Location: New York, NY
CIK: 0000061227 · Show all filings
Period: Q1 2014 (← Previous) (Next →)
Filing Date: May 8, 2014
Total Value: $1.984B (26.6% shares, 73.4% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | GILEAD SCIENCES INC | 25,464,000 | $79.82M | 4.0% | $3.13 | $2.27 | — | NOTE 1.000% 5/0 | 375558AN3 |
| — | DANAHER CORP DEL | 27,742,000 | $60.51M | 3.0% | $2.18 | $1.84 | — | NOTE 1/2 | 235851AF9 |
| — | UNITED TECHNOLOGIES CORP | 816,687 | $54.5M | 2.7% | $66.73 | $59.37 | — | UNIT 99/99/9999 | 913017117 |
| — | TEVA PHARMACEUTICAL FIN LLC | 42,084,000 | $53.61M | 2.7% | $1.27 | $1.05 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| — | SALIX PHARMACEUTICALS INC | 31,361,000 | $53.15M | 2.7% | $1.69 | $1.20 | — | NOTE 1.500% 3/1 | 795435AE6 |
| — | INTEL CORP | 37,164,000 | $52.02M | 2.6% | $1.40 | $1.29 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | METLIFE INC | 1,640,402 | $50.49M | 2.5% | $30.78 | $41.92 | — | UNIT 99/99/9999 | 59156R116 |
| — | TELEFLEX INC | 28,238,000 | $50.18M | 2.5% | $1.78 | $1.35 | — | NOTE 3.875% 8/0 | 879369AA4 |
| — | XILINX INC | 26,327,000 | $49.47M | 2.5% | $1.88 | $1.63 | — | NOTE 2.625% 6/1 | 983919AF8 |
| — | NOVELLUS SYS INC | 27,599,000 | $47.23M | 2.4% | $1.71 | $1.49 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | STANLEY BLACK & DECKER INC | 350,740 | $44.48M | 2.2% | $126.81 | $129.49 | — | UNIT 99/99/9999 | 854502309 |
| — | CONTINENTAL AIRLS INC | 18,058,000 | $42.97M | 2.2% | $2.38 | $1.76 | — | NOTE 4.500% 1/1 | 210795PU8 |
| GM | GENERAL MTRS CO | 1,239,631 | $42.67M | 2.2% | $34.42 * | $23.70 | +9.3% | COM | 37045V100 |
| — | JARDEN CORP | 28,736,000 | $40.08M | 2.0% | $1.39 | $1.42 | — | NOTE 1.875% 9/1 | 471109AH1 |
| — | MICROCHIP TECHNOLOGY INC | 19,965,000 | $37.12M | 1.9% | $1.86 | $1.46 | — | SDCV 2.125%12/1 | 595017AB0 |
| — | CHART INDS INC | 27,364,000 | $36.83M | 1.9% | $1.35 | $1.50 | — | NOTE 2.000% 8/0 | 16115QAC4 |
| — | WABASH NATL CORP | 24,369,000 | $33.94M | 1.7% | $1.39 | $1.22 | — | NOTE 3.375% 5/0 | 929566AH0 |
| — | OMNICARE INC | 31,923,000 | $32.31M | 1.6% | $1.01 | $0.97 | — | NOTE 3.500% 2/1 | 681904AQ1 |
| F | FORD MTR CO DEL | 2,009,500 | $31.35M | 1.6% | $15.60 * | $7.61 | +11.2% | COM PAR $0.01 | 345370860 |
