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
7GC & CO HOLDINGS INC COM CL A 81786A107 175 17,822 SH   OTR 1 0 17,822 0
ADARA ACQUISITION CORP COM CL A 00653H102 1,103 111,649 SH   OTR 1 0 111,649 0
ADIT EDTECH ACQUISITION CORP COMMON STOCK 007024102 1,049 106,219 SH   OTR 1 0 106,219 0
AEA-BRIDGES IMPACT CORP SHS CL A G01046104 1,446 146,047 SH   OTR 1 0 146,047 0
AEQUI ACQUISITION CORP COM CL A 00775W102 1,310 133,240 SH   OTR 1 0 133,240 0
AFRICAN GOLD ACQUISITION COR *W EXP 03/31/202 G0112R124 5 26,065 SH   OTR 1 0 26,065 0
AFRICAN GOLD ACQUISITION COR SHS CL A G0112R108 1,600 163,095 SH   OTR 1 0 163,095 0
AHREN ACQUISITION CORP CLASS A ORD SHS G01322109 396 39,898 SH   OTR 1 0 39,898 0
AHREN ACQUISITION CORP *W EXP 12/09/202 G01322125 7 20,000 SH   OTR 1 0 20,000 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 5,292 4,007,000 PRN   OTR 1 0 4,007,000 0
ALTITUDE ACQUISITION CORP COM CL A 02156Y103 5,730 575,863 SH   OTR 1 0 575,863 0
ALTITUDE ACQUISITION CORP *W EXP 11/30/202 02156Y111 2 10,000 SH   OTR 1 0 10,000 0
AMERICAN HOMES 4 RENT CL A 02665T306 67,858 1,695,177 SH   OTR 1 0 1,695,177 0
AP ACQUISITION CORP CL A ORD SHS G04058106 250 25,000 SH   OTR 1 0 25,000 0
AP ACQUISITION CORP *W EXP 12/07/202 G04058114 3 12,500 SH   OTR 1 0 12,500 0
APX ACQUISITION CORP I CLASS A ORD SHS G0440J109 499 50,000 SH   OTR 1 0 50,000 0
APX ACQUISITION CORP I *W EXP 11/30/202 G0440J125 6 25,000 SH   OTR 1 0 25,000 0
ARES ACQUISITION CORPORATION COM CL A G33032106 5,232 533,286 SH   OTR 1 0 533,286 0
ARMADA ACQUISITION CORP I COM 04208V103 1,344 136,913 SH   OTR 1 0 136,913 0
ARMADA ACQUISITION CORP I *W EXP 08/13/202 04208V111 6 20,000 SH   OTR 1 0 20,000 0
ASCENDANT DIGITAL ACQ CORP I CL A COM G05157105 282 28,205 SH   OTR 1 0 28,205 0
ASCENDANT DIGITAL ACQ CORP I *W EXP 99/99/999 G05157113 4 10,000 SH   OTR 1 0 10,000 0
ASTREA ACQUISITION CORP *W EXP 01/28/202 04637C114 2 10,000 SH   OTR 1 0 10,000 0
ATHLON ACQUISITION CORP COM CL A 04748A106 1,551 158,554 SH   OTR 1 0 158,554 0
ATLANTIC AVE ACQUISITION COR COM CL A 04906P101 5,023 509,462 SH   OTR 1 0 509,462 0
ATLAS CREST INVESTMENT CORP COM CL A 049287105 347 35,320 SH   OTR 1 0 35,320 0
AUSTERLITZ ACQUISITION CORP SHS CL A G0633D109 1,140 116,138 SH   OTR 1 0 116,138 0
AUTHENTIC EQUITY ACQUISTN CO CL A SHS G06607108 2,005 204,550 SH   OTR 1 0 204,550 0
AVALON ACQUISITION INC CLASS A COM 05338E101 400 40,137 SH   OTR 1 0 40,137 0
AVANTI ACQUISITION CORP SHS CL A G0682V109 6,692 678,711 SH   OTR 1 0 678,711 0
B RILEY PRINCIPAL 150 MERGER COM CL A 05601V103 306 30,814 SH   OTR 1 0 30,814 0
BAUSCH HEALTH COS INC COM 071734107 119,620 5,235,000 SH   OTR 1 0 5,235,000 0
BEARD ENERGY TRANSITION ACQ CL A COM 07402Q101 161 16,210 SH   OTR 1 0 16,210 0
BELONG ACQUISITION CORP CLASS A COM 08069M102 188 19,210 SH   OTR 1 0 19,210 0
