Location: New York, NY
CIK: 0000061227 · Show all filings
Period: Q2 2013 (Next →)
Filing Date: Aug 7, 2013
Total Value: $1.875B (32.2% shares, 67.8% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | GILEAD SCIENCES INC | 31,343,000 | $71.14M | 3.8% | $2.27 | $2.27 | — | NOTE 1.000% 5/0 | 375558AN3 |
| TMUS | T-MOBILE US INC | 2,375,250 | $58.93M | 3.1% | $24.81 * | $19.37 | +23.8% | COM | 872590104 |
| — | APACHE CORP | 1,223,577 | $58.41M | 3.1% | $47.74 | $47.74 | — | PFD CONV SER D | 037411808 |
| — | DANAHER CORP DEL | 28,722,000 | $52.88M | 2.8% | $1.84 | $1.84 | — | NOTE 1/2 | 235851AF9 |
| — | STANLEY BLACK & DECKER INC | 403,668 | $52.2M | 2.8% | $129.32 | $129.32 | — | UNIT 99/99/9999 | 854502309 |
| — | E M C CORP MASS | 34,979,000 | $51.7M | 2.8% | $1.48 | $1.48 | — | NOTE 1.750%12/0 | 268648AM4 |
| — | UNITED TECHNOLOGIES CORP | 845,921 | $50.22M | 2.7% | $59.37 | $59.37 | — | UNIT 99/99/9999 | 913017117 |
| — | METLIFE INC | 893,327 | $48.95M | 2.6% | $54.79 | $54.79 | — | UNIT 99/99/9999 | 59156R116 |
| — | TEVA PHARMACEUTICAL FIN LLC | 43,484,000 | $45.74M | 2.4% | $1.05 | $1.05 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| — | CHART INDS INC | 28,485,000 | $42.83M | 2.3% | $1.50 | $1.50 | — | NOTE 2.000% 8/0 | 16115QAC4 |
| GM | GENERAL MTRS CO | 1,235,268 | $41.15M | 2.2% | $33.31 * | $23.62 | +5.2% | COM | 37045V100 |
| — | TELEFLEX INC | 28,893,000 | $39.14M | 2.1% | $1.35 | $1.35 | — | NOTE 3.875% 8/0 | 879369AA4 |
| — | COVANTA HLDG CORP | 27,742,000 | $35.84M | 1.9% | $1.29 | $1.29 | — | NOTE 3.250% 6/0 | 22282EAC6 |
| — | MICROCHIP TECHNOLOGY INC | 23,575,000 | $34.3M | 1.8% | $1.46 | $1.46 | — | SDCV 2.125%12/1 | 595017AB0 |
| — | SALIX PHARMACEUTICALS INC | 27,513,000 | $32.96M | 1.8% | $1.20 | $1.20 | — | NOTE 1.500% 3/1 | 795435AE6 |
| — | INTEL CORP | 25,214,000 | $32.17M | 1.7% | $1.28 | $1.28 | — | SDCV 3.250% 8/0 | 458140AF7 |
| F | FORD MTR CO DEL | 2,009,500 | $31.09M | 1.7% | $15.47 * | $7.61 | +8.2% | COM PAR $0.01 | 345370860 |
| — | WABASH NATL CORP | 25,207,000 | $30.82M | 1.6% | $1.22 | $1.22 | — | NOTE 3.375% 5/0 | 929566AH0 |
| — | CONTINENTAL AIRLS INC | 17,595,000 | $30.82M | 1.6% | $1.75 | $1.75 | — | NOTE 4.500% 1/1 | 210795PU8 |
| — | GOLDCORP INC NEW | 1,200,000 | $29.68M | 1.6% | $24.73 | $24.73 | — | COM | 380956409 |
