Location: Seattle, WA
CIK: 0001133521 · Show all filings
Period: Q2 2018 (← Previous) (Next →)
Filing Date: Aug 14, 2018
Total Value: $1.142B (6.3% shares, 93.7% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | TWITTER INC | 75,505,000 | $73.27M | 6.4% | $0.92 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| — | AMERICAN RLTY CAP PPTYS INC | 52,044,000 | $52.08M | 4.6% | $0.97 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| — | AMAG PHARMACEUTICALS INC | 49,265,000 | $50.8M | 4.5% | $1.03 | — | NOTE 3.250% 6/0 | 00163UAD8 |
| — | INTERDIGITAL INC | 41,894,000 | $50.4M | 4.4% | $1.14 | — | NOTE 1.500% 3/0 | 458660AD9 |
| — | CIENA CORP | 34,529,000 | $45.68M | 4.0% | $1.22 | — | NOTE 3.750%10/1 | 171779AJ0 |
| — | TPG SPECIALTY LENDING INC | 44,890,000 | $45.22M | 4.0% | $1.01 | — | NOTE 4.500%12/1 | 87265KAB8 |
| — | INPHI CORP | 40,411,000 | $43.26M | 3.8% | $1.31 | — | NOTE 1.125%12/0 | 45772FAB3 |
| — | ADVANCED MICRO DEVICES INC | 20,000,000 | $39.77M | 3.5% | $1.52 | — | NOTE 2.125% 9/0 | 007903BD8 |
| — | ISIS PHARMACEUTICALS INC DEL | 40,500,000 | $39.69M | 3.5% | $0.99 | — | NOTE 1.000%11/1 | 464337AJ3 |
| — | CTRIP COM INTL LTD | 33,476,000 | $38.27M | 3.4% | $1.17 | — | NOTE 1.990% 7/0 | 22943FAH3 |
| — | NEW MTN FIN CORP | 36,773,000 | $37.51M | 3.3% | $1.02 | — | NOTE 5.000% 6/1 | 647551AB6 |
| — | STARWOOD WAYPOINT RESIDENTL | 26,973,000 | $34.08M | 3.0% | $1.10 | — | NOTE 3.000% 7/0 | 85571WAB5 |
| — | WORKDAY INC | 21,978,000 | $33.88M | 3.0% | $1.26 | — | NOTE 1.500% 7/1 | 98138HAD3 |
| — | FORESTAR GROUP INC | 33,665,000 | $33.54M | 2.9% | $1.02 | — | NOTE 3.750% 3/0 | 346232AB7 |
| — | TCP CAP CORP | 29,529,000 | $30.07M | 2.6% | $1.00 | — | NOTE 5.250%12/1 | 87238QAB9 |
| — | INPHI CORP | 30,800,000 | $28.91M | 2.5% | $0.97 | — | NOTE 0.750% 9/0 | 45772FAC1 |
| — | CARBONITE INC | 17,195,000 | $25.54M | 2.2% | $1.49 | — | NOTE 2.500% 4/0 | 141337AB1 |
| — | NEVRO CORP | 23,031,000 | $25M | 2.2% | $1.05 | — | NOTE 1.750% 6/0 | 64157FAA1 |
| — | CYPRESS SEMICONDUCTOR CORP | 18,685,000 | $24.82M | 2.2% | $1.36 | — | NOTE 4.500% 1/1 | 232806AM1 |
| — | QUIDEL CORP | 11,507,000 | $24.73M | 2.2% | $1.21 | — | NOTE 3.250%12/1 | 74838JAA9 |
| — | GOLDMAN SACHS BDC INC | 24,400,000 | $24.22M | 2.1% | $1.02 | — | NOTE 4.500% 4/0 | 38147UAB3 |
| — | VIPSHOP HLDGS LTD | 24,198,000 | $23.9M | 2.1% | $1.06 | — | NOTE 1.500% 3/1 | 92763WAA1 |
| — | VEECO INSTRS INC DEL | 26,500,000 | $23.37M | 2.0% | $0.98 | — | NOTE 2.700% 1/1 | 922417AD2 |
| — | PACIRA PHARMACEUTICALS INC | 25,000,000 | $23.3M | 2.0% | $0.92 | — | NOTE 2.375% 4/0 | 695127AD2 |
| — | TCP CAP CORP | 23,250,000 | $23.25M | 2.0% | $1.01 | — | NOTE 4.625% 3/0 | 87238QAD5 |
