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 | 4,069,170 | 401,695 | SH | SOLE | 401,695 | 0 | 0 | ||
| ADVANCED ENERGY INDS | NOTE 2.500% 9/1 | 007973AE0 | 41,777,672 | 38,188,000 | PRN | OTR | 1 | 0 | 38,188,000 | 0 | |
| ADVANCED ENERGY INDS | NOTE 2.500% 9/1 | 007973AE0 | 2,126,736 | 1,944,000 | PRN | SOLE | 1,944,000 | 0 | 0 | ||
| AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 95,180 | 90,000 | PRN | OTR | 4 | 36,000 | 54,000 | 0 | |
| AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 3,242,479 | 3,066,000 | PRN | DFND | 1 | 49,000 | 3,009,000 | 8,000 | |
| AKAMAI TECHNOLOGIES INC | NOTE 0.375% 9/0 | 00971TAL5 | 1,871,717 | 1,860,000 | PRN | SOLE | 1,860,000 | 0 | 0 | ||
| AKAMAI TECHNOLOGIES INC | NOTE 0.375% 9/0 | 00971TAL5 | 36,322,377 | 36,095,000 | PRN | OTR | 1 | 0 | 36,095,000 | 0 | |
| ALNYLAM PHARMACEUTICALS INC | NOTE 1.000% 9/1 | 02043QAB3 | 11,937,450 | 11,204,000 | PRN | OTR | 1 | 0 | 11,204,000 | 0 | |
| ALNYLAM PHARMACEUTICALS INC | NOTE 1.000% 9/1 | 02043QAB3 | 736,235 | 691,000 | PRN | SOLE | 691,000 | 0 | 0 | ||
| ALNYLAM PHARMACEUTICALS INC | NOTE 1.000% 9/1 | 02043QAB3 | 2,811,529 | 2,645,000 | PRN | DFND | 1 | 41,000 | 2,596,000 | 8,000 | |
| ALNYLAM PHARMACEUTICALS INC | NOTE 1.000% 9/1 | 02043QAB3 | 82,911 | 78,000 | PRN | OTR | 4 | 36,000 | 42,000 | 0 | |
| AMERICAN AIRLINES GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 | 321,948 | 275,000 | PRN | SOLE | 275,000 | 0 | 0 | ||
| AMERICAN AIRLINES GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 | 16,313,961 | 13,935,000 | PRN | OTR | 1 | 0 | 13,935,000 | 0 | |
| AMPHASTAR PHARMACEUTICALS IN | NOTE 2.000% 3/1 | 03209RAB9 | 2,509,828 | 2,697,000 | PRN | DFND | 1 | 39,000 | 2,650,000 | 8,000 | |
| AMPHASTAR PHARMACEUTICALS IN | NOTE 2.000% 3/1 | 03209RAB9 | 33,690,956 | 36,010,000 | PRN | OTR | 1 | 0 | 36,010,000 | 0 | |
| AMPHASTAR PHARMACEUTICALS IN | NOTE 2.000% 3/1 | 03209RAB9 | 75,379 | 81,000 | PRN | OTR | 4 | 38,000 | 43,000 | 0 | |
| AMPHASTAR PHARMACEUTICALS IN | NOTE 2.000% 3/1 | 03209RAB9 | 1,666,304 | 1,781,000 | PRN | SOLE | 1,781,000 | 0 | 0 | ||
| APOLLO GLOBAL MGMT INC | SER A MAND CNV | 03769M304 | 8,682,135 | 99,898 | SH | DFND | 1 | 3,347 | 96,295 | 256 | |
| APOLLO GLOBAL MGMT INC | SER A MAND CNV | 03769M304 | 52,108,987 | 597,400 | SH | OTR | 1 | 0 | 597,400 | 0 | |
| APOLLO GLOBAL MGMT INC | SER A MAND CNV | 03769M304 | 254,472 | 2,928 | SH | OTR | 4 | 1,395 | 1,533 | 0 | |
| APOLLO GLOBAL MGMT INC | SER A MAND CNV | 03769M304 | 2,908,997 | 33,350 | SH | SOLE | 33,350 | 0 | 0 | ||
| ARES MANAGEMENT CORPORATION | 6.75 SE B PFD | 03990B309 | 1,744,700 | 31,050 | SH | SOLE | 31,050 | 0 | 0 | ||
| ARES MANAGEMENT CORPORATION | 6.75 SE B PFD | 03990B309 | 3,088,515 | 56,114 | SH | DFND | 1 | 1,871 | 54,099 | 144 | |
| ARES MANAGEMENT CORPORATION | 6.75 SE B PFD | 03990B309 | 22,214,717 | 395,350 | SH | OTR | 1 | 0 | 395,350 | 0 | |
| ARES MANAGEMENT CORPORATION | 6.75 SE B PFD | 03990B309 | 89,880 | 1,633 | SH | OTR | 4 | 772 | 861 | 0 | |
| ARRAY TECHNOLOGIES INC | NOTE 1.000%12/0 | 04271TAB6 | 476,775 | 652,000 | PRN | SOLE | 652,000 | 0 | 0 | ||
| ARRAY TECHNOLOGIES INC | NOTE 1.000%12/0 | 04271TAB6 | 74,205 | 102,000 | PRN | OTR | 4 | 48,000 | 54,000 | 0 | |
| ARRAY TECHNOLOGIES INC | NOTE 1.000%12/0 | 04271TAB6 | 7,259,850 | 9,928,000 | PRN | OTR | 1 | 0 | 9,928,000 | 0 | |
| ARRAY TECHNOLOGIES INC | NOTE 1.000%12/0 | 04271TAB6 | 2,943,465 | 4,046,000 | PRN | DFND | 1 | 61,000 | 3,978,000 | 7,000 | |
| BANK AMERICA CORP | 7.25%CNV PFD L | 060505682 | 5,044,037 | 4,137 | SH | DFND | 1 | 147 | 3,979 | 11 | |
| BANK AMERICA CORP | 7.25%CNV PFD L | 060505682 | 28,746,187 | 23,708 | SH | OTR | 1 | 0 | 23,708 | 0 | |
| BANK AMERICA CORP | 7.25%CNV PFD L | 060505682 | 160,941 | 132 | SH | OTR | 4 | 61 | 71 | 0 | |
| BANK AMERICA CORP | 7.25%CNV PFD L | 060505682 | 2,409,257 | 1,987 | SH | SOLE | 1,987 | 0 | 0 | ||
| BENTLEY SYS INC | NOTE 0.125% 1/1 | 08265TAB5 | 1,063,725 | 1,091,000 | PRN | SOLE | 1,091,000 | 0 | 0 | ||
| BENTLEY SYS INC | NOTE 0.125% 1/1 | 08265TAB5 | 6,839,625 | 7,015,000 | PRN | OTR | 1 | 0 | 7,015,000 | 0 | |
| BILL HOLDINGS INC | NOTE 12/0 | 090043AB6 | 72,375 | 75,000 | PRN | SOLE | 75,000 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | NOTE 1.250% 5/1 | 09061GAK7 | 165,184 | 178,000 | PRN | OTR | 4 | 83,000 | 95,000 | 0 | |
| BIOMARIN PHARMACEUTICAL INC | NOTE 1.250% 5/1 | 09061GAK7 | 49,305,415 | 52,917,000 | PRN | OTR | 1 | 0 | 52,917,000 | 0 | |
| BIOMARIN PHARMACEUTICAL INC | NOTE 1.250% 5/1 | 09061GAK7 | 2,754,253 | 2,956,000 | PRN | SOLE | 2,956,000 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | NOTE 1.250% 5/1 | 09061GAK7 | 5,280,320 | 5,690,000 | PRN | DFND | 1 | 91,000 | 5,583,000 | 16,000 | |
| BLACKLINE INC | NOTE 3/1 | 09239BAD1 | 452,481 | 480,000 | PRN | SOLE | 480,000 | 0 | 0 | ||
| BLACKROCK MUN INCOME QUALITY | COM | 092479104 | 155,860 | 14,365 | SH | SOLE | 14,365 | 0 | 0 | ||
| BLACKROCK MUN INCOME QUALITY | COM | 092479104 | 196,776 | 18,136 | SH | OTR | 1 | 0 | 18,136 | 0 | |
| BLACKROCK MUN INCOME TR | SH BEN INT | 09248F109 | 3,233,932 | 327,985 | SH | SOLE | 327,985 | 0 | 0 | ||
