Location: New York, NY
CIK: 0000061227 · Show all filings
Period: Q1 2016 (← Previous) (Next →)
Filing Date: Apr 21, 2016
Total Value: $1.836B (20.2% shares, 79.8% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | EXIDE TECHNOLOGIES | 128,351,596 | $89.85M | 4.9% | $0.70 | $0.70 | — | DEBT 7.000% 4/3 | 302051AU1 |
| — | JARDEN CORP | 33,565,000 | $63.2M | 3.4% | $1.88 | $1.44 | — | NOTE 1.875% 9/1 | 471109AH1 |
| — | TELEFLEX INC | 24,416,000 | $62.44M | 3.4% | $2.56 | $1.35 | — | NOTE 3.875% 8/0 | 879369AA4 |
| — | DANAHER CORP DEL | 21,363,000 | $58.87M | 3.2% | $2.76 | $1.84 | — | NOTE 1/2 | 235851AF9 |
| — | XILINX INC | 30,859,000 | $50.86M | 2.8% | $1.65 | $1.57 | — | NOTE 2.625% 6/1 | 983919AF8 |
| — | AIR LEASE CORP | 36,113,000 | $48.31M | 2.6% | $1.34 | $1.31 | — | NOTE 3.875%12/0 | 00912XAK0 |
| — | MACQUARIE INFRASTRUCTURE COR | 36,843,000 | $40.85M | 2.2% | $1.11 | $1.15 | — | NOTE 2.875% 7/1 | 55608BAA3 |
| — | BIOMARIN PHARMACEUTICAL INC | 34,782,000 | $40.43M | 2.2% | $1.16 | $1.14 | — | NOTE 0.750%10/1 | 09061GAE1 |
| — | MEDIDATA SOLUTIONS INC | 39,461,000 | $40.2M | 2.2% | $1.02 | $1.10 | — | NOTE 1.000% 8/0 | 58471AAB1 |
| — | XPO LOGISTICS INC | 20,865,000 | $39.45M | 2.1% | $1.89 | $1.56 | — | NOTE 4.500%10/0 | 983793AA8 |
| — | NXP SEMICONDUCTORS N V | 33,840,000 | $37.6M | 2.0% | $1.11 | $1.10 | — | DBCV 1.000%12/0 | 62952QAB6 |
| — | MICROCHIP TECHNOLOGY INC | 35,539,000 | $36.74M | 2.0% | $1.03 | $1.03 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | VERINT SYS INC | 41,345,000 | $36.59M | 2.0% | $0.89 | $1.07 | — | NOTE 1.500% 6/0 | 92343XAA8 |
| — | PRICELINE GRP INC | 24,644,000 | $35.43M | 1.9% | $1.44 | $1.34 | — | NOTE 1.000% 3/1 | 741503AQ9 |
| — | AMERICAN TOWER CORP NEW | 318,502 | $33.53M | 1.8% | $105.29 | $105.85 | — | PFD CONV SER A | 03027X308 |
| — | GILEAD SCIENCES INC | 8,130,000 | $33.45M | 1.8% | $4.12 | $3.65 | — | NOTE 1.625% 5/0 | 375558AP8 |
| — | LIVE NATION ENTERTAINMENT IN | 32,534,000 | $32.29M | 1.8% | $0.99 | $1.07 | — | DBCV 2.500% 5/1 | 538034AJ8 |
| — | TYSON FOODS INC | 413,081 | $30.92M | 1.7% | $74.85 | $50.63 | — | UNIT 99/99/9999 | 902494301 |
| — | NVIDIA CORP | 17,099,000 | $30.58M | 1.7% | $1.79 | $1.27 | — | NOTE 1.000%12/0 | 67066GAC8 |
| — | WELLPOINT INC | 15,465,000 | $29.68M | 1.6% | $1.92 | $2.07 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | WABASH NATL CORP | 23,016,000 | $29.41M | 1.6% | $1.28 | $1.22 | — | NOTE 3.375% 5/0 | 929566AH0 |
