The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||||||
| UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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| COLUMN 1 | COLUMN 2 | COLUMN 3 | COLUMN 4 | COLUMN 5 | COLUMN 6 | COLUMN 7 | COLUMN 8 | ||||
| VALUE | SHRS OR | SH/ | PUT/ | INVESTMENT | OTHER | VOTING AUTHORITY | |||||
| NAME OF ISSUER | TITLE OF CLASS | CUSIP | (x$1000) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
| ADVANCED MICRO DEVICES INC | NOTE 2.125% 9/0 | 007903BD8 | 5,099 | 873,000 | PRN | SOLE | 873,000 | 0 | 0 | ||
| AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 16,247 | 14,592,000 | PRN | SOLE | 14,592,000 | 0 | 0 | ||
| ALLSCRIPTS HEALTHCARE SOLUTN | NOTE 1.250% 7/0 | 01988PAD0 | 6,535 | 6,488,000 | PRN | SOLE | 6,488,000 | 0 | 0 | ||
| ALTAIR ENGR INC | NOTE 0.250% 6/0 | 021369AA1 | 2,619 | 2,533,000 | PRN | SOLE | 2,533,000 | 0 | 0 | ||
| ALZA CORP | SDCV 7/2 | 02261WAB5 | 1,548 | 770,000 | PRN | SOLE | 770,000 | 0 | 0 | ||
| ARES CAP CORP | NOTE 3.750% 2/0 | 04010LAT0 | 15,343 | 14,482,000 | PRN | SOLE | 14,482,000 | 0 | 0 | ||
| ARES CAP CORP | NOTE 4.625% 3/0 | 04010LAW3 | 8,919 | 8,220,000 | PRN | SOLE | 8,220,000 | 0 | 0 | ||
| AVAYA HLDGS CORP | COM | 05351X101 | 994 | 73,619 | SH | SOLE | 73,619 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 22,305 | 20,916,000 | PRN | SOLE | 20,916,000 | 0 | 0 | ||
| BLACKSTONE MTG TR INC | NOTE 4.750% 3/1 | 09257WAC4 | 21,969 | 20,139,000 | PRN | SOLE | 20,139,000 | 0 | 0 | ||
| CAESARS ENTMT CORP | NOTE 5.000%10/0 | 127686AA1 | 2,088 | 1,067,000 | PRN | SOLE | 1,067,000 | 0 | 0 | ||
| CHINA LODGING GROUP LTD | NOTE 0.375%11/0 | 16949NAC3 | 2,814 | 2,473,000 | PRN | SOLE | 2,473,000 | 0 | 0 | ||
| COLONY STARWOOD HOMES | NOTE 3.500% 1/1 | 19625XAB8 | 10,638 | 7,735,000 | PRN | SOLE | 7,735,000 | 0 | 0 | ||
| CTRIP COM INTL LTD | NOTE 1.990% 7/0 | 22943FAH3 | 11,860 | 11,059,000 | PRN | SOLE | 11,059,000 | 0 | 0 | ||
| CYPRESS SEMICONDUCTOR CORP | NOTE 2.000% 2/0 | 232806AP4 | 6,914 | 5,611,000 | PRN | SOLE | 5,611,000 | 0 | 0 | ||
| DEXCOM INC | NOTE 0.750%12/0 | 252131AH0 | 15,368 | 10,288,000 | PRN | SOLE | 10,288,000 | 0 | 0 | ||
| DISH NETWORK CORP | NOTE 3.375% 8/1 | 25470MAB5 | 25,624 | 26,035,000 | PRN | SOLE | 26,035,000 | 0 | 0 | ||
| DOCUSIGN INC | NOTE 0.500% 9/1 | 256163AB2 | 11,923 | 9,508,000 | PRN | SOLE | 9,508,000 | 0 | 0 | ||
| DYCOM INDS INC | NOTE 0.750% 9/1 | 267475AB7 | 9,933 | 10,121,000 | PRN | SOLE | 10,121,000 | 0 | 0 | ||
