The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||||||
| UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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| COLUMN 1 | COLUMN 2 | COLUMN 3 | COLUMN 4 | COLUMN 5 | COLUMN 6 | COLUMN 7 | COLUMN 8 | ||||
| VALUE | SHRS OR | SH/ | PUT/ | INVESTMENT | OTHER | VOTING AUTHORITY | |||||
| NAME OF ISSUER | TITLE OF CLASS | CUSIP | (x$1000) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
| ABRDN NATL MUN INCOME FD | SH BEN INT | 24610T108 | 4,241,899 | 401,695 | SH | SOLE | 401,695 | 0 | 0 | ||
| AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 3,779,956 | 3,607,000 | PRN | DFND | 1 | 108,000 | 3,495,000 | 4,000 | |
| AKAMAI TECHNOLOGIES INC | NOTE 0.375% 9/0 | 00971TAL5 | 35,055,804 | 36,095,000 | PRN | OTR | 1 | 0 | 36,095,000 | 0 | |
| AKAMAI TECHNOLOGIES INC | NOTE 0.375% 9/0 | 00971TAL5 | 1,806,450 | 1,860,000 | PRN | SOLE | 1,860,000 | 0 | 0 | ||
| ALNYLAM PHARMACEUTICALS INC | NOTE 1.000% 9/1 | 02043QAB3 | 746,280 | 691,000 | PRN | SOLE | 691,000 | 0 | 0 | ||
| ALNYLAM PHARMACEUTICALS INC | NOTE 1.000% 9/1 | 02043QAB3 | 12,100,320 | 11,204,000 | PRN | OTR | 1 | 0 | 11,204,000 | 0 | |
| AMERICAN AIRLINES GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 | 14,446,415 | 13,935,000 | PRN | OTR | 1 | 0 | 13,935,000 | 0 | |
| AMERICAN AIRLINES GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 | 285,093 | 275,000 | PRN | SOLE | 275,000 | 0 | 0 | ||
| APOLLO GLOBAL MGMT INC | SER A MAND CNV | 03769M304 | 2,193,763 | 33,350 | SH | SOLE | 33,350 | 0 | 0 | ||
| APOLLO GLOBAL MGMT INC | SER A MAND CNV | 03769M304 | 7,139,811 | 108,822 | SH | DFND | 1 | 3,288 | 105,407 | 127 | |
| APOLLO GLOBAL MGMT INC | SER A MAND CNV | 03769M304 | 39,296,972 | 597,400 | SH | OTR | 1 | 0 | 597,400 | 0 | |
| ARES CAPITAL CORP | COM | 04010L103 | 8,186,952 | 392,848 | SH | OTR | 1 | 0 | 392,848 | 0 | |
| ARRAY TECHNOLOGIES INC | NOTE 1.000%12/0 | 04271TAB6 | 728,603 | 899,000 | PRN | SOLE | 899,000 | 0 | 0 | ||
| ARRAY TECHNOLOGIES INC | NOTE 1.000%12/0 | 04271TAB6 | 4,003,702 | 4,963,000 | PRN | DFND | 1 | 154,000 | 4,804,000 | 5,000 | |
| ARRAY TECHNOLOGIES INC | NOTE 1.000%12/0 | 04271TAB6 | 12,708,820 | 15,681,000 | PRN | OTR | 1 | 0 | 15,681,000 | 0 | |
| BANK AMERICA CORP | 7.25%CNV PFD L | 060505682 | 28,437,746 | 23,708 | SH | OTR | 1 | 0 | 23,708 | 0 | |
| BANK AMERICA CORP | 7.25%CNV PFD L | 060505682 | 2,383,407 | 1,987 | SH | SOLE | 1,987 | 0 | 0 | ||
| BANK AMERICA CORP | 7.25%CNV PFD L | 060505682 | 5,693,722 | 4,760 | SH | DFND | 1 | 144 | 4,611 | 5 | |
| BENTLEY SYS INC | NOTE 0.125% 1/1 | 08265TAB5 | 6,976,418 | 7,015,000 | PRN | OTR | 1 | 0 | 7,015,000 | 0 | |
| BENTLEY SYS INC | NOTE 0.125% 1/1 | 08265TAB5 | 994,500 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| BILL HOLDINGS INC | NOTE 12/0 | 090043AB6 | 69,488 | 75,000 | PRN | SOLE | 75,000 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | NOTE 1.250% 5/1 | 09061GAK7 | 6,340,296 | 6,641,000 | PRN | DFND | 1 | 198,000 | 6,435,000 | 8,000 | |
| BIOMARIN PHARMACEUTICAL INC | NOTE 1.250% 5/1 | 09061GAK7 | 2,833,231 | 2,956,000 | PRN | SOLE | 2,956,000 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | NOTE 1.250% 5/1 | 09061GAK7 | 60,303,929 | 62,917,000 | PRN | OTR | 1 | 0 | 62,917,000 | 0 | |
| BLACKLINE INC | NOTE 3/1 | 09239BAD1 | 440,640 | 480,000 | PRN | SOLE | 480,000 | 0 | 0 | ||
| BLACKROCK MUN INCOME QUALITY | COM | 092479104 | 164,623 | 14,365 | SH | SOLE | 14,365 | 0 | 0 | ||
| BLACKROCK MUN INCOME QUALITY | COM | 092479104 | 207,839 | 18,136 | SH | OTR | 1 | 0 | 18,136 | 0 | |
| BLACKROCK MUN INCOME TR | SH BEN INT | 09248F109 | 2,281,721 | 223,479 | SH | OTR | 1 | 0 | 223,479 | 0 | |
| BLACKROCK MUN INCOME TR | SH BEN INT | 09248F109 | 3,348,727 | 327,985 | SH | SOLE | 327,985 | 0 | 0 | ||
| BLACKROCK MUN TARGET TERM TR | COM SHS BEN IN | 09257P105 | 8,875,727 | 427,334 | SH | OTR | 1 | 0 | 427,334 | 0 | |
| BLACKROCK MUN TARGET TERM TR | COM SHS BEN IN | 09257P105 | 20,237,603 | 974,367 | SH | SOLE | 974,367 | 0 | 0 | ||
| BLACKROCK MUNI INCOME TR II | COM | 09249N101 | 831,386 | 76,909 | SH | SOLE | 76,909 | 0 | 0 | ||
| BLACKROCK MUNI INCOME TR II | COM | 09249N101 | 807,421 | 74,692 | SH | OTR | 1 | 0 | 74,692 | 0 | |
| BLACKROCK MUNICIPAL INCOME | COM | 09253X102 | 6,968,892 | 564,740 | SH | SOLE | 564,740 | 0 | 0 | ||
| BLACKROCK MUNICIPAL INCOME | COM | 09253X102 | 2,650,484 | 214,788 | SH | OTR | 1 | 0 | 214,788 | 0 | |
| BLACKROCK MUNIHLDGS NJ QLTY | COM | 09254X101 | 4,384,410 | 384,935 | SH | OTR | 1 | 0 | 384,935 | 0 | |
| BLACKROCK MUNIHLDGS NJ QLTY | COM | 09254X101 | 9,970,624 | 875,384 | SH | SOLE | 875,384 | 0 | 0 | ||
| BLACKROCK MUNIHLDGS NY QLTY | COM | 09255C106 | 5,682,948 | 528,155 | SH | OTR | 1 | 0 | 528,155 | 0 | |
| BLACKROCK MUNIHLDGS NY QLTY | COM | 09255C106 | 6,322,802 | 587,621 | SH | SOLE | 587,621 | 0 | 0 | ||
