Mackay Shields 13F-HR Quarterly holdings report by institutional manager

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

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

FORM 13F INFORMATION TABLE

OMB APPROVAL

OMB Number:		3235-0006
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COLUMN 1	COLUMN 2	COLUMN 3	COLUMN 4	COLUMN 5			COLUMN 6	COLUMN 7	COLUMN 8
			VALUE	SHRS OR	SH/	PUT/	INVESTMENT	OTHER	VOTING AUTHORITY
NAME OF ISSUER	TITLE OF CLASS	CUSIP	(x$1000)	PRN AMT	PRN	CALL	DISCRETION	MANAGER	SOLE	SHARED	NONE
8X8 INC NEW	NOTE 0.500% 2/0	282914AB6	45,750	50,000	PRN		SOLE		50,000	0	0
AES CORP	UNIT 02/15/2024	00130H204	7,876,804	77,216	SH		DFND	1	0	77,198	18
AES CORP	UNIT 02/15/2024	00130H204	1,351,548	13,200	SH		SOLE		13,200	0	0
AES CORP	UNIT 02/15/2024	00130H204	128,839	1,263	SH		OTR	4	0	1,263	0
AES CORP	UNIT 02/15/2024	00130H204	30,481,503	297,700	SH		OTR	1	0	297,700	0
AFFIRM HLDGS INC	NOTE 11/1	00827BAB2	222,000	400,000	PRN		SOLE		400,000	0	0
AIR TRANS SVCS GROUP INC	NOTE 1.125%10/1	00922RAB1	67,685	65,000	PRN		SOLE		65,000	0	0
AIRBNB INC	NOTE 3/1	009066AB7	345,059	418,000	PRN		SOLE		418,000	0	0
AKAMAI TECHNOLOGIES INC	NOTE 0.125% 5/0	00971TAJ0	4,778,550	4,551,000	PRN		DFND	1	0	4,550,000	1,000
AKAMAI TECHNOLOGIES INC	NOTE 0.125% 5/0	00971TAJ0	81,900	78,000	PRN		OTR	4	0	78,000	0
AKAMAI TECHNOLOGIES INC	NOTE 0.125% 5/0	00971TAJ0	585,525	555,000	PRN		SOLE		555,000	0	0
AKAMAI TECHNOLOGIES INC	NOTE 0.375% 9/0	00971TAL5	33,711,568	34,826,000	PRN		OTR	1	0	34,826,000	0
AKAMAI TECHNOLOGIES INC	NOTE 0.375% 9/0	00971TAL5	2,116,048	2,186,000	PRN		SOLE		2,186,000	0	0
ALARM COM HLDGS INC	NOTE 1/1	011642AB1	5,738,723	7,025,000	PRN		OTR	1	0	7,025,000	0
ALARM COM HLDGS INC	NOTE 1/1	011642AB1	208,310	255,000	PRN		SOLE		255,000	0	0
ALLIANCEBERNSTEIN GLOBAL HIG	COM	01879R106	255,431	27,704	SH		SOLE		27,704	0	0
ALTERYX INC	NOTE 0.500% 8/0	02156BAD5	284,859	309,000	PRN		SOLE		309,000	0	0
AMERICAN AIRLINES GROUP INC	NOTE 6.500% 7/0	02376RAF9	14,757,165	13,935,000	PRN		OTR	1	0	13,935,000	0
AMERICAN AIRLINES GROUP INC	NOTE 6.500% 7/0	02376RAF9	594,099	561,000	PRN		SOLE		561,000	0	0
AMERICAN EAGLE OUTFITTERS IN	NOTE 3.750% 4/1	02553EAB2	173,460	98,000	PRN		SOLE		98,000	0	0
APELLIS PHARMACEUTICALS INC	NOTE 3.500% 9/1	03753UAB2	122,006	79,000	PRN		SOLE		79,000	0	0
ARES CAPITAL CORP	NOTE 4.625% 3/0	04010LAW3	106,563	100,000	PRN		OTR	5	0	100,000	0
ARES CAPITAL CORP	NOTE 4.625% 3/0	04010LAW3	7,374,125	6,920,000	PRN		SOLE		6,920,000	0	0
ARES CAPITAL CORP	NOTE 4.625% 3/0	04010LAW3	17,353,703	16,285,000	PRN		OTR	1	0	16,285,000	0
ARRAY TECHNOLOGIES INC	NOTE 1.000%12/0	04271TAB6	957,146	937,000	PRN		SOLE		937,000	0	0
BANK AMERICA CORP	COM	060505104	22,067,823	666,299	SH		OTR	1	0	666,299	0
BANK AMERICA CORP	COM	060505104	0	0	SH		SOLE		0	0	0
BECTON DICKINSON & CO	6% DP CONV PFD B	075887406	6,374,433	127,285	SH		DFND	1	0	127,256	29
BECTON DICKINSON & CO	6% DP CONV PFD B	075887406	105,769	2,112	SH		OTR	4	0	2,112	0
BECTON DICKINSON & CO	6% DP CONV PFD B	075887406	9,715,545	193,200	SH		OTR	1	0	193,200	0
BECTON DICKINSON & CO	6% DP CONV PFD B	075887406	1,458,338	29,000	SH		SOLE		29,000	0	0
BENTLEY SYS INC	NOTE 0.125% 1/1	08265TAB5	6,432,755	7,015,000	PRN		OTR	1	0	7,015,000	0
BENTLEY SYS INC	NOTE 0.125% 1/1	08265TAB5	397,978	434,000	PRN		SOLE		434,000	0	0
BENTLEY SYS INC	NOTE 0.375% 7/0	08265TAD1	163,800	200,000	PRN		SOLE		200,000	0	0
BEYOND MEAT INC	NOTE 3/1	08862EAB5	89,157	339,000	PRN		SOLE		339,000	0	0
BIGCOMMERCE HLDGS INC	NOTE 0.250%10/0	08975PAB4	143,000	200,000	PRN		SOLE		200,000	0	0
BILL COM HLDGS INC	NOTE 12/0	090043AB6	10,146,360	9,870,000	PRN		OTR	1	0	9,870,000	0
BILL COM HLDGS INC	NOTE 12/0	090043AB6	672,312	654,000	PRN		SOLE		654,000	0	0
BILL COM HLDGS INC	NOTE 4/0	090043AD2	159,100	200,000	PRN		SOLE		200,000	0	0
BIOMARIN PHARMACEUTICAL INC	NOTE 0.599% 8/0	09061GAH4	11,121,363	10,479,000	PRN		DFND	1	0	10,477,000	2,000
BIOMARIN PHARMACEUTICAL INC	NOTE 0.599% 8/0	09061GAH4	179,360	169,000	PRN		OTR	4	0	169,000	0
BIOMARIN PHARMACEUTICAL INC	NOTE 1.250% 5/1	09061GAK7	5,012,401	4,643,000	PRN		SOLE		4,643,000	0	0
BIOMARIN PHARMACEUTICAL INC	NOTE 1.250% 5/1	09061GAK7	78,160,204	72,400,000	PRN		OTR	1	0	72,400,000	0
BK OF AMERICA CORP	7.25%CNV PFD L	060505682	117,160	101	SH		OTR	4	0	101	0
BK OF AMERICA CORP	7.25%CNV PFD L	060505682	3,759,525	3,234	SH		SOLE		3,234	0	0
BK OF AMERICA CORP	7.25%CNV PFD L	060505682	27,560,550	23,708	SH		OTR	1	0	23,708	0
BK OF AMERICA CORP	7.25%CNV PFD L	060505682	6,932,160	5,976	SH		DFND	1	0	5,975	1
BLACKLINE INC	NOTE 0.125% 8/0	09239BAB5	100,234	90,000	PRN		SOLE		90,000	0	0
BLACKLINE INC	NOTE 3/1	09239BAD1	171,375	200,000	PRN		SOLE		200,000	0	0
BLACKROCK CR ALLOCATION INCO	COM	092508100	248,420	24,596	SH		SOLE		24,596	0	0
BLACKROCK MUN TARGET TERM TR	COM SHS BEN IN	09257P105	20,744,273	974,367	SH		SOLE		974,367	0	0
BLACKROCK MUN TARGET TERM TR	COM SHS BEN IN	09257P105	9,097,941	427,334	SH		OTR	1	0	427,334	0
