Location: Seattle, WA
CIK: 0001133521 · Show all filings
Period: Q4 2015 (← Previous) (Next →)
Filing Date: Feb 12, 2016
Total Value: $1.04B (12.4% shares, 87.6% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | INFINERA CORPORATION | 44,750,000 | $69.08M | 6.6% | $1.08 | — | DBCV 1.750% 6/0 | 45667GAB9 |
| — | PALO ALTO NETWORKS INC | 38,800,000 | $64.21M | 6.2% | $1.63 | — | NOTE 7/0 | 697435AB1 |
| — | AMERICAN RLTY CAP PPTYS INC | 56,933,000 | $53.02M | 5.1% | $0.96 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| — | LINKEDIN CORP | 49,000,000 | $51.44M | 4.9% | $1.05 | — | NOTE 0.500%11/0 | 53578AAB4 |
| — | SERVICENOW INC | 39,641,000 | $50.91M | 4.9% | $1.14 | — | NOTE 11/0 | 81762PAB8 |
| — | RESOLUTE FST PRODS INC | 6,461,759 | $48.92M | 4.7% | $13.12 | — | COM | 76117W109 |
| — | TWITTER INC | 51,200,000 | $43.55M | 4.2% | $0.85 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| — | WORKDAY INC | 37,338,000 | $42.75M | 4.1% | $1.18 | — | NOTE 0.750% 7/1 | 98138HAC5 |
| — | GLOBALSTAR INC | 29,119,543 | $41.93M | 4.0% | $4.23 | — | COM | 378973408 |
| — | WEBMD HEALTH CORP | 36,312,000 | $37.54M | 3.6% | $0.96 | — | NOTE 2.500% 1/3 | 94770VAF9 |
| — | FINISAR CORP | 34,517,000 | $32.4M | 3.1% | $0.95 | — | NOTE 0.500%12/1 | 31787AAM3 |
| — | RAMBUS INC DEL | 25,544,000 | $29.44M | 2.8% | $1.22 | — | NOTE 1.125% 8/1 | 750917AE6 |
| — | INTERDIGITAL INC | 28,619,000 | $28.87M | 2.8% | $1.09 | — | NOTE 2.500% 3/1 | 458660AB3 |
| — | ARES CAP CORP | 25,009,000 | $25.2M | 2.4% | $1.03 | — | NOTE 4.875% 3/1 | 04010LAG8 |
| — | FIFTH STR FIN CORP | 25,056,000 | $25.06M | 2.4% | $1.06 | — | NOTE 5.375% 4/0 | 31679BAC4 |
| — | MERCADOLIBRE INC | 21,500,000 | $24.11M | 2.3% | $0.98 | — | NOTE 2.250% 7/0 | 58733RAB8 |
| — | TCP CAP CORP | 24,029,000 | $23.73M | 2.3% | $1.00 | — | NOTE 5.250%12/1 | 87238QAB9 |
| — | ALASKA COMMUNICATIONS SYS GR | 24,000,000 | $23.7M | 2.3% | $1.02 | — | NOTE 6.250% 5/0 | 01167PAE1 |
| — | LEVEL 3 COMMUNICATIONS INC | 415,000 | $22.56M | 2.2% | $21.08 | — | COM NEW | 52729N308 |
| — | ARES CAP CORP | 20,958,000 | $20.98M | 2.0% | $1.03 | — | NOTE 5.750% 2/0 | 04010LAB9 |
| — | SPIRIT RLTY CAP INC NEW | 20,192,000 | $19.36M | 1.9% | $0.97 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | BLUCORA INC | 23,100,000 | $19.26M | 1.9% | $0.96 | — | NOTE 4.250% 4/0 | 095229AB6 |
| — | INTEGRATED DEVICE TECHNOLOGY | 16,500,000 | $16.97M | 1.6% | $1.03 | — | NOTE 0.875%11/1 | 458118AB2 |
| — | TESLA MTRS INC | 17,000,000 | $16.03M | 1.5% | $0.98 | — | NOTE 0.250% 3/0 | 88160RAB7 |
| — | APOLLO INVT CORP | 15,682,000 | $15.7M | 1.5% | $1.06 | — | NOTE 5.750% 1/1 | 03761UAE6 |
| — | SHUTTERFLY INC | 15,202,000 | $14.67M | 1.4% | $0.96 | — | NOTE 0.250% 5/1 | 82568PAB2 |
| — | WORKDAY INC | 12,000,000 | $14.27M | 1.4% | $1.18 | — | NOTE 1.500% 7/1 | 98138HAD3 |
| — | TPG SPECIALTY LENDING INC | 13,580,000 | $13.44M | 1.3% | $0.99 | — | NOTE 4.500%12/1 | 87265KAB8 |
| — | TRULIA INC | 10,000,000 | $12.16M | 1.2% | $1.29 | — | NOTE 2.750%12/1 | 897888AB9 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 6,530,000 | $10.89M | 1.0% | $1.40 | — | NOTE 1.000% 7/0 | 874054AD1 |
