Location: Seattle, WA
CIK: 0001133521 · Show all filings
Period: Q2 2016 (← Previous) (Next →)
Filing Date: Aug 15, 2016
Total Value: $971M (8.3% shares, 91.7% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | AMERICAN RLTY CAP PPTYS INC | 56,933,000 | $56.51M | 5.8% | $0.96 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| — | INFINERA CORPORATION | 43,251,000 | $49.31M | 5.1% | $1.08 | — | DBCV 1.750% 6/0 | 45667GAB9 |
| — | SERVICENOW INC | 43,091,000 | $48.26M | 5.0% | $1.14 | — | NOTE 11/0 | 81762PAB8 |
| — | PALO ALTO NETWORKS INC | 36,300,000 | $46.28M | 4.8% | $1.63 | — | NOTE 7/0 | 697435AB1 |
| — | TWITTER INC | 45,500,000 | $41.72M | 4.3% | $0.85 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| — | FINISAR CORP | 42,017,000 | $40.76M | 4.2% | $0.95 | — | NOTE 0.500%12/1 | 31787AAM3 |
| — | LINKEDIN CORP | 36,750,000 | $36.29M | 3.7% | $1.02 | — | NOTE 0.500%11/0 | 53578AAB4 |
| — | GLOBALSTAR INC | 27,226,107 | $32.94M | 3.4% | $3.94 | — | COM | 378973408 |
| — | WORKDAY INC | 28,088,000 | $31.25M | 3.2% | $1.18 | — | NOTE 0.750% 7/1 | 98138HAC5 |
| — | STARWOOD WAYPOINT RESIDENTL | 27,950,000 | $30.87M | 3.2% | $1.09 | — | NOTE 3.000% 7/0 | 85571WAB5 |
| — | RAMBUS INC DEL | 26,204,000 | $30.59M | 3.2% | $1.22 | — | NOTE 1.125% 8/1 | 750917AE6 |
| — | WEBMD HEALTH CORP | 23,900,000 | $30.47M | 3.1% | $1.33 | — | NOTE 1.500%12/0 | 94770VAK8 |
| — | TCP CAP CORP | 29,529,000 | $30.45M | 3.1% | $1.00 | — | NOTE 5.250%12/1 | 87238QAB9 |
| — | NETSUITE INC | 29,629,000 | $29.15M | 3.0% | $0.96 | — | NOTE 0.250% 6/0 | 64118QAB3 |
| — | .JDS UNIPHASE CORP | 29,500,000 | $28.84M | 3.0% | $0.98 | — | DBCV 0.625% 8/1 | 46612JAF8 |
| — | TRULIA INC | 16,900,000 | $26.52M | 2.7% | $1.40 | — | NOTE 2.750%12/1 | 897888AB9 |
| — | ARES CAP CORP | 25,509,000 | $26.15M | 2.7% | $1.03 | — | NOTE 4.875% 3/1 | 04010LAG8 |
| — | STARWOOD WAYPOINT RESIDENTL | 22,750,000 | $25.11M | 2.6% | $1.03 | — | NOTE 4.500%10/1 | 85571WAD1 |
| — | TPG SPECIALTY LENDING INC | 23,580,000 | $23.93M | 2.5% | $0.99 | — | NOTE 4.500%12/1 | 87265KAB8 |
| — | NEVRO CORP | 22,500,000 | $23.71M | 2.4% | $1.05 | — | NOTE 1.750% 6/0 | 64157FAA1 |
| — | ALASKA COMMUNICATIONS SYS GR | 24,000,000 | $23.19M | 2.4% | $1.02 | — | NOTE 6.250% 5/0 | 01167PAE1 |
| — | RESOLUTE FST PRODS INC | 4,107,460 | $21.73M | 2.2% | $13.12 | — | COM | 76117W109 |
| — | INTERDIGITAL INC | 19,666,000 | $20.53M | 2.1% | $1.03 | — | NOTE 1.500% 3/0 | 458660AD9 |
| — | MERCADOLIBRE INC | 16,000,000 | $20.27M | 2.1% | $0.98 | — | NOTE 2.250% 7/0 | 58733RAB8 |
| — | BLUCORA INC | 20,349,000 | $18.82M | 1.9% | $0.94 | — | NOTE 4.250% 4/0 | 095229AB6 |
| — | WEBMD HEALTH CORP | 16,312,000 | $18.02M | 1.9% | $0.96 | — | NOTE 2.500% 1/3 | 94770VAF9 |
| — | ARES CAP CORP | 16,863,000 | $17.55M | 1.8% | $1.01 | — | NOTE 4.375% 1/1 | 04010LAM5 |
| — | SHUTTERFLY INC | 14,423,000 | $14.37M | 1.5% | $0.97 | — | NOTE 0.250% 5/1 | 82568PAB2 |