BENTLEY SYS INC NOTE 0.125% 1/1 08265TAB5 2,958 3,000,000 PRN   OTR 1 0 3,000,000 0
BERENSON ACQUISITION CORP I *W EXP 08/01/202 083690115 7 25,000 SH   OTR 1 0 25,000 0
BILL COM HLDGS INC NOTE 12/0 090043AB6 9,749 5,920,000 PRN   OTR 1 0 5,920,000 0
BLACKLINE INC NOTE 0.125% 8/0 09239BAB5 2,955 2,500,000 PRN   OTR 1 0 2,500,000 0
BLEUACACIA LTD CLASS A ORD SHS G11728105 179 18,399 SH   OTR 1 0 18,399 0
BLOCK INC NOTE 0.125% 3/0 852234AF0 7,841 5,988,000 PRN   OTR 1 0 5,988,000 0
BLOCKCHAIN MOON ACQUISITN CO COM 09370F109 418 42,380 SH   OTR 1 0 42,380 0
BLUERIVER ACQUISITION CORP SHS CL A G1261Q107 312 31,791 SH   OTR 1 0 31,791 0
BLUESCAPE OPPORTUNITIES ACQU SHS G1195N105 4,589 465,462 SH   OTR 1 0 465,462 0
BOX INC NOTE 1/1 10316TAB0 10,731 8,500,000 PRN   OTR 1 0 8,500,000 0
BREEZE HOLDINGS ACQUISITN CO *W EXP 05/25/202 106762115 3 14,290 SH   OTR 1 0 14,290 0
BRIDGETOWN HOLDINGS LTD COM CL A G1355U113 7,406 762,694 SH   OTR 1 0 762,694 0
BULL HORN HLDGS CORP SHS G1686P106 634 62,876 SH   OTR 1 0 62,876 0
BULLPEN PARLAY ACQUISITION C CLASS A ORD SHS G1792A100 197 19,981 SH   OTR 1 0 19,981 0
BULLPEN PARLAY ACQUISITION C *W EXP 12/03/202 G1792A118 5 15,000 SH   OTR 1 0 15,000 0
CABLE ONE INC NOTE 1.125% 3/1 12685JAG0 2,899 3,207,000 PRN   OTR 1 0 3,207,000 0
CARNEY TECHNOLOGY ACQU CORP CL A COMMON STK 143636108 2,229 226,993 SH   OTR 1 0 226,993 0
CATCHA INVESTMENT CORP SHS CL A G1962Y102 279 28,445 SH   OTR 1 0 28,445 0
CC NEUBERGER PRIN HLDGS II SHS CL A G3166T103 3,736 376,627 SH   OTR 1 0 376,627 0
CC NEUBERGER PRINCIPAL HOLDN SHS CL A G1992N100 108 10,965 SH   OTR 1 0 10,965 0
CENAQ ENERGY CORP *W EXP 02/04/202 15130M110 3 15,000 SH   OTR 1 0 15,000 0
CF ACQUISITION CORP IV COM CL A 12520T102 2,271 231,468 SH   OTR 1 0 231,468 0
CLASS ACCELERATION CORP COM 18274B106 1,936 197,944 SH   OTR 1 0 197,944 0
COHN ROBBINS HOLDINGS CORP COM CL A G23726105 4,051 407,587 SH   OTR 1 0 407,587 0
COLISEUM ACQUISITION CORP *W EXP 08/22/202 G2263T107 5 15,000 SH   OTR 1 0 15,000 0
COMPUTE HEALTH ACQUISITIN CO COM CL A 204833107 3,332 340,651 SH   OTR 1 0 340,651 0
CONSTELLATION ACQUISITN CORP SHS CL A G2R18K105 385 39,283 SH   OTR 1 0 39,283 0
CONX CORP COM CL A 212873103 2,423 245,962 SH   OTR 1 0 245,962 0
CORNER GROWTH ACQUISITION CO CL A SHS G2425N105 2,942 299,605 SH   OTR 1 0 299,605 0
COUPA SOFTWARE INC NOTE 0.375% 1/1 22266LAB2 5,689 2,500,000 PRN   OTR 1 0 2,500,000 0
COVA ACQUISITION CORP CL A SHS G2554Y104 634 64,707 SH   OTR 1 0 64,707 0
CRUCIBLE ACQUISITION CORP COM CL A 22877P108 125 12,695 SH   OTR 1 0 12,695 0
CYBERARK SOFTWARE LTD NOTE 11/1 23248VAB1 6,225 5,000,000 PRN   OTR 1 0 5,000,000 0
D AND Z MEDIA ACQUISITION CO COM CL A 23305Q106 732 74,738 SH   OTR 1 0 74,738 0
DATA KNIGHTS ACQUISITION COR *W EXP 11/11/202 237699111 2 10,000 SH   OTR 1 0 10,000 0
