-----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, P+ginL2J9r39CbTVBXQ+syD+0zv8lEYi6cpFqipm4dR0xZoVuXJ2xxYfPg7BjhrS r0uVTdBbMGePDnZcr1xFmQ== 0001085146-11-000064.txt : 20110127 0001085146-11-000064.hdr.sgml : 20110127 20110126204816 ACCESSION NUMBER: 0001085146-11-000064 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20101231 FILED AS OF DATE: 20110127 DATE AS OF CHANGE: 20110126 EFFECTIVENESS DATE: 20110127 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: 11550459 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 mack4q10.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: December 31, 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 January 18, 2011 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: 173 Form 13F Information Table Value Total: $2,941,979 (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 1167 1255000 PRN SOLE 1255000 0 0 ABB LTD SPONSORED ADR 000375204 10219 455200 SH OTHER 01 455200 0 0 ABITIBIBOWATER INC COM NEW 003687209 5814 245614 SH OTHER 01 245614 0 0 ALCOA INC NOTE 5.250% 3/1 013817AT8 952 384000 PRN OTHER 01 384000 0 0 ALLEGHENY TECHNOLOGIES INC NOTE 4.250% 6/0 01741RAD4 71249 47103000 PRN OTHER 01 47103000 0 0 ALLERGAN INC NOTE 1.500% 4/0 018490AL6 2355 2075000 PRN SOLE 2075000 0 0 ALPHA NATURAL RESOURCES INC NOTE 2.375% 4/1 02076XAA0 12371 9215000 PRN OTHER 01 9215000 0 0 ALZA CORP SDCV 7/2 02261WAB5 9871 11139000 PRN OTHER 01 11139000 0 0 AMGEN INC NOTE 0.125% 2/0 031162AN0 9987 9950000 PRN OTHER 01 9950000 0 0 AMGEN INC NOTE 0.375% 2/0 031162AQ3 57477 57247000 PRN OTHER 01 57247000 0 0 AMR CORP NOTE 6.250%10/1 001765BC9 46158 40629000 PRN OTHER 01 40629000 0 0 ANIXTER INTL INC NOTE 1.000% 2/1 035290AJ4 19990 17813000 PRN OTHER 01 17813000 0 0 ARCELORMITTAL SA LUXEMBOURG NOTE 5.000% 5/1 03938LAK0 14879 10279000 PRN OTHER 01 10279000 0 0 ARCHER DANIELS MIDLAND CO NOTE 0.875% 2/1 039483AW2 4112 4007000 PRN SOLE 4007000 0 0 ARVINMERITOR INC COM 043353101 2929 142721 SH OTHER 01 142721 0 0 ARVINMERITOR INC FRNT 4.000% 2/1 043353AH4 22190 20150000 PRN OTHER 01 20150000 0 0 ASBURY AUTOMOTIVE GROUP INC NOTE 3.000% 9/1 043436AG9 3498 3520000 PRN OTHER 01 3520000 0 0 BABCOCK & WILCOX CO NEW COM 05615F102 880 34400 SH OTHER 01 34400 0 0 BAKER HUGHES INC COM 057224107 9547 167000 SH OTHER 01 167000 0 0 BANK OF AMERICA CORPORATION COM 060505104 4093 306800 SH OTHER 01 306800 0 0 BANK OF AMERICA CORPORATION 7.25%CNV PFD L 060505682 30615 31992 SH OTHER 01 31992 0 0 BECKMAN COULTER INC NOTE 2.500%12/1 075811AD1 13818 12057000 PRN OTHER 01 12057000 0 0 BHP BILLITON LTD SPONSORED ADR 088606108 15497 166800 SH OTHER 01 166800 0 0 BHP BILLITON PLC SPONSORED ADR 05545E209 1087 13500 SH OTHER 01 13500 0 0 BIOMARIN PHARMACEUTICAL INC NOTE 1.875% 4/2 09061GAD3 48699 33827000 PRN OTHER 01 33827000 0 0 BLACKROCK MUNIHLDNGS CALI QL COM 09254L107 817 62735 SH SOLE 62735 0 0 BLACKROCK MUNIYIELD CALI QLT COM 