Location: New York, NY
CIK: 0000061227 · Show all filings
Period: Q4 2015 (← Previous) (Next →)
Filing Date: Jan 19, 2016
Total Value: $1.841B (22.4% shares, 77.6% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | JARDEN CORP | 33,574,000 | $61.18M | 3.3% | $1.82 | $1.44 | — | NOTE 1.875% 9/1 | 471109AH1 |
| — | DANAHER CORP DEL | 21,518,000 | $58.03M | 3.2% | $2.70 | $1.84 | — | NOTE 1/2 | 235851AF9 |
| — | TELEFLEX INC | 24,390,000 | $52.14M | 2.8% | $2.14 | $1.35 | — | NOTE 3.875% 8/0 | 879369AA4 |
| — | XILINX INC | 30,916,000 | $50.32M | 2.7% | $1.63 | $1.57 | — | NOTE 2.625% 6/1 | 983919AF8 |
| — | AIR LEASE CORP | 36,011,000 | $49.14M | 2.7% | $1.36 | $1.31 | — | NOTE 3.875%12/0 | 00912XAK0 |
| — | STONE ENERGY CORP | 61,227,000 | $45.53M | 2.5% | $0.74 | $0.86 | — | NOTE 1.750% 3/0 | 861642AN6 |
| — | BIOMARIN PHARMACEUTICAL INC | 34,962,000 | $45.03M | 2.4% | $1.29 | $1.14 | — | NOTE 0.750%10/1 | 09061GAE1 |
| — | MEDIDATA SOLUTIONS INC | 39,228,000 | $42.96M | 2.3% | $1.10 | $1.10 | — | NOTE 1.000% 8/0 | 58471AAB1 |
| — | MACQUARIE INFRASTRUCTURE COR | 37,034,000 | $41.57M | 2.3% | $1.12 | $1.15 | — | NOTE 2.875% 7/1 | 55608BAA3 |
| — | VERINT SYS INC | 41,021,000 | $38.64M | 2.1% | $0.94 | $1.07 | — | NOTE 1.500% 6/0 | 92343XAA8 |
| — | TEVA PHARMACEUTICAL FIN LLC | 24,370,000 | $38.15M | 2.1% | $1.57 | $1.05 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| — | NXP SEMICONDUCTORS N V | 33,840,000 | $37.24M | 2.0% | $1.10 | $1.10 | — | DBCV 1.000%12/0 | 62952QAB6 |
| — | GILEAD SCIENCES INC | 8,130,000 | $36.34M | 2.0% | $4.47 | $3.65 | — | NOTE 1.625% 5/0 | 375558AP8 |
| — | XPO LOGISTICS INC | 20,855,000 | $35.67M | 1.9% | $1.71 | $1.56 | — | NOTE 4.500%10/0 | 983793AA8 |
| — | PRICELINE GRP INC | 24,723,000 | $35.27M | 1.9% | $1.43 | $1.34 | — | NOTE 1.000% 3/1 | 741503AQ9 |
| — | MICRON TECHNOLOGY INC | 40,380,000 | $33.77M | 1.8% | $0.84 | $0.96 | — | NOTE 3.000%11/1 | 595112AY9 |
| — | LIVE NATION ENTERTAINMENT IN | 32,294,000 | $33M | 1.8% | $1.02 | $1.07 | — | DBCV 2.500% 5/1 | 538034AJ8 |
| — | AMERICAN TOWER CORP NEW | 315,287 | $32.27M | 1.8% | $102.35 | $105.85 | — | PFD CONV SER A | 03027X308 |
| — | SALESFORCE COM INC | 23,230,000 | $29.93M | 1.6% | $1.29 | $1.16 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | WELLPOINT INC | 15,465,000 | $29.6M | 1.6% | $1.91 | $2.07 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | WABASH NATL CORP | 22,994,000 | $27.82M | 1.5% | $1.21 | $1.22 | — | NOTE 3.375% 5/0 | 929566AH0 |
