13F-HR/A filed by MacKay Shields LLC
MacKay Shields LLC filed this 13F-HR/A for the quarter ended 2021-09-30, filed 2022-01-18, with 711 holding rows worth $10,614,106,000.
- Accession
- 0001085146-22-000159
- Filer
- CIK 61227
- Filed
- 2022-01-18
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q3 2021
A holdings report, amendment of type restatement, 1,395 entries on the cover page, a total value of $10,614,106,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $10,614,106,000 with VALUE read as thousands by filing date, 13F file number 028-00046. The quarter's positions are built on this report. The resolved quarter.
Other managers
- included managerNEW YORK LIFE INVESTMENT MANAGEMENT LLC028-06325
- included managerFIRST TRUST ADVISORS LP028-06487
- included managerNEW YORK LIFE INSURANCE CO028-00065
- included managerOPPENHEIMER ASSET MANAGEMENT INC.028-10748
- included managerMCMORGAN & CO LLC028-10044
- included managerRIVERNORTH CAPITAL MANAGEMENT, LLC028-13256
- included managerIndexIQ Advisors LLC028-13712
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| TEXTRON INC COM | 883203101 | Stock | 35,484 | $2,477,000 | thousands by filing date | |
| KELLANOVA | 487836108 | COM | 38,741 | $2,477,000 | thousands by filing date | |
| MARKETAXESS HLDGS INC | 57060D108 | COM | 5,797 | $2,438,000 | thousands by filing date | |
| PGIM HIGH YIELD BOND FUND IN | 69346H100 | COM | 150,000 | $2,436,000 | thousands by filing date | |
| DIAMONDBACK ENERGY INC COM | 25278X109 | Stock | 25,531 | $2,417,000 | thousands by filing date | |
| IDEX CORP COM | 45167R104 | Stock | 11,679 | $2,417,000 | thousands by filing date | |
| OMNICOM GROUP INC COM | 681919106 | Stock | 32,939 | $2,387,000 | thousands by filing date | |
| QUANTA SVCS INC | 74762E102 | COM | 20,926 | $2,382,000 | thousands by filing date | |
| UDR INC COM | 902653104 | REIT | 44,870 | $2,377,000 | thousands by filing date | |
| BXP INC COM | 101121101 | REIT | 21,831 | $2,365,000 | thousands by filing date | |
| AES CORP COM | 00130H105 | Stock | 103,076 | $2,353,000 | thousands by filing date | |
| MFS MUNICIPAL INCOME TRUST | 552738106 | SH BEN INT | 333,155 | $2,329,000 | thousands by filing date | |
| CERIDIAN HCM HLDG INC | 15677J108 | COM | 20,632 | $2,323,000 | thousands by filing date | |
| UNITED AIRLS HLDGS INC COM | 910047109 | Stock | 48,596 | $2,311,000 | thousands by filing date | |
| INTERPUBLIC GROUP COS | 460690100 | COM | 61,896 | $2,269,000 | thousands by filing date | |
| GEN DIGITAL INC COM | 668771108 | Stock | 89,151 | $2,256,000 | thousands by filing date | |
| ABIOMED INC | 003654100 | COM | 6,889 | $2,243,000 | thousands by filing date | |
| CARDINAL HEALTH INC | 14149Y108 | COM | 44,674 | $2,209,000 | thousands by filing date | |
| EVERGY INC COM | 30034W106 | Stock | 35,131 | $2,185,000 | thousands by filing date | |
| CENTERPOINT ENERGY INC | 15189T107 | COM | 88,780 | $2,184,000 | thousands by filing date | |
| ALLIANT ENERGY CORP COM | 018802108 | Stock | 38,466 | $2,153,000 | thousands by filing date | |
| HUNT J B TRANS SVCS INC COM | 445658107 | Stock | 12,721 | $2,127,000 | thousands by filing date | |
| EASTMAN CHEM CO COM | 277432100 | Stock | 21,101 | $2,126,000 | thousands by filing date | |
