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 |
| AES CORP | UNIT 02/15/2024 | 00130H204 | 126,919 | 1,555 | SH | OTR | 4 | 201 | 1,354 | 0 | |
| AES CORP | UNIT 02/15/2024 | 00130H204 | 1,101,063 | 13,505 | SH | SOLE | 13,505 | 0 | 0 | ||
| AES CORP | UNIT 02/15/2024 | 00130H204 | 6,005,926 | 73,584 | SH | DFND | 1 | 1,837 | 71,673 | 74 | |
| AES CORP | UNIT 02/15/2024 | 00130H204 | 24,271,481 | 297,700 | SH | OTR | 1 | 0 | 297,700 | 0 | |
| AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 4,625,948 | 4,336,000 | PRN | DFND | 1 | 107,000 | 4,225,000 | 4,000 | |
| AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 100,286 | 94,000 | PRN | OTR | 4 | 12,000 | 82,000 | 0 | |
| AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 241,172 | 225,000 | PRN | SOLE | 225,000 | 0 | 0 | ||
| AKAMAI TECHNOLOGIES INC | NOTE 0.375% 9/0 | 00971TAL5 | 33,806,995 | 34,826,000 | PRN | OTR | 1 | 0 | 34,826,000 | 0 | |
| AKAMAI TECHNOLOGIES INC | NOTE 0.375% 9/0 | 00971TAL5 | 1,718,210 | 1,770,000 | PRN | SOLE | 1,770,000 | 0 | 0 | ||
| ALARM COM HLDGS INC | NOTE 1/1 | 011642AB1 | 6,019,814 | 7,025,000 | PRN | OTR | 1 | 0 | 7,025,000 | 0 | |
| ALARM COM HLDGS INC | NOTE 1/1 | 011642AB1 | 218,513 | 255,000 | PRN | SOLE | 255,000 | 0 | 0 | ||
| ALLIANCEBERNSTEIN GLOBAL HIG | COM | 01879R106 | 273,063 | 27,416 | SH | SOLE | 27,416 | 0 | 0 | ||
| AMERICAN AIRLINES GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 | 17,920,410 | 13,935,000 | PRN | OTR | 1 | 0 | 13,935,000 | 0 | |
| AMERICAN AIRLINES GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 | 432,096 | 336,000 | PRN | SOLE | 336,000 | 0 | 0 | ||
| ARES CAPITAL CORP | NOTE 4.625% 3/0 | 04010LAW3 | 11,606,722 | 11,585,000 | PRN | OTR | 1 | 0 | 11,585,000 | 0 | |
| ARES CAPITAL CORP | NOTE 4.625% 3/0 | 04010LAW3 | 100,188 | 100,000 | PRN | OTR | 5 | 0 | 100,000 | 0 | |
| ARES CAPITAL CORP | NOTE 4.625% 3/0 | 04010LAW3 | 3,752,022 | 3,745,000 | PRN | SOLE | 3,745,000 | 0 | 0 | ||
| ARRAY TECHNOLOGIES INC | NOTE 1.000%12/0 | 04271TAB6 | 17,978,267 | 15,681,000 | PRN | OTR | 1 | 0 | 15,681,000 | 0 | |
| ARRAY TECHNOLOGIES INC | NOTE 1.000%12/0 | 04271TAB6 | 144,144 | 126,000 | PRN | OTR | 4 | 16,000 | 110,000 | 0 | |
| ARRAY TECHNOLOGIES INC | NOTE 1.000%12/0 | 04271TAB6 | 6,964,672 | 6,088,000 | PRN | DFND | 1 | 150,000 | 5,932,000 | 6,000 | |
| ARRAY TECHNOLOGIES INC | NOTE 1.000%12/0 | 04271TAB6 | 1,248,539 | 1,089,000 | PRN | SOLE | 1,089,000 | 0 | 0 | ||
| BANK AMERICA CORP | 7.25%CNV PFD L | 060505682 | 27,840,779 | 23,708 | SH | OTR | 1 | 0 | 23,708 | 0 | |
| BANK AMERICA CORP | 7.25%CNV PFD L | 060505682 | 145,306 | 124 | SH | OTR | 4 | 15 | 109 | 0 | |
| BANK AMERICA CORP | 7.25%CNV PFD L | 060505682 | 2,994,516 | 2,550 | SH | SOLE | 2,550 | 0 | 0 | ||
| BANK AMERICA CORP | 7.25%CNV PFD L | 060505682 | 6,669,999 | 5,692 | SH | DFND | 1 | 140 | 5,547 | 5 | |
| BENTLEY SYS INC | NOTE 0.125% 1/1 | 08265TAB5 | 681,106 | 659,000 | PRN | SOLE | 659,000 | 0 | 0 | ||
| BENTLEY SYS INC | NOTE 0.125% 1/1 | 08265TAB5 | 7,250,312 | 7,015,000 | PRN | OTR | 1 | 0 | 7,015,000 | 0 | |
| BILL HOLDINGS INC | NOTE 12/0 | 090043AB6 | 10,368,435 | 9,870,000 | PRN | OTR | 1 | 0 | 9,870,000 | 0 | |
| BILL HOLDINGS INC | NOTE 12/0 | 090043AB6 | 614,543 | 585,000 | PRN | SOLE | 585,000 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 9,741,172 | 9,917,000 | PRN | DFND | 1 | 243,000 | 9,664,000 | 10,000 | |
| BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 202,348 | 206,000 | PRN | OTR | 4 | 27,000 | 179,000 | 0 | |
| BIOMARIN PHARMACEUTICAL INC | NOTE 1.250% 5/1 | 09061GAK7 | 3,801,777 | 3,763,000 | PRN | SOLE | 3,763,000 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | NOTE 1.250% 5/1 | 09061GAK7 | 124,268 | 123,000 | PRN | OTR | 7 | 0 | 123,000 | 0 | |
| BIOMARIN PHARMACEUTICAL INC | NOTE 1.250% 5/1 | 09061GAK7 | 73,146,073 | 72,400,000 | PRN | OTR | 1 | 0 | 72,400,000 | 0 | |
| BLACKLINE INC | NOTE 3/1 | 09239BAD1 | 408,600 | 480,000 | PRN | SOLE | 480,000 | 0 | 0 | ||
| BLACKROCK CR ALLOCATION INCO | COM | 092508100 | 247,051 | 24,340 | SH | SOLE | 24,340 | 0 | 0 | ||
| BLACKROCK MUN TARGET TERM TR | COM SHS BEN IN | 09257P105 | 20,247,346 | 974,367 | SH | SOLE | 974,367 | 0 | 0 | ||
| BLACKROCK MUN TARGET TERM TR | COM SHS BEN IN | 09257P105 | 8,880,001 | 427,334 | SH | OTR | 1 | 0 | 427,334 | 0 | |
| BLACKROCK MUNIHLDGS NJ QLTY | COM | 09254X101 | 7,768,679 | 695,495 | SH | SOLE | 695,495 | 0 | 0 | ||
| BLACKROCK MUNIHLDGS NJ QLTY | COM | 09254X101 | 3,435,311 | 307,548 | SH | OTR | 1 | 0 | 307,548 | 0 | |
| BLACKROCK MUNIHLDGS NY QLTY | COM | 09255C106 | 5,503,132 | 525,108 | SH | OTR | 1 | 0 | 525,108 | 0 | |
| BLACKROCK MUNIHLDGS NY QLTY | COM | 09255C106 | 6,148,155 | 586,656 | SH | SOLE | 586,656 | 0 | 0 | ||
| BLACKROCK MUNIHOLDINGS FD IN | COM | 09253N104 | 1,703,609 | 146,484 | SH | OTR | 1 | 0 | 146,484 | 0 | |
| BLACKROCK MUNIHOLDINGS FD IN | COM | 09253N104 | 5,723,495 | 492,132 | SH | SOLE | 492,132 | 0 | 0 | ||
| BLACKROCK MUNIYIELD MICH QU | COM | 09254V105 | 2,710,245 | 245,271 | SH | OTR | 1 | 0 | 245,271 | 0 | |
| BLACKROCK MUNIYIELD MICH QU | COM | 09254V105 | 4,636,005 | 419,548 | SH | SOLE | 419,548 | 0 | 0 | ||