| — | CIENA CORP | 22,402,000 | $29.33M | 1.6% | $1.31 | $1.31 | — | DEBT 4.000%12/1 | 171779AK7 |
| — | GENERAL MTRS CO | 602,376 | $29.01M | 1.5% | $48.16 | $48.16 | — | JR PFD CNV SRB | 37045V209 |
| — | FORD MTR CO DEL | 15,926,000 | $28.84M | 1.5% | $1.81 | $1.81 | — | NOTE 4.250%11/1 | 345370CN8 |
| — | MYLAN INC | 12,018,000 | $28.53M | 1.5% | $2.37 | $2.37 | — | NOTE 3.750% 9/1 | 628530AJ6 |
| C | CITIGROUP INC | 560,506 | $26.89M | 1.4% | $47.97 * | $35.76 | -0.2% | COM NEW | 172967424 |
| — | OMNICARE INC | 13,841,000 | $25.66M | 1.4% | $1.85 | $1.85 | — | NOTE 3.750%12/1 | 681904AN8 |
| — | BIOMARIN PHARMACEUTICAL INC | 9,117,000 | $25.28M | 1.3% | $2.77 | $2.77 | — | NOTE 1.875% 4/2 | 09061GAD3 |
| — | NOVELLUS SYS INC | 17,805,000 | $25.18M | 1.3% | $1.41 | $1.41 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | U S CONCRETE INC | 1,379,903 | $22.66M | 1.2% | $16.42 | $16.42 | — | COM NEW | 90333L201 |
| — | COBALT INTL ENERGY INC | 20,824,000 | $22.11M | 1.2% | $1.06 | $1.06 | — | NOTE 2.625%12/0 | 19075FAA4 |
| — | HELIX ENERGY SOLUTIONS GRP I | 17,567,000 | $21.98M | 1.2% | $1.25 | $1.25 | — | NOTE 3.250% 3/1 | 42330PAG2 |
| — | ALLEGHENY TECHNOLOGIES INC | 19,986,000 | $20.64M | 1.1% | $1.03 | $1.03 | — | NOTE 4.250% 6/0 | 01741RAD4 |
| — | INTERNATIONAL GAME TECHNOLOG | 18,825,000 | $20.09M | 1.1% | $1.07 | $1.07 | — | NOTE 3.250% 5/0 | 459902AQ5 |
| — | HOLOGIC INC | 19,335,000 | $19.16M | 1.0% | $0.99 | $0.99 | — | DEBT 2.000% 3/0 | 436440AC5 |
| — | ON SEMICONDUCTOR CORP | 16,518,000 | $19.04M | 1.0% | $1.15 | $1.15 | — | NOTE 2.625%12/1 | 682189AH8 |
| — | ARES CAP CORP | 16,934,000 | $18.24M | 1.0% | $1.08 | $1.08 | — | NOTE 4.875% 3/1 | 04010LAG8 |
| — | NUANCE COMMUNICATIONS INC | 17,303,000 | $17.91M | 1.0% | $1.04 | $1.04 | — | NOTE 2.750%11/0 | 67020YAF7 |
| — | DEALERTRACK TECHNOLOGIES INC | 15,179,000 | $17.61M | 0.9% | $1.16 | $1.16 | — | NOTE 1.500% 3/1 | 242309AB8 |
| — | SBA COMMUNICATIONS CORP | 7,112,000 | $17.46M | 0.9% | $2.45 | $2.45 | — | NOTE 4.000%10/0 | 78388JAM8 |
| — | HERTZ GLOBAL HOLDINGS INC | 5,439,000 | $16.36M | 0.9% | $3.01 | $3.01 | — | NOTE 5.250% 6/0 | 42805TAA3 |
| — | PRICELINE COM INC | 13,810,000 | $16.12M | 0.9% | $1.17 | $1.17 | — | DEBT 1.000% 3/1 | 741503AQ9 |
| — | BANK OF AMERICA CORPORATION | 14,439 | $16.02M | 0.9% | $1109.56 | $1109.56 | — | 7.25%CNV PFD L | 060505682 |
