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Mackay Shields LLC – ‘13F-HR’ for 12/31/23 – ‘INFO-TABLE’

On:  Friday, 2/2/24, at 1:31pm ET   ·   Effective:  2/2/24   ·   For:  12/31/23   ·   Accession #:  1085146-24-679   ·   File #s:  28-00046, 28-00065, 28-06325, 28-06487, 28-10044, 28-10748, 28-13256, 28-13712

Previous ‘13F-HR’:  ‘13F-HR’ on 10/25/23 for 9/30/23   ·   Next & Latest:  ‘13F-HR’ on 5/3/24 for 3/31/24

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  As Of               Filer                 Filing    For·On·As Docs:Size             Issuer                      Filing Agent

 2/02/24  Mackay Shields LLC                13F-HR     12/31/23    2:200K                                   Adv Consultant Netw… Inc

Quarterly Holdings and Combination Report by a Money Manager   —   Form 13F

Filing Table of Contents

Document/Exhibit                   Description                      Pages   Size 

 1: 13F-HR      Quarterly Holdings and Combination Report by a      HTML      6K 
                Money Manager -- primary_doc.xml/2.2                             
 2: INFO-TABLE  Information Table -- infotable.xml                  HTML    196K

‘INFO-TABLE’   —   Information Table — infotable.xml



        

This ‘INFO-TABLE’ Document is an XML Data File that may be rendered in various formats:

  Information Table    –   Plain Text   –  SEC Website  –  EDGAR System  –    XML Data    –  <?xml?> File
 