| MASCO CORP | 574599106 | COM | 38,179 | $2,121,000 | thousands by filing date | |
| ADVANCE AUTO PARTS INC | 00751Y106 | COM | 10,074 | $2,104,000 | thousands by filing date | |
| LEIDOS HOLDINGS INC COM | 525327102 | Stock | 21,736 | $2,090,000 | thousands by filing date | |
| CITRIX SYSTEMS INC | 177376100 | COM | 19,047 | $2,046,000 | thousands by filing date | |
| LKQ CORP COM | 501889208 | Stock | 40,559 | $2,041,000 | thousands by filing date | |
| WESTROCK CO | 96145D105 | COM | 40,966 | $2,041,000 | thousands by filing date | |
| CBOE GLOBAL MKTS INC COM | 12503M108 | Stock | 16,319 | $2,021,000 | thousands by filing date | |
| SMUCKER J M CO | 832696405 | COM NEW | 16,833 | $2,020,000 | thousands by filing date | |
| PACKAGING CORP AMER COM | 695156109 | Stock | 14,566 | $2,002,000 | thousands by filing date | |
| IRON MTN INC DEL COM | 46284V101 | REIT | 46,058 | $2,001,000 | thousands by filing date | |
| BROWN & BROWN INC COM | 115236101 | Stock | 35,863 | $1,988,000 | thousands by filing date | |
| AMERICAN AIRLINES GROUP INC COM | 02376R102 | Stock | 96,327 | $1,977,000 | thousands by filing date | |
| FOX CORP CL A COM | 35137L105 | Stock | 49,100 | $1,969,000 | thousands by filing date | |
| INCYTE CORP COM | 45337C102 | Stock | 28,517 | $1,962,000 | thousands by filing date | |
| WHIRLPOOL CORP COM | 963320106 | Stock | 9,613 | $1,960,000 | thousands by filing date | |
| DENTSPLY SIRONA INC | 24906P109 | COM | 33,444 | $1,942,000 | thousands by filing date | |
| PTC INC COM | 69370C100 | Stock | 16,193 | $1,940,000 | thousands by filing date | |
| LAS VEGAS SANDS CORP COM | 517834107 | Stock | 52,775 | $1,932,000 | thousands by filing date | |
| MOSAIC CO COM | 61945C103 | Stock | 53,505 | $1,911,000 | thousands by filing date | |
| LINCOLN NATL CORP IND COM | 534187109 | Stock | 27,674 | $1,902,000 | thousands by filing date | |
| BROWN FORMAN CORP CL B | 115637209 | Stock | 28,387 | $1,902,000 | thousands by filing date | |
| FORTUNE BRANDS INNOVATIONS INC COM | 34964C106 | Stock | 21,194 | $1,895,000 | thousands by filing date | |
| LUMEN TECHNOLOGIES INC | 550241103 | COM | 152,698 | $1,892,000 | thousands by filing date | |
| HOWMET AEROSPACE INC COM | 443201108 | Stock | 60,503 | $1,888,000 | thousands by filing date | |
| PULTE GROUP INC COM | 745867101 | Stock | 40,918 | $1,879,000 | thousands by filing date | |
| KIMCO REALTY CORP COM | 49446R109 | REIT | 90,209 | $1,872,000 | thousands by filing date | |
| HENRY JACK & ASSOC INC | 426281101 | COM | 11,357 | $1,863,000 | thousands by filing date | |
| LIVE NATION ENTERTAINMENT INC COM | 538034109 | Stock | 20,366 | $1,856,000 | thousands by filing date | |
| BLACKROCK N Y MUN INCOME TRU | 09248L106 | SH BEN INT | 120,203 | $1,844,000 | thousands by filing date | |
| F5 INC COM | 315616102 | Stock | 9,253 | $1,839,000 | thousands by filing date | |
| FMC CORP COM NEW | 302491303 | Stock | 19,796 | $1,813,000 | thousands by filing date | |
| CF INDUSTRIES HOLD COM | 125269100 | Stock | 32,215 | $1,799,000 | thousands by filing date | |
| C H ROBINSON WORLDWIDE IN COM NEW | 12541W209 | Stock | 20,472 | $1,781,000 | thousands by filing date | |
