Location: London, United Kingdom
CIK: 0001535784 · Show all filings
Period: Q4 2014 (← Previous) (Next →)
Filing Date: Feb 17, 2015
Total Value: $457M (83.1% shares, 16.9% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| CHKP | CHECK POINT SOFTWARE TECH LT | 652,554 | $51.27M | 11.2% | $74.30 | 0.0% | ORD | M22465104 |
| — | ANNALY CAP MGMT INC | 35,230,000 | $35.63M | 7.8% | $1.01 | — | NOTE 5.000% 5/1 | 035710AB8 |
| YUM | YUM BRANDS INC | 425,000 | $30.96M | 6.8% | $42.23 | 0.0% | COM | 988498101 |
| INTU | INTUIT | 293,895 | $27.09M | 5.9% | $81.30 | 0.0% | COM | 461202103 |
| SCI | SERVICE CORP INTL | 800,000 | $18.16M | 4.0% | $21.92 | 0.0% | COM | 817565104 |
| TXN | TEXAS INSTRS INC | 307,062 | $16.42M | 3.6% | $37.35 | 0.0% | COM | 882508104 |
| — | PRICELINE GRP INC | 13,800 | $15.73M | 3.4% | $1140.22 | — | COM NEW | 741503403 |
| — | SPIRIT RLTY CAP INC NEW | 13,600,000 | $13.34M | 2.9% | $1.00 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | TABLEAU SOFTWARE INC | 133,700 | $11.33M | 2.5% | $84.76 | — | CL A | 87336U105 |
| VZ | VERIZON COMMUNICATIONS INC | 229,270 | $10.78M | 2.4% | $27.66 | 0.0% | COM | 92343V104 |
| — | SANDISK CORP | 109,000 | $10.68M | 2.3% | $97.98 | — | COM | 80004C101 |
| — | SPLUNK INC | 170,000 | $10.02M | 2.2% | $58.95 | — | COM | 848637104 |
| — | RANDGOLD RES LTD | 141,000 | $9.505M | 2.1% | $67.41 | — | ADR | 752344309 |
| WMT | WAL-MART STORES INC | 89,300 | $7.708M | 1.7% | $21.83 | 0.0% | COM | 931142103 |
| — | PRICELINE GRP INC | 6,600,000 | $7.413M | 1.6% | $1.18 | — | NOTE 0.350% 6/1 | 741503AS5 |
| VWO | VANGUARD INTL EQUITY INDEX F | 176,838 | $7.113M | 1.6% | $40.22 | — | FTSE EMR MKT ETF | 922042858 |
| QCOM | QUALCOMM INC | 93,036 | $6.95M | 1.5% | $53.34 | 0.0% | COM | 747525103 |
| RGLD | ROYAL GOLD INC | 106,000 | $6.646M | 1.5% | $65.59 | 0.0% | COM | 780287108 |
| SNY | SANOFI | 136,522 | $6.227M | 1.4% | $45.61 | — | SPONSORED ADR | 80105N105 |
| TSM | TAIWAN SEMICONDUCTOR MFG LTD | 219,104 | $4.928M | 1.1% | $22.49 | — | SPONSORED ADR | 874039100 |
| WWD | WOODWARD INC | 88,524 | $4.38M | 1.0% | $45.94 | 0.0% | COM | 980745103 |
| MDLZ | MONDELEZ INTL INC | 101,500 | $3.706M | 0.8% | $28.41 | 0.0% | CL A | 609207105 |
| PFE | PFIZER INC | 118,200 | $3.682M | 0.8% | $17.97 | 0.0% | COM | 717081103 |
| — | WADDELL & REED FINL INC | 71,288 | $3.569M | 0.8% | $50.06 | — | CL A | 930059100 |
| — | WABCO HLDGS INC | 34,000 | $3.563M | 0.8% | $104.79 | — | COM | 92927K102 |
| — | CITY NATL CORP | 42,607 | $3.46M | 0.8% | $81.21 | — | COM | 178566105 |
