13F-HR filed by MacKay Shields LLC
MacKay Shields LLC filed this 13F-HR for the quarter ended 2022-06-30, filed 2022-08-03, with 244 holding rows worth $4,121,850,000.
- Accession
- 0001085146-22-002744
- Filer
- CIK 61227
- Filed
- 2022-08-03
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q2 2022
A holdings report, 498 entries on the cover page, a total value of $4,121,850,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $4,121,850,000 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 |
|---|---|---|---|---|---|---|
| GULFPORT ENERGY CORP COMMON SHARES | 402635502 | Stock | 2,175,700 | $172,990,000 | thousands by filing date | |
| PIONEER NAT RES CO | 723787AP2 | NOTE 0.250% 5/1 | 66,638,000 | $144,356,000 | thousands by filing date | principal |
| EQT CORP | 26884LAK5 | NOTE 1.750% 5/0 | 55,447,000 | $130,852,000 | thousands by filing date | principal |
| DANAHER CORPORATION | 235851409 | CONV | 86,099 | $115,073,000 | thousands by filing date | |
| NICE LTD | 653656AB4 | NOTE 9/1 | 111,774,000 | $110,316,000 | thousands by filing date | principal |
| ANTHEM INC | 94973VBG1 | NOTE 2.750%10/1 | 14,989,000 | $102,905,000 | thousands by filing date | principal |
| DISH NETWORK CORPORATION | 25470MAD1 | BOND | 91,994,000 | $81,300,000 | thousands by filing date | principal |
| MICROCHIP TECHNOLOGY INC. | 595017AU8 | NOTE 0.125%11/1 | 80,439,000 | $80,396,000 | thousands by filing date | principal |
| SOUTHWEST AIRLS CO | 844741BG2 | NOTE 1.250% 5/0 | 66,566,000 | $78,607,000 | thousands by filing date | principal |
| BIOMARIN PHARMACEUTICAL INC | 09061GAK7 | NOTE 1.250% 5/1 | 76,920,000 | $76,828,000 | thousands by filing date | principal |
| NRG ENERGY INC | 629377CG5 | DBCV 2.750% 6/0 | 63,693,000 | $68,654,000 | thousands by filing date | principal |
| FORD MTR CO | 345370CZ1 | NOTE 3/1 | 72,623,000 | $66,555,000 | thousands by filing date | principal |
| LUMENTUM HLDGS INC | 55024UAD1 | NOTE 0.500%12/1 | 64,144,000 | $65,991,000 | thousands by filing date | principal |
| FORUM ENERGY TECHNOLOGIES IN | 34984VAC4 | NOTE 9.000% 8/0 | 68,369,521 | $64,609,000 | thousands by filing date | principal |
| VAIL RESORTS INC | 91879QAN9 | NOTE 1/0 | 70,934,000 | $62,022,000 | thousands by filing date | principal |
| SILICON LABORATORIES INC | 826919AD4 | NOTE 0.625% 6/1 | 46,078,000 | $59,752,000 | thousands by filing date | principal |
| PALO ALTO NETWORKS INC | 697435AD7 | NOTE 0.750% 7/0 | 28,786,000 | $53,582,000 | thousands by filing date | principal |
| ENVESTNET INC | 29404KAB2 | BOND | 53,173,000 | $53,302,000 | thousands by filing date | principal |
| HELIX ENERGY SOLUTIONS GRP I | 42330PAK3 | NOTE 6.750% 2/1 | 54,426,000 | $52,263,000 | thousands by filing date | principal |
| TALOS ENERGY INC | 87484T108 | COM | 3,351,784 | $51,853,000 | thousands by filing date | |
| TELADOC HEALTH INC | 87918AAF2 | NOTE 1.250% 6/0 | 69,784,000 | $51,424,000 | thousands by filing date | principal |
| RINGCENTRAL INC | 76680RAF4 | NOTE 3/0 | 60,738,000 | $49,918,000 | thousands by filing date | principal |
| BURLINGTON STORES INC | 122017AB2 | NOTE 2.250% 4/1 | 48,720,000 | $48,233,000 | thousands by filing date | principal |
| PALO ALTO NETWORKS INC | 697435AF2 | NOTE 0.375% 6/0 | 27,523,000 | $47,286,000 | thousands by filing date | principal |
| DISH NETWORK CORPORATION | 25470MAB5 | NOTE 3.375% 8/1 | 69,328,000 | $46,972,000 | thousands by filing date | principal |
