Location: New York, NY
CIK: 0000061227 · Show all filings
Period: Q2 2017 (← Previous) (Next →)
Filing Date: Jul 13, 2017
Total Value: $2.364B (28.3% shares, 71.7% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | STONE ENERGY CORP | 3,920,351 | $72.06M | 3.0% | $18.38 | $21.84 | — | COM PAR | 861642403 |
| — | DANAHER CORP DEL | 21,867,000 | $70.54M | 3.0% | $3.23 | $1.87 | — | NOTE 1/2 | 235851AF9 |
| — | AMERICAN RLTY CAP PPTYS INC | 67,640,000 | $69.71M | 2.9% | $1.03 | $1.00 | — | NOTE 3.750%12/1 | 02917TAB0 |
| — | XPO LOGISTICS INC | 15,679,000 | $61.75M | 2.6% | $3.94 | $1.65 | — | NOTE 4.500%10/0 | 983793AA8 |
| — | MACQUARIE INFRASTRUCTURE COR | 50,990,000 | $56.58M | 2.4% | $1.11 | $1.15 | — | NOTE 2.875% 7/1 | 55608BAA3 |
| — | AIR LEASE CORP | 40,678,000 | $56.31M | 2.4% | $1.38 | $1.31 | — | NOTE 3.875%12/0 | 00912XAK0 |
| — | TELEFLEX INC | 16,477,000 | $55.91M | 2.4% | $3.39 | $1.35 | — | NOTE 3.875% 8/0 | 879369AA4 |
| — | MICROCHIP TECHNOLOGY INC | 36,564,000 | $55.17M | 2.3% | $1.51 | $1.07 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | HOLOGIC INC | 36,812,000 | $54.01M | 2.3% | $1.47 | $1.27 | — | DEBT 2.000% 3/0 | 436440AC5 |
| — | AMERICAN TOWER CORP NEW | 396,010 | $47.87M | 2.0% | $120.89 | $120.89 | — | DEP PFD CONV SE | 03027X407 |
| — | WEATHERFORD INTL LTD | 44,673,000 | $45.3M | 1.9% | $1.01 | $1.14 | — | NOTE 5.875% 7/0 | 947075AH0 |
| — | PRICELINE GRP INC | 22,885,000 | $45.24M | 1.9% | $1.98 | $1.34 | — | NOTE 1.000% 3/1 | 741503AQ9 |
| — | WELLS FARGO CO NEW | 34,339 | $45.03M | 1.9% | $1311.45 | $1289.11 | — | PERP PFD CNV A | 949746804 |
| — | BANK AMER CORP | 34,690 | $43.85M | 1.9% | $1264.14 | $1213.01 | — | 7.25%CNV PFD L | 060505682 |
| — | BIOMARIN PHARMACEUTICAL INC | 38,993,000 | $43.38M | 1.8% | $1.11 | $1.14 | — | NOTE 0.750%10/1 | 09061GAE1 |
| — | NXP SEMICONDUCTORS N V | 36,175,000 | $43.32M | 1.8% | $1.20 | $1.10 | — | DBCV 1.000%12/0 | 62952QAB6 |
| — | ANTHEM INC | 16,442,000 | $42.43M | 1.8% | $2.58 | $2.10 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | VERINT SYS INC | 42,972,000 | $42.28M | 1.8% | $0.98 | $1.07 | — | NOTE 1.500% 6/0 | 92343XAA8 |
| — | PRICELINE GRP INC | 28,453,000 | $41.9M | 1.8% | $1.47 | $1.26 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | SALESFORCE COM INC | 30,475,000 | $40.37M | 1.7% | $1.32 | $1.20 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | HEALTHSOUTH CORP | 819,017 | $39.64M | 1.7% | $48.40 | $48.40 | — | COM NEW | 421924309 |
| — | COMSTOCK RES INC | 49,806,892 | $38.35M | 1.6% | $0.77 | $0.74 | — | NOTE 9.500% 6/1 | 205768AN4 |
| — | LAM RESEARCH CORP | 15,303,000 | $35.77M | 1.5% | $2.34 | $1.61 | — | NOTE 1.250% 5/1 | 512807AL2 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 41,259 | $35.71M | 1.5% | $865.51 | $966.51 | — | PFD CONV SER A | G0177J116 |
