Location: Seattle, WA
CIK: 0001133521 · Show all filings
Period: Q1 2018 (← Previous) (Next →)
Filing Date: May 15, 2018
Total Value: $1.216B (7.1% shares, 92.9% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | TWITTER INC | 75,505,000 | $72.39M | 6.0% | $0.92 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| — | PALO ALTO NETWORKS INC | 41,566,000 | $68.74M | 5.7% | $1.57 | — | NOTE 7/0 | 697435AB1 |
| — | AMERICAN RLTY CAP PPTYS INC | 52,044,000 | $52.02M | 4.3% | $0.97 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| — | CIENA CORP | 38,029,000 | $50.17M | 4.1% | $1.22 | — | NOTE 3.750%10/1 | 171779AJ0 |
| — | INTERDIGITAL INC | 41,894,000 | $48.7M | 4.0% | $1.14 | — | NOTE 1.500% 3/0 | 458660AD9 |
| — | TPG SPECIALTY LENDING INC | 43,870,000 | $44.92M | 3.7% | $1.01 | — | NOTE 4.500%12/1 | 87265KAB8 |
| — | INPHI CORP | 40,411,000 | $42.58M | 3.5% | $1.31 | — | NOTE 1.125%12/0 | 45772FAB3 |
| — | AMAG PHARMACEUTICALS INC | 39,700,000 | $41.04M | 3.4% | $1.03 | — | NOTE 3.250% 6/0 | 00163UAD8 |
| — | CTRIP COM INTL LTD | 33,476,000 | $38.78M | 3.2% | $1.17 | — | NOTE 1.990% 7/0 | 22943FAH3 |
| — | NEW MTN FIN CORP | 36,773,000 | $37.61M | 3.1% | $1.02 | — | NOTE 5.000% 6/1 | 647551AB6 |
| — | WORKDAY INC | 21,978,000 | $35.67M | 2.9% | $1.26 | — | NOTE 1.500% 7/1 | 98138HAD3 |
| — | STARWOOD WAYPOINT RESIDENTL | 26,973,000 | $33.9M | 2.8% | $1.10 | — | NOTE 3.000% 7/0 | 85571WAB5 |
| — | FORESTAR GROUP INC | 33,665,000 | $33.81M | 2.8% | $1.02 | — | NOTE 3.750% 3/0 | 346232AB7 |
| — | TCP CAP CORP | 29,529,000 | $30.47M | 2.5% | $1.00 | — | NOTE 5.250%12/1 | 87238QAB9 |
| — | MEDIDATA SOLUTIONS INC | 26,743,000 | $30.01M | 2.5% | $1.11 | — | NOTE 1.000% 8/0 | 58471AAB1 |
| — | ISIS PHARMACEUTICALS INC DEL | 30,000,000 | $29.75M | 2.4% | $0.99 | — | NOTE 1.000%11/1 | 464337AJ3 |
| — | INFINERA CORPORATION | 29,318,000 | $29.37M | 2.4% | $1.07 | — | DBCV 1.750% 6/0 | 45667GAB9 |
| — | INPHI CORP | 30,800,000 | $28.62M | 2.4% | $0.97 | — | NOTE 0.750% 9/0 | 45772FAC1 |
| — | ZILLOW GROUP INC | 23,000,000 | $28.15M | 2.3% | $1.09 | — | NOTE 2.000%12/0 | 98954MAB7 |
| — | PACIRA PHARMACEUTICALS INC | 30,000,000 | $27.51M | 2.3% | $0.92 | — | NOTE 2.375% 4/0 | 695127AD2 |
| — | CYPRESS SEMICONDUCTOR CORP | 18,685,000 | $26.22M | 2.2% | $1.36 | — | NOTE 4.500% 1/1 | 232806AM1 |
| — | VIPSHOP HLDGS LTD | 24,198,000 | $26.02M | 2.1% | $1.06 | — | NOTE 1.500% 3/1 | 92763WAA1 |
| — | RESOLUTE FST PRODS INC | 3,013,550 | $25.01M | 2.1% | $13.12 | — | COM | 76117W109 |
| — | VEECO INSTRS INC DEL | 26,500,000 | $24.16M | 2.0% | $0.98 | — | NOTE 2.700% 1/1 | 922417AD2 |
| — | NEVRO CORP | 20,853,000 | $23.9M | 2.0% | $1.04 | — | NOTE 1.750% 6/0 | 64157FAA1 |
| — | ADVANCED MICRO DEVICES INC | 16,000,000 | $23.45M | 1.9% | $1.41 | — | NOTE 2.125% 9/0 | 007903BD8 |
