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

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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP FIGI (to the nearest dollar) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
ABRDN NATL MUN INCOME FD SH BEN INT 24610T108 BBG001S76Y64 4,101,306 401,695 SH   SOLE   401,695 0 0
AES CORP UNIT 02/15/2024 00130H204   22,613,292 297,700 SH   OTR 1 0 297,700 0
AES CORP UNIT 02/15/2024 00130H204   4,722,133 62,068 SH   DFND 1 307 61,689 72
AES CORP UNIT 02/15/2024 00130H204   172,093 2,262 SH   OTR 4 884 1,378 0
AES CORP UNIT 02/15/2024 00130H204   1,010,648 13,305 SH   SOLE   13,305 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0   286,875 225,000 PRN   SOLE   225,000 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0   5,010,150 3,945,000 PRN   DFND 1 92,000 3,849,000 4,000
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0   170,180 134,000 PRN   OTR 4 51,000 83,000 0
AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5   38,952,881 34,826,000 PRN   OTR 1 0 34,826,000 0
AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5   1,921,583 1,718,000 PRN   SOLE   1,718,000 0 0
ALNYLAM PHARMACEUTICALS INC NOTE 1.000% 9/1 02043QAB3   11,063,950 11,204,000 PRN   OTR 1 0 11,204,000 0
ALNYLAM PHARMACEUTICALS INC NOTE 1.000% 9/1 02043QAB3   745,563 755,000 PRN   SOLE   755,000 0 0
AMERICAN AIRLINES GROUP INC NOTE 6.500% 7/0 02376RAF9   15,502,688 13,935,000 PRN   OTR 1 0 13,935,000 0
AMERICAN AIRLINES GROUP INC NOTE 6.500% 7/0 02376RAF9   350,438 315,000 PRN   SOLE   315,000 0 0
APOLLO GLOBAL MGMT INC SER A MAND CNV 03769M304   222,684 3,949 SH   OTR 4 1,555 2,394 0
APOLLO GLOBAL MGMT INC SER A MAND CNV 03769M304   33,663,490 597,400 SH   OTR 1 0 597,400 0
APOLLO GLOBAL MGMT INC SER A MAND CNV 03769M304   1,983,520 35,200 SH   SOLE   35,200 0 0
APOLLO GLOBAL MGMT INC SER A MAND CNV 03769M304   6,399,081 113,479 SH   DFND 1 541 112,811 127
ARES CAPITAL CORP NOTE 4.625% 3/0 04010LAW3   811,984 785,000 PRN   SOLE   785,000 0 0
ARES CAPITAL CORP NOTE 4.625% 3/0 04010LAW3   11,466,047 11,085,000 PRN   OTR 1 0 11,085,000 0
ARRAY TECHNOLOGIES INC NOTE 1.000%12/0 04271TAB6   159,327 162,000 PRN   OTR 4 69,000 93,000 0
ARRAY TECHNOLOGIES INC NOTE 1.000%12/0 04271TAB6   15,481,067 15,681,000 PRN   OTR 1 0 15,681,000 0
ARRAY TECHNOLOGIES INC NOTE 1.000%12/0 04271TAB6   5,181,078 5,268,000 PRN   DFND 1 134,000 5,129,000 5,000
ARRAY TECHNOLOGIES INC NOTE 1.000%12/0 04271TAB6   1,033,651 1,047,000 PRN   SOLE   1,047,000 0 0
BANK AMERICA CORP 7.25%CNV PFD L 060505682   2,591,751 2,147 SH   SOLE   2,147 0 0
BANK AMERICA CORP 7.25%CNV PFD L 060505682   218,156 181 SH   OTR 4 69 112 0
BANK AMERICA CORP 7.25%CNV PFD L 060505682   28,619,112 23,708 SH   OTR 1 0 23,708 0
BANK AMERICA CORP 7.25%CNV PFD L 060505682   5,984,215 4,965 SH   DFND 1 22 4,938 5
BENTLEY SYS INC NOTE 0.125% 1/1 08265TAB5   1,003,031 1,010,000 PRN   SOLE   1,010,000 0 0
BENTLEY SYS INC NOTE 0.125% 1/1 08265TAB5   6,966,597 7,015,000 PRN   OTR 1 0 7,015,000 0
BILL HOLDINGS INC NOTE 12/0 090043AB6   546,940 580,000 PRN   SOLE   580,000 0 0
BILL HOLDINGS INC NOTE 12/0 090043AB6   9,307,410 9,870,000 PRN   OTR 1 0 9,870,000 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4   294,694 299,000 PRN   OTR 4 116,000 183,000 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4   8,648,640 8,775,000 PRN   DFND 1 214,000 8,551,000 10,000
BIOMARIN PHARMACEUTICAL INC NOTE 1.250% 5/1 09061GAK7   74,709,560 72,400,000 PRN   OTR 1 0 72,400,000 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.250% 5/1 09061GAK7   3,717,936 3,603,000 PRN   SOLE   3,603,000 0 0
BLACKLINE INC NOTE 3/1 09239BAD1   428,400 480,000 PRN   SOLE   480,000 0 0
BLACKROCK MUN INCOME QUALITY COM 092479104 BBG001S99KD9 126,830 11,314 SH   SOLE   11,314 0 0
BLACKROCK MUN INCOME QUALITY COM 092479104 BBG001S99KD9 160,258 14,296 SH   OTR 1 0 14,296 0
BLACKROCK MUN INCOME TR SH BEN INT 09248F109 BBG001SFL2F9 98,444 9,776 SH   SOLE   9,776 0 0
BLACKROCK MUN INCOME TR SH BEN INT 09248F109 BBG001SFL2F9 124,415 12,355 SH   OTR 1 0 12,355 0
BLACKROCK MUN TARGET TERM TR COM SHS BEN IN 09257P105 BBG003BPM0W5 8,888,547 427,334 SH   OTR 1 0 427,334 0
BLACKROCK MUN TARGET TERM TR COM SHS BEN IN 09257P105 BBG003BPM0W5 20,266,834 974,367 SH   SOLE   974,367 0 0
