Location: New York, NY
CIK: 0000061227 · Show all filings
Period: Q3 2013 (← Previous) (Next →)
Filing Date: Nov 1, 2013
Total Value: $1.863B (25.2% shares, 74.8% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | GILEAD SCIENCES INC | 31,008,000 | $86.37M | 4.6% | $2.79 | $2.27 | — | NOTE 1.000% 5/0 | 375558AN3 |
| — | DANAHER CORP DEL | 28,539,000 | $57.54M | 3.1% | $2.02 | $1.84 | — | NOTE 1/2 | 235851AF9 |
| — | STANLEY BLACK & DECKER INC | 412,508 | $56.65M | 3.0% | $137.32 | $129.49 | — | UNIT 99/99/9999 | 854502309 |
| — | E M C CORP MASS | 34,654,000 | $55.4M | 3.0% | $1.60 | $1.48 | — | NOTE 1.750%12/0 | 268648AM4 |
| — | UNITED TECHNOLOGIES CORP | 841,330 | $54.93M | 2.9% | $65.29 | $59.37 | — | UNIT 99/99/9999 | 913017117 |
| — | CHART INDS INC | 28,372,000 | $52.93M | 2.8% | $1.87 | $1.50 | — | NOTE 2.000% 8/0 | 16115QAC4 |
| — | NOVELLUS SYS INC | 30,233,000 | $48M | 2.6% | $1.59 | $1.49 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | METLIFE INC | 1,588,203 | $45.52M | 2.4% | $28.66 | $43.36 | — | UNIT 99/99/9999 | 59156R116 |
| — | TEVA PHARMACEUTICAL FIN LLC | 43,250,000 | $45.04M | 2.4% | $1.04 | $1.05 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| GM | GENERAL MTRS CO | 1,226,956 | $44.13M | 2.4% | $35.97 * | $23.62 | +13.6% | COM | 37045V100 |
| — | TELEFLEX INC | 28,848,000 | $40.73M | 2.2% | $1.41 | $1.35 | — | NOTE 3.875% 8/0 | 879369AA4 |
| — | SALIX PHARMACEUTICALS INC | 32,363,000 | $39.84M | 2.1% | $1.23 | $1.20 | — | NOTE 1.500% 3/1 | 795435AE6 |
| — | INTEL CORP | 32,098,000 | $39.8M | 2.1% | $1.24 | $1.27 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | MICROCHIP TECHNOLOGY INC | 24,969,000 | $39.24M | 2.1% | $1.57 | $1.46 | — | SDCV 2.125%12/1 | 595017AB0 |
| — | COVANTA HLDG CORP | 27,646,000 | $38.12M | 2.0% | $1.38 | $1.29 | — | NOTE 3.250% 6/0 | 22282EAC6 |
| — | GENERAL MTRS CO | 728,381 | $36.53M | 2.0% | $50.15 | $48.50 | — | JR PFD CNV SRB | 37045V209 |
| — | MYLAN INC | 11,958,000 | $34.7M | 1.9% | $2.90 | $2.37 | — | NOTE 3.750% 9/1 | 628530AJ6 |
| F | FORD MTR CO DEL | 2,009,500 | $33.9M | 1.8% | $16.87 * | $7.61 | +18.6% | COM PAR $0.01 | 345370860 |
| — | WABASH NATL CORP | 25,086,000 | $32.85M | 1.8% | $1.31 | $1.22 | — | NOTE 3.375% 5/0 | 929566AH0 |
| — | CONTINENTAL AIRLS INC | 17,563,000 | $29.93M | 1.6% | $1.70 | $1.75 | — | NOTE 4.500% 1/1 | 210795PU8 |
| — | FORD MTR CO DEL | 14,714,000 | $29.13M | 1.6% | $1.98 | $1.81 | — | NOTE 4.250%11/1 | 345370CN8 |
