Chief Compliance Officer

0001085146-23-000464.txt : 20230131 0001085146-23-000464.hdr.sgml : 20230131 20230130200457 ACCESSION NUMBER: 0001085146-23-000464 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20221231 FILED AS OF DATE: 20230131 DATE AS OF CHANGE: 20230130 EFFECTIVENESS DATE: 20230131 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: 23569794 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 12-31-2022 12-31-2022 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 01-30-2023 7 462 3919396919 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 45750 50000 PRN SOLE 50000 0 0 AES CORP UNIT 02/15/2024 00130H204 7876804 77216 SH DFND 1 0 77198 18 AES CORP UNIT 02/15/2024 00130H204 1351548 13200 SH SOLE 13200 0 0 AES CORP UNIT 02/15/2024 00130H204 128839 1263 SH OTR 4 0 1263 0 AES CORP UNIT 02/15/2024 00130H204 30481503 297700 SH OTR 1 0 297700 0 AFFIRM HLDGS INC NOTE 11/1 00827BAB2 222000 400000 PRN SOLE 400000 0 0 AIR TRANS SVCS GROUP 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306204 19246 SH SOLE 19246 0 0 GRANITE PT MTG TR INC NOTE 6.375%10/0 38741LAC1 608938 622000 PRN SOLE 622000 0 0 GREENBRIER COS INC NOTE 2.875% 4/1 393657AM3 16367450 18463000 PRN OTR 1 0 18463000 0 GREENBRIER COS INC NOTE 2.875% 4/1 393657AM3 828878 935000 PRN SOLE 935000 0 0 GUARDANT HEALTH INC NOTE 11/1 40131MAB5 659499 1052000 PRN SOLE 1052000 0 0 GUARDANT HEALTH INC NOTE 11/1 40131MAB5 9102588 14520000 PRN OTR 1 0 14520000 0 GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 111660 120000 PRN SOLE 120000 0 0 GULFPORT ENERGY CORP COMMON SHARES 402635502 BBG0112Z8766 117272731 1592514 SH OTR 1 0 1592514 0 GULFPORT ENERGY CORP COMMON SHARES 402635502 BBG0112Z8766 40395885 548559 SH SOLE 548559 0 0 GULFPORT ENERGY CORP COMMON SHARES 402635502 BBG0112Z8766 325121 4415 SH OTR 5 0 4415 0 HAEMONETICS CORP MASS NOTE 3/0 405024AB6 1190422 1432000 PRN SOLE 1432000 0 0 HAEMONETICS CORP MASS NOTE 3/0 405024AB6 15445554 18580000 PRN OTR 1 0 18580000 0 HALOZYME THERAPEUTICS INC NOTE 0.250% 3/0 40637HAD1 27248 28000 PRN SOLE 28000 0 0 HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 4186199 3019000 PRN SOLE 3019000 0 0 HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 163031 118000 PRN OTR 4 0 118000 0 HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 60539734 43660000 PRN OTR 1 0 43660000 0 HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 10113458 7320000 PRN DFND 1 0 7319000 1000 HUBSPOT INC NOTE 0.375% 6/0 443573AD2 193817 157000 PRN SOLE 157000 0 0 ILLUMINA INC NOTE 8/1 452327AK5 36335855 37422000 PRN OTR 1 0 37422000 0 ILLUMINA INC NOTE 8/1 452327AK5 2241012 2308000 PRN SOLE 2308000 0 0 IMPINJ INC NOTE 1.125% 5/1 453204AD1 11489675 9535000 PRN OTR 1 0 9535000 0 IMPINJ INC NOTE 1.125% 5/1 453204AD1 777225 645000 PRN SOLE 645000 0 0 INFINERA CORP NOTE 2.125% 9/0 45667GAC7 127595 130000 PRN SOLE 130000 0 0 INFINERA CORP NOTE 2.500% 