Location: London, United Kingdom
CIK: 0001535784 · Show all filings
Period: Q3 2015 (← Previous) (Next →)
Filing Date: Nov 16, 2015
Total Value: $1.503B (25.4% shares, 74.6% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | CITRIX SYS INC | 145,600,000 | $155M | 10.3% | $1.06 | — | NOTE 0.500% 4/1 | 177376AD2 |
| — | PRICELINE GRP INC | 117,900,000 | $139M | 9.2% | $1.15 | — | NOTE 0.350% 6/1 | 741503AS5 |
| INTC | INTEL CORP | 3,306,000 | $99.64M | 6.6% | — | — | Call | 458140100 |
| — | NVIDIA CORP | 59,775,000 | $79.08M | 5.3% | $1.15 | — | NOTE 1.000%12/0 | 67066GAC8 |
| — | ILLUMINA INC | 62,535,000 | $68.93M | 4.6% | $1.17 | — | NOTE 6/1 | 452327AF6 |
| — | AKAMAI TECHNOLOGIES INC | 57,600,000 | $60.77M | 4.0% | $1.09 | — | DBCV 2/1 | 00971TAG6 |
| — | SALESFORCE COM INC | 46,945,000 | $57.69M | 3.8% | $1.21 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | YAHOO INC | 54,100,000 | $52.47M | 3.5% | $1.03 | — | NOTE 12/0 | 984332AF3 |
| — | ILLUMINA INC | 43,050,000 | $50.62M | 3.4% | $1.24 | — | NOTE 0.500% 6/1 | 452327AH2 |
| DIS | DISNEY WALT CO | 487,500 | $49.82M | 3.3% | — | — | Call | 254687106 |
| — | JAZZ INVESTMENTS I LTD | 45,520,000 | $45.87M | 3.1% | $1.01 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | HOLOGIC INC | 27,740,000 | $37.75M | 2.5% | $1.26 | — | DEBT 2.000% 3/0 | 436440AC5 |
| — | LIBERTY MEDIA CORP DELAWARE | 36,310,000 | $34.87M | 2.3% | $0.96 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | ARES CAP CORP | 31,200,000 | $32.13M | 2.1% | $1.05 | — | NOTE 4.750% 1/1 | 04010LAJ2 |
| — | HOLOGIC INC | 24,110,000 | $30.74M | 2.0% | $1.24 | — | FRNT 12/1 | 436440AG6 |
| — | SANDISK CORP | 24,600,000 | $30.71M | 2.0% | $1.28 | — | NOTE 1.500% 8/1 | 80004CAD3 |
| — | JDS UNIPHASE CORP | 30,750,000 | $28.86M | 1.9% | $1.04 | — | DBCV 0.625% 8/1 | 46612JAF8 |
| — | SERVICENOW INC | 23,350,000 | $26.55M | 1.8% | $1.24 | — | NOTE 11/0 | 81762PAB8 |
| — | RPM INTL INC | 23,720,000 | $26.34M | 1.8% | $1.19 | — | NOTE 2.250%12/1 | 749685AT0 |
| — | PROSPECT CAPITAL CORPORATION | 28,100,000 | $25.41M | 1.7% | $0.95 | — | NOTE 4.750% 4/1 | 74348TAQ5 |
| — | STARWOOD PPTY TR INC | 23,010,000 | $23.61M | 1.6% | $1.11 | — | NOTE 4.550% 3/0 | 85571BAA3 |
| — | ARES CAP CORP | 22,500,000 | $23.23M | 1.5% | $1.05 | — | NOTE 4.375% 1/1 | 04010LAM5 |
| CRTO | CRITEO S A | 600,000 | $22.64M | 1.5% | $37.73 | — | SPONS ADS | 226718104 |
| — | JARDEN CORP | 18,200,000 | $20.99M | 1.4% | $1.20 | — | NOTE 1.125% 3/1 | 471109AM0 |
| AMGN | AMGEN INC | 136,500 | $18.88M | 1.3% | — | — | Call | 031162100 |
| — | STARWOOD PPTY TR INC | 18,430,000 | $18.43M | 1.2% | $1.04 | — | NOTE 3.750%10/1 | 85571BAC9 |
| — | PROSPECT CAPITAL CORPORATION | 18,700,000 | $18.11M | 1.2% | $1.02 | — | NOTE 5.875% 1/1 | 74348TAM4 |
| — | ARES CAP CORP | 17,000,000 | $17.53M | 1.2% | $1.05 | — | NOTE 4.875% 3/1 | 04010LAG8 |
| — | OLD REP INTL CORP | 14,500,000 | $16.86M | 1.1% | $1.20 | — | NOTE 3.750% 3/1 | 680223AH7 |
