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 4,161,560 401,695 SH   SOLE   401,695 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0   4,405,433 3,735,000 PRN   DFND 1 101,000 3,630,000 4,000
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0   152,155 129,000 PRN   OTR 4 50,000 79,000 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0   266,513 225,000 PRN   SOLE   225,000 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5   1,788,233 1,691,000 PRN   SOLE   1,691,000 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5   36,828,495 34,826,000 PRN   OTR 1 0 34,826,000 0
ALNYLAM PHARMACEUTICALS INC NOTE 1.000% 9/1 02043QAB3   10,586,385 11,204,000 PRN   OTR 1 0 11,204,000 0
ALNYLAM PHARMACEUTICALS INC NOTE 1.000% 9/1 02043QAB3   693,539 734,000 PRN   SOLE   734,000 0 0
AMERICAN AIRLINES GROUP INC NOTE 6.500% 7/0 02376RAF9   16,185,503 13,935,000 PRN   OTR 1 0 13,935,000 0
AMERICAN AIRLINES GROUP INC NOTE 6.500% 7/0 02376RAF9   365,873 315,000 PRN   SOLE   315,000 0 0
APOLLO GLOBAL MGMT INC SER A MAND CNV 03769M304   7,147,778 112,122 SH   DFND 1 3,091 108,904 127
APOLLO GLOBAL MGMT INC SER A MAND CNV 03769M304   240,593 3,774 SH   OTR 4 1,539 2,235 0
APOLLO GLOBAL MGMT INC SER A MAND CNV 03769M304   2,238,764 34,850 SH   SOLE   34,850 0 0
APOLLO GLOBAL MGMT INC SER A MAND CNV 03769M304   38,376,976 597,400 SH   OTR 1 0 597,400 0
ARES CAPITAL CORP COM 04010L103 BBG001SL96Z9 11,864,693 569,870 SH   OTR 1 0 569,870 0
ARES CAPITAL CORP COM 04010L103 BBG001SL96Z9 840,170 40,354 SH   SOLE   40,354 0 0
ARRAY TECHNOLOGIES INC NOTE 1.000%12/0 04271TAB6   4,760,920 5,149,000 PRN   DFND 1 146,000 4,998,000 5,000
ARRAY TECHNOLOGIES INC NOTE 1.000%12/0 04271TAB6   14,557,959 15,681,000 PRN   OTR 1 0 15,681,000 0
ARRAY TECHNOLOGIES INC NOTE 1.000%12/0 04271TAB6   157,187 170,000 PRN   OTR 4 67,000 103,000 0
ARRAY TECHNOLOGIES INC NOTE 1.000%12/0 04271TAB6   927,454 999,000 PRN   SOLE   999,000 0 0
BANK AMERICA CORP 7.25%CNV PFD L 060505682   2,568,605 2,147 SH   SOLE   2,147 0 0
BANK AMERICA CORP 7.25%CNV PFD L 060505682   28,363,526 23,708 SH   OTR 1 0 23,708 0
BANK AMERICA CORP 7.25%CNV PFD L 060505682   5,860,070 4,909 SH   DFND 1 135 4,769 5
BANK AMERICA CORP 7.25%CNV PFD L 060505682   205,323 172 SH   OTR 4 68 104 0
BENTLEY SYS INC NOTE 0.125% 1/1 08265TAB5   1,008,538 1,000,000 PRN   SOLE   1,000,000 0 0
BENTLEY SYS INC NOTE 0.125% 1/1 08265TAB5   7,074,896 7,015,000 PRN   OTR 1 0 7,015,000 0
BILL HOLDINGS INC NOTE 12/0 090043AB6   528,840 565,000 PRN   SOLE   565,000 0 0
BILL HOLDINGS INC NOTE 12/0 090043AB6   9,238,320 9,870,000 PRN   OTR 1 0 9,870,000 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4   8,406,046 8,561,000 PRN   DFND 1 236,000 8,315,000 10,000
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4   280,823 286,000 PRN   OTR 4 116,000 170,000 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.250% 5/1 09061GAK7   71,770,120 72,400,000 PRN   OTR 1 0 72,400,000 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.250% 5/1 09061GAK7   3,268,952 3,300,000 PRN   SOLE   3,300,000 0 0
BLACKLINE INC NOTE 3/1 09239BAD1   436,711 480,000 PRN   SOLE   480,000 0 0
BLACKROCK MUN INCOME QUALITY COM 092479104 BBG001S99KD9 210,378 18,136 SH   OTR 1 0 18,136 0
BLACKROCK MUN INCOME QUALITY COM 092479104 BBG001S99KD9 166,634 14,365 SH   SOLE   14,365 0 0
BLACKROCK MUN INCOME TR SH BEN INT 09248F109 BBG001SFL2F9 1,388,548 134,419 SH   OTR 1 0 134,419 0
BLACKROCK MUN INCOME TR SH BEN INT 09248F109 BBG001SFL2F9 1,981,366 191,807 SH   SOLE   191,807 0 0
BLACKROCK MUN TARGET TERM TR COM SHS BEN IN 09257P105 BBG003BPM0W5 8,999,654 427,334 SH   OTR 1 0 427,334 0
BLACKROCK MUN TARGET TERM TR COM SHS BEN IN 09257P105 BBG003BPM0W5 20,520,169 974,367 SH   SOLE   974,367 0 0
BLACKROCK MUNI INCOME TR II COM 09249N101 BBG001SKZFD6 811,155 74,692 SH   OTR 1 0 74,692 0
BLACKROCK MUNI INCOME TR II COM 09249N101 BBG001SKZFD6 677,273 62,364 SH   SOLE   62,364 0 0
BLACKROCK MUNICIPAL INCOME COM 09253X102 BBG001SLPP25 2,394,863 198,579 SH   OTR 1 0 198,579 0
BLACKROCK MUNICIPAL INCOME COM 09253X102 BBG001SLPP25 6,520,444 540,667 SH   SOLE   540,667 0 0
BLACKROCK MUNIHLDGS NJ QLTY COM 09254X101 BBG001S5PKX7 8,814,982 757,952 SH   SOLE   757,952 0 0
