Location: Seattle, WA
CIK: 0001133521 · Show all filings
Period: Q4 2016 (← Previous) (Next →)
Filing Date: Feb 14, 2017
Total Value: $1.026B (8.4% shares, 91.6% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | AMERICAN RLTY CAP PPTYS INC | 76,434,000 | $76.55M | 7.5% | $0.97 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| — | PALO ALTO NETWORKS INC | 43,845,000 | $55.79M | 5.4% | $1.58 | — | NOTE 7/0 | 697435AB1 |
| — | INPHI CORP | 35,175,000 | $45.58M | 4.4% | $1.30 | — | NOTE 1.125%12/0 | 45772FAB3 |
| — | INFINERA CORPORATION | 42,901,000 | $44.54M | 4.3% | $1.07 | — | DBCV 1.750% 6/0 | 45667GAB9 |
| — | SERVICENOW INC | 36,602,000 | $43.2M | 4.2% | $1.15 | — | NOTE 11/0 | 81762PAB8 |
| — | GLOBALSTAR INC | 26,257,226 | $41.49M | 4.0% | $3.94 | — | COM | 378973408 |
| — | ADVANCED MICRO DEVICES INC | 26,000,000 | $41.05M | 4.0% | $1.41 | — | NOTE 2.125% 9/0 | 007903BD8 |
| — | MERCADOLIBRE INC | 27,500,000 | $37.92M | 3.7% | $1.21 | — | NOTE 2.250% 7/0 | 58733RAB8 |
| — | STARWOOD WAYPOINT RESIDENTL | 31,950,000 | $34.91M | 3.4% | $1.09 | — | NOTE 3.000% 7/0 | 85571WAB5 |
| — | WEBMD HEALTH CORP | 30,400,000 | $34.36M | 3.3% | $1.29 | — | NOTE 1.500%12/0 | 94770VAK8 |
| — | RAMBUS INC DEL | 26,204,000 | $32.38M | 3.2% | $1.22 | — | NOTE 1.125% 8/1 | 750917AE6 |
| — | BLUCORA INC | 32,349,000 | $32.2M | 3.1% | $0.96 | — | NOTE 4.250% 4/0 | 095229AB6 |
| — | TCP CAP CORP | 30,529,000 | $31.79M | 3.1% | $1.00 | — | NOTE 5.250%12/1 | 87238QAB9 |
| — | INTERDIGITAL INC | 20,678,000 | $28.07M | 2.7% | $1.06 | — | NOTE 1.500% 3/0 | 458660AD9 |
| — | FINISAR CORP | 22,397,000 | $26.62M | 2.6% | $0.95 | — | NOTE 0.500%12/1 | 31787AAM3 |
| — | NEW MTN FIN CORP | 24,724,000 | $25.53M | 2.5% | $1.02 | — | NOTE 5.000% 6/1 | 647551AB6 |
| — | MEDIDATA SOLUTIONS INC | 23,400,000 | $25.46M | 2.5% | $1.09 | — | NOTE 1.000% 8/0 | 58471AAB1 |
| — | ARES CAP CORP | 25,221,000 | $25.35M | 2.5% | $1.03 | — | NOTE 4.875% 3/1 | 04010LAG8 |
| — | TPG SPECIALTY LENDING INC | 23,670,000 | $24.23M | 2.4% | $0.99 | — | NOTE 4.500%12/1 | 87265KAB8 |
| — | ALASKA COMMUNICATIONS SYS GR | 24,000,000 | $24M | 2.3% | $1.02 | — | NOTE 6.250% 5/0 | 01167PAE1 |
| — | TWITTER INC | 25,000,000 | $23.5M | 2.3% | $0.85 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| — | AMAG PHARMACEUTICALS INC | 16,500,000 | $23.37M | 2.3% | $1.12 | — | NOTE 2.500% 2/1 | 00163UAA4 |
| — | RESOLUTE FST PRODS INC | 3,870,796 | $20.71M | 2.0% | $13.12 | — | COM | 76117W109 |
| — | STARWOOD WAYPOINT RESIDENTL | 18,970,000 | $20.27M | 2.0% | $1.03 | — | NOTE 4.500%10/1 | 85571WAD1 |
| — | WEBMD HEALTH CORP | 16,312,000 | $16.74M | 1.6% | $0.96 | — | NOTE 2.500% 1/3 | 94770VAF9 |
| — | NEVRO CORP | 15,605,000 | $16.72M | 1.6% | $1.09 | — | NOTE 1.750% 6/0 | 64157FAA1 |
| — | GREENBRIER COS INC | 12,767,000 | $16.02M | 1.6% | $1.20 | — | NOTE 3.500% 4/0 | 393657AH4 |
| — | CHART INDS INC | 14,000,000 | $13.8M | 1.3% | $0.97 | — | NOTE 2.000% 8/0 | 16115QAC4 |
| — | LEVEL 3 COMMUNICATIONS INC | 243,844 | $13.74M | 1.3% | $21.08 | — | COM NEW | 52729N308 |
