Location: New York, NY
CIK: 0000061227 · Show all filings
Period: Q3 2016 (← Previous) (Next →)
Filing Date: Oct 20, 2016
Total Value: $2.219B (23.0% shares, 77.0% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | AMERICAN RLTY CAP PPTYS INC | 84,930,000 | $86.89M | 3.9% | $1.02 | $1.00 | — | NOTE 3.750%12/1 | 02917TAB0 |
| — | TELEFLEX INC | 24,257,000 | $66.37M | 3.0% | $2.74 | $1.35 | — | NOTE 3.875% 8/0 | 879369AA4 |
| — | DANAHER CORP DEL | 21,943,000 | $65.75M | 3.0% | $3.00 | $1.87 | — | NOTE 1/2 | 235851AF9 |
| — | XILINX INC | 33,848,000 | $63.83M | 2.9% | $1.89 | $1.57 | — | NOTE 2.625% 6/1 | 983919AF8 |
| — | MACQUARIE INFRASTRUCTURE COR | 50,929,000 | $59.91M | 2.7% | $1.18 | $1.15 | — | NOTE 2.875% 7/1 | 55608BAA3 |
| — | MICROCHIP TECHNOLOGY INC | 44,363,000 | $56.76M | 2.6% | $1.28 | $1.07 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | XPO LOGISTICS INC | 22,806,000 | $51.36M | 2.3% | $2.25 | $1.57 | — | NOTE 4.500%10/0 | 983793AA8 |
| — | AIR LEASE CORP | 37,920,000 | $47.05M | 2.1% | $1.24 | $1.31 | — | NOTE 3.875%12/0 | 00912XAK0 |
| — | MEDIDATA SOLUTIONS INC | 39,422,000 | $46.23M | 2.1% | $1.17 | $1.10 | — | NOTE 1.000% 8/0 | 58471AAB1 |
| — | COMSTOCK RES INC | 62,034,000 | $45.59M | 2.1% | $0.74 | $0.74 | — | NOTE 9.500% 6/1 | 205768AN4 |
| — | BIOMARIN PHARMACEUTICAL INC | 37,111,000 | $44.67M | 2.0% | $1.20 | $1.14 | — | NOTE 0.750%10/1 | 09061GAE1 |
| — | NXP SEMICONDUCTORS N V | 36,350,000 | $42.98M | 1.9% | $1.18 | $1.10 | — | DBCV 1.000%12/0 | 62952QAB6 |
| — | PRICELINE GRP INC | 24,850,000 | $39.44M | 1.8% | $1.59 | $1.34 | — | NOTE 1.000% 3/1 | 741503AQ9 |
| — | VERINT SYS INC | 41,274,000 | $39.29M | 1.8% | $0.95 | $1.07 | — | NOTE 1.500% 6/0 | 92343XAA8 |
| — | AMERICAN TOWER CORP NEW | 337,742 | $37.47M | 1.7% | $110.93 | $106.23 | — | PFD CONV SER A | 03027X308 |
| — | COMSTOCK RES INC | 50,775,000 | $37.32M | 1.7% | $0.74 | $0.74 | — | NOTE 7.750% 4/0 | 205768AM6 |
| — | DEPOMED INC | 25,875,000 | $36.92M | 1.7% | $1.43 | $1.15 | — | NOTE 2.500% 9/0 | 249908AA2 |
| — | STONE ENERGY CORP | 61,045,000 | $36.21M | 1.6% | $0.59 | $0.84 | — | NOTE 1.750% 3/0 | 861642AN6 |
| — | HELIX ENERGY SOLUTIONS GRP I | 36,763,000 | $34.75M | 1.6% | $0.95 | $1.20 | — | NOTE 3.250% 3/1 | 42330PAG2 |
| — | HOLOGIC INC | 25,068,000 | $34.21M | 1.5% | $1.36 | $1.21 | — | DEBT 2.000% 3/0 | 436440AC5 |
| — | TYSON FOODS INC | 410,838 | $33.8M | 1.5% | $82.27 | $50.63 | — | UNIT 99/99/9999 | 902494301 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 41,165 | $33.73M | 1.5% | $819.29 | $966.51 | — | PFD CONV SER A | G0177J116 |
