Location: London, United Kingdom
CIK: 0001535784 · Show all filings
Period: Q4 2015 (← Previous) (Next →)
Filing Date: Feb 16, 2016
Total Value: $1.497B (3.3% shares, 96.7% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | CITRIX SYS INC | 146,650,000 | $161M | 10.7% | $1.06 | — | NOTE 0.500% 4/1 | 177376AD2 |
| — | PRICELINE GRP INC | 119,150,000 | $143M | 9.5% | $1.15 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | RED HAT INC | 67,850,000 | $88.79M | 5.9% | $1.31 | — | NOTE 0.250%10/0 | 756577AD4 |
| — | ILLUMINA INC | 62,435,000 | $68.6M | 4.6% | $1.17 | — | NOTE 6/1 | 452327AF6 |
| — | SALESFORCE COM INC | 47,945,000 | $62.17M | 4.2% | $1.21 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | AKAMAI TECHNOLOGIES INC | 58,900,000 | $56.82M | 3.8% | $1.08 | — | DBCV 2/1 | 00971TAG6 |
| — | YAHOO INC | 54,750,000 | $53.57M | 3.6% | $1.03 | — | NOTE 12/0 | 984332AF3 |
| — | ILLUMINA INC | 43,100,000 | $50.32M | 3.4% | $1.24 | — | NOTE 0.500% 6/1 | 452327AH2 |
| — | JAZZ INVESTMENTS I LTD | 46,270,000 | $48.73M | 3.3% | $1.01 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | NXP SEMICONDUCTORS N V | 42,250,000 | $46.66M | 3.1% | $1.10 | — | DBCV 1.000%12/0 | 62952QAB6 |
| — | SANDISK CORP | 29,460,000 | $46.46M | 3.1% | $1.33 | — | NOTE 1.500% 8/1 | 80004CAD3 |
| — | HOLOGIC INC | 27,810,000 | $37.38M | 2.5% | $1.26 | — | DEBT 2.000% 3/0 | 436440AC5 |
| — | JARDEN CORP | 29,310,000 | $36.07M | 2.4% | $1.21 | — | NOTE 1.125% 3/1 | 471109AM0 |
| — | LIBERTY MEDIA CORP DELAWARE | 36,310,000 | $36M | 2.4% | $0.96 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | ARES CAP CORP | 31,600,000 | $31.75M | 2.1% | $1.05 | — | NOTE 4.750% 1/1 | 04010LAJ2 |
| — | HOLOGIC INC | 23,310,000 | $29.8M | 2.0% | $1.24 | — | FRNT 12/1 | 436440AG6 |
| — | JDS UNIPHASE CORP | 30,800,000 | $29.11M | 1.9% | $1.04 | — | DBCV 0.625% 8/1 | 46612JAF8 |
| — | SERVICENOW INC | 21,730,000 | $28.04M | 1.9% | $1.24 | — | NOTE 11/0 | 81762PAB8 |
| — | RPM INTL INC | 24,140,000 | $27.49M | 1.8% | $1.19 | — | NOTE 2.250%12/1 | 749685AT0 |
| CRTO | CRITEO S A | 675,000 | $26.85M | 1.8% | $37.96 | — | SPONS ADS | 226718104 |
| — | PROSPECT CAPITAL CORPORATION | 28,200,000 | $24.58M | 1.6% | $0.95 | — | NOTE 4.750% 4/1 | 74348TAQ5 |
| — | STARWOOD PPTY TR INC | 23,410,000 | $23.93M | 1.6% | $1.11 | — | NOTE 4.550% 3/0 | 85571BAA3 |
| — | ARES CAP CORP | 22,500,000 | $22.46M | 1.5% | $1.05 | — | NOTE 4.375% 1/1 | 04010LAM5 |
| — | LINKEDIN CORP | 20,993,000 | $22.04M | 1.5% | $1.05 | — | NOTE 0.500%11/0 | 53578AAB4 |
| — | LAM RESEARCH CORP | 13,890,000 | $20.09M | 1.3% | $1.32 | — | NOTE 1.250% 5/1 | 512807AL2 |
| — | OLD REP INTL CORP | 14,850,000 | $19.04M | 1.3% | $1.20 | — | NOTE 3.750% 3/1 | 680223AH7 |
| — | STARWOOD PPTY TR INC | 18,580,000 | $18.42M | 1.2% | $1.04 | — | NOTE 3.750%10/1 | 85571BAC9 |
| — | PROSPECT CAPITAL CORPORATION | 18,700,000 | $18.25M | 1.2% | $1.02 | — | NOTE 5.875% 1/1 | 74348TAM4 |
