The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||||||
| UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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| COLUMN 1 | COLUMN 2 | COLUMN 3 | COLUMN 4 | COLUMN 5 | COLUMN 6 | COLUMN 7 | COLUMN 8 | ||||
| VALUE | SHRS OR | SH/ | PUT/ | INVESTMENT | OTHER | VOTING AUTHORITY | |||||
| NAME OF ISSUER | TITLE OF CLASS | CUSIP | (x$1000) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
| 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 | 75 | 76,000 | PRN | SOLE | 76,000 | 0 | 0 | ||
| AES CORP | UNIT 02/15/2024 | 00130H204 | 7,187 | 81,324 | SH | DFND | 1 | 0 | 81,306 | 18 | |
| AES CORP | UNIT 02/15/2024 | 00130H204 | 1,163 | 13,200 | SH | SOLE | 13,200 | 0 | 0 | ||
| AES CORP | UNIT 02/15/2024 | 00130H204 | 26,233 | 297,700 | SH | OTR | 1 | 0 | 297,700 | 0 | |
| AES CORP | UNIT 02/15/2024 | 00130H204 | 109 | 1,231 | SH | OTR | 4 | 0 | 1,231 | 0 | |
| AIR TRANS SVCS GROUP INC | NOTE 1.125%10/1 | 00922RAB1 | 65 | 65,000 | PRN | SOLE | 65,000 | 0 | 0 | ||
| AIRBNB INC | NOTE 3/1 | 009066AB7 | 348 | 418,000 | PRN | SOLE | 418,000 | 0 | 0 | ||
| AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 77 | 76,000 | PRN | OTR | 4 | 0 | 76,000 | 0 | |
| AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 567 | 555,000 | PRN | SOLE | 555,000 | 0 | 0 | ||
| AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 4,899 | 4,822,000 | PRN | DFND | 1 | 0 | 4,821,000 | 1,000 | |
| AKAMAI TECHNOLOGIES INC | NOTE 0.375% 9/0 | 00971TAL5 | 32,580 | 34,826,000 | PRN | OTR | 1 | 0 | 34,826,000 | 0 | |
| AKAMAI TECHNOLOGIES INC | NOTE 0.375% 9/0 | 00971TAL5 | 1,923 | 2,056,000 | PRN | SOLE | 2,056,000 | 0 | 0 | ||
| ALARM COM HLDGS INC | NOTE 1/1 | 011642AB1 | 210 | 255,000 | PRN | SOLE | 255,000 | 0 | 0 | ||
| ALARM COM HLDGS INC | NOTE 1/1 | 011642AB1 | 5,778 | 7,025,000 | PRN | OTR | 1 | 0 | 7,025,000 | 0 | |
| ALLIANCEBERNSTEIN GLOBAL HIG | COM | 01879R106 | 246 | 27,704 | SH | SOLE | 27,704 | 0 | 0 | ||
| ALTERYX INC | NOTE 0.500% 8/0 | 02156BAD5 | 278 | 309,000 | PRN | SOLE | 309,000 | 0 | 0 | ||
| AMERICAN AIRLINES GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 | 569 | 561,000 | PRN | SOLE | 561,000 | 0 | 0 | ||
| AMERICAN AIRLINES GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 | 14,123 | 13,935,000 | PRN | OTR | 1 | 0 | 13,935,000 | 0 | |
| AMERICAN EAGLE OUTFITTERS IN | NOTE 3.750% 4/1 | 02553EAB2 | 134 | 98,000 | PRN | SOLE | 98,000 | 0 | 0 | ||
| APELLIS PHARMACEUTICALS INC | NOTE 3.500% 9/1 | 03753UAB2 | 154 | 79,000 | PRN | SOLE | 79,000 | 0 | 0 | ||
| ARES CAPITAL CORP | NOTE 4.625% 3/0 | 04010LAW3 | 103 | 100,000 | PRN | OTR | 3 | 0 | 100,000 | 0 | |
| ARES CAPITAL CORP | NOTE 4.625% 3/0 | 04010LAW3 | 7,097 | 6,920,000 | PRN | SOLE | 6,920,000 | 0 | 0 | ||
| ARES CAPITAL CORP | NOTE 4.625% 3/0 | 04010LAW3 | 16,702 | 16,285,000 | PRN | OTR | 1 | 0 | 16,285,000 | 0 | |
| BECTON DICKINSON & CO | 6% DP CONV PFD B | 075887406 | 6,410 | 135,971 | SH | DFND | 1 | 0 | 135,942 | 29 | |
| BECTON DICKINSON & CO | 6% DP CONV PFD B | 075887406 | 9,053 | 193,200 | SH | OTR | 1 | 0 | 193,200 | 0 | |
| BECTON DICKINSON & CO | 6% DP CONV PFD B | 075887406 | 97 | 2,059 | SH | OTR | 4 | 0 | 2,059 | 0 | |
| BECTON DICKINSON & CO | 6% DP CONV PFD B | 075887406 | 1,359 | 29,000 | SH | SOLE | 29,000 | 0 | 0 | ||
| BENTLEY SYS INC | NOTE 0.125% 1/1 | 08265TAB5 | 5,889 | 7,015,000 | PRN | OTR | 1 | 0 | 7,015,000 | 0 | |
| BENTLEY SYS INC | NOTE 0.125% 1/1 | 08265TAB5 | 364 | 434,000 | PRN | SOLE | 434,000 | 0 | 0 | ||
| BENTLEY SYS INC | NOTE 0.375% 7/0 | 08265TAD1 | 152 | 200,000 | PRN | SOLE | 200,000 | 0 | 0 | ||
| BEYOND MEAT INC | NOTE 3/1 | 08862EAB5 | 104 | 339,000 | PRN | SOLE | 339,000 | 0 | 0 | ||
| BIGCOMMERCE HLDGS INC | NOTE 0.250%10/0 | 08975PAB4 | 147 | 200,000 | PRN | SOLE | 200,000 | 0 | 0 | ||
| BILL COM HLDGS INC | NOTE 12/0 | 090043AB6 | 10,877 | 9,870,000 | PRN | OTR | 1 | 0 | 9,870,000 | 0 | |
| BILL COM HLDGS INC | NOTE 12/0 | 090043AB6 | 721 | 654,000 | PRN | SOLE | 654,000 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 10,905 | 11,006,000 | PRN | DFND | 1 | 0 | 11,004,000 | 2,000 | |
| BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 163 | 165,000 | PRN | OTR | 4 | 0 | 165,000 | 0 | |
| BIOMARIN PHARMACEUTICAL INC | NOTE 1.250% 5/1 | 09061GAK7 | 4,634 | 4,643,000 | PRN | SOLE | 4,643,000 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | NOTE 1.250% 5/1 | 09061GAK7 | 72,262 | 72,400,000 | PRN | OTR | 1 | 0 | 72,400,000 | 0 | |
| BK OF AMERICA CORP | 7.25%CNV PFD L | 060505682 | 3,355 | 2,854 | SH | SOLE | 2,854 | 0 | 0 | ||
| BK OF AMERICA CORP | 7.25%CNV PFD L | 060505682 | 7,364 | 6,278 | SH | DFND | 1 | 0 | 6,277 | 1 | |
| BK OF AMERICA CORP | 7.25%CNV PFD L | 060505682 | 116 | 99 | SH | OTR | 4 | 0 | 99 | 0 | |
| BK OF AMERICA CORP | 7.25%CNV PFD L | 060505682 | 27,869 | 23,708 | SH | OTR | 1 | 0 | 23,708 | 0 | |
| BK OF AMERICA CORP | COM | 060505104 | 0 | 0 | SH | SOLE | 0 | 0 | 0 | ||
| BK OF AMERICA CORP | COM | 060505104 | 20,122 | 666,299 | SH | OTR | 1 | 0 | 666,299 | 0 | |
| BLACKLINE INC | NOTE 0.125% 8/0 | 09239BAB5 | 94 | 90,000 | PRN | SOLE | 90,000 | 0 | 0 | ||
| BLACKLINE INC | NOTE 3/1 | 09239BAD1 | 163 | 200,000 | PRN | SOLE | 200,000 | 0 | 0 | ||
| BLACKROCK CR ALLOCATION INCO | COM | 092508100 | 235 | 24,596 | SH | SOLE | 24,596 | 0 | 0 | ||
| BLACKROCK MUN INCOME QUALITY | COM | 092479104 | 241 | 21,958 | SH | OTR | 1 | 0 | 21,958 | 0 | |
| BLACKROCK MUN INCOME QUALITY | COM | 092479104 | 0 | 0 | SH | SOLE | 0 | 0 | 0 | ||
| BLACKROCK MUN TARGET TERM TR | COM SHS BEN IN | 09257P105 | 19,994 | 974,367 | SH | SOLE | 974,367 | 0 | 0 | ||
| BLACKROCK MUN TARGET TERM TR | COM SHS BEN IN | 09257P105 | 8,769 | 427,334 | SH | OTR | 1 | 0 | 427,334 | 0 | |
| BLACKROCK MUNICIPAL INCOME | COM | 09253X102 | 16,538 | 1,522,877 | SH | SOLE | 1,522,877 | 0 | 0 | ||
| BLACKROCK MUNICIPAL INCOME | COM | 09253X102 | 2,867 | 263,968 | SH | OTR | 1 | 0 | 263,968 | 0 | |
| BLACKROCK MUNIHLDGS NJ QLTY | COM | 09254X101 | 4,352 | 370,721 | SH | OTR | 1 | 0 | 370,721 | 0 | |
