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 |
| 8X8 INC NEW | NOTE 0.500% 2/0 | 282914AB6 | 43 | 50,000 | PRN | SOLE | 50,000 | 0 | 0 | ||
| AERIE PHARMACEUTICALS INC | NOTE 1.500%10/0 | 00771VAB4 | 65 | 76,000 | PRN | SOLE | 76,000 | 0 | 0 | ||
| AES CORP | UNIT 99/99/9999 | 00130H204 | 25,718 | 297,700 | SH | OTR | 1 | 0 | 297,700 | 0 | |
| AES CORP | UNIT 99/99/9999 | 00130H204 | 1,140 | 13,200 | SH | SOLE | 13,200 | 0 | 0 | ||
| AES CORP | UNIT 99/99/9999 | 00130H204 | 7,193 | 83,317 | SH | DFND | 1 | 0 | 83,299 | 18 | |
| AES CORP | UNIT 99/99/9999 | 00130H204 | 107 | 1,234 | SH | OTR | 4 | 0 | 1,234 | 0 | |
| AIR TRANS SVCS GROUP INC | NOTE 1.125%10/1 | 00922RAB1 | 70 | 65,000 | PRN | SOLE | 65,000 | 0 | 0 | ||
| AIRBNB INC | NOTE 3/1 | 009066AB7 | 3 | 4,000 | PRN | DFND | 1 | 0 | 4,000 | 0 | |
| AIRBNB INC | NOTE 3/1 | 009066AB7 | 349 | 418,000 | PRN | SOLE | 418,000 | 0 | 0 | ||
| AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 84 | 77,000 | PRN | OTR | 4 | 0 | 77,000 | 0 | |
| AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 610 | 555,000 | PRN | SOLE | 555,000 | 0 | 0 | ||
| AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 5,407 | 4,940,000 | PRN | DFND | 1 | 0 | 4,939,000 | 1,000 | |
| AKAMAI TECHNOLOGIES INC | NOTE 0.375% 9/0 | 00971TAL5 | 34,774 | 34,826,000 | PRN | OTR | 1 | 0 | 34,826,000 | 0 | |
| AKAMAI TECHNOLOGIES INC | NOTE 0.375% 9/0 | 00971TAL5 | 2,053 | 2,056,000 | PRN | SOLE | 2,056,000 | 0 | 0 | ||
| ALARM COM HLDGS INC | NOTE 1/1 | 011642AB1 | 5,771 | 7,025,000 | PRN | OTR | 1 | 0 | 7,025,000 | 0 | |
| ALARM COM HLDGS INC | NOTE 1/1 | 011642AB1 | 209 | 255,000 | PRN | SOLE | 255,000 | 0 | 0 | ||
| ALLEGHENY TECHNOLOGIES INC | NOTE 4.750% 7/0 | 01741RAG7 | 111 | 70,000 | PRN | SOLE | 70,000 | 0 | 0 | ||
| ALLIANCEBERNSTEIN GLOBAL HIG | COM | 01879R106 | 271 | 27,704 | SH | SOLE | 27,704 | 0 | 0 | ||
| ALTERYX INC | NOTE 0.500% 8/0 | 02156BAD5 | 273 | 309,000 | PRN | SOLE | 309,000 | 0 | 0 | ||
| ALTERYX INC | NOTE 0.500% 8/0 | 02156BAD5 | 4 | 4,000 | PRN | DFND | 1 | 0 | 4,000 | 0 | |
| AMERICAN AIRLINES GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 | 14,711 | 13,935,000 | PRN | OTR | 1 | 0 | 13,935,000 | 0 | |
| AMERICAN AIRLINES GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 | 592 | 561,000 | PRN | SOLE | 561,000 | 0 | 0 | ||
| AMERICAN EAGLE OUTFITTERS IN | NOTE 3.750% 4/1 | 02553EAB2 | 147 | 98,000 | PRN | SOLE | 98,000 | 0 | 0 | ||
| APELLIS PHARMACEUTICALS INC | NOTE 3.500% 9/1 | 03753UAB2 | 118 | 79,000 | PRN | SOLE | 79,000 | 0 | 0 | ||
| ARES CAPITAL CORP | NOTE 4.625% 3/0 | 04010LAW3 | 8,058 | 7,720,000 | PRN | SOLE | 7,720,000 | 0 | 0 | ||
| ARES CAPITAL CORP | NOTE 4.625% 3/0 | 04010LAW3 | 16,997 | 16,285,000 | PRN | OTR | 1 | 0 | 16,285,000 | 0 | |
| ARES CAPITAL CORP | NOTE 4.625% 3/0 | 04010LAW3 | 104 | 100,000 | PRN | OTR | 5 | 0 | 100,000 | 0 | |
| ATLAS AIR WORLDWIDE HLDGS IN | NOTE 1.875% 6/0 | 049164BJ4 | 2,542 | 2,159,000 | PRN | SOLE | 2,159,000 | 0 | 0 | ||
| ATLAS AIR WORLDWIDE HLDGS IN | NOTE 1.875% 6/0 | 049164BJ4 | 111 | 95,000 | PRN | OTR | 4 | 0 | 95,000 | 0 | |
| ATLAS AIR WORLDWIDE HLDGS IN | NOTE 1.875% 6/0 | 049164BJ4 | 34,417 | 29,229,000 | PRN | OTR | 1 | 0 | 29,229,000 | 0 | |
| ATLAS AIR WORLDWIDE HLDGS IN | NOTE 1.875% 6/0 | 049164BJ4 | 7,520 | 6,414,000 | PRN | DFND | 1 | 0 | 6,413,000 | 1,000 | |
| AVAYA HLDGS CORP | NOTE 2.250% 6/1 | 05351XAB7 | 83 | 85,000 | PRN | SOLE | 85,000 | 0 | 0 | ||
| BECTON DICKINSON & CO | 6% DP CONV PFD B | 075887406 | 1,444 | 29,000 | SH | SOLE | 29,000 | 0 | 0 | ||
| BECTON DICKINSON & CO | 6% DP CONV PFD B | 075887406 | 102 | 2,064 | SH | OTR | 4 | 0 | 2,064 | 0 | |
| BECTON DICKINSON & CO | 6% DP CONV PFD B | 075887406 | 6,831 | 138,109 | SH | DFND | 1 | 0 | 138,080 | 29 | |
| BECTON DICKINSON & CO | 6% DP CONV PFD B | 075887406 | 9,621 | 193,200 | SH | OTR | 1 | 0 | 193,200 | 0 | |
| BENTLEY SYS INC | NOTE 0.125% 1/1 | 08265TAB5 | 376 | 434,000 | PRN | SOLE | 434,000 | 0 | 0 | ||
| BENTLEY SYS INC | NOTE 0.125% 1/1 | 08265TAB5 | 6,078 | 7,015,000 | PRN | OTR | 1 | 0 | 7,015,000 | 0 | |
| BEYOND MEAT INC | NOTE 3/1 | 08862EAB5 | 131 | 339,000 | PRN | SOLE | 339,000 | 0 | 0 | ||
| BILL COM HLDGS INC | NOTE 12/0 | 090043AB6 | 658 | 654,000 | PRN | SOLE | 654,000 | 0 | 0 | ||
| BILL COM HLDGS INC | NOTE 12/0 | 090043AB6 | 2 | 2,000 | PRN | DFND | 1 | 0 | 2,000 | 0 | |
| BILL COM HLDGS INC | NOTE 12/0 | 090043AB6 | 9,934 | 9,870,000 | PRN | OTR | 1 | 0 | 9,870,000 | 0 | |
| BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 11,140 | 11,253,000 | PRN | DFND | 1 | 0 | 11,251,000 | 2,000 | |
| BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 164 | 166,000 | PRN | OTR | 4 | 0 | 166,000 | 0 | |
| BIOMARIN PHARMACEUTICAL INC | NOTE 1.250% 5/1 | 09061GAK7 | 4,515 | 4,520,000 | PRN | SOLE | 4,520,000 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | NOTE 1.250% 5/1 | 09061GAK7 | 72,313 | 72,400,000 | PRN | OTR | 1 | 0 | 72,400,000 | 0 | |
| BK OF AMERICA CORP | 7.25%CNV PFD L | 060505682 | 119 | 99 | SH | OTR | 4 | 0 | 99 | 0 | |
| BK OF AMERICA CORP | 7.25%CNV PFD L | 060505682 | 28,604 | 23,708 | SH | OTR | 1 | 0 | 23,708 | 0 | |
| BK OF AMERICA CORP | 7.25%CNV PFD L | 060505682 | 3,142 | 2,604 | SH | SOLE | 2,604 | 0 | 0 | ||
| BK OF AMERICA CORP | 7.25%CNV PFD L | 060505682 | 7,758 | 6,441 | SH | DFND | 1 | 0 | 6,440 | 1 | |
| BK OF AMERICA CORP | COM | 060505104 | 20,742 | 666,299 | SH | OTR | 1 | 0 | 666,299 | 0 | |
| BLACKLINE INC | NOTE 0.125% 8/0 | 09239BAB5 | 99 | 90,000 | PRN | SOLE | 90,000 | 0 | 0 | ||
| BLACKLINE INC | NOTE 3/1 | 09239BAD1 | 159 | 200,000 | PRN | SOLE | 200,000 | 0 | 0 | ||
| BLACKROCK CALIF MUN INCOME T | SH BEN INT | 09248E102 | 687 | 60,663 | SH | SOLE | 60,663 | 0 | 0 | ||
| BLACKROCK CR ALLOCATION INCO | COM | 092508100 | 268 | 24,596 | SH | SOLE | 24,596 | 0 | 0 | ||
| BLACKROCK MUN INCOME QUALITY | COM | 092479104 | 272 | 21,958 | SH | OTR | 1 | 0 | 21,958 | 0 | |
| BLACKROCK MUN TARGET TERM TR | COM SHS BEN IN | 09257P105 | 9,465 | 427,334 | SH | OTR | 1 | 0 | 427,334 | 0 | |
| BLACKROCK MUN TARGET TERM TR | COM SHS BEN IN | 09257P105 | 23,654 | 1,067,913 | SH | SOLE | 1,067,913 | 0 | 0 | ||
| BLACKROCK MUNICIPAL INCOME | COM | 09253X102 | 20,096 | 1,687,332 | SH | SOLE | 1,687,332 | 0 | 0 | ||
| BLACKROCK MUNICIPAL INCOME | COM | 09253X102 | 3,144 | 263,968 | SH | OTR | 1 | 0 | 263,968 | 0 | |
| BLACKROCK MUNIHLDGS NJ QLTY | COM | 09254X101 | 13,109 | 993,865 | SH | SOLE | 993,865 | 0 | 0 | ||
