The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
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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 | FIGI | (to the nearest dollar) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
| ABRDN NATL MUN INCOME FD | SH BEN INT | 24610T108 | BBG001S76Y64 | 3,458,594 | 401,695 | SH | SOLE | 401,695 | 0 | 0 | ||
| AES CORP | UNIT 02/15/2024 | 00130H204 | 122,610 | 2,010 | SH | OTR | 4 | 611 | 1,399 | 0 | ||
| AES CORP | UNIT 02/15/2024 | 00130H204 | 4,352,777 | 71,357 | SH | DFND | 1 | 1,779 | 69,506 | 72 | ||
| AES CORP | UNIT 02/15/2024 | 00130H204 | 18,243,056 | 297,700 | SH | OTR | 1 | 0 | 297,700 | 0 | ||
| AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 4,960,556 | 4,206,000 | PRN | DFND | 1 | 103,000 | 4,099,000 | 4,000 | ||
| AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 140,349 | 119,000 | PRN | OTR | 4 | 35,000 | 84,000 | 0 | ||
| AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 266,490 | 225,000 | PRN | SOLE | 225,000 | 0 | 0 | |||
| AKAMAI TECHNOLOGIES INC | NOTE 0.375% 9/0 | 00971TAL5 | 36,445,409 | 34,826,000 | PRN | OTR | 1 | 0 | 34,826,000 | 0 | ||
| AKAMAI TECHNOLOGIES INC | NOTE 0.375% 9/0 | 00971TAL5 | 4,490,719 | 1,770,000 | PRN | SOLE | 1,770,000 | 0 | 0 | |||
| ALNYLAM PHARMACEUTICALS INC | NOTE 1.000% 9/1 | 02043QAB3 | 10,391,710 | 11,204,000 | PRN | OTR | 1 | 0 | 11,204,000 | 0 | ||
| ALNYLAM PHARMACEUTICALS INC | NOTE 1.000% 9/1 | 02043QAB3 | 11,108,668 | 11,977,000 | PRN | SOLE | 11,977,000 | 0 | 0 | |||
| AMERICAN AIRLINES GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 | 14,938,320 | 13,935,000 | PRN | OTR | 1 | 0 | 13,935,000 | 0 | ||
| APOLLO GLOBAL MGMT INC | SER A MAND CNV | 03769M304 | 27,475,000 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | |||
| APOLLO GLOBAL MGMT INC | SER A MAND CNV | 03769M304 | 26,060,038 | 474,250 | SH | OTR | 1 | 0 | 474,250 | 0 | ||
| APOLLO GLOBAL MGMT INC | SER A MAND CNV | 03769M304 | 6,874,221 | 124,759 | SH | DFND | 1 | 3,112 | 121,520 | 127 | ||
| APOLLO GLOBAL MGMT INC | SER A MAND CNV | 03769M304 | 192,299 | 3,490 | SH | OTR | 4 | 1,063 | 2,427 | 0 | ||
| ARES CAPITAL CORP | NOTE 4.625% 3/0 | 04010LAW3 | 101,938 | 100,000 | PRN | OTR | 5 | 0 | 100,000 | 0 | ||
| ARES CAPITAL CORP | NOTE 4.625% 3/0 | 04010LAW3 | 11,809,459 | 11,585,000 | PRN | OTR | 1 | 0 | 11,585,000 | 0 | ||
| ARES CAPITAL CORP | NOTE 4.625% 3/0 | 04010LAW3 | 1,412,447 | 1,185,000 | PRN | SOLE | 1,185,000 | 0 | 0 | |||
| ARRAY TECHNOLOGIES INC | NOTE 1.000%12/0 | 04271TAB6 | 6,700,737 | 5,883,000 | PRN | DFND | 1 | 148,000 | 5,730,000 | 5,000 | ||
| ARRAY TECHNOLOGIES INC | NOTE 1.000%12/0 | 04271TAB6 | 17,899,862 | 15,681,000 | PRN | OTR | 1 | 0 | 15,681,000 | 0 | ||
| ARRAY TECHNOLOGIES INC | NOTE 1.000%12/0 | 04271TAB6 | 1,164,689 | 1,089,000 | PRN | SOLE | 1,089,000 | 0 | 0 | |||
| ARRAY TECHNOLOGIES INC | NOTE 1.000%12/0 | 04271TAB6 | 184,518 | 162,000 | PRN | OTR | 4 | 48,000 | 114,000 | 0 | ||
| BANK AMERICA CORP | 7.25%CNV PFD L | 060505682 | 177,954 | 160 | SH | OTR | 4 | 47 | 113 | 0 | ||
| BANK AMERICA CORP | 7.25%CNV PFD L | 060505682 | 6,150,521 | 5,530 | SH | DFND | 1 | 136 | 5,389 | 5 | ||
| BANK AMERICA CORP | 7.25%CNV PFD L | 060505682 | 26,434,420 | 23,708 | SH | OTR | 1 | 0 | 23,708 | 0 | ||
| BANK AMERICA CORP | 7.25%CNV PFD L | 060505682 | 1,169,291 | 2,310 | SH | SOLE | 2,310 | 0 | 0 | |||
| BENTLEY SYS INC | NOTE 0.125% 1/1 | 08265TAB5 | 552,368 | 1,029,000 | PRN | SOLE | 1,029,000 | 0 | 0 | |||
| BENTLEY SYS INC | NOTE 0.125% 1/1 | 08265TAB5 | 6,804,550 | 7,015,000 | PRN | OTR | 1 | 0 | 7,015,000 | 0 | ||
| BILL HOLDINGS INC | NOTE 12/0 | 090043AB6 | 9,968,700 | 9,870,000 | PRN | OTR | 1 | 0 | 9,870,000 | 0 | ||
| BILL HOLDINGS INC | NOTE 12/0 | 090043AB6 | 191,115 | 585,000 | PRN | SOLE | 585,000 | 0 | 0 | |||
| BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 9,336,250 | 9,625,000 | PRN | DFND | 1 | 235,000 | 9,380,000 | 10,000 | ||
| BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 258,020 | 266,000 | PRN | OTR | 4 | 81,000 | 185,000 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | NOTE 1.250% 5/1 | 09061GAK7 | 2,680,002 | 3,763,000 | PRN | SOLE | 3,763,000 | 0 | 0 | |||
| BIOMARIN PHARMACEUTICAL INC | NOTE 1.250% 5/1 | 09061GAK7 | 122,459 | 123,000 | PRN | OTR | 7 | 0 | 123,000 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | NOTE 1.250% 5/1 | 09061GAK7 | 72,081,440 | 72,400,000 | PRN | OTR | 1 | 0 | 72,400,000 | 0 | ||
| BLACKLINE INC | NOTE 3/1 | 09239BAD1 | 415,800 | 480,000 | PRN | SOLE | 480,000 | 0 | 0 | |||
| BLACKROCK MUN TARGET TERM TR | COM SHS BEN IN | 09257P105 | BBG003BPM0W5 | 8,294,553 | 427,334 | SH | OTR | 1 | 0 | 427,334 | 0 | |
| BLACKROCK MUN TARGET TERM TR | COM SHS BEN IN | 09257P105 | BBG003BPM0W5 | 18,327,016 | 974,367 | SH | SOLE | 974,367 | 0 | 0 | ||
