Location: Seattle, WA
CIK: 0001133521 · Show all filings
Period: Q3 2023 (← Previous) (Next →)
Filing Date: Nov 14, 2023
Total Value: $1.707B (0.0% shares, 100.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | SPOT 0 03/15/26 | 135,550,000 | $115M | 6.8% | $0.83 | — | NOTE 3/1 | 84921RAB6 |
| — | SEALTD 0 1/4 09/15/26 | 110,000,000 | $87.94M | 5.2% | $0.78 | — | NOTE 0.250% 9/1 | 81141RAG5 |
| — | WGO 1 1/2 04/01/25 | 56,549,000 | $63.48M | 3.7% | $1.29 | — | NOTE 1.500% 4/0 | 974637AB6 |
| — | ZS 01/8 07/01/25 | 47,500,000 | $57.16M | 3.3% | $1.38 | — | NOTE 0.125% 7/0 | 98980GAB8 |
| — | IONS 0 04/01/26 | 54,800,000 | $53.73M | 3.1% | $0.98 | — | NOTE 4/0 | 462222AD2 |
| — | ALRM 0 01/15/26 | 60,000,000 | $52.02M | 3.0% | $0.84 | — | NOTE 1/1 | 011642AB1 |
| — | ALNY 1 09/15/27 | 55,000,000 | $51.12M | 3.0% | $0.93 | — | NOTE 1.000% 9/1 | 02043QAB3 |
| — | TRIP 0 1/4 04/01/26 | 60,000,000 | $50.9M | 3.0% | $0.83 | — | NOTE 0.250% 4/0 | 896945AD4 |
| — | BILL 0 12/01/25 | 50,000,000 | $50.28M | 2.9% | $0.97 | — | NOTE 12/0 | 090043AB6 |
| — | FVRR 0 11/01/25 | 57,000,000 | $49.47M | 2.9% | $0.88 | — | NOTE 11/0 | 33835LAA3 |
| — | NET 0 08/15/26 | 56,000,000 | $47.68M | 2.8% | $0.79 | — | NOTE 8/1 | 18915MAC1 |
| — | LYFT 1 1/2 05/15/25 | 47,500,000 | $43.78M | 2.6% | $0.87 | — | NOTE 1.500% 5/1 | 55087PAB0 |
| — | ETSY 0 1/4 06/15/28 | 55,000,000 | $41.73M | 2.4% | $0.80 | — | NOTE 0.250% 6/1 | 29786AAN6 |
| — | SNAP 0 1/4 05/01/25 | 45,000,000 | $41.49M | 2.4% | $0.94 | — | NOTE 0.250% 5/0 | 83304AAD8 |
| — | CFLT 0 01/15/27 | 50,000,000 | $40.92M | 2.4% | $0.77 | — | NOTE 1/1 | 20717MAB9 |
| — | DOCU 0 01/15/24 | 40,665,000 | $39.9M | 2.3% | $0.93 | — | NOTE 1/1 | 256163AD8 |
| — | SEDG 0 09/15/25 | 43,500,000 | $39.75M | 2.3% | $1.04 | — | NOTE 9/1 | 83417MAD6 |
| — | JAZZ 1 1/2 08/15/24 | 40,000,000 | $38.66M | 2.3% | $0.97 | — | NOTE 1.500% 8/1 | 472145AD3 |
| — | Z 0 3/4 09/01/24 | 32,500,000 | $37.95M | 2.2% | $1.24 | — | NOTE 0.750% 9/0 | 98954MAE1 |
| — | BL 0 1/8 08/01/24 | 36,000,000 | $35.87M | 2.1% | $1.00 | — | NOTE 0.125% 8/0 | 09239BAB5 |
| — | NVCR 0 11/01/25 | 41,000,000 | $35.29M | 2.1% | $0.90 | — | NOTE 11/0 | 67011XAB9 |
| — | VRNS 1 1/4 08/15/25 | 30,000,000 | $35.08M | 2.1% | $1.14 | — | NOTE 1.250% 8/1 | 922280AB8 |
| — | PCRX 0 3/4 08/01/25 | 38,600,000 | $35.03M | 2.1% | $0.97 | — | NOTE 0.750% 8/0 | 695127AF7 |
| — | BL 0 03/15/26 | 40,000,000 | $34.49M | 2.0% | $0.85 | — | NOTE 3/1 | 09239BAD1 |