| — | WELLPOINT INC | 21,251,000 | $31.17M | 1.6% | $1.47 | $1.36 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | HELIX ENERGY SOLUTIONS GRP I | 24,232,000 | $30.01M | 1.5% | $1.24 | $1.25 | — | NOTE 3.250% 3/1 | 42330PAG2 |
| — | COVANTA HLDG CORP | 25,613,000 | $29.81M | 1.5% | $1.16 | $1.29 | — | NOTE 3.250% 6/0 | 22282EAC6 |
| — | AIR LEASE CORP | 19,627,000 | $29.8M | 1.5% | $1.52 | $1.34 | — | NOTE 3.875%12/0 | 00912XAK0 |
| — | INTERNATIONAL GAME TECHNOLOG | 28,168,000 | $28.23M | 1.4% | $1.00 | $1.04 | — | NOTE 3.250% 5/0 | 459902AQ5 |
| — | BIOMARIN PHARMACEUTICAL INC | 25,176,000 | $27.68M | 1.4% | $1.10 | $1.06 | — | NOTE 0.750%10/1 | 09061GAE1 |
| — | RPM INTL INC | 23,047,000 | $26.81M | 1.4% | $1.16 | $1.13 | — | NOTE 2.250%12/1 | 749685AT0 |
| — | BOTTOMLINE TECH DEL INC | 20,346,000 | $26.67M | 1.3% | $1.31 | $1.12 | — | NOTE 1.500%12/0 | 101388AA4 |
| — | MGM RESORTS INTERNATIONAL | 17,607,000 | $25.66M | 1.3% | $1.46 | $1.23 | — | NOTE 4.250% 4/1 | 55303QAE0 |
| — | UNITED STATES STL CORP NEW | 18,405,000 | $23.93M | 1.2% | $1.30 | $1.30 | — | NOTE 2.750% 4/0 | 912909AH1 |
| — | NUANCE COMMUNICATIONS INC | 23,446,000 | $23.58M | 1.2% | $1.01 | $1.03 | — | NOTE 2.750%11/0 | 67020YAF7 |
| — | MYLAN INC | 6,298,000 | $23.18M | 1.2% | $3.68 | $2.37 | — | NOTE 3.750% 9/1 | 628530AJ6 |
| — | RTI INTL METALS INC | 22,606,000 | $22.32M | 1.1% | $0.99 | $1.01 | — | NOTE 1.625%10/1 | 74973WAB3 |
| MTNA 6 01/15/16 | ARCELORMITTAL SA LUXEMBOURG | 909,000 | $21.8M | 1.1% | $23.98 | $24.20 | — | MAND CV NT 16 | L0302D178 |
| — | PRICELINE COM INC | 15,117,000 | $21.46M | 1.1% | $1.42 | $1.34 | — | DEBT 1.000% 3/1 | 741503AQ9 |
| — | GOODYEAR TIRE & RUBR CO | 289,513 | $20.96M | 1.1% | $72.41 | $49.32 | — | PFD CONV 5.875% | 382550309 |
| — | IXIA | 19,491,000 | $20.65M | 1.0% | $1.06 | $1.13 | — | NOTE 3.000%12/1 | 45071RAB5 |
| C | CITIGROUP INC | 433,527 | $20.64M | 1.0% | $47.60 * | $36.01 | -1.6% | COM NEW | 172967424 |
| — | FORD MTR CO DEL | 11,050,000 | $20.04M | 1.0% | $1.81 | $1.81 | — | NOTE 4.250%11/1 | 345370CN8 |
| — | HERTZ GLOBAL HOLDINGS INC | 5,912,000 | $19.09M | 1.0% | $3.23 | $2.97 | — | NOTE 5.250% 6/0 | 42805TAA3 |
| — | STANLEY BLACK & DECKER INC | 174,300 | $18.78M | 0.9% | $107.75 | $106.45 | — | UNIT 99/99/9999 | 854502804 |
| — | HOLOGIC INC | 18,259,000 | $18.69M | 0.9% | $1.02 | $0.99 | — | DEBT 2.000% 3/0 | 436440AC5 |
| — | XPO LOGISTICS INC | 9,910,000 | $18.62M | 0.9% | $1.88 | $1.24 | — | NOTE 4.500%10/0 | 983793AA8 |