| BLACKROCK MUNIHLDGS NJ QLTY | COM | 09254X101 | BBG001S5PKX7 | 3,112,386 | 307,548 | SH | OTR | 1 | 0 | 307,548 | 0 | |
| BLACKROCK MUNIHLDGS NJ QLTY | COM | 09254X101 | BBG001S5PKX7 | 6,715,484 | 695,495 | SH | SOLE | 695,495 | 0 | 0 | ||
| BLACKROCK MUNIHLDGS NY QLTY | COM | 09255C106 | BBG001SB8M69 | 4,794,236 | 525,108 | SH | OTR | 1 | 0 | 525,108 | 0 | |
| BLACKROCK MUNIHLDGS NY QLTY | COM | 09255C106 | BBG001SB8M69 | 4,647,273 | 586,656 | SH | SOLE | 586,656 | 0 | 0 | ||
| BLACKROCK MUNIHOLDINGS FD IN | COM | 09253N104 | BBG001S66J14 | 4,880,522 | 492,132 | SH | SOLE | 492,132 | 0 | 0 | ||
| BLACKROCK MUNIHOLDINGS FD IN | COM | 09253N104 | BBG001S66J14 | 1,510,250 | 146,484 | SH | OTR | 1 | 0 | 146,484 | 0 | |
| BLACKROCK MUNIYIELD MICH QU | COM | 09254V105 | BBG001S75345 | 2,435,541 | 245,271 | SH | OTR | 1 | 0 | 245,271 | 0 | |
| BLACKROCK MUNIYIELD MICH QU | COM | 09254V105 | BBG001S75345 | 3,891,408 | 419,548 | SH | SOLE | 419,548 | 0 | 0 | ||
| BLACKROCK MUNIYIELD N Y QUAL | COM | 09255E102 | BBG001S6TRK0 | 4,816,252 | 543,595 | SH | OTR | 1 | 0 | 543,595 | 0 | |
| BLACKROCK MUNIYIELD QUALITY | COM | 09254G108 | BBG001S742F6 | 5,286,938 | 588,091 | SH | OTR | 1 | 0 | 588,091 | 0 | |
| BLACKROCK MUNIYIELD QUALITY | COM | 09254G108 | BBG001S742F6 | 3,002,721 | 404,002 | SH | SOLE | 404,002 | 0 | 0 | ||
| BLACKROCK MUNIYILD QULT FD I | COM | 09254F100 | BBG001S6Y4Q9 | 337,456 | 70,610 | SH | SOLE | 70,610 | 0 | 0 | ||
| BLACKROCK MUNIYILD QULT FD I | COM | 09254F100 | BBG001S6Y4Q9 | 2,938,332 | 287,227 | SH | OTR | 1 | 0 | 287,227 | 0 | |
| BLACKROCK N Y MUN INCOME TRU | SH BEN INT | 09248L106 | BBG001SFL1C4 | 311,389 | 39,587 | SH | SOLE | 39,587 | 0 | 0 | ||
| BLACKROCK N Y MUN INCOME TRU | SH BEN INT | 09248L106 | BBG001SFL1C4 | 358,513 | 39,397 | SH | OTR | 1 | 0 | 39,397 | 0 | |
| BLOCK INC | NOTE 0.125% 3/0 | 852234AF0 | 37,201,509 | 39,873,000 | PRN | OTR | 1 | 0 | 39,873,000 | 0 | ||
| BLOCK INC | NOTE 0.125% 3/0 | 852234AF0 | 3,387,200 | 3,650,000 | PRN | DFND | 1 | 89,000 | 3,557,000 | 4,000 | ||
| BLOCK INC | NOTE 0.125% 3/0 | 852234AF0 | 1,421,261 | 2,143,000 | PRN | SOLE | 2,143,000 | 0 | 0 | |||
| BLOCK INC | NOTE 0.125% 3/0 | 852234AF0 | 94,656 | 102,000 | PRN | OTR | 4 | 33,000 | 69,000 | 0 | ||
| BOOKING HOLDINGS INC | NOTE 0.750% 5/0 | 09857LAN8 | 35,175,000 | 21,000,000 | PRN | OTR | 1 | 0 | 21,000,000 | 0 | ||
| BOOKING HOLDINGS INC | NOTE 0.750% 5/0 | 09857LAN8 | 6,154,600 | 1,528,000 | PRN | SOLE | 1,528,000 | 0 | 0 | |||
| BRIDGEBIO PHARMA INC | NOTE 2.500% 3/1 | 10806XAB8 | 2,902,194 | 534,000 | PRN | SOLE | 534,000 | 0 | 0 | |||
| BRIDGEBIO PHARMA INC | NOTE 2.500% 3/1 | 10806XAB8 | 13,315,200 | 13,870,000 | PRN | OTR | 1 | 0 | 13,870,000 | 0 | ||
| BURLINGTON STORES INC | NOTE 2.250% 4/1 | 122017AB2 | 5,073,840 | 5,234,000 | PRN | DFND | 1 | 126,000 | 5,103,000 | 5,000 | ||
| BURLINGTON STORES INC | NOTE 2.250% 4/1 | 122017AB2 | 139,594 | 144,000 | PRN | OTR | 4 | 45,000 | 99,000 | 0 | ||
| CABLE ONE INC | NOTE 1.125% 3/1 | 12685JAG0 | 6,174,456 | 8,299,000 | PRN | DFND | 1 | 208,000 | 8,083,000 | 8,000 | ||
| CABLE ONE INC | NOTE 1.125% 3/1 | 12685JAG0 | 170,376 | 229,000 | PRN | OTR | 4 | 67,000 | 162,000 | 0 | ||
| CABLE ONE INC | NOTE 3/1 | 12685JAE5 | 4,032,700 | 4,900,000 | PRN | OTR | 1 | 0 | 4,900,000 | 0 | ||
| CABLE ONE INC | NOTE 3/1 | 12685JAE5 | 65,840 | 80,000 | PRN | OTR | 5 | 0 | 80,000 | 0 | ||
| CABLE ONE INC | NOTE 3/1 | 12685JAE5 | 5,738,800 | 6,970,000 | PRN | SOLE | 6,970,000 | 0 | 0 | |||
| CARNIVAL CORP | NOTE 5.750%10/0 | 143658BT8 | 28,491 | 19,000 | PRN | SOLE | 19,000 | 0 | 0 | |||
| CENTURY ALUM CO | NOTE 2.750% 5/0 | 156431AQ1 | 173,250 | 250,000 | PRN | SOLE | 250,000 | 0 | 0 | |||
| CENTURY ALUM CO | NOTE 2.750% 5/0 | 156431AQ1 | 34,650 | 50,000 | PRN | OTR | 5 | 0 | 50,000 | 0 | ||
| CHART INDS INC | 6.75DP CNV PFD B | 16115Q407 | 253,384 | 3,800 | SH | OTR | 4 | 1,163 | 2,637 | 0 | ||
| CHART INDS INC | 6.75DP CNV PFD B | 16115Q407 | 22,824,846 | 336,600 | SH | OTR | 1 | 0 | 336,600 | 0 | ||
| CHART INDS INC | 6.75DP CNV PFD B | 16115Q407 | 1,980,292 | 15,950 | SH | SOLE | 15,950 | 0 | 0 | |||
| CHART INDS INC | 6.75DP CNV PFD B | 16115Q407 | 9,041,141 | 135,590 | SH | DFND | 1 | 3,360 | 132,092 | 138 | ||
| CHART INDS INC | NOTE 1.000%11/1 | 16115QAE0 | 44,068,441 | 15,149,000 | PRN | OTR | 1 | 0 | 15,149,000 | 0 | ||
| CHART INDS INC | NOTE 1.000%11/1 | 16115QAE0 | 4,777,277 | 796,000 | PRN | SOLE | 796,000 | 0 | 0 | |||
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 193,343 | 234,000 | PRN | OTR | 4 | 72,000 | 162,000 | 0 | ||
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 15,541,050 | 18,696,000 | PRN | OTR | 1 | 0 | 18,696,000 | 0 | ||
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 649,919 | 1,063,000 | PRN | SOLE | 1,063,000 | 0 | 0 | |||
