Location: London, United Kingdom
CIK: 0001535784 · Show all filings
Period: Q2 2014 (← Previous) (Next →)
Filing Date: Aug 14, 2014
Total Value: $1.574B (5.1% shares, 94.9% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | PRICELINE GRP INC | 143,400,000 | $169M | 10.8% | $1.18 | $1.18 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | INTEL CORP | 59,750,000 | $91.99M | 5.8% | $1.54 | $1.36 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | TESLA MTRS INC | 77,150,000 | $74.7M | 4.7% | $0.97 | $0.97 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | TEVA PHARMACEUTICAL FIN LLC | 53,907,000 | $69.24M | 4.4% | $1.28 | $1.13 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| — | ANNALY CAP MGMT INC | 66,207,000 | $67.6M | 4.3% | $1.02 | $1.01 | — | NOTE 5.000% 5/1 | 035710AB8 |
| — | PROLOGIS | 59,950,000 | $66.83M | 4.2% | $1.11 | $1.13 | — | NOTE 3.250% 3/1 | 74340XAT8 |
| — | GILEAD SCIENCES INC | 17,550,000 | $63.85M | 4.1% | $3.64 | $3.30 | — | NOTE 1.625% 5/0 | 375558AP8 |
| — | SALESFORCE COM INC | 55,200,000 | $63.17M | 4.0% | $1.14 | $1.14 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | ELECTRONIC ARTS INC | 47,780,000 | $60.21M | 3.8% | $1.26 | $1.07 | — | NOTE 0.750% 7/1 | 285512AA7 |
| — | OMNICARE INC | 52,750,000 | $56.05M | 3.6% | $1.06 | $1.07 | — | DBCV 3.250%12/1 | 681904AL2 |
| — | LIBERTY INTERACTIVE LLC | 34,930,000 | $46.74M | 3.0% | $1.34 | $1.34 | — | DEB 0.750% 3/3 | 530610AC8 |
| — | STARWOOD PPTY TR INC | 41,500,000 | $46.59M | 3.0% | $1.12 | $1.11 | — | NOTE 4.550% 3/0 | 85571BAA3 |
| — | DEVELOPERS DIVERSIFIED RLTY | 34,400,000 | $41.22M | 2.6% | $1.20 | $1.12 | — | NOTE 1.750%11/1 | 251591AX1 |
| — | HOLOGIC INC | 31,350,000 | $39.12M | 2.5% | $1.25 | $1.20 | — | FRNT 2.000%12/1 | 436440AB7 |
| — | HOLOGIC INC | 34,500,000 | $37.38M | 2.4% | $1.08 | $1.07 | — | FRNT 12/1 | 436440AG6 |
| — | BIOMARIN PHARMACEUTICAL INC | 35,100,000 | $36.11M | 2.3% | $1.03 | $1.06 | — | NOTE 0.750%10/1 | 09061GAE1 |
| — | ARES CAP CORP | 31,100,000 | $32.9M | 2.1% | $1.06 | $1.06 | — | NOTE 4.750% 1/1 | 04010LAJ2 |
| — | COBALT INTL ENERGY INC | 34,500,000 | $31.95M | 2.0% | $0.93 | $0.93 | — | NOTE 2.625%12/0 | 19075FAA4 |
| — | RPM INTL INC | 25,480,000 | $31.22M | 2.0% | $1.23 | $1.16 | — | NOTE 2.250%12/1 | 749685AT0 |
| — | CHESAPEAKE ENERGY CORP | 28,100,000 | $29.69M | 1.9% | $1.06 | $1.06 | — | NOTE 2.750%11/1 | 165167BW6 |
| — | TESLA MTRS INC | 28,000,000 | $27.19M | 1.7% | $0.97 | $0.97 | — | NOTE 0.250% 3/0 | 88160RAB7 |
