Location: Seattle, WA
CIK: 0001133521 · Show all filings
Period: Q2 2017 (← Previous) (Next →)
Filing Date: Aug 14, 2017
Total Value: $1.113B (9.8% shares, 90.2% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | AMERICAN RLTY CAP PPTYS INC | 70,581,000 | $71.02M | 6.4% | $0.97 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| — | PALO ALTO NETWORKS INC | 45,345,000 | $59.56M | 5.4% | $1.57 | — | NOTE 7/0 | 697435AB1 |
| — | GLOBALSTAR INC | 25,974,207 | $55.33M | 5.0% | $3.94 | — | COM | 378973408 |
| — | SERVICENOW INC | 34,880,000 | $51.08M | 4.6% | $1.21 | — | NOTE 11/0 | 81762PAB8 |
| — | INPHI CORP | 45,248,000 | $50.89M | 4.6% | $1.31 | — | NOTE 1.125%12/0 | 45772FAB3 |
| — | TPG SPECIALTY LENDING INC | 46,570,000 | $48.46M | 4.4% | $1.01 | — | NOTE 4.500%12/1 | 87265KAB8 |
| — | INFINERA CORPORATION | 41,318,000 | $44.44M | 4.0% | $1.07 | — | DBCV 1.750% 6/0 | 45667GAB9 |
| — | WEBMD HEALTH CORP | 30,700,000 | $38.99M | 3.5% | $1.29 | — | NOTE 1.500%12/0 | 94770VAK8 |
| — | NEW MTN FIN CORP | 36,496,000 | $38.02M | 3.4% | $1.02 | — | NOTE 5.000% 6/1 | 647551AB6 |
| — | MEDIDATA SOLUTIONS INC | 27,180,000 | $37.97M | 3.4% | $1.10 | — | NOTE 1.000% 8/0 | 58471AAB1 |
| — | TWITTER INC | 37,850,000 | $35.72M | 3.2% | $0.88 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| — | STARWOOD WAYPOINT RESIDENTL | 26,973,000 | $31.96M | 2.9% | $1.10 | — | NOTE 3.000% 7/0 | 85571WAB5 |
| — | TCP CAP CORP | 29,029,000 | $30.99M | 2.8% | $1.00 | — | NOTE 5.250%12/1 | 87238QAB9 |
| — | WORKDAY INC | 21,678,000 | $28.86M | 2.6% | $1.25 | — | NOTE 1.500% 7/1 | 98138HAD3 |
| — | ARES CAP CORP | 28,344,000 | $28.73M | 2.6% | $1.02 | — | NOTE 4.750% 1/1 | 04010LAJ2 |
| — | RAMBUS INC DEL | 26,204,000 | $28.4M | 2.6% | $1.22 | — | NOTE 1.125% 8/1 | 750917AE6 |
| — | ADVANCED MICRO DEVICES INC | 16,000,000 | $27.98M | 2.5% | $1.41 | — | NOTE 2.125% 9/0 | 007903BD8 |
| — | FORESTAR GROUP INC | 26,600,000 | $27.2M | 2.4% | $1.02 | — | NOTE 3.750% 3/0 | 346232AB7 |
| — | ARES CAP CORP | 25,305,000 | $26.1M | 2.3% | $1.03 | — | NOTE 4.375% 1/1 | 04010LAM5 |
| — | VEECO INSTRS INC DEL | 23,000,000 | $23.5M | 2.1% | $1.04 | — | NOTE 2.700% 1/1 | 922417AD2 |
| — | MERCADOLIBRE INC | 11,500,000 | $23.3M | 2.1% | $1.21 | — | NOTE 2.250% 7/0 | 58733RAB8 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 20,000,000 | $21.88M | 2.0% | $1.09 | — | NOTE 1.875% 6/0 | 049164BJ4 |
| — | GREENBRIER COS INC | 14,767,000 | $20.05M | 1.8% | $1.22 | — | NOTE 3.500% 4/0 | 393657AH4 |
| — | INTERDIGITAL INC | 15,678,000 | $19.03M | 1.7% | $1.06 | — | NOTE 1.500% 3/0 | 458660AD9 |
| — | WEBMD HEALTH CORP | 16,312,000 | $16.86M | 1.5% | $0.96 | — | NOTE 2.500% 1/3 | 94770VAF9 |
| — | CTRIP COM INTL LTD | 12,836,000 | $15.7M | 1.4% | $1.19 | — | NOTE 1.990% 7/0 | 22943FAH3 |
| — | CHART INDS INC | 15,409,000 | $15.34M | 1.4% | $0.97 | — | NOTE 2.000% 8/0 | 16115QAC4 |
| — | RESOLUTE FST PRODS INC | 3,306,260 | $14.55M | 1.3% | $13.12 | — | COM | 76117W109 |
