The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
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 FIGI (to the nearest dollar) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
8X8 INC NEW NOTE 0.500% 2/0 282914AB6   45,750 50,000 PRN   SOLE   50,000 0 0
AES CORP UNIT 02/15/2024 00130H204   7,876,804 77,216 SH   DFND 1 0 77,198 18
AES CORP UNIT 02/15/2024 00130H204   1,351,548 13,200 SH   SOLE   13,200 0 0
AES CORP UNIT 02/15/2024 00130H204   128,839 1,263 SH   OTR 4 0 1,263 0
AES CORP UNIT 02/15/2024 00130H204   30,481,503 297,700 SH   OTR 1 0 297,700 0
AFFIRM HLDGS INC NOTE 11/1 00827BAB2   222,000 400,000 PRN   SOLE   400,000 0 0
AIR TRANS SVCS GROUP INC NOTE 1.125%10/1 00922RAB1   67,685 65,000 PRN   SOLE   65,000 0 0
AIRBNB INC NOTE 3/1 009066AB7   345,059 418,000 PRN   SOLE   418,000 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0   4,778,550 4,551,000 PRN   DFND 1 0 4,550,000 1,000
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0   81,900 78,000 PRN   OTR 4 0 78,000 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0   585,525 555,000 PRN   SOLE   555,000 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5   33,711,568 34,826,000 PRN   OTR 1 0 34,826,000 0
AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5   2,116,048 2,186,000 PRN   SOLE   2,186,000 0 0
ALARM COM HLDGS INC NOTE 1/1 011642AB1   5,738,723 7,025,000 PRN   OTR 1 0 7,025,000 0
ALARM COM HLDGS INC NOTE 1/1 011642AB1   208,310 255,000 PRN   SOLE   255,000 0 0
ALLIANCEBERNSTEIN GLOBAL HIG COM 01879R106 BBG001S6LJ53 255,431 27,704 SH   SOLE   27,704 0 0
ALTERYX INC NOTE 0.500% 8/0 02156BAD5   284,859 309,000 PRN   SOLE   309,000 0 0
AMERICAN AIRLINES GROUP INC NOTE 6.500% 7/0 02376RAF9   14,757,165 13,935,000 PRN   OTR 1 0 13,935,000 0
AMERICAN AIRLINES GROUP INC NOTE 6.500% 7/0 02376RAF9   594,099 561,000 PRN   SOLE   561,000 0 0
AMERICAN EAGLE OUTFITTERS IN NOTE 3.750% 4/1 02553EAB2   173,460 98,000 PRN   SOLE   98,000 0 0
APELLIS PHARMACEUTICALS INC NOTE 3.500% 9/1 03753UAB2   122,006 79,000 PRN   SOLE   79,000 0 0
ARES CAPITAL CORP NOTE 4.625% 3/0 04010LAW3   106,563 100,000 PRN   OTR 5 0 100,000 0
ARES CAPITAL CORP NOTE 4.625% 3/0 04010LAW3   7,374,125 6,920,000 PRN   SOLE   6,920,000 0 0
ARES CAPITAL CORP NOTE 4.625% 3/0 04010LAW3   17,353,703 16,285,000 PRN   OTR 1 0 16,285,000 0
ARRAY TECHNOLOGIES INC NOTE 1.000%12/0 04271TAB6   957,146 937,000 PRN   SOLE   937,000 0 0
BANK AMERICA CORP COM 060505104 BBG001S5P0Y0 22,067,823 666,299 SH   OTR 1 0 666,299 0
BANK AMERICA CORP COM 060505104 BBG001S5P0Y0 0 0 SH   SOLE   0 0 0
BECTON DICKINSON & CO 6% DP CONV PFD B 075887406   6,374,433 127,285 SH   DFND 1 0 127,256 29
BECTON DICKINSON & CO 6% DP CONV PFD B 075887406   105,769 2,112 SH   OTR 4 0 2,112 0
BECTON DICKINSON & CO 6% DP CONV PFD B 075887406   9,715,545 193,200 SH   OTR 1 0 193,200 0
BECTON DICKINSON & CO 6% DP CONV PFD B 075887406   1,458,338 29,000 SH   SOLE   29,000 0 0
BENTLEY SYS INC NOTE 0.125% 1/1 08265TAB5   6,432,755 7,015,000 PRN   OTR 1 0 7,015,000 0
BENTLEY SYS INC NOTE 0.125% 1/1 08265TAB5   397,978 434,000 PRN   SOLE   434,000 0 0
BENTLEY SYS INC NOTE 0.375% 7/0 08265TAD1   163,800 200,000 PRN   SOLE   200,000 0 0
BEYOND MEAT INC NOTE 3/1 08862EAB5   89,157 339,000 PRN   SOLE   339,000 0 0
BIGCOMMERCE HLDGS INC NOTE 0.250%10/0 08975PAB4   143,000 200,000 PRN   SOLE   200,000 0 0
BILL COM HLDGS INC NOTE 12/0 090043AB6   10,146,360 9,870,000 PRN   OTR 1 0 9,870,000 0
BILL COM HLDGS INC NOTE 12/0 090043AB6   672,312 654,000 PRN   SOLE   654,000 0 0
BILL COM HLDGS INC NOTE 4/0 090043AD2   159,100 200,000 PRN   SOLE   200,000 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4   11,121,363 10,479,000 PRN   DFND 1 0 10,477,000 2,000
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4   179,360 169,000 PRN   OTR 4 0 169,000 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.250% 5/1 09061GAK7   5,012,401 4,643,000 PRN   SOLE   4,643,000 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.250% 5/1 09061GAK7   78,160,204 72,400,000 PRN   OTR 1 0 72,400,000 0
BK OF AMERICA CORP 7.25%CNV PFD L 060505682   117,160 101 SH   OTR 4 0 101 0
BK OF AMERICA CORP 7.25%CNV PFD L 060505682   3,759,525 3,234 SH   SOLE   3,234 0 0
BK OF AMERICA CORP 7.25%CNV PFD L 060505682   27,560,550 23,708 SH   OTR 1 0 23,708 0
BK OF AMERICA CORP 7.25%CNV PFD L 060505682   6,932,160 5,976 SH   DFND 1 0 5,975 1
BLACKLINE INC NOTE 0.125% 8/0 09239BAB5   100,234 90,000 PRN   SOLE   90,000 0 0
BLACKLINE INC NOTE 3/1 09239BAD1   171,375 200,000 PRN   SOLE   200,000 0 0
BLACKROCK CR ALLOCATION INCO COM 092508100 BBG001SS72L0 248,420 24,596 SH   SOLE   24,596 0 0
BLACKROCK MUN TARGET TERM TR COM SHS BEN IN 09257P105 BBG003BPM0W5 20,744,273 974,367 SH   SOLE   974,367 0 0
BLACKROCK MUN TARGET TERM TR COM SHS BEN IN 09257P105 BBG003BPM0W5 9,097,941 427,334 SH   OTR 1 0 427,334 0
BLACKROCK MUNIHLDGS NJ QLTY COM 09254X101 BBG001S5PKX7 7,699,130 695,495 SH   SOLE   695,495 0 0
BLACKROCK MUNIHLDGS NJ QLTY COM 09254X101 BBG001S5PKX7 3,404,556 307,548 SH   OTR 1 0 307,548 0
BLACKROCK MUNIHLDGS NY QLTY COM 09255C106 BBG001SB8M69 7,927,680 771,926 SH   SOLE   771,926 0 0
BLACKROCK MUNIHLDGS NY QLTY COM 09255C106 BBG001SB8M69 5,392,859 525,108 SH   OTR 1 0 525,108 0
