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

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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
AES CORP	UNIT 02/15/2024	00130H204	113,051	1,263	SH		OTR	4	0	1,263	0
AES CORP	UNIT 02/15/2024	00130H204	1,218,151	13,505	SH		SOLE		13,505	0	0
AES CORP	UNIT 02/15/2024	00130H204	26,852,540	297,700	SH		OTR	1	0	297,700	0
AES CORP	UNIT 02/15/2024	00130H204	6,834,447	76,354	SH		DFND	1	586	75,750	18
AKAMAI TECHNOLOGIES INC	NOTE 0.125% 5/0	00971TAJ0	4,524,030	4,500,000	PRN		DFND	1	35,000	4,464,000	1,000
AKAMAI TECHNOLOGIES INC	NOTE 0.125% 5/0	00971TAJ0	227,327	225,000	PRN		SOLE		225,000	0	0
AKAMAI TECHNOLOGIES INC	NOTE 0.125% 5/0	00971TAJ0	78,417	78,000	PRN		OTR	4	0	78,000	0
AKAMAI TECHNOLOGIES INC	NOTE 0.375% 9/0	00971TAL5	32,158,591	34,826,000	PRN		OTR	1	0	34,826,000	0
AKAMAI TECHNOLOGIES INC	NOTE 0.375% 9/0	00971TAL5	1,689,836	1,830,000	PRN		SOLE		1,830,000	0	0
ALARM COM HLDGS INC	NOTE 1/1	011642AB1	237,632	280,000	PRN		SOLE		280,000	0	0
ALARM COM HLDGS INC	NOTE 1/1	011642AB1	5,962,009	7,025,000	PRN		OTR	1	0	7,025,000	0
ALLIANCEBERNSTEIN GLOBAL HIG	COM	01879R106	266,484	27,416	SH		SOLE		27,416	0	0
AMERICAN AIRLINES GROUP INC	NOTE 6.500% 7/0	02376RAF9	389,928	336,000	PRN		SOLE		336,000	0	0
AMERICAN AIRLINES GROUP INC	NOTE 6.500% 7/0	02376RAF9	16,171,568	13,935,000	PRN		OTR	1	0	13,935,000	0
ARES CAPITAL CORP	NOTE 4.625% 3/0	04010LAW3	101,188	100,000	PRN		OTR	5	0	100,000	0
ARES CAPITAL CORP	NOTE 4.625% 3/0	04010LAW3	16,478,384	16,285,000	PRN		OTR	1	0	16,285,000	0
ARES CAPITAL CORP	NOTE 4.625% 3/0	04010LAW3	7,002,175	6,920,000	PRN		SOLE		6,920,000	0	0
ARRAY TECHNOLOGIES INC	NOTE 1.000%12/0	04271TAB6	17,316,033	15,681,000	PRN		OTR	1	0	15,681,000	0
ARRAY TECHNOLOGIES INC	NOTE 1.000%12/0	04271TAB6	1,193,714	1,081,000	PRN		SOLE		1,081,000	0	0
BANK AMERICA CORP	7.25%CNV PFD L	060505682	6,888,616	5,899	SH		DFND	1	44	5,854	1
BANK AMERICA CORP	7.25%CNV PFD L	060505682	27,628,355	23,708	SH		OTR	1	0	23,708	0
BANK AMERICA CORP	7.25%CNV PFD L	060505682	117,944	101	SH		OTR	4	0	101	0
BANK AMERICA CORP	7.25%CNV PFD L	060505682	2,773,557	2,380	SH		SOLE		2,380	0	0
BECTON DICKINSON & CO	6% DP CONV PFD B	075887406	9,659,517	193,200	SH		OTR	1	0	193,200	0
BECTON DICKINSON & CO	6% DP CONV PFD B	075887406	6,341,537	127,545	SH		DFND	1	985	126,531	29
BECTON DICKINSON & CO	6% DP CONV PFD B	075887406	1,449,928	29,000	SH		SOLE		29,000	0	0
BECTON DICKINSON & CO	6% DP CONV PFD B	075887406	105,009	2,112	SH		OTR	4	0	2,112	0
BENTLEY SYS INC	NOTE 0.125% 1/1	08265TAB5	6,677,909	7,015,000	PRN		OTR	1	0	7,015,000	0
BENTLEY SYS INC	NOTE 0.125% 1/1	08265TAB5	646,372	679,000	PRN		SOLE		679,000	0	0
BILL HOLDINGS INC	NOTE 12/0	090043AB6	565,493	615,000	PRN		SOLE		615,000	0	0
BILL HOLDINGS INC	NOTE 12/0	090043AB6	9,075,465	9,870,000	PRN		OTR	1	0	9,870,000	0
BIOMARIN PHARMACEUTICAL INC	NOTE 0.599% 8/0	09061GAH4	172,365	168,000	PRN		OTR	4	0	168,000	0
BIOMARIN PHARMACEUTICAL INC	NOTE 0.599% 8/0	09061GAH4	10,549,126	10,282,000	PRN		DFND	1	77,000	10,203,000	2,000
BIOMARIN PHARMACEUTICAL INC	NOTE 1.250% 5/1	09061GAK7	75,875,611	72,400,000	PRN		OTR	1	0	72,400,000	0
BIOMARIN PHARMACEUTICAL INC	NOTE 1.250% 5/1	09061GAK7	4,055,782	3,870,000	PRN		SOLE		3,870,000	0	0
BIOMARIN PHARMACEUTICAL INC	NOTE 1.250% 5/1	09061GAK7	128,905	123,000	PRN		OTR	7	0	123,000	0
BLACKLINE INC	NOTE 3/1	09239BAD1	409,200	480,000	PRN		SOLE		480,000	0	0
BLACKROCK CR ALLOCATION INCO	COM	092508100	250,459	24,340	SH		SOLE		24,340	0	0
BLACKROCK MUN TARGET TERM TR	COM SHS BEN IN	09257P105	21,163,251	974,367	SH		SOLE		974,367	0	0
BLACKROCK MUN TARGET TERM TR	COM SHS BEN IN	09257P105	9,281,694	427,334	SH		OTR	1	0	427,334	0
BLACKROCK MUNIHLDGS NJ QLTY	COM	09254X101	7,963,418	695,495	SH		SOLE		695,495	0	0
BLACKROCK MUNIHLDGS NJ QLTY	COM	09254X101	3,521,425	307,548	SH		OTR	1	0	307,548	0
BLACKROCK MUNIHLDGS NY QLTY	COM	09255C106	5,587,149	525,108	SH		OTR	1	0	525,108	0
BLACKROCK MUNIHLDGS NY QLTY	COM	09255C106	8,095,401	760,846	SH		SOLE		760,846	0	0
BLACKROCK MUNIHOLDINGS FD IN	COM	09253N104	5,930,191	492,132	SH		SOLE		492,132	0	0
BLACKROCK MUNIHOLDINGS FD IN	COM	09253N104	1,765,132	146,484	SH		OTR	1	0	146,484	0
