0001085146-23-001929.txt : 20230427
0001085146-23-001929.hdr.sgml : 20230427
20230427135558
ACCESSION NUMBER: 0001085146-23-001929
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20230331
FILED AS OF DATE: 20230427
DATE AS OF CHANGE: 20230427
EFFECTIVENESS DATE: 20230427
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: MACKAY SHIELDS LLC
CENTRAL INDEX KEY: 0000061227
IRS NUMBER: 134080466
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-00046
FILM NUMBER: 23854927
BUSINESS ADDRESS:
STREET 1: 1345 AVENUE OF THE AMERICAS
STREET 2: 42ND FLOOR
CITY: NEW YORK
STATE: NY
ZIP: 10105
BUSINESS PHONE: 212-230-3811
MAIL ADDRESS:
STREET 1: 1345 AVENUE OF THE AMERICAS
STREET 2: 42ND FLOOR
CITY: NEW YORK
STATE: NY
ZIP: 10105
FORMER COMPANY:
FORMER CONFORMED NAME: MACKAY SHIELDS FINANCIAL CORP
DATE OF NAME CHANGE: 19920929
13F-HR
1
primary_doc.xml
X0202
13F-HR
LIVE
false
false
false
0000061227
XXXXXXXX
03-31-2023
03-31-2023
false
MACKAY SHIELDS LLC
1345 Avenue of the Americas
42ND FLOOR
New York
NY
10105
13F HOLDINGS REPORT
028-00046
N
Chris Fitzgerald
Chief Compliance Officer
212-230-3968
/s/ Chris Fitzgerald
New York
NY
04-27-2023
7
386
3642045402
false
1
0001133639
028-06325
NEW YORK LIFE INVESTMENT MANAGEMENT LLC
2
0001125816
028-06487
FIRST TRUST ADVISORS LP
3
0000071633
028-00065
NEW YORK LIFE INSURANCE CO
4
0001269119
028-10748
OPPENHEIMER ASSET MANAGEMENT INC.
5
0001162695
028-10044
MCMORGAN & CO LLC
6
0001447578
028-13256
RIVERNORTH CAPITAL MANAGEMENT, LLC
7
0001415996
028-13712
IndexIQ Advisors LLC
INFORMATION TABLE
2
infotable.xml
INFORMATION TABLE
AES CORP
UNIT 02/15/2024
00130H204
113051
1263
SH
OTR
4
0
1263
0
AES CORP
UNIT 02/15/2024
00130H204
1218151
13505
SH
SOLE
13505
0
0
AES CORP
UNIT 02/15/2024
00130H204
26852540
297700
SH
OTR
1
0
297700
0
AES CORP
UNIT 02/15/2024
00130H204
6834447
76354
SH
DFND
1
586
75750
18
AKAMAI TECHNOLOGIES INC
NOTE 0.125% 5/0
00971TAJ0
4524030
4500000
PRN
DFND
1
35000
4464000
1000
AKAMAI TECHNOLOGIES INC
NOTE 0.125% 5/0
00971TAJ0
227327
225000
PRN
SOLE
225000
0
0
AKAMAI TECHNOLOGIES INC
NOTE 0.125% 5/0
00971TAJ0
78417
78000
PRN
OTR
4
0
78000
0
AKAMAI TECHNOLOGIES INC
NOTE 0.375% 9/0
00971TAL5
32158591
34826000
PRN
OTR
1
0
34826000
0
AKAMAI TECHNOLOGIES INC
NOTE 0.375% 9/0
00971TAL5
1689836
1830000
PRN
SOLE
1830000
0
0
ALARM COM HLDGS INC
NOTE 1/1
011642AB1
237632
280000
PRN
SOLE
280000
0
0
ALARM COM HLDGS INC
NOTE 1/1
011642AB1
5962009
7025000
PRN
OTR
1
0
7025000
0
ALLIANCEBERNSTEIN GLOBAL HIG
COM
01879R106
BBG001S6LJ53
266484
27416
SH
SOLE
27416
0
0
AMERICAN AIRLINES GROUP INC
NOTE 6.500% 7/0
02376RAF9
389928
336000
PRN
SOLE
336000
0
0
AMERICAN AIRLINES GROUP INC
NOTE 6.500% 7/0
02376RAF9
16171568
13935000
PRN
OTR
1
0
13935000
0
ARES CAPITAL CORP
NOTE 4.625% 3/0
04010LAW3
101188
100000
PRN
OTR
5
0
100000
0
ARES CAPITAL CORP
NOTE 4.625% 3/0
04010LAW3
16478384
16285000
PRN
OTR
1
0
16285000
0
ARES CAPITAL CORP
NOTE 4.625% 3/0
04010LAW3
7002175
6920000
PRN
SOLE
6920000
0
0
ARRAY TECHNOLOGIES INC
NOTE 1.000%12/0
04271TAB6
17316033
15681000
PRN
OTR
1
0
15681000
0
ARRAY TECHNOLOGIES INC
NOTE 1.000%12/0
04271TAB6
1193714
1081000
PRN
SOLE
1081000
0
0
BANK AMERICA CORP
7.25%CNV PFD L
060505682
6888616
5899
SH
DFND
1
44
5854
1
BANK AMERICA CORP
7.25%CNV PFD L
060505682
27628355
23708
SH
OTR
1
0
23708
0
BANK AMERICA CORP
7.25%CNV PFD L
060505682
117944
101
SH
OTR
4
0
101
0
BANK AMERICA CORP
7.25%CNV PFD L
060505682
2773557
2380
SH
SOLE
2380
0
0
BECTON DICKINSON & CO
6% DP CONV PFD B
075887406
9659517
193200
SH
OTR
1
0
193200
0
BECTON DICKINSON & CO
6% DP CONV PFD B
075887406
6341537
127545
SH
DFND
1
985
126531
29
BECTON DICKINSON & CO
6% DP CONV PFD B
075887406
1449928
29000
SH
SOLE
29000
0
0
BECTON DICKINSON & CO
6% DP CONV PFD B
075887406
105009
2112
SH
OTR
4
0
2112
0
BENTLEY SYS INC
NOTE 0.125% 1/1
08265TAB5
6677909
7015000
PRN
OTR
1
0
7015000
0
BENTLEY SYS INC
NOTE 0.125% 1/1
08265TAB5
646372
679000
PRN
SOLE
679000
0
0
BILL HOLDINGS INC
NOTE 12/0
090043AB6
565493
615000
PRN
SOLE
615000
0
0
BILL HOLDINGS INC
NOTE 12/0
090043AB6
9075465
9870000
PRN
OTR
1
0
9870000
0
BIOMARIN PHARMACEUTICAL INC
