Chief Compliance Officer

0001085146-18-000192.txt : 20180124 0001085146-18-000192.hdr.sgml : 20180124 20180124093906 ACCESSION NUMBER: 0001085146-18-000192 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20171231 FILED AS OF DATE: 20180124 DATE AS OF CHANGE: 20180124 EFFECTIVENESS DATE: 20180124 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: 18544214 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 true false 0000061227 XXXXXXXX 12-31-2017 12-31-2017 false MACKAY SHIELDS LLC

1345 AVENUE OF THE AMERICAS 42ND FLOOR NEW YORK NY 10105

13F HOLDINGS REPORT 028-00046 N Rene A. Bustamante Chief Compliance Officer 212-230-3811 /s/ Rene A. Bustamante New York NY 01-19-2018 2 199 2737698 1 0001133639 028-06325 NEW YORK LIFE INVESTMENT MANAGEMENT LLC 2 0001125816 028-06487 FIRST TRUST ADVISORS LP INFORMATION TABLE 2 form13fInfoTable.xml DESCRIPTION FOR INFORMATION TABLE ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 2403 1600000 PRN SOLE 1327000 0 273000 ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 21665 14401000 PRN OTR 01 3467000 10934000 0 AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 705 510000 PRN SOLE 510000 0 0 AIR LEASE CORP NOTE 3.875%12/0 00912XAK0 59715 35664000 PRN OTR 01 7456000 28208000 0 AIR LEASE CORP NOTE 3.875%12/0 00912XAK0 10016 6000000 PRN SOLE 4985000 0 1015000 AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 832 825000 PRN SOLE 825000 0 0 ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 788 425000 PRN SOLE 425000 0 0 ALLERGAN PLC 5.5% CNV PFD A G0177J116 21173 36216 SH OTR 01 7900 28316 0 ALLERGAN PLC 5.5% CNV PFD A G0177J116 2714 4629 SH SOLE 3838 0 791 ALZA CORP SDCV 7/2 02261WAB5 17172 8929000 PRN SOLE 8929000 0 0 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 35242 1874584 SH OTR 01 95404 1779180 0 AMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0 02917TAA2 3394 3390000 PRN OTR 01 800000 2590000 0 AMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1 02917TAB0 57850 56233000 PRN OTR 01 12235000 43998000 0 AMERICAN TOWER CORP NEW DEP PFD CONV SE 03027X407 8996 71539 SH SOLE 59517 0 12022 AMERICAN TOWER CORP NEW DEP PFD CONV SE 03027X407 40888 324188 SH OTR 01 87325 236863 0 ANTHEM INC NOTE 2.750%10/1 94973VBG1 55704 18082000 PRN OTR 01 5910000 12172000 0 ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 34139 29638000 PRN OTR 01 6069000 23569000 0 ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 5623 4903000 PRN SOLE 4085000 0 818000 BAKER HUGHES A GE CO CL A 05722G100 1625 51357 SH OTR 01 0 51357 0 BANK AMER CORP 7.25%CNV PFD L 060505682 42335 32066 SH OTR 01 10958 21108 0 BANK AMER CORP 7.25%CNV PFD L 060505682 8593 6515 SH SOLE 5430 0 1085 BANK AMER CORP COM 060505104 19669 666299 SH OTR 01 0 666299 0 BECTON DICKINSON & CO PFD SHS CONV A 075887208 5535 95603 SH SOLE 79416 0 16187 BECTON DICKINSON & CO PFD SHS CONV A 075887208 21807 373281 SH OTR 01 101028 272253 0 BIOMARIN PHARMACEUTICAL INC NOTE 0.750%10/1 09061GAE1 5003 4624000 PRN SOLE 3839000 0 785000 BIOMARIN PHARMACEUTICAL INC NOTE 0.750%10/1 09061GAE1 37365 34378000 PRN OTR 01 5575000 28803000 0 BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8 1782 1498000 PRN SOLE 1498000 0 0 BLACKHAWK NETWORK HLDGS INC NOTE 1.500% 1/1 09238EAB0 27684 27125000 PRN OTR 01 5483000 21642000 