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 |
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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 |
CLEARWAY ENERGY INC | CL A | 18539C105 | 9,551 | 590,273 | SH | DFND | 1 | 590,273 | 0 | 0 | |
CTRIP COM INTL LTD | NOTE 1.000% 7/0 | 22943FAF7 | 10,536 | 10,653,000 | PRN | DFND | 1 | 10,653,000 | 0 | 0 | |
ESSENT GROUP LTD | COM | G3198U102 | 6,447 | 137,200 | SH | DFND | 1 | 137,200 | 0 | 0 | |
ILLUMINA INC | COM | 452327109 | 3,557 | 9,661 | SH | DFND | 1 | 9,661 | 0 | 0 | |
NABORS INDUSTRIES LTD | SHS | G6359F103 | 438 | 150,900 | SH | DFND | 1 | 150,900 | 0 | 0 | |
NEW YORK CMNTY CAP TR V | UNIT 11/01/2051 | 64944P307 | 23,333 | 485,137 | SH | DFND | 1 | 485,137 | 0 | 0 | |
NEXTERA ENERGY INC | COM | 65339F101 | 4,906 | 23,950 | SH | DFND | 1 | 23,950 | 0 | 0 | |
TESLA INC | NOTE 2.000% 5/1 | 88160RAG6 | 246 | 250,000 | PRN | DFND | 1 | 250,000 | 0 | 0 | |
TWITTER INC | NOTE 0.250% 9/1 | 90184LAB8 | 5,470 | 5,500,000 | PRN | DFND | 1 | 5,500,000 | 0 | 0 |