| — | U 0 11/15/26 | 42,681,000 | $33.9M | 2.0% | $0.77 | — | NOTE 11/1 | 91332UAB7 |
| — | AKAM 0 1/8 05/01/25 | 28,000,000 | $33.12M | 1.9% | $1.05 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | CYBR 0 11/15/24 | 28,000,000 | $32.33M | 1.9% | $1.16 | — | NOTE 11/1 | 23248VAB1 |
| — | EB 0 3/4 09/15/26 | 37,994,000 | $31.68M | 1.9% | $0.79 | — | NOTE 0.750% 9/1 | 29975EAD1 |
| — | MGPI 1 7/8 11/15/41 | 26,100,000 | $31.56M | 1.8% | $1.25 | — | NOTE 1.875%11/1 | 55303JAB2 |
| — | LITE 0 1/2 12/15/26 | 36,000,000 | $30.4M | 1.8% | $0.87 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | SQ 0 05/01/26 | 35,000,000 | $29.34M | 1.7% | $0.82 | — | NOTE 5/0 | 852234AJ2 |
| — | UPWK 0 1/4 08/15/26 | 35,000,000 | $29.08M | 1.7% | $0.76 | — | NOTE 0.250% 8/1 | 91688FAB0 |
| — | VAC 0 01/15/26 | 31,000,000 | $27.35M | 1.6% | $0.97 | — | NOTE 1/1 | 57164YAD9 |
| — | IDCC 2 06/01/24 | 25,000,000 | $26.75M | 1.6% | $1.08 | — | NOTE 2.000% 6/0 | 45867GAB7 |
| — | AKAM 0 3/8 09/01/27 | 23,000,000 | $24M | 1.4% | $1.04 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | IDCC 3 1/2 06/01/27 | 20,000,000 | $23.63M | 1.4% | $1.36 | — | NOTE 3.500% 6/0 | 45867GAD3 |
| — | EB 5 12/01/25 | 20,100,000 | $22.48M | 1.3% | $1.09 | — | NOTE 5.000%12/0 | 29975EAB5 |
| — | PTCT 1 1/2 09/15/26 | 28,000,000 | $22.34M | 1.3% | $1.09 | — | NOTE 1.500% 9/1 | 69366JAD3 |
| — | OKTA 0 3/8 06/15/26 | 25,000,000 | $21.87M | 1.3% | $0.83 | — | NOTE 0.375% 6/1 | 679295AF2 |
| — | BOX 0 01/15/26 | 20,000,000 | $21.64M | 1.3% | $1.13 | — | NOTE 1/1 | 10316TAB0 |
| — | ENPH 0 03/01/28 | 25,000,000 | $20.74M | 1.2% | $0.83 | — | NOTE 3/0 | 29355AAK3 |
| — | EEFT 0 3/4 03/15/49 | 15,056,000 | $13.91M | 0.8% | $0.92 | — | NOTE 0.750% 3/1 | 298736AL3 |
| — | TTGT 0 12/15/26 | 16,250,000 | $13.09M | 0.8% | $0.78 | — | NOTE 12/1 | 87874RAD2 |
| — | BILL 0 04/01/27 | 16,000,000 | $13.03M | 0.8% | $0.80 | — | NOTE 4/0 | 090043AD2 |
| — | ENPH 0 03/01/26 | 10,500,000 | $9.247M | 0.5% | $0.88 | — | NOTE 3/0 | 29355AAH0 |
| — | GWRE 1 1/4 03/15/25 | 6,000,000 | $6.127M | 0.4% | $1.02 | — | NOTE 1.250% 3/1 | 40171VAA8 |
| — | VECO 3 1/2 01/15/25 | 4,800,000 | $6.1M | 0.4% | $1.12 | — | NOTE 3.500% 1/1 | 922417AG5 |
| — | ITRI 0 03/15/26 | 4,000,000 | $3.449M | 0.2% | $0.86 | — | NOTE 3/1 | 465741AN6 |
| — | GPRO 1 1/4 11/15/25 | 625,000 | $548K | 0.0% | $0.90 | — | NOTE 1.250%11/1 | 38268TAD5 |