Location: London, United Kingdom
CIK: 0001535784 · Show all filings
Period: Q2 2020 (← Previous) (Next →)
Filing Date: Aug 14, 2020
Total Value: $680M (59.4% shares, 40.6% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| AAPL | APPLE INC | 81,610 | $29.77M | 4.4% | $48.73 | +54.1% | COM | 037833100 |
| MSFT | MICROSOFT CORP | 141,089 | $28.71M | 4.2% | $116.49 | +48.6% | COM | 594918104 |
| — | SOUTHWEST AIRLS CO | 19,329,000 | $23.19M | 3.4% | $1.20 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | MICROCHIP TECHNOLOGY INC. | 14,911,000 | $22M | 3.2% | $1.19 | — | NOTE 1.625% 2/1 | 595017AF1 |
| MSFT | MICROSOFT CORP | 92,200 | $18.76M | 2.8% | $116.49 | +48.6% | Call | 594918104 |
| — | ARES CAPITAL CORP | 18,895,000 | $18.35M | 2.7% | $1.06 | — | NOTE 4.625% 3/0 | 04010LAW3 |
| — | ZYNGA INC | 13,811,000 | $17.77M | 2.6% | $1.29 | — | NOTE 0.250% 6/0 | 98986TAB4 |
| — | WORKDAY INC | 11,706,000 | $15.92M | 2.3% | $1.11 | — | NOTE 0.250%10/0 | 98138HAF8 |
| — | BK OF AMERICA CORP | 11,735 | $15.55M | 2.3% | $1266.96 | — | 7.25%CNV PFD L | 060505682 |
| — | AMERICAN RLTY CAP PPTYS INC | 15,125,000 | $15.07M | 2.2% | $1.00 | — | NOTE 3.750%12/1 | 02917TAB0 |
| GOOGL | ALPHABET INC | 10,123 | $14.36M | 2.1% | $61.29 | +9.2% | CAP STK CL A | 02079K305 |
| NKE | NIKE INC | 124,575 | $12.21M | 1.8% | $77.53 | +10.2% | CL B | 654106103 |
| ADBE | ADOBE INC | 26,573 | $11.57M | 1.7% | $263.27 | +40.7% | COM | 00724F101 |
| — | CHEGG INC | 8,137,000 | $11.53M | 1.7% | $1.42 | — | NOTE 0.125% 3/1 | 163092AD1 |
| NEE | NEXTERA ENERGY INC | 43,545 | $10.46M | 1.5% | $50.46 | +3.0% | COM | 65339F101 |
| — | ILLUMINA INC | 6,977,000 | $10.4M | 1.5% | $1.36 | — | NOTE 0.500% 6/1 | 452327AH2 |
| — | VISHAY INTERTECHNOLOGY INC | 11,050,000 | $10.34M | 1.5% | $0.95 | — | NOTE 2.250% 6/1 | 928298AP3 |
| — | WESTERN DIGITAL CORP. | 10,470,000 | $9.901M | 1.5% | $0.97 | — | NOTE 1.500% 2/0 | 958102AP0 |
| — | ANSYS INC | 32,954 | $9.614M | 1.4% | $232.15 | — | COM | 03662Q105 |
| — | MACQUARIE INFRASTRUCTURE COR | 11,069,000 | $9.589M | 1.4% | $0.94 | — | NOTE 2.000%10/0 | 55608BAB1 |
| KR | KROGER CO | 283,130 | $9.584M | 1.4% | $26.32 | +9.3% | COM | 501044101 |
| AWK | AMERICAN WTR WKS CO INC NEW | 74,482 | $9.583M | 1.4% | $111.91 | 0.0% | COM | 030420103 |
| — | WEIBO CORP | 10,150,000 | $9.541M | 1.4% | $0.94 | — | NOTE 1.250%11/1 | 948596AC5 |
| — | AKAMAI TECHNOLOGIES INC | 7,506,000 | $9.345M | 1.4% | $1.07 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| ZTS | ZOETIS INC | 67,166 | $9.204M | 1.4% | $119.01 | +4.6% | CL A | 98978V103 |