BLACKROCK MUNIYIELD MICH QU	COM	09254V105	2,744,582	245,271	SH		OTR	1	0	245,271	0
BLACKROCK MUNIYIELD MICH QU	COM	09254V105	6,127,230	547,563	SH		SOLE		547,563	0	0
BLACKROCK MUNIYIELD N Y QUAL	COM	09255E102	4,098,956	403,838	SH		SOLE		403,838	0	0
BLACKROCK MUNIYIELD N Y QUAL	COM	09255E102	5,517,489	543,595	SH		OTR	1	0	543,595	0
BLACKROCK MUNIYIELD QUALITY	COM	09254G108	6,098,504	588,091	SH		OTR	1	0	588,091	0
BLACKROCK MUNIYIELD QUALITY	COM	09254G108	5,608,552	540,844	SH		SOLE		540,844	0	0
BLACKROCK MUNIYILD QULT FD I	COM	09254F100	2,053,316	173,422	SH		SOLE		173,422	0	0
BLACKROCK MUNIYILD QULT FD I	COM	09254F100	3,400,768	287,227	SH		OTR	1	0	287,227	0
BLACKROCK N Y MUN INCOME TRU	SH BEN INT	09248L106	683,706	65,741	SH		SOLE		65,741	0	0
BLACKROCK N Y MUN INCOME TRU	SH BEN INT	09248L106	409,729	39,397	SH		OTR	1	0	39,397	0
BLOCK INC	NOTE 0.125% 3/0	852234AF0	3,694,919	3,867,000	PRN		DFND	1	31,000	3,835,000	1,000
BLOCK INC	NOTE 0.125% 3/0	852234AF0	38,298,017	39,873,000	PRN		OTR	1	0	39,873,000	0
BLOCK INC	NOTE 0.125% 3/0	852234AF0	2,115,982	2,203,000	PRN		SOLE		2,203,000	0	0
BLOCK INC	NOTE 0.125% 3/0	852234AF0	57,330	60,000	PRN		OTR	4	0	60,000	0
BOOKING HOLDINGS INC	NOTE 0.750% 5/0	09857LAN8	31,550,428	21,000,000	PRN		OTR	1	0	21,000,000	0
BOOKING HOLDINGS INC	NOTE 0.750% 5/0	09857LAN8	2,348,253	1,563,000	PRN		SOLE		1,563,000	0	0
BOSTON SCIENTIFIC CORP	5.50% CNV PFD A	101137206	410,700	3,400	SH		SOLE		3,400	0	0
BRIDGEBIO PHARMA INC	NOTE 2.500% 3/1	10806XAB8	395,694	534,000	PRN		SOLE		534,000	0	0
BRIDGEBIO PHARMA INC	NOTE 2.500% 3/1	10806XAB8	10,277,670	13,870,000	PRN		OTR	1	0	13,870,000	0
BURLINGTON STORES INC	NOTE 2.250% 4/1	122017AB2	46,447,761	40,106,000	PRN		OTR	1	0	40,106,000	0
BURLINGTON STORES INC	NOTE 2.250% 4/1	122017AB2	110,022	95,000	PRN		OTR	7	0	95,000	0
BURLINGTON STORES INC	NOTE 2.250% 4/1	122017AB2	2,722,752	2,351,000	PRN		SOLE		2,351,000	0	0
BURLINGTON STORES INC	NOTE 2.250% 4/1	122017AB2	101,035	88,000	PRN		OTR	4	0	88,000	0
BURLINGTON STORES INC	NOTE 2.250% 4/1	122017AB2	6,405,417	5,579,000	PRN		DFND	1	42,000	5,536,000	1,000
CABLE ONE INC	NOTE 1.125% 3/1	12685JAG0	6,481,777	8,867,000	PRN		DFND	1	68,000	8,797,000	2,000
CABLE ONE INC	NOTE 1.125% 3/1	12685JAG0	107,457	147,000	PRN		OTR	4	0	147,000	0
CABLE ONE INC	NOTE 3/1	12685JAE5	63,520	80,000	PRN		OTR	5	0	80,000	0
CABLE ONE INC	NOTE 3/1	12685JAE5	3,890,600	4,900,000	PRN		OTR	1	0	4,900,000	0
CABLE ONE INC	NOTE 3/1	12685JAE5	5,772,380	7,270,000	PRN		SOLE		7,270,000	0	0
CARNIVAL CORP	NOTE 5.750%10/0	143658BT8	23,788	19,000	PRN		SOLE		19,000	0	0
CHART INDS INC	6.75DP CNV PFD B	16115Q407	17,991,270	336,600	SH		OTR	1	0	336,600	0
CHART INDS INC	6.75DP CNV PFD B	16115Q407	558,553	10,450	SH		SOLE		10,450	0	0
CHART INDS INC	6.75DP CNV PFD B	16115Q407	7,728,342	144,482	SH		DFND	1	1,109	143,340	33
CHART INDS INC	6.75DP CNV PFD B	16115Q407	126,611	2,367	SH		OTR	4	0	2,367	0
CHART INDS INC	NOTE 1.000%11/1	16115QAE0	32,744,564	15,149,000	PRN		OTR	1	0	15,149,000	0
CHART INDS INC	NOTE 1.000%11/1	16115QAE0	1,763,784	816,000	PRN		SOLE		816,000	0	0
CHEESECAKE FACTORY INC	NOTE 0.375% 6/1	163072AA9	7,471,498	9,029,000	PRN		DFND	1	67,000	8,960,000	2,000
CHEESECAKE FACTORY INC	NOTE 0.375% 6/1	163072AA9	15,564,420	18,696,000	PRN		OTR	1	0	18,696,000	0
CHEESECAKE FACTORY INC	NOTE 0.375% 6/1	163072AA9	121,643	147,000	PRN		OTR	4	0	147,000	0
CHEESECAKE FACTORY INC	NOTE 0.375% 6/1	163072AA9	884,948	1,063,000	PRN		SOLE		1,063,000	0	0
CHEFS WHSE INC	NOTE 1.875%12/0	163086AB7	28,310	27,000	PRN		SOLE		27,000	0	0
CHEGG INC	NOTE 9/0	163092AF6	685,282	862,000	PRN		SOLE		862,000	0	0
CHEGG INC	NOTE 9/0	163092AF6	14,959,335	18,817,000	PRN		OTR	1	0	18,817,000	0
CHORD ENERGY CORPORATION	COM NEW	674215207	16,442,198	122,156	SH		OTR	1	0	122,156	0
CHORD ENERGY CORPORATION	COM NEW	674215207	1,939,048	14,406	SH		SOLE		14,406	0	0
COINBASE GLOBAL INC	NOTE 0.500% 6/0	19260QAB3	299,213	464,000	PRN		SOLE		464,000	0	0
CONMED CORP	NOTE 2.625% 2/0	207410AF8	203,528	165,000	PRN		SOLE		165,000	0	0
CONMED CORP	NOTE 2.625% 2/0	207410AF8	120,393	98,000	PRN		OTR	4	0	98,000	0
