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 |
| ||||||||||||||||||||
| 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 | 4,161,560 | 401,695 | SH | SOLE | 401,695 | 0 | 0 | ||
| AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 4,405,433 | 3,735,000 | PRN | DFND | 1 | 101,000 | 3,630,000 | 4,000 | |
| AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 152,155 | 129,000 | PRN | OTR | 4 | 50,000 | 79,000 | 0 | |
| AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 266,513 | 225,000 | PRN | SOLE | 225,000 | 0 | 0 | ||
| AKAMAI TECHNOLOGIES INC | NOTE 0.375% 9/0 | 00971TAL5 | 1,788,233 | 1,691,000 | PRN | SOLE | 1,691,000 | 0 | 0 | ||
| AKAMAI TECHNOLOGIES INC | NOTE 0.375% 9/0 | 00971TAL5 | 36,828,495 | 34,826,000 | PRN | OTR | 1 | 0 | 34,826,000 | 0 | |
| ALNYLAM PHARMACEUTICALS INC | NOTE 1.000% 9/1 | 02043QAB3 | 10,586,385 | 11,204,000 | PRN | OTR | 1 | 0 | 11,204,000 | 0 | |
| ALNYLAM PHARMACEUTICALS INC | NOTE 1.000% 9/1 | 02043QAB3 | 693,539 | 734,000 | PRN | SOLE | 734,000 | 0 | 0 | ||
| AMERICAN AIRLINES GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 | 16,185,503 | 13,935,000 | PRN | OTR | 1 | 0 | 13,935,000 | 0 | |
| AMERICAN AIRLINES GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 | 365,873 | 315,000 | PRN | SOLE | 315,000 | 0 | 0 | ||
| APOLLO GLOBAL MGMT INC | SER A MAND CNV | 03769M304 | 7,147,778 | 112,122 | SH | DFND | 1 | 3,091 | 108,904 | 127 | |
| APOLLO GLOBAL MGMT INC | SER A MAND CNV | 03769M304 | 240,593 | 3,774 | SH | OTR | 4 | 1,539 | 2,235 | 0 | |
| APOLLO GLOBAL MGMT INC | SER A MAND CNV | 03769M304 | 2,238,764 | 34,850 | SH | SOLE | 34,850 | 0 | 0 | ||
| APOLLO GLOBAL MGMT INC | SER A MAND CNV | 03769M304 | 38,376,976 | 597,400 | SH | OTR | 1 | 0 | 597,400 | 0 | |
| ARES CAPITAL CORP | COM | 04010L103 | 11,864,693 | 569,870 | SH | OTR | 1 | 0 | 569,870 | 0 | |
| ARES CAPITAL CORP | COM | 04010L103 | 840,170 | 40,354 | SH | SOLE | 40,354 | 0 | 0 | ||
| ARRAY TECHNOLOGIES INC | NOTE 1.000%12/0 | 04271TAB6 | 4,760,920 | 5,149,000 | PRN | DFND | 1 | 146,000 | 4,998,000 | 5,000 | |
| ARRAY TECHNOLOGIES INC | NOTE 1.000%12/0 | 04271TAB6 | 14,557,959 | 15,681,000 | PRN | OTR | 1 | 0 | 15,681,000 | 0 | |
| ARRAY TECHNOLOGIES INC | NOTE 1.000%12/0 | 04271TAB6 | 157,187 | 170,000 | PRN | OTR | 4 | 67,000 | 103,000 | 0 | |
| ARRAY TECHNOLOGIES INC | NOTE 1.000%12/0 | 04271TAB6 | 927,454 | 999,000 | PRN | SOLE | 999,000 | 0 | 0 | ||
| BANK AMERICA CORP | 7.25%CNV PFD L | 060505682 | 2,568,605 | 2,147 | SH | SOLE | 2,147 | 0 | 0 | ||
| BANK AMERICA CORP | 7.25%CNV PFD L | 060505682 | 28,363,526 | 23,708 | SH | OTR | 1 | 0 | 23,708 | 0 | |
| BANK AMERICA CORP | 7.25%CNV PFD L | 060505682 | 5,860,070 | 4,909 | SH | DFND | 1 | 135 | 4,769 | 5 | |
| BANK AMERICA CORP | 7.25%CNV PFD L | 060505682 | 205,323 | 172 | SH | OTR | 4 | 68 | 104 | 0 | |
| BENTLEY SYS INC | NOTE 0.125% 1/1 | 08265TAB5 | 1,008,538 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| BENTLEY SYS INC | NOTE 0.125% 1/1 | 08265TAB5 | 7,074,896 | 7,015,000 | PRN | OTR | 1 | 0 | 7,015,000 | 0 | |
| BILL HOLDINGS INC | NOTE 12/0 | 090043AB6 | 528,840 | 565,000 | PRN | SOLE | 565,000 | 0 | 0 | ||
| BILL HOLDINGS INC | NOTE 12/0 | 090043AB6 | 9,238,320 | 9,870,000 | PRN | OTR | 1 | 0 | 9,870,000 | 0 | |
| BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 8,406,046 | 8,561,000 | PRN | DFND | 1 | 236,000 | 8,315,000 | 10,000 | |
| BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 280,823 | 286,000 | PRN | OTR | 4 | 116,000 | 170,000 | 0 | |
| BIOMARIN PHARMACEUTICAL INC | NOTE 1.250% 5/1 | 09061GAK7 | 71,770,120 | 72,400,000 | PRN | OTR | 1 | 0 | 72,400,000 | 0 | |
| BIOMARIN PHARMACEUTICAL INC | NOTE 1.250% 5/1 | 09061GAK7 | 3,268,952 | 3,300,000 | PRN | SOLE | 3,300,000 | 0 | 0 | ||
| BLACKLINE INC | NOTE 3/1 | 09239BAD1 | 436,711 | 480,000 | PRN | SOLE | 480,000 | 0 | 0 | ||
| BLACKROCK MUN INCOME QUALITY | COM | 092479104 | 210,378 | 18,136 | SH | OTR | 1 | 0 | 18,136 | 0 | |
| BLACKROCK MUN INCOME QUALITY | COM | 092479104 | 166,634 | 14,365 | SH | SOLE | 14,365 | 0 | 0 | ||
| BLACKROCK MUN INCOME TR | SH BEN INT | 09248F109 | 1,388,548 | 134,419 | SH | OTR | 1 | 0 | 134,419 | 0 | |
| BLACKROCK MUN INCOME TR | SH BEN INT | 09248F109 | 1,981,366 | 191,807 | SH | SOLE | 191,807 | 0 | 0 | ||
| BLACKROCK MUN TARGET TERM TR | COM SHS BEN IN | 09257P105 | 8,999,654 | 427,334 | SH | OTR | 1 | 0 | 427,334 | 0 | |
| BLACKROCK MUN TARGET TERM TR | COM SHS BEN IN | 09257P105 | 20,520,169 | 974,367 | SH | SOLE | 974,367 | 0 | 0 | ||
| BLACKROCK MUNI INCOME TR II | COM | 09249N101 | 811,155 | 74,692 | SH | OTR | 1 | 0 | 74,692 | 0 | |
| BLACKROCK MUNI INCOME TR II | COM | 09249N101 | 677,273 | 62,364 | SH | SOLE | 62,364 | 0 | 0 | ||
| BLACKROCK MUNICIPAL INCOME | COM | 09253X102 | 2,394,863 | 198,579 | SH | OTR | 1 | 0 | 198,579 | 0 | |
| BLACKROCK MUNICIPAL INCOME | COM | 09253X102 | 6,520,444 | 540,667 | SH | SOLE | 540,667 | 0 | 0 | ||
| BLACKROCK MUNIHLDGS NJ QLTY | COM | 09254X101 | 8,814,982 | 757,952 | SH | SOLE | 757,952 | 0 | 0 | ||