| BLACKROCK MUNIHLDNGS CALI QL | COM | 09254L107 | 811,521 | 73,110 | SH | OTR | 1 | 0 | 73,110 | 0 | |
| BLACKROCK MUNIHLDNGS CALI QL | COM | 09254L107 | 649,161 | 58,483 | SH | SOLE | 58,483 | 0 | 0 | ||
| BLACKROCK MUNIHOLDINGS FD IN | COM | 09253N104 | 15,397,872 | 1,273,604 | SH | SOLE | 1,273,604 | 0 | 0 | ||
| BLACKROCK MUNIHOLDINGS FD IN | COM | 09253N104 | 6,308,876 | 521,826 | SH | OTR | 1 | 0 | 521,826 | 0 | |
| BLACKROCK MUNIVEST FD INC | COM | 09253R105 | 9,486,096 | 1,323,026 | SH | SOLE | 1,323,026 | 0 | 0 | ||
| BLACKROCK MUNIVEST FD INC | COM | 09253R105 | 2,419,646 | 337,468 | SH | OTR | 1 | 0 | 337,468 | 0 | |
| BLACKROCK MUNIYIELD FD INC | COM | 09253W104 | 2,175,468 | 200,504 | SH | OTR | 1 | 0 | 200,504 | 0 | |
| BLACKROCK MUNIYIELD FD INC | COM | 09253W104 | 2,042,502 | 188,249 | SH | SOLE | 188,249 | 0 | 0 | ||
| BLACKROCK MUNIYIELD MICH QU | COM | 09254V105 | 2,805,876 | 245,271 | SH | OTR | 1 | 0 | 245,271 | 0 | |
| BLACKROCK MUNIYIELD MICH QU | COM | 09254V105 | 4,799,587 | 419,548 | SH | SOLE | 419,548 | 0 | 0 | ||
| BLACKROCK MUNIYIELD N Y QUAL | COM | 09255E102 | 2,876,612 | 274,748 | SH | SOLE | 274,748 | 0 | 0 | ||
| BLACKROCK MUNIYIELD N Y QUAL | COM | 09255E102 | 5,813,970 | 555,298 | SH | OTR | 1 | 0 | 555,298 | 0 | |
| BLACKROCK MUNIYIELD QUALITY | COM | 09254G108 | 6,051,456 | 588,091 | SH | OTR | 1 | 0 | 588,091 | 0 | |
| BLACKROCK MUNIYIELD QUALITY | COM | 09254G108 | 4,157,181 | 404,002 | SH | SOLE | 404,002 | 0 | 0 | ||
| BLACKROCK MUNIYILD QULT FD I | COM | 09254F100 | 867,091 | 70,610 | SH | SOLE | 70,610 | 0 | 0 | ||
| BLACKROCK MUNIYILD QULT FD I | COM | 09254F100 | 3,527,148 | 287,227 | SH | OTR | 1 | 0 | 287,227 | 0 | |
| BLACKROCK N Y MUN INCOME TRU | SH BEN INT | 09248L106 | 613,576 | 57,290 | SH | OTR | 1 | 0 | 57,290 | 0 | |
| BLACKROCK N Y MUN INCOME TRU | SH BEN INT | 09248L106 | 484,713 | 45,258 | SH | SOLE | 45,258 | 0 | 0 | ||
| BLOCK INC | NOTE 0.125% 3/0 | 852234AF0 | 98,281 | 102,000 | PRN | OTR | 4 | 47,000 | 55,000 | 0 | |
| BLOCK INC | NOTE 0.125% 3/0 | 852234AF0 | 3,110,307 | 3,228,000 | PRN | DFND | 1 | 92,000 | 3,132,000 | 4,000 | |
| BOOKING HOLDINGS INC | NOTE 0.750% 5/0 | 09857LAN8 | 2,941,179 | 1,396,000 | PRN | SOLE | 1,396,000 | 0 | 0 | ||
| BOOKING HOLDINGS INC | NOTE 0.750% 5/0 | 09857LAN8 | 44,244,099 | 21,000,000 | PRN | OTR | 1 | 0 | 21,000,000 | 0 | |
| BRIDGEBIO PHARMA INC | NOTE 2.250% 2/0 | 10806XAD4 | 17,587,338 | 22,071,000 | PRN | OTR | 1 | 0 | 22,071,000 | 0 | |
| BRIDGEBIO PHARMA INC | NOTE 2.250% 2/0 | 10806XAD4 | 580,109 | 728,000 | PRN | SOLE | 728,000 | 0 | 0 | ||
| CABLE ONE INC | NOTE 1.125% 3/1 | 12685JAG0 | 9,920,130 | 13,275,000 | PRN | SOLE | 13,275,000 | 0 | 0 | ||
| CABLE ONE INC | NOTE 1.125% 3/1 | 12685JAG0 | 18,203,718 | 24,360,000 | PRN | OTR | 1 | 0 | 24,360,000 | 0 | |
| CABLE ONE INC | NOTE 1.125% 3/1 | 12685JAG0 | 52,310 | 70,000 | PRN | OTR | 5 | 0 | 70,000 | 0 | |
| CABLE ONE INC | NOTE 3/1 | 12685JAE5 | 12,029,600 | 13,670,000 | PRN | OTR | 1 | 0 | 13,670,000 | 0 | |
| CABLE ONE INC | NOTE 3/1 | 12685JAE5 | 70,400 | 80,000 | PRN | OTR | 5 | 0 | 80,000 | 0 | |
| CABLE ONE INC | NOTE 3/1 | 12685JAE5 | 9,504,000 | 10,800,000 | PRN | SOLE | 10,800,000 | 0 | 0 | ||
| CENTURY ALUM CO | NOTE 2.750% 5/0 | 156431AQ1 | 3,682,845 | 3,345,000 | PRN | SOLE | 3,345,000 | 0 | 0 | ||
| CENTURY ALUM CO | NOTE 2.750% 5/0 | 156431AQ1 | 44,040 | 40,000 | PRN | OTR | 5 | 0 | 40,000 | 0 | |
| CHART INDS INC | 6.75DP CNV PFD B | 16115Q407 | 777,920 | 13,600 | SH | SOLE | 13,600 | 0 | 0 | ||
| CHART INDS INC | 6.75DP CNV PFD B | 16115Q407 | 102,653 | 1,806 | SH | OTR | 4 | 804 | 1,002 | 0 | |
| CHART INDS INC | 6.75DP CNV PFD B | 16115Q407 | 3,333,893 | 58,654 | SH | DFND | 1 | 1,766 | 56,820 | 68 | |
| CHART INDS INC | 6.75DP CNV PFD B | 16115Q407 | 19,253,520 | 336,600 | SH | OTR | 1 | 0 | 336,600 | 0 | |
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 16,962,268 | 18,696,000 | PRN | OTR | 1 | 0 | 18,696,000 | 0 | |
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 198,499 | 220,000 | PRN | OTR | 4 | 98,000 | 122,000 | 0 | |
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 705,854 | 778,000 | PRN | SOLE | 778,000 | 0 | 0 | ||
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 6,549,578 | 7,259,000 | PRN | DFND | 1 | 222,000 | 7,028,000 | 9,000 | |
| CHEFS WHSE INC | NOTE 2.375%12/1 | 163086AE1 | 199,685 | 180,000 | PRN | OTR | 4 | 80,000 | 100,000 | 0 | |
| CHEFS WHSE INC | NOTE 2.375%12/1 | 163086AE1 | 36,186,637 | 32,473,000 | PRN | OTR | 1 | 0 | 32,473,000 | 0 | |
| CHEFS WHSE INC | NOTE 2.375%12/1 | 163086AE1 | 1,696,057 | 1,522,000 | PRN | SOLE | 1,522,000 | 0 | 0 | ||
| CHEFS WHSE INC | NOTE 2.375%12/1 | 163086AE1 | 6,510,834 | 5,869,000 | PRN | DFND | 1 | 175,000 | 5,687,000 | 7,000 | |
| CHEGG INC | NOTE 9/0 | 163092AF6 | 35,834 | 45,000 | PRN | SOLE | 45,000 | 0 | 0 | ||
