The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||||||
| UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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| 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 |
| ABRDN NATL MUN INCOME FD | SH BEN INT | 24610T108 | 4,101,306 | 401,695 | SH | SOLE | 401,695 | 0 | 0 | ||
| AES CORP | UNIT 02/15/2024 | 00130H204 | 22,613,292 | 297,700 | SH | OTR | 1 | 0 | 297,700 | 0 | |
| AES CORP | UNIT 02/15/2024 | 00130H204 | 4,722,133 | 62,068 | SH | DFND | 1 | 307 | 61,689 | 72 | |
| AES CORP | UNIT 02/15/2024 | 00130H204 | 172,093 | 2,262 | SH | OTR | 4 | 884 | 1,378 | 0 | |
| AES CORP | UNIT 02/15/2024 | 00130H204 | 1,010,648 | 13,305 | SH | SOLE | 13,305 | 0 | 0 | ||
| AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 286,875 | 225,000 | PRN | SOLE | 225,000 | 0 | 0 | ||
| AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 5,010,150 | 3,945,000 | PRN | DFND | 1 | 92,000 | 3,849,000 | 4,000 | |
| AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 170,180 | 134,000 | PRN | OTR | 4 | 51,000 | 83,000 | 0 | |
| AKAMAI TECHNOLOGIES INC | NOTE 0.375% 9/0 | 00971TAL5 | 38,952,881 | 34,826,000 | PRN | OTR | 1 | 0 | 34,826,000 | 0 | |
| AKAMAI TECHNOLOGIES INC | NOTE 0.375% 9/0 | 00971TAL5 | 1,921,583 | 1,718,000 | PRN | SOLE | 1,718,000 | 0 | 0 | ||
| ALNYLAM PHARMACEUTICALS INC | NOTE 1.000% 9/1 | 02043QAB3 | 11,063,950 | 11,204,000 | PRN | OTR | 1 | 0 | 11,204,000 | 0 | |
| ALNYLAM PHARMACEUTICALS INC | NOTE 1.000% 9/1 | 02043QAB3 | 745,563 | 755,000 | PRN | SOLE | 755,000 | 0 | 0 | ||
| AMERICAN AIRLINES GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 | 15,502,688 | 13,935,000 | PRN | OTR | 1 | 0 | 13,935,000 | 0 | |
| AMERICAN AIRLINES GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 | 350,438 | 315,000 | PRN | SOLE | 315,000 | 0 | 0 | ||
| APOLLO GLOBAL MGMT INC | SER A MAND CNV | 03769M304 | 222,684 | 3,949 | SH | OTR | 4 | 1,555 | 2,394 | 0 | |
| APOLLO GLOBAL MGMT INC | SER A MAND CNV | 03769M304 | 33,663,490 | 597,400 | SH | OTR | 1 | 0 | 597,400 | 0 | |
| APOLLO GLOBAL MGMT INC | SER A MAND CNV | 03769M304 | 1,983,520 | 35,200 | SH | SOLE | 35,200 | 0 | 0 | ||
| APOLLO GLOBAL MGMT INC | SER A MAND CNV | 03769M304 | 6,399,081 | 113,479 | SH | DFND | 1 | 541 | 112,811 | 127 | |
| ARES CAPITAL CORP | NOTE 4.625% 3/0 | 04010LAW3 | 811,984 | 785,000 | PRN | SOLE | 785,000 | 0 | 0 | ||
| ARES CAPITAL CORP | NOTE 4.625% 3/0 | 04010LAW3 | 11,466,047 | 11,085,000 | PRN | OTR | 1 | 0 | 11,085,000 | 0 | |
| ARRAY TECHNOLOGIES INC | NOTE 1.000%12/0 | 04271TAB6 | 159,327 | 162,000 | PRN | OTR | 4 | 69,000 | 93,000 | 0 | |
| ARRAY TECHNOLOGIES INC | NOTE 1.000%12/0 | 04271TAB6 | 15,481,067 | 15,681,000 | PRN | OTR | 1 | 0 | 15,681,000 | 0 | |
| ARRAY TECHNOLOGIES INC | NOTE 1.000%12/0 | 04271TAB6 | 5,181,078 | 5,268,000 | PRN | DFND | 1 | 134,000 | 5,129,000 | 5,000 | |
| ARRAY TECHNOLOGIES INC | NOTE 1.000%12/0 | 04271TAB6 | 1,033,651 | 1,047,000 | PRN | SOLE | 1,047,000 | 0 | 0 | ||
| BANK AMERICA CORP | 7.25%CNV PFD L | 060505682 | 2,591,751 | 2,147 | SH | SOLE | 2,147 | 0 | 0 | ||
| BANK AMERICA CORP | 7.25%CNV PFD L | 060505682 | 218,156 | 181 | SH | OTR | 4 | 69 | 112 | 0 | |
| BANK AMERICA CORP | 7.25%CNV PFD L | 060505682 | 28,619,112 | 23,708 | SH | OTR | 1 | 0 | 23,708 | 0 | |
| BANK AMERICA CORP | 7.25%CNV PFD L | 060505682 | 5,984,215 | 4,965 | SH | DFND | 1 | 22 | 4,938 | 5 | |
| BENTLEY SYS INC | NOTE 0.125% 1/1 | 08265TAB5 | 1,003,031 | 1,010,000 | PRN | SOLE | 1,010,000 | 0 | 0 | ||
| BENTLEY SYS INC | NOTE 0.125% 1/1 | 08265TAB5 | 6,966,597 | 7,015,000 | PRN | OTR | 1 | 0 | 7,015,000 | 0 | |
| BILL HOLDINGS INC | NOTE 12/0 | 090043AB6 | 546,940 | 580,000 | PRN | SOLE | 580,000 | 0 | 0 | ||
| BILL HOLDINGS INC | NOTE 12/0 | 090043AB6 | 9,307,410 | 9,870,000 | PRN | OTR | 1 | 0 | 9,870,000 | 0 | |
| BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 294,694 | 299,000 | PRN | OTR | 4 | 116,000 | 183,000 | 0 | |
| BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 8,648,640 | 8,775,000 | PRN | DFND | 1 | 214,000 | 8,551,000 | 10,000 | |
| BIOMARIN PHARMACEUTICAL INC | NOTE 1.250% 5/1 | 09061GAK7 | 74,709,560 | 72,400,000 | PRN | OTR | 1 | 0 | 72,400,000 | 0 | |
| BIOMARIN PHARMACEUTICAL INC | NOTE 1.250% 5/1 | 09061GAK7 | 3,717,936 | 3,603,000 | PRN | SOLE | 3,603,000 | 0 | 0 | ||
| BLACKLINE INC | NOTE 3/1 | 09239BAD1 | 428,400 | 480,000 | PRN | SOLE | 480,000 | 0 | 0 | ||
| BLACKROCK MUN INCOME QUALITY | COM | 092479104 | 126,830 | 11,314 | SH | SOLE | 11,314 | 0 | 0 | ||
| BLACKROCK MUN INCOME QUALITY | COM | 092479104 | 160,258 | 14,296 | SH | OTR | 1 | 0 | 14,296 | 0 | |
| BLACKROCK MUN INCOME TR | SH BEN INT | 09248F109 | 98,444 | 9,776 | SH | SOLE | 9,776 | 0 | 0 | ||
| BLACKROCK MUN INCOME TR | SH BEN INT | 09248F109 | 124,415 | 12,355 | SH | OTR | 1 | 0 | 12,355 | 0 | |
| BLACKROCK MUN TARGET TERM TR | COM SHS BEN IN | 09257P105 | 8,888,547 | 427,334 | SH | OTR | 1 | 0 | 427,334 | 0 | |
| BLACKROCK MUN TARGET TERM TR | COM SHS BEN IN | 09257P105 | 20,266,834 | 974,367 | SH | SOLE | 974,367 | 0 | 0 | ||
