CIK: 0001738654 · Show all filings
Period: Q1 2022 (← Previous) (Next →)
Filing Date: May 16, 2022
Total Value ($000): $1,242,296 (0.0% shares, 100.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | DICKS SPORTING GOODS INC | 29,655,000 | $92,431 | 7.4% | $3.09 | — | NOTE 3.250% 4/1 | 253393AD4 |
| — | CONMED CORP | 50,065,000 | $86,599 | 7.0% | $1.62 | — | NOTE 2.625% 2/0 | 207410AF8 |
| — | PEGASYSTEMS INC | 67,730,000 | $64,238 | 5.2% | $1.03 | — | NOTE 0.750% 3/0 | 705573AB9 |
| — | SAILPOINT TECHNOLOGIES HLDGS | 32,030,000 | $59,528 | 4.8% | $1.85 | — | NOTE 0.125% 9/1 | 78781PAB1 |
| — | DOCUSIGN INC | 63,178,000 | $59,444 | 4.8% | $0.94 | — | NOTE 1/1 | 256163AD8 |
| — | WORKIVA INC | 36,338,000 | $58,863 | 4.7% | $1.85 | — | NOTE 1.125% 8/1 | 98139AAB1 |
| — | NEW RELIC INC | 52,250,000 | $52,879 | 4.3% | $1.10 | — | NOTE 0.500% 5/0 | 64829BAB6 |
| — | SUPERNUS PHARMACEUTICALS | 46,902,000 | $46,433 | 3.7% | $1.61 | — | NOTE 0.625% 4/0 | 868459AD0 |
| — | 8X8 INC NEW | 47,575,000 | $44,806 | 3.6% | $1.00 | — | NOTE 0.500% 2/0 | 282914AB6 |
| — | VEECO INSTRS INC DEL | 21,000,000 | $44,348 | 3.6% | $1.82 | — | NOTE 3.750% 6/0 | 922417AF7 |
| — | INSIGHT ENTERPRISES INC | 25,836,000 | $41,693 | 3.4% | $1.52 | — | NOTE 0.750% 2/1 | 45765UAB9 |
| — | ON SEMICONDUCTOR CORP | 13,700,000 | $41,603 | 3.3% | $3.04 | — | NOTE 1.625%10/1 | 682189AP0 |
| — | ALTERYX INC | 43,481,000 | $40,422 | 3.3% | $0.94 | — | NOTE 0.500% 8/0 | 02156BAD5 |
| — | ALARM COM HLDGS INC | 45,996,000 | $39,269 | 3.2% | $0.85 | — | NOTE 1/1 | 011642AB1 |
| — | IONIS PHARMACEUTICALS INC | 42,382,000 | $38,559 | 3.1% | $0.96 | — | NOTE 0.125%12/1 | 462222AB6 |
| — | FASTLY INC | 50,000,000 | $37,774 | 3.0% | $0.76 | — | NOTE 3/1 | 31188VAB6 |
| — | MANDIANT INC | 36,309,000 | $36,309 | 2.9% | $1.87 | — | NOTE 1.625% 6/0 | 31816QAD3 |
| — | ENVESTNET INC | 30,000,000 | $36,198 | 2.9% | $1.26 | — | NOTE 1.750% 6/0 | 29404KAB2 |
| — | BLACKLINE INC | 42,333,000 | $35,940 | 2.9% | $0.85 | — | NOTE 3/1 | 09239BAD1 |
| — | KBR INC | 16,000,000 | $34,838 | 2.8% | $1.57 | — | NOTE 2.500%11/0 | 48242WAB2 |
| — | EVERBRIDGE INC | 36,500,000 | $33,256 | 2.7% | $0.91 | — | NOTE 0.125%12/1 | 29978AAC8 |
| — | COUPA SOFTWARE INC | 29,500,000 | $28,855 | 2.3% | $0.98 | — | NOTE 0.125% 6/1 | 22266LAC0 |
| — | ZENDESK INC | 20,000,000 | $25,346 | 2.0% | $1.20 | — | NOTE 0.625% 6/1 | 98936JAD3 |
| — | AVAYA HLDGS CORP | 25,792,000 | $25,300 | 2.0% | $1.06 | — | NOTE 2.250% 6/1 | 05351XAB7 |
| — | NUVASIVE INC | 17,910,000 | $17,937 | 1.4% | $1.05 | — | NOTE 1.000% 6/0 | 670704AL9 |
| — | NOVA LTD | 10,000,000 | $15,514 | 1.2% | $1.99 | — | NOTE 10/1 | 66980MAB2 |
| — | WIX COM LTD | 16,012,000 | $13,941 | 1.1% | $0.87 | — | NOTE 8/1 | 92940WAD1 |
| — | NEOGENOMICS INC | 15,750,000 | $13,592 | 1.1% | $0.86 | — | NOTE 1.250% 5/0 | 64049MAA8 |
| — | MODEL N INC | 12,000,000 | $13,321 | 1.1% | $1.27 | — | NOTE 2.625% 6/0 | 607525AB8 |
| — | HESKA CORP | 6,616,000 | $11,898 | 1.0% | $2.26 | — | NOTE 3.750% 9/1 | 42805EAB4 |
| — | KARYOPHARM THERAPEUTICS INC | 11,460,000 | $9,548 | 0.8% | $1.03 | — | NOTE 3.000%10/1 | 48576UAA4 |
| — | PTC THERAPEUTICS INC | 8,000,000 | $8,206 | 0.7% | $2.51 | — | NOTE 3.000% 8/1 | 69366JAB7 |
| — | NUTANIX INC | 6,992,000 | $6,961 | 0.6% | $1.00 | — | NOTE 1/1 | 67059NAB4 |
| — | OMEROS CORP | 6,100,000 | $5,650 | 0.5% | $1.71 | — | NOTE 6.250%11/1 | 682143AE2 |
| — | VIAVI SOLUTIONS INC | 3,096,000 | $4,040 | 0.3% | $1.34 | — | NOTE 1.000% 3/0 | 925550AB1 |
| — | EVERBRIDGE INC | 4,000,000 | $3,485 | 0.3% | $0.87 | — | NOTE 3/1 | 29978AAE4 |
| — | THE REALREAL INC | 3,500,000 | $3,004 | 0.2% | $0.86 | — | NOTE 3.000% 6/1 | 88339PAB7 |
| — | COUPA SOFTWARE INC | 3,500,000 | $2,941 | 0.2% | $0.84 | — | NOTE 0.375% 6/1 | 22266LAF3 |
| — | WESTERN DIGITAL CORP. | 3,000,000 | $2,903 | 0.2% | $0.97 | — | NOTE 1.500% 2/0 | 958102AP0 |
| — | TWITTER INC | 2,500,000 | $2,121 | 0.2% | $0.85 | — | NOTE 3/1 | 90184LAN2 |
| — | Q2 HLDGS INC | 1,500,000 | $1,300 | 0.1% | $0.87 | — | NOTE 0.125%11/1 | 74736LAF6 |
| — | NEOGENOMICS INC | 1,500,000 | $1,003 | 0.1% | $0.67 | — | NOTE 0.250% 1/1 | 64049MAB6 |