| BLACKROCK MUNIYIELD N Y QUAL | COM | 09255E102 | 5,506,617 | 543,595 | SH | OTR | 1 | 0 | 543,595 | 0 | |
| BLACKROCK MUNIYIELD N Y QUAL | COM | 09255E102 | 2,745,524 | 271,029 | SH | SOLE | 271,029 | 0 | 0 | ||
| BLACKROCK MUNIYIELD QUALITY | COM | 09254G108 | 4,064,260 | 404,002 | SH | SOLE | 404,002 | 0 | 0 | ||
| BLACKROCK MUNIYIELD QUALITY | COM | 09254G108 | 5,916,195 | 588,091 | SH | OTR | 1 | 0 | 588,091 | 0 | |
| BLACKROCK MUNIYILD QULT FD I | COM | 09254F100 | 816,958 | 70,610 | SH | SOLE | 70,610 | 0 | 0 | ||
| BLACKROCK MUNIYILD QULT FD I | COM | 09254F100 | 3,323,216 | 287,227 | SH | OTR | 1 | 0 | 287,227 | 0 | |
| BLACKROCK N Y MUN INCOME TRU | SH BEN INT | 09248L106 | 409,330 | 39,587 | SH | SOLE | 39,587 | 0 | 0 | ||
| BLACKROCK N Y MUN INCOME TRU | SH BEN INT | 09248L106 | 407,365 | 39,397 | SH | OTR | 1 | 0 | 39,397 | 0 | |
| BLOCK INC | NOTE 0.125% 3/0 | 852234AF0 | 71,630 | 76,000 | PRN | OTR | 4 | 10,000 | 66,000 | 0 | |
| BLOCK INC | NOTE 0.125% 3/0 | 852234AF0 | 37,779,668 | 39,873,000 | PRN | OTR | 1 | 0 | 39,873,000 | 0 | |
| BLOCK INC | NOTE 0.125% 3/0 | 852234AF0 | 2,030,493 | 2,143,000 | PRN | SOLE | 2,143,000 | 0 | 0 | ||
| BLOCK INC | NOTE 0.125% 3/0 | 852234AF0 | 3,535,318 | 3,751,000 | PRN | DFND | 1 | 92,000 | 3,655,000 | 4,000 | |
| BOOKING HOLDINGS INC | NOTE 0.750% 5/0 | 09857LAN8 | 2,297,806 | 1,528,000 | PRN | SOLE | 1,528,000 | 0 | 0 | ||
| BOOKING HOLDINGS INC | NOTE 0.750% 5/0 | 09857LAN8 | 31,579,800 | 21,000,000 | PRN | OTR | 1 | 0 | 21,000,000 | 0 | |
| BRIDGEBIO PHARMA INC | NOTE 2.500% 3/1 | 10806XAB8 | 10,925,646 | 13,870,000 | PRN | OTR | 1 | 0 | 13,870,000 | 0 | |
| BRIDGEBIO PHARMA INC | NOTE 2.500% 3/1 | 10806XAB8 | 420,641 | 534,000 | PRN | SOLE | 534,000 | 0 | 0 | ||
| BURLINGTON STORES INC | NOTE 2.250% 4/1 | 122017AB2 | 112,747 | 109,000 | PRN | OTR | 4 | 14,000 | 95,000 | 0 | |
| BURLINGTON STORES INC | NOTE 2.250% 4/1 | 122017AB2 | 1,091,372 | 1,045,000 | PRN | SOLE | 1,045,000 | 0 | 0 | ||
| BURLINGTON STORES INC | NOTE 2.250% 4/1 | 122017AB2 | 5,575,308 | 5,390,000 | PRN | DFND | 1 | 130,000 | 5,255,000 | 5,000 | |
| BURLINGTON STORES INC | NOTE 2.250% 4/1 | 122017AB2 | 19,367,934 | 18,545,000 | PRN | OTR | 1 | 0 | 18,545,000 | 0 | |
| CABLE ONE INC | NOTE 1.125% 3/1 | 12685JAG0 | 6,431,618 | 8,547,000 | PRN | DFND | 1 | 215,000 | 8,323,000 | 9,000 | |
| CABLE ONE INC | NOTE 1.125% 3/1 | 12685JAG0 | 135,450 | 180,000 | PRN | OTR | 4 | 23,000 | 157,000 | 0 | |
| CABLE ONE INC | NOTE 3/1 | 12685JAE5 | 4,030,250 | 4,900,000 | PRN | OTR | 1 | 0 | 4,900,000 | 0 | |
| CABLE ONE INC | NOTE 3/1 | 12685JAE5 | 65,800 | 80,000 | PRN | OTR | 5 | 0 | 80,000 | 0 | |
| CABLE ONE INC | NOTE 3/1 | 12685JAE5 | 5,773,950 | 7,020,000 | PRN | SOLE | 7,020,000 | 0 | 0 | ||
| CARNIVAL CORP | NOTE 5.750%10/0 | 143658BT8 | 37,611 | 19,000 | PRN | SOLE | 19,000 | 0 | 0 | ||
| CHART INDS INC | 6.75DP CNV PFD B | 16115Q407 | 190,535 | 2,925 | SH | OTR | 4 | 375 | 2,550 | 0 | |
| CHART INDS INC | 6.75DP CNV PFD B | 16115Q407 | 1,038,983 | 15,950 | SH | SOLE | 15,950 | 0 | 0 | ||
| CHART INDS INC | 6.75DP CNV PFD B | 16115Q407 | 9,079,278 | 139,381 | SH | DFND | 1 | 3,469 | 135,774 | 138 | |
| CHART INDS INC | 6.75DP CNV PFD B | 16115Q407 | 21,926,124 | 336,600 | SH | OTR | 1 | 0 | 336,600 | 0 | |
| CHART INDS INC | NOTE 1.000%11/1 | 16115QAE0 | 41,606,729 | 15,149,000 | PRN | OTR | 1 | 0 | 15,149,000 | 0 | |
| CHART INDS INC | NOTE 1.000%11/1 | 16115QAE0 | 2,186,214 | 796,000 | PRN | SOLE | 796,000 | 0 | 0 | ||
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 7,297,125 | 8,700,000 | PRN | DFND | 1 | 219,000 | 8,472,000 | 9,000 | |
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 151,814 | 181,000 | PRN | OTR | 4 | 24,000 | 157,000 | 0 | |
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 896,906 | 1,063,000 | PRN | SOLE | 1,063,000 | 0 | 0 | ||
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 15,774,750 | 18,696,000 | PRN | OTR | 1 | 0 | 18,696,000 | 0 | |
| CHEFS WHSE INC | NOTE 1.875%12/0 | 163086AB7 | 28,931 | 27,000 | PRN | SOLE | 27,000 | 0 | 0 | ||
| CHEGG INC | NOTE 9/0 | 163092AF6 | 33,930 | 45,000 | PRN | SOLE | 45,000 | 0 | 0 | ||
| CHORD ENERGY CORPORATION | COM NEW | 674215207 | 1,158,575 | 7,533 | SH | SOLE | 7,533 | 0 | 0 | ||
| CHORD ENERGY CORPORATION | COM NEW | 674215207 | 16,643,467 | 108,215 | SH | OTR | 1 | 0 | 108,215 | 0 | |
| COINBASE GLOBAL INC | NOTE 0.500% 6/0 | 19260QAB3 | 350,982 | 464,000 | PRN | SOLE | 464,000 | 0 | 0 | ||
| CONMED CORP | NOTE 2.250% 6/1 | 207410AH4 | 52,914,563 | 47,203,000 | PRN | OTR | 1 | 0 | 47,203,000 | 0 | |
| CONMED CORP | NOTE 2.250% 6/1 | 207410AH4 | 2,565,969 | 2,289,000 | PRN | SOLE | 2,289,000 | 0 | 0 | ||
| CONMED CORP | NOTE 2.625% 2/0 | 207410AF8 | 184,560 | 120,000 | PRN | OTR | 4 | 15,000 | 105,000 | 0 | |
| CONMED CORP | NOTE 2.625% 2/0 | 207410AF8 | 8,820,430 | 5,735,000 | PRN | DFND | 1 | 139,000 | 5,590,000 | 6,000 | |
| CONMED CORP | NOTE 2.625% 2/0 | 207410AF8 | 254,595 | 165,000 | PRN | SOLE | 165,000 | 0 | 0 | ||
| DANAHER CORPORATION | COM | 235851102 | 36,052,080 | 150,217 | SH | OTR | 1 | 0 | 150,217 | 0 | |
| DANAHER CORPORATION | COM | 235851102 | 0 | 0 | SH | SOLE | 0 | 0 | 0 | ||