NOTE 0.599% 8/0
09061GAH4
172365
168000
PRN
OTR
4
0
168000
0
BIOMARIN PHARMACEUTICAL INC
NOTE 0.599% 8/0
09061GAH4
10549126
10282000
PRN
DFND
1
77000
10203000
2000
BIOMARIN PHARMACEUTICAL INC
NOTE 1.250% 5/1
09061GAK7
75875611
72400000
PRN
OTR
1
0
72400000
0
BIOMARIN PHARMACEUTICAL INC
NOTE 1.250% 5/1
09061GAK7
4055782
3870000
PRN
SOLE
3870000
0
0
BIOMARIN PHARMACEUTICAL INC
NOTE 1.250% 5/1
09061GAK7
128905
123000
PRN
OTR
7
0
123000
0
BLACKLINE INC
NOTE 3/1
09239BAD1
409200
480000
PRN
SOLE
480000
0
0
BLACKROCK CR ALLOCATION INCO
COM
092508100
BBG001SS72L0
250459
24340
SH
SOLE
24340
0
0
BLACKROCK MUN TARGET TERM TR
COM SHS BEN IN
09257P105
BBG003BPM0W5
21163251
974367
SH
SOLE
974367
0
0
BLACKROCK MUN TARGET TERM TR
COM SHS BEN IN
09257P105
BBG003BPM0W5
9281694
427334
SH
OTR
1
0
427334
0
BLACKROCK MUNIHLDGS NJ QLTY
COM
09254X101
BBG001S5PKX7
7963418
695495
SH
SOLE
695495
0
0
BLACKROCK MUNIHLDGS NJ QLTY
COM
09254X101
BBG001S5PKX7
3521425
307548
SH
OTR
1
0
307548
0
BLACKROCK MUNIHLDGS NY QLTY
COM
09255C106
BBG001SB8M69
5587149
525108
SH
OTR
1
0
525108
0
BLACKROCK MUNIHLDGS NY QLTY
COM
09255C106
BBG001SB8M69
8095401
760846
SH
SOLE
760846
0
0
BLACKROCK MUNIHOLDINGS FD IN
COM
09253N104
BBG001S66J14
5930191
492132
SH
SOLE
492132
0
0
BLACKROCK MUNIHOLDINGS FD IN
COM
09253N104
BBG001S66J14
1765132
146484
SH
OTR
1
0
146484
0
BLACKROCK MUNIYIELD MICH QU
COM
09254V105
BBG001S75345
2744582
245271
SH
OTR
1
0
245271
0
BLACKROCK MUNIYIELD MICH QU
COM
09254V105
BBG001S75345
6127230
547563
SH
SOLE
547563
0
0
BLACKROCK MUNIYIELD N Y QUAL
COM
09255E102
BBG001S6TRK0
4098956
403838
SH
SOLE
403838
0
0
BLACKROCK MUNIYIELD N Y QUAL
COM
09255E102
BBG001S6TRK0
5517489
543595
SH
OTR
1
0
543595
0
BLACKROCK MUNIYIELD QUALITY
COM
09254G108
BBG001S742F6
6098504
588091
SH
OTR
1
0
588091
0
BLACKROCK MUNIYIELD QUALITY
COM
09254G108
BBG001S742F6
5608552
540844
SH
SOLE
540844
0
0
BLACKROCK MUNIYILD QULT FD I
COM
09254F100
BBG001S6Y4Q9
2053316
173422
SH
SOLE
173422
0
0
BLACKROCK MUNIYILD QULT FD I
COM
09254F100
BBG001S6Y4Q9
3400768
287227
SH
OTR
1
0
287227
0
BLACKROCK N Y MUN INCOME TRU
SH BEN INT
09248L106
BBG001SFL1C4
683706
65741
SH
SOLE
65741
0
0
BLACKROCK N Y MUN INCOME TRU
SH BEN INT
09248L106
BBG001SFL1C4
409729
39397
SH
OTR
1
0
39397
0
BLOCK INC
NOTE 0.125% 3/0
852234AF0
3694919
3867000
PRN
DFND
1
31000
3835000
1000
BLOCK INC
NOTE 0.125% 3/0
852234AF0
38298017
39873000
PRN
OTR
1
0
39873000
0
BLOCK INC
NOTE 0.125% 3/0
852234AF0
2115982
2203000
PRN
SOLE
2203000
0
0
BLOCK INC
NOTE 0.125% 3/0
852234AF0
57330
60000
PRN
OTR
4
0
60000
0
BOOKING HOLDINGS INC
NOTE 0.750% 5/0
09857LAN8
31550428
21000000
PRN
OTR
1
0
21000000
0
BOOKING HOLDINGS INC
NOTE 0.750% 5/0
09857LAN8
2348253
1563000
PRN
SOLE
1563000
0
0
BOSTON SCIENTIFIC CORP
5.50% CNV PFD A
101137206
410700
3400
SH
SOLE
3400
0
0
BRIDGEBIO PHARMA INC
NOTE 2.500% 3/1
10806XAB8
395694
534000
PRN
SOLE
534000
0
0
BRIDGEBIO PHARMA INC
NOTE 2.500% 3/1
10806XAB8
10277670
13870000
PRN
OTR
1
0
13870000
0
BURLINGTON STORES INC
NOTE 2.250% 4/1
122017AB2
46447761
40106000
PRN
OTR
1
0
40106000
0
BURLINGTON STORES INC
NOTE 2.250% 4/1
122017AB2
110022
95000
PRN
OTR
7
0
95000
0
BURLINGTON STORES INC
NOTE 2.250% 4/1
122017AB2
2722752
2351000
PRN
SOLE
2351000
0
0
BURLINGTON STORES INC
NOTE 2.250% 4/1
122017AB2
101035
88000
PRN
OTR
4
0
88000
0
BURLINGTON STORES INC
NOTE 2.250% 4/1
122017AB2
6405417
5579000
PRN
DFND
1
42000
5536000
1000
CABLE ONE INC
NOTE 1.125% 3/1
12685JAG0
6481777
8867000
PRN
DFND
1
68000
8797000
2000
CABLE ONE INC
NOTE 1.125% 3/1
12685JAG0
107457
147000
PRN
OTR
4
0
147000
0
CABLE ONE INC
NOTE 3/1
12685JAE5
63520
80000
PRN
OTR
5
0
80000
0
CABLE ONE INC
NOTE 3/1
12685JAE5
3890600
4900000
PRN
OTR
1
0
4900000
0
CABLE ONE INC
NOTE 3/1
12685JAE5
5772380
7270000
PRN
SOLE
7270000
0
0
CARNIVAL CORP
NOTE 5.750%10/0
143658BT8
23788
19000
PRN
SOLE
19000
0
0
CHART INDS INC
6.75DP CNV PFD B
16115Q407
17991270
336600
SH
OTR
1
0
336600
0
CHART INDS INC
6.75DP CNV PFD B
16115Q407
558553
10450
SH
SOLE
10450
0
0
CHART INDS INC
6.75DP CNV PFD B
16115Q407
7728342
144482
SH
DFND
1
1109
143340
33
CHART INDS INC
6.75DP CNV PFD B
16115Q407