| — | SALESFORCE COM INC | 28,087,000 | $33.64M | 1.5% | $1.20 | $1.19 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | RED HAT INC | 26,207,000 | $33.28M | 1.5% | $1.27 | $1.28 | — | NOTE 0.250%10/0 | 756577AD4 |
| — | NVIDIA CORP | 9,640,000 | $32.84M | 1.5% | $3.41 | $1.27 | — | NOTE 1.000%12/0 | 67066GAC8 |
| — | MOLINA HEALTHCARE INC | 27,343,000 | $32.49M | 1.5% | $1.19 | $1.21 | — | DBCV 1.625% 8/1 | 60855RAD2 |
| — | CROWN CASTLE INTL CORP NEW | 274,651 | $31.04M | 1.4% | $113.02 | $104.06 | — | CNV PFD STK SR A | 22822V200 |
| — | WABASH NATL CORP | 22,957,000 | $30.77M | 1.4% | $1.34 | $1.22 | — | NOTE 3.375% 5/0 | 929566AH0 |
| — | CHART INDS INC | 29,722,000 | $29.34M | 1.3% | $0.99 | $1.43 | — | NOTE 2.000% 8/0 | 16115QAC4 |
| — | STANLEY BLACK & DECKER INC | 229,434 | $28.99M | 1.3% | $126.37 | $113.71 | — | UNIT 11/17/20166 | 854502804 |
| — | WELLPOINT INC | 15,490,000 | $27.2M | 1.2% | $1.76 | $2.07 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | ON SEMICONDUCTOR CORP | 22,045,000 | $26.33M | 1.2% | $1.19 | $1.13 | — | NOTE 2.625%12/1 | 682189AH8 |
| — | NUVEEN AMT FREE QLTY MUN INC | 1,795,140 | $26.21M | 1.2% | $14.60 | $14.60 | — | COM | 670657105 |
| — | WEATHERFORD INTL LTD | 22,976,000 | $25.82M | 1.2% | $1.12 | $1.09 | — | NOTE 5.875% 7/0 | 947075AH0 |
| — | SERVICENOW INC | 20,821,000 | $25.43M | 1.1% | $1.22 | $1.09 | — | NOTE 11/0 | 81762PAB8 |
| — | ADVANCED MICRO DEVICES INC | 22,543,000 | $24.57M | 1.1% | $1.09 | $1.09 | — | NOTE 2.125% 9/0 | 007903BD8 |
| — | LAM RESEARCH CORP | 15,282,000 | $24.39M | 1.1% | $1.60 | $1.60 | — | NOTE 1.250% 5/1 | 512807AL2 |
| — | PRICELINE GRP INC | 18,798,000 | $24.16M | 1.1% | $1.28 | $1.18 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | ON SEMICONDUCTOR CORP | 23,083,000 | $23.52M | 1.1% | $1.02 | $0.90 | — | NOTE 1.000%12/0 | 682189AK1 |
| — | ILLUMINA INC | 21,453,000 | $23.5M | 1.1% | $1.10 | $1.18 | — | NOTE 0.500% 6/1 | 452327AH2 |
| — | TEVA PHARMACEUTICAL FIN LLC | 18,832,000 | $22.55M | 1.0% | $1.20 | $1.05 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| GLD | SPDR GOLD TRUST | 169,400 | $21.28M | 1.0% | $125.64 | $114.46 | +9.8% | GOLD SHS | 78463V107 |
| — | NUVEEN ENHANCED MUN CREDIT O | 1,335,931 | $21.03M | 0.9% | $15.74 | $15.65 | — | COM SH BEN INT | 67070X101 |
| — | CITRIX SYS INC | 17,718,000 | $20.12M | 0.9% | $1.14 | $1.06 | — | NOTE 0.500% 4/1 | 177376AD2 |
