Chief Compliance Officer

0001085146-24-005246.txt : 20241031 0001085146-24-005246.hdr.sgml : 20241031 20241031104258 ACCESSION NUMBER: 0001085146-24-005246 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20240930 FILED AS OF DATE: 20241031 DATE AS OF CHANGE: 20241031 EFFECTIVENESS DATE: 20241031 FILER: COMPANY DATA: COMPANY CONFORMED NAME: MACKAY SHIELDS LLC CENTRAL INDEX KEY: 0000061227 ORGANIZATION NAME: 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: 241412964 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 09-30-2024 09-30-2024 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 10-31-2024 7 368 3648971986 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 ABRDN NATL MUN INCOME FD SH BEN INT 24610T108 BBG001S76Y64 4486933 401695 SH SOLE 401695 0 0 ADVANCED ENERGY INDS NOTE 2.500% 9/1 007973AE0 40383810 38188000 PRN OTR 1 0 38188000 0 ADVANCED ENERGY INDS NOTE 2.500% 9/1 007973AE0 2055780 1944000 PRN SOLE 1944000 0 0 AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 118877 107000 PRN OTR 4 45000 62000 0 AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 3905165 3515000 PRN DFND 1 109000 3398000 8000 AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5 1924635 1860000 PRN SOLE 1860000 0 0 AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5 37349301 36095000 PRN OTR 1 0 36095000 0 ALNYLAM PHARMACEUTICALS INC NOTE 1.000% 9/1 02043QAB3 809507 691000 PRN SOLE 691000 0 0 ALNYLAM PHARMACEUTICALS INC NOTE 1.000% 9/1 02043QAB3 99365 85000 PRN OTR 4 36000 49000 0 ALNYLAM PHARMACEUTICALS INC NOTE 1.000% 9/1 02043QAB3 13125486 11204000 PRN OTR 1 0 11204000 0 ALNYLAM PHARMACEUTICALS INC NOTE 1.000% 9/1 02043QAB3 3391269 2901000 PRN DFND 1 90000 2803000 8000 AMERICAN AIRLINES GROUP INC NOTE 6.500% 7/0 02376RAF9 282700 275000 PRN SOLE 275000 0 0 AMERICAN AIRLINES GROUP INC NOTE 6.500% 7/0 02376RAF9 14325180 13935000 PRN OTR 1 0 13935000 0 AMPHASTAR PHARMACEUTICALS IN NOTE 2.000% 3/1 03209RAB9 38204285 36010000 PRN OTR 1 0 36010000 0 AMPHASTAR PHARMACEUTICALS IN NOTE 2.000% 3/1 03209RAB9 1889526 1781000 PRN SOLE 1781000 0 0 AMPHASTAR PHARMACEUTICALS IN NOTE 2.000% 3/1 03209RAB9 3242792 3071000 PRN DFND 1 96000 2967000 8000 AMPHASTAR PHARMACEUTICALS IN NOTE 2.000% 3/1 03209RAB9 92923 88000 PRN OTR 4 38000 50000 0 APOLLO GLOBAL MGMT INC SER A MAND CNV 03769M304 2283141 33350 SH SOLE 33350 0 0 APOLLO GLOBAL MGMT INC SER A MAND CNV 03769M304 217432 3198 SH OTR 4 1404 1794 0 APOLLO GLOBAL MGMT INC SER A MAND CNV 03769M304 40898004 597400 SH OTR 1 0 597400 0 APOLLO GLOBAL MGMT INC SER A MAND CNV 03769M304 7215983 106133 SH DFND 1 3351 102526 256 ARES CAPITAL CORP COM 04010L103 BBG001SL96Z9 607239 28999 SH OTR 1 0 28999 0 ARRAY TECHNOLOGIES INC NOTE 1.000%12/0 04271TAB6 670824 899000 PRN SOLE 899000 0 0 ARRAY TECHNOLOGIES INC NOTE 1.000%12/0 04271TAB6 3564454 4801000 PRN DFND 1 157000 4633000 11000 ARRAY TECHNOLOGIES INC NOTE 1.000%12/0 04271TAB6 11700987 15681000 PRN OTR 1 0 15681000 0 ARRAY TECHNOLOGIES INC NOTE 1.000%12/0 04271TAB6 107654 145000 PRN OTR 4 61000 84000 0 BANK AMERICA CORP 7.25%CNV PFD L 060505682 30239791 23708 SH OTR 1 0 23708 0 BANK AMERICA CORP 7.25%CNV PFD L 060505682 184586 145 SH OTR 4 62 83 0 BANK AMERICA CORP 7.25%CNV PFD L 060505682 2534438 1987 SH SOLE 1987 0 0 BANK AMERICA CORP 7.25%CNV PFD L 060505682 5901674 4636 SH DFND 1 147 4478 11 BENTLEY SYS INC NOTE 0.125% 1/1 08265TAB5 1005000 1000000 PRN SOLE 1000000 0 0 BENTLEY SYS INC NOTE 0.125% 1/1 08265TAB5 7050075 7015000 PRN OTR 1 0 7015000 0 BILL HOLDINGS INC NOTE 12/0 090043AB6 70538 75000 PRN SOLE 75000 0 0 BIOMARIN PHARMACEUTICAL INC NOTE 1.250% 5/1 09061GAK7 60038547 62917000 PRN OTR 1 0 62917000 0 BIOMARIN PHARMACEUTICAL INC NOTE 1.250% 5/1 09061GAK7 2820763 2956000 PRN SOLE 2956000 0 0 BIOMARIN PHARMACEUTICAL INC NOTE 1.250% 5/1 09061GAK7 185348 195000 PRN OTR 4 84000 111000 0 BIOMARIN PHARMACEUTICAL INC NOTE 1.250% 5/1 09061GAK7 6183953 6506000 PRN DFND 1 202000 6288000 16000 BLACKLINE INC NOTE 3/1 09239BAD1 450000 480000 PRN SOLE 480000 0 0 