Chief Compliance Officer

0001085146-22-003709.txt : 20221102 0001085146-22-003709.hdr.sgml : 20221102 20221101195605 ACCESSION NUMBER: 0001085146-22-003709 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20220930 FILED AS OF DATE: 20221102 DATE AS OF CHANGE: 20221101 EFFECTIVENESS DATE: 20221102 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: 221351977 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 09-30-2022 09-30-2022 false MACKAY SHIELDS LLC

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

13F HOLDINGS REPORT 028-00046 N Chris Fitzgerald Chief Compliance Officer 212-230-3968 /s/ Chris Fitzgerald New York NY 11-01-2022 7 466 3954985 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 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 75 76000 PRN SOLE 76000 0 0 AES CORP UNIT 02/15/2024 00130H204 7187 81324 SH DFND 1 0 81306 18 AES CORP UNIT 02/15/2024 00130H204 1163 13200 SH SOLE 13200 0 0 AES CORP UNIT 02/15/2024 00130H204 26233 297700 SH OTR 1 0 297700 0 AES CORP UNIT 02/15/2024 00130H204 109 1231 SH OTR 4 0 1231 0 AIR TRANS SVCS GROUP INC NOTE 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SOLE 219217 0 0 INVESCO QUALITY MUN INCOME T COM 46133G107 1760 192750 SH SOLE 192750 0 0 INVESCO SR INCOME TR COM 46131H107 273 73504 SH SOLE 73504 0 0 INVITAE CORP NOTE 2.000% 9/0 46185LAB9 96 120000 PRN SOLE 120000 0 0 IONIS PHARMACEUTICALS INC NOTE 0.125%12/1 462222AB6 180 198000 PRN SOLE 198000 0 0 IONIS PHARMACEUTICALS INC NOTE 4/0 462222AD2 1741 1753000 PRN SOLE 1753000 0 0 IONIS PHARMACEUTICALS INC NOTE 4/0 462222AD2 18528 18656000 PRN OTR 1 0 18656000 0 IONIS PHARMACEUTICALS INC NOTE 4/0 462222AD2 56 57000 PRN OTR 4 0 57000 0 IONIS PHARMACEUTICALS INC NOTE 4/0 462222AD2 3958 4006000 PRN DFND 1 0 4005000 1000 IRONWOOD PHARMACEUTICALS INC NOTE 0.750% 6/1 46333XAF5 121 120000 PRN SOLE 120000 0 0 IRONWOOD PHARMACEUTICALS INC NOTE 1.500% 6/1 46333XAH1 178 174000 PRN SOLE 174000 0 0 ISHARES GOLD TR ISHARES NEW 464285204 29307 929500 SH OTR 1 0 929500 0 ISHARES GOLD TR ISHARES NEW 464285204 0 0 SH SOLE 0 0 0 ISHARES TR 3 7 YR TREAS BD 464288661 593 5190 SH SOLE 5190 0 0 ISHARES TR IBOXX INV CP ETF 464287242 541 5280 SH SOLE 5280 0 0 ISHARES TR MBS ETF 464288588 678 7400 SH SOLE 7400 0 0 ISHARES TR MSCI ACWI EX US 464288240 13610 340154 SH OTR 1 0 340154 0 ISHARES TR MSCI ACWI EX US 464288240 0 0 SH SOLE 0 0 0 ITRON INC NOTE 3/1 465741AN6 157 200000 PRN SOLE 200000 0 0 JAMF HLDG CORP NOTE 0.125% 9/0 47074LAB1 204 250000 PRN SOLE 250000 0 0 JAZZ INVESTMENTS I LTD NOTE 2.000% 6/1 472145AF8 424 394000 PRN SOLE 394000 0 0 JETBLUE AIRWAYS CORP NOTE 0.500% 4/0 477143AP6 6617 9255000 PRN OTR 1 0 9255000 0 JETBLUE AIRWAYS CORP NOTE 0.500% 4/0 477143AP6 588 823000 PRN SOLE 823000 0 0 KARYOPHARM THERAPEUTICS INC NOTE 3.000%10/1 48576UAA4 179 221000 PRN SOLE 221000 0 0 KKR & CO INC 6% MCONV PFD C 48251W401 1493 27350 SH SOLE 27350 0 0 KKR & CO INC 6% MCONV PFD C 48251W401 7897 145115 SH DFND 1 0 145084 31 KKR & CO INC 6% MCONV PFD C 48251W401 24517 449050 SH OTR 1 0 449050 0 KKR & CO INC 6% MCONV PFD C 48251W401 119 2187 SH OTR 4 0 2187 0 KOSMOS ENERGY LTD COM 500688106 6552 1267346 SH OTR 1 0 1267346 0 KOSMOS ENERGY