| ATLAS AIR WORLDWIDE HLDGS IN | 049164BJ4 | NOTE 1.875% 6/0 | 37,897,000 | $44,590,000 | thousands by filing date | principal |
| BROADCOM INC | 11135F200 | 8% MCNV PFD SR A | 29,336 | $44,461,000 | thousands by filing date | |
| ZILLOW GROUP INC | 98954MAH4 | NOTE 2.750% 5/1 | 44,048,000 | $41,673,000 | thousands by filing date | principal |
| ETSY INC | 29786AAN6 | NOTE 0.250% 6/1 | 55,204,000 | $40,713,000 | thousands by filing date | principal |
| DEXCOM INC | 252131AK3 | NOTE 0.250%11/1 | 43,739,000 | $40,200,000 | thousands by filing date | principal |
| PG&E CORP | 69331C140 | CONV | 413,498 | $39,717,000 | thousands by filing date | |
| BANK OF AMER CORP | 060505682 | 7.25%CNV PFD L | 32,852 | $39,623,000 | thousands by filing date | |
| PERMIAN RES OPER LLC | 15136AAA0 | NOTE 3.250% 4/0 | 30,807,000 | $38,624,000 | thousands by filing date | principal |
| ILLUMINA INC | 452327AK5 | NOTE 8/1 | 39,730,000 | $37,962,000 | thousands by filing date | principal |
| VIAVI SOLUTIONS INC | 925550AB1 | NOTE 1.000% 3/0 | 33,312,000 | $37,672,000 | thousands by filing date | principal |
| EXACT SCIENCES CORP | 30063PAC9 | NOTE 0.375% 3/0 | 54,416,000 | $37,623,000 | thousands by filing date | principal |
| NICE LTD SPONSORED ADR | 653656108 | ADR | 193,048 | $37,152,000 | thousands by filing date | |
| KKR & CO INC | 48251W401 | CONV | 627,171 | $37,131,000 | thousands by filing date | |
| AKAMAI TECHNOLOGIES INC | 00971TAL5 | NOTE 0.375% 9/0 | 36,882,000 | $36,827,000 | thousands by filing date | principal |
| WELLS FARGO & CO | 949746804 | PERP PFD CNV A | 30,132 | $36,410,000 | thousands by filing date | |
| LIBERTY MEDIA CORP DEL | 531229AF9 | NOTE 1.000% 1/3 | 20,247,000 | $34,994,000 | thousands by filing date | principal |
| SPLUNK INC | 848637AC8 | NOTE 0.500% 9/1 | 35,829,000 | $34,467,000 | thousands by filing date | principal |
| LIBERTY MEDIA CORP DEL | 531229AB8 | NOTE 1.375%10/1 | 29,277,000 | $34,391,000 | thousands by filing date | principal |
| AES CORP | 00130H204 | CONV | 395,451 | $34,158,000 | thousands by filing date | |
| BLACKROCK MUN TARGET TERM TR | 09257P105 | COM SHS BEN IN | 1,495,247 | $33,119,000 | thousands by filing date | |
| CABLE ONE, INC. | 12685JAG0 | NOTE | 39,220,000 | $33,062,000 | thousands by filing date | principal |
| iShares Gold Trust | 464285204 | COM | 929,500 | $31,891,000 | thousands by filing date | |
| WORKDAY INC | 98138HAF8 | NOTE 0.250%10/0 | 29,220,000 | $30,610,000 | thousands by filing date | principal |
| DISH NETWORK CORPORATION | 25470MAF6 | NOTE 12/1 | 42,198,000 | $29,754,000 | thousands by filing date | principal |
| Shopify Inc | 82509LAA5 | Convertible bond | 35,260,000 | $29,530,000 | thousands by filing date | principal |
| NUVASIVE INC | 670704AJ4 | NOTE 0.375% 3/1 | 31,058,000 | $27,678,000 | thousands by filing date | principal |
| CHEFS WHSE INC | 163086AB7 | BOND | 24,897,000 | $27,635,000 | thousands by filing date | principal |
| BOOKING HOLDINGS INC | 09857LAN8 | NOTE 0.750% 5/0 | 22,765,000 | $27,404,000 | thousands by filing date | principal |
| EVERBRIDGE INC | 29978AAC8 | NOTE 0.125%12/1 | 30,611,000 | $26,751,000 | thousands by filing date | principal |
| DATADOG INC | 23804LAB9 | NOTE 0.125% 6/1 | 20,890,000 | $26,519,000 | thousands by filing date | principal |
| EURONET WORLDWIDE INC | 298736AL3 | NOTE 0.750% 3/1 | 25,058,000 | $25,590,000 | thousands by filing date | principal |