0 BLACKHAWK NETWORK HLDGS INC NOTE 1.500% 1/1 09238EAB0 5009 4926000 PRN SOLE 4103000 0 823000 BLACKROCK FLA MUN 2020 TERM COM SHS 09250M109 2704 187485 SH SOLE 187485 0 0 BLACKROCK LONG-TERM MUNI ADV COM 09250B103 982 81807 SH SOLE 81807 0 0 BLACKROCK MUN 2030 TAR TERM COM SHS BEN IN 09257P105 3747 167704 SH SOLE 167704 0 0 BLACKROCK MUNI INTER DR FD I COM 09253X102 11136 800000 SH SOLE 800000 0 0 BLACKROCK MUNIHLDGS NJ QLTY COM 09254X101 1922 132807 SH SOLE 132807 0 0 BLACKROCK MUNIHLDGS NY QLTY COM 09255C106 259 19700 SH SOLE 19700 0 0 BLACKROCK MUNIYLD MICH QLTY COM 09254V105 6327 451928 SH SOLE 451928 0 0 BRISTOW GROUP INC NOTE 4.500% 6/0 110394AF0 459 415000 PRN SOLE 415000 0 0 CAESARS ENTMT CORP NOTE 5.000%10/0 127686AA1 2131 1099000 PRN SOLE 1099000 0 0 CARRIAGE SVCS INC NOTE 2.750% 3/1 143905AM9 19096 15269000 PRN OTR 01 4065000 11204000 0 CHART INDS INC NOTE 2.000% 8/0 16115QAC4 3221 3229000 PRN SOLE 2692000 0 537000 CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 414 580000 PRN SOLE 580000 0 0 CIENA CORP NOTE 3.750%10/1 171779AJ0 967 830000 PRN SOLE 830000 0 0 CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 27827 21478000 PRN OTR 01 7574000 13904000 0 CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 5911 4571000 PRN SOLE 3808000 0 763000 CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899AA9 730 665000 PRN SOLE 665000 0 0 CLOVIS ONCOLOGY INC NOTE 2.500% 9/1 189464AB6 891 660000 PRN SOLE 660000 0 0 COLONY CAP INC NOTE 3.875% 1/1 19624RAB2 789 790000 PRN SOLE 790000 0 0 COMSTOCK RES INC NOTE 7.750% 4/0 205768AM6 22376 24190554 PRN OTR 01 5275237 18915317 0 COMSTOCK RES INC NOTE 9.500% 6/1 205768AN4 48521 52172706 PRN OTR 01 9439751 42732955 0 CROWN CASTLE INTL CORP NEW 6.875% CON PFD A 22822V309 17932 15886 SH OTR 01 1048 14838 0 CYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1 232806AM1 1320 1004000 PRN SOLE 1004000 0 0 DANAHER CORP DEL DBCV 1/2 235851AF9 68954 19434000 PRN OTR 01 4127000 15307000 0 DANAHER CORP DEL DBCV 1/2 235851AF9 11410 3218000 PRN SOLE 2686000 0 532000 DELAWARE INV MN MUN INC FD I COM 24610V103 7602 564399 SH SOLE 564399 0 0 DELAWARE INVT NAT MUNI INC F SH BEN INT 24610T108 3397 256199 SH SOLE 256199 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 21224 378997 SH OTR 01 0 378997 0 DEUTSCHE MUN INCOME COM 25160C106 1283 107816 SH OTR 01 0 107816 0 DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 116008 106368000 PRN OTR 01 25866000 80502000 0 DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 7450 6847000 PRN SOLE 5707000 0 1140000 DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 847 647000 PRN SOLE 647000 0 0 EATON VANCE MUN INCOME 2028 SHS 27829U105 1715 82787 SH SOLE 82787 0 0 EATON VANCE NEW YORK MUN BD COM 27827Y109 5937 481489 SH SOLE 481489 0 0 ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 17679 17040000 PRN OTR 01 656000 16384000 0 ELECTRONICS FOR IMAGING INC NOTE 0.750% 9/0 286082AC6 437 452000 PRN SOLE 452000 0 0 ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 528 475000 PRN SOLE 475000 0 0 ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 15980 17905000 PRN OTR 01 3736000 14169000 0 EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 624 505000 PRN SOLE 505000 0 0 FINISAR CORP NOTE 0.500%12/1 31787AAM3 1106 1095000 PRN