Location: New York, NY
CIK: 0000061227 · Show all filings
Period: Q2 2016 (← Previous) (Next →)
Filing Date: Jul 25, 2016
Total Value: $2.009B (23.7% shares, 76.3% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | EXIDE TECHNOLOGIES | 132,073,188 | $92.45M | 4.6% | $0.70 | — | DEBT 7.000% 4/3 | 302051AU1 |
| — | TELEFLEX INC | 24,352,000 | $70.32M | 3.5% | $1.35 | — | NOTE 3.875% 8/0 | 879369AA4 |
| — | AMERICAN RLTY CAP PPTYS INC | 65,500,000 | $65.13M | 3.2% | $0.99 | — | NOTE 3.750%12/1 | 02917TAB0 |
| — | DANAHER CORP DEL | 22,037,000 | $64.67M | 3.2% | $1.87 | — | NOTE 1/2 | 235851AF9 |
| — | MACQUARIE INFRASTRUCTURE COR | 50,909,000 | $58.36M | 2.9% | $1.15 | — | NOTE 2.875% 7/1 | 55608BAA3 |
| — | XILINX INC | 33,894,000 | $54.7M | 2.7% | $1.57 | — | NOTE 2.625% 6/1 | 983919AF8 |
| — | AIR LEASE CORP | 37,952,000 | $45.98M | 2.3% | $1.31 | — | NOTE 3.875%12/0 | 00912XAK0 |
| — | MICROCHIP TECHNOLOGY INC | 39,896,000 | $44.36M | 2.2% | $1.04 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | MEDIDATA SOLUTIONS INC | 39,491,000 | $42.97M | 2.1% | $1.10 | — | NOTE 1.000% 8/0 | 58471AAB1 |
| — | BIOMARIN PHARMACEUTICAL INC | 37,179,000 | $41.45M | 2.1% | $1.14 | — | NOTE 0.750%10/1 | 09061GAE1 |
| — | NXP SEMICONDUCTORS N V | 36,295,000 | $39.63M | 2.0% | $1.10 | — | DBCV 1.000%12/0 | 62952QAB6 |
| — | AMERICAN TOWER CORP NEW | 338,764 | $38.01M | 1.9% | $106.23 | — | PFD CONV SER A | 03027X308 |
| — | VERINT SYS INC | 41,353,000 | $37.84M | 1.9% | $1.07 | — | NOTE 1.500% 6/0 | 92343XAA8 |
| — | XPO LOGISTICS INC | 22,840,000 | $36.9M | 1.8% | $1.57 | — | NOTE 4.500%10/0 | 983793AA8 |
| — | SALESFORCE COM INC | 28,163,000 | $36.44M | 1.8% | $1.19 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 41,253 | $34.36M | 1.7% | $966.51 | — | PFD CONV SER A | G0177J116 |
| — | PRICELINE GRP INC | 24,637,000 | $34.31M | 1.7% | $1.34 | — | NOTE 1.000% 3/1 | 741503AQ9 |
| — | CROWN CASTLE INTL CORP NEW | 274,651 | $33.23M | 1.7% | $104.06 | — | CNV PFD STK SR A | 22822V200 |
| — | HELIX ENERGY SOLUTIONS GRP I | 36,929,000 | $32.85M | 1.6% | $1.20 | — | NOTE 3.250% 3/1 | 42330PAG2 |
| — | RED HAT INC | 26,284,000 | $31.98M | 1.6% | $1.28 | — | NOTE 0.250%10/0 | 756577AD4 |
| — | DEPOMED INC | 25,983,000 | $31.44M | 1.6% | $1.15 | — | NOTE 2.500% 9/0 | 249908AA2 |
| — | TYSON FOODS INC | 413,050 | $30.63M | 1.5% | $50.63 | — | UNIT 99/99/9999 | 902494301 |
| — | MOLINA HEALTHCARE INC | 27,441,000 | $29.91M | 1.5% | $1.21 | — | DBCV 1.625% 8/1 | 60855RAD2 |
| — | STONE ENERGY CORP | 64,305,000 | $29.83M | 1.5% | $0.84 | — | NOTE 1.750% 3/0 | 861642AN6 |
| — | WABASH NATL CORP | 23,013,000 | $28.79M | 1.4% | $1.22 | — | NOTE 3.375% 5/0 | 929566AH0 |
| — | WELLPOINT INC | 15,465,000 | $28.23M | 1.4% | $2.07 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | CHART INDS INC | 29,760,000 | $27.83M | 1.4% | $1.43 | — | NOTE 2.000% 8/0 | 16115QAC4 |
