Location: London, United Kingdom
CIK: 0001535784 · Show all filings
Period: Q2 2015 (← Previous) (Next →)
Filing Date: Aug 14, 2015
Total Value: $1.609B (3.2% shares, 96.8% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | CITRIX SYS INC | 153,500,000 | $163M | 10.1% | $1.06 | — | NOTE 0.500% 4/1 | 177376AD2 |
| — | PRICELINE GRP INC | 125,940,000 | $141M | 8.8% | $1.15 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | ILLUMINA INC | 63,400,000 | $74.16M | 4.6% | $1.17 | — | NOTE 6/1 | 452327AF6 |
| — | NVIDIA CORP | 62,430,000 | $71.99M | 4.5% | $1.15 | — | NOTE 1.000%12/0 | 67066GAC8 |
| — | TESLA MTRS INC | 71,380,000 | $70.41M | 4.4% | $0.86 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | AKAMAI TECHNOLOGIES INC | 60,260,000 | $62.96M | 3.9% | $1.09 | — | DBCV 2/1 | 00971TAG6 |
| — | SALESFORCE COM INC | 48,875,000 | $59.32M | 3.7% | $1.21 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | YAHOO INC | 57,050,000 | $58.69M | 3.6% | $1.03 | — | NOTE 12/0 | 984332AF3 |
| — | ILLUMINA INC | 46,800,000 | $58.04M | 3.6% | $1.24 | — | NOTE 0.500% 6/1 | 452327AH2 |
| — | INTEL CORP | 26,300,000 | $40.37M | 2.5% | $1.59 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | LIBERTY MEDIA CORP DELAWARE | 37,895,000 | $36.35M | 2.3% | $0.96 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | HOLOGIC INC | 25,450,000 | $33.91M | 2.1% | $1.25 | — | DEBT 2.000% 3/0 | 436440AC5 |
| — | ARES CAP CORP | 31,100,000 | $32.58M | 2.0% | $1.05 | — | NOTE 4.750% 1/1 | 04010LAJ2 |
| — | TEVA PHARMACEUTICAL FIN LLC | 23,192,000 | $32.51M | 2.0% | $1.49 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| — | PROSPECT CAPITAL CORPORATION | 33,400,000 | $31.85M | 2.0% | $0.95 | — | NOTE 4.750% 4/1 | 74348TAQ5 |
| — | JDS UNIPHASE CORP | 30,950,000 | $30.13M | 1.9% | $1.04 | — | DBCV 0.625% 8/1 | 46612JAF8 |
| — | RPM INTL INC | 25,480,000 | $29.74M | 1.8% | $1.19 | — | NOTE 2.250%12/1 | 749685AT0 |
| — | HOLOGIC INC | 16,950,000 | $28.41M | 1.8% | $1.49 | — | FRNT 2.000%12/1 | 436440AB7 |
| — | SERVICENOW INC | 24,100,000 | $28.29M | 1.8% | $1.24 | — | NOTE 11/0 | 81762PAB8 |
| — | STARWOOD PPTY TR INC | 24,500,000 | $26.21M | 1.6% | $1.11 | — | NOTE 4.550% 3/0 | 85571BAA3 |
| — | LAM RESEARCH CORP | 16,700,000 | $23.98M | 1.5% | $1.31 | — | NOTE 1.250% 5/1 | 512807AL2 |
| — | ARES CAP CORP | 22,500,000 | $23.43M | 1.5% | $1.05 | — | NOTE 4.375% 1/1 | 04010LAM5 |
| — | JARDEN CORP | 19,750,000 | $23.21M | 1.4% | $1.20 | — | NOTE 1.125% 3/1 | 471109AM0 |
| — | SANDISK CORP | 17,470,000 | $22.62M | 1.4% | $1.29 | — | NOTE 1.500% 8/1 | 80004CAD3 |