BLACKROCK MUN INCOME QUALITY COM 092479104 BBG001S99KD9 172955 14365 SH SOLE 14365 0 0 BLACKROCK MUN INCOME QUALITY COM 092479104 BBG001S99KD9 218357 18136 SH OTR 1 0 18136 0 BLACKROCK MUN INCOME TR SH BEN INT 09248F109 BBG001SFL2F9 2367659 223998 SH OTR 1 0 223998 0 BLACKROCK MUN INCOME TR SH BEN INT 09248F109 BBG001SFL2F9 3466801 327985 SH SOLE 327985 0 0 BLACKROCK MUN TARGET TERM TR COM SHS BEN IN 09257P105 BBG003BPM0W5 21065815 974367 SH SOLE 974367 0 0 BLACKROCK MUN TARGET TERM TR COM SHS BEN IN 09257P105 BBG003BPM0W5 9238961 427334 SH OTR 1 0 427334 0 BLACKROCK MUNI INCOME TR II COM 09249N101 BBG001SKZFD6 841032 74692 SH OTR 1 0 74692 0 BLACKROCK MUNI INCOME TR II COM 09249N101 BBG001SKZFD6 865995 76909 SH SOLE 76909 0 0 BLACKROCK MUNICIPAL INCOME COM 09253X102 BBG001SLPP25 4122101 327671 SH OTR 1 0 327671 0 BLACKROCK MUNICIPAL INCOME COM 09253X102 BBG001SLPP25 8205116 652235 SH SOLE 652235 0 0 BLACKROCK MUNIHLDGS NJ QLTY COM 09254X101 BBG001S5PKX7 4669262 384935 SH OTR 1 0 384935 0 BLACKROCK MUNIHLDGS NJ QLTY COM 09254X101 BBG001S5PKX7 10618408 875384 SH SOLE 875384 0 0 BLACKROCK MUNIHLDGS NY QLTY COM 09255C106 BBG001SB8M69 6770649 606689 SH SOLE 606689 0 0 BLACKROCK MUNIHLDGS NY QLTY COM 09255C106 BBG001SB8M69 6574211 589087 SH OTR 1 0 589087 0 BLACKROCK MUNIHLDNGS CALI QL COM 09254L107 BBG001SBLZS1 673724 58483 SH SOLE 58483 0 0 BLACKROCK MUNIHLDNGS CALI QL COM 09254L107 BBG001SBLZS1 842227 73110 SH OTR 1 0 73110 0 BLACKROCK MUNIHOLDINGS FD IN COM 09253N104 BBG001S66J14 17697337 1398999 SH SOLE 1398999 0 0 BLACKROCK MUNIHOLDINGS FD IN COM 09253N104 BBG001S66J14 6609258 522471 SH OTR 1 0 522471 0 BLACKROCK MUNIVEST FD INC COM 09253R105 BBG001S5TGK6 9671046 1272506 SH SOLE 1272506 0 0 BLACKROCK MUNIVEST FD INC COM 09253R105 BBG001S5TGK6 2411024 317240 SH OTR 1 0 317240 0 BLACKROCK MUNIYIELD FD INC COM 09253W104 BBG001S6FY66 2151686 188249 SH SOLE 188249 0 0 BLACKROCK MUNIYIELD FD INC COM 09253W104 BBG001S6FY66 2291761 200504 SH OTR 1 0 200504 0 BLACKROCK MUNIYIELD MICH QU COM 09254V105 BBG001S75345 5038771 419548 SH SOLE 419548 0 0 BLACKROCK MUNIYIELD MICH QU COM 09254V105 BBG001S75345 2945705 245271 SH OTR 1 0 245271 0 BLACKROCK MUNIYIELD N Y QUAL COM 09255E102 BBG001S6TRK0 6866903 637004 SH OTR 1 0 637004 0 BLACKROCK MUNIYIELD N Y QUAL COM 09255E102 BBG001S6TRK0 3239606 300520 SH SOLE 300520 0 0 BLACKROCK MUNIYIELD QUALITY COM 09254G108 BBG001S742F6 6363145 588091 SH OTR 1 0 588091 0 BLACKROCK MUNIYIELD QUALITY COM 09254G108 BBG001S742F6 4371302 404002 SH SOLE 404002 0 0 BLACKROCK MUNIYILD QULT FD I COM 09254F100 BBG001S6Y4Q9 3765546 287227 SH OTR 1 0 287227 0 BLACKROCK MUNIYILD QULT FD I COM 09254F100 BBG001S6Y4Q9 925697 70610 SH SOLE 70610 0 0 BLACKROCK N Y MUN INCOME TRU SH BEN INT 09248L106 BBG001SFL1C4 1129095 102645 SH OTR 1 0 102645 0 BLACKROCK N Y MUN INCOME TRU SH BEN INT 09248L106 BBG001SFL1C4 654951 59541 SH SOLE 59541 0 0 BLOCK INC NOTE 0.125% 3/0 852234AF0 3091833 3163000 PRN DFND 1 93000 3062000 8000 BLOCK INC NOTE 0.125% 3/0 852234AF0 92863 95000 PRN OTR 4 43000 52000 0 BOOKING HOLDINGS INC NOTE 0.750% 5/0 09857LAN8 47060519 21000000 PRN OTR 1 0 21000000 0 BOOKING HOLDINGS INC NOTE 0.750% 5/0 09857LAN8 2964813 1323000 PRN SOLE 1323000 0 0 BRIDGEBIO PHARMA INC NOTE 2.250% 2/0 10806XAD4 18539640 22071000 PRN OTR 1 0 22071000 0 BRIDGEBIO PHARMA INC NOTE 2.250% 2/0 10806XAD4 611520 728000 PRN SOLE 728000 0 0 BURLINGTON STORES INC NOTE 1.250%12/1 122017AD8 1351306 956000 PRN SOLE 956000 0 0 BURLINGTON STORES INC NOTE 1.250%12/1 122017AD8 27711668 19605000 PRN OTR 1 0 19605000 0 CABLE ONE INC NOTE 1.125% 3/1 12685JAG0 16107582 19895000 PRN SOLE 19895000 0 0 CABLE ONE INC NOTE 1.125% 3/1 12685JAG0 27009245 33360000 PRN OTR 1 0 33360000 0 CABLE ONE INC NOTE 1.125% 3/1 12685JAG0 80963 100000 PRN OTR 5 0 100000 0 CABLE ONE INC NOTE 3/1 12685JAE5 10074000 10950000 PRN SOLE 10950000 0 0 CABLE ONE INC NOTE 3/1 12685JAE5 73600 80000 PRN OTR 5 0 80000 0 CABLE ONE INC NOTE 3/1 12685JAE5 13174400 14320000 PRN OTR 1 0 14320000 0 CENTURY ALUM CO