| — | SERVICENOW INC | 23,865,000 | $34.98M | 1.5% | $1.47 | $1.14 | — | NOTE 11/0 | 81762PAB8 |
| — | MOLINA HEALTHCARE INC | 27,326,000 | $34.98M | 1.5% | $1.28 | $1.21 | — | DBCV 1.625% 8/1 | 60855RAD2 |
| — | RED HAT INC | 23,493,000 | $32.53M | 1.4% | $1.38 | $1.30 | — | NOTE 0.250%10/0 | 756577AD4 |
| — | HELIX ENERGY SOLUTIONS GRP I | 34,353,000 | $32.2M | 1.4% | $0.94 | $1.04 | — | NOTE 4.250% 5/0 | 42330PAH0 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 29,725,000 | $31.37M | 1.3% | $1.06 | $0.99 | — | NOTE 2.250% 6/0 | 049164BH8 |
| AEO | AMERICAN EAGLE OUTFITTERS NE | 2,560,914 | $30.86M | 1.3% | $12.05 * | $10.97 | -12.9% | COM | 02553E106 |
| — | LIBERTY MEDIA CORP DELAWARE | 25,772,000 | $30.62M | 1.3% | $1.19 | $1.05 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | WABASH NATL CORP | 15,456,000 | $29.74M | 1.3% | $1.92 | $1.23 | — | NOTE 3.375% 5/0 | 929566AH0 |
| — | CHART INDS INC | 29,763,000 | $29.64M | 1.3% | $1.00 | $1.43 | — | NOTE 2.000% 8/0 | 16115QAC4 |
| — | PROOFPOINT INC | 23,038,000 | $28.79M | 1.2% | $1.25 | $1.21 | — | DBCV 0.750% 6/1 | 743424AD5 |
| — | INPHI CORP | 25,280,000 | $28.45M | 1.2% | $1.13 | $1.25 | — | NOTE 1.125%12/0 | 45772FAB3 |
| — | TYSON FOODS INC | 411,901 | $28.11M | 1.2% | $68.25 | $50.89 | — | UNIT 99/99/9999 | 902494301 |
| — | CITRIX SYS INC | 23,244,000 | $27.95M | 1.2% | $1.20 | $1.10 | — | NOTE 0.500% 4/1 | 177376AD2 |
| — | MERCADOLIBRE INC | 12,763,000 | $25.91M | 1.1% | $2.03 | $1.38 | — | NOTE 2.250% 7/0 | 58733RAB8 |
| — | MICRON TECHNOLOGY INC | 22,704,000 | $25.66M | 1.1% | $1.13 | $1.00 | — | NOTE 3.000%11/1 | 595112AY9 |
| — | NUVEEN AMT FREE QLTY MUN INC | 1,795,140 | $24.57M | 1.0% | $13.69 | $14.60 | — | COM | 670657105 |
| — | ISIS PHARMACEUTICALS INC DEL | 22,954,000 | $24.4M | 1.0% | $1.06 | $1.06 | — | NOTE 1.000%11/1 | 464337AJ3 |
| — | ON SEMICONDUCTOR CORP | 23,131,000 | $24.11M | 1.0% | $1.04 | $0.90 | — | NOTE 1.000%12/0 | 682189AK1 |
| — | ILLUMINA INC | 21,676,000 | $23.14M | 1.0% | $1.07 | $1.18 | — | NOTE 0.500% 6/1 | 452327AH2 |
| — | CARRIAGE SVCS INC | 17,355,000 | $22.59M | 1.0% | $1.30 | $1.22 | — | NOTE 2.750% 3/1 | 143905AM9 |
| GLD | SPDR GOLD TRUST | 189,000 | $22.31M | 0.9% | $118.02 | $114.62 | +3.0% | GOLD SHS | 78463V107 |
| — | OASIS PETE INC NEW | 21,821,000 | $21.45M | 0.9% | $0.98 | $1.20 | — | NOTE 2.625% 9/1 | 674215AJ7 |
| — | ADVANCED MICRO DEVICES INC | 12,107,000 | $21.23M | 0.9% | $1.75 | $1.10 | — | NOTE 2.125% 9/0 | 007903BD8 |
| — | TEVA PHARMACEUTICAL FIN LLC | 18,887,000 | $20.34M | 0.9% | $1.08 | $1.05 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| — | NUVEEN MUNICIPAL CREDIT INC | 1,335,931 | $19.93M | 0.8% | $14.92 | $15.65 | — | COM SH BEN INT | 67070X101 |