| — | ARES CAP CORP | 17,000,000 | $17.17M | 1.1% | $1.05 | — | NOTE 4.875% 3/1 | 04010LAG8 |
| — | TWITTER INC | 19,420,000 | $16.26M | 1.1% | $0.84 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| — | SPIRIT RLTY CAP INC NEW | 14,768,000 | $14.15M | 0.9% | $1.01 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | PRICELINE GRP INC | 9,600,000 | $13.77M | 0.9% | $1.34 | — | NOTE 1.000% 3/1 | 741503AQ9 |
| — | MACQUARIE INFRASTRUCTURE COR | 11,740,000 | $13.18M | 0.9% | $1.19 | — | NOTE 2.875% 7/1 | 55608BAA3 |
| — | SPIRIT RLTY CAP INC NEW | 13,840,000 | $13.11M | 0.9% | $1.00 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | CEMEX SAB DE CV | 13,200,000 | $12.28M | 0.8% | $1.04 | — | NOTE 3.750% 3/1 | 151290BC6 |
| — | ARES CAP CORP | 10,900,000 | $10.96M | 0.7% | $1.01 | — | NOTE 5.750% 2/0 | 04010LAB9 |
| — | CEMEX SAB DE CV | 13,460,000 | $10.6M | 0.7% | $0.79 | — | NOTE 3.720% 3/1 | 151290BR3 |
| — | PRICELINE GRP INC | 9,200,000 | $9.335M | 0.6% | $1.01 | — | NOTE 0.900% 9/1 | 741503AX4 |
| — | MICRON TECHNOLOGY INC | 10,840,000 | $9.081M | 0.6% | $0.89 | — | NOTE 3.000%11/1 | 595112AY9 |
| — | ARES CAP CORP | 8,700,000 | $8.755M | 0.6% | $1.03 | — | NOTE 5.125% 6/0 | 04010LAD5 |
| — | STARWOOD PPTY TR INC | 8,350,000 | $8.573M | 0.6% | $1.16 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| — | JEFFERIES GROUP INC NEW | 5,900,000 | $5.899M | 0.4% | $1.02 | — | DBCV 3.875%11/0 | 472319AG7 |
| — | NUANCE COMMUNICATIONS INC | 5,100,000 | $5.188M | 0.3% | $1.01 | — | NOTE 2.750%11/0 | 67020YAF7 |
| — | QIHOO 360 TECHNOLOGY CO LTD | 4,700,000 | $4.632M | 0.3% | $0.99 | — | NOTE 2.500% 9/1 | 74734MAB5 |
| — | SINA CORP | 3,500,000 | $3.415M | 0.2% | $0.95 | — | NOTE 1.000%12/0 | 82922RAD5 |
| — | INTEL CORP | 2,500,000 | $3.234M | 0.2% | $1.27 | — | SDCV 12/1 | 458140AD2 |
| — | NATIONAL HEALTH INVS INC | 2,600,000 | $2.57M | 0.2% | $1.00 | — | NOTE 3.250% 4/0 | 63633DAE4 |
| — | INTEL CORP | 1,450,000 | $2.426M | 0.2% | $1.59 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | QIHOO 360 TECHNOLOGY CO LTD | 2,000,000 | $1.945M | 0.1% | $0.87 | — | NOTE 0.500% 8/1 | 74734MAE9 |
| — | FIFTH STR FIN CORP | 1,500,000 | $1.505M | 0.1% | $1.03 | — | NOTE 5.375% 4/0 | 31679BAC4 |
| — | RYLAND GROUP INC | 1,600,000 | $1.445M | 0.1% | $0.96 | — | NOTE 0.250% 6/0 | 783764AS2 |
| HAL | HALLIBURTON CO | 38,340 | $1.305M | 0.1% | $32.17 | -3.7% | COM | 406216101 |
| SLB | SCHLUMBERGER LTD | 17,638 | $1.23M | 0.1% | $62.28 | -9.9% | COM | 806857108 |
| EOG | EOG RES INC | 16,934 | $1.199M | 0.1% | $66.21 | -9.7% | COM | 26875P101 |
| — | ARVINMERITOR INC | 1,200,000 | $1.129M | 0.1% | $1.06 | — | FRNT 4.000% 2/1 | 043353AH4 |
| — | PROSPECT CAPITAL CORPORATION | 1,100,000 | $1.102M | 0.1% | $1.02 | — | NOTE 5.375%10/1 | 74348TAK8 |
| COP | CONOCOPHILLIPS | 22,880 | $1.068M | 0.1% | $44.31 | -13.4% | COM | 20825C104 |
| LYB | LYONDELLBASELL INDUSTRIES N | 12,207 | $1.061M | 0.1% | $46.98 | +10.7% | SHS - A - | N53745100 |