BLACKROCK MUNIHLDGS NJ QLTY	COM	09254X101	7,699,130	695,495	SH		SOLE		695,495	0	0
BLACKROCK MUNIHLDGS NJ QLTY	COM	09254X101	3,404,556	307,548	SH		OTR	1	0	307,548	0
BLACKROCK MUNIHLDGS NY QLTY	COM	09255C106	7,927,680	771,926	SH		SOLE		771,926	0	0
BLACKROCK MUNIHLDGS NY QLTY	COM	09255C106	5,392,859	525,108	SH		OTR	1	0	525,108	0
BLACKROCK MUNIHOLDINGS FD IN	COM	09253N104	1,778,316	146,484	SH		OTR	1	0	146,484	0
BLACKROCK MUNIHOLDINGS FD IN	COM	09253N104	5,974,482	492,132	SH		SOLE		492,132	0	0
BLACKROCK MUNIYIELD MICH QU	COM	09254V105	8,290,474	747,563	SH		SOLE		747,563	0	0
BLACKROCK MUNIYIELD MICH QU	COM	09254V105	2,720,055	245,271	SH		OTR	1	0	245,271	0
BLACKROCK MUNIYIELD N Y QUAL	COM	09255E102	5,327,231	543,595	SH		OTR	1	0	543,595	0
BLACKROCK MUNIYIELD N Y QUAL	COM	09255E102	4,204,788	429,060	SH		SOLE		429,060	0	0
BLACKROCK MUNIYIELD QUALITY	COM	09254G108	5,704,436	558,164	SH		SOLE		558,164	0	0
BLACKROCK MUNIYIELD QUALITY	COM	09254G108	6,010,290	588,091	SH		OTR	1	0	588,091	0
BLACKROCK MUNIYILD QULT FD I	COM	09254F100	3,331,833	287,227	SH		OTR	1	0	287,227	0
BLACKROCK MUNIYILD QULT FD I	COM	09254F100	2,011,695	173,422	SH		SOLE		173,422	0	0
BLACKROCK N Y MUN INCOME TRU	SH BEN INT	09248L106	396,728	39,397	SH		OTR	1	0	39,397	0
BLACKROCK N Y MUN INCOME TRU	SH BEN INT	09248L106	662,012	65,741	SH		SOLE		65,741	0	0
BLOCK INC	NOTE 0.125% 3/0	852234AF0	57,075	60,000	PRN		OTR	4	0	60,000	0
BLOCK INC	NOTE 0.125% 3/0	852234AF0	3,674,679	3,863,000	PRN		DFND	1	0	3,862,000	1,000
BLOCK INC	NOTE 0.250%11/0	852234AK9	1,331,606	1,755,000	PRN		SOLE		1,755,000	0	0
BLOCK INC	NOTE 0.250%11/0	852234AK9	18,772,993	24,742,000	PRN		OTR	1	0	24,742,000	0
BLOCK INC	NOTE 5/0	852234AJ2	1,408,271	1,729,000	PRN		SOLE		1,729,000	0	0
BLOCK INC	NOTE 5/0	852234AJ2	23,891,729	29,333,000	PRN		OTR	1	0	29,333,000	0
BLOOMIN BRANDS INC	NOTE 5.000% 5/0	094235AB4	93,203	51,000	PRN		SOLE		51,000	0	0
BOOKING HOLDINGS INC	NOTE 0.750% 5/0	09857LAN8	28,074,985	21,000,000	PRN		OTR	1	0	21,000,000	0
BOOKING HOLDINGS INC	NOTE 0.750% 5/0	09857LAN8	2,356,962	1,763,000	PRN		SOLE		1,763,000	0	0
BOSTON SCIENTIFIC CORP	5.50% CNV PFD A	101137206	391,348	3,400	SH		SOLE		3,400	0	0
BOX INC	NOTE 1/1	10316TAB0	131,650	100,000	PRN		SOLE		100,000	0	0
BRIDGEBIO PHARMA INC	NOTE 2.500% 3/1	10806XAB8	333,450	741,000	PRN		SOLE		741,000	0	0
BRIDGEBIO PHARMA INC	NOTE 2.500% 3/1	10806XAB8	6,241,500	13,870,000	PRN		OTR	1	0	13,870,000	0
BURLINGTON STORES INC	NOTE 2.250% 4/1	122017AB2	3,319,470	2,874,000	PRN		SOLE		2,874,000	0	0
BURLINGTON STORES INC	NOTE 2.250% 4/1	122017AB2	46,322,430	40,106,000	PRN		OTR	1	0	40,106,000	0
BURLINGTON STORES INC	NOTE 2.250% 4/1	122017AB2	6,260,600	5,444,000	PRN		DFND	1	0	5,443,000	1,000
BURLINGTON STORES INC	NOTE 2.250% 4/1	122017AB2	90,850	79,000	PRN		OTR	4	0	79,000	0
CABLE ONE INC	NOTE 1.125% 3/1	12685JAG0	105,506	142,000	PRN		OTR	4	0	142,000	0
CABLE ONE INC	NOTE 1.125% 3/1	12685JAG0	27,375,304	36,598,000	PRN		OTR	1	0	36,598,000	0
CABLE ONE INC	NOTE 1.125% 3/1	12685JAG0	6,492,334	8,738,000	PRN		DFND	1	0	8,736,000	2,000
CABLE ONE INC	NOTE 1.125% 3/1	12685JAG0	1,961,256	2,622,000	PRN		SOLE		2,622,000	0	0
CABLE ONE INC	NOTE 3/1	12685JAE5	3,873,450	4,900,000	PRN		OTR	1	0	4,900,000	0
CABLE ONE INC	NOTE 3/1	12685JAE5	5,944,560	7,520,000	PRN		SOLE		7,520,000	0	0
CABLE ONE INC	NOTE 3/1	12685JAE5	63,240	80,000	PRN		OTR	5	0	80,000	0
CALIFORNIA RES CORP	COM STOCK	13057Q305	1,353,857	31,116	SH		OTR	1	0	31,116	0
CALIFORNIA RES CORP	COM STOCK	13057Q305	85,149	1,957	SH		SOLE		1,957	0	0
CARNIVAL CORP	NOTE 5.750% 4/0	143658BE1	88,715	88,000	PRN		SOLE		88,000	0	0
CERIDIAN HCM HLDG INC	NOTE 0.250% 3/1	15677JAD0	220,375	250,000	PRN		SOLE		250,000	0	0
CHEESECAKE FACTORY INC	NOTE 0.375% 6/1	163072AA9	7,360,491	8,983,000	PRN		DFND	1	0	8,981,000	2,000
CHEESECAKE FACTORY INC	NOTE 0.375% 6/1	163072AA9	120,449	147,000	PRN		OTR	4	0	147,000	0
CHEESECAKE FACTORY INC	NOTE 0.375% 6/1	163072AA9	1,138,462	1,381,000	PRN		SOLE		1,381,000	0	0
CHEESECAKE FACTORY INC	NOTE 0.375% 6/1	163072AA9	15,412,515	18,696,000	PRN		OTR	1	0	18,696,000	0
CHEFS WHSE INC	NOTE 1.875%12/0	163086AB7	28,040	27,000	PRN		SOLE		27,000	0	0
CHEGG INC	NOTE 9/0	163092AF6	1,054,169	1,327,000	PRN		SOLE		1,327,000	0	0
CHEGG INC	NOTE 9/0	163092AF6	14,948,225	18,817,000	PRN		OTR	1	0	18,817,000	0
CHORD ENERGY CORPORATION	COM NEW	674215207	2,034,091	14,868	SH		SOLE		14,868	0	0
CHORD ENERGY CORPORATION	COM NEW	674215207	16,854,171	123,194	SH		OTR	1	0	123,194	0
CLOUDFLARE INC	NOTE 8/1	18915MAC1	205,000	250,000	PRN		SOLE		250,000	0	0
CNX RES CORP	NOTE 2.250% 5/0	12653CAG3	401,583	273,000	PRN		SOLE		273,000	0	0
COINBASE GLOBAL INC	NOTE 0.500% 6/0	19260QAB3	266,684	468,000	PRN		SOLE		468,000	0	0
CONFLUENT INC	NOTE 1/1	20717MAB9	190,000	250,000	PRN		SOLE		250,000	0	0
CONMED CORP	NOTE 2.625% 2/0	207410AF8	6,825,192	6,024,000	PRN		DFND	1	0	6,023,000	1,000
CONMED CORP	NOTE 2.625% 2/0	207410AF8	187,770	165,000	PRN		SOLE		165,000	0	0
CONMED CORP	NOTE 2.625% 2/0	207410AF8	111,034	98,000	PRN		OTR	4	0	98,000	0
