Location: New York, NY
CIK: 0000061227 · Show all filings
Period: Q3 2015 (← Previous) (Next →)
Filing Date: Oct 22, 2015
Total Value: $1.917B (24.8% shares, 75.2% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | DANAHER CORP DEL | 25,228,000 | $62.2M | 3.2% | $2.47 | $1.84 | — | NOTE 1/2 | 235851AF9 |
| — | TEVA PHARMACEUTICAL FIN LLC | 39,951,000 | $54.37M | 2.8% | $1.36 | $1.05 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| — | JARDEN CORP | 33,582,000 | $53.96M | 2.8% | $1.61 | $1.44 | — | NOTE 1.875% 9/1 | 471109AH1 |
| — | TELEFLEX INC | 25,937,000 | $52.56M | 2.7% | $2.03 | $1.35 | — | NOTE 3.875% 8/0 | 879369AA4 |
| — | XILINX INC | 34,317,000 | $51.29M | 2.7% | $1.49 | $1.57 | — | NOTE 2.625% 6/1 | 983919AF8 |
| — | MACQUARIE INFRASTRUCTURE COR | 42,428,000 | $48.34M | 2.5% | $1.14 | $1.15 | — | NOTE 2.875% 7/1 | 55608BAA3 |
| — | STANLEY BLACK & DECKER INC | 346,461 | $46.19M | 2.4% | $133.32 | $130.74 | — | UNIT 99/99/9999 | 854502309 |
| — | GILEAD SCIENCES INC | 10,243,000 | $43.93M | 2.3% | $4.29 | $3.65 | — | NOTE 1.625% 5/0 | 375558AP8 |
| — | STONE ENERGY CORP | 51,362,000 | $43.49M | 2.3% | $0.85 | $0.88 | — | NOTE 1.750% 3/0 | 861642AN6 |
| — | MEDIDATA SOLUTIONS INC | 37,261,000 | $39.45M | 2.1% | $1.06 | $1.10 | — | NOTE 1.000% 8/0 | 58471AAB1 |
| — | AIR LEASE CORP | 31,213,000 | $39.43M | 2.1% | $1.26 | $1.30 | — | NOTE 3.875%12/0 | 00912XAK0 |
| — | WELLPOINT INC | 19,102,000 | $36.08M | 1.9% | $1.89 | $2.07 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | LIVE NATION ENTERTAINMENT IN | 34,117,000 | $35.72M | 1.9% | $1.05 | $1.07 | — | DBCV 2.500% 5/1 | 538034AJ8 |
| — | PRICELINE GRP INC | 24,698,000 | $34.83M | 1.8% | $1.41 | $1.34 | — | NOTE 1.000% 3/1 | 741503AQ9 |
| — | VERINT SYS INC | 36,113,000 | $34.58M | 1.8% | $0.96 | $1.09 | — | NOTE 1.500% 6/0 | 92343XAA8 |
| — | XPO LOGISTICS INC | 22,644,000 | $33.85M | 1.8% | $1.49 | $1.56 | — | NOTE 4.500%10/0 | 983793AA8 |
| — | MICRON TECHNOLOGY INC | 39,966,000 | $33.8M | 1.8% | $0.85 | $0.96 | — | NOTE 3.000%11/1 | 595112AY9 |
| — | AMERICAN TOWER CORP NEW | 321,670 | $31.98M | 1.7% | $99.41 | $105.85 | — | PFD CONV SER A | 03027X308 |
| — | BIOMARIN PHARMACEUTICAL INC | 24,239,000 | $31.41M | 1.6% | $1.30 | $1.08 | — | NOTE 0.750%10/1 | 09061GAE1 |
| — | HELIX ENERGY SOLUTIONS GRP I | 34,743,000 | $28.51M | 1.5% | $0.82 | $1.23 | — | NOTE 3.250% 3/1 | 42330PAG2 |
| — | SALESFORCE COM INC | 23,013,000 | $28.24M | 1.5% | $1.23 | $1.16 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | WABASH NATL CORP | 23,194,000 | $26.44M | 1.4% | $1.14 | $1.22 | — | NOTE 3.375% 5/0 | 929566AH0 |
| — | CROWN CASTLE INTL CORP NEW | 254,362 | $25.91M | 1.4% | $101.86 | $102.75 | — | CNV PFD STK SR A | 22822V200 |
