Location: Seattle, WA
CIK: 0001133521 · Show all filings
Period: Q3 2017 (← Previous) (Next →)
Filing Date: Nov 14, 2017
Total Value: $1.085B (8.9% shares, 91.1% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | PALO ALTO NETWORKS INC | 45,345,000 | $62.51M | 5.8% | $1.57 | — | NOTE 7/0 | 697435AB1 |
| — | TWITTER INC | 60,350,000 | $57.17M | 5.3% | $0.91 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| — | AMERICAN RLTY CAP PPTYS INC | 54,125,000 | $54.5M | 5.0% | $0.97 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| — | SERVICENOW INC | 32,380,000 | $51.93M | 4.8% | $1.21 | — | NOTE 11/0 | 81762PAB8 |
| — | INPHI CORP | 40,348,000 | $49.08M | 4.5% | $1.31 | — | NOTE 1.125%12/0 | 45772FAB3 |
| — | TPG SPECIALTY LENDING INC | 43,870,000 | $45.7M | 4.2% | $1.01 | — | NOTE 4.500%12/1 | 87265KAB8 |
| — | CIENA CORP | 35,979,000 | $43.63M | 4.0% | $1.21 | — | NOTE 3.750%10/1 | 171779AJ0 |
| — | GLOBALSTAR INC | 26,324,207 | $42.91M | 4.0% | $3.91 | — | COM | 378973408 |
| — | NEW MTN FIN CORP | 36,496,000 | $37.97M | 3.5% | $1.02 | — | NOTE 5.000% 6/1 | 647551AB6 |
| — | MEDIDATA SOLUTIONS INC | 25,335,000 | $34.9M | 3.2% | $1.10 | — | NOTE 1.000% 8/0 | 58471AAB1 |
| — | INFINERA CORPORATION | 33,318,000 | $34.07M | 3.1% | $1.07 | — | DBCV 1.750% 6/0 | 45667GAB9 |
| — | STARWOOD WAYPOINT RESIDENTL | 26,973,000 | $33.4M | 3.1% | $1.10 | — | NOTE 3.000% 7/0 | 85571WAB5 |
| — | FORESTAR GROUP INC | 32,600,000 | $33.11M | 3.1% | $1.02 | — | NOTE 3.750% 3/0 | 346232AB7 |
| — | RAMBUS INC DEL | 26,204,000 | $31.02M | 2.9% | $1.22 | — | NOTE 1.125% 8/1 | 750917AE6 |
| — | WORKDAY INC | 21,978,000 | $30.94M | 2.9% | $1.26 | — | NOTE 1.500% 7/1 | 98138HAD3 |
| — | TCP CAP CORP | 29,029,000 | $30.65M | 2.8% | $1.00 | — | NOTE 5.250%12/1 | 87238QAB9 |
| — | ARES CAP CORP | 28,702,000 | $28.92M | 2.7% | $1.02 | — | NOTE 4.750% 1/1 | 04010LAJ2 |
| — | ADVANCED MICRO DEVICES INC | 16,000,000 | $28.35M | 2.6% | $1.41 | — | NOTE 2.125% 9/0 | 007903BD8 |
| — | MARRIOTT VACATIONS WRLDWDE C | 25,000,000 | $26.16M | 2.4% | $1.05 | — | NOTE 1.500% 9/1 | 57164YAA5 |
| — | CTRIP COM INTL LTD | 21,476,000 | $26.05M | 2.4% | $1.20 | — | NOTE 1.990% 7/0 | 22943FAH3 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 20,000,000 | $25.48M | 2.3% | $1.09 | — | NOTE 1.875% 6/0 | 049164BJ4 |
| — | MERCADOLIBRE INC | 11,500,000 | $24.03M | 2.2% | $1.21 | — | NOTE 2.250% 7/0 | 58733RAB8 |
| — | ARES CAP CORP | 20,014,000 | $20.54M | 1.9% | $1.03 | — | NOTE 4.375% 1/1 | 04010LAM5 |
| — | CTRIP COM INTL LTD | 17,676,000 | $19.12M | 1.8% | $1.08 | — | NOTE 1.250% 9/1 | 22943FAM2 |
| — | GREENBRIER COS INC | 13,715,000 | $18.88M | 1.7% | $1.22 | — | NOTE 3.500% 4/0 | 393657AH4 |
| — | INTERDIGITAL INC | 15,678,000 | $18.42M | 1.7% | $1.06 | — | NOTE 1.500% 3/0 | 458660AD9 |
| — | RESOLUTE FST PRODS INC | 3,306,260 | $16.7M | 1.5% | $13.12 | — | COM | 76117W109 |
| — | QUIDEL CORP | 9,625,000 | $14.61M | 1.3% | $1.06 | — | NOTE 3.250%12/1 | 74838JAA9 |
