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 | 4,486,933 | 401,695 | SH | SOLE | 401,695 | 0 | 0 | ||
| ADVANCED ENERGY INDS | NOTE 2.500% 9/1 | 007973AE0 | 40,383,810 | 38,188,000 | PRN | OTR | 1 | 0 | 38,188,000 | 0 | |
| ADVANCED ENERGY INDS | NOTE 2.500% 9/1 | 007973AE0 | 2,055,780 | 1,944,000 | PRN | SOLE | 1,944,000 | 0 | 0 | ||
| AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 118,877 | 107,000 | PRN | OTR | 4 | 45,000 | 62,000 | 0 | |
| AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 3,905,165 | 3,515,000 | PRN | DFND | 1 | 109,000 | 3,398,000 | 8,000 | |
| AKAMAI TECHNOLOGIES INC | NOTE 0.375% 9/0 | 00971TAL5 | 1,924,635 | 1,860,000 | PRN | SOLE | 1,860,000 | 0 | 0 | ||
| AKAMAI TECHNOLOGIES INC | NOTE 0.375% 9/0 | 00971TAL5 | 37,349,301 | 36,095,000 | PRN | OTR | 1 | 0 | 36,095,000 | 0 | |
| ALNYLAM PHARMACEUTICALS INC | NOTE 1.000% 9/1 | 02043QAB3 | 809,507 | 691,000 | PRN | SOLE | 691,000 | 0 | 0 | ||
| ALNYLAM PHARMACEUTICALS INC | NOTE 1.000% 9/1 | 02043QAB3 | 99,365 | 85,000 | PRN | OTR | 4 | 36,000 | 49,000 | 0 | |
| ALNYLAM PHARMACEUTICALS INC | NOTE 1.000% 9/1 | 02043QAB3 | 13,125,486 | 11,204,000 | PRN | OTR | 1 | 0 | 11,204,000 | 0 | |
| ALNYLAM PHARMACEUTICALS INC | NOTE 1.000% 9/1 | 02043QAB3 | 3,391,269 | 2,901,000 | PRN | DFND | 1 | 90,000 | 2,803,000 | 8,000 | |
| AMERICAN AIRLINES GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 | 282,700 | 275,000 | PRN | SOLE | 275,000 | 0 | 0 | ||
| AMERICAN AIRLINES GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 | 14,325,180 | 13,935,000 | PRN | OTR | 1 | 0 | 13,935,000 | 0 | |
| AMPHASTAR PHARMACEUTICALS IN | NOTE 2.000% 3/1 | 03209RAB9 | 38,204,285 | 36,010,000 | PRN | OTR | 1 | 0 | 36,010,000 | 0 | |
| AMPHASTAR PHARMACEUTICALS IN | NOTE 2.000% 3/1 | 03209RAB9 | 1,889,526 | 1,781,000 | PRN | SOLE | 1,781,000 | 0 | 0 | ||
| AMPHASTAR PHARMACEUTICALS IN | NOTE 2.000% 3/1 | 03209RAB9 | 3,242,792 | 3,071,000 | PRN | DFND | 1 | 96,000 | 2,967,000 | 8,000 | |
| AMPHASTAR PHARMACEUTICALS IN | NOTE 2.000% 3/1 | 03209RAB9 | 92,923 | 88,000 | PRN | OTR | 4 | 38,000 | 50,000 | 0 | |
| APOLLO GLOBAL MGMT INC | SER A MAND CNV | 03769M304 | 2,283,141 | 33,350 | SH | SOLE | 33,350 | 0 | 0 | ||
| APOLLO GLOBAL MGMT INC | SER A MAND CNV | 03769M304 | 217,432 | 3,198 | SH | OTR | 4 | 1,404 | 1,794 | 0 | |
| APOLLO GLOBAL MGMT INC | SER A MAND CNV | 03769M304 | 40,898,004 | 597,400 | SH | OTR | 1 | 0 | 597,400 | 0 | |
| APOLLO GLOBAL MGMT INC | SER A MAND CNV | 03769M304 | 7,215,983 | 106,133 | SH | DFND | 1 | 3,351 | 102,526 | 256 | |
| ARES CAPITAL CORP | COM | 04010L103 | 607,239 | 28,999 | SH | OTR | 1 | 0 | 28,999 | 0 | |
| ARRAY TECHNOLOGIES INC | NOTE 1.000%12/0 | 04271TAB6 | 670,824 | 899,000 | PRN | SOLE | 899,000 | 0 | 0 | ||
| ARRAY TECHNOLOGIES INC | NOTE 1.000%12/0 | 04271TAB6 | 3,564,454 | 4,801,000 | PRN | DFND | 1 | 157,000 | 4,633,000 | 11,000 | |
| ARRAY TECHNOLOGIES INC | NOTE 1.000%12/0 | 04271TAB6 | 11,700,987 | 15,681,000 | PRN | OTR | 1 | 0 | 15,681,000 | 0 | |
| ARRAY TECHNOLOGIES INC | NOTE 1.000%12/0 | 04271TAB6 | 107,654 | 145,000 | PRN | OTR | 4 | 61,000 | 84,000 | 0 | |
| BANK AMERICA CORP | 7.25%CNV PFD L | 060505682 | 30,239,791 | 23,708 | SH | OTR | 1 | 0 | 23,708 | 0 | |
| BANK AMERICA CORP | 7.25%CNV PFD L | 060505682 | 184,586 | 145 | SH | OTR | 4 | 62 | 83 | 0 | |
| BANK AMERICA CORP | 7.25%CNV PFD L | 060505682 | 2,534,438 | 1,987 | SH | SOLE | 1,987 | 0 | 0 | ||
| BANK AMERICA CORP | 7.25%CNV PFD L | 060505682 | 5,901,674 | 4,636 | SH | DFND | 1 | 147 | 4,478 | 11 | |
| BENTLEY SYS INC | NOTE 0.125% 1/1 | 08265TAB5 | 1,005,000 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| BENTLEY SYS INC | NOTE 0.125% 1/1 | 08265TAB5 | 7,050,075 | 7,015,000 | PRN | OTR | 1 | 0 | 7,015,000 | 0 | |
| BILL HOLDINGS INC | NOTE 12/0 | 090043AB6 | 70,538 | 75,000 | PRN | SOLE | 75,000 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | NOTE 1.250% 5/1 | 09061GAK7 | 60,038,547 | 62,917,000 | PRN | OTR | 1 | 0 | 62,917,000 | 0 | |
| BIOMARIN PHARMACEUTICAL INC | NOTE 1.250% 5/1 | 09061GAK7 | 2,820,763 | 2,956,000 | PRN | SOLE | 2,956,000 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | NOTE 1.250% 5/1 | 09061GAK7 | 185,348 | 195,000 | PRN | OTR | 4 | 84,000 | 111,000 | 0 | |
| BIOMARIN PHARMACEUTICAL INC | NOTE 1.250% 5/1 | 09061GAK7 | 6,183,953 | 6,506,000 | PRN | DFND | 1 | 202,000 | 6,288,000 | 16,000 | |
| BLACKLINE INC | NOTE 3/1 | 09239BAD1 | 450,000 | 480,000 | PRN | SOLE | 480,000 | 0 | 0 | ||
| BLACKROCK MUN INCOME QUALITY | COM | 092479104 | 172,955 | 14,365 | SH | SOLE | 14,365 | 0 | 0 | ||
| BLACKROCK MUN INCOME QUALITY | COM | 092479104 | 218,357 | 18,136 | SH | OTR | 1 | 0 | 18,136 | 0 | |
| BLACKROCK MUN INCOME TR | SH BEN INT | 09248F109 | 2,367,659 | 223,998 | SH | OTR | 1 | 0 | 223,998 | 0 | |
| BLACKROCK MUN INCOME TR | SH BEN INT | 09248F109 | 3,466,801 | 327,985 | SH | SOLE | 327,985 | 0 | 0 | ||
| BLACKROCK MUN TARGET TERM TR | COM SHS BEN IN | 09257P105 | 21,065,815 | 974,367 | SH | SOLE | 974,367 | 0 | 0 | ||
| BLACKROCK MUN TARGET TERM TR | COM SHS BEN IN | 09257P105 | 9,238,961 | 427,334 | SH | OTR | 1 | 0 | 427,334 | 0 | |
| BLACKROCK MUNI INCOME TR II | COM | 09249N101 | 841,032 | 74,692 | SH | OTR | 1 | 0 | 74,692 | 0 | |
