Location: London, United Kingdom
CIK: 0001535784 · Show all filings
Period: Q1 2015 (← Previous) (Next →)
Filing Date: May 15, 2015
Total Value: $1.278B (4.5% shares, 95.5% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | PRICELINE GRP INC | 130,500,000 | $150M | 11.7% | $1.15 | $1.15 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | INTEL CORP | 47,150,000 | $74.89M | 5.9% | $1.59 | $1.59 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | AKAMAI TECHNOLOGIES INC | 64,100,000 | $69.65M | 5.5% | $1.09 | $1.09 | — | DBCV 2/1 | 00971TAG6 |
| — | TEVA PHARMACEUTICAL FIN LLC | 42,807,000 | $64.15M | 5.0% | $1.50 | $1.49 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| — | SANDISK CORP | 61,745,000 | $62.53M | 4.9% | $1.01 | $1.02 | — | NOTE 0.500%10/1 | 80004CAF8 |
| — | SALESFORCE COM INC | 49,875,000 | $60.18M | 4.7% | $1.21 | $1.21 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | TESLA MTRS INC | 70,070,000 | $59.61M | 4.7% | $0.85 | $0.86 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | ANNALY CAP MGMT INC | 54,307,000 | $55.24M | 4.3% | $1.02 | $1.02 | — | NOTE 5.000% 5/1 | 035710AB8 |
| — | BIOMARIN PHARMACEUTICAL INC | 31,500,000 | $46.85M | 3.7% | $1.49 | $1.49 | — | NOTE 0.750%10/1 | 09061GAE1 |
| — | JDS UNIPHASE CORP | 39,900,000 | $41.64M | 3.3% | $1.04 | $1.04 | — | DBCV 0.625% 8/1 | 46612JAF8 |
| — | HOLOGIC INC | 25,450,000 | $31.79M | 2.5% | $1.25 | $1.25 | — | DEBT 2.000% 3/0 | 436440AC5 |
| — | SERVICENOW INC | 24,700,000 | $30.63M | 2.4% | $1.24 | $1.24 | — | NOTE 11/0 | 81762PAB8 |
| — | RPM INTL INC | 25,480,000 | $30.26M | 2.4% | $1.19 | $1.19 | — | NOTE 2.250%12/1 | 749685AT0 |
| — | STARWOOD PPTY TR INC | 26,400,000 | $29.26M | 2.3% | $1.11 | $1.11 | — | NOTE 4.550% 3/0 | 85571BAA3 |
| — | MACQUARIE INFRASTR CO LLC | 23,380,000 | $27.93M | 2.2% | $1.19 | $1.19 | — | NOTE 2.875% 7/1 | 55608BAA3 |
| — | ARES CAP CORP | 24,800,000 | $26.16M | 2.0% | $1.05 | $1.05 | — | NOTE 4.750% 1/1 | 04010LAJ2 |
| — | HOLOGIC INC | 16,950,000 | $25.21M | 2.0% | $1.49 | $1.49 | — | FRNT 2.000%12/1 | 436440AB7 |
| — | JARDEN CORP | 19,750,000 | $23.69M | 1.9% | $1.20 | $1.20 | — | NOTE 1.125% 3/1 | 471109AM0 |
| — | SPIRIT RLTY CAP INC NEW | 22,850,000 | $23.11M | 1.8% | $1.01 | $1.01 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | OLD REP INTL CORP | 17,725,000 | $21.16M | 1.7% | $1.19 | $1.20 | — | NOTE 3.750% 3/1 | 680223AH7 |
| — | ARES CAP CORP | 20,000,000 | $21.02M | 1.6% | $1.05 | $1.05 | — | NOTE 4.375% 1/1 | 04010LAM5 |