126611
2367
SH
OTR
4
0
2367
0
CHART INDS INC
NOTE 1.000%11/1
16115QAE0
32744564
15149000
PRN
OTR
1
0
15149000
0
CHART INDS INC
NOTE 1.000%11/1
16115QAE0
1763784
816000
PRN
SOLE
816000
0
0
CHEESECAKE FACTORY INC
NOTE 0.375% 6/1
163072AA9
7471498
9029000
PRN
DFND
1
67000
8960000
2000
CHEESECAKE FACTORY INC
NOTE 0.375% 6/1
163072AA9
15564420
18696000
PRN
OTR
1
0
18696000
0
CHEESECAKE FACTORY INC
NOTE 0.375% 6/1
163072AA9
121643
147000
PRN
OTR
4
0
147000
0
CHEESECAKE FACTORY INC
NOTE 0.375% 6/1
163072AA9
884948
1063000
PRN
SOLE
1063000
0
0
CHEFS WHSE INC
NOTE 1.875%12/0
163086AB7
28310
27000
PRN
SOLE
27000
0
0
CHEGG INC
NOTE 9/0
163092AF6
685282
862000
PRN
SOLE
862000
0
0
CHEGG INC
NOTE 9/0
163092AF6
14959335
18817000
PRN
OTR
1
0
18817000
0
CHORD ENERGY CORPORATION
COM NEW
674215207
BBG00Y7BLJF2
16442198
122156
SH
OTR
1
0
122156
0
CHORD ENERGY CORPORATION
COM NEW
674215207
BBG00Y7BLJF2
1939048
14406
SH
SOLE
14406
0
0
COINBASE GLOBAL INC
NOTE 0.500% 6/0
19260QAB3
299213
464000
PRN
SOLE
464000
0
0
CONMED CORP
NOTE 2.625% 2/0
207410AF8
203528
165000
PRN
SOLE
165000
0
0
CONMED CORP
NOTE 2.625% 2/0
207410AF8
120393
98000
PRN
OTR
4
0
98000
0
CONMED CORP
NOTE 2.625% 2/0
207410AF8
7291148
5935000
PRN
DFND
1
44000
5890000
1000
DANAHER CORPORATION
5% CONV PFD B
235851409
9715644
7624
SH
DFND
1
58
7564
2
DANAHER CORPORATION
5% CONV PFD B
235851409
5947341
4665
SH
SOLE
4665
0
0
DANAHER CORPORATION
5% CONV PFD B
235851409
92797639
72789
SH
OTR
1
0
72789
0
DANAHER CORPORATION
5% CONV PFD B
235851409
163117
128
SH
OTR
4
0
128
0
DATADOG INC
NOTE 0.125% 6/1
23804LAB9
916403
845000
PRN
SOLE
845000
0
0
DATADOG INC
NOTE 0.125% 6/1
23804LAB9
21477438
19804000
PRN
OTR
1
0
19804000
0
DELAWARE INVTS NATL MUN INCO
SH BEN INT
24610T108
BBG001S76Y64
4514264
423080
SH
SOLE
423080
0
0
DEXCOM INC
NOTE 0.250%11/1
252131AK3
7866599
7344000
PRN
DFND
1
57000
7286000
1000
DEXCOM INC
NOTE 0.250%11/1
252131AK3
35854343
33317000
PRN
OTR
1
0
33317000
0
DEXCOM INC
NOTE 0.250%11/1
252131AK3
131753
123000
PRN
OTR
4
0
123000
0
DEXCOM INC
NOTE 0.250%11/1
252131AK3
1826239
1697000
PRN
SOLE
1697000
0
0
DIGITALOCEAN HLDGS INC
NOTE 12/0
25402DAB8
462303
585000
PRN
SOLE
585000
0
0
DIGITALOCEAN HLDGS INC
NOTE 12/0
25402DAB8
9957285
12600000
PRN
OTR
1
0
12600000
0
DISH NETWORK CORPORATION
NOTE 2.375% 3/1
25470MAD1
155531
175000
PRN
OTR
5
0
175000
0
DISH NETWORK CORPORATION
NOTE 2.375% 3/1
25470MAD1
57074636
64219000
PRN
OTR
1
0
64219000
0
DISH NETWORK CORPORATION
NOTE 2.375% 3/1
25470MAD1
21649950
24360000
PRN
SOLE
24360000
0
0
DISH NETWORK CORPORATION
NOTE 3.375% 8/1
25470MAB5
78000
150000
PRN
OTR
5
0
150000
0
DISH NETWORK CORPORATION
NOTE 3.375% 8/1
25470MAB5
10667802
20515000
PRN
SOLE
20515000
0
0
DISH NETWORK CORPORATION
NOTE 3.375% 8/1
25470MAB5
21195203
40760000
PRN
OTR
1
0
40760000
0
DOUBLELINE INCOME SOLUTIONS
COM
258622109
BBG003TXW7X2
241681
21256
SH
SOLE
21256
0
0
DROPBOX INC
NOTE 3/0
26210CAD6
1250717
1432000
PRN
SOLE
1432000
0
0
DROPBOX INC
NOTE 3/0
26210CAD6
20174807
23099000
PRN
OTR
1
0
23099000
0
DWS MUN INCOME TR
COM
233368109
BBG001S63VH3
430546
48376
SH
SOLE
48376
0
0
DWS MUN INCOME TR
COM
233368109
BBG001S63VH3
1165918
131002
SH
OTR
1
0
131002
0
EATON VANCE MUN BD FD
COM
27827X101
BBG001S6S949
303420
29175
SH
SOLE
29175
0
0
EATON VANCE NEW YORK MUN BD
COM
27827Y109
BBG001SKX9S6
4680073
481489
SH
SOLE
481489
0
0
EATON VANCE NEW YORK MUN BD
COM
27827Y109
BBG001SKX9S6
128703
13241
SH
OTR
1
0
13241
0
ENPHASE ENERGY INC
NOTE 3/0
29355AAH0
33535600
32480000
PRN
OTR
1
0
32480000
0
ENPHASE ENERGY INC
NOTE 3/0
29355AAH0
121245
118000
PRN
OTR
4
0
118000
0
ENPHASE ENERGY INC
NOTE 3/0
29355AAH0
1571465
1522000
PRN
SOLE
1522000
0
0
ENPHASE ENERGY INC
NOTE 3/0
29355AAH0
7447320
7248000
PRN
DFND
1
56000
7190000
2000
ENVESTNET INC
NOTE 1.750% 6/0
29404KAB2
44775
45000
PRN
SOLE
45000
0
0
ENVESTNET INC
NOTE 1.750% 6/0
29404KAB2
6941880
7012000
PRN
DFND
1
55000
6955000
2000
ENVESTNET INC
NOTE 1.750% 6/0
29404KAB2
110880
112000
PRN
OTR
4
0
112000
0
EQT CORP
NOTE 1.750% 5/0
26884LAK5
8056379
3658000
PRN
DFND
1
30000
3627000
1000
EQT CORP
NOTE 1.750% 5/0
26884LAK5
3854124
1746000
PRN