| HORMEL FOODS CORP COM | 440452100 | Stock | 43,432 | $1,781,000 | thousands by filing date | |
| HOST HOTELS & RESORTS INC COM | 44107P104 | REIT | 108,462 | $1,771,000 | thousands by filing date | |
| ATMOS ENERGY CORP COM | 049560105 | Stock | 20,025 | $1,766,000 | thousands by filing date | |
| REGENCY CTRS CORP COM | 758849103 | REIT | 25,979 | $1,750,000 | thousands by filing date | |
| HASBRO INC COM | 418056107 | Stock | 19,613 | $1,750,000 | thousands by filing date | |
| PENN ENTERTAINMENT INC COM | 707569109 | Stock | 23,521 | $1,704,000 | thousands by filing date | |
| ROBERT HALF INC. COM | 770323103 | Stock | 16,956 | $1,701,000 | thousands by filing date | |
| SNAP ON INC COM | 833034101 | Stock | 8,125 | $1,697,000 | thousands by filing date | |
| LOEWS CORP COM | 540424108 | Stock | 30,490 | $1,644,000 | thousands by filing date | |
| DISH NETWORK CORPORATION | 25470M109 | CL A | 37,316 | $1,622,000 | thousands by filing date | |
| MARATHON OIL CORP | 565849106 | COM | 118,357 | $1,618,000 | thousands by filing date | |
| COMERICAINC | 200340107 | COM | 20,091 | $1,617,000 | thousands by filing date | |
| UNIVERSAL HLTH SVCS INC CL B | 913903100 | Stock | 11,680 | $1,616,000 | thousands by filing date | |
| SCHEIN HENRY INC | 806407102 | COM | 21,131 | $1,610,000 | thousands by filing date | |
| BERKLEY W R CORP COM | 084423102 | Stock | 21,407 | $1,567,000 | thousands by filing date | |
| BORGWARNER INC COM | 099724106 | Stock | 36,022 | $1,557,000 | thousands by filing date | |
| TAPESTRY INC COM | 876030107 | Stock | 41,879 | $1,550,000 | thousands by filing date | |
| MOHAWK INDS INC | 608190104 | COM | 8,688 | $1,541,000 | thousands by filing date | |
| BLACKROCK MUNIHOLDINGS INVESTM | 09254P108 | COM | 105,463 | $1,531,000 | thousands by filing date | |
| ZIONS BANCORPORATION | 989701107 | COM | 24,623 | $1,524,000 | thousands by filing date | |
| NRG ENERGY INC COM NEW | 629377508 | Stock | 36,698 | $1,498,000 | thousands by filing date | |
| NEWS CORP NEW CL A | 65249B109 | Stock | 63,239 | $1,488,000 | thousands by filing date | |
| ASSURANT INC COM | 04621X108 | Stock | 9,095 | $1,435,000 | thousands by filing date | |
| NISOURCE INC COM | 65473P105 | Stock | 58,757 | $1,424,000 | thousands by filing date | |
| ARES CAPITAL CORP | 04010LAT0 | NOTE 3.750% 2/0 | 1,316,000 | $1,412,000 | thousands by filing date | principal |
| LAMB WESTON HLDGS INC | 513272104 | COM | 22,545 | $1,384,000 | thousands by filing date | |
| JUNIPER NETWORKS INC | 48203R104 | COM | 49,205 | $1,354,000 | thousands by filing date | |
| WYNN RESORTS LTD | 983134107 | COM | 15,775 | $1,337,000 | thousands by filing date | |
| MOLSON COORS BEVERAGE CO CL B | 60871R209 | Stock | 28,227 | $1,309,000 | thousands by filing date | |
| COTERRA ENERGY INC COM | 127097103 | Stock | 59,895 | $1,303,000 | thousands by filing date | |
| THE CAMPBELLS COMPANY COM | 134429109 | Stock | 30,834 | $1,289,000 | thousands by filing date | |
| DXC TECHNOLOGY CO COM | 23355L106 | Stock | 38,172 | $1,283,000 | thousands by filing date | |
| GLOBE LIFE INC | 37959E102 | COM | 14,246 | $1,268,000 | thousands by filing date | |