09254N103 1009 79040 SH OTHER 01 79040 0 0 BLACKROCK MUNIYIELD CALIF FD COM 09254M105 329 24800 SH OTHER 01 24800 0 0 BLACKROCK MUNIYLD MICH QLTY COM 09254V105 885 66269 SH SOLE 66269 0 0 BORGWARNER INC NOTE 3.500% 4/1 099724AF3 31014 13838000 PRN OTHER 01 13838000 0 0 BOSTON PPTYS LTD PARTNERSHIP NOTE 3.750% 5/1 10112RAG9 13080 11810000 PRN SOLE 11810000 0 0 BOSTON SCIENTIFIC CORP COM 101137107 3780 499300 SH OTHER 01 499300 0 0 BPZ RESOURCES INC MTNF 6.500% 3/0 055639AB4 4982 4750000 PRN OTHER 01 4750000 0 0 CAMERON INTERNATIONAL CORP NOTE 2.500% 6/1 13342BAB1 94384 64812000 PRN OTHER 01 64812000 0 0 CEPHALON INC NOTE 2.000% 6/0 156708AP4 8526 6052000 PRN OTHER 01 6052000 0 0 CEPHALON INC NOTE 2.500% 5/0 156708AR0 25980 22861000 PRN OTHER 01 22861000 0 0 CHESAPEAKE ENERGY CORP NOTE 2.750%11/1 165167BW6 10776 10857000 PRN OTHER 01 10857000 0 0 CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167BZ9 21972 24481000 PRN OTHER 01 24481000 0 0 CHINA MED TECHNOLOGIES INC NOTE 4.000% 8/1 169483AC8 23253 27197000 PRN OTHER 01 27197000 0 0 CHINA MOBILE LIMITED SPONSORED ADR 16941M109 30667 618290 SH OTHER 01 618290 0 0 CIENA CORP NOTE 0.875% 6/1 171779AE1 2063 2500000 PRN OTHER 01 2500000 0 0 CIT GROUP INC COM NEW 125581801 26204 556356 SH OTHER 01 556356 0 0 CITIGROUP INC COM 172967101 15955 3373121 SH OTHER 01 3373121 0 0 CITIGROUP INC UNIT 99/99/9999 172967416 53079 388315 SH OTHER 01 388315 0 0 CNOOC LTD SPONSORED ADR 126132109 5397 22685 SH OTHER 01 22685 0 0 COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 4629 278000 SH OTHER 01 278000 0 0 CONMED CORP NOTE 2.500%11/1 207410AD3 5369 5389000 PRN OTHER 01 5389000 0 0 CORE LABORATORIES LP NOTE 0.250%10/3 21868FAB9 75885 38891000 PRN OTHER 01 38891000 0 0 COSTCO COMPANIES INC NOTE 8/1 22160QAC6 9093 5532000 PRN OTHER 01 5532000 0 0 COSTCO WHSL CORP NEW COM 22160K105 8614 119295 SH OTHER 01 119295 0 0 COTT CORP QUE COM 22163N106 281 31200 SH OTHER 01 31200 0 0 CREDIT SUISSE GROUP SPONSORED ADR 225401108 20516 507700 SH OTHER 01 507700 0 0 DANAHER CORP DEL NOTE 1/2 235851AF9 35984 26211000 PRN OTHER 01 26211000 0 0 E M C CORP MASS NOTE 1.750%12/0 268648AM4 85645 56741000 PRN OTHER 01 56741000 0 0 ENI S P A SPONSORED ADR 26874R108 3934 89950 SH SOLE 89950 0 0 EQUINIX INC NOTE 4.750% 6/1 29444UAH9 15547 12622000 PRN OTHER 01 12622000 0 0 FISHER SCIENTIFIC INTL INC NOTE 3.250% 3/0 338032AX3 75776 54131000 PRN OTHER 01 54131000 0 0 FORD MTR CO CAP TR II PFD TR CV6.5% 345395206 99049 1909936 SH OTHER 01 1909936 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 16782 999500 SH OTHER 01 999500 0 0 FORD MTR CO DEL NOTE 4.250%11/1 345370CN8 35127 17541000 PRN OTHER 01 17541000 0 0 FOREST OIL CORP COM PAR $0.01 346091705 4283 112800 SH OTHER 01 112800 0 0 FRONTIER OIL CORP COM 35914P105 4358 242000 SH OTHER 01 242000 0 0 GENERAL MTRS CO JR PFD CNV SRB 37045V209 39414 728418 SH OTHER 01 728418 0 0 GILEAD SCIENCES