| — | LAM RESEARCH CORP | 15,700,000 | $20.5M | 1.6% | $1.31 | $1.31 | — | NOTE 1.250% 5/1 | 512807AL2 |
| — | ARES CAP CORP | 19,500,000 | $20.48M | 1.6% | $1.05 | $1.05 | — | NOTE 4.875% 3/1 | 04010LAG8 |
| — | JARDEN CORP | 12,600,000 | $18.13M | 1.4% | $1.44 | $1.44 | — | NOTE 1.500% 6/1 | 471109AL2 |
| — | STARWOOD PPTY TR INC | 16,400,000 | $17.3M | 1.4% | $1.05 | $1.05 | — | NOTE 3.750%10/1 | 85571BAC9 |
| — | SPIRIT RLTY CAP INC NEW | 14,250,000 | $14.38M | 1.1% | $1.01 | $1.00 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | PROSPECT CAPITAL CORPORATION | 13,500,000 | $13.71M | 1.1% | $1.02 | $1.02 | — | NOTE 5.875% 1/1 | 74348TAM4 |
| — | TESLA MTRS INC | 15,300,000 | $13.53M | 1.1% | $0.88 | $0.88 | — | NOTE 0.250% 3/0 | 88160RAB7 |
| — | STARWOOD PPTY TR INC | 11,300,000 | $13.09M | 1.0% | $1.16 | $1.16 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| — | WELLPOINT INC | 5,820,000 | $11.95M | 0.9% | $2.05 | $2.05 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | MYLAN INC | 2,590,000 | $11.52M | 0.9% | $4.45 | $4.45 | — | NOTE 3.750% 9/1 | 628530AJ6 |
| — | GILEAD SCIENCES INC | 2,380,000 | $10.24M | 0.8% | $4.30 | $4.24 | — | NOTE 1.625% 5/0 | 375558AP8 |
| — | ARES CAP CORP | 9,824,000 | $10.21M | 0.8% | $1.04 | $1.04 | — | NOTE 5.750% 2/0 | 04010LAB9 |
| — | WELLS FARGO & CO NEW | 6,900 | $8.443M | 0.7% | $1223.62 | $1223.62 | — | PERP PFD CNV A | 949746804 |
| — | CTRIP COM INTL LTD | 6,500,000 | $6.711M | 0.5% | $1.03 | $1.03 | — | NOTE 1.250%10/1 | 22943FAD2 |
| — | PRICELINE GRP INC | 4,650,000 | $6.307M | 0.5% | $1.36 | $1.36 | — | DEBT 1.000% 3/1 | 741503AQ9 |
| — | ARES CAP CORP | 5,800,000 | $6.09M | 0.5% | $1.05 | $1.05 | — | NOTE 5.125% 6/0 | 04010LAD5 |
| — | JEFFERIES GROUP INC NEW | 6,000,000 | $6.086M | 0.5% | $1.01 | $1.01 | — | DBCV 3.875%11/0 | 472319AG7 |
| — | NOVELLUS SYS INC | 2,700,000 | $5.537M | 0.4% | $2.05 | $2.05 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | BGC PARTNERS INC | 4,273,000 | $4.58M | 0.4% | $1.07 | $1.07 | — | NOTE 4.500% 7/1 | 05541TAD3 |
| — | HOLOGIC INC | 3,800,000 | $4.502M | 0.4% | $1.18 | $1.18 | — | FRNT 12/1 | 436440AG6 |
| — | XILINX INC | 2,750,000 | $4.074M | 0.3% | $1.48 | $1.48 | — | NOTE 2.625% 6/1 | 983919AF8 |
| — | INTEL CORP | 2,950,000 | $3.683M | 0.3% | $1.25 | $1.25 | — | SDCV 12/1 | 458140AD2 |
| — | CADENCE DESIGN SYSTEM INC | 1,500,000 | $3.642M | 0.3% | $2.43 | $2.43 | — | NOTE 2.625% 6/0 | 127387AJ7 |
