 5,235,000 0
BEARD ENERGY TRANSITION ACQ UNIT 99/99/9999 07402Q200 152 15,000 SH   OTR 1 0 15,000 0
BELONG ACQUISITION CORP CLASS A COM 08069M102 186 19,099 SH   OTR 1 0 19,099 0
BERENSON ACQUISITION CORP I *W EXP 08/01/202 083690115 12 25,000 SH   OTR 1 0 25,000 0
BILL COM HLDGS INC NOTE 12/0 090043AB6 4,350 2,500,000 PRN   OTR 1 0 2,500,000 0
BLACKLINE INC NOTE 0.125% 8/0 09239BAB5 15,035 10,000,000 PRN   OTR 1 0 10,000,000 0
BLOCK INC NOTE 0.125% 3/0 852234AF0 8,932 5,988,000 PRN   OTR 1 0 5,988,000 0
BLOCKCHAIN MOON ACQUISITN CO COM 09370F109 258 26,536 SH   OTR 1 0 26,536 0
BLUESCAPE OPPORTUNITIES ACQU SHS G1195N105 952 97,270 SH   OTR 1 0 97,270 0
BREEZE HOLDINGS ACQUISITN CO *W EXP 05/25/202 106762115 6 14,290 SH   OTR 1 0 14,290 0
BULL HORN HLDGS CORP SHS G1686P106 718 71,832 SH   OTR 1 0 71,832 0
BULLPEN PARLAY ACQUISITION C UNIT 12/03/2026 G1792A126 300 30,000 SH   OTR 1 0 30,000 0
CARNEY TECHNOLOGY ACQU CORP CL A COMMON STK 143636108 1,197 122,151 SH   OTR 1 0 122,151 0
CENAQ ENERGY CORP *W EXP 02/04/202 15130M110 6 15,000 SH   OTR 1 0 15,000 0
CF ACQUISITION CORP IV COM CL A 12520T102 232 23,691 SH   OTR 1 0 23,691 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 27,597 32,783,000 PRN   OTR 1 0 32,783,000 0
CITIC CAPITAL ACQUISITION CO COM CL A G21513109 973 97,167 SH   OTR 1 0 97,167 0
CLASS ACCELERATION CORP COM 18274B106 1,065 109,647 SH   OTR 1 0 109,647 0
COHN ROBBINS HOLDINGS CORP COM CL A G23726105 3,502 356,231 SH   OTR 1 0 356,231 0
CONX CORP COM CL A 212873103 105 10,724 SH   OTR 1 0 10,724 0
CORNER GROWTH ACQUISITION CO CL A SHS G2425N105 625 63,757 SH   OTR 1 0 63,757 0
COUPA SOFTWARE INC NOTE 0.375% 6/1 22266LAF3 10,450 10,977,000 PRN   OTR 1 0 10,977,000 0
COVA ACQUISITION CORP CL A SHS G2554Y104 254 26,065 SH   OTR 1 0 26,065 0
CYBERARK SOFTWARE LTD NOTE 11/1 23248VAB1 9,585 7,372,000 PRN   OTR 1 0 7,372,000 0
D AND Z MEDIA ACQUISITION CO COM CL A 23305Q106 292 29,916 SH   OTR 1 0 29,916 0
DATA KNIGHTS ACQUISITION COR *W EXP 11/11/202 237699111 4 10,000 SH   OTR 1 0 10,000 0
DEEP LAKE CAPITAL ACQUSTN CO CL A SHS G27029100 1,456 148,913 SH   OTR 1 0 148,913 0
DELWINDS INS ACQUISITION COR *W EXP 08/01/202 24803C110 5 10,200 SH   OTR 1 0 10,200 0
DELWINDS INS ACQUISITION COR COM CLS A 24803C102 2,881 290,720 SH   OTR 1 0 290,720 0
DIAMONDHEAD HOLDINGS CORP CL A 25278L105 146 15,000 SH   OTR 1 0 15,000 0
DUNE ACQUISITION CORP *W EXP 10/29/202 265334110 6 13,178 SH   OTR 1 0 13,178 0
DUNE ACQUISITION CORP COM CL A 265334102 3,829 386,743 SH   OTR 1 0 386,743 0
