0001085146-22-002744.txt : 20220803 0001085146-22-002744.hdr.sgml : 20220803 20220803104551 ACCESSION NUMBER: 0001085146-22-002744 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20220630 FILED AS OF DATE: 20220803 DATE AS OF CHANGE: 20220803 EFFECTIVENESS DATE: 20220803 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: 221131346 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 13F-HR LIVE false false false 0000061227 XXXXXXXX 06-30-2022 06-30-2022 false MACKAY SHIELDS LLC

1345 Avenue of the Americas 42ND FLOOR New York NY 10105

13F HOLDINGS REPORT 028-00046 N Chris Fitzgerald 212-230-3968 /s/ Chris Fitzgerald New York NY 07-26-2022 7 498 4121850 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 8X8 INC NEW NOTE 0.500% 2/0 282914AB6 43 50000 PRN SOLE 50000 0 0 AERIE PHARMACEUTICALS INC NOTE 1.500%10/0 00771VAB4 65 76000 PRN SOLE 76000 0 0 AES CORP UNIT 99/99/9999 00130H204 25718 297700 SH OTR 1 0 297700 0 AES CORP UNIT 99/99/9999 00130H204 1140 13200 SH SOLE 13200 0 0 AES CORP UNIT 99/99/9999 00130H204 7193 83317 SH DFND 1 0 83299 18 AES CORP UNIT 99/99/9999 00130H204 107 1234 SH OTR 4 0 1234 0 AIR TRANS SVCS GROUP INC NOTE 1.125%10/1 00922RAB1 70 65000 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457985AM1 16472 17501000 PRN OTR 1 0 17501000 0 INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1 110 118000 PRN OTR 4 0 118000 0 INTERDIGITAL INC NOTE 2.000% 6/0 45867GAB7 7236 7360000 PRN OTR 1 0 7360000 0 INTERDIGITAL INC NOTE 2.000% 6/0 45867GAB7 438 445000 PRN SOLE 445000 0 0 INVESCO EXCH TRADED FD TR II TAXABLE MUN BD 46138G805 293 10580 SH SOLE 10580 0 0 INVESCO PA VALUE MUN INC TR COM 46132K109 3194 305376 SH SOLE 305376 0 0 INVESCO PA VALUE MUN INC TR COM 46132K109 717 68544 SH OTR 1 0 68544 0 INVESCO QUALITY MUN INCOME T COM 46133G107 1968 192750 SH SOLE 192750 0 0 INVESCO SR INCOME TR COM 46131H107 286 73504 SH SOLE 73504 0 0 INVITAE CORP NOTE 2.000% 9/0 46185LAB9 95 120000 PRN SOLE 120000 0 0 IONIS PHARMACEUTICALS INC NOTE 0.125%12/1 462222AB6 175 198000 PRN SOLE 198000 0 0 IONIS PHARMACEUTICALS INC NOTE 4/0 462222AD2 1570 1717000 PRN SOLE 1717000 0 0 IONIS PHARMACEUTICALS INC NOTE 4/0 462222AD2 17057 18656000 PRN OTR 1 0 18656000 0 IRONWOOD PHARMACEUTICALS INC NOTE 0.750% 6/1 46333XAF5 127 120000 PRN SOLE 120000 0 0 IRONWOOD PHARMACEUTICALS INC NOTE 1.500% 6/1 46333XAH1 190 174000 PRN SOLE 174000 0 0 ISHARES GOLD TR ISHARES NEW 464285204 31891 929500 SH OTR 1 0 929500 0 ISHARES TR 3 7 YR TREAS BD 464288661 286 2400 SH SOLE 2400 0 0 ISHARES TR IBOXX HI YD ETF 464288513 355 4820 SH SOLE 4820 0 0 ISHARES TR IBOXX INV CP ETF 464287242 581 5280 SH SOLE 5280 0 0 ISHARES TR MBS ETF 464288588 675 6927 SH SOLE 6927 0 0 ITRON INC NOTE 3/1 465741AN6 160 200000 PRN SOLE 200000 0 0 JAZZ INVESTMENTS I LTD NOTE 2.000% 6/1 472145AF8 350 297000 PRN SOLE 297000 0 0 JETBLUE AIRWAYS CORP NOTE 0.500% 4/0 477143AP6 6853 9255000 PRN OTR 1 0 9255000 0 JETBLUE AIRWAYS CORP NOTE 0.500% 4/0 477143AP6 609 823000 PRN SOLE 823000 0 