CONMED CORP	NOTE 2.625% 2/0	207410AF8	7,291,148	5,935,000	PRN		DFND	1	44,000	5,890,000	1,000
DANAHER CORPORATION	5% CONV PFD B	235851409	9,715,644	7,624	SH		DFND	1	58	7,564	2
DANAHER CORPORATION	5% CONV PFD B	235851409	5,947,341	4,665	SH		SOLE		4,665	0	0
DANAHER CORPORATION	5% CONV PFD B	235851409	92,797,639	72,789	SH		OTR	1	0	72,789	0
DANAHER CORPORATION	5% CONV PFD B	235851409	163,117	128	SH		OTR	4	0	128	0
DATADOG INC	NOTE 0.125% 6/1	23804LAB9	916,403	845,000	PRN		SOLE		845,000	0	0
DATADOG INC	NOTE 0.125% 6/1	23804LAB9	21,477,438	19,804,000	PRN		OTR	1	0	19,804,000	0
DELAWARE INVTS NATL MUN INCO	SH BEN INT	24610T108	4,514,264	423,080	SH		SOLE		423,080	0	0
DEXCOM INC	NOTE 0.250%11/1	252131AK3	7,866,599	7,344,000	PRN		DFND	1	57,000	7,286,000	1,000
DEXCOM INC	NOTE 0.250%11/1	252131AK3	35,854,343	33,317,000	PRN		OTR	1	0	33,317,000	0
DEXCOM INC	NOTE 0.250%11/1	252131AK3	131,753	123,000	PRN		OTR	4	0	123,000	0
DEXCOM INC	NOTE 0.250%11/1	252131AK3	1,826,239	1,697,000	PRN		SOLE		1,697,000	0	0
DIGITALOCEAN HLDGS INC	NOTE 12/0	25402DAB8	462,303	585,000	PRN		SOLE		585,000	0	0
DIGITALOCEAN HLDGS INC	NOTE 12/0	25402DAB8	9,957,285	12,600,000	PRN		OTR	1	0	12,600,000	0
DISH NETWORK CORPORATION	NOTE 2.375% 3/1	25470MAD1	155,531	175,000	PRN		OTR	5	0	175,000	0
DISH NETWORK CORPORATION	NOTE 2.375% 3/1	25470MAD1	57,074,636	64,219,000	PRN		OTR	1	0	64,219,000	0
DISH NETWORK CORPORATION	NOTE 2.375% 3/1	25470MAD1	21,649,950	24,360,000	PRN		SOLE		24,360,000	0	0
DISH NETWORK CORPORATION	NOTE 3.375% 8/1	25470MAB5	78,000	150,000	PRN		OTR	5	0	150,000	0
DISH NETWORK CORPORATION	NOTE 3.375% 8/1	25470MAB5	10,667,802	20,515,000	PRN		SOLE		20,515,000	0	0
DISH NETWORK CORPORATION	NOTE 3.375% 8/1	25470MAB5	21,195,203	40,760,000	PRN		OTR	1	0	40,760,000	0
DOUBLELINE INCOME SOLUTIONS	COM	258622109	241,681	21,256	SH		SOLE		21,256	0	0
DROPBOX INC	NOTE 3/0	26210CAD6	1,250,717	1,432,000	PRN		SOLE		1,432,000	0	0
DROPBOX INC	NOTE 3/0	26210CAD6	20,174,807	23,099,000	PRN		OTR	1	0	23,099,000	0
DWS MUN INCOME TR	COM	233368109	430,546	48,376	SH		SOLE		48,376	0	0
DWS MUN INCOME TR	COM	233368109	1,165,918	131,002	SH		OTR	1	0	131,002	0
EATON VANCE MUN BD FD	COM	27827X101	303,420	29,175	SH		SOLE		29,175	0	0
EATON VANCE NEW YORK MUN BD	COM	27827Y109	4,680,073	481,489	SH		SOLE		481,489	0	0
EATON VANCE NEW YORK MUN BD	COM	27827Y109	128,703	13,241	SH		OTR	1	0	13,241	0
ENPHASE ENERGY INC	NOTE 3/0	29355AAH0	33,535,600	32,480,000	PRN		OTR	1	0	32,480,000	0
ENPHASE ENERGY INC	NOTE 3/0	29355AAH0	121,245	118,000	PRN		OTR	4	0	118,000	0
ENPHASE ENERGY INC	NOTE 3/0	29355AAH0	1,571,465	1,522,000	PRN		SOLE		1,522,000	0	0
ENPHASE ENERGY INC	NOTE 3/0	29355AAH0	7,447,320	7,248,000	PRN		DFND	1	56,000	7,190,000	2,000
ENVESTNET INC	NOTE 1.750% 6/0	29404KAB2	44,775	45,000	PRN		SOLE		45,000	0	0
ENVESTNET INC	NOTE 1.750% 6/0	29404KAB2	6,941,880	7,012,000	PRN		DFND	1	55,000	6,955,000	2,000
ENVESTNET INC	NOTE 1.750% 6/0	29404KAB2	110,880	112,000	PRN		OTR	4	0	112,000	0
EQT CORP	NOTE 1.750% 5/0	26884LAK5	8,056,379	3,658,000	PRN		DFND	1	30,000	3,627,000	1,000
EQT CORP	NOTE 1.750% 5/0	26884LAK5	3,854,124	1,746,000	PRN		SOLE		1,746,000	0	0
EQT CORP	NOTE 1.750% 5/0	26884LAK5	129,942	59,000	PRN		OTR	4	0	59,000	0
EQT CORP	NOTE 1.750% 5/0	26884LAK5	69,179,973	31,340,000	PRN		OTR	1	0	31,340,000	0
ETSY INC	NOTE 0.125%10/0	29786AAJ5	6,267,575	4,382,000	PRN		DFND	1	34,000	4,347,000	1,000
ETSY INC	NOTE 0.125%10/0	29786AAJ5	41,624	29,000	PRN		SOLE		29,000	0	0
ETSY INC	NOTE 0.125%10/0	29786AAJ5	107,273	75,000	PRN		OTR	4	0	75,000	0
ETSY INC	NOTE 0.250% 6/1	29786AAN6	43,071,094	51,717,000	PRN		OTR	1	0	51,717,000	0
ETSY INC	NOTE 0.250% 6/1	29786AAN6	2,162,841	2,597,000	PRN		SOLE		2,597,000	0	0
EURONET WORLDWIDE INC	NOTE 0.750% 3/1	298736AL3	1,148,523	1,181,000	PRN		SOLE		1,181,000	0	0
EURONET WORLDWIDE INC	NOTE 0.750% 3/1	298736AL3	22,936,413	23,585,000	PRN		OTR	1	0	23,585,000	0
EVERBRIDGE INC	NOTE 0.125%12/1	29978AAC8	1,418,816	1,557,000	PRN		SOLE		1,557,000	0	0
EVERBRIDGE INC	NOTE 0.125%12/1	29978AAC8	42,359	47,000	PRN		OTR	4	0	47,000	0
EVERBRIDGE INC	NOTE 0.125%12/1	29978AAC8	23,655,139	25,959,000	PRN		OTR	1	0	25,959,000	0
EVERBRIDGE INC	NOTE 0.125%12/1	29978AAC8	2,600,106	2,885,000	PRN		DFND	1	23,000	2,861,000	1,000