| — | SANDISK CORP | 25,678,000 | $24.96M | 1.3% | $0.97 | $1.16 | — | NOTE 0.500%10/1 | 80004CAF8 |
| — | PRICELINE GRP INC | 21,143,000 | $24.94M | 1.3% | $1.18 | $1.19 | — | NOTE 0.350% 6/1 | 741503AS5 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 26,431 | $24.94M | 1.3% | $943.44 | $1043.21 | — | PFD CONV SER A | G0177J116 |
| — | BOTTOMLINE TECH DEL INC | 22,966,000 | $24.43M | 1.3% | $1.06 | $1.13 | — | NOTE 1.500%12/0 | 101388AA4 |
| — | CHART INDS INC | 27,778,000 | $24.39M | 1.3% | $0.88 | $1.47 | — | NOTE 2.000% 8/0 | 16115QAC4 |
| STLA 7.875 12/15/16 FCAU | FIAT CHRYSLER AUTOMOBILES N | 205,297 | $24.35M | 1.3% | $118.62 | $134.75 | — | MAN COV SEC 16 | N31738110 |
| — | HOLOGIC INC | 17,247,000 | $23.3M | 1.2% | $1.35 | $0.99 | — | DEBT 2.000% 3/0 | 436440AC5 |
| — | ILLUMINA INC | 19,083,000 | $22.25M | 1.2% | $1.17 | $1.21 | — | NOTE 0.500% 6/1 | 452327AH2 |
| — | ON SEMICONDUCTOR CORP | 19,192,000 | $21.51M | 1.1% | $1.12 | $1.14 | — | NOTE 2.625%12/1 | 682189AH8 |
| — | TYSON FOODS INC | 416,449 | $21.35M | 1.1% | $51.26 | $50.63 | — | UNIT 99/99/9999 | 902494301 |
| — | HOMEAWAY INC | 22,917,000 | $21.26M | 1.1% | $0.93 | $0.96 | — | NOTE 0.125% 4/0 | 43739QAB6 |
| — | AIRTRAN HLDGS INC | 7,812,000 | $21.12M | 1.1% | $2.70 | $1.43 | — | NOTE 5.250%11/0 | 00949PAD0 |
| — | MOLINA HEALTHCARE INC | 15,788,000 | $20.51M | 1.1% | $1.30 | $1.30 | — | DBCV 1.625% 8/1 | 60855RAD2 |
| — | LAM RESEARCH CORP | 15,573,000 | $19.58M | 1.0% | $1.26 | $1.25 | — | NOTE 1.250% 5/1 | 512807AL2 |
| — | ILLUMINA INC | 17,657,000 | $19.46M | 1.0% | $1.10 | $1.18 | — | NOTE 6/1 | 452327AF6 |
| — | STANLEY BLACK & DECKER INC | 170,000 | $18.95M | 1.0% | $111.49 | $112.28 | — | UNIT 11/17/20166 | 854502804 |
| — | NVIDIA CORP | 14,208,000 | $18.76M | 1.0% | $1.32 | $1.17 | — | NOTE 1.000%12/0 | 67066GAC8 |
| — | CITRIX SYS INC | 17,592,000 | $18.64M | 1.0% | $1.06 | $1.06 | — | NOTE 0.500% 4/1 | 177376AD2 |
| GLD | SPDR GOLD TRUST | 169,400 | $18.1M | 0.9% | $106.86 | $114.46 | -6.6% | GOLD SHS | 78463V107 |
| GM | GENERAL MTRS CO | 599,066 | $17.98M | 0.9% | $30.02 * | $23.70 | +0.8% | COM | 37045V100 |
| DAL | DELTA AIR LINES INC DEL | 399,518 | $17.93M | 0.9% | $44.87 * | $38.61 | +2.5% | COM NEW | 247361702 |
| — | JARDEN CORP | 15,000,000 | $17.23M | 0.9% | $1.15 | $1.19 | — | NOTE 1.125% 3/1 | 471109AM0 |
| — | INTEL CORP | 11,173,000 | $16.88M | 0.9% | $1.51 | $1.36 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | UNITED TECHNOLOGIES CORP | 188,373 | $16.76M | 0.9% | $88.99 | $88.99 | — | COM | 913017109 |
| — | MGIC INVT CORP WIS | 14,715,000 | $15.73M | 0.8% | $1.07 | $1.07 | — | NOTE 5.000% 5/0 | 552848AD5 |
| — | RPM INTL INC | 13,690,000 | $15.31M | 0.8% | $1.12 | $1.15 | — | NOTE 2.250%12/1 | 749685AT0 |