 
Plain Text rendering:  Information Table
 
                                                                                                                                                                                
Information Table
 
Info Table:
Name of Issuer:  ABRDN NATL MUN INCOME FD
Title of Class:  SH BEN INT
CUSIP:  24610T-10-8
Figi:  BBG001S76Y64
Value:  4,101,306
Shrs or Prn Amt:
Ssh Prnamt:  401695
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  401695
Shared:  0
None:  0
Info Table:
Name of Issuer:  AES CORP
Title of Class:  UNIT 2/15/24
CUSIP:  00130H-20-4
Value:  22,613,292
Shrs or Prn Amt:
Ssh Prnamt:  297700
Ssh Prnamt Type:  SH
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  297700
None:  0
Info Table:
Name of Issuer:  AES CORP
Title of Class:  UNIT 2/15/24
CUSIP:  00130H-20-4
Value:  4,722,133
Shrs or Prn Amt:
Ssh Prnamt:  62068
Ssh Prnamt Type:  SH
Investment Discretion:  DFND
Other Manager:  1
Voting Authority:
Sole:  307
Shared:  61689
None:  72
Info Table:
Name of Issuer:  AES CORP
Title of Class:  UNIT 2/15/24
CUSIP:  00130H-20-4
Value:  172,093
Shrs or Prn Amt:
Ssh Prnamt:  2262
Ssh Prnamt Type:  SH
Investment Discretion:  OTR
Other Manager:  4
Voting Authority:
Sole:  884
Shared:  1378
None:  0
Info Table:
Name of Issuer:  AES CORP
Title of Class:  UNIT 2/15/24
CUSIP:  00130H-20-4
Value:  1,010,648
Shrs or Prn Amt:
Ssh Prnamt:  13305
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  13305
Shared:  0
None:  0
Info Table:
Name of Issuer:  AKAMAI TECHNOLOGIES INC
Title of Class:  NOTE 0.125% 5/0
CUSIP:  00971T-AJ-0
Value:  286,875
Shrs or Prn Amt:
Ssh Prnamt:  225000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  225000
Shared:  0
None:  0
Info Table:
Name of Issuer:  AKAMAI TECHNOLOGIES INC
Title of Class:  NOTE 0.125% 5/0
CUSIP:  00971T-AJ-0
Value:  5,010,150
Shrs or Prn Amt:
Ssh Prnamt:  3945000
Ssh Prnamt Type:  PRN
Investment Discretion:  DFND
Other Manager:  1
Voting Authority:
Sole:  92000
Shared:  3849000
None:  4000
Info Table:
Name of Issuer:  AKAMAI TECHNOLOGIES INC
Title of Class:  NOTE 0.125% 5/0
CUSIP:  00971T-AJ-0
Value:  170,180
Shrs or Prn Amt:
Ssh Prnamt:  134000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  4
Voting Authority:
Sole:  51000
Shared:  83000
None:  0
Info Table:
Name of Issuer:  AKAMAI TECHNOLOGIES INC
Title of Class:  NOTE 0.375% 9/0
CUSIP:  00971T-AL-5
Value:  38,952,881
Shrs or Prn Amt:
Ssh Prnamt:  34826000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  34826000
None:  0
Info Table:
Name of Issuer:  AKAMAI TECHNOLOGIES INC
Title of Class:  NOTE 0.375% 9/0
CUSIP:  00971T-AL-5
Value:  1,921,583
Shrs or Prn Amt:
Ssh Prnamt:  1718000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  1718000
Shared:  0
None:  0
Info Table:
Name of Issuer:  ALNYLAM PHARMACEUTICALS INC
Title of Class:  NOTE 1.000% 9/1
CUSIP:  02043Q-AB-3
Value:  11,063,950
Shrs or Prn Amt:
Ssh Prnamt:  11204000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  11204000
None:  0
Info Table:
Name of Issuer:  ALNYLAM PHARMACEUTICALS INC
Title of Class:  NOTE 1.000% 9/1
CUSIP:  02043Q-AB-3
Value:  745,563
Shrs or Prn Amt:
Ssh Prnamt:  755000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  755000
Shared:  0
None:  0
Info Table:
Name of Issuer:  AMERICAN AIRLINES GROUP INC
Title of Class:  NOTE 6.500% 7/0
CUSIP:  02376R-AF-9
Value:  15,502,688
Shrs or Prn Amt:
Ssh Prnamt:  13935000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  13935000
None:  0
Info Table:
Name of Issuer:  AMERICAN AIRLINES GROUP INC
Title of Class:  NOTE 6.500% 7/0
CUSIP:  02376R-AF-9
Value:  350,438
Shrs or Prn Amt:
Ssh Prnamt:  315000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  315000
Shared:  0
None:  0
Info Table:
Name of Issuer:  APOLLO GLOBAL MGMT INC
Title of Class:  SER A MAND CNV
CUSIP:  03769M-30-4
Value:  222,684
Shrs or Prn Amt:
Ssh Prnamt:  3949
Ssh Prnamt Type:  SH
Investment Discretion:  OTR
Other Manager:  4
Voting Authority:
Sole:  1555
Shared:  2394
None:  0
Info Table:
Name of Issuer:  APOLLO GLOBAL MGMT INC
Title of Class:  SER A MAND CNV
CUSIP:  03769M-30-4
Value:  33,663,490
Shrs or Prn Amt:
Ssh Prnamt:  597400
Ssh Prnamt Type:  SH
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  597400
None:  0
Info Table:
Name of Issuer:  APOLLO GLOBAL MGMT INC
Title of Class:  SER A MAND CNV
CUSIP:  03769M-30-4
Value:  1,983,520
Shrs or Prn Amt:
Ssh Prnamt:  35200
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  35200
Shared:  0
None:  0
Info Table:
Name of Issuer:  APOLLO GLOBAL MGMT INC
Title of Class:  SER A MAND CNV
CUSIP:  03769M-30-4
Value:  6,399,081
Shrs or Prn Amt:
Ssh Prnamt:  113479
Ssh Prnamt Type:  SH
Investment Discretion:  DFND
Other Manager:  1
Voting Authority:
Sole:  541
Shared:  112811
None:  127
Info Table:
Name of Issuer:  ARES CAPITAL CORP
Title of Class:  NOTE 4.625% 3/0
CUSIP:  04010L-AW-3
Value:  811,984
Shrs or Prn Amt:
Ssh Prnamt:  785000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  785000
Shared:  0
None:  0
Info Table:
Name of Issuer:  ARES CAPITAL CORP
Title of Class:  NOTE 4.625% 3/0
CUSIP:  04010L-AW-3
Value:  11,466,047
Shrs or Prn Amt:
Ssh Prnamt:  11085000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  11085000
None:  0
Info Table:
Name of Issuer:  ARRAY TECHNOLOGIES INC
Title of Class:  NOTE 1.000%12/0
CUSIP:  04271T-AB-6
Value:  159,327
Shrs or Prn Amt:
Ssh Prnamt:  162000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  4
Voting Authority:
Sole:  69000
Shared:  93000
None:  0
Info Table:
Name of Issuer:  ARRAY TECHNOLOGIES INC
Title of Class:  NOTE 1.000%12/0
CUSIP:  04271T-AB-6
Value:  15,481,067
Shrs or Prn Amt:
Ssh Prnamt:  15681000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  15681000
None:  0
Info Table:
Name of Issuer:  ARRAY TECHNOLOGIES INC
Title of Class:  NOTE 1.000%12/0
CUSIP:  04271T-AB-6
Value:  5,181,078
Shrs or Prn Amt:
Ssh Prnamt:  5268000
Ssh Prnamt Type:  PRN
Investment Discretion:  DFND
Other Manager:  1
Voting Authority:
Sole:  134000
Shared:  5129000
None:  5000
Info Table:
Name of Issuer:  ARRAY TECHNOLOGIES INC
Title of Class:  NOTE 1.000%12/0
CUSIP:  04271T-AB-6
Value:  1,033,651
Shrs or Prn Amt:
Ssh Prnamt:  1047000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  1047000
Shared:  0
None:  0
Info Table:
Name of Issuer:  BANK AMERICA CORP
Title of Class:  7.25%CNV PFD L
CUSIP:  060505-68-2
Value:  2,591,751
Shrs or Prn Amt:
Ssh Prnamt:  2147
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2147
Shared:  0
None:  0
Info Table:
Name of Issuer:  BANK AMERICA CORP
Title of Class:  7.25%CNV PFD L
CUSIP:  060505-68-2
Value:  218,156
Shrs or Prn Amt:
Ssh Prnamt:  181
Ssh Prnamt Type:  SH
Investment Discretion:  OTR
Other Manager:  4
Voting Authority:
Sole:  69
Shared:  112
None:  0
Info Table:
Name of Issuer:  BANK AMERICA CORP
Title of Class:  7.25%CNV PFD L
CUSIP:  060505-68-2
Value:  28,619,112
Shrs or Prn Amt:
Ssh Prnamt:  23708
Ssh Prnamt Type:  SH
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  23708
None:  0
Info Table:
Name of Issuer:  BANK AMERICA CORP
Title of Class:  7.25%CNV PFD L
CUSIP:  060505-68-2
Value:  5,984,215
Shrs or Prn Amt:
Ssh Prnamt:  4965
Ssh Prnamt Type:  SH
Investment Discretion:  DFND
Other Manager:  1
Voting Authority:
Sole:  22
Shared:  4938
None:  5
Info Table:
Name of Issuer:  BENTLEY SYS INC
Title of Class:  NOTE 0.125% 1/1
CUSIP:  08265T-AB-5
Value:  1,003,031
Shrs or Prn Amt:
Ssh Prnamt:  1010000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  1010000
Shared:  0
None:  0
Info Table:
Name of Issuer:  BENTLEY SYS INC
Title of Class:  NOTE 0.125% 1/1
CUSIP:  08265T-AB-5
Value:  6,966,597
Shrs or Prn Amt:
Ssh Prnamt:  7015000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  7015000
None:  0
Info Table:
Name of Issuer:  BILL HOLDINGS INC
Title of Class:  NOTE 12/0
CUSIP:  090043-AB-6
Value:  546,940
Shrs or Prn Amt:
Ssh Prnamt:  580000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  580000
Shared:  0
None:  0
Info Table:
Name of Issuer:  BILL HOLDINGS INC
Title of Class:  NOTE 12/0
CUSIP:  090043-AB-6
Value:  9,307,410
Shrs or Prn Amt:
Ssh Prnamt:  9870000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  9870000
None:  0
Info Table:
Name of Issuer:  BIOMARIN PHARMACEUTICAL INC
Title of Class:  NOTE 0.599% 8/0
CUSIP:  09061G-AH-4
Value:  294,694
Shrs or Prn Amt:
Ssh Prnamt:  299000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  4
Voting Authority:
Sole:  116000
Shared:  183000
None:  0
Info Table:
Name of Issuer:  BIOMARIN PHARMACEUTICAL INC
Title of Class:  NOTE 0.599% 8/0
CUSIP:  09061G-AH-4
Value:  8,648,640
Shrs or Prn Amt:
Ssh Prnamt:  8775000
Ssh Prnamt Type:  PRN
Investment Discretion:  DFND
Other Manager:  1
Voting Authority:
Sole:  214000
Shared:  8551000
None:  10000
Info Table:
Name of Issuer:  BIOMARIN PHARMACEUTICAL INC
Title of Class:  NOTE 1.250% 5/1
CUSIP:  09061G-AK-7
Value:  74,709,560
Shrs or Prn Amt:
Ssh Prnamt:  72400000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  72400000
None:  0
Info Table:
Name of Issuer:  BIOMARIN PHARMACEUTICAL INC
Title of Class:  NOTE 1.250% 5/1
CUSIP:  09061G-AK-7
Value:  3,717,936
Shrs or Prn Amt:
Ssh Prnamt:  3603000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  3603000
Shared:  0
None:  0
Info Table:
Name of Issuer:  BLACKLINE INC
Title of Class:  NOTE 3/1
CUSIP:  09239B-AD-1
Value:  428,400
Shrs or Prn Amt:
Ssh Prnamt:  480000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  480000
Shared:  0
None:  0
Info Table:
Name of Issuer:  BLACKROCK MUN INCOME QUALITY
Title of Class:  COM
CUSIP:  092479-10-4
Figi:  BBG001S99KD9
Value:  126,830
Shrs or Prn Amt:
Ssh Prnamt:  11314
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  11314
Shared:  0
None:  0
Info Table:
Name of Issuer:  BLACKROCK MUN INCOME QUALITY
Title of Class:  COM
CUSIP:  092479-10-4
Figi:  BBG001S99KD9
Value:  160,258
Shrs or Prn Amt:
Ssh Prnamt:  14296
Ssh Prnamt Type:  SH
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  14296
None:  0
Info Table:
Name of Issuer:  BLACKROCK MUN INCOME TR
Title of Class:  SH BEN INT
CUSIP:  09248F-10-9
Figi:  BBG001SFL2F9
Value:  98,444
Shrs or Prn Amt:
Ssh Prnamt:  9776
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  9776
Shared:  0
None:  0
Info Table:
Name of Issuer:  BLACKROCK MUN INCOME TR
Title of Class:  SH BEN INT
CUSIP:  09248F-10-9
Figi:  BBG001SFL2F9
Value:  124,415
Shrs or Prn Amt:
Ssh Prnamt:  12355
Ssh Prnamt Type:  SH
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  12355
None:  0
Info Table:
Name of Issuer:  BLACKROCK MUN TARGET TERM TR
Title of Class:  COM SHS BEN IN
CUSIP:  09257P-10-5
Figi:  BBG003BPM0W5
Value:  8,888,547
Shrs or Prn Amt:
Ssh Prnamt:  427334
Ssh Prnamt Type:  SH
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  427334
None:  0
Info Table:
Name of Issuer:  BLACKROCK MUN TARGET TERM TR
Title of Class:  COM SHS BEN IN
CUSIP:  09257P-10-5
Figi:  BBG003BPM0W5
Value:  20,266,834
Shrs or Prn Amt:
Ssh Prnamt:  974367
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  974367
Shared:  0
None:  0
Info Table:
Name of Issuer:  BLACKROCK MUNI INCOME TR II
Title of Class:  COM
CUSIP:  09249N-10-1
Figi:  BBG001SKZFD6
Value:  139,929
Shrs or Prn Amt:
Ssh Prnamt:  13102
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  13102
Shared:  0
None:  0
Info Table:
Name of Issuer:  BLACKROCK MUNI INCOME TR II
Title of Class:  COM
CUSIP:  09249N-10-1
Figi:  BBG001SKZFD6
Value:  176,786
Shrs or Prn Amt:
Ssh Prnamt:  16553
Ssh Prnamt Type:  SH
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  16553
None:  0
Info Table:
Name of Issuer:  BLACKROCK MUNICIPAL INCOME
Title of Class:  COM
CUSIP:  09253X-10-2
Figi:  BBG001SLPP25
Value:  399,229
Shrs or Prn Amt:
Ssh Prnamt:  34298
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  34298
Shared:  0
None:  0
Info Table:
Name of Issuer:  BLACKROCK MUNICIPAL INCOME
Title of Class:  COM
CUSIP:  09253X-10-2
Figi:  BBG001SLPP25
Value:  515,210
Shrs or Prn Amt:
Ssh Prnamt:  44262
Ssh Prnamt Type:  SH
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  44262
None:  0
Info Table:
Name of Issuer:  BLACKROCK MUNIHLDGS NJ QLTY
Title of Class:  COM
CUSIP:  09254X-10-1
Figi:  BBG001S5PKX7
Value:  8,117,428
Shrs or Prn Amt:
Ssh Prnamt:  711431
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  711431
Shared:  0
None:  0
Info Table:
Name of Issuer:  BLACKROCK MUNIHLDGS NJ QLTY
Title of Class:  COM
CUSIP:  09254X-10-1
Figi:  BBG001S5PKX7
Value:  3,738,452
Shrs or Prn Amt:
Ssh Prnamt:  327647
Ssh Prnamt Type:  SH
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  327647
None:  0
Info Table:
Name of Issuer:  BLACKROCK MUNIHLDGS NY QLTY
Title of Class:  COM
CUSIP:  09255C-10-6
Figi:  BBG001SB8M69
Value:  6,165,755
Shrs or Prn Amt:
Ssh Prnamt:  586656
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  586656
Shared:  0
None:  0
Info Table:
Name of Issuer:  BLACKROCK MUNIHLDGS NY QLTY
