| ISHARES TR |
IBOXX INV CP ETF |
1 |
$499,870,000 |
4,019,226 |
19.93 |
36.42 |
-2,787,774 |
-40.95 |
| DISCOVERY INC |
COM SER C |
2 |
$165,838,000 |
5,829,106 |
6.61 |
5.12 |
1,347,163 |
30.06 |
| SERVICENOW INC |
NOTE 6/0 |
3 |
$118,341,000 |
57,500,000 |
4.72 |
4.78 |
0 |
0.00 |
| HUBSPOT INC |
NOTE 0.250% 6/0 |
4 |
$102,103,000 |
55,000,000 |
4.07 |
3.95 |
6,500,000 |
13.40 |
| SPDR S&P 500 ETF TR |
TR UNIT |
5 |
$92,295,000 |
315,000 |
3.68 |
|
315,000 |
+Inf |
| ADVANCED MICRO DEVICES INC |
NOTE 2.125% 9/0 |
6 |
$77,438,000 |
20,000,000 |
3.09 |
2.94 |
0 |
0.00 |
| WORKDAY INC |
NOTE 0.250%10/0 |
7 |
$62,396,000 |
41,720,000 |
2.49 |
3.41 |
-11,780,000 |
-22.02 |
| ALPHABET INC |
CAP STK CL A |
8 |
$59,120,000 |
54,598 |
2.36 |
2.59 |
5,653 |
11.55 |
| ADVANCED MICRO DEVICES INC |
COM |
9 |
$51,689,000 |
1,701,980 |
2.06 |
|
1,701,980 |
+Inf |
| BOEING CO |
COM |
10 |
$45,501,000 |
125,000 |
1.81 |
|
125,000 |
+Inf |
| COUPA SOFTWARE INC |
NOTE 0.375% 1/1 |
11 |
$42,766,000 |
15,000,000 |
1.70 |
|
15,000,000 |
+Inf |
| ON SEMICONDUCTOR CORP |
NOTE 1.000%12/0 |
12 |
$36,829,000 |
30,000,000 |
1.47 |
1.58 |
1,683,000 |
5.94 |
| BHP GROUP LTD |
SPONSORED ADS |
13 |
$36,806,000 |
631,027 |
1.47 |
1.28 |
111,407 |
21.44 |
| WELLS FARGO CO NEW |
COM |
14 |
$35,490,000 |
750,000 |
1.41 |
|
750,000 |
+Inf |
| PRICELINE GRP INC |
NOTE 0.900% 9/1 |
15 |
$34,501,000 |
30,100,000 |
1.38 |
1.25 |
5,000,000 |
19.92 |
| CME GROUP INC |
COM |
16 |
$34,301,000 |
176,709 |
1.37 |
|
176,709 |
+Inf |
| LIBERTY MEDIA CORP DELAWARE |
COM A SIRIUSXM |
17 |
$33,453,000 |
884,771 |
1.33 |
1.42 |
56,080 |
6.77 |
| WRIGHT MED GROUP INC |
NOTE 2.000% 2/1 |
Liquidated |
$0 |
0 |
2.24 |
|
30,486,000 |
+Inf |
| UNDER ARMOUR INC |
CL C |
19 |
$31,152,000 |
1,403,271 |
1.24 |
0.48 |
837,740 |
148.13 |
| DISCOVERY INC |
COM SER A |
Liquidated |
$30,700,000 |
1,000,000 |
1.22 |
1.88 |
1,000,000 |
+Inf |
| WILLIAMS COS INC DEL |
COM |
21 |
$29,442,000 |
1,050,000 |
1.17 |
1.79 |
-340,000 |
-24.46 |
| CAESARS ENTMT CORP |
NOTE 5.000%10/0 |
Liquidated |
$0 |
0 |
1.30 |
1.38 |
4,000,000 |
25.00 |
| RTI INTL METALS INC |
NOTE 1.625%10/1 |
23 |
$26,819,000 |
26,500,000 |
1.07 |
0.49 |
15,493,000 |
140.76 |
| NICE SYS INC |
NOTE 1.250% 1/1 |
24 |
$25,566,000 |
15,000,000 |
1.02 |
1.06 |
-500,000 |
-3.23 |
| PRICELINE GRP INC |
NOTE 0.350% 6/1 |
25 |
$25,158,000 |
17,500,000 |
1.00 |
1.52 |
-7,500,000 |
-30.00 |
| J2 GLOBAL INC |
NOTE 3.250% 6/1 |
26 |
$24,444,000 |
17,500,000 |
0.97 |
2.05 |
