Location: London, United Kingdom
CIK: 0001535784 · Show all filings
Period: Q4 2013 (Next →)
Filing Date: May 16, 2016
Total Value: $1.873B (4.5% shares, 95.5% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | GILEAD SCIENCES INC | 34,350,000 | $113M | 6.1% | $3.30 | $3.30 | — | NOTE 1.625% 5/0 | 375558AP8 |
| — | LINEAR TECHNOLOGY CORP | 98,345,000 | $113M | 6.0% | $1.15 | $1.15 | — | NOTE 3.000% 5/0 | 535678AC0 |
| — | CEMEX SAB DE CV | 87,000,000 | $103M | 5.5% | $1.18 | $1.18 | — | NOTE 4.875% 3/1 | 151290AV5 |
| — | ANNALY CAP MGMT INC | 96,207,000 | $97.55M | 5.2% | $1.01 | $1.01 | — | NOTE 5.000% 5/1 | 035710AB8 |
| — | MGM RESORTS INTERNATIONAL | 69,600,000 | $95.21M | 5.1% | $1.37 | $1.37 | — | NOTE 4.250% 4/1 | 55303QAE0 |
| — | PRICELINE COM INC | 65,300,000 | $90.33M | 4.8% | $1.38 | $1.38 | — | DEBT 1.000% 3/1 | 741503AQ9 |
| — | INTEL CORP | 64,000,000 | $86.72M | 4.6% | $1.36 | $1.36 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | WELLPOINT INC | 57,750,000 | $77.86M | 4.2% | $1.35 | $1.35 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | INTERNATIONAL GAME TECHNOLOG | 71,100,000 | $75.7M | 4.0% | $1.06 | $1.06 | — | NOTE 3.250% 5/0 | 459902AQ5 |
| — | ARCHER DANIELS MIDLAND CO | 70,200,000 | $74.42M | 4.0% | $1.06 | $1.06 | — | NOTE 0.875% 2/1 | 039483AW2 |
| — | PROLOGIS | 59,850,000 | $67.74M | 3.6% | $1.13 | $1.13 | — | NOTE 3.250% 3/1 | 74340XAT8 |
| — | TRINITY INDS INC | 45,285,000 | $60.06M | 3.2% | $1.33 | $1.33 | — | NOTE 3.875% 6/0 | 896522AF6 |
| — | OMNICARE INC | 54,000,000 | $57.82M | 3.1% | $1.07 | $1.07 | — | DBCV 3.250%12/1 | 681904AL2 |
| — | ELECTRONIC ARTS INC | 53,580,000 | $57.15M | 3.1% | $1.07 | $1.07 | — | NOTE 0.750% 7/1 | 285512AA7 |
| — | TEVA PHARMACEUTICAL FIN LLC | 38,357,000 | $40.98M | 2.2% | $1.07 | $1.07 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| — | DEVELOPERS DIVERSIFIED RLTY | 33,700,000 | $37.76M | 2.0% | $1.12 | $1.12 | — | NOTE 1.750%11/1 | 251591AX1 |
| — | OMNICOM GROUP INC | 26,050,000 | $34.99M | 1.9% | $1.34 | $1.34 | — | NOTE 7/3 | 681919AV8 |
| — | STARWOOD PPTY TR INC | 30,300,000 | $33.44M | 1.8% | $1.10 | $1.10 | — | NOTE 4.550% 3/0 | 85571BAA3 |
| — | ALLEGHENY TECHNOLOGIES INC | 30,000,000 | $31.09M | 1.7% | $1.04 | $1.04 | — | NOTE 4.250% 6/0 | 01741RAD4 |
| — | BIOMARIN PHARMACEUTICAL INC | 28,900,000 | $30.7M | 1.6% | $1.06 | $1.06 | — | NOTE 0.750%10/1 | 09061GAE1 |
| — | ARES CAP CORP | 28,100,000 | $29.79M | 1.6% | $1.06 | $1.06 | — | NOTE 4.750% 1/1 | 04010LAJ2 |