| — | PROOFPOINT INC | 9,107,000 | $14.93M | 0.8% | $1.64 | $1.38 | — | NOTE 1.250%12/1 | 743424AB9 |
| — | LIBERTY MEDIA CORP DELAWARE | 14,974,000 | $14.21M | 0.7% | $0.95 | $0.99 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | LAM RESEARCH CORP | 12,088,000 | $13.73M | 0.7% | $1.14 | $1.06 | — | NOTE 0.500% 5/1 | 512807AJ7 |
| — | T MOBILE US INC | 197,600 | $13.65M | 0.7% | $69.06 | $52.99 | — | CONV PFD SER A | 872590203 |
| — | NEXTERA ENERGY INC | 266,900 | $13.63M | 0.7% | $51.08 | $51.08 | — | UNIT 08/31/2018 | 65339F846 |
| — | NOVELLUS SYS INC | 6,884,000 | $13.51M | 0.7% | $1.96 | $1.49 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | SOUTHWESTERN ENERGY CO | 432,823 | $13.45M | 0.7% | $31.08 | $49.88 | — | DEP SHS 1/20 B | 845467208 |
| — | CARRIAGE SVCS INC | 11,742,000 | $13.09M | 0.7% | $1.11 | $1.20 | — | NOTE 2.750% 3/1 | 143905AM9 |
| — | WELLS FARGO & CO NEW | 10,830 | $12.65M | 0.7% | $1167.96 | $1195.69 | — | PERP PFD CNV A | 949746804 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 15,672,000 | $12.61M | 0.7% | $0.80 | $0.92 | — | NOTE 2.250% 6/0 | 049164BH8 |
| — | STARWOOD HOTELS&RESORTS WRLD | 180,170 | $11.98M | 0.6% | $66.48 | $66.48 | — | COM | 85590A401 |
| — | WESCO INTL INC | 6,908,000 | $11.46M | 0.6% | $1.66 | $2.49 | — | DBCV 6.000% 9/1 | 95082PAH8 |
| — | ARES CAP CORP | 11,132,000 | $11.44M | 0.6% | $1.03 | $1.08 | — | NOTE 4.750% 1/1 | 04010LAJ2 |
| — | BANK AMER CORP | 10,564 | $11.38M | 0.6% | $1077.05 | $1109.56 | — | 7.25%CNV PFD L | 060505682 |
| — | RADIAN GROUP INC | 7,414,000 | $11.21M | 0.6% | $1.51 | $1.31 | — | NOTE 2.250% 3/0 | 750236AN1 |
| — | NUVEEN MUN MKT OPPORTUNITY F | 828,004 | $10.85M | 0.6% | $13.10 | $13.70 | — | COM | 67062W103 |
| — | MEDICINES CO | 7,145,000 | $10.44M | 0.5% | $1.46 | $1.51 | — | DBCV 1.375% 6/0 | 584688AC9 |
| BAC | BANK AMER CORP | 666,299 | $10.38M | 0.5% | $15.58 * | $12.96 | -3.7% | COM | 060505104 |
| — | NEWPARK RES INC | 10,996,000 | $10.31M | 0.5% | $0.94 | $1.27 | — | NOTE 4.000%10/0 | 651718AC2 |
| — | ECHO GLOBAL LOGISTICS INC | 11,283,000 | $10.13M | 0.5% | $0.90 | $1.07 | — | NOTE 2.500% 5/0 | 27875TAA9 |
| — | APOLLO INVT CORP | 9,709,000 | $9.806M | 0.5% | $1.01 | $1.06 | — | NOTE 5.750% 1/1 | 03761UAE6 |
| — | ALZA CORP | 6,958,000 | $8.98M | 0.5% | $1.29 | $1.18 | — | SDCV 7/2 | 02261WAB5 |
| — | RAMBUS INC DEL | 7,365,000 | $8.626M | 0.4% | $1.17 | $1.22 | — | NOTE 1.125% 8/1 | 750917AE6 |
| — | DEPOMED INC | 6,987,000 | $8.332M | 0.4% | $1.19 | $1.07 | — | NOTE 2.500% 9/0 | 249908AA2 |
| — | NUVEEN DIVID ADV MUN FD 3 | 584,300 | $7.923M | 0.4% | $13.56 | $14.19 | — | COM SH BEN INT | 67070X101 |