LTD COM 500688106 0 0 SH SOLE 0 0 0 LCI INDS NOTE 1.125% 5/1 501812AB7 172 200000 PRN SOLE 200000 0 0 LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 1401 1165000 PRN SOLE 1165000 0 0 LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 5544 4630000 PRN DFND 1 0 4629000 1000 LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 28018 23300000 PRN OTR 1 0 23300000 0 LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 84 70000 PRN OTR 4 0 70000 0 LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 19628 16537000 PRN OTR 1 0 16537000 0 LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 1473 1241000 PRN SOLE 1241000 0 0 LIVENT CORP NOTE 4.125% 7/1 53814LAB4 188 52000 PRN SOLE 52000 0 0 LIVEPERSON INC NOTE 12/1 538146AD3 137 200000 PRN SOLE 200000 0 0 LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 48773 52025000 PRN OTR 1 0 52025000 0 LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 4038 4307000 PRN SOLE 4307000 0 0 LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 105 113000 PRN OTR 4 0 113000 0 LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 7139 7656000 PRN DFND 1 0 7654000 2000 LYFT INC NOTE 1.500% 5/1 55087PAB0 112 131000 PRN SOLE 131000 0 0 MARRIOTT VACATIONS WORLDWIDE NOTE 1/1 57164YAD9 5701 6170000 PRN OTR 1 0 6170000 0 MARRIOTT VACATIONS WORLDWIDE NOTE 1/1 57164YAD9 608 658000 PRN SOLE 658000 0 0 MFS MUN INCOME TR SH BEN INT 552738106 1612 333155 SH SOLE 333155 0 0 MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8 69583 68383000 PRN OTR 1 0 68383000 0 MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8 8247 8145000 PRN DFND 1 0 8143000 2000 MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8 4039 3969000 PRN SOLE 3969000 0 0 MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8 127 125000 PRN OTR 4 0 125000 0 MICROSTRATEGY INC NOTE 2/1 594972AE1 228 500000 PRN SOLE 500000 0 0 MONGODB INC NOTE 0.250% 1/1 60937PAD8 17096 14615000 PRN OTR 1 0 14615000 0 MONGODB INC NOTE 0.250% 1/1 60937PAD8 1129 965000 PRN SOLE 965000 0 0 NANOSTRING TECHNOLOGIES INC NOTE 2.625% 3/0 63009RAD1 85 100000 PRN SOLE 100000 0 0 NCL CORP LTD NOTE 5.375% 8/0 62886HAX9 694 703000 PRN SOLE 703000 0 0 NCL CORP LTD NOTE 5.375% 8/0 62886HAX9 7428 7530000 PRN OTR 1 0 7530000 0 NCL CORP LTD NOTE 6.000% 5/1 62886HAT8 244 219000 PRN SOLE 219000 0 0 NCL CORP LTD NOTE 6.000% 5/1 62886HAT8 5139 4605000 PRN OTR 1 0 4605000 0 NEUBERGER BERMAN N Y MUN FD COM 64124K102 238 25745 SH SOLE 25745 0 0 NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 117 120000 PRN SOLE 120000 0 0 NEXTERA ENERGY INC UNIT 03/01/2023 65339F770 180 3617 SH OTR 4 0 3617 0 NEXTERA ENERGY INC UNIT 03/01/2023 65339F770 11936 239778 SH DFND 1 0 239726 52 NEXTERA ENERGY INC UNIT 03/01/2023 65339F770 1061 21300 SH SOLE 21300 0 0 NICE LTD NOTE 9/1 653656AB4 87321 94248000 PRN OTR 1 0 94248000 0 NICE LTD NOTE 9/1 653656AB4 166 180000 PRN OTR 4 0 180000 0 NICE LTD NOTE 9/1 653656AB4 11020 11959000 PRN DFND 1 0 11956000 3000 NICE LTD NOTE 9/1 653656AB4 4886 5274000 PRN SOLE 5274000 0 0 NICE LTD SPONSORED ADR 653656108 21972 116725 SH OTR 1 0 116725 0 NICE LTD SPONSORED ADR 653656108 14365 76313 SH SOLE 76313 0 0 NICE LTD SPONSORED ADR 653656108 