DEEP LAKE CAPITAL ACQUSTN CO CL A SHS G27029100 2,199 224,156 SH   OTR 1 0 224,156 0
DELWINDS INS ACQUISITION COR COM CLS A 24803C102 3,265 328,809 SH   OTR 1 0 328,809 0
DELWINDS INS ACQUISITION COR *W EXP 08/01/202 24803C110 3 10,200 SH   OTR 1 0 10,200 0
DIAMONDHEAD HOLDINGS CORP CL A 25278L105 1,383 141,293 SH   OTR 1 0 141,293 0
DUNE ACQUISITION CORP COM CL A 265334102 6,467 650,627 SH   OTR 1 0 650,627 0
DUNE ACQUISITION CORP *W EXP 10/29/202 265334110 3 13,178 SH   OTR 1 0 13,178 0
E MERGE TECHNOLOGY ACQUISITI COM CL A 26873Y104 6,991 706,182 SH   OTR 1 0 706,182 0
EAST RES ACQUISITION CO COM CL A 274681105 5,403 545,166 SH   OTR 1 0 545,166 0
EAST RES ACQUISITION CO *W EXP 07/01/202 274681113 5 20,555 SH   OTR 1 0 20,555 0
EDIFY ACQUISITION CORP CL A 28059Q103 1,156 117,823 SH   OTR 1 0 117,823 0
EDTECHX HOLDINGS ACQU CORP I COM CL A 28139A102 2,893 286,418 SH   OTR 1 0 286,418 0
EDTECHX HOLDINGS ACQU CORP I *W EXP 06/15/202 28139A110 3 24,613 SH   OTR 1 0 24,613 0
EMPOWERMENT & INCLUSION CAPI COM CL A 29248N100 247 25,190 SH   OTR 1 0 25,190 0
EPIPHANY TECHNOLOGY ACQUISIT COM CL A 29429X109 4,705 479,084 SH   OTR 1 0 479,084 0
EQ HEALTH ACQUISITION CORP COM CL A 26886A101 488 49,750 SH   OTR 1 0 49,750 0
EQUITY DISTR ACQUISITION COR COM CL A 29465E106 7,284 736,598 SH   OTR 1 0 736,598 0
EVEREST CONSOLIDATOR ACQ COR CL A COM 29978K102 550 55,427 SH   OTR 1 0 55,427 0
EVEREST CONSOLIDATOR ACQ COR *W EXP 99/99/999 29978K110 5 25,000 SH   OTR 1 0 25,000 0
FINSERV ACQUISITION CORP II COM CL A 31809Y103 133 13,245 SH   OTR 1 0 13,245 0
FIRST LT ACQUISITION GROUP I CL A 320703101 349 35,317 SH   OTR 1 0 35,317 0
FLAME ACQUISITION CORP COM CL A 33850F108 874 89,594 SH   OTR 1 0 89,594 0
FORD MTR CO DEL NOTE 3/1 345370CZ1 4,763 4,000,000 PRN   OTR 1 0 4,000,000 0
FORTISTAR SUSTAINABLE SOL CO COM CL A 34962M106 465 47,492 SH   OTR 1 0 47,492 0
FORTRESS CAPITAL ACQUISITION SHS CL A G36427105 138 13,947 SH   OTR 1 0 13,947 0
FREEDOM ACQUISITION I CORP SHS CL A G3663X110 280 28,560 SH   OTR 1 0 28,560 0
FS KKR CAP CORP COM 302635206 22,377 980,587 SH   OTR 1 0 980,587 0
FTAC HERA ACQUISITION CORP CLASS A ORD SHS G3728Y103 196 20,000 SH   OTR 1 0 20,000 0
FTAC ZEUS ACQUISITION COR CLASS A COM 30320F106 154 15,625 SH   OTR 1 0 15,625 0
FUTURE HEALTH ESG CORP COM 36118W102 665 67,476 SH   OTR 1 0 67,476 0
G&P ACQUISITION CORP COM CL A 36146G103 427 43,053 SH   OTR 1 0 43,053 0
GIGCAPITAL 5 INC COMMON STOCK 37519U109 984 98,766 SH   OTR 1 0 98,766 0
GIGINTERNATIONAL1 INC COM 37518W106 475 47,526 SH   OTR 1 0 47,526 0
GLENFARNE MERGER CORP CLASS A COM 378579106 180 18,478 SH   OTR 1 0 18,478 0
GLOBAL PARTNER ACQISTN CORP CL A SHS G3934P102 189 19,200 SH   OTR 1 0 19,200 0
GLOBAL SPAC PARTNERS CO UNIT 03/12/2026 G3934K103 3,054 302,696 SH   OTR 1 0 302,696 0
GLOBAL SPAC PARTNERS CO *W EXP 11/30/202 G3934K111 5 13,253 SH   OTR 1 0 13,253 0
