| 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 |
| HAMILTON LANE ALLIANCE HLDGS | COM CL A | 40749M103 | 864 | 87,359 | SH | | OTR | 1 | 0 | 87,359 | 0 |
| HEALTH ASSURN ACQUISITION CO | COM CL A | 42226W109 | 5,772 | 578,085 | SH | | OTR | 1 | 0 | 578,085 | 0 |
| HEALTHCARE SERVICES ACQU COR | COM CL A | 42227K104 | 3,162 | 318,410 | SH | | OTR | 1 | 0 | 318,410 | 0 |
| HEARTLAND MEDIA ACQUISITION | *W EXP 99/99/999 | 42237V116 | 2 | 15,700 | SH | | OTR | 1 | 0 | 15,700 | 0 |
| HENNESSY CAPITAL INVS CORP V | COM CL A | 42589T107 | 1,226 | 124,207 | SH | | OTR | 1 | 0 | 124,207 | 0 |
| HILTON GRAND VACATIONS INC | COM | 43283X105 | 19,982 | 607,544 | SH | | OTR | 2 | 0 | 607,544 | 0 |
| HUBSPOT INC | NOTE 0.375% 6/0 | 443573AD2 | 2,363 | 2,000,000 | PRN | | OTR | 1 | 0 | 2,000,000 | 0 |
| HUDSON EXECUTIVE INVS CORP I | COM CL A | 443760103 | 464 | 47,031 | SH | | OTR | 1 | 0 | 47,031 | 0 |
| HUDSON EXECUTIVE INVES III | COM CL A | 44376L107 | 193 | 19,581 | SH | | OTR | 1 | 0 | 19,581 | 0 |
| HUMANCO ACQUISITION CORP | COM CL A | 44487N109 | 1,678 | 168,671 | SH | | OTR | 1 | 0 | 168,671 | 0 |
| CRESCENT ENERGY COMPANY | CL A COM | 44952J104 | 7,324 | 572,354 | SH | | OTR | 2 | 0 | 572,354 | 0 |
| IMPEL PHARMACEUTICALS INC | COM | 45258K109 | 20,142 | 4,135,971 | SH | | OTR | | 0 | 4,135,971 | 0 |
| INDUSTRIAL TECH ACQSTNS II I | CLASS A COM | 45635R108 | 500 | 49,992 | SH | | OTR | 1 | 0 | 49,992 | 0 |
| INDUSTRIAL TECH ACQSTNS II I | *W EXP 03/31/202 | 45635R116 | 2 | 22,600 | SH | | OTR | 1 | 0 | 22,600 | 0 |
| INTEGRA LIFESCIENCES HLDGS C | NOTE 0.500% 8/1 | 457985AM1 | 1,307 | 1,500,000 | PRN | | OTR | 1 | 0 | 1,500,000 | 0 |
| INTERCEPT PHARMACEUTICALS IN | NOTE 3.250% 7/0 | 45845PAA6 | 3,076 | 3,163,000 | PRN | | OTR | 2 | 0 | 3,163,000 | 0 |
| ITRON INC | NOTE 3/1 | 465741AN6 | 3,773 | 4,800,000 | PRN | | OTR | 2 | 0 | 4,800,000 | 0 |
| JOFF FINTECH ACQUISITION COR | COM CL A | 46592C100 | 642 | 65,127 | SH | | OTR | 1 | 0 | 65,127 | 0 |
| JAZZ INVESTMENTS I LTD | NOTE 2.000% 6/1 | 472145AF8 | 6,962 | 6,500,000 | PRN | | OTR | 1 | 0 | 6,500,000 | 0 |
| JETBLUE AIRWAYS CORP | NOTE 0.500% 4/0 | 477143AP6 | 1,430 | 2,000,000 | PRN | | OTR | 2 | 0 | 2,000,000 | 0 |
| JOHN BEAN TECHNOLOGIES CORP | NOTE 0.250% 5/1 | 477839AB0 | 4,154 | 5,000,000 | PRN | | OTR | 1 | 0 | 5,000,000 | 0 |
| KKR REAL ESTATE FIN TR INC | COM | 48251K100 | 13,203 | 812,499 | SH | | OTR | | 0 | 812,499 | 0 |
| KKR REAL ESTATE FIN TR INC | COM | 48251K100 | 149,297 | 9,187,501 | SH | | OTR | 1 | 0 | 9,187,501 | 0 |
| KADEM SUSTAINABLE IMPACT COR | CLASS A COM | 48284E105 | 482 | 49,040 | SH | | OTR | 1 | 0 | 49,040 | 0 |
| KL ACQUISITION CORP | COM CL A | 49837C109 | 681 | 68,894 | SH | | OTR | 1 | 0 | 68,894 | 0 |
| LMF ACQUISITION OPPORTUNIT I | CL A COM | 502015100 | 216 | 20,988 | SH | | OTR | 1 | 0 | 20,988 | 0 |
