Location: New York, NY
CIK: 0000061227 · Show all filings
Period: Q1 2017 (← Previous) (Next →)
Filing Date: Apr 20, 2017
Total Value: $2.199B (23.9% shares, 76.1% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | STONE ENERGY CORP | 3,948,684 | $86.24M | 3.9% | $21.84 | — | COM PAR | 861642403 |
| — | AMERICAN RLTY CAP PPTYS INC | 80,170,000 | $80.62M | 3.7% | $1.00 | — | NOTE 3.750%12/1 | 02917TAB0 |
| — | DANAHER CORP DEL | 21,652,000 | $70.8M | 3.2% | $1.87 | — | NOTE 1/2 | 235851AF9 |
| — | TELEFLEX INC | 22,168,000 | $69.48M | 3.2% | $1.35 | — | NOTE 3.875% 8/0 | 879369AA4 |
| — | XILINX INC | 33,664,000 | $67.86M | 3.1% | $1.57 | — | NOTE 2.625% 6/1 | 983919AF8 |
| — | XPO LOGISTICS INC | 20,802,000 | $60.87M | 2.8% | $1.65 | — | NOTE 4.500%10/0 | 983793AA8 |
| — | MACQUARIE INFRASTRUCTURE COR | 50,655,000 | $56.87M | 2.6% | $1.15 | — | NOTE 2.875% 7/1 | 55608BAA3 |
| — | AIR LEASE CORP | 37,781,000 | $54.11M | 2.5% | $1.31 | — | NOTE 3.875%12/0 | 00912XAK0 |
| — | MICROCHIP TECHNOLOGY INC | 36,189,000 | $52.05M | 2.4% | $1.07 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | HOLOGIC INC | 34,127,000 | $47.6M | 2.2% | $1.26 | — | DEBT 2.000% 3/0 | 436440AC5 |
| — | WEATHERFORD INTL LTD | 36,656,000 | $47.16M | 2.1% | $1.16 | — | NOTE 5.875% 7/0 | 947075AH0 |
| — | PRICELINE GRP INC | 24,467,000 | $46.17M | 2.1% | $1.34 | — | NOTE 1.000% 3/1 | 741503AQ9 |
| — | BIOMARIN PHARMACEUTICAL INC | 38,633,000 | $43.8M | 2.0% | $1.14 | — | NOTE 0.750%10/1 | 09061GAE1 |
| — | NXP SEMICONDUCTORS N V | 36,175,000 | $42.05M | 1.9% | $1.10 | — | DBCV 1.000%12/0 | 62952QAB6 |
| — | COMSTOCK RES INC | 47,610,978 | $41.24M | 1.9% | $0.74 | — | NOTE 9.500% 6/1 | 205768AN4 |
| — | VERINT SYS INC | 40,883,000 | $40.48M | 1.8% | $1.07 | — | NOTE 1.500% 6/0 | 92343XAA8 |
| — | AMERICAN TOWER CORP NEW | 333,462 | $38.1M | 1.7% | $106.23 | — | PFD CONV SER A | 03027X308 |
| — | SALESFORCE COM INC | 27,907,000 | $36.02M | 1.6% | $1.19 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | ANTHEM INC | 15,334,000 | $35.09M | 1.6% | $2.07 | — | NOTE 2.750%10/1 | 94973VBG1 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 40,931 | $34.68M | 1.6% | $966.51 | — | PFD CONV SER A | G0177J116 |
| — | HELIX ENERGY SOLUTIONS GRP I | 34,045,000 | $33.47M | 1.5% | $1.04 | — | NOTE 4.250% 5/0 | 42330PAH0 |
| — | LAM RESEARCH CORP | 15,091,000 | $32.02M | 1.5% | $1.60 | — | NOTE 1.250% 5/1 | 512807AL2 |
| — | PRICELINE GRP INC | 21,490,000 | $30.7M | 1.4% | $1.20 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | OASIS PETE INC NEW | 21,821,000 | $29.49M | 1.3% | $1.20 | — | NOTE 2.625% 9/1 | 674215AJ7 |
| — | CHART INDS INC | 29,544,000 | $29.31M | 1.3% | $1.43 | — | NOTE 2.000% 8/0 | 16115QAC4 |
| — | MOLINA HEALTHCARE INC | 27,120,000 | $28.73M | 1.3% | $1.21 | — | DBCV 1.625% 8/1 | 60855RAD2 |
