Location: New York, NY
CIK: 0000061227 · Show all filings
Period: Q4 2016 (← Previous) (Next →)
Filing Date: Jan 10, 2017
Total Value: $2.096B (20.5% shares, 79.5% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | AMERICAN RLTY CAP PPTYS INC | 83,430,000 | $83.59M | 4.0% | $1.00 | $1.00 | — | NOTE 3.750%12/1 | 02917TAB0 |
| — | XILINX INC | 33,708,000 | $70.98M | 3.4% | $2.11 | $1.57 | — | NOTE 2.625% 6/1 | 983919AF8 |
| — | DANAHER CORP DEL | 21,708,000 | $64.6M | 3.1% | $2.98 | $1.87 | — | NOTE 1/2 | 235851AF9 |
| — | MACQUARIE INFRASTRUCTURE COR | 50,704,000 | $59.11M | 2.8% | $1.17 | $1.15 | — | NOTE 2.875% 7/1 | 55608BAA3 |
| — | TELEFLEX INC | 22,176,000 | $57.99M | 2.8% | $2.62 | $1.35 | — | NOTE 3.875% 8/0 | 879369AA4 |
| — | MICROCHIP TECHNOLOGY INC | 44,202,000 | $57.44M | 2.7% | $1.30 | $1.07 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | COMSTOCK RES INC | 63,510,981 | $55.89M | 2.7% | $0.88 | $0.74 | — | NOTE 9.500% 6/1 | 205768AN4 |
| — | XPO LOGISTICS INC | 19,594,000 | $51.72M | 2.5% | $2.64 | $1.57 | — | NOTE 4.500%10/0 | 983793AA8 |
| — | AIR LEASE CORP | 37,765,000 | $50.92M | 2.4% | $1.35 | $1.31 | — | NOTE 3.875%12/0 | 00912XAK0 |
| — | COMSTOCK RES INC | 50,475,000 | $44.42M | 2.1% | $0.88 | $0.74 | — | NOTE 7.750% 4/0 | 205768AM6 |
| — | BIOMARIN PHARMACEUTICAL INC | 38,676,000 | $43.42M | 2.1% | $1.12 | $1.14 | — | NOTE 0.750%10/1 | 09061GAE1 |
| — | NXP SEMICONDUCTORS N V | 36,310,000 | $41.48M | 2.0% | $1.14 | $1.10 | — | DBCV 1.000%12/0 | 62952QAB6 |
| — | PRICELINE GRP INC | 24,600,000 | $38.84M | 1.9% | $1.58 | $1.34 | — | NOTE 1.000% 3/1 | 741503AQ9 |
| — | HOLOGIC INC | 28,453,000 | $38.65M | 1.8% | $1.36 | $1.23 | — | DEBT 2.000% 3/0 | 436440AC5 |
| — | VERINT SYS INC | 40,900,000 | $38.5M | 1.8% | $0.94 | $1.07 | — | NOTE 1.500% 6/0 | 92343XAA8 |
| — | ADVANCED MICRO DEVICES INC | 22,475,000 | $35.49M | 1.7% | $1.58 | $1.09 | — | NOTE 2.125% 9/0 | 007903BD8 |
| — | HELIX ENERGY SOLUTIONS GRP I | 34,134,000 | $35.41M | 1.7% | $1.04 | $1.04 | — | NOTE 4.250% 5/0 | 42330PAH0 |
| — | AMERICAN TOWER CORP NEW | 334,333 | $35.09M | 1.7% | $104.97 | $106.23 | — | PFD CONV SER A | 03027X308 |
| — | SALESFORCE COM INC | 27,937,000 | $32.59M | 1.6% | $1.17 | $1.19 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 40,625 | $30.94M | 1.5% | $761.60 | $966.51 | — | PFD CONV SER A | G0177J116 |
| — | MOLINA HEALTHCARE INC | 27,106,000 | $30.93M | 1.5% | $1.14 | $1.21 | — | DBCV 1.625% 8/1 | 60855RAD2 |