SOLE
1746000
0
0
EQT CORP
NOTE 1.750% 5/0
26884LAK5
129942
59000
PRN
OTR
4
0
59000
0
EQT CORP
NOTE 1.750% 5/0
26884LAK5
69179973
31340000
PRN
OTR
1
0
31340000
0
ETSY INC
NOTE 0.125%10/0
29786AAJ5
6267575
4382000
PRN
DFND
1
34000
4347000
1000
ETSY INC
NOTE 0.125%10/0
29786AAJ5
41624
29000
PRN
SOLE
29000
0
0
ETSY INC
NOTE 0.125%10/0
29786AAJ5
107273
75000
PRN
OTR
4
0
75000
0
ETSY INC
NOTE 0.250% 6/1
29786AAN6
43071094
51717000
PRN
OTR
1
0
51717000
0
ETSY INC
NOTE 0.250% 6/1
29786AAN6
2162841
2597000
PRN
SOLE
2597000
0
0
EURONET WORLDWIDE INC
NOTE 0.750% 3/1
298736AL3
1148523
1181000
PRN
SOLE
1181000
0
0
EURONET WORLDWIDE INC
NOTE 0.750% 3/1
298736AL3
22936413
23585000
PRN
OTR
1
0
23585000
0
EVERBRIDGE INC
NOTE 0.125%12/1
29978AAC8
1418816
1557000
PRN
SOLE
1557000
0
0
EVERBRIDGE INC
NOTE 0.125%12/1
29978AAC8
42359
47000
PRN
OTR
4
0
47000
0
EVERBRIDGE INC
NOTE 0.125%12/1
29978AAC8
23655139
25959000
PRN
OTR
1
0
25959000
0
EVERBRIDGE INC
NOTE 0.125%12/1
29978AAC8
2600106
2885000
PRN
DFND
1
23000
2861000
1000
EXACT SCIENCES CORP
NOTE 0.375% 3/0
30063PAC9
2168858
2456000
PRN
SOLE
2456000
0
0
EXACT SCIENCES CORP
NOTE 0.375% 3/0
30063PAC9
5224636
5950000
PRN
DFND
1
45000
5904000
1000
EXACT SCIENCES CORP
NOTE 0.375% 3/0
30063PAC9
39359116
44570000
PRN
OTR
1
0
44570000
0
EXACT SCIENCES CORP
NOTE 0.375% 3/0
30063PAC9
86053
98000
PRN
OTR
4
0
98000
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
151548
162000
PRN
OTR
7
0
162000
0
EXPEDIA GROUP INC
NOTE 2/1
30212PBE4
5023431
5580000
PRN
OTR
1
0
5580000
0
EXPEDIA GROUP INC
NOTE 2/1
30212PBE4
297985
331000
PRN
SOLE
331000
0
0
FIVE9 INC
NOTE 0.500% 6/0
338307AD3
8868725
9608000
PRN
OTR
1
0
9608000
0
FIVE9 INC
NOTE 0.500% 6/0
338307AD3
341531
370000
PRN
SOLE
370000
0
0
FORD MTR CO DEL
NOTE 3/1
345370CZ1
7219773
7227000
PRN
DFND
1
57000
7168000
2000
FORD MTR CO DEL
NOTE 3/1
345370CZ1
60923724
60681000
PRN
OTR
1
0
60681000
0
FORD MTR CO DEL
NOTE 3/1
345370CZ1
115884
116000
PRN
OTR
4
0
116000
0
FORD MTR CO DEL
NOTE 3/1
345370CZ1
3107380
3095000
PRN
SOLE
3095000
0
0
FORUM ENERGY TECHNOLOGIES IN
COM
34984V209
BBG001SR1425
19808317
778935
SH
OTR
1
0
778935
0
FORUM ENERGY TECHNOLOGIES IN
COM
34984V209
BBG001SR1425
56633
2227
SH
OTR
5
0
2227
0
FORUM ENERGY TECHNOLOGIES IN
COM
34984V209
BBG001SR1425
8519915
335034
SH
SOLE
335034
0
0
FORUM ENERGY TECHNOLOGIES IN
NOTE 9.000% 8/0
34984VAC4
64834
65762
PRN
OTR
5
0
65762
0
FORUM ENERGY TECHNOLOGIES IN
NOTE 9.000% 8/0
34984VAC4
12082260
12255132
PRN
SOLE
12255132
0
0
FORUM ENERGY TECHNOLOGIES IN
NOTE 9.000% 8/0
34984VAC4
22725314
23050466
PRN
OTR
1
0
23050466
0
GLOBAL X FDS
NASDAQ 100 COVER
37954Y483
BBG00MVW9603
326639
19046
SH
SOLE
19046
0
0
GRANITE PT MTG TR INC
NOTE 6.375%10/0
38741LAC1
587349
614000
PRN
SOLE
614000
0
0
GREENBRIER COS INC
NOTE 2.875% 4/1
393657AM3
15758171
18463000
PRN
OTR
1
0
18463000
0
GREENBRIER COS INC
NOTE 2.875% 4/1
393657AM3
695603
815000
PRN
SOLE
815000
0
0
GUARDANT HEALTH INC
NOTE 11/1
40131MAB5
549718
814000
PRN
SOLE
814000
0
0
GUARDANT HEALTH INC
NOTE 11/1
40131MAB5
9805786
14520000
PRN
OTR
1
0
14520000
0
GULFPORT ENERGY CORP
COMMON SHARES
402635502
BBG0112Z8766
41468960
518362
SH
SOLE
518362
0
0
GULFPORT ENERGY CORP
COMMON SHARES
402635502
BBG0112Z8766
353200
4415
SH
OTR
5
0
4415
0
GULFPORT ENERGY CORP
COMMON SHARES
402635502
BBG0112Z8766
126401040
1580013
SH
OTR
1
0
1580013
0
HAEMONETICS CORP MASS
NOTE 3/0
405024AB6
15857712
18580000
PRN
OTR
1
0
18580000
0
HAEMONETICS CORP MASS
NOTE 3/0
405024AB6
1033568
1211000
PRN
SOLE
1211000
0
0
HALOZYME THERAPEUTICS INC
NOTE 0.250% 3/0
40637HAD1
23870
28000
PRN
SOLE
28000
0
0
HELIX ENERGY SOLUTIONS GRP I
NOTE 6.750% 2/1
42330PAK3
3277418
2388000
PRN
SOLE
2388000
0
0
HELIX ENERGY SOLUTIONS GRP I
NOTE 6.750% 2/1
42330PAK3
9804617
7170000
PRN
DFND
1
55000
7114000
1000
HELIX ENERGY SOLUTIONS GRP I
NOTE 6.750% 2/1
42330PAK3
181164
132000
PRN
OTR
7
0
132000
0
HELIX ENERGY SOLUTIONS GRP I
NOTE 6.750% 2/1
42330PAK3
59921298
43660000
PRN
OTR
1
0
43660000
0
HELIX ENERGY SOLUTIONS GRP I
NOTE 6.750% 2/1
42330PAK3
161359
118000
PRN
OTR
4
0
118000
0
ILLUMINA INC
NOTE 8/1
452327AK5
36671396
37422000
PRN
