0001085146-11-000605.txt : 20110513 0001085146-11-000605.hdr.sgml : 20110513 20110513094736 ACCESSION NUMBER: 0001085146-11-000605 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110331 FILED AS OF DATE: 20110513 DATE AS OF CHANGE: 20110513 EFFECTIVENESS DATE: 20110513 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: 11838095 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 mack1q11r.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: March 31, 2011 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 May 12, 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: 2 Form 13F Information Table Entry Total: 176 Form 13F Information Table Value Total: $3,026,491 (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 02 028-02682 UBS Global Asset Management (Americas) Inc 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 1189 1255000 PRN SOLE 1255000 0 0 ADVANCED MICRO DEVICES INC COM 007903107 3440 400000 SH OTHER 01 400000 0 0 AFFILIATED MANAGERS GROUP NOTE 3.950% 8/1 008252AL2 8377 7107000 PRN SOLE 7107000 0 0 ALCOA INC NOTE 5.250% 3/1 013817AT8 3102 1101000 PRN OTHER 01 1101000 0 0 ALLEGHENY TECHNOLOGIES INC NOTE 4.250% 6/0 01741RAD4 83883 47591000 PRN OTHER 01 47591000 0 0 ALLERGAN INC NOTE 1.500% 4/0 018490AL6 2329 2075000 PRN SOLE 2075000 0 0 ALPHA NATURAL RESOURCES INC NOTE 2.375% 4/1 02076XAA0 12779 9362000 PRN OTHER 01 9362000 0 0 ALZA CORP SDCV 7/2 02261WAB5 8518 9933000 PRN OTHER 01 9933000 0 0 AMGEN INC NOTE 0.375% 2/0 031162AQ3 53752 53876000 PRN OTHER 01 53876000 0 0 AMR CORP NOTE 6.250%10/1 001765BC9 43321 41020000 PRN OTHER 01 41020000 0 0 ANIXTER INTL INC NOTE 1.000% 2/1 035290AJ4 22779 18101000 PRN OTHER 01 18101000 0 0 APACHE CORP PFD CONV SER D 037411808 73694 1040000 SH OTHER 01 1040000 0 0 ARCELORMITTAL SA LUXEMBOURG NOTE 5.000% 5/1 03938LAK0 14122 9724000 PRN OTHER 01 9724000 0 0 ARCHER DANIELS MIDLAND CO NOTE 0.875% 2/1 039483AW2 4478 4007000 PRN SOLE 4007000 0 0 ARVINMERITOR INC FRNT 4.000% 2/1 043353AH4 15327 15462000 PRN OTHER 01 15462000 0 0 ARVINMERITOR INC FRNT 4.625% 3/0 043353AF8 5644 5000000 PRN OTHER 01 5000000 0 0 ASBURY AUTOMOTIVE GROUP INC NOTE 3.000% 9/1 043436AG9 3489 3520000 PRN OTHER 01 3520000 0 0 AVIS BUDGET GROUP COM 053774105 82 4600 SH OTHER 01 4600 0 0 AVIS BUDGET GROUP NOTE 3.500%10/0 053774AB1 33292 25194000 PRN OTHER 01 25194000 0 0 BABCOCK & WILCOX CO NEW COM 05615F102 1148 34400 SH OTHER 01 34400 0 0 BAKER HUGHES INC COM 057224107 12263 167000 SH OTHER 01 167000 0 0 BANK OF AMERICA CORPORATION 7.25%CNV PFD L 060505682 25770 25490 SH OTHER 01 25490 0 0 BANK OF AMERICA CORPORATION COM 060505104 4090 306800 SH OTHER 01 306800 0 0 BECKMAN COULTER INC NOTE 2.500%12/1 075811AD1 6118 5130000 PRN OTHER 01 5130000 0 0 BHP BILLITON LTD SPONSORED ADR 088606108 10732 112000 SH OTHER 01 112000 0 0 BIOMARIN PHARMACEUTICAL INC NOTE 1.875% 4/2 09061GAD3 45905 33825000 PRN OTHER 01 33825000 0 0 BLACKROCK MUNIHLDNGS CALI QL