| — | NUVEEN PA INVT QUALITY MUN F | 600,119 | $7.874M | 0.4% | $13.12 | $13.70 | — | COM | 670972108 |
| — | UNITED STATES STL CORP NEW | 7,823,000 | $7.789M | 0.4% | $1.00 | $1.27 | — | NOTE 2.750% 4/0 | 912909AH1 |
| — | INVESCO MUN TR | 618,596 | $7.596M | 0.4% | $12.28 | $12.80 | — | COM | 46131J103 |
| — | INTEL CORP | 6,183,000 | $7.519M | 0.4% | $1.22 | $1.09 | — | SDCV 12/1 | 458140AD2 |
| — | MGIC INVT CORP WIS | 5,202,000 | $7.491M | 0.4% | $1.44 | $1.44 | — | NOTE 2.000% 4/0 | 552848AE3 |
| — | HOMEAWAY INC | 268,863 | $7.136M | 0.4% | $26.54 | $26.54 | — | COM | 43739Q100 |
| — | NUVEEN NY AMT FREE MUN INCOM | 545,845 | $6.872M | 0.4% | $12.59 | $13.06 | — | COM | 670656107 |
| — | ALCOA INC | 201,400 | $6.727M | 0.4% | $33.40 | $49.59 | — | DEP SHS 1/10TH | 013817309 |
| HAL | HALLIBURTON CO | 186,718 | $6.6M | 0.3% | $35.35 * | $55.20 | -47.5% | COM | 406216101 |
| — | ANTHEM INC | 131,800 | $6.375M | 0.3% | $48.37 | $52.69 | — | UNIT 05/01/20188 | 036752202 |
| — | INSULET CORP | 6,724,000 | $6.22M | 0.3% | $0.93 | $1.11 | — | NOTE 2.000% 6/1 | 45784PAD3 |
| — | INVENSENSE INC | 6,857,000 | $6.193M | 0.3% | $0.90 | $1.00 | — | NOTE 1.750%11/0 | 46123DAB2 |
| — | INVESCO ADVANTAGE MUNICIPAL | 526,929 | $5.981M | 0.3% | $11.35 | $11.29 | — | SH BEN INT | 46132E103 |
| — | WELLTOWER INC | 97,900 | $5.945M | 0.3% | $60.73 | $60.73 | — | 6.50% PFD PREPET | 95040Q203 |
| — | NUVEEN MUN ADVANTAGE FD INC | 397,849 | $5.295M | 0.3% | $13.31 | $13.76 | — | COM | 67062H106 |
| — | YAHOO INC | 5,275,000 | $5.13M | 0.3% | $0.97 | $1.14 | — | NOTE 12/0 | 984332AF3 |
| — | CAMERON INTERNATIONAL CORP | 80,000 | $4.906M | 0.3% | $61.33 | $61.16 | — | COM | 13342B105 |
| — | ARRAY BIOPHARMA INC | 4,871,000 | $4.825M | 0.3% | $0.99 | $1.27 | — | NOTE 3.000% 6/0 | 04269XAA3 |
| — | NUANCE COMMUNICATIONS INC | 4,709,000 | $4.794M | 0.3% | $1.02 | $1.03 | — | NOTE 2.750%11/0 | 67020YAF7 |
| — | NEWMONT MINING CORP | 4,792,000 | $4.78M | 0.2% | $1.00 | $1.08 | — | NOTE 1.625% 7/1 | 651639AJ5 |
| — | SEACOR HOLDINGS INC | 4,308,000 | $4.155M | 0.2% | $0.96 | $1.23 | — | NOTE 2.500%12/1 | 811904AM3 |
| — | INVESCO QUALITY MUNI INC TRS | 325,522 | $3.955M | 0.2% | $12.15 | $12.56 | — | COM | 46133G107 |
| XMUSX | BLACKROCK MUNIHOLDNGS QLTY I | 283,145 | $3.655M | 0.2% | $12.91 | $13.24 | — | COM | 09254A101 |
| — | SOLARCITY CORP | 3,950,000 | $3.562M | 0.2% | $0.90 | $1.08 | — | NOTE 2.750%11/0 | 83416TAA8 |
| — | NUVEEN MICH QUALITY INCOME M | 265,011 | $3.495M | 0.2% | $13.19 | $13.78 | — | COM | 670979103 |
| — | MICROCHIP TECHNOLOGY INC | 1,755,000 | $3.076M | 0.2% | $1.75 | $1.49 | — | SDCV 2.125%12/1 | 595017AB0 |
| — | NUVEEN QUALITY INCOME MUN FD | 220,076 | $2.969M | 0.2% | $13.49 | $13.87 | — | COM | 670977107 |
