Chief Operating Officer & Chief Compliance Officer

0001172661-19-001188.txt : 20190513 0001172661-19-001188.hdr.sgml : 20190513 20190513165609 ACCESSION NUMBER: 0001172661-19-001188 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20190331 FILED AS OF DATE: 20190513 DATE AS OF CHANGE: 20190513 EFFECTIVENESS DATE: 20190513 FILER: COMPANY DATA: COMPANY CONFORMED NAME: SSI INVESTMENT MANAGEMENT INC CENTRAL INDEX KEY: 0000938487 IRS NUMBER: 952913505 STATE OF INCORPORATION: CA FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-04720 FILM NUMBER: 19819104 BUSINESS ADDRESS: STREET 1: 9440 SANTA MONICA BLVD. STREET 2: 8TH FLOOR CITY: BEVERLY HILLS STATE: CA ZIP: 90210 BUSINESS PHONE: 3105952000 MAIL ADDRESS: STREET 1: 9440 SANTA MONICA BLVD. STREET 2: 8TH FLOOR CITY: BEVERLY HILLS STATE: CA ZIP: 90210 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0000938487 XXXXXXXX 03-31-2019 03-31-2019 false SSI INVESTMENT MANAGEMENT INC

9440 Santa Monica Blvd. 8th Floor Beverly Hills CA 90210

13F HOLDINGS REPORT 028-04720 N Syed Mehdi Chief Operating Officer & Chief Compliance Officer 310-595-2001 /s/ Syed Mehdi Beverly Hills CA 05-13-2019 2 427 1193833 1 0001125816 028-06487 FIRST TRUST ADVISORS LP 2 0001673385 028-17446 Morningstar Investment Management LLC INFORMATION TABLE 2 infotable.xml 3M CO COM 88579Y101 278 1344 SH SOLE 1344 0 0 ABBOTT LABS COM 002824100 432 5407 SH SOLE 5407 0 0 ABBVIE INC COM 00287Y109 272 3407 SH SOLE 3407 0 0 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 229 1286 SH SOLE 1286 0 0 ADOBE INC COM 00724F101 405 1520 SH SOLE 1520 0 0 ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 2644 810000 PRN DFND 1 810000 0 0 ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 12050 3692000 PRN SOLE 3692000 0 0 AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 128 86000 PRN DFND 2 86000 0 0 AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 5529 3727000 PRN SOLE 3727000 0 0 AIR TRANSPORT SERVICES GRP I NOTE 1.125%10/1 00922RAB1 1057 1060000 PRN DFND 1 1060000 0 0 AIR TRANSPORT SERVICES GRP I NOTE 1.125%10/1 00922RAB1 4754 4764000 PRN SOLE 4764000 0 0 ALDER BIOPHARMACEUTICALS INC NOTE 2.500% 2/0 014339AA3 2560 2681000 PRN SOLE 2681000 0 0 ALDER BIOPHARMACEUTICALS INC NOTE 2.500% 2/0 014339AA3 66 69000 PRN DFND 2 69000 0 0 ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 1060 556000 PRN SOLE 556000 0 0 ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988PAD0 980 1006000 PRN SOLE 1006000 0 0 ALPHABET INC CAP STK CL A 02079K305 1713 1456 SH SOLE 1456 0 0 ALTRIA GROUP INC COM 02209S103 351 6145 SH SOLE 6145 0 0 ALZA CORP SDCV 7/2 02261WAB5 193 101000 PRN SOLE 101000 0 0 AMAZON COM INC COM 023135106 1600 900 SH SOLE 900 0 0 AMERICAN ELEC PWR CO INC UNIT 03/15/2022 025537127 927 18200 SH DFND 1 18200 0 0 AMERICAN ELEC PWR CO INC UNIT 03/15/2022 025537127 4497 88300 SH SOLE 88300 0 0 AMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1 