| — | TESLA MTRS INC | 3,800,000 | $3.457M | 0.8% | $0.97 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | QLIK TECHNOLOGIES INC | 110,000 | $3.398M | 0.7% | $30.89 | — | COM | 74733T105 |
| SBNY | SIGNATURE BK NEW YORK N Y | 26,192 | $3.316M | 0.7% | $126.60 | — | COM | 82669G104 |
| — | PREMIER INC | 97,252 | $3.261M | 0.7% | $33.53 | — | CL A | 74051N102 |
| SLAB | SILICON LABORATORIES INC | 66,913 | $3.202M | 0.7% | $44.13 | 0.0% | COM | 826919102 |
| SPG | SIMON PPTY GROUP INC NEW | 17,310 | $3.168M | 0.7% | $102.84 | 0.0% | COM | 828806109 |
| — | STARWOOD PPTY TR INC | 2,800,000 | $2.862M | 0.6% | $1.02 | — | NOTE 3.750%10/1 | 85571BAC9 |
| TOL | TOLL BROTHERS INC | 80,810 | $2.769M | 0.6% | $32.62 | 0.0% | COM | 889478103 |
| — | YAHOO INC | 52,900 | $2.685M | 0.6% | $50.76 | — | COM | 984332106 |
| TJX | TJX COS INC NEW | 38,500 | $2.654M | 0.6% | $27.33 | 0.0% | COM | 872540109 |
| SSYS | STRATASYS LTD | 30,222 | $2.512M | 0.5% | $102.32 | 0.0% | SHS | M85548101 |
| BK | BANK NEW YORK MELLON CORP | 61,496 | $2.507M | 0.5% | $29.75 | 0.0% | COM | 064058100 |
| GM | GENERAL MTRS CO | 69,900 | $2.453M | 0.5% | $24.50 | 0.0% | COM | 37045V100 |
| WTM | WHITE MTNS INS GROUP LTD | 3,851 | $2.439M | 0.5% | $635.98 | 0.0% | COM | G9618E107 |
| — | YAHOO INC | 1,800,000 | $2.047M | 0.4% | $1.14 | — | NOTE 12/0 | 984332AF3 |
| — | SANDISK CORP | 1,670,000 | $2.022M | 0.4% | $1.21 | — | NOTE 0.500%10/1 | 80004CAF8 |
| — | MELLANOX TECHNOLOGIES LTD | 47,000 | $2.008M | 0.4% | $42.72 | — | SHS | M51363113 |
| — | LIBERTY GLOBAL PLC | 34,379 | $1.669M | 0.4% | $48.55 | — | SHS CL C | G5480U120 |
| — | TEVA PHARMACEUTICAL FIN LLC | 1,200,000 | $1.646M | 0.4% | $1.13 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| — | SPECTRA ENERGY CORP | 40,750 | $1.487M | 0.3% | $36.49 | — | COM | 847560109 |
| SRE | SEMPRA ENERGY | 13,200 | $1.477M | 0.3% | $38.47 | 0.0% | COM | 816851109 |
| — | TE CONNECTIVITY LTD | 22,850 | $1.453M | 0.3% | $63.59 | — | REG SHS | H84989104 |
| — | TIME WARNER INC | 16,900 | $1.451M | 0.3% | $85.86 | — | COM NEW | 887317303 |
| CMI | CUMMINS INC | 9,700 | $1.406M | 0.3% | $104.58 | 0.0% | COM | 231021106 |
| — | PROSPECT CAPITAL CORPORATION | 1,300,000 | $1.308M | 0.3% | $1.06 | — | NOTE 5.750% 3/1 | 74348TAL6 |
| TRGP | TARGA RES CORP | 12,250 | $1.299M | 0.3% | $67.89 | 0.0% | COM | 87612G101 |
| — | MCGRAW HILL FINL INC | 14,400 | $1.288M | 0.3% | $89.44 | — | COM | 580645109 |
| PRGO | PERRIGO CO PLC | 7,200 | $1.21M | 0.3% | $156.40 | 0.0% | SHS | G97822103 |
