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 |
ABBOTT LABS | COM | 002824100 | 418 | 5,293 | SH | SOLE | 5,293 | 0 | 0 | ||
ABBVIE INC | COM | 00287Y109 | 256 | 3,341 | SH | SOLE | 3,341 | 0 | 0 | ||
ACCENTURE PLC IRELAND | SHS CLASS A | G1151C101 | 206 | 1,261 | SH | SOLE | 1,261 | 0 | 0 | ||
ADOBE INC | COM | 00724F101 | 298 | 931 | SH | SOLE | 931 | 0 | 0 | ||
ADVANCED MICRO DEVICES INC | NOTE 2.125% 9/0 | 007903BD8 | 1,347 | 235,000 | PRN | DFND | 1 | 235,000 | 0 | 0 | |
ADVANCED MICRO DEVICES INC | NOTE 2.125% 9/0 | 007903BD8 | 7,944 | 1,386,000 | PRN | SOLE | 1,386,000 | 0 | 0 | ||
AEROJET ROCKETDYNE HLDGS INC | NOTE 2.250%12/1 | 007800AB1 | 266 | 161,000 | PRN | DFND | 2 | 161,000 | 0 | 0 | |
AEROJET ROCKETDYNE HLDGS INC | NOTE 2.250%12/1 | 007800AB1 | 574 | 348,000 | PRN | DFND | 3 | 348,000 | 0 | 0 | |
AEROJET ROCKETDYNE HLDGS INC | NOTE 2.250%12/1 | 007800AB1 | 1,053 | 636,000 | PRN | SOLE | 636,000 | 0 | 0 | ||
AIR PRODS & CHEMS INC | COM | 009158106 | 266 | 1,326 | SH | SOLE | 1,326 | 0 | 0 | ||
AIR TRANSPORT SERVICES GRP I | NOTE 1.125%10/1 | 00922RAB1 | 188 | 222,000 | PRN | DFND | 2 | 222,000 | 0 | 0 | |
AIR TRANSPORT SERVICES GRP I | NOTE 1.125%10/1 | 00922RAB1 | 452 | 535,000 | PRN | DFND | 3 | 535,000 | 0 | 0 | |
AIR TRANSPORT SERVICES GRP I | NOTE 1.125%10/1 | 00922RAB1 | 206 | 243,000 | PRN | SOLE | 243,000 | 0 | 0 | ||
AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 2,729 | 2,445,000 | PRN | DFND | 1 | 2,445,000 | 0 | 0 | |
AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 18,193 | 16,300,000 | PRN | SOLE | 16,300,000 | 0 | 0 | ||
ALPHABET INC | CAP STK CL A | 02079K305 | 1,387 | 1,194 | SH | SOLE | 1,194 | 0 | 0 | ||
ALZA CORP | SDCV 7/2 | 02261WAB5 | 182 | 101,000 | PRN | SOLE | 101,000 | 0 | 0 | ||
AMAZON COM INC | COM | 023135106 | 1,724 | 884 | SH | SOLE | 884 | 0 | 0 | ||
AMERICAN ELEC PWR CO INC | UNIT 03/15/2022 | 025537127 | 884 | 18,325 | SH | DFND | 1 | 18,325 | 0 | 0 | |
AMERICAN ELEC PWR CO INC | UNIT 03/15/2022 | 025537127 | 5,602 | 116,105 | SH | SOLE | 116,105 | 0 | 0 | ||
AMERICAN RLTY CAP PPTYS INC | NOTE 3.750%12/1 | 02917TAB0 | 5,491 | 5,631,000 | PRN | SOLE | 5,631,000 | 0 | 0 | ||
AMGEN INC | COM | 031162100 | 427 | 2,101 | SH | SOLE | 2,101 | 0 | 0 | ||
APOLLO COML REAL EST FIN INC | NOTE 4.750% 8/2 | 03762UAB1 | 162 | 233,000 | PRN | DFND | 2 | 233,000 | 0 | 0 | |
APOLLO COML REAL EST FIN INC | NOTE 4.750% 8/2 | 03762UAB1 | 594 | 857,000 | PRN | DFND | 3 | 857,000 | 0 | 0 | |
APOLLO COML REAL EST FIN INC | NOTE 4.750% 8/2 | 03762UAB1 | 675 | 974,000 | PRN | SOLE | 974,000 | 0 | 0 | ||
APOLLO COML REAL EST FIN INC | NOTE 5.375%10/1 | 03762UAC9 | 1,405 | 2,104,000 | PRN | SOLE | 2,104,000 | 0 | 0 | ||
APOLLO COML REAL EST FIN INC | NOTE 5.375%10/1 | 03762UAC9 | 403 | 603,000 | PRN | DFND | 2 | 603,000 | 0 | 0 | |
APOLLO COML REAL EST FIN INC | NOTE 5.375%10/1 | 03762UAC9 | 1,097 | 1,643,000 | PRN | DFND | 3 | 1,643,000 | 0 | 0 | |
APPLE INC | COM | 037833100 | 2,212 | 8,698 | SH | SOLE | 8,698 | 0 | 0 | ||
ARES CAPITAL CORP | COM | 04010L103 | 122 | 11,338 | SH | SOLE | 11,338 | 0 | 0 | ||
ARES CAPITAL CORP | NOTE 3.750% 2/0 | 04010LAT0 | 7,246 | 8,043,000 | PRN | SOLE | 8,043,000 | 0 | 0 | ||
ARES CAPITAL CORP | NOTE 4.625% 3/0 | 04010LAW3 | 6,283 | 7,258,000 | PRN | SOLE | 7,258,000 | 0 | 0 | ||
ASSURANT INC | 6.50% CONV PFD D | 04621X207 | 510 | 4,825 | SH | SOLE | 4,825 | 0 | 0 | ||
AT&T INC | COM | 00206R102 | 449 | 15,381 | SH | SOLE | 15,381 | 0 | 0 | ||
AVANTOR INC | 6.25 PFD CNV SR | 05352A209 | 761 | 16,940 | SH | DFND | 1 | 16,940 | 0 | 0 | |
AVANTOR INC | 6.25 PFD CNV SR | 05352A209 | 4,087 | 90,998 | SH | SOLE | 90,998 | 0 | 0 | ||
BECTON DICKINSON & CO | PFD SHS CONV A | 075887208 | 2,018 | 36,750 | SH | DFND | 1 | 36,750 | 0 | 0 | |
BECTON DICKINSON & CO | PFD SHS CONV A | 075887208 | 12,648 | 230,370 | SH | SOLE | 230,370 | 0 | 0 | ||
BERKSHIRE HATHAWAY INC DEL | CL B NEW | 084670702 | 694 | 3,787 | SH | SOLE | 3,787 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 5,679 | 5,456,000 | PRN | SOLE | 5,456,000 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 1,379 | 1,325,000 | PRN | DFND | 1 | 1,325,000 | 0 | 0 | |
BIOMARIN PHARMACEUTICAL INC | NOTE 1.500%10/1 | 09061GAF8 | 1,224 | 1,155,000 | PRN | SOLE | 1,155,000 | 0 | 0 | ||
BK OF AMERICA CORP | 7.25%CNV PFD L | 060505682 | 21,064 | 16,640 | SH | SOLE | 16,640 | 0 | 0 | ||
BK OF AMERICA CORP | 7.25%CNV PFD L | 060505682 | 3,703 | 2,925 | SH | DFND | 1 | 2,925 | 0 | 0 | |