SOLE 1095000 0 0 FINISAR CORP NOTE 0.500%12/1 31787AAP6 17853 19145000 PRN OTR 01 3417000 15728000 0 FIREEYE INC NOTE 1.000% 6/0 31816QAB7 1206 1285000 PRN SOLE 1285000 0 0 GOGO INC NOTE 3.750% 3/0 38046CAB5 429 465000 PRN SOLE 465000 0 0 HALLIBURTON CO COM 406216101 9125 186718 SH OTR 01 0 186718 0 HELIX ENERGY SOLUTIONS GRP I NOTE 4.250% 5/0 42330PAH0 4848 4878000 PRN SOLE 4072000 0 806000 HELIX ENERGY SOLUTIONS GRP I NOTE 4.250% 5/0 42330PAH0 29209 29246000 PRN OTR 01 6406000 22840000 0 HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 1189 1180000 PRN SOLE 1180000 0 0 HOLOGIC INC DEBT 2.000% 3/0 436440AC5 46834 33922000 PRN OTR 01 8911000 25011000 0 HOLOGIC INC DEBT 2.000% 3/0 436440AC5 8138 5905000 PRN SOLE 4904000 0 1001000 HUNTINGTON BANCSHARES INC PFD CONV SER A 446150401 850 600 SH SOLE 600 0 0 ILLUMINA INC NOTE 0.500% 6/1 452327AH2 26658 22461000 PRN OTR 01 8331000 14130000 0 ILLUMINA INC NOTE 0.500% 6/1 452327AH2 5320 4501000 PRN SOLE 3721000 0 780000 ILLUMINA INC NOTE 6/1 452327AF6 11933 10948000 PRN OTR 01 3949000 6999000 0 IMPAX LABORATORIES INC NOTE 2.000% 6/1 45256BAE1 746 765000 PRN SOLE 765000 0 0 INPHI CORP NOTE 0.750% 9/0 45772FAC1 1410 1416000 PRN SOLE 1416000 0 0 INPHI CORP NOTE 1.125%12/0 45772FAB3 31868 27399000 PRN OTR 01 3426000 23973000 0 INPHI CORP NOTE 1.125%12/0 45772FAB3 4057 3503000 PRN SOLE 2936000 0 567000 INSULET CORP NOTE 1.250% 9/1 45784PAF8 968 740000 PRN SOLE 740000 0 0 INTEGRATED DEVICE TECHNOLOGY NOTE 0.875%11/1 458118AC0 539 482000 PRN SOLE 482000 0 0 INTEL CORP SDCV 3.250% 8/0 458140AF7 8603 3873000 PRN SOLE 3221000 0 652000 INTEL CORP SDCV 3.250% 8/0 458140AF7 44447 19993000 PRN OTR 01 10695000 9298000 0 INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 12648 15810000 PRN OTR 01 4074000 11736000 0 INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 1573 1979000 PRN SOLE 1664000 0 315000 INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 500 418000 PRN SOLE 418000 0 0 INVESCO MUN TR COM 46131J103 301 24087 SH SOLE 24087 0 0 INVESCO QUALITY MUNI INC TRS COM 46133G107 1249 99857 SH SOLE 99857 0 0 IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 789 679000 PRN SOLE 679000 0 0 ISHARES GOLD TRUST ISHARES 464285105 7855 627900 SH OTR 01 9200 618700 0 ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 22771 21520000 PRN OTR 01 5476000 16044000 0 ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 2984 2827000 PRN SOLE 2336000 0 491000 J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 827 665000 PRN SOLE 665000 0 0 JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 1176 1169000 PRN SOLE 1169000 0 0 LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 48137 15715000 PRN OTR 01 1003000 14712000 0 LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 9939 3250000 PRN SOLE 2713000 0 537000 LEXICON PHARMACEUTICALS INC NOTE 5.250%12/0 528872AB0 180 127000 PRN SOLE 127000 0 0 LIBERTY MEDIA CORP DELAWARE DEB 2.250% 9/3 531229AE2 675 645000 PRN SOLE 645000 0 0 LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 24913 21557000 PRN OTR 01 4700000 16857000 0 LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 5559 4831000 PRN SOLE 4023000 0 808000 LIGAND PHARMACEUTICALS INC NOTE 0.750% 8/1 53220KAD0 789 432000 PRN SOLE 432000 0 0 MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 