| — | SANDISK CORP | 25,523,000 | $27.59M | 1.4% | $1.16 | — | NOTE 0.500%10/1 | 80004CAF8 |
| — | STANLEY BLACK & DECKER INC | 231,116 | $26.9M | 1.3% | $113.71 | — | UNIT 11/17/20166 | 854502804 |
| — | WEATHERFORD INTL LTD | 22,601,000 | $24.61M | 1.2% | $1.09 | — | NOTE 5.875% 7/0 | 947075AH0 |
| — | TEVA PHARMACEUTICAL FIN LLC | 18,894,000 | $23.75M | 1.2% | $1.05 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| — | SERVICENOW INC | 20,882,000 | $23.32M | 1.2% | $1.09 | — | NOTE 11/0 | 81762PAB8 |
| — | ON SEMICONDUCTOR CORP | 22,160,000 | $23.08M | 1.1% | $1.13 | — | NOTE 2.625%12/1 | 682189AH8 |
| — | BOTTOMLINE TECH DEL INC | 22,677,000 | $22.87M | 1.1% | $1.13 | — | NOTE 1.500%12/0 | 101388AA4 |
| — | NVIDIA CORP | 9,656,000 | $22.54M | 1.1% | $1.27 | — | NOTE 1.000%12/0 | 67066GAC8 |
| — | PRICELINE GRP INC | 18,798,000 | $22.14M | 1.1% | $1.18 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | ILLUMINA INC | 21,562,000 | $21.62M | 1.1% | $1.18 | — | NOTE 0.500% 6/1 | 452327AH2 |
| GLD | SPDR GOLD TRUST | 169,400 | $21.43M | 1.1% | $112.37 | — | GOLD SHS | 78463V107 |
| — | ON SEMICONDUCTOR CORP | 23,048,000 | $20.71M | 1.0% | $0.90 | — | NOTE 1.000%12/0 | 682189AK1 |
| — | CITRIX SYS INC | 17,663,000 | $19.74M | 1.0% | $1.06 | — | NOTE 0.500% 4/1 | 177376AD2 |
| — | TWITTER INC | 20,784,000 | $19.15M | 1.0% | $0.86 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| — | ECHO GLOBAL LOGISTICS INC | 17,152,000 | $16.28M | 0.8% | $1.01 | — | NOTE 2.500% 5/0 | 27875TAA9 |
| — | CARRIAGE SVCS INC | 13,259,000 | $15.64M | 0.8% | $1.20 | — | NOTE 2.750% 3/1 | 143905AM9 |
| — | PUTNAM MUN OPPORTUNITIES TR | 1,139,927 | $15.25M | 0.8% | $13.34 | — | SH BEN INT | 746922103 |
| — | NUVEEN ENHANCED MUN CREDIT O | 945,726 | $15.06M | 0.7% | $15.61 | — | COM SH BEN INT | 67070X101 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 15,239,000 | $14.82M | 0.7% | $0.92 | — | NOTE 2.250% 6/0 | 049164BH8 |
| — | T MOBILE US INC | 200,782 | $14.76M | 0.7% | $53.22 | — | CONV PFD SER A | 872590203 |
| — | LIBERTY MEDIA CORP DELAWARE | 14,673,000 | $14.62M | 0.7% | $0.99 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | HOLOGIC INC | 11,383,000 | $14.62M | 0.7% | $1.02 | — | DEBT 2.000% 3/0 | 436440AC5 |
| DAL | DELTA AIR LINES INC DEL | 399,518 | $14.55M | 0.7% | $38.61 | -2.2% | COM NEW | 247361702 |
| — | MICRON TECHNOLOGY INC | 17,150,000 | $13.18M | 0.7% | $0.96 | — | NOTE 3.000%11/1 | 595112AY9 |
| — | SOUTHWESTERN ENERGY CO | 428,096 | $12.97M | 0.6% | $49.39 | — | DEP SHS 1/20 B | 845467208 |
| STLA 7.875 12/15/16 FCAU | FIAT CHRYSLER AUTOMOBILES N | 202,104 | $12.14M | 0.6% | $134.75 | — | MAN COV SEC 16 | N31738110 |
| — | BANK AMER CORP | 10,117 | $12.07M | 0.6% | $1109.56 | — | 7.25%CNV PFD L | 060505682 |