| CONMED CORP | NOTE 2.250% 6/1 | 207410AH4 | 42,270,915 | 47,203,000 | PRN | OTR | 1 | 0 | 47,203,000 | 0 | |
| CONMED CORP | NOTE 2.250% 6/1 | 207410AH4 | 162,528 | 182,000 | PRN | OTR | 4 | 80,000 | 102,000 | 0 | |
| CONMED CORP | NOTE 2.250% 6/1 | 207410AH4 | 2,026,547 | 2,263,000 | PRN | SOLE | 2,263,000 | 0 | 0 | ||
| CONMED CORP | NOTE 2.250% 6/1 | 207410AH4 | 5,376,813 | 6,021,000 | PRN | DFND | 1 | 184,000 | 5,830,000 | 7,000 | |
| DANAHER CORPORATION | COM | 235851102 | 37,531,717 | 150,217 | SH | OTR | 1 | 0 | 150,217 | 0 | |
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 1,558,533 | 1,073,000 | PRN | SOLE | 1,073,000 | 0 | 0 | ||
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 28,765,310 | 19,804,000 | PRN | OTR | 1 | 0 | 19,804,000 | 0 | |
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 6,953,790 | 4,804,000 | PRN | DFND | 1 | 148,000 | 4,651,000 | 5,000 | |
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 217,125 | 150,000 | PRN | OTR | 4 | 64,000 | 86,000 | 0 | |
| DEXCOM INC | NOTE 0.250%11/1 | 252131AK3 | 183,000 | 183,000 | PRN | OTR | 4 | 82,000 | 101,000 | 0 | |
| DEXCOM INC | NOTE 0.250%11/1 | 252131AK3 | 2,000,474 | 1,993,000 | PRN | SOLE | 1,993,000 | 0 | 0 | ||
| DEXCOM INC | NOTE 0.250%11/1 | 252131AK3 | 33,441,939 | 33,317,000 | PRN | OTR | 1 | 0 | 33,317,000 | 0 | |
| DEXCOM INC | NOTE 0.250%11/1 | 252131AK3 | 5,970,000 | 5,970,000 | PRN | DFND | 1 | 180,000 | 5,784,000 | 6,000 | |
| DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 1,190,930 | 1,905,000 | PRN | SOLE | 1,905,000 | 0 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 2,481,886 | 3,970,000 | PRN | OTR | 1 | 0 | 3,970,000 | 0 | |
| DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 9,377 | 15,000 | PRN | OTR | 5 | 0 | 15,000 | 0 | |
| DROPBOX INC | NOTE 3/0 | 26210CAC8 | 6,266,561 | 6,731,000 | PRN | DFND | 1 | 199,000 | 6,524,000 | 8,000 | |
| DROPBOX INC | NOTE 3/0 | 26210CAD6 | 21,121,148 | 23,099,000 | PRN | OTR | 1 | 0 | 23,099,000 | 0 | |
| DROPBOX INC | NOTE 3/0 | 26210CAC8 | 196,441 | 211,000 | PRN | OTR | 4 | 95,000 | 116,000 | 0 | |
| DROPBOX INC | NOTE 3/0 | 26210CAD6 | 1,384,364 | 1,514,000 | PRN | SOLE | 1,514,000 | 0 | 0 | ||
| DUKE ENERGY CORP NEW | NOTE 4.125% 4/1 | 26441CBY0 | 501,031 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
| DWS MUN INCOME TR NEW | COM | 233368109 | 1,240,589 | 131,002 | SH | OTR | 1 | 0 | 131,002 | 0 | |
| DWS MUN INCOME TR NEW | COM | 233368109 | 426,283 | 45,014 | SH | SOLE | 45,014 | 0 | 0 | ||
| EATON VANCE MUN BD FD | COM | 27827X101 | 1,050,499 | 99,291 | SH | OTR | 1 | 0 | 99,291 | 0 | |
| EATON VANCE MUN BD FD | COM | 27827X101 | 2,974,821 | 281,174 | SH | SOLE | 281,174 | 0 | 0 | ||
| EATON VANCE NEW YORK MUN BD | COM | 27827Y109 | 124,591 | 12,636 | SH | OTR | 1 | 0 | 12,636 | 0 | |
| EATON VANCE NEW YORK MUN BD | COM | 27827Y109 | 4,080,413 | 413,835 | SH | SOLE | 413,835 | 0 | 0 | ||
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAH0 | 166,071 | 183,000 | PRN | OTR | 4 | 83,000 | 100,000 | 0 | |
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAH0 | 887,549 | 974,000 | PRN | SOLE | 974,000 | 0 | 0 | ||
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAH0 | 29,597,132 | 32,480,000 | PRN | OTR | 1 | 0 | 32,480,000 | 0 | |
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAH0 | 5,366,896 | 5,914,000 | PRN | DFND | 1 | 177,000 | 5,730,000 | 7,000 | |
| ENVESTNET INC | NOTE 2.625%12/0 | 29404KAG1 | 33,960,346 | 31,547,000 | PRN | OTR | 1 | 0 | 31,547,000 | 0 | |
| ENVESTNET INC | NOTE 2.625%12/0 | 29404KAG1 | 1,778,378 | 1,652,000 | PRN | SOLE | 1,652,000 | 0 | 0 | ||
| ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 | 3,512,538 | 3,557,000 | PRN | DFND | 1 | 108,000 | 3,445,000 | 4,000 | |
| ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 | 111,588 | 113,000 | PRN | OTR | 4 | 49,000 | 64,000 | 0 | |
| ETSY INC | NOTE 0.250% 6/1 | 29786AAN6 | 40,801,795 | 51,717,000 | PRN | OTR | 1 | 0 | 51,717,000 | 0 | |
| ETSY INC | NOTE 0.250% 6/1 | 29786AAN6 | 1,660,726 | 2,105,000 | PRN | SOLE | 2,105,000 | 0 | 0 | ||
| EURONET WORLDWIDE INC | NOTE 0.750% 3/1 | 298736AL3 | 808,420 | 830,000 | PRN | SOLE | 830,000 | 0 | 0 | ||
| EURONET WORLDWIDE INC | NOTE 0.750% 3/1 | 298736AL3 | 22,971,790 | 23,585,000 | PRN | OTR | 1 | 0 | 23,585,000 | 0 | |
| EVERBRIDGE INC | NOTE 0.125%12/1 | 29978AAC8 | 16,873 | 17,000 | PRN | SOLE | 17,000 | 0 | 0 | ||
| EXACT SCIENCES CORP | NOTE 0.375% 3/0 | 30063PAC9 | 49,263 | 60,000 | PRN | SOLE | 60,000 | 0 | 0 | ||
| EXACT SCIENCES CORP | NOTE 0.375% 3/0 | 30063PAC9 | 3,920,036 | 4,789,000 | PRN | DFND | 1 | 143,000 | 4,642,000 | 4,000 | |
| EXACT SCIENCES CORP | NOTE 0.375% 3/0 | 30063PAC9 | 121,964 | 149,000 | PRN | OTR | 4 | 65,000 | 84,000 | 0 | |
| EXPEDIA GROUP INC | NOTE 2/1 | 30212PBE4 | 5,150,340 | 5,580,000 | PRN | OTR | 1 | 0 | 5,580,000 | 0 | |
| EXPEDIA GROUP INC | NOTE 2/1 | 30212PBE4 | 230,750 | 250,000 | PRN | SOLE | 250,000 | 0 | 0 | ||
