CIK: 0001738654 · Show all filings
Period: Q2 2022 (← Previous) (Next →)
Filing Date: Aug 15, 2022
Total Value ($000): $1,040,071 (0.0% shares, 100.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | PEGASYSTEMS INC | 80,730,000 | $65,561 | 6.3% | $1.00 | — | NOTE 0.750% 3/0 | 705573AB9 |
| — | NEW RELIC INC | 57,750,000 | $56,144 | 5.4% | $1.08 | — | NOTE 0.500% 5/0 | 64829BAB6 |
| — | KBR INC | 26,500,000 | $51,305 | 4.9% | $1.72 | — | NOTE 2.500%11/0 | 48242WAB2 |
| — | LIVENT CORP | 16,869,000 | $45,979 | 4.4% | $2.73 | — | NOTE 4.125% 7/1 | 53814LAB4 |
| — | SUPERNUS PHARMACEUTICALS | 46,902,000 | $45,737 | 4.4% | $1.61 | — | NOTE 0.625% 4/0 | 868459AD0 |
| — | TWITTER INC | 48,000,000 | $42,926 | 4.1% | $0.89 | — | NOTE 3/1 | 90184LAN2 |
| — | INSIGHT ENTERPRISES INC | 31,836,000 | $42,581 | 4.1% | $1.49 | — | NOTE 0.750% 2/1 | 45765UAB9 |
| — | BLACKLINE INC | 51,833,000 | $41,663 | 4.0% | $0.84 | — | NOTE 3/1 | 09239BAD1 |
| — | ALTERYX INC | 46,231,000 | $41,154 | 4.0% | $0.94 | — | NOTE 0.500% 8/0 | 02156BAD5 |
| — | ALARM COM HLDGS INC | 49,565,000 | $40,979 | 3.9% | $0.85 | — | NOTE 1/1 | 011642AB1 |
| — | WORKIVA INC | 36,338,000 | $39,531 | 3.8% | $1.85 | — | NOTE 1.125% 8/1 | 98139AAB1 |
| — | ON SEMICONDUCTOR CORP | 16,034,000 | $39,251 | 3.8% | $2.95 | — | NOTE 1.625%10/1 | 682189AP0 |
| — | 8X8 INC NEW | 45,075,000 | $38,610 | 3.7% | $1.00 | — | NOTE 0.500% 2/0 | 282914AB6 |
| — | IONIS PHARMACEUTICALS INC | 42,313,000 | $37,738 | 3.6% | $0.96 | — | NOTE 0.125%12/1 | 462222AB6 |
| — | WIX COM LTD | 44,179,000 | $35,951 | 3.5% | $0.83 | — | NOTE 8/1 | 92940WAD1 |
| — | VEECO INSTRS INC DEL | 21,000,000 | $33,575 | 3.2% | $1.82 | — | NOTE 3.750% 6/0 | 922417AF7 |
| — | EVERBRIDGE INC | 36,500,000 | $31,960 | 3.1% | $0.91 | — | NOTE 0.125%12/1 | 29978AAC8 |
| — | ENVESTNET INC | 28,000,000 | $28,245 | 2.7% | $1.26 | — | NOTE 1.750% 6/0 | 29404KAB2 |
| — | DOCUSIGN INC | 27,971,000 | $25,891 | 2.5% | $0.94 | — | NOTE 1/1 | 256163AD8 |
| — | ZENDESK INC | 24,542,000 | $23,867 | 2.3% | $1.16 | — | NOTE 0.625% 6/1 | 98936JAD3 |
| — | OMNICELL COM | 17,054,000 | $21,776 | 2.1% | $1.28 | — | NOTE 0.250% 9/1 | 68213NAD1 |
| — | INFINERA CORP | 23,000,000 | $21,241 | 2.0% | $0.92 | — | NOTE 2.125% 9/0 | 45667GAC7 |
| — | NUVASIVE INC | 17,910,000 | $17,350 | 1.7% | $1.05 | — | NOTE 1.000% 6/0 | 670704AL9 |
| — | DICKS SPORTING GOODS INC | 6,155,000 | $14,726 | 1.4% | $3.09 | — | NOTE 3.250% 4/1 | 253393AD4 |
| — | SPOTIFY USA INC | 18,148,000 | $14,491 | 1.4% | $0.80 | — | NOTE 3/1 | 84921RAB6 |
| — | NOVA LTD | 10,000,000 | $12,963 | 1.2% | $1.99 | — | NOTE 10/1 | 66980MAB2 |
| — | FASTLY INC | 17,500,000 | $12,852 | 1.2% | $0.76 | — | NOTE 3/1 | 31188VAB6 |
| — | MODEL N INC | 12,000,000 | $12,594 | 1.2% | $1.27 | — | NOTE 2.625% 6/0 | 607525AB8 |
| — | LYFT INC | 14,600,000 | $12,538 | 1.2% | $0.86 | — | NOTE 1.500% 5/1 | 55087PAB0 |
| — | WAYFAIR INC | 14,300,000 | $11,526 | 1.1% | $0.81 | — | NOTE 1.125%11/0 | 94419LAD3 |
| — | VAREX IMAGING CORP | 9,000,000 | $11,018 | 1.1% | $1.22 | — | NOTE 4.000% 6/0 | 92214XAB2 |
| — | RAPID7 INC | 7,500,000 | $9,574 | 0.9% | $1.28 | — | NOTE 2.250% 5/0 | 753422AD6 |
| — | HESKA CORP | 6,616,000 | $8,879 | 0.9% | $2.26 | — | NOTE 3.750% 9/1 | 42805EAB4 |
| — | COUPA SOFTWARE INC | 9,100,000 | $7,625 | 0.7% | $0.98 | — | NOTE 0.125% 6/1 | 22266LAC0 |
| — | THE REALREAL INC | 12,000,000 | $7,440 | 0.7% | $0.69 | — | NOTE 3.000% 6/1 | 88339PAB7 |
| — | EVERBRIDGE INC | 8,500,000 | $6,949 | 0.7% | $0.84 | — | NOTE 3/1 | 29978AAE4 |
| — | NUTANIX INC | 6,992,000 | $6,877 | 0.7% | $1.00 | — | NOTE 1/1 | 67059NAB4 |
| — | LIVEPERSON INC | 7,500,000 | $6,841 | 0.7% | $0.91 | — | NOTE 0.750% 3/0 | 538146AB7 |
| — | LIVONGO HEALTH INC | 5,885,000 | $4,977 | 0.5% | $0.85 | — | NOTE 0.875% 6/0 | 539183AA1 |
| — | WESTERN DIGITAL CORP. | 3,000,000 | $2,865 | 0.3% | $0.97 | — | NOTE 1.500% 2/0 | 958102AP0 |
| — | Q2 HLDGS INC | 3,500,000 | $2,815 | 0.3% | $0.83 | — | NOTE 0.125%11/1 | 74736LAF6 |
| — | ZENDESK INC | 1,500,000 | $1,800 | 0.2% | $1.20 | — | NOTE 0.250% 3/1 | 98936JAB7 |
| — | ALTAIR ENGR INC | 1,379,000 | $1,706 | 0.2% | $1.24 | — | NOTE 0.250% 6/0 | 021369AA1 |