INC NOTE 0.625% 5/0 375558AH6 5715 5184000 PRN OTHER 01 5184000 0 0 GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 9725 247950 SH SOLE 247950 0 0 GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 18378 709285 SH OTHER 01 709285 0 0 GSI COMMERCE INC COM 36238G102 3689 159000 SH OTHER 01 159000 0 0 GSI COMMERCE INC NOTE 2.500% 6/0 36238GAD4 1637 1500000 PRN OTHER 01 1500000 0 0 GULF ISLAND FABRICATION INC COM 402307102 845 30000 SH OTHER 01 30000 0 0 HALLIBURTON CO COM 406216101 14566 356742 SH OTHER 01 356742 0 0 HARTFORD FINL SVCS GROUP INC DEP CONV PFD 416515708 31067 1213057 SH OTHER 01 1213057 0 0 HEALTH CARE REIT INC NOTE 4.750% 7/1 42217KAQ9 4612 4150000 PRN SOLE 4150000 0 0 HERTZ GLOBAL HOLDINGS INC NOTE 5.250% 6/0 42805TAA3 11535 6000000 PRN OTHER 01 6000000 0 0 HEWLETT PACKARD CO COM 428236103 5267 125100 SH OTHER 01 125100 0 0 ICONIX BRAND GROUP INC COM 451055107 9033 467800 SH OTHER 01 467800 0 0 INCYTE CORP NOTE 4.750%10/0 45337CAJ1 29699 14270000 PRN OTHER 01 14270000 0 0 INGERSOLL-RAND GLOBAL HLDG C NOTE 4.500% 4/1 45687AAD4 33401 12579000 PRN OTHER 01 12579000 0 0 INTEL CORP SDCV 2.950%12/1 458140AD2 9901 9889000 PRN SOLE 9889000 0 0 INTERNATIONAL GAME TECHNOLOG NOTE 3.250% 5/0 459902AQ5 2421 2089000 PRN SOLE 2089000 0 0 INVESCO CALI INSRD MUNI INCO COM 46130L109 1442 111764 SH OTHER 01 111764 0 0 INVESCO CALI QLTY MUNI SEC COM 46130M107 1756 148900 SH OTHER 01 148900 0 0 INVESCO INSRD MUNI INCM TRST COM 46132P108 334 24716 SH OTHER 01 24716 0 0 INVESCO MUNI INCOME OPP TRST COM 46132X101 237 38418 SH OTHER 01 38418 0 0 INVESCO QUALITY MUN SECS COM 46133J101 454 34620 SH OTHER 01 34620 0 0 INVESCO QUALITY MUNI INC TRS COM 46133G107 151 12300 SH OTHER 01 12300 0 0 INVITROGEN CORP NOTE 1.500% 2/1 46185RAK6 3849 3174000 PRN OTHER 01 3174000 0 0 INVITROGEN CORP NOTE 3.250% 6/1 46185RAM2 10275 8589000 PRN OTHER 01 8589000 0 0 ION GEOPHYSICAL CORP COM 462044108 7556 891000 SH OTHER 01 891000 0 0 ISIS PHARMACEUTICALS INC DEL NOTE 2.625% 2/1 464337AE4 13155 13406000 PRN OTHER 01 13406000 0 0 KKR FINANCIAL HLDGS LLC NOTE 7.500% 1/1 48248AAD0 2765 2000000 PRN OTHER 01 2000000 0 0 L-3 COMMUNICATIONS CORP DEBT 3.000% 8/0 502413AW7 34392 34190000 PRN OTHER 01 34190000 0 0 LEAP WIRELESS INTL INC NOTE 4.500% 7/1 521863AL4 3068 3409000 PRN OTHER 01 3409000 0 0 LIONS GATE ENTMT INC NOTE 3.625% 3/1 53626YAA6 8104 8165000 PRN OTHER 01 8165000 0 0 MASTEC INC NOTE 4.000% 6/1 576323AG4 5692 4704000 PRN OTHER 01 4704000 0 0 MCDERMOTT INTL INC COM 580037109 1423 68800 SH OTHER 01 68800 0 0 MEDTRONIC INC NOTE 1.500% 4/1 585055AL0 5729 5702000 PRN OTHER 01 5702000 0 0 MEDTRONIC INC NOTE 1.625% 4/1 585055AM8 39933 39566000 PRN OTHER 01 39566000 0 0 MERCK & CO INC NEW COM 58933Y105 11679 324064 SH OTHER 01 324064 0 0 MGIC INVT CORP WIS NOTE 5.000% 5/0 552848AD5 3461 3000000 PRN OTHER 01 3000000 0 0 MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 