| — | T MOBILE US INC | 200,782 | $19.83M | 0.8% | $98.77 | $53.22 | — | CONV PFD SER A | 872590203 |
| — | TWITTER INC | 20,677,000 | $19.63M | 0.8% | $0.95 | $0.86 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| — | BECTON DICKINSON & CO | 339,796 | $18.63M | 0.8% | $54.84 | $54.84 | — | PFD SHS CONV A | 075887208 |
| — | COMSTOCK RES INC | 23,288,147 | $18.16M | 0.8% | $0.78 | $0.74 | — | NOTE 7.750% 4/0 | 205768AM6 |
| — | RAMBUS INC DEL | 16,517,000 | $17.94M | 0.8% | $1.09 | $1.24 | — | NOTE 1.125% 8/1 | 750917AE6 |
| — | STANLEY BLACK & DECKER INC | 163,124 | $17.68M | 0.7% | $108.40 | $108.40 | — | UNIT 05/15/2020 | 854502887 |
| — | NUVEEN AMT FREE MUN CR INC F | 1,130,278 | $17.12M | 0.7% | $15.15 | $16.18 | — | COM | 67071L106 |
| — | INTERCEPT PHARMACEUTICALS IN | 17,160,000 | $16.76M | 0.7% | $0.98 | $1.12 | — | NOTE 3.250% 7/0 | 45845PAA6 |
| — | ECHO GLOBAL LOGISTICS INC | 17,160,000 | $16.52M | 0.7% | $0.96 | $1.01 | — | NOTE 2.500% 5/0 | 27875TAA9 |
| DAL | DELTA AIR LINES INC DEL | 303,129 | $16.29M | 0.7% | $53.74 * | $38.61 | +26.1% | COM NEW | 247361702 |
| BAC | BANK AMER CORP | 666,299 | $16.16M | 0.7% | $24.26 * | $12.96 | +53.7% | COM | 060505104 |
| — | WEBMD HEALTH CORP | 12,272,000 | $15.62M | 0.7% | $1.27 | $1.23 | — | NOTE 1.500%12/0 | 94770VAK8 |
| — | PUTNAM MUN OPPORTUNITIES TR | 1,234,990 | $15.44M | 0.7% | $12.50 | $13.28 | — | SH BEN INT | 746922103 |
| — | ALZA CORP | 7,445,000 | $13.55M | 0.6% | $1.82 | $1.22 | — | SDCV 7/2 | 02261WAB5 |
| — | DEPOMED INC | 14,016,000 | $12.34M | 0.5% | $0.88 | $1.15 | — | NOTE 2.500% 9/0 | 249908AA2 |
| — | NOVELLUS SYS INC | 2,831,000 | $11.83M | 0.5% | $4.18 | $2.79 | — | NOTE 2.625% 5/1 | 670008AD3 |
| XMUIX | BLACKROCK MUNI INTER DR FD I | 800,000 | $11.23M | 0.5% | $14.04 | $15.20 | — | COM | 09253X102 |
| — | ILLUMINA INC | 10,948,000 | $11.11M | 0.5% | $1.01 | $1.18 | — | NOTE 6/1 | 452327AF6 |
| — | WEBMD HEALTH CORP | 10,088,000 | $9.924M | 0.4% | $0.98 | $0.98 | — | NOTE 2.625% 6/1 | 94770VAM4 |
| — | INTEL CORP | 5,803,000 | $9.597M | 0.4% | $1.65 | $1.36 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | NUVEEN NEW YORK AMT QLT MUNI | 648,590 | $8.503M | 0.4% | $13.11 | $13.51 | — | COM | 670656107 |
| — | NEXTERA ENERGY INC | 131,590 | $8.448M | 0.4% | $64.20 | $52.49 | — | UNIT 08/31/2018 | 65339F846 |
| XVMMX | DELAWARE INV MN MUN INC FD I | 564,399 | $8.297M | 0.4% | $14.70 | $15.18 | — | COM | 24610V103 |
| HAL | HALLIBURTON CO | 186,718 | $7.975M | 0.3% | $42.71 * | $55.20 | -34.7% | COM | 406216101 |
| — | INTEL CORP | 5,845,000 | $7.649M | 0.3% | $1.31 | $1.09 | — | SDCV 12/1 | 458140AD2 |
| — | RPM INTL INC | 6,438,000 | $7.62M | 0.3% | $1.18 | $1.15 | — | NOTE 2.250%12/1 | 749685AT0 |