| FORD MTR CO DEL | NOTE 3/1 | 345370CZ1 | 61,500,194 | 60,681,000 | PRN | OTR | 1 | 0 | 60,681,000 | 0 | |
| FORD MTR CO DEL | NOTE 3/1 | 345370CZ1 | 182,719 | 181,000 | PRN | OTR | 4 | 83,000 | 98,000 | 0 | |
| FORD MTR CO DEL | NOTE 3/1 | 345370CZ1 | 2,763,815 | 2,727,000 | PRN | SOLE | 2,727,000 | 0 | 0 | ||
| FORD MTR CO DEL | NOTE 3/1 | 345370CZ1 | 5,956,050 | 5,900,000 | PRN | DFND | 1 | 176,000 | 5,717,000 | 7,000 | |
| FORUM ENERGY TECHNOLOGIES IN | COM | 34984V209 | 13,082,264 | 775,935 | SH | OTR | 1 | 0 | 775,935 | 0 | |
| FORUM ENERGY TECHNOLOGIES IN | COM | 34984V209 | 37,547 | 2,227 | SH | OTR | 5 | 0 | 2,227 | 0 | |
| FORUM ENERGY TECHNOLOGIES IN | COM | 34984V209 | 2,762,983 | 163,878 | SH | SOLE | 163,878 | 0 | 0 | ||
| FORUM ENERGY TECHNOLOGIES IN | NOTE 9.000% 8/0 | 34984VAC4 | 11,277,524 | 11,283,166 | PRN | SOLE | 11,283,166 | 0 | 0 | ||
| FORUM ENERGY TECHNOLOGIES IN | NOTE 9.000% 8/0 | 34984VAC4 | 65,729 | 65,762 | PRN | OTR | 5 | 0 | 65,762 | 0 | |
| FORUM ENERGY TECHNOLOGIES IN | NOTE 9.000% 8/0 | 34984VAC4 | 23,038,941 | 23,050,466 | PRN | OTR | 1 | 0 | 23,050,466 | 0 | |
| GREENBRIER COS INC | NOTE 2.875% 4/1 | 393657AM3 | 798,207 | 742,000 | PRN | SOLE | 742,000 | 0 | 0 | ||
| GREENBRIER COS INC | NOTE 2.875% 4/1 | 393657AM3 | 19,861,572 | 18,463,000 | PRN | OTR | 1 | 0 | 18,463,000 | 0 | |
| GULFPORT ENERGY CORP | COMMON SHARES | 402635502 | 123,216 | 816 | SH | OTR | 5 | 0 | 816 | 0 | |
| GULFPORT ENERGY CORP | COMMON SHARES | 402635502 | 32,493,086 | 215,186 | SH | OTR | 1 | 0 | 215,186 | 0 | |
| GULFPORT ENERGY CORP | COMMON SHARES | 402635502 | 8,885,142 | 58,842 | SH | SOLE | 58,842 | 0 | 0 | ||
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 197,230 | 220,000 | PRN | OTR | 4 | 98,000 | 122,000 | 0 | |
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 16,749,870 | 18,580,000 | PRN | OTR | 1 | 0 | 18,580,000 | 0 | |
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 6,397,424 | 7,136,000 | PRN | DFND | 1 | 216,000 | 6,912,000 | 8,000 | |
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 1,423,469 | 1,579,000 | PRN | SOLE | 1,579,000 | 0 | 0 | ||
| HALOZYME THERAPEUTICS INC | NOTE 1.000% 8/1 | 40637HAF6 | 6,775,141 | 6,095,000 | PRN | DFND | 1 | 185,000 | 5,902,000 | 8,000 | |
| HALOZYME THERAPEUTICS INC | NOTE 1.000% 8/1 | 40637HAF6 | 40,806,889 | 36,628,000 | PRN | OTR | 1 | 0 | 36,628,000 | 0 | |
| HALOZYME THERAPEUTICS INC | NOTE 1.000% 8/1 | 40637HAF6 | 1,965,255 | 1,764,000 | PRN | SOLE | 1,764,000 | 0 | 0 | ||
| HALOZYME THERAPEUTICS INC | NOTE 1.000% 8/1 | 40637HAF6 | 206,756 | 186,000 | PRN | OTR | 4 | 83,000 | 103,000 | 0 | |
| IMPINJ INC | NOTE 1.125% 5/1 | 453204AD1 | 667,284 | 430,000 | PRN | SOLE | 430,000 | 0 | 0 | ||
| IMPINJ INC | NOTE 1.125% 5/1 | 453204AD1 | 14,796,634 | 9,535,000 | PRN | OTR | 1 | 0 | 9,535,000 | 0 | |
| INTEGER HLDGS CORP | NOTE 2.125% 2/1 | 45826HAB5 | 51,800,633 | 36,161,000 | PRN | OTR | 1 | 0 | 36,161,000 | 0 | |
| INTEGER HLDGS CORP | NOTE 2.125% 2/1 | 45826HAB5 | 2,485,388 | 1,735,000 | PRN | SOLE | 1,735,000 | 0 | 0 | ||
| INTEGER HLDGS CORP | NOTE 2.125% 2/1 | 45826HAB5 | 212,698 | 149,000 | PRN | OTR | 4 | 66,000 | 83,000 | 0 | |
| INTEGER HLDGS CORP | NOTE 2.125% 2/1 | 45826HAB5 | 6,800,610 | 4,764,000 | PRN | DFND | 1 | 144,000 | 4,615,000 | 5,000 | |
| INTEGRA LIFESCIENCES HLDGS C | NOTE 0.500% 8/1 | 457985AM1 | 169,470 | 180,000 | PRN | OTR | 4 | 81,000 | 99,000 | 0 | |
| INTEGRA LIFESCIENCES HLDGS C | NOTE 0.500% 8/1 | 457985AM1 | 5,601,925 | 5,950,000 | PRN | DFND | 1 | 178,000 | 5,765,000 | 7,000 | |
| INVESCO ADVANTAGE MUN INCOME | SH BEN INT | 46132E103 | 2,014,829 | 227,151 | SH | SOLE | 227,151 | 0 | 0 | ||
| INVESCO ADVANTAGE MUN INCOME | SH BEN INT | 46132E103 | 1,804,300 | 203,416 | SH | OTR | 1 | 0 | 203,416 | 0 | |
| INVESCO MUN OPPORTUNITY TR | COM | 46132C107 | 1,083,247 | 107,465 | SH | OTR | 1 | 0 | 107,465 | 0 | |
| INVESCO MUN OPPORTUNITY TR | COM | 46132C107 | 680,511 | 67,511 | SH | SOLE | 67,511 | 0 | 0 | ||
| INVESCO MUNICIPAL TRUST | COM | 46131J103 | 591,773 | 59,415 | SH | OTR | 1 | 0 | 59,415 | 0 | |
| INVESCO MUNICIPAL TRUST | COM | 46131J103 | 646,115 | 64,871 | SH | SOLE | 64,871 | 0 | 0 | ||
| INVESCO PA VALUE MUN INC TR | COM | 46132K109 | 453,687 | 41,776 | SH | SOLE | 41,776 | 0 | 0 | ||
| INVESCO PA VALUE MUN INC TR | COM | 46132K109 | 203,071 | 18,699 | SH | OTR | 1 | 0 | 18,699 | 0 | |
| INVESCO QUALITY MUN INCOME T | COM | 46133G107 | 1,867,996 | 188,306 | SH | SOLE | 188,306 | 0 | 0 | ||
| INVESCO TR INVT GRADE MUNS | COM | 46131M106 | 815,037 | 79,361 | SH | SOLE | 79,361 | 0 | 0 | ||
| INVESCO TR INVT GRADE MUNS | COM | 46131M106 | 1,297,235 | 126,313 | SH | OTR | 1 | 0 | 126,313 | 0 | |
| IONIS PHARMACEUTICALS INC | NOTE 4/0 | 462222AD2 | 1,711,691 | 1,656,000 | PRN | SOLE | 1,656,000 | 0 | 0 | ||
| IONIS PHARMACEUTICALS INC | NOTE 4/0 | 462222AD2 | 3,334,751 | 3,238,000 | PRN | DFND | 1 | 93,000 | 3,141,000 | 4,000 | |