| — | LAM RESEARCH CORP | 12,980,000 | $16.38M | 1.1% | $1.31 | — | NOTE 1.250% 5/1 | 512807AL2 |
| — | CEMEX SAB DE CV | 13,080,000 | $13.58M | 0.9% | $1.04 | — | NOTE 3.750% 3/1 | 151290BC6 |
| — | SPIRIT RLTY CAP INC NEW | 14,418,000 | $13.55M | 0.9% | $1.01 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | PRICELINE GRP INC | 9,500,000 | $13.42M | 0.9% | $1.33 | — | NOTE 1.000% 3/1 | 741503AQ9 |
| — | MACQUARIE INFRASTRUCTURE COR | 11,620,000 | $13.24M | 0.9% | $1.19 | — | NOTE 2.875% 7/1 | 55608BAA3 |
| — | JARDEN CORP | 9,585,000 | $12.99M | 0.9% | $1.44 | — | NOTE 1.500% 6/1 | 471109AL2 |
| — | SPIRIT RLTY CAP INC NEW | 13,840,000 | $12.75M | 0.8% | $1.00 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | STARWOOD PPTY TR INC | 8,230,000 | $8.546M | 0.6% | $1.16 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| — | MICRON TECHNOLOGY INC | 8,230,000 | $6.947M | 0.5% | $0.91 | — | NOTE 3.000%11/1 | 595112AY9 |
| — | JEFFERIES GROUP INC NEW | 5,900,000 | $6.014M | 0.4% | $1.02 | — | DBCV 3.875%11/0 | 472319AG7 |
| — | NUANCE COMMUNICATIONS INC | 5,100,000 | $5.168M | 0.3% | $1.01 | — | NOTE 2.750%11/0 | 67020YAF7 |
| SBUX | STARBUCKS CORP | 78,600 | $4.468M | 0.3% | — | — | Call | 855244109 |
| — | CHESAPEAKE ENERGY CORP | 4,500,000 | $3.924M | 0.3% | $0.95 | — | NOTE 2.500% 5/1 | 165167CA3 |
| — | ARES CAP CORP | 3,800,000 | $3.872M | 0.3% | $1.05 | — | NOTE 5.125% 6/0 | 04010LAD5 |
| — | SINA CORP | 3,500,000 | $3.333M | 0.2% | $0.95 | — | NOTE 1.000%12/0 | 82922RAD5 |
| — | NATIONAL HEALTH INVS INC | 2,600,000 | $2.553M | 0.2% | $1.00 | — | NOTE 3.250% 4/0 | 63633DAE4 |
| ABBV | ABBVIE INC | 43,000 | $2.34M | 0.2% | — | — | Call | 00287Y109 |
| — | INTEL CORP | 1,450,000 | $2.201M | 0.1% | $1.59 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | QIHOO 360 TECHNOLOGY CO LTD | 2,000,000 | $1.736M | 0.1% | $0.87 | — | NOTE 0.500% 8/1 | 74734MAE9 |
| SLB | SCHLUMBERGER LTD | 24,188 | $1.668M | 0.1% | $62.28 | -5.4% | COM | 806857108 |
| — | FIFTH STR FIN CORP | 1,500,000 | $1.53M | 0.1% | $1.03 | — | NOTE 5.375% 4/0 | 31679BAC4 |
| HAL | HALLIBURTON CO | 42,600 | $1.506M | 0.1% | $32.17 | 0.0% | COM | 406216101 |
| — | NOBLE ENERGY INC | 49,613 | $1.497M | 0.1% | $36.84 | — | COM | 655044105 |
| COP | CONOCOPHILLIPS | 31,180 | $1.495M | 0.1% | $44.31 | -16.9% | COM | 20825C104 |
| — | RYLAND GROUP INC | 1,600,000 | $1.483M | 0.1% | $0.96 | — | NOTE 0.250% 6/0 | 783764AS2 |
| LYB | LYONDELLBASELL INDUSTRIES N | 15,639 | $1.304M | 0.1% | $46.98 | +6.0% | SHS - A - | N53745100 |
| — | ANADARKO PETE CORP | 20,701 | $1.25M | 0.1% | $82.82 | — | COM | 032511107 |
| — | HESS CORP | 24,947 | $1.249M | 0.1% | $67.87 | — | COM | 42809H107 |
| — | MARATHON OIL CORP | 80,369 | $1.238M | 0.1% | $26.11 | — | COM | 565849106 |
| EOG | EOG RES INC | 16,934 | $1.233M | 0.1% | $66.21 | -13.7% | COM | 26875P101 |
| — | ARVINMERITOR INC | 1,200,000 | $1.193M | 0.1% | $1.06 | — | FRNT 4.000% 2/1 | 043353AH4 |