BK OF AMERICA CORP | COM | 060505104 | 520 | 24,535 | SH | SOLE | 24,535 | 0 | 0 | ||
BLACKSTONE MTG TR INC | NOTE 4.375% 5/0 | 09257WAB6 | 1,147 | 1,475,000 | PRN | DFND | 1 | 1,475,000 | 0 | 0 | |
BLACKSTONE MTG TR INC | NOTE 4.375% 5/0 | 09257WAB6 | 6,536 | 8,406,000 | PRN | SOLE | 8,406,000 | 0 | 0 | ||
BOINGO WIRELESS INC | NOTE 1.000%10/0 | 09739CAB8 | 250 | 281,000 | PRN | DFND | 2 | 281,000 | 0 | 0 | |
BOINGO WIRELESS INC | NOTE 1.000%10/0 | 09739CAB8 | 784 | 882,000 | PRN | DFND | 3 | 882,000 | 0 | 0 | |
BOINGO WIRELESS INC | NOTE 1.000%10/0 | 09739CAB8 | 988 | 1,112,000 | PRN | SOLE | 1,112,000 | 0 | 0 | ||
BRISTOL-MYERS SQUIBB CO | COM | 110122108 | 253 | 4,516 | SH | SOLE | 4,516 | 0 | 0 | ||
BROADCOM INC | 8% CNV PFD SER A | 11135F200 | 2,906 | 3,110 | SH | DFND | 1 | 3,110 | 0 | 0 | |
BROADCOM INC | 8% CNV PFD SER A | 11135F200 | 19,544 | 20,919 | SH | SOLE | 20,919 | 0 | 0 | ||
BROADCOM INC | COM | 11135F101 | 232 | 979 | SH | SOLE | 979 | 0 | 0 | ||
CHANGE HEALTHCARE INC | UNIT 99/99/9999 | 15912K209 | 3,938 | 95,857 | SH | SOLE | 95,857 | 0 | 0 | ||
CHANGE HEALTHCARE INC | UNIT 99/99/9999 | 15912K209 | 426 | 10,356 | SH | DFND | 3 | 10,356 | 0 | 0 | |
CHANGE HEALTHCARE INC | UNIT 99/99/9999 | 15912K209 | 194 | 4,717 | SH | DFND | 2 | 4,717 | 0 | 0 | |
CHANGE HEALTHCARE INC | UNIT 99/99/9999 | 15912K209 | 772 | 18,778 | SH | DFND | 1 | 18,778 | 0 | 0 | |
CHEGG INC | NOTE 0.250% 5/1 | 163092AB5 | 678 | 476,000 | PRN | DFND | 3 | 476,000 | 0 | 0 | |
CHEGG INC | NOTE 0.250% 5/1 | 163092AB5 | 1,427 | 1,003,000 | PRN | SOLE | 1,003,000 | 0 | 0 | ||
CHEGG INC | NOTE 0.250% 5/1 | 163092AB5 | 350 | 246,000 | PRN | DFND | 2 | 246,000 | 0 | 0 | |
CHENIERE ENERGY INC | NOTE 4.250% 3/1 | 16411RAG4 | 322 | 715,000 | PRN | DFND | 1 | 715,000 | 0 | 0 | |
CHENIERE ENERGY INC | NOTE 4.250% 3/1 | 16411RAG4 | 360 | 799,000 | PRN | DFND | 2 | 799,000 | 0 | 0 | |
CHENIERE ENERGY INC | NOTE 4.250% 3/1 | 16411RAG4 | 974 | 2,164,000 | PRN | DFND | 3 | 2,164,000 | 0 | 0 | |
CHENIERE ENERGY INC | NOTE 4.250% 3/1 | 16411RAG4 | 3,448 | 7,661,000 | PRN | SOLE | 7,661,000 | 0 | 0 | ||
CHEVRON CORP NEW | COM | 166764100 | 240 | 3,302 | SH | SOLE | 3,302 | 0 | 0 | ||
CISCO SYS INC | COM | 17275R102 | 461 | 11,728 | SH | SOLE | 11,728 | 0 | 0 | ||
CITIGROUP INC | COM NEW | 172967424 | 320 | 7,562 | SH | SOLE | 7,562 | 0 | 0 | ||
CLEVELAND CLIFFS INC | DBCV 1.500% 1/1 | 185899AA9 | 1,066 | 1,570,000 | PRN | SOLE | 1,570,000 | 0 | 0 | ||
COCA COLA CO | COM | 191216100 | 459 | 10,354 | SH | SOLE | 10,354 | 0 | 0 | ||
COLFAX CORP | UNIT 01/15/2022T | 194014205 | 497 | 5,415 | SH | DFND | 1 | 5,415 | 0 | 0 | |
COLFAX CORP | UNIT 01/15/2022T | 194014205 | 2,306 | 25,098 | SH | SOLE | 25,098 | 0 | 0 | ||
COLONY CAP INC | NOTE 5.000% 4/1 | 19624RAA4 | 239 | 310,000 | PRN | SOLE | 310,000 | 0 | 0 | ||
COLONY STARWOOD HOMES | NOTE 3.500% 1/1 | 19625XAB8 | 884 | 830,000 | PRN | DFND | 1 | 830,000 | 0 | 0 | |
COLONY STARWOOD HOMES | NOTE 3.500% 1/1 | 19625XAB8 | 3,917 | 3,677,000 | PRN | SOLE | 3,677,000 | 0 | 0 | ||
COMCAST CORP NEW | CL A | 20030N101 | 385 | 11,229 | SH | SOLE | 11,229 | 0 | 0 | ||
CONMED CORP | NOTE 2.625% 2/0 | 207410AF8 | 819 | 885,000 | PRN | DFND | 1 | 885,000 | 0 | 0 | |
CONMED CORP | NOTE 2.625% 2/0 | 207410AF8 | 4,394 | 4,746,000 | PRN | SOLE | 4,746,000 | 0 | 0 | ||
COSTCO WHSL CORP NEW | COM | 22160K105 | 386 | 1,350 | SH | SOLE | 1,350 | 0 | 0 | ||
COUPA SOFTWARE INC | NOTE 0.375% 1/1 | 22266LAB2 | 214 | 69,000 | PRN | SOLE | 69,000 | 0 | 0 | ||
CREE INC | NOTE 0.875% 9/0 | 225447AB7 | 564 | 618,000 | PRN | DFND | 2 | 618,000 | 0 | 0 | |
CREE INC | NOTE 0.875% 9/0 | 225447AB7 | 1,362 | 1,493,000 | PRN | DFND | 3 | 1,493,000 | 0 | 0 | |
CREE INC | NOTE 0.875% 9/0 | 225447AB7 | 3,176 | 3,484,000 | PRN | SOLE | 3,484,000 | 0 | 0 | ||
CROWN CASTLE INTL CORP NEW | 6.875% CON PFD A | 22822V309 | 11,543 | 8,912 | SH | SOLE | 8,912 | 0 | 0 | ||
CROWN CASTLE INTL CORP NEW | 6.875% CON PFD A | 22822V309 | 2,248 | 1,735 | SH | DFND | 1 | 1,735 | 0 | 0 | |
CSG SYS INTL INC | NOTE 4.250% 3/1 | 126349AF6 | 1,552 | 1,537,000 | PRN | SOLE | 1,537,000 | 0 | 0 | ||
DANAHER CORPORATION | 4.75 MND CV PFD | 235851300 | 1,903 | 1,825 | SH | DFND | 1 | 1,825 | 0 | 0 | |
DANAHER CORPORATION | 4.75 MND CV PFD | 235851300 | 12,270 | 11,770 | SH | SOLE | 11,770 | 0 | 0 | ||
DANAHER CORPORATION | COM | 235851102 | 314 | 2,266 | SH | SOLE | 2,266 | 0 | 0 | ||
DANAHER CORPORATION | DBCV 1/2 | 235851AF9 | 880 | 167,000 | PRN | SOLE | 167,000 | 0 | 0 | ||