E MERGE TECHNOLOGY ACQUISITI COM CL A 26873Y104 4,953 503,346 SH   OTR 1 0 503,346 0
EAST RES ACQUISITION CO *W EXP 07/01/202 274681113 11 20,555 SH   OTR 1 0 20,555 0
EAST RES ACQUISITION CO COM CL A 274681105 4,885 494,884 SH   OTR 1 0 494,884 0
EDIFY ACQUISITION CORP CL A 28059Q103 1,007 103,092 SH   OTR 1 0 103,092 0
EDTECHX HOLDINGS ACQU CORP I *W EXP 06/15/202 28139A110 12 24,613 SH   OTR 1 0 24,613 0
EDTECHX HOLDINGS ACQU CORP I COM CL A 28139A102 2,861 285,816 SH   OTR 1 0 285,816 0
EQ HEALTH ACQUISITION CORP COM CL A 26886A101 428 44,097 SH   OTR 1 0 44,097 0
EQUITY DISTR ACQUISITION COR COM CL A 29465E106 5,609 571,137 SH   OTR 1 0 571,137 0
EVEREST CONSOLIDATOR ACQ COR UNIT 99/99/9999 29978K201 503 50,000 SH   OTR 1 0 50,000 0
FIRST LT ACQUISITION GROUP I CL A 320703101 260 26,523 SH   OTR 1 0 26,523 0
FLAME ACQUISITION CORP COM CL A 33850F108 792 81,488 SH   OTR 1 0 81,488 0
FORTIVE CORP NOTE 0.875% 2/1 34959JAK4 14,998 14,985,000 PRN   OTR 1 0 14,985,000 0
FTAC ZEUS ACQUISITION COR UNIT 04/15/2026 30320F205 177 17,700 SH   OTR 1 0 17,700 0
FS KKR CAP CORP COM 302635206 20,533 980,587 SH   OTR 1 0 980,587 0
G&P ACQUISITION CORP COM CL A 36146G103 472 48,153 SH   OTR 1 0 48,153 0
CAPSTAR SPL PURP ACQUISITION COM CL A 14070Y101 1,622 162,875 SH   OTR 1 0 162,875 0
GIGCAPITAL 5 INC COMMON STOCK 37519U109 338 34,149 SH   OTR 1 0 34,149 0
GIGINTERNATIONAL1 INC COM 37518W106 495 49,861 SH   OTR 1 0 49,861 0
GLOBAL SPAC PARTNERS CO *W EXP 11/30/202 G3934K111 6 13,253 SH   OTR 1 0 13,253 0
GLOBAL SPAC PARTNERS CO UNIT 03/12/2026 G3934K103 3,137 313,696 SH   OTR 1 0 313,696 0
GO ACQUISITION CORP COM 362019101 7,140 725,644 SH   OTR 1 0 725,644 0
GOAL ACQUISITIONS CORP COM 38021H107 402 41,347 SH   OTR 1 0 41,347 0
GOLDEN FALCON ACQUISITION CO CL A 38102H109 273 27,959 SH   OTR 1 0 27,959 0
GOOD WKS II ACQUISITION CORP COMMON STOCK 38216G104 1,725 176,030 SH   OTR 1 0 176,030 0
GROWTH CAP ACQUISITION CORP CL A 39986V107 1,563 157,387 SH   OTR 1 0 157,387 0
GUARDANT HEALTH INC NOTE 11/1 40131MAB5 4,187 4,193,000 PRN   OTR 1 0 4,193,000 0
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 5,517 4,720,000 PRN   OTR 1 0 4,720,000 0
HEALTH ASSURN ACQUISITION CO COM CL A 42226W109 1,674 171,306 SH   OTR 1 0 171,306 0
HEALTH SCIENCES ACQ CORP 2 ORD SHS G4411D109 1,703 168,985 SH   OTR 1 0 168,985 0
HEALTHCARE SERVICES ACQU COR COM CL A 42227K104 1,540 157,743 SH   OTR 1 0 157,743 0
HH&L ACQUISITION CO SHS CL A G39714103 215 22,135 SH   OTR 1 0 22,135 0