| — | TWITTER INC | 20,784,000 | $20.06M | 0.9% | $0.97 | $0.86 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| — | INTERCEPT PHARMACEUTICALS IN | 17,331,000 | $19.45M | 0.9% | $1.12 | $1.12 | — | NOTE 3.250% 7/0 | 45845PAA6 |
| — | NUVEEN ENHANCED AMT FREE MUN | 1,130,278 | $18.16M | 0.8% | $16.07 | $16.18 | — | COM | 67071L106 |
| — | OASIS PETE INC NEW | 15,000,000 | $17M | 0.8% | $1.13 | $1.13 | — | NOTE 2.625% 9/1 | 674215AJ7 |
| — | PUTNAM MUN OPPORTUNITIES TR | 1,234,990 | $16.48M | 0.7% | $13.34 | $13.34 | — | SH BEN INT | 746922103 |
| — | ECHO GLOBAL LOGISTICS INC | 17,182,000 | $16.26M | 0.7% | $0.95 | $1.01 | — | NOTE 2.500% 5/0 | 27875TAA9 |
| DAL | DELTA AIR LINES INC DEL | 399,518 | $15.72M | 0.7% | $39.36 * | $38.61 | -8.8% | COM NEW | 247361702 |
| — | T MOBILE US INC | 200,782 | $15.69M | 0.7% | $78.16 | $53.22 | — | CONV PFD SER A | 872590203 |
| — | CARRIAGE SVCS INC | 13,284,000 | $15.63M | 0.7% | $1.18 | $1.20 | — | NOTE 2.750% 3/1 | 143905AM9 |
| — | MICRON TECHNOLOGY INC | 17,185,000 | $15.36M | 0.7% | $0.89 | $0.96 | — | NOTE 3.000%11/1 | 595112AY9 |
| — | LIBERTY MEDIA CORP DELAWARE | 14,544,000 | $15.21M | 0.7% | $1.05 | $0.99 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 15,111,000 | $14.7M | 0.7% | $0.97 | $0.92 | — | NOTE 2.250% 6/0 | 049164BH8 |
| — | SOUTHWESTERN ENERGY CO | 425,950 | $13.56M | 0.6% | $31.83 | $49.39 | — | DEP SHS 1/20 B | 845467208 |
| STLA 7.875 12/15/16 FCAU | FIAT CHRYSLER AUTOMOBILES N | 200,317 | $12.87M | 0.6% | $64.26 | $134.75 | — | MAN COV SEC 16 | N31738110 |
| — | ALZA CORP | 7,637,000 | $12.42M | 0.6% | $1.63 | $1.22 | — | SDCV 7/2 | 02261WAB5 |
| — | MGIC INVT CORP WIS | 9,752,000 | $12.36M | 0.6% | $1.27 | $1.37 | — | NOTE 2.000% 4/0 | 552848AE3 |
| — | BANK AMER CORP | 10,009 | $12.24M | 0.6% | $1222.50 | $1109.56 | — | 7.25%CNV PFD L | 060505682 |
| XMUIX | BLACKROCK MUNI INTER DR FD I | 800,000 | $12.13M | 0.5% | $15.16 | $15.20 | — | COM | 09253X102 |
| — | ILLUMINA INC | 10,986,000 | $11.43M | 0.5% | $1.04 | $1.18 | — | NOTE 6/1 | 452327AF6 |
| — | PROOFPOINT INC | 5,679,000 | $10.99M | 0.5% | $1.94 | $1.44 | — | NOTE 1.250%12/1 | 743424AB9 |
| — | INTEL CORP | 5,764,000 | $10.55M | 0.5% | $1.83 | $1.36 | — | SDCV 3.250% 8/0 | 458140AF7 |
| BAC | BANK AMER CORP | 666,299 | $10.43M | 0.5% | $15.65 * | $12.96 | -1.9% | COM | 060505104 |
| — | MEDICINES CO | 7,145,000 | $10.29M | 0.5% | $1.44 | $1.51 | — | DBCV 1.375% 6/0 | 584688AC9 |
