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 |
VROOM INC | COM | 92918V109 | 628,737 | 616,409 | SH | | OTR | | 0 | 616,409 | 0 |
AVALON ACQUISITION INC | CLASS A COM | 05338E101 | 411,404 | 40,137 | SH | | OTR | 1 | 0 | 40,137 | 0 |
BAUSCH HEALTH COS INC | COM | 071734107 | 32,875,800 | 5,235,000 | SH | | OTR | 1 | 0 | 5,235,000 | 0 |
BEARD ENERGY TRANSITION ACQ | CL A COM | 07402Q101 | 114,159 | 11,203 | SH | | OTR | 1 | 0 | 11,203 | 0 |
BELONG ACQUISITION CORP | CLASS A COM | 08069M102 | 189,987 | 19,210 | SH | | OTR | 1 | 0 | 19,210 | 0 |
BEYOND MEAT INC | NOTE 3/1 | 08862EAB5 | 218,290 | 830,000 | PRN | | OTR | 2 | 0 | 830,000 | 0 |
BILL COM HLDGS INC | NOTE 12/0 | 090043AB6 | 3,018,522 | 3,000,000 | PRN | | OTR | 1 | 0 | 3,000,000 | 0 |
BLACKSTONE MORTGAGE TRUST IN | NOTE 4.750% 3/1 | 09257WAC4 | 1,063,931 | 1,074,000 | PRN | | OTR | 2 | 0 | 1,074,000 | 0 |
BLACKSTONE MORTGAGE TRUST IN | NOTE 5.500% 3/1 | 09257WAE0 | 856,875 | 1,000,000 | PRN | | OTR | 2 | 0 | 1,000,000 | 0 |
BOX INC | NOTE 1/1 | 10316TAB0 | 11,044,127 | 8,500,000 | PRN | | OTR | 1 | 0 | 8,500,000 | 0 |
BRIDGEBIO PHARMA INC | COM | 10806X102 | 236,684,599 | 31,060,971 | SH | | OTR | | 0 | 31,060,971 | 0 |
BRIGHTVIEW HLDGS INC | COM | 10948C107 | 348,862,237 | 50,633,123 | SH | | OTR | | 0 | 50,633,123 | 0 |
CABLE ONE INC | NOTE 3/1 | 12685JAE5 | 5,056,038 | 6,396,000 | PRN | | OTR | 2 | 0 | 6,396,000 | 0 |
SHOPIFY INC | NOTE 0.125%11/0 | 82509LAA5 | 712,763 | 830,000 | PRN | | OTR | 2 | 0 | 830,000 | 0 |
SILICON LABORATORIES INC | NOTE 0.625% 6/1 | 826919AD4 | 10,462,354 | 8,490,000 | PRN | | OTR | 1 | 0 | 8,490,000 | 0 |
SOLAREDGE TECHNOLOGIES INC | NOTE 9/1 | 83417MAD6 | 8,609,384 | 7,000,000 | PRN | | OTR | 1 | 0 | 7,000,000 | 0 |
SOUTH JERSEY INDS INC | UNIT 04/01/2024 | 838518306 | 48,112,680 | 700,000 | SH | | OTR | 1 | 0 | 700,000 | 0 |
SPOTIFY USA INC | NOTE 3/1 | 84921RAB6 | 44,110,170 | 54,457,000 | PRN | | OTR | 2 | 0 | 54,457,000 | 0 |
SUSTAINABLE DEVELP ACQU I CO | COM CL A | 86934L103 | 295,060 | 29,330 | SH | | OTR | 1 | 0 | 29,330 | 0 |
TRANSPHORM INC | COM | 89386L100 | 123,357,331 | 22,675,980 | SH | | OTR | | 0 | 22,675,980 | 0 |
TWELVE SEAS INVESTMENT CO II | COM CL A | 90118T106 | 531,414 | 52,877 | SH | | OTR | 1 | 0 | 52,877 | 0 |