DEXCOM INC | NOTE 0.750%12/0 | 252131AH0 | 2,768 | 1,600,000 | PRN | DFND | 1 | 1,600,000 | 0 | 0 | |
DEXCOM INC | NOTE 0.750%12/0 | 252131AH0 | 15,436 | 8,922,000 | PRN | SOLE | 8,922,000 | 0 | 0 | ||
DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 1,969 | 2,425,000 | PRN | DFND | 1 | 2,425,000 | 0 | 0 | |
DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 10,826 | 13,336,000 | PRN | SOLE | 13,336,000 | 0 | 0 | ||
DISNEY WALT CO | COM DISNEY | 254687106 | 425 | 4,383 | SH | SOLE | 4,383 | 0 | 0 | ||
DOCUSIGN INC | NOTE 0.500% 9/1 | 256163AB2 | 1,194 | 850,000 | PRN | DFND | 1 | 850,000 | 0 | 0 | |
DOCUSIGN INC | NOTE 0.500% 9/1 | 256163AB2 | 4,994 | 3,556,000 | PRN | SOLE | 3,556,000 | 0 | 0 | ||
DOMINION ENERGY INC | UNIT 99/99/9999 | 25746U133 | 1,406 | 15,000 | SH | DFND | 1 | 15,000 | 0 | 0 | |
DOMINION ENERGY INC | UNIT 99/99/9999 | 25746U133 | 7,425 | 79,208 | SH | SOLE | 79,208 | 0 | 0 | ||
DTE ENERGY CO | UNIT 11/01/2022S | 233331842 | 534 | 13,550 | SH | SOLE | 13,550 | 0 | 0 | ||
ELANCO ANIMAL HEALTH INC | UNIT 02/01/2023T | 28414H202 | 668 | 16,240 | SH | DFND | 1 | 16,240 | 0 | 0 | |
ELANCO ANIMAL HEALTH INC | UNIT 02/01/2023T | 28414H202 | 3,524 | 85,680 | SH | SOLE | 85,680 | 0 | 0 | ||
ENCORE CAP EUROPE FIN LTD | NOTE 4.500% 9/0 | 29260UAA5 | 187 | 251,000 | PRN | DFND | 2 | 251,000 | 0 | 0 | |
ENCORE CAP EUROPE FIN LTD | NOTE 4.500% 9/0 | 29260UAA5 | 579 | 778,000 | PRN | DFND | 3 | 778,000 | 0 | 0 | |
ENCORE CAP EUROPE FIN LTD | NOTE 4.500% 9/0 | 29260UAA5 | 662 | 890,000 | PRN | SOLE | 890,000 | 0 | 0 | ||
ENCORE CAP GROUP INC | NOTE 2.875% 3/1 | 292554AH5 | 304 | 339,000 | PRN | DFND | 2 | 339,000 | 0 | 0 | |
ENCORE CAP GROUP INC | NOTE 2.875% 3/1 | 292554AH5 | 809 | 903,000 | PRN | DFND | 3 | 903,000 | 0 | 0 | |
ENCORE CAP GROUP INC | NOTE 2.875% 3/1 | 292554AH5 | 1,053 | 1,176,000 | PRN | SOLE | 1,176,000 | 0 | 0 | ||
ENERGIZER HLDGS INC NEW | 7.5 MCNV PFD A | 29272W208 | 485 | 7,150 | SH | DFND | 1 | 7,150 | 0 | 0 | |
ENERGIZER HLDGS INC NEW | 7.5 MCNV PFD A | 29272W208 | 2,214 | 32,615 | SH | SOLE | 32,615 | 0 | 0 | ||
ENVESTNET INC | NOTE 1.750% 6/0 | 29404KAB2 | 1,073 | 1,050,000 | PRN | DFND | 1 | 1,050,000 | 0 | 0 | |
ENVESTNET INC | NOTE 1.750% 6/0 | 29404KAB2 | 385 | 377,000 | PRN | DFND | 2 | 377,000 | 0 | 0 | |
ENVESTNET INC | NOTE 1.750% 6/0 | 29404KAB2 | 933 | 913,000 | PRN | DFND | 3 | 913,000 | 0 | 0 | |
ENVESTNET INC | NOTE 1.750% 6/0 | 29404KAB2 | 5,201 | 5,091,000 | PRN | SOLE | 5,091,000 | 0 | 0 | ||
ESSENTIAL UTILS INC | UNIT 04/30/2022 | 29670G201 | 899 | 16,515 | SH | DFND | 1 | 16,515 | 0 | 0 | |
ESSENTIAL UTILS INC | UNIT 04/30/2022 | 29670G201 | 4,124 | 75,735 | SH | SOLE | 75,735 | 0 | 0 | ||
EURONET WORLDWIDE INC | NOTE 0.750% 3/1 | 298736AL3 | 10,282 | 11,469,000 | PRN | SOLE | 11,469,000 | 0 | 0 | ||
EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 1,239 | 1,475,000 | PRN | DFND | 1 | 1,475,000 | 0 | 0 | |
EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 187 | 222,000 | PRN | DFND | 2 | 222,000 | 0 | 0 | |
EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 450 | 535,000 | PRN | DFND | 3 | 535,000 | 0 | 0 | |
EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 6,452 | 7,676,000 | PRN | SOLE | 7,676,000 | 0 | 0 | ||
EXACT SCIENCES CORP | NOTE 1.000% 1/1 | 30063PAA3 | 239 | 220,000 | PRN | DFND | 2 | 220,000 | 0 | 0 | |
EXACT SCIENCES CORP | NOTE 1.000% 1/1 | 30063PAA3 | 722 | 666,000 | PRN | DFND | 3 | 666,000 | 0 | 0 | |
EXACT SCIENCES CORP | NOTE 1.000% 1/1 | 30063PAA3 | 1,394 | 1,287,000 | PRN | SOLE | 1,287,000 | 0 | 0 | ||
FACEBOOK INC | CL A | 30303M102 | 953 | 5,709 | SH | SOLE | 5,709 | 0 | 0 | ||
FIREEYE INC | NOTE 0.875% 6/0 | 31816QAF8 | 325 | 385,000 | PRN | SOLE | 385,000 | 0 | 0 | ||
FIREEYE INC | NOTE 1.625% 6/0 | 31816QAD3 | 224 | 248,000 | PRN | DFND | 2 | 248,000 | 0 | 0 | |
FIREEYE INC | NOTE 1.625% 6/0 | 31816QAD3 | 339 | 376,000 | PRN | DFND | 3 | 376,000 | 0 | 0 | |
FIREEYE INC | NOTE 1.625% 6/0 | 31816QAD3 | 877 | 972,000 | PRN | SOLE | 972,000 | 0 | 0 | ||
FIRST TR EXCHANGE-TRADED FD | CAP STRENGTH ETF | 33733E104 | 2,342 | 47,096 | SH | SOLE | 47,096 | 0 | 0 | ||
FIRST TR EXCHANGE-TRADED FD | FST LOW OPPT EFT | 33739Q200 | 539 | 10,563 | SH | SOLE | 10,563 | 0 | 0 | ||
FIRST TR EXCHANGE-TRADED FD | SSI STRG ETF | 33739Q507 | 284 | 9,930 | SH | SOLE | 9,930 | 0 | 0 | ||
FORTIVE CORP | 5% PFD CNV SER A | 34959J207 | 950 | 1,300 | SH | DFND | 1 | 1,300 | 0 | 0 | |
FORTIVE CORP | 5% PFD CNV SER A | 34959J207 | 4,696 | 6,427 | SH | SOLE | 6,427 | 0 | 0 | ||
