-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, K7UA1uvyfKPeLS5q86LHITLRFdQ68pyHEybXGPkhBRT8Cv1USS4ZocZUoLrTP84Z ktb6QBLp6O/hRU0HTtZsxg== 0001085146-09-003341.txt : 20091020 0001085146-09-003341.hdr.sgml : 20091020 20091020090050 ACCESSION NUMBER: 0001085146-09-003341 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20090930 FILED AS OF DATE: 20091020 DATE AS OF CHANGE: 20091020 EFFECTIVENESS DATE: 20091020 FILER: COMPANY DATA: COMPANY CONFORMED NAME: MACKAY SHIELDS LLC CENTRAL INDEX KEY: 0000061227 IRS NUMBER: 134080466 FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-00046 FILM NUMBER: 091127096 BUSINESS ADDRESS: STREET 1: 9 WEST 57TH STREET STREET 2: 33RD FLOOR CITY: NEW YORK STATE: NY ZIP: 10019 BUSINESS PHONE: 212-758-5400 MAIL ADDRESS: STREET 1: 9 WEST 57TH STREET STREET 2: 33RD FLOOR CITY: NEW YORK STATE: NY ZIP: 10019 FORMER COMPANY: FORMER CONFORMED NAME: MACKAY SHIELDS FINANCIAL CORP DATE OF NAME CHANGE: 19920929 13F-HR 1 mack3q09.txt MACKAY SHIELDS LLC UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 30, 2009 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: MacKay Shields LLC Address: 9 West 57th Street, 34th Floor New York, NY 10019 13F File Number: 28-00046 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Rene A. Bustamante Title: Chief Compliance Officer Phone: (212) 230-3811 Signature, Place, and Date of Signing: /s/ Rene A. Bustamante New York, NY October 19, 2009 Report Type (Check only one.): [ X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form13F Information Table Entry Total: 186 Form13F Information Table Value Total: $2,008,629 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional managers with respect to which this report is filed, other than the manager filing this report. NONE FORM 13F INFORMATION TABLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- 3COM CORP COM 885535104 132 25182 SH SOLE 25182 0 0 3M CO NOTE 11/2 88579YAB7 648 750000 PRN SOLE 750000 0 0 A D C TELECOMMUNICATIONS COM NEW 000886309 105 12551 SH SOLE 12551 0 0 ABB LTD SPONSORED ADR 000375204 1946 97100 SH SOLE 97100 0 0 ACXIOM CORP COM 005125109 195 20600 SH SOLE 20600 0 0 ADVANCED ANALOGIC TECHNOLOGI COM 00752J108 81 20462 SH SOLE 20462 0 0 AERCAP HOLDINGS NV SHS N00985106 157 17287 SH SOLE 17287 0 0 AFC ENTERPRISES INC COM 00104Q107 139 16500 SH SOLE 16500 0 0 ALCOA INC NOTE 5.250% 3/1 013817AT8 8123 3684000 PRN SOLE 3684000 0 0 ALLEGHENY TECHNOLOGIES INC NOTE 4.250% 6/0 01741RAD4 21197 17793000 PRN SOLE 17793000 0 0 ALLERGAN INC NOTE 1.500% 4/0 018490AL6 982 871000 PRN SOLE 871000 0 0 ALLIANCE DATA