| USB | US BANCORP DEL | 26,292 | $1.188M | 0.3% | $29.12 | 0.0% | COM NEW | 902973304 |
| — | OLD REP INTL CORP | 1,000,000 | $1.181M | 0.3% | $1.24 | — | NOTE 3.750% 3/1 | 680223AH7 |
| — | DELPHI AUTOMOTIVE PLC | 15,900 | $1.162M | 0.3% | $73.08 | — | SHS | G27823106 |
| PWR | QUANTA SVCS INC | 40,780 | $1.158M | 0.3% | $34.22 | -10.0% | COM | 74762E102 |
| VNO | VORNADO RLTY TR | 9,655 | $1.142M | 0.2% | $118.28 | — | SH BEN INT | 929042109 |
| — | PIONEER NAT RES CO | 7,600 | $1.137M | 0.2% | $149.61 | — | COM | 723787107 |
| — | ACTAVIS PLC | 4,333 | $1.121M | 0.2% | $258.71 | — | SHS | G0083B108 |
| — | BLACKROCK INC | 3,079 | $1.106M | 0.2% | $359.21 | — | COM | 09247X101 |
| — | TYCO INTL PLC | 25,050 | $1.104M | 0.2% | $44.07 | — | SHS | G91442106 |
| — | U S SILICA HLDGS INC | 42,649 | $1.101M | 0.2% | $57.71 | — | COM | 90346E103 |
| ZBH | ZIMMER HLDGS INC | 9,140 | $1.042M | 0.2% | $96.21 | 0.0% | COM | 98956P102 |
| — | SPIRIT RLTY CAP INC NEW | 1,050,000 | $1.029M | 0.2% | $1.00 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| TEVA | TEVA PHARMACEUTICAL INDS LTD | 17,013 | $978K | 0.2% | $57.49 | — | ADR | 881624209 |
| — | STARWOOD PPTY TR INC | 860,000 | $922K | 0.2% | $1.11 | — | NOTE 4.550% 3/0 | 85571BAA3 |
| — | SERVICENOW INC | 800,000 | $914K | 0.2% | $1.14 | — | NOTE 11/0 | 81762PAB8 |
| — | SIGMA ALDRICH CORP | 6,500 | $897K | 0.2% | $138.00 | — | COM | 826552101 |
| PGR | PROGRESSIVE CORP OHIO | 32,700 | $887K | 0.2% | $18.92 | 0.0% | COM | 743315103 |
| — | TWENTY FIRST CENTY FOX INC | 22,500 | $868K | 0.2% | $38.58 | — | CL A | 90130A101 |
| — | RAYTHEON CO | 7,820 | $850K | 0.2% | $108.70 | — | COM NEW | 755111507 |
| — | UMPQUA HLDGS CORP | 49,400 | $845K | 0.2% | $17.11 | — | COM | 904214103 |
| RHI | ROBERT HALF INTL INC | 14,413 | $841K | 0.2% | $54.27 | 0.0% | COM | 770323103 |
| MO | ALTRIA GROUP INC | 16,550 | $820K | 0.2% | $23.76 | 0.0% | COM | 02209S103 |
| VFC | V F CORP | 10,767 | $806K | 0.2% | $66.14 | 0.0% | COM | 918204108 |
| RCL | ROYAL CARIBBEAN CRUISES LTD | 9,600 | $795K | 0.2% | $61.30 | 0.0% | COM | V7780T103 |
| V | VISA INC | 2,995 | $789K | 0.2% | $55.69 | 0.0% | COM CL A | 92826C839 |
| — | SBA COMMUNICATIONS CORP | 7,000 | $779K | 0.2% | $111.29 | — | COM | 78388J106 |
| — | BUNGE LIMITED | 8,500 | $777K | 0.2% | $91.41 | — | COM | G16962105 |
| RF | REGIONS FINL CORP NEW | 73,112 | $776K | 0.2% | $6.80 | 0.0% | COM | 7591EP100 |
| WSM | WILLIAMS SONOMA INC | 10,253 | $776K | 0.2% | $26.72 | 0.0% | COM | 969904101 |
