Location: Seattle, WA
CIK: 0001133521 · Show all filings
Period: Q3 2022 (← Previous) (Next →)
Filing Date: Nov 14, 2022
Total Value: $1.351B (0.1% shares, 99.9% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | SPOT 0 03/15/26 | 126,871,000 | $101M | 7.5% | $0.83 | — | NOTE 3/1 | 84921RAB6 |
| — | ZS 01/8 07/01/25 | 65,708,000 | $84.02M | 6.2% | $1.49 | — | NOTE 0.125% 7/0 | 98980GAB8 |
| — | ZEN 0 5/8 06/15/25 | 82,043,000 | $80.73M | 6.0% | $1.26 | — | NOTE 0.625% 6/1 | 98936JAD3 |
| — | NET 0 08/15/26 | 93,319,000 | $73.04M | 5.4% | $0.78 | — | NOTE 8/1 | 18915MAC1 |
| — | VRNS 1 1/4 08/15/25 | 59,722,000 | $66.47M | 4.9% | $1.14 | — | NOTE 1.250% 8/1 | 922280AB8 |
| — | DOCU 0 01/15/24 | 70,000,000 | $65.69M | 4.9% | $0.93 | — | NOTE 1/1 | 256163AD8 |
| — | UPWK 0 1/4 08/15/26 | 73,296,000 | $54.14M | 4.0% | $0.74 | — | NOTE 0.250% 8/1 | 91688FAB0 |
| — | PTCT 1 1/2 09/15/26 | 46,000,000 | $53.48M | 4.0% | $1.10 | — | NOTE 1.500% 9/1 | 69366JAD3 |
| — | NVCR 0 11/01/25 | 54,500,000 | $48.31M | 3.6% | $0.91 | — | NOTE 11/0 | 67011XAB9 |
| — | WGO 1 1/2 04/01/25 | 42,925,000 | $45.11M | 3.3% | $1.33 | — | NOTE 1.500% 4/0 | 974637AB6 |
| — | FVRR 0 11/01/25 | 56,000,000 | $43.96M | 3.3% | $0.88 | — | NOTE 11/0 | 33835LAA3 |
| — | WK 1 1/8 08/15/26 | 36,000,000 | $42.26M | 3.1% | $1.06 | — | NOTE 1.125% 8/1 | 98139AAB1 |
| — | ALRM 0 01/15/26 | 49,454,000 | $40.76M | 3.0% | $0.84 | — | NOTE 1/1 | 011642AB1 |
| — | AVLR 0 1/4 08/01/26 | 41,639,000 | $40.37M | 3.0% | $0.97 | — | NOTE 0.250% 8/0 | 05338GAB2 |
| — | OKTA 0 1/8 09/01/25 | 45,000,000 | $37.8M | 2.8% | $1.29 | — | NOTE 0.125% 9/0 | 679295AD7 |
| — | LYFT 1 1/2 05/15/25 | 43,300,000 | $37.06M | 2.7% | $0.86 | — | NOTE 1.500% 5/1 | 55087PAB0 |
| — | JAZZ 1 1/2 08/15/24 | 38,500,000 | $36.5M | 2.7% | $0.98 | — | NOTE 1.500% 8/1 | 472145AD3 |
| — | IDCC 2 06/01/24 | 38,678,000 | $36.24M | 2.7% | $1.03 | — | NOTE 2.000% 6/0 | 45867GAB7 |
| — | CYBR 0 11/15/24 | 29,208,000 | $33.36M | 2.5% | $1.22 | — | NOTE 11/1 | 23248VAB1 |
| — | OKTA 0 3/8 06/15/26 | 36,190,000 | $28.32M | 2.1% | $0.81 | — | NOTE 0.375% 6/1 | 679295AF2 |
| — | SNAP 0 1/4 05/01/25 | 28,200,000 | $25.79M | 1.9% | $0.96 | — | NOTE 0.250% 5/0 | 83304AAD8 |
| — | GWRE 1 1/4 03/15/25 | 27,500,000 | $24.89M | 1.8% | $1.08 | — | NOTE 1.250% 3/1 | 40171VAA8 |
| — | NEWR 0 1/2 05/01/23 | 23,540,000 | $23.01M | 1.7% | $0.97 | — | NOTE 0.500% 5/0 | 64829BAB6 |
| — | GES 2 04/15/24 | 24,388,000 | $22.91M | 1.7% | $1.14 | — | NOTE 2.000% 4/1 | 401617AD7 |
| — | IONS 0 1/8 12/15/24 | 25,000,000 | $22.77M | 1.7% | $0.98 | — | NOTE 0.125%12/1 | 462222AB6 |
| — | BL 0 03/15/26 | 25,000,000 | $20.34M | 1.5% | $0.85 | — | NOTE 3/1 | 09239BAD1 |
| — | SPLK 0 1/2 09/15/23 | 21,000,000 | $20.03M | 1.5% | $1.16 | — | NOTE 0.500% 9/1 | 848637AC8 |
| — | AKAM 0 1/8 05/01/25 | 16,500,000 | $16.83M | 1.2% | $1.02 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | PCRX 0 3/4 08/01/25 | 17,000,000 | $16.78M | 1.2% | $1.06 | — | NOTE 0.750% 8/0 | 695127AF7 |
| — | TRIP 0 1/4 04/01/26 | 18,845,000 | $15.23M | 1.1% | $0.76 | — | NOTE 0.250% 4/0 | 896945AD4 |
| — | PRGS 1 04/15/26 | 15,000,000 | $14.14M | 1.0% | $0.94 | — | NOTE 1.000% 4/1 | 743312AB6 |
| — | LCII 1 1/8 05/15/26 | 15,000,000 | $12.88M | 1.0% | $1.11 | — | NOTE 1.125% 5/1 | 501812AB7 |
| — | JAZZ 2 06/15/26 | 12,000,000 | $12.88M | 1.0% | $1.07 | — | NOTE 2.000% 6/1 | 472145AF8 |
| — | NUVA 0 3/8 03/15/25 | 12,500,000 | $10.96M | 0.8% | $0.89 | — | NOTE 0.375% 3/1 | 670704AJ4 |
| — | HAE 0 03/01/26 | 13,000,000 | $10.38M | 0.8% | $0.80 | — | NOTE 3/0 | 405024AB6 |
| — | ITRI 0 03/15/26 | 11,000,000 | $8.681M | 0.6% | $0.79 | — | NOTE 3/1 | 465741AN6 |
| — | NMFC 5 3/4 08/15/23 | 8,089,000 | $8.079M | 0.6% | $1.01 | — | NOTE 5.750% 8/1 | 647551AC4 |
| — | GH 0 11/15/27 | 10,000,000 | $7.326M | 0.5% | $0.81 | — | NOTE 11/1 | 40131MAB5 |
| — | SHOP 0 1/8 11/01/25 | 4,000,000 | $3.3M | 0.2% | $0.83 | — | NOTE 0.125%11/0 | 82509LAA5 |
| — | SQ 0 05/01/26 | 4,009,000 | $3.163M | 0.2% | $0.80 | — | NOTE 5/0 | 852234AJ2 |
| — | W 1 1/8 11/01/24 | 1,806,000 | $1.525M | 0.1% | $0.84 | — | NOTE 1.125%11/0 | 94419LAD3 |
| ALNY | ALNYLAM PHARMACEUTICALS INC | 3,600 | $721K | 0.1% | $190.74 | 0.0% | COM | 02043Q107 |