| LAUREATE EDUCATION INC | COMMON STOCK | 518613203 | 346,485 | 32,842,184 | SH | | OTR | | 0 | 32,842,184 | 0 |
| LUMENTUM HLDGS INC | NOTE 0.250% 3/1 | 55024UAB5 | 6,145 | 5,000,000 | PRN | | OTR | 1 | 0 | 5,000,000 | 0 |
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 6,990 | 7,500,000 | PRN | | OTR | 1 | 0 | 7,500,000 | 0 |
| LUX HEALTH TECH ACQUISITION | COM CL A | 55068A100 | 4,137 | 413,086 | SH | | OTR | 1 | 0 | 413,086 | 0 |
| MADISON SQUARE GRDN SPRT COR | CL A | 55825T103 | 41,691 | 305,068 | SH | | OTR | 1 | 0 | 305,068 | 0 |
| MADISON SQUARE GRDN ENTERTNM | CL A | 55826T102 | 13,450 | 305,068 | SH | | OTR | 1 | 0 | 305,068 | 0 |
| MAQUIA CAPITAL ACQUISITION C | CLASS A COM | 56564V101 | 263 | 25,437 | SH | | OTR | 1 | 0 | 25,437 | 0 |
| MARBLEGATE ACQUISITION CORP | COM CL A | 56608A105 | 3,754 | 377,273 | SH | | OTR | 1 | 0 | 377,273 | 0 |
| MONUMENT CIRCLE ACQUISITN CO | COM CL A | 61531M101 | 4,637 | 469,801 | SH | | OTR | 1 | 0 | 469,801 | 0 |
| THE MUSIC ACQUISITION CORP | COM CLASS A | 62752R100 | 128 | 13,009 | SH | | OTR | 1 | 0 | 13,009 | 0 |
| ADARA ACQUISITION CORP | COM CL A | 00653H102 | 1,111 | 111,649 | SH | | OTR | 1 | 0 | 111,649 | 0 |
| ADIT EDTECH ACQUISITION CORP | COMMON STOCK | 007024102 | 1,051 | 106,219 | SH | | OTR | 1 | 0 | 106,219 | 0 |
| AEQUI ACQUISITION CORP | COM CL A | 00775W102 | 1,330 | 133,240 | SH | | OTR | 1 | 0 | 133,240 | 0 |
| AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 2,041 | 2,007,000 | PRN | | OTR | 1 | 0 | 2,007,000 | 0 |
| APPLOVIN CORP | COM CL A | 03831W108 | 1,183,725 | 60,735,000 | SH | | OTR | | 0 | 60,735,000 | 0 |
| ARMADA ACQUISITION CORP I | COM | 04208V103 | 1,358 | 136,913 | SH | | OTR | 1 | 0 | 136,913 | 0 |
| ARMADA ACQUISITION CORP I | *W EXP 08/13/202 | 04208V111 | 2 | 15,700 | SH | | OTR | 1 | 0 | 15,700 | 0 |
| ASTREA ACQUISITION CORP | *W EXP 01/28/202 | 04637C114 | 0 | 10,000 | SH | | OTR | 1 | 0 | 10,000 | 0 |
| ATHLON ACQUISITION CORP | COM CL A | 04748A106 | 1,565 | 158,554 | SH | | OTR | 1 | 0 | 158,554 | 0 |
| ATLANTIC AVE ACQUISITION COR | COM CL A | 04906P101 | 5,170 | 515,418 | SH | | OTR | 1 | 0 | 515,418 | 0 |
| ATLAS CREST INVESTMENT CORP | COM CL A | 049287105 | 348 | 35,320 | SH | | OTR | 1 | 0 | 35,320 | 0 |
| AVALON ACQUISITION INC | CLASS A COM | 05338E101 | 403 | 40,137 | SH | | OTR | 1 | 0 | 40,137 | 0 |
| NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 8,516 | 8,000,000 | PRN | | OTR | 1 | 0 | 8,000,000 | 0 |
| NABORS ENERGY TRANSITION COR | CL A COM | 629567108 | 112 | 11,095 | SH | | OTR | 1 | 0 | 11,095 | 0 |
| NATURAL ORDER ACQUISITION CO | COM | 63889L107 | 2,529 | 253,371 | SH | | OTR | 1 | 0 | 253,371 | 0 |
| NATURAL ORDER ACQUISITION CO | *W EXP 09/15/202 | 63889L115 | 0 | 10,300 | SH | | OTR | 1 | 0 | 10,300 | 0 |
| NORTHERN STAR INVSTMNT CORP | COM CLASS A | 66573W107 | 946 | 95,856 | SH | | OTR | 1 | 0 | 95,856 | 0 |