-16,300,000 |
-48.22 |
| CYPRESS SEMICONDUCTOR CORP |
NOTE 4.500% 1/1 |
Liquidated |
$0 |
0 |
1.65 |
|
20,000,000 |
+Inf |
| TERADYNE INC |
NOTE 1.250%12/1 |
28 |
$23,163,000 |
14,250,000 |
0.92 |
0.66 |
3,800,000 |
36.36 |
| WRIGHT MED GROUP N V |
NOTE 2.250%11/1 |
29 |
$22,296,000 |
15,000,000 |
0.89 |
|
15,000,000 |
+Inf |
| VIAVI SOLUTIONS INC |
NOTE 1.000% 3/0 |
30 |
$21,197,000 |
18,000,000 |
0.85 |
|
18,000,000 |
+Inf |
| WHITING PETE CORP NEW |
NOTE 1.250% 4/0 |
31 |
$20,485,000 |
21,000,000 |
0.82 |
0.96 |
-1,000,000 |
-4.55 |
| SILICON LABORATORIES INC |
NOTE 1.375% 3/0 |
32 |
$20,212,000 |
16,200,000 |
0.81 |
0.72 |
1,500,000 |
10.20 |
| LIBERTY MEDIA CORP DELAWARE |
NOTE 1.375%10/1 |
33 |
$19,892,000 |
17,638,000 |
0.79 |
0.79 |
2,000,000 |
12.79 |
| ILLUMINA INC |
NOTE 6/1 |
Liquidated |
$0 |
0 |
0.89 |
3.04 |
-19,900,000 |
-55.20 |
| CENTRAL GARDEN & PET CO |
CL A NON-VTG |
35 |
$19,335,000 |
784,735 |
0.77 |
0.86 |
-34,914 |
-4.26 |
| FOX CORP |
CL A COM |
36 |
$18,673,000 |
509,629 |
0.74 |
|
509,629 |
+Inf |
| NUTANIX INC |
NOTE 1/1 |
37 |
$18,625,000 |
20,000,000 |
0.74 |
|
20,000,000 |
+Inf |
| SQUARE INC |
NOTE 0.500% 5/1 |
38 |
$18,302,000 |
15,300,000 |
0.73 |
|
15,300,000 |
+Inf |
| LIBERTY MEDIA CORP DELAWARE |
COM SER A FRMLA |
39 |
$17,704,000 |
493,684 |
0.71 |
0.77 |
-9,224 |
-1.83 |
| MICROCHIP TECHNOLOGY INC |
NOTE 1.625% 2/1 |
40 |
$17,040,000 |
14,360,000 |
0.68 |
0.51 |
4,000,000 |
38.61 |
| MELLANOX TECHNOLOGIES LTD |
SHS |
41 |
$15,217,000 |
137,500 |
0.61 |
0.09 |
119,806 |
677.10 |
| AKAMAI TECHNOLOGIES INC |
DBCV 2/1 |
Liquidated |
$0 |
0 |
1.03 |
|
15,000,000 |
+Inf |
| JAZZ INVESTMENTS I LTD |
NOTE 1.500% 8/1 |
43 |
$14,849,000 |
15,000,000 |
0.59 |
1.10 |
-10,000,000 |
-40.00 |
| RED HAT INC |
COM |
44 |
$14,645,000 |
78,000 |
0.58 |
0.32 |
38,500 |
97.47 |
| KOHLS CORP |
COM |
45 |
$14,553,000 |
306,000 |
0.58 |
|
306,000 |
+Inf |
| TESLA INC |
NOTE 1.250% 3/0 |
46 |
$14,310,000 |
15,000,000 |
0.57 |
|
15,000,000 |
+Inf |
| EURONET WORLDWIDE INC |
NOTE 1.500%10/0 |
Liquidated |
$0 |
0 |
0.63 |
1.81 |
-11,400,000 |
-61.73 |
| QIAGEN NV |
DEBT 1.000%11/1 |
48 |
$13,845,000 |
12,400,000 |
0.55 |
|
12,400,000 |
+Inf |
| AKAMAI TECHNOLOGIES INC |
NOTE 0.125% 5/0 |
49 |
$13,570,000 |
12,650,000 |
0.54 |
|
12,650,000 |
+Inf |
| AMBAC FINL GROUP INC |
COM NEW |
50 |
$13,481,000 |
800,010 |
0.54 |
0.35 |
365,010 |
83.91 |
| LIBERTY EXPEDIA HLDGS INC |
SER A COM |
51 |
$13,374,000 |
279,831 |
0.53 |
0.57 |
-18,225 |
-6.11 |