| — | INSULET CORP | 12,083,000 | $15.81M | 0.8% | $1.31 | $1.31 | — | NOTE 3.750% 6/1 | 45784PAC5 |
| — | MEDIVATION INC | 12,386,000 | $15.69M | 0.8% | $1.27 | $1.27 | — | NOTE 2.625% 4/0 | 58501NAA9 |
| — | LIBERTY MEDIA CORP | 29,987,000 | $15.52M | 0.8% | $0.52 | $0.52 | — | DEB 3.500% 1/1 | 530715AN1 |
| — | GOODYEAR TIRE & RUBR CO | 295,345 | $14.56M | 0.8% | $49.32 | $49.32 | — | PFD CONV 5.875% | 382550309 |
| — | AIRTRAN HLDGS INC | 10,084,000 | $14.41M | 0.8% | $1.43 | $1.43 | — | NOTE 5.250%11/0 | 00949PAD0 |
| — | OMNICOM GROUP INC | 12,417,000 | $14.27M | 0.8% | $1.15 | $1.15 | — | NOTE 7/3 | 681919AV8 |
| — | MGM RESORTS INTERNATIONAL | 12,657,000 | $14.19M | 0.8% | $1.12 | $1.12 | — | NOTE 4.250% 4/1 | 55303QAE0 |
| — | XILINX INC | 9,654,000 | $13.82M | 0.7% | $1.43 | $1.43 | — | NOTE 2.625% 6/1 | 983919AF8 |
| — | LAM RESEARCH CORP | 13,029,000 | $13.76M | 0.7% | $1.06 | $1.06 | — | NOTE 0.500% 5/1 | 512807AJ7 |
| — | OMNICARE CAP TR II | 230,730 | $13.6M | 0.7% | $58.93 | $58.93 | — | PFD B TR 4.00% | 68214Q200 |
| — | WELLS FARGO & CO NEW | 11,386 | $13.6M | 0.7% | $1194.01 | $1194.01 | — | PERP PFD CNV A | 949746804 |
| — | PPL CORP | 255,127 | $13.39M | 0.7% | $52.50 | $52.50 | — | UNIT 99/99/9999 | 69351T601 |
| — | WESCO INTL INC | 5,420,000 | $13.34M | 0.7% | $2.46 | $2.46 | — | DBCV 6.000% 9/1 | 95082PAH8 |
| — | XPO LOGISTICS INC | 10,694,000 | $13.29M | 0.7% | $1.24 | $1.24 | — | NOTE 4.500%10/0 | 983793AA8 |
| — | APOLLO INVT CORP | 11,875,000 | $12.56M | 0.7% | $1.06 | $1.06 | — | NOTE 5.750% 1/1 | 03761UAE6 |
| — | AKORN INC | 7,449,000 | $12.5M | 0.7% | $1.68 | $1.68 | — | NOTE 3.500% 6/0 | 009728AB2 |
| — | PEABODY ENERGY CORP | 850,000 | $12.44M | 0.7% | $14.64 | $14.64 | — | COM | 704549104 |
| — | BOTTOMLINE TECH DEL INC | 11,026,000 | $12.09M | 0.6% | $1.10 | $1.10 | — | NOTE 1.500%12/0 | 101388AA4 |
| — | WALTER INVT MGMT CORP | 10,606,000 | $10.68M | 0.6% | $1.01 | $1.01 | — | NOTE 4.500%11/0 | 93317WAA0 |
| — | ICAHN ENTERPRISES LP/CORP | 10,478,000 | $10.49M | 0.6% | $1.00 | $1.00 | — | FRNT 8/1 | 451102AB3 |
| — | SANDISK CORP | 7,506,000 | $10.03M | 0.5% | $1.34 | $1.34 | — | NOTE 1.500% 8/1 | 80004CAD3 |
| — | KB HOME | 9,390,000 | $9.789M | 0.5% | $1.04 | $1.04 | — | NOTE 1.375% 2/0 | 48666KAS8 |