| — | ANTHEM INC | 15,474,000 | $30.87M | 1.5% | $2.00 | $2.07 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | RED HAT INC | 25,838,000 | $30.26M | 1.4% | $1.17 | $1.28 | — | NOTE 0.250%10/0 | 756577AD4 |
| — | CHART INDS INC | 29,542,000 | $29.01M | 1.4% | $0.98 | $1.43 | — | NOTE 2.000% 8/0 | 16115QAC4 |
| — | TYSON FOODS INC | 406,976 | $27.68M | 1.3% | $68.01 | $50.63 | — | UNIT 99/99/9999 | 902494301 |
| — | PRICELINE GRP INC | 21,490,000 | $27.47M | 1.3% | $1.28 | $1.20 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | LAM RESEARCH CORP | 15,137,000 | $26.62M | 1.3% | $1.76 | $1.60 | — | NOTE 1.250% 5/1 | 512807AL2 |
| — | WEATHERFORD INTL LTD | 22,677,000 | $24.65M | 1.2% | $1.09 | $1.09 | — | NOTE 5.875% 7/0 | 947075AH0 |
| — | INPHI CORP | 18,863,000 | $24.45M | 1.2% | $1.30 | $1.30 | — | NOTE 1.125%12/0 | 45772FAB3 |
| — | SERVICENOW INC | 20,700,000 | $24.41M | 1.2% | $1.18 | $1.09 | — | NOTE 11/0 | 81762PAB8 |
| — | NUVEEN AMT FREE QLTY MUN INC | 1,795,140 | $23.95M | 1.1% | $13.34 | $14.60 | — | COM | 670657105 |
| — | ON SEMICONDUCTOR CORP | 23,131,000 | $23.81M | 1.1% | $1.03 | $0.90 | — | NOTE 1.000%12/0 | 682189AK1 |
| — | LIBERTY MEDIA CORP DELAWARE | 21,206,000 | $22.85M | 1.1% | $1.08 | $1.02 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | NVIDIA CORP | 4,199,000 | $22.28M | 1.1% | $5.31 | $1.27 | — | NOTE 1.000%12/0 | 67066GAC8 |
| — | WABASH NATL CORP | 15,271,000 | $21.45M | 1.0% | $1.40 | $1.22 | — | NOTE 3.375% 5/0 | 929566AH0 |
| — | OASIS PETE INC NEW | 14,981,000 | $20.9M | 1.0% | $1.39 | $1.13 | — | NOTE 2.625% 9/1 | 674215AJ7 |
| GLD | SPDR GOLD TRUST | 189,000 | $20.72M | 1.0% | $109.61 | $114.62 | -4.4% | GOLD SHS | 78463V107 |
| — | RAMBUS INC DEL | 16,517,000 | $20.59M | 1.0% | $1.25 | $1.24 | — | NOTE 1.125% 8/1 | 750917AE6 |
| — | CITRIX SYS INC | 17,688,000 | $20.56M | 1.0% | $1.16 | $1.06 | — | NOTE 0.500% 4/1 | 177376AD2 |
| — | TEVA PHARMACEUTICAL FIN LLC | 18,620,000 | $20.47M | 1.0% | $1.10 | $1.05 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| — | ILLUMINA INC | 21,029,000 | $20.23M | 1.0% | $0.96 | $1.18 | — | NOTE 0.500% 6/1 | 452327AH2 |
| — | TWITTER INC | 20,677,000 | $19.44M | 0.9% | $0.94 | $0.86 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| — | CARRIAGE SVCS INC | 14,380,000 | $19.4M | 0.9% | $1.35 | $1.21 | — | NOTE 2.750% 3/1 | 143905AM9 |
| — | T MOBILE US INC | 200,782 | $18.93M | 0.9% | $94.28 | $53.22 | — | CONV PFD SER A | 872590203 |
| — | NUVEEN MUNICIPAL CREDIT INC | 1,335,931 | $18.89M | 0.9% | $14.14 | $15.65 | — | COM SH BEN INT | 67070X101 |