| BLACKROCK MUN INCOME TR | SH BEN INT | 09248F109 | 2,208,620 | 223,998 | SH | OTR | 1 | 0 | 223,998 | 0 | |
| BLACKROCK MUN TARGET TERM TR | COM SHS BEN IN | 09257P105 | 20,062,217 | 974,367 | SH | SOLE | 974,367 | 0 | 0 | ||
| BLACKROCK MUN TARGET TERM TR | COM SHS BEN IN | 09257P105 | 8,798,807 | 427,334 | SH | OTR | 1 | 0 | 427,334 | 0 | |
| BLACKROCK MUNI INCOME TR II | COM | 09249N101 | 808,314 | 76,909 | SH | SOLE | 76,909 | 0 | 0 | ||
| BLACKROCK MUNI INCOME TR II | COM | 09249N101 | 785,013 | 74,692 | SH | OTR | 1 | 0 | 74,692 | 0 | |
| BLACKROCK MUNICIPAL INCOME | COM | 09253X102 | 1,517,945 | 125,243 | SH | SOLE | 125,243 | 0 | 0 | ||
| BLACKROCK MUNICIPAL INCOME | COM | 09253X102 | 774,226 | 63,880 | SH | OTR | 1 | 0 | 63,880 | 0 | |
| BLACKROCK MUNIHLDGS NJ QLTY | COM | 09254X101 | 4,261,230 | 384,935 | SH | OTR | 1 | 0 | 384,935 | 0 | |
| BLACKROCK MUNIHLDGS NJ QLTY | COM | 09254X101 | 9,587,893 | 866,115 | SH | SOLE | 866,115 | 0 | 0 | ||
| BLACKROCK MUNIHLDGS NY QLTY | COM | 09255C106 | 6,255,359 | 604,967 | SH | SOLE | 604,967 | 0 | 0 | ||
| BLACKROCK MUNIHLDGS NY QLTY | COM | 09255C106 | 6,091,160 | 589,087 | SH | OTR | 1 | 0 | 589,087 | 0 | |
| BLACKROCK MUNIHLDNGS CALI QL | COM | 09254L107 | 605,230 | 56,936 | SH | SOLE | 56,936 | 0 | 0 | ||
| BLACKROCK MUNIHLDNGS CALI QL | COM | 09254L107 | 777,159 | 73,110 | SH | OTR | 1 | 0 | 73,110 | 0 | |
| BLACKROCK MUNIHOLDINGS FD IN | COM | 09253N104 | 16,304,110 | 1,397,096 | SH | SOLE | 1,397,096 | 0 | 0 | ||
| BLACKROCK MUNIHOLDINGS FD IN | COM | 09253N104 | 6,097,237 | 522,471 | SH | OTR | 1 | 0 | 522,471 | 0 | |
| BLACKROCK MUNIVEST FD INC | COM | 09253R105 | 2,100,476 | 298,363 | SH | OTR | 1 | 0 | 298,363 | 0 | |
| BLACKROCK MUNIVEST FD INC | COM | 09253R105 | 8,702,848 | 1,236,200 | SH | SOLE | 1,236,200 | 0 | 0 | ||
| BLACKROCK MUNIYIELD FD INC | COM | 09253W104 | 1,955,907 | 188,249 | SH | SOLE | 188,249 | 0 | 0 | ||
| BLACKROCK MUNIYIELD FD INC | COM | 09253W104 | 2,083,237 | 200,504 | SH | OTR | 1 | 0 | 200,504 | 0 | |
| BLACKROCK MUNIYIELD MICH QU | COM | 09254V105 | 4,690,547 | 419,548 | SH | SOLE | 419,548 | 0 | 0 | ||
| BLACKROCK MUNIYIELD MICH QU | COM | 09254V105 | 2,742,130 | 245,271 | SH | OTR | 1 | 0 | 245,271 | 0 | |
| BLACKROCK MUNIYIELD N Y QUAL | COM | 09255E102 | 3,029,242 | 300,520 | SH | SOLE | 300,520 | 0 | 0 | ||
| BLACKROCK MUNIYIELD N Y QUAL | COM | 09255E102 | 6,421,000 | 637,004 | SH | OTR | 1 | 0 | 637,004 | 0 | |
| BLACKROCK MUNIYIELD QUALITY | COM | 09254G108 | 3,983,381 | 403,994 | SH | SOLE | 403,994 | 0 | 0 | ||
| BLACKROCK MUNIYIELD QUALITY | COM | 09254G108 | 5,798,577 | 588,091 | SH | OTR | 1 | 0 | 588,091 | 0 | |
| BLACKROCK MUNIYILD QULT FD I | COM | 09254F100 | 813,427 | 70,610 | SH | SOLE | 70,610 | 0 | 0 | ||
| BLACKROCK MUNIYILD QULT FD I | COM | 09254F100 | 3,308,855 | 287,227 | SH | OTR | 1 | 0 | 287,227 | 0 | |
| BLACKROCK N Y MUN INCOME TRU | SH BEN INT | 09248L106 | 1,045,953 | 102,645 | SH | OTR | 1 | 0 | 102,645 | 0 | |
| BLACKROCK N Y MUN INCOME TRU | SH BEN INT | 09248L106 | 606,723 | 59,541 | SH | SOLE | 59,541 | 0 | 0 | ||
| BLOCK INC | NOTE 0.125% 3/0 | 852234AF0 | 2,847,143 | 2,873,000 | PRN | DFND | 1 | 43,000 | 2,822,000 | 8,000 | |
| BLOCK INC | NOTE 0.125% 3/0 | 852234AF0 | 86,217 | 87,000 | PRN | OTR | 4 | 43,000 | 44,000 | 0 | |
| BOEING CO | DEP CONV PFD A | 097023204 | 209,766 | 3,445 | SH | OTR | 4 | 1,630 | 1,815 | 0 | |
| BOEING CO | DEP CONV PFD A | 097023204 | 1,857,843 | 30,150 | SH | SOLE | 30,150 | 0 | 0 | ||
| BOEING CO | DEP CONV PFD A | 097023204 | 7,194,519 | 118,156 | SH | DFND | 1 | 3,952 | 113,900 | 304 | |
| BOEING CO | DEP CONV PFD A | 097023204 | 29,306,472 | 475,600 | SH | OTR | 1 | 0 | 475,600 | 0 | |
| BOOKING HOLDINGS INC | NOTE 0.750% 5/0 | 09857LAN8 | 3,495,946 | 1,323,000 | PRN | SOLE | 1,323,000 | 0 | 0 | ||
| BOOKING HOLDINGS INC | NOTE 0.750% 5/0 | 09857LAN8 | 55,491,201 | 21,000,000 | PRN | OTR | 1 | 0 | 21,000,000 | 0 | |
| BRIDGEBIO PHARMA INC | NOTE 2.250% 2/0 | 10806XAD4 | 624,624 | 728,000 | PRN | SOLE | 728,000 | 0 | 0 | ||
| BRIDGEBIO PHARMA INC | NOTE 2.250% 2/0 | 10806XAD4 | 18,936,918 | 22,071,000 | PRN | OTR | 1 | 0 | 22,071,000 | 0 | |
| BURLINGTON STORES INC | NOTE 1.250%12/1 | 122017AD8 | 29,427,105 | 19,605,000 | PRN | OTR | 1 | 0 | 19,605,000 | 0 | |
| BURLINGTON STORES INC | NOTE 1.250%12/1 | 122017AD8 | 1,434,956 | 956,000 | PRN | SOLE | 956,000 | 0 | 0 | ||
| CABLE ONE INC | NOTE 1.125% 3/1 | 12685JAG0 | 27,605,400 | 33,360,000 | PRN | OTR | 1 | 0 | 33,360,000 | 0 | |
| CABLE ONE INC | NOTE 1.125% 3/1 | 12685JAG0 | 82,750 | 100,000 | PRN | OTR | 5 | 0 | 100,000 | 0 | |
| CABLE ONE INC | NOTE 1.125% 3/1 | 12685JAG0 | 16,732,050 | 20,220,000 | PRN | SOLE | 20,220,000 | 0 | 0 | ||
| CABLE ONE INC | NOTE 3/1 | 12685JAE5 | 10,566,225 | 11,325,000 | PRN | SOLE | 11,325,000 | 0 | 0 | ||
| CABLE ONE INC | NOTE 3/1 | 12685JAE5 | 13,360,560 | 14,320,000 | PRN | OTR | 1 | 0 | 14,320,000 | 0 | |
| CABLE ONE INC | NOTE 3/1 | 12685JAE5 | 74,640 | 80,000 | PRN | OTR | 5 | 0 | 80,000 | 0 | |
| CHART INDS INC | 6.75DP CNV PFD B | 16115Q407 | 3,791,260 | 53,792 | SH | DFND | 1 | 1,795 | 51,859 | 138 | |
