Location: London, United Kingdom
CIK: 0001535784 · Show all filings
Period: Q3 2014 (← Previous) (Next →)
Filing Date: Nov 17, 2014
Total Value: $1.414B (6.2% shares, 93.8% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | PRICELINE GRP INC | 137,750,000 | $155M | 11.0% | $1.18 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | INTEL CORP | 62,500,000 | $105M | 7.4% | $1.37 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | TESLA MTRS INC | 95,450,000 | $91.72M | 6.5% | $0.97 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | TEVA PHARMACEUTICAL FIN LLC | 54,107,000 | $69.79M | 4.9% | $1.13 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| — | SALESFORCE COM INC | 51,200,000 | $57.23M | 4.0% | $1.14 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | OMNICARE INC | 51,450,000 | $53.85M | 3.8% | $1.07 | — | DBCV 3.250%12/1 | 681904AL2 |
| — | GILEAD SCIENCES INC | 10,955,000 | $51.36M | 3.6% | $3.30 | — | NOTE 1.625% 5/0 | 375558AP8 |
| — | ANNALY CAP MGMT INC | 46,807,000 | $47.63M | 3.4% | $1.01 | — | NOTE 5.000% 5/1 | 035710AB8 |
| — | LIBERTY INTERACTIVE LLC | 32,650,000 | $43.66M | 3.1% | $1.34 | — | DEB 0.750% 3/3 | 530610AC8 |
| — | JDS UNIPHASE CORP | 41,500,000 | $42.28M | 3.0% | $1.02 | — | DBCV 0.625% 8/1 | 46612JAF8 |
| — | HOLOGIC INC | 34,200,000 | $37.43M | 2.6% | $1.07 | — | FRNT 12/1 | 436440AG6 |
| — | HOLOGIC INC | 28,550,000 | $34.16M | 2.4% | $1.20 | — | FRNT 2.000%12/1 | 436440AB7 |
| — | BIOMARIN PHARMACEUTICAL INC | 31,900,000 | $34.09M | 2.4% | $1.06 | — | NOTE 0.750%10/1 | 09061GAE1 |
| — | STARWOOD PPTY TR INC | 31,500,000 | $33.93M | 2.4% | $1.11 | — | NOTE 4.550% 3/0 | 85571BAA3 |
| — | ARES CAP CORP | 31,100,000 | $32.33M | 2.3% | $1.06 | — | NOTE 4.750% 1/1 | 04010LAJ2 |
| — | ELECTRONIC ARTS INC | 25,630,000 | $31.74M | 2.2% | $1.07 | — | NOTE 0.750% 7/1 | 285512AA7 |
| — | RPM INTL INC | 25,480,000 | $29.1M | 2.1% | $1.16 | — | NOTE 2.250%12/1 | 749685AT0 |
| — | MACQUARIE INFRASTR CO LLC | 23,880,000 | $26.6M | 1.9% | $1.11 | — | NOTE 2.875% 7/1 | 55608BAA3 |
| — | CONCUR TECHNOLOGIES INC | 19,700,000 | $25.83M | 1.8% | $1.12 | — | NOTE 0.500% 6/1 | 206708AC3 |
| — | ARES CAP CORP | 22,500,000 | $23.16M | 1.6% | $1.03 | — | NOTE 4.375% 1/1 | 04010LAM5 |
| — | LAM RESEARCH CORP | 17,050,000 | $23.03M | 1.6% | $1.33 | — | NOTE 1.250% 5/1 | 512807AL2 |
| — | CUBIST PHARMACEUTICALS INC | 20,250,000 | $22.57M | 1.6% | $1.11 | — | NOTE 1.875% 9/0 | 229678AH0 |