| — | JANUS CAP GROUP INC | 9,339,000 | $9.771M | 0.5% | $1.05 | $1.05 | — | NOTE 3.250% 7/1 | 47102XAG0 |
| — | CIT GROUP INC | 208,001 | $9.699M | 0.5% | $46.63 | $46.63 | — | COM NEW | 125581801 |
| — | BAKER HUGHES INC | 201,000 | $9.272M | 0.5% | $46.13 | $46.13 | — | COM | 057224107 |
| — | RTI INTL METALS INC | 9,591,000 | $9.075M | 0.5% | $0.95 | $0.95 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | ALZA CORP | 7,605,000 | $8.993M | 0.5% | $1.18 | $1.18 | — | SDCV 7/2 | 02261WAB5 |
| — | RADIAN GROUP INC | 7,000,000 | $8.964M | 0.5% | $1.28 | $1.28 | — | NOTE 2.250% 3/0 | 750236AN1 |
| — | LAM RESEARCH CORP | 8,017,000 | $8.908M | 0.5% | $1.11 | $1.11 | — | NOTE 1.250% 5/1 | 512807AL2 |
| — | INTEL CORP | 8,089,000 | $8.816M | 0.5% | $1.09 | $1.09 | — | SDCV 2.950%12/1 | 458140AD2 |
| — | AFFILIATED MANAGERS GROUP | 6,541,000 | $8.43M | 0.4% | $1.29 | $1.29 | — | NOTE 3.950% 8/1 | 008252AL2 |
| HAL | HALLIBURTON CO | 195,042 | $8.137M | 0.4% | $41.72 * | $33.21 | +0.0% | COM | 406216101 |
| — | ARES CAP CORP | 7,385,000 | $8.086M | 0.4% | $1.09 | $1.09 | — | NOTE 5.750% 2/0 | 04010LAB9 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 7,000,000 | $6.843M | 0.4% | $0.98 | $0.98 | — | NOTE 1.000% 7/0 | 874054AD1 |
| — | STEEL DYNAMICS INC | 6,194,000 | $6.618M | 0.4% | $1.07 | $1.07 | — | NOTE 5.125% 6/1 | 858119AP5 |
| — | NEWMONT MINING CORP | 6,027,000 | $6.49M | 0.3% | $1.08 | $1.08 | — | NOTE 1.625% 7/1 | 651639AJ5 |
| — | SALIX PHARMACEUTICALS INC | 4,207,000 | $6.405M | 0.3% | $1.52 | $1.52 | — | NOTE 2.750% 5/1 | 795435AC0 |
| MRK | MERCK & CO INC NEW | 135,732 | $6.305M | 0.3% | $46.45 * | $30.02 | -0.0% | COM | 58933Y105 |
| — | GENCORP INC | 3,215,000 | $5.928M | 0.3% | $1.84 | $1.84 | — | SDCV 4.062%12/3 | 368682AN0 |
| — | TTM TECHNOLOGIES INC | 5,453,000 | $5.485M | 0.3% | $1.01 | $1.01 | — | NOTE 3.250% 5/1 | 87305RAC3 |
| — | MOLSON COORS BREWING CO | 5,198,000 | $5.251M | 0.3% | $1.01 | $1.01 | — | NOTE 2.500% 7/3 | 60871RAA8 |
| — | CAMERON INTERNATIONAL CORP | 80,000 | $4.893M | 0.3% | $61.16 | $61.16 | — | COM | 13342B105 |
| — | COMTECH TELECOMMUNICATIONS C | 4,746,000 | $4.855M | 0.3% | $1.02 | $1.02 | — | NOTE 3.000% 5/0 | 205826AF7 |
| — | VOLCANO CORPORATION | 5,225,000 | $4.768M | 0.3% | $0.91 | $0.91 | — | NOTE 1.750%12/0 | 928645AB6 |