| CMI | CUMMINS INC | 53,010 | $9.185M | 1.3% | $139.25 | 0.0% | COM | 231021106 |
| ROST | ROSS STORES INC | 106,819 | $9.105M | 1.3% | $84.68 | +1.2% | COM | 778296103 |
| ADI | ANALOG DEVICES INC | 73,247 | $8.983M | 1.3% | $95.65 | +3.9% | COM | 032654105 |
| BAX | BAXTER INTL INC | 104,116 | $8.964M | 1.3% | $74.75 | +3.9% | COM | 071813109 |
| BXP | BOSTON PPTYS LTD PARTNERSHIP | 96,779 | $8.747M | 1.3% | $68.07 | 0.0% | COM | 101121101 |
| VEEV | VEEVA SYS INC | 37,087 | $8.694M | 1.3% | $146.59 | +35.3% | CL A COM | 922475108 |
| NOW | SERVICENOW INC | 20,503 | $8.305M | 1.2% | $60.21 | +17.3% | COM | 81762P102 |
| FIS | FIDELITY NATL INFORMATION SV | 61,411 | $8.235M | 1.2% | $117.46 | -0.6% | COM | 31620M106 |
| QGEN 1 11/13/24 | QIAGEN NV | 7,400,000 | $8.057M | 1.2% | $1.09 | — | DEBT 1.000%11/1 | N72482AT4 |
| SSD | SIMPSON MANUFACTURING CO INC | 94,200 | $7.947M | 1.2% | $74.01 | -5.0% | COM | 829073105 |
| WY | WEYERHAEUSER CO MTN BE | 352,188 | $7.91M | 1.2% | $16.44 | 0.0% | COM NEW | 962166104 |
| SYK | STRYKER CORPORATION | 41,558 | $7.488M | 1.1% | $179.26 | -3.1% | COM | 863667101 |
| CCK | CROWN HLDGS INC | 114,384 | $7.45M | 1.1% | $65.14 | -8.2% | COM | 228368106 |
| A | AGILENT TECHNOLOGIES INC | 82,639 | $7.303M | 1.1% | $75.48 | +4.5% | COM | 00846U101 |
| PGR | PROGRESSIVE CORP OHIO | 89,959 | $7.207M | 1.1% | $62.96 | +5.4% | COM | 743315103 |
| — | ZILLOW GROUP INC | 6,154,000 | $7.2M | 1.1% | $1.17 | — | NOTE 2.750% 5/1 | 98954MAH4 |
| CDNS | CADENCE DESIGN SYSTEM INC | 72,908 | $6.996M | 1.0% | $69.31 | +20.8% | COM | 127387108 |
| — | FORTIVE CORP | 7,000,000 | $6.864M | 1.0% | $0.98 | — | NOTE 0.875% 2/1 | 34959JAK4 |
| DAR | DARLING INGREDIENTS INC | 278,750 | $6.863M | 1.0% | $23.11 | -5.8% | COM | 237266101 |
| BALL | BALL CORP | 97,739 | $6.792M | 1.0% | $65.35 | -3.3% | COM | 058498106 |
| SPGI | S&P GLOBAL INC | 20,161 | $6.643M | 1.0% | $240.96 | +19.1% | COM | 78409V104 |
| — | PROSPECT CAP CORP | 5,700,000 | $5.62M | 0.8% | $1.01 | — | NOTE 4.950% 7/1 | 74348TAR3 |
| — | EXACT SCIENCES CORP | 5,343,000 | $5.535M | 0.8% | $1.02 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | SPLUNK INC | 3,800,000 | $5.474M | 0.8% | $1.08 | — | NOTE 0.500% 9/1 | 848637AC8 |
| — | ILLUMINA INC | 5,000,000 | $5.431M | 0.8% | $1.09 | — | NOTE 8/1 | 452327AK5 |
| CIEN | CIENA CORP | 96,042 | $5.202M | 0.8% | $41.42 | +20.0% | COM NEW | 171779309 |
| — | PALO ALTO NETWORKS INC | 4,672,000 | $5.031M | 0.7% | $1.06 | — | NOTE 0.750% 7/0 | 697435AD7 |