| — | COVANTA HLDG CORP | 25,000,000 | $29.44M | 1.6% | $1.18 | $1.18 | — | NOTE 3.250% 6/0 | 22282EAC6 |
| — | CHESAPEAKE ENERGY CORP | 27,500,000 | $29.08M | 1.6% | $1.06 | $1.06 | — | NOTE 2.750%11/1 | 165167BW6 |
| — | JARDEN CORP | 19,600,000 | $27.52M | 1.5% | $1.40 | $1.40 | — | NOTE 1.875% 9/1 | 471109AH1 |
| — | LIFEPOINT HOSPITALS INC | 22,700,000 | $24.81M | 1.3% | $1.09 | $1.09 | — | NOTE 3.500% 5/1 | 53219LAH2 |
| — | HOLOGIC INC | 23,950,000 | $24.43M | 1.3% | $1.02 | $1.02 | — | DEBT 2.000% 3/0 | 436440AC5 |
| — | HOLOGIC INC | 20,050,000 | $23.52M | 1.3% | $1.17 | $1.17 | — | FRNT 2.000%12/1 | 436440AB7 |
| — | PROSPECT CAPITAL CORPORATION | 20,000,000 | $21.14M | 1.1% | $1.06 | $1.06 | — | MTNF 5.375%10/1 | 74348TAK8 |
| — | ARES CAP CORP | 18,000,000 | $19.15M | 1.0% | $1.06 | $1.06 | — | NOTE 4.875% 3/1 | 04010LAG8 |
| — | LAM RESEARCH CORP | 15,500,000 | $17.56M | 0.9% | $1.13 | $1.13 | — | NOTE 0.500% 5/1 | 512807AJ7 |
| — | RPM INTL INC | 14,500,000 | $16.18M | 0.9% | $1.12 | $1.12 | — | NOTE 2.250%12/1 | 749685AT0 |
| — | XILINX INC | 8,550,000 | $13.63M | 0.7% | $1.59 | $1.59 | — | NOTE 2.625% 6/1 | 983919AF8 |
| — | CHESAPEAKE ENERGY CORP | 12,500,000 | $12.68M | 0.7% | $1.01 | $1.01 | — | NOTE 2.500% 5/1 | 165167CA3 |
| — | HOLOGIC INC | 9,000,000 | $9.293M | 0.5% | $1.03 | $1.03 | — | FRNT 4.000%12/1 | 436440AG6 |
| — | MYLAN INC | 2,840,000 | $9.225M | 0.5% | $3.25 | $3.25 | — | NOTE 3.750% 9/1 | 628530AJ6 |
| — | ARES CAP CORP | 7,824,000 | $8.43M | 0.5% | $1.08 | $1.08 | — | NOTE 5.750% 2/0 | 04010LAB9 |
| — | FORD MTR CO DEL | 4,550,000 | $8.287M | 0.4% | $1.82 | $1.82 | — | NOTE 4.250%11/1 | 345370CN8 |
| — | CHESAPEAKE ENERGY CORP | 7,800,000 | $7.916M | 0.4% | $1.01 | $1.01 | — | NOTE 2.500% 5/1 | 165167BZ9 |
| — | TIBCO SOFTWARE INC | 7,725,000 | $7.764M | 0.4% | $1.01 | $1.01 | — | NOTE 2.250% 5/0 | 88632QAB9 |
| — | WELLS FARGO & CO NEW | 6,000 | $6.63M | 0.4% | $1105.00 | $1105.00 | — | PERP PFD CNV A | 949746804 |
| — | ARES CAP CORP | 5,800,000 | $6.222M | 0.3% | $1.07 | $1.07 | — | NOTE 5.125% 6/0 | 04010LAD5 |
| — | JEFFERIES GROUP INC NEW | 5,800,000 | $6.203M | 0.3% | $1.07 | $1.07 | — | DBCV 3.875%11/0 | 472319AG7 |
| — | BGC PARTNERS INC | 5,773,000 | $6.008M | 0.3% | $1.04 | $1.04 | — | NOTE 4.500% 7/1 | 05541TAD3 |
| — | NOVELLUS SYS INC | 3,550,000 | $5.935M | 0.3% | $1.67 | $1.67 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | OLD REP INTL CORP | 4,450,000 | $5.474M | 0.3% | $1.23 | $1.23 | — | NOTE 3.750% 3/1 | 680223AH7 |
