Location: New York, NY
CIK: 0000061227 · Show all filings
Period: Q2 2014 (← Previous) (Next →)
Filing Date: Jul 22, 2014
Total Value: $1.815B (15.8% shares, 84.2% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | GILEAD SCIENCES INC | 24,013,000 | $87.57M | 4.8% | $3.65 | $3.65 | — | NOTE 1.625% 5/0 | 375558AP8 |
| — | INTEL CORP | 41,643,000 | $64.31M | 3.5% | $1.54 | $1.31 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | DANAHER CORP DEL | 27,163,000 | $62.2M | 3.4% | $2.29 | $1.84 | — | NOTE 1/2 | 235851AF9 |
| — | SALIX PHARMACEUTICALS INC | 31,471,000 | $61.92M | 3.4% | $1.97 | $1.20 | — | NOTE 1.500% 3/1 | 795435AE6 |
| — | TEVA PHARMACEUTICAL FIN LLC | 41,286,000 | $52.95M | 2.9% | $1.28 | $1.05 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| — | METLIFE INC | 1,602,166 | $51.21M | 2.8% | $31.96 | $41.92 | — | UNIT 99/99/9999 | 59156R116 |
| — | TELEFLEX INC | 27,968,000 | $49.16M | 2.7% | $1.76 | $1.35 | — | NOTE 3.875% 8/0 | 879369AA4 |
| — | NOVELLUS SYS INC | 22,968,000 | $46.58M | 2.6% | $2.03 | $1.49 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | XILINX INC | 25,736,000 | $42.75M | 2.4% | $1.66 | $1.63 | — | NOTE 2.625% 6/1 | 983919AF8 |
| GM | GENERAL MTRS CO | 1,169,154 | $42.44M | 2.3% | $36.30 * | $23.70 | +16.2% | COM | 37045V100 |
| — | JARDEN CORP | 30,504,000 | $42.16M | 2.3% | $1.38 | $1.41 | — | NOTE 1.875% 9/1 | 471109AH1 |
| — | CONTINENTAL AIRLS INC | 17,970,000 | $39.47M | 2.2% | $2.20 | $1.76 | — | NOTE 4.500% 1/1 | 210795PU8 |
| — | MICROCHIP TECHNOLOGY INC | 19,736,000 | $37.8M | 2.1% | $1.92 | $1.46 | — | SDCV 2.125%12/1 | 595017AB0 |
| — | CHART INDS INC | 26,558,000 | $37.21M | 2.1% | $1.40 | $1.50 | — | NOTE 2.000% 8/0 | 16115QAC4 |
| — | OMNICARE INC | 31,419,000 | $35.69M | 2.0% | $1.14 | $0.97 | — | NOTE 3.500% 2/1 | 681904AQ1 |
| — | HELIX ENERGY SOLUTIONS GRP I | 26,370,000 | $35.65M | 2.0% | $1.35 | $1.26 | — | NOTE 3.250% 3/1 | 42330PAG2 |
| — | RPM INTL INC | 28,211,000 | $35.2M | 1.9% | $1.25 | $1.15 | — | NOTE 2.250%12/1 | 749685AT0 |
| — | ON SEMICONDUCTOR CORP | 29,203,000 | $34.38M | 1.9% | $1.18 | $1.17 | — | NOTE 2.625%12/1 | 682189AH8 |
| — | WABASH NATL CORP | 24,147,000 | $33.86M | 1.9% | $1.40 | $1.22 | — | NOTE 3.375% 5/0 | 929566AH0 |
| — | SALESFORCE COM INC | 28,136,000 | $32.41M | 1.8% | $1.15 | $1.15 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | WELLPOINT INC | 19,144,000 | $29.42M | 1.6% | $1.54 | $1.36 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | AIR LEASE CORP | 19,317,000 | $29.09M | 1.6% | $1.51 | $1.34 | — | NOTE 3.875%12/0 | 00912XAK0 |