| — | QUIDEL CORP | 11,000,000 | $10.72M | 1.0% | $1.00 | — | NOTE 3.250%12/1 | 74838JAA9 |
| — | NEW MTN FIN CORP | 10,750,000 | $10.54M | 1.0% | $1.01 | — | NOTE 5.000% 6/1 | 647551AB6 |
| — | PHOTRONICS INC | 8,605,000 | $10.44M | 1.0% | $1.10 | — | NOTE 3.250% 4/0 | 719405AH5 |
| — | MEDIDATA SOLUTIONS INC | 9,500,000 | $10.39M | 1.0% | $1.09 | — | NOTE 1.000% 8/0 | 58471AAB1 |
| — | SERVICESOURCE INTL INC | 11,957,000 | $10.13M | 1.0% | $0.76 | — | NOTE 1.500% 8/0 | 81763UAB6 |
| — | STILLWATER MNG CO | 10,500,000 | $10.03M | 1.0% | $1.08 | — | NOTE 1.750%10/1 | 86074QAL6 |
| — | ARES CAP CORP | 9,489,000 | $9.513M | 0.9% | $1.00 | — | NOTE 5.125% 6/0 | 04010LAD5 |
| — | RUDOLPH TECHNOLOGIES INC | 5,835,000 | $6.718M | 0.6% | $1.15 | — | NOTE 3.750% 7/1 | 781268AB3 |
| — | VIPSHOP HLDGS LTD | 6,000,000 | $6.338M | 0.6% | $1.14 | — | NOTE 1.500% 3/1 | 92763WAA1 |
| — | INVENSENSE INC | 6,325,000 | $5.908M | 0.6% | $0.92 | — | NOTE 1.750%11/0 | 46123DAB2 |
| — | ALTRA INDL MOTION CORP | 5,125,000 | $5.561M | 0.5% | $1.38 | — | NOTE 2.750% 3/0 | 02208RAE6 |
| — | WEBMD HEALTH CORP | 4,700,000 | $4.706M | 0.5% | $1.00 | — | NOTE 2.250% 3/3 | 94770VAH5 |
| ANW 4 11/01/18 | AEGEAN MARINE PETE NETWORK I | 5,150,000 | $4.442M | 0.4% | $1.06 | — | NOTE 4.000%11/0 | Y0020QAA9 |
| — | ARES CAP CORP | 3,034,000 | $3.034M | 0.3% | $1.00 | — | NOTE 4.750% 1/1 | 04010LAJ2 |
| — | STARWOOD WAYPOINT RESIDENTL | 3,000,000 | $2.995M | 0.3% | $1.00 | — | NOTE 4.500%10/1 | 85571WAD1 |
| — | FIFTH STREET FINANCE CORP | 451,442 | $2.88M | 0.3% | $7.26 | — | COM | 31678A103 |
| — | FIFTH STR SR FLOATNG RATE CO | 332,445 | $2.849M | 0.3% | $10.44 | — | COM | 31679F101 |
| MU | MICRON TECHNOLOGY INC | 200,000 | $2.832M | 0.3% | $17.18 | -9.2% | COM | 595112103 |
| — | CONSOL ENERGY INC | 155,000 | $1.225M | 0.1% | $7.90 | — | COM | 20854P109 |
| GSBD | GOLDMAN SACHS BDC INC | 63,207 | $1.201M | 0.1% | $19.77 | 0.0% | SHS | 38147U107 |
| — | ARCELORMITTAL SA LUXEMBOURG | 250,000 | $1.055M | 0.1% | $4.22 | — | NY REGISTRY SH | 03938L104 |
| MOS | MOSAIC CO NEW | 35,000 | $966K | 0.1% | $30.39 | -13.9% | COM | 61945C103 |
| WYNN | WYNN RESORTS LTD | 10,000 | $692K | 0.1% | $58.64 | 0.0% | COM | 983134107 |
| — | PHOTRONICS INC | 384,000 | $512K | 0.0% | $1.33 | — | NOTE 3.250% 4/0 | 719405AK8 |
| — | LEAPFROG ENTERPRISES INC | 700,000 | $497K | 0.0% | $1.03 | — | CL A | 52186N106 |
| PAAS | PAN AMERICAN SILVER CORP | 55,000 | $358K | 0.0% | $7.20 | 0.0% | COM | 697900108 |
| SPY | SPDR S&P 500 ETF TR | 100,000 | $259K | 0.0% | — | — | Put | 78462F103 |
| IWM | ISHARES TR | 50,000 | $254K | 0.0% | — | — | Put | 464287655 |
| RY | ROYAL BK CDA MONTREAL QUE | 50,000 | $213K | 0.0% | — | — | Put | 780087102 |
| — | POWERSHARES QQQ TRUST | 100,000 | $155K | 0.0% | — | — | Put | 73935A104 |
| T | AT&T INC | 75,000 | $83,000 | 0.0% | — | — | Put | 00206R102 |
| — | GENCO SHIPPING & TRADING LTD | 50,000 | $75,000 | 0.0% | $3.91 | — | SHS NEW | Y2685T115 |
| MOS | MOSAIC CO NEW | 50,000 | $3,000 | 0.0% | $30.39 | -13.9% | Call | 61945C103 |
| HRL | HORMEL FOODS CORP | 30,000 | $3,000 | 0.0% | — | — | Put | 440452100 |
| MU | MICRON TECHNOLOGY INC | 250,000 | $2,000 | 0.0% | $17.18 | -9.2% | Call | 595112103 |