SYSTEMS CORP NOTE 1.750% 8/0 018581AD0 13996 14466000 PRN SOLE 14466000 0 0 ALLIANZ SE SP ADR 1/10 SH 018805101 7165 574100 SH SOLE 574100 0 0 ALPHA NATURAL RESOURCES INC NOTE 2.375% 4/1 02076XAA0 5918 6000000 PRN SOLE 6000000 0 0 ALZA CORP SDCV 7/2 02261WAB5 14884 16754000 PRN SOLE 16754000 0 0 AMERICAN REPROGRAPHICS CO COM 029263100 105 11000 SH SOLE 11000 0 0 AMGEN INC NOTE 0.125% 2/0 031162AN0 48312 48219000 PRN SOLE 48219000 0 0 ANIXTER INTL INC NOTE 1.000% 2/1 035290AJ4 12998 14436000 PRN SOLE 14436000 0 0 ARCELORMITTAL SA LUXEMBOURG NOTE 5.000% 5/1 03938LAK0 15357 10600000 PRN SOLE 10600000 0 0 ARCHER DANIELS MIDLAND CO NOTE 0.875% 2/1 039483AW2 3906 3976000 PRN SOLE 3976000 0 0 ARVINMERITOR INC NOTE 4.000% 2/1 043353AH4 3068 4822000 PRN SOLE 4822000 0 0 ASBURY AUTOMOTIVE GROUP INC NOTE 3.000% 9/1 043436AG9 3265 4000000 PRN SOLE 4000000 0 0 BAKER HUGHES INC COM 057224107 7099 166400 SH SOLE 166400 0 0 BANK MUTUAL CORP NEW COM 063750103 130 14759 SH SOLE 14759 0 0 BEAZER HOMES USA INC NOTE 4.625% 6/1 07556QAL9 1750 2000000 PRN SOLE 2000000 0 0 BECKMAN COULTER INC NOTE 2.500%12/1 075811AD1 2374 2058000 PRN SOLE 2058000 0 0 BHP BILLITON LTD SPONSORED ADR 088606108 2693 40800 SH SOLE 40800 0 0 BIOMARIN PHARMACEUTICAL INC NOTE 1.875% 4/2 09061GAD3 18445 17534000 PRN SOLE 17534000 0 0 BORGWARNER INC NOTE 3.500% 4/1 099724AF3 12688 10379000 PRN SOLE 10379000 0 0 BOSTON PPTYS LTD PARTNERSHIP NOTE 3.750% 5/1 10112RAG9 13786 13700000 PRN SOLE 13700000 0 0 BOSTON SCIENTIFIC CORP COM 101137107 5314 501800 SH SOLE 501800 0 0 BP PLC SPONSORED ADR 055622104 78283 1470656 SH SOLE 1470656 0 0 BROOKLINE BANCORP INC DEL COM 11373M107 130 13360 SH SOLE 13360 0 0 C&D TECHNOLOGIES INC COM 124661109 104 48263 SH SOLE 48263 0 0 CAMERON INTERNATIONAL CORP NOTE 2.500% 6/1 13342BAB1 48594 37841000 PRN SOLE 37841000 0 0 CARNIVAL CORP DBCV 2.000% 4/1 143658AN2 11392 10672000 PRN SOLE 10672000 0 0 CELANESE CORP DEL PFD 4.25% CONV 150870202 3894 119411 PRN SOLE 119411 0 0 CELANESE CORP DEL PFD 4.25% CONV 150870202 15518 474710 SH SOLE 474710 0 0 CELERA CORP COM 15100E106 193 30904 SH SOLE 30904 0 0 CELLCOM ISRAEL LTD SHS M2196U109 4135 135900 SH SOLE 135900 0 0 CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167BZ9 41154 44794000 PRN SOLE 44794000 0 0 CHESAPEAKE ENERGY CORP NOTE 2.750%11/1 165167BW6 5119 5062000 PRN SOLE 5062000 0 0 CHINA MED TECHNOLOGIES INC NOTE 4.000% 8/1 169483AC8 16156 25000000 PRN SOLE 25000000 0 0 CHINA MOBILE LIMITED SPONSORED ADR 16941M109 13244 270000 SH SOLE 270000 0 0 CHRISTOPHER & BANKS CORP COM 171046105 118 17400 SH SOLE 17400 0 0 