| — | BIOMARIN PHARMACEUTICAL INC | 8,040,000 | $28.9M | 1.6% | $3.59 | $2.77 | — | NOTE 1.875% 4/2 | 09061GAD3 |
| — | RTI INTL METALS INC | 25,790,000 | $26.81M | 1.4% | $1.04 | $1.00 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | U S CONCRETE INC | 1,333,769 | $26.75M | 1.4% | $20.06 | $16.42 | — | COM NEW | 90333L201 |
| — | HELIX ENERGY SOLUTIONS GRP I | 19,957,000 | $26.67M | 1.4% | $1.34 | $1.26 | — | NOTE 3.250% 3/1 | 42330PAG2 |
| — | BOTTOMLINE TECH DEL INC | 21,237,000 | $24.52M | 1.3% | $1.15 | $1.12 | — | NOTE 1.500%12/0 | 101388AA4 |
| — | CIENA CORP | 16,135,000 | $24.45M | 1.3% | $1.52 | $1.31 | — | DEBT 4.000%12/1 | 171779AK7 |
| — | PRICELINE COM INC | 18,825,000 | $24.27M | 1.3% | $1.29 | $1.20 | — | DEBT 1.000% 3/1 | 741503AQ9 |
| — | NUANCE COMMUNICATIONS INC | 23,787,000 | $24.13M | 1.3% | $1.01 | $1.03 | — | NOTE 2.750%11/0 | 67020YAF7 |
| — | COBALT INTL ENERGY INC | 20,836,000 | $22.05M | 1.2% | $1.06 | $1.06 | — | NOTE 2.625%12/0 | 19075FAA4 |
| — | OMNICARE INC | 22,730,000 | $21.69M | 1.2% | $0.95 | $0.95 | — | NOTE 3.500% 2/1 | 681904AQ1 |
| — | INTERNATIONAL GAME TECHNOLOG | 18,717,000 | $20.72M | 1.1% | $1.11 | $1.07 | — | NOTE 3.250% 5/0 | 459902AQ5 |
| — | ALLEGHENY TECHNOLOGIES INC | 19,750,000 | $20.55M | 1.1% | $1.04 | $1.03 | — | NOTE 4.250% 6/0 | 01741RAD4 |
| — | AIR LEASE CORP | 15,756,000 | $20.25M | 1.1% | $1.28 | $1.28 | — | NOTE 3.875%12/0 | 00912XAK0 |
| — | HOLOGIC INC | 19,104,000 | $19.23M | 1.0% | $1.01 | $0.99 | — | DEBT 2.000% 3/0 | 436440AC5 |
| — | GOODYEAR TIRE & RUBR CO | 294,575 | $18.76M | 1.0% | $63.68 | $49.32 | — | PFD CONV 5.875% | 382550309 |
| C | CITIGROUP INC | 377,709 | $18.32M | 1.0% | $48.51 * | $35.76 | +0.9% | COM NEW | 172967424 |
| — | IXIA | 15,636,000 | $17.89M | 1.0% | $1.14 | $1.14 | — | NOTE 3.000%12/1 | 45071RAB5 |
| — | ARES CAP CORP | 16,913,000 | $17.59M | 0.9% | $1.04 | $1.08 | — | NOTE 4.875% 3/1 | 04010LAG8 |
| — | AKORN INC | 7,449,000 | $17.14M | 0.9% | $2.30 | $1.68 | — | NOTE 3.500% 6/0 | 009728AB2 |
| — | HERTZ GLOBAL HOLDINGS INC | 6,099,000 | $16.42M | 0.9% | $2.69 | $2.97 | — | NOTE 5.250% 6/0 | 42805TAA3 |
| — | WELLS FARGO & CO NEW | 14,144 | $16.09M | 0.9% | $1137.51 | $1182.99 | — | PERP PFD CNV A | 949746804 |
| — | MGM RESORTS INTERNATIONAL | 12,564,000 | $16.02M | 0.9% | $1.28 | $1.12 | — | NOTE 4.250% 4/1 | 55303QAE0 |
| — | SBA COMMUNICATIONS CORP | 5,959,000 | $15.86M | 0.9% | $2.66 | $2.45 | — | NOTE 4.000%10/0 | 78388JAM8 |