| — | BOTTOMLINE TECH DEL INC | 23,863,000 | $28.25M | 1.6% | $1.18 | $1.13 | — | NOTE 1.500%12/0 | 101388AA4 |
| — | BIOMARIN PHARMACEUTICAL INC | 24,457,000 | $25.39M | 1.4% | $1.04 | $1.06 | — | NOTE 0.750%10/1 | 09061GAE1 |
| — | PACIRA PHARMACEUTICALS INC | 6,785,000 | $25.35M | 1.4% | $3.74 | $3.74 | — | NOTE 3.250% 2/0 | 695127AB6 |
| — | MGM RESORTS INTERNATIONAL | 17,191,000 | $25.27M | 1.4% | $1.47 | $1.23 | — | NOTE 4.250% 4/1 | 55303QAE0 |
| — | PRICELINE GRP INC | 20,991,000 | $24.89M | 1.4% | $1.19 | $1.19 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | NUANCE COMMUNICATIONS INC | 22,590,000 | $22.64M | 1.2% | $1.00 | $1.03 | — | NOTE 2.750%11/0 | 67020YAF7 |
| — | UNITED STATES STL CORP NEW | 18,012,000 | $22.45M | 1.2% | $1.25 | $1.30 | — | NOTE 2.750% 4/0 | 912909AH1 |
| — | RTI INTL METALS INC | 21,954,000 | $22.13M | 1.2% | $1.01 | $1.01 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | FORD MTR CO DEL | 11,018,000 | $22.05M | 1.2% | $2.00 | $1.81 | — | NOTE 4.250%11/1 | 345370CN8 |
| — | PRICELINE GRP INC | 14,451,000 | $20.54M | 1.1% | $1.42 | $1.34 | — | DEBT 1.000% 3/1 | 741503AQ9 |
| MTNA 6 01/15/16 | ARCELORMITTAL SA LUXEMBOURG | 907,200 | $20.4M | 1.1% | $22.49 | $24.20 | — | MAND CV NT 16 | L0302D178 |
| — | MICRON TECHNOLOGY INC | 6,734,000 | $20.3M | 1.1% | $3.01 | $2.21 | — | NOTE 1.625% 2/1 | 595112AU7 |
| — | XPO LOGISTICS INC | 10,771,000 | $20.08M | 1.1% | $1.86 | $1.29 | — | NOTE 4.500%10/0 | 983793AA8 |
| — | HOLOGIC INC | 18,042,000 | $19.76M | 1.1% | $1.10 | $0.99 | — | DEBT 2.000% 3/0 | 436440AC5 |
| — | HORNBECK OFFSHORE SVCS INC N | 16,033,000 | $19.42M | 1.1% | $1.21 | $1.25 | — | NOTE 1.500% 9/0 | 440543AN6 |
| — | IXIA | 19,159,000 | $19.27M | 1.1% | $1.01 | $1.13 | — | NOTE 3.000%12/1 | 45071RAB5 |
| — | AIRTRAN HLDGS INC | 9,025,000 | $19.16M | 1.1% | $2.12 | $1.43 | — | NOTE 5.250%11/0 | 00949PAD0 |
| — | OMNICARE CAP TR II | 221,090 | $18.03M | 1.0% | $81.54 | $58.93 | — | PFD B TR 4.00% | 68214Q200 |
| — | CADENCE DESIGN SYSTEM INC | 7,540,000 | $17.54M | 1.0% | $2.33 | $1.92 | — | NOTE 2.625% 6/0 | 127387AJ7 |
| — | CIENA CORP | 12,279,000 | $17.07M | 0.9% | $1.39 | $1.31 | — | DEBT 4.000%12/1 | 171779AK7 |
| — | SHUTTERFLY INC | 16,188,000 | $16.34M | 0.9% | $1.01 | $1.01 | — | NOTE 0.250% 5/1 | 82568PAB2 |
| — | BANK OF AMERICA CORPORATION | 13,841 | $16.21M | 0.9% | $1170.87 | $1109.56 | — | 7.25%CNV PFD L | 060505682 |