CITIGROUP INC COM 172967101 3403 702997 SH SOLE 702997 0 0 COMMERCIAL VEH GROUP INC COM 202608105 187 28750 SH SOLE 28750 0 0 COMMSCOPE INC NOTE 3.250% 7/0 203372AG2 13624 10500000 PRN SOLE 10500000 0 0 CONMED CORP NOTE 2.500%11/1 207410AD3 9699 10643000 PRN SOLE 10643000 0 0 CORE LABORATORIES LP NOTE 0.250%10/3 21868FAB9 48103 39990000 PRN SOLE 39990000 0 0 COSTCO COMPANIES INC NOTE 8/1 22160QAC6 5782 4508000 PRN SOLE 4508000 0 0 COSTCO WHSL CORP NEW COM 22160K105 7616 134895 SH SOLE 134895 0 0 COVANTA HLDG CORP DBCV 1.000% 2/0 22282EAA0 44839 50218000 PRN SOLE 50218000 0 0 COWEN GROUP INC COM 223621103 93 13000 SH SOLE 13000 0 0 CREDIT SUISSE GROUP SPONSORED ADR 225401108 5671 101900 SH SOLE 101900 0 0 DANAHER CORP DEL NOTE 1/2 235851AF9 5344 5364000 PRN SOLE 5364000 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 162 18085 SH SOLE 18085 0 0 E M C CORP MASS NOTE 1.750%12/0 268648AK8 52769 43557000 PRN SOLE 43557000 0 0 ELECTRONICS FOR IMAGING INC COM 286082102 147 13011 SH SOLE 13011 0 0 ENERGY CONVERSION DEVICES IN NOTE 3.000% 6/1 292659AA7 878 1189000 PRN SOLE 1189000 0 0 ENI S P A SPONSORED ADR 26874R108 6448 129350 SH SOLE 129350 0 0 ENZON PHARMACEUTICALS INC NOTE 4.000% 6/0 293904AE8 15794 14988000 PRN SOLE 14988000 0 0 EXTREME NETWORKS INC COM 30226D106 119 42596 SH SOLE 42596 0 0 FAIRFAX FINL HLDGS LTD SUB VTG 303901102 13430 36226 SH SOLE 36226 0 0 FERRO CORP NOTE 6.500% 8/1 315405AL4 4895 5500000 PRN SOLE 5500000 0 0 FIFTH STREET FINANCE CORP COM 31678A103 125 11400 SH SOLE 11400 0 0 FISHER SCIENTIFIC INTL INC NOTE 3.250% 3/0 338032AX3 37731 30260000 PRN SOLE 30260000 0 0 FLAMEL TECHNOLOGIES SA SPONSORED ADR 338488109 106 12138 SH SOLE 12138 0 0 FLOW INTL CORP COM 343468104 169 65327 SH SOLE 65327 0 0 FOREST OIL CORP COM PAR $0.01 346091705 2190 111900 SH SOLE 111900 0 0 FOSTER WHEELER AG COM H27178104 249 7800 SH SOLE 7800 0 0 FREEPORT-MCMORAN COPPER & GO PFD CONV 35671D782 1742 16917 PRN SOLE 16917 0 0 FREEPORT-MCMORAN COPPER & GO PFD CONV 35671D782 13219 128340 SH SOLE 128340 0 0 FRONTIER OIL CORP COM 35914P105 4482 322000 SH SOLE 322000 0 0 GENERAL CABLE CORP DEL NEW NOTE 0.875%11/1 369300AD0 17243 17395000 PRN SOLE 17395000 0 0 GENWORTH FINL INC COM CL A 37247D106 222 18552 SH SOLE 18552 0 0 GILEAD SCIENCES INC NOTE 0.625% 5/0 375558AH6 10016 7645000 PRN SOLE 7645000 0 0 GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 12309 311550 SH SOLE 311550 0 0 GREAT ATLANTIC & PAC TEA INC NOTE 6.750%12/1 390064AK9 17292 19791000 PRN SOLE 19791000 0 0 GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 9344 502885 SH SOLE 502885 0 