EXACT SCIENCES CORP	NOTE 0.375% 3/0	30063PAC9	2,168,858	2,456,000	PRN		SOLE		2,456,000	0	0
EXACT SCIENCES CORP	NOTE 0.375% 3/0	30063PAC9	5,224,636	5,950,000	PRN		DFND	1	45,000	5,904,000	1,000
EXACT SCIENCES CORP	NOTE 0.375% 3/0	30063PAC9	39,359,116	44,570,000	PRN		OTR	1	0	44,570,000	0
EXACT SCIENCES CORP	NOTE 0.375% 3/0	30063PAC9	86,053	98,000	PRN		OTR	4	0	98,000	0
EXACT SCIENCES CORP	NOTE 0.375% 3/1	30063PAB1	0	0	PRN		SOLE		0	0	0
EXACT SCIENCES CORP	NOTE 0.375% 3/1	30063PAB1	151,548	162,000	PRN		OTR	7	0	162,000	0
EXPEDIA GROUP INC	NOTE 2/1	30212PBE4	5,023,431	5,580,000	PRN		OTR	1	0	5,580,000	0
EXPEDIA GROUP INC	NOTE 2/1	30212PBE4	297,985	331,000	PRN		SOLE		331,000	0	0
FIVE9 INC	NOTE 0.500% 6/0	338307AD3	8,868,725	9,608,000	PRN		OTR	1	0	9,608,000	0
FIVE9 INC	NOTE 0.500% 6/0	338307AD3	341,531	370,000	PRN		SOLE		370,000	0	0
FORD MTR CO DEL	NOTE 3/1	345370CZ1	7,219,773	7,227,000	PRN		DFND	1	57,000	7,168,000	2,000
FORD MTR CO DEL	NOTE 3/1	345370CZ1	60,923,724	60,681,000	PRN		OTR	1	0	60,681,000	0
FORD MTR CO DEL	NOTE 3/1	345370CZ1	115,884	116,000	PRN		OTR	4	0	116,000	0
FORD MTR CO DEL	NOTE 3/1	345370CZ1	3,107,380	3,095,000	PRN		SOLE		3,095,000	0	0
FORUM ENERGY TECHNOLOGIES IN	COM	34984V209	19,808,317	778,935	SH		OTR	1	0	778,935	0
FORUM ENERGY TECHNOLOGIES IN	COM	34984V209	56,633	2,227	SH		OTR	5	0	2,227	0
FORUM ENERGY TECHNOLOGIES IN	COM	34984V209	8,519,915	335,034	SH		SOLE		335,034	0	0
FORUM ENERGY TECHNOLOGIES IN	NOTE 9.000% 8/0	34984VAC4	64,834	65,762	PRN		OTR	5	0	65,762	0
FORUM ENERGY TECHNOLOGIES IN	NOTE 9.000% 8/0	34984VAC4	12,082,260	12,255,132	PRN		SOLE		12,255,132	0	0
FORUM ENERGY TECHNOLOGIES IN	NOTE 9.000% 8/0	34984VAC4	22,725,314	23,050,466	PRN		OTR	1	0	23,050,466	0
GLOBAL X FDS	NASDAQ 100 COVER	37954Y483	326,639	19,046	SH		SOLE		19,046	0	0
GRANITE PT MTG TR INC	NOTE 6.375%10/0	38741LAC1	587,349	614,000	PRN		SOLE		614,000	0	0
GREENBRIER COS INC	NOTE 2.875% 4/1	393657AM3	15,758,171	18,463,000	PRN		OTR	1	0	18,463,000	0
GREENBRIER COS INC	NOTE 2.875% 4/1	393657AM3	695,603	815,000	PRN		SOLE		815,000	0	0
GUARDANT HEALTH INC	NOTE 11/1	40131MAB5	549,718	814,000	PRN		SOLE		814,000	0	0
GUARDANT HEALTH INC	NOTE 11/1	40131MAB5	9,805,786	14,520,000	PRN		OTR	1	0	14,520,000	0
GULFPORT ENERGY CORP	COMMON SHARES	402635502	41,468,960	518,362	SH		SOLE		518,362	0	0
GULFPORT ENERGY CORP	COMMON SHARES	402635502	353,200	4,415	SH		OTR	5	0	4,415	0
GULFPORT ENERGY CORP	COMMON SHARES	402635502	126,401,040	1,580,013	SH		OTR	1	0	1,580,013	0
HAEMONETICS CORP MASS	NOTE 3/0	405024AB6	15,857,712	18,580,000	PRN		OTR	1	0	18,580,000	0
HAEMONETICS CORP MASS	NOTE 3/0	405024AB6	1,033,568	1,211,000	PRN		SOLE		1,211,000	0	0
HALOZYME THERAPEUTICS INC	NOTE 0.250% 3/0	40637HAD1	23,870	28,000	PRN		SOLE		28,000	0	0
HELIX ENERGY SOLUTIONS GRP I	NOTE 6.750% 2/1	42330PAK3	3,277,418	2,388,000	PRN		SOLE		2,388,000	0	0
HELIX ENERGY SOLUTIONS GRP I	NOTE 6.750% 2/1	42330PAK3	9,804,617	7,170,000	PRN		DFND	1	55,000	7,114,000	1,000
HELIX ENERGY SOLUTIONS GRP I	NOTE 6.750% 2/1	42330PAK3	181,164	132,000	PRN		OTR	7	0	132,000	0
HELIX ENERGY SOLUTIONS GRP I	NOTE 6.750% 2/1	42330PAK3	59,921,298	43,660,000	PRN		OTR	1	0	43,660,000	0
HELIX ENERGY SOLUTIONS GRP I	NOTE 6.750% 2/1	42330PAK3	161,359	118,000	PRN		OTR	4	0	118,000	0
ILLUMINA INC	NOTE 8/1	452327AK5	36,671,396	37,422,000	PRN		OTR	1	0	37,422,000	0
ILLUMINA INC	NOTE 8/1	452327AK5	1,977,523	2,018,000	PRN		SOLE		2,018,000	0	0
IMPINJ INC	NOTE 1.125% 5/1	453204AD1	13,581,146	9,535,000	PRN		OTR	1	0	9,535,000	0
IMPINJ INC	NOTE 1.125% 5/1	453204AD1	676,565	475,000	PRN		SOLE		475,000	0	0
INFINERA CORP	NOTE 2.500% 3/0	45667GAE3	14,138,609	11,540,000	PRN		OTR	1	0	11,540,000	0
INFINERA CORP	NOTE 2.500% 3/0	45667GAE3	640,771	523,000	PRN		SOLE		523,000	0	0
INTEGRA LIFESCIENCES HLDGS C	NOTE 0.500% 8/1	457985AM1	17,108,711	17,501,000	PRN		OTR	1	0	17,501,000	0
INTEGRA LIFESCIENCES HLDGS C	NOTE 0.500% 8/1	457985AM1	117,683	121,000	PRN		OTR	4	0	121,000	0
INTEGRA LIFESCIENCES HLDGS C	NOTE 0.500% 8/1	457985AM1	1,496,682	1,531,000	PRN		SOLE		1,531,000	0	0
INTEGRA LIFESCIENCES HLDGS C	NOTE 0.500% 8/1	457985AM1	7,140,756	7,342,000	PRN		DFND	1	58,000	7,282,000	2,000