| — | SPIRIT RLTY CAP INC NEW | 22,850,000 | $22.33M | 1.6% | $1.00 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | OLD REP INTL CORP | 17,725,000 | $20.85M | 1.5% | $1.24 | — | NOTE 3.750% 3/1 | 680223AH7 |
| — | ARES CAP CORP | 19,500,000 | $20.45M | 1.4% | $1.06 | — | NOTE 4.875% 3/1 | 04010LAG8 |
| — | PROSPECT CAPITAL CORPORATION | 18,500,000 | $19.06M | 1.3% | $1.04 | — | NOTE 5.875% 1/1 | 74348TAM4 |
| — | SPIRIT RLTY CAP INC NEW | 14,600,000 | $14.32M | 1.0% | $1.00 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | WELLPOINT INC | 6,550,000 | $10.8M | 0.8% | $1.35 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | STARWOOD PPTY TR INC | 9,800,000 | $10.71M | 0.8% | $1.11 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| — | JEFFERIES GROUP INC NEW | 9,800,000 | $10.37M | 0.7% | $1.07 | — | DBCV 3.875%11/0 | 472319AG7 |
| — | MYLAN INC | 2,740,000 | $9.372M | 0.7% | $3.25 | — | NOTE 3.750% 9/1 | 628530AJ6 |
| — | ARES CAP CORP | 8,824,000 | $9.264M | 0.7% | $1.07 | — | NOTE 5.750% 2/0 | 04010LAB9 |
| — | FORD MTR CO DEL | 5,125,000 | $8.833M | 0.6% | $1.83 | — | NOTE 4.250%11/1 | 345370CN8 |
| — | NUANCE COMMUNICATIONS INC | 8,900,000 | $8.745M | 0.6% | $0.98 | — | NOTE 2.750%11/0 | 67020YAF7 |
| — | TIBCO SOFTWARE INC | 7,725,000 | $7.765M | 0.5% | $1.01 | — | NOTE 2.250% 5/0 | 88632QAB9 |
| — | CHESAPEAKE ENERGY CORP | 7,500,000 | $7.579M | 0.5% | $1.01 | — | NOTE 2.500% 5/1 | 165167CA3 |
| — | XILINX INC | 4,250,000 | $6.434M | 0.5% | $1.59 | — | NOTE 2.625% 6/1 | 983919AF8 |
| — | PRICELINE GRP INC | 4,750,000 | $6.353M | 0.4% | $1.38 | — | DEBT 1.000% 3/1 | 741503AQ9 |
| — | ARES CAP CORP | 5,800,000 | $6.087M | 0.4% | $1.06 | — | NOTE 5.125% 6/0 | 04010LAD5 |
| — | NOVELLUS SYS INC | 2,750,000 | $6.017M | 0.4% | $1.67 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | PROLOGIS | 5,200,000 | $5.472M | 0.4% | $1.13 | — | NOTE 3.250% 3/1 | 74340XAT8 |
| — | HESS CORP | 47,300 | $4.461M | 0.3% | $84.44 | — | COM | 42809H107 |
| — | BGC PARTNERS INC | 4,273,000 | $4.447M | 0.3% | $1.04 | — | NOTE 4.500% 7/1 | 05541TAD3 |
| — | MARATHON OIL CORP | 113,872 | $4.28M | 0.3% | $36.84 | — | COM | 565849106 |
| SLB | SCHLUMBERGER LTD | 41,913 | $4.262M | 0.3% | $65.05 | +22.2% | COM | 806857108 |
| — | INTEL CORP | 3,300,000 | $4.22M | 0.3% | $1.12 | — | SDCV 2.950%12/1 | 458140AD2 |
| — | ANADARKO PETE CORP | 41,365 | $4.196M | 0.3% | $97.20 | — | COM | 032511107 |
| HP | HELMERICH & PAYNE INC | 42,664 | $4.176M | 0.3% | $87.83 | +21.0% | COM | 423452101 |
| — | NOBLE ENERGY INC | 60,891 | $4.163M | 0.3% | $68.13 | — | COM | 655044105 |