3/0 45667GAE3 584550 523000 PRN SOLE 523000 0 0 INFINERA CORP NOTE 2.500% 3/0 45667GAE3 12898092 11540000 PRN OTR 1 0 11540000 0 INSIGHT ENTERPRISES INC NOTE 0.750% 2/1 45765UAB9 128010 85000 PRN SOLE 85000 0 0 INSMED INC NOTE 1.750% 1/1 457669AA7 176248 187000 PRN SOLE 187000 0 0 INSULET CORP NOTE 0.375% 9/0 45784PAK7 537043 379000 PRN SOLE 379000 0 0 INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1 1796004 1843000 PRN SOLE 1843000 0 0 INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1 17054725 17501000 PRN OTR 1 0 17501000 0 INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1 113432 117000 PRN OTR 4 0 117000 0 INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1 7052143 7274000 PRN DFND 1 0 7272000 2000 INTERDIGITAL INC NOTE 2.000% 6/0 45867GAB7 7079400 7360000 PRN OTR 1 0 7360000 0 INTERDIGITAL INC NOTE 2.000% 6/0 45867GAB7 428034 445000 PRN SOLE 445000 0 0 INVESCO EXCH TRADED FD TR II TAXABLE MUN BD 46138G805 BBG001STKGB3 272012 10580 SH SOLE 10580 0 0 INVESCO PA VALUE MUN INC TR COM 46132K109 BBG001S75GP3 586079 59804 SH SOLE 59804 0 0 INVESCO PA VALUE MUN INC TR COM 46132K109 BBG001S75GP3 183250 18699 SH OTR 1 0 18699 0 INVESCO SR INCOME TR COM 46131H107 BBG001SB0BV3 281520 73504 SH SOLE 73504 0 0 INVITAE CORP NOTE 2.000% 9/0 46185LAB9 95100 120000 PRN SOLE 120000 0 0 IONIS PHARMACEUTICALS INC NOTE 0.125%12/1 462222AB6 180794 198000 PRN SOLE 198000 0 0 IONIS PHARMACEUTICALS INC NOTE 4/0 462222AD2 17315100 18656000 PRN OTR 1 0 18656000 0 IONIS PHARMACEUTICALS INC NOTE 4/0 462222AD2 1627003 1753000 PRN SOLE 1753000 0 0 IONIS PHARMACEUTICALS INC NOTE 4/0 462222AD2 55388 60000 PRN OTR 4 0 60000 0 IONIS PHARMACEUTICALS INC NOTE 4/0 462222AD2 3566051 3863000 PRN DFND 1 0 3862000 1000 IRONWOOD PHARMACEUTICALS INC NOTE 0.750% 6/1 46333XAF5 129375 120000 PRN SOLE 120000 0 0 IRONWOOD PHARMACEUTICALS INC NOTE 1.500% 6/1 46333XAH1 190639 174000 PRN SOLE 174000 0 0 ISHARES GOLD TR ISHARES NEW 464285204 BBG001SJK6D5 32151405 929500 SH OTR 1 0 929500 0 ISHARES GOLD TR ISHARES NEW 464285204 BBG001SJK6D5 0 0 SH SOLE 0 0 0 ISHARES TR 20 YR TR BD ETF 464287432 BBG001S8MLN3 252385 2535 SH SOLE 2535 0 0 ISHARES TR 3 7 YR TREAS BD 464288661 BBG001SSD812 711169 6190 SH SOLE 6190 0 0 ISHARES TR IBOXX INV CP ETF 464287242 BBG001S60QR6 556670 5280 SH SOLE 5280 0 0 ISHARES TR MBS ETF 464288588 BBG001SSD8B1 839388 9050 SH SOLE 9050 0 0 ITRON INC NOTE 3/1 465741AN6 164760 200000 PRN SOLE 200000 0 0 JAMF HLDG CORP NOTE 0.125% 9/0 47074LAB1 207000 250000 PRN SOLE 250000 0 0 JAZZ INVESTMENTS I LTD NOTE 2.000% 6/1 472145AF8 470338 394000 PRN SOLE 394000 0 0 JETBLUE AIRWAYS CORP NOTE 0.500% 4/0 477143AP6 6793883 9255000 PRN OTR 1 0 9255000 0 JETBLUE AIRWAYS CORP NOTE 0.500% 4/0 477143AP6 604145 823000 PRN SOLE 823000 0 0 KARYOPHARM THERAPEUTICS INC NOTE 3.000%10/1 48576UAA4 167708 221000 PRN SOLE 221000 0 0 KKR & CO INC 6% MCONV PFD C 48251W401 25846195 449050 