| ISHARES TR |
IBOXX INV CP ETF |
1 |
$344,083,000 |
2,699,110 |
15.19 |
19.93 |
-1,320,116 |
-32.85 |
09-30-2019 |
| DISCOVERY INC |
COM SER C |
2 |
$135,838,000 |
5,517,397 |
6.00 |
6.61 |
-311,709 |
-5.35 |
09-30-2019 |
| SPDR S&P 500 ETF TR |
TR UNIT |
Liquidated |
$0 |
0 |
3.68 |
|
315,000 |
+Inf |
09-30-2019 |
| SERVICENOW INC |
NOTE 6/0 |
4 |
$91,260,000 |
47,500,000 |
4.03 |
4.72 |
-10,000,000 |
-17.39 |
09-30-2019 |
| HUBSPOT INC |
NOTE 0.250% 6/0 |
5 |
$83,791,000 |
50,000,000 |
3.70 |
4.07 |
-5,000,000 |
-9.09 |
09-30-2019 |
| WORKDAY INC |
NOTE 0.250%10/0 |
6 |
$78,637,000 |
60,000,000 |
3.47 |
2.49 |
18,280,000 |
43.82 |
09-30-2019 |
| ADVANCED MICRO DEVICES INC |
NOTE 2.125% 9/0 |
7 |
$74,485,000 |
20,000,000 |
3.29 |
3.09 |
0 |
0.00 |
09-30-2019 |
| ALPHABET INC |
CAP STK CL A |
8 |
$68,898,000 |
56,421 |
3.04 |
2.36 |
1,823 |
3.34 |
09-30-2019 |
| ADVANCED MICRO DEVICES INC |
COM |
9 |
$49,340,000 |
1,701,980 |
2.18 |
2.06 |
0 |
0.00 |
09-30-2019 |
| BOEING CO |
COM |
10 |
$45,656,000 |
120,000 |
2.02 |
1.81 |
-5,000 |
-4.00 |
09-30-2019 |
| PRICELINE GRP INC |
NOTE 0.350% 6/1 |
11 |
$44,918,000 |
30,000,000 |
1.98 |
1.00 |
12,500,000 |
71.43 |
09-30-2019 |
| ILLUMINA INC |
NOTE 8/1 |
12 |
$43,327,000 |
39,100,000 |
1.91 |
|
39,100,000 |
+Inf |
09-30-2019 |
| COUPA SOFTWARE INC |
NOTE 0.375% 1/1 |
Liquidated |
$0 |
0 |
1.70 |
|
15,000,000 |
+Inf |
09-30-2019 |
| LIBERTY MEDIA CORP DELAWARE |
COM A SIRIUSXM |
14 |
$39,651,000 |
953,842 |
1.75 |
1.33 |
69,071 |
7.81 |
09-30-2019 |
| PRICELINE GRP INC |
NOTE 0.900% 9/1 |
15 |
$38,452,000 |
33,200,000 |
1.70 |
1.38 |
3,100,000 |
10.30 |
09-30-2019 |
| WELLS FARGO CO NEW |
COM |
16 |
$37,830,000 |
750,000 |
1.67 |
1.41 |
0 |
0.00 |
09-30-2019 |
| ON SEMICONDUCTOR CORP |
NOTE 1.000%12/0 |
17 |
$37,825,000 |
32,000,000 |
1.67 |
1.47 |
2,000,000 |
6.67 |
09-30-2019 |
| TERADYNE INC |
NOTE 1.250%12/1 |
18 |
$29,505,000 |
15,500,000 |
1.30 |
0.92 |
1,250,000 |
8.77 |
09-30-2019 |
| WILLIAMS COS INC DEL |
COM |
Liquidated |
$0 |
0 |
1.17 |
1.79 |
-340,000 |
-24.46 |
09-30-2019 |
| CAESARS ENTMT CORP |
NOTE 5.000%10/0 |
Liquidated |
$0 |
0 |
1.30 |
|
20,000,000 |
+Inf |
06-30-2019 |
| J2 GLOBAL INC |
NOTE 3.250% 6/1 |
21 |
$28,628,000 |
20,000,000 |
1.26 |
0.97 |
2,500,000 |
14.29 |
09-30-2019 |
| VIAVI SOLUTIONS INC |
NOTE 1.000% 3/0 |
22 |
$28,294,000 |
23,000,000 |
1.25 |
0.85 |
5,000,000 |
27.78 |
09-30-2019 |
| CYPRESS SEMICONDUCTOR CORP |
NOTE 4.500% 1/1 |
23 |
$27,463,000 |
15,654,000 |
1.21 |
|
15,654,000 |
+Inf |
09-30-2019 |
| NICE SYS INC |
NOTE 1.250% 1/1 |
24 |
$26,833,000 |
15,000,000 |
1.18 |
1.02 |
0 |
0.00 |
09-30-2019 |
| DISCOVERY INC |
COM SER A |
25 |
$26,631,000 |
1,000,000 |
1.18 |
1.22 |
0 |
0.00 |
09-30-2019 |
| FOX CORP |
CL A COM |
26 |
$25,472,000 |
807,718 |
1.12 |