| — | WORKDAY INC | 12,549,000 | $13.18M | 1.3% | $1.18 | — | NOTE 0.750% 7/1 | 98138HAC5 |
| — | SHUTTERFLY INC | 11,423,000 | $11.51M | 1.1% | $0.97 | — | NOTE 0.250% 5/1 | 82568PAB2 |
| — | PHOTRONICS INC | 8,672,000 | $10.99M | 1.1% | $1.19 | — | NOTE 3.250% 4/0 | 719405AK8 |
| — | QUIDEL CORP | 10,625,000 | $10.53M | 1.0% | $1.00 | — | NOTE 3.250%12/1 | 74838JAA9 |
| ANW 4 11/01/18 | AEGEAN MARINE PETE NETWORK I | 9,500,000 | $9.902M | 1.0% | $1.04 | — | NOTE 4.000%11/0 | Y0020QAA9 |
| — | PROS HOLDINGS INC | 10,000,000 | $9.85M | 1.0% | $0.98 | — | NOTE 2.000%12/0 | 74346YAB9 |
| — | WORKDAY INC | 8,894,000 | $9.839M | 1.0% | $1.15 | — | NOTE 1.500% 7/1 | 98138HAD3 |
| — | ARES CAP CORP | 8,276,000 | $8.493M | 0.8% | $1.03 | — | NOTE 4.750% 1/1 | 04010LAJ2 |
| — | SERVICESOURCE INTL INC | 7,457,000 | $7.241M | 0.7% | $0.76 | — | NOTE 1.500% 8/0 | 81763UAB6 |
| — | BROADSOFT INC | 5,000,000 | $6.063M | 0.6% | $1.33 | — | NOTE 1.000% 9/0 | 11133BAD4 |
| — | NEWPARK RES INC | 4,620,000 | $4.686M | 0.5% | $1.01 | — | NOTE 4.000%10/0 | 651718AC2 |
| — | LAYNE CHRISTENSEN CO | 5,066,000 | $4.68M | 0.5% | $0.92 | — | NOTE 4.250%11/1 | 521050AB0 |
| — | BLACKROCK CAPITAL INVESTMENT | 4,383,000 | $4.514M | 0.4% | $1.03 | — | NOTE 5.500% 2/1 | 092533AB4 |
| MOS | MOSAIC CO NEW | 118,772 | $3.484M | 0.3% | $23.54 | -2.7% | COM | 61945C103 |
| — | LAYNE CHRISTENSEN CO | 2,819,000 | $3.27M | 0.3% | $1.16 | — | NOTE 8.000% 5/0 | 521050AD6 |
| MU | MICRON TECHNOLOGY INC | 124,470 | $2.728M | 0.3% | $16.37 | +12.0% | COM | 595112103 |
| — | DHT HOLDINGS INC | 2,000,000 | $1.87M | 0.2% | $0.94 | — | DEBT 4.500%10/0 | 23335SAB2 |
| — | TICC CAPITAL CORP | 1,483,000 | $1.515M | 0.1% | $1.01 | — | DBCV 7.500%11/0 | 87244TAB5 |
| — | JAZZ INVESTMENTS I LTD | 1,500,000 | $1.451M | 0.1% | $1.02 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | PENDRELL CORP | 179,578 | $1.212M | 0.1% | $6.75 | — | CL A NEW | 70686R302 |
| DAL | DELTA AIR LINES INC DEL | 15,000 | $738K | 0.1% | $33.78 | +21.1% | COM NEW | 247361702 |
| RAIL | FREIGHTCAR AMER INC | 37,500 | $560K | 0.1% | $14.28 | +0.1% | COM | 357023100 |
| — | ARCELORMITTAL SA LUXEMBOURG | 47,500 | $347K | 0.0% | $4.37 | — | NY REGISTRY SH | 03938L104 |
| — | ARES CAP CORP | 330,000 | $342K | 0.0% | $1.01 | — | NOTE 4.375% 1/1 | 04010LAM5 |
| LBTYAUSD | LIBERTY GLOBAL PLC | 10,000 | $306K | 0.0% | $30.60 | — | SHS CL A | G5480U104 |
| WYNN | WYNN RESORTS LTD | 3,400 | $294K | 0.0% | $59.12 | +42.1% | COM | 983134107 |
| IWM | ISHARES TR | 100,000 | $222K | 0.0% | — | — | Put | 464287655 |
| — | TECHTARGET INC | 12,000 | $102K | 0.0% | $8.09 | — | COM | 87874R100 |
| ALK | ALASKA AIR GROUP INC | 1,000 | $89,000 | 0.0% | $73.89 | 0.0% | COM | 011659109 |
| — | CONSOL ENERGY INC | 3,000 | $55,000 | 0.0% | $7.90 | — | COM | 20854P109 |
| MTSI | MACOM TECH SOLUTIONS HLDGS I | 10,000 | $44,000 | 0.0% | — | — | Put | 55405Y100 |
| — | RECRO PHARMA INC | 4,000 | $32,000 | 0.0% | $8.75 | — | COM | 75629F109 |
| VZ | VERIZON COMMUNICATIONS INC | 70,000 | $14,000 | 0.0% | — | — | Put | 92343V104 |
| T | AT&T INC | 100,000 | $8,000 | 0.0% | — | — | Put | 00206R102 |