Title of Class:  COM
CUSIP:  09255C-10-6
Figi:  BBG001SB8M69
Value:  5,518,885
Shrs or Prn Amt:
Ssh Prnamt:  525108
Ssh Prnamt Type:  SH
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  525108
None:  0
Info Table:
Name of Issuer:  BLACKROCK MUNIHLDNGS CALI QL
Title of Class:  COM
CUSIP:  09254L-10-7
Figi:  BBG001SBLZS1
Value:  250,247
Shrs or Prn Amt:
Ssh Prnamt:  22484
Ssh Prnamt Type:  SH
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  22484
None:  0
Info Table:
Name of Issuer:  BLACKROCK MUNIHLDNGS CALI QL
Title of Class:  COM
CUSIP:  09254L-10-7
Figi:  BBG001SBLZS1
Value:  199,138
Shrs or Prn Amt:
Ssh Prnamt:  17892
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  17892
Shared:  0
None:  0
Info Table:
Name of Issuer:  BLACKROCK MUNIHOLDINGS FD IN
Title of Class:  COM
CUSIP:  09253N-10-4
Figi:  BBG001S66J14
Value:  1,996,997
Shrs or Prn Amt:
Ssh Prnamt:  167674
Ssh Prnamt Type:  SH
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  167674
None:  0
Info Table:
Name of Issuer:  BLACKROCK MUNIHOLDINGS FD IN
Title of Class:  COM
CUSIP:  09253N-10-4
Figi:  BBG001S66J14
Value:  6,061,773
Shrs or Prn Amt:
Ssh Prnamt:  508965
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  508965
Shared:  0
None:  0
Info Table:
Name of Issuer:  BLACKROCK MUNIVEST FD INC
Title of Class:  COM
CUSIP:  09253R-10-5
Figi:  BBG001S5TGK6
Value:  140,171
Shrs or Prn Amt:
Ssh Prnamt:  19687
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  19687
Shared:  0
None:  0
Info Table:
Name of Issuer:  BLACKROCK MUNIVEST FD INC
Title of Class:  COM
CUSIP:  09253R-10-5
Figi:  BBG001S5TGK6
Value:  176,135
Shrs or Prn Amt:
Ssh Prnamt:  24738
Ssh Prnamt Type:  SH
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  24738
None:  0
Info Table:
Name of Issuer:  BLACKROCK MUNIYIELD FD INC
Title of Class:  COM
CUSIP:  09253W-10-4
Figi:  BBG001S6FY66
Value:  88,105
Shrs or Prn Amt:
Ssh Prnamt:  8173
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  8173
Shared:  0
None:  0
Info Table:
Name of Issuer:  BLACKROCK MUNIYIELD FD INC
Title of Class:  COM
CUSIP:  09253W-10-4
Figi:  BBG001S6FY66
Value:  111,325
Shrs or Prn Amt:
Ssh Prnamt:  10327
Ssh Prnamt Type:  SH
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  10327
None:  0
Info Table:
Name of Issuer:  BLACKROCK MUNIYIELD MICH QU
Title of Class:  COM
CUSIP:  09254V-10-5
Figi:  BBG001S75345
Value:  2,786,279
Shrs or Prn Amt:
Ssh Prnamt:  245271
Ssh Prnamt Type:  SH
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  245271
None:  0
Info Table:
Name of Issuer:  BLACKROCK MUNIYIELD MICH QU
Title of Class:  COM
CUSIP:  09254V-10-5
Figi:  BBG001S75345
Value:  4,766,065
Shrs or Prn Amt:
Ssh Prnamt:  419548
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  419548
Shared:  0
None:  0
Info Table:
Name of Issuer:  BLACKROCK MUNIYIELD N Y QUAL
Title of Class:  COM
CUSIP:  09255E-10-2
Figi:  BBG001S6TRK0
Value:  2,799,730
Shrs or Prn Amt:
Ssh Prnamt:  271029
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  271029
Shared:  0
None:  0
Info Table:
Name of Issuer:  BLACKROCK MUNIYIELD N Y QUAL
Title of Class:  COM
CUSIP:  09255E-10-2
Figi:  BBG001S6TRK0
Value:  5,615,336
Shrs or Prn Amt:
Ssh Prnamt:  543595
Ssh Prnamt Type:  SH
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  543595
None:  0
Info Table:
Name of Issuer:  BLACKROCK MUNIYIELD QUALITY
Title of Class:  COM
CUSIP:  09254G-10-8
Figi:  BBG001S742F6
Value:  6,086,742
Shrs or Prn Amt:
Ssh Prnamt:  588091
Ssh Prnamt Type:  SH
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  588091
None:  0
Info Table:
Name of Issuer:  BLACKROCK MUNIYIELD QUALITY
Title of Class:  COM
CUSIP:  09254G-10-8
Figi:  BBG001S742F6
Value:  4,181,421
Shrs or Prn Amt:
Ssh Prnamt:  404002
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  404002
Shared:  0
None:  0
Info Table:
Name of Issuer:  BLACKROCK MUNIYILD QULT FD I
Title of Class:  COM
CUSIP:  09254F-10-0
Figi:  BBG001S6Y4Q9
Value:  3,501,297
Shrs or Prn Amt:
Ssh Prnamt:  287227
Ssh Prnamt Type:  SH
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  287227
None:  0
Info Table:
Name of Issuer:  BLACKROCK MUNIYILD QULT FD I
Title of Class:  COM
CUSIP:  09254F-10-0
Figi:  BBG001S6Y4Q9
Value:  860,736
Shrs or Prn Amt:
Ssh Prnamt:  70610
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  70610
Shared:  0
None:  0
Info Table:
Name of Issuer:  BLACKROCK N Y MUN INCOME TRU
Title of Class:  SH BEN INT
CUSIP:  09248L-10-6
Figi:  BBG001SFL1C4
Value:  414,850
Shrs or Prn Amt:
Ssh Prnamt:  39397
Ssh Prnamt Type:  SH
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  39397
None:  0
Info Table:
Name of Issuer:  BLACKROCK N Y MUN INCOME TRU
Title of Class:  SH BEN INT
CUSIP:  09248L-10-6
Figi:  BBG001SFL1C4
Value:  416,851
Shrs or Prn Amt:
Ssh Prnamt:  39587
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  39587
Shared:  0
None:  0
Info Table:
Name of Issuer:  BLOCK INC
Title of Class:  NOTE 0.125% 3/0
CUSIP:  852234-AF-0
Value:  3,336,114
Shrs or Prn Amt:
Ssh Prnamt:  3415000
Ssh Prnamt Type:  PRN
Investment Discretion:  DFND
Other Manager:  1
Voting Authority:
Sole:  79000
Shared:  3332000
None:  4000
Info Table:
Name of Issuer:  BLOCK INC
Title of Class:  NOTE 0.125% 3/0
CUSIP:  852234-AF-0
Value:  39,151,299
Shrs or Prn Amt:
Ssh Prnamt:  39873000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  39873000
None:  0
Info Table:
Name of Issuer:  BLOCK INC
Title of Class:  NOTE 0.125% 3/0
CUSIP:  852234-AF-0
Value:  1,598,533
Shrs or Prn Amt:
Ssh Prnamt:  1628000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  1628000
Shared:  0
None:  0
Info Table:
Name of Issuer:  BLOCK INC
Title of Class:  NOTE 0.125% 3/0
CUSIP:  852234-AF-0
Value:  114,297
Shrs or Prn Amt:
Ssh Prnamt:  117000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  4
Voting Authority:
Sole:  49000
Shared:  68000
None:  0
Info Table:
Name of Issuer:  BOOKING HOLDINGS INC
Title of Class:  NOTE 0.750% 5/0
CUSIP:  09857L-AN-8
Value:  2,808,646
Shrs or Prn Amt:
Ssh Prnamt:  1487000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  1487000
Shared:  0
None:  0
Info Table:
Name of Issuer:  BOOKING HOLDINGS INC
Title of Class:  NOTE 0.750% 5/0
CUSIP:  09857L-AN-8
Value:  39,664,800
Shrs or Prn Amt:
Ssh Prnamt:  21000000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  21000000
None:  0
Info Table:
Name of Issuer:  BRIDGEBIO PHARMA INC
Title of Class:  NOTE 2.500% 3/1
CUSIP:  10806X-AB-8
Value:  16,789,635
Shrs or Prn Amt:
Ssh Prnamt:  13870000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  13870000
None:  0
Info Table:
Name of Issuer:  BRIDGEBIO PHARMA INC
Title of Class:  NOTE 2.500% 3/1
CUSIP:  10806X-AB-8
Value:  700,880
Shrs or Prn Amt:
Ssh Prnamt:  579000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  579000
Shared:  0
None:  0
Info Table:
Name of Issuer:  BURLINGTON STORES INC
Title of Class:  NOTE 2.250% 4/1
CUSIP:  122017-AB-2
Value:  176,300
Shrs or Prn Amt:
Ssh Prnamt:  164000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  4
Voting Authority:
Sole:  66000
Shared:  98000
None:  0
Info Table:
Name of Issuer:  BURLINGTON STORES INC
Title of Class:  NOTE 2.250% 4/1
CUSIP:  122017-AB-2
Value:  5,152,475
Shrs or Prn Amt:
Ssh Prnamt:  4793000
Ssh Prnamt Type:  PRN
Investment Discretion:  DFND
Other Manager:  1
Voting Authority:
Sole:  114000
Shared:  4674000
None:  5000
Info Table:
Name of Issuer:  CABLE ONE INC
Title of Class:  NOTE 1.125% 3/1
CUSIP:  12685J-AG-0
Value:  194,678
Shrs or Prn Amt:
Ssh Prnamt:  257000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  4
Voting Authority:
Sole:  97000
Shared:  160000
None:  0
Info Table:
Name of Issuer:  CABLE ONE INC
Title of Class:  NOTE 1.125% 3/1
CUSIP:  12685J-AG-0
Value:  5,780,483
Shrs or Prn Amt:
Ssh Prnamt:  7631000
Ssh Prnamt Type:  PRN
Investment Discretion:  DFND
Other Manager:  1
Voting Authority:
Sole:  186000
Shared:  7437000
None:  8000
Info Table:
Name of Issuer:  CABLE ONE INC
Title of Class:  NOTE 3/1
CUSIP:  12685J-AE-5
Value:  68,280
Shrs or Prn Amt:
Ssh Prnamt:  80000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  5
Voting Authority:
Sole:  0
Shared:  80000
None:  0
Info Table:
Name of Issuer:  CABLE ONE INC
Title of Class:  NOTE 3/1
CUSIP:  12685J-AE-5
Value:  5,671,508
Shrs or Prn Amt:
Ssh Prnamt:  6645000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  6645000
Shared:  0
None:  0
Info Table:
Name of Issuer:  CABLE ONE INC
Title of Class:  NOTE 3/1
CUSIP:  12685J-AE-5
Value:  3,520,688
Shrs or Prn Amt:
Ssh Prnamt:  4125000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  4125000
None:  0
Info Table:
Name of Issuer:  CENTURY ALUM CO
Title of Class:  NOTE 2.750% 5/0
CUSIP:  156431-AQ-1
Value:  21,821
Shrs or Prn Amt:
Ssh Prnamt:  25000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  5
Voting Authority:
Sole:  0
Shared:  25000
None:  0
Info Table:
Name of Issuer:  CENTURY ALUM CO
Title of Class:  NOTE 2.750% 5/0
CUSIP:  156431-AQ-1
Value:  2,203,914
Shrs or Prn Amt:
Ssh Prnamt:  2525000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  2525000
Shared:  0
None:  0
Info Table:
Name of Issuer:  CHART INDS INC
Title of Class:  6.75DP CNV PFD B
CUSIP:  16115Q-40-7
Value:  7,081,337
Shrs or Prn Amt:
Ssh Prnamt:  127408
Ssh Prnamt Type:  SH
Investment Discretion:  DFND
Other Manager:  1
Voting Authority:
Sole:  3015
Shared:  124255
None:  138
Info Table:
Name of Issuer:  CHART INDS INC
Title of Class:  6.75DP CNV PFD B
CUSIP:  16115Q-40-7
Value:  846,469
Shrs or Prn Amt:
Ssh Prnamt:  14900
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  14900
Shared:  0
None:  0
Info Table:
Name of Issuer:  CHART INDS INC
Title of Class:  6.75DP CNV PFD B
CUSIP:  16115Q-40-7
Value:  238,216
Shrs or Prn Amt:
Ssh Prnamt:  4286
Ssh Prnamt Type:  SH
Investment Discretion:  OTR
Other Manager:  4
Voting Authority:
Sole:  1687
Shared:  2599
None:  0
Info Table:
Name of Issuer:  CHART INDS INC
Title of Class:  6.75DP CNV PFD B
CUSIP:  16115Q-40-7
Value:  19,122,246
Shrs or Prn Amt:
Ssh Prnamt:  336600
Ssh Prnamt Type:  SH
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  336600
None:  0
Info Table:
Name of Issuer:  CHEESECAKE FACTORY INC
Title of Class:  NOTE 0.375% 6/1
CUSIP:  163072-AA-9
Value:  6,767,175
Shrs or Prn Amt:
Ssh Prnamt:  7846000
Ssh Prnamt Type:  PRN
Investment Discretion:  DFND
Other Manager:  1
Voting Authority:
Sole:  191000
Shared:  7646000
None:  9000
Info Table:
Name of Issuer:  CHEESECAKE FACTORY INC
Title of Class:  NOTE 0.375% 6/1
CUSIP:  163072-AA-9
Value:  733,038
Shrs or Prn Amt:
Ssh Prnamt:  845000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  845000
Shared:  0
None:  0
Info Table:
Name of Issuer:  CHEESECAKE FACTORY INC
Title of Class:  NOTE 0.375% 6/1
CUSIP:  163072-AA-9
Value:  225,975
Shrs or Prn Amt:
Ssh Prnamt:  262000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  4
Voting Authority:
Sole:  102000
Shared:  160000
None:  0
Info Table:
Name of Issuer:  CHEESECAKE FACTORY INC
Title of Class:  NOTE 0.375% 6/1
CUSIP:  163072-AA-9
Value:  16,218,780
Shrs or Prn Amt:
Ssh Prnamt:  18696000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  18696000
None:  0
Info Table:
Name of Issuer:  CHEFS WHSE INC
Title of Class:  NOTE 1.875%12/0
CUSIP:  163086-AB-7
Value:  26,393
Shrs or Prn Amt:
Ssh Prnamt:  27000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  27000
Shared:  0
None:  0
Info Table:
Name of Issuer:  CHEFS WHSE INC
Title of Class:  NOTE 2.375%12/1
CUSIP:  163086-AE-1
Value:  1,177,504
Shrs or Prn Amt:
Ssh Prnamt:  1234000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  1234000
Shared:  0
None:  0
Info Table:
Name of Issuer:  CHEFS WHSE INC
Title of Class:  NOTE 2.375%12/1
CUSIP:  163086-AE-1
Value:  22,229,439
Shrs or Prn Amt:
Ssh Prnamt:  23296000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  23296000
None:  0
Info Table:
Name of Issuer:  CHEGG INC
Title of Class:  NOTE 9/0
CUSIP:  163092-AF-6
Value:  37,575
Shrs or Prn Amt:
Ssh Prnamt:  45000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  45000
Shared:  0
None:  0
Info Table:
Name of Issuer:  CHORD ENERGY CORPORATION
Title of Class:  COM NEW
CUSIP:  674215-20-7
Figi:  BBG00Y7BLJF2
Value:  108,382
Shrs or Prn Amt:
Ssh Prnamt:  652
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  652
Shared:  0
None:  0
Info Table:
Name of Issuer:  CHORD ENERGY CORPORATION
Title of Class:  COM NEW
CUSIP:  674215-20-7
Figi:  BBG00Y7BLJF2
Value:  15,807,808
Shrs or Prn Amt:
Ssh Prnamt:  95096
Ssh Prnamt Type:  SH
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  95096
None:  0
Info Table:
Name of Issuer:  CONMED CORP
Title of Class:  NOTE 2.250% 6/1
CUSIP:  207410-AH-4
Value:  47,410,693
Shrs or Prn Amt:
Ssh Prnamt:  47203000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  47203000
None:  0
Info Table:
Name of Issuer:  CONMED CORP
Title of Class:  NOTE 2.250% 6/1
CUSIP:  207410-AH-4
Value:  6,575,053
Shrs or Prn Amt:
Ssh Prnamt:  6579000
