CIK: 0001535784 · Show all filings
Period: Q2 2014 (← Previous) (Next →)
Filing Date: Aug 14, 2014
Total Value ($000): $1,574,355 (5.1% shares, 94.9% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | PRICELINE GRP INC | 143,400,000 | $169,407 | 10.8% | $1.18 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | INTEL CORP | 59,750,000 | $91,990 | 5.8% | $1.36 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | TESLA MTRS INC | 77,150,000 | $74,701 | 4.7% | $0.97 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | TEVA PHARMACEUTICAL FIN LLC | 53,907,000 | $69,236 | 4.4% | $1.13 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| — | ANNALY CAP MGMT INC | 66,207,000 | $67,599 | 4.3% | $1.01 | — | NOTE 5.000% 5/1 | 035710AB8 |
| — | PROLOGIS | 59,950,000 | $66,826 | 4.2% | $1.13 | — | NOTE 3.250% 3/1 | 74340XAT8 |
| — | GILEAD SCIENCES INC | 17,550,000 | $63,847 | 4.1% | $3.30 | — | NOTE 1.625% 5/0 | 375558AP8 |
| — | SALESFORCE COM INC | 55,200,000 | $63,168 | 4.0% | $1.14 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | ELECTRONIC ARTS INC | 47,780,000 | $60,214 | 3.8% | $1.07 | — | NOTE 0.750% 7/1 | 285512AA7 |
| — | OMNICARE INC | 52,750,000 | $56,046 | 3.6% | $1.07 | — | DBCV 3.250%12/1 | 681904AL2 |
| — | LIBERTY INTERACTIVE LLC | 34,930,000 | $46,737 | 3.0% | $1.34 | — | DEB 0.750% 3/3 | 530610AC8 |
| — | STARWOOD PPTY TR INC | 41,500,000 | $46,585 | 3.0% | $1.11 | — | NOTE 4.550% 3/0 | 85571BAA3 |
| — | DEVELOPERS DIVERSIFIED RLTY | 34,400,000 | $41,217 | 2.6% | $1.12 | — | NOTE 1.750%11/1 | 251591AX1 |
| — | HOLOGIC INC | 31,350,000 | $39,123 | 2.5% | $1.20 | — | FRNT 2.000%12/1 | 436440AB7 |
| — | HOLOGIC INC | 34,500,000 | $37,378 | 2.4% | $1.07 | — | FRNT 12/1 | 436440AG6 |
| — | BIOMARIN PHARMACEUTICAL INC | 35,100,000 | $36,113 | 2.3% | $1.06 | — | NOTE 0.750%10/1 | 09061GAE1 |
| — | ARES CAP CORP | 31,100,000 | $32,895 | 2.1% | $1.06 | — | NOTE 4.750% 1/1 | 04010LAJ2 |
| — | COBALT INTL ENERGY INC | 34,500,000 | $31,947 | 2.0% | $0.93 | — | NOTE 2.625%12/0 | 19075FAA4 |
| — | RPM INTL INC | 25,480,000 | $31,221 | 2.0% | $1.16 | — | NOTE 2.250%12/1 | 749685AT0 |
| — | CHESAPEAKE ENERGY CORP | 28,100,000 | $29,694 | 1.9% | $1.06 | — | NOTE 2.750%11/1 | 165167BW6 |
| — | TESLA MTRS INC | 28,000,000 | $27,191 | 1.7% | $0.97 | — | NOTE 0.250% 3/0 | 88160RAB7 |
| — | CONCUR TECHNOLOGIES INC | 21,200,000 | $23,698 | 1.5% | $1.12 | — | NOTE 0.500% 6/1 | 206708AC3 |
| — | SPIRIT RLTY CAP INC NEW | 22,250,000 | $22,200 | 1.4% | $1.00 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | OLD REP INTL CORP | 17,725,000 | $22,154 | 1.4% | $1.24 | — | NOTE 3.750% 3/1 | 680223AH7 |
| — | LAM RESEARCH CORP | 17,050,000 | $21,147 | 1.3% | $1.14 | — | NOTE 0.500% 5/1 | 512807AJ7 |
| — | PRICELINE GRP INC | 14,600,000 | $20,658 | 1.3% | $1.38 | — | DEBT 1.000% 3/1 | 741503AQ9 |
| — | PROSPECT CAPITAL CORPORATION | 18,500,000 | $19,328 | 1.2% | $1.04 | — | NOTE 5.875% 1/1 | 74348TAM4 |
| — | ARES CAP CORP | 18,000,000 | $19,237 | 1.2% | $1.06 | — | NOTE 4.875% 3/1 | 04010LAG8 |