| BLACKROCK MUNI INCOME TR II | COM | 09249N101 | 865,995 | 76,909 | SH | SOLE | 76,909 | 0 | 0 | ||
| BLACKROCK MUNICIPAL INCOME | COM | 09253X102 | 4,122,101 | 327,671 | SH | OTR | 1 | 0 | 327,671 | 0 | |
| BLACKROCK MUNICIPAL INCOME | COM | 09253X102 | 8,205,116 | 652,235 | SH | SOLE | 652,235 | 0 | 0 | ||
| BLACKROCK MUNIHLDGS NJ QLTY | COM | 09254X101 | 4,669,262 | 384,935 | SH | OTR | 1 | 0 | 384,935 | 0 | |
| BLACKROCK MUNIHLDGS NJ QLTY | COM | 09254X101 | 10,618,408 | 875,384 | SH | SOLE | 875,384 | 0 | 0 | ||
| BLACKROCK MUNIHLDGS NY QLTY | COM | 09255C106 | 6,770,649 | 606,689 | SH | SOLE | 606,689 | 0 | 0 | ||
| BLACKROCK MUNIHLDGS NY QLTY | COM | 09255C106 | 6,574,211 | 589,087 | SH | OTR | 1 | 0 | 589,087 | 0 | |
| BLACKROCK MUNIHLDNGS CALI QL | COM | 09254L107 | 673,724 | 58,483 | SH | SOLE | 58,483 | 0 | 0 | ||
| BLACKROCK MUNIHLDNGS CALI QL | COM | 09254L107 | 842,227 | 73,110 | SH | OTR | 1 | 0 | 73,110 | 0 | |
| BLACKROCK MUNIHOLDINGS FD IN | COM | 09253N104 | 17,697,337 | 1,398,999 | SH | SOLE | 1,398,999 | 0 | 0 | ||
| BLACKROCK MUNIHOLDINGS FD IN | COM | 09253N104 | 6,609,258 | 522,471 | SH | OTR | 1 | 0 | 522,471 | 0 | |
| BLACKROCK MUNIVEST FD INC | COM | 09253R105 | 9,671,046 | 1,272,506 | SH | SOLE | 1,272,506 | 0 | 0 | ||
| BLACKROCK MUNIVEST FD INC | COM | 09253R105 | 2,411,024 | 317,240 | SH | OTR | 1 | 0 | 317,240 | 0 | |
| BLACKROCK MUNIYIELD FD INC | COM | 09253W104 | 2,151,686 | 188,249 | SH | SOLE | 188,249 | 0 | 0 | ||
| BLACKROCK MUNIYIELD FD INC | COM | 09253W104 | 2,291,761 | 200,504 | SH | OTR | 1 | 0 | 200,504 | 0 | |
| BLACKROCK MUNIYIELD MICH QU | COM | 09254V105 | 5,038,771 | 419,548 | SH | SOLE | 419,548 | 0 | 0 | ||
| BLACKROCK MUNIYIELD MICH QU | COM | 09254V105 | 2,945,705 | 245,271 | SH | OTR | 1 | 0 | 245,271 | 0 | |
| BLACKROCK MUNIYIELD N Y QUAL | COM | 09255E102 | 6,866,903 | 637,004 | SH | OTR | 1 | 0 | 637,004 | 0 | |
| BLACKROCK MUNIYIELD N Y QUAL | COM | 09255E102 | 3,239,606 | 300,520 | SH | SOLE | 300,520 | 0 | 0 | ||
| BLACKROCK MUNIYIELD QUALITY | COM | 09254G108 | 6,363,145 | 588,091 | SH | OTR | 1 | 0 | 588,091 | 0 | |
| BLACKROCK MUNIYIELD QUALITY | COM | 09254G108 | 4,371,302 | 404,002 | SH | SOLE | 404,002 | 0 | 0 | ||
| BLACKROCK MUNIYILD QULT FD I | COM | 09254F100 | 3,765,546 | 287,227 | SH | OTR | 1 | 0 | 287,227 | 0 | |
| BLACKROCK MUNIYILD QULT FD I | COM | 09254F100 | 925,697 | 70,610 | SH | SOLE | 70,610 | 0 | 0 | ||
| BLACKROCK N Y MUN INCOME TRU | SH BEN INT | 09248L106 | 1,129,095 | 102,645 | SH | OTR | 1 | 0 | 102,645 | 0 | |
| BLACKROCK N Y MUN INCOME TRU | SH BEN INT | 09248L106 | 654,951 | 59,541 | SH | SOLE | 59,541 | 0 | 0 | ||
| BLOCK INC | NOTE 0.125% 3/0 | 852234AF0 | 3,091,833 | 3,163,000 | PRN | DFND | 1 | 93,000 | 3,062,000 | 8,000 | |
| BLOCK INC | NOTE 0.125% 3/0 | 852234AF0 | 92,863 | 95,000 | PRN | OTR | 4 | 43,000 | 52,000 | 0 | |
| BOOKING HOLDINGS INC | NOTE 0.750% 5/0 | 09857LAN8 | 47,060,519 | 21,000,000 | PRN | OTR | 1 | 0 | 21,000,000 | 0 | |
| BOOKING HOLDINGS INC | NOTE 0.750% 5/0 | 09857LAN8 | 2,964,813 | 1,323,000 | PRN | SOLE | 1,323,000 | 0 | 0 | ||
| BRIDGEBIO PHARMA INC | NOTE 2.250% 2/0 | 10806XAD4 | 18,539,640 | 22,071,000 | PRN | OTR | 1 | 0 | 22,071,000 | 0 | |
| BRIDGEBIO PHARMA INC | NOTE 2.250% 2/0 | 10806XAD4 | 611,520 | 728,000 | PRN | SOLE | 728,000 | 0 | 0 | ||
| BURLINGTON STORES INC | NOTE 1.250%12/1 | 122017AD8 | 1,351,306 | 956,000 | PRN | SOLE | 956,000 | 0 | 0 | ||
| BURLINGTON STORES INC | NOTE 1.250%12/1 | 122017AD8 | 27,711,668 | 19,605,000 | PRN | OTR | 1 | 0 | 19,605,000 | 0 | |
| CABLE ONE INC | NOTE 1.125% 3/1 | 12685JAG0 | 16,107,582 | 19,895,000 | PRN | SOLE | 19,895,000 | 0 | 0 | ||
| CABLE ONE INC | NOTE 1.125% 3/1 | 12685JAG0 | 27,009,245 | 33,360,000 | PRN | OTR | 1 | 0 | 33,360,000 | 0 | |
| CABLE ONE INC | NOTE 1.125% 3/1 | 12685JAG0 | 80,963 | 100,000 | PRN | OTR | 5 | 0 | 100,000 | 0 | |
| CABLE ONE INC | NOTE 3/1 | 12685JAE5 | 10,074,000 | 10,950,000 | PRN | SOLE | 10,950,000 | 0 | 0 | ||
| CABLE ONE INC | NOTE 3/1 | 12685JAE5 | 73,600 | 80,000 | PRN | OTR | 5 | 0 | 80,000 | 0 | |
| CABLE ONE INC | NOTE 3/1 | 12685JAE5 | 13,174,400 | 14,320,000 | PRN | OTR | 1 | 0 | 14,320,000 | 0 | |
| CENTURY ALUM CO | NOTE 2.750% 5/0 | 156431AQ1 | 3,134,225 | 2,830,000 | PRN | SOLE | 2,830,000 | 0 | 0 | ||
| CHART INDS INC | 6.75DP CNV PFD B | 16115Q407 | 16,991,568 | 336,600 | SH | OTR | 1 | 0 | 336,600 | 0 | |
| CHART INDS INC | 6.75DP CNV PFD B | 16115Q407 | 2,874,853 | 57,211 | SH | DFND | 1 | 1,795 | 55,278 | 138 | |
| CHART INDS INC | 6.75DP CNV PFD B | 16115Q407 | 86,078 | 1,713 | SH | OTR | 4 | 746 | 967 | 0 | |
| CHART INDS INC | 6.75DP CNV PFD B | 16115Q407 | 686,528 | 13,600 | SH | SOLE | 13,600 | 0 | 0 | ||
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 6,645,850 | 7,051,000 | PRN | DFND | 1 | 227,000 | 6,806,000 | 18,000 | |
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 17,715,248 | 18,696,000 | PRN | OTR | 1 | 0 | 18,696,000 | 0 | |
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 196,991 | 209,000 | PRN | OTR | 4 | 91,000 | 118,000 | 0 | |
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 737,188 | 778,000 | PRN | SOLE | 778,000 | 0 | 0 | ||