| META | FACEBOOK INC | 21,793 | $4.949M | 0.7% | $119.29 | +73.8% | CL A | 30303M102 |
| — | EURONET WORLDWIDE INC | 4,940,000 | $4.733M | 0.7% | $0.91 | — | NOTE 0.750% 3/1 | 298736AL3 |
| — | SPLUNK INC | 3,068,000 | $4.5M | 0.7% | $1.10 | — | NOTE 1.125% 9/1 | 848637AD6 |
| — | TWITTER INC | 4,000,000 | $3.923M | 0.6% | $0.97 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| — | ARES CAPITAL CORP | 3,900,000 | $3.885M | 0.6% | $1.01 | — | NOTE 3.750% 2/0 | 04010LAT0 |
| — | BROOKFIELD ASSET MGMT INC | 108,769 | $3.579M | 0.5% | $44.43 | — | CL A LTD VT SH | 112585104 |
| AVY | AVERY DENNISON CORP | 30,898 | $3.525M | 0.5% | $109.59 | -8.9% | COM | 053611109 |
| JNJ | JOHNSON & JOHNSON | 24,629 | $3.464M | 0.5% | $111.48 | +11.4% | COM | 478160104 |
| — | HERCULES CAPITAL INC | 3,450,000 | $3.45M | 0.5% | $1.02 | — | DBCV 4.375% 2/0 | 427096AF9 |
| STWD | STARWOOD PPTY TR INC | 3,303,628 | $3.222M | 0.5% | $0.98 | — | COM | 85571B105 |
| — | MOMO INC | 4,100,000 | $3.178M | 0.5% | $0.87 | — | NOTE 1.250% 7/0 | 60879BAB3 |
| — | LIBERTY MEDIA CORP DEL | 2,800,000 | $3.041M | 0.4% | $1.11 | — | NOTE 1.000% 1/3 | 531229AF9 |
| JPM | JPMORGAN CHASE & CO | 31,836 | $2.994M | 0.4% | $97.42 | -16.1% | COM | 46625H100 |
| V | VISA INC | 15,478 | $2.99M | 0.4% | $149.47 | +17.4% | COM CL A | 92826C839 |
| — | PROSPECT CAP CORP | 3,000,000 | $2.956M | 0.4% | $1.04 | — | NOTE 6.375% 3/0 | 74348TAT9 |
| — | SUPERNUS PHARMACEUTICALS INC | 3,200,000 | $2.832M | 0.4% | $0.91 | — | NOTE 0.625% 4/0 | 868459AD0 |
| PG | PROCTER AND GAMBLE CO | 23,238 | $2.779M | 0.4% | $88.06 | +15.3% | COM | 742718109 |
| INTC | INTEL CORP | 39,704 | $2.375M | 0.3% | $25.37 | +109.6% | COM | 458140100 |
| VZ | VERIZON COMMUNICATIONS INC | 41,970 | $2.314M | 0.3% | $38.80 | +5.0% | COM | 92343V104 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 12,752 | $2.276M | 0.3% | $151.97 | +20.2% | CL B NEW | 084670702 |
| — | APOLLO COML REAL EST FIN INC | 2,450,000 | $2.089M | 0.3% | $1.02 | — | NOTE 4.750% 8/2 | 03762UAB1 |
| T | AT&T INC | 65,489 | $1.98M | 0.3% | $14.94 | +3.8% | COM | 00206R102 |
| MRK | MERCK & CO. INC | 24,009 | $1.857M | 0.3% | $44.22 | +42.2% | COM | 58933Y105 |
| — | JAZZ INVESTMENTS I LTD | 2,000,000 | $1.853M | 0.3% | $0.93 | — | NOTE 1.500% 8/1 | 472145AD3 |
| XOM | EXXON MOBIL CORP | 40,977 | $1.832M | 0.3% | $55.44 | -37.2% | COM | 30231G102 |
| DIS | DISNEY WALT CO | 16,145 | $1.8M | 0.3% | $120.25 | -10.3% | COM DISNEY | 254687106 |
| CSCO | CISCO SYS INC | 38,367 | $1.789M | 0.3% | $20.86 | +77.4% | COM | 17275R102 |
