CIK: 0001520478 · Show all filings
Period: Q2 2016 (← Previous) (Next →)
Filing Date: Apr 29, 2019
Total Value ($000): $1,574,825 (62.3% shares, 37.7% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| JNJ | JOHNSON & JOHNSON | 522,145 | $63,337 | 4.0% | $67.37 | +29.2% | COM | 478160104 |
| MRK | MERCK & CO INC | 1,092,034 | $62,911 | 4.0% | $33.19 | +19.0% | COM | 58933Y105 |
| PFE | PFIZER INC | 1,751,059 | $61,655 | 3.9% | $17.26 | +21.9% | COM | 717081103 |
| MSFT | MICROSOFT CORP | 1,117,577 | $57,187 | 3.6% | $32.04 | +43.5% | COM | 594918104 |
| LLY | LILLY ELI & CO | 686,963 | $54,099 | 3.4% | $46.99 | +36.4% | COM | 532457108 |
| AMZN | AMAZON COM INC | 61,680 | $44,140 | 2.8% | $29.50 | +14.6% | COM | 023135106 |
| PG | PROCTER & GAMBLE CO | 462,356 | $39,148 | 2.5% | $59.44 | +6.5% | COM | 742718109 |
| — | NXP SEMICONDUCTORS N V | 27,900,000 | $30,274 | 1.9% | $1.11 | — | DBCV 1.000%12/0 | 62952QAB6 |
| — | INTEL CORP SDCV | 22,000,000 | $28,468 | 1.8% | $1.28 | — | 12/1 | 458140AD2 |
| — | CITRIX SYS INC | 25,350,000 | $28,279 | 1.8% | $1.06 | — | NOTE 0.500% 4/1 | 177376AD2 |
| — | BROCADE COMMUNICATIONS SYS I | 28,500,000 | $28,096 | 1.8% | $0.99 | — | NOTE 1.375% 1/0 | 111621AQ1 |
| — | STARWOOD PPTY TR INC | 26,500,000 | $27,541 | 1.7% | $1.05 | — | NOTE 4.550% 3/0 | 85571BAA3 |
| WMT | WAL-MART STORES INC | 366,752 | $26,781 | 1.7% | $20.17 | -3.2% | COM | 931142103 |
| OLN | OLIN CORP | 1,041,594 | $25,873 | 1.6% | $16.42 | 0.0% | COM PAR $1 | 680665205 |
| RRR | RED ROCK RESORTS INC | 1,134,811 | $24,943 | 1.6% | $20.38 | 0.0% | CL A | 75700L108 |
| — | HOLOGIC INC | 20,300,000 | $24,641 | 1.6% | $1.24 | — | FRNT 12/1 | 436440AG6 |
| — | PRICELINE GRP INC | 21,000,000 | $24,591 | 1.6% | $1.19 | — | NOTE 0.350% 6/1 | 741503AS5 |
| T | AT&T INC | 536,787 | $23,195 | 1.5% | $12.92 | +16.9% | COM | 00206R102 |
| ENR | ENERGIZER HLDGS INC NEW | 447,233 | $23,028 | 1.5% | $33.42 | 0.0% | COM | 29272W109 |
| EMR | EMERSON ELEC CO | 423,504 | $22,089 | 1.4% | $42.67 | -2.6% | COM | 291011104 |
| — | LIBERTY MEDIA CORP DELAWARE | 22,000,000 | $21,875 | 1.4% | $0.99 | — | NOTE 1.375%10/1 | 531229AB8 |
| CL | COLGATE PALMOLIVE CO | 288,629 | $21,128 | 1.3% | $53.20 | +6.9% | COM | 194162103 |
| — | MICROCHIP TECHNOLOGY INC | 19,000,000 | $21,076 | 1.3% | $1.02 | — | NOTE 1.625% 2/1 | 595017AD6 |
| MMM | 3M CO | 119,307 | $20,893 | 1.3% | $91.91 | +11.5% | COM | 88579Y101 |
| — | CTRIP COM INTL LTD | 19,000,000 | $20,079 | 1.3% | $1.06 | — | NOTE 1.000% 7/0 | 22943FAF7 |