| — | STANLEY BLACK & DECKER INC | 233,101 | $27.4M | 1.5% | $117.56 | $113.71 | — | UNIT 11/17/20166 | 854502804 |
| — | CROWN CASTLE INTL CORP NEW | 254,909 | $27.33M | 1.5% | $107.21 | $102.75 | — | CNV PFD STK SR A | 22822V200 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 26,420 | $27.22M | 1.5% | $1030.32 | $1043.21 | — | PFD CONV SER A | G0177J116 |
| — | HELIX ENERGY SOLUTIONS GRP I | 33,965,000 | $26.92M | 1.5% | $0.79 | $1.23 | — | NOTE 3.250% 3/1 | 42330PAG2 |
| — | SANDISK CORP | 25,808,000 | $26.82M | 1.5% | $1.04 | $1.16 | — | NOTE 0.500%10/1 | 80004CAF8 |
| — | BOTTOMLINE TECH DEL INC | 22,774,000 | $25.72M | 1.4% | $1.13 | $1.13 | — | NOTE 1.500%12/0 | 101388AA4 |
| — | TYSON FOODS INC | 417,166 | $25.46M | 1.4% | $61.03 | $50.63 | — | UNIT 99/99/9999 | 902494301 |
| — | ON SEMICONDUCTOR CORP | 22,381,000 | $25.02M | 1.4% | $1.12 | $1.13 | — | NOTE 2.625%12/1 | 682189AH8 |
| — | RED HAT INC | 18,481,000 | $24.13M | 1.3% | $1.31 | $1.31 | — | NOTE 0.250%10/0 | 756577AD4 |
| STLA 7.875 12/15/16 FCAU | FIAT CHRYSLER AUTOMOBILES N | 204,984 | $24.08M | 1.3% | $117.48 | $134.75 | — | MAN COV SEC 16 | N31738110 |
| — | NVIDIA CORP | 14,280,000 | $23.86M | 1.3% | $1.67 | $1.17 | — | NOTE 1.000%12/0 | 67066GAC8 |
| — | CHART INDS INC | 27,438,000 | $23.86M | 1.3% | $0.87 | $1.47 | — | NOTE 2.000% 8/0 | 16115QAC4 |
| — | HOLOGIC INC | 17,238,000 | $23.07M | 1.3% | $1.34 | $0.99 | — | DEBT 2.000% 3/0 | 436440AC5 |
| — | LAM RESEARCH CORP | 15,503,000 | $22.26M | 1.2% | $1.44 | $1.25 | — | NOTE 1.250% 5/1 | 512807AL2 |
| — | ILLUMINA INC | 18,887,000 | $22.09M | 1.2% | $1.17 | $1.21 | — | NOTE 0.500% 6/1 | 452327AH2 |
| DAL | DELTA AIR LINES INC DEL | 399,518 | $20.25M | 1.1% | $50.69 * | $38.61 | +16.1% | COM NEW | 247361702 |
| — | MOLINA HEALTHCARE INC | 16,216,000 | $19.53M | 1.1% | $1.20 | $1.30 | — | DBCV 1.625% 8/1 | 60855RAD2 |
| — | CITRIX SYS INC | 17,663,000 | $19.3M | 1.0% | $1.09 | $1.06 | — | NOTE 0.500% 4/1 | 177376AD2 |
| — | PRICELINE GRP INC | 16,138,000 | $19.27M | 1.0% | $1.19 | $1.19 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | DEPOMED INC | 16,709,000 | $19.04M | 1.0% | $1.14 | $1.11 | — | NOTE 2.500% 9/0 | 249908AA2 |
| — | UNITED TECHNOLOGIES CORP | 188,349 | $18.09M | 1.0% | $96.07 | $88.99 | — | COM | 913017109 |
| — | JARDEN CORP | 14,595,000 | $17.98M | 1.0% | $1.23 | $1.19 | — | NOTE 1.125% 3/1 | 471109AM0 |
| GLD | SPDR GOLD TRUST | 169,400 | $17.19M | 0.9% | $101.46 | $114.46 | -11.4% | GOLD SHS | 78463V107 |
