Location: Seattle, WA
CIK: 0001133521 · Show all filings
Period: Q2 2023 (← Previous) (Next →)
Filing Date: Aug 14, 2023
Total Value: $1.578B (0.0% shares, 100.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | SPOT 0 03/15/26 | 134,000,000 | $114M | 7.2% | $0.83 | — | NOTE 3/1 | 84921RAB6 |
| — | SEALTD 0 1/4 09/15/26 | 105,000,000 | $84.28M | 5.3% | $0.78 | — | NOTE 0.250% 9/1 | 81141RAG5 |
| — | WGO 1 1/2 04/01/25 | 50,000,000 | $60.14M | 3.8% | $1.31 | — | NOTE 1.500% 4/0 | 974637AB6 |
| — | DOCU 0 01/15/24 | 55,601,000 | $53.82M | 3.4% | $0.93 | — | NOTE 1/1 | 256163AD8 |
| — | ZS 01/8 07/01/25 | 45,000,000 | $52.46M | 3.3% | $1.39 | — | NOTE 0.125% 7/0 | 98980GAB8 |
| — | BILL 0 12/01/25 | 50,000,000 | $52.4M | 3.3% | $0.97 | — | NOTE 12/0 | 090043AB6 |
| — | ALRM 0 01/15/26 | 60,000,000 | $51.28M | 3.2% | $0.84 | — | NOTE 1/1 | 011642AB1 |
| — | FVRR 0 11/01/25 | 59,785,000 | $50.54M | 3.2% | $0.88 | — | NOTE 11/0 | 33835LAA3 |
| — | TRIP 0 1/4 04/01/26 | 57,122,000 | $48.16M | 3.1% | $0.83 | — | NOTE 0.250% 4/0 | 896945AD4 |
| — | NET 0 08/15/26 | 56,000,000 | $47.56M | 3.0% | $0.79 | — | NOTE 8/1 | 18915MAC1 |
| — | PTCT 1 1/2 09/15/26 | 45,200,000 | $46.67M | 3.0% | $1.09 | — | NOTE 1.500% 9/1 | 69366JAD3 |
| — | JAZZ 1 1/2 08/15/24 | 46,041,000 | $43.92M | 2.8% | $0.97 | — | NOTE 1.500% 8/1 | 472145AD3 |
| — | SNAP 0 1/4 05/01/25 | 45,000,000 | $43.36M | 2.7% | $0.94 | — | NOTE 0.250% 5/0 | 83304AAD8 |
| — | NVCR 0 11/01/25 | 50,000,000 | $43.06M | 2.7% | $0.90 | — | NOTE 11/0 | 67011XAB9 |
| — | DOCN 0 12/01/26 | 54,000,000 | $42.42M | 2.7% | $0.77 | — | NOTE 12/0 | 25402DAB8 |
| — | CFLT 0 01/15/27 | 50,000,000 | $41.53M | 2.6% | $0.77 | — | NOTE 1/1 | 20717MAB9 |
| — | LYFT 1 1/2 05/15/25 | 45,000,000 | $40.53M | 2.6% | $0.87 | — | NOTE 1.500% 5/1 | 55087PAB0 |
| — | Z 0 3/4 09/01/24 | 32,500,000 | $40.28M | 2.6% | $1.24 | — | NOTE 0.750% 9/0 | 98954MAE1 |
| — | ETSY 0 1/4 06/15/28 | 50,500,000 | $39.09M | 2.5% | $0.80 | — | NOTE 0.250% 6/1 | 29786AAN6 |
| — | IDCC 2 06/01/24 | 31,804,000 | $38.67M | 2.5% | $1.08 | — | NOTE 2.000% 6/0 | 45867GAB7 |
| — | PCRX 0 3/4 08/01/25 | 40,686,000 | $37.61M | 2.4% | $0.97 | — | NOTE 0.750% 8/0 | 695127AF7 |
| — | OKTA 0 3/8 06/15/26 | 43,000,000 | $37.02M | 2.3% | $0.83 | — | NOTE 0.375% 6/1 | 679295AF2 |