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 6,973,550 | 8,440,000 | PRN | DFND | 1 | 212,000 | 8,219,000 | 9,000 | ||
| CHEFS WHSE INC | NOTE 1.875%12/0 | 163086AB7 | 24,314 | 27,000 | PRN | SOLE | 27,000 | 0 | 0 | |||
| CHEGG INC | NOTE 9/0 | 163092AF6 | 35,438 | 45,000 | PRN | SOLE | 45,000 | 0 | 0 | |||
| CHORD ENERGY CORPORATION | COM NEW | 674215207 | BBG00Y7BLJF2 | 16,968,081 | 104,696 | SH | OTR | 1 | 0 | 104,696 | 0 | |
| CONMED CORP | NOTE 2.250% 6/1 | 207410AH4 | 45,173,271 | 47,203,000 | PRN | OTR | 1 | 0 | 47,203,000 | 0 | ||
| CONMED CORP | NOTE 2.250% 6/1 | 207410AH4 | 185,640 | 195,000 | PRN | OTR | 4 | 57,000 | 138,000 | 0 | ||
| CONMED CORP | NOTE 2.250% 6/1 | 207410AH4 | 6,716,360 | 7,055,000 | PRN | DFND | 1 | 177,000 | 6,871,000 | 7,000 | ||
| DANAHER CORPORATION | COM | 235851102 | BBG001S5QGT0 | 1,216,758 | 0 | SH | SOLE | 0 | 0 | 0 | ||
| DANAHER CORPORATION | COM | 235851102 | BBG001S5QGT0 | 37,268,838 | 150,217 | SH | OTR | 1 | 0 | 150,217 | 0 | |
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 6,595,070 | 5,620,000 | PRN | DFND | 1 | 141,000 | 5,474,000 | 5,000 | ||
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 23,339,014 | 19,804,000 | PRN | OTR | 1 | 0 | 19,804,000 | 0 | ||
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 183,066 | 156,000 | PRN | OTR | 4 | 46,000 | 110,000 | 0 | ||
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 77,430 | 1,200,000 | PRN | SOLE | 1,200,000 | 0 | 0 | |||
| DEXCOM INC | NOTE 0.250%11/1 | 252131AK3 | 6,487,228 | 6,883,000 | PRN | DFND | 1 | 171,000 | 6,706,000 | 6,000 | ||
| DEXCOM INC | NOTE 0.250%11/1 | 252131AK3 | 31,567,858 | 33,317,000 | PRN | OTR | 1 | 0 | 33,317,000 | 0 | ||
| DEXCOM INC | NOTE 0.250%11/1 | 252131AK3 | 182,845 | 194,000 | PRN | OTR | 4 | 58,000 | 136,000 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 2.375% 3/1 | 25470MAD1 | 61,891,061 | 64,219,000 | PRN | OTR | 1 | 0 | 64,219,000 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 2.375% 3/1 | 25470MAD1 | 168,656 | 175,000 | PRN | OTR | 5 | 0 | 175,000 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 2.375% 3/1 | 25470MAD1 | 28,804,258 | 24,960,000 | PRN | SOLE | 24,960,000 | 0 | 0 | |||
| DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 90,900 | 150,000 | PRN | OTR | 5 | 0 | 150,000 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 24,700,560 | 40,760,000 | PRN | OTR | 1 | 0 | 40,760,000 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 15,860,245 | 19,860,000 | PRN | SOLE | 19,860,000 | 0 | 0 | |||
| DROPBOX INC | NOTE 3/0 | 26210CAC8 | 201,588 | 214,000 | PRN | OTR | 4 | 65,000 | 149,000 | 0 | ||
| DROPBOX INC | NOTE 3/0 | 26210CAC8 | 7,174,272 | 7,616,000 | PRN | DFND | 1 | 188,000 | 7,420,000 | 8,000 | ||
| DROPBOX INC | NOTE 3/0 | 26210CAD6 | 1,484,640 | 1,790,000 | PRN | SOLE | 1,790,000 | 0 | 0 | |||
| DROPBOX INC | NOTE 3/0 | 26210CAD6 | 21,990,248 | 23,099,000 | PRN | OTR | 1 | 0 | 23,099,000 | 0 | ||
| DWS MUN INCOME TR | COM | 233368109 | BBG001S63VH3 | 1,008,715 | 131,002 | SH | OTR | 1 | 0 | 131,002 | 0 | |
| DWS MUN INCOME TR | COM | 233368109 | BBG001S63VH3 | 227,396 | 45,014 | SH | SOLE | 45,014 | 0 | 0 | ||
| EATON VANCE NEW YORK MUN BD | COM | 27827Y109 | BBG001SKX9S6 | 3,410,979 | 413,230 | SH | SOLE | 413,230 | 0 | 0 | ||
| EATON VANCE NEW YORK MUN BD | COM | 27827Y109 | BBG001SKX9S6 | 104,752 | 12,636 | SH | OTR | 1 | 0 | 12,636 | 0 | |
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAH0 | 28,663,600 | 32,480,000 | PRN | OTR | 1 | 0 | 32,480,000 | 0 | ||
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAH0 | 167,603 | 191,000 | PRN | OTR | 4 | 58,000 | 133,000 | 0 | ||
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAH0 | 5,975,775 | 6,810,000 | PRN | DFND | 1 | 169,000 | 6,634,000 | 7,000 | ||
| EQT CORP | NOTE 1.750% 5/0 | 26884LAK5 | 9,661,864 | 3,481,000 | PRN | DFND | 1 | 86,000 | 3,391,000 | 4,000 | ||
| EQT CORP | NOTE 1.750% 5/0 | 26884LAK5 | 274,784 | 99,000 | PRN | OTR | 4 | 31,000 | 68,000 | 0 | ||
| EQT CORP | NOTE 1.750% 5/0 | 26884LAK5 | 87,144,004 | 31,340,000 | PRN | OTR | 1 | 0 | 31,340,000 | 0 | ||
| EQT CORP | NOTE 1.750% 5/0 | 26884LAK5 | 3,422,373 | 1,658,000 | PRN | SOLE | 1,658,000 | 0 | 0 | |||
| ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 | 118,755 | 117,000 | PRN | OTR | 4 | 35,000 | 82,000 | 0 | ||
| ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 | 29,580 | 29,000 | PRN | SOLE | 29,000 | 0 | 0 | |||
| ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 | 4,164,545 | 4,103,000 | PRN | DFND | 1 | 103,000 | 3,996,000 | 4,000 | ||
| ETSY INC | NOTE 0.250% 6/1 | 29786AAN6 | 1,147,685 | 2,487,000 | PRN | SOLE | 2,487,000 | 0 | 0 | |||
| ETSY INC | NOTE 0.250% 6/1 | 29786AAN6 | 39,460,071 | 51,717,000 | PRN | OTR | 1 | 0 | 51,717,000 | 0 | ||
| EURONET WORLDWIDE INC | NOTE 0.750% 3/1 | 298736AL3 | 21,904,569 | 23,585,000 | PRN | OTR | 1 | 0 | 23,585,000 | 0 | ||