| NEWELL BRANDS INC COM | 651229106 | Stock | 56,661 | $1,255,000 | thousands by filing date | |
| FEDERAL REALTY INVESTMENT TRUS | 313747206 | SH BEN INT NEW | 10,626 | $1,254,000 | thousands by filing date | |
| WESTERN ASSET HIGH INCOME OP | 95766K109 | COM | 241,565 | $1,254,000 | thousands by filing date | |
| SEALED AIR CORP NEW | 81211K100 | COM | 22,827 | $1,250,000 | thousands by filing date | |
| WESTERN UN CO COM | 959802109 | Stock | 61,615 | $1,246,000 | thousands by filing date | |
| ORGANON & CO COMMON STOCK | 68622V106 | Stock | 37,936 | $1,244,000 | thousands by filing date | |
| SMITH A O CORP COM | 831865209 | Stock | 20,196 | $1,233,000 | thousands by filing date | |
| PINNACLE WEST CAP CORP | 723484101 | COM | 16,898 | $1,222,000 | thousands by filing date | |
| DAVITA INC COM | 23918K108 | Stock | 10,495 | $1,221,000 | thousands by filing date | |
| FRANKLIN RESOURCES INC COM | 354613101 | Stock | 40,921 | $1,216,000 | thousands by filing date | |
| APA CORPORATION COM | 03743Q108 | Stock | 56,656 | $1,214,000 | thousands by filing date | |
| ANNALY CAPITAL MANAGEMENT | 035710409 | COM | 143,472 | $1,208,000 | thousands by filing date | |
| ROLLINS INC COM | 775711104 | Stock | 33,207 | $1,174,000 | thousands by filing date | |
| HUNTINGTON INGALLS INDS INC COM | 446413106 | Stock | 6,031 | $1,165,000 | thousands by filing date | |
| DISCOVERY INC | 25470F302 | COM SER C | 46,920 | $1,139,000 | thousands by filing date | |
| PEOPLE'S UNITED FINANCIAL INC | 712704105 | COM | 64,224 | $1,122,000 | thousands by filing date | |
| PVH CORPORATION COM | 693656100 | Stock | 10,661 | $1,096,000 | thousands by filing date | |
| DBX ETF TR XTRACK HRVST CSI | 233051879 | XTRACK HRVST CSI | 28,680 | $1,093,000 | thousands by filing date | |
| ALASKA AIR GROUP INC COM | 011659109 | Stock | 18,624 | $1,091,000 | thousands by filing date | |
| VORNADO RLTY TR | 929042109 | SH BEN INT | 23,530 | $989,000 | thousands by filing date | |
| FOX CORP | 35137L204 | CL B COM | 24,903 | $924,000 | thousands by filing date | |
| HANESBRANDS INC | 410345102 | COM | 52,299 | $898,000 | thousands by filing date | |
| BLACKROCK CALIFORNIA MUNICIPAL | 09248E102 | SH BEN INT | 60,663 | $895,000 | thousands by filing date | |
| LEGGETT & PLATT INC | 524660107 | COM | 19,940 | $894,000 | thousands by filing date | |
| IPG PHOTONICS CORP | 44980X109 | COM | 5,377 | $852,000 | thousands by filing date | |
| ALLIANCEBERNSTEIN GLOBAL HIG | 01879R106 | COM | 67,463 | $828,000 | thousands by filing date | |
| EATON VANCE MUNICIPAL BOND FUN | 27827X101 | COM | 60,261 | $806,000 | thousands by filing date | |
| RALPH LAUREN CORP | 751212101 | CL A | 7,234 | $803,000 | thousands by filing date | |
| BLACKROCK CORPORATE HIGH YIELD | 09255P107 | COM | 63,317 | $772,000 | thousands by filing date | |
| GAP INC COM | 364760108 | Stock | 31,192 | $708,000 | thousands by filing date | |
| GRANITE PT MTG TR INC | 38741LAC1 | NOTE 6.375%10/0 | 690,000 | $697,000 | thousands by filing date | principal |
| DISCOVERY INC | 25470F104 | COM SER A | 25,328 | $643,000 | thousands by filing date | |
| ZILLOW GROUP INC | 98954MAH4 | NOTE 2.750% 5/1 | 390,000 | $609,000 | thousands by filing date | principal |
