Location: Seattle, WA
CIK: 0001133521 · Show all filings
Period: Q4 2017 (← Previous) (Next →)
Filing Date: Feb 14, 2018
Total Value: $1.166B (10.2% shares, 89.8% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | TWITTER INC | 74,730,000 | $71.48M | 6.1% | $0.92 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| — | PALO ALTO NETWORKS INC | 45,345,000 | $62.09M | 5.3% | $1.57 | — | NOTE 7/0 | 697435AB1 |
| — | SERVICENOW INC | 32,380,000 | $57.21M | 4.9% | $1.21 | — | NOTE 11/0 | 81762PAB8 |
| — | AMERICAN RLTY CAP PPTYS INC | 52,044,000 | $52.09M | 4.5% | $0.97 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| — | INPHI CORP | 40,348,000 | $46.85M | 4.0% | $1.31 | — | NOTE 1.125%12/0 | 45772FAB3 |
| — | TPG SPECIALTY LENDING INC | 43,870,000 | $45.3M | 3.9% | $1.01 | — | NOTE 4.500%12/1 | 87265KAB8 |
| — | FINISAR CORP | 45,315,000 | $42.28M | 3.6% | $0.93 | — | NOTE 0.500%12/1 | 31787AAP6 |
| — | CIENA CORP | 35,979,000 | $41.94M | 3.6% | $1.21 | — | NOTE 3.750%10/1 | 171779AJ0 |
| — | GLOBALSTAR INC | 29,324,207 | $38.41M | 3.3% | $3.64 | — | COM | 378973408 |
| — | NEW MTN FIN CORP | 36,773,000 | $37.88M | 3.2% | $1.02 | — | NOTE 5.000% 6/1 | 647551AB6 |
| — | RESOLUTE FST PRODS INC | 3,294,260 | $36.4M | 3.1% | $13.12 | — | COM | 76117W109 |
| — | CTRIP COM INTL LTD | 32,476,000 | $36.29M | 3.1% | $1.17 | — | NOTE 1.990% 7/0 | 22943FAH3 |
| — | INTERDIGITAL INC | 29,404,000 | $35.14M | 3.0% | $1.12 | — | NOTE 1.500% 3/0 | 458660AD9 |
| — | STARWOOD WAYPOINT RESIDENTL | 26,973,000 | $34.78M | 3.0% | $1.10 | — | NOTE 3.000% 7/0 | 85571WAB5 |
| — | FORESTAR GROUP INC | 33,665,000 | $34.09M | 2.9% | $1.02 | — | NOTE 3.750% 3/0 | 346232AB7 |
| — | MEDIDATA SOLUTIONS INC | 27,985,000 | $32.43M | 2.8% | $1.11 | — | NOTE 1.000% 8/0 | 58471AAB1 |
| — | TCP CAP CORP | 29,529,000 | $30.78M | 2.6% | $1.00 | — | NOTE 5.250%12/1 | 87238QAB9 |
| — | WORKDAY INC | 21,978,000 | $30.14M | 2.6% | $1.26 | — | NOTE 1.500% 7/1 | 98138HAD3 |
| — | INFINERA CORPORATION | 29,318,000 | $29.37M | 2.5% | $1.07 | — | DBCV 1.750% 6/0 | 45667GAB9 |
| — | MERCADOLIBRE INC | 11,500,000 | $28.84M | 2.5% | $1.21 | — | NOTE 2.250% 7/0 | 58733RAB8 |
| — | ZILLOW GROUP INC | 23,000,000 | $25.08M | 2.2% | $1.09 | — | NOTE 2.000%12/0 | 98954MAB7 |
| — | ADVANCED MICRO DEVICES INC | 16,000,000 | $24.04M | 2.1% | $1.41 | — | NOTE 2.125% 9/0 | 007903BD8 |
| — | NEVRO CORP | 21,582,000 | $22.49M | 1.9% | $1.04 | — | NOTE 1.750% 6/0 | 64157FAA1 |
| — | GREENBRIER COS INC | 13,715,000 | $20.66M | 1.8% | $1.22 | — | NOTE 3.500% 4/0 | 393657AH4 |
| — | INPHI CORP | 20,800,000 | $20.65M | 1.8% | $0.99 | — | NOTE 0.750% 9/0 | 45772FAC1 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 15,000,000 | $17.73M | 1.5% | $1.09 | — | NOTE 1.875% 6/0 | 049164BJ4 |
| — | MARRIOTT VACATIONS WRLDWDE C | 15,750,000 | $17.66M | 1.5% | $1.05 | — | NOTE 1.500% 9/1 | 57164YAA5 |
| — | GOLDMAN SACHS BDC INC | 16,400,000 | $16.97M | 1.5% | $1.03 | — | NOTE 4.500% 4/0 | 38147UAB3 |
