CIK: 0001738654 · Show all filings
Period: Q4 2022 (← Previous) (Next →)
Filing Date: Feb 14, 2023
Total Value ($000): $1,159,598 (0.9% shares, 99.1% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | KBR INC | 43,150,000 | $91,264 | 7.9% | $1.79 | — | NOTE 2.500%11/0 | 48242WAB2 |
| — | PEGASYSTEMS INC | 68,730,000 | $59,592 | 5.1% | $1.00 | — | NOTE 0.750% 3/0 | 705573AB9 |
| — | ALTERYX INC | 57,999,000 | $53,794 | 4.6% | $0.94 | — | NOTE 0.500% 8/0 | 02156BAD5 |
| — | INSIGHT ENTERPRISES INC | 30,836,000 | $46,394 | 4.0% | $1.49 | — | NOTE 0.750% 2/1 | 45765UAB9 |
| — | SUPERNUS PHARMACEUTICALS | 46,902,000 | $46,257 | 4.0% | $1.61 | — | NOTE 0.625% 4/0 | 868459AD0 |
| — | UNITY SOFTWARE INC | 58,500,000 | $44,080 | 3.8% | $0.75 | — | NOTE 11/1 | 91332UAB7 |
| — | ALARM COM HLDGS INC | 50,565,000 | $41,671 | 3.6% | $0.85 | — | NOTE 1/1 | 011642AB1 |
| — | IONIS PHARMACEUTICALS INC | 42,313,000 | $38,611 | 3.3% | $0.96 | — | NOTE 0.125%12/1 | 462222AB6 |
| — | OMNICELL COM | 43,889,000 | $38,485 | 3.3% | $1.06 | — | NOTE 0.250% 9/1 | 68213NAD1 |
| — | WIX COM LTD | 41,000,000 | $34,850 | 3.0% | $0.83 | — | NOTE 8/1 | 92940WAD1 |
| — | WORKIVA INC | 28,088,000 | $34,791 | 3.0% | $1.85 | — | NOTE 1.125% 8/1 | 98139AAB1 |
| — | NEW RELIC INC | 33,750,000 | $33,176 | 2.9% | $1.08 | — | NOTE 0.500% 5/0 | 64829BAB6 |
| — | VEECO INSTRS INC DEL | 21,000,000 | $32,300 | 2.8% | $1.82 | — | NOTE 3.750% 6/0 | 922417AF7 |
| — | LIVEPERSON INC | 31,461,000 | $29,624 | 2.6% | $0.93 | — | NOTE 0.750% 3/0 | 538146AB7 |
| — | BLACKLINE INC | 32,500,000 | $27,848 | 2.4% | $0.84 | — | NOTE 3/1 | 09239BAD1 |
| — | NUVASIVE INC | 26,910,000 | $26,439 | 2.3% | $1.03 | — | NOTE 1.000% 6/0 | 670704AL9 |
| — | Q2 HLDGS INC | 29,950,000 | $24,859 | 2.1% | $0.82 | — | NOTE 0.125%11/1 | 74736LAF6 |
| — | RAPID7 INC | 25,484,000 | $24,586 | 2.1% | $0.96 | — | NOTE 2.250% 5/0 | 753422AD6 |
| — | ATI INC | 11,500,000 | $23,205 | 2.0% | $1.83 | — | NOTE 3.500% 6/1 | 01741RAK8 |
| — | SAREPTA THERAPEUTICS INC | 20,000,000 | $23,139 | 2.0% | $1.04 | — | DEBT 1.250% 9/1 | 803607AC4 |
| — | 8X8 INC NEW | 25,537,000 | $21,423 | 1.8% | $0.84 | — | NOTE 4.000% 2/0 | 282914AE0 |
| — | DOCUSIGN INC | 22,505,000 | $21,295 | 1.8% | $0.94 | — | NOTE 1/1 | 256163AD8 |
| — | COUPA SOFTWARE INC | 22,000,000 | $21,258 | 1.8% | $0.93 | — | NOTE 0.375% 6/1 | 22266LAF3 |
| — | FASTLY INC | 27,650,000 | $20,184 | 1.7% | $0.75 | — | NOTE 3/1 | 31188VAB6 |
| — | VERINT SYSTEMS INC | 22,500,000 | $19,701 | 1.7% | $0.87 | — | NOTE 0.250% 4/1 | 92343XAC4 |
| — | FIVE9 INC | 20,500,000 | $18,938 | 1.6% | $0.92 | — | NOTE 0.500% 6/0 | 338307AD3 |
| — | LYFT INC | 21,250,000 | $18,727 | 1.6% | $0.87 | — | NOTE 1.500% 5/1 | 55087PAB0 |
| — | MODEL N INC | 12,000,000 | $16,286 | 1.4% | $1.27 | — | NOTE 2.625% 6/0 | 607525AB8 |
| — | COUPA SOFTWARE INC | 14,407,000 | $13,975 | 1.2% | $0.98 | — | NOTE 0.125% 6/1 | 22266LAC0 |
| — | INFINERA CORP | 13,185,000 | $13,181 | 1.1% | $0.92 | — | NOTE 2.125% 9/0 | 45667GAC7 |