| INTEGRA LIFESCIENCES HLDGS C | 457985AM1 | NOTE 0.500% 8/1 | 26,862,000 | $25,242,000 | thousands by filing date | principal |
| ARES CAPITAL CORP | 04010LAW3 | NOTE 4.625% 3/0 | 24,105,000 | $25,159,000 | thousands by filing date | principal |
| BLOCK INC | 852234AJ2 | NOTE 5/0 | 31,381,000 | $24,979,000 | thousands by filing date | principal |
| PACIRA BIOSCIENCES INC | 695127AF7 | NOTE 0.750% 8/0 | 23,996,000 | $24,907,000 | thousands by filing date | principal |
| STANLEY BLACK & DECKER INC | 854502846 | UNIT 11/15/2022 | 367,400 | $24,884,000 | thousands by filing date | |
| ROYAL CARIBBEAN GROUP | 780153BB7 | NOTE 4.250% 6/1 | 25,037,000 | $24,002,000 | thousands by filing date | principal |
| UBER TECHNOLOGIES INC | 90353TAJ9 | NOTE 12/1 | 29,547,000 | $23,718,000 | thousands by filing date | principal |
| BLACKROCK MUNICIPAL INCOME FUN | 09253X102 | COM | 1,951,300 | $23,240,000 | thousands by filing date | |
| SUMMIT HOTEL PPTYS | 866082AA8 | NOTE 1.500% 2/1 | 27,298,000 | $23,203,000 | thousands by filing date | principal |
| CHEESECAKE FACTORY INC | 163072AA9 | NOTE 0.375% 6/1 | 30,136,000 | $23,079,000 | thousands by filing date | principal |
| LIVE NATION ENTERTAINMENT IN | 538034AQ2 | NOTE 2.500% 3/1 | 17,780,000 | $23,036,000 | thousands by filing date | principal |
| ZSCALER INC | 98980GAB8 | NOTE 0.125% 7/0 | 18,734,000 | $22,771,000 | thousands by filing date | principal |
| DROPBOX INC | 26210CAD6 | NOTE 3/0 | 24,972,000 | $21,960,000 | thousands by filing date | principal |
| ON SEMICONDUCTOR CORP | 682189AP0 | NOTE 1.625%10/1 | 8,933,000 | $21,823,000 | thousands by filing date | principal |
| MONGODB INC | 60937PAD8 | NOTE 0.250% 1/1 | 15,534,000 | $21,783,000 | thousands by filing date | principal |
| Bank of America Corp | 060505104 | COM | 666,299 | $20,742,000 | thousands by filing date | |
| SOLAREDGE TECHNOLOGIES INC | 83417MAD6 | NOTE 9/1 | 17,030,000 | $20,554,000 | thousands by filing date | principal |
| NUVEEN AMT FREE QLTY MUN INC | 670657105 | COM | 1,707,583 | $20,064,000 | thousands by filing date | |
| ENPHASE ENERGY INC | 29355AAH0 | NOTE 3/0 | 19,951,000 | $19,871,000 | thousands by filing date | principal |
| BLOCK INC | 852234AK9 | NOTE 0.250%11/0 | 26,497,000 | $19,557,000 | thousands by filing date | principal |
| BLACKROCK MUNIHLDNGS CALI | 09254L107 | COM | 1,599,281 | $19,144,000 | thousands by filing date | |
| IONIS PHARMACEUTICALS INC | 462222AD2 | NOTE 4/0 | 20,373,000 | $18,627,000 | thousands by filing date | principal |
| ZYNGA INC | 98986TAD0 | NOTE 12/1 | 18,473,000 | $18,566,000 | thousands by filing date | principal |
| ZENDESK INC | 98936JAD3 | NOTE 0.625% 6/1 | 18,917,000 | $18,416,000 | thousands by filing date | principal |
| WHITING PETROLEUM CORP | 966387508 | COMMON STOCK | 269,285 | $18,319,000 | thousands by filing date | |
| GREENBRIER COS INC | 393657AM3 | NOTE 2.875% 4/1 | 19,400,000 | $18,139,000 | thousands by filing date | principal |
| BLACKROCK MUNIHLDGS NJ QLTY | 09254X101 | COM | 1,364,586 | $17,999,000 | thousands by filing date | |
| BECTON DICKINSON & CO | 075887406 | CONV | 362,373 | $17,998,000 | thousands by filing date | |
| Coupa Software | 22266LAF3 | CONV BOND | 23,576,000 | $17,799,000 | thousands by filing date | principal |
| AMERICAN AIRLINES GROUP INC | 02376RAF9 | NOTE 6.500% 7/0 | 14,496,000 | $15,303,000 | thousands by filing date | principal |