| — | SANDISK CORP | 22,695,000 | $22.09M | 1.4% | $1.02 | — | NOTE 0.500%10/1 | 80004CAF8 |
| — | OLD REP INTL CORP | 17,725,000 | $21.22M | 1.3% | $1.20 | — | NOTE 3.750% 3/1 | 680223AH7 |
| — | ARES CAP CORP | 19,500,000 | $20.43M | 1.3% | $1.05 | — | NOTE 4.875% 3/1 | 04010LAG8 |
| — | STARWOOD PPTY TR INC | 19,200,000 | $19.51M | 1.2% | $1.04 | — | NOTE 3.750%10/1 | 85571BAC9 |
| — | PROSPECT CAPITAL CORPORATION | 18,500,000 | $19.18M | 1.2% | $1.02 | — | NOTE 5.875% 1/1 | 74348TAM4 |
| — | PRICELINE GRP INC | 13,350,000 | $17.64M | 1.1% | $1.33 | — | DEBT 1.000% 3/1 | 741503AQ9 |
| — | MACQUARIE INFRASTRUCTURE COR | 13,770,000 | $16.43M | 1.0% | $1.19 | — | NOTE 2.875% 7/1 | 55608BAA3 |
| — | SPIRIT RLTY CAP INC NEW | 16,730,000 | $15.86M | 1.0% | $1.01 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | TESLA MTRS INC | 14,870,000 | $14.74M | 0.9% | $0.88 | — | NOTE 0.250% 3/0 | 88160RAB7 |
| — | JARDEN CORP | 10,310,000 | $14.41M | 0.9% | $1.44 | — | NOTE 1.500% 6/1 | 471109AL2 |
| — | SPIRIT RLTY CAP INC NEW | 13,840,000 | $13.01M | 0.8% | $1.00 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | HOLOGIC INC | 10,000,000 | $12.12M | 0.8% | $1.20 | — | FRNT 12/1 | 436440AG6 |
| — | BIOMARIN PHARMACEUTICAL INC | 7,535,000 | $11.62M | 0.7% | $1.49 | — | NOTE 0.750%10/1 | 09061GAE1 |
| — | JEFFERIES GROUP INC NEW | 10,800,000 | $11.03M | 0.7% | $1.02 | — | DBCV 3.875%11/0 | 472319AG7 |
| — | GILEAD SCIENCES INC | 2,010,000 | $10.44M | 0.6% | $4.24 | — | NOTE 1.625% 5/0 | 375558AP8 |
| — | MYLAN INC | 2,030,000 | $10.38M | 0.6% | $4.45 | — | NOTE 3.750% 9/1 | 628530AJ6 |
| — | ARES CAP CORP | 9,824,000 | $10.26M | 0.6% | $1.04 | — | NOTE 5.750% 2/0 | 04010LAB9 |
| — | NOVELLUS SYS INC | 4,250,000 | $10.09M | 0.6% | $2.17 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | STARWOOD PPTY TR INC | 9,150,000 | $9.865M | 0.6% | $1.16 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| — | WELLPOINT INC | 3,820,000 | $8.4M | 0.5% | $2.05 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | MICRON TECHNOLOGY INC | 7,830,000 | $7.071M | 0.4% | $0.91 | — | NOTE 3.000%11/1 | 595112AY9 |
| — | ILLUMINA INC | 2,500,000 | $6.48M | 0.4% | $2.38 | — | NOTE 0.250% 3/1 | 452327AD1 |
| — | NUANCE COMMUNICATIONS INC | 5,900,000 | $5.989M | 0.4% | $1.01 | — | NOTE 2.750%11/0 | 67020YAF7 |
| — | ARES CAP CORP | 5,800,000 | $5.98M | 0.4% | $1.05 | — | NOTE 5.125% 6/0 | 04010LAD5 |
| — | INTEL CORP | 3,850,000 | $4.633M | 0.3% | $1.24 | — | SDCV 12/1 | 458140AD2 |