| — | BLACKROCK CAPITAL INVESTMENT | 13,415,000 | $13.72M | 1.2% | $1.02 | — | NOTE 5.000% 6/1 | 092533AC2 |
| — | ARCH COAL INC | 184,419 | $12.6M | 1.1% | $68.65 | — | CL A | 039380407 |
| — | SHUTTERFLY INC | 11,223,000 | $11.24M | 1.0% | $0.97 | — | NOTE 0.250% 5/1 | 82568PAB2 |
| — | PROS HOLDINGS INC | 10,500,000 | $11.21M | 1.0% | $0.99 | — | NOTE 2.000%12/0 | 74346YAB9 |
| — | AMAG PHARMACEUTICALS INC | 11,000,000 | $10.6M | 1.0% | $0.96 | — | NOTE 3.250% 6/0 | 00163UAD8 |
| — | PHOTRONICS INC | 8,672,000 | $9.789M | 0.9% | $1.19 | — | NOTE 3.250% 4/0 | 719405AK8 |
| — | QUIDEL CORP | 8,625,000 | $9.595M | 0.9% | $1.00 | — | NOTE 3.250%12/1 | 74838JAA9 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 8,101,000 | $8.567M | 0.8% | $1.06 | — | NOTE 2.250% 6/0 | 049164BH8 |
| HCC | WARRIOR MET COAL INC | 495,400 | $8.486M | 0.8% | $17.37 | 0.0% | COM | 93627C101 |
| — | KEYW HLDG CORP | 7,548,000 | $7.312M | 0.7% | $0.97 | — | NOTE 2.500% 7/1 | 493723AA8 |
| — | BLACKROCK CAPITAL INVESTMENT | 7,003,000 | $7.152M | 0.6% | $1.03 | — | NOTE 5.500% 2/1 | 092533AB4 |
| — | WORKDAY INC | 5,683,000 | $7.019M | 0.6% | $1.18 | — | NOTE 0.750% 7/1 | 98138HAC5 |
| — | TICC CAPITAL CORP | 6,841,000 | $6.927M | 0.6% | $1.02 | — | DBCV 7.500%11/0 | 87244TAB5 |
| ANW 4 11/01/18 | AEGEAN MARINE PETE NETWORK I | 6,800,000 | $6.596M | 0.6% | $1.07 | — | NOTE 4.000%11/0 | Y0020QAA9 |
| — | BROADSOFT INC | 5,000,000 | $6.275M | 0.6% | $1.33 | — | NOTE 1.000% 9/0 | 11133BAD4 |
| — | LAYNE CHRISTENSEN CO | 6,506,000 | $6.124M | 0.6% | $0.92 | — | NOTE 4.250%11/1 | 521050AB0 |
| MU | MICRON TECHNOLOGY INC | 179,470 | $5.359M | 0.5% | $19.40 | +47.2% | COM | 595112103 |
| — | SILVER STD RES INC | 5,000,000 | $4.869M | 0.4% | $0.97 | — | NOTE 2.875% 2/0 | 82823LAC0 |
| — | NEWPARK RES INC | 4,620,000 | $4.637M | 0.4% | $1.01 | — | NOTE 4.000%10/0 | 651718AC2 |
| — | TWITTER INC | 5,000,000 | $4.58M | 0.4% | $0.92 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| MOS | MOSAIC CO NEW | 187,272 | $4.275M | 0.4% | $22.93 | -7.1% | COM | 61945C103 |
| — | LEVEL 3 COMMUNICATIONS INC | 70,500 | $4.181M | 0.4% | $21.08 | — | COM NEW | 52729N308 |
| — | LAYNE CHRISTENSEN CO | 2,819,000 | $2.98M | 0.3% | $1.16 | — | NOTE 8.000% 5/0 | 521050AD6 |
| GSBD | GOLDMAN SACHS BDC INC | 105,071 | $2.366M | 0.2% | $23.52 | 0.0% | SHS | 38147U107 |
| — | DHT HOLDINGS INC | 2,000,000 | $1.97M | 0.2% | $0.94 | — | DEBT 4.500%10/0 | 23335SAB2 |
| DAL | DELTA AIR LINES INC DEL | 15,000 | $806K | 0.1% | $33.78 | +31.2% | COM NEW | 247361702 |
| ARCC | ARES CAP CORP | 39,000 | $639K | 0.1% | $7.42 | -0.1% | COM | 04010L103 |
| SLAB | SILICON LABORATORIES INC | 8,000 | $547K | 0.0% | $69.95 | +3.3% | COM | 826919102 |
| MT | ARCELORMITTAL SA LUXEMBOURG | 10,833 | $246K | 0.0% | $22.71 | — | NY REGISTRY SH | 03938L203 |
| NAK | NORTHERN DYNASTY MINERALS LT | 100,000 | $139K | 0.0% | $1.60 | 0.0% | COM NEW | 66510M204 |
| HTGC | HERCULES CAPITAL INC | 2,532 | $34,000 | 0.0% | $13.89 | 0.0% | COM | 427096508 |