UBER TECHNOLOGIES INC | NOTE 12/1 | 90353TAJ9 | 402,447 | 475,000 | PRN | | OTR | 2 | 0 | 475,000 | 0 |
UNITY SOFTWARE INC | NOTE 11/1 | 91332UAB7 | 3,989,783 | 5,295,000 | PRN | | OTR | 2 | 0 | 5,295,000 | 0 |
VIASAT INC | COM | 92552V100 | 29,198,581 | 922,546 | SH | | OTR | | 0 | 922,546 | 0 |
COHERUS BIOSCIENCES INC | COM | 19249H103 | 24,045,720 | 3,036,076 | SH | | OTR | | 0 | 3,036,076 | 0 |
COUPA SOFTWARE INC | NOTE 0.125% 6/1 | 22266LAC0 | 5,950,184 | 6,126,000 | PRN | | OTR | 2 | 0 | 6,126,000 | 0 |
DIAMONDHEAD HOLDINGS CORP | CL A | 25278L105 | 1,419,995 | 141,293 | SH | | OTR | 1 | 0 | 141,293 | 0 |
DOCUSIGN INC | NOTE 1/1 | 256163AD8 | 3,258,360 | 3,448,000 | PRN | | OTR | 2 | 0 | 3,448,000 | 0 |
DOORDASH INC | CL A | 25809K105 | 41,810,229 | 856,416 | SH | | OTR | | 0 | 856,416 | 0 |
ENDEAVOR GROUP HLDGS INC | CL A COM | 29260Y109 | 213,487,178 | 8,316,397 | SH | | OTR | | 0 | 8,316,397 | 0 |
ENPHASE ENERGY INC | NOTE 3/0 | 29355AAH0 | 9,437,482 | 8,500,000 | PRN | | OTR | 1 | 0 | 8,500,000 | 0 |
ENVESTNET INC | NOTE 0.750% 8/1 | 29404KAE6 | 3,084,593 | 3,399,000 | PRN | | OTR | 2 | 0 | 3,399,000 | 0 |
EVEREST CONSOLIDATOR ACQ COR | CL A COM | 29978K102 | 567,018 | 55,427 | SH | | OTR | 1 | 0 | 55,427 | 0 |
FS KKR CAP CORP | COM | 302635206 | 17,160,273 | 980,587 | SH | | OTR | 1 | 0 | 980,587 | 0 |
FS KKR CAP CORP | COM | 302635206 | 328,061,895 | 18,746,394 | SH | | OTR | 2 | 0 | 18,746,394 | 0 |
FTAC ZEUS ACQUISITION COR | CLASS A COM | 30320F106 | 157,344 | 15,625 | SH | | OTR | 1 | 0 | 15,625 | 0 |
FINSERV ACQUISITION CORP II | COM CL A | 31809Y103 | 133,178 | 13,245 | SH | | OTR | 1 | 0 | 13,245 | 0 |
FLAME ACQUISITION CORP | COM CL A | 33850F108 | 900,420 | 89,594 | SH | | OTR | 1 | 0 | 89,594 | 0 |
FORD MTR CO DEL | NOTE 3/1 | 345370CZ1 | 401,216 | 423,000 | PRN | | OTR | 2 | 0 | 423,000 | 0 |
FORD MTR CO DEL | NOTE 3/1 | 345370CZ1 | 6,639,500 | 7,000,000 | PRN | | OTR | 1 | 0 | 7,000,000 | 0 |
FORGEROCK INC | CL A | 34631B101 | 18,058,955 | 793,103 | SH | | OTR | | 0 | 793,103 | 0 |
GOAL ACQUISITIONS CORP | COM | 38021H107 | 1,621,119 | 161,145 | SH | | OTR | 1 | 0 | 161,145 | 0 |
ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 6,498,829 | 6,278,000 | PRN | | OTR | 1 | 0 | 6,278,000 | 0 |
AFRICAN GOLD ACQUISITION COR | SHS CL A | G0112R108 | 1,508,455 | 150,095 | SH | | OTR | 1 | 0 | 150,095 | 0 |