| — | WABASH NATL CORP | 15,228,000 | $27.64M | 1.3% | $1.22 | — | NOTE 3.375% 5/0 | 929566AH0 |
| — | TYSON FOODS INC | 405,960 | $27.42M | 1.2% | $50.63 | — | UNIT 99/99/9999 | 902494301 |
| — | SERVICENOW INC | 20,693,000 | $26.7M | 1.2% | $1.09 | — | NOTE 11/0 | 81762PAB8 |
| — | INPHI CORP | 18,765,000 | $25.94M | 1.2% | $1.30 | — | NOTE 1.125%12/0 | 45772FAB3 |
| — | ON SEMICONDUCTOR CORP | 23,131,000 | $25.37M | 1.2% | $0.90 | — | NOTE 1.000%12/0 | 682189AK1 |
| — | NUVEEN AMT FREE QLTY MUN INC | 1,795,140 | $23.98M | 1.1% | $14.60 | — | COM | 670657105 |
| — | LIBERTY MEDIA CORP DELAWARE | 21,129,000 | $23.97M | 1.1% | $1.02 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | RED HAT INC | 18,319,000 | $23.84M | 1.1% | $1.28 | — | NOTE 0.250%10/0 | 756577AD4 |
| — | ADVANCED MICRO DEVICES INC | 11,976,000 | $23.68M | 1.1% | $1.09 | — | NOTE 2.125% 9/0 | 007903BD8 |
| GLD | SPDR GOLD TRUST | 189,000 | $22.44M | 1.0% | $112.08 | — | GOLD SHS | 78463V107 |
| — | MERCADOLIBRE INC | 12,763,000 | $22.24M | 1.0% | $1.38 | — | NOTE 2.250% 7/0 | 58733RAB8 |
| — | ILLUMINA INC | 21,313,000 | $22.16M | 1.0% | $1.18 | — | NOTE 0.500% 6/1 | 452327AH2 |
| — | CITRIX SYS INC | 17,418,000 | $21.9M | 1.0% | $1.06 | — | NOTE 0.500% 4/1 | 177376AD2 |
| — | T MOBILE US INC | 200,782 | $21.15M | 1.0% | $53.22 | — | CONV PFD SER A | 872590203 |
| AEO | AMERICAN EAGLE OUTFITTERS NE | 1,526,428 | $21.1M | 1.0% | $11.67 | 0.0% | COM | 02553E106 |
| — | TEVA PHARMACEUTICAL FIN LLC | 18,662,000 | $20.12M | 0.9% | $1.05 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| — | RAMBUS INC DEL | 16,517,000 | $19.83M | 0.9% | $1.24 | — | NOTE 1.125% 8/1 | 750917AE6 |
| — | TWITTER INC | 20,677,000 | $19.51M | 0.9% | $0.86 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| — | MICRON TECHNOLOGY INC | 17,249,000 | $19.42M | 0.9% | $0.96 | — | NOTE 3.000%11/1 | 595112AY9 |
| — | COMSTOCK RES INC | 22,475,000 | $19.24M | 0.9% | $0.74 | — | NOTE 7.750% 4/0 | 205768AM6 |
| — | NUVEEN MUNICIPAL CREDIT INC | 1,335,931 | $19.22M | 0.9% | $15.65 | — | COM SH BEN INT | 67070X101 |
| — | CARRIAGE SVCS INC | 14,380,000 | $18.75M | 0.9% | $1.21 | — | NOTE 2.750% 3/1 | 143905AM9 |
| — | AMAG PHARMACEUTICALS INC | 16,877,000 | $18.44M | 0.8% | $1.34 | — | NOTE 2.500% 2/1 | 00163UAA4 |
| — | ISIS PHARMACEUTICALS INC DEL | 18,629,000 | $17.98M | 0.8% | $1.05 | — | NOTE 1.000%11/1 | 464337AJ3 |
| — | MGIC INVT CORP WIS | 11,443,000 | $16.68M | 0.8% | $1.38 | — | NOTE 2.000% 4/0 | 552848AE3 |
| — | NUVEEN AMT FREE MUN CR INC F | 1,130,278 | $16.52M | 0.8% | $16.18 | — | COM | 67071L106 |
| — | ECHO GLOBAL LOGISTICS INC | 17,160,000 | $16.25M | 0.7% | $1.01 | — | NOTE 2.500% 5/0 | 27875TAA9 |