| EVERBRIDGE INC | NOTE 0.125%12/1 | 29978AAC8 | 2,484,000 | 2,700,000 | PRN | DFND | 1 | 69,000 | 2,628,000 | 3,000 | ||
| EVERBRIDGE INC | NOTE 0.125%12/1 | 29978AAC8 | 68,080 | 74,000 | PRN | OTR | 4 | 22,000 | 52,000 | 0 | ||
| EXACT SCIENCES CORP | NOTE 0.375% 3/0 | 30063PAC9 | 38,691,217 | 44,570,000 | PRN | OTR | 1 | 0 | 44,570,000 | 0 | ||
| EXACT SCIENCES CORP | NOTE 0.375% 3/0 | 30063PAC9 | 4,801,425 | 5,563,000 | PRN | DFND | 1 | 136,000 | 5,423,000 | 4,000 | ||
| EXACT SCIENCES CORP | NOTE 0.375% 3/0 | 30063PAC9 | 134,644 | 156,000 | PRN | OTR | 4 | 47,000 | 109,000 | 0 | ||
| EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 147,420 | 162,000 | PRN | OTR | 7 | 0 | 162,000 | 0 | ||
| EXPEDIA GROUP INC | NOTE 2/1 | 30212PBE4 | 4,875,804 | 5,580,000 | PRN | OTR | 1 | 0 | 5,580,000 | 0 | ||
| EXPEDIA GROUP INC | NOTE 2/1 | 30212PBE4 | 248,221 | 316,000 | PRN | SOLE | 316,000 | 0 | 0 | |||
| FLUOR CORP NEW | COM | 343412102 | BBG001S5Q738 | 15,212,774 | 414,517 | SH | OTR | 1 | 0 | 414,517 | 0 | |
| FLUOR CORP NEW | COM | 343412102 | BBG001S5Q738 | 15,930,406 | 434,071 | SH | SOLE | 434,071 | 0 | 0 | ||
| FORD MTR CO DEL | NOTE 3/1 | 345370CZ1 | 59,922,488 | 60,681,000 | PRN | OTR | 1 | 0 | 60,681,000 | 0 | ||
| FORD MTR CO DEL | NOTE 3/1 | 345370CZ1 | 6,664,298 | 6,783,000 | PRN | DFND | 1 | 168,000 | 6,608,000 | 7,000 | ||
| FORD MTR CO DEL | NOTE 3/1 | 345370CZ1 | 185,693 | 189,000 | PRN | OTR | 4 | 58,000 | 131,000 | 0 | ||
| FORUM ENERGY TECHNOLOGIES IN | COM | 34984V209 | BBG001SR1425 | 3,914,648 | 214,033 | SH | SOLE | 214,033 | 0 | 0 | ||
| FORUM ENERGY TECHNOLOGIES IN | COM | 34984V209 | BBG001SR1425 | 53,493 | 2,227 | SH | OTR | 5 | 0 | 2,227 | 0 | |
| FORUM ENERGY TECHNOLOGIES IN | COM | 34984V209 | BBG001SR1425 | 18,710,019 | 778,935 | SH | OTR | 1 | 0 | 778,935 | 0 | |
| FORUM ENERGY TECHNOLOGIES IN | NOTE 9.000% 8/0 | 34984VAC4 | 11,918,599 | 12,255,132 | PRN | SOLE | 12,255,132 | 0 | 0 | |||
| FORUM ENERGY TECHNOLOGIES IN | NOTE 9.000% 8/0 | 34984VAC4 | 22,851,790 | 23,050,466 | PRN | OTR | 1 | 0 | 23,050,466 | 0 | ||
| FORUM ENERGY TECHNOLOGIES IN | NOTE 9.000% 8/0 | 34984VAC4 | 65,195 | 65,762 | PRN | OTR | 5 | 0 | 65,762 | 0 | ||
| GREENBRIER COS INC | NOTE 2.875% 4/1 | 393657AM3 | 17,484,461 | 18,463,000 | PRN | OTR | 1 | 0 | 18,463,000 | 0 | ||
| GULFPORT ENERGY CORP | COMMON SHARES | 402635502 | BBG0112Z8766 | 44,246,331 | 234,896 | SH | SOLE | 234,896 | 0 | 0 | ||
| GULFPORT ENERGY CORP | COMMON SHARES | 402635502 | BBG0112Z8766 | 141,776,155 | 1,194,810 | SH | OTR | 1 | 0 | 1,194,810 | 0 | |
| GULFPORT ENERGY CORP | COMMON SHARES | 402635502 | BBG0112Z8766 | 419,463 | 3,535 | SH | OTR | 5 | 0 | 3,535 | 0 | |
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 16,211,050 | 18,580,000 | PRN | OTR | 1 | 0 | 18,580,000 | 0 | ||
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 2,261,130 | 2,238,000 | PRN | SOLE | 2,238,000 | 0 | 0 | |||
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 197,790 | 228,000 | PRN | OTR | 4 | 69,000 | 159,000 | 0 | ||
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 7,155,140 | 8,248,000 | PRN | DFND | 1 | 207,000 | 8,033,000 | 8,000 | ||
| HALOZYME THERAPEUTICS INC | NOTE 1.000% 8/1 | 40637HAF6 | 6,692,186 | 7,167,000 | PRN | DFND | 1 | 178,000 | 6,981,000 | 8,000 | ||
| HALOZYME THERAPEUTICS INC | NOTE 1.000% 8/1 | 40637HAF6 | 34,384,535 | 36,628,000 | PRN | OTR | 1 | 0 | 36,628,000 | 0 | ||
| HALOZYME THERAPEUTICS INC | NOTE 1.000% 8/1 | 40637HAF6 | 36,215,098 | 38,578,000 | PRN | SOLE | 38,578,000 | 0 | 0 | |||
| HALOZYME THERAPEUTICS INC | NOTE 1.000% 8/1 | 40637HAF6 | 184,883 | 198,000 | PRN | OTR | 4 | 59,000 | 139,000 | 0 | ||
| HELIX ENERGY SOLUTIONS GRP I | NOTE 6.750% 2/1 | 42330PAK3 | 21,806,929 | 2,499,000 | PRN | SOLE | 2,499,000 | 0 | 0 | |||
| HELIX ENERGY SOLUTIONS GRP I | NOTE 6.750% 2/1 | 42330PAK3 | 227,766 | 132,000 | PRN | OTR | 7 | 0 | 132,000 | 0 | ||
| HELIX ENERGY SOLUTIONS GRP I | NOTE 6.750% 2/1 | 42330PAK3 | 318,292 | 185,000 | PRN | OTR | 4 | 56,000 | 129,000 | 0 | ||
| HELIX ENERGY SOLUTIONS GRP I | NOTE 6.750% 2/1 | 42330PAK3 | 75,335,330 | 43,660,000 | PRN | OTR | 1 | 0 | 43,660,000 | 0 | ||
| HELIX ENERGY SOLUTIONS GRP I | NOTE 6.750% 2/1 | 42330PAK3 | 11,608,213 | 6,747,000 | PRN | DFND | 1 | 169,000 | 6,572,000 | 6,000 | ||
| IMPINJ INC | NOTE 1.125% 5/1 | 453204AD1 | 8,313,567 | 9,535,000 | PRN | OTR | 1 | 0 | 9,535,000 | 0 | ||
| INFINERA CORP | NOTE 2.500% 3/0 | 45667GAE3 | 10,212,473 | 11,540,000 | PRN | OTR | 1 | 0 | 11,540,000 | 0 | ||
| INTEGRA LIFESCIENCES HLDGS C | NOTE 0.500% 8/1 | 457985AM1 | 1,386,426 | 1,531,000 | PRN | SOLE | 1,531,000 | 0 | 0 | |||
| INTEGRA LIFESCIENCES HLDGS C | NOTE 0.500% 8/1 | 457985AM1 | 174,192 | 191,000 | PRN | OTR | 4 | 58,000 | 133,000 | 0 | ||