| — | AMAG PHARMACEUTICALS INC | 12,751,000 | $18.03M | 0.9% | $1.41 | $1.41 | — | NOTE 2.500% 2/1 | 00163UAA4 |
| — | MERCADOLIBRE INC | 12,763,000 | $17.62M | 0.8% | $1.38 | $1.38 | — | NOTE 2.250% 7/0 | 58733RAB8 |
| — | MICRON TECHNOLOGY INC | 17,249,000 | $17.22M | 0.8% | $1.00 | $0.96 | — | NOTE 3.000%11/1 | 595112AY9 |
| — | MGIC INVT CORP WIS | 11,487,000 | $17.08M | 0.8% | $1.49 | $1.38 | — | NOTE 2.000% 4/0 | 552848AE3 |
| — | ECHO GLOBAL LOGISTICS INC | 17,160,000 | $16.9M | 0.8% | $0.99 | $1.01 | — | NOTE 2.500% 5/0 | 27875TAA9 |
| — | NUVEEN AMT FREE MUN CR INC F | 1,130,278 | $16.34M | 0.8% | $14.46 | $16.18 | — | COM | 67071L106 |
| — | DEPOMED INC | 13,995,000 | $15.98M | 0.8% | $1.14 | $1.15 | — | NOTE 2.500% 9/0 | 249908AA2 |
| — | PUTNAM MUN OPPORTUNITIES TR | 1,290,858 | $15.43M | 0.7% | $11.95 | $13.28 | — | SH BEN INT | 746922103 |
| — | INTERCEPT PHARMACEUTICALS IN | 17,064,000 | $15.28M | 0.7% | $0.90 | $1.12 | — | NOTE 3.250% 7/0 | 45845PAA6 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 14,886,000 | $15.12M | 0.7% | $1.02 | $0.92 | — | NOTE 2.250% 6/0 | 049164BH8 |
| DAL | DELTA AIR LINES INC DEL | 303,129 | $14.91M | 0.7% | $49.19 * | $38.61 | +14.5% | COM NEW | 247361702 |
| BAC | BANK AMER CORP | 666,299 | $14.72M | 0.7% | $22.10 * | $12.96 | +39.1% | COM | 060505104 |
| — | BANK AMER CORP | 12,314 | $14.3M | 0.7% | $1160.96 | $1119.18 | — | 7.25%CNV PFD L | 060505682 |
| LEN | LENNAR CORP | 320,908 | $13.78M | 0.7% | $42.93 * | $36.93 | +1.0% | CL A | 526057104 |
| — | WEBMD HEALTH CORP | 11,885,000 | $13.45M | 0.6% | $1.13 | $1.23 | — | NOTE 1.500%12/0 | 94770VAK8 |
| — | RADIAN GROUP INC | 7,414,000 | $12.23M | 0.6% | $1.65 | $1.31 | — | NOTE 2.250% 3/0 | 750236AN1 |
| — | ALZA CORP | 7,592,000 | $12.02M | 0.6% | $1.58 | $1.22 | — | SDCV 7/2 | 02261WAB5 |
| XMUIX | BLACKROCK MUNI INTER DR FD I | 800,000 | $11.04M | 0.5% | $13.80 | $15.20 | — | COM | 09253X102 |
| — | SOUTHWESTERN ENERGY CO | 421,336 | $10.79M | 0.5% | $25.62 | $49.39 | — | DEP SHS 1/20 B | 845467208 |
| — | ILLUMINA INC | 10,948,000 | $10.5M | 0.5% | $0.96 | $1.18 | — | NOTE 6/1 | 452327AF6 |
| — | PROOFPOINT INC | 5,674,000 | $10.39M | 0.5% | $1.83 | $1.44 | — | NOTE 1.250%12/1 | 743424AB9 |
| — | ISIS PHARMACEUTICALS INC DEL | 10,231,000 | $10.34M | 0.5% | $1.01 | $1.13 | — | NOTE 1.000%11/1 | 464337AJ3 |
| HAL | HALLIBURTON CO | 186,718 | $10.1M | 0.5% | $54.09 * | $55.20 | -17.9% | COM | 406216101 |