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 151,402 | 122,000 | PRN | OTR | 4 | 15,000 | 107,000 | 0 | |
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 1,495,200 | 1,200,000 | PRN | SOLE | 1,200,000 | 0 | 0 | ||
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 7,194,077 | 5,797,000 | PRN | DFND | 1 | 143,000 | 5,649,000 | 5,000 | |
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 24,675,784 | 19,804,000 | PRN | OTR | 1 | 0 | 19,804,000 | 0 | |
| DELAWARE INVTS NATL MUN INCO | SH BEN INT | 24610T108 | 4,033,018 | 401,695 | SH | SOLE | 401,695 | 0 | 0 | ||
| DEXCOM INC | NOTE 0.250%11/1 | 252131AK3 | 35,731,768 | 33,317,000 | PRN | OTR | 1 | 0 | 33,317,000 | 0 | |
| DEXCOM INC | NOTE 0.250%11/1 | 252131AK3 | 160,122 | 150,000 | PRN | OTR | 4 | 19,000 | 131,000 | 0 | |
| DEXCOM INC | NOTE 0.250%11/1 | 252131AK3 | 1,771,735 | 1,652,000 | PRN | SOLE | 1,652,000 | 0 | 0 | ||
| DEXCOM INC | NOTE 0.250%11/1 | 252131AK3 | 7,578,041 | 7,099,000 | PRN | DFND | 1 | 177,000 | 6,916,000 | 6,000 | |
| DIGITALOCEAN HLDGS INC | NOTE 12/0 | 25402DAB8 | 9,904,698 | 12,600,000 | PRN | OTR | 1 | 0 | 12,600,000 | 0 | |
| DIGITALOCEAN HLDGS INC | NOTE 12/0 | 25402DAB8 | 424,487 | 540,000 | PRN | SOLE | 540,000 | 0 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 2.375% 3/1 | 25470MAD1 | 57,154,910 | 64,219,000 | PRN | OTR | 1 | 0 | 64,219,000 | 0 | |
| DISH NETWORK CORPORATION | NOTE 2.375% 3/1 | 25470MAD1 | 155,750 | 175,000 | PRN | OTR | 5 | 0 | 175,000 | 0 | |
| DISH NETWORK CORPORATION | NOTE 2.375% 3/1 | 25470MAD1 | 22,125,400 | 24,860,000 | PRN | SOLE | 24,860,000 | 0 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 20,889,500 | 40,760,000 | PRN | OTR | 1 | 0 | 40,760,000 | 0 | |
| DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 76,875 | 150,000 | PRN | OTR | 5 | 0 | 150,000 | 0 | |
| DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 10,178,250 | 19,860,000 | PRN | SOLE | 19,860,000 | 0 | 0 | ||
| DOUBLELINE INCOME SOLUTIONS | COM | 258622109 | 253,159 | 21,256 | SH | SOLE | 21,256 | 0 | 0 | ||
| DROPBOX INC | NOTE 3/0 | 26210CAD6 | 22,209,689 | 23,099,000 | PRN | OTR | 1 | 0 | 23,099,000 | 0 | |
| DROPBOX INC | NOTE 3/0 | 26210CAD6 | 1,705,701 | 1,774,000 | PRN | SOLE | 1,774,000 | 0 | 0 | ||
| DROPBOX INC | NOTE 3/0 | 26210CAC8 | 7,348,673 | 7,797,000 | PRN | DFND | 1 | 190,000 | 7,599,000 | 8,000 | |
| DROPBOX INC | NOTE 3/0 | 26210CAC8 | 153,628 | 163,000 | PRN | OTR | 4 | 21,000 | 142,000 | 0 | |
| DWS MUN INCOME TR | COM | 233368109 | 387,571 | 45,014 | SH | SOLE | 45,014 | 0 | 0 | ||
| DWS MUN INCOME TR | COM | 233368109 | 1,127,927 | 131,002 | SH | OTR | 1 | 0 | 131,002 | 0 | |
| EATON VANCE NEW YORK MUN BD | COM | 27827Y109 | 124,465 | 13,241 | SH | OTR | 1 | 0 | 13,241 | 0 | |
| EATON VANCE NEW YORK MUN BD | COM | 27827Y109 | 4,076,301 | 433,649 | SH | SOLE | 433,649 | 0 | 0 | ||
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAH0 | 6,589,653 | 7,014,000 | PRN | DFND | 1 | 174,000 | 6,833,000 | 7,000 | |
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAH0 | 1,437,529 | 1,522,000 | PRN | SOLE | 1,522,000 | 0 | 0 | ||
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAH0 | 30,677,360 | 32,480,000 | PRN | OTR | 1 | 0 | 32,480,000 | 0 | |
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAH0 | 138,107 | 147,000 | PRN | OTR | 4 | 19,000 | 128,000 | 0 | |
| EQT CORP | NOTE 1.750% 5/0 | 26884LAK5 | 88,331,866 | 31,340,000 | PRN | OTR | 1 | 0 | 31,340,000 | 0 | |
| EQT CORP | NOTE 1.750% 5/0 | 26884LAK5 | 10,021,687 | 3,562,000 | PRN | DFND | 1 | 89,000 | 3,469,000 | 4,000 | |
| EQT CORP | NOTE 1.750% 5/0 | 26884LAK5 | 4,946,472 | 1,755,000 | PRN | SOLE | 1,755,000 | 0 | 0 | ||
| EQT CORP | NOTE 1.750% 5/0 | 26884LAK5 | 211,012 | 75,000 | PRN | OTR | 4 | 10,000 | 65,000 | 0 | |
| ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 | 108,836 | 92,000 | PRN | OTR | 4 | 12,000 | 80,000 | 0 | |
| ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 | 34,452 | 29,000 | PRN | SOLE | 29,000 | 0 | 0 | ||
| ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 | 5,013,554 | 4,238,000 | PRN | DFND | 1 | 106,000 | 4,128,000 | 4,000 | |
| ETSY INC | NOTE 0.250% 6/1 | 29786AAN6 | 1,933,643 | 2,487,000 | PRN | SOLE | 2,487,000 | 0 | 0 | ||
| ETSY INC | NOTE 0.250% 6/1 | 29786AAN6 | 40,209,968 | 51,717,000 | PRN | OTR | 1 | 0 | 51,717,000 | 0 | |
| EURONET WORLDWIDE INC | NOTE 0.750% 3/1 | 298736AL3 | 1,094,378 | 1,116,000 | PRN | SOLE | 1,116,000 | 0 | 0 | ||
| EURONET WORLDWIDE INC | NOTE 0.750% 3/1 | 298736AL3 | 23,128,041 | 23,585,000 | PRN | OTR | 1 | 0 | 23,585,000 | 0 | |
| EVERBRIDGE INC | NOTE 0.125%12/1 | 29978AAC8 | 23,655,139 | 25,959,000 | PRN | OTR | 1 | 0 | 25,959,000 | 0 | |
| EVERBRIDGE INC | NOTE 0.125%12/1 | 29978AAC8 | 2,507,278 | 2,782,000 | PRN | DFND | 1 | 71,000 | 2,708,000 | 3,000 | |
| EVERBRIDGE INC | NOTE 0.125%12/1 | 29978AAC8 | 52,273 | 58,000 | PRN | OTR | 4 | 7,000 | 51,000 | 0 | |
| EVERBRIDGE INC | NOTE 0.125%12/1 | 29978AAC8 | 1,418,816 | 1,557,000 | PRN | SOLE | 1,557,000 | 0 | 0 | ||
| EXACT SCIENCES CORP | NOTE 0.375% 3/0 | 30063PAC9 | 5,863,845 | 5,731,000 | PRN | DFND | 1 | 141,000 | 5,586,000 | 4,000 | |