SH OTR 1 0 449050 0 KKR & CO INC 6% MCONV PFD C 48251W401 1574198 27350 SH SOLE 27350 0 0 KKR & CO INC 6% MCONV PFD C 48251W401 119710 2091 SH OTR 4 0 2091 0 KKR & CO INC 6% MCONV PFD C 48251W401 7963361 139098 SH DFND 1 0 139067 31 KOSMOS ENERGY LTD COM 500688106 BBG001SJV7R6 0 0 SH SOLE 0 0 0 KOSMOS ENERGY LTD COM 500688106 BBG001SJV7R6 8060321 1267346 SH OTR 1 0 1267346 0 LCI INDS NOTE 1.125% 5/1 501812AB7 169500 200000 PRN SOLE 200000 0 0 LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 28810450 23300000 PRN OTR 1 0 23300000 0 LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 1440523 1165000 PRN SOLE 1165000 0 0 LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 5474018 4445000 PRN DFND 1 0 4444000 1000 LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 89900 73000 PRN OTR 4 0 73000 0 LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 1325454 1241000 PRN SOLE 1241000 0 0 LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 17662399 16537000 PRN OTR 1 0 16537000 0 LIVENT CORP NOTE 4.125% 7/1 53814LAB4 125034 52000 PRN SOLE 52000 0 0 LIVEPERSON INC NOTE 12/1 538146AD3 143620 200000 PRN SOLE 200000 0 0 LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 96898 113000 PRN OTR 4 0 113000 0 LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 3714788 4307000 PRN SOLE 4307000 0 0 LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 6077960 7088000 PRN DFND 1 0 7086000 2000 LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 44871563 52025000 PRN OTR 1 0 52025000 0 LYFT INC NOTE 1.500% 5/1 55087PAB0 115995 131000 PRN SOLE 131000 0 0 MARATHON DIGITAL HOLDINGS IN NOTE 1.000%12/0 565788AB2 46632 200000 PRN SOLE 200000 0 0 MARRIOTT VACATIONS WORLDWIDE NOTE 1/1 57164YAD9 6046600 6170000 PRN OTR 1 0 6170000 0 MARRIOTT VACATIONS WORLDWIDE NOTE 1/1 57164YAD9 660520 674000 PRN SOLE 674000 0 0 MFS MUN INCOME TR SH BEN INT 552738106 BBG001S5T4C2 1725743 333155 SH SOLE 333155 0 0 MGP INGREDIENTS INC NEW NOTE 1.875%11/1 55303JAB2 7142431 5674000 PRN DFND 1 0 5673000 1000 MGP INGREDIENTS INC NEW NOTE 1.875%11/1 55303JAB2 114551 91000 PRN OTR 4 0 91000 0 MGP INGREDIENTS INC NEW NOTE 1.875%11/1 55303JAB2 2043565 1617000 PRN SOLE 1617000 0 0 MGP INGREDIENTS INC NEW NOTE 1.875%11/1 55303JAB2 35117211 27787000 PRN OTR 1 0 27787000 0 MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8 73682683 68383000 PRN OTR 1 0 68383000 0 MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8 4276598 3969000 PRN SOLE 3969000 0 0 MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8 8261468 7703000 PRN DFND 1 0 7701000 2000 MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8 136208 127000 PRN OTR 4 0 127000 0 MICROSTRATEGY INC NOTE 2/1 594972AE1 186900 500000 PRN SOLE 500000 0 0 MONGODB INC NOTE 0.250% 1/1 60937PAD8 1135081 965000 PRN SOLE 965000 0 0 MONGODB INC NOTE 0.250% 1/1 60937PAD8 17190894 14615000 PRN OTR 1 0 14615000 0 NANOSTRING TECHNOLOGIES