| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | GOODRICH PETE CORP | 20,000 | 5,000 | 0.00% | PRN | |
| 2 | Weyerhaeuser Company | 7,450 | 375,000 | 0.09% | PRN | |
| 3 | VERIZON COMMUNICATIONS INC | 9,450 | 437,000 | 0.11% | ||
| 4 | Wells Fargo & Co. Warrants Exp 10/28/18 | 37,460 | 768,000 | 0.19% | PRN | |
| 5 | Anthem Inc | 20,000 | 920,000 | 0.23% | PRN | |
| 6 | ILLUMINA INC SR CONV NT0.5 21 | 1,000,000 | 1,166,000 | 0.29% | PRN | |
| 7 | STANLEY BLACK & DECKER INC | 10,000 | 1,174,000 | 0.29% | PRN | |
| 8 | SSGA ACTIVE ETF TR | 32,000 | 1,476,000 | 0.37% | PRN | |
| 9 | ALLERGAN PLC | 1,500 | 1,544,000 | 0.39% | PRN | |
| 10 | LABORATORY CORP AMER HLDGS NOTE 9/1 | 1,036,000 | 1,716,000 | 0.43% | PRN | |
| 11 | SPDR SER TR | 70,000 | 1,798,000 | 0.45% | PRN | |
| 12 | FIDELITY NATIONAL FINANCIAL IN SR CV NT 4.25 18 | 1,000,000 | 1,908,000 | 0.48% | PRN | |
| 13 | NEXTERA ENERGY INCORPORATED UNIT CORP | 40,000 | 2,090,000 | 0.52% | ||
| 14 | NXP SEMICONDUCTORS N V | 2,000,000 | 2,199,000 | 0.55% | PRN | |
| 15 | POWERSHARES ETF TRUST II | 114,200 | 2,558,000 | 0.64% | PRN | |
| 16 | UNISYS CORP | 259,600 | 2,869,000 | 0.72% | ||
| 17 | Welltower Inc | 50,000 | 3,036,000 | 0.76% | ||
| 18 | DOMINION RES INC VA NEW | 59,000 | 3,123,000 | 0.78% | PRN | |
| 19 | NEWMONT MINING CORP SR NT CV1.625 17 | 3,500,000 | 3,432,000 | 0.86% | PRN | |
| 20 | PRICELINE GRP INC SR CONV NT0.9 21 | 3,500,000 | 3,531,000 | 0.89% | PRN | |
| 21 | BLACKROCK DEBT STRAT FD INC COM | 1,204,204 | 4,058,000 | 1.02% | ||
| 22 | PRICELINE GRP INC SR CONV NT 1 18 | 3,000,000 | 4,266,000 | 1.07% | PRN | |
| 23 | BANK AMER CORP | 4,000 | 4,373,000 | 1.10% | PRN | |
| 24 | Priceline Group Inc/The | 3,750,000 | 4,460,000 | 1.12% | PRN | |
| 25 | Red Hat Inc | 3,500,000 | 4,557,000 | 1.14% | PRN | |
| 26 | Dominion Resources Inc/VA | 95,000 | 4,573,000 | 1.15% | PRN | |
| 27 | INTEL CORP JR SB CONV DB 35 | 3,700,000 | 4,734,000 | 1.19% | PRN | |
| 28 | XILINX INC SR NT CV2.625 17 | 3,500,000 | 5,681,000 | 1.43% | PRN | |
| 29 | BLACKROCK FLOATING RATE INCO | 518,806 | 6,693,000 | 1.68% | ||
| 30 | DANAHER CORP DEL LYON 01/21 | 2,500,000 | 6,739,000 | 1.69% | PRN | |
| 31 | INTEL CORP JR SB CONV DB 39 | 5,000,000 | 8,316,000 | 2.09% | PRN | |
| 32 | SPDR SERIES TRUST | 254,900 | 8,644,000 | 2.17% | PRN | |
| 33 | TEVA PHARMACEUTICAL FIN LLC SR EXC DB0.25 26 | 6,000,000 | 9,368,000 | 2.35% | PRN | |
| 34 | NOVELLUS SYS INC SR NT CV2.625 41 | 4,000,000 | 9,413,000 | 2.36% | PRN | |
| 35 | ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF | 123,218 | 9,929,000 | 2.49% | PRN | |
| 36 | ANTHEM INC | 5,750,000 | 10,975,000 | 2.76% | PRN | |
| 37 | HSBC HLDGS PLC | 11,000,000 | 11,014,000 | 2.77% | PRN | |
| 38 | GILEAD SCIENCES | 2,500,000 | 11,170,000 | 2.81% | PRN | |
| 39 | WELLS FARGO & CO NEW | 11,200 | 13,003,000 | 3.27% | PRN | |
| 40 | VANGUARD INDEX FDS | 2,110,436 | 220,118,000 | 55.28% | PRN |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001454937-16-000010, filed 2016.01.27).
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.