| BLACKROCK MUNIHLDGS NJ QLTY | COM | 09254X101 | 9,842 | 838,355 | SH | SOLE | 838,355 | 0 | 0 | ||
| BLACKROCK MUNIHLDGS NY QLTY | COM | 09255C106 | 7,565 | 771,926 | SH | SOLE | 771,926 | 0 | 0 | ||
| BLACKROCK MUNIHLDGS NY QLTY | COM | 09255C106 | 5,146 | 525,108 | SH | OTR | 1 | 0 | 525,108 | 0 | |
| BLACKROCK MUNIHLDNGS CALI QL | COM | 09254L107 | 6,667 | 620,785 | SH | OTR | 1 | 0 | 620,785 | 0 | |
| BLACKROCK MUNIHLDNGS CALI QL | COM | 09254L107 | 8,315 | 774,238 | SH | SOLE | 774,238 | 0 | 0 | ||
| BLACKROCK MUNIHOLDINGS FD IN | COM | 09253N104 | 1,648 | 146,484 | SH | OTR | 1 | 0 | 146,484 | 0 | |
| BLACKROCK MUNIHOLDINGS FD IN | COM | 09253N104 | 5,536 | 492,132 | SH | SOLE | 492,132 | 0 | 0 | ||
| BLACKROCK MUNIYIELD MICH QU | COM | 09254V105 | 3,440 | 277,877 | SH | OTR | 1 | 0 | 277,877 | 0 | |
| BLACKROCK MUNIYIELD MICH QU | COM | 09254V105 | 10,485 | 846,944 | SH | SOLE | 846,944 | 0 | 0 | ||
| BLACKROCK MUNIYIELD N Y QUAL | COM | 09255E102 | 4,046 | 429,060 | SH | SOLE | 429,060 | 0 | 0 | ||
| BLACKROCK MUNIYIELD N Y QUAL | COM | 09255E102 | 5,126 | 543,595 | SH | OTR | 1 | 0 | 543,595 | 0 | |
| BLACKROCK MUNIYIELD QUALITY | COM | 09254G108 | 5,598 | 558,164 | SH | SOLE | 558,164 | 0 | 0 | ||
| BLACKROCK MUNIYIELD QUALITY | COM | 09254G108 | 5,899 | 588,091 | SH | OTR | 1 | 0 | 588,091 | 0 | |
| BLACKROCK MUNIYILD QULT FD I | COM | 09254F100 | 3,174 | 287,227 | SH | OTR | 1 | 0 | 287,227 | 0 | |
| BLACKROCK MUNIYILD QULT FD I | COM | 09254F100 | 1,916 | 173,422 | SH | SOLE | 173,422 | 0 | 0 | ||
| BLACKROCK N Y MUN INCOME TRU | SH BEN INT | 09248L106 | 385 | 39,397 | SH | OTR | 1 | 0 | 39,397 | 0 | |
| BLACKROCK N Y MUN INCOME TRU | SH BEN INT | 09248L106 | 643 | 65,741 | SH | SOLE | 65,741 | 0 | 0 | ||
| BLOCK INC | NOTE 0.125% 3/0 | 852234AF0 | 52 | 57,000 | PRN | OTR | 4 | 0 | 57,000 | 0 | |
| BLOCK INC | NOTE 0.125% 3/0 | 852234AF0 | 3,646 | 4,023,000 | PRN | DFND | 1 | 0 | 4,022,000 | 1,000 | |
| BLOCK INC | NOTE 0.250%11/0 | 852234AK9 | 1,264 | 1,755,000 | PRN | SOLE | 1,755,000 | 0 | 0 | ||
| BLOCK INC | NOTE 0.250%11/0 | 852234AK9 | 17,814 | 24,742,000 | PRN | OTR | 1 | 0 | 24,742,000 | 0 | |
| BLOCK INC | NOTE 5/0 | 852234AJ2 | 23,041 | 29,333,000 | PRN | OTR | 1 | 0 | 29,333,000 | 0 | |
| BLOCK INC | NOTE 5/0 | 852234AJ2 | 1,358 | 1,729,000 | PRN | SOLE | 1,729,000 | 0 | 0 | ||
| BLOOMIN BRANDS INC | NOTE 5.000% 5/0 | 094235AB4 | 87 | 51,000 | PRN | SOLE | 51,000 | 0 | 0 | ||
| BOOKING HOLDINGS INC | NOTE 0.750% 5/0 | 09857LAN8 | 2,127 | 1,763,000 | PRN | SOLE | 1,763,000 | 0 | 0 | ||
| BOOKING HOLDINGS INC | NOTE 0.750% 5/0 | 09857LAN8 | 25,332 | 21,000,000 | PRN | OTR | 1 | 0 | 21,000,000 | 0 | |
| BOSTON SCIENTIFIC CORP | 5.50% CNV PFD A | 101137206 | 349 | 3,400 | SH | SOLE | 3,400 | 0 | 0 | ||
| BOX INC | NOTE 1/1 | 10316TAB0 | 111 | 100,000 | PRN | SOLE | 100,000 | 0 | 0 | ||
| BRIDGEBIO PHARMA INC | NOTE 2.500% 3/1 | 10806XAB8 | 8,305 | 13,870,000 | PRN | OTR | 1 | 0 | 13,870,000 | 0 | |
| BRIDGEBIO PHARMA INC | NOTE 2.500% 3/1 | 10806XAB8 | 444 | 741,000 | PRN | SOLE | 741,000 | 0 | 0 | ||
| BROADCOM INC | COM | 11135F101 | 8,215 | 18,502 | SH | DFND | 1 | 0 | 18,499 | 3 | |
| BROADCOM INC | COM | 11135F101 | 119 | 269 | SH | OTR | 4 | 0 | 269 | 0 | |
| BURLINGTON STORES INC | NOTE 2.250% 4/1 | 122017AB2 | 5,592 | 5,886,000 | PRN | DFND | 1 | 0 | 5,885,000 | 1,000 | |
| BURLINGTON STORES INC | NOTE 2.250% 4/1 | 122017AB2 | 2,745 | 2,874,000 | PRN | SOLE | 2,874,000 | 0 | 0 | ||
| BURLINGTON STORES INC | NOTE 2.250% 4/1 | 122017AB2 | 82 | 86,000 | PRN | OTR | 4 | 0 | 86,000 | 0 | |
| BURLINGTON STORES INC | NOTE 2.250% 4/1 | 122017AB2 | 38,301 | 40,106,000 | PRN | OTR | 1 | 0 | 40,106,000 | 0 | |
| CABLE ONE INC | NOTE 1.125% 3/1 | 12685JAG0 | 26,534 | 36,598,000 | PRN | OTR | 1 | 0 | 36,598,000 | 0 | |
| CABLE ONE INC | NOTE 1.125% 3/1 | 12685JAG0 | 1,901 | 2,622,000 | PRN | SOLE | 2,622,000 | 0 | 0 | ||
| CABLE ONE INC | NOTE 1.125% 3/1 | 12685JAG0 | 6,852 | 9,516,000 | PRN | DFND | 1 | 0 | 9,514,000 | 2,000 | |
| CABLE ONE INC | NOTE 1.125% 3/1 | 12685JAG0 | 104 | 144,000 | PRN | OTR | 4 | 0 | 144,000 | 0 | |
| CALIFORNIA RES CORP | COM STOCK | 13057Q305 | 1,580 | 41,116 | SH | OTR | 1 | 0 | 41,116 | 0 | |
| CALIFORNIA RES CORP | COM STOCK | 13057Q305 | 75 | 1,957 | SH | SOLE | 1,957 | 0 | 0 | ||
| CARNIVAL CORP | NOTE 5.750% 4/0 | 143658BE1 | 89 | 88,000 | PRN | SOLE | 88,000 | 0 | 0 | ||
| CERIDIAN HCM HLDG INC | NOTE 0.250% 3/1 | 15677JAD0 | 203 | 250,000 | PRN | SOLE | 250,000 | 0 | 0 | ||
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 1,075 | 1,381,000 | PRN | SOLE | 1,381,000 | 0 | 0 | ||
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 14,548 | 18,696,000 | PRN | OTR | 1 | 0 | 18,696,000 | 0 | |
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 7,492 | 9,690,000 | PRN | DFND | 1 | 0 | 9,688,000 | 2,000 | |
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 112 | 145,000 | PRN | OTR | 4 | 0 | 145,000 | 0 | |
| CHEFS WHSE INC | NOTE 1.875%12/0 | 163086AB7 | 22,883 | 23,231,000 | PRN | OTR | 1 | 0 | 23,231,000 | 0 | |
| CHEFS WHSE INC | NOTE 1.875%12/0 | 163086AB7 | 1,641 | 1,666,000 | PRN | SOLE | 1,666,000 | 0 | 0 | ||
| CHEGG INC | NOTE 9/0 | 163092AF6 | 14,376 | 18,817,000 | PRN | OTR | 1 | 0 | 18,817,000 | 0 | |
| CHEGG INC | NOTE 9/0 | 163092AF6 | 1,014 | 1,327,000 | PRN | SOLE | 1,327,000 | 0 | 0 | ||
| CHORD ENERGY CORPORATION | COM NEW | 674215207 | 2,121 | 15,506 | SH | SOLE | 15,506 | 0 | 0 | ||
| CHORD ENERGY CORPORATION | COM NEW | 674215207 | 17,993 | 131,556 | SH | OTR | 1 | 0 | 131,556 | 0 | |
| CLOUDFLARE INC | NOTE 8/1 | 18915MAC1 | 196 | 250,000 | PRN | SOLE | 250,000 | 0 | 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 | 379 | 273,000 | PRN | SOLE | 273,000 | 0 | 0 | ||
| COINBASE GLOBAL INC | NOTE 0.500% 6/0 | 19260QAB3 | 311 | 468,000 | PRN | SOLE | 468,000 | 0 | 0 | ||
| CONMED CORP | NOTE 2.625% 2/0 | 207410AF8 | 182 | 165,000 | PRN | SOLE | 165,000 | 0 | 0 | ||
| CONMED CORP | NOTE 2.625% 2/0 | 207410AF8 | 6,968 | 6,358,000 | PRN | DFND | 1 | 0 | 6,357,000 | 1,000 | |