| — | CONCUR TECHNOLOGIES INC | 21,200,000 | $23.7M | 1.5% | $1.12 | $1.12 | — | NOTE 0.500% 6/1 | 206708AC3 |
| — | SPIRIT RLTY CAP INC NEW | 22,250,000 | $22.2M | 1.4% | $1.00 | $1.00 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | OLD REP INTL CORP | 17,725,000 | $22.15M | 1.4% | $1.25 | $1.24 | — | NOTE 3.750% 3/1 | 680223AH7 |
| — | LAM RESEARCH CORP | 17,050,000 | $21.15M | 1.3% | $1.24 | $1.14 | — | NOTE 0.500% 5/1 | 512807AJ7 |
| — | PRICELINE GRP INC | 14,600,000 | $20.66M | 1.3% | $1.41 | $1.38 | — | DEBT 1.000% 3/1 | 741503AQ9 |
| — | PROSPECT CAPITAL CORPORATION | 18,500,000 | $19.33M | 1.2% | $1.04 | $1.04 | — | NOTE 5.875% 1/1 | 74348TAM4 |
| — | ARES CAP CORP | 18,000,000 | $19.24M | 1.2% | $1.07 | $1.06 | — | NOTE 4.875% 3/1 | 04010LAG8 |
| — | SPIRIT RLTY CAP INC NEW | 14,500,000 | $14.55M | 0.9% | $1.00 | $1.00 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | WELLPOINT INC | 7,000,000 | $10.7M | 0.7% | $1.53 | $1.35 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | MYLAN INC | 2,730,000 | $10.54M | 0.7% | $3.86 | $3.25 | — | NOTE 3.750% 9/1 | 628530AJ6 |
| — | JEFFERIES GROUP INC NEW | 9,800,000 | $10.49M | 0.7% | $1.07 | $1.07 | — | DBCV 3.875%11/0 | 472319AG7 |
| — | FORD MTR CO DEL | 5,000,000 | $10.02M | 0.6% | $2.00 | $1.84 | — | NOTE 4.250%11/1 | 345370CN8 |
| — | LAM RESEARCH CORP | 7,150,000 | $9.588M | 0.6% | $1.34 | $1.30 | — | NOTE 1.250% 5/1 | 512807AL2 |
| — | ARES CAP CORP | 7,824,000 | $8.357M | 0.5% | $1.07 | $1.08 | — | NOTE 5.750% 2/0 | 04010LAB9 |
| — | TIBCO SOFTWARE INC | 7,725,000 | $7.966M | 0.5% | $1.03 | $1.01 | — | NOTE 2.250% 5/0 | 88632QAB9 |
| — | CHESAPEAKE ENERGY CORP | 7,500,000 | $7.808M | 0.5% | $1.04 | $1.01 | — | NOTE 2.500% 5/1 | 165167CA3 |
| — | XILINX INC | 4,100,000 | $6.778M | 0.4% | $1.65 | $1.59 | — | NOTE 2.625% 6/1 | 983919AF8 |
| — | BGC PARTNERS INC | 5,773,000 | $6.194M | 0.4% | $1.07 | $1.04 | — | NOTE 4.500% 7/1 | 05541TAD3 |
| — | NOVELLUS SYS INC | 3,000,000 | $6.072M | 0.4% | $2.02 | $1.67 | — | NOTE 2.625% 5/1 | 670008AD3 |
| SLB | SCHLUMBERGER LTD | 41,913 | $4.944M | 0.3% | $117.96 * | $65.05 | +15.1% | COM | 806857108 |
| — | HESS CORP | 47,300 | $4.677M | 0.3% | $98.88 | $84.44 | — | COM | 42809H107 |
| — | MARATHON OIL CORP | 113,872 | $4.546M | 0.3% | $39.92 | $36.84 | — | COM | 565849106 |
| SU | SUNCOR ENERGY INC NEW | 103,400 | $4.42M | 0.3% | $42.75 * | $23.45 | +10.9% | COM | 867224107 |