| BLACKROCK MUNI INCOME TR II | COM | 09249N101 | 139,929 | 13,102 | SH | SOLE | 13,102 | 0 | 0 | ||
| BLACKROCK MUNI INCOME TR II | COM | 09249N101 | 176,786 | 16,553 | SH | OTR | 1 | 0 | 16,553 | 0 | |
| BLACKROCK MUNICIPAL INCOME | COM | 09253X102 | 399,229 | 34,298 | SH | SOLE | 34,298 | 0 | 0 | ||
| BLACKROCK MUNICIPAL INCOME | COM | 09253X102 | 515,210 | 44,262 | SH | OTR | 1 | 0 | 44,262 | 0 | |
| BLACKROCK MUNIHLDGS NJ QLTY | COM | 09254X101 | 8,117,428 | 711,431 | SH | SOLE | 711,431 | 0 | 0 | ||
| BLACKROCK MUNIHLDGS NJ QLTY | COM | 09254X101 | 3,738,452 | 327,647 | SH | OTR | 1 | 0 | 327,647 | 0 | |
| BLACKROCK MUNIHLDGS NY QLTY | COM | 09255C106 | 6,165,755 | 586,656 | SH | SOLE | 586,656 | 0 | 0 | ||
| BLACKROCK MUNIHLDGS NY QLTY | COM | 09255C106 | 5,518,885 | 525,108 | SH | OTR | 1 | 0 | 525,108 | 0 | |
| BLACKROCK MUNIHLDNGS CALI QL | COM | 09254L107 | 250,247 | 22,484 | SH | OTR | 1 | 0 | 22,484 | 0 | |
| BLACKROCK MUNIHLDNGS CALI QL | COM | 09254L107 | 199,138 | 17,892 | SH | SOLE | 17,892 | 0 | 0 | ||
| BLACKROCK MUNIHOLDINGS FD IN | COM | 09253N104 | 1,996,997 | 167,674 | SH | OTR | 1 | 0 | 167,674 | 0 | |
| BLACKROCK MUNIHOLDINGS FD IN | COM | 09253N104 | 6,061,773 | 508,965 | SH | SOLE | 508,965 | 0 | 0 | ||
| BLACKROCK MUNIVEST FD INC | COM | 09253R105 | 140,171 | 19,687 | SH | SOLE | 19,687 | 0 | 0 | ||
| BLACKROCK MUNIVEST FD INC | COM | 09253R105 | 176,135 | 24,738 | SH | OTR | 1 | 0 | 24,738 | 0 | |
| BLACKROCK MUNIYIELD FD INC | COM | 09253W104 | 88,105 | 8,173 | SH | SOLE | 8,173 | 0 | 0 | ||
| BLACKROCK MUNIYIELD FD INC | COM | 09253W104 | 111,325 | 10,327 | SH | OTR | 1 | 0 | 10,327 | 0 | |
| BLACKROCK MUNIYIELD MICH QU | COM | 09254V105 | 2,786,279 | 245,271 | SH | OTR | 1 | 0 | 245,271 | 0 | |
| BLACKROCK MUNIYIELD MICH QU | COM | 09254V105 | 4,766,065 | 419,548 | SH | SOLE | 419,548 | 0 | 0 | ||
| BLACKROCK MUNIYIELD N Y QUAL | COM | 09255E102 | 2,799,730 | 271,029 | SH | SOLE | 271,029 | 0 | 0 | ||
| BLACKROCK MUNIYIELD N Y QUAL | COM | 09255E102 | 5,615,336 | 543,595 | SH | OTR | 1 | 0 | 543,595 | 0 | |
| BLACKROCK MUNIYIELD QUALITY | COM | 09254G108 | 6,086,742 | 588,091 | SH | OTR | 1 | 0 | 588,091 | 0 | |
| BLACKROCK MUNIYIELD QUALITY | COM | 09254G108 | 4,181,421 | 404,002 | SH | SOLE | 404,002 | 0 | 0 | ||
| BLACKROCK MUNIYILD QULT FD I | COM | 09254F100 | 3,501,297 | 287,227 | SH | OTR | 1 | 0 | 287,227 | 0 | |
| BLACKROCK MUNIYILD QULT FD I | COM | 09254F100 | 860,736 | 70,610 | SH | SOLE | 70,610 | 0 | 0 | ||
| BLACKROCK N Y MUN INCOME TRU | SH BEN INT | 09248L106 | 414,850 | 39,397 | SH | OTR | 1 | 0 | 39,397 | 0 | |
| BLACKROCK N Y MUN INCOME TRU | SH BEN INT | 09248L106 | 416,851 | 39,587 | SH | SOLE | 39,587 | 0 | 0 | ||
| BLOCK INC | NOTE 0.125% 3/0 | 852234AF0 | 3,336,114 | 3,415,000 | PRN | DFND | 1 | 79,000 | 3,332,000 | 4,000 | |
| BLOCK INC | NOTE 0.125% 3/0 | 852234AF0 | 39,151,299 | 39,873,000 | PRN | OTR | 1 | 0 | 39,873,000 | 0 | |
| BLOCK INC | NOTE 0.125% 3/0 | 852234AF0 | 1,598,533 | 1,628,000 | PRN | SOLE | 1,628,000 | 0 | 0 | ||
| BLOCK INC | NOTE 0.125% 3/0 | 852234AF0 | 114,297 | 117,000 | PRN | OTR | 4 | 49,000 | 68,000 | 0 | |
| BOOKING HOLDINGS INC | NOTE 0.750% 5/0 | 09857LAN8 | 2,808,646 | 1,487,000 | PRN | SOLE | 1,487,000 | 0 | 0 | ||
| BOOKING HOLDINGS INC | NOTE 0.750% 5/0 | 09857LAN8 | 39,664,800 | 21,000,000 | PRN | OTR | 1 | 0 | 21,000,000 | 0 | |
| BRIDGEBIO PHARMA INC | NOTE 2.500% 3/1 | 10806XAB8 | 16,789,635 | 13,870,000 | PRN | OTR | 1 | 0 | 13,870,000 | 0 | |
| BRIDGEBIO PHARMA INC | NOTE 2.500% 3/1 | 10806XAB8 | 700,880 | 579,000 | PRN | SOLE | 579,000 | 0 | 0 | ||
| BURLINGTON STORES INC | NOTE 2.250% 4/1 | 122017AB2 | 176,300 | 164,000 | PRN | OTR | 4 | 66,000 | 98,000 | 0 | |
| BURLINGTON STORES INC | NOTE 2.250% 4/1 | 122017AB2 | 5,152,475 | 4,793,000 | PRN | DFND | 1 | 114,000 | 4,674,000 | 5,000 | |
| CABLE ONE INC | NOTE 1.125% 3/1 | 12685JAG0 | 194,678 | 257,000 | PRN | OTR | 4 | 97,000 | 160,000 | 0 | |
| CABLE ONE INC | NOTE 1.125% 3/1 | 12685JAG0 | 5,780,483 | 7,631,000 | PRN | DFND | 1 | 186,000 | 7,437,000 | 8,000 | |
| CABLE ONE INC | NOTE 3/1 | 12685JAE5 | 68,280 | 80,000 | PRN | OTR | 5 | 0 | 80,000 | 0 | |
| CABLE ONE INC | NOTE 3/1 | 12685JAE5 | 5,671,508 | 6,645,000 | PRN | SOLE | 6,645,000 | 0 | 0 | ||
| CABLE ONE INC | NOTE 3/1 | 12685JAE5 | 3,520,688 | 4,125,000 | PRN | OTR | 1 | 0 | 4,125,000 | 0 | |
| CENTURY ALUM CO | NOTE 2.750% 5/0 | 156431AQ1 | 21,821 | 25,000 | PRN | OTR | 5 | 0 | 25,000 | 0 | |
| CENTURY ALUM CO | NOTE 2.750% 5/0 | 156431AQ1 | 2,203,914 | 2,525,000 | PRN | SOLE | 2,525,000 | 0 | 0 | ||
| CHART INDS INC | 6.75DP CNV PFD B | 16115Q407 | 7,081,337 | 127,408 | SH | DFND | 1 | 3,015 | 124,255 | 138 | |
| CHART INDS INC | 6.75DP CNV PFD B | 16115Q407 | 846,469 | 14,900 | SH | SOLE | 14,900 | 0 | 0 | ||
| CHART INDS INC | 6.75DP CNV PFD B | 16115Q407 | 238,216 | 4,286 | SH | OTR | 4 | 1,687 | 2,599 | 0 | |
| CHART INDS INC | 6.75DP CNV PFD B | 16115Q407 | 19,122,246 | 336,600 | SH | OTR | 1 | 0 | 336,600 | 0 | |
