Location: Seattle, WA
CIK: 0001133521 · Show all filings
Period: Q3 2024 (← Previous) (Next →)
Filing Date: Nov 14, 2024
Total Value: $1.943B (0.0% shares, 100.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | SEALTD 0 1/4 09/15/26 | 132,000,000 | $119M | 6.1% | $0.79 | — | NOTE 0.250% 9/1 | 81141RAG5 |
| — | SPOT 0 03/15/26 | 107,800,000 | $107M | 5.5% | $0.87 | — | NOTE 3/1 | 84921RAB6 |
| — | NET 0 08/15/26 | 87,500,000 | $80.94M | 4.2% | $0.84 | — | NOTE 8/1 | 18915MAC1 |
| — | ITRI 0 03/15/26 | 65,000,000 | $68.02M | 3.5% | $1.03 | — | NOTE 3/1 | 465741AN6 |
| — | LUV 1 1/4 05/01/25 | 66,616,000 | $67.23M | 3.5% | $1.01 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | DXCM 0 1/4 11/15/25 | 70,000,000 | $66.81M | 3.4% | $1.07 | — | NOTE 0.250%11/1 | 252131AK3 |
| — | UBER 0 12/15/25 | 60,000,000 | $66.31M | 3.4% | $1.11 | — | NOTE 12/1 | 90353TAJ9 |
| — | CFLT 0 01/15/27 | 74,500,000 | $66.26M | 3.4% | $0.81 | — | NOTE 1/1 | 20717MAB9 |
| — | LITE 0 1/2 12/15/26 | 62,778,000 | $61.75M | 3.2% | $0.94 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | IDCC 3 1/2 06/01/27 | 30,500,000 | $56.61M | 2.9% | $1.39 | — | NOTE 3.500% 6/0 | 45867GAD3 |
| — | IONS 1.75 06/15/28 | 54,500,000 | $56.55M | 2.9% | $1.10 | — | NOTE 1.750% 6/1 | 462222AF7 |
| — | SRPT 1 1/4 09/15/27 | 45,000,000 | $51.21M | 2.6% | $1.18 | — | NOTE 1.250% 9/1 | 803607AD2 |
| — | FVRR 0 11/01/25 | 54,000,000 | $50.86M | 2.6% | $0.88 | — | NOTE 11/0 | 33835LAA3 |
| — | GBX 2 7/8 04/15/28 | 44,500,000 | $49M | 2.5% | $1.11 | — | NOTE 2.875% 4/1 | 393657AM3 |
| — | ETSY 0 1/4 06/15/28 | 59,535,000 | $48.8M | 2.5% | $0.80 | — | NOTE 0.250% 6/1 | 29786AAN6 |
| — | BILL 0 04/01/27 | 50,000,000 | $44.25M | 2.3% | $0.83 | — | NOTE 4/0 | 090043AD2 |
| — | ENPH 0 03/01/28 | 49,944,000 | $44.14M | 2.3% | $0.84 | — | NOTE 3/0 | 29355AAK3 |
| — | NICEIT 0 09/15/25 | 45,532,000 | $43.54M | 2.2% | $0.96 | — | NOTE 9/1 | 653656AB4 |
| — | ALRM 0 01/15/26 | 46,313,000 | $43.22M | 2.2% | $0.85 | — | NOTE 1/1 | 011642AB1 |
| — | SEDG 0 09/15/25 | 45,467,000 | $42.48M | 2.2% | $0.97 | — | NOTE 9/1 | 83417MAD6 |
| — | IONS 0 04/01/26 | 42,000,000 | $41.92M | 2.2% | $0.98 | — | NOTE 4/0 | 462222AD2 |
| — | UPWK 0 1/4 08/15/26 | 43,511,000 | $39.82M | 2.0% | $0.79 | — | NOTE 0.250% 8/1 | 91688FAB0 |
| — | SQ 0 05/01/26 | 38,520,000 | $35.61M | 1.8% | $0.87 | — | NOTE 5/0 | 852234AJ2 |
| — | VECO 2 7/8 06/01/29 | 25,000,000 | $34M | 1.7% | $1.73 | — | NOTE 2.875% 6/0 | 922417AJ9 |