| BLACKROCK MUNIHLDGS NJ QLTY | COM | 09254X101 | 4,890 | 370,721 | SH | OTR | 1 | 0 | 370,721 | 0 | |
| BLACKROCK MUNIHLDGS NY QLTY | COM | 09255C106 | 5,771 | 525,108 | SH | OTR | 1 | 0 | 525,108 | 0 | |
| BLACKROCK MUNIHLDGS NY QLTY | COM | 09255C106 | 9,322 | 848,182 | SH | SOLE | 848,182 | 0 | 0 | ||
| BLACKROCK MUNIHLDNGS CALI QL | COM | 09254L107 | 7,431 | 620,785 | SH | OTR | 1 | 0 | 620,785 | 0 | |
| BLACKROCK MUNIHLDNGS CALI QL | COM | 09254L107 | 11,713 | 978,496 | SH | SOLE | 978,496 | 0 | 0 | ||
| BLACKROCK MUNIHOLDINGS FD IN | COM | 09253N104 | 7,778 | 612,904 | SH | SOLE | 612,904 | 0 | 0 | ||
| BLACKROCK MUNIHOLDINGS FD IN | COM | 09253N104 | 1,859 | 146,484 | SH | OTR | 1 | 0 | 146,484 | 0 | |
| BLACKROCK MUNIYIELD MICH QU | COM | 09254V105 | 11,648 | 885,778 | SH | SOLE | 885,778 | 0 | 0 | ||
| BLACKROCK MUNIYIELD MICH QU | COM | 09254V105 | 3,654 | 277,877 | SH | OTR | 1 | 0 | 277,877 | 0 | |
| BLACKROCK MUNIYIELD N Y QUAL | COM | 09255E102 | 4,990 | 467,624 | SH | SOLE | 467,624 | 0 | 0 | ||
| BLACKROCK MUNIYIELD N Y QUAL | COM | 09255E102 | 5,800 | 543,595 | SH | OTR | 1 | 0 | 543,595 | 0 | |
| BLACKROCK MUNIYIELD QUALITY | COM | 09254G108 | 7,198 | 628,127 | SH | SOLE | 628,127 | 0 | 0 | ||
| BLACKROCK MUNIYIELD QUALITY | COM | 09254G108 | 6,740 | 588,091 | SH | OTR | 1 | 0 | 588,091 | 0 | |
| BLACKROCK MUNIYILD QULT FD I | COM | 09254F100 | 3,645 | 287,227 | SH | OTR | 1 | 0 | 287,227 | 0 | |
| BLACKROCK MUNIYILD QULT FD I | COM | 09254F100 | 2,304 | 181,548 | SH | SOLE | 181,548 | 0 | 0 | ||
| BLACKROCK N Y MUN INCOME TRU | SH BEN INT | 09248L106 | 724 | 65,741 | SH | SOLE | 65,741 | 0 | 0 | ||
| BLACKROCK N Y MUN INCOME TRU | SH BEN INT | 09248L106 | 434 | 39,397 | SH | OTR | 1 | 0 | 39,397 | 0 | |
| BLOCK INC | NOTE 0.125% 3/0 | 852234AF0 | 53 | 57,000 | PRN | OTR | 4 | 0 | 57,000 | 0 | |
| BLOCK INC | NOTE 0.125% 3/0 | 852234AF0 | 3,799 | 4,052,000 | PRN | DFND | 1 | 0 | 4,051,000 | 1,000 | |
| BLOCK INC | NOTE 0.250%11/0 | 852234AK9 | 1,295 | 1,755,000 | PRN | SOLE | 1,755,000 | 0 | 0 | ||
| BLOCK INC | NOTE 0.250%11/0 | 852234AK9 | 18,262 | 24,742,000 | PRN | OTR | 1 | 0 | 24,742,000 | 0 | |
| BLOCK INC | NOTE 5/0 | 852234AJ2 | 6 | 8,000 | PRN | DFND | 1 | 0 | 8,000 | 0 | |
| BLOCK INC | NOTE 5/0 | 852234AJ2 | 1,624 | 2,040,000 | PRN | SOLE | 2,040,000 | 0 | 0 | ||
| BLOCK INC | NOTE 5/0 | 852234AJ2 | 23,349 | 29,333,000 | PRN | OTR | 1 | 0 | 29,333,000 | 0 | |
| BLOOMIN BRANDS INC | NOTE 5.000% 5/0 | 094235AB4 | 81 | 51,000 | PRN | SOLE | 51,000 | 0 | 0 | ||
| BOOKING HOLDINGS INC | NOTE 0.750% 5/0 | 09857LAN8 | 25,280 | 21,000,000 | PRN | OTR | 1 | 0 | 21,000,000 | 0 | |
| BOOKING HOLDINGS INC | NOTE 0.750% 5/0 | 09857LAN8 | 2,122 | 1,763,000 | PRN | SOLE | 1,763,000 | 0 | 0 | ||
| BOOKING HOLDINGS INC | NOTE 0.750% 5/0 | 09857LAN8 | 2 | 2,000 | PRN | DFND | 1 | 0 | 2,000 | 0 | |
| BOSTON SCIENTIFIC CORP | 5.50% CNV PFD A | 101137206 | 346 | 3,400 | SH | SOLE | 3,400 | 0 | 0 | ||
| BOSTON SCIENTIFIC CORP | 5.50% CNV PFD A | 101137206 | 2 | 21 | SH | DFND | 1 | 0 | 21 | 0 | |
| BOX INC | NOTE 1/1 | 10316TAB0 | 114 | 100,000 | PRN | SOLE | 100,000 | 0 | 0 | ||
| BRIDGEBIO PHARMA INC | NOTE 2.500% 3/1 | 10806XAB8 | 7,681 | 13,870,000 | PRN | OTR | 1 | 0 | 13,870,000 | 0 | |
| BRIDGEBIO PHARMA INC | NOTE 2.500% 3/1 | 10806XAB8 | 410 | 741,000 | PRN | SOLE | 741,000 | 0 | 0 | ||
| BROADCOM INC | 8% MCNV PFD SR A | 11135F200 | 9,353 | 6,222 | SH | DFND | 1 | 0 | 6,221 | 1 | |
| BROADCOM INC | 8% MCNV PFD SR A | 11135F200 | 134 | 89 | SH | OTR | 4 | 0 | 89 | 0 | |
| BROADCOM INC | 8% MCNV PFD SR A | 11135F200 | 33,083 | 21,780 | SH | OTR | 1 | 0 | 21,780 | 0 | |
| BROADCOM INC | 8% MCNV PFD SR A | 11135F200 | 1,891 | 1,245 | SH | SOLE | 1,245 | 0 | 0 | ||
| BURLINGTON STORES INC | NOTE 2.250% 4/1 | 122017AB2 | 5,938 | 6,025,000 | PRN | DFND | 1 | 0 | 6,024,000 | 1,000 | |
| BURLINGTON STORES INC | NOTE 2.250% 4/1 | 122017AB2 | 2,480 | 2,503,000 | PRN | SOLE | 2,503,000 | 0 | 0 | ||
| BURLINGTON STORES INC | NOTE 2.250% 4/1 | 122017AB2 | 39,730 | 40,106,000 | PRN | OTR | 1 | 0 | 40,106,000 | 0 | |
| BURLINGTON STORES INC | NOTE 2.250% 4/1 | 122017AB2 | 85 | 86,000 | PRN | OTR | 4 | 0 | 86,000 | 0 | |
| CABLE ONE INC | NOTE 1.125% 3/1 | 12685JAG0 | 30,852 | 36,598,000 | PRN | OTR | 1 | 0 | 36,598,000 | 0 | |
| CABLE ONE INC | NOTE 1.125% 3/1 | 12685JAG0 | 2,210 | 2,622,000 | PRN | SOLE | 2,622,000 | 0 | 0 | ||
| CALIFORNIA RES CORP | COM STOCK | 13057Q305 | 2,717 | 70,573 | SH | OTR | 1 | 0 | 70,573 | 0 | |
| CALIFORNIA RES CORP | COM STOCK | 13057Q305 | 534 | 13,875 | SH | SOLE | 13,875 | 0 | 0 | ||
| CARNIVAL CORP | NOTE 5.750% 4/0 | 143658BE1 | 99 | 88,000 | PRN | SOLE | 88,000 | 0 | 0 | ||
| CENTENNIAL RESOURCE DEV INC | NOTE 3.250% 4/0 | 15136AAA0 | 2,356 | 1,879,000 | PRN | SOLE | 1,879,000 | 0 | 0 | ||
| CENTENNIAL RESOURCE DEV INC | NOTE 3.250% 4/0 | 15136AAA0 | 36,268 | 28,928,000 | PRN | OTR | 1 | 0 | 28,928,000 | 0 | |
| CERIDIAN HCM HLDG INC | NOTE 0.250% 3/1 | 15677JAD0 | 198 | 250,000 | PRN | SOLE | 250,000 | 0 | 0 | ||
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 14,349 | 18,696,000 | PRN | OTR | 1 | 0 | 18,696,000 | 0 | |
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 111 | 145,000 | PRN | OTR | 4 | 0 | 145,000 | 0 | |
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 7,559 | 9,914,000 | PRN | DFND | 1 | 0 | 9,912,000 | 2,000 | |
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 1,060 | 1,381,000 | PRN | SOLE | 1,381,000 | 0 | 0 | ||
| CHEFS WHSE INC | NOTE 1.875%12/0 | 163086AB7 | 1,849 | 1,666,000 | PRN | SOLE | 1,666,000 | 0 | 0 | ||
| CHEFS WHSE INC | NOTE 1.875%12/0 | 163086AB7 | 25,786 | 23,231,000 | PRN | OTR | 1 | 0 | 23,231,000 | 0 | |
| CHEGG INC | NOTE 9/0 | 163092AF6 | 993 | 1,327,000 | PRN | SOLE | 1,327,000 | 0 | 0 | ||
| CHEGG INC | NOTE 9/0 | 163092AF6 | 14,085 | 18,817,000 | PRN | OTR | 1 | 0 | 18,817,000 | 0 | |
| CHEGG INC | NOTE 9/0 | 163092AF6 | 4 | 5,000 | PRN | DFND | 1 | 0 | 5,000 | 0 | |
| CLOVIS ONCOLOGY INC | NOTE 1.250% 5/0 | 189464AC4 | 99 | 140,000 | PRN | SOLE | 140,000 | 0 | 0 | ||
| CNX RES CORP | NOTE 2.250% 5/0 | 12653CAG3 | 400 | 273,000 | PRN | SOLE | 273,000 | 0 | 0 | ||
| COINBASE GLOBAL INC | NOTE 0.500% 6/0 | 19260QAB3 | 264 | 468,000 | PRN | SOLE | 468,000 | 0 | 0 | ||
| CONMED CORP | NOTE 2.625% 2/0 | 207410AF8 | 200 | 165,000 | PRN | SOLE | 165,000 | 0 | 0 | ||
| CONMED CORP | NOTE 2.625% 2/0 | 207410AF8 | 116 | 96,000 | PRN | OTR | 4 | 0 | 96,000 | 0 | |
| CONMED CORP | NOTE 2.625% 2/0 | 207410AF8 | 7,879 | 6,522,000 | PRN | DFND | 1 | 0 | 6,521,000 | 1,000 | |