| PEP | PEPSICO INC | 13,286 | $1.757M | 0.3% | $100.67 | +10.0% | COM | 713448108 |
| PYPL | PAYPAL HLDGS INC | 10,019 | $1.746M | 0.3% | $103.24 | +33.6% | COM | 70450Y103 |
| BAC | BK OF AMERICA CORP | 70,954 | $1.685M | 0.2% | $22.88 | -10.1% | COM | 060505104 |
| KO | COCA COLA CO | 37,230 | $1.663M | 0.2% | $43.63 | -11.3% | COM | 191216100 |
| CMCSA | COMCAST CORP NEW | 42,620 | $1.661M | 0.2% | $27.32 | +19.9% | CL A | 20030N101 |
| PFE | PFIZER INC | 50,544 | $1.653M | 0.2% | $21.20 | +22.6% | COM | 717081103 |
| CVX | CHEVRON CORP NEW | 17,819 | $1.59M | 0.2% | $89.30 | -21.8% | COM | 166764100 |
| — | LIGAND PHARMACEUTICALS INC | 1,800,000 | $1.565M | 0.2% | $0.86 | — | NOTE 0.750% 5/1 | 53220KAF5 |
| ABT | ABBOTT LABS | 16,683 | $1.525M | 0.2% | $36.60 | +123.9% | COM | 002824100 |
| — | BLACKROCK TCP CAPITAL CORP | 1,500,000 | $1.446M | 0.2% | $1.04 | — | NOTE 4.625% 3/0 | 87238QAD5 |
| ABBV | ABBVIE INC | 13,830 | $1.358M | 0.2% | $42.60 | +65.5% | COM | 00287Y109 |
| — | MERITOR INC | 1,330,000 | $1.314M | 0.2% | $0.96 | — | NOTE 3.250%10/1 | 59001KAF7 |
| BMY | BRISTOL-MYERS SQUIBB CO | 21,013 | $1.236M | 0.2% | $48.49 | -1.2% | COM | 110122108 |
| ORCL | ORACLE CORP | 20,929 | $1.157M | 0.2% | $35.22 | +39.1% | COM | 68389X105 |
| MDT | MEDTRONIC PLC | 12,025 | $1.103M | 0.2% | $63.78 | +28.2% | SHS | G5960L103 |
| C | CITIGROUP INC | 20,247 | $1.035M | 0.2% | $56.19 | -31.2% | COM NEW | 172967424 |
| QCOM | QUALCOMM INC | 10,896 | $994K | 0.1% | $40.95 | +73.3% | COM | 747525103 |
| WFC | WELLS FARGO CO NEW | 37,516 | $960K | 0.1% | $37.53 | -36.1% | COM | 949746101 |
| — | SUNPOWER CORP | 1,050,000 | $956K | 0.1% | $0.80 | — | DBCV 0.875% 6/0 | 867652AJ8 |
| GILD | GILEAD SCIENCES INC | 11,351 | $873K | 0.1% | $55.64 | +10.5% | COM | 375558103 |
| RY | ROYAL BK CDA | 12,852 | $872K | 0.1% | $72.46 | -12.2% | COM | 780087102 |
| SBUX | STARBUCKS CORP | 10,729 | $790K | 0.1% | $69.87 | -5.1% | COM | 855244109 |
| CVS | CVS HEALTH CORP | 11,656 | $757K | 0.1% | $70.55 | -25.4% | COM | 126650100 |
| — | LIBERTY MEDIA CORP DEL | 700,000 | $730K | 0.1% | $1.16 | — | NOTE 1.375%10/1 | 531229AB8 |
| TD | TORONTO DOMINION BK ONT | 16,305 | $728K | 0.1% | $51.32 | -17.1% | COM NEW | 891160509 |
| — | NUANCE COMMUNICATIONS INC | 600,000 | $710K | 0.1% | $1.18 | — | DBCV 1.000%12/1 | 67020YAK6 |
| — | ZILLOW GROUP INC | 600,000 | $623K | 0.1% | $1.04 | — | NOTE 1.500% 7/0 | 98954MAC5 |
| SO | SOUTHERN CO | 11,739 | $609K | 0.1% | $36.38 | +23.0% | COM | 842587107 |
