Location: Seattle, WA
CIK: 0001133521 · Show all filings
Period: Q1 2023 (← Previous) (Next →)
Filing Date: May 15, 2023
Total Value: $1.536B (0.0% shares, 100.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | SPOT 0 03/15/26 | 137,913,000 | $116M | 7.5% | $0.83 | — | NOTE 3/1 | 84921RAB6 |
| — | OKTA 0 3/8 06/15/26 | 69,300,000 | $59.51M | 3.9% | $0.83 | — | NOTE 0.375% 6/1 | 679295AF2 |
| — | DOCU 0 01/15/24 | 60,601,000 | $58.09M | 3.8% | $0.93 | — | NOTE 1/1 | 256163AD8 |
| — | BILL 0 12/01/25 | 60,684,000 | $55.72M | 3.6% | $0.97 | — | NOTE 12/0 | 090043AB6 |
| — | ALRM 0 01/15/26 | 65,000,000 | $54.97M | 3.6% | $0.84 | — | NOTE 1/1 | 011642AB1 |
| — | SEALTD 0 1/4 09/15/26 | 68,820,000 | $54.38M | 3.5% | $0.77 | — | NOTE 0.250% 9/1 | 81141RAG5 |
| — | NET 0 08/15/26 | 64,085,000 | $54.2M | 3.5% | $0.79 | — | NOTE 8/1 | 18915MAC1 |
| — | PTCT 1 1/2 09/15/26 | 45,200,000 | $51.46M | 3.4% | $1.09 | — | NOTE 1.500% 9/1 | 69366JAD3 |
| — | JAZZ 2 06/15/26 | 46,000,000 | $51.11M | 3.3% | $1.16 | — | NOTE 2.000% 6/1 | 472145AF8 |
| — | FVRR 0 11/01/25 | 60,785,000 | $50.83M | 3.3% | $0.88 | — | NOTE 11/0 | 33835LAA3 |
| — | WGO 1 1/2 04/01/25 | 44,000,000 | $48.63M | 3.2% | $1.32 | — | NOTE 1.500% 4/0 | 974637AB6 |
| — | MGPI 1 7/8 11/15/41 | 38,116,000 | $44.83M | 2.9% | $1.26 | — | NOTE 1.875%11/1 | 55303JAB2 |
| — | VAC 0 01/15/26 | 45,000,000 | $43.7M | 2.8% | $0.97 | — | NOTE 1/1 | 57164YAD9 |
| — | SNAP 0 1/4 05/01/25 | 42,684,000 | $40.66M | 2.6% | $0.94 | — | NOTE 0.250% 5/0 | 83304AAD8 |
| — | NVCR 0 11/01/25 | 46,562,000 | $40.49M | 2.6% | $0.90 | — | NOTE 11/0 | 67011XAB9 |
| — | LITE 0 1/2 12/15/26 | 45,768,000 | $40.03M | 2.6% | $0.87 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | CYBR 0 11/15/24 | 35,050,000 | $39.31M | 2.6% | $1.16 | — | NOTE 11/1 | 23248VAB1 |
| — | CFLT 0 01/15/27 | 46,000,000 | $36.35M | 2.4% | $0.77 | — | NOTE 1/1 | 20717MAB9 |
| — | LYFT 1 1/2 05/15/25 | 41,000,000 | $36.25M | 2.4% | $0.87 | — | NOTE 1.500% 5/1 | 55087PAB0 |
| — | PRGS 1 04/15/26 | 33,000,000 | $36.04M | 2.3% | $0.99 | — | NOTE 1.000% 4/1 | 743312AB6 |
| — | VRNS 1 1/4 08/15/25 | 30,000,000 | $32.87M | 2.1% | $1.14 | — | NOTE 1.250% 8/1 | 922280AB8 |
| — | ZS 01/8 07/01/25 | 31,000,000 | $32.71M | 2.1% | $1.49 | — | NOTE 0.125% 7/0 | 98980GAB8 |
| — | DOCN 0 12/01/26 | 38,000,000 | $29.82M | 1.9% | $0.77 | — | NOTE 12/0 | 25402DAB8 |