| ENVESTNET INC | NOTE 1.750% 6/0 | 29404KAB2 | 7,620 | 6,298,000 | PRN | SOLE | 6,298,000 | 0 | 0 | ||
| EXACT SCIENCES CORP | NOTE 1.000% 1/1 | 30063PAA3 | 3,013 | 2,063,000 | PRN | SOLE | 2,063,000 | 0 | 0 | ||
| EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 12,415 | 10,875,000 | PRN | SOLE | 10,875,000 | 0 | 0 | ||
| FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 7,279 | 5,734,000 | PRN | SOLE | 5,734,000 | 0 | 0 | ||
| FIREEYE INC | NOTE 0.875% 6/0 | 31816QAF8 | 8,832 | 8,694,000 | PRN | SOLE | 8,694,000 | 0 | 0 | ||
| FIVE9 INC | NOTE 0.125% 5/0 | 338307AB7 | 3,742 | 2,200,000 | PRN | SOLE | 2,200,000 | 0 | 0 | ||
| GREENBRIER COS INC | NOTE 2.875% 2/0 | 393657AK7 | 9,240 | 9,331,000 | PRN | SOLE | 9,331,000 | 0 | 0 | ||
| HERBALIFE LTD | NOTE 2.625% 3/1 | 42703MAD5 | 7,183 | 6,824,000 | PRN | SOLE | 6,824,000 | 0 | 0 | ||
| ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 4,763 | 3,395,000 | PRN | SOLE | 3,395,000 | 0 | 0 | ||
| ILLUMINA INC | NOTE 8/1 | 452327AK5 | 13,446 | 12,096,000 | PRN | SOLE | 12,096,000 | 0 | 0 | ||
| INSULET CORP | NOTE 1.375%11/1 | 45784PAH4 | 467 | 245,000 | PRN | SOLE | 245,000 | 0 | 0 | ||
| INVESCO EXCHNG TRADED FD TR | SR LN ETF | 46138G508 | 23,349 | 1,023,193 | SH | SOLE | 1,023,193 | 0 | 0 | ||
| ISHARES TR | IBOXX HI YD ETF | 464288513 | 9,107 | 103,558 | SH | SOLE | 103,558 | 0 | 0 | ||
| ISIS PHARMACEUTICALS INC DEL | NOTE 1.000%11/1 | 464337AJ3 | 210 | 183,000 | PRN | SOLE | 183,000 | 0 | 0 | ||
| JAZZ INVESTMENTS I LTD | NOTE 1.875% 8/1 | 472145AB7 | 3,772 | 3,594,000 | PRN | SOLE | 3,594,000 | 0 | 0 | ||
| JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 12,966 | 12,659,000 | PRN | SOLE | 12,659,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP DELAWARE | NOTE 1.375%10/1 | 531229AB8 | 3,432 | 2,525,000 | PRN | SOLE | 2,525,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP DELAWARE | DEB 2.250% 9/3 | 531229AE2 | 3,842 | 6,557,000 | PRN | SOLE | 6,557,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP DELAWARE | NOTE 1.000% 1/3 | 531229AF9 | 7,756 | 5,774,000 | PRN | SOLE | 5,774,000 | 0 | 0 | ||
| LIGAND PHARMACEUTICALS INC | NOTE 0.750% 5/1 | 53220KAF5 | 3,622 | 4,160,000 | PRN | SOLE | 4,160,000 | 0 | 0 | ||
| LIVE NATION ENTERTAINMENT IN | NOTE 2.500% 3/1 | 538034AQ2 | 26,064 | 21,091,000 | PRN | SOLE | 21,091,000 | 0 | 0 | ||
| MACQUARIE INFRASTRUCTURE COR | NOTE 2.000%10/0 | 55608BAB1 | 2,534 | 2,618,000 | PRN | SOLE | 2,618,000 | 0 | 0 | ||