COM 09254L107 780 62735 SH SOLE 62735 0 0 BLACKROCK MUNIYIELD CALI QLT COM 09254N103 979 79040 SH OTHER 01 79040 0 0 BLACKROCK MUNIYIELD CALIF FD COM 09254M105 315 24800 SH OTHER 01 24800 0 0 BLACKROCK MUNIYLD MICH QLTY COM 09254V105 863 66269 SH SOLE 66269 0 0 BORGWARNER INC NOTE 3.500% 4/1 099724AF3 203 83000 PRN OTHER 01 83000 0 0 BORGWARNER INC NOTE 3.500% 4/1 099724AF3 86 35000 PRN SOLE 35000 0 0 BOSTON PPTYS LTD PARTNERSHIP NOTE 3.750% 5/1 10112RAG9 13061 11382000 PRN SOLE 11382000 0 0 BOSTON SCIENTIFIC CORP COM 101137107 3590 499300 SH OTHER 01 499300 0 0 BPZ RESOURCES INC MTNF 6.500% 3/0 055639AB4 5510 4750000 PRN OTHER 01 4750000 0 0 CAMERON INTERNATIONAL CORP NOTE 2.500% 6/1 13342BAB1 111481 68919000 PRN OTHER 01 68919000 0 0 CENTRAL EUROPEAN MEDIA NOTE 5.000%11/1 153443AH9 12497 13639000 PRN OTHER 01 13639000 0 0 CEPHALON INC NOTE 2.500% 5/0 156708AR0 27198 22735000 PRN OTHER 01 22735000 0 0 CHESAPEAKE ENERGY CORP NOTE 2.750%11/1 165167BW6 48650 41628000 PRN OTHER 01 41628000 0 0 CHINA MED TECHNOLOGIES INC NOTE 4.000% 8/1 169483AC8 24511 27197000 PRN OTHER 01 27197000 0 0 CHINA MOBILE LIMITED SPONSORED ADR 16941M109 37201 804345 SH OTHER 01 804345 0 0 CIENA CORP NOTE 0.875% 6/1 171779AE1 8341 8500000 PRN OTHER 01 8500000 0 0 CIT GROUP INC COM NEW 125581801 8974 210901 SH OTHER 01 02 210901 0 0 CITIGROUP INC COM 172967101 14909 3373121 SH OTHER 01 3373121 0 0 CITIGROUP INC UNIT 99/99/9999 172967416 49183 387578 SH OTHER 01 387578 0 0 COINSTAR INC COM 19259P300 3196 69600 SH OTHER 01 69600 0 0 COINSTAR INC NOTE 4.000% 9/0 19259PAF9 12488 9000000 PRN OTHER 01 9000000 0 0 COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 8043 482800 SH OTHER 01 482800 0 0 CORE LABORATORIES LP NOTE 0.250%10/3 21868FAB9 88136 39480000 PRN OTHER 01 39480000 0 0 COSTCO COMPANIES INC NOTE 8/1 22160QAC6 9010 5532000 PRN OTHER 01 5532000 0 0 COSTCO WHSL CORP NEW COM 22160K105 8747 119295 SH OTHER 01 119295 0 0 CREDIT SUISSE GROUP SPONSORED ADR 225401108 23387 549000 SH OTHER 01 549000 0 0 DANAHER CORP DEL NOTE 1/2 235851AF9 40368 26861000 PRN OTHER 01 26861000 0 0 E M C CORP MASS NOTE 1.750%12/0 268648AM4 97966 57353000 PRN OTHER 01 57353000 0 0 ENI S P A SPONSORED ADR 26874R108 4744 96550 SH SOLE 96550 0 0 EQUINIX INC NOTE 4.750% 6/1 29444UAH9 30256 22452000 PRN OTHER 01 22452000 0 0 FISHER SCIENTIFIC INTL INC NOTE 3.250% 3/0 338032AX3 66200 48333000 PRN OTHER 01 48333000 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 14903 999500 SH OTHER 01 999500 0 0 FORD MTR CO DEL NOTE 4.250%11/1 345370CN8 9776 5379000 PRN OTHER 01 5379000 0 0 FOREST OIL CORP COM PAR $0.01 346091705 4267 112800 SH OTHER 01 112800 0 0 FORMFACTOR INC COM 346375108 1281 124409 SH OTHER 01 124409 0 0 FRONTIER OIL CORP COM 35914P105 7095 242000 SH OTHER 01 242000 0 0 GENCORP INC SDCV 4.062%12/3 368682AN0 18273 18250000 PRN OTHER 01 18250000 0 0 GENERAL MTRS CO JR PFD CNV SRB 37045V209 34320 712033 SH OTHER 01 712033 