| — | NOBLE ENERGY INC | 71,810 | $4.891M | 0.3% | $68.11 | $68.11 | — | COM | 655044105 |
| — | NUVASIVE INC | 4,500,000 | $4.888M | 0.3% | $1.09 | $1.09 | — | NOTE 2.750% 7/0 | 670704AC9 |
| — | INTEL CORP | 4,000,000 | $4.465M | 0.2% | $1.12 | $1.12 | — | SDCV 2.950%12/1 | 458140AD2 |
| SLB | SCHLUMBERGER LTD | 49,103 | $4.425M | 0.2% | $90.12 * | $65.05 | 0.0% | COM | 806857108 |
| LYB | LYONDELLBASELL INDUSTRIES N | 49,000 | $3.934M | 0.2% | $80.29 * | $41.05 | 0.0% | SHS - A - | N53745100 |
| — | NUANCE COMMUNICATIONS INC | 3,900,000 | $3.773M | 0.2% | $0.97 | $0.97 | — | NOTE 2.750%11/0 | 67020YAF7 |
| — | HESS CORP | 43,000 | $3.569M | 0.2% | $83.00 | $83.00 | — | COM | 42809H107 |
| SM | SM ENERGY CO | 41,000 | $3.408M | 0.2% | $83.12 * | $75.76 | 0.0% | COM | 78454L100 |
| SU | SUNCOR ENERGY INC NEW | 94,000 | $3.307M | 0.2% | $35.18 * | $23.19 | 0.0% | COM | 867224107 |
| — | NEWMONT MINING CORP | 3,200,000 | $3.27M | 0.2% | $1.02 | $1.02 | — | NOTE 1.625% 7/1 | 651639AJ5 |
| HAL | HALLIBURTON CO | 62,783 | $3.186M | 0.2% | $50.75 * | $41.29 | 0.0% | COM | 406216101 |
| VLO | VALERO ENERGY CORP NEW | 63,000 | $3.175M | 0.2% | $50.40 * | $26.85 | 0.0% | COM | 91913Y100 |
| — | GENERAL ELECTRIC CO | 110,000 | $3.083M | 0.2% | $28.03 | $28.03 | — | COM | 369604103 |
| — | ON SEMICONDUCTOR CORP | 2,800,000 | $3.082M | 0.2% | $1.10 | $1.10 | — | NOTE 2.625%12/1 | 682189AH8 |
| COP | CONOCOPHILLIPS | 42,000 | $2.967M | 0.2% | $70.64 * | $48.40 | 0.0% | COM | 20825C104 |
| — | ROYAL GOLD INC | 3,000,000 | $2.952M | 0.2% | $0.98 | $0.98 | — | NOTE 2.875% 6/1 | 780287AA6 |
| — | CIMAREX ENERGY CO | 28,000 | $2.937M | 0.2% | $104.89 | $104.89 | — | COM | 171798101 |
| — | PRICELINE COM INC | 750,000 | $2.853M | 0.2% | $3.80 | $3.80 | — | NOTE 1.250% 3/1 | 741503AN6 |
| HP | HELMERICH & PAYNE INC | 32,749 | $2.754M | 0.1% | $84.09 * | $77.83 | 0.0% | COM | 423452101 |
| — | ALPHA NATURAL RESOURCES INC | 2,700,000 | $2.7M | 0.1% | $1.00 | $1.00 | — | NOTE 2.375% 4/1 | 02076XAA0 |
| — | MARATHON OIL CORP | 76,000 | $2.683M | 0.1% | $35.30 | $35.30 | — | COM | 565849106 |
| — | INTERMUNE INC | 3,000,000 | $2.681M | 0.1% | $0.89 | $0.89 | — | NOTE 2.500% 9/1 | 45884XAE3 |
| EQT | EQT CORP | 29,000 | $2.604M | 0.1% | $89.79 * | $43.33 | 0.0% | COM | 26884L109 |
| EOG | EOG RES INC | 15,000 | $2.518M | 0.1% | $167.87 * | $62.33 | 0.0% | COM | 26875P101 |
| — | DRESSER-RAND GROUP INC | 40,643 | $2.424M | 0.1% | $59.64 | $59.64 | — | COM | 261608103 |
