Location: New York, NY
CIK: 0000061227 · Show all filings
Period: Q3 2014 (← Previous) (Next →)
Filing Date: Oct 24, 2014
Total Value: $1.933B (22.6% shares, 77.4% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | GILEAD SCIENCES INC | 17,113,000 | $79.94M | 4.1% | $4.67 | $3.65 | — | NOTE 1.625% 5/0 | 375558AP8 |
| — | INTEL CORP | 47,268,000 | $79.35M | 4.1% | $1.68 | $1.36 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | DANAHER CORP DEL | 26,969,000 | $59.48M | 3.1% | $2.21 | $1.84 | — | NOTE 1/2 | 235851AF9 |
| — | TEVA PHARMACEUTICAL FIN LLC | 41,092,000 | $52.94M | 2.7% | $1.29 | $1.05 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| — | NOVELLUS SYS INC | 22,880,000 | $49.97M | 2.6% | $2.18 | $1.49 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | METLIFE INC | 1,589,983 | $48.96M | 2.5% | $30.79 | $41.92 | — | UNIT 99/99/9999 | 59156R116 |
| — | TELEFLEX INC | 27,744,000 | $47.91M | 2.5% | $1.73 | $1.35 | — | NOTE 3.875% 8/0 | 879369AA4 |
| — | STANLEY BLACK & DECKER INC | 343,812 | $44.99M | 2.3% | $130.85 | $130.59 | — | UNIT 99/99/9999 | 854502309 |
| — | CONTINENTAL AIRLS INC | 17,850,000 | $44.25M | 2.3% | $2.48 | $1.76 | — | NOTE 4.500% 1/1 | 210795PU8 |
| — | JARDEN CORP | 30,181,000 | $41.35M | 2.1% | $1.37 | $1.41 | — | NOTE 1.875% 9/1 | 471109AH1 |
| — | HELIX ENERGY SOLUTIONS GRP I | 34,039,000 | $39.89M | 2.1% | $1.17 | $1.24 | — | NOTE 3.250% 3/1 | 42330PAG2 |
| — | XILINX INC | 25,672,000 | $38.12M | 2.0% | $1.48 | $1.63 | — | NOTE 2.625% 6/1 | 983919AF8 |
| — | VERINT SYS INC | 34,760,000 | $37.84M | 2.0% | $1.09 | $1.09 | — | NOTE 1.500% 6/0 | 92343XAA8 |
| — | SPANSION LLC | 20,888,000 | $36.55M | 1.9% | $1.75 | $1.75 | — | NOTE 2.000% 9/0 | 84649PAL9 |
| — | MICROCHIP TECHNOLOGY INC | 19,645,000 | $36.54M | 1.9% | $1.86 | $1.46 | — | SDCV 2.125%12/1 | 595017AB0 |
| GM | GENERAL MTRS CO | 1,140,154 | $36.42M | 1.9% | $31.94 * | $23.70 | +3.1% | COM | 37045V100 |
| — | OMNICARE INC | 31,165,000 | $34.31M | 1.8% | $1.10 | $0.97 | — | NOTE 3.500% 2/1 | 681904AQ1 |
| — | ON SEMICONDUCTOR CORP | 29,044,000 | $32.69M | 1.7% | $1.13 | $1.17 | — | NOTE 2.625%12/1 | 682189AH8 |
| — | WABASH NATL CORP | 23,949,000 | $31.58M | 1.6% | $1.32 | $1.22 | — | NOTE 3.375% 5/0 | 929566AH0 |