| CHART INDS INC | 6.75DP CNV PFD B | 16115Q407 | 110,654 | 1,570 | SH | OTR | 4 | 742 | 828 | 0 | |
| CHART INDS INC | 6.75DP CNV PFD B | 16115Q407 | 966,416 | 13,600 | SH | SOLE | 13,600 | 0 | 0 | ||
| CHART INDS INC | 6.75DP CNV PFD B | 16115Q407 | 23,918,796 | 336,600 | SH | OTR | 1 | 0 | 336,600 | 0 | |
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 6,497,894 | 6,617,000 | PRN | DFND | 1 | 226,000 | 6,373,000 | 18,000 | |
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 767,886 | 778,000 | PRN | SOLE | 778,000 | 0 | 0 | ||
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 186,580 | 190,000 | PRN | OTR | 4 | 89,000 | 101,000 | 0 | |
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 18,452,952 | 18,696,000 | PRN | OTR | 1 | 0 | 18,696,000 | 0 | |
| CHEFS WHSE INC | NOTE 2.375%12/1 | 163086AE1 | 1,961,097 | 1,522,000 | PRN | SOLE | 1,522,000 | 0 | 0 | ||
| CHEFS WHSE INC | NOTE 2.375%12/1 | 163086AE1 | 41,841,461 | 32,473,000 | PRN | OTR | 1 | 0 | 32,473,000 | 0 | |
| CHEFS WHSE INC | NOTE 2.375%12/1 | 163086AE1 | 6,905,230 | 5,380,000 | PRN | DFND | 1 | 178,000 | 5,188,000 | 14,000 | |
| CHEFS WHSE INC | NOTE 2.375%12/1 | 163086AE1 | 201,510 | 157,000 | PRN | OTR | 4 | 74,000 | 83,000 | 0 | |
| CHEGG INC | NOTE 9/0 | 163092AF6 | 36,788 | 45,000 | PRN | SOLE | 45,000 | 0 | 0 | ||
| CONMED CORP | NOTE 2.250% 6/1 | 207410AH4 | 2,105,722 | 2,263,000 | PRN | SOLE | 2,263,000 | 0 | 0 | ||
| CONMED CORP | NOTE 2.250% 6/1 | 207410AH4 | 4,644,640 | 5,005,000 | PRN | DFND | 1 | 73,000 | 4,918,000 | 14,000 | |
| CONMED CORP | NOTE 2.250% 6/1 | 207410AH4 | 43,922,392 | 47,203,000 | PRN | OTR | 1 | 0 | 47,203,000 | 0 | |
| CONMED CORP | NOTE 2.250% 6/1 | 207410AH4 | 133,632 | 144,000 | PRN | OTR | 4 | 59,000 | 85,000 | 0 | |
| DANAHER CORPORATION | COM | 235851102 | 17,609,240 | 76,712 | SH | OTR | 1 | 0 | 76,712 | 0 | |
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 199,692 | 129,000 | PRN | OTR | 4 | 59,000 | 70,000 | 0 | |
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 6,798,816 | 4,392,000 | PRN | DFND | 1 | 151,000 | 4,230,000 | 11,000 | |
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 1,666,369 | 1,073,000 | PRN | SOLE | 1,073,000 | 0 | 0 | ||
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 30,755,612 | 19,804,000 | PRN | OTR | 1 | 0 | 19,804,000 | 0 | |
| DEXCOM INC | NOTE 0.250%11/1 | 252131AK3 | 4,773,802 | 4,960,000 | PRN | DFND | 1 | 72,000 | 4,874,000 | 14,000 | |
| DEXCOM INC | NOTE 0.250%11/1 | 252131AK3 | 32,191,124 | 33,317,000 | PRN | OTR | 1 | 0 | 33,317,000 | 0 | |
| DEXCOM INC | NOTE 0.250%11/1 | 252131AK3 | 1,925,651 | 1,993,000 | PRN | SOLE | 1,993,000 | 0 | 0 | ||
| DEXCOM INC | NOTE 0.250%11/1 | 252131AK3 | 128,007 | 133,000 | PRN | OTR | 4 | 61,000 | 72,000 | 0 | |
| DROPBOX INC | NOTE 3/0 | 26210CAC8 | 180,987 | 183,000 | PRN | OTR | 4 | 88,000 | 95,000 | 0 | |
| DROPBOX INC | NOTE 3/0 | 26210CAD6 | 1,552,796 | 1,514,000 | PRN | SOLE | 1,514,000 | 0 | 0 | ||
| DROPBOX INC | NOTE 3/0 | 26210CAC8 | 6,139,712 | 6,208,000 | PRN | DFND | 1 | 202,000 | 5,990,000 | 16,000 | |
| DROPBOX INC | NOTE 3/0 | 26210CAD6 | 23,690,912 | 23,099,000 | PRN | OTR | 1 | 0 | 23,099,000 | 0 | |
| DUKE ENERGY CORP NEW | NOTE 4.125% 4/1 | 26441CBY0 | 515,000 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
| DWS MUN INCOME TR NEW | COM | 233368109 | 405,981 | 42,961 | SH | SOLE | 42,961 | 0 | 0 | ||
| DWS MUN INCOME TR NEW | COM | 233368109 | 1,237,969 | 131,002 | SH | OTR | 1 | 0 | 131,002 | 0 | |
| EATON VANCE MUN BD FD | COM | 27827X101 | 1,760,630 | 169,945 | SH | SOLE | 169,945 | 0 | 0 | ||
| EATON VANCE MUN BD FD | COM | 27827X101 | 1,080,631 | 104,308 | SH | OTR | 1 | 0 | 104,308 | 0 | |
| EATON VANCE NEW YORK MUN BD | COM | 27827Y109 | 3,943,848 | 413,835 | SH | SOLE | 413,835 | 0 | 0 | ||
| EATON VANCE NEW YORK MUN BD | COM | 27827Y109 | 120,421 | 12,636 | SH | OTR | 1 | 0 | 12,636 | 0 | |
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAH0 | 911,421 | 974,000 | PRN | SOLE | 974,000 | 0 | 0 | ||
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAH0 | 30,393,160 | 32,480,000 | PRN | OTR | 1 | 0 | 32,480,000 | 0 | |
| ENVISTA HOLDINGS CORPORATION | NOTE 1.750% 8/1 | 29415FAD6 | 25,580,364 | 28,478,000 | PRN | OTR | 1 | 0 | 28,478,000 | 0 | |
| ENVISTA HOLDINGS CORPORATION | NOTE 1.750% 8/1 | 29415FAD6 | 999,752 | 1,113,000 | PRN | SOLE | 1,113,000 | 0 | 0 | ||
| ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 | 1,634,006 | 1,683,000 | PRN | SOLE | 1,683,000 | 0 | 0 | ||
| ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 | 72,442 | 75,000 | PRN | OTR | 4 | 36,000 | 39,000 | 0 | |
| ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 | 31,883,030 | 32,839,000 | PRN | OTR | 1 | 0 | 32,839,000 | 0 | |
| ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 | 2,856,137 | 2,957,000 | PRN | DFND | 1 | 43,000 | 2,906,000 | 8,000 | |
| EURONET WORLDWIDE INC | NOTE 0.750% 3/1 | 298736AL3 | 824,605 | 830,000 | PRN | SOLE | 830,000 | 0 | 0 | ||
| EURONET WORLDWIDE INC | NOTE 0.750% 3/1 | 298736AL3 | 23,431,698 | 23,585,000 | PRN | OTR | 1 | 0 | 23,585,000 | 0 | |