| — | OMNICOM GROUP INC | 11,784,000 | $15.59M | 0.9% | $1.32 | $1.15 | — | NOTE 7/3 | 681919AV8 |
| — | LAM RESEARCH CORP | 12,380,000 | $15.47M | 0.9% | $1.25 | $1.06 | — | NOTE 0.500% 5/1 | 512807AJ7 |
| — | BAKER HUGHES INC | 200,500 | $14.93M | 0.8% | $74.45 | $46.13 | — | COM | 057224107 |
| — | WRIGHT MED GROUP INC | 10,792,000 | $14.85M | 0.8% | $1.38 | $1.23 | — | NOTE 2.000% 8/1 | 98235TAC1 |
| — | WESCO INTL INC | 4,148,000 | $12.73M | 0.7% | $3.07 | $2.46 | — | DBCV 6.000% 9/1 | 95082PAH8 |
| — | ARES CAP CORP | 11,377,000 | $12.13M | 0.7% | $1.07 | $1.08 | — | NOTE 4.750% 1/1 | 04010LAJ2 |
| — | ALZA CORP | 7,934,000 | $11.45M | 0.6% | $1.44 | $1.18 | — | SDCV 7/2 | 02261WAB5 |
| — | APOLLO INVT CORP | 10,677,000 | $11.34M | 0.6% | $1.06 | $1.06 | — | NOTE 5.750% 1/1 | 03761UAE6 |
| — | NEWPARK RES INC | 8,364,000 | $11.23M | 0.6% | $1.34 | $1.33 | — | NOTE 4.000%10/0 | 651718AC2 |
| — | RADIAN GROUP INC | 7,420,000 | $11.16M | 0.6% | $1.50 | $1.30 | — | NOTE 2.250% 3/0 | 750236AN1 |
| — | INTEL CORP | 7,692,000 | $9.576M | 0.5% | $1.24 | $1.09 | — | SDCV 2.950%12/1 | 458140AD2 |
| — | JANUS CAP GROUP INC | 9,029,000 | $9.108M | 0.5% | $1.01 | $1.05 | — | NOTE 3.250% 7/1 | 47102XAG0 |
| — | STANLEY BLACK & DECKER INC | 66,736 | $8.782M | 0.5% | $131.59 | $129.49 | — | UNIT 99/99/9999 | 854502309 |
| — | MEDICINES CO | 7,109,000 | $8.726M | 0.5% | $1.23 | $1.51 | — | DBCV 1.375% 6/0 | 584688AC9 |
| — | FLUIDIGM CORP DEL | 9,097,000 | $8.64M | 0.5% | $0.95 | $1.09 | — | NOTE 2.750% 2/0 | 34385PAA6 |
| — | SBA COMMUNICATIONS CORP | 2,531,000 | $8.47M | 0.5% | $3.35 | $2.45 | — | NOTE 4.000%10/0 | 78388JAM8 |
| — | INSULET CORP | 6,818,000 | $7.555M | 0.4% | $1.11 | $1.11 | — | NOTE 2.000% 6/1 | 45784PAD3 |
| — | BLACKROCK MUNIHLDS INVSTM QL | 544,256 | $7.554M | 0.4% | $13.88 | $13.26 | — | COM | 09254P108 |
| — | LAM RESEARCH CORP | 5,276,000 | $7.212M | 0.4% | $1.37 | $1.11 | — | NOTE 1.250% 5/1 | 512807AL2 |
| — | INVESCO ADVANTAGE MUNICIPAL | 611,794 | $6.944M | 0.4% | $11.35 | $10.94 | — | SH BEN INT | 46132E103 |
| BAC | BANK OF AMERICA CORPORATION | 450,000 | $6.917M | 0.4% | $15.37 * | $12.24 | -1.0% | COM | 060505104 |
| — | CHESAPEAKE ENERGY CORP | 6,005,000 | $6.365M | 0.4% | $1.06 | $1.06 | — | NOTE 2.750%11/1 | 165167BW6 |
| — | NUVEEN PERFORMANCE PLUS MUN | 418,660 | $6.138M | 0.3% | $14.66 | $14.04 | — | COM | 67062P108 |
