Location: New York, NY
CIK: 0000061227 · Show all filings
Period: Q2 2015 (← Previous) (Next →)
Filing Date: Aug 3, 2015
Total Value: $1.954B (26.4% shares, 73.6% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | DANAHER CORP DEL | 25,379,000 | $63.06M | 3.2% | $2.48 | $1.84 | — | NOTE 1/2 | 235851AF9 |
| — | GILEAD SCIENCES INC | 12,069,000 | $62.25M | 3.2% | $5.16 | $3.65 | — | NOTE 1.625% 5/0 | 375558AP8 |
| — | TELEFLEX INC | 26,134,000 | $57.75M | 3.0% | $2.21 | $1.35 | — | NOTE 3.875% 8/0 | 879369AA4 |
| — | TEVA PHARMACEUTICAL FIN LLC | 40,043,000 | $56.14M | 2.9% | $1.40 | $1.05 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| — | MACQUARIE INFRASTRUCTURE COR | 42,463,000 | $50.21M | 2.6% | $1.18 | $1.15 | — | NOTE 2.875% 7/1 | 55608BAA3 |
| — | JARDEN CORP | 29,201,000 | $49.07M | 2.5% | $1.68 | $1.41 | — | NOTE 1.875% 9/1 | 471109AH1 |
| — | STANLEY BLACK & DECKER INC | 327,515 | $47.3M | 2.4% | $144.42 | $130.59 | — | UNIT 99/99/9999 | 854502309 |
| — | HOMEAWAY INC | 44,166,000 | $42.54M | 2.2% | $0.96 | $0.96 | — | NOTE 0.125% 4/0 | 43739QAB6 |
| — | WELLPOINT INC | 18,909,000 | $41.59M | 2.1% | $2.20 | $2.07 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | VERINT SYS INC | 36,099,000 | $40.99M | 2.1% | $1.14 | $1.09 | — | NOTE 1.500% 6/0 | 92343XAA8 |
| — | XILINX INC | 25,385,000 | $39.34M | 2.0% | $1.55 | $1.59 | — | NOTE 2.625% 6/1 | 983919AF8 |
| — | MEDIDATA SOLUTIONS INC | 32,224,000 | $38.23M | 2.0% | $1.19 | $1.11 | — | NOTE 1.000% 8/0 | 58471AAB1 |
| — | BIOMARIN PHARMACEUTICAL INC | 24,419,000 | $37.73M | 1.9% | $1.55 | $1.08 | — | NOTE 0.750%10/1 | 09061GAE1 |
| — | XPO LOGISTICS INC | 13,216,000 | $36.85M | 1.9% | $2.79 | $1.61 | — | NOTE 4.500%10/0 | 983793AA8 |
| — | UNITED TECHNOLOGIES CORP | 627,463 | $35.95M | 1.8% | $57.30 | $60.35 | — | UNIT 06/01/2015 | 913017117 |
| — | HELIX ENERGY SOLUTIONS GRP I | 35,077,000 | $33.34M | 1.7% | $0.95 | $1.23 | — | NOTE 3.250% 3/1 | 42330PAG2 |
| — | PRICELINE GRP INC | 24,820,000 | $33.16M | 1.7% | $1.34 | $1.34 | — | DEBT 1.000% 3/1 | 741503AQ9 |
| — | WABASH NATL CORP | 23,271,000 | $29.33M | 1.5% | $1.26 | $1.22 | — | NOTE 3.375% 5/0 | 929566AH0 |
| — | SALESFORCE COM INC | 23,235,000 | $28.29M | 1.4% | $1.22 | $1.16 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 26,730 | $27.89M | 1.4% | $1043.21 | $1043.21 | — | PFD CONV SER A | G0177J116 |
| F | FORD MTR CO DEL | 1,844,500 | $27.69M | 1.4% | $15.01 * | $9.38 | -9.4% | COM PAR $0.01 | 345370860 |
| — | LIVE NATION ENTERTAINMENT IN | 25,111,000 | $27.17M | 1.4% | $1.08 | $1.08 | — | DBCV 2.500% 5/1 | 538034AJ8 |
| — | CHART INDS INC | 27,837,000 | $27.02M | 1.4% | $0.97 | $1.47 | — | NOTE 2.000% 8/0 | 16115QAC4 |