1958 2040000 PRN SOLE 2040000 0 0 MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 47652 46013000 PRN OTR 01 9951000 36062000 0 MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 4846 4702000 PRN SOLE 3907000 0 795000 MEDICINES CO NOTE 2.750% 7/1 584688AG0 3850 4203000 PRN SOLE 3738000 0 465000 MEDIDATA SOLUTIONS INC NOTE 1.000% 8/0 58471AAB1 835 720000 PRN SOLE 720000 0 0 MERCADOLIBRE INC NOTE 2.250% 7/0 58733RAB8 22863 9120000 PRN OTR 01 1709000 7411000 0 MFS HIGH INCOME MUN TR SH BEN INT 59318D104 1591 303705 SH SOLE 303705 0 0 MFS MUN INCOME TR SH BEN INT 552738106 2981 433879 SH OTR 01 347524 86355 0 MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 60510 35490000 PRN OTR 01 5734000 29756000 0 MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 8894 5224000 PRN SOLE 4358000 0 866000 MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 41305 28548000 PRN OTR 01 7753000 20795000 0 MOLINA HEALTHCARE INC DBCV 1.625% 8/1 60855RAD2 4641 3386000 PRN SOLE 2827000 0 559000 MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 16867 8808000 PRN OTR 01 2313000 6495000 0 NAVISTAR INTL CORP NEW NOTE 4.750% 4/1 63934EAS7 597 550000 PRN SOLE 550000 0 0 NEXTERA ENERGY INC UNIT 08/31/2018 65339F846 8911 127390 SH SOLE 127390 0 0 NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 21815 3961000 PRN SOLE 3961000 0 0 NUVASIVE INC NOTE 2.250% 3/1 670704AG0 13234 11239000 PRN OTR 01 3005000 8234000 0 NUVASIVE INC NOTE 2.250% 3/1 670704AG0 5845 4985000 PRN SOLE 4151000 0 834000 NUVEEN AMT FREE MUN CR INC F COM 67071L106 17451 1130278 SH SOLE 1130278 0 0 NUVEEN AMT FREE QLTY MUN INC COM 670657105 24683 1795140 SH SOLE 1795140 0 0 NUVEEN MARYLAND QLT MUN INC COM 67061Q107 2516 200000 SH SOLE 200000 0 0 NUVEEN MICHIGAN QLT MUN INC COM 670979103 3978 300000 SH SOLE 300000 0 0 NUVEEN MUNICIPAL CREDIT INC COM SH BEN INT 67070X101 19283 1265291 SH SOLE 1265291 0 0 NUVEEN NEW YORK AMT QLT MUNI COM 670656107 8406 648590 SH OTR 01 548590 100000 0 NUVEEN PENNSYLVANIA QLT MUN COM 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3/1 741503AQ9 41554 22630000 PRN OTR 01 1670000 20960000 0 PROOFPOINT INC DBCV 0.750% 6/1 743424AD5 24551 19543000 PRN OTR 01 4917000 14626000 0 PROOFPOINT INC DBCV 0.750% 6/1 743424AD5 5780 4619000 PRN SOLE 3833000 0 786000 PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 1431 1420000 PRN SOLE 1420000 0 0 PUTNAM MUN OPPORTUNITIES TR SH BEN INT 746922103 15252 1234990 SH SOLE 1234990 0 0 RADIUS HEALTH INC NOTE 3.000% 9/0 750469AA6 1418 1500000 PRN OTR 01 396000 1104000 0 RED HAT INC NOTE 0.250%10/0 756577AD4 9916 6028000 PRN SOLE 5017000 0 1011000 RED HAT INC NOTE 0.250%10/0 756577AD4 48629 29472000 PRN OTR 01 9389000 20083000 0 REDWOOD TR INC NOTE 4.750% 8/1 758075AC9 242 250000 PRN SOLE 250000 0 0 REX ENERGY CORPORATION COM NEW 761565506 197 141701 SH OTR 01 18701 123000 0 ROYAL GOLD INC NOTE 2.875% 6/1 780287AA6 814 755000 PRN SOLE 755000 0 0 RPM INTL INC NOTE 2.250%12/1 749685AT0 7340 6338000 PRN SOLE 6041000 0 297000 RTI INTL METALS INC NOTE 1.625%10/1 74973WAB3 630 550000 PRN SOLE 550000 0 0 SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 38916 25373000 PRN OTR 01 7303000 18070000 0 SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 7165 4679000 PRN SOLE 3880000 0 799000 