OTR
1
0
37422000
0
ILLUMINA INC
NOTE 8/1
452327AK5
1977523
2018000
PRN
SOLE
2018000
0
0
IMPINJ INC
NOTE 1.125% 5/1
453204AD1
13581146
9535000
PRN
OTR
1
0
9535000
0
IMPINJ INC
NOTE 1.125% 5/1
453204AD1
676565
475000
PRN
SOLE
475000
0
0
INFINERA CORP
NOTE 2.500% 3/0
45667GAE3
14138609
11540000
PRN
OTR
1
0
11540000
0
INFINERA CORP
NOTE 2.500% 3/0
45667GAE3
640771
523000
PRN
SOLE
523000
0
0
INTEGRA LIFESCIENCES HLDGS C
NOTE 0.500% 8/1
457985AM1
17108711
17501000
PRN
OTR
1
0
17501000
0
INTEGRA LIFESCIENCES HLDGS C
NOTE 0.500% 8/1
457985AM1
117683
121000
PRN
OTR
4
0
121000
0
INTEGRA LIFESCIENCES HLDGS C
NOTE 0.500% 8/1
457985AM1
1496682
1531000
PRN
SOLE
1531000
0
0
INTEGRA LIFESCIENCES HLDGS C
NOTE 0.500% 8/1
457985AM1
7140756
7342000
PRN
DFND
1
58000
7282000
2000
INTERDIGITAL INC
NOTE 2.000% 6/0
45867GAB7
352750
340000
PRN
SOLE
340000
0
0
INTERDIGITAL INC
NOTE 2.000% 6/0
45867GAB7
7636000
7360000
PRN
OTR
1
0
7360000
0
INVESCO PA VALUE MUN INC TR
COM
46132K109
BBG001S75GP3
473135
47125
SH
SOLE
47125
0
0
INVESCO PA VALUE MUN INC TR
COM
46132K109
BBG001S75GP3
187738
18699
SH
OTR
1
0
18699
0
IONIS PHARMACEUTICALS INC
NOTE 4/0
462222AD2
3513840
3872000
PRN
DFND
1
31000
3840000
1000
IONIS PHARMACEUTICALS INC
NOTE 4/0
462222AD2
54450
60000
PRN
OTR
4
0
60000
0
IONIS PHARMACEUTICALS INC
NOTE 4/0
462222AD2
17023600
18656000
PRN
OTR
1
0
18656000
0
IONIS PHARMACEUTICALS INC
NOTE 4/0
462222AD2
1344113
1473000
PRN
SOLE
1473000
0
0
ISHARES GOLD TR
ISHARES NEW
464285204
BBG001SJK6D5
0
0
SH
SOLE
0
0
0
ISHARES GOLD TR
ISHARES NEW
464285204
BBG001SJK6D5
34735415
929500
SH
OTR
1
0
929500
0
ISHARES TR
20 YR TR BD ETF
464287432
BBG001S8MLN3
269648
2535
SH
SOLE
2535
0
0
ISHARES TR
3 7 YR TREAS BD
464288661
BBG001SSD812
362362
3080
SH
SOLE
3080
0
0
ISHARES TR
IBOXX INV CP ETF
464287242
BBG001S60QR6
1565231
14280
SH
SOLE
14280
0
0
ISHARES TR
MBS ETF
464288588
BBG001SSD8B1
857307
9050
SH
SOLE
9050
0
0
JETBLUE AIRWAYS CORP
NOTE 0.500% 4/0
477143AP6
7144860
9255000
PRN
OTR
1
0
9255000
0
JETBLUE AIRWAYS CORP
NOTE 0.500% 4/0
477143AP6
504888
654000
PRN
SOLE
654000
0
0
KKR & CO INC
6% MCONV PFD C
48251W401
142763
2250
SH
OTR
4
0
2250
0
KKR & CO INC
6% MCONV PFD C
48251W401
28527024
449050
SH
OTR
1
0
449050
0
KKR & CO INC
6% MCONV PFD C
48251W401
1737477
27350
SH
SOLE
27350
0
0
KKR & CO INC
6% MCONV PFD C
48251W401
8647220
136284
SH
DFND
1
1041
135212
31
KOSMOS ENERGY LTD
COM
500688106
BBG001SJV7R6
11187201
1503656
SH
OTR
1
0
1503656
0
KOSMOS ENERGY LTD
COM
500688106
BBG001SJV7R6
0
0
SH
SOLE
0
0
0
LIBERTY MEDIA CORP DEL
NOTE 1.375%10/1
531229AB8
79168
73000
PRN
OTR
4
0
73000
0
LIBERTY MEDIA CORP DEL
NOTE 1.375%10/1
531229AB8
4713237
4346000
PRN
DFND
1
33000
4312000
1000
LUMENTUM HLDGS INC
NOTE 0.500%12/1
55024UAD1
101205
117000
PRN
OTR
4
0
117000
0
LUMENTUM HLDGS INC
NOTE 0.500%12/1
55024UAD1
6236650
7210000
PRN
DFND
1
57000
7151000
2000
LUMENTUM HLDGS INC
NOTE 0.500%12/1
55024UAD1
2836200
3260000
PRN
SOLE
3260000
0
0
LUMENTUM HLDGS INC
NOTE 0.500%12/1
55024UAD1
101790
117000
PRN
OTR
7
0
117000
0
LUMENTUM HLDGS INC
NOTE 0.500%12/1
55024UAD1
45261750
52025000
PRN
OTR
1
0
52025000
0
MARRIOTT VACATIONS WORLDWIDE
NOTE 1/1
57164YAD9
541961
557000
PRN
SOLE
557000
0
0
MARRIOTT VACATIONS WORLDWIDE
NOTE 1/1
57164YAD9
6003410
6170000
PRN
OTR
1
0
6170000
0
MFS MUN INCOME TR
SH BEN INT
552738106
BBG001S5T4C2
1779048
333155
SH
SOLE
333155
0
0
MGP INGREDIENTS INC NEW
NOTE 1.875%11/1
55303JAB2
107153
91000
PRN
OTR
4
0
91000
0
MGP INGREDIENTS INC NEW
NOTE 1.875%11/1
55303JAB2
32858128
27787000
PRN
OTR
1
0
27787000
0
MGP INGREDIENTS INC NEW
NOTE 1.875%11/1
55303JAB2
1530155
1294000
PRN
SOLE
1294000
0
0
MGP INGREDIENTS INC NEW
NOTE 1.875%11/1
55303JAB2
6629325
5630000
PRN
DFND
1
44000
5585000
1000
MICROCHIP TECHNOLOGY INC.
NOTE 0.125%11/1
595017AU8
3754180
3348000
PRN
SOLE
3348000
0
0
MICROCHIP TECHNOLOGY INC.
NOTE 0.125%11/1
595017AU8
76679234
68383000
PRN
OTR
1
0
68383000
0
MICROCHIP TECHNOLOGY INC.
NOTE 0.125%11/1
595017AU8
8471752
7589000
PRN
DFND
1
59000
7528000
2000
MICROCHIP TECHNOLOGY INC.
NOTE 0.125%11/1
595017AU8
141773
127000
PRN
OTR
4
0
127000
0
MICROCHIP TECHNOLOGY INC.