GO ACQUISITION CORP COM 362019101 8,473 855,849 SH   OTR 1 0 855,849 0
GOAL ACQUISITIONS CORP COM COM 38021H107 1,574 161,145 SH   OTR 1 0 161,145 0
GOLDEN FALCON ACQUISITION CO CL A 38102H109 1,626 165,800 SH   OTR 1 0 165,800 0
GOOD WKS II ACQUISITION CORP COMMON STOCK 38216G104 2,889 293,549 SH   OTR 1 0 293,549 0
GROUP NINE ACQUISITION CORP COM CL A 39947R104 197 20,085 SH   OTR 1 0 20,085 0
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 2,110 2,000,000 PRN   OTR 1 0 2,000,000 0
H I G ACQUISITION CORP COM CL A G44898107 1,287 130,637 SH   OTR 1 0 130,637 0
HALOZYME THERAPEUTICS INC NOTE 0.250% 3/0 40637HAD1 6,188 7,000,000 PRN   OTR 1 0 7,000,000 0
HAMILTON LANE ALLIANCE HLDGS COM CL A 40749M103 855 87,359 SH   OTR 1 0 87,359 0
HEALTH ASSURN ACQUISITION CO COM CL A 42226W109 5,129 520,695 SH   OTR 1 0 520,695 0
HEALTH SCIENCES ACQ CORP 2 ORD SHS G4411D109 2,467 248,941 SH   OTR 1 0 248,941 0
HEALTHCARE SERVICES ACQU COR COM CL A 42227K104 3,120 318,410 SH   OTR 1 0 318,410 0
HEARTLAND MEDIA ACQUISITION CL A COM 42237V108 312 31,600 SH   OTR 1 0 31,600 0
HEARTLAND MEDIA ACQUISITION *W EXP 99/99/999 42237V116 3 15,800 SH   OTR 1 0 15,800 0
HENNESSY CAPITAL INVS CORP V COM CL A 42589T107 1,218 124,207 SH   OTR 1 0 124,207 0
HH&L ACQUISITION CO SHS CL A G39714103 1,262 128,894 SH   OTR 1 0 128,894 0
HORIZON ACQUISITION CORPORAT SHS CL A G46044106 2,856 288,213 SH   OTR 1 0 288,213 0
HPX CORP SHS CL A G32219100 3,421 344,849 SH   OTR 1 0 344,849 0
HPX CORP *W EXP 07/14/202 G32219126 2 10,672 SH   OTR 1 0 10,672 0
HUBSPOT INC NOTE 0.375% 6/0 443573AD2 7,157 4,000,000 PRN   OTR 1 0 4,000,000 0
HUDSON EXECUTIVE INVES III COM CL A 44376L107 191 19,581 SH   OTR 1 0 19,581 0
HUDSON EXECUTIVE INVS CORP I COM CL A 443760103 459 47,031 SH   OTR 1 0 47,031 0
HUMANCO ACQUISITION CORP COM CL A 44487N109 1,257 128,035 SH   OTR 1 0 128,035 0
IG ACQUISITION CORP COM CL A 449534106 2,281 231,348 SH   OTR 1 0 231,348 0
II-VI INC NOTE 0.250% 9/0 902104AB4 7,736 5,000,000 PRN   OTR 1 0 5,000,000 0
INDUSTRIAL TECH ACQSTNS II I CLASS A COM 45635R108 497 49,992 SH   OTR 1 0 49,992 0
INDUSTRIAL TECH ACQSTNS II I *W EXP 03/31/202 45635R116 6 25,000 SH   OTR 1 0 25,000 0
INFINITE ACQUISITION CORP CL A ORD SHS G48028107 137 13,866 SH   OTR 1 0 13,866 0
INFINITE ACQUISITION CORP *W EXP 11/23/202 G48028123 4 12,459 SH   OTR 1 0 12,459 0
INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1 3,166 3,000,000 PRN   OTR 1 0 3,000,000 0
INVESTCORP EUROPE ACQUISITIO CLASS A ORD SHS G4923T105 345 34,561 SH   OTR 1 0 34,561 0
INVESTCORP EUROPE ACQUISITIO *W EXP 12/15/202 G4923T113 4 12,500 SH   OTR 1 0 12,500 0
ISLEWORTH HEALTHCARE ACQU CO COM 46468P102 878 88,741 SH   OTR 1 0 88,741 0
JACK CREEK INVESTMENT CORP CL A SHS G4989X115 919 93,679 SH   OTR 1 0 93,679 0