| — | ALZA CORP | 7,229,000 | $12.04M | 0.6% | $1.19 | — | SDCV 7/2 | 02261WAB5 |
| — | MGIC INVT CORP WIS | 9,737,000 | $10.86M | 0.5% | $1.37 | — | NOTE 2.000% 4/0 | 552848AE3 |
| — | ILLUMINA INC | 10,926,000 | $10.69M | 0.5% | $1.18 | — | NOTE 6/1 | 452327AF6 |
| — | NUVEEN ENHANCED AMT FREE MUN | 639,783 | $10.4M | 0.5% | $16.26 | — | COM | 67071L106 |
| — | NUVEEN MUN MKT OPPORTUNITY F | 674,680 | $10.17M | 0.5% | $13.85 | — | COM | 67062W103 |
| — | WEBMD HEALTH CORP | 7,837,000 | $9.987M | 0.5% | $1.27 | — | NOTE 1.500%12/0 | 94770VAK8 |
| — | NUVEEN PERFORMANCE PLUS MUN | 595,081 | $9.825M | 0.5% | $16.51 | — | COM | 67062P108 |
| — | MEDICINES CO | 7,145,000 | $9.601M | 0.5% | $1.51 | — | DBCV 1.375% 6/0 | 584688AC9 |
| — | PROOFPOINT INC | 5,679,000 | $9.516M | 0.5% | $1.44 | — | NOTE 1.250%12/1 | 743424AB9 |
| — | INTEL CORP | 5,812,000 | $9.456M | 0.5% | $1.36 | — | SDCV 3.250% 8/0 | 458140AF7 |
| XVMMX | DELAWARE INV MN MUN INC FD I | 603,962 | $9.247M | 0.5% | $15.18 | — | COM | 24610V103 |
| — | UNITED TECHNOLOGIES CORP | 88,349 | $9.06M | 0.5% | $88.99 | — | COM | 913017109 |
| — | WELLS FARGO & CO NEW | 6,902 | $8.969M | 0.4% | $1195.69 | — | PERP PFD CNV A | 949746804 |
| BAC | BANK AMER CORP | 666,299 | $8.842M | 0.4% | $12.96 | -12.5% | COM | 060505104 |
| — | RAMBUS INC DEL | 7,365,000 | $8.571M | 0.4% | $1.22 | — | NOTE 1.125% 8/1 | 750917AE6 |
| — | RADIAN GROUP INC | 7,414,000 | $8.503M | 0.4% | $1.31 | — | NOTE 2.250% 3/0 | 750236AN1 |
| GM | GENERAL MTRS CO | 300,140 | $8.494M | 0.4% | $23.70 | +4.7% | COM | 37045V100 |
| HAL | HALLIBURTON CO | 186,718 | $8.456M | 0.4% | $55.20 | -38.2% | COM | 406216101 |
| — | NEWPARK RES INC | 8,818,000 | $8.2M | 0.4% | $1.27 | — | NOTE 4.000%10/0 | 651718AC2 |
| — | STARWOOD HOTELS&RESORTS WRLD | 110,170 | $8.147M | 0.4% | $66.88 | — | COM | 85590A401 |
| — | RPM INTL INC | 6,997,000 | $8.143M | 0.4% | $1.15 | — | NOTE 2.250%12/1 | 749685AT0 |
| — | INTEL CORP | 6,081,000 | $7.874M | 0.4% | $1.09 | — | SDCV 12/1 | 458140AD2 |
| — | AMERICAN RLTY CAP PPTYS INC | 7,500,000 | $7.42M | 0.4% | $0.99 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| — | AIRTRAN HLDGS INC | 2,693,000 | $7.406M | 0.4% | $1.43 | — | NOTE 5.250%11/0 | 00949PAD0 |
| XENWX | EATON VANCE NEW YORK MUN BD | 505,288 | $7.327M | 0.4% | $14.50 | — | COM | 27827Y109 |
| — | ISIS PHARMACEUTICALS INC DEL | 10,243,000 | $7.266M | 0.4% | $1.13 | — | NOTE 1.000%11/1 | 464337AJ3 |
| — | NEXTERA ENERGY INC | 109,800 | $6.994M | 0.3% | $51.08 | — | UNIT 08/31/2018 | 65339F846 |
| — | ALCOA INC | 203,178 | $6.724M | 0.3% | $49.59 | — | DEP SHS 1/10TH | 013817309 |
| — | WELLTOWER INC | 97,900 | $6.666M | 0.3% | $60.73 | — | 6.50% PFD PREPET | 95040Q203 |
| XMUIX | BLACKROCK MUNI INTER DR FD I | 417,358 | $6.361M | 0.3% | $15.24 | — | COM | 09253X102 |