NOTE 0.125%11/1
595017AU8
135680
121000
PRN
OTR
7
0
121000
0
MONGODB INC
NOTE 0.250% 1/1
60937PAD8
1043079
805000
PRN
SOLE
805000
0
0
MONGODB INC
NOTE 0.250% 1/1
60937PAD8
18937386
14615000
PRN
OTR
1
0
14615000
0
NCL CORP LTD
NOTE 5.375% 8/0
62886HAX9
534261
494000
PRN
SOLE
494000
0
0
NCL CORP LTD
NOTE 5.375% 8/0
62886HAX9
8143695
7530000
PRN
OTR
1
0
7530000
0
NCL CORP LTD
NOTE 6.000% 5/1
62886HAT8
5627792
4605000
PRN
OTR
1
0
4605000
0
NCL CORP LTD
NOTE 6.000% 5/1
62886HAT8
156429
128000
PRN
SOLE
128000
0
0
NEUBERGER BERMAN N Y MUN FD
COM
64124K102
BBG001SHSZN6
247667
25745
SH
SOLE
25745
0
0
NEXTERA ENERGY INC
UNIT 09/01/2025
65339F713
23127500
500000
SH
OTR
1
0
500000
0
NEXTERA ENERGY INC
UNIT 09/01/2025
65339F713
2291473
49540
SH
SOLE
49540
0
0
NEXTERA ENERGY INC
UNIT 09/01/2025
65339F713
128019
2762
SH
OTR
4
0
2762
0
NEXTERA ENERGY INC
UNIT 09/01/2025
65339F713
7808770
168474
SH
DFND
1
1299
167137
38
NICE LTD
NOTE 9/1
653656AB4
120313
125000
PRN
OTR
7
0
125000
0
NICE LTD
NOTE 9/1
653656AB4
178095
186000
PRN
OTR
4
0
186000
0
NICE LTD
NOTE 9/1
653656AB4
4955913
5149000
PRN
SOLE
5149000
0
0
NICE LTD
NOTE 9/1
653656AB4
90713700
94248000
PRN
OTR
1
0
94248000
0
NICE LTD
NOTE 9/1
653656AB4
10789110
11268000
PRN
DFND
1
86000
11179000
3000
NICE LTD
SPONSORED ADR
653656108
BBG001S9RK49
20855770
91117
SH
SOLE
91117
0
0
NICE LTD
SPONSORED ADR
653656108
BBG001S9RK49
32792155
143266
SH
OTR
1
0
143266
0
NICE LTD
SPONSORED ADR
653656108
BBG001S9RK49
1144
5
SH
DFND
1
0
5
0
NINE ENERGY SERVICE INC
COM
65441V101
BBG004M28MG8
3753
675
SH
OTR
5
0
675
0
NINE ENERGY SERVICE INC
COM
65441V101
BBG004M28MG8
819822
147450
SH
SOLE
147450
0
0
NINE ENERGY SERVICE INC
COM
65441V101
BBG004M28MG8
1168295
210125
SH
OTR
1
0
210125
0
NRG ENERGY INC
DBCV 2.750% 6/0
629377CG5
7290113
7095000
PRN
DFND
1
55000
7038000
2000
NRG ENERGY INC
DBCV 2.750% 6/0
629377CG5
116108
113000
PRN
OTR
4
0
113000
0
NRG ENERGY INC
DBCV 2.750% 6/0
629377CG5
54935195
53206000
PRN
OTR
1
0
53206000
0
NRG ENERGY INC
DBCV 2.750% 6/0
629377CG5
2819758
2731000
PRN
SOLE
2731000
0
0
NUVASIVE INC
NOTE 0.375% 3/1
670704AJ4
6672831
7557000
PRN
DFND
1
58000
7498000
1000
NUVASIVE INC
NOTE 0.375% 3/1
670704AJ4
1184799
1338000
PRN
SOLE
1338000
0
0
NUVASIVE INC
NOTE 0.375% 3/1
670704AJ4
18633577
21043000
PRN
OTR
1
0
21043000
0
NUVASIVE INC
NOTE 0.375% 3/1
670704AJ4
110375
125000
PRN
OTR
4
0
125000
0
NUVEEN AMT FREE QLTY MUN INC
COM
670657105
BBG001SKQWJ3
14793158
1330320
SH
SOLE
1330320
0
0
NUVEEN CR STRATEGIES INCOME
COM SHS
67073D102
BBG001SLL7N6
254028
49712
SH
SOLE
49712
0
0
NUVEEN NEW YORK AMT QLT MUNI
COM
670656107
BBG001S90BW7
4934023
466795
SH
SOLE
466795
0
0
NUVEEN NEW YORK AMT QLT MUNI
COM
670656107
BBG001S90BW7
1810292
171267
SH
OTR
1
0
171267
0
NUVEEN PENNSYLVANIA QLT MUN
COM
670972108
BBG001S6PT66
3841063
336051
SH
SOLE
336051
0
0
OIL STS INTL INC
NOTE 4.750% 4/0
678026AK1
3356298
3005000
PRN
SOLE
3005000
0
0
OIL STS INTL INC
NOTE 4.750% 4/0
678026AK1
58224239
52130000
PRN
OTR
1
0
52130000
0
OIL STS INTL INC
NOTE 4.750% 4/0
678026AK1
190991
171000
PRN
OTR
7
0
171000
0
OKTA INC
NOTE 0.125% 9/0
679295AD7
11607733
12805000
PRN
OTR
1
0
12805000
0
OKTA INC
NOTE 0.125% 9/0
679295AD7
1337088
1475000
PRN
SOLE
1475000
0
0
OMNICELL COM
NOTE 0.250% 9/1
68213NAD1
179256
194000
PRN
SOLE
194000
0
0
OMNICELL COM
NOTE 0.250% 9/1
68213NAD1
4153380
4495000
PRN
OTR
1
0
4495000
0
PACIRA BIOSCIENCES INC
NOTE 0.750% 8/0
695127AF7
1014990
1104000
PRN
SOLE
1104000
0
0
PACIRA BIOSCIENCES INC
NOTE 0.750% 8/0
695127AF7
20914862
22749000
PRN
OTR
1
0
22749000
0
PALO ALTO NETWORKS INC
NOTE 0.375% 6/0
697435AF2
1574749
779000
PRN
SOLE
779000
0
0
PALO ALTO NETWORKS INC
NOTE 0.375% 6/0
697435AF2
42764833
21155000
PRN
OTR
1
0
21155000
0
PALO ALTO NETWORKS INC
NOTE 0.375% 6/0
697435AF2
9334378
4629000
PRN
DFND
1
35000
4593000
1000
PALO ALTO NETWORKS INC
NOTE 0.375% 6/0
697435AF2
159303
79000
PRN
OTR
4
0
79000
0
PALO ALTO NETWORKS INC
NOTE 0.750% 7/0
697435AD7
3290481
1467000
PRN
SOLE
1467000
0
0
PALO ALTO NETWORKS INC
NOTE 0.750% 7/0
697435AD7
60137073
26811000
PRN
OTR
1
0
26811000
0
PARSONS CORP DEL
NOTE 0.250% 8/1
70202LAB8
636525
575000