0 0 GILEAD SCIENCES INC NOTE 0.625% 5/0 375558AH6 6609 5423000 PRN OTHER 01 5423000 0 0 GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 10848 282650 SH SOLE 282650 0 0 GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 17266 703885 SH OTHER 01 703885 0 0 GULF ISLAND FABRICATION INC COM 402307102 965 30000 SH OTHER 01 30000 0 0 HALLIBURTON CO COM 406216101 17783 356811 SH OTHER 01 356811 0 0 HARTFORD FINL SVCS GROUP INC DEP CONV PFD 416515708 22979 881385 SH OTHER 01 881385 0 0 HEALTH CARE REIT INC NOTE 4.750% 7/1 42217KAQ9 207 184000 PRN OTHER 01 184000 0 0 HEALTH CARE REIT INC NOTE 4.750% 7/1 42217KAQ9 4270 3787000 PRN SOLE 3787000 0 0 HERTZ GLOBAL HOLDINGS INC NOTE 5.250% 6/0 42805TAA3 12726 6300000 PRN OTHER 01 6300000 0 0 HEWLETT PACKARD CO COM 428236103 5125 125100 SH OTHER 01 125100 0 0 ICONIX BRAND GROUP INC COM 451055107 13322 620200 SH OTHER 01 620200 0 0 INCYTE CORP NOTE 4.750%10/0 45337CAJ1 28647 14270000 PRN OTHER 01 14270000 0 0 INGERSOLL-RAND GLOBAL HLDG C NOTE 4.500% 4/1 45687AAD4 29250 10764000 PRN OTHER 01 10764000 0 0 INTEL CORP SDCV 2.950%12/1 458140AD2 9102 8805000 PRN SOLE 8805000 0 0 INTERNATIONAL GAME TECHNOLOG NOTE 3.250% 5/0 459902AQ5 30026 26101000 PRN OTHER 01 26101000 0 0 INVESCO CALI INSRD MUNI INCO COM 46130L109 1390 111764 SH OTHER 01 111764 0 0 INVESCO CALI QLTY MUNI SEC COM 46130M107 1692 148900 SH OTHER 01 148900 0 0 INVESCO INSRD MUNI INCM TRST COM 46132P108 343 24716 SH OTHER 01 24716 0 0 INVESCO MUNI INCOME OPP TRST COM 46132X101 232 38418 SH OTHER 01 38418 0 0 INVESCO QUALITY MUN SECS COM 46133J101 448 34620 SH OTHER 01 34620 0 0 INVESCO QUALITY MUNI INC TRS COM 46133G107 147 12300 SH OTHER 01 12300 0 0 INVITROGEN CORP NOTE 1.500% 2/1 46185RAK6 3844 3301000 PRN OTHER 01 3301000 0 0 INVITROGEN CORP NOTE 3.250% 6/1 46185RAM2 9843 8818000 PRN OTHER 01 8818000 0 0 ION GEOPHYSICAL CORP COM 462044108 11307 891000 SH OTHER 01 891000 0 0 ISIS PHARMACEUTICALS INC DEL NOTE 2.625% 2/1 464337AE4 43 44000 PRN SOLE 44000 0 0 L-3 COMMUNICATIONS CORP DEBT 3.000% 8/0 502413AW7 34324 33914000 PRN OTHER 01 33914000 0 0 LEAP WIRELESS INTL INC NOTE 4.500% 7/1 521863AL4 2626 2707000 PRN OTHER 01 2707000 0 0 LONGTOP FINL TECHNOLOGIES LT ADR 54318P108 13720 437230 SH OTHER 01 437230 0 0 MASTEC INC NOTE 4.000% 6/1 576323AL3 4372 2910000 PRN OTHER 01 2910000 0 0 MCDERMOTT INTL INC COM 580037109 1747 68800 SH OTHER 01 68800 0 0 MEDTRONIC INC NOTE 1.500% 4/1 585055AL0 5714 5700000 PRN OTHER 01 5700000 0 0 MEDTRONIC INC NOTE 1.625% 4/1 585055AM8 6638 6445000 PRN OTHER 01 6445000 0 0 MEDTRONIC INC NOTE 1.625% 4/1 585055AM8 23492 22698000 PRN SOLE 22698000 0 0 MENTOR GRAPHICS CORP COM 587200106 3276 223900 SH OTHER 01 223900 0 0 MERCK & CO INC NEW COM 58933Y105 10696 324032 SH OTHER 01 324032 0 0 METLIFE INC UNIT 99/99/9999 59156R116 34433 405807 SH OTHER 01 405807 0 0 MF GLOBAL HLDGS LTD NOTE 1.875% 2/0 55277JAA6 15138 14711000 PRN OTHER 01 14711000 0 0 MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 43804 32045000 PRN OTHER 01 32045000 0 0 MICROSOFT CORP COM 594918104 8184 322700 SH OTHER 01 322700 0 0 MOLSON COORS BREWING CO NOTE 2.500% 7/3 60871RAA8 12708 10943000 PRN OTHER 01 10943000 0 0 MOLSON COORS BREWING CO NOTE 2.500% 7/3 60871RAA8 13847 11873000 PRN SOLE 11873000 0 0 MORGAN STANLEY COM NEW 617446448 1656 60600 SH OTHER 01 60600 0 0 MYLAN INC NOTE 1.250% 3/1 628530AG2 36973 33475000 PRN OTHER 01 33475000 0 0 NABORS INDS INC NOTE 0.940% 5/1 629568AP1 2176 2181000 PRN SOLE 2181000 0 0 NEWMONT MINING CORP NOTE 1.250% 7/1 651639AH9 19440 14704000 PRN OTHER 01 14704000 0 0 NEWPARK RES INC NOTE 4.000%10/0 651718AC2 5799 5589000 PRN OTHER 01 5589000 0 0 NII HLDGS INC NOTE 3.125% 6/1 62913FAJ1 39496 39105000 PRN OTHER 01 39105000 0 0 NOKIA CORP SPONSORED ADR 654902204 72030 8464112 SH OTHER 01 8464112 0 0 NOVARTIS A G SPONSORED ADR 66987V109 13066 240626 SH SOLE 240626 0 0 NUANCE COMMUNICATIONS INC DBCV 2.750% 8/1 67020YAB6 17659 14051000 PRN OTHER 01 14051000 0 0 NUVEEN CA DIVIDEND ADV MUN F COM SHS 67066Y105 1270 105291 SH OTHER 01 105291 0 0 NUVEEN CA INVT QUALITY MUN F COM 67062A101 697 56726 SH SOLE 56726 0 0 NUVEEN CA MUN MKT OPPORTUNT COM 67062U107 1357 110006 SH OTHER 01 110006 0 0 NUVEEN CALIF PERFORM PLUS MU COM 67062Q106 185 15100 SH OTHER 01 15100 0 0 NUVEEN MICH QUALITY INCOME M COM 670979103 1463 112896 SH OTHER 01 112896 0 0 NUVEEN N Y INVT QUALITY MUN COM 67062X101 153 11600 SH OTHER 01 11600 0 0 NUVEEN PA INVT QUALITY MUN F COM 670972108 1197 91514 SH OTHER 01 91514 0 0 NUVEEN PA PREM INCOME MUN FD COM 67061F101 1345 110423 SH OTHER 01 110423 0 0 OMNICARE CAP TR II PFD B TR 4.00% 68214Q200 14127 312200 SH OTHER 01 312200 0 0 OMNICARE INC NOTE 3.750%12/1 681904AN8 18793 14526000 PRN OTHER 01 14526000 0 0 OMNICOM GROUP INC NOTE 7/0 681919AT3 2762 2491000 PRN SOLE 2491000 0 0 OMNICOM GROUP INC NOTE 7/0 682134AA9 10969 9718000 PRN SOLE 9718000 0 0 ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AG0 36773 31145000 PRN OTHER 01 31145000 0 0 PEABODY ENERGY CORP SDCV 4.750%12/1 704549AG9 66488 50053000 PRN OTHER 01 50053000 0 0 PHILIP MORRIS INTL INC COM 718172109 6526 99440 SH SOLE 99440 0 0 PPL CORP UNIT 99/99/9999 69351T601 19903 375532 SH OTHER 01 375532 0 0 QUAD / GRAPHICS INC COM CL A 747301109 4273 100449 SH OTHER 01 100449 0 0 ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 44407 609233 SH OTHER 01 609233 0 0 RYANAIR HLDGS PLC SPONSORED ADR 783513104 6688 240838 SH OTHER 01 240838 0 0 SALIX PHARMACEUTICALS INC COM 795435106 12474 356100 SH OTHER 01 356100 0 0 SALIX PHARMACEUTICALS INC NOTE 2.750% 5/1 795435AC0 13876 12833000 PRN OTHER 01 12833000 0 0 SANDISK CORP NOTE 1.000% 5/1 80004CAC5 2100 2129000 PRN SOLE 2129000 0 0 SANDISK CORP NOTE 1.500% 8/1 80004CAD3 27349 24070000 PRN OTHER 01 24070000 0 0 SAVIENT PHARMACEUTICALS INC NOTE 4.750% 2/0 80517QAA8 16350 13885000 PRN OTHER 01 13885000 0 