| COUPA SOFTWARE INC | NOTE 0.375% 6/1 | 22266LAF3 | 1,241 | 1,644,000 | PRN | SOLE | 1,644,000 | 0 | 0 | ||
| COUPA SOFTWARE INC | NOTE 0.375% 6/1 | 22266LAF3 | 16,556 | 21,929,000 | PRN | OTR | 1 | 0 | 21,929,000 | 0 | |
| COUPA SOFTWARE INC | NOTE 0.375% 6/1 | 22266LAF3 | 2 | 3,000 | PRN | DFND | 1 | 0 | 3,000 | 0 | |
| CRACKER BARREL OLD CTRY STOR | NOTE 0.625% 6/1 | 22410JAB2 | 163 | 200,000 | PRN | SOLE | 200,000 | 0 | 0 | ||
| CREDIT SUISSE AG NASSAU BRH | X LINK GOLD SHS | 22542D480 | 109 | 13,965 | SH | SOLE | 13,965 | 0 | 0 | ||
| CYBERARK SOFTWARE LTD | NOTE 11/1 | 23248VAB1 | 170 | 160,000 | PRN | SOLE | 160,000 | 0 | 0 | ||
| CYBERARK SOFTWARE LTD | NOTE 11/1 | 23248VAB1 | 2 | 2,000 | PRN | DFND | 1 | 0 | 2,000 | 0 | |
| DANAHER CORPORATION | 5% CONV PFD B | 235851409 | 11,271 | 8,518 | SH | DFND | 1 | 0 | 8,516 | 2 | |
| DANAHER CORPORATION | 5% CONV PFD B | 235851409 | 97,392 | 72,789 | SH | OTR | 1 | 0 | 72,789 | 0 | |
| DANAHER CORPORATION | 5% CONV PFD B | 235851409 | 6,242 | 4,665 | SH | SOLE | 4,665 | 0 | 0 | ||
| DANAHER CORPORATION | 5% CONV PFD B | 235851409 | 168 | 127 | SH | OTR | 4 | 0 | 127 | 0 | |
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 1 | 1,000 | PRN | DFND | 1 | 0 | 1,000 | 0 | |
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 25,141 | 19,804,000 | PRN | OTR | 1 | 0 | 19,804,000 | 0 | |
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 1,377 | 1,085,000 | PRN | SOLE | 1,085,000 | 0 | 0 | ||
| DELAWARE INVTS NATL MUN INCO | SH BEN INT | 24610T108 | 9,241 | 817,042 | SH | SOLE | 817,042 | 0 | 0 | ||
| DEXCOM INC | NOTE 0.250%11/1 | 252131AK3 | 110 | 120,000 | PRN | OTR | 4 | 0 | 120,000 | 0 | |
| DEXCOM INC | NOTE 0.250%11/1 | 252131AK3 | 7,340 | 8,022,000 | PRN | DFND | 1 | 0 | 8,021,000 | 1,000 | |
| DEXCOM INC | NOTE 0.250%11/1 | 252131AK3 | 2,098 | 2,280,000 | PRN | SOLE | 2,280,000 | 0 | 0 | ||
| DEXCOM INC | NOTE 0.250%11/1 | 252131AK3 | 30,652 | 33,317,000 | PRN | OTR | 1 | 0 | 33,317,000 | 0 | |
| DICKS SPORTING GOODS INC | NOTE 3.250% 4/1 | 253393AD4 | 256 | 107,000 | PRN | SOLE | 107,000 | 0 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 12/1 | 25470MAF6 | 27,722 | 39,316,000 | PRN | OTR | 1 | 0 | 39,316,000 | 0 | |
| DISH NETWORK CORPORATION | NOTE 12/1 | 25470MAF6 | 2,032 | 2,882,000 | PRN | SOLE | 2,882,000 | 0 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 2.375% 3/1 | 25470MAD1 | 22,443 | 25,395,000 | PRN | SOLE | 25,395,000 | 0 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 2.375% 3/1 | 25470MAD1 | 58,702 | 66,424,000 | PRN | OTR | 1 | 0 | 66,424,000 | 0 | |
| DISH NETWORK CORPORATION | NOTE 2.375% 3/1 | 25470MAD1 | 155 | 175,000 | PRN | OTR | 5 | 0 | 175,000 | 0 | |
| DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 102 | 150,000 | PRN | OTR | 5 | 0 | 150,000 | 0 | |
| DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 131 | 194,000 | PRN | OTR | 4 | 0 | 194,000 | 0 | |
| DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 13,240 | 19,528,000 | PRN | SOLE | 19,528,000 | 0 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 25,001 | 36,875,000 | PRN | OTR | 1 | 0 | 36,875,000 | 0 | |
| DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 8,498 | 12,581,000 | PRN | DFND | 1 | 0 | 12,579,000 | 2,000 | |
| DOCUSIGN INC | NOTE 0.500% 9/1 | 256163AB2 | 61 | 60,000 | PRN | SOLE | 60,000 | 0 | 0 | ||
| DOUBLELINE INCOME SOLUTIONS | COM | 258622109 | 261 | 21,480 | SH | SOLE | 21,480 | 0 | 0 | ||
| DRAFTKINGS INC NEW | NOTE 3/1 | 26142RAB0 | 124 | 200,000 | PRN | SOLE | 200,000 | 0 | 0 | ||
| DROPBOX INC | NOTE 3/0 | 26210CAD6 | 1,647 | 1,873,000 | PRN | SOLE | 1,873,000 | 0 | 0 | ||
| DROPBOX INC | NOTE 3/0 | 26210CAD6 | 20,313 | 23,099,000 | PRN | OTR | 1 | 0 | 23,099,000 | 0 | |
| DWS MUN INCOME TR | COM | 233368109 | 1,231 | 131,002 | SH | OTR | 1 | 0 | 131,002 | 0 | |
| DWS MUN INCOME TR | COM | 233368109 | 868 | 92,389 | SH | SOLE | 92,389 | 0 | 0 | ||
| EATON VANCE MUN BD FD | COM | 27827X101 | 645 | 60,261 | SH | SOLE | 60,261 | 0 | 0 | ||
| EATON VANCE NEW YORK MUN BD | COM | 27827Y109 | 123 | 13,241 | SH | OTR | 1 | 0 | 13,241 | 0 | |
| EATON VANCE NEW YORK MUN BD | COM | 27827Y109 | 4,483 | 481,489 | SH | SOLE | 481,489 | 0 | 0 | ||
| ELEVANCE HEALTH INC | NOTE 2.750%10/1 | 94973VBG1 | 97,104 | 14,144,000 | PRN | OTR | 1 | 0 | 14,144,000 | 0 | |
| ELEVANCE HEALTH INC | NOTE 2.750%10/1 | 94973VBG1 | 5,801 | 845,000 | PRN | SOLE | 845,000 | 0 | 0 | ||
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAH0 | 1,146 | 1,151,000 | PRN | SOLE | 1,151,000 | 0 | 0 | ||
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAH0 | 18,725 | 18,800,000 | PRN | OTR | 1 | 0 | 18,800,000 | 0 | |
| ENVESTNET INC | NOTE 1.750% 6/0 | 29404KAB2 | 108 | 108,000 | PRN | OTR | 4 | 0 | 108,000 | 0 | |
| ENVESTNET INC | NOTE 1.750% 6/0 | 29404KAB2 | 42,902 | 42,768,000 | PRN | OTR | 1 | 0 | 42,768,000 | 0 | |
| ENVESTNET INC | NOTE 1.750% 6/0 | 29404KAB2 | 2,750 | 2,741,000 | PRN | SOLE | 2,741,000 | 0 | 0 | ||
| ENVESTNET INC | NOTE 1.750% 6/0 | 29404KAB2 | 7,542 | 7,556,000 | PRN | DFND | 1 | 0 | 7,554,000 | 2,000 | |
| ENVISTA HOLDINGS CORPORATION | NOTE 2.375% 6/0 | 29415FAB0 | 253 | 132,000 | PRN | SOLE | 132,000 | 0 | 0 | ||
| ENVISTA HOLDINGS CORPORATION | NOTE 2.375% 6/0 | 29415FAB0 | 2 | 1,000 | PRN | DFND | 1 | 0 | 1,000 | 0 | |
| EQT CORP | NOTE 1.750% 5/0 | 26884LAK5 | 6,576 | 2,786,000 | PRN | SOLE | 2,786,000 | 0 | 0 | ||
| EQT CORP | NOTE 1.750% 5/0 | 26884LAK5 | 14,173 | 6,017,000 | PRN | DFND | 1 | 0 | 6,016,000 | 1,000 | |
| EQT CORP | NOTE 1.750% 5/0 | 26884LAK5 | 205 | 87,000 | PRN | OTR | 4 | 0 | 87,000 | 0 | |
| EQT CORP | NOTE 1.750% 5/0 | 26884LAK5 | 109,898 | 46,557,000 | PRN | OTR | 1 | 0 | 46,557,000 | 0 | |
| ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 | 33 | 29,000 | PRN | SOLE | 29,000 | 0 | 0 | ||
| ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 | 5,431 | 4,806,000 | PRN | DFND | 1 | 0 | 4,805,000 | 1,000 | |
| ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 | 84 | 74,000 | PRN | OTR | 4 | 0 | 74,000 | 0 | |
| ETSY INC | NOTE 0.250% 6/1 | 29786AAN6 | 38,141 | 51,717,000 | PRN | OTR | 1 | 0 | 51,717,000 | 0 | |
| ETSY INC | NOTE 0.250% 6/1 | 29786AAN6 | 2,572 | 3,487,000 | PRN | SOLE | 3,487,000 | 0 | 0 | ||
| EURONET WORLDWIDE INC | NOTE 0.750% 3/1 | 298736AL3 | 2 | 2,000 | PRN | DFND | 1 | 0 | 2,000 | 0 | |
| EURONET WORLDWIDE INC | NOTE 0.750% 3/1 | 298736AL3 | 24,086 | 23,585,000 | PRN | OTR | 1 | 0 | 23,585,000 | 0 | |
| EURONET WORLDWIDE INC | NOTE 0.750% 3/1 | 298736AL3 | 1,502 | 1,471,000 | PRN | SOLE | 1,471,000 | 0 | 0 | ||