| BlackRock Muniy Michigan | 09254V105 | Fund | 1,163,655 | $15,302,000 | thousands by filing date | |
| SNAP INC | 83304AAF3 | NOTE 5/0 | 21,781,000 | $15,193,000 | thousands by filing date | principal |
| BLACKROCK MUNIHLDGS NY QLTY | 09255C106 | COM | 1,373,290 | $15,093,000 | thousands by filing date | |
| CHEGG INC | 163092AF6 | NOTE 9/0 | 20,149,000 | $15,082,000 | thousands by filing date | principal |
| BLACKROCK MUNIYEILD QUALITY FU | 09254G108 | COM | 1,216,218 | $13,938,000 | thousands by filing date | |
| NEXTERA ENERGY INC | 65339F770 | CONV | 270,489 | $13,431,000 | thousands by filing date | |
| PEBBLEBROOK HOTEL TR | 70509VAA8 | NOTE 1.750%12/1 | 14,647,000 | $13,075,000 | thousands by filing date | principal |
| OKTA INC | 679295AD7 | NOTE 0.125% 9/0 | 14,814,000 | $13,051,000 | thousands by filing date | principal |
| SPDR GOLD TR | 78463V107 | GOLD SHS | 75,336 | $12,691,000 | thousands by filing date | |
| INFINERA CORP | 45667GAE3 | BOND | 12,063,000 | $12,151,000 | thousands by filing date | principal |
| BIOMARIN PHARMACEUTICAL INC | 09061GAH4 | NOTE 0.599% 8/0 | 11,419,000 | $11,304,000 | thousands by filing date | principal |
| BLACKROCK MUNIYIELD N Y QUAL | 09255E102 | COM | 1,011,219 | $10,790,000 | thousands by filing date | |
| RAMBUS INC DEL | 750917AG1 | NOTE 1.375% 2/0 | 8,927,000 | $10,726,000 | thousands by filing date | principal |
| BILL HOLDINGS INC | 090043AB6 | NOTE 12/0 | 10,526,000 | $10,594,000 | thousands by filing date | principal |
| FIVE9 INC | 338307AD3 | NOTE 0.500% 6/0 | 10,128,000 | $9,906,000 | thousands by filing date | principal |
| BLACKROCK MUNIHOLDINGS FD IN | 09253N104 | COM | 759,388 | $9,637,000 | thousands by filing date | |
| GUARDANT HEALTH INC | 40131MAB5 | NOTE 11/1 | 15,358,000 | $9,561,000 | thousands by filing date | principal |
| PDC ENERGY INC | 69327R101 | COM | 153,669 | $9,468,000 | thousands by filing date | |
| ABRDN NATL MUN INCOME FD SH BEN INT | 24610T108 | CEF | 817,042 | $9,241,000 | thousands by filing date | |
| PIONEER MUNICIPAL HIGH INCOME | 723762100 | COM | 1,003,451 | $8,760,000 | thousands by filing date | |
| NUVEEN NEW YORK AMT QLT MUNI | 670656107 | COM | 791,405 | $8,745,000 | thousands by filing date | |
| PARSONS CORP DEL | 70202LAB8 | BOND | 8,232,000 | $8,689,000 | thousands by filing date | principal |
| CONMED CORP | 207410AF8 | BOND | 6,783,000 | $8,195,000 | thousands by filing date | principal |
| BRIDGEBIO PHARMA INC | 10806XAB8 | NOTE 2.500% 3/1 | 14,611,000 | $8,091,000 | thousands by filing date | principal |
| NCL CORP LTD | 62886HAX9 | NOTE 5.375% 8/0 | 8,233,000 | $7,955,000 | thousands by filing date | principal |
| HAEMONETICS CORP MASS | 405024AB6 | NOTE 3/0 | 10,012,000 | $7,885,000 | thousands by filing date | principal |
| INTERDIGITAL INC | 45867GAB7 | BOND | 7,805,000 | $7,674,000 | thousands by filing date | principal |
| JETBLUE AIRWAYS CORP | 477143AP6 | NOTE 0.500% 4/0 | 10,078,000 | $7,462,000 | thousands by filing date | principal |
| PIONEER MUNICIPAL HIGH INCOME | 723763108 | COM SHS | 787,359 | $7,307,000 | thousands by filing date | |
| HALOZYME THERAPEUTICS INC | 40637HAD1 | NOTE 0.250% 3/0 | 7,716,000 | $6,846,000 | thousands by filing date | principal |
| Q2 HLDGS INC | 74736LAD1 | NOTE 0.750% 6/0 | 7,840,000 | $6,542,000 | thousands by filing date | principal |