Ssh Prnamt Type:  PRN
Investment Discretion:  DFND
Other Manager:  1
Voting Authority:
Sole:  159000
Shared:  6413000
None:  7000
Info Table:
Name of Issuer:  CONMED CORP
Title of Class:  NOTE 2.250% 6/1
CUSIP:  207410-AH-4
Value:  2,467,811
Shrs or Prn Amt:
Ssh Prnamt:  2457000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  2457000
Shared:  0
None:  0
Info Table:
Name of Issuer:  CONMED CORP
Title of Class:  NOTE 2.250% 6/1
CUSIP:  207410-AH-4
Value:  216,870
Shrs or Prn Amt:
Ssh Prnamt:  217000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  4
Voting Authority:
Sole:  82000
Shared:  135000
None:  0
Info Table:
Name of Issuer:  DANAHER CORPORATION
Title of Class:  COM
CUSIP:  235851-10-2
Figi:  BBG001S5QGT0
Value:  34,751,201
Shrs or Prn Amt:
Ssh Prnamt:  150217
Ssh Prnamt Type:  SH
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  150217
None:  0
Info Table:
Name of Issuer:  DATADOG INC
Title of Class:  NOTE 0.125% 6/1
CUSIP:  23804L-AB-9
Value:  1,619,556
Shrs or Prn Amt:
Ssh Prnamt:  1156000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  1156000
Shared:  0
None:  0
Info Table:
Name of Issuer:  DATADOG INC
Title of Class:  NOTE 0.125% 6/1
CUSIP:  23804L-AB-9
Value:  27,745,404
Shrs or Prn Amt:
Ssh Prnamt:  19804000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  19804000
None:  0
Info Table:
Name of Issuer:  DATADOG INC
Title of Class:  NOTE 0.125% 6/1
CUSIP:  23804L-AB-9
Value:  7,326,208
Shrs or Prn Amt:
Ssh Prnamt:  5248000
Ssh Prnamt Type:  PRN
Investment Discretion:  DFND
Other Manager:  1
Voting Authority:
Sole:  127000
Shared:  5116000
None:  5000
Info Table:
Name of Issuer:  DATADOG INC
Title of Class:  NOTE 0.125% 6/1
CUSIP:  23804L-AB-9
Value:  245,696
Shrs or Prn Amt:
Ssh Prnamt:  176000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  4
Voting Authority:
Sole:  67000
Shared:  109000
None:  0
Info Table:
Name of Issuer:  DEXCOM INC
Title of Class:  NOTE 0.250%11/1
CUSIP:  252131-AK-3
Value:  34,949,533
Shrs or Prn Amt:
Ssh Prnamt:  33317000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  33317000
None:  0
Info Table:
Name of Issuer:  DEXCOM INC
Title of Class:  NOTE 0.250%11/1
CUSIP:  252131-AK-3
Value:  2,210,243
Shrs or Prn Amt:
Ssh Prnamt:  2107000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  2107000
Shared:  0
None:  0
Info Table:
Name of Issuer:  DEXCOM INC
Title of Class:  NOTE 0.250%11/1
CUSIP:  252131-AK-3
Value:  226,548
Shrs or Prn Amt:
Ssh Prnamt:  217000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  4
Voting Authority:
Sole:  84000
Shared:  133000
None:  0
Info Table:
Name of Issuer:  DEXCOM INC
Title of Class:  NOTE 0.250%11/1
CUSIP:  252131-AK-3
Value:  6,593,904
Shrs or Prn Amt:
Ssh Prnamt:  6316000
Ssh Prnamt Type:  PRN
Investment Discretion:  DFND
Other Manager:  1
Voting Authority:
Sole:  154000
Shared:  6156000
None:  6000
Info Table:
Name of Issuer:  DISH NETWORK CORPORATION
Title of Class:  NOTE 2.375% 3/1
CUSIP:  25470M-AD-1
Value:  24,804,000
Shrs or Prn Amt:
Ssh Prnamt:  24960000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  24960000
Shared:  0
None:  0
Info Table:
Name of Issuer:  DISH NETWORK CORPORATION
Title of Class:  NOTE 2.375% 3/1
CUSIP:  25470M-AD-1
Value:  63,817,631
Shrs or Prn Amt:
Ssh Prnamt:  64219000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  64219000
None:  0
Info Table:
Name of Issuer:  DISH NETWORK CORPORATION
Title of Class:  NOTE 2.375% 3/1
CUSIP:  25470M-AD-1
Value:  173,906
Shrs or Prn Amt:
Ssh Prnamt:  175000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  5
Voting Authority:
Sole:  0
Shared:  175000
None:  0
Info Table:
Name of Issuer:  DISH NETWORK CORPORATION
Title of Class:  NOTE 3.375% 8/1
CUSIP:  25470M-AB-5
Value:  9,450,775
Shrs or Prn Amt:
Ssh Prnamt:  17665000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  17665000
Shared:  0
None:  0
Info Table:
Name of Issuer:  DISH NETWORK CORPORATION
Title of Class:  NOTE 3.375% 8/1
CUSIP:  25470M-AB-5
Value:  19,607,750
Shrs or Prn Amt:
Ssh Prnamt:  36650000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  36650000
None:  0
Info Table:
Name of Issuer:  DISH NETWORK CORPORATION
Title of Class:  NOTE 3.375% 8/1
CUSIP:  25470M-AB-5
Value:  53,500
Shrs or Prn Amt:
Ssh Prnamt:  100000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  5
Voting Authority:
Sole:  0
Shared:  100000
None:  0
Info Table:
Name of Issuer:  DROPBOX INC
Title of Class:  NOTE 3/0
CUSIP:  26210C-AC-8
Value:  7,051,428
Shrs or Prn Amt:
Ssh Prnamt:  7188000
Ssh Prnamt Type:  PRN
Investment Discretion:  DFND
Other Manager:  1
Voting Authority:
Sole:  170000
Shared:  7010000
None:  8000
Info Table:
Name of Issuer:  DROPBOX INC
Title of Class:  NOTE 3/0
CUSIP:  26210C-AD-6
Value:  23,358,864
Shrs or Prn Amt:
Ssh Prnamt:  23099000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  23099000
None:  0
Info Table:
Name of Issuer:  DROPBOX INC
Title of Class:  NOTE 3/0
CUSIP:  26210C-AC-8
Value:  239,364
Shrs or Prn Amt:
Ssh Prnamt:  244000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  4
Voting Authority:
Sole:  97000
Shared:  147000
None:  0
Info Table:
Name of Issuer:  DROPBOX INC
Title of Class:  NOTE 3/0
CUSIP:  26210C-AD-6
Value:  1,748,451
Shrs or Prn Amt:
Ssh Prnamt:  1729000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  1729000
Shared:  0
None:  0
Info Table:
Name of Issuer:  DWS MUN INCOME TR NEW
Title of Class:  COM
CUSIP:  233368-10-9
Figi:  BBG001S63VH3
Value:  1,164,608
Shrs or Prn Amt:
Ssh Prnamt:  131002
Ssh Prnamt Type:  SH
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  131002
None:  0
Info Table:
Name of Issuer:  DWS MUN INCOME TR NEW
Title of Class:  COM
CUSIP:  233368-10-9
Figi:  BBG001S63VH3
Value:  400,174
Shrs or Prn Amt:
Ssh Prnamt:  45014
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  45014
Shared:  0
None:  0
Info Table:
Name of Issuer:  EATON VANCE NEW YORK MUN BD
Title of Class:  COM
CUSIP:  27827Y-10-9
Figi:  BBG001SKX9S6
Value:  3,993,508
Shrs or Prn Amt:
Ssh Prnamt:  413835
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  413835
Shared:  0
None:  0
Info Table:
Name of Issuer:  EATON VANCE NEW YORK MUN BD
Title of Class:  COM
CUSIP:  27827Y-10-9
Figi:  BBG001SKX9S6
Value:  121,937
Shrs or Prn Amt:
Ssh Prnamt:  12636
Ssh Prnamt Type:  SH
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  12636
None:  0
Info Table:
Name of Issuer:  ENPHASE ENERGY INC
Title of Class:  NOTE 3/0
CUSIP:  29355A-AH-0
Value:  5,609,938
Shrs or Prn Amt:
Ssh Prnamt:  6158000
Ssh Prnamt Type:  PRN
Investment Discretion:  DFND
Other Manager:  1
Voting Authority:
Sole:  151000
Shared:  6000000
None:  7000
Info Table:
Name of Issuer:  ENPHASE ENERGY INC
Title of Class:  NOTE 3/0
CUSIP:  29355A-AH-0
Value:  1,010,348
Shrs or Prn Amt:
Ssh Prnamt:  1103000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  1103000
Shared:  0
None:  0
Info Table:
Name of Issuer:  ENPHASE ENERGY INC
Title of Class:  NOTE 3/0
CUSIP:  29355A-AH-0
Value:  29,751,680
Shrs or Prn Amt:
Ssh Prnamt:  32480000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  32480000
None:  0
Info Table:
Name of Issuer:  ENPHASE ENERGY INC
Title of Class:  NOTE 3/0
CUSIP:  29355A-AH-0
Value:  174,912
Shrs or Prn Amt:
Ssh Prnamt:  192000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  4
Voting Authority:
Sole:  84000
Shared:  108000
None:  0
Info Table:
Name of Issuer:  ENVESTNET INC
Title of Class:  NOTE 2.625%12/0
CUSIP:  29404K-AG-1
Value:  28,921,701
Shrs or Prn Amt:
Ssh Prnamt:  29177000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  29177000
None:  0
Info Table:
Name of Issuer:  ENVESTNET INC
Title of Class:  NOTE 2.625%12/0
CUSIP:  29404K-AG-1
Value:  1,583,026
Shrs or Prn Amt:
Ssh Prnamt:  1597000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  1597000
Shared:  0
None:  0
Info Table:
Name of Issuer:  EQT CORP
Title of Class:  NOTE 1.750% 5/0
CUSIP:  26884L-AK-5
Value:  37,723,589
Shrs or Prn Amt:
Ssh Prnamt:  14185000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  14185000
None:  0
Info Table:
Name of Issuer:  EQT CORP
Title of Class:  NOTE 1.750% 5/0
CUSIP:  26884L-AK-5
Value:  2,029,122
Shrs or Prn Amt:
Ssh Prnamt:  763000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  763000
Shared:  0
None:  0
Info Table:
Name of Issuer:  ETSY INC
Title of Class:  NOTE 0.125%10/0
CUSIP:  29786A-AJ-5
Value:  150,584
Shrs or Prn Amt:
Ssh Prnamt:  131000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  4
Voting Authority:
Sole:  50000
Shared:  81000
None:  0
Info Table:
Name of Issuer:  ETSY INC
Title of Class:  NOTE 0.125%10/0
CUSIP:  29786A-AJ-5
Value:  33,481
Shrs or Prn Amt:
Ssh Prnamt:  29000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  29000
Shared:  0
None:  0
Info Table:
Name of Issuer:  ETSY INC
Title of Class:  NOTE 0.125%10/0
CUSIP:  29786A-AJ-5
Value:  4,266,944
Shrs or Prn Amt:
Ssh Prnamt:  3712000
Ssh Prnamt Type:  PRN
Investment Discretion:  DFND
Other Manager:  1
Voting Authority:
Sole:  92000
Shared:  3616000
None:  4000
Info Table:
Name of Issuer:  ETSY INC
Title of Class:  NOTE 0.250% 6/1
CUSIP:  29786A-AN-6
Value:  1,745,939
Shrs or Prn Amt:
Ssh Prnamt:  2174000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  2174000
Shared:  0
None:  0
Info Table:
Name of Issuer:  ETSY INC
Title of Class:  NOTE 0.250% 6/1
CUSIP:  29786A-AN-6
Value:  41,533,923
Shrs or Prn Amt:
Ssh Prnamt:  51717000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  51717000
None:  0
Info Table:
Name of Issuer:  EURONET WORLDWIDE INC
Title of Class:  NOTE 0.750% 3/1
CUSIP:  298736-AL-3
Value:  784,350
Shrs or Prn Amt:
Ssh Prnamt:  830000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  830000
Shared:  0
None:  0
Info Table:
Name of Issuer:  EURONET WORLDWIDE INC
Title of Class:  NOTE 0.750% 3/1
CUSIP:  298736-AL-3
Value:  22,287,825
Shrs or Prn Amt:
Ssh Prnamt:  23585000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  23585000
None:  0
Info Table:
Name of Issuer:  EVERBRIDGE INC
Title of Class:  NOTE 0.125%12/1
CUSIP:  29978A-AC-8
Value:  15,853
Shrs or Prn Amt:
Ssh Prnamt:  17000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  17000
Shared:  0
None:  0
Info Table:
Name of Issuer:  EVERBRIDGE INC
Title of Class:  NOTE 0.125%12/1
CUSIP:  29978A-AC-8
Value:  78,838
Shrs or Prn Amt:
Ssh Prnamt:  85000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  4
Voting Authority:
Sole:  34000
Shared:  51000
None:  0
Info Table:
Name of Issuer:  EVERBRIDGE INC
Title of Class:  NOTE 0.125%12/1
CUSIP:  29978A-AC-8
Value:  2,345,648
Shrs or Prn Amt:
Ssh Prnamt:  2529000
Ssh Prnamt Type:  PRN
Investment Discretion:  DFND
Other Manager:  1
Voting Authority:
Sole:  62000
Shared:  2464000
None:  3000
Info Table:
Name of Issuer:  EXACT SCIENCES CORP
Title of Class:  NOTE 0.375% 3/0
CUSIP:  30063P-AC-9
Value:  164,560
Shrs or Prn Amt:
Ssh Prnamt:  176000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  4
Voting Authority:
Sole:  68000
Shared:  108000
None:  0
Info Table:
Name of Issuer:  EXACT SCIENCES CORP
Title of Class:  NOTE 0.375% 3/0
CUSIP:  30063P-AC-9
Value:  4,825,535
Shrs or Prn Amt:
Ssh Prnamt:  5161000
Ssh Prnamt Type:  PRN
Investment Discretion:  DFND
Other Manager:  1
Voting Authority:
Sole:  122000
Shared:  5035000
None:  4000
Info Table:
Name of Issuer:  EXACT SCIENCES CORP
Title of Class:  NOTE 0.375% 3/0
CUSIP:  30063P-AC-9
Value:  62,793,880
Shrs or Prn Amt:
Ssh Prnamt:  66802000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  66802000
None:  0
Info Table:
Name of Issuer:  EXACT SCIENCES CORP
Title of Class:  NOTE 0.375% 3/0
CUSIP:  30063P-AC-9
Value:  3,186,600
Shrs or Prn Amt:
Ssh Prnamt:  3390000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  3390000
Shared:  0
None:  0
Info Table:
Name of Issuer:  EXPEDIA GROUP INC
Title of Class:  NOTE 2/1
CUSIP:  30212P-BE-4
Value:  5,303,790
Shrs or Prn Amt:
Ssh Prnamt:  5580000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  5580000
None:  0
Info Table:
Name of Issuer:  EXPEDIA GROUP INC
Title of Class:  NOTE 2/1
CUSIP:  30212P-BE-4
Value:  240,477
Shrs or Prn Amt:
Ssh Prnamt:  253000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  253000
Shared:  0
None:  0
Info Table:
Name of Issuer:  FORD MTR CO DEL
Title of Class:  NOTE 3/1
CUSIP:  345370-CZ-1
Value:  211,935
Shrs or Prn Amt:
Ssh Prnamt:  213000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  4
Voting Authority:
Sole:  84000
Shared:  129000
None:  0
Info Table:
Name of Issuer:  FORD MTR CO DEL
Title of Class:  NOTE 3/1
CUSIP:  345370-CZ-1
Value:  60,681,000
Shrs or Prn Amt:
Ssh Prnamt:  60681000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  60681000
None:  0
Info Table:
Name of Issuer:  FORD MTR CO DEL
Title of Class:  NOTE 3/1
CUSIP:  345370-CZ-1
Value:  2,880,000
Shrs or Prn Amt:
Ssh Prnamt:  2880000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  2880000
Shared:  0
None:  0
Info Table:
Name of Issuer:  FORD MTR CO DEL