| EXACT SCIENCES CORP | NOTE 0.375% 3/0 | 30063PAC9 | 2,458,368 | 2,391,000 | PRN | SOLE | 2,391,000 | 0 | 0 | ||
| EXACT SCIENCES CORP | NOTE 0.375% 3/0 | 30063PAC9 | 45,825,798 | 44,570,000 | PRN | OTR | 1 | 0 | 44,570,000 | 0 | |
| EXACT SCIENCES CORP | NOTE 0.375% 3/0 | 30063PAC9 | 123,805 | 121,000 | PRN | OTR | 4 | 16,000 | 105,000 | 0 | |
| EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 0 | 0 | PRN | SOLE | 0 | 0 | 0 | ||
| EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 174,859 | 162,000 | PRN | OTR | 7 | 0 | 162,000 | 0 | |
| EXPEDIA GROUP INC | NOTE 2/1 | 30212PBE4 | 277,701 | 316,000 | PRN | SOLE | 316,000 | 0 | 0 | ||
| EXPEDIA GROUP INC | NOTE 2/1 | 30212PBE4 | 4,903,704 | 5,580,000 | PRN | OTR | 1 | 0 | 5,580,000 | 0 | |
| FORD MTR CO DEL | NOTE 3/1 | 345370CZ1 | 7,653,163 | 6,986,000 | PRN | DFND | 1 | 173,000 | 6,806,000 | 7,000 | |
| FORD MTR CO DEL | NOTE 3/1 | 345370CZ1 | 66,779,441 | 60,681,000 | PRN | OTR | 1 | 0 | 60,681,000 | 0 | |
| FORD MTR CO DEL | NOTE 3/1 | 345370CZ1 | 158,848 | 145,000 | PRN | OTR | 4 | 19,000 | 126,000 | 0 | |
| FORD MTR CO DEL | NOTE 3/1 | 345370CZ1 | 3,406,048 | 3,095,000 | PRN | SOLE | 3,095,000 | 0 | 0 | ||
| FORUM ENERGY TECHNOLOGIES IN | COM | 34984V209 | 56,989 | 2,227 | SH | OTR | 5 | 0 | 2,227 | 0 | |
| FORUM ENERGY TECHNOLOGIES IN | COM | 34984V209 | 7,176,946 | 280,459 | SH | SOLE | 280,459 | 0 | 0 | ||
| FORUM ENERGY TECHNOLOGIES IN | COM | 34984V209 | 19,932,947 | 778,935 | SH | OTR | 1 | 0 | 778,935 | 0 | |
| FORUM ENERGY TECHNOLOGIES IN | NOTE 9.000% 8/0 | 34984VAC4 | 12,271,917 | 12,255,132 | PRN | SOLE | 12,255,132 | 0 | 0 | ||
| FORUM ENERGY TECHNOLOGIES IN | NOTE 9.000% 8/0 | 34984VAC4 | 65,852 | 65,762 | PRN | OTR | 5 | 0 | 65,762 | 0 | |
| FORUM ENERGY TECHNOLOGIES IN | NOTE 9.000% 8/0 | 34984VAC4 | 23,082,037 | 23,050,466 | PRN | OTR | 1 | 0 | 23,050,466 | 0 | |
| GLOBAL X FDS | NASDAQ 100 COVER | 37954Y483 | 338,067 | 19,046 | SH | SOLE | 19,046 | 0 | 0 | ||
| GRANITE PT MTG TR INC | NOTE 6.375%10/0 | 38741LAC1 | 601,762 | 614,000 | PRN | SOLE | 614,000 | 0 | 0 | ||
| GREENBRIER COS INC | NOTE 2.875% 4/1 | 393657AM3 | 18,269,139 | 18,463,000 | PRN | OTR | 1 | 0 | 18,463,000 | 0 | |
| GREENBRIER COS INC | NOTE 2.875% 4/1 | 393657AM3 | 806,443 | 815,000 | PRN | SOLE | 815,000 | 0 | 0 | ||
| GUARDANT HEALTH INC | NOTE 11/1 | 40131MAB5 | 555,812 | 772,000 | PRN | SOLE | 772,000 | 0 | 0 | ||
| GUARDANT HEALTH INC | NOTE 11/1 | 40131MAB5 | 10,453,868 | 14,520,000 | PRN | OTR | 1 | 0 | 14,520,000 | 0 | |
| GULFPORT ENERGY CORP | COMMON SHARES | 402635502 | 126,127,079 | 1,200,410 | SH | OTR | 1 | 0 | 1,200,410 | 0 | |
| GULFPORT ENERGY CORP | COMMON SHARES | 402635502 | 41,843,602 | 398,245 | SH | SOLE | 398,245 | 0 | 0 | ||
| GULFPORT ENERGY CORP | COMMON SHARES | 402635502 | 463,884 | 4,415 | SH | OTR | 5 | 0 | 4,415 | 0 | |
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 149,758 | 176,000 | PRN | OTR | 4 | 23,000 | 153,000 | 0 | |
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 7,236,904 | 8,505,000 | PRN | DFND | 1 | 214,000 | 8,283,000 | 8,000 | |
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 15,902,575 | 18,580,000 | PRN | OTR | 1 | 0 | 18,580,000 | 0 | |
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 1,915,499 | 2,238,000 | PRN | SOLE | 2,238,000 | 0 | 0 | ||
| HALOZYME THERAPEUTICS INC | NOTE 0.250% 3/0 | 40637HAD1 | 31,752 | 38,000 | PRN | SOLE | 38,000 | 0 | 0 | ||
| HELIX ENERGY SOLUTIONS GRP I | NOTE 6.750% 2/1 | 42330PAK3 | 57,893,160 | 43,660,000 | PRN | OTR | 1 | 0 | 43,660,000 | 0 | |
| HELIX ENERGY SOLUTIONS GRP I | NOTE 6.750% 2/1 | 42330PAK3 | 3,313,674 | 2,499,000 | PRN | SOLE | 2,499,000 | 0 | 0 | ||
| HELIX ENERGY SOLUTIONS GRP I | NOTE 6.750% 2/1 | 42330PAK3 | 190,224 | 144,000 | PRN | OTR | 4 | 19,000 | 125,000 | 0 | |
| HELIX ENERGY SOLUTIONS GRP I | NOTE 6.750% 2/1 | 42330PAK3 | 175,032 | 132,000 | PRN | OTR | 7 | 0 | 132,000 | 0 | |
| HELIX ENERGY SOLUTIONS GRP I | NOTE 6.750% 2/1 | 42330PAK3 | 9,153,209 | 6,929,000 | PRN | DFND | 1 | 174,000 | 6,749,000 | 6,000 | |
| ILLUMINA INC | NOTE 8/1 | 452327AK5 | 37,346,755 | 37,422,000 | PRN | OTR | 1 | 0 | 37,422,000 | 0 | |
| ILLUMINA INC | NOTE 8/1 | 452327AK5 | 1,880,212 | 1,884,000 | PRN | SOLE | 1,884,000 | 0 | 0 | ||
| IMPINJ INC | NOTE 1.125% 5/1 | 453204AD1 | 515,971 | 475,000 | PRN | SOLE | 475,000 | 0 | 0 | ||
| IMPINJ INC | NOTE 1.125% 5/1 | 453204AD1 | 10,357,437 | 9,535,000 | PRN | OTR | 1 | 0 | 9,535,000 | 0 | |
| INFINERA CORP | NOTE 2.500% 3/0 | 45667GAE3 | 448,956 | 483,000 | PRN | SOLE | 483,000 | 0 | 0 | ||
| INFINERA CORP | NOTE 2.500% 3/0 | 45667GAE3 | 10,726,605 | 11,540,000 | PRN | OTR | 1 | 0 | 11,540,000 | 0 | |
| INTEGRA LIFESCIENCES HLDGS C | NOTE 0.500% 8/1 | 457985AM1 | 135,124 | 148,000 | PRN | OTR | 4 | 19,000 | 129,000 | 0 | |
| INTEGRA LIFESCIENCES HLDGS C | NOTE 0.500% 8/1 | 457985AM1 | 1,405,458 | 1,531,000 | PRN | SOLE | 1,531,000 | 0 | 0 | ||
| INTEGRA LIFESCIENCES HLDGS C | NOTE 0.500% 8/1 | 457985AM1 | 6,476,822 | 7,094,000 | PRN | DFND | 1 | 177,000 | 6,910,000 | 7,000 | |
| INTEGRA LIFESCIENCES HLDGS C | NOTE 0.500% 8/1 | 457985AM1 | 16,065,918 | 17,501,000 | PRN | OTR | 1 | 0 | 17,501,000 | 0 | |