| — | TIME WARNER INC | 17,000 | $1.169M | 0.1% | — | — | Call | 887317303 |
| — | PROSPECT CAPITAL CORPORATION | 1,100,000 | $1.129M | 0.1% | $1.02 | — | NOTE 5.375%10/1 | 74348TAK8 |
| — | HOMEAWAY INC | 1,200,000 | $1.117M | 0.1% | $0.96 | — | NOTE 0.125% 4/0 | 43739QAB6 |
| — | INTEL CORP | 900,000 | $1.104M | 0.1% | $1.24 | — | SDCV 12/1 | 458140AD2 |
| DVN | DEVON ENERGY CORP NEW | 29,240 | $1.085M | 0.1% | $41.56 | -24.1% | COM | 25179M103 |
| — | CONCHO RES INC | 10,930 | $1.074M | 0.1% | $115.95 | — | COM | 20605P101 |
| — | ARES CAP CORP | 1,000,000 | $1.012M | 0.1% | $1.04 | — | NOTE 5.750% 2/0 | 04010LAB9 |
| EQT | EQT CORP | 15,230 | $986K | 0.1% | $39.65 | -5.5% | COM | 26884L109 |
| — | CARRIZO OIL & GAS INC | 29,492 | $901K | 0.1% | $49.23 | — | COM | 144577103 |
| — | CONTINENTAL RESOURCES INC | 30,155 | $874K | 0.1% | $43.50 | — | COM | 212015101 |
| — | TIVO INC | 1,000,000 | $871K | 0.1% | $0.87 | — | NOTE 2.000%10/0 | 888706AF5 |
| VLO | VALERO ENERGY CORP NEW | 14,450 | $868K | 0.1% | $34.85 | +21.0% | COM | 91913Y100 |
| — | SANDISK CORP | 890,000 | $862K | 0.1% | $1.02 | — | NOTE 0.500%10/1 | 80004CAF8 |
| — | SYNERGY RES CORP | 87,610 | $859K | 0.1% | $11.85 | — | COM | 87164P103 |
| — | PDC ENERGY INC | 16,200 | $859K | 0.1% | $53.64 | — | COM | 69327R101 |
| — | QIHOO 360 TECHNOLOGY CO LTD | 1,000,000 | $830K | 0.1% | $0.83 | — | NOTE 1.750% 8/1 | 74734MAF6 |
| — | CIMAREX ENERGY CO | 7,950 | $815K | 0.1% | $102.52 | — | COM | 171798101 |
| FANG | DIAMONDBACK ENERGY INC | 12,507 | $808K | 0.1% | $53.65 | -2.1% | COM | 25278X109 |
| — | LIVE NATION ENTERTAINMENT IN | 750,000 | $801K | 0.1% | $1.07 | — | DBCV 2.500% 5/1 | 538034AJ8 |
| — | GULFPORT ENERGY CORP | 25,985 | $771K | 0.1% | $43.07 | — | COM NEW | 402635304 |
| — | INTEROIL CORP | 22,770 | $768K | 0.1% | $47.55 | — | COM | 460951106 |
| CTRA | CABOT OIL & GAS CORP | 34,157 | $747K | 0.0% | $20.55 | -9.5% | COM | 127097103 |
| HP | HELMERICH & PAYNE INC | 15,719 | $743K | 0.0% | $65.43 | -13.5% | COM | 423452101 |
| — | CRESCENT PT ENERGY CORP | 63,500 | $729K | 0.0% | $20.52 | — | COM | 22576C101 |
| — | PRECISION DRILLING CORP | 190,165 | $706K | 0.0% | $6.68 | — | COM 2010 | 74022D308 |
| MEOH | METHANEX CORP | 20,651 | $686K | 0.0% | $56.43 | -24.1% | COM | 59151K108 |
| — | SOUTHWESTERN ENERGY CO | 50,550 | $641K | 0.0% | $23.20 | — | COM | 845467109 |
| PWR | QUANTA SVCS INC | 26,460 | $641K | 0.0% | $34.22 | -27.0% | COM | 74762E102 |
| FLS | FLOWSERVE CORP | 15,235 | $627K | 0.0% | $46.81 | -20.5% | COM | 34354P105 |
| — | WHITING PETE CORP NEW | 35,700 | $545K | 0.0% | $32.06 | — | COM | 966387102 |
| — | U S SILICA HLDGS INC | 38,071 | $536K | 0.0% | $52.73 | — | COM | 90346E103 |
| — | ADVANTAGE OIL & GAS LTD | 74,500 | $390K | 0.0% | $5.23 | — | COM | 00765F101 |
| TRGP | TARGA RES CORP | 4,950 | $255K | 0.0% | $67.89 | -35.2% | COM | 87612G101 |
| — | ON SEMICONDUCTOR CORP | 200,000 | $222K | 0.0% | $1.11 | — | NOTE 2.625%12/1 | 682189AH8 |