FORTIVE CORP | NOTE 0.875% 2/1 | 34959JAK4 | 109 | 119,000 | PRN | DFND | 2 | 119,000 | 0 | 0 | |
FORTIVE CORP | NOTE 0.875% 2/1 | 34959JAK4 | 237 | 258,000 | PRN | DFND | 3 | 258,000 | 0 | 0 | |
FORTIVE CORP | NOTE 0.875% 2/1 | 34959JAK4 | 21,257 | 23,107,000 | PRN | SOLE | 23,107,000 | 0 | 0 | ||
FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 1,369 | 1,050,000 | PRN | DFND | 1 | 1,050,000 | 0 | 0 | |
FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 678 | 520,000 | PRN | DFND | 2 | 520,000 | 0 | 0 | |
FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 1,797 | 1,378,000 | PRN | DFND | 3 | 1,378,000 | 0 | 0 | |
FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 9,080 | 6,964,000 | PRN | SOLE | 6,964,000 | 0 | 0 | ||
GILEAD SCIENCES INC | COM | 375558103 | 237 | 3,188 | SH | SOLE | 3,188 | 0 | 0 | ||
GRANITE PT MTG TR INC | NOTE 6.375%10/0 | 38741LAC1 | 534 | 971,000 | PRN | SOLE | 971,000 | 0 | 0 | ||
GRANITE PT MTG TR INC | NOTE 6.375%10/0 | 38741LAC1 | 446 | 810,000 | PRN | DFND | 3 | 810,000 | 0 | 0 | |
GRANITE PT MTG TR INC | NOTE 6.375%10/0 | 38741LAC1 | 120 | 219,000 | PRN | DFND | 2 | 219,000 | 0 | 0 | |
GUIDEWIRE SOFTWARE INC | NOTE 1.250% 3/1 | 40171VAA8 | 4,138 | 4,295,000 | PRN | SOLE | 4,295,000 | 0 | 0 | ||
GUIDEWIRE SOFTWARE INC | NOTE 1.250% 3/1 | 40171VAA8 | 1,021 | 1,060,000 | PRN | DFND | 1 | 1,060,000 | 0 | 0 | |
HANNON ARMSTRONG SUST INFR C | NOTE 4.125% 9/0 | 41068XAB6 | 296 | 312,000 | PRN | SOLE | 312,000 | 0 | 0 | ||
HELIX ENERGY SOLUTIONS GRP I | NOTE 4.125% 9/1 | 42330PAJ6 | 334 | 510,000 | PRN | DFND | 1 | 510,000 | 0 | 0 | |
HELIX ENERGY SOLUTIONS GRP I | NOTE 4.125% 9/1 | 42330PAJ6 | 179 | 273,000 | PRN | DFND | 2 | 273,000 | 0 | 0 | |
HELIX ENERGY SOLUTIONS GRP I | NOTE 4.125% 9/1 | 42330PAJ6 | 486 | 742,000 | PRN | DFND | 3 | 742,000 | 0 | 0 | |
HELIX ENERGY SOLUTIONS GRP I | NOTE 4.125% 9/1 | 42330PAJ6 | 2,095 | 3,194,000 | PRN | SOLE | 3,194,000 | 0 | 0 | ||
HERBALIFE LTD | NOTE 2.625% 3/1 | 42703MAD5 | 2,597 | 3,236,000 | PRN | SOLE | 3,236,000 | 0 | 0 | ||
HERCULES CAPITAL INC | DBCV 4.375% 2/0 | 427096AF9 | 4,840 | 5,377,000 | PRN | SOLE | 5,377,000 | 0 | 0 | ||
HOME DEPOT INC | COM | 437076102 | 698 | 3,740 | SH | SOLE | 3,740 | 0 | 0 | ||
HONEYWELL INTL INC | COM | 438516106 | 251 | 1,863 | SH | SOLE | 1,863 | 0 | 0 | ||
HOPE BANCORP INC | NOTE 2.000% 5/1 | 43940TAB5 | 2,204 | 2,691,000 | PRN | SOLE | 2,691,000 | 0 | 0 | ||
HOPE BANCORP INC | NOTE 2.000% 5/1 | 43940TAB5 | 634 | 774,000 | PRN | DFND | 2 | 774,000 | 0 | 0 | |
HOPE BANCORP INC | NOTE 2.000% 5/1 | 43940TAB5 | 1,748 | 2,135,000 | PRN | DFND | 3 | 2,135,000 | 0 | 0 | |
HORIZON PHARMA INVT LTD | NOTE 2.500% 3/1 | 44052TAB7 | 1,266 | 1,085,000 | PRN | DFND | 1 | 1,085,000 | 0 | 0 | |
HORIZON PHARMA INVT LTD | NOTE 2.500% 3/1 | 44052TAB7 | 5,831 | 5,001,000 | PRN | SOLE | 5,001,000 | 0 | 0 | ||
II VI INC | NOTE 0.250% 9/0 | 902104AB4 | 664 | 725,000 | PRN | DFND | 1 | 725,000 | 0 | 0 | |
II VI INC | NOTE 0.250% 9/0 | 902104AB4 | 558 | 609,000 | PRN | DFND | 2 | 609,000 | 0 | 0 | |
II VI INC | NOTE 0.250% 9/0 | 902104AB4 | 1,346 | 1,470,000 | PRN | DFND | 3 | 1,470,000 | 0 | 0 | |
II VI INC | NOTE 0.250% 9/0 | 902104AB4 | 3,873 | 4,227,000 | PRN | SOLE | 4,227,000 | 0 | 0 | ||
ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 812 | 665,000 | PRN | DFND | 1 | 665,000 | 0 | 0 | |
ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 12,152 | 9,949,000 | PRN | SOLE | 9,949,000 | 0 | 0 | ||
ILLUMINA INC | NOTE 8/1 | 452327AK5 | 689 | 720,000 | PRN | DFND | 1 | 720,000 | 0 | 0 | |
ILLUMINA INC | NOTE 8/1 | 452327AK5 | 19,342 | 20,209,000 | PRN | SOLE | 20,209,000 | 0 | 0 | ||
INPHI CORP | NOTE 0.750% 9/0 | 45772FAC1 | 5,791 | 3,949,000 | PRN | SOLE | 3,949,000 | 0 | 0 | ||
INPHI CORP | NOTE 0.750% 9/0 | 45772FAC1 | 1,210 | 825,000 | PRN | DFND | 1 | 825,000 | 0 | 0 | |
INPHI CORP | NOTE 1.125%12/0 | 45772FAB3 | 38 | 19,000 | PRN | SOLE | 19,000 | 0 | 0 | ||
INSMED INC | NOTE 1.750% 1/1 | 457669AA7 | 4,079 | 4,881,000 | PRN | SOLE | 4,881,000 | 0 | 0 | ||
INSMED INC | NOTE 1.750% 1/1 | 457669AA7 | 771 | 923,000 | PRN | DFND | 3 | 923,000 | 0 | 0 | |
INSMED INC | NOTE 1.750% 1/1 | 457669AA7 | 196 | 235,000 | PRN | DFND | 2 | 235,000 | 0 | 0 | |
INSMED INC | NOTE 1.750% 1/1 | 457669AA7 | 493 | 590,000 | PRN | DFND | 1 | 590,000 | 0 | 0 | |
INSULET CORP | NOTE 1.375%11/1 | 45784PAH4 | 597 | 325,000 | PRN | DFND | 1 | 325,000 | 0 | 0 | |
