Location: New York, NY
CIK: 0000061227 · Show all filings
Period: Q4 2014 (← Previous) (Next →)
Filing Date: Jan 29, 2015
Total Value: $1.941B (20.3% shares, 79.7% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | INTEL CORP | 42,346,000 | $73.7M | 3.8% | $1.74 | $1.36 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | GILEAD SCIENCES INC | 17,002,000 | $70.39M | 3.6% | $4.14 | $3.65 | — | NOTE 1.625% 5/0 | 375558AP8 |
| — | DANAHER CORP DEL | 26,780,000 | $66.64M | 3.4% | $2.49 | $1.84 | — | NOTE 1/2 | 235851AF9 |
| — | CONTINENTAL AIRLS INC | 17,756,000 | $62.26M | 3.2% | $3.51 | $1.76 | — | NOTE 4.500% 1/1 | 210795PU8 |
| — | XILINX INC | 38,022,000 | $57.39M | 3.0% | $1.51 | $1.59 | — | NOTE 2.625% 6/1 | 983919AF8 |
| — | TEVA PHARMACEUTICAL FIN LLC | 40,943,000 | $56.12M | 2.9% | $1.37 | $1.05 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| — | NOVELLUS SYS INC | 22,778,000 | $52.32M | 2.7% | $2.30 | $1.49 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | TELEFLEX INC | 27,633,000 | $51.95M | 2.7% | $1.88 | $1.35 | — | NOTE 3.875% 8/0 | 879369AA4 |
| — | STANLEY BLACK & DECKER INC | 341,280 | $47.22M | 2.4% | $138.37 | $130.59 | — | UNIT 99/99/9999 | 854502309 |
| — | JARDEN CORP | 29,957,000 | $47.09M | 2.4% | $1.57 | $1.41 | — | NOTE 1.875% 9/1 | 471109AH1 |
| — | UNITED TECHNOLOGIES CORP | 639,780 | $39.24M | 2.0% | $61.33 | $60.35 | — | UNIT 99/99/9999 | 913017117 |
| — | MICROCHIP TECHNOLOGY INC | 21,778,000 | $38.95M | 2.0% | $1.79 | $1.49 | — | SDCV 2.125%12/1 | 595017AB0 |
| — | ON SEMICONDUCTOR CORP | 32,355,000 | $38.56M | 2.0% | $1.19 | $1.18 | — | NOTE 2.625%12/1 | 682189AH8 |
| — | VERINT SYS INC | 34,550,000 | $38.28M | 2.0% | $1.11 | $1.09 | — | NOTE 1.500% 6/0 | 92343XAA8 |
| — | SALESFORCE COM INC | 32,904,000 | $37.56M | 1.9% | $1.14 | $1.15 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | HELIX ENERGY SOLUTIONS GRP I | 33,614,000 | $37.44M | 1.9% | $1.11 | $1.24 | — | NOTE 3.250% 3/1 | 42330PAG2 |
| GM | GENERAL MTRS CO | 1,070,884 | $37.38M | 1.9% | $34.91 * | $23.70 | +13.7% | COM | 37045V100 |
| — | OMNICARE INC | 30,748,000 | $36.85M | 1.9% | $1.20 | $0.97 | — | NOTE 3.500% 2/1 | 681904AQ1 |
| — | UNITED STATES STL CORP NEW | 27,630,000 | $34.46M | 1.8% | $1.25 | $1.27 | — | NOTE 2.750% 4/0 | 912909AH1 |