INC NOTE 2.625% 3/0 63009RAD1 81223 100000 PRN SOLE 100000 0 0 NCL CORP LTD NOTE 1.125% 2/1 62886HBD2 136760 200000 PRN SOLE 200000 0 0 NCL CORP LTD NOTE 5.375% 8/0 62886HAX9 712491 703000 PRN SOLE 703000 0 0 NCL CORP LTD NOTE 5.375% 8/0 62886HAX9 7631655 7530000 PRN OTR 1 0 7530000 0 NCL CORP LTD NOTE 6.000% 5/1 62886HAT8 5398370 4605000 PRN OTR 1 0 4605000 0 NCL CORP LTD NOTE 6.000% 5/1 62886HAT8 256730 219000 PRN SOLE 219000 0 0 NEUBERGER BERMAN N Y MUN FD COM 64124K102 BBG001SHSZN6 242775 25745 SH SOLE 25745 0 0 NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 117660 120000 PRN SOLE 120000 0 0 NEXTERA ENERGY INC UNIT 03/01/2023 65339F770 11652077 229824 SH DFND 1 0 229772 52 NEXTERA ENERGY INC UNIT 03/01/2023 65339F770 1082253 21300 SH SOLE 21300 0 0 NEXTERA ENERGY INC UNIT 03/01/2023 65339F770 188705 3722 SH OTR 4 0 3722 0 NEXTERA ENERGY INC UNIT 09/01/2025 65339F713 429690 8540 SH SOLE 8540 0 0 NICE LTD NOTE 9/1 653656AB4 155513 165000 PRN OTR 4 0 165000 0 NICE LTD NOTE 9/1 653656AB4 89299980 94248000 PRN OTR 1 0 94248000 0 NICE LTD NOTE 9/1 653656AB4 10366558 10999000 PRN DFND 1 0 10996000 3000 NICE LTD NOTE 9/1 653656AB4 4997115 5274000 PRN SOLE 5274000 0 0 NICE LTD SPONSORED ADR 653656108 BBG001S9RK49 2692 14 SH DFND 1 0 14 0 NICE LTD SPONSORED ADR 653656108 BBG001S9RK49 19783439 102878 SH SOLE 102878 0 0 NICE LTD SPONSORED ADR 653656108 BBG001S9RK49 32021988 166521 SH OTR 1 0 166521 0 NOVOCURE LTD NOTE 11/0 67011XAB9 133785 150000 PRN SOLE 150000 0 0 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 7010442 7092000 PRN DFND 1 0 7090000 2000 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 52860161 53206000 PRN OTR 1 0 53206000 0 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 107747 109000 PRN OTR 4 0 109000 0 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 2713249 2731000 PRN SOLE 2731000 0 0 NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 6605916 7541000 PRN DFND 1 0 7540000 1000 NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 1490815 1697000 PRN SOLE 1697000 0 0 NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 18486276 21043000 PRN OTR 1 0 21043000 0 NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 105996 121000 PRN OTR 4 0 121000 0 NUVEEN AMT FREE QLTY MUN INC COM 670657105 BBG001SKQWJ3 19415219 1707583 SH SOLE 1707583 0 0 NUVEEN CR STRATEGIES INCOME COM SHS 67073D102 BBG001SLL7N6 255661 50228 SH SOLE 50228 0 0 NUVEEN NEW YORK AMT QLT MUNI COM 670656107 BBG001S90BW7 5841521 569349 SH SOLE 569349 0 0 NUVEEN NEW YORK AMT QLT MUNI COM 670656107 BBG001S90BW7 2112360 205883 SH OTR 1 0 205883 0 NUVEEN PENNSYLVANIA QLT MUN COM 670972108 BBG001S6PT66 5755290 517097 SH SOLE 517097 0 0 NUVEEN QUALITY MUNCP INCOME COM 67066V101 BBG001SCTFM1 2222672 188362 SH SOLE 188362 0 0 OIL STS INTL INC NOTE 1.500% 2/1 678026AH8 557900 560000 PRN SOLE 560000 0 0 OIL STS INTL INC NOTE 4.750% 4/0 678026AK1 56331678 