| BLACKROCK MUNIHLDGS NJ QLTY | COM | 09254X101 | 4,476,794 | 384,935 | SH | OTR | 1 | 0 | 384,935 | 0 | |
| BLACKROCK MUNIHLDGS NY QLTY | COM | 09255C106 | 6,212,687 | 586,656 | SH | SOLE | 586,656 | 0 | 0 | ||
| BLACKROCK MUNIHLDGS NY QLTY | COM | 09255C106 | 5,560,894 | 525,108 | SH | OTR | 1 | 0 | 525,108 | 0 | |
| BLACKROCK MUNIHLDNGS CALI QL | COM | 09254L107 | 643,898 | 58,483 | SH | SOLE | 58,483 | 0 | 0 | ||
| BLACKROCK MUNIHLDNGS CALI QL | COM | 09254L107 | 804,941 | 73,110 | SH | OTR | 1 | 0 | 73,110 | 0 | |
| BLACKROCK MUNIHOLDINGS FD IN | COM | 09253N104 | 4,512,822 | 373,578 | SH | OTR | 1 | 0 | 373,578 | 0 | |
| BLACKROCK MUNIHOLDINGS FD IN | COM | 09253N104 | 11,860,772 | 981,852 | SH | SOLE | 981,852 | 0 | 0 | ||
| BLACKROCK MUNIVEST FD INC | COM | 09253R105 | 5,854,131 | 829,197 | SH | SOLE | 829,197 | 0 | 0 | ||
| BLACKROCK MUNIVEST FD INC | COM | 09253R105 | 1,358,521 | 192,425 | SH | OTR | 1 | 0 | 192,425 | 0 | |
| BLACKROCK MUNIYIELD FD INC | COM | 09253W104 | 2,217,574 | 200,504 | SH | OTR | 1 | 0 | 200,504 | 0 | |
| BLACKROCK MUNIYIELD FD INC | COM | 09253W104 | 2,008,507 | 181,601 | SH | SOLE | 181,601 | 0 | 0 | ||
| BLACKROCK MUNIYIELD MICH QU | COM | 09254V105 | 4,828,997 | 419,548 | SH | SOLE | 419,548 | 0 | 0 | ||
| BLACKROCK MUNIYIELD MICH QU | COM | 09254V105 | 2,823,069 | 245,271 | SH | OTR | 1 | 0 | 245,271 | 0 | |
| BLACKROCK MUNIYIELD N Y QUAL | COM | 09255E102 | 5,718,619 | 543,595 | SH | OTR | 1 | 0 | 543,595 | 0 | |
| BLACKROCK MUNIYIELD N Y QUAL | COM | 09255E102 | 2,851,225 | 271,029 | SH | SOLE | 271,029 | 0 | 0 | ||
| BLACKROCK MUNIYIELD QUALITY | COM | 09254G108 | 4,246,061 | 404,002 | SH | SOLE | 404,002 | 0 | 0 | ||
| BLACKROCK MUNIYIELD QUALITY | COM | 09254G108 | 6,180,836 | 588,091 | SH | OTR | 1 | 0 | 588,091 | 0 | |
| BLACKROCK MUNIYILD QULT FD I | COM | 09254F100 | 864,973 | 70,610 | SH | SOLE | 70,610 | 0 | 0 | ||
| BLACKROCK MUNIYILD QULT FD I | COM | 09254F100 | 3,518,531 | 287,227 | SH | OTR | 1 | 0 | 287,227 | 0 | |
| BLACKROCK N Y MUN INCOME TRU | SH BEN INT | 09248L106 | 419,622 | 39,587 | SH | SOLE | 39,587 | 0 | 0 | ||
| BLACKROCK N Y MUN INCOME TRU | SH BEN INT | 09248L106 | 417,608 | 39,397 | SH | OTR | 1 | 0 | 39,397 | 0 | |
| BLOCK INC | NOTE 0.125% 3/0 | 852234AF0 | 114,520 | 112,000 | PRN | OTR | 4 | 48,000 | 64,000 | 0 | |
| BLOCK INC | NOTE 0.125% 3/0 | 852234AF0 | 40,919,666 | 39,873,000 | PRN | OTR | 1 | 0 | 39,873,000 | 0 | |
| BLOCK INC | NOTE 0.125% 3/0 | 852234AF0 | 1,670,735 | 1,628,000 | PRN | SOLE | 1,628,000 | 0 | 0 | ||
| BLOCK INC | NOTE 0.125% 3/0 | 852234AF0 | 3,372,205 | 3,298,000 | PRN | DFND | 1 | 86,000 | 3,208,000 | 4,000 | |
| BOOKING HOLDINGS INC | NOTE 0.750% 5/0 | 09857LAN8 | 40,635,000 | 21,000,000 | PRN | OTR | 1 | 0 | 21,000,000 | 0 | |
| BOOKING HOLDINGS INC | NOTE 0.750% 5/0 | 09857LAN8 | 2,821,230 | 1,458,000 | PRN | SOLE | 1,458,000 | 0 | 0 | ||
| BRIDGEBIO PHARMA INC | NOTE 2.250% 2/0 | 10806XAD4 | 15,231,700 | 18,590,000 | PRN | OTR | 1 | 0 | 18,590,000 | 0 | |
| BRIDGEBIO PHARMA INC | NOTE 2.250% 2/0 | 10806XAD4 | 636,634 | 777,000 | PRN | SOLE | 777,000 | 0 | 0 | ||
| CABLE ONE INC | NOTE 1.125% 3/1 | 12685JAG0 | 14,828,650 | 19,625,000 | PRN | OTR | 1 | 0 | 19,625,000 | 0 | |
| CABLE ONE INC | NOTE 1.125% 3/1 | 12685JAG0 | 7,106,418 | 9,405,000 | PRN | SOLE | 9,405,000 | 0 | 0 | ||
| CABLE ONE INC | NOTE 1.125% 3/1 | 12685JAG0 | 41,558 | 55,000 | PRN | OTR | 5 | 0 | 55,000 | 0 | |
| CABLE ONE INC | NOTE 3/1 | 12685JAE5 | 70,080 | 80,000 | PRN | OTR | 5 | 0 | 80,000 | 0 | |
| CABLE ONE INC | NOTE 3/1 | 12685JAE5 | 8,851,880 | 10,100,000 | PRN | SOLE | 10,100,000 | 0 | 0 | ||
| CABLE ONE INC | NOTE 3/1 | 12685JAE5 | 10,836,120 | 12,370,000 | PRN | OTR | 1 | 0 | 12,370,000 | 0 | |
| CENTURY ALUM CO | NOTE 2.750% 5/0 | 156431AQ1 | 40,820 | 40,000 | PRN | OTR | 5 | 0 | 40,000 | 0 | |
| CENTURY ALUM CO | NOTE 2.750% 5/0 | 156431AQ1 | 3,587,058 | 3,515,000 | PRN | SOLE | 3,515,000 | 0 | 0 | ||
| CHART INDS INC | 6.75DP CNV PFD B | 16115Q407 | 129,768 | 2,021 | SH | OTR | 4 | 819 | 1,202 | 0 | |
| CHART INDS INC | 6.75DP CNV PFD B | 16115Q407 | 988,019 | 14,900 | SH | SOLE | 14,900 | 0 | 0 | ||
| CHART INDS INC | 6.75DP CNV PFD B | 16115Q407 | 3,880,146 | 60,429 | SH | DFND | 1 | 1,663 | 58,698 | 68 | |
| CHART INDS INC | 6.75DP CNV PFD B | 16115Q407 | 22,319,946 | 336,600 | SH | OTR | 1 | 0 | 336,600 | 0 | |
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 16,731,878 | 18,696,000 | PRN | OTR | 1 | 0 | 18,696,000 | 0 | |
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 6,687,009 | 7,514,000 | PRN | DFND | 1 | 209,000 | 7,296,000 | 9,000 | |
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 222,485 | 250,000 | PRN | OTR | 4 | 101,000 | 149,000 | 0 | |
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 756,228 | 845,000 | PRN | SOLE | 845,000 | 0 | 0 | ||
| CHEFS WHSE INC | NOTE 1.875%12/0 | 163086AB7 | 27,675 | 27,000 | PRN | SOLE | 27,000 | 0 | 0 | ||
| CHEFS WHSE INC | NOTE 2.375%12/1 | 163086AE1 | 6,630,481 | 6,058,000 | PRN | DFND | 1 | 165,000 | 5,886,000 | 7,000 | |
