| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF | 1,760,000 | 143,774,000 | 12.63% | ||
| 2 | ISHARES TR | 209,793 | 34,179,000 | 3.00% | ||
| 3 | ISHARES TR | 509,838 | 29,127,000 | 2.56% | ||
| 4 | ISHARES TR | 234,598 | 25,951,000 | 2.28% | ||
| 5 | GILEAD SCIENCES | 6,200,000 | 25,501,000 | 2.24% | PRN | |
| 6 | SPDR GOLD TR | 214,343 | 25,207,000 | 2.21% | ||
| 7 | Macquarie Infrastructure Corp | 20,600,000 | 22,750,000 | 2.00% | PRN | |
| 8 | POWERSHARES DB AGRICULTURE FUND | 1,092,224 | 22,500,000 | 1.98% | ||
| 9 | LAM RESEARCH CORP | 16,000,000 | 21,420,000 | 1.88% | PRN | |
| 10 | Priceline Group Inc/The | 21,000,000 | 21,131,000 | 1.86% | PRN | |
| 11 | Intel Corp | 13,000,000 | 20,678,000 | 1.82% | PRN | |
| 12 | NextEra Energy Inc | 310,000 | 18,634,000 | 1.64% | ||
| 13 | Anthem Inc | 395,000 | 18,447,000 | 1.62% | ||
| 14 | TSLX | 17,600,000 | 17,336,000 | 1.52% | PRN | |
| 15 | ROPER TECHNOLOGIES INC | 7,100,000 | 16,445,000 | 1.44% | PRN | |
| 16 | Ares Capital Corp | 16,000,000 | 16,180,000 | 1.42% | PRN | |
| 17 | RPM International Inc | 14,000,000 | 15,969,000 | 1.40% | PRN | |
| 18 | Xilinx Inc | 9,000,000 | 14,794,000 | 1.30% | PRN | |
| 19 | LABORATORY CORP AMER HLDGS NOTE 9/1 | 9,350,000 | 14,656,000 | 1.29% | PRN | |
| 20 | Dominion Resources Inc/VA | 285,000 | 14,441,000 | 1.27% | ||
| 21 | Nvidia Corp | 8,000,000 | 14,275,000 | 1.25% | PRN | |
| 22 | TAKE-TWO INTERACTIVE SOFTWAR | 8,000,000 | 14,270,000 | 1.25% | PRN | |
| 23 | ISHARES TR | 393,752 | 13,486,000 | 1.18% | ||
| 24 | EQUINIX | 40,423 | 13,368,000 | 1.17% | ||
| 25 | JARDEN CORP SR | 10,500,000 | 13,283,000 | 1.17% | PRN | |
| 26 | NXP SEMICONDUCTORS N V | 12,000,000 | 13,275,000 | 1.17% | PRN | |
| 27 | VECTOR GROUP LTD | 11,000,000 | 12,162,000 | 1.07% | PRN | |
| 28 | FRONTIER COMMUNICATIONS CORP | 115,000 | 11,989,000 | 1.05% | ||
| 29 | J2 GLOBAL INC | 11,000,000 | 11,935,000 | 1.05% | PRN | |
| 30 | MENTOR GRAPHICS CORP | 11,350,000 | 11,918,000 | 1.05% | PRN | |
| 31 | EURONET WORLDWIDE INC | 10,000,000 | 11,913,000 | 1.05% | PRN | |
| 32 | Microchip Technology Inc | 11,500,000 | 11,831,000 | 1.04% | PRN | |
| 33 | ALEXANDRIA REAL ESTATE EQ IN | 390,000 | 11,408,000 | 1.00% | ||
| 34 | HURON CONSULTING GROUP INC NOTE 1.25010/0 | 11,700,000 | 11,371,000 | 1.00% | PRN | |
| 35 | MEDICINES CO | 10,000,000 | 11,300,000 | 0.99% | PRN | |
| 36 | CHART INDS INC | 12,700,000 | 11,279,000 | 0.99% | PRN | |
| 37 | ECHO GLOBAL LOGISTICS INC | 11,000,000 | 11,076,000 | 0.97% | PRN | |
| 38 | ALLERGAN PLC | 12,000 | 11,010,000 | 0.97% | ||
| 39 | ISHARES SILVER TR | 746,232 | 10,955,000 | 0.96% | ||
| 40 | AIRTRAN HLDGS INC NOTE 5.250%11/0 | 3,600,000 | 10,942,000 | 0.96% | PRN | |
| 41 | BOTTOMLINE TECH DEL INC | 9,500,000 | 10,818,000 | 0.95% | PRN | |
| 42 | GREEN PLAINS INC | 10,900,000 | 10,811,000 | 0.95% | PRN | |
| 43 | WESCO INTL INC | 5,496,000 | 10,528,000 | 0.92% | PRN | |
| 44 | ISIS PHARMACEUTICALS INC DEL | 11,500,000 | 10,465,000 | 0.92% | PRN | |
| 45 | EMERGENT BIOSOLUTIONS INC NOTE | 8,000,000 | 10,385,000 | 0.91% | PRN | |
| 46 | ISHARES TR | 104,566 | 10,332,000 | 0.91% | ||
| 47 | INTEGRATED DEVICE TECHNOLOGY | 11,000,000 | 10,264,000 | 0.90% | PRN | |
| 48 | WEBMD HEALTH CORP NOTE | 8,800,000 | 10,054,000 | 0.88% | PRN | |
| 49 | MGIC INVT CORP WIS | 7,900,000 | 9,949,000 | 0.87% | PRN | |
| 50 | ELECTRONICS FOR IMAGING INC | 9,500,000 | 9,880,000 | 0.87% | PRN |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0000950123-16-016917, filed 2016.05.12).
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.