COUPA SOFTWARE INC	NOTE 0.375% 6/1	22266LAF3	21,194,379	21,929,000	PRN		OTR	1	0	21,929,000	0
COUPA SOFTWARE INC	NOTE 0.375% 6/1	22266LAF3	1,588,926	1,644,000	PRN		SOLE		1,644,000	0	0
CRACKER BARREL OLD CTRY STOR	NOTE 0.625% 6/1	22410JAB2	171,750	200,000	PRN		SOLE		200,000	0	0
CYBERARK SOFTWARE LTD	NOTE 11/1	23248VAB1	296,625	279,000	PRN		SOLE		279,000	0	0
DANAHER CORPORATION	5% CONV PFD B	235851409	99,053,152	72,789	SH		OTR	1	0	72,789	0
DANAHER CORPORATION	5% CONV PFD B	235851409	168,212	124	SH		OTR	4	0	124	0
DANAHER CORPORATION	5% CONV PFD B	235851409	10,342,337	7,624	SH		DFND	1	0	7,622	2
DANAHER CORPORATION	5% CONV PFD B	235851409	6,348,253	4,665	SH		SOLE		4,665	0	0
DATADOG INC	NOTE 0.125% 6/1	23804LAB9	1,189,431	1,085,000	PRN		SOLE		1,085,000	0	0
DATADOG INC	NOTE 0.125% 6/1	23804LAB9	21,710,135	19,804,000	PRN		OTR	1	0	19,804,000	0
DELAWARE INVTS NATL MUN INCO	SH BEN INT	24610T108	4,387,340	423,080	SH		SOLE		423,080	0	0
DEXCOM INC	NOTE 0.250%11/1	252131AK3	8,049,675	7,402,000	PRN		DFND	1	0	7,401,000	1,000
DEXCOM INC	NOTE 0.250%11/1	252131AK3	133,763	123,000	PRN		OTR	4	0	123,000	0
DEXCOM INC	NOTE 0.250%11/1	252131AK3	36,398,823	33,317,000	PRN		OTR	1	0	33,317,000	0
DEXCOM INC	NOTE 0.250%11/1	252131AK3	2,490,900	2,280,000	PRN		SOLE		2,280,000	0	0
DICKS SPORTING GOODS INC	NOTE 3.250% 4/1	253393AD4	400,448	107,000	PRN		SOLE		107,000	0	0
DIGITALOCEAN HLDGS INC	NOTE 12/0	25402DAB8	9,481,500	12,600,000	PRN		OTR	1	0	12,600,000	0
DIGITALOCEAN HLDGS INC	NOTE 12/0	25402DAB8	760,025	1,010,000	PRN		SOLE		1,010,000	0	0
DISH NETWORK CORPORATION	NOTE 12/1	25470MAF6	25,280,188	39,316,000	PRN		OTR	1	0	39,316,000	0
DISH NETWORK CORPORATION	NOTE 12/1	25470MAF6	1,941,860	3,020,000	PRN		SOLE		3,020,000	0	0
DISH NETWORK CORPORATION	NOTE 2.375% 3/1	25470MAD1	24,595,629	27,185,000	PRN		SOLE		27,185,000	0	0
DISH NETWORK CORPORATION	NOTE 2.375% 3/1	25470MAD1	158,331	175,000	PRN		OTR	5	0	175,000	0
DISH NETWORK CORPORATION	NOTE 2.375% 3/1	25470MAD1	60,400,205	66,759,000	PRN		OTR	1	0	66,759,000	0
DISH NETWORK CORPORATION	NOTE 3.375% 8/1	25470MAB5	110,264	176,000	PRN		OTR	4	0	176,000	0
DISH NETWORK CORPORATION	NOTE 3.375% 8/1	25470MAB5	94,350	150,000	PRN		OTR	5	0	150,000	0
DISH NETWORK CORPORATION	NOTE 3.375% 8/1	25470MAB5	6,944,753	11,085,000	PRN		DFND	1	0	11,083,000	2,000
DISH NETWORK CORPORATION	NOTE 3.375% 8/1	25470MAB5	13,624,140	21,660,000	PRN		SOLE		21,660,000	0	0
DISH NETWORK CORPORATION	NOTE 3.375% 8/1	25470MAB5	25,638,040	40,760,000	PRN		OTR	1	0	40,760,000	0
DOCUSIGN INC	NOTE 0.500% 9/1	256163AB2	61,620	60,000	PRN		SOLE		60,000	0	0
DOUBLELINE INCOME SOLUTIONS	COM	258622109	238,213	21,480	SH		SOLE		21,480	0	0
DRAFTKINGS INC NEW	NOTE 3/1	26142RAB0	125,700	200,000	PRN		SOLE		200,000	0	0
DROPBOX INC	NOTE 3/0	26210CAD6	1,875,328	2,093,000	PRN		SOLE		2,093,000	0	0
DROPBOX INC	NOTE 3/0	26210CAD6	20,696,704	23,099,000	PRN		OTR	1	0	23,099,000	0
DWS MUN INCOME TR	COM	233368109	416,517	48,376	SH		SOLE		48,376	0	0
DWS MUN INCOME TR	COM	233368109	1,127,927	131,002	SH		OTR	1	0	131,002	0
EATON VANCE MUN BD FD	COM	27827X101	626,112	60,261	SH		SOLE		60,261	0	0
EATON VANCE NEW YORK MUN BD	COM	27827Y109	4,338,216	481,489	SH		SOLE		481,489	0	0
EATON VANCE NEW YORK MUN BD	COM	27827Y109	119,301	13,241	SH		OTR	1	0	13,241	0
ELEVANCE HEALTH INC	NOTE 2.750%10/1	94973VBG1	103,501,549	14,144,000	PRN		OTR	1	0	14,144,000	0
ELEVANCE HEALTH INC	NOTE 2.750%10/1	94973VBG1	6,183,457	845,000	PRN		SOLE		845,000	0	0
ENPHASE ENERGY INC	NOTE 3/0	29355AAH0	21,272,200	18,800,000	PRN		OTR	1	0	18,800,000	0
ENPHASE ENERGY INC	NOTE 3/0	29355AAH0	1,589,758	1,405,000	PRN		SOLE		1,405,000	0	0
ENVESTNET INC	NOTE 1.750% 6/0	29404KAB2	7,156,546	6,902,000	PRN		DFND	1	0	6,900,000	2,000
ENVESTNET INC	NOTE 1.750% 6/0	29404KAB2	111,983	108,000	PRN		OTR	4	0	108,000	0
ENVESTNET INC	NOTE 1.750% 6/0	29404KAB2	46,884	45,000	PRN		SOLE		45,000	0	0
ENVISTA HOLDINGS CORPORATION	NOTE 2.375% 6/0	29415FAB0	222,288	132,000	PRN		SOLE		132,000	0	0
EQT CORP	NOTE 1.750% 5/0	26884LAK5	6,443,463	2,769,000	PRN		SOLE		2,769,000	0	0
EQT CORP	NOTE 1.750% 5/0	26884LAK5	208,980	90,000	PRN		OTR	4	0	90,000	0
EQT CORP	NOTE 1.750% 5/0	26884LAK5	13,181,994	5,677,000	PRN		DFND	1	0	5,676,000	1,000
EQT CORP	NOTE 1.750% 5/0	26884LAK5	108,338,139	46,557,000	PRN		OTR	1	0	46,557,000	0
ETSY INC	NOTE 0.125%10/0	29786AAJ5	115,838	75,000	PRN		OTR	4	0	75,000	0
ETSY INC	NOTE 0.125%10/0	29786AAJ5	6,920,905	4,481,000	PRN		DFND	1	0	4,480,000	1,000
ETSY INC	NOTE 0.125%10/0	29786AAJ5	44,936	29,000	PRN		SOLE		29,000	0	0
ETSY INC	NOTE 0.250% 6/1	29786AAN6	3,003,353	3,487,000	PRN		SOLE		3,487,000	0	0
ETSY INC	NOTE 0.250% 6/1	29786AAN6	44,543,852	51,717,000	PRN		OTR	1	0	51,717,000	0
EURONET WORLDWIDE INC	NOTE 0.750% 3/1	298736AL3	22,538,416	23,585,000	PRN		OTR	1	0	23,585,000	0
EURONET WORLDWIDE INC	NOTE 0.750% 3/1	298736AL3	1,405,724	1,471,000	PRN		SOLE		1,471,000	0	0
EVERBRIDGE INC	NOTE 0.125%12/1	29978AAC8	2,598,361	2,883,000	PRN		DFND	1	0	2,882,000	1,000