| — | CHESAPEAKE ENERGY CORP | 4,500,000 | $4.283M | 0.3% | $0.95 | — | NOTE 2.500% 5/1 | 165167CA3 |
| — | XILINX INC | 2,750,000 | $4.261M | 0.3% | $1.48 | — | NOTE 2.625% 6/1 | 983919AF8 |
| — | SINA CORP | 3,500,000 | $3.341M | 0.2% | $0.95 | — | NOTE 1.000%12/0 | 82922RAD5 |
| — | PROSPECT CAPITAL CORPORATION | 3,100,000 | $3.17M | 0.2% | $1.02 | — | NOTE 5.375%10/1 | 74348TAK8 |
| — | BGC PARTNERS INC | 2,773,000 | $2.967M | 0.2% | $1.07 | — | NOTE 4.500% 7/1 | 05541TAD3 |
| — | HSBC HLDGS PLC | 2,800,000 | $2.876M | 0.2% | $1.03 | — | SDCV 5.625%12/2 | 404280AR0 |
| SLB | SCHLUMBERGER LTD | 30,408 | $2.621M | 0.2% | $62.28 | +7.2% | COM | 806857108 |
| — | NATIONAL HEALTH INVS INC | 2,600,000 | $2.593M | 0.2% | $1.00 | — | NOTE 3.250% 4/0 | 63633DAE4 |
| — | MARATHON OIL CORP | 94,049 | $2.496M | 0.2% | $26.11 | — | COM | 565849106 |
| — | BAKER HUGHES INC | 39,059 | $2.41M | 0.1% | $63.51 | — | COM | 057224107 |
| — | ING GROEP N V | 2,400,000 | $2.406M | 0.1% | $1.00 | — | DBCV 6.000%12/2 | 456837AE3 |
| LYB | LYONDELLBASELL INDUSTRIES N | 22,319 | $2.31M | 0.1% | $46.98 | +19.5% | SHS - A - | N53745100 |
| — | ANADARKO PETE CORP | 28,179 | $2.2M | 0.1% | $82.82 | — | COM | 032511107 |
| — | HESS CORP | 29,847 | $1.996M | 0.1% | $67.87 | — | COM | 42809H107 |
| DVN | DEVON ENERGY CORP NEW | 33,440 | $1.989M | 0.1% | $41.56 | +6.4% | COM | 25179M103 |
| EOG | EOG RES INC | 21,314 | $1.866M | 0.1% | $66.21 | +2.5% | COM | 26875P101 |
| — | DEVELOPERS DIVERSIFIED RLTY | 1,600,000 | $1.741M | 0.1% | $1.26 | — | NOTE 1.750%11/1 | 251591AX1 |
| MEOH | METHANEX CORP | 29,591 | $1.651M | 0.1% | $56.43 | 0.0% | COM | 59151K108 |
| COP | CONOCOPHILLIPS | 26,700 | $1.64M | 0.1% | $45.57 | +1.8% | COM | 20825C104 |
| — | ROSETTA RESOURCES INC | 69,878 | $1.617M | 0.1% | $18.95 | — | COM | 777779307 |
| — | CONCHO RES INC | 14,080 | $1.603M | 0.1% | $115.95 | — | COM | 20605P101 |
| VLO | VALERO ENERGY CORP NEW | 25,520 | $1.598M | 0.1% | $34.85 | +11.8% | COM | 91913Y100 |
| — | FIFTH STR FIN CORP | 1,500,000 | $1.552M | 0.1% | $1.03 | — | NOTE 5.375% 4/0 | 31679BAC4 |
| — | RYLAND GROUP INC | 1,600,000 | $1.536M | 0.1% | $0.96 | — | NOTE 0.250% 6/0 | 783764AS2 |
| — | U S SILICA HLDGS INC | 50,549 | $1.484M | 0.1% | $52.73 | — | COM | 90346E103 |
| — | CONTINENTAL RESOURCES INC | 34,300 | $1.454M | 0.1% | $43.50 | — | COM | 212015101 |
| — | WHITING PETE CORP NEW | 43,246 | $1.453M | 0.1% | $32.06 | — | COM | 966387102 |
| — | GULFPORT ENERGY CORP | 35,675 | $1.436M | 0.1% | $43.07 | — | COM NEW | 402635304 |
| EQT | EQT CORP | 17,500 | $1.423M | 0.1% | $39.65 | +8.7% | COM | 26884L109 |
