-----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, LIvjuS7aLb0SPNXwaJniuvWHxI+SVLqmqywprh8F6uZbnt4PMJtjzYb+BtO8ALdM y/gySyxhFXuqzNXjnDZQbA== 0001085146-10-000609.txt : 20100802 0001085146-10-000609.hdr.sgml : 20100802 20100730173357 ACCESSION NUMBER: 0001085146-10-000609 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20100630 FILED AS OF DATE: 20100802 DATE AS OF CHANGE: 20100730 EFFECTIVENESS DATE: 20100802 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: 10982171 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 mack2q10.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: June 30, 2010 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: 028-00046 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 July 26, 2010 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: 1 Form 13F Information Table Entry Total: 150 Form 13F Information Table Value Total: $2,472,642 (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. No. 13F File Number Name 01 028-06325 New York Life Investment Management LLC 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 - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- 3M CO NOTE 11/2 88579YAB7 680 750000 PRN SOLE 750000 0 0 ABB LTD SPONSORED ADR 000375204 14277 827200 SH OTHER 01 827200 0 0 ADVANCED MICRO DEVICES INC NOTE 6.000% 5/0 007903AL1 966 1012000 PRN SOLE 1012000 0 0 ALCOA INC NOTE 5.250% 3/1 013817AT8 4816 2812000 PRN OTHER 01 2812000 0 0 ALLEGHENY TECHNOLOGIES INC NOTE 4.250% 6/0 01741RAD4 58414 45273000 PRN OTHER 01 45273000 0 0 ALLERGAN INC NOTE 1.500% 4/0 018490AL6 1889 1725000 PRN SOLE 1725000 0 0 ALLIANCE DATA SYSTEMS CORP NOTE 1.750% 8/0 018581AD0 31629 32572000 PRN OTHER 01 32572000 0 0 ALPHA NATURAL RESOURCES INC NOTE 2.375% 4/1 02076XAA0 10521 10215000 PRN OTHER 01 10215000 0 0 ALZA CORP SDCV 7/2 02261WAB5 11392 13001000 PRN OTHER 01 13001000 0 0 AMGEN INC NOTE 0.125% 2/0 031162AN0 10141 10205000 PRN OTHER 01 10205000 0 0 AMGEN INC NOTE 0.375% 2/0 031162AQ3 59307 59805000 PRN OTHER 01 59805000 0 0 AMR CORP NOTE 6.250%10/1 001765BC9 17044 17800000 PRN OTHER 01 17800000 0 0 ANIXTER INTL INC NOTE 1.000% 2/1 035290AJ4 17853 19564000 PRN OTHER 01 19564000 0 0 ARCELORMITTAL SA LUXEMBOURG NOTE 5.000% 5/1 03938LAK0 19540 16701000 PRN OTHER 01 16701000 0 0 ARCHER DANIELS MIDLAND CO NOTE 0.875% 2/1 039483AW2 3767 3976000 PRN SOLE 3976000 0 0 ARVINMERITOR INC FRNT 4.000% 2/1 043353AH4 13028 16703000 PRN OTHER 01 16703000 0 0 ASBURY AUTOMOTIVE GROUP INC NOTE 3.000% 9/1 043436AG9 3685 4000000 PRN OTHER 01 4000000 0 0 BAKER HUGHES INC COM 057224107 6942 167000 SH OTHER 01 167000 0 0 BANK OF AMERICA