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 |
| CTRIP COM INTL LTD | NOTE 1.250% 9/1 | 22943FAM2 | 16,769 | 16,800,000 | PRN | DFND | 1 | 0 | 0 | ||
| HERBALIFE LTD | NOTE 2.000% 8/1 | 42703MAB9 | 8,960 | 8,650,000 | PRN | DFND | 1 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AF1 | 8,311 | 6,930,000 | PRN | DFND | 1 | 0 | 0 | ||
| NXP SEMICONDUCTORS N V | NOTE 1.000%12/0 | 62952QAB6 | 8,019 | 7,500,000 | PRN | DFND | 1 | 0 | 0 | ||
| ARES CAP CORP | NOTE 4.625% 3/0 | 04010LAW3 | 7,227 | 7,000,000 | PRN | DFND | 1 | 0 | 0 | ||
| LIBERTY MEDIA CORP DELAWARE | NOTE 1.375%10/1 | 531229AB8 | 6,922 | 6,200,000 | PRN | DFND | 1 | 0 | 0 | ||
| TESLA INC | NOTE 2.000% 5/1 ADDED | 88160RAG6 | 6,459 | 6,600,000 | PRN | DFND | 1 | 0 | 0 | ||
| LIVE NATION ENTERTAINMENT IN | NOTE 2.500% 3/1 | 538034AQ2 | 6,129 | 5,200,000 | PRN | DFND | 1 | 0 | 0 | ||
| COLONY STARWOOD HOMES | NOTE 3.500% 1/1 | 19625XAB8 | 6,094 | 5,000,000 | PRN | DFND | 1 | 0 | 0 | ||
| JAZZ INVESTMENTS I LTD | NOTE 1.875% 8/1 | 472145AB7 | 5,610 | 5,500,000 | PRN | DFND | 1 | 0 | 0 | ||
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 5,207 | 17,800 | SH | DFND | 1 | 0 | 0 | ||
| CHENIERE ENERGY INC | NOTE 4.250% 3/1 | 16411RAG4 | 4,904 | 6,250,000 | PRN | DFND | 1 | 0 | 0 | ||
| NUTANIX INC | NOTE 1/1 | 67059NAB4 | 4,294 | 4,600,000 | PRN | DFND | 1 | 0 | 0 | ||
| RESTORATION HARDWARE HLDGS I | DBCV 7/1 | 761283AC4 | 2,859 | 2,500,000 | PRN | DFND | 1 | 0 | 0 | ||
| LIGAND PHARMACEUTICALS INC | NOTE 0.750% 5/1 ADDED | 53220KAF5 | 2,674 | 3,100,000 | PRN | DFND | 1 | 0 | 0 | ||
| PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 1,257 | 1,100,000 | PRN | DFND | 1 | 0 | 0 | ||
| SILICON LABORATORIES INC | NOTE 1.375% 3/0 | 826919AB8 | 1,244 | 1,000,000 | PRN | DFND | 1 | 0 | 0 | ||
| SQUARE INC | NOTE 0.500% 5/1 ADDED | 852234AD5 | 1,190 | 1,000,000 | PRN | DFND | 1 | 0 | 0 | ||
| CTRIP COM INTL LTD | NOTE 1.990% 7/0 | 22943FAH3 | 1,144 | 1,050,000 | PRN | DFND | 1 | 0 | 0 | ||
| GUIDEWIRE SOFTWARE INC | NOTE 1.250% 3/1 | 40171VAA8 | 1,114 | 1,000,000 | PRN | DFND | 1 | 0 | 0 | ||
| INPHI CORP | NOTE 0.750% 9/0 | 45772FAC1 | 1,011 | 900,000 | PRN | DFND | 1 | 0 | 0 | ||
| NUVASIVE INC | NOTE 2.250% 3/1 | 670704AG0 | 902 | 800,000 | PRN | DFND | 1 | 0 | 0 | ||
| NUANCE COMMUNICATIONS INC | DEBT 1.500%11/0 | 67020YAG5 | 797 | 800,000 | PRN | DFND | 1 | 0 | 0 | ||
| WRIGHT MED GROUP INC | NOTE 2.000% 2/1 | 98235TAE7 | 763 | 700,000 | PRN | DFND | 1 | 0 | 0 | ||
| J2 GLOBAL INC | NOTE 3.250% 6/1 | 48123VAC6 | 762 | 550,000 | PRN | DFND | 1 | 0 | 0 | ||
| ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 759 | 500,000 | PRN | DFND | 1 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 677 | 550,000 | PRN | DFND | 1 | 0 | 0 | ||
| ZENDESK INC | NOTE 0.250% 3/1 | 98936JAB7 | 458 | 300,000 | PRN | DFND | 1 | 0 | 0 | ||
| WORKDAY INC | NOTE 0.250%10/0 | 98138HAF8 | 452 | 300,000 | PRN | DFND | 1 | 0 | 0 | ||