| — | LAM RESEARCH CORP | 1,900,000 | $2.275M | 0.1% | $1.20 | $1.20 | — | NOTE 1.250% 5/1 | 512807AL2 |
| OXY | OCCIDENTAL PETE CORP DEL | 23,001 | $2.187M | 0.1% | $95.08 * | $63.37 | 0.0% | COM | 674599105 |
| — | OASIS PETE INC NEW | 46,000 | $2.161M | 0.1% | $46.98 | $46.98 | — | COM | 674215108 |
| EMR | EMERSON ELEC CO | 30,000 | $2.105M | 0.1% | $70.17 * | $48.18 | 0.0% | COM | 291011104 |
| — | CONTANGO OIL & GAS COMPANY | 43,112 | $2.037M | 0.1% | $47.25 | $47.25 | — | COM NEW | 21075N204 |
| — | DRIL-QUIP INC | 17,000 | $1.869M | 0.1% | $109.94 | $109.94 | — | COM | 262037104 |
| — | PRAXAIR INC | 12,500 | $1.625M | 0.1% | $130.00 | $130.00 | — | COM | 74005P104 |
| — | HEALTH CARE REIT INC | 1,350,000 | $1.506M | 0.1% | $1.12 | $1.12 | — | NOTE 3.000%12/0 | 42217KAR7 |
| — | PIONEER NAT RES CO | 8,100 | $1.491M | 0.1% | $184.07 | $184.07 | — | COM | 723787107 |
| — | SOUTHWESTERN ENERGY CO | 35,000 | $1.377M | 0.1% | $39.34 | $39.34 | — | COM | 845467109 |
| — | TRANSCANADA CORP | 30,000 | $1.375M | 0.1% | $45.83 | $45.83 | — | COM | 89353D107 |
| — | HOME INNS & HOTELS MGMT INC | 1,300,000 | $1.351M | 0.1% | $1.04 | $1.04 | — | NOTE 2.000%12/1 | 43713WAB3 |
| — | ANADARKO PETE CORP | 14,965 | $1.187M | 0.1% | $79.32 | $79.32 | — | COM | 032511107 |
| CNI | CANADIAN NATL RY CO | 20,000 | $1.144M | 0.1% | $57.20 * | $44.31 | 0.0% | COM | 136375102 |
| — | GRAN TIERRA ENERGY INC | 152,800 | $1.119M | 0.1% | $7.32 | $7.32 | — | COM | 38500T101 |
| — | ENCANA CORP | 60,000 | $1.087M | 0.1% | $18.12 | $18.12 | — | COM | 292505104 |
| — | CIENA CORP | 700,000 | $718K | 0.0% | $1.03 | $1.03 | — | NOTE 0.875% 6/1 | 171779AE1 |
| — | MICROCHIP TECHNOLOGY INC | 400,000 | $691K | 0.0% | $1.73 | $1.73 | — | SDCV 2.125%12/1 | 595017AB0 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 500,000 | $589K | 0.0% | $1.18 | $1.18 | — | NOTE 1.750%12/0 | 874054AC3 |
| — | COBALT INTL ENERGY INC | 600,000 | $537K | 0.0% | $0.90 | $0.90 | — | NOTE 2.625%12/0 | 19075FAA4 |
| — | METLIFE INC | 17,000 | $536K | 0.0% | $31.53 | $31.53 | — | UNIT 99/99/9999 | 59156R116 |
| — | REX ENERGY CORPORATION | 27,000 | $532K | 0.0% | $19.70 | $19.70 | — | COM | 761565100 |
| — | NUANCE COMMUNICATIONS INC | 500,000 | $527K | 0.0% | $1.05 | $1.05 | — | DBCV 2.750% 8/1 | 67020YAB6 |
| — | NEXTERA ENERGY INC | 8,500 | $481K | 0.0% | $56.59 | $56.59 | — | UNIT 09/01/2015 | 65339F887 |
| — | SALIX PHARMACEUTICALS INC | 300,000 | $443K | 0.0% | $1.48 | $1.48 | — | NOTE 1.500% 3/1 | 795435AE6 |