1 4 SH DFND 1 0 4 0 NOVOCURE LTD NOTE 11/0 67011XAB9 136 150000 PRN SOLE 150000 0 0 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 56904 53206000 PRN OTR 1 0 53206000 0 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 8037 7550000 PRN DFND 1 0 7548000 2000 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 117 110000 PRN OTR 4 0 110000 0 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 2869 2683000 PRN SOLE 2683000 0 0 NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 18399 21043000 PRN OTR 1 0 21043000 0 NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 107 123000 PRN OTR 4 0 123000 0 NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 1484 1697000 PRN SOLE 1697000 0 0 NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 7060 8097000 PRN DFND 1 0 8096000 1000 NUVEEN AMT FREE QLTY MUN INC COM 670657105 18100 1707583 SH SOLE 1707583 0 0 NUVEEN CR STRATEGIES INCOME COM SHS 67073D102 257 50228 SH SOLE 50228 0 0 NUVEEN NEW YORK AMT QLT MUNI COM 670656107 5591 569349 SH SOLE 569349 0 0 NUVEEN NEW YORK AMT QLT MUNI COM 670656107 2022 205883 SH OTR 1 0 205883 0 NUVEEN PENNSYLVANIA QLT MUN COM 670972108 5673 517097 SH SOLE 517097 0 0 NUVEEN QUALITY MUNCP INCOME COM 67066V101 2072 188362 SH SOLE 188362 0 0 OIL STS INTL INC NOTE 1.500% 2/1 678026AH8 545 560000 PRN SOLE 560000 0 0 OIL STS INTL INC NOTE 4.750% 4/0 678026AK1 41325 51208000 PRN OTR 1 0 51208000 0 OIL STS INTL INC NOTE 4.750% 4/0 678026AK1 2940 3643000 PRN SOLE 3643000 0 0 OKTA INC NOTE 0.125% 9/0 679295AD7 10756 12805000 PRN OTR 1 0 12805000 0 OKTA INC NOTE 0.125% 9/0 679295AD7 1688 2009000 PRN SOLE 2009000 0 0 OMNICELL COM NOTE 0.250% 9/1 68213NAD1 308 289000 PRN SOLE 289000 0 0 OMNICELL COM NOTE 0.250% 9/1 68213NAD1 4792 4495000 PRN OTR 1 0 4495000 0 ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 25020 8289000 PRN OTR 1 0 8289000 0 ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 1944 644000 PRN SOLE 644000 0 0 PACIRA BIOSCIENCES INC NOTE 0.750% 8/0 695127AF7 22436 22749000 PRN OTR 1 0 22749000 0 PACIRA BIOSCIENCES INC NOTE 0.750% 8/0 695127AF7 1230 1247000 PRN SOLE 1247000 0 0 PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 130 77000 PRN OTR 4 0 77000 0 PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 8443 4996000 PRN DFND 1 0 4995000 1000 PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 2080 1227000 PRN SOLE 1227000 0 0 PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 35858 21155000 PRN OTR 1 0 21155000 0 PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 49775 26811000 PRN OTR 1 0 26811000 0 PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 3667 1975000 PRN SOLE 1975000 0 0 PARSONS CORP DEL NOTE 0.250% 8/1 70202LAB8 7775 7519000 PRN OTR 1 0 7519000 0 PARSONS CORP DEL NOTE 0.250% 8/1 70202LAB8 737 713000 PRN SOLE 713000 0 0 PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 6097 6234000 PRN DFND 1 0 6233000 1000 PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 90 92000 PRN OTR 4 0 92000 0 PDC ENERGY INC COM 69327R101 8881 153669 SH OTR 1 0 153669 0 PDC ENERGY INC COM 69327R101 0 0 SH SOLE 0 0 0 PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 509 593000 PRN SOLE 593000 0 0 PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 101 118000 PRN OTR 4 0 118000 0 PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 6728 7888000 PRN DFND 1 0 7886000 2000 PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 5030 5863000 PRN OTR 1 0 5863000 0 PELOTON INTERACTIVE INC NOTE 2/1 70614WAB6 185 272000 PRN SOLE 272000 0 0 PENN ENTERTAINMENT INC NOTE 2.750% 5/1 707569AU3 111 79000 PRN SOLE 79000 0 0 PENNYMAC CORP NOTE 5.500%11/0 70932AAD5 94 100000 PRN SOLE 100000 0 0 PERMIAN RESOURCES CORP NOTE 3.250% 4/0 15136AAA0 2522 1879000 PRN SOLE 1879000 0 0 PERMIAN RESOURCES CORP NOTE 3.250% 4/0 15136AAA0 38821 28928000 PRN OTR 1 0 28928000 0 PG&E CORP UNIT 08/16/2023 69331C140 8602 75301 SH DFND 1 0 75285 16 PG&E CORP UNIT 08/16/2023 69331C140 130 1141 SH OTR 4 0 1141 0 PG&E CORP UNIT 08/16/2023 69331C140 36202 315000 SH OTR 1 0 315000 0 PG&E CORP UNIT 08/16/2023 69331C140 2384 20742 SH SOLE 20742 0 0 PGIM GLOBAL HIGH YIELD FD FO COM 69346J106 244 23084 SH SOLE 23084 0 0 PIONEER MUNICIPAL HIGH INCOM COM 723762100 4785 633816 SH SOLE 633816 0 0 PIONEER MUNICIPAL HIGH INCOM COM 723762100 2025 268191 SH OTR 1 0 268191 0 PIONEER MUNICIPAL HIGH INCOM COM SHS 723763108 3403 414531 SH SOLE 414531 0 0 PIONEER MUNICIPAL HIGH INCOM COM SHS 723763108 2674 325717 SH OTR 1 0 325717 0 PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2 20096 9278000 PRN DFND 1 0 9276000 2000 PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2 7405 3411000 PRN SOLE 3411000 0 0 PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2 299 138000 PRN OTR 4 0 138000 0 PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2 116287 53564000 PRN OTR 1 0 53564000 0 PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 157 139000 PRN SOLE 139000 0 0 Q2 HLDGS INC NOTE 0.750% 2/1 74736LAB5 52 70000 PRN SOLE 70000 0 0 Q2 HLDGS INC NOTE 0.750% 6/0 74736LAD1 5724 7195000 PRN OTR 1 0 7195000 0 Q2 HLDGS INC NOTE 0.750% 6/0 74736LAD1 513 645000 PRN SOLE 645000 0 0 RAMBUS INC DEL NOTE 1.375% 2/0 750917AG1 11886 8728000 PRN OTR 1 0 8728000 0 RAMBUS INC DEL NOTE 1.375% 2/0 750917AG1 271 199000 PRN SOLE 199000 0 0 RAPID7 INC NOTE 0.250% 3/1 753422AF1 183 240000 PRN SOLE 240000 0 0 REALOGY GRP LLC/REALOGY CO NOTE 0.250% 6/1 75606DAP6 141 200000 PRN SOLE 200000 0 0 REDWOOD TRUST INC NOTE 4.750% 8/1 758075AC9 79 80000 PRN SOLE 80000 0 0 REPLIGEN CORP NOTE 0.375% 7/1 759916AB5 126 73000 PRN SOLE 73000 0 0 RINGCENTRAL INC NOTE 3/0 76680RAF4 42150 49808000 PRN OTR 1 0 49808000 0 RINGCENTRAL INC NOTE 3/0 76680RAF4 2669 3154000 PRN SOLE 3154000 0 0 RINGCENTRAL INC NOTE 3/0 76680RAF4 6321 7514000 PRN DFND 1 0 7512000 2000 RINGCENTRAL INC NOTE 3/0 76680RAF4 94 112000 PRN OTR 4 0 112000 0 ROYAL CARIBBEAN GROUP NOTE 2.875%11/1 780153BF8 97 103000 PRN SOLE 103000 0 0 ROYAL CARIBBEAN GROUP NOTE 4.250% 6/1 780153BB7 96 99000 PRN OTR 4 0 99000 0 ROYAL CARIBBEAN GROUP NOTE 4.250% 6/1 780153BB7 6335 6514000 PRN DFND 1 0 6513000 1000 SABRE GLBL INC NOTE 4.000% 4/1 78573NAE2 2911 3020000 PRN OTR 1 0 3020000 0 SABRE GLBL INC NOTE 4.000% 4/1 78573NAE2 207 215000 PRN SOLE 215000 0 0 SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 225 135000 PRN SOLE 135000 0 0 SAREPTA THERAPEUTICS INC DEBT 