0 KARYOPHARM THERAPEUTICS INC NOTE 3.000%10/1 48576UAA4 163 221000 PRN SOLE 221000 0 0 KKR & CO INC 6% MCONV PFD C 48251W401 1626 27350 SH SOLE 27350 0 0 KKR & CO INC 6% MCONV PFD C 48251W401 128 2191 SH OTR 4 0 2191 0 KKR & CO INC 6% MCONV PFD C 48251W401 8687 148580 SH DFND 1 0 148549 31 KKR & CO INC 6% MCONV PFD C 48251W401 26690 449050 SH OTR 1 0 449050 0 KOSMOS ENERGY LTD COM 500688106 4923 795257 SH OTR 1 0 795257 0 LCI INDS NOTE 1.125% 5/1 501812AB7 182 200000 PRN SOLE 200000 0 0 LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229AF9 5 3000 PRN DFND 1 0 3000 0 LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229AF9 33522 19395000 PRN OTR 1 0 19395000 0 LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229AF9 1467 849000 PRN SOLE 849000 0 0 LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 1369 1165000 PRN SOLE 1165000 0 0 LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 5551 4742000 PRN DFND 1 0 4741000 1000 LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 82 70000 PRN OTR 4 0 70000 0 LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 27389 23300000 PRN OTR 1 0 23300000 0 LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 3 2000 PRN DFND 1 0 2000 0 LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 1608 1241000 PRN SOLE 1241000 0 0 LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 21425 16537000 PRN OTR 1 0 16537000 0 LIVENT CORP NOTE 4.125% 7/1 53814LAB4 142 52000 PRN SOLE 52000 0 0 LIVEPERSON INC NOTE 12/1 538146AD3 145 200000 PRN SOLE 200000 0 0 LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 4313 4190000 PRN SOLE 4190000 0 0 LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 117 114000 PRN OTR 4 0 114000 0 LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 8006 7815000 PRN DFND 1 0 7813000 2000 LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 53555 52025000 PRN OTR 1 0 52025000 0 LYFT INC NOTE 1.500% 5/1 55087PAB0 112 131000 PRN SOLE 131000 0 0 MANDIANT INC NOTE 0.875% 6/0 31816QAF8 219 200000 PRN SOLE 200000 0 0 MARRIOTT VACATIONS WORLDWIDE NOTE 1.500% 9/1 57164YAB3 3183 3197000 PRN DFND 1 0 3196000 1000 MARRIOTT VACATIONS WORLDWIDE NOTE 1.500% 9/1 57164YAB3 48 48000 PRN OTR 4 0 48000 0 MARRIOTT VACATIONS WORLDWIDE NOTE 1/1 57164YAD9 600 658000 PRN SOLE 658000 0 0 MARRIOTT VACATIONS WORLDWIDE NOTE 1/1 57164YAD9 5630 6170000 PRN OTR 1 0 6170000 0 MFS MUN INCOME TR SH BEN INT 552738106 1812 333155 SH SOLE 333155 0 0 MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8 3571 3571000 PRN SOLE 3571000 0 0 MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8 68383 68383000 PRN OTR 1 0 68383000 0 MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8 8317 8359000 PRN DFND 1 0 8357000 2000 MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8 125 126000 PRN OTR 4 0 126000 0 MICROSTRATEGY INC NOTE 2/1 594972AE1 221 500000 PRN SOLE 500000 0 0 MONGODB INC NOTE 0.250% 1/1 60937PAD8 1286 917000 PRN SOLE 917000 0 0 MONGODB INC NOTE 0.250% 1/1 60937PAD8 20494 14615000 