| EXACT SCIENCES CORP | NOTE 0.375% 3/0 | 30063PAC9 | 3,577,741 | 4,061,000 | PRN | DFND | 1 | 64,000 | 3,987,000 | 10,000 | |
| EXACT SCIENCES CORP | NOTE 0.375% 3/0 | 30063PAC9 | 93,386 | 106,000 | PRN | OTR | 4 | 49,000 | 57,000 | 0 | |
| EXACT SCIENCES CORP | NOTE 0.375% 3/0 | 30063PAC9 | 53,010 | 60,000 | PRN | SOLE | 60,000 | 0 | 0 | ||
| EXPEDIA GROUP INC | NOTE 2/1 | 30212PBE4 | 5,563,360 | 5,580,000 | PRN | OTR | 1 | 0 | 5,580,000 | 0 | |
| EXPEDIA GROUP INC | NOTE 2/1 | 30212PBE4 | 595,220 | 597,000 | PRN | SOLE | 597,000 | 0 | 0 | ||
| FORD MTR CO | NOTE 3/1 | 345370CZ1 | 49,211,251 | 50,681,000 | PRN | OTR | 1 | 0 | 50,681,000 | 0 | |
| FORD MTR CO | NOTE 3/1 | 345370CZ1 | 127,644 | 132,000 | PRN | OTR | 4 | 62,000 | 70,000 | 0 | |
| FORD MTR CO | NOTE 3/1 | 345370CZ1 | 2,647,917 | 2,727,000 | PRN | SOLE | 2,727,000 | 0 | 0 | ||
| FORD MTR CO | NOTE 3/1 | 345370CZ1 | 4,805,990 | 4,970,000 | PRN | DFND | 1 | 79,000 | 4,877,000 | 14,000 | |
| FORUM ENERGY TECHNOLOGIES IN | COM | 34984V209 | 2,302,852 | 148,667 | SH | SOLE | 148,667 | 0 | 0 | ||
| FORUM ENERGY TECHNOLOGIES IN | COM | 34984V209 | 34,496 | 2,227 | SH | OTR | 5 | 0 | 2,227 | 0 | |
| FORUM ENERGY TECHNOLOGIES IN | COM | 34984V209 | 11,778,596 | 760,400 | SH | OTR | 1 | 0 | 760,400 | 0 | |
| GREENBRIER COS INC | NOTE 2.875% 4/1 | 393657AM3 | 22,418,698 | 18,463,000 | PRN | OTR | 1 | 0 | 18,463,000 | 0 | |
| GREENBRIER COS INC | NOTE 2.875% 4/1 | 393657AM3 | 900,974 | 742,000 | PRN | SOLE | 742,000 | 0 | 0 | ||
| GULFPORT ENERGY CORP | COMMON SHARES | 402635502 | 900,185 | 4,887 | SH | SOLE | 4,887 | 0 | 0 | ||
| GULFPORT ENERGY CORP | COMMON SHARES | 402635502 | 2,725,239 | 14,795 | SH | OTR | 1 | 0 | 14,795 | 0 | |
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 1,494,208 | 1,579,000 | PRN | SOLE | 1,579,000 | 0 | 0 | ||
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 17,582,254 | 18,580,000 | PRN | OTR | 1 | 0 | 18,580,000 | 0 | |
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 176,964 | 188,000 | PRN | OTR | 4 | 89,000 | 99,000 | 0 | |
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 6,142,924 | 6,526,000 | PRN | DFND | 1 | 220,000 | 6,289,000 | 17,000 | |
| HALOZYME THERAPEUTICS INC | NOTE 1.000% 8/1 | 40637HAF6 | 174,704 | 162,000 | PRN | OTR | 4 | 77,000 | 85,000 | 0 | |
| HALOZYME THERAPEUTICS INC | NOTE 1.000% 8/1 | 40637HAF6 | 39,591,741 | 36,628,000 | PRN | OTR | 1 | 0 | 36,628,000 | 0 | |
| HALOZYME THERAPEUTICS INC | NOTE 1.000% 8/1 | 40637HAF6 | 1,906,733 | 1,764,000 | PRN | SOLE | 1,764,000 | 0 | 0 | ||
| HALOZYME THERAPEUTICS INC | NOTE 1.000% 8/1 | 40637HAF6 | 6,007,878 | 5,571,000 | PRN | DFND | 1 | 189,000 | 5,367,000 | 15,000 | |
| HEWLETT PACKARD ENTERPRISE C | 7.625 MAND CONV | 42824C208 | 776,173 | 12,350 | SH | SOLE | 12,350 | 0 | 0 | ||
| HEWLETT PACKARD ENTERPRISE C | 7.625 MAND CONV | 42824C208 | 14,960,965 | 238,050 | SH | OTR | 1 | 0 | 238,050 | 0 | |
| HEWLETT PACKARD ENTERPRISE C | 7.625 MAND CONV | 42824C208 | 104,726 | 1,670 | SH | OTR | 4 | 789 | 881 | 0 | |
| HEWLETT PACKARD ENTERPRISE C | 7.625 MAND CONV | 42824C208 | 3,585,821 | 57,181 | SH | DFND | 1 | 1,914 | 55,120 | 147 | |
| IMPINJ INC | NOTE 1.125% 5/1 | 453204AD1 | 13,561,175 | 9,535,000 | PRN | OTR | 1 | 0 | 9,535,000 | 0 | |
| IMPINJ INC | NOTE 1.125% 5/1 | 453204AD1 | 611,568 | 430,000 | PRN | SOLE | 430,000 | 0 | 0 | ||
| INTEGER HLDGS CORP | NOTE 2.125% 2/1 | 45826HAB5 | 57,966,083 | 36,161,000 | PRN | OTR | 1 | 0 | 36,161,000 | 0 | |
| INTEGER HLDGS CORP | NOTE 2.125% 2/1 | 45826HAB5 | 204,544 | 128,000 | PRN | OTR | 4 | 61,000 | 67,000 | 0 | |
| INTEGER HLDGS CORP | NOTE 2.125% 2/1 | 45826HAB5 | 2,781,205 | 1,735,000 | PRN | SOLE | 1,735,000 | 0 | 0 | ||
| INTEGER HLDGS CORP | NOTE 2.125% 2/1 | 45826HAB5 | 6,948,104 | 4,348,000 | PRN | DFND | 1 | 147,000 | 4,190,000 | 11,000 | |
| INVESCO ADVANTAGE MUN INCOME | SH BEN INT | 46132E103 | 1,777,856 | 203,416 | SH | OTR | 1 | 0 | 203,416 | 0 | |
| INVESCO ADVANTAGE MUN INCOME | SH BEN INT | 46132E103 | 2,111,514 | 241,592 | SH | SOLE | 241,592 | 0 | 0 | ||
| INVESCO MUN OPPORTUNITY TR | COM | 46132C107 | 759,229 | 78,110 | SH | SOLE | 78,110 | 0 | 0 | ||
| INVESCO MUN OPPORTUNITY TR | COM | 46132C107 | 1,236,656 | 127,228 | SH | OTR | 1 | 0 | 127,228 | 0 | |
| INVESCO MUNICIPAL TRUST | COM | 46131J103 | 1,699,190 | 173,210 | SH | OTR | 1 | 0 | 173,210 | 0 | |
| INVESCO MUNICIPAL TRUST | COM | 46131J103 | 1,524,896 | 155,443 | SH | SOLE | 155,443 | 0 | 0 | ||
| INVESCO PA VALUE MUN INC TR | COM | 46132K109 | 109,640 | 10,655 | SH | SOLE | 10,655 | 0 | 0 | ||
| INVESCO PA VALUE MUN INC TR | COM | 46132K109 | 50,442 | 4,902 | SH | OTR | 1 | 0 | 4,902 | 0 | |
| INVESCO QUALITY MUN INCOME T | COM | 46133G107 | 1,856,697 | 188,306 | SH | SOLE | 188,306 | 0 | 0 | ||
| INVESCO TR INVT GRADE MUNS | COM | 46131M106 | 1,486,791 | 147,207 | SH | SOLE | 147,207 | 0 | 0 | ||
| INVESCO TR INVT GRADE MUNS | COM | 46131M106 | 2,268,672 | 224,621 | SH | OTR | 1 | 0 | 224,621 | 0 | |
| IONIS PHARMACEUTICALS INC | NOTE 1.750% 6/1 | 462222AF7 | 1,474,048 | 1,494,000 | PRN | SOLE | 1,494,000 | 0 | 0 | ||
| IONIS PHARMACEUTICALS INC | NOTE 1.750% 6/1 | 462222AF7 | 28,907,718 | 29,299,000 | PRN | OTR | 1 | 0 | 29,299,000 | 0 | |