| — | WELLPOINT INC | 19,093,000 | $31.54M | 1.6% | $1.65 | $1.36 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | SALESFORCE COM INC | 27,980,000 | $31.31M | 1.6% | $1.12 | $1.15 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | CHART INDS INC | 26,349,000 | $30.63M | 1.6% | $1.16 | $1.50 | — | NOTE 2.000% 8/0 | 16115QAC4 |
| — | SALIX PHARMACEUTICALS INC | 11,354,000 | $27.51M | 1.4% | $2.42 | $1.20 | — | NOTE 1.500% 3/1 | 795435AE6 |
| F | FORD MTR CO DEL | 1,844,500 | $27.28M | 1.4% | $14.79 * | $9.38 | -13.2% | COM PAR $0.01 | 345370860 |
| — | BOTTOMLINE TECH DEL INC | 23,755,000 | $26.79M | 1.4% | $1.13 | $1.13 | — | NOTE 1.500%12/0 | 101388AA4 |
| — | AIR LEASE CORP | 19,237,000 | $26.18M | 1.4% | $1.36 | $1.34 | — | NOTE 3.875%12/0 | 00912XAK0 |
| — | RPM INTL INC | 23,112,000 | $26.05M | 1.3% | $1.13 | $1.15 | — | NOTE 2.250%12/1 | 749685AT0 |
| — | BIOMARIN PHARMACEUTICAL INC | 24,283,000 | $25.8M | 1.3% | $1.06 | $1.06 | — | NOTE 0.750%10/1 | 09061GAE1 |
| — | XPO LOGISTICS INC | 10,720,000 | $25.35M | 1.3% | $2.36 | $1.29 | — | NOTE 4.500%10/0 | 983793AA8 |
| — | MACQUARIE INFRASTR CO LLC | 21,346,000 | $23.74M | 1.2% | $1.11 | $1.11 | — | NOTE 2.875% 7/1 | 55608BAA3 |
| — | PRICELINE GRP INC | 20,991,000 | $23.47M | 1.2% | $1.12 | $1.19 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | AIRTRAN HLDGS INC | 9,025,000 | $22.44M | 1.2% | $2.49 | $1.43 | — | NOTE 5.250%11/0 | 00949PAD0 |
| — | NUANCE COMMUNICATIONS INC | 22,456,000 | $22.23M | 1.2% | $0.99 | $1.03 | — | NOTE 2.750%11/0 | 67020YAF7 |
| — | MGM RESORTS INTERNATIONAL | 17,097,000 | $21.56M | 1.1% | $1.26 | $1.23 | — | NOTE 4.250% 4/1 | 55303QAE0 |
| — | CROWN CASTLE INTL CORP | 203,955 | $21.45M | 1.1% | $105.18 | $105.18 | — | CNV PFD STK SR A | 228227500 |
| — | PACIRA PHARMACEUTICALS INC | 5,466,000 | $21.37M | 1.1% | $3.91 | $3.74 | — | NOTE 3.250% 2/0 | 695127AB6 |
| — | RTI INTL METALS INC | 21,908,000 | $21.05M | 1.1% | $0.96 | $1.01 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | PRICELINE GRP INC | 14,408,000 | $19.45M | 1.0% | $1.35 | $1.34 | — | DEBT 1.000% 3/1 | 741503AQ9 |
| MTNA 6 01/15/16 | ARCELORMITTAL SA LUXEMBOURG | 907,200 | $19.17M | 1.0% | $21.13 | $24.20 | — | MAND CV NT 16 | L0302D178 |
| — | STANLEY BLACK & DECKER INC | 170,500 | $19.14M | 1.0% | $112.28 | $112.28 | — | UNIT 99/99/9999 | 854502804 |
| — | HOLOGIC INC | 17,944,000 | $18.93M | 1.0% | $1.06 | $0.99 | — | DEBT 2.000% 3/0 | 436440AC5 |
| — | UNITED STATES STL CORP NEW | 11,469,000 | $18.86M | 1.0% | $1.64 | $1.30 | — | NOTE 2.750% 4/0 | 912909AH1 |