| CHEFS WHSE INC | NOTE 2.375%12/1 | 163086AE1 | 1,788,276 | 1,522,000 | PRN | SOLE | 1,522,000 | 0 | 0 | ||
| CHEFS WHSE INC | NOTE 2.375%12/1 | 163086AE1 | 6,689,774 | 5,718,000 | PRN | DFND | 1 | 178,000 | 5,526,000 | 14,000 | |
| CHEFS WHSE INC | NOTE 2.375%12/1 | 163086AE1 | 38,154,189 | 32,473,000 | PRN | OTR | 1 | 0 | 32,473,000 | 0 | |
| CHEFS WHSE INC | NOTE 2.375%12/1 | 163086AE1 | 201,231 | 172,000 | PRN | OTR | 4 | 75,000 | 97,000 | 0 | |
| CHEGG INC | NOTE 9/0 | 163092AF6 | 34,313 | 45,000 | PRN | SOLE | 45,000 | 0 | 0 | ||
| CONMED CORP | NOTE 2.250% 6/1 | 207410AH4 | 2,104,993 | 2,263,000 | PRN | SOLE | 2,263,000 | 0 | 0 | ||
| CONMED CORP | NOTE 2.250% 6/1 | 207410AH4 | 43,907,198 | 47,203,000 | PRN | OTR | 1 | 0 | 47,203,000 | 0 | |
| CONMED CORP | NOTE 2.250% 6/1 | 207410AH4 | 5,408,374 | 5,830,000 | PRN | DFND | 1 | 186,000 | 5,630,000 | 14,000 | |
| CONMED CORP | NOTE 2.250% 6/1 | 207410AH4 | 160,489 | 173,000 | PRN | OTR | 4 | 74,000 | 99,000 | 0 | |
| DANAHER CORPORATION | COM | 235851102 | 41,763,330 | 150,217 | SH | OTR | 1 | 0 | 150,217 | 0 | |
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 6,054,125 | 4,675,000 | PRN | DFND | 1 | 151,000 | 4,513,000 | 11,000 | |
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 183,890 | 142,000 | PRN | OTR | 4 | 60,000 | 82,000 | 0 | |
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 1,394,900 | 1,073,000 | PRN | SOLE | 1,073,000 | 0 | 0 | ||
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 25,745,200 | 19,804,000 | PRN | OTR | 1 | 0 | 19,804,000 | 0 | |
| DEXCOM INC | NOTE 0.250%11/1 | 252131AK3 | 165,387 | 174,000 | PRN | OTR | 4 | 76,000 | 98,000 | 0 | |
| DEXCOM INC | NOTE 0.250%11/1 | 252131AK3 | 5,522,405 | 5,810,000 | PRN | DFND | 1 | 182,000 | 5,614,000 | 14,000 | |
| DEXCOM INC | NOTE 0.250%11/1 | 252131AK3 | 31,792,747 | 33,317,000 | PRN | OTR | 1 | 0 | 33,317,000 | 0 | |
| DEXCOM INC | NOTE 0.250%11/1 | 252131AK3 | 1,901,820 | 1,993,000 | PRN | SOLE | 1,993,000 | 0 | 0 | ||
| DROPBOX INC | NOTE 3/0 | 26210CAD6 | 22,391,593 | 23,099,000 | PRN | OTR | 1 | 0 | 23,099,000 | 0 | |
| DROPBOX INC | NOTE 3/0 | 26210CAC8 | 6,358,410 | 6,572,000 | PRN | DFND | 1 | 203,000 | 6,353,000 | 16,000 | |
| DROPBOX INC | NOTE 3/0 | 26210CAD6 | 1,467,634 | 1,514,000 | PRN | SOLE | 1,514,000 | 0 | 0 | ||
| DROPBOX INC | NOTE 3/0 | 26210CAC8 | 194,468 | 201,000 | PRN | OTR | 4 | 89,000 | 112,000 | 0 | |
| DUKE ENERGY CORP NEW | NOTE 4.125% 4/1 | 26441CBY0 | 531,750 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
| DWS MUN INCOME TR NEW | COM | 233368109 | 1,306,090 | 131,002 | SH | OTR | 1 | 0 | 131,002 | 0 | |
| DWS MUN INCOME TR NEW | COM | 233368109 | 448,790 | 45,014 | SH | SOLE | 45,014 | 0 | 0 | ||
| EATON VANCE MUN BD FD | COM | 27827X101 | 1,846,889 | 171,644 | SH | SOLE | 171,644 | 0 | 0 | ||
| EATON VANCE MUN BD FD | COM | 27827X101 | 1,122,354 | 104,308 | SH | OTR | 1 | 0 | 104,308 | 0 | |
| EATON VANCE NEW YORK MUN BD | COM | 27827Y109 | 4,121,797 | 413,835 | SH | SOLE | 413,835 | 0 | 0 | ||
| EATON VANCE NEW YORK MUN BD | COM | 27827Y109 | 125,855 | 12,636 | SH | OTR | 1 | 0 | 12,636 | 0 | |
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAH0 | 163,299 | 174,000 | PRN | OTR | 4 | 77,000 | 97,000 | 0 | |
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAH0 | 30,604,280 | 32,480,000 | PRN | OTR | 1 | 0 | 32,480,000 | 0 | |
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAH0 | 917,752 | 974,000 | PRN | SOLE | 974,000 | 0 | 0 | ||
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAH0 | 5,398,252 | 5,752,000 | PRN | DFND | 1 | 181,000 | 5,557,000 | 14,000 | |
| ENVESTNET INC | NOTE 2.625%12/0 | 29404KAG1 | 33,534,461 | 31,547,000 | PRN | OTR | 1 | 0 | 31,547,000 | 0 | |
| ENVESTNET INC | NOTE 2.625%12/0 | 29404KAG1 | 1,756,076 | 1,652,000 | PRN | SOLE | 1,652,000 | 0 | 0 | ||
| ENVISTA HOLDINGS CORPORATION | NOTE 1.750% 8/1 | 29415FAD6 | 25,861,584 | 28,478,000 | PRN | OTR | 1 | 0 | 28,478,000 | 0 | |
| ENVISTA HOLDINGS CORPORATION | NOTE 1.750% 8/1 | 29415FAD6 | 1,010,743 | 1,113,000 | PRN | SOLE | 1,113,000 | 0 | 0 | ||
| ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 | 3,412,546 | 3,461,000 | PRN | DFND | 1 | 109,000 | 3,344,000 | 8,000 | |
| ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 | 104,516 | 106,000 | PRN | OTR | 4 | 45,000 | 61,000 | 0 | |
| ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 | 32,543,449 | 32,839,000 | PRN | OTR | 1 | 0 | 32,839,000 | 0 | |
| ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 | 1,667,853 | 1,683,000 | PRN | SOLE | 1,683,000 | 0 | 0 | ||
| EURONET WORLDWIDE INC | NOTE 0.750% 3/1 | 298736AL3 | 23,231,225 | 23,585,000 | PRN | OTR | 1 | 0 | 23,585,000 | 0 | |
| EURONET WORLDWIDE INC | NOTE 0.750% 3/1 | 298736AL3 | 817,550 | 830,000 | PRN | SOLE | 830,000 | 0 | 0 | ||
| EXACT SCIENCES CORP | NOTE 0.375% 3/0 | 30063PAC9 | 56,220 | 60,000 | PRN | SOLE | 60,000 | 0 | 0 | ||
| EXACT SCIENCES CORP | NOTE 0.375% 3/0 | 30063PAC9 | 133,634 | 143,000 | PRN | OTR | 4 | 61,000 | 82,000 | 0 | |
| EXACT SCIENCES CORP | NOTE 0.375% 3/0 | 30063PAC9 | 4,352,901 | 4,658,000 | PRN | DFND | 1 | 146,000 | 4,502,000 | 10,000 | |
