| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | Weyerhaeuser Company | 7,450 | 381,000 | 0.10% | PRN | |
| 2 | VERIZON COMMUNICATIONS INC | 9,450 | 511,000 | 0.13% | ||
| 3 | Wells Fargo & Co. Warrants Exp 10/28/18 | 37,460 | 586,000 | 0.15% | PRN | |
| 4 | CLEAR CHANNEL OUTDOOR HLDGS CL A | 144,533 | 679,000 | 0.18% | ||
| 5 | Anthem Inc | 20,000 | 928,000 | 0.24% | PRN | |
| 6 | ILLUMINA INC SR CONV NT0.5 21 | 1,000,000 | 1,077,000 | 0.28% | PRN | |
| 7 | STANLEY BLACK & DECKER INC | 10,000 | 1,131,000 | 0.30% | PRN | |
| 8 | Huntington Bancshares Inc | 1,000 | 1,375,000 | 0.36% | ||
| 9 | LABORATORY CORP AMER HLDGS NOTE 9/1 | 1,036,000 | 1,624,000 | 0.43% | PRN | |
| 10 | FIDELITY NATIONAL FINANCIAL IN SR CV NT 4.25 18 | 1,000,000 | 1,869,000 | 0.49% | PRN | |
| 11 | UNISYS CORP | 259,600 | 1,999,000 | 0.53% | ||
| 12 | ALLERGAN PLC | 2,150 | 2,000,000 | 0.53% | PRN | |
| 13 | SSGA ACTIVE ETF TR | 44,900 | 2,087,000 | 0.55% | PRN | |
| 14 | SPDR SER TR | 84,000 | 2,169,000 | 0.57% | PRN | |
| 15 | NXP SEMICONDUCTORS N V | 2,000,000 | 2,213,000 | 0.58% | PRN | |
| 16 | PORTMARNOCK LEASING LLC | 2,246,790 | 2,238,000 | 0.59% | PRN | |
| 17 | Welltower Inc | 50,000 | 3,062,000 | 0.81% | ||
| 18 | POWERSHARES ETF TRUST II | 140,500 | 3,191,000 | 0.84% | PRN | |
| 19 | BLACKROCK DEBT STRAT FD INC COM | 930,350 | 3,228,000 | 0.85% | ||
| 20 | BLACKROCK FLOATING RATE INCO | 263,619 | 3,446,000 | 0.91% | ||
| 21 | PRICELINE GRP INC SR CONV NT0.9 21 | 3,500,000 | 3,522,000 | 0.93% | PRN | |
| 22 | NEWMONT MINING CORP SR NT CV1.625 17 | 3,500,000 | 3,631,000 | 0.96% | PRN | |
| 23 | NEXTERA ENERGY INCORPORATED UNIT CORP | 65,000 | 3,907,000 | 1.03% | ||
| 24 | PRICELINE GRP INC SR CONV NT 1 18 | 3,000,000 | 4,299,000 | 1.13% | PRN | |
| 25 | Red Hat Inc | 3,500,000 | 4,342,000 | 1.14% | PRN | |
| 26 | Priceline Group Inc/The | 3,750,000 | 4,500,000 | 1.19% | PRN | |
| 27 | BANK AMER CORP | 4,000 | 4,552,000 | 1.20% | PRN | |
| 28 | INTEL CORP JR SB CONV DB 35 | 3,700,000 | 4,701,000 | 1.24% | PRN | |
| 29 | Dominion Resources Inc/VA | 95,000 | 4,814,000 | 1.27% | PRN | |
| 30 | GILEAD SCIENCES | 1,250,000 | 5,141,000 | 1.35% | PRN | |
| 31 | XILINX INC SR NT CV2.625 17 | 3,500,000 | 5,753,000 | 1.52% | PRN | |
| 32 | ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF | 72,663 | 5,936,000 | 1.56% | PRN | |
| 33 | DANAHER CORP DEL LYON 01/21 | 2,500,000 | 6,884,000 | 1.81% | PRN | |
| 34 | TEVA PHARMACEUTICAL FIN LLC SR EXC DB0.25 26 | 6,000,000 | 7,808,000 | 2.06% | PRN | |
| 35 | INTEL CORP JR SB CONV DB 39 | 5,000,000 | 7,953,000 | 2.09% | PRN | |
| 36 | SPDR SERIES TRUST | 283,499 | 9,710,000 | 2.56% | PRN | |
| 37 | NOVELLUS SYS INC SR NT CV2.625 41 | 4,000,000 | 9,745,000 | 2.57% | PRN | |
| 38 | HSBC HLDGS PLC | 11,000,000 | 10,567,000 | 2.78% | PRN | |
| 39 | ANTHEM INC | 5,750,000 | 11,008,000 | 2.90% | PRN | |
| 40 | WELLS FARGO & CO NEW | 10,515 | 12,671,000 | 3.34% | PRN | |
| 41 | VANGUARD INDEX FDS | 2,026,256 | 212,392,000 | 55.95% | PRN |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001454937-16-000012, filed 2016.04.19).
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.
