Location: Seattle, WA
CIK: 0001133521 · Show all filings
Period: Q3 2020 (← Previous) (Next →)
Filing Date: Nov 16, 2020
Total Value: $1.172B (0.8% shares, 99.2% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | OKTA INC | 70,850,000 | $93.67M | 8.0% | $1.32 | — | NOTE 0.125% 9/0 | 679295AD7 |
| — | BLACKLINE INC | 64,000,000 | $88.23M | 7.5% | $1.38 | — | NOTE 0.125% 8/0 | 09239BAB5 |
| — | INTERDIGITAL INC | 70,437,000 | $72.73M | 6.2% | $1.03 | — | NOTE 2.000% 6/0 | 45867GAB7 |
| — | LIGAND PHARMACEUTICALS INC | 64,562,000 | $58.7M | 5.0% | $0.86 | — | NOTE 0.750% 5/1 | 53220KAF5 |
| — | ALTERYX INC | 57,500,000 | $57.42M | 4.9% | $1.00 | — | NOTE 0.500% 8/0 | 02156BAD5 |
| — | WORKDAY INC | 36,338,000 | $56.14M | 4.8% | $1.20 | — | NOTE 0.250%10/0 | 98138HAF8 |
| — | HERCULES CAPITAL INC | 53,225,000 | $54.24M | 4.6% | $1.00 | — | DBCV 4.375% 2/0 | 427096AF9 |
| — | PALO ALTO NETWORKS INC | 45,000,000 | $50.85M | 4.3% | $1.07 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | WEIBO CORP | 49,028,000 | $46.79M | 4.0% | $0.91 | — | NOTE 1.250%11/1 | 948596AC5 |
| — | WORKIVA INC | 45,000,000 | $45.02M | 3.8% | $1.00 | — | NOTE 1.125% 8/1 | 98139AAB1 |
| — | GOLDMAN SACHS BDC INC | 43,780,000 | $44.88M | 3.8% | $1.01 | — | NOTE 4.500% 4/0 | 38147UAB3 |
| — | TWITTER INC | 40,000,000 | $44.53M | 3.8% | $1.00 | — | NOTE 0.250% 6/1 | 90184LAF9 |
| — | TWITTER INC | 39,759,000 | $39.6M | 3.4% | $0.95 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| — | FIREEYE INC | 38,750,000 | $36.14M | 3.1% | $0.93 | — | NOTE 0.875% 6/0 | 31816QAF8 |
| — | PURE STORAGE INC | 34,500,000 | $33.33M | 2.8% | $0.95 | — | NOTE 0.125% 4/1 | 74624MAB8 |
| — | JAZZ INVESTMENTS I LTD | 28,100,000 | $28.53M | 2.4% | $0.95 | — | NOTE 1.500% 8/1 | 472145AD3 |
| — | ALTAIR ENGR INC | 24,694,000 | $27.42M | 2.3% | $1.04 | — | NOTE 0.250% 6/0 | 021369AA1 |
| — | KARYOPHARM THERAPEUTICS INC | 22,000,000 | $26.32M | 2.2% | $1.43 | — | NOTE 3.000%10/1 | 48576UAA4 |
| — | NUTANIX INC | 26,742,000 | $25.18M | 2.1% | $1.01 | — | NOTE 1/1 | 67059NAB4 |
| — | RAPID7 INC | 14,000,000 | $21.79M | 1.9% | $1.30 | — | NOTE 1.250% 8/0 | 753422AB0 |
| — | SUNPOWER CORP | 22,910,000 | $21.72M | 1.9% | $0.92 | — | DBCV 4.000% 1/1 | 867652AL3 |
| — | CYTOKINETICS INC | 9,250,000 | $20.63M | 1.8% | $1.32 | — | NOTE 4.000%11/1 | 23282WAA8 |
| — | NEW RELIC INC | 20,948,000 | $20.02M | 1.7% | $0.97 | — | NOTE 0.500% 5/0 | 64829BAB6 |
| — | TPG SPECIALTY LENDING INC | 18,136,000 | $18.74M | 1.6% | $0.98 | — | NOTE 4.500% 8/0 | 87265KAD4 |
| — | REDFIN CORP | 9,158,000 | $15.93M | 1.4% | $1.09 | — | NOTE 1.750% 7/1 | 75737FAA6 |
| — | MOMO INC | 18,969,000 | $14.9M | 1.3% | $0.91 | — | NOTE 1.250% 7/0 | 60879BAB3 |
| — | JAZZ INVESTMENTS I LTD | 14,700,000 | $14.85M | 1.3% | $0.98 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | COLLEGIUM PHARMACEUTICAL INC | 14,500,000 | $14.27M | 1.2% | $0.91 | — | NOTE 2.625% 2/1 | 19459JAA2 |
| — | CREE INC | 11,348,000 | $14.09M | 1.2% | $1.18 | — | NOTE 0.875% 9/0 | 225447AB7 |
| — | ARES CAPITAL CORP | 13,211,000 | $13.47M | 1.1% | $1.00 | — | NOTE 3.750% 2/0 | 04010LAT0 |
| — | SPLUNK INC | 8,500,000 | $11.84M | 1.0% | $1.39 | — | NOTE 0.500% 9/1 | 848637AC8 |
| — | NEW MTN FIN CORP | 8,600,000 | $8.625M | 0.7% | $1.01 | — | NOTE 5.750% 8/1 | 647551AC4 |
| — | GLOBALSTAR INC | 25,440,309 | $7.805M | 0.7% | $3.34 | — | COM | 378973408 |
| — | GREENBRIER COS INC | 6,115,000 | $5.585M | 0.5% | $0.91 | — | NOTE 2.875% 2/0 | 393657AK7 |
| — | NEOGENOMICS INC | 4,000,000 | $5.007M | 0.4% | $1.09 | — | NOTE 1.250% 5/0 | 64049MAA8 |
| — | BLACKROCK TCP CAPITAL CORP | 3,854,000 | $3.87M | 0.3% | $1.01 | — | NOTE 4.625% 3/0 | 87238QAD5 |
| — | VIAVI SOLUTIONS INC | 2,570,000 | $2.925M | 0.2% | $1.14 | — | NOTE 1.000% 3/0 | 925550AB1 |
| — | ARES CAPITAL CORP | 1,960,000 | $2.034M | 0.2% | $0.90 | — | NOTE 4.625% 3/0 | 04010LAW3 |
| — | VIAVI SOLUTIONS INC | 1,585,000 | $1.767M | 0.2% | $1.11 | — | NOTE 1.750% 6/0 | 925550AE5 |
| XLF | SELECT SECTOR SPDR TR | 40,000 | $963K | 0.1% | $23.15 | — | SBI INT-FINL | 81369Y605 |
| — | SUNPOWER CORP | 685,000 | $665K | 0.1% | $0.92 | — | DBCV 0.875% 6/0 | 867652AJ8 |
| — | OAKTREE STRATEGIC INCOME COR | 51,877 | $338K | 0.0% | $8.40 | — | COM | 67402D104 |