| NUVASIVE INC | NOTE 0.375% 3/1 | 670704AJ4 | 437 | 500,000 | PRN | | OTR | 2 | 0 | 500,000 | 0 |
| ONE EQUITY PARTNERS OPEN WTR | CL A | 68237L105 | 416 | 42,135 | SH | | OTR | 1 | 0 | 42,135 | 0 |
| 1LIFE HEALTHCARE INC | NOTE 3.000% 6/1 | 68269GAB3 | 1,942 | 2,000,000 | PRN | | OTR | 1 | 0 | 2,000,000 | 0 |
| OYSTER PT PHARMA INC | COM | 69242L106 | 5,843 | 1,039,622 | SH | | OTR | | 0 | 1,039,622 | 0 |
| OYSTER ENTERPRISES ACQ CORP | COM CL A | 69242M104 | 1,280 | 129,670 | SH | | OTR | 1 | 0 | 129,670 | 0 |
| PARSONS CORP DEL | NOTE 0.250% 8/1 | 70202LAB8 | 6,670 | 6,500,000 | PRN | | OTR | 1 | 0 | 6,500,000 | 0 |
| PINE IS ACQUISITION CORP | CL A | 722615101 | 184 | 18,435 | SH | | OTR | 1 | 0 | 18,435 | 0 |
| PIVOTAL INVESTMENT CORP III | COM CL A | 72582M106 | 408 | 41,411 | SH | | OTR | 1 | 0 | 41,411 | 0 |
| PRIVETERRA ACQUISITION CORP | CL A | 74275N102 | 219 | 22,203 | SH | | OTR | 1 | 0 | 22,203 | 0 |
| PROGRESS ACQUISITION CORP | COM CL A | 74327P105 | 3,307 | 331,390 | SH | | OTR | 1 | 0 | 331,390 | 0 |
| PROPTECH INVESTMENT CORP II | COM CL A | 743497109 | 779 | 78,285 | SH | | OTR | 1 | 0 | 78,285 | 0 |
| PROOF ACQUISITION CORP I | *W EXP 99/99/999 | 74349W112 | 2 | 25,000 | SH | | OTR | 1 | 0 | 25,000 | 0 |
| PROPERTY SOLUTIONS ACQUISITI | COM CL A | 74350A108 | 137 | 13,946 | SH | | OTR | 1 | 0 | 13,946 | 0 |
| REALOGY GRP LLC/REALOGY CO | NOTE 0.250% 6/1 | 75606DAP6 | 1,511 | 2,150,000 | PRN | | OTR | 2 | 0 | 2,150,000 | 0 |
| RECHARGE ACQUISITION CORP | COM CL A | 756229100 | 3,542 | 349,986 | SH | | OTR | 1 | 0 | 349,986 | 0 |
| REDFIN CORP | NOTE 10/1 | 75737FAC2 | 33,348 | 56,340,000 | PRN | | OTR | 2 | 0 | 56,340,000 | 0 |
| REDFIN CORP | NOTE 0.500% 4/0 | 75737FAE8 | 142 | 288,000 | PRN | | OTR | 2 | 0 | 288,000 | 0 |
| REPLIGEN CORP | NOTE 0.375% 7/1 | 759916AB5 | 18,936 | 11,039,000 | PRN | | OTR | 1 | 0 | 11,039,000 | 0 |
| REVANCE THERAPEUTICS INC | NOTE 1.750% 2/1 | 761330AB5 | 22,883 | 20,994,000 | PRN | | OTR | 2 | 0 | 20,994,000 | 0 |
| RINGCENTRAL INC | NOTE 3/0 | 76680RAF4 | 3,829 | 4,525,000 | PRN | | OTR | 2 | 0 | 4,525,000 | 0 |
| ROSECLIFF ACQUISITION CORP I | COM CL A | 77732R103 | 604 | 61,316 | SH | | OTR | 1 | 0 | 61,316 | 0 |
| SCP & CO HEALTHCARE ACQUSTN | COM CL A | 784065104 | 1,031 | 104,498 | SH | | OTR | 1 | 0 | 104,498 | 0 |
| SCIENCE STRATEGIC ACQ ALPHA | COM CL A | 808641104 | 171 | 17,370 | SH | | OTR | 1 | 0 | 17,370 | 0 |
| BAUSCH HEALTH COS INC | COM | 071734107 | 36,069 | 5,235,000 | SH | | OTR | 1 | 0 | 5,235,000 | 0 |
| BEARD ENERGY TRANSITION ACQ | CL A COM | 07402Q101 | 112 | 11,203 | SH | | OTR | 1 | 0 | 11,203 | 0 |
| BELONG ACQUISITION CORP | CLASS A COM | 08069M102 | 189 | 19,210 | SH | | OTR | 1 | 0 | 19,210 | 0 |
| BENTLEY SYS INC | NOTE 0.125% 1/1 | 08265TAB5 | 1,665 | 2,000,000 | PRN | | OTR | 1 | 0 | 2,000,000 | 0 |