| EXPEDIA GROUP INC | NOTE 2/1 | 30212PBE4 | 5,354,010 | 5,580,000 | PRN | OTR | 1 | 0 | 5,580,000 | 0 | |
| EXPEDIA GROUP INC | NOTE 2/1 | 30212PBE4 | 239,875 | 250,000 | PRN | SOLE | 250,000 | 0 | 0 | ||
| FORD MTR CO | NOTE 3/1 | 345370CZ1 | 59,619,083 | 60,681,000 | PRN | OTR | 1 | 0 | 60,681,000 | 0 | |
| FORD MTR CO | NOTE 3/1 | 345370CZ1 | 2,679,278 | 2,727,000 | PRN | SOLE | 2,727,000 | 0 | 0 | ||
| FORD MTR CO | NOTE 3/1 | 345370CZ1 | 5,631,268 | 5,755,000 | PRN | DFND | 1 | 179,000 | 5,562,000 | 14,000 | |
| FORD MTR CO | NOTE 3/1 | 345370CZ1 | 168,302 | 172,000 | PRN | OTR | 4 | 77,000 | 95,000 | 0 | |
| FORUM ENERGY TECHNOLOGIES IN | COM | 34984V209 | 2,468,282 | 159,656 | SH | SOLE | 159,656 | 0 | 0 | ||
| FORUM ENERGY TECHNOLOGIES IN | COM | 34984V209 | 34,429 | 2,227 | SH | OTR | 5 | 0 | 2,227 | 0 | |
| FORUM ENERGY TECHNOLOGIES IN | COM | 34984V209 | 11,995,955 | 775,935 | SH | OTR | 1 | 0 | 775,935 | 0 | |
| FORUM ENERGY TECHNOLOGIES IN | NOTE 9.000% 8/0 | 34984VAC4 | 33,227 | 33,210 | PRN | OTR | 5 | 0 | 33,210 | 0 | |
| FORUM ENERGY TECHNOLOGIES IN | NOTE 9.000% 8/0 | 34984VAC4 | 5,700,842 | 5,697,993 | PRN | SOLE | 5,697,993 | 0 | 0 | ||
| FORUM ENERGY TECHNOLOGIES IN | NOTE 9.000% 8/0 | 34984VAC4 | 11,646,529 | 11,640,709 | PRN | OTR | 1 | 0 | 11,640,709 | 0 | |
| GREENBRIER COS INC | NOTE 2.875% 4/1 | 393657AM3 | 20,323,147 | 18,463,000 | PRN | OTR | 1 | 0 | 18,463,000 | 0 | |
| GREENBRIER COS INC | NOTE 2.875% 4/1 | 393657AM3 | 816,757 | 742,000 | PRN | SOLE | 742,000 | 0 | 0 | ||
| GULFPORT ENERGY OPERATING CO | COMMON SHARES | 402635502 | 25,056,749 | 165,555 | SH | OTR | 1 | 0 | 165,555 | 0 | |
| GULFPORT ENERGY OPERATING CO | COMMON SHARES | 402635502 | 4,924,778 | 32,539 | SH | SOLE | 32,539 | 0 | 0 | ||
| GULFPORT ENERGY OPERATING CO | COMMON SHARES | 402635502 | 89,448 | 591 | SH | OTR | 5 | 0 | 591 | 0 | |
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 1,460,575 | 1,579,000 | PRN | SOLE | 1,579,000 | 0 | 0 | ||
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 17,186,500 | 18,580,000 | PRN | OTR | 1 | 0 | 18,580,000 | 0 | |
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 191,360 | 208,000 | PRN | OTR | 4 | 91,000 | 117,000 | 0 | |
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 6,379,280 | 6,934,000 | PRN | DFND | 1 | 221,000 | 6,696,000 | 17,000 | |
| HALOZYME THERAPEUTICS INC | NOTE 1.000% 8/1 | 40637HAF6 | 43,587,320 | 36,628,000 | PRN | OTR | 1 | 0 | 36,628,000 | 0 | |
| HALOZYME THERAPEUTICS INC | NOTE 1.000% 8/1 | 40637HAF6 | 209,000 | 176,000 | PRN | OTR | 4 | 77,000 | 99,000 | 0 | |
| HALOZYME THERAPEUTICS INC | NOTE 1.000% 8/1 | 40637HAF6 | 7,035,938 | 5,925,000 | PRN | DFND | 1 | 189,000 | 5,721,000 | 15,000 | |
| HALOZYME THERAPEUTICS INC | NOTE 1.000% 8/1 | 40637HAF6 | 2,099,160 | 1,764,000 | PRN | SOLE | 1,764,000 | 0 | 0 | ||
| HEWLETT PACKARD ENTERPRISE C | 7.625 MAND CONV | 42824C208 | 110,673 | 1,829 | SH | OTR | 4 | 797 | 1,032 | 0 | |
| HEWLETT PACKARD ENTERPRISE C | 7.625 MAND CONV | 42824C208 | 750,633 | 12,350 | SH | SOLE | 12,350 | 0 | 0 | ||
| HEWLETT PACKARD ENTERPRISE C | 7.625 MAND CONV | 42824C208 | 14,468,679 | 238,050 | SH | OTR | 1 | 0 | 238,050 | 0 | |
| HEWLETT PACKARD ENTERPRISE C | 7.625 MAND CONV | 42824C208 | 3,675,983 | 60,750 | SH | DFND | 1 | 1,915 | 58,688 | 147 | |
| IMPINJ INC | NOTE 1.125% 5/1 | 453204AD1 | 861,677 | 430,000 | PRN | SOLE | 430,000 | 0 | 0 | ||
| IMPINJ INC | NOTE 1.125% 5/1 | 453204AD1 | 19,107,187 | 9,535,000 | PRN | OTR | 1 | 0 | 9,535,000 | 0 | |
| INTEGER HLDGS CORP | NOTE 2.125% 2/1 | 45826HAB5 | 57,188,622 | 36,161,000 | PRN | OTR | 1 | 0 | 36,161,000 | 0 | |
| INTEGER HLDGS CORP | NOTE 2.125% 2/1 | 45826HAB5 | 7,294,466 | 4,627,000 | PRN | DFND | 1 | 147,000 | 4,469,000 | 11,000 | |
| INTEGER HLDGS CORP | NOTE 2.125% 2/1 | 45826HAB5 | 222,287 | 141,000 | PRN | OTR | 4 | 62,000 | 79,000 | 0 | |
| INTEGER HLDGS CORP | NOTE 2.125% 2/1 | 45826HAB5 | 2,743,903 | 1,735,000 | PRN | SOLE | 1,735,000 | 0 | 0 | ||
| INVESCO ADVANTAGE MUN INCOME | SH BEN INT | 46132E103 | 2,249,222 | 241,592 | SH | SOLE | 241,592 | 0 | 0 | ||
| INVESCO ADVANTAGE MUN INCOME | SH BEN INT | 46132E103 | 1,893,803 | 203,416 | SH | OTR | 1 | 0 | 203,416 | 0 | |
| INVESCO MUN OPPORTUNITY TR | COM | 46132C107 | 802,190 | 78,110 | SH | SOLE | 78,110 | 0 | 0 | ||
| INVESCO MUN OPPORTUNITY TR | COM | 46132C107 | 1,306,632 | 127,228 | SH | OTR | 1 | 0 | 127,228 | 0 | |
| INVESCO MUNICIPAL TRUST | COM | 46131J103 | 1,777,135 | 173,210 | SH | OTR | 1 | 0 | 173,210 | 0 | |
| INVESCO MUNICIPAL TRUST | COM | 46131J103 | 1,639,969 | 159,841 | SH | SOLE | 159,841 | 0 | 0 | ||
| INVESCO PA VALUE MUN INC TR | COM | 46132K109 | 472,487 | 41,776 | SH | SOLE | 41,776 | 0 | 0 | ||
| INVESCO PA VALUE MUN INC TR | COM | 46132K109 | 211,486 | 18,699 | SH | OTR | 1 | 0 | 18,699 | 0 | |
| INVESCO QUALITY MUN INCOME T | COM | 46133G107 | 1,965,915 | 188,306 | SH | SOLE | 188,306 | 0 | 0 | ||
| INVESCO TR INVT GRADE MUNS | COM | 46131M106 | 1,575,510 | 149,196 | SH | SOLE | 149,196 | 0 | 0 | ||
| INVESCO TR INVT GRADE MUNS | COM | 46131M106 | 2,371,998 | 224,621 | SH | OTR | 1 | 0 | 224,621 | 0 | |
| IONIS PHARMACEUTICALS INC | NOTE 1.750% 6/1 | 462222AF7 | 1,552,640 | 1,494,000 | PRN | SOLE | 1,494,000 | 0 | 0 | ||