| — | INTERCEPT PHARMACEUTICALS IN | 17,069,000 | $15.98M | 0.7% | $1.12 | — | NOTE 3.250% 7/0 | 45845PAA6 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 14,806,000 | $15.73M | 0.7% | $0.92 | — | NOTE 2.250% 6/0 | 049164BH8 |
| BAC | BANK AMER CORP | 666,299 | $15.72M | 0.7% | $12.96 | +49.6% | COM | 060505104 |
| — | PUTNAM MUN OPPORTUNITIES TR | 1,301,101 | $15.63M | 0.7% | $13.28 | — | SH BEN INT | 746922103 |
| — | BANK AMER CORP | 12,236 | $14.58M | 0.7% | $1119.18 | — | 7.25%CNV PFD L | 060505682 |
| — | WEBMD HEALTH CORP | 11,900,000 | $14.15M | 0.6% | $1.23 | — | NOTE 1.500%12/0 | 94770VAK8 |
| DAL | DELTA AIR LINES INC DEL | 303,129 | $13.93M | 0.6% | $38.61 | +13.8% | COM NEW | 247361702 |
| — | DEPOMED INC | 13,932,000 | $13.05M | 0.6% | $1.15 | — | NOTE 2.500% 9/0 | 249908AA2 |
| — | HEALTHSOUTH CORP | 10,633,000 | $13.02M | 0.6% | $1.21 | — | DEBT 2.000%12/0 | 421924BL4 |
| — | ALZA CORP | 7,445,000 | $12.76M | 0.6% | $1.22 | — | SDCV 7/2 | 02261WAB5 |
| XMUIX | BLACKROCK MUNI INTER DR FD I | 800,000 | $11.08M | 0.5% | $15.20 | — | COM | 09253X102 |
| — | ILLUMINA INC | 10,948,000 | $11.07M | 0.5% | $1.18 | — | NOTE 6/1 | 452327AF6 |
| — | PROOFPOINT INC | 5,674,000 | $10.87M | 0.5% | $1.44 | — | NOTE 1.250%12/1 | 743424AB9 |
| — | NOVELLUS SYS INC | 2,831,000 | $10.75M | 0.5% | $2.79 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | INTEL CORP | 5,688,000 | $9.944M | 0.5% | $1.36 | — | SDCV 3.250% 8/0 | 458140AF7 |
| HAL | HALLIBURTON CO | 186,718 | $9.188M | 0.4% | $55.20 | -18.2% | COM | 406216101 |
| — | PROOFPOINT INC | 7,876,000 | $8.983M | 0.4% | $1.12 | — | DBCV 0.750% 6/1 | 743424AD5 |
| — | NUVEEN NEW YORK AMT QLT MUNI | 648,590 | $8.419M | 0.4% | $13.51 | — | COM | 670656107 |
| — | SOUTHWESTERN ENERGY CO | 421,438 | $8.409M | 0.4% | $49.39 | — | DEP SHS 1/20 B | 845467208 |
| — | ARCONIC INC | 203,178 | $8.391M | 0.4% | $30.47 | — | PFD CONV B SER 1 | 03965L308 |
| XVMMX | DELAWARE INV MN MUN INC FD I | 564,399 | $8.268M | 0.4% | $15.18 | — | COM | 24610V103 |
| — | WELLS FARGO & CO NEW | 6,627 | $8.211M | 0.4% | $1195.69 | — | PERP PFD CNV A | 949746804 |
| — | RPM INTL INC | 6,592,000 | $7.956M | 0.4% | $1.15 | — | NOTE 2.250%12/1 | 749685AT0 |
| — | NEXTERA ENERGY INC | 131,590 | $7.861M | 0.4% | $52.49 | — | UNIT 08/31/2018 | 65339F846 |
| — | INTEL CORP | 5,733,000 | $7.815M | 0.4% | $1.09 | — | SDCV 12/1 | 458140AD2 |
| — | ISHARES GOLD TRUST | 627,900 | $7.541M | 0.3% | $12.01 | — | ISHARES | 464285105 |
| — | NUVEEN PENNSYLVANIA QLT MUN | 563,000 | $7.392M | 0.3% | $14.14 | — | COM | 670972108 |
| XENWX | EATON VANCE NEW YORK MUN BD | 575,336 | $7.105M | 0.3% | $14.11 | — | COM | 27827Y109 |
| — | BLACKROCK MUNIYLD MICH QLTY | 498,780 | $6.783M | 0.3% | $15.21 | — | COM | 09254V105 |
| — | WELLTOWER INC | 97,900 | $6.207M | 0.3% | $60.73 | — | 6.50% PFD PREPET | 95040Q203 |