| BENTLEY SYS INC | 08265TAB5 | NOTE 0.125% 1/1 | 7,449,000 | $6,454,000 | thousands by filing date | principal |
| PATRICK INDS INC | 703343AB9 | DBCV 1.000% 2/0 | 6,477,000 | $6,341,000 | thousands by filing date | principal |
| NUVEEN PA INVT QUALITY MUN F | 670972108 | COM | 517,097 | $6,303,000 | thousands by filing date | |
| MARRIOTT VACATIONS WORLDWIDE | 57164YAD9 | NOTE 1/1 | 6,828,000 | $6,230,000 | thousands by filing date | principal |
| OMNICELL COM | 68213NAD1 | NOTE 0.250% 9/1 | 4,784,000 | $6,111,000 | thousands by filing date | principal |
| AKAMAI TECHNOLOGIES INC | 00971TAJ0 | NOTE 0.125% 5/0 | 5,572,000 | $6,101,000 | thousands by filing date | principal |
| ALARM COM HLDGS INC | 011642AB1 | NOTE 1/1 | 7,280,000 | $5,980,000 | thousands by filing date | principal |
| BLACKROCK MUNIYIELD QUALITY FU | 09254F100 | COM | 468,775 | $5,949,000 | thousands by filing date | |
| EXPEDIA GROUP INC | 30212PBE4 | NOTE 2/1 | 6,216,000 | $5,641,000 | thousands by filing date | principal |
| ETSY INC | 29786AAJ5 | NOTE 0.125%10/0 | 4,909,000 | $5,548,000 | thousands by filing date | principal |
| WESTERN DIGITAL CORP. | 958102AP0 | NOTE 1.500% 2/0 | 5,626,000 | $5,373,000 | thousands by filing date | principal |
| NCL CORP LTD | 62886HAT8 | NOTE 6.000% 5/1 | 4,824,000 | $5,370,000 | thousands by filing date | principal |
| Shift4 Payments Inc | 82452JAB5 | Convertible bond | 6,460,000 | $5,210,000 | thousands by filing date | principal |
| KOSMOS ENERGY LTD | 500688106 | COM | 795,257 | $4,923,000 | thousands by filing date | |
| SPLUNK INC | 848637AD6 | BOND | 4,964,000 | $4,653,000 | thousands by filing date | principal |
| EATON VANCE NEW YORK MUN BD | 27827Y109 | COM | 494,730 | $4,606,000 | thousands by filing date | |
| SPIRIT AIRLS INC | 848577AB8 | NOTE 1.000% 5/1 | 5,009,000 | $4,516,000 | thousands by filing date | principal |
| INVESCO PA VALUE MUN INC TR | 46132K109 | COM | 373,920 | $3,911,000 | thousands by filing date | |
| BLOCK INC | 852234AF0 | NOTE 0.125% 3/0 | 4,109,000 | $3,852,000 | thousands by filing date | principal |
| SABRE GLBL INC | 78573NAE2 | BOND | 3,235,000 | $3,374,000 | thousands by filing date | principal |
| RBC BEARINGS INC | 75524B203 | CONV | 34,465 | $3,290,000 | thousands by filing date | |
| CALIFORNIA RES CORP | 13057Q305 | COM STOCK | 84,448 | $3,251,000 | thousands by filing date | |
| MARRIOTT VACTINS WORLDWID CO | 57164YAB3 | NOTE 1.500% 9/1 | 3,245,000 | $3,231,000 | thousands by filing date | principal |
| SNAP INC | 83304AAB2 | NOTE 0.75% 08/01/2026 | 3,299,000 | $3,128,000 | thousands by filing date | principal |
| NUVEEN QUALITY MUNCP INCOME | 67066V101 | COM | 188,362 | $2,349,000 | thousands by filing date | |
| DWS MUNICIPAL INCOME TRUST | 233368109 | COM | 223,391 | $2,099,000 | thousands by filing date | |
| INVESCO QUALITY MUNICIPAL INCO | 46133G107 | COM | 192,750 | $1,968,000 | thousands by filing date | |
| MFS MUNICIPAL INCOME TRUST | 552738106 | SH BEN INT | 333,155 | $1,812,000 | thousands by filing date | |
| BLACKROCK N Y MUN INCOME TRU | 09248L106 | SH BEN INT | 105,138 | $1,158,000 | thousands by filing date | |
| BLACKROCK CALIFORNIA MUNICIPAL | 09248E102 | SH BEN INT | 60,663 | $687,000 | thousands by filing date | |
| iShares MBS ETF | 464288588 | SHS | 6,927 | $675,000 | thousands by filing date | |
| EATON VANCE MUNICIPAL BOND FUN | 27827X101 | COM | 60,261 | $645,000 | thousands by filing date | |
