13F-HR filed by MacKay Shields LLC
MacKay Shields LLC filed this 13F-HR for the quarter ended 2022-12-31, filed 2023-01-31, with 241 holding rows worth $3,919,396,919.
- Accession
- 0001085146-23-000464
- Filer
- CIK 61227
- Filed
- 2023-01-31
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q4 2022
A holdings report, 462 entries on the cover page, a total value of $3,919,396,919 stated on the cover page (in dollars after the unit check, H1), rows summing to $3,919,396,919 with VALUE read as dollars as filed, 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 | 2,145,488 | $157,993,737 | dollars as filed | |
| PIONEER NAT RES CO | 723787AP2 | NOTE 0.250% 5/1 | 65,984,000 | $154,159,493 | dollars as filed | principal |
| EQT CORP | 26884LAK5 | NOTE 1.750% 5/0 | 55,093,000 | $128,172,576 | dollars as filed | principal |
| DANAHER CORPORATION | 235851409 | CONV | 85,202 | $115,911,954 | dollars as filed | |
| ANTHEM INC | 94973VBG1 | NOTE 2.750%10/1 | 14,989,000 | $109,685,006 | dollars as filed | principal |
| NICE LTD | 653656AB4 | NOTE 9/1 | 110,686,000 | $104,819,166 | dollars as filed | principal |
| MICROCHIP TECHNOLOGY INC. | 595017AU8 | NOTE 0.125%11/1 | 80,182,000 | $86,356,957 | dollars as filed | principal |
| DISH NETWORK CORPORATION | 25470MAD1 | BOND | 94,119,000 | $85,154,165 | dollars as filed | principal |
| BIOMARIN PHARMACEUTICAL INC | 09061GAK7 | NOTE 1.250% 5/1 | 77,043,000 | $83,172,605 | dollars as filed | principal |
| SOUTHWEST AIRLS CO | 844741BG2 | NOTE 1.250% 5/0 | 66,267,000 | $79,813,024 | dollars as filed | principal |
| HELIX ENERGY SOLUTIONS GRP I | 42330PAK3 | NOTE 6.750% 2/1 | 54,117,000 | $75,002,422 | dollars as filed | principal |
| FORUM ENERGY TECHNOLOGIES IN | 34984VAC4 | NOTE 9.000% 8/0 | 68,269,521 | $73,307,784 | dollars as filed | principal |
| FORD MTR CO | 345370CZ1 | NOTE 3/1 | 71,947,000 | $68,205,360 | dollars as filed | principal |
| VAIL RESORTS INC | 91879QAN9 | NOTE 1/0 | 70,395,000 | $65,601,654 | dollars as filed | principal |
| NRG ENERGY INC | 629377CG5 | DBCV 2.750% 6/0 | 63,138,000 | $62,691,599 | dollars as filed | principal |
| TALOS ENERGY INC | 87484T108 | COM | 3,314,284 | $62,573,682 | dollars as filed | |
| OIL STS INTL INC | 678026AK1 | NOTE 4.750% 4/0 | 55,853,000 | $60,354,752 | dollars as filed | principal |
| PG&E CORP | 69331C140 | CONV | 409,028 | $59,124,615 | dollars as filed | |
| SILICON LABORATORIES INC | 826919AD4 | NOTE 0.625% 6/1 | 45,460,000 | $56,993,499 | dollars as filed | principal |
| BURLINGTON STORES INC | 122017AB2 | NOTE 2.250% 4/1 | 48,503,000 | $55,993,350 | dollars as filed | principal |
| LUMENTUM HLDGS INC | 55024UAD1 | NOTE 0.500%12/1 | 63,533,000 | $54,761,209 | dollars as filed | principal |
| PERMIAN RES OPER LLC | 15136AAA0 | NOTE 3.250% 4/0 | 30,764,000 | $52,252,654 | dollars as filed | principal |
| NICE LTD SPONSORED ADR | 653656108 | ADR | 269,413 | $51,808,119 | dollars as filed | |
| ETSY INC | 29786AAN6 | NOTE 0.250% 6/1 | 55,204,000 | $47,547,205 | dollars as filed | principal |
| DEXCOM INC | 252131AK3 | NOTE 0.250%11/1 | 43,122,000 | $47,073,161 | dollars as filed | principal |