| NEWPARK RES INC | 651718AE8 | NOTE 4.000%12/0 | 600,000 | $597,000 | thousands by filing date | principal |
| FORTIVE CORP | 34959JAK4 | NOTE 0.875% 2/1 | 570,000 | $574,000 | thousands by filing date | principal |
| TESLA INC | 88160RAG6 | NOTE 2.000% 5/1 | 46,000 | $574,000 | thousands by filing date | principal |
| UNDER ARMOUR INC | 904311107 | CL A | 28,281 | $571,000 | thousands by filing date | |
| INSULET CORP | 45784PAK7 | NOTE 0.375% 9/0 | 379,000 | $529,000 | thousands by filing date | principal |
| UNDER ARMOUR INC | 904311206 | CL C | 29,219 | $511,000 | thousands by filing date | |
| TERADYNE INC | 880770AG7 | NOTE | 145,000 | $501,000 | thousands by filing date | principal |
| GOLAR LNG LTD | 38046YAB7 | NOTE 2.750% 2/1 | 498,000 | $497,000 | thousands by filing date | principal |
| HUBSPOT INC | 443573AD2 | NOTE 0.375% 6/0 | 200,000 | $485,000 | thousands by filing date | principal |
| WAYFAIR INC | 94419LAF8 | NOTE 1.000% 8/1 | 255,000 | $474,000 | thousands by filing date | principal |
| GLOBAL X FDS | 37954Y483 | NASDAQ 100 COVER | 20,422 | $451,000 | thousands by filing date | |
| iShares iBoxx Inv Grade Corporate Bond ETF | 464287242 | SHS | 3,300 | $439,000 | thousands by filing date | |
| ARES DYNAMIC CR ALLOCATION F | 04014F102 | COM | 27,018 | $437,000 | thousands by filing date | |
| NEWS CORP NEW | 65249B208 | CL B | 18,258 | $425,000 | thousands by filing date | |
| DICKS SPORTING GOODS INC | 253393AD4 | NOTE 3.250% 4/1 | 107,000 | $393,000 | thousands by filing date | principal |
| RH | 74967XAD5 | CV | 120,000 | $378,000 | thousands by filing date | principal |
| TWITTER INC | 90184LAF9 | NOTE 0.250% 6/1 | 275,000 | $347,000 | thousands by filing date | principal |
| CNX RES CORP | 12653CAG3 | NOTE 2.250% 5/0 | 273,000 | $341,000 | thousands by filing date | principal |
| NEUBERGER BERMAN NY INT MUN | 64124K102 | COM | 25,745 | $338,000 | thousands by filing date | |
| BLACKROCK MUNICIPAL INCOME QUA | 092479104 | COM | 21,958 | $335,000 | thousands by filing date | |
| TURNING PT BRANDS INC COM | 90041L105 | Stock | 6,802 | $325,000 | thousands by filing date | |
| ISHARES TR | 464288257 | MSCI ACWI ETF | 3,154 | $315,000 | thousands by filing date | |
| iShares MBS ETF | 464288588 | SHS | 2,737 | $296,000 | thousands by filing date | |
| SAILPOINT TECHNOLOGIES HLDGS | 78781PAB1 | NOTE | 175,000 | $282,000 | thousands by filing date | principal |
| WAYFAIR INC | 94419LAM3 | NOTE 0.625%10/0 | 280,000 | $281,000 | thousands by filing date | principal |
| ENVISTA HOLDINGS CORPORATION | 29415FAB0 | BOND | 132,000 | $275,000 | thousands by filing date | principal |
| MERCADOLIBREINC | 58733R102 | STOK | 163 | $274,000 | thousands by filing date | |
| JD.COM INC SPON ADS CL A | 47215P106 | ADR | 3,699 | $267,000 | thousands by filing date | |
| PENN ENTERTAINMENT INC | 707569AU3 | NOTE 2.750% 5/1 | 79,000 | $253,000 | thousands by filing date | principal |
| MONGODB INC | 60937PAB2 | NOTE | 35,000 | $242,000 | thousands by filing date | principal |
| BLOCK INC CL A | 852234103 | Stock | 1,000 | $240,000 | thousands by filing date | |
| CHENIERE ENERGY INC | 16411RAG4 | NOTE 4.250% 3/1 | 260,000 | $226,000 | thousands by filing date | principal |