| — | INTEL CORP | 5,714,000 | $10.08M | 0.5% | $1.76 | $1.36 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | MEDICINES CO | 7,145,000 | $9.463M | 0.5% | $1.32 | $1.51 | — | DBCV 1.375% 6/0 | 584688AC9 |
| GM | GENERAL MTRS CO | 256,982 | $8.953M | 0.4% | $34.84 * | $23.70 | +24.0% | COM | 37045V100 |
| — | PROOFPOINT INC | 7,871,000 | $8.908M | 0.4% | $1.13 | $1.12 | — | DBCV 0.750% 6/1 | 743424AD5 |
| — | NOVELLUS SYS INC | 2,831,000 | $8.827M | 0.4% | $3.12 | $2.79 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | NUVEEN NEW YORK AMT QLT MUNI | 648,590 | $8.308M | 0.4% | $12.81 | $13.51 | — | COM | 670656107 |
| — | WELLS FARGO & CO NEW | 6,689 | $7.961M | 0.4% | $1190.16 | $1195.69 | — | PERP PFD CNV A | 949746804 |
| — | RPM INTL INC | 6,620,000 | $7.948M | 0.4% | $1.20 | $1.15 | — | NOTE 2.250%12/1 | 749685AT0 |
| — | INTEL CORP | 5,821,000 | $7.872M | 0.4% | $1.35 | $1.09 | — | SDCV 12/1 | 458140AD2 |
| XVMMX | DELAWARE INV MN MUN INC FD I | 564,399 | $7.631M | 0.4% | $13.52 | $15.18 | — | COM | 24610V103 |
| — | NEXTERA ENERGY INC | 131,590 | $7.599M | 0.4% | $57.75 | $52.49 | — | UNIT 08/31/2018 | 65339F846 |
| — | NUVEEN PENNSYLVANIA QLT MUN | 563,000 | $7.364M | 0.4% | $13.08 | $14.14 | — | COM | 670972108 |
| MAR | MARRIOTT INTL INC NEW | 88,136 | $7.287M | 0.3% | $82.68 * | $64.65 | +18.2% | CL A | 571903202 |
| XENWX | EATON VANCE NEW YORK MUN BD | 565,589 | $6.957M | 0.3% | $12.30 | $14.14 | — | COM | 27827Y109 |
| — | ARCONIC INC | 203,178 | $6.191M | 0.3% | $30.47 | $30.47 | — | PFD CONV B SER 1 | 03965L308 |
| — | BLACKROCK MUNIYLD MICH QLTY | 451,928 | $6.142M | 0.3% | $13.59 | $15.37 | — | COM | 09254V105 |
| — | WELLTOWER INC | 97,900 | $5.914M | 0.3% | $60.41 | $60.73 | — | 6.50% PFD PREPET | 95040Q203 |
| — | UNITED TECHNOLOGIES CORP | 53,105 | $5.821M | 0.3% | $109.61 | $88.99 | — | COM | 913017109 |
| — | PETROQUEST ENERGY INC | 1,633,296 | $5.406M | 0.3% | $3.31 | $3.46 | — | COM NEW | 716748306 |
| — | YAHOO INC | 5,275,000 | $5.239M | 0.2% | $0.99 | $1.14 | — | NOTE 12/0 | 984332AF3 |
| — | HEALTHSOUTH CORP | 4,069,000 | $4.817M | 0.2% | $1.18 | $1.18 | — | DEBT 2.000%12/0 | 421924BL4 |
| — | NEWPARK RES INC | 4,717,000 | $4.764M | 0.2% | $1.01 | $1.25 | — | NOTE 4.000%10/0 | 651718AC2 |
| — | SEACOR HOLDINGS INC | 4,308,000 | $4.47M | 0.2% | $1.04 | $1.23 | — | NOTE 2.500%12/1 | 811904AM3 |
| — | AMERICAN RLTY CAP PPTYS INC | 4,420,000 | $4.42M | 0.2% | $1.00 | $0.99 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| — | NUANCE COMMUNICATIONS INC | 4,237,000 | $4.266M | 0.2% | $1.01 | $1.03 | — | NOTE 2.750%11/0 | 67020YAF7 |