| GRANITE PT MTG TR INC | 38741LAC1 | NOTE 6.375%10/0 | 650,000 | $635,000 | thousands by filing date | principal |
| iShares iBoxx Inv Grade Corporate Bond ETF | 464287242 | SHS | 5,280 | $581,000 | thousands by filing date | |
| OIL STS INTL INC | 678026AH8 | NOTE 1.500% 2/1 | 560,000 | $545,000 | thousands by filing date | principal |
| INSULET CORP | 45784PAK7 | NOTE 0.375% 9/0 | 381,000 | $436,000 | thousands by filing date | principal |
| CNX RES CORP | 12653CAG3 | NOTE 2.250% 5/0 | 273,000 | $400,000 | thousands by filing date | principal |
| ISHARES TR | 464288513 | IBOXX HI YD ETF | 4,820 | $355,000 | thousands by filing date | |
| AIRBNB INC CLASS A | 009066AB7 | CLASS A | 422,000 | $352,000 | thousands by filing date | principal |
| JAZZ INVESTMENTS I LTD | 472145AF8 | NOTE 2.000% 6/1 | 297,000 | $350,000 | thousands by filing date | principal |
| BOSTON SCIENTIFIC CORP | 101137206 | CONV | 3,421 | $348,000 | thousands by filing date | |
| GLOBAL X FDS | 37954Y483 | NASDAQ 100 COVER | 19,246 | $336,000 | thousands by filing date | |
| TYLER TEX INDPT SCH DIST | 902252AB1 | NOTE 0.250% 3/1 | 340,000 | $320,000 | thousands by filing date | principal |
| VISTRA CORP COM | 92840M102 | Stock | 13,918 | $318,000 | thousands by filing date | |
| INVESCO EXCH TRADED FD TR II | 46138g805 | TAXABLE MUN BD | 10,580 | $293,000 | thousands by filing date | |
| ISHARES TR | 464288661 | 3 7 YR TREAS BD | 2,400 | $286,000 | thousands by filing date | |
| INVESCO SR INCOME TR | 46131H107 | COM | 73,504 | $286,000 | thousands by filing date | |
| ALTERYX INC | 02156BAD5 | BOND | 313,000 | $277,000 | thousands by filing date | principal |
| BLACKROCK MUNICIPAL INCOME QUA | 092479104 | COM | 21,958 | $272,000 | thousands by filing date | |
| ALLIANCEBERNSTEIN GLOBAL HIG | 01879R106 | COM | 27,704 | $271,000 | thousands by filing date | |
| TWITTER INC | 90184LAF9 | NOTE 0.250% 6/1 | 275,000 | $270,000 | thousands by filing date | principal |
| BLACKROCK CREDIT ALLOCATION IN | 092508100 | COM | 24,596 | $268,000 | thousands by filing date | |
| PGIM GLOBAL HIGH YIELD FUND IN | 69346J106 | COM | 23,084 | $265,000 | thousands by filing date | |
| COINBASE GLOBAL INC | 19260QAB3 | NOTE 0.500% 6/0 | 468,000 | $264,000 | thousands by filing date | principal |
| DOUBLELINE INCOME SOLUTIONS | 258622109 | COM | 21,480 | $261,000 | thousands by filing date | |
| NUVEEN CR STRATEGIES INCOME | 67073D102 | COM SHS | 50,228 | $261,000 | thousands by filing date | |
| DICKS SPORTING GOODS INC | 253393AD4 | NOTE 3.250% 4/1 | 107,000 | $256,000 | thousands by filing date | principal |
| ENVISTA HOLDINGS CORPORATION | 29415FAB0 | BOND | 133,000 | $255,000 | thousands by filing date | principal |
| NEUBERGER BERMAN NY INT MUN | 64124K102 | COM | 25,745 | $254,000 | thousands by filing date | |
| TESLA INC | 88160RAG6 | NOTE 2.000% 5/1 | 22,000 | $238,000 | thousands by filing date | principal |
| TWITTER INC | 90184LAN2 | NOTE 3/1 | 260,000 | $231,000 | thousands by filing date | principal |
| MICROSTRATEGY INC | 594972AE1 | NOTE 2/1 | 500,000 | $221,000 | thousands by filing date | principal |
| MANDIANT INC | 31816QAF8 | NOTE 0.875% 6/0 | 200,000 | $219,000 | thousands by filing date | principal |
| RAPID7 INC | 753422AF1 | NOTE 0.250% 3/1 | 240,000 | $217,000 | thousands by filing date | principal |
| HUBSPOT INC | 443573AD2 | NOTE 0.375% 6/0 | 157,000 | $203,000 | thousands by filing date | principal |