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 6,767,175 | 7,846,000 | PRN | DFND | 1 | 191,000 | 7,646,000 | 9,000 | |
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 733,038 | 845,000 | PRN | SOLE | 845,000 | 0 | 0 | ||
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 225,975 | 262,000 | PRN | OTR | 4 | 102,000 | 160,000 | 0 | |
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 16,218,780 | 18,696,000 | PRN | OTR | 1 | 0 | 18,696,000 | 0 | |
| CHEFS WHSE INC | NOTE 1.875%12/0 | 163086AB7 | 26,393 | 27,000 | PRN | SOLE | 27,000 | 0 | 0 | ||
| CHEFS WHSE INC | NOTE 2.375%12/1 | 163086AE1 | 1,177,504 | 1,234,000 | PRN | SOLE | 1,234,000 | 0 | 0 | ||
| CHEFS WHSE INC | NOTE 2.375%12/1 | 163086AE1 | 22,229,439 | 23,296,000 | PRN | OTR | 1 | 0 | 23,296,000 | 0 | |
| CHEGG INC | NOTE 9/0 | 163092AF6 | 37,575 | 45,000 | PRN | SOLE | 45,000 | 0 | 0 | ||
| CHORD ENERGY CORPORATION | COM NEW | 674215207 | 108,382 | 652 | SH | SOLE | 652 | 0 | 0 | ||
| CHORD ENERGY CORPORATION | COM NEW | 674215207 | 15,807,808 | 95,096 | SH | OTR | 1 | 0 | 95,096 | 0 | |
| CONMED CORP | NOTE 2.250% 6/1 | 207410AH4 | 47,410,693 | 47,203,000 | PRN | OTR | 1 | 0 | 47,203,000 | 0 | |
| CONMED CORP | NOTE 2.250% 6/1 | 207410AH4 | 6,575,053 | 6,579,000 | PRN | DFND | 1 | 159,000 | 6,413,000 | 7,000 | |
| CONMED CORP | NOTE 2.250% 6/1 | 207410AH4 | 2,467,811 | 2,457,000 | PRN | SOLE | 2,457,000 | 0 | 0 | ||
| CONMED CORP | NOTE 2.250% 6/1 | 207410AH4 | 216,870 | 217,000 | PRN | OTR | 4 | 82,000 | 135,000 | 0 | |
| DANAHER CORPORATION | COM | 235851102 | 34,751,201 | 150,217 | SH | OTR | 1 | 0 | 150,217 | 0 | |
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 1,619,556 | 1,156,000 | PRN | SOLE | 1,156,000 | 0 | 0 | ||
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 27,745,404 | 19,804,000 | PRN | OTR | 1 | 0 | 19,804,000 | 0 | |
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 7,326,208 | 5,248,000 | PRN | DFND | 1 | 127,000 | 5,116,000 | 5,000 | |
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 245,696 | 176,000 | PRN | OTR | 4 | 67,000 | 109,000 | 0 | |
| DEXCOM INC | NOTE 0.250%11/1 | 252131AK3 | 34,949,533 | 33,317,000 | PRN | OTR | 1 | 0 | 33,317,000 | 0 | |
| DEXCOM INC | NOTE 0.250%11/1 | 252131AK3 | 2,210,243 | 2,107,000 | PRN | SOLE | 2,107,000 | 0 | 0 | ||
| DEXCOM INC | NOTE 0.250%11/1 | 252131AK3 | 226,548 | 217,000 | PRN | OTR | 4 | 84,000 | 133,000 | 0 | |
| DEXCOM INC | NOTE 0.250%11/1 | 252131AK3 | 6,593,904 | 6,316,000 | PRN | DFND | 1 | 154,000 | 6,156,000 | 6,000 | |
| DISH NETWORK CORPORATION | NOTE 2.375% 3/1 | 25470MAD1 | 24,804,000 | 24,960,000 | PRN | SOLE | 24,960,000 | 0 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 2.375% 3/1 | 25470MAD1 | 63,817,631 | 64,219,000 | PRN | OTR | 1 | 0 | 64,219,000 | 0 | |
| DISH NETWORK CORPORATION | NOTE 2.375% 3/1 | 25470MAD1 | 173,906 | 175,000 | PRN | OTR | 5 | 0 | 175,000 | 0 | |
| DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 9,450,775 | 17,665,000 | PRN | SOLE | 17,665,000 | 0 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 19,607,750 | 36,650,000 | PRN | OTR | 1 | 0 | 36,650,000 | 0 | |
| DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 53,500 | 100,000 | PRN | OTR | 5 | 0 | 100,000 | 0 | |
| DROPBOX INC | NOTE 3/0 | 26210CAC8 | 7,051,428 | 7,188,000 | PRN | DFND | 1 | 170,000 | 7,010,000 | 8,000 | |
| DROPBOX INC | NOTE 3/0 | 26210CAD6 | 23,358,864 | 23,099,000 | PRN | OTR | 1 | 0 | 23,099,000 | 0 | |
| DROPBOX INC | NOTE 3/0 | 26210CAC8 | 239,364 | 244,000 | PRN | OTR | 4 | 97,000 | 147,000 | 0 | |
| DROPBOX INC | NOTE 3/0 | 26210CAD6 | 1,748,451 | 1,729,000 | PRN | SOLE | 1,729,000 | 0 | 0 | ||
| DWS MUN INCOME TR NEW | COM | 233368109 | 1,164,608 | 131,002 | SH | OTR | 1 | 0 | 131,002 | 0 | |
| DWS MUN INCOME TR NEW | COM | 233368109 | 400,174 | 45,014 | SH | SOLE | 45,014 | 0 | 0 | ||
| EATON VANCE NEW YORK MUN BD | COM | 27827Y109 | 3,993,508 | 413,835 | SH | SOLE | 413,835 | 0 | 0 | ||
| EATON VANCE NEW YORK MUN BD | COM | 27827Y109 | 121,937 | 12,636 | SH | OTR | 1 | 0 | 12,636 | 0 | |
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAH0 | 5,609,938 | 6,158,000 | PRN | DFND | 1 | 151,000 | 6,000,000 | 7,000 | |
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAH0 | 1,010,348 | 1,103,000 | PRN | SOLE | 1,103,000 | 0 | 0 | ||
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAH0 | 29,751,680 | 32,480,000 | PRN | OTR | 1 | 0 | 32,480,000 | 0 | |
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAH0 | 174,912 | 192,000 | PRN | OTR | 4 | 84,000 | 108,000 | 0 | |
| ENVESTNET INC | NOTE 2.625%12/0 | 29404KAG1 | 28,921,701 | 29,177,000 | PRN | OTR | 1 | 0 | 29,177,000 | 0 | |
| ENVESTNET INC | NOTE 2.625%12/0 | 29404KAG1 | 1,583,026 | 1,597,000 | PRN | SOLE | 1,597,000 | 0 | 0 | ||
| EQT CORP | NOTE 1.750% 5/0 | 26884LAK5 | 37,723,589 | 14,185,000 | PRN | OTR | 1 | 0 | 14,185,000 | 0 | |
| EQT CORP | NOTE 1.750% 5/0 | 26884LAK5 | 2,029,122 | 763,000 | PRN | SOLE | 763,000 | 0 | 0 | ||
| ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 | 150,584 | 131,000 | PRN | OTR | 4 | 50,000 | 81,000 | 0 | |
| ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 | 33,481 | 29,000 | PRN | SOLE | 29,000 | 0 | 0 | ||
| ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 | 4,266,944 | 3,712,000 | PRN | DFND | 1 | 92,000 | 3,616,000 | 4,000 | |
| ETSY INC | NOTE 0.250% 6/1 | 29786AAN6 | 1,745,939 | 2,174,000 | PRN | SOLE | 2,174,000 | 0 | 0 | ||
| ETSY INC | NOTE 0.250% 6/1 | 29786AAN6 | 41,533,923 | 51,717,000 | PRN | OTR | 1 | 0 | 51,717,000 | 0 | |
| EURONET WORLDWIDE INC | NOTE 0.750% 3/1 | 298736AL3 | 784,350 | 830,000 | PRN | SOLE | 830,000 | 0 | 0 | ||
| EURONET WORLDWIDE INC | NOTE 0.750% 3/1 | 298736AL3 | 22,287,825 | 23,585,000 | PRN | OTR | 1 | 0 | 23,585,000 | 0 | |
| EVERBRIDGE INC | NOTE 0.125%12/1 | 29978AAC8 | 15,853 | 17,000 | PRN | SOLE | 17,000 | 0 | 0 | ||
| EVERBRIDGE INC | NOTE 0.125%12/1 | 29978AAC8 | 78,838 | 85,000 | PRN | OTR | 4 | 34,000 | 51,000 | 0 | |
| EVERBRIDGE INC | NOTE 0.125%12/1 | 29978AAC8 | 2,345,648 | 2,529,000 | PRN | DFND | 1 | 62,000 | 2,464,000 | 3,000 | |
| EXACT SCIENCES CORP | NOTE 0.375% 3/0 | 30063PAC9 | 164,560 | 176,000 | PRN | OTR | 4 | 68,000 | 108,000 | 0 | |
| EXACT SCIENCES CORP | NOTE 0.375% 3/0 | 30063PAC9 | 4,825,535 | 5,161,000 | PRN | DFND | 1 | 122,000 | 5,035,000 | 4,000 | |
| EXACT SCIENCES CORP | NOTE 0.375% 3/0 | 30063PAC9 | 62,793,880 | 66,802,000 | PRN | OTR | 1 | 0 | 66,802,000 | 0 | |
| EXACT SCIENCES CORP | NOTE 0.375% 3/0 | 30063PAC9 | 3,186,600 | 3,390,000 | PRN | SOLE | 3,390,000 | 0 | 0 | ||
| EXPEDIA GROUP INC | NOTE 2/1 | 30212PBE4 | 5,303,790 | 5,580,000 | PRN | OTR | 1 | 0 | 5,580,000 | 0 | |
| EXPEDIA GROUP INC | NOTE 2/1 | 30212PBE4 | 240,477 | 253,000 | PRN | SOLE | 253,000 | 0 | 0 | ||
| FORD MTR CO DEL | NOTE 3/1 | 345370CZ1 | 211,935 | 213,000 | PRN | OTR | 4 | 84,000 | 129,000 | 0 | |
| FORD MTR CO DEL | NOTE 3/1 | 345370CZ1 | 60,681,000 | 60,681,000 | PRN | OTR | 1 | 0 | 60,681,000 | 0 | |
| FORD MTR CO DEL | NOTE 3/1 | 345370CZ1 | 2,880,000 | 2,880,000 | PRN | SOLE | 2,880,000 | 0 | 0 | ||
| FORD MTR CO DEL | NOTE 3/1 | 345370CZ1 | 6,147,110 | 6,178,000 | PRN | DFND | 1 | 150,000 | 6,021,000 | 7,000 | |
| FORUM ENERGY TECHNOLOGIES IN | COM | 34984V209 | 17,268,989 | 778,935 | SH | OTR | 1 | 0 | 778,935 | 0 | |
| FORUM ENERGY TECHNOLOGIES IN | COM | 34984V209 | 49,373 | 2,227 | SH | OTR | 5 | 0 | 2,227 | 0 | |
| FORUM ENERGY TECHNOLOGIES IN | COM | 34984V209 | 4,426,817 | 199,676 | SH | SOLE | 199,676 | 0 | 0 | ||
| FORUM ENERGY TECHNOLOGIES IN | NOTE 9.000% 8/0 | 34984VAC4 | 11,391,434 | 11,655,132 | PRN | SOLE | 11,655,132 | 0 | 0 | ||
| FORUM ENERGY TECHNOLOGIES IN | NOTE 9.000% 8/0 | 34984VAC4 | 22,528,948 | 23,050,466 | PRN | OTR | 1 | 0 | 23,050,466 | 0 | |
| FORUM ENERGY TECHNOLOGIES IN | NOTE 9.000% 8/0 | 34984VAC4 | 64,274 | 65,762 | PRN | OTR | 5 | 0 | 65,762 | 0 | |
| GREENBRIER COS INC | NOTE 2.875% 4/1 | 393657AM3 | 18,204,518 | 18,463,000 | PRN | OTR | 1 | 0 | 18,463,000 | 0 | |
| GREENBRIER COS INC | NOTE 2.875% 4/1 | 393657AM3 | 775,982 | 787,000 | PRN | SOLE | 787,000 | 0 | 0 | ||
| GULFPORT ENERGY CORP | COMMON SHARES | 402635502 | 26,139,168 | 196,240 | SH | SOLE | 196,240 | 0 | 0 | ||
| GULFPORT ENERGY CORP | COMMON SHARES | 402635502 | 115,492,126 | 867,058 | SH | OTR | 1 | 0 | 867,058 | 0 | |
| GULFPORT ENERGY CORP | COMMON SHARES | 402635502 | 408,258 | 3,065 | SH | OTR | 5 | 0 | 3,065 | 0 | |
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 1,551,930 | 1,734,000 | PRN | SOLE | 1,734,000 | 0 | 0 | ||
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 16,629,100 | 18,580,000 | PRN | OTR | 1 | 0 | 18,580,000 | 0 | |
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 229,620 | 258,000 | PRN | OTR | 4 | 101,000 | 157,000 | 0 | |
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 6,893,940 | 7,746,000 | PRN | DFND | 1 | 185,000 | 7,553,000 | 8,000 | |
| HALOZYME THERAPEUTICS INC | NOTE 1.000% 8/1 | 40637HAF6 | 182,520 | 197,000 | PRN | OTR | 4 | 85,000 | 112,000 | 0 | |
| HALOZYME THERAPEUTICS INC | NOTE 1.000% 8/1 | 40637HAF6 | 1,758,672 | 1,888,000 | PRN | SOLE | 1,888,000 | 0 | 0 | ||
| HALOZYME THERAPEUTICS INC | NOTE 1.000% 8/1 | 40637HAF6 | 34,118,982 | 36,628,000 | PRN | OTR | 1 | 0 | 36,628,000 | 0 | |
| HALOZYME THERAPEUTICS INC | NOTE 1.000% 8/1 | 40637HAF6 | 6,125,091 | 6,611,000 | PRN | DFND | 1 | 160,000 | 6,443,000 | 8,000 | |
| HELIX ENERGY SOLUTIONS GRP I | NOTE 6.750% 2/1 | 42330PAK3 | 334,360 | 208,000 | PRN | OTR | 4 | 81,000 | 127,000 | 0 | |
| HELIX ENERGY SOLUTIONS GRP I | NOTE 6.750% 2/1 | 42330PAK3 | 10,162,615 | 6,322,000 | PRN | DFND | 1 | 152,000 | 6,164,000 | 6,000 | |
| IMPINJ INC | NOTE 1.125% 5/1 | 453204AD1 | 508,617 | 465,000 | PRN | SOLE | 465,000 | 0 | 0 | ||
| IMPINJ INC | NOTE 1.125% 5/1 | 453204AD1 | 10,429,383 | 9,535,000 | PRN | OTR | 1 | 0 | 9,535,000 | 0 | |
| INFINERA CORP | NOTE 2.500% 3/0 | 45667GAE3 | 10,591,391 | 11,540,000 | PRN | OTR | 1 | 0 | 11,540,000 | 0 | |
| INFINERA CORP | NOTE 2.500% 3/0 | 45667GAE3 | 311,134 | 339,000 | PRN | SOLE | 339,000 | 0 | 0 | ||
