Location: Seattle, WA
CIK: 0001133521 · Show all filings
Period: Q1 2017 (← Previous) (Next →)
Filing Date: May 15, 2017
Total Value: $1.123B (8.3% shares, 91.7% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | AMERICAN RLTY CAP PPTYS INC | 76,434,000 | $76.63M | 6.8% | $0.97 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| — | INPHI CORP | 45,248,000 | $62.27M | 5.5% | $1.31 | — | NOTE 1.125%12/0 | 45772FAB3 |
| — | PALO ALTO NETWORKS INC | 43,845,000 | $52.26M | 4.7% | $1.58 | — | NOTE 7/0 | 697435AB1 |
| — | TPG SPECIALTY LENDING INC | 48,170,000 | $49.49M | 4.4% | $1.01 | — | NOTE 4.500%12/1 | 87265KAB8 |
| — | MERCADOLIBRE INC | 27,500,000 | $47.92M | 4.3% | $1.21 | — | NOTE 2.250% 7/0 | 58733RAB8 |
| — | GLOBALSTAR INC | 26,495,582 | $42.39M | 3.8% | $3.94 | — | COM | 378973408 |
| — | ADVANCED MICRO DEVICES INC | 21,000,000 | $41.48M | 3.7% | $1.41 | — | NOTE 2.125% 9/0 | 007903BD8 |
| — | INFINERA CORPORATION | 36,928,000 | $39.51M | 3.5% | $1.07 | — | DBCV 1.750% 6/0 | 45667GAB9 |
| — | ARES CAP CORP | 37,276,000 | $38.39M | 3.4% | $1.03 | — | NOTE 4.375% 1/1 | 04010LAM5 |
| — | WEBMD HEALTH CORP | 30,700,000 | $36.46M | 3.2% | $1.29 | — | NOTE 1.500%12/0 | 94770VAK8 |
| — | SERVICENOW INC | 28,092,000 | $36.2M | 3.2% | $1.15 | — | NOTE 11/0 | 81762PAB8 |
| — | ARES CAP CORP | 34,709,000 | $35.38M | 3.1% | $1.02 | — | NOTE 4.750% 1/1 | 04010LAJ2 |
| — | MEDIDATA SOLUTIONS INC | 30,333,000 | $34.58M | 3.1% | $1.10 | — | NOTE 1.000% 8/0 | 58471AAB1 |
| — | BLUCORA INC | 34,349,000 | $34.48M | 3.1% | $0.96 | — | NOTE 4.250% 4/0 | 095229AB6 |
| — | NEW MTN FIN CORP | 30,996,000 | $32.08M | 2.9% | $1.02 | — | NOTE 5.000% 6/1 | 647551AB6 |
| — | TCP CAP CORP | 30,529,000 | $31.98M | 2.8% | $1.00 | — | NOTE 5.250%12/1 | 87238QAB9 |
| — | RAMBUS INC DEL | 26,204,000 | $31.31M | 2.8% | $1.22 | — | NOTE 1.125% 8/1 | 750917AE6 |
| — | STARWOOD WAYPOINT RESIDENTL | 24,473,000 | $29.03M | 2.6% | $1.09 | — | NOTE 3.000% 7/0 | 85571WAB5 |
| — | TWITTER INC | 29,000,000 | $27.26M | 2.4% | $0.86 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| — | ALASKA COMMUNICATIONS SYS GR | 24,521,000 | $25.44M | 2.3% | $1.02 | — | NOTE 6.250% 5/0 | 01167PAE1 |
| — | AMAG PHARMACEUTICALS INC | 22,000,000 | $24.05M | 2.1% | $1.12 | — | NOTE 2.500% 2/1 | 00163UAA4 |
| — | VEECO INSTRS INC DEL | 23,000,000 | $23.98M | 2.1% | $1.04 | — | NOTE 2.700% 1/1 | 922417AD2 |
| — | INTERDIGITAL INC | 15,678,000 | $20.46M | 1.8% | $1.06 | — | NOTE 1.500% 3/0 | 458660AD9 |
| — | GREENBRIER COS INC | 14,767,000 | $19.12M | 1.7% | $1.22 | — | NOTE 3.500% 4/0 | 393657AH4 |
| — | RESOLUTE FST PRODS INC | 3,306,260 | $18.02M | 1.6% | $13.12 | — | COM | 76117W109 |
| ANW 4 11/01/18 | AEGEAN MARINE PETE NETWORK I | 15,500,000 | $17.13M | 1.5% | $1.07 | — | NOTE 4.000%11/0 | Y0020QAA9 |
