| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | SPDR S&P 500 ETF TR | 260,962 | 50,008,000 | 5.08% | ||
| 2 | ISHARES TR | 235,307 | 36,604,000 | 3.72% | ||
| 3 | ISHARES TR | 331,853 | 36,238,000 | 3.68% | ||
| 4 | SPDR GOLD TR | 250,718 | 26,792,000 | 2.72% | ||
| 5 | GILEAD SCIENCES | 6,200,000 | 26,579,000 | 2.70% | PRN | |
| 6 | Macquarie Infrastructure Corp | 20,600,000 | 23,381,000 | 2.38% | PRN | |
| 7 | POWERSHS DB MULTI SECT COMM | 1,086,378 | 22,684,000 | 2.30% | ||
| 8 | INTEL CORP JR SB CONV DB 39 | 13,000,000 | 19,614,000 | 1.99% | PRN | |
| 9 | Anthem Inc | 395,000 | 19,106,000 | 1.94% | PRN | |
| 10 | ISHARES TR | 326,488 | 18,714,000 | 1.90% | ||
| 11 | Stanley Black & Decker Inc Corp Unit | 137,000 | 18,255,000 | 1.85% | ||
| 12 | LAM RESEARCH CORP | 16,000,000 | 18,090,000 | 1.84% | PRN | |
| 13 | NEXTERA ENERGY INCORPORATED UNIT CORP | 310,000 | 15,835,000 | 1.61% | PRN | |
| 14 | RPM INTL INC SR GLBL CV NT 20 | 14,000,000 | 15,601,000 | 1.58% | PRN | |
| 15 | ARES CAP CORP | 15,300,000 | 15,396,000 | 1.56% | PRN | |
| 16 | Mentor Graphics Corp | 11,350,000 | 14,308,000 | 1.45% | PRN | |
| 17 | Dominion Resources Inc/VA | 285,000 | 14,216,000 | 1.44% | PRN | |
| 18 | ROPER TECHNOLOGIES INC | 7,100,000 | 14,094,000 | 1.43% | PRN | |
| 19 | LABORATORY CORP AMER HLDGS NOTE 9/1 | 9,350,000 | 13,575,000 | 1.38% | PRN | |
| 20 | XILINX INC SR NT CV2.625 17 | 9,000,000 | 13,410,000 | 1.36% | PRN | |
| 21 | NXP SEMICONDUCTOR NV 1.000% 12/01/19 SR:144A CVT | 12,000,000 | 13,253,000 | 1.35% | PRN | |
| 22 | J2 GLOBAL INC SR CV NT 3.25 29 | 11,000,000 | 13,049,000 | 1.33% | PRN | |
| 23 | VECTOR GROUP LTD | 11,000,000 | 12,279,000 | 1.25% | PRN | |
| 24 | GREEN PLAINS INC | 10,900,000 | 12,242,000 | 1.24% | PRN | |
| 25 | HURON CONSULTING GROUP INC | 11,700,000 | 12,190,000 | 1.24% | PRN | |
| 26 | JARDEN CORP | 10,500,000 | 12,009,000 | 1.22% | PRN | |
| 27 | KeyCorp NEW | 92,000 | 11,949,000 | 1.21% | PRN | |
| 28 | TPG Specialty Lending Inc | 12,000,000 | 11,730,000 | 1.19% | PRN | |
| 29 | SANDISK CORP | 9,300,000 | 11,544,000 | 1.17% | PRN | |
| 30 | TAKE-TWO INTERACTIVE SOFTWARE SR GLBL CV NT 18 | 8,000,000 | 11,355,000 | 1.15% | PRN | |
| 31 | MGIC INVT CORP WIS SR CONV NT 2 20 | 7,900,000 | 11,337,000 | 1.15% | PRN | |
| 32 | ISHARES SILVER TR | 816,437 | 11,324,000 | 1.15% | ||
| 33 | ALLERGAN PLC | 12,000 | 11,288,000 | 1.15% | ||
| 34 | CHART INDS INC SR SB GLBL CV 18 | 12,700,000 | 11,097,000 | 1.13% | PRN | |
| 35 | EQUINIX INC | 39,447 | 10,785,000 | 1.10% | ||
| 36 | FRONTIER COMMUNICATIONS CORPORTION PFD CONV SER-A | 115,000 | 10,760,000 | 1.09% | PRN | |
| 37 | BIOMARIN PHARMACEUTICAL INC SR SB CONV NT 20 | 8,000,000 | 10,750,000 | 1.09% | PRN | |
| 38 | NVIDIA CORP SR CONV NT 1 18 | 8,000,000 | 10,525,000 | 1.07% | PRN | |
| 39 | TESLA INC | 11,000,000 | 10,354,000 | 1.05% | PRN | |
| 40 | BOTTOMLINE TECH DEL INC SR CONV NT1.5 17 | 9,500,000 | 10,064,000 | 1.02% | PRN | |
| 41 | STARWOOD PPTY TR INC SR CV NT 3.75 17 | 10,000,000 | 9,919,000 | 1.01% | PRN | |
| 42 | ELECTRONICS FOR IMAGING INC | 9,500,000 | 9,714,000 | 0.99% | PRN | |
| 43 | AIRTRAN HLDGS INC NOTE 5.250%11/0 | 3,600,000 | 9,713,000 | 0.99% | PRN | |
| 44 | DEPOMED INC NOTE 2.500 9/0 | 8,000,000 | 9,520,000 | 0.97% | PRN | |
| 45 | ISHARES TR | 288,955 | 9,472,000 | 0.96% | ||
| 46 | SEACOR HOLDINGS INC | 11,900,000 | 9,461,000 | 0.96% | PRN | |
| 47 | WESCO INTL INC | 5,496,000 | 9,099,000 | 0.92% | PRN | |
| 48 | EMERGENT BIOSOLUTIONS INC NOTE 2.875 1/1 | 8,000,000 | 9,085,000 | 0.92% | PRN | |
| 49 | VERINT SYS INC 1.5 06/01/2021 | 9,500,000 | 9,055,000 | 0.92% | PRN | |
| 50 | WABASH NATL CORP SR NT CV3.375 18 | 7,700,000 | 8,744,000 | 0.89% | PRN |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001640801-15-000008, filed 2015.11.12).
From 2023-01-03 onward, the SEC requires values to be reported in nearest dollars. Earlier filings reported values in thousands; therefore, positions shown as $0 in older filings may represent actual values between $0–$999.