BLACKROCK MUNIHOLDINGS FD IN COM 09253N104 BBG001S66J14 1,778,316 146,484 SH   OTR 1 0 146,484 0
BLACKROCK MUNIHOLDINGS FD IN COM 09253N104 BBG001S66J14 5,974,482 492,132 SH   SOLE   492,132 0 0
BLACKROCK MUNIYIELD MICH QU COM 09254V105 BBG001S75345 8,290,474 747,563 SH   SOLE   747,563 0 0
BLACKROCK MUNIYIELD MICH QU COM 09254V105 BBG001S75345 2,720,055 245,271 SH   OTR 1 0 245,271 0
BLACKROCK MUNIYIELD N Y QUAL COM 09255E102 BBG001S6TRK0 5,327,231 543,595 SH   OTR 1 0 543,595 0
BLACKROCK MUNIYIELD N Y QUAL COM 09255E102 BBG001S6TRK0 4,204,788 429,060 SH   SOLE   429,060 0 0
BLACKROCK MUNIYIELD QUALITY COM 09254G108 BBG001S742F6 5,704,436 558,164 SH   SOLE   558,164 0 0
BLACKROCK MUNIYIELD QUALITY COM 09254G108 BBG001S742F6 6,010,290 588,091 SH   OTR 1 0 588,091 0
BLACKROCK MUNIYILD QULT FD I COM 09254F100 BBG001S6Y4Q9 3,331,833 287,227 SH   OTR 1 0 287,227 0
BLACKROCK MUNIYILD QULT FD I COM 09254F100 BBG001S6Y4Q9 2,011,695 173,422 SH   SOLE   173,422 0 0
BLACKROCK N Y MUN INCOME TRU SH BEN INT 09248L106 BBG001SFL1C4 396,728 39,397 SH   OTR 1 0 39,397 0
BLACKROCK N Y MUN INCOME TRU SH BEN INT 09248L106 BBG001SFL1C4 662,012 65,741 SH   SOLE   65,741 0 0
BLOCK INC NOTE 0.125% 3/0 852234AF0   57,075 60,000 PRN   OTR 4 0 60,000 0
BLOCK INC NOTE 0.125% 3/0 852234AF0   3,674,679 3,863,000 PRN   DFND 1 0 3,862,000 1,000
BLOCK INC NOTE 0.250%11/0 852234AK9   1,331,606 1,755,000 PRN   SOLE   1,755,000 0 0
BLOCK INC NOTE 0.250%11/0 852234AK9   18,772,993 24,742,000 PRN   OTR 1 0 24,742,000 0
BLOCK INC NOTE 5/0 852234AJ2   1,408,271 1,729,000 PRN   SOLE   1,729,000 0 0
BLOCK INC NOTE 5/0 852234AJ2   23,891,729 29,333,000 PRN   OTR 1 0 29,333,000 0
BLOOMIN BRANDS INC NOTE 5.000% 5/0 094235AB4   93,203 51,000 PRN   SOLE   51,000 0 0
BOOKING HOLDINGS INC NOTE 0.750% 5/0 09857LAN8   28,074,985 21,000,000 PRN   OTR 1 0 21,000,000 0
BOOKING HOLDINGS INC NOTE 0.750% 5/0 09857LAN8   2,356,962 1,763,000 PRN   SOLE   1,763,000 0 0
BOSTON SCIENTIFIC CORP 5.50% CNV PFD A 101137206   391,348 3,400 SH   SOLE   3,400 0 0
BOX INC NOTE 1/1 10316TAB0   131,650 100,000 PRN   SOLE   100,000 0 0
BRIDGEBIO PHARMA INC NOTE 2.500% 3/1 10806XAB8   333,450 741,000 PRN   SOLE   741,000 0 0
BRIDGEBIO PHARMA INC NOTE 2.500% 3/1 10806XAB8   6,241,500 13,870,000 PRN   OTR 1 0 13,870,000 0
BURLINGTON STORES INC NOTE 2.250% 4/1 122017AB2   3,319,470 2,874,000 PRN   SOLE   2,874,000 0 0
BURLINGTON STORES INC NOTE 2.250% 4/1 122017AB2   46,322,430 40,106,000 PRN   OTR 1 0 40,106,000 0
BURLINGTON STORES INC NOTE 2.250% 4/1 122017AB2   6,260,600 5,444,000 PRN   DFND 1 0 5,443,000 1,000
BURLINGTON STORES INC NOTE 2.250% 4/1 122017AB2   90,850 79,000 PRN   OTR 4 0 79,000 0
CABLE ONE INC NOTE 1.125% 3/1 12685JAG0   105,506 142,000 PRN   OTR 4 0 142,000 0
CABLE ONE INC NOTE 1.125% 3/1 12685JAG0   27,375,304 36,598,000 PRN   OTR 1 0 36,598,000 0
CABLE ONE INC NOTE 1.125% 3/1 12685JAG0   6,492,334 8,738,000 PRN   DFND 1 0 8,736,000 2,000
CABLE ONE INC NOTE 1.125% 3/1 12685JAG0   1,961,256 2,622,000 PRN   SOLE   2,622,000 0 0
CABLE ONE INC NOTE 3/1 12685JAE5   3,873,450 4,900,000 PRN   OTR 1 0 4,900,000 0
CABLE ONE INC NOTE 3/1 12685JAE5   5,944,560 7,520,000 PRN   SOLE   7,520,000 0 0
CABLE ONE INC NOTE 3/1 12685JAE5   63,240 80,000 PRN   OTR 5 0 80,000 0
CALIFORNIA RES CORP COM STOCK 13057Q305 BBG00Y04KQ51 1,353,857 31,116 SH   OTR 1 0 31,116 0
CALIFORNIA RES CORP COM STOCK 13057Q305 BBG00Y04KQ51 85,149 1,957 SH   SOLE   1,957 0 0
CARNIVAL CORP NOTE 5.750% 4/0 143658BE1   88,715 88,000 PRN   SOLE   88,000 0 0
CERIDIAN HCM HLDG INC NOTE 0.250% 3/1 15677JAD0   220,375 250,000 PRN   SOLE   250,000 0 0
CHEESECAKE FACTORY INC NOTE 0.375% 6/1 163072AA9   7,360,491 8,983,000 PRN   DFND 1 0 8,981,000 2,000
CHEESECAKE FACTORY INC NOTE 0.375% 6/1 163072AA9   120,449 147,000 PRN   OTR 4 0 147,000 0
CHEESECAKE FACTORY INC NOTE 0.375% 6/1 163072AA9   1,138,462 1,381,000 PRN   SOLE   1,381,000 0 0
CHEESECAKE FACTORY INC NOTE 0.375% 6/1 163072AA9   15,412,515 18,696,000 PRN   OTR 1 0 18,696,000 0
CHEFS WHSE INC NOTE 1.875%12/0 163086AB7   28,040 27,000 PRN   SOLE   27,000 0 0
CHEGG INC NOTE 9/0 163092AF6   1,054,169 1,327,000 PRN   SOLE   1,327,000 0 0
CHEGG INC NOTE 9/0 163092AF6   14,948,225 18,817,000 PRN   OTR 1 0 18,817,000 0
CHORD ENERGY CORPORATION COM NEW 674215207 BBG00Y7BLJF2 2,034,091 14,868 SH   SOLE   14,868 0 0
CHORD ENERGY CORPORATION COM NEW 674215207 BBG00Y7BLJF2 16,854,171 123,194 SH   OTR 1 0 123,194 0
CLOUDFLARE INC NOTE 8/1 18915MAC1   205,000 250,000 PRN   SOLE   250,000 0 0
CNX RES CORP NOTE 2.250% 5/0 12653CAG3   401,583 273,000 PRN   SOLE   273,000 0 0
COINBASE GLOBAL INC NOTE 0.500% 6/0 19260QAB3   266,684 468,000 PRN   SOLE   468,000 0 0
CONFLUENT INC NOTE 1/1 20717MAB9   190,000 250,000 PRN   SOLE   250,000 0 0
CONMED CORP NOTE 2.625% 2/0 207410AF8   6,825,192 6,024,000 PRN   DFND 1 0 6,023,000 1,000
CONMED CORP NOTE 2.625% 2/0 207410AF8   187,770 165,000 PRN   SOLE   165,000 0 0
CONMED CORP NOTE 2.625% 2/0 207410AF8   111,034 98,000 PRN   OTR 4 0 98,000 0
COUPA SOFTWARE INC NOTE 0.375% 6/1 22266LAF3   21,194,379 21,929,000 PRN   OTR 1 0 21,929,000 0
COUPA SOFTWARE INC NOTE 0.375% 6/1 22266LAF3   1,588,926 1,644,000 PRN   SOLE   1,644,000 0 0
CRACKER BARREL OLD CTRY STOR NOTE 0.625% 6/1 22410JAB2   171,750 200,000 PRN   SOLE   200,000 0 0