BLACKROCK MUNIHLDGS NJ QLTY COM 09254X101 BBG001S5PKX7 4,476,794 384,935 SH   OTR 1 0 384,935 0
BLACKROCK MUNIHLDGS NY QLTY COM 09255C106 BBG001SB8M69 6,212,687 586,656 SH   SOLE   586,656 0 0
BLACKROCK MUNIHLDGS NY QLTY COM 09255C106 BBG001SB8M69 5,560,894 525,108 SH   OTR 1 0 525,108 0
BLACKROCK MUNIHLDNGS CALI QL COM 09254L107 BBG001SBLZS1 643,898 58,483 SH   SOLE   58,483 0 0
BLACKROCK MUNIHLDNGS CALI QL COM 09254L107 BBG001SBLZS1 804,941 73,110 SH   OTR 1 0 73,110 0
BLACKROCK MUNIHOLDINGS FD IN COM 09253N104 BBG001S66J14 4,512,822 373,578 SH   OTR 1 0 373,578 0
BLACKROCK MUNIHOLDINGS FD IN COM 09253N104 BBG001S66J14 11,860,772 981,852 SH   SOLE   981,852 0 0
BLACKROCK MUNIVEST FD INC COM 09253R105 BBG001S5TGK6 5,854,131 829,197 SH   SOLE   829,197 0 0
BLACKROCK MUNIVEST FD INC COM 09253R105 BBG001S5TGK6 1,358,521 192,425 SH   OTR 1 0 192,425 0
BLACKROCK MUNIYIELD FD INC COM 09253W104 BBG001S6FY66 2,217,574 200,504 SH   OTR 1 0 200,504 0
BLACKROCK MUNIYIELD FD INC COM 09253W104 BBG001S6FY66 2,008,507 181,601 SH   SOLE   181,601 0 0
BLACKROCK MUNIYIELD MICH QU COM 09254V105 BBG001S75345 4,828,997 419,548 SH   SOLE   419,548 0 0
BLACKROCK MUNIYIELD MICH QU COM 09254V105 BBG001S75345 2,823,069 245,271 SH   OTR 1 0 245,271 0
BLACKROCK MUNIYIELD N Y QUAL COM 09255E102 BBG001S6TRK0 5,718,619 543,595 SH   OTR 1 0 543,595 0
BLACKROCK MUNIYIELD N Y QUAL COM 09255E102 BBG001S6TRK0 2,851,225 271,029 SH   SOLE   271,029 0 0
BLACKROCK MUNIYIELD QUALITY COM 09254G108 BBG001S742F6 4,246,061 404,002 SH   SOLE   404,002 0 0
BLACKROCK MUNIYIELD QUALITY COM 09254G108 BBG001S742F6 6,180,836 588,091 SH   OTR 1 0 588,091 0
BLACKROCK MUNIYILD QULT FD I COM 09254F100 BBG001S6Y4Q9 864,973 70,610 SH   SOLE   70,610 0 0
BLACKROCK MUNIYILD QULT FD I COM 09254F100 BBG001S6Y4Q9 3,518,531 287,227 SH   OTR 1 0 287,227 0
BLACKROCK N Y MUN INCOME TRU SH BEN INT 09248L106 BBG001SFL1C4 419,622 39,587 SH   SOLE   39,587 0 0
BLACKROCK N Y MUN INCOME TRU SH BEN INT 09248L106 BBG001SFL1C4 417,608 39,397 SH   OTR 1 0 39,397 0
BLOCK INC NOTE 0.125% 3/0 852234AF0   114,520 112,000 PRN   OTR 4 48,000 64,000 0
BLOCK INC NOTE 0.125% 3/0 852234AF0   40,919,666 39,873,000 PRN   OTR 1 0 39,873,000 0
BLOCK INC NOTE 0.125% 3/0 852234AF0   1,670,735 1,628,000 PRN   SOLE   1,628,000 0 0
BLOCK INC NOTE 0.125% 3/0 852234AF0   3,372,205 3,298,000 PRN   DFND 1 86,000 3,208,000 4,000
BOOKING HOLDINGS INC NOTE 0.750% 5/0 09857LAN8   40,635,000 21,000,000 PRN   OTR 1 0 21,000,000 0
BOOKING HOLDINGS INC NOTE 0.750% 5/0 09857LAN8   2,821,230 1,458,000 PRN   SOLE   1,458,000 0 0
BRIDGEBIO PHARMA INC NOTE 2.250% 2/0 10806XAD4   15,231,700 18,590,000 PRN   OTR 1 0 18,590,000 0
BRIDGEBIO PHARMA INC NOTE 2.250% 2/0 10806XAD4   636,634 777,000 PRN   SOLE   777,000 0 0
CABLE ONE INC NOTE 1.125% 3/1 12685JAG0   14,828,650 19,625,000 PRN   OTR 1 0 19,625,000 0
CABLE ONE INC NOTE 1.125% 3/1 12685JAG0   7,106,418 9,405,000 PRN   SOLE   9,405,000 0 0
CABLE ONE INC NOTE 1.125% 3/1 12685JAG0   41,558 55,000 PRN   OTR 5 0 55,000 0
CABLE ONE INC NOTE 3/1 12685JAE5   70,080 80,000 PRN   OTR 5 0 80,000 0
CABLE ONE INC NOTE 3/1 12685JAE5   8,851,880 10,100,000 PRN   SOLE   10,100,000 0 0
CABLE ONE INC NOTE 3/1 12685JAE5   10,836,120 12,370,000 PRN   OTR 1 0 12,370,000 0
CENTURY ALUM CO NOTE 2.750% 5/0 156431AQ1   40,820 40,000 PRN   OTR 5 0 40,000 0
CENTURY ALUM CO NOTE 2.750% 5/0 156431AQ1   3,587,058 3,515,000 PRN   SOLE   3,515,000 0 0
CHART INDS INC 6.75DP CNV PFD B 16115Q407   129,768 2,021 SH   OTR 4 819 1,202 0
CHART INDS INC 6.75DP CNV PFD B 16115Q407   988,019 14,900 SH   SOLE   14,900 0 0
CHART INDS INC 6.75DP CNV PFD B 16115Q407   3,880,146 60,429 SH   DFND 1 1,663 58,698 68
CHART INDS INC 6.75DP CNV PFD B 16115Q407   22,319,946 336,600 SH   OTR 1 0 336,600 0
CHEESECAKE FACTORY INC NOTE 0.375% 6/1 163072AA9   16,731,878 18,696,000 PRN   OTR 1 0 18,696,000 0
CHEESECAKE FACTORY INC NOTE 0.375% 6/1 163072AA9   6,687,009 7,514,000 PRN   DFND 1 209,000 7,296,000 9,000
CHEESECAKE FACTORY INC NOTE 0.375% 6/1 163072AA9   222,485 250,000 PRN   OTR 4 101,000 149,000 0
CHEESECAKE FACTORY INC NOTE 0.375% 6/1 163072AA9   756,228 845,000 PRN   SOLE   845,000 0 0
CHEFS WHSE INC NOTE 1.875%12/0 163086AB7   27,675 27,000 PRN   SOLE   27,000 0 0
