# EDGAR Filing Document

**Accession Number:** 0001399770
**File Stem:** 0001463931-23-000004
**Filing Date:** 2023-2
**Character Count:** 18124
**Document Hash:** 723abf12bfeb32c0f22607894cd09094
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001463931-23-000004.hdr.sgml**: 20230214

**ACCESSION NUMBER**: 0001463931-23-000004

**CONFORMED SUBMISSION TYPE**: 13F-HR

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230214

**DATE AS OF CHANGE**: 20230214

**EFFECTIVENESS DATE**: 20230214

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Kohlberg Kravis Roberts & Co. L.P.
- **CENTRAL INDEX KEY:** 0001399770
- **IRS NUMBER:** 132857105
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** 13F-HR
- **SEC ACT:** 1934 Act
- **SEC FILE NUMBER:** 028-12880
- **FILM NUMBER:** 23625293

**BUSINESS ADDRESS:**
- **STREET 1:** 30 HUDSON YARDS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10001
- **BUSINESS PHONE:** 212-230-9742

**MAIL ADDRESS:**
- **STREET 1:** 30 HUDSON YARDS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10001

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Kohlberg Kravis Roberts & Co.
- **DATE OF NAME CHANGE:** 20070517

### FORM 13F COVER PAGE

**Report for the Calendar Year or Quarter Ended:** 12-31-2022

**Check here if Amendment** [ ] **Amendment Number:** 

**This Amendment (Check only one.):** [ ] is a restatement.

[ ] adds new holdings entries.

**Institutional Investment Manager Filing this Report:**

**Name:** Kohlberg Kravis Roberts  Co. L.P.<br>**Address:** 30 HUDSON YARDS<br>NEW YORK, NY 10001

**Form 13F File Number:** 028-12880

**CRD Number (if applicable):** 000144533

**SEC File Number (if applicable):** 801-69634

The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form.

**Person Signing this Report on Behalf of Reporting Manager:**

**Name:** Lew Breckenridge<br>**Title:** Managing Director<br>**Phone:** (212) 271-9102

**Signature, Place, and Date of Signing:**

/s/ Lew Breckenridge  New York, NY  02-13-2023<br>[Signature]  [City, State]  [Date]

**Report Type (Check only one.):**

[x] **13F HOLDINGS REPORT.** (Check here if all holdings of this reporting manager are reported in this report.)

[ ] **13F NOTICE.** (Check here if no holdings are reported in this report, and all holdings are reported by other reporting manager(s).)

[ ] **13F COMBINATION REPORT.** (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).)

### Form 13F Summary Page

**Report Summary:**

**Number of Other Included Managers:** 2

**Form 13F Information Table Entry Total:** 129

**Form 13F Information Table Value Total:** $2963177302

      (round to nearest dollar)

**List of Other Included Managers:**

Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report.

[If there are no entries in this list, state “NONE” and omit the column headings and list entries.]

| No.   | Name                          | Form 13F File Number   |
|:---|:---|:---|
|  | KKR Investment Management LLC | 28-13533               |
|  | KKR Credit Advisors (US) LLC  | 28-14775               |

