American Beacon Advisors, Inc. Quant / Systematic

CIK: 0000908758 · Show all filings

Period: Q3 2014 (← Previous) (Next →)

Filing Date: May 14, 2015

Total Value ($000): $20,355 (53.6% shares, 46.4% debt)

Holdings (8)

— ANNALY CAPITAL MANAGEMENT 30.6%

Value ($000) $6,235 Shares 6,173,000 Est. Cost $1.01 Unrealized —

— ANNALY CAPITAL MANAGEMENT 18.8%

Value ($000) $3,834 Shares 359,000 Est. Cost $10.65 Unrealized —

— TITAN MACHINERY INC 15.8%

Value ($000) $3,210 Shares 4,200,000 Est. Cost $0.83 Unrealized —

— CVR PARTNERS LP MLP 13.2%

Value ($000) $2,681 Shares 195,275 Est. Cost $15.38 Unrealized —

— TERRA NITROGEN COMPANY LP MLP NPV 10.4%

Value ($000) $2,115 Shares 14,650 Est. Cost $152.15 Unrealized —

OHI OMEGA HEALTHCARE INVESTORS 10.1%

Value ($000) $2,051 Shares 60,000 Est. Cost $31.02 Unrealized —

GM GENERAL MOTORS CO 1.0%

Value ($000) $204 Shares 6,381 Est. Cost $23.62 Unrealized +12.2%

— DEX MEDIA INC 0.1%

Value ($000) $25 Shares 2,606 Est. Cost $17.65 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	ANNALY CAPITAL MANAGEMENT	6,173,000	$6,235	30.6%	$1.01	—	NOTE	035710AB8
—	ANNALY CAPITAL MANAGEMENT	359,000	$3,834	18.8%	$10.65	—	COM	035710409
—	TITAN MACHINERY INC	4,200,000	$3,210	15.8%	$0.83	—	NOTE	88830RAB7
—	CVR PARTNERS LP MLP	195,275	$2,681	13.2%	$15.38	—	COM	126633106
—	TERRA NITROGEN COMPANY LP MLP NPV	14,650	$2,115	10.4%	$152.15	—	COM	881005201
OHI	OMEGA HEALTHCARE INVESTORS	60,000	$2,051	10.1%	$31.02	—	COM	681936100
GM	GENERAL MOTORS CO	6,381	$204	1.0%	$23.62	+12.2%	COM	37045V100
—	DEX MEDIA INC	2,606	$25	0.1%	$17.65	—	COM	25213A107