| — | CIENA CORP | 12,739,000 | $18.09M | 0.9% | $1.42 | $1.31 | — | DEBT 4.000%12/1 | 171779AK7 |
| — | AIRTRAN HLDGS INC | 8,965,000 | $17.45M | 0.9% | $1.95 | $1.43 | — | NOTE 5.250%11/0 | 00949PAD0 |
| — | OMNICARE CAP TR II | 221,980 | $16.29M | 0.8% | $73.40 | $58.93 | — | PFD B TR 4.00% | 68214Q200 |
| — | OMNICOM GROUP INC | 12,197,000 | $16.27M | 0.8% | $1.33 | $1.15 | — | NOTE 7/3 | 681919AV8 |
| — | CADENCE DESIGN SYSTEM INC | 7,758,000 | $16.06M | 0.8% | $2.07 | $1.92 | — | NOTE 2.625% 6/0 | 127387AJ7 |
| — | BANK OF AMERICA CORPORATION | 13,831 | $15.83M | 0.8% | $1144.24 | $1109.56 | — | 7.25%CNV PFD L | 060505682 |
| — | WESCO INTL INC | 5,325,000 | $15.82M | 0.8% | $2.97 | $2.46 | — | DBCV 6.000% 9/1 | 95082PAH8 |
| — | WELLS FARGO & CO NEW | 13,412 | $15.73M | 0.8% | $1172.98 | $1182.99 | — | PERP PFD CNV A | 949746804 |
| — | HORNBECK OFFSHORE SVCS INC N | 13,243,000 | $15.09M | 0.8% | $1.14 | $1.25 | — | NOTE 1.500% 9/0 | 440543AN6 |
| — | INSULET CORP | 8,193,000 | $14.89M | 0.8% | $1.82 | $1.31 | — | NOTE 3.750% 6/1 | 45784PAC5 |
| — | MICRON TECHNOLOGY INC | 6,734,000 | $14.88M | 0.7% | $2.21 | $2.21 | — | NOTE 1.625% 2/1 | 595112AU7 |
| — | WRIGHT MED GROUP INC | 10,792,000 | $14.72M | 0.7% | $1.36 | $1.23 | — | NOTE 2.000% 8/1 | 98235TAC1 |
| — | GOLDCORP INC NEW | 592,000 | $14.49M | 0.7% | $24.48 | $24.73 | — | COM | 380956409 |
| — | LAM RESEARCH CORP | 12,380,000 | $14.39M | 0.7% | $1.16 | $1.06 | — | NOTE 0.500% 5/1 | 512807AJ7 |
| — | BAKER HUGHES INC | 200,500 | $13.04M | 0.7% | $65.02 | $46.13 | — | COM | 057224107 |
| — | RADIAN GROUP INC | 7,659,000 | $11.74M | 0.6% | $1.53 | $1.30 | — | NOTE 2.250% 3/0 | 750236AN1 |
| — | APOLLO INVT CORP | 10,784,000 | $11.5M | 0.6% | $1.07 | $1.06 | — | NOTE 5.750% 1/1 | 03761UAE6 |
| HAL | HALLIBURTON CO | 190,818 | $11.24M | 0.6% | $58.89 * | $33.21 | +42.3% | COM | 406216101 |
| — | NEWPARK RES INC | 8,451,000 | $10.83M | 0.5% | $1.28 | $1.33 | — | NOTE 4.000%10/0 | 651718AC2 |
| — | ALZA CORP | 7,934,000 | $10.75M | 0.5% | $1.36 | $1.18 | — | SDCV 7/2 | 02261WAB5 |
| — | TIDEWATER INC | 204,550 | $9.945M | 0.5% | $48.62 | $58.71 | — | COM | 886423102 |
| AMG | AFFILIATED MANAGERS GROUP | 46,796 | $9.362M | 0.5% | $200.06 * | $190.16 | +1.8% | COM | 008252108 |
| — | INTEL CORP | 7,783,000 | $9.173M | 0.5% | $1.18 | $1.09 | — | SDCV 2.950%12/1 | 458140AD2 |