EVERBRIDGE INC	NOTE 0.125%12/1	29978AAC8	38,755	43,000	PRN		OTR	4	0	43,000	0
EVERBRIDGE INC	NOTE 0.125%12/1	29978AAC8	2,034,859	2,233,000	PRN		SOLE		2,233,000	0	0
EVERBRIDGE INC	NOTE 0.125%12/1	29978AAC8	23,655,574	25,959,000	PRN		OTR	1	0	25,959,000	0
EVOLENT HEALTH INC	NOTE 1.500%10/1	30050BAD3	163,200	150,000	PRN		SOLE		150,000	0	0
EXACT SCIENCES CORP	NOTE 0.375% 3/0	30063PAC9	2,558,867	3,244,000	PRN		SOLE		3,244,000	0	0
EXACT SCIENCES CORP	NOTE 0.375% 3/0	30063PAC9	4,570,338	5,831,000	PRN		DFND	1	0	5,830,000	1,000
EXACT SCIENCES CORP	NOTE 0.375% 3/0	30063PAC9	68,974	88,000	PRN		OTR	4	0	88,000	0
EXACT SCIENCES CORP	NOTE 0.375% 3/0	30063PAC9	35,156,816	44,570,000	PRN		OTR	1	0	44,570,000	0
EXACT SCIENCES CORP	NOTE 0.375% 3/1	30063PAB1	134,460	162,000	PRN		SOLE		162,000	0	0
EXPEDIA GROUP INC	NOTE 2/1	30212PBE4	554,463	633,000	PRN		SOLE		633,000	0	0
EXPEDIA GROUP INC	NOTE 2/1	30212PBE4	4,887,681	5,580,000	PRN		OTR	1	0	5,580,000	0
FIVE9 INC	NOTE 0.500% 6/0	338307AD3	477,620	520,000	PRN		SOLE		520,000	0	0
FIVE9 INC	NOTE 0.500% 6/0	338307AD3	8,824,948	9,608,000	PRN		OTR	1	0	9,608,000	0
FORD MTR CO DEL	NOTE 3/1	345370CZ1	3,786,412	3,992,000	PRN		SOLE		3,992,000	0	0
FORD MTR CO DEL	NOTE 3/1	345370CZ1	57,555,929	60,681,000	PRN		OTR	1	0	60,681,000	0
FORD MTR CO DEL	NOTE 3/1	345370CZ1	105,672	112,000	PRN		OTR	4	0	112,000	0
FORD MTR CO DEL	NOTE 3/1	345370CZ1	6,757,347	7,162,000	PRN		DFND	1	0	7,160,000	2,000
FORUM ENERGY TECHNOLOGIES IN	NOTE 9.000% 8/0	34984VAC4	47,391,988	44,134,853	PRN		OTR	1	0	44,134,853	0
FORUM ENERGY TECHNOLOGIES IN	NOTE 9.000% 8/0	34984VAC4	25,780,590	24,008,754	PRN		SOLE		24,008,754	0	0
FORUM ENERGY TECHNOLOGIES IN	NOTE 9.000% 8/0	34984VAC4	135,206	125,914	PRN		OTR	5	0	125,914	0
FTI CONSULTING INC	NOTE 2.000% 8/1	302941AP4	134,130	85,000	PRN		SOLE		85,000	0	0
GLOBAL X FDS	NASDAQ 100 COVER	37954Y483	306,204	19,246	SH		SOLE		19,246	0	0
GRANITE PT MTG TR INC	NOTE 6.375%10/0	38741LAC1	608,938	622,000	PRN		SOLE		622,000	0	0
GREENBRIER COS INC	NOTE 2.875% 4/1	393657AM3	16,367,450	18,463,000	PRN		OTR	1	0	18,463,000	0
GREENBRIER COS INC	NOTE 2.875% 4/1	393657AM3	828,878	935,000	PRN		SOLE		935,000	0	0
GUARDANT HEALTH INC	NOTE 11/1	40131MAB5	659,499	1,052,000	PRN		SOLE		1,052,000	0	0
GUARDANT HEALTH INC	NOTE 11/1	40131MAB5	9,102,588	14,520,000	PRN		OTR	1	0	14,520,000	0
GUIDEWIRE SOFTWARE INC	NOTE 1.250% 3/1	40171VAA8	111,660	120,000	PRN		SOLE		120,000	0	0
GULFPORT ENERGY CORP	COMMON SHARES	402635502	117,272,731	1,592,514	SH		OTR	1	0	1,592,514	0
GULFPORT ENERGY CORP	COMMON SHARES	402635502	40,395,885	548,559	SH		SOLE		548,559	0	0
GULFPORT ENERGY CORP	COMMON SHARES	402635502	325,121	4,415	SH		OTR	5	0	4,415	0
HAEMONETICS CORP MASS	NOTE 3/0	405024AB6	1,190,422	1,432,000	PRN		SOLE		1,432,000	0	0
HAEMONETICS CORP MASS	NOTE 3/0	405024AB6	15,445,554	18,580,000	PRN		OTR	1	0	18,580,000	0
HALOZYME THERAPEUTICS INC	NOTE 0.250% 3/0	40637HAD1	27,248	28,000	PRN		SOLE		28,000	0	0
HELIX ENERGY SOLUTIONS GRP I	NOTE 6.750% 2/1	42330PAK3	4,186,199	3,019,000	PRN		SOLE		3,019,000	0	0
HELIX ENERGY SOLUTIONS GRP I	NOTE 6.750% 2/1	42330PAK3	163,031	118,000	PRN		OTR	4	0	118,000	0
HELIX ENERGY SOLUTIONS GRP I	NOTE 6.750% 2/1	42330PAK3	60,539,734	43,660,000	PRN		OTR	1	0	43,660,000	0
HELIX ENERGY SOLUTIONS GRP I	NOTE 6.750% 2/1	42330PAK3	10,113,458	7,320,000	PRN		DFND	1	0	7,319,000	1,000
HUBSPOT INC	NOTE 0.375% 6/0	443573AD2	193,817	157,000	PRN		SOLE		157,000	0	0
ILLUMINA INC	NOTE 8/1	452327AK5	36,335,855	37,422,000	PRN		OTR	1	0	37,422,000	0
ILLUMINA INC	NOTE 8/1	452327AK5	2,241,012	2,308,000	PRN		SOLE		2,308,000	0	0
IMPINJ INC	NOTE 1.125% 5/1	453204AD1	11,489,675	9,535,000	PRN		OTR	1	0	9,535,000	0
IMPINJ INC	NOTE 1.125% 5/1	453204AD1	777,225	645,000	PRN		SOLE		645,000	0	0
INFINERA CORP	NOTE 2.125% 9/0	45667GAC7	127,595	130,000	PRN		SOLE		130,000	0	0
INFINERA CORP	NOTE 2.500% 3/0	45667GAE3	584,550	523,000	PRN		SOLE		523,000	0	0
INFINERA CORP	NOTE 2.500% 3/0	45667GAE3	12,898,092	11,540,000	PRN		OTR	1	0	11,540,000	0
INSIGHT ENTERPRISES INC	NOTE 0.750% 2/1	45765UAB9	128,010	85,000	PRN		SOLE		85,000	0	0
INSMED INC	NOTE 1.750% 1/1	457669AA7	176,248	187,000	PRN		SOLE		187,000	0	0
INSULET CORP	NOTE 0.375% 9/0	45784PAK7	537,043	379,000	PRN		SOLE		379,000	0	0
INTEGRA LIFESCIENCES HLDGS C	NOTE 0.500% 8/1	457985AM1	1,796,004	1,843,000	PRN		SOLE		1,843,000	0	0
INTEGRA LIFESCIENCES HLDGS C	NOTE 0.500% 8/1	457985AM1	17,054,725	17,501,000	PRN		OTR	1	0	17,501,000	0
INTEGRA LIFESCIENCES HLDGS C	NOTE 0.500% 8/1	457985AM1	113,432	117,000	PRN		OTR	4	0	117,000	0
INTEGRA LIFESCIENCES HLDGS C	NOTE 0.500% 8/1	457985AM1	7,052,143	7,274,000	PRN		DFND	1	0	7,272,000	2,000
INTERDIGITAL INC	NOTE 2.000% 6/0	45867GAB7	7,079,400	7,360,000	PRN		OTR	1	0	7,360,000	0
INTERDIGITAL INC	NOTE 2.000% 6/0	45867GAB7	428,034	445,000	PRN		SOLE		445,000	0	0
INVESCO EXCH TRADED FD TR II	TAXABLE MUN BD	46138G805	272,012	10,580	SH		SOLE		10,580	0	0
