American Beacon Advisors, Inc. Quant / Systematic

Location: Irving, TX

CIK: 0000908758 · Show all filings

Period: Q1 2014 (← Previous) (Next →)

Filing Date: May 9, 2014

Total Value: $24.99M (36.1% shares, 63.9% debt)

Holdings (9)

— ANNALY CAPITAL MANAGEMENT 29.7%

Value $7.422M Shares 7,250,000 Est. Cost $1.02 Unrealized —

— AURICO GOLD INC 23.2%

Value $5.796M Shares 5,600,000 Est. Cost $0.96 Unrealized —

— TITAN MACHINERY INC 11.0%

Value $2.756M Shares 3,250,000 Est. Cost $0.85 Unrealized —

— CVR PARTNERS LP MLP 10.0%

Value $2.492M Shares 117,600 Est. Cost $16.46 Unrealized —

— TERRA NITROGEN COMPANY LP MLP NPV 8.9%

Value $2.229M Shares 14,650 Est. Cost $152.15 Unrealized —

— ANNALY CAPITAL MANAGEMENT 8.2%

Value $2.04M Shares 186,000 Est. Cost $9.93 Unrealized —

OHI OMEGA HEALTHCARE INVESTORS 8.0%

Value $2.011M Shares 60,000 Est. Cost $31.02 Unrealized —

GM GENERAL MOTORS CO 0.9%

Value $220K Shares 6,381 Est. Cost $23.62 Unrealized +16.1%

— DEX MEDIA INC 0.1%

Value $24,000 Shares 2,606 Est. Cost $17.65 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
—	ANNALY CAPITAL MANAGEMENT	7,250,000	$7.422M	29.7%	$1.02	—	NOTE	035710AB8
—	AURICO GOLD INC	5,600,000	$5.796M	23.2%	$0.96	—	NOTE	666416AB8
—	TITAN MACHINERY INC	3,250,000	$2.756M	11.0%	$0.85	—	NOTE	88830RAB7
—	CVR PARTNERS LP MLP	117,600	$2.492M	10.0%	$16.46	—	COM	126633106
—	TERRA NITROGEN COMPANY LP MLP NPV	14,650	$2.229M	8.9%	$152.15	—	COM	881005201
—	ANNALY CAPITAL MANAGEMENT	186,000	$2.04M	8.2%	$9.93	—	COM	035710409
OHI	OMEGA HEALTHCARE INVESTORS	60,000	$2.011M	8.0%	$31.02	—	COM	681936100
GM	GENERAL MOTORS CO	6,381	$220K	0.9%	$23.62	+16.1%	COM	37045V100
—	DEX MEDIA INC	2,606	$24,000	0.1%	$17.65	—	COM	25213A107