CORPORATION COM 060505104 5035 350400 SH OTHER 01 350400 0 0 BECKMAN COULTER INC NOTE 2.500%12/1 075811AD1 13075 11941000 PRN OTHER 01 11941000 0 0 BHP BILLITON LTD SPONSORED ADR 088606108 17176 277300 SH OTHER 01 277300 0 0 BHP BILLITON LTD SPONSORED ADR 088606108 393 78200 SH PUT OTHER 01 78200 0 0 BHP BILLITON PLC SPONSORED ADR 05545E209 1559 30300 SH OTHER 01 30300 0 0 BIOMARIN PHARMACEUTICAL INC NOTE 1.875% 4/2 09061GAD3 35394 33084000 PRN OTHER 01 33084000 0 0 BLACKROCK MUNIHOLDINGS CALIF COM 09254L107 855 62735 SH SOLE 62735 0 0 BLACKROCK MUNIYIELD MICH INS COM 09254V105 934 66269 SH SOLE 66269 0 0 BLACKROCK MUNIYIELD QUALITY COM 09254F100 970 67000 SH SOLE 67000 0 0 BORGWARNER INC NOTE 3.500% 4/1 099724AF3 30729 23729000 PRN OTHER 01 23729000 0 0 BOSTON PPTYS LTD PARTNERSHIP NOTE 3.750% 5/1 10112RAG9 15576 14977000 PRN SOLE 14977000 0 0 BOSTON SCIENTIFIC CORP COM 101137107 2896 499300 SH OTHER 01 499300 0 0 CAMERON INTERNATIONAL CORP NOTE 2.500% 6/1 13342BAB1 69742 62053000 PRN OTHER 01 62053000 0 0 CARNIVAL CORP DBCV 2.000% 4/1 143658AN2 38059 36641000 PRN OTHER 01 36641000 0 0 CELLCOM ISRAEL LTD SHS M2196U109 1473 58900 SH SOLE 58900 0 0 CEPHALON INC NOTE 2.500% 5/0 156708AR0 25168 23878000 PRN OTHER 01 23878000 0 0 CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167BZ9 37453 47787000 PRN OTHER 01 47787000 0 0 CHESAPEAKE ENERGY CORP NOTE 2.750%11/1 165167BW6 8143 9346000 PRN OTHER 01 9346000 0 0 CHINA MED TECHNOLOGIES INC NOTE 4.000% 8/1 169483AC8 16563 25000000 PRN OTHER 01 25000000 0 0 CHINA MOBILE LIMITED SPONSORED ADR 16941M109 29398 594990 SH OTHER 01 594990 0 0 CIT GROUP INC COM NEW 125581801 18951 559673 SH OTHER 01 559673 0 0 CITIGROUP INC COM 172967101 8471 2252997 SH OTHER 01 2252997 0 0 CITIGROUP INC UNIT 99/99/9999 172967416 39382 348510 SH OTHER 01 348510 0 0 COMMSCOPE INC NOTE 3.250% 7/0 203372AG2 30177 27631000 PRN OTHER 01 27631000 0 0 CONMED CORP NOTE 2.500%11/1 207410AD3 4585 4721000 PRN OTHER 01 4721000 0 0 CORE LABORATORIES LP NOTE 0.250%10/3 21868FAB9 76836 48029000 PRN OTHER 01 48029000 0 0 COSTCO COMPANIES INC NOTE 8/1 22160QAC6 7188 5750000 PRN OTHER 01 5750000 0 0 COSTCO WHSL CORP NEW COM 22160K105 6541 119295 SH OTHER 01 119295 0 0 COVANTA HLDG CORP DBCV 1.000% 2/0 22282EAA0 49988 53685000 PRN OTHER 01 53685000 0 0 CREDIT SUISSE GROUP SPONSORED ADR 225401108 16873 451400 SH OTHER 01 451400 0 0 DANAHER CORP DEL NOTE 1/2 235851AF9 29240 26963000 PRN OTHER 01 26963000 0 0 DRYSHIPS INC. NOTE 5.000%12/0 262498AB4 4324 5833000 PRN OTHER 01 5833000 0 0 E M C CORP MASS NOTE 1.750%12/0 268648AK8 71274 58556000 PRN OTHER 01 58556000 0 0 ENI S P A