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 |
| APPLE INC | COM | 037833100 | 4,406 | 26,200 | SH | DFND | 1 | 0 | 0 | ||
| ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 636 | 500,000 | PRN | DFND | 1 | 0 | 0 | ||
| HERBALIFE LTD | NOTE 2.000% 8/1 | 42703MAB9 | 834 | 600,000 | PRN | DFND | 1 | 0 | 0 | ||
| J2 GLOBAL INC | NOTE 3.250% 6/1 | 48123VAC6 | 839 | 700,000 | PRN | DFND | 1 | 0 | 0 | ||
| WRIGHT MED GROUP INC | NOTE 2.000% 2/1 | 98235TAE7 | 790 | 700,000 | PRN | DFND | 1 | 0 | 0 | ||
| CTRIP COM INTL LTD | NOTE 1.990% 7/0 | 22943FAH3 | 811 | 800,000 | PRN | DFND | 1 | 0 | 0 | ||
| NUANCE COMMUNICATIONS INC | DEBT 1.500%11/0 | 67020YAG5 | 781 | 800,000 | PRN | DFND | 1 | 0 | 0 | ||
| NUVASIVE INC | NOTE 2.250% 3/1 | 670704AG0 | 858 | 800,000 | PRN | DFND | 1 | 0 | 0 | ||
| TESLA INC | NOTE 1.250% 3/0 | 88160RAC5 | 1,023 | 950,000 | PRN | DFND | 1 | 0 | 0 | ||
| PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 1,141 | 1,000,000 | PRN | DFND | 1 | 0 | 0 | ||
| SILICON LABORATORIES INC | NOTE 1.375% 3/0 | 826919AB8 | 1,060 | 1,000,000 | PRN | DFND | 1 | 0 | 0 | ||
| GUIDEWIRE SOFTWARE INC | NOTE 1.250% 3/1 | 40171VAA8 | 1,319 | 1,300,000 | PRN | DFND | 1 | 0 | 0 | ||
| MICRON TECHNOLOGY INC | NOTE 3.000%11/1 | 595112AY9 | 3,981 | 3,000,000 | PRN | DFND | 1 | 0 | 0 | ||
| JAZZ INVESTMENTS I LTD | NOTE 1.875% 8/1 | 472145AB7 | 3,458 | 3,500,000 | PRN | DFND | 1 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 4,930 | 4,000,000 | PRN | DFND | 1 | 0 | 0 | ||
| ZILLOW GROUP INC | NOTE 2.000%12/0 | 98954MAB7 | 4,858 | 4,800,000 | PRN | DFND | 1 | 0 | 0 | ||
| DISH NETWORK CORP | NOTE 3.375% 8/1 | 25470MAB5 | 4,855 | 5,700,000 | PRN | DFND | 1 | 0 | 0 | ||
| CHENIERE ENERGY INC | NOTE 4.250% 3/1 | 16411RAG4 | 4,663 | 6,250,000 | PRN | DFND | 1 | 0 | 0 | ||
| NXP SEMICONDUCTORS N V | NOTE 1.000%12/0 | 62952QAB6 | 7,239 | 7,000,000 | PRN | DFND | 1 | 0 | 0 | ||
| COLONY STARWOOD HOMES | NOTE 3.500% 1/1 | 19625XAB8 | 9,280 | 8,500,000 | PRN | DFND | 1 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AF1 | 9,545 | 8,880,000 | PRN | DFND | 1 | 0 | 0 | ||
| LIBERTY MEDIA CORP DELAWARE | NOTE 1.375%10/1 | 531229AB8 | 10,526 | 9,200,000 | PRN | DFND | 1 | 0 | 0 | ||
| ILLUMINA INC | NOTE 6/1 | 452327AF6 | 13,316 | 11,500,000 | PRN | DFND | 1 | 0 | 0 | ||
| WORKDAY INC | NOTE 0.250%10/0 ADDED | 98138HAF8 | 18,177 | 13,400,000 | PRN | DFND | 1 | 0 | 0 | ||
| TESLA INC | NOTE 0.250% 3/0 | 88160RAB7 | 16,133 | 16,100,000 | PRN | DFND | 1 | 0 | 0 | ||
| CTRIP COM INTL LTD | NOTE 1.250% 9/1 | 22943FAM2 | 16,389 | 16,800,000 | PRN | DFND | 1 | 0 | 0 | ||