| INTERDIGITAL INC | NOTE 2.000% 6/0 | 45867GAB7 | 8,928,320 | 7,360,000 | PRN | OTR | 1 | 0 | 7,360,000 | 0 | |
| INTERDIGITAL INC | NOTE 2.000% 6/0 | 45867GAB7 | 412,450 | 340,000 | PRN | SOLE | 340,000 | 0 | 0 | ||
| INVESCO PA VALUE MUN INC TR | COM | 46132K109 | 184,372 | 18,699 | SH | OTR | 1 | 0 | 18,699 | 0 | |
| INVESCO PA VALUE MUN INC TR | COM | 46132K109 | 411,911 | 41,776 | SH | SOLE | 41,776 | 0 | 0 | ||
| IONIS PHARMACEUTICALS INC | NOTE 4/0 | 462222AD2 | 1,396,588 | 1,473,000 | PRN | SOLE | 1,473,000 | 0 | 0 | ||
| IONIS PHARMACEUTICALS INC | NOTE 4/0 | 462222AD2 | 17,688,220 | 18,656,000 | PRN | OTR | 1 | 0 | 18,656,000 | 0 | |
| IONIS PHARMACEUTICALS INC | NOTE 4/0 | 462222AD2 | 71,678 | 76,000 | PRN | OTR | 4 | 10,000 | 66,000 | 0 | |
| IONIS PHARMACEUTICALS INC | NOTE 4/0 | 462222AD2 | 3,545,226 | 3,759,000 | PRN | DFND | 1 | 93,000 | 3,662,000 | 4,000 | |
| ISHARES GOLD TR | ISHARES NEW | 464285204 | 33,824,505 | 929,500 | SH | OTR | 1 | 0 | 929,500 | 0 | |
| ISHARES GOLD TR | ISHARES NEW | 464285204 | 0 | 0 | SH | SOLE | 0 | 0 | 0 | ||
| ISHARES TR | 20 YR TR BD ETF | 464287432 | 260,953 | 2,535 | SH | SOLE | 2,535 | 0 | 0 | ||
| ISHARES TR | 3 7 YR TREAS BD | 464288661 | 355,001 | 3,080 | SH | SOLE | 3,080 | 0 | 0 | ||
| ISHARES TR | IBOXX INV CP ETF | 464287242 | 1,544,239 | 14,280 | SH | SOLE | 14,280 | 0 | 0 | ||
| ISHARES TR | MBS ETF | 464288588 | 844,048 | 9,050 | SH | SOLE | 9,050 | 0 | 0 | ||
| JETBLUE AIRWAYS CORP | NOTE 0.500% 4/0 | 477143AP6 | 512,278 | 620,000 | PRN | SOLE | 620,000 | 0 | 0 | ||
| JETBLUE AIRWAYS CORP | NOTE 0.500% 4/0 | 477143AP6 | 7,646,983 | 9,255,000 | PRN | OTR | 1 | 0 | 9,255,000 | 0 | |
| KKR & CO INC | 6% MCONV PFD C | 48251W401 | 183,494 | 2,776 | SH | OTR | 4 | 356 | 2,420 | 0 | |
| KKR & CO INC | 6% MCONV PFD C | 48251W401 | 1,685,235 | 25,450 | SH | SOLE | 25,450 | 0 | 0 | ||
| KKR & CO INC | 6% MCONV PFD C | 48251W401 | 8,680,979 | 131,331 | SH | DFND | 1 | 3,281 | 127,920 | 130 | |
| KKR & CO INC | 6% MCONV PFD C | 48251W401 | 29,734,968 | 449,050 | SH | OTR | 1 | 0 | 449,050 | 0 | |
| KOSMOS ENERGY LTD | COM | 500688106 | 9,006,899 | 1,503,656 | SH | OTR | 1 | 0 | 1,503,656 | 0 | |
| KOSMOS ENERGY LTD | COM | 500688106 | 0 | 0 | SH | SOLE | 0 | 0 | 0 | ||
| LIBERTY MEDIA CORP DEL | NOTE 1.375%10/1 | 531229AB8 | 4,861,926 | 4,204,000 | PRN | DFND | 1 | 106,000 | 4,094,000 | 4,000 | |
| LIBERTY MEDIA CORP DEL | NOTE 1.375%10/1 | 531229AB8 | 102,928 | 89,000 | PRN | OTR | 4 | 11,000 | 78,000 | 0 | |
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 46,165,743 | 52,025,000 | PRN | OTR | 1 | 0 | 52,025,000 | 0 | |
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 6,151,071 | 6,971,000 | PRN | DFND | 1 | 173,000 | 6,791,000 | 7,000 | |
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 103,823 | 117,000 | PRN | OTR | 7 | 0 | 117,000 | 0 | |
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 2,786,361 | 3,140,000 | PRN | SOLE | 3,140,000 | 0 | 0 | ||
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 128,827 | 146,000 | PRN | OTR | 4 | 19,000 | 127,000 | 0 | |
| MARRIOTT VACATIONS WORLDWIDE | NOTE 1/1 | 57164YAD9 | 5,747,355 | 6,170,000 | PRN | OTR | 1 | 0 | 6,170,000 | 0 | |
| MARRIOTT VACATIONS WORLDWIDE | NOTE 1/1 | 57164YAD9 | 518,846 | 557,000 | PRN | SOLE | 557,000 | 0 | 0 | ||
| MFS MUN INCOME TR | SH BEN INT | 552738106 | 1,699,091 | 333,155 | SH | SOLE | 333,155 | 0 | 0 | ||
| MGP INGREDIENTS INC NEW | NOTE 1.875%11/1 | 55303JAB2 | 140,448 | 114,000 | PRN | OTR | 4 | 15,000 | 99,000 | 0 | |
| MGP INGREDIENTS INC NEW | NOTE 1.875%11/1 | 55303JAB2 | 19,792 | 16,000 | PRN | OTR | 7 | 0 | 16,000 | 0 | |
| MGP INGREDIENTS INC NEW | NOTE 1.875%11/1 | 55303JAB2 | 6,711,936 | 5,448,000 | PRN | DFND | 1 | 136,000 | 5,307,000 | 5,000 | |
| MGP INGREDIENTS INC NEW | NOTE 1.875%11/1 | 55303JAB2 | 50,610,618 | 40,914,000 | PRN | OTR | 1 | 0 | 40,914,000 | 0 | |
| MGP INGREDIENTS INC NEW | NOTE 1.875%11/1 | 55303JAB2 | 2,737,481 | 2,213,000 | PRN | SOLE | 2,213,000 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC. | NOTE 0.125%11/1 | 595017AU8 | 137,486 | 121,000 | PRN | OTR | 7 | 0 | 121,000 | 0 | |
| MICROCHIP TECHNOLOGY INC. | NOTE 0.125%11/1 | 595017AU8 | 8,273,963 | 7,314,000 | PRN | DFND | 1 | 188,000 | 7,118,000 | 8,000 | |
| MICROCHIP TECHNOLOGY INC. | NOTE 0.125%11/1 | 595017AU8 | 176,475 | 156,000 | PRN | OTR | 4 | 20,000 | 136,000 | 0 | |
| MICROCHIP TECHNOLOGY INC. | NOTE 0.125%11/1 | 595017AU8 | 3,696,221 | 3,253,000 | PRN | SOLE | 3,253,000 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC. | NOTE 0.125%11/1 | 595017AU8 | 77,700,184 | 68,383,000 | PRN | OTR | 1 | 0 | 68,383,000 | 0 | |
| MONGODB INC | NOTE 0.250% 1/1 | 60937PAD8 | 29,124,041 | 14,615,000 | PRN | OTR | 1 | 0 | 14,615,000 | 0 | |
| MONGODB INC | NOTE 0.250% 1/1 | 60937PAD8 | 1,604,164 | 805,000 | PRN | SOLE | 805,000 | 0 | 0 | ||
| NCL CORP LTD | NOTE 5.375% 8/0 | 62886HAX9 | 167,140 | 122,000 | PRN | OTR | 4 | 15,000 | 107,000 | 0 | |
| NCL CORP LTD | NOTE 5.375% 8/0 | 62886HAX9 | 7,862,430 | 5,739,000 | PRN | DFND | 1 | 144,000 | 5,590,000 | 5,000 | |