| INTEGRA LIFESCIENCES HLDGS C | NOTE 0.500% 8/1 | 457985AM1 | 6,278,208 | 6,884,000 | PRN | DFND | 1 | 171,000 | 6,706,000 | 7,000 | ||
| INTEGRA LIFESCIENCES HLDGS C | NOTE 0.500% 8/1 | 457985AM1 | 16,048,417 | 17,501,000 | PRN | OTR | 1 | 0 | 17,501,000 | 0 | ||
| INTERDIGITAL INC | NOTE 2.000% 6/0 | 45867GAB7 | 7,861,400 | 7,360,000 | PRN | OTR | 1 | 0 | 7,360,000 | 0 | ||
| INVESCO PA VALUE MUN INC TR | COM | 46132K109 | BBG001S75GP3 | 356,879 | 41,776 | SH | SOLE | 41,776 | 0 | 0 | ||
| INVESCO PA VALUE MUN INC TR | COM | 46132K109 | BBG001S75GP3 | 167,356 | 18,699 | SH | OTR | 1 | 0 | 18,699 | 0 | |
| IONIS PHARMACEUTICALS INC | NOTE 4/0 | 462222AD2 | 3,573,990 | 3,660,000 | PRN | DFND | 1 | 90,000 | 3,566,000 | 4,000 | ||
| IONIS PHARMACEUTICALS INC | NOTE 4/0 | 462222AD2 | 99,603 | 102,000 | PRN | OTR | 4 | 33,000 | 69,000 | 0 | ||
| IONIS PHARMACEUTICALS INC | NOTE 4/0 | 462222AD2 | 2,079,190 | 1,484,000 | PRN | SOLE | 1,484,000 | 0 | 0 | |||
| IONIS PHARMACEUTICALS INC | NOTE 4/0 | 462222AD2 | 18,310,864 | 18,656,000 | PRN | OTR | 1 | 0 | 18,656,000 | 0 | ||
| ISHARES GOLD TR | ISHARES NEW | 464285204 | BBG001SJK6D5 | 32,523,205 | 929,500 | SH | OTR | 1 | 0 | 929,500 | 0 | |
| ISHARES TR | 20 YR TR BD ETF | 464287432 | BBG001S8MLN3 | 224,829 | 2,535 | SH | SOLE | 2,535 | 0 | 0 | ||
| ISHARES TR | 3 7 YR TREAS BD | 464288661 | BBG001SSD812 | 348,533 | 3,080 | SH | SOLE | 3,080 | 0 | 0 | ||
| ISHARES TR | IBOXX INV CP ETF | 464287242 | BBG001S60QR6 | 1,456,846 | 14,280 | SH | SOLE | 14,280 | 0 | 0 | ||
| ISHARES TR | MBS ETF | 464288588 | BBG001SSD8B1 | 803,640 | 9,050 | SH | SOLE | 9,050 | 0 | 0 | ||
| JETBLUE AIRWAYS CORP | NOTE 0.500% 4/0 | 477143AP6 | 7,201,316 | 9,255,000 | PRN | OTR | 1 | 0 | 9,255,000 | 0 | ||
| JETBLUE AIRWAYS CORP | NOTE 0.500% 4/0 | 477143AP6 | 36,754 | 620,000 | PRN | SOLE | 620,000 | 0 | 0 | |||
| KOSMOS ENERGY LTD | COM | 500688106 | BBG001SJV7R6 | 3,293,007 | 0 | SH | SOLE | 0 | 0 | 0 | ||
| KOSMOS ENERGY LTD | COM | 500688106 | BBG001SJV7R6 | 12,299,906 | 1,503,656 | SH | OTR | 1 | 0 | 1,503,656 | 0 | |
| LIBERTY MEDIA CORP DEL | NOTE 1.375%10/1 | 531229AB8 | 4,459,384 | 4,061,000 | PRN | DFND | 1 | 103,000 | 3,954,000 | 4,000 | ||
| LIBERTY MEDIA CORP DEL | NOTE 1.375%10/1 | 531229AB8 | 120,791 | 110,000 | PRN | OTR | 4 | 31,000 | 79,000 | 0 | ||
| LIBERTY MEDIA CORP DEL | NOTE 2.250% 8/1 | 531229AQ5 | 27,405,516 | 28,022,000 | PRN | OTR | 1 | 0 | 28,022,000 | 0 | ||
| LIBERTY MEDIA CORP DEL | NOTE 2.250% 8/1 | 531229AQ5 | 28,997,700 | 29,650,000 | PRN | SOLE | 29,650,000 | 0 | 0 | |||
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 98,631 | 117,000 | PRN | OTR | 7 | 0 | 117,000 | 0 | ||
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 333,160 | 3,140,000 | PRN | SOLE | 3,140,000 | 0 | 0 | |||
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 160,058 | 191,000 | PRN | OTR | 4 | 60,000 | 131,000 | 0 | ||
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 5,673,260 | 6,770,000 | PRN | DFND | 1 | 168,000 | 6,595,000 | 7,000 | ||
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 43,857,075 | 52,025,000 | PRN | OTR | 1 | 0 | 52,025,000 | 0 | ||
| MARRIOTT VACATIONS WORLDWIDE | NOTE 1/1 | 57164YAD9 | 5,432,685 | 6,170,000 | PRN | OTR | 1 | 0 | 6,170,000 | 0 | ||
| MARRIOTT VACATIONS WORLDWIDE | NOTE 1/1 | 57164YAD9 | 175,769 | 557,000 | PRN | SOLE | 557,000 | 0 | 0 | |||
| MFS MUN INCOME TR | SH BEN INT | 552738106 | BBG001S5T4C2 | 1,515,855 | 333,155 | SH | SOLE | 333,155 | 0 | 0 | ||
| MGP INGREDIENTS INC NEW | NOTE 1.875%11/1 | 55303JAB2 | 50,406,048 | 40,914,000 | PRN | OTR | 1 | 0 | 40,914,000 | 0 | ||
| MGP INGREDIENTS INC NEW | NOTE 1.875%11/1 | 55303JAB2 | 182,823 | 149,000 | PRN | OTR | 4 | 47,000 | 102,000 | 0 | ||
| MGP INGREDIENTS INC NEW | NOTE 1.875%11/1 | 55303JAB2 | 2,537,782 | 2,226,000 | PRN | SOLE | 2,226,000 | 0 | 0 | |||
| MGP INGREDIENTS INC NEW | NOTE 1.875%11/1 | 55303JAB2 | 19,712 | 16,000 | PRN | OTR | 7 | 0 | 16,000 | 0 | ||
| MGP INGREDIENTS INC NEW | NOTE 1.875%11/1 | 55303JAB2 | 6,504,327 | 5,301,000 | PRN | DFND | 1 | 132,000 | 5,164,000 | 5,000 | ||
| MICROCHIP TECHNOLOGY INC. | NOTE 0.125%11/1 | 595017AU8 | 7,447,650 | 7,093,000 | PRN | DFND | 1 | 182,000 | 6,903,000 | 8,000 | ||
| MICROCHIP TECHNOLOGY INC. | NOTE 0.125%11/1 | 595017AU8 | 208,950 | 199,000 | PRN | OTR | 4 | 59,000 | 140,000 | 0 | ||
| MICROCHIP TECHNOLOGY INC. | NOTE 0.125%11/1 | 595017AU8 | 127,655 | 121,000 | PRN | OTR | 7 | 0 | 121,000 | 0 | ||
| MICROCHIP TECHNOLOGY INC. | NOTE 0.125%11/1 | 595017AU8 | 72,144,065 | 68,383,000 | PRN | OTR | 1 | 0 | 68,383,000 | 0 | ||
| MONGODB INC | NOTE 0.250% 1/1 | 60937PAD8 | 25,031,841 | 14,615,000 | PRN | OTR | 1 | 0 | 14,615,000 | 0 | ||
| NCL CORP LTD | NOTE 5.375% 8/0 | 62886HAX9 | 180,188 | 155,000 | PRN | OTR | 4 | 46,000 | 109,000 | 0 | ||