| — | NUVEEN PENNSYLVANIA QLT MUN | 563,000 | $7.533M | 0.3% | $13.38 | $14.14 | — | COM | 670972108 |
| — | ISHARES GOLD TRUST | 627,900 | $7.497M | 0.3% | $11.94 | $12.01 | — | ISHARES | 464285105 |
| — | ARCONIC INC | 203,178 | $7.323M | 0.3% | $36.04 | $30.47 | — | PFD CONV B SER 1 | 03965L308 |
| XENWX | EATON VANCE NEW YORK MUN BD | 575,336 | $7.192M | 0.3% | $12.50 | $14.11 | — | COM | 27827Y109 |
| — | BLACKROCK MUNIYLD MICH QLTY | 498,780 | $6.998M | 0.3% | $14.03 | $15.21 | — | COM | 09254V105 |
| — | WELLTOWER INC | 97,900 | $6.51M | 0.3% | $66.50 | $60.73 | — | 6.50% PFD PREPET | 95040Q203 |
| — | UNITED TECHNOLOGIES CORP | 53,105 | $6.485M | 0.3% | $122.12 | $88.99 | — | COM | 913017109 |
| — | SOUTHWESTERN ENERGY CO | 427,685 | $6.335M | 0.3% | $14.81 | $48.89 | — | DEP SHS 1/20 B | 845467208 |
| — | LEXICON PHARMACEUTICALS INC | 2,482,000 | $5.159M | 0.2% | $2.08 | $2.08 | — | NOTE 5.250%12/0 | 528872AB0 |
| — | NEWPARK RES INC | 5,063,000 | $5.056M | 0.2% | $1.00 | $1.23 | — | NOTE 4.000%10/0 | 651718AC2 |
| — | NUANCE COMMUNICATIONS INC | 4,540,000 | $4.526M | 0.2% | $1.00 | $1.03 | — | NOTE 2.750%11/0 | 67020YAF7 |
| — | AMERICAN RLTY CAP PPTYS INC | 4,420,000 | $4.445M | 0.2% | $1.01 | $0.99 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| — | NUVEEN MICHIGAN QLT MUN INC | 300,000 | $4.11M | 0.2% | $13.70 | $14.56 | — | COM | 670979103 |
| — | BLACKROCK MUN 2030 TAR TERM | 167,704 | $3.881M | 0.2% | $23.14 | $24.26 | — | COM SHS BEN IN | 09257P105 |
| — | DELAWARE INVT NAT MUNI INC F | 256,199 | $3.42M | 0.1% | $13.35 | $14.77 | — | SH BEN INT | 24610T108 |
| — | TESLA INC | 2,865,000 | $3.316M | 0.1% | $1.16 | $1.16 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | PETROQUEST ENERGY INC | 1,615,674 | $3.199M | 0.1% | $1.98 | $3.46 | — | COM NEW | 716748306 |
| — | BLACKROCK FLA MUN 2020 TERM | 203,891 | $3.075M | 0.1% | $15.08 | $15.50 | — | COM SHS | 09250M109 |
| — | LIBERTY INTERACTIVE LLC | 2,470,000 | $2.836M | 0.1% | $1.15 | $1.15 | — | DEB 1.750% 9/3 | 530610AD6 |
| — | BAKER HUGHES INC | 51,357 | $2.799M | 0.1% | $54.50 | $45.13 | — | COM | 057224107 |
| — | BIOMARIN PHARMACEUTICAL INC | 2,193,000 | $2.619M | 0.1% | $1.19 | $1.19 | — | NOTE 1.500%10/1 | 09061GAF8 |
| — | NUVEEN MARYLAND QLT MUN INC | 200,000 | $2.596M | 0.1% | $12.98 | $13.95 | — | COM | 67061Q107 |
| — | GENERAL CABLE CORP DEL NEW | 3,380,000 | $2.562M | 0.1% | $0.76 | $0.76 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | MFS MUN INCOME TR | 347,524 | $2.471M | 0.1% | $7.11 | $7.36 | — | SH BEN INT | 552738106 |
| — | LIGAND PHARMACEUTICALS INC | 1,452,000 | $2.41M | 0.1% | $1.66 | $1.66 | — | NOTE 0.750% 8/1 | 53220KAD0 |
| — | WRIGHT MED GROUP INC | 2,040,000 | $2.277M | 0.1% | $1.12 | $1.12 | — | NOTE 2.000% 2/1 | 98235TAE7 |