INVESCO PA VALUE MUN INC TR	COM	46132K109	586,079	59,804	SH		SOLE		59,804	0	0
INVESCO PA VALUE MUN INC TR	COM	46132K109	183,250	18,699	SH		OTR	1	0	18,699	0
INVESCO SR INCOME TR	COM	46131H107	281,520	73,504	SH		SOLE		73,504	0	0
INVITAE CORP	NOTE 2.000% 9/0	46185LAB9	95,100	120,000	PRN		SOLE		120,000	0	0
IONIS PHARMACEUTICALS INC	NOTE 0.125%12/1	462222AB6	180,794	198,000	PRN		SOLE		198,000	0	0
IONIS PHARMACEUTICALS INC	NOTE 4/0	462222AD2	17,315,100	18,656,000	PRN		OTR	1	0	18,656,000	0
IONIS PHARMACEUTICALS INC	NOTE 4/0	462222AD2	1,627,003	1,753,000	PRN		SOLE		1,753,000	0	0
IONIS PHARMACEUTICALS INC	NOTE 4/0	462222AD2	55,388	60,000	PRN		OTR	4	0	60,000	0
IONIS PHARMACEUTICALS INC	NOTE 4/0	462222AD2	3,566,051	3,863,000	PRN		DFND	1	0	3,862,000	1,000
IRONWOOD PHARMACEUTICALS INC	NOTE 0.750% 6/1	46333XAF5	129,375	120,000	PRN		SOLE		120,000	0	0
IRONWOOD PHARMACEUTICALS INC	NOTE 1.500% 6/1	46333XAH1	190,639	174,000	PRN		SOLE		174,000	0	0
ISHARES GOLD TR	ISHARES NEW	464285204	32,151,405	929,500	SH		OTR	1	0	929,500	0
ISHARES GOLD TR	ISHARES NEW	464285204	0	0	SH		SOLE		0	0	0
ISHARES TR	20 YR TR BD ETF	464287432	252,385	2,535	SH		SOLE		2,535	0	0
ISHARES TR	3 7 YR TREAS BD	464288661	711,169	6,190	SH		SOLE		6,190	0	0
ISHARES TR	IBOXX INV CP ETF	464287242	556,670	5,280	SH		SOLE		5,280	0	0
ISHARES TR	MBS ETF	464288588	839,388	9,050	SH		SOLE		9,050	0	0
ITRON INC	NOTE 3/1	465741AN6	164,760	200,000	PRN		SOLE		200,000	0	0
JAMF HLDG CORP	NOTE 0.125% 9/0	47074LAB1	207,000	250,000	PRN		SOLE		250,000	0	0
JAZZ INVESTMENTS I LTD	NOTE 2.000% 6/1	472145AF8	470,338	394,000	PRN		SOLE		394,000	0	0
JETBLUE AIRWAYS CORP	NOTE 0.500% 4/0	477143AP6	6,793,883	9,255,000	PRN		OTR	1	0	9,255,000	0
JETBLUE AIRWAYS CORP	NOTE 0.500% 4/0	477143AP6	604,145	823,000	PRN		SOLE		823,000	0	0
KARYOPHARM THERAPEUTICS INC	NOTE 3.000%10/1	48576UAA4	167,708	221,000	PRN		SOLE		221,000	0	0
KKR & CO INC	6% MCONV PFD C	48251W401	25,846,195	449,050	SH		OTR	1	0	449,050	0
KKR & CO INC	6% MCONV PFD C	48251W401	1,574,198	27,350	SH		SOLE		27,350	0	0
KKR & CO INC	6% MCONV PFD C	48251W401	119,710	2,091	SH		OTR	4	0	2,091	0
KKR & CO INC	6% MCONV PFD C	48251W401	7,963,361	139,098	SH		DFND	1	0	139,067	31
KOSMOS ENERGY LTD	COM	500688106	0	0	SH		SOLE		0	0	0
KOSMOS ENERGY LTD	COM	500688106	8,060,321	1,267,346	SH		OTR	1	0	1,267,346	0
LCI INDS	NOTE 1.125% 5/1	501812AB7	169,500	200,000	PRN		SOLE		200,000	0	0
LIBERTY MEDIA CORP DEL	NOTE 1.375%10/1	531229AB8	28,810,450	23,300,000	PRN		OTR	1	0	23,300,000	0
LIBERTY MEDIA CORP DEL	NOTE 1.375%10/1	531229AB8	1,440,523	1,165,000	PRN		SOLE		1,165,000	0	0
LIBERTY MEDIA CORP DEL	NOTE 1.375%10/1	531229AB8	5,474,018	4,445,000	PRN		DFND	1	0	4,444,000	1,000
LIBERTY MEDIA CORP DEL	NOTE 1.375%10/1	531229AB8	89,900	73,000	PRN		OTR	4	0	73,000	0
LIVE NATION ENTERTAINMENT IN	NOTE 2.500% 3/1	538034AQ2	1,325,454	1,241,000	PRN		SOLE		1,241,000	0	0
LIVE NATION ENTERTAINMENT IN	NOTE 2.500% 3/1	538034AQ2	17,662,399	16,537,000	PRN		OTR	1	0	16,537,000	0
LIVENT CORP	NOTE 4.125% 7/1	53814LAB4	125,034	52,000	PRN		SOLE		52,000	0	0
LIVEPERSON INC	NOTE 12/1	538146AD3	143,620	200,000	PRN		SOLE		200,000	0	0
LUMENTUM HLDGS INC	NOTE 0.500%12/1	55024UAD1	96,898	113,000	PRN		OTR	4	0	113,000	0
LUMENTUM HLDGS INC	NOTE 0.500%12/1	55024UAD1	3,714,788	4,307,000	PRN		SOLE		4,307,000	0	0
LUMENTUM HLDGS INC	NOTE 0.500%12/1	55024UAD1	6,077,960	7,088,000	PRN		DFND	1	0	7,086,000	2,000
LUMENTUM HLDGS INC	NOTE 0.500%12/1	55024UAD1	44,871,563	52,025,000	PRN		OTR	1	0	52,025,000	0
LYFT INC	NOTE 1.500% 5/1	55087PAB0	115,995	131,000	PRN		SOLE		131,000	0	0
MARATHON DIGITAL HOLDINGS IN	NOTE 1.000%12/0	565788AB2	46,632	200,000	PRN		SOLE		200,000	0	0
MARRIOTT VACATIONS WORLDWIDE	NOTE 1/1	57164YAD9	6,046,600	6,170,000	PRN		OTR	1	0	6,170,000	0
MARRIOTT VACATIONS WORLDWIDE	NOTE 1/1	57164YAD9	660,520	674,000	PRN		SOLE		674,000	0	0
MFS MUN INCOME TR	SH BEN INT	552738106	1,725,743	333,155	SH		SOLE		333,155	0	0
MGP INGREDIENTS INC NEW	NOTE 1.875%11/1	55303JAB2	7,142,431	5,674,000	PRN		DFND	1	0	5,673,000	1,000
MGP INGREDIENTS INC NEW	NOTE 1.875%11/1	55303JAB2	114,551	91,000	PRN		OTR	4	0	91,000	0
MGP INGREDIENTS INC NEW	NOTE 1.875%11/1	55303JAB2	2,043,565	1,617,000	PRN		SOLE		1,617,000	0	0
MGP INGREDIENTS INC NEW	NOTE 1.875%11/1	55303JAB2	35,117,211	27,787,000	PRN		OTR	1	0	27,787,000	0
MICROCHIP TECHNOLOGY INC.	NOTE 0.125%11/1	595017AU8	73,682,683	68,383,000	PRN		OTR	1	0	68,383,000	0
MICROCHIP TECHNOLOGY INC.	NOTE 0.125%11/1	595017AU8	4,276,598	3,969,000	PRN		SOLE		3,969,000	0	0
MICROCHIP TECHNOLOGY INC.	NOTE 0.125%11/1	595017AU8	8,261,468	7,703,000	PRN		DFND	1	0	7,701,000	2,000
MICROCHIP TECHNOLOGY INC.	NOTE 0.125%11/1	595017AU8	136,208	127,000	PRN		OTR	4	0	127,000	0
MICROSTRATEGY INC	NOTE 2/1	594972AE1	186,900	500,000	PRN		SOLE		500,000	0	0
MONGODB INC	NOTE 0.250% 1/1	60937PAD8	1,135,081	965,000	PRN		SOLE		965,000	0	0
MONGODB INC	NOTE 0.250% 1/1	60937PAD8	17,190,894	14,615,000	PRN		OTR	1	0	14,615,000	0
NANOSTRING TECHNOLOGIES INC	NOTE 2.625% 3/0	63009RAD1	81,223	100,000	PRN		SOLE		100,000	0	0