H I G ACQUISITION CORP COM CL A G44898107 521 53,247 SH   OTR 1 0 53,247 0
HORIZON ACQUISITION CORPORAT SHS CL A G46044106 153 15,521 SH   OTR 1 0 15,521 0
HPX CORP *W EXP 07/14/202 G32219126 6 10,672 SH   OTR 1 0 10,672 0
HPX CORP SHS CL A G32219100 3,174 321,557 SH   OTR 1 0 321,557 0
HUBSPOT INC NOTE 0.375% 6/0 443573AD2 15,429 6,496,000 PRN   OTR 1 0 6,496,000 0
HUMANCO ACQUISITION CORP COM CL A 44487N109 382 39,069 SH   OTR 1 0 39,069 0
IG ACQUISITION CORP COM CL A 449534106 1,461 148,945 SH   OTR 1 0 148,945 0
II-VI INC NOTE 0.250% 9/0 902104AB4 7,404 5,000,000 PRN   OTR 1 0 5,000,000 0
INFINITE ACQUISITION CORP UNIT 99/99/9999 G48028115 251 24,918 SH   OTR 1 0 24,918 0
INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1 3,342 3,000,000 PRN   OTR 1 0 3,000,000 0
INVESTCORP EUROPE ACQUISITIO UNIT 12/15/2026 G4923T121 252 25,000 SH   OTR 1 0 25,000 0
JACK CREEK INVESTMENT CORP CL A SHS G4989X115 316 32,327 SH   OTR 1 0 32,327 0
KADEM SUSTAINABLE IMPACT COR CLASS A COM 48284E105 567 58,580 SH   OTR 1 0 58,580 0
KAIROS ACQUISITION CORP CL A SHS G52110114 637 65,054 SH   OTR 1 0 65,054 0
KENSINGTON CAPITAL ACQUISITI SHS CL A G5251K103 430 43,731 SH   OTR 1 0 43,731 0
KERNEL GROUP HOLDINGS INC *W EXP 02/02/202 G5259L129 10 20,000 SH   OTR 1 0 20,000 0
KERNEL GROUP HOLDINGS INC CL A SHS G5259L103 294 30,149 SH   OTR 1 0 30,149 0
KINGSWOOD ACQUISITION CORP *W EXP 05/01/202 496861113 8 19,751 SH   OTR 1 0 19,751 0
KINGSWOOD ACQUISITION CORP COM CL A 496861105 1,493 147,790 SH   OTR 1 0 147,790 0
KINS TECHNOLOGY GROUP INC *W EXP 10/14/202 49714K117 7 15,000 SH   OTR 1 0 15,000 0
KINS TECHNOLOGY GROUP INC COM CL A 49714K109 3,762 379,990 SH   OTR 1 0 379,990 0
KKR REAL ESTATE FIN TR INC COM 48251K100 296,828 14,250,000 SH   OTR 1 0 14,250,000 0
KLUDEIN I ACQUISITION CORP CL A 49878L109 3,435 349,080 SH   OTR 1 0 349,080 0
L&F ACQUISITION CORP SHS CL A G53702109 1,111 110,751 SH   OTR 1 0 110,751 0
LAMF GLOBAL VENTURES CORP I UNIT 11/05/2026 G5338L116 402 40,000 SH   OTR 1 0 40,000 0
LEFTERIS ACQUISITION CORP COM CL A 52470X109 181 18,450 SH   OTR 1 0 18,450 0
LIGHTJUMP ACQUISITION CORP COM 53228M106 1,256 127,428 SH   OTR 1 0 127,428 0
LIONHEART ACQUISITION CORP I COM CL A 53625R104 1,068 107,255 SH   OTR 1 0 107,255 0
LMF ACQUISITION OPPORTUNIT I CL A COM 502015100 514 51,160 SH   OTR 1 0 51,160 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 26,855 15,000,000 PRN   OTR 1 0 15,000,000 0