| DAYFORCE INC | 15677JAD0 | NOTE 0.250% 3/1 | 250,000 | $198,000 | thousands by filing date | principal |
| IRONWOOD PHARMACEUTICALS INC | 46333XAH1 | NOTE 1.500% 6/1 | 174,000 | $190,000 | thousands by filing date | principal |
| WAYFAIR INC | 94419LAM3 | NOTE 0.625%10/0 | 283,000 | $188,000 | thousands by filing date | principal |
| LCI INDS | 501812AB7 | NOTE 1.125% 5/1 | 200,000 | $182,000 | thousands by filing date | principal |
| IONIS PHARMACEUTICALS INC | 462222AB6 | NOTE 0.125%12/1 | 198,000 | $175,000 | thousands by filing date | principal |
| PELOTON INTERACTIVE INC | 70614WAB6 | NOTE 2/1 | 272,000 | $173,000 | thousands by filing date | principal |
| CYBERARK SOFTWARE LTD | 23248VAB1 | NOTE 11/1 | 162,000 | $172,000 | thousands by filing date | principal |
| EVOLENT HEALTH INC | 30050BAD3 | NOTE 1.500%10/1 | 150,000 | $170,000 | thousands by filing date | principal |
| SAREPTA THERAPEUTICS INC | 803607AB6 | DBCV 1.500%11/1 | 136,000 | $170,000 | thousands by filing date | principal |
| TERADYNE INC | 880770AG7 | NOTE | 60,000 | $170,000 | thousands by filing date | principal |
| WAYFAIR INC | 94419LAF8 | NOTE 1.000% 8/1 | 256,000 | $165,000 | thousands by filing date | principal |
| CRACKER BARREL OLD CTRY STOR | 22410JAB2 | cv | 200,000 | $163,000 | thousands by filing date | principal |
| KARYOPHARM THERAPEUTICS INC | 48576UAA4 | BOND | 221,000 | $163,000 | thousands by filing date | principal |
| ITRON INC | 465741AN6 | NOTE 3/1 | 200,000 | $160,000 | thousands by filing date | principal |
| BLACKLINE INC | 09239BAD1 | NOTE 3/1 | 200,000 | $159,000 | thousands by filing date | principal |
| PURE STORAGE INC | 74624MAB8 | NOTE 0.125% 4/1 | 139,000 | $156,000 | thousands by filing date | principal |
| FTI CONSULTING INC | 302941AP4 | NOTE 2.000% 8/1 | 86,000 | $156,000 | thousands by filing date | principal |
| ANYWHERE REAL ESTATE GROUP L | 75606DAP6 | CNV | 200,000 | $147,000 | thousands by filing date | principal |
| AMERICAN EAGLE OUTFITTERS IN | 02553EAB2 | NOTE 3.750% 4/1 | 98,000 | $147,000 | thousands by filing date | principal |
| LIVEPERSON INC | 538146AD3 | NOTE 12/1 | 200,000 | $145,000 | thousands by filing date | principal |
| LIVENT CORP | 53814LAB4 | BOND | 52,000 | $142,000 | thousands by filing date | principal |
| BEYOND MEAT INC | 08862EAB5 | NOTE 3/1 | 339,000 | $131,000 | thousands by filing date | principal |
| NOVOCURE LTD | 67011XAB9 | NOTE 11/0 | 150,000 | $130,000 | thousands by filing date | principal |
| TRANSOCEAN INC | 893830BJ7 | DEB 0.500% 1/3 | 135,000 | $130,000 | thousands by filing date | principal |
| VISHAY INTERTECHNOLOGY INC | 928298AP3 | NOTE 2.250% 6/1 | 135,000 | $128,000 | thousands by filing date | principal |
| IRONWOOD PHARMACEUTICALS INC | 46333XAF5 | BOND | 120,000 | $127,000 | thousands by filing date | principal |
| DRAFTKINGS INC NEW | 26142RAB0 | CNV | 200,000 | $124,000 | thousands by filing date | principal |
| SAILPOINT TECHNOLOGIES HLDGS | 78781PAB1 | NOTE | 55,000 | $122,000 | thousands by filing date | principal |
| INFINERA CORP | 45667GAC7 | BOND | 130,000 | $119,000 | thousands by filing date | principal |
| PENN ENTERTAINMENT INC | 707569AU3 | NOTE 2.750% 5/1 | 80,000 | $118,000 | thousands by filing date | principal |
| APELLIS PHARMACEUTICALS INC | 03753UAB2 | NOTE 3.500% 9/1 | 79,000 | $118,000 | thousands by filing date | principal |