| IONIS PHARMACEUTICALS INC | NOTE 1.750% 6/1 | 462222AF7 | 30,448,986 | 29,299,000 | PRN | OTR | 1 | 0 | 29,299,000 | 0 | |
| IONIS PHARMACEUTICALS INC | NOTE 4/0 | 462222AD2 | 97,729 | 98,000 | PRN | OTR | 4 | 43,000 | 55,000 | 0 | |
| IONIS PHARMACEUTICALS INC | NOTE 4/0 | 462222AD2 | 3,170,194 | 3,179,000 | PRN | DFND | 1 | 94,000 | 3,077,000 | 8,000 | |
| ISHARES GOLD TR | ISHARES NEW | 464285204 | 46,196,150 | 929,500 | SH | OTR | 1 | 0 | 929,500 | 0 | |
| LANTHEUS HLDGS INC | NOTE 2.625%12/1 | 516544AB9 | 223,488 | 144,000 | PRN | OTR | 4 | 62,000 | 82,000 | 0 | |
| LANTHEUS HLDGS INC | NOTE 2.625%12/1 | 516544AB9 | 76,416,884 | 49,119,000 | PRN | OTR | 1 | 0 | 49,119,000 | 0 | |
| LANTHEUS HLDGS INC | NOTE 2.625%12/1 | 516544AB9 | 7,376,656 | 4,753,000 | PRN | DFND | 1 | 153,000 | 4,589,000 | 11,000 | |
| LANTHEUS HLDGS INC | NOTE 2.625%12/1 | 516544AB9 | 3,601,561 | 2,315,000 | PRN | SOLE | 2,315,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP DEL | NOTE 2.250% 8/1 | 531229AQ5 | 190,219 | 173,000 | PRN | OTR | 4 | 75,000 | 98,000 | 0 | |
| LIBERTY MEDIA CORP DEL | NOTE 2.250% 8/1 | 531229AQ5 | 6,318,999 | 5,747,000 | PRN | DFND | 1 | 181,000 | 5,552,000 | 14,000 | |
| LIBERTY MEDIA CORP DEL | NOTE 2.250% 8/1 | 531229AQ5 | 1,640,408 | 1,486,000 | PRN | SOLE | 1,486,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP DEL | NOTE 2.250% 8/1 | 531229AQ5 | 30,933,717 | 28,022,000 | PRN | OTR | 1 | 0 | 28,022,000 | 0 | |
| LIBERTY MEDIA CORP DEL | NOTE 3.750% 3/1 | 531229AP7 | 29,454,798 | 28,445,000 | PRN | OTR | 1 | 0 | 28,445,000 | 0 | |
| LIBERTY MEDIA CORP DEL | NOTE 3.750% 3/1 | 531229AP7 | 1,439,345 | 1,390,000 | PRN | SOLE | 1,390,000 | 0 | 0 | ||
| LIVE NATION ENTERTAINMENT IN | NOTE 3.125% 1/1 | 538034BA6 | 209,056 | 170,000 | PRN | OTR | 4 | 75,000 | 95,000 | 0 | |
| LIVE NATION ENTERTAINMENT IN | NOTE 3.125% 1/1 | 538034BA6 | 2,221,512 | 1,801,000 | PRN | SOLE | 1,801,000 | 0 | 0 | ||
| LIVE NATION ENTERTAINMENT IN | NOTE 3.125% 1/1 | 538034BA6 | 40,714,981 | 33,008,000 | PRN | OTR | 1 | 0 | 33,008,000 | 0 | |
| LIVE NATION ENTERTAINMENT IN | NOTE 3.125% 1/1 | 538034BA6 | 6,924,666 | 5,631,000 | PRN | DFND | 1 | 176,000 | 5,441,000 | 14,000 | |
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 2,455,140 | 2,490,000 | PRN | SOLE | 2,490,000 | 0 | 0 | ||
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 51,296,650 | 52,025,000 | PRN | OTR | 1 | 0 | 52,025,000 | 0 | |
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 167,751 | 171,000 | PRN | OTR | 4 | 76,000 | 95,000 | 0 | |
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 5,601,510 | 5,710,000 | PRN | DFND | 1 | 179,000 | 5,517,000 | 14,000 | |
| MARRIOTT VACATIONS WORLDWIDE | NOTE 1/1 | 57164YAD9 | 5,756,571 | 6,170,000 | PRN | OTR | 1 | 0 | 6,170,000 | 0 | |
| MARRIOTT VACATIONS WORLDWIDE | NOTE 1/1 | 57164YAD9 | 397,455 | 426,000 | PRN | SOLE | 426,000 | 0 | 0 | ||
| MFS MUN INCOME TR | SH BEN INT | 552738106 | 1,905,647 | 333,155 | SH | SOLE | 333,155 | 0 | 0 | ||
| MGP INGREDIENTS INC NEW | NOTE 1.875%11/1 | 55303JAB2 | 43,811,416 | 40,914,000 | PRN | OTR | 1 | 0 | 40,914,000 | 0 | |
| MGP INGREDIENTS INC NEW | NOTE 1.875%11/1 | 55303JAB2 | 145,846 | 137,000 | PRN | OTR | 4 | 61,000 | 76,000 | 0 | |
| MGP INGREDIENTS INC NEW | NOTE 1.875%11/1 | 55303JAB2 | 4,779,919 | 4,490,000 | PRN | DFND | 1 | 143,000 | 4,336,000 | 11,000 | |
| MGP INGREDIENTS INC NEW | NOTE 1.875%11/1 | 55303JAB2 | 2,157,697 | 2,015,000 | PRN | SOLE | 2,015,000 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC. | NOTE 0.125%11/1 | 595017AU8 | 68,417,192 | 68,383,000 | PRN | OTR | 1 | 0 | 68,383,000 | 0 | |
| MICROCHIP TECHNOLOGY INC. | NOTE 0.125%11/1 | 595017AU8 | 177,199 | 178,000 | PRN | OTR | 4 | 78,000 | 100,000 | 0 | |
| MICROCHIP TECHNOLOGY INC. | NOTE 0.125%11/1 | 595017AU8 | 2,945,472 | 2,944,000 | PRN | SOLE | 2,944,000 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC. | NOTE 0.125%11/1 | 595017AU8 | 5,906,302 | 5,933,000 | PRN | DFND | 1 | 192,000 | 5,726,000 | 15,000 | |
| MIRUM PHARMACEUTICALS INC | NOTE 4.000% 5/0 | 604749AB7 | 1,707,123 | 1,162,000 | PRN | SOLE | 1,162,000 | 0 | 0 | ||
| MIRUM PHARMACEUTICALS INC | NOTE 4.000% 5/0 | 604749AB7 | 43,854,836 | 29,851,000 | PRN | OTR | 1 | 0 | 29,851,000 | 0 | |
| MIRUM PHARMACEUTICALS INC | NOTE 4.000% 5/0 | 604749AB7 | 3,310,293 | 2,259,000 | PRN | DFND | 1 | 72,000 | 2,182,000 | 5,000 | |
| MIRUM PHARMACEUTICALS INC | NOTE 4.000% 5/0 | 604749AB7 | 98,180 | 67,000 | PRN | OTR | 4 | 29,000 | 38,000 | 0 | |
| MONGODB INC | NOTE 0.250% 1/1 | 60937PAD8 | 1,032,914 | 747,000 | PRN | SOLE | 747,000 | 0 | 0 | ||
| MONGODB INC | NOTE 0.250% 1/1 | 60937PAD8 | 20,208,891 | 14,615,000 | PRN | OTR | 1 | 0 | 14,615,000 | 0 | |
| NCL CORP LTD | NOTE 1.125% 2/1 | 62886HBD2 | 42,224,148 | 43,454,000 | PRN | OTR | 1 | 0 | 43,454,000 | 0 | |
| NCL CORP LTD | NOTE 1.125% 2/1 | 62886HBD2 | 1,646,056 | 1,694,000 | PRN | SOLE | 1,694,000 | 0 | 0 | ||
| NCL CORP LTD | NOTE 5.375% 8/0 | 62886HAX9 | 5,687,010 | 4,590,000 | PRN | DFND | 1 | 149,000 | 4,430,000 | 11,000 | |
| NCL CORP LTD | NOTE 5.375% 8/0 | 62886HAX9 | 174,699 | 141,000 | PRN | OTR | 4 | 60,000 | 81,000 | 0 | |
