The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
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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 |
| PINDUODUO INC | NOTE 12/0 ADDED | 722304AC6 | 5,415 | 4,400,000 | PRN | DFND | 1 | 0 | 0 | ||
| PROOFPOINT INC | NOTE 0.250% 8/1 | 743424AF0 | 5,367 | 4,800,000 | PRN | DFND | 1 | 0 | 0 | ||
| CYBERARK SOFTWARE LTD | NOTE 11/1 ADDED | 23248VAB1 | 5,069 | 4,200,000 | PRN | DFND | 1 | 0 | 0 | ||
| AKAMAI TECHNOLOGIES INC | NOTE 0.375% 9/0 | 00971TAL5 | 5,008 | 4,500,000 | PRN | DFND | 1 | 0 | 0 | ||
| NUVASIVE INC | NOTE 2.250% 3/1 | 670704AG0 | 4,564 | 4,500,000 | PRN | DFND | 1 | 0 | 0 | ||
| PURE STORAGE INC | NOTE 0.125% 4/1 | 74624MAB8 | 3,331 | 3,000,000 | PRN | DFND | 1 | 0 | 0 | ||
| ISIS PHARMACEUTICALS INC DEL | NOTE 1.000%11/1 | 464337AJ3 | 3,109 | 2,850,000 | PRN | DFND | 1 | 0 | 0 | ||
| TWITTER INC | NOTE 0.250% 6/1 | 90184LAF9 | 3,029 | 2,500,000 | PRN | DFND | 1 | 0 | 0 | ||
| FORTIVE CORP | NOTE 0.875% 2/1 | 34959JAK4 | 2,758 | 2,700,000 | PRN | DFND | 1 | 0 | 0 | ||
| IQIYI INC | NOTE 4.000%12/1 ADDED | 46267XAE8 | 1,923 | 1,900,000 | PRN | DFND | 1 | 0 | 0 | ||
| SHOPIFY INC | NOTE 0.125%11/0 ADDED | 82509LAA5 | 1,671 | 1,400,000 | PRN | DFND | 1 | 0 | 0 | ||
| GUIDEWIRE SOFTWARE INC | NOTE 1.250% 3/1 | 40171VAA8 | 1,418 | 1,100,000 | PRN | DFND | 1 | 0 | 0 | ||
| CHENIERE ENERGY INC | NOTE 4.250% 3/1 | 16411RAG4 | 1,352 | 1,750,000 | PRN | DFND | 1 | 0 | 0 | ||
| PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 1,345 | 950,000 | PRN | DFND | 1 | 0 | 0 | ||
| LIBERTY MEDIA CORP DELAWARE | NOTE 1.000% 1/3 | 531229AF9 | 1,167 | 900,000 | PRN | DFND | 1 | 0 | 0 | ||
| EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 1,128 | 800,000 | PRN | DFND | 1 | 0 | 0 | ||
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 ADDED | 70509VAA8 | 1,061 | 1,000,000 | PRN | DFND | 1 | 0 | 0 | ||
| AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 1,053 | 850,000 | PRN | DFND | 1 | 0 | 0 | ||
| SILICON LABORATORIES INC | NOTE 1.375% 3/0 | 826919AB8 | 969 | 700,000 | PRN | DFND | 1 | 0 | 0 | ||
| ALTERYX INC | NOTE 1.000% 8/0 | 02156BAF0 | 954 | 900,000 | PRN | DFND | 1 | 0 | 0 | ||
| SPLUNK INC | NOTE 0.500% 9/1 | 848637AC8 | 789 | 600,000 | PRN | DFND | 1 | 0 | 0 | ||
| LIBERTY MEDIA CORP DELAWARE | NOTE 1.375%10/1 | 531229AB8 | 703 | 550,000 | PRN | DFND | 1 | 0 | 0 | ||
| LIVE NATION ENTERTAINMENT IN | NOTE 2.500% 3/1 | 538034AQ2 | 653 | 500,000 | PRN | DFND | 1 | 0 | 0 | ||
| DOCUSIGN INC | NOTE 0.500% 9/1 | 256163AB2 | 634 | 200,000 | PRN | DFND | 1 | 0 | 0 | ||
| SQUARE INC | NOTE 0.500% 5/1 | 852234AD5 | 571 | 200,000 | PRN | DFND | 1 | 0 | 0 | ||
| NUANCE COMMUNICATIONS INC | DEBT 1.500%11/0 | 67020YAG5 | 536 | 250,000 | PRN | DFND | 1 | 0 | 0 | ||
| AMERICAN AIRLS GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 | 513 | 400,000 | PRN | DFND | 1 | 0 | 0 | ||
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 511 | 350,000 | PRN | DFND | 1 | 0 | 0 | ||
| YY INC | NOTE 1.375% 6/1 | 98426TAF3 | 509 | 500,000 | PRN | DFND | 1 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AF1 | 503 | 250,000 | PRN | DFND | 1 | 0 | 0 | ||
| TRANSOCEAN INC | DEB 0.500% 1/3 | 893830BJ7 | 501 | 1,000,000 | PRN | DFND | 1 | 0 | 0 | ||
| WORKDAY INC | NOTE 0.250%10/0 | 98138HAF8 | 498 | 300,000 | PRN | DFND | 1 | 0 | 0 | ||
| ZENDESK INC | NOTE 0.250% 3/1 | 98936JAB7 | 453 | 200,000 | PRN | DFND | 1 | 0 | 0 | ||
| ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 418 | 200,000 | PRN | DFND | 1 | 0 | 0 | ||
| WIX COM LTD | NOTE 7/0 | 92940WAB5 | 378 | 200,000 | PRN | DFND | 1 | 0 | 0 | ||
| ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 361 | 250,000 | PRN | DFND | 1 | 0 | 0 | ||
| PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 350 | 300,000 | PRN | DFND | 1 | 0 | 0 | ||