0001085146-23-001929.txt : 20230427 0001085146-23-001929.hdr.sgml : 20230427 20230427135558 ACCESSION NUMBER: 0001085146-23-001929 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20230331 FILED AS OF DATE: 20230427 DATE AS OF CHANGE: 20230427 EFFECTIVENESS DATE: 20230427 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: 23854927 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 03-31-2023 03-31-2023 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 04-27-2023 7 386 3642045402 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 AES CORP UNIT 02/15/2024 00130H204 113051 1263 SH OTR 4 0 1263 0 AES CORP UNIT 02/15/2024 00130H204 1218151 13505 SH SOLE 13505 0 0 AES CORP UNIT 02/15/2024 00130H204 26852540 297700 SH OTR 1 0 297700 0 AES CORP UNIT 02/15/2024 00130H204 6834447 76354 SH DFND 1 586 75750 18 AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 4524030 4500000 PRN DFND 1 35000 4464000 1000 AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 227327 225000 PRN SOLE 225000 0 0 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HLDGS C NOTE 0.500% 8/1 457985AM1 117683 121000 PRN OTR 4 0 121000 0 INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1 1496682 1531000 PRN SOLE 1531000 0 0 INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1 7140756 7342000 PRN DFND 1 58000 7282000 2000 INTERDIGITAL INC NOTE 2.000% 6/0 45867GAB7 352750 340000 PRN SOLE 340000 0 0 INTERDIGITAL INC NOTE 2.000% 6/0 45867GAB7 7636000 7360000 PRN OTR 1 0 7360000 0 INVESCO PA VALUE MUN INC TR COM 46132K109 BBG001S75GP3 473135 47125 SH SOLE 47125 0 0 INVESCO PA VALUE MUN INC TR COM 46132K109 BBG001S75GP3 187738 18699 SH OTR 1 0 18699 0 IONIS PHARMACEUTICALS INC NOTE 4/0 462222AD2 3513840 3872000 PRN DFND 1 31000 3840000 1000 IONIS PHARMACEUTICALS INC NOTE 4/0 462222AD2 54450 60000 PRN OTR 4 0 60000 0 IONIS PHARMACEUTICALS INC NOTE 4/0 462222AD2 17023600 18656000 PRN OTR 1 0 18656000 0 IONIS PHARMACEUTICALS INC NOTE 4/0 462222AD2 1344113 1473000 PRN SOLE 1473000 0 0 ISHARES GOLD TR ISHARES NEW 464285204 BBG001SJK6D5 0 0 SH SOLE 0 0 0 ISHARES GOLD TR ISHARES NEW 464285204 BBG001SJK6D5 34735415 929500 SH OTR 1 0 929500 0 ISHARES TR 20 YR TR BD ETF 464287432 BBG001S8MLN3 269648 2535 SH SOLE 2535 0 0 ISHARES TR 3 7 YR TREAS BD 464288661 BBG001SSD812 362362 3080 SH SOLE 3080 0 0 ISHARES TR IBOXX INV CP ETF 464287242 BBG001S60QR6 1565231 14280 SH SOLE 14280 0 0 ISHARES TR MBS ETF 464288588 BBG001SSD8B1 857307 9050 SH SOLE 9050 0 0 JETBLUE AIRWAYS CORP NOTE 0.500% 4/0 477143AP6 7144860 9255000 PRN OTR 1 0 9255000 0 JETBLUE AIRWAYS CORP NOTE 0.500% 4/0 477143AP6 504888 654000 PRN SOLE 654000 0 0 KKR & CO INC 6% MCONV PFD C 48251W401 142763 2250 SH OTR 4 0 2250 0 KKR & CO INC 6% MCONV PFD C 48251W401 28527024 449050 SH OTR 1 0 449050 0 KKR & CO INC 6% MCONV PFD C 48251W401 1737477 27350 SH SOLE 27350 0 0 KKR & CO INC 6% MCONV PFD C 48251W401 8647220 136284 SH DFND 1 1041 135212 