CIK: 0000061227 · Show all filings
Period: Q4 2015 (← Previous) (Next →)
Filing Date: Jan 19, 2016
Total Value ($000): $1,840,757 (22.4% shares, 77.6% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | JARDEN CORP | 33,574,000 | $61,184 | 3.3% | $1.44 | — | NOTE 1.875% 9/1 | 471109AH1 |
| — | DANAHER CORP DEL | 21,518,000 | $58,027 | 3.2% | $1.84 | — | NOTE 1/2 | 235851AF9 |
| — | TELEFLEX INC | 24,390,000 | $52,140 | 2.8% | $1.35 | — | NOTE 3.875% 8/0 | 879369AA4 |
| — | XILINX INC | 30,916,000 | $50,319 | 2.7% | $1.57 | — | NOTE 2.625% 6/1 | 983919AF8 |
| — | AIR LEASE CORP | 36,011,000 | $49,140 | 2.7% | $1.31 | — | NOTE 3.875%12/0 | 00912XAK0 |
| — | STONE ENERGY CORP | 61,227,000 | $45,529 | 2.5% | $0.86 | — | NOTE 1.750% 3/0 | 861642AN6 |
| — | BIOMARIN PHARMACEUTICAL INC | 34,962,000 | $45,034 | 2.4% | $1.14 | — | NOTE 0.750%10/1 | 09061GAE1 |
| — | MEDIDATA SOLUTIONS INC | 39,228,000 | $42,959 | 2.3% | $1.10 | — | NOTE 1.000% 8/0 | 58471AAB1 |
| — | MACQUARIE INFRASTRUCTURE COR | 37,034,000 | $41,570 | 2.3% | $1.15 | — | NOTE 2.875% 7/1 | 55608BAA3 |
| — | VERINT SYS INC | 41,021,000 | $38,640 | 2.1% | $1.07 | — | NOTE 1.500% 6/0 | 92343XAA8 |
| — | TEVA PHARMACEUTICAL FIN LLC | 24,370,000 | $38,152 | 2.1% | $1.05 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| — | NXP SEMICONDUCTORS N V | 33,840,000 | $37,245 | 2.0% | $1.10 | — | DBCV 1.000%12/0 | 62952QAB6 |
| — | GILEAD SCIENCES INC | 8,130,000 | $36,341 | 2.0% | $3.65 | — | NOTE 1.625% 5/0 | 375558AP8 |
| — | XPO LOGISTICS INC | 20,855,000 | $35,674 | 1.9% | $1.56 | — | NOTE 4.500%10/0 | 983793AA8 |
| — | PRICELINE GRP INC | 24,723,000 | $35,268 | 1.9% | $1.34 | — | NOTE 1.000% 3/1 | 741503AQ9 |
| — | MICRON TECHNOLOGY INC | 40,380,000 | $33,768 | 1.8% | $0.96 | — | NOTE 3.000%11/1 | 595112AY9 |
| — | LIVE NATION ENTERTAINMENT IN | 32,294,000 | $33,000 | 1.8% | $1.07 | — | DBCV 2.500% 5/1 | 538034AJ8 |
| — | AMERICAN TOWER CORP NEW | 315,287 | $32,270 | 1.8% | $105.85 | — | PFD CONV SER A | 03027X308 |
| — | SALESFORCE COM INC | 23,230,000 | $29,926 | 1.6% | $1.16 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | WELLPOINT INC | 15,465,000 | $29,596 | 1.6% | $2.07 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | WABASH NATL CORP | 22,994,000 | $27,821 | 1.5% | $1.22 | — | NOTE 3.375% 5/0 | 929566AH0 |
| — | STANLEY BLACK & DECKER INC | 233,101 | $27,404 | 1.5% | $113.71 | — | UNIT 11/17/20166 | 854502804 |
| — | CROWN CASTLE INTL CORP NEW | 254,909 | $27,328 | 1.5% | $102.75 | — | CNV PFD STK SR A | 22822V200 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 26,420 | $27,221 | 1.5% | $1043.21 | — | PFD CONV SER A | G0177J116 |
| — | HELIX ENERGY SOLUTIONS GRP I | 33,965,000 | $26,916 | 1.5% | $1.23 | — | NOTE 3.250% 3/1 | 42330PAG2 |
| — | SANDISK CORP | 25,808,000 | $26,815 | 1.5% | $1.16 | — | NOTE 0.500%10/1 | 80004CAF8 |