| IONIS PHARMACEUTICALS INC | NOTE 4/0 | 462222AD2 | 106,078 | 103,000 | PRN | OTR | 4 | 47,000 | 56,000 | 0 | |
| IONIS PHARMACEUTICALS INC | NOTE 4/0 | 462222AD2 | 25,864,512 | 25,023,000 | PRN | OTR | 1 | 0 | 25,023,000 | 0 | |
| ISHARES GOLD TR | ISHARES NEW | 464285204 | 40,832,935 | 929,500 | SH | OTR | 1 | 0 | 929,500 | 0 | |
| LANTHEUS HLDGS INC | NOTE 2.625%12/1 | 516544AB9 | 61,270,095 | 49,119,000 | PRN | OTR | 1 | 0 | 49,119,000 | 0 | |
| LANTHEUS HLDGS INC | NOTE 2.625%12/1 | 516544AB9 | 2,955,045 | 2,369,000 | PRN | SOLE | 2,369,000 | 0 | 0 | ||
| LANTHEUS HLDGS INC | NOTE 2.625%12/1 | 516544AB9 | 6,086,325 | 4,894,000 | PRN | DFND | 1 | 150,000 | 4,739,000 | 5,000 | |
| LANTHEUS HLDGS INC | NOTE 2.625%12/1 | 516544AB9 | 191,519 | 154,000 | PRN | OTR | 4 | 67,000 | 87,000 | 0 | |
| LIBERTY MEDIA CORP DEL | NOTE 2.250% 8/1 | 531229AQ5 | 6,252,059 | 5,891,000 | PRN | DFND | 1 | 178,000 | 5,707,000 | 6,000 | |
| LIBERTY MEDIA CORP DEL | NOTE 2.250% 8/1 | 531229AQ5 | 29,861,984 | 28,022,000 | PRN | OTR | 1 | 0 | 28,022,000 | 0 | |
| LIBERTY MEDIA CORP DEL | NOTE 2.250% 8/1 | 531229AQ5 | 1,583,574 | 1,486,000 | PRN | SOLE | 1,486,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP DEL | NOTE 2.250% 8/1 | 531229AQ5 | 193,155 | 182,000 | PRN | OTR | 4 | 81,000 | 101,000 | 0 | |
| LIBERTY MEDIA CORP DEL | NOTE 3.750% 3/1 | 531229AP7 | 1,452,550 | 1,390,000 | PRN | SOLE | 1,390,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP DEL | NOTE 3.750% 3/1 | 531229AP7 | 29,725,025 | 28,445,000 | PRN | OTR | 1 | 0 | 28,445,000 | 0 | |
| LIVE NATION ENTERTAINMENT IN | NOTE 3.125% 1/1 | 538034BA6 | 36,570,278 | 33,008,000 | PRN | OTR | 1 | 0 | 33,008,000 | 0 | |
| LIVE NATION ENTERTAINMENT IN | NOTE 3.125% 1/1 | 538034BA6 | 6,367,748 | 5,767,000 | PRN | DFND | 1 | 173,000 | 5,587,000 | 7,000 | |
| LIVE NATION ENTERTAINMENT IN | NOTE 3.125% 1/1 | 538034BA6 | 1,995,367 | 1,801,000 | PRN | SOLE | 1,801,000 | 0 | 0 | ||
| LIVE NATION ENTERTAINMENT IN | NOTE 3.125% 1/1 | 538034BA6 | 196,542 | 178,000 | PRN | OTR | 4 | 80,000 | 98,000 | 0 | |
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 162,108 | 180,000 | PRN | OTR | 4 | 82,000 | 98,000 | 0 | |
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 2,254,932 | 2,490,000 | PRN | SOLE | 2,490,000 | 0 | 0 | ||
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 47,113,593 | 52,025,000 | PRN | OTR | 1 | 0 | 52,025,000 | 0 | |
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 5,284,721 | 5,868,000 | PRN | DFND | 1 | 175,000 | 5,686,000 | 7,000 | |
| MARRIOTT VACATIONS WORLDWIDE | NOTE 1/1 | 57164YAD9 | 394,440 | 426,000 | PRN | SOLE | 426,000 | 0 | 0 | ||
| MARRIOTT VACATIONS WORLDWIDE | NOTE 1/1 | 57164YAD9 | 5,712,900 | 6,170,000 | PRN | OTR | 1 | 0 | 6,170,000 | 0 | |
| MFS MUN INCOME TR | SH BEN INT | 552738106 | 1,819,026 | 333,155 | SH | SOLE | 333,155 | 0 | 0 | ||
| MGP INGREDIENTS INC NEW | NOTE 1.875%11/1 | 55303JAB2 | 2,052,781 | 2,015,000 | PRN | SOLE | 2,015,000 | 0 | 0 | ||
| MGP INGREDIENTS INC NEW | NOTE 1.875%11/1 | 55303JAB2 | 41,681,138 | 40,914,000 | PRN | OTR | 1 | 0 | 40,914,000 | 0 | |
| MGP INGREDIENTS INC NEW | NOTE 1.875%11/1 | 55303JAB2 | 145,800 | 144,000 | PRN | OTR | 4 | 65,000 | 79,000 | 0 | |
| MGP INGREDIENTS INC NEW | NOTE 1.875%11/1 | 55303JAB2 | 4,677,750 | 4,620,000 | PRN | DFND | 1 | 140,000 | 4,475,000 | 5,000 | |
| MICROCHIP TECHNOLOGY INC. | NOTE 0.125%11/1 | 595017AU8 | 72,494,242 | 68,383,000 | PRN | OTR | 1 | 0 | 68,383,000 | 0 | |
| MICROCHIP TECHNOLOGY INC. | NOTE 0.125%11/1 | 595017AU8 | 6,435,177 | 6,099,000 | PRN | DFND | 1 | 190,000 | 5,901,000 | 8,000 | |
| MICROCHIP TECHNOLOGY INC. | NOTE 0.125%11/1 | 595017AU8 | 3,120,996 | 2,944,000 | PRN | SOLE | 2,944,000 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC. | NOTE 0.125%11/1 | 595017AU8 | 197,307 | 187,000 | PRN | OTR | 4 | 84,000 | 103,000 | 0 | |
| MIRUM PHARMACEUTICALS INC | NOTE 4.000% 5/0 | 604749AB7 | 1,562,164 | 1,162,000 | PRN | SOLE | 1,162,000 | 0 | 0 | ||
| MIRUM PHARMACEUTICALS INC | NOTE 4.000% 5/0 | 604749AB7 | 40,130,938 | 29,851,000 | PRN | OTR | 1 | 0 | 29,851,000 | 0 | |
| MONGODB INC | NOTE 0.250% 1/1 | 60937PAD8 | 986,311 | 747,000 | PRN | SOLE | 747,000 | 0 | 0 | ||
| MONGODB INC | NOTE 0.250% 1/1 | 60937PAD8 | 19,297,098 | 14,615,000 | PRN | OTR | 1 | 0 | 14,615,000 | 0 | |
| NCL CORP LTD | NOTE 1.125% 2/1 | 62886HBD2 | 40,567,003 | 43,454,000 | PRN | OTR | 1 | 0 | 43,454,000 | 0 | |
| NCL CORP LTD | NOTE 1.125% 2/1 | 62886HBD2 | 1,581,454 | 1,694,000 | PRN | SOLE | 1,694,000 | 0 | 0 | ||
| NCL CORP LTD | NOTE 5.375% 8/0 | 62886HAX9 | 5,738,512 | 4,725,000 | PRN | DFND | 1 | 146,000 | 4,574,000 | 5,000 | |
| NCL CORP LTD | NOTE 5.375% 8/0 | 62886HAX9 | 180,960 | 149,000 | PRN | OTR | 4 | 64,000 | 85,000 | 0 | |
| NCL CORP LTD | NOTE 5.375% 8/0 | 62886HAX9 | 9,746 | 8,000 | PRN | OTR | 1 | 0 | 8,000 | 0 | |