| — | JAZZ 1 1/2 08/15/24 | 29,601,000 | $28.64M | 1.9% | $0.98 | — | NOTE 1.500% 8/1 | 472145AD3 |
| — | GWRE 1 1/4 03/15/25 | 28,500,000 | $28.03M | 1.8% | $1.02 | — | NOTE 1.250% 3/1 | 40171VAA8 |
| — | GES 2 04/15/24 | 26,888,000 | $27.95M | 1.8% | $1.13 | — | NOTE 2.000% 4/1 | 401617AD7 |
| — | BL 0 03/15/26 | 29,000,000 | $24.59M | 1.6% | $0.85 | — | NOTE 3/1 | 09239BAD1 |
| — | IDCC 2 06/01/24 | 23,000,000 | $23.84M | 1.6% | $1.03 | — | NOTE 2.000% 6/0 | 45867GAB7 |
| — | AKAM 0 1/8 05/01/25 | 23,500,000 | $23.7M | 1.5% | $1.01 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | PCRX 0 3/4 08/01/25 | 25,403,000 | $23.46M | 1.5% | $0.99 | — | NOTE 0.750% 8/0 | 695127AF7 |
| — | EB 0 3/4 09/15/26 | 29,500,000 | $22.92M | 1.5% | $0.78 | — | NOTE 0.750% 9/1 | 29975EAD1 |
| — | VECO 3 1/2 01/15/25 | 20,000,000 | $21.86M | 1.4% | $1.09 | — | NOTE 3.500% 1/1 | 922417AG5 |
| — | BOX 0 01/15/26 | 18,086,000 | $21.19M | 1.4% | $1.17 | — | NOTE 1/1 | 10316TAB0 |
| — | ETSY 0 1/4 06/15/28 | 25,000,000 | $20.78M | 1.4% | $0.83 | — | NOTE 0.250% 6/1 | 29786AAN6 |
| — | ITRI 0 03/15/26 | 25,000,000 | $20.74M | 1.4% | $0.81 | — | NOTE 3/1 | 465741AN6 |
| — | UPWK 0 1/4 08/15/26 | 25,000,000 | $19.61M | 1.3% | $0.74 | — | NOTE 0.250% 8/1 | 91688FAB0 |
| — | U 0 11/15/26 | 25,000,000 | $19.42M | 1.3% | $0.75 | — | NOTE 11/1 | 91332UAB7 |
| — | WK 1 1/8 08/15/26 | 11,500,000 | $16.23M | 1.1% | $1.06 | — | NOTE 1.125% 8/1 | 98139AAB1 |
| — | SQ 0 05/01/26 | 15,000,000 | $12.32M | 0.8% | $0.81 | — | NOTE 5/0 | 852234AJ2 |
| — | TRIP 0 1/4 04/01/26 | 13,913,000 | $11.51M | 0.7% | $0.78 | — | NOTE 0.250% 4/0 | 896945AD4 |
| — | SEDG 0 09/15/25 | 8,000,000 | $10.41M | 0.7% | $1.30 | — | NOTE 9/1 | 83417MAD6 |
| — | DBX 0 03/01/26 | 11,240,000 | $10.06M | 0.7% | $0.90 | — | NOTE 3/0 | 26210CAC8 |
| — | BILL 0 04/01/27 | 11,450,000 | $9.024M | 0.6% | $0.79 | — | NOTE 4/0 | 090043AD2 |
| — | HAE 0 03/01/26 | 9,500,000 | $8.088M | 0.5% | $0.82 | — | NOTE 3/0 | 405024AB6 |
| — | SPLK 1.125 09/15/25 | 8,342,000 | $8.069M | 0.5% | $0.97 | — | NOTE 1.125% 9/1 | 848637AD6 |
| — | TTGT 0 12/15/26 | 10,000,000 | $7.739M | 0.5% | $0.77 | — | NOTE 12/1 | 87874RAD2 |
| — | IONS 0 04/01/26 | 3,800,000 | $3.478M | 0.2% | $0.92 | — | NOTE 4/0 | 462222AD2 |
| — | SPLK 0 1/2 09/15/23 | 2,500,000 | $2.45M | 0.2% | $1.16 | — | NOTE 0.500% 9/1 | 848637AC8 |
| — | OKTA 0 1/8 09/01/25 | 2,500,000 | $2.265M | 0.1% | $1.29 | — | NOTE 0.125% 9/0 | 679295AD7 |