CHEFS WHSE INC NOTE 2.375%12/1 163086AE1   6,630,481 6,058,000 PRN   DFND 1 165,000 5,886,000 7,000
CHEFS WHSE INC NOTE 2.375%12/1 163086AE1   25,613,952 23,296,000 PRN   OTR 1 0 23,296,000 0
CHEFS WHSE INC NOTE 2.375%12/1 163086AE1   1,331,495 1,211,000 PRN   SOLE   1,211,000 0 0
CHEFS WHSE INC NOTE 2.375%12/1 163086AE1   219,994 201,000 PRN   OTR 4 82,000 119,000 0
CHEGG INC NOTE 9/0 163092AF6   37,688 45,000 PRN   SOLE   45,000 0 0
CHORD ENERGY CORPORATION COM NEW 674215207 BBG00Y7BLJF2 116,212 652 SH   SOLE   652 0 0
CHORD ENERGY CORPORATION COM NEW 674215207 BBG00Y7BLJF2 16,949,911 95,096 SH   OTR 1 0 95,096 0
CONMED CORP NOTE 2.250% 6/1 207410AH4   5,699,371 6,237,000 PRN   DFND 1 173,000 6,057,000 7,000
CONMED CORP NOTE 2.250% 6/1 207410AH4   2,172,547 2,371,000 PRN   SOLE   2,371,000 0 0
CONMED CORP NOTE 2.250% 6/1 207410AH4   43,252,109 47,203,000 PRN   OTR 1 0 47,203,000 0
CONMED CORP NOTE 2.250% 6/1 207410AH4   186,415 204,000 PRN   OTR 4 81,000 123,000 0
DANAHER CORPORATION COM 235851102 BBG001S5QGT0 37,512,189 150,217 SH   OTR 1 0 150,217 0
DATADOG INC NOTE 0.125% 6/1 23804LAB9   1,596,406 1,129,000 PRN   SOLE   1,129,000 0 0
DATADOG INC NOTE 0.125% 6/1 23804LAB9   238,121 169,000 PRN   OTR 4 67,000 102,000 0
DATADOG INC NOTE 0.125% 6/1 23804LAB9   6,991,458 4,962,000 PRN   DFND 1 140,000 4,817,000 5,000
DATADOG INC NOTE 0.125% 6/1 23804LAB9   28,002,856 19,804,000 PRN   OTR 1 0 19,804,000 0
DEXCOM INC NOTE 0.250%11/1 252131AK3   225,014 205,000 PRN   OTR 4 83,000 122,000 0
DEXCOM INC NOTE 0.250%11/1 252131AK3   36,694,713 33,317,000 PRN   OTR 1 0 33,317,000 0
DEXCOM INC NOTE 0.250%11/1 252131AK3   2,276,555 2,067,000 PRN   SOLE   2,067,000 0 0
DEXCOM INC NOTE 0.250%11/1 252131AK3   6,742,741 6,143,000 PRN   DFND 1 169,000 5,968,000 6,000
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5   22,997,875 36,650,000 PRN   OTR 1 0 36,650,000 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5   62,750 100,000 PRN   OTR 5 0 100,000 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5   10,819,663 17,215,000 PRN   SOLE   17,215,000 0 0
DROPBOX INC NOTE 3/0 26210CAD6   21,669,749 23,099,000 PRN   OTR 1 0 23,099,000 0
DROPBOX INC NOTE 3/0 26210CAC8   222,780 235,000 PRN   OTR 4 96,000 139,000 0
DROPBOX INC NOTE 3/0 26210CAD6   1,556,349 1,659,000 PRN   SOLE   1,659,000 0 0
DROPBOX INC NOTE 3/0 26210CAC8   6,535,512 6,894,000 PRN   DFND 1 186,000 6,700,000 8,000
DWS MUN INCOME TR NEW COM 233368109 BBG001S63VH3 1,182,948 131,002 SH   OTR 1 0 131,002 0
DWS MUN INCOME TR NEW COM 233368109 BBG001S63VH3 406,476 45,014 SH   SOLE   45,014 0 0
EATON VANCE MUN BD FD COM 27827X101 BBG001S6S949 1,027,662 99,291 SH   OTR 1 0 99,291 0
EATON VANCE MUN BD FD COM 27827X101 BBG001S6S949 2,628,155 253,928 SH   SOLE   253,928 0 0
EATON VANCE NEW YORK MUN BD COM 27827Y109 BBG001SKX9S6 122,696 12,636 SH   OTR 1 0 12,636 0
EATON VANCE NEW YORK MUN BD COM 27827Y109 BBG001SKX9S6 4,018,338 413,835 SH   SOLE   413,835 0 0
ENPHASE ENERGY INC NOTE 3/0 29355AAH0   186,557 203,000 PRN   OTR 4 84,000 119,000 0
ENPHASE ENERGY INC NOTE 3/0 29355AAH0   1,017,793 1,103,000 PRN   SOLE   1,103,000 0 0
ENPHASE ENERGY INC NOTE 3/0 29355AAH0   29,970,920 32,480,000 PRN   OTR 1 0 32,480,000 0
ENPHASE ENERGY INC NOTE 3/0 29355AAH0   5,600,386 6,094,000 PRN   DFND 1 167,000 5,920,000 7,000
ENVESTNET INC NOTE 2.625%12/0 29404KAG1   1,665,494 1,569,000 PRN   SOLE   1,569,000 0 0
ENVESTNET INC NOTE 2.625%12/0 29404KAG1   30,971,386 29,177,000 PRN   OTR 1 0 29,177,000 0
ETSY INC NOTE 0.125%10/0 29786AAJ5   133,182 126,000 PRN   OTR 4 50,000 76,000 0
ETSY INC NOTE 0.125%10/0 29786AAJ5   3,864,392 3,656,000 PRN   DFND 1 101,000 3,551,000 4,000
ETSY INC NOTE 0.250% 6/1 29786AAN6   1,722,200 2,180,000 PRN   SOLE   2,180,000 0 0
ETSY INC NOTE 0.250% 6/1 29786AAN6   40,856,430 51,717,000 PRN   OTR 1 0 51,717,000 0
EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3   808,835 830,000 PRN   SOLE   830,000 0 0
EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3   22,983,583 23,585,000 PRN   OTR 1 0 23,585,000 0
EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8   16,762 17,000 PRN   SOLE   17,000 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9   154,879 168,000 PRN   OTR 4 66,000 102,000 0
EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9   61,751,769 66,802,000 PRN   OTR 1 0 66,802,000 0
EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9   2,990,434 3,235,000 PRN   SOLE   3,235,000 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9   4,568,015 4,955,000 PRN   DFND 1 135,000 4,816,000 4,000
EXPEDIA GROUP INC NOTE 2/1 30212PBE4   234,278 253,000 PRN   SOLE   253,000 0 0
EXPEDIA GROUP INC NOTE 2/1 30212PBE4   5,167,080 5,580,000 PRN   OTR 1 0 5,580,000 0
FORD MTR CO DEL NOTE 3/1 345370CZ1   208,767 202,000 PRN   OTR 4 83,000 119,000 0
FORD MTR CO DEL NOTE 3/1 345370CZ1   63,017,219 60,681,000 PRN   OTR 1 0 60,681,000 0
FORD MTR CO DEL NOTE 3/1 345370CZ1   6,271,278 6,068,000 PRN   DFND 1 165,000 5,896,000 7,000
FORD MTR CO DEL NOTE 3/1 345370CZ1   2,990,880 2,880,000 PRN   SOLE   2,880,000 0 0
FORUM ENERGY TECHNOLOGIES IN COM 34984V209 BBG001SR1425 15,563,121 778,935 SH   OTR 1 0 778,935 0
FORUM ENERGY TECHNOLOGIES IN COM 34984V209 BBG001SR1425 3,825,205 192,077 SH   SOLE   192,077 0 0
FORUM ENERGY TECHNOLOGIES IN COM 34984V209 BBG001SR1425 44,495 2,227 SH   OTR 5 0 2,227 0
FORUM ENERGY TECHNOLOGIES IN NOTE 9.000% 8/0 34984VAC4   65,795 65,762 PRN   OTR 5 0 65,762 0
FORUM ENERGY TECHNOLOGIES IN NOTE 9.000% 8/0 34984VAC4   11,438,825 11,433,166 PRN   SOLE   11,433,166 0 0
FORUM ENERGY TECHNOLOGIES IN NOTE 9.000% 8/0 34984VAC4   23,061,991 23,050,466 PRN   OTR 1 0 23,050,466 0
GREENBRIER COS INC NOTE 2.875% 4/1 393657AM3   20,531,779 18,463,000 PRN   OTR 1 0 18,463,000 0
GREENBRIER COS INC NOTE 2.875% 4/1 393657AM3   875,183 787,000 PRN   SOLE   787,000 0 0
GULFPORT ENERGY CORP COMMON SHARES 402635502 BBG0112Z8766 353,385 2,207 SH   OTR 5 0 2,207 0
GULFPORT ENERGY CORP COMMON SHARES 402635502 BBG0112Z8766 110,249,825 688,545 SH   OTR 1 0 688,545 0
GULFPORT ENERGY CORP COMMON SHARES 402635502 BBG0112Z8766 21,357,910 131,869 SH   SOLE   131,869 0 0
HAEMONETICS CORP MASS NOTE 3/0 405024AB6   6,757,216 7,360,000 PRN   DFND 1 203,000 7,149,000 8,000
HAEMONETICS CORP MASS NOTE 3/0 405024AB6   1,600,655 1,734,000 PRN   SOLE   1,734,000 0 0
HAEMONETICS CORP MASS NOTE 3/0 405024AB6   225,853 246,000 PRN   OTR 4 100,000 146,000 0
HAEMONETICS CORP MASS NOTE 3/0 405024AB6   17,151,198 18,580,000 PRN   OTR 1 0 18,580,000 0
HALOZYME THERAPEUTICS INC NOTE 1.000% 8/1 40637HAF6   200,139 206,000 PRN   OTR 4 84,000 122,000 0
HALOZYME THERAPEUTICS INC NOTE 1.000% 8/1 40637HAF6   6,132,424 6,312,000 PRN   DFND 1 174,000 6,130,000 8,000
HALOZYME THERAPEUTICS INC NOTE 1.000% 8/1 40637HAF6   35,677,624 36,628,000 PRN   OTR 1 0 36,628,000 0
HALOZYME THERAPEUTICS INC NOTE 1.000% 8/1 40637HAF6   1,807,843 1,856,000 PRN   SOLE   1,856,000 0 0
IMPINJ INC NOTE 1.125% 5/1 453204AD1   630,354 465,000 PRN   SOLE   465,000 0 0
IMPINJ INC NOTE 1.125% 5/1 453204AD1   12,925,646 9,535,000 PRN   OTR 1 0 9,535,000 0
INFINERA CORP NOTE 2.500% 3/0 45667GAE3   348,153 339,000 PRN   SOLE   339,000 0 0
INFINERA CORP NOTE 2.500% 3/0 45667GAE3   11,851,580 11,540,000 PRN   OTR 1 0 11,540,000 0
INTEGER HLDGS CORP NOTE 2.125% 2/1 45826HAB5   52,361,128 36,161,000 PRN   OTR 1 0 36,161,000 0
INTEGER HLDGS CORP NOTE 2.125% 2/1 45826HAB5   7,108,218 4,926,000 PRN   DFND 1 136,000 4,785,000 5,000
INTEGER HLDGS CORP NOTE 2.125% 2/1 45826HAB5   2,649,840 1,830,000 PRN   SOLE   1,830,000 0 0
INTEGER HLDGS CORP NOTE 2.125% 2/1 45826HAB5   242,424 168,000 PRN   OTR 4 69,000 99,000 0
INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1   16,741,447 17,501,000 PRN   OTR 1 0 17,501,000 0
INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1   5,846,688 6,136,000 PRN   DFND 1 168,000 5,961,000 7,000
INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1   193,429 203,000 PRN   OTR 4 83,000 120,000 0
INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1   1,371,764 1,434,000 PRN   SOLE   1,434,000 0 0
INTERDIGITAL INC NOTE 2.000% 6/0 45867GAB7   435,809 335,000 PRN   SOLE   335,000 0 0
INTERDIGITAL INC NOTE 2.000% 6/0 45867GAB7   9,574,778 7,360,000 PRN   OTR 1 0 7,360,000 0
INVESCO PA VALUE MUN INC TR COM 46132K109 BBG001S75GP3 428,204 41,776 SH   SOLE   41,776 0 0
INVESCO PA VALUE MUN INC TR COM 46132K109 BBG001S75GP3 191,665 18,699 SH   OTR 1 0 18,699 0
IONIS PHARMACEUTICALS INC NOTE 4/0 462222AD2   3,252,524 3,304,000 PRN   DFND 1 87,000 3,213,000 4,000