| MARRIOTT VACTINS WORLDWID CO | NOTE 1.500% 9/1 | 57164YAB3 | 18,681 | 17,282,000 | PRN | SOLE | 17,282,000 | 0 | 0 | ||
| MERCADOLIBRE INC | NOTE 2.000% 8/1 | 58733RAD4 | 3,209 | 2,117,000 | PRN | SOLE | 2,117,000 | 0 | 0 | ||
| MERITOR INC | NOTE 3.250%10/1 | 59001KAF7 | 19,571 | 17,746,000 | PRN | SOLE | 17,746,000 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AF1 | 16,459 | 11,423,000 | PRN | SOLE | 11,423,000 | 0 | 0 | ||
| NATIONAL HEALTH INVS INC | NOTE 3.250% 4/0 | 63633DAE4 | 724 | 596,000 | PRN | SOLE | 596,000 | 0 | 0 | ||
| NEUROCRINE BIOSCIENCES INC | NOTE 2.250% 5/1 | 64125CAD1 | 4,993 | 3,226,000 | PRN | SOLE | 3,226,000 | 0 | 0 | ||
| NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 13,465 | 13,747,000 | PRN | SOLE | 13,747,000 | 0 | 0 | ||
| NICE SYS INC | NOTE 1.250% 1/1 | 65366HAB9 | 4,440 | 2,303,000 | PRN | SOLE | 2,303,000 | 0 | 0 | ||
| NUANCE COMMUNICATIONS INC | DBCV 1.000%12/1 | 67020YAK6 | 2,960 | 2,913,000 | PRN | SOLE | 2,913,000 | 0 | 0 | ||
| NUANCE COMMUNICATIONS INC | NOTE 1.250% 4/0 | 67020YAN0 | 11,148 | 9,914,000 | PRN | SOLE | 9,914,000 | 0 | 0 | ||
| NUVASIVE INC | NOTE 2.250% 3/1 | 670704AG0 | 8,046 | 5,961,000 | PRN | SOLE | 5,961,000 | 0 | 0 | ||
| OSI SYSTEMS INC | NOTE 1.250% 9/0 | 671044AD7 | 3,556 | 3,216,000 | PRN | SOLE | 3,216,000 | 0 | 0 | ||
| OIL STS INTL INC | NOTE 1.500% 2/1 | 678026AH8 | 3,942 | 4,316,000 | PRN | SOLE | 4,316,000 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 14,610 | 10,676,000 | PRN | SOLE | 10,676,000 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | NOTE 1.625%10/1 | 682189AP0 | 4,837 | 3,470,000 | PRN | SOLE | 3,470,000 | 0 | 0 | ||
| PDC ENERGY INC | NOTE 1.125% 9/1 | 69327RAD3 | 4,237 | 4,432,000 | PRN | SOLE | 4,432,000 | 0 | 0 | ||
| PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 16,561 | 14,874,000 | PRN | SOLE | 14,874,000 | 0 | 0 | ||
| PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 11,810 | 7,574,000 | PRN | SOLE | 7,574,000 | 0 | 0 | ||
| PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 3,241 | 2,800,000 | PRN | SOLE | 2,800,000 | 0 | 0 | ||
| PURE STORAGE INC | NOTE 0.125% 4/1 | 74624MAB8 | 9,508 | 9,477,000 | PRN | SOLE | 9,477,000 | 0 | 0 | ||
| RH | NOTE 6/1 | 74967XAA1 | 8,200 | 6,418,000 | PRN | SOLE | 6,418,000 | 0 | 0 | ||
| REPLIGEN CORP | NOTE 0.375% 7/1 | 759916AB5 | 2,177 | 1,992,000 | PRN | SOLE | 1,992,000 | 0 | 0 | ||
| RINGCENTRAL INC | NOTE 3/1 | 76680RAD9 | 3,829 | 1,808,000 | PRN | SOLE | 1,808,000 | 0 | 0 | ||