| CONMED CORP | NOTE 2.625% 2/0 | 207410AF8 | 105 | 96,000 | PRN | OTR | 4 | 0 | 96,000 | 0 | |
| COUPA SOFTWARE INC | NOTE 0.375% 6/1 | 22266LAF3 | 16,962 | 21,929,000 | PRN | OTR | 1 | 0 | 21,929,000 | 0 | |
| COUPA SOFTWARE INC | NOTE 0.375% 6/1 | 22266LAF3 | 1,272 | 1,644,000 | PRN | SOLE | 1,644,000 | 0 | 0 | ||
| CRACKER BARREL OLD CTRY STOR | NOTE 0.625% 6/1 | 22410JAB2 | 167 | 200,000 | PRN | SOLE | 200,000 | 0 | 0 | ||
| CYBERARK SOFTWARE LTD | NOTE 11/1 | 23248VAB1 | 319 | 279,000 | PRN | SOLE | 279,000 | 0 | 0 | ||
| DANAHER CORPORATION | 5% CONV PFD B | 235851409 | 97,792 | 72,789 | SH | OTR | 1 | 0 | 72,789 | 0 | |
| DANAHER CORPORATION | 5% CONV PFD B | 235851409 | 6,267 | 4,665 | SH | SOLE | 4,665 | 0 | 0 | ||
| DANAHER CORPORATION | 5% CONV PFD B | 235851409 | 171 | 127 | SH | OTR | 4 | 0 | 127 | 0 | |
| DANAHER CORPORATION | 5% CONV PFD B | 235851409 | 11,171 | 8,290 | SH | DFND | 1 | 0 | 8,288 | 2 | |
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 1,294 | 1,085,000 | PRN | SOLE | 1,085,000 | 0 | 0 | ||
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 23,616 | 19,804,000 | PRN | OTR | 1 | 0 | 19,804,000 | 0 | |
| DELAWARE INVTS NATL MUN INCO | SH BEN INT | 24610T108 | 8,898 | 817,042 | SH | SOLE | 817,042 | 0 | 0 | ||
| DEXCOM INC | NOTE 0.250%11/1 | 252131AK3 | 30,860 | 33,317,000 | PRN | OTR | 1 | 0 | 33,317,000 | 0 | |
| DEXCOM INC | NOTE 0.250%11/1 | 252131AK3 | 2,112 | 2,280,000 | PRN | SOLE | 2,280,000 | 0 | 0 | ||
| DEXCOM INC | NOTE 0.250%11/1 | 252131AK3 | 111 | 120,000 | PRN | OTR | 4 | 0 | 120,000 | 0 | |
| DEXCOM INC | NOTE 0.250%11/1 | 252131AK3 | 7,221 | 7,838,000 | PRN | DFND | 1 | 0 | 7,837,000 | 1,000 | |
| DICKS SPORTING GOODS INC | NOTE 3.250% 4/1 | 253393AD4 | 350 | 107,000 | PRN | SOLE | 107,000 | 0 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 12/1 | 25470MAF6 | 1,996 | 3,020,000 | PRN | SOLE | 3,020,000 | 0 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 12/1 | 25470MAF6 | 25,988 | 39,316,000 | PRN | OTR | 1 | 0 | 39,316,000 | 0 | |
| DISH NETWORK CORPORATION | NOTE 2.375% 3/1 | 25470MAD1 | 157 | 175,000 | PRN | OTR | 3 | 0 | 175,000 | 0 | |
| DISH NETWORK CORPORATION | NOTE 2.375% 3/1 | 25470MAD1 | 24,239 | 27,060,000 | PRN | SOLE | 27,060,000 | 0 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 2.375% 3/1 | 25470MAD1 | 59,799 | 66,759,000 | PRN | OTR | 1 | 0 | 66,759,000 | 0 | |
| DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 104 | 150,000 | PRN | OTR | 3 | 0 | 150,000 | 0 | |
| DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 14,889 | 21,563,000 | PRN | SOLE | 21,563,000 | 0 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 8,449 | 12,280,000 | PRN | DFND | 1 | 0 | 12,278,000 | 2,000 | |
| DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 28,145 | 40,760,000 | PRN | OTR | 1 | 0 | 40,760,000 | 0 | |
| DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 133 | 194,000 | PRN | OTR | 4 | 0 | 194,000 | 0 | |
| DOCUSIGN INC | NOTE 0.500% 9/1 | 256163AB2 | 59 | 60,000 | PRN | SOLE | 60,000 | 0 | 0 | ||
| DOUBLELINE INCOME SOLUTIONS | COM | 258622109 | 232 | 21,480 | SH | SOLE | 21,480 | 0 | 0 | ||
| DRAFTKINGS INC NEW | NOTE 3/1 | 26142RAB0 | 131 | 200,000 | PRN | SOLE | 200,000 | 0 | 0 | ||
| DROPBOX INC | NOTE 3/0 | 26210CAD6 | 19,750 | 23,099,000 | PRN | OTR | 1 | 0 | 23,099,000 | 0 | |
| DROPBOX INC | NOTE 3/0 | 26210CAD6 | 1,601 | 1,873,000 | PRN | SOLE | 1,873,000 | 0 | 0 | ||
| DWS MUN INCOME TR | COM | 233368109 | 402 | 48,376 | SH | SOLE | 48,376 | 0 | 0 | ||
| DWS MUN INCOME TR | COM | 233368109 | 1,090 | 131,002 | SH | OTR | 1 | 0 | 131,002 | 0 | |
| EATON VANCE MUN BD FD | COM | 27827X101 | 583 | 60,261 | SH | SOLE | 60,261 | 0 | 0 | ||
| EATON VANCE NEW YORK MUN BD | COM | 27827Y109 | 4,069 | 481,489 | SH | SOLE | 481,489 | 0 | 0 | ||
| EATON VANCE NEW YORK MUN BD | COM | 27827Y109 | 112 | 13,241 | SH | OTR | 1 | 0 | 13,241 | 0 | |
| ELEVANCE HEALTH INC | NOTE 2.750%10/1 | 94973VBG1 | 5,467 | 845,000 | PRN | SOLE | 845,000 | 0 | 0 | ||
| ELEVANCE HEALTH INC | NOTE 2.750%10/1 | 94973VBG1 | 91,507 | 14,144,000 | PRN | OTR | 1 | 0 | 14,144,000 | 0 | |
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAH0 | 21,789 | 18,800,000 | PRN | OTR | 1 | 0 | 18,800,000 | 0 | |
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAH0 | 1,334 | 1,151,000 | PRN | SOLE | 1,151,000 | 0 | 0 | ||
| ENVESTNET INC | NOTE 1.750% 6/0 | 29404KAB2 | 2,693 | 2,741,000 | PRN | SOLE | 2,741,000 | 0 | 0 | ||
| ENVESTNET INC | NOTE 1.750% 6/0 | 29404KAB2 | 7,245 | 7,412,000 | PRN | DFND | 1 | 0 | 7,410,000 | 2,000 | |
| ENVESTNET INC | NOTE 1.750% 6/0 | 29404KAB2 | 106 | 108,000 | PRN | OTR | 4 | 0 | 108,000 | 0 | |
| ENVESTNET INC | NOTE 1.750% 6/0 | 29404KAB2 | 42,020 | 42,768,000 | PRN | OTR | 1 | 0 | 42,768,000 | 0 | |
| ENVISTA HOLDINGS CORPORATION | NOTE 2.375% 6/0 | 29415FAB0 | 218 | 132,000 | PRN | SOLE | 132,000 | 0 | 0 | ||
| EQT CORP | NOTE 1.750% 5/0 | 26884LAK5 | 7,644 | 2,769,000 | PRN | SOLE | 2,769,000 | 0 | 0 | ||
| EQT CORP | NOTE 1.750% 5/0 | 26884LAK5 | 128,530 | 46,557,000 | PRN | OTR | 1 | 0 | 46,557,000 | 0 | |
| EQT CORP | NOTE 1.750% 5/0 | 26884LAK5 | 16,250 | 5,897,000 | PRN | DFND | 1 | 0 | 5,896,000 | 1,000 | |
| EQT CORP | NOTE 1.750% 5/0 | 26884LAK5 | 240 | 87,000 | PRN | OTR | 4 | 0 | 87,000 | 0 | |
| ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 | 6,257 | 4,694,000 | PRN | DFND | 1 | 0 | 4,693,000 | 1,000 | |
| ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 | 39 | 29,000 | PRN | SOLE | 29,000 | 0 | 0 | ||
| ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 | 97 | 73,000 | PRN | OTR | 4 | 0 | 73,000 | 0 | |
| ETSY INC | NOTE 0.250% 6/1 | 29786AAN6 | 40,262 | 51,717,000 | PRN | OTR | 1 | 0 | 51,717,000 | 0 | |
| ETSY INC | NOTE 0.250% 6/1 | 29786AAN6 | 2,715 | 3,487,000 | PRN | SOLE | 3,487,000 | 0 | 0 | ||
| EURONET WORLDWIDE INC | NOTE 0.750% 3/1 | 298736AL3 | 21,432 | 23,585,000 | PRN | OTR | 1 | 0 | 23,585,000 | 0 | |
| EURONET WORLDWIDE INC | NOTE 0.750% 3/1 | 298736AL3 | 1,337 | 1,471,000 | PRN | SOLE | 1,471,000 | 0 | 0 | ||