| — | RINGCENTRAL INC | 15,125,000 | $13,083 | 1.1% | $0.86 | — | NOTE 3/0 | 76680RAF4 |
| — | HEALTH CATALYST INC | 14,550,000 | $12,755 | 1.1% | $0.86 | — | NOTE 2.500% 4/1 | 42225TAB3 |
| — | VAREX IMAGING CORP | 9,000,000 | $10,480 | 0.9% | $1.22 | — | NOTE 4.000% 6/0 | 92214XAB2 |
| — | ENVESTNET INC | 11,200,000 | $10,185 | 0.9% | $0.91 | — | NOTE 0.750% 8/1 | 29404KAE6 |
| — | ENVESTNET INC | 164,425 | $10,145 | 0.9% | $61.70 | — | COM | 29404K106 |
| — | OPKO HEALTH INC | 11,485,000 | $9,969 | 0.9% | $0.87 | — | NOTE 4.500% 2/1 | 68375NAD5 |
| — | BANDWIDTH INC | 12,165,000 | $9,265 | 0.8% | $0.68 | — | NOTE 0.250% 3/0 | 05988JAB9 |
| — | BLOOMIN BRANDS INC | 5,000,000 | $9,175 | 0.8% | $1.71 | — | NOTE 5.000% 5/0 | 094235AB4 |
| — | INFINERA CORP | 7,000,000 | $8,698 | 0.8% | $1.00 | — | DEBT 3.750% 8/0 | 45667GAF0 |
| — | Q2 HLDGS INC | 8,977,000 | $7,361 | 0.6% | $0.82 | — | NOTE 0.750% 6/0 | 74736LAD1 |
| — | BIGCOMMERCE HLDGS INC | 10,000,000 | $7,193 | 0.6% | $0.72 | — | NOTE 0.250%10/0 | 08975PAB4 |
| — | NUTANIX INC | 6,992,000 | $6,975 | 0.6% | $1.00 | — | NOTE 1/1 | 67059NAB4 |
| — | HESKA CORP | 6,616,000 | $6,848 | 0.6% | $2.26 | — | NOTE 3.750% 9/1 | 42805EAB4 |
| — | LUMENTUM HLDGS INC | 7,500,000 | $6,486 | 0.6% | $0.86 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | FIVERR INTL LTD | 7,666,000 | $6,229 | 0.5% | $0.81 | — | NOTE 11/0 | 33835LAA3 |
| — | LIVONGO HEALTH INC | 6,950,000 | $6,110 | 0.5% | $0.84 | — | NOTE 0.875% 6/0 | 539183AA1 |
| — | SPLUNK INC | 6,000,000 | $5,794 | 0.5% | $0.96 | — | NOTE 0.500% 9/1 | 848637AC8 |
| — | 8X8 INC NEW | 6,185,000 | $5,628 | 0.5% | $0.98 | — | NOTE 0.500% 2/0 | 282914AB6 |
| — | SAREPTA THERAPEUTICS INC | 3,000,000 | $5,612 | 0.5% | $1.67 | — | DBCV 1.500%11/1 | 803607AB6 |
| — | NUVASIVE INC | 6,000,000 | $5,284 | 0.5% | $0.88 | — | NOTE 0.375% 3/1 | 670704AJ4 |
| — | SPOTIFY USA INC | 6,498,000 | $5,279 | 0.5% | $0.80 | — | NOTE 3/1 | 84921RAB6 |
| — | ON SEMICONDUCTOR CORP | 1,673,000 | $5,035 | 0.4% | $2.95 | — | NOTE 1.625%10/1 | 682189AP0 |
| — | CONFLUENT INC | 5,000,000 | $3,807 | 0.3% | $0.76 | — | NOTE 1/1 | 20717MAB9 |
| — | THE REALREAL INC | 6,000,000 | $3,707 | 0.3% | $0.69 | — | NOTE 3.000% 6/1 | 88339PAB7 |
| — | NEVRO CORP | 4,000,000 | $3,675 | 0.3% | $0.92 | — | NOTE 2.750% 4/0 | 64157FAC7 |
| — | NEOGENOMICS INC | 4,000,000 | $3,395 | 0.3% | $0.85 | — | NOTE 1.250% 5/0 | 64049MAA8 |
| — | DROPBOX INC | 3,500,000 | $3,191 | 0.3% | $0.88 | — | NOTE 3/0 | 26210CAC8 |
| — | EVERBRIDGE INC | 2,789,000 | $2,536 | 0.2% | $0.91 | — | NOTE 0.125%12/1 | 29978AAC8 |
| — | PROS HOLDINGS INC | 2,500,000 | $2,350 | 0.2% | $0.94 | — | NOTE 1.000% 5/1 | 74346YAH6 |
| — | RINGCENTRAL INC | 2,500,000 | $1,972 | 0.2% | $0.79 | — | NOTE 3/1 | 76680RAH0 |
| — | INSMED INC | 977,000 | $916 | 0.1% | $0.94 | — | NOTE 1.750% 1/1 | 457669AA7 |
| — | LIBERTY MEDIA CORP DEL | 5,576 | $333 | 0.0% | $58.46 | — | COM SER C FRMLA | 531229854 |
| — | TRICIDA INC | 2,000,000 | $199 | 0.0% | $0.10 | — | NOTE 3.500% 5/1 | 89610FAB7 |