| EVERBRIDGE INC | NOTE 0.125%12/1 | 29978AAC8 | 22,699 | 25,959,000 | PRN | OTR | 1 | 0 | 25,959,000 | 0 | |
| EVERBRIDGE INC | NOTE 0.125%12/1 | 29978AAC8 | 1,289 | 1,474,000 | PRN | SOLE | 1,474,000 | 0 | 0 | ||
| EVERBRIDGE INC | NOTE 0.125%12/1 | 29978AAC8 | 39 | 45,000 | PRN | OTR | 4 | 0 | 45,000 | 0 | |
| EVERBRIDGE INC | NOTE 0.125%12/1 | 29978AAC8 | 2,724 | 3,133,000 | PRN | DFND | 1 | 0 | 3,132,000 | 1,000 | |
| EVOLENT HEALTH INC | NOTE 1.500%10/1 | 30050BAD3 | 170 | 150,000 | PRN | SOLE | 150,000 | 0 | 0 | ||
| EXACT SCIENCES CORP | NOTE 0.375% 3/0 | 30063PAC9 | 30,842 | 44,570,000 | PRN | OTR | 1 | 0 | 44,570,000 | 0 | |
| EXACT SCIENCES CORP | NOTE 0.375% 3/0 | 30063PAC9 | 4,469 | 6,505,000 | PRN | DFND | 1 | 0 | 6,504,000 | 1,000 | |
| EXACT SCIENCES CORP | NOTE 0.375% 3/0 | 30063PAC9 | 2,245 | 3,244,000 | PRN | SOLE | 3,244,000 | 0 | 0 | ||
| EXACT SCIENCES CORP | NOTE 0.375% 3/0 | 30063PAC9 | 67 | 97,000 | PRN | OTR | 4 | 0 | 97,000 | 0 | |
| EXPEDIA GROUP INC | NOTE 2/1 | 30212PBE4 | 574 | 633,000 | PRN | SOLE | 633,000 | 0 | 0 | ||
| EXPEDIA GROUP INC | NOTE 2/1 | 30212PBE4 | 3 | 3,000 | PRN | DFND | 1 | 0 | 3,000 | 0 | |
| EXPEDIA GROUP INC | NOTE 2/1 | 30212PBE4 | 5,064 | 5,580,000 | PRN | OTR | 1 | 0 | 5,580,000 | 0 | |
| FIVE9 INC | NOTE 0.500% 6/0 | 338307AD3 | 509 | 520,000 | PRN | SOLE | 520,000 | 0 | 0 | ||
| FIVE9 INC | NOTE 0.500% 6/0 | 338307AD3 | 9,397 | 9,608,000 | PRN | OTR | 1 | 0 | 9,608,000 | 0 | |
| FORD MTR CO DEL | NOTE 3/1 | 345370CZ1 | 103 | 113,000 | PRN | OTR | 4 | 0 | 113,000 | 0 | |
| FORD MTR CO DEL | NOTE 3/1 | 345370CZ1 | 55,644 | 60,681,000 | PRN | OTR | 1 | 0 | 60,681,000 | 0 | |
| FORD MTR CO DEL | NOTE 3/1 | 345370CZ1 | 7,147 | 7,837,000 | PRN | DFND | 1 | 0 | 7,835,000 | 2,000 | |
| FORD MTR CO DEL | NOTE 3/1 | 345370CZ1 | 3,661 | 3,992,000 | PRN | SOLE | 3,992,000 | 0 | 0 | ||
| FORUM ENERGY TECHNOLOGIES IN | NOTE 9.000% 8/0 | 34984VAC4 | 119 | 125,914 | PRN | OTR | 5 | 0 | 125,914 | 0 | |
| FORUM ENERGY TECHNOLOGIES IN | NOTE 9.000% 8/0 | 34984VAC4 | 22,783 | 24,108,754 | PRN | SOLE | 24,108,754 | 0 | 0 | ||
| FORUM ENERGY TECHNOLOGIES IN | NOTE 9.000% 8/0 | 34984VAC4 | 41,707 | 44,134,853 | PRN | OTR | 1 | 0 | 44,134,853 | 0 | |
| FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 154 | 85,000 | PRN | SOLE | 85,000 | 0 | 0 | ||
| FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 2 | 1,000 | PRN | DFND | 1 | 0 | 1,000 | 0 | |
| GLOBAL X FDS | NASDAQ 100 COVER | 37954Y483 | 336 | 19,246 | SH | SOLE | 19,246 | 0 | 0 | ||
| GRANITE PT MTG TR INC | NOTE 6.375%10/0 | 38741LAC1 | 635 | 650,000 | PRN | SOLE | 650,000 | 0 | 0 | ||
| GREENBRIER COS INC | NOTE 2.875% 4/1 | 393657AM3 | 874 | 935,000 | PRN | SOLE | 935,000 | 0 | 0 | ||
| GREENBRIER COS INC | NOTE 2.875% 4/1 | 393657AM3 | 2 | 2,000 | PRN | DFND | 1 | 0 | 2,000 | 0 | |
| GREENBRIER COS INC | NOTE 2.875% 4/1 | 393657AM3 | 17,263 | 18,463,000 | PRN | OTR | 1 | 0 | 18,463,000 | 0 | |
| GUARDANT HEALTH INC | NOTE 11/1 | 40131MAB5 | 522 | 838,000 | PRN | SOLE | 838,000 | 0 | 0 | ||
| GUARDANT HEALTH INC | NOTE 11/1 | 40131MAB5 | 9,039 | 14,520,000 | PRN | OTR | 1 | 0 | 14,520,000 | 0 | |
| GUIDEWIRE SOFTWARE INC | NOTE 1.250% 3/1 | 40171VAA8 | 111 | 120,000 | PRN | SOLE | 120,000 | 0 | 0 | ||
| GULFPORT ENERGY CORP | COMMON SHARES | 402635502 | 127,615 | 1,605,014 | SH | OTR | 1 | 0 | 1,605,014 | 0 | |
| GULFPORT ENERGY CORP | COMMON SHARES | 402635502 | 45,024 | 566,271 | SH | SOLE | 566,271 | 0 | 0 | ||
| GULFPORT ENERGY CORP | COMMON SHARES | 402635502 | 351 | 4,415 | SH | OTR | 5 | 0 | 4,415 | 0 | |
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 599 | 760,000 | PRN | SOLE | 760,000 | 0 | 0 | ||
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 7,286 | 9,252,000 | PRN | OTR | 1 | 0 | 9,252,000 | 0 | |
| HALOZYME THERAPEUTICS INC | NOTE 0.250% 3/0 | 40637HAD1 | 592 | 667,000 | PRN | SOLE | 667,000 | 0 | 0 | ||
| HALOZYME THERAPEUTICS INC | NOTE 0.250% 3/0 | 40637HAD1 | 6,254 | 7,049,000 | PRN | OTR | 1 | 0 | 7,049,000 | 0 | |
| HELIX ENERGY SOLUTIONS GRP I | NOTE 6.750% 2/1 | 42330PAK3 | 112 | 117,000 | PRN | OTR | 4 | 0 | 117,000 | 0 | |
| HELIX ENERGY SOLUTIONS GRP I | NOTE 6.750% 2/1 | 42330PAK3 | 41,957 | 43,660,000 | PRN | OTR | 1 | 0 | 43,660,000 | 0 | |
| HELIX ENERGY SOLUTIONS GRP I | NOTE 6.750% 2/1 | 42330PAK3 | 2,703 | 2,813,000 | PRN | SOLE | 2,813,000 | 0 | 0 | ||
| HELIX ENERGY SOLUTIONS GRP I | NOTE 6.750% 2/1 | 42330PAK3 | 7,491 | 7,836,000 | PRN | DFND | 1 | 0 | 7,835,000 | 1,000 | |
| HUBSPOT INC | NOTE 0.375% 6/0 | 443573AD2 | 203 | 157,000 | PRN | SOLE | 157,000 | 0 | 0 | ||
| II-VI INC | NOTE 0.250% 9/0 | 902104AB4 | 1 | 1,000 | PRN | DFND | 1 | 0 | 1,000 | 0 | |
| II-VI INC | NOTE 0.250% 9/0 | 902104AB4 | 117 | 105,000 | PRN | SOLE | 105,000 | 0 | 0 | ||
| ILLUMINA INC | NOTE 8/1 | 452327AK5 | 35,757 | 37,422,000 | PRN | OTR | 1 | 0 | 37,422,000 | 0 | |
| ILLUMINA INC | NOTE 8/1 | 452327AK5 | 2,205 | 2,308,000 | PRN | SOLE | 2,308,000 | 0 | 0 | ||
| INFINERA CORP | NOTE 2.125% 9/0 | 45667GAC7 | 119 | 130,000 | PRN | SOLE | 130,000 | 0 | 0 | ||
| INFINERA CORP | NOTE 2.500% 3/0 | 45667GAE3 | 11,624 | 11,540,000 | PRN | OTR | 1 | 0 | 11,540,000 | 0 | |
| INFINERA CORP | NOTE 2.500% 3/0 | 45667GAE3 | 527 | 523,000 | PRN | SOLE | 523,000 | 0 | 0 | ||
| INSIGHT ENTERPRISES INC | NOTE 0.750% 2/1 | 45765UAB9 | 114 | 85,000 | PRN | SOLE | 85,000 | 0 | 0 | ||
| INSMED INC | NOTE 1.750% 1/1 | 457669AA7 | 89 | 95,000 | PRN | SOLE | 95,000 | 0 | 0 | ||
| INSULET CORP | NOTE 0.375% 9/0 | 45784PAK7 | 2 | 2,000 | PRN | DFND | 1 | 0 | 2,000 | 0 | |
| INSULET CORP | NOTE 0.375% 9/0 | 45784PAK7 | 434 | 379,000 | PRN | SOLE | 379,000 | 0 | 0 | ||
| INTEGRA LIFESCIENCES HLDGS C | NOTE 0.500% 8/1 | 457985AM1 | 1,171 | 1,244,000 | PRN | SOLE | 1,244,000 | 0 | 0 | ||
| INTEGRA LIFESCIENCES HLDGS C | NOTE 0.500% 8/1 | 457985AM1 | 7,489 | 7,999,000 | PRN | DFND | 1 | 0 | 7,997,000 | 2,000 | |
| INTEGRA LIFESCIENCES HLDGS C | NOTE 0.500% 8/1 | 457985AM1 | 16,472 | 17,501,000 | PRN | OTR | 1 | 0 | 17,501,000 | 0 | |
| INTEGRA LIFESCIENCES HLDGS C | NOTE 0.500% 8/1 | 457985AM1 | 110 | 118,000 | PRN | OTR | 4 | 0 | 118,000 | 0 | |
| INTERDIGITAL INC | NOTE 2.000% 6/0 | 45867GAB7 | 7,236 | 7,360,000 | PRN | OTR | 1 | 0 | 7,360,000 | 0 | |
| INTERDIGITAL INC | NOTE 2.000% 6/0 | 45867GAB7 | 438 | 445,000 | PRN | SOLE | 445,000 | 0 | 0 | ||
| INVESCO EXCH TRADED FD TR II | TAXABLE MUN BD | 46138G805 | 293 | 10,580 | SH | SOLE | 10,580 | 0 | 0 | ||