| — | JANUS CAP GROUP INC | 9,029,000 | $9.063M | 0.5% | $1.00 | $1.05 | — | NOTE 3.250% 7/1 | 47102XAG0 |
| — | MEDICINES CO | 7,109,000 | $8.686M | 0.4% | $1.22 | $1.51 | — | DBCV 1.375% 6/0 | 584688AC9 |
| — | SBA COMMUNICATIONS CORP | 2,618,000 | $7.811M | 0.4% | $2.98 | $2.45 | — | NOTE 4.000%10/0 | 78388JAM8 |
| — | ARES CAP CORP | 6,984,000 | $7.621M | 0.4% | $1.09 | $1.09 | — | NOTE 5.750% 2/0 | 04010LAB9 |
| — | ARES CAP CORP | 6,928,000 | $7.495M | 0.4% | $1.08 | $1.08 | — | NOTE 4.750% 1/1 | 04010LAJ2 |
| — | FLUIDIGM CORP DEL | 6,500,000 | $7.43M | 0.4% | $1.14 | $1.14 | — | NOTE 2.750% 2/0 | 34385PAA6 |
| — | TRIUMPH GROUP INC NEW | 106,863 | $6.901M | 0.3% | $64.58 | $64.58 | — | COM | 896818101 |
| — | LAM RESEARCH CORP | 5,470,000 | $6.79M | 0.3% | $1.24 | $1.11 | — | NOTE 1.250% 5/1 | 512807AL2 |
| — | STEEL DYNAMICS INC | 5,960,000 | $6.448M | 0.3% | $1.08 | $1.07 | — | NOTE 5.125% 6/1 | 858119AP5 |
| — | NUVEEN PA INVT QUALITY MUN F | 483,082 | $6.439M | 0.3% | $13.33 | $13.53 | — | COM | 670972108 |
| — | NUVEEN QUALITY INCOME MUN FD | 473,190 | $6.289M | 0.3% | $13.29 | $12.45 | — | COM | 670977107 |
| — | ON SEMICONDUCTOR CORP | 4,899,000 | $5.978M | 0.3% | $1.22 | $1.15 | — | NOTE 2.625%12/1 | 682189AH8 |
| — | NEWMONT MINING CORP | 5,244,000 | $5.562M | 0.3% | $1.06 | $1.08 | — | NOTE 1.625% 7/1 | 651639AJ5 |
| — | ALLEGHENY TECHNOLOGIES INC | 5,424,000 | $5.54M | 0.3% | $1.02 | $1.03 | — | NOTE 4.250% 6/0 | 01741RAD4 |
| — | HEALTH CARE REIT INC | 97,900 | $5.44M | 0.3% | $55.57 | $57.66 | — | PFD PER CON I | 42217K601 |
| — | SEACOR HOLDINGS INC | 4,522,000 | $5.412M | 0.3% | $1.20 | $1.23 | — | NOTE 2.500%12/1 | 811904AM3 |
| — | NUVEEN MUN OPPORTUNITY FD IN | 362,850 | $4.993M | 0.3% | $13.76 | $13.24 | — | COM | 670984103 |
| — | CAMERON INTERNATIONAL CORP | 80,000 | $4.942M | 0.2% | $61.77 | $61.16 | — | COM | 13342B105 |
| — | TTM TECHNOLOGIES INC | 4,699,000 | $4.837M | 0.2% | $1.03 | $1.01 | — | NOTE 3.250% 5/1 | 87305RAC3 |
| — | U S CONCRETE INC | 204,475 | $4.805M | 0.2% | $23.50 | $16.42 | — | COM NEW | 90333L201 |
| — | CROWN CASTLE INTL CORP | 46,300 | $4.694M | 0.2% | $101.38 | $100.04 | — | CNV PFD STK SR A | 228227500 |
| — | VOLCANO CORPORATION | 4,738,000 | $4.688M | 0.2% | $0.99 | $0.91 | — | NOTE 1.750%12/0 | 928645AB6 |
