CIK: 0001454937 · Show all filings
Period: Q4 2019 (← Previous) (Next →)
Filing Date: Jan 15, 2020
Total Value ($000): $293,404 (84.2% shares, 15.8% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| VTI | VANGUARD INDEX FDS | 1,009,650 | $165,199 | 56.3% | $95.99 | — | TOTAL STK MKT | 922908769 |
| — | BANK AMER CORP | 8,060 | $11,679 | 4.0% | $1282.23 | — | 7.25%CNV PFD L | 060505682 |
| — | WELLS FARGO CO NEW | 7,800 | $11,310 | 3.9% | $1311.05 | — | PERP PFD CNV A | 949746804 |
| — | PRICELINE GRP INC | 9,600,000 | $11,063 | 3.8% | $1.18 | — | NOTE 0.900% 9/1 | 741503AX4 |
| BND | VANGUARD BD INDEX FD | 126,445 | $10,604 | 3.6% | $79.21 | — | TOTAL BND MRKT | 921937835 |
| — | NOVELLUS SYS INC | 1,030,000 | $9,392 | 3.2% | $2.79 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | ANTHEM INC | 2,100,000 | $8,819 | 3.0% | $3.27 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | SOUTHERN CO | 122,000 | $6,576 | 2.2% | $53.77 | — | UNIT 08/01/2022 | 842587602 |
| — | DOMINION ENERGY INC | 58,500 | $6,259 | 2.1% | $103.75 | — | UNIT 99/99/9999 | 25746U133 |
| — | NEXTERA ENERGY INC | 112,000 | $5,743 | 2.0% | $51.06 | — | UNIT 09/01/2022S | 65339F796 |
| BKLN | INVESCO EXCHNG TRADE | 216,300 | $4,936 | 1.7% | $22.61 | — | SR LN ETF | 46138G508 |
| — | AMERICAN ELEC PWR CO | 89,300 | $4,834 | 1.6% | $53.14 | — | UNIT 03/15/2022 | 025537127 |
| — | ILLUMINA INC | 4,000,000 | $4,408 | 1.5% | $1.11 | — | NOTE 8/1 | 452327AK5 |
| — | BLACKROCK FLOAT RATE | 257,325 | $3,458 | 1.2% | $12.13 | — | COM | 09255X100 |
| — | NEUBERGER BERMAN HGH | 256,981 | $3,174 | 1.1% | $12.35 | — | COM | 64128C106 |
| — | DTE ENERGY CO | 60,000 | $3,076 | 1.0% | $51.27 | — | UNIT 11/01/2022S | 233331842 |
| — | INVESCO SR INCOME TR | 705,585 | $3,027 | 1.0% | $4.20 | — | COM | 46131H107 |
| — | WESTERN DIGITAL CORP | 3,000,000 | $2,938 | 1.0% | $0.96 | — | NOTE 1.500% 2/0 | 958102AP0 |
| — | STANLEY BLACK & DECK | 25,000 | $2,724 | 0.9% | $108.96 | — | UNIT 11/15/2022 | 854502846 |
| — | AVAYA HLDGS CORP | 143,397 | $1,936 | 0.7% | $20.89 | — | COM | 05351X101 |
| — | STANLEY BLACK & DECK | 17,000 | $1,855 | 0.6% | $123.06 | — | UNIT 05/15/2020 | 854502887 |
| — | BECTON DICKINSON & C | 25,000 | $1,637 | 0.6% | $55.51 | — | PFD SHS CONV A | 075887208 |
| — | AMERICAN RLTY CAP PP | 1,000,000 | $1,012 | 0.3% | $1.01 | — | NOTE 3.750%12/1 | 02917TAB0 |
| — | BLACKROCK DEBT STRAT | 71,849 | $805 | 0.3% | $10.43 | — | COM NEW | 09255R202 |
| CCO | CLEAR CHANNEL OUTDOO | 201,171 | $575 | 0.2% | $4.21 | -39.9% | COM | 18453H106 |
| — | ON SEMICONDUCTOR COR | 400,000 | $552 | 0.2% | $1.25 | — | NOTE 1.625%10/1 | 682189AP0 |
| — | KAMAN CORP | 412,000 | $493 | 0.2% | $1.13 | — | NOTE 3.250% 5/0 | 483548AF0 |
| — | LUMENTUM HLDGS INC | 310,000 | $452 | 0.2% | $1.00 | — | NOTE 0.250% 3/1 | 55024UAB5 |
| — | II VI INC | 400,000 | $408 | 0.1% | $0.97 | — | NOTE 0.250% 9/0 | 902104AB4 |
| — | JAZZ INVESTMENTS I L | 400,000 | $402 | 0.1% | $0.96 | — | NOTE 1.500% 8/1 | 472145AD3 |
| — | DYCOM INDS INC | 400,000 | $388 | 0.1% | $0.95 | — | NOTE 0.750% 9/1 | 267475AB7 |
| — | PALO ALTO NETWORKS I | 350,000 | $386 | 0.1% | $1.05 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | VERINT SYS INC | 350,000 | $377 | 0.1% | $0.97 | — | NOTE 1.500% 6/0 | 92343XAA8 |
| — | MARRIOTT VACTINS WOR | 300,000 | $320 | 0.1% | $0.89 | — | NOTE 1.500% 9/1 | 57164YAB3 |
| CYH | COMMUNITY HEALTH SYS | 108,469 | $315 | 0.1% | $3.33 | +4.0% | COM | 203668108 |
| — | MOMO INC | 300,000 | $279 | 0.1% | $0.90 | — | NOTE 1.250% 7/0 | 60879BAB3 |
| — | CREE INC | 250,000 | $265 | 0.1% | $1.10 | — | NOTE 0.875% 9/0 | 225447AB7 |
| — | LIVE NATION ENTERTAI | 200,000 | $244 | 0.1% | $1.15 | — | NOTE 2.500% 3/1 | 538034AQ2 |
| — | ISIS PHARMACEUTICALS | 200,000 | $229 | 0.1% | $1.15 | — | NOTE 1.000%11/1 | 464337AJ3 |
| — | SQUARE INC | 200,000 | $223 | 0.1% | $1.19 | — | NOTE 0.500% 5/1 | 852234AD5 |
| IHRT | IHEARTMEDIA INC | 12,510 | $211 | 0.1% | $15.15 | 0.0% | COM CL A | 45174J509 |
| — | NEW RELIC INC | 200,000 | $194 | 0.1% | $0.97 | — | NOTE 0.500% 5/0 | 64829BAB6 |
| — | TWITTER INC | 200,000 | $193 | 0.1% | $0.97 | — | NOTE 0.250% 6/1 | 90184LAF9 |
| — | CORNERSTONE BLDG BRA | 21,170 | $180 | 0.1% | $5.83 | — | COM | 21925D109 |
| — | REPLIGEN CORP | 100,000 | $108 | 0.0% | $0.99 | — | NOTE 0.375% 7/1 | 759916AB5 |
| — | SIRIUS XM HLDGS INC | 10,400 | $74 | 0.0% | $7.12 | — | COM | 82968B103 |
| — | WHITING PETE CORP NE | 39,000 | $38 | 0.0% | $0.96 | — | NOTE 1.250% 4/0 | 966387AL6 |
| — | FERRELLGAS PARTNERS | 102,340 | $34 | 0.0% | $2.21 | — | UNIT LTD PART | 315293100 |