Location: New York, NY
CIK: 0000061227 · Show all filings
Period: Q1 2015 (← Previous) (Next →)
Filing Date: May 5, 2015
Total Value: $1.889B (26.1% shares, 73.9% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | DANAHER CORP DEL | 25,735,000 | $63.43M | 3.4% | $2.46 | $1.84 | — | NOTE 1/2 | 235851AF9 |
| — | TEVA PHARMACEUTICAL FIN LLC | 40,658,000 | $60.36M | 3.2% | $1.48 | $1.05 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| — | XILINX INC | 37,691,000 | $55.95M | 3.0% | $1.48 | $1.59 | — | NOTE 2.625% 6/1 | 983919AF8 |
| — | GILEAD SCIENCES INC | 12,148,000 | $52.36M | 2.8% | $4.31 | $3.65 | — | NOTE 1.625% 5/0 | 375558AP8 |
| — | TELEFLEX INC | 26,394,000 | $51.97M | 2.8% | $1.97 | $1.35 | — | NOTE 3.875% 8/0 | 879369AA4 |
| — | JARDEN CORP | 29,496,000 | $50.65M | 2.7% | $1.72 | $1.41 | — | NOTE 1.875% 9/1 | 471109AH1 |
| — | STANLEY BLACK & DECKER INC | 330,128 | $44.34M | 2.3% | $134.31 | $130.59 | — | UNIT 99/99/9999 | 854502309 |
| — | VERINT SYS INC | 35,170,000 | $41.08M | 2.2% | $1.17 | $1.09 | — | NOTE 1.500% 6/0 | 92343XAA8 |
| — | WELLPOINT INC | 19,193,000 | $39.74M | 2.1% | $2.07 | $2.07 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | UNITED TECHNOLOGIES CORP | 633,249 | $38.97M | 2.1% | $61.54 | $60.35 | — | UNIT 06/01/2015 | 913017117 |
| — | OMNICARE INC | 29,968,000 | $36.58M | 1.9% | $1.22 | $0.97 | — | NOTE 3.500% 2/1 | 681904AQ1 |
| — | MEDIDATA SOLUTIONS INC | 31,942,000 | $36.17M | 1.9% | $1.13 | $1.11 | — | NOTE 1.000% 8/0 | 58471AAB1 |
| — | BIOMARIN PHARMACEUTICAL INC | 23,703,000 | $35.37M | 1.9% | $1.49 | $1.06 | — | NOTE 0.750%10/1 | 09061GAE1 |
| — | HELIX ENERGY SOLUTIONS GRP I | 35,408,000 | $35.36M | 1.9% | $1.00 | $1.23 | — | NOTE 3.250% 3/1 | 42330PAG2 |
| — | MACQUARIE INFRASTR CO LLC | 28,376,000 | $33.72M | 1.8% | $1.19 | $1.13 | — | NOTE 2.875% 7/1 | 55608BAA3 |
| — | PRICELINE GRP INC | 25,123,000 | $33.64M | 1.8% | $1.34 | $1.34 | — | DEBT 1.000% 3/1 | 741503AQ9 |
| — | WABASH NATL CORP | 23,430,000 | $31.9M | 1.7% | $1.36 | $1.22 | — | NOTE 3.375% 5/0 | 929566AH0 |
| — | NVIDIA CORP | 25,334,000 | $29.99M | 1.6% | $1.18 | $1.17 | — | NOTE 1.000%12/0 | 67066GAC8 |
| F | FORD MTR CO DEL | 1,844,500 | $29.77M | 1.6% | $16.14 * | $9.38 | -3.5% | COM PAR $0.01 | 345370860 |
| — | XPO LOGISTICS INC | 10,412,000 | $29.13M | 1.5% | $2.80 | $1.29 | — | NOTE 4.500%10/0 | 983793AA8 |
| — | AMERICAN TOWER CORP NEW | 269,295 | $27.73M | 1.5% | $102.96 | $107.18 | — | PFD CONV SER A | 03027X308 |
| GM | GENERAL MTRS CO | 736,451 | $27.62M | 1.5% | $37.50 * | $23.70 | +23.2% | COM | 37045V100 |
| — | ACTAVIS PLC | 26,950 | $27.27M | 1.4% | $1011.99 | $1011.99 | — | PFD CONV SER A | G0083B116 |
| — | CHART INDS INC | 28,032,000 | $27.08M | 1.4% | $0.97 | $1.47 | — | NOTE 2.000% 8/0 | 16115QAC4 |
