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 |
| SERVICENOW INC | NOTE 6/0 | 81762PAC6 | 33,864 | 16,000,000 | PRN | DFND | 1 | 0 | 0 | ||
| PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 30,431 | 19,500,000 | PRN | DFND | 1 | 0 | 0 | ||
| WORKDAY INC | NOTE 1.500% 7/1 | 98138HAD3 | 18,112 | 9,000,000 | PRN | DFND | 1 | 0 | 0 | ||
| COLONY STARWOOD HOMES | NOTE 3.500% 1/1 | 19625XAB8 | 16,762 | 12,500,000 | PRN | DFND | 1 | 0 | 0 | ||
| TWITTER INC | NOTE 0.250% 6/1 | 90184LAF9 | 13,068 | 13,500,000 | PRN | DFND | 1 | 0 | 0 | ||
| NICE SYS INC | NOTE 1.250% 1/1 | 65366HAB9 | 11,480 | 6,000,000 | PRN | DFND | 1 | 0 | 0 | ||
| PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 10,613 | 9,600,000 | PRN | DFND | 1 | 0 | 0 | ||
| HUBSPOT INC | NOTE 0.250% 6/0 | 443573AB6 | 8,425 | 4,865,000 | PRN | DFND | 1 | 0 | 0 | ||
| SPLUNK INC | NOTE 0.500% 9/1 | 848637AC8 | 8,403 | 7,000,000 | PRN | DFND | 1 | 0 | 0 | ||
| ARES CAP CORP | NOTE 4.625% 3/0 | 04010LAW3 | 7,458 | 7,000,000 | PRN | DFND | 1 | 0 | 0 | ||
| COUPA SOFTWARE INC | NOTE 0.375% 1/1 | 22266LAB2 | 6,592 | 2,000,000 | PRN | DFND | 1 | 0 | 0 | ||
| JAZZ INVESTMENTS I LTD | NOTE 1.875% 8/1 | 472145AB7 | 6,164 | 6,000,000 | PRN | DFND | 1 | 0 | 0 | ||
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 5,715 | 17,800 | SH | DFND | 1 | 0 | 0 | ||
| RESTORATION HARDWARE HLDGS I | DBCV 7/1 | 761283AC4 | 5,385 | 3,000,000 | PRN | DFND | 1 | 0 | 0 | ||
| LIBERTY MEDIA CORP DELAWARE | NOTE 1.375%10/1 | 531229AB8 | 4,937 | 3,700,000 | PRN | DFND | 1 | 0 | 0 | ||
| CHENIERE ENERGY INC | NOTE 4.250% 3/1 | 16411RAG4 | 4,902 | 6,250,000 | PRN | DFND | 1 | 0 | 0 | ||
| LIBERTY MEDIA CORP | DEB 3.500% 1/1 | 530715AN1 | 4,778 | 5,500,000 | PRN | DFND | 1 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AF1 | 4,633 | 3,230,000 | PRN | DFND | 1 | 0 | 0 | ||
| J2 GLOBAL INC | NOTE 3.250% 6/1 | 48123VAC6 | 3,348 | 2,300,000 | PRN | DFND | 1 | 0 | 0 | ||
| TERADYNE INC | NOTE 1.250%12/1 | 880770AG7 | 3,318 | 1,500,000 | PRN | DFND | 1 | 0 | 0 | ||
| AEROJET ROCKETDYNE HLDGS INC | NOTE 2.250%12/1 | 007800AB1 | 2,715 | 1,500,000 | PRN | DFND | 1 | 0 | 0 | ||
| TRANSOCEAN INC | DEB 0.500% 1/3 | 893830BJ7 | 2,450 | 2,500,000 | PRN | DFND | 1 | 0 | 0 | ||
| DEXCOM INC | NOTE 0.750% 5/1 | 252131AF4 | 2,199 | 1,000,000 | PRN | DFND | 1 | 0 | 0 | ||
| WORKDAY INC | NOTE 0.250%10/0 | 98138HAF8 | 1,914 | 1,500,000 | PRN | DFND | 1 | 0 | 0 | ||
| INPHI CORP | NOTE 1.125%12/0 | 45772FAB3 | 1,876 | 1,000,000 | PRN | DFND | 1 | 0 | 0 | ||
| REALPAGE INC | NOTE 1.500%11/1 | 75606NAB5 | 1,389 | 1,000,000 | PRN | DFND | 1 | 0 | 0 | ||
| PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 1,277 | 1,100,000 | PRN | DFND | 1 | 0 | 0 | ||
| LIVE NATION ENTERTAINMENT IN | NOTE 2.500% 3/1 | 538034AQ2 | 1,223 | 1,000,000 | PRN | DFND | 1 | 0 | 0 | ||
| SQUARE INC | NOTE 0.500% 5/1 | 852234AD5 | 1,222 | 1,100,000 | PRN | DFND | 1 | 0 | 0 | ||
| GUIDEWIRE SOFTWARE INC | NOTE 1.250% 3/1 | 40171VAA8 | 1,176 | 1,000,000 | PRN | DFND | 1 | 0 | 0 | ||
| DOCUSIGN INC | NOTE 0.500% 9/1 ADDED | 256163AB2 | 1,119 | 900,000 | PRN | DFND | 1 | 0 | 0 | ||
| CTRIP COM INTL LTD | NOTE 1.990% 7/0 | 22943FAH3 | 1,109 | 1,050,000 | PRN | DFND | 1 | 0 | 0 | ||
| NUVASIVE INC | NOTE 2.250% 3/1 | 670704AG0 | 1,067 | 800,000 | PRN | DFND | 1 | 0 | 0 | ||
| SILICON LABORATORIES INC | NOTE 1.375% 3/0 | 826919AB8 | 935 | 700,000 | PRN | DFND | 1 | 0 | 0 | ||
| INPHI CORP | NOTE 0.750% 9/0 | 45772FAC1 | 926 | 650,000 | PRN | DFND | 1 | 0 | 0 | ||
| NUANCE COMMUNICATIONS INC | DEBT 1.500%11/0 | 67020YAG5 | 844 | 800,000 | PRN | DFND | 1 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 750 | 550,000 | PRN | DFND | 1 | 0 | 0 | ||
| WRIGHT MED GROUP N V | NOTE 2.250%11/1 | 98236JAB4 | 729 | 500,000 | PRN | DFND | 1 | 0 | 0 | ||
| ETSY INC | NOTE 3/0 | 29786AAC0 | 709 | 500,000 | PRN | DFND | 1 | 0 | 0 | ||
| WRIGHT MED GROUP INC | NOTE 2.000% 2/1 | 98235TAE7 | 702 | 700,000 | PRN | DFND | 1 | 0 | 0 | ||
| ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 693 | 500,000 | PRN | DFND | 1 | 0 | 0 | ||
| WIX COM LTD | NOTE 7/0 | 92940WAB5 | 680 | 600,000 | PRN | DFND | 1 | 0 | 0 | ||
| NUTANIX INC | NOTE 1/1 | 67059NAB4 | 297 | 300,000 | PRN | DFND | 1 | 0 | 0 | ||