Location: Seattle, WA
CIK: 0001133521 · Show all filings
Period: Q1 2016 (← Previous) (Next →)
Filing Date: May 16, 2016
Total Value: $1.024B (10.9% shares, 89.1% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | INFINERA CORPORATION | 44,750,000 | $63.5M | 6.2% | $1.08 | — | DBCV 1.750% 6/0 | 45667GAB9 |
| — | PALO ALTO NETWORKS INC | 36,300,000 | $56.54M | 5.5% | $1.63 | — | NOTE 7/0 | 697435AB1 |
| — | AMERICAN RLTY CAP PPTYS INC | 56,933,000 | $55.51M | 5.4% | $0.96 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| — | LINKEDIN CORP | 60,500,000 | $54.79M | 5.3% | $1.02 | — | NOTE 0.500%11/0 | 53578AAB4 |
| — | GLOBALSTAR INC | 32,576,923 | $47.89M | 4.7% | $3.94 | — | COM | 378973408 |
| — | TWITTER INC | 51,200,000 | $44.93M | 4.4% | $0.85 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| — | SERVICENOW INC | 36,591,000 | $39.75M | 3.9% | $1.14 | — | NOTE 11/0 | 81762PAB8 |
| — | FINISAR CORP | 39,517,000 | $38.73M | 3.8% | $0.95 | — | NOTE 0.500%12/1 | 31787AAM3 |
| — | WEBMD HEALTH CORP | 26,900,000 | $35.83M | 3.5% | $1.33 | — | NOTE 1.500%12/0 | 94770VAK8 |
| — | WORKDAY INC | 31,088,000 | $35.25M | 3.4% | $1.18 | — | NOTE 0.750% 7/1 | 98138HAC5 |
| — | RESOLUTE FST PRODS INC | 5,995,028 | $33.03M | 3.2% | $13.12 | — | COM | 76117W109 |
| — | RAMBUS INC DEL | 25,544,000 | $32.47M | 3.2% | $1.22 | — | NOTE 1.125% 8/1 | 750917AE6 |
| — | NETSUITE INC | 32,129,000 | $30.8M | 3.0% | $0.96 | — | NOTE 0.250% 6/0 | 64118QAB3 |
| — | ARES CAP CORP | 30,009,000 | $30.57M | 3.0% | $1.03 | — | NOTE 4.875% 3/1 | 04010LAG8 |
| — | TCP CAP CORP | 29,529,000 | $29.27M | 2.9% | $1.00 | — | NOTE 5.250%12/1 | 87238QAB9 |
| — | INTERDIGITAL INC | 27,666,000 | $28.46M | 2.8% | $1.03 | — | NOTE 1.500% 3/0 | 458660AD9 |
| — | JDS UNIPHASE CORP | 27,000,000 | $26.34M | 2.6% | $0.98 | — | DBCV 0.625% 8/1 | 46612JAF8 |
| — | FIFTH STR FIN CORP | 25,056,000 | $25.06M | 2.4% | $1.06 | — | NOTE 5.375% 4/0 | 31679BAC4 |
| — | STARWOOD WAYPOINT RESIDENTL | 23,500,000 | $24.22M | 2.4% | $1.03 | — | NOTE 4.500%10/1 | 85571WAD1 |
| — | ALASKA COMMUNICATIONS SYS GR | 24,000,000 | $22.8M | 2.2% | $1.02 | — | NOTE 6.250% 5/0 | 01167PAE1 |
| — | SPIRIT RLTY CAP INC NEW | 22,192,000 | $22.19M | 2.2% | $0.97 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | WEBMD HEALTH CORP | 18,812,000 | $21.52M | 2.1% | $0.96 | — | NOTE 2.500% 1/3 | 94770VAF9 |
| — | TPG SPECIALTY LENDING INC | 19,580,000 | $19.32M | 1.9% | $0.99 | — | NOTE 4.500%12/1 | 87265KAB8 |
| — | SHUTTERFLY INC | 18,747,000 | $18.75M | 1.8% | $0.97 | — | NOTE 0.250% 5/1 | 82568PAB2 |
| — | MERCADOLIBRE INC | 16,000,000 | $18.06M | 1.8% | $0.98 | — | NOTE 2.250% 7/0 | 58733RAB8 |
| — | ARES CAP CORP | 16,863,000 | $17.09M | 1.7% | $1.01 | — | NOTE 4.375% 1/1 | 04010LAM5 |
| — | LEVEL 3 COMMUNICATIONS INC | 292,236 | $15.45M | 1.5% | $21.08 | — | COM NEW | 52729N308 |