| INTEGRA LIFESCIENCES HLDGS C | NOTE 0.500% 8/1 | 457985AM1 | 16,520,944 | 17,501,000 | PRN | OTR | 1 | 0 | 17,501,000 | 0 | |
| INTEGRA LIFESCIENCES HLDGS C | NOTE 0.500% 8/1 | 457985AM1 | 1,402,784 | 1,486,000 | PRN | SOLE | 1,486,000 | 0 | 0 | ||
| INTEGRA LIFESCIENCES HLDGS C | NOTE 0.500% 8/1 | 457985AM1 | 5,917,578 | 6,302,000 | PRN | DFND | 1 | 153,000 | 6,142,000 | 7,000 | |
| INTEGRA LIFESCIENCES HLDGS C | NOTE 0.500% 8/1 | 457985AM1 | 201,885 | 215,000 | PRN | OTR | 4 | 84,000 | 131,000 | 0 | |
| INTERDIGITAL INC | NOTE 2.000% 6/0 | 45867GAB7 | 9,926,800 | 7,360,000 | PRN | OTR | 1 | 0 | 7,360,000 | 0 | |
| INTERDIGITAL INC | NOTE 2.000% 6/0 | 45867GAB7 | 451,831 | 335,000 | PRN | SOLE | 335,000 | 0 | 0 | ||
| INVESCO PA VALUE MUN INC TR | COM | 46132K109 | 417,760 | 41,776 | SH | SOLE | 41,776 | 0 | 0 | ||
| INVESCO PA VALUE MUN INC TR | COM | 46132K109 | 186,990 | 18,699 | SH | OTR | 1 | 0 | 18,699 | 0 | |
| IONIS PHARMACEUTICALS INC | NOTE 4/0 | 462222AD2 | 1,518,909 | 1,437,000 | PRN | SOLE | 1,437,000 | 0 | 0 | ||
| IONIS PHARMACEUTICALS INC | NOTE 4/0 | 462222AD2 | 3,632,556 | 3,453,000 | PRN | DFND | 1 | 80,000 | 3,369,000 | 4,000 | |
| IONIS PHARMACEUTICALS INC | NOTE 4/0 | 462222AD2 | 123,084 | 117,000 | PRN | OTR | 4 | 49,000 | 68,000 | 0 | |
| IONIS PHARMACEUTICALS INC | NOTE 4/0 | 462222AD2 | 26,449,311 | 25,023,000 | PRN | OTR | 1 | 0 | 25,023,000 | 0 | |
| ISHARES GOLD TR | ISHARES NEW | 464285204 | 36,278,385 | 929,500 | SH | OTR | 1 | 0 | 929,500 | 0 | |
| KOSMOS ENERGY LTD | COM | 500688106 | 10,089,532 | 1,503,656 | SH | OTR | 1 | 0 | 1,503,656 | 0 | |
| LANTHEUS HLDGS INC | NOTE 2.625%12/1 | 516544AB9 | 206,190 | 184,000 | PRN | OTR | 4 | 71,000 | 113,000 | 0 | |
| LANTHEUS HLDGS INC | NOTE 2.625%12/1 | 516544AB9 | 55,288,346 | 49,119,000 | PRN | OTR | 1 | 0 | 49,119,000 | 0 | |
| LANTHEUS HLDGS INC | NOTE 2.625%12/1 | 516544AB9 | 5,992,969 | 5,348,000 | PRN | DFND | 1 | 131,000 | 5,212,000 | 5,000 | |
| LANTHEUS HLDGS INC | NOTE 2.625%12/1 | 516544AB9 | 2,830,884 | 2,515,000 | PRN | SOLE | 2,515,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP DEL | NOTE 2.250% 8/1 | 531229AQ5 | 28,566,377 | 28,022,000 | PRN | OTR | 1 | 0 | 28,022,000 | 0 | |
| LIBERTY MEDIA CORP DEL | NOTE 2.250% 8/1 | 531229AQ5 | 1,612,733 | 1,582,000 | PRN | SOLE | 1,582,000 | 0 | 0 | ||
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 2,363,648 | 2,638,000 | PRN | SOLE | 2,638,000 | 0 | 0 | ||
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 46,614,400 | 52,025,000 | PRN | OTR | 1 | 0 | 52,025,000 | 0 | |
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 5,510,835 | 6,185,000 | PRN | DFND | 1 | 150,000 | 6,028,000 | 7,000 | |
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 190,674 | 214,000 | PRN | OTR | 4 | 85,000 | 129,000 | 0 | |
| MARRIOTT VACATIONS WORLDWIDE | NOTE 1/1 | 57164YAD9 | 420,308 | 476,000 | PRN | SOLE | 476,000 | 0 | 0 | ||
| MARRIOTT VACATIONS WORLDWIDE | NOTE 1/1 | 57164YAD9 | 5,448,110 | 6,170,000 | PRN | OTR | 1 | 0 | 6,170,000 | 0 | |
| MFS MUN INCOME TR | SH BEN INT | 552738106 | 1,722,411 | 333,155 | SH | SOLE | 333,155 | 0 | 0 | ||
| MGP INGREDIENTS INC NEW | NOTE 1.875%11/1 | 55303JAB2 | 5,583,845 | 4,793,000 | PRN | DFND | 1 | 118,000 | 4,670,000 | 5,000 | |
| MGP INGREDIENTS INC NEW | NOTE 1.875%11/1 | 55303JAB2 | 2,523,690 | 2,157,000 | PRN | SOLE | 2,157,000 | 0 | 0 | ||
| MGP INGREDIENTS INC NEW | NOTE 1.875%11/1 | 55303JAB2 | 47,869,380 | 40,914,000 | PRN | OTR | 1 | 0 | 40,914,000 | 0 | |
| MGP INGREDIENTS INC NEW | NOTE 1.875%11/1 | 55303JAB2 | 196,885 | 169,000 | PRN | OTR | 4 | 68,000 | 101,000 | 0 | |
| MICROCHIP TECHNOLOGY INC. | NOTE 0.125%11/1 | 595017AU8 | 242,535 | 222,000 | PRN | OTR | 4 | 85,000 | 137,000 | 0 | |
| MICROCHIP TECHNOLOGY INC. | NOTE 0.125%11/1 | 595017AU8 | 75,050,343 | 68,383,000 | PRN | OTR | 1 | 0 | 68,383,000 | 0 | |
| MICROCHIP TECHNOLOGY INC. | NOTE 0.125%11/1 | 595017AU8 | 3,456,028 | 3,149,000 | PRN | SOLE | 3,149,000 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC. | NOTE 0.125%11/1 | 595017AU8 | 7,185,373 | 6,577,000 | PRN | DFND | 1 | 163,000 | 6,406,000 | 8,000 | |
| MONGODB INC | NOTE 0.250% 1/1 | 60937PAD8 | 28,919,431 | 14,615,000 | PRN | OTR | 1 | 0 | 14,615,000 | 0 | |
| MONGODB INC | NOTE 0.250% 1/1 | 60937PAD8 | 1,547,383 | 782,000 | PRN | SOLE | 782,000 | 0 | 0 | ||
| NCL CORP LTD | NOTE 5.375% 8/0 | 62886HAX9 | 990,472 | 769,000 | PRN | SOLE | 769,000 | 0 | 0 | ||
| NCL CORP LTD | NOTE 5.375% 8/0 | 62886HAX9 | 20,288,576 | 15,752,000 | PRN | OTR | 1 | 0 | 15,752,000 | 0 | |
| NCL CORP LTD | NOTE 5.375% 8/0 | 62886HAX9 | 223,242 | 174,000 | PRN | OTR | 4 | 66,000 | 108,000 | 0 | |
| NCL CORP LTD | NOTE 5.375% 8/0 | 62886HAX9 | 6,540,734 | 5,098,000 | PRN | DFND | 1 | 125,000 | 4,968,000 | 5,000 | |
| NCL CORP LTD | NOTE 6.000% 5/1 | 62886HAT8 | 6,950,787 | 4,605,000 | PRN | OTR | 1 | 0 | 4,605,000 | 0 | |
| NCL CORP LTD | NOTE 6.000% 5/1 | 62886HAT8 | 179,619 | 119,000 | PRN | SOLE | 119,000 | 0 | 0 | ||
| NEXTERA ENERGY INC | UNIT 09/01/2025 | 65339F713 | 295,506 | 7,752 | SH | OTR | 4 | 3,410 | 4,342 | 0 | |