| — | YAHOO INC | 19,500,000 | $19,359 | 1.2% | $0.99 | — | NOTE 12/0 | 984332AF3 |
| CME | CME GROUP INC | 196,597 | $19,149 | 1.2% | $65.83 | 0.0% | COM | 12572Q105 |
| — | ON SEMICONDUCTOR CORP | 18,350,000 | $18,969 | 1.2% | $1.09 | — | NOTE 2.625%12/1 | 682189AH8 |
| TAP | MOLSON COORS BREWING CO | 184,204 | $18,629 | 1.2% | $70.26 | +10.0% | CL B | 60871R209 |
| — | TWITTER INC | 20,400,000 | $18,209 | 1.2% | $0.85 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| — | MACQUARIE INFRASTRUCTURE COR | 235,166 | $17,414 | 1.1% | $74.05 | — | COM | 55608B105 |
| COST | COSTCO WHSL CORP NEW | 109,706 | $17,229 | 1.1% | $125.98 | +1.6% | COM | 22160K105 |
| MHK | MOHAWK INDS INC | 85,376 | $16,201 | 1.0% | $180.42 | +7.9% | COM | 608190104 |
| — | NETSUITE INC | 16,400,000 | $16,094 | 1.0% | $1.09 | — | NOTE 0.250% 6/0 | 64118QAB3 |
| — | SALESFORCE COM INC | 12,150,000 | $15,736 | 1.0% | $1.15 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| DOV | DOVER CORP | 226,583 | $15,706 | 1.0% | $47.46 | -3.4% | COM | 260003108 |
| — | ARES CAP CORP | 14,400,000 | $14,943 | 0.9% | $1.03 | — | NOTE 4.750% 1/1 | 04010LAJ2 |
| DLTR | DOLLAR TREE INC | 156,778 | $14,775 | 0.9% | $78.87 | +7.3% | COM | 256746108 |
| GD | GENERAL DYNAMICS CORP | 104,692 | $14,577 | 0.9% | $113.06 | 0.0% | COM | 369550108 |
| — | STANDARD PAC CORP NEW | 13,000,000 | $13,973 | 0.9% | $1.06 | — | NOTE 1.250% 8/0 | 85375CBC4 |
| — | CEMEX SAB DE CV | 13,500,000 | $13,898 | 0.9% | $1.00 | — | NOTE 3.750% 3/1 | 151290BC6 |
| CVS | CVS HEALTH CORP | 141,988 | $13,594 | 0.9% | $65.69 | +13.4% | COM | 126650100 |
| — | INTEGRATED DEVICE TECHNOLOGY | 14,000,000 | $13,568 | 0.9% | $0.94 | — | NOTE 0.875%11/1 | 458118AB2 |
| — | SERVICENOW INC | 11,750,000 | $13,078 | 0.8% | $1.11 | — | NOTE 11/0 | 81762PAB8 |
| — | RED HAT INC | 10,500,000 | $12,722 | 0.8% | $1.30 | — | NOTE 0.250%10/0 | 756577AD4 |
| — | ELECTRONICS FOR IMAGING INC | 11,000,000 | $11,797 | 0.7% | $1.07 | — | NOTE 0.750% 9/0 | 286082AC6 |
| — | JAZZ INVESTMENTS I LTD | 11,000,000 | $11,797 | 0.7% | $1.02 | — | NOTE 1.875% 8/1 | 472145AB7 |
| PM | PHILIP MORRIS INTL INC | 113,557 | $11,551 | 0.7% | $55.35 | +10.9% | COM | 718172109 |
| — | PALO ALTO NETWORKS INC | 8,750,000 | $11,172 | 0.7% | $1.46 | — | NOTE 7/0 | 697435AB1 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 11,000,000 | $11,054 | 0.7% | $1.02 | — | NOTE 1.250% 7/0 | 01988PAD0 |
| — | REYNOLDS AMERICAN INC | 204,542 | $11,031 | 0.7% | $54.12 | — | COM | 761713106 |
| SO | SOUTHERN CO | 195,540 | $10,487 | 0.7% | $31.70 | +6.1% | COM | 842587107 |