INTERDIGITAL INC	NOTE 2.000% 6/0	45867GAB7	352,750	340,000	PRN		SOLE		340,000	0	0
INTERDIGITAL INC	NOTE 2.000% 6/0	45867GAB7	7,636,000	7,360,000	PRN		OTR	1	0	7,360,000	0
INVESCO PA VALUE MUN INC TR	COM	46132K109	473,135	47,125	SH		SOLE		47,125	0	0
INVESCO PA VALUE MUN INC TR	COM	46132K109	187,738	18,699	SH		OTR	1	0	18,699	0
IONIS PHARMACEUTICALS INC	NOTE 4/0	462222AD2	3,513,840	3,872,000	PRN		DFND	1	31,000	3,840,000	1,000
IONIS PHARMACEUTICALS INC	NOTE 4/0	462222AD2	54,450	60,000	PRN		OTR	4	0	60,000	0
IONIS PHARMACEUTICALS INC	NOTE 4/0	462222AD2	17,023,600	18,656,000	PRN		OTR	1	0	18,656,000	0
IONIS PHARMACEUTICALS INC	NOTE 4/0	462222AD2	1,344,113	1,473,000	PRN		SOLE		1,473,000	0	0
ISHARES GOLD TR	ISHARES NEW	464285204	0	0	SH		SOLE		0	0	0
ISHARES GOLD TR	ISHARES NEW	464285204	34,735,415	929,500	SH		OTR	1	0	929,500	0
ISHARES TR	20 YR TR BD ETF	464287432	269,648	2,535	SH		SOLE		2,535	0	0
ISHARES TR	3 7 YR TREAS BD	464288661	362,362	3,080	SH		SOLE		3,080	0	0
ISHARES TR	IBOXX INV CP ETF	464287242	1,565,231	14,280	SH		SOLE		14,280	0	0
ISHARES TR	MBS ETF	464288588	857,307	9,050	SH		SOLE		9,050	0	0
JETBLUE AIRWAYS CORP	NOTE 0.500% 4/0	477143AP6	7,144,860	9,255,000	PRN		OTR	1	0	9,255,000	0
JETBLUE AIRWAYS CORP	NOTE 0.500% 4/0	477143AP6	504,888	654,000	PRN		SOLE		654,000	0	0
KKR & CO INC	6% MCONV PFD C	48251W401	142,763	2,250	SH		OTR	4	0	2,250	0
KKR & CO INC	6% MCONV PFD C	48251W401	28,527,024	449,050	SH		OTR	1	0	449,050	0
KKR & CO INC	6% MCONV PFD C	48251W401	1,737,477	27,350	SH		SOLE		27,350	0	0
KKR & CO INC	6% MCONV PFD C	48251W401	8,647,220	136,284	SH		DFND	1	1,041	135,212	31
KOSMOS ENERGY LTD	COM	500688106	11,187,201	1,503,656	SH		OTR	1	0	1,503,656	0
KOSMOS ENERGY LTD	COM	500688106	0	0	SH		SOLE		0	0	0
LIBERTY MEDIA CORP DEL	NOTE 1.375%10/1	531229AB8	79,168	73,000	PRN		OTR	4	0	73,000	0
LIBERTY MEDIA CORP DEL	NOTE 1.375%10/1	531229AB8	4,713,237	4,346,000	PRN		DFND	1	33,000	4,312,000	1,000
LUMENTUM HLDGS INC	NOTE 0.500%12/1	55024UAD1	101,205	117,000	PRN		OTR	4	0	117,000	0
LUMENTUM HLDGS INC	NOTE 0.500%12/1	55024UAD1	6,236,650	7,210,000	PRN		DFND	1	57,000	7,151,000	2,000
LUMENTUM HLDGS INC	NOTE 0.500%12/1	55024UAD1	2,836,200	3,260,000	PRN		SOLE		3,260,000	0	0
LUMENTUM HLDGS INC	NOTE 0.500%12/1	55024UAD1	101,790	117,000	PRN		OTR	7	0	117,000	0
LUMENTUM HLDGS INC	NOTE 0.500%12/1	55024UAD1	45,261,750	52,025,000	PRN		OTR	1	0	52,025,000	0
MARRIOTT VACATIONS WORLDWIDE	NOTE 1/1	57164YAD9	541,961	557,000	PRN		SOLE		557,000	0	0
MARRIOTT VACATIONS WORLDWIDE	NOTE 1/1	57164YAD9	6,003,410	6,170,000	PRN		OTR	1	0	6,170,000	0
MFS MUN INCOME TR	SH BEN INT	552738106	1,779,048	333,155	SH		SOLE		333,155	0	0
MGP INGREDIENTS INC NEW	NOTE 1.875%11/1	55303JAB2	107,153	91,000	PRN		OTR	4	0	91,000	0
MGP INGREDIENTS INC NEW	NOTE 1.875%11/1	55303JAB2	32,858,128	27,787,000	PRN		OTR	1	0	27,787,000	0
MGP INGREDIENTS INC NEW	NOTE 1.875%11/1	55303JAB2	1,530,155	1,294,000	PRN		SOLE		1,294,000	0	0
MGP INGREDIENTS INC NEW	NOTE 1.875%11/1	55303JAB2	6,629,325	5,630,000	PRN		DFND	1	44,000	5,585,000	1,000
MICROCHIP TECHNOLOGY INC.	NOTE 0.125%11/1	595017AU8	3,754,180	3,348,000	PRN		SOLE		3,348,000	0	0
MICROCHIP TECHNOLOGY INC.	NOTE 0.125%11/1	595017AU8	76,679,234	68,383,000	PRN		OTR	1	0	68,383,000	0
MICROCHIP TECHNOLOGY INC.	NOTE 0.125%11/1	595017AU8	8,471,752	7,589,000	PRN		DFND	1	59,000	7,528,000	2,000
MICROCHIP TECHNOLOGY INC.	NOTE 0.125%11/1	595017AU8	141,773	127,000	PRN		OTR	4	0	127,000	0
MICROCHIP TECHNOLOGY INC.	NOTE 0.125%11/1	595017AU8	135,680	121,000	PRN		OTR	7	0	121,000	0
MONGODB INC	NOTE 0.250% 1/1	60937PAD8	1,043,079	805,000	PRN		SOLE		805,000	0	0
MONGODB INC	NOTE 0.250% 1/1	60937PAD8	18,937,386	14,615,000	PRN		OTR	1	0	14,615,000	0
NCL CORP LTD	NOTE 5.375% 8/0	62886HAX9	534,261	494,000	PRN		SOLE		494,000	0	0
NCL CORP LTD	NOTE 5.375% 8/0	62886HAX9	8,143,695	7,530,000	PRN		OTR	1	0	7,530,000	0
NCL CORP LTD	NOTE 6.000% 5/1	62886HAT8	5,627,792	4,605,000	PRN		OTR	1	0	4,605,000	0
NCL CORP LTD	NOTE 6.000% 5/1	62886HAT8	156,429	128,000	PRN		SOLE		128,000	0	0
NEUBERGER BERMAN N Y MUN FD	COM	64124K102	247,667	25,745	SH		SOLE		25,745	0	0