| CHEFS WHSE INC | NOTE 2.375%12/1 | 163086AE1 | 25,613,952 | 23,296,000 | PRN | OTR | 1 | 0 | 23,296,000 | 0 | |
| CHEFS WHSE INC | NOTE 2.375%12/1 | 163086AE1 | 1,331,495 | 1,211,000 | PRN | SOLE | 1,211,000 | 0 | 0 | ||
| CHEFS WHSE INC | NOTE 2.375%12/1 | 163086AE1 | 219,994 | 201,000 | PRN | OTR | 4 | 82,000 | 119,000 | 0 | |
| CHEGG INC | NOTE 9/0 | 163092AF6 | 37,688 | 45,000 | PRN | SOLE | 45,000 | 0 | 0 | ||
| CHORD ENERGY CORPORATION | COM NEW | 674215207 | 116,212 | 652 | SH | SOLE | 652 | 0 | 0 | ||
| CHORD ENERGY CORPORATION | COM NEW | 674215207 | 16,949,911 | 95,096 | SH | OTR | 1 | 0 | 95,096 | 0 | |
| CONMED CORP | NOTE 2.250% 6/1 | 207410AH4 | 5,699,371 | 6,237,000 | PRN | DFND | 1 | 173,000 | 6,057,000 | 7,000 | |
| CONMED CORP | NOTE 2.250% 6/1 | 207410AH4 | 2,172,547 | 2,371,000 | PRN | SOLE | 2,371,000 | 0 | 0 | ||
| CONMED CORP | NOTE 2.250% 6/1 | 207410AH4 | 43,252,109 | 47,203,000 | PRN | OTR | 1 | 0 | 47,203,000 | 0 | |
| CONMED CORP | NOTE 2.250% 6/1 | 207410AH4 | 186,415 | 204,000 | PRN | OTR | 4 | 81,000 | 123,000 | 0 | |
| DANAHER CORPORATION | COM | 235851102 | 37,512,189 | 150,217 | SH | OTR | 1 | 0 | 150,217 | 0 | |
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 1,596,406 | 1,129,000 | PRN | SOLE | 1,129,000 | 0 | 0 | ||
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 238,121 | 169,000 | PRN | OTR | 4 | 67,000 | 102,000 | 0 | |
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 6,991,458 | 4,962,000 | PRN | DFND | 1 | 140,000 | 4,817,000 | 5,000 | |
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 28,002,856 | 19,804,000 | PRN | OTR | 1 | 0 | 19,804,000 | 0 | |
| DEXCOM INC | NOTE 0.250%11/1 | 252131AK3 | 225,014 | 205,000 | PRN | OTR | 4 | 83,000 | 122,000 | 0 | |
| DEXCOM INC | NOTE 0.250%11/1 | 252131AK3 | 36,694,713 | 33,317,000 | PRN | OTR | 1 | 0 | 33,317,000 | 0 | |
| DEXCOM INC | NOTE 0.250%11/1 | 252131AK3 | 2,276,555 | 2,067,000 | PRN | SOLE | 2,067,000 | 0 | 0 | ||
| DEXCOM INC | NOTE 0.250%11/1 | 252131AK3 | 6,742,741 | 6,143,000 | PRN | DFND | 1 | 169,000 | 5,968,000 | 6,000 | |
| DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 22,997,875 | 36,650,000 | PRN | OTR | 1 | 0 | 36,650,000 | 0 | |
| DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 62,750 | 100,000 | PRN | OTR | 5 | 0 | 100,000 | 0 | |
| DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 10,819,663 | 17,215,000 | PRN | SOLE | 17,215,000 | 0 | 0 | ||
| DROPBOX INC | NOTE 3/0 | 26210CAD6 | 21,669,749 | 23,099,000 | PRN | OTR | 1 | 0 | 23,099,000 | 0 | |
| DROPBOX INC | NOTE 3/0 | 26210CAC8 | 222,780 | 235,000 | PRN | OTR | 4 | 96,000 | 139,000 | 0 | |
| DROPBOX INC | NOTE 3/0 | 26210CAD6 | 1,556,349 | 1,659,000 | PRN | SOLE | 1,659,000 | 0 | 0 | ||
| DROPBOX INC | NOTE 3/0 | 26210CAC8 | 6,535,512 | 6,894,000 | PRN | DFND | 1 | 186,000 | 6,700,000 | 8,000 | |
| DWS MUN INCOME TR NEW | COM | 233368109 | 1,182,948 | 131,002 | SH | OTR | 1 | 0 | 131,002 | 0 | |
| DWS MUN INCOME TR NEW | COM | 233368109 | 406,476 | 45,014 | SH | SOLE | 45,014 | 0 | 0 | ||
| EATON VANCE MUN BD FD | COM | 27827X101 | 1,027,662 | 99,291 | SH | OTR | 1 | 0 | 99,291 | 0 | |
| EATON VANCE MUN BD FD | COM | 27827X101 | 2,628,155 | 253,928 | SH | SOLE | 253,928 | 0 | 0 | ||
| EATON VANCE NEW YORK MUN BD | COM | 27827Y109 | 122,696 | 12,636 | SH | OTR | 1 | 0 | 12,636 | 0 | |
| EATON VANCE NEW YORK MUN BD | COM | 27827Y109 | 4,018,338 | 413,835 | SH | SOLE | 413,835 | 0 | 0 | ||
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAH0 | 186,557 | 203,000 | PRN | OTR | 4 | 84,000 | 119,000 | 0 | |
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAH0 | 1,017,793 | 1,103,000 | PRN | SOLE | 1,103,000 | 0 | 0 | ||
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAH0 | 29,970,920 | 32,480,000 | PRN | OTR | 1 | 0 | 32,480,000 | 0 | |
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAH0 | 5,600,386 | 6,094,000 | PRN | DFND | 1 | 167,000 | 5,920,000 | 7,000 | |
| ENVESTNET INC | NOTE 2.625%12/0 | 29404KAG1 | 1,665,494 | 1,569,000 | PRN | SOLE | 1,569,000 | 0 | 0 | ||
| ENVESTNET INC | NOTE 2.625%12/0 | 29404KAG1 | 30,971,386 | 29,177,000 | PRN | OTR | 1 | 0 | 29,177,000 | 0 | |
| ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 | 133,182 | 126,000 | PRN | OTR | 4 | 50,000 | 76,000 | 0 | |
| ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 | 3,864,392 | 3,656,000 | PRN | DFND | 1 | 101,000 | 3,551,000 | 4,000 | |
| ETSY INC | NOTE 0.250% 6/1 | 29786AAN6 | 1,722,200 | 2,180,000 | PRN | SOLE | 2,180,000 | 0 | 0 | ||
| ETSY INC | NOTE 0.250% 6/1 | 29786AAN6 | 40,856,430 | 51,717,000 | PRN | OTR | 1 | 0 | 51,717,000 | 0 | |
| EURONET WORLDWIDE INC | NOTE 0.750% 3/1 | 298736AL3 | 808,835 | 830,000 | PRN | SOLE | 830,000 | 0 | 0 | ||
| EURONET WORLDWIDE INC | NOTE 0.750% 3/1 | 298736AL3 | 22,983,583 | 23,585,000 | PRN | OTR | 1 | 0 | 23,585,000 | 0 | |
| EVERBRIDGE INC | NOTE 0.125%12/1 | 29978AAC8 | 16,762 | 17,000 | PRN | SOLE | 17,000 | 0 | 0 | ||
| EXACT SCIENCES CORP | NOTE 0.375% 3/0 | 30063PAC9 | 154,879 | 168,000 | PRN | OTR | 4 | 66,000 | 102,000 | 0 | |