| — | BLACKROCK MUNIHLDS INVSTM QL | 184,083 | $2.601M | 0.1% | $14.13 | $13.39 | — | COM | 09254P108 |
| — | LIBERTY MEDIA CORP | 4,429,000 | $2.309M | 0.1% | $0.52 | $0.52 | — | DEB 3.500% 1/1 | 530715AN1 |
| — | HORNBECK OFFSHORE SVCS INC N | 3,000,000 | $2.233M | 0.1% | $0.74 | $1.25 | — | NOTE 1.500% 9/0 | 440543AN6 |
| — | WEYERHAEUSER CO | 43,700 | $2.085M | 0.1% | $47.71 | $54.03 | — | PREF CONV SER A | 962166872 |
| — | CIENA CORP | 2,065,000 | $2.037M | 0.1% | $0.99 | $0.96 | — | NOTE 0.875% 6/1 | 171779AE1 |
| — | NUVEEN PERFORMANCE PLUS MUN | 133,284 | $1.89M | 0.1% | $14.18 | $14.04 | — | COM | 67062P108 |
| — | ARES CAP CORP | 1,844,000 | $1.856M | 0.1% | $1.01 | $1.09 | — | NOTE 5.750% 2/0 | 04010LAB9 |
| — | BLACKROCK FLA MUN 2020 TERM | 118,257 | $1.762M | 0.1% | $14.90 | $15.75 | — | COM SHS | 09250M109 |
| — | FLUIDIGM CORP DEL | 2,098,000 | $1.534M | 0.1% | $0.73 | $1.09 | — | NOTE 2.750% 2/0 | 34385PAA6 |
| XMYDX | BLACKROCK MUNIYIELD FD INC | 104,738 | $1.488M | 0.1% | $14.21 | $14.79 | — | COM | 09253W104 |
| — | BLACKROCK MUNIYLD INVST QLTY | 87,573 | $1.182M | 0.1% | $13.50 | $13.53 | — | COM | 09254T100 |
| — | MFS MUN INCOME TR | 184,560 | $1.179M | 0.1% | $6.39 | $6.75 | — | SH BEN INT | 552738106 |
| — | DOMINION RES INC VA NEW | 23,200 | $1.157M | 0.1% | $49.87 | $49.70 | — | UNIT 99/99/9999 | 25746U869 |
| — | NUVEEN CAL AMT-FREE MUN INC | 70,693 | $1.037M | 0.1% | $14.67 | $14.94 | — | COM | 670651108 |
| — | MFS HIGH INCOME MUN TR | 200,000 | $950K | 0.0% | $4.75 | $4.88 | — | SH BEN INT | 59318D104 |
| — | BLACKROCK MUNIHLDNGS CALI QL | 57,976 | $833K | 0.0% | $14.37 | $13.85 | — | COM | 09254L107 |
| MTNA 6 01/15/16 | ARCELORMITTAL SA LUXEMBOURG | 92,000 | $756K | 0.0% | $8.22 | $24.20 | — | MAND CV NT 16 | L0302D178 |
| — | BLACKROCK MUNIC BD INVST TR | 50,000 | $710K | 0.0% | $14.20 | $14.56 | — | COM | 09249K107 |
| NGD | NEW GOLD INC CDA | 284,123 | $645K | 0.0% | $2.27 | $6.14 | -62.3% | COM | 644535106 |
| — | NUVEEN DIV ADVANTAGE MUN FD | 38,744 | $528K | 0.0% | $13.63 | $13.06 | — | COM | 67070F100 |
| — | MFS HIGH YIELD MUN TR | 86,802 | $379K | 0.0% | $4.37 | $4.39 | — | SH BEN INT | 59318E102 |
| — | BLACKROCK MUNIHLDGS NJ QLTY | 22,040 | $298K | 0.0% | $13.52 | $14.34 | — | COM | 09254X101 |
| — | DYNEGY INC NEW DEL | 13,120 | $271K | 0.0% | $20.66 | $22.56 | — | COM | 26817R108 |
| — | BLACKROCK MUNIYIELD CALI QLT | 16,228 | $243K | 0.0% | $14.97 | $14.36 | — | COM | 09254N103 |
| XENWX | EATON VANCE NEW YORK MUN BD | 14,632 | $184K | 0.0% | $12.58 | $12.57 | — | COM | 27827Y109 |
| — | NUVEEN NY DIVID ADVNTG MUN F | 12,886 | $173K | 0.0% | $13.43 | $13.97 | — | COM | 67066X107 |
| — | CIENA CORP | 110,000 | $144K | 0.0% | $1.31 | $1.31 | — | DEBT 4.000%12/1 | 171779AK7 |