MADISON SQUARE GRDN ENTERTNM CL A 55826T102 21,458 305,068 SH   OTR 1 0 305,068 0
MADISON SQUARE GRDN SPRT COR CL A 55825T103 52,999 305,068 SH   OTR 1 0 305,068 0
MALACCA STRAITS ACQUISITION *W EXP 99/99/999 G5859B109 6 14,837 SH   OTR 1 0 14,837 0
MALACCA STRAITS ACQUISITION COM CL A G5859B117 2,547 249,503 SH   OTR 1 0 249,503 0
MAQUIA CAPITAL ACQUISITION C CLASS A COM 56564V101 100 10,000 SH   OTR 1 0 10,000 0
MAQUIA CAPITAL ACQUISITION C *W EXP 05/05/202 56564V119 8 15,501 SH   OTR 1 0 15,501 0
MARLIN TECHNOLOGY CORP CL A SHS G58411102 979 100,267 SH   OTR 1 0 100,267 0
MEDICUS SCIENCES ACQUISITION CL A SHS G5960S108 1,054 108,418 SH   OTR 1 0 108,418 0
MIDDLEBY CORP NOTE 1.000% 9/0 596278AB7 3,202 2,000,000 PRN   OTR 1 0 2,000,000 0
MONGODB INC NOTE 0.250% 1/1 60937PAD8 39,077 15,318,000 PRN   OTR 1 0 15,318,000 0
MONUMENT CIRCLE ACQUISITN CO COM CL A 61531M101 3,524 361,050 SH   OTR 1 0 361,050 0
MUDRICK CAPITAL ACQU CORP II COM CL A 62477L107 4,773 480,173 SH   OTR 1 0 480,173 0
NATURAL ORDER ACQUISITION CO *W EXP 09/15/202 63889L115 6 15,000 SH   OTR 1 0 15,000 0
NATURAL ORDER ACQUISITION CO COM 63889L107 761 77,459 SH   OTR 1 0 77,459 0
NOBLE ROCK ACQUISITION CORP CL A SHS G6546R101 164 16,903 SH   OTR 1 0 16,903 0
OKTA INC NOTE 0.375% 6/1 679295AF2 15,625 13,000,000 PRN   OTR 1 0 13,000,000 0
OMNICHANNEL ACQUISITION CORP COM CL A 68218L108 1,348 135,437 SH   OTR 1 0 135,437 0
OTR ACQUISITION CORP COM CL A 67113Q105 711 70,146 SH   OTR 1 0 70,146 0
OYSTER ENTERPRISES ACQ CORP COM CL A 69242M104 882 90,318 SH   OTR 1 0 90,318 0
PARSONS CORP DEL NOTE 0.250% 8/1 70202LAB8 2,004 2,000,000 PRN   OTR 1 0 2,000,000 0
PMV CONSUMER ACQUISITION COR COM 693486102 1,049 106,673 SH   OTR 1 0 106,673 0
PONTEM CORPORATION SHS CL A G71707106 1,515 154,602 SH   OTR 1 0 154,602 0
POPULATION HEALTH INVS CO IN SHS CL A G71716107 132 13,431 SH   OTR 1 0 13,431 0
PRIMAVERA CAPITAL ACQUIST CO SHS CL A G7255E109 207 21,313 SH   OTR 1 0 21,313 0
PRIME IMPACT ACQUISITION I SHS CL A G61074103 2,509 255,007 SH   OTR 1 0 255,007 0
PRIVETERRA ACQUISITION CORP CL A 74275N102 102 10,517 SH   OTR 1 0 10,517 0
PROGRESS ACQUISITION CORP COM CL A 74327P105 3,197 327,847 SH   OTR 1 0 327,847 0
PROOF ACQUISITION CORP I UNIT 99/99/9999 74349W203 501 50,000 SH   OTR 1 0 50,000 0
PROPTECH INVESTMENT CORP II COM CL A 743497109 304 31,062 SH   OTR 1 0 31,062 0
PROSPECTOR CAPITAL CORP CL A G7273A105 236 24,238 SH   OTR 1 0 24,238 0
PROVIDENT ACQUISITION CORP CL A G7282L100 1,568 159,238 SH   OTR 1 0 159,238 0