| EXACT SCIENCES CORP | NOTE 0.375% 3/0 | 30063PAC9 | 61,751,769 | 66,802,000 | PRN | OTR | 1 | 0 | 66,802,000 | 0 | |
| EXACT SCIENCES CORP | NOTE 0.375% 3/0 | 30063PAC9 | 2,990,434 | 3,235,000 | PRN | SOLE | 3,235,000 | 0 | 0 | ||
| EXACT SCIENCES CORP | NOTE 0.375% 3/0 | 30063PAC9 | 4,568,015 | 4,955,000 | PRN | DFND | 1 | 135,000 | 4,816,000 | 4,000 | |
| EXPEDIA GROUP INC | NOTE 2/1 | 30212PBE4 | 234,278 | 253,000 | PRN | SOLE | 253,000 | 0 | 0 | ||
| EXPEDIA GROUP INC | NOTE 2/1 | 30212PBE4 | 5,167,080 | 5,580,000 | PRN | OTR | 1 | 0 | 5,580,000 | 0 | |
| FORD MTR CO DEL | NOTE 3/1 | 345370CZ1 | 208,767 | 202,000 | PRN | OTR | 4 | 83,000 | 119,000 | 0 | |
| FORD MTR CO DEL | NOTE 3/1 | 345370CZ1 | 63,017,219 | 60,681,000 | PRN | OTR | 1 | 0 | 60,681,000 | 0 | |
| FORD MTR CO DEL | NOTE 3/1 | 345370CZ1 | 6,271,278 | 6,068,000 | PRN | DFND | 1 | 165,000 | 5,896,000 | 7,000 | |
| FORD MTR CO DEL | NOTE 3/1 | 345370CZ1 | 2,990,880 | 2,880,000 | PRN | SOLE | 2,880,000 | 0 | 0 | ||
| FORUM ENERGY TECHNOLOGIES IN | COM | 34984V209 | 15,563,121 | 778,935 | SH | OTR | 1 | 0 | 778,935 | 0 | |
| FORUM ENERGY TECHNOLOGIES IN | COM | 34984V209 | 3,825,205 | 192,077 | SH | SOLE | 192,077 | 0 | 0 | ||
| FORUM ENERGY TECHNOLOGIES IN | COM | 34984V209 | 44,495 | 2,227 | SH | OTR | 5 | 0 | 2,227 | 0 | |
| FORUM ENERGY TECHNOLOGIES IN | NOTE 9.000% 8/0 | 34984VAC4 | 65,795 | 65,762 | PRN | OTR | 5 | 0 | 65,762 | 0 | |
| FORUM ENERGY TECHNOLOGIES IN | NOTE 9.000% 8/0 | 34984VAC4 | 11,438,825 | 11,433,166 | PRN | SOLE | 11,433,166 | 0 | 0 | ||
| FORUM ENERGY TECHNOLOGIES IN | NOTE 9.000% 8/0 | 34984VAC4 | 23,061,991 | 23,050,466 | PRN | OTR | 1 | 0 | 23,050,466 | 0 | |
| GREENBRIER COS INC | NOTE 2.875% 4/1 | 393657AM3 | 20,531,779 | 18,463,000 | PRN | OTR | 1 | 0 | 18,463,000 | 0 | |
| GREENBRIER COS INC | NOTE 2.875% 4/1 | 393657AM3 | 875,183 | 787,000 | PRN | SOLE | 787,000 | 0 | 0 | ||
| GULFPORT ENERGY CORP | COMMON SHARES | 402635502 | 353,385 | 2,207 | SH | OTR | 5 | 0 | 2,207 | 0 | |
| GULFPORT ENERGY CORP | COMMON SHARES | 402635502 | 110,249,825 | 688,545 | SH | OTR | 1 | 0 | 688,545 | 0 | |
| GULFPORT ENERGY CORP | COMMON SHARES | 402635502 | 21,357,910 | 131,869 | SH | SOLE | 131,869 | 0 | 0 | ||
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 6,757,216 | 7,360,000 | PRN | DFND | 1 | 203,000 | 7,149,000 | 8,000 | |
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 1,600,655 | 1,734,000 | PRN | SOLE | 1,734,000 | 0 | 0 | ||
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 225,853 | 246,000 | PRN | OTR | 4 | 100,000 | 146,000 | 0 | |
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 17,151,198 | 18,580,000 | PRN | OTR | 1 | 0 | 18,580,000 | 0 | |
| HALOZYME THERAPEUTICS INC | NOTE 1.000% 8/1 | 40637HAF6 | 200,139 | 206,000 | PRN | OTR | 4 | 84,000 | 122,000 | 0 | |
| HALOZYME THERAPEUTICS INC | NOTE 1.000% 8/1 | 40637HAF6 | 6,132,424 | 6,312,000 | PRN | DFND | 1 | 174,000 | 6,130,000 | 8,000 | |
| HALOZYME THERAPEUTICS INC | NOTE 1.000% 8/1 | 40637HAF6 | 35,677,624 | 36,628,000 | PRN | OTR | 1 | 0 | 36,628,000 | 0 | |
| HALOZYME THERAPEUTICS INC | NOTE 1.000% 8/1 | 40637HAF6 | 1,807,843 | 1,856,000 | PRN | SOLE | 1,856,000 | 0 | 0 | ||
| IMPINJ INC | NOTE 1.125% 5/1 | 453204AD1 | 630,354 | 465,000 | PRN | SOLE | 465,000 | 0 | 0 | ||
| IMPINJ INC | NOTE 1.125% 5/1 | 453204AD1 | 12,925,646 | 9,535,000 | PRN | OTR | 1 | 0 | 9,535,000 | 0 | |
| INFINERA CORP | NOTE 2.500% 3/0 | 45667GAE3 | 348,153 | 339,000 | PRN | SOLE | 339,000 | 0 | 0 | ||
| INFINERA CORP | NOTE 2.500% 3/0 | 45667GAE3 | 11,851,580 | 11,540,000 | PRN | OTR | 1 | 0 | 11,540,000 | 0 | |
| INTEGER HLDGS CORP | NOTE 2.125% 2/1 | 45826HAB5 | 52,361,128 | 36,161,000 | PRN | OTR | 1 | 0 | 36,161,000 | 0 | |
| INTEGER HLDGS CORP | NOTE 2.125% 2/1 | 45826HAB5 | 7,108,218 | 4,926,000 | PRN | DFND | 1 | 136,000 | 4,785,000 | 5,000 | |
| INTEGER HLDGS CORP | NOTE 2.125% 2/1 | 45826HAB5 | 2,649,840 | 1,830,000 | PRN | SOLE | 1,830,000 | 0 | 0 | ||
| INTEGER HLDGS CORP | NOTE 2.125% 2/1 | 45826HAB5 | 242,424 | 168,000 | PRN | OTR | 4 | 69,000 | 99,000 | 0 | |
| INTEGRA LIFESCIENCES HLDGS C | NOTE 0.500% 8/1 | 457985AM1 | 16,741,447 | 17,501,000 | PRN | OTR | 1 | 0 | 17,501,000 | 0 | |
| INTEGRA LIFESCIENCES HLDGS C | NOTE 0.500% 8/1 | 457985AM1 | 5,846,688 | 6,136,000 | PRN | DFND | 1 | 168,000 | 5,961,000 | 7,000 | |
| INTEGRA LIFESCIENCES HLDGS C | NOTE 0.500% 8/1 | 457985AM1 | 193,429 | 203,000 | PRN | OTR | 4 | 83,000 | 120,000 | 0 | |
| INTEGRA LIFESCIENCES HLDGS C | NOTE 0.500% 8/1 | 457985AM1 | 1,371,764 | 1,434,000 | PRN | SOLE | 1,434,000 | 0 | 0 | ||
| INTERDIGITAL INC | NOTE 2.000% 6/0 | 45867GAB7 | 435,809 | 335,000 | PRN | SOLE | 335,000 | 0 | 0 | ||
| INTERDIGITAL INC | NOTE 2.000% 6/0 | 45867GAB7 | 9,574,778 | 7,360,000 | PRN | OTR | 1 | 0 | 7,360,000 | 0 | |
| INVESCO PA VALUE MUN INC TR | COM | 46132K109 | 428,204 | 41,776 | SH | SOLE | 41,776 | 0 | 0 | ||
| INVESCO PA VALUE MUN INC TR | COM | 46132K109 | 191,665 | 18,699 | SH | OTR | 1 | 0 | 18,699 | 0 | |
| IONIS PHARMACEUTICALS INC | NOTE 4/0 | 462222AD2 | 3,252,524 | 3,304,000 | PRN | DFND | 1 | 87,000 | 3,213,000 | 4,000 | |