SPONSORED ADR 26874R108 3222 88150 SH SOLE 88150 0 0 ENZON PHARMACEUTICALS INC COM 293904108 10132 951346 SH OTHER 01 951346 0 0 FISHER SCIENTIFIC INTL INC NOTE 3.250% 3/0 338032AX3 62579 49266000 PRN OTHER 01 49266000 0 0 FORD MTR CO CAP TR II PFD TR CV6.5% 345395206 52384 1186500 SH OTHER 01 1186500 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 2041 202500 SH OTHER 01 202500 0 0 FORD MTR CO DEL NOTE 4.250%11/1 345370CN8 17977 14367000 PRN OTHER 01 14367000 0 0 FOREST OIL CORP COM PAR $0.01 346091705 3086 112800 SH OTHER 01 112800 0 0 FRONTIER OIL CORP COM 35914P105 3255 242000 SH OTHER 01 242000 0 0 GENERAL CABLE CORP DEL NEW NOTE 0.875%11/1 369300AD0 29463 33753000 PRN OTHER 01 33753000 0 0 GILEAD SCIENCES INC NOTE 0.625% 5/0 375558AH6 4880 4396000 PRN OTHER 01 4396000 0 0 GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 10092 296750 SH OTHER 01 296750 0 0 GREAT ATLANTIC & PAC TEA INC NOTE 6.750%12/1 390064AK9 16379 20442000 PRN OTHER 01 20442000 0 0 GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 20394 1172085 SH OTHER 01 1172085 0 0 GULF ISLAND FABRICATION INC COM 402307102 466 30000 SH OTHER 01 30000 0 0 HALLIBURTON CO COM 406216101 8758 356742 SH OTHER 01 356742 0 0 HARTFORD FINL SVCS GROUP INC DEP CONV PFD 416515708 27818 1202155 SH OTHER 01 1202155 0 0 HEALTH CARE REIT INC NOTE 4.750% 7/1 42217KAQ9 5119 4784000 PRN SOLE 4784000 0 0 HEWLETT PACKARD CO COM 428236103 9201 212600 SH OTHER 01 212600 0 0 ICONIX BRAND GROUP INC COM 451055107 7579 527400 SH OTHER 01 527400 0 0 INGERSOLL-RAND GLOBAL HLDG C NOTE 4.500% 4/1 45687AAD4 22101 11231000 PRN OTHER 01 11231000 0 0 INTEL CORP SDCV 2.950%12/1 458140AD2 10271 10755000 PRN SOLE 10755000 0 0 INVESCO CALI INSRD MUNI INCO COM 46130L109 439 32847 SH SOLE 32847 0 0 INVESCO CALI QLTY MUNI SEC COM 46130M107 1236 100000 SH SOLE 100000 0 0 INVITROGEN CORP NOTE 1.500% 2/1 46185RAK6 2285 2070000 PRN OTHER 01 2070000 0 0 INVITROGEN CORP NOTE 3.250% 6/1 46185RAM2 13502 11949000 PRN OTHER 01 11949000 0 0 ION GEOPHYSICAL CORP COM 462044108 3101 891000 SH OTHER 01 891000 0 0 ISIS PHARMACEUTICALS INC DEL NOTE 2.625% 2/1 464337AE4 19280 20375000 PRN OTHER 01 20375000 0 0 L-3 COMMUNICATIONS CORP DEBT 3.000% 8/0 502413AW7 30946 30839000 PRN OTHER 01 30839000 0 0 LIONS GATE ENTMNT CORP FRNT 3.625% 3/1 535919AG9 13981 14432000 PRN OTHER 01 14432000 0 0 LIONS GATE ENTMNT CORP NOTE 3.625% 3/1 53626YAA6 19187 18167000 PRN OTHER 01 18167000 0 0 LORAL SPACE & COMMUNICATNS I COM 543881106 19443 455133 SH OTHER 01 455133 0 0 MCDERMOTT INTL INC COM 580037109 3312 152900 SH OTHER 01 152900 0 0 MEDTRONIC INC NOTE 1.500% 4/1 585055AL0 