31 KOSMOS ENERGY LTD COM 500688106 BBG001SJV7R6 11187201 1503656 SH OTR 1 0 1503656 0 KOSMOS ENERGY LTD COM 500688106 BBG001SJV7R6 0 0 SH SOLE 0 0 0 LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 79168 73000 PRN OTR 4 0 73000 0 LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 4713237 4346000 PRN DFND 1 33000 4312000 1000 LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 101205 117000 PRN OTR 4 0 117000 0 LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 6236650 7210000 PRN DFND 1 57000 7151000 2000 LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 2836200 3260000 PRN SOLE 3260000 0 0 LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 101790 117000 PRN OTR 7 0 117000 0 LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 45261750 52025000 PRN OTR 1 0 52025000 0 MARRIOTT VACATIONS WORLDWIDE NOTE 1/1 57164YAD9 541961 557000 PRN SOLE 557000 0 0 MARRIOTT VACATIONS WORLDWIDE NOTE 1/1 57164YAD9 6003410 6170000 PRN OTR 1 0 6170000 0 MFS MUN INCOME TR SH BEN INT 552738106 BBG001S5T4C2 1779048 333155 SH SOLE 333155 0 0 MGP INGREDIENTS INC NEW NOTE 1.875%11/1 55303JAB2 107153 91000 PRN OTR 4 0 91000 0 MGP INGREDIENTS INC NEW NOTE 1.875%11/1 55303JAB2 32858128 27787000 PRN OTR 1 0 27787000 0 MGP INGREDIENTS INC NEW NOTE 1.875%11/1 55303JAB2 1530155 1294000 PRN SOLE 1294000 0 0 MGP INGREDIENTS INC NEW NOTE 1.875%11/1 55303JAB2 6629325 5630000 PRN DFND 1 44000 5585000 1000 MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8 3754180 3348000 PRN SOLE 3348000 0 0 MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8 76679234 68383000 PRN OTR 1 0 68383000 0 MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8 8471752 7589000 PRN DFND 1 59000 7528000 2000 MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8 141773 127000 PRN OTR 4 0 127000 0 MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8 135680 121000 PRN OTR 7 0 121000 0 MONGODB INC NOTE 0.250% 1/1 60937PAD8 1043079 805000 PRN SOLE 805000 0 0 MONGODB INC NOTE 0.250% 1/1 60937PAD8 18937386 14615000 PRN OTR 1 0 14615000 0 NCL CORP LTD NOTE 5.375% 8/0 62886HAX9 534261 494000 PRN SOLE 494000 0 0 NCL CORP LTD NOTE 5.375% 8/0 62886HAX9 8143695 7530000 PRN OTR 1 0 7530000 0 NCL CORP LTD NOTE 6.000% 5/1 62886HAT8 5627792 4605000 PRN OTR 1 0 4605000 0 NCL CORP LTD NOTE 6.000% 5/1 62886HAT8 156429 128000 PRN SOLE 128000 0 0 NEUBERGER BERMAN N Y MUN FD COM 64124K102 BBG001SHSZN6 247667 25745 SH SOLE 25745 0 0 NEXTERA ENERGY INC UNIT 09/01/2025 65339F713 23127500 500000 SH OTR 1 0 500000 0 NEXTERA ENERGY INC UNIT 09/01/2025 65339F713 2291473 49540 SH SOLE 49540 0 0 NEXTERA ENERGY INC UNIT 09/01/2025 65339F713 128019 2762 SH OTR 4 0 2762 0 NEXTERA ENERGY INC UNIT 09/01/2025 65339F713 7808770 168474 SH DFND 1 1299 167137 38 NICE LTD NOTE 9/1 653656AB4 120313 125000 PRN OTR 7 0 125000 0 NICE LTD NOTE 9/1 653656AB4 178095 186000 PRN OTR 4 0 186000 0 NICE LTD NOTE 9/1 653656AB4 4955913 5149000 PRN