IONIS PHARMACEUTICALS INC NOTE 4/0 462222AD2   24,758,255 25,023,000 PRN   OTR 1 0 25,023,000 0
IONIS PHARMACEUTICALS INC NOTE 4/0 462222AD2   111,239 113,000 PRN   OTR 4 48,000 65,000 0
IONIS PHARMACEUTICALS INC NOTE 4/0 462222AD2   1,402,008 1,417,000 PRN   SOLE   1,417,000 0 0
ISHARES GOLD TR ISHARES NEW 464285204 BBG001SJK6D5 39,048,295 929,500 SH   OTR 1 0 929,500 0
KOSMOS ENERGY LTD COM 500688106 BBG001SJV7R6 8,961,790 1,503,656 SH   OTR 1 0 1,503,656 0
LANTHEUS HLDGS INC NOTE 2.625%12/1 516544AB9   5,631,752 5,092,000 PRN   DFND 1 142,000 4,945,000 5,000
LANTHEUS HLDGS INC NOTE 2.625%12/1 516544AB9   194,656 176,000 PRN   OTR 4 71,000 105,000 0
LANTHEUS HLDGS INC NOTE 2.625%12/1 516544AB9   54,509,810 49,119,000 PRN   OTR 1 0 49,119,000 0
LANTHEUS HLDGS INC NOTE 2.625%12/1 516544AB9   2,765,497 2,492,000 PRN   SOLE   2,492,000 0 0
LIBERTY MEDIA CORP DEL NOTE 2.250% 8/1 531229AQ5   1,638,099 1,594,000 PRN   SOLE   1,594,000 0 0
LIBERTY MEDIA CORP DEL NOTE 2.250% 8/1 531229AQ5   28,797,251 28,022,000 PRN   OTR 1 0 28,022,000 0
LIBERTY MEDIA CORP DEL NOTE 2.250% 8/1 531229AQ5   6,220,902 6,083,000 PRN   DFND 1 168,000 5,909,000 6,000
LIBERTY MEDIA CORP DEL NOTE 2.250% 8/1 531229AQ5   208,625 204,000 PRN   OTR 4 83,000 121,000 0
LIBERTY MEDIA CORP DEL NOTE 3.750% 3/1 531229AP7   34,973,128 28,445,000 PRN   OTR 1 0 28,445,000 0
LIBERTY MEDIA CORP DEL NOTE 3.750% 3/1 531229AP7   1,737,284 1,413,000 PRN   SOLE   1,413,000 0 0
LIVE NATION ENTERTAINMENT IN NOTE 3.125% 1/1 538034BA6   39,754,835 33,008,000 PRN   OTR 1 0 33,008,000 0
LIVE NATION ENTERTAINMENT IN NOTE 3.125% 1/1 538034BA6   7,122,037 5,938,000 PRN   DFND 1 163,000 5,768,000 7,000
LIVE NATION ENTERTAINMENT IN NOTE 3.125% 1/1 538034BA6   236,282 197,000 PRN   OTR 4 81,000 116,000 0
LIVE NATION ENTERTAINMENT IN NOTE 3.125% 1/1 538034BA6   2,329,310 1,934,000 PRN   SOLE   1,934,000 0 0
LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1   45,903,465 52,025,000 PRN   OTR 1 0 52,025,000 0
LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1   5,314,926 6,058,000 PRN   DFND 1 165,000 5,886,000 7,000
LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1   177,223 202,000 PRN   OTR 4 83,000 119,000 0
LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1   2,199,953 2,494,000 PRN   SOLE   2,494,000 0 0
MARRIOTT VACATIONS WORLDWIDE NOTE 1/1 57164YAD9   5,876,925 6,170,000 PRN   OTR 1 0 6,170,000 0
MARRIOTT VACATIONS WORLDWIDE NOTE 1/1 57164YAD9   453,390 476,000 PRN   SOLE   476,000 0 0
MFS MUN INCOME TR SH BEN INT 552738106 BBG001S5T4C2 1,789,042 333,155 SH   SOLE   333,155 0 0
MGP INGREDIENTS INC NEW NOTE 1.875%11/1 55303JAB2   2,272,169 2,098,000 PRN   SOLE   2,098,000 0 0
MGP INGREDIENTS INC NEW NOTE 1.875%11/1 55303JAB2   44,358,237 40,914,000 PRN   OTR 1 0 40,914,000 0
MGP INGREDIENTS INC NEW NOTE 1.875%11/1 55303JAB2   174,625 162,000 PRN   OTR 4 68,000 94,000 0
MGP INGREDIENTS INC NEW NOTE 1.875%11/1 55303JAB2   5,119,090 4,749,000 PRN   DFND 1 132,000 4,612,000 5,000
MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8   72,896,278 68,383,000 PRN   OTR 1 0 68,383,000 0
MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8   3,159,652 2,972,000 PRN   SOLE   2,972,000 0 0
MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8   6,685,361 6,301,000 PRN   DFND 1 178,000 6,115,000 8,000
MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8   220,688 208,000 PRN   OTR 4 84,000 124,000 0
MODEL N INC NOTE 1.875% 3/1 607525AD4   21,008,154 21,804,000 PRN   OTR 1 0 21,804,000 0
MODEL N INC NOTE 1.875% 3/1 607525AD4   1,531,002 1,589,000 PRN   SOLE   1,589,000 0 0
MONGODB INC NOTE 0.250% 1/1 60937PAD8   1,372,946 782,000 PRN   SOLE   782,000 0 0
MONGODB INC NOTE 0.250% 1/1 60937PAD8   25,659,340 14,615,000 PRN   OTR 1 0 14,615,000 0
NCL CORP LTD NOTE 5.375% 8/0 62886HAX9   1,008,928 769,000 PRN   SOLE   769,000 0 0
NCL CORP LTD NOTE 5.375% 8/0 62886HAX9   20,666,624 15,752,000 PRN   OTR 1 0 15,752,000 0
NCL CORP LTD NOTE 5.375% 8/0 62886HAX9   218,269 167,000 PRN   OTR 4 66,000 101,000 0
NCL CORP LTD NOTE 5.375% 8/0 62886HAX9   6,382,081 4,883,000 PRN   DFND 1 137,000 4,741,000 5,000
NCL CORP LTD NOTE 6.000% 5/1 62886HAT8   181,844 119,000 PRN   SOLE   119,000 0 0
NCL CORP LTD NOTE 6.000% 5/1 62886HAT8   7,036,901 4,605,000 PRN   OTR 1 0 4,605,000 0