NCL CORP LTD	NOTE 1.125% 2/1	62886HBD2	136,760	200,000	PRN		SOLE		200,000	0	0
NCL CORP LTD	NOTE 5.375% 8/0	62886HAX9	712,491	703,000	PRN		SOLE		703,000	0	0
NCL CORP LTD	NOTE 5.375% 8/0	62886HAX9	7,631,655	7,530,000	PRN		OTR	1	0	7,530,000	0
NCL CORP LTD	NOTE 6.000% 5/1	62886HAT8	5,398,370	4,605,000	PRN		OTR	1	0	4,605,000	0
NCL CORP LTD	NOTE 6.000% 5/1	62886HAT8	256,730	219,000	PRN		SOLE		219,000	0	0
NEUBERGER BERMAN N Y MUN FD	COM	64124K102	242,775	25,745	SH		SOLE		25,745	0	0
NEW RELIC INC	NOTE 0.500% 5/0	64829BAB6	117,660	120,000	PRN		SOLE		120,000	0	0
NEXTERA ENERGY INC	UNIT 03/01/2023	65339F770	11,652,077	229,824	SH		DFND	1	0	229,772	52
NEXTERA ENERGY INC	UNIT 03/01/2023	65339F770	1,082,253	21,300	SH		SOLE		21,300	0	0
NEXTERA ENERGY INC	UNIT 03/01/2023	65339F770	188,705	3,722	SH		OTR	4	0	3,722	0
NEXTERA ENERGY INC	UNIT 09/01/2025	65339F713	429,690	8,540	SH		SOLE		8,540	0	0
NICE LTD	NOTE 9/1	653656AB4	155,513	165,000	PRN		OTR	4	0	165,000	0
NICE LTD	NOTE 9/1	653656AB4	89,299,980	94,248,000	PRN		OTR	1	0	94,248,000	0
NICE LTD	NOTE 9/1	653656AB4	10,366,558	10,999,000	PRN		DFND	1	0	10,996,000	3,000
NICE LTD	NOTE 9/1	653656AB4	4,997,115	5,274,000	PRN		SOLE		5,274,000	0	0
NICE LTD	SPONSORED ADR	653656108	2,692	14	SH		DFND	1	0	14	0
NICE LTD	SPONSORED ADR	653656108	19,783,439	102,878	SH		SOLE		102,878	0	0
NICE LTD	SPONSORED ADR	653656108	32,021,988	166,521	SH		OTR	1	0	166,521	0
NOVOCURE LTD	NOTE 11/0	67011XAB9	133,785	150,000	PRN		SOLE		150,000	0	0
NRG ENERGY INC	DBCV 2.750% 6/0	629377CG5	7,010,442	7,092,000	PRN		DFND	1	0	7,090,000	2,000
NRG ENERGY INC	DBCV 2.750% 6/0	629377CG5	52,860,161	53,206,000	PRN		OTR	1	0	53,206,000	0
NRG ENERGY INC	DBCV 2.750% 6/0	629377CG5	107,747	109,000	PRN		OTR	4	0	109,000	0
NRG ENERGY INC	DBCV 2.750% 6/0	629377CG5	2,713,249	2,731,000	PRN		SOLE		2,731,000	0	0
NUVASIVE INC	NOTE 0.375% 3/1	670704AJ4	6,605,916	7,541,000	PRN		DFND	1	0	7,540,000	1,000
NUVASIVE INC	NOTE 0.375% 3/1	670704AJ4	1,490,815	1,697,000	PRN		SOLE		1,697,000	0	0
NUVASIVE INC	NOTE 0.375% 3/1	670704AJ4	18,486,276	21,043,000	PRN		OTR	1	0	21,043,000	0
NUVASIVE INC	NOTE 0.375% 3/1	670704AJ4	105,996	121,000	PRN		OTR	4	0	121,000	0
NUVEEN AMT FREE QLTY MUN INC	COM	670657105	19,415,219	1,707,583	SH		SOLE		1,707,583	0	0
NUVEEN CR STRATEGIES INCOME	COM SHS	67073D102	255,661	50,228	SH		SOLE		50,228	0	0
NUVEEN NEW YORK AMT QLT MUNI	COM	670656107	5,841,521	569,349	SH		SOLE		569,349	0	0
NUVEEN NEW YORK AMT QLT MUNI	COM	670656107	2,112,360	205,883	SH		OTR	1	0	205,883	0
NUVEEN PENNSYLVANIA QLT MUN	COM	670972108	5,755,290	517,097	SH		SOLE		517,097	0	0
NUVEEN QUALITY MUNCP INCOME	COM	67066V101	2,222,672	188,362	SH		SOLE		188,362	0	0
OIL STS INTL INC	NOTE 1.500% 2/1	678026AH8	557,900	560,000	PRN		SOLE		560,000	0	0
OIL STS INTL INC	NOTE 4.750% 4/0	678026AK1	56,331,678	52,130,000	PRN		OTR	1	0	52,130,000	0
OIL STS INTL INC	NOTE 4.750% 4/0	678026AK1	4,023,074	3,723,000	PRN		SOLE		3,723,000	0	0
OKTA INC	NOTE 0.125% 9/0	679295AD7	1,774,952	2,009,000	PRN		SOLE		2,009,000	0	0
OKTA INC	NOTE 0.125% 9/0	679295AD7	11,313,218	12,805,000	PRN		OTR	1	0	12,805,000	0
OMNICELL COM	NOTE 0.250% 9/1	68213NAD1	253,453	289,000	PRN		SOLE		289,000	0	0
OMNICELL COM	NOTE 0.250% 9/1	68213NAD1	3,942,115	4,495,000	PRN		OTR	1	0	4,495,000	0
ON SEMICONDUCTOR CORP	NOTE 1.625%10/1	682189AP0	24,920,879	8,289,000	PRN		OTR	1	0	8,289,000	0
ON SEMICONDUCTOR CORP	NOTE 1.625%10/1	682189AP0	1,936,186	644,000	PRN		SOLE		644,000	0	0
PACIRA BIOSCIENCES INC	NOTE 0.750% 8/0	695127AF7	20,602,063	22,749,000	PRN		OTR	1	0	22,749,000	0
PACIRA BIOSCIENCES INC	NOTE 0.750% 8/0	695127AF7	1,144,710	1,264,000	PRN		SOLE		1,264,000	0	0
PALO ALTO NETWORKS INC	NOTE 0.375% 6/0	697435AF2	6,930,691	4,694,000	PRN		DFND	1	0	4,693,000	1,000
PALO ALTO NETWORKS INC	NOTE 0.375% 6/0	697435AF2	31,341,133	21,155,000	PRN		OTR	1	0	21,155,000	0
PALO ALTO NETWORKS INC	NOTE 0.375% 6/0	697435AF2	1,817,801	1,227,000	PRN		SOLE		1,227,000	0	0
PALO ALTO NETWORKS INC	NOTE 0.375% 6/0	697435AF2	116,644	79,000	PRN		OTR	4	0	79,000	0
PALO ALTO NETWORKS INC	NOTE 0.750% 7/0	697435AD7	42,428,408	26,811,000	PRN		OTR	1	0	26,811,000	0
PALO ALTO NETWORKS INC	NOTE 0.750% 7/0	697435AD7	3,125,438	1,975,000	PRN		SOLE		1,975,000	0	0
PARSONS CORP DEL	NOTE 0.250% 8/1	70202LAB8	8,582,939	7,519,000	PRN		OTR	1	0	7,519,000	0
PARSONS CORP DEL	NOTE 0.250% 8/1	70202LAB8	813,890	713,000	PRN		SOLE		713,000	0	0
PATRICK INDS INC	DBCV 1.000% 2/0	703343AB9	93,116	94,000	PRN		OTR	4	0	94,000	0
PATRICK INDS INC	DBCV 1.000% 2/0	703343AB9	5,900,014	5,956,000	PRN		DFND	1	0	5,955,000	1,000
PDC ENERGY INC	COM	69327R101	9,754,908	153,669	SH		OTR	1	0	153,669	0
PDC ENERGY INC	COM	69327R101	0	0	SH		SOLE		0	0	0
PEBBLEBROOK HOTEL TR	NOTE 1.750%12/1	70509VAA8	5,940,095	7,222,000	PRN		DFND	1	0	7,220,000	2,000
PEBBLEBROOK HOTEL TR	NOTE 1.750%12/1	70509VAA8	88,830	108,000	PRN		OTR	4	0	108,000	0
PEBBLEBROOK HOTEL TR	NOTE 1.750%12/1	70509VAA8	4,851,633	5,863,000	PRN		OTR	1	0	5,863,000	0
