| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | VANGUARD INDEX FDS | 2,013,086 | 224,117,000 | 45.14% | PRN | |
| 2 | LLOYDS BANKING GROUP PLC SDCV 7.50012/3 | 29,871,000 | 30,848,000 | 6.21% | PRN | |
| 3 | BARCLAYS PLC | 23,295,000 | 23,266,000 | 4.69% | PRN | |
| 4 | BARCLAYS PLC | 18,003,000 | 16,428,000 | 3.31% | PRN | |
| 5 | ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF | 175,000 | 15,271,000 | 3.08% | PRN | |
| 6 | TORONTO DOMINION BK ONT | 15,000,000 | 15,097,000 | 3.04% | PRN | |
| 7 | ROYAL BK SCOTLAND GROUP PLC NOTE 8.62512/3 | 14,800,000 | 14,486,000 | 2.92% | PRN | |
| 8 | WELLS FARGO & CO NEW | 9,065 | 11,869,000 | 2.39% | PRN | |
| 9 | Novellus Systems Inc | 4,000,000 | 11,143,000 | 2.24% | PRN | |
| 10 | HSBC HLDGS PLC | 11,000,000 | 10,874,000 | 2.19% | PRN | |
| 11 | ANTHEM INC | 5,750,000 | 10,070,000 | 2.03% | PRN | |
| 12 | Intel Corp | 5,000,000 | 9,144,000 | 1.84% | PRN | |
| 13 | DANAHER CORP DEL | 2,500,000 | 7,486,000 | 1.51% | PRN | |
| 14 | TEVA PHARMACEUTICAL FIN LLC | 6,000,000 | 7,159,000 | 1.44% | PRN | |
| 15 | Xilinx Inc | 3,500,000 | 6,584,000 | 1.33% | PRN | |
| 16 | POWERSHARES ETF TRUST II | 229,300 | 5,322,000 | 1.07% | PRN | |
| 17 | Red Hat Inc | 4,050,000 | 5,126,000 | 1.03% | PRN | |
| 18 | SSGA ACTIVE ETF TR BLKSTN GSOSRLN ETF | 107,000 | 5,059,000 | 1.02% | PRN | |
| 19 | BANK AMER CORP | 4,000 | 4,883,000 | 0.98% | PRN | |
| 20 | Priceline Group Inc/The | 3,750,000 | 4,800,000 | 0.97% | PRN | |
| 21 | Priceline Group Inc/The | 3,000,000 | 4,748,000 | 0.96% | PRN | |
| 22 | Dominion Resources Inc/VA | 95,000 | 4,732,000 | 0.95% | PRN | |
| 23 | NextEra Energy Inc | 76,300 | 4,509,000 | 0.91% | ||
| 24 | Newmont Mining Corp | 3,500,000 | 3,815,000 | 0.77% | PRN | |
| 25 | BLACKROCK FLOATING RATE INCO | 253,319 | 3,511,000 | 0.71% | ||
| 26 | Welltower Inc | 50,000 | 3,372,000 | 0.68% | ||
| 27 | SPDR SERIES TRUST | 88,000 | 3,231,000 | 0.65% | PRN | |
| 28 | INTEL CORP | 2,100,000 | 2,899,000 | 0.58% | PRN | |
| 29 | Fidelity National Financial Inc | 1,400,000 | 2,878,000 | 0.58% | PRN | |
| 30 | PRICELINE GRP INC | 2,400,000 | 2,577,000 | 0.52% | PRN | |
| 31 | UNISYS CORP | 259,600 | 2,529,000 | 0.51% | ||
| 32 | NXP SEMICONDUCTORS N V | 2,000,000 | 2,355,000 | 0.47% | PRN | |
| 33 | PORTMARNOCK LEASING LLC | 2,127,183 | 2,123,000 | 0.43% | PRN | |
| 34 | SPDR SER TR | 73,000 | 2,021,000 | 0.41% | PRN | |
| 35 | LABORATORY CORP AMER HLDGS NOTE 9/1 | 1,036,000 | 1,908,000 | 0.38% | PRN | |
| 36 | ALLERGAN PLC | 2,150 | 1,768,000 | 0.36% | PRN | |
| 37 | Huntington Bancshares Inc | 1,000 | 1,440,000 | 0.29% | ||
| 38 | BLACKROCK DEBT STRAT FD INC | 370,490 | 1,352,000 | 0.27% | ||
| 39 | STANLEY BLACK & DECKER INC | 10,000 | 1,261,000 | 0.25% | PRN | |
| 40 | LAM RESEARCH CORP | 750,000 | 1,194,000 | 0.24% | PRN | |
| 41 | Illumina Inc | 1,000,000 | 1,091,000 | 0.22% | PRN | |
| 42 | Anthem Inc | 20,000 | 871,000 | 0.18% | PRN | |
| 43 | ROYAL BK OF SCOTLAND PLC | 500,000 | 470,000 | 0.09% | PRN | |
| 44 | WELLS FARGO & CO NEW | 31,379 | 392,000 | 0.08% | PRN | |
| 45 | VERIZON COMMUNICATIONS INC | 7,000 | 364,000 | 0.07% |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001454937-16-000016, filed 2016.10.28).
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.