| — | SPIRIT RLTY CAP INC NEW | 14,500,000 | $14,546 | 0.9% | $1.00 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | WELLPOINT INC | 7,000,000 | $10,697 | 0.7% | $1.35 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | MYLAN INC | 2,730,000 | $10,536 | 0.7% | $3.25 | — | NOTE 3.750% 9/1 | 628530AJ6 |
| — | JEFFERIES GROUP INC NEW | 9,800,000 | $10,492 | 0.7% | $1.07 | — | DBCV 3.875%11/0 | 472319AG7 |
| — | FORD MTR CO DEL | 5,000,000 | $10,016 | 0.6% | $1.84 | — | NOTE 4.250%11/1 | 345370CN8 |
| — | LAM RESEARCH CORP | 7,150,000 | $9,588 | 0.6% | $1.30 | — | NOTE 1.250% 5/1 | 512807AL2 |
| — | ARES CAP CORP | 7,824,000 | $8,357 | 0.5% | $1.08 | — | NOTE 5.750% 2/0 | 04010LAB9 |
| — | TIBCO SOFTWARE INC | 7,725,000 | $7,966 | 0.5% | $1.01 | — | NOTE 2.250% 5/0 | 88632QAB9 |
| — | CHESAPEAKE ENERGY CORP | 7,500,000 | $7,808 | 0.5% | $1.01 | — | NOTE 2.500% 5/1 | 165167CA3 |
| — | XILINX INC | 4,100,000 | $6,778 | 0.4% | $1.59 | — | NOTE 2.625% 6/1 | 983919AF8 |
| — | BGC PARTNERS INC | 5,773,000 | $6,194 | 0.4% | $1.04 | — | NOTE 4.500% 7/1 | 05541TAD3 |
| — | NOVELLUS SYS INC | 3,000,000 | $6,072 | 0.4% | $1.67 | — | NOTE 2.625% 5/1 | 670008AD3 |
| SLB | SCHLUMBERGER LTD | 41,913 | $4,944 | 0.3% | $65.05 | +15.1% | COM | 806857108 |
| — | HESS CORP | 47,300 | $4,677 | 0.3% | $84.44 | — | COM | 42809H107 |
| — | MARATHON OIL CORP | 113,872 | $4,546 | 0.3% | $36.84 | — | COM | 565849106 |
| SU | SUNCOR ENERGY INC NEW | 103,400 | $4,420 | 0.3% | $23.45 | +10.9% | COM | 867224107 |
| — | CIMAREX ENERGY CO | 30,800 | $4,419 | 0.3% | $108.40 | — | COM | 171798101 |
| — | NOBLE ENERGY INC | 55,891 | $4,329 | 0.3% | $68.11 | — | COM | 655044105 |
| — | INTEL CORP | 3,300,000 | $4,111 | 0.3% | $1.12 | — | SDCV 2.950%12/1 | 458140AD2 |
| — | ARES CAP CORP | 3,800,000 | $4,065 | 0.3% | $1.07 | — | NOTE 5.125% 6/0 | 04010LAD5 |
| COP | CONOCOPHILLIPS | 46,200 | $3,961 | 0.3% | $48.85 | +9.2% | COM | 20825C104 |
| — | OASIS PETE INC NEW | 70,636 | $3,948 | 0.3% | $50.09 | — | COM | 674215108 |
| — | NUANCE COMMUNICATIONS INC | 3,900,000 | $3,902 | 0.2% | $0.97 | — | NOTE 2.750%11/0 | 67020YAF7 |
| — | ANADARKO PETE CORP | 34,365 | $3,762 | 0.2% | $96.34 | — | COM | 032511107 |
| — | ON SEMICONDUCTOR CORP | 3,000,000 | $3,513 | 0.2% | $1.11 | — | NOTE 2.625%12/1 | 682189AH8 |
| — | PDL BIOPHARMA INC | 3,000,000 | $3,489 | 0.2% | $1.16 | — | NOTE 4.000% 2/0 | 69329YAF1 |
| EQT | EQT CORP | 31,900 | $3,410 | 0.2% | $44.17 | +19.1% | COM | 26884L109 |
| HP | HELMERICH & PAYNE INC | 27,664 | $3,212 | 0.2% | $77.83 | +40.7% | COM | 423452101 |
| — | ROYAL GOLD INC | 3,000,000 | $3,183 | 0.2% | $0.98 | — | NOTE 2.875% 6/1 | 780287AA6 |
| — | FIFTH STR FIN CORP | 3,000,000 | $3,161 | 0.2% | $1.05 | — | NOTE 5.375% 4/0 | 31679BAC4 |
| — | NEWMONT MINING CORP | 2,900,000 | $3,067 | 0.2% | $1.02 | — | NOTE 1.625% 7/1 | 651639AJ5 |
| — | NATIONAL HEALTH INVS INC | 3,000,000 | $3,029 | 0.2% | $1.01 | — | NOTE 3.250% 4/0 | 63633DAE4 |