CYBERARK SOFTWARE LTD NOTE 11/1 23248VAB1   296,625 279,000 PRN   SOLE   279,000 0 0
DANAHER CORPORATION 5% CONV PFD B 235851409   99,053,152 72,789 SH   OTR 1 0 72,789 0
DANAHER CORPORATION 5% CONV PFD B 235851409   168,212 124 SH   OTR 4 0 124 0
DANAHER CORPORATION 5% CONV PFD B 235851409   10,342,337 7,624 SH   DFND 1 0 7,622 2
DANAHER CORPORATION 5% CONV PFD B 235851409   6,348,253 4,665 SH   SOLE   4,665 0 0
DATADOG INC NOTE 0.125% 6/1 23804LAB9   1,189,431 1,085,000 PRN   SOLE   1,085,000 0 0
DATADOG INC NOTE 0.125% 6/1 23804LAB9   21,710,135 19,804,000 PRN   OTR 1 0 19,804,000 0
DELAWARE INVTS NATL MUN INCO SH BEN INT 24610T108 BBG001S76Y64 4,387,340 423,080 SH   SOLE   423,080 0 0
DEXCOM INC NOTE 0.250%11/1 252131AK3   8,049,675 7,402,000 PRN   DFND 1 0 7,401,000 1,000
DEXCOM INC NOTE 0.250%11/1 252131AK3   133,763 123,000 PRN   OTR 4 0 123,000 0
DEXCOM INC NOTE 0.250%11/1 252131AK3   36,398,823 33,317,000 PRN   OTR 1 0 33,317,000 0
DEXCOM INC NOTE 0.250%11/1 252131AK3   2,490,900 2,280,000 PRN   SOLE   2,280,000 0 0
DICKS SPORTING GOODS INC NOTE 3.250% 4/1 253393AD4   400,448 107,000 PRN   SOLE   107,000 0 0
DIGITALOCEAN HLDGS INC NOTE 12/0 25402DAB8   9,481,500 12,600,000 PRN   OTR 1 0 12,600,000 0
DIGITALOCEAN HLDGS INC NOTE 12/0 25402DAB8   760,025 1,010,000 PRN   SOLE   1,010,000 0 0
DISH NETWORK CORPORATION NOTE 12/1 25470MAF6   25,280,188 39,316,000 PRN   OTR 1 0 39,316,000 0
DISH NETWORK CORPORATION NOTE 12/1 25470MAF6   1,941,860 3,020,000 PRN   SOLE   3,020,000 0 0
DISH NETWORK CORPORATION NOTE 2.375% 3/1 25470MAD1   24,595,629 27,185,000 PRN   SOLE   27,185,000 0 0
DISH NETWORK CORPORATION NOTE 2.375% 3/1 25470MAD1   158,331 175,000 PRN   OTR 5 0 175,000 0
DISH NETWORK CORPORATION NOTE 2.375% 3/1 25470MAD1   60,400,205 66,759,000 PRN   OTR 1 0 66,759,000 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5   110,264 176,000 PRN   OTR 4 0 176,000 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5   94,350 150,000 PRN   OTR 5 0 150,000 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5   6,944,753 11,085,000 PRN   DFND 1 0 11,083,000 2,000
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5   13,624,140 21,660,000 PRN   SOLE   21,660,000 0 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5   25,638,040 40,760,000 PRN   OTR 1 0 40,760,000 0
DOCUSIGN INC NOTE 0.500% 9/1 256163AB2   61,620 60,000 PRN   SOLE   60,000 0 0
DOUBLELINE INCOME SOLUTIONS COM 258622109 BBG003TXW7X2 238,213 21,480 SH   SOLE   21,480 0 0
DRAFTKINGS INC NEW NOTE 3/1 26142RAB0   125,700 200,000 PRN   SOLE   200,000 0 0
DROPBOX INC NOTE 3/0 26210CAD6   1,875,328 2,093,000 PRN   SOLE   2,093,000 0 0
DROPBOX INC NOTE 3/0 26210CAD6   20,696,704 23,099,000 PRN   OTR 1 0 23,099,000 0
DWS MUN INCOME TR COM 233368109 BBG001S63VH3 416,517 48,376 SH   SOLE   48,376 0 0
DWS MUN INCOME TR COM 233368109 BBG001S63VH3 1,127,927 131,002 SH   OTR 1 0 131,002 0
EATON VANCE MUN BD FD COM 27827X101 BBG001S6S949 626,112 60,261 SH   SOLE   60,261 0 0
EATON VANCE NEW YORK MUN BD COM 27827Y109 BBG001SKX9S6 4,338,216 481,489 SH   SOLE   481,489 0 0
EATON VANCE NEW YORK MUN BD COM 27827Y109 BBG001SKX9S6 119,301 13,241 SH   OTR 1 0 13,241 0
ELEVANCE HEALTH INC NOTE 2.750%10/1 94973VBG1   103,501,549 14,144,000 PRN   OTR 1 0 14,144,000 0
ELEVANCE HEALTH INC NOTE 2.750%10/1 94973VBG1   6,183,457 845,000 PRN   SOLE   845,000 0 0
ENPHASE ENERGY INC NOTE 3/0 29355AAH0   21,272,200 18,800,000 PRN   OTR 1 0 18,800,000 0
ENPHASE ENERGY INC NOTE 3/0 29355AAH0   1,589,758 1,405,000 PRN   SOLE   1,405,000 0 0
ENVESTNET INC NOTE 1.750% 6/0 29404KAB2   7,156,546 6,902,000 PRN   DFND 1 0 6,900,000 2,000
ENVESTNET INC NOTE 1.750% 6/0 29404KAB2   111,983 108,000 PRN   OTR 4 0 108,000 0
ENVESTNET INC NOTE 1.750% 6/0 29404KAB2   46,884 45,000 PRN   SOLE   45,000 0 0
ENVISTA HOLDINGS CORPORATION NOTE 2.375% 6/0 29415FAB0   222,288 132,000 PRN   SOLE   132,000 0 0
EQT CORP NOTE 1.750% 5/0 26884LAK5   6,443,463 2,769,000 PRN   SOLE   2,769,000 0 0
EQT CORP NOTE 1.750% 5/0 26884LAK5   208,980 90,000 PRN   OTR 4 0 90,000 0
EQT CORP NOTE 1.750% 5/0 26884LAK5   13,181,994 5,677,000 PRN   DFND 1 0 5,676,000 1,000
EQT CORP NOTE 1.750% 5/0 26884LAK5   108,338,139 46,557,000 PRN   OTR 1 0 46,557,000 0
ETSY INC NOTE 0.125%10/0 29786AAJ5   115,838 75,000 PRN   OTR 4 0 75,000 0
ETSY INC NOTE 0.125%10/0 29786AAJ5   6,920,905 4,481,000 PRN   DFND 1 0 4,480,000 1,000
ETSY INC NOTE 0.125%10/0 29786AAJ5   44,936 29,000 PRN   SOLE   29,000 0 0
ETSY INC NOTE 0.250% 6/1 29786AAN6   3,003,353 3,487,000 PRN   SOLE   3,487,000 0 0
ETSY INC NOTE 0.250% 6/1 29786AAN6   44,543,852 51,717,000 PRN   OTR 1 0 51,717,000 0
EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3   22,538,416 23,585,000 PRN   OTR 1 0 23,585,000 0
EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3   1,405,724 1,471,000 PRN   SOLE   1,471,000 0 0
EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8   2,598,361 2,883,000 PRN   DFND 1 0 2,882,000 1,000
EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8   38,755 43,000 PRN   OTR 4 0 43,000 0
EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8   2,034,859 2,233,000 PRN   SOLE   2,233,000 0 0
EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8   23,655,574 25,959,000 PRN   OTR 1 0 25,959,000 0
EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3   163,200 150,000 PRN   SOLE   150,000 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9   2,558,867 3,244,000 PRN   SOLE   3,244,000 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9   4,570,338 5,831,000 PRN   DFND 1 0 5,830,000 1,000
EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9   68,974 88,000 PRN   OTR 4 0 88,000 0
EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9   35,156,816 44,570,000 PRN   OTR 1 0 44,570,000 0
EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1   134,460 162,000 PRN   SOLE   162,000 0 0
EXPEDIA GROUP INC NOTE 2/1 30212PBE4   554,463 633,000 PRN   SOLE   633,000 0 0
EXPEDIA GROUP INC NOTE 2/1 30212PBE4   4,887,681 5,580,000 PRN   OTR 1 0 5,580,000 0
FIVE9 INC NOTE 0.500% 6/0 338307AD3   477,620 520,000 PRN   SOLE   520,000 0 0
FIVE9 INC NOTE 0.500% 6/0 338307AD3   8,824,948 9,608,000 PRN   OTR 1 0 9,608,000 0
FORD MTR CO DEL NOTE 3/1 345370CZ1   3,786,412 3,992,000 PRN   SOLE   3,992,000 0 0
FORD MTR CO DEL NOTE 3/1 345370CZ1   57,555,929 60,681,000 PRN   OTR 1 0 60,681,000 0
FORD MTR CO DEL NOTE 3/1 345370CZ1   105,672 112,000 PRN   OTR 4 0 112,000 0
FORD MTR CO DEL NOTE 3/1 345370CZ1   6,757,347 7,162,000 PRN   DFND 1 0 7,160,000 2,000
FORUM ENERGY TECHNOLOGIES IN NOTE 9.000% 8/0 34984VAC4   47,391,988 44,134,853 PRN   OTR 1 0 44,134,853 0
FORUM ENERGY TECHNOLOGIES IN NOTE 9.000% 8/0 34984VAC4   25,780,590 24,008,754 PRN   SOLE   24,008,754 0 0
FORUM ENERGY TECHNOLOGIES IN NOTE 9.000% 8/0 34984VAC4   135,206 125,914 PRN   OTR 5 0 125,914 0
FTI CONSULTING INC NOTE 2.000% 8/1 302941AP4   134,130 85,000 PRN   SOLE   85,000 0 0
GLOBAL X FDS NASDAQ 100 COVER 37954Y483 BBG00MVW9603 306,204 19,246 SH   SOLE   19,246 0 0
GRANITE PT MTG TR INC NOTE 6.375%10/0 38741LAC1   608,938 622,000 PRN   SOLE   622,000 0 0
GREENBRIER COS INC NOTE 2.875% 4/1 393657AM3   16,367,450 18,463,000 PRN   OTR 1 0 18,463,000 0
GREENBRIER COS INC NOTE 2.875% 4/1 393657AM3   828,878 935,000 PRN   SOLE   935,000 0 0
GUARDANT HEALTH INC NOTE 11/1 40131MAB5   659,499 1,052,000 PRN   SOLE   1,052,000 0 0
GUARDANT HEALTH INC NOTE 11/1 40131MAB5   9,102,588 14,520,000 PRN   OTR 1 0 14,520,000 0
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8   111,660 120,000 PRN   SOLE   120,000 0 0
GULFPORT ENERGY CORP COMMON SHARES 402635502 BBG0112Z8766 117,272,731 1,592,514 SH   OTR 1 0 1,592,514 0
GULFPORT ENERGY CORP COMMON SHARES 402635502 BBG0112Z8766 40,395,885 548,559 SH   SOLE   548,559 0 0
GULFPORT ENERGY CORP COMMON SHARES 402635502 BBG0112Z8766 325,121 4,415 SH   OTR 5 0 4,415 0
HAEMONETICS CORP MASS NOTE 3/0 405024AB6   1,190,422 1,432,000 PRN   SOLE   1,432,000 0 0
HAEMONETICS CORP MASS NOTE 3/0 405024AB6   15,445,554 18,580,000 PRN   OTR 1 0 18,580,000 0
HALOZYME THERAPEUTICS INC NOTE 0.250% 3/0 40637HAD1   27,248 28,000 PRN   SOLE   28,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3   4,186,199 3,019,000 PRN   SOLE   3,019,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3   163,031 118,000 PRN   OTR 4 0 118,000 0
HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3   60,539,734 43,660,000 PRN   OTR 1 0 43,660,000 0
HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3   10,113,458 7,320,000 PRN   DFND 1 0 7,319,000 1,000
HUBSPOT INC NOTE 0.375% 6/0 443573AD2   193,817 157,000 PRN   SOLE   157,000 0 0
ILLUMINA INC NOTE 8/1 452327AK5   36,335,855 37,422,000 PRN   OTR 1 0 37,422,000 0
ILLUMINA INC NOTE 8/1 452327AK5   2,241,012 2,308,000 PRN   SOLE   2,308,000 0 0
IMPINJ INC NOTE 1.125% 5/1 453204AD1   11,489,675 9,535,000 PRN   OTR 1 0 9,535,000 0
IMPINJ INC NOTE 1.125% 5/1 453204AD1   777,225 645,000 PRN   SOLE   645,000 0 0
INFINERA CORP NOTE 2.125% 9/0 45667GAC7   127,595 130,000 PRN   SOLE   130,000 0 0
INFINERA CORP NOTE 2.500% 3/0 45667GAE3   584,550 523,000 PRN   SOLE   523,000 0 0
INFINERA CORP NOTE 2.500% 3/0 45667GAE3   12,898,092 11,540,000 PRN   OTR 1 0 11,540,000 0
INSIGHT ENTERPRISES INC NOTE 0.750% 2/1 45765UAB9   128,010 85,000 PRN   SOLE   85,000 0 0
INSMED INC NOTE 1.750% 1/1 457669AA7   176,248 187,000 PRN   SOLE   187,000 0 0
INSULET CORP NOTE 0.375% 9/0 45784PAK7   537,043 379,000 PRN   SOLE   379,000 0 0
INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1   1,796,004 1,843,000 PRN   SOLE   1,843,000 0 0
INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1   17,054,725 17,501,000 PRN   OTR 1 0 17,501,000 0
INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1   113,432 117,000 PRN   OTR 4 0 117,000 0
INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1   7,052,143 7,274,000 PRN   DFND 1 0 7,272,000 2,000
INTERDIGITAL INC NOTE 2.000% 6/0 45867GAB7   7,079,400 7,360,000 PRN   OTR 1 0 7,360,000 0
INTERDIGITAL INC NOTE 2.000% 6/0 45867GAB7   428,034 445,000 PRN   SOLE   445,000 0 0
INVESCO EXCH TRADED FD TR II TAXABLE MUN BD 46138G805 BBG001STKGB3 272,012 10,580 SH   SOLE   10,580 0 0
INVESCO PA VALUE MUN INC TR COM 46132K109 BBG001S75GP3 586,079 59,804 SH   SOLE   59,804 0 0
INVESCO PA VALUE MUN INC TR COM 46132K109 BBG001S75GP3 183,250 18,699 SH   OTR 1 0 18,699 0
INVESCO SR INCOME TR COM 46131H107 BBG001SB0BV3 281,520 73,504 SH   SOLE   73,504 0 0
INVITAE CORP NOTE 2.000% 9/0 46185LAB9   95,100 120,000 PRN   SOLE   120,000 0 0