| HAL | HALLIBURTON CO | 63,561 | $4.1M | 0.3% | $55.20 | 0.0% | COM | 406216101 |
| — | CIMAREX ENERGY CO | 30,800 | $3.897M | 0.3% | $108.40 | — | COM | 171798101 |
| COP | CONOCOPHILLIPS | 49,200 | $3.765M | 0.3% | $49.32 | +14.9% | COM | 20825C104 |
| SU | SUNCOR ENERGY INC NEW | 103,400 | $3.764M | 0.3% | $23.45 | +14.9% | COM | 867224107 |
| — | FOREST CITY ENTERPRISES INC | 3,600,000 | $3.717M | 0.3% | $1.03 | — | NOTE 3.625% 8/1 | 345550AR8 |
| — | ON SEMICONDUCTOR CORP | 3,000,000 | $3.414M | 0.2% | $1.11 | — | NOTE 2.625%12/1 | 682189AH8 |
| — | PROSPECT CAPITAL CORPORATION | 3,100,000 | $3.176M | 0.2% | $1.05 | — | NOTE 5.375%10/1 | 74348TAK8 |
| — | HOLOGIC INC | 2,850,000 | $3.038M | 0.2% | $1.03 | — | DEBT 2.000% 3/0 | 436440AC5 |
| — | NATIONAL HEALTH INVS INC | 3,000,000 | $2.979M | 0.2% | $1.01 | — | NOTE 3.250% 4/0 | 63633DAE4 |
| — | KODIAK OIL & GAS CORP | 217,700 | $2.954M | 0.2% | $14.15 | — | COM | 50015Q100 |
| EQT | EQT CORP | 31,900 | $2.92M | 0.2% | $44.17 | +10.0% | COM | 26884L109 |
| — | U S SILICA HLDGS INC | 46,499 | $2.907M | 0.2% | $57.71 | — | COM | 90346E103 |
| — | OASIS PETE INC NEW | 63,136 | $2.64M | 0.2% | $50.09 | — | COM | 674215108 |
| KMI | KINDER MORGAN INC DEL | 68,000 | $2.607M | 0.2% | $21.42 | 0.0% | COM | 49456B101 |
| EOG | EOG RES INC | 25,014 | $2.477M | 0.2% | $68.07 | +16.5% | COM | 26875P101 |
| FANG | DIAMONDBACK ENERGY INC | 32,515 | $2.431M | 0.2% | $59.73 | +4.9% | COM | 25278X109 |
| CTRA | CABOT OIL & GAS CORP | 66,307 | $2.168M | 0.2% | $25.48 | -5.0% | COM | 127097103 |
| — | LAM RESEARCH CORP | 1,700,000 | $2.161M | 0.2% | $1.14 | — | NOTE 0.500% 5/1 | 512807AJ7 |
| PTEN | PATTERSON UTI ENERGY INC | 61,585 | $2.003M | 0.1% | $33.22 | +2.2% | COM | 703481101 |
| — | NATIONAL OILWELL VARCO INC | 25,345 | $1.929M | 0.1% | $81.26 | — | COM | 637071101 |
| — | CARRIZO OIL & GAS INC | 35,450 | $1.908M | 0.1% | $66.52 | — | COM | 144577103 |
| EMR | EMERSON ELEC CO | 30,000 | $1.877M | 0.1% | $48.18 | -0.9% | COM | 291011104 |
| — | HEALTH CARE REIT INC | 1,500,000 | $1.845M | 0.1% | $1.13 | — | NOTE 3.000%12/0 | 42217KAR7 |
| — | ROSETTA RESOURCES INC | 39,210 | $1.747M | 0.1% | $51.94 | — | COM | 777779307 |
| — | AMERICAN RLTY CAP PPTYS INC | 1,700,000 | $1.721M | 0.1% | $1.04 | — | NOTE 3.750%12/1 | 02917TAB0 |
| FLS | FLOWSERVE CORP | 24,000 | $1.692M | 0.1% | $59.57 | 0.0% | COM | 34354P105 |
| — | DRIL-QUIP INC | 18,700 | $1.672M | 0.1% | $109.88 | — | COM | 262037104 |
| — | BONANZA CREEK ENERGY INC | 28,500 | $1.622M | 0.1% | $56.91 | — | COM | 097793103 |