AHREN ACQUISITION CORP | CLASS A ORD SHS | G01322109 | 408,356 | 39,898 | SH | | OTR | 1 | 0 | 39,898 | 0 |
PATHFINDER ACQUISITION CORP | CL A | G04119106 | 218,026 | 21,651 | SH | | OTR | 1 | 0 | 21,651 | 0 |
ASCENDANT DIGITAL ACQ CORP I | CL A COM | G05157105 | 291,076 | 28,205 | SH | | OTR | 1 | 0 | 28,205 | 0 |
AUTHENTIC EQUITY ACQUISTN CO | CL A SHS | G06607108 | 2,068,001 | 204,550 | SH | | OTR | 1 | 0 | 204,550 | 0 |
BLEUACACIA LTD | CLASS A ORD SHS | G11728105 | 185,094 | 18,399 | SH | | OTR | 1 | 0 | 18,399 | 0 |
BLUERIVER ACQUISITION CORP | SHS CL A | G1261Q107 | 320,771 | 31,791 | SH | | OTR | 1 | 0 | 31,791 | 0 |
BULLPEN PARLAY ACQUISITION C | CLASS A ORD SHS | G1792A100 | 204,605 | 19,981 | SH | | OTR | 1 | 0 | 19,981 | 0 |
CATCHA INVESTMENT CORP | SHS CL A | G1962Y102 | 287,010 | 28,445 | SH | | OTR | 1 | 0 | 28,445 | 0 |
DEEP LAKE CAPITAL ACQUSTN CO | CL A SHS | G27029100 | 2,261,734 | 224,156 | SH | | OTR | 1 | 0 | 224,156 | 0 |
CONSTELLATION ACQUISITN CORP | SHS CL A | G2R18K105 | 397,151 | 39,283 | SH | | OTR | 1 | 0 | 39,283 | 0 |
ARES ACQUISITION CORPORATION | COM CL A | G33032106 | 5,370,190 | 533,286 | SH | | OTR | 1 | 0 | 533,286 | 0 |
FREEDOM ACQUISITION I CORP | SHS CL A | G3663X110 | 288,456 | 28,560 | SH | | OTR | 1 | 0 | 28,560 | 0 |
FTAC HERA ACQUISITION CORP | CLASS A ORD SHS | G3728Y103 | 202,200 | 20,000 | SH | | OTR | 1 | 0 | 20,000 | 0 |
GLOBAL PARTNER ACQISTN CORP | CL A SHS | G3934P102 | 194,112 | 19,200 | SH | | OTR | 1 | 0 | 19,200 | 0 |
HH&L ACQUISITION CO | SHS CL A | G39714103 | 1,303,118 | 128,894 | SH | | OTR | 1 | 0 | 128,894 | 0 |
INFINITE ACQUISITION CORP | CL A ORD SHS | G48028107 | 142,127 | 13,866 | SH | | OTR | 1 | 0 | 13,866 | 0 |
JACK CREEK INVESTMENT CORP | CL A SHS | G4989X115 | 948,968 | 93,679 | SH | | OTR | 1 | 0 | 93,679 | 0 |
JAWS MUSTANG ACQUISITION COR | SHS CL A | G50737108 | 1,908,390 | 188,856 | SH | | OTR | 1 | 0 | 188,856 | 0 |
KAIROS ACQUISITION CORP | CL A SHS | G52110114 | 811,773 | 80,573 | SH | | OTR | 1 | 0 | 80,573 | 0 |
KENSINGTON CAPITAL ACQUISITI | SHS CL A | G5251K103 | 1,044,039 | 102,407 | SH | | OTR | 1 | 0 | 102,407 | 0 |
KERNEL GROUP HOLDINGS INC | CL A SHS | G5259L103 | 500,546 | 49,559 | SH | | OTR | 1 | 0 | 49,559 | 0 |