Title of Class:  NOTE 3/1
CUSIP:  345370-CZ-1
Value:  6,147,110
Shrs or Prn Amt:
Ssh Prnamt:  6178000
Ssh Prnamt Type:  PRN
Investment Discretion:  DFND
Other Manager:  1
Voting Authority:
Sole:  150000
Shared:  6021000
None:  7000
Info Table:
Name of Issuer:  FORUM ENERGY TECHNOLOGIES IN
Title of Class:  COM
CUSIP:  34984V-20-9
Figi:  BBG001SR1425
Value:  17,268,989
Shrs or Prn Amt:
Ssh Prnamt:  778935
Ssh Prnamt Type:  SH
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  778935
None:  0
Info Table:
Name of Issuer:  FORUM ENERGY TECHNOLOGIES IN
Title of Class:  COM
CUSIP:  34984V-20-9
Figi:  BBG001SR1425
Value:  49,373
Shrs or Prn Amt:
Ssh Prnamt:  2227
Ssh Prnamt Type:  SH
Investment Discretion:  OTR
Other Manager:  5
Voting Authority:
Sole:  0
Shared:  2227
None:  0
Info Table:
Name of Issuer:  FORUM ENERGY TECHNOLOGIES IN
Title of Class:  COM
CUSIP:  34984V-20-9
Figi:  BBG001SR1425
Value:  4,426,817
Shrs or Prn Amt:
Ssh Prnamt:  199676
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  199676
Shared:  0
None:  0
Info Table:
Name of Issuer:  FORUM ENERGY TECHNOLOGIES IN
Title of Class:  NOTE 9.000% 8/0
CUSIP:  34984V-AC-4
Value:  11,391,434
Shrs or Prn Amt:
Ssh Prnamt:  11655132
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  11655132
Shared:  0
None:  0
Info Table:
Name of Issuer:  FORUM ENERGY TECHNOLOGIES IN
Title of Class:  NOTE 9.000% 8/0
CUSIP:  34984V-AC-4
Value:  22,528,948
Shrs or Prn Amt:
Ssh Prnamt:  23050466
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  23050466
None:  0
Info Table:
Name of Issuer:  FORUM ENERGY TECHNOLOGIES IN
Title of Class:  NOTE 9.000% 8/0
CUSIP:  34984V-AC-4
Value:  64,274
Shrs or Prn Amt:
Ssh Prnamt:  65762
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  5
Voting Authority:
Sole:  0
Shared:  65762
None:  0
Info Table:
Name of Issuer:  GREENBRIER COS INC
Title of Class:  NOTE 2.875% 4/1
CUSIP:  393657-AM-3
Value:  18,204,518
Shrs or Prn Amt:
Ssh Prnamt:  18463000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  18463000
None:  0
Info Table:
Name of Issuer:  GREENBRIER COS INC
Title of Class:  NOTE 2.875% 4/1
CUSIP:  393657-AM-3
Value:  775,982
Shrs or Prn Amt:
Ssh Prnamt:  787000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  787000
Shared:  0
None:  0
Info Table:
Name of Issuer:  GULFPORT ENERGY CORP
Title of Class:  COMMON SHARES
CUSIP:  402635-50-2
Figi:  BBG0112Z8766
Value:  26,139,168
Shrs or Prn Amt:
Ssh Prnamt:  196240
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  196240
Shared:  0
None:  0
Info Table:
Name of Issuer:  GULFPORT ENERGY CORP
Title of Class:  COMMON SHARES
CUSIP:  402635-50-2
Figi:  BBG0112Z8766
Value:  115,492,126
Shrs or Prn Amt:
Ssh Prnamt:  867058
Ssh Prnamt Type:  SH
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  867058
None:  0
Info Table:
Name of Issuer:  GULFPORT ENERGY CORP
Title of Class:  COMMON SHARES
CUSIP:  402635-50-2
Figi:  BBG0112Z8766
Value:  408,258
Shrs or Prn Amt:
Ssh Prnamt:  3065
Ssh Prnamt Type:  SH
Investment Discretion:  OTR
Other Manager:  5
Voting Authority:
Sole:  0
Shared:  3065
None:  0
Info Table:
Name of Issuer:  HAEMONETICS CORP MASS
Title of Class:  NOTE 3/0
CUSIP:  405024-AB-6
Value:  1,551,930
Shrs or Prn Amt:
Ssh Prnamt:  1734000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  1734000
Shared:  0
None:  0
Info Table:
Name of Issuer:  HAEMONETICS CORP MASS
Title of Class:  NOTE 3/0
CUSIP:  405024-AB-6
Value:  16,629,100
Shrs or Prn Amt:
Ssh Prnamt:  18580000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  18580000
None:  0
Info Table:
Name of Issuer:  HAEMONETICS CORP MASS
Title of Class:  NOTE 3/0
CUSIP:  405024-AB-6
Value:  229,620
Shrs or Prn Amt:
Ssh Prnamt:  258000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  4
Voting Authority:
Sole:  101000
Shared:  157000
None:  0
Info Table:
Name of Issuer:  HAEMONETICS CORP MASS
Title of Class:  NOTE 3/0
CUSIP:  405024-AB-6
Value:  6,893,940
Shrs or Prn Amt:
Ssh Prnamt:  7746000
Ssh Prnamt Type:  PRN
Investment Discretion:  DFND
Other Manager:  1
Voting Authority:
Sole:  185000
Shared:  7553000
None:  8000
Info Table:
Name of Issuer:  HALOZYME THERAPEUTICS INC
Title of Class:  NOTE 1.000% 8/1
CUSIP:  40637H-AF-6
Value:  182,520
Shrs or Prn Amt:
Ssh Prnamt:  197000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  4
Voting Authority:
Sole:  85000
Shared:  112000
None:  0
Info Table:
Name of Issuer:  HALOZYME THERAPEUTICS INC
Title of Class:  NOTE 1.000% 8/1
CUSIP:  40637H-AF-6
Value:  1,758,672
Shrs or Prn Amt:
Ssh Prnamt:  1888000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  1888000
Shared:  0
None:  0
Info Table:
Name of Issuer:  HALOZYME THERAPEUTICS INC
Title of Class:  NOTE 1.000% 8/1
CUSIP:  40637H-AF-6
Value:  34,118,982
Shrs or Prn Amt:
Ssh Prnamt:  36628000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  36628000
None:  0
Info Table:
Name of Issuer:  HALOZYME THERAPEUTICS INC
Title of Class:  NOTE 1.000% 8/1
CUSIP:  40637H-AF-6
Value:  6,125,091
Shrs or Prn Amt:
Ssh Prnamt:  6611000
Ssh Prnamt Type:  PRN
Investment Discretion:  DFND
Other Manager:  1
Voting Authority:
Sole:  160000
Shared:  6443000
None:  8000
Info Table:
Name of Issuer:  HELIX ENERGY SOLUTIONS GRP I
Title of Class:  NOTE 6.750% 2/1
CUSIP:  42330P-AK-3
Value:  334,360
Shrs or Prn Amt:
Ssh Prnamt:  208000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  4
Voting Authority:
Sole:  81000
Shared:  127000
None:  0
Info Table:
Name of Issuer:  HELIX ENERGY SOLUTIONS GRP I
Title of Class:  NOTE 6.750% 2/1
CUSIP:  42330P-AK-3
Value:  10,162,615
Shrs or Prn Amt:
Ssh Prnamt:  6322000
Ssh Prnamt Type:  PRN
Investment Discretion:  DFND
Other Manager:  1
Voting Authority:
Sole:  152000
Shared:  6164000
None:  6000
Info Table:
Name of Issuer:  IMPINJ INC
Title of Class:  NOTE 1.125% 5/1
CUSIP:  453204-AD-1
Value:  508,617
Shrs or Prn Amt:
Ssh Prnamt:  465000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  465000
Shared:  0
None:  0
Info Table:
Name of Issuer:  IMPINJ INC
Title of Class:  NOTE 1.125% 5/1
CUSIP:  453204-AD-1
Value:  10,429,383
Shrs or Prn Amt:
Ssh Prnamt:  9535000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  9535000
None:  0
Info Table:
Name of Issuer:  INFINERA CORP
Title of Class:  NOTE 2.500% 3/0
CUSIP:  45667G-AE-3
Value:  10,591,391
Shrs or Prn Amt:
Ssh Prnamt:  11540000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  11540000
None:  0
Info Table:
Name of Issuer:  INFINERA CORP
Title of Class:  NOTE 2.500% 3/0
CUSIP:  45667G-AE-3
Value:  311,134
Shrs or Prn Amt:
Ssh Prnamt:  339000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  339000
Shared:  0
None:  0
Info Table:
Name of Issuer:  INTEGRA LIFESCIENCES HLDGS C
Title of Class:  NOTE 0.500% 8/1
CUSIP:  457985-AM-1
Value:  16,520,944
Shrs or Prn Amt:
Ssh Prnamt:  17501000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  17501000
None:  0
Info Table:
Name of Issuer:  INTEGRA LIFESCIENCES HLDGS C
Title of Class:  NOTE 0.500% 8/1
CUSIP:  457985-AM-1
Value:  1,402,784
Shrs or Prn Amt:
Ssh Prnamt:  1486000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  1486000
Shared:  0
None:  0
Info Table:
Name of Issuer:  INTEGRA LIFESCIENCES HLDGS C
Title of Class:  NOTE 0.500% 8/1
CUSIP:  457985-AM-1
Value:  5,917,578
Shrs or Prn Amt:
Ssh Prnamt:  6302000
Ssh Prnamt Type:  PRN
Investment Discretion:  DFND
Other Manager:  1
Voting Authority:
Sole:  153000
Shared:  6142000
None:  7000
Info Table:
Name of Issuer:  INTEGRA LIFESCIENCES HLDGS C
Title of Class:  NOTE 0.500% 8/1
CUSIP:  457985-AM-1
Value:  201,885
Shrs or Prn Amt:
Ssh Prnamt:  215000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  4
Voting Authority:
Sole:  84000
Shared:  131000
None:  0
Info Table:
Name of Issuer:  INTERDIGITAL INC
Title of Class:  NOTE 2.000% 6/0
CUSIP:  45867G-AB-7
Value:  9,926,800
Shrs or Prn Amt:
Ssh Prnamt:  7360000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  7360000
None:  0
Info Table:
Name of Issuer:  INTERDIGITAL INC
Title of Class:  NOTE 2.000% 6/0
CUSIP:  45867G-AB-7
Value:  451,831
Shrs or Prn Amt:
Ssh Prnamt:  335000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  335000
Shared:  0
None:  0
Info Table:
Name of Issuer:  INVESCO PA VALUE MUN INC TR
Title of Class:  COM
CUSIP:  46132K-10-9
Figi:  BBG001S75GP3
Value:  417,760
Shrs or Prn Amt:
Ssh Prnamt:  41776
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  41776
Shared:  0
None:  0
Info Table:
Name of Issuer:  INVESCO PA VALUE MUN INC TR
Title of Class:  COM
CUSIP:  46132K-10-9
Figi:  BBG001S75GP3
Value:  186,990
Shrs or Prn Amt:
Ssh Prnamt:  18699
Ssh Prnamt Type:  SH
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  18699
None:  0
Info Table:
Name of Issuer:  IONIS PHARMACEUTICALS INC
Title of Class:  NOTE 4/0
CUSIP:  462222-AD-2
Value:  1,518,909
Shrs or Prn Amt:
Ssh Prnamt:  1437000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  1437000
Shared:  0
None:  0
Info Table:
Name of Issuer:  IONIS PHARMACEUTICALS INC
Title of Class:  NOTE 4/0
CUSIP:  462222-AD-2
Value:  3,632,556
Shrs or Prn Amt:
Ssh Prnamt:  3453000
Ssh Prnamt Type:  PRN
Investment Discretion:  DFND
Other Manager:  1
Voting Authority:
Sole:  80000
Shared:  3369000
None:  4000
Info Table:
Name of Issuer:  IONIS PHARMACEUTICALS INC
Title of Class:  NOTE 4/0
CUSIP:  462222-AD-2
Value:  123,084
Shrs or Prn Amt:
Ssh Prnamt:  117000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  4
Voting Authority:
Sole:  49000
Shared:  68000
None:  0
Info Table:
Name of Issuer:  IONIS PHARMACEUTICALS INC
Title of Class:  NOTE 4/0
CUSIP:  462222-AD-2
Value:  26,449,311
Shrs or Prn Amt:
Ssh Prnamt:  25023000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  25023000
None:  0
Info Table:
Name of Issuer:  ISHARES GOLD TR
Title of Class:  ISHARES NEW
CUSIP:  464285-20-4
Figi:  BBG001SJK6D5
Value:  36,278,385
Shrs or Prn Amt:
Ssh Prnamt:  929500
Ssh Prnamt Type:  SH
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  929500
None:  0
Info Table:
Name of Issuer:  KOSMOS ENERGY LTD
Title of Class:  COM
CUSIP:  500688-10-6
Figi:  BBG001SJV7R6
Value:  10,089,532
Shrs or Prn Amt:
Ssh Prnamt:  1503656
Ssh Prnamt Type:  SH
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  1503656
None:  0
Info Table:
Name of Issuer:  LANTHEUS HLDGS INC
Title of Class:  NOTE 2.625%12/1
CUSIP:  516544-AB-9
Value:  206,190
Shrs or Prn Amt:
Ssh Prnamt:  184000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  4
Voting Authority:
Sole:  71000
Shared:  113000
None:  0
Info Table:
Name of Issuer:  LANTHEUS HLDGS INC
Title of Class:  NOTE 2.625%12/1
CUSIP:  516544-AB-9
Value:  55,288,346
Shrs or Prn Amt:
Ssh Prnamt:  49119000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  49119000
None:  0
Info Table:
Name of Issuer:  LANTHEUS HLDGS INC
Title of Class:  NOTE 2.625%12/1
CUSIP:  516544-AB-9
Value:  5,992,969
Shrs or Prn Amt:
Ssh Prnamt:  5348000
Ssh Prnamt Type:  PRN
Investment Discretion:  DFND
Other Manager:  1
Voting Authority:
Sole:  131000
Shared:  5212000
None:  5000
Info Table:
Name of Issuer:  LANTHEUS HLDGS INC
Title of Class:  NOTE 2.625%12/1
CUSIP:  516544-AB-9
Value:  2,830,884
Shrs or Prn Amt:
Ssh Prnamt:  2515000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  2515000
Shared:  0
None:  0
Info Table:
Name of Issuer:  LIBERTY MEDIA CORP DEL
Title of Class:  NOTE 2.250% 8/1
CUSIP:  531229-AQ-5
Value:  28,566,377
Shrs or Prn Amt:
Ssh Prnamt:  28022000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  28022000
None:  0
Info Table:
Name of Issuer:  LIBERTY MEDIA CORP DEL
Title of Class:  NOTE 2.250% 8/1
CUSIP:  531229-AQ-5
Value:  1,612,733
Shrs or Prn Amt:
Ssh Prnamt:  1582000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  1582000
Shared:  0
None:  0
Info Table:
Name of Issuer:  LUMENTUM HLDGS INC
Title of Class:  NOTE 0.500%12/1
CUSIP:  55024U-AD-1
Value:  2,363,648
Shrs or Prn Amt:
Ssh Prnamt:  2638000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  2638000
Shared:  0
None:  0
Info Table:
Name of Issuer:  LUMENTUM HLDGS INC
Title of Class:  NOTE 0.500%12/1
CUSIP:  55024U-AD-1
Value:  46,614,400
Shrs or Prn Amt:
Ssh Prnamt:  52025000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  52025000
None:  0
Info Table:
Name of Issuer:  LUMENTUM HLDGS INC
Title of Class:  NOTE 0.500%12/1
CUSIP:  55024U-AD-1
Value:  5,510,835
Shrs or Prn Amt:
Ssh Prnamt:  6185000
Ssh Prnamt Type:  PRN
Investment Discretion:  DFND
Other Manager:  1
Voting Authority:
Sole:  150000
Shared:  6028000
None:  7000
Info Table:
Name of Issuer:  LUMENTUM HLDGS INC
Title of Class:  NOTE 0.500%12/1
CUSIP:  55024U-AD-1
Value:  190,674
Shrs or Prn Amt:
Ssh Prnamt:  214000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  4
Voting Authority:
Sole:  85000
Shared:  129000
None:  0
Info Table:
Name of Issuer:  MARRIOTT VACATIONS WORLDWIDE
Title of Class:  NOTE 1/1
CUSIP:  57164Y-AD-9
Value:  420,308
Shrs or Prn Amt:
