Chief Compliance Officer

0001085146-24-000679.txt : 20240202 0001085146-24-000679.hdr.sgml : 20240202 20240202133126 ACCESSION NUMBER: 0001085146-24-000679 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20231231 FILED AS OF DATE: 20240202 DATE AS OF CHANGE: 20240202 EFFECTIVENESS DATE: 20240202 FILER: COMPANY DATA: COMPANY CONFORMED NAME: MACKAY SHIELDS LLC CENTRAL INDEX KEY: 0000061227 ORGANIZATION NAME: 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: 24590017 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 12-31-2023 12-31-2023 false MACKAY SHIELDS LLC

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

13F HOLDINGS REPORT 028-00046 N Chris Fitzgerald Chief Compliance Officer 212-230-3968 /s/ Chris Fitzgerald New York NY 02-02-2024 7 360 3427500182 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 ABRDN NATL MUN INCOME FD SH BEN INT 24610T108 BBG001S76Y64 4101306 401695 SH SOLE 401695 0 0 AES CORP UNIT 02/15/2024 00130H204 22613292 297700 SH OTR 1 0 297700 0 AES CORP UNIT 02/15/2024 00130H204 4722133 62068 SH DFND 1 307 61689 72 AES CORP UNIT 02/15/2024 00130H204 172093 2262 SH OTR 4 884 1378 0 AES CORP UNIT 02/15/2024 00130H204 1010648 13305 SH SOLE 13305 0 0 AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 286875 225000 PRN SOLE 225000 0 0 AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 5010150 3945000 PRN DFND 1 92000 3849000 4000 AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 170180 134000 PRN OTR 4 51000 83000 0 AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5 38952881 34826000 PRN OTR 1 0 34826000 0 AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5 1921583 1718000 PRN SOLE 1718000 0 0 ALNYLAM PHARMACEUTICALS INC NOTE 1.000% 9/1 02043QAB3 11063950 11204000 PRN OTR 1 0 11204000 0 ALNYLAM PHARMACEUTICALS INC NOTE 1.000% 9/1 02043QAB3 745563 755000 PRN SOLE 755000 0 0 AMERICAN AIRLINES GROUP INC NOTE 6.500% 7/0 02376RAF9 15502688 13935000 PRN OTR 1 0 13935000 0 AMERICAN AIRLINES GROUP INC NOTE 6.500% 7/0 02376RAF9 350438 315000 PRN SOLE 315000 0 0 APOLLO GLOBAL MGMT INC SER A MAND CNV 03769M304 222684 3949 SH OTR 4 1555 2394 0 APOLLO GLOBAL MGMT INC SER A MAND CNV 03769M304 33663490 597400 SH OTR 1 0 597400 0 APOLLO GLOBAL MGMT INC SER A MAND CNV 03769M304 1983520 35200 SH SOLE 35200 0 0 APOLLO 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5583845 4793000 PRN DFND 1 118000 4670000 5000 MGP INGREDIENTS INC NEW NOTE 1.875%11/1 55303JAB2 2523690 2157000 PRN SOLE 2157000 0 0 MGP INGREDIENTS INC NEW NOTE 1.875%11/1 55303JAB2 47869380 40914000 PRN OTR 1 0 40914000 0 MGP INGREDIENTS INC NEW NOTE 1.875%11/1 55303JAB2 196885 169000 PRN OTR 4 68000 101000 0 MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8 242535 222000 PRN OTR 4 85000 137000 0 MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8 75050343 68383000 PRN OTR 1 0 68383000 0 MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8 3456028 3149000 PRN SOLE 3149000 0 0 MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8 7185373 6577000 PRN DFND 1 