| BERENSON ACQUISITION CORP I | *W EXP 08/01/202 | 083690115 | 1 | 25,000 | SH | | OTR | 1 | 0 | 25,000 | 0 |
| BEYOND MEAT INC | NOTE 3/1 | 08862EAB5 | 256 | 830,000 | PRN | | OTR | 2 | 0 | 830,000 | 0 |
| BILL COM HLDGS INC | NOTE 12/0 | 090043AB6 | 3,294 | 3,000,000 | PRN | | OTR | 1 | 0 | 3,000,000 | 0 |
| BLACKLINE INC | NOTE 0.125% 8/0 | 09239BAB5 | 2,582 | 2,500,000 | PRN | | OTR | 1 | 0 | 2,500,000 | 0 |
| BLOCKCHAIN MOON ACQUISITN CO | COM | 09370F109 | 423 | 42,380 | SH | | OTR | 1 | 0 | 42,380 | 0 |
| BOX INC | NOTE 1/1 | 10316TAB0 | 9,353 | 8,500,000 | PRN | | OTR | 1 | 0 | 8,500,000 | 0 |
| BRIDGEBIO PHARMA INC | COM | 10806X102 | 308,746 | 31,060,971 | SH | | OTR | | 0 | 31,060,971 | 0 |
| BRIGHTVIEW HLDGS INC | COM | 10948C107 | 402,027 | 50,633,123 | SH | | OTR | | 0 | 50,633,123 | 0 |
| CF ACQUISITION CORP IV | COM CL A | 12520T102 | 2,303 | 231,468 | SH | | OTR | 1 | 0 | 231,468 | 0 |
| CABLE ONE INC | NOTE 3/1 | 12685JAE5 | 1,109 | 1,450,000 | PRN | | OTR | 2 | 0 | 1,450,000 | 0 |
| CABLE ONE INC | NOTE 1.125% 3/1 | 12685JAG0 | 1,453 | 2,000,000 | PRN | | OTR | 1 | 0 | 2,000,000 | 0 |
| CARNEY TECHNOLOGY ACQU CORP | CL A COMMON STK | 143636108 | 2,378 | 238,763 | SH | | OTR | 1 | 0 | 238,763 | 0 |
| CLASS ACCELERATION CORP | COM | 18274B106 | 1,956 | 197,944 | SH | | OTR | 1 | 0 | 197,944 | 0 |
| SEA LTD | NOTE 0.250% 9/1 | 81141RAG5 | 1,039 | 1,500,000 | PRN | | OTR | 1 | 0 | 1,500,000 | 0 |
| SENIOR CONNECT ACQUISITN COR | COM CL A | 81723H108 | 8,188 | 823,295 | SH | | OTR | 1 | 0 | 823,295 | 0 |
| 7GC & CO HOLDINGS INC | COM CL A | 81786A107 | 177 | 17,822 | SH | | OTR | 1 | 0 | 17,822 | 0 |
| SHELTER ACQUISITION CORP I | CLASS A COM | 822821104 | 305 | 30,804 | SH | | OTR | 1 | 0 | 30,804 | 0 |
| SIERRA LAKE ACQUISITION CORP | CLASS A COM | 826332108 | 3,062 | 305,882 | SH | | OTR | 1 | 0 | 305,882 | 0 |
| SILICON LABORATORIES INC | NOTE 0.625% 6/1 | 826919AD4 | 8,897 | 7,500,000 | PRN | | OTR | 1 | 0 | 7,500,000 | 0 |
| SOLAREDGE TECHNOLOGIES INC | NOTE 9/1 | 83417MAD6 | 7,623 | 7,000,000 | PRN | | OTR | 1 | 0 | 7,000,000 | 0 |
| SPOTIFY USA INC | NOTE 3/1 | 84921RAB6 | 42,241 | 53,469,000 | PRN | | OTR | 2 | 0 | 53,469,000 | 0 |
| STARRY GROUP HOLDINGS INC | CL A COM | 85572U102 | 5,375 | 3,607,666 | SH | | OTR | | 0 | 3,607,666 | 0 |
| SUSTAINABLE DEVELP ACQU I CO | COM CL A | 86934L103 | 289 | 29,330 | SH | | OTR | 1 | 0 | 29,330 | 0 |
| TLG ACQUISITION ONE CORP | COM CL A | 87257M108 | 811 | 82,225 | SH | | OTR | 1 | 0 | 82,225 | 0 |
| TASTEMAKER ACQUISITION CORP | COM CL A | 876545104 | 4,984 | 499,851 | SH | | OTR | 1 | 0 | 499,851 | 0 |
| THUNDER BRIDGE CAP PRTNRS II | COM CL A | 88605T100 | 169 | 17,113 | SH | | OTR | 1 | 0 | 17,113 | 0 |
| TISHMAN SPEYER INNOVATION CO | COM CL A | 88825H100 | 333 | 33,778 | SH | | OTR | 1 | 0 | 33,778 | 0 |
| TRANSPHORM INC | COM | 89386L100 | 114,060 | 22,675,980 | SH | | OTR | | 0 | 22,675,980 | 0 |