SOLE 5149000 0 0 NICE LTD NOTE 9/1 653656AB4 90713700 94248000 PRN OTR 1 0 94248000 0 NICE LTD NOTE 9/1 653656AB4 10789110 11268000 PRN DFND 1 86000 11179000 3000 NICE LTD SPONSORED ADR 653656108 BBG001S9RK49 20855770 91117 SH SOLE 91117 0 0 NICE LTD SPONSORED ADR 653656108 BBG001S9RK49 32792155 143266 SH OTR 1 0 143266 0 NICE LTD SPONSORED ADR 653656108 BBG001S9RK49 1144 5 SH DFND 1 0 5 0 NINE ENERGY SERVICE INC COM 65441V101 BBG004M28MG8 3753 675 SH OTR 5 0 675 0 NINE ENERGY SERVICE INC COM 65441V101 BBG004M28MG8 819822 147450 SH SOLE 147450 0 0 NINE ENERGY SERVICE INC COM 65441V101 BBG004M28MG8 1168295 210125 SH OTR 1 0 210125 0 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 7290113 7095000 PRN DFND 1 55000 7038000 2000 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 116108 113000 PRN OTR 4 0 113000 0 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 54935195 53206000 PRN OTR 1 0 53206000 0 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 2819758 2731000 PRN SOLE 2731000 0 0 NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 6672831 7557000 PRN DFND 1 58000 7498000 1000 NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 1184799 1338000 PRN SOLE 1338000 0 0 NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 18633577 21043000 PRN OTR 1 0 21043000 0 NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 110375 125000 PRN OTR 4 0 125000 0 NUVEEN AMT FREE QLTY MUN INC COM 670657105 BBG001SKQWJ3 14793158 1330320 SH SOLE 1330320 0 0 NUVEEN CR STRATEGIES INCOME COM SHS 67073D102 BBG001SLL7N6 254028 49712 SH SOLE 49712 0 0 NUVEEN NEW YORK AMT QLT MUNI COM 670656107 BBG001S90BW7 4934023 466795 SH SOLE 466795 0 0 NUVEEN NEW YORK AMT QLT MUNI COM 670656107 BBG001S90BW7 1810292 171267 SH OTR 1 0 171267 0 NUVEEN PENNSYLVANIA QLT MUN COM 670972108 BBG001S6PT66 3841063 336051 SH SOLE 336051 0 0 OIL STS INTL INC NOTE 4.750% 4/0 678026AK1 3356298 3005000 PRN SOLE 3005000 0 0 OIL STS INTL INC NOTE 4.750% 4/0 678026AK1 58224239 52130000 PRN OTR 1 0 52130000 0 OIL STS INTL INC NOTE 4.750% 4/0 678026AK1 190991 171000 PRN OTR 7 0 171000 0 OKTA INC NOTE 0.125% 9/0 679295AD7 11607733 12805000 PRN OTR 1 0 12805000 0 OKTA INC NOTE 0.125% 9/0 679295AD7 1337088 1475000 PRN SOLE 1475000 0 0 OMNICELL COM NOTE 0.250% 9/1 68213NAD1 179256 194000 PRN SOLE 194000 0 0 OMNICELL COM NOTE 0.250% 9/1 68213NAD1 4153380 4495000 PRN OTR 1 0 4495000 0 PACIRA BIOSCIENCES INC NOTE 0.750% 8/0 695127AF7 1014990 1104000 PRN SOLE 1104000 0 0 PACIRA BIOSCIENCES INC NOTE 0.750% 8/0 695127AF7 20914862 22749000 PRN OTR 1 0 22749000 0 PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 1574749 779000 PRN SOLE 779000 0 0 PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 42764833 21155000 PRN OTR 1 0 21155000 0 PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 9334378 4629000 PRN DFND 1 35000 4593000 1000 PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 159303 79000 PRN