163000 6406000 8000 MONGODB INC NOTE 0.250% 1/1 60937PAD8 28919431 14615000 PRN OTR 1 0 14615000 0 MONGODB INC NOTE 0.250% 1/1 60937PAD8 1547383 782000 PRN SOLE 782000 0 0 NCL CORP LTD NOTE 5.375% 8/0 62886HAX9 990472 769000 PRN SOLE 769000 0 0 NCL CORP LTD NOTE 5.375% 8/0 62886HAX9 20288576 15752000 PRN OTR 1 0 15752000 0 NCL CORP LTD NOTE 5.375% 8/0 62886HAX9 223242 174000 PRN OTR 4 66000 108000 0 NCL CORP LTD NOTE 5.375% 8/0 62886HAX9 6540734 5098000 PRN DFND 1 125000 4968000 5000 NCL CORP LTD NOTE 6.000% 5/1 62886HAT8 6950787 4605000 PRN OTR 1 0 4605000 0 NCL CORP LTD NOTE 6.000% 5/1 62886HAT8 179619 119000 PRN SOLE 119000 0 0 NEXTERA ENERGY INC UNIT 09/01/2025 65339F713 295506 7752 SH OTR 4 3410 4342 0 NEXTERA ENERGY INC UNIT 09/01/2025 65339F713 9528513 249961 SH DFND 1 6198 243481 282 NEXTERA ENERGY INC UNIT 09/01/2025 65339F713 2708567 70840 SH SOLE 70840 0 0 NEXTERA ENERGY INC UNIT 09/01/2025 65339F713 35558550 930000 SH OTR 1 0 930000 0 NICE LTD NOTE 9/1 653656AB4 89629848 94248000 PRN OTR 1 0 94248000 0 NICE LTD NOTE 9/1 653656AB4 4180596 4396000 PRN SOLE 4396000 0 0 NICE LTD NOTE 9/1 653656AB4 9194174 9719000 PRN DFND 1 233000 9475000 11000 NICE LTD NOTE 9/1 653656AB4 315964 334000 PRN OTR 4 131000 203000 0 NINE ENERGY SERVICE INC COM 65441V101 BBG004M28MG8 505242 188523 SH OTR 1 0 188523 0 NINE ENERGY SERVICE INC COM 65441V101 BBG004M28MG8 1624 606 SH OTR 5 0 606 0 NINE ENERGY SERVICE INC COM 65441V101 BBG004M28MG8 97665 36442 SH SOLE 36442 0 0 NORTHERN OIL & GAS INC NOTE 3.625% 4/1 665531AJ8 15661952 13228000 PRN OTR 1 0 13228000 0 NORTHERN OIL & GAS INC NOTE 3.625% 4/1 665531AJ8 187461 159000 PRN OTR 4 68000 91000 0 NORTHERN OIL & GAS INC NOTE 3.625% 4/1 665531AJ8 600288 507000 PRN SOLE 507000 0 0 NORTHERN OIL & GAS INC NOTE 3.625% 4/1 665531AJ8 6152022 5218000 PRN DFND 1 126000 5087000 5000 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 4060920 3148000 PRN SOLE 3148000 0 0 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 264710 206000 PRN OTR 4 81000 125000 0 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 68635740 53206000 PRN OTR 1 0 53206000 0 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 8022255 6243000 PRN DFND 1 148000 6088000 7000 NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 986153 1069000 PRN SOLE 1069000 0 0 NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 19412168 21043000 PRN OTR 1 0 21043000 0 NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 6037040 6562000 PRN DFND 1 153000 6403000 6000 NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 202400 220000 PRN OTR 4 85000 135000 0 NUVEEN AMT FREE MUN CR INC F COM 67071L106 BBG001SHZCF8 256281 21682 SH SOLE 21682 0 0 NUVEEN AMT FREE MUN CR INC F COM 67071L106 BBG001SHZCF8 323206 27344 SH OTR 1 0 27344 0 NUVEEN AMT FREE QLTY MUN INC COM 670657105 BBG001SKQWJ3 10233520 930320 SH SOLE 930320 0 0 NUVEEN MUNICIPAL CREDIT INC COM SH BEN INT 67070X101 BBG001S97B05 483012 40864 SH SOLE 40864 0 0 NUVEEN MUNICIPAL CREDIT INC COM SH BEN INT 67070X101 BBG001S97B05 631141 53396 