| — | OMNICARE CAP TR II | 230,210 | $15.72M | 0.8% | $68.27 | $58.93 | — | PFD B TR 4.00% | 68214Q200 |
| — | GOLDCORP INC NEW | 600,000 | $15.61M | 0.8% | $26.01 | $24.73 | — | COM | 380956409 |
| — | XILINX INC | 9,598,000 | $15.6M | 0.8% | $1.63 | $1.43 | — | NOTE 2.625% 6/1 | 983919AF8 |
| — | BANK OF AMERICA CORPORATION | 14,342 | $15.5M | 0.8% | $1080.81 | $1109.56 | — | 7.25%CNV PFD L | 060505682 |
| — | XPO LOGISTICS INC | 10,331,000 | $15.09M | 0.8% | $1.46 | $1.24 | — | NOTE 4.500%10/0 | 983793AA8 |
| — | OMNICOM GROUP INC | 12,408,000 | $15.01M | 0.8% | $1.21 | $1.15 | — | NOTE 7/3 | 681919AV8 |
| — | WESCO INTL INC | 5,390,000 | $14.81M | 0.8% | $2.75 | $2.46 | — | DBCV 6.000% 9/1 | 95082PAH8 |
| — | AIRTRAN HLDGS INC | 9,918,000 | $14.78M | 0.8% | $1.49 | $1.43 | — | NOTE 5.250%11/0 | 00949PAD0 |
| — | LAM RESEARCH CORP | 12,904,000 | $14.66M | 0.8% | $1.14 | $1.06 | — | NOTE 0.500% 5/1 | 512807AJ7 |
| — | MEDIVATION INC | 10,380,000 | $14.65M | 0.8% | $1.41 | $1.27 | — | NOTE 2.625% 4/0 | 58501NAA9 |
| — | WRIGHT MED GROUP INC | 11,203,000 | $13.74M | 0.7% | $1.23 | $1.23 | — | NOTE 2.000% 8/1 | 98235TAC1 |
| — | APOLLO INVT CORP | 11,953,000 | $12.67M | 0.7% | $1.06 | $1.06 | — | NOTE 5.750% 1/1 | 03761UAE6 |
| — | INSULET CORP | 8,361,000 | $12.13M | 0.7% | $1.45 | $1.31 | — | NOTE 3.750% 6/1 | 45784PAC5 |
| — | RADIAN GROUP INC | 7,992,000 | $11.7M | 0.6% | $1.46 | $1.30 | — | NOTE 2.250% 3/0 | 750236AN1 |
| — | WALTER INVT MGMT CORP | 10,563,000 | $11.12M | 0.6% | $1.05 | $1.01 | — | NOTE 4.500%11/0 | 93317WAA0 |
| — | HORNBECK OFFSHORE SVCS INC N | 8,415,000 | $10.9M | 0.6% | $1.29 | $1.29 | — | NOTE 1.500% 9/0 | 440543AN6 |
| — | BAKER HUGHES INC | 200,500 | $9.845M | 0.5% | $49.10 | $46.13 | — | COM | 057224107 |
| — | KB HOME | 9,381,000 | $9.574M | 0.5% | $1.02 | $1.04 | — | NOTE 1.375% 2/0 | 48666KAS8 |
| — | ALZA CORP | 7,980,000 | $9.551M | 0.5% | $1.20 | $1.18 | — | SDCV 7/2 | 02261WAB5 |
| — | JANUS CAP GROUP INC | 9,339,000 | $9.526M | 0.5% | $1.02 | $1.05 | — | NOTE 3.250% 7/1 | 47102XAG0 |
| HAL | HALLIBURTON CO | 190,818 | $9.188M | 0.5% | $48.15 * | $33.21 | +15.7% | COM | 406216101 |
| — | OMNICARE INC | 4,132,000 | $8.778M | 0.5% | $2.12 | $1.85 | — | NOTE 3.750%12/1 | 681904AN8 |
| — | INTEL CORP | 7,975,000 | $8.648M | 0.5% | $1.08 | $1.09 | — | SDCV 2.950%12/1 | 458140AD2 |
| — | ARES CAP CORP | 7,499,000 | $8.081M | 0.4% | $1.08 | $1.09 | — | NOTE 5.750% 2/0 | 04010LAB9 |