| — | MERCADOLIBRE INC | 8,000,000 | $10,110 | 0.6% | $1.13 | — | NOTE 2.250% 7/0 | 58733RAB8 |
| — | STARWOOD PPTY TR INC | 9,950,000 | $10,017 | 0.6% | $1.00 | — | NOTE 3.750%10/1 | 85571BAC9 |
| ED | CONSOLIDATED EDISON INC | 124,088 | $9,982 | 0.6% | $46.81 | +13.6% | COM | 209115104 |
| CHTR | CHARTER COMMUNICATIONS INC N | 43,324 | $9,905 | 0.6% | $214.89 | 0.0% | CL A | 16119P108 |
| — | AKAMAI TECHNOLOGIES INC | 10,000,000 | $9,852 | 0.6% | $1.04 | — | DBCV 2/1 | 00971TAG6 |
| — | GRUBHUB INC | 307,394 | $9,551 | 0.6% | $31.07 | — | COM | 400110102 |
| HPQ | HP INC | 751,445 | $9,431 | 0.6% | $9.12 | -0.6% | COM | 40434L105 |
| — | LIVE NATION ENTERTAINMENT IN | 8,500,000 | $8,566 | 0.5% | $1.01 | — | DBCV 2.500% 5/1 | 538034AJ8 |
| — | ARES CAP CORP | 8,200,000 | $8,530 | 0.5% | $1.00 | — | NOTE 4.375% 1/1 | 04010LAM5 |
| — | BIOMARIN PHARMACEUTICAL INC | 7,500,000 | $8,322 | 0.5% | $1.16 | — | NOTE 0.750%10/1 | 09061GAE1 |
| AIG | AMERICAN INTL GROUP INC | 152,545 | $8,068 | 0.5% | $43.14 | +0.4% | COM NEW | 026874784 |
| — | SPIRIT RLTY CAP INC NEW | 7,500,000 | $8,049 | 0.5% | $1.00 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | QEP RES INC | 455,238 | $8,026 | 0.5% | $17.63 | — | COM | 74733V100 |
| — | TESLA MTRS INC | 8,800,000 | $7,850 | 0.5% | $0.97 | — | NOTE 0.250% 3/0 | 88160RAB7 |
| — | DEPOMED INC | 6,500,000 | $7,827 | 0.5% | $1.20 | — | NOTE 2.500% 9/0 | 249908AA2 |
| — | MGM GROWTH PPTYS LLC | 280,158 | $7,475 | 0.5% | $26.68 | — | CL A COM | 55303A105 |
| NOC | NORTHROP GRUMMAN CORP | 33,000 | $7,335 | 0.5% | $180.17 | 0.0% | COM | 666807102 |
| — | CYRUSONE INC | 131,500 | $7,319 | 0.5% | $55.66 | — | COM | 23283R100 |
| — | CTRIP COM INTL LTD | 6,000,000 | $7,268 | 0.5% | $1.30 | — | NOTE 1.250%10/1 | 22943FAD2 |
| — | FIREEYE INC | 8,000,000 | $7,143 | 0.5% | $0.89 | — | NOTE 1.000% 6/0 | 31816QAB7 |
| CIEN | CIENA CORP | 344,178 | $6,890 | 0.4% | $18.11 | 0.0% | COM NEW | 171779309 |
| CSX | CSX CORP | 263,300 | $6,868 | 0.4% | $7.87 | -3.6% | COM | 126408103 |
| VZ | VERIZON COMMUNICATIONS INC | 118,064 | $6,593 | 0.4% | $28.69 | +9.7% | COM | 92343V104 |
| — | MICRON TECHNOLOGY INC | 4,300,000 | $6,202 | 0.4% | $1.26 | — | NOTE 2.125% 2/1 | 595112AV5 |
| — | FINISAR CORP | 346,639 | $6,070 | 0.4% | $17.51 | — | COM NEW | 31787A507 |
| HBAN | HUNTINGTON BANCSHARES INC | 668,913 | $5,980 | 0.4% | $6.54 | +0.6% | COM | 446150104 |
| AAL | AMERICAN AIRLS GROUP INC | 211,086 | $5,976 | 0.4% | $34.56 | -6.1% | COM | 02376R102 |
| EXP | EAGLE MATERIALS INC | 74,980 | $5,784 | 0.4% | $72.60 | -0.7% | COM | 26969P108 |