| SM ENERGY CO | NOTE 1.500% 7/0 | 78454LAM2 | 3,438 | 3,548,000 | PRN | SOLE | 3,548,000 | 0 | 0 | ||
| SERVICENOW INC | NOTE 6/0 | 81762PAC6 | 3,642 | 1,711,000 | PRN | SOLE | 1,711,000 | 0 | 0 | ||
| SILICON LABORATORIES INC | NOTE 1.375% 3/0 | 826919AB8 | 15,282 | 11,378,000 | PRN | SOLE | 11,378,000 | 0 | 0 | ||
| SPIRIT RLTY CAP INC NEW | NOTE 3.750% 5/1 | 84860WAB8 | 11,097 | 10,558,000 | PRN | SOLE | 10,558,000 | 0 | 0 | ||
| SPLUNK INC | NOTE 0.500% 9/1 | 848637AC8 | 19,981 | 16,476,000 | PRN | SOLE | 16,476,000 | 0 | 0 | ||
| SQUARE INC | NOTE 0.500% 5/1 | 852234AD5 | 8,996 | 7,992,000 | PRN | SOLE | 7,992,000 | 0 | 0 | ||
| STARWOOD PPTY TR INC | NOTE 4.375% 4/0 | 85571BAH8 | 11,035 | 10,422,000 | PRN | SOLE | 10,422,000 | 0 | 0 | ||
| SUPERNUS PHARMACEUTICALS INC | NOTE 0.625% 4/0 | 868459AD0 | 6,870 | 7,486,000 | PRN | SOLE | 7,486,000 | 0 | 0 | ||
| TERADYNE INC | NOTE 1.250%12/1 | 880770AG7 | 7,280 | 3,294,000 | PRN | SOLE | 3,294,000 | 0 | 0 | ||
| TESLA INC | NOTE 2.000% 5/1 | 88160RAG6 | 19,730 | 12,926,000 | PRN | SOLE | 12,926,000 | 0 | 0 | ||
| TRANSOCEAN INC | DEB 0.500% 1/3 | 893830BJ7 | 3,817 | 3,785,000 | PRN | SOLE | 3,785,000 | 0 | 0 | ||
| TUTOR PERINI CORP | NOTE 2.875% 6/1 | 901109AD0 | 4,660 | 4,838,000 | PRN | SOLE | 4,838,000 | 0 | 0 | ||
| TWILIO INC | NOTE 0.250% 6/0 | 90138FAB8 | 3,137 | 2,039,000 | PRN | SOLE | 2,039,000 | 0 | 0 | ||
| TWITTER INC | NOTE 0.250% 6/1 | 90184LAF9 | 14,149 | 14,604,000 | PRN | SOLE | 14,604,000 | 0 | 0 | ||
| VERINT SYS INC | NOTE 1.500% 6/0 | 92343XAA8 | 14,623 | 13,511,000 | PRN | SOLE | 13,511,000 | 0 | 0 | ||
| WIX COM LTD | NOTE 7/0 | 92940WAB5 | 8,680 | 7,597,000 | PRN | SOLE | 7,597,000 | 0 | 0 | ||
| WAYFAIR INC | NOTE 1.125%11/0 | 94419LAD3 | 3,197 | 3,072,000 | PRN | SOLE | 3,072,000 | 0 | 0 | ||
| WEIBO CORP | NOTE 1.250%11/1 | 948596AC5 | 8,961 | 9,511,000 | PRN | SOLE | 9,511,000 | 0 | 0 | ||
| ANTHEM INC | NOTE 2.750%10/1 | 94973VBG1 | 2,084 | 495,000 | PRN | SOLE | 495,000 | 0 | 0 | ||
| WESTERN DIGITAL CORP | NOTE 1.500% 2/0 | 958102AP0 | 15,501 | 15,648,000 | PRN | SOLE | 15,648,000 | 0 | 0 | ||
| WORKDAY INC | NOTE 0.250%10/0 | 98138HAF8 | 7,283 | 5,676,000 | PRN | SOLE | 5,676,000 | 0 | 0 | ||
| ZENDESK INC | NOTE 0.250% 3/1 | 98936JAB7 | 5,965 | 4,359,000 | PRN | SOLE | 4,359,000 | 0 | 0 | ||
| ZILLOW GROUP INC | NOTE 2.000%12/0 | 98954MAB7 | 6,094 | 5,427,000 | PRN | SOLE | 5,427,000 | 0 | 0 | ||
| ZILLOW GROUP INC | NOTE 1.500% 7/0 | 98954MAC5 | 769 | 793,000 | PRN | SOLE | 793,000 | 0 | 0 | ||