| — | ON SEMICONDUCTOR CORP | 2,700,000 | $3.495M | 0.3% | $1.29 | $1.29 | — | NOTE 2.625%12/1 | 682189AH8 |
| — | PROSPECT CAPITAL CORPORATION | 3,100,000 | $3.154M | 0.2% | $1.02 | $1.02 | — | NOTE 5.375%10/1 | 74348TAK8 |
| — | ILLUMINA INC | 1,400,000 | $3.098M | 0.2% | $2.21 | $2.21 | — | NOTE 0.250% 3/1 | 452327AD1 |
| — | NOBLE ENERGY INC | 58,672 | $2.869M | 0.2% | $48.90 | $48.90 | — | COM | 655044105 |
| — | ANADARKO PETE CORP | 33,179 | $2.748M | 0.2% | $82.82 | $82.82 | — | COM | 032511107 |
| SLB | SCHLUMBERGER LTD | 30,408 | $2.537M | 0.2% | $83.43 * | $62.28 | -1.5% | COM | 806857108 |
| — | MARATHON OIL CORP | 94,049 | $2.456M | 0.2% | $26.11 | $26.11 | — | COM | 565849106 |
| DVN | DEVON ENERGY CORP NEW | 39,940 | $2.409M | 0.2% | $60.32 * | $41.56 | 0.0% | COM | 25179M103 |
| — | BAKER HUGHES INC | 37,459 | $2.382M | 0.2% | $63.59 | $63.59 | — | COM | 057224107 |
| LYB | LYONDELLBASELL INDUSTRIES N | 24,719 | $2.17M | 0.2% | $87.79 * | $46.98 | -0.6% | SHS - A - | N53745100 |
| — | HESS CORP | 31,547 | $2.141M | 0.2% | $67.87 | $67.87 | — | COM | 42809H107 |
| — | DEVELOPERS DIVERSIFIED RLTY | 1,600,000 | $2.017M | 0.2% | $1.26 | $1.26 | — | NOTE 1.750%11/1 | 251591AX1 |
| — | U S SILICA HLDGS INC | 55,049 | $1.96M | 0.2% | $35.60 | $52.73 | — | COM | 90346E103 |
| EOG | EOG RES INC | 21,314 | $1.954M | 0.2% | $91.68 * | $66.21 | 0.0% | COM | 26875P101 |
| — | LAM RESEARCH CORP | 1,600,000 | $1.924M | 0.2% | $1.20 | $1.20 | — | NOTE 0.500% 5/1 | 512807AJ7 |
| VLO | VALERO ENERGY CORP NEW | 29,520 | $1.878M | 0.1% | $63.62 * | $34.85 | +4.9% | COM | 91913Y100 |
| FANG | DIAMONDBACK ENERGY INC | 23,007 | $1.768M | 0.1% | $76.85 * | $53.65 | 0.0% | COM | 25278X109 |
| HP | HELMERICH & PAYNE INC | 25,614 | $1.744M | 0.1% | $68.09 * | $65.43 | 0.0% | COM | 423452101 |
| — | CONCHO RES INC | 14,670 | $1.701M | 0.1% | $115.95 | $115.95 | — | COM | 20605P101 |
| — | HOLLYFRONTIER CORP | 41,500 | $1.671M | 0.1% | $40.27 | $40.27 | — | COM | 436106108 |
| COP | CONOCOPHILLIPS | 26,700 | $1.662M | 0.1% | $62.25 * | $45.57 | 0.0% | COM | 20825C104 |
| — | SYNERGY RES CORP | 123,800 | $1.467M | 0.1% | $11.85 | $11.85 | — | COM | 87164P103 |
| — | CARRIZO OIL & GAS INC | 28,842 | $1.432M | 0.1% | $49.65 | $49.65 | — | COM | 144577103 |
| — | PROSPECT CAPITAL CORPORATION | 1,300,000 | $1.342M | 0.1% | $1.03 | $1.06 | — | NOTE 5.750% 3/1 | 74348TAL6 |