| — | ARCH COAL INC | 179,419 | $16.71M | 1.4% | $68.65 | — | CL A | 039380407 |
| — | QUIDEL CORP | 9,625,000 | $14.56M | 1.2% | $1.06 | — | NOTE 3.250%12/1 | 74838JAA9 |
| — | SILVER STD RES INC | 14,511,000 | $14.21M | 1.2% | $0.99 | — | NOTE 2.875% 2/0 | 82823LAC0 |
| — | CYPRESS SEMICONDUCTOR CORP | 10,000,000 | $13.2M | 1.1% | $1.32 | — | NOTE 4.500% 1/1 | 232806AM1 |
| — | VEECO INSTRS INC DEL | 14,000,000 | $12.2M | 1.0% | $1.04 | — | NOTE 2.700% 1/1 | 922417AD2 |
| — | PROS HOLDINGS INC | 10,500,000 | $11.05M | 0.9% | $0.99 | — | NOTE 2.000%12/0 | 74346YAB9 |
| — | RAMBUS INC DEL | 8,704,000 | $10.55M | 0.9% | $1.22 | — | NOTE 1.125% 8/1 | 750917AE6 |
| — | SHUTTERFLY INC | 9,965,000 | $9.911M | 0.8% | $0.98 | — | NOTE 0.250% 5/1 | 82568PAB2 |
| — | PHOTRONICS INC | 8,672,000 | $9.321M | 0.8% | $1.19 | — | NOTE 3.250% 4/0 | 719405AK8 |
| — | CENTURYLINK INC | 525,715 | $8.769M | 0.8% | $16.68 | — | COM | 156700106 |
| — | TCP CAP CORP | 8,250,000 | $8.48M | 0.7% | $1.04 | — | NOTE 4.625% 3/0 | 87238QAD5 |
| — | BROADSOFT INC | 5,000,000 | $7.428M | 0.6% | $1.33 | — | NOTE 1.000% 9/0 | 11133BAD4 |
| — | TWITTER INC | 7,000,000 | $6.514M | 0.6% | $0.92 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| — | VIPSHOP HLDGS LTD | 5,500,000 | $5.487M | 0.5% | $1.00 | — | NOTE 1.500% 3/1 | 92763WAA1 |
| HCC | WARRIOR MET COAL INC | 197,820 | $4.975M | 0.4% | $17.37 | +44.4% | COM | 93627C101 |
| MOS | MOSAIC CO NEW | 187,272 | $4.805M | 0.4% | $22.93 | -12.0% | COM | 61945C103 |
| — | LAYNE CHRISTENSEN CO | 2,819,000 | $3.518M | 0.3% | $1.16 | — | NOTE 8.000% 5/0 | 521050AD6 |
| — | CTRIP COM INTL LTD | 2,641,000 | $2.703M | 0.2% | $1.08 | — | NOTE 1.250% 9/1 | 22943FAM2 |
| — | OAKTREE STRATEGIC INCOME COR | 226,519 | $1.903M | 0.2% | $8.40 | — | COM | 67402D104 |
| RYAM | RAYONIER ADVANCED MATLS INC | 86,255 | $1.764M | 0.2% | $16.80 | 0.0% | COM | 75508B104 |
| — | SCORPIO TANKERS INC | 550,000 | $1.678M | 0.1% | $3.05 | — | SHS | Y7542C106 |
| — | BRISTOW GROUP INC | 1,250,000 | $1.382M | 0.1% | $1.11 | — | NOTE 4.500% 6/0 | 110394AF0 |
| — | BLACKROCK CAPITAL INVESTMENT | 200,000 | $1.246M | 0.1% | $6.23 | — | COM | 092533108 |
| NAK | NORTHERN DYNASTY MINERALS LT | 500,000 | $885K | 0.1% | $1.59 | +24.7% | COM NEW | 66510M204 |
| DAL | DELTA AIR LINES INC DEL | 15,000 | $840K | 0.1% | $33.78 | +41.5% | COM NEW | 247361702 |
| — | ARES CAP CORP | 790,000 | $791K | 0.1% | $1.02 | — | NOTE 4.750% 1/1 | 04010LAJ2 |
| — | ARES CAP CORP | 700,000 | $716K | 0.1% | $1.03 | — | NOTE 4.375% 1/1 | 04010LAM5 |
| — | CLEVELAND CLIFFS INC | 500,000 | $548K | 0.0% | $1.10 | — | DBCV 1.500% 1/1 | 185899AA9 |
| MT | ARCELORMITTAL SA LUXEMBOURG | 10,833 | $350K | 0.0% | $22.71 | — | NY REGISTRY SH | 03938L203 |
| GSBD | GOLDMAN SACHS BDC INC | 13,156 | $292K | 0.0% | $23.52 | -5.7% | SHS | 38147U107 |
| EVH | EVOLENT HEALTH INC | 11,900 | $146K | 0.0% | $20.60 | -31.6% | CL A | 30050B101 |