| INVESCO PA VALUE MUN INC TR | COM | 46132K109 | 3,194 | 305,376 | SH | SOLE | 305,376 | 0 | 0 | ||
| INVESCO PA VALUE MUN INC TR | COM | 46132K109 | 717 | 68,544 | SH | OTR | 1 | 0 | 68,544 | 0 | |
| INVESCO QUALITY MUN INCOME T | COM | 46133G107 | 1,968 | 192,750 | SH | SOLE | 192,750 | 0 | 0 | ||
| INVESCO SR INCOME TR | COM | 46131H107 | 286 | 73,504 | SH | SOLE | 73,504 | 0 | 0 | ||
| INVITAE CORP | NOTE 2.000% 9/0 | 46185LAB9 | 95 | 120,000 | PRN | SOLE | 120,000 | 0 | 0 | ||
| IONIS PHARMACEUTICALS INC | NOTE 0.125%12/1 | 462222AB6 | 175 | 198,000 | PRN | SOLE | 198,000 | 0 | 0 | ||
| IONIS PHARMACEUTICALS INC | NOTE 4/0 | 462222AD2 | 1,570 | 1,717,000 | PRN | SOLE | 1,717,000 | 0 | 0 | ||
| IONIS PHARMACEUTICALS INC | NOTE 4/0 | 462222AD2 | 17,057 | 18,656,000 | PRN | OTR | 1 | 0 | 18,656,000 | 0 | |
| IRONWOOD PHARMACEUTICALS INC | NOTE 0.750% 6/1 | 46333XAF5 | 127 | 120,000 | PRN | SOLE | 120,000 | 0 | 0 | ||
| IRONWOOD PHARMACEUTICALS INC | NOTE 1.500% 6/1 | 46333XAH1 | 190 | 174,000 | PRN | SOLE | 174,000 | 0 | 0 | ||
| ISHARES GOLD TR | ISHARES NEW | 464285204 | 31,891 | 929,500 | SH | OTR | 1 | 0 | 929,500 | 0 | |
| ISHARES TR | 3 7 YR TREAS BD | 464288661 | 286 | 2,400 | SH | SOLE | 2,400 | 0 | 0 | ||
| ISHARES TR | IBOXX HI YD ETF | 464288513 | 355 | 4,820 | SH | SOLE | 4,820 | 0 | 0 | ||
| ISHARES TR | IBOXX INV CP ETF | 464287242 | 581 | 5,280 | SH | SOLE | 5,280 | 0 | 0 | ||
| ISHARES TR | MBS ETF | 464288588 | 675 | 6,927 | SH | SOLE | 6,927 | 0 | 0 | ||
| ITRON INC | NOTE 3/1 | 465741AN6 | 160 | 200,000 | PRN | SOLE | 200,000 | 0 | 0 | ||
| JAZZ INVESTMENTS I LTD | NOTE 2.000% 6/1 | 472145AF8 | 350 | 297,000 | PRN | SOLE | 297,000 | 0 | 0 | ||
| JETBLUE AIRWAYS CORP | NOTE 0.500% 4/0 | 477143AP6 | 6,853 | 9,255,000 | PRN | OTR | 1 | 0 | 9,255,000 | 0 | |
| JETBLUE AIRWAYS CORP | NOTE 0.500% 4/0 | 477143AP6 | 609 | 823,000 | PRN | SOLE | 823,000 | 0 | 0 | ||
| KARYOPHARM THERAPEUTICS INC | NOTE 3.000%10/1 | 48576UAA4 | 163 | 221,000 | PRN | SOLE | 221,000 | 0 | 0 | ||
| KKR & CO INC | 6% MCONV PFD C | 48251W401 | 1,626 | 27,350 | SH | SOLE | 27,350 | 0 | 0 | ||
| KKR & CO INC | 6% MCONV PFD C | 48251W401 | 128 | 2,191 | SH | OTR | 4 | 0 | 2,191 | 0 | |
| KKR & CO INC | 6% MCONV PFD C | 48251W401 | 8,687 | 148,580 | SH | DFND | 1 | 0 | 148,549 | 31 | |
| KKR & CO INC | 6% MCONV PFD C | 48251W401 | 26,690 | 449,050 | SH | OTR | 1 | 0 | 449,050 | 0 | |
| KOSMOS ENERGY LTD | COM | 500688106 | 4,923 | 795,257 | SH | OTR | 1 | 0 | 795,257 | 0 | |
| LCI INDS | NOTE 1.125% 5/1 | 501812AB7 | 182 | 200,000 | PRN | SOLE | 200,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP DEL | NOTE 1.000% 1/3 | 531229AF9 | 5 | 3,000 | PRN | DFND | 1 | 0 | 3,000 | 0 | |
| LIBERTY MEDIA CORP DEL | NOTE 1.000% 1/3 | 531229AF9 | 33,522 | 19,395,000 | PRN | OTR | 1 | 0 | 19,395,000 | 0 | |
| LIBERTY MEDIA CORP DEL | NOTE 1.000% 1/3 | 531229AF9 | 1,467 | 849,000 | PRN | SOLE | 849,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP DEL | NOTE 1.375%10/1 | 531229AB8 | 1,369 | 1,165,000 | PRN | SOLE | 1,165,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP DEL | NOTE 1.375%10/1 | 531229AB8 | 5,551 | 4,742,000 | PRN | DFND | 1 | 0 | 4,741,000 | 1,000 | |
| LIBERTY MEDIA CORP DEL | NOTE 1.375%10/1 | 531229AB8 | 82 | 70,000 | PRN | OTR | 4 | 0 | 70,000 | 0 | |
| LIBERTY MEDIA CORP DEL | NOTE 1.375%10/1 | 531229AB8 | 27,389 | 23,300,000 | PRN | OTR | 1 | 0 | 23,300,000 | 0 | |
| LIVE NATION ENTERTAINMENT IN | NOTE 2.500% 3/1 | 538034AQ2 | 3 | 2,000 | PRN | DFND | 1 | 0 | 2,000 | 0 | |
| LIVE NATION ENTERTAINMENT IN | NOTE 2.500% 3/1 | 538034AQ2 | 1,608 | 1,241,000 | PRN | SOLE | 1,241,000 | 0 | 0 | ||
| LIVE NATION ENTERTAINMENT IN | NOTE 2.500% 3/1 | 538034AQ2 | 21,425 | 16,537,000 | PRN | OTR | 1 | 0 | 16,537,000 | 0 | |
| LIVENT CORP | NOTE 4.125% 7/1 | 53814LAB4 | 142 | 52,000 | PRN | SOLE | 52,000 | 0 | 0 | ||
| LIVEPERSON INC | NOTE 12/1 | 538146AD3 | 145 | 200,000 | PRN | SOLE | 200,000 | 0 | 0 | ||
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 4,313 | 4,190,000 | PRN | SOLE | 4,190,000 | 0 | 0 | ||
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 117 | 114,000 | PRN | OTR | 4 | 0 | 114,000 | 0 | |
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 8,006 | 7,815,000 | PRN | DFND | 1 | 0 | 7,813,000 | 2,000 | |
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 53,555 | 52,025,000 | PRN | OTR | 1 | 0 | 52,025,000 | 0 | |
| LYFT INC | NOTE 1.500% 5/1 | 55087PAB0 | 112 | 131,000 | PRN | SOLE | 131,000 | 0 | 0 | ||
| MANDIANT INC | NOTE 0.875% 6/0 | 31816QAF8 | 219 | 200,000 | PRN | SOLE | 200,000 | 0 | 0 | ||
| MARRIOTT VACATIONS WORLDWIDE | NOTE 1.500% 9/1 | 57164YAB3 | 3,183 | 3,197,000 | PRN | DFND | 1 | 0 | 3,196,000 | 1,000 | |
| MARRIOTT VACATIONS WORLDWIDE | NOTE 1.500% 9/1 | 57164YAB3 | 48 | 48,000 | PRN | OTR | 4 | 0 | 48,000 | 0 | |
| MARRIOTT VACATIONS WORLDWIDE | NOTE 1/1 | 57164YAD9 | 600 | 658,000 | PRN | SOLE | 658,000 | 0 | 0 | ||
| MARRIOTT VACATIONS WORLDWIDE | NOTE 1/1 | 57164YAD9 | 5,630 | 6,170,000 | PRN | OTR | 1 | 0 | 6,170,000 | 0 | |
| MFS MUN INCOME TR | SH BEN INT | 552738106 | 1,812 | 333,155 | SH | SOLE | 333,155 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC. | NOTE 0.125%11/1 | 595017AU8 | 3,571 | 3,571,000 | PRN | SOLE | 3,571,000 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC. | NOTE 0.125%11/1 | 595017AU8 | 68,383 | 68,383,000 | PRN | OTR | 1 | 0 | 68,383,000 | 0 | |
| MICROCHIP TECHNOLOGY INC. | NOTE 0.125%11/1 | 595017AU8 | 8,317 | 8,359,000 | PRN | DFND | 1 | 0 | 8,357,000 | 2,000 | |
| MICROCHIP TECHNOLOGY INC. | NOTE 0.125%11/1 | 595017AU8 | 125 | 126,000 | PRN | OTR | 4 | 0 | 126,000 | 0 | |
| MICROSTRATEGY INC | NOTE 2/1 | 594972AE1 | 221 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
| MONGODB INC | NOTE 0.250% 1/1 | 60937PAD8 | 1,286 | 917,000 | PRN | SOLE | 917,000 | 0 | 0 | ||
| MONGODB INC | NOTE 0.250% 1/1 | 60937PAD8 | 20,494 | 14,615,000 | PRN | OTR | 1 | 0 | 14,615,000 | 0 | |
| MONGODB INC | NOTE 0.250% 1/1 | 60937PAD8 | 3 | 2,000 | PRN | DFND | 1 | 0 | 2,000 | 0 | |
| NANOSTRING TECHNOLOGIES INC | NOTE 2.625% 3/0 | 63009RAD1 | 80 | 100,000 | PRN | SOLE | 100,000 | 0 | 0 | ||
| NCL CORP LTD | NOTE 5.375% 8/0 | 62886HAX9 | 7,276 | 7,530,000 | PRN | OTR | 1 | 0 | 7,530,000 | 0 | |
| NCL CORP LTD | NOTE 5.375% 8/0 | 62886HAX9 | 679 | 703,000 | PRN | SOLE | 703,000 | 0 | 0 | ||
| NCL CORP LTD | NOTE 6.000% 5/1 | 62886HAT8 | 5,126 | 4,605,000 | PRN | OTR | 1 | 0 | 4,605,000 | 0 | |
| NCL CORP LTD | NOTE 6.000% 5/1 | 62886HAT8 | 244 | 219,000 | PRN | SOLE | 219,000 | 0 | 0 | ||