| — | WESCO INTL INC | 10,816,000 | $26.77M | 1.4% | $2.47 | $2.49 | — | DBCV 6.000% 9/1 | 95082PAH8 |
| — | BOTTOMLINE TECH DEL INC | 23,167,000 | $25.68M | 1.4% | $1.11 | $1.13 | — | NOTE 1.500%12/0 | 101388AA4 |
| — | AIRTRAN HLDGS INC | 7,993,000 | $24.19M | 1.3% | $3.03 | $1.43 | — | NOTE 5.250%11/0 | 00949PAD0 |
| — | PRICELINE GRP INC | 20,991,000 | $24.06M | 1.3% | $1.15 | $1.19 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | CORNERSTONE ONDEMAND INC | 24,293,000 | $23.7M | 1.3% | $0.98 | $0.98 | — | NOTE 1.500% 7/0 | 21925YAB9 |
| — | SALESFORCE COM INC | 19,110,000 | $22.92M | 1.2% | $1.20 | $1.15 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | NUANCE COMMUNICATIONS INC | 21,712,000 | $21.63M | 1.1% | $1.00 | $1.03 | — | NOTE 2.750%11/0 | 67020YAF7 |
| — | HOLOGIC INC | 17,389,000 | $21.56M | 1.1% | $1.24 | $0.99 | — | DEBT 2.000% 3/0 | 436440AC5 |
| — | CROWN CASTLE INTL CORP NEW | 200,355 | $21M | 1.1% | $104.83 | $102.99 | — | CNV PFD STK SR A | 22822V200 |
| STLA 7.875 12/15/16 FCAU | FIAT CHRYSLER AUTOMOBILES N | 152,006 | $20.94M | 1.1% | $137.75 | $137.75 | — | MAN COV SEC 16 | N31738110 |
| — | PROOFPOINT INC | 13,026,000 | $20.82M | 1.1% | $1.60 | $1.37 | — | NOTE 1.250%12/1 | 743424AB9 |
| — | AIR LEASE CORP | 14,355,000 | $20.72M | 1.1% | $1.44 | $1.34 | — | NOTE 3.875%12/0 | 00912XAK0 |
| — | LAM RESEARCH CORP | 15,536,000 | $20.48M | 1.1% | $1.32 | $1.25 | — | NOTE 1.250% 5/1 | 512807AL2 |
| — | SANDISK CORP | 20,191,000 | $20.37M | 1.1% | $1.01 | $1.21 | — | NOTE 0.500%10/1 | 80004CAF8 |
| — | MICRON TECHNOLOGY INC | 17,380,000 | $19.3M | 1.0% | $1.11 | $1.11 | — | NOTE 3.000%11/1 | 595112AY9 |
| — | STANLEY BLACK & DECKER INC | 170,500 | $19.16M | 1.0% | $112.38 | $112.28 | — | UNIT 11/17/20166 | 854502804 |
| — | NOVELLUS SYS INC | 9,283,000 | $18.99M | 1.0% | $2.05 | $1.49 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | MGM RESORTS INTERNATIONAL | 16,651,000 | $18.98M | 1.0% | $1.14 | $1.23 | — | NOTE 4.250% 4/1 | 55303QAE0 |
| — | UNITED STATES STL CORP NEW | 15,163,000 | $18.39M | 1.0% | $1.21 | $1.27 | — | NOTE 2.750% 4/0 | 912909AH1 |
| — | INTEL CORP | 11,573,000 | $18.29M | 1.0% | $1.58 | $1.36 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | JARDEN CORP | 15,000,000 | $17.89M | 0.9% | $1.19 | $1.19 | — | NOTE 1.125% 3/1 | 471109AM0 |
| — | RPM INTL INC | 14,628,000 | $17.3M | 0.9% | $1.18 | $1.15 | — | NOTE 2.250%12/1 | 749685AT0 |
| — | DEPOMED INC | 12,261,000 | $16.22M | 0.9% | $1.32 | $1.07 | — | NOTE 2.500% 9/0 | 249908AA2 |
| — | LIBERTY MEDIA CORP DELAWARE | 15,599,000 | $15.62M | 0.8% | $1.00 | $0.99 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | LAM RESEARCH CORP | 12,238,000 | $14.77M | 0.8% | $1.21 | $1.06 | — | NOTE 0.500% 5/1 | 512807AJ7 |