| TWELVE SEAS INVESTMENT CO II | COM CL A | 90118T106 | 521 | 52,877 | SH | | OTR | 1 | 0 | 52,877 | 0 |
| VECTOIQ ACQUISITION CORP II | COM CL A | 92244F109 | 2,648 | 268,513 | SH | | OTR | 1 | 0 | 268,513 | 0 |
| VIASAT INC | COM | 92552V100 | 27,889 | 922,546 | SH | | OTR | | 0 | 922,546 | 0 |
| VROOM INC | COM | 92918V109 | 715 | 616,409 | SH | | OTR | | 0 | 616,409 | 0 |
| COHERUS BIOSCIENCES INC | COM | 19249H103 | 29,177 | 3,036,076 | SH | | OTR | | 0 | 3,036,076 | 0 |
| COMPUTE HEALTH ACQUISITIN CO | COM CL A | 204833107 | 3,362 | 340,651 | SH | | OTR | 1 | 0 | 340,651 | 0 |
| CONX CORP | COM CL A | 212873103 | 3,216 | 321,750 | SH | | OTR | 1 | 0 | 321,750 | 0 |
| COUPA SOFTWARE INC | NOTE 0.125% 6/1 | 22266LAC0 | 4,455 | 5,250,000 | PRN | | OTR | 2 | 0 | 5,250,000 | 0 |
| CRUCIBLE ACQUISITION CORP | COM CL A | 22877P108 | 126 | 12,695 | SH | | OTR | 1 | 0 | 12,695 | 0 |
| D AND Z MEDIA ACQUISITION CO | COM CL A | 23305Q106 | 738 | 74,738 | SH | | OTR | 1 | 0 | 74,738 | 0 |
| DATA KNIGHTS ACQUISITION COR | *W EXP 11/11/202 | 237699111 | 0 | 10,000 | SH | | OTR | 1 | 0 | 10,000 | 0 |
| DIAMONDHEAD HOLDINGS CORP | CL A | 25278L105 | 1,392 | 141,293 | SH | | OTR | 1 | 0 | 141,293 | 0 |
| DOCUSIGN INC | NOTE 1/1 | 256163AD8 | 2,439 | 2,600,000 | PRN | | OTR | 2 | 0 | 2,600,000 | 0 |
| DOORDASH INC | CL A | 25809K105 | 42,350 | 856,416 | SH | | OTR | | 0 | 856,416 | 0 |
| DUNE ACQUISITION CORP | *W EXP 10/29/202 | 265334110 | 1 | 12,828 | SH | | OTR | 1 | 0 | 12,828 | 0 |
| EQ HEALTH ACQUISITION CORP | COM CL A | 26886A101 | 491 | 49,750 | SH | | OTR | 1 | 0 | 49,750 | 0 |
| EAST RES ACQUISITION CO | *W EXP 07/01/202 | 274681113 | 3 | 20,555 | SH | | OTR | 1 | 0 | 20,555 | 0 |
| EDIFY ACQUISITION CORP | CL A | 28059Q103 | 1,165 | 117,823 | SH | | OTR | 1 | 0 | 117,823 | 0 |
| EDTECHX HOLDINGS ACQU CORP I | *W EXP 06/15/202 | 28139A110 | 1 | 24,613 | SH | | OTR | 1 | 0 | 24,613 | 0 |
| EMPOWERMENT & INCLUSION CAPI | COM CL A | 29248N100 | 249 | 25,190 | SH | | OTR | 1 | 0 | 25,190 | 0 |
| ENDEAVOR GROUP HLDGS INC | CL A COM | 29260Y109 | 196,787 | 8,316,397 | SH | | OTR | | 0 | 8,316,397 | 0 |
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAH0 | 9,784 | 8,500,000 | PRN | | OTR | 1 | 0 | 8,500,000 | 0 |
| ENVESTNET INC | NOTE 0.750% 8/1 | 29404KAE6 | 2,482 | 2,950,000 | PRN | | OTR | 2 | 0 | 2,950,000 | 0 |
| EPIPHANY TECHNOLOGY ACQUISIT | COM CL A | 29429X109 | 4,733 | 479,084 | SH | | OTR | 1 | 0 | 479,084 | 0 |
| EVEREST CONSOLIDATOR ACQ COR | CL A COM | 29978K102 | 557 | 55,427 | SH | | OTR | 1 | 0 | 55,427 | 0 |
| EVEREST CONSOLIDATOR ACQ COR | *W EXP 99/99/999 | 29978K110 | 1 | 24,500 | SH | | OTR | 1 | 0 | 24,500 | 0 |
| FS KKR CAP CORP | COM | 302635206 | 16,621 | 980,587 | SH | | OTR | 1 | 0 | 980,587 | 0 |
| FS KKR CAP CORP | COM | 302635206 | 317,751 | 18,746,394 | SH | | OTR | 2 | 0 | 18,746,394 | 0 |