02917TAB0 3061 3067000 PRN SOLE 3067000 0 0 AMGEN INC COM 031162100 408 2153 SH SOLE 2153 0 0 ANTHEM INC 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8756000 PRN SOLE 8756000 0 0 DISNEY WALT CO COM DISNEY 254687106 429 3850 SH SOLE 3850 0 0 DOMINION ENERGY INC UNIT 08/15/2019 25746U836 1348 27000 SH DFND 1 27000 0 0 DOMINION ENERGY INC UNIT 08/15/2019 25746U836 5799 116235 SH SOLE 116235 0 0 DTE ENERGY CO UNIT 99/99/9999 233331883 814 14700 SH DFND 1 14700 0 0 DTE ENERGY CO UNIT 99/99/9999 233331883 4029 72800 SH SOLE 72800 0 0 DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 580 630000 PRN DFND 1 630000 0 0 DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 2449 2661000 PRN SOLE 2661000 0 0 EATON CORP PLC SHS G29183103 201 2490 SH SOLE 2490 0 0 ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 815 819000 PRN SOLE 819000 0 0 ENCORE CAP EUROPE FIN LTD NOTE 4.500% 9/0 29260UAA5 41 46000 PRN DFND 2 46000 0 0 ENCORE CAP EUROPE FIN LTD NOTE 4.500% 9/0 29260UAA5 1650 1873000 PRN SOLE 1873000 0 0 ENCORE CAP GROUP INC NOTE 2.875% 3/1 292554AH5 1926 2096000 PRN SOLE 2096000 0 0 ENCORE CAP GROUP INC NOTE 2.875% 3/1 292554AH5 43 47000 PRN DFND 2 47000 0 0 ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 41 43000 PRN DFND 2 43000 0 0 ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 1530 1607000 PRN SOLE 1607000 0 0 ENERGIZER HLDGS INC NEW 7.5 MCNV PFD A 29272W208 84 865 SH DFND 2 865 0 0 ENERGIZER HLDGS INC NEW 7.5 MCNV PFD A 29272W208 3319 34135 SH SOLE 34135 0 0 ENVESTNET INC NOTE 1.750%12/1 29404KAA4 1485 1333000 PRN SOLE 1333000 0 0 ETSY INC NOTE 3/0 29786AAC0 675 350000 PRN DFND 1 350000 0 0 ETSY INC NOTE 3/0 29786AAC0 3288 1705000 PRN SOLE 1705000 0 0 EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 1180 599000 PRN SOLE 599000 0 0 EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 1829 1790000 PRN DFND 1 1790000 0 0 EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 7415 7254000 PRN SOLE 7254000 0 0 EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 109 80000 PRN DFND 2 80000 0 0 EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 5272 3861000 PRN SOLE 3861000 0 0 EXXON MOBIL CORP COM 30231G102 517 6406 SH SOLE 6406 0 0 FACEBOOK INC CL A 30303M102 972 5818 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8834 8390 SH SOLE 8390 0 0 GENERAL ELECTRIC CO COM 369604103 119 12046 SH SOLE 12046 0 0 GILEAD SCIENCES INC COM 375558103 211 3264 SH SOLE 3264 0 0 GRANITE PT MTG TR INC NOTE 6.375%10/0 38741LAC1 1295 1286000 PRN SOLE 1286000 0 0 GRANITE PT MTG TR INC NOTE 6.375%10/0 38741LAC1 25 25000 PRN DFND 2 25000 0 0 GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 1243 1145000 PRN DFND 1 1145000 0 0 GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 5454 5021000 PRN SOLE 5021000 0 0 HANNON ARMSTRONG SUST INFR C NOTE 4.125% 9/0 41068XAB6 113 112000 PRN DFND 2 112000 0 0 HANNON ARMSTRONG SUST INFR C NOTE 4.125% 9/0 41068XAB6 5407 5345000 