NEXTERA ENERGY INC	UNIT 09/01/2025	65339F713	23,127,500	500,000	SH		OTR	1	0	500,000	0
NEXTERA ENERGY INC	UNIT 09/01/2025	65339F713	2,291,473	49,540	SH		SOLE		49,540	0	0
NEXTERA ENERGY INC	UNIT 09/01/2025	65339F713	128,019	2,762	SH		OTR	4	0	2,762	0
NEXTERA ENERGY INC	UNIT 09/01/2025	65339F713	7,808,770	168,474	SH		DFND	1	1,299	167,137	38
NICE LTD	NOTE 9/1	653656AB4	120,313	125,000	PRN		OTR	7	0	125,000	0
NICE LTD	NOTE 9/1	653656AB4	178,095	186,000	PRN		OTR	4	0	186,000	0
NICE LTD	NOTE 9/1	653656AB4	4,955,913	5,149,000	PRN		SOLE		5,149,000	0	0
NICE LTD	NOTE 9/1	653656AB4	90,713,700	94,248,000	PRN		OTR	1	0	94,248,000	0
NICE LTD	NOTE 9/1	653656AB4	10,789,110	11,268,000	PRN		DFND	1	86,000	11,179,000	3,000
NICE LTD	SPONSORED ADR	653656108	20,855,770	91,117	SH		SOLE		91,117	0	0
NICE LTD	SPONSORED ADR	653656108	32,792,155	143,266	SH		OTR	1	0	143,266	0
NICE LTD	SPONSORED ADR	653656108	1,144	5	SH		DFND	1	0	5	0
NINE ENERGY SERVICE INC	COM	65441V101	3,753	675	SH		OTR	5	0	675	0
NINE ENERGY SERVICE INC	COM	65441V101	819,822	147,450	SH		SOLE		147,450	0	0
NINE ENERGY SERVICE INC	COM	65441V101	1,168,295	210,125	SH		OTR	1	0	210,125	0
NRG ENERGY INC	DBCV 2.750% 6/0	629377CG5	7,290,113	7,095,000	PRN		DFND	1	55,000	7,038,000	2,000
NRG ENERGY INC	DBCV 2.750% 6/0	629377CG5	116,108	113,000	PRN		OTR	4	0	113,000	0
NRG ENERGY INC	DBCV 2.750% 6/0	629377CG5	54,935,195	53,206,000	PRN		OTR	1	0	53,206,000	0
NRG ENERGY INC	DBCV 2.750% 6/0	629377CG5	2,819,758	2,731,000	PRN		SOLE		2,731,000	0	0
NUVASIVE INC	NOTE 0.375% 3/1	670704AJ4	6,672,831	7,557,000	PRN		DFND	1	58,000	7,498,000	1,000
NUVASIVE INC	NOTE 0.375% 3/1	670704AJ4	1,184,799	1,338,000	PRN		SOLE		1,338,000	0	0
NUVASIVE INC	NOTE 0.375% 3/1	670704AJ4	18,633,577	21,043,000	PRN		OTR	1	0	21,043,000	0
NUVASIVE INC	NOTE 0.375% 3/1	670704AJ4	110,375	125,000	PRN		OTR	4	0	125,000	0
NUVEEN AMT FREE QLTY MUN INC	COM	670657105	14,793,158	1,330,320	SH		SOLE		1,330,320	0	0
NUVEEN CR STRATEGIES INCOME	COM SHS	67073D102	254,028	49,712	SH		SOLE		49,712	0	0
NUVEEN NEW YORK AMT QLT MUNI	COM	670656107	4,934,023	466,795	SH		SOLE		466,795	0	0
NUVEEN NEW YORK AMT QLT MUNI	COM	670656107	1,810,292	171,267	SH		OTR	1	0	171,267	0
NUVEEN PENNSYLVANIA QLT MUN	COM	670972108	3,841,063	336,051	SH		SOLE		336,051	0	0
OIL STS INTL INC	NOTE 4.750% 4/0	678026AK1	3,356,298	3,005,000	PRN		SOLE		3,005,000	0	0
OIL STS INTL INC	NOTE 4.750% 4/0	678026AK1	58,224,239	52,130,000	PRN		OTR	1	0	52,130,000	0
OIL STS INTL INC	NOTE 4.750% 4/0	678026AK1	190,991	171,000	PRN		OTR	7	0	171,000	0
OKTA INC	NOTE 0.125% 9/0	679295AD7	11,607,733	12,805,000	PRN		OTR	1	0	12,805,000	0
OKTA INC	NOTE 0.125% 9/0	679295AD7	1,337,088	1,475,000	PRN		SOLE		1,475,000	0	0
OMNICELL COM	NOTE 0.250% 9/1	68213NAD1	179,256	194,000	PRN		SOLE		194,000	0	0
OMNICELL COM	NOTE 0.250% 9/1	68213NAD1	4,153,380	4,495,000	PRN		OTR	1	0	4,495,000	0
PACIRA BIOSCIENCES INC	NOTE 0.750% 8/0	695127AF7	1,014,990	1,104,000	PRN		SOLE		1,104,000	0	0
PACIRA BIOSCIENCES INC	NOTE 0.750% 8/0	695127AF7	20,914,862	22,749,000	PRN		OTR	1	0	22,749,000	0
PALO ALTO NETWORKS INC	NOTE 0.375% 6/0	697435AF2	1,574,749	779,000	PRN		SOLE		779,000	0	0
PALO ALTO NETWORKS INC	NOTE 0.375% 6/0	697435AF2	42,764,833	21,155,000	PRN		OTR	1	0	21,155,000	0
PALO ALTO NETWORKS INC	NOTE 0.375% 6/0	697435AF2	9,334,378	4,629,000	PRN		DFND	1	35,000	4,593,000	1,000
PALO ALTO NETWORKS INC	NOTE 0.375% 6/0	697435AF2	159,303	79,000	PRN		OTR	4	0	79,000	0
PALO ALTO NETWORKS INC	NOTE 0.750% 7/0	697435AD7	3,290,481	1,467,000	PRN		SOLE		1,467,000	0	0
PALO ALTO NETWORKS INC	NOTE 0.750% 7/0	697435AD7	60,137,073	26,811,000	PRN		OTR	1	0	26,811,000	0
PARSONS CORP DEL	NOTE 0.250% 8/1	70202LAB8	636,525	575,000	PRN		SOLE		575,000	0	0
PARSONS CORP DEL	NOTE 0.250% 8/1	70202LAB8	8,323,533	7,519,000	PRN		OTR	1	0	7,519,000	0
PATRICK INDS INC	NOTE 1.750%12/0	703343AG8	135,450	150,000	PRN		OTR	4	0	150,000	0
PATRICK INDS INC	NOTE 1.750%12/0	703343AG8	8,208,270	9,090,000	PRN		DFND	1	65,000	9,023,000	2,000
PATRICK INDS INC	NOTE 1.750%12/0	703343AG8	30,576,900	33,675,000	PRN		OTR	1	0	33,675,000	0
PATRICK INDS INC	NOTE 1.750%12/0	703343AG8	1,586,276	1,747,000	PRN		SOLE		1,747,000	0	0