NEXTERA ENERGY INC UNIT 09/01/2025 65339F713   2,734,928 69,090 SH   SOLE   69,090 0 0
NEXTERA ENERGY INC UNIT 09/01/2025 65339F713   36,814,050 930,000 SH   OTR 1 0 930,000 0
NEXTERA ENERGY INC UNIT 09/01/2025 65339F713   9,679,283 248,633 SH   DFND 1 6,833 241,518 282
NEXTERA ENERGY INC UNIT 09/01/2025 65339F713   322,340 8,280 SH   OTR 4 3,383 4,897 0
NICE LTD NOTE 9/1 653656AB4   4,445,374 4,235,000 PRN   SOLE   4,235,000 0 0
NICE LTD NOTE 9/1 653656AB4   98,724,780 94,248,000 PRN   OTR 1 0 94,248,000 0
NICE LTD NOTE 9/1 653656AB4   331,515 318,000 PRN   OTR 4 129,000 189,000 0
NICE LTD NOTE 9/1 653656AB4   9,874,560 9,472,000 PRN   DFND 1 257,000 9,204,000 11,000
NINE ENERGY SERVICE INC COM 65441V101 BBG004M28MG8 1,357 606 SH   OTR 5 0 606 0
NINE ENERGY SERVICE INC COM 65441V101 BBG004M28MG8 343,661 153,420 SH   OTR 1 0 153,420 0
NINE ENERGY SERVICE INC COM 65441V101 BBG004M28MG8 60,410 27,448 SH   SOLE   27,448 0 0
NORTHERN OIL & GAS INC NOTE 3.625% 4/1 665531AJ8   202,105 166,000 PRN   OTR 4 67,000 99,000 0
NORTHERN OIL & GAS INC NOTE 3.625% 4/1 665531AJ8   16,154,695 13,228,000 PRN   OTR 1 0 13,228,000 0
NORTHERN OIL & GAS INC NOTE 3.625% 4/1 665531AJ8   619,174 507,000 PRN   SOLE   507,000 0 0
NORTHERN OIL & GAS INC NOTE 3.625% 4/1 665531AJ8   6,042,453 4,963,000 PRN   DFND 1 138,000 4,820,000 5,000
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5   9,883,983 5,974,000 PRN   DFND 1 163,000 5,804,000 7,000
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5   88,162,342 53,206,000 PRN   OTR 1 0 53,206,000 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5   322,628 195,000 PRN   OTR 4 80,000 115,000 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5   4,954,430 2,990,000 PRN   SOLE   2,990,000 0 0
NUTANIX INC NOTE 0.250%10/0 67059NAH1   28,009,560 22,772,000 PRN   OTR 1 0 22,772,000 0
NUTANIX INC NOTE 0.250%10/0 67059NAH1   1,602,690 1,303,000 PRN   SOLE   1,303,000 0 0
NUTANIX INC NOTE 0.250%10/0 67059NAH1   230,300 188,000 PRN   OTR 4 77,000 111,000 0
NUTANIX INC NOTE 0.250%10/0 67059NAH1   6,910,225 5,641,000 PRN   DFND 1 154,000 5,480,000 7,000
NUVASIVE INC NOTE 0.375% 3/1 670704AJ4   20,090,804 21,043,000 PRN   OTR 1 0 21,043,000 0
NUVASIVE INC NOTE 0.375% 3/1 670704AJ4   1,020,628 1,069,000 PRN   SOLE   1,069,000 0 0
NUVEEN AMT FREE MUN CR INC F COM 67071L106 BBG001SHZCF8 3,436,943 282,876 SH   OTR 1 0 282,876 0
NUVEEN AMT FREE MUN CR INC F COM 67071L106 BBG001SHZCF8 5,119,366 421,347 SH   SOLE   421,347 0 0
NUVEEN AMT FREE QLTY MUN INC COM 670657105 BBG001SKQWJ3 19,387,057 1,751,315 SH   SOLE   1,751,315 0 0
NUVEEN AMT FREE QLTY MUN INC COM 670657105 BBG001SKQWJ3 830,250 75,000 SH   OTR 1 0 75,000 0
NUVEEN CA QUALTY MUN INCOME COM 67066Y105 BBG001SCTG12 826,500 75,000 SH   OTR 1 0 75,000 0
NUVEEN CA QUALTY MUN INCOME COM 67066Y105 BBG001SCTG12 4,050,170 367,529 SH   SOLE   367,529 0 0
NUVEEN MUNICIPAL CREDIT INC COM SH BEN INT 67070X101 BBG001S97B05 3,614,362 295,291 SH   OTR 1 0 295,291 0
NUVEEN MUNICIPAL CREDIT INC COM SH BEN INT 67070X101 BBG001S97B05 11,615,601 948,987 SH   SOLE   948,987 0 0
NUVEEN NEW YORK AMT QLT MUNI COM 670656107 BBG001S90BW7 1,861,672 171,267 SH   OTR 1 0 171,267 0
NUVEEN NEW YORK AMT QLT MUNI COM 670656107 BBG001S90BW7 6,685,746 615,064 SH   SOLE   615,064 0 0
NUVEEN PENNSYLVANIA QLT MUN COM 670972108 BBG001S6PT66 2,757,724 233,310 SH   SOLE   233,310 0 0
NUVEEN QUALITY MUNCP INCOME COM 67066V101 BBG001SCTFM1 3,487,519 304,321 SH   SOLE   304,321 0 0
NUVEEN QUALITY MUNCP INCOME COM 67066V101 BBG001SCTFM1 597,444 52,133 SH   OTR 1 0 52,133 0
OIL STS INTL INC NOTE 4.750% 4/0 678026AK1   46,783,433 48,325,000 PRN   OTR 1 0 48,325,000 0
OIL STS INTL INC NOTE 4.750% 4/0 678026AK1   2,317,406 2,410,000 PRN   SOLE   2,410,000 0 0
OKTA INC NOTE 0.125% 9/0 679295AD7   1,003,888 1,043,000 PRN   SOLE   1,043,000 0 0
OKTA INC NOTE 0.125% 9/0 679295AD7   12,324,813 12,805,000 PRN   OTR 1 0 12,805,000 0
OMNICELL COM NOTE 0.250% 9/1 68213NAD1   638,065 677,000 PRN   SOLE   677,000 0 0
OMNICELL COM NOTE 0.250% 9/1 68213NAD1   18,295,586 19,412,000 PRN   OTR 1 0 19,412,000 0
ON SEMICONDUCTOR CORP NOTE 0.500% 3/0 682189AU9   2,354,809 2,381,000 PRN   SOLE   2,381,000 0 0