| NEXTERA ENERGY INC | UNIT 09/01/2025 | 65339F713 | 2,710,022 | 65,090 | SH | SOLE | 65,090 | 0 | 0 | ||
| NEXTERA ENERGY INC | UNIT 09/01/2025 | 65339F713 | 10,026,224 | 241,654 | SH | DFND | 1 | 7,265 | 234,107 | 282 | |
| NEXTERA ENERGY INC | UNIT 09/01/2025 | 65339F713 | 310,719 | 7,489 | SH | OTR | 4 | 3,345 | 4,144 | 0 | |
| NEXTERA ENERGY INC | UNIT 09/01/2025 | 65339F713 | 38,720,550 | 930,000 | SH | OTR | 1 | 0 | 930,000 | 0 | |
| NICE LTD | NOTE 9/1 | 653656AB4 | 3,404,222 | 3,606,000 | PRN | SOLE | 3,606,000 | 0 | 0 | ||
| NICE LTD | NOTE 9/1 | 653656AB4 | 72,674,371 | 76,982,000 | PRN | OTR | 1 | 0 | 76,982,000 | 0 | |
| NICE LTD | NOTE 9/1 | 653656AB4 | 267,626 | 285,000 | PRN | OTR | 4 | 127,000 | 158,000 | 0 | |
| NICE LTD | NOTE 9/1 | 653656AB4 | 8,662,644 | 9,225,000 | PRN | DFND | 1 | 273,000 | 8,941,000 | 11,000 | |
| NINE ENERGY SERVICE INC | COM | 65441V101 | 1,018 | 606 | SH | OTR | 5 | 0 | 606 | 0 | |
| NINE ENERGY SERVICE INC | COM | 65441V101 | 194,436 | 115,736 | SH | OTR | 1 | 0 | 115,736 | 0 | |
| NINE ENERGY SERVICE INC | COM | 65441V101 | 7,960 | 4,738 | SH | SOLE | 4,738 | 0 | 0 | ||
| NORTHERN OIL & GAS INC | NOTE 3.625% 4/1 | 665531AJ8 | 5,529,404 | 4,804,000 | PRN | DFND | 1 | 147,000 | 4,652,000 | 5,000 | |
| NORTHERN OIL & GAS INC | NOTE 3.625% 4/1 | 665531AJ8 | 1,160,524 | 1,005,000 | PRN | SOLE | 1,005,000 | 0 | 0 | ||
| NORTHERN OIL & GAS INC | NOTE 3.625% 4/1 | 665531AJ8 | 26,647,011 | 23,076,000 | PRN | OTR | 1 | 0 | 23,076,000 | 0 | |
| NORTHERN OIL & GAS INC | NOTE 3.625% 4/1 | 665531AJ8 | 173,801 | 151,000 | PRN | OTR | 4 | 66,000 | 85,000 | 0 | |
| NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 2,739,840 | 1,427,000 | PRN | SOLE | 1,427,000 | 0 | 0 | ||
| NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 55,330,560 | 28,818,000 | PRN | OTR | 1 | 0 | 28,818,000 | 0 | |
| NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 189,833 | 99,000 | PRN | OTR | 4 | 46,000 | 53,000 | 0 | |
| NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 6,176,268 | 3,221,000 | PRN | DFND | 1 | 97,000 | 3,120,000 | 4,000 | |
| NUTANIX INC | NOTE 0.250%10/0 | 67059NAH1 | 200,552 | 172,000 | PRN | OTR | 4 | 77,000 | 95,000 | 0 | |
| NUTANIX INC | NOTE 0.250%10/0 | 67059NAH1 | 6,464,304 | 5,544,000 | PRN | DFND | 1 | 164,000 | 5,373,000 | 7,000 | |
| NUTANIX INC | NOTE 0.250%10/0 | 67059NAH1 | 2,028,172 | 1,732,000 | PRN | SOLE | 1,732,000 | 0 | 0 | ||
| NUTANIX INC | NOTE 0.250%10/0 | 67059NAH1 | 40,049,371 | 34,201,000 | PRN | OTR | 1 | 0 | 34,201,000 | 0 | |
| NUVASIVE INC | NOTE 0.375% 3/1 | 670704AJ4 | 7,791,919 | 8,085,000 | PRN | OTR | 1 | 0 | 8,085,000 | 0 | |
| NUVASIVE INC | NOTE 0.375% 3/1 | 670704AJ4 | 947,366 | 983,000 | PRN | SOLE | 983,000 | 0 | 0 | ||
| NUVEEN AMT FREE MUN CR INC F | COM | 67071L106 | 17,909,618 | 1,437,369 | SH | SOLE | 1,437,369 | 0 | 0 | ||
| NUVEEN AMT FREE MUN CR INC F | COM | 67071L106 | 10,484,666 | 841,466 | SH | OTR | 1 | 0 | 841,466 | 0 | |
| NUVEEN AMT FREE QLTY MUN INC | COM | 670657105 | 36,180,710 | 3,157,130 | SH | SOLE | 3,157,130 | 0 | 0 | ||
| NUVEEN AMT FREE QLTY MUN INC | COM | 670657105 | 7,413,359 | 646,890 | SH | OTR | 1 | 0 | 646,890 | 0 | |
| NUVEEN CA QUALTY MUN INCOME | COM | 67066Y105 | 5,322,951 | 461,661 | SH | OTR | 1 | 0 | 461,661 | 0 | |
| NUVEEN CA QUALTY MUN INCOME | COM | 67066Y105 | 19,177,192 | 1,663,243 | SH | SOLE | 1,663,243 | 0 | 0 | ||
| NUVEEN MUNICIPAL CREDIT INC | COM SH BEN INT | 67070X101 | 27,891,462 | 2,258,418 | SH | SOLE | 2,258,418 | 0 | 0 | ||
| NUVEEN MUNICIPAL CREDIT INC | COM SH BEN INT | 67070X101 | 8,908,154 | 721,308 | SH | OTR | 1 | 0 | 721,308 | 0 | |
| NUVEEN NEW YORK AMT QLT MUNI | COM | 670656107 | 6,911,443 | 623,214 | SH | SOLE | 623,214 | 0 | 0 | ||
| NUVEEN NEW YORK AMT QLT MUNI | COM | 670656107 | 1,934,329 | 174,421 | SH | OTR | 1 | 0 | 174,421 | 0 | |
| NUVEEN NEW YORK QLT MUN INC | COM | 67066X107 | 427,028 | 37,958 | SH | OTR | 1 | 0 | 37,958 | 0 | |
| NUVEEN NEW YORK QLT MUN INC | COM | 67066X107 | 135,473 | 12,042 | SH | SOLE | 12,042 | 0 | 0 | ||
| NUVEEN PENNSYLVANIA QLT MUN | COM | 670972108 | 2,846,382 | 233,310 | SH | SOLE | 233,310 | 0 | 0 | ||
| NUVEEN QUALITY MUNCP INCOME | COM | 67066V101 | 5,768,590 | 491,362 | SH | OTR | 1 | 0 | 491,362 | 0 | |
| NUVEEN QUALITY MUNCP INCOME | COM | 67066V101 | 19,885,799 | 1,693,850 | SH | SOLE | 1,693,850 | 0 | 0 | ||
| NUVEEN TAXABLE MUNICPAL INM | COM | 67074C103 | 119,861 | 7,728 | SH | SOLE | 7,728 | 0 | 0 | ||
| NUVEEN TAXABLE MUNICPAL INM | COM | 67074C103 | 4,999,509 | 322,341 | SH | OTR | 1 | 0 | 322,341 | 0 | |
| OIL STS INTL INC | NOTE 4.750% 4/0 | 678026AK1 | 1,658,784 | 1,709,000 | PRN | SOLE | 1,709,000 | 0 | 0 | ||
| OIL STS INTL INC | NOTE 4.750% 4/0 | 678026AK1 | 32,139,068 | 33,112,000 | PRN | OTR | 1 | 0 | 33,112,000 | 0 | |
| OKTA INC | NOTE 0.125% 9/0 | 679295AD7 | 929,933 | 982,000 | PRN | SOLE | 982,000 | 0 | 0 | ||