| NCL CORP LTD | NOTE 5.375% 8/0 | 62886HAX9 | 9,942 | 8,000 | PRN | OTR | 1 | 0 | 8,000 | 0 | |
| NEXTERA ENERGY INC | UNIT 09/01/2025 | 65339F713 | 3,081,686 | 65,090 | SH | SOLE | 65,090 | 0 | 0 | ||
| NEXTERA ENERGY INC | UNIT 09/01/2025 | 65339F713 | 44,030,850 | 930,000 | SH | OTR | 1 | 0 | 930,000 | 0 | |
| NEXTERA ENERGY INC | UNIT 09/01/2025 | 65339F713 | 10,926,542 | 235,689 | SH | DFND | 1 | 7,401 | 227,717 | 571 | |
| NEXTERA ENERGY INC | UNIT 09/01/2025 | 65339F713 | 328,739 | 7,091 | SH | OTR | 4 | 3,096 | 3,995 | 0 | |
| NICE LTD | NOTE 9/1 | 653656AB4 | 2,643,296 | 2,752,000 | PRN | SOLE | 2,752,000 | 0 | 0 | ||
| NICE LTD | NOTE 9/1 | 653656AB4 | 8,577,524 | 8,977,000 | PRN | DFND | 1 | 279,000 | 8,676,000 | 22,000 | |
| NICE LTD | NOTE 9/1 | 653656AB4 | 55,551,478 | 57,836,000 | PRN | OTR | 1 | 0 | 57,836,000 | 0 | |
| NICE LTD | NOTE 9/1 | 653656AB4 | 257,030 | 269,000 | PRN | OTR | 4 | 118,000 | 151,000 | 0 | |
| NINE ENERGY SERVICE INC | COM | 65441V101 | 4,341 | 3,842 | SH | SOLE | 3,842 | 0 | 0 | ||
| NINE ENERGY SERVICE INC | COM | 65441V101 | 130,782 | 115,736 | SH | OTR | 1 | 0 | 115,736 | 0 | |
| NINE ENERGY SERVICE INC | COM | 65441V101 | 685 | 606 | SH | OTR | 5 | 0 | 606 | 0 | |
| NORTHERN OIL & GAS INC | NOTE 3.625% 4/1 | 665531AJ8 | 30,721,331 | 26,825,000 | PRN | OTR | 1 | 0 | 26,825,000 | 0 | |
| NORTHERN OIL & GAS INC | NOTE 3.625% 4/1 | 665531AJ8 | 5,329,664 | 4,669,000 | PRN | DFND | 1 | 150,000 | 4,508,000 | 11,000 | |
| NORTHERN OIL & GAS INC | NOTE 3.625% 4/1 | 665531AJ8 | 1,438,434 | 1,256,000 | PRN | SOLE | 1,256,000 | 0 | 0 | ||
| NORTHERN OIL & GAS INC | NOTE 3.625% 4/1 | 665531AJ8 | 163,235 | 143,000 | PRN | OTR | 4 | 62,000 | 81,000 | 0 | |
| NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 7,032,954 | 3,173,000 | PRN | DFND | 1 | 98,000 | 3,067,000 | 8,000 | |
| NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 208,351 | 94,000 | PRN | OTR | 4 | 42,000 | 52,000 | 0 | |
| NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 63,947,142 | 28,818,000 | PRN | OTR | 1 | 0 | 28,818,000 | 0 | |
| NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 3,166,513 | 1,427,000 | PRN | SOLE | 1,427,000 | 0 | 0 | ||
| NUTANIX INC | NOTE 0.250%10/0 | 67059NAH1 | 2,074,070 | 1,732,000 | PRN | SOLE | 1,732,000 | 0 | 0 | ||
| NUTANIX INC | NOTE 0.250%10/0 | 67059NAH1 | 196,763 | 165,000 | PRN | OTR | 4 | 72,000 | 93,000 | 0 | |
| NUTANIX INC | NOTE 0.250%10/0 | 67059NAH1 | 40,955,698 | 34,201,000 | PRN | OTR | 1 | 0 | 34,201,000 | 0 | |
| NUTANIX INC | NOTE 0.250%10/0 | 67059NAH1 | 6,474,083 | 5,429,000 | PRN | DFND | 1 | 168,000 | 5,248,000 | 13,000 | |
| NUVASIVE INC | NOTE 0.375% 3/1 | 670704AJ4 | 962,767 | 983,000 | PRN | SOLE | 983,000 | 0 | 0 | ||
| NUVASIVE INC | NOTE 0.375% 3/1 | 670704AJ4 | 7,918,591 | 8,085,000 | PRN | OTR | 1 | 0 | 8,085,000 | 0 | |
| NUVEEN AMT FREE MUN CR INC F | COM | 67071L106 | 12,161,829 | 908,277 | SH | OTR | 1 | 0 | 908,277 | 0 | |
| NUVEEN AMT FREE MUN CR INC F | COM | 67071L106 | 20,847,761 | 1,556,965 | SH | SOLE | 1,556,965 | 0 | 0 | ||
| NUVEEN AMT FREE QLTY MUN INC | COM | 670657105 | 8,561,686 | 715,262 | SH | OTR | 1 | 0 | 715,262 | 0 | |
| NUVEEN AMT FREE QLTY MUN INC | COM | 670657105 | 39,366,433 | 3,288,758 | SH | SOLE | 3,288,758 | 0 | 0 | ||
| NUVEEN CA QUALTY MUN INCOME | COM | 67066Y105 | 5,493,216 | 462,003 | SH | OTR | 1 | 0 | 462,003 | 0 | |
| NUVEEN CA QUALTY MUN INCOME | COM | 67066Y105 | 20,966,838 | 1,763,401 | SH | SOLE | 1,763,401 | 0 | 0 | ||
| NUVEEN MUNICIPAL CREDIT INC | COM SH BEN INT | 67070X101 | 9,449,135 | 721,308 | SH | OTR | 1 | 0 | 721,308 | 0 | |
| NUVEEN MUNICIPAL CREDIT INC | COM SH BEN INT | 67070X101 | 31,015,416 | 2,367,589 | SH | SOLE | 2,367,589 | 0 | 0 | ||
| NUVEEN NEW YORK AMT QLT MUNI | COM | 670656107 | 6,979,997 | 623,214 | SH | SOLE | 623,214 | 0 | 0 | ||
| NUVEEN NEW YORK AMT QLT MUNI | COM | 670656107 | 1,953,515 | 174,421 | SH | OTR | 1 | 0 | 174,421 | 0 | |
| NUVEEN NEW YORK QLT MUN INC | COM | 67066X107 | 200,300 | 16,989 | SH | SOLE | 16,989 | 0 | 0 | ||
| NUVEEN NEW YORK QLT MUN INC | COM | 67066X107 | 631,119 | 53,530 | SH | OTR | 1 | 0 | 53,530 | 0 | |
| NUVEEN PENNSYLVANIA QLT MUN | COM | 670972108 | 2,944,372 | 233,310 | SH | SOLE | 233,310 | 0 | 0 | ||
| NUVEEN QUALITY MUNCP INCOME | COM | 67066V101 | 6,083,062 | 491,362 | SH | OTR | 1 | 0 | 491,362 | 0 | |
| NUVEEN QUALITY MUNCP INCOME | COM | 67066V101 | 21,626,956 | 1,746,927 | SH | SOLE | 1,746,927 | 0 | 0 | ||
| NUVEEN TAXABLE MUNICPAL INM | COM | 67074C103 | 2,735,584 | 164,695 | SH | OTR | 1 | 0 | 164,695 | 0 | |
| OIL STS INTL INC | NOTE 4.750% 4/0 | 678026AK1 | 1,665,421 | 1,709,000 | PRN | SOLE | 1,709,000 | 0 | 0 | ||
| OIL STS INTL INC | NOTE 4.750% 4/0 | 678026AK1 | 28,856,894 | 29,612,000 | PRN | OTR | 1 | 0 | 29,612,000 | 0 | |
| OKTA INC | NOTE 0.125% 9/0 | 679295AD7 | 12,267,190 | 12,805,000 | PRN | OTR | 1 | 0 | 12,805,000 | 0 | |
| OKTA INC | NOTE 0.125% 9/0 | 679295AD7 | 940,756 | 982,000 | PRN | SOLE | 982,000 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | NOTE 0.500% 3/0 | 682189AU9 | 205,233 | 203,000 | PRN | OTR | 4 | 89,000 | 114,000 | 0 | |