LAMF GLOBAL VENTURES CORP I | CLASS A ORD | G5338L108 | 188,180 | 18,359 | SH | | OTR | 1 | 0 | 18,359 | 0 |
LAZARD GROWTH ACQUISITION CO | CL A ORD SHS | G54035103 | 887,699 | 87,891 | SH | | OTR | 1 | 0 | 87,891 | 0 |
MARLIN TECHNOLOGY CORP | CL A SHS | G58411102 | 2,427,462 | 239,631 | SH | | OTR | 1 | 0 | 239,631 | 0 |
MEDICUS SCIENCES ACQUISITION | CL A SHS | G5960S108 | 1,143,569 | 113,562 | SH | | OTR | 1 | 0 | 113,562 | 0 |
NOBLE ROCK ACQUISITION CORP | CL A SHS | G6546R101 | 875,266 | 86,660 | SH | | OTR | 1 | 0 | 86,660 | 0 |
PONTEM CORPORATION | SHS CL A | G71707106 | 4,972,482 | 491,838 | SH | | OTR | 1 | 0 | 491,838 | 0 |
POWERUP ACQUISITION CORP | CLASS A ORDI SHS | G7207P103 | 772,500 | 75,000 | SH | | OTR | 1 | 0 | 75,000 | 0 |
PROPERTYGURU GROUP LTD | ORD SHS | G7258M108 | 187,377,784 | 43,475,124 | SH | | OTR | | 0 | 43,475,124 | 0 |
PROSPECTOR CAPITAL CORP | CL A | G7273A105 | 1,067,406 | 107,277 | SH | | OTR | 1 | 0 | 107,277 | 0 |
RCF ACQUISITION CORP | CL A COM | G7330C102 | 240,176 | 23,409 | SH | | OTR | 1 | 0 | 23,409 | 0 |
RMG ACQUISITION CORP III | CL A SHS | G76088106 | 112,539 | 11,159 | SH | | OTR | 1 | 0 | 11,159 | 0 |
SILVER SPIKE ACQUISITN CORP | CLASS A ORD SHS | G8201H105 | 108,972 | 10,800 | SH | | OTR | 1 | 0 | 10,800 | 0 |
SLAM CORP | CL A SHS | G8210L105 | 356,094 | 35,222 | SH | | OTR | 1 | 0 | 35,222 | 0 |
SVF INVESTMENT CORP | CL A SHS | G8601L102 | 1,602,880 | 158,544 | SH | | OTR | 1 | 0 | 158,544 | 0 |
TORTOISEECOFIN ACQUISITION C | SHS CL A | G8956E109 | 597,637 | 60,064 | SH | | OTR | 1 | 0 | 60,064 | 0 |
TZP STRATEGIES ACQUISTN CORP | CL A SHS | G91595101 | 366,100 | 36,226 | SH | | OTR | 1 | 0 | 36,226 | 0 |
HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 34,937,045 | 42,027,000 | PRN | | OTR | 2 | 0 | 42,027,000 | 0 |
HILTON GRAND VACATIONS INC | COM | 43283X105 | 23,414,746 | 607,544 | SH | | OTR | 2 | 0 | 607,544 | 0 |
HUBSPOT INC | NOTE 0.375% 6/0 | 443573AD2 | 4,890,552 | 4,000,000 | PRN | | OTR | 1 | 0 | 4,000,000 | 0 |
CRESCENT ENERGY COMPANY | CL A COM | 44952J104 | 6,862,524 | 572,354 | SH | | OTR | 2 | 0 | 572,354 | 0 |
ILLUMINA INC | NOTE 8/1 | 452327AK5 | 396,158 | 408,000 | PRN | | OTR | 2 | 0 | 408,000 | 0 |
IMPEL PHARMACEUTICALS INC | COM | 45258K109 | 15,509,891 | 4,135,971 | SH | | OTR | | 0 | 4,135,971 | 0 |
