| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF | 600,000 | 48,348,000 | 4.88% | ||
| 2 | ISHARES TR | 235,307 | 37,724,000 | 3.81% | ||
| 3 | ISHARES TR | 331,853 | 37,337,000 | 3.77% | ||
| 4 | GILEAD SCIENCES | 6,200,000 | 27,702,000 | 2.80% | PRN | |
| 5 | SPDR GOLD TR | 239,884 | 24,339,000 | 2.46% | ||
| 6 | Macquarie Infrastructure Corp | 20,600,000 | 23,033,000 | 2.33% | PRN | |
| 7 | INTEL CORP JR SB CONV DB 39 | 13,000,000 | 21,621,000 | 2.18% | PRN | |
| 8 | POWERSHS DB MULTI SECT COMM | 1,032,823 | 21,286,000 | 2.15% | ||
| 9 | LAM RESEARCH CORP | 16,000,000 | 20,820,000 | 2.10% | PRN | |
| 10 | ISHARES TR | 326,488 | 19,181,000 | 1.94% | ||
| 11 | Anthem Inc | 395,000 | 18,269,000 | 1.85% | PRN | |
| 12 | TPG Specialty Lending Inc | 17,600,000 | 17,314,000 | 1.75% | PRN | |
| 13 | ROPER TECHNOLOGIES INC | 7,100,000 | 17,076,000 | 1.72% | PRN | |
| 14 | NEXTERA ENERGY INCORPORATED UNIT CORP | 310,000 | 16,194,000 | 1.64% | PRN | |
| 15 | RPM INTL INC SR GLBL CV NT 20 | 14,000,000 | 15,934,000 | 1.61% | PRN | |
| 16 | LABORATORY CORP AMER HLDGS NOTE 9/1 | 9,350,000 | 15,486,000 | 1.56% | PRN | |
| 17 | ARES CAP CORP | 15,300,000 | 15,290,000 | 1.54% | PRN | |
| 18 | XILINX INC SR NT CV2.625 17 | 9,000,000 | 14,608,000 | 1.48% | PRN | |
| 19 | SANDISK CORP | 9,300,000 | 14,584,000 | 1.47% | PRN | |
| 20 | J2 GLOBAL INC SR CV NT 3.25 29 | 11,000,000 | 14,417,000 | 1.46% | PRN | |
| 21 | GREEN PLAINS INC | 10,900,000 | 13,829,000 | 1.40% | PRN | |
| 22 | Dominion Resources Inc/VA | 285,000 | 13,720,000 | 1.39% | PRN | |
| 23 | NVIDIA CORP SR CONV NT 1 18 | 8,000,000 | 13,325,000 | 1.35% | PRN | |
| 24 | TAKE-TWO INTERACTIVE SOFTWARE SR GLBL CV NT 18 | 8,000,000 | 13,300,000 | 1.34% | PRN | |
| 25 | NXP SEMICONDUCTORS N V | 12,000,000 | 13,148,000 | 1.33% | PRN | |
| 26 | ISIS PHARMACEUTICALS INC DEL SR CONV NT 1 21 | 11,500,000 | 12,938,000 | 1.31% | PRN | |
| 27 | JARDEN CORP | 10,500,000 | 12,882,000 | 1.30% | PRN | |
| 28 | VECTOR GROUP LTD | 11,000,000 | 12,574,000 | 1.27% | PRN | |
| 29 | ALLERGAN PLC | 12,000 | 12,338,000 | 1.25% | PRN | |
| 30 | EQUINIX INC | 40,463 | 12,236,000 | 1.24% | ||
| 31 | KeyCorp NEW | 92,000 | 12,075,000 | 1.22% | PRN | |
| 32 | Mentor Graphics Corp | 11,350,000 | 11,854,000 | 1.20% | PRN | |
| 33 | EURONET WORLDWIDE INC | 10,000,000 | 11,806,000 | 1.19% | PRN | |
| 34 | HURON CONSULTING GROUP INC | 11,700,000 | 11,576,000 | 1.17% | PRN | |
| 35 | INTEGRATED DEVICE TECHNOLOGY | 11,000,000 | 11,323,000 | 1.14% | PRN | |
| 36 | EMERGENT BIOSOLUTIONS INC NOTE 2.875 1/1 | 8,000,000 | 11,025,000 | 1.11% | PRN | |
| 37 | CHART INDS INC SR SB GLBL CV 18 | 12,700,000 | 10,986,000 | 1.11% | PRN | |
| 38 | MGIC INVT CORP WIS SR CONV NT 2 20 | 7,900,000 | 10,981,000 | 1.11% | PRN | |
| 39 | BIOMARIN PHARMACEUTICAL INC SR SB CONV NT 20 | 8,000,000 | 10,690,000 | 1.08% | PRN | |
| 40 | BOTTOMLINE TECH DEL INC SR CONV NT1.5 17 | 9,500,000 | 10,688,000 | 1.08% | PRN | |
| 41 | AIRTRAN HLDGS INC NOTE 5.250%11/0 | 3,600,000 | 10,613,000 | 1.07% | PRN | |
| 42 | ISHARES SILVER TR | 791,914 | 10,445,000 | 1.05% | ||
| 43 | FRONTIER COMMUNICATIONS CORPORTION PFD CONV SER-A | 115,000 | 10,443,000 | 1.05% | PRN | |
| 44 | ELECTRONICS FOR IMAGING INC | 9,500,000 | 10,118,000 | 1.02% | PRN | |
| 45 | TESLA INC | 11,000,000 | 10,079,000 | 1.02% | PRN | |
| 46 | STARWOOD PPTY TR INC SR CV NT 3.75 17 | 10,000,000 | 9,838,000 | 0.99% | PRN | |
| 47 | SEACOR HOLDINGS INC | 11,900,000 | 9,431,000 | 0.95% | PRN | |
| 48 | ISHARES TR | 288,955 | 9,301,000 | 0.94% | ||
| 49 | WABASH NATL CORP SR NT CV3.375 18 | 7,700,000 | 9,283,000 | 0.94% | PRN | |
| 50 | DEPOMED INC NOTE 2.500 9/0 | 8,000,000 | 9,100,000 | 0.92% | PRN |
Portfolio data is normalized using SEC Form 13F filings, including the Restatement filing (0001640801-16-000012, filed 2016.02.12).
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.