OTR 4 0 79000 0 PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 3290481 1467000 PRN SOLE 1467000 0 0 PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 60137073 26811000 PRN OTR 1 0 26811000 0 PARSONS CORP DEL NOTE 0.250% 8/1 70202LAB8 636525 575000 PRN SOLE 575000 0 0 PARSONS CORP DEL NOTE 0.250% 8/1 70202LAB8 8323533 7519000 PRN OTR 1 0 7519000 0 PATRICK INDS INC NOTE 1.750%12/0 703343AG8 135450 150000 PRN OTR 4 0 150000 0 PATRICK INDS INC NOTE 1.750%12/0 703343AG8 8208270 9090000 PRN DFND 1 65000 9023000 2000 PATRICK INDS INC NOTE 1.750%12/0 703343AG8 30576900 33675000 PRN OTR 1 0 33675000 0 PATRICK INDS INC NOTE 1.750%12/0 703343AG8 1586276 1747000 PRN SOLE 1747000 0 0 PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 292057 343000 PRN SOLE 343000 0 0 PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 101578 120000 PRN OTR 4 0 120000 0 PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 4992215 5863000 PRN OTR 1 0 5863000 0 PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 6243636 7376000 PRN DFND 1 57000 7317000 2000 PERMIAN RESOURCES CORP NOTE 3.250% 4/0 15136AAA0 2749851 1482000 PRN SOLE 1482000 0 0 PERMIAN RESOURCES CORP NOTE 3.250% 4/0 15136AAA0 53675904 28928000 PRN OTR 1 0 28928000 0 PG&E CORP UNIT 08/16/2023 69331C140 166526 1170 SH OTR 4 0 1170 0 PG&E CORP UNIT 08/16/2023 69331C140 44729484 315000 SH OTR 1 0 315000 0 PG&E CORP UNIT 08/16/2023 69331C140 2945330 20742 SH SOLE 20742 0 0 PG&E CORP UNIT 08/16/2023 69331C140 10048356 70599 SH DFND 1 537 70046 16 PGIM GLOBAL HIGH YIELD FD FO COM 69346J106 BBG0037TDYM9 250599 22844 SH SOLE 22844 0 0 PIMCO ETF TR 25YR+ ZERO U S 72201R882 BBG001T5RZK5 221252 2310 SH SOLE 2310 0 0 PIONEER MUNICIPAL HIGH INCOM COM 723762100 BBG001SC4CM5 1649284 200399 SH OTR 1 0 200399 0 PIONEER MUNICIPAL HIGH INCOM COM 723762100 BBG001SC4CM5 2650151 322011 SH SOLE 322011 0 0 PIONEER MUNICIPAL HIGH INCOM COM SHS 723763108 BBG001SLS3T2 1786481 200954 SH OTR 1 0 200954 0 PIONEER MUNICIPAL HIGH INCOM COM SHS 723763108 BBG001SLS3T2 2028547 228183 SH SOLE 228183 0 0 PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2 11063570 5182000 PRN DFND 1 40000 5141000 1000 PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2 60542740 28291000 PRN OTR 1 0 28291000 0 PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2 183610 86000 PRN OTR 4 0 86000 0 PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2 3364080 1572000 PRN SOLE 1572000 0 0 Q2 HLDGS INC NOTE 0.750% 6/0 74736LAD1 416893 515000 PRN SOLE 515000 0 0 Q2 HLDGS INC NOTE 0.750% 6/0 74736LAD1 5824353 7195000 PRN OTR 1 0 7195000 0 RINGCENTRAL INC NOTE 3/0 76680RAF4 102138 116000 PRN OTR 4 0 116000 0 RINGCENTRAL INC NOTE 3/0 76680RAF4 6239223 7086000 PRN DFND 1 56000 7028000 2000 RINGCENTRAL INC NOTE 3/0 76680RAF4 123970 140000 PRN SOLE 140000 0 0 ROYAL CARIBBEAN GROUP NOTE 4.250% 6/1 780153BB7 102312 101000 PRN OTR 4 0 101000 0 ROYAL CARIBBEAN GROUP NOTE 4.250% 