| SWKS | SKYWORKS SOLUTIONS INC | 10,500 | $767K | 0.2% | $49.85 | 0.0% | COM | 83088M102 |
| META | FACEBOOK INC | 9,720 | $762K | 0.2% | $75.91 | 0.0% | CL A | 30303M102 |
| — | TWITTER INC | 20,400 | $735K | 0.2% | $36.03 | — | COM | 90184L102 |
| VMC | VULCAN MATLS CO | 10,943 | $723K | 0.2% | $57.64 | 0.0% | COM | 929160109 |
| — | RPM INTL INC | 600,000 | $702K | 0.2% | $1.16 | — | NOTE 2.250%12/1 | 749685AT0 |
| — | STAPLES INC | 38,100 | $694K | 0.2% | $18.22 | — | COM | 855030102 |
| — | RED HAT INC | 9,700 | $674K | 0.1% | $69.48 | — | COM | 756577102 |
| WYNN | WYNN RESORTS LTD | 4,400 | $658K | 0.1% | $146.40 | 0.0% | COM | 983134107 |
| SLB | SCHLUMBERGER LTD | 7,698 | $657K | 0.1% | $65.05 | +3.5% | COM | 806857108 |
| — | MALLINCKRODT PUB LTD CO | 6,600 | $657K | 0.1% | $99.55 | — | SHS | G5785G107 |
| — | XILINX INC | 14,600 | $635K | 0.1% | $43.49 | — | COM | 983919101 |
| MRK | MERCK & CO INC NEW | 11,100 | $630K | 0.1% | $39.35 | 0.0% | COM | 58933Y105 |
| — | GILEAD SCIENCES INC | 150,000 | $621K | 0.1% | $3.30 | — | NOTE 1.625% 5/0 | 375558AP8 |
| — | ROCKWELL COLLINS INC | 7,200 | $611K | 0.1% | $84.86 | — | COM | 774341101 |
| TSCO | TRACTOR SUPPLY CO | 7,700 | $610K | 0.1% | $12.19 | 0.0% | COM | 892356106 |
| — | TRW AUTOMOTIVE HLDGS CORP | 5,800 | $600K | 0.1% | $103.45 | — | COM | 87264S106 |
| — | PROSPECT CAPITAL CORPORATION | 600,000 | $599K | 0.1% | $1.04 | — | NOTE 5.875% 1/1 | 74348TAM4 |
| REGN | REGENERON PHARMACEUTICALS | 1,424 | $587K | 0.1% | $391.09 | 0.0% | COM | 75886F107 |
| SBUX | STARBUCKS CORP | 7,000 | $577K | 0.1% | $31.27 | 0.0% | COM | 855244109 |
| WEN | WENDYS CO | 63,609 | $575K | 0.1% | $8.44 | 0.0% | COM | 95058W100 |
| DGX | QUEST DIAGNOSTICS INC | 8,400 | $566K | 0.1% | $50.52 | 0.0% | COM | 74834L100 |
| PM | PHILIP MORRIS INTL INC | 6,800 | $554K | 0.1% | $49.22 | 0.0% | COM | 718172109 |
| PRAA | PRA GROUP INC | 9,477 | $549K | 0.1% | $59.03 | 0.0% | COM | 69354N106 |
| TRIP | TRIPADVISOR INC | 7,100 | $533K | 0.1% | $69.40 | 0.0% | COM | 896945201 |
| — | PROSPECT CAPITAL CORPORATION | 500,000 | $502K | 0.1% | $1.05 | — | NOTE 5.375%10/1 | 74348TAK8 |
| WMB | WILLIAMS COS INC DEL | 11,000 | $497K | 0.1% | $27.17 | 0.0% | COM | 969457100 |
| LYB | LYONDELLBASELL INDUSTRIES N | 6,200 | $495K | 0.1% | $47.78 | 0.0% | SHS - A - | N53745100 |
| WAB | WABTEC CORP | 5,500 | $480K | 0.1% | $79.15 | 0.0% | COM | 929740108 |
| SEE | SEALED AIR CORP NEW | 11,116 | $474K | 0.1% | $31.29 | 0.0% | COM | 81211K100 |