| IONIS PHARMACEUTICALS INC | NOTE 4/0 | 462222AD2 | 2,719,512 | 2,824,000 | PRN | DFND | 1 | 43,000 | 2,773,000 | 8,000 | |
| IONIS PHARMACEUTICALS INC | NOTE 4/0 | 462222AD2 | 86,670 | 90,000 | PRN | OTR | 4 | 43,000 | 47,000 | 0 | |
| ISHARES GOLD TR | ISHARES NEW | 464285204 | 34,161,900 | 690,000 | SH | OTR | 1 | 0 | 690,000 | 0 | |
| JAZZ INVESTMENTS I LTD | NOTE 2.000% 6/1 | 472145AF8 | 1,399,736 | 1,376,000 | PRN | SOLE | 1,376,000 | 0 | 0 | ||
| JAZZ INVESTMENTS I LTD | NOTE 2.000% 6/1 | 472145AF8 | 25,509,578 | 25,077,000 | PRN | OTR | 1 | 0 | 25,077,000 | 0 | |
| LANTHEUS HLDGS INC | NOTE 2.625%12/1 | 516544AB9 | 3,089,946 | 2,315,000 | PRN | SOLE | 2,315,000 | 0 | 0 | ||
| LANTHEUS HLDGS INC | NOTE 2.625%12/1 | 516544AB9 | 5,924,281 | 4,451,000 | PRN | DFND | 1 | 153,000 | 4,287,000 | 11,000 | |
| LANTHEUS HLDGS INC | NOTE 2.625%12/1 | 516544AB9 | 65,561,585 | 49,119,000 | PRN | OTR | 1 | 0 | 49,119,000 | 0 | |
| LANTHEUS HLDGS INC | NOTE 2.625%12/1 | 516544AB9 | 174,361 | 131,000 | PRN | OTR | 4 | 61,000 | 70,000 | 0 | |
| LIBERTY MEDIA CORP DEL | NOTE 2.250% 8/1 | 531229AQ5 | 6,596,803 | 5,405,000 | PRN | DFND | 1 | 181,000 | 5,210,000 | 14,000 | |
| LIBERTY MEDIA CORP DEL | NOTE 2.250% 8/1 | 531229AQ5 | 1,820,164 | 1,486,000 | PRN | SOLE | 1,486,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP DEL | NOTE 2.250% 8/1 | 531229AQ5 | 34,323,447 | 28,022,000 | PRN | OTR | 1 | 0 | 28,022,000 | 0 | |
| LIBERTY MEDIA CORP DEL | NOTE 2.250% 8/1 | 531229AQ5 | 192,839 | 158,000 | PRN | OTR | 4 | 74,000 | 84,000 | 0 | |
| LIBERTY MEDIA CORP DEL | NOTE 3.750% 3/1 | 531229AP7 | 29,469,020 | 28,445,000 | PRN | OTR | 1 | 0 | 28,445,000 | 0 | |
| LIBERTY MEDIA CORP DEL | NOTE 3.750% 3/1 | 531229AP7 | 1,440,040 | 1,390,000 | PRN | SOLE | 1,390,000 | 0 | 0 | ||
| LIVE NATION ENTERTAINMENT IN | NOTE 2.000% 2/1 | 538034AU3 | 30,766 | 25,000 | PRN | SOLE | 25,000 | 0 | 0 | ||
| LIVE NATION ENTERTAINMENT IN | NOTE 3.125% 1/1 | 538034BA6 | 212,254 | 156,000 | PRN | OTR | 4 | 75,000 | 81,000 | 0 | |
| LIVE NATION ENTERTAINMENT IN | NOTE 3.125% 1/1 | 538034BA6 | 7,213,901 | 5,302,000 | PRN | DFND | 1 | 176,000 | 5,112,000 | 14,000 | |
| LUMENTUM HLDGS INC | NOTE 0.500% 6/1 | 55024UAF6 | 1,468,793 | 1,515,000 | PRN | SOLE | 1,515,000 | 0 | 0 | ||
| LUMENTUM HLDGS INC | NOTE 0.500% 6/1 | 55024UAF6 | 27,616,208 | 28,485,000 | PRN | OTR | 1 | 0 | 28,485,000 | 0 | |
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 5,922,612 | 5,394,000 | PRN | DFND | 1 | 179,000 | 5,201,000 | 14,000 | |
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 171,288 | 156,000 | PRN | OTR | 4 | 75,000 | 81,000 | 0 | |
| MARRIOTT VACATIONS WORLDWIDE | NOTE 1/1 | 57164YAD9 | 407,086 | 426,000 | PRN | SOLE | 426,000 | 0 | 0 | ||
| MARRIOTT VACATIONS WORLDWIDE | NOTE 1/1 | 57164YAD9 | 5,896,052 | 6,170,000 | PRN | OTR | 1 | 0 | 6,170,000 | 0 | |
| MFS MUN INCOME TR | SH BEN INT | 552738106 | 1,782,379 | 333,155 | SH | SOLE | 333,155 | 0 | 0 | ||
| MGP INGREDIENTS INC NEW | NOTE 1.875%11/1 | 55303JAB2 | 3,513,211 | 3,803,000 | PRN | DFND | 1 | 58,000 | 3,738,000 | 7,000 | |
| MGP INGREDIENTS INC NEW | NOTE 1.875%11/1 | 55303JAB2 | 38,052,066 | 40,914,000 | PRN | OTR | 1 | 0 | 40,914,000 | 0 | |
| MGP INGREDIENTS INC NEW | NOTE 1.875%11/1 | 55303JAB2 | 90,532 | 98,000 | PRN | OTR | 4 | 50,000 | 48,000 | 0 | |
| MGP INGREDIENTS INC NEW | NOTE 1.875%11/1 | 55303JAB2 | 1,874,051 | 2,015,000 | PRN | SOLE | 2,015,000 | 0 | 0 | ||
| MIRUM PHARMACEUTICALS INC | NOTE 4.000% 5/0 | 604749AB7 | 3,256,628 | 2,139,000 | PRN | DFND | 1 | 72,000 | 2,062,000 | 5,000 | |
| MIRUM PHARMACEUTICALS INC | NOTE 4.000% 5/0 | 604749AB7 | 94,395 | 62,000 | PRN | OTR | 4 | 29,000 | 33,000 | 0 | |
| MIRUM PHARMACEUTICALS INC | NOTE 4.000% 5/0 | 604749AB7 | 37,840,316 | 24,793,000 | PRN | OTR | 1 | 0 | 24,793,000 | 0 | |
| MIRUM PHARMACEUTICALS INC | NOTE 4.000% 5/0 | 604749AB7 | 1,617,825 | 1,060,000 | PRN | SOLE | 1,060,000 | 0 | 0 | ||
| NCL CORP LTD | NOTE 1.125% 2/1 | 62886HBD2 | 45,165,001 | 43,454,000 | PRN | OTR | 1 | 0 | 43,454,000 | 0 | |
| NCL CORP LTD | NOTE 1.125% 2/1 | 62886HBD2 | 1,760,701 | 1,694,000 | PRN | SOLE | 1,694,000 | 0 | 0 | ||
| NCL CORP LTD | NOTE 5.375% 8/0 | 62886HAX9 | 182,643 | 128,000 | PRN | OTR | 4 | 59,000 | 69,000 | 0 | |
| NCL CORP LTD | NOTE 5.375% 8/0 | 62886HAX9 | 11,445 | 8,000 | PRN | OTR | 1 | 0 | 8,000 | 0 | |
| NCL CORP LTD | NOTE 5.375% 8/0 | 62886HAX9 | 6,148,512 | 4,309,000 | PRN | DFND | 1 | 149,000 | 4,149,000 | 11,000 | |
| NEXTERA ENERGY INC | UNIT 09/01/2025 | 65339F713 | 2,687,892 | 65,090 | SH | SOLE | 65,090 | 0 | 0 | ||
| NEXTERA ENERGY INC | UNIT 09/01/2025 | 65339F713 | 38,404,350 | 930,000 | SH | OTR | 1 | 0 | 930,000 | 0 | |
| NEXTERA ENERGY INC | UNIT 09/01/2025 | 65339F713 | 265,121 | 6,479 | SH | OTR | 4 | 3,068 | 3,411 | 0 | |
| NEXTERA ENERGY INC | UNIT 09/01/2025 | 65339F713 | 8,807,703 | 215,242 | SH | DFND | 1 | 7,396 | 207,275 | 571 | |
| NICE LTD | NOTE 9/1 | 653656AB4 | 190,439 | 199,000 | PRN | OTR | 4 | 95,000 | 104,000 | 0 | |
| NICE LTD | NOTE 9/1 | 653656AB4 | 7,458,702 | 7,794,000 | PRN | DFND | 1 | 127,000 | 7,645,000 | 22,000 | |