SH OTR 1 0 53396 0 NUVEEN NEW YORK AMT QLT MUNI COM 670656107 BBG001S90BW7 1803442 171267 SH OTR 1 0 171267 0 NUVEEN NEW YORK AMT QLT MUNI COM 670656107 BBG001S90BW7 4111870 390491 SH SOLE 390491 0 0 NUVEEN PENNSYLVANIA QLT MUN COM 670972108 BBG001S6PT66 2701730 233310 SH SOLE 233310 0 0 OIL STS INTL INC NOTE 4.750% 4/0 678026AK1 52197769 52130000 PRN OTR 1 0 52130000 0 OIL STS INTL INC NOTE 4.750% 4/0 678026AK1 2830675 2827000 PRN SOLE 2827000 0 0 OKTA INC NOTE 0.125% 9/0 679295AD7 11851028 12805000 PRN OTR 1 0 12805000 0 OKTA INC NOTE 0.125% 9/0 679295AD7 965297 1043000 PRN SOLE 1043000 0 0 OMNICELL COM NOTE 0.250% 9/1 68213NAD1 624109 677000 PRN SOLE 677000 0 0 OMNICELL COM NOTE 0.250% 9/1 68213NAD1 17895438 19412000 PRN OTR 1 0 19412000 0 PACIRA BIOSCIENCES INC NOTE 0.750% 8/0 695127AF7 1539539 1661000 PRN SOLE 1661000 0 0 PACIRA BIOSCIENCES INC NOTE 0.750% 8/0 695127AF7 31468333 33951000 PRN OTR 1 0 33951000 0 PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 11997187 4049000 PRN DFND 1 100000 3944000 5000 PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 2223032 749000 PRN SOLE 749000 0 0 PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 62788040 21155000 PRN OTR 1 0 21155000 0 PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 400005 135000 PRN OTR 4 51000 84000 0 PARSONS CORP DEL NOTE 0.250% 8/1 70202LAB8 10793525 7519000 PRN OTR 1 0 7519000 0 PARSONS CORP DEL NOTE 0.250% 8/1 70202LAB8 775170 540000 PRN SOLE 540000 0 0 PATRICK INDS INC NOTE 1.750%12/0 703343AG8 1932300 1695000 PRN SOLE 1695000 0 0 PATRICK INDS INC NOTE 1.750%12/0 703343AG8 38389500 33675000 PRN OTR 1 0 33675000 0 PATRICK INDS INC NOTE 1.750%12/0 703343AG8 295100 260000 PRN OTR 4 100000 160000 0 PATRICK INDS INC NOTE 1.750%12/0 703343AG8 8972175 7905000 PRN DFND 1 189000 7707000 9000 PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 5625030 6316000 PRN DFND 1 152000 6157000 7000 PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 5250903 5863000 PRN OTR 1 0 5863000 0 PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 191479 215000 PRN OTR 4 84000 131000 0 PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 307191 343000 PRN SOLE 343000 0 0 PERMIAN RESOURCES CORP NOTE 3.250% 4/0 15136AAA0 1691656 727000 PRN SOLE 727000 0 0 PERMIAN RESOURCES CORP NOTE 3.250% 4/0 15136AAA0 33672570 14471000 PRN OTR 1 0 14471000 0 PIONEER MUNICIPAL HIGH INCOM COM 723762100 BBG001SC4CM5 2544104 317220 SH SOLE 317220 0 0 PIONEER MUNICIPAL HIGH INCOM COM 723762100 BBG001SC4CM5 1607200 200399 SH OTR 1 0 200399 0 PIONEER MUNICIPAL HIGH INCOM COM SHS 723763108 BBG001SLS3T2 1380222 159933 SH SOLE 159933 0 0 PIONEER MUNICIPAL HIGH INCOM COM SHS 723763108 BBG001SLS3T2 1734233 200954 SH OTR 1 0 200954 0 PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2 398520 164000 PRN OTR 4 67000 97000 0 PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2 73252105 30083000 PRN OTR 1 0 30083000 0 PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2 11355390 4673000 PRN DFND 1 110000 4558000 5000 PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2 4100540 1684000 PRN SOLE 1684000 0 0 POST HLDGS INC NOTE 2.500% 8/1 737446AT1 6570271 6502000 PRN DFND 1 155000 6340000 7000 POST HLDGS INC NOTE 2.500% 8/1 737446AT1 30962595 30490000 PRN OTR 1 0 30490000 0 POST HLDGS INC NOTE 2.500% 8/1 737446AT1 216247 214000 PRN OTR 4 83000 131000 0 POST HLDGS INC NOTE 2.500% 8/1 737446AT1 1366863 1346000 PRN SOLE 1346000 0 0 Q2 HLDGS INC NOTE 0.750% 6/0 74736LAD1 6574791 7195000 PRN OTR 1 0 7195000 0 Q2 HLDGS INC NOTE 0.750% 6/0 74736LAD1 356382 390000 PRN SOLE 390000 0 0 RINGCENTRAL INC NOTE 3/0 76680RAF4 130900 140000 PRN SOLE 140000 0 0 ROYAL CARIBBEAN GROUP NOTE 6.000% 8/1 780153BQ4 19922490 7470000 PRN OTR 1 0 7470000 0 ROYAL CARIBBEAN GROUP NOTE 6.000% 8/1 780153BQ4 1026795 385000 PRN SOLE 385000 0 0 SABRE GLBL INC NOTE 4.000% 4/1 78573NAE2 2978626 3020000 PRN OTR 1 0 3020000 0 SABRE GLBL INC NOTE 4.000% 4/1 78573NAE2 138082 140000 PRN SOLE 140000 0 0 SHIFT4 PMTS INC NOTE 12/1 82452JAB5 201911 182000 PRN OTR 4 82000 100000 0 SHIFT4 PMTS INC NOTE 12/1 82452JAB5 6446723 5811000 PRN DFND 1 141000 5663000 7000 SHIFT4 PMTS INC NOTE 12/1 82452JAB5 33019672 29630000 PRN OTR 1 0 29630000 0 SHIFT4 PMTS INC NOTE 12/1 82452JAB5 1592478 1429000 PRN SOLE 1429000 0 0 SNAP INC NOTE 0.125% 3/0 83304AAH9 19614401 24923000 PRN OTR 1 0 24923000 0 SNAP INC NOTE 0.125% 3/0 83304AAH9 696495 885000 PRN SOLE 885000 0 0 SNAP INC NOTE 5/0 83304AAF3 601242 748000 PRN SOLE 748000 0 0 SNAP INC NOTE 5/0 83304AAF3 16536577 20573000 PRN OTR 1 0 20573000 0 SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6 14848942 16239000 PRN OTR 1 0 16239000 0 SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6 533095 583000 PRN SOLE 583000 0 0 SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 2343932 2311000 PRN SOLE 2311000 0 0 SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 57377137 56571000 PRN OTR 1 0 56571000 0 SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 171785 170000 PRN OTR 4 68000 102000 0 SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 4930230 4879000 PRN DFND 1 121000 4753000 5000 SPDR GOLD TR GOLD SHS 78463V107 BBG001SCPX28 10578583 55336 SH OTR 1 0 55336 0 SPDR SER TR BBG CONV SEC ETF 78464A359 BBG001T2PMD1 146464 2030 SH OTR 4 0 2030 0 SPDR SER TR BBG CONV SEC ETF 78464A359 BBG001T2PMD1 4605623 63834 SH DFND 1 5593 58241 0 SPLUNK INC NOTE 1.125% 9/1 848637AD6 1391040 1260000 PRN SOLE 1260000 0 0 SPLUNK INC NOTE 1.125% 9/1 848637AD6 143195 130000 PRN OTR 4 49000 81000 0 SPLUNK INC NOTE 1.125% 9/1 848637AD6 37515024 33981000 PRN OTR 1 0 33981000 0 SPLUNK INC NOTE 1.125% 9/1 848637AD6 4276023 3882000 PRN DFND 1 92000 3786000 4000 SUMMIT HOTEL PPTYS NOTE 1.500% 2/1 866082AA8 817506 917000 PRN SOLE 917000 0 0 SUMMIT HOTEL PPTYS NOTE 1.500% 2/1 866082AA8 23004266 25804000 PRN OTR 1 0 25804000 0 TALOS ENERGY INC COM 87484T108 BBG00JPH4JG0 38372476 2696590 SH OTR 1 0 2696590 0 TALOS ENERGY INC COM 87484T108 BBG00JPH4JG0 88041 6187 SH OTR 5 0 6187 0 TALOS ENERGY INC COM 87484T108 BBG00JPH4JG0 6406289 