| — | UNITED TECHNOLOGIES CORP | 93,257 | $6.079M | 0.3% | $65.19 | $59.37 | — | UNIT 99/99/9999 | 913017117 |
| — | MYLAN INC | 1,561,000 | $6.06M | 0.3% | $3.88 | $2.37 | — | NOTE 3.750% 9/1 | 628530AJ6 |
| — | HEALTH CARE REIT INC | 97,900 | $5.687M | 0.3% | $58.09 | $57.66 | — | PFD PER CON I | 42217K601 |
| — | WELLS FARGO & CO NEW | 4,654 | $5.653M | 0.3% | $1214.65 | $1182.99 | — | PERP PFD CNV A | 949746804 |
| — | NEWMONT MINING CORP | 5,182,000 | $5.483M | 0.3% | $1.06 | $1.08 | — | NOTE 1.625% 7/1 | 651639AJ5 |
| — | CAMERON INTERNATIONAL CORP | 80,000 | $5.417M | 0.3% | $67.71 | $61.16 | — | COM | 13342B105 |
| — | BROADSOFT INC | 5,189,000 | $5.303M | 0.3% | $1.02 | $1.04 | — | NOTE 1.500% 7/0 | 11133BAB8 |
| — | AMERICAN TOWER CORP NEW | 48,300 | $5.138M | 0.3% | $106.38 | $106.38 | — | PFD CONV SER A | 03027X308 |
| — | BLACKROCK MUNIYIELD CALI QLT | 344,852 | $5.08M | 0.3% | $14.73 | $14.36 | — | COM | 09254N103 |
| — | SEACOR HOLDINGS INC | 4,357,000 | $4.994M | 0.3% | $1.15 | $1.23 | — | NOTE 2.500%12/1 | 811904AM3 |
| HYMB | SPDR SERIES TRUST | 88,000 | $4.954M | 0.3% | $56.30 * | $28.00 | +0.5% | NUV HGHYLD MUN | 78464A284 |
| — | BLACKROCK MUNIYIELD QLTY FD | 362,501 | $4.848M | 0.3% | $13.37 | $12.95 | — | COM | 09254E103 |
| — | TTM TECHNOLOGIES INC | 4,522,000 | $4.595M | 0.3% | $1.02 | $1.01 | — | NOTE 3.250% 5/1 | 87305RAC3 |
| — | VOLCANO CORPORATION | 4,534,000 | $4.378M | 0.2% | $0.97 | $0.91 | — | NOTE 1.750%12/0 | 928645AB6 |
| XMUIX | BLACKROCK MUNI INTER DR FD I | 294,225 | $4.296M | 0.2% | $14.60 | $13.90 | — | COM | 09253X102 |
| — | NUVEEN PREM INCOME MUN FD 2 | 295,808 | $4.094M | 0.2% | $13.84 | $12.59 | — | COM | 67063W102 |
| — | INFINERA CORPORATION | 3,512,000 | $3.705M | 0.2% | $1.05 | $1.05 | — | DBCV 1.750% 6/0 | 45667GAB9 |
| — | NUVEEN DIV ADVANTAGE MUN FD | 264,187 | $3.672M | 0.2% | $13.90 | $13.06 | — | COM | 67070F100 |
| — | TIBCO SOFTWARE INC | 181,948 | $3.67M | 0.2% | $20.17 | $21.40 | — | COM | 88632Q103 |
| — | BLACKROCK MUNIHLDNGS CALI QL | 255,050 | $3.652M | 0.2% | $14.32 | $13.80 | — | COM | 09254L107 |
| — | NUVEEN PREM INCOME MUN FD 4 | 275,738 | $3.538M | 0.2% | $12.83 | $12.13 | — | COM | 6706K4105 |
| — | STONE ENERGY CORP | 2,508,000 | $3.174M | 0.2% | $1.27 | $1.27 | — | NOTE 1.750% 3/0 | 861642AN6 |
| XMUSX | BLACKROCK MUNIHOLDNGS QLTY I | 219,502 | $2.9M | 0.2% | $13.21 | $13.21 | — | COM | 09254A101 |
| — | ENSCO PLC | 47,000 | $2.612M | 0.1% | $55.57 | $58.13 | — | SHS CLASS A | G3157S106 |