IONIS PHARMACEUTICALS INC NOTE 0.125%12/1 462222AB6   180,794 198,000 PRN   SOLE   198,000 0 0
IONIS PHARMACEUTICALS INC NOTE 4/0 462222AD2   17,315,100 18,656,000 PRN   OTR 1 0 18,656,000 0
IONIS PHARMACEUTICALS INC NOTE 4/0 462222AD2   1,627,003 1,753,000 PRN   SOLE   1,753,000 0 0
IONIS PHARMACEUTICALS INC NOTE 4/0 462222AD2   55,388 60,000 PRN   OTR 4 0 60,000 0
IONIS PHARMACEUTICALS INC NOTE 4/0 462222AD2   3,566,051 3,863,000 PRN   DFND 1 0 3,862,000 1,000
IRONWOOD PHARMACEUTICALS INC NOTE 0.750% 6/1 46333XAF5   129,375 120,000 PRN   SOLE   120,000 0 0
IRONWOOD PHARMACEUTICALS INC NOTE 1.500% 6/1 46333XAH1   190,639 174,000 PRN   SOLE   174,000 0 0
ISHARES GOLD TR ISHARES NEW 464285204 BBG001SJK6D5 32,151,405 929,500 SH   OTR 1 0 929,500 0
ISHARES GOLD TR ISHARES NEW 464285204 BBG001SJK6D5 0 0 SH   SOLE   0 0 0
ISHARES TR 20 YR TR BD ETF 464287432 BBG001S8MLN3 252,385 2,535 SH   SOLE   2,535 0 0
ISHARES TR 3 7 YR TREAS BD 464288661 BBG001SSD812 711,169 6,190 SH   SOLE   6,190 0 0
ISHARES TR IBOXX INV CP ETF 464287242 BBG001S60QR6 556,670 5,280 SH   SOLE   5,280 0 0
ISHARES TR MBS ETF 464288588 BBG001SSD8B1 839,388 9,050 SH   SOLE   9,050 0 0
ITRON INC NOTE 3/1 465741AN6   164,760 200,000 PRN   SOLE   200,000 0 0
JAMF HLDG CORP NOTE 0.125% 9/0 47074LAB1   207,000 250,000 PRN   SOLE   250,000 0 0
JAZZ INVESTMENTS I LTD NOTE 2.000% 6/1 472145AF8   470,338 394,000 PRN   SOLE   394,000 0 0
JETBLUE AIRWAYS CORP NOTE 0.500% 4/0 477143AP6   6,793,883 9,255,000 PRN   OTR 1 0 9,255,000 0
JETBLUE AIRWAYS CORP NOTE 0.500% 4/0 477143AP6   604,145 823,000 PRN   SOLE   823,000 0 0
KARYOPHARM THERAPEUTICS INC NOTE 3.000%10/1 48576UAA4   167,708 221,000 PRN   SOLE   221,000 0 0
KKR & CO INC 6% MCONV PFD C 48251W401   25,846,195 449,050 SH   OTR 1 0 449,050 0
KKR & CO INC 6% MCONV PFD C 48251W401   1,574,198 27,350 SH   SOLE   27,350 0 0
KKR & CO INC 6% MCONV PFD C 48251W401   119,710 2,091 SH   OTR 4 0 2,091 0
KKR & CO INC 6% MCONV PFD C 48251W401   7,963,361 139,098 SH   DFND 1 0 139,067 31
KOSMOS ENERGY LTD COM 500688106 BBG001SJV7R6 0 0 SH   SOLE   0 0 0
KOSMOS ENERGY LTD COM 500688106 BBG001SJV7R6 8,060,321 1,267,346 SH   OTR 1 0 1,267,346 0
LCI INDS NOTE 1.125% 5/1 501812AB7   169,500 200,000 PRN   SOLE   200,000 0 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8   28,810,450 23,300,000 PRN   OTR 1 0 23,300,000 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8   1,440,523 1,165,000 PRN   SOLE   1,165,000 0 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8   5,474,018 4,445,000 PRN   DFND 1 0 4,444,000 1,000
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8   89,900 73,000 PRN   OTR 4 0 73,000 0
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2   1,325,454 1,241,000 PRN   SOLE   1,241,000 0 0
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2   17,662,399 16,537,000 PRN   OTR 1 0 16,537,000 0
LIVENT CORP NOTE 4.125% 7/1 53814LAB4   125,034 52,000 PRN   SOLE   52,000 0 0
LIVEPERSON INC NOTE 12/1 538146AD3   143,620 200,000 PRN   SOLE   200,000 0 0
LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1   96,898 113,000 PRN   OTR 4 0 113,000 0
LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1   3,714,788 4,307,000 PRN   SOLE   4,307,000 0 0
LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1   6,077,960 7,088,000 PRN   DFND 1 0 7,086,000 2,000
LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1   44,871,563 52,025,000 PRN   OTR 1 0 52,025,000 0
LYFT INC NOTE 1.500% 5/1 55087PAB0   115,995 131,000 PRN   SOLE   131,000 0 0
MARATHON DIGITAL HOLDINGS IN NOTE 1.000%12/0 565788AB2   46,632 200,000 PRN   SOLE   200,000 0 0
MARRIOTT VACATIONS WORLDWIDE NOTE 1/1 57164YAD9   6,046,600 6,170,000 PRN   OTR 1 0 6,170,000 0
MARRIOTT VACATIONS WORLDWIDE NOTE 1/1 57164YAD9   660,520 674,000 PRN   SOLE   674,000 0 0
MFS MUN INCOME TR SH BEN INT 552738106 BBG001S5T4C2 1,725,743 333,155 SH   SOLE   333,155 0 0
MGP INGREDIENTS INC NEW NOTE 1.875%11/1 55303JAB2   7,142,431 5,674,000 PRN   DFND 1 0 5,673,000 1,000
MGP INGREDIENTS INC NEW NOTE 1.875%11/1 55303JAB2   114,551 91,000 PRN   OTR 4 0 91,000 0
MGP INGREDIENTS INC NEW NOTE 1.875%11/1 55303JAB2   2,043,565 1,617,000 PRN   SOLE   1,617,000 0 0
MGP INGREDIENTS INC NEW NOTE 1.875%11/1 55303JAB2   35,117,211 27,787,000 PRN   OTR 1 0 27,787,000 0
MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8   73,682,683 68,383,000 PRN   OTR 1 0 68,383,000 0
MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8   4,276,598 3,969,000 PRN   SOLE   3,969,000 0 0
MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8   8,261,468 7,703,000 PRN   DFND 1 0 7,701,000 2,000
MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8   136,208 127,000 PRN   OTR 4 0 127,000 0
MICROSTRATEGY INC NOTE 2/1 594972AE1   186,900 500,000 PRN   SOLE   500,000 0 0
MONGODB INC NOTE 0.250% 1/1 60937PAD8   1,135,081 965,000 PRN   SOLE   965,000 0 0
MONGODB INC NOTE 0.250% 1/1 60937PAD8   17,190,894 14,615,000 PRN   OTR 1 0 14,615,000 0
NANOSTRING TECHNOLOGIES INC NOTE 2.625% 3/0 63009RAD1   81,223 100,000 PRN   SOLE   100,000 0 0
NCL CORP LTD NOTE 1.125% 2/1 62886HBD2   136,760 200,000 PRN   SOLE   200,000 0 0
NCL CORP LTD NOTE 5.375% 8/0 62886HAX9   712,491 703,000 PRN   SOLE   703,000 0 0
NCL CORP LTD NOTE 5.375% 8/0 62886HAX9   7,631,655 7,530,000 PRN   OTR 1 0 7,530,000 0