38863 31674000 PRN OTHER 01 31674000 0 0 MICRON TECHNOLOGY INC NOTE 1.875% 6/0 595112AH6 950 1000000 PRN OTHER 01 1000000 0 0 MICRON TECHNOLOGY INC NOTE 4.250%10/1 595112AJ2 13915 7884000 PRN OTHER 01 7884000 0 0 MICROSOFT CORP COM 594918104 9010 322700 SH OTHER 01 322700 0 0 MOLSON COORS BREWING CO NOTE 2.500% 7/3 60871RAA8 12413 10724000 PRN OTHER 01 10724000 0 0 MOLSON COORS BREWING CO NOTE 2.500% 7/3 60871RAA8 11259 9685000 PRN SOLE 9685000 0 0 MORGAN STANLEY COM NEW 617446448 1649 60600 SH OTHER 01 60600 0 0 NABORS INDS INC NOTE 0.940% 5/1 629568AP1 2178 2181000 PRN SOLE 2181000 0 0 NEWMONT MINING CORP NOTE 1.250% 7/1 651639AH9 21000 14612000 PRN OTHER 01 14612000 0 0 NEWPARK RES INC NOTE 4.000%10/0 651718AC2 4890 5441000 PRN OTHER 01 5441000 0 0 NII HLDGS INC NOTE 3.125% 6/1 62913FAJ1 38847 39389000 PRN OTHER 01 39389000 0 0 NOKIA CORP SPONSORED ADR 654902204 79295 7683612 SH OTHER 01 7683612 0 0 NOVARTIS A G SPONSORED ADR 66987V109 13130 222726 SH SOLE 222726 0 0 NTT DOCOMO INC SPONS ADR 62942M201 784 45000 SH SOLE 45000 0 0 NUANCE COMMUNICATIONS INC DBCV 2.750% 8/1 67020YAB6 16585 14093000 PRN OTHER 01 14093000 0 0 NUVEEN CA DIVIDEND ADV MUN F COM SHS 67066Y105 1296 105291 SH OTHER 01 105291 0 0 NUVEEN CA INVT QUALITY MUN F COM 67062A101 716 56726 SH SOLE 56726 0 0 NUVEEN CA MUN MKT OPPORTUNT COM 67062U107 1400 110006 SH OTHER 01 110006 0 0 NUVEEN CALIF PERFORM PLUS MU COM 67062Q106 188 15100 SH OTHER 01 15100 0 0 NUVEEN MICH QUALITY INCOME M COM 670979103 1477 112896 SH OTHER 01 112896 0 0 NUVEEN N Y INVT QUALITY MUN COM 67062X101 156 11600 SH OTHER 01 11600 0 0 NUVEEN PA INVT QUALITY MUN F COM 670972108 1220 91514 SH OTHER 01 91514 0 0 NUVEEN PA PREM INCOME MUN FD COM 67061F101 1373 110423 SH OTHER 01 110423 0 0 OMNICARE CAP TR II PFD B TR 4.00% 68214Q200 16138 417000 SH OTHER 01 417000 0 0 OMNICARE INC NOTE 3.750%12/1 681904AN8 16465 14701000 PRN OTHER 01 14701000 0 0 OMNICOM GROUP INC NOTE 7/0 681919AT3 2597 2491000 PRN SOLE 2491000 0 0 OMNICOM GROUP INC NOTE 7/0 682134AA9 421 396000 PRN SOLE 396000 0 0 ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AG0 35907 30572000 PRN OTHER 01 30572000 0 0 PEABODY ENERGY CORP SDCV 4.750%12/1 704549AG9 63651 49071000 PRN OTHER 01 49071000 0 0 PHILIP MORRIS INTL INC COM 718172109 15460 264140 SH OTHER 01 264140 0 0 PPL CORP UNIT 99/99/9999 69351T601 20312 370435 SH OTHER 01 370435 0 0 QUAD / GRAPHICS INC COM CL A 747301109 4145 100449 SH OTHER 01 100449 0 0 ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 43055 644733 SH OTHER 01 644733 0 0 RYANAIR HLDGS PLC SPONSORED ADR 783513104 7397 240488 SH OTHER 01 240488 0 0 SALIX PHARMACEUTICALS INC NOTE 2.750% 5/1 795435AC0 19181 15000000 PRN OTHER 01 15000000 0 0 SANDISK CORP NOTE 1.000% 5/1 80004CAC5 2842 2937000 PRN SOLE 2937000 0 0 SANDISK CORP NOTE 1.500% 8/1 80004CAD3 13574 12000000 PRN OTHER 01 12000000 0 0 SBA COMMUNICATIONS CORP NOTE 1.875% 5/0 