NOTE 2.750% 5/0 156431AQ1 3134225 2830000 PRN SOLE 2830000 0 0 CHART INDS INC 6.75DP CNV PFD B 16115Q407 16991568 336600 SH OTR 1 0 336600 0 CHART INDS INC 6.75DP CNV PFD B 16115Q407 2874853 57211 SH DFND 1 1795 55278 138 CHART INDS INC 6.75DP CNV PFD B 16115Q407 86078 1713 SH OTR 4 746 967 0 CHART INDS INC 6.75DP CNV PFD B 16115Q407 686528 13600 SH SOLE 13600 0 0 CHEESECAKE FACTORY INC NOTE 0.375% 6/1 163072AA9 6645850 7051000 PRN DFND 1 227000 6806000 18000 CHEESECAKE FACTORY INC NOTE 0.375% 6/1 163072AA9 17715248 18696000 PRN OTR 1 0 18696000 0 CHEESECAKE FACTORY INC NOTE 0.375% 6/1 163072AA9 196991 209000 PRN OTR 4 91000 118000 0 CHEESECAKE FACTORY INC NOTE 0.375% 6/1 163072AA9 737188 778000 PRN SOLE 778000 0 0 CHEFS WHSE INC NOTE 2.375%12/1 163086AE1 1788276 1522000 PRN SOLE 1522000 0 0 CHEFS WHSE INC NOTE 2.375%12/1 163086AE1 6689774 5718000 PRN DFND 1 178000 5526000 14000 CHEFS WHSE INC NOTE 2.375%12/1 163086AE1 38154189 32473000 PRN OTR 1 0 32473000 0 CHEFS WHSE INC NOTE 2.375%12/1 163086AE1 201231 172000 PRN OTR 4 75000 97000 0 CHEGG INC NOTE 9/0 163092AF6 34313 45000 PRN SOLE 45000 0 0 CONMED CORP NOTE 2.250% 6/1 207410AH4 2104993 2263000 PRN SOLE 2263000 0 0 CONMED CORP NOTE 2.250% 6/1 207410AH4 43907198 47203000 PRN OTR 1 0 47203000 0 CONMED CORP NOTE 2.250% 6/1 207410AH4 5408374 5830000 PRN DFND 1 186000 5630000 14000 CONMED CORP NOTE 2.250% 6/1 207410AH4 160489 173000 PRN OTR 4 74000 99000 0 DANAHER CORPORATION COM 235851102 BBG001S5QGT0 41763330 150217 SH OTR 1 0 150217 0 DATADOG INC NOTE 0.125% 6/1 23804LAB9 6054125 4675000 PRN DFND 1 151000 4513000 11000 DATADOG INC NOTE 0.125% 6/1 23804LAB9 183890 142000 PRN OTR 4 60000 82000 0 DATADOG INC NOTE 0.125% 6/1 23804LAB9 1394900 1073000 PRN SOLE 1073000 0 0 DATADOG INC NOTE 0.125% 6/1 23804LAB9 25745200 19804000 PRN OTR 1 0 19804000 0 DEXCOM INC NOTE 0.250%11/1 252131AK3 165387 174000 PRN OTR 4 76000 98000 0 DEXCOM INC NOTE 0.250%11/1 252131AK3 5522405 5810000 PRN DFND 1 182000 5614000 14000 DEXCOM INC NOTE 0.250%11/1 252131AK3 31792747 33317000 PRN OTR 1 0 33317000 0 DEXCOM INC NOTE 0.250%11/1 252131AK3 1901820 1993000 PRN SOLE 1993000 0 0 DROPBOX INC NOTE 3/0 26210CAD6 22391593 23099000 PRN OTR 1 0 23099000 0 DROPBOX INC NOTE 3/0 26210CAC8 6358410 6572000 PRN DFND 1 203000 6353000 16000 DROPBOX INC NOTE 3/0 26210CAD6 1467634 1514000 PRN SOLE 1514000 0 0 DROPBOX INC NOTE 3/0 26210CAC8 194468 201000 PRN OTR 4 89000 112000 0 DUKE ENERGY CORP NEW NOTE 4.125% 4/1 26441CBY0 531750 500000 PRN SOLE 500000 0 0 DWS MUN INCOME TR NEW COM 233368109 BBG001S63VH3 1306090 131002 SH OTR 1 0 131002 0 DWS MUN INCOME TR NEW COM 233368109 BBG001S63VH3 448790 45014 SH SOLE 45014 0 0 EATON VANCE MUN BD FD COM 27827X101 BBG001S6S949 1846889 171644 SH SOLE 171644 0 0 EATON VANCE MUN BD FD COM 27827X101 BBG001S6S949 1122354 104308 SH OTR 1 0 104308 0 EATON VANCE NEW YORK MUN BD COM 27827Y109 BBG001SKX9S6 4121797 413835 SH SOLE 413835 0 0 EATON VANCE NEW YORK MUN BD COM 27827Y109 BBG001SKX9S6 125855 12636 SH OTR 1 0 12636 0 ENPHASE ENERGY INC NOTE 3/0 29355AAH0 163299 174000 PRN OTR 4 77000 97000 0 ENPHASE ENERGY INC NOTE 3/0 29355AAH0 30604280 32480000 PRN OTR 1 0 32480000 0 ENPHASE ENERGY INC NOTE 3/0 29355AAH0 917752 974000 PRN SOLE 974000 0 0 ENPHASE ENERGY INC NOTE 3/0 29355AAH0 5398252 5752000 PRN DFND 1 181000 5557000 14000 ENVESTNET INC NOTE 2.625%12/0 29404KAG1 33534461 31547000 PRN OTR 1 0 31547000 0 ENVESTNET INC NOTE 2.625%12/0 29404KAG1 1756076 1652000 PRN SOLE 1652000 0 0 ENVISTA HOLDINGS CORPORATION NOTE 1.750% 8/1 29415FAD6 25861584 28478000 PRN OTR 1 0 28478000 0 ENVISTA HOLDINGS CORPORATION NOTE 1.750% 8/1 29415FAD6 1010743 1113000 PRN SOLE 1113000 0 0 ETSY INC NOTE 0.125%10/0 29786AAJ5 3412546 3461000 PRN DFND 1 109000 3344000 8000 ETSY INC NOTE 0.125%10/0 29786AAJ5 104516 106000 PRN OTR 4 45000 61000 0 ETSY INC NOTE 0.125%10/0 29786AAJ5 32543449 32839000 PRN OTR 1 0 32839000 0 ETSY INC NOTE 0.125%10/0 29786AAJ5 1667853 1683000 PRN SOLE 1683000 0 0 EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3 