| — | RADIAN GROUP INC | 7,414,000 | $9.657M | 0.4% | $1.30 | $1.31 | — | NOTE 2.250% 3/0 | 750236AN1 |
| — | NEWPARK RES INC | 9,719,000 | $9.655M | 0.4% | $0.99 | $1.25 | — | NOTE 4.000%10/0 | 651718AC2 |
| — | ISIS PHARMACEUTICALS INC DEL | 10,243,000 | $9.558M | 0.4% | $0.93 | $1.13 | — | NOTE 1.000%11/1 | 464337AJ3 |
| GM | GENERAL MTRS CO | 299,511 | $9.515M | 0.4% | $31.77 * | $23.70 | +11.9% | COM | 37045V100 |
| — | PROOFPOINT INC | 8,021,000 | $9.293M | 0.4% | $1.16 | $1.12 | — | DBCV 0.750% 6/1 | 743424AD5 |
| — | NUVEEN NY AMT FREE MUN INCOM | 648,590 | $9.158M | 0.4% | $14.12 | $13.51 | — | COM | 670656107 |
| — | WEBMD HEALTH CORP | 7,852,000 | $9.099M | 0.4% | $1.16 | $1.27 | — | NOTE 1.500%12/0 | 94770VAK8 |
| — | UNITED TECHNOLOGIES CORP | 88,349 | $8.976M | 0.4% | $101.60 | $88.99 | — | COM | 913017109 |
| — | WELLS FARGO & CO NEW | 6,825 | $8.903M | 0.4% | $1304.47 | $1195.69 | — | PERP PFD CNV A | 949746804 |
| — | RAMBUS INC DEL | 7,365,000 | $8.7M | 0.4% | $1.18 | $1.22 | — | NOTE 1.125% 8/1 | 750917AE6 |
| XVMMX | DELAWARE INV MN MUN INC FD I | 564,399 | $8.438M | 0.4% | $14.95 | $15.18 | — | COM | 24610V103 |
| — | INTEL CORP | 6,083,000 | $8.41M | 0.4% | $1.38 | $1.09 | — | SDCV 12/1 | 458140AD2 |
| — | NUVEEN PA INVT QUALITY MUN F | 563,000 | $8.394M | 0.4% | $14.91 | $14.14 | — | COM | 670972108 |
| HAL | HALLIBURTON CO | 186,718 | $8.38M | 0.4% | $44.88 * | $55.20 | -32.1% | COM | 406216101 |
| — | RPM INTL INC | 6,941,000 | $8.343M | 0.4% | $1.20 | $1.15 | — | NOTE 2.250%12/1 | 749685AT0 |
| — | NOVELLUS SYS INC | 2,831,000 | $7.9M | 0.4% | $2.79 | $2.79 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | NEXTERA ENERGY INC | 132,353 | $7.855M | 0.4% | $59.35 | $52.49 | — | UNIT 08/31/2018 | 65339F846 |
| — | AMERICAN RLTY CAP PPTYS INC | 7,000,000 | $6.991M | 0.3% | $1.00 | $0.99 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| — | BLACKROCK MUNIYLD MICH QLTY | 451,928 | $6.833M | 0.3% | $15.12 | $15.37 | — | COM | 09254V105 |
| XENWX | EATON VANCE NEW YORK MUN BD | 473,489 | $6.78M | 0.3% | $14.32 | $14.50 | — | COM | 27827Y109 |
| — | ALCOA INC | 203,178 | $6.724M | 0.3% | $33.09 | $49.59 | — | DEP SHS 1/10TH | 013817309 |
| — | AIRTRAN HLDGS INC | 2,443,000 | $6.7M | 0.3% | $2.74 | $1.43 | — | NOTE 5.250%11/0 | 00949PAD0 |
| — | WELLTOWER INC | 97,900 | $6.547M | 0.3% | $66.87 | $60.73 | — | 6.50% PFD PREPET | 95040Q203 |
| MAR | MARRIOTT INTL INC NEW | 88,136 | $5.934M | 0.3% | $67.33 * | $64.65 | -4.1% | CL A | 571903202 |