| — | BOTTOMLINE TECH DEL INC | 22,774,000 | $25,718 | 1.4% | $1.13 | — | NOTE 1.500%12/0 | 101388AA4 |
| — | TYSON FOODS INC | 417,166 | $25,458 | 1.4% | $50.63 | — | UNIT 99/99/9999 | 902494301 |
| — | ON SEMICONDUCTOR CORP | 22,381,000 | $25,020 | 1.4% | $1.13 | — | NOTE 2.625%12/1 | 682189AH8 |
| — | RED HAT INC | 18,481,000 | $24,132 | 1.3% | $1.31 | — | NOTE 0.250%10/0 | 756577AD4 |
| STLA 7.875 12/15/16 FCAU | FIAT CHRYSLER AUTOMOBILES N | 204,984 | $24,082 | 1.3% | $134.75 | — | MAN COV SEC 16 | N31738110 |
| — | NVIDIA CORP | 14,280,000 | $23,857 | 1.3% | $1.17 | — | NOTE 1.000%12/0 | 67066GAC8 |
| — | CHART INDS INC | 27,438,000 | $23,856 | 1.3% | $1.47 | — | NOTE 2.000% 8/0 | 16115QAC4 |
| — | HOLOGIC INC | 17,238,000 | $23,068 | 1.3% | $0.99 | — | DEBT 2.000% 3/0 | 436440AC5 |
| — | LAM RESEARCH CORP | 15,503,000 | $22,259 | 1.2% | $1.25 | — | NOTE 1.250% 5/1 | 512807AL2 |
| — | ILLUMINA INC | 18,887,000 | $22,088 | 1.2% | $1.21 | — | NOTE 0.500% 6/1 | 452327AH2 |
| DAL | DELTA AIR LINES INC DEL | 399,518 | $20,252 | 1.1% | $38.61 | +13.1% | COM NEW | 247361702 |
| — | MOLINA HEALTHCARE INC | 16,216,000 | $19,533 | 1.1% | $1.30 | — | DBCV 1.625% 8/1 | 60855RAD2 |
| — | CITRIX SYS INC | 17,663,000 | $19,297 | 1.0% | $1.06 | — | NOTE 0.500% 4/1 | 177376AD2 |
| — | PRICELINE GRP INC | 16,138,000 | $19,275 | 1.0% | $1.19 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | DEPOMED INC | 16,709,000 | $19,038 | 1.0% | $1.11 | — | NOTE 2.500% 9/0 | 249908AA2 |
| — | UNITED TECHNOLOGIES CORP | 188,349 | $18,095 | 1.0% | $88.99 | — | COM | 913017109 |
| — | JARDEN CORP | 14,595,000 | $17,979 | 1.0% | $1.19 | — | NOTE 1.125% 3/1 | 471109AM0 |
| GLD | SPDR GOLD TRUST | 169,400 | $17,187 | 0.9% | $112.37 | — | GOLD SHS | 78463V107 |
| GM | GENERAL MTRS CO | 465,975 | $15,848 | 0.9% | $23.70 | +16.9% | COM | 37045V100 |
| — | CARRIAGE SVCS INC | 13,259,000 | $15,687 | 0.9% | $1.20 | — | NOTE 2.750% 3/1 | 143905AM9 |
| — | MGIC INVT CORP WIS | 14,726,000 | $15,223 | 0.8% | $1.07 | — | NOTE 5.000% 5/0 | 552848AD5 |
| — | TWITTER INC | 17,647,000 | $15,077 | 0.8% | $0.85 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| — | LIBERTY MEDIA CORP DELAWARE | 14,882,000 | $14,624 | 0.8% | $0.99 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | STARWOOD HOTELS&RESORTS WRLD | 210,170 | $14,561 | 0.8% | $66.88 | — | COM | 85590A401 |
| — | ECHO GLOBAL LOGISTICS INC | 15,520,000 | $13,658 | 0.7% | $1.02 | — | NOTE 2.500% 5/0 | 27875TAA9 |
| — | T MOBILE US INC | 200,782 | $13,609 | 0.7% | $53.22 | — | CONV PFD SER A | 872590203 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 15,090,000 | $12,538 | 0.7% | $0.92 | — | NOTE 2.250% 6/0 | 049164BH8 |
| — | ILLUMINA INC | 11,148,000 | $12,172 | 0.7% | $1.18 | — | NOTE 6/1 | 452327AF6 |