450196 SH SOLE 450196 0 0 TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 1063393 1286000 PRN SOLE 1286000 0 0 TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 181640 221000 PRN OTR 4 84000 137000 0 TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 5291392 6438000 PRN DFND 1 158000 6274000 6000 TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 20106074 24315000 PRN OTR 1 0 24315000 0 UBER TECHNOLOGIES INC NOTE 12/1 90353TAJ9 54159 53000 PRN SOLE 53000 0 0 UBER TECHNOLOGIES INC NOTE 12/1 90353TAJ9 222692 219000 PRN OTR 4 85000 134000 0 UBER TECHNOLOGIES INC NOTE 12/1 90353TAJ9 6710259 6599000 PRN DFND 1 156000 6436000 7000 VAIL RESORTS INC NOTE 1/0 91879QAN9 52423791 58615000 PRN OTR 1 0 58615000 0 VAIL RESORTS INC NOTE 1/0 91879QAN9 6346616 7136000 PRN DFND 1 171000 6957000 8000 VAIL RESORTS INC NOTE 1/0 91879QAN9 220566 248000 PRN OTR 4 99000 149000 0 VAIL RESORTS INC NOTE 1/0 91879QAN9 2198374 2458000 PRN SOLE 2458000 0 0 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 83088 85000 PRN OTR 4 35000 50000 0 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 2478940 2536000 PRN DFND 1 62000 2471000 3000 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 952794 971000 PRN SOLE 971000 0 0 VISTRA CORP COM 92840M102 BBG00DXDL6R0 536121 13918 SH OTR 2 0 13918 0 WELLS FARGO CO NEW PERP PFD CNV A 949746804 104019 87 SH OTR 4 34 53 0 WELLS FARGO CO NEW PERP PFD CNV A 949746804 2898603 2417 SH SOLE 2417 0 0 WELLS FARGO CO NEW PERP PFD CNV A 949746804 28561497 23816 SH OTR 1 0 23816 0 WELLS FARGO CO NEW PERP PFD CNV A 949746804 2858727 2391 SH DFND 1 12 2376 3 WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 725725 725000 PRN SOLE 725000 0 0 WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 4638634 4634000 PRN OTR 1 0 4634000 0 WOLFSPEED INC NOTE 0.250% 2/1 977852AB8 154232 229000 PRN OTR 4 100000 129000 0 WOLFSPEED INC NOTE 0.250% 2/1 977852AB8 12689307 18702000 PRN OTR 1 0 18702000 0 WOLFSPEED INC NOTE 0.250% 2/1 977852AB8 5030372 7469000 PRN DFND 1 186000 7274000 9000 WOLFSPEED INC NOTE 0.250% 2/1 977852AB8 835912 1232000 PRN SOLE 1232000 0 0 WORKIVA INC NOTE 1.125% 8/1 98139AAB1 165360 120000 PRN SOLE 120000 0 0 ZIFF DAVIS INC NOTE 1.750%11/0 48123VAE2 574750 605000 PRN SOLE 605000 0 0 ZIFF DAVIS INC NOTE 1.750%11/0 48123VAE2 8079750 8505000 PRN OTR 1 0 8505000 0 ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 227452 207000 PRN OTR 4 82000 125000 0 ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 2027681 1837000 PRN SOLE 1837000 0 0 ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 6863105 6246000 PRN DFND 1 151000 6088000 7000 ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 37339346 33828000 PRN OTR 1 0 33828000 0 ZSCALER INC NOTE 0.125% 7/0 98980GAB8 26914371 17701000 PRN OTR 1 0 17701000 0 ZSCALER INC NOTE 0.125% 7/0 98980GAB8 9188476 6063000 PRN DFND 1 145000 5911000 7000 ZSCALER INC NOTE 0.125% 7/0 98980GAB8 310677 205000 PRN OTR 4 82000 123000 0 ZSCALER INC NOTE 0.125% 7/0 98980GAB8 2288353 1505000 PRN SOLE 1505000 0 0