| EOG | EOG RES INC | 25,014 | $2,923 | 0.2% | $68.07 | +12.6% | COM | 26875P101 |
| — | STARWOOD PPTY TR INC | 2,500,000 | $2,863 | 0.2% | $1.15 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| — | HOLOGIC INC | 2,500,000 | $2,727 | 0.2% | $1.02 | — | DEBT 2.000% 3/0 | 436440AC5 |
| — | PROSPECT CAPITAL CORPORATION | 2,600,000 | $2,717 | 0.2% | $1.06 | — | NOTE 5.375%10/1 | 74348TAK8 |
| FANG | DIAMONDBACK ENERGY INC | 24,915 | $2,213 | 0.1% | $58.84 | 0.0% | COM | 25278X109 |
| VLO | VALERO ENERGY CORP NEW | 43,320 | $2,170 | 0.1% | $26.85 | +32.1% | COM | 91913Y100 |
| — | CEMEX SAB DE CV | 1,650,000 | $2,065 | 0.1% | $1.18 | — | NOTE 4.875% 3/1 | 151290AV5 |
| — | DRIL-QUIP INC | 18,700 | $2,043 | 0.1% | $109.88 | — | COM | 262037104 |
| — | CARRIZO OIL & GAS INC | 29,150 | $2,019 | 0.1% | $69.26 | — | COM | 144577103 |
| EMR | EMERSON ELEC CO | 30,000 | $1,991 | 0.1% | $48.18 | +2.0% | COM | 291011104 |
| — | KODIAK OIL & GAS CORP | 128,700 | $1,873 | 0.1% | $14.55 | — | COM | 50015Q100 |
| — | HEALTH CARE REIT INC | 1,500,000 | $1,856 | 0.1% | $1.13 | — | NOTE 3.000%12/0 | 42217KAR7 |
| — | OMNICOM GROUP INC | 1,400,000 | $1,853 | 0.1% | $1.34 | — | NOTE 7/3 | 681919AV8 |
| — | U S SILICA HLDGS INC | 31,599 | $1,752 | 0.1% | $55.44 | — | COM | 90346E103 |
| — | SOUTHWESTERN ENERGY CO | 38,500 | $1,751 | 0.1% | $39.90 | — | COM | 845467109 |
| — | NATIONAL OILWELL VARCO INC | 20,845 | $1,717 | 0.1% | $82.37 | — | COM | 637071101 |
| CTRA | CABOT OIL & GAS CORP | 48,807 | $1,666 | 0.1% | $25.93 | 0.0% | COM | 127097103 |
| — | PRAXAIR INC | 12,500 | $1,661 | 0.1% | $130.00 | — | COM | 74005P104 |
| — | AMERICAN RLTY CAP PPTYS INC | 1,500,000 | $1,571 | 0.1% | $1.05 | — | NOTE 3.750%12/1 | 02917TAB0 |
| — | ENCANA CORP | 66,000 | $1,568 | 0.1% | $18.63 | — | COM | 292505104 |
| — | ROSETTA RESOURCES INC | 28,110 | $1,542 | 0.1% | $54.86 | — | COM | 777779307 |
| — | AMERICAN RLTY CAP PPTYS INC | 1,500,000 | $1,519 | 0.1% | $1.01 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| — | RYLAND GROUP INC | 1,600,000 | $1,460 | 0.1% | $0.91 | — | NOTE 0.250% 6/0 | 783764AS2 |
| PTEN | PATTERSON UTI ENERGY INC | 40,285 | $1,408 | 0.1% | $32.83 | 0.0% | COM | 703481101 |
| — | PROSPECT CAPITAL CORPORATION | 1,300,000 | $1,379 | 0.1% | $1.06 | — | NOTE 5.750% 3/1 | 74348TAL6 |
| — | GRAN TIERRA ENERGY INC | 165,800 | $1,351 | 0.1% | $7.39 | — | COM | 38500T101 |
| CNI | CANADIAN NATL RY CO | 20,000 | $1,304 | 0.1% | $44.31 | +9.0% | COM | 136375102 |
| — | ARVINMERITOR INC | 1,200,000 | $1,262 | 0.1% | $1.05 | — | FRNT 4.000% 2/1 | 043353AH4 |
| MTZ | MASTEC INC | 40,145 | $1,237 | 0.1% | $37.68 | 0.0% | COM | 576323109 |
| PWR | QUANTA SVCS INC | 29,080 | $1,006 | 0.1% | $33.95 | 0.0% | COM | 74762E102 |
| — | GENERAL ELECTRIC CO | 36,500 | $959 | 0.1% | $28.03 | — | COM | 369604103 |
| — | DRESSER-RAND GROUP INC | 10,167 | $648 | 0.0% | $59.64 | — | COM | 261608103 |
| — | REX ENERGY CORPORATION | 29,700 | $526 | 0.0% | $19.52 | — | COM | 761565100 |