NCL CORP LTD NOTE 6.000% 5/1 62886HAT8   5,398,370 4,605,000 PRN   OTR 1 0 4,605,000 0
NCL CORP LTD NOTE 6.000% 5/1 62886HAT8   256,730 219,000 PRN   SOLE   219,000 0 0
NEUBERGER BERMAN N Y MUN FD COM 64124K102 BBG001SHSZN6 242,775 25,745 SH   SOLE   25,745 0 0
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6   117,660 120,000 PRN   SOLE   120,000 0 0
NEXTERA ENERGY INC UNIT 03/01/2023 65339F770   11,652,077 229,824 SH   DFND 1 0 229,772 52
NEXTERA ENERGY INC UNIT 03/01/2023 65339F770   1,082,253 21,300 SH   SOLE   21,300 0 0
NEXTERA ENERGY INC UNIT 03/01/2023 65339F770   188,705 3,722 SH   OTR 4 0 3,722 0
NEXTERA ENERGY INC UNIT 09/01/2025 65339F713   429,690 8,540 SH   SOLE   8,540 0 0
NICE LTD NOTE 9/1 653656AB4   155,513 165,000 PRN   OTR 4 0 165,000 0
NICE LTD NOTE 9/1 653656AB4   89,299,980 94,248,000 PRN   OTR 1 0 94,248,000 0
NICE LTD NOTE 9/1 653656AB4   10,366,558 10,999,000 PRN   DFND 1 0 10,996,000 3,000
NICE LTD NOTE 9/1 653656AB4   4,997,115 5,274,000 PRN   SOLE   5,274,000 0 0
NICE LTD SPONSORED ADR 653656108 BBG001S9RK49 2,692 14 SH   DFND 1 0 14 0
NICE LTD SPONSORED ADR 653656108 BBG001S9RK49 19,783,439 102,878 SH   SOLE   102,878 0 0
NICE LTD SPONSORED ADR 653656108 BBG001S9RK49 32,021,988 166,521 SH   OTR 1 0 166,521 0
NOVOCURE LTD NOTE 11/0 67011XAB9   133,785 150,000 PRN   SOLE   150,000 0 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5   7,010,442 7,092,000 PRN   DFND 1 0 7,090,000 2,000
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5   52,860,161 53,206,000 PRN   OTR 1 0 53,206,000 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5   107,747 109,000 PRN   OTR 4 0 109,000 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5   2,713,249 2,731,000 PRN   SOLE   2,731,000 0 0
NUVASIVE INC NOTE 0.375% 3/1 670704AJ4   6,605,916 7,541,000 PRN   DFND 1 0 7,540,000 1,000
NUVASIVE INC NOTE 0.375% 3/1 670704AJ4   1,490,815 1,697,000 PRN   SOLE   1,697,000 0 0
NUVASIVE INC NOTE 0.375% 3/1 670704AJ4   18,486,276 21,043,000 PRN   OTR 1 0 21,043,000 0
NUVASIVE INC NOTE 0.375% 3/1 670704AJ4   105,996 121,000 PRN   OTR 4 0 121,000 0
NUVEEN AMT FREE QLTY MUN INC COM 670657105 BBG001SKQWJ3 19,415,219 1,707,583 SH   SOLE   1,707,583 0 0
NUVEEN CR STRATEGIES INCOME COM SHS 67073D102 BBG001SLL7N6 255,661 50,228 SH   SOLE   50,228 0 0
NUVEEN NEW YORK AMT QLT MUNI COM 670656107 BBG001S90BW7 5,841,521 569,349 SH   SOLE   569,349 0 0
NUVEEN NEW YORK AMT QLT MUNI COM 670656107 BBG001S90BW7 2,112,360 205,883 SH   OTR 1 0 205,883 0
NUVEEN PENNSYLVANIA QLT MUN COM 670972108 BBG001S6PT66 5,755,290 517,097 SH   SOLE   517,097 0 0
NUVEEN QUALITY MUNCP INCOME COM 67066V101 BBG001SCTFM1 2,222,672 188,362 SH   SOLE   188,362 0 0
OIL STS INTL INC NOTE 1.500% 2/1 678026AH8   557,900 560,000 PRN   SOLE   560,000 0 0
OIL STS INTL INC NOTE 4.750% 4/0 678026AK1   56,331,678 52,130,000 PRN   OTR 1 0 52,130,000 0
OIL STS INTL INC NOTE 4.750% 4/0 678026AK1   4,023,074 3,723,000 PRN   SOLE   3,723,000 0 0
OKTA INC NOTE 0.125% 9/0 679295AD7   1,774,952 2,009,000 PRN   SOLE   2,009,000 0 0
OKTA INC NOTE 0.125% 9/0 679295AD7   11,313,218 12,805,000 PRN   OTR 1 0 12,805,000 0
OMNICELL COM NOTE 0.250% 9/1 68213NAD1   253,453 289,000 PRN   SOLE   289,000 0 0
OMNICELL COM NOTE 0.250% 9/1 68213NAD1   3,942,115 4,495,000 PRN   OTR 1 0 4,495,000 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0   24,920,879 8,289,000 PRN   OTR 1 0 8,289,000 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0   1,936,186 644,000 PRN   SOLE   644,000 0 0
PACIRA BIOSCIENCES INC NOTE 0.750% 8/0 695127AF7   20,602,063 22,749,000 PRN   OTR 1 0 22,749,000 0
PACIRA BIOSCIENCES INC NOTE 0.750% 8/0 695127AF7   1,144,710 1,264,000 PRN   SOLE   1,264,000 0 0
PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2   6,930,691 4,694,000 PRN   DFND 1 0 4,693,000 1,000
PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2   31,341,133 21,155,000 PRN   OTR 1 0 21,155,000 0
PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2   1,817,801 1,227,000 PRN   SOLE   1,227,000 0 0
PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2   116,644 79,000 PRN   OTR 4 0 79,000 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7   42,428,408 26,811,000 PRN   OTR 1 0 26,811,000 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7   3,125,438 1,975,000 PRN   SOLE   1,975,000 0 0
PARSONS CORP DEL NOTE 0.250% 8/1 70202LAB8   8,582,939 7,519,000 PRN   OTR 1 0 7,519,000 0
PARSONS CORP DEL NOTE 0.250% 8/1 70202LAB8   813,890 713,000 PRN   SOLE   713,000 0 0
PATRICK INDS INC DBCV 1.000% 2/0 703343AB9   93,116 94,000 PRN   OTR 4 0 94,000 0
PATRICK INDS INC DBCV 1.000% 2/0 703343AB9   5,900,014 5,956,000 PRN   DFND 1 0 5,955,000 1,000
PDC ENERGY INC COM 69327R101 BBG001S5V439 9,754,908 153,669 SH   OTR 1 0 153,669 0
PDC ENERGY INC COM 69327R101 BBG001S5V439 0 0 SH   SOLE   0 0 0
PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8   5,940,095 7,222,000 PRN   DFND 1 0 7,220,000 2,000
PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8   88,830 108,000 PRN   OTR 4 0 108,000 0
PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8   4,851,633 5,863,000 PRN   OTR 1 0 5,863,000 0
PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8   490,708 593,000 PRN   SOLE   593,000 0 0