| EXPE | EXPEDIA INC DEL | 55,519 | $5.902M | 0.3% | $120.15 | -13.8% | COM NEW | 30212P303 |
| — | INVESCO MUN TR | 389,697 | $5.538M | 0.3% | $12.80 | — | COM | 46131J103 |
| — | NUVEEN PA INVT QUALITY MUN F | 356,785 | $5.498M | 0.3% | $13.70 | — | COM | 670972108 |
| — | NUVEEN NY AMT FREE MUN INCOM | 374,856 | $5.342M | 0.3% | $13.06 | — | COM | 670656107 |
| — | YAHOO INC | 5,275,000 | $5.262M | 0.3% | $1.14 | — | NOTE 12/0 | 984332AF3 |
| — | BLACKROCK MUNIHLDGS NJ QLTY | 323,240 | $5.246M | 0.3% | $16.23 | — | COM | 09254X101 |
| — | BLACKROCK MUNIYLD MICH QLTY | 309,829 | $4.799M | 0.2% | $15.49 | — | COM | 09254V105 |
| — | EATON VANCE NATL MUN OPPORT | 203,299 | $4.684M | 0.2% | $22.41 | — | COM SHS | 27829L105 |
| — | NUANCE COMMUNICATIONS INC | 4,509,000 | $4.548M | 0.2% | $1.03 | — | NOTE 2.750%11/0 | 67020YAF7 |
| — | SEACOR HOLDINGS INC | 4,308,000 | $4.233M | 0.2% | $1.23 | — | NOTE 2.500%12/1 | 811904AM3 |
| — | ARRAY BIOPHARMA INC | 4,871,000 | $4.143M | 0.2% | $1.27 | — | NOTE 3.000% 6/0 | 04269XAA3 |
| — | BAKER HUGHES INC | 90,000 | $4.062M | 0.2% | $45.13 | — | COM | 057224107 |
| — | PROOFPOINT INC | 3,702,000 | $3.991M | 0.2% | $1.08 | — | DBCV 0.750% 6/1 | 743424AD5 |
| — | DELAWARE INVT NAT MUNI INC F | 256,199 | $3.784M | 0.2% | $14.77 | — | SH BEN INT | 24610T108 |
| — | MICROCHIP TECHNOLOGY INC | 1,653,000 | $3.479M | 0.2% | $1.49 | — | SDCV 2.125%12/1 | 595017AB0 |
| — | MFS MUN INCOME TR | 427,052 | $3.237M | 0.2% | $7.46 | — | SH BEN INT | 552738106 |
| — | INVESCO QUALITY MUNI INC TRS | 234,076 | $3.235M | 0.2% | $12.56 | — | COM | 46133G107 |
| CAR | AVIS BUDGET GROUP | 100,000 | $3.223M | 0.2% | $25.96 | +1.1% | COM | 053774105 |
| — | BLACKROCK FLA MUN 2020 TERM | 203,891 | $3.089M | 0.2% | $15.50 | — | COM SHS | 09250M109 |
| — | MFS HIGH INCOME MUN TR | 462,916 | $2.546M | 0.1% | $5.46 | — | SH BEN INT | 59318D104 |
| — | WEYERHAEUSER CO | 43,700 | $2.197M | 0.1% | $54.03 | — | PREF CONV SER A | 962166872 |
| — | REX ENERGY CORPORATION | 3,268,830 | $2.159M | 0.1% | $0.66 | — | COM | 761565100 |
| XBTAX | BLACKROCK LONG-TERM MUNI ADV | 156,373 | $1.995M | 0.1% | $12.58 | — | COM | 09250B103 |
| — | CIENA CORP | 1,932,000 | $1.909M | 0.1% | $0.96 | — | NOTE 0.875% 6/1 | 171779AE1 |
| — | NUVEEN MICH QUALITY INCOME M | 124,070 | $1.904M | 0.1% | $14.31 | — | COM | 670979103 |
| — | HORNBECK OFFSHORE SVCS INC N | 3,000,000 | $1.751M | 0.1% | $1.25 | — | NOTE 1.500% 9/0 | 440543AN6 |
| — | NUVEEN MD PREM INCOME MUN FD | 52,397 | $745K | 0.0% | $14.22 | — | COM | 67061Q107 |
| — | DTF TAX-FREE INCOME INC | 27,049 | $453K | 0.0% | $16.75 | — | COM | 23334J107 |
| — | EATON VANCE MICH MUN BD FD | 26,210 | $419K | 0.0% | $15.99 | — | COM | 27828M104 |
| — | LIVE NATION ENTERTAINMENT IN | 240,000 | $242K | 0.0% | $1.07 | — | DBCV 2.500% 5/1 | 538034AJ8 |