| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | VANGUARD INDEX FDS | 1,576,696 | 191,285,000 | 42.11% | PRN | |
| 2 | LLOYDS BANKING GROUP PLC | 29,781,000 | 31,496,000 | 6.93% | PRN | |
| 3 | BARCLAYS PLC | 24,953,000 | 24,885,000 | 5.48% | PRN | |
| 4 | BARCLAYS PLC | 23,295,000 | 24,478,000 | 5.39% | PRN | |
| 5 | ROYAL BK SCOTLAND GROUP PLC | 14,600,000 | 15,221,000 | 3.35% | PRN | |
| 6 | TORONTO DOMINION BK ONT | 15,250,000 | 14,923,000 | 3.29% | PRN | |
| 7 | NOVELLUS SYS INC SR NT CV2.625 41 | 3,650,000 | 13,843,000 | 3.05% | PRN | |
| 8 | ANTHEM INC | 5,500,000 | 12,557,000 | 2.76% | PRN | |
| 9 | HSBC HLDGS PLC | 11,000,000 | 11,002,000 | 2.42% | PRN | |
| 10 | POWERSHARES ETF TRUST II | 448,900 | 10,441,000 | 2.30% | PRN | |
| 11 | INTEL CORP JR SB CONV DB 39 | 5,000,000 | 8,734,000 | 1.92% | PRN | |
| 12 | DANAHER CORP DEL LYON 01/21 | 2,500,000 | 8,169,000 | 1.80% | PRN | |
| 13 | ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF | 87,705 | 7,699,000 | 1.69% | PRN | |
| 14 | SPDR SERIES TRUST | 206,827 | 7,638,000 | 1.68% | PRN | |
| 15 | XILINX INC SR NT CV2.625 17 | 3,500,000 | 7,039,000 | 1.55% | PRN | |
| 16 | PRICELINE GRP INC SR CONV NT 1 18 | 3,000,000 | 5,648,000 | 1.24% | PRN | |
| 17 | Priceline Group Inc/The | 3,750,000 | 5,339,000 | 1.18% | PRN | |
| 18 | Red Hat Inc | 4,050,000 | 5,255,000 | 1.16% | PRN | |
| 19 | Dominion Resources Inc/VA | 95,000 | 4,770,000 | 1.05% | PRN | |
| 20 | NEXTERA ENERGY INCORPORATED UNIT CORP | 76,300 | 4,539,000 | 1.00% | ||
| 21 | TEVA PHARMACEUTICAL FIN LLC SR EXC DB0.25 26 | 4,000,000 | 4,295,000 | 0.95% | PRN | |
| 22 | SSGA ACTIVE ETF TR | 79,000 | 3,756,000 | 0.83% | ||
| 23 | NEWMONT MINING CORP SR NT CV1.625 17 | 3,500,000 | 3,507,000 | 0.77% | PRN | |
| 24 | WESTPAC BKG CORP | 3,400,000 | 3,437,000 | 0.76% | PRN | |
| 25 | SPDR SER TR | 120,200 | 3,361,000 | 0.74% | PRN | |
| 26 | Welltower Inc | 50,000 | 3,101,000 | 0.68% | ||
| 27 | FIDELITY NATIONAL FINANCIAL IN SR CV NT 4.25 18 | 1,400,000 | 3,085,000 | 0.68% | PRN | |
| 28 | NXP SEMICONDUCTORS N V | 2,000,000 | 2,315,000 | 0.51% | PRN | |
| 29 | INTEL CORP JR SB CONV DB 35 | 1,600,000 | 2,178,000 | 0.48% | PRN | |
| 30 | PORTMARNOCK LEASING LLC | 2,006,558 | 1,958,000 | 0.43% | PRN | |
| 31 | Spirit Realty Capital Inc | 1,850,000 | 1,896,000 | 0.42% | PRN | |
| 32 | BLACKROCK DEBT STRAT FD INC | 126,533 | 1,458,000 | 0.32% | ||
| 33 | CLEAR CHANNEL OUTDOOR HLDGS CL A | 238,136 | 1,441,000 | 0.32% | ||
| 34 | PRICELINE GRP INC SR CONV NT0.9 21 | 1,250,000 | 1,405,000 | 0.31% | PRN | |
| 35 | ILLUMINA INC SR CONV NT0.5 21 | 1,000,000 | 1,036,000 | 0.23% | PRN | |
| 36 | Wells Fargo & Co. Warrants Exp 10/28/18 | 25,210 | 559,000 | 0.12% | PRN | |
| 37 | ROYAL BK OF SCOTLAND PLC | 500,000 | 497,000 | 0.11% | PRN |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001454937-17-000006, filed 2017.04.27).
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.
