CIK: 0001454937 · Show all filings
Period: Q3 2017 (← Previous) (Next →)
Filing Date: Nov 7, 2017
Total Value ($000): $518,048 (9.7% shares, 90.3% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| VTI | VANGUARD INDEX FDS | 1,566,561 | $194,959 | 37.6% | $95.99 | — | TOTAL STK MKT | 922908769 |
| — | LLOYDS BANKING GROUP | 28,431,000 | $31,363 | 6.1% | $0.98 | — | DBCV 7.500%12/3 | 539439AG4 |
| — | HSBC HLDGS PLC | 24,875,000 | $26,092 | 5.0% | $1.05 | — | DBCV 6.375%12/3 | 404280AS8 |
| — | BARCLAYS PLC | 24,953,000 | $25,421 | 4.9% | $0.91 | — | NOTE 6.625%12/3 | 06738EAB1 |
| — | BARCLAYS PLC | 21,380,000 | $22,663 | 4.4% | $0.98 | — | NOTE 8.250%12/3 | 06738EAA3 |
| — | TORONTO DOMINION BK | 15,680,000 | $15,561 | 3.0% | $1.01 | — | NOTE 3.625% 9/1 | 891160MJ9 |
| HYG | ISHARES TR | 175,444 | $15,507 | 3.0% | $88.01 | — | IBOXX HI YD ETF | 464288513 |
| — | ROYAL BK SCOTLAND GR | 14,200,000 | $15,478 | 3.0% | $0.98 | — | NOTE 8.625%12/3 | 780097BB6 |
| — | ANTHEM INC | 5,500,000 | $14,166 | 2.7% | $2.07 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | NOVELLUS SYS INC | 3,275,000 | $13,671 | 2.6% | $2.79 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | SPDR SERIES TRUST | 355,846 | $13,237 | 2.6% | $36.65 | — | BLOOMBERG BRCLYS | 78464A417 |
| — | WELLS FARGO CO NEW | 8,915 | $11,690 | 2.3% | $1311.27 | — | PERP PFD CNV A | 949746804 |
| — | HSBC HLDGS PLC | 11,000,000 | $11,240 | 2.2% | $1.02 | — | DBCV 5.625%12/3 | 404280AR0 |
| — | POWERSHARES ETF TRUS | 482,900 | $11,174 | 2.2% | $23.50 | — | SENIOR LN PORT | 73936Q769 |
| — | INTEL CORP | 5,000,000 | $8,263 | 1.6% | $1.27 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | DANAHER CORP DEL | 2,500,000 | $8,059 | 1.6% | $1.84 | — | NOTE 1/2 | 235851AF9 |
| — | PRICELINE GRP INC | 3,000,000 | $5,916 | 1.1% | $1.38 | — | NOTE 1.000% 3/1 | 741503AQ9 |
| — | RED HAT INC | 4,050,000 | $5,592 | 1.1% | $1.29 | — | NOTE 0.250%10/0 | 756577AD4 |
| — | PRICELINE GRP INC | 3,750,000 | $5,508 | 1.1% | $1.14 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | NEXTERA ENERGY INC | 76,300 | $4,879 | 0.9% | $56.48 | — | UNIT 08/31/2018 | 65339F846 |
| — | BANK AMER CORP | 3,700 | $4,678 | 0.9% | $1264.32 | — | 7.25%CNV PFD L | 060505682 |
| SRLN | SSGA ACTIVE ETF TR | 96,000 | $4,553 | 0.9% | $47.16 | — | BLKSTN GSOSRLN | 78467V608 |
| — | DOMINION ENERGY INC | 90,000 | $4,529 | 0.9% | $50.32 | — | UNIT 08/15/2019 | 25746U836 |
| — | TEVA PHARMACEUTICAL | 4,000,000 | $4,290 | 0.8% | $1.05 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| — | BECTON DICKINSON & C | 75,000 | $4,163 | 0.8% | $55.51 | — | PFD SHS CONV A | 075887208 |
| — | FIDELITY NATIONAL FI | 1,400,000 | $3,520 | 0.7% | $1.52 | — | NOTE 4.250% 8/1 | 31620RAE5 |
| SJNK | SPDR SER TR | 120,200 | $3,362 | 0.6% | $27.23 | — | BLOOMBERG SRT TR | 78468R408 |
| — | WELLTOWER INC | 50,000 | $3,323 | 0.6% | $60.72 | — | 6.50% PFD PREPET | 95040Q203 |
| — | NEXTERA ENERGY INC | 50,000 | $2,701 | 0.5% | $54.02 | — | UNIT 09/01/2019 | 65339F820 |
| — | NXP SEMICONDUCTORS N | 2,000,000 | $2,385 | 0.5% | $1.10 | — | DBCV 1.000%12/0 | 62952QAB6 |
| — | CLEAR CHANNEL OUTDOO | 468,819 | $2,274 | 0.4% | $5.23 | — | CL A | 18451C109 |
| — | INTEL CORP | 1,600,000 | $2,091 | 0.4% | $1.09 | — | SDCV 12/1 | 458140AD2 |
| — | DTE ENERGY CO | 36,000 | $1,950 | 0.4% | $54.17 | — | UNIT 99/99/9999 | 233331883 |
| — | PORTMARNOCK LEASING | 1,945,861 | $1,905 | 0.4% | $1.00 | — | NOTE 1.741%10/2 | 736879AA5 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 2,150 | $1,866 | 0.4% | $867.91 | — | PFD CONV SER A | G0177J116 |
| — | SPIRIT RLTY CAP INC | 1,850,000 | $1,836 | 0.4% | $1.05 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | BLACKROCK DEBT STRAT | 127,741 | $1,474 | 0.3% | $11.34 | — | COM NEW | 09255R202 |
| — | PRICELINE GRP INC | 1,250,000 | $1,431 | 0.3% | $1.01 | — | NOTE 0.900% 9/1 | 741503AX4 |
| — | HUNTINGTON BANCSHARE | 1,000 | $1,420 | 0.3% | $1420.00 | — | PFD CONV SER A | 446150401 |
| — | ILLUMINA INC | 1,000,000 | $1,064 | 0.2% | $1.16 | — | NOTE 0.500% 6/1 | 452327AH2 |
| CS 6.25 PERP REGS | CREDIT SUISSE GROUP | 1,000,000 | $1,063 | 0.2% | $1.06 | — | DEBT 6.250%12/3 | H3698DAL8 |
| — | WELLS FARGO CO NEW | 25,210 | $560 | 0.1% | $13.72 | — | *W EXP 10/28/201 | 949746119 |
| — | ROYAL BK OF SCOTLAND | 500,000 | $543 | 0.1% | $0.93 | — | NOTE 8.000%12/3 | 780099CK1 |
| — | ANTHEM INC | 6,000 | $315 | 0.1% | $52.50 | — | UNIT 05/01/20188 | 036752202 |
| VZ | VERIZON COMMUNICATIO | 7,000 | $313 | 0.1% | $29.53 | +2.4% | COM | 92343V104 |