BLACKROCK MUNI INCOME TR II COM 09249N101 BBG001SKZFD6 139,929 13,102 SH   SOLE   13,102 0 0
BLACKROCK MUNI INCOME TR II COM 09249N101 BBG001SKZFD6 176,786 16,553 SH   OTR 1 0 16,553 0
BLACKROCK MUNICIPAL INCOME COM 09253X102 BBG001SLPP25 399,229 34,298 SH   SOLE   34,298 0 0
BLACKROCK MUNICIPAL INCOME COM 09253X102 BBG001SLPP25 515,210 44,262 SH   OTR 1 0 44,262 0
BLACKROCK MUNIHLDGS NJ QLTY COM 09254X101 BBG001S5PKX7 8,117,428 711,431 SH   SOLE   711,431 0 0
BLACKROCK MUNIHLDGS NJ QLTY COM 09254X101 BBG001S5PKX7 3,738,452 327,647 SH   OTR 1 0 327,647 0
BLACKROCK MUNIHLDGS NY QLTY COM 09255C106 BBG001SB8M69 6,165,755 586,656 SH   SOLE   586,656 0 0
BLACKROCK MUNIHLDGS NY QLTY COM 09255C106 BBG001SB8M69 5,518,885 525,108 SH   OTR 1 0 525,108 0
BLACKROCK MUNIHLDNGS CALI QL COM 09254L107 BBG001SBLZS1 250,247 22,484 SH   OTR 1 0 22,484 0
BLACKROCK MUNIHLDNGS CALI QL COM 09254L107 BBG001SBLZS1 199,138 17,892 SH   SOLE   17,892 0 0
BLACKROCK MUNIHOLDINGS FD IN COM 09253N104 BBG001S66J14 1,996,997 167,674 SH   OTR 1 0 167,674 0
BLACKROCK MUNIHOLDINGS FD IN COM 09253N104 BBG001S66J14 6,061,773 508,965 SH   SOLE   508,965 0 0
BLACKROCK MUNIVEST FD INC COM 09253R105 BBG001S5TGK6 140,171 19,687 SH   SOLE   19,687 0 0
BLACKROCK MUNIVEST FD INC COM 09253R105 BBG001S5TGK6 176,135 24,738 SH   OTR 1 0 24,738 0
BLACKROCK MUNIYIELD FD INC COM 09253W104 BBG001S6FY66 88,105 8,173 SH   SOLE   8,173 0 0
BLACKROCK MUNIYIELD FD INC COM 09253W104 BBG001S6FY66 111,325 10,327 SH   OTR 1 0 10,327 0
BLACKROCK MUNIYIELD MICH QU COM 09254V105 BBG001S75345 2,786,279 245,271 SH   OTR 1 0 245,271 0
BLACKROCK MUNIYIELD MICH QU COM 09254V105 BBG001S75345 4,766,065 419,548 SH   SOLE   419,548 0 0
BLACKROCK MUNIYIELD N Y QUAL COM 09255E102 BBG001S6TRK0 2,799,730 271,029 SH   SOLE   271,029 0 0
BLACKROCK MUNIYIELD N Y QUAL COM 09255E102 BBG001S6TRK0 5,615,336 543,595 SH   OTR 1 0 543,595 0
BLACKROCK MUNIYIELD QUALITY COM 09254G108 BBG001S742F6 6,086,742 588,091 SH   OTR 1 0 588,091 0
BLACKROCK MUNIYIELD QUALITY COM 09254G108 BBG001S742F6 4,181,421 404,002 SH   SOLE   404,002 0 0
BLACKROCK MUNIYILD QULT FD I COM 09254F100 BBG001S6Y4Q9 3,501,297 287,227 SH   OTR 1 0 287,227 0
BLACKROCK MUNIYILD QULT FD I COM 09254F100 BBG001S6Y4Q9 860,736 70,610 SH   SOLE   70,610 0 0
BLACKROCK N Y MUN INCOME TRU SH BEN INT 09248L106 BBG001SFL1C4 414,850 39,397 SH   OTR 1 0 39,397 0
BLACKROCK N Y MUN INCOME TRU SH BEN INT 09248L106 BBG001SFL1C4 416,851 39,587 SH   SOLE   39,587 0 0
BLOCK INC NOTE 0.125% 3/0 852234AF0   3,336,114 3,415,000 PRN   DFND 1 79,000 3,332,000 4,000
BLOCK INC NOTE 0.125% 3/0 852234AF0   39,151,299 39,873,000 PRN   OTR 1 0 39,873,000 0
BLOCK INC NOTE 0.125% 3/0 852234AF0   1,598,533 1,628,000 PRN   SOLE   1,628,000 0 0
BLOCK INC NOTE 0.125% 3/0 852234AF0   114,297 117,000 PRN   OTR 4 49,000 68,000 0
BOOKING HOLDINGS INC NOTE 0.750% 5/0 09857LAN8   2,808,646 1,487,000 PRN   SOLE   1,487,000 0 0
BOOKING HOLDINGS INC NOTE 0.750% 5/0 09857LAN8   39,664,800 21,000,000 PRN   OTR 1 0 21,000,000 0
BRIDGEBIO PHARMA INC NOTE 2.500% 3/1 10806XAB8   16,789,635 13,870,000 PRN   OTR 1 0 13,870,000 0
BRIDGEBIO PHARMA INC NOTE 2.500% 3/1 10806XAB8   700,880 579,000 PRN   SOLE   579,000 0 0
BURLINGTON STORES INC NOTE 2.250% 4/1 122017AB2   176,300 164,000 PRN   OTR 4 66,000 98,000 0
BURLINGTON STORES INC NOTE 2.250% 4/1 122017AB2   5,152,475 4,793,000 PRN   DFND 1 114,000 4,674,000 5,000
CABLE ONE INC NOTE 1.125% 3/1 12685JAG0   194,678 257,000 PRN   OTR 4 97,000 160,000 0
CABLE ONE INC NOTE 1.125% 3/1 12685JAG0   5,780,483 7,631,000 PRN   DFND 1 186,000 7,437,000 8,000
CABLE ONE INC NOTE 3/1 12685JAE5   68,280 80,000 PRN   OTR 5 0 80,000 0
CABLE ONE INC NOTE 3/1 12685JAE5   5,671,508 6,645,000 PRN   SOLE   6,645,000 0 0
CABLE ONE INC NOTE 3/1 12685JAE5   3,520,688 4,125,000 PRN   OTR 1 0 4,125,000 0
CENTURY ALUM CO NOTE 2.750% 5/0 156431AQ1   21,821 25,000 PRN   OTR 5 0 25,000 0
CENTURY ALUM CO NOTE 2.750% 5/0 156431AQ1   2,203,914 2,525,000 PRN   SOLE   2,525,000 0 0
CHART INDS INC 6.75DP CNV PFD B 16115Q407   7,081,337 127,408 SH   DFND 1 3,015 124,255 138
CHART INDS INC 6.75DP CNV PFD B 16115Q407   846,469 14,900 SH   SOLE   14,900 0 0
CHART INDS INC 6.75DP CNV PFD B 16115Q407   238,216 4,286 SH   OTR 4 1,687 2,599 0