| — | FORD MTR CO DEL | 10,970,000 | $18.84M | 1.0% | $1.72 | $1.81 | — | NOTE 4.250%11/1 | 345370CN8 |
| C | CITIGROUP INC | 346,751 | $17.97M | 0.9% | $51.82 * | $37.42 | +3.1% | COM NEW | 172967424 |
| — | SHUTTERFLY INC | 16,188,000 | $16.77M | 0.9% | $1.04 | $1.01 | — | NOTE 0.250% 5/1 | 82568PAB2 |
| — | MEDIDATA SOLUTIONS INC | 15,470,000 | $16.71M | 0.9% | $1.08 | $1.08 | — | NOTE 1.000% 8/0 | 58471AAB1 |
| — | UNITED TECHNOLOGIES CORP | 275,580 | $16.23M | 0.8% | $58.89 | $59.05 | — | UNIT 99/99/9999 | 913017117 |
| — | BANK AMER CORP | 13,641 | $15.64M | 0.8% | $1146.47 | $1109.56 | — | 7.25%CNV PFD L | 060505682 |
| — | LAM RESEARCH CORP | 12,238,000 | $15.63M | 0.8% | $1.28 | $1.06 | — | NOTE 0.500% 5/1 | 512807AJ7 |
| — | HORNBECK OFFSHORE SVCS INC N | 15,863,000 | $15.55M | 0.8% | $0.98 | $1.25 | — | NOTE 1.500% 9/0 | 440543AN6 |
| — | WELLS FARGO & CO NEW | 12,852 | $15.46M | 0.8% | $1202.54 | $1195.46 | — | PERP PFD CNV A | 949746804 |
| — | TYSON FOODS INC | 303,800 | $15.28M | 0.8% | $50.30 | $50.30 | — | UNIT 99/99/9999 | 902494301 |
| — | WRIGHT MED GROUP INC | 10,736,000 | $14.4M | 0.7% | $1.34 | $1.23 | — | NOTE 2.000% 8/1 | 98235TAC1 |
| — | BAKER HUGHES INC | 200,500 | $13.04M | 0.7% | $65.06 | $46.13 | — | COM | 057224107 |
| — | CUBIST PHARMACEUTICALS INC | 11,307,000 | $12.61M | 0.7% | $1.11 | $1.11 | — | NOTE 1.875% 9/0 | 229678AH0 |
| HAL | HALLIBURTON CO | 190,818 | $12.31M | 0.6% | $64.51 * | $55.20 | -5.8% | COM | 406216101 |
| — | ARES CAP CORP | 11,377,000 | $11.8M | 0.6% | $1.04 | $1.08 | — | NOTE 4.750% 1/1 | 04010LAJ2 |
| — | ALZA CORP | 7,866,000 | $11.54M | 0.6% | $1.47 | $1.18 | — | SDCV 7/2 | 02261WAB5 |
| — | WESCO INTL INC | 4,112,000 | $11.45M | 0.6% | $2.78 | $2.46 | — | DBCV 6.000% 9/1 | 95082PAH8 |
| — | APOLLO INVT CORP | 10,677,000 | $11.16M | 0.6% | $1.05 | $1.06 | — | NOTE 5.750% 1/1 | 03761UAE6 |
| — | NEWPARK RES INC | 8,320,000 | $11.06M | 0.6% | $1.33 | $1.33 | — | NOTE 4.000%10/0 | 651718AC2 |
| — | RADIAN GROUP INC | 7,371,000 | $10.56M | 0.5% | $1.43 | $1.30 | — | NOTE 2.250% 3/0 | 750236AN1 |
| — | ALCOA INC | 200,000 | $9.98M | 0.5% | $49.90 | $49.90 | — | DEP SHS 1/10TH | 013817309 |
| — | INTEL CORP | 7,533,000 | $9.599M | 0.5% | $1.27 | $1.09 | — | SDCV 2.950%12/1 | 458140AD2 |
| — | CUBIST PHARMACEUTICALS INC | 8,549,000 | $9.244M | 0.5% | $1.08 | $1.08 | — | NOTE 1.125% 9/0 | 229678AF4 |