| — | MERCADOLIBRE INC | 8,000,000 | $22.59M | 1.9% | $1.21 | — | NOTE 2.250% 7/0 | 58733RAB8 |
| — | GLOBALSTAR INC | 30,027,053 | $20.64M | 1.7% | $3.57 | — | COM | 378973408 |
| — | SILVER STD RES INC | 19,207,000 | $18.94M | 1.6% | $0.99 | — | NOTE 2.875% 2/0 | 82823LAC0 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 15,000,000 | $17.94M | 1.5% | $1.09 | — | NOTE 1.875% 6/0 | 049164BJ4 |
| — | QUIDEL CORP | 10,220,000 | $17.75M | 1.5% | $1.10 | — | NOTE 3.250%12/1 | 74838JAA9 |
| — | FINISAR CORP | 19,064,000 | $17.16M | 1.4% | $0.93 | — | NOTE 0.500%12/1 | 31787AAP6 |
| — | GOLDMAN SACHS BDC INC | 16,400,000 | $16.7M | 1.4% | $1.03 | — | NOTE 4.500% 4/0 | 38147UAB3 |
| — | ARCH COAL INC | 179,419 | $16.48M | 1.4% | $68.65 | — | CL A | 039380407 |
| — | COLONY STARWOOD HOMES | 14,000,000 | $15.63M | 1.3% | $1.12 | — | NOTE 3.500% 1/1 | 19625XAB8 |
| — | RAMBUS INC DEL | 12,704,000 | $14.48M | 1.2% | $1.19 | — | NOTE 1.125% 8/1 | 750917AE6 |
| — | PROS HOLDINGS INC | 10,500,000 | $12.04M | 1.0% | $0.99 | — | NOTE 2.000%12/0 | 74346YAB9 |
| — | LAYNE CHRISTENSEN CO | 8,983,000 | $11.63M | 1.0% | $1.25 | — | NOTE 8.000% 5/0 | 521050AD6 |
| — | PHOTRONICS INC | 10,346,000 | $10.79M | 0.9% | $1.17 | — | NOTE 3.250% 4/0 | 719405AK8 |
| — | TPG SPECIALTY LENDING INC | 9,500,000 | $9.715M | 0.8% | $1.02 | — | NOTE 4.500% 8/0 | 87265KAD4 |
| — | CENTURYLINK INC | 525,715 | $8.637M | 0.7% | $16.68 | — | COM | 156700106 |
| — | TCP CAP CORP | 8,250,000 | $8.351M | 0.7% | $1.04 | — | NOTE 4.625% 3/0 | 87238QAD5 |
| — | TWITTER INC | 7,000,000 | $6.544M | 0.5% | $0.92 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| MOS | MOSAIC CO NEW | 240,250 | $5.833M | 0.5% | $22.98 | +0.7% | COM | 61945C103 |
| — | BLACKROCK CAPITAL INVESTMENT | 307,377 | $1.853M | 0.2% | $6.16 | — | COM | 092533108 |
| RYAM | RAYONIER ADVANCED MATLS INC | 86,255 | $1.852M | 0.2% | $16.80 | +16.5% | COM | 75508B104 |
| — | OAKTREE STRATEGIC INCOME COR | 226,519 | $1.787M | 0.1% | $8.40 | — | COM | 67402D104 |
| — | SCORPIO TANKERS INC | 850,000 | $1.666M | 0.1% | $2.67 | — | SHS | Y7542C106 |
| DAL | DELTA AIR LINES INC DEL | 15,000 | $822K | 0.1% | $33.78 | +50.2% | COM NEW | 247361702 |
| — | ARES CAP CORP | 700,000 | $710K | 0.1% | $1.03 | — | NOTE 4.375% 1/1 | 04010LAM5 |
| ARCC | ARES CAP CORP | 36,856 | $585K | 0.0% | $7.48 | 0.0% | COM | 04010L103 |
| NAK | NORTHERN DYNASTY MINERALS LT | 500,000 | $453K | 0.0% | $1.59 | -24.4% | COM NEW | 66510M204 |
| — | TCP CAP CORP | 25,612 | $364K | 0.0% | $14.21 | — | COM | 87238Q103 |
| MT | ARCELORMITTAL SA LUXEMBOURG | 10,833 | $345K | 0.0% | $22.71 | — | NY REGISTRY SH | 03938L203 |
| GSBD | GOLDMAN SACHS BDC INC | 13,156 | $252K | 0.0% | $23.52 | -11.7% | SHS | 38147U107 |