| NCL CORP LTD | NOTE 5.375% 8/0 | 62886HAX9 | 8,791,275 | 7,530,000 | PRN | OTR | 1 | 0 | 7,530,000 | 0 | ||
| NCL CORP LTD | NOTE 5.375% 8/0 | 62886HAX9 | 6,451,875 | 5,550,000 | PRN | DFND | 1 | 140,000 | 5,405,000 | 5,000 | ||
| NCL CORP LTD | NOTE 6.000% 5/1 | 62886HAT8 | 6,067,088 | 4,605,000 | PRN | OTR | 1 | 0 | 4,605,000 | 0 | ||
| NEUBERGER BERMAN N Y MUN FD | COM | 64124K102 | BBG001SHSZN6 | 225,526 | 25,745 | SH | SOLE | 25,745 | 0 | 0 | ||
| NEXTERA ENERGY INC | UNIT 09/01/2025 | 65339F713 | 18,882,500 | 500,000 | SH | OTR | 1 | 0 | 500,000 | 0 | ||
| NEXTERA ENERGY INC | UNIT 09/01/2025 | 65339F713 | 167,965 | 4,440 | SH | OTR | 4 | 1,360 | 3,080 | 0 | ||
| NEXTERA ENERGY INC | UNIT 09/01/2025 | 65339F713 | 5,989,737 | 158,333 | SH | DFND | 1 | 3,924 | 154,248 | 161 | ||
| NICE LTD | NOTE 9/1 | 653656AB4 | 9,512,100 | 10,569,000 | PRN | DFND | 1 | 259,000 | 10,299,000 | 11,000 | ||
| NICE LTD | NOTE 9/1 | 653656AB4 | 85,294,440 | 94,248,000 | PRN | OTR | 1 | 0 | 94,248,000 | 0 | ||
| NICE LTD | NOTE 9/1 | 653656AB4 | 113,125 | 125,000 | PRN | OTR | 7 | 0 | 125,000 | 0 | ||
| NICE LTD | NOTE 9/1 | 653656AB4 | 267,300 | 297,000 | PRN | OTR | 4 | 91,000 | 206,000 | 0 | ||
| NINE ENERGY SERVICE INC | COM | 65441V101 | BBG004M28MG8 | 2,781 | 675 | SH | OTR | 5 | 0 | 675 | 0 | |
| NINE ENERGY SERVICE INC | COM | 65441V101 | BBG004M28MG8 | 865,715 | 210,125 | SH | OTR | 1 | 0 | 210,125 | 0 | |
| NINE ENERGY SERVICE INC | COM | 65441V101 | BBG004M28MG8 | 282,170 | 53,650 | SH | SOLE | 53,650 | 0 | 0 | ||
| NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 7,049,454 | 6,663,000 | PRN | DFND | 1 | 165,000 | 6,491,000 | 7,000 | ||
| NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 56,557,978 | 53,206,000 | PRN | OTR | 1 | 0 | 53,206,000 | 0 | ||
| NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 3,067,958 | 2,761,000 | PRN | SOLE | 2,761,000 | 0 | 0 | |||
| NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 194,672 | 184,000 | PRN | OTR | 4 | 56,000 | 128,000 | 0 | ||
| NUVASIVE INC | NOTE 0.375% 3/1 | 670704AJ4 | 1,574,146 | 1,283,000 | PRN | SOLE | 1,283,000 | 0 | 0 | |||
| NUVASIVE INC | NOTE 0.375% 3/1 | 670704AJ4 | 6,509,628 | 7,068,000 | PRN | DFND | 1 | 171,000 | 6,891,000 | 6,000 | ||
| NUVASIVE INC | NOTE 0.375% 3/1 | 670704AJ4 | 19,433,211 | 21,043,000 | PRN | OTR | 1 | 0 | 21,043,000 | 0 | ||
| NUVASIVE INC | NOTE 0.375% 3/1 | 670704AJ4 | 181,437 | 197,000 | PRN | OTR | 4 | 60,000 | 137,000 | 0 | ||
| NUVEEN AMT FREE QLTY MUN INC | COM | 670657105 | BBG001SKQWJ3 | 9,005,498 | 930,320 | SH | SOLE | 930,320 | 0 | 0 | ||
| NUVEEN NEW YORK AMT QLT MUNI | COM | 670656107 | BBG001S90BW7 | 3,536,000 | 390,491 | SH | SOLE | 390,491 | 0 | 0 | ||
| NUVEEN NEW YORK AMT QLT MUNI | COM | 670656107 | BBG001S90BW7 | 1,618,473 | 171,267 | SH | OTR | 1 | 0 | 171,267 | 0 | |
| NUVEEN PENNSYLVANIA QLT MUN | COM | 670972108 | BBG001S6PT66 | 2,372,763 | 233,310 | SH | SOLE | 233,310 | 0 | 0 | ||
| OIL STS INTL INC | NOTE 4.750% 4/0 | 678026AK1 | 189,280 | 171,000 | PRN | OTR | 7 | 0 | 171,000 | 0 | ||
| OIL STS INTL INC | NOTE 4.750% 4/0 | 678026AK1 | 5,684,920 | 2,920,000 | PRN | SOLE | 2,920,000 | 0 | 0 | |||
| OIL STS INTL INC | NOTE 4.750% 4/0 | 678026AK1 | 57,702,697 | 52,130,000 | PRN | OTR | 1 | 0 | 52,130,000 | 0 | ||
| OKTA INC | NOTE 0.125% 9/0 | 679295AD7 | 11,658,953 | 12,805,000 | PRN | OTR | 1 | 0 | 12,805,000 | 0 | ||
| OKTA INC | NOTE 0.125% 9/0 | 679295AD7 | 1,312,118 | 1,420,000 | PRN | SOLE | 1,420,000 | 0 | 0 | |||
| OMNICELL COM | NOTE 0.250% 9/1 | 68213NAD1 | 17,604,258 | 19,412,000 | PRN | OTR | 1 | 0 | 19,412,000 | 0 | ||
| PACIRA BIOSCIENCES INC | NOTE 0.750% 8/0 | 695127AF7 | 30,704,436 | 33,951,000 | PRN | OTR | 1 | 0 | 33,951,000 | 0 | ||
| PACIRA BIOSCIENCES INC | NOTE 0.750% 8/0 | 695127AF7 | 683,722 | 1,718,000 | PRN | SOLE | 1,718,000 | 0 | 0 | |||
| PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 10,201,671 | 4,331,000 | PRN | DFND | 1 | 112,000 | 4,214,000 | 5,000 | ||
| PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 282,660 | 120,000 | PRN | OTR | 4 | 35,000 | 85,000 | 0 | ||
| PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 49,936,378 | 21,155,000 | PRN | OTR | 1 | 0 | 21,155,000 | 0 | ||
| PARSONS CORP DEL | NOTE 0.250% 8/1 | 70202LAB8 | 9,582,966 | 7,519,000 | PRN | OTR | 1 | 0 | 7,519,000 | 0 | ||
| PARSONS CORP DEL | NOTE 0.250% 8/1 | 70202LAB8 | 1,637,027 | 547,000 | PRN | SOLE | 547,000 | 0 | 0 | |||
| PATRICK INDS INC | NOTE 1.750%12/0 | 703343AG8 | 218,892 | 232,000 | PRN | OTR | 4 | 69,000 | 163,000 | 0 | ||
| PATRICK INDS INC | NOTE 1.750%12/0 | 703343AG8 | 31,940,738 | 33,675,000 | PRN | OTR | 1 | 0 | 33,675,000 | 0 | ||
| PATRICK INDS INC | NOTE 1.750%12/0 | 703343AG8 | 7,976,349 | 8,454,000 | PRN | DFND | 1 | 211,000 | 8,234,000 | 9,000 | ||