JAWS MUSTANG ACQUISITION COR SHS CL A G50737108 1,853 188,856 SH   OTR 1 0 188,856 0
JAZZ INVESTMENTS I LTD NOTE 2.000% 6/1 472145AF8 1,829 1,500,000 PRN   OTR 1 0 1,500,000 0
JOFF FINTECH ACQUISITION COR COM CL A 46592C100 636 65,127 SH   OTR 1 0 65,127 0
KADEM SUSTAINABLE IMPACT COR CLASS A COM 48284E105 478 49,040 SH   OTR 1 0 49,040 0
KAIROS ACQUISITION CORP CL A SHS G52110114 790 80,573 SH   OTR 1 0 80,573 0
KENSINGTON CAPITAL ACQUISITI SHS CL A G5251K103 656 66,086 SH   OTR 1 0 66,086 0
KERNEL GROUP HOLDINGS INC CL A SHS G5259L103 486 49,559 SH   OTR 1 0 49,559 0
KERNEL GROUP HOLDINGS INC *W EXP 02/02/202 G5259L129 5 20,000 SH   OTR 1 0 20,000 0
KINGSWOOD ACQUISITION CORP COM CL A 496861105 1,601 156,775 SH   OTR 1 0 156,775 0
KINGSWOOD ACQUISITION CORP *W EXP 05/01/202 496861113 3 19,751 SH   OTR 1 0 19,751 0
KINS TECHNOLOGY GROUP INC COM CL A 49714K109 3,952 392,863 SH   OTR 1 0 392,863 0
KINS TECHNOLOGY GROUP INC *W EXP 10/14/202 49714K117 2 15,000 SH   OTR 1 0 15,000 0
KKR REAL ESTATE FIN TR INC COM 48251K100 23,863 1,157,813 SH   OTR   0 1,157,813 0
KKR REAL ESTATE FIN TR INC COM 48251K100 269,830 13,092,187 SH   OTR 1 0 13,092,187 0
KL ACQUISITION CORP COM CL A 49837C109 675 68,894 SH   OTR 1 0 68,894 0
KLUDEIN I ACQUISITION CORP CL A 49878L109 3,730 375,265 SH   OTR 1 0 375,265 0
L&F ACQUISITION CORP SHS CL A G53702109 1,129 111,525 SH   OTR 1 0 111,525 0
LAMF GLOBAL VENTURES CORP I CLASS A ORD G5338L108 182 18,359 SH   OTR 1 0 18,359 0
LAMF GLOBAL VENTURES CORP I *W EXP 11/05/202 G5338L124 5 20,000 SH   OTR 1 0 20,000 0
LAZARD GROWTH ACQUISITION CO CL A ORD SHS G54035103 861 87,891 SH   OTR 1 0 87,891 0
LIGHTJUMP ACQUISITION CORP COM 53228M106 1,357 136,771 SH   OTR 1 0 136,771 0
LMF ACQUISITION OPPORTUNIT I CL A COM 502015100 212 20,988 SH   OTR 1 0 20,988 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 24,559 15,000,000 PRN   OTR 1 0 15,000,000 0
LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 8,737 7,500,000 PRN   OTR 1 0 7,500,000 0
LUX HEALTH TECH ACQUISITION COM CL A 55068A100 3,257 330,342 SH   OTR 1 0 330,342 0
MADISON SQUARE GRDN ENTERTNM CL A 55826T102 25,415 305,068 SH   OTR 1 0 305,068 0
MADISON SQUARE GRDN SPRT COR CL A 55825T103 54,717 305,068 SH   OTR 1 0 305,068 0
MALACCA STRAITS ACQUISITION *W EXP 06/30/202 G5859B109 2 14,837 SH   OTR 1 0 14,837 0
MANDIANT INC NOTE 1.625% 6/0 31816QAD3 10,177 10,198,000 PRN   OTR 1 0 10,198,000 0
MAQUIA CAPITAL ACQUISITION C CLASS A COM 56564V101 258 25,437 SH   OTR 1 0 25,437 0
MAQUIA CAPITAL ACQUISITION C *W EXP 05/05/202 56564V119 3 15,501 SH   OTR 1 0 15,501 0
MARBLEGATE ACQUISITION CORP COM CL A 56608A105 3,716 377,273 SH   OTR 1 0 377,273 0
MARLIN TECHNOLOGY CORP CL A SHS G58411102 2,353 239,631 SH   OTR 1 0 239,631 0
MEDICUS SCIENCES ACQUISITION CL A SHS G5960S108 1,111 113,562 SH   OTR 1 0 113,562 0