| — | PEABODY ENERGY CORP | 6,557,000 | $4.553M | 0.2% | $0.69 | $0.69 | — | SDCV 4.750%12/1 | 704549AG9 |
| LYB | LYONDELLBASELL INDUSTRIES N | 66,699 | $4.419M | 0.2% | $66.25 * | $33.34 | +5.4% | SHS - A - | N53745100 |
| — | RTI INTL METALS INC | 3,809,000 | $4.147M | 0.2% | $1.09 | $1.09 | — | NOTE 3.000%12/0 | 74973WAA5 |
| — | TIBCO SOFTWARE INC | 181,948 | $3.894M | 0.2% | $21.40 | $21.40 | — | COM | 88632Q103 |
| — | RYLAND GROUP INC | 4,175,000 | $3.789M | 0.2% | $0.91 | $0.91 | — | NOTE 0.250% 6/0 | 783764AS2 |
| — | HORNBECK OFFSHORE SVCS INC N | 2,637,000 | $3.042M | 0.2% | $1.15 | $1.15 | — | FRNT 1.625%11/1 | 440543AE6 |
| — | ARCHER DANIELS MIDLAND CO | 3,007,000 | $3.035M | 0.2% | $1.01 | $1.01 | — | NOTE 0.875% 2/1 | 039483AW2 |
| — | NEWPARK RES INC | 2,350,000 | $2.987M | 0.2% | $1.27 | $1.27 | — | NOTE 4.000%10/0 | 651718AC2 |
| — | CIENA CORP | 3,008,000 | $2.892M | 0.2% | $0.96 | $0.96 | — | NOTE 0.875% 6/1 | 171779AE1 |
| — | TIDEWATER INC | 50,200 | $2.86M | 0.2% | $56.97 | $56.97 | — | COM | 886423102 |
| — | ENSCO PLC | 47,000 | $2.732M | 0.1% | $58.13 | $58.13 | — | SHS CLASS A | G3157S106 |
| — | NEWMONT MINING CORP | 2,684,000 | $2.712M | 0.1% | $1.01 | $1.01 | — | NOTE 1.250% 7/1 | 651639AH9 |
| — | NUANCE COMMUNICATIONS INC | 2,237,000 | $2.583M | 0.1% | $1.15 | $1.15 | — | DBCV 2.750% 8/1 | 67020YAB6 |
| — | NUVEEN PA INVT QUALITY MUN F | 157,999 | $2.203M | 0.1% | $13.94 | $13.94 | — | COM | 670972108 |
| — | NUVEEN PA PREM INCOME MUN FD | 163,808 | $2.172M | 0.1% | $13.26 | $13.26 | — | COM | 67061F101 |
| — | QUANTUM CORP | 2,205,000 | $2.089M | 0.1% | $0.95 | $0.95 | — | NOTE 3.500%11/1 | 747906AG0 |
| — | BLACKROCK FLA MUN 2020 TERM | 116,357 | $1.834M | 0.1% | $15.76 | $15.76 | — | COM SHS | 09250M109 |
| — | NUVEEN MICH QUALITY INCOME M | 119,553 | $1.64M | 0.1% | $13.72 | $13.72 | — | COM | 670979103 |
| — | BLACKROCK MUNIYIELD CALI QLT | 108,437 | $1.596M | 0.1% | $14.72 | $14.72 | — | COM | 09254N103 |
| SLB | SCHLUMBERGER LTD | 22,000 | $1.577M | 0.1% | $71.68 * | $52.90 | -2.9% | COM | 806857108 |
| XMYDX | BLACKROCK MUNIYIELD FD INC | 105,041 | $1.55M | 0.1% | $14.76 | $14.76 | — | COM | 09253W104 |
| — | UNITED STATES STL CORP NEW | 1,303,000 | $1.339M | 0.1% | $1.03 | $1.03 | — | NOTE 4.000% 5/1 | 912909AE8 |