| BAIDU INC SPON ADR REP A | 056752108 | ADR | 1,447 | $222,000 | thousands by filing date | |
| BLACKSTONE INC | 09260D107 | COM | 1,900 | $221,000 | thousands by filing date | |
| J JILL INC | 46620W201 | COMMON STOCK | 12,465 | $217,000 | thousands by filing date | |
| DOCUSIGN INC | 256163AB2 | NOTE 0.500% 9/1 | 60,000 | $215,000 | thousands by filing date | principal |
| MANDIANT INC | 31816QAF8 | NOTE 0.875% 6/0 | 200,000 | $214,000 | thousands by filing date | principal |
| EQUITY LIFESTYLE PROPERTIES COM | 29472R108 | REIT | 2,606 | $204,000 | thousands by filing date | |
| LYFT INC | 55087PAB0 | NOTE 1.500% 5/1 | 131,000 | $204,000 | thousands by filing date | principal |
| SAREPTA THERAPEUTICS INC | 803607AB6 | DBCV 1.500%11/1 | 135,000 | $200,000 | thousands by filing date | principal |
| CLEVELAND CLIFFS INC | 185899AA9 | DBCV 1.500% 1/1 | 76,000 | $195,000 | thousands by filing date | principal |
| CYBERARK SOFTWARE LTD | 23248VAB1 | NOTE 11/1 | 160,000 | $190,000 | thousands by filing date | principal |
| REPLIGEN CORP | 759916AB5 | BOND | 73,000 | $185,000 | thousands by filing date | principal |
| IONIS PHARMACEUTICALS INC | 462222AB6 | NOTE 0.125%12/1 | 198,000 | $182,000 | thousands by filing date | principal |
| EVOLENT HEALTH INC | 30050BAD3 | NOTE 1.500%10/1 | 150,000 | $174,000 | thousands by filing date | principal |
| COLONY STARWOOD HOMES | 19625XAB8 | NOTE 3.500% 1/1 | 101,000 | $170,000 | thousands by filing date | principal |
| BLACKLINE INC | 09239BAB5 | NOTE 0.125% 8/0 | 90,000 | $151,000 | thousands by filing date | principal |
| RAPID7 INC | 753422AB0 | NOTE | 55,000 | $150,000 | thousands by filing date | principal |
| WORKIVA INC | 98139AAB1 | NOTE 1.125% 8/1 | 80,000 | $149,000 | thousands by filing date | principal |
| CREE INC | 225447AB7 | NOTE 0.875% 9/0 | 105,000 | $148,000 | thousands by filing date | principal |
| INVITAE CORP | 46185LAB9 | NOTE 2.000% 9/0 | 120,000 | $148,000 | thousands by filing date | principal |
| GUIDEWIRE SOFTWARE INC | 40171VAA8 | BOND | 120,000 | $145,000 | thousands by filing date | principal |
| INFINERA CORP | 45667GAC7 | BOND | 130,000 | $144,000 | thousands by filing date | principal |
| IRONWOOD PHARMACEUTICALS INC | 46333XAF5 | BOND | 120,000 | $142,000 | thousands by filing date | principal |
| NATERA INC | 632307AB0 | BOND | 47,000 | $141,000 | thousands by filing date | principal |
| II VI INC | 902104AB4 | NOTE 0.250% 9/0 | 105,000 | $140,000 | thousands by filing date | principal |
| VISHAY INTERTECHNOLOGY INC | 928298AP3 | NOTE 2.250% 6/1 | 135,000 | $139,000 | thousands by filing date | principal |
| ALTERYX INC | 02156BAD5 | BOND | 145,000 | $138,000 | thousands by filing date | principal |
| SABA CAPITAL INCOME & OPRNT | 78518H103 | SHARES | 28,978 | $132,000 | thousands by filing date | |
| NANOSTRING TECHNOLOGIES INC | 63009RAD1 | BOND | 100,000 | $128,000 | thousands by filing date | principal |
| NEW RELIC INC | 64829BAB6 | NOTE 0.500% 5/0 | 120,000 | $122,000 | thousands by filing date | principal |
| IRONWOOD PHARMACEUTICALS INC | 46333XAD0 | DBCV 2.250% 6/1 | 110,000 | $120,000 | thousands by filing date | principal |