| GM | GENERAL MTRS CO | 465,975 | $15.85M | 0.9% | $34.01 * | $23.70 | +15.4% | COM | 37045V100 |
| — | CARRIAGE SVCS INC | 13,259,000 | $15.69M | 0.9% | $1.18 | $1.20 | — | NOTE 2.750% 3/1 | 143905AM9 |
| — | MGIC INVT CORP WIS | 14,726,000 | $15.22M | 0.8% | $1.03 | $1.07 | — | NOTE 5.000% 5/0 | 552848AD5 |
| — | TWITTER INC | 17,647,000 | $15.08M | 0.8% | $0.85 | $0.85 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| — | LIBERTY MEDIA CORP DELAWARE | 14,882,000 | $14.62M | 0.8% | $0.98 | $0.99 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | STARWOOD HOTELS&RESORTS WRLD | 210,170 | $14.56M | 0.8% | $69.28 | $66.88 | — | COM | 85590A401 |
| — | ECHO GLOBAL LOGISTICS INC | 15,520,000 | $13.66M | 0.7% | $0.88 | $1.02 | — | NOTE 2.500% 5/0 | 27875TAA9 |
| — | T MOBILE US INC | 200,782 | $13.61M | 0.7% | $67.78 | $53.22 | — | CONV PFD SER A | 872590203 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 15,090,000 | $12.54M | 0.7% | $0.83 | $0.92 | — | NOTE 2.250% 6/0 | 049164BH8 |
| — | ILLUMINA INC | 11,148,000 | $12.17M | 0.7% | $1.09 | $1.18 | — | NOTE 6/1 | 452327AF6 |
| — | ISIS PHARMACEUTICALS INC DEL | 10,243,000 | $11.55M | 0.6% | $1.13 | $1.13 | — | NOTE 1.000%11/1 | 464337AJ3 |
| — | BANK AMER CORP | 10,430 | $11.39M | 0.6% | $1092.23 | $1109.56 | — | 7.25%CNV PFD L | 060505682 |
| BAC | BANK AMER CORP | 666,299 | $11.21M | 0.6% | $16.83 * | $12.96 | +4.3% | COM | 060505104 |
| — | MGIC INVT CORP WIS | 7,883,000 | $11M | 0.6% | $1.40 | $1.42 | — | NOTE 2.000% 4/0 | 552848AE3 |
| SWK | STANLEY BLACK & DECKER INC | 95,802 | $10.22M | 0.6% | $106.73 * | $81.14 | +1.6% | COM | 854502101 |
| — | ALZA CORP | 7,229,000 | $10.22M | 0.6% | $1.41 | $1.19 | — | SDCV 7/2 | 02261WAB5 |
| — | MEDICINES CO | 7,145,000 | $10.2M | 0.6% | $1.43 | $1.51 | — | DBCV 1.375% 6/0 | 584688AC9 |
| — | INTEL CORP | 5,885,000 | $9.795M | 0.5% | $1.66 | $1.36 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | RADIAN GROUP INC | 7,414,000 | $9.587M | 0.5% | $1.29 | $1.31 | — | NOTE 2.250% 3/0 | 750236AN1 |
| — | NEWPARK RES INC | 10,526,000 | $9.4M | 0.5% | $0.89 | $1.27 | — | NOTE 4.000%10/0 | 651718AC2 |
| — | RAMBUS INC DEL | 7,365,000 | $8.539M | 0.5% | $1.16 | $1.22 | — | NOTE 1.125% 8/1 | 750917AE6 |
| — | NUVEEN MUN MKT OPPORTUNITY F | 602,595 | $8.31M | 0.5% | $13.79 | $13.70 | — | COM | 67062W103 |
| — | WELLS FARGO & CO NEW | 7,141 | $8.281M | 0.4% | $1159.64 | $1195.69 | — | PERP PFD CNV A | 949746804 |