INSULET CORP | NOTE 1.375%11/1 | 45784PAH4 | 3,951 | 2,150,000 | PRN | SOLE | 2,150,000 | 0 | 0 | ||
INTEL CORP | COM | 458140100 | 523 | 9,653 | SH | SOLE | 9,653 | 0 | 0 | ||
INTERCEPT PHARMACEUTICALS IN | NOTE 2.000% 5/1 | 45845PAB4 | 851 | 1,000,000 | PRN | DFND | 1 | 1,000,000 | 0 | 0 | |
INTERCEPT PHARMACEUTICALS IN | NOTE 2.000% 5/1 | 45845PAB4 | 4,163 | 4,896,000 | PRN | SOLE | 4,896,000 | 0 | 0 | ||
INTERCONTINENTAL EXCHANGE IN | COM | 45866F104 | 363 | 4,516 | SH | SOLE | 4,516 | 0 | 0 | ||
INTERNATIONAL BUSINESS MACHS | COM | 459200101 | 223 | 2,009 | SH | SOLE | 2,009 | 0 | 0 | ||
INTERNATIONAL FLAVORS&FRAGRA | UNIT 09/15/2021 | 459506309 | 553 | 14,500 | SH | DFND | 1 | 14,500 | 0 | 0 | |
INTERNATIONAL FLAVORS&FRAGRA | UNIT 09/15/2021 | 459506309 | 2,856 | 74,780 | SH | SOLE | 74,780 | 0 | 0 | ||
IRONWOOD PHARMACEUTICALS INC | DBCV 2.250% 6/1 | 46333XAD0 | 555 | 527,000 | PRN | SOLE | 527,000 | 0 | 0 | ||
IRONWOOD PHARMACEUTICALS INC | DBCV 2.250% 6/1 | 46333XAD0 | 473 | 449,000 | PRN | DFND | 2 | 449,000 | 0 | 0 | |
IRONWOOD PHARMACEUTICALS INC | DBCV 2.250% 6/1 | 46333XAD0 | 1,288 | 1,224,000 | PRN | DFND | 3 | 1,224,000 | 0 | 0 | |
ISHARES TR | 1 3 YR TREAS BD | 464287457 | 488 | 5,622 | SH | SOLE | 5,622 | 0 | 0 | ||
ISHARES TR | CORE S&P500 ETF | 464287200 | 60,447 | 233,921 | SH | SOLE | 233,921 | 0 | 0 | ||
ISHARES TR | CORE US AGGBD ET | 464287226 | 27,748 | 240,544 | SH | SOLE | 240,544 | 0 | 0 | ||
ISHARES TR | FLTG RATE NT ETF | 46429B655 | 541 | 11,074 | SH | SOLE | 11,074 | 0 | 0 | ||
ISHARES TR | RUS 1000 VAL ETF | 464287598 | 413 | 4,162 | SH | SOLE | 4,162 | 0 | 0 | ||
ISHARES TR | U.S. REAL ES ETF | 464287739 | 992 | 14,260 | SH | SOLE | 14,260 | 0 | 0 | ||
ISHARES TR | U.S. TECH ETF | 464287721 | 4,795 | 23,468 | SH | SOLE | 23,468 | 0 | 0 | ||
ISHARES TR | US HLTHCARE ETF | 464287762 | 2,440 | 12,993 | SH | SOLE | 12,993 | 0 | 0 | ||
ISIS PHARMACEUTICALS INC DEL | NOTE 1.000%11/1 | 464337AJ3 | 610 | 606,000 | PRN | SOLE | 606,000 | 0 | 0 | ||
ISTAR INC | NOTE 3.125% 9/1 | 45031UCB5 | 328 | 335,000 | PRN | DFND | 2 | 335,000 | 0 | 0 | |
ISTAR INC | NOTE 3.125% 9/1 | 45031UCB5 | 966 | 987,000 | PRN | DFND | 3 | 987,000 | 0 | 0 | |
ISTAR INC | NOTE 3.125% 9/1 | 45031UCB5 | 419 | 428,000 | PRN | SOLE | 428,000 | 0 | 0 | ||
JAZZ INVESTMENTS I LTD | NOTE 1.875% 8/1 | 472145AB7 | 872 | 920,000 | PRN | DFND | 3 | 920,000 | 0 | 0 | |
JAZZ INVESTMENTS I LTD | NOTE 1.875% 8/1 | 472145AB7 | 1,025 | 1,082,000 | PRN | SOLE | 1,082,000 | 0 | 0 | ||
JAZZ INVESTMENTS I LTD | NOTE 1.875% 8/1 | 472145AB7 | 235 | 248,000 | PRN | DFND | 2 | 248,000 | 0 | 0 | |
JOHNSON & JOHNSON | COM | 478160104 | 821 | 6,251 | SH | SOLE | 6,251 | 0 | 0 | ||
JPMORGAN CHASE & CO | COM | 46625H100 | 1,005 | 11,150 | SH | SOLE | 11,150 | 0 | 0 | ||
KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 1,116 | 1,175,000 | PRN | DFND | 1 | 1,175,000 | 0 | 0 | |
KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 242 | 255,000 | PRN | DFND | 2 | 255,000 | 0 | 0 | |
KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 683 | 719,000 | PRN | DFND | 3 | 719,000 | 0 | 0 | |
KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 6,058 | 6,371,000 | PRN | SOLE | 6,371,000 | 0 | 0 | ||
KBR INC | NOTE 2.500%11/0 | 48242WAB2 | 959 | 925,000 | PRN | DFND | 1 | 925,000 | 0 | 0 | |
KBR INC | NOTE 2.500%11/0 | 48242WAB2 | 4,020 | 3,878,000 | PRN | SOLE | 3,878,000 | 0 | 0 | ||
KIMBERLY CLARK CORP | COM | 494368103 | 1,111 | 8,685 | SH | SOLE | 8,685 | 0 | 0 | ||
KKR REAL ESTATE FIN TR INC | NOTE 6.125% 5/1 | 48251KAB6 | 265 | 323,000 | PRN | DFND | 2 | 323,000 | 0 | 0 | |
KKR REAL ESTATE FIN TR INC | NOTE 6.125% 5/1 | 48251KAB6 | 726 | 885,000 | PRN | DFND | 3 | 885,000 | 0 | 0 | |
KKR REAL ESTATE FIN TR INC | NOTE 6.125% 5/1 | 48251KAB6 | 855 | 1,042,000 | PRN | SOLE | 1,042,000 | 0 | 0 | ||
KNOWLES CORP | NOTE 3.250%11/0 | 49926DAB5 | 367 | 357,000 | PRN | DFND | 2 | 357,000 | 0 | 0 | |
KNOWLES CORP | NOTE 3.250%11/0 | 49926DAB5 | 969 | 944,000 | PRN | DFND | 3 | 944,000 | 0 | 0 | |
KNOWLES CORP | NOTE 3.250%11/0 | 49926DAB5 | 2,390 | 2,329,000 | PRN | SOLE | 2,329,000 | 0 | 0 | ||
LIBERTY MEDIA CORP | DEB 3.500% 1/1 | 530715AN1 | 692 | 984,000 | PRN | DFND | 2 | 984,000 | 0 | 0 | |
LIBERTY MEDIA CORP | DEB 3.500% 1/1 | 530715AN1 | 1,772 | 2,522,000 | PRN | DFND | 3 | 2,522,000 | 0 | 0 | |
LIBERTY MEDIA CORP | DEB 3.500% 1/1 | 530715AN1 | 699 | 994,000 | PRN | SOLE | 994,000 | 0 | 0 | ||
LIBERTY MEDIA CORP DEL | NOTE 1.000% 1/3 | 531229AF9 | 543 | 575,000 | PRN | DFND | 1 | 575,000 | 0 | 0 | |