| FTAC ZEUS ACQUISITION COR | CLASS A COM | 30320F106 | 157 | 15,625 | SH | | OTR | 1 | 0 | 15,625 | 0 |
| FINSERV ACQUISITION CORP II | COM CL A | 31809Y103 | 130 | 13,245 | SH | | OTR | 1 | 0 | 13,245 | 0 |
| FISERV INC | COM | 337738108 | 985,842 | 10,185,071 | SH | | OTR | | 0 | 10,185,071 | 0 |
| FLAME ACQUISITION CORP | COM CL A | 33850F108 | 881 | 89,594 | SH | | OTR | 1 | 0 | 89,594 | 0 |
| FORD MTR CO DEL | NOTE 3/1 | 345370CZ1 | 6,412 | 7,000,000 | PRN | | OTR | 1 | 0 | 7,000,000 | 0 |
| FORGEROCK INC | CL A | 34631B101 | 11,524 | 793,103 | SH | | OTR | | 0 | 793,103 | 0 |
| FORTISTAR SUSTAINABLE SOL CO | COM CL A | 34962M106 | 470 | 47,492 | SH | | OTR | 1 | 0 | 47,492 | 0 |
| FUTURE HEALTH ESG CORP | COM | 36118W102 | 675 | 67,476 | SH | | OTR | 1 | 0 | 67,476 | 0 |
| G&P ACQUISITION CORP | COM CL A | 36146G103 | 430 | 43,053 | SH | | OTR | 1 | 0 | 43,053 | 0 |
| GLENFARNE MERGER CORP | CLASS A COM | 378579106 | 181 | 18,478 | SH | | OTR | 1 | 0 | 18,478 | 0 |
| GOAL ACQUISITIONS CORP | COM | 38021H107 | 1,587 | 161,145 | SH | | OTR | 1 | 0 | 161,145 | 0 |
| GOLDEN FALCON ACQUISITION CO | CL A | 38102H109 | 1,650 | 165,800 | SH | | OTR | 1 | 0 | 165,800 | 0 |
| GOOD WKS II ACQUISITION CORP | COMMON STOCK | 38216G104 | 3,187 | 319,084 | SH | | OTR | 1 | 0 | 319,084 | 0 |
| GROUP NINE ACQUISITION CORP | COM CL A | 39947R104 | 199 | 20,085 | SH | | OTR | 1 | 0 | 20,085 | 0 |
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 33,192 | 41,492,000 | PRN | | OTR | 2 | 0 | 41,492,000 | 0 |
| HALOZYME THERAPEUTICS INC | NOTE 0.250% 3/0 | 40637HAD1 | 2,123 | 2,500,000 | PRN | | OTR | 1 | 0 | 2,500,000 | 0 |
| WHOLE EARTH BRANDS INC | *W EXP 06/25/202 | 96684W126 | 20 | 120,386 | SH | | OTR | 1 | 0 | 120,386 | 0 |
| Z-WORK ACQUISITION CORP | COM CL A | 98880C102 | 401 | 40,651 | SH | | OTR | 1 | 0 | 40,651 | 0 |
| ZETA GLOBAL HOLDINGS CORP | CL A | 98956A105 | 21,743 | 3,289,366 | SH | | OTR | 2 | 0 | 3,289,366 | 0 |
| ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 6,386 | 5,000,000 | PRN | | OTR | 1 | 0 | 5,000,000 | 0 |
| AFRICAN GOLD ACQUISITION COR | SHS CL A | G0112R108 | 1,486 | 150,095 | SH | | OTR | 1 | 0 | 150,095 | 0 |
| AHREN ACQUISITION CORP | CLASS A ORD SHS | G01322109 | 401 | 39,898 | SH | | OTR | 1 | 0 | 39,898 | 0 |
| AHREN ACQUISITION CORP | *W EXP 12/09/202 | G01322125 | 2 | 20,000 | SH | | OTR | 1 | 0 | 20,000 | 0 |
| PATHFINDER ACQUISITION CORP | CL A | G04119106 | 215 | 21,651 | SH | | OTR | 1 | 0 | 21,651 | 0 |
| APX ACQUISITION CORP I | *W EXP 11/30/202 | G0440J125 | 2 | 25,000 | SH | | OTR | 1 | 0 | 25,000 | 0 |
| ASCENDANT DIGITAL ACQ CORP I | CL A COM | G05157105 | 286 | 28,205 | SH | | OTR | 1 | 0 | 28,205 | 0 |
| ASCENDANT DIGITAL ACQ CORP I | *W EXP 99/99/999 | G05157113 | 1 | 10,000 | SH | | OTR | 1 | 0 | 10,000 | 0 |