| — | TYSON FOODS INC | 303,800 | $14.7M | 0.8% | $48.39 | $50.30 | — | UNIT 99/99/9999 | 902494301 |
| — | WELLS FARGO & CO NEW | 11,866 | $14.5M | 0.8% | $1221.98 | $1195.69 | — | PERP PFD CNV A | 949746804 |
| — | BANK AMER CORP | 12,070 | $13.96M | 0.7% | $1157.00 | $1109.56 | — | 7.25%CNV PFD L | 060505682 |
| MTNA 6 01/15/16 | ARCELORMITTAL SA LUXEMBOURG | 907,200 | $13.63M | 0.7% | $15.02 | $24.20 | — | MAND CV NT 16 | L0302D178 |
| — | STONE ENERGY CORP | 14,718,000 | $13.33M | 0.7% | $0.91 | $0.96 | — | NOTE 1.750% 3/0 | 861642AN6 |
| — | INCYTE CORP | 7,047,000 | $12.86M | 0.7% | $1.83 | $1.50 | — | NOTE 0.375%11/1 | 45337CAM4 |
| — | NEWPARK RES INC | 11,314,000 | $12.78M | 0.7% | $1.13 | $1.27 | — | NOTE 4.000%10/0 | 651718AC2 |
| — | PACIRA PHARMACEUTICALS INC | 3,500,000 | $12.51M | 0.7% | $3.58 | $3.74 | — | NOTE 3.250% 2/0 | 695127AB6 |
| — | ARES CAP CORP | 11,377,000 | $11.93M | 0.6% | $1.05 | $1.08 | — | NOTE 4.750% 1/1 | 04010LAJ2 |
| — | RADIAN GROUP INC | 7,371,000 | $11.85M | 0.6% | $1.61 | $1.30 | — | NOTE 2.250% 3/0 | 750236AN1 |
| — | T MOBILE US INC | 198,100 | $11.62M | 0.6% | $58.66 | $52.99 | — | CONV PFD SER A | 872590203 |
| — | NUVEEN MUN MKT OPPORTUNITY F | 828,004 | $11.34M | 0.6% | $13.70 | $13.70 | — | COM | 67062W103 |
| — | APOLLO INVT CORP | 10,677,000 | $10.92M | 0.6% | $1.02 | $1.06 | — | NOTE 5.750% 1/1 | 03761UAE6 |
| — | SOUTHWESTERN ENERGY CO | 215,000 | $10.83M | 0.6% | $50.39 | $50.39 | — | DEP SHS 1/20 B | 845467208 |
| — | ALZA CORP | 7,549,000 | $10.46M | 0.6% | $1.39 | $1.18 | — | SDCV 7/2 | 02261WAB5 |
| — | INVESCO ADVANTAGE MUNICIPAL | 783,744 | $9.209M | 0.5% | $11.75 | $11.29 | — | SH BEN INT | 46132E103 |
| — | RAMBUS INC DEL | 7,273,000 | $8.846M | 0.5% | $1.22 | $1.22 | — | NOTE 1.125% 8/1 | 750917AE6 |
| — | ALCOA INC | 198,200 | $8.689M | 0.5% | $43.84 | $49.90 | — | DEP SHS 1/10TH | 013817309 |
| — | MEDICINES CO | 7,067,000 | $8.414M | 0.4% | $1.19 | $1.51 | — | DBCV 1.375% 6/0 | 584688AC9 |
| HAL | HALLIBURTON CO | 190,818 | $8.373M | 0.4% | $43.88 * | $55.20 | -35.4% | COM | 406216101 |
| — | NUVEEN PA INVT QUALITY MUN F | 600,119 | $8.342M | 0.4% | $13.90 | $13.70 | — | COM | 670972108 |
| — | NUVEEN DIVID ADV MUN FD 3 | 584,300 | $8.291M | 0.4% | $14.19 | $14.19 | — | COM SH BEN INT | 67070X101 |
| — | INTEL CORP | 6,371,000 | $7.935M | 0.4% | $1.25 | $1.09 | — | SDCV 12/1 | 458140AD2 |
| — | INVESCO MUN TR | 618,596 | $7.918M | 0.4% | $12.80 | $12.80 | — | COM | 46131J103 |
| — | ON SEMICONDUCTOR CORP | 5,719,000 | $7.32M | 0.4% | $1.28 | $1.18 | — | NOTE 2.625%12/1 | 682189AH8 |
| BAC | BANK AMER CORP | 469,774 | $7.23M | 0.4% | $15.39 * | $12.76 | -4.0% | COM | 060505104 |
| — | INVENSENSE INC | 7,376,000 | $7.192M | 0.4% | $0.98 | $1.00 | — | NOTE 1.750%11/0 | 46123DAB2 |