52130000 PRN OTR 1 0 52130000 0 OIL STS INTL INC NOTE 4.750% 4/0 678026AK1 4023074 3723000 PRN SOLE 3723000 0 0 OKTA INC NOTE 0.125% 9/0 679295AD7 1774952 2009000 PRN SOLE 2009000 0 0 OKTA INC NOTE 0.125% 9/0 679295AD7 11313218 12805000 PRN OTR 1 0 12805000 0 OMNICELL COM NOTE 0.250% 9/1 68213NAD1 253453 289000 PRN SOLE 289000 0 0 OMNICELL COM NOTE 0.250% 9/1 68213NAD1 3942115 4495000 PRN OTR 1 0 4495000 0 ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 24920879 8289000 PRN OTR 1 0 8289000 0 ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 1936186 644000 PRN SOLE 644000 0 0 PACIRA BIOSCIENCES INC NOTE 0.750% 8/0 695127AF7 20602063 22749000 PRN OTR 1 0 22749000 0 PACIRA BIOSCIENCES INC NOTE 0.750% 8/0 695127AF7 1144710 1264000 PRN SOLE 1264000 0 0 PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 6930691 4694000 PRN DFND 1 0 4693000 1000 PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 31341133 21155000 PRN OTR 1 0 21155000 0 PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 1817801 1227000 PRN SOLE 1227000 0 0 PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 116644 79000 PRN OTR 4 0 79000 0 PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 42428408 26811000 PRN OTR 1 0 26811000 0 PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 3125438 1975000 PRN SOLE 1975000 0 0 PARSONS CORP DEL NOTE 0.250% 8/1 70202LAB8 8582939 7519000 PRN OTR 1 0 7519000 0 PARSONS CORP DEL NOTE 0.250% 8/1 70202LAB8 813890 713000 PRN SOLE 713000 0 0 PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 93116 94000 PRN OTR 4 0 94000 0 PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 5900014 5956000 PRN DFND 1 0 5955000 1000 PDC ENERGY INC COM 69327R101 BBG001S5V439 9754908 153669 SH OTR 1 0 153669 0 PDC ENERGY INC COM 69327R101 BBG001S5V439 0 0 SH SOLE 0 0 0 PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 5940095 7222000 PRN DFND 1 0 7220000 2000 PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 88830 108000 PRN OTR 4 0 108000 0 PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 4851633 5863000 PRN OTR 1 0 5863000 0 PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 490708 593000 PRN SOLE 593000 0 0 PELOTON INTERACTIVE INC NOTE 2/1 70614WAB6 194159 272000 PRN SOLE 272000 0 0 PENN ENTERTAINMENT INC NOTE 2.750% 5/1 707569AU3 116841 79000 PRN SOLE 79000 0 0 PENNYMAC CORP NOTE 5.500%11/0 70932AAD5 89750 100000 PRN SOLE 100000 0 0 PERMIAN RESOURCES CORP NOTE 3.250% 4/0 15136AAA0 49134208 28928000 PRN OTR 1 0 28928000 0 PERMIAN RESOURCES CORP NOTE 3.250% 4/0 15136AAA0 3118446 1836000 PRN SOLE 1836000 0 0 PG&E CORP UNIT 08/16/2023 69331C140 2999636 20742 SH SOLE 20742 0 0 PG&E CORP UNIT 08/16/2023 69331C140 45554206 315000 SH OTR 1 0 315000 0 PG&E CORP UNIT 08/16/2023 69331C140 168761 1170 SH OTR 4 0 1170 0 PG&E CORP UNIT 08/16/2023 69331C140 10402012 72116 SH DFND 1 0 72100 16 PGIM GLOBAL HIGH YIELD FD FO COM 69346J106 