Ssh Prnamt:  476000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  476000
Shared:  0
None:  0
Info Table:
Name of Issuer:  MARRIOTT VACATIONS WORLDWIDE
Title of Class:  NOTE 1/1
CUSIP:  57164Y-AD-9
Value:  5,448,110
Shrs or Prn Amt:
Ssh Prnamt:  6170000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  6170000
None:  0
Info Table:
Name of Issuer:  MFS MUN INCOME TR
Title of Class:  SH BEN INT
CUSIP:  552738-10-6
Figi:  BBG001S5T4C2
Value:  1,722,411
Shrs or Prn Amt:
Ssh Prnamt:  333155
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  333155
Shared:  0
None:  0
Info Table:
Name of Issuer:  MGP INGREDIENTS INC NEW
Title of Class:  NOTE 1.875%11/1
CUSIP:  55303J-AB-2
Value:  5,583,845
Shrs or Prn Amt:
Ssh Prnamt:  4793000
Ssh Prnamt Type:  PRN
Investment Discretion:  DFND
Other Manager:  1
Voting Authority:
Sole:  118000
Shared:  4670000
None:  5000
Info Table:
Name of Issuer:  MGP INGREDIENTS INC NEW
Title of Class:  NOTE 1.875%11/1
CUSIP:  55303J-AB-2
Value:  2,523,690
Shrs or Prn Amt:
Ssh Prnamt:  2157000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  2157000
Shared:  0
None:  0
Info Table:
Name of Issuer:  MGP INGREDIENTS INC NEW
Title of Class:  NOTE 1.875%11/1
CUSIP:  55303J-AB-2
Value:  47,869,380
Shrs or Prn Amt:
Ssh Prnamt:  40914000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  40914000
None:  0
Info Table:
Name of Issuer:  MGP INGREDIENTS INC NEW
Title of Class:  NOTE 1.875%11/1
CUSIP:  55303J-AB-2
Value:  196,885
Shrs or Prn Amt:
Ssh Prnamt:  169000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  4
Voting Authority:
Sole:  68000
Shared:  101000
None:  0
Info Table:
Name of Issuer:  MICROCHIP TECHNOLOGY INC.
Title of Class:  NOTE 0.125%11/1
CUSIP:  595017-AU-8
Value:  242,535
Shrs or Prn Amt:
Ssh Prnamt:  222000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  4
Voting Authority:
Sole:  85000
Shared:  137000
None:  0
Info Table:
Name of Issuer:  MICROCHIP TECHNOLOGY INC.
Title of Class:  NOTE 0.125%11/1
CUSIP:  595017-AU-8
Value:  75,050,343
Shrs or Prn Amt:
Ssh Prnamt:  68383000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  68383000
None:  0
Info Table:
Name of Issuer:  MICROCHIP TECHNOLOGY INC.
Title of Class:  NOTE 0.125%11/1
CUSIP:  595017-AU-8
Value:  3,456,028
Shrs or Prn Amt:
Ssh Prnamt:  3149000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  3149000
Shared:  0
None:  0
Info Table:
Name of Issuer:  MICROCHIP TECHNOLOGY INC.
Title of Class:  NOTE 0.125%11/1
CUSIP:  595017-AU-8
Value:  7,185,373
Shrs or Prn Amt:
Ssh Prnamt:  6577000
Ssh Prnamt Type:  PRN
Investment Discretion:  DFND
Other Manager:  1
Voting Authority:
Sole:  163000
Shared:  6406000
None:  8000
Info Table:
Name of Issuer:  MONGODB INC
Title of Class:  NOTE 0.250% 1/1
CUSIP:  60937P-AD-8
Value:  28,919,431
Shrs or Prn Amt:
Ssh Prnamt:  14615000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  14615000
None:  0
Info Table:
Name of Issuer:  MONGODB INC
Title of Class:  NOTE 0.250% 1/1
CUSIP:  60937P-AD-8
Value:  1,547,383
Shrs or Prn Amt:
Ssh Prnamt:  782000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  782000
Shared:  0
None:  0
Info Table:
Name of Issuer:  NCL CORP LTD
Title of Class:  NOTE 5.375% 8/0
CUSIP:  62886H-AX-9
Value:  990,472
Shrs or Prn Amt:
Ssh Prnamt:  769000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  769000
Shared:  0
None:  0
Info Table:
Name of Issuer:  NCL CORP LTD
Title of Class:  NOTE 5.375% 8/0
CUSIP:  62886H-AX-9
Value:  20,288,576
Shrs or Prn Amt:
Ssh Prnamt:  15752000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  15752000
None:  0
Info Table:
Name of Issuer:  NCL CORP LTD
Title of Class:  NOTE 5.375% 8/0
CUSIP:  62886H-AX-9
Value:  223,242
Shrs or Prn Amt:
Ssh Prnamt:  174000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  4
Voting Authority:
Sole:  66000
Shared:  108000
None:  0
Info Table:
Name of Issuer:  NCL CORP LTD
Title of Class:  NOTE 5.375% 8/0
CUSIP:  62886H-AX-9
Value:  6,540,734
Shrs or Prn Amt:
Ssh Prnamt:  5098000
Ssh Prnamt Type:  PRN
Investment Discretion:  DFND
Other Manager:  1
Voting Authority:
Sole:  125000
Shared:  4968000
None:  5000
Info Table:
Name of Issuer:  NCL CORP LTD
Title of Class:  NOTE 6.000% 5/1
CUSIP:  62886H-AT-8
Value:  6,950,787
Shrs or Prn Amt:
Ssh Prnamt:  4605000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  4605000
None:  0
Info Table:
Name of Issuer:  NCL CORP LTD
Title of Class:  NOTE 6.000% 5/1
CUSIP:  62886H-AT-8
Value:  179,619
Shrs or Prn Amt:
Ssh Prnamt:  119000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  119000
Shared:  0
None:  0
Info Table:
Name of Issuer:  NEXTERA ENERGY INC
Title of Class:  UNIT 9/1/25
CUSIP:  65339F-71-3
Value:  295,506
Shrs or Prn Amt:
Ssh Prnamt:  7752
Ssh Prnamt Type:  SH
Investment Discretion:  OTR
Other Manager:  4
Voting Authority:
Sole:  3410
Shared:  4342
None:  0
Info Table:
Name of Issuer:  NEXTERA ENERGY INC
Title of Class:  UNIT 9/1/25
CUSIP:  65339F-71-3
Value:  9,528,513
Shrs or Prn Amt:
Ssh Prnamt:  249961
Ssh Prnamt Type:  SH
Investment Discretion:  DFND
Other Manager:  1
Voting Authority:
Sole:  6198
Shared:  243481
None:  282
Info Table:
Name of Issuer:  NEXTERA ENERGY INC
Title of Class:  UNIT 9/1/25
CUSIP:  65339F-71-3
Value:  2,708,567
Shrs or Prn Amt:
Ssh Prnamt:  70840
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  70840
Shared:  0
None:  0
Info Table:
Name of Issuer:  NEXTERA ENERGY INC
Title of Class:  UNIT 9/1/25
CUSIP:  65339F-71-3
Value:  35,558,550
Shrs or Prn Amt:
Ssh Prnamt:  930000
Ssh Prnamt Type:  SH
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  930000
None:  0
Info Table:
Name of Issuer:  NICE LTD
Title of Class:  NOTE 9/1
CUSIP:  653656-AB-4
Value:  89,629,848
Shrs or Prn Amt:
Ssh Prnamt:  94248000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  94248000
None:  0
Info Table:
Name of Issuer:  NICE LTD
Title of Class:  NOTE 9/1
CUSIP:  653656-AB-4
Value:  4,180,596
Shrs or Prn Amt:
Ssh Prnamt:  4396000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  4396000
Shared:  0
None:  0
Info Table:
Name of Issuer:  NICE LTD
Title of Class:  NOTE 9/1
CUSIP:  653656-AB-4
Value:  9,194,174
Shrs or Prn Amt:
Ssh Prnamt:  9719000
Ssh Prnamt Type:  PRN
Investment Discretion:  DFND
Other Manager:  1
Voting Authority:
Sole:  233000
Shared:  9475000
None:  11000
Info Table:
Name of Issuer:  NICE LTD
Title of Class:  NOTE 9/1
CUSIP:  653656-AB-4
Value:  315,964
Shrs or Prn Amt:
Ssh Prnamt:  334000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  4
Voting Authority:
Sole:  131000
Shared:  203000
None:  0
Info Table:
Name of Issuer:  NINE ENERGY SERVICE INC
Title of Class:  COM
CUSIP:  65441V-10-1
Figi:  BBG004M28MG8
Value:  505,242
Shrs or Prn Amt:
Ssh Prnamt:  188523
Ssh Prnamt Type:  SH
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  188523
None:  0
Info Table:
Name of Issuer:  NINE ENERGY SERVICE INC
Title of Class:  COM
CUSIP:  65441V-10-1
Figi:  BBG004M28MG8
Value:  1,624
Shrs or Prn Amt:
Ssh Prnamt:  606
Ssh Prnamt Type:  SH
Investment Discretion:  OTR
Other Manager:  5
Voting Authority:
Sole:  0
Shared:  606
None:  0
Info Table:
Name of Issuer:  NINE ENERGY SERVICE INC
Title of Class:  COM
CUSIP:  65441V-10-1
Figi:  BBG004M28MG8
Value:  97,665
Shrs or Prn Amt:
Ssh Prnamt:  36442
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  36442
Shared:  0
None:  0
Info Table:
Name of Issuer:  NORTHERN OIL & GAS INC
Title of Class:  NOTE 3.625% 4/1
CUSIP:  665531-AJ-8
Value:  15,661,952
Shrs or Prn Amt:
Ssh Prnamt:  13228000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  13228000
None:  0
Info Table:
Name of Issuer:  NORTHERN OIL & GAS INC
Title of Class:  NOTE 3.625% 4/1
CUSIP:  665531-AJ-8
Value:  187,461
Shrs or Prn Amt:
Ssh Prnamt:  159000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  4
Voting Authority:
Sole:  68000
Shared:  91000
None:  0
Info Table:
Name of Issuer:  NORTHERN OIL & GAS INC
Title of Class:  NOTE 3.625% 4/1
CUSIP:  665531-AJ-8
Value:  600,288
Shrs or Prn Amt:
Ssh Prnamt:  507000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  507000
Shared:  0
None:  0
Info Table:
Name of Issuer:  NORTHERN OIL & GAS INC
Title of Class:  NOTE 3.625% 4/1
CUSIP:  665531-AJ-8
Value:  6,152,022
Shrs or Prn Amt:
Ssh Prnamt:  5218000
Ssh Prnamt Type:  PRN
Investment Discretion:  DFND
Other Manager:  1
Voting Authority:
Sole:  126000
Shared:  5087000
None:  5000
Info Table:
Name of Issuer:  NRG ENERGY INC
Title of Class:  DBCV 2.750% 6/0
CUSIP:  629377-CG-5
Value:  4,060,920
Shrs or Prn Amt:
Ssh Prnamt:  3148000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  3148000
Shared:  0
None:  0
Info Table:
Name of Issuer:  NRG ENERGY INC
Title of Class:  DBCV 2.750% 6/0
CUSIP:  629377-CG-5
Value:  264,710
Shrs or Prn Amt:
Ssh Prnamt:  206000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  4
Voting Authority:
Sole:  81000
Shared:  125000
None:  0
Info Table:
Name of Issuer:  NRG ENERGY INC
Title of Class:  DBCV 2.750% 6/0
CUSIP:  629377-CG-5
Value:  68,635,740
Shrs or Prn Amt:
Ssh Prnamt:  53206000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  53206000
None:  0
Info Table:
Name of Issuer:  NRG ENERGY INC
Title of Class:  DBCV 2.750% 6/0
CUSIP:  629377-CG-5
Value:  8,022,255
Shrs or Prn Amt:
Ssh Prnamt:  6243000
Ssh Prnamt Type:  PRN
Investment Discretion:  DFND
Other Manager:  1
Voting Authority:
Sole:  148000
Shared:  6088000
None:  7000
Info Table:
Name of Issuer:  NUVASIVE INC
Title of Class:  NOTE 0.375% 3/1
CUSIP:  670704-AJ-4
Value:  986,153
Shrs or Prn Amt:
Ssh Prnamt:  1069000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  1069000
Shared:  0
None:  0
Info Table:
Name of Issuer:  NUVASIVE INC
Title of Class:  NOTE 0.375% 3/1
CUSIP:  670704-AJ-4
Value:  19,412,168
Shrs or Prn Amt:
Ssh Prnamt:  21043000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  21043000
None:  0
Info Table:
Name of Issuer:  NUVASIVE INC
Title of Class:  NOTE 0.375% 3/1
CUSIP:  670704-AJ-4
Value:  6,037,040
Shrs or Prn Amt:
Ssh Prnamt:  6562000
Ssh Prnamt Type:  PRN
Investment Discretion:  DFND
Other Manager:  1
Voting Authority:
Sole:  153000
Shared:  6403000
None:  6000
Info Table:
Name of Issuer:  NUVASIVE INC
Title of Class:  NOTE 0.375% 3/1
CUSIP:  670704-AJ-4
Value:  202,400
Shrs or Prn Amt:
Ssh Prnamt:  220000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  4
Voting Authority:
Sole:  85000
Shared:  135000
None:  0
Info Table:
Name of Issuer:  NUVEEN AMT FREE MUN CR INC F
Title of Class:  COM
CUSIP:  67071L-10-6
Figi:  BBG001SHZCF8
Value:  256,281
Shrs or Prn Amt:
Ssh Prnamt:  21682
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  21682
Shared:  0
None:  0
Info Table:
Name of Issuer:  NUVEEN AMT FREE MUN CR INC F
Title of Class:  COM
CUSIP:  67071L-10-6
Figi:  BBG001SHZCF8
Value:  323,206
Shrs or Prn Amt:
Ssh Prnamt:  27344
Ssh Prnamt Type:  SH
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  27344
None:  0
Info Table:
Name of Issuer:  NUVEEN AMT FREE QLTY MUN INC
Title of Class:  COM
CUSIP:  670657-10-5
Figi:  BBG001SKQWJ3
Value:  10,233,520
Shrs or Prn Amt:
Ssh Prnamt:  930320
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  930320
Shared:  0
None:  0
Info Table:
Name of Issuer:  NUVEEN MUNICIPAL CREDIT INC
Title of Class:  COM SH BEN INT
CUSIP:  67070X-10-1
Figi:  BBG001S97B05
Value:  483,012
Shrs or Prn Amt:
Ssh Prnamt:  40864
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  40864
Shared:  0
None:  0
Info Table:
Name of Issuer:  NUVEEN MUNICIPAL CREDIT INC
Title of Class:  COM SH BEN INT
CUSIP:  67070X-10-1
Figi:  BBG001S97B05
Value:  631,141
Shrs or Prn Amt:
Ssh Prnamt:  53396
Ssh Prnamt Type:  SH
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  53396
None:  0
Info Table:
Name of Issuer:  NUVEEN NEW YORK AMT QLT MUNI
Title of Class:  COM
CUSIP:  670656-10-7
Figi:  BBG001S90BW7
Value:  1,803,442
Shrs or Prn Amt:
Ssh Prnamt:  171267
Ssh Prnamt Type:  SH
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  171267
None:  0
Info Table:
Name of Issuer:  NUVEEN NEW YORK AMT QLT MUNI
Title of Class:  COM
CUSIP:  670656-10-7
Figi:  BBG001S90BW7
Value:  4,111,870
Shrs or Prn Amt:
Ssh Prnamt:  390491
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  390491
Shared:  0
None:  0
Info Table:
Name of Issuer:  NUVEEN PENNSYLVANIA QLT MUN
Title of Class:  COM
CUSIP:  670972-10-8
Figi:  BBG001S6PT66
Value:  2,701,730
Shrs or Prn Amt:
Ssh Prnamt:  233310
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  233310
Shared:  0
None:  0
Info Table:
Name of Issuer:  OIL STS INTL INC
Title of Class:  NOTE 4.750% 4/0
CUSIP:  678026-AK-1
Value:  52,197,769
Shrs or Prn Amt:
Ssh Prnamt:  52130000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  52130000
None:  0
Info Table:
Name of Issuer:  OIL STS INTL INC
Title of Class:  NOTE 4.750% 4/0
CUSIP:  678026-AK-1
Value:  2,830,675
Shrs or Prn Amt:
Ssh Prnamt:  2827000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  2827000
Shared:  0
None:  0
Info Table:
Name of Issuer:  OKTA INC