| NICE LTD | NOTE 9/1 | 653656AB4 | 2,647,358 | 2,752,000 | PRN | SOLE | 2,752,000 | 0 | 0 | ||
| NICE LTD | NOTE 9/1 | 653656AB4 | 55,636,849 | 57,836,000 | PRN | OTR | 1 | 0 | 57,836,000 | 0 | |
| NINE ENERGY SERVICE INC | COM | 65441V101 | 129,624 | 115,736 | SH | OTR | 1 | 0 | 115,736 | 0 | |
| NINE ENERGY SERVICE INC | COM | 65441V101 | 4,303 | 3,842 | SH | SOLE | 3,842 | 0 | 0 | ||
| NINE ENERGY SERVICE INC | COM | 65441V101 | 679 | 606 | SH | OTR | 5 | 0 | 606 | 0 | |
| NORTHERN OIL & GAS INC | NOTE 3.625% 4/1 | 665531AJ8 | 153,336 | 131,000 | PRN | OTR | 4 | 61,000 | 70,000 | 0 | |
| NORTHERN OIL & GAS INC | NOTE 3.625% 4/1 | 665531AJ8 | 4,923,123 | 4,206,000 | PRN | DFND | 1 | 150,000 | 4,045,000 | 11,000 | |
| NORTHERN OIL & GAS INC | NOTE 3.625% 4/1 | 665531AJ8 | 1,474,858 | 1,256,000 | PRN | SOLE | 1,256,000 | 0 | 0 | ||
| NORTHERN OIL & GAS INC | NOTE 3.625% 4/1 | 665531AJ8 | 31,499,256 | 26,825,000 | PRN | OTR | 1 | 0 | 26,825,000 | 0 | |
| NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 188,684 | 86,000 | PRN | OTR | 4 | 42,000 | 44,000 | 0 | |
| NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 63,298,737 | 28,818,000 | PRN | OTR | 1 | 0 | 28,818,000 | 0 | |
| NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 3,134,406 | 1,427,000 | PRN | SOLE | 1,427,000 | 0 | 0 | ||
| NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 6,634,656 | 3,024,000 | PRN | DFND | 1 | 98,000 | 2,918,000 | 8,000 | |
| NUTANIX INC | NOTE 0.250%10/0 | 67059NAH1 | 6,219,992 | 5,149,000 | PRN | DFND | 1 | 168,000 | 4,968,000 | 13,000 | |
| NUTANIX INC | NOTE 0.250%10/0 | 67059NAH1 | 2,100,916 | 1,732,000 | PRN | SOLE | 1,732,000 | 0 | 0 | ||
| NUTANIX INC | NOTE 0.250%10/0 | 67059NAH1 | 41,485,813 | 34,201,000 | PRN | OTR | 1 | 0 | 34,201,000 | 0 | |
| NUTANIX INC | NOTE 0.250%10/0 | 67059NAH1 | 181,200 | 150,000 | PRN | OTR | 4 | 71,000 | 79,000 | 0 | |
| NUVASIVE INC | NOTE 0.375% 3/1 | 670704AJ4 | 974,399 | 983,000 | PRN | SOLE | 983,000 | 0 | 0 | ||
| NUVASIVE INC | NOTE 0.375% 3/1 | 670704AJ4 | 8,014,256 | 8,085,000 | PRN | OTR | 1 | 0 | 8,085,000 | 0 | |
| NUVEEN AMT FREE MUN CR INC F | COM | 67071L106 | 11,135,476 | 908,277 | SH | OTR | 1 | 0 | 908,277 | 0 | |
| NUVEEN AMT FREE MUN CR INC F | COM | 67071L106 | 19,059,090 | 1,554,575 | SH | SOLE | 1,554,575 | 0 | 0 | ||
| NUVEEN AMT FREE QLTY MUN INC | COM | 670657105 | 8,068,155 | 715,262 | SH | OTR | 1 | 0 | 715,262 | 0 | |
| NUVEEN AMT FREE QLTY MUN INC | COM | 670657105 | 37,514,336 | 3,325,739 | SH | SOLE | 3,325,739 | 0 | 0 | ||
| NUVEEN CA QUALTY MUN INCOME | COM | 67066Y105 | 19,908,797 | 1,763,401 | SH | SOLE | 1,763,401 | 0 | 0 | ||
| NUVEEN CA QUALTY MUN INCOME | COM | 67066Y105 | 5,216,014 | 462,003 | SH | OTR | 1 | 0 | 462,003 | 0 | |
| NUVEEN MUNICIPAL CREDIT INC | COM SH BEN INT | 67070X101 | 8,778,318 | 721,308 | SH | OTR | 1 | 0 | 721,308 | 0 | |
| NUVEEN MUNICIPAL CREDIT INC | COM SH BEN INT | 67070X101 | 28,315,367 | 2,326,653 | SH | SOLE | 2,326,653 | 0 | 0 | ||
| NUVEEN NEW YORK AMT QLT MUNI | COM | 670656107 | 6,518,818 | 623,214 | SH | SOLE | 623,214 | 0 | 0 | ||
| NUVEEN NEW YORK AMT QLT MUNI | COM | 670656107 | 1,824,444 | 174,421 | SH | OTR | 1 | 0 | 174,421 | 0 | |
| NUVEEN NEW YORK QLT MUN INC | COM | 67066X107 | 610,242 | 53,530 | SH | OTR | 1 | 0 | 53,530 | 0 | |
| NUVEEN NEW YORK QLT MUN INC | COM | 67066X107 | 193,675 | 16,989 | SH | SOLE | 16,989 | 0 | 0 | ||
| NUVEEN PENNSYLVANIA QLT MUN | COM | 670972108 | 2,608,406 | 233,310 | SH | SOLE | 233,310 | 0 | 0 | ||
| NUVEEN QUALITY MUNCP INCOME | COM | 67066V101 | 20,369,169 | 1,746,927 | SH | SOLE | 1,746,927 | 0 | 0 | ||
| NUVEEN QUALITY MUNCP INCOME | COM | 67066V101 | 5,729,281 | 491,362 | SH | OTR | 1 | 0 | 491,362 | 0 | |
| NUVEEN TAXABLE MUNICPAL INM | COM | 67074C103 | 2,348,490 | 156,775 | SH | OTR | 1 | 0 | 156,775 | 0 | |
| OIL STS INTL INC | NOTE 4.750% 4/0 | 678026AK1 | 1,671,402 | 1,709,000 | PRN | SOLE | 1,709,000 | 0 | 0 | ||
| OIL STS INTL INC | NOTE 4.750% 4/0 | 678026AK1 | 28,960,536 | 29,612,000 | PRN | OTR | 1 | 0 | 29,612,000 | 0 | |
| OKTA INC | NOTE 0.125% 9/0 | 679295AD7 | 12,382,516 | 12,805,000 | PRN | OTR | 1 | 0 | 12,805,000 | 0 | |
| OKTA INC | NOTE 0.125% 9/0 | 679295AD7 | 949,600 | 982,000 | PRN | SOLE | 982,000 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | NOTE 0.500% 3/0 | 682189AU9 | 6,008,653 | 6,382,000 | PRN | DFND | 1 | 214,000 | 6,152,000 | 16,000 | |
| ON SEMICONDUCTOR CORP | NOTE 0.500% 3/0 | 682189AU9 | 44,818,084 | 47,414,000 | PRN | OTR | 1 | 0 | 47,414,000 | 0 | |
| ON SEMICONDUCTOR CORP | NOTE 0.500% 3/0 | 682189AU9 | 173,236 | 184,000 | PRN | OTR | 4 | 87,000 | 97,000 | 0 | |
| ON SEMICONDUCTOR CORP | NOTE 0.500% 3/0 | 682189AU9 | 2,190,144 | 2,317,000 | PRN | SOLE | 2,317,000 | 0 | 0 | ||
| PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 186,533 | 51,000 | PRN | OTR | 4 | 25,000 | 26,000 | 0 | |
| PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 1,450,350 | 396,000 | PRN | SOLE | 396,000 | 0 | 0 | ||
| PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 6,865,128 | 1,877,000 | PRN | DFND | 1 | 62,000 | 1,809,000 | 6,000 | |
| PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 42,594,875 | 11,630,000 | PRN | OTR | 1 | 0 | 11,630,000 | 0 | |
| PATRICK INDS INC | NOTE 1.750%12/0 | 703343AG8 | 8,956,236 | 6,586,000 | PRN | DFND | 1 | 225,000 | 6,343,000 | 18,000 | |
| PATRICK INDS INC | NOTE 1.750%12/0 | 703343AG8 | 45,941,577 | 33,675,000 | PRN | OTR | 1 | 0 | 33,675,000 | 0 | |
| PATRICK INDS INC | NOTE 1.750%12/0 | 703343AG8 | 2,027,296 | 1,486,000 | PRN | SOLE | 1,486,000 | 0 | 0 | ||
| PATRICK INDS INC | NOTE 1.750%12/0 | 703343AG8 | 257,019 | 189,000 | PRN | OTR | 4 | 89,000 | 100,000 | 0 | |
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 4,653,215 | 5,011,000 | PRN | DFND | 1 | 79,000 | 4,918,000 | 14,000 | |
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 116,075 | 125,000 | PRN | OTR | 4 | 60,000 | 65,000 | 0 | |
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 320,225 | 343,000 | PRN | SOLE | 343,000 | 0 | 0 | ||
| PERMIAN RESOURCES CORP | NOTE 3.250% 4/0 | 15136AAA0 | 1,708,993 | 678,000 | PRN | SOLE | 678,000 | 0 | 0 | ||
| PERMIAN RESOURCES CORP | NOTE 3.250% 4/0 | 15136AAA0 | 36,476,153 | 14,471,000 | PRN | OTR | 1 | 0 | 14,471,000 | 0 | |
| PG&E CORP | NOTE 4.250%12/0 | 69331CAL2 | 184,365 | 170,000 | PRN | OTR | 4 | 81,000 | 89,000 | 0 | |
| PG&E CORP | NOTE 4.250%12/0 | 69331CAL2 | 5,957,158 | 5,493,000 | PRN | DFND | 1 | 88,000 | 5,390,000 | 15,000 | |
| PG&E CORP | NOTE 4.250%12/0 | 69331CAL2 | 2,812,000 | 2,581,000 | PRN | SOLE | 2,581,000 | 0 | 0 | ||
| PG&E CORP | NOTE 4.250%12/0 | 69331CAL2 | 57,484,199 | 52,762,000 | PRN | OTR | 1 | 0 | 52,762,000 | 0 | |
| PIONEER MUNICIPAL HIGH INCOM | COM | 723762100 | 5,176,298 | 614,033 | SH | SOLE | 614,033 | 0 | 0 | ||
| PIONEER MUNICIPAL HIGH INCOM | COM | 723762100 | 1,689,364 | 200,399 | SH | OTR | 1 | 0 | 200,399 | 0 | |
| PIONEER MUNICIPAL HIGH INCOM | COM SHS | 723763108 | 1,860,834 | 200,954 | SH | OTR | 1 | 0 | 200,954 | 0 | |
| PIONEER MUNICIPAL HIGH INCOM | COM SHS | 723763108 | 5,487,939 | 592,650 | SH | SOLE | 592,650 | 0 | 0 | ||
| POST HLDGS INC | NOTE 2.500% 8/1 | 737446AT1 | 2,363,262 | 2,013,000 | PRN | SOLE | 2,013,000 | 0 | 0 | ||
| POST HLDGS INC | NOTE 2.500% 8/1 | 737446AT1 | 60,311,902 | 51,373,000 | PRN | OTR | 1 | 0 | 51,373,000 | 0 | |
| POST HLDGS INC | NOTE 2.500% 8/1 | 737446AT1 | 6,402,247 | 5,465,000 | PRN | DFND | 1 | 184,000 | 5,267,000 | 14,000 | |
| POST HLDGS INC | NOTE 2.500% 8/1 | 737446AT1 | 183,926 | 157,000 | PRN | OTR | 4 | 74,000 | 83,000 | 0 | |
| PPL CAP FDG INC | NOTE 2.875% 3/1 | 69352PAS2 | 523,375 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
| Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 8,899,496 | 7,195,000 | PRN | OTR | 1 | 0 | 7,195,000 | 0 | |
| Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 692,664 | 560,000 | PRN | SOLE | 560,000 | 0 | 0 | ||
| RAPID7 INC | NOTE 1.250% 3/1 | 753422AH7 | 537,117 | 565,000 | PRN | SOLE | 565,000 | 0 | 0 | ||
| RAPID7 INC | NOTE 1.250% 3/1 | 753422AH7 | 11,788,060 | 12,400,000 | PRN | OTR | 1 | 0 | 12,400,000 | 0 | |
| RIVIAN AUTOMOTIVE INC | NOTE 4.625% 3/1 | 76954AAB9 | 2,595,891 | 2,582,000 | PRN | DFND | 1 | 37,000 | 2,537,000 | 8,000 | |
| RIVIAN AUTOMOTIVE INC | NOTE 4.625% 3/1 | 76954AAB9 | 15,633,538 | 15,473,000 | PRN | OTR | 1 | 0 | 15,473,000 | 0 | |
| RIVIAN AUTOMOTIVE INC | NOTE 4.625% 3/1 | 76954AAB9 | 644,619 | 638,000 | PRN | SOLE | 638,000 | 0 | 0 | ||
| RIVIAN AUTOMOTIVE INC | NOTE 4.625% 3/1 | 76954AAB9 | 79,425 | 79,000 | PRN | OTR | 4 | 36,000 | 43,000 | 0 | |
| ROYAL CARIBBEAN GROUP | NOTE 6.000% 8/1 | 780153BQ4 | 34,633,721 | 7,470,000 | PRN | OTR | 1 | 0 | 7,470,000 | 0 | |
| ROYAL CARIBBEAN GROUP | NOTE 6.000% 8/1 | 780153BQ4 | 1,645,913 | 355,000 | PRN | SOLE | 355,000 | 0 | 0 | ||
| SEAGATE HDD CAYMAN | NOTE 3.500% 6/0 | 81180WBL4 | 34,664,153 | 28,755,000 | PRN | OTR | 1 | 0 | 28,755,000 | 0 | |
| SEAGATE HDD CAYMAN | NOTE 3.500% 6/0 | 81180WBL4 | 1,669,618 | 1,385,000 | PRN | SOLE | 1,385,000 | 0 | 0 | ||
| SHIFT4 PMTS INC | NOTE 0.500% 8/0 | 82452JAD1 | 2,106,000 | 1,950,000 | PRN | SOLE | 1,950,000 | 0 | 0 | ||
| SHIFT4 PMTS INC | NOTE 0.500% 8/0 | 82452JAD1 | 41,094,000 | 38,050,000 | PRN | OTR | 1 | 0 | 38,050,000 | 0 | |
| SHIFT4 PMTS INC | NOTE 12/1 | 82452JAB5 | 6,979,571 | 5,197,000 | PRN | DFND | 1 | 168,000 | 5,016,000 | 13,000 | |
| SHIFT4 PMTS INC | NOTE 12/1 | 82452JAB5 | 208,165 | 155,000 | PRN | OTR | 4 | 74,000 | 81,000 | 0 | |
| SOLAREDGE TECHNOLOGIES INC | NOTE 9/1 | 83417MAD6 | 7,303,126 | 7,790,000 | PRN | OTR | 1 | 0 | 7,790,000 | 0 | |
| SOLAREDGE TECHNOLOGIES INC | NOTE 9/1 | 83417MAD6 | 518,438 | 553,000 | PRN | SOLE | 553,000 | 0 | 0 | ||
| SOUTHERN CO | NOTE 3.875%12/1 | 842587DP9 | 683,638 | 650,000 | PRN | SOLE | 650,000 | 0 | 0 | ||
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 2,255,217 | 2,189,000 | PRN | SOLE | 2,189,000 | 0 | 0 | ||
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 58,282,273 | 56,571,000 | PRN | OTR | 1 | 0 | 56,571,000 | 0 | |
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 4,032,092 | 3,928,000 | PRN | DFND | 1 | 57,000 | 3,860,000 | 11,000 | |
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 119,074 | 116,000 | PRN | OTR | 4 | 50,000 | 66,000 | 0 | |