23231225 23585000 PRN OTR 1 0 23585000 0 EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3 817550 830000 PRN SOLE 830000 0 0 EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 56220 60000 PRN SOLE 60000 0 0 EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 133634 143000 PRN OTR 4 61000 82000 0 EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 4352901 4658000 PRN DFND 1 146000 4502000 10000 EXPEDIA GROUP INC NOTE 2/1 30212PBE4 5354010 5580000 PRN OTR 1 0 5580000 0 EXPEDIA GROUP INC NOTE 2/1 30212PBE4 239875 250000 PRN SOLE 250000 0 0 FORD MTR CO NOTE 3/1 345370CZ1 59619083 60681000 PRN OTR 1 0 60681000 0 FORD MTR CO NOTE 3/1 345370CZ1 2679278 2727000 PRN SOLE 2727000 0 0 FORD MTR CO NOTE 3/1 345370CZ1 5631268 5755000 PRN DFND 1 179000 5562000 14000 FORD MTR CO NOTE 3/1 345370CZ1 168302 172000 PRN OTR 4 77000 95000 0 FORUM ENERGY TECHNOLOGIES IN COM 34984V209 BBG001SR1425 2468282 159656 SH SOLE 159656 0 0 FORUM ENERGY TECHNOLOGIES IN COM 34984V209 BBG001SR1425 34429 2227 SH OTR 5 0 2227 0 FORUM ENERGY TECHNOLOGIES IN COM 34984V209 BBG001SR1425 11995955 775935 SH OTR 1 0 775935 0 FORUM ENERGY TECHNOLOGIES IN NOTE 9.000% 8/0 34984VAC4 33227 33210 PRN OTR 5 0 33210 0 FORUM ENERGY TECHNOLOGIES IN NOTE 9.000% 8/0 34984VAC4 5700842 5697993 PRN SOLE 5697993 0 0 FORUM ENERGY TECHNOLOGIES IN NOTE 9.000% 8/0 34984VAC4 11646529 11640709 PRN OTR 1 0 11640709 0 GREENBRIER COS INC NOTE 2.875% 4/1 393657AM3 20323147 18463000 PRN OTR 1 0 18463000 0 GREENBRIER COS INC NOTE 2.875% 4/1 393657AM3 816757 742000 PRN SOLE 742000 0 0 GULFPORT ENERGY OPERATING CO COMMON SHARES 402635502 BBG0112Z8766 25056749 165555 SH OTR 1 0 165555 0 GULFPORT ENERGY OPERATING CO COMMON SHARES 402635502 BBG0112Z8766 4924778 32539 SH SOLE 32539 0 0 GULFPORT ENERGY OPERATING CO COMMON SHARES 402635502 BBG0112Z8766 89448 591 SH OTR 5 0 591 0 HAEMONETICS CORP MASS NOTE 3/0 405024AB6 1460575 1579000 PRN SOLE 1579000 0 0 HAEMONETICS CORP MASS NOTE 3/0 405024AB6 17186500 18580000 PRN OTR 1 0 18580000 0 HAEMONETICS CORP MASS NOTE 3/0 405024AB6 191360 208000 PRN OTR 4 91000 117000 0 HAEMONETICS CORP MASS NOTE 3/0 405024AB6 6379280 6934000 PRN DFND 1 221000 6696000 17000 HALOZYME THERAPEUTICS INC NOTE 1.000% 8/1 40637HAF6 43587320 36628000 PRN OTR 1 0 36628000 0 HALOZYME THERAPEUTICS INC NOTE 1.000% 8/1 40637HAF6 209000 176000 PRN OTR 4 77000 99000 0 HALOZYME THERAPEUTICS INC NOTE 1.000% 8/1 40637HAF6 7035938 5925000 PRN DFND 1 189000 5721000 15000 HALOZYME THERAPEUTICS INC NOTE 1.000% 8/1 40637HAF6 2099160 1764000 PRN SOLE 1764000 0 0 HEWLETT PACKARD ENTERPRISE C 7.625 MAND CONV 42824C208 110673 1829 SH OTR 4 797 1032 0 HEWLETT PACKARD ENTERPRISE C 7.625 MAND CONV 42824C208 750633 12350 SH SOLE 12350 0 0 HEWLETT PACKARD ENTERPRISE C 7.625 MAND CONV 42824C208 14468679 238050 SH OTR 1 0 238050 0 HEWLETT PACKARD ENTERPRISE C 7.625 MAND CONV 42824C208 3675983 60750 SH DFND 1 1915 58688 147 IMPINJ INC NOTE 1.125% 5/1 453204AD1 861677 430000 PRN SOLE 430000 0 0 IMPINJ INC NOTE 1.125% 5/1 453204AD1 19107187 9535000 PRN OTR 1 0 9535000 0 INTEGER HLDGS CORP NOTE 2.125% 2/1 45826HAB5 57188622 36161000 PRN OTR 1 0 36161000 0 INTEGER HLDGS CORP NOTE 2.125% 2/1 45826HAB5 7294466 4627000 PRN DFND 1 147000 4469000 11000 INTEGER HLDGS CORP NOTE 2.125% 2/1 45826HAB5 222287 141000 PRN OTR 4 62000 79000 0 INTEGER HLDGS CORP NOTE 2.125% 2/1 45826HAB5 2743903 1735000 PRN SOLE 1735000 0 0 INVESCO ADVANTAGE MUN INCOME SH BEN INT 46132E103 BBG001S7GY72 2249222 241592 SH SOLE 241592 0 0 INVESCO ADVANTAGE MUN INCOME SH BEN INT 46132E103 BBG001S7GY72 1893803 203416 SH OTR 1 0 203416 0 INVESCO MUN OPPORTUNITY TR COM 46132C107 BBG001S72CS2 802190 78110 SH SOLE 78110 0 0 INVESCO MUN OPPORTUNITY TR COM 46132C107 BBG001S72CS2 1306632 127228 SH OTR 1 0 127228 0 INVESCO MUNICIPAL TRUST COM 46131J103 BBG001S702W1 1777135 173210 SH OTR 1 0 173210 0 INVESCO MUNICIPAL TRUST COM 46131J103 BBG001S702W1 1639969 159841 SH SOLE 159841 0 0 INVESCO PA VALUE MUN INC TR COM 46132K109 BBG001S75GP3 472487 41776 SH SOLE 