MONUMENT CIRCLE ACQUISITN CO COM CL A 61531M101 4,599 469,801 SH   OTR 1 0 469,801 0
MUDRICK CAPITAL ACQU CORP II COM CL A 62477L107 5,820 580,533 SH   OTR 1 0 580,533 0
NABORS ENERGY TRANSITION COR CL A COM 629567108 111 11,095 SH   OTR 1 0 11,095 0
NATURAL ORDER ACQUISITION CO COM 63889L107 2,491 253,371 SH   OTR 1 0 253,371 0
NATURAL ORDER ACQUISITION CO *W EXP 09/15/202 63889L115 2 15,000 SH   OTR 1 0 15,000 0
NOBLE ROCK ACQUISITION CORP CL A SHS G6546R101 850 86,660 SH   OTR 1 0 86,660 0
NORTHERN STAR INVSTMNT CORP COM CLASS A 66573W107 937 95,856 SH   OTR 1 0 95,856 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 8,811 8,000,000 PRN   OTR 1 0 8,000,000 0
OKTA INC NOTE 0.375% 6/1 679295AF2 12,761 13,000,000 PRN   OTR 1 0 13,000,000 0
OMNICHANNEL ACQUISITION CORP COM CL A 68218L108 1,309 131,289 SH   OTR 1 0 131,289 0
ONE EQUITY PARTNERS OPEN WTR CL A 68237L105 413 42,135 SH   OTR 1 0 42,135 0
OTR ACQUISITION CORP COM CL A 67113Q105 589 57,782 SH   OTR 1 0 57,782 0
OYSTER ENTERPRISES ACQ CORP COM CL A 69242M104 1,269 129,670 SH   OTR 1 0 129,670 0
PARSONS CORP DEL NOTE 0.250% 8/1 70202LAB8 4,778 4,500,000 PRN   OTR 1 0 4,500,000 0
PATHFINDER ACQUISITION CORP CL A G04119106 212 21,651 SH   OTR 1 0 21,651 0
PINE IS ACQUISITION CORP CL A 722615101 181 18,435 SH   OTR 1 0 18,435 0
PIVOTAL INVESTMENT CORP III COM CL A 72582M106 405 41,411 SH   OTR 1 0 41,411 0
PMV CONSUMER ACQUISITION COR COM 693486102 1,366 138,238 SH   OTR 1 0 138,238 0
PONTEM CORPORATION SHS CL A G71707106 4,825 491,838 SH   OTR 1 0 491,838 0
POPULATION HEALTH INVS CO IN SHS CL A G71716107 197 20,012 SH   OTR 1 0 20,012 0
POWERUP ACQUISITION CORP UNIT 02/18/2032 G7207P111 755 75,000 SH   OTR 1 0 75,000 0
PRIMAVERA CAPITAL ACQUIST CO SHS CL A G7255E109 1,202 122,235 SH   OTR 1 0 122,235 0
PRIME IMPACT ACQUISITION I SHS CL A G61074103 3,061 309,511 SH   OTR 1 0 309,511 0
PRIVETERRA ACQUISITION CORP CL A 74275N102 217 22,203 SH   OTR 1 0 22,203 0
PROGRESS ACQUISITION CORP COM CL A 74327P105 3,258 331,390 SH   OTR 1 0 331,390 0
PROOF ACQUISITION CORP I CL A COM 74349W104 543 54,822 SH   OTR 1 0 54,822 0
PROOF ACQUISITION CORP I *W EXP 99/99/999 74349W112 7 25,000 SH   OTR 1 0 25,000 0
PROPERTY SOLUTIONS ACQUISITI COM CL A 74350A108 136 13,946 SH   OTR 1 0 13,946 0
PROPTECH INVESTMENT CORP II COM CL A 743497109 663 67,625 SH   OTR 1 0 67,625 0
PROSPECTOR CAPITAL CORP CL A G7273A105 1,052 107,277 SH   OTR 1 0 107,277 0
PROVIDENT ACQUISITION CORP CL A G7282L100 1,558 158,038 SH   OTR 1 0 158,038 0
RCF ACQUISITION CORP CL A COM G7330C102 233 23,409 SH   OTR 1 0 23,409 0
RCF ACQUISITION CORP *W EXP 99/99/999 G7330C110 5 12,500 SH   OTR 1 0 12,500 0
RECHARGE ACQUISITION CORP COM CL A 756229100 3,489 349,986 SH   OTR 1 0 349,986 0
REDBALL ACQUISITION CORP COM CL A G7417R105 1,064 107,141 SH   OTR 1 0 107,141 0
REPLIGEN CORP NOTE 0.375% 7/1 759916AB5 14,762 8,539,000 PRN   OTR 1 0 8,539,000 0