6/1 780153BB7 6119473 6041000 PRN DFND 1 46000 5994000 1000 SABRE GLBL INC NOTE 4.000% 4/1 78573NAE2 2733613 3020000 PRN OTR 1 0 3020000 0 SABRE GLBL INC NOTE 4.000% 4/1 78573NAE2 140301 155000 PRN SOLE 155000 0 0 SHIFT4 PMTS INC NOTE 12/1 82452JAB5 125040 107000 PRN OTR 4 0 107000 0 SHIFT4 PMTS INC NOTE 12/1 82452JAB5 34773791 29630000 PRN OTR 1 0 29630000 0 SHIFT4 PMTS INC NOTE 12/1 82452JAB5 1636000 1394000 PRN SOLE 1394000 0 0 SHIFT4 PMTS INC NOTE 12/1 82452JAB5 7739638 6623000 PRN DFND 1 52000 6569000 2000 SILICON LABORATORIES INC NOTE 0.625% 6/1 826919AD4 153862 103000 PRN OTR 4 0 103000 0 SILICON LABORATORIES INC NOTE 0.625% 6/1 826919AD4 1187057 792000 PRN SOLE 792000 0 0 SILICON LABORATORIES INC NOTE 0.625% 6/1 826919AD4 9170500 6139000 PRN DFND 1 46000 6092000 1000 SILICON LABORATORIES INC NOTE 0.625% 6/1 826919AD4 26960572 17988000 PRN OTR 1 0 17988000 0 SNAP INC NOTE 0.125% 3/0 83304AAH9 17608100 24923000 PRN OTR 1 0 24923000 0 SNAP INC NOTE 0.125% 3/0 83304AAH9 845681 1197000 PRN SOLE 1197000 0 0 SNAP INC NOTE 0.750% 8/0 83304AAB2 43052 47000 PRN OTR 4 0 47000 0 SNAP INC NOTE 0.750% 8/0 83304AAB2 2563884 2799000 PRN DFND 1 23000 2775000 1000 SNAP INC NOTE 5/0 83304AAF3 15090296 20573000 PRN OTR 1 0 20573000 0 SNAP INC NOTE 5/0 83304AAF3 761373 1038000 PRN SOLE 1038000 0 0 SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6 21126939 16239000 PRN OTR 1 0 16239000 0 SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6 1026489 789000 PRN SOLE 789000 0 0 SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 107137 94000 PRN OTR 7 0 94000 0 SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 6483152 5707000 PRN DFND 1 44000 5662000 1000 SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 104512 92000 PRN OTR 4 0 92000 0 SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 3423809 3004000 PRN SOLE 3004000 0 0 SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 64476797 56571000 PRN OTR 1 0 56571000 0 SPDR GOLD TR GOLD SHS 78463V107 BBG001SCPX28 10138662 55336 SH OTR 1 0 55336 0 SPDR GOLD TR GOLD SHS 78463V107 BBG001SCPX28 0 0 SH SOLE 0 0 0 SPIRIT AIRLS INC NOTE 1.000% 5/1 848577AB8 62024 77000 PRN OTR 4 0 77000 0 SPIRIT AIRLS INC NOTE 1.000% 5/1 848577AB8 3548228 4405000 PRN DFND 1 34000 4370000 1000 SPLUNK INC NOTE 1.125% 9/1 848637AD6 4288536 4432000 PRN DFND 1 35000 4396000 1000 SPLUNK INC NOTE 1.125% 9/1 848637AD6 19465609 20065000 PRN OTR 1 0 20065000 0 SPLUNK INC NOTE 1.125% 9/1 848637AD6 74508 77000 PRN OTR 4 0 77000 0 SPLUNK INC NOTE 1.125% 9/1 848637AD6 979829 1010000 PRN SOLE 1010000 0 0 SUMMIT HOTEL PPTYS NOTE 1.500% 2/1 866082AA8 1044891 1214000 PRN SOLE 1214000 0 0 SUMMIT HOTEL PPTYS NOTE 1.500% 2/1 866082AA8 22209520 25804000 PRN OTR 1 0 25804000 0 TALOS ENERGY INC COM 87484T108 BBG00JPH4JG0 41100716 2769590 SH OTR 1 0 2769590 0 TALOS ENERGY INC COM 87484T108 BBG00JPH4JG0 7524385 507034 SH SOLE 507034 0 0 TALOS ENERGY INC COM 