| OKTA INC | NOTE 0.125% 9/0 | 679295AD7 | 12,126,061 | 12,805,000 | PRN | OTR | 1 | 0 | 12,805,000 | 0 | |
| ON SEMICONDUCTOR CORP | NOTE 0.500% 3/0 | 682189AU9 | 6,667,680 | 6,960,000 | PRN | DFND | 1 | 210,000 | 6,742,000 | 8,000 | |
| ON SEMICONDUCTOR CORP | NOTE 0.500% 3/0 | 682189AU9 | 2,228,375 | 2,317,000 | PRN | SOLE | 2,317,000 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | NOTE 0.500% 3/0 | 682189AU9 | 45,600,415 | 47,414,000 | PRN | OTR | 1 | 0 | 47,414,000 | 0 | |
| ON SEMICONDUCTOR CORP | NOTE 0.500% 3/0 | 682189AU9 | 205,012 | 214,000 | PRN | OTR | 4 | 96,000 | 118,000 | 0 | |
| PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 12,535,089 | 3,679,000 | PRN | DFND | 1 | 116,000 | 3,558,000 | 5,000 | |
| PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 72,185,059 | 21,155,000 | PRN | OTR | 1 | 0 | 21,155,000 | 0 | |
| PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 391,828 | 115,000 | PRN | OTR | 4 | 50,000 | 65,000 | 0 | |
| PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 2,443,134 | 716,000 | PRN | SOLE | 716,000 | 0 | 0 | ||
| PATRICK INDS INC | NOTE 1.750%12/0 | 703343AG8 | 264,990 | 219,000 | PRN | OTR | 4 | 96,000 | 123,000 | 0 | |
| PATRICK INDS INC | NOTE 1.750%12/0 | 703343AG8 | 8,743,460 | 7,226,000 | PRN | DFND | 1 | 221,000 | 6,996,000 | 9,000 | |
| PATRICK INDS INC | NOTE 1.750%12/0 | 703343AG8 | 1,876,209 | 1,545,000 | PRN | SOLE | 1,545,000 | 0 | 0 | ||
| PATRICK INDS INC | NOTE 1.750%12/0 | 703343AG8 | 40,894,078 | 33,675,000 | PRN | OTR | 1 | 0 | 33,675,000 | 0 | |
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 5,203,413 | 5,863,000 | PRN | OTR | 1 | 0 | 5,863,000 | 0 | |
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 304,413 | 343,000 | PRN | SOLE | 343,000 | 0 | 0 | ||
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 158,850 | 180,000 | PRN | OTR | 4 | 81,000 | 99,000 | 0 | |
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 5,247,345 | 5,946,000 | PRN | DFND | 1 | 178,000 | 5,761,000 | 7,000 | |
| PERMIAN RESOURCES CORP | NOTE 3.250% 4/0 | 15136AAA0 | 1,870,466 | 678,000 | PRN | SOLE | 678,000 | 0 | 0 | ||
| PERMIAN RESOURCES CORP | NOTE 3.250% 4/0 | 15136AAA0 | 39,922,595 | 14,471,000 | PRN | OTR | 1 | 0 | 14,471,000 | 0 | |
| PIONEER MUNICIPAL HIGH INCOM | COM | 723762100 | 1,645,276 | 200,399 | SH | OTR | 1 | 0 | 200,399 | 0 | |
| PIONEER MUNICIPAL HIGH INCOM | COM | 723762100 | 5,056,547 | 615,901 | SH | SOLE | 615,901 | 0 | 0 | ||
| PIONEER MUNICIPAL HIGH INCOM | COM SHS | 723763108 | 1,836,720 | 200,954 | SH | OTR | 1 | 0 | 200,954 | 0 | |
| PIONEER MUNICIPAL HIGH INCOM | COM SHS | 723763108 | 5,446,928 | 595,944 | SH | SOLE | 595,944 | 0 | 0 | ||
| POST HLDGS INC | NOTE 2.500% 8/1 | 737446AT1 | 56,587,360 | 51,373,000 | PRN | OTR | 1 | 0 | 51,373,000 | 0 | |
| POST HLDGS INC | NOTE 2.500% 8/1 | 737446AT1 | 6,563,228 | 5,972,000 | PRN | DFND | 1 | 181,000 | 5,784,000 | 7,000 | |
| POST HLDGS INC | NOTE 2.500% 8/1 | 737446AT1 | 198,919 | 181,000 | PRN | OTR | 4 | 81,000 | 100,000 | 0 | |
| POST HLDGS INC | NOTE 2.500% 8/1 | 737446AT1 | 2,217,320 | 2,013,000 | PRN | SOLE | 2,013,000 | 0 | 0 | ||
| PPL CAP FDG INC | NOTE 2.875% 3/1 | 69352PAS2 | 480,125 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
| Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 7,178,733 | 7,195,000 | PRN | OTR | 1 | 0 | 7,195,000 | 0 | |
| Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 558,734 | 560,000 | PRN | SOLE | 560,000 | 0 | 0 | ||
| RIVIAN AUTOMOTIVE INC | NOTE 4.625% 3/1 | 76954AAB9 | 15,062,966 | 15,473,000 | PRN | OTR | 1 | 0 | 15,473,000 | 0 | |
| RIVIAN AUTOMOTIVE INC | NOTE 4.625% 3/1 | 76954AAB9 | 591,888 | 608,000 | PRN | SOLE | 608,000 | 0 | 0 | ||
| ROYAL CARIBBEAN GROUP | NOTE 6.000% 8/1 | 780153BQ4 | 24,127,166 | 7,470,000 | PRN | OTR | 1 | 0 | 7,470,000 | 0 | |
| ROYAL CARIBBEAN GROUP | NOTE 6.000% 8/1 | 780153BQ4 | 1,146,606 | 355,000 | PRN | SOLE | 355,000 | 0 | 0 | ||
| SHIFT4 PMTS INC | NOTE 12/1 | 82452JAB5 | 1,513,915 | 1,311,000 | PRN | SOLE | 1,311,000 | 0 | 0 | ||
| SHIFT4 PMTS INC | NOTE 12/1 | 82452JAB5 | 6,436,468 | 5,598,000 | PRN | DFND | 1 | 164,000 | 5,427,000 | 7,000 | |
| SHIFT4 PMTS INC | NOTE 12/1 | 82452JAB5 | 204,661 | 178,000 | PRN | OTR | 4 | 81,000 | 97,000 | 0 | |
| SHIFT4 PMTS INC | NOTE 12/1 | 82452JAB5 | 34,216,094 | 29,630,000 | PRN | OTR | 1 | 0 | 29,630,000 | 0 | |
| SOLAREDGE TECHNOLOGIES INC | NOTE 9/1 | 83417MAD6 | 14,883,044 | 16,239,000 | PRN | OTR | 1 | 0 | 16,239,000 | 0 | |
| SOLAREDGE TECHNOLOGIES INC | NOTE 9/1 | 83417MAD6 | 506,825 | 553,000 | PRN | SOLE | 553,000 | 0 | 0 | ||
| SOUTHERN CO | NOTE 3.875%12/1 | 842587DP9 | 664,758 | 650,000 | PRN | SOLE | 650,000 | 0 | 0 | ||
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 2,199,398 | 2,189,000 | PRN | SOLE | 2,189,000 | 0 | 0 | ||