PRN OTR 1 0 14615000 0 MONGODB INC NOTE 0.250% 1/1 60937PAD8 3 2000 PRN DFND 1 0 2000 0 NANOSTRING TECHNOLOGIES INC NOTE 2.625% 3/0 63009RAD1 80 100000 PRN SOLE 100000 0 0 NCL CORP LTD NOTE 5.375% 8/0 62886HAX9 7276 7530000 PRN OTR 1 0 7530000 0 NCL CORP LTD NOTE 5.375% 8/0 62886HAX9 679 703000 PRN SOLE 703000 0 0 NCL CORP LTD NOTE 6.000% 5/1 62886HAT8 5126 4605000 PRN OTR 1 0 4605000 0 NCL CORP LTD NOTE 6.000% 5/1 62886HAT8 244 219000 PRN SOLE 219000 0 0 NEUBERGER BERMAN N Y MUN FD COM 64124K102 254 25745 SH SOLE 25745 0 0 NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 116 120000 PRN SOLE 120000 0 0 NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 12192 245564 SH DFND 1 0 245512 52 NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 180 3625 SH OTR 4 0 3625 0 NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 1059 21300 SH SOLE 21300 0 0 NICE LTD NOTE 9/1 653656AB4 177 180000 PRN OTR 4 0 180000 0 NICE LTD NOTE 9/1 653656AB4 93070 94248000 PRN OTR 1 0 94248000 0 NICE LTD NOTE 9/1 653656AB4 11984 12197000 PRN DFND 1 0 12194000 3000 NICE LTD NOTE 9/1 653656AB4 5085 5149000 PRN SOLE 5149000 0 0 NICE LTD SPONSORED ADR 653656108 14686 76313 SH SOLE 76313 0 0 NICE LTD SPONSORED ADR 653656108 22464 116725 SH OTR 1 0 116725 0 NICE LTD SPONSORED ADR 653656108 2 10 SH DFND 1 0 10 0 NOVOCURE LTD NOTE 11/0 67011XAB9 130 150000 PRN SOLE 150000 0 0 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 8258 7693000 PRN DFND 1 0 7691000 2000 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 119 111000 PRN OTR 4 0 111000 0 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 57383 53206000 PRN OTR 1 0 53206000 0 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 2894 2683000 PRN SOLE 2683000 0 0 NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 7377 8295000 PRN DFND 1 0 8294000 1000 NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 109 123000 PRN OTR 4 0 123000 0 NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 1424 1597000 PRN SOLE 1597000 0 0 NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 18768 21043000 PRN OTR 1 0 21043000 0 NUVEEN AMT FREE QLTY MUN INC COM 670657105 20064 1707583 SH SOLE 1707583 0 0 NUVEEN CR STRATEGIES INCOME COM SHS 67073D102 261 50228 SH SOLE 50228 0 0 NUVEEN NEW YORK AMT QLT MUNI COM 670656107 6470 585522 SH SOLE 585522 0 0 NUVEEN NEW YORK AMT QLT MUNI COM 670656107 2275 205883 SH OTR 1 0 205883 0 NUVEEN PENNSYLVANIA QLT MUN COM 670972108 6303 517097 SH SOLE 517097 0 0 NUVEEN QUALITY MUNCP INCOME COM 67066V101 2349 188362 SH SOLE 188362 0 0 OIL STS INTL INC NOTE 1.500% 2/1 678026AH8 545 560000 PRN SOLE 560000 0 0 OKTA INC NOTE 0.125% 9/0 679295AD7 1770 2009000 PRN SOLE 2009000 0 0 OKTA INC NOTE 0.125% 9/0 679295AD7 11281 12805000 PRN OTR 1 0 12805000 0 OMNICELL COM NOTE 0.250% 9/1 68213NAD1 5742 4495000 PRN OTR 1 0 4495000 0 OMNICELL COM NOTE 0.250% 9/1 68213NAD1 369 289000 PRN SOLE 289000 0 0 ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 1573 644000 PRN SOLE 644000 0 0 ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 20250 8289000 PRN OTR 1 0 8289000 0 OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 87 87000 PRN SOLE 87000 0 0 PACIRA BIOSCIENCES INC NOTE 0.750% 8/0 695127AF7 1294 1247000 PRN SOLE 1247000 0 0 PACIRA BIOSCIENCES INC NOTE 0.750% 8/0 695127AF7 23613 22749000 PRN OTR 1 0 22749000 0 PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 8796 5132000 PRN DFND 1 0 5131000 1000 PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 134 78000 PRN OTR 4 0 78000 0 PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 36365 21155000 PRN OTR 1 0 21155000 0 PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 1991 1158000 PRN SOLE 1158000 0 0 PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 49906 26811000 PRN OTR 1 0 26811000 0 PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 3676 1975000 PRN SOLE 1975000 0 0 PARSONS CORP DEL NOTE 0.250% 8/1 70202LAB8 753 713000 PRN SOLE 713000 0 0 PARSONS CORP DEL NOTE 0.250% 8/1 70202LAB8 7936 7519000 PRN OTR 1 0 7519000 0 PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 6251 6385000 PRN DFND 1 0 6384000 1000 PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 90 92000 PRN OTR 4 0 92000 0 PDC ENERGY INC COM 69327R101 9468 153669 SH OTR 1 0 153669 0 PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 5250 5863000 PRN OTR 1 0 5863000 0 PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 106 119000 PRN OTR 4 0 119000 0 PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 7188 8072000 PRN DFND 1 0 8070000 2000 PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 531 593000 PRN SOLE 593000 0 0 PELOTON INTERACTIVE INC NOTE 2/1 70614WAB6 173 272000 PRN SOLE 272000 0 0 PENN NATL GAMING INC NOTE 2.750% 5/1 707569AU3 117 79000 PRN SOLE 79000 0 0 PENN NATL GAMING INC NOTE 2.750% 5/1 707569AU3 1 1000 PRN DFND 1 0 1000 0 PENNYMAC CORP NOTE 5.500%11/0 70932AAD5 97 100000 PRN SOLE 100000 0 0 PG&E CORP UNIT 99/99/9999 69331C140 30290 315000 SH OTR 1 0 315000 0 PG&E CORP UNIT 99/99/9999 69331C140 1946 20242 SH SOLE 20242 0 0 PG&E CORP UNIT 99/99/9999 69331C140 7372 77112 SH DFND 1 0 77096 16 PG&E CORP UNIT 99/99/9999 69331C140 109 1144 SH OTR 4 0 1144 0 PGIM GLOBAL HIGH YIELD FD FO COM 69346J106 265 23084 SH SOLE 23084 0 0 PIONEER MUNICIPAL HIGH INCOM COM 723762100 6419 735260 SH SOLE 735260 0 0 PIONEER MUNICIPAL HIGH INCOM COM 723762100 2341 268191 SH OTR 1 0 268191 0 PIONEER MUNICIPAL HIGH INCOM COM SHS 723763108 3023 325717 SH OTR 1 0 325717 0 PIONEER MUNICIPAL HIGH INCOM COM SHS 723763108 4284 461642 SH SOLE 461642 0 0 PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2 20528 9495000 PRN DFND 1 0 9493000 2000 PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2 116073 53564000 PRN OTR 1 0 53564000 0 PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2 298 138000 PRN OTR 4 0 138000 0 PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2 7457 3441000 PRN SOLE 3441000 0 0 PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 156 139000 