| — | AMERICAN TOWER CORP NEW | 266,639 | $26.96M | 1.4% | $101.12 | $107.18 | — | PFD CONV SER A | 03027X308 |
| — | WESCO INTL INC | 10,759,000 | $26.09M | 1.3% | $2.43 | $2.49 | — | DBCV 6.000% 9/1 | 95082PAH8 |
| STLA 7.875 12/15/16 FCAU | FIAT CHRYSLER AUTOMOBILES N | 204,973 | $25.86M | 1.3% | $126.15 | $134.75 | — | MAN COV SEC 16 | N31738110 |
| — | BOTTOMLINE TECH DEL INC | 22,993,000 | $25.65M | 1.3% | $1.12 | $1.13 | — | NOTE 1.500%12/0 | 101388AA4 |
| — | SANDISK CORP | 25,636,000 | $24.95M | 1.3% | $0.97 | $1.16 | — | NOTE 0.500%10/1 | 80004CAF8 |
| — | AIR LEASE CORP | 17,810,000 | $23.77M | 1.2% | $1.33 | $1.34 | — | NOTE 3.875%12/0 | 00912XAK0 |
| — | PRICELINE GRP INC | 20,991,000 | $23.38M | 1.2% | $1.11 | $1.19 | — | NOTE 0.350% 6/1 | 741503AS5 |
| GM | GENERAL MTRS CO | 699,066 | $23.3M | 1.2% | $33.33 * | $23.70 | +10.6% | COM | 37045V100 |
| — | HOLOGIC INC | 17,240,000 | $22.77M | 1.2% | $1.32 | $0.99 | — | DEBT 2.000% 3/0 | 436440AC5 |
| — | LAM RESEARCH CORP | 15,724,000 | $22.36M | 1.1% | $1.42 | $1.25 | — | NOTE 1.250% 5/1 | 512807AL2 |
| — | TYSON FOODS INC | 419,561 | $21.61M | 1.1% | $51.51 | $50.63 | — | UNIT 99/99/9999 | 902494301 |
| — | SOUTHWESTERN ENERGY CO | 433,619 | $21.41M | 1.1% | $49.37 | $49.88 | — | DEP SHS 1/20 B | 845467208 |
| — | ILLUMINA INC | 17,658,000 | $20.76M | 1.1% | $1.18 | $1.18 | — | NOTE 6/1 | 452327AF6 |
| — | CROWN CASTLE INTL CORP NEW | 199,755 | $20.61M | 1.1% | $103.20 | $102.99 | — | CNV PFD STK SR A | 22822V200 |
| — | STANLEY BLACK & DECKER INC | 170,000 | $20.53M | 1.1% | $120.79 | $112.28 | — | UNIT 11/17/20166 | 854502804 |
| — | AIRTRAN HLDGS INC | 7,943,000 | $19.23M | 1.0% | $2.42 | $1.43 | — | NOTE 5.250%11/0 | 00949PAD0 |
| GLD | SPDR GOLD TRUST | 169,400 | $19.04M | 1.0% | $112.37 | $114.46 | -1.8% | GOLD SHS | 78463V107 |
| — | CITRIX SYS INC | 17,587,000 | $18.66M | 1.0% | $1.06 | $1.06 | — | NOTE 0.500% 4/1 | 177376AD2 |
| — | JARDEN CORP | 15,000,000 | $17.54M | 0.9% | $1.17 | $1.19 | — | NOTE 1.125% 3/1 | 471109AM0 |
| — | INTEL CORP | 11,430,000 | $17.41M | 0.9% | $1.52 | $1.36 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | RPM INTL INC | 14,317,000 | $16.72M | 0.9% | $1.17 | $1.15 | — | NOTE 2.250%12/1 | 749685AT0 |
| — | CORNERSTONE ONDEMAND INC | 16,233,000 | $16.47M | 0.8% | $1.01 | $0.98 | — | NOTE 1.500% 7/0 | 21925YAB9 |
| — | NOVELLUS SYS INC | 6,884,000 | $16.41M | 0.8% | $2.38 | $1.49 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | LAM RESEARCH CORP | 12,088,000 | $16.09M | 0.8% | $1.33 | $1.06 | — | NOTE 0.500% 5/1 | 512807AJ7 |
| — | UNITED STATES STL CORP NEW | 14,509,000 | $16.05M | 0.8% | $1.11 | $1.27 | — | NOTE 2.750% 4/0 | 912909AH1 |
| — | NVIDIA CORP | 13,933,000 | $16.03M | 0.8% | $1.15 | $1.17 | — | NOTE 1.000%12/0 | 67066GAC8 |