CHART INDS INC 6.75DP CNV PFD B 16115Q407   19,122,246 336,600 SH   OTR 1 0 336,600 0
CHEESECAKE FACTORY INC NOTE 0.375% 6/1 163072AA9   6,767,175 7,846,000 PRN   DFND 1 191,000 7,646,000 9,000
CHEESECAKE FACTORY INC NOTE 0.375% 6/1 163072AA9   733,038 845,000 PRN   SOLE   845,000 0 0
CHEESECAKE FACTORY INC NOTE 0.375% 6/1 163072AA9   225,975 262,000 PRN   OTR 4 102,000 160,000 0
CHEESECAKE FACTORY INC NOTE 0.375% 6/1 163072AA9   16,218,780 18,696,000 PRN   OTR 1 0 18,696,000 0
CHEFS WHSE INC NOTE 1.875%12/0 163086AB7   26,393 27,000 PRN   SOLE   27,000 0 0
CHEFS WHSE INC NOTE 2.375%12/1 163086AE1   1,177,504 1,234,000 PRN   SOLE   1,234,000 0 0
CHEFS WHSE INC NOTE 2.375%12/1 163086AE1   22,229,439 23,296,000 PRN   OTR 1 0 23,296,000 0
CHEGG INC NOTE 9/0 163092AF6   37,575 45,000 PRN   SOLE   45,000 0 0
CHORD ENERGY CORPORATION COM NEW 674215207 BBG00Y7BLJF2 108,382 652 SH   SOLE   652 0 0
CHORD ENERGY CORPORATION COM NEW 674215207 BBG00Y7BLJF2 15,807,808 95,096 SH   OTR 1 0 95,096 0
CONMED CORP NOTE 2.250% 6/1 207410AH4   47,410,693 47,203,000 PRN   OTR 1 0 47,203,000 0
CONMED CORP NOTE 2.250% 6/1 207410AH4   6,575,053 6,579,000 PRN   DFND 1 159,000 6,413,000 7,000
CONMED CORP NOTE 2.250% 6/1 207410AH4   2,467,811 2,457,000 PRN   SOLE   2,457,000 0 0
CONMED CORP NOTE 2.250% 6/1 207410AH4   216,870 217,000 PRN   OTR 4 82,000 135,000 0
DANAHER CORPORATION COM 235851102 BBG001S5QGT0 34,751,201 150,217 SH   OTR 1 0 150,217 0
DATADOG INC NOTE 0.125% 6/1 23804LAB9   1,619,556 1,156,000 PRN   SOLE   1,156,000 0 0
DATADOG INC NOTE 0.125% 6/1 23804LAB9   27,745,404 19,804,000 PRN   OTR 1 0 19,804,000 0
DATADOG INC NOTE 0.125% 6/1 23804LAB9   7,326,208 5,248,000 PRN   DFND 1 127,000 5,116,000 5,000
DATADOG INC NOTE 0.125% 6/1 23804LAB9   245,696 176,000 PRN   OTR 4 67,000 109,000 0
DEXCOM INC NOTE 0.250%11/1 252131AK3   34,949,533 33,317,000 PRN   OTR 1 0 33,317,000 0
DEXCOM INC NOTE 0.250%11/1 252131AK3   2,210,243 2,107,000 PRN   SOLE   2,107,000 0 0
DEXCOM INC NOTE 0.250%11/1 252131AK3   226,548 217,000 PRN   OTR 4 84,000 133,000 0
DEXCOM INC NOTE 0.250%11/1 252131AK3   6,593,904 6,316,000 PRN   DFND 1 154,000 6,156,000 6,000
DISH NETWORK CORPORATION NOTE 2.375% 3/1 25470MAD1   24,804,000 24,960,000 PRN   SOLE   24,960,000 0 0
DISH NETWORK CORPORATION NOTE 2.375% 3/1 25470MAD1   63,817,631 64,219,000 PRN   OTR 1 0 64,219,000 0
DISH NETWORK CORPORATION NOTE 2.375% 3/1 25470MAD1   173,906 175,000 PRN   OTR 5 0 175,000 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5   9,450,775 17,665,000 PRN   SOLE   17,665,000 0 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5   19,607,750 36,650,000 PRN   OTR 1 0 36,650,000 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5   53,500 100,000 PRN   OTR 5 0 100,000 0
DROPBOX INC NOTE 3/0 26210CAC8   7,051,428 7,188,000 PRN   DFND 1 170,000 7,010,000 8,000
DROPBOX INC NOTE 3/0 26210CAD6   23,358,864 23,099,000 PRN   OTR 1 0 23,099,000 0
DROPBOX INC NOTE 3/0 26210CAC8   239,364 244,000 PRN   OTR 4 97,000 147,000 0
DROPBOX INC NOTE 3/0 26210CAD6   1,748,451 1,729,000 PRN   SOLE   1,729,000 0 0
DWS MUN INCOME TR NEW COM 233368109 BBG001S63VH3 1,164,608 131,002 SH   OTR 1 0 131,002 0
DWS MUN INCOME TR NEW COM 233368109 BBG001S63VH3 400,174 45,014 SH   SOLE   45,014 0 0
EATON VANCE NEW YORK MUN BD COM 27827Y109 BBG001SKX9S6 3,993,508 413,835 SH   SOLE   413,835 0 0
EATON VANCE NEW YORK MUN BD COM 27827Y109 BBG001SKX9S6 121,937 12,636 SH   OTR 1 0 12,636 0
ENPHASE ENERGY INC NOTE 3/0 29355AAH0   5,609,938 6,158,000 PRN   DFND 1 151,000 6,000,000 7,000
ENPHASE ENERGY INC NOTE 3/0 29355AAH0   1,010,348 1,103,000 PRN   SOLE   1,103,000 0 0
ENPHASE ENERGY INC NOTE 3/0 29355AAH0   29,751,680 32,480,000 PRN   OTR 1 0 32,480,000 0
ENPHASE ENERGY INC NOTE 3/0 29355AAH0   174,912 192,000 PRN   OTR 4 84,000 108,000 0
ENVESTNET INC NOTE 2.625%12/0 29404KAG1   28,921,701 29,177,000 PRN   OTR 1 0 29,177,000 0
ENVESTNET INC NOTE 2.625%12/0 29404KAG1   1,583,026 1,597,000 PRN   SOLE   1,597,000 0 0
EQT CORP NOTE 1.750% 5/0 26884LAK5   37,723,589 14,185,000 PRN   OTR 1 0 14,185,000 0
EQT CORP NOTE 1.750% 5/0 26884LAK5   2,029,122 763,000 PRN   SOLE   763,000 0 0
ETSY INC NOTE 0.125%10/0 29786AAJ5   150,584 131,000 PRN   OTR 4 50,000 81,000 0