### FORM 13F INFORMATION TABLE

---

|  |  |  |  |  |  |  |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| NAME OF ISSUER | TITLE OF CLASS | CUSIP | FIGI | VALUE (x$1000) | SHRS OR PRN AMT | SH/PRN | PUT/CALL | INVESTMENT DISCRETION | OTHER MANAGER | VOTING AUTHORITY | VOTING AUTHORITY | VOTING AUTHORITY |
| NAME OF ISSUER | TITLE OF CLASS | CUSIP | FIGI | VALUE (x$1000) | SHRS OR PRN AMT | SH/PRN | PUT/CALL | INVESTMENT DISCRETION | OTHER MANAGER | SOLE | SHARED | NONE |
| VROOM INC | COM | 92918V109 |  | 628737 | 616409 | SH |  | OTR |  | 0 | 616409 | 0 |
| AVALON ACQUISITION INC | CLASS A COM | 05338E101 |  | 411404 | 40137 | SH |  | OTR | 1 | 0 | 40137 | 0 |
| BAUSCH HEALTH COS INC | COM | 071734107 |  | 32875800 | 5235000 | SH |  | OTR | 1 | 0 | 5235000 | 0 |
| BEARD ENERGY TRANSITION ACQ | CL A COM | 07402Q101 |  | 114159 | 11203 | SH |  | OTR | 1 | 0 | 11203 | 0 |
| BELONG ACQUISITION CORP | CLASS A COM | 08069M102 |  | 189987 | 19210 | SH |  | OTR | 1 | 0 | 19210 | 0 |
| BEYOND MEAT INC | NOTE         3/1 | 08862EAB5 |  | 218290 | 830000 | PRN |  | OTR | 2 | 0 | 830000 | 0 |
| BILL COM HLDGS INC | NOTE        12/0 | 090043AB6 |  | 3018522 | 3000000 | PRN |  | OTR | 1 | 0 | 3000000 | 0 |
| BLACKSTONE MORTGAGE TRUST IN | NOTE  4.750% 3/1 | 09257WAC4 |  | 1063931 | 1074000 | PRN |  | OTR | 2 | 0 | 1074000 | 0 |
| BLACKSTONE MORTGAGE TRUST IN | NOTE  5.500% 3/1 | 09257WAE0 |  | 856875 | 1000000 | PRN |  | OTR | 2 | 0 | 1000000 | 0 |
| BOX INC | NOTE         1/1 | 10316TAB0 |  | 11044127 | 8500000 | PRN |  | OTR | 1 | 0 | 8500000 | 0 |
| BRIDGEBIO PHARMA INC | COM | 10806X102 |  | 236684599 | 31060971 | SH |  | OTR |  | 0 | 31060971 | 0 |
| BRIGHTVIEW HLDGS INC | COM | 10948C107 |  | 348862237 | 50633123 | SH |  | OTR |  | 0 | 50633123 | 0 |
| CABLE ONE INC | NOTE         3/1 | 12685JAE5 |  | 5056038 | 6396000 | PRN |  | OTR | 2 | 0 | 6396000 | 0 |
| SHOPIFY INC | NOTE  0.125%11/0 | 82509LAA5 |  | 712763 | 830000 | PRN |  | OTR | 2 | 0 | 830000 | 0 |
| SILICON LABORATORIES INC | NOTE  0.625% 6/1 | 826919AD4 |  | 10462354 | 8490000 | PRN |  | OTR | 1 | 0 | 8490000 | 0 |
| SOLAREDGE TECHNOLOGIES INC | NOTE         9/1 | 83417MAD6 |  | 8609384 | 7000000 | PRN |  | OTR | 1 | 0 | 7000000 | 0 |
| SOUTH JERSEY INDS INC | UNIT 04/01/2024 | 838518306 |  | 48112680 | 700000 | SH |  | OTR | 1 | 0 | 700000 | 0 |
| SPOTIFY USA INC | NOTE         3/1 | 84921RAB6 |  | 44110170 | 54457000 | PRN |  | OTR | 2 | 0 | 54457000 | 0 |