| — | ALCOA INC | 1,045,000 | $1.328M | 0.1% | $1.27 | $1.27 | — | NOTE 5.250% 3/1 | 013817AT8 |
| XPO | XPO LOGISTICS INC | 71,428 | $1.292M | 0.1% | $18.09 * | $5.83 | +7.4% | COM | 983793100 |
| — | NUVEEN DIV ADVANTAGE MUN FD | 76,535 | $1.068M | 0.1% | $13.95 | $13.95 | — | COM | 67070F100 |
| — | NUVEEN CA MUN MKT OPPORTUNT | 70,681 | $1.041M | 0.1% | $14.73 | $14.73 | — | COM | 67062U107 |
| HYMB | SPDR SERIES TRUST | 18,000 | $970K | 0.1% | $53.89 * | $28.75 | -6.3% | NUV HGHYLD MUN | 78464A284 |
| — | NEXTERA ENERGY INC | 10,691 | $594K | 0.0% | $55.56 | $55.56 | — | UNIT 09/01/2015 | 65339F887 |
| — | TIBCO SOFTWARE INC | 550,000 | $537K | 0.0% | $0.98 | $0.98 | — | NOTE 2.250% 5/0 | 88632QAB9 |
| — | HEALTH CARE REIT INC | 343,000 | $455K | 0.0% | $1.33 | $1.33 | — | NOTE 3.000%12/0 | 42217KAR7 |
| — | ALPHA NATURAL RESOURCES INC | 371,000 | $339K | 0.0% | $0.91 | $0.91 | — | NOTE 2.375% 4/1 | 02076XAA0 |
| — | BLACKROCK MUNIHLDGS NJ QLTY | 22,040 | $316K | 0.0% | $14.34 | $14.34 | — | COM | 09254X101 |
| — | DYNEGY INC NEW DEL | 13,120 | $296K | 0.0% | $22.56 | $22.56 | — | COM | 26817R108 |
| — | NUVEEN NY AMT-FREE MUN INCOM | 17,036 | $226K | 0.0% | $13.27 | $13.27 | — | COM | 670656107 |
| — | NUVEEN NY DIVID ADVNTG MUN F | 12,886 | $180K | 0.0% | $13.97 | $13.97 | — | COM | 67066X107 |
| — | SUNPOWER CORP | 35,000 | $41,000 | 0.0% | $1.17 | $1.17 | — | DBCV 4.500% 3/1 | 867652AE9 |
| OMC | OMNICOM GROUP INC | 639 | $40,000 | 0.0% | $62.60 * | $40.69 | +3.1% | COM | 681919106 |
| — | MICRON TECHNOLOGY INC | 17,000 | $26,000 | 0.0% | $1.53 | $1.53 | — | NOTE 1.500% 8/0 | 595112AQ6 |
| — | VERISIGN INC | 17,000 | $24,000 | 0.0% | $1.41 | $1.41 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| — | CHESAPEAKE ENERGY CORP | 17,000 | $16,000 | 0.0% | $0.94 | $0.94 | — | NOTE 2.500% 5/1 | 165167BZ9 |
| — | LEAP WIRELESS INTL INC | 12,000 | $12,000 | 0.0% | $1.00 | $1.00 | — | NOTE 4.500% 7/1 | 521863AL4 |
| — | NAVISTAR INTL CORP NEW | 11,000 | $11,000 | 0.0% | $1.00 | $1.00 | — | NOTE 3.000%10/1 | 63934EAL2 |
| — | DENDREON CORP | 12,000 | $9,000 | 0.0% | $0.75 | $0.75 | — | NOTE 2.875% 1/1 | 24823QAC1 |
| — | HOLOGIC INC | 6,000 | $7,000 | 0.0% | $1.17 | $1.17 | — | FRNT 2.000%12/1 | 436440AB7 |
| — | CHESAPEAKE ENERGY CORP | 6,000 | $6,000 | 0.0% | $1.00 | $1.00 | — | NOTE 2.750%11/1 | 165167BW6 |