PEBBLEBROOK HOTEL TR	NOTE 1.750%12/1	70509VAA8	292,057	343,000	PRN		SOLE		343,000	0	0
PEBBLEBROOK HOTEL TR	NOTE 1.750%12/1	70509VAA8	101,578	120,000	PRN	��	OTR	4	0	120,000	0
PEBBLEBROOK HOTEL TR	NOTE 1.750%12/1	70509VAA8	4,992,215	5,863,000	PRN		OTR	1	0	5,863,000	0
PEBBLEBROOK HOTEL TR	NOTE 1.750%12/1	70509VAA8	6,243,636	7,376,000	PRN		DFND	1	57,000	7,317,000	2,000
PERMIAN RESOURCES CORP	NOTE 3.250% 4/0	15136AAA0	2,749,851	1,482,000	PRN		SOLE		1,482,000	0	0
PERMIAN RESOURCES CORP	NOTE 3.250% 4/0	15136AAA0	53,675,904	28,928,000	PRN		OTR	1	0	28,928,000	0
PG&E CORP	UNIT 08/16/2023	69331C140	166,526	1,170	SH		OTR	4	0	1,170	0
PG&E CORP	UNIT 08/16/2023	69331C140	44,729,484	315,000	SH		OTR	1	0	315,000	0
PG&E CORP	UNIT 08/16/2023	69331C140	2,945,330	20,742	SH		SOLE		20,742	0	0
PG&E CORP	UNIT 08/16/2023	69331C140	10,048,356	70,599	SH		DFND	1	537	70,046	16
PGIM GLOBAL HIGH YIELD FD FO	COM	69346J106	250,599	22,844	SH		SOLE		22,844	0	0
PIMCO ETF TR	25YR+ ZERO U S	72201R882	221,252	2,310	SH		SOLE		2,310	0	0
PIONEER MUNICIPAL HIGH INCOM	COM	723762100	1,649,284	200,399	SH		OTR	1	0	200,399	0
PIONEER MUNICIPAL HIGH INCOM	COM	723762100	2,650,151	322,011	SH		SOLE		322,011	0	0
PIONEER MUNICIPAL HIGH INCOM	COM SHS	723763108	1,786,481	200,954	SH		OTR	1	0	200,954	0
PIONEER MUNICIPAL HIGH INCOM	COM SHS	723763108	2,028,547	228,183	SH		SOLE		228,183	0	0
PIONEER NAT RES CO	NOTE 0.250% 5/1	723787AP2	11,063,570	5,182,000	PRN		DFND	1	40,000	5,141,000	1,000
PIONEER NAT RES CO	NOTE 0.250% 5/1	723787AP2	60,542,740	28,291,000	PRN		OTR	1	0	28,291,000	0
PIONEER NAT RES CO	NOTE 0.250% 5/1	723787AP2	183,610	86,000	PRN		OTR	4	0	86,000	0
PIONEER NAT RES CO	NOTE 0.250% 5/1	723787AP2	3,364,080	1,572,000	PRN		SOLE		1,572,000	0	0
Q2 HLDGS INC	NOTE 0.750% 6/0	74736LAD1	416,893	515,000	PRN		SOLE		515,000	0	0
Q2 HLDGS INC	NOTE 0.750% 6/0	74736LAD1	5,824,353	7,195,000	PRN		OTR	1	0	7,195,000	0
RINGCENTRAL INC	NOTE 3/0	76680RAF4	102,138	116,000	PRN		OTR	4	0	116,000	0
RINGCENTRAL INC	NOTE 3/0	76680RAF4	6,239,223	7,086,000	PRN		DFND	1	56,000	7,028,000	2,000
RINGCENTRAL INC	NOTE 3/0	76680RAF4	123,970	140,000	PRN		SOLE		140,000	0	0
ROYAL CARIBBEAN GROUP	NOTE 4.250% 6/1	780153BB7	102,312	101,000	PRN		OTR	4	0	101,000	0
ROYAL CARIBBEAN GROUP	NOTE 4.250% 6/1	780153BB7	6,119,473	6,041,000	PRN		DFND	1	46,000	5,994,000	1,000
SABRE GLBL INC	NOTE 4.000% 4/1	78573NAE2	2,733,613	3,020,000	PRN		OTR	1	0	3,020,000	0
SABRE GLBL INC	NOTE 4.000% 4/1	78573NAE2	140,301	155,000	PRN		SOLE		155,000	0	0
SHIFT4 PMTS INC	NOTE 12/1	82452JAB5	125,040	107,000	PRN		OTR	4	0	107,000	0
SHIFT4 PMTS INC	NOTE 12/1	82452JAB5	34,773,791	29,630,000	PRN		OTR	1	0	29,630,000	0
SHIFT4 PMTS INC	NOTE 12/1	82452JAB5	1,636,000	1,394,000	PRN		SOLE		1,394,000	0	0
SHIFT4 PMTS INC	NOTE 12/1	82452JAB5	7,739,638	6,623,000	PRN		DFND	1	52,000	6,569,000	2,000
SILICON LABORATORIES INC	NOTE 0.625% 6/1	826919AD4	153,862	103,000	PRN		OTR	4	0	103,000	0
SILICON LABORATORIES INC	NOTE 0.625% 6/1	826919AD4	1,187,057	792,000	PRN		SOLE		792,000	0	0
SILICON LABORATORIES INC	NOTE 0.625% 6/1	826919AD4	9,170,500	6,139,000	PRN		DFND	1	46,000	6,092,000	1,000
SILICON LABORATORIES INC	NOTE 0.625% 6/1	826919AD4	26,960,572	17,988,000	PRN		OTR	1	0	17,988,000	0
SNAP INC	NOTE 0.125% 3/0	83304AAH9	17,608,100	24,923,000	PRN		OTR	1	0	24,923,000	0
SNAP INC	NOTE 0.125% 3/0	83304AAH9	845,681	1,197,000	PRN		SOLE		1,197,000	0	0
SNAP INC	NOTE 0.750% 8/0	83304AAB2	43,052	47,000	PRN		OTR	4	0	47,000	0
SNAP INC	NOTE 0.750% 8/0	83304AAB2	2,563,884	2,799,000	PRN		DFND	1	23,000	2,775,000	1,000
SNAP INC	NOTE 5/0	83304AAF3	15,090,296	20,573,000	PRN		OTR	1	0	20,573,000	0
SNAP INC	NOTE 5/0	83304AAF3	761,373	1,038,000	PRN		SOLE		1,038,000	0	0
SOLAREDGE TECHNOLOGIES INC	NOTE 9/1	83417MAD6	21,126,939	16,239,000	PRN		OTR	1	0	16,239,000	0
SOLAREDGE TECHNOLOGIES INC	NOTE 9/1	83417MAD6	1,026,489	789,000	PRN		SOLE		789,000	0	0
SOUTHWEST AIRLS CO	NOTE 1.250% 5/0	844741BG2	107,137	94,000	PRN		OTR	7	0	94,000	0
SOUTHWEST AIRLS CO	NOTE 1.250% 5/0	844741BG2	6,483,152	5,707,000	PRN		DFND	1	44,000	5,662,000	1,000
SOUTHWEST AIRLS CO	NOTE 1.250% 5/0	844741BG2	104,512	92,000	PRN		OTR	4	0	92,000	0
SOUTHWEST AIRLS CO	NOTE 1.250% 5/0	844741BG2	3,423,809	3,004,000	PRN		SOLE		3,004,000	0	0