41776 0 0 INVESCO PA VALUE MUN INC TR COM 46132K109 BBG001S75GP3 211486 18699 SH OTR 1 0 18699 0 INVESCO QUALITY MUN INCOME T COM 46133G107 BBG001S746Q5 1965915 188306 SH SOLE 188306 0 0 INVESCO TR INVT GRADE MUNS COM 46131M106 BBG001S70Z49 1575510 149196 SH SOLE 149196 0 0 INVESCO TR INVT GRADE MUNS COM 46131M106 BBG001S70Z49 2371998 224621 SH OTR 1 0 224621 0 IONIS PHARMACEUTICALS INC NOTE 1.750% 6/1 462222AF7 1552640 1494000 PRN SOLE 1494000 0 0 IONIS PHARMACEUTICALS INC NOTE 1.750% 6/1 462222AF7 30448986 29299000 PRN OTR 1 0 29299000 0 IONIS PHARMACEUTICALS INC NOTE 4/0 462222AD2 97729 98000 PRN OTR 4 43000 55000 0 IONIS PHARMACEUTICALS INC NOTE 4/0 462222AD2 3170194 3179000 PRN DFND 1 94000 3077000 8000 ISHARES GOLD TR ISHARES NEW 464285204 BBG001SJK6D5 46196150 929500 SH OTR 1 0 929500 0 LANTHEUS HLDGS INC NOTE 2.625%12/1 516544AB9 223488 144000 PRN OTR 4 62000 82000 0 LANTHEUS HLDGS INC NOTE 2.625%12/1 516544AB9 76416884 49119000 PRN OTR 1 0 49119000 0 LANTHEUS HLDGS INC NOTE 2.625%12/1 516544AB9 7376656 4753000 PRN DFND 1 153000 4589000 11000 LANTHEUS HLDGS INC NOTE 2.625%12/1 516544AB9 3601561 2315000 PRN SOLE 2315000 0 0 LIBERTY MEDIA CORP DEL NOTE 2.250% 8/1 531229AQ5 190219 173000 PRN OTR 4 75000 98000 0 LIBERTY MEDIA CORP DEL NOTE 2.250% 8/1 531229AQ5 6318999 5747000 PRN DFND 1 181000 5552000 14000 LIBERTY MEDIA CORP DEL NOTE 2.250% 8/1 531229AQ5 1640408 1486000 PRN SOLE 1486000 0 0 LIBERTY MEDIA CORP DEL NOTE 2.250% 8/1 531229AQ5 30933717 28022000 PRN OTR 1 0 28022000 0 LIBERTY MEDIA CORP DEL NOTE 3.750% 3/1 531229AP7 29454798 28445000 PRN OTR 1 0 28445000 0 LIBERTY MEDIA CORP DEL NOTE 3.750% 3/1 531229AP7 1439345 1390000 PRN SOLE 1390000 0 0 LIVE NATION ENTERTAINMENT IN NOTE 3.125% 1/1 538034BA6 209056 170000 PRN OTR 4 75000 95000 0 LIVE NATION ENTERTAINMENT IN NOTE 3.125% 1/1 538034BA6 2221512 1801000 PRN SOLE 1801000 0 0 LIVE NATION ENTERTAINMENT IN NOTE 3.125% 1/1 538034BA6 40714981 33008000 PRN OTR 1 0 33008000 0 LIVE NATION ENTERTAINMENT IN NOTE 3.125% 1/1 538034BA6 6924666 5631000 PRN DFND 1 176000 5441000 14000 LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 2455140 2490000 PRN SOLE 2490000 0 0 LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 51296650 52025000 PRN OTR 1 0 52025000 0 LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 167751 171000 PRN OTR 4 76000 95000 0 LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 5601510 5710000 PRN DFND 1 179000 5517000 14000 MARRIOTT VACATIONS WORLDWIDE NOTE 1/1 57164YAD9 5756571 6170000 PRN OTR 1 0 6170000 0 MARRIOTT VACATIONS WORLDWIDE NOTE 1/1 57164YAD9 397455 426000 PRN SOLE 426000 0 0 MFS MUN INCOME TR SH BEN INT 552738106 BBG001S5T4C2 1905647 333155 SH SOLE 333155 0 0 MGP INGREDIENTS INC NEW NOTE 1.875%11/1 55303JAB2 43811416 40914000 PRN OTR 1 0 40914000 0 MGP INGREDIENTS INC NEW NOTE 1.875%11/1 55303JAB2 145846 137000 PRN OTR 4 61000 76000 0 MGP INGREDIENTS INC NEW NOTE 1.875%11/1 55303JAB2 4779919 4490000 PRN DFND 1 143000 4336000 11000 MGP INGREDIENTS INC NEW NOTE 1.875%11/1 55303JAB2 2157697 2015000 PRN SOLE 2015000 0 0 MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8 68417192 68383000 PRN OTR 1 0 68383000 0 MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8 177199 178000 PRN OTR 4 78000 100000 0 MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8 2945472 2944000 PRN SOLE 2944000 0 0 MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8 5906302 5933000 PRN DFND 1 192000 5726000 15000 MIRUM PHARMACEUTICALS INC NOTE 4.000% 5/0 604749AB7 1707123 1162000 PRN SOLE 1162000 0 0 MIRUM PHARMACEUTICALS INC NOTE 4.000% 5/0 604749AB7 43854836 29851000 PRN OTR 1 0 29851000 0 MIRUM PHARMACEUTICALS INC NOTE 4.000% 5/0 604749AB7 3310293 2259000 PRN DFND 1 72000 2182000 5000 MIRUM PHARMACEUTICALS INC NOTE 4.000% 5/0 604749AB7 98180 67000 PRN OTR 4 29000 38000 0 MONGODB INC NOTE 0.250% 1/1 60937PAD8 1032914 747000 PRN SOLE 747000 0 0 MONGODB INC NOTE 0.250% 1/1 60937PAD8 20208891 14615000 PRN OTR 1 0 14615000 0 NCL CORP LTD NOTE 1.125% 2/1 62886HBD2 