0 GULF ISLAND FABRICATION INC COM 402307102 562 30000 SH SOLE 30000 0 0 HALLIBURTON CO COM 406216101 9537 351642 SH SOLE 351642 0 0 HOLOGIC INC FRNT 2.000%12/1 436440AA9 4119 5039000 PRN SOLE 5039000 0 0 HSBC HLDGS PLC SPON ADR NEW 404280406 7645 133300 SH SOLE 133300 0 0 ICONIX BRAND GROUP INC COM 451055107 3773 302600 SH SOLE 302600 0 0 IMPAX LABORATORIES INC COM 45256B101 299 34221 SH SOLE 34221 0 0 INGERSOLL-RAND GLOBAL HLDG C NOTE 4.500% 4/1 45687AAD4 7282 4001000 PRN SOLE 4001000 0 0 INSTEEL INDUSTRIES INC COM 45774W108 148 12403 SH SOLE 12403 0 0 INTEL CORP COM 458140100 2487 127100 SH SOLE 127100 0 0 INTEL CORP SDCV 2.950%12/1 458140AD2 13679 15258000 PRN SOLE 15258000 0 0 INTERNATIONAL COAL GRP INC N COM 45928H106 63 15636 SH SOLE 15636 0 0 INVESTORS BANCORP INC COM 46146P102 168 15800 SH SOLE 15800 0 0 ION GEOPHYSICAL CORP COM 462044108 2256 641000 SH SOLE 641000 0 0 ISHARES TR INDEX S&P EURO PLUS 464287861 22014 571200 SH SOLE 571200 0 0 ISHARES TR INDEX MSCI EAFE IDX 464287465 558 10200 SH SOLE 10200 0 0 ISIS PHARMACEUTICALS INC DEL NOTE 2.625% 2/1 464337AE4 12377 10500000 PRN SOLE 10500000 0 0 ITRON INC NOTE 2.500% 8/0 465741AJ5 15242 12413000 PRN SOLE 12413000 0 0 JANUS CAP GROUP INC NOTE 3.250% 7/1 47102XAG0 6923 5500000 PRN SOLE 5500000 0 0 JETBLUE AIRWAYS CORP DBCV 3.750% 3/1 477143AC5 355 357000 PRN SOLE 357000 0 0 KENDLE INTERNATIONAL INC NOTE 3.375% 7/1 48880LAA5 4970 5600000 PRN SOLE 5600000 0 0 KEY ENERGY SVCS INC COM 492914106 195 22419 SH SOLE 22419 0 0 L-1 IDENTITY SOLUTIONS INC NOTE 3.750% 5/1 50212AAB2 6580 7445000 PRN SOLE 7445000 0 0 L-3 COMMUNICATIONS CORP DEBT 3.000% 8/0 502413AW7 24654 23960000 PRN SOLE 23960000 0 0 LIONS GATE ENTMNT CORP NOTE 2.938%10/1 535919AF1 10481 11597000 PRN SOLE 11597000 0 0 LIONS GATE ENTMNT CORP NOTE 3.625% 3/1 535919AG9 14047 15783000 PRN SOLE 15783000 0 0 LORAL SPACE & COMMUNICATNS I COM 543881106 13056 475100 SH SOLE 475100 0 0 LSI INDS INC COM 50216C108 115 17250 SH SOLE 17250 0 0 MCDERMOTT INTL INC COM 580037109 3965 156900 SH SOLE 156900 0 0 MCMORAN EXPLORATION CO COM 582411104 154 20357 SH SOLE 20357 0 0 MEDTRONIC INC NOTE 1.500% 4/1 585055AL0 23045 23045000 PRN SOLE 23045000 0 0 MEDTRONIC INC NOTE 1.625% 4/1 585055AM8 56204 56681000 PRN SOLE 56681000 0 0 MENTOR GRAPHICS CORP SDCV 6.250% 3/0 587200AF3 5883 6081000 PRN SOLE 6081000 0 0 MERIX CORP NOTE 4.000% 5/1 590049AB8 4926 8875000 PRN SOLE 8875000 0 0 MFA FINANCIAL INC COM 55272X102 113 14200 SH SOLE 14200 0 0 MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 15803 17009000 PRN SOLE 17009000 0 0 MICRON TECHNOLOGY INC NOTE 