LIBERTY MEDIA CORP DEL | NOTE 1.000% 1/3 | 531229AF9 | 3,355 | 3,555,000 | PRN | SOLE | 3,555,000 | 0 | 0 | ||
LIBERTY MEDIA CORP DEL | NOTE 1.375%10/1 | 531229AB8 | 1,016 | 1,075,000 | PRN | DFND | 1 | 1,075,000 | 0 | 0 | |
LIBERTY MEDIA CORP DEL | NOTE 1.375%10/1 | 531229AB8 | 4,961 | 5,247,000 | PRN | SOLE | 5,247,000 | 0 | 0 | ||
LIGAND PHARMACEUTICALS INC | NOTE 0.750% 5/1 | 53220KAF5 | 678 | 821,000 | PRN | DFND | 2 | 821,000 | 0 | 0 | |
LIGAND PHARMACEUTICALS INC | NOTE 0.750% 5/1 | 53220KAF5 | 1,839 | 2,227,000 | PRN | DFND | 3 | 2,227,000 | 0 | 0 | |
LIGAND PHARMACEUTICALS INC | NOTE 0.750% 5/1 | 53220KAF5 | 786 | 952,000 | PRN | SOLE | 952,000 | 0 | 0 | ||
LIVE NATION ENTERTAINMENT IN | NOTE 2.500% 3/1 | 538034AQ2 | 832 | 875,000 | PRN | DFND | 1 | 875,000 | 0 | 0 | |
LIVE NATION ENTERTAINMENT IN | NOTE 2.500% 3/1 | 538034AQ2 | 4,527 | 4,757,000 | PRN | SOLE | 4,757,000 | 0 | 0 | ||
LOCKHEED MARTIN CORP | COM | 539830109 | 232 | 685 | SH | SOLE | 685 | 0 | 0 | ||
LOEWS CORP | COM | 540424108 | 461 | 13,232 | SH | SOLE | 13,232 | 0 | 0 | ||
LUMENTUM HLDGS INC | NOTE 0.250% 3/1 | 55024UAB5 | 510 | 378,000 | PRN | SOLE | 378,000 | 0 | 0 | ||
MACQUARIE INFRASTRUCTURE COR | NOTE 2.000%10/0 | 55608BAB1 | 70 | 88,000 | PRN | SOLE | 88,000 | 0 | 0 | ||
MASTERCARD INC | CL A | 57636Q104 | 670 | 2,784 | SH | SOLE | 2,784 | 0 | 0 | ||
MCDONALDS CORP | COM | 580135101 | 372 | 2,247 | SH | SOLE | 2,247 | 0 | 0 | ||
MEDTRONIC PLC | SHS | G5960L103 | 301 | 3,357 | SH | SOLE | 3,357 | 0 | 0 | ||
MERCADOLIBRE INC | NOTE 2.000% 8/1 | 58733RAD4 | 581 | 446,000 | PRN | DFND | 2 | 446,000 | 0 | 0 | |
MERCADOLIBRE INC | NOTE 2.000% 8/1 | 58733RAD4 | 1,374 | 1,054,000 | PRN | DFND | 3 | 1,054,000 | 0 | 0 | |
MERCADOLIBRE INC | NOTE 2.000% 8/1 | 58733RAD4 | 652 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
MERCK & CO. INC | COM | 58933Y105 | 514 | 6,680 | SH | SOLE | 6,680 | 0 | 0 | ||
MERITOR INC | NOTE 3.250%10/1 | 59001KAF7 | 777 | 916,000 | PRN | DFND | 3 | 916,000 | 0 | 0 | |
MERITOR INC | NOTE 3.250%10/1 | 59001KAF7 | 5,432 | 6,397,000 | PRN | SOLE | 6,397,000 | 0 | 0 | ||
MERITOR INC | NOTE 3.250%10/1 | 59001KAF7 | 294 | 346,000 | PRN | DFND | 2 | 346,000 | 0 | 0 | |
MERITOR INC | NOTE 3.250%10/1 | 59001KAF7 | 900 | 1,060,000 | PRN | DFND | 1 | 1,060,000 | 0 | 0 | |
MFA FINL INC | NOTE 6.250% 6/1 | 55272XAA0 | 630 | 1,046,000 | PRN | DFND | 3 | 1,046,000 | 0 | 0 | |
MFA FINL INC | NOTE 6.250% 6/1 | 55272XAA0 | 712 | 1,183,000 | PRN | SOLE | 1,183,000 | 0 | 0 | ||
MFA FINL INC | NOTE 6.250% 6/1 | 55272XAA0 | 163 | 271,000 | PRN | DFND | 2 | 271,000 | 0 | 0 | |
MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 1,388 | 970,000 | PRN | DFND | 1 | 970,000 | 0 | 0 | |
MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 7,580 | 5,299,000 | PRN | SOLE | 5,299,000 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AF1 | 2,412 | 2,350,000 | PRN | DFND | 1 | 2,350,000 | 0 | 0 | |
MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AF1 | 13,789 | 13,435,000 | PRN | SOLE | 13,435,000 | 0 | 0 | ||
MICRON TECHNOLOGY INC | NOTE 3.125% 5/0 | 595112AX1 | 5,438 | 1,289,000 | PRN | SOLE | 1,289,000 | 0 | 0 | ||
MICRON TECHNOLOGY INC | NOTE 3.125% 5/0 | 595112AX1 | 865 | 205,000 | PRN | DFND | 1 | 205,000 | 0 | 0 | |
MICROSOFT CORP | COM | 594918104 | 2,654 | 16,834 | SH | SOLE | 16,834 | 0 | 0 | ||
MOMO INC | NOTE 1.250% 7/0 | 60879BAB3 | 643 | 806,000 | PRN | SOLE | 806,000 | 0 | 0 | ||
MOMO INC | NOTE 1.250% 7/0 | 60879BAB3 | 503 | 630,000 | PRN | DFND | 2 | 630,000 | 0 | 0 | |
MOMO INC | NOTE 1.250% 7/0 | 60879BAB3 | 1,448 | 1,814,000 | PRN | DFND | 3 | 1,814,000 | 0 | 0 | |
MONGODB INC | NOTE 0.750% 6/1 | 60937PAB2 | 1,609 | 784,000 | PRN | SOLE | 784,000 | 0 | 0 | ||
MONGODB INC | NOTE 0.750% 6/1 | 60937PAB2 | 479 | 233,000 | PRN | DFND | 2 | 233,000 | 0 | 0 | |
MONGODB INC | NOTE 0.750% 6/1 | 60937PAB2 | 1,454 | 708,000 | PRN | DFND | 3 | 708,000 | 0 | 0 | |
NEUROCRINE BIOSCIENCES INC | NOTE 2.250% 5/1 | 64125CAD1 | 538 | 420,000 | PRN | DFND | 1 | 420,000 | 0 | 0 | |
NEUROCRINE BIOSCIENCES INC | NOTE 2.250% 5/1 | 64125CAD1 | 206 | 161,000 | PRN | DFND | 2 | 161,000 | 0 | 0 | |
NEUROCRINE BIOSCIENCES INC | NOTE 2.250% 5/1 | 64125CAD1 | 773 | 603,000 | PRN | DFND | 3 | 603,000 | 0 | 0 | |
NEUROCRINE BIOSCIENCES INC | NOTE 2.250% 5/1 | 64125CAD1 | 4,037 | 3,150,000 | PRN | SOLE | 3,150,000 | 0 | 0 | ||
NEW MTN FIN CORP | NOTE 5.750% 8/1 | 647551AC4 | 329 | 403,000 | PRN | DFND | 2 | 403,000 | 0 | 0 | |