| — | MICRON TECHNOLOGY INC | 17,321,000 | $15.73M | 0.8% | $0.91 | $1.11 | — | NOTE 3.000%11/1 | 595112AY9 |
| — | STONE ENERGY CORP | 16,956,000 | $15.56M | 0.8% | $0.92 | $0.95 | — | NOTE 1.750% 3/0 | 861642AN6 |
| — | DEPOMED INC | 12,114,000 | $15.54M | 0.8% | $1.28 | $1.07 | — | NOTE 2.500% 9/0 | 249908AA2 |
| — | PROOFPOINT INC | 8,904,000 | $15.1M | 0.8% | $1.70 | $1.37 | — | NOTE 1.250%12/1 | 743424AB9 |
| — | LIBERTY MEDIA CORP DELAWARE | 15,389,000 | $14.67M | 0.8% | $0.95 | $0.99 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | ILLUMINA INC | 11,864,000 | $14.65M | 0.7% | $1.23 | $1.23 | — | NOTE 0.500% 6/1 | 452327AH2 |
| — | CARRIAGE SVCS INC | 11,446,000 | $13.72M | 0.7% | $1.20 | $1.20 | — | NOTE 2.750% 3/1 | 143905AM9 |
| — | WELLS FARGO & CO NEW | 11,673 | $13.71M | 0.7% | $1174.93 | $1195.69 | — | PERP PFD CNV A | 949746804 |
| — | T MOBILE US INC | 197,600 | $13.34M | 0.7% | $67.50 | $52.99 | — | CONV PFD SER A | 872590203 |
| DAL | DELTA AIR LINES INC DEL | 323,913 | $13.31M | 0.7% | $41.08 * | $38.40 | -5.9% | COM NEW | 247361702 |
| — | BANK AMER CORP | 11,745 | $13.06M | 0.7% | $1112.05 | $1109.56 | — | 7.25%CNV PFD L | 060505682 |
| — | RADIAN GROUP INC | 7,335,000 | $13.05M | 0.7% | $1.78 | $1.30 | — | NOTE 2.250% 3/0 | 750236AN1 |
| — | ECHO GLOBAL LOGISTICS INC | 10,951,000 | $11.81M | 0.6% | $1.08 | $1.08 | — | NOTE 2.500% 5/0 | 27875TAA9 |
| — | NEWPARK RES INC | 11,187,000 | $11.76M | 0.6% | $1.05 | $1.27 | — | NOTE 4.000%10/0 | 651718AC2 |
| — | ARES CAP CORP | 11,132,000 | $11.44M | 0.6% | $1.03 | $1.08 | — | NOTE 4.750% 1/1 | 04010LAJ2 |
| — | NEXTERA ENERGY INC | 179,500 | $11.12M | 0.6% | $61.95 | $61.37 | — | UNIT 09/01/2015 | 65339F887 |
| — | OMNICARE INC | 7,582,000 | $10.83M | 0.6% | $1.43 | $0.97 | — | NOTE 3.500% 2/1 | 681904AQ1 |
| — | NUVEEN MUN MKT OPPORTUNITY F | 828,004 | $10.68M | 0.5% | $12.90 | $13.70 | — | COM | 67062W103 |
| — | APOLLO INVT CORP | 9,709,000 | $9.927M | 0.5% | $1.02 | $1.06 | — | NOTE 5.750% 1/1 | 03761UAE6 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 10,000,000 | $9.794M | 0.5% | $0.98 | $0.98 | — | NOTE 2.250% 6/0 | 049164BH8 |
| — | RAMBUS INC DEL | 7,266,000 | $9.677M | 0.5% | $1.33 | $1.22 | — | NOTE 1.125% 8/1 | 750917AE6 |
| — | ALZA CORP | 7,154,000 | $9.6M | 0.5% | $1.34 | $1.18 | — | SDCV 7/2 | 02261WAB5 |
| — | MEDICINES CO | 7,039,000 | $8.412M | 0.4% | $1.20 | $1.51 | — | DBCV 1.375% 6/0 | 584688AC9 |
| HAL | HALLIBURTON CO | 186,718 | $8.042M | 0.4% | $43.07 * | $55.20 | -36.3% | COM | 406216101 |
| BAC | BANK AMER CORP | 469,774 | $7.996M | 0.4% | $17.02 * | $12.76 | +6.5% | COM | 060505104 |
| — | NUVEEN PA INVT QUALITY MUN F | 600,119 | $7.892M | 0.4% | $13.15 | $13.70 | — | COM | 670972108 |