| — | PRICELINE GRP INC | 25,314,000 | $33.75M | 1.7% | $1.33 | $1.34 | — | DEBT 1.000% 3/1 | 741503AQ9 |
| — | WABASH NATL CORP | 23,851,000 | $30.34M | 1.6% | $1.27 | $1.22 | — | NOTE 3.375% 5/0 | 929566AH0 |
| F | FORD MTR CO DEL | 1,844,500 | $28.59M | 1.5% | $15.50 * | $9.38 | -8.3% | COM PAR $0.01 | 345370860 |
| — | BIOMARIN PHARMACEUTICAL INC | 24,092,000 | $28.41M | 1.5% | $1.18 | $1.06 | — | NOTE 0.750%10/1 | 09061GAE1 |
| — | CHART INDS INC | 28,304,000 | $27.2M | 1.4% | $0.96 | $1.47 | — | NOTE 2.000% 8/0 | 16115QAC4 |
| — | XPO LOGISTICS INC | 10,647,000 | $27.14M | 1.4% | $2.55 | $1.29 | — | NOTE 4.500%10/0 | 983793AA8 |
| — | AIR LEASE CORP | 19,041,000 | $26.09M | 1.3% | $1.37 | $1.34 | — | NOTE 3.875%12/0 | 00912XAK0 |
| — | AIRTRAN HLDGS INC | 8,724,000 | $25.58M | 1.3% | $2.93 | $1.43 | — | NOTE 5.250%11/0 | 00949PAD0 |
| — | BOTTOMLINE TECH DEL INC | 23,509,000 | $25.02M | 1.3% | $1.06 | $1.13 | — | NOTE 1.500%12/0 | 101388AA4 |
| — | MACQUARIE INFRASTR CO LLC | 21,607,000 | $24.63M | 1.3% | $1.14 | $1.11 | — | NOTE 2.875% 7/1 | 55608BAA3 |
| — | SANDISK CORP | 20,016,000 | $24.14M | 1.2% | $1.21 | $1.21 | — | NOTE 0.500%10/1 | 80004CAF8 |
| — | PRICELINE GRP INC | 20,991,000 | $23.51M | 1.2% | $1.12 | $1.19 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | NUANCE COMMUNICATIONS INC | 22,243,000 | $22.26M | 1.1% | $1.00 | $1.03 | — | NOTE 2.750%11/0 | 67020YAF7 |
| — | RTI INTL METALS INC | 21,809,000 | $21.29M | 1.1% | $0.98 | $1.01 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | CROWN CASTLE INTL CORP NEW | 203,955 | $21M | 1.1% | $102.99 | $102.99 | — | CNV PFD STK SR A | 22822V200 |
| — | SALIX PHARMACEUTICALS INC | 11,217,000 | $20.49M | 1.1% | $1.83 | $1.20 | — | NOTE 1.500% 3/1 | 795435AE6 |
| — | MGM RESORTS INTERNATIONAL | 16,927,000 | $20.01M | 1.0% | $1.18 | $1.23 | — | NOTE 4.250% 4/1 | 55303QAE0 |
| — | STANLEY BLACK & DECKER INC | 170,500 | $19.95M | 1.0% | $117.02 | $112.28 | — | UNIT 99/99/9999 | 854502804 |
| — | HOLOGIC INC | 17,766,000 | $19.82M | 1.0% | $1.12 | $0.99 | — | DEBT 2.000% 3/0 | 436440AC5 |
| — | PACIRA PHARMACEUTICALS INC | 5,466,000 | $19.57M | 1.0% | $3.58 | $3.74 | — | NOTE 3.250% 2/0 | 695127AB6 |
| — | PROOFPOINT INC | 13,259,000 | $18.17M | 0.9% | $1.37 | $1.37 | — | NOTE 1.250%12/1 | 743424AB9 |
| — | RPM INTL INC | 15,007,000 | $17.56M | 0.9% | $1.17 | $1.15 | — | NOTE 2.250%12/1 | 749685AT0 |
