Location: Cedar Rapids, IA
CIK: 0001454937 · Show all filings
Period: Q2 2016 (← Previous) (Next →)
Filing Date: Aug 8, 2016
Total Value: $423M (4.1% shares, 95.9% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| VTI | VANGUARD INDEX FDS | 2,018,591 | $216M | 51.1% | $107.16 | $95.99 | — | TOTAL STK MKT | 922908769 |
| — | LLOYDS BANKING GROUP | 24,875,000 | $24.15M | 5.7% | $0.97 | $0.97 | — | SDCV 7.500%12/3 | 539439AG4 |
| — | BARCLAYS PLC | 21,795,000 | $21.38M | 5.1% | $0.98 | $0.98 | — | NOTE 8.250%12/2 | 06738EAA3 |
| — | BARCLAYS PLC | 18,003,000 | $16.03M | 3.8% | $0.89 | $0.89 | — | NOTE 6.625%12/2 | 06738EAB1 |
| — | WELLS FARGO & CO NEW | 9,815 | $12.75M | 3.0% | $1299.24 | $1192.25 | — | PERP PFD CNV A | 949746804 |
| — | HSBC HLDGS PLC | 11,000,000 | $10.56M | 2.5% | $0.96 | $1.02 | — | SDCV 5.625%12/2 | 404280AR0 |
| — | WELLPOINT INC | 5,750,000 | $10.47M | 2.5% | $1.82 | $2.07 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | INTEL CORP | 5,000,000 | $8.128M | 1.9% | $1.63 | $1.27 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | TEVA PHARMACEUTICAL | 6,000,000 | $7.519M | 1.8% | $1.25 | $1.05 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| — | DANAHER CORP DEL | 2,500,000 | $7.331M | 1.7% | $2.93 | $1.84 | — | NOTE 1/2 | 235851AF9 |
| — | XILINX INC | 3,500,000 | $5.633M | 1.3% | $1.61 | $1.62 | — | NOTE 2.625% 6/1 | 983919AF8 |
| — | DOMINION RES INC VA | 95,000 | $4.912M | 1.2% | $51.71 | $49.61 | — | UNIT 99/99/9999 | 25746U869 |
| — | RED HAT INC | 4,050,000 | $4.911M | 1.2% | $1.21 | $1.29 | — | NOTE 0.250%10/0 | 756577AD4 |
| — | NEXTERA ENERGY INC | 76,300 | $4.841M | 1.1% | $63.45 | $56.48 | — | UNIT 08/31/2018 | 65339F846 |
| — | BANK AMER CORP | 4,000 | $4.78M | 1.1% | $1195.00 | $1077.00 | — | 7.25%CNV PFD L | 060505682 |
| — | INTEL CORP | 3,450,000 | $4.461M | 1.1% | $1.29 | $1.09 | — | SDCV 12/1 | 458140AD2 |
| — | PRICELINE GRP INC | 3,750,000 | $4.397M | 1.0% | $1.17 | $1.14 | — | NOTE 0.350% 6/1 | 741503AS5 |
| SRLN | SSGA ACTIVE ETF TR | 91,000 | $4.253M | 1.0% | $46.74 | $47.06 | — | BLKSTN GSOSRLN | 78467V608 |
| — | POWERSHARES ETF TRUS | 183,500 | $4.215M | 1.0% | $22.97 | $23.94 | — | SENIOR LN PORT | 73936Q769 |
| — | PRICELINE GRP INC | 3,000,000 | $4.164M | 1.0% | $1.39 | $1.33 | — | NOTE 1.000% 3/1 | 741503AQ9 |
| — | SPDR SERIES TRUST | 114,823 | $4.098M | 1.0% | $35.69 | $35.68 | — | BRC HGH YLD BD | 78464A417 |
| — | NEWMONT MINING CORP | 3,500,000 | $3.916M | 0.9% | $1.12 | $1.07 | — | NOTE 1.625% 7/1 | 651639AJ5 |
| — | PRICELINE GRP INC | 3,500,000 | $3.544M | 0.8% | $1.01 | $1.01 | — | NOTE 0.900% 9/1 | 741503AX4 |
| — | BLACKROCK FLOAT RATE | 263,619 | $3.467M | 0.8% | $13.15 | $14.12 | — | COM | 09255X100 |
| — | WELLTOWER INC | 50,000 | $3.382M | 0.8% | $67.64 | $60.72 | — | 6.50% PFD PREPET | 95040Q203 |
| — | FIDELITY NATIONAL FI | 1,400,000 | $2.86M | 0.7% | $2.04 | $1.52 | — | NOTE 4.250% 8/1 | 31620RAE5 |
| SJNK | SPDR SER TR | 84,000 | $2.267M | 0.5% | $26.99 | $26.76 | — | SHT TRM HGH YLD | 78468R408 |
| — | PORTMARNOCK LEASING | 2,187,113 | $2.2M | 0.5% | $1.01 | $1.00 | — | NOTE 1.741%10/2 | 736879AA5 |
| — | NXP SEMICONDUCTORS N | 2,000,000 | $2.17M | 0.5% | $1.08 | $1.10 | — | DBCV 1.000%12/0 | 62952QAB6 |
| UIS | UNISYS CORP | 259,600 | $1.89M | 0.4% | $7.28 * | $19.99 | -61.7% | COM NEW | 909214306 |
| — | LABORATORY CORP AMER | 1,036,000 | $1.807M | 0.4% | $1.74 | $1.34 | — | NOTE 9/1 | 50540RAG7 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 2,150 | $1.781M | 0.4% | $828.37 | $931.00 | — | PFD CONV SER A | G0177J116 |
| — | HUNTINGTON BANCSHARE | 1,000 | $1.42M | 0.3% | $1420.00 | $1375.00 | — | PFD CONV SER A | 446150401 |
| — | BLACKROCK DEBT STRAT | 370,490 | $1.308M | 0.3% | $3.53 | $3.82 | — | COM | 09255R103 |
| — | STANLEY BLACK & DECK | 10,000 | $1.162M | 0.3% | $116.20 | $107.70 | — | UNIT 11/17/20166 | 854502804 |
| — | ILLUMINA INC | 1,000,000 | $999K | 0.2% | $1.00 | $1.16 | — | NOTE 0.500% 6/1 | 452327AH2 |
| HYG | ISHARES TR | 11,244 | $952K | 0.2% | $84.67 | $87.19 | — | IBOXX HI YD ETF | 464288513 |
| — | ANTHEM INC | 20,000 | $892K | 0.2% | $44.60 | $48.55 | — | UNIT 05/01/20188 | 036752202 |
| VZ | VERIZON COMMUNICATIO | 9,450 | $528K | 0.1% | $55.87 * | $27.03 | +16.4% | COM | 92343V104 |
| — | WELLS FARGO & CO NEW | 37,460 | $510K | 0.1% | $13.61 | $13.72 | — | *W EXP 10/28/201 | 949746119 |
| — | CLEAR CHANNEL OUTDOO | 74,932 | $466K | 0.1% | $6.22 | $4.70 | — | CL A | 18451C109 |
| — | ROYAL BK OF SCOTLAND | 500,000 | $466K | 0.1% | $0.93 | $0.93 | — | NOTE 8.000%12/3 | 780099CK1 |