| — | VAC 0 01/15/26 | 38,742,000 | $35.98M | 2.3% | $0.97 | — | NOTE 1/1 | 57164YAD9 |
| — | BL 0 03/15/26 | 40,000,000 | $34.02M | 2.2% | $0.85 | — | NOTE 3/1 | 09239BAD1 |
| — | VRNS 1 1/4 08/15/25 | 30,000,000 | $32.92M | 2.1% | $1.14 | — | NOTE 1.250% 8/1 | 922280AB8 |
| — | BL 0 1/8 08/01/24 | 31,000,000 | $31M | 2.0% | $1.00 | — | NOTE 0.125% 8/0 | 09239BAB5 |
| — | MGPI 1 7/8 11/15/41 | 22,500,000 | $27.96M | 1.8% | $1.26 | — | NOTE 1.875%11/1 | 55303JAB2 |
| — | IDCC 3 1/2 06/01/27 | 20,000,000 | $27.14M | 1.7% | $1.36 | — | NOTE 3.500% 6/0 | 45867GAD3 |
| — | LITE 0 1/2 12/15/26 | 30,000,000 | $26.63M | 1.7% | $0.87 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | EB 0 3/4 09/15/26 | 32,000,000 | $26.52M | 1.7% | $0.78 | — | NOTE 0.750% 9/1 | 29975EAD1 |
| — | UPWK 0 1/4 08/15/26 | 30,000,000 | $24.5M | 1.6% | $0.75 | — | NOTE 0.250% 8/1 | 91688FAB0 |
| — | U 0 11/15/26 | 30,500,000 | $24.39M | 1.5% | $0.76 | — | NOTE 11/1 | 91332UAB7 |
| — | AKAM 0 1/8 05/01/25 | 21,500,000 | $22.99M | 1.5% | $1.01 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | CYBR 0 11/15/24 | 20,000,000 | $22.75M | 1.4% | $1.16 | — | NOTE 11/1 | 23248VAB1 |
| — | EB 5 12/01/25 | 20,100,000 | $21.95M | 1.4% | $1.09 | — | NOTE 5.000%12/0 | 29975EAB5 |
| — | SQ 0 05/01/26 | 25,000,000 | $20.75M | 1.3% | $0.82 | — | NOTE 5/0 | 852234AJ2 |
| — | SEDG 0 09/15/25 | 17,308,000 | $20.6M | 1.3% | $1.24 | — | NOTE 9/1 | 83417MAD6 |
| — | GWRE 1 1/4 03/15/25 | 20,700,000 | $20.05M | 1.3% | $1.02 | — | NOTE 1.250% 3/1 | 40171VAA8 |
| — | BOX 0 01/15/26 | 10,000,000 | $12.46M | 0.8% | $1.17 | — | NOTE 1/1 | 10316TAB0 |
| — | TTGT 0 12/15/26 | 15,000,000 | $11.79M | 0.7% | $0.78 | — | NOTE 12/1 | 87874RAD2 |
| — | BILL 0 04/01/27 | 10,000,000 | $8.23M | 0.5% | $0.79 | — | NOTE 4/0 | 090043AD2 |
| — | VECO 3 1/2 01/15/25 | 4,000,000 | $4.822M | 0.3% | $1.09 | — | NOTE 3.500% 1/1 | 922417AG5 |
| — | SQ 0 1/4 11/01/27 | 5,000,000 | $3.848M | 0.2% | $0.77 | — | NOTE 0.250%11/0 | 852234AK9 |
| — | IONS 0 04/01/26 | 4,000,000 | $3.791M | 0.2% | $0.92 | — | NOTE 4/0 | 462222AD2 |
| — | SPLK 1.125 09/15/25 | 3,500,000 | $3.514M | 0.2% | $0.97 | — | NOTE 1.125% 9/1 | 848637AD6 |
| — | GPRO 1 1/4 11/15/25 | 625,000 | $563K | 0.0% | $0.90 | — | NOTE 1.250%11/1 | 38268TAD5 |