| — | ISIS PHARMACEUTICALS INC DEL | 10,243,000 | $11,549 | 0.6% | $1.13 | — | NOTE 1.000%11/1 | 464337AJ3 |
| — | BANK AMER CORP | 10,430 | $11,392 | 0.6% | $1109.56 | — | 7.25%CNV PFD L | 060505682 |
| BAC | BANK AMER CORP | 666,299 | $11,214 | 0.6% | $12.96 | +4.6% | COM | 060505104 |
| — | MGIC INVT CORP WIS | 7,883,000 | $10,997 | 0.6% | $1.42 | — | NOTE 2.000% 4/0 | 552848AE3 |
| SWK | STANLEY BLACK & DECKER INC | 95,802 | $10,225 | 0.6% | $81.14 | 0.0% | COM | 854502101 |
| — | ALZA CORP | 7,229,000 | $10,225 | 0.6% | $1.19 | — | SDCV 7/2 | 02261WAB5 |
| — | MEDICINES CO | 7,145,000 | $10,204 | 0.6% | $1.51 | — | DBCV 1.375% 6/0 | 584688AC9 |
| — | INTEL CORP | 5,885,000 | $9,795 | 0.5% | $1.36 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | RADIAN GROUP INC | 7,414,000 | $9,587 | 0.5% | $1.31 | — | NOTE 2.250% 3/0 | 750236AN1 |
| — | NEWPARK RES INC | 10,526,000 | $9,400 | 0.5% | $1.27 | — | NOTE 4.000%10/0 | 651718AC2 |
| — | RAMBUS INC DEL | 7,365,000 | $8,539 | 0.5% | $1.22 | — | NOTE 1.125% 8/1 | 750917AE6 |
| — | NUVEEN MUN MKT OPPORTUNITY F | 602,595 | $8,310 | 0.5% | $13.70 | — | COM | 67062W103 |
| — | WELLS FARGO & CO NEW | 7,141 | $8,281 | 0.4% | $1195.69 | — | PERP PFD CNV A | 949746804 |
| — | AIRTRAN HLDGS INC | 2,743,000 | $8,100 | 0.4% | $1.43 | — | NOTE 5.250%11/0 | 00949PAD0 |
| — | RPM INTL INC | 7,089,000 | $8,094 | 0.4% | $1.15 | — | NOTE 2.250%12/1 | 749685AT0 |
| — | SOUTHWESTERN ENERGY CO | 421,454 | $7,895 | 0.4% | $49.88 | — | DEP SHS 1/20 B | 845467208 |
| — | INTEL CORP | 6,151,000 | $7,880 | 0.4% | $1.09 | — | SDCV 12/1 | 458140AD2 |
| — | PROOFPOINT INC | 4,412,000 | $7,622 | 0.4% | $1.38 | — | NOTE 1.250%12/1 | 743424AB9 |
| — | INSULET CORP | 6,724,000 | $6,980 | 0.4% | $1.11 | — | NOTE 2.000% 6/1 | 45784PAD3 |
| EXPE | EXPEDIA INC DEL | 55,519 | $6,901 | 0.4% | $120.15 | 0.0% | COM NEW | 30212P303 |
| — | ALCOA INC | 203,178 | $6,819 | 0.4% | $49.59 | — | DEP SHS 1/10TH | 013817309 |
| — | NOVELLUS SYS INC | 2,831,000 | $6,676 | 0.4% | $1.49 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | INVENSENSE INC | 6,857,000 | $6,424 | 0.3% | $1.00 | — | NOTE 1.750%11/0 | 46123DAB2 |
| HAL | HALLIBURTON CO | 186,718 | $6,356 | 0.3% | $55.20 | -43.9% | COM | 406216101 |
| — | LAM RESEARCH CORP | 4,857,000 | $6,332 | 0.3% | $1.06 | — | NOTE 0.500% 5/1 | 512807AJ7 |
| — | WELLTOWER INC | 97,900 | $5,978 | 0.3% | $60.73 | — | 6.50% PFD PREPET | 95040Q203 |
| — | NEXTERA ENERGY INC | 109,800 | $5,763 | 0.3% | $51.08 | — | UNIT 08/31/2018 | 65339F846 |
| — | NUVEEN DIVID ADV MUN FD 3 | 391,532 | $5,622 | 0.3% | $14.19 | — | COM SH BEN INT | 67070X101 |
| — | NUVEEN PA INVT QUALITY MUN F | 398,405 | $5,458 | 0.3% | $13.70 | — | COM | 670972108 |
| — | YAHOO INC | 5,275,000 | $5,156 | 0.3% | $1.14 | — | NOTE 12/0 | 984332AF3 |
| — | CAMERON INTERNATIONAL CORP | 80,000 | $5,056 | 0.3% | $61.16 | — | COM | 13342B105 |