| DISH NETWORK CORPORATION | 25470MAB5 | NOTE 3.375% 8/1 | 73,831,000 | $46,411,547 | dollars as filed | principal |
| PALO ALTO NETWORKS INC | 697435AD7 | NOTE 0.750% 7/0 | 28,786,000 | $45,553,846 | dollars as filed | principal |
| TELADOC HEALTH INC | 87918AAF2 | NOTE 1.250% 6/0 | 58,947,000 | $45,540,524 | dollars as filed | principal |
| MGP INGREDIENTS INC NEW | 55303JAB2 | NOTE 1.875%11/1 | 35,169,000 | $44,417,758 | dollars as filed | principal |
| EXACT SCIENCES CORP | 30063PAC9 | NOTE 0.375% 3/0 | 53,733,000 | $42,354,995 | dollars as filed | principal |
| ZILLOW GROUP INC | 98954MAH4 | NOTE 2.750% 5/1 | 43,345,000 | $41,401,755 | dollars as filed | principal |
| PALO ALTO NETWORKS INC | 697435AF2 | NOTE 0.375% 6/0 | 27,155,000 | $40,206,269 | dollars as filed | principal |
| AES CORP | 00130H204 | CONV | 389,379 | $39,838,694 | dollars as filed | |
| ILLUMINA INC | 452327AK5 | NOTE 8/1 | 39,730,000 | $38,576,867 | dollars as filed | principal |
| BANK OF AMER CORP | 060505682 | 7.25%CNV PFD L | 33,019 | $38,369,395 | dollars as filed | |
| WELLS FARGO & CO | 949746804 | PERP PFD CNV A | 30,553 | $36,273,222 | dollars as filed | |
| CABLE ONE, INC. | 12685JAG0 | NOTE | 48,100,000 | $35,934,400 | dollars as filed | principal |
| AKAMAI TECHNOLOGIES INC | 00971TAL5 | NOTE 0.375% 9/0 | 37,012,000 | $35,827,616 | dollars as filed | principal |
| LIBERTY MEDIA CORP DEL | 531229AB8 | NOTE 1.375%10/1 | 28,983,000 | $35,814,891 | dollars as filed | principal |
| KKR & CO INC | 48251W401 | CONV | 617,589 | $35,503,464 | dollars as filed | |
| SPLUNK INC | 848637AC8 | NOTE 0.500% 9/1 | 35,954,000 | $34,821,449 | dollars as filed | principal |
| VIAVI SOLUTIONS INC | 925550AB1 | NOTE 1.000% 3/0 | 33,096,000 | $33,341,300 | dollars as filed | principal |
| iShares Gold Trust | 464285204 | COM | 929,500 | $32,151,405 | dollars as filed | |
| BOOKING HOLDINGS INC | 09857LAN8 | NOTE 0.750% 5/0 | 22,763,000 | $30,431,947 | dollars as filed | principal |
| BLACKROCK MUN TARGET TERM TR | 09257P105 | COM SHS BEN IN | 1,401,701 | $29,842,214 | dollars as filed | |
| EVERBRIDGE INC | 29978AAC8 | NOTE 0.125%12/1 | 31,118,000 | $28,327,549 | dollars as filed | principal |
| DISH NETWORK CORPORATION | 25470MAF6 | NOTE 12/1 | 42,336,000 | $27,222,048 | dollars as filed | principal |
| ON SEMICONDUCTOR CORP | 682189AP0 | NOTE 1.625%10/1 | 8,933,000 | $26,857,065 | dollars as filed | principal |
| NUVASIVE INC | 670704AJ4 | NOTE 0.375% 3/1 | 30,402,000 | $26,689,003 | dollars as filed | principal |
| INTEGRA LIFESCIENCES HLDGS C | 457985AM1 | NOTE 0.500% 8/1 | 26,735,000 | $26,016,304 | dollars as filed | principal |
| BLOCK INC | 852234AJ2 | NOTE 5/0 | 31,062,000 | $25,300,000 | dollars as filed | principal |
| UBER TECHNOLOGIES INC | 90353TAJ9 | NOTE 12/1 | 29,544,000 | $25,031,343 | dollars as filed | principal |
| ARES CAPITAL CORP | 04010LAW3 | NOTE 4.625% 3/0 | 23,305,000 | $24,834,391 | dollars as filed | principal |
| CHEESECAKE FACTORY INC | 163072AA9 | NOTE 0.375% 6/1 | 29,207,000 | $24,031,917 | dollars as filed | principal |