| PATRICK INDS INC | NOTE 1.750%12/0 | 703343AG8 | 730,967 | 1,747,000 | PRN | SOLE | 1,747,000 | 0 | 0 | |||
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 160,074 | 193,000 | PRN | OTR | 4 | 60,000 | 133,000 | 0 | ||
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 5,717,884 | 6,894,000 | PRN | DFND | 1 | 170,000 | 6,717,000 | 7,000 | ||
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 199,871 | 343,000 | PRN | SOLE | 343,000 | 0 | 0 | |||
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 4,892,087 | 5,863,000 | PRN | OTR | 1 | 0 | 5,863,000 | 0 | ||
| PERMIAN RESOURCES CORP | NOTE 3.250% 4/0 | 15136AAA0 | 16,193,618 | 1,442,000 | PRN | SOLE | 1,442,000 | 0 | 0 | |||
| PERMIAN RESOURCES CORP | NOTE 3.250% 4/0 | 15136AAA0 | 68,576,717 | 28,928,000 | PRN | OTR | 1 | 0 | 28,928,000 | 0 | ||
| PIONEER MUNICIPAL HIGH INCOM | COM | 723762100 | BBG001SC4CM5 | 1,900,424 | 317,220 | SH | SOLE | 317,220 | 0 | 0 | ||
| PIONEER MUNICIPAL HIGH INCOM | COM | 723762100 | BBG001SC4CM5 | 1,348,685 | 200,399 | SH | OTR | 1 | 0 | 200,399 | 0 | |
| PIONEER MUNICIPAL HIGH INCOM | COM SHS | 723763108 | BBG001SLS3T2 | 1,452,897 | 200,954 | SH | OTR | 1 | 0 | 200,954 | 0 | |
| PIONEER MUNICIPAL HIGH INCOM | COM SHS | 723763108 | BBG001SLS3T2 | 895,075 | 159,933 | SH | SOLE | 159,933 | 0 | 0 | ||
| PIONEER NAT RES CO | NOTE 0.250% 5/1 | 723787AP2 | 73,835,715 | 30,083,000 | PRN | OTR | 1 | 0 | 30,083,000 | 0 | ||
| PIONEER NAT RES CO | NOTE 0.250% 5/1 | 723787AP2 | 352,714 | 144,000 | PRN | OTR | 4 | 46,000 | 98,000 | 0 | ||
| PIONEER NAT RES CO | NOTE 0.250% 5/1 | 723787AP2 | 11,845,020 | 1,753,000 | PRN | SOLE | 1,753,000 | 0 | 0 | |||
| PIONEER NAT RES CO | NOTE 0.250% 5/1 | 723787AP2 | 12,068,194 | 4,927,000 | PRN | DFND | 1 | 122,000 | 4,800,000 | 5,000 | ||
| POST HLDGS INC | NOTE 2.500% 8/1 | 737446AT1 | 31,775,396 | 31,887,000 | PRN | SOLE | 31,887,000 | 0 | 0 | |||
| POST HLDGS INC | NOTE 2.500% 8/1 | 737446AT1 | 6,906,789 | 6,966,000 | PRN | DFND | 1 | 173,000 | 6,786,000 | 7,000 | ||
| POST HLDGS INC | NOTE 2.500% 8/1 | 737446AT1 | 190,368 | 192,000 | PRN | OTR | 4 | 58,000 | 134,000 | 0 | ||
| POST HLDGS INC | NOTE 2.500% 8/1 | 737446AT1 | 30,383,285 | 30,490,000 | PRN | OTR | 1 | 0 | 30,490,000 | 0 | ||
| Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 6,309,296 | 7,195,000 | PRN | OTR | 1 | 0 | 7,195,000 | 0 | ||
| Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 486,966 | 490,000 | PRN | SOLE | 490,000 | 0 | 0 | |||
| RINGCENTRAL INC | NOTE 3/0 | 76680RAF4 | 129,766 | 140,000 | PRN | SOLE | 140,000 | 0 | 0 | |||
| ROYAL CARIBBEAN GROUP | NOTE 6.000% 8/1 | 780153BQ4 | 14,764,455 | 7,470,000 | PRN | OTR | 1 | 0 | 7,470,000 | 0 | ||
| ROYAL CARIBBEAN GROUP | NOTE 6.000% 8/1 | 780153BQ4 | 15,545,173 | 7,865,000 | PRN | SOLE | 7,865,000 | 0 | 0 | |||
| SABRE GLBL INC | NOTE 4.000% 4/1 | 78573NAE2 | 3,001,276 | 3,020,000 | PRN | OTR | 1 | 0 | 3,020,000 | 0 | ||
| SABRE GLBL INC | NOTE 4.000% 4/1 | 78573NAE2 | 756,951 | 145,000 | PRN | SOLE | 145,000 | 0 | 0 | |||
| SHIFT4 PMTS INC | NOTE 12/1 | 82452JAB5 | 29,304,070 | 29,630,000 | PRN | OTR | 1 | 0 | 29,630,000 | 0 | ||
| SHIFT4 PMTS INC | NOTE 12/1 | 82452JAB5 | 176,136 | 179,000 | PRN | OTR | 4 | 56,000 | 123,000 | 0 | ||
| SHIFT4 PMTS INC | NOTE 12/1 | 82452JAB5 | 6,181,488 | 6,282,000 | PRN | DFND | 1 | 157,000 | 6,118,000 | 7,000 | ||
| SNAP INC | NOTE 0.125% 3/0 | 83304AAH9 | 344,720 | 1,197,000 | PRN | SOLE | 1,197,000 | 0 | 0 | |||
| SNAP INC | NOTE 0.125% 3/0 | 83304AAH9 | 17,296,562 | 24,923,000 | PRN | OTR | 1 | 0 | 24,923,000 | 0 | ||
| SNAP INC | NOTE 5/0 | 83304AAF3 | 15,347,458 | 20,573,000 | PRN | OTR | 1 | 0 | 20,573,000 | 0 | ||
| SNAP INC | NOTE 5/0 | 83304AAF3 | 794,921 | 1,038,000 | PRN | SOLE | 1,038,000 | 0 | 0 | |||
| SOLAREDGE TECHNOLOGIES INC | NOTE 9/1 | 83417MAD6 | 14,883,044 | 16,239,000 | PRN | OTR | 1 | 0 | 16,239,000 | 0 | ||
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 148,875 | 150,000 | PRN | OTR | 4 | 47,000 | 103,000 | 0 | ||
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 93,648 | 94,000 | PRN | OTR | 7 | 0 | 94,000 | 0 | ||
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 5,309,875 | 5,350,000 | PRN | DFND | 1 | 134,000 | 5,211,000 | 5,000 | ||
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 56,358,859 | 56,571,000 | PRN | OTR | 1 | 0 | 56,571,000 | 0 | ||
| SPDR GOLD TR | GOLD SHS | 78463V107 | BBG001SCPX28 | 9,487,357 | 55,336 | SH | OTR | 1 | 0 | 55,336 | 0 | |
| SPIRIT AIRLS INC | NOTE 1.000% 5/1 | 848577AB8 | 98,948 | 119,000 | PRN | OTR | 4 | 36,000 | 83,000 | 0 | ||
| SPIRIT AIRLS INC | NOTE 1.000% 5/1 | 848577AB8 | 3,425,780 | 4,120,000 | PRN | DFND | 1 | 103,000 | 4,013,000 | 4,000 | ||
| SPLUNK INC | NOTE 1.125% 9/1 | 848637AD6 | 4,366,793 | 1,704,000 | PRN | SOLE | 1,704,000 | 0 | 0 | |||
| SPLUNK INC | NOTE 1.125% 9/1 | 848637AD6 | 4,464,547 | 4,155,000 | PRN | DFND | 1 | 103,000 | 4,048,000 | 4,000 | ||