| IONIS PHARMACEUTICALS INC | NOTE 4/0 | 462222AD2 | 24,758,255 | 25,023,000 | PRN | OTR | 1 | 0 | 25,023,000 | 0 | |
| IONIS PHARMACEUTICALS INC | NOTE 4/0 | 462222AD2 | 111,239 | 113,000 | PRN | OTR | 4 | 48,000 | 65,000 | 0 | |
| IONIS PHARMACEUTICALS INC | NOTE 4/0 | 462222AD2 | 1,402,008 | 1,417,000 | PRN | SOLE | 1,417,000 | 0 | 0 | ||
| ISHARES GOLD TR | ISHARES NEW | 464285204 | 39,048,295 | 929,500 | SH | OTR | 1 | 0 | 929,500 | 0 | |
| KOSMOS ENERGY LTD | COM | 500688106 | 8,961,790 | 1,503,656 | SH | OTR | 1 | 0 | 1,503,656 | 0 | |
| LANTHEUS HLDGS INC | NOTE 2.625%12/1 | 516544AB9 | 5,631,752 | 5,092,000 | PRN | DFND | 1 | 142,000 | 4,945,000 | 5,000 | |
| LANTHEUS HLDGS INC | NOTE 2.625%12/1 | 516544AB9 | 194,656 | 176,000 | PRN | OTR | 4 | 71,000 | 105,000 | 0 | |
| LANTHEUS HLDGS INC | NOTE 2.625%12/1 | 516544AB9 | 54,509,810 | 49,119,000 | PRN | OTR | 1 | 0 | 49,119,000 | 0 | |
| LANTHEUS HLDGS INC | NOTE 2.625%12/1 | 516544AB9 | 2,765,497 | 2,492,000 | PRN | SOLE | 2,492,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP DEL | NOTE 2.250% 8/1 | 531229AQ5 | 1,638,099 | 1,594,000 | PRN | SOLE | 1,594,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP DEL | NOTE 2.250% 8/1 | 531229AQ5 | 28,797,251 | 28,022,000 | PRN | OTR | 1 | 0 | 28,022,000 | 0 | |
| LIBERTY MEDIA CORP DEL | NOTE 2.250% 8/1 | 531229AQ5 | 6,220,902 | 6,083,000 | PRN | DFND | 1 | 168,000 | 5,909,000 | 6,000 | |
| LIBERTY MEDIA CORP DEL | NOTE 2.250% 8/1 | 531229AQ5 | 208,625 | 204,000 | PRN | OTR | 4 | 83,000 | 121,000 | 0 | |
| LIBERTY MEDIA CORP DEL | NOTE 3.750% 3/1 | 531229AP7 | 34,973,128 | 28,445,000 | PRN | OTR | 1 | 0 | 28,445,000 | 0 | |
| LIBERTY MEDIA CORP DEL | NOTE 3.750% 3/1 | 531229AP7 | 1,737,284 | 1,413,000 | PRN | SOLE | 1,413,000 | 0 | 0 | ||
| LIVE NATION ENTERTAINMENT IN | NOTE 3.125% 1/1 | 538034BA6 | 39,754,835 | 33,008,000 | PRN | OTR | 1 | 0 | 33,008,000 | 0 | |
| LIVE NATION ENTERTAINMENT IN | NOTE 3.125% 1/1 | 538034BA6 | 7,122,037 | 5,938,000 | PRN | DFND | 1 | 163,000 | 5,768,000 | 7,000 | |
| LIVE NATION ENTERTAINMENT IN | NOTE 3.125% 1/1 | 538034BA6 | 236,282 | 197,000 | PRN | OTR | 4 | 81,000 | 116,000 | 0 | |
| LIVE NATION ENTERTAINMENT IN | NOTE 3.125% 1/1 | 538034BA6 | 2,329,310 | 1,934,000 | PRN | SOLE | 1,934,000 | 0 | 0 | ||
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 45,903,465 | 52,025,000 | PRN | OTR | 1 | 0 | 52,025,000 | 0 | |
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 5,314,926 | 6,058,000 | PRN | DFND | 1 | 165,000 | 5,886,000 | 7,000 | |
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 177,223 | 202,000 | PRN | OTR | 4 | 83,000 | 119,000 | 0 | |
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 2,199,953 | 2,494,000 | PRN | SOLE | 2,494,000 | 0 | 0 | ||
| MARRIOTT VACATIONS WORLDWIDE | NOTE 1/1 | 57164YAD9 | 5,876,925 | 6,170,000 | PRN | OTR | 1 | 0 | 6,170,000 | 0 | |
| MARRIOTT VACATIONS WORLDWIDE | NOTE 1/1 | 57164YAD9 | 453,390 | 476,000 | PRN | SOLE | 476,000 | 0 | 0 | ||
| MFS MUN INCOME TR | SH BEN INT | 552738106 | 1,789,042 | 333,155 | SH | SOLE | 333,155 | 0 | 0 | ||
| MGP INGREDIENTS INC NEW | NOTE 1.875%11/1 | 55303JAB2 | 2,272,169 | 2,098,000 | PRN | SOLE | 2,098,000 | 0 | 0 | ||
| MGP INGREDIENTS INC NEW | NOTE 1.875%11/1 | 55303JAB2 | 44,358,237 | 40,914,000 | PRN | OTR | 1 | 0 | 40,914,000 | 0 | |
| MGP INGREDIENTS INC NEW | NOTE 1.875%11/1 | 55303JAB2 | 174,625 | 162,000 | PRN | OTR | 4 | 68,000 | 94,000 | 0 | |
| MGP INGREDIENTS INC NEW | NOTE 1.875%11/1 | 55303JAB2 | 5,119,090 | 4,749,000 | PRN | DFND | 1 | 132,000 | 4,612,000 | 5,000 | |
| MICROCHIP TECHNOLOGY INC. | NOTE 0.125%11/1 | 595017AU8 | 72,896,278 | 68,383,000 | PRN | OTR | 1 | 0 | 68,383,000 | 0 | |
| MICROCHIP TECHNOLOGY INC. | NOTE 0.125%11/1 | 595017AU8 | 3,159,652 | 2,972,000 | PRN | SOLE | 2,972,000 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC. | NOTE 0.125%11/1 | 595017AU8 | 6,685,361 | 6,301,000 | PRN | DFND | 1 | 178,000 | 6,115,000 | 8,000 | |
| MICROCHIP TECHNOLOGY INC. | NOTE 0.125%11/1 | 595017AU8 | 220,688 | 208,000 | PRN | OTR | 4 | 84,000 | 124,000 | 0 | |
| MODEL N INC | NOTE 1.875% 3/1 | 607525AD4 | 21,008,154 | 21,804,000 | PRN | OTR | 1 | 0 | 21,804,000 | 0 | |
| MODEL N INC | NOTE 1.875% 3/1 | 607525AD4 | 1,531,002 | 1,589,000 | PRN | SOLE | 1,589,000 | 0 | 0 | ||
| MONGODB INC | NOTE 0.250% 1/1 | 60937PAD8 | 1,372,946 | 782,000 | PRN | SOLE | 782,000 | 0 | 0 | ||
| MONGODB INC | NOTE 0.250% 1/1 | 60937PAD8 | 25,659,340 | 14,615,000 | PRN | OTR | 1 | 0 | 14,615,000 | 0 | |
| NCL CORP LTD | NOTE 5.375% 8/0 | 62886HAX9 | 1,008,928 | 769,000 | PRN | SOLE | 769,000 | 0 | 0 | ||
| NCL CORP LTD | NOTE 5.375% 8/0 | 62886HAX9 | 20,666,624 | 15,752,000 | PRN | OTR | 1 | 0 | 15,752,000 | 0 | |
| NCL CORP LTD | NOTE 5.375% 8/0 | 62886HAX9 | 218,269 | 167,000 | PRN | OTR | 4 | 66,000 | 101,000 | 0 | |
| NCL CORP LTD | NOTE 5.375% 8/0 | 62886HAX9 | 6,382,081 | 4,883,000 | PRN | DFND | 1 | 137,000 | 4,741,000 | 5,000 | |
| NCL CORP LTD | NOTE 6.000% 5/1 | 62886HAT8 | 181,844 | 119,000 | PRN | SOLE | 119,000 | 0 | 0 | ||