RINGCENTRAL INC NOTE 3/1 76680RAH0 1,666 2,000,000 PRN   OTR 1 0 2,000,000 0
RIVERVIEW ACQUISITION CORP CLASS A COM 769395104 347 35,510 SH   OTR 1 0 35,510 0
RMG ACQUISITION CORP III CL A SHS G76088106 109 11,159 SH   OTR 1 0 11,159 0
ROSECLIFF ACQUISITION CORP I COM CL A 77732R103 599 61,316 SH   OTR 1 0 61,316 0
SCIENCE STRATEGIC ACQ ALPHA COM CL A 808641104 170 17,370 SH   OTR 1 0 17,370 0
SCION TECH GROWTH I CL A SHS G31067104 4,618 470,276 SH   OTR 1 0 470,276 0
SCP & CO HEALTHCARE ACQUSTN COM CL A 784065104 1,022 104,498 SH   OTR 1 0 104,498 0
SCULPTOR ACQUISITION CORP I CL A COM G7T983103 346 34,907 SH   OTR 1 0 34,907 0
SCULPTOR ACQUISITION CORP I *W EXP 99/99/999 G7T983111 5 17,500 SH   OTR 1 0 17,500 0
SEA LTD NOTE 0.250% 9/1 81141RAG5 2,402 3,000,000 PRN   OTR 1 0 3,000,000 0
SENIOR CONNECT ACQUISITN COR COM CL A 81723H108 7,762 790,457 SH   OTR 1 0 790,457 0
SHELTER ACQUISITION CORP I CLASS A COM 822821104 302 30,804 SH   OTR 1 0 30,804 0
SHOPIFY INC NOTE 0.125%11/0 82509LAA5 4,901 5,124,000 PRN   OTR 1 0 5,124,000 0
SIERRA LAKE ACQUISITION CORP CLASS A COM 826332108 3,016 305,882 SH   OTR 1 0 305,882 0
SILVER CREST ACQUISITION COR CL A SHS G81355102 656 66,744 SH   OTR 1 0 66,744 0
SLAM CORP CL A SHS G8210L105 344 35,222 SH   OTR 1 0 35,222 0
SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6 11,549 8,500,000 PRN   OTR 1 0 8,500,000 0
SPOTIFY USA INC NOTE 3/1 84921RAB6 1,715 2,000,000 PRN   OTR 1 0 2,000,000 0
SUSTAINABLE DEVELP ACQU I CO COM CL A 86934L103 287 29,330 SH   OTR 1 0 29,330 0
SVF INVESTMENT CORP CL A SHS G8601L102 1,554 158,544 SH   OTR 1 0 158,544 0
TAILWIND ACQUISITION CORP COM CL A 87403Q102 2,323 234,793 SH   OTR 1 0 234,793 0
TARGET GLOBAL ACQUISI I CORP CLASS A ORD SHS G8675N109 248 25,007 SH   OTR 1 0 25,007 0
TASTEMAKER ACQUISITION CORP COM CL A 876545104 4,949 499,851 SH   OTR 1 0 499,851 0
TEKKORP DIGITAL ACQUISITN CO CL A G8739H106 2,741 277,965 SH   OTR 1 0 277,965 0
THE MUSIC ACQUISITION CORP COM CLASS A 62752R100 127 13,009 SH   OTR 1 0 13,009 0
THUNDER BRIDGE CAP PRTNRS II COM CL A 88605T100 168 17,113 SH   OTR 1 0 17,113 0
TISHMAN SPEYER INNOVATION CO COM CL A 88825H100 331 33,778 SH   OTR 1 0 33,778 0
TLG ACQUISITION ONE CORP COM CL A 87257M108 805 82,225 SH   OTR 1 0 82,225 0
TORTOISEECOFIN ACQUISITION C SHS CL A G8956E109 584 60,064 SH   OTR 1 0 60,064 0
TREPONT ACQUISITION CORP I SHS CL A G9095M101 2,246 223,416 SH   OTR 1 0 223,416 0
TREPONT ACQUISITION CORP I *W EXP 11/24/202 G9095M127 2 15,108 SH   OTR 1 0 15,108 0
TURMERIC ACQUISITION CORP CL A G9127T108 427 43,373 SH   OTR 1 0 43,373 0
TWELVE SEAS INVESTMENT CO II COM CL A 90118T106 517 52,877 SH   OTR 1 0 52,877 0
TYLER TEX INDPT SCH DIST NOTE 0.250% 3/1 902252AB1 7,962 7,215,000 PRN   OTR 1 0 7,215,000 0
TZP STRATEGIES ACQUISTN CORP CL A SHS G91595101 355 36,226 SH   OTR 1 0 36,226 0