| SUSTAINABLE DEVELP ACQU I CO | COM CL A | 86934L103 |  | 295060 | 29330 | SH |  | OTR | 1 | 0 | 29330 | 0 |
| TRANSPHORM INC | COM | 89386L100 |  | 123357331 | 22675980 | SH |  | OTR |  | 0 | 22675980 | 0 |
| TWELVE SEAS INVESTMENT CO II | COM CL A | 90118T106 |  | 531414 | 52877 | SH |  | OTR | 1 | 0 | 52877 | 0 |
| UBER TECHNOLOGIES INC | NOTE        12/1 | 90353TAJ9 |  | 402447 | 475000 | PRN |  | OTR | 2 | 0 | 475000 | 0 |
| UNITY SOFTWARE INC | NOTE        11/1 | 91332UAB7 |  | 3989783 | 5295000 | PRN |  | OTR | 2 | 0 | 5295000 | 0 |
| VIASAT INC | COM | 92552V100 |  | 29198581 | 922546 | SH |  | OTR |  | 0 | 922546 | 0 |
| COHERUS BIOSCIENCES INC | COM | 19249H103 |  | 24045720 | 3036076 | SH |  | OTR |  | 0 | 3036076 | 0 |
| COUPA SOFTWARE INC | NOTE  0.125% 6/1 | 22266LAC0 |  | 5950184 | 6126000 | PRN |  | OTR | 2 | 0 | 6126000 | 0 |
| DIAMONDHEAD HOLDINGS CORP | CL A | 25278L105 |  | 1419995 | 141293 | SH |  | OTR | 1 | 0 | 141293 | 0 |
| DOCUSIGN INC | NOTE         1/1 | 256163AD8 |  | 3258360 | 3448000 | PRN |  | OTR | 2 | 0 | 3448000 | 0 |
| DOORDASH INC | CL A | 25809K105 |  | 41810229 | 856416 | SH |  | OTR |  | 0 | 856416 | 0 |
| ENDEAVOR GROUP HLDGS INC | CL A COM | 29260Y109 |  | 213487178 | 8316397 | SH |  | OTR |  | 0 | 8316397 | 0 |
| ENPHASE ENERGY INC | NOTE         3/0 | 29355AAH0 |  | 9437482 | 8500000 | PRN |  | OTR | 1 | 0 | 8500000 | 0 |
| ENVESTNET INC | NOTE  0.750% 8/1 | 29404KAE6 |  | 3084593 | 3399000 | PRN |  | OTR | 2 | 0 | 3399000 | 0 |
| EVEREST CONSOLIDATOR ACQ COR | CL A COM | 29978K102 |  | 567018 | 55427 | SH |  | OTR | 1 | 0 | 55427 | 0 |
| FS KKR CAP CORP | COM | 302635206 |  | 17160273 | 980587 | SH |  | OTR | 1 | 0 | 980587 | 0 |
| FS KKR CAP CORP | COM | 302635206 |  | 328061895 | 18746394 | SH |  | OTR | 2 | 0 | 18746394 | 0 |
| FTAC ZEUS ACQUISITION COR | CLASS A COM | 30320F106 |  | 157344 | 15625 | SH |  | OTR | 1 | 0 | 15625 | 0 |
| FINSERV ACQUISITION CORP II | COM CL A | 31809Y103 |  | 133178 | 13245 | SH |  | OTR | 1 | 0 | 13245 | 0 |
| FLAME ACQUISITION CORP | COM CL A | 33850F108 |  | 900420 | 89594 | SH |  | OTR | 1 | 0 | 89594 | 0 |
| FORD MTR CO DEL | NOTE         3/1 | 345370CZ1 |  | 401216 | 423000 | PRN |  | OTR | 2 | 0 | 423000 | 0 |
| FORD MTR CO DEL | NOTE         3/1 | 345370CZ1 |  | 6639500 | 7000000 | PRN |  | OTR | 1 | 0 | 7000000 | 0 |
| FORGEROCK INC | CL A | 34631B101 |  | 18058955 | 793103 | SH |  | OTR |  | 0 | 793103 | 0 |