| NCL CORP LTD | NOTE 6.000% 5/1 | 62886HAT8 | 7,036,901 | 4,605,000 | PRN | OTR | 1 | 0 | 4,605,000 | 0 | |
| NEXTERA ENERGY INC | UNIT 09/01/2025 | 65339F713 | 2,734,928 | 69,090 | SH | SOLE | 69,090 | 0 | 0 | ||
| NEXTERA ENERGY INC | UNIT 09/01/2025 | 65339F713 | 36,814,050 | 930,000 | SH | OTR | 1 | 0 | 930,000 | 0 | |
| NEXTERA ENERGY INC | UNIT 09/01/2025 | 65339F713 | 9,679,283 | 248,633 | SH | DFND | 1 | 6,833 | 241,518 | 282 | |
| NEXTERA ENERGY INC | UNIT 09/01/2025 | 65339F713 | 322,340 | 8,280 | SH | OTR | 4 | 3,383 | 4,897 | 0 | |
| NICE LTD | NOTE 9/1 | 653656AB4 | 4,445,374 | 4,235,000 | PRN | SOLE | 4,235,000 | 0 | 0 | ||
| NICE LTD | NOTE 9/1 | 653656AB4 | 98,724,780 | 94,248,000 | PRN | OTR | 1 | 0 | 94,248,000 | 0 | |
| NICE LTD | NOTE 9/1 | 653656AB4 | 331,515 | 318,000 | PRN | OTR | 4 | 129,000 | 189,000 | 0 | |
| NICE LTD | NOTE 9/1 | 653656AB4 | 9,874,560 | 9,472,000 | PRN | DFND | 1 | 257,000 | 9,204,000 | 11,000 | |
| NINE ENERGY SERVICE INC | COM | 65441V101 | 1,357 | 606 | SH | OTR | 5 | 0 | 606 | 0 | |
| NINE ENERGY SERVICE INC | COM | 65441V101 | 343,661 | 153,420 | SH | OTR | 1 | 0 | 153,420 | 0 | |
| NINE ENERGY SERVICE INC | COM | 65441V101 | 60,410 | 27,448 | SH | SOLE | 27,448 | 0 | 0 | ||
| NORTHERN OIL & GAS INC | NOTE 3.625% 4/1 | 665531AJ8 | 202,105 | 166,000 | PRN | OTR | 4 | 67,000 | 99,000 | 0 | |
| NORTHERN OIL & GAS INC | NOTE 3.625% 4/1 | 665531AJ8 | 16,154,695 | 13,228,000 | PRN | OTR | 1 | 0 | 13,228,000 | 0 | |
| NORTHERN OIL & GAS INC | NOTE 3.625% 4/1 | 665531AJ8 | 619,174 | 507,000 | PRN | SOLE | 507,000 | 0 | 0 | ||
| NORTHERN OIL & GAS INC | NOTE 3.625% 4/1 | 665531AJ8 | 6,042,453 | 4,963,000 | PRN | DFND | 1 | 138,000 | 4,820,000 | 5,000 | |
| NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 9,883,983 | 5,974,000 | PRN | DFND | 1 | 163,000 | 5,804,000 | 7,000 | |
| NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 88,162,342 | 53,206,000 | PRN | OTR | 1 | 0 | 53,206,000 | 0 | |
| NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 322,628 | 195,000 | PRN | OTR | 4 | 80,000 | 115,000 | 0 | |
| NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 4,954,430 | 2,990,000 | PRN | SOLE | 2,990,000 | 0 | 0 | ||
| NUTANIX INC | NOTE 0.250%10/0 | 67059NAH1 | 28,009,560 | 22,772,000 | PRN | OTR | 1 | 0 | 22,772,000 | 0 | |
| NUTANIX INC | NOTE 0.250%10/0 | 67059NAH1 | 1,602,690 | 1,303,000 | PRN | SOLE | 1,303,000 | 0 | 0 | ||
| NUTANIX INC | NOTE 0.250%10/0 | 67059NAH1 | 230,300 | 188,000 | PRN | OTR | 4 | 77,000 | 111,000 | 0 | |
| NUTANIX INC | NOTE 0.250%10/0 | 67059NAH1 | 6,910,225 | 5,641,000 | PRN | DFND | 1 | 154,000 | 5,480,000 | 7,000 | |
| NUVASIVE INC | NOTE 0.375% 3/1 | 670704AJ4 | 20,090,804 | 21,043,000 | PRN | OTR | 1 | 0 | 21,043,000 | 0 | |
| NUVASIVE INC | NOTE 0.375% 3/1 | 670704AJ4 | 1,020,628 | 1,069,000 | PRN | SOLE | 1,069,000 | 0 | 0 | ||
| NUVEEN AMT FREE MUN CR INC F | COM | 67071L106 | 3,436,943 | 282,876 | SH | OTR | 1 | 0 | 282,876 | 0 | |
| NUVEEN AMT FREE MUN CR INC F | COM | 67071L106 | 5,119,366 | 421,347 | SH | SOLE | 421,347 | 0 | 0 | ||
| NUVEEN AMT FREE QLTY MUN INC | COM | 670657105 | 19,387,057 | 1,751,315 | SH | SOLE | 1,751,315 | 0 | 0 | ||
| NUVEEN AMT FREE QLTY MUN INC | COM | 670657105 | 830,250 | 75,000 | SH | OTR | 1 | 0 | 75,000 | 0 | |
| NUVEEN CA QUALTY MUN INCOME | COM | 67066Y105 | 826,500 | 75,000 | SH | OTR | 1 | 0 | 75,000 | 0 | |
| NUVEEN CA QUALTY MUN INCOME | COM | 67066Y105 | 4,050,170 | 367,529 | SH | SOLE | 367,529 | 0 | 0 | ||
| NUVEEN MUNICIPAL CREDIT INC | COM SH BEN INT | 67070X101 | 3,614,362 | 295,291 | SH | OTR | 1 | 0 | 295,291 | 0 | |
| NUVEEN MUNICIPAL CREDIT INC | COM SH BEN INT | 67070X101 | 11,615,601 | 948,987 | SH | SOLE | 948,987 | 0 | 0 | ||
| NUVEEN NEW YORK AMT QLT MUNI | COM | 670656107 | 1,861,672 | 171,267 | SH | OTR | 1 | 0 | 171,267 | 0 | |
| NUVEEN NEW YORK AMT QLT MUNI | COM | 670656107 | 6,685,746 | 615,064 | SH | SOLE | 615,064 | 0 | 0 | ||
| NUVEEN PENNSYLVANIA QLT MUN | COM | 670972108 | 2,757,724 | 233,310 | SH | SOLE | 233,310 | 0 | 0 | ||
| NUVEEN QUALITY MUNCP INCOME | COM | 67066V101 | 3,487,519 | 304,321 | SH | SOLE | 304,321 | 0 | 0 | ||
| NUVEEN QUALITY MUNCP INCOME | COM | 67066V101 | 597,444 | 52,133 | SH | OTR | 1 | 0 | 52,133 | 0 | |
| OIL STS INTL INC | NOTE 4.750% 4/0 | 678026AK1 | 46,783,433 | 48,325,000 | PRN | OTR | 1 | 0 | 48,325,000 | 0 | |
| OIL STS INTL INC | NOTE 4.750% 4/0 | 678026AK1 | 2,317,406 | 2,410,000 | PRN | SOLE | 2,410,000 | 0 | 0 | ||
| OKTA INC | NOTE 0.125% 9/0 | 679295AD7 | 1,003,888 | 1,043,000 | PRN | SOLE | 1,043,000 | 0 | 0 | ||
| OKTA INC | NOTE 0.125% 9/0 | 679295AD7 | 12,324,813 | 12,805,000 | PRN | OTR | 1 | 0 | 12,805,000 | 0 | |
| OMNICELL COM | NOTE 0.250% 9/1 | 68213NAD1 | 638,065 | 677,000 | PRN | SOLE | 677,000 | 0 | 0 | ||
| OMNICELL COM | NOTE 0.250% 9/1 | 68213NAD1 | 18,295,586 | 19,412,000 | PRN | OTR | 1 | 0 | 19,412,000 | 0 | |