| — | PRAXAIR INC | 12,500 | $1.613M | 0.1% | $130.00 | — | COM | 74005P104 |
| — | ROYAL GOLD INC | 1,500,000 | $1.578M | 0.1% | $0.98 | — | NOTE 2.875% 6/1 | 780287AA6 |
| — | FIFTH STR FIN CORP | 1,500,000 | $1.569M | 0.1% | $1.05 | — | NOTE 5.375% 4/0 | 31679BAC4 |
| — | RYLAND GROUP INC | 1,600,000 | $1.503M | 0.1% | $0.91 | — | NOTE 0.250% 6/0 | 783764AS2 |
| — | AMERICAN RLTY CAP PPTYS INC | 1,500,000 | $1.502M | 0.1% | $1.01 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| PWR | QUANTA SVCS INC | 40,780 | $1.48M | 0.1% | $34.22 | +2.0% | COM | 74762E102 |
| CNI | CANADIAN NATL RY CO | 20,000 | $1.428M | 0.1% | $44.31 | +27.4% | COM | 136375102 |
| — | ENCANA CORP | 66,000 | $1.41M | 0.1% | $18.63 | — | COM | 292505104 |
| — | PROSPECT CAPITAL CORPORATION | 1,300,000 | $1.363M | 0.1% | $1.06 | — | NOTE 5.750% 3/1 | 74348TAL6 |
| — | SOUTHWESTERN ENERGY CO | 38,500 | $1.346M | 0.1% | $39.90 | — | COM | 845467109 |
| VLO | VALERO ENERGY CORP NEW | 28,320 | $1.31M | 0.1% | $26.85 | +21.5% | COM | 91913Y100 |
| MTZ | MASTEC INC | 42,145 | $1.29M | 0.1% | $37.30 | -20.3% | COM | 576323109 |
| — | ARVINMERITOR INC | 1,200,000 | $1.243M | 0.1% | $1.05 | — | FRNT 4.000% 2/1 | 043353AH4 |
| MEOH | METHANEX CORP | 14,000 | $940K | 0.1% | $66.15 | 0.0% | COM | 59151K108 |
| — | GRAN TIERRA ENERGY INC | 165,800 | $922K | 0.1% | $7.39 | — | COM | 38500T101 |
| — | MICRON TECHNOLOGY INC | 550,000 | $725K | 0.1% | $1.32 | — | NOTE 3.000%11/1 | 595112AY9 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 700,000 | $716K | 0.1% | $1.02 | — | NOTE 1.250% 7/0 | 01988PAD0 |
| — | TESLA MTRS INC | 650,000 | $621K | 0.0% | $0.97 | — | NOTE 0.250% 3/0 | 88160RAB7 |
| — | MICROCHIP TECHNOLOGY INC | 225,000 | $418K | 0.0% | $1.86 | — | SDCV 2.125%12/1 | 595017AB0 |
| — | MGM RESORTS INTERNATIONAL | 275,000 | $348K | 0.0% | $1.27 | — | NOTE 4.250% 4/1 | 55303QAE0 |
| — | SALIX PHARMACEUTICALS INC | 130,000 | $314K | 0.0% | $2.42 | — | NOTE 1.500% 3/1 | 795435AE6 |
| — | CUBIST PHARMACEUTICALS INC | 200,000 | $216K | 0.0% | $1.08 | — | NOTE 1.125% 9/0 | 229678AF4 |
| — | DEVELOPERS DIVERSIFIED RLTY | 100,000 | $116K | 0.0% | $1.12 | — | NOTE 1.750%11/1 | 251591AX1 |
| — | NUVASIVE INC | 100,000 | $113K | 0.0% | $1.13 | — | NOTE 2.750% 7/0 | 670704AC9 |
| — | NETSUITE INC | 100,000 | $104K | 0.0% | $1.04 | — | NOTE 0.250% 6/0 | 64118QAB3 |
| — | J2 GLOBAL INC | 100,000 | $100K | 0.0% | $1.00 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| — | CIENA CORP | 100,000 | $98,000 | 0.0% | $0.98 | — | NOTE 0.875% 6/1 | 171779AE1 |