| — | HOLOGIC INC | 4,500,000 | $5,745 | 0.4% | $1.29 | — | DEBT 2.000% 3/0 | 436440AC5 |
| — | RICE ENERGY INC | 256,356 | $5,650 | 0.4% | $22.04 | — | COM | 762760106 |
| — | TESLA MTRS INC | 3,290,000 | $5,581 | 0.4% | $1.70 | — | NOTE 1.500% 6/0 | 88160RAA9 |
| IT | GARTNER INC | 54,771 | $5,335 | 0.3% | $84.56 | +12.4% | COM | 366651107 |
| SMG | SCOTTS MIRACLE GRO CO | 71,237 | $4,981 | 0.3% | $47.98 | +5.4% | CL A | 810186106 |
| — | LAZARD LTD | 163,015 | $4,854 | 0.3% | $34.19 | — | SHS A | G54050102 |
| ALB | ALBEMARLE CORP | 60,631 | $4,809 | 0.3% | $64.37 | 0.0% | COM | 012653101 |
| RCI | ROGERS COMMUNICATIONS INC | 89,046 | $4,657 | 0.3% | $36.94 | +5.0% | CL B | 775109200 |
| — | WRIGHT MED GROUP INC | 5,000,000 | $4,594 | 0.3% | $0.90 | — | NOTE 2.000% 2/1 | 98235TAE7 |
| — | INTERPUBLIC GROUP COS INC | 183,682 | $4,242 | 0.3% | $13.87 | +17.4% | COM | 460690100 |
| — | SOTHEBYS | 151,563 | $4,153 | 0.3% | $31.83 | — | COM | 835898107 |
| TSM | TAIWAN SEMICONDUCTOR MFG LTD | 146,679 | $3,848 | 0.2% | $22.23 | — | SPONSORED ADR | 874039100 |
| LEN | LENNAR CORP | 81,888 | $3,775 | 0.2% | $40.26 | -1.0% | CL A | 526057104 |
| — | MONSANTO CO NEW | 35,528 | $3,675 | 0.2% | $98.64 | — | COM | 61166W101 |
| WTW | WILLIS TOWERS WATSON PUB LTD | 27,914 | $3,470 | 0.2% | $102.23 | +5.3% | SHS | G96629103 |
| — | TD AMERITRADE HLDG CORP | 120,593 | $3,434 | 0.2% | $30.34 | — | COM | 87236Y108 |
| KR | KROGER CO | 92,440 | $3,401 | 0.2% | $28.08 | +5.3% | COM | 501044101 |
| — | KANSAS CITY SOUTHERN | 37,160 | $3,348 | 0.2% | $93.93 | — | COM NEW | 485170302 |
| CBRE | CBRE GROUP INC | 120,099 | $3,180 | 0.2% | $31.16 | -6.1% | CL A | 12504L109 |
| PCAR | PACCAR INC | 57,206 | $2,967 | 0.2% | $26.43 | -2.9% | COM | 693718108 |
| — | UNITED STATES STL CORP NEW | 176,004 | $2,967 | 0.2% | $13.78 | — | COM | 912909108 |
| SYF | SYNCHRONY FINL | 112,057 | $2,832 | 0.2% | $24.09 | -3.6% | COM | 87165B103 |
| — | NUANCE COMMUNICATIONS INC | 2,500,000 | $2,416 | 0.2% | $0.97 | — | DEBT 1.500%11/0 | 67020YAG5 |
| C | CITIGROUP INC | 54,110 | $2,293 | 0.1% | $37.10 | -10.8% | COM NEW | 172967424 |
| — | LIBERTY GLOBAL PLC | 77,277 | $2,214 | 0.1% | $44.74 | — | SHS CL C | G5480U120 |
| EXPD | EXPEDITORS INTL WASH INC | 42,593 | $2,089 | 0.1% | $40.51 | +6.0% | COM | 302130109 |
| CVCO | CAVCO INDS INC DEL | 21,115 | $1,978 | 0.1% | $77.60 | +18.8% | COM | 149568107 |
| — | CALATLANTIC GROUP INC | 52,640 | $1,932 | 0.1% | $37.22 | — | COM | 128195104 |