| — | INVESCO MUN TR | 389,697 | $4,976 | 0.3% | $12.80 | — | COM | 46131J103 |
| — | NUVEEN NY AMT FREE MUN INCOM | 374,856 | $4,922 | 0.3% | $13.06 | — | COM | 670656107 |
| — | NUANCE COMMUNICATIONS INC | 4,659,000 | $4,691 | 0.3% | $1.03 | — | NOTE 2.750%11/0 | 67020YAF7 |
| — | ARRAY BIOPHARMA INC | 4,871,000 | $4,533 | 0.2% | $1.27 | — | NOTE 3.000% 6/0 | 04269XAA3 |
| — | NUVEEN MUN ADVANTAGE FD INC | 299,782 | $4,152 | 0.2% | $13.76 | — | COM | 67062H106 |
| — | SEACOR HOLDINGS INC | 4,308,000 | $4,082 | 0.2% | $1.23 | — | NOTE 2.500%12/1 | 811904AM3 |
| — | NUVEEN PERFORMANCE PLUS MUN | 258,986 | $3,874 | 0.2% | $14.49 | — | COM | 67062P108 |
| XMUSX | BLACKROCK MUNIHOLDNGS QLTY I | 272,227 | $3,738 | 0.2% | $13.24 | — | COM | 09254A101 |
| CWB | SPDR SERIES TRUST | 84,687 | $3,665 | 0.2% | $43.28 | — | BRC CNV SECS ETF | 78464A359 |
| — | MICROCHIP TECHNOLOGY INC | 1,726,000 | $3,285 | 0.2% | $1.49 | — | SDCV 2.125%12/1 | 595017AB0 |
| — | INVESCO QUALITY MUNI INC TRS | 234,076 | $2,970 | 0.2% | $12.56 | — | COM | 46133G107 |
| — | LIBERTY MEDIA CORP | 4,429,000 | $2,286 | 0.1% | $0.52 | — | DEB 3.500% 1/1 | 530715AN1 |
| — | WEYERHAEUSER CO | 43,700 | $2,208 | 0.1% | $54.03 | — | PREF CONV SER A | 962166872 |
| — | BLACKROCK MUNIYIELD INVST FD | 136,065 | $2,129 | 0.1% | $15.65 | — | COM | 09254R104 |
| — | NUVEEN MICH QUALITY INCOME M | 149,742 | $2,050 | 0.1% | $13.78 | — | COM | 670979103 |
| — | CIENA CORP | 1,966,000 | $1,928 | 0.1% | $0.96 | — | NOTE 0.875% 6/1 | 171779AE1 |
| — | BLACKROCK MUNIHLDNGS QLTY II | 137,761 | $1,875 | 0.1% | $13.61 | — | COM | 09254C107 |
| — | BLACKROCK FLA MUN 2020 TERM | 118,257 | $1,767 | 0.1% | $15.75 | — | COM SHS | 09250M109 |
| — | ARES CAP CORP | 1,746,000 | $1,745 | 0.1% | $1.09 | — | NOTE 5.750% 2/0 | 04010LAB9 |
| — | HORNBECK OFFSHORE SVCS INC N | 3,000,000 | $1,706 | 0.1% | $1.25 | — | NOTE 1.500% 9/0 | 440543AN6 |
| — | BLACKROCK MUNIYLD INVST QLTY | 106,443 | $1,501 | 0.1% | $13.63 | — | COM | 09254T100 |
| — | MFS HIGH INCOME MUN TR | 265,061 | $1,301 | 0.1% | $4.89 | — | SH BEN INT | 59318D104 |
| — | NUVEEN QUALITY INCOME MUN FD | 88,169 | $1,250 | 0.1% | $13.87 | — | COM | 670977107 |
| XMQTX | BLACKROCK MUNIY QUALITY FD I | 84,054 | $1,116 | 0.1% | $13.28 | — | COM | 09254G108 |
| — | MFS MUN INCOME TR | 67,817 | $461 | 0.0% | $6.75 | — | SH BEN INT | 552738106 |
| — | ARES CAP CORP | 390,000 | $389 | 0.0% | $1.08 | — | NOTE 4.750% 1/1 | 04010LAJ2 |
| — | APOLLO INVT CORP | 385,000 | $386 | 0.0% | $1.06 | — | NOTE 5.750% 1/1 | 03761UAE6 |
| — | BLACKROCK MUNIHLDGS NJ QLTY | 22,040 | $318 | 0.0% | $14.34 | — | COM | 09254X101 |
| — | CIENA CORP | 110,000 | $143 | 0.0% | $1.31 | — | DEBT 4.000%12/1 | 171779AK7 |
| — | VERINT SYS INC | 53 | $2 | 0.0% | $37.74 | — | COM | 92343X100 |