22637 22665000 PRN OTHER 01 22665000 0 0 MEDTRONIC INC NOTE 1.625% 4/1 585055AM8 68439 68024000 PRN OTHER 01 68024000 0 0 MERCK & CO INC NEW COM 58933Y105 11331 324032 SH OTHER 01 324032 0 0 MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 28351 29053000 PRN OTHER 01 29053000 0 0 MICROSOFT CORP COM 594918104 7377 320600 SH OTHER 01 320600 0 0 MOLSON COORS BREWING CO NOTE 2.500% 7/3 60871RAA8 9833 9168000 PRN OTHER 01 9168000 0 0 MOLSON COORS BREWING CO NOTE 2.500% 7/3 60871RAA8 12671 11760000 PRN SOLE 11760000 0 0 MORGAN STANLEY COM NEW 617446448 1407 60600 SH OTHER 01 60600 0 0 NABORS INDS INC NOTE 0.940% 5/1 629568AP1 784 796000 PRN SOLE 796000 0 0 NEWELL RUBBERMAID INC NOTE 5.500% 3/1 651229AH9 24203 13303000 PRN OTHER 01 13303000 0 0 NEWMONT MINING CORP NOTE 1.250% 7/1 651639AH9 17008 11894000 PRN OTHER 01 11894000 0 0 NII HLDGS INC NOTE 3.125% 6/1 62913FAJ1 3672 3870000 PRN OTHER 01 3870000 0 0 NOKIA CORP SPONSORED ADR 654902204 47543 5840712 SH OTHER 01 5840712 0 0 NOVARTIS A G SPONSORED ADR 66987V109 9527 197326 SH SOLE 197326 0 0 NTT DOCOMO INC SPONS ADR 62942M201 679 45000 SH SOLE 45000 0 0 NUVASIVE INC NOTE 2.250% 3/1 670704AB1 16858 15945000 PRN OTHER 01 15945000 0 0 NUVEEN CA DIVIDEND ADV MUN F COM SHS 67066Y105 421 31091 SH SOLE 31091 0 0 NUVEEN CA INVT QUALITY MUN F COM 67062A101 777 56726 SH SOLE 56726 0 0 NUVEEN CA MUN MKT OPPORTUNT COM 67062U107 388 28006 SH SOLE 28006 0 0 NUVEEN MICH QUALITY INCOME M COM 670979103 948 68814 SH SOLE 68814 0 0 NUVEEN PA INVT QUALITY MUN F COM 670972108 671 48200 SH SOLE 48200 0 0 NUVEEN PA PREM INCOME MUN FD COM 67061F101 723 54600 SH SOLE 54600 0 0 OMNICOM GROUP INC NOTE 7/0 681919AT3 2461 2622000 PRN SOLE 2622000 0 0 ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AG0 28628 30464000 PRN OTHER 01 30464000 0 0 PEABODY ENERGY CORP SDCV 4.750%12/1 704549AG9 45143 46137000 PRN OTHER 01 46137000 0 0 PHILIP MORRIS INTL INC COM 718172109 14061 306740 SH OTHER 01 306740 0 0 PROSHARES TR PSHS ULTSH 20YRS 74347R297 2484 70000 SH SOLE 70000 0 0 ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 30365 604633 SH OTHER 01 604633 0 0 RYANAIR HLDGS PLC SPONSORED ADR 783513104 7725 285788 SH OTHER 01 285788 0 0 SANDISK CORP NOTE 1.000% 5/1 80004CAC5 16577 18576000 PRN OTHER 01 18576000 0 0 SBA COMMUNICATIONS CORP NOTE 1.875% 5/0 78388JAN6 31712 31446000 PRN OTHER 01 31446000 0 0 SCHLUMBERGER LTD COM 806857108 18720 338275 SH OTHER 01 338275 0 0 SK TELECOM LTD SPONSORED ADR 78440P108 2355 160200 SH OTHER 01 160200 0 0 SONIC AUTOMOTIVE INC NOTE 5.000%10/0 83545GAQ5 14387 14625000 PRN OTHER 01 14625000 0 0 SPARTAN STORES INC