| ON SEMICONDUCTOR CORP | NOTE 0.500% 3/0 | 682189AU9 | 2,354,809 | 2,381,000 | PRN | SOLE | 2,381,000 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | NOTE 0.500% 3/0 | 682189AU9 | 46,892,446 | 47,414,000 | PRN | OTR | 1 | 0 | 47,414,000 | 0 | |
| PACIRA BIOSCIENCES INC | NOTE 0.750% 8/0 | 695127AF7 | 32,338,328 | 33,951,000 | PRN | OTR | 1 | 0 | 33,951,000 | 0 | |
| PACIRA BIOSCIENCES INC | NOTE 0.750% 8/0 | 695127AF7 | 1,519,238 | 1,595,000 | PRN | SOLE | 1,595,000 | 0 | 0 | ||
| PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 10,885,156 | 3,814,000 | PRN | DFND | 1 | 109,000 | 3,700,000 | 5,000 | |
| PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 2,204,289 | 771,000 | PRN | SOLE | 771,000 | 0 | 0 | ||
| PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 368,166 | 129,000 | PRN | OTR | 4 | 50,000 | 79,000 | 0 | |
| PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 60,482,145 | 21,155,000 | PRN | OTR | 1 | 0 | 21,155,000 | 0 | |
| PATRICK INDS INC | NOTE 1.750%12/0 | 703343AG8 | 2,159,339 | 1,667,000 | PRN | SOLE | 1,667,000 | 0 | 0 | ||
| PATRICK INDS INC | NOTE 1.750%12/0 | 703343AG8 | 43,620,718 | 33,675,000 | PRN | OTR | 1 | 0 | 33,675,000 | 0 | |
| PATRICK INDS INC | NOTE 1.750%12/0 | 703343AG8 | 9,651,292 | 7,476,000 | PRN | DFND | 1 | 208,000 | 7,259,000 | 9,000 | |
| PATRICK INDS INC | NOTE 1.750%12/0 | 703343AG8 | 320,161 | 248,000 | PRN | OTR | 4 | 99,000 | 149,000 | 0 | |
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 5,525,801 | 6,161,000 | PRN | DFND | 1 | 167,000 | 5,987,000 | 7,000 | |
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 309,352 | 343,000 | PRN | SOLE | 343,000 | 0 | 0 | ||
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 181,174 | 202,000 | PRN | OTR | 4 | 82,000 | 120,000 | 0 | |
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 5,287,840 | 5,863,000 | PRN | OTR | 1 | 0 | 5,863,000 | 0 | |
| PERMIAN RESOURCES CORP | NOTE 3.250% 4/0 | 15136AAA0 | 42,870,338 | 14,471,000 | PRN | OTR | 1 | 0 | 14,471,000 | 0 | |
| PERMIAN RESOURCES CORP | NOTE 3.250% 4/0 | 15136AAA0 | 2,121,150 | 716,000 | PRN | SOLE | 716,000 | 0 | 0 | ||
| PIONEER MUNICIPAL HIGH INCOM | COM | 723762100 | 1,633,252 | 200,399 | SH | OTR | 1 | 0 | 200,399 | 0 | |
| PIONEER MUNICIPAL HIGH INCOM | COM | 723762100 | 4,498,450 | 551,957 | SH | SOLE | 551,957 | 0 | 0 | ||
| PIONEER MUNICIPAL HIGH INCOM | COM SHS | 723763108 | 1,776,433 | 200,954 | SH | OTR | 1 | 0 | 200,954 | 0 | |
| PIONEER MUNICIPAL HIGH INCOM | COM SHS | 723763108 | 5,047,030 | 570,931 | SH | SOLE | 570,931 | 0 | 0 | ||
| PIONEER NAT RES CO | NOTE 0.250% 5/1 | 723787AP2 | 4,482,708 | 1,565,000 | PRN | SOLE | 1,565,000 | 0 | 0 | ||
| PIONEER NAT RES CO | NOTE 0.250% 5/1 | 723787AP2 | 12,826,930 | 4,484,000 | PRN | DFND | 1 | 122,000 | 4,357,000 | 5,000 | |
| PIONEER NAT RES CO | NOTE 0.250% 5/1 | 723787AP2 | 86,168,241 | 30,083,000 | PRN | OTR | 1 | 0 | 30,083,000 | 0 | |
| PIONEER NAT RES CO | NOTE 0.250% 5/1 | 723787AP2 | 451,975 | 158,000 | PRN | OTR | 4 | 67,000 | 91,000 | 0 | |
| POST HLDGS INC | NOTE 2.500% 8/1 | 737446AT1 | 34,362,230 | 30,490,000 | PRN | OTR | 1 | 0 | 30,490,000 | 0 | |
| POST HLDGS INC | NOTE 2.500% 8/1 | 737446AT1 | 228,273 | 203,000 | PRN | OTR | 4 | 82,000 | 121,000 | 0 | |
| POST HLDGS INC | NOTE 2.500% 8/1 | 737446AT1 | 1,485,386 | 1,318,000 | PRN | SOLE | 1,318,000 | 0 | 0 | ||
| POST HLDGS INC | NOTE 2.500% 8/1 | 737446AT1 | 6,939,289 | 6,171,000 | PRN | DFND | 1 | 170,000 | 5,994,000 | 7,000 | |
| PPL CAP FDG INC | NOTE 2.875% 3/1 | 69352PAS2 | 480,375 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
| Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 371,475 | 390,000 | PRN | SOLE | 390,000 | 0 | 0 | ||
| Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 6,853,238 | 7,195,000 | PRN | OTR | 1 | 0 | 7,195,000 | 0 | |
| RIVIAN AUTOMOTIVE INC | NOTE 4.625% 3/1 | 76954AAB9 | 12,463,502 | 15,473,000 | PRN | OTR | 1 | 0 | 15,473,000 | 0 | |
| RIVIAN AUTOMOTIVE INC | NOTE 4.625% 3/1 | 76954AAB9 | 522,770 | 649,000 | PRN | SOLE | 649,000 | 0 | 0 | ||
| ROYAL CARIBBEAN GROUP | NOTE 6.000% 8/1 | 780153BQ4 | 21,267,090 | 7,470,000 | PRN | OTR | 1 | 0 | 7,470,000 | 0 | |
| ROYAL CARIBBEAN GROUP | NOTE 6.000% 8/1 | 780153BQ4 | 1,096,095 | 385,000 | PRN | SOLE | 385,000 | 0 | 0 | ||
| SABRE GLBL INC | NOTE 4.000% 4/1 | 78573NAE2 | 98,280 | 105,000 | PRN | SOLE | 105,000 | 0 | 0 | ||
| SABRE GLBL INC | NOTE 4.000% 4/1 | 78573NAE2 | 2,826,720 | 3,020,000 | PRN | OTR | 1 | 0 | 3,020,000 | 0 | |
| SHIFT4 PMTS INC | NOTE 12/1 | 82452JAB5 | 208,650 | 195,000 | PRN | OTR | 4 | 81,000 | 114,000 | 0 | |
| SHIFT4 PMTS INC | NOTE 12/1 | 82452JAB5 | 31,852,250 | 29,630,000 | PRN | OTR | 1 | 0 | 29,630,000 | 0 | |
| SHIFT4 PMTS INC | NOTE 12/1 | 82452JAB5 | 6,133,240 | 5,732,000 | PRN | DFND | 1 | 154,000 | 5,571,000 | 7,000 | |
| SHIFT4 PMTS INC | NOTE 12/1 | 82452JAB5 | 1,536,175 | 1,429,000 | PRN | SOLE | 1,429,000 | 0 | 0 | ||
| SNAP INC | NOTE 0.125% 3/0 | 83304AAH9 | 676,583 | 885,000 | PRN | SOLE | 885,000 | 0 | 0 | ||
| SNAP INC | NOTE 0.125% 3/0 | 83304AAH9 | 19,053,634 | 24,923,000 | PRN | OTR | 1 | 0 | 24,923,000 | 0 | |