| — | SBA COMMUNICATIONS CORP | 2,487,000 | $9.036M | 0.5% | $3.63 | $2.45 | — | NOTE 4.000%10/0 | 78388JAM8 |
| — | RAMBUS INC DEL | 7,273,000 | $8.905M | 0.5% | $1.22 | $1.22 | — | NOTE 1.125% 8/1 | 750917AE6 |
| — | MEDICINES CO | 7,067,000 | $7.535M | 0.4% | $1.07 | $1.51 | — | DBCV 1.375% 6/0 | 584688AC9 |
| — | DEPOMED INC | 6,978,000 | $7.384M | 0.4% | $1.06 | $1.06 | — | NOTE 2.500% 9/0 | 249908AA2 |
| — | INSULET CORP | 6,804,000 | $7.272M | 0.4% | $1.07 | $1.11 | — | NOTE 2.000% 6/1 | 45784PAD3 |
| — | LAM RESEARCH CORP | 5,189,000 | $6.99M | 0.4% | $1.35 | $1.11 | — | NOTE 1.250% 5/1 | 512807AL2 |
| — | TRIUMPH GROUP INC NEW | 106,863 | $6.951M | 0.4% | $65.05 | $65.05 | — | COM | 896818101 |
| — | CHESAPEAKE ENERGY CORP | 5,883,000 | $5.957M | 0.3% | $1.01 | $1.06 | — | NOTE 2.750%11/1 | 165167BW6 |
| — | NUVEEN PA INVT QUALITY MUN F | 436,516 | $5.945M | 0.3% | $13.62 | $13.62 | — | COM | 670972108 |
| — | BLACKROCK MUNIHLDS INVSTM QL | 426,305 | $5.926M | 0.3% | $13.90 | $13.26 | — | COM | 09254P108 |
| — | HEALTH CARE REIT INC | 97,900 | $5.645M | 0.3% | $57.66 | $57.66 | — | PFD PER CON I | 42217K601 |
| — | NEWMONT MINING CORP | 5,182,000 | $5.315M | 0.3% | $1.03 | $1.08 | — | NOTE 1.625% 7/1 | 651639AJ5 |
| — | CAMERON INTERNATIONAL CORP | 80,000 | $5.31M | 0.3% | $66.38 | $61.16 | — | COM | 13342B105 |
| — | AMERICAN TOWER CORP NEW | 48,200 | $5.23M | 0.3% | $108.51 | $106.38 | — | PFD CONV SER A | 03027X308 |
| — | INVESCO ADVANTAGE MUNICIPAL | 456,083 | $5.19M | 0.3% | $11.38 | $10.94 | — | SH BEN INT | 46132E103 |
| HYMB | SPDR SERIES TRUST | 88,000 | $4.999M | 0.3% | $56.81 * | $28.00 | +1.4% | NUV HGHYLD MUN | 78464A284 |
| — | BLACKROCK MUNIYIELD CALI QLT | 328,366 | $4.784M | 0.2% | $14.57 | $14.36 | — | COM | 09254N103 |
| — | SEACOR HOLDINGS INC | 4,327,000 | $4.716M | 0.2% | $1.09 | $1.23 | — | NOTE 2.500%12/1 | 811904AM3 |
| — | NUVEEN PERFORMANCE PLUS MUN | 312,561 | $4.532M | 0.2% | $14.50 | $14.04 | — | COM | 67062P108 |
| — | TTM TECHNOLOGIES INC | 4,434,000 | $4.489M | 0.2% | $1.01 | $1.01 | — | NOTE 3.250% 5/1 | 87305RAC3 |
| XMUIX | BLACKROCK MUNI INTER DR FD I | 291,392 | $4.216M | 0.2% | $14.47 | $13.90 | — | COM | 09253X102 |
| — | BLACKROCK MUNIHLDNGS CALI QL | 290,740 | $4.137M | 0.2% | $14.23 | $13.85 | — | COM | 09254L107 |
| NGD | NEW GOLD INC CDA | 814,508 | $4.113M | 0.2% | $5.05 * | $6.14 | 0.0% | COM | 644535106 |