| — | PEGA 0.75 03/01/25 | 34,496,000 | $33.82M | 1.7% | $0.98 | — | NOTE 0.750% 3/0 | 705573AB9 |
| — | NVCR 0 11/01/25 | 35,100,000 | $33.14M | 1.7% | $0.90 | — | NOTE 11/0 | 67011XAB9 |
| — | BOX 0 01/15/26 | 25,000,000 | $32.77M | 1.7% | $1.15 | — | NOTE 1/1 | 10316TAB0 |
| — | TRIP 0 1/4 04/01/26 | 35,000,000 | $32.61M | 1.7% | $0.83 | — | NOTE 0.250% 4/0 | 896945AD4 |
| — | MGPI 1 7/8 11/15/41 | 30,000,000 | $32.18M | 1.7% | $1.23 | — | NOTE 1.875%11/1 | 55303JAB2 |
| — | U 0 11/15/26 | 36,000,000 | $32.17M | 1.7% | $0.78 | — | NOTE 11/1 | 91332UAB7 |
| — | AEIS 2.5 09/15/28 | 29,600,000 | $31.32M | 1.6% | $1.06 | — | NOTE 2.500% 9/1 | 007973AE0 |
| — | LYFT 1 1/2 05/15/25 | 30,520,000 | $29.79M | 1.5% | $0.89 | — | NOTE 1.500% 5/1 | 55087PAB0 |
| — | ENPH 0 03/01/26 | 31,000,000 | $29.18M | 1.5% | $0.91 | — | NOTE 3/0 | 29355AAH0 |
| — | DBX 0 03/01/26 | 30,000,000 | $29.11M | 1.5% | $0.98 | — | NOTE 3/0 | 26210CAC8 |
| — | PRGS 1 04/15/26 | 22,000,000 | $27.22M | 1.4% | $1.05 | — | NOTE 1.000% 4/1 | 743312AB6 |
| — | DXCM 0.375 05/15/28 | 30,000,000 | $26.57M | 1.4% | $0.98 | — | NOTE 0.375% 5/1 | 252131AM9 |
| — | MTSI 0.25 03/15/26 | 17,250,000 | $24.39M | 1.3% | $1.26 | — | NOTE 0.250% 3/1 | 55405YAB6 |
| — | GH 0 11/15/27 | 29,800,000 | $23.89M | 1.2% | $0.78 | — | NOTE 11/1 | 40131MAB5 |
| — | WK 1.25 08/15/28 | 23,000,000 | $21.88M | 1.1% | $0.95 | — | NOTE 1.250% 8/1 | 98139AAD7 |
| — | PTCT 1 1/2 09/15/26 | 19,000,000 | $19.76M | 1.0% | $1.02 | — | NOTE 1.500% 9/1 | 69366JAD3 |
| — | JAZZ 2 06/15/26 | 16,500,000 | $16.46M | 0.8% | $1.00 | — | NOTE 2.000% 6/1 | 472145AF8 |
| — | NMFC 7 1/2 10/15/25 | 16,000,000 | $16.19M | 0.8% | $1.02 | — | NOTE 7.500%10/1 | 647551AE0 |
| — | CSIQ 2.5 10/01/25 | 16,500,000 | $16.01M | 0.8% | $0.94 | — | NOTE 2.500%10/0 | 136635AG4 |
| — | ZS 01/8 07/01/25 | 10,651,000 | $13.03M | 0.7% | $1.22 | — | NOTE 0.125% 7/0 | 98980GAB8 |
| — | VSH 2.25 09/15/30 | 11,450,000 | $10.52M | 0.5% | $0.92 | — | NOTE 2.250% 9/1 | 928298AR9 |
| — | VECO 3 1/2 01/15/25 | 4,800,000 | $6.749M | 0.3% | $1.12 | — | NOTE 3.500% 1/1 | 922417AG5 |
| — | LYV 3.125 01/15/29 | 5,150,000 | $6.338M | 0.3% | $1.23 | — | NOTE 3.125% 1/1 | 538034BA6 |
| — | W 3 1/4 09/15/27 | 5,000,000 | $6.025M | 0.3% | $1.20 | — | NOTE 3.250% 9/1 | 94419LAP6 |
| — | ATSG 3.875 08/15/29 | 6,246,000 | $5.904M | 0.3% | $0.95 | — | NOTE 3.875% 8/1 | 00922RAD7 |