PRN SOLE 139000 0 0 Q2 HLDGS INC NOTE 0.750% 2/1 74736LAB5 59 70000 PRN SOLE 70000 0 0 Q2 HLDGS INC NOTE 0.750% 6/0 74736LAD1 6004 7195000 PRN OTR 1 0 7195000 0 Q2 HLDGS INC NOTE 0.750% 6/0 74736LAD1 538 645000 PRN SOLE 645000 0 0 RAMBUS INC DEL NOTE 1.375% 2/0 750917AG1 239 199000 PRN SOLE 199000 0 0 RAMBUS INC DEL NOTE 1.375% 2/0 750917AG1 10487 8728000 PRN OTR 1 0 8728000 0 RAPID7 INC NOTE 0.250% 3/1 753422AF1 217 240000 PRN SOLE 240000 0 0 RBC BEARINGS INC 5% CNV PFD SR A 75524B203 3138 32877 SH OTR 1 0 32877 0 RBC BEARINGS INC 5% CNV PFD SR A 75524B203 1 11 SH DFND 1 0 11 0 RBC BEARINGS INC 5% CNV PFD SR A 75524B203 151 1577 SH SOLE 1577 0 0 REALOGY GRP LLC/REALOGY CO NOTE 0.250% 6/1 75606DAP6 147 200000 PRN SOLE 200000 0 0 REDWOOD TRUST INC NOTE 4.750% 8/1 758075AC9 76 80000 PRN SOLE 80000 0 0 REPLIGEN CORP NOTE 0.375% 7/1 759916AB5 111 73000 PRN SOLE 73000 0 0 REPLIGEN CORP NOTE 0.375% 7/1 759916AB5 2 1000 PRN DFND 1 0 1000 0 RINGCENTRAL INC NOTE 3/0 76680RAF4 2594 3154000 PRN SOLE 3154000 0 0 RINGCENTRAL INC NOTE 3/0 76680RAF4 92 112000 PRN OTR 4 0 112000 0 RINGCENTRAL INC NOTE 3/0 76680RAF4 6265 7664000 PRN DFND 1 0 7662000 2000 RINGCENTRAL INC NOTE 3/0 76680RAF4 40967 49808000 PRN OTR 1 0 49808000 0 ROYAL CARIBBEAN GROUP NOTE 2.875%11/1 780153BF8 94 103000 PRN SOLE 103000 0 0 ROYAL CARIBBEAN GROUP NOTE 4.250% 6/1 780153BB7 95 99000 PRN OTR 4 0 99000 0 ROYAL CARIBBEAN GROUP NOTE 4.250% 6/1 780153BB7 1252 1304000 PRN SOLE 1304000 0 0 ROYAL CARIBBEAN GROUP NOTE 4.250% 6/1 780153BB7 6405 6707000 PRN DFND 1 0 6706000 1000 ROYAL CARIBBEAN GROUP NOTE 4.250% 6/1 780153BB7 16250 16927000 PRN OTR 1 0 16927000 0 SABRE GLBL INC NOTE 4.000% 4/1 78573NAE2 224 215000 PRN SOLE 215000 0 0 SABRE GLBL INC NOTE 4.000% 4/1 78573NAE2 3150 3020000 PRN OTR 1 0 3020000 0 SAILPOINT TECHNOLOGIES HLDGS NOTE 0.125% 9/1 78781PAB1 122 55000 PRN SOLE 55000 0 0 SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 1 1000 PRN DFND 1 0 1000 0 SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 169 135000 PRN SOLE 135000 0 0 SHIFT4 PMTS INC NOTE 12/1 82452JAB5 4855 6020000 PRN OTR 1 0 6020000 0 SHIFT4 PMTS INC NOTE 12/1 82452JAB5 355 440000 PRN SOLE 440000 0 0 SHOPIFY INC NOTE 0.125%11/0 82509LAA5 1269 1515000 PRN SOLE 1515000 0 0 SHOPIFY INC NOTE 0.125%11/0 82509LAA5 28261 33745000 PRN OTR 1 0 33745000 0 SILICON LABORATORIES INC NOTE 0.625% 6/1 826919AD4 8816 6821000 PRN DFND 1 0 6820000 1000 SILICON LABORATORIES INC NOTE 0.625% 6/1 826919AD4 48017 37007000 PRN OTR 1 0 37007000 0 SILICON LABORATORIES INC NOTE 0.625% 6/1 826919AD4 132 102000 PRN OTR 4 0 102000 0 SILICON LABORATORIES INC NOTE 0.625% 6/1 826919AD4 2787 2148000 PRN SOLE 2148000 0 0 SNAP INC NOTE 0.750% 8/0 83304AAB2 43 45000 PRN OTR 4 0 45000 0 SNAP INC NOTE 0.750% 8/0 83304AAB2 229 241000 PRN SOLE 241000 0 0 SNAP INC NOTE 0.750% 8/0 83304AAB2 2856 3013000 PRN DFND 1 0 3012000 1000 SNAP INC NOTE 5/0 83304AAF3 843 1208000 PRN SOLE 1208000 0 0 SNAP INC NOTE 5/0 83304AAF3 14350 20573000 PRN OTR 1 0 