| EURONET WORLDWIDE INC | 298736AL3 | NOTE 0.750% 3/1 | 25,056,000 | $23,944,140 | dollars as filed | principal |
| SUMMIT HOTEL PPTYS | 866082AA8 | NOTE 1.500% 2/1 | 27,298,000 | $23,448,982 | dollars as filed | principal |
| DATADOG INC | 23804LAB9 | NOTE 0.125% 6/1 | 20,889,000 | $22,899,566 | dollars as filed | principal |
| ENPHASE ENERGY INC | 29355AAH0 | NOTE 3/0 | 20,205,000 | $22,861,958 | dollars as filed | principal |
| Coupa Software | 22266LAF3 | CONV BOND | 23,573,000 | $22,783,305 | dollars as filed | principal |
| DROPBOX INC | 26210CAD6 | NOTE 3/0 | 25,192,000 | $22,572,032 | dollars as filed | principal |
| IONIS PHARMACEUTICALS INC | 462222AD2 | NOTE 4/0 | 24,332,000 | $22,563,542 | dollars as filed | principal |
| Bank of America Corp | 060505104 | COM | 666,299 | $22,067,823 | dollars as filed | |
| PACIRA BIOSCIENCES INC | 695127AF7 | NOTE 0.750% 8/0 | 24,013,000 | $21,746,773 | dollars as filed | principal |
| SOLAREDGE TECHNOLOGIES INC | 83417MAD6 | NOTE 9/1 | 17,028,000 | $21,225,403 | dollars as filed | principal |
| BLOCK INC | 852234AK9 | NOTE 0.250%11/0 | 26,497,000 | $20,104,599 | dollars as filed | principal |
| ZSCALER INC | 98980GAB8 | NOTE 0.125% 7/0 | 18,732,000 | $19,762,260 | dollars as filed | principal |
| NUVEEN AMT FREE QLTY MUN INC | 670657105 | COM | 1,707,583 | $19,415,219 | dollars as filed | |
| LIVE NATION ENTERTAINMENT IN | 538034AQ2 | NOTE 2.500% 3/1 | 17,778,000 | $18,987,853 | dollars as filed | principal |
| CHORD ENERGY CORPORATION | 674215207 | COM NEW | 138,062 | $18,888,262 | dollars as filed | |
| MONGODB INC | 60937PAD8 | NOTE 0.250% 1/1 | 15,580,000 | $18,325,975 | dollars as filed | principal |
| ZYNGA INC | 98986TAD0 | NOTE 12/1 | 18,473,000 | $18,290,280 | dollars as filed | principal |
| BECTON DICKINSON & CO | 075887406 | CONV | 351,597 | $17,654,085 | dollars as filed | |
| GREENBRIER COS INC | 393657AM3 | NOTE 2.875% 4/1 | 19,398,000 | $17,196,328 | dollars as filed | principal |
| RAMBUS INC DEL | 750917AG1 | NOTE 1.375% 2/0 | 8,927,000 | $16,860,979 | dollars as filed | principal |
| HAEMONETICS CORP MASS | 405024AB6 | NOTE 3/0 | 20,012,000 | $16,635,976 | dollars as filed | principal |
| CHEGG INC | 163092AF6 | NOTE 9/0 | 20,144,000 | $16,002,394 | dollars as filed | principal |
| AMERICAN AIRLINES GROUP INC | 02376RAF9 | NOTE 6.500% 7/0 | 14,496,000 | $15,351,264 | dollars as filed | principal |
| SNAP INC | 83304AAF3 | NOTE 5/0 | 21,781,000 | $15,322,934 | dollars as filed | principal |
| INFINERA CORP | 45667GAE3 | BOND | 12,063,000 | $13,482,642 | dollars as filed | principal |
| BLACKROCK MUNIHLDGS NY QLTY | 09255C106 | COM | 1,297,034 | $13,320,539 | dollars as filed | |
| OKTA INC | 679295AD7 | NOTE 0.125% 9/0 | 14,814,000 | $13,088,170 | dollars as filed | principal |
| NEXTERA ENERGY INC | 65339F770 | CONV | 254,846 | $12,923,035 | dollars as filed | |
| IMPINJ INC | 453204AD1 | NOTE 1.125% 5/1 | 10,180,000 | $12,266,900 | dollars as filed | principal |
| SPDR GOLD TR | 78463V107 | GOLD SHS | 70,336 | $11,931,799 | dollars as filed | |
| BLACKROCK MUNIYEILD QUALITY FU | 09254G108 | COM | 1,146,255 | $11,714,726 | dollars as filed | |