| NEUBERGER BERMAN N Y MUN FD | COM | 64124K102 | 254 | 25,745 | SH | SOLE | 25,745 | 0 | 0 | ||
| NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 116 | 120,000 | PRN | SOLE | 120,000 | 0 | 0 | ||
| NEXTERA ENERGY INC | UNIT 99/99/9999 | 65339F770 | 12,192 | 245,564 | SH | DFND | 1 | 0 | 245,512 | 52 | |
| NEXTERA ENERGY INC | UNIT 99/99/9999 | 65339F770 | 180 | 3,625 | SH | OTR | 4 | 0 | 3,625 | 0 | |
| NEXTERA ENERGY INC | UNIT 99/99/9999 | 65339F770 | 1,059 | 21,300 | SH | SOLE | 21,300 | 0 | 0 | ||
| NICE LTD | NOTE 9/1 | 653656AB4 | 177 | 180,000 | PRN | OTR | 4 | 0 | 180,000 | 0 | |
| NICE LTD | NOTE 9/1 | 653656AB4 | 93,070 | 94,248,000 | PRN | OTR | 1 | 0 | 94,248,000 | 0 | |
| NICE LTD | NOTE 9/1 | 653656AB4 | 11,984 | 12,197,000 | PRN | DFND | 1 | 0 | 12,194,000 | 3,000 | |
| NICE LTD | NOTE 9/1 | 653656AB4 | 5,085 | 5,149,000 | PRN | SOLE | 5,149,000 | 0 | 0 | ||
| NICE LTD | SPONSORED ADR | 653656108 | 14,686 | 76,313 | SH | SOLE | 76,313 | 0 | 0 | ||
| NICE LTD | SPONSORED ADR | 653656108 | 22,464 | 116,725 | SH | OTR | 1 | 0 | 116,725 | 0 | |
| NICE LTD | SPONSORED ADR | 653656108 | 2 | 10 | SH | DFND | 1 | 0 | 10 | 0 | |
| NOVOCURE LTD | NOTE 11/0 | 67011XAB9 | 130 | 150,000 | PRN | SOLE | 150,000 | 0 | 0 | ||
| NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 8,258 | 7,693,000 | PRN | DFND | 1 | 0 | 7,691,000 | 2,000 | |
| NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 119 | 111,000 | PRN | OTR | 4 | 0 | 111,000 | 0 | |
| NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 57,383 | 53,206,000 | PRN | OTR | 1 | 0 | 53,206,000 | 0 | |
| NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 2,894 | 2,683,000 | PRN | SOLE | 2,683,000 | 0 | 0 | ||
| NUVASIVE INC | NOTE 0.375% 3/1 | 670704AJ4 | 7,377 | 8,295,000 | PRN | DFND | 1 | 0 | 8,294,000 | 1,000 | |
| NUVASIVE INC | NOTE 0.375% 3/1 | 670704AJ4 | 109 | 123,000 | PRN | OTR | 4 | 0 | 123,000 | 0 | |
| NUVASIVE INC | NOTE 0.375% 3/1 | 670704AJ4 | 1,424 | 1,597,000 | PRN | SOLE | 1,597,000 | 0 | 0 | ||
| NUVASIVE INC | NOTE 0.375% 3/1 | 670704AJ4 | 18,768 | 21,043,000 | PRN | OTR | 1 | 0 | 21,043,000 | 0 | |
| NUVEEN AMT FREE QLTY MUN INC | COM | 670657105 | 20,064 | 1,707,583 | SH | SOLE | 1,707,583 | 0 | 0 | ||
| NUVEEN CR STRATEGIES INCOME | COM SHS | 67073D102 | 261 | 50,228 | SH | SOLE | 50,228 | 0 | 0 | ||
| NUVEEN NEW YORK AMT QLT MUNI | COM | 670656107 | 6,470 | 585,522 | SH | SOLE | 585,522 | 0 | 0 | ||
| NUVEEN NEW YORK AMT QLT MUNI | COM | 670656107 | 2,275 | 205,883 | SH | OTR | 1 | 0 | 205,883 | 0 | |
| NUVEEN PENNSYLVANIA QLT MUN | COM | 670972108 | 6,303 | 517,097 | SH | SOLE | 517,097 | 0 | 0 | ||
| NUVEEN QUALITY MUNCP INCOME | COM | 67066V101 | 2,349 | 188,362 | SH | SOLE | 188,362 | 0 | 0 | ||
| OIL STS INTL INC | NOTE 1.500% 2/1 | 678026AH8 | 545 | 560,000 | PRN | SOLE | 560,000 | 0 | 0 | ||
| OKTA INC | NOTE 0.125% 9/0 | 679295AD7 | 1,770 | 2,009,000 | PRN | SOLE | 2,009,000 | 0 | 0 | ||
| OKTA INC | NOTE 0.125% 9/0 | 679295AD7 | 11,281 | 12,805,000 | PRN | OTR | 1 | 0 | 12,805,000 | 0 | |
| OMNICELL COM | NOTE 0.250% 9/1 | 68213NAD1 | 5,742 | 4,495,000 | PRN | OTR | 1 | 0 | 4,495,000 | 0 | |
| OMNICELL COM | NOTE 0.250% 9/1 | 68213NAD1 | 369 | 289,000 | PRN | SOLE | 289,000 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | NOTE 1.625%10/1 | 682189AP0 | 1,573 | 644,000 | PRN | SOLE | 644,000 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | NOTE 1.625%10/1 | 682189AP0 | 20,250 | 8,289,000 | PRN | OTR | 1 | 0 | 8,289,000 | 0 | |
| OSI SYSTEMS INC | NOTE 1.250% 9/0 | 671044AD7 | 87 | 87,000 | PRN | SOLE | 87,000 | 0 | 0 | ||
| PACIRA BIOSCIENCES INC | NOTE 0.750% 8/0 | 695127AF7 | 1,294 | 1,247,000 | PRN | SOLE | 1,247,000 | 0 | 0 | ||
| PACIRA BIOSCIENCES INC | NOTE 0.750% 8/0 | 695127AF7 | 23,613 | 22,749,000 | PRN | OTR | 1 | 0 | 22,749,000 | 0 | |
| PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 8,796 | 5,132,000 | PRN | DFND | 1 | 0 | 5,131,000 | 1,000 | |
| PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 134 | 78,000 | PRN | OTR | 4 | 0 | 78,000 | 0 | |
| PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 36,365 | 21,155,000 | PRN | OTR | 1 | 0 | 21,155,000 | 0 | |
| PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 1,991 | 1,158,000 | PRN | SOLE | 1,158,000 | 0 | 0 | ||
| PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 49,906 | 26,811,000 | PRN | OTR | 1 | 0 | 26,811,000 | 0 | |
| PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 3,676 | 1,975,000 | PRN | SOLE | 1,975,000 | 0 | 0 | ||
| PARSONS CORP DEL | NOTE 0.250% 8/1 | 70202LAB8 | 753 | 713,000 | PRN | SOLE | 713,000 | 0 | 0 | ||
| PARSONS CORP DEL | NOTE 0.250% 8/1 | 70202LAB8 | 7,936 | 7,519,000 | PRN | OTR | 1 | 0 | 7,519,000 | 0 | |
| PATRICK INDS INC | DBCV 1.000% 2/0 | 703343AB9 | 6,251 | 6,385,000 | PRN | DFND | 1 | 0 | 6,384,000 | 1,000 | |
| PATRICK INDS INC | DBCV 1.000% 2/0 | 703343AB9 | 90 | 92,000 | PRN | OTR | 4 | 0 | 92,000 | 0 | |
| PDC ENERGY INC | COM | 69327R101 | 9,468 | 153,669 | SH | OTR | 1 | 0 | 153,669 | 0 | |
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 5,250 | 5,863,000 | PRN | OTR | 1 | 0 | 5,863,000 | 0 | |
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 106 | 119,000 | PRN | OTR | 4 | 0 | 119,000 | 0 | |
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 7,188 | 8,072,000 | PRN | DFND | 1 | 0 | 8,070,000 | 2,000 | |
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 531 | 593,000 | PRN | SOLE | 593,000 | 0 | 0 | ||
| PELOTON INTERACTIVE INC | NOTE 2/1 | 70614WAB6 | 173 | 272,000 | PRN | SOLE | 272,000 | 0 | 0 | ||
| PENN NATL GAMING INC | NOTE 2.750% 5/1 | 707569AU3 | 117 | 79,000 | PRN | SOLE | 79,000 | 0 | 0 | ||
| PENN NATL GAMING INC | NOTE 2.750% 5/1 | 707569AU3 | 1 | 1,000 | PRN | DFND | 1 | 0 | 1,000 | 0 | |
| PENNYMAC CORP | NOTE 5.500%11/0 | 70932AAD5 | 97 | 100,000 | PRN | SOLE | 100,000 | 0 | 0 | ||
| PG&E CORP | UNIT 99/99/9999 | 69331C140 | 30,290 | 315,000 | SH | OTR | 1 | 0 | 315,000 | 0 | |
| PG&E CORP | UNIT 99/99/9999 | 69331C140 | 1,946 | 20,242 | SH | SOLE | 20,242 | 0 | 0 | ||
| PG&E CORP | UNIT 99/99/9999 | 69331C140 | 7,372 | 77,112 | SH | DFND | 1 | 0 | 77,096 | 16 | |
| PG&E CORP | UNIT 99/99/9999 | 69331C140 | 109 | 1,144 | SH | OTR | 4 | 0 | 1,144 | 0 | |
| PGIM GLOBAL HIGH YIELD FD FO | COM | 69346J106 | 265 | 23,084 | SH | SOLE | 23,084 | 0 | 0 | ||
| PIONEER MUNICIPAL HIGH INCOM | COM | 723762100 | 6,419 | 735,260 | SH | SOLE | 735,260 | 0 | 0 | ||
| PIONEER MUNICIPAL HIGH INCOM | COM | 723762100 | 2,341 | 268,191 | SH | OTR | 1 | 0 | 268,191 | 0 | |