0.74 |
298,089 |
58.49 |
09-30-2019 |
| ALLERGAN PLC |
SHS |
27 |
$24,823,000 |
147,500 |
1.10 |
0.05 |
139,500 |
1743.75 |
09-30-2019 |
| INSULET CORP |
NOTE 1.375%11/1 |
28 |
$23,996,000 |
13,000,000 |
1.06 |
|
13,000,000 |
+Inf |
09-30-2019 |
| RTI INTL METALS INC |
NOTE 1.625%10/1 |
29 |
$23,675,000 |
23,500,000 |
1.05 |
1.07 |
-3,000,000 |
-11.32 |
09-30-2019 |
| LIBERTY MEDIA CORP DELAWARE |
COM SER A FRMLA |
30 |
$23,037,000 |
581,885 |
1.02 |
0.71 |
88,201 |
17.87 |
09-30-2019 |
| SILICON LABORATORIES INC |
NOTE 1.375% 3/0 |
31 |
$22,868,000 |
17,500,000 |
1.01 |
0.81 |
1,300,000 |
8.02 |
09-30-2019 |
| AKAMAI TECHNOLOGIES INC |
NOTE 0.125% 5/0 |
32 |
$22,029,000 |
19,200,000 |
0.97 |
0.54 |
6,550,000 |
51.78 |
09-30-2019 |
| MICROCHIP TECHNOLOGY INC |
NOTE 1.625% 2/1 |
33 |
$20,740,000 |
16,060,000 |
0.92 |
0.68 |
1,700,000 |
11.84 |
09-30-2019 |
| AMBAC FINL GROUP INC |
COM NEW |
34 |
$20,665,000 |
1,056,995 |
0.91 |
0.54 |
256,985 |
32.12 |
09-30-2019 |
| SQUARE INC |
NOTE 0.500% 5/1 |
35 |
$20,127,000 |
18,050,000 |
0.89 |
0.73 |
2,750,000 |
17.97 |
09-30-2019 |
| MELLANOX TECHNOLOGIES LTD |
SHS |
36 |
$20,110,000 |
183,500 |
0.89 |
0.61 |
46,000 |
33.45 |
09-30-2019 |
| INTERDIGITAL INC |
NOTE 1.500% 3/0 |
37 |
$20,024,000 |
20,000,000 |
0.88 |
0.37 |
11,082,000 |
124.27 |
09-30-2019 |
| LIBERTY MEDIA CORP DELAWARE |
NOTE 1.375%10/1 |
38 |
$19,977,000 |
16,638,000 |
0.88 |
0.79 |
-1,000,000 |
-5.67 |
09-30-2019 |
| ILLUMINA INC |
NOTE 6/1 |
Liquidated |
$0 |
0 |
0.89 |
|
16,150,000 |
+Inf |
06-30-2019 |
| JAZZ INVESTMENTS I LTD |
NOTE 1.500% 8/1 |
40 |
$19,300,000 |
20,000,000 |
0.85 |
0.59 |
5,000,000 |
33.33 |
09-30-2019 |
| NUTANIX INC |
NOTE 1/1 |
41 |
$18,725,000 |
20,000,000 |
0.83 |
0.74 |
0 |
0.00 |
09-30-2019 |
| UNDER ARMOUR INC |
CL C |
42 |
$18,627,000 |
1,027,412 |
0.82 |
1.24 |
-375,859 |
-26.78 |
09-30-2019 |
| HEICO CORP NEW |
CL A |
43 |
$18,477,000 |
189,878 |
0.82 |
0.51 |
67,151 |
54.72 |
09-30-2019 |
| NOMAD FOODS LTD |
USD ORD SHS |
44 |
$17,971,000 |
876,644 |
0.79 |
0.11 |
746,144 |
571.76 |
09-30-2019 |
| PALO ALTO NETWORKS INC |
NOTE 0.750% 7/0 |
45 |
$16,213,000 |
15,350,000 |
0.72 |
|
15,350,000 |
+Inf |
09-30-2019 |
| WESTERN DIGITAL CORP |
NOTE 1.500% 2/0 |
46 |
$15,729,000 |
16,300,000 |
0.69 |
|
16,300,000 |
+Inf |
09-30-2019 |
| SPLUNK INC |
NOTE 0.500% 9/1 |
47 |
$14,777,000 |
13,750,000 |
0.65 |
|
13,750,000 |
+Inf |
09-30-2019 |
| TESLA INC |
NOTE 1.250% 3/0 |
48 |
$14,698,000 |
15,000,000 |
0.65 |
0.57 |
0 |
0.00 |
09-30-2019 |
| RED HAT INC |
COM |
Liquidated |
$0 |
0 |
0.58 |
0.32 |
38,500 |
97.47 |
09-30-2019 |
| KOHLS CORP |
COM |
Liquidated |
$0 |
0 |
0.58 |
|
306,000 |
+Inf |
09-30-2019 |
| EURONET WORLDWIDE INC |
NOTE 1.500%10/0 |
Liquidated |
$0 |
0 |
0.63 |
|
7,068,000 |
+Inf |
06-30-2019 |