PEBBLEBROOK HOTEL TR	NOTE 1.750%12/1	70509VAA8	490,708	593,000	PRN		SOLE		593,000	0	0
PELOTON INTERACTIVE INC	NOTE 2/1	70614WAB6	194,159	272,000	PRN		SOLE		272,000	0	0
PENN ENTERTAINMENT INC	NOTE 2.750% 5/1	707569AU3	116,841	79,000	PRN		SOLE		79,000	0	0
PENNYMAC CORP	NOTE 5.500%11/0	70932AAD5	89,750	100,000	PRN		SOLE		100,000	0	0
PERMIAN RESOURCES CORP	NOTE 3.250% 4/0	15136AAA0	49,134,208	28,928,000	PRN		OTR	1	0	28,928,000	0
PERMIAN RESOURCES CORP	NOTE 3.250% 4/0	15136AAA0	3,118,446	1,836,000	PRN		SOLE		1,836,000	0	0
PG&E CORP	UNIT 08/16/2023	69331C140	2,999,636	20,742	SH		SOLE		20,742	0	0
PG&E CORP	UNIT 08/16/2023	69331C140	45,554,206	315,000	SH		OTR	1	0	315,000	0
PG&E CORP	UNIT 08/16/2023	69331C140	168,761	1,170	SH		OTR	4	0	1,170	0
PG&E CORP	UNIT 08/16/2023	69331C140	10,402,012	72,116	SH		DFND	1	0	72,100	16
PGIM GLOBAL HIGH YIELD FD FO	COM	69346J106	250,231	23,084	SH		SOLE		23,084	0	0
PIONEER MUNICIPAL HIGH INCOM	COM	723762100	3,836,184	473,603	SH		SOLE		473,603	0	0
PIONEER MUNICIPAL HIGH INCOM	COM	723762100	1,623,232	200,399	SH		OTR	1	0	200,399	0
PIONEER MUNICIPAL HIGH INCOM	COM SHS	723763108	2,194,318	255,748	SH		SOLE		255,748	0	0
PIONEER MUNICIPAL HIGH INCOM	COM SHS	723763108	1,724,185	200,954	SH		OTR	1	0	200,954	0
PIONEER NAT RES CO	NOTE 0.250% 5/1	723787AP2	7,938,789	3,397,000	PRN		SOLE		3,397,000	0	0
PIONEER NAT RES CO	NOTE 0.250% 5/1	723787AP2	125,179,068	53,564,000	PRN		OTR	1	0	53,564,000	0
PIONEER NAT RES CO	NOTE 0.250% 5/1	723787AP2	20,712,824	8,882,000	PRN		DFND	1	0	8,880,000	2,000
PIONEER NAT RES CO	NOTE 0.250% 5/1	723787AP2	328,812	141,000	PRN		OTR	4	0	141,000	0
PURE STORAGE INC	NOTE 0.125% 4/1	74624MAB8	149,981	139,000	PRN		SOLE		139,000	0	0
Q2 HLDGS INC	NOTE 0.750% 2/1	74736LAB5	68,644	70,000	PRN		SOLE		70,000	0	0
Q2 HLDGS INC	NOTE 0.750% 6/0	74736LAD1	534,060	645,000	PRN		SOLE		645,000	0	0
Q2 HLDGS INC	NOTE 0.750% 6/0	74736LAD1	5,957,460	7,195,000	PRN		OTR	1	0	7,195,000	0
RAMBUS INC DEL	NOTE 1.375% 2/0	750917AG1	375,864	199,000	PRN		SOLE		199,000	0	0
RAMBUS INC DEL	NOTE 1.375% 2/0	750917AG1	16,485,115	8,728,000	PRN		OTR	1	0	8,728,000	0
RAPID7 INC	NOTE 0.250% 3/1	753422AF1	188,638	240,000	PRN		SOLE		240,000	0	0
REALOGY GRP LLC/REALOGY CO	NOTE 0.250% 6/1	75606DAP6	140,800	200,000	PRN		SOLE		200,000	0	0
REDWOOD TRUST INC	NOTE 4.750% 8/1	758075AC9	78,800	80,000	PRN		SOLE		80,000	0	0
REPLIGEN CORP	NOTE 0.375% 7/1	759916AB5	117,391	73,000	PRN		SOLE		73,000	0	0
RINGCENTRAL INC	NOTE 3/0	76680RAF4	92,745	108,000	PRN		OTR	4	0	108,000	0
RINGCENTRAL INC	NOTE 3/0	76680RAF4	120,925	140,000	PRN		SOLE		140,000	0	0
RINGCENTRAL INC	NOTE 3/0	76680RAF4	6,000,945	6,988,000	PRN		DFND	1	0	6,986,000	2,000
ROYAL CARIBBEAN GROUP	NOTE 2.875%11/1	780153BF8	101,352	103,000	PRN		SOLE		103,000	0	0
ROYAL CARIBBEAN GROUP	NOTE 4.250% 6/1	780153BB7	97,241	98,000	PRN		OTR	4	0	98,000	0
ROYAL CARIBBEAN GROUP	NOTE 4.250% 6/1	780153BB7	5,915,795	5,962,000	PRN		DFND	1	0	5,961,000	1,000
SABRE GLBL INC	NOTE 4.000% 4/1	78573NAE2	3,252,238	3,020,000	PRN		OTR	1	0	3,020,000	0
SABRE GLBL INC	NOTE 4.000% 4/1	78573NAE2	231,534	215,000	PRN		SOLE		215,000	0	0
SAREPTA THERAPEUTICS INC	DBCV 1.500%11/1	803607AB6	252,518	135,000	PRN		SOLE		135,000	0	0
SAREPTA THERAPEUTICS INC	DEBT 1.250% 9/1	803607AC4	289,375	250,000	PRN		SOLE		250,000	0	0
SHIFT4 PMTS INC	NOTE 0.500% 8/0	82452JAD1	399,548	472,000	PRN		SOLE		472,000	0	0
SHIFT4 PMTS INC	NOTE 0.500% 8/0	82452JAD1	1,968,113	2,325,000	PRN		OTR	1	0	2,325,000	0
SHIFT4 PMTS INC	NOTE 12/1	82452JAB5	438,075	440,000	PRN		SOLE		440,000	0	0
SHIFT4 PMTS INC	NOTE 12/1	82452JAB5	5,993,663	6,020,000	PRN		OTR	1	0	6,020,000	0
SILICON LABORATORIES INC	NOTE 0.625% 6/1	826919AD4	46,421,581	37,007,000	PRN		OTR	1	0	37,007,000	0
SILICON LABORATORIES INC	NOTE 0.625% 6/1	826919AD4	128,688	103,000	PRN		OTR	4	0	103,000	0
SILICON LABORATORIES INC	NOTE 0.625% 6/1	826919AD4	2,694,451	2,148,000	PRN		SOLE		2,148,000	0	0
SILICON LABORATORIES INC	NOTE 0.625% 6/1	826919AD4	7,748,779	6,202,000	PRN		DFND	1	0	6,201,000	1,000
SNAP INC	NOTE 0.750% 8/0	83304AAB2	34,727	41,000	PRN		OTR	4	0	41,000	0
SNAP INC	NOTE 0.750% 8/0	83304AAB2	2,299,605	2,715,000	PRN		DFND	1	0	2,714,000	1,000
SNAP INC	NOTE 0.750% 8/0	83304AAB2	205,031	241,000	PRN		SOLE		241,000	0	0
SNAP INC	NOTE 5/0	83304AAF3	849,828	1,208,000	PRN		SOLE		1,208,000	0	0
SNAP INC	NOTE 5/0	83304AAF3	14,473,106	20,573,000	PRN		OTR	1	0	20,573,000	0
SOLAREDGE TECHNOLOGIES INC	NOTE 9/1	83417MAD6	20,241,914	16,239,000	PRN		OTR	1	0	16,239,000	0
SOLAREDGE TECHNOLOGIES INC	NOTE 9/1	83417MAD6	983,489	789,000	PRN		SOLE		789,000	0	0
SOUTHWEST AIRLS CO	NOTE 1.250% 5/0	844741BG2	6,981,413	5,813,000	PRN		DFND	1	0	5,812,000	1,000
SOUTHWEST AIRLS CO	NOTE 1.250% 5/0	844741BG2	4,567,207	3,791,000	PRN		SOLE		3,791,000	0	0
SOUTHWEST AIRLS CO	NOTE 1.250% 5/0	844741BG2	68,153,912	56,571,000	PRN		OTR	1	0	56,571,000	0
SOUTHWEST AIRLS CO	NOTE 1.250% 5/0	844741BG2	110,492	92,000	PRN		OTR	4	0	92,000	0