| — | FINISAR CORP | 14,897,000 | $16.78M | 1.5% | $0.95 | — | NOTE 0.500%12/1 | 31787AAM3 |
| — | WEBMD HEALTH CORP | 16,312,000 | $16.63M | 1.5% | $0.96 | — | NOTE 2.500% 1/3 | 94770VAF9 |
| — | CHART INDS INC | 15,524,000 | $15.42M | 1.4% | $0.97 | — | NOTE 2.000% 8/0 | 16115QAC4 |
| — | PROS HOLDINGS INC | 11,500,000 | $11.69M | 1.0% | $0.99 | — | NOTE 2.000%12/0 | 74346YAB9 |
| — | SHUTTERFLY INC | 11,223,000 | $11.22M | 1.0% | $0.97 | — | NOTE 0.250% 5/1 | 82568PAB2 |
| — | QUIDEL CORP | 10,625,000 | $10.92M | 1.0% | $1.00 | — | NOTE 3.250%12/1 | 74838JAA9 |
| — | WORKDAY INC | 8,894,000 | $10.9M | 1.0% | $1.15 | — | NOTE 1.500% 7/1 | 98138HAD3 |
| — | BLACKROCK CAPITAL INVESTMENT | 10,503,000 | $10.8M | 1.0% | $1.03 | — | NOTE 5.500% 2/1 | 092533AB4 |
| — | PHOTRONICS INC | 8,672,000 | $10.54M | 0.9% | $1.19 | — | NOTE 3.250% 4/0 | 719405AK8 |
| — | LEVEL 3 COMMUNICATIONS INC | 172,500 | $9.87M | 0.9% | $21.08 | — | COM NEW | 52729N308 |
| — | WORKDAY INC | 7,549,000 | $8.653M | 0.8% | $1.18 | — | NOTE 0.750% 7/1 | 98138HAC5 |
| — | CTRIP COM INTL LTD | 7,000,000 | $8.089M | 0.7% | $1.16 | — | NOTE 1.990% 7/0 | 22943FAH3 |
| — | ARCH COAL INC | 100,000 | $6.894M | 0.6% | $68.94 | — | CL A | 039380407 |
| — | TICC CAPITAL CORP | 6,733,000 | $6.842M | 0.6% | $1.02 | — | DBCV 7.500%11/0 | 87244TAB5 |
| MU | MICRON TECHNOLOGY INC | 209,470 | $6.054M | 0.5% | $19.40 | +22.8% | COM | 595112103 |
| — | BROADSOFT INC | 5,000,000 | $5.988M | 0.5% | $1.33 | — | NOTE 1.000% 9/0 | 11133BAD4 |
| — | LAYNE CHRISTENSEN CO | 6,506,000 | $5.923M | 0.5% | $0.92 | — | NOTE 4.250%11/1 | 521050AB0 |
| — | NEWPARK RES INC | 4,620,000 | $4.712M | 0.4% | $1.01 | — | NOTE 4.000%10/0 | 651718AC2 |
| MOS | MOSAIC CO NEW | 126,272 | $3.685M | 0.3% | $23.72 | +12.1% | COM | 61945C103 |
| — | LAYNE CHRISTENSEN CO | 2,819,000 | $2.985M | 0.3% | $1.16 | — | NOTE 8.000% 5/0 | 521050AD6 |
| — | FORESTAR GROUP INC | 2,500,000 | $2.483M | 0.2% | $0.99 | — | NOTE 3.750% 3/0 | 346232AB7 |
| — | DHT HOLDINGS INC | 2,000,000 | $2M | 0.2% | $0.94 | — | DEBT 4.500%10/0 | 23335SAB2 |
| SLAB | SILICON LABORATORIES INC | 24,000 | $1.765M | 0.2% | $69.95 | 0.0% | COM | 826919102 |
| — | CONSOL ENERGY INC | 85,000 | $1.426M | 0.1% | $16.46 | — | COM | 20854P109 |
| — | PENDRELL CORP | 179,466 | $1.167M | 0.1% | $6.75 | — | CL A NEW | 70686R302 |
| — | HORIZON GLOBAL CORP | 1,000,000 | $912K | 0.1% | $0.91 | — | NOTE 2.750% 7/0 | 44052WAA2 |
| DAL | DELTA AIR LINES INC DEL | 15,000 | $689K | 0.1% | $33.78 | +30.1% | COM NEW | 247361702 |
| RAIL | FREIGHTCAR AMER INC | 38,600 | $484K | 0.0% | $14.27 | -1.9% | COM | 357023100 |
| — | ARCELORMITTAL SA LUXEMBOURG | 32,500 | $271K | 0.0% | $4.37 | — | NY REGISTRY SH | 03938L104 |
| ARCC | ARES CAP CORP | 13,100 | $228K | 0.0% | $7.44 | 0.0% | COM | 04010L103 |