BBG0037TDYM9 250231 23084 SH SOLE 23084 0 0 PIONEER MUNICIPAL HIGH INCOM COM 723762100 BBG001SC4CM5 3836184 473603 SH SOLE 473603 0 0 PIONEER MUNICIPAL HIGH INCOM COM 723762100 BBG001SC4CM5 1623232 200399 SH OTR 1 0 200399 0 PIONEER MUNICIPAL HIGH INCOM COM SHS 723763108 BBG001SLS3T2 2194318 255748 SH SOLE 255748 0 0 PIONEER MUNICIPAL HIGH INCOM COM SHS 723763108 BBG001SLS3T2 1724185 200954 SH OTR 1 0 200954 0 PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2 7938789 3397000 PRN SOLE 3397000 0 0 PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2 125179068 53564000 PRN OTR 1 0 53564000 0 PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2 20712824 8882000 PRN DFND 1 0 8880000 2000 PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2 328812 141000 PRN OTR 4 0 141000 0 PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 149981 139000 PRN SOLE 139000 0 0 Q2 HLDGS INC NOTE 0.750% 2/1 74736LAB5 68644 70000 PRN SOLE 70000 0 0 Q2 HLDGS INC NOTE 0.750% 6/0 74736LAD1 534060 645000 PRN SOLE 645000 0 0 Q2 HLDGS INC NOTE 0.750% 6/0 74736LAD1 5957460 7195000 PRN OTR 1 0 7195000 0 RAMBUS INC DEL NOTE 1.375% 2/0 750917AG1 375864 199000 PRN SOLE 199000 0 0 RAMBUS INC DEL NOTE 1.375% 2/0 750917AG1 16485115 8728000 PRN OTR 1 0 8728000 0 RAPID7 INC NOTE 0.250% 3/1 753422AF1 188638 240000 PRN SOLE 240000 0 0 REALOGY GRP LLC/REALOGY CO NOTE 0.250% 6/1 75606DAP6 140800 200000 PRN SOLE 200000 0 0 REDWOOD TRUST INC NOTE 4.750% 8/1 758075AC9 78800 80000 PRN SOLE 80000 0 0 REPLIGEN CORP NOTE 0.375% 7/1 759916AB5 117391 73000 PRN SOLE 73000 0 0 RINGCENTRAL INC NOTE 3/0 76680RAF4 92745 108000 PRN OTR 4 0 108000 0 RINGCENTRAL INC NOTE 3/0 76680RAF4 120925 140000 PRN SOLE 140000 0 0 RINGCENTRAL INC NOTE 3/0 76680RAF4 6000945 6988000 PRN DFND 1 0 6986000 2000 ROYAL CARIBBEAN GROUP NOTE 2.875%11/1 780153BF8 101352 103000 PRN SOLE 103000 0 0 ROYAL CARIBBEAN GROUP NOTE 4.250% 6/1 780153BB7 97241 98000 PRN OTR 4 0 98000 0 ROYAL CARIBBEAN GROUP NOTE 4.250% 6/1 780153BB7 5915795 5962000 PRN DFND 1 0 5961000 1000 SABRE GLBL INC NOTE 4.000% 4/1 78573NAE2 3252238 3020000 PRN OTR 1 0 3020000 0 SABRE GLBL INC NOTE 4.000% 4/1 78573NAE2 231534 215000 PRN SOLE 215000 0 0 SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 252518 135000 PRN SOLE 135000 0 0 SAREPTA THERAPEUTICS INC DEBT 1.250% 9/1 803607AC4 289375 250000 PRN SOLE 250000 0 0 SHIFT4 PMTS INC NOTE 0.500% 8/0 82452JAD1 399548 472000 PRN SOLE 472000 0 0 SHIFT4 PMTS INC NOTE 0.500% 8/0 82452JAD1 1968113 2325000 PRN OTR 1 0 2325000 0 SHIFT4 PMTS INC NOTE 12/1 82452JAB5 438075 440000 PRN SOLE 440000 0 0 SHIFT4 PMTS INC NOTE 12/1 82452JAB5 5993663 6020000 PRN OTR 1 0 6020000 0 SILICON LABORATORIES INC NOTE 0.625% 6/1 826919AD4 46421581 37007000 PRN OTR 1 0 37007000 0 SILICON LABORATORIES INC NOTE 0.625% 6/1 826919AD4 128688 103000 PRN OTR 4 0 103000 0 SILICON LABORATORIES INC NOTE 0.625% 6/1 826919AD4 2694451 2148000 PRN SOLE 