| EVERBRIDGE INC | NOTE 0.125%12/1 | 29978AAC8 | 2,695 | 3,067,000 | PRN | DFND | 1 | 0 | 3,066,000 | 1,000 | |
| EVERBRIDGE INC | NOTE 0.125%12/1 | 29978AAC8 | 40 | 45,000 | PRN | OTR | 4 | 0 | 45,000 | 0 | |
| EVERBRIDGE INC | NOTE 0.125%12/1 | 29978AAC8 | 22,941 | 25,959,000 | PRN | OTR | 1 | 0 | 25,959,000 | 0 | |
| EVERBRIDGE INC | NOTE 0.125%12/1 | 29978AAC8 | 1,607 | 1,818,000 | PRN | SOLE | 1,818,000 | 0 | 0 | ||
| EVOLENT HEALTH INC | NOTE 1.500%10/1 | 30050BAD3 | 190 | 150,000 | PRN | SOLE | 150,000 | 0 | 0 | ||
| EXACT SCIENCES CORP | NOTE 0.375% 3/0 | 30063PAC9 | 28,413 | 44,570,000 | PRN | OTR | 1 | 0 | 44,570,000 | 0 | |
| EXACT SCIENCES CORP | NOTE 0.375% 3/0 | 30063PAC9 | 4,014 | 6,347,000 | PRN | DFND | 1 | 0 | 6,346,000 | 1,000 | |
| EXACT SCIENCES CORP | NOTE 0.375% 3/0 | 30063PAC9 | 2,068 | 3,244,000 | PRN | SOLE | 3,244,000 | 0 | 0 | ||
| EXACT SCIENCES CORP | NOTE 0.375% 3/0 | 30063PAC9 | 61 | 97,000 | PRN | OTR | 4 | 0 | 97,000 | 0 | |
| EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 113 | 162,000 | PRN | SOLE | 162,000 | 0 | 0 | ||
| EXPEDIA GROUP INC | NOTE 2/1 | 30212PBE4 | 4,854 | 5,580,000 | PRN | OTR | 1 | 0 | 5,580,000 | 0 | |
| EXPEDIA GROUP INC | NOTE 2/1 | 30212PBE4 | 551 | 633,000 | PRN | SOLE | 633,000 | 0 | 0 | ||
| FIVE9 INC | NOTE 0.500% 6/0 | 338307AD3 | 473 | 520,000 | PRN | SOLE | 520,000 | 0 | 0 | ||
| FIVE9 INC | NOTE 0.500% 6/0 | 338307AD3 | 8,738 | 9,608,000 | PRN | OTR | 1 | 0 | 9,608,000 | 0 | |
| FORD MTR CO DEL | NOTE 3/1 | 345370CZ1 | 102 | 112,000 | PRN | OTR | 4 | 0 | 112,000 | 0 | |
| FORD MTR CO DEL | NOTE 3/1 | 345370CZ1 | 7,028 | 7,685,000 | PRN | DFND | 1 | 0 | 7,683,000 | 2,000 | |
| FORD MTR CO DEL | NOTE 3/1 | 345370CZ1 | 55,796 | 60,681,000 | PRN | OTR | 1 | 0 | 60,681,000 | 0 | |
| FORD MTR CO DEL | NOTE 3/1 | 345370CZ1 | 3,671 | 3,992,000 | PRN | SOLE | 3,992,000 | 0 | 0 | ||
| FORUM ENERGY TECHNOLOGIES IN | NOTE 9.000% 8/0 | 34984VAC4 | 43,097 | 44,134,853 | PRN | OTR | 1 | 0 | 44,134,853 | 0 | |
| FORUM ENERGY TECHNOLOGIES IN | NOTE 9.000% 8/0 | 34984VAC4 | 123 | 125,914 | PRN | OTR | 3 | 0 | 125,914 | 0 | |
| FORUM ENERGY TECHNOLOGIES IN | NOTE 9.000% 8/0 | 34984VAC4 | 23,542 | 24,108,754 | PRN | SOLE | 24,108,754 | 0 | 0 | ||
| FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 141 | 85,000 | PRN | SOLE | 85,000 | 0 | 0 | ||
| GLOBAL X FDS | NASDAQ 100 COVER | 37954Y483 | 301 | 19,246 | SH | SOLE | 19,246 | 0 | 0 | ||
| GRANITE PT MTG TR INC | NOTE 6.375%10/0 | 38741LAC1 | 643 | 650,000 | PRN | SOLE | 650,000 | 0 | 0 | ||
| GREENBRIER COS INC | NOTE 2.875% 4/1 | 393657AM3 | 738 | 935,000 | PRN | SOLE | 935,000 | 0 | 0 | ||
| GREENBRIER COS INC | NOTE 2.875% 4/1 | 393657AM3 | 14,577 | 18,463,000 | PRN | OTR | 1 | 0 | 18,463,000 | 0 | |
| GUARDANT HEALTH INC | NOTE 11/1 | 40131MAB5 | 771 | 1,052,000 | PRN | SOLE | 1,052,000 | 0 | 0 | ||
| GUARDANT HEALTH INC | NOTE 11/1 | 40131MAB5 | 10,639 | 14,520,000 | PRN | OTR | 1 | 0 | 14,520,000 | 0 | |
| GUIDEWIRE SOFTWARE INC | NOTE 1.250% 3/1 | 40171VAA8 | 108 | 120,000 | PRN | SOLE | 120,000 | 0 | 0 | ||
| GULFPORT ENERGY CORP | COMMON SHARES | 402635502 | 140,603 | 1,592,514 | SH | OTR | 1 | 0 | 1,592,514 | 0 | |
| GULFPORT ENERGY CORP | COMMON SHARES | 402635502 | 48,750 | 552,159 | SH | SOLE | 552,159 | 0 | 0 | ||
| GULFPORT ENERGY CORP | COMMON SHARES | 402635502 | 390 | 4,415 | SH | OTR | 3 | 0 | 4,415 | 0 | |
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 14,863 | 18,580,000 | PRN | OTR | 1 | 0 | 18,580,000 | 0 | |
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 1,146 | 1,432,000 | PRN | SOLE | 1,432,000 | 0 | 0 | ||
| HALOZYME THERAPEUTICS INC | NOTE 0.250% 3/0 | 40637HAD1 | 6,000 | 7,049,000 | PRN | OTR | 1 | 0 | 7,049,000 | 0 | |
| HALOZYME THERAPEUTICS INC | NOTE 0.250% 3/0 | 40637HAD1 | 568 | 667,000 | PRN | SOLE | 667,000 | 0 | 0 | ||
| HELIX ENERGY SOLUTIONS GRP I | NOTE 6.750% 2/1 | 42330PAK3 | 3,085 | 3,032,000 | PRN | SOLE | 3,032,000 | 0 | 0 | ||
| HELIX ENERGY SOLUTIONS GRP I | NOTE 6.750% 2/1 | 42330PAK3 | 44,424 | 43,660,000 | PRN | OTR | 1 | 0 | 43,660,000 | 0 | |
| HELIX ENERGY SOLUTIONS GRP I | NOTE 6.750% 2/1 | 42330PAK3 | 7,720 | 7,663,000 | PRN | DFND | 1 | 0 | 7,662,000 | 1,000 | |
| HELIX ENERGY SOLUTIONS GRP I | NOTE 6.750% 2/1 | 42330PAK3 | 117 | 116,000 | PRN | OTR | 4 | 0 | 116,000 | 0 | |
| HUBSPOT INC | NOTE 0.375% 6/0 | 443573AD2 | 186 | 157,000 | PRN | SOLE | 157,000 | 0 | 0 | ||
| ILLUMINA INC | NOTE 8/1 | 452327AK5 | 35,926 | 37,422,000 | PRN | OTR | 1 | 0 | 37,422,000 | 0 | |
| ILLUMINA INC | NOTE 8/1 | 452327AK5 | 2,216 | 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 | 10,585 | 11,540,000 | PRN | OTR | 1 | 0 | 11,540,000 | 0 | |
| INFINERA CORP | NOTE 2.500% 3/0 | 45667GAE3 | 480 | 523,000 | PRN | SOLE | 523,000 | 0 | 0 | ||
| INSIGHT ENTERPRISES INC | NOTE 0.750% 2/1 | 45765UAB9 | 109 | 85,000 | PRN | SOLE | 85,000 | 0 | 0 | ||
| INSMED INC | NOTE 1.750% 1/1 | 457669AA7 | 183 | 187,000 | PRN | SOLE | 187,000 | 0 | 0 | ||
| INSULET CORP | NOTE 0.375% 9/0 | 45784PAK7 | 449 | 379,000 | PRN | SOLE | 379,000 | 0 | 0 | ||
| INTEGRA LIFESCIENCES HLDGS C | NOTE 0.500% 8/1 | 457985AM1 | 15,351 | 17,501,000 | PRN | OTR | 1 | 0 | 17,501,000 | 0 | |
| INTEGRA LIFESCIENCES HLDGS C | NOTE 0.500% 8/1 | 457985AM1 | 1,617 | 1,843,000 | PRN | SOLE | 1,843,000 | 0 | 0 | ||
| INTEGRA LIFESCIENCES HLDGS C | NOTE 0.500% 8/1 | 457985AM1 | 6,817 | 7,816,000 | PRN | DFND | 1 | 0 | 7,814,000 | 2,000 | |
| INTEGRA LIFESCIENCES HLDGS C | NOTE 0.500% 8/1 | 457985AM1 | 103 | 118,000 | PRN | OTR | 4 | 0 | 118,000 | 0 | |
| INTERDIGITAL INC | NOTE 2.000% 6/0 | 45867GAB7 | 6,909 | 7,360,000 | PRN | OTR | 1 | 0 | 7,360,000 | 0 | |
| INTERDIGITAL INC | NOTE 2.000% 6/0 | 45867GAB7 | 418 | 445,000 | PRN | SOLE | 445,000 | 0 | 0 | ||
| INVESCO EXCH TRADED FD TR II | TAXABLE MUN BD | 46138G805 | 271 | 10,580 | SH | SOLE | 10,580 | 0 | 0 | ||
| INVESCO PA VALUE MUN INC TR | COM | 46132K109 | 662 | 68,544 | SH | OTR | 1 | 0 | 68,544 | 0 | |