| GOAL ACQUISITIONS CORP | COM | 38021H107 |  | 1621119 | 161145 | SH |  | OTR | 1 | 0 | 161145 | 0 |
| ZSCALER INC | NOTE  0.125% 7/0 | 98980GAB8 |  | 6498829 | 6278000 | PRN |  | OTR | 1 | 0 | 6278000 | 0 |
| AFRICAN GOLD ACQUISITION COR | SHS CL A | G0112R108 |  | 1508455 | 150095 | SH |  | OTR | 1 | 0 | 150095 | 0 |
| AHREN ACQUISITION CORP | CLASS A ORD SHS | G01322109 |  | 408356 | 39898 | SH |  | OTR | 1 | 0 | 39898 | 0 |
| PATHFINDER ACQUISITION CORP | CL A | G04119106 |  | 218026 | 21651 | SH |  | OTR | 1 | 0 | 21651 | 0 |
| ASCENDANT DIGITAL ACQ CORP I | CL A COM | G05157105 |  | 291076 | 28205 | SH |  | OTR | 1 | 0 | 28205 | 0 |
| AUTHENTIC EQUITY ACQUISTN CO | CL A SHS | G06607108 |  | 2068001 | 204550 | SH |  | OTR | 1 | 0 | 204550 | 0 |
| BLEUACACIA LTD | CLASS A ORD SHS | G11728105 |  | 185094 | 18399 | SH |  | OTR | 1 | 0 | 18399 | 0 |
| BLUERIVER ACQUISITION CORP | SHS CL A | G1261Q107 |  | 320771 | 31791 | SH |  | OTR | 1 | 0 | 31791 | 0 |
| BULLPEN PARLAY ACQUISITION C | CLASS A ORD SHS | G1792A100 |  | 204605 | 19981 | SH |  | OTR | 1 | 0 | 19981 | 0 |
| CATCHA INVESTMENT CORP | SHS CL A | G1962Y102 |  | 287010 | 28445 | SH |  | OTR | 1 | 0 | 28445 | 0 |
| DEEP LAKE CAPITAL ACQUSTN CO | CL A SHS | G27029100 |  | 2261734 | 224156 | SH |  | OTR | 1 | 0 | 224156 | 0 |
| CONSTELLATION ACQUISITN CORP | SHS CL A | G2R18K105 |  | 397151 | 39283 | SH |  | OTR | 1 | 0 | 39283 | 0 |
| ARES ACQUISITION CORPORATION | COM CL A | G33032106 |  | 5370190 | 533286 | SH |  | OTR | 1 | 0 | 533286 | 0 |
| FREEDOM ACQUISITION I CORP | SHS CL A | G3663X110 |  | 288456 | 28560 | SH |  | OTR | 1 | 0 | 28560 | 0 |
| FTAC HERA ACQUISITION CORP | CLASS A ORD SHS | G3728Y103 |  | 202200 | 20000 | SH |  | OTR | 1 | 0 | 20000 | 0 |
| GLOBAL PARTNER ACQISTN CORP | CL A SHS | G3934P102 |  | 194112 | 19200 | SH |  | OTR | 1 | 0 | 19200 | 0 |
| HH ACQUISITION CO | SHS CL A | G39714103 |  | 1303118 | 128894 | SH |  | OTR | 1 | 0 | 128894 | 0 |
| INFINITE ACQUISITION CORP | CL A ORD SHS | G48028107 |  | 142127 | 13866 | SH |  | OTR | 1 | 0 | 13866 | 0 |
| JACK CREEK INVESTMENT CORP | CL A SHS | G4989X115 |  | 948968 | 93679 | SH |  | OTR | 1 | 0 | 93679 | 0 |
| JAWS MUSTANG ACQUISITION COR | SHS CL A | G50737108 |  | 1908390 | 188856 | SH |  | OTR | 1 | 0 | 188856 | 0 |
| KAIROS ACQUISITION CORP | CL A SHS | G52110114 |  | 811773 | 80573 | SH |  | OTR | 1 | 0 | 80573 | 0 |