| — | CHICAGO BRIDGE & IRON CO N V | 5,000 | $416K | 0.0% | $83.20 | $83.20 | — | COM | 167250109 |
| — | SALESFORCE COM INC | 150,000 | $383K | 0.0% | $2.55 | $2.55 | — | NOTE 0.750% 1/1 | 79466LAB0 |
| — | ENERGEN CORP | 5,000 | $354K | 0.0% | $70.80 | $70.80 | — | COM | 29265N108 |
| — | ENDO HEALTH SOLUTIONS INC | 150,000 | $345K | 0.0% | $2.30 | $2.30 | — | NOTE 1.750% 4/1 | 29264FAB2 |
| — | TESLA MTRS INC | 200,000 | $280K | 0.0% | $1.40 | $1.40 | — | NOTE 1.500% 6/0 | 88160RAA9 |
| — | HOLLYFRONTIER CORP | 5,000 | $248K | 0.0% | $49.60 | $49.60 | — | COM | 436106108 |
| — | OMNICARE CAP TR II | 2,500 | $186K | 0.0% | $74.40 | $74.40 | — | PFD B TR 4.00% | 68214Q200 |
| — | MCGRAW HILL FINL INC | 1,789 | $140K | 0.0% | $78.26 | $78.26 | — | COM | 580645109 |
| DIS | DISNEY WALT CO | 1,837 | $140K | 0.0% | $76.21 * | $61.69 | 0.0% | COM DISNEY | 254687106 |
| CTSH | COGNIZANT TECHNOLOGY SOLUTIO | 1,374 | $139K | 0.0% | $101.16 * | $40.38 | 0.0% | CL A | 192446102 |
| — | PLANTRONICS INC NEW | 2,998 | $139K | 0.0% | $46.36 | $46.36 | — | COM | 727493108 |
| CHKP | CHECK POINT SOFTWARE TECH LT | 2,117 | $137K | 0.0% | $64.71 * | $60.13 | 0.0% | ORD | M22465104 |
| — | GOOGLE INC | 122 | $137K | 0.0% | $1122.95 | $1122.95 | — | CL A | 38259P508 |
| SYK | STRYKER CORP | 1,813 | $136K | 0.0% | $75.01 * | $63.06 | 0.0% | COM | 863667101 |
| UNF | UNIFIRST CORP MASS | 1,274 | $136K | 0.0% | $106.75 * | $96.92 | 0.0% | COM | 904708104 |
| EBAY | EBAY INC | 2,483 | $136K | 0.0% | $54.77 * | $19.70 | 0.0% | COM | 278642103 |
| IFF | INTERNATIONAL FLAVORS&FRAGRA | 1,563 | $134K | 0.0% | $85.73 * | $63.93 | 0.0% | COM | 459506101 |
| EL | LAUDER ESTEE COS INC | 1,778 | $134K | 0.0% | $75.37 * | $62.14 | 0.0% | CL A | 518439104 |
| PEP | PEPSICO INC | 1,619 | $134K | 0.0% | $82.77 * | $57.75 | 0.0% | COM | 713448108 |
| QCOM | QUALCOMM INC | 1,810 | $134K | 0.0% | $74.03 * | $50.36 | 0.0% | COM | 747525103 |
| CHD | CHURCH & DWIGHT INC | 2,001 | $133K | 0.0% | $66.47 * | $27.25 | 0.0% | COM | 171340102 |
| — | MEAD JOHNSON NUTRITION CO | 1,583 | $133K | 0.0% | $84.02 | $84.02 | — | COM | 582839106 |
| INTU | INTUIT | 1,746 | $133K | 0.0% | $76.17 * | $65.01 | 0.0% | COM | 461202103 |
| — | VARIAN MED SYS INC | 1,705 | $132K | 0.0% | $77.42 | $77.42 | — | COM | 92220P105 |
| PG | PROCTER & GAMBLE CO | 1,608 | $131K | 0.0% | $81.47 * | $58.01 | 0.0% | COM | 742718109 |
| — | FLIR SYS INC | 3,839 | $116K | 0.0% | $30.22 | $30.22 | — | COM | 302445101 |