| PIONEER MUNICIPAL HIGH INCOM | COM SHS | 723763108 | 3,023 | 325,717 | SH | OTR | 1 | 0 | 325,717 | 0 | |
| PIONEER MUNICIPAL HIGH INCOM | COM SHS | 723763108 | 4,284 | 461,642 | SH | SOLE | 461,642 | 0 | 0 | ||
| PIONEER NAT RES CO | NOTE 0.250% 5/1 | 723787AP2 | 20,528 | 9,495,000 | PRN | DFND | 1 | 0 | 9,493,000 | 2,000 | |
| PIONEER NAT RES CO | NOTE 0.250% 5/1 | 723787AP2 | 116,073 | 53,564,000 | PRN | OTR | 1 | 0 | 53,564,000 | 0 | |
| PIONEER NAT RES CO | NOTE 0.250% 5/1 | 723787AP2 | 298 | 138,000 | PRN | OTR | 4 | 0 | 138,000 | 0 | |
| PIONEER NAT RES CO | NOTE 0.250% 5/1 | 723787AP2 | 7,457 | 3,441,000 | PRN | SOLE | 3,441,000 | 0 | 0 | ||
| PURE STORAGE INC | NOTE 0.125% 4/1 | 74624MAB8 | 156 | 139,000 | PRN | SOLE | 139,000 | 0 | 0 | ||
| Q2 HLDGS INC | NOTE 0.750% 2/1 | 74736LAB5 | 59 | 70,000 | PRN | SOLE | 70,000 | 0 | 0 | ||
| Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 6,004 | 7,195,000 | PRN | OTR | 1 | 0 | 7,195,000 | 0 | |
| Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 538 | 645,000 | PRN | SOLE | 645,000 | 0 | 0 | ||
| RAMBUS INC DEL | NOTE 1.375% 2/0 | 750917AG1 | 239 | 199,000 | PRN | SOLE | 199,000 | 0 | 0 | ||
| RAMBUS INC DEL | NOTE 1.375% 2/0 | 750917AG1 | 10,487 | 8,728,000 | PRN | OTR | 1 | 0 | 8,728,000 | 0 | |
| RAPID7 INC | NOTE 0.250% 3/1 | 753422AF1 | 217 | 240,000 | PRN | SOLE | 240,000 | 0 | 0 | ||
| RBC BEARINGS INC | 5% CNV PFD SR A | 75524B203 | 3,138 | 32,877 | SH | OTR | 1 | 0 | 32,877 | 0 | |
| RBC BEARINGS INC | 5% CNV PFD SR A | 75524B203 | 1 | 11 | SH | DFND | 1 | 0 | 11 | 0 | |
| RBC BEARINGS INC | 5% CNV PFD SR A | 75524B203 | 151 | 1,577 | SH | SOLE | 1,577 | 0 | 0 | ||
| REALOGY GRP LLC/REALOGY CO | NOTE 0.250% 6/1 | 75606DAP6 | 147 | 200,000 | PRN | SOLE | 200,000 | 0 | 0 | ||
| REDWOOD TRUST INC | NOTE 4.750% 8/1 | 758075AC9 | 76 | 80,000 | PRN | SOLE | 80,000 | 0 | 0 | ||
| REPLIGEN CORP | NOTE 0.375% 7/1 | 759916AB5 | 111 | 73,000 | PRN | SOLE | 73,000 | 0 | 0 | ||
| REPLIGEN CORP | NOTE 0.375% 7/1 | 759916AB5 | 2 | 1,000 | PRN | DFND | 1 | 0 | 1,000 | 0 | |
| RINGCENTRAL INC | NOTE 3/0 | 76680RAF4 | 2,594 | 3,154,000 | PRN | SOLE | 3,154,000 | 0 | 0 | ||
| RINGCENTRAL INC | NOTE 3/0 | 76680RAF4 | 92 | 112,000 | PRN | OTR | 4 | 0 | 112,000 | 0 | |
| RINGCENTRAL INC | NOTE 3/0 | 76680RAF4 | 6,265 | 7,664,000 | PRN | DFND | 1 | 0 | 7,662,000 | 2,000 | |
| RINGCENTRAL INC | NOTE 3/0 | 76680RAF4 | 40,967 | 49,808,000 | PRN | OTR | 1 | 0 | 49,808,000 | 0 | |
| ROYAL CARIBBEAN GROUP | NOTE 2.875%11/1 | 780153BF8 | 94 | 103,000 | PRN | SOLE | 103,000 | 0 | 0 | ||
| ROYAL CARIBBEAN GROUP | NOTE 4.250% 6/1 | 780153BB7 | 95 | 99,000 | PRN | OTR | 4 | 0 | 99,000 | 0 | |
| ROYAL CARIBBEAN GROUP | NOTE 4.250% 6/1 | 780153BB7 | 1,252 | 1,304,000 | PRN | SOLE | 1,304,000 | 0 | 0 | ||
| ROYAL CARIBBEAN GROUP | NOTE 4.250% 6/1 | 780153BB7 | 6,405 | 6,707,000 | PRN | DFND | 1 | 0 | 6,706,000 | 1,000 | |
| ROYAL CARIBBEAN GROUP | NOTE 4.250% 6/1 | 780153BB7 | 16,250 | 16,927,000 | PRN | OTR | 1 | 0 | 16,927,000 | 0 | |
| SABRE GLBL INC | NOTE 4.000% 4/1 | 78573NAE2 | 224 | 215,000 | PRN | SOLE | 215,000 | 0 | 0 | ||
| SABRE GLBL INC | NOTE 4.000% 4/1 | 78573NAE2 | 3,150 | 3,020,000 | PRN | OTR | 1 | 0 | 3,020,000 | 0 | |
| SAILPOINT TECHNOLOGIES HLDGS | NOTE 0.125% 9/1 | 78781PAB1 | 122 | 55,000 | PRN | SOLE | 55,000 | 0 | 0 | ||
| SAREPTA THERAPEUTICS INC | DBCV 1.500%11/1 | 803607AB6 | 1 | 1,000 | PRN | DFND | 1 | 0 | 1,000 | 0 | |
| SAREPTA THERAPEUTICS INC | DBCV 1.500%11/1 | 803607AB6 | 169 | 135,000 | PRN | SOLE | 135,000 | 0 | 0 | ||
| SHIFT4 PMTS INC | NOTE 12/1 | 82452JAB5 | 4,855 | 6,020,000 | PRN | OTR | 1 | 0 | 6,020,000 | 0 | |
| SHIFT4 PMTS INC | NOTE 12/1 | 82452JAB5 | 355 | 440,000 | PRN | SOLE | 440,000 | 0 | 0 | ||
| SHOPIFY INC | NOTE 0.125%11/0 | 82509LAA5 | 1,269 | 1,515,000 | PRN | SOLE | 1,515,000 | 0 | 0 | ||
| SHOPIFY INC | NOTE 0.125%11/0 | 82509LAA5 | 28,261 | 33,745,000 | PRN | OTR | 1 | 0 | 33,745,000 | 0 | |
| SILICON LABORATORIES INC | NOTE 0.625% 6/1 | 826919AD4 | 8,816 | 6,821,000 | PRN | DFND | 1 | 0 | 6,820,000 | 1,000 | |
| SILICON LABORATORIES INC | NOTE 0.625% 6/1 | 826919AD4 | 48,017 | 37,007,000 | PRN | OTR | 1 | 0 | 37,007,000 | 0 | |
| SILICON LABORATORIES INC | NOTE 0.625% 6/1 | 826919AD4 | 132 | 102,000 | PRN | OTR | 4 | 0 | 102,000 | 0 | |
| SILICON LABORATORIES INC | NOTE 0.625% 6/1 | 826919AD4 | 2,787 | 2,148,000 | PRN | SOLE | 2,148,000 | 0 | 0 | ||
| SNAP INC | NOTE 0.750% 8/0 | 83304AAB2 | 43 | 45,000 | PRN | OTR | 4 | 0 | 45,000 | 0 | |
| SNAP INC | NOTE 0.750% 8/0 | 83304AAB2 | 229 | 241,000 | PRN | SOLE | 241,000 | 0 | 0 | ||
| SNAP INC | NOTE 0.750% 8/0 | 83304AAB2 | 2,856 | 3,013,000 | PRN | DFND | 1 | 0 | 3,012,000 | 1,000 | |
| SNAP INC | NOTE 5/0 | 83304AAF3 | 843 | 1,208,000 | PRN | SOLE | 1,208,000 | 0 | 0 | ||
| SNAP INC | NOTE 5/0 | 83304AAF3 | 14,350 | 20,573,000 | PRN | OTR | 1 | 0 | 20,573,000 | 0 | |
| SOLAREDGE TECHNOLOGIES INC | NOTE 9/1 | 83417MAD6 | 2 | 2,000 | PRN | DFND | 1 | 0 | 2,000 | 0 | |
| SOLAREDGE TECHNOLOGIES INC | NOTE 9/1 | 83417MAD6 | 19,600 | 16,239,000 | PRN | OTR | 1 | 0 | 16,239,000 | 0 | |
| SOLAREDGE TECHNOLOGIES INC | NOTE 9/1 | 83417MAD6 | 952 | 789,000 | PRN | SOLE | 789,000 | 0 | 0 | ||
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 105 | 89,000 | PRN | OTR | 4 | 0 | 89,000 | 0 | |
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 4,367 | 3,697,000 | PRN | SOLE | 3,697,000 | 0 | 0 | ||
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 66,824 | 56,571,000 | PRN | OTR | 1 | 0 | 56,571,000 | 0 | |
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 7,311 | 6,209,000 | PRN | DFND | 1 | 0 | 6,208,000 | 1,000 | |
| SPDR GOLD TR | GOLD SHS | 78463V107 | 12,691 | 75,336 | SH | OTR | 1 | 0 | 75,336 | 0 | |
| SPIRIT AIRLS INC | NOTE 1.000% 5/1 | 848577AB8 | 67 | 74,000 | PRN | OTR | 4 | 0 | 74,000 | 0 | |
| SPIRIT AIRLS INC | NOTE 1.000% 5/1 | 848577AB8 | 4,336 | 4,810,000 | PRN | DFND | 1 | 0 | 4,809,000 | 1,000 | |
| SPIRIT AIRLS INC | NOTE 1.000% 5/1 | 848577AB8 | 113 | 125,000 | PRN | SOLE | 125,000 | 0 | 0 | ||
| SPLUNK INC | NOTE 0.500% 9/1 | 848637AC8 | 2,479 | 2,577,000 | PRN | SOLE | 2,577,000 | 0 | 0 | ||
| SPLUNK INC | NOTE 0.500% 9/1 | 848637AC8 | 31,988 | 33,252,000 | PRN | OTR | 1 | 0 | 33,252,000 | 0 | |
| SPLUNK INC | NOTE 1.125% 9/1 | 848637AD6 | 69 | 74,000 | PRN | OTR | 4 | 0 | 74,000 | 0 | |
| SPLUNK INC | NOTE 1.125% 9/1 | 848637AD6 | 4,584 | 4,890,000 | PRN | DFND | 1 | 0 | 4,889,000 | 1,000 | |