| — | CIMAREX ENERGY CO | 30,800 | $4.419M | 0.3% | $143.47 | $108.40 | — | COM | 171798101 |
| — | NOBLE ENERGY INC | 55,891 | $4.329M | 0.3% | $77.45 | $68.11 | — | COM | 655044105 |
| — | INTEL CORP | 3,300,000 | $4.111M | 0.3% | $1.25 | $1.12 | — | SDCV 2.950%12/1 | 458140AD2 |
| — | ARES CAP CORP | 3,800,000 | $4.065M | 0.3% | $1.07 | $1.07 | — | NOTE 5.125% 6/0 | 04010LAD5 |
| COP | CONOCOPHILLIPS | 46,200 | $3.961M | 0.3% | $85.74 * | $48.85 | +9.2% | COM | 20825C104 |
| — | OASIS PETE INC NEW | 70,636 | $3.948M | 0.3% | $55.89 | $50.09 | — | COM | 674215108 |
| — | NUANCE COMMUNICATIONS INC | 3,900,000 | $3.902M | 0.2% | $1.00 | $0.97 | — | NOTE 2.750%11/0 | 67020YAF7 |
| — | ANADARKO PETE CORP | 34,365 | $3.762M | 0.2% | $109.47 | $96.34 | — | COM | 032511107 |
| — | ON SEMICONDUCTOR CORP | 3,000,000 | $3.513M | 0.2% | $1.17 | $1.11 | — | NOTE 2.625%12/1 | 682189AH8 |
| — | PDL BIOPHARMA INC | 3,000,000 | $3.489M | 0.2% | $1.16 | $1.16 | — | NOTE 4.000% 2/0 | 69329YAF1 |
| EQT | EQT CORP | 31,900 | $3.41M | 0.2% | $106.90 * | $44.17 | +19.1% | COM | 26884L109 |
| HP | HELMERICH & PAYNE INC | 27,664 | $3.212M | 0.2% | $116.11 * | $77.83 | +40.7% | COM | 423452101 |
| — | ROYAL GOLD INC | 3,000,000 | $3.183M | 0.2% | $1.06 | $0.98 | — | NOTE 2.875% 6/1 | 780287AA6 |
| — | FIFTH STR FIN CORP | 3,000,000 | $3.161M | 0.2% | $1.05 | $1.05 | — | NOTE 5.375% 4/0 | 31679BAC4 |
| — | NEWMONT MINING CORP | 2,900,000 | $3.067M | 0.2% | $1.06 | $1.02 | — | NOTE 1.625% 7/1 | 651639AJ5 |
| — | NATIONAL HEALTH INVS INC | 3,000,000 | $3.029M | 0.2% | $1.01 | $1.01 | — | NOTE 3.250% 4/0 | 63633DAE4 |
| EOG | EOG RES INC | 25,014 | $2.923M | 0.2% | $116.85 * | $68.07 | +12.6% | COM | 26875P101 |
| — | STARWOOD PPTY TR INC | 2,500,000 | $2.863M | 0.2% | $1.15 | $1.15 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| — | HOLOGIC INC | 2,500,000 | $2.727M | 0.2% | $1.09 | $1.02 | — | DEBT 2.000% 3/0 | 436440AC5 |
| — | PROSPECT CAPITAL CORPORATION | 2,600,000 | $2.717M | 0.2% | $1.04 | $1.06 | — | NOTE 5.375%10/1 | 74348TAK8 |
| FANG | DIAMONDBACK ENERGY INC | 24,915 | $2.213M | 0.1% | $88.82 * | $58.84 | 0.0% | COM | 25278X109 |
| VLO | VALERO ENERGY CORP NEW | 43,320 | $2.17M | 0.1% | $50.09 * | $26.85 | +32.1% | COM | 91913Y100 |
| — | CEMEX SAB DE CV | 1,650,000 | $2.065M | 0.1% | $1.25 | $1.18 | — | NOTE 4.875% 3/1 | 151290AV5 |
| — | DRIL-QUIP INC | 18,700 | $2.043M | 0.1% | $109.25 | $109.88 | — | COM | 262037104 |