SERVICENOW INC NOTE 11/0 81762PAB8 34839 19704000 PRN OTR 01 4725000 14979000 0 SERVICENOW INC NOTE 11/0 81762PAB8 7975 4523000 PRN SOLE 3738000 0 785000 SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 4001 329138 SH OTR 01 15016 314122 0 SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 1117 93879 SH SOLE 78046 0 15833 SPDR GOLD TRUST GOLD SHS 78463V107 23370 189000 SH OTR 01 0 189000 0 SPDR SERIES TRUST BLMBRG BRC CNVRT 78464A359 498 9849 SH SOLE 9119 0 730 SPDR SERIES TRUST NUV HGHYLD MUN 78464A284 6040 108515 SH SOLE 108515 0 0 SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 1272 1225000 PRN SOLE 1225000 0 0 STANLEY BLACK & DECKER INC UNIT 05/15/2020 854502887 20028 163124 SH OTR 01 37383 125741 0 STANLEY BLACK & DECKER INC UNIT 05/15/2020 854502887 5853 47686 SH SOLE 39700 0 7986 STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 1473 1332000 PRN SOLE 1332000 0 0 STONE ENERGY CORP COM PAR 861642403 126078 3920351 SH OTR 01 1077512 2842839 0 SUNPOWER CORP DBCV 0.875% 6/0 867652AJ8 709 910000 PRN SOLE 910000 0 0 T MOBILE US INC COM 872590104 20554 323636 SH OTR 01 89428 234208 0 TELEFLEX INC COM 879369106 20456 82214 SH OTR 01 0 82214 0 TERADYNE INC NOTE 1.250%12/1 880770AG7 1269 888000 PRN SOLE 888000 0 0 TESARO INC NOTE 3.000%10/0 881569AA5 889 360000 PRN SOLE 360000 0 0 TESLA INC NOTE 1.250% 3/0 88160RAC5 3035 2800000 PRN SOLE 2800000 0 0 TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 260 295000 PRN OTR 01 0 295000 0 TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 1279 810000 PRN SOLE 810000 0 0 TWITTER INC NOTE 0.250% 9/1 90184LAB8 21847 22817000 PRN OTR 01 4254000 18563000 0 UNITED TECHNOLOGIES CORP COM 913017109 6775 53105 SH OTR 01 0 53105 0 VANECK VECTORS ETF TR HIGH YLD MUN ETF 92189F361 7531 241386 SH SOLE 241386 0 0 VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417AD2 517 592000 PRN SOLE 592000 0 0 VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 37092 37994000 PRN OTR 01 8812000 29182000 0 VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 4619 4756000 PRN SOLE 3954000 0 802000 VERISIGN INC SDCV 3.250% 8/1 92343EAD4 8359 2500000 PRN OTR 01 1525000 975000 0 WABASH NATL CORP NOTE 3.375% 5/0 929566AH0 23035 12261000 PRN OTR 01 2579000 9682000 0 WABASH NATL CORP NOTE 3.375% 5/0 929566AH0 6018 3212000 PRN SOLE 2682000 0 530000 WAYFAIR INC NOTE 0.375% 9/0 94419LAA9 523 500000 PRN SOLE 500000 0 0 WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 60145 55369000 PRN OTR 01 12949000 42420000 0 WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 8667 7997000 PRN SOLE 6656000 0 1341000 WELLS FARGO CO NEW PERP PFD CNV A 949746804 40149 30642 SH OTR 01 10426 20216 0 WELLS FARGO CO NEW PERP PFD CNV A 949746804 4323 3300 SH SOLE 2780 0 520 WELLTOWER INC 6.50% PFD PREPET 95040Q203 9909 164800 SH OTR 01 90200 74600 0 WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 883 955000 PRN SOLE 955000 0 0 WORKDAY INC NOTE 1.500% 7/1 98138HAD3 924 675000 PRN SOLE 675000 0 0 WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 7031 6848000 PRN SOLE 5960000 0 888000 XPO LOGISTICS INC COM 983793100 37360 407902 SH OTR 01 0 407902 0 YAHOO INC NOTE 12/0 984332AF3 2154 1595000 PRN SOLE 1595000 0 0 ZILLOW GROUP INC NOTE 2.000%12/0 98954MAB7 22902 20915000 PRN OTR 01 3914000 17001000 0