4.250%10/1 595112AJ2 14056 7836000 PRN SOLE 7836000 0 0 MICROSOFT CORP COM 594918104 9103 351600 SH SOLE 351600 0 0 MOLSON COORS BREWING CO NOTE 2.500% 7/3 60871RAA8 16678 14699000 PRN SOLE 14699000 0 0 MORGAN STANLEY COM NEW 617446448 1847 59800 SH SOLE 59800 0 0 NABORS INDS INC NOTE 0.940% 5/1 629568AP1 775 798000 PRN SOLE 798000 0 0 NATIONAL CITY CORP NOTE 4.000% 2/0 635405AW3 55144 54463000 PRN SOLE 54463000 0 0 NCR CORP NEW COM 62886E108 156 11281 SH SOLE 11281 0 0 NEWELL RUBBERMAID INC NOTE 5.500% 3/1 651229AH9 1228 620000 PRN SOLE 620000 0 0 NEWMONT MINING CORP NOTE 1.250% 7/1 651639AH9 3817 3194000 PRN SOLE 3194000 0 0 NII HLDGS INC NOTE 3.125% 6/1 62913FAJ1 375 427000 PRN SOLE 427000 0 0 NOKIA CORP SPONSORED ADR 654902204 32872 2253081 SH SOLE 2253081 0 0 NOVARTIS A G SPONSORED ADR 66987V109 34899 693136 SH SOLE 693136 0 0 NTT DOCOMO INC SPONS ADR 62942M201 385 24300 SH SOLE 24300 0 0 ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AG0 23113 21423000 PRN SOLE 21423000 0 0 OPENWAVE SYS INC COM NEW 683718308 93 35600 SH SOLE 35600 0 0 PEABODY ENERGY CORP SDCV 4.750%12/1 704549AG9 22697 25693000 PRN SOLE 25693000 0 0 PHILIP MORRIS INTL INC COM 718172109 7230 148340 SH SOLE 148340 0 0 PROCTER & GAMBLE CO COM 742718109 6950 120000 SH SOLE 120000 0 0 PROSPECT CAPITAL CORPORATION COM 74348T102 153 14300 SH SOLE 14300 0 0 QUADRAMED CORP COM NEW 74730W507 4145 592199 SH SOLE 592199 0 0 RADIAN GROUP INC COM 750236101 194 18300 SH SOLE 18300 0 0 RESEARCH IN MOTION LTD COM 760975102 3671 54350 SH SOLE 54350 0 0 ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 41936 733283 SH SOLE 733283 0 0 RRI ENERGY INC COM 74971X107 186 26102 SH SOLE 26102 0 0 RYANAIR HLDGS PLC SPONSORED ADR 783513104 4896 168594 SH SOLE 168594 0 0 SCHERING PLOUGH CORP PFD CONV MAN07 806605705 10487 43210 PRN SOLE 43210 0 0 SCHERING PLOUGH CORP PFD CONV MAN07 806605705 49104 202325 SH SOLE 202325 0 0 SCHLUMBERGER LTD DBCV 2.125% 6/0 806857AD0 71341 45462000 PRN SOLE 45462000 0 0 SHIRE PLC SPONSORED ADR 82481R106 14617 279597 SH SOLE 279597 0 0 SIEMENS A G SPONSORED ADR 826197501 9231 99300 SH SOLE 99300 0 0 SONUS NETWORKS INC COM 835916107 92 43404 SH SOLE 43404 0 0 SOTHEBYS NOTE 3.125% 6/1 835898AC1 6195 7060000 PRN SOLE 7060000 0 0 SPARTAN STORES INC NOTE 3.375% 5/1 846822AE4 8701 11525000 PRN SOLE 11525000 0 0 ST MARY LD & EXPL CO NOTE 3.500% 4/0 792228AD0 19885 20505000 PRN SOLE 20505000 0 0 STAR GAS PARTNERS L P UNIT LTD PARTNR 85512C105 10611 2923148 SH SOLE 2923148 0 0 STEEL DYNAMICS INC NOTE 5.125% 6/1 858119AP5 16974 14333000 PRN SOLE 14333000 0 0 STEELCASE INC