SPDR GOLD TR	GOLD SHS	78463V107	0	0	SH		SOLE		0	0	0
SPDR GOLD TR	GOLD SHS	78463V107	11,931,799	70,336	SH		OTR	1	0	70,336	0
SPDR SER TR	BBG CONV SEC ETF	78464A359	4,483,276	69,681	SH		DFND	1	0	69,681	0
SPDR SER TR	BBG CONV SEC ETF	78464A359	71,353	1,109	SH		OTR	4	0	1,109	0
SPIRIT AIRLS INC	NOTE 1.000% 5/1	848577AB8	3,564,540	4,428,000	PRN		DFND	1	0	4,427,000	1,000
SPIRIT AIRLS INC	NOTE 1.000% 5/1	848577AB8	61,985	77,000	PRN		OTR	4	0	77,000	0
SPIRIT AIRLS INC	NOTE 1.000% 5/1	848577AB8	101,250	125,000	PRN		SOLE		125,000	0	0
SPLUNK INC	NOTE 0.500% 9/1	848637AC8	32,204,562	33,252,000	PRN		OTR	1	0	33,252,000	0
SPLUNK INC	NOTE 0.500% 9/1	848637AC8	2,616,887	2,702,000	PRN		SOLE		2,702,000	0	0
SPLUNK INC	NOTE 1.125% 9/1	848637AD6	69,671	74,000	PRN		OTR	4	0	74,000	0
SPLUNK INC	NOTE 1.125% 9/1	848637AD6	4,139,776	4,397,000	PRN		DFND	1	0	4,396,000	1,000
SUMMIT HOTEL PPTYS	NOTE 1.500% 2/1	866082AA8	1,283,346	1,494,000	PRN		SOLE		1,494,000	0	0
SUMMIT HOTEL PPTYS	NOTE 1.500% 2/1	866082AA8	22,165,636	25,804,000	PRN		OTR	1	0	25,804,000	0
TABULA RASA HEALTHCARE INC	NOTE 1.750% 2/1	873379AA9	58,639	75,000	PRN		SOLE		75,000	0	0
TALOS ENERGY INC	COM	87484T108	116,811	6,187	SH		OTR	5	0	6,187	0
TALOS ENERGY INC	COM	87484T108	10,167,012	538,507	SH		SOLE		538,507	0	0
TALOS ENERGY INC	COM	87484T108	52,289,859	2,769,590	SH		OTR	1	0	2,769,590	0
TELADOC HEALTH INC	NOTE 1.250% 6/0	87918AAF2	36,995,052	47,847,000	PRN		OTR	1	0	47,847,000	0
TELADOC HEALTH INC	NOTE 1.250% 6/0	87918AAF2	5,602,483	7,293,000	PRN		DFND	1	0	7,291,000	2,000
TELADOC HEALTH INC	NOTE 1.250% 6/0	87918AAF2	86,807	113,000	PRN		OTR	4	0	113,000	0
TELADOC HEALTH INC	NOTE 1.250% 6/0	87918AAF2	2,856,182	3,694,000	PRN		SOLE		3,694,000	0	0
TERADYNE INC	NOTE 1.250%12/1	880770AG7	165,222	60,000	PRN		SOLE		60,000	0	0
TRANSOCEAN INC	DEB 0.500% 1/3	893830BJ7	131,119	135,000	PRN		SOLE		135,000	0	0
TYLER TEX INDPT SCH DIST	NOTE 0.250% 3/1	902252AB1	317,560	340,000	PRN		SOLE		340,000	0	0
UBER TECHNOLOGIES INC	NOTE 12/1	90353TAJ9	1,443,725	1,704,000	PRN		SOLE		1,704,000	0	0
UBER TECHNOLOGIES INC	NOTE 12/1	90353TAJ9	23,587,618	27,840,000	PRN		OTR	1	0	27,840,000	0
UNITED STATES STL CORP	NOTE 5.000%11/0	912909AT5	108,270	54,000	PRN		SOLE		54,000	0	0
UNITY SOFTWARE INC	NOTE 11/1	91332UAB7	376,750	500,000	PRN		SOLE		500,000	0	0
UPWORK INC	NOTE 0.250% 8/1	91688FAB0	102,491	136,000	PRN		SOLE		136,000	0	0
VAIL RESORTS INC	NOTE 1/0	91879QAN9	3,210,598	3,443,000	PRN		SOLE		3,443,000	0	0
VAIL RESORTS INC	NOTE 1/0	91879QAN9	54,658,488	58,615,000	PRN		OTR	1	0	58,615,000	0
VAIL RESORTS INC	NOTE 1/0	91879QAN9	7,611,993	8,207,000	PRN		DFND	1	0	8,205,000	2,000
VAIL RESORTS INC	NOTE 1/0	91879QAN9	120,575	130,000	PRN		OTR	4	0	130,000	0
VEECO INSTRS INC DEL	NOTE 2.700% 1/1	922417AD2	94,668	95,000	PRN		SOLE		95,000	0	0
VERINT SYSTEMS INC	NOTE 0.250% 4/1	92343XAC4	218,750	250,000	PRN		SOLE		250,000	0	0
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	1,309,067	1,299,000	PRN		SOLE		1,299,000	0	0
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	29,035,293	28,812,000	PRN		OTR	1	0	28,812,000	0
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	2,949,752	2,938,000	PRN		DFND	1	0	2,937,000	1,000
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	47,188	47,000	PRN		OTR	4	0	47,000	0
VISHAY INTERTECHNOLOGY INC	NOTE 2.250% 6/1	928298AP3	208,034	215,000	PRN		SOLE		215,000	0	0
VISTRA CORP	COM	92840M102	0	0	SH		SOLE		0	0	0
VISTRA CORP	COM	92840M102	322,898	13,918	SH		OTR	2	0	13,918	0
WAYFAIR INC	NOTE 0.625%10/0	94419LAM3	183,820	280,000	PRN		SOLE		280,000	0	0
WAYFAIR INC	NOTE 1.000% 8/1	94419LAF8	145,682	255,000	PRN		SOLE		255,000	0	0
WELLS FARGO CO NEW	PERP PFD CNV A	949746804	60,435	51	SH		OTR	4	0	51	0
WELLS FARGO CO NEW	PERP PFD CNV A	949746804	28,280,559	23,816	SH		OTR	1	0	23,816	0
WELLS FARGO CO NEW	PERP PFD CNV A	949746804	4,496,913	3,787	SH		SOLE		3,787	0	0
WELLS FARGO CO NEW	PERP PFD CNV A	949746804	3,435,315	2,899	SH		DFND	1	0	2,898	1
WESTERN DIGITAL CORP.	NOTE 1.500% 2/0	958102AP0	4,437,055	4,634,000	PRN		OTR	1	0	4,634,000	0
WESTERN DIGITAL CORP.	NOTE 1.500% 2/0	958102AP0	946,010	988,000	PRN		SOLE		988,000	0	0
WINNEBAGO INDS INC	NOTE 1.500% 4/0	974637AB6	79,031	75,000	PRN		SOLE		75,000	0	0
WORKIVA INC	NOTE 1.125% 8/1	98139AAB1	99,040	80,000	PRN		SOLE		80,000	0	0
ZILLOW GROUP INC	NOTE 2.750% 5/1	98954MAH4	2,202,624	2,304,000	PRN		SOLE		2,304,000	0	0
ZILLOW GROUP INC	NOTE 2.750% 5/1	98954MAH4	6,753,051	7,101,000	PRN		DFND	1	0	7,099,000	2,000
ZILLOW GROUP INC	NOTE 2.750% 5/1	98954MAH4	32,339,568	33,828,000	PRN		OTR	1	0	33,828,000	0
ZILLOW GROUP INC	NOTE 2.750% 5/1	98954MAH4	106,512	112,000	PRN		OTR	4	0	112,000	0
ZSCALER INC	NOTE 0.125% 7/0	98980GAB8	1,087,705	1,031,000	PRN		SOLE		1,031,000	0	0
ZSCALER INC	NOTE 0.125% 7/0	98980GAB8	18,674,555	17,701,000	PRN		OTR	1	0	17,701,000	0
ZYNGA INC	NOTE 12/1	98986TAD0	16,960,564	17,130,000	PRN		OTR	1	0	17,130,000	0
ZYNGA INC	NOTE 12/1	98986TAD0	1,329,716	1,343,000	PRN		SOLE		1,343,000	0	0