| — | NUVEEN NY AMT FREE MUN INCOM | 545,845 | $7.134M | 0.4% | $13.07 | $13.06 | — | COM | 670656107 |
| — | BLACKROCK MUNIHLDS INVSTM QL | 490,455 | $7.072M | 0.4% | $14.42 | $13.39 | — | COM | 09254P108 |
| — | INSULET CORP | 6,745,000 | $6.817M | 0.4% | $1.01 | $1.11 | — | NOTE 2.000% 6/1 | 45784PAD3 |
| — | HORNBECK OFFSHORE SVCS INC N | 8,322,000 | $6.71M | 0.4% | $0.81 | $1.25 | — | NOTE 1.500% 9/0 | 440543AN6 |
| — | HEALTH CARE REIT INC | 97,900 | $6.63M | 0.4% | $67.72 | $57.66 | — | PFD PER CON I | 42217K601 |
| — | NUVEEN QUALITY INCOME MUN FD | 433,231 | $6.083M | 0.3% | $14.04 | $13.87 | — | COM | 670977107 |
| — | YAHOO INC | 5,275,000 | $5.717M | 0.3% | $1.08 | $1.14 | — | NOTE 12/0 | 984332AF3 |
| — | NUVEEN MUN ADVANTAGE FD INC | 397,849 | $5.474M | 0.3% | $13.76 | $13.76 | — | COM | 67062H106 |
| — | NEWMONT MINING CORP | 5,083,000 | $5.239M | 0.3% | $1.03 | $1.08 | — | NOTE 1.625% 7/1 | 651639AJ5 |
| — | CHESAPEAKE ENERGY CORP | 5,200,000 | $5.213M | 0.3% | $1.00 | $1.06 | — | NOTE 2.750%11/1 | 165167BW6 |
| HYMB | SPDR SERIES TRUST | 88,000 | $5.066M | 0.3% | $57.57 * | $28.00 | +2.8% | NUV HGHYLD MUN | 78464A284 |
| — | SOLARCITY CORP | 4,478,000 | $4.68M | 0.2% | $1.05 | $1.08 | — | NOTE 2.750%11/0 | 83416TAA8 |
| — | NUVEEN PERFORMANCE PLUS MUN | 312,561 | $4.648M | 0.2% | $14.87 | $14.04 | — | COM | 67062P108 |
| — | SEACOR HOLDINGS INC | 4,327,000 | $4.46M | 0.2% | $1.03 | $1.23 | — | NOTE 2.500%12/1 | 811904AM3 |
| — | INVESCO QUALITY MUNI INC TRS | 325,522 | $4.089M | 0.2% | $12.56 | $12.56 | — | COM | 46133G107 |
| — | TTM TECHNOLOGIES INC | 3,884,000 | $3.903M | 0.2% | $1.00 | $1.01 | — | NOTE 3.250% 5/1 | 87305RAC3 |
| — | CADENCE DESIGN SYSTEM INC | 1,596,000 | $3.89M | 0.2% | $2.44 | $1.92 | — | NOTE 2.625% 6/0 | 127387AJ7 |
| XMUSX | BLACKROCK MUNIHOLDNGS QLTY I | 283,145 | $3.817M | 0.2% | $13.48 | $13.24 | — | COM | 09254A101 |
| — | MICROCHIP TECHNOLOGY INC | 1,938,000 | $3.788M | 0.2% | $1.95 | $1.49 | — | SDCV 2.125%12/1 | 595017AB0 |
| — | NUVEEN MICH QUALITY INCOME M | 265,011 | $3.684M | 0.2% | $13.90 | $13.78 | — | COM | 670979103 |
| — | CAMERON INTERNATIONAL CORP | 80,000 | $3.61M | 0.2% | $45.13 | $61.16 | — | COM | 13342B105 |
| — | BLACKROCK MUNIHLDNGS CALI QL | 237,125 | $3.493M | 0.2% | $14.73 | $13.85 | — | COM | 09254L107 |
| — | BLACKROCK MUNIYIELD CALI QLT | 219,662 | $3.436M | 0.2% | $15.64 | $14.36 | — | COM | 09254N103 |
| NGD | NEW GOLD INC CDA | 811,671 | $2.752M | 0.1% | $3.39 * | $6.14 | -35.8% | COM | 644535106 |
| — | FLUIDIGM CORP DEL | 2,336,000 | $2.481M | 0.1% | $1.06 | $1.09 | — | NOTE 2.750% 2/0 | 34385PAA6 |
| — | LIBERTY MEDIA CORP | 4,452,000 | $2.476M | 0.1% | $0.56 | $0.52 | — | DEB 3.500% 1/1 | 530715AN1 |