| — | ALCOA INC | 197,600 | $7.811M | 0.4% | $39.53 | $49.90 | — | DEP SHS 1/10TH | 013817309 |
| — | NUVEEN DIVID ADV MUN FD 3 | 584,300 | $7.806M | 0.4% | $13.36 | $14.19 | — | COM SH BEN INT | 67070X101 |
| — | INTEL CORP | 6,322,000 | $7.617M | 0.4% | $1.20 | $1.09 | — | SDCV 12/1 | 458140AD2 |
| — | INVESCO MUN TR | 618,596 | $7.436M | 0.4% | $12.02 | $12.80 | — | COM | 46131J103 |
| — | ANTHEM INC | 131,800 | $6.945M | 0.4% | $52.69 | $52.69 | — | UNIT 05/01/20188 | 036752202 |
| — | ON SEMICONDUCTOR CORP | 5,556,000 | $6.876M | 0.4% | $1.24 | $1.18 | — | NOTE 2.625%12/1 | 682189AH8 |
| — | NUVEEN NY AMT FREE MUN INCOM | 545,845 | $6.85M | 0.4% | $12.55 | $13.06 | — | COM | 670656107 |
| — | INVENSENSE INC | 6,762,000 | $6.546M | 0.3% | $0.97 | $1.00 | — | NOTE 1.750%11/0 | 46123DAB2 |
| — | INSULET CORP | 6,724,000 | $6.522M | 0.3% | $0.97 | $1.11 | — | NOTE 2.000% 6/1 | 45784PAD3 |
| — | ARRAY BIOPHARMA INC | 4,880,000 | $6.185M | 0.3% | $1.27 | $1.27 | — | NOTE 3.000% 6/0 | 04269XAA3 |
| — | HEALTH CARE REIT INC | 97,900 | $5.85M | 0.3% | $59.75 | $57.66 | — | PFD PER CON I | 42217K601 |
| — | INVESCO ADVANTAGE MUNICIPAL | 526,929 | $5.78M | 0.3% | $10.97 | $11.29 | — | SH BEN INT | 46132E103 |
| — | YAHOO INC | 5,275,000 | $5.437M | 0.3% | $1.03 | $1.14 | — | NOTE 12/0 | 984332AF3 |
| — | NUVEEN MUN ADVANTAGE FD INC | 397,849 | $5.172M | 0.3% | $13.00 | $13.76 | — | COM | 67062H106 |
| — | NUANCE COMMUNICATIONS INC | 5,071,000 | $5.131M | 0.3% | $1.01 | $1.03 | — | NOTE 2.750%11/0 | 67020YAF7 |
| — | NEWMONT MINING CORP | 4,792,000 | $4.855M | 0.2% | $1.01 | $1.08 | — | NOTE 1.625% 7/1 | 651639AJ5 |
| — | SOLARCITY CORP | 4,305,000 | $4.655M | 0.2% | $1.08 | $1.08 | — | NOTE 2.750%11/0 | 83416TAA8 |
| — | SEACOR HOLDINGS INC | 4,308,000 | $4.432M | 0.2% | $1.03 | $1.23 | — | NOTE 2.500%12/1 | 811904AM3 |
| — | CAMERON INTERNATIONAL CORP | 80,000 | $4.19M | 0.2% | $52.38 | $61.16 | — | COM | 13342B105 |
| — | INVESCO QUALITY MUNI INC TRS | 325,522 | $3.848M | 0.2% | $11.82 | $12.56 | — | COM | 46133G107 |
| XMUSX | BLACKROCK MUNIHOLDNGS QLTY I | 283,145 | $3.672M | 0.2% | $12.97 | $13.24 | — | COM | 09254A101 |
| — | MICROCHIP TECHNOLOGY INC | 1,891,000 | $3.609M | 0.2% | $1.91 | $1.49 | — | SDCV 2.125%12/1 | 595017AB0 |
| — | NUVEEN MICH QUALITY INCOME M | 265,011 | $3.511M | 0.2% | $13.25 | $13.78 | — | COM | 670979103 |
| — | NUVEEN QUALITY INCOME MUN FD | 250,228 | $3.338M | 0.2% | $13.34 | $13.87 | — | COM | 670977107 |
| — | BLACKROCK MUNIHLDS INVSTM QL | 225,594 | $3.124M | 0.2% | $13.85 | $13.39 | — | COM | 09254P108 |
| — | BLACKROCK MUNIHLDNGS CALI QL | 184,842 | $2.588M | 0.1% | $14.00 | $13.85 | — | COM | 09254L107 |