| — | UNITED TECHNOLOGIES CORP | 53,105 | $5.959M | 0.3% | $88.99 | — | COM | 913017109 |
| — | NEWPARK RES INC | 4,714,000 | $4.799M | 0.2% | $1.25 | — | NOTE 4.000%10/0 | 651718AC2 |
| — | PETROQUEST ENERGY INC | 1,619,068 | $4.436M | 0.2% | $3.46 | — | COM NEW | 716748306 |
| — | AMERICAN RLTY CAP PPTYS INC | 4,420,000 | $4.428M | 0.2% | $0.99 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| — | NUANCE COMMUNICATIONS INC | 4,195,000 | $4.219M | 0.2% | $1.03 | — | NOTE 2.750%11/0 | 67020YAF7 |
| — | NUVEEN MICHIGAN QLT MUN INC | 300,000 | $3.996M | 0.2% | $14.56 | — | COM | 670979103 |
| — | BLACKROCK MUN 2030 TAR TERM | 167,704 | $3.795M | 0.2% | $24.26 | — | COM SHS BEN IN | 09257P105 |
| — | DELAWARE INVT NAT MUNI INC F | 256,199 | $3.315M | 0.2% | $14.77 | — | SH BEN INT | 24610T108 |
| — | BAKER HUGHES INC | 51,357 | $3.072M | 0.1% | $45.13 | — | COM | 057224107 |
| — | BLACKROCK FLA MUN 2020 TERM | 203,891 | $3.071M | 0.1% | $15.50 | — | COM SHS | 09250M109 |
| — | BLACKROCK MUNIHLDGS NJ QLTY | 215,164 | $3.06M | 0.1% | $15.34 | — | COM | 09254X101 |
| — | MFS MUN INCOME TR | 394,425 | $2.741M | 0.1% | $7.36 | — | SH BEN INT | 552738106 |
| — | NUVEEN MARYLAND QLT MUN INC | 200,000 | $2.536M | 0.1% | $13.95 | — | COM | 67061Q107 |
| — | INVESCO QUALITY MUNI INC TRS | 148,426 | $1.845M | 0.1% | $12.52 | — | COM | 46133G107 |
| — | MFS HIGH INCOME MUN TR | 361,805 | $1.816M | 0.1% | $5.46 | — | SH BEN INT | 59318D104 |
| — | CIENA CORP | 1,794,000 | $1.787M | 0.1% | $0.96 | — | NOTE 0.875% 6/1 | 171779AE1 |
| — | EATON VANCE MUN INCOME 2028 | 88,224 | $1.727M | 0.1% | $21.18 | — | SHS | 27829U105 |
| XBTAX | BLACKROCK LONG-TERM MUNI ADV | 132,517 | $1.519M | 0.1% | $12.22 | — | COM | 09250B103 |
| XEVMX | EATON VANCE CALIF MUN BD FD | 101,142 | $1.149M | 0.1% | $11.38 | — | COM | 27828A100 |
| CRK | COMSTOCK RES INC | 100,000 | $923K | 0.0% | $5.25 | +82.2% | COM | 205768302 |
| XMQTX | BLACKROCK MUNIY QUALITY FD I | 66,264 | $848K | 0.0% | $12.80 | — | COM | 09254G108 |
| — | REX ENERGY CORPORATION | 1,684,159 | $791K | 0.0% | $0.66 | — | COM | 761565100 |
| — | BLACKROCK MUNIHLDNGS CALI QL | 44,996 | $638K | 0.0% | $14.18 | — | COM | 09254L107 |
| — | BLACKROCK MUNIHLDNGS QLTY II | 48,151 | $638K | 0.0% | $13.25 | — | COM | 09254C107 |
| — | BLACKROCK MUNIYIELD CALI QLT | 42,649 | $628K | 0.0% | $14.72 | — | COM | 09254N103 |
| — | BLACKROCK MUNI INCOME INV QL | 33,402 | $479K | 0.0% | $14.34 | — | COM | 09250G102 |
| — | BLACKROCK MUNICIPL INC QLTY | 32,505 | $453K | 0.0% | $13.87 | — | COM | 092479104 |
| — | INVESCO MUN TR | 24,087 | $302K | 0.0% | $12.80 | — | COM | 46131J103 |
| — | BLACKROCK MUNIHLDGS NY QLTY | 10,000 | $136K | 0.0% | $13.40 | — | COM | 09255C106 |
| — | SANCHEZ ENERGY CORP | 13,249 | $126K | 0.0% | $9.51 | — | COM | 79970Y105 |