| — | TIDEWATER INC | 121,692 | $7.215M | 0.4% | $59.29 | $58.33 | — | COM | 886423102 |
| — | RYLAND GROUP INC | 7,716,000 | $7.063M | 0.4% | $0.92 | $0.91 | — | NOTE 0.250% 6/0 | 783764AS2 |
| — | LAM RESEARCH CORP | 5,843,000 | $7.034M | 0.4% | $1.20 | $1.11 | — | NOTE 1.250% 5/1 | 512807AL2 |
| — | NEWMONT MINING CORP | 5,950,000 | $6.575M | 0.4% | $1.11 | $1.08 | — | NOTE 1.625% 7/1 | 651639AJ5 |
| — | STEEL DYNAMICS INC | 5,975,000 | $6.526M | 0.4% | $1.09 | $1.07 | — | NOTE 5.125% 6/1 | 858119AP5 |
| BAC | BANK OF AMERICA CORPORATION | 467,980 | $6.458M | 0.3% | $13.80 * | $11.23 | -3.3% | COM | 060505104 |
| MRK | MERCK & CO INC NEW | 134,870 | $6.421M | 0.3% | $47.61 * | $30.02 | +3.4% | COM | 58933Y105 |
| — | LIBERTY MEDIA CORP | 11,773,000 | $6.122M | 0.3% | $0.52 | $0.52 | — | DEB 3.500% 1/1 | 530715AN1 |
| — | GENCORP INC | 3,215,000 | $5.813M | 0.3% | $1.81 | $1.84 | — | SDCV 4.062%12/3 | 368682AN0 |
| — | HEALTH CARE REIT INC | 100,300 | $5.783M | 0.3% | $57.66 | $57.66 | — | PFD PER CON I | 42217K601 |
| — | ON SEMICONDUCTOR CORP | 5,016,000 | $5.422M | 0.3% | $1.08 | $1.15 | — | NOTE 2.625%12/1 | 682189AH8 |
| — | VOLCANO CORPORATION | 5,054,000 | $5.225M | 0.3% | $1.03 | $0.91 | — | NOTE 1.750%12/0 | 928645AB6 |
| — | TTM TECHNOLOGIES INC | 5,067,000 | $5.181M | 0.3% | $1.02 | $1.01 | — | NOTE 3.250% 5/1 | 87305RAC3 |
| — | CAMERON INTERNATIONAL CORP | 80,000 | $4.67M | 0.3% | $58.38 | $61.16 | — | COM | 13342B105 |
| — | TIBCO SOFTWARE INC | 181,948 | $4.656M | 0.2% | $25.59 | $21.40 | — | COM | 88632Q103 |
| — | DEALERTRACK TECHNOLOGIES INC | 2,967,000 | $3.833M | 0.2% | $1.29 | $1.16 | — | NOTE 1.500% 3/1 | 242309AB8 |
| — | NEWPARK RES INC | 2,310,000 | $3.192M | 0.2% | $1.38 | $1.27 | — | NOTE 4.000%10/0 | 651718AC2 |
| — | HORNBECK OFFSHORE SVCS INC N | 2,603,000 | $3.082M | 0.2% | $1.18 | $1.15 | — | FRNT 1.625%11/1 | 440543AE6 |
| — | ARCHER DANIELS MIDLAND CO | 3,007,000 | $3.063M | 0.2% | $1.02 | $1.01 | — | NOTE 0.875% 2/1 | 039483AW2 |
| — | CIENA CORP | 2,946,000 | $3M | 0.2% | $1.02 | $0.96 | — | NOTE 0.875% 6/1 | 171779AE1 |
| — | NEWMONT MINING CORP | 2,676,000 | $2.7M | 0.1% | $1.01 | $1.01 | — | NOTE 1.250% 7/1 | 651639AH9 |
| — | COMTECH TELECOMMUNICATIONS C | 2,617,000 | $2.663M | 0.1% | $1.02 | $1.02 | — | NOTE 3.000% 5/0 | 205826AF7 |
| — | ENSCO PLC | 47,000 | $2.526M | 0.1% | $53.74 | $58.13 | — | SHS CLASS A | G3157S106 |
| — | RTI INTL METALS INC | 2,155,000 | $2.462M | 0.1% | $1.14 | $1.09 | — | NOTE 3.000%12/0 | 74973WAA5 |