1.250% 9/1 803607AC4 259 250000 PRN SOLE 250000 0 0 SHIFT4 PMTS INC NOTE 0.500% 8/0 82452JAD1 1786 2325000 PRN OTR 1 0 2325000 0 SHIFT4 PMTS INC NOTE 0.500% 8/0 82452JAD1 363 472000 PRN SOLE 472000 0 0 SHIFT4 PMTS INC NOTE 12/1 82452JAB5 391 440000 PRN SOLE 440000 0 0 SHIFT4 PMTS INC NOTE 12/1 82452JAB5 5343 6020000 PRN OTR 1 0 6020000 0 SILICON LABORATORIES INC NOTE 0.625% 6/1 826919AD4 7856 6636000 PRN DFND 1 0 6635000 1000 SILICON LABORATORIES INC NOTE 0.625% 6/1 826919AD4 121 102000 PRN OTR 4 0 102000 0 SILICON LABORATORIES INC NOTE 0.625% 6/1 826919AD4 2554 2148000 PRN SOLE 2148000 0 0 SILICON LABORATORIES INC NOTE 0.625% 6/1 826919AD4 43994 37007000 PRN OTR 1 0 37007000 0 SNAP INC NOTE 0.750% 8/0 83304AAB2 39 45000 PRN OTR 4 0 45000 0 SNAP INC NOTE 0.750% 8/0 83304AAB2 2530 2943000 PRN DFND 1 0 2942000 1000 SNAP INC NOTE 0.750% 8/0 83304AAB2 208 241000 PRN SOLE 241000 0 0 SNAP INC NOTE 5/0 83304AAF3 839 1208000 PRN SOLE 1208000 0 0 SNAP INC NOTE 5/0 83304AAF3 14288 20573000 PRN OTR 1 0 20573000 0 SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6 863 789000 PRN SOLE 789000 0 0 SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6 17757 16239000 PRN OTR 1 0 16239000 0 SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 102 89000 PRN OTR 4 0 89000 0 SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 64788 56571000 PRN OTR 1 0 56571000 0 SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 4342 3791000 PRN SOLE 3791000 0 0 SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 6920 6062000 PRN DFND 1 0 6061000 1000 SPDR GOLD TR GOLD SHS 78463V107 10879 70336 SH OTR 1 0 70336 0 SPDR GOLD TR GOLD SHS 78463V107 0 0 SH SOLE 0 0 0 SPDR SER TR BLOOMBERG 1-3 MO 78468R663 302 3300 SH SOLE 3300 0 0 SPIRIT AIRLS INC NOTE 1.000% 5/1 848577AB8 63 74000 PRN OTR 4 0 74000 0 SPIRIT AIRLS INC NOTE 1.000% 5/1 848577AB8 4007 4706000 PRN DFND 1 0 4705000 1000 SPIRIT AIRLS INC NOTE 1.000% 5/1 848577AB8 107 125000 PRN SOLE 125000 0 0 SPLUNK INC NOTE 0.500% 9/1 848637AC8 31771 33252000 PRN OTR 1 0 33252000 0 SPLUNK INC NOTE 0.500% 9/1 848637AC8 2582 2702000 PRN SOLE 2702000 0 0 SPLUNK INC NOTE 1.125% 9/1 848637AD6 65 74000 PRN OTR 4 0 74000 0 SPLUNK INC NOTE 1.125% 9/1 848637AD6 4195 4768000 PRN DFND 1 0 4767000 1000 STANLEY BLACK & DECKER INC UNIT 11/15/2022 854502846 1025 21000 SH SOLE 21000 0 0 STANLEY BLACK & DECKER INC UNIT 11/15/2022 854502846 16908 346400 SH OTR 1 0 346400 0 SUMMIT HOTEL PPTYS NOTE 1.500% 2/1 866082AA8 1246 1494000 PRN SOLE 1494000 0 0 SUMMIT HOTEL PPTYS NOTE 1.500% 2/1 866082AA8 21521 25804000 PRN OTR 1 0 25804000 0 TABULA RASA HEALTHCARE INC NOTE 1.750% 2/1 873379AA9 61 75000 PRN SOLE 75000 0 0 TALOS ENERGY INC COM 87484T108 46680 2803590 SH OTR 1 0 2803590 0 TALOS ENERGY INC COM 87484T108 103 6187 SH OTR 3 0 6187 0 TALOS ENERGY INC COM 87484T108 9024 542007 SH SOLE 542007 0 0 TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 2720 3694000 PRN SOLE 3694000 0 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 5813 7949000 PRN DFND 1 0 7947000 2000 TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 35230 47847000 PRN OTR 1 0 47847000 0 TERADYNE INC NOTE 1.250%12/1 880770AG7 142 60000 PRN SOLE 60000 