Chief Compliance Officer

0001085146-23-003890.txt : 20231025 0001085146-23-003890.hdr.sgml : 20231025 20231024212900 ACCESSION NUMBER: 0001085146-23-003890 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20230930 FILED AS OF DATE: 20231025 DATE AS OF CHANGE: 20231024 EFFECTIVENESS DATE: 20231025 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: 231343750 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 09-30-2023 09-30-2023 false MACKAY SHIELDS LLC

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

13F HOLDINGS REPORT 028-00046 N Chris Fitzgerald Chief Compliance Officer 212-230-3968 /s/ Chris Fitzgerald New York NY 10-18-2023 7 333 3634998569 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 3458594 401695 SH SOLE 401695 0 0 AES CORP UNIT 02/15/2024 00130H204 122610 2010 SH OTR 4 611 1399 0 AES CORP UNIT 02/15/2024 00130H204 4352777 71357 SH DFND 1 1779 69506 72 AES CORP UNIT 02/15/2024 00130H204 18243056 297700 SH OTR 1 0 297700 0 AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 4960556 4206000 PRN DFND 1 103000 4099000 4000 AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 140349 119000 PRN OTR 4 35000 84000 0 AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 266490 225000 PRN SOLE 225000 0 0 AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5 36445409 34826000 PRN OTR 1 0 34826000 0 AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5 4490719 1770000 PRN SOLE 1770000 0 0 ALNYLAM PHARMACEUTICALS INC NOTE 1.000% 9/1 02043QAB3 10391710 11204000 PRN OTR 1 0 11204000 0 ALNYLAM PHARMACEUTICALS INC NOTE 1.000% 9/1 02043QAB3 11108668 11977000 PRN SOLE 11977000 0 0 AMERICAN AIRLINES GROUP INC NOTE 6.500% 7/0 02376RAF9 14938320 13935000 PRN OTR 1 0 13935000 0 APOLLO GLOBAL MGMT INC SER A MAND CNV 03769M304 27475000 500000 SH SOLE 500000 0 0 APOLLO GLOBAL MGMT INC SER A MAND CNV 03769M304 26060038 474250 SH OTR 1 0 474250 0 APOLLO GLOBAL MGMT INC SER A MAND CNV 03769M304 6874221 124759 SH DFND 1 3112 121520 127 APOLLO GLOBAL MGMT INC SER A MAND CNV 03769M304 192299 3490 SH OTR 4 1063 2427 0 ARES CAPITAL CORP NOTE 4.625% 3/0 04010LAW3 101938 100000 PRN OTR 5 0 100000 0 ARES 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NOTE 0.125%11/1 595017AU8 7447650 7093000 PRN DFND 1 182000 6903000 8000 MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8 208950 199000 PRN OTR 4 59000 140000 0 MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8 127655 121000 PRN OTR 7 0 121000 0 MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8 72144065 68383000 PRN OTR 1 0 68383000 0 MONGODB INC NOTE 0.250% 1/1 60937PAD8 25031841 14615000 PRN OTR 1 0 14615000 0 NCL CORP LTD NOTE 5.375% 8/0 62886HAX9 180188 155000 PRN OTR 4 46000 109000 0 NCL CORP LTD NOTE 5.375% 8/0 62886HAX9 8791275 7530000 PRN OTR 1 0 7530000 0 NCL CORP LTD NOTE 5.375% 8/0 62886HAX9 6451875 5550000 PRN DFND 1 140000 5405000 5000 NCL CORP LTD NOTE 6.000% 5/1 62886HAT8 6067088 4605000 PRN OTR 1 0 4605000 0 NEUBERGER BERMAN N Y MUN FD COM 64124K102 BBG001SHSZN6 225526 25745 SH SOLE 25745 0 0 NEXTERA ENERGY INC UNIT 09/01/2025 65339F713 18882500 500000 SH OTR 1 0 500000 0 NEXTERA ENERGY INC UNIT 09/01/2025 65339F713 167965 4440 SH OTR 4 1360 3080 0 NEXTERA ENERGY INC UNIT 09/01/2025 65339F713 5989737 158333 SH DFND 1 3924 154248 161 NICE LTD NOTE 9/1 653656AB4 9512100 10569000 PRN DFND 1 259000 10299000 11000 NICE LTD NOTE 