| — | CARRIZO OIL & GAS INC | 29,150 | $2.019M | 0.1% | $69.26 | $69.26 | — | COM | 144577103 |
| EMR | EMERSON ELEC CO | 30,000 | $1.991M | 0.1% | $66.37 * | $48.18 | +2.0% | COM | 291011104 |
| — | KODIAK OIL & GAS CORP | 128,700 | $1.873M | 0.1% | $14.55 | $14.55 | — | COM | 50015Q100 |
| — | HEALTH CARE REIT INC | 1,500,000 | $1.856M | 0.1% | $1.24 | $1.13 | — | NOTE 3.000%12/0 | 42217KAR7 |
| — | OMNICOM GROUP INC | 1,400,000 | $1.853M | 0.1% | $1.32 | $1.34 | — | NOTE 7/3 | 681919AV8 |
| — | U S SILICA HLDGS INC | 31,599 | $1.752M | 0.1% | $55.44 | $55.44 | — | COM | 90346E103 |
| — | SOUTHWESTERN ENERGY CO | 38,500 | $1.751M | 0.1% | $45.48 | $39.90 | — | COM | 845467109 |
| — | NATIONAL OILWELL VARCO INC | 20,845 | $1.717M | 0.1% | $82.37 | $82.37 | — | COM | 637071101 |
| CTRA | CABOT OIL & GAS CORP | 48,807 | $1.666M | 0.1% | $34.13 * | $25.93 | 0.0% | COM | 127097103 |
| — | PRAXAIR INC | 12,500 | $1.661M | 0.1% | $132.88 | $130.00 | — | COM | 74005P104 |
| — | AMERICAN RLTY CAP PPTYS INC | 1,500,000 | $1.571M | 0.1% | $1.05 | $1.05 | — | NOTE 3.750%12/1 | 02917TAB0 |
| — | ENCANA CORP | 66,000 | $1.568M | 0.1% | $23.76 | $18.63 | — | COM | 292505104 |
| — | ROSETTA RESOURCES INC | 28,110 | $1.542M | 0.1% | $54.86 | $54.86 | — | COM | 777779307 |
| — | AMERICAN RLTY CAP PPTYS INC | 1,500,000 | $1.519M | 0.1% | $1.01 | $1.01 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| — | RYLAND GROUP INC | 1,600,000 | $1.46M | 0.1% | $0.91 | $0.91 | — | NOTE 0.250% 6/0 | 783764AS2 |
| PTEN | PATTERSON UTI ENERGY INC | 40,285 | $1.408M | 0.1% | $34.95 * | $32.83 | 0.0% | COM | 703481101 |
| — | PROSPECT CAPITAL CORPORATION | 1,300,000 | $1.379M | 0.1% | $1.06 | $1.06 | — | NOTE 5.750% 3/1 | 74348TAL6 |
| — | GRAN TIERRA ENERGY INC | 165,800 | $1.351M | 0.1% | $8.15 | $7.39 | — | COM | 38500T101 |
| CNI | CANADIAN NATL RY CO | 20,000 | $1.304M | 0.1% | $65.20 * | $44.31 | +9.0% | COM | 136375102 |
| — | ARVINMERITOR INC | 1,200,000 | $1.262M | 0.1% | $1.05 | $1.05 | — | FRNT 4.000% 2/1 | 043353AH4 |
| MTZ | MASTEC INC | 40,145 | $1.237M | 0.1% | $30.81 * | $37.68 | 0.0% | COM | 576323109 |
| PWR | QUANTA SVCS INC | 29,080 | $1.006M | 0.1% | $34.59 | $33.95 | 0.0% | COM | 74762E102 |
| — | GENERAL ELECTRIC CO | 36,500 | $959K | 0.1% | $26.27 | $28.03 | — | COM | 369604103 |
| — | DRESSER-RAND GROUP INC | 10,167 | $648K | 0.0% | $63.74 | $59.64 | — | COM | 261608103 |
| — | REX ENERGY CORPORATION | 29,700 | $526K | 0.0% | $17.71 | $19.52 | — | COM | 761565100 |