| — | SALESFORCE COM INC | 23,076,000 | $28.6M | 1.6% | $1.24 | $1.16 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | CROWN CASTLE INTL CORP NEW | 254,909 | $27.33M | 1.5% | $107.20 | $102.75 | — | CNV PFD STK SR A | 22822V200 |
| — | HELIX ENERGY SOLUTIONS GRP I | 34,306,000 | $27.12M | 1.5% | $0.79 | $1.22 | — | NOTE 3.250% 3/1 | 42330PAG2 |
| — | SANDISK CORP | 25,599,000 | $26.68M | 1.5% | $1.04 | $1.16 | — | NOTE 0.500%10/1 | 80004CAF8 |
| — | STANLEY BLACK & DECKER INC | 231,032 | $26.16M | 1.4% | $113.22 | $113.71 | — | UNIT 11/17/20166 | 854502804 |
| — | BOTTOMLINE TECH DEL INC | 22,787,000 | $26.05M | 1.4% | $1.14 | $1.13 | — | NOTE 1.500%12/0 | 101388AA4 |
| — | STONE ENERGY CORP | 64,559,000 | $25.37M | 1.4% | $0.39 | $0.84 | — | NOTE 1.750% 3/0 | 861642AN6 |
| — | TEVA PHARMACEUTICAL FIN LLC | 18,891,000 | $24.66M | 1.3% | $1.31 | $1.05 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| — | CHART INDS INC | 27,572,000 | $24.61M | 1.3% | $0.89 | $1.47 | — | NOTE 2.000% 8/0 | 16115QAC4 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 26,213 | $24.11M | 1.3% | $919.85 | $1043.21 | — | PFD CONV SER A | G0177J116 |
| — | ON SEMICONDUCTOR CORP | 22,165,000 | $24.03M | 1.3% | $1.08 | $1.13 | — | NOTE 2.625%12/1 | 682189AH8 |
| — | RED HAT INC | 18,257,000 | $22.72M | 1.2% | $1.24 | $1.31 | — | NOTE 0.250%10/0 | 756577AD4 |
| — | SERVICENOW INC | 19,229,000 | $20.9M | 1.1% | $1.09 | $1.09 | — | NOTE 11/0 | 81762PAB8 |
| — | MOLINA HEALTHCARE INC | 16,435,000 | $20.69M | 1.1% | $1.26 | $1.30 | — | DBCV 1.625% 8/1 | 60855RAD2 |
| — | ILLUMINA INC | 18,954,000 | $20.48M | 1.1% | $1.08 | $1.21 | — | NOTE 0.500% 6/1 | 452327AH2 |
| GLD | SPDR GOLD TRUST | 169,400 | $19.92M | 1.1% | $117.60 | $114.46 | +2.8% | GOLD SHS | 78463V107 |
| — | CITRIX SYS INC | 17,663,000 | $19.82M | 1.1% | $1.12 | $1.06 | — | NOTE 0.500% 4/1 | 177376AD2 |
| DAL | DELTA AIR LINES INC DEL | 399,518 | $19.45M | 1.1% | $48.68 * | $38.61 | +11.8% | COM NEW | 247361702 |
| — | PRICELINE GRP INC | 16,138,000 | $19.45M | 1.1% | $1.20 | $1.19 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | WHITING PETE CORP NEW | 21,000,000 | $17.47M | 1.0% | $0.83 | $0.83 | — | NOTE 6.250% 4/0 | 966387AT9 |
| — | ECHO GLOBAL LOGISTICS INC | 15,520,000 | $15.7M | 0.9% | $1.01 | $1.02 | — | NOTE 2.500% 5/0 | 27875TAA9 |