| — | MEDIDATA SOLUTIONS INC | 15,470,000 | $17.04M | 0.9% | $1.10 | $1.08 | — | NOTE 1.000% 8/0 | 58471AAB1 |
| — | LAM RESEARCH CORP | 12,238,000 | $16.12M | 0.8% | $1.32 | $1.06 | — | NOTE 0.500% 5/1 | 512807AJ7 |
| — | WELLS FARGO & CO NEW | 13,001 | $15.8M | 0.8% | $1215.14 | $1195.69 | — | PERP PFD CNV A | 949746804 |
| — | BANK AMER CORP | 13,533 | $15.75M | 0.8% | $1163.75 | $1109.56 | — | 7.25%CNV PFD L | 060505682 |
| MTNA 6 01/15/16 | ARCELORMITTAL SA LUXEMBOURG | 907,200 | $15.7M | 0.8% | $17.30 | $24.20 | — | MAND CV NT 16 | L0302D178 |
| — | TYSON FOODS INC | 303,800 | $15.29M | 0.8% | $50.34 | $50.30 | — | UNIT 99/99/9999 | 902494301 |
| — | AMERICAN TOWER CORP NEW | 132,051 | $15.13M | 0.8% | $114.55 | $111.56 | — | PFD CONV SER A | 03027X308 |
| — | WESCO INTL INC | 5,177,000 | $13.94M | 0.7% | $2.69 | $2.51 | — | DBCV 6.000% 9/1 | 95082PAH8 |
| — | DEPOMED INC | 12,709,000 | $13.73M | 0.7% | $1.08 | $1.07 | — | NOTE 2.500% 9/0 | 249908AA2 |
| — | NVIDIA CORP | 11,334,000 | $13.08M | 0.7% | $1.15 | $1.15 | — | NOTE 1.000%12/0 | 67066GAC8 |
| — | WRIGHT MED GROUP INC | 10,736,000 | $13.01M | 0.7% | $1.21 | $1.23 | — | NOTE 2.000% 8/1 | 98235TAC1 |
| — | HORNBECK OFFSHORE SVCS INC N | 15,560,000 | $12.96M | 0.7% | $0.83 | $1.25 | — | NOTE 1.500% 9/0 | 440543AN6 |
| — | FINISAR CORP | 13,500,000 | $12.82M | 0.7% | $0.95 | $0.95 | — | NOTE 0.500%12/1 | 31787AAM3 |
| — | RADIAN GROUP INC | 7,371,000 | $11.89M | 0.6% | $1.61 | $1.30 | — | NOTE 2.250% 3/0 | 750236AN1 |
| — | ARES CAP CORP | 11,377,000 | $11.72M | 0.6% | $1.03 | $1.08 | — | NOTE 4.750% 1/1 | 04010LAJ2 |
| — | APOLLO INVT CORP | 10,677,000 | $10.99M | 0.6% | $1.03 | $1.06 | — | NOTE 5.750% 1/1 | 03761UAE6 |
| — | ALZA CORP | 7,549,000 | $10.87M | 0.6% | $1.44 | $1.18 | — | SDCV 7/2 | 02261WAB5 |
| — | INCYTE CORP | 7,126,000 | $10.68M | 0.6% | $1.50 | $1.50 | — | NOTE 0.375%11/1 | 45337CAM4 |
| — | T MOBILE US INC | 200,000 | $10.6M | 0.5% | $52.99 | $52.99 | — | CONV PFD SER A | 872590203 |
| — | ALCOA INC | 200,000 | $10.09M | 0.5% | $50.45 | $49.90 | — | DEP SHS 1/10TH | 013817309 |
| — | LIBERTY MEDIA CORP DELAWARE | 9,886,000 | $9.799M | 0.5% | $0.99 | $0.99 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | INTEL CORP | 7,200,000 | $9.472M | 0.5% | $1.32 | $1.09 | — | SDCV 2.950%12/1 | 458140AD2 |