78388JAN6 36605 32551000 PRN OTHER 01 32551000 0 0 SK TELECOM LTD SPONSORED ADR 78440P108 2980 160200 SH OTHER 01 160200 0 0 SONIC AUTOMOTIVE INC NOTE 5.000%10/0 83545GAQ5 16280 13050000 PRN OTHER 01 13050000 0 0 SPARTAN STORES INC NOTE 3.375% 5/1 846822AE4 10978 11525000 PRN OTHER 01 11525000 0 0 SPDR SERIES TRUST BRCLYS CAP CONV 78464A359 645 15711 SH OTHER 01 15711 0 0 ST MARY LD & EXPL CO NOTE 3.500% 4/0 792228AD0 33390 27359000 PRN OTHER 01 27359000 0 0 STANLEY BLACK & DECKER INC UNIT 99/99/9999 854502309 24903 230078 SH OTHER 01 230078 0 0 STANLEY WKS FRNT 5/1 854616AM1 6198 5485000 PRN OTHER 01 5485000 0 0 STANLEY WKS FRNT 5/1 854616AM1 2185 1934000 PRN SOLE 1934000 0 0 STEEL DYNAMICS INC NOTE 5.125% 6/1 858119AP5 32718 25753000 PRN OTHER 01 25753000 0 0 SYMANTEC CORP NOTE 1.000% 6/1 871503AF5 19215 16836000 PRN OTHER 01 16836000 0 0 SYNGENTA AG SPONSORED ADR 87160A100 22421 381700 SH OTHER 01 381700 0 0 TELECOMMUNICATION SYS INC CL A 87929J103 1871 400600 SH OTHER 01 400600 0 0 TELEFLEX INC NOTE 3.875% 8/0 879369AA4 36516 34664000 PRN OTHER 01 34664000 0 0 TERADYNE INC NOTE 4.500% 3/1 880770AE2 614 230000 PRN SOLE 230000 0 0 TEVA PHARMACEUTICAL FIN CO B NOTE 1.750% 2/0 88165FAA0 78780 71607000 PRN OTHER 01 71607000 0 0 TEXTRON INC NOTE 4.500% 5/0 883203BN0 14295 7515000 PRN OTHER 01 7515000 0 0 TIDEWATER INC COM 886423102 6342 117800 SH OTHER 01 117800 0 0 TOYOTA MOTOR CORP SP ADR REP2COM 892331307 24332 309455 SH OTHER 01 309455 0 0 TRANSOCEAN INC NOTE 1.500%12/1 893830AW9 43670 44963000 PRN OTHER 01 44963000 0 0 TRANSOCEAN LTD REG SHS H8817H100 4275 61500 SH OTHER 01 61500 0 0 TRIUMPH GROUP INC NEW COM 896818101 545 6097 SH OTHER 01 6097 0 0 TRIUMPH GROUP INC NEW NOTE 2.625%10/0 896818AB7 39460 23573000 PRN OTHER 01 23573000 0 0 TTM TECHNOLOGIES INC COM 87305R109 746 50000 SH OTHER 01 50000 0 0 TTM TECHNOLOGIES INC NOTE 3.250% 5/1 87305RAC3 34729 28936000 PRN OTHER 01 28936000 0 0 UBS AG SHS NEW H89231338 19062 1157400 SH OTHER 01 1157400 0 0 UNITED AUTO GROUP INC NOTE 3.500% 4/0 909440AH2 39792 39398000 PRN OTHER 01 39398000 0 0 UNITED STATES STL CORP NEW NOTE 4.000% 5/1 912909AE8 18822 9677000 PRN OTHER 01 9677000 0 0 VALE CAP II GTD CV 6.75%12 91912F201 6899 71512 SH OTHER 01 71512 0 0 VALE S A ADR 91912E105 5427 157000 SH OTHER 01 157000 0 0 VERISIGN INC SDCV 3.250% 8/1 92343EAD4 25019 22239000 PRN OTHER 01 22239000 0 0 VIRGIN MEDIA INC NOTE 6.500%11/1 92769LAB7 31574 19036000 PRN OTHER 01 19036000 0 0 VIROPHARMA INC COM 928241108 8639 498800 SH OTHER 01 498800 0 0 VIROPHARMA INC NOTE 2.000% 3/1 928241AH1 15188 13500000 PRN OTHER 01 13500000 0 0 VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 12101 457850 SH SOLE 457850 0 0 WELLS FARGO & CO NEW PERP PFD CNV A 949746804 20343 20332 SH OTHER 01 20332 0 0 WESCO INTL INC DBCV 6.000% 9/1 95082PAH8 29843 14448000 PRN OTHER 01 14448000 0 0
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