PRN
SOLE
575000
0
0
PARSONS CORP DEL
NOTE 0.250% 8/1
70202LAB8
8323533
7519000
PRN
OTR
1
0
7519000
0
PATRICK INDS INC
NOTE 1.750%12/0
703343AG8
135450
150000
PRN
OTR
4
0
150000
0
PATRICK INDS INC
NOTE 1.750%12/0
703343AG8
8208270
9090000
PRN
DFND
1
65000
9023000
2000
PATRICK INDS INC
NOTE 1.750%12/0
703343AG8
30576900
33675000
PRN
OTR
1
0
33675000
0
PATRICK INDS INC
NOTE 1.750%12/0
703343AG8
1586276
1747000
PRN
SOLE
1747000
0
0
PEBBLEBROOK HOTEL TR
NOTE 1.750%12/1
70509VAA8
292057
343000
PRN
SOLE
343000
0
0
PEBBLEBROOK HOTEL TR
NOTE 1.750%12/1
70509VAA8
101578
120000
PRN
OTR
4
0
120000
0
PEBBLEBROOK HOTEL TR
NOTE 1.750%12/1
70509VAA8
4992215
5863000
PRN
OTR
1
0
5863000
0
PEBBLEBROOK HOTEL TR
NOTE 1.750%12/1
70509VAA8
6243636
7376000
PRN
DFND
1
57000
7317000
2000
PERMIAN RESOURCES CORP
NOTE 3.250% 4/0
15136AAA0
2749851
1482000
PRN
SOLE
1482000
0
0
PERMIAN RESOURCES CORP
NOTE 3.250% 4/0
15136AAA0
53675904
28928000
PRN
OTR
1
0
28928000
0
PG&E CORP
UNIT 08/16/2023
69331C140
166526
1170
SH
OTR
4
0
1170
0
PG&E CORP
UNIT 08/16/2023
69331C140
44729484
315000
SH
OTR
1
0
315000
0
PG&E CORP
UNIT 08/16/2023
69331C140
2945330
20742
SH
SOLE
20742
0
0
PG&E CORP
UNIT 08/16/2023
69331C140
10048356
70599
SH
DFND
1
537
70046
16
PGIM GLOBAL HIGH YIELD FD FO
COM
69346J106
BBG0037TDYM9
250599
22844
SH
SOLE
22844
0
0
PIMCO ETF TR
25YR+ ZERO U S
72201R882
BBG001T5RZK5
221252
2310
SH
SOLE
2310
0
0
PIONEER MUNICIPAL HIGH INCOM
COM
723762100
BBG001SC4CM5
1649284
200399
SH
OTR
1
0
200399
0
PIONEER MUNICIPAL HIGH INCOM
COM
723762100
BBG001SC4CM5
2650151
322011
SH
SOLE
322011
0
0
PIONEER MUNICIPAL HIGH INCOM
COM SHS
723763108
BBG001SLS3T2
1786481
200954
SH
OTR
1
0
200954
0
PIONEER MUNICIPAL HIGH INCOM
COM SHS
723763108
BBG001SLS3T2
2028547
228183
SH
SOLE
228183
0
0
PIONEER NAT RES CO
NOTE 0.250% 5/1
723787AP2
11063570
5182000
PRN
DFND
1
40000
5141000
1000
PIONEER NAT RES CO
NOTE 0.250% 5/1
723787AP2
60542740
28291000
PRN
OTR
1
0
28291000
0
PIONEER NAT RES CO
NOTE 0.250% 5/1
723787AP2
183610
86000
PRN
OTR
4
0
86000
0
PIONEER NAT RES CO
NOTE 0.250% 5/1
723787AP2
3364080
1572000
PRN
SOLE
1572000
0
0
Q2 HLDGS INC
NOTE 0.750% 6/0
74736LAD1
416893
515000
PRN
SOLE
515000
0
0
Q2 HLDGS INC
NOTE 0.750% 6/0
74736LAD1
5824353
7195000
PRN
OTR
1
0
7195000
0
RINGCENTRAL INC
NOTE 3/0
76680RAF4
102138
116000
PRN
OTR
4
0
116000
0
RINGCENTRAL INC
NOTE 3/0
76680RAF4
6239223
7086000
PRN
DFND
1
56000
7028000
2000
RINGCENTRAL INC
NOTE 3/0
76680RAF4
123970
140000
PRN
SOLE
140000
0
0
ROYAL CARIBBEAN GROUP
NOTE 4.250% 6/1
780153BB7
102312
101000
PRN
OTR
4
0
101000
0
ROYAL CARIBBEAN GROUP
NOTE 4.250% 6/1
780153BB7
6119473
6041000
PRN
DFND
1
46000
5994000
1000
SABRE GLBL INC
NOTE 4.000% 4/1
78573NAE2
2733613
3020000
PRN
OTR
1
0
3020000
0
SABRE GLBL INC
NOTE 4.000% 4/1
78573NAE2
140301
155000
PRN
SOLE
155000
0
0
SHIFT4 PMTS INC
NOTE 12/1
82452JAB5
125040
107000
PRN
OTR
4
0
107000
0
SHIFT4 PMTS INC
NOTE 12/1
82452JAB5
34773791
29630000
PRN
OTR
1
0
29630000
0
SHIFT4 PMTS INC
NOTE 12/1
82452JAB5
1636000
1394000
PRN
SOLE
1394000
0
0
SHIFT4 PMTS INC
NOTE 12/1
82452JAB5
7739638
6623000
PRN
DFND
1
52000
6569000
2000
SILICON LABORATORIES INC
NOTE 0.625% 6/1
826919AD4
153862
103000
PRN
OTR
4
0
103000
0
SILICON LABORATORIES INC
NOTE 0.625% 6/1
826919AD4
1187057
792000
PRN
SOLE
792000
0
0
SILICON LABORATORIES INC
NOTE 0.625% 6/1
826919AD4
9170500
6139000
PRN
DFND
1
46000
6092000
1000
SILICON LABORATORIES INC
NOTE 0.625% 6/1
826919AD4
26960572
17988000
PRN
OTR
1
0
17988000
0
SNAP INC
NOTE 0.125% 3/0
83304AAH9
17608100
24923000
PRN
OTR
1
0
24923000
0
SNAP INC
NOTE 0.125% 3/0
83304AAH9
845681
1197000
PRN
SOLE
1197000
0
0
SNAP INC
NOTE 0.750% 8/0
83304AAB2
43052
47000
PRN
OTR
4
0
47000
0
SNAP INC
NOTE 0.750% 8/0
83304AAB2
2563884
2799000
PRN
DFND
1
23000
2775000
1000
SNAP INC
NOTE 5/0
83304AAF3
15090296
20573000
PRN
OTR
1
0
20573000
0
SNAP INC
NOTE 5/0
83304AAF3
761373
1038000
PRN
SOLE
1038000
0
0
SOLAREDGE TECHNOLOGIES INC
NOTE 9/1
83417MAD6
21126939
16239000
PRN
OTR
1
0
16239000
0
SOLAREDGE TECHNOLOGIES INC
NOTE 9/1
83417MAD6
1026489
789000
PRN
SOLE
789000
0
0
SOUTHWEST AIRLS CO
NOTE 1.250% 5/0
844741BG2
107137