| SPLUNK INC | NOTE 1.125% 9/1 | 848637AD6 | 36,597,537 | 33,981,000 | PRN | OTR | 1 | 0 | 33,981,000 | 0 | ||
| SPLUNK INC | NOTE 1.125% 9/1 | 848637AD6 | 124,642 | 116,000 | PRN | OTR | 4 | 34,000 | 82,000 | 0 | ||
| SUMMIT HOTEL PPTYS | NOTE 1.500% 2/1 | 866082AA8 | 782,334 | 1,214,000 | PRN | SOLE | 1,214,000 | 0 | 0 | |||
| SUMMIT HOTEL PPTYS | NOTE 1.500% 2/1 | 866082AA8 | 21,804,380 | 25,804,000 | PRN | OTR | 1 | 0 | 25,804,000 | 0 | ||
| TALOS ENERGY INC | COM | 87484T108 | BBG00JPH4JG0 | 44,331,940 | 2,696,590 | SH | OTR | 1 | 0 | 2,696,590 | 0 | |
| TALOS ENERGY INC | COM | 87484T108 | BBG00JPH4JG0 | 101,714 | 6,187 | SH | OTR | 5 | 0 | 6,187 | 0 | |
| TALOS ENERGY INC | COM | 87484T108 | BBG00JPH4JG0 | 14,347,359 | 450,196 | SH | SOLE | 450,196 | 0 | 0 | ||
| TELADOC HEALTH INC | NOTE 1.250% 6/0 | 87918AAF2 | 38,368,509 | 47,847,000 | PRN | OTR | 1 | 0 | 47,847,000 | 0 | ||
| TELADOC HEALTH INC | NOTE 1.250% 6/0 | 87918AAF2 | 5,525,705 | 6,934,000 | PRN | DFND | 1 | 176,000 | 6,752,000 | 6,000 | ||
| TELADOC HEALTH INC | NOTE 1.250% 6/0 | 87918AAF2 | 2,326,607 | 2,788,000 | PRN | SOLE | 2,788,000 | 0 | 0 | |||
| TELADOC HEALTH INC | NOTE 1.250% 6/0 | 87918AAF2 | 158,583 | 199,000 | PRN | OTR | 4 | 60,000 | 139,000 | 0 | ||
| UBER TECHNOLOGIES INC | NOTE 12/1 | 90353TAJ9 | 26,111,589 | 27,840,000 | PRN | OTR | 1 | 0 | 27,840,000 | 0 | ||
| UBER TECHNOLOGIES INC | NOTE 12/1 | 90353TAJ9 | 1,845,882 | 1,348,000 | PRN | SOLE | 1,348,000 | 0 | 0 | |||
| VAIL RESORTS INC | NOTE 1/0 | 91879QAN9 | 6,849,920 | 7,784,000 | PRN | DFND | 1 | 191,000 | 7,585,000 | 8,000 | ||
| VAIL RESORTS INC | NOTE 1/0 | 91879QAN9 | 51,874,275 | 58,615,000 | PRN | OTR | 1 | 0 | 58,615,000 | 0 | ||
| VAIL RESORTS INC | NOTE 1/0 | 91879QAN9 | 1,821,958 | 2,928,000 | PRN | SOLE | 2,928,000 | 0 | 0 | |||
| VAIL RESORTS INC | NOTE 1/0 | 91879QAN9 | 192,720 | 219,000 | PRN | OTR | 4 | 68,000 | 151,000 | 0 | ||
| VIAVI SOLUTIONS INC | NOTE 1.000% 3/0 | 925550AB1 | 2,656,845 | 2,718,000 | PRN | DFND | 1 | 69,000 | 2,646,000 | 3,000 | ||
| VIAVI SOLUTIONS INC | NOTE 1.000% 3/0 | 925550AB1 | 570,282 | 1,004,000 | PRN | SOLE | 1,004,000 | 0 | 0 | |||
| 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 | 72,335 | 74,000 | PRN | OTR | 4 | 23,000 | 51,000 | 0 | ||
| VISTRA CORP | COM | 92840M102 | BBG00DXDL6R0 | 461,799 | 13,918 | SH | OTR | 2 | 0 | 13,918 | 0 | |
| VISTRA CORP | COM | 92840M102 | BBG00DXDL6R0 | 96,452 | 0 | SH | SOLE | 0 | 0 | 0 | ||
| WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 2,981,510 | 2,674 | SH | DFND | 1 | 69 | 2,602 | 3 | ||
| WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 1,847,542 | 2,508 | SH | SOLE | 2,508 | 0 | 0 | |||
| WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 85,855 | 77 | SH | OTR | 4 | 23 | 54 | 0 | ||
| WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 26,590,564 | 23,816 | SH | OTR | 1 | 0 | 23,816 | 0 | ||
| WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 958102AP0 | 4,578,392 | 4,634,000 | PRN | OTR | 1 | 0 | 4,634,000 | 0 | ||
| WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 958102AP0 | 789,727 | 736,000 | PRN | SOLE | 736,000 | 0 | 0 | |||
| WOLFSPEED INC | NOTE 0.250% 2/1 | 977852AB8 | 12,698,658 | 18,702,000 | PRN | OTR | 1 | 0 | 18,702,000 | 0 | ||
| WOLFSPEED INC | NOTE 0.250% 2/1 | 977852AB8 | 154,346 | 229,000 | PRN | OTR | 4 | 69,000 | 160,000 | 0 | ||
| WOLFSPEED INC | NOTE 0.250% 2/1 | 977852AB8 | 5,593,526 | 8,299,000 | PRN | DFND | 1 | 208,000 | 8,082,000 | 9,000 | ||
| WORKIVA INC | NOTE 1.125% 8/1 | 98139AAB1 | 165,540 | 120,000 | PRN | SOLE | 120,000 | 0 | 0 | |||
| ZIFF DAVIS INC | NOTE 1.750%11/0 | 48123VAE2 | 7,862,873 | 8,505,000 | PRN | OTR | 1 | 0 | 8,505,000 | 0 | ||
| ZIFF DAVIS INC | NOTE 1.750%11/0 | 48123VAE2 | 8,431,440 | 9,120,000 | PRN | SOLE | 9,120,000 | 0 | 0 | |||
| ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 6,897,053 | 6,719,000 | PRN | DFND | 1 | 169,000 | 6,543,000 | 7,000 | ||
| ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 34,893,582 | 33,828,000 | PRN | OTR | 1 | 0 | 33,828,000 | 0 | ||
| ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 1,200,783 | 1,902,000 | PRN | SOLE | 1,902,000 | 0 | 0 | |||
| ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 188,876 | 184,000 | PRN | OTR | 4 | 56,000 | 128,000 | 0 | ||
| ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 7,712,822 | 6,422,000 | PRN | DFND | 1 | 161,000 | 6,254,000 | 7,000 | ||
| ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 2,495,274 | 1,548,000 | PRN | SOLE | 1,548,000 | 0 | 0 | |||
| ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 21,347,406 | 17,701,000 | PRN | OTR | 1 | 0 | 17,701,000 | 0 | ||
| ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 217,381 | 181,000 | PRN | OTR | 4 | 56,000 | 125,000 | 0 | ||