| XMUIX | BLACKROCK MUNI INTER DR FD I | 294,225 | $4.178M | 0.2% | $14.20 | $13.90 | — | COM | 09253X102 |
| — | NUVEEN PREM INCOME MUN FD 2 | 295,808 | $3.961M | 0.2% | $13.39 | $12.59 | — | COM | 67063W102 |
| ON | ON SEMICONDUCTOR CORP | 400,000 | $3.76M | 0.2% | $9.40 | $8.98 | +4.7% | COM | 682189105 |
| — | TIBCO SOFTWARE INC | 181,948 | $3.697M | 0.2% | $20.32 | $21.40 | — | COM | 88632Q103 |
| — | NUVEEN DIV ADVANTAGE MUN FD | 264,187 | $3.567M | 0.2% | $13.50 | $13.06 | — | COM | 67070F100 |
| — | BLACKROCK MUNIYIELD CALI QLT | 244,952 | $3.547M | 0.2% | $14.48 | $14.21 | — | COM | 09254N103 |
| — | INVESCO ADVANTAGE MUNICIPAL | 314,194 | $3.453M | 0.2% | $10.99 | $10.55 | — | SH BEN INT | 46132E103 |
| — | NUVEEN PREM INCOME MUN FD 4 | 275,738 | $3.422M | 0.2% | $12.41 | $12.13 | — | COM | 6706K4105 |
| — | BLACKROCK MUNIHLDS INVSTM QL | 249,256 | $3.34M | 0.2% | $13.40 | $12.52 | — | COM | 09254P108 |
| — | NUVEEN PERFORMANCE PLUS MUN | 228,660 | $3.309M | 0.2% | $14.47 | $13.53 | — | COM | 67062P108 |
| — | BLACKROCK MUNIYIELD QLTY FD | 212,816 | $2.894M | 0.1% | $13.60 | $12.66 | — | COM | 09254E103 |
| — | NEWMONT MINING CORP | 2,752,000 | $2.757M | 0.1% | $1.00 | $1.01 | — | NOTE 1.250% 7/1 | 651639AH9 |
| — | CIENA CORP | 2,696,000 | $2.742M | 0.1% | $1.02 | $0.96 | — | NOTE 0.875% 6/1 | 171779AE1 |
| — | COMTECH TELECOMMUNICATIONS C | 2,489,000 | $2.55M | 0.1% | $1.02 | $1.02 | — | NOTE 3.000% 5/0 | 205826AF7 |
| — | LIBERTY MEDIA CORP | 4,666,000 | $2.493M | 0.1% | $0.53 | $0.52 | — | DEB 3.500% 1/1 | 530715AN1 |
| — | ENSCO PLC | 47,000 | $2.481M | 0.1% | $52.79 | $58.13 | — | SHS CLASS A | G3157S106 |
| — | BROADSOFT INC | 2,288,000 | $2.411M | 0.1% | $1.05 | $1.05 | — | NOTE 1.500% 7/0 | 11133BAB8 |
| — | BLACKROCK MUNIHOLDINGS FD IN | 154,421 | $2.409M | 0.1% | $15.60 | $15.04 | — | COM | 09253N104 |
| — | WEYERHAEUSER CO | 43,700 | $2.386M | 0.1% | $54.60 | $56.04 | — | PREF CONV SER A | 962166872 |
| — | BLACKROCK MUNIHLDNGS CALI QL | 155,050 | $2.158M | 0.1% | $13.92 | $13.47 | — | COM | 09254L107 |
| SLB | SCHLUMBERGER LTD | 22,000 | $2.145M | 0.1% | $97.50 * | $52.90 | +33.7% | COM | 806857108 |
| — | BLACKROCK MUNIYIELD CALIF FD | 144,553 | $2.125M | 0.1% | $14.70 | $13.97 | — | COM | 09254M105 |
| ATI | ALLEGHENY TECHNOLOGIES INC | 52,353 | $1.973M | 0.1% | $37.69 * | $31.60 | +12.5% | COM | 01741R102 |