| — | WORKDAY INC | 12,500,000 | $14.74M | 1.4% | $1.18 | — | NOTE 1.500% 7/1 | 98138HAD3 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 6,530,000 | $11.63M | 1.1% | $1.40 | — | NOTE 1.000% 7/0 | 874054AD1 |
| — | TRULIA INC | 9,900,000 | $11.57M | 1.1% | $1.29 | — | NOTE 2.750%12/1 | 897888AB9 |
| — | NEW MTN FIN CORP | 10,750,000 | $10.51M | 1.0% | $1.01 | — | NOTE 5.000% 6/1 | 647551AB6 |
| — | QUIDEL CORP | 11,000,000 | $9.873M | 1.0% | $1.00 | — | NOTE 3.250%12/1 | 74838JAA9 |
| — | BLUCORA INC | 10,600,000 | $7.963M | 0.8% | $0.96 | — | NOTE 4.250% 4/0 | 095229AB6 |
| — | PHOTRONICS INC | 6,603,000 | $7.858M | 0.8% | $1.20 | — | NOTE 3.250% 4/0 | 719405AK8 |
| — | MEDIDATA SOLUTIONS INC | 7,500,000 | $7.613M | 0.7% | $1.09 | — | NOTE 1.000% 8/0 | 58471AAB1 |
| — | ARES CAP CORP | 7,262,000 | $7.398M | 0.7% | $1.01 | — | NOTE 4.750% 1/1 | 04010LAJ2 |
| — | RUDOLPH TECHNOLOGIES INC | 5,950,000 | $6.515M | 0.6% | $1.15 | — | NOTE 3.750% 7/1 | 781268AB3 |
| — | SERVICESOURCE INTL INC | 7,957,000 | $6.445M | 0.6% | $0.76 | — | NOTE 1.500% 8/0 | 81763UAB6 |
| — | STILLWATER MNG CO | 5,000,000 | $5.378M | 0.5% | $1.08 | — | NOTE 1.750%10/1 | 86074QAL6 |
| — | STARWOOD WAYPOINT RESIDENTL | 4,500,000 | $4.455M | 0.4% | $0.99 | — | NOTE 3.000% 7/0 | 85571WAB5 |
| MOS | MOSAIC CO NEW | 155,000 | $4.185M | 0.4% | $23.59 | -8.4% | COM | 61945C103 |
| — | ARES CAP CORP | 4,000,000 | $4.02M | 0.4% | $1.00 | — | NOTE 5.125% 6/0 | 04010LAD5 |
| — | BLACKROCK CAPITAL INVESTMENT | 3,000,000 | $3.09M | 0.3% | $1.03 | — | NOTE 5.500% 2/1 | 092533AB4 |
| MU | MICRON TECHNOLOGY INC | 229,500 | $2.403M | 0.2% | $16.37 | -33.4% | COM | 595112103 |
| — | ARCELORMITTAL SA LUXEMBOURG | 433,493 | $1.985M | 0.2% | $4.37 | — | NY REGISTRY SH | 03938L104 |
| — | ROYAL GOLD INC | 2,000,000 | $1.94M | 0.2% | $0.97 | — | NOTE 2.875% 6/1 | 780287AA6 |
| GSBD | GOLDMAN SACHS BDC INC | 88,400 | $1.733M | 0.2% | $19.50 | -3.5% | SHS | 38147U107 |
| — | CONSOL ENERGY INC | 145,000 | $1.637M | 0.2% | $7.90 | — | COM | 20854P109 |
| WYNN | WYNN RESORTS LTD | 10,779 | $1.007M | 0.1% | $59.12 | +10.3% | COM | 983134107 |
| PLAB | PHOTRONICS INC | 96,431 | $1.004M | 0.1% | $10.80 | 0.0% | COM | 719405102 |
| — | TPG SPECIALTY LENDING INC | 24,774 | $400K | 0.0% | $16.15 | — | COM | 87265K102 |
| — | PENDRELL CORP | 493,800 | $262K | 0.0% | $0.53 | — | COM | 70686R104 |
| — | SKULLCANDY INC | 57,000 | $203K | 0.0% | $3.56 | — | COM | 83083J104 |
| MERC | MERCER INTL INC | 10,000 | $95,000 | 0.0% | $5.61 | 0.0% | COM | 588056101 |
| RY | ROYAL BK CDA MONTREAL QUE | 50,000 | $83,000 | 0.0% | — | — | Put | 780087102 |
| SPY | SPDR S&P 500 ETF TR | 50,000 | $63,000 | 0.0% | — | — | Put | 78462F103 |
| SJM | SMUCKER J M CO | 40,000 | $16,000 | 0.0% | — | — | Put | 832696405 |