| — | PETROQUEST ENERGY INC | 1,631,635 | $5.645M | 0.3% | $3.46 | $3.46 | — | COM NEW | 716748306 |
| — | YAHOO INC | 5,275,000 | $5.427M | 0.2% | $1.03 | $1.14 | — | NOTE 12/0 | 984332AF3 |
| — | BAKER HUGHES INC | 90,000 | $4.542M | 0.2% | $50.47 | $45.13 | — | COM | 057224107 |
| — | NUVEEN MICH QUALITY INCOME M | 300,000 | $4.422M | 0.2% | $14.74 | $14.56 | — | COM | 670979103 |
| — | NUANCE COMMUNICATIONS INC | 4,387,000 | $4.412M | 0.2% | $1.01 | $1.03 | — | NOTE 2.750%11/0 | 67020YAF7 |
| — | SEACOR HOLDINGS INC | 4,308,000 | $4.346M | 0.2% | $1.01 | $1.23 | — | NOTE 2.500%12/1 | 811904AM3 |
| — | BLACKROCK MUN 2030 TAR TERM | 167,704 | $4.068M | 0.2% | $24.26 | $24.26 | — | COM SHS BEN IN | 09257P105 |
| — | DELAWARE INVT NAT MUNI INC F | 256,199 | $3.625M | 0.2% | $14.15 | $14.77 | — | SH BEN INT | 24610T108 |
| — | BLACKROCK FLA MUN 2020 TERM | 203,891 | $3.126M | 0.1% | $15.33 | $15.50 | — | COM SHS | 09250M109 |
| CAR | AVIS BUDGET GROUP | 82,700 | $2.829M | 0.1% | $34.21 * | $25.96 | +25.2% | COM | 053774105 |
| — | NUVEEN MD PREM INCOME MUN FD | 200,000 | $2.772M | 0.1% | $13.86 | $13.95 | — | COM | 67061Q107 |
| — | MFS MUN INCOME TR | 347,524 | $2.603M | 0.1% | $7.49 | $7.46 | — | SH BEN INT | 552738106 |
| — | BLACKROCK MUNIHLDGS NJ QLTY | 132,807 | $2.078M | 0.1% | $15.65 | $16.23 | — | COM | 09254X101 |
| — | MFS HIGH INCOME MUN TR | 361,805 | $1.939M | 0.1% | $5.36 | $5.46 | — | SH BEN INT | 59318D104 |
| — | REX ENERGY CORPORATION | 3,268,830 | $1.909M | 0.1% | $0.58 | $0.66 | — | COM | 761565100 |
| CRK | COMSTOCK RES INC | 247,630 | $1.892M | 0.1% | $7.64 * | $5.25 | +37.8% | COM | 205768302 |
| — | CIENA CORP | 1,884,000 | $1.874M | 0.1% | $0.99 | $0.96 | — | NOTE 0.875% 6/1 | 171779AE1 |
| — | EATON VANCE MUN INCOME 2028 | 88,224 | $1.869M | 0.1% | $21.18 | $21.18 | — | SHS | 27829U105 |
| — | HORNBECK OFFSHORE SVCS INC N | 3,000,000 | $1.74M | 0.1% | $0.58 | $1.25 | — | NOTE 1.500% 9/0 | 440543AN6 |
| — | INVESCO QUALITY MUNI INC TRS | 99,857 | $1.378M | 0.1% | $13.80 | $12.56 | — | COM | 46133G107 |
| XBTAX | BLACKROCK LONG-TERM MUNI ADV | 89,446 | $1.131M | 0.1% | $12.64 | $12.58 | — | COM | 09250B103 |
| PST | PROSHARES TR | 24,800 | $499K | 0.0% | $20.12 | $20.12 | — | PSHS ULSHT 7-10Y | 74347R313 |
| — | INVESCO MUN TR | 24,087 | $332K | 0.0% | $13.78 | $12.80 | — | COM | 46131J103 |
| — | LIVE NATION ENTERTAINMENT IN | 240,000 | $261K | 0.0% | $1.09 | $1.07 | — | DBCV 2.500% 5/1 | 538034AJ8 |