The increasing integration of renewable energy sources calls for an extension of transmission capacity for transporting power towards load centers. Given the involved distances, the integration of high voltage DC connections into AC transmission grids becomes a reality. The interest in such AC-DC transmission grids has been further driven by the potential of multi-terminal HVDC grids interfaced via voltage sourced converters. Their capability of power flow control can contribute to overload mitigation, especially also in case of contingencies. In security analysis of AC grids, the application of linear sensitivity methods for very fast analysis of various contingencies has become established. In this article such contingency analysis is developed for integrated AC-DC transmission grids. Power transfer distribution and line outage distribution factors are reformulated to yield the novel AC-DC power transfer compensation and line outage compensation factors. Those account for the fact that voltage sourced converters allow for controlling power flows. A further innovation is the optimization for the fast identification of AC-DC voltage sourced converter operating point adjustments to mitigate system-wide overloads. Accuracy, principal functionality, robustness, and computational efficiency of the proposed methodology are demonstrated. Scenarios were studied on a modified IEEE 39-bus system and a hypothetical future German power grid.