| KENSINGTON CAPITAL ACQUISITI | SHS CL A | G5251K103 |  | 1044039 | 102407 | SH |  | OTR | 1 | 0 | 102407 | 0 |
| KERNEL GROUP HOLDINGS INC | CL A SHS | G5259L103 |  | 500546 | 49559 | SH |  | OTR | 1 | 0 | 49559 | 0 |
| LAMF GLOBAL VENTURES CORP I | CLASS A ORD | G5338L108 |  | 188180 | 18359 | SH |  | OTR | 1 | 0 | 18359 | 0 |
| LAZARD GROWTH ACQUISITION CO | CL A ORD SHS | G54035103 |  | 887699 | 87891 | SH |  | OTR | 1 | 0 | 87891 | 0 |
| MARLIN TECHNOLOGY CORP | CL A SHS | G58411102 |  | 2427462 | 239631 | SH |  | OTR | 1 | 0 | 239631 | 0 |
| MEDICUS SCIENCES ACQUISITION | CL A SHS | G5960S108 |  | 1143569 | 113562 | SH |  | OTR | 1 | 0 | 113562 | 0 |
| NOBLE ROCK ACQUISITION CORP | CL A SHS | G6546R101 |  | 875266 | 86660 | SH |  | OTR | 1 | 0 | 86660 | 0 |
| PONTEM CORPORATION | SHS CL A | G71707106 |  | 4972482 | 491838 | SH |  | OTR | 1 | 0 | 491838 | 0 |
| POWERUP ACQUISITION CORP | CLASS A ORDI SHS | G7207P103 |  | 772500 | 75000 | SH |  | OTR | 1 | 0 | 75000 | 0 |
| PROPERTYGURU GROUP LTD | ORD SHS | G7258M108 |  | 187377784 | 43475124 | SH |  | OTR |  | 0 | 43475124 | 0 |
| PROSPECTOR CAPITAL CORP | CL A | G7273A105 |  | 1067406 | 107277 | SH |  | OTR | 1 | 0 | 107277 | 0 |
| RCF ACQUISITION CORP | CL A COM | G7330C102 |  | 240176 | 23409 | SH |  | OTR | 1 | 0 | 23409 | 0 |
| RMG ACQUISITION CORP III | CL A SHS | G76088106 |  | 112539 | 11159 | SH |  | OTR | 1 | 0 | 11159 | 0 |
| SILVER SPIKE ACQUISITN CORP | CLASS A ORD SHS | G8201H105 |  | 108972 | 10800 | SH |  | OTR | 1 | 0 | 10800 | 0 |
| SLAM CORP | CL A SHS | G8210L105 |  | 356094 | 35222 | SH |  | OTR | 1 | 0 | 35222 | 0 |
| SVF INVESTMENT CORP | CL A SHS | G8601L102 |  | 1602880 | 158544 | SH |  | OTR | 1 | 0 | 158544 | 0 |
| TORTOISEECOFIN ACQUISITION C | SHS CL A | G8956E109 |  | 597637 | 60064 | SH |  | OTR | 1 | 0 | 60064 | 0 |
| TZP STRATEGIES ACQUISTN CORP | CL A SHS | G91595101 |  | 366100 | 36226 | SH |  | OTR | 1 | 0 | 36226 | 0 |
| HAEMONETICS CORP MASS | NOTE         3/0 | 405024AB6 |  | 34937045 | 42027000 | PRN |  | OTR | 2 | 0 | 42027000 | 0 |
| HILTON GRAND VACATIONS INC | COM | 43283X105 |  | 23414746 | 607544 | SH |  | OTR | 2 | 0 | 607544 | 0 |
| HUBSPOT INC | NOTE  0.375% 6/0 | 443573AD2 |  | 4890552 | 4000000 | PRN |  | OTR | 1 | 0 | 4000000 | 0 |
| CRESCENT ENERGY COMPANY | CL A COM | 44952J104 |  | 6862524 | 572354 | SH |  | OTR | 2 | 0 | 572354 | 0 |