0 SBA COMMUNICATIONS CORP NOTE 1.875% 5/0 78388JAN6 41694 36463000 PRN OTHER 01 36463000 0 0 SONIC AUTOMOTIVE INC NOTE 5.000%10/0 83545GAQ5 16880 12800000 PRN OTHER 01 12800000 0 0 SPARTAN STORES INC NOTE 3.375% 5/1 846822AE4 11093 11525000 PRN OTHER 01 11525000 0 0 ST MARY LD & EXPL CO NOTE 3.500% 4/0 792228AD0 56121 39115000 PRN OTHER 01 39115000 0 0 STANLEY BLACK & DECKER INC UNIT 99/99/9999 854502309 24199 202152 SH OTHER 01 202152 0 0 STANLEY WKS FRNT 5/1 854616AM1 6993 5619000 PRN OTHER 01 5619000 0 0 STANLEY WKS FRNT 5/1 854616AM1 2149 1727000 PRN SOLE 1727000 0 0 STEEL DYNAMICS INC NOTE 5.125% 6/1 858119AP5 33300 25957000 PRN OTHER 01 25957000 0 0 SYMANTEC CORP COM 871503108 9817 529500 SH OTHER 01 529500 0 0 SYMANTEC CORP NOTE 1.000% 6/1 871503AF5 9340 7711000 PRN SOLE 7711000 0 0 SYNNEX CORP NOTE 4.000% 5/1 87162WAB6 9829 7605000 PRN OTHER 01 7605000 0 0 TELECOMMUNICATION SYS INC CL A 87929J103 4365 1059540 SH OTHER 01 1059540 0 0 TELEFLEX INC NOTE 3.875% 8/0 879369AA4 42897 37970000 PRN OTHER 01 37970000 0 0 TERADYNE INC NOTE 4.500% 3/1 880770AE2 768 230000 PRN SOLE 230000 0 0 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 2887 57565 SH OTHER 01 57565 0 0 TEXTRON INC NOTE 4.500% 5/0 883203BN0 16840 7861000 PRN OTHER 01 7861000 0 0 TIDEWATER INC COM 886423102 7050 117800 SH OTHER 01 117800 0 0 TOYOTA MOTOR CORP SP ADR REP2COM 892331307 25885 322755 SH OTHER 01 322755 0 0 TRANSOCEAN INC NOTE 1.500%12/1 893830AW9 33932 34727000 PRN OTHER 01 34727000 0 0 TRANSOCEAN LTD REG SHS H8817H100 4794 61500 SH OTHER 01 61500 0 0 TRIUMPH GROUP INC NEW COM 896818101 539 6097 SH OTHER 01 6097 0 0 TRIUMPH GROUP INC NEW NOTE 2.625%10/0 896818AB7 39850 24277000 PRN OTHER 01 24277000 0 0 TTM TECHNOLOGIES INC NOTE 3.250% 5/1 87305RAC3 40068 29109000 PRN OTHER 01 29109000 0 0 U S CONCRETE INC COM NEW 90333L201 14240 1497408 SH OTHER 01 02 1497408 0 0 UBS AG SHS NEW H89231338 15232 843900 SH OTHER 01 843900 0 0 UNITED AUTO GROUP INC NOTE 3.500% 4/0 909440AH2 38156 38108000 PRN OTHER 01 38108000 0 0 UNITED STATES STL CORP NEW NOTE 4.000% 5/1 912909AE8 15956 8725000 PRN OTHER 01 8725000 0 0 VALE CAP II GTD CV 6.75%12 91912F201 6800 73311 SH OTHER 01 73311 0 0 VALE CAP II GTD CV 6.75%12 91912F201 129 1400 SH SOLE 1400 0 0 VALE S A ADR 91912E105 5233 157000 SH OTHER 01 157000 0 0 VERIGY LTD SHS Y93691106 3128 222000 SH OTHER 01 222000 0 0 VERISIGN INC SDCV 3.250% 8/1 92343EAD4 26694 22085000 PRN OTHER 01 22085000 0 0 VIRGIN MEDIA INC NOTE 6.500%11/1 92769LAB7 32078 18899000 PRN OTHER 01 18899000 0 0 VIROPHARMA INC COM 928241108 4758 239100 SH OTHER 01 239100 0 0 VIROPHARMA INC NOTE 2.000% 3/1 928241AH1 17213 13500000 PRN OTHER 01 13500000 0 0 VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 13253 461150 SH SOLE 461150 0 0 WELLS FARGO & CO NEW PERP PFD CNV A 949746804 15329 14808 SH OTHER 01 14808 0 0 WESCO INTL INC DBCV 6.000% 9/1 95082PAH8 33638 14146000 PRN OTHER 01 14146000 0 0