| II VI INC | 902104AB4 | NOTE 0.250% 9/0 | 106,000 | $118,000 | thousands by filing date | principal |
| NEW RELIC INC | 64829BAB6 | NOTE 0.500% 5/0 | 120,000 | $116,000 | thousands by filing date | principal |
| BOX INC | 10316TAB0 | NOTE 1/1 | 100,000 | $114,000 | thousands by filing date | principal |
| INSIGHT ENTERPRISES INC | 45765UAB9 | NOTE 0.750% 2/1 | 85,000 | $114,000 | thousands by filing date | principal |
| REPLIGEN CORP | 759916AB5 | BOND | 74,000 | $113,000 | thousands by filing date | principal |
| LYFT INC | 55087PAB0 | NOTE 1.500% 5/1 | 131,000 | $112,000 | thousands by filing date | principal |
| GUIDEWIRE SOFTWARE INC | 40171VAA8 | BOND | 120,000 | $111,000 | thousands by filing date | principal |
| ALLEGHENY TECHNOLOGIES INC | 01741RAG7 | NOTE | 70,000 | $111,000 | thousands by filing date | principal |
| CREDIT SUISSE NASSAU BRH | 22542D480 | X LINK GOLD SHS | 13,965 | $109,000 | thousands by filing date | |
| BLACKLINE INC | 09239BAB5 | NOTE 0.125% 8/0 | 90,000 | $99,000 | thousands by filing date | principal |
| CARNIVAL CORP | 143658BE1 | NOTE 5.750% 4/0 | 88,000 | $99,000 | thousands by filing date | principal |
| CLOVIS ONCOLOGY INC | 189464AC4 | NOTE 1.250% 5/0 | 140,000 | $99,000 | thousands by filing date | principal |
| PENNYMAC CORP | 70932AAD5 | BOND | 100,000 | $97,000 | thousands by filing date | principal |
| INVITAE CORP | 46185LAB9 | NOTE 2.000% 9/0 | 120,000 | $95,000 | thousands by filing date | principal |
| ROYAL CARIBBEAN GROUP | 780153BF8 | NOTE 2.875%11/1 | 103,000 | $94,000 | thousands by filing date | principal |
| VEECO INSTRS INC DEL | 922417AD2 | NOTE 2.700% 1/1 | 95,000 | $94,000 | thousands by filing date | principal |
| INSMED INC | 457669AA7 | NOTE 1.750% 1/1 | 95,000 | $89,000 | thousands by filing date | principal |
| WORKIVA INC | 98139AAB1 | NOTE 1.125% 8/1 | 80,000 | $87,000 | thousands by filing date | principal |
| OSI SYSTEMS INC | 671044AD7 | NOTE 1.250% 9/0 | 87,000 | $87,000 | thousands by filing date | principal |
| UNITED STATES STL CORP | 912909AT5 | NOTE 5.000%11/0 | 54,000 | $85,000 | thousands by filing date | principal |
| AVAYA HLDGS CORP | 05351XAB7 | NOTE 2.250% 6/1 | 85,000 | $83,000 | thousands by filing date | principal |
| BLOOMIN BRANDS INC | 094235AB4 | NOTE 5.000% 5/0 | 51,000 | $81,000 | thousands by filing date | principal |
| NANOSTRING TECHNOLOGIES INC | 63009RAD1 | BOND | 100,000 | $80,000 | thousands by filing date | principal |
| WINNEBAGO INDS INC | 974637AB6 | BOND | 75,000 | $77,000 | thousands by filing date | principal |
| REDWOOD TRUST INC | 758075AC9 | BOND | 80,000 | $76,000 | thousands by filing date | principal |
| AIR TRANS SVCS GROUP INC | 00922RAB1 | BOND | 65,000 | $70,000 | thousands by filing date | principal |
| AERIE PHARMACEUTICALS INC | 00771VAB4 | NOTE 1.500%10/0 | 76,000 | $65,000 | thousands by filing date | principal |
| DOCUSIGN INC | 256163AB2 | NOTE 0.500% 9/1 | 60,000 | $61,000 | thousands by filing date | principal |
| Q2 HLDGS INC | 74736LAB5 | NOTE 0.750% 2/1 | 70,000 | $59,000 | thousands by filing date | principal |
| TABULA RASA HEALTHCARE INC | 873379AA9 | NOTE | 75,000 | $52,000 | thousands by filing date | principal |
| 8X8 INC NEW | 282914AB6 | BOND | 50,000 | $43,000 | thousands by filing date | principal |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001085146-22-002744 | this filing | 2022-08-03 | acceptance time not in the bulk data set |