PELOTON INTERACTIVE INC NOTE 2/1 70614WAB6   194,159 272,000 PRN   SOLE   272,000 0 0
PENN ENTERTAINMENT INC NOTE 2.750% 5/1 707569AU3   116,841 79,000 PRN   SOLE   79,000 0 0
PENNYMAC CORP NOTE 5.500%11/0 70932AAD5   89,750 100,000 PRN   SOLE   100,000 0 0
PERMIAN RESOURCES CORP NOTE 3.250% 4/0 15136AAA0   49,134,208 28,928,000 PRN   OTR 1 0 28,928,000 0
PERMIAN RESOURCES CORP NOTE 3.250% 4/0 15136AAA0   3,118,446 1,836,000 PRN   SOLE   1,836,000 0 0
PG&E CORP UNIT 08/16/2023 69331C140   2,999,636 20,742 SH   SOLE   20,742 0 0
PG&E CORP UNIT 08/16/2023 69331C140   45,554,206 315,000 SH   OTR 1 0 315,000 0
PG&E CORP UNIT 08/16/2023 69331C140   168,761 1,170 SH   OTR 4 0 1,170 0
PG&E CORP UNIT 08/16/2023 69331C140   10,402,012 72,116 SH   DFND 1 0 72,100 16
PGIM GLOBAL HIGH YIELD FD FO COM 69346J106 BBG0037TDYM9 250,231 23,084 SH   SOLE   23,084 0 0
PIONEER MUNICIPAL HIGH INCOM COM 723762100 BBG001SC4CM5 3,836,184 473,603 SH   SOLE   473,603 0 0
PIONEER MUNICIPAL HIGH INCOM COM 723762100 BBG001SC4CM5 1,623,232 200,399 SH   OTR 1 0 200,399 0
PIONEER MUNICIPAL HIGH INCOM COM SHS 723763108 BBG001SLS3T2 2,194,318 255,748 SH   SOLE   255,748 0 0
PIONEER MUNICIPAL HIGH INCOM COM SHS 723763108 BBG001SLS3T2 1,724,185 200,954 SH   OTR 1 0 200,954 0
PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2   7,938,789 3,397,000 PRN   SOLE   3,397,000 0 0
PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2   125,179,068 53,564,000 PRN   OTR 1 0 53,564,000 0
PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2   20,712,824 8,882,000 PRN   DFND 1 0 8,880,000 2,000
PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2   328,812 141,000 PRN   OTR 4 0 141,000 0
PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8   149,981 139,000 PRN   SOLE   139,000 0 0
Q2 HLDGS INC NOTE 0.750% 2/1 74736LAB5   68,644 70,000 PRN   SOLE   70,000 0 0
Q2 HLDGS INC NOTE 0.750% 6/0 74736LAD1   534,060 645,000 PRN   SOLE   645,000 0 0
Q2 HLDGS INC NOTE 0.750% 6/0 74736LAD1   5,957,460 7,195,000 PRN   OTR 1 0 7,195,000 0
RAMBUS INC DEL NOTE 1.375% 2/0 750917AG1   375,864 199,000 PRN   SOLE   199,000 0 0
RAMBUS INC DEL NOTE 1.375% 2/0 750917AG1   16,485,115 8,728,000 PRN   OTR 1 0 8,728,000 0
RAPID7 INC NOTE 0.250% 3/1 753422AF1   188,638 240,000 PRN   SOLE   240,000 0 0
REALOGY GRP LLC/REALOGY CO NOTE 0.250% 6/1 75606DAP6   140,800 200,000 PRN   SOLE   200,000 0 0
REDWOOD TRUST INC NOTE 4.750% 8/1 758075AC9   78,800 80,000 PRN   SOLE   80,000 0 0
REPLIGEN CORP NOTE 0.375% 7/1 759916AB5   117,391 73,000 PRN   SOLE   73,000 0 0
RINGCENTRAL INC NOTE 3/0 76680RAF4   92,745 108,000 PRN   OTR 4 0 108,000 0
RINGCENTRAL INC NOTE 3/0 76680RAF4   120,925 140,000 PRN   SOLE   140,000 0 0
RINGCENTRAL INC NOTE 3/0 76680RAF4   6,000,945 6,988,000 PRN   DFND 1 0 6,986,000 2,000
ROYAL CARIBBEAN GROUP NOTE 2.875%11/1 780153BF8   101,352 103,000 PRN   SOLE   103,000 0 0
ROYAL CARIBBEAN GROUP NOTE 4.250% 6/1 780153BB7   97,241 98,000 PRN   OTR 4 0 98,000 0
ROYAL CARIBBEAN GROUP NOTE 4.250% 6/1 780153BB7   5,915,795 5,962,000 PRN   DFND 1 0 5,961,000 1,000
SABRE GLBL INC NOTE 4.000% 4/1 78573NAE2   3,252,238 3,020,000 PRN   OTR 1 0 3,020,000 0
SABRE GLBL INC NOTE 4.000% 4/1 78573NAE2   231,534 215,000 PRN   SOLE   215,000 0 0
SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6   252,518 135,000 PRN   SOLE   135,000 0 0
SAREPTA THERAPEUTICS INC DEBT 1.250% 9/1 803607AC4   289,375 250,000 PRN   SOLE   250,000 0 0
SHIFT4 PMTS INC NOTE 0.500% 8/0 82452JAD1   399,548 472,000 PRN   SOLE   472,000 0 0
SHIFT4 PMTS INC NOTE 0.500% 8/0 82452JAD1   1,968,113 2,325,000 PRN   OTR 1 0 2,325,000 0
SHIFT4 PMTS INC NOTE 12/1 82452JAB5   438,075 440,000 PRN   SOLE   440,000 0 0
SHIFT4 PMTS INC NOTE 12/1 82452JAB5   5,993,663 6,020,000 PRN   OTR 1 0 6,020,000 0
SILICON LABORATORIES INC NOTE 0.625% 6/1 826919AD4   46,421,581 37,007,000 PRN   OTR 1 0 37,007,000 0
SILICON LABORATORIES INC NOTE 0.625% 6/1 826919AD4   128,688 103,000 PRN   OTR 4 0 103,000 0
SILICON LABORATORIES INC NOTE 0.625% 6/1 826919AD4   2,694,451 2,148,000 PRN   SOLE   2,148,000 0 0
SILICON LABORATORIES INC NOTE 0.625% 6/1 826919AD4   7,748,779 6,202,000 PRN   DFND 1 0 6,201,000 1,000
SNAP INC NOTE 0.750% 8/0 83304AAB2   34,727 41,000 PRN   OTR 4 0 41,000 0
SNAP INC NOTE 0.750% 8/0 83304AAB2   2,299,605 2,715,000 PRN   DFND 1 0 2,714,000 1,000
SNAP INC NOTE 0.750% 8/0 83304AAB2   205,031 241,000 PRN   SOLE   241,000 0 0
SNAP INC NOTE 5/0 83304AAF3   849,828 1,208,000 PRN   SOLE   1,208,000 0 0
SNAP INC NOTE 5/0 83304AAF3   14,473,106 20,573,000 PRN   OTR 1 0 20,573,000 0
SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6   20,241,914 16,239,000 PRN   OTR 1 0 16,239,000 0
SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6   983,489 789,000 PRN   SOLE   789,000 0 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2   6,981,413 5,813,000 PRN   DFND 1 0 5,812,000 1,000
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2   4,567,207 3,791,000 PRN   SOLE   3,791,000 0 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2   68,153,912 56,571,000 PRN   OTR 1 0 56,571,000 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2   110,492 92,000 PRN   OTR 4 0 92,000 0
SPDR GOLD TR GOLD SHS 78463V107 BBG001SCPX28 0 0 SH   SOLE   0 0 0
SPDR GOLD TR GOLD SHS 78463V107 BBG001SCPX28 11,931,799 70,336 SH   OTR 1 0 70,336 0