| INVESCO PA VALUE MUN INC TR | COM | 46132K109 | 2,116 | 219,217 | SH | SOLE | 219,217 | 0 | 0 | ||
| INVESCO QUALITY MUN INCOME T | COM | 46133G107 | 1,760 | 192,750 | SH | SOLE | 192,750 | 0 | 0 | ||
| INVESCO SR INCOME TR | COM | 46131H107 | 273 | 73,504 | SH | SOLE | 73,504 | 0 | 0 | ||
| INVITAE CORP | NOTE 2.000% 9/0 | 46185LAB9 | 96 | 120,000 | PRN | SOLE | 120,000 | 0 | 0 | ||
| IONIS PHARMACEUTICALS INC | NOTE 0.125%12/1 | 462222AB6 | 180 | 198,000 | PRN | SOLE | 198,000 | 0 | 0 | ||
| IONIS PHARMACEUTICALS INC | NOTE 4/0 | 462222AD2 | 1,741 | 1,753,000 | PRN | SOLE | 1,753,000 | 0 | 0 | ||
| IONIS PHARMACEUTICALS INC | NOTE 4/0 | 462222AD2 | 18,528 | 18,656,000 | PRN | OTR | 1 | 0 | 18,656,000 | 0 | |
| IONIS PHARMACEUTICALS INC | NOTE 4/0 | 462222AD2 | 56 | 57,000 | PRN | OTR | 4 | 0 | 57,000 | 0 | |
| IONIS PHARMACEUTICALS INC | NOTE 4/0 | 462222AD2 | 3,958 | 4,006,000 | PRN | DFND | 1 | 0 | 4,005,000 | 1,000 | |
| IRONWOOD PHARMACEUTICALS INC | NOTE 0.750% 6/1 | 46333XAF5 | 121 | 120,000 | PRN | SOLE | 120,000 | 0 | 0 | ||
| IRONWOOD PHARMACEUTICALS INC | NOTE 1.500% 6/1 | 46333XAH1 | 178 | 174,000 | PRN | SOLE | 174,000 | 0 | 0 | ||
| ISHARES GOLD TR | ISHARES NEW | 464285204 | 29,307 | 929,500 | SH | OTR | 1 | 0 | 929,500 | 0 | |
| ISHARES GOLD TR | ISHARES NEW | 464285204 | 0 | 0 | SH | SOLE | 0 | 0 | 0 | ||
| ISHARES TR | 3 7 YR TREAS BD | 464288661 | 593 | 5,190 | SH | SOLE | 5,190 | 0 | 0 | ||
| ISHARES TR | IBOXX INV CP ETF | 464287242 | 541 | 5,280 | SH | SOLE | 5,280 | 0 | 0 | ||
| ISHARES TR | MBS ETF | 464288588 | 678 | 7,400 | SH | SOLE | 7,400 | 0 | 0 | ||
| ISHARES TR | MSCI ACWI EX US | 464288240 | 13,610 | 340,154 | SH | OTR | 1 | 0 | 340,154 | 0 | |
| ISHARES TR | MSCI ACWI EX US | 464288240 | 0 | 0 | SH | SOLE | 0 | 0 | 0 | ||
| ITRON INC | NOTE 3/1 | 465741AN6 | 157 | 200,000 | PRN | SOLE | 200,000 | 0 | 0 | ||
| JAMF HLDG CORP | NOTE 0.125% 9/0 | 47074LAB1 | 204 | 250,000 | PRN | SOLE | 250,000 | 0 | 0 | ||
| JAZZ INVESTMENTS I LTD | NOTE 2.000% 6/1 | 472145AF8 | 424 | 394,000 | PRN | SOLE | 394,000 | 0 | 0 | ||
| JETBLUE AIRWAYS CORP | NOTE 0.500% 4/0 | 477143AP6 | 6,617 | 9,255,000 | PRN | OTR | 1 | 0 | 9,255,000 | 0 | |
| JETBLUE AIRWAYS CORP | NOTE 0.500% 4/0 | 477143AP6 | 588 | 823,000 | PRN | SOLE | 823,000 | 0 | 0 | ||
| KARYOPHARM THERAPEUTICS INC | NOTE 3.000%10/1 | 48576UAA4 | 179 | 221,000 | PRN | SOLE | 221,000 | 0 | 0 | ||
| KKR & CO INC | 6% MCONV PFD C | 48251W401 | 1,493 | 27,350 | SH | SOLE | 27,350 | 0 | 0 | ||
| KKR & CO INC | 6% MCONV PFD C | 48251W401 | 7,897 | 145,115 | SH | DFND | 1 | 0 | 145,084 | 31 | |
| KKR & CO INC | 6% MCONV PFD C | 48251W401 | 24,517 | 449,050 | SH | OTR | 1 | 0 | 449,050 | 0 | |
| KKR & CO INC | 6% MCONV PFD C | 48251W401 | 119 | 2,187 | SH | OTR | 4 | 0 | 2,187 | 0 | |
| KOSMOS ENERGY LTD | COM | 500688106 | 6,552 | 1,267,346 | SH | OTR | 1 | 0 | 1,267,346 | 0 | |
| KOSMOS ENERGY LTD | COM | 500688106 | 0 | 0 | SH | SOLE | 0 | 0 | 0 | ||
| LCI INDS | NOTE 1.125% 5/1 | 501812AB7 | 172 | 200,000 | PRN | SOLE | 200,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP DEL | NOTE 1.375%10/1 | 531229AB8 | 1,401 | 1,165,000 | PRN | SOLE | 1,165,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP DEL | NOTE 1.375%10/1 | 531229AB8 | 5,544 | 4,630,000 | PRN | DFND | 1 | 0 | 4,629,000 | 1,000 | |
| LIBERTY MEDIA CORP DEL | NOTE 1.375%10/1 | 531229AB8 | 28,018 | 23,300,000 | PRN | OTR | 1 | 0 | 23,300,000 | 0 | |
| LIBERTY MEDIA CORP DEL | NOTE 1.375%10/1 | 531229AB8 | 84 | 70,000 | PRN | OTR | 4 | 0 | 70,000 | 0 | |
| LIVE NATION ENTERTAINMENT IN | NOTE 2.500% 3/1 | 538034AQ2 | 19,628 | 16,537,000 | PRN | OTR | 1 | 0 | 16,537,000 | 0 | |
| LIVE NATION ENTERTAINMENT IN | NOTE 2.500% 3/1 | 538034AQ2 | 1,473 | 1,241,000 | PRN | SOLE | 1,241,000 | 0 | 0 | ||
| LIVENT CORP | NOTE 4.125% 7/1 | 53814LAB4 | 188 | 52,000 | PRN | SOLE | 52,000 | 0 | 0 | ||
| LIVEPERSON INC | NOTE 12/1 | 538146AD3 | 137 | 200,000 | PRN | SOLE | 200,000 | 0 | 0 | ||
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 48,773 | 52,025,000 | PRN | OTR | 1 | 0 | 52,025,000 | 0 | |
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 4,038 | 4,307,000 | PRN | SOLE | 4,307,000 | 0 | 0 | ||
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 105 | 113,000 | PRN | OTR | 4 | 0 | 113,000 | 0 | |
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 7,139 | 7,656,000 | PRN | DFND | 1 | 0 | 7,654,000 | 2,000 | |
| LYFT INC | NOTE 1.500% 5/1 | 55087PAB0 | 112 | 131,000 | PRN | SOLE | 131,000 | 0 | 0 | ||
| MARRIOTT VACATIONS WORLDWIDE | NOTE 1/1 | 57164YAD9 | 5,701 | 6,170,000 | PRN | OTR | 1 | 0 | 6,170,000 | 0 | |
| MARRIOTT VACATIONS WORLDWIDE | NOTE 1/1 | 57164YAD9 | 608 | 658,000 | PRN | SOLE | 658,000 | 0 | 0 | ||
| MFS MUN INCOME TR | SH BEN INT | 552738106 | 1,612 | 333,155 | SH | SOLE | 333,155 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC. | NOTE 0.125%11/1 | 595017AU8 | 69,583 | 68,383,000 | PRN | OTR | 1 | 0 | 68,383,000 | 0 | |
| MICROCHIP TECHNOLOGY INC. | NOTE 0.125%11/1 | 595017AU8 | 8,247 | 8,145,000 | PRN | DFND | 1 | 0 | 8,143,000 | 2,000 | |
| MICROCHIP TECHNOLOGY INC. | NOTE 0.125%11/1 | 595017AU8 | 4,039 | 3,969,000 | PRN | SOLE | 3,969,000 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC. | NOTE 0.125%11/1 | 595017AU8 | 127 | 125,000 | PRN | OTR | 4 | 0 | 125,000 | 0 | |
| MICROSTRATEGY INC | NOTE 2/1 | 594972AE1 | 228 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
| MONGODB INC | NOTE 0.250% 1/1 | 60937PAD8 | 17,096 | 14,615,000 | PRN | OTR | 1 | 0 | 14,615,000 | 0 | |
| MONGODB INC | NOTE 0.250% 1/1 | 60937PAD8 | 1,129 | 965,000 | PRN | SOLE | 965,000 | 0 | 0 | ||
| NANOSTRING TECHNOLOGIES INC | NOTE 2.625% 3/0 | 63009RAD1 | 85 | 100,000 | PRN | SOLE | 100,000 | 0 | 0 | ||
| NCL CORP LTD | NOTE 5.375% 8/0 | 62886HAX9 | 694 | 703,000 | PRN | SOLE | 703,000 | 0 | 0 | ||
| NCL CORP LTD | NOTE 5.375% 8/0 | 62886HAX9 | 7,428 | 7,530,000 | PRN | OTR | 1 | 0 | 7,530,000 | 0 | |
| NCL CORP LTD | NOTE 6.000% 5/1 | 62886HAT8 | 244 | 219,000 | PRN | SOLE | 219,000 | 0 | 0 | ||
