| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF | 1,681,000 | 146,684,000 | 13.48% | ||
| 2 | ISHARES TR | 590,000 | 72,676,000 | 6.68% | ||
| 3 | ISHARES TR | 209,793 | 36,571,000 | 3.36% | ||
| 4 | ISHARES TR | 509,838 | 30,147,000 | 2.77% | ||
| 5 | ISHARES TR | 234,598 | 29,139,000 | 2.68% | ||
| 6 | SPDR GOLD TR | 220,196 | 27,665,000 | 2.54% | ||
| 7 | LAM RESEARCH CORP | 15,300,000 | 24,356,000 | 2.24% | PRN | |
| 8 | Macquarie Infrastructure Corp | 20,600,000 | 24,141,000 | 2.22% | PRN | |
| 9 | Intel Corp | 13,000,000 | 23,774,000 | 2.18% | PRN | |
| 10 | POWERSHARES DB AGRICULTURE FUND | 1,156,219 | 23,101,000 | 2.12% | ||
| 11 | Priceline Group Inc/The | 21,000,000 | 22,549,000 | 2.07% | PRN | |
| 12 | RPM International Inc | 16,400,000 | 19,649,000 | 1.81% | PRN | |
| 13 | NVIDIA CORPORATION | 270,107 | 18,508,000 | 1.70% | ||
| 14 | NextEra Energy Inc | 310,000 | 18,321,000 | 1.68% | ||
| 15 | TSLX | 17,600,000 | 18,128,000 | 1.67% | PRN | |
| 16 | LABORATORY CORP AMER HLDGS NOTE 9/1 | 9,350,000 | 17,222,000 | 1.58% | PRN | |
| 17 | Xilinx Inc | 9,000,000 | 16,931,000 | 1.56% | PRN | |
| 18 | ALLERGAN PLC | 20,600 | 16,866,000 | 1.55% | ||
| 19 | TAKE-TWO INTERACTIVE SOFTWAR | 8,000,000 | 16,780,000 | 1.54% | PRN | |
| 20 | Ares Capital Corp | 16,000,000 | 16,500,000 | 1.52% | PRN | |
| 21 | MENTOR GRAPHICS CORP | 11,350,000 | 15,174,000 | 1.39% | PRN | |
| 22 | GREEN PLAINS INC | 10,900,000 | 15,096,000 | 1.39% | PRN | |
| 23 | FITBIT INC | 1,011,121 | 15,005,000 | 1.38% | ||
| 24 | Welltower Inc | 222,000 | 14,791,000 | 1.36% | ||
| 25 | ISHARES TR | 393,752 | 14,746,000 | 1.35% | ||
| 26 | Microchip Technology Inc | 11,500,000 | 14,662,000 | 1.35% | PRN | |
| 27 | J2 GLOBAL INC | 12,500,000 | 14,461,000 | 1.33% | PRN | |
| 28 | Dominion Resources Inc/VA | 285,000 | 14,196,000 | 1.30% | ||
| 29 | NXP SEMICONDUCTORS N V | 12,000,000 | 14,130,000 | 1.30% | PRN | |
| 30 | ALEXANDRIA REAL ESTATE EQ IN | 390,000 | 13,748,000 | 1.26% | ||
| 31 | CARDTRONICS INC | 12,500,000 | 13,156,000 | 1.21% | PRN | |
| 32 | EURONET WORLDWIDE INC | 10,000,000 | 12,588,000 | 1.16% | PRN | |
| 33 | VECTOR GROUP LTD | 11,000,000 | 12,533,000 | 1.15% | PRN | |
| 34 | ANI PHARMACEUTICALS INC | 10,000,000 | 12,300,000 | 1.13% | PRN | |
| 35 | ON SEMICONDUCTOR CORP | 12,000,000 | 12,165,000 | 1.12% | PRN | |
| 36 | ISHARES SILVER TR | 640,929 | 11,665,000 | 1.07% | ||
| 37 | DEPOMED INC | 8,000,000 | 11,390,000 | 1.05% | PRN | |
| 38 | ISHARES TR | 104,566 | 11,044,000 | 1.01% | ||
| 39 | ROYAL BANK OF CANADA | 10,000,000 | 10,900,000 | 1.00% | PRN | |
| 40 | DYCOM INDS INC | 10,000,000 | 10,900,000 | 1.00% | PRN | |
| 41 | ELECTRONICS FOR IMAGING INC | 9,500,000 | 10,509,000 | 0.97% | PRN | |
| 42 | WABASH NATL CORP | 7,700,000 | 10,289,000 | 0.95% | PRN | |
| 43 | STARWOOD PPTY TR INC | 10,000,000 | 10,288,000 | 0.95% | ||
| 44 | SPECTRANETICS CORP | 9,500,000 | 9,981,000 | 0.92% | PRN | |
| 45 | AIRTRAN HLDGS INC NOTE 5.250%11/0 | 3,600,000 | 9,855,000 | 0.91% | PRN | |
| 46 | Powershares DB Oil ETF | 1,033,240 | 9,165,000 | 0.84% | ||
| 47 | Anthem Inc | 195,000 | 8,486,000 | 0.78% | ||
| 48 | Fidelity National Financial Inc | 4,124,000 | 8,477,000 | 0.78% | PRN | |
| 49 | TRINITY INDS INC | 6,600,000 | 7,887,000 | 0.72% | PRN | |
| 50 | HURON CONSULTING GROUP INC NOTE 1.25010/0 | 6,700,000 | 6,750,000 | 0.62% | PRN |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0000950123-16-022184, filed 2016.11.14).
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.