| — | TWITTER INC | 17,647,000 | $15.54M | 0.8% | $0.88 | $0.85 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| — | DEPOMED INC | 16,487,000 | $15.44M | 0.8% | $0.94 | $1.11 | — | NOTE 2.500% 9/0 | 249908AA2 |
| STLA 7.875 12/15/16 FCAU | FIAT CHRYSLER AUTOMOBILES N | 203,120 | $14.92M | 0.8% | $73.44 | $134.75 | — | MAN COV SEC 16 | N31738110 |
| — | CARRIAGE SVCS INC | 13,259,000 | $14.59M | 0.8% | $1.10 | $1.20 | — | NOTE 2.750% 3/1 | 143905AM9 |
| — | LIBERTY MEDIA CORP DELAWARE | 14,671,000 | $14.55M | 0.8% | $0.99 | $0.99 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | T MOBILE US INC | 200,782 | $13.31M | 0.7% | $66.28 | $53.22 | — | CONV PFD SER A | 872590203 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 15,252,000 | $13.06M | 0.7% | $0.86 | $0.92 | — | NOTE 2.250% 6/0 | 049164BH8 |
| — | HOLOGIC INC | 10,078,000 | $13.04M | 0.7% | $1.29 | $0.99 | — | DEBT 2.000% 3/0 | 436440AC5 |
| — | MICRON TECHNOLOGY INC | 17,150,000 | $11.77M | 0.6% | $0.69 | $0.96 | — | NOTE 3.000%11/1 | 595112AY9 |
| — | ILLUMINA INC | 11,148,000 | $11.63M | 0.6% | $1.04 | $1.18 | — | NOTE 6/1 | 452327AF6 |
| — | BANK AMER CORP | 10,146 | $11.52M | 0.6% | $1135.72 | $1109.56 | — | 7.25%CNV PFD L | 060505682 |
| — | ALZA CORP | 7,229,000 | $10.77M | 0.6% | $1.49 | $1.19 | — | SDCV 7/2 | 02261WAB5 |
| — | MGIC INVT CORP WIS | 7,883,000 | $9.967M | 0.5% | $1.26 | $1.42 | — | NOTE 2.000% 4/0 | 552848AE3 |
| GM | GENERAL MTRS CO | 300,140 | $9.433M | 0.5% | $31.43 * | $23.70 | +8.0% | COM | 37045V100 |
| — | ISIS PHARMACEUTICALS INC DEL | 10,243,000 | $9.347M | 0.5% | $0.91 | $1.13 | — | NOTE 1.000%11/1 | 464337AJ3 |
| — | RADIAN GROUP INC | 7,414,000 | $9.342M | 0.5% | $1.26 | $1.31 | — | NOTE 2.250% 3/0 | 750236AN1 |
| — | RAMBUS INC DEL | 7,365,000 | $9.308M | 0.5% | $1.26 | $1.22 | — | NOTE 1.125% 8/1 | 750917AE6 |
| — | INTEL CORP | 5,815,000 | $9.258M | 0.5% | $1.59 | $1.36 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | STARWOOD HOTELS&RESORTS WRLD | 110,170 | $9.191M | 0.5% | $83.43 | $66.88 | — | COM | 85590A401 |
| — | MEDICINES CO | 7,145,000 | $9.114M | 0.5% | $1.28 | $1.51 | — | DBCV 1.375% 6/0 | 584688AC9 |
| BAC | BANK AMER CORP | 666,299 | $9.008M | 0.5% | $13.52 * | $12.96 | -15.9% | COM | 060505104 |
| — | UNITED TECHNOLOGIES CORP | 88,349 | $8.844M | 0.5% | $100.10 | $88.99 | — | COM | 913017109 |