Title of Class:  NOTE 0.125% 9/0
CUSIP:  679295-AD-7
Value:  11,851,028
Shrs or Prn Amt:
Ssh Prnamt:  12805000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  12805000
None:  0
Info Table:
Name of Issuer:  OKTA INC
Title of Class:  NOTE 0.125% 9/0
CUSIP:  679295-AD-7
Value:  965,297
Shrs or Prn Amt:
Ssh Prnamt:  1043000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  1043000
Shared:  0
None:  0
Info Table:
Name of Issuer:  OMNICELL COM
Title of Class:  NOTE 0.250% 9/1
CUSIP:  68213N-AD-1
Value:  624,109
Shrs or Prn Amt:
Ssh Prnamt:  677000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  677000
Shared:  0
None:  0
Info Table:
Name of Issuer:  OMNICELL COM
Title of Class:  NOTE 0.250% 9/1
CUSIP:  68213N-AD-1
Value:  17,895,438
Shrs or Prn Amt:
Ssh Prnamt:  19412000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  19412000
None:  0
Info Table:
Name of Issuer:  PACIRA BIOSCIENCES INC
Title of Class:  NOTE 0.750% 8/0
CUSIP:  695127-AF-7
Value:  1,539,539
Shrs or Prn Amt:
Ssh Prnamt:  1661000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  1661000
Shared:  0
None:  0
Info Table:
Name of Issuer:  PACIRA BIOSCIENCES INC
Title of Class:  NOTE 0.750% 8/0
CUSIP:  695127-AF-7
Value:  31,468,333
Shrs or Prn Amt:
Ssh Prnamt:  33951000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  33951000
None:  0
Info Table:
Name of Issuer:  PALO ALTO NETWORKS INC
Title of Class:  NOTE 0.375% 6/0
CUSIP:  697435-AF-2
Value:  11,997,187
Shrs or Prn Amt:
Ssh Prnamt:  4049000
Ssh Prnamt Type:  PRN
Investment Discretion:  DFND
Other Manager:  1
Voting Authority:
Sole:  100000
Shared:  3944000
None:  5000
Info Table:
Name of Issuer:  PALO ALTO NETWORKS INC
Title of Class:  NOTE 0.375% 6/0
CUSIP:  697435-AF-2
Value:  2,223,032
Shrs or Prn Amt:
Ssh Prnamt:  749000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  749000
Shared:  0
None:  0
Info Table:
Name of Issuer:  PALO ALTO NETWORKS INC
Title of Class:  NOTE 0.375% 6/0
CUSIP:  697435-AF-2
Value:  62,788,040
Shrs or Prn Amt:
Ssh Prnamt:  21155000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  21155000
None:  0
Info Table:
Name of Issuer:  PALO ALTO NETWORKS INC
Title of Class:  NOTE 0.375% 6/0
CUSIP:  697435-AF-2
Value:  400,005
Shrs or Prn Amt:
Ssh Prnamt:  135000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  4
Voting Authority:
Sole:  51000
Shared:  84000
None:  0
Info Table:
Name of Issuer:  PARSONS CORP DEL
Title of Class:  NOTE 0.250% 8/1
CUSIP:  70202L-AB-8
Value:  10,793,525
Shrs or Prn Amt:
Ssh Prnamt:  7519000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  7519000
None:  0
Info Table:
Name of Issuer:  PARSONS CORP DEL
Title of Class:  NOTE 0.250% 8/1
CUSIP:  70202L-AB-8
Value:  775,170
Shrs or Prn Amt:
Ssh Prnamt:  540000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  540000
Shared:  0
None:  0
Info Table:
Name of Issuer:  PATRICK INDS INC
Title of Class:  NOTE 1.750%12/0
CUSIP:  703343-AG-8
Value:  1,932,300
Shrs or Prn Amt:
Ssh Prnamt:  1695000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  1695000
Shared:  0
None:  0
Info Table:
Name of Issuer:  PATRICK INDS INC
Title of Class:  NOTE 1.750%12/0
CUSIP:  703343-AG-8
Value:  38,389,500
Shrs or Prn Amt:
Ssh Prnamt:  33675000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  33675000
None:  0
Info Table:
Name of Issuer:  PATRICK INDS INC
Title of Class:  NOTE 1.750%12/0
CUSIP:  703343-AG-8
Value:  295,100
Shrs or Prn Amt:
Ssh Prnamt:  260000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  4
Voting Authority:
Sole:  100000
Shared:  160000
None:  0
Info Table:
Name of Issuer:  PATRICK INDS INC
Title of Class:  NOTE 1.750%12/0
CUSIP:  703343-AG-8
Value:  8,972,175
Shrs or Prn Amt:
Ssh Prnamt:  7905000
Ssh Prnamt Type:  PRN
Investment Discretion:  DFND
Other Manager:  1
Voting Authority:
Sole:  189000
Shared:  7707000
None:  9000
Info Table:
Name of Issuer:  PEBBLEBROOK HOTEL TR
Title of Class:  NOTE 1.750%12/1
CUSIP:  70509V-AA-8
Value:  5,625,030
Shrs or Prn Amt:
Ssh Prnamt:  6316000
Ssh Prnamt Type:  PRN
Investment Discretion:  DFND
Other Manager:  1
Voting Authority:
Sole:  152000
Shared:  6157000
None:  7000
Info Table:
Name of Issuer:  PEBBLEBROOK HOTEL TR
Title of Class:  NOTE 1.750%12/1
CUSIP:  70509V-AA-8
Value:  5,250,903
Shrs or Prn Amt:
Ssh Prnamt:  5863000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  5863000
None:  0
Info Table:
Name of Issuer:  PEBBLEBROOK HOTEL TR
Title of Class:  NOTE 1.750%12/1
CUSIP:  70509V-AA-8
Value:  191,479
Shrs or Prn Amt:
Ssh Prnamt:  215000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  4
Voting Authority:
Sole:  84000
Shared:  131000
None:  0
Info Table:
Name of Issuer:  PEBBLEBROOK HOTEL TR
Title of Class:  NOTE 1.750%12/1
CUSIP:  70509V-AA-8
Value:  307,191
Shrs or Prn Amt:
Ssh Prnamt:  343000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  343000
Shared:  0
None:  0
Info Table:
Name of Issuer:  PERMIAN RESOURCES CORP
Title of Class:  NOTE 3.250% 4/0
CUSIP:  15136A-AA-0
Value:  1,691,656
Shrs or Prn Amt:
Ssh Prnamt:  727000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  727000
Shared:  0
None:  0
Info Table:
Name of Issuer:  PERMIAN RESOURCES CORP
Title of Class:  NOTE 3.250% 4/0
CUSIP:  15136A-AA-0
Value:  33,672,570
Shrs or Prn Amt:
Ssh Prnamt:  14471000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  14471000
None:  0
Info Table:
Name of Issuer:  PIONEER MUNICIPAL HIGH INCOM
Title of Class:  COM
CUSIP:  723762-10-0
Figi:  BBG001SC4CM5
Value:  2,544,104
Shrs or Prn Amt:
Ssh Prnamt:  317220
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  317220
Shared:  0
None:  0
Info Table:
Name of Issuer:  PIONEER MUNICIPAL HIGH INCOM
Title of Class:  COM
CUSIP:  723762-10-0
Figi:  BBG001SC4CM5
Value:  1,607,200
Shrs or Prn Amt:
Ssh Prnamt:  200399
Ssh Prnamt Type:  SH
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  200399
None:  0
Info Table:
Name of Issuer:  PIONEER MUNICIPAL HIGH INCOM
Title of Class:  COM SHS
CUSIP:  723763-10-8
Figi:  BBG001SLS3T2
Value:  1,380,222
Shrs or Prn Amt:
Ssh Prnamt:  159933
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  159933
Shared:  0
None:  0
Info Table:
Name of Issuer:  PIONEER MUNICIPAL HIGH INCOM
Title of Class:  COM SHS
CUSIP:  723763-10-8
Figi:  BBG001SLS3T2
Value:  1,734,233
Shrs or Prn Amt:
Ssh Prnamt:  200954
Ssh Prnamt Type:  SH
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  200954
None:  0
Info Table:
Name of Issuer:  PIONEER NAT RES CO
Title of Class:  NOTE 0.250% 5/1
CUSIP:  723787-AP-2
Value:  398,520
Shrs or Prn Amt:
Ssh Prnamt:  164000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  4
Voting Authority:
Sole:  67000
Shared:  97000
None:  0
Info Table:
Name of Issuer:  PIONEER NAT RES CO
Title of Class:  NOTE 0.250% 5/1
CUSIP:  723787-AP-2
Value:  73,252,105
Shrs or Prn Amt:
Ssh Prnamt:  30083000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  30083000
None:  0
Info Table:
Name of Issuer:  PIONEER NAT RES CO
Title of Class:  NOTE 0.250% 5/1
CUSIP:  723787-AP-2
Value:  11,355,390
Shrs or Prn Amt:
Ssh Prnamt:  4673000
Ssh Prnamt Type:  PRN
Investment Discretion:  DFND
Other Manager:  1
Voting Authority:
Sole:  110000
Shared:  4558000
None:  5000
Info Table:
Name of Issuer:  PIONEER NAT RES CO
Title of Class:  NOTE 0.250% 5/1
CUSIP:  723787-AP-2
Value:  4,100,540
Shrs or Prn Amt:
Ssh Prnamt:  1684000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  1684000
Shared:  0
None:  0
Info Table:
Name of Issuer:  POST HLDGS INC
Title of Class:  NOTE 2.500% 8/1
CUSIP:  737446-AT-1
Value:  6,570,271
Shrs or Prn Amt:
Ssh Prnamt:  6502000
Ssh Prnamt Type:  PRN
Investment Discretion:  DFND
Other Manager:  1
Voting Authority:
Sole:  155000
Shared:  6340000
None:  7000
Info Table:
Name of Issuer:  POST HLDGS INC
Title of Class:  NOTE 2.500% 8/1
CUSIP:  737446-AT-1
Value:  30,962,595
Shrs or Prn Amt:
Ssh Prnamt:  30490000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  30490000
None:  0
Info Table:
Name of Issuer:  POST HLDGS INC
Title of Class:  NOTE 2.500% 8/1
CUSIP:  737446-AT-1
Value:  216,247
Shrs or Prn Amt:
Ssh Prnamt:  214000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  4
Voting Authority:
Sole:  83000
Shared:  131000
None:  0
Info Table:
Name of Issuer:  POST HLDGS INC
Title of Class:  NOTE 2.500% 8/1
CUSIP:  737446-AT-1
Value:  1,366,863
Shrs or Prn Amt:
Ssh Prnamt:  1346000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  1346000
Shared:  0
None:  0
Info Table:
Name of Issuer:  Q2 HLDGS INC
Title of Class:  NOTE 0.750% 6/0
CUSIP:  74736L-AD-1
Value:  6,574,791
Shrs or Prn Amt:
Ssh Prnamt:  7195000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  7195000
None:  0
Info Table:
Name of Issuer:  Q2 HLDGS INC
Title of Class:  NOTE 0.750% 6/0
CUSIP:  74736L-AD-1
Value:  356,382
Shrs or Prn Amt:
Ssh Prnamt:  390000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  390000
Shared:  0
None:  0
Info Table:
Name of Issuer:  RINGCENTRAL INC
Title of Class:  NOTE 3/0
CUSIP:  76680R-AF-4
Value:  130,900
Shrs or Prn Amt:
Ssh Prnamt:  140000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  140000
Shared:  0
None:  0
Info Table:
Name of Issuer:  ROYAL CARIBBEAN GROUP
Title of Class:  NOTE 6.000% 8/1
CUSIP:  780153-BQ-4
Value:  19,922,490
Shrs or Prn Amt:
Ssh Prnamt:  7470000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  7470000
None:  0
Info Table:
Name of Issuer:  ROYAL CARIBBEAN GROUP
Title of Class:  NOTE 6.000% 8/1
CUSIP:  780153-BQ-4
Value:  1,026,795
Shrs or Prn Amt:
Ssh Prnamt:  385000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  385000
Shared:  0
None:  0
Info Table:
Name of Issuer:  SABRE GLBL INC
Title of Class:  NOTE 4.000% 4/1
CUSIP:  78573N-AE-2
Value:  2,978,626
Shrs or Prn Amt:
Ssh Prnamt:  3020000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  3020000
None:  0
Info Table:
Name of Issuer:  SABRE GLBL INC
Title of Class:  NOTE 4.000% 4/1
CUSIP:  78573N-AE-2
Value:  138,082
Shrs or Prn Amt:
Ssh Prnamt:  140000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  140000
Shared:  0
None:  0
Info Table:
Name of Issuer:  SHIFT4 PMTS INC
Title of Class:  NOTE 12/1
CUSIP:  82452J-AB-5
Value:  201,911
Shrs or Prn Amt:
Ssh Prnamt:  182000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  4
Voting Authority:
Sole:  82000
Shared:  100000
None:  0
Info Table:
Name of Issuer:  SHIFT4 PMTS INC
Title of Class:  NOTE 12/1
CUSIP:  82452J-AB-5
Value:  6,446,723
Shrs or Prn Amt:
Ssh Prnamt:  5811000
Ssh Prnamt Type:  PRN
Investment Discretion:  DFND
Other Manager:  1
Voting Authority:
Sole:  141000
Shared:  5663000
None:  7000
Info Table:
Name of Issuer:  SHIFT4 PMTS INC
Title of Class:  NOTE 12/1
CUSIP:  82452J-AB-5
Value:  33,019,672
Shrs or Prn Amt:
Ssh Prnamt:  29630000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  29630000
None:  0
Info Table:
Name of Issuer:  SHIFT4 PMTS INC
Title of Class:  NOTE 12/1
CUSIP:  82452J-AB-5
Value:  1,592,478
Shrs or Prn Amt:
Ssh Prnamt:  1429000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  1429000
Shared:  0
None:  0
Info Table:
Name of Issuer:  SNAP INC
Title of Class:  NOTE 0.125% 3/0
CUSIP:  83304A-AH-9
Value:  19,614,401
Shrs or Prn Amt:
Ssh Prnamt:  24923000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  24923000
None:  0
Info Table:
Name of Issuer:  SNAP INC
Title of Class:  NOTE 0.125% 3/0
CUSIP:  83304A-AH-9
Value:  696,495
Shrs or Prn Amt:
Ssh Prnamt:  885000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  885000
Shared:  0
None:  0
Info Table:
Name of Issuer:  SNAP INC
Title of Class:  NOTE 5/0
CUSIP:  83304A-AF-3
Value:  601,242
Shrs or Prn Amt:
Ssh Prnamt:  748000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  748000
Shared:  0
None:  0
Info Table:
Name of Issuer:  SNAP INC
Title of Class:  NOTE 5/0
CUSIP:  83304A-AF-3
Value:  16,536,577
Shrs or Prn Amt:
Ssh Prnamt:  20573000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  20573000
None:  0
Info Table:
Name of Issuer:  SOLAREDGE TECHNOLOGIES INC
Title of Class:  NOTE 9/1
CUSIP:  83417M-AD-6
Value:  14,848,942
Shrs or Prn Amt:
Ssh Prnamt:  16239000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  16239000
None:  0
Info Table:
Name of Issuer:  SOLAREDGE TECHNOLOGIES INC
Title of Class:  NOTE 9/1
CUSIP:  83417M-AD-6
Value:  533,095
Shrs or Prn Amt:
Ssh Prnamt:  583000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  583000
Shared:  0
None:  0
Info Table:
Name of Issuer:  SOUTHWEST AIRLS CO
Title of Class:  NOTE 1.250% 5/0
CUSIP:  844741-BG-2
Value:  2,343,932
Shrs or Prn Amt:
Ssh Prnamt:  2311000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  2311000
Shared:  0
None:  0
Info Table:
Name of Issuer:  SOUTHWEST AIRLS CO
Title of Class:  NOTE 1.250% 5/0
CUSIP:  844741-BG-2
Value:  57,377,137
Shrs or Prn Amt:
Ssh Prnamt:  56571000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  56571000
None:  0
Info Table:
Name of Issuer:  SOUTHWEST AIRLS CO
Title of Class:  NOTE 1.250% 5/0