| NCL CORP LTD | NOTE 6.000% 5/1 | 62886HAT8 | 5,139 | 4,605,000 | PRN | OTR | 1 | 0 | 4,605,000 | 0 | |
| NEUBERGER BERMAN N Y MUN FD | COM | 64124K102 | 238 | 25,745 | SH | SOLE | 25,745 | 0 | 0 | ||
| NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 117 | 120,000 | PRN | SOLE | 120,000 | 0 | 0 | ||
| NEXTERA ENERGY INC | UNIT 03/01/2023 | 65339F770 | 180 | 3,617 | SH | OTR | 4 | 0 | 3,617 | 0 | |
| NEXTERA ENERGY INC | UNIT 03/01/2023 | 65339F770 | 11,936 | 239,778 | SH | DFND | 1 | 0 | 239,726 | 52 | |
| NEXTERA ENERGY INC | UNIT 03/01/2023 | 65339F770 | 1,061 | 21,300 | SH | SOLE | 21,300 | 0 | 0 | ||
| NICE LTD | NOTE 9/1 | 653656AB4 | 87,321 | 94,248,000 | PRN | OTR | 1 | 0 | 94,248,000 | 0 | |
| NICE LTD | NOTE 9/1 | 653656AB4 | 166 | 180,000 | PRN | OTR | 4 | 0 | 180,000 | 0 | |
| NICE LTD | NOTE 9/1 | 653656AB4 | 11,020 | 11,959,000 | PRN | DFND | 1 | 0 | 11,956,000 | 3,000 | |
| NICE LTD | NOTE 9/1 | 653656AB4 | 4,886 | 5,274,000 | PRN | SOLE | 5,274,000 | 0 | 0 | ||
| NICE LTD | SPONSORED ADR | 653656108 | 21,972 | 116,725 | SH | OTR | 1 | 0 | 116,725 | 0 | |
| NICE LTD | SPONSORED ADR | 653656108 | 14,365 | 76,313 | SH | SOLE | 76,313 | 0 | 0 | ||
| NICE LTD | SPONSORED ADR | 653656108 | 1 | 4 | SH | DFND | 1 | 0 | 4 | 0 | |
| NOVOCURE LTD | NOTE 11/0 | 67011XAB9 | 136 | 150,000 | PRN | SOLE | 150,000 | 0 | 0 | ||
| NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 56,904 | 53,206,000 | PRN | OTR | 1 | 0 | 53,206,000 | 0 | |
| NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 8,037 | 7,550,000 | PRN | DFND | 1 | 0 | 7,548,000 | 2,000 | |
| NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 117 | 110,000 | PRN | OTR | 4 | 0 | 110,000 | 0 | |
| NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 2,869 | 2,683,000 | PRN | SOLE | 2,683,000 | 0 | 0 | ||
| NUVASIVE INC | NOTE 0.375% 3/1 | 670704AJ4 | 18,399 | 21,043,000 | PRN | OTR | 1 | 0 | 21,043,000 | 0 | |
| NUVASIVE INC | NOTE 0.375% 3/1 | 670704AJ4 | 107 | 123,000 | PRN | OTR | 4 | 0 | 123,000 | 0 | |
| NUVASIVE INC | NOTE 0.375% 3/1 | 670704AJ4 | 1,484 | 1,697,000 | PRN | SOLE | 1,697,000 | 0 | 0 | ||
| NUVASIVE INC | NOTE 0.375% 3/1 | 670704AJ4 | 7,060 | 8,097,000 | PRN | DFND | 1 | 0 | 8,096,000 | 1,000 | |
| NUVEEN AMT FREE QLTY MUN INC | COM | 670657105 | 18,100 | 1,707,583 | SH | SOLE | 1,707,583 | 0 | 0 | ||
| NUVEEN CR STRATEGIES INCOME | COM SHS | 67073D102 | 257 | 50,228 | SH | SOLE | 50,228 | 0 | 0 | ||
| NUVEEN NEW YORK AMT QLT MUNI | COM | 670656107 | 5,591 | 569,349 | SH | SOLE | 569,349 | 0 | 0 | ||
| NUVEEN NEW YORK AMT QLT MUNI | COM | 670656107 | 2,022 | 205,883 | SH | OTR | 1 | 0 | 205,883 | 0 | |
| NUVEEN PENNSYLVANIA QLT MUN | COM | 670972108 | 5,673 | 517,097 | SH | SOLE | 517,097 | 0 | 0 | ||
| NUVEEN QUALITY MUNCP INCOME | COM | 67066V101 | 2,072 | 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 | ||
| OIL STS INTL INC | NOTE 4.750% 4/0 | 678026AK1 | 41,325 | 51,208,000 | PRN | OTR | 1 | 0 | 51,208,000 | 0 | |
| OIL STS INTL INC | NOTE 4.750% 4/0 | 678026AK1 | 2,940 | 3,643,000 | PRN | SOLE | 3,643,000 | 0 | 0 | ||
| OKTA INC | NOTE 0.125% 9/0 | 679295AD7 | 10,756 | 12,805,000 | PRN | OTR | 1 | 0 | 12,805,000 | 0 | |
| OKTA INC | NOTE 0.125% 9/0 | 679295AD7 | 1,688 | 2,009,000 | PRN | SOLE | 2,009,000 | 0 | 0 | ||
| OMNICELL COM | NOTE 0.250% 9/1 | 68213NAD1 | 308 | 289,000 | PRN | SOLE | 289,000 | 0 | 0 | ||
| OMNICELL COM | NOTE 0.250% 9/1 | 68213NAD1 | 4,792 | 4,495,000 | PRN | OTR | 1 | 0 | 4,495,000 | 0 | |
| ON SEMICONDUCTOR CORP | NOTE 1.625%10/1 | 682189AP0 | 25,020 | 8,289,000 | PRN | OTR | 1 | 0 | 8,289,000 | 0 | |
| ON SEMICONDUCTOR CORP | NOTE 1.625%10/1 | 682189AP0 | 1,944 | 644,000 | PRN | SOLE | 644,000 | 0 | 0 | ||
| PACIRA BIOSCIENCES INC | NOTE 0.750% 8/0 | 695127AF7 | 22,436 | 22,749,000 | PRN | OTR | 1 | 0 | 22,749,000 | 0 | |
| PACIRA BIOSCIENCES INC | NOTE 0.750% 8/0 | 695127AF7 | 1,230 | 1,247,000 | PRN | SOLE | 1,247,000 | 0 | 0 | ||
| PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 130 | 77,000 | PRN | OTR | 4 | 0 | 77,000 | 0 | |
| PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 8,443 | 4,996,000 | PRN | DFND | 1 | 0 | 4,995,000 | 1,000 | |
| PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 2,080 | 1,227,000 | PRN | SOLE | 1,227,000 | 0 | 0 | ||
| PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 35,858 | 21,155,000 | PRN | OTR | 1 | 0 | 21,155,000 | 0 | |
| PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 49,775 | 26,811,000 | PRN | OTR | 1 | 0 | 26,811,000 | 0 | |
| PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 3,667 | 1,975,000 | PRN | SOLE | 1,975,000 | 0 | 0 | ||
| PARSONS CORP DEL | NOTE 0.250% 8/1 | 70202LAB8 | 7,775 | 7,519,000 | PRN | OTR | 1 | 0 | 7,519,000 | 0 | |
| PARSONS CORP DEL | NOTE 0.250% 8/1 | 70202LAB8 | 737 | 713,000 | PRN | SOLE | 713,000 | 0 | 0 | ||
| PATRICK INDS INC | DBCV 1.000% 2/0 | 703343AB9 | 6,097 | 6,234,000 | PRN | DFND | 1 | 0 | 6,233,000 | 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 | 8,881 | 153,669 | SH | OTR | 1 | 0 | 153,669 | 0 | |
| PDC ENERGY INC | COM | 69327R101 | 0 | 0 | SH | SOLE | 0 | 0 | 0 | ||
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 509 | 593,000 | PRN | SOLE | 593,000 | 0 | 0 | ||
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 101 | 118,000 | PRN | OTR | 4 | 0 | 118,000 | 0 | |
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 6,728 | 7,888,000 | PRN | DFND | 1 | 0 | 7,886,000 | 2,000 | |
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 5,030 | 5,863,000 | PRN | OTR | 1 | 0 | 5,863,000 | 0 | |
| PELOTON INTERACTIVE INC | NOTE 2/1 | 70614WAB6 | 185 | 272,000 | PRN | SOLE | 272,000 | 0 | 0 | ||
| PENN ENTERTAINMENT INC | NOTE 2.750% 5/1 | 707569AU3 | 111 | 79,000 | PRN | SOLE | 79,000 | 0 | 0 | ||
| PENNYMAC CORP | NOTE 5.500%11/0 | 70932AAD5 | 94 | 100,000 | PRN | SOLE | 100,000 | 0 | 0 | ||
| PERMIAN RESOURCES CORP | NOTE 3.250% 4/0 | 15136AAA0 | 2,522 | 1,879,000 | PRN | SOLE | 1,879,000 | 0 | 0 | ||
| PERMIAN RESOURCES CORP | NOTE 3.250% 4/0 | 15136AAA0 | 38,821 | 28,928,000 | PRN | OTR | 1 | 0 | 28,928,000 | 0 | |