| — | CARRIZO OIL & GAS INC | 28,842 | $1.42M | 0.1% | $49.65 | — | COM | 144577103 |
| — | SYNERGY RES CORP | 123,800 | $1.415M | 0.1% | $11.85 | — | COM | 87164P103 |
| — | PDC ENERGY INC | 25,950 | $1.392M | 0.1% | $53.64 | — | COM | 69327R101 |
| FANG | DIAMONDBACK ENERGY INC | 18,157 | $1.369M | 0.1% | $53.65 | +14.5% | COM | 25278X109 |
| — | CRESCENT PT ENERGY CORP | 65,300 | $1.34M | 0.1% | $20.52 | — | COM | 22576C101 |
| — | PROSPECT CAPITAL CORPORATION | 1,300,000 | $1.332M | 0.1% | $1.06 | — | NOTE 5.750% 3/1 | 74348TAL6 |
| HP | HELMERICH & PAYNE INC | 18,614 | $1.311M | 0.1% | $65.43 | +12.9% | COM | 423452101 |
| — | ARVINMERITOR INC | 1,200,000 | $1.276M | 0.1% | $1.06 | — | FRNT 4.000% 2/1 | 043353AH4 |
| — | SOUTHWESTERN ENERGY CO | 56,000 | $1.273M | 0.1% | $23.20 | — | COM | 845467109 |
| — | PRECISION DRILLING CORP | 187,500 | $1.261M | 0.1% | $6.73 | — | COM 2010 | 74022D308 |
| CTRA | CABOT OIL & GAS CORP | 39,207 | $1.237M | 0.1% | $20.55 | +17.8% | COM | 127097103 |
| — | HOMEAWAY INC | 1,200,000 | $1.154M | 0.1% | $0.96 | — | NOTE 0.125% 4/0 | 43739QAB6 |
| — | WELLS FARGO & CO NEW | 900 | $1.058M | 0.1% | $1223.62 | — | PERP PFD CNV A | 949746804 |
| PWR | QUANTA SVCS INC | 31,780 | $916K | 0.1% | $34.22 | -16.2% | COM | 74762E102 |
| — | RSP PERMIAN INC | 29,800 | $838K | 0.1% | $28.12 | — | COM | 74978Q105 |
| FLS | FLOWSERVE CORP | 15,705 | $827K | 0.1% | $46.81 | -3.5% | COM | 34354P105 |
| — | NOBLE ENERGY INC | 17,672 | $754K | 0.0% | $48.90 | — | COM | 655044105 |
| TRGP | TARGA RES CORP | 8,100 | $723K | 0.0% | $67.89 | -14.3% | COM | 87612G101 |
| — | INTEROIL CORP | 11,900 | $716K | 0.0% | $60.17 | — | COM | 460951106 |
| — | LIVE NATION ENTERTAINMENT IN | 550,000 | $588K | 0.0% | $1.07 | — | DBCV 2.500% 5/1 | 538034AJ8 |
| — | DOMINION RES INC VA NEW | 5,500 | $257K | 0.0% | $46.73 | — | UNIT 99/99/9999 | 25746U869 |
| — | ELECTRONIC ARTS INC | 100,000 | $209K | 0.0% | $1.85 | — | NOTE 0.750% 7/1 | 285512AA7 |
| — | QIHOO 360 TECHNOLOGY CO LTD | 200,000 | $197K | 0.0% | $0.95 | — | NOTE 2.500% 9/1 | 74734MAB5 |
| — | ICONIX BRAND GROUP INC | 150,000 | $154K | 0.0% | $1.19 | — | NOTE 1.500% 3/1 | 451055AF4 |
| — | NUVASIVE INC | 100,000 | $129K | 0.0% | $1.25 | — | NOTE 2.750% 7/0 | 670704AC9 |
| — | J2 GLOBAL INC | 100,000 | $118K | 0.0% | $1.16 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| — | NETSUITE INC | 100,000 | $104K | 0.0% | $1.04 | — | NOTE 0.250% 6/0 | 64118QAB3 |
| — | CIENA CORP | 100,000 | $101K | 0.0% | $1.00 | — | NOTE 0.875% 6/1 | 171779AE1 |