| — | NEWPARK RES INC | 8,238,000 | $9.293M | 0.5% | $1.13 | $1.33 | — | NOTE 4.000%10/0 | 651718AC2 |
| — | RAMBUS INC DEL | 7,273,000 | $8.259M | 0.4% | $1.14 | $1.22 | — | NOTE 1.125% 8/1 | 750917AE6 |
| — | MEDICINES CO | 7,067,000 | $8.193M | 0.4% | $1.16 | $1.51 | — | DBCV 1.375% 6/0 | 584688AC9 |
| — | INSULET CORP | 6,804,000 | $8.02M | 0.4% | $1.18 | $1.11 | — | NOTE 2.000% 6/1 | 45784PAD3 |
| HAL | HALLIBURTON CO | 190,818 | $7.505M | 0.4% | $39.33 * | $55.20 | -42.3% | COM | 406216101 |
| — | INVENSENSE INC | 7,459,000 | $7.445M | 0.4% | $1.00 | $1.00 | — | NOTE 1.750%11/0 | 46123DAB2 |
| — | LAM RESEARCH CORP | 4,996,000 | $7.067M | 0.4% | $1.41 | $1.11 | — | NOTE 1.250% 5/1 | 512807AL2 |
| — | BLACKROCK MUNIHLDS INVSTM QL | 490,455 | $7.004M | 0.4% | $14.28 | $13.39 | — | COM | 09254P108 |
| — | HEALTH CARE REIT INC | 97,900 | $6.464M | 0.3% | $66.03 | $57.66 | — | PFD PER CON I | 42217K601 |
| — | YAHOO INC | 5,275,000 | $5.994M | 0.3% | $1.14 | $1.14 | — | NOTE 12/0 | 984332AF3 |
| — | NUVEEN PA INVT QUALITY MUN F | 436,516 | $5.993M | 0.3% | $13.73 | $13.62 | — | COM | 670972108 |
| — | CHESAPEAKE ENERGY CORP | 5,647,000 | $5.64M | 0.3% | $1.00 | $1.06 | — | NOTE 2.750%11/1 | 165167BW6 |
| — | SOLARCITY CORP | 5,024,000 | $5.417M | 0.3% | $1.08 | $1.08 | — | NOTE 2.750%11/0 | 83416TAA8 |
| — | INVESCO ADVANTAGE MUNICIPAL | 447,708 | $5.193M | 0.3% | $11.60 | $10.94 | — | SH BEN INT | 46132E103 |
| — | NEWMONT MINING CORP | 5,083,000 | $5.175M | 0.3% | $1.02 | $1.08 | — | NOTE 1.625% 7/1 | 651639AJ5 |
| — | STONE ENERGY CORP | 5,903,000 | $5.15M | 0.3% | $0.87 | $1.04 | — | NOTE 1.750% 3/0 | 861642AN6 |
| HYMB | SPDR SERIES TRUST | 88,000 | $5.075M | 0.3% | $57.67 * | $28.00 | +3.0% | NUV HGHYLD MUN | 78464A284 |
| — | BLACKROCK MUNIYIELD CALI QLT | 320,276 | $4.868M | 0.3% | $15.20 | $14.36 | — | COM | 09254N103 |
| — | NUVEEN PERFORMANCE PLUS MUN | 312,561 | $4.61M | 0.2% | $14.75 | $14.04 | — | COM | 67062P108 |
| — | SEACOR HOLDINGS INC | 4,327,000 | $4.597M | 0.2% | $1.06 | $1.23 | — | NOTE 2.500%12/1 | 811904AM3 |
| — | CADENCE DESIGN SYSTEM INC | 1,723,000 | $4.323M | 0.2% | $2.51 | $1.92 | — | NOTE 2.625% 6/0 | 127387AJ7 |
| — | TTM TECHNOLOGIES INC | 4,260,000 | $4.281M | 0.2% | $1.00 | $1.01 | — | NOTE 3.250% 5/1 | 87305RAC3 |