| AUSTERLITZ ACQUISITION CORP | SHS CL A | G0633D109 | 1,139 | 116,138 | SH | | OTR | 1 | 0 | 116,138 | 0 |
| AUTHENTIC EQUITY ACQUISTN CO | CL A SHS | G06607108 | 2,035 | 204,550 | SH | | OTR | 1 | 0 | 204,550 | 0 |
| AVANTI ACQUISITION CORP | SHS CL A | G0682V109 | 6,835 | 682,124 | SH | | OTR | 1 | 0 | 682,124 | 0 |
| BLEUACACIA LTD | CLASS A ORD SHS | G11728105 | 181 | 18,399 | SH | | OTR | 1 | 0 | 18,399 | 0 |
| BLUERIVER ACQUISITION CORP | SHS CL A | G1261Q107 | 315 | 31,791 | SH | | OTR | 1 | 0 | 31,791 | 0 |
| BRIDGETOWN HOLDINGS LTD | COM CL A | G1355U113 | 7,907 | 787,899 | SH | | OTR | 1 | 0 | 787,899 | 0 |
| BULLPEN PARLAY ACQUISITION C | CLASS A ORD SHS | G1792A100 | 201 | 19,981 | SH | | OTR | 1 | 0 | 19,981 | 0 |
| BULLPEN PARLAY ACQUISITION C | *W EXP 12/03/202 | G1792A118 | 1 | 15,000 | SH | | OTR | 1 | 0 | 15,000 | 0 |
| CATCHA INVESTMENT CORP | SHS CL A | G1962Y102 | 282 | 28,445 | SH | | OTR | 1 | 0 | 28,445 | 0 |
| COLISEUM ACQUISITION CORP | *W EXP 08/22/202 | G2263T107 | 2 | 15,000 | SH | | OTR | 1 | 0 | 15,000 | 0 |
| CORNER GROWTH ACQUISITION CO | CL A SHS | G2425N105 | 3,085 | 309,605 | SH | | OTR | 1 | 0 | 309,605 | 0 |
| COVA ACQUISITION CORP | CL A SHS | G2554Y104 | 644 | 64,707 | SH | | OTR | 1 | 0 | 64,707 | 0 |
| DEEP LAKE CAPITAL ACQUSTN CO | CL A SHS | G27029100 | 2,230 | 224,156 | SH | | OTR | 1 | 0 | 224,156 | 0 |
| CONSTELLATION ACQUISITN CORP | SHS CL A | G2R18K105 | 390 | 39,283 | SH | | OTR | 1 | 0 | 39,283 | 0 |
| SCION TECH GROWTH I | CL A SHS | G31067104 | 4,693 | 470,276 | SH | | OTR | 1 | 0 | 470,276 | 0 |
| ARES ACQUISITION CORPORATION | COM CL A | G33032106 | 5,296 | 533,286 | SH | | OTR | 1 | 0 | 533,286 | 0 |
| FREEDOM ACQUISITION I CORP | SHS CL A | G3663X110 | 283 | 28,560 | SH | | OTR | 1 | 0 | 28,560 | 0 |
| FTAC HERA ACQUISITION CORP | CLASS A ORD SHS | G3728Y103 | 199 | 20,000 | SH | | OTR | 1 | 0 | 20,000 | 0 |
| GLOBAL PARTNER ACQISTN CORP | CL A SHS | G3934P102 | 191 | 19,200 | SH | | OTR | 1 | 0 | 19,200 | 0 |
| HH&L ACQUISITION CO | SHS CL A | G39714103 | 1,281 | 128,894 | SH | | OTR | 1 | 0 | 128,894 | 0 |
| H I G ACQUISITION CORP | COM CL A | G44898107 | 1,768 | 176,244 | SH | | OTR | 1 | 0 | 176,244 | 0 |
| HORIZON ACQUISITION CORPORAT | SHS CL A | G46044106 | 2,984 | 298,387 | SH | | OTR | 1 | 0 | 298,387 | 0 |
| INFINITE ACQUISITION CORP | CL A ORD SHS | G48028107 | 138 | 13,866 | SH | | OTR | 1 | 0 | 13,866 | 0 |
| INVESTCORP EUROPE ACQUISITIO | *W EXP 12/15/202 | G4923T113 | 1 | 12,500 | SH | | OTR | 1 | 0 | 12,500 | 0 |
| JACK CREEK INVESTMENT CORP | CL A SHS | G4989X115 | 932 | 93,679 | SH | | OTR | 1 | 0 | 93,679 | 0 |
| JAWS MUSTANG ACQUISITION COR | SHS CL A | G50737108 | 1,877 | 188,856 | SH | | OTR | 1 | 0 | 188,856 | 0 |
| KAIROS ACQUISITION CORP | CL A SHS | G52110114 | 802 | 80,573 | SH | | OTR | 1 | 0 | 80,573 | 0 |