42224148 43454000 PRN OTR 1 0 43454000 0 NCL CORP LTD NOTE 1.125% 2/1 62886HBD2 1646056 1694000 PRN SOLE 1694000 0 0 NCL CORP LTD NOTE 5.375% 8/0 62886HAX9 5687010 4590000 PRN DFND 1 149000 4430000 11000 NCL CORP LTD NOTE 5.375% 8/0 62886HAX9 174699 141000 PRN OTR 4 60000 81000 0 NCL CORP LTD NOTE 5.375% 8/0 62886HAX9 9942 8000 PRN OTR 1 0 8000 0 NEXTERA ENERGY INC UNIT 09/01/2025 65339F713 3081686 65090 SH SOLE 65090 0 0 NEXTERA ENERGY INC UNIT 09/01/2025 65339F713 44030850 930000 SH OTR 1 0 930000 0 NEXTERA ENERGY INC UNIT 09/01/2025 65339F713 10926542 235689 SH DFND 1 7401 227717 571 NEXTERA ENERGY INC UNIT 09/01/2025 65339F713 328739 7091 SH OTR 4 3096 3995 0 NICE LTD NOTE 9/1 653656AB4 2643296 2752000 PRN SOLE 2752000 0 0 NICE LTD NOTE 9/1 653656AB4 8577524 8977000 PRN DFND 1 279000 8676000 22000 NICE LTD NOTE 9/1 653656AB4 55551478 57836000 PRN OTR 1 0 57836000 0 NICE LTD NOTE 9/1 653656AB4 257030 269000 PRN OTR 4 118000 151000 0 NINE ENERGY SERVICE INC COM 65441V101 BBG004M28MG8 4341 3842 SH SOLE 3842 0 0 NINE ENERGY SERVICE INC COM 65441V101 BBG004M28MG8 130782 115736 SH OTR 1 0 115736 0 NINE ENERGY SERVICE INC COM 65441V101 BBG004M28MG8 685 606 SH OTR 5 0 606 0 NORTHERN OIL & GAS INC NOTE 3.625% 4/1 665531AJ8 30721331 26825000 PRN OTR 1 0 26825000 0 NORTHERN OIL & GAS INC NOTE 3.625% 4/1 665531AJ8 5329664 4669000 PRN DFND 1 150000 4508000 11000 NORTHERN OIL & GAS INC NOTE 3.625% 4/1 665531AJ8 1438434 1256000 PRN SOLE 1256000 0 0 NORTHERN OIL & GAS INC NOTE 3.625% 4/1 665531AJ8 163235 143000 PRN OTR 4 62000 81000 0 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 7032954 3173000 PRN DFND 1 98000 3067000 8000 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 208351 94000 PRN OTR 4 42000 52000 0 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 63947142 28818000 PRN OTR 1 0 28818000 0 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 3166513 1427000 PRN SOLE 1427000 0 0 NUTANIX INC NOTE 0.250%10/0 67059NAH1 2074070 1732000 PRN SOLE 1732000 0 0 NUTANIX INC NOTE 0.250%10/0 67059NAH1 196763 165000 PRN OTR 4 72000 93000 0 NUTANIX INC NOTE 0.250%10/0 67059NAH1 40955698 34201000 PRN OTR 1 0 34201000 0 NUTANIX INC NOTE 0.250%10/0 67059NAH1 6474083 5429000 PRN DFND 1 168000 5248000 13000 NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 962767 983000 PRN SOLE 983000 0 0 NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 7918591 8085000 PRN OTR 1 0 8085000 0 NUVEEN AMT FREE MUN CR INC F COM 67071L106 BBG001SHZCF8 12161829 908277 SH OTR 1 0 908277 0 NUVEEN AMT FREE MUN CR INC F COM 67071L106 BBG001SHZCF8 20847761 1556965 SH SOLE 1556965 0 0 NUVEEN AMT FREE QLTY MUN INC COM 670657105 BBG001SKQWJ3 8561686 715262 SH OTR 1 0 715262 0 NUVEEN AMT FREE QLTY MUN INC COM 670657105 BBG001SKQWJ3 39366433 3288758 SH SOLE 3288758 0 0 NUVEEN CA QUALTY MUN INCOME COM 67066Y105 BBG001SCTG12 5493216 462003 SH OTR 1 0 462003 0 NUVEEN CA QUALTY MUN INCOME COM 67066Y105 BBG001SCTG12 20966838 1763401 SH SOLE 1763401 0 0 NUVEEN MUNICIPAL CREDIT INC COM SH BEN INT 67070X101 BBG001S97B05 9449135 721308 SH OTR 1 0 721308 0 NUVEEN MUNICIPAL CREDIT INC COM SH BEN INT 67070X101 BBG001S97B05 31015416 2367589 SH SOLE 2367589 0 0 NUVEEN NEW YORK AMT QLT MUNI COM 670656107 BBG001S90BW7 6979997 623214 SH SOLE 623214 0 0 NUVEEN NEW YORK AMT QLT MUNI COM 670656107 BBG001S90BW7 1953515 174421 SH OTR 1 0 174421 0 NUVEEN NEW YORK QLT MUN INC COM 67066X107 BBG001SCTFW0 200300 16989 SH SOLE 16989 0 0 NUVEEN NEW YORK QLT MUN INC COM 67066X107 BBG001SCTFW0 631119 53530 SH OTR 1 0 53530 0 NUVEEN PENNSYLVANIA QLT MUN COM 670972108 BBG001S6PT66 2944372 233310 SH SOLE 233310 0 0 NUVEEN QUALITY MUNCP INCOME COM 67066V101 BBG001SCTFM1 6083062 491362 SH OTR 1 0 491362 0 NUVEEN QUALITY MUNCP INCOME COM 67066V101 BBG001SCTFM1 21626956 1746927 SH SOLE 1746927 0 0 NUVEEN TAXABLE MUNICPAL INM COM 67074C103 BBG001T6V258 2735584 164695 SH OTR 1 0 164695 0 OIL STS INTL INC NOTE 4.750% 4/0 678026AK1 1665421 1709000 PRN SOLE 1709000 0 0 OIL STS INTL INC NOTE 4.750% 4/0 678026AK1 28856894 