| — | QUANTUM CORP | 2,205,000 | $2.1M | 0.1% | $0.95 | $0.95 | — | NOTE 3.500%11/1 | 747906AG0 |
| — | NUVEEN PA PREM INCOME MUN FD | 163,808 | $2.007M | 0.1% | $12.25 | $13.26 | — | COM | 67061F101 |
| — | NUVEEN PA INVT QUALITY MUN F | 157,999 | $1.994M | 0.1% | $12.62 | $13.94 | — | COM | 670972108 |
| SLB | SCHLUMBERGER LTD | 22,000 | $1.944M | 0.1% | $88.36 * | $52.90 | +20.2% | COM | 806857108 |
| — | BLACKROCK FLA MUN 2020 TERM | 116,357 | $1.763M | 0.1% | $15.15 | $15.76 | — | COM SHS | 09250M109 |
| — | NUVEEN MICH QUALITY INCOME M | 119,553 | $1.535M | 0.1% | $12.84 | $13.72 | — | COM | 670979103 |
| — | BLACKROCK MUNIYIELD CALI QLT | 108,437 | $1.503M | 0.1% | $13.86 | $14.72 | — | COM | 09254N103 |
| XMYDX | BLACKROCK MUNIYIELD FD INC | 105,041 | $1.403M | 0.1% | $13.36 | $14.76 | — | COM | 09253W104 |
| — | ALCOA INC | 1,045,000 | $1.348M | 0.1% | $1.29 | $1.27 | — | NOTE 5.250% 3/1 | 013817AT8 |
| — | UNITED STATES STL CORP NEW | 1,246,000 | $1.281M | 0.1% | $1.03 | $1.03 | — | NOTE 4.000% 5/1 | 912909AE8 |
| — | NUVEEN DIV ADVANTAGE MUN FD | 76,535 | $993K | 0.1% | $12.97 | $13.95 | — | COM | 67070F100 |
| — | NUVEEN CA MUN MKT OPPORTUNT | 70,681 | $983K | 0.1% | $13.91 | $14.73 | — | COM | 67062U107 |
| HYMB | SPDR SERIES TRUST | 18,000 | $941K | 0.1% | $52.28 * | $28.75 | -9.1% | NUV HGHYLD MUN | 78464A284 |
| — | NEXTERA ENERGY INC | 15,491 | $846K | 0.0% | $54.61 | $55.27 | — | UNIT 09/01/2015 | 65339F887 |
| — | TIBCO SOFTWARE INC | 550,000 | $561K | 0.0% | $1.02 | $0.98 | — | NOTE 2.250% 5/0 | 88632QAB9 |
| MET | METLIFE INC | 7,482 | $351K | 0.0% | $46.91 * | $28.79 | -2.7% | COM | 59156R108 |
| — | ALPHA NATURAL RESOURCES INC | 371,000 | $349K | 0.0% | $0.94 | $0.91 | — | NOTE 2.375% 4/1 | 02076XAA0 |
| — | HEALTH CARE REIT INC | 265,000 | $328K | 0.0% | $1.24 | $1.33 | — | NOTE 3.000%12/0 | 42217KAR7 |
| — | BLACKROCK MUNIHLDGS NJ QLTY | 22,040 | $297K | 0.0% | $13.48 | $14.34 | — | COM | 09254X101 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 242,000 | $268K | 0.0% | $1.11 | $0.98 | — | NOTE 1.000% 7/0 | 874054AD1 |
| — | DYNEGY INC NEW DEL | 13,120 | $253K | 0.0% | $19.28 | $22.56 | — | COM | 26817R108 |
| — | NUVEEN NY AMT-FREE MUN INCOM | 17,036 | $209K | 0.0% | $12.27 | $13.27 | — | COM | 670656107 |
| — | NUVEEN NY DIVID ADVNTG MUN F | 12,886 | $166K | 0.0% | $12.88 | $13.97 | — | COM | 67066X107 |
| — | NUANCE COMMUNICATIONS INC | 136,000 | $155K | 0.0% | $1.14 | $1.15 | — | DBCV 2.750% 8/1 | 67020YAB6 |