UTA ACQUISITION CORPORATION *W EXP 10/30/202 G9473A117 5 15,000 SH   OTR 1 0 15,000 0
VECTOIQ ACQUISITION CORP II COM CL A 92244F109 2,639 268,513 SH   OTR 1 0 268,513 0
VIAVI SOLUTIONS INC NOTE 1.750% 6/0 925550AE5 1,574 1,250,000 PRN   OTR 1 0 1,250,000 0
WARRIOR TECHNOLOGIES ACQUI C COM CL A 936273101 5,462 552,287 SH   OTR 1 0 552,287 0
WHOLE EARTH BRANDS INC *W EXP 06/25/202 96684W126 116 199,924 SH   OTR 1 0 199,924 0
ZSCALER INC NOTE 0.125% 7/0 98980GAB8 4,272 2,500,000 PRN   OTR 1 0 2,500,000 0
Z-WORK ACQUISITION CORP COM CL A 98880C102 398 40,651 SH   OTR 1 0 40,651 0
BEYOND MEAT INC NOTE 3/1 08862EAB5 419 700,000 PRN   OTR 2 0 700,000 0
DAVE & BUSTERS ENTMT INC COM 238337109 110,022 2,240,765 SH   OTR 2 0 2,240,765 0
HAEMONETICS CORP MASS NOTE 3/0 405024AB6 38,255 45,394,000 SH   OTR 2 0 45,394,000 0
HILTON GRAND VACATIONS INC COM 43283X105 31,598 607,544 SH   OTR 2 0 607,544 0
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 3,050 3,320,000 PRN   OTR 2 0 3,320,000 0
ISHARES TR IBOXX HI YD ETF 464288513 1,578 19,171 SH   OTR 2 0 19,171 0
RADIUS HEALTH INC NOTE 3.000% 9/0 750469AA6 26,763 27,153,000 PRN   OTR 2 0 27,153,000 0
REDFIN CORP NOTE 10/1 75737FAC2 30,639 41,300,000 PRN   OTR 2 0 41,300,000 0
REVANCE THERAPEUTICS INC NOTE 1.750% 2/1 761330AB5 24,456 26,000,000 PRN   OTR 2 0 26,000,000 0
SPDR SER TR BLOOMBERG HIGH Y 78468R622 1,577 15,381 SH   OTR 2 0 15,381 0
SPOTIFY USA INC NOTE 3/1 84921RAB6 51,471 60,050,000 PRN   OTR 2 0 60,050,000 0
ZETA GLOBAL HOLDINGS CORP CL A 98956A105 68,556 5,376,908 SH   OTR 2 0 5,376,908 0
FS KKR CAP CORP COM 302635206 427,793 18,746,394 SH   OTR 2 0 18,746,394 0
APPLOVIN CORP COM CL A 03831W108 3,344,676 60,735,000 SH   OTR   0 60,735,000 0
BRIDGEBIO PHARMA INC COM 10806X102 315,269 31,060,971 SH   OTR   0 31,060,971 0
BRIGHTVIEW HLDGS INC COM 10948C107 689,117 50,633,123 SH   OTR   0 50,633,123 0
COHERUS BIOSCIENCES INC COM 19249H103 39,196 3,036,076 SH   OTR   0 3,036,076 0
ENDEAVOR GROUP HLDGS INC CL A COM 29260Y109 448,796 15,203,112 SH   OTR   0 15,203,112 0
FORGEROCK INC CL A 34631B101 17,385 793,103 SH   OTR   0 793,103 0
FISERV INC COM 337738108 3,315,510 32,697,334 SH   OTR   0 32,697,334 0
IMPEL NEUROPHARMA INC COM 45258K109 26,346 4,135,971 SH   OTR   0 4,135,971 0
LAUREATE EDUCATION INC COMMON STOCK 518613203 389,180 32,842,183 SH   OTR   0 32,842,183 0
OYSTER PT PHARMA INC COM 69242L106 12,101 1,039,622 SH   OTR   0 1,039,622 0
PROPERTYGURU GROUP LTD ORD SHS G7258M108 299,978 43,475,124 SH   OTR   0 43,475,124 0
STARRY GROUP HOLDINGS INC CL A COM 85572U102 29,799 3,607,666 SH   OTR   0 3,607,666 0
TRANSPHORM INC COM 89386L100 156,784 22,175,980 SH   OTR   0 22,175,980 0
VIASAT INC COM 92552V100 45,020 922,546 SH   OTR   0 922,546 0
VROOM INC COM 92918V109 1,640 616,409 SH   OTR   0 616,409 0