| PEBBLEBROOK HOTEL TR | 70509VAA8 | NOTE 1.750%12/1 | 13,786,000 | $11,371,266 | dollars as filed | principal |
| BIOMARIN PHARMACEUTICAL INC | 09061GAH4 | NOTE 0.599% 8/0 | 10,648,000 | $11,300,723 | dollars as filed | principal |
| BLACKROCK MUNIHLDGS NJ QLTY | 09254X101 | COM | 1,003,043 | $11,103,686 | dollars as filed | |
| BlackRock Muniy Michigan | 09254V105 | Fund | 992,834 | $11,010,529 | dollars as filed | |
| BILL HOLDINGS INC | 090043AB6 | NOTE 12/0 | 10,524,000 | $10,818,672 | dollars as filed | principal |
| DIGITALOCEAN HLDGS INC | 25402DAB8 | CNV | 13,610,000 | $10,241,525 | dollars as filed | principal |
| CABLE ONE INC | 12685JAE5 | NOTE 3/1 | 12,500,000 | $9,881,250 | dollars as filed | principal |
| GUARDANT HEALTH INC | 40131MAB5 | NOTE 11/1 | 15,572,000 | $9,762,087 | dollars as filed | principal |
| PDC ENERGY INC | 69327R101 | COM | 153,669 | $9,754,908 | dollars as filed | |
| BLACKROCK MUNIYIELD N Y QUAL | 09255E102 | COM | 972,655 | $9,532,019 | dollars as filed | |
| PARSONS CORP DEL | 70202LAB8 | BOND | 8,232,000 | $9,396,829 | dollars as filed | principal |
| FIVE9 INC | 338307AD3 | NOTE 0.500% 6/0 | 10,128,000 | $9,302,568 | dollars as filed | principal |
| NCL CORP LTD | 62886HAX9 | NOTE 5.375% 8/0 | 8,233,000 | $8,344,146 | dollars as filed | principal |
| KOSMOS ENERGY LTD | 500688106 | COM | 1,267,346 | $8,060,321 | dollars as filed | |
| NUVEEN NEW YORK AMT QLT MUNI | 670656107 | COM | 775,232 | $7,953,881 | dollars as filed | |
| BLACKROCK MUNIHOLDINGS FD IN | 09253N104 | COM | 638,616 | $7,752,798 | dollars as filed | |
| INTERDIGITAL INC | 45867GAB7 | BOND | 7,805,000 | $7,507,434 | dollars as filed | principal |
| JETBLUE AIRWAYS CORP | 477143AP6 | NOTE 0.500% 4/0 | 10,078,000 | $7,398,028 | dollars as filed | principal |
| ENVESTNET INC | 29404KAB2 | BOND | 7,055,000 | $7,315,413 | dollars as filed | principal |
| CONMED CORP | 207410AF8 | BOND | 6,287,000 | $7,123,996 | dollars as filed | principal |
| ETSY INC | 29786AAJ5 | NOTE 0.125%10/0 | 4,585,000 | $7,081,679 | dollars as filed | principal |
| BENTLEY SYS INC | 08265TAB5 | NOTE 0.125% 1/1 | 7,449,000 | $6,830,733 | dollars as filed | principal |
| MARRIOTT VACATIONS WORLDWIDE | 57164YAD9 | NOTE 1/1 | 6,844,000 | $6,707,120 | dollars as filed | principal |
| BRIDGEBIO PHARMA INC | 10806XAB8 | NOTE 2.500% 3/1 | 14,611,000 | $6,574,950 | dollars as filed | principal |
| Q2 HLDGS INC | 74736LAD1 | NOTE 0.750% 6/0 | 7,840,000 | $6,491,520 | dollars as filed | principal |
| Shift4 Payments Inc | 82452JAB5 | Convertible bond | 6,460,000 | $6,431,738 | dollars as filed | principal |
| RINGCENTRAL INC | 76680RAF4 | NOTE 3/0 | 7,236,000 | $6,214,615 | dollars as filed | principal |
| ROYAL CARIBBEAN GROUP | 780153BB7 | NOTE 4.250% 6/1 | 6,060,000 | $6,013,036 | dollars as filed | principal |
| PATRICK INDS INC | 703343AB9 | DBCV 1.000% 2/0 | 6,050,000 | $5,993,130 | dollars as filed | principal |
| ALARM COM HLDGS INC | 011642AB1 | NOTE 1/1 | 7,280,000 | $5,947,033 | dollars as filed | principal |
| NUVEEN PA INVT QUALITY MUN F | 670972108 | COM | 517,097 | $5,755,290 | dollars as filed | |
