Location: Seattle, WA
CIK: 0001133521 · Show all filings
Period: Q3 2016 (← Previous) (Next →)
Filing Date: Nov 14, 2016
Total Value: $1.027B (7.1% shares, 92.9% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | AMERICAN RLTY CAP PPTYS INC | 63,581,000 | $63.58M | 6.2% | $0.96 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| — | PALO ALTO NETWORKS INC | 38,800,000 | $59.17M | 5.8% | $1.62 | — | NOTE 7/0 | 697435AB1 |
| — | SERVICENOW INC | 48,082,000 | $58.66M | 5.7% | $1.15 | — | NOTE 11/0 | 81762PAB8 |
| — | INFINERA CORPORATION | 44,901,000 | $47.06M | 4.6% | $1.07 | — | DBCV 1.750% 6/0 | 45667GAB9 |
| — | MERCADOLIBRE INC | 25,000,000 | $39.03M | 3.8% | $1.19 | — | NOTE 2.250% 7/0 | 58733RAB8 |
| — | TWITTER INC | 39,000,000 | $37.49M | 3.7% | $0.85 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| — | LINKEDIN CORP | 36,750,000 | $36.41M | 3.5% | $1.02 | — | NOTE 0.500%11/0 | 53578AAB4 |
| — | STARWOOD WAYPOINT RESIDENTL | 31,950,000 | $34.75M | 3.4% | $1.09 | — | NOTE 3.000% 7/0 | 85571WAB5 |
| — | WORKDAY INC | 28,088,000 | $34.58M | 3.4% | $1.18 | — | NOTE 0.750% 7/1 | 98138HAC5 |
| — | NEVRO CORP | 26,000,000 | $33.83M | 3.3% | $1.09 | — | NOTE 1.750% 6/0 | 64157FAA1 |
| — | WEBMD HEALTH CORP | 28,900,000 | $33.36M | 3.2% | $1.30 | — | NOTE 1.500%12/0 | 94770VAK8 |
| — | GLOBALSTAR INC | 26,764,476 | $32.38M | 3.2% | $3.94 | — | COM | 378973408 |
| — | RAMBUS INC DEL | 26,204,000 | $30.82M | 3.0% | $1.22 | — | NOTE 1.125% 8/1 | 750917AE6 |
| — | TCP CAP CORP | 29,529,000 | $30.82M | 3.0% | $1.00 | — | NOTE 5.250%12/1 | 87238QAB9 |
| — | FINISAR CORP | 25,397,000 | $29.84M | 2.9% | $0.95 | — | NOTE 0.500%12/1 | 31787AAM3 |
| — | TRULIA INC | 18,950,000 | $29.17M | 2.8% | $1.42 | — | NOTE 2.750%12/1 | 897888AB9 |
| — | INTERDIGITAL INC | 23,671,000 | $28.97M | 2.8% | $1.06 | — | NOTE 1.500% 3/0 | 458660AD9 |
| — | ARES CAP CORP | 25,515,000 | $25.87M | 2.5% | $1.03 | — | NOTE 4.875% 3/1 | 04010LAG8 |
| — | BLUCORA INC | 25,349,000 | $24.3M | 2.4% | $0.95 | — | NOTE 4.250% 4/0 | 095229AB6 |
| — | TPG SPECIALTY LENDING INC | 23,580,000 | $24.24M | 2.4% | $0.99 | — | NOTE 4.500%12/1 | 87265KAB8 |
| — | ALASKA COMMUNICATIONS SYS GR | 24,000,000 | $23.7M | 2.3% | $1.02 | — | NOTE 6.250% 5/0 | 01167PAE1 |
| — | NEW MTN FIN CORP | 21,724,000 | $22.29M | 2.2% | $1.02 | — | NOTE 5.000% 6/1 | 647551AB6 |
| — | STARWOOD WAYPOINT RESIDENTL | 18,970,000 | $20.35M | 2.0% | $1.03 | — | NOTE 4.500%10/1 | 85571WAD1 |
| — | AMAG PHARMACEUTICALS INC | 17,000,000 | $19.26M | 1.9% | $1.12 | — | NOTE 2.500% 2/1 | 00163UAA4 |
| — | RESOLUTE FST PRODS INC | 3,972,260 | $18.79M | 1.8% | $13.12 | — | COM | 76117W109 |
| — | WEBMD HEALTH CORP | 16,312,000 | $16.96M | 1.7% | $0.96 | — | NOTE 2.500% 1/3 | 94770VAF9 |
| — | JDS UNIPHASE CORP | 15,100,000 | $15.1M | 1.5% | $0.98 | — | DBCV 0.625% 8/1 | 46612JAF8 |