ETSY INC NOTE 0.125%10/0 29786AAJ5   33,481 29,000 PRN   SOLE   29,000 0 0
ETSY INC NOTE 0.125%10/0 29786AAJ5   4,266,944 3,712,000 PRN   DFND 1 92,000 3,616,000 4,000
ETSY INC NOTE 0.250% 6/1 29786AAN6   1,745,939 2,174,000 PRN   SOLE   2,174,000 0 0
ETSY INC NOTE 0.250% 6/1 29786AAN6   41,533,923 51,717,000 PRN   OTR 1 0 51,717,000 0
EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3   784,350 830,000 PRN   SOLE   830,000 0 0
EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3   22,287,825 23,585,000 PRN   OTR 1 0 23,585,000 0
EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8   15,853 17,000 PRN   SOLE   17,000 0 0
EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8   78,838 85,000 PRN   OTR 4 34,000 51,000 0
EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8   2,345,648 2,529,000 PRN   DFND 1 62,000 2,464,000 3,000
EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9   164,560 176,000 PRN   OTR 4 68,000 108,000 0
EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9   4,825,535 5,161,000 PRN   DFND 1 122,000 5,035,000 4,000
EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9   62,793,880 66,802,000 PRN   OTR 1 0 66,802,000 0
EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9   3,186,600 3,390,000 PRN   SOLE   3,390,000 0 0
EXPEDIA GROUP INC NOTE 2/1 30212PBE4   5,303,790 5,580,000 PRN   OTR 1 0 5,580,000 0
EXPEDIA GROUP INC NOTE 2/1 30212PBE4   240,477 253,000 PRN   SOLE   253,000 0 0
FORD MTR CO DEL NOTE 3/1 345370CZ1   211,935 213,000 PRN   OTR 4 84,000 129,000 0
FORD MTR CO DEL NOTE 3/1 345370CZ1   60,681,000 60,681,000 PRN   OTR 1 0 60,681,000 0
FORD MTR CO DEL NOTE 3/1 345370CZ1   2,880,000 2,880,000 PRN   SOLE   2,880,000 0 0
FORD MTR CO DEL NOTE 3/1 345370CZ1   6,147,110 6,178,000 PRN   DFND 1 150,000 6,021,000 7,000
FORUM ENERGY TECHNOLOGIES IN COM 34984V209 BBG001SR1425 17,268,989 778,935 SH   OTR 1 0 778,935 0
FORUM ENERGY TECHNOLOGIES IN COM 34984V209 BBG001SR1425 49,373 2,227 SH   OTR 5 0 2,227 0
FORUM ENERGY TECHNOLOGIES IN COM 34984V209 BBG001SR1425 4,426,817 199,676 SH   SOLE   199,676 0 0
FORUM ENERGY TECHNOLOGIES IN NOTE 9.000% 8/0 34984VAC4   11,391,434 11,655,132 PRN   SOLE   11,655,132 0 0
FORUM ENERGY TECHNOLOGIES IN NOTE 9.000% 8/0 34984VAC4   22,528,948 23,050,466 PRN   OTR 1 0 23,050,466 0
FORUM ENERGY TECHNOLOGIES IN NOTE 9.000% 8/0 34984VAC4   64,274 65,762 PRN   OTR 5 0 65,762 0
GREENBRIER COS INC NOTE 2.875% 4/1 393657AM3   18,204,518 18,463,000 PRN   OTR 1 0 18,463,000 0
GREENBRIER COS INC NOTE 2.875% 4/1 393657AM3   775,982 787,000 PRN   SOLE   787,000 0 0
GULFPORT ENERGY CORP COMMON SHARES 402635502 BBG0112Z8766 26,139,168 196,240 SH   SOLE   196,240 0 0
GULFPORT ENERGY CORP COMMON SHARES 402635502 BBG0112Z8766 115,492,126 867,058 SH   OTR 1 0 867,058 0
GULFPORT ENERGY CORP COMMON SHARES 402635502 BBG0112Z8766 408,258 3,065 SH   OTR 5 0 3,065 0
HAEMONETICS CORP MASS NOTE 3/0 405024AB6   1,551,930 1,734,000 PRN   SOLE   1,734,000 0 0
HAEMONETICS CORP MASS NOTE 3/0 405024AB6   16,629,100 18,580,000 PRN   OTR 1 0 18,580,000 0
HAEMONETICS CORP MASS NOTE 3/0 405024AB6   229,620 258,000 PRN   OTR 4 101,000 157,000 0
HAEMONETICS CORP MASS NOTE 3/0 405024AB6   6,893,940 7,746,000 PRN   DFND 1 185,000 7,553,000 8,000
HALOZYME THERAPEUTICS INC NOTE 1.000% 8/1 40637HAF6   182,520 197,000 PRN   OTR 4 85,000 112,000 0
HALOZYME THERAPEUTICS INC NOTE 1.000% 8/1 40637HAF6   1,758,672 1,888,000 PRN   SOLE   1,888,000 0 0
HALOZYME THERAPEUTICS INC NOTE 1.000% 8/1 40637HAF6   34,118,982 36,628,000 PRN   OTR 1 0 36,628,000 0
HALOZYME THERAPEUTICS INC NOTE 1.000% 8/1 40637HAF6   6,125,091 6,611,000 PRN   DFND 1 160,000 6,443,000 8,000
HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3   334,360 208,000 PRN   OTR 4 81,000 127,000 0
HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3   10,162,615 6,322,000 PRN   DFND 1 152,000 6,164,000 6,000
IMPINJ INC NOTE 1.125% 5/1 453204AD1   508,617 465,000 PRN   SOLE   465,000 0 0
IMPINJ INC NOTE 1.125% 5/1 453204AD1   10,429,383 9,535,000 PRN   OTR 1 0 9,535,000 0
INFINERA CORP NOTE 2.500% 3/0 45667GAE3   10,591,391 11,540,000 PRN   OTR 1 0 11,540,000 0
INFINERA CORP NOTE 2.500% 3/0 45667GAE3   311,134 339,000 PRN   SOLE   339,000 0 0
INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1   16,520,944 17,501,000 PRN   OTR 1 0 17,501,000 0
INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1   1,402,784 1,486,000 PRN   SOLE   1,486,000 0 0
INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1   5,917,578 6,302,000 PRN   DFND 1 153,000 6,142,000 7,000
INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1   201,885 215,000 PRN   OTR 4 84,000 131,000 0
INTERDIGITAL INC NOTE 2.000% 6/0 45867GAB7   9,926,800 7,360,000 PRN   OTR 1 0 7,360,000 0
INTERDIGITAL INC NOTE 2.000% 6/0 45867GAB7   451,831 335,000 PRN   SOLE   335,000 0 0
INVESCO PA VALUE MUN INC TR COM 46132K109 BBG001S75GP3 417,760 41,776 SH   SOLE   41,776 0 0
INVESCO PA VALUE MUN INC TR COM 46132K109 BBG001S75GP3 186,990 18,699 SH   OTR 1 0 18,699 0
IONIS PHARMACEUTICALS INC NOTE 4/0 462222AD2   1,518,909 1,437,000 PRN   SOLE   1,437,000 0 0
IONIS PHARMACEUTICALS INC NOTE 4/0 462222AD2   3,632,556 3,453,000 PRN   DFND 1 80,000 3,369,000 4,000
IONIS PHARMACEUTICALS INC NOTE 4/0 462222AD2   123,084 117,000 PRN   OTR 4 49,000 68,000 0
IONIS PHARMACEUTICALS INC NOTE 4/0 462222AD2   26,449,311 25,023,000 PRN   OTR 1 0 25,023,000 0
ISHARES GOLD TR ISHARES NEW 464285204 BBG001SJK6D5 36,278,385 929,500 SH   OTR 1 0 929,500 0
KOSMOS ENERGY LTD COM 500688106 BBG001SJV7R6 10,089,532 1,503,656 SH   OTR 1 0 1,503,656 0
LANTHEUS HLDGS INC NOTE 2.625%12/1 516544AB9   206,190 184,000 PRN   OTR 4 71,000 113,000 0
LANTHEUS HLDGS INC NOTE 2.625%12/1 516544AB9   55,288,346 49,119,000 PRN   OTR 1 0 49,119,000 0
LANTHEUS HLDGS INC NOTE 2.625%12/1 516544AB9   5,992,969 5,348,000 PRN   DFND 1 131,000 5,212,000 5,000
LANTHEUS HLDGS INC NOTE 2.625%12/1 516544AB9   2,830,884 2,515,000 PRN   SOLE   2,515,000 0 0
LIBERTY MEDIA CORP DEL NOTE 2.250% 8/1 531229AQ5   28,566,377 28,022,000 PRN   OTR 1 0 28,022,000 0
LIBERTY MEDIA CORP DEL NOTE 2.250% 8/1 531229AQ5   1,612,733 1,582,000 PRN   SOLE   1,582,000 0 0
LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1   2,363,648 2,638,000 PRN   SOLE   2,638,000 0 0
LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1   46,614,400 52,025,000 PRN   OTR 1 0 52,025,000 0
LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1   5,510,835 6,185,000 PRN   DFND 1 150,000 6,028,000 7,000
LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1   190,674 214,000 PRN   OTR 4 85,000 129,000 0
MARRIOTT VACATIONS WORLDWIDE NOTE 1/1 57164YAD9   420,308 476,000 PRN   SOLE   476,000 0 0
MARRIOTT VACATIONS WORLDWIDE NOTE 1/1 57164YAD9   5,448,110 6,170,000 PRN   OTR 1 0 6,170,000 0
MFS MUN INCOME TR SH BEN INT 552738106 BBG001S5T4C2 1,722,411 333,155 SH   SOLE   333,155 0 0
MGP INGREDIENTS INC NEW NOTE 1.875%11/1 55303JAB2   5,583,845 4,793,000 PRN   DFND 1 118,000 4,670,000 5,000
MGP INGREDIENTS INC NEW NOTE 1.875%11/1 55303JAB2   2,523,690 2,157,000 PRN   SOLE   2,157,000 0 0
MGP INGREDIENTS INC NEW NOTE 1.875%11/1 55303JAB2   47,869,380 40,914,000 PRN   OTR 1 0 40,914,000 0
MGP INGREDIENTS INC NEW NOTE 1.875%11/1 55303JAB2   196,885 169,000 PRN   OTR 4 68,000 101,000 0
MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8   242,535 222,000 PRN   OTR 4 85,000 137,000 0
MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8   75,050,343 68,383,000 PRN   OTR 1 0 68,383,000 0
MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8   3,456,028 3,149,000 PRN   SOLE   3,149,000 0 0
MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8   7,185,373 6,577,000 PRN   DFND 1 163,000 6,406,000 8,000
MONGODB INC NOTE 0.250% 1/1 60937PAD8   28,919,431 14,615,000 PRN   OTR 1 0 14,615,000 0
MONGODB INC NOTE 0.250% 1/1 60937PAD8   1,547,383 782,000 PRN   SOLE   782,000 0 0
NCL CORP LTD NOTE 5.375% 8/0 62886HAX9   990,472 769,000 PRN   SOLE   769,000 0 0
NCL CORP LTD NOTE 5.375% 8/0 62886HAX9   20,288,576 15,752,000 PRN   OTR 1 0 15,752,000 0
NCL CORP LTD NOTE 5.375% 8/0 62886HAX9   223,242 174,000 PRN   OTR 4 66,000 108,000 0
NCL CORP LTD NOTE 5.375% 8/0 62886HAX9   6,540,734 5,098,000 PRN   DFND 1 125,000 4,968,000 5,000
NCL CORP LTD NOTE 6.000% 5/1 62886HAT8   6,950,787 4,605,000 PRN   OTR 1 0 4,605,000 0
NCL CORP LTD NOTE 6.000% 5/1 62886HAT8   179,619 119,000 PRN   SOLE   119,000 0 0
NEXTERA ENERGY INC UNIT 09/01/2025 65339F713   295,506 7,752 SH   OTR 4 3,410 4,342 0