| NCL CORP LTD | NOTE 5.375% 8/0 | 62886HAX9 | 10,353,750 | 7,530,000 | PRN | OTR | 1 | 0 | 7,530,000 | 0 | |
| NCL CORP LTD | NOTE 5.375% 8/0 | 62886HAX9 | 694,375 | 505,000 | PRN | SOLE | 505,000 | 0 | 0 | ||
| NCL CORP LTD | NOTE 6.000% 5/1 | 62886HAT8 | 7,623,578 | 4,605,000 | PRN | OTR | 1 | 0 | 4,605,000 | 0 | |
| NCL CORP LTD | NOTE 6.000% 5/1 | 62886HAT8 | 211,904 | 128,000 | PRN | SOLE | 128,000 | 0 | 0 | ||
| NEUBERGER BERMAN N Y MUN FD | COM | 64124K102 | 245,350 | 25,745 | SH | SOLE | 25,745 | 0 | 0 | ||
| NEXTERA ENERGY INC | UNIT 09/01/2025 | 65339F713 | 2,235,493 | 49,540 | SH | SOLE | 49,540 | 0 | 0 | ||
| NEXTERA ENERGY INC | UNIT 09/01/2025 | 65339F713 | 7,367,505 | 162,674 | SH | DFND | 1 | 4,051 | 158,462 | 161 | |
| NEXTERA ENERGY INC | UNIT 09/01/2025 | 65339F713 | 22,562,500 | 500,000 | SH | OTR | 1 | 0 | 500,000 | 0 | |
| NEXTERA ENERGY INC | UNIT 09/01/2025 | 65339F713 | 154,529 | 3,412 | SH | OTR | 4 | 438 | 2,974 | 0 | |
| NICE LTD | NOTE 9/1 | 653656AB4 | 121,726 | 125,000 | PRN | OTR | 7 | 0 | 125,000 | 0 | |
| NICE LTD | NOTE 9/1 | 653656AB4 | 221,857 | 229,000 | PRN | OTR | 4 | 29,000 | 200,000 | 0 | |
| NICE LTD | NOTE 9/1 | 653656AB4 | 10,548,403 | 10,888,000 | PRN | DFND | 1 | 267,000 | 10,609,000 | 12,000 | |
| NICE LTD | NOTE 9/1 | 653656AB4 | 4,897,267 | 5,029,000 | PRN | SOLE | 5,029,000 | 0 | 0 | ||
| NICE LTD | NOTE 9/1 | 653656AB4 | 91,779,214 | 94,248,000 | PRN | OTR | 1 | 0 | 94,248,000 | 0 | |
| NICE LTD | SPONSORED ADR | 653656108 | 35,479,591 | 171,814 | SH | OTR | 1 | 0 | 171,814 | 0 | |
| NICE LTD | SPONSORED ADR | 653656108 | 1,033 | 5 | SH | DFND | 1 | 0 | 5 | 0 | |
| NICE LTD | SPONSORED ADR | 653656108 | 23,667,791 | 114,614 | SH | SOLE | 114,614 | 0 | 0 | ||
| NINE ENERGY SERVICE INC | COM | 65441V101 | 2,585 | 675 | SH | OTR | 5 | 0 | 675 | 0 | |
| NINE ENERGY SERVICE INC | COM | 65441V101 | 804,779 | 210,125 | SH | OTR | 1 | 0 | 210,125 | 0 | |
| NINE ENERGY SERVICE INC | COM | 65441V101 | 331,008 | 86,425 | SH | SOLE | 86,425 | 0 | 0 | ||
| NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 7,240,730 | 6,860,000 | PRN | DFND | 1 | 170,000 | 6,683,000 | 7,000 | |
| NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 2,832,596 | 2,671,000 | PRN | SOLE | 2,671,000 | 0 | 0 | ||
| NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 56,424,963 | 53,206,000 | PRN | OTR | 1 | 0 | 53,206,000 | 0 | |
| NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 148,826 | 141,000 | PRN | OTR | 4 | 18,000 | 123,000 | 0 | |
| NUVASIVE INC | NOTE 0.375% 3/1 | 670704AJ4 | 19,043,915 | 21,043,000 | PRN | OTR | 1 | 0 | 21,043,000 | 0 | |
| NUVASIVE INC | NOTE 0.375% 3/1 | 670704AJ4 | 6,574,713 | 7,285,000 | PRN | DFND | 1 | 177,000 | 7,102,000 | 6,000 | |
| NUVASIVE INC | NOTE 0.375% 3/1 | 670704AJ4 | 1,161,115 | 1,283,000 | PRN | SOLE | 1,283,000 | 0 | 0 | ||
| NUVASIVE INC | NOTE 0.375% 3/1 | 670704AJ4 | 138,083 | 153,000 | PRN | OTR | 4 | 20,000 | 133,000 | 0 | |
| NUVEEN AMT FREE QLTY MUN INC | COM | 670657105 | 10,168,398 | 930,320 | SH | SOLE | 930,320 | 0 | 0 | ||
| NUVEEN CR STRATEGIES INCOME | COM SHS | 67073D102 | 251,046 | 49,712 | SH | SOLE | 49,712 | 0 | 0 | ||
| NUVEEN NEW YORK AMT QLT MUNI | COM | 670656107 | 4,041,582 | 390,491 | SH | SOLE | 390,491 | 0 | 0 | ||
| NUVEEN NEW YORK AMT QLT MUNI | COM | 670656107 | 1,772,613 | 171,267 | SH | OTR | 1 | 0 | 171,267 | 0 | |
| NUVEEN PENNSYLVANIA QLT MUN | COM | 670972108 | 2,622,404 | 233,310 | SH | SOLE | 233,310 | 0 | 0 | ||
| OIL STS INTL INC | NOTE 4.750% 4/0 | 678026AK1 | 55,257,945 | 52,130,000 | PRN | OTR | 1 | 0 | 52,130,000 | 0 | |
| OIL STS INTL INC | NOTE 4.750% 4/0 | 678026AK1 | 181,260 | 171,000 | PRN | OTR | 7 | 0 | 171,000 | 0 | |
| OIL STS INTL INC | NOTE 4.750% 4/0 | 678026AK1 | 3,095,208 | 2,920,000 | PRN | SOLE | 2,920,000 | 0 | 0 | ||
| OKTA INC | NOTE 0.125% 9/0 | 679295AD7 | 11,639,745 | 12,805,000 | PRN | OTR | 1 | 0 | 12,805,000 | 0 | |
| OKTA INC | NOTE 0.125% 9/0 | 679295AD7 | 1,290,780 | 1,420,000 | PRN | SOLE | 1,420,000 | 0 | 0 | ||
| OMNICELL COM | NOTE 0.250% 9/1 | 68213NAD1 | 19,732,298 | 19,412,000 | PRN | OTR | 1 | 0 | 19,412,000 | 0 | |
| OMNICELL COM | NOTE 0.250% 9/1 | 68213NAD1 | 947,378 | 932,000 | PRN | SOLE | 932,000 | 0 | 0 | ||
| PACIRA BIOSCIENCES INC | NOTE 0.750% 8/0 | 695127AF7 | 1,597,740 | 1,718,000 | PRN | SOLE | 1,718,000 | 0 | 0 | ||
| PACIRA BIOSCIENCES INC | NOTE 0.750% 8/0 | 695127AF7 | 31,574,430 | 33,951,000 | PRN | OTR | 1 | 0 | 33,951,000 | 0 | |
| PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 11,488,104 | 4,464,000 | PRN | DFND | 1 | 115,000 | 4,344,000 | 5,000 | |
| PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 54,548,168 | 21,155,000 | PRN | OTR | 1 | 0 | 21,155,000 | 0 | |
| PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 2,008,652 | 779,000 | PRN | SOLE | 779,000 | 0 | 0 | ||
| PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 247,056 | 96,000 | PRN | OTR | 4 | 12,000 | 84,000 | 0 | |
| PARSONS CORP DEL | NOTE 0.250% 8/1 | 70202LAB8 | 8,643,091 | 7,519,000 | PRN | OTR | 1 | 0 | 7,519,000 | 0 | |
| PARSONS CORP DEL | NOTE 0.250% 8/1 | 70202LAB8 | 628,777 | 547,000 | PRN | SOLE | 547,000 | 0 | 0 | ||