NEW MTN FIN CORP | NOTE 5.750% 8/1 | 647551AC4 | 913 | 1,118,000 | PRN | DFND | 3 | 1,118,000 | 0 | 0 | |
NEW MTN FIN CORP | NOTE 5.750% 8/1 | 647551AC4 | 1,167 | 1,429,000 | PRN | SOLE | 1,429,000 | 0 | 0 | ||
NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 604 | 718,000 | PRN | DFND | 2 | 718,000 | 0 | 0 | |
NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 1,460 | 1,735,000 | PRN | DFND | 3 | 1,735,000 | 0 | 0 | |
NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 1,091 | 1,297,000 | PRN | SOLE | 1,297,000 | 0 | 0 | ||
NEW YORK CMNTY CAP TR V | UNIT 11/01/2051 | 64944P307 | 1,801 | 43,588 | SH | DFND | 3 | 43,588 | 0 | 0 | |
NEW YORK CMNTY CAP TR V | UNIT 11/01/2051 | 64944P307 | 812 | 19,658 | SH | SOLE | 19,658 | 0 | 0 | ||
NEW YORK CMNTY CAP TR V | UNIT 11/01/2051 | 64944P307 | 651 | 15,754 | SH | DFND | 2 | 15,754 | 0 | 0 | |
NEW YORK MTG TR INC | NOTE 6.250% 1/1 | 649604AD7 | 508 | 1,270,000 | PRN | DFND | 3 | 1,270,000 | 0 | 0 | |
NEW YORK MTG TR INC | NOTE 6.250% 1/1 | 649604AD7 | 617 | 1,542,000 | PRN | SOLE | 1,542,000 | 0 | 0 | ||
NEW YORK MTG TR INC | NOTE 6.250% 1/1 | 649604AD7 | 175 | 438,000 | PRN | DFND | 2 | 438,000 | 0 | 0 | |
NEXTERA ENERGY INC | UNIT 09/01/2022S | 65339F796 | 1,376 | 28,000 | SH | DFND | 1 | 28,000 | 0 | 0 | |
NEXTERA ENERGY INC | UNIT 09/01/2022S | 65339F796 | 10,170 | 206,910 | SH | SOLE | 206,910 | 0 | 0 | ||
NEXTERA ENERGY INC | UNIT 99/99/9999 | 65339F770 | 1,720 | 39,000 | SH | DFND | 1 | 39,000 | 0 | 0 | |
NEXTERA ENERGY INC | UNIT 99/99/9999 | 65339F770 | 7,983 | 181,005 | SH | SOLE | 181,005 | 0 | 0 | ||
NICE SYS INC | NOTE 1.250% 1/1 | 65366HAB9 | 1,410 | 801,000 | PRN | SOLE | 801,000 | 0 | 0 | ||
NIKE INC | CL B | 654106103 | 232 | 2,800 | SH | SOLE | 2,800 | 0 | 0 | ||
NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 904 | 120,000 | PRN | DFND | 1 | 120,000 | 0 | 0 | |
NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 19,665 | 2,609,000 | PRN | SOLE | 2,609,000 | 0 | 0 | ||
NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 1,342 | 1,407,000 | PRN | SOLE | 1,407,000 | 0 | 0 | ||
NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 1,338 | 1,405,000 | PRN | DFND | 3 | 1,405,000 | 0 | 0 | |
NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 555 | 583,000 | PRN | DFND | 2 | 583,000 | 0 | 0 | |
NUANCE COMMUNICATIONS INC | DBCV 1.000%12/1 | 67020YAK6 | 761 | 797,000 | PRN | DFND | 3 | 797,000 | 0 | 0 | |
NUANCE COMMUNICATIONS INC | DBCV 1.000%12/1 | 67020YAK6 | 760 | 796,000 | PRN | SOLE | 796,000 | 0 | 0 | ||
NUANCE COMMUNICATIONS INC | DBCV 1.000%12/1 | 67020YAK6 | 321 | 336,000 | PRN | DFND | 2 | 336,000 | 0 | 0 | |
NUANCE COMMUNICATIONS INC | NOTE 1.250% 4/0 | 67020YAN0 | 1,184 | 1,100,000 | PRN | DFND | 1 | 1,100,000 | 0 | 0 | |
NUANCE COMMUNICATIONS INC | NOTE 1.250% 4/0 | 67020YAN0 | 5,853 | 5,435,000 | PRN | SOLE | 5,435,000 | 0 | 0 | ||
NUTANIX INC | NOTE 1/1 | 67059NAB4 | 227 | 276,000 | PRN | SOLE | 276,000 | 0 | 0 | ||
NUVASIVE INC | NOTE 2.250% 3/1 | 670704AG0 | 526 | 506,000 | PRN | SOLE | 506,000 | 0 | 0 | ||
NVIDIA CORP | COM | 67066G104 | 421 | 1,599 | SH | SOLE | 1,599 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 6,151 | 6,187,000 | PRN | SOLE | 6,187,000 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | NOTE 1.625%10/1 | 682189AP0 | 220 | 221,000 | PRN | DFND | 2 | 221,000 | 0 | 0 | |
ON SEMICONDUCTOR CORP | NOTE 1.625%10/1 | 682189AP0 | 648 | 652,000 | PRN | DFND | 3 | 652,000 | 0 | 0 | |
ON SEMICONDUCTOR CORP | NOTE 1.625%10/1 | 682189AP0 | 2,300 | 2,314,000 | PRN | SOLE | 2,314,000 | 0 | 0 | ||
ORACLE CORP | COM | 68389X105 | 270 | 5,604 | SH | SOLE | 5,604 | 0 | 0 | ||
OSI SYSTEMS INC | NOTE 1.250% 9/0 | 671044AD7 | 1,187 | 1,288,000 | PRN | DFND | 3 | 1,288,000 | 0 | 0 | |
OSI SYSTEMS INC | NOTE 1.250% 9/0 | 671044AD7 | 3,977 | 4,308,000 | PRN | SOLE | 4,308,000 | 0 | 0 | ||
OSI SYSTEMS INC | NOTE 1.250% 9/0 | 671044AD7 | 761 | 825,000 | PRN | DFND | 1 | 825,000 | 0 | 0 | |
OSI SYSTEMS INC | NOTE 1.250% 9/0 | 671044AD7 | 441 | 478,000 | PRN | DFND | 2 | 478,000 | 0 | 0 | |
PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 1,460 | 1,525,000 | PRN | DFND | 1 | 1,525,000 | 0 | 0 | |
PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 332 | 347,000 | PRN | DFND | 2 | 347,000 | 0 | 0 | |
PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 800 | 836,000 | PRN | DFND | 3 | 836,000 | 0 | 0 | |
PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 12,630 | 13,188,000 | PRN | SOLE | 13,188,000 | 0 | 0 | ||