| NEXTERA ENERGY INC | UNIT 09/01/2025 | 65339F713 | 9,528,513 | 249,961 | SH | DFND | 1 | 6,198 | 243,481 | 282 | |
| NEXTERA ENERGY INC | UNIT 09/01/2025 | 65339F713 | 2,708,567 | 70,840 | SH | SOLE | 70,840 | 0 | 0 | ||
| NEXTERA ENERGY INC | UNIT 09/01/2025 | 65339F713 | 35,558,550 | 930,000 | SH | OTR | 1 | 0 | 930,000 | 0 | |
| NICE LTD | NOTE 9/1 | 653656AB4 | 89,629,848 | 94,248,000 | PRN | OTR | 1 | 0 | 94,248,000 | 0 | |
| NICE LTD | NOTE 9/1 | 653656AB4 | 4,180,596 | 4,396,000 | PRN | SOLE | 4,396,000 | 0 | 0 | ||
| NICE LTD | NOTE 9/1 | 653656AB4 | 9,194,174 | 9,719,000 | PRN | DFND | 1 | 233,000 | 9,475,000 | 11,000 | |
| NICE LTD | NOTE 9/1 | 653656AB4 | 315,964 | 334,000 | PRN | OTR | 4 | 131,000 | 203,000 | 0 | |
| NINE ENERGY SERVICE INC | COM | 65441V101 | 505,242 | 188,523 | SH | OTR | 1 | 0 | 188,523 | 0 | |
| NINE ENERGY SERVICE INC | COM | 65441V101 | 1,624 | 606 | SH | OTR | 5 | 0 | 606 | 0 | |
| NINE ENERGY SERVICE INC | COM | 65441V101 | 97,665 | 36,442 | SH | SOLE | 36,442 | 0 | 0 | ||
| NORTHERN OIL & GAS INC | NOTE 3.625% 4/1 | 665531AJ8 | 15,661,952 | 13,228,000 | PRN | OTR | 1 | 0 | 13,228,000 | 0 | |
| NORTHERN OIL & GAS INC | NOTE 3.625% 4/1 | 665531AJ8 | 187,461 | 159,000 | PRN | OTR | 4 | 68,000 | 91,000 | 0 | |
| NORTHERN OIL & GAS INC | NOTE 3.625% 4/1 | 665531AJ8 | 600,288 | 507,000 | PRN | SOLE | 507,000 | 0 | 0 | ||
| NORTHERN OIL & GAS INC | NOTE 3.625% 4/1 | 665531AJ8 | 6,152,022 | 5,218,000 | PRN | DFND | 1 | 126,000 | 5,087,000 | 5,000 | |
| NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 4,060,920 | 3,148,000 | PRN | SOLE | 3,148,000 | 0 | 0 | ||
| NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 264,710 | 206,000 | PRN | OTR | 4 | 81,000 | 125,000 | 0 | |
| NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 68,635,740 | 53,206,000 | PRN | OTR | 1 | 0 | 53,206,000 | 0 | |
| NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 8,022,255 | 6,243,000 | PRN | DFND | 1 | 148,000 | 6,088,000 | 7,000 | |
| NUVASIVE INC | NOTE 0.375% 3/1 | 670704AJ4 | 986,153 | 1,069,000 | PRN | SOLE | 1,069,000 | 0 | 0 | ||
| NUVASIVE INC | NOTE 0.375% 3/1 | 670704AJ4 | 19,412,168 | 21,043,000 | PRN | OTR | 1 | 0 | 21,043,000 | 0 | |
| NUVASIVE INC | NOTE 0.375% 3/1 | 670704AJ4 | 6,037,040 | 6,562,000 | PRN | DFND | 1 | 153,000 | 6,403,000 | 6,000 | |
| NUVASIVE INC | NOTE 0.375% 3/1 | 670704AJ4 | 202,400 | 220,000 | PRN | OTR | 4 | 85,000 | 135,000 | 0 | |
| NUVEEN AMT FREE MUN CR INC F | COM | 67071L106 | 256,281 | 21,682 | SH | SOLE | 21,682 | 0 | 0 | ||
| NUVEEN AMT FREE MUN CR INC F | COM | 67071L106 | 323,206 | 27,344 | SH | OTR | 1 | 0 | 27,344 | 0 | |
| NUVEEN AMT FREE QLTY MUN INC | COM | 670657105 | 10,233,520 | 930,320 | SH | SOLE | 930,320 | 0 | 0 | ||
| NUVEEN MUNICIPAL CREDIT INC | COM SH BEN INT | 67070X101 | 483,012 | 40,864 | SH | SOLE | 40,864 | 0 | 0 | ||
| NUVEEN MUNICIPAL CREDIT INC | COM SH BEN INT | 67070X101 | 631,141 | 53,396 | SH | OTR | 1 | 0 | 53,396 | 0 | |
| NUVEEN NEW YORK AMT QLT MUNI | COM | 670656107 | 1,803,442 | 171,267 | SH | OTR | 1 | 0 | 171,267 | 0 | |
| NUVEEN NEW YORK AMT QLT MUNI | COM | 670656107 | 4,111,870 | 390,491 | SH | SOLE | 390,491 | 0 | 0 | ||
| NUVEEN PENNSYLVANIA QLT MUN | COM | 670972108 | 2,701,730 | 233,310 | SH | SOLE | 233,310 | 0 | 0 | ||
| OIL STS INTL INC | NOTE 4.750% 4/0 | 678026AK1 | 52,197,769 | 52,130,000 | PRN | OTR | 1 | 0 | 52,130,000 | 0 | |
| OIL STS INTL INC | NOTE 4.750% 4/0 | 678026AK1 | 2,830,675 | 2,827,000 | PRN | SOLE | 2,827,000 | 0 | 0 | ||
| OKTA INC | NOTE 0.125% 9/0 | 679295AD7 | 11,851,028 | 12,805,000 | PRN | OTR | 1 | 0 | 12,805,000 | 0 | |
| OKTA INC | NOTE 0.125% 9/0 | 679295AD7 | 965,297 | 1,043,000 | PRN | SOLE | 1,043,000 | 0 | 0 | ||
| OMNICELL COM | NOTE 0.250% 9/1 | 68213NAD1 | 624,109 | 677,000 | PRN | SOLE | 677,000 | 0 | 0 | ||
| OMNICELL COM | NOTE 0.250% 9/1 | 68213NAD1 | 17,895,438 | 19,412,000 | PRN | OTR | 1 | 0 | 19,412,000 | 0 | |
| PACIRA BIOSCIENCES INC | NOTE 0.750% 8/0 | 695127AF7 | 1,539,539 | 1,661,000 | PRN | SOLE | 1,661,000 | 0 | 0 | ||
| PACIRA BIOSCIENCES INC | NOTE 0.750% 8/0 | 695127AF7 | 31,468,333 | 33,951,000 | PRN | OTR | 1 | 0 | 33,951,000 | 0 | |
| PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 11,997,187 | 4,049,000 | PRN | DFND | 1 | 100,000 | 3,944,000 | 5,000 | |
| PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 2,223,032 | 749,000 | PRN | SOLE | 749,000 | 0 | 0 | ||
| PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 62,788,040 | 21,155,000 | PRN | OTR | 1 | 0 | 21,155,000 | 0 | |
| PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 400,005 | 135,000 | PRN | OTR | 4 | 51,000 | 84,000 | 0 | |
| PARSONS CORP DEL | NOTE 0.250% 8/1 | 70202LAB8 | 10,793,525 | 7,519,000 | PRN | OTR | 1 | 0 | 7,519,000 | 0 | |
| PARSONS CORP DEL | NOTE 0.250% 8/1 | 70202LAB8 | 775,170 | 540,000 | PRN | SOLE | 540,000 | 0 | 0 | ||
| PATRICK INDS INC | NOTE 1.750%12/0 | 703343AG8 | 1,932,300 | 1,695,000 | PRN | SOLE | 1,695,000 | 0 | 0 | ||