| NCL CORP LTD | 62886HAT8 | NOTE 6.000% 5/1 | 4,824,000 | $5,655,100 | dollars as filed | principal |
| PIONEER MUNICIPAL HIGH INCOME | 723762100 | COM | 674,002 | $5,459,416 | dollars as filed | |
| AKAMAI TECHNOLOGIES INC | 00971TAJ0 | NOTE 0.125% 5/0 | 5,184,000 | $5,445,975 | dollars as filed | principal |
| EXPEDIA GROUP INC | 30212PBE4 | NOTE 2/1 | 6,213,000 | $5,442,144 | dollars as filed | principal |
| WESTERN DIGITAL CORP. | 958102AP0 | NOTE 1.500% 2/0 | 5,622,000 | $5,383,065 | dollars as filed | principal |
| BLACKROCK MUNIYIELD QUALITY FU | 09254F100 | COM | 460,649 | $5,343,528 | dollars as filed | |
| SPDR SER TR | 78464A359 | BBG CONV SEC ETF | 70,790 | $4,554,629 | dollars as filed | |
| EATON VANCE NEW YORK MUN BD | 27827Y109 | COM | 494,730 | $4,457,517 | dollars as filed | |
| ABRDN NATL MUN INCOME FD SH BEN INT | 24610T108 | CEF | 423,080 | $4,387,340 | dollars as filed | |
| SPLUNK INC | 848637AD6 | BOND | 4,471,000 | $4,209,447 | dollars as filed | principal |
| OMNICELL COM | 68213NAD1 | NOTE 0.250% 9/1 | 4,784,000 | $4,195,568 | dollars as filed | principal |
| PIONEER MUNICIPAL HIGH INCOME | 723763108 | COM SHS | 456,702 | $3,918,503 | dollars as filed | |
| BLOCK INC | 852234AF0 | NOTE 0.125% 3/0 | 3,923,000 | $3,731,754 | dollars as filed | principal |
| SPIRIT AIRLS INC | 848577AB8 | NOTE 1.000% 5/1 | 4,630,000 | $3,727,775 | dollars as filed | principal |
| SABRE GLBL INC | 78573NAE2 | BOND | 3,235,000 | $3,483,772 | dollars as filed | principal |
| SNAP INC | 83304AAB2 | NOTE 0.75% 08/01/2026 | 2,997,000 | $2,539,363 | dollars as filed | principal |
| SHIFT4 PMTS INC | 82452JAD1 | NOTE 0.500% 8/0 | 2,797,000 | $2,367,661 | dollars as filed | principal |
| NUVEEN QUALITY MUNCP INCOME | 67066V101 | COM | 188,362 | $2,222,672 | dollars as filed | |
| MFS MUNICIPAL INCOME TRUST | 552738106 | SH BEN INT | 333,155 | $1,725,743 | dollars as filed | |
| DWS MUNICIPAL INCOME TRUST | 233368109 | COM | 179,378 | $1,544,444 | dollars as filed | |
| CALIFORNIA RES CORP | 13057Q305 | COM STOCK | 33,073 | $1,439,006 | dollars as filed | |
| BLACKROCK N Y MUN INCOME TRU | 09248L106 | SH BEN INT | 105,138 | $1,058,740 | dollars as filed | |
| ARRAY TECHNOLOGIES INC | 04271TAB6 | NOTE 1.000%12/0 | 937,000 | $957,146 | dollars as filed | principal |
| iShares MBS ETF | 464288588 | SHS | 9,050 | $839,388 | dollars as filed | |
| INVESCO PA VALUE MUN INC TR | 46132K109 | COM | 78,503 | $769,329 | dollars as filed | |
| ISHARES TR | 464288661 | 3 7 YR TREAS BD | 6,190 | $711,169 | dollars as filed | |
| EATON VANCE MUNICIPAL BOND FUN | 27827X101 | COM | 60,261 | $626,112 | dollars as filed | |
| GRANITE PT MTG TR INC | 38741LAC1 | NOTE 6.375%10/0 | 622,000 | $608,938 | dollars as filed | principal |
| OIL STS INTL INC | 678026AH8 | NOTE 1.500% 2/1 | 560,000 | $557,900 | dollars as filed | principal |
| iShares iBoxx Inv Grade Corporate Bond ETF | 464287242 | SHS | 5,280 | $556,670 | dollars as filed | |
| INSULET CORP | 45784PAK7 | NOTE 0.375% 9/0 | 379,000 | $537,043 | dollars as filed | principal |