SPDR SER TR BBG CONV SEC ETF 78464A359 BBG001T2PMD1 4,483,276 69,681 SH   DFND 1 0 69,681 0
SPDR SER TR BBG CONV SEC ETF 78464A359 BBG001T2PMD1 71,353 1,109 SH   OTR 4 0 1,109 0
SPIRIT AIRLS INC NOTE 1.000% 5/1 848577AB8   3,564,540 4,428,000 PRN   DFND 1 0 4,427,000 1,000
SPIRIT AIRLS INC NOTE 1.000% 5/1 848577AB8   61,985 77,000 PRN   OTR 4 0 77,000 0
SPIRIT AIRLS INC NOTE 1.000% 5/1 848577AB8   101,250 125,000 PRN   SOLE   125,000 0 0
SPLUNK INC NOTE 0.500% 9/1 848637AC8   32,204,562 33,252,000 PRN   OTR 1 0 33,252,000 0
SPLUNK INC NOTE 0.500% 9/1 848637AC8   2,616,887 2,702,000 PRN   SOLE   2,702,000 0 0
SPLUNK INC NOTE 1.125% 9/1 848637AD6   69,671 74,000 PRN   OTR 4 0 74,000 0
SPLUNK INC NOTE 1.125% 9/1 848637AD6   4,139,776 4,397,000 PRN   DFND 1 0 4,396,000 1,000
SUMMIT HOTEL PPTYS NOTE 1.500% 2/1 866082AA8   1,283,346 1,494,000 PRN   SOLE   1,494,000 0 0
SUMMIT HOTEL PPTYS NOTE 1.500% 2/1 866082AA8   22,165,636 25,804,000 PRN   OTR 1 0 25,804,000 0
TABULA RASA HEALTHCARE INC NOTE 1.750% 2/1 873379AA9   58,639 75,000 PRN   SOLE   75,000 0 0
TALOS ENERGY INC COM 87484T108 BBG00JPH4JG0 116,811 6,187 SH   OTR 5 0 6,187 0
TALOS ENERGY INC COM 87484T108 BBG00JPH4JG0 10,167,012 538,507 SH   SOLE   538,507 0 0
TALOS ENERGY INC COM 87484T108 BBG00JPH4JG0 52,289,859 2,769,590 SH   OTR 1 0 2,769,590 0
TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2   36,995,052 47,847,000 PRN   OTR 1 0 47,847,000 0
TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2   5,602,483 7,293,000 PRN   DFND 1 0 7,291,000 2,000
TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2   86,807 113,000 PRN   OTR 4 0 113,000 0
TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2   2,856,182 3,694,000 PRN   SOLE   3,694,000 0 0
TERADYNE INC NOTE 1.250%12/1 880770AG7   165,222 60,000 PRN   SOLE   60,000 0 0
TRANSOCEAN INC DEB 0.500% 1/3 893830BJ7   131,119 135,000 PRN   SOLE   135,000 0 0
TYLER TEX INDPT SCH DIST NOTE 0.250% 3/1 902252AB1   317,560 340,000 PRN   SOLE   340,000 0 0
UBER TECHNOLOGIES INC NOTE 12/1 90353TAJ9   1,443,725 1,704,000 PRN   SOLE   1,704,000 0 0
UBER TECHNOLOGIES INC NOTE 12/1 90353TAJ9   23,587,618 27,840,000 PRN   OTR 1 0 27,840,000 0
UNITED STATES STL CORP NOTE 5.000%11/0 912909AT5   108,270 54,000 PRN   SOLE   54,000 0 0
UNITY SOFTWARE INC NOTE 11/1 91332UAB7   376,750 500,000 PRN   SOLE   500,000 0 0
UPWORK INC NOTE 0.250% 8/1 91688FAB0   102,491 136,000 PRN   SOLE   136,000 0 0
VAIL RESORTS INC NOTE 1/0 91879QAN9   3,210,598 3,443,000 PRN   SOLE   3,443,000 0 0
VAIL RESORTS INC NOTE 1/0 91879QAN9   54,658,488 58,615,000 PRN   OTR 1 0 58,615,000 0
VAIL RESORTS INC NOTE 1/0 91879QAN9   7,611,993 8,207,000 PRN   DFND 1 0 8,205,000 2,000
VAIL RESORTS INC NOTE 1/0 91879QAN9   120,575 130,000 PRN   OTR 4 0 130,000 0
VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417AD2   94,668 95,000 PRN   SOLE   95,000 0 0
VERINT SYSTEMS INC NOTE 0.250% 4/1 92343XAC4   218,750 250,000 PRN   SOLE   250,000 0 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1   1,309,067 1,299,000 PRN   SOLE   1,299,000 0 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1   29,035,293 28,812,000 PRN   OTR 1 0 28,812,000 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1   2,949,752 2,938,000 PRN   DFND 1 0 2,937,000 1,000
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1   47,188 47,000 PRN   OTR 4 0 47,000 0
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3   208,034 215,000 PRN   SOLE   215,000 0 0
VISTRA CORP COM 92840M102 BBG00DXDL6R0 0 0 SH   SOLE   0 0 0
VISTRA CORP COM 92840M102 BBG00DXDL6R0 322,898 13,918 SH   OTR 2 0 13,918 0
WAYFAIR INC NOTE 0.625%10/0 94419LAM3   183,820 280,000 PRN   SOLE   280,000 0 0
WAYFAIR INC NOTE 1.000% 8/1 94419LAF8   145,682 255,000 PRN   SOLE   255,000 0 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804   60,435 51 SH   OTR 4 0 51 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804   28,280,559 23,816 SH   OTR 1 0 23,816 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804   4,496,913 3,787 SH   SOLE   3,787 0 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804   3,435,315 2,899 SH   DFND 1 0 2,898 1
WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0   4,437,055 4,634,000 PRN   OTR 1 0 4,634,000 0
WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0   946,010 988,000 PRN   SOLE   988,000 0 0
WINNEBAGO INDS INC NOTE 1.500% 4/0 974637AB6   79,031 75,000 PRN   SOLE   75,000 0 0
WORKIVA INC NOTE 1.125% 8/1 98139AAB1   99,040 80,000 PRN   SOLE   80,000 0 0
ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4   2,202,624 2,304,000 PRN   SOLE   2,304,000 0 0
ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4   6,753,051 7,101,000 PRN   DFND 1 0 7,099,000 2,000
ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4   32,339,568 33,828,000 PRN   OTR 1 0 33,828,000 0
ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4   106,512 112,000 PRN   OTR 4 0 112,000 0
ZSCALER INC NOTE 0.125% 7/0 98980GAB8   1,087,705 1,031,000 PRN   SOLE   1,031,000 0 0
ZSCALER INC NOTE 0.125% 7/0 98980GAB8   18,674,555 17,701,000 PRN   OTR 1 0 17,701,000 0
ZYNGA INC NOTE 12/1 98986TAD0   16,960,564 17,130,000 PRN   OTR 1 0 17,130,000 0
ZYNGA INC NOTE 12/1 98986TAD0   1,329,716 1,343,000 PRN   SOLE   1,343,000 0 0