| PATRICK INDS INC | NOTE 1.750%12/0 | 703343AG8 | 38,389,500 | 33,675,000 | PRN | OTR | 1 | 0 | 33,675,000 | 0 | |
| PATRICK INDS INC | NOTE 1.750%12/0 | 703343AG8 | 295,100 | 260,000 | PRN | OTR | 4 | 100,000 | 160,000 | 0 | |
| PATRICK INDS INC | NOTE 1.750%12/0 | 703343AG8 | 8,972,175 | 7,905,000 | PRN | DFND | 1 | 189,000 | 7,707,000 | 9,000 | |
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 5,625,030 | 6,316,000 | PRN | DFND | 1 | 152,000 | 6,157,000 | 7,000 | |
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 5,250,903 | 5,863,000 | PRN | OTR | 1 | 0 | 5,863,000 | 0 | |
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 191,479 | 215,000 | PRN | OTR | 4 | 84,000 | 131,000 | 0 | |
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 307,191 | 343,000 | PRN | SOLE | 343,000 | 0 | 0 | ||
| PERMIAN RESOURCES CORP | NOTE 3.250% 4/0 | 15136AAA0 | 1,691,656 | 727,000 | PRN | SOLE | 727,000 | 0 | 0 | ||
| PERMIAN RESOURCES CORP | NOTE 3.250% 4/0 | 15136AAA0 | 33,672,570 | 14,471,000 | PRN | OTR | 1 | 0 | 14,471,000 | 0 | |
| PIONEER MUNICIPAL HIGH INCOM | COM | 723762100 | 2,544,104 | 317,220 | SH | SOLE | 317,220 | 0 | 0 | ||
| PIONEER MUNICIPAL HIGH INCOM | COM | 723762100 | 1,607,200 | 200,399 | SH | OTR | 1 | 0 | 200,399 | 0 | |
| PIONEER MUNICIPAL HIGH INCOM | COM SHS | 723763108 | 1,380,222 | 159,933 | SH | SOLE | 159,933 | 0 | 0 | ||
| PIONEER MUNICIPAL HIGH INCOM | COM SHS | 723763108 | 1,734,233 | 200,954 | SH | OTR | 1 | 0 | 200,954 | 0 | |
| PIONEER NAT RES CO | NOTE 0.250% 5/1 | 723787AP2 | 398,520 | 164,000 | PRN | OTR | 4 | 67,000 | 97,000 | 0 | |
| PIONEER NAT RES CO | NOTE 0.250% 5/1 | 723787AP2 | 73,252,105 | 30,083,000 | PRN | OTR | 1 | 0 | 30,083,000 | 0 | |
| PIONEER NAT RES CO | NOTE 0.250% 5/1 | 723787AP2 | 11,355,390 | 4,673,000 | PRN | DFND | 1 | 110,000 | 4,558,000 | 5,000 | |
| PIONEER NAT RES CO | NOTE 0.250% 5/1 | 723787AP2 | 4,100,540 | 1,684,000 | PRN | SOLE | 1,684,000 | 0 | 0 | ||
| POST HLDGS INC | NOTE 2.500% 8/1 | 737446AT1 | 6,570,271 | 6,502,000 | PRN | DFND | 1 | 155,000 | 6,340,000 | 7,000 | |
| POST HLDGS INC | NOTE 2.500% 8/1 | 737446AT1 | 30,962,595 | 30,490,000 | PRN | OTR | 1 | 0 | 30,490,000 | 0 | |
| POST HLDGS INC | NOTE 2.500% 8/1 | 737446AT1 | 216,247 | 214,000 | PRN | OTR | 4 | 83,000 | 131,000 | 0 | |
| POST HLDGS INC | NOTE 2.500% 8/1 | 737446AT1 | 1,366,863 | 1,346,000 | PRN | SOLE | 1,346,000 | 0 | 0 | ||
| Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 6,574,791 | 7,195,000 | PRN | OTR | 1 | 0 | 7,195,000 | 0 | |
| Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 356,382 | 390,000 | PRN | SOLE | 390,000 | 0 | 0 | ||
| RINGCENTRAL INC | NOTE 3/0 | 76680RAF4 | 130,900 | 140,000 | PRN | SOLE | 140,000 | 0 | 0 | ||
| ROYAL CARIBBEAN GROUP | NOTE 6.000% 8/1 | 780153BQ4 | 19,922,490 | 7,470,000 | PRN | OTR | 1 | 0 | 7,470,000 | 0 | |
| ROYAL CARIBBEAN GROUP | NOTE 6.000% 8/1 | 780153BQ4 | 1,026,795 | 385,000 | PRN | SOLE | 385,000 | 0 | 0 | ||
| SABRE GLBL INC | NOTE 4.000% 4/1 | 78573NAE2 | 2,978,626 | 3,020,000 | PRN | OTR | 1 | 0 | 3,020,000 | 0 | |
| SABRE GLBL INC | NOTE 4.000% 4/1 | 78573NAE2 | 138,082 | 140,000 | PRN | SOLE | 140,000 | 0 | 0 | ||
| SHIFT4 PMTS INC | NOTE 12/1 | 82452JAB5 | 201,911 | 182,000 | PRN | OTR | 4 | 82,000 | 100,000 | 0 | |
| SHIFT4 PMTS INC | NOTE 12/1 | 82452JAB5 | 6,446,723 | 5,811,000 | PRN | DFND | 1 | 141,000 | 5,663,000 | 7,000 | |
| SHIFT4 PMTS INC | NOTE 12/1 | 82452JAB5 | 33,019,672 | 29,630,000 | PRN | OTR | 1 | 0 | 29,630,000 | 0 | |
| SHIFT4 PMTS INC | NOTE 12/1 | 82452JAB5 | 1,592,478 | 1,429,000 | PRN | SOLE | 1,429,000 | 0 | 0 | ||
| SNAP INC | NOTE 0.125% 3/0 | 83304AAH9 | 19,614,401 | 24,923,000 | PRN | OTR | 1 | 0 | 24,923,000 | 0 | |
| SNAP INC | NOTE 0.125% 3/0 | 83304AAH9 | 696,495 | 885,000 | PRN | SOLE | 885,000 | 0 | 0 | ||
| SNAP INC | NOTE 5/0 | 83304AAF3 | 601,242 | 748,000 | PRN | SOLE | 748,000 | 0 | 0 | ||
| SNAP INC | NOTE 5/0 | 83304AAF3 | 16,536,577 | 20,573,000 | PRN | OTR | 1 | 0 | 20,573,000 | 0 | |
| SOLAREDGE TECHNOLOGIES INC | NOTE 9/1 | 83417MAD6 | 14,848,942 | 16,239,000 | PRN | OTR | 1 | 0 | 16,239,000 | 0 | |
| SOLAREDGE TECHNOLOGIES INC | NOTE 9/1 | 83417MAD6 | 533,095 | 583,000 | PRN | SOLE | 583,000 | 0 | 0 | ||
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 2,343,932 | 2,311,000 | PRN | SOLE | 2,311,000 | 0 | 0 | ||
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 57,377,137 | 56,571,000 | PRN | OTR | 1 | 0 | 56,571,000 | 0 | |
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 171,785 | 170,000 | PRN | OTR | 4 | 68,000 | 102,000 | 0 | |
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 4,930,230 | 4,879,000 | PRN | DFND | 1 | 121,000 | 4,753,000 | 5,000 | |
| SPDR GOLD TR | GOLD SHS | 78463V107 | 10,578,583 | 55,336 | SH | OTR | 1 | 0 | 55,336 | 0 | |
| SPDR SER TR | BBG CONV SEC ETF | 78464A359 | 146,464 | 2,030 | SH | OTR | 4 | 0 | 2,030 | 0 | |
| SPDR SER TR | BBG CONV SEC ETF | 78464A359 | 4,605,623 | 63,834 | SH | DFND | 1 | 5,593 | 58,241 | 0 | |
| SPLUNK INC | NOTE 1.125% 9/1 | 848637AD6 | 1,391,040 | 1,260,000 | PRN | SOLE | 1,260,000 | 0 | 0 | ||