| INSIGHT ENTERPRISES INC | 45765UAB9 | NOTE 0.750% 2/1 | 85,000 | $119,000 | thousands by filing date | principal |
| FTI CONSULTING INC | 302941AP4 | NOTE 2.000% 8/1 | 85,000 | $119,000 | thousands by filing date | principal |
| TRANSOCEAN INC | 893830BJ7 | DEB 0.500% 1/3 | 135,000 | $117,000 | thousands by filing date | principal |
| BLOOMIN BRANDS INC | 094235AB4 | NOTE 5.000% 5/0 | 51,000 | $115,000 | thousands by filing date | principal |
| Q2 HLDGS INC | 74736LAB5 | NOTE 0.750% 2/1 | 70,000 | $104,000 | thousands by filing date | principal |
| PENNYMAC CORP | 70932AAD5 | BOND | 100,000 | $103,000 | thousands by filing date | principal |
| UNITED STATES STL CORP | 912909AT5 | NOTE 5.000%11/0 | 54,000 | $102,000 | thousands by filing date | principal |
| CLOVIS ONCOLOGY INC | 189464AC4 | NOTE 1.250% 5/0 | 140,000 | $102,000 | thousands by filing date | principal |
| WINNEBAGO INDS INC | 974637AB6 | BOND | 75,000 | $100,000 | thousands by filing date | principal |
| INSMED INC | 457669AA7 | NOTE 1.750% 1/1 | 95,000 | $99,000 | thousands by filing date | principal |
| VEECO INSTRS INC DEL | 922417AD2 | NOTE 2.700% 1/1 | 95,000 | $94,000 | thousands by filing date | principal |
| ALLEGHENY TECHNOLOGIES INC | 01741RAG7 | NOTE | 70,000 | $94,000 | thousands by filing date | principal |
| OSI SYSTEMS INC | 671044AD7 | NOTE 1.250% 9/0 | 87,000 | $90,000 | thousands by filing date | principal |
| AVAYA HLDGS CORP | 05351XAB7 | NOTE 2.250% 6/1 | 85,000 | $89,000 | thousands by filing date | principal |
| REDWOOD TRUST INC | 758075AC9 | BOND | 80,000 | $82,000 | thousands by filing date | principal |
| AIR TRANS SVCS GROUP INC | 00922RAB1 | BOND | 65,000 | $70,000 | thousands by filing date | principal |
| KARYOPHARM THERAPEUTICS INC | 48576UAA4 | BOND | 93,000 | $70,000 | thousands by filing date | principal |
| AERIE PHARMACEUTICALS INC | 00771VAB4 | NOTE 1.500%10/0 | 76,000 | $69,000 | thousands by filing date | principal |
| TABULA RASA HEALTHCARE INC | 873379AA9 | NOTE | 75,000 | $63,000 | thousands by filing date | principal |
| DEXCOM INC | 252131AH0 | NOTE 0.750%12/0 | 18,000 | $60,000 | thousands by filing date | principal |
| 8X8 INC NEW | 282914AB6 | BOND | 50,000 | $56,000 | thousands by filing date | principal |
| LIBERTY MEDIA CORP DELAWARE | 531229AE2 | DEB 2.250% 9/3 | 115,000 | $52,000 | thousands by filing date | principal |
| VOCERA COMMUNICATIONS INC | 92857FAB3 | NOTE 1.500% 5/1 | 30,000 | $45,000 | thousands by filing date | principal |
| ISIS PHARMACEUTICALS INC DEL | 464337AJ3 | NOTE 1.000%11/1 | 42,000 | $42,000 | thousands by filing date | principal |
| FLEXION THERAPEUTICS INC | 33938JAB2 | NOTE | 45,000 | $40,000 | thousands by filing date | principal |
| LEXICON PHARMACEUTICALS INC | 528872AB0 | NOTE | 30,000 | $29,000 | thousands by filing date | principal |
| VISTRA CORP COM | 92840M102 | Stock | 319,975 | $14,000 | thousands by filing date | Value about 1/1,000 of the price other filers imply, kept as filed and left out of ratios. |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001085146-21-003114 | superseded | 2021-11-12 | acceptance time not in the bulk data set | |
| 13F-HR/A 0001085146-22-000159 | this filing | 2022-01-18 | acceptance time not in the bulk data set |