20573000 0 SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6 2 2000 PRN DFND 1 0 2000 0 SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6 19600 16239000 PRN OTR 1 0 16239000 0 SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6 952 789000 PRN SOLE 789000 0 0 SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 105 89000 PRN OTR 4 0 89000 0 SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 4367 3697000 PRN SOLE 3697000 0 0 SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 66824 56571000 PRN OTR 1 0 56571000 0 SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 7311 6209000 PRN DFND 1 0 6208000 1000 SPDR GOLD TR GOLD SHS 78463V107 12691 75336 SH OTR 1 0 75336 0 SPIRIT AIRLS INC NOTE 1.000% 5/1 848577AB8 67 74000 PRN OTR 4 0 74000 0 SPIRIT AIRLS INC NOTE 1.000% 5/1 848577AB8 4336 4810000 PRN DFND 1 0 4809000 1000 SPIRIT AIRLS INC NOTE 1.000% 5/1 848577AB8 113 125000 PRN SOLE 125000 0 0 SPLUNK INC NOTE 0.500% 9/1 848637AC8 2479 2577000 PRN SOLE 2577000 0 0 SPLUNK INC NOTE 0.500% 9/1 848637AC8 31988 33252000 PRN OTR 1 0 33252000 0 SPLUNK INC NOTE 1.125% 9/1 848637AD6 69 74000 PRN OTR 4 0 74000 0 SPLUNK INC NOTE 1.125% 9/1 848637AD6 4584 4890000 PRN DFND 1 0 4889000 1000 STANLEY BLACK & DECKER INC UNIT 11/15/2022 854502846 23462 346400 SH OTR 1 0 346400 0 STANLEY BLACK & DECKER INC UNIT 11/15/2022 854502846 1422 21000 SH SOLE 21000 0 0 SUMMIT HOTEL PPTYS NOTE 1.500% 2/1 866082AA8 1270 1494000 PRN SOLE 1494000 0 0 SUMMIT HOTEL PPTYS NOTE 1.500% 2/1 866082AA8 21933 25804000 PRN OTR 1 0 25804000 0 TABULA RASA HEALTHCARE INC NOTE 1.750% 2/1 873379AA9 52 75000 PRN SOLE 75000 0 0 TALOS ENERGY INC COM 87484T108 8385 542007 SH SOLE 542007 0 0 TALOS ENERGY INC COM 87484T108 96 6187 SH OTR 5 0 6187 0 TALOS ENERGY INC COM 87484T108 43372 2803590 SH OTR 1 0 2803590 0 TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 90 123000 PRN OTR 4 0 123000 0 TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 5960 8137000 PRN DFND 1 0 8135000 2000 TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 2724 3694000 PRN SOLE 3694000 0 0 TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 42650 57830000 PRN OTR 1 0 57830000 0 TERADYNE INC NOTE 1.250%12/1 880770AG7 170 60000 PRN SOLE 60000 0 0 TESLA INC NOTE 2.000% 5/1 88160RAG6 238 22000 PRN SOLE 22000 0 0 TRANSOCEAN INC DEB 0.500% 1/3 893830BJ7 130 135000 PRN SOLE 135000 0 0 TWITTER INC NOTE 0.250% 6/1 90184LAF9 270 275000 PRN SOLE 275000 0 0 TWITTER INC NOTE 3/1 90184LAN2 231 260000 PRN SOLE 260000 0 0 TYLER TEX INDPT SCH DIST NOTE 0.250% 3/1 902252AB1 320 340000 PRN SOLE 340000 0 0 UBER TECHNOLOGIES INC NOTE 12/1 90353TAJ9 1368 1704000 PRN SOLE 1704000 0 0 UBER TECHNOLOGIES INC NOTE 12/1 90353TAJ9 2 3000 PRN DFND 1 0 3000 0 UBER TECHNOLOGIES INC NOTE 12/1 90353TAJ9 22348 27840000 PRN OTR 1 0 27840000 0 UNITED STATES STL CORP NOTE 5.000%11/0 912909AT5 85 54000 PRN SOLE 54000 0 0 VAIL RESORTS INC NOTE 1/0 91879QAN9 7727 8882000 PRN DFND 1 0 8880000 2000 VAIL RESORTS INC NOTE 1/0 91879QAN9 