NEXTERA ENERGY INC UNIT 09/01/2025 65339F713   9,528,513 249,961 SH   DFND 1 6,198 243,481 282
NEXTERA ENERGY INC UNIT 09/01/2025 65339F713   2,708,567 70,840 SH   SOLE   70,840 0 0
NEXTERA ENERGY INC UNIT 09/01/2025 65339F713   35,558,550 930,000 SH   OTR 1 0 930,000 0
NICE LTD NOTE 9/1 653656AB4   89,629,848 94,248,000 PRN   OTR 1 0 94,248,000 0
NICE LTD NOTE 9/1 653656AB4   4,180,596 4,396,000 PRN   SOLE   4,396,000 0 0
NICE LTD NOTE 9/1 653656AB4   9,194,174 9,719,000 PRN   DFND 1 233,000 9,475,000 11,000
NICE LTD NOTE 9/1 653656AB4   315,964 334,000 PRN   OTR 4 131,000 203,000 0
NINE ENERGY SERVICE INC COM 65441V101 BBG004M28MG8 505,242 188,523 SH   OTR 1 0 188,523 0
NINE ENERGY SERVICE INC COM 65441V101 BBG004M28MG8 1,624 606 SH   OTR 5 0 606 0
NINE ENERGY SERVICE INC COM 65441V101 BBG004M28MG8 97,665 36,442 SH   SOLE   36,442 0 0
NORTHERN OIL & GAS INC NOTE 3.625% 4/1 665531AJ8   15,661,952 13,228,000 PRN   OTR 1 0 13,228,000 0
NORTHERN OIL & GAS INC NOTE 3.625% 4/1 665531AJ8   187,461 159,000 PRN   OTR 4 68,000 91,000 0
NORTHERN OIL & GAS INC NOTE 3.625% 4/1 665531AJ8   600,288 507,000 PRN   SOLE   507,000 0 0
NORTHERN OIL & GAS INC NOTE 3.625% 4/1 665531AJ8   6,152,022 5,218,000 PRN   DFND 1 126,000 5,087,000 5,000
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5   4,060,920 3,148,000 PRN   SOLE   3,148,000 0 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5   264,710 206,000 PRN   OTR 4 81,000 125,000 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5   68,635,740 53,206,000 PRN   OTR 1 0 53,206,000 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5   8,022,255 6,243,000 PRN   DFND 1 148,000 6,088,000 7,000
NUVASIVE INC NOTE 0.375% 3/1 670704AJ4   986,153 1,069,000 PRN   SOLE   1,069,000 0 0
NUVASIVE INC NOTE 0.375% 3/1 670704AJ4   19,412,168 21,043,000 PRN   OTR 1 0 21,043,000 0
NUVASIVE INC NOTE 0.375% 3/1 670704AJ4   6,037,040 6,562,000 PRN   DFND 1 153,000 6,403,000 6,000
NUVASIVE INC NOTE 0.375% 3/1 670704AJ4   202,400 220,000 PRN   OTR 4 85,000 135,000 0
NUVEEN AMT FREE MUN CR INC F COM 67071L106 BBG001SHZCF8 256,281 21,682 SH   SOLE   21,682 0 0
NUVEEN AMT FREE MUN CR INC F COM 67071L106 BBG001SHZCF8 323,206 27,344 SH   OTR 1 0 27,344 0
NUVEEN AMT FREE QLTY MUN INC COM 670657105 BBG001SKQWJ3 10,233,520 930,320 SH   SOLE   930,320 0 0
NUVEEN MUNICIPAL CREDIT INC COM SH BEN INT 67070X101 BBG001S97B05 483,012 40,864 SH   SOLE   40,864 0 0
NUVEEN MUNICIPAL CREDIT INC COM SH BEN INT 67070X101 BBG001S97B05 631,141 53,396 SH   OTR 1 0 53,396 0
NUVEEN NEW YORK AMT QLT MUNI COM 670656107 BBG001S90BW7 1,803,442 171,267 SH   OTR 1 0 171,267 0
NUVEEN NEW YORK AMT QLT MUNI COM 670656107 BBG001S90BW7 4,111,870 390,491 SH   SOLE   390,491 0 0
NUVEEN PENNSYLVANIA QLT MUN COM 670972108 BBG001S6PT66 2,701,730 233,310 SH   SOLE   233,310 0 0
OIL STS INTL INC NOTE 4.750% 4/0 678026AK1   52,197,769 52,130,000 PRN   OTR 1 0 52,130,000 0
OIL STS INTL INC NOTE 4.750% 4/0 678026AK1   2,830,675 2,827,000 PRN   SOLE   2,827,000 0 0
OKTA INC NOTE 0.125% 9/0 679295AD7   11,851,028 12,805,000 PRN   OTR 1 0 12,805,000 0
OKTA INC NOTE 0.125% 9/0 679295AD7   965,297 1,043,000 PRN   SOLE   1,043,000 0 0
OMNICELL COM NOTE 0.250% 9/1 68213NAD1   624,109 677,000 PRN   SOLE   677,000 0 0
OMNICELL COM NOTE 0.250% 9/1 68213NAD1   17,895,438 19,412,000 PRN   OTR 1 0 19,412,000 0
PACIRA BIOSCIENCES INC NOTE 0.750% 8/0 695127AF7   1,539,539 1,661,000 PRN   SOLE   1,661,000 0 0
PACIRA BIOSCIENCES INC NOTE 0.750% 8/0 695127AF7   31,468,333 33,951,000 PRN   OTR 1 0 33,951,000 0
PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2   11,997,187 4,049,000 PRN   DFND 1 100,000 3,944,000 5,000
PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2   2,223,032 749,000 PRN   SOLE   749,000 0 0
PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2   62,788,040 21,155,000 PRN   OTR 1 0 21,155,000 0
PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2   400,005 135,000 PRN   OTR 4 51,000 84,000 0
PARSONS CORP DEL NOTE 0.250% 8/1 70202LAB8   10,793,525 7,519,000 PRN   OTR 1 0 7,519,000 0
PARSONS CORP DEL NOTE 0.250% 8/1 70202LAB8   775,170 540,000 PRN   SOLE   540,000 0 0
PATRICK INDS INC NOTE 1.750%12/0 703343AG8   1,932,300 1,695,000 PRN   SOLE   1,695,000 0 0
PATRICK INDS INC NOTE 1.750%12/0 703343AG8   38,389,500 33,675,000 PRN   OTR 1 0 33,675,000 0