| PATRICK INDS INC | NOTE 1.750%12/0 | 703343AG8 | 32,866,800 | 33,675,000 | PRN | OTR | 1 | 0 | 33,675,000 | 0 | |
| PATRICK INDS INC | NOTE 1.750%12/0 | 703343AG8 | 1,705,072 | 1,747,000 | PRN | SOLE | 1,747,000 | 0 | 0 | ||
| PATRICK INDS INC | NOTE 1.750%12/0 | 703343AG8 | 176,722 | 182,000 | PRN | OTR | 4 | 23,000 | 159,000 | 0 | |
| PATRICK INDS INC | NOTE 1.750%12/0 | 703343AG8 | 8,486,540 | 8,740,000 | PRN | DFND | 1 | 217,000 | 8,514,000 | 9,000 | |
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 6,013,511 | 7,124,000 | PRN | DFND | 1 | 176,000 | 6,940,000 | 8,000 | |
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 291,250 | 343,000 | PRN | SOLE | 343,000 | 0 | 0 | ||
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 125,774 | 149,000 | PRN | OTR | 4 | 20,000 | 129,000 | 0 | |
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 4,978,416 | 5,863,000 | PRN | OTR | 1 | 0 | 5,863,000 | 0 | |
| PERMIAN RESOURCES CORP | NOTE 3.250% 4/0 | 15136AAA0 | 2,781,588 | 1,442,000 | PRN | SOLE | 1,442,000 | 0 | 0 | ||
| PERMIAN RESOURCES CORP | NOTE 3.250% 4/0 | 15136AAA0 | 55,801,504 | 28,928,000 | PRN | OTR | 1 | 0 | 28,928,000 | 0 | |
| PG&E CORP | UNIT 08/16/2023 | 69331C140 | 10,175,950 | 68,062 | SH | DFND | 1 | 1,698 | 66,296 | 68 | |
| PG&E CORP | UNIT 08/16/2023 | 69331C140 | 47,256,300 | 315,000 | SH | OTR | 1 | 0 | 315,000 | 0 | |
| PG&E CORP | UNIT 08/16/2023 | 69331C140 | 2,887,585 | 19,248 | SH | SOLE | 19,248 | 0 | 0 | ||
| PG&E CORP | UNIT 08/16/2023 | 69331C140 | 215,444 | 1,441 | SH | OTR | 4 | 187 | 1,254 | 0 | |
| PGIM GLOBAL HIGH YIELD FD FO | COM | 69346J106 | 250,599 | 22,844 | SH | SOLE | 22,844 | 0 | 0 | ||
| PIMCO ETF TR | 25YR+ ZERO U S | 72201R882 | 212,589 | 2,310 | SH | SOLE | 2,310 | 0 | 0 | ||
| PIONEER MUNICIPAL HIGH INCOM | COM | 723762100 | 2,506,038 | 317,220 | SH | SOLE | 317,220 | 0 | 0 | ||
| PIONEER MUNICIPAL HIGH INCOM | COM | 723762100 | 1,583,152 | 200,399 | SH | OTR | 1 | 0 | 200,399 | 0 | |
| PIONEER MUNICIPAL HIGH INCOM | COM SHS | 723763108 | 1,364,228 | 159,933 | SH | SOLE | 159,933 | 0 | 0 | ||
| PIONEER MUNICIPAL HIGH INCOM | COM SHS | 723763108 | 1,714,138 | 200,954 | SH | OTR | 1 | 0 | 200,954 | 0 | |
| PIONEER NAT RES CO | NOTE 0.250% 5/1 | 723787AP2 | 11,094,539 | 5,046,000 | PRN | DFND | 1 | 126,000 | 4,915,000 | 5,000 | |
| PIONEER NAT RES CO | NOTE 0.250% 5/1 | 723787AP2 | 237,457 | 108,000 | PRN | OTR | 4 | 14,000 | 94,000 | 0 | |
| PIONEER NAT RES CO | NOTE 0.250% 5/1 | 723787AP2 | 66,293,259 | 30,083,000 | PRN | OTR | 1 | 0 | 30,083,000 | 0 | |
| PIONEER NAT RES CO | NOTE 0.250% 5/1 | 723787AP2 | 3,863,048 | 1,753,000 | PRN | SOLE | 1,753,000 | 0 | 0 | ||
| Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 6,252,011 | 7,195,000 | PRN | OTR | 1 | 0 | 7,195,000 | 0 | |
| Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 425,780 | 490,000 | PRN | SOLE | 490,000 | 0 | 0 | ||
| RINGCENTRAL INC | NOTE 3/0 | 76680RAF4 | 129,430 | 140,000 | PRN | SOLE | 140,000 | 0 | 0 | ||
| SABRE GLBL INC | NOTE 4.000% 4/1 | 78573NAE2 | 114,676 | 145,000 | PRN | SOLE | 145,000 | 0 | 0 | ||
| SABRE GLBL INC | NOTE 4.000% 4/1 | 78573NAE2 | 2,388,426 | 3,020,000 | PRN | OTR | 1 | 0 | 3,020,000 | 0 | |
| SHIFT4 PMTS INC | NOTE 12/1 | 82452JAB5 | 6,991,668 | 6,438,000 | PRN | DFND | 1 | 162,000 | 6,269,000 | 7,000 | |
| SHIFT4 PMTS INC | NOTE 12/1 | 82452JAB5 | 32,326,330 | 29,630,000 | PRN | OTR | 1 | 0 | 29,630,000 | 0 | |
| SHIFT4 PMTS INC | NOTE 12/1 | 82452JAB5 | 1,674,685 | 1,535,000 | PRN | SOLE | 1,535,000 | 0 | 0 | ||
| SHIFT4 PMTS INC | NOTE 12/1 | 82452JAB5 | 146,610 | 135,000 | PRN | OTR | 4 | 18,000 | 117,000 | 0 | |
| SNAP INC | NOTE 0.125% 3/0 | 83304AAH9 | 17,782,561 | 24,923,000 | PRN | OTR | 1 | 0 | 24,923,000 | 0 | |
| SNAP INC | NOTE 0.125% 3/0 | 83304AAH9 | 854,060 | 1,197,000 | PRN | SOLE | 1,197,000 | 0 | 0 | ||
| SNAP INC | NOTE 0.750% 8/0 | 83304AAB2 | 53,505 | 58,000 | PRN | OTR | 4 | 7,000 | 51,000 | 0 | |
| SNAP INC | NOTE 0.750% 8/0 | 83304AAB2 | 2,490,750 | 2,700,000 | PRN | DFND | 1 | 65,000 | 2,632,000 | 3,000 | |
| SNAP INC | NOTE 5/0 | 83304AAF3 | 773,310 | 1,038,000 | PRN | SOLE | 1,038,000 | 0 | 0 | ||
| SNAP INC | NOTE 5/0 | 83304AAF3 | 15,326,885 | 20,573,000 | PRN | OTR | 1 | 0 | 20,573,000 | 0 | |
| SOLAREDGE TECHNOLOGIES INC | NOTE 9/1 | 83417MAD6 | 903,969 | 759,000 | PRN | SOLE | 759,000 | 0 | 0 | ||
| SOLAREDGE TECHNOLOGIES INC | NOTE 9/1 | 83417MAD6 | 19,340,649 | 16,239,000 | PRN | OTR | 1 | 0 | 16,239,000 | 0 | |
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 3,363,331 | 2,924,000 | PRN | SOLE | 2,924,000 | 0 | 0 | ||
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 65,070,793 | 56,571,000 | PRN | OTR | 1 | 0 | 56,571,000 | 0 | |
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 108,124 | 94,000 | PRN | OTR | 7 | 0 | 94,000 | 0 | |
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 131,848 | 115,000 | PRN | OTR | 4 | 15,000 | 100,000 | 0 | |
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 6,319,508 | 5,512,000 | PRN | DFND | 1 | 138,000 | 5,369,000 | 5,000 | |
| SPDR GOLD TR | GOLD SHS | 78463V107 | 0 | 0 | SH | SOLE | 0 | 0 | 0 | ||
| SPDR GOLD TR | GOLD SHS | 78463V107 | 9,864,749 | 55,336 | SH | OTR | 1 | 0 | 55,336 | 0 | |