INDUSTRIAL TECH ACQSTNS II I | CLASS A COM | 45635R108 | 508,919 | 49,992 | SH | | OTR | 1 | 0 | 49,992 | 0 |
INTERCEPT PHARMACEUTICALS IN | NOTE 3.250% 7/0 | 45845PAA6 | 12,877,281 | 13,007,000 | PRN | | OTR | 2 | 0 | 13,007,000 | 0 |
IONIS PHARMACEUTICALS INC | NOTE 0.125%12/1 | 462222AB6 | 748,742 | 820,000 | PRN | | OTR | 2 | 0 | 820,000 | 0 |
ISHARES TR | IBOXX HI YD ETF | 464288513 | 859,409 | 11,672 | SH | | OTR | 2 | 0 | 11,672 | 0 |
ITRON INC | NOTE 3/1 | 465741AN6 | 5,880,284 | 7,138,000 | PRN | | OTR | 2 | 0 | 7,138,000 | 0 |
JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 461,454 | 467,000 | PRN | | OTR | 2 | 0 | 467,000 | 0 |
JAZZ INVESTMENTS I LTD | NOTE 2.000% 6/1 | 472145AF8 | 7,674,641 | 6,500,000 | PRN | | OTR | 1 | 0 | 6,500,000 | 0 |
JETBLUE AIRWAYS CORP | NOTE 0.500% 4/0 | 477143AP6 | 1,904,930 | 2,595,000 | PRN | | OTR | 2 | 0 | 2,595,000 | 0 |
JOHN BEAN TECHNOLOGIES CORP | NOTE 0.250% 5/1 | 477839AB0 | 1,271,241 | 1,500,000 | PRN | | OTR | 1 | 0 | 1,500,000 | 0 |
KKR REAL ESTATE FIN TR INC | COM | 48251K100 | 11,342,500 | 812,500 | SH | | OTR | | 0 | 812,499 | 0 |
KKR REAL ESTATE FIN TR INC | COM | 48251K100 | 128,257,514 | 9,187,501 | SH | | OTR | 1 | 0 | 9,187,501 | 0 |
KADEM SUSTAINABLE IMPACT COR | CLASS A COM | 48284E105 | 491,871 | 49,040 | SH | | OTR | 1 | 0 | 49,040 | 0 |
MADISON SQUARE GRDN SPRT COR | CL A | 55825T103 | 55,928,116 | 305,068 | SH | | OTR | 1 | 0 | 305,068 | 0 |
MADISON SQUARE GRDN ENTERTNM | CL A | 55826T102 | 13,718,908 | 305,068 | SH | | OTR | 1 | 0 | 305,068 | 0 |
MARRIOTT VACATIONS WORLDWIDE | NOTE 1/1 | 57164YAD9 | 401,800 | 410,000 | PRN | | OTR | 2 | 0 | 410,000 | 0 |
MIDDLEBY CORP | NOTE 1.000% 9/0 | 596278AB7 | 5,226,246 | 4,500,000 | PRN | | OTR | 1 | 0 | 4,500,000 | 0 |
MIRION TECHNOLOGIES INC | COM CL A | 60471A101 | 21,344,847 | 3,229,175 | SH | | OTR | 1 | 0 | 3,229,175 | 0 |
ADARA ACQUISITION CORP | COM CL A | 00653H102 | 1,136,587 | 111,649 | SH | | OTR | 1 | 0 | 111,649 | 0 |
AIRBNB INC | NOTE 3/1 | 009066AB7 | 887,413 | 1,075,000 | PRN | | OTR | 2 | 0 | 1,075,000 | 0 |
AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 2,091,428 | 2,007,000 | PRN | | OTR | 1 | 0 | 2,007,000 | 0 |
ALARM COM HLDGS INC | NOTE 1/1 | 011642AB1 | 405,999 | 497,000 | PRN | | OTR | 2 | 0 | 497,000 | 0 |