| PG&E CORP | UNIT 08/16/2023 | 69331C140 | 8,602 | 75,301 | SH | DFND | 1 | 0 | 75,285 | 16 | |
| PG&E CORP | UNIT 08/16/2023 | 69331C140 | 130 | 1,141 | SH | OTR | 4 | 0 | 1,141 | 0 | |
| PG&E CORP | UNIT 08/16/2023 | 69331C140 | 36,202 | 315,000 | SH | OTR | 1 | 0 | 315,000 | 0 | |
| PG&E CORP | UNIT 08/16/2023 | 69331C140 | 2,384 | 20,742 | SH | SOLE | 20,742 | 0 | 0 | ||
| PGIM GLOBAL HIGH YIELD FD FO | COM | 69346J106 | 244 | 23,084 | SH | SOLE | 23,084 | 0 | 0 | ||
| PIONEER MUNICIPAL HIGH INCOM | COM | 723762100 | 4,785 | 633,816 | SH | SOLE | 633,816 | 0 | 0 | ||
| PIONEER MUNICIPAL HIGH INCOM | COM | 723762100 | 2,025 | 268,191 | SH | OTR | 1 | 0 | 268,191 | 0 | |
| PIONEER MUNICIPAL HIGH INCOM | COM SHS | 723763108 | 3,403 | 414,531 | SH | SOLE | 414,531 | 0 | 0 | ||
| PIONEER MUNICIPAL HIGH INCOM | COM SHS | 723763108 | 2,674 | 325,717 | SH | OTR | 1 | 0 | 325,717 | 0 | |
| PIONEER NAT RES CO | NOTE 0.250% 5/1 | 723787AP2 | 20,096 | 9,278,000 | PRN | DFND | 1 | 0 | 9,276,000 | 2,000 | |
| PIONEER NAT RES CO | NOTE 0.250% 5/1 | 723787AP2 | 7,405 | 3,411,000 | PRN | SOLE | 3,411,000 | 0 | 0 | ||
| PIONEER NAT RES CO | NOTE 0.250% 5/1 | 723787AP2 | 299 | 138,000 | PRN | OTR | 4 | 0 | 138,000 | 0 | |
| PIONEER NAT RES CO | NOTE 0.250% 5/1 | 723787AP2 | 116,287 | 53,564,000 | PRN | OTR | 1 | 0 | 53,564,000 | 0 | |
| PURE STORAGE INC | NOTE 0.125% 4/1 | 74624MAB8 | 157 | 139,000 | PRN | SOLE | 139,000 | 0 | 0 | ||
| Q2 HLDGS INC | NOTE 0.750% 2/1 | 74736LAB5 | 52 | 70,000 | PRN | SOLE | 70,000 | 0 | 0 | ||
| Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 5,724 | 7,195,000 | PRN | OTR | 1 | 0 | 7,195,000 | 0 | |
| Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 513 | 645,000 | PRN | SOLE | 645,000 | 0 | 0 | ||
| RAMBUS INC DEL | NOTE 1.375% 2/0 | 750917AG1 | 11,886 | 8,728,000 | PRN | OTR | 1 | 0 | 8,728,000 | 0 | |
| RAMBUS INC DEL | NOTE 1.375% 2/0 | 750917AG1 | 271 | 199,000 | PRN | SOLE | 199,000 | 0 | 0 | ||
| RAPID7 INC | NOTE 0.250% 3/1 | 753422AF1 | 183 | 240,000 | PRN | SOLE | 240,000 | 0 | 0 | ||
| REALOGY GRP LLC/REALOGY CO | NOTE 0.250% 6/1 | 75606DAP6 | 141 | 200,000 | PRN | SOLE | 200,000 | 0 | 0 | ||
| REDWOOD TRUST INC | NOTE 4.750% 8/1 | 758075AC9 | 79 | 80,000 | PRN | SOLE | 80,000 | 0 | 0 | ||
| REPLIGEN CORP | NOTE 0.375% 7/1 | 759916AB5 | 126 | 73,000 | PRN | SOLE | 73,000 | 0 | 0 | ||
| RINGCENTRAL INC | NOTE 3/0 | 76680RAF4 | 42,150 | 49,808,000 | PRN | OTR | 1 | 0 | 49,808,000 | 0 | |
| RINGCENTRAL INC | NOTE 3/0 | 76680RAF4 | 2,669 | 3,154,000 | PRN | SOLE | 3,154,000 | 0 | 0 | ||
| RINGCENTRAL INC | NOTE 3/0 | 76680RAF4 | 6,321 | 7,514,000 | PRN | DFND | 1 | 0 | 7,512,000 | 2,000 | |
| RINGCENTRAL INC | NOTE 3/0 | 76680RAF4 | 94 | 112,000 | PRN | OTR | 4 | 0 | 112,000 | 0 | |
| ROYAL CARIBBEAN GROUP | NOTE 2.875%11/1 | 780153BF8 | 97 | 103,000 | PRN | SOLE | 103,000 | 0 | 0 | ||
| ROYAL CARIBBEAN GROUP | NOTE 4.250% 6/1 | 780153BB7 | 96 | 99,000 | PRN | OTR | 4 | 0 | 99,000 | 0 | |
| ROYAL CARIBBEAN GROUP | NOTE 4.250% 6/1 | 780153BB7 | 6,335 | 6,514,000 | PRN | DFND | 1 | 0 | 6,513,000 | 1,000 | |
| SABRE GLBL INC | NOTE 4.000% 4/1 | 78573NAE2 | 2,911 | 3,020,000 | PRN | OTR | 1 | 0 | 3,020,000 | 0 | |
| SABRE GLBL INC | NOTE 4.000% 4/1 | 78573NAE2 | 207 | 215,000 | PRN | SOLE | 215,000 | 0 | 0 | ||
| SAREPTA THERAPEUTICS INC | DBCV 1.500%11/1 | 803607AB6 | 225 | 135,000 | PRN | SOLE | 135,000 | 0 | 0 | ||
| SAREPTA THERAPEUTICS INC | DEBT 1.250% 9/1 | 803607AC4 | 259 | 250,000 | PRN | SOLE | 250,000 | 0 | 0 | ||
| SHIFT4 PMTS INC | NOTE 0.500% 8/0 | 82452JAD1 | 1,786 | 2,325,000 | PRN | OTR | 1 | 0 | 2,325,000 | 0 | |
| SHIFT4 PMTS INC | NOTE 0.500% 8/0 | 82452JAD1 | 363 | 472,000 | PRN | SOLE | 472,000 | 0 | 0 | ||
| SHIFT4 PMTS INC | NOTE 12/1 | 82452JAB5 | 391 | 440,000 | PRN | SOLE | 440,000 | 0 | 0 | ||
| SHIFT4 PMTS INC | NOTE 12/1 | 82452JAB5 | 5,343 | 6,020,000 | PRN | OTR | 1 | 0 | 6,020,000 | 0 | |
| SILICON LABORATORIES INC | NOTE 0.625% 6/1 | 826919AD4 | 7,856 | 6,636,000 | PRN | DFND | 1 | 0 | 6,635,000 | 1,000 | |
| SILICON LABORATORIES INC | NOTE 0.625% 6/1 | 826919AD4 | 121 | 102,000 | PRN | OTR | 4 | 0 | 102,000 | 0 | |
| SILICON LABORATORIES INC | NOTE 0.625% 6/1 | 826919AD4 | 2,554 | 2,148,000 | PRN | SOLE | 2,148,000 | 0 | 0 | ||
| SILICON LABORATORIES INC | NOTE 0.625% 6/1 | 826919AD4 | 43,994 | 37,007,000 | PRN | OTR | 1 | 0 | 37,007,000 | 0 | |
| SNAP INC | NOTE 0.750% 8/0 | 83304AAB2 | 39 | 45,000 | PRN | OTR | 4 | 0 | 45,000 | 0 | |
| SNAP INC | NOTE 0.750% 8/0 | 83304AAB2 | 2,530 | 2,943,000 | PRN | DFND | 1 | 0 | 2,942,000 | 1,000 | |
| SNAP INC | NOTE 0.750% 8/0 | 83304AAB2 | 208 | 241,000 | PRN | SOLE | 241,000 | 0 | 0 | ||
| SNAP INC | NOTE 5/0 | 83304AAF3 | 839 | 1,208,000 | PRN | SOLE | 1,208,000 | 0 | 0 | ||
| SNAP INC | NOTE 5/0 | 83304AAF3 | 14,288 | 20,573,000 | PRN | OTR | 1 | 0 | 20,573,000 | 0 | |
| SOLAREDGE TECHNOLOGIES INC | NOTE 9/1 | 83417MAD6 | 863 | 789,000 | PRN | SOLE | 789,000 | 0 | 0 | ||
| SOLAREDGE TECHNOLOGIES INC | NOTE 9/1 | 83417MAD6 | 17,757 | 16,239,000 | PRN | OTR | 1 | 0 | 16,239,000 | 0 | |
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 102 | 89,000 | PRN | OTR | 4 | 0 | 89,000 | 0 | |
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 64,788 | 56,571,000 | PRN | OTR | 1 | 0 | 56,571,000 | 0 | |
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 4,342 | 3,791,000 | PRN | SOLE | 3,791,000 | 0 | 0 | ||
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 6,920 | 6,062,000 | PRN | DFND | 1 | 0 | 6,061,000 | 1,000 | |
| SPDR GOLD TR | GOLD SHS | 78463V107 | 10,879 | 70,336 | SH | OTR | 1 | 0 | 70,336 | 0 | |
| SPDR GOLD TR | GOLD SHS | 78463V107 | 0 | 0 | SH | SOLE | 0 | 0 | 0 | ||
| SPDR SER TR | BLOOMBERG 1-3 MO | 78468R663 | 302 | 3,300 | SH | SOLE | 3,300 | 0 | 0 | ||
| SPIRIT AIRLS INC | NOTE 1.000% 5/1 | 848577AB8 | 63 | 74,000 | PRN | OTR | 4 | 0 | 74,000 | 0 | |
| SPIRIT AIRLS INC | NOTE 1.000% 5/1 | 848577AB8 | 4,007 | 4,706,000 | PRN | DFND | 1 | 0 | 4,705,000 | 1,000 | |
| SPIRIT AIRLS INC | NOTE 1.000% 5/1 | 848577AB8 | 107 | 125,000 | PRN | SOLE | 125,000 | 0 | 0 | ||