9/1 653656AB4 85294440 94248000 PRN OTR 1 0 94248000 0 NICE LTD NOTE 9/1 653656AB4 113125 125000 PRN OTR 7 0 125000 0 NICE LTD NOTE 9/1 653656AB4 267300 297000 PRN OTR 4 91000 206000 0 NINE ENERGY SERVICE INC COM 65441V101 BBG004M28MG8 2781 675 SH OTR 5 0 675 0 NINE ENERGY SERVICE INC COM 65441V101 BBG004M28MG8 865715 210125 SH OTR 1 0 210125 0 NINE ENERGY SERVICE INC COM 65441V101 BBG004M28MG8 282170 53650 SH SOLE 53650 0 0 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 7049454 6663000 PRN DFND 1 165000 6491000 7000 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 56557978 53206000 PRN OTR 1 0 53206000 0 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 3067958 2761000 PRN SOLE 2761000 0 0 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 194672 184000 PRN OTR 4 56000 128000 0 NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 1574146 1283000 PRN SOLE 1283000 0 0 NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 6509628 7068000 PRN DFND 1 171000 6891000 6000 NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 19433211 21043000 PRN OTR 1 0 21043000 0 NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 181437 197000 PRN OTR 4 60000 137000 0 NUVEEN AMT FREE QLTY MUN INC COM 670657105 BBG001SKQWJ3 9005498 930320 SH SOLE 930320 0 0 NUVEEN NEW YORK AMT QLT MUNI COM 670656107 BBG001S90BW7 3536000 390491 SH SOLE 390491 0 0 NUVEEN NEW YORK AMT QLT MUNI COM 670656107 BBG001S90BW7 1618473 171267 SH OTR 1 0 171267 0 NUVEEN PENNSYLVANIA QLT MUN COM 670972108 BBG001S6PT66 2372763 233310 SH SOLE 233310 0 0 OIL STS INTL INC NOTE 4.750% 4/0 678026AK1 189280 171000 PRN OTR 7 0 171000 0 OIL STS INTL INC NOTE 4.750% 4/0 678026AK1 5684920 2920000 PRN SOLE 2920000 0 0 OIL STS INTL INC NOTE 4.750% 4/0 678026AK1 57702697 52130000 PRN OTR 1 0 52130000 0 OKTA INC NOTE 0.125% 9/0 679295AD7 11658953 12805000 PRN OTR 1 0 12805000 0 OKTA INC NOTE 0.125% 9/0 679295AD7 1312118 1420000 PRN SOLE 1420000 0 0 OMNICELL COM NOTE 0.250% 9/1 68213NAD1 17604258 19412000 PRN OTR 1 0 19412000 0 PACIRA BIOSCIENCES INC NOTE 0.750% 8/0 695127AF7 30704436 33951000 PRN OTR 1 0 33951000 0 PACIRA BIOSCIENCES INC NOTE 0.750% 8/0 695127AF7 683722 1718000 PRN SOLE 1718000 0 0 PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 10201671 4331000 PRN DFND 1 112000 4214000 5000 PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 282660 120000 PRN OTR 4 35000 85000 0 PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 49936378 21155000 PRN OTR 1 0 21155000 0 PARSONS CORP DEL NOTE 0.250% 8/1 70202LAB8 9582966 7519000 PRN OTR 1 0 7519000 0 PARSONS CORP DEL NOTE 0.250% 8/1 70202LAB8 1637027 547000 PRN SOLE 547000 0 0 PATRICK INDS INC NOTE 1.750%12/0 703343AG8 218892 232000 PRN OTR 4 69000 163000 0 PATRICK INDS INC NOTE 1.750%12/0 703343AG8 31940738 33675000 PRN OTR 1 0 33675000 0 PATRICK INDS INC NOTE 1.750%12/0 703343AG8 7976349 8454000 PRN DFND 1 211000 8234000 9000 PATRICK INDS INC NOTE 1.750%12/0 703343AG8 730967 1747000 PRN SOLE 1747000 0 0 PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 160074 193000 PRN OTR 4 60000 133000 0 PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 5717884 6894000 PRN DFND 1 170000 6717000 7000 PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 199871 343000 PRN SOLE 343000 0 0 PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 4892087 5863000 PRN OTR 1 0 5863000 0 PERMIAN RESOURCES