| — | NUVEEN MUN MKT OPPORTUNITY F | 602,595 | $8.569M | 0.5% | $14.22 | $13.70 | — | COM | 67062W103 |
| — | SOUTHWESTERN ENERGY CO | 428,355 | $8.488M | 0.5% | $19.82 | $49.39 | — | DEP SHS 1/20 B | 845467208 |
| — | WELLS FARGO & CO NEW | 6,978 | $8.409M | 0.5% | $1205.07 | $1195.69 | — | PERP PFD CNV A | 949746804 |
| — | AIRTRAN HLDGS INC | 2,743,000 | $8.351M | 0.5% | $3.04 | $1.43 | — | NOTE 5.250%11/0 | 00949PAD0 |
| — | RPM INTL INC | 7,002,000 | $8.013M | 0.4% | $1.14 | $1.15 | — | NOTE 2.250%12/1 | 749685AT0 |
| — | INTEL CORP | 6,080,000 | $7.737M | 0.4% | $1.27 | $1.09 | — | SDCV 12/1 | 458140AD2 |
| — | NEWPARK RES INC | 8,797,000 | $7.637M | 0.4% | $0.87 | $1.27 | — | NOTE 4.000%10/0 | 651718AC2 |
| — | ALCOA INC | 203,178 | $6.737M | 0.4% | $33.16 | $49.59 | — | DEP SHS 1/10TH | 013817309 |
| — | WRIGHT MED GROUP INC | 7,474,000 | $6.713M | 0.4% | $0.90 | $0.90 | — | NOTE 2.000% 2/1 | 98235TAE7 |
| HAL | HALLIBURTON CO | 186,718 | $6.67M | 0.4% | $35.72 * | $55.20 | -46.4% | COM | 406216101 |
| — | NEXTERA ENERGY INC | 109,800 | $6.628M | 0.4% | $60.36 | $51.08 | — | UNIT 08/31/2018 | 65339F846 |
| — | INSULET CORP | 6,724,000 | $6.522M | 0.4% | $0.97 | $1.11 | — | NOTE 2.000% 6/1 | 45784PAD3 |
| — | PROOFPOINT INC | 4,412,000 | $6.461M | 0.4% | $1.46 | $1.38 | — | NOTE 1.250%12/1 | 743424AB9 |
| — | INVENSENSE INC | 6,857,000 | $6.317M | 0.3% | $0.92 | $1.00 | — | NOTE 1.750%11/0 | 46123DAB2 |
| — | WELLTOWER INC | 97,900 | $6.079M | 0.3% | $62.09 | $60.73 | — | 6.50% PFD PREPET | 95040Q203 |
| EXPE | EXPEDIA INC DEL | 55,519 | $5.986M | 0.3% | $107.82 * | $120.15 | -14.6% | COM NEW | 30212P303 |
| — | NUVEEN PA INVT QUALITY MUN F | 386,753 | $5.55M | 0.3% | $14.35 | $13.70 | — | COM | 670972108 |
| CAR | AVIS BUDGET GROUP | 200,000 | $5.472M | 0.3% | $27.36 * | $25.96 | +0.1% | COM | 053774105 |
| — | CAMERON INTERNATIONAL CORP | 80,000 | $5.364M | 0.3% | $67.05 | $61.16 | — | COM | 13342B105 |
| — | YAHOO INC | 5,275,000 | $5.239M | 0.3% | $0.99 | $1.14 | — | NOTE 12/0 | 984332AF3 |
| — | INVESCO MUN TR | 389,697 | $5.191M | 0.3% | $13.32 | $12.80 | — | COM | 46131J103 |
| — | NUVEEN NY AMT FREE MUN INCOM | 374,856 | $5.038M | 0.3% | $13.44 | $13.06 | — | COM | 670656107 |
| — | NUANCE COMMUNICATIONS INC | 4,481,000 | $4.489M | 0.2% | $1.00 | $1.03 | — | NOTE 2.750%11/0 | 67020YAF7 |