| WDAY | WORKDAY INC | 5,700 | $468K | 0.1% | $86.37 | 0.0% | CL A | 98138H101 |
| — | XL GROUP PLC | 13,500 | $466K | 0.1% | $34.52 | — | SHS | G98290102 |
| CRM | SALESFORCE COM INC | 7,700 | $459K | 0.1% | $58.25 | 0.0% | COM | 79466L302 |
| — | ROCK-TENN CO | 7,400 | $454K | 0.1% | $61.35 | — | CL A | 772739207 |
| — | SHIRE PLC | 2,080 | $442K | 0.1% | $212.50 | — | SPONSORED ADR | 82481R106 |
| — | PHARMACYCLICS INC | 3,600 | $442K | 0.1% | $122.78 | — | COM | 716933106 |
| ULTA | ULTA SALON COSMETCS & FRAG I | 3,300 | $424K | 0.1% | $122.58 | 0.0% | COM | 90384S303 |
| SHW | SHERWIN WILLIAMS CO | 1,600 | $423K | 0.1% | $70.99 | 0.0% | COM | 824348106 |
| — | SENSATA TECHNOLOGIES HLDG NV | 8,000 | $421K | 0.1% | $52.63 | — | SHS | N7902X106 |
| RJF | RAYMOND JAMES FINANCIAL INC | 7,100 | $409K | 0.1% | $31.14 | 0.0% | COM | 754730109 |
| — | PRICELINE GRP INC | 300,000 | $398K | 0.1% | $1.38 | — | DEBT 1.000% 3/1 | 741503AQ9 |
| ZION | ZIONS BANCORPORATION | 13,812 | $394K | 0.1% | $28.21 | 0.0% | COM | 989701107 |
| PEG | PUBLIC SVC ENTERPRISE GROUP | 9,400 | $391K | 0.1% | $27.23 | 0.0% | COM | 744573106 |
| FLEX | FLEXTRONICS INTL LTD | 34,588 | $389K | 0.1% | $7.91 | 0.0% | ORD | Y2573F102 |
| — | BB&T CORP | 9,800 | $383K | 0.1% | $39.08 | — | COM | 054937107 |
| ZTS | ZOETIS INC | 8,770 | $379K | 0.1% | $37.22 | 0.0% | CL A | 98978V103 |
| OXY | OCCIDENTAL PETE CORP DEL | 4,427 | $359K | 0.1% | $59.30 | 0.0% | COM | 674599105 |
| SEIC | SEI INVESTMENTS CO | 8,900 | $358K | 0.1% | $33.37 | 0.0% | COM | 784117103 |
| LUV | SOUTHWEST AIRLS CO | 8,262 | $351K | 0.1% | $32.93 | 0.0% | COM | 844741108 |
| ARW | ARROW ELECTRS INC | 6,000 | $349K | 0.1% | $55.61 | 0.0% | COM | 042735100 |
| PCG | PG&E CORP | 6,499 | $348K | 0.1% | $44.42 | 0.0% | COM | 69331C108 |
| — | UNITED TECHNOLOGIES CORP | 3,000 | $347K | 0.1% | $115.67 | — | COM | 913017109 |
| VTR | VENTAS INC | 4,800 | $346K | 0.1% | $48.29 | 0.0% | COM | 92276F100 |
| — | SUNTRUST BKS INC | 8,181 | $345K | 0.1% | $42.17 | — | COM | 867914103 |
| SO | SOUTHERN CO | 6,932 | $342K | 0.1% | $29.49 | 0.0% | COM | 842587107 |
| UAA | UNDER ARMOUR INC | 5,000 | $341K | 0.1% | $33.70 | 0.0% | CL A | 904311107 |
| UNH | UNITEDHEALTH GROUP INC | 3,308 | $336K | 0.1% | $79.25 | 0.0% | COM | 91324P102 |
| PG | PROCTER & GAMBLE CO | 3,652 | $334K | 0.1% | $64.60 | 0.0% | COM | 742718109 |
| — | JARDEN CORP | 250,000 | $333K | 0.1% | $1.33 | — | NOTE 1.500% 6/1 | 471109AL2 |
| TRV | TRAVELERS COMPANIES INC | 3,110 | $331K | 0.1% | $78.95 | 0.0% | COM | 89417E109 |