| — | NUVEEN MICHIGAN QLT MUN INC | 300,000 | $4.002M | 0.2% | $13.34 | $14.56 | — | COM | 670979103 |
| — | BLACKROCK MUN 2030 TAR TERM | 167,704 | $3.661M | 0.2% | $21.83 | $24.26 | — | COM SHS BEN IN | 09257P105 |
| — | DELAWARE INVT NAT MUNI INC F | 256,199 | $3.369M | 0.2% | $13.15 | $14.77 | — | SH BEN INT | 24610T108 |
| — | BAKER HUGHES INC | 51,357 | $3.337M | 0.2% | $64.98 | $45.13 | — | COM | 057224107 |
| — | BLACKROCK FLA MUN 2020 TERM | 203,891 | $3.06M | 0.1% | $15.01 | $15.50 | — | COM SHS | 09250M109 |
| — | BLACKROCK MUNIHLDGS NJ QLTY | 215,164 | $2.993M | 0.1% | $13.91 | $15.34 | — | COM | 09254X101 |
| — | MFS MUN INCOME TR | 394,425 | $2.615M | 0.1% | $6.63 | $7.36 | — | SH BEN INT | 552738106 |
| — | NUVEEN MARYLAND QLT MUN INC | 200,000 | $2.488M | 0.1% | $12.44 | $13.95 | — | COM | 67061Q107 |
| CRK | COMSTOCK RES INC | 208,387 | $2.053M | 0.1% | $9.85 * | $5.25 | +77.7% | COM | 205768302 |
| — | CIENA CORP | 1,830,000 | $1.822M | 0.1% | $1.00 | $0.96 | — | NOTE 0.875% 6/1 | 171779AE1 |
| — | MFS HIGH INCOME MUN TR | 361,805 | $1.773M | 0.1% | $4.90 | $5.46 | — | SH BEN INT | 59318D104 |
| — | EATON VANCE MUN INCOME 2028 | 88,224 | $1.73M | 0.1% | $19.61 | $21.18 | — | SHS | 27829U105 |
| — | INVESCO QUALITY MUNI INC TRS | 106,659 | $1.323M | 0.1% | $12.40 | $12.55 | — | COM | 46133G107 |
| CWB | SPDR SERIES TRUST | 28,593 | $1.305M | 0.1% | $45.64 | $45.66 | -0.0% | BLMBRG BRC CNVRT | 78464A359 |
| — | REX ENERGY CORPORATION | 2,636,174 | $1.242M | 0.1% | $0.47 | $0.66 | — | COM | 761565100 |
| XEVMX | EATON VANCE CALIF MUN BD FD | 98,842 | $1.125M | 0.1% | $11.38 | $11.38 | — | COM | 27828A100 |
| — | ARCH COAL INC | 14,197 | $1.108M | 0.1% | $78.04 | $78.04 | — | CL A | 039380407 |
| XBTAX | BLACKROCK LONG-TERM MUNI ADV | 89,446 | $1.009M | 0.0% | $11.28 | $12.58 | — | COM | 09250B103 |
| — | BLACKROCK MUNIYIELD NY QLTY | 54,187 | $688K | 0.0% | $12.70 | $12.70 | — | COM | 09255E102 |
| — | BLACKROCK MUNICIPL INC QLTY | 32,505 | $451K | 0.0% | $13.87 | $13.87 | — | COM | 092479104 |
| — | INVESCO MUN TR | 24,087 | $295K | 0.0% | $12.25 | $12.80 | — | COM | 46131J103 |
| — | LIVE NATION ENTERTAINMENT IN | 240,000 | $257K | 0.0% | $1.07 | $1.07 | — | DBCV 2.500% 5/1 | 538034AJ8 |
| — | MFS HIGH YIELD MUN TR | 33,907 | $150K | 0.0% | $4.42 | $4.42 | — | SH BEN INT | 59318E102 |
| — | BLACKROCK MUNIHLDGS NY QLTY | 10,000 | $134K | 0.0% | $13.40 | $13.40 | — | COM | 09255C106 |
| — | MEDIDATA SOLUTIONS INC | 22,000 | $24,000 | 0.0% | $1.09 | $1.10 | — | NOTE 1.000% 8/0 | 58471AAB1 |