| — | HORNBECK OFFSHORE SVCS INC N | 3,000,000 | $2.456M | 0.1% | $0.82 | $1.25 | — | NOTE 1.500% 9/0 | 440543AN6 |
| — | LIBERTY MEDIA CORP | 4,429,000 | $2.309M | 0.1% | $0.52 | $0.52 | — | DEB 3.500% 1/1 | 530715AN1 |
| — | WEYERHAEUSER CO | 43,700 | $2.272M | 0.1% | $51.99 | $54.03 | — | PREF CONV SER A | 962166872 |
| — | CIENA CORP | 2,207,000 | $2.216M | 0.1% | $1.00 | $0.96 | — | NOTE 0.875% 6/1 | 171779AE1 |
| — | ARES CAP CORP | 1,989,000 | $2.029M | 0.1% | $1.02 | $1.09 | — | NOTE 5.750% 2/0 | 04010LAB9 |
| — | FLUIDIGM CORP DEL | 2,263,000 | $1.99M | 0.1% | $0.88 | $1.09 | — | NOTE 2.750% 2/0 | 34385PAA6 |
| — | NUVEEN PERFORMANCE PLUS MUN | 133,284 | $1.87M | 0.1% | $14.03 | $14.04 | — | COM | 67062P108 |
| — | BLACKROCK FLA MUN 2020 TERM | 116,357 | $1.724M | 0.1% | $14.82 | $15.76 | — | COM SHS | 09250M109 |
| NGD | NEW GOLD INC CDA | 611,671 | $1.645M | 0.1% | $2.69 * | $6.14 | -46.7% | COM | 644535106 |
| XMYDX | BLACKROCK MUNIYIELD FD INC | 104,738 | $1.45M | 0.1% | $13.84 | $14.79 | — | COM | 09253W104 |
| MTNA 6 01/15/16 | ARCELORMITTAL SA LUXEMBOURG | 92,000 | $1.436M | 0.1% | $15.61 | $24.20 | — | MAND CV NT 16 | L0302D178 |
| — | GOLDCORP INC NEW | 76,945 | $1.247M | 0.1% | $16.21 | $23.03 | — | COM | 380956409 |
| — | MFS MUN INCOME TR | 184,560 | $1.187M | 0.1% | $6.43 | $6.75 | — | SH BEN INT | 552738106 |
| — | BLACKROCK MUNIYLD INVST QLTY | 87,573 | $1.156M | 0.1% | $13.20 | $13.53 | — | COM | 09254T100 |
| — | DOMINION RES INC VA NEW | 23,200 | $1.105M | 0.1% | $47.63 | $49.70 | — | UNIT 99/99/9999 | 25746U869 |
| — | NUVEEN CAL AMT-FREE MUN INC | 70,693 | $1.002M | 0.1% | $14.17 | $14.94 | — | COM | 670651108 |
| — | MFS HIGH INCOME MUN TR | 200,000 | $922K | 0.0% | $4.61 | $4.88 | — | SH BEN INT | 59318D104 |
| — | BLACKROCK MUNIC BD INVST TR | 50,000 | $701K | 0.0% | $14.02 | $14.56 | — | COM | 09249K107 |
| — | NUVEEN DIV ADVANTAGE MUN FD | 38,744 | $520K | 0.0% | $13.42 | $13.06 | — | COM | 67070F100 |
| — | DYNEGY INC NEW DEL | 13,120 | $384K | 0.0% | $29.27 | $22.56 | — | COM | 26817R108 |
| — | MFS HIGH YIELD MUN TR | 86,802 | $357K | 0.0% | $4.11 | $4.39 | — | SH BEN INT | 59318E102 |
| — | BLACKROCK MUNIHLDGS NJ QLTY | 22,040 | $292K | 0.0% | $13.25 | $14.34 | — | COM | 09254X101 |
| — | BLACKROCK MUNIYIELD CALI QLT | 16,228 | $235K | 0.0% | $14.48 | $14.36 | — | COM | 09254N103 |
| XENWX | EATON VANCE NEW YORK MUN BD | 14,632 | $180K | 0.0% | $12.30 | $12.57 | — | COM | 27827Y109 |
| — | NUVEEN NY DIVID ADVNTG MUN F | 12,886 | $174K | 0.0% | $13.50 | $13.97 | — | COM | 67066X107 |
| — | CIENA CORP | 110,000 | $155K | 0.0% | $1.41 | $1.31 | — | DEBT 4.000%12/1 | 171779AK7 |
| — | VERINT SYS INC | 53 | $3,000 | 0.0% | $56.60 | $56.60 | — | COM | 92343X100 |