| — | NEWMONT MINING CORP | 2,593,000 | $2.593M | 0.1% | $1.00 | $1.01 | — | NOTE 1.250% 7/1 | 651639AH9 |
| — | CIENA CORP | 2,600,000 | $2.578M | 0.1% | $0.99 | $0.96 | — | NOTE 0.875% 6/1 | 171779AE1 |
| — | ARES CAP CORP | 2,371,000 | $2.519M | 0.1% | $1.06 | $1.09 | — | NOTE 5.750% 2/0 | 04010LAB9 |
| — | LIBERTY MEDIA CORP | 4,452,000 | $2.457M | 0.1% | $0.55 | $0.52 | — | DEB 3.500% 1/1 | 530715AN1 |
| — | BLACKROCK MUNIYIELD CALIF FD | 144,553 | $2.184M | 0.1% | $15.11 | $13.97 | — | COM | 09254M105 |
| — | BLACKROCK MUNIHOLDINGS FD IN | 129,903 | $2.108M | 0.1% | $16.23 | $15.04 | — | COM | 09253N104 |
| — | BLACKROCK FLA MUN 2020 TERM | 116,357 | $1.798M | 0.1% | $15.45 | $15.76 | — | COM SHS | 09250M109 |
| — | BLACKROCK MUNIENHANCED FD IN | 154,530 | $1.728M | 0.1% | $11.18 | $10.40 | — | COM | 09253Y100 |
| XMYDX | BLACKROCK MUNIYIELD FD INC | 105,041 | $1.512M | 0.1% | $14.39 | $14.76 | — | COM | 09253W104 |
| — | NUVEEN CA DIVIDEND ADV MUN F | 100,036 | $1.397M | 0.1% | $13.96 | $13.96 | — | COM | 67066Y105 |
| — | NEXTERA ENERGY INC | 15,491 | $1.007M | 0.1% | $65.01 | $55.27 | — | UNIT 09/01/2015 | 65339F887 |
| — | MARKET VECTORS ETF TR | 32,490 | $980K | 0.1% | $30.16 | $30.16 | — | HG YLD MUN ETF | 57060U878 |
| — | BLACKROCK MUNIYLD INVST QLTY | 61,140 | $821K | 0.0% | $13.43 | $13.43 | — | COM | 09254T100 |
| — | BLACKROCK MUNIC BD INVST TR | 50,000 | $728K | 0.0% | $14.56 | $14.56 | — | COM | 09249K107 |
| — | DYNEGY INC NEW DEL | 13,120 | $457K | 0.0% | $34.83 | $22.56 | — | COM | 26817R108 |
| — | ALPHA NATURAL RESOURCES INC | 371,000 | $368K | 0.0% | $0.99 | $0.91 | — | NOTE 2.375% 4/1 | 02076XAA0 |
| — | BLACKROCK MUNIHLDGS NJ QLTY | 22,040 | $316K | 0.0% | $14.34 | $14.34 | — | COM | 09254X101 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 242,000 | $297K | 0.0% | $1.23 | $0.98 | — | NOTE 1.000% 7/0 | 874054AD1 |
| — | RTI INTL METALS INC | 176,000 | $183K | 0.0% | $1.04 | $1.09 | — | NOTE 3.000%12/0 | 74973WAA5 |
| — | NUVEEN NY DIVID ADVNTG MUN F | 12,886 | $177K | 0.0% | $13.74 | $13.97 | — | COM | 67066X107 |
| — | TIBCO SOFTWARE INC | 168,000 | $170K | 0.0% | $1.01 | $0.98 | — | NOTE 2.250% 5/0 | 88632QAB9 |
| — | KB HOME | 160,000 | $162K | 0.0% | $1.01 | $1.04 | — | NOTE 1.375% 2/0 | 48666KAS8 |
| — | NUANCE COMMUNICATIONS INC | 136,000 | $144K | 0.0% | $1.06 | $1.15 | — | DBCV 2.750% 8/1 | 67020YAB6 |
| — | HEALTH CARE REIT INC | 88,000 | $109K | 0.0% | $1.24 | $1.33 | — | NOTE 3.000%12/0 | 42217KAR7 |