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 280 275000 PRN SOLE 275000 0 0 TWITTER INC NOTE 3/1 90184LAN2 239 260000 PRN SOLE 260000 0 0 TYLER TEX INDPT SCH DIST NOTE 0.250% 3/1 902252AB1 323 340000 PRN SOLE 340000 0 0 UBER TECHNOLOGIES INC NOTE 12/1 90353TAJ9 23244 27840000 PRN OTR 1 0 27840000 0 UBER TECHNOLOGIES INC NOTE 12/1 90353TAJ9 1423 1704000 PRN SOLE 1704000 0 0 UNITED STATES STL CORP NOTE 5.000%11/0 912909AT5 83 54000 PRN SOLE 54000 0 0 UPSTART HLDGS INC NOTE 0.250% 8/1 91680MAB3 2587 4645000 PRN OTR 1 0 4645000 0 UPSTART HLDGS INC NOTE 0.250% 8/1 91680MAB3 209 375000 PRN SOLE 375000 0 0 UPWORK INC NOTE 0.250% 8/1 91688FAB0 100 136000 PRN SOLE 136000 0 0 VAIL RESORTS INC NOTE 1/0 91879QAN9 51325 58615000 PRN OTR 1 0 58615000 0 VAIL RESORTS INC NOTE 1/0 91879QAN9 7617 8749000 PRN DFND 1 0 8747000 2000 VAIL RESORTS INC NOTE 1/0 91879QAN9 113 130000 PRN OTR 4 0 130000 0 VAIL RESORTS INC NOTE 1/0 91879QAN9 2942 3360000 PRN SOLE 3360000 0 0 VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417AD2 94 95000 PRN SOLE 95000 0 0 VERINT SYSTEMS INC NOTE 0.250% 4/1 92343XAC4 209 250000 PRN SOLE 250000 0 0 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 1458 1299000 PRN SOLE 1299000 0 0 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 32334 28812000 PRN OTR 1 0 28812000 0 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 3448 3083000 PRN DFND 1 0 3082000 1000 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 50 45000 PRN OTR 4 0 45000 0 VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 126 135000 PRN SOLE 135000 0 0 VISTRA CORP COM 92840M102 0 0 SH SOLE 0 0 0 VISTRA CORP COM 92840M102 292 13918 SH OTR 2 0 13918 0 WAYFAIR INC NOTE 0.625%10/0 94419LAM3 189 280000 PRN SOLE 280000 0 0 WAYFAIR INC NOTE 1.000% 8/1 94419LAF8 160 255000 PRN SOLE 255000 0 0 WELLS FARGO CO NEW PERP PFD CNV A 949746804 59 49 SH OTR 4 0 49 0 WELLS FARGO CO NEW PERP PFD CNV A 949746804 27896 23816 SH OTR 1 0 23816 0 WELLS FARGO CO NEW PERP PFD CNV A 949746804 3661 3041 SH DFND 1 0 3040 1 WELLS FARGO CO NEW PERP PFD CNV A 949746804 4155 3547 SH SOLE 3547 0 0 WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 941 988000 PRN SOLE 988000 0 0 WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 4412 4634000 PRN OTR 1 0 4634000 0 WINNEBAGO INDS INC NOTE 1.500% 4/0 974637AB6 79 75000 PRN SOLE 75000 0 0 WORKIVA INC NOTE 1.125% 8/1 98139AAB1 94 80000 PRN SOLE 80000 0 0 ZENDESK INC NOTE 0.625% 6/1 98936JAD3 17814 18049000 PRN OTR 1 0 18049000 0 ZENDESK INC NOTE 0.625% 6/1 98936JAD3 948 960000 PRN SOLE 960000 0 0 ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 2106 2304000 PRN SOLE 2304000 0 0 ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 6941 7636000 PRN DFND 1 0 7634000 2000 ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 30919 33828000 PRN OTR 1 0 33828000 0 ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 103 113000 PRN OTR 4 0 113000 0 ZSCALER INC NOTE 0.125% 7/0 98980GAB8 1318 1031000 PRN SOLE 1031000 0 0 ZSCALER INC NOTE 0.125% 7/0 98980GAB8 22631 17701000 PRN OTR 1 0 17701000 0 ZYNGA INC NOTE 12/1 98986TAD0 17060 17130000 PRN OTR 1 0 17130000 0 ZYNGA INC NOTE 12/1 98986TAD0 1337 1343000 PRN SOLE 1343000 0 0