PRN SOLE 5345000 0 0 HARMONIC INC NOTE 4.000%12/0 413160AB8 73 64000 PRN DFND 2 64000 0 0 HARMONIC INC NOTE 4.000%12/0 413160AB8 2883 2536000 PRN SOLE 2536000 0 0 HELIX ENERGY SOLUTIONS GRP I NOTE 4.125% 9/1 42330PAJ6 70 63000 PRN DFND 2 63000 0 0 HELIX ENERGY SOLUTIONS GRP I NOTE 4.125% 9/1 42330PAJ6 3256 2911000 PRN SOLE 2911000 0 0 HERBALIFE LTD NOTE 2.625% 3/1 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NOTE 2.750% 7/1 584688AG0 100 119000 PRN DFND 2 119000 0 0 MEDTRONIC PLC SHS G5960L103 312 3419 SH SOLE 3419 0 0 MERCK & CO INC COM 58933Y105 489 5879 SH SOLE 5879 0 0 MERITOR INC NOTE 3.250%10/1 59001KAF7 1429 1485000 PRN DFND 1 1485000 0 0 MERITOR INC NOTE 3.250%10/1 59001KAF7 99 103000 PRN DFND 2 103000 0 0 MERITOR INC NOTE 3.250%10/1 59001KAF7 10382 10790000 PRN SOLE 10790000 0 0 MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 2962 1810000 PRN DFND 1 1810000 0 0 MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 13977 8540000 PRN SOLE 8540000 0 0 MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 3211 2925000 PRN DFND 1 2925000 0 0 MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 187 170000 PRN DFND 2 170000 0 0 MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 22566 20559000 PRN SOLE 20559000 0 0 MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112AV5 717 190000 PRN DFND 1 190000 0 0 MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112AV5 3822 1013000 PRN SOLE 1013000 0 0 MICROSOFT CORP COM 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NOTE 5.750% 8/1 647551AC4 2461 2457000 PRN SOLE 2457000 0 0 NEW YORK CMNTY CAP TR V UNIT 11/01/2051 64944P307 129 2699 SH DFND 2 2699 0 0 NEW YORK CMNTY CAP TR V UNIT 11/01/2051 64944P307 5048 105733 SH SOLE 105733 0 0 NEWPARK RES INC NOTE 4.000%12/0 651718AE8 81 66000 PRN DFND 2 66000 0 0 NEWPARK RES INC NOTE 4.000%12/0 651718AE8 2595 2112000 PRN SOLE 2112000 0 0 NEXTERA ENERGY INC UNIT 09/01/2019 65339F820 2488 40000 SH DFND 1 40000 0 0 NEXTERA ENERGY INC UNIT 09/01/2019 65339F820 10660 171370 SH SOLE 171370 0 0 NICE SYS INC NOTE 1.250% 1/1 65366HAB9 1437 942000 PRN SOLE 942000 0 0 NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 959 175000 PRN DFND 1 175000 0 0 NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 13856 2528000 PRN SOLE 2528000 0 0 NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 897 901000 PRN SOLE 901000 0 0 NUTANIX INC NOTE 1/1 67059NAB4 776 731000 PRN DFND 1 731000 0 0 NUTANIX INC NOTE 1/1 67059NAB4 3533 3331000 PRN SOLE 3331000 0 0 NUVASIVE INC NOTE 2.250% 3/1 670704AG0 4800 4320000 PRN SOLE 4320000 0 0 NUVASIVE INC NOTE 2.250% 3/1 670704AG0 1162 1045000 PRN DFND 1 1045000 0 0 NVIDIA CORP COM 67066G104 294 1636 SH SOLE 1636 0 0 OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 3724 3989000 PRN SOLE 3989000 0 0 OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 640 685000 PRN DFND 1 685000 0 0 OCCIDENTAL PETE CORP COM 674599105 204 3038 SH