87484T108 BBG00JPH4JG0 91815 6187 SH OTR 5 0 6187 0 TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 37143296 47847000 PRN OTR 1 0 47847000 0 TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 96411 125000 PRN OTR 4 0 125000 0 TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 2245816 2893000 PRN SOLE 2893000 0 0 TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 5724514 7422000 PRN DFND 1 57000 7363000 2000 UBER TECHNOLOGIES INC NOTE 12/1 90353TAJ9 24632304 27840000 PRN OTR 1 0 27840000 0 UBER TECHNOLOGIES INC NOTE 12/1 90353TAJ9 1192685 1348000 PRN SOLE 1348000 0 0 VAIL RESORTS INC NOTE 1/0 91879QAN9 7387971 8272000 PRN DFND 1 65000 8205000 2000 VAIL RESORTS INC NOTE 1/0 91879QAN9 120573 135000 PRN OTR 4 0 135000 0 VAIL RESORTS INC NOTE 1/0 91879QAN9 52643597 58615000 PRN OTR 1 0 58615000 0 VAIL RESORTS INC NOTE 1/0 91879QAN9 2629710 2928000 PRN SOLE 2928000 0 0 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 1020315 1004000 PRN SOLE 1004000 0 0 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 2935238 2899000 PRN DFND 1 22000 2876000 1000 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 29280195 28812000 PRN OTR 1 0 28812000 0 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 47588 47000 PRN OTR 4 0 47000 0 VISTRA CORP COM 92840M102 BBG00DXDL6R0 0 0 SH SOLE 0 0 0 VISTRA CORP COM 92840M102 BBG00DXDL6R0 334032 13918 SH OTR 2 0 13918 0 WELLS FARGO CO NEW PERP PFD CNV A 949746804 3039282 2628 SH SOLE 2628 0 0 WELLS FARGO CO NEW PERP PFD CNV A 949746804 3339374 2839 SH DFND 1 23 2815 1 WELLS FARGO CO NEW PERP PFD CNV A 949746804 27543204 23816 SH OTR 1 0 23816 0 WELLS FARGO CO NEW PERP PFD CNV A 949746804 59989 51 SH OTR 4 0 51 0 WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 4490346 4634000 PRN OTR 1 0 4634000 0 WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 749037 773000 PRN SOLE 773000 0 0 WOLFSPEED INC NOTE 0.250% 2/1 977852AB8 15672276 18702000 PRN OTR 1 0 18702000 0 WOLFSPEED INC NOTE 0.250% 2/1 977852AB8 119952 144000 PRN OTR 4 0 144000 0 WOLFSPEED INC NOTE 0.250% 2/1 977852AB8 7387877 8869000 PRN DFND 1 69000 8798000 2000 WOLFSPEED INC NOTE 0.250% 2/1 977852AB8 1188284 1418000 PRN SOLE 1418000 0 0 WORKIVA INC NOTE 1.125% 8/1 98139AAB1 169522 120000 PRN SOLE 120000 0 0 ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 118552 116000 PRN OTR 4 0 116000 0 ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 1994434 1942000 PRN SOLE 1942000 0 0 ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 7327740 7170000 PRN DFND 1 56000 7112000 2000 ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 34741356 33828000 PRN OTR 1 0 33828000 0 ZSCALER INC NOTE 0.125% 7/0 98980GAB8 18754210 17701000 PRN OTR 1 0 17701000 0 ZSCALER INC NOTE 0.125% 7/0 98980GAB8 896337 846000 PRN SOLE 846000 0 0 ZYNGA INC NOTE 12/1 98986TAD0 918469 910000 PRN SOLE 910000 0 0 ZYNGA INC NOTE 12/1 98986TAD0 17289425 17130000 PRN OTR 1 0 17130000 0