| — | CADENCE DESIGN SYSTEM INC | 1,765,000 | $4.025M | 0.2% | $2.28 | $1.92 | — | NOTE 2.625% 6/0 | 127387AJ7 |
| — | VOLCANO CORPORATION | 4,437,000 | $3.841M | 0.2% | $0.87 | $0.91 | — | NOTE 1.750%12/0 | 928645AB6 |
| — | NUVEEN QUALITY INCOME MUN FD | 264,468 | $3.621M | 0.2% | $13.69 | $13.69 | — | COM | 670977107 |
| — | NUVEEN MUN OPPORTUNITY FD IN | 234,647 | $3.344M | 0.2% | $14.25 | $14.25 | — | COM | 670984103 |
| XMUSX | BLACKROCK MUNIHOLDNGS QLTY I | 219,502 | $2.847M | 0.1% | $12.97 | $13.21 | — | COM | 09254A101 |
| — | NUVEEN PREM INCOME MUN FD 2 | 196,004 | $2.695M | 0.1% | $13.75 | $12.59 | — | COM | 67063W102 |
| — | STONE ENERGY CORP | 2,446,000 | $2.585M | 0.1% | $1.06 | $1.27 | — | NOTE 1.750% 3/0 | 861642AN6 |
| — | CIENA CORP | 2,555,000 | $2.506M | 0.1% | $0.98 | $0.96 | — | NOTE 0.875% 6/1 | 171779AE1 |
| — | LIBERTY MEDIA CORP | 4,452,000 | $2.454M | 0.1% | $0.55 | $0.52 | — | DEB 3.500% 1/1 | 530715AN1 |
| — | FLUIDIGM CORP DEL | 2,730,000 | $2.431M | 0.1% | $0.89 | $1.09 | — | NOTE 2.750% 2/0 | 34385PAA6 |
| — | ARES CAP CORP | 2,326,000 | $2.425M | 0.1% | $1.04 | $1.09 | — | NOTE 5.750% 2/0 | 04010LAB9 |
| — | WEYERHAEUSER CO | 43,700 | $2.361M | 0.1% | $54.03 | $54.03 | — | PREF CONV SER A | 962166872 |
| — | NUVEEN DIV ADVANTAGE MUN FD | 142,505 | $1.985M | 0.1% | $13.93 | $13.06 | — | COM | 67070F100 |
| — | BLACKROCK MUNIHOLDINGS FD IN | 120,795 | $1.945M | 0.1% | $16.10 | $15.04 | — | COM | 09253N104 |
| — | NUVEEN PREM INCOME MUN FD 4 | 144,999 | $1.846M | 0.1% | $12.73 | $12.13 | — | COM | 6706K4105 |
| — | GOLDCORP INC NEW | 77,990 | $1.796M | 0.1% | $23.03 | $23.03 | — | COM | 380956409 |
| — | BLACKROCK FLA MUN 2020 TERM | 116,357 | $1.743M | 0.1% | $14.98 | $15.76 | — | COM SHS | 09250M109 |
| — | NUVEEN MICH QUALITY INCOME M | 119,553 | $1.631M | 0.1% | $13.64 | $13.64 | — | COM | 670979103 |
| XMQTX | BLACKROCK MUNIY QUALITY FD I | 121,024 | $1.548M | 0.1% | $12.79 | $12.79 | — | COM | 09254G108 |
| XMYDX | BLACKROCK MUNIYIELD FD INC | 105,041 | $1.491M | 0.1% | $14.19 | $14.76 | — | COM | 09253W104 |
| — | BLACKROCK MUNIYIELD QLTY FD | 89,461 | $1.227M | 0.1% | $13.72 | $12.95 | — | COM | 09254E103 |
| — | DOMINION RES INC VA NEW | 23,200 | $1.153M | 0.1% | $49.70 | $49.70 | — | UNIT 99/99/9999 | 25746U869 |
| — | NUVEEN CA DIVIDEND ADV MUN F | 74,048 | $1.055M | 0.1% | $14.25 | $13.96 | — | COM | 67066Y105 |