| STANLEY BLACK & DECKER INC | UNIT 11/15/2022 | 854502846 | 23,462 | 346,400 | SH | OTR | 1 | 0 | 346,400 | 0 | |
| STANLEY BLACK & DECKER INC | UNIT 11/15/2022 | 854502846 | 1,422 | 21,000 | SH | SOLE | 21,000 | 0 | 0 | ||
| SUMMIT HOTEL PPTYS | NOTE 1.500% 2/1 | 866082AA8 | 1,270 | 1,494,000 | PRN | SOLE | 1,494,000 | 0 | 0 | ||
| SUMMIT HOTEL PPTYS | NOTE 1.500% 2/1 | 866082AA8 | 21,933 | 25,804,000 | PRN | OTR | 1 | 0 | 25,804,000 | 0 | |
| TABULA RASA HEALTHCARE INC | NOTE 1.750% 2/1 | 873379AA9 | 52 | 75,000 | PRN | SOLE | 75,000 | 0 | 0 | ||
| TALOS ENERGY INC | COM | 87484T108 | 8,385 | 542,007 | SH | SOLE | 542,007 | 0 | 0 | ||
| TALOS ENERGY INC | COM | 87484T108 | 96 | 6,187 | SH | OTR | 5 | 0 | 6,187 | 0 | |
| TALOS ENERGY INC | COM | 87484T108 | 43,372 | 2,803,590 | SH | OTR | 1 | 0 | 2,803,590 | 0 | |
| TELADOC HEALTH INC | NOTE 1.250% 6/0 | 87918AAF2 | 90 | 123,000 | PRN | OTR | 4 | 0 | 123,000 | 0 | |
| TELADOC HEALTH INC | NOTE 1.250% 6/0 | 87918AAF2 | 5,960 | 8,137,000 | PRN | DFND | 1 | 0 | 8,135,000 | 2,000 | |
| TELADOC HEALTH INC | NOTE 1.250% 6/0 | 87918AAF2 | 2,724 | 3,694,000 | PRN | SOLE | 3,694,000 | 0 | 0 | ||
| TELADOC HEALTH INC | NOTE 1.250% 6/0 | 87918AAF2 | 42,650 | 57,830,000 | PRN | OTR | 1 | 0 | 57,830,000 | 0 | |
| TERADYNE INC | NOTE 1.250%12/1 | 880770AG7 | 170 | 60,000 | PRN | SOLE | 60,000 | 0 | 0 | ||
| TESLA INC | NOTE 2.000% 5/1 | 88160RAG6 | 238 | 22,000 | PRN | SOLE | 22,000 | 0 | 0 | ||
| TRANSOCEAN INC | DEB 0.500% 1/3 | 893830BJ7 | 130 | 135,000 | PRN | SOLE | 135,000 | 0 | 0 | ||
| TWITTER INC | NOTE 0.250% 6/1 | 90184LAF9 | 270 | 275,000 | PRN | SOLE | 275,000 | 0 | 0 | ||
| TWITTER INC | NOTE 3/1 | 90184LAN2 | 231 | 260,000 | PRN | SOLE | 260,000 | 0 | 0 | ||
| TYLER TEX INDPT SCH DIST | NOTE 0.250% 3/1 | 902252AB1 | 320 | 340,000 | PRN | SOLE | 340,000 | 0 | 0 | ||
| UBER TECHNOLOGIES INC | NOTE 12/1 | 90353TAJ9 | 1,368 | 1,704,000 | PRN | SOLE | 1,704,000 | 0 | 0 | ||
| UBER TECHNOLOGIES INC | NOTE 12/1 | 90353TAJ9 | 2 | 3,000 | PRN | DFND | 1 | 0 | 3,000 | 0 | |
| UBER TECHNOLOGIES INC | NOTE 12/1 | 90353TAJ9 | 22,348 | 27,840,000 | PRN | OTR | 1 | 0 | 27,840,000 | 0 | |
| UNITED STATES STL CORP | NOTE 5.000%11/0 | 912909AT5 | 85 | 54,000 | PRN | SOLE | 54,000 | 0 | 0 | ||
| VAIL RESORTS INC | NOTE 1/0 | 91879QAN9 | 7,727 | 8,882,000 | PRN | DFND | 1 | 0 | 8,880,000 | 2,000 | |
| VAIL RESORTS INC | NOTE 1/0 | 91879QAN9 | 2,894 | 3,307,000 | PRN | SOLE | 3,307,000 | 0 | 0 | ||
| VAIL RESORTS INC | NOTE 1/0 | 91879QAN9 | 113 | 130,000 | PRN | OTR | 4 | 0 | 130,000 | 0 | |
| VAIL RESORTS INC | NOTE 1/0 | 91879QAN9 | 51,288 | 58,615,000 | PRN | OTR | 1 | 0 | 58,615,000 | 0 | |
| VEECO INSTRS INC DEL | NOTE 2.700% 1/1 | 922417AD2 | 94 | 95,000 | PRN | SOLE | 95,000 | 0 | 0 | ||
| VIAVI SOLUTIONS INC | NOTE 1.000% 3/0 | 925550AB1 | 51 | 45,000 | PRN | OTR | 4 | 0 | 45,000 | 0 | |
| VIAVI SOLUTIONS INC | NOTE 1.000% 3/0 | 925550AB1 | 1,469 | 1,299,000 | PRN | SOLE | 1,299,000 | 0 | 0 | ||
| VIAVI SOLUTIONS INC | NOTE 1.000% 3/0 | 925550AB1 | 3,558 | 3,156,000 | PRN | DFND | 1 | 0 | 3,155,000 | 1,000 | |
| VIAVI SOLUTIONS INC | NOTE 1.000% 3/0 | 925550AB1 | 32,594 | 28,812,000 | PRN | OTR | 1 | 0 | 28,812,000 | 0 | |
| VISHAY INTERTECHNOLOGY INC | NOTE 2.250% 6/1 | 928298AP3 | 128 | 135,000 | PRN | SOLE | 135,000 | 0 | 0 | ||
| VISTRA CORP | COM | 92840M102 | 318 | 13,918 | SH | OTR | 2 | 0 | 13,918 | 0 | |
| WAYFAIR INC | NOTE 0.625%10/0 | 94419LAM3 | 2 | 3,000 | PRN | DFND | 1 | 0 | 3,000 | 0 | |
| WAYFAIR INC | NOTE 0.625%10/0 | 94419LAM3 | 186 | 280,000 | PRN | SOLE | 280,000 | 0 | 0 | ||
| WAYFAIR INC | NOTE 1.000% 8/1 | 94419LAF8 | 164 | 255,000 | PRN | SOLE | 255,000 | 0 | 0 | ||
| WAYFAIR INC | NOTE 1.000% 8/1 | 94419LAF8 | 1 | 1,000 | PRN | DFND | 1 | 0 | 1,000 | 0 | |
| WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 60 | 49 | SH | OTR | 4 | 0 | 49 | 0 | |
| WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 3,792 | 3,120 | SH | DFND | 1 | 0 | 3,119 | 1 | |
| WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 28,758 | 23,816 | SH | OTR | 1 | 0 | 23,816 | 0 | |
| WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 3,800 | 3,147 | SH | SOLE | 3,147 | 0 | 0 | ||
| WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 958102AP0 | 4 | 4,000 | PRN | DFND | 1 | 0 | 4,000 | 0 | |
| WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 958102AP0 | 944 | 988,000 | PRN | SOLE | 988,000 | 0 | 0 | ||
| WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 958102AP0 | 4,425 | 4,634,000 | PRN | OTR | 1 | 0 | 4,634,000 | 0 | |
| WHITING PETE CORP NEW | COM NEW | 966387508 | 16,325 | 239,968 | SH | OTR | 1 | 0 | 239,968 | 0 | |
| WHITING PETE CORP NEW | COM NEW | 966387508 | 1,994 | 29,317 | SH | SOLE | 29,317 | 0 | 0 | ||
| WINNEBAGO INDS INC | NOTE 1.500% 4/0 | 974637AB6 | 77 | 75,000 | PRN | SOLE | 75,000 | 0 | 0 | ||
| WORKDAY INC | NOTE 0.250%10/0 | 98138HAF8 | 23,873 | 22,780,000 | PRN | OTR | 1 | 0 | 22,780,000 | 0 | |
| WORKDAY INC | NOTE 0.250%10/0 | 98138HAF8 | 5,116 | 4,893,000 | PRN | DFND | 1 | 0 | 4,892,000 | 1,000 | |
| WORKDAY INC | NOTE 0.250%10/0 | 98138HAF8 | 1,543 | 1,472,000 | PRN | SOLE | 1,472,000 | 0 | 0 | ||
| WORKDAY INC | NOTE 0.250%10/0 | 98138HAF8 | 78 | 75,000 | PRN | OTR | 4 | 0 | 75,000 | 0 | |
| WORKIVA INC | NOTE 1.125% 8/1 | 98139AAB1 | 87 | 80,000 | PRN | SOLE | 80,000 | 0 | 0 | ||
| ZENDESK INC | NOTE 0.625% 6/1 | 98936JAD3 | 17,571 | 18,049,000 | PRN | OTR | 1 | 0 | 18,049,000 | 0 | |
| ZENDESK INC | NOTE 0.625% 6/1 | 98936JAD3 | 845 | 868,000 | PRN | SOLE | 868,000 | 0 | 0 | ||
| ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 106 | 113,000 | PRN | OTR | 4 | 0 | 113,000 | 0 | |
| ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 2,182 | 2,304,000 | PRN | SOLE | 2,304,000 | 0 | 0 | ||
| ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 7,350 | 7,803,000 | PRN | DFND | 1 | 0 | 7,801,000 | 2,000 | |
| ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 32,035 | 33,828,000 | PRN | OTR | 1 | 0 | 33,828,000 | 0 | |
| ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 2 | 2,000 | PRN | DFND | 1 | 0 | 2,000 | 0 | |
| ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 1,253 | 1,031,000 | PRN | SOLE | 1,031,000 | 0 | 0 | ||
| ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 21,516 | 17,701,000 | PRN | OTR | 1 | 0 | 17,701,000 | 0 | |
| ZYNGA INC | NOTE 12/1 | 98986TAD0 | 17,216 | 17,130,000 | PRN | OTR | 1 | 0 | 17,130,000 | 0 | |
| ZYNGA INC | NOTE 12/1 | 98986TAD0 | 1,350 | 1,343,000 | PRN | SOLE | 1,343,000 | 0 | 0 | ||