| — | LEVEL 3 COMMUNICATIONS INC | 269,502 | $13.88M | 1.4% | $21.08 | — | COM NEW | 52729N308 |
| — | WORKDAY INC | 11,500,000 | $13.44M | 1.4% | $1.18 | — | NOTE 1.500% 7/1 | 98138HAD3 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 6,530,000 | $11.7M | 1.2% | $1.40 | — | NOTE 1.000% 7/0 | 874054AD1 |
| — | NEW MTN FIN CORP | 11,587,000 | $11.56M | 1.2% | $1.01 | — | NOTE 5.000% 6/1 | 647551AB6 |
| — | QUIDEL CORP | 11,000,000 | $10.24M | 1.1% | $1.00 | — | NOTE 3.250%12/1 | 74838JAA9 |
| — | PHOTRONICS INC | 7,603,000 | $8.487M | 0.9% | $1.19 | — | NOTE 3.250% 4/0 | 719405AK8 |
| — | SERVICESOURCE INTL INC | 7,957,000 | $7.084M | 0.7% | $0.76 | — | NOTE 1.500% 8/0 | 81763UAB6 |
| — | CORNERSTONE ONDEMAND INC | 6,500,000 | $6.679M | 0.7% | $1.03 | — | NOTE 1.500% 7/0 | 21925YAB9 |
| — | AMAG PHARMACEUTICALS INC | 6,000,000 | $6.66M | 0.7% | $1.11 | — | NOTE 2.500% 2/1 | 00163UAA4 |
| — | RUDOLPH TECHNOLOGIES INC | 4,950,000 | $5.761M | 0.6% | $1.15 | — | NOTE 3.750% 7/1 | 781268AB3 |
| — | MEDIDATA SOLUTIONS INC | 5,000,000 | $5.419M | 0.6% | $1.09 | — | NOTE 1.000% 8/0 | 58471AAB1 |
| — | CHART INDS INC | 5,000,000 | $4.678M | 0.5% | $0.94 | — | NOTE 2.000% 8/0 | 16115QAC4 |
| MOS | MOSAIC CO NEW | 135,000 | $3.534M | 0.4% | $23.59 | -5.9% | COM | 61945C103 |
| — | FIREEYE INC | 3,726,000 | $3.367M | 0.3% | $0.90 | — | NOTE 1.000% 6/0 | 31816QAB7 |
| MU | MICRON TECHNOLOGY INC | 230,322 | $3.169M | 0.3% | $16.37 | -32.3% | COM | 595112103 |
| — | BLACKROCK CAPITAL INVESTMENT | 3,000,000 | $3.075M | 0.3% | $1.03 | — | NOTE 5.500% 2/1 | 092533AB4 |
| — | ROYAL GOLD INC | 2,000,000 | $2.135M | 0.2% | $0.97 | — | NOTE 2.875% 6/1 | 780287AA6 |
| GSBD | GOLDMAN SACHS BDC INC | 88,400 | $1.767M | 0.2% | $19.50 | +1.3% | SHS | 38147U107 |
| — | PROOFPOINT INC | 1,000,000 | $1.073M | 0.1% | $1.07 | — | DBCV 0.750% 6/1 | 743424AD5 |
| — | PENDRELL CORP | 1,867,665 | $942K | 0.1% | $0.51 | — | COM | 70686R104 |
| WYNN | WYNN RESORTS LTD | 8,779 | $796K | 0.1% | $59.12 | +43.0% | COM | 983134107 |
| — | MEDICINES CO | 13,800 | $464K | 0.0% | $33.62 | — | COM | 584688105 |
| — | TPG SPECIALTY LENDING INC | 24,674 | $410K | 0.0% | $16.15 | — | COM | 87265K102 |
| — | ARCELORMITTAL SA LUXEMBOURG | 73,618 | $343K | 0.0% | $4.37 | — | NY REGISTRY SH | 03938L104 |
| SPY | SPDR S&P 500 ETF TR | 115,000 | $163K | 0.0% | — | — | Put | 78462F103 |
| — | CONSOL ENERGY INC | 10,000 | $161K | 0.0% | $7.90 | — | COM | 20854P109 |
| — | TECHTARGET INC | 15,700 | $127K | 0.0% | $8.09 | — | COM | 87874R100 |
| T | AT&T INC | 100,000 | $105K | 0.0% | — | — | Put | 00206R102 |
| VZ | VERIZON COMMUNICATIONS INC | 70,000 | $90,000 | 0.0% | — | — | Put | 92343V104 |
| MERC | MERCER INTL INC | 10,000 | $80,000 | 0.0% | $5.61 | +11.1% | COM | 588056101 |
| IWM | ISHARES TR | 50,000 | $32,000 | 0.0% | — | — | Put | 464287655 |
| ORCL | ORACLE CORP | 50,000 | $15,000 | 0.0% | — | — | Put | 68389X105 |
| RY | ROYAL BK CDA MONTREAL QUE | 50,000 | $12,000 | 0.0% | — | — | Put | 780087102 |