American Beacon Advisors, Inc. Quant / Systematic

CIK: 0000908758 · Show all filings

Period: Q2 2014 (← Previous) (Next →)

Filing Date: May 14, 2015

Total Value ($000): $18,276 (59.6% shares, 40.4% debt)

Holdings (8)

— ANNALY CAPITAL MANAGEMENT 24.9%

Value ($000) $4,550 Shares 4,450,000 Est. Cost $1.02 Unrealized —

— ANNALY CAPITAL MANAGEMENT 22.5%

Value ($000) $4,103 Shares 359,000 Est. Cost $10.65 Unrealized —

— TITAN MACHINERY INC 15.5%

Value ($000) $2,838 Shares 3,250,000 Est. Cost $0.85 Unrealized —

OHI OMEGA HEALTHCARE INVESTORS 12.1%

Value ($000) $2,212 Shares 60,000 Est. Cost $31.02 Unrealized —

— CVR PARTNERS LP MLP 12.0%

Value ($000) $2,198 Shares 117,600 Est. Cost $16.46 Unrealized —

— TERRA NITROGEN COMPANY LP MLP NPV 11.6%

Value ($000) $2,114 Shares 14,650 Est. Cost $152.15 Unrealized —

GM GENERAL MOTORS CO 1.3%

Value ($000) $232 Shares 6,381 Est. Cost $23.62 Unrealized +11.3%

— DEX MEDIA INC 0.2%

Value ($000) $29 Shares 2,606 Est. Cost $17.65 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	ANNALY CAPITAL MANAGEMENT	4,450,000	$4,550	24.9%	$1.02	—	NOTE	035710AB8
—	ANNALY CAPITAL MANAGEMENT	359,000	$4,103	22.5%	$10.65	—	COM	035710409
—	TITAN MACHINERY INC	3,250,000	$2,838	15.5%	$0.85	—	NOTE	88830RAB7
OHI	OMEGA HEALTHCARE INVESTORS	60,000	$2,212	12.1%	$31.02	—	COM	681936100
—	CVR PARTNERS LP MLP	117,600	$2,198	12.0%	$16.46	—	COM	126633106
—	TERRA NITROGEN COMPANY LP MLP NPV	14,650	$2,114	11.6%	$152.15	—	COM	881005201
GM	GENERAL MOTORS CO	6,381	$232	1.3%	$23.62	+11.3%	COM	37045V100
—	DEX MEDIA INC	2,606	$29	0.2%	$17.65	—	COM	25213A107