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 |
| PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 9,857 | 9,200,000 | PRN | DFND | 1 | 0 | 0 | ||
| TWITTER INC | NOTE 0.250% 6/1 | 90184LAF9 | 9,345 | 9,900,000 | PRN | DFND | 1 | 0 | 0 | ||
| LIBERTY MEDIA CORP DELAWARE | NOTE 1.375%10/1 | 531229AB8 | 7,937 | 7,550,000 | PRN | DFND | 1 | 0 | 0 | ||
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 ADDED | 844741BG2 | 7,199 | 6,000,000 | PRN | DFND | 1 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 5,593 | 4,800,000 | PRN | DFND | 1 | 0 | 0 | ||
| FORTIVE CORP | NOTE 0.875% 2/1 | 34959JAK4 | 5,586 | 5,700,000 | PRN | DFND | 1 | 0 | 0 | ||
| YY INC | NOTE 1.375% 6/1 ADDED | 98426TAF3 | 5,509 | 5,000,000 | PRN | DFND | 1 | 0 | 0 | ||
| GUIDEWIRE SOFTWARE INC | NOTE 1.250% 3/1 | 40171VAA8 | 4,872 | 4,207,000 | PRN | DFND | 1 | 0 | 0 | ||
| SILICON LABORATORIES INC | NOTE 1.375% 3/0 | 826919AB8 | 4,579 | 3,800,000 | PRN | DFND | 1 | 0 | 0 | ||
| MOMO INC | NOTE 1.250% 7/0 | 60879BAB3 | 3,001 | 3,890,000 | PRN | DFND | 1 | 0 | 0 | ||
| CHENIERE ENERGY INC | NOTE 4.250% 3/1 | 16411RAG4 | 3,001 | 4,750,000 | PRN | DFND | 1 | 0 | 0 | ||
| AMERICAN AIRLS GROUP INC | NOTE 6.500% 7/0 ADDED | 02376RAF9 | 2,541 | 2,700,000 | PRN | DFND | 1 | 0 | 0 | ||
| NUVASIVE INC | NOTE 2.250% 3/1 | 670704AG0 | 2,286 | 2,100,000 | PRN | DFND | 1 | 0 | 0 | ||
| CHIMERA INVT CORP | NOTE 7.000% 4/0 ADDED | 16934QAA7 | 2,219 | 1,500,000 | PRN | DFND | 1 | 0 | 0 | ||
| ILLUMINA INC | NOTE 8/1 | 452327AK5 | 2,158 | 2,000,000 | PRN | DFND | 1 | 0 | 0 | ||
| REALPAGE INC | NOTE 1.500% 5/1 ADDED | 75606NAC3 | 2,152 | 2,000,000 | PRN | DFND | 1 | 0 | 0 | ||
| AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 1,054 | 850,000 | PRN | DFND | 1 | 0 | 0 | ||
| ZILLOW GROUP INC | NOTE 2.750% 5/1 ADDED | 98954MAH4 | 1,046 | 900,000 | PRN | DFND | 1 | 0 | 0 | ||
| NUANCE COMMUNICATIONS INC | DEBT 1.500%11/0 | 67020YAG5 | 1,041 | 800,000 | PRN | DFND | 1 | 0 | 0 | ||
| J2 GLOBAL INC | NOTE 3.250% 6/1 | 48123VAC6 | 1,011 | 900,000 | PRN | DFND | 1 | 0 | 0 | ||
| TRANSOCEAN INC | DEB 0.500% 1/3 | 893830BJ7 | 864 | 2,000,000 | PRN | DFND | 1 | 0 | 0 | ||
| EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 829 | 800,000 | PRN | DFND | 1 | 0 | 0 | ||
| WORKDAY INC | NOTE 0.250%10/0 | 98138HAF8 | 758 | 550,000 | PRN | DFND | 1 | 0 | 0 | ||
| SPLUNK INC | NOTE 0.500% 9/1 | 848637AC8 | 718 | 500,000 | PRN | DFND | 1 | 0 | 0 | ||
| SQUARE INC | NOTE 0.500% 5/1 | 852234AD5 | 590 | 400,000 | PRN | DFND | 1 | 0 | 0 | ||
| PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 529 | 500,000 | PRN | DFND | 1 | 0 | 0 | ||
| ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 516 | 350,000 | PRN | DFND | 1 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AF1 | 515 | 350,000 | PRN | DFND | 1 | 0 | 0 | ||
| LIVE NATION ENTERTAINMENT IN | NOTE 2.500% 3/1 | 538034AQ2 | 511 | 500,000 | PRN | DFND | 1 | 0 | 0 | ||
| DOCUSIGN INC | NOTE 0.500% 9/1 | 256163AB2 | 490 | 200,000 | PRN | DFND | 1 | 0 | 0 | ||
| EURONET WORLDWIDE INC | NOTE 0.750% 3/1 | 298736AL3 | 384 | 400,000 | PRN | DFND | 1 | 0 | 0 | ||
| WIX COM LTD | NOTE 7/0 | 92940WAB5 | 366 | 200,000 | PRN | DFND | 1 | 0 | 0 | ||
| ZENDESK INC | NOTE 0.250% 3/1 | 98936JAB7 | 294 | 200,000 | PRN | DFND | 1 | 0 | 0 | ||