2894 3307000 PRN SOLE 3307000 0 0 VAIL RESORTS INC NOTE 1/0 91879QAN9 113 130000 PRN OTR 4 0 130000 0 VAIL RESORTS INC NOTE 1/0 91879QAN9 51288 58615000 PRN OTR 1 0 58615000 0 VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417AD2 94 95000 PRN SOLE 95000 0 0 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 51 45000 PRN OTR 4 0 45000 0 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 1469 1299000 PRN SOLE 1299000 0 0 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 3558 3156000 PRN DFND 1 0 3155000 1000 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 32594 28812000 PRN OTR 1 0 28812000 0 VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 128 135000 PRN SOLE 135000 0 0 VISTRA CORP COM 92840M102 318 13918 SH OTR 2 0 13918 0 WAYFAIR INC NOTE 0.625%10/0 94419LAM3 2 3000 PRN DFND 1 0 3000 0 WAYFAIR INC NOTE 0.625%10/0 94419LAM3 186 280000 PRN SOLE 280000 0 0 WAYFAIR INC NOTE 1.000% 8/1 94419LAF8 164 255000 PRN SOLE 255000 0 0 WAYFAIR INC NOTE 1.000% 8/1 94419LAF8 1 1000 PRN DFND 1 0 1000 0 WELLS FARGO CO NEW PERP PFD CNV A 949746804 60 49 SH OTR 4 0 49 0 WELLS FARGO CO NEW PERP PFD CNV A 949746804 3792 3120 SH DFND 1 0 3119 1 WELLS FARGO CO NEW PERP PFD CNV A 949746804 28758 23816 SH OTR 1 0 23816 0 WELLS FARGO CO NEW PERP PFD CNV A 949746804 3800 3147 SH SOLE 3147 0 0 WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 4 4000 PRN DFND 1 0 4000 0 WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 944 988000 PRN SOLE 988000 0 0 WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 4425 4634000 PRN OTR 1 0 4634000 0 WHITING PETE CORP NEW COM NEW 966387508 16325 239968 SH OTR 1 0 239968 0 WHITING PETE CORP NEW COM NEW 966387508 1994 29317 SH SOLE 29317 0 0 WINNEBAGO INDS INC NOTE 1.500% 4/0 974637AB6 77 75000 PRN SOLE 75000 0 0 WORKDAY INC NOTE 0.250%10/0 98138HAF8 23873 22780000 PRN OTR 1 0 22780000 0 WORKDAY INC NOTE 0.250%10/0 98138HAF8 5116 4893000 PRN DFND 1 0 4892000 1000 WORKDAY INC NOTE 0.250%10/0 98138HAF8 1543 1472000 PRN SOLE 1472000 0 0 WORKDAY INC NOTE 0.250%10/0 98138HAF8 78 75000 PRN OTR 4 0 75000 0 WORKIVA INC NOTE 1.125% 8/1 98139AAB1 87 80000 PRN SOLE 80000 0 0 ZENDESK INC NOTE 0.625% 6/1 98936JAD3 17571 18049000 PRN OTR 1 0 18049000 0 ZENDESK INC NOTE 0.625% 6/1 98936JAD3 845 868000 PRN SOLE 868000 0 0 ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 106 113000 PRN OTR 4 0 113000 0 ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 2182 2304000 PRN SOLE 2304000 0 0 ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 7350 7803000 PRN DFND 1 0 7801000 2000 ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 32035 33828000 PRN OTR 1 0 33828000 0 ZSCALER INC NOTE 0.125% 7/0 98980GAB8 2 2000 PRN DFND 1 0 2000 0 ZSCALER INC NOTE 0.125% 7/0 98980GAB8 1253 1031000 PRN SOLE 1031000 0 0 ZSCALER INC NOTE 0.125% 7/0 98980GAB8 21516 17701000 PRN OTR 1 0 17701000 0 ZYNGA INC NOTE 12/1 98986TAD0 17216 17130000 PRN OTR 1 0 17130000 0 ZYNGA INC NOTE 12/1 98986TAD0 1350 1343000 PRN SOLE 1343000 0 0