| SNAP INC | NOTE 5/0 | 83304AAF3 | 16,639,442 | 20,573,000 | PRN | OTR | 1 | 0 | 20,573,000 | 0 | |
| SNAP INC | NOTE 5/0 | 83304AAF3 | 604,982 | 748,000 | PRN | SOLE | 748,000 | 0 | 0 | ||
| SOLAREDGE TECHNOLOGIES INC | NOTE 9/1 | 83417MAD6 | 534,203 | 583,000 | PRN | SOLE | 583,000 | 0 | 0 | ||
| SOLAREDGE TECHNOLOGIES INC | NOTE 9/1 | 83417MAD6 | 14,879,796 | 16,239,000 | PRN | OTR | 1 | 0 | 16,239,000 | 0 | |
| SOUTHERN CO | NOTE 3.875%12/1 | 842587DP9 | 647,563 | 650,000 | PRN | SOLE | 650,000 | 0 | 0 | ||
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 4,848,492 | 4,791,000 | PRN | DFND | 1 | 135,000 | 4,651,000 | 5,000 | |
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 57,461,993 | 56,571,000 | PRN | OTR | 1 | 0 | 56,571,000 | 0 | |
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 163,944 | 162,000 | PRN | OTR | 4 | 67,000 | 95,000 | 0 | |
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 2,239,275 | 2,217,000 | PRN | SOLE | 2,217,000 | 0 | 0 | ||
| SPDR GOLD TR | GOLD SHS | 78463V107 | 11,383,722 | 55,336 | SH | OTR | 1 | 0 | 55,336 | 0 | |
| SUMMIT HOTEL PPTYS | NOTE 1.500% 2/1 | 866082AA8 | 23,107,482 | 25,804,000 | PRN | OTR | 1 | 0 | 25,804,000 | 0 | |
| SUMMIT HOTEL PPTYS | NOTE 1.500% 2/1 | 866082AA8 | 821,174 | 917,000 | PRN | SOLE | 917,000 | 0 | 0 | ||
| TALOS ENERGY INC | COM | 87484T108 | 6,271,602 | 450,196 | SH | SOLE | 450,196 | 0 | 0 | ||
| TALOS ENERGY INC | COM | 87484T108 | 86,185 | 6,187 | SH | OTR | 5 | 0 | 6,187 | 0 | |
| TALOS ENERGY INC | COM | 87484T108 | 37,563,499 | 2,696,590 | SH | OTR | 1 | 0 | 2,696,590 | 0 | |
| TELADOC HEALTH INC | NOTE 1.250% 6/0 | 87918AAF2 | 5,213,390 | 6,188,000 | PRN | DFND | 1 | 173,000 | 6,009,000 | 6,000 | |
| TELADOC HEALTH INC | NOTE 1.250% 6/0 | 87918AAF2 | 1,086,670 | 1,286,000 | PRN | SOLE | 1,286,000 | 0 | 0 | ||
| TELADOC HEALTH INC | NOTE 1.250% 6/0 | 87918AAF2 | 176,083 | 209,000 | PRN | OTR | 4 | 83,000 | 126,000 | 0 | |
| TELADOC HEALTH INC | NOTE 1.250% 6/0 | 87918AAF2 | 20,546,175 | 24,315,000 | PRN | OTR | 1 | 0 | 24,315,000 | 0 | |
| UBER TECHNOLOGIES INC | NOTE 12/1 | 90353TAJ9 | 7,038,075 | 6,270,000 | PRN | DFND | 1 | 171,000 | 6,092,000 | 7,000 | |
| UBER TECHNOLOGIES INC | NOTE 12/1 | 90353TAJ9 | 233,480 | 208,000 | PRN | OTR | 4 | 84,000 | 124,000 | 0 | |
| UBER TECHNOLOGIES INC | NOTE 12/1 | 90353TAJ9 | 59,758 | 53,000 | PRN | SOLE | 53,000 | 0 | 0 | ||
| VAIL RESORTS INC | NOTE 1/0 | 91879QAN9 | 53,925,800 | 58,615,000 | PRN | OTR | 1 | 0 | 58,615,000 | 0 | |
| VAIL RESORTS INC | NOTE 1/0 | 91879QAN9 | 6,383,040 | 6,976,000 | PRN | DFND | 1 | 189,000 | 6,779,000 | 8,000 | |
| VAIL RESORTS INC | NOTE 1/0 | 91879QAN9 | 2,058,960 | 2,238,000 | PRN | SOLE | 2,238,000 | 0 | 0 | ||
| VAIL RESORTS INC | NOTE 1/0 | 91879QAN9 | 216,855 | 237,000 | PRN | OTR | 4 | 98,000 | 139,000 | 0 | |
| VISTRA CORP | COM | 92840M102 | 969,389 | 13,918 | SH | OTR | 2 | 0 | 13,918 | 0 | |
| VODAFONE GROUP PLC NEW | SPONSORED ADR | 92857W308 | 10,377,596 | 1,166,022 | SH | OTR | 1 | 0 | 1,166,022 | 0 | |
| WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 102,425 | 84 | SH | OTR | 4 | 34 | 50 | 0 | |
| WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 2,958,066 | 2,417 | SH | SOLE | 2,417 | 0 | 0 | ||
| WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 29,147,414 | 23,816 | SH | OTR | 1 | 0 | 23,816 | 0 | |
| WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 2,917,905 | 2,393 | SH | DFND | 1 | 70 | 2,320 | 3 | |
| WOLFSPEED INC | NOTE 0.250% 2/1 | 977852AB8 | 4,304,480 | 7,377,000 | PRN | DFND | 1 | 205,000 | 7,163,000 | 9,000 | |
| WOLFSPEED INC | NOTE 0.250% 2/1 | 977852AB8 | 725,032 | 1,232,000 | PRN | SOLE | 1,232,000 | 0 | 0 | ||
| WOLFSPEED INC | NOTE 0.250% 2/1 | 977852AB8 | 11,006,127 | 18,702,000 | PRN | OTR | 1 | 0 | 18,702,000 | 0 | |
| WOLFSPEED INC | NOTE 0.250% 2/1 | 977852AB8 | 141,791 | 243,000 | PRN | OTR | 4 | 99,000 | 144,000 | 0 | |
| ZIFF DAVIS INC | NOTE 1.750%11/0 | 48123VAE2 | 8,089,957 | 8,505,000 | PRN | OTR | 1 | 0 | 8,505,000 | 0 | |
| ZIFF DAVIS INC | NOTE 1.750%11/0 | 48123VAE2 | 575,476 | 605,000 | PRN | SOLE | 605,000 | 0 | 0 | ||
| ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 35,900,143 | 33,828,000 | PRN | OTR | 1 | 0 | 33,828,000 | 0 | |
| ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 1,911,321 | 1,801,000 | PRN | SOLE | 1,801,000 | 0 | 0 | ||
| ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 6,336,504 | 5,999,000 | PRN | DFND | 1 | 166,000 | 5,826,000 | 7,000 | |
| ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 209,139 | 198,000 | PRN | OTR | 4 | 81,000 | 117,000 | 0 | |
| ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 265,678 | 195,000 | PRN | OTR | 4 | 81,000 | 114,000 | 0 | |
| ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 24,205,241 | 17,701,000 | PRN | OTR | 1 | 0 | 17,701,000 | 0 | |
| ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 2,029,297 | 1,484,000 | PRN | SOLE | 1,484,000 | 0 | 0 | ||
| ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 7,943,084 | 5,830,000 | PRN | DFND | 1 | 159,000 | 5,664,000 | 7,000 | |