APOLLO COML REAL ESTATE FIN | NOTE 5.375%10/1 | 03762UAC9 | 4,071,480 | 4,144,000 | PRN | | OTR | 2 | 0 | 4,144,000 | 0 |
APPLOVIN CORP | COM CL A | 03831W108 | 639,539,550 | 60,735,000 | SH | | OTR | | 0 | 60,735,000 | 0 |
ARMADA ACQUISITION CORP I | COM | 04208V103 | 1,385,560 | 136,913 | SH | | OTR | 1 | 0 | 136,913 | 0 |
NCL CORP LTD | NOTE 1.125% 2/1 | 62886HBD2 | 29,557,255 | 43,225,000 | PRN | | OTR | 2 | 0 | 43,225,000 | 0 |
NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 7,804,168 | 8,000,000 | PRN | | OTR | 1 | 0 | 8,000,000 | 0 |
NABORS ENERGY TRANSITION COR | CL A COM | 629567108 | 113,946 | 11,095 | SH | | OTR | 1 | 0 | 11,095 | 0 |
NORTHERN STAR INVSTMNT CORP | COM CLASS A | 66573W107 | 960,477 | 95,856 | SH | | OTR | 1 | 0 | 95,856 | 0 |
NUVASIVE INC | NOTE 0.375% 3/1 | 670704AJ4 | 1,001,490 | 1,140,000 | PRN | | OTR | 2 | 0 | 1,140,000 | 0 |
OKTA INC | NOTE 0.125% 9/0 | 679295AD7 | 1,664,514 | 1,884,000 | PRN | | OTR | 2 | 0 | 1,884,000 | 0 |
1LIFE HEALTHCARE INC | NOTE 3.000% 6/1 | 68269GAB3 | 1,891,380 | 2,000,000 | PRN | | OTR | 1 | 0 | 2,000,000 | 0 |
OYSTER PT PHARMA INC | COM | 69242L106 | 11,612,578 | 1,039,622 | SH | | OTR | | 0 | 1,039,622 | 0 |
PARSONS CORP DEL | NOTE 0.250% 8/1 | 70202LAB8 | 14,603,108 | 13,000,000 | PRN | | OTR | 1 | 0 | 13,000,000 | 0 |
PIVOTAL INVESTMENT CORP III | COM CL A | 72582M106 | 419,121 | 41,411 | SH | | OTR | 1 | 0 | 41,411 | 0 |
PRIVETERRA ACQUISITION CORP | CL A | 74275N102 | 223,140 | 22,203 | SH | | OTR | 1 | 0 | 22,203 | 0 |
REALOGY GRP LLC/REALOGY CO | NOTE 0.250% 6/1 | 75606DAP6 | 1,513,600 | 2,150,000 | PRN | | OTR | 2 | 0 | 2,150,000 | 0 |
REDFIN CORP | NOTE 10/1 | 75737FAC2 | 33,839,494 | 56,340,000 | PRN | | OTR | 2 | 0 | 56,340,000 | 0 |
REDFIN CORP | NOTE 0.500% 4/0 | 75737FAE8 | 133,056 | 288,000 | PRN | | OTR | 2 | 0 | 288,000 | 0 |
REPLIGEN CORP | NOTE 0.375% 7/1 | 759916AB5 | 16,882,473 | 11,039,000 | PRN | | OTR | 1 | 0 | 11,039,000 | 0 |
REVANCE THERAPEUTICS INC | NOTE 1.750% 2/1 | 761330AB5 | 13,479,492 | 14,604,000 | PRN | | OTR | 2 | 0 | 14,604,000 | 0 |
RINGCENTRAL INC | NOTE 3/0 | 76680RAF4 | 4,730,759 | 5,477,000 | PRN | | OTR | 2 | 0 | 5,477,000 | 0 |
SPDR SER TR | BLOOMBERG HIGH Y | 78468R622 | 858,510 | 9,539 | SH | | OTR | 2 | 0 | 9,539 | 0 |