| SPDR GOLD TR | GOLD SHS | 78463V107 | 6,134,606 | 25,336 | SH | OTR | 1 | 0 | 25,336 | 0 | |
| SPDR SER TR | BBG CONV SEC ETF | 78464A359 | 7,005,816 | 89,945 | SH | DFND | 1 | 20,651 | 69,186 | 108 | |
| SPDR SER TR | BBG CONV SEC ETF | 78464A359 | 308,600 | 3,962 | SH | OTR | 4 | 2,123 | 1,839 | 0 | |
| SUMMIT HOTEL PPTYS | NOTE 1.500% 2/1 | 866082AA8 | 25,055,684 | 25,804,000 | PRN | OTR | 1 | 0 | 25,804,000 | 0 | |
| SUMMIT HOTEL PPTYS | NOTE 1.500% 2/1 | 866082AA8 | 801,075 | 825,000 | PRN | SOLE | 825,000 | 0 | 0 | ||
| TALOS ENERGY INC | COM | 87484T108 | 26,183,889 | 2,696,590 | SH | OTR | 1 | 0 | 2,696,590 | 0 | |
| TALOS ENERGY INC | COM | 87484T108 | 60,076 | 6,187 | SH | OTR | 5 | 0 | 6,187 | 0 | |
| TALOS ENERGY INC | COM | 87484T108 | 4,169,464 | 429,399 | SH | SOLE | 429,399 | 0 | 0 | ||
| TELADOC HEALTH INC | NOTE 1.250% 6/0 | 87918AAF2 | 1,074,672 | 1,224,000 | PRN | SOLE | 1,224,000 | 0 | 0 | ||
| TELADOC HEALTH INC | NOTE 1.250% 6/0 | 87918AAF2 | 21,348,570 | 24,315,000 | PRN | OTR | 1 | 0 | 24,315,000 | 0 | |
| TETRA TECH INC NEW | DBCV 2.250% 8/1 | 88162GAB9 | 4,852,784 | 4,140,000 | PRN | DFND | 1 | 63,000 | 4,064,000 | 13,000 | |
| TETRA TECH INC NEW | DBCV 2.250% 8/1 | 88162GAB9 | 132,455 | 113,000 | PRN | OTR | 4 | 51,000 | 62,000 | 0 | |
| TETRA TECH INC NEW | DBCV 2.250% 8/1 | 88162GAB9 | 3,137,155 | 2,665,000 | PRN | SOLE | 2,665,000 | 0 | 0 | ||
| TETRA TECH INC NEW | DBCV 2.250% 8/1 | 88162GAB9 | 67,308,162 | 57,178,000 | PRN | OTR | 1 | 0 | 57,178,000 | 0 | |
| TRANSMEDICS GROUP INC | NOTE 1.500% 6/0 | 89377MAB5 | 50,537 | 49,000 | PRN | OTR | 4 | 24,000 | 25,000 | 0 | |
| TRANSMEDICS GROUP INC | NOTE 1.500% 6/0 | 89377MAB5 | 1,876,062 | 1,819,000 | PRN | DFND | 1 | 27,000 | 1,789,000 | 3,000 | |
| TRANSMEDICS GROUP INC | NOTE 1.500% 6/0 | 89377MAB5 | 1,243,181 | 1,201,000 | PRN | SOLE | 1,201,000 | 0 | 0 | ||
| TRANSMEDICS GROUP INC | NOTE 1.500% 6/0 | 89377MAB5 | 29,319,820 | 28,325,000 | PRN | OTR | 1 | 0 | 28,325,000 | 0 | |
| TURNING PT BRANDS INC | COM | 90041L105 | 408,800 | 6,802 | SH | OTR | 1 | 0 | 6,802 | 0 | |
| TYLER TEX INDPT SCH DIST | NOTE 0.250% 3/1 | 902252AB1 | 1,928,708 | 1,592,000 | PRN | SOLE | 1,592,000 | 0 | 0 | ||
| TYLER TEX INDPT SCH DIST | NOTE 0.250% 3/1 | 902252AB1 | 35,635,061 | 29,414,000 | PRN | OTR | 1 | 0 | 29,414,000 | 0 | |
| UBER TECHNOLOGIES INC | NOTE 0.875%12/0 | 90353TAM2 | 39,900,445 | 36,109,000 | PRN | OTR | 1 | 0 | 36,109,000 | 0 | |
| UBER TECHNOLOGIES INC | NOTE 0.875%12/0 | 90353TAM2 | 2,100,605 | 1,901,000 | PRN | SOLE | 1,901,000 | 0 | 0 | ||
| UBER TECHNOLOGIES INC | NOTE 12/1 | 90353TAJ9 | 5,580,288 | 5,536,000 | PRN | DFND | 1 | 186,000 | 5,336,000 | 14,000 | |
| UBER TECHNOLOGIES INC | NOTE 12/1 | 90353TAJ9 | 162,288 | 161,000 | PRN | OTR | 4 | 76,000 | 85,000 | 0 | |
| VAIL RESORTS INC | NOTE 1/0 | 91879QAN9 | 5,472,760 | 5,776,000 | PRN | DFND | 1 | 93,000 | 5,669,000 | 14,000 | |
| VAIL RESORTS INC | NOTE 1/0 | 91879QAN9 | 145,915 | 154,000 | PRN | OTR | 4 | 72,000 | 82,000 | 0 | |
| VAIL RESORTS INC | NOTE 1/0 | 91879QAN9 | 1,112,011 | 1,169,000 | PRN | SOLE | 1,169,000 | 0 | 0 | ||
| VODAFONE GROUP PLC NEW | SPONSORED ADR | 92857W308 | 9,899,527 | 1,166,022 | SH | OTR | 1 | 0 | 1,166,022 | 0 | |
| WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 77,630 | 65 | SH | OTR | 4 | 31 | 34 | 0 | |
| WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 28,380,077 | 23,816 | SH | OTR | 1 | 0 | 23,816 | 0 | |
| WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 2,330,099 | 1,951 | SH | DFND | 1 | 75 | 1,871 | 5 | |
| WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 2,725,279 | 2,287 | SH | SOLE | 2,287 | 0 | 0 | ||
| WESTERN DIGITAL CORP | NOTE 3.000%11/1 | 958102AT2 | 1,001,490 | 753,000 | PRN | SOLE | 753,000 | 0 | 0 | ||
| WESTERN DIGITAL CORP | NOTE 3.000%11/1 | 958102AT2 | 18,959,150 | 14,255,000 | PRN | OTR | 1 | 0 | 14,255,000 | 0 | |
| WORKIVA INC | NOTE 1.250% 8/1 | 98139AAD7 | 17,144,715 | 16,140,000 | PRN | OTR | 1 | 0 | 16,140,000 | 0 | |
| WORKIVA INC | NOTE 1.250% 8/1 | 98139AAD7 | 987,893 | 930,000 | PRN | SOLE | 930,000 | 0 | 0 | ||
| ZIFF DAVIS INC | NOTE 1.750%11/0 | 48123VAE2 | 568,344 | 605,000 | PRN | SOLE | 605,000 | 0 | 0 | ||
| ZIFF DAVIS INC | NOTE 1.750%11/0 | 48123VAE2 | 7,989,692 | 8,505,000 | PRN | OTR | 1 | 0 | 8,505,000 | 0 | |
| ZILLOW GROUP INC | CL C CAP STK | 98954M200 | 1,463,302 | 19,761 | SH | SOLE | 19,761 | 0 | 0 | ||
| ZILLOW GROUP INC | CL C CAP STK | 98954M200 | 16,029,974 | 216,475 | SH | OTR | 1 | 0 | 216,475 | 0 | |
| ZILLOW GROUP INC | CL C CAP STK | 98954M200 | 2,666 | 36 | SH | DFND | 1 | 0 | 36 | 0 | |
| ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 1,769,856 | 1,421,000 | PRN | SOLE | 1,421,000 | 0 | 0 | ||
| ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 192,278 | 155,000 | PRN | OTR | 4 | 74,000 | 81,000 | 0 | |
| ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 6,506,423 | 5,245,000 | PRN | DFND | 1 | 172,000 | 5,060,000 | 13,000 | |
| ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 22,046,596 | 17,701,000 | PRN | OTR | 1 | 0 | 17,701,000 | 0 | |