| ILLUMINA INC | NOTE         8/1 | 452327AK5 |  | 396158 | 408000 | PRN |  | OTR | 2 | 0 | 408000 | 0 |
| IMPEL PHARMACEUTICALS INC | COM | 45258K109 |  | 15509891 | 4135971 | SH |  | OTR |  | 0 | 4135971 | 0 |
| INDUSTRIAL TECH ACQSTNS II I | CLASS A COM | 45635R108 |  | 508919 | 49992 | SH |  | OTR | 1 | 0 | 49992 | 0 |
| INTERCEPT PHARMACEUTICALS IN | NOTE  3.250% 7/0 | 45845PAA6 |  | 12877281 | 13007000 | PRN |  | OTR | 2 | 0 | 13007000 | 0 |
| IONIS PHARMACEUTICALS INC | NOTE  0.125%12/1 | 462222AB6 |  | 748742 | 820000 | PRN |  | OTR | 2 | 0 | 820000 | 0 |
| ISHARES TR | IBOXX HI YD ETF | 464288513 |  | 859409 | 11672 | SH |  | OTR | 2 | 0 | 11672 | 0 |
| ITRON INC | NOTE         3/1 | 465741AN6 |  | 5880284 | 7138000 | PRN |  | OTR | 2 | 0 | 7138000 | 0 |
| JAZZ INVESTMENTS I LTD | NOTE  1.500% 8/1 | 472145AD3 |  | 461454 | 467000 | PRN |  | OTR | 2 | 0 | 467000 | 0 |
| JAZZ INVESTMENTS I LTD | NOTE  2.000% 6/1 | 472145AF8 |  | 7674641 | 6500000 | PRN |  | OTR | 1 | 0 | 6500000 | 0 |
| JETBLUE AIRWAYS CORP | NOTE  0.500% 4/0 | 477143AP6 |  | 1904930 | 2595000 | PRN |  | OTR | 2 | 0 | 2595000 | 0 |
| JOHN BEAN TECHNOLOGIES CORP | NOTE  0.250% 5/1 | 477839AB0 |  | 1271241 | 1500000 | PRN |  | OTR | 1 | 0 | 1500000 | 0 |
| KKR REAL ESTATE FIN TR INC | COM | 48251K100 |  | 11342500 | 812500 | SH |  | OTR |  | 0 | 812499 | 0 |
| KKR REAL ESTATE FIN TR INC | COM | 48251K100 |  | 128257514 | 9187501 | SH |  | OTR | 1 | 0 | 9187501 | 0 |
| KADEM SUSTAINABLE IMPACT COR | CLASS A COM | 48284E105 |  | 491871 | 49040 | SH |  | OTR | 1 | 0 | 49040 | 0 |
| MADISON SQUARE GRDN SPRT COR | CL A | 55825T103 |  | 55928116 | 305068 | SH |  | OTR | 1 | 0 | 305068 | 0 |
| MADISON SQUARE GRDN ENTERTNM | CL A | 55826T102 |  | 13718908 | 305068 | SH |  | OTR | 1 | 0 | 305068 | 0 |
| MARRIOTT VACATIONS WORLDWIDE | NOTE         1/1 | 57164YAD9 |  | 401800 | 410000 | PRN |  | OTR | 2 | 0 | 410000 | 0 |
| MIDDLEBY CORP | NOTE  1.000% 9/0 | 596278AB7 |  | 5226246 | 4500000 | PRN |  | OTR | 1 | 0 | 4500000 | 0 |
| MIRION TECHNOLOGIES INC | COM CL A | 60471A101 |  | 21344847 | 3229175 | SH |  | OTR | 1 | 0 | 3229175 | 0 |
| ADARA ACQUISITION CORP | COM CL A | 00653H102 |  | 1136587 | 111649 | SH |  | OTR | 1 | 0 | 111649 | 0 |
| AIRBNB INC | NOTE         3/1 | 009066AB7 |  | 887413 | 1075000 | PRN |  | OTR | 2 | 0 | 1075000 | 0 |
| AKAMAI TECHNOLOGIES INC | NOTE  0.125% 5/0 | 00971TAJ0 |  | 2091428 | 2007000 | PRN |  | OTR | 1 | 0 | 2007000 | 0 |