| XMUIX | BLACKROCK MUNI INTER DR FD I | 291,392 | $4.196M | 0.2% | $14.40 | $13.90 | — | COM | 09253X102 |
| — | BLACKROCK MUNIHLDNGS CALI QL | 285,799 | $4.136M | 0.2% | $14.47 | $13.85 | — | COM | 09254L107 |
| — | CAMERON INTERNATIONAL CORP | 80,000 | $3.996M | 0.2% | $49.95 | $61.16 | — | COM | 13342B105 |
| XMUSX | BLACKROCK MUNIHOLDNGS QLTY I | 283,145 | $3.771M | 0.2% | $13.32 | $13.24 | — | COM | 09254A101 |
| NGD | NEW GOLD INC CDA | 814,508 | $3.502M | 0.2% | $4.30 | $6.14 | -30.3% | COM | 644535106 |
| — | NUVEEN MUN OPPORTUNITY FD IN | 234,647 | $3.442M | 0.2% | $14.67 | $14.25 | — | COM | 670984103 |
| — | NUVEEN QUALITY INCOME MUN FD | 212,541 | $2.969M | 0.2% | $13.97 | $13.69 | — | COM | 670977107 |
| — | NUVEEN PREM INCOME MUN FD 2 | 179,256 | $2.538M | 0.1% | $14.16 | $12.59 | — | COM | 67063W102 |
| — | WEYERHAEUSER CO | 43,700 | $2.521M | 0.1% | $57.69 | $54.03 | — | PREF CONV SER A | 962166872 |
| — | CIENA CORP | 2,462,000 | $2.44M | 0.1% | $0.99 | $0.96 | — | NOTE 0.875% 6/1 | 171779AE1 |
| — | LIBERTY MEDIA CORP | 4,452,000 | $2.399M | 0.1% | $0.54 | $0.52 | — | DEB 3.500% 1/1 | 530715AN1 |
| — | FLUIDIGM CORP DEL | 2,542,000 | $2.297M | 0.1% | $0.90 | $1.09 | — | NOTE 2.750% 2/0 | 34385PAA6 |
| — | ARES CAP CORP | 2,225,000 | $2.293M | 0.1% | $1.03 | $1.09 | — | NOTE 5.750% 2/0 | 04010LAB9 |
| — | QUIDEL CORP | 2,000,000 | $2.239M | 0.1% | $1.12 | $1.12 | — | NOTE 3.250%12/1 | 74838JAA9 |
| — | NUVEEN DIV ADVANTAGE MUN FD | 142,505 | $2.011M | 0.1% | $14.11 | $13.06 | — | COM | 67070F100 |
| — | NUVEEN PREM INCOME MUN FD 4 | 144,999 | $1.923M | 0.1% | $13.26 | $12.13 | — | COM | 6706K4105 |
| — | BLACKROCK MUNIHOLDINGS FD IN | 111,906 | $1.916M | 0.1% | $17.12 | $15.04 | — | COM | 09253N104 |
| — | BLACKROCK FLA MUN 2020 TERM | 116,357 | $1.749M | 0.1% | $15.03 | $15.76 | — | COM SHS | 09250M109 |
| — | NUVEEN MICH QUALITY INCOME M | 119,553 | $1.634M | 0.1% | $13.67 | $13.64 | — | COM | 670979103 |
| XMYDX | BLACKROCK MUNIYIELD FD INC | 105,041 | $1.548M | 0.1% | $14.74 | $14.76 | — | COM | 09253W104 |
| — | GOLDCORP INC NEW | 77,990 | $1.444M | 0.1% | $18.52 | $23.03 | — | COM | 380956409 |
| — | BLACKROCK MUNIYIELD QLTY FD | 89,461 | $1.259M | 0.1% | $14.07 | $12.95 | — | COM | 09254E103 |
| — | INFINERA CORPORATION | 936,000 | $1.245M | 0.1% | $1.33 | $1.05 | — | DBCV 1.750% 6/0 | 45667GAB9 |
