CIK: 0001133521 · Show all filings
Period: Q4 2020 (← Previous) (Next →)
Filing Date: Feb 16, 2021
Total Value ($000): $1,485,682 (0.7% shares, 99.3% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | OKTA INC | 73,850,000 | $110,452 | 7.4% | $1.33 | — | NOTE 0.125% 9/0 | 679295AD7 |
| — | BLACKLINE INC | 58,000,000 | $109,208 | 7.4% | $1.38 | — | NOTE 0.125% 8/0 | 09239BAB5 |
| — | PINDUODUO INC | 71,000,000 | $87,774 | 5.9% | $1.24 | — | NOTE 12/0 | 722304AC6 |
| — | INTERDIGITAL INC | 70,437,000 | $74,034 | 5.0% | $1.03 | — | NOTE 2.000% 6/0 | 45867GAB7 |
| — | CYBERARK SOFTWARE LTD | 57,203,000 | $69,668 | 4.7% | $1.22 | — | NOTE 11/1 | 23248VAB1 |
| — | LUMENTUM HLDGS INC | 55,500,000 | $67,943 | 4.6% | $1.22 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | PALO ALTO NETWORKS INC | 47,500,000 | $67,231 | 4.5% | $1.09 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | IONIS PHARMACEUTICALS INC | 65,391,000 | $67,089 | 4.5% | $1.03 | — | NOTE 0.125%12/1 | 462222AB6 |
| — | FIREEYE INC | 53,442,000 | $65,007 | 4.4% | $1.01 | — | NOTE 0.875% 6/0 | 31816QAF8 |
| — | LIGAND PHARMACEUTICALS INC | 64,562,000 | $61,398 | 4.1% | $0.86 | — | NOTE 0.750% 5/1 | 53220KAF5 |
| — | WORKIVA INC | 45,000,000 | $60,455 | 4.1% | $1.00 | — | NOTE 1.125% 8/1 | 98139AAB1 |
| — | HERCULES CAPITAL INC | 53,495,000 | $55,367 | 3.7% | $1.00 | — | DBCV 4.375% 2/0 | 427096AF9 |
| — | SAILPOINT TECHNOLOGIES HLDGS | 28,000,000 | $54,401 | 3.7% | $1.94 | — | NOTE 0.125% 9/1 | 78781PAB1 |
| — | GOLDMAN SACHS BDC INC | 42,371,000 | $43,509 | 2.9% | $1.01 | — | NOTE 4.500% 4/0 | 38147UAB3 |
| — | PURE STORAGE INC | 34,500,000 | $38,225 | 2.6% | $0.95 | — | NOTE 0.125% 4/1 | 74624MAB8 |
| — | ALTERYX INC | 36,355,000 | $37,875 | 2.5% | $1.00 | — | NOTE 0.500% 8/0 | 02156BAD5 |
| — | TWITTER INC | 30,000,000 | $36,386 | 2.4% | $1.00 | — | NOTE 0.250% 6/1 | 90184LAF9 |
| — | EVERBRIDGE INC | 23,000,000 | $34,070 | 2.3% | $1.48 | — | NOTE 0.125%12/1 | 29978AAC8 |
| — | ALTAIR ENGR INC | 24,694,000 | $33,911 | 2.3% | $1.04 | — | NOTE 0.250% 6/0 | 021369AA1 |
| — | JAZZ INVESTMENTS I LTD | 28,100,000 | $30,121 | 2.0% | $0.95 | — | NOTE 1.500% 8/1 | 472145AD3 |
| — | TWITTER INC | 27,759,000 | $28,403 | 1.9% | $0.95 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| — | NUTANIX INC | 26,742,000 | $27,131 | 1.8% | $1.01 | — | NOTE 1/1 | 67059NAB4 |
| — | KARYOPHARM THERAPEUTICS INC | 20,000,000 | $25,176 | 1.7% | $1.43 | — | NOTE 3.000%10/1 | 48576UAA4 |
| — | WEIBO CORP | 25,585,000 | $24,928 | 1.7% | $0.91 | — | NOTE 1.250%11/1 | 948596AC5 |
| — | NEW RELIC INC | 20,948,000 | $20,658 | 1.4% | $0.97 | — | NOTE 0.500% 5/0 | 64829BAB6 |
| — | TPG SPECIALTY LENDING INC | 17,116,000 | $18,591 | 1.3% | $0.98 | — | NOTE 4.500% 8/0 | 87265KAD4 |
| — | MOMO INC | 18,969,000 | $15,965 | 1.1% | $0.91 | — | NOTE 1.250% 7/0 | 60879BAB3 |
| — | GREENBRIER COS INC | 15,322,000 | $15,595 | 1.0% | $0.98 | — | NOTE 2.875% 2/0 | 393657AK7 |
| — | JAZZ INVESTMENTS I LTD | 14,700,000 | $15,148 | 1.0% | $0.98 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | COLLEGIUM PHARMACEUTICAL INC | 14,500,000 | $14,373 | 1.0% | $0.91 | — | NOTE 2.625% 2/1 | 19459JAA2 |
| — | CREE INC | 7,251,000 | $13,156 | 0.9% | $1.18 | — | NOTE 0.875% 9/0 | 225447AB7 |
| — | NEW MTN FIN CORP | 11,100,000 | $11,447 | 0.8% | $1.01 | — | NOTE 5.750% 8/1 | 647551AC4 |
| — | SPLUNK INC | 8,500,000 | $11,119 | 0.7% | $1.39 | — | NOTE 0.500% 9/1 | 848637AC8 |
| — | ARES CAPITAL CORP | 8,442,000 | $8,657 | 0.6% | $1.00 | — | NOTE 3.750% 2/0 | 04010LAT0 |
| — | GLOBALSTAR INC | 24,941,802 | $8,445 | 0.6% | $3.34 | — | COM | 378973408 |
| — | SHOPIFY INC | 7,000,000 | $8,294 | 0.6% | $1.18 | — | NOTE 0.125%11/0 | 82509LAA5 |
| — | NEOGENOMICS INC | 4,000,000 | $6,505 | 0.4% | $1.09 | — | NOTE 1.250% 5/0 | 64049MAA8 |
| — | BLACKROCK TCP CAPITAL CORP | 3,888,000 | $3,959 | 0.3% | $1.01 | — | NOTE 4.625% 3/0 | 87238QAD5 |
| — | ARES CAPITAL CORP | 1,960,000 | $2,072 | 0.1% | $0.90 | — | NOTE 4.625% 3/0 | 04010LAW3 |
| XLF | SELECT SECTOR SPDR TR | 35,000 | $1,032 | 0.1% | $23.15 | — | SBI INT-FINL | 81369Y605 |
| HTGC | HERCULES CAPITAL INC | 35,709 | $515 | 0.0% | $12.73 | 0.0% | COM | 427096508 |
| — | OAKTREE STRATEGIC INCOME COR | 50,233 | $389 | 0.0% | $8.40 | — | COM | 67402D104 |