| — | NUVEEN MUN ADVANTAGE FD INC | 299,782 | $4.302M | 0.2% | $14.35 | $13.76 | — | COM | 67062H106 |
| — | SEACOR HOLDINGS INC | 4,308,000 | $4.101M | 0.2% | $0.95 | $1.23 | — | NOTE 2.500%12/1 | 811904AM3 |
| — | ARRAY BIOPHARMA INC | 4,871,000 | $3.946M | 0.2% | $0.81 | $1.27 | — | NOTE 3.000% 6/0 | 04269XAA3 |
| — | EATON VANCE NATL MUN OPPORT | 175,913 | $3.925M | 0.2% | $22.31 | $22.31 | — | COM SHS | 27829L105 |
| XMUSX | BLACKROCK MUNIHOLDNGS QLTY I | 272,227 | $3.825M | 0.2% | $14.05 | $13.24 | — | COM | 09254A101 |
| — | MICROCHIP TECHNOLOGY INC | 1,655,000 | $3.292M | 0.2% | $1.99 | $1.49 | — | SDCV 2.125%12/1 | 595017AB0 |
| — | INVESCO QUALITY MUNI INC TRS | 234,076 | $3.097M | 0.2% | $13.23 | $12.56 | — | COM | 46133G107 |
| — | NUVEEN DIVID ADV MUN FD 3 | 167,544 | $2.508M | 0.1% | $14.97 | $14.19 | — | COM SH BEN INT | 67070X101 |
| — | LIBERTY MEDIA CORP | 4,429,000 | $2.37M | 0.1% | $0.54 | $0.52 | — | DEB 3.500% 1/1 | 530715AN1 |
| — | WEYERHAEUSER CO | 43,700 | $2.241M | 0.1% | $51.28 | $54.03 | — | PREF CONV SER A | 962166872 |
| XVMMX | DELAWARE INV MN MUN INC FD I | 133,462 | $1.962M | 0.1% | $14.70 | $14.70 | — | COM | 24610V103 |
| — | CIENA CORP | 1,934,000 | $1.898M | 0.1% | $0.98 | $0.96 | — | NOTE 0.875% 6/1 | 171779AE1 |
| — | BLACKROCK FLA MUN 2020 TERM | 122,063 | $1.85M | 0.1% | $15.16 | $15.73 | — | COM SHS | 09250M109 |
| — | BLACKROCK MUNIYIELD INVST FD | 112,418 | $1.812M | 0.1% | $16.12 | $15.65 | — | COM | 09254R104 |
| — | HORNBECK OFFSHORE SVCS INC N | 3,000,000 | $1.809M | 0.1% | $0.60 | $1.25 | — | NOTE 1.500% 9/0 | 440543AN6 |
| — | WHITING PETE CORP NEW | 2,000,000 | $1.689M | 0.1% | $0.84 | $0.84 | — | NOTE 5.000% 3/1 | 966387AR3 |
| — | WHITING PETE CORP NEW | 1,515,000 | $1.249M | 0.1% | $0.82 | $0.82 | — | NOTE 5.750% 3/1 | 966387AS1 |
| — | NUVEEN MICH QUALITY INCOME M | 82,648 | $1.187M | 0.1% | $14.36 | $13.78 | — | COM | 670979103 |
| — | PUTNAM MUN OPPORTUNITIES TR | 71,513 | $908K | 0.0% | $12.70 | $12.70 | — | SH BEN INT | 746922103 |
| — | MFS MUN INCOME TR | 63,391 | $453K | 0.0% | $7.15 | $6.75 | — | SH BEN INT | 552738106 |
| XBTAX | BLACKROCK LONG-TERM MUNI ADV | 32,505 | $387K | 0.0% | $11.91 | $11.91 | — | COM | 09250B103 |
| — | MFS HIGH INCOME MUN TR | 29,699 | $153K | 0.0% | $5.15 | $4.89 | — | SH BEN INT | 59318D104 |
| — | NUVEEN NY MUN VALUE FD | 15,192 | $153K | 0.0% | $10.07 | $10.07 | — | COM | 67062M105 |