| JAZZ INVESTMENTS I LTD | 472145AF8 | NOTE 2.000% 6/1 | 394,000 | $470,338 | dollars as filed | principal |
| NEXTERA ENERGY INC | 65339F713 | CONV | 8,540 | $429,690 | dollars as filed | |
| CNX RES CORP | 12653CAG3 | NOTE 2.250% 5/0 | 273,000 | $401,583 | dollars as filed | principal |
| DICKS SPORTING GOODS INC | 253393AD4 | NOTE 3.250% 4/1 | 107,000 | $400,448 | dollars as filed | principal |
| BOSTON SCIENTIFIC CORP | 101137206 | CONV | 3,400 | $391,348 | dollars as filed | |
| UNITY SOFTWARE INC | 91332UAB7 | NOTE 11/1 | 500,000 | $376,750 | dollars as filed | principal |
| AIRBNB INC CLASS A | 009066AB7 | CLASS A | 418,000 | $345,059 | dollars as filed | principal |
| VISTRA CORP COM | 92840M102 | Stock | 13,918 | $322,898 | dollars as filed | |
| TYLER TEX INDPT SCH DIST | 902252AB1 | NOTE 0.250% 3/1 | 340,000 | $317,560 | dollars as filed | principal |
| GLOBAL X FDS | 37954Y483 | NASDAQ 100 COVER | 19,246 | $306,204 | dollars as filed | |
| CYBERARK SOFTWARE LTD | 23248VAB1 | NOTE 11/1 | 279,000 | $296,625 | dollars as filed | principal |
| SAREPTA THERAPEUTICS INC | 803607AC4 | DEBT 1.250% 9/1 | 250,000 | $289,375 | dollars as filed | principal |
| ALTERYX INC | 02156BAD5 | BOND | 309,000 | $284,859 | dollars as filed | principal |
| INVESCO SR INCOME TR | 46131H107 | COM | 73,504 | $281,520 | dollars as filed | |
| INVESCO EXCH TRADED FD TR II | 46138g805 | TAXABLE MUN BD | 10,580 | $272,012 | dollars as filed | |
| COINBASE GLOBAL INC | 19260QAB3 | NOTE 0.500% 6/0 | 468,000 | $266,684 | dollars as filed | principal |
| NUVEEN CR STRATEGIES INCOME | 67073D102 | COM SHS | 50,228 | $255,661 | dollars as filed | |
| ALLIANCEBERNSTEIN GLOBAL HIG | 01879R106 | COM | 27,704 | $255,431 | dollars as filed | |
| SAREPTA THERAPEUTICS INC | 803607AB6 | DBCV 1.500%11/1 | 135,000 | $252,518 | dollars as filed | principal |
| ISHARES TR | 464287432 | 20 YR TR BD ETF | 2,535 | $252,385 | dollars as filed | |
| PGIM GLOBAL HIGH YIELD FUND IN | 69346J106 | COM | 23,084 | $250,231 | dollars as filed | |
| BLACKROCK CREDIT ALLOCATION IN | 092508100 | COM | 24,596 | $248,420 | dollars as filed | |
| NEUBERGER BERMAN NY INT MUN | 64124K102 | COM | 25,745 | $242,775 | dollars as filed | |
| DOUBLELINE INCOME SOLUTIONS | 258622109 | COM | 21,480 | $238,213 | dollars as filed | |
| ENVISTA HOLDINGS CORPORATION | 29415FAB0 | BOND | 132,000 | $222,288 | dollars as filed | principal |
| AFFIRM HLDGS INC | 00827BAB2 | NOTE 11/1 | 400,000 | $222,000 | dollars as filed | principal |
| DAYFORCE INC | 15677JAD0 | NOTE 0.250% 3/1 | 250,000 | $220,375 | dollars as filed | principal |
| VERINT SYSTEMS INC | 92343XAC4 | BOND | 250,000 | $218,750 | dollars as filed | principal |
| VISHAY INTERTECHNOLOGY INC | 928298AP3 | NOTE 2.250% 6/1 | 215,000 | $208,034 | dollars as filed | principal |
| JAMF HLDG CORP | 47074LAB1 | NOTE 0.125% 9/0 | 250,000 | $207,000 | dollars as filed | principal |
| CLOUDFLARE INC | 18915MAC1 | NOTE 8/1 | 250,000 | $205,000 | dollars as filed | principal |
| PELOTON INTERACTIVE INC | 70614WAB6 | NOTE 2/1 | 272,000 | $194,159 | dollars as filed | principal |