| — | AIRTRAN HLDGS INC | 2,743,000 | $8.1M | 0.4% | $2.95 | $1.43 | — | NOTE 5.250%11/0 | 00949PAD0 |
| — | RPM INTL INC | 7,089,000 | $8.094M | 0.4% | $1.14 | $1.15 | — | NOTE 2.250%12/1 | 749685AT0 |
| — | SOUTHWESTERN ENERGY CO | 421,454 | $7.895M | 0.4% | $18.73 | $49.88 | — | DEP SHS 1/20 B | 845467208 |
| — | INTEL CORP | 6,151,000 | $7.88M | 0.4% | $1.28 | $1.09 | — | SDCV 12/1 | 458140AD2 |
| — | PROOFPOINT INC | 4,412,000 | $7.622M | 0.4% | $1.73 | $1.38 | — | NOTE 1.250%12/1 | 743424AB9 |
| — | INSULET CORP | 6,724,000 | $6.98M | 0.4% | $1.04 | $1.11 | — | NOTE 2.000% 6/1 | 45784PAD3 |
| EXPE | EXPEDIA INC DEL | 55,519 | $6.901M | 0.4% | $124.30 * | $120.15 | -1.7% | COM NEW | 30212P303 |
| — | ALCOA INC | 203,178 | $6.819M | 0.4% | $33.56 | $49.59 | — | DEP SHS 1/10TH | 013817309 |
| — | NOVELLUS SYS INC | 2,831,000 | $6.676M | 0.4% | $2.36 | $1.49 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | INVENSENSE INC | 6,857,000 | $6.424M | 0.3% | $0.94 | $1.00 | — | NOTE 1.750%11/0 | 46123DAB2 |
| HAL | HALLIBURTON CO | 186,718 | $6.356M | 0.3% | $34.04 * | $55.20 | -49.2% | COM | 406216101 |
| — | LAM RESEARCH CORP | 4,857,000 | $6.332M | 0.3% | $1.30 | $1.06 | — | NOTE 0.500% 5/1 | 512807AJ7 |
| — | WELLTOWER INC | 97,900 | $5.978M | 0.3% | $61.06 | $60.73 | — | 6.50% PFD PREPET | 95040Q203 |
| — | NEXTERA ENERGY INC | 109,800 | $5.763M | 0.3% | $52.49 | $51.08 | — | UNIT 08/31/2018 | 65339F846 |
| — | NUVEEN DIVID ADV MUN FD 3 | 391,532 | $5.622M | 0.3% | $14.36 | $14.19 | — | COM SH BEN INT | 67070X101 |
| — | NUVEEN PA INVT QUALITY MUN F | 398,405 | $5.458M | 0.3% | $13.70 | $13.70 | — | COM | 670972108 |
| — | YAHOO INC | 5,275,000 | $5.156M | 0.3% | $0.98 | $1.14 | — | NOTE 12/0 | 984332AF3 |
| — | CAMERON INTERNATIONAL CORP | 80,000 | $5.056M | 0.3% | $63.20 | $61.16 | — | COM | 13342B105 |
| — | INVESCO MUN TR | 389,697 | $4.976M | 0.3% | $12.77 | $12.80 | — | COM | 46131J103 |
| — | NUVEEN NY AMT FREE MUN INCOM | 374,856 | $4.922M | 0.3% | $13.13 | $13.06 | — | COM | 670656107 |
| — | NUANCE COMMUNICATIONS INC | 4,659,000 | $4.691M | 0.3% | $1.01 | $1.03 | — | NOTE 2.750%11/0 | 67020YAF7 |
| — | ARRAY BIOPHARMA INC | 4,871,000 | $4.533M | 0.2% | $0.93 | $1.27 | — | NOTE 3.000% 6/0 | 04269XAA3 |
| — | NUVEEN MUN ADVANTAGE FD INC | 299,782 | $4.152M | 0.2% | $13.85 | $13.76 | — | COM | 67062H106 |
| — | SEACOR HOLDINGS INC | 4,308,000 | $4.082M | 0.2% | $0.95 | $1.23 | — | NOTE 2.500%12/1 | 811904AM3 |