ON SEMICONDUCTOR CORP NOTE 0.500% 3/0 682189AU9   46,892,446 47,414,000 PRN   OTR 1 0 47,414,000 0
PACIRA BIOSCIENCES INC NOTE 0.750% 8/0 695127AF7   32,338,328 33,951,000 PRN   OTR 1 0 33,951,000 0
PACIRA BIOSCIENCES INC NOTE 0.750% 8/0 695127AF7   1,519,238 1,595,000 PRN   SOLE   1,595,000 0 0
PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2   10,885,156 3,814,000 PRN   DFND 1 109,000 3,700,000 5,000
PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2   2,204,289 771,000 PRN   SOLE   771,000 0 0
PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2   368,166 129,000 PRN   OTR 4 50,000 79,000 0
PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2   60,482,145 21,155,000 PRN   OTR 1 0 21,155,000 0
PATRICK INDS INC NOTE 1.750%12/0 703343AG8   2,159,339 1,667,000 PRN   SOLE   1,667,000 0 0
PATRICK INDS INC NOTE 1.750%12/0 703343AG8   43,620,718 33,675,000 PRN   OTR 1 0 33,675,000 0
PATRICK INDS INC NOTE 1.750%12/0 703343AG8   9,651,292 7,476,000 PRN   DFND 1 208,000 7,259,000 9,000
PATRICK INDS INC NOTE 1.750%12/0 703343AG8   320,161 248,000 PRN   OTR 4 99,000 149,000 0
PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8   5,525,801 6,161,000 PRN   DFND 1 167,000 5,987,000 7,000
PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8   309,352 343,000 PRN   SOLE   343,000 0 0
PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8   181,174 202,000 PRN   OTR 4 82,000 120,000 0
PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8   5,287,840 5,863,000 PRN   OTR 1 0 5,863,000 0
PERMIAN RESOURCES CORP NOTE 3.250% 4/0 15136AAA0   42,870,338 14,471,000 PRN   OTR 1 0 14,471,000 0
PERMIAN RESOURCES CORP NOTE 3.250% 4/0 15136AAA0   2,121,150 716,000 PRN   SOLE   716,000 0 0
PIONEER MUNICIPAL HIGH INCOM COM 723762100 BBG001SC4CM5 1,633,252 200,399 SH   OTR 1 0 200,399 0
PIONEER MUNICIPAL HIGH INCOM COM 723762100 BBG001SC4CM5 4,498,450 551,957 SH   SOLE   551,957 0 0
PIONEER MUNICIPAL HIGH INCOM COM SHS 723763108 BBG001SLS3T2 1,776,433 200,954 SH   OTR 1 0 200,954 0
PIONEER MUNICIPAL HIGH INCOM COM SHS 723763108 BBG001SLS3T2 5,047,030 570,931 SH   SOLE   570,931 0 0
PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2   4,482,708 1,565,000 PRN   SOLE   1,565,000 0 0
PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2   12,826,930 4,484,000 PRN   DFND 1 122,000 4,357,000 5,000
PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2   86,168,241 30,083,000 PRN   OTR 1 0 30,083,000 0
PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2   451,975 158,000 PRN   OTR 4 67,000 91,000 0
POST HLDGS INC NOTE 2.500% 8/1 737446AT1   34,362,230 30,490,000 PRN   OTR 1 0 30,490,000 0
POST HLDGS INC NOTE 2.500% 8/1 737446AT1   228,273 203,000 PRN   OTR 4 82,000 121,000 0
POST HLDGS INC NOTE 2.500% 8/1 737446AT1   1,485,386 1,318,000 PRN   SOLE   1,318,000 0 0
POST HLDGS INC NOTE 2.500% 8/1 737446AT1   6,939,289 6,171,000 PRN   DFND 1 170,000 5,994,000 7,000
PPL CAP FDG INC NOTE 2.875% 3/1 69352PAS2   480,375 500,000 PRN   SOLE   500,000 0 0
Q2 HLDGS INC NOTE 0.750% 6/0 74736LAD1   371,475 390,000 PRN   SOLE   390,000 0 0
Q2 HLDGS INC NOTE 0.750% 6/0 74736LAD1   6,853,238 7,195,000 PRN   OTR 1 0 7,195,000 0
RIVIAN AUTOMOTIVE INC NOTE 4.625% 3/1 76954AAB9   12,463,502 15,473,000 PRN   OTR 1 0 15,473,000 0
RIVIAN AUTOMOTIVE INC NOTE 4.625% 3/1 76954AAB9   522,770 649,000 PRN   SOLE   649,000 0 0
ROYAL CARIBBEAN GROUP NOTE 6.000% 8/1 780153BQ4   21,267,090 7,470,000 PRN   OTR 1 0 7,470,000 0
ROYAL CARIBBEAN GROUP NOTE 6.000% 8/1 780153BQ4   1,096,095 385,000 PRN   SOLE   385,000 0 0
SABRE GLBL INC NOTE 4.000% 4/1 78573NAE2   98,280 105,000 PRN   SOLE   105,000 0 0
SABRE GLBL INC NOTE 4.000% 4/1 78573NAE2   2,826,720 3,020,000 PRN   OTR 1 0 3,020,000 0
SHIFT4 PMTS INC NOTE 12/1 82452JAB5   208,650 195,000 PRN   OTR 4 81,000 114,000 0
SHIFT4 PMTS INC NOTE 12/1 82452JAB5   31,852,250 29,630,000 PRN   OTR 1 0 29,630,000 0
SHIFT4 PMTS INC NOTE 12/1 82452JAB5   6,133,240 5,732,000 PRN   DFND 1 154,000 5,571,000 7,000
SHIFT4 PMTS INC NOTE 12/1 82452JAB5   1,536,175 1,429,000 PRN   SOLE   1,429,000 0 0
SNAP INC NOTE 0.125% 3/0 83304AAH9   676,583 885,000 PRN   SOLE   885,000 0 0
SNAP INC NOTE 0.125% 3/0 83304AAH9   19,053,634 24,923,000 PRN   OTR 1 0 24,923,000 0
SNAP INC NOTE 5/0 83304AAF3   16,639,442 20,573,000 PRN   OTR 1 0 20,573,000 0