| KENSINGTON CAPITAL ACQUISITI | SHS CL A | G5251K103 | 1,020 | 102,407 | SH | | OTR | 1 | 0 | 102,407 | 0 |
| KERNEL GROUP HOLDINGS INC | CL A SHS | G5259L103 | 492 | 49,559 | SH | | OTR | 1 | 0 | 49,559 | 0 |
| KERNEL GROUP HOLDINGS INC | *W EXP 02/02/202 | G5259L129 | 1 | 20,000 | SH | | OTR | 1 | 0 | 20,000 | 0 |
| LAMF GLOBAL VENTURES CORP I | CLASS A ORD | G5338L108 | 185 | 18,359 | SH | | OTR | 1 | 0 | 18,359 | 0 |
| LAMF GLOBAL VENTURES CORP I | *W EXP 11/05/202 | G5338L124 | 2 | 20,000 | SH | | OTR | 1 | 0 | 20,000 | 0 |
| LAZARD GROWTH ACQUISITION CO | CL A ORD SHS | G54035103 | 872 | 87,891 | SH | | OTR | 1 | 0 | 87,891 | 0 |
| MARLIN TECHNOLOGY CORP | CL A SHS | G58411102 | 2,384 | 239,631 | SH | | OTR | 1 | 0 | 239,631 | 0 |
| MALACCA STRAITS ACQUISITION | *W EXP 06/30/202 | G5859B109 | 1 | 14,837 | SH | | OTR | 1 | 0 | 14,837 | 0 |
| MEDICUS SCIENCES ACQUISITION | CL A SHS | G5960S108 | 1,124 | 113,562 | SH | | OTR | 1 | 0 | 113,562 | 0 |
| NOBLE ROCK ACQUISITION CORP | CL A SHS | G6546R101 | 860 | 86,660 | SH | | OTR | 1 | 0 | 86,660 | 0 |
| PONTEM CORPORATION | SHS CL A | G71707106 | 4,889 | 491,838 | SH | | OTR | 1 | 0 | 491,838 | 0 |
| POPULATION HEALTH INVS CO IN | SHS CL A | G71716107 | 200 | 20,012 | SH | | OTR | 1 | 0 | 20,012 | 0 |
| POWERUP ACQUISITION CORP | CLASS A ORDI SHS | G7207P103 | 761 | 75,000 | SH | | OTR | 1 | 0 | 75,000 | 0 |
| POWERUP ACQUISITION CORP | *W EXP 05/23/202 | G7207P129 | 3 | 25,273 | SH | | OTR | 1 | 0 | 25,273 | 0 |
| PRIMAVERA CAPITAL ACQUIST CO | SHS CL A | G7255E109 | 1,219 | 122,511 | SH | | OTR | 1 | 0 | 122,511 | 0 |
| PROPERTYGURU GROUP LTD | ORD SHS | G7258M108 | 194,769 | 43,475,124 | SH | | OTR | | 0 | 43,475,124 | 0 |
| PROSPECTOR CAPITAL CORP | CL A | G7273A105 | 1,068 | 107,277 | SH | | OTR | 1 | 0 | 107,277 | 0 |
| PROVIDENT ACQUISITION CORP | CL A | G7282L100 | 1,477 | 148,038 | SH | | OTR | 1 | 0 | 148,038 | 0 |
| RCF ACQUISITION CORP | CL A COM | G7330C102 | 236 | 23,409 | SH | | OTR | 1 | 0 | 23,409 | 0 |
| RMG ACQUISITION CORP III | CL A SHS | G76088106 | 111 | 11,159 | SH | | OTR | 1 | 0 | 11,159 | 0 |
| SILVER SPIKE ACQUISITN CORP | CLASS A ORD SHS | G8201H105 | 107 | 10,800 | SH | | OTR | 1 | 0 | 10,800 | 0 |
| SLAM CORP | CL A SHS | G8210L105 | 349 | 35,222 | SH | | OTR | 1 | 0 | 35,222 | 0 |
| SVF INVESTMENT CORP | CL A SHS | G8601L102 | 1,579 | 158,544 | SH | | OTR | 1 | 0 | 158,544 | 0 |
| TEKKORP DIGITAL ACQUISITN CO | CL A | G8739H106 | 2,885 | 288,076 | SH | | OTR | 1 | 0 | 288,076 | 0 |
| TORTOISEECOFIN ACQUISITION C | SHS CL A | G8956E109 | 590 | 60,064 | SH | | OTR | 1 | 0 | 60,064 | 0 |
| TPG PACE BEN FIN CORP | CL A COM | G8990D125 | 311 | 31,016 | SH | | OTR | 1 | 0 | 31,016 | 0 |
| TURMERIC ACQUISITION CORP | CL A | G9127T108 | 434 | 43,373 | SH | | OTR | 1 | 0 | 43,373 | 0 |
| TZP STRATEGIES ACQUISTN CORP | CL A SHS | G91595101 | 360 | 36,226 | SH | | OTR | 1 | 0 | 36,226 | 0 |