| — | INFINERA CORPORATION | 936,000 | $1.048M | 0.1% | $1.12 | $1.05 | — | DBCV 1.750% 6/0 | 45667GAB9 |
| — | NEXTERA ENERGY INC | 15,491 | $928K | 0.0% | $59.91 | $55.27 | — | UNIT 09/01/2015 | 65339F887 |
| — | BLACKROCK MUNIYLD INVST QLTY | 61,140 | $815K | 0.0% | $13.33 | $13.43 | — | COM | 09254T100 |
| — | BLACKROCK MUNIC BD INVST TR | 50,000 | $718K | 0.0% | $14.36 | $14.56 | — | COM | 09249K107 |
| — | NUVEEN PREMIER MUN INCOME FD | 49,496 | $666K | 0.0% | $13.46 | $13.46 | — | COM | 670988104 |
| — | CORNERSTONE ONDEMAND INC | 409,000 | $407K | 0.0% | $1.00 | $1.00 | — | NOTE 1.500% 7/0 | 21925YAB9 |
| — | DYNEGY INC NEW DEL | 13,120 | $379K | 0.0% | $28.89 | $22.56 | — | COM | 26817R108 |
| — | ALPHA NATURAL RESOURCES INC | 371,000 | $357K | 0.0% | $0.96 | $0.91 | — | NOTE 2.375% 4/1 | 02076XAA0 |
| — | JDS UNIPHASE CORP | 346,000 | $348K | 0.0% | $1.01 | $1.01 | — | DBCV 0.625% 8/1 | 46612JAF8 |
| — | BLACKROCK MUNIHLDGS NJ QLTY | 22,040 | $308K | 0.0% | $13.97 | $14.34 | — | COM | 09254X101 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 242,000 | $300K | 0.0% | $1.24 | $0.98 | — | NOTE 1.000% 7/0 | 874054AD1 |
| — | BLACKROCK MUNIYIELD CALIF FD | 18,773 | $284K | 0.0% | $15.13 | $13.97 | — | COM | 09254M105 |
| — | BLACKROCK MUNIENHANCED FD IN | 25,000 | $280K | 0.0% | $11.20 | $10.40 | — | COM | 09253Y100 |
| — | NUVEEN NY AMT FREE MUN INCOM | 17,036 | $218K | 0.0% | $12.80 | $12.80 | — | COM | 670656107 |
| — | RTI INTL METALS INC | 176,000 | $181K | 0.0% | $1.03 | $1.09 | — | NOTE 3.000%12/0 | 74973WAA5 |
| — | CIENA CORP | 150,000 | $180K | 0.0% | $1.20 | $1.31 | — | DEBT 4.000%12/1 | 171779AK7 |
| — | NUVEEN NY DIVID ADVNTG MUN F | 12,886 | $172K | 0.0% | $13.35 | $13.97 | — | COM | 67066X107 |
| — | TIBCO SOFTWARE INC | 168,000 | $169K | 0.0% | $1.01 | $0.98 | — | NOTE 2.250% 5/0 | 88632QAB9 |
| — | KB HOME | 160,000 | $155K | 0.0% | $0.97 | $1.04 | — | NOTE 1.375% 2/0 | 48666KAS8 |
| — | HEALTH CARE REIT INC | 88,000 | $108K | 0.0% | $1.23 | $1.33 | — | NOTE 3.000%12/0 | 42217KAR7 |
| — | BROADSOFT INC | 92,000 | $91,000 | 0.0% | $0.99 | $1.04 | — | NOTE 1.500% 7/0 | 11133BAB8 |
| — | ALCOA INC | 3,109 | $50,000 | 0.0% | $16.08 | $16.08 | — | COM | 013817101 |
| CWB | SPDR SERIES TRUST | 566 | $28,000 | 0.0% | $49.47 | $50.33 | -1.4% | BRC CNV SECS ETF | 78464A359 |
| — | VERINT SYS INC | 53 | $3,000 | 0.0% | $56.60 | $56.60 | — | COM | 92343X100 |