94000
PRN
OTR
7
0
94000
0
SOUTHWEST AIRLS CO
NOTE 1.250% 5/0
844741BG2
6483152
5707000
PRN
DFND
1
44000
5662000
1000
SOUTHWEST AIRLS CO
NOTE 1.250% 5/0
844741BG2
104512
92000
PRN
OTR
4
0
92000
0
SOUTHWEST AIRLS CO
NOTE 1.250% 5/0
844741BG2
3423809
3004000
PRN
SOLE
3004000
0
0
SOUTHWEST AIRLS CO
NOTE 1.250% 5/0
844741BG2
64476797
56571000
PRN
OTR
1
0
56571000
0
SPDR GOLD TR
GOLD SHS
78463V107
BBG001SCPX28
10138662
55336
SH
OTR
1
0
55336
0
SPDR GOLD TR
GOLD SHS
78463V107
BBG001SCPX28
0
0
SH
SOLE
0
0
0
SPIRIT AIRLS INC
NOTE 1.000% 5/1
848577AB8
62024
77000
PRN
OTR
4
0
77000
0
SPIRIT AIRLS INC
NOTE 1.000% 5/1
848577AB8
3548228
4405000
PRN
DFND
1
34000
4370000
1000
SPLUNK INC
NOTE 1.125% 9/1
848637AD6
4288536
4432000
PRN
DFND
1
35000
4396000
1000
SPLUNK INC
NOTE 1.125% 9/1
848637AD6
19465609
20065000
PRN
OTR
1
0
20065000
0
SPLUNK INC
NOTE 1.125% 9/1
848637AD6
74508
77000
PRN
OTR
4
0
77000
0
SPLUNK INC
NOTE 1.125% 9/1
848637AD6
979829
1010000
PRN
SOLE
1010000
0
0
SUMMIT HOTEL PPTYS
NOTE 1.500% 2/1
866082AA8
1044891
1214000
PRN
SOLE
1214000
0
0
SUMMIT HOTEL PPTYS
NOTE 1.500% 2/1
866082AA8
22209520
25804000
PRN
OTR
1
0
25804000
0
TALOS ENERGY INC
COM
87484T108
BBG00JPH4JG0
41100716
2769590
SH
OTR
1
0
2769590
0
TALOS ENERGY INC
COM
87484T108
BBG00JPH4JG0
7524385
507034
SH
SOLE
507034
0
0
TALOS ENERGY INC
COM
87484T108
BBG00JPH4JG0
91815
6187
SH
OTR
5
0
6187
0
TELADOC HEALTH INC
NOTE 1.250% 6/0
87918AAF2
37143296
47847000
PRN
OTR
1
0
47847000
0
TELADOC HEALTH INC
NOTE 1.250% 6/0
87918AAF2
96411
125000
PRN
OTR
4
0
125000
0
TELADOC HEALTH INC
NOTE 1.250% 6/0
87918AAF2
2245816
2893000
PRN
SOLE
2893000
0
0
TELADOC HEALTH INC
NOTE 1.250% 6/0
87918AAF2
5724514
7422000
PRN
DFND
1
57000
7363000
2000
UBER TECHNOLOGIES INC
NOTE 12/1
90353TAJ9
24632304
27840000
PRN
OTR
1
0
27840000
0
UBER TECHNOLOGIES INC
NOTE 12/1
90353TAJ9
1192685
1348000
PRN
SOLE
1348000
0
0
VAIL RESORTS INC
NOTE 1/0
91879QAN9
7387971
8272000
PRN
DFND
1
65000
8205000
2000
VAIL RESORTS INC
NOTE 1/0
91879QAN9
120573
135000
PRN
OTR
4
0
135000
0
VAIL RESORTS INC
NOTE 1/0
91879QAN9
52643597
58615000
PRN
OTR
1
0
58615000
0
VAIL RESORTS INC
NOTE 1/0
91879QAN9
2629710
2928000
PRN
SOLE
2928000
0
0
VIAVI SOLUTIONS INC
NOTE 1.000% 3/0
925550AB1
1020315
1004000
PRN
SOLE
1004000
0
0
VIAVI SOLUTIONS INC
NOTE 1.000% 3/0
925550AB1
2935238
2899000
PRN
DFND
1
22000
2876000
1000
VIAVI SOLUTIONS INC
NOTE 1.000% 3/0
925550AB1
29280195
28812000
PRN
OTR
1
0
28812000
0
VIAVI SOLUTIONS INC
NOTE 1.000% 3/0
925550AB1
47588
47000
PRN
OTR
4
0
47000
0
VISTRA CORP
COM
92840M102
BBG00DXDL6R0
0
0
SH
SOLE
0
0
0
VISTRA CORP
COM
92840M102
BBG00DXDL6R0
334032
13918
SH
OTR
2
0
13918
0
WELLS FARGO CO NEW
PERP PFD CNV A
949746804
3039282
2628
SH
SOLE
2628
0
0
WELLS FARGO CO NEW
PERP PFD CNV A
949746804
3339374
2839
SH
DFND
1
23
2815
1
WELLS FARGO CO NEW
PERP PFD CNV A
949746804
27543204
23816
SH
OTR
1
0
23816
0
WELLS FARGO CO NEW
PERP PFD CNV A
949746804
59989
51
SH
OTR
4
0
51
0
WESTERN DIGITAL CORP.
NOTE 1.500% 2/0
958102AP0
4490346
4634000
PRN
OTR
1
0
4634000
0
WESTERN DIGITAL CORP.
NOTE 1.500% 2/0
958102AP0
749037
773000
PRN
SOLE
773000
0
0
WOLFSPEED INC
NOTE 0.250% 2/1
977852AB8
15672276
18702000
PRN
OTR
1
0
18702000
0
WOLFSPEED INC
NOTE 0.250% 2/1
977852AB8
119952
144000
PRN
OTR
4
0
144000
0
WOLFSPEED INC
NOTE 0.250% 2/1
977852AB8
7387877
8869000
PRN
DFND
1
69000
8798000
2000
WOLFSPEED INC
NOTE 0.250% 2/1
977852AB8
1188284
1418000
PRN
SOLE
1418000
0
0
WORKIVA INC
NOTE 1.125% 8/1
98139AAB1
169522
120000
PRN
SOLE
120000
0
0
ZILLOW GROUP INC
NOTE 2.750% 5/1
98954MAH4
118552
116000
PRN
OTR
4
0
116000
0
ZILLOW GROUP INC
NOTE 2.750% 5/1
98954MAH4
1994434
1942000
PRN
SOLE
1942000
0
0
ZILLOW GROUP INC
NOTE 2.750% 5/1
98954MAH4
7327740
7170000
PRN
DFND
1
56000
7112000
2000
ZILLOW GROUP INC
NOTE 2.750% 5/1
98954MAH4
34741356
33828000
PRN
OTR
1
0
33828000
0
ZSCALER INC
NOTE 0.125% 7/0
98980GAB8
18754210
17701000
PRN
OTR
1
0
17701000
0
ZSCALER INC
NOTE 0.125% 7/0
98980GAB8
896337
846000
PRN
SOLE
846000
0
0
ZYNGA INC
NOTE 12/1
98986TAD0
918469
910000
PRN
SOLE
910000
0
0
ZYNGA INC
NOTE 12/1
98986TAD0
17289425
17130000
PRN
OTR
1
0
17130000
0