| — | SOUTHWESTERN ENERGY CO | 56,000 | $1.299M | 0.1% | $23.20 | $23.20 | — | COM | 845467109 |
| — | CONTINENTAL RESOURCES INC | 29,300 | $1.28M | 0.1% | $43.69 | $43.69 | — | COM | 212015101 |
| CTRA | CABOT OIL & GAS CORP | 43,207 | $1.276M | 0.1% | $29.53 * | $20.55 | 0.0% | COM | 127097103 |
| EQT | EQT CORP | 14,500 | $1.202M | 0.1% | $82.90 * | $38.93 | 0.0% | COM | 26884L109 |
| TRGP | TARGA RES CORP | 12,250 | $1.173M | 0.1% | $95.76 * | $67.89 | -18.3% | COM | 87612G101 |
| PWR | QUANTA SVCS INC | 40,780 | $1.163M | 0.1% | $28.52 * | $34.22 | -19.6% | COM | 74762E102 |
| FLS | FLOWSERVE CORP | 15,205 | $859K | 0.1% | $56.49 * | $46.87 | 0.0% | COM | 34354P105 |
| MTZ | MASTEC INC | 43,645 | $842K | 0.1% | $19.29 * | $19.99 | 0.0% | COM | 576323109 |
| — | ROSETTA RESOURCES INC | 47,878 | $815K | 0.1% | $17.02 | $17.02 | — | COM | 777779307 |
| — | GULFPORT ENERGY CORP | 17,700 | $813K | 0.1% | $45.93 | $45.93 | — | COM NEW | 402635304 |
| — | NUANCE COMMUNICATIONS INC | 800,000 | $796K | 0.1% | $0.99 | $0.99 | — | NOTE 2.750%11/0 | 67020YAF7 |
| — | BONANZA CREEK ENERGY INC | 31,500 | $777K | 0.1% | $24.67 | $24.67 | — | COM | 097793103 |
| — | WHITING PETE CORP NEW | 24,446 | $755K | 0.1% | $30.88 | $30.88 | — | COM | 966387102 |
| — | MICRON TECHNOLOGY INC | 500,000 | $535K | 0.0% | $1.07 | $1.07 | — | NOTE 3.000%11/1 | 595112AY9 |
| — | LIBERTY INTERACTIVE LLC | 270,000 | $378K | 0.0% | $1.40 | $1.40 | — | DEB 0.750% 3/3 | 530610AC8 |
| — | NEXTERA ENERGY INC | 5,500 | $360K | 0.0% | $65.45 | $65.45 | — | UNIT 09/01/2015 | 65339F887 |
| — | SALIX PHARMACEUTICALS INC | 130,000 | $345K | 0.0% | $2.65 | $2.65 | — | NOTE 1.500% 3/1 | 795435AE6 |
| — | MGM RESORTS INTERNATIONAL | 275,000 | $312K | 0.0% | $1.13 | $1.13 | — | NOTE 4.250% 4/1 | 55303QAE0 |
| — | QIHOO 360 TECHNOLOGY CO LTD | 200,000 | $190K | 0.0% | $0.95 | $0.95 | — | NOTE 2.500% 9/1 | 74734MAB5 |
| — | ELECTRONIC ARTS INC | 100,000 | $185K | 0.0% | $1.85 | $1.85 | — | NOTE 0.750% 7/1 | 285512AA7 |
| — | ICONIX BRAND GROUP INC | 150,000 | $179K | 0.0% | $1.19 | $1.19 | — | NOTE 1.500% 3/1 | 451055AF4 |
| — | NUVASIVE INC | 100,000 | $125K | 0.0% | $1.25 | $1.25 | — | NOTE 2.750% 7/0 | 670704AC9 |
| — | J2 GLOBAL INC | 100,000 | $116K | 0.0% | $1.16 | $1.16 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| — | NETSUITE INC | 100,000 | $104K | 0.0% | $1.04 | $1.04 | — | NOTE 0.250% 6/0 | 64118QAB3 |
| — | CIENA CORP | 100,000 | $100K | 0.0% | $1.00 | $1.00 | — | NOTE 0.875% 6/1 | 171779AE1 |