| ON SEMICONDUCTOR CORP | NOTE 0.500% 3/0 | 682189AU9 | 2,351,176 | 2,317,000 | PRN | SOLE | 2,317,000 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | NOTE 0.500% 3/0 | 682189AU9 | 6,849,525 | 6,775,000 | PRN | DFND | 1 | 214,000 | 6,545,000 | 16,000 | |
| ON SEMICONDUCTOR CORP | NOTE 0.500% 3/0 | 682189AU9 | 48,113,357 | 47,414,000 | PRN | OTR | 1 | 0 | 47,414,000 | 0 | |
| PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 192,416 | 56,000 | PRN | OTR | 4 | 25,000 | 31,000 | 0 | |
| PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 6,679,584 | 1,944,000 | PRN | DFND | 1 | 62,000 | 1,876,000 | 6,000 | |
| PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 1,362,636 | 396,000 | PRN | SOLE | 396,000 | 0 | 0 | ||
| PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 40,018,830 | 11,630,000 | PRN | OTR | 1 | 0 | 11,630,000 | 0 | |
| PATRICK INDS INC | NOTE 1.750%12/0 | 703343AG8 | 2,244,417 | 1,486,000 | PRN | SOLE | 1,486,000 | 0 | 0 | ||
| PATRICK INDS INC | NOTE 1.750%12/0 | 703343AG8 | 310,236 | 206,000 | PRN | OTR | 4 | 89,000 | 117,000 | 0 | |
| PATRICK INDS INC | NOTE 1.750%12/0 | 703343AG8 | 10,567,602 | 7,017,000 | PRN | DFND | 1 | 225,000 | 6,774,000 | 18,000 | |
| PATRICK INDS INC | NOTE 1.750%12/0 | 703343AG8 | 50,861,878 | 33,675,000 | PRN | OTR | 1 | 0 | 33,675,000 | 0 | |
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 156,807 | 171,000 | PRN | OTR | 4 | 75,000 | 96,000 | 0 | |
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 5,281,920 | 5,760,000 | PRN | DFND | 1 | 180,000 | 5,566,000 | 14,000 | |
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 5,405,686 | 5,863,000 | PRN | OTR | 1 | 0 | 5,863,000 | 0 | |
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 316,246 | 343,000 | PRN | SOLE | 343,000 | 0 | 0 | ||
| PERMIAN RESOURCES CORP | NOTE 3.250% 4/0 | 15136AAA0 | 1,611,335 | 678,000 | PRN | SOLE | 678,000 | 0 | 0 | ||
| PERMIAN RESOURCES CORP | NOTE 3.250% 4/0 | 15136AAA0 | 34,391,779 | 14,471,000 | PRN | OTR | 1 | 0 | 14,471,000 | 0 | |
| PIONEER MUNICIPAL HIGH INCOM | COM | 723762100 | 1,771,527 | 200,399 | SH | OTR | 1 | 0 | 200,399 | 0 | |
| PIONEER MUNICIPAL HIGH INCOM | COM | 723762100 | 5,444,565 | 615,901 | SH | SOLE | 615,901 | 0 | 0 | ||
| PIONEER MUNICIPAL HIGH INCOM | COM SHS | 723763108 | 1,929,158 | 200,954 | SH | OTR | 1 | 0 | 200,954 | 0 | |
| PIONEER MUNICIPAL HIGH INCOM | COM SHS | 723763108 | 5,721,062 | 595,944 | SH | SOLE | 595,944 | 0 | 0 | ||
| POST HLDGS INC | NOTE 2.500% 8/1 | 737446AT1 | 61,210,930 | 51,373,000 | PRN | OTR | 1 | 0 | 51,373,000 | 0 | |
| POST HLDGS INC | NOTE 2.500% 8/1 | 737446AT1 | 204,508 | 172,000 | PRN | OTR | 4 | 75,000 | 97,000 | 0 | |
| POST HLDGS INC | NOTE 2.500% 8/1 | 737446AT1 | 6,910,468 | 5,812,000 | PRN | DFND | 1 | 184,000 | 5,614,000 | 14,000 | |
| POST HLDGS INC | NOTE 2.500% 8/1 | 737446AT1 | 2,398,490 | 2,013,000 | PRN | SOLE | 2,013,000 | 0 | 0 | ||
| PPL CAP FDG INC | NOTE 2.875% 3/1 | 69352PAS2 | 530,875 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
| Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 7,858,975 | 7,195,000 | PRN | OTR | 1 | 0 | 7,195,000 | 0 | |
| Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 611,678 | 560,000 | PRN | SOLE | 560,000 | 0 | 0 | ||
| RAPID7 INC | NOTE 1.250% 3/1 | 753422AH7 | 533,667 | 565,000 | PRN | SOLE | 565,000 | 0 | 0 | ||
| RAPID7 INC | NOTE 1.250% 3/1 | 753422AH7 | 11,712,345 | 12,400,000 | PRN | OTR | 1 | 0 | 12,400,000 | 0 | |
| RIVIAN AUTOMOTIVE INC | NOTE 4.625% 3/1 | 76954AAB9 | 77,454 | 86,000 | PRN | OTR | 4 | 36,000 | 50,000 | 0 | |
| RIVIAN AUTOMOTIVE INC | NOTE 4.625% 3/1 | 76954AAB9 | 14,012,736 | 15,473,000 | PRN | OTR | 1 | 0 | 15,473,000 | 0 | |
| RIVIAN AUTOMOTIVE INC | NOTE 4.625% 3/1 | 76954AAB9 | 2,603,721 | 2,891,000 | PRN | DFND | 1 | 90,000 | 2,793,000 | 8,000 | |
| RIVIAN AUTOMOTIVE INC | NOTE 4.625% 3/1 | 76954AAB9 | 550,620 | 608,000 | PRN | SOLE | 608,000 | 0 | 0 | ||
| ROYAL CARIBBEAN GROUP | NOTE 6.000% 8/1 | 780153BQ4 | 1,270,501 | 355,000 | PRN | SOLE | 355,000 | 0 | 0 | ||
| ROYAL CARIBBEAN GROUP | NOTE 6.000% 8/1 | 780153BQ4 | 26,734,196 | 7,470,000 | PRN | OTR | 1 | 0 | 7,470,000 | 0 | |
| SEAGATE HDD CAYMAN | NOTE 3.500% 6/0 | 81180WBL4 | 1,951,878 | 1,355,000 | PRN | SOLE | 1,355,000 | 0 | 0 | ||
| SEAGATE HDD CAYMAN | NOTE 3.500% 6/0 | 81180WBL4 | 41,421,578 | 28,755,000 | PRN | OTR | 1 | 0 | 28,755,000 | 0 | |
| SHIFT4 PMTS INC | NOTE 12/1 | 82452JAB5 | 36,163,415 | 29,630,000 | PRN | OTR | 1 | 0 | 29,630,000 | 0 | |
| SHIFT4 PMTS INC | NOTE 12/1 | 82452JAB5 | 206,635 | 170,000 | PRN | OTR | 4 | 75,000 | 95,000 | 0 | |
| SHIFT4 PMTS INC | NOTE 12/1 | 82452JAB5 | 1,600,076 | 1,311,000 | PRN | SOLE | 1,311,000 | 0 | 0 | ||
| SHIFT4 PMTS INC | NOTE 12/1 | 82452JAB5 | 6,667,018 | 5,485,000 | PRN | DFND | 1 | 168,000 | 5,304,000 | 13,000 | |
| SOLAREDGE TECHNOLOGIES INC | NOTE 9/1 | 83417MAD6 | 514,843 | 553,000 | PRN | SOLE | 553,000 | 0 | 0 | ||
| SOLAREDGE TECHNOLOGIES INC | NOTE 9/1 | 83417MAD6 | 7,252,490 | 7,790,000 | PRN | OTR | 1 | 0 | 7,790,000 | 0 | |
| SOUTHERN CO | NOTE 3.875%12/1 | 842587DP9 | 723,613 | 650,000 | PRN | SOLE | 650,000 | 0 | 0 | ||
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 2,213,469 | 2,189,000 | PRN | SOLE | 2,189,000 | 0 | 0 | ||