| HUBSPOT INC | 443573AD2 | NOTE 0.375% 6/0 | 157,000 | $193,817 | dollars as filed | principal |
| IRONWOOD PHARMACEUTICALS INC | 46333XAH1 | NOTE 1.500% 6/1 | 174,000 | $190,639 | dollars as filed | principal |
| CONFLUENT INC | 20717MAB9 | NOTE 1/1 | 250,000 | $190,000 | dollars as filed | principal |
| RAPID7 INC | 753422AF1 | NOTE 0.250% 3/1 | 240,000 | $188,638 | dollars as filed | principal |
| MICROSTRATEGY INC | 594972AE1 | NOTE 2/1 | 500,000 | $186,900 | dollars as filed | principal |
| WAYFAIR INC | 94419LAM3 | NOTE 0.625%10/0 | 280,000 | $183,820 | dollars as filed | principal |
| IONIS PHARMACEUTICALS INC | 462222AB6 | NOTE 0.125%12/1 | 198,000 | $180,794 | dollars as filed | principal |
| INSMED INC | 457669AA7 | NOTE 1.750% 1/1 | 187,000 | $176,248 | dollars as filed | principal |
| AMERICAN EAGLE OUTFITTERS IN | 02553EAB2 | NOTE 3.750% 4/1 | 98,000 | $173,460 | dollars as filed | principal |
| CRACKER BARREL OLD CTRY STOR | 22410JAB2 | cv | 200,000 | $171,750 | dollars as filed | principal |
| BLACKLINE INC | 09239BAD1 | NOTE 3/1 | 200,000 | $171,375 | dollars as filed | principal |
| LCI INDS | 501812AB7 | NOTE 1.125% 5/1 | 200,000 | $169,500 | dollars as filed | principal |
| KARYOPHARM THERAPEUTICS INC | 48576UAA4 | BOND | 221,000 | $167,708 | dollars as filed | principal |
| TERADYNE INC | 880770AG7 | NOTE | 60,000 | $165,222 | dollars as filed | principal |
| ITRON INC | 465741AN6 | NOTE 3/1 | 200,000 | $164,760 | dollars as filed | principal |
| BENTLEY SYS INC | 08265TAD1 | NOTE 0.375% 7/0 | 200,000 | $163,800 | dollars as filed | principal |
| EVOLENT HEALTH INC | 30050BAD3 | NOTE 1.500%10/1 | 150,000 | $163,200 | dollars as filed | principal |
| BILL HOLDINGS INC | 090043AD2 | NOTE 4/0 | 200,000 | $159,100 | dollars as filed | principal |
| PURE STORAGE INC | 74624MAB8 | NOTE 0.125% 4/1 | 139,000 | $149,981 | dollars as filed | principal |
| WAYFAIR INC | 94419LAF8 | NOTE 1.000% 8/1 | 255,000 | $145,682 | dollars as filed | principal |
| LIVEPERSON INC | 538146AD3 | NOTE 12/1 | 200,000 | $143,620 | dollars as filed | principal |
| COMMERCE.COM INC | 08975PAB4 | NOTE 0.250%10/0 | 200,000 | $143,000 | dollars as filed | principal |
| ANYWHERE REAL ESTATE GROUP L | 75606DAP6 | CNV | 200,000 | $140,800 | dollars as filed | principal |
| NCL CORP LTD | 62886HBD2 | BOND | 200,000 | $136,760 | dollars as filed | principal |
| EXACT SCIENCES CORP | 30063PAB1 | NOTE 0.375% 3/1 | 162,000 | $134,460 | dollars as filed | principal |
| FTI CONSULTING INC | 302941AP4 | NOTE 2.000% 8/1 | 85,000 | $134,130 | dollars as filed | principal |
| NOVOCURE LTD | 67011XAB9 | NOTE 11/0 | 150,000 | $133,785 | dollars as filed | principal |
| BOX INC | 10316TAB0 | NOTE 1/1 | 100,000 | $131,650 | dollars as filed | principal |
| TRANSOCEAN INC | 893830BJ7 | DEB 0.500% 1/3 | 135,000 | $131,119 | dollars as filed | principal |
| IRONWOOD PHARMACEUTICALS INC | 46333XAF5 | BOND | 120,000 | $129,375 | dollars as filed | principal |
| INSIGHT ENTERPRISES INC | 45765UAB9 | NOTE 0.750% 2/1 | 85,000 | $128,010 | dollars as filed | principal |
| INFINERA CORP | 45667GAC7 | BOND | 130,000 | $127,595 | dollars as filed | principal |