SOLE 3038 0 0 OKTA INC NOTE 0.250% 2/1 679295AB1 643 355000 PRN DFND 1 355000 0 0 OKTA INC NOTE 0.250% 2/1 679295AB1 2988 1651000 PRN SOLE 1651000 0 0 ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 1718 1390000 PRN DFND 1 1390000 0 0 ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 7447 6023000 PRN SOLE 6023000 0 0 ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 63 51000 PRN DFND 2 51000 0 0 ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 2438 1982000 PRN SOLE 1982000 0 0 ORACLE CORP COM 68389X105 307 5723 SH SOLE 5723 0 0 OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 121 120000 PRN DFND 2 120000 0 0 OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 3988 3944000 PRN SOLE 3944000 0 0 PACIRA PHARMACEUTICALS INC NOTE 2.375% 4/0 695127AD2 1191 1210000 PRN DFND 1 1210000 0 0 PACIRA PHARMACEUTICALS INC NOTE 2.375% 4/0 695127AD2 5933 6028000 PRN SOLE 6028000 0 0 PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 625 284000 PRN SOLE 284000 0 0 PAYPAL HLDGS INC COM 70450Y103 388 3716 SH SOLE 3716 0 0 PDC ENERGY INC NOTE 1.125% 9/1 69327RAD3 726 780000 PRN DFND 1 780000 0 0 PDC ENERGY INC NOTE 1.125% 9/1 69327RAD3 3597 3865000 PRN SOLE 3865000 0 0 PENNYMAC CORP NOTE 5.375% 5/0 70932AAB9 110 110000 PRN DFND 2 110000 0 0 PENNYMAC CORP NOTE 5.375% 5/0 70932AAB9 5138 5140000 PRN SOLE 5140000 0 0 PEPSICO INC COM 713448108 444 3616 SH SOLE 3616 0 0 PERKINELMER INC COM 714046109 224 2300 SH SOLE 2300 0 0 PFIZER INC COM 717081103 848 19931 SH SOLE 19931 0 0 PHILIP MORRIS INTL INC COM 718172109 216 2433 SH SOLE 2433 0 0 PORTFOLIO RECOVERY ASSOCS IN NOTE 3.000% 8/0 73640QAB1 2936 3050000 PRN SOLE 3050000 0 0 PORTFOLIO RECOVERY ASSOCS IN NOTE 3.000% 8/0 73640QAB1 72 75000 PRN DFND 2 75000 0 0 PRA GROUP INC NOTE 3.500% 6/0 69354NAB2 72 80000 PRN DFND 2 80000 0 0 PRA GROUP INC NOTE 3.500% 6/0 69354NAB2 2616 2920000 PRN SOLE 2920000 0 0 PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 1162 860000 PRN DFND 1 860000 0 0 PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 19777 14634000 PRN SOLE 14634000 0 0 PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 1601 1450000 PRN DFND 1 1450000 0 0 PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 19642 17793000 PRN SOLE 17793000 0 0 PROCTER AND GAMBLE CO COM 742718109 749 7189 SH SOLE 7189 0 0 PROSHARES TR PSHS ULTSH 20YRS 74347B201 27 845 SH DFND 2 845 0 0 PROSHARES TR PSHS ULTSH 20YRS 74347B201 618 19160 SH SOLE 19160 0 0 PROSHARES TR SHRT 20+YR TRE 74347X849 1936 90000 SH SOLE 90000 0 0 PROSPECT CAPITAL CORPORATION NOTE 6.375% 3/0 74348TAT9 123 125000 PRN DFND 2 125000 0 0 PROSPECT CAPITAL CORPORATION NOTE 6.375% 3/0 74348TAT9 4784 4875000 PRN SOLE 4875000 0 0 Q2 HLDGS INC NOTE 0.750% 2/1 74736LAB5 4650 3539000 PRN SOLE 3539000 0 0 Q2 HLDGS INC NOTE 0.750% 2/1 74736LAB5 1156 880000 PRN DFND 1 880000 0 0 QTS RLTY TR INC 6.50% CON PFD B 74736A301 2925 26815 SH SOLE 26815 0 0 QTS RLTY TR INC 6.50% CON PFD