| — | SILVER STD RES INC | 22,367,000 | $22.16M | 1.9% | $0.99 | — | NOTE 2.875% 2/0 | 82823LAC0 |
| — | RESOLUTE FST PRODS INC | 2,006,277 | $20.77M | 1.8% | $13.12 | — | Common Stock | 76117W109 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 15,000,000 | $19.89M | 1.7% | $1.09 | — | NOTE 1.875% 6/0 | 049164BJ4 |
| — | MERCADOLIBRE INC | 8,000,000 | $18.97M | 1.7% | $1.21 | — | NOTE 2.250% 7/0 | 58733RAB8 |
| — | ARES CAP CORP | 17,050,000 | $17.16M | 1.5% | $1.01 | — | NOTE 4.375% 1/1 | 04010LAM5 |
| — | TPG SPECIALTY LENDING INC | 17,000,000 | $16.97M | 1.5% | $1.01 | — | NOTE 4.500% 8/0 | 87265KAD4 |
| — | GLOBALSTAR INC | 30,577,053 | $14.98M | 1.3% | $3.52 | — | Common Stock | 378973408 |
| — | RAMBUS INC DEL | 12,704,000 | $13.43M | 1.2% | $1.19 | — | NOTE 1.125% 8/1 | 750917AE6 |
| — | HUBSPOT INC | 8,990,000 | $12.86M | 1.1% | $1.43 | — | NOTE 0.250% 6/0 | 443573AB6 |
| — | PROS HOLDINGS INC | 10,500,000 | $12.61M | 1.1% | $0.99 | — | NOTE 2.000%12/0 | 74346YAB9 |
| — | LAYNE CHRISTENSEN CO | 8,983,000 | $11.54M | 1.0% | $1.25 | — | NOTE 8.000% 5/0 | 521050AD6 |
| — | ARCH COAL INC | 140,535 | $11.02M | 1.0% | $68.65 | — | Common Stock | 039380407 |
| — | PHOTRONICS INC | 10,346,000 | $10.61M | 0.9% | $1.17 | — | NOTE 3.250% 4/0 | 719405AK8 |
| — | COLONY STARWOOD HOMES | 7,000,000 | $7.836M | 0.7% | $1.12 | — | NOTE 3.500% 1/1 | 19625XAB8 |
| — | CENTURYLINK INC | 373,949 | $6.97M | 0.6% | $16.68 | — | Common Stock | 156700106 |
| — | TWITTER INC | 7,000,000 | $6.778M | 0.6% | $0.92 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| MOS | MOSAIC CO NEW | 179,420 | $5.033M | 0.4% | $22.98 | +4.0% | Common Stock | 61945C103 |
| — | EXACT SCIENCES CORP | 4,000,000 | $4.213M | 0.4% | $1.05 | — | DBCV 1.000% 1/1 | 30063PAA3 |
| PANW | PALO ALTO NETWORKS INC | 13,012 | $2.674M | 0.2% | $33.34 | 0.0% | Common Stock | 697435105 |
| — | SCORPIO TANKERS INC | 758,931 | $2.133M | 0.2% | $2.67 | — | SHS | Y7542C106 |
| ARCC | ARES CAP CORP | 120,140 | $1.976M | 0.2% | $7.80 | +1.8% | Common Stock | 04010L103 |
| — | OAKTREE STRATEGIC INCOME COR | 226,519 | $1.925M | 0.2% | $8.40 | — | Common Stock | 67402D104 |
| — | BLACKROCK CAPITAL INVESTMENT | 307,377 | $1.792M | 0.2% | $6.16 | — | Common Stock | 092533108 |
| RYAM | RAYONIER ADVANCED MATLS INC | 86,255 | $1.474M | 0.1% | $16.80 | +14.5% | Common Stock | 75508B104 |
| — | TCP CAP CORP | 25,612 | $370K | 0.0% | $14.21 | — | Common Stock | 87238Q103 |
| GSBD | GOLDMAN SACHS BDC INC | 16,556 | $339K | 0.0% | $22.82 | -12.0% | SHS | 38147U107 |
| NAK | NORTHERN DYNASTY MINERALS LT | 420,000 | $227K | 0.0% | $1.59 | -54.5% | COM NEW | 66510M204 |
| — | FINISAR CORP | 250,000 | $227K | 0.0% | $0.93 | — | NOTE 0.500%12/1 | 31787AAP6 |