CL A 858155203 111 17840 SH SOLE 17840 0 0 STILLWATER MNG CO COM 86074Q102 93 13863 SH SOLE 13863 0 0 STONE ENERGY CORP COM 861642106 271 16612 SH SOLE 16612 0 0 SYBASE INC NOTE 1.750% 2/2 871130AB6 7667 4904000 PRN SOLE 4904000 0 0 SYMANTEC CORP NOTE 0.750% 6/1 871503AD0 8480 8000000 PRN SOLE 8000000 0 0 SYNGENTA AG SPONSORED ADR 87160A100 1153 25100 SH SOLE 25100 0 0 TERADYNE INC COM 880770102 233 25204 SH SOLE 25204 0 0 TERADYNE INC NOTE 4.500% 3/1 880770AE2 4697 2500000 PRN SOLE 2500000 0 0 TEVA PHARMACEUTICAL FIN CO B NOTE 1.750% 2/0 88165FAA0 53211 45352000 PRN SOLE 45352000 0 0 TEXTRON INC NOTE 4.500% 5/0 883203BN0 2708 1655000 PRN SOLE 1655000 0 0 THOMAS WEISEL PARTNERS GRP I COM 884481102 127 23866 SH SOLE 23866 0 0 TIDEWATER INC COM 886423102 5519 117200 SH SOLE 117200 0 0 TRANSOCEAN INC NOTE 1.500%12/1 893830AW9 51417 53728000 PRN SOLE 53728000 0 0 TRANSOCEAN INC NOTE 1.625%12/1 893830AU3 5627 5627000 PRN SOLE 5627000 0 0 TRANSOCEAN LTD REG SHS H8817H100 5260 61500 SH SOLE 61500 0 0 TRIUMPH GROUP INC NEW NOTE 2.625%10/0 896818AB7 20952 19178000 PRN SOLE 19178000 0 0 TTM TECHNOLOGIES INC NOTE 3.250% 5/1 87305RAC3 17239 17568000 PRN SOLE 17568000 0 0 UAL CORP NOTE 4.500% 6/3 902549AH7 11589 15634000 PRN SOLE 15634000 0 0 UBS AG SHS NEW H89231338 3369 184000 SH SOLE 184000 0 0 UNILEVER N V N Y SHS NEW 904784709 5760 199600 SH SOLE 199600 0 0 UNITED AUTO GROUP INC NOTE 3.500% 4/0 909440AH2 18522 17515000 PRN SOLE 17515000 0 0 UNITED RENTALS INC COM 911363109 253 24525 SH SOLE 24525 0 0 UNITED STATES STL CORP NEW NOTE 4.000% 5/1 912909AE8 11165 7000000 PRN SOLE 7000000 0 0 VALE CAP II GTD CV 6.75%12 91912F201 5171 75000 SH SOLE 75000 0 0 VANGUARD TAX-MANAGED FD EUROPE PAC ETF 921943858 1753 51100 SH SOLE 51100 0 0 VERISIGN INC SDCV 3.250% 8/1 92343EAD4 10419 11941000 PRN SOLE 11941000 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 147 18625 SH SOLE 18625 0 0 VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 34526 1534475 SH SOLE 1534475 0 0 VORNADO RLTY L P DBCV 3.625%11/1 929043AE7 22298 22868000 PRN SOLE 22868000 0 0 WASTE CONNECTIONS INC NOTE 3.750% 4/0 941053AG5 18937 17995000 PRN SOLE 17995000 0 0 WELLS FARGO & CO NEW PERP PFD CNV A 949746804 3349 3750 PRN SOLE 3750 0 0 WELLS FARGO & CO NEW PERP PFD CNV A 949746804 21352 23910 SH SOLE 23910 0 0 WESCO INTL INC DBCV 6.000% 9/1 95082PAH8 16036 12479000 PRN SOLE 12479000 0 0 WESTERN REFNG INC NOTE 5.750% 6/1 959319AC8 5230 5700000 PRN SOLE 5700000 0 0 WHITING PETE CORP NEW PERP PFD CONV 966387201 6039 40000 SH SOLE 40000 0 0
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