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

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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (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