B 74736A301 64 585 SH DFND 2 585 0 0 RADIUS HEALTH INC NOTE 3.000% 9/0 750469AA6 99 119000 PRN DFND 2 119000 0 0 RADIUS HEALTH INC NOTE 3.000% 9/0 750469AA6 3072 3701000 PRN SOLE 3701000 0 0 RAYTHEON CO COM NEW 755111507 386 2135 SH SOLE 2135 0 0 REALPAGE INC NOTE 1.500%11/1 75606NAB5 86 56000 PRN DFND 2 56000 0 0 REALPAGE INC NOTE 1.500%11/1 75606NAB5 2731 1774000 PRN SOLE 1774000 0 0 RED HAT INC NOTE 0.250%10/0 756577AD4 7755 3125000 PRN SOLE 3125000 0 0 REDFIN CORP NOTE 1.750% 7/1 75737FAA6 696 726000 PRN SOLE 726000 0 0 REDWOOD TR INC NOTE 4.750% 8/1 758075AC9 96 101000 PRN DFND 2 101000 0 0 REDWOOD TR INC NOTE 4.750% 8/1 758075AC9 3091 3241000 PRN SOLE 3241000 0 0 REDWOOD TR INC NOTE 5.625% 7/1 758075AD7 1752 1795000 PRN SOLE 1795000 0 0 REDWOOD TR INC NOTE 5.625% 7/1 758075AD7 54 55000 PRN DFND 2 55000 0 0 RESTORATION HARDWARE HLDGS I DBCV 7/1 761283AC4 706 647000 PRN SOLE 647000 0 0 RETROPHIN INC NOTE 2.500% 9/1 761299AB2 2609 2799000 PRN SOLE 2799000 0 0 RETROPHIN INC NOTE 2.500% 9/1 761299AB2 80 86000 PRN DFND 2 86000 0 0 RINGCENTRAL INC NOTE 3/1 76680RAD9 1269 890000 PRN DFND 1 890000 0 0 RINGCENTRAL INC NOTE 3/1 76680RAD9 7013 4918000 PRN SOLE 4918000 0 0 ROYAL GOLD INC NOTE 2.875% 6/1 780287AA6 3450 3454000 PRN SOLE 3454000 0 0 RTI INTL METALS INC NOTE 1.625%10/1 74973WAB3 950 958000 PRN SOLE 958000 0 0 RWT HLDGS INC NOTE 5.625%11/1 749772AB5 287 287000 PRN SOLE 287000 0 0 SALESFORCE COM INC COM 79466L302 386 2422 SH SOLE 2422 0 0 SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 1083 600000 PRN DFND 1 600000 0 0 SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 5725 3172000 PRN SOLE 3172000 0 0 SEACOR HOLDINGS INC NOTE 3.000%11/1 81170YAB5 395 405000 PRN SOLE 405000 0 0 SEACOR HOLDINGS INC NOTE 3.250% 5/1 811904AN1 92 102000 PRN DFND 2 102000 0 0 SEACOR HOLDINGS INC NOTE 3.250% 5/1 811904AN1 4925 5481000 PRN SOLE 5481000 0 0 SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 1660 28553 SH SOLE 28553 0 0 SEMPRA ENERGY 6% PFD CONV A 816851406 2352 22250 SH DFND 1 22250 0 0 SEMPRA ENERGY 6% PFD CONV A 816851406 10322 97655 SH SOLE 97655 0 0 SERVICENOW INC COM 81762P102 204 826 SH SOLE 826 0 0 SERVICENOW INC NOTE 6/0 81762PAC6 2112 1140000 PRN DFND 1 1140000 0 0 SERVICENOW INC NOTE 6/0 81762PAC6 9760 5267000 PRN SOLE 5267000 0 0 SHIP FIN INTL LTD NOTE 4.875% 5/0 824689AG8 43 44000 PRN DFND 2 44000 0 0 SHIP FIN INTL LTD NOTE 4.875% 5/0 824689AG8 2172 2197000 PRN SOLE 2197000 0 0 SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 977 900000 PRN DFND 1 900000 0 0 SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 4702 4333000 PRN SOLE 4333000 0 0 SOUTH JERSEY INDS INC UNIT 99/99/9999 838518116 2658 51658 SH SOLE 51658 0 0 SOUTH JERSEY INDS INC UNIT 99/99/9999 838518116 64 1253 SH DFND 2 1253 0 0 SPDR SERIES TRUST S&P RETAIL ETF 78464A714 214 4691 SH SOLE 4691 0 0 SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 2172 2176000 PRN SOLE 2176000 0 0 SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 659 660000 PRN SOLE 660000 0 0 SQUARE INC NOTE 0.375% 3/0 852234AB9 990 303000 PRN SOLE 303000 0 0 STANLEY BLACK & DECKER INC UNIT 05/15/2020 854502887 842 8625 SH DFND 1 8625 0 0 STANLEY BLACK & DECKER INC UNIT 05/15/2020 854502887 4124 42179 SH SOLE 42179 0 0 SUNPOWER CORP DBCV 4.000% 1/1 867652AL3 128 156000 PRN DFND 2 156000 0 0 SUNPOWER CORP DBCV 4.000% 1/1 867652AL3 4806 5844000 PRN SOLE 5844000 0 0 SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 73 79000 PRN DFND 2 79000 0 0 SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 3157 3421000 PRN SOLE 3421000 0 0 TEAM INC NOTE 5.000% 8/0 878155AE0 81 75000 PRN DFND 2 75000 0 0 TEAM INC NOTE 5.000% 8/0 878155AE0 2590 2400000 PRN SOLE 2400000 0 0 TELADOC HEALTH INC NOTE 3.000%12/1 87918AAB1 890 601000 PRN SOLE 601000 0 0 TESLA INC NOTE 1.250% 3/0 88160RAC5 2104 2047000 PRN SOLE 2047000 0 0 TESLA INC NOTE 2.375% 3/1 88160RAD3 4583 4200000 PRN SOLE 4200000 0 0 TESLA INC NOTE 2.375% 3/1 88160RAD3 1206 1105000 PRN DFND 1 1105000 0 0 TEXAS INSTRS INC COM 882508104 340 3219 SH SOLE 3219 0 0 THERAVANCE BIOPHARMA INC NOTE 3.250%11/0 88339KAA0 50 52000 PRN DFND 2 52000 0 0 THERAVANCE BIOPHARMA INC NOTE 3.250%11/0 88339KAA0 2626 2711000 PRN SOLE 2711000 0 0 THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 136 134000 PRN DFND 2 134000 0 0 THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 5469 5391000 PRN SOLE 5391000 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 416 1525 SH SOLE 1525 0 0 TJX COS INC NEW COM 872540109 323 6091 SH SOLE 6091 0 0 TRANSOCEAN INC DEB 0.500% 1/3 893830BJ7 944 845000 PRN DFND 1 845000 0 0 TRANSOCEAN INC DEB 0.500% 1/3 893830BJ7 3806 3403000 PRN SOLE 3403000 0 0 TWITTER INC NOTE 0.250% 9/1 90184LAB8 1603 1631000 PRN SOLE 1631000 0 0 UNION PACIFIC CORP COM 907818108 492 2934 SH SOLE 2934 0 0 UNITED TECHNOLOGIES CORP COM 913017109 245 1898 SH SOLE 1898 0 0 UNITEDHEALTH GROUP INC COM 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INC NOTE 0.250%10/0 98138HAF8 19307 13676000 PRN SOLE 13676000 0 0 WORKDAY INC NOTE 0.250%10/0 98138HAF8 2598 1840000 PRN DFND 1 1840000 0 0 WORLD WRESTLING ENTMT INC NOTE 3.375%12/1 98156QAB4 864 245000 PRN DFND 1 245000 0 0 WORLD WRESTLING ENTMT INC NOTE 3.375%12/1 98156QAB4 4212 1195000 PRN SOLE 1195000 0 0 WRIGHT MED GROUP N V NOTE 2.250%11/1 98236JAB4 108 70000 PRN DFND 2 70000 0 0 WRIGHT MED GROUP N V NOTE 2.250%11/1 98236JAB4 6859 4424000 PRN SOLE 4424000 0 0 ZENDESK INC NOTE 0.250% 3/1 98936JAB7 1485 1020000 PRN DFND 1 1020000 0 0 ZENDESK INC NOTE 0.250% 3/1 98936JAB7 7329 5033000 PRN SOLE 5033000 0 0 ZILLOW GROUP INC NOTE 1.500% 7/0 98954MAC5 79 87000 PRN SOLE 87000 0 0 ZILLOW GROUP INC NOTE 2.000%12/0 98954MAB7 719 705000 PRN DFND 1 705000 0 0 ZILLOW GROUP INC NOTE 2.000%12/0 98954MAB7 116 114000 PRN DFND 2 114000 0 0 ZILLOW GROUP INC NOTE 2.000%12/0 98954MAB7 6910 6771000 PRN SOLE 6771000 0 0