| SPLUNK INC | NOTE 1.125% 9/1 | 848637AD6 | 143,195 | 130,000 | PRN | OTR | 4 | 49,000 | 81,000 | 0 | |
| SPLUNK INC | NOTE 1.125% 9/1 | 848637AD6 | 37,515,024 | 33,981,000 | PRN | OTR | 1 | 0 | 33,981,000 | 0 | |
| SPLUNK INC | NOTE 1.125% 9/1 | 848637AD6 | 4,276,023 | 3,882,000 | PRN | DFND | 1 | 92,000 | 3,786,000 | 4,000 | |
| SUMMIT HOTEL PPTYS | NOTE 1.500% 2/1 | 866082AA8 | 817,506 | 917,000 | PRN | SOLE | 917,000 | 0 | 0 | ||
| SUMMIT HOTEL PPTYS | NOTE 1.500% 2/1 | 866082AA8 | 23,004,266 | 25,804,000 | PRN | OTR | 1 | 0 | 25,804,000 | 0 | |
| TALOS ENERGY INC | COM | 87484T108 | 38,372,476 | 2,696,590 | SH | OTR | 1 | 0 | 2,696,590 | 0 | |
| TALOS ENERGY INC | COM | 87484T108 | 88,041 | 6,187 | SH | OTR | 5 | 0 | 6,187 | 0 | |
| TALOS ENERGY INC | COM | 87484T108 | 6,406,289 | 450,196 | SH | SOLE | 450,196 | 0 | 0 | ||
| TELADOC HEALTH INC | NOTE 1.250% 6/0 | 87918AAF2 | 1,063,393 | 1,286,000 | PRN | SOLE | 1,286,000 | 0 | 0 | ||
| TELADOC HEALTH INC | NOTE 1.250% 6/0 | 87918AAF2 | 181,640 | 221,000 | PRN | OTR | 4 | 84,000 | 137,000 | 0 | |
| TELADOC HEALTH INC | NOTE 1.250% 6/0 | 87918AAF2 | 5,291,392 | 6,438,000 | PRN | DFND | 1 | 158,000 | 6,274,000 | 6,000 | |
| TELADOC HEALTH INC | NOTE 1.250% 6/0 | 87918AAF2 | 20,106,074 | 24,315,000 | PRN | OTR | 1 | 0 | 24,315,000 | 0 | |
| UBER TECHNOLOGIES INC | NOTE 12/1 | 90353TAJ9 | 54,159 | 53,000 | PRN | SOLE | 53,000 | 0 | 0 | ||
| UBER TECHNOLOGIES INC | NOTE 12/1 | 90353TAJ9 | 222,692 | 219,000 | PRN | OTR | 4 | 85,000 | 134,000 | 0 | |
| UBER TECHNOLOGIES INC | NOTE 12/1 | 90353TAJ9 | 6,710,259 | 6,599,000 | PRN | DFND | 1 | 156,000 | 6,436,000 | 7,000 | |
| VAIL RESORTS INC | NOTE 1/0 | 91879QAN9 | 52,423,791 | 58,615,000 | PRN | OTR | 1 | 0 | 58,615,000 | 0 | |
| VAIL RESORTS INC | NOTE 1/0 | 91879QAN9 | 6,346,616 | 7,136,000 | PRN | DFND | 1 | 171,000 | 6,957,000 | 8,000 | |
| VAIL RESORTS INC | NOTE 1/0 | 91879QAN9 | 220,566 | 248,000 | PRN | OTR | 4 | 99,000 | 149,000 | 0 | |
| VAIL RESORTS INC | NOTE 1/0 | 91879QAN9 | 2,198,374 | 2,458,000 | PRN | SOLE | 2,458,000 | 0 | 0 | ||
| VIAVI SOLUTIONS INC | NOTE 1.000% 3/0 | 925550AB1 | 83,088 | 85,000 | PRN | OTR | 4 | 35,000 | 50,000 | 0 | |
| VIAVI SOLUTIONS INC | NOTE 1.000% 3/0 | 925550AB1 | 2,478,940 | 2,536,000 | PRN | DFND | 1 | 62,000 | 2,471,000 | 3,000 | |
| VIAVI SOLUTIONS INC | NOTE 1.000% 3/0 | 925550AB1 | 28,271,775 | 28,812,000 | PRN | OTR | 1 | 0 | 28,812,000 | 0 | |
| VIAVI SOLUTIONS INC | NOTE 1.000% 3/0 | 925550AB1 | 952,794 | 971,000 | PRN | SOLE | 971,000 | 0 | 0 | ||
| VISTRA CORP | COM | 92840M102 | 536,121 | 13,918 | SH | OTR | 2 | 0 | 13,918 | 0 | |
| WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 104,019 | 87 | SH | OTR | 4 | 34 | 53 | 0 | |
| WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 2,898,603 | 2,417 | SH | SOLE | 2,417 | 0 | 0 | ||
| WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 28,561,497 | 23,816 | SH | OTR | 1 | 0 | 23,816 | 0 | |
| WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 2,858,727 | 2,391 | SH | DFND | 1 | 12 | 2,376 | 3 | |
| WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 958102AP0 | 725,725 | 725,000 | PRN | SOLE | 725,000 | 0 | 0 | ||
| WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 958102AP0 | 4,638,634 | 4,634,000 | PRN | OTR | 1 | 0 | 4,634,000 | 0 | |
| WOLFSPEED INC | NOTE 0.250% 2/1 | 977852AB8 | 154,232 | 229,000 | PRN | OTR | 4 | 100,000 | 129,000 | 0 | |
| WOLFSPEED INC | NOTE 0.250% 2/1 | 977852AB8 | 12,689,307 | 18,702,000 | PRN | OTR | 1 | 0 | 18,702,000 | 0 | |
| WOLFSPEED INC | NOTE 0.250% 2/1 | 977852AB8 | 5,030,372 | 7,469,000 | PRN | DFND | 1 | 186,000 | 7,274,000 | 9,000 | |
| WOLFSPEED INC | NOTE 0.250% 2/1 | 977852AB8 | 835,912 | 1,232,000 | PRN | SOLE | 1,232,000 | 0 | 0 | ||
| WORKIVA INC | NOTE 1.125% 8/1 | 98139AAB1 | 165,360 | 120,000 | PRN | SOLE | 120,000 | 0 | 0 | ||
| ZIFF DAVIS INC | NOTE 1.750%11/0 | 48123VAE2 | 574,750 | 605,000 | PRN | SOLE | 605,000 | 0 | 0 | ||
| ZIFF DAVIS INC | NOTE 1.750%11/0 | 48123VAE2 | 8,079,750 | 8,505,000 | PRN | OTR | 1 | 0 | 8,505,000 | 0 | |
| ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 227,452 | 207,000 | PRN | OTR | 4 | 82,000 | 125,000 | 0 | |
| ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 2,027,681 | 1,837,000 | PRN | SOLE | 1,837,000 | 0 | 0 | ||
| ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 6,863,105 | 6,246,000 | PRN | DFND | 1 | 151,000 | 6,088,000 | 7,000 | |
| ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 37,339,346 | 33,828,000 | PRN | OTR | 1 | 0 | 33,828,000 | 0 | |
| ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 26,914,371 | 17,701,000 | PRN | OTR | 1 | 0 | 17,701,000 | 0 | |
| ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 9,188,476 | 6,063,000 | PRN | DFND | 1 | 145,000 | 5,911,000 | 7,000 | |
| ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 310,677 | 205,000 | PRN | OTR | 4 | 82,000 | 123,000 | 0 | |
| ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 2,288,353 | 1,505,000 | PRN | SOLE | 1,505,000 | 0 | 0 | ||