| DRAFTKINGS INC NEW | 26142RAB0 | CNV | 200,000 | $125,700 | dollars as filed | principal |
| LIVENT CORP | 53814LAB4 | BOND | 52,000 | $125,034 | dollars as filed | principal |
| APELLIS PHARMACEUTICALS INC | 03753UAB2 | NOTE 3.500% 9/1 | 79,000 | $122,006 | dollars as filed | principal |
| NEW RELIC INC | 64829BAB6 | NOTE 0.500% 5/0 | 120,000 | $117,660 | dollars as filed | principal |
| REPLIGEN CORP | 759916AB5 | BOND | 73,000 | $117,391 | dollars as filed | principal |
| PENN ENTERTAINMENT INC | 707569AU3 | NOTE 2.750% 5/1 | 79,000 | $116,841 | dollars as filed | principal |
| LYFT INC | 55087PAB0 | NOTE 1.500% 5/1 | 131,000 | $115,995 | dollars as filed | principal |
| GUIDEWIRE SOFTWARE INC | 40171VAA8 | BOND | 120,000 | $111,660 | dollars as filed | principal |
| UNITED STATES STL CORP | 912909AT5 | NOTE 5.000%11/0 | 54,000 | $108,270 | dollars as filed | principal |
| UPWORK INC | 91688FAB0 | NOTE 0.250% 8/1 | 136,000 | $102,491 | dollars as filed | principal |
| ROYAL CARIBBEAN GROUP | 780153BF8 | NOTE 2.875%11/1 | 103,000 | $101,352 | dollars as filed | principal |
| BLACKLINE INC | 09239BAB5 | NOTE 0.125% 8/0 | 90,000 | $100,234 | dollars as filed | principal |
| WORKIVA INC | 98139AAB1 | NOTE 1.125% 8/1 | 80,000 | $99,040 | dollars as filed | principal |
| INVITAE CORP | 46185LAB9 | NOTE 2.000% 9/0 | 120,000 | $95,100 | dollars as filed | principal |
| VEECO INSTRS INC DEL | 922417AD2 | NOTE 2.700% 1/1 | 95,000 | $94,668 | dollars as filed | principal |
| BLOOMIN BRANDS INC | 094235AB4 | NOTE 5.000% 5/0 | 51,000 | $93,203 | dollars as filed | principal |
| PENNYMAC CORP | 70932AAD5 | BOND | 100,000 | $89,750 | dollars as filed | principal |
| BEYOND MEAT INC | 08862EAB5 | NOTE 3/1 | 339,000 | $89,157 | dollars as filed | principal |
| CARNIVAL CORP | 143658BE1 | NOTE 5.750% 4/0 | 88,000 | $88,715 | dollars as filed | principal |
| NANOSTRING TECHNOLOGIES INC | 63009RAD1 | BOND | 100,000 | $81,223 | dollars as filed | principal |
| WINNEBAGO INDS INC | 974637AB6 | BOND | 75,000 | $79,031 | dollars as filed | principal |
| REDWOOD TRUST INC | 758075AC9 | BOND | 80,000 | $78,800 | dollars as filed | principal |
| Q2 HLDGS INC | 74736LAB5 | NOTE 0.750% 2/1 | 70,000 | $68,644 | dollars as filed | principal |
| AIR TRANS SVCS GROUP INC | 00922RAB1 | BOND | 65,000 | $67,685 | dollars as filed | principal |
| DOCUSIGN INC | 256163AB2 | NOTE 0.500% 9/1 | 60,000 | $61,620 | dollars as filed | principal |
| TABULA RASA HEALTHCARE INC | 873379AA9 | NOTE | 75,000 | $58,639 | dollars as filed | principal |
| MARA HOLDINGS INC | 565788AB2 | NOTE 1.000%12/0 | 200,000 | $46,632 | dollars as filed | principal |
| 8X8 INC NEW | 282914AB6 | BOND | 50,000 | $45,750 | dollars as filed | principal |
| CHEFS WHSE INC | 163086AB7 | BOND | 27,000 | $28,040 | dollars as filed | principal |
| HALOZYME THERAPEUTICS INC | 40637HAD1 | NOTE 0.250% 3/0 | 28,000 | $27,248 | dollars as filed | principal |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001085146-23-000464 | this filing | 2023-01-31 | acceptance time not in the bulk data set |