| ETN | EATON CORP PLC | 4,778 | $326K | 0.1% | $50.65 | 0.0% | SHS | G29183103 |
| PHM | PULTE GROUP INC | 15,100 | $326K | 0.1% | $17.32 | 0.0% | COM | 745867101 |
| — | MEDTRONIC INC | 4,417 | $321K | 0.1% | $72.67 | — | COM | 585055106 |
| OMC | OMNICOM GROUP INC | 4,054 | $316K | 0.1% | $50.26 | 0.0% | COM | 681919106 |
| XOM | EXXON MOBIL CORP | 3,350 | $311K | 0.1% | $58.00 | 0.0% | COM | 30231G102 |
| GRMN | GARMIN LTD | 5,700 | $303K | 0.1% | $38.96 | 0.0% | SHS | H2906T109 |
| — | STERICYCLE INC | 2,289 | $302K | 0.1% | $131.94 | — | COM | 858912108 |
| — | WINDSTREAM HLDGS INC | 35,000 | $290K | 0.1% | $8.29 | — | COM | 97382A101 |
| SYK | STRYKER CORP | 3,000 | $283K | 0.1% | $77.85 | 0.0% | COM | 863667101 |
| MET | METLIFE INC | 5,000 | $272K | 0.1% | $32.77 | 0.0% | COM | 59156R108 |
| SON | SONOCO PRODS CO | 6,000 | $264K | 0.1% | $28.56 | 0.0% | COM | 835495102 |
| SCHW | SCHWAB CHARLES CORP NEW | 8,659 | $263K | 0.1% | $24.85 | 0.0% | COM | 808513105 |
| — | CREE INC | 8,100 | $262K | 0.1% | $32.35 | — | COM | 225447101 |
| PFG | PRINCIPAL FINL GROUP INC | 5,000 | $261K | 0.1% | $34.51 | 0.0% | COM | 74251V102 |
| VLO | VALERO ENERGY CORP NEW | 5,200 | $259K | 0.1% | $26.85 | +17.3% | COM | 91913Y100 |
| — | NOBLE CORP PLC | 15,100 | $251K | 0.1% | $16.62 | — | SHS USD | G65431101 |
| — | QUINTILES TRANSNATIO HLDGS I | 4,000 | $237K | 0.1% | $59.25 | — | COM | 74876Y101 |
| SSL | SASOL LTD | 6,200 | $235K | 0.1% | $37.90 | — | SPONSORED ADR | 803866300 |
| URBN | URBAN OUTFITTERS INC | 6,600 | $233K | 0.1% | $32.41 | 0.0% | COM | 917047102 |
| — | SYMANTEC CORP | 8,900 | $229K | 0.1% | $25.73 | — | COM | 871503108 |
| — | SALESFORCE COM INC | 200,000 | $227K | 0.0% | $1.14 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | VIACOM INC NEW | 2,952 | $223K | 0.0% | $75.54 | — | CL B | 92553P201 |
| — | MARKIT LTD | 8,317 | $220K | 0.0% | $26.45 | — | SHS | G58249106 |
| PRU | PRUDENTIAL FINL INC | 2,372 | $216K | 0.0% | $53.15 | 0.0% | COM | 744320102 |
| PNW | PINNACLE WEST CAP CORP | 3,096 | $213K | 0.0% | $40.25 | 0.0% | COM | 723484101 |
| — | XEROX CORP | 14,941 | $208K | 0.0% | $13.92 | — | COM | 984121103 |
| — | SPRINT CORP | 49,365 | $206K | 0.0% | $4.17 | — | COM SER 1 | 85207U105 |
| WM | WASTE MGMT INC DEL | 3,892 | $201K | 0.0% | $39.05 | 0.0% | COM | 94106L109 |
| — | SUPERIOR ENERGY SVCS INC | 9,900 | $200K | 0.0% | $20.20 | — | COM | 868157108 |
| — | WEATHERFORD INTL PLC | 14,300 | $165K | 0.0% | $11.54 | — | ORD SHS | G48833100 |