RCF ACQUISITION CORP UNIT 99/99/9999 G7330C128 253 25,000 SH   OTR 1 0 25,000 0
RECHARGE ACQUISITION CORP COM CL A 756229100 2,972 300,243 SH   OTR 1 0 300,243 0
REDBALL ACQUISITION CORP COM CL A G7417R105 1,060 106,879 SH   OTR 1 0 106,879 0
REPLIGEN CORP NOTE 0.375% 7/1 759916AB5 20,109 8,539,000 PRN   OTR 1 0 8,539,000 0
RINGCENTRAL INC NOTE 3/1 76680RAH0 5,256 5,865,000 PRN   OTR 1 0 5,865,000 0
RIVERVIEW ACQUISITION CORP CLASS A COM 769395104 237 24,376 SH   OTR 1 0 24,376 0
ROSECLIFF ACQUISITION CORP I COM CL A 77732R103 598 60,917 SH   OTR 1 0 60,917 0
SCION TECH GROWTH I CL A SHS G31067104 1,268 129,893 SH   OTR 1 0 129,893 0
SCP & CO HEALTHCARE ACQUSTN COM CL A 784065104 367 37,431 SH   OTR 1 0 37,431 0
SCULPTOR ACQUISITION CORP I UNIT 99/99/9999 G7T983129 350 35,000 SH   OTR 1 0 35,000 0
SCVX CORP COM G79448208 3,874 387,816 SH   OTR 1 0 387,816 0
SEA LTD NOTE 0.250% 9/1 81141RAG5 11,073 12,000,000 PRN   OTR 1 0 12,000,000 0
SENIOR CONNECT ACQUISITN COR COM CL A 81723H108 5,685 583,724 SH   OTR 1 0 583,724 0
SHELTER ACQUISITION CORP I CLASS A COM 822821104 171 17,536 SH   OTR 1 0 17,536 0
SHOPIFY INC NOTE 0.125%11/0 82509LAA5 16,468 13,000,000 PRN   OTR 1 0 13,000,000 0
SIERRA LAKE ACQUISITION CORP CLASS A COM 826332108 1,966 201,050 SH   OTR 1 0 201,050 0
SILVER CREST ACQUISITION COR CL A SHS G81355102 655 66,744 SH   OTR 1 0 66,744 0
SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6 19,875 15,494,000 PRN   OTR 1 0 15,494,000 0
SOUTH JERSEY INDS INC UNIT 04/01/2024 838518306 6,975 125,000 SH   OTR 1 0 125,000 0
TAILWIND ACQUISITION CORP COM CL A 87403Q102 496 50,446 SH   OTR 1 0 50,446 0
TARGET GLOBAL ACQUISI I CORP UNIT 99/99/9999 G8675N117 199 20,000 SH   OTR 1 0 20,000 0
TASTEMAKER ACQUISITION CORP COM CL A 876545104 4,155 420,130 SH   OTR 1 0 420,130 0
TEKKORP DIGITAL ACQUISITN CO CL A G8739H106 2,090 210,501 SH   OTR 1 0 210,501 0
THAYER VENTURES ACQU CORP COM CL A 88332T100 988 97,840 SH   OTR 1 0 97,840 0
TREPONT ACQUISITION CORP I *W EXP 11/24/202 G9095M127 9 15,108 SH   OTR 1 0 15,108 0
TREPONT ACQUISITION CORP I SHS CL A G9095M101 2,248 225,253 SH   OTR 1 0 225,253 0
TURMERIC ACQUISITION CORP CL A G9127T108 358 36,503 SH   OTR 1 0 36,503 0
UNDER ARMOUR INC NOTE 1.500% 6/0 904311AC1 5,687 2,996,000 PRN   OTR 1 0 2,996,000 0
UTA ACQUISITION CORPORATION UNIT 12/01/2026 G9473A125 303 30,000 SH   OTR 1 0 30,000 0
VECTOIQ ACQUISITION CORP II COM CL A 92244F109 792 81,345 SH   OTR 1 0 81,345 0
VENTOUX CCM ACQUISITION CORP COM 92280L101 142 14,195 SH   OTR 1 0 14,195 0