| — | RTI INTL METALS INC | 2,116,000 | $2.433M | 0.1% | $1.15 | $1.01 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | WEYERHAEUSER CO | 43,700 | $2.391M | 0.1% | $54.71 | $54.03 | — | PREF CONV SER A | 962166872 |
| — | CIENA CORP | 2,269,000 | $2.251M | 0.1% | $0.99 | $0.96 | — | NOTE 0.875% 6/1 | 171779AE1 |
| — | QUIDEL CORP | 1,975,000 | $2.153M | 0.1% | $1.09 | $1.12 | — | NOTE 3.250%12/1 | 74838JAA9 |
| — | ARES CAP CORP | 2,043,000 | $2.108M | 0.1% | $1.03 | $1.09 | — | NOTE 5.750% 2/0 | 04010LAB9 |
| — | NUVEEN DIV ADVANTAGE MUN FD | 142,505 | $2.021M | 0.1% | $14.18 | $13.06 | — | COM | 67070F100 |
| — | BLACKROCK FLA MUN 2020 TERM | 116,357 | $1.758M | 0.1% | $15.11 | $15.76 | — | COM SHS | 09250M109 |
| XMYDX | BLACKROCK MUNIYIELD FD INC | 115,341 | $1.751M | 0.1% | $15.18 | $14.79 | — | COM | 09253W104 |
| — | INFINERA CORPORATION | 936,000 | $1.55M | 0.1% | $1.66 | $1.05 | — | DBCV 1.750% 6/0 | 45667GAB9 |
| — | GOLDCORP INC NEW | 76,945 | $1.394M | 0.1% | $18.12 | $23.03 | — | COM | 380956409 |
| — | MFS MUN INCOME TR | 184,560 | $1.246M | 0.1% | $6.75 | $6.75 | — | SH BEN INT | 552738106 |
| — | BLACKROCK MUNIYLD INVST QLTY | 87,573 | $1.222M | 0.1% | $13.95 | $13.53 | — | COM | 09254T100 |
| — | DOMINION RES INC VA NEW | 23,200 | $1.14M | 0.1% | $49.14 | $49.70 | — | UNIT 99/99/9999 | 25746U869 |
| — | NUVEEN CA DIVIDEND ADV MUN F | 74,048 | $1.132M | 0.1% | $15.29 | $13.96 | — | COM | 67066Y105 |
| — | NUVEEN CAL AMT-FREE MUN INC | 70,693 | $1.056M | 0.1% | $14.94 | $14.94 | — | COM | 670651108 |
| — | NEXTERA ENERGY INC | 15,491 | $1.016M | 0.1% | $65.59 | $55.27 | — | UNIT 09/01/2015 | 65339F887 |
| — | MFS HIGH INCOME MUN TR | 200,000 | $972K | 0.1% | $4.86 | $4.88 | — | SH BEN INT | 59318D104 |
| — | BLACKROCK MUNIC BD INVST TR | 50,000 | $743K | 0.0% | $14.86 | $14.56 | — | COM | 09249K107 |
| — | BLACKROCK MUNIHOLDINGS FD IN | 40,343 | $703K | 0.0% | $17.43 | $15.04 | — | COM | 09253N104 |
| XENWX | EATON VANCE NEW YORK MUN BD | 40,000 | $510K | 0.0% | $12.75 | $12.57 | — | COM | 27827Y109 |
| — | DYNEGY INC NEW DEL | 13,120 | $412K | 0.0% | $31.40 | $22.56 | — | COM | 26817R108 |
| — | MFS HIGH YIELD MUN TR | 86,802 | $385K | 0.0% | $4.44 | $4.39 | — | SH BEN INT | 59318E102 |
| — | JDS UNIPHASE CORP | 346,000 | $360K | 0.0% | $1.04 | $1.01 | — | DBCV 0.625% 8/1 | 46612JAF8 |
| — | BLACKROCK MUNIHLDGS NJ QLTY | 22,040 | $325K | 0.0% | $14.75 | $14.34 | — | COM | 09254X101 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 242,000 | $320K | 0.0% | $1.32 | $0.98 | — | NOTE 1.000% 7/0 | 874054AD1 |
| — | CIENA CORP | 150,000 | $191K | 0.0% | $1.27 | $1.31 | — | DEBT 4.000%12/1 | 171779AK7 |
| — | NUVEEN NY DIVID ADVNTG MUN F | 12,886 | $179K | 0.0% | $13.89 | $13.97 | — | COM | 67066X107 |
| — | BROADSOFT INC | 48,000 | $51,000 | 0.0% | $1.06 | $1.04 | — | NOTE 1.500% 7/0 | 11133BAB8 |