CORP NOTE 3.250% 4/0 15136AAA0 16193618 1442000 PRN SOLE 1442000 0 0 PERMIAN RESOURCES CORP NOTE 3.250% 4/0 15136AAA0 68576717 28928000 PRN OTR 1 0 28928000 0 PIONEER MUNICIPAL HIGH INCOM COM 723762100 BBG001SC4CM5 1900424 317220 SH SOLE 317220 0 0 PIONEER MUNICIPAL HIGH INCOM COM 723762100 BBG001SC4CM5 1348685 200399 SH OTR 1 0 200399 0 PIONEER MUNICIPAL HIGH INCOM COM SHS 723763108 BBG001SLS3T2 1452897 200954 SH OTR 1 0 200954 0 PIONEER MUNICIPAL HIGH INCOM COM SHS 723763108 BBG001SLS3T2 895075 159933 SH SOLE 159933 0 0 PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2 73835715 30083000 PRN OTR 1 0 30083000 0 PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2 352714 144000 PRN OTR 4 46000 98000 0 PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2 11845020 1753000 PRN SOLE 1753000 0 0 PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2 12068194 4927000 PRN DFND 1 122000 4800000 5000 POST HLDGS INC NOTE 2.500% 8/1 737446AT1 31775396 31887000 PRN SOLE 31887000 0 0 POST HLDGS INC NOTE 2.500% 8/1 737446AT1 6906789 6966000 PRN DFND 1 173000 6786000 7000 POST HLDGS INC NOTE 2.500% 8/1 737446AT1 190368 192000 PRN OTR 4 58000 134000 0 POST HLDGS INC NOTE 2.500% 8/1 737446AT1 30383285 30490000 PRN OTR 1 0 30490000 0 Q2 HLDGS INC NOTE 0.750% 6/0 74736LAD1 6309296 7195000 PRN OTR 1 0 7195000 0 Q2 HLDGS INC NOTE 0.750% 6/0 74736LAD1 486966 490000 PRN SOLE 490000 0 0 RINGCENTRAL INC NOTE 3/0 76680RAF4 129766 140000 PRN SOLE 140000 0 0 ROYAL CARIBBEAN GROUP NOTE 6.000% 8/1 780153BQ4 14764455 7470000 PRN OTR 1 0 7470000 0 ROYAL CARIBBEAN GROUP NOTE 6.000% 8/1 780153BQ4 15545173 7865000 PRN SOLE 7865000 0 0 SABRE GLBL INC NOTE 4.000% 4/1 78573NAE2 3001276 3020000 PRN OTR 1 0 3020000 0 SABRE GLBL INC NOTE 4.000% 4/1 78573NAE2 756951 145000 PRN SOLE 145000 0 0 SHIFT4 PMTS INC NOTE 12/1 82452JAB5 29304070 29630000 PRN OTR 1 0 29630000 0 SHIFT4 PMTS INC NOTE 12/1 82452JAB5 176136 179000 PRN OTR 4 56000 123000 0 SHIFT4 PMTS INC NOTE 12/1 82452JAB5 6181488 6282000 PRN DFND 1 157000 6118000 7000 SNAP INC NOTE 0.125% 3/0 83304AAH9 344720 1197000 PRN SOLE 1197000 0 0 SNAP INC NOTE 0.125% 3/0 83304AAH9 17296562 24923000 PRN OTR 1 0 24923000 0 SNAP INC NOTE 5/0 83304AAF3 15347458 20573000 PRN OTR 1 0 20573000 0 SNAP INC NOTE 5/0 83304AAF3 794921 1038000 PRN SOLE 1038000 0 0 SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6 14883044 16239000 PRN OTR 1 0 16239000 0 SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 148875 150000 PRN OTR 4 47000 103000 0 SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 93648 94000 PRN OTR 7 0 94000 0 SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 5309875 5350000 PRN DFND 1 134000 5211000 5000 SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 56358859 56571000 PRN OTR 1 0 56571000 0 SPDR GOLD TR GOLD SHS 78463V107 BBG001SCPX28 9487357 55336 SH OTR 1 0 55336 0 SPIRIT AIRLS INC NOTE 1.000% 5/1 848577AB8 98948 119000 PRN OTR 4 36000 83000 0 SPIRIT AIRLS INC NOTE 1.000% 5/1 848577AB8 3425780 4120000 PRN DFND 1 103000 4013000 4000 SPLUNK INC NOTE 1.125% 9/1 848637AD6 4366793 1704000 PRN SOLE 1704000 0 0 SPLUNK INC NOTE 1.125% 9/1 848637AD6 4464547 4155000 PRN DFND 1 103000 4048000 4000 SPLUNK INC NOTE 1.125% 9/1 848637AD6 36597537 33981000 PRN OTR 1 0 33981000 0 SPLUNK INC NOTE 1.125% 9/1 848637AD6 124642 116000 PRN OTR 4 34000 82000 0 SUMMIT HOTEL PPTYS NOTE 1.500% 2/1 