| ALARM COM HLDGS INC | NOTE         1/1 | 011642AB1 |  | 405999 | 497000 | PRN |  | OTR | 2 | 0 | 497000 | 0 |
| APOLLO COML REAL ESTATE FIN | NOTE  5.375%10/1 | 03762UAC9 |  | 4071480 | 4144000 | PRN |  | OTR | 2 | 0 | 4144000 | 0 |
| APPLOVIN CORP | COM CL A | 03831W108 |  | 639539550 | 60735000 | SH |  | OTR |  | 0 | 60735000 | 0 |
| ARMADA ACQUISITION CORP I | COM | 04208V103 |  | 1385560 | 136913 | SH |  | OTR | 1 | 0 | 136913 | 0 |
| NCL CORP LTD | NOTE  1.125% 2/1 | 62886HBD2 |  | 29557255 | 43225000 | PRN |  | OTR | 2 | 0 | 43225000 | 0 |
| NRG ENERGY INC | DBCV  2.750% 6/0 | 629377CG5 |  | 7804168 | 8000000 | PRN |  | OTR | 1 | 0 | 8000000 | 0 |
| NABORS ENERGY TRANSITION COR | CL A COM | 629567108 |  | 113946 | 11095 | SH |  | OTR | 1 | 0 | 11095 | 0 |
| NORTHERN STAR INVSTMNT CORP | COM CLASS A | 66573W107 |  | 960477 | 95856 | SH |  | OTR | 1 | 0 | 95856 | 0 |
| NUVASIVE INC | NOTE  0.375% 3/1 | 670704AJ4 |  | 1001490 | 1140000 | PRN |  | OTR | 2 | 0 | 1140000 | 0 |
| OKTA INC | NOTE  0.125% 9/0 | 679295AD7 |  | 1664514 | 1884000 | PRN |  | OTR | 2 | 0 | 1884000 | 0 |
| 1LIFE HEALTHCARE INC | NOTE  3.000% 6/1 | 68269GAB3 |  | 1891380 | 2000000 | PRN |  | OTR | 1 | 0 | 2000000 | 0 |
| OYSTER PT PHARMA INC | COM | 69242L106 |  | 11612578 | 1039622 | SH |  | OTR |  | 0 | 1039622 | 0 |
| PARSONS CORP DEL | NOTE  0.250% 8/1 | 70202LAB8 |  | 14603108 | 13000000 | PRN |  | OTR | 1 | 0 | 13000000 | 0 |
| PIVOTAL INVESTMENT CORP III | COM CL A | 72582M106 |  | 419121 | 41411 | SH |  | OTR | 1 | 0 | 41411 | 0 |
| PRIVETERRA ACQUISITION CORP | CL A | 74275N102 |  | 223140 | 22203 | SH |  | OTR | 1 | 0 | 22203 | 0 |
| REALOGY GRP LLC/REALOGY CO | NOTE  0.250% 6/1 | 75606DAP6 |  | 1513600 | 2150000 | PRN |  | OTR | 2 | 0 | 2150000 | 0 |
| REDFIN CORP | NOTE        10/1 | 75737FAC2 |  | 33839494 | 56340000 | PRN |  | OTR | 2 | 0 | 56340000 | 0 |
| REDFIN CORP | NOTE  0.500% 4/0 | 75737FAE8 |  | 133056 | 288000 | PRN |  | OTR | 2 | 0 | 288000 | 0 |
| REPLIGEN CORP | NOTE  0.375% 7/1 | 759916AB5 |  | 16882473 | 11039000 | PRN |  | OTR | 1 | 0 | 11039000 | 0 |
| REVANCE THERAPEUTICS INC | NOTE  1.750% 2/1 | 761330AB5 |  | 13479492 | 14604000 | PRN |  | OTR | 2 | 0 | 14604000 | 0 |
| RINGCENTRAL INC | NOTE         3/0 | 76680RAF4 |  | 4730759 | 5477000 | PRN |  | OTR | 2 | 0 | 5477000 | 0 |
| SPDR SER TR | BLOOMBERG HIGH Y | 78468R622 |  | 858510 | 9539 | SH |  | OTR | 2 | 0 | 9539 | 0 |

---