2148000 0 0 SILICON LABORATORIES INC NOTE 0.625% 6/1 826919AD4 7748779 6202000 PRN DFND 1 0 6201000 1000 SNAP INC NOTE 0.750% 8/0 83304AAB2 34727 41000 PRN OTR 4 0 41000 0 SNAP INC NOTE 0.750% 8/0 83304AAB2 2299605 2715000 PRN DFND 1 0 2714000 1000 SNAP INC NOTE 0.750% 8/0 83304AAB2 205031 241000 PRN SOLE 241000 0 0 SNAP INC NOTE 5/0 83304AAF3 849828 1208000 PRN SOLE 1208000 0 0 SNAP INC NOTE 5/0 83304AAF3 14473106 20573000 PRN OTR 1 0 20573000 0 SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6 20241914 16239000 PRN OTR 1 0 16239000 0 SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6 983489 789000 PRN SOLE 789000 0 0 SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 6981413 5813000 PRN DFND 1 0 5812000 1000 SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 4567207 3791000 PRN SOLE 3791000 0 0 SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 68153912 56571000 PRN OTR 1 0 56571000 0 SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 110492 92000 PRN OTR 4 0 92000 0 SPDR GOLD TR GOLD SHS 78463V107 BBG001SCPX28 0 0 SH SOLE 0 0 0 SPDR GOLD TR GOLD SHS 78463V107 BBG001SCPX28 11931799 70336 SH OTR 1 0 70336 0 SPDR SER TR BBG CONV SEC ETF 78464A359 BBG001T2PMD1 4483276 69681 SH DFND 1 0 69681 0 SPDR SER TR BBG CONV SEC ETF 78464A359 BBG001T2PMD1 71353 1109 SH OTR 4 0 1109 0 SPIRIT AIRLS INC NOTE 1.000% 5/1 848577AB8 3564540 4428000 PRN DFND 1 0 4427000 1000 SPIRIT AIRLS INC NOTE 1.000% 5/1 848577AB8 61985 77000 PRN OTR 4 0 77000 0 SPIRIT AIRLS INC NOTE 1.000% 5/1 848577AB8 101250 125000 PRN SOLE 125000 0 0 SPLUNK INC NOTE 0.500% 9/1 848637AC8 32204562 33252000 PRN OTR 1 0 33252000 0 SPLUNK INC NOTE 0.500% 9/1 848637AC8 2616887 2702000 PRN SOLE 2702000 0 0 SPLUNK INC NOTE 1.125% 9/1 848637AD6 69671 74000 PRN OTR 4 0 74000 0 SPLUNK INC NOTE 1.125% 9/1 848637AD6 4139776 4397000 PRN DFND 1 0 4396000 1000 SUMMIT HOTEL PPTYS NOTE 1.500% 2/1 866082AA8 1283346 1494000 PRN SOLE 1494000 0 0 SUMMIT HOTEL PPTYS NOTE 1.500% 2/1 866082AA8 22165636 25804000 PRN OTR 1 0 25804000 0 TABULA RASA HEALTHCARE INC NOTE 1.750% 2/1 873379AA9 58639 75000 PRN SOLE 75000 0 0 TALOS ENERGY INC COM 87484T108 BBG00JPH4JG0 116811 6187 SH OTR 5 0 6187 0 TALOS ENERGY INC COM 87484T108 BBG00JPH4JG0 10167012 538507 SH SOLE 538507 0 0 TALOS ENERGY INC COM 87484T108 BBG00JPH4JG0 52289859 2769590 SH OTR 1 0 2769590 0 TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 36995052 47847000 PRN OTR 1 0 47847000 0 TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 5602483 7293000 PRN DFND 1 0 7291000 2000 TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 86807 113000 PRN OTR 4 0 113000 0 TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 2856182 3694000 PRN SOLE 3694000 0 0 TERADYNE INC NOTE 1.250%12/1 880770AG7 165222 60000 PRN SOLE 60000 0 0 TRANSOCEAN INC DEB 0.500% 1/3 893830BJ7 131119 135000 PRN SOLE 135000 0 0 TYLER TEX INDPT SCH DIST NOTE 0.250% 3/1 902252AB1 