| ENB | ENBRIDGE INC | 18,159 | $552K | 0.1% | $23.38 | -9.8% | COM | 29250N105 |
| TJX | TJX COS INC NEW | 10,836 | $548K | 0.1% | $39.61 | +17.7% | COM | 872540109 |
| MS | MORGAN STANLEY | 11,110 | $537K | 0.1% | $36.56 | -3.7% | COM NEW | 617446448 |
| — | GENERAL ELECTRIC CO | 78,217 | $534K | 0.1% | $31.48 | — | COM | 369604103 |
| USB | US BANCORP DEL | 13,418 | $494K | 0.1% | $29.17 | -4.5% | COM NEW | 902973304 |
| BNS | BANK NOVA SCOTIA B C | 10,939 | $453K | 0.1% | $37.72 | -21.9% | COM | 064149107 |
| BSX | BOSTON SCIENTIFIC CORP | 12,485 | $438K | 0.1% | $22.91 | +57.2% | COM | 101137107 |
| — | IQIYI INC | 387,000 | $385K | 0.1% | $0.99 | — | NOTE 2.000% 4/0 | 46267XAD0 |
| KMI | KINDER MORGAN INC DEL | 23,587 | $358K | 0.1% | $10.90 | -0.4% | COM | 49456B101 |
| SCHW | SCHWAB CHARLES CORP | 10,320 | $348K | 0.1% | $25.16 | +31.9% | COM | 808513105 |
| GM | GENERAL MTRS CO | 13,282 | $336K | 0.0% | $37.86 | -38.0% | COM | 37045V100 |
| MFC | MANULIFE FINL CORP | 17,544 | $239K | 0.0% | $18.39 | -31.5% | COM | 56501R106 |
| F | FORD MTR CO DEL | 39,364 | $239K | 0.0% | $7.94 | -47.1% | COM | 345370860 |
| SU | SUNCOR ENERGY INC NEW | 13,961 | $235K | 0.0% | $22.70 | -39.5% | COM | 867224107 |
| SLB | SCHLUMBERGER LTD | 12,625 | $232K | 0.0% | $46.41 | -66.7% | COM | 806857108 |
| HPQ | HP INC | 13,282 | $232K | 0.0% | $16.28 | -19.7% | COM | 40434L105 |
| WMB | WILLIAMS COS INC | 11,876 | $226K | 0.0% | $13.80 | 0.0% | COM | 969457100 |
| — | AMCOR PLC | 16,331 | $167K | 0.0% | $7.88 | -6.2% | ORD | G0250X107 |
| RF | REGIONS FINANCIAL CORP NEW | 12,423 | $138K | 0.0% | $6.39 | +32.1% | COM | 7591EP100 |
| KEY | KEYCORP | 11,242 | $137K | 0.0% | $8.01 | +10.1% | COM | 493267108 |
| TEVA | TEVA PHARMACEUTICAL INDS LTD | 10,357 | $128K | 0.0% | $24.33 | — | SPONSORED ADS | 881624209 |
| — | ANNALY CAPITAL MANAGEMENT IN | 17,342 | $114K | 0.0% | $10.92 | — | COM | 035710409 |
| KGC | KINROSS GOLD CORP | 14,649 | $106K | 0.0% | $3.59 | +80.7% | COM | 496902404 |
| HPE | HEWLETT PACKARD ENTERPRISE C | 10,844 | $106K | 0.0% | $11.05 | -25.6% | COM | 42824C109 |
| HBAN | HUNTINGTON BANCSHARES INC | 11,073 | $100K | 0.0% | $6.54 | +4.3% | COM | 446150104 |
| — | VEREIT INC | 13,470 | $87,000 | 0.0% | $10.14 | — | COM | 92339V100 |
| BTG | B2GOLD CORP | 11,537 | $66,000 | 0.0% | $2.40 | +67.6% | COM | 11777Q209 |
| — | MARATHON OIL CORP | 10,132 | $62,000 | 0.0% | $17.60 | — | COM | 565849106 |
| — | SIRIUS XM HOLDINGS INC | 10,245 | $60,000 | 0.0% | $4.21 | — | COM | 82968B103 |