| SPLUNK INC | NOTE 0.500% 9/1 | 848637AC8 | 31,771 | 33,252,000 | PRN | OTR | 1 | 0 | 33,252,000 | 0 | |
| SPLUNK INC | NOTE 0.500% 9/1 | 848637AC8 | 2,582 | 2,702,000 | PRN | SOLE | 2,702,000 | 0 | 0 | ||
| SPLUNK INC | NOTE 1.125% 9/1 | 848637AD6 | 65 | 74,000 | PRN | OTR | 4 | 0 | 74,000 | 0 | |
| SPLUNK INC | NOTE 1.125% 9/1 | 848637AD6 | 4,195 | 4,768,000 | PRN | DFND | 1 | 0 | 4,767,000 | 1,000 | |
| STANLEY BLACK & DECKER INC | UNIT 11/15/2022 | 854502846 | 1,025 | 21,000 | SH | SOLE | 21,000 | 0 | 0 | ||
| STANLEY BLACK & DECKER INC | UNIT 11/15/2022 | 854502846 | 16,908 | 346,400 | SH | OTR | 1 | 0 | 346,400 | 0 | |
| SUMMIT HOTEL PPTYS | NOTE 1.500% 2/1 | 866082AA8 | 1,246 | 1,494,000 | PRN | SOLE | 1,494,000 | 0 | 0 | ||
| SUMMIT HOTEL PPTYS | NOTE 1.500% 2/1 | 866082AA8 | 21,521 | 25,804,000 | PRN | OTR | 1 | 0 | 25,804,000 | 0 | |
| TABULA RASA HEALTHCARE INC | NOTE 1.750% 2/1 | 873379AA9 | 61 | 75,000 | PRN | SOLE | 75,000 | 0 | 0 | ||
| TALOS ENERGY INC | COM | 87484T108 | 46,680 | 2,803,590 | SH | OTR | 1 | 0 | 2,803,590 | 0 | |
| TALOS ENERGY INC | COM | 87484T108 | 103 | 6,187 | SH | OTR | 3 | 0 | 6,187 | 0 | |
| TALOS ENERGY INC | COM | 87484T108 | 9,024 | 542,007 | SH | SOLE | 542,007 | 0 | 0 | ||
| TELADOC HEALTH INC | NOTE 1.250% 6/0 | 87918AAF2 | 2,720 | 3,694,000 | PRN | SOLE | 3,694,000 | 0 | 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 | 5,813 | 7,949,000 | PRN | DFND | 1 | 0 | 7,947,000 | 2,000 | |
| TELADOC HEALTH INC | NOTE 1.250% 6/0 | 87918AAF2 | 35,230 | 47,847,000 | PRN | OTR | 1 | 0 | 47,847,000 | 0 | |
| TERADYNE INC | NOTE 1.250%12/1 | 880770AG7 | 142 | 60,000 | PRN | SOLE | 60,000 | 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 | 280 | 275,000 | PRN | SOLE | 275,000 | 0 | 0 | ||
| TWITTER INC | NOTE 3/1 | 90184LAN2 | 239 | 260,000 | PRN | SOLE | 260,000 | 0 | 0 | ||
| TYLER TEX INDPT SCH DIST | NOTE 0.250% 3/1 | 902252AB1 | 323 | 340,000 | PRN | SOLE | 340,000 | 0 | 0 | ||
| UBER TECHNOLOGIES INC | NOTE 12/1 | 90353TAJ9 | 23,244 | 27,840,000 | PRN | OTR | 1 | 0 | 27,840,000 | 0 | |
| UBER TECHNOLOGIES INC | NOTE 12/1 | 90353TAJ9 | 1,423 | 1,704,000 | PRN | SOLE | 1,704,000 | 0 | 0 | ||
| UNITED STATES STL CORP | NOTE 5.000%11/0 | 912909AT5 | 83 | 54,000 | PRN | SOLE | 54,000 | 0 | 0 | ||
| UPSTART HLDGS INC | NOTE 0.250% 8/1 | 91680MAB3 | 2,587 | 4,645,000 | PRN | OTR | 1 | 0 | 4,645,000 | 0 | |
| UPSTART HLDGS INC | NOTE 0.250% 8/1 | 91680MAB3 | 209 | 375,000 | PRN | SOLE | 375,000 | 0 | 0 | ||
| UPWORK INC | NOTE 0.250% 8/1 | 91688FAB0 | 100 | 136,000 | PRN | SOLE | 136,000 | 0 | 0 | ||
| VAIL RESORTS INC | NOTE 1/0 | 91879QAN9 | 51,325 | 58,615,000 | PRN | OTR | 1 | 0 | 58,615,000 | 0 | |
| VAIL RESORTS INC | NOTE 1/0 | 91879QAN9 | 7,617 | 8,749,000 | PRN | DFND | 1 | 0 | 8,747,000 | 2,000 | |
| VAIL RESORTS INC | NOTE 1/0 | 91879QAN9 | 113 | 130,000 | PRN | OTR | 4 | 0 | 130,000 | 0 | |
| VAIL RESORTS INC | NOTE 1/0 | 91879QAN9 | 2,942 | 3,360,000 | PRN | SOLE | 3,360,000 | 0 | 0 | ||
| VEECO INSTRS INC DEL | NOTE 2.700% 1/1 | 922417AD2 | 94 | 95,000 | PRN | SOLE | 95,000 | 0 | 0 | ||
| VERINT SYSTEMS INC | NOTE 0.250% 4/1 | 92343XAC4 | 209 | 250,000 | PRN | SOLE | 250,000 | 0 | 0 | ||
| VIAVI SOLUTIONS INC | NOTE 1.000% 3/0 | 925550AB1 | 1,458 | 1,299,000 | PRN | SOLE | 1,299,000 | 0 | 0 | ||
| VIAVI SOLUTIONS INC | NOTE 1.000% 3/0 | 925550AB1 | 32,334 | 28,812,000 | PRN | OTR | 1 | 0 | 28,812,000 | 0 | |
| VIAVI SOLUTIONS INC | NOTE 1.000% 3/0 | 925550AB1 | 3,448 | 3,083,000 | PRN | DFND | 1 | 0 | 3,082,000 | 1,000 | |
| VIAVI SOLUTIONS INC | NOTE 1.000% 3/0 | 925550AB1 | 50 | 45,000 | PRN | OTR | 4 | 0 | 45,000 | 0 | |
| VISHAY INTERTECHNOLOGY INC | NOTE 2.250% 6/1 | 928298AP3 | 126 | 135,000 | PRN | SOLE | 135,000 | 0 | 0 | ||
| VISTRA CORP | COM | 92840M102 | 0 | 0 | SH | SOLE | 0 | 0 | 0 | ||
| VISTRA CORP | COM | 92840M102 | 292 | 13,918 | SH | OTR | 2 | 0 | 13,918 | 0 | |
| WAYFAIR INC | NOTE 0.625%10/0 | 94419LAM3 | 189 | 280,000 | PRN | SOLE | 280,000 | 0 | 0 | ||
| WAYFAIR INC | NOTE 1.000% 8/1 | 94419LAF8 | 160 | 255,000 | PRN | SOLE | 255,000 | 0 | 0 | ||
| WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 59 | 49 | SH | OTR | 4 | 0 | 49 | 0 | |
| WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 27,896 | 23,816 | SH | OTR | 1 | 0 | 23,816 | 0 | |
| WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 3,661 | 3,041 | SH | DFND | 1 | 0 | 3,040 | 1 | |
| WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 4,155 | 3,547 | SH | SOLE | 3,547 | 0 | 0 | ||
| WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 958102AP0 | 941 | 988,000 | PRN | SOLE | 988,000 | 0 | 0 | ||
| WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 958102AP0 | 4,412 | 4,634,000 | PRN | OTR | 1 | 0 | 4,634,000 | 0 | |
| WINNEBAGO INDS INC | NOTE 1.500% 4/0 | 974637AB6 | 79 | 75,000 | PRN | SOLE | 75,000 | 0 | 0 | ||
| WORKIVA INC | NOTE 1.125% 8/1 | 98139AAB1 | 94 | 80,000 | PRN | SOLE | 80,000 | 0 | 0 | ||
| ZENDESK INC | NOTE 0.625% 6/1 | 98936JAD3 | 17,814 | 18,049,000 | PRN | OTR | 1 | 0 | 18,049,000 | 0 | |
| ZENDESK INC | NOTE 0.625% 6/1 | 98936JAD3 | 948 | 960,000 | PRN | SOLE | 960,000 | 0 | 0 | ||
| ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 2,106 | 2,304,000 | PRN | SOLE | 2,304,000 | 0 | 0 | ||
| ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 6,941 | 7,636,000 | PRN | DFND | 1 | 0 | 7,634,000 | 2,000 | |
| ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 30,919 | 33,828,000 | PRN | OTR | 1 | 0 | 33,828,000 | 0 | |
| ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 103 | 113,000 | PRN | OTR | 4 | 0 | 113,000 | 0 | |
| ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 1,318 | 1,031,000 | PRN | SOLE | 1,031,000 | 0 | 0 | ||
| ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 22,631 | 17,701,000 | PRN | OTR | 1 | 0 | 17,701,000 | 0 | |
| ZYNGA INC | NOTE 12/1 | 98986TAD0 | 17,060 | 17,130,000 | PRN | OTR | 1 | 0 | 17,130,000 | 0 | |
| ZYNGA INC | NOTE 12/1 | 98986TAD0 | 1,337 | 1,343,000 | PRN | SOLE | 1,343,000 | 0 | 0 | ||