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 |
|
||||||||||||||||
| 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 |
| 8X8 INC NEW | NOTE 0.500% 2/0 | 282914AB6 | 17,169 | 20,000,000 | PRN | DFND | 20,000,000 | 0 | 0 | ||
| ALLSCRIPTS HEALTHCARE SOLUTN | NOTE 1.250% 7/0 | 01988PAD0 | 22,155 | 23,000,000 | PRN | DFND | 23,000,000 | 0 | 0 | ||
| ALLSCRIPTS HEALTHCARE SOLUTN | COM | 01988P108 | 77 | 10,889 | SH | DFND | 1 | 10,862 | 0 | 27 | |
| ATLASSIAN CORP PLC | CL A | G06242104 | 3,665 | 26,700 | SH | DFND | 26,700 | 0 | 0 | ||
| AVAYA HLDGS CORP | COM | 05351X101 | 12,947 | 1,600,319 | SH | DFND | 1,600,319 | 0 | 0 | ||
| BRP GROUP INC | COM CL A | 05589G102 | 116 | 10,994 | SH | DFND | 1 | 10,966 | 0 | 28 | |
| CLEAR CHANNEL OUTDOOR HLDGS | COM | 18453H106 | 5,189 | 8,107,835 | SH | DFND | 8,107,835 | 0 | 0 | ||
| CTRIP COM INTL LTD | NOTE 1.000% 7/0 | 22943FAF7 | 30,508 | 31,214,000 | PRN | DFND | 31,214,000 | 0 | 0 | ||
| CUMULUS MEDIA INC | COM CLASS A | 231082801 | 2,980 | 549,798 | SH | DFND | 549,798 | 0 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 4,877 | 6,000,000 | PRN | DFND | 6,000,000 | 0 | 0 | ||
| DOCUSIGN INC | COM | 256163106 | 276 | 2,989 | SH | DFND | 1 | 2,982 | 0 | 7 | |
| EATON VANCE FLTING RATE INC | COM | 278279104 | 3,625 | 353,668 | SH | DFND | 353,668 | 0 | 0 | ||
| EATON VANCE SR INCOME TR | SH BEN INT | 27826S103 | 4,465 | 968,586 | SH | DFND | 968,586 | 0 | 0 | ||
| FIREEYE INC | NOTE 1.625% 6/0 | 31816QAD3 | 18,433 | 20,000,000 | PRN | DFND | 20,000,000 | 0 | 0 | ||
| FIREEYE INC | NOTE 0.875% 6/0 | 31816QAF8 | 10,837 | 12,825,000 | PRN | DFND | 12,825,000 | 0 | 0 | ||
| FTI CONSULTING INC | COM | 302941109 | 204 | 1,705 | SH | DFND | 1 | 1,701 | 0 | 4 | |
| GFL ENVIRONMENTAL INC | UNIT 99/99/9999T | 36168Q120 | 1,262 | 30,000 | PRN | DFND | 30,000 | 0 | 0 | ||
| HORIZON THERAPEUTICS PUB LTD | SHS | G46188101 | 1,469 | 49,602 | SH | DFND | 49,602 | 0 | 0 | ||
| IHEARTMEDIA INC | COM CL A | 45174J509 | 20,936 | 2,863,996 | SH | DFND | 2,863,996 | 0 | 0 | ||
| ILLUMINA INC | COM | 452327109 | 3,783 | 13,850 | SH | DFND | 13,850 | 0 | 0 | ||
| ILLUMINA INC | NOTE 8/1 | 452327AK5 | 5,996 | 6,200,000 | PRN | DFND | 6,200,000 | 0 | 0 | ||
| KARYOPHARM THERAPEUTICS INC | NOTE 3.000%10/1 | 48576UAA4 | 717 | 500,000 | PRN | DFND | 500,000 | 0 | 0 | ||
| LIGAND PHARMACEUTICALS INC | NOTE 0.750% 5/1 | 53220KAF5 | 14,906 | 18,000,000 | PRN | DFND | 18,000,000 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AF1 | 32,923 | 32,000,000 | PRN | DFND | 32,000,000 | 0 | 0 | ||
| MONGODB INC | CL A | 60937P106 | 1,543 | 11,300 | SH | DFND | 11,300 | 0 | 0 | ||
| NABORS INDS INC NEW | NOTE 0.750% 1/1 | 62957HAB1 | 390 | 2,000,000 | PRN | DFND | 2,000,000 | 0 | 0 | ||
| NUVASIVE INC | COM | 670704105 | 2,584 | 51,000 | SH | DFND | 51,000 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 16,432 | 16,500,000 | PRN | DFND | 16,500,000 | 0 | 0 | ||
| PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 15,483 | 16,000,000 | PRN | DFND | 16,000,000 | 0 | 0 | ||
| PEGASYSTEMS INC | COM | 705573103 | 1,389 | 19,500 | SH | DFND | 19,500 | 0 | 0 | ||
| RAPID7 INC | NOTE 1.250% 8/0 | 753422AB0 | 2,607 | 2,142,000 | PRN | DFND | 2,142,000 | 0 | 0 | ||
| REALOGY HLDGS CORP | COM | 75605Y106 | 34 | 11,199 | SH | DFND | 1 | 11,171 | 0 | 28 | |
| REDFIN CORP | NOTE 1.750% 7/1 | 75737FAA6 | 6,899 | 7,582,000 | PRN | DFND | 7,582,000 | 0 | 0 | ||
| RH | NOTE 6/1 | 74967XAA1 | 1,807 | 2,237,000 | PRN | DFND | 2,237,000 | 0 | 0 | ||
| RINGCENTRAL INC | CL A | 76680R206 | 6,188 | 29,200 | SH | DFND | 29,200 | 0 | 0 | ||
| SM ENERGY CO | NOTE 1.500% 7/0 | 78454LAM2 | 2,579 | 7,004,000 | PRN | DFND | 7,004,000 | 0 | 0 | ||
| SPLUNK INC | NOTE 0.500% 9/1 | 848637AC8 | 6,468 | 6,000,000 | PRN | DFND | 6,000,000 | 0 | 0 | ||
| TELIGENT INC NEW | NOTE 4.750% 5/0 | 87960WAA2 | 1,928 | 6,088,000 | PRN | DFND | 6,088,000 | 0 | 0 | ||
| TEVA PHARMACEUTICAL FIN LLC | DBCV 0.250% 2/0 | 88163VAE9 | 16,378 | 17,600,000 | PRN | DFND | 17,600,000 | 0 | 0 | ||
| TRANSOCEAN LTD | REG SHS | H8817H100 | 473 | 407,558 | SH | DFND | 407,558 | 0 | 0 | ||
| TUTOR PERINI CORP | NOTE 2.875% 6/1 | 901109AD0 | 6,233 | 6,770,000 | PRN | DFND | 6,770,000 | 0 | 0 | ||
| TWILIO INC | CL A | 90138F102 | 5,808 | 64,900 | SH | DFND | 64,900 | 0 | 0 | ||
| TWITTER INC | NOTE 0.250% 6/1 | 90184LAF9 | 3,597 | 4,000,000 | PRN | DFND | 4,000,000 | 0 | 0 | ||