| — | CHART INDS INC | 14,000,000 | $13.82M | 1.3% | $0.97 | — | NOTE 2.000% 8/0 | 16115QAC4 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 6,530,000 | $13.72M | 1.3% | $1.40 | — | NOTE 1.000% 7/0 | 874054AD1 |
| — | QUIDEL CORP | 12,648,000 | $12.74M | 1.2% | $1.00 | — | NOTE 3.250%12/1 | 74838JAA9 |
| — | LEVEL 3 COMMUNICATIONS INC | 253,502 | $11.76M | 1.1% | $21.08 | — | COM NEW | 52729N308 |
| — | SHUTTERFLY INC | 11,423,000 | $11.27M | 1.1% | $0.97 | — | NOTE 0.250% 5/1 | 82568PAB2 |
| — | PHOTRONICS INC | 8,672,000 | $10.46M | 1.0% | $1.19 | — | NOTE 3.250% 4/0 | 719405AK8 |
| — | ARES CAP CORP | 9,802,000 | $10.26M | 1.0% | $1.01 | — | NOTE 4.375% 1/1 | 04010LAM5 |
| — | ADVANCED MICRO DEVICES INC | 9,000,000 | $9.788M | 1.0% | $1.09 | — | NOTE 2.125% 9/0 | 007903BD8 |
| — | JAZZ INVESTMENTS I LTD | 8,000,000 | $8.13M | 0.8% | $1.02 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | SERVICESOURCE INTL INC | 7,457,000 | $7.177M | 0.7% | $0.76 | — | NOTE 1.500% 8/0 | 81763UAB6 |
| — | ARES CAP CORP | 6,742,000 | $6.986M | 0.7% | $1.04 | — | NOTE 4.750% 1/1 | 04010LAJ2 |
| — | BROADSOFT INC | 5,000,000 | $6.65M | 0.6% | $1.33 | — | NOTE 1.000% 9/0 | 11133BAD4 |
| — | WORKDAY INC | 5,000,000 | $6.488M | 0.6% | $1.18 | — | NOTE 1.500% 7/1 | 98138HAD3 |
| — | GREENBRIER COS INC | 5,617,000 | $6.389M | 0.6% | $1.14 | — | NOTE 3.500% 4/0 | 393657AH4 |
| — | CORNERSTONE ONDEMAND INC | 4,108,000 | $4.488M | 0.4% | $1.03 | — | NOTE 1.500% 7/0 | 21925YAB9 |
| — | BLACKROCK CAPITAL INVESTMENT | 3,000,000 | $3.109M | 0.3% | $1.03 | — | NOTE 5.500% 2/1 | 092533AB4 |
| MOS | MOSAIC CO NEW | 110,000 | $2.69M | 0.3% | $23.59 | -2.4% | COM | 61945C103 |
| MU | MICRON TECHNOLOGY INC | 144,677 | $2.572M | 0.3% | $16.37 | -9.1% | COM | 595112103 |
| — | CEPHEID | 1,732,000 | $1.803M | 0.2% | $1.04 | — | DBCV 1.250% 2/0 | 15670RAC1 |
| — | TICC CAPITAL CORP | 1,483,000 | $1.502M | 0.1% | $1.01 | — | DBCV 7.500%11/0 | 87244TAB5 |
| — | PENDRELL CORP | 1,651,253 | $1.131M | 0.1% | $0.51 | — | COM | 70686R104 |
| DAL | DELTA AIR LINES INC DEL | 20,000 | $787K | 0.1% | $33.78 | 0.0% | COM NEW | 247361702 |
| GSBD | GOLDMAN SACHS BDC INC | 30,781 | $670K | 0.1% | $19.50 | +7.2% | SHS | 38147U107 |
| — | ARCELORMITTAL SA LUXEMBOURG | 73,618 | $445K | 0.0% | $4.37 | — | NY REGISTRY SH | 03938L104 |
| WYNN | WYNN RESORTS LTD | 3,400 | $331K | 0.0% | $59.12 | +47.5% | COM | 983134107 |
| RAIL | FREIGHTCAR AMER INC | 16,971 | $244K | 0.0% | $14.27 | 0.0% | COM | 357023100 |
| — | CONSOL ENERGY INC | 8,000 | $154K | 0.0% | $7.90 | — | COM | 20854P109 |
| — | ALASKA AIR GROUP INC | 2,000 | $132K | 0.0% | $66.00 | — | COM | 11659109 |
| — | TECHTARGET INC | 15,100 | $122K | 0.0% | $8.09 | — | COM | 87874R100 |
| T | AT&T INC | 100,000 | $114K | 0.0% | — | — | Put | 00206R102 |
| VZ | VERIZON COMMUNICATIONS INC | 70,000 | $100K | 0.0% | — | — | Put | 92343V104 |
| — | RECRO PHARMA INC | 3,000 | $27,000 | 0.0% | $9.00 | — | COM | 75629F109 |
| MERC | MERCER INTL INC | 1,468 | $12,000 | 0.0% | $5.61 | +5.9% | COM | 588056101 |