29612000 PRN OTR 1 0 29612000 0 OKTA INC NOTE 0.125% 9/0 679295AD7 12267190 12805000 PRN OTR 1 0 12805000 0 OKTA INC NOTE 0.125% 9/0 679295AD7 940756 982000 PRN SOLE 982000 0 0 ON SEMICONDUCTOR CORP NOTE 0.500% 3/0 682189AU9 205233 203000 PRN OTR 4 89000 114000 0 ON SEMICONDUCTOR CORP NOTE 0.500% 3/0 682189AU9 2351176 2317000 PRN SOLE 2317000 0 0 ON SEMICONDUCTOR CORP NOTE 0.500% 3/0 682189AU9 6849525 6775000 PRN DFND 1 214000 6545000 16000 ON SEMICONDUCTOR CORP NOTE 0.500% 3/0 682189AU9 48113357 47414000 PRN OTR 1 0 47414000 0 PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 192416 56000 PRN OTR 4 25000 31000 0 PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 6679584 1944000 PRN DFND 1 62000 1876000 6000 PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 1362636 396000 PRN SOLE 396000 0 0 PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 40018830 11630000 PRN OTR 1 0 11630000 0 PATRICK INDS INC NOTE 1.750%12/0 703343AG8 2244417 1486000 PRN SOLE 1486000 0 0 PATRICK INDS INC NOTE 1.750%12/0 703343AG8 310236 206000 PRN OTR 4 89000 117000 0 PATRICK INDS INC NOTE 1.750%12/0 703343AG8 10567602 7017000 PRN DFND 1 225000 6774000 18000 PATRICK INDS INC NOTE 1.750%12/0 703343AG8 50861878 33675000 PRN OTR 1 0 33675000 0 PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 156807 171000 PRN OTR 4 75000 96000 0 PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 5281920 5760000 PRN DFND 1 180000 5566000 14000 PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 5405686 5863000 PRN OTR 1 0 5863000 0 PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 316246 343000 PRN SOLE 343000 0 0 PERMIAN RESOURCES CORP NOTE 3.250% 4/0 15136AAA0 1611335 678000 PRN SOLE 678000 0 0 PERMIAN RESOURCES CORP NOTE 3.250% 4/0 15136AAA0 34391779 14471000 PRN OTR 1 0 14471000 0 PIONEER MUNICIPAL HIGH INCOM COM 723762100 BBG001SC4CM5 1771527 200399 SH OTR 1 0 200399 0 PIONEER MUNICIPAL HIGH INCOM COM 723762100 BBG001SC4CM5 5444565 615901 SH SOLE 615901 0 0 PIONEER MUNICIPAL HIGH INCOM COM SHS 723763108 BBG001SLS3T2 1929158 200954 SH OTR 1 0 200954 0 PIONEER MUNICIPAL HIGH INCOM COM SHS 723763108 BBG001SLS3T2 5721062 595944 SH SOLE 595944 0 0 POST HLDGS INC NOTE 2.500% 8/1 737446AT1 61210930 51373000 PRN OTR 1 0 51373000 0 POST HLDGS INC NOTE 2.500% 8/1 737446AT1 204508 172000 PRN OTR 4 75000 97000 0 POST HLDGS INC NOTE 2.500% 8/1 737446AT1 6910468 5812000 PRN DFND 1 184000 5614000 14000 POST HLDGS INC NOTE 2.500% 8/1 737446AT1 2398490 2013000 PRN SOLE 2013000 0 0 PPL CAP FDG INC NOTE 2.875% 3/1 69352PAS2 530875 500000 PRN SOLE 500000 0 0 Q2 HLDGS INC NOTE 0.750% 6/0 74736LAD1 7858975 7195000 PRN OTR 1 0 7195000 0 Q2 HLDGS INC NOTE 0.750% 6/0 74736LAD1 611678 560000 PRN SOLE 560000 0 0 RAPID7 INC NOTE 1.250% 3/1 753422AH7 533667 565000 PRN SOLE 565000 0 0 RAPID7 INC NOTE 1.250% 3/1 753422AH7 11712345 12400000 PRN OTR 1 0 12400000 0 RIVIAN AUTOMOTIVE INC NOTE 4.625% 3/1 76954AAB9 77454 86000 PRN OTR 4 36000 50000 0 RIVIAN AUTOMOTIVE INC NOTE 4.625% 3/1 76954AAB9 14012736 15473000 PRN OTR 1 0 15473000 0 RIVIAN AUTOMOTIVE INC NOTE 4.625% 3/1 76954AAB9 2603721 2891000 PRN DFND 1 90000 2793000 8000 RIVIAN AUTOMOTIVE INC NOTE 4.625% 3/1 76954AAB9 550620 608000 PRN SOLE 608000 0 0 ROYAL CARIBBEAN GROUP NOTE 6.000% 8/1 780153BQ4 1270501 355000 PRN SOLE 355000 0 0 ROYAL CARIBBEAN GROUP NOTE 6.000% 8/1 780153BQ4 26734196 7470000 PRN OTR 1 0 7470000 0 SEAGATE HDD CAYMAN NOTE 3.500% 6/0 81180WBL4 1951878 1355000 PRN SOLE 1355000 0 0 SEAGATE HDD CAYMAN NOTE 3.500% 6/0 81180WBL4 41421578 28755000 PRN OTR 1 0 28755000 0 SHIFT4 PMTS INC NOTE 12/1 82452JAB5 36163415 29630000 PRN OTR 1 0 29630000 0 SHIFT4 PMTS INC NOTE 12/1 82452JAB5 206635 170000 PRN OTR 4 75000 95000 0 SHIFT4 PMTS INC NOTE 12/1 82452JAB5 1600076 1311000 PRN SOLE 1311000 0 0 SHIFT4 PMTS INC NOTE 12/1 82452JAB5 6667018 5485000 PRN DFND 1 168000 5304000 13000 SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6 514843 553000 PRN SOLE 553000 0 0 SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6 7252490 