317560 340000 PRN SOLE 340000 0 0 UBER TECHNOLOGIES INC NOTE 12/1 90353TAJ9 1443725 1704000 PRN SOLE 1704000 0 0 UBER TECHNOLOGIES INC NOTE 12/1 90353TAJ9 23587618 27840000 PRN OTR 1 0 27840000 0 UNITED STATES STL CORP NOTE 5.000%11/0 912909AT5 108270 54000 PRN SOLE 54000 0 0 UNITY SOFTWARE INC NOTE 11/1 91332UAB7 376750 500000 PRN SOLE 500000 0 0 UPWORK INC NOTE 0.250% 8/1 91688FAB0 102491 136000 PRN SOLE 136000 0 0 VAIL RESORTS INC NOTE 1/0 91879QAN9 3210598 3443000 PRN SOLE 3443000 0 0 VAIL RESORTS INC NOTE 1/0 91879QAN9 54658488 58615000 PRN OTR 1 0 58615000 0 VAIL RESORTS INC NOTE 1/0 91879QAN9 7611993 8207000 PRN DFND 1 0 8205000 2000 VAIL RESORTS INC NOTE 1/0 91879QAN9 120575 130000 PRN OTR 4 0 130000 0 VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417AD2 94668 95000 PRN SOLE 95000 0 0 VERINT SYSTEMS INC NOTE 0.250% 4/1 92343XAC4 218750 250000 PRN SOLE 250000 0 0 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 1309067 1299000 PRN SOLE 1299000 0 0 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 29035293 28812000 PRN OTR 1 0 28812000 0 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 2949752 2938000 PRN DFND 1 0 2937000 1000 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 47188 47000 PRN OTR 4 0 47000 0 VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 208034 215000 PRN SOLE 215000 0 0 VISTRA CORP COM 92840M102 BBG00DXDL6R0 0 0 SH SOLE 0 0 0 VISTRA CORP COM 92840M102 BBG00DXDL6R0 322898 13918 SH OTR 2 0 13918 0 WAYFAIR INC NOTE 0.625%10/0 94419LAM3 183820 280000 PRN SOLE 280000 0 0 WAYFAIR INC NOTE 1.000% 8/1 94419LAF8 145682 255000 PRN SOLE 255000 0 0 WELLS FARGO CO NEW PERP PFD CNV A 949746804 60435 51 SH OTR 4 0 51 0 WELLS FARGO CO NEW PERP PFD CNV A 949746804 28280559 23816 SH OTR 1 0 23816 0 WELLS FARGO CO NEW PERP PFD CNV A 949746804 4496913 3787 SH SOLE 3787 0 0 WELLS FARGO CO NEW PERP PFD CNV A 949746804 3435315 2899 SH DFND 1 0 2898 1 WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 4437055 4634000 PRN OTR 1 0 4634000 0 WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 946010 988000 PRN SOLE 988000 0 0 WINNEBAGO INDS INC NOTE 1.500% 4/0 974637AB6 79031 75000 PRN SOLE 75000 0 0 WORKIVA INC NOTE 1.125% 8/1 98139AAB1 99040 80000 PRN SOLE 80000 0 0 ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 2202624 2304000 PRN SOLE 2304000 0 0 ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 6753051 7101000 PRN DFND 1 0 7099000 2000 ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 32339568 33828000 PRN OTR 1 0 33828000 0 ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 106512 112000 PRN OTR 4 0 112000 0 ZSCALER INC NOTE 0.125% 7/0 98980GAB8 1087705 1031000 PRN SOLE 1031000 0 0 ZSCALER INC NOTE 0.125% 7/0 98980GAB8 18674555 17701000 PRN OTR 1 0 17701000 0 ZYNGA INC NOTE 12/1 98986TAD0 16960564 17130000 PRN OTR 1 0 17130000 0 ZYNGA INC NOTE 12/1 98986TAD0 1329716 1343000 PRN SOLE 1343000 0 0