| LYV | LIVE NATION ENTERTAINMENT IN | 80,193 | $1,885 | 0.1% | $25.16 | -9.2% | COM | 538034109 |
| — | DISCOVERY COMMUNICATNS NEW | 73,456 | $1,752 | 0.1% | $31.14 | — | COM SER C | 25470F302 |
| BAC | BANK AMER CORP | 117,165 | $1,555 | 0.1% | $12.26 | -7.5% | COM | 060505104 |
| PBR | PETROLEO BRASILEIRO SA PETRO | 208,900 | $1,496 | 0.1% | $5.77 | — | SPONSORED ADR | 71654V408 |
| — | TATA MTRS LTD | 42,240 | $1,464 | 0.1% | $31.96 | — | SPONSORED ADR | 876568502 |
| PYPL | PAYPAL HLDGS INC | 39,905 | $1,457 | 0.1% | $36.38 | +4.8% | COM | 70450Y103 |
| — | HANESBRANDS INC | 55,023 | $1,383 | 0.1% | $32.75 | — | COM | 410345102 |
| — | VIPSHOP HLDGS LTD | 1,400,000 | $1,382 | 0.1% | $1.10 | — | NOTE 1.500% 3/1 | 92763WAA1 |
| — | BAKER HUGHES INC | 29,698 | $1,341 | 0.1% | $52.22 | — | COM | 057224107 |
| RF | REGIONS FINL CORP NEW | 156,763 | $1,335 | 0.1% | $6.59 | -2.9% | COM | 7591EP100 |
| — | 51JOB INC | 1,200,000 | $1,215 | 0.1% | $1.01 | — | NOTE 3.250% 4/1 | 316827AC8 |
| — | MANITOWOC FOODSERVICE INC | 58,212 | $1,025 | 0.1% | $14.74 | — | COM | 563568104 |
| EBAY | EBAY INC | 43,525 | $1,019 | 0.1% | $22.08 | -2.7% | COM | 278642103 |
| TRIP | TRIPADVISOR INC | 15,013 | $965 | 0.1% | $61.92 | -6.9% | COM | 896945201 |
| — | CTRIP COM INTL LTD | 22,500 | $927 | 0.1% | $43.78 | — | AMERICAN DEP SHS | 22943F100 |
| — | LIBERTY INTERACTIVE CORP | 36,167 | $918 | 0.1% | $26.95 | — | QVC GP COM SER A | 53071M104 |
| BABA | ALIBABA GROUP HLDG LTD | 9,250 | $736 | 0.0% | $80.44 | — | SPONSORED ADS | 01609W102 |
| CX | CEMEX SAB DE CV | 118,400 | $731 | 0.0% | $6.00 | — | SPON ADR NEW | 151290889 |
| MELI | MERCADOLIBRE INC | 4,680 | $658 | 0.0% | $112.06 | +15.3% | COM | 58733R102 |
| AMCX | AMC NETWORKS INC | 10,367 | $627 | 0.0% | $64.12 | -0.8% | CL A | 00164V103 |
| — | SOUFUN HLDGS LTD | 600,000 | $591 | 0.0% | $0.89 | — | NOTE 2.000%12/1 | 836034AB4 |
| BVN | COMPANIA DE MINAS BUENAVENTU | 40,240 | $481 | 0.0% | $11.95 | — | SPONSORED ADR | 204448104 |
| — | OFFICE DEPOT INC | 138,143 | $457 | 0.0% | $7.28 | — | COM | 676220106 |
| YPF | YPF SOCIEDAD ANONIMA | 21,900 | $420 | 0.0% | $17.87 | — | SPON ADR CL D | 984245100 |
| — | TOLL BROS FIN CORP | 400,000 | $392 | 0.0% | $1.06 | — | NOTE 0.500% 9/1 | 88947EAM2 |
| SOXX | ISHARES TR | 3,600 | $337 | 0.0% | $81.39 | — | PHLX SEMICND ETF | 464287523 |
| PSMT | PRICESMART INC | 3,200 | $299 | 0.0% | $77.01 | 0.0% | COM | 741511109 |
| IBB | ISHARES TR | 1,150 | $296 | 0.0% | $257.39 | — | NASDQ BIOTEC ETF | 464287556 |
| — | WORKDAY INC | 200,000 | $233 | 0.0% | $1.24 | — | NOTE 1.500% 7/1 | 98138HAD3 |