| XMQTX | BLACKROCK MUNIY QUALITY FD I | 157,342 | $1.967M | 0.1% | $12.50 | $12.03 | — | COM | 09254G108 |
| — | NUVEEN PREMIER MUN INCOME FD | 139,280 | $1.83M | 0.1% | $13.14 | $12.72 | — | COM | 670988104 |
| — | BLACKROCK FLA MUN 2020 TERM | 116,357 | $1.757M | 0.1% | $15.10 | $15.76 | — | COM SHS | 09250M109 |
| — | BLACKROCK MUNIENHANCED FD IN | 154,530 | $1.687M | 0.1% | $10.92 | $10.40 | — | COM | 09253Y100 |
| — | NUVEEN MICH QUALITY INCOME M | 119,553 | $1.621M | 0.1% | $13.56 | $13.72 | — | COM | 670979103 |
| XMYDX | BLACKROCK MUNIYIELD FD INC | 105,041 | $1.444M | 0.1% | $13.75 | $14.76 | — | COM | 09253W104 |
| — | UNITED STATES STL CORP NEW | 50,000 | $1.381M | 0.1% | $27.62 | $27.62 | — | COM | 912909108 |
| — | NUVEEN CA MUN MKT OPPORTUNT | 95,487 | $1.36M | 0.1% | $14.24 | $14.60 | — | COM | 67062U107 |
| HYMB | SPDR SERIES TRUST | 18,000 | $984K | 0.0% | $54.67 * | $28.75 | -4.9% | NUV HGHYLD MUN | 78464A284 |
| — | NEXTERA ENERGY INC | 15,491 | $950K | 0.0% | $61.33 | $55.27 | — | UNIT 09/01/2015 | 65339F887 |
| — | UNITED STATES STL CORP NEW | 717,000 | $726K | 0.0% | $1.01 | $1.03 | — | NOTE 4.000% 5/1 | 912909AE8 |
| — | RYLAND GROUP INC | 649,000 | $615K | 0.0% | $0.95 | $0.91 | — | NOTE 0.250% 6/0 | 783764AS2 |
| — | ALPHA NATURAL RESOURCES INC | 371,000 | $370K | 0.0% | $1.00 | $0.91 | — | NOTE 2.375% 4/1 | 02076XAA0 |
| — | DYNEGY INC NEW DEL | 13,120 | $327K | 0.0% | $24.92 | $22.56 | — | COM | 26817R108 |
| — | BLACKROCK MUNIHLDGS NJ QLTY | 22,040 | $305K | 0.0% | $13.84 | $14.34 | — | COM | 09254X101 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 242,000 | $298K | 0.0% | $1.23 | $0.98 | — | NOTE 1.000% 7/0 | 874054AD1 |
| — | NUVEEN NY AMT-FREE MUN INCOM | 17,036 | $218K | 0.0% | $12.80 | $13.27 | — | COM | 670656107 |
| — | KB HOME | 189,000 | $195K | 0.0% | $1.03 | $1.04 | — | NOTE 1.375% 2/0 | 48666KAS8 |
| — | RTI INTL METALS INC | 176,000 | $189K | 0.0% | $1.07 | $1.09 | — | NOTE 3.000%12/0 | 74973WAA5 |
| — | NUVEEN NY DIVID ADVNTG MUN F | 12,886 | $171K | 0.0% | $13.27 | $13.97 | — | COM | 67066X107 |
| — | TIBCO SOFTWARE INC | 168,000 | $169K | 0.0% | $1.01 | $0.98 | — | NOTE 2.250% 5/0 | 88632QAB9 |
| — | HEALTH CARE REIT INC | 140,000 | $166K | 0.0% | $1.19 | $1.33 | — | NOTE 3.000%12/0 | 42217KAR7 |
| — | NUANCE COMMUNICATIONS INC | 136,000 | $146K | 0.0% | $1.07 | $1.15 | — | DBCV 2.750% 8/1 | 67020YAB6 |