PATRICK INDS INC NOTE 1.750%12/0 703343AG8   295,100 260,000 PRN   OTR 4 100,000 160,000 0
PATRICK INDS INC NOTE 1.750%12/0 703343AG8   8,972,175 7,905,000 PRN   DFND 1 189,000 7,707,000 9,000
PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8   5,625,030 6,316,000 PRN   DFND 1 152,000 6,157,000 7,000
PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8   5,250,903 5,863,000 PRN   OTR 1 0 5,863,000 0
PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8   191,479 215,000 PRN   OTR 4 84,000 131,000 0
PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8   307,191 343,000 PRN   SOLE   343,000 0 0
PERMIAN RESOURCES CORP NOTE 3.250% 4/0 15136AAA0   1,691,656 727,000 PRN   SOLE   727,000 0 0
PERMIAN RESOURCES CORP NOTE 3.250% 4/0 15136AAA0   33,672,570 14,471,000 PRN   OTR 1 0 14,471,000 0
PIONEER MUNICIPAL HIGH INCOM COM 723762100 BBG001SC4CM5 2,544,104 317,220 SH   SOLE   317,220 0 0
PIONEER MUNICIPAL HIGH INCOM COM 723762100 BBG001SC4CM5 1,607,200 200,399 SH   OTR 1 0 200,399 0
PIONEER MUNICIPAL HIGH INCOM COM SHS 723763108 BBG001SLS3T2 1,380,222 159,933 SH   SOLE   159,933 0 0
PIONEER MUNICIPAL HIGH INCOM COM SHS 723763108 BBG001SLS3T2 1,734,233 200,954 SH   OTR 1 0 200,954 0
PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2   398,520 164,000 PRN   OTR 4 67,000 97,000 0
PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2   73,252,105 30,083,000 PRN   OTR 1 0 30,083,000 0
PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2   11,355,390 4,673,000 PRN   DFND 1 110,000 4,558,000 5,000
PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2   4,100,540 1,684,000 PRN   SOLE   1,684,000 0 0
POST HLDGS INC NOTE 2.500% 8/1 737446AT1   6,570,271 6,502,000 PRN   DFND 1 155,000 6,340,000 7,000
POST HLDGS INC NOTE 2.500% 8/1 737446AT1   30,962,595 30,490,000 PRN   OTR 1 0 30,490,000 0
POST HLDGS INC NOTE 2.500% 8/1 737446AT1   216,247 214,000 PRN   OTR 4 83,000 131,000 0
POST HLDGS INC NOTE 2.500% 8/1 737446AT1   1,366,863 1,346,000 PRN   SOLE   1,346,000 0 0
Q2 HLDGS INC NOTE 0.750% 6/0 74736LAD1   6,574,791 7,195,000 PRN   OTR 1 0 7,195,000 0
Q2 HLDGS INC NOTE 0.750% 6/0 74736LAD1   356,382 390,000 PRN   SOLE   390,000 0 0
RINGCENTRAL INC NOTE 3/0 76680RAF4   130,900 140,000 PRN   SOLE   140,000 0 0
ROYAL CARIBBEAN GROUP NOTE 6.000% 8/1 780153BQ4   19,922,490 7,470,000 PRN   OTR 1 0 7,470,000 0
ROYAL CARIBBEAN GROUP NOTE 6.000% 8/1 780153BQ4   1,026,795 385,000 PRN   SOLE   385,000 0 0
SABRE GLBL INC NOTE 4.000% 4/1 78573NAE2   2,978,626 3,020,000 PRN   OTR 1 0 3,020,000 0
SABRE GLBL INC NOTE 4.000% 4/1 78573NAE2   138,082 140,000 PRN   SOLE   140,000 0 0
SHIFT4 PMTS INC NOTE 12/1 82452JAB5   201,911 182,000 PRN   OTR 4 82,000 100,000 0
SHIFT4 PMTS INC NOTE 12/1 82452JAB5   6,446,723 5,811,000 PRN   DFND 1 141,000 5,663,000 7,000
SHIFT4 PMTS INC NOTE 12/1 82452JAB5   33,019,672 29,630,000 PRN   OTR 1 0 29,630,000 0
SHIFT4 PMTS INC NOTE 12/1 82452JAB5   1,592,478 1,429,000 PRN   SOLE   1,429,000 0 0
SNAP INC NOTE 0.125% 3/0 83304AAH9   19,614,401 24,923,000 PRN   OTR 1 0 24,923,000 0
SNAP INC NOTE 0.125% 3/0 83304AAH9   696,495 885,000 PRN   SOLE   885,000 0 0
SNAP INC NOTE 5/0 83304AAF3   601,242 748,000 PRN   SOLE   748,000 0 0
SNAP INC NOTE 5/0 83304AAF3   16,536,577 20,573,000 PRN   OTR 1 0 20,573,000 0
SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6   14,848,942 16,239,000 PRN   OTR 1 0 16,239,000 0
SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6   533,095 583,000 PRN   SOLE   583,000 0 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2   2,343,932 2,311,000 PRN   SOLE   2,311,000 0 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2   57,377,137 56,571,000 PRN   OTR 1 0 56,571,000 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2   171,785 170,000 PRN   OTR 4 68,000 102,000 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2   4,930,230 4,879,000 PRN   DFND 1 121,000 4,753,000 5,000
SPDR GOLD TR GOLD SHS 78463V107 BBG001SCPX28 10,578,583 55,336 SH   OTR 1 0 55,336 0
SPDR SER TR BBG CONV SEC ETF 78464A359 BBG001T2PMD1 146,464 2,030 SH   OTR 4 0 2,030 0
SPDR SER TR BBG CONV SEC ETF 78464A359 BBG001T2PMD1 4,605,623 63,834 SH   DFND 1 5,593 58,241 0
SPLUNK INC NOTE 1.125% 9/1 848637AD6   1,391,040 1,260,000 PRN   SOLE   1,260,000 0 0