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 139,025 | 138,000 | PRN | OTR | 4 | 61,000 | 77,000 | 0 | |
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 57,203,364 | 56,571,000 | PRN | OTR | 1 | 0 | 56,571,000 | 0 | |
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 4,559,628 | 4,526,000 | PRN | DFND | 1 | 145,000 | 4,370,000 | 11,000 | |
| SPDR GOLD TR | GOLD SHS | 78463V107 | 9,196,418 | 37,836 | SH | OTR | 1 | 0 | 37,836 | 0 | |
| SUMMIT HOTEL PPTYS | NOTE 1.500% 2/1 | 866082AA8 | 24,421,873 | 25,804,000 | PRN | OTR | 1 | 0 | 25,804,000 | 0 | |
| SUMMIT HOTEL PPTYS | NOTE 1.500% 2/1 | 866082AA8 | 780,811 | 825,000 | PRN | SOLE | 825,000 | 0 | 0 | ||
| TALOS ENERGY INC | COM | 87484T108 | 4,444,280 | 429,399 | SH | SOLE | 429,399 | 0 | 0 | ||
| TALOS ENERGY INC | COM | 87484T108 | 64,035 | 6,187 | SH | OTR | 5 | 0 | 6,187 | 0 | |
| TALOS ENERGY INC | COM | 87484T108 | 27,909,707 | 2,696,590 | SH | OTR | 1 | 0 | 2,696,590 | 0 | |
| TELADOC HEALTH INC | NOTE 1.250% 6/0 | 87918AAF2 | 1,063,044 | 1,224,000 | PRN | SOLE | 1,224,000 | 0 | 0 | ||
| TELADOC HEALTH INC | NOTE 1.250% 6/0 | 87918AAF2 | 21,117,578 | 24,315,000 | PRN | OTR | 1 | 0 | 24,315,000 | 0 | |
| TETRA TECH INC NEW | DBCV 2.250% 8/1 | 88162GAB9 | 3,500,478 | 2,665,000 | PRN | SOLE | 2,665,000 | 0 | 0 | ||
| TETRA TECH INC NEW | DBCV 2.250% 8/1 | 88162GAB9 | 75,103,303 | 57,178,000 | PRN | OTR | 1 | 0 | 57,178,000 | 0 | |
| TETRA TECH INC NEW | DBCV 2.250% 8/1 | 88162GAB9 | 196,275 | 150,000 | PRN | OTR | 4 | 65,000 | 85,000 | 0 | |
| TETRA TECH INC NEW | DBCV 2.250% 8/1 | 88162GAB9 | 6,432,586 | 4,916,000 | PRN | DFND | 1 | 157,000 | 4,746,000 | 13,000 | |
| TRANSMEDICS GROUP INC | NOTE 1.500% 6/0 | 89377MAB5 | 2,996,220 | 1,623,000 | PRN | SOLE | 1,623,000 | 0 | 0 | ||
| TRANSMEDICS GROUP INC | NOTE 1.500% 6/0 | 89377MAB5 | 200,952 | 109,000 | PRN | OTR | 4 | 46,000 | 63,000 | 0 | |
| TRANSMEDICS GROUP INC | NOTE 1.500% 6/0 | 89377MAB5 | 6,601,932 | 3,581,000 | PRN | DFND | 1 | 112,000 | 3,460,000 | 9,000 | |
| TRANSMEDICS GROUP INC | NOTE 1.500% 6/0 | 89377MAB5 | 71,370,226 | 38,660,000 | PRN | OTR | 1 | 0 | 38,660,000 | 0 | |
| TURNING PT BRANDS INC | COM | 90041L105 | 293,506 | 6,802 | SH | OTR | 1 | 0 | 6,802 | 0 | |
| TYLER TEX INDPT SCH DIST | NOTE 0.250% 3/1 | 902252AB1 | 36,208,634 | 29,414,000 | PRN | OTR | 1 | 0 | 29,414,000 | 0 | |
| TYLER TEX INDPT SCH DIST | NOTE 0.250% 3/1 | 902252AB1 | 1,959,752 | 1,592,000 | PRN | SOLE | 1,592,000 | 0 | 0 | ||
| UBER TECHNOLOGIES INC | NOTE 12/1 | 90353TAJ9 | 6,493,725 | 5,890,000 | PRN | DFND | 1 | 186,000 | 5,690,000 | 14,000 | |
| UBER TECHNOLOGIES INC | NOTE 12/1 | 90353TAJ9 | 58,565 | 53,000 | PRN | SOLE | 53,000 | 0 | 0 | ||
| UBER TECHNOLOGIES INC | NOTE 12/1 | 90353TAJ9 | 192,938 | 175,000 | PRN | OTR | 4 | 76,000 | 99,000 | 0 | |
| VAIL RESORTS INC | NOTE 1/0 | 91879QAN9 | 189,443 | 201,000 | PRN | OTR | 4 | 89,000 | 112,000 | 0 | |
| VAIL RESORTS INC | NOTE 1/0 | 91879QAN9 | 6,244,063 | 6,625,000 | PRN | DFND | 1 | 206,000 | 6,405,000 | 14,000 | |
| VAIL RESORTS INC | NOTE 1/0 | 91879QAN9 | 1,106,166 | 1,169,000 | PRN | SOLE | 1,169,000 | 0 | 0 | ||
| VODAFONE GROUP PLC NEW | SPONSORED ADR | 92857W308 | 11,683,540 | 1,166,022 | SH | OTR | 1 | 0 | 1,166,022 | 0 | |
| WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 30,549,783 | 23,816 | SH | OTR | 1 | 0 | 23,816 | 0 | |
| WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 2,933,631 | 2,287 | SH | SOLE | 2,287 | 0 | 0 | ||
| WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 2,854,177 | 2,226 | SH | DFND | 1 | 75 | 2,146 | 5 | |
| WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 91,036 | 71 | SH | OTR | 4 | 31 | 40 | 0 | |
| WORKIVA INC | NOTE 1.250% 8/1 | 98139AAD7 | 15,295,071 | 16,140,000 | PRN | OTR | 1 | 0 | 16,140,000 | 0 | |
| WORKIVA INC | NOTE 1.250% 8/1 | 98139AAD7 | 881,315 | 930,000 | PRN | SOLE | 930,000 | 0 | 0 | ||
| ZIFF DAVIS INC | NOTE 1.750%11/0 | 48123VAE2 | 7,893,703 | 8,505,000 | PRN | OTR | 1 | 0 | 8,505,000 | 0 | |
| ZIFF DAVIS INC | NOTE 1.750%11/0 | 48123VAE2 | 561,516 | 605,000 | PRN | SOLE | 605,000 | 0 | 0 | ||
| ZILLOW GROUP INC | NOTE 1.375% 9/0 | 98954MAG6 | 3,221,175 | 2,175,000 | PRN | SOLE | 2,175,000 | 0 | 0 | ||
| ZILLOW GROUP INC | NOTE 1.375% 9/0 | 98954MAG6 | 63,103,929 | 42,609,000 | PRN | OTR | 1 | 0 | 42,609,000 | 0 | |
| ZILLOW GROUP INC | NOTE 1.375% 9/0 | 98954MAG6 | 6,104,650 | 4,150,000 | PRN | DFND | 1 | 131,000 | 4,009,000 | 10,000 | |
| ZILLOW GROUP INC | NOTE 1.375% 9/0 | 98954MAG6 | 180,933 | 123,000 | PRN | OTR | 4 | 52,000 | 71,000 | 0 | |
| ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 11,186 | 10,000 | PRN | OTR | 1 | 0 | 10,000 | 0 | |
| ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 6,772,220 | 5,551,000 | PRN | DFND | 1 | 172,000 | 5,366,000 | 13,000 | |
| ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 207,400 | 170,000 | PRN | OTR | 4 | 75,000 | 95,000 | 0 | |
| ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 1,740,725 | 1,421,000 | PRN | SOLE | 1,421,000 | 0 | 0 | ||
| ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 21,683,725 | 17,701,000 | PRN | OTR | 1 | 0 | 17,701,000 | 0 | |