SNAP INC NOTE 5/0 83304AAF3   604,982 748,000 PRN   SOLE   748,000 0 0
SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6   534,203 583,000 PRN   SOLE   583,000 0 0
SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6   14,879,796 16,239,000 PRN   OTR 1 0 16,239,000 0
SOUTHERN CO NOTE 3.875%12/1 842587DP9   647,563 650,000 PRN   SOLE   650,000 0 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2   4,848,492 4,791,000 PRN   DFND 1 135,000 4,651,000 5,000
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2   57,461,993 56,571,000 PRN   OTR 1 0 56,571,000 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2   163,944 162,000 PRN   OTR 4 67,000 95,000 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2   2,239,275 2,217,000 PRN   SOLE   2,217,000 0 0
SPDR GOLD TR GOLD SHS 78463V107 BBG001SCPX28 11,383,722 55,336 SH   OTR 1 0 55,336 0
SUMMIT HOTEL PPTYS NOTE 1.500% 2/1 866082AA8   23,107,482 25,804,000 PRN   OTR 1 0 25,804,000 0
SUMMIT HOTEL PPTYS NOTE 1.500% 2/1 866082AA8   821,174 917,000 PRN   SOLE   917,000 0 0
TALOS ENERGY INC COM 87484T108 BBG00JPH4JG0 6,271,602 450,196 SH   SOLE   450,196 0 0
TALOS ENERGY INC COM 87484T108 BBG00JPH4JG0 86,185 6,187 SH   OTR 5 0 6,187 0
TALOS ENERGY INC COM 87484T108 BBG00JPH4JG0 37,563,499 2,696,590 SH   OTR 1 0 2,696,590 0
TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2   5,213,390 6,188,000 PRN   DFND 1 173,000 6,009,000 6,000
TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2   1,086,670 1,286,000 PRN   SOLE   1,286,000 0 0
TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2   176,083 209,000 PRN   OTR 4 83,000 126,000 0
TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2   20,546,175 24,315,000 PRN   OTR 1 0 24,315,000 0
UBER TECHNOLOGIES INC NOTE 12/1 90353TAJ9   7,038,075 6,270,000 PRN   DFND 1 171,000 6,092,000 7,000
UBER TECHNOLOGIES INC NOTE 12/1 90353TAJ9   233,480 208,000 PRN   OTR 4 84,000 124,000 0
UBER TECHNOLOGIES INC NOTE 12/1 90353TAJ9   59,758 53,000 PRN   SOLE   53,000 0 0
VAIL RESORTS INC NOTE 1/0 91879QAN9   53,925,800 58,615,000 PRN   OTR 1 0 58,615,000 0
VAIL RESORTS INC NOTE 1/0 91879QAN9   6,383,040 6,976,000 PRN   DFND 1 189,000 6,779,000 8,000
VAIL RESORTS INC NOTE 1/0 91879QAN9   2,058,960 2,238,000 PRN   SOLE   2,238,000 0 0
VAIL RESORTS INC NOTE 1/0 91879QAN9   216,855 237,000 PRN   OTR 4 98,000 139,000 0
VISTRA CORP COM 92840M102 BBG00DXDL6R0 969,389 13,918 SH   OTR 2 0 13,918 0
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W308 BBG001S6MDB8 10,377,596 1,166,022 SH   OTR 1 0 1,166,022 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804   102,425 84 SH   OTR 4 34 50 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804   2,958,066 2,417 SH   SOLE   2,417 0 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804   29,147,414 23,816 SH   OTR 1 0 23,816 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804   2,917,905 2,393 SH   DFND 1 70 2,320 3
WOLFSPEED INC NOTE 0.250% 2/1 977852AB8   4,304,480 7,377,000 PRN   DFND 1 205,000 7,163,000 9,000
WOLFSPEED INC NOTE 0.250% 2/1 977852AB8   725,032 1,232,000 PRN   SOLE   1,232,000 0 0
WOLFSPEED INC NOTE 0.250% 2/1 977852AB8   11,006,127 18,702,000 PRN   OTR 1 0 18,702,000 0
WOLFSPEED INC NOTE 0.250% 2/1 977852AB8   141,791 243,000 PRN   OTR 4 99,000 144,000 0
ZIFF DAVIS INC NOTE 1.750%11/0 48123VAE2   8,089,957 8,505,000 PRN   OTR 1 0 8,505,000 0
ZIFF DAVIS INC NOTE 1.750%11/0 48123VAE2   575,476 605,000 PRN   SOLE   605,000 0 0
ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4   35,900,143 33,828,000 PRN   OTR 1 0 33,828,000 0
ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4   1,911,321 1,801,000 PRN   SOLE   1,801,000 0 0
ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4   6,336,504 5,999,000 PRN   DFND 1 166,000 5,826,000 7,000
ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4   209,139 198,000 PRN   OTR 4 81,000 117,000 0
ZSCALER INC NOTE 0.125% 7/0 98980GAB8   265,678 195,000 PRN   OTR 4 81,000 114,000 0
ZSCALER INC NOTE 0.125% 7/0 98980GAB8   24,205,241 17,701,000 PRN   OTR 1 0 17,701,000 0
ZSCALER INC NOTE 0.125% 7/0 98980GAB8   2,029,297 1,484,000 PRN   SOLE   1,484,000 0 0
ZSCALER INC NOTE 0.125% 7/0 98980GAB8   7,943,084 5,830,000 PRN   DFND 1 159,000 5,664,000 7,000