| — | SANDISK CORP | 990,000 | $1.038M | 0.1% | $1.02 | — | NOTE 0.500%10/1 | 80004CAF8 |
| — | MARATHON OIL CORP | 80,369 | $1.012M | 0.1% | $26.11 | — | COM | 565849106 |
| — | ANADARKO PETE CORP | 20,701 | $1.006M | 0.1% | $82.82 | — | COM | 032511107 |
| — | NOBLE ENERGY INC | 30,512 | $1.005M | 0.1% | $36.84 | — | COM | 655044105 |
| — | CONCHO RES INC | 10,587 | $983K | 0.1% | $115.95 | — | COM | 20605P101 |
| — | QIHOO 360 TECHNOLOGY CO LTD | 1,000,000 | $972K | 0.1% | $0.83 | — | NOTE 1.750% 8/1 | 74734MAF6 |
| — | HESS CORP | 19,947 | $967K | 0.1% | $67.87 | — | COM | 42809H107 |
| DVN | DEVON ENERGY CORP NEW | 29,240 | $936K | 0.1% | $41.56 | -31.8% | COM | 25179M103 |
| — | LIVE NATION ENTERTAINMENT IN | 900,000 | $922K | 0.1% | $1.06 | — | DBCV 2.500% 5/1 | 538034AJ8 |
| — | TIVO INC | 1,000,000 | $871K | 0.1% | $0.87 | — | NOTE 2.000%10/0 | 888706AF5 |
| — | TWITTER INC | 1,000,000 | $855K | 0.1% | $0.85 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| — | PDC ENERGY INC | 15,390 | $822K | 0.1% | $53.64 | — | COM | 69327R101 |
| FANG | DIAMONDBACK ENERGY INC | 11,882 | $795K | 0.1% | $53.65 | +7.2% | COM | 25278X109 |
| — | U S SILICA HLDGS INC | 41,511 | $778K | 0.1% | $49.91 | — | COM | 90346E103 |
| EQT | EQT CORP | 13,707 | $715K | 0.0% | $39.65 | -22.2% | COM | 26884L109 |
| — | CIMAREX ENERGY CO | 7,950 | $711K | 0.0% | $102.52 | — | COM | 171798101 |
| — | CONTINENTAL RESOURCES INC | 30,155 | $693K | 0.0% | $43.50 | — | COM | 212015101 |
| HP | HELMERICH & PAYNE INC | 12,749 | $683K | 0.0% | $65.43 | -15.5% | COM | 423452101 |
| — | SYNERGY RES CORP | 78,850 | $672K | 0.0% | $11.85 | — | COM | 87164P103 |
| FLS | FLOWSERVE CORP | 15,235 | $641K | 0.0% | $46.81 | -23.0% | COM | 34354P105 |
| — | GULFPORT ENERGY CORP | 25,985 | $638K | 0.0% | $43.07 | — | COM NEW | 402635304 |
| — | CARRIZO OIL & GAS INC | 21,322 | $631K | 0.0% | $49.23 | — | COM | 144577103 |
| CTRA | CABOT OIL & GAS CORP | 34,157 | $604K | 0.0% | $20.55 | -29.1% | COM | 127097103 |
| — | INTEROIL CORP | 19,233 | $604K | 0.0% | $47.55 | — | COM | 460951106 |
| — | WELLS FARGO & CO NEW | 500 | $582K | 0.0% | $1164.00 | — | PERP PFD CNV A | 949746804 |
| PWR | QUANTA SVCS INC | 26,460 | $536K | 0.0% | $34.22 | -38.3% | COM | 74762E102 |
| — | PROSPECT CAPITAL CORPORATION | 500,000 | $490K | 0.0% | $0.98 | — | NOTE 5.750% 3/1 | 74348TAL6 |
| VLO | VALERO ENERGY CORP NEW | 6,450 | $456K | 0.0% | $34.85 | +30.6% | COM | 91913Y100 |
| — | WHITING PETE CORP NEW | 35,700 | $337K | 0.0% | $32.06 | — | COM | 966387102 |
| — | ON SEMICONDUCTOR CORP | 300,000 | $335K | 0.0% | $1.11 | — | NOTE 2.625%12/1 | 682189AH8 |
| — | OASIS PETE INC NEW | 25,800 | $190K | 0.0% | $7.36 | — | COM | 674215108 |
| — | SOUTHWESTERN ENERGY CO | 25,550 | $182K | 0.0% | $23.20 | — | COM | 845467109 |
| — | CALLON PETE CO DEL | 10,500 | $88,000 | 0.0% | $8.38 | — | COM | 13123X102 |