| — | NUVEEN PERFORMANCE PLUS MUN | 258,986 | $3.874M | 0.2% | $14.96 | $14.49 | — | COM | 67062P108 |
| XMUSX | BLACKROCK MUNIHOLDNGS QLTY I | 272,227 | $3.738M | 0.2% | $13.73 | $13.24 | — | COM | 09254A101 |
| CWB | SPDR SERIES TRUST | 84,687 | $3.665M | 0.2% | $43.28 | $45.78 | -5.5% | BRC CNV SECS ETF | 78464A359 |
| — | MICROCHIP TECHNOLOGY INC | 1,726,000 | $3.285M | 0.2% | $1.90 | $1.49 | — | SDCV 2.125%12/1 | 595017AB0 |
| — | INVESCO QUALITY MUNI INC TRS | 234,076 | $2.97M | 0.2% | $12.69 | $12.56 | — | COM | 46133G107 |
| — | LIBERTY MEDIA CORP | 4,429,000 | $2.286M | 0.1% | $0.52 | $0.52 | — | DEB 3.500% 1/1 | 530715AN1 |
| — | WEYERHAEUSER CO | 43,700 | $2.208M | 0.1% | $50.53 | $54.03 | — | PREF CONV SER A | 962166872 |
| — | BLACKROCK MUNIYIELD INVST FD | 136,065 | $2.129M | 0.1% | $15.65 | $15.65 | — | COM | 09254R104 |
| — | NUVEEN MICH QUALITY INCOME M | 149,742 | $2.05M | 0.1% | $13.69 | $13.78 | — | COM | 670979103 |
| — | CIENA CORP | 1,966,000 | $1.928M | 0.1% | $0.98 | $0.96 | — | NOTE 0.875% 6/1 | 171779AE1 |
| — | BLACKROCK MUNIHLDNGS QLTY II | 137,761 | $1.875M | 0.1% | $13.61 | $13.61 | — | COM | 09254C107 |
| — | BLACKROCK FLA MUN 2020 TERM | 118,257 | $1.767M | 0.1% | $14.94 | $15.75 | — | COM SHS | 09250M109 |
| — | ARES CAP CORP | 1,746,000 | $1.745M | 0.1% | $1.00 | $1.09 | — | NOTE 5.750% 2/0 | 04010LAB9 |
| — | HORNBECK OFFSHORE SVCS INC N | 3,000,000 | $1.706M | 0.1% | $0.57 | $1.25 | — | NOTE 1.500% 9/0 | 440543AN6 |
| — | BLACKROCK MUNIYLD INVST QLTY | 106,443 | $1.501M | 0.1% | $14.10 | $13.63 | — | COM | 09254T100 |
| — | MFS HIGH INCOME MUN TR | 265,061 | $1.301M | 0.1% | $4.91 | $4.89 | — | SH BEN INT | 59318D104 |
| — | NUVEEN QUALITY INCOME MUN FD | 88,169 | $1.25M | 0.1% | $14.18 | $13.87 | — | COM | 670977107 |
| XMQTX | BLACKROCK MUNIY QUALITY FD I | 84,054 | $1.116M | 0.1% | $13.28 | $13.28 | — | COM | 09254G108 |
| — | MFS MUN INCOME TR | 67,817 | $461K | 0.0% | $6.80 | $6.75 | — | SH BEN INT | 552738106 |
| — | ARES CAP CORP | 390,000 | $389K | 0.0% | $1.00 | $1.08 | — | NOTE 4.750% 1/1 | 04010LAJ2 |
| — | APOLLO INVT CORP | 385,000 | $386K | 0.0% | $1.00 | $1.06 | — | NOTE 5.750% 1/1 | 03761UAE6 |
| — | BLACKROCK MUNIHLDGS NJ QLTY | 22,040 | $318K | 0.0% | $14.43 | $14.34 | — | COM | 09254X101 |
| — | CIENA CORP | 110,000 | $143K | 0.0% | $1.30 | $1.31 | — | DEBT 4.000%12/1 | 171779AK7 |
| — | VERINT SYS INC | 53 | $2,000 | 0.0% | $37.74 | $37.74 | — | COM | 92343X100 |