866082AA8 782334 1214000 PRN SOLE 1214000 0 0 SUMMIT HOTEL PPTYS NOTE 1.500% 2/1 866082AA8 21804380 25804000 PRN OTR 1 0 25804000 0 TALOS ENERGY INC COM 87484T108 BBG00JPH4JG0 44331940 2696590 SH OTR 1 0 2696590 0 TALOS ENERGY INC COM 87484T108 BBG00JPH4JG0 101714 6187 SH OTR 5 0 6187 0 TALOS ENERGY INC COM 87484T108 BBG00JPH4JG0 14347359 450196 SH SOLE 450196 0 0 TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 38368509 47847000 PRN OTR 1 0 47847000 0 TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 5525705 6934000 PRN DFND 1 176000 6752000 6000 TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 2326607 2788000 PRN SOLE 2788000 0 0 TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 158583 199000 PRN OTR 4 60000 139000 0 UBER TECHNOLOGIES INC NOTE 12/1 90353TAJ9 26111589 27840000 PRN OTR 1 0 27840000 0 UBER TECHNOLOGIES INC NOTE 12/1 90353TAJ9 1845882 1348000 PRN SOLE 1348000 0 0 VAIL RESORTS INC NOTE 1/0 91879QAN9 6849920 7784000 PRN DFND 1 191000 7585000 8000 VAIL RESORTS INC NOTE 1/0 91879QAN9 51874275 58615000 PRN OTR 1 0 58615000 0 VAIL RESORTS INC NOTE 1/0 91879QAN9 1821958 2928000 PRN SOLE 2928000 0 0 VAIL RESORTS INC NOTE 1/0 91879QAN9 192720 219000 PRN OTR 4 68000 151000 0 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 2656845 2718000 PRN DFND 1 69000 2646000 3000 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 570282 1004000 PRN SOLE 1004000 0 0 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 28271775 28812000 PRN OTR 1 0 28812000 0 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 72335 74000 PRN OTR 4 23000 51000 0 VISTRA CORP COM 92840M102 BBG00DXDL6R0 461799 13918 SH OTR 2 0 13918 0 VISTRA CORP COM 92840M102 BBG00DXDL6R0 96452 0 SH SOLE 0 0 0 WELLS FARGO CO NEW PERP PFD CNV A 949746804 2981510 2674 SH DFND 1 69 2602 3 WELLS FARGO CO NEW PERP PFD CNV A 949746804 1847542 2508 SH SOLE 2508 0 0 WELLS FARGO CO NEW PERP PFD CNV A 949746804 85855 77 SH OTR 4 23 54 0 WELLS FARGO CO NEW PERP PFD CNV A 949746804 26590564 23816 SH OTR 1 0 23816 0 WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 4578392 4634000 PRN OTR 1 0 4634000 0 WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 789727 736000 PRN SOLE 736000 0 0 WOLFSPEED INC NOTE 0.250% 2/1 977852AB8 12698658 18702000 PRN OTR 1 0 18702000 0 WOLFSPEED INC NOTE 0.250% 2/1 977852AB8 154346 229000 PRN OTR 4 69000 160000 0 WOLFSPEED INC NOTE 0.250% 2/1 977852AB8 5593526 8299000 PRN DFND 1 208000 8082000 9000 WORKIVA INC NOTE 1.125% 8/1 98139AAB1 165540 120000 PRN SOLE 120000 0 0 ZIFF DAVIS INC NOTE 1.750%11/0 48123VAE2 7862873 8505000 PRN OTR 1 0 8505000 0 ZIFF DAVIS INC NOTE 1.750%11/0 48123VAE2 8431440 9120000 PRN SOLE 9120000 0 0 ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 6897053 6719000 PRN DFND 1 169000 6543000 7000 ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 34893582 33828000 PRN OTR 1 0 33828000 0 ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 1200783 1902000 PRN SOLE 1902000 0 0 ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 188876 184000 PRN OTR 4 56000 128000 0 ZSCALER INC NOTE 0.125% 7/0 98980GAB8 7712822 6422000 PRN DFND 1 161000 6254000 7000 ZSCALER INC NOTE 0.125% 7/0 98980GAB8 2495274 1548000 PRN SOLE 1548000 0 0 ZSCALER INC NOTE 0.125% 7/0 98980GAB8 21347406 17701000 PRN OTR 1 0 17701000 0 ZSCALER INC NOTE 0.125% 7/0 98980GAB8 217381 181000 PRN OTR 4 56000 125000 0