CUSIP:  844741-BG-2
Value:  171,785
Shrs or Prn Amt:
Ssh Prnamt:  170000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  4
Voting Authority:
Sole:  68000
Shared:  102000
None:  0
Info Table:
Name of Issuer:  SOUTHWEST AIRLS CO
Title of Class:  NOTE 1.250% 5/0
CUSIP:  844741-BG-2
Value:  4,930,230
Shrs or Prn Amt:
Ssh Prnamt:  4879000
Ssh Prnamt Type:  PRN
Investment Discretion:  DFND
Other Manager:  1
Voting Authority:
Sole:  121000
Shared:  4753000
None:  5000
Info Table:
Name of Issuer:  SPDR GOLD TR
Title of Class:  GOLD SHS
CUSIP:  78463V-10-7
Figi:  BBG001SCPX28
Value:  10,578,583
Shrs or Prn Amt:
Ssh Prnamt:  55336
Ssh Prnamt Type:  SH
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  55336
None:  0
Info Table:
Name of Issuer:  SPDR SER TR
Title of Class:  BBG CONV SEC ETF
CUSIP:  78464A-35-9
Figi:  BBG001T2PMD1
Value:  146,464
Shrs or Prn Amt:
Ssh Prnamt:  2030
Ssh Prnamt Type:  SH
Investment Discretion:  OTR
Other Manager:  4
Voting Authority:
Sole:  0
Shared:  2030
None:  0
Info Table:
Name of Issuer:  SPDR SER TR
Title of Class:  BBG CONV SEC ETF
CUSIP:  78464A-35-9
Figi:  BBG001T2PMD1
Value:  4,605,623
Shrs or Prn Amt:
Ssh Prnamt:  63834
Ssh Prnamt Type:  SH
Investment Discretion:  DFND
Other Manager:  1
Voting Authority:
Sole:  5593
Shared:  58241
None:  0
Info Table:
Name of Issuer:  SPLUNK INC
Title of Class:  NOTE 1.125% 9/1
CUSIP:  848637-AD-6
Value:  1,391,040
Shrs or Prn Amt:
Ssh Prnamt:  1260000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  1260000
Shared:  0
None:  0
Info Table:
Name of Issuer:  SPLUNK INC
Title of Class:  NOTE 1.125% 9/1
CUSIP:  848637-AD-6
Value:  143,195
Shrs or Prn Amt:
Ssh Prnamt:  130000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  4
Voting Authority:
Sole:  49000
Shared:  81000
None:  0
Info Table:
Name of Issuer:  SPLUNK INC
Title of Class:  NOTE 1.125% 9/1
CUSIP:  848637-AD-6
Value:  37,515,024
Shrs or Prn Amt:
Ssh Prnamt:  33981000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  33981000
None:  0
Info Table:
Name of Issuer:  SPLUNK INC
Title of Class:  NOTE 1.125% 9/1
CUSIP:  848637-AD-6
Value:  4,276,023
Shrs or Prn Amt:
Ssh Prnamt:  3882000
Ssh Prnamt Type:  PRN
Investment Discretion:  DFND
Other Manager:  1
Voting Authority:
Sole:  92000
Shared:  3786000
None:  4000
Info Table:
Name of Issuer:  SUMMIT HOTEL PPTYS
Title of Class:  NOTE 1.500% 2/1
CUSIP:  866082-AA-8
Value:  817,506
Shrs or Prn Amt:
Ssh Prnamt:  917000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  917000
Shared:  0
None:  0
Info Table:
Name of Issuer:  SUMMIT HOTEL PPTYS
Title of Class:  NOTE 1.500% 2/1
CUSIP:  866082-AA-8
Value:  23,004,266
Shrs or Prn Amt:
Ssh Prnamt:  25804000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  25804000
None:  0
Info Table:
Name of Issuer:  TALOS ENERGY INC
Title of Class:  COM
CUSIP:  87484T-10-8
Figi:  BBG00JPH4JG0
Value:  38,372,476
Shrs or Prn Amt:
Ssh Prnamt:  2696590
Ssh Prnamt Type:  SH
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  2696590
None:  0
Info Table:
Name of Issuer:  TALOS ENERGY INC
Title of Class:  COM
CUSIP:  87484T-10-8
Figi:  BBG00JPH4JG0
Value:  88,041
Shrs or Prn Amt:
Ssh Prnamt:  6187
Ssh Prnamt Type:  SH
Investment Discretion:  OTR
Other Manager:  5
Voting Authority:
Sole:  0
Shared:  6187
None:  0
Info Table:
Name of Issuer:  TALOS ENERGY INC
Title of Class:  COM
CUSIP:  87484T-10-8
Figi:  BBG00JPH4JG0
Value:  6,406,289
Shrs or Prn Amt:
Ssh Prnamt:  450196
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  450196
Shared:  0
None:  0
Info Table:
Name of Issuer:  TELADOC HEALTH INC
Title of Class:  NOTE 1.250% 6/0
CUSIP:  87918A-AF-2
Value:  1,063,393
Shrs or Prn Amt:
Ssh Prnamt:  1286000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  1286000
Shared:  0
None:  0
Info Table:
Name of Issuer:  TELADOC HEALTH INC
Title of Class:  NOTE 1.250% 6/0
CUSIP:  87918A-AF-2
Value:  181,640
Shrs or Prn Amt:
Ssh Prnamt:  221000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  4
Voting Authority:
Sole:  84000
Shared:  137000
None:  0
Info Table:
Name of Issuer:  TELADOC HEALTH INC
Title of Class:  NOTE 1.250% 6/0
CUSIP:  87918A-AF-2
Value:  5,291,392
Shrs or Prn Amt:
Ssh Prnamt:  6438000
Ssh Prnamt Type:  PRN
Investment Discretion:  DFND
Other Manager:  1
Voting Authority:
Sole:  158000
Shared:  6274000
None:  6000
Info Table:
Name of Issuer:  TELADOC HEALTH INC
Title of Class:  NOTE 1.250% 6/0
CUSIP:  87918A-AF-2
Value:  20,106,074
Shrs or Prn Amt:
Ssh Prnamt:  24315000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  24315000
None:  0
Info Table:
Name of Issuer:  UBER TECHNOLOGIES INC
Title of Class:  NOTE 12/1
CUSIP:  90353T-AJ-9
Value:  54,159
Shrs or Prn Amt:
Ssh Prnamt:  53000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  53000
Shared:  0
None:  0
Info Table:
Name of Issuer:  UBER TECHNOLOGIES INC
Title of Class:  NOTE 12/1
CUSIP:  90353T-AJ-9
Value:  222,692
Shrs or Prn Amt:
Ssh Prnamt:  219000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  4
Voting Authority:
Sole:  85000
Shared:  134000
None:  0
Info Table:
Name of Issuer:  UBER TECHNOLOGIES INC
Title of Class:  NOTE 12/1
CUSIP:  90353T-AJ-9
Value:  6,710,259
Shrs or Prn Amt:
Ssh Prnamt:  6599000
Ssh Prnamt Type:  PRN
Investment Discretion:  DFND
Other Manager:  1
Voting Authority:
Sole:  156000
Shared:  6436000
None:  7000
Info Table:
Name of Issuer:  VAIL RESORTS INC
Title of Class:  NOTE 1/0
CUSIP:  91879Q-AN-9
Value:  52,423,791
Shrs or Prn Amt:
Ssh Prnamt:  58615000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  58615000
None:  0
Info Table:
Name of Issuer:  VAIL RESORTS INC
Title of Class:  NOTE 1/0
CUSIP:  91879Q-AN-9
Value:  6,346,616
Shrs or Prn Amt:
Ssh Prnamt:  7136000
Ssh Prnamt Type:  PRN
Investment Discretion:  DFND
Other Manager:  1
Voting Authority:
Sole:  171000
Shared:  6957000
None:  8000
Info Table:
Name of Issuer:  VAIL RESORTS INC
Title of Class:  NOTE 1/0
CUSIP:  91879Q-AN-9
Value:  220,566
Shrs or Prn Amt:
Ssh Prnamt:  248000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  4
Voting Authority:
Sole:  99000
Shared:  149000
None:  0
Info Table:
Name of Issuer:  VAIL RESORTS INC
Title of Class:  NOTE 1/0
CUSIP:  91879Q-AN-9
Value:  2,198,374
Shrs or Prn Amt:
Ssh Prnamt:  2458000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  2458000
Shared:  0
None:  0
Info Table:
Name of Issuer:  VIAVI SOLUTIONS INC
Title of Class:  NOTE 1.000% 3/0
CUSIP:  925550-AB-1
Value:  83,088
Shrs or Prn Amt:
Ssh Prnamt:  85000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  4
Voting Authority:
Sole:  35000
Shared:  50000
None:  0
Info Table:
Name of Issuer:  VIAVI SOLUTIONS INC
Title of Class:  NOTE 1.000% 3/0
CUSIP:  925550-AB-1
Value:  2,478,940
Shrs or Prn Amt:
Ssh Prnamt:  2536000
Ssh Prnamt Type:  PRN
Investment Discretion:  DFND
Other Manager:  1
Voting Authority:
Sole:  62000
Shared:  2471000
None:  3000
Info Table:
Name of Issuer:  VIAVI SOLUTIONS INC
Title of Class:  NOTE 1.000% 3/0
CUSIP:  925550-AB-1
Value:  28,271,775
Shrs or Prn Amt:
Ssh Prnamt:  28812000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  28812000
None:  0
Info Table:
Name of Issuer:  VIAVI SOLUTIONS INC
Title of Class:  NOTE 1.000% 3/0
CUSIP:  925550-AB-1
Value:  952,794
Shrs or Prn Amt:
Ssh Prnamt:  971000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  971000
Shared:  0
None:  0
Info Table:
Name of Issuer:  VISTRA CORP
Title of Class:  COM
CUSIP:  92840M-10-2
Figi:  BBG00DXDL6R0
Value:  536,121
Shrs or Prn Amt:
Ssh Prnamt:  13918
Ssh Prnamt Type:  SH
Investment Discretion:  OTR
Other Manager:  2
Voting Authority:
Sole:  0
Shared:  13918
None:  0
Info Table:
Name of Issuer:  WELLS FARGO CO NEW
Title of Class:  PERP PFD CNV A
CUSIP:  949746-80-4
Value:  104,019
Shrs or Prn Amt:
Ssh Prnamt:  87
Ssh Prnamt Type:  SH
Investment Discretion:  OTR
Other Manager:  4
Voting Authority:
Sole:  34
Shared:  53
None:  0
Info Table:
Name of Issuer:  WELLS FARGO CO NEW
Title of Class:  PERP PFD CNV A
CUSIP:  949746-80-4
Value:  2,898,603
Shrs or Prn Amt:
Ssh Prnamt:  2417
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2417
Shared:  0
None:  0
Info Table:
Name of Issuer:  WELLS FARGO CO NEW
Title of Class:  PERP PFD CNV A
CUSIP:  949746-80-4
Value:  28,561,497
Shrs or Prn Amt:
Ssh Prnamt:  23816
Ssh Prnamt Type:  SH
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  23816
None:  0
Info Table:
Name of Issuer:  WELLS FARGO CO NEW
Title of Class:  PERP PFD CNV A
CUSIP:  949746-80-4
Value:  2,858,727
Shrs or Prn Amt:
Ssh Prnamt:  2391
Ssh Prnamt Type:  SH
Investment Discretion:  DFND
Other Manager:  1
Voting Authority:
Sole:  12
Shared:  2376
None:  3
Info Table:
Name of Issuer:  WESTERN DIGITAL CORP.
Title of Class:  NOTE 1.500% 2/0
CUSIP:  958102-AP-0
Value:  725,725
Shrs or Prn Amt:
Ssh Prnamt:  725000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  725000
Shared:  0
None:  0
Info Table:
Name of Issuer:  WESTERN DIGITAL CORP.
Title of Class:  NOTE 1.500% 2/0
CUSIP:  958102-AP-0
Value:  4,638,634
Shrs or Prn Amt:
Ssh Prnamt:  4634000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  4634000
None:  0
Info Table:
Name of Issuer:  WOLFSPEED INC
Title of Class:  NOTE 0.250% 2/1
CUSIP:  977852-AB-8
Value:  154,232
Shrs or Prn Amt:
Ssh Prnamt:  229000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  4
Voting Authority:
Sole:  100000
Shared:  129000
None:  0
Info Table:
Name of Issuer:  WOLFSPEED INC
Title of Class:  NOTE 0.250% 2/1
CUSIP:  977852-AB-8
Value:  12,689,307
Shrs or Prn Amt:
Ssh Prnamt:  18702000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  18702000
None:  0
Info Table:
Name of Issuer:  WOLFSPEED INC
Title of Class:  NOTE 0.250% 2/1
CUSIP:  977852-AB-8
Value:  5,030,372
Shrs or Prn Amt:
Ssh Prnamt:  7469000
Ssh Prnamt Type:  PRN
Investment Discretion:  DFND
Other Manager:  1
Voting Authority:
Sole:  186000
Shared:  7274000
None:  9000
Info Table:
Name of Issuer:  WOLFSPEED INC
Title of Class:  NOTE 0.250% 2/1
CUSIP:  977852-AB-8
Value:  835,912
Shrs or Prn Amt:
Ssh Prnamt:  1232000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  1232000
Shared:  0
None:  0
Info Table:
Name of Issuer:  WORKIVA INC
Title of Class:  NOTE 1.125% 8/1
CUSIP:  98139A-AB-1
Value:  165,360
Shrs or Prn Amt:
Ssh Prnamt:  120000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  120000
Shared:  0
None:  0
Info Table:
Name of Issuer:  ZIFF DAVIS INC
Title of Class:  NOTE 1.750%11/0
CUSIP:  48123V-AE-2
Value:  574,750
Shrs or Prn Amt:
Ssh Prnamt:  605000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  605000
Shared:  0
None:  0
Info Table:
Name of Issuer:  ZIFF DAVIS INC
Title of Class:  NOTE 1.750%11/0
CUSIP:  48123V-AE-2
Value:  8,079,750
Shrs or Prn Amt:
Ssh Prnamt:  8505000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  8505000
None:  0
Info Table:
Name of Issuer:  ZILLOW GROUP INC
Title of Class:  NOTE 2.750% 5/1
CUSIP:  98954M-AH-4
Value:  227,452
Shrs or Prn Amt:
Ssh Prnamt:  207000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  4
Voting Authority:
Sole:  82000
Shared:  125000
None:  0
Info Table:
Name of Issuer:  ZILLOW GROUP INC
Title of Class:  NOTE 2.750% 5/1
CUSIP:  98954M-AH-4
Value:  2,027,681
Shrs or Prn Amt:
Ssh Prnamt:  1837000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  1837000
Shared:  0
None:  0
Info Table:
Name of Issuer:  ZILLOW GROUP INC
Title of Class:  NOTE 2.750% 5/1
CUSIP:  98954M-AH-4
Value:  6,863,105
Shrs or Prn Amt:
Ssh Prnamt:  6246000
Ssh Prnamt Type:  PRN
Investment Discretion:  DFND
Other Manager:  1
Voting Authority:
Sole:  151000
Shared:  6088000
None:  7000
Info Table:
Name of Issuer:  ZILLOW GROUP INC
Title of Class:  NOTE 2.750% 5/1
CUSIP:  98954M-AH-4
Value:  37,339,346
Shrs or Prn Amt:
Ssh Prnamt:  33828000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  33828000
None:  0
Info Table:
Name of Issuer:  ZSCALER INC
Title of Class:  NOTE 0.125% 7/0
CUSIP:  98980G-AB-8
Value:  26,914,371
Shrs or Prn Amt:
Ssh Prnamt:  17701000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  1
Voting Authority:
Sole:  0
Shared:  17701000
None:  0
Info Table:
Name of Issuer:  ZSCALER INC
Title of Class:  NOTE 0.125% 7/0
CUSIP:  98980G-AB-8
Value:  9,188,476
Shrs or Prn Amt:
Ssh Prnamt:  6063000
Ssh Prnamt Type:  PRN
Investment Discretion:  DFND
Other Manager:  1
Voting Authority:
Sole:  145000
Shared:  5911000
None:  7000
Info Table:
Name of Issuer:  ZSCALER INC
Title of Class:  NOTE 0.125% 7/0
CUSIP:  98980G-AB-8
Value:  310,677
Shrs or Prn Amt:
Ssh Prnamt:  205000
Ssh Prnamt Type:  PRN
Investment Discretion:  OTR
Other Manager:  4
Voting Authority:
Sole:  82000
Shared:  123000
None:  0
Info Table:
Name of Issuer:  ZSCALER INC
Title of Class:  NOTE 0.125% 7/0
CUSIP:  98980G-AB-8
Value:  2,288,353
Shrs or Prn Amt:
Ssh Prnamt:  1505000
Ssh Prnamt Type:  PRN
Investment Discretion:  SOLE
Voting Authority:
Sole:  1505000
Shared:  0
None:  0


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