| XMQTX | BLACKROCK MUNIY QUALITY FD I | 93,689 | $1.236M | 0.1% | $13.19 | $12.79 | — | COM | 09254G108 |
| — | DOMINION RES INC VA NEW | 23,200 | $1.224M | 0.1% | $52.76 | $49.70 | — | UNIT 99/99/9999 | 25746U869 |
| — | BLACKROCK MUNIYLD INVST QLTY | 87,573 | $1.205M | 0.1% | $13.76 | $13.53 | — | COM | 09254T100 |
| — | NUVEEN CA DIVIDEND ADV MUN F | 74,048 | $1.114M | 0.1% | $15.04 | $13.96 | — | COM | 67066Y105 |
| — | NEXTERA ENERGY INC | 15,491 | $1.054M | 0.1% | $68.04 | $55.27 | — | UNIT 09/01/2015 | 65339F887 |
| — | MFS HIGH INCOME MUN TR | 200,000 | $976K | 0.1% | $4.88 | $4.88 | — | SH BEN INT | 59318D104 |
| — | BLACKROCK MUNIC BD INVST TR | 50,000 | $742K | 0.0% | $14.84 | $14.56 | — | COM | 09249K107 |
| — | NUVEEN PREMIER MUN INCOME FD | 49,496 | $691K | 0.0% | $13.96 | $13.46 | — | COM | 670988104 |
| XENWX | EATON VANCE NEW YORK MUN BD | 40,000 | $503K | 0.0% | $12.57 | $12.57 | — | COM | 27827Y109 |
| CWB | SPDR SERIES TRUST | 8,735 | $410K | 0.0% | $46.94 | $49.04 | -4.4% | BRC CNV SECS ETF | 78464A359 |
| — | CORNERSTONE ONDEMAND INC | 409,000 | $401K | 0.0% | $0.98 | $1.00 | — | NOTE 1.500% 7/0 | 21925YAB9 |
| — | DYNEGY INC NEW DEL | 13,120 | $398K | 0.0% | $30.34 | $22.56 | — | COM | 26817R108 |
| — | MFS HIGH YIELD MUN TR | 86,802 | $381K | 0.0% | $4.39 | $4.39 | — | SH BEN INT | 59318E102 |
| — | JDS UNIPHASE CORP | 346,000 | $367K | 0.0% | $1.06 | $1.01 | — | DBCV 0.625% 8/1 | 46612JAF8 |
| — | ALPHA NATURAL RESOURCES INC | 371,000 | $356K | 0.0% | $0.96 | $0.91 | — | NOTE 2.375% 4/1 | 02076XAA0 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 242,000 | $339K | 0.0% | $1.40 | $0.98 | — | NOTE 1.000% 7/0 | 874054AD1 |
| — | BLACKROCK MUNIHLDGS NJ QLTY | 22,040 | $320K | 0.0% | $14.52 | $14.34 | — | COM | 09254X101 |
| — | BLACKROCK MUNIYIELD CALIF FD | 18,773 | $290K | 0.0% | $15.45 | $13.97 | — | COM | 09254M105 |
| — | BLACKROCK MUNIENHANCED FD IN | 25,000 | $285K | 0.0% | $11.40 | $10.40 | — | COM | 09253Y100 |
| — | NUVEEN NY AMT FREE MUN INCOM | 17,036 | $220K | 0.0% | $12.91 | $12.80 | — | COM | 670656107 |
| — | CIENA CORP | 150,000 | $187K | 0.0% | $1.25 | $1.31 | — | DEBT 4.000%12/1 | 171779AK7 |
| — | NUVEEN NY DIVID ADVNTG MUN F | 12,886 | $174K | 0.0% | $13.50 | $13.97 | — | COM | 67066X107 |
| — | BROADSOFT INC | 80,000 | $84,000 | 0.0% | $1.05 | $1.04 | — | NOTE 1.500% 7/0 | 11133BAB8 |