SPLUNK INC NOTE 1.125% 9/1 848637AD6   143,195 130,000 PRN   OTR 4 49,000 81,000 0
SPLUNK INC NOTE 1.125% 9/1 848637AD6   37,515,024 33,981,000 PRN   OTR 1 0 33,981,000 0
SPLUNK INC NOTE 1.125% 9/1 848637AD6   4,276,023 3,882,000 PRN   DFND 1 92,000 3,786,000 4,000
SUMMIT HOTEL PPTYS NOTE 1.500% 2/1 866082AA8   817,506 917,000 PRN   SOLE   917,000 0 0
SUMMIT HOTEL PPTYS NOTE 1.500% 2/1 866082AA8   23,004,266 25,804,000 PRN   OTR 1 0 25,804,000 0
TALOS ENERGY INC COM 87484T108 BBG00JPH4JG0 38,372,476 2,696,590 SH   OTR 1 0 2,696,590 0
TALOS ENERGY INC COM 87484T108 BBG00JPH4JG0 88,041 6,187 SH   OTR 5 0 6,187 0
TALOS ENERGY INC COM 87484T108 BBG00JPH4JG0 6,406,289 450,196 SH   SOLE   450,196 0 0
TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2   1,063,393 1,286,000 PRN   SOLE   1,286,000 0 0
TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2   181,640 221,000 PRN   OTR 4 84,000 137,000 0
TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2   5,291,392 6,438,000 PRN   DFND 1 158,000 6,274,000 6,000
TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2   20,106,074 24,315,000 PRN   OTR 1 0 24,315,000 0
UBER TECHNOLOGIES INC NOTE 12/1 90353TAJ9   54,159 53,000 PRN   SOLE   53,000 0 0
UBER TECHNOLOGIES INC NOTE 12/1 90353TAJ9   222,692 219,000 PRN   OTR 4 85,000 134,000 0
UBER TECHNOLOGIES INC NOTE 12/1 90353TAJ9   6,710,259 6,599,000 PRN   DFND 1 156,000 6,436,000 7,000
VAIL RESORTS INC NOTE 1/0 91879QAN9   52,423,791 58,615,000 PRN   OTR 1 0 58,615,000 0
VAIL RESORTS INC NOTE 1/0 91879QAN9   6,346,616 7,136,000 PRN   DFND 1 171,000 6,957,000 8,000
VAIL RESORTS INC NOTE 1/0 91879QAN9   220,566 248,000 PRN   OTR 4 99,000 149,000 0
VAIL RESORTS INC NOTE 1/0 91879QAN9   2,198,374 2,458,000 PRN   SOLE   2,458,000 0 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1   83,088 85,000 PRN   OTR 4 35,000 50,000 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1   2,478,940 2,536,000 PRN   DFND 1 62,000 2,471,000 3,000
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1   28,271,775 28,812,000 PRN   OTR 1 0 28,812,000 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1   952,794 971,000 PRN   SOLE   971,000 0 0
VISTRA CORP COM 92840M102 BBG00DXDL6R0 536,121 13,918 SH   OTR 2 0 13,918 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804   104,019 87 SH   OTR 4 34 53 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804   2,898,603 2,417 SH   SOLE   2,417 0 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804   28,561,497 23,816 SH   OTR 1 0 23,816 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804   2,858,727 2,391 SH   DFND 1 12 2,376 3
WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0   725,725 725,000 PRN   SOLE   725,000 0 0
WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0   4,638,634 4,634,000 PRN   OTR 1 0 4,634,000 0
WOLFSPEED INC NOTE 0.250% 2/1 977852AB8   154,232 229,000 PRN   OTR 4 100,000 129,000 0
WOLFSPEED INC NOTE 0.250% 2/1 977852AB8   12,689,307 18,702,000 PRN   OTR 1 0 18,702,000 0
WOLFSPEED INC NOTE 0.250% 2/1 977852AB8   5,030,372 7,469,000 PRN   DFND 1 186,000 7,274,000 9,000
WOLFSPEED INC NOTE 0.250% 2/1 977852AB8   835,912 1,232,000 PRN   SOLE   1,232,000 0 0
WORKIVA INC NOTE 1.125% 8/1 98139AAB1   165,360 120,000 PRN   SOLE   120,000 0 0
ZIFF DAVIS INC NOTE 1.750%11/0 48123VAE2   574,750 605,000 PRN   SOLE   605,000 0 0
ZIFF DAVIS INC NOTE 1.750%11/0 48123VAE2   8,079,750 8,505,000 PRN   OTR 1 0 8,505,000 0
ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4   227,452 207,000 PRN   OTR 4 82,000 125,000 0
ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4   2,027,681 1,837,000 PRN   SOLE   1,837,000 0 0
ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4   6,863,105 6,246,000 PRN   DFND 1 151,000 6,088,000 7,000
ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4   37,339,346 33,828,000 PRN   OTR 1 0 33,828,000 0
ZSCALER INC NOTE 0.125% 7/0 98980GAB8   26,914,371 17,701,000 PRN   OTR 1 0 17,701,000 0
ZSCALER INC NOTE 0.125% 7/0 98980GAB8   9,188,476 6,063,000 PRN   DFND 1 145,000 5,911,000 7,000
ZSCALER INC NOTE 0.125% 7/0 98980GAB8   310,677 205,000 PRN   OTR 4 82,000 123,000 0
ZSCALER INC NOTE 0.125% 7/0 98980GAB8   2,288,353 1,505,000 PRN   SOLE   1,505,000 0 0