NOTE 3.375% 5/1 846822AE4 9580 11525000 PRN OTHER 01 11525000 0 0 ST MARY LD & EXPL CO NOTE 3.500% 4/0 792228AD0 25979 24497000 PRN OTHER 01 24497000 0 0 STANLEY WKS FRNT 5/1 854616AM1 11883 11000000 PRN OTHER 01 11000000 0 0 STEEL DYNAMICS INC NOTE 5.125% 6/1 858119AP5 24412 22671000 PRN OTHER 01 22671000 0 0 STERLITE INDS INDIA LTD NOTE 4.000%10/3 859737AB4 5730 6186000 PRN OTHER 01 6186000 0 0 SYMANTEC CORP NOTE 0.750% 6/1 871503AD0 13002 13051000 PRN OTHER 01 13051000 0 0 SYNGENTA AG SPONSORED ADR 87160A100 24690 538500 SH OTHER 01 538500 0 0 TERADYNE INC NOTE 4.500% 3/1 880770AE2 438 230000 PRN SOLE 230000 0 0 TEVA PHARMACEUTICAL FIN CO B NOTE 1.750% 2/0 88165FAA0 63248 55037000 PRN OTHER 01 55037000 0 0 TEXTRON INC NOTE 4.500% 5/0 883203BN0 3392 2335000 PRN OTHER 01 2335000 0 0 TIDEWATER INC COM 886423102 4561 117800 SH OTHER 01 117800 0 0 TOYOTA MOTOR CORP SP ADR REP2COM 892331307 14485 211240 SH OTHER 01 211240 0 0 TRANSOCEAN INC NOTE 1.500%12/1 893830AW9 49792 59869000 PRN OTHER 01 59869000 0 0 TRANSOCEAN INC NOTE 1.625%12/1 893830AU3 4437 4557000 PRN OTHER 01 4557000 0 0 TRANSOCEAN LTD REG SHS H8817H100 2886 62300 SH OTHER 01 62300 0 0 TRIUMPH GROUP INC NEW NOTE 2.625%10/0 896818AB7 38369 29381000 PRN OTHER 01 29381000 0 0 TTM TECHNOLOGIES INC NOTE 3.250% 5/1 87305RAC3 19068 21128000 PRN OTHER 01 21128000 0 0 UAL CORP NOTE 4.500% 6/3 902549AH7 10328 10634000 PRN OTHER 01 10634000 0 0 UBS AG SHS NEW H89231338 16508 1248700 SH OTHER 01 1248700 0 0 UNITED AUTO GROUP INC NOTE 3.500% 4/0 909440AH2 37888 37559000 PRN OTHER 01 37559000 0 0 UNITED RENTALS INC NOTE 4.000%11/1 911363AL3 5042 4674000 PRN OTHER 01 4674000 0 0 UNITED STATES STL CORP NEW NOTE 4.000% 5/1 912909AE8 10987 7827000 PRN OTHER 01 7827000 0 0 VALE CAP II GTD CV 6.75%12 91912F201 4288 61037 SH OTHER 01 61037 0 0 VALE CAP II GTD CV 6.75%12 91912F201 4756 67700 SH SOLE 67700 0 0 VALE S A ADR 91912E105 3821 157000 SH OTHER 01 157000 0 0 VALE S A ADR 91912E105 88 100600 SH PUT OTHER 01 100600 0 0 VERISIGN INC SDCV 3.250% 8/1 92343EAD4 18198 20053000 PRN OTHER 01 20053000 0 0 VIASYSTEMS GROUP INC COM PAR$.01 92553H803 3822 258784 SH OTHER 01 258784 0 0 VIRGIN MEDIA INC NOTE 6.500%11/1 92769LAB7 23559 20048000 PRN OTHER 01 20048000 0 0 VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 9180 444350 SH SOLE 444350 0 0 WELLS FARGO & CO NEW PERP PFD CNV A 949746804 20132 21624 SH OTHER 01 21624 0 0 WESCO INTL INC DBCV 6.000% 9/1 95082PAH8 25103 17711000 PRN OTHER 01 17711000 0 0 WHITING PETE CORP NEW PERP PFD CONV 966387201 7903 40800 SH OTHER 01 40800 0 0
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