| — | VEECO INSTRS INC DEL | 14,000,000 | $13.43M | 1.2% | $1.04 | — | NOTE 2.700% 1/1 | 922417AD2 |
| — | ARCH COAL INC | 179,419 | $12.87M | 1.2% | $68.65 | — | CL A | 039380407 |
| — | PROS HOLDINGS INC | 10,500,000 | $10.67M | 1.0% | $0.99 | — | NOTE 2.000%12/0 | 74346YAB9 |
| — | SILVER STD RES INC | 9,500,000 | $9.549M | 0.9% | $0.99 | — | NOTE 2.875% 2/0 | 82823LAC0 |
| — | PHOTRONICS INC | 8,672,000 | $9.496M | 0.9% | $1.19 | — | NOTE 3.250% 4/0 | 719405AK8 |
| — | SHUTTERFLY INC | 8,223,000 | $8.171M | 0.8% | $0.97 | — | NOTE 0.250% 5/1 | 82568PAB2 |
| — | TCP CAP CORP | 7,000,000 | $7.299M | 0.7% | $1.04 | — | NOTE 4.625% 3/0 | 87238QAD5 |
| — | HANNON ARMSTRONG SUST INFR C | 7,000,000 | $7.233M | 0.7% | $1.03 | — | NOTE 4.125% 9/0 | 41068XAB6 |
| HCC | WARRIOR MET COAL INC | 306,320 | $7.22M | 0.7% | $17.37 | +32.1% | COM | 93627C101 |
| — | BROADSOFT INC | 5,000,000 | $7.014M | 0.6% | $1.33 | — | NOTE 1.000% 9/0 | 11133BAD4 |
| — | TICC CAPITAL CORP | 6,841,000 | $6.867M | 0.6% | $1.02 | — | DBCV 7.500%11/0 | 87244TAB5 |
| — | TWITTER INC | 7,000,000 | $6.439M | 0.6% | $0.92 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| — | AMAG PHARMACEUTICALS INC | 6,000,000 | $5.822M | 0.5% | $0.96 | — | NOTE 3.250% 6/0 | 00163UAD8 |
| — | WORKDAY INC | 4,183,000 | $5.443M | 0.5% | $1.18 | — | NOTE 0.750% 7/1 | 98138HAC5 |
| ANW 4 11/01/18 | AEGEAN MARINE PETE NETWORK I | 4,525,000 | $4.283M | 0.4% | $1.07 | — | NOTE 4.000%11/0 | Y0020QAA9 |
| MOS | MOSAIC CO NEW | 187,272 | $4.043M | 0.4% | $22.93 | -17.5% | COM | 61945C103 |
| — | LEVEL 3 COMMUNICATIONS INC | 70,500 | $3.757M | 0.3% | $21.08 | — | COM NEW | 52729N308 |
| — | LAYNE CHRISTENSEN CO | 2,819,000 | $3.511M | 0.3% | $1.16 | — | NOTE 8.000% 5/0 | 521050AD6 |
| — | IAC INTERACTIVECORP | 25,800 | $3.034M | 0.3% | $117.60 | — | COM | 44919P508 |
| — | BLACKROCK CAPITAL INVESTMENT | 1,981,000 | $2.082M | 0.2% | $1.02 | — | NOTE 5.000% 6/1 | 092533AC2 |
| — | FIFTH STREET FINANCE CORP | 216,271 | $1.183M | 0.1% | $5.47 | — | COM | 31678A103 |
| — | FIFTH STR SR FLOATNG RATE CO | 117,701 | $1.036M | 0.1% | $8.80 | — | COM | 31679F101 |
| NAK | NORTHERN DYNASTY MINERALS LT | 500,000 | $900K | 0.1% | $1.59 | -0.2% | COM NEW | 66510M204 |
| DAL | DELTA AIR LINES INC DEL | 15,000 | $723K | 0.1% | $33.78 | +34.1% | COM NEW | 247361702 |
| GSBD | GOLDMAN SACHS BDC INC | 28,783 | $657K | 0.1% | $23.52 | -5.2% | SHS | 38147U107 |
| ARCC | ARES CAP CORP | 39,000 | $639K | 0.1% | $7.42 | -1.9% | COM | 04010L103 |
| MT | ARCELORMITTAL SA LUXEMBOURG | 10,833 | $279K | 0.0% | $22.71 | — | NY REGISTRY SH | 03938L203 |
| SLAB | SILICON LABORATORIES INC | 3,000 | $240K | 0.0% | $69.95 | +6.4% | COM | 826919102 |
| EVH | EVOLENT HEALTH INC | 11,900 | $212K | 0.0% | $20.60 | 0.0% | CL A | 30050B101 |
| HTGC | HERCULES CAPITAL INC | 2,532 | $33,000 | 0.0% | $13.89 | -7.6% | COM | 427096508 |
| — | KEYW HLDG CORP | 100 | $1,000 | 0.0% | $10.00 | — | COM | 493723100 |