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 56,839,712 | 56,571,000 | PRN | OTR | 1 | 0 | 56,571,000 | 0 | |
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 145,145 | 145,000 | PRN | OTR | 4 | 65,000 | 80,000 | 0 | |
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 4,668,664 | 4,664,000 | PRN | DFND | 1 | 142,000 | 4,517,000 | 5,000 | |
| SPDR GOLD TR | GOLD SHS | 78463V107 | 10,285,218 | 47,836 | SH | OTR | 1 | 0 | 47,836 | 0 | |
| SUMMIT HOTEL PPTYS | NOTE 1.500% 2/1 | 866082AA8 | 23,352,620 | 25,804,000 | PRN | OTR | 1 | 0 | 25,804,000 | 0 | |
| SUMMIT HOTEL PPTYS | NOTE 1.500% 2/1 | 866082AA8 | 746,625 | 825,000 | PRN | SOLE | 825,000 | 0 | 0 | ||
| TALOS ENERGY INC | COM | 87484T108 | 75,172 | 6,187 | SH | OTR | 5 | 0 | 6,187 | 0 | |
| TALOS ENERGY INC | COM | 87484T108 | 32,763,569 | 2,696,590 | SH | OTR | 1 | 0 | 2,696,590 | 0 | |
| TALOS ENERGY INC | COM | 87484T108 | 5,348,381 | 440,196 | SH | SOLE | 440,196 | 0 | 0 | ||
| TELADOC HEALTH INC | NOTE 1.250% 6/0 | 87918AAF2 | 20,210,556 | 24,315,000 | PRN | OTR | 1 | 0 | 24,315,000 | 0 | |
| TELADOC HEALTH INC | NOTE 1.250% 6/0 | 87918AAF2 | 151,652 | 183,000 | PRN | OTR | 4 | 81,000 | 102,000 | 0 | |
| TELADOC HEALTH INC | NOTE 1.250% 6/0 | 87918AAF2 | 1,017,385 | 1,224,000 | PRN | SOLE | 1,224,000 | 0 | 0 | ||
| TELADOC HEALTH INC | NOTE 1.250% 6/0 | 87918AAF2 | 4,952,311 | 5,976,000 | PRN | DFND | 1 | 184,000 | 5,786,000 | 6,000 | |
| TRANSMEDICS GROUP INC | NOTE 1.500% 6/0 | 89377MAB5 | 203,422 | 116,000 | PRN | OTR | 4 | 50,000 | 66,000 | 0 | |
| TRANSMEDICS GROUP INC | NOTE 1.500% 6/0 | 89377MAB5 | 6,490,222 | 3,701,000 | PRN | DFND | 1 | 110,000 | 3,587,000 | 4,000 | |
| TRANSMEDICS GROUP INC | NOTE 1.500% 6/0 | 89377MAB5 | 80,158,164 | 45,612,000 | PRN | OTR | 1 | 0 | 45,612,000 | 0 | |
| TRANSMEDICS GROUP INC | NOTE 1.500% 6/0 | 89377MAB5 | 3,117,613 | 1,774,000 | PRN | SOLE | 1,774,000 | 0 | 0 | ||
| TURNING PT BRANDS INC | COM | 90041L105 | 218,276 | 6,802 | SH | OTR | 1 | 0 | 6,802 | 0 | |
| TYLER TEX INDPT SCH DIST | NOTE 0.250% 3/1 | 902252AB1 | 1,086,800 | 988,000 | PRN | SOLE | 988,000 | 0 | 0 | ||
| UBER TECHNOLOGIES INC | NOTE 12/1 | 90353TAJ9 | 199,392 | 186,000 | PRN | OTR | 4 | 83,000 | 103,000 | 0 | |
| UBER TECHNOLOGIES INC | NOTE 12/1 | 90353TAJ9 | 56,949 | 53,000 | PRN | SOLE | 53,000 | 0 | 0 | ||
| UBER TECHNOLOGIES INC | NOTE 12/1 | 90353TAJ9 | 6,493,104 | 6,057,000 | PRN | DFND | 1 | 183,000 | 5,867,000 | 7,000 | |
| VAIL RESORTS INC | NOTE 1/0 | 91879QAN9 | 26,061,064 | 28,521,000 | PRN | OTR | 1 | 0 | 28,521,000 | 0 | |
| VAIL RESORTS INC | NOTE 1/0 | 91879QAN9 | 1,853,085 | 2,028,000 | PRN | SOLE | 2,028,000 | 0 | 0 | ||
| VAIL RESORTS INC | NOTE 1/0 | 91879QAN9 | 192,920 | 212,000 | PRN | OTR | 4 | 96,000 | 116,000 | 0 | |
| VAIL RESORTS INC | NOTE 1/0 | 91879QAN9 | 6,182,540 | 6,794,000 | PRN | DFND | 1 | 201,000 | 6,585,000 | 8,000 | |
| VODAFONE GROUP PLC NEW | SPONSORED ADR | 92857W308 | 10,342,615 | 1,166,022 | SH | OTR | 1 | 0 | 1,166,022 | 0 | |
| WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 90,362 | 76 | SH | OTR | 4 | 34 | 42 | 0 | |
| WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 2,728,712 | 2,287 | SH | SOLE | 2,287 | 0 | 0 | ||
| WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 28,415,827 | 23,816 | SH | OTR | 1 | 0 | 23,816 | 0 | |
| WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 2,748,899 | 2,312 | SH | DFND | 1 | 75 | 2,234 | 3 | |
| WOLFSPEED INC | NOTE 0.250% 2/1 | 977852AB8 | 129,690 | 220,000 | PRN | OTR | 4 | 97,000 | 123,000 | 0 | |
| WOLFSPEED INC | NOTE 0.250% 2/1 | 977852AB8 | 4,207,851 | 7,138,000 | PRN | DFND | 1 | 216,000 | 6,913,000 | 9,000 | |
| ZIFF DAVIS INC | NOTE 1.750%11/0 | 48123VAE2 | 564,909 | 605,000 | PRN | SOLE | 605,000 | 0 | 0 | ||
| ZIFF DAVIS INC | NOTE 1.750%11/0 | 48123VAE2 | 7,941,401 | 8,505,000 | PRN | OTR | 1 | 0 | 8,505,000 | 0 | |
| ZILLOW GROUP INC | NOTE 1.375% 9/0 | 98954MAG6 | 6,137,761 | 5,091,000 | PRN | DFND | 1 | 154,000 | 4,931,000 | 6,000 | |
| ZILLOW GROUP INC | NOTE 1.375% 9/0 | 98954MAG6 | 53,123,435 | 43,701,000 | PRN | OTR | 1 | 0 | 43,701,000 | 0 | |
| ZILLOW GROUP INC | NOTE 1.375% 9/0 | 98954MAG6 | 3,022,010 | 2,486,000 | PRN | SOLE | 2,486,000 | 0 | 0 | ||
| ZILLOW GROUP INC | NOTE 1.375% 9/0 | 98954MAG6 | 192,898 | 160,000 | PRN | OTR | 4 | 70,000 | 90,000 | 0 | |
| ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 10,129 | 10,000 | PRN | OTR | 1 | 0 | 10,000 | 0 | |
| ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 237,614 | 177,000 | PRN | OTR | 4 | 80,000 | 97,000 | 0 | |
| ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 1,914,725 | 1,421,000 | PRN | SOLE | 1,421,000 | 0 | 0 | ||
| ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 23,851,191 | 17,701,000 | PRN | OTR | 1 | 0 | 17,701,000 | 0 | |
| ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 7,634,513 | 5,687,000 | PRN | DFND | 1 | 170,000 | 5,510,000 | 7,000 | |