SOUTHWEST AIRLS CO	NOTE 1.250% 5/0	844741BG2	64,476,797	56,571,000	PRN		OTR	1	0	56,571,000	0
SPDR GOLD TR	GOLD SHS	78463V107	10,138,662	55,336	SH		OTR	1	0	55,336	0
SPDR GOLD TR	GOLD SHS	78463V107	0	0	SH		SOLE		0	0	0
SPIRIT AIRLS INC	NOTE 1.000% 5/1	848577AB8	62,024	77,000	PRN		OTR	4	0	77,000	0
SPIRIT AIRLS INC	NOTE 1.000% 5/1	848577AB8	3,548,228	4,405,000	PRN		DFND	1	34,000	4,370,000	1,000
SPLUNK INC	NOTE 1.125% 9/1	848637AD6	4,288,536	4,432,000	PRN		DFND	1	35,000	4,396,000	1,000
SPLUNK INC	NOTE 1.125% 9/1	848637AD6	19,465,609	20,065,000	PRN		OTR	1	0	20,065,000	0
SPLUNK INC	NOTE 1.125% 9/1	848637AD6	74,508	77,000	PRN		OTR	4	0	77,000	0
SPLUNK INC	NOTE 1.125% 9/1	848637AD6	979,829	1,010,000	PRN		SOLE		1,010,000	0	0
SUMMIT HOTEL PPTYS	NOTE 1.500% 2/1	866082AA8	1,044,891	1,214,000	PRN		SOLE		1,214,000	0	0
SUMMIT HOTEL PPTYS	NOTE 1.500% 2/1	866082AA8	22,209,520	25,804,000	PRN		OTR	1	0	25,804,000	0
TALOS ENERGY INC	COM	87484T108	41,100,716	2,769,590	SH		OTR	1	0	2,769,590	0
TALOS ENERGY INC	COM	87484T108	7,524,385	507,034	SH		SOLE		507,034	0	0
TALOS ENERGY INC	COM	87484T108	91,815	6,187	SH		OTR	5	0	6,187	0
TELADOC HEALTH INC	NOTE 1.250% 6/0	87918AAF2	37,143,296	47,847,000	PRN		OTR	1	0	47,847,000	0
TELADOC HEALTH INC	NOTE 1.250% 6/0	87918AAF2	96,411	125,000	PRN		OTR	4	0	125,000	0
TELADOC HEALTH INC	NOTE 1.250% 6/0	87918AAF2	2,245,816	2,893,000	PRN		SOLE		2,893,000	0	0
TELADOC HEALTH INC	NOTE 1.250% 6/0	87918AAF2	5,724,514	7,422,000	PRN		DFND	1	57,000	7,363,000	2,000
UBER TECHNOLOGIES INC	NOTE 12/1	90353TAJ9	24,632,304	27,840,000	PRN		OTR	1	0	27,840,000	0
UBER TECHNOLOGIES INC	NOTE 12/1	90353TAJ9	1,192,685	1,348,000	PRN		SOLE		1,348,000	0	0
VAIL RESORTS INC	NOTE 1/0	91879QAN9	7,387,971	8,272,000	PRN		DFND	1	65,000	8,205,000	2,000
VAIL RESORTS INC	NOTE 1/0	91879QAN9	120,573	135,000	PRN		OTR	4	0	135,000	0
VAIL RESORTS INC	NOTE 1/0	91879QAN9	52,643,597	58,615,000	PRN		OTR	1	0	58,615,000	0
VAIL RESORTS INC	NOTE 1/0	91879QAN9	2,629,710	2,928,000	PRN		SOLE		2,928,000	0	0
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	1,020,315	1,004,000	PRN		SOLE		1,004,000	0	0
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	2,935,238	2,899,000	PRN		DFND	1	22,000	2,876,000	1,000
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	29,280,195	28,812,000	PRN		OTR	1	0	28,812,000	0
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	47,588	47,000	PRN		OTR	4	0	47,000	0
VISTRA CORP	COM	92840M102	0	0	SH		SOLE		0	0	0
VISTRA CORP	COM	92840M102	334,032	13,918	SH		OTR	2	0	13,918	0
WELLS FARGO CO NEW	PERP PFD CNV A	949746804	3,039,282	2,628	SH		SOLE		2,628	0	0
WELLS FARGO CO NEW	PERP PFD CNV A	949746804	3,339,374	2,839	SH		DFND	1	23	2,815	1
WELLS FARGO CO NEW	PERP PFD CNV A	949746804	27,543,204	23,816	SH		OTR	1	0	23,816	0
WELLS FARGO CO NEW	PERP PFD CNV A	949746804	59,989	51	SH		OTR	4	0	51	0
WESTERN DIGITAL CORP.	NOTE 1.500% 2/0	958102AP0	4,490,346	4,634,000	PRN		OTR	1	0	4,634,000	0
WESTERN DIGITAL CORP.	NOTE 1.500% 2/0	958102AP0	749,037	773,000	PRN		SOLE		773,000	0	0
WOLFSPEED INC	NOTE 0.250% 2/1	977852AB8	15,672,276	18,702,000	PRN		OTR	1	0	18,702,000	0
WOLFSPEED INC	NOTE 0.250% 2/1	977852AB8	119,952	144,000	PRN		OTR	4	0	144,000	0
WOLFSPEED INC	NOTE 0.250% 2/1	977852AB8	7,387,877	8,869,000	PRN		DFND	1	69,000	8,798,000	2,000
WOLFSPEED INC	NOTE 0.250% 2/1	977852AB8	1,188,284	1,418,000	PRN		SOLE		1,418,000	0	0
WORKIVA INC	NOTE 1.125% 8/1	98139AAB1	169,522	120,000	PRN		SOLE		120,000	0	0
ZILLOW GROUP INC	NOTE 2.750% 5/1	98954MAH4	118,552	116,000	PRN		OTR	4	0	116,000	0
ZILLOW GROUP INC	NOTE 2.750% 5/1	98954MAH4	1,994,434	1,942,000	PRN		SOLE		1,942,000	0	0
ZILLOW GROUP INC	NOTE 2.750% 5/1	98954MAH4	7,327,740	7,170,000	PRN		DFND	1	56,000	7,112,000	2,000
ZILLOW GROUP INC	NOTE 2.750% 5/1	98954MAH4	34,741,356	33,828,000	PRN		OTR	1	0	33,828,000	0
ZSCALER INC	NOTE 0.125% 7/0	98980GAB8	18,754,210	17,701,000	PRN		OTR	1	0	17,701,000	0
ZSCALER INC	NOTE 0.125% 7/0	98980GAB8	896,337	846,000	PRN		SOLE		846,000	0	0
ZYNGA INC	NOTE 12/1	98986TAD0	918,469	910,000	PRN		SOLE		910,000	0	0
ZYNGA INC	NOTE 12/1	98986TAD0	17,289,425	17,130,000	PRN		OTR	1	0	17,130,000	0