| SPIRIT AIRLS INC | NOTE 1.000% 5/1 | 848577AB8 | 75,952 | 94,000 | PRN | OTR | 4 | 12,000 | 82,000 | 0 | |
| SPIRIT AIRLS INC | NOTE 1.000% 5/1 | 848577AB8 | 3,433,192 | 4,249,000 | PRN | DFND | 1 | 106,000 | 4,139,000 | 4,000 | |
| SPLUNK INC | NOTE 1.125% 9/1 | 848637AD6 | 1,708,260 | 1,704,000 | PRN | SOLE | 1,704,000 | 0 | 0 | ||
| SPLUNK INC | NOTE 1.125% 9/1 | 848637AD6 | 4,282,000 | 4,282,000 | PRN | DFND | 1 | 107,000 | 4,171,000 | 4,000 | |
| SPLUNK INC | NOTE 1.125% 9/1 | 848637AD6 | 92,000 | 92,000 | PRN | OTR | 4 | 11,000 | 81,000 | 0 | |
| SPLUNK INC | NOTE 1.125% 9/1 | 848637AD6 | 34,065,953 | 33,981,000 | PRN | OTR | 1 | 0 | 33,981,000 | 0 | |
| SUMMIT HOTEL PPTYS | NOTE 1.500% 2/1 | 866082AA8 | 22,047,876 | 25,804,000 | PRN | OTR | 1 | 0 | 25,804,000 | 0 | |
| SUMMIT HOTEL PPTYS | NOTE 1.500% 2/1 | 866082AA8 | 1,037,286 | 1,214,000 | PRN | SOLE | 1,214,000 | 0 | 0 | ||
| TALOS ENERGY INC | COM | 87484T108 | 37,401,703 | 2,696,590 | SH | OTR | 1 | 0 | 2,696,590 | 0 | |
| TALOS ENERGY INC | COM | 87484T108 | 6,244,219 | 450,196 | SH | SOLE | 450,196 | 0 | 0 | ||
| TALOS ENERGY INC | COM | 87484T108 | 85,814 | 6,187 | SH | OTR | 5 | 0 | 6,187 | 0 | |
| TELADOC HEALTH INC | NOTE 1.250% 6/0 | 87918AAF2 | 122,430 | 154,000 | PRN | OTR | 4 | 20,000 | 134,000 | 0 | |
| TELADOC HEALTH INC | NOTE 1.250% 6/0 | 87918AAF2 | 5,691,405 | 7,159,000 | PRN | DFND | 1 | 182,000 | 6,971,000 | 6,000 | |
| TELADOC HEALTH INC | NOTE 1.250% 6/0 | 87918AAF2 | 38,277,600 | 47,847,000 | PRN | OTR | 1 | 0 | 47,847,000 | 0 | |
| TELADOC HEALTH INC | NOTE 1.250% 6/0 | 87918AAF2 | 2,230,400 | 2,788,000 | PRN | SOLE | 2,788,000 | 0 | 0 | ||
| UBER TECHNOLOGIES INC | NOTE 12/1 | 90353TAJ9 | 1,236,152 | 1,348,000 | PRN | SOLE | 1,348,000 | 0 | 0 | ||
| UBER TECHNOLOGIES INC | NOTE 12/1 | 90353TAJ9 | 25,530,018 | 27,840,000 | PRN | OTR | 1 | 0 | 27,840,000 | 0 | |
| VAIL RESORTS INC | NOTE 1/0 | 91879QAN9 | 150,046 | 168,000 | PRN | OTR | 4 | 22,000 | 146,000 | 0 | |
| VAIL RESORTS INC | NOTE 1/0 | 91879QAN9 | 7,148,613 | 8,004,000 | PRN | DFND | 1 | 197,000 | 7,799,000 | 8,000 | |
| VAIL RESORTS INC | NOTE 1/0 | 91879QAN9 | 52,643,597 | 58,615,000 | PRN | OTR | 1 | 0 | 58,615,000 | 0 | |
| VAIL RESORTS INC | NOTE 1/0 | 91879QAN9 | 2,629,710 | 2,928,000 | PRN | SOLE | 2,928,000 | 0 | 0 | ||
| VIAVI SOLUTIONS INC | NOTE 1.000% 3/0 | 925550AB1 | 57,530 | 58,000 | PRN | OTR | 4 | 8,000 | 50,000 | 0 | |
| VIAVI SOLUTIONS INC | NOTE 1.000% 3/0 | 925550AB1 | 999,633 | 1,004,000 | PRN | SOLE | 1,004,000 | 0 | 0 | ||
| VIAVI SOLUTIONS INC | NOTE 1.000% 3/0 | 925550AB1 | 28,686,668 | 28,812,000 | PRN | OTR | 1 | 0 | 28,812,000 | 0 | |
| VIAVI SOLUTIONS INC | NOTE 1.000% 3/0 | 925550AB1 | 2,777,320 | 2,800,000 | PRN | DFND | 1 | 71,000 | 2,725,000 | 4,000 | |
| VISTRA CORP | COM | 92840M102 | 0 | 0 | SH | SOLE | 0 | 0 | 0 | ||
| VISTRA CORP | COM | 92840M102 | 365,348 | 13,918 | SH | OTR | 2 | 0 | 13,918 | 0 | |
| WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 27,543,204 | 23,816 | SH | OTR | 1 | 0 | 23,816 | 0 | |
| WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 3,177,216 | 2,758 | SH | DFND | 1 | 71 | 2,684 | 3 | |
| WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 3,178,062 | 2,748 | SH | SOLE | 2,748 | 0 | 0 | ||
| WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 71,424 | 62 | SH | OTR | 4 | 8 | 54 | 0 | |
| WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 958102AP0 | 717,232 | 736,000 | PRN | SOLE | 736,000 | 0 | 0 | ||
| WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 958102AP0 | 4,515,833 | 4,634,000 | PRN | OTR | 1 | 0 | 4,634,000 | 0 | |
| WOLFSPEED INC | NOTE 0.250% 2/1 | 977852AB8 | 1,121,805 | 1,455,000 | PRN | SOLE | 1,455,000 | 0 | 0 | ||
| WOLFSPEED INC | NOTE 0.250% 2/1 | 977852AB8 | 135,582 | 177,000 | PRN | OTR | 4 | 23,000 | 154,000 | 0 | |
| WOLFSPEED INC | NOTE 0.250% 2/1 | 977852AB8 | 14,419,242 | 18,702,000 | PRN | OTR | 1 | 0 | 18,702,000 | 0 | |
| WOLFSPEED INC | NOTE 0.250% 2/1 | 977852AB8 | 6,557,726 | 8,561,000 | PRN | DFND | 1 | 215,000 | 8,337,000 | 9,000 | |
| WORKIVA INC | NOTE 1.125% 8/1 | 98139AAB1 | 169,181 | 120,000 | PRN | SOLE | 120,000 | 0 | 0 | ||
| ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 7,268,521 | 6,929,000 | PRN | DFND | 1 | 174,000 | 6,748,000 | 7,000 | |
| ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 35,654,712 | 33,828,000 | PRN | OTR | 1 | 0 | 33,828,000 | 0 | |
| ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 148,958 | 142,000 | PRN | OTR | 4 | 19,000 | 123,000 | 0 | |
| ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 2,004,708 | 1,902,000 | PRN | SOLE | 1,902,000 | 0 | 0 | ||
| ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 1,431,522 | 1,223,000 | PRN | SOLE | 1,223,000 | 0 | 0 | ||
| ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 20,719,021 | 17,701,000 | PRN | OTR | 1 | 0 | 17,701,000 | 0 | |
| ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 7,663,163 | 6,575,000 | PRN | DFND | 1 | 162,000 | 6,406,000 | 7,000 | |
| ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 160,839 | 138,000 | PRN | OTR | 4 | 18,000 | 120,000 | 0 | |