7790000 PRN OTR 1 0 7790000 0 SOUTHERN CO NOTE 3.875%12/1 842587DP9 723613 650000 PRN SOLE 650000 0 0 SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 2213469 2189000 PRN SOLE 2189000 0 0 SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 139025 138000 PRN OTR 4 61000 77000 0 SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 57203364 56571000 PRN OTR 1 0 56571000 0 SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 4559628 4526000 PRN DFND 1 145000 4370000 11000 SPDR GOLD TR GOLD SHS 78463V107 BBG001SCPX28 9196418 37836 SH OTR 1 0 37836 0 SUMMIT HOTEL PPTYS NOTE 1.500% 2/1 866082AA8 24421873 25804000 PRN OTR 1 0 25804000 0 SUMMIT HOTEL PPTYS NOTE 1.500% 2/1 866082AA8 780811 825000 PRN SOLE 825000 0 0 TALOS ENERGY INC COM 87484T108 BBG00JPH4JG0 4444280 429399 SH SOLE 429399 0 0 TALOS ENERGY INC COM 87484T108 BBG00JPH4JG0 64035 6187 SH OTR 5 0 6187 0 TALOS ENERGY INC COM 87484T108 BBG00JPH4JG0 27909707 2696590 SH OTR 1 0 2696590 0 TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 1063044 1224000 PRN SOLE 1224000 0 0 TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 21117578 24315000 PRN OTR 1 0 24315000 0 TETRA TECH INC NEW DBCV 2.250% 8/1 88162GAB9 3500478 2665000 PRN SOLE 2665000 0 0 TETRA TECH INC NEW DBCV 2.250% 8/1 88162GAB9 75103303 57178000 PRN OTR 1 0 57178000 0 TETRA TECH INC NEW DBCV 2.250% 8/1 88162GAB9 196275 150000 PRN OTR 4 65000 85000 0 TETRA TECH INC NEW DBCV 2.250% 8/1 88162GAB9 6432586 4916000 PRN DFND 1 157000 4746000 13000 TRANSMEDICS GROUP INC NOTE 1.500% 6/0 89377MAB5 2996220 1623000 PRN SOLE 1623000 0 0 TRANSMEDICS GROUP INC NOTE 1.500% 6/0 89377MAB5 200952 109000 PRN OTR 4 46000 63000 0 TRANSMEDICS GROUP INC NOTE 1.500% 6/0 89377MAB5 6601932 3581000 PRN DFND 1 112000 3460000 9000 TRANSMEDICS GROUP INC NOTE 1.500% 6/0 89377MAB5 71370226 38660000 PRN OTR 1 0 38660000 0 TURNING PT BRANDS INC COM 90041L105 BBG001T99T94 293506 6802 SH OTR 1 0 6802 0 TYLER TEX INDPT SCH DIST NOTE 0.250% 3/1 902252AB1 36208634 29414000 PRN OTR 1 0 29414000 0 TYLER TEX INDPT SCH DIST NOTE 0.250% 3/1 902252AB1 1959752 1592000 PRN SOLE 1592000 0 0 UBER TECHNOLOGIES INC NOTE 12/1 90353TAJ9 6493725 5890000 PRN DFND 1 186000 5690000 14000 UBER TECHNOLOGIES INC NOTE 12/1 90353TAJ9 58565 53000 PRN SOLE 53000 0 0 UBER TECHNOLOGIES INC NOTE 12/1 90353TAJ9 192938 175000 PRN OTR 4 76000 99000 0 VAIL RESORTS INC NOTE 1/0 91879QAN9 189443 201000 PRN OTR 4 89000 112000 0 VAIL RESORTS INC NOTE 1/0 91879QAN9 6244063 6625000 PRN DFND 1 206000 6405000 14000 VAIL RESORTS INC NOTE 1/0 91879QAN9 1106166 1169000 PRN SOLE 1169000 0 0 VODAFONE GROUP PLC NEW SPONSORED ADR 92857W308 BBG001S6MDB8 11683540 1166022 SH OTR 1 0 1166022 0 WELLS FARGO CO NEW PERP PFD CNV A 949746804 30549783 23816 SH OTR 1 0 23816 0 WELLS FARGO CO NEW PERP PFD CNV A 949746804 2933631 2287 SH SOLE 2287 0 0 WELLS FARGO CO NEW PERP PFD CNV A 949746804 2854177 2226 SH DFND 1 75 2146 5 WELLS FARGO CO NEW PERP PFD CNV A 949746804 91036 71 SH OTR 4 31 40 0 WORKIVA INC NOTE 1.250% 8/1 98139AAD7 15295071 16140000 PRN OTR 1 0 16140000 0 WORKIVA INC NOTE 1.250% 8/1 98139AAD7 881315 930000 PRN SOLE 930000 0 0 ZIFF DAVIS INC NOTE 1.750%11/0 48123VAE2 7893703 8505000 PRN OTR 1 0 8505000 0 ZIFF DAVIS INC NOTE 1.750%11/0 48123VAE2 561516 605000 PRN SOLE 605000 0 0 ZILLOW GROUP INC NOTE 1.375% 9/0 98954MAG6 3221175 2175000 PRN SOLE 2175000 0 0 ZILLOW GROUP INC NOTE 1.375% 9/0 98954MAG6 63103929 42609000 PRN OTR 1 0 42609000 0 ZILLOW GROUP INC NOTE 1.375% 9/0 98954MAG6 6104650 4150000 PRN DFND 1 131000 4009000 10000 ZILLOW GROUP INC NOTE 1.375% 9/0 98954MAG6 180933 123000 PRN OTR 4 52000 71000 0 ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 11186 10000 PRN OTR 1 0 10000 0 ZSCALER INC NOTE 0.125% 7/0 98980GAB8 6772220 5551000 PRN DFND 1 172000 5366000 13000 ZSCALER INC NOTE 0.125% 7/0 98980GAB8 207400 170000 PRN OTR 4 75000 95000 0 ZSCALER INC NOTE 0.125% 7/0 98980GAB8 1740725 1421000 PRN SOLE 1421000 0 0 ZSCALER INC NOTE 0.125% 7/0 98980GAB8 21683725 17701000 PRN OTR 1 0 17701000 0