| — | ELECTRONICS FOR IMAGING INC | 2,097,000 | $2.258M | 0.1% | $1.08 | $1.08 | — | NOTE 0.750% 9/0 | 286082AC6 |
| — | STARWOOD PPTY TR INC | 1,842,000 | $2.098M | 0.1% | $1.14 | $1.14 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| — | BLACKROCK MUNIHLDGS NJ QLTY | 132,807 | $1.916M | 0.1% | $14.43 | $15.34 | — | COM | 09254X101 |
| — | MFS HIGH INCOME MUN TR | 361,805 | $1.881M | 0.1% | $5.20 | $5.46 | — | SH BEN INT | 59318D104 |
| — | RTI INTL METALS INC | 1,715,000 | $1.838M | 0.1% | $1.07 | $1.07 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | GOGO INC | 1,980,000 | $1.815M | 0.1% | $0.92 | $0.92 | — | NOTE 3.750% 3/0 | 38046CAB5 |
| — | EATON VANCE MUN INCOME 2028 | 88,224 | $1.772M | 0.1% | $20.09 | $21.18 | — | SHS | 27829U105 |
| — | SPECTRANETICS CORP | 1,288,000 | $1.747M | 0.1% | $1.36 | $1.36 | — | MTNF 2.625% 6/0 | 84760CAA5 |
| — | INTEGRATED DEVICE TECHNOLOGY | 1,582,000 | $1.679M | 0.1% | $1.06 | $1.06 | — | NOTE 0.875%11/1 | 458118AC0 |
| — | JAZZ INVESTMENTS I LTD | 1,529,000 | $1.678M | 0.1% | $1.10 | $1.10 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | NUVASIVE INC | 1,210,000 | $1.676M | 0.1% | $1.39 | $1.39 | — | NOTE 2.250% 3/1 | 670704AG0 |
| — | FIREEYE INC | 106,360 | $1.618M | 0.1% | $15.21 | $15.21 | — | COM | 31816Q101 |
| — | VEECO INSTRS INC DEL | 1,287,000 | $1.318M | 0.1% | $1.02 | $1.02 | — | NOTE 2.700% 1/1 | 922417AD2 |
| — | CHENIERE ENERGY INC | 1,890,000 | $1.314M | 0.1% | $0.70 | $0.70 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| — | INVESCO QUALITY MUNI INC TRS | 99,857 | $1.272M | 0.1% | $12.74 | $12.52 | — | COM | 46133G107 |
| — | J2 GLOBAL INC | 910,000 | $1.248M | 0.1% | $1.37 | $1.37 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| — | IRONWOOD PHARMACEUTICALS INC | 874,000 | $1.174M | 0.0% | $1.34 | $1.34 | — | DBCV 2.250% 6/1 | 46333XAD0 |
| XBTAX | BLACKROCK LONG-TERM MUNI ADV | 89,446 | $1.055M | 0.0% | $11.79 | $12.22 | — | COM | 09250B103 |
| — | BLACKROCK MUNIHLDGS NY QLTY | 69,174 | $909K | 0.0% | $13.14 | $13.18 | — | COM | 09255C106 |
| — | DYCOM INDS INC | 647,000 | $754K | 0.0% | $1.17 | $1.17 | — | NOTE 0.750% 9/1 | 267475AB7 |
| — | INTERDIGITAL INC | 618,000 | $751K | 0.0% | $1.22 | $1.22 | — | NOTE 1.500% 3/0 | 458660AD9 |
| — | YAHOO INC | 655,000 | $746K | 0.0% | $1.14 | $1.14 | — | NOTE 12/0 | 984332AF3 |
| CRK | COMSTOCK RES INC | 100,000 | $707K | 0.0% | $7.07 * | $5.25 | +27.6% | COM | 205768302 |
| — | FINISAR CORP | 600,000 | $669K | 0.0% | $1.11 | $1.11 | — | NOTE 0.500%12/1 | 31787AAM3 |
| — | REX ENERGY CORPORATION | 163,490 | $472K | 0.0% | $2.89 | $2.89 | — | COM NEW | 761565506 |
| — | INVESCO MUN TR | 24,087 | $309K | 0.0% | $12.83 | $12.80 | — | COM | 46131J103 |
| — | SANCHEZ ENERGY CORP | 16,611 | $119K | 0.0% | $7.16 | $9.04 | — | COM | 79970Y105 |