VIAVI SOLUTIONS INC NOTE 1.750% 6/0 925550AE5 6,659 5,000,000 PRN   OTR 1 0 5,000,000 0
VIVEON HEALTH ACQUISITION CO COMMON STOCK 92853V106 4,189 418,096 SH   OTR 1 0 418,096 0
VMG CONSUMER ACQUISITION COR UNIT 11/08/2026 91842V201 101 10,000 SH   OTR 1 0 10,000 0
WARRIOR TECHNOLOGIES ACQUI C COM CL A 936273101 5,004 509,018 SH   OTR 1 0 509,018 0
WHOLE EARTH BRANDS INC *W EXP 06/25/202 96684W126 263 225,165 SH   OTR 1 0 225,165 0
YELLOWSTONE ACQUISITION CO COM CL A 98566K105 3,700 363,839 SH   OTR 1 0 363,839 0
ZENDESK INC NOTE 0.625% 6/1 98936JAD3 15,007 12,500,000 PRN   OTR 1 0 12,500,000 0
ZSCALER INC NOTE 0.125% 7/0 98980GAB8 5,615 2,500,000 PRN   OTR 1 0 2,500,000 0
Z-WORK ACQUISITION CORP COM CL A 98880C102 347 35,656 SH   OTR 1 0 35,656 0
DAVE & BUSTERS ENTMT INC COM 238337109 123,013 3,203,469 SH   OTR 2 0 3,203,469 0
FS KKR CAP CORP COM 302635206 327,625 15,645,893 SH   OTR 1,2 0 15,645,893 0
HILTON GRAND VACATIONS INC COM 43283X105 31,659 607,544 SH   OTR 2 0 607,544 0
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 3,144 3,320,000 PRN   OTR 2 0 3,320,000 0
ISHARES TR IBOXX HI YD ETF 464288513 3,250 37,351 SH   OTR 2 0 37,351 0
RADIUS HEALTH INC NOTE 3.000% 9/0 750469AA6 26,406 27,153,000 PRN   OTR 2 0 27,153,000 0
REVANCE THERAPEUTICS INC NOTE 1.750% 2/1 761330AB5 883 1,000,000 PRN   OTR 2 0 1,000,000 0
SPDR SER TR BLOOMBERG HIGH Y 78468R622 3,250 29,930 SH   OTR 2 0 29,930 0
VERSO CORP CL A 92531L207 271 10,023 SH   OTR 2 0 10,023 0
ZETA GLOBAL HOLDINGS CORP CL A 98956A105 45,274 5,376,906 SH   OTR 2 0 5,376,906 0
APPLOVIN CORP COM CL A 03831W108 9,392,112 99,640,489 SH   OTR   0 99,640,489 0
BRIDGEBIO PHARMA INC COM 10806X102 518,097 31,060,971 SH   OTR   0 31,060,971 0
BRIGHTVIEW HLDGS INC COM 10948C107 712,914 50,633,123 SH   OTR   0 50,633,123 0
COHERUS BIOSCIENCES INC COM 19249H103 48,456 3,036,076 SH   OTR   0 3,036,076 0
ENDEAVOR GROUP HLDGS INC CL A COM 29260Y109 726,875 20,833,333 SH   OTR   0 20,833,333 0
FISERV INC COM 337738108 3,885,992 37,440,913 SH   OTR   0 37,440,913 0
FORGEROCK INC CL A 34631B101 141,119 5,287,352 SH   OTR   0 5,287,352 0
IMPEL NEUROPHARMA INC COM 45258K109 35,693 4,135,971 SH   OTR   0 4,135,971 0
KNOWBE4 INC CL A 49926T104 599,099 26,115,895 SH   OTR   0 26,115,895 0
LAUREATE EDUCATION INC COMMON STOCK 518613203 401,988 32,842,183 SH   OTR   0 32,842,183 0
OYSTER PT PHARMA INC COM 69242L106 18,983 1,039,622 SH   OTR   0 1,039,622 0
VIASAT INC COM 92552V100 41,090 922,546 SH   OTR   0 922,546 0