PAYPAL HLDGS INC | COM | 70450Y103 | 347 | 3,640 | SH | SOLE | 3,640 | 0 | 0 | ||
PENNYMAC CORP | NOTE 5.375% 5/0 | 70932AAB9 | 331 | 344,000 | PRN | DFND | 2 | 344,000 | 0 | 0 | |
PENNYMAC CORP | NOTE 5.375% 5/0 | 70932AAB9 | 499 | 519,000 | PRN | DFND | 3 | 519,000 | 0 | 0 | |
PENNYMAC CORP | NOTE 5.375% 5/0 | 70932AAB9 | 1,093 | 1,137,000 | PRN | SOLE | 1,137,000 | 0 | 0 | ||
PEPSICO INC | COM | 713448108 | 424 | 3,535 | SH | SOLE | 3,535 | 0 | 0 | ||
PERFICIENT INC | NOTE 2.375% 9/1 | 71375UAB7 | 920 | 966,000 | PRN | DFND | 3 | 966,000 | 0 | 0 | |
PERFICIENT INC | NOTE 2.375% 9/1 | 71375UAB7 | 352 | 369,000 | PRN | DFND | 2 | 369,000 | 0 | 0 | |
PERFICIENT INC | NOTE 2.375% 9/1 | 71375UAB7 | 762 | 800,000 | PRN | DFND | 1 | 800,000 | 0 | 0 | |
PERFICIENT INC | NOTE 2.375% 9/1 | 71375UAB7 | 3,831 | 4,020,000 | PRN | SOLE | 4,020,000 | 0 | 0 | ||
PFIZER INC | COM | 717081103 | 633 | 19,483 | SH | SOLE | 19,483 | 0 | 0 | ||
PORTFOLIO RECOVERY ASSOCS IN | NOTE 3.000% 8/0 | 73640QAB1 | 297 | 306,000 | PRN | DFND | 2 | 306,000 | 0 | 0 | |
PORTFOLIO RECOVERY ASSOCS IN | NOTE 3.000% 8/0 | 73640QAB1 | 715 | 737,000 | PRN | DFND | 3 | 737,000 | 0 | 0 | |
PORTFOLIO RECOVERY ASSOCS IN | NOTE 3.000% 8/0 | 73640QAB1 | 929 | 957,000 | PRN | SOLE | 957,000 | 0 | 0 | ||
PRA GROUP INC | NOTE 3.500% 6/0 | 69354NAB2 | 822 | 950,000 | PRN | DFND | 1 | 950,000 | 0 | 0 | |
PRA GROUP INC | NOTE 3.500% 6/0 | 69354NAB2 | 409 | 473,000 | PRN | DFND | 2 | 473,000 | 0 | 0 | |
PRA GROUP INC | NOTE 3.500% 6/0 | 69354NAB2 | 1,086 | 1,255,000 | PRN | DFND | 3 | 1,255,000 | 0 | 0 | |
PRA GROUP INC | NOTE 3.500% 6/0 | 69354NAB2 | 5,047 | 5,835,000 | PRN | SOLE | 5,835,000 | 0 | 0 | ||
PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 952 | 860,000 | PRN | DFND | 1 | 860,000 | 0 | 0 | |
PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 11,426 | 10,326,000 | PRN | SOLE | 10,326,000 | 0 | 0 | ||
PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 25,545 | 25,619,000 | PRN | SOLE | 25,619,000 | 0 | 0 | ||
PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 673 | 675,000 | PRN | DFND | 1 | 675,000 | 0 | 0 | |
PROCTER & GAMBLE CO | COM | 742718109 | 776 | 7,058 | SH | SOLE | 7,058 | 0 | 0 | ||
Q2 HLDGS INC | NOTE 0.750% 2/1 | 74736LAB5 | 353 | 299,000 | PRN | SOLE | 299,000 | 0 | 0 | ||
QTS RLTY TR INC | 6.50% CON PFD B | 74736A301 | 606 | 4,625 | SH | DFND | 1 | 4,625 | 0 | 0 | |
QTS RLTY TR INC | 6.50% CON PFD B | 74736A301 | 655 | 4,994 | SH | DFND | 2 | 4,994 | 0 | 0 | |
QTS RLTY TR INC | 6.50% CON PFD B | 74736A301 | 1,267 | 9,664 | SH | DFND | 3 | 9,664 | 0 | 0 | |
QTS RLTY TR INC | 6.50% CON PFD B | 74736A301 | 3,425 | 26,141 | SH | SOLE | 26,141 | 0 | 0 | ||
RADIUS HEALTH INC | NOTE 3.000% 9/0 | 750469AA6 | 457 | 647,000 | PRN | DFND | 2 | 647,000 | 0 | 0 | |
RADIUS HEALTH INC | NOTE 3.000% 9/0 | 750469AA6 | 1,251 | 1,771,000 | PRN | DFND | 3 | 1,771,000 | 0 | 0 | |
RADIUS HEALTH INC | NOTE 3.000% 9/0 | 750469AA6 | 587 | 832,000 | PRN | SOLE | 832,000 | 0 | 0 | ||
RAMBUS INC DEL | NOTE 1.375% 2/0 | 750917AG1 | 361 | 375,000 | PRN | SOLE | 375,000 | 0 | 0 | ||
RAPID7 INC | NOTE 1.250% 8/0 | 753422AB0 | 267 | 220,000 | PRN | DFND | 2 | 220,000 | 0 | 0 | |
RAPID7 INC | NOTE 1.250% 8/0 | 753422AB0 | 665 | 549,000 | PRN | DFND | 3 | 549,000 | 0 | 0 | |
RAPID7 INC | NOTE 1.250% 8/0 | 753422AB0 | 280 | 231,000 | PRN | SOLE | 231,000 | 0 | 0 | ||
RAYTHEON CO | COM NEW | 755111507 | 274 | 2,086 | SH | SOLE | 2,086 | 0 | 0 | ||
REALPAGE INC | NOTE 1.500%11/1 | 75606NAB5 | 150 | 110,000 | PRN | DFND | 2 | 110,000 | 0 | 0 | |
REALPAGE INC | NOTE 1.500%11/1 | 75606NAB5 | 468 | 343,000 | PRN | SOLE | 343,000 | 0 | 0 | ||
REALPAGE INC | NOTE 1.500%11/1 | 75606NAB5 | 406 | 297,000 | PRN | DFND | 3 | 297,000 | 0 | 0 | |
REDFIN CORP | NOTE 1.750% 7/1 | 75737FAA6 | 529 | 583,000 | PRN | SOLE | 583,000 | 0 | 0 | ||
REPLIGEN CORP | NOTE 0.375% 7/1 | 759916AB5 | 974 | 925,000 | PRN | DFND | 1 | 925,000 | 0 | 0 | |
REPLIGEN CORP | NOTE 0.375% 7/1 | 759916AB5 | 4,649 | 4,414,000 | PRN | SOLE | 4,414,000 | 0 | 0 | ||
RETROPHIN INC | NOTE 2.500% 9/1 | 761299AB2 | 281 | 368,000 | PRN | DFND | 2 | 368,000 | 0 | 0 | |
RETROPHIN INC | NOTE 2.500% 9/1 | 761299AB2 | 725 | 949,000 | PRN | DFND | 3 | 949,000 | 0 | 0 | |
RETROPHIN INC | NOTE 2.500% 9/1 | 761299AB2 | 942 | 1,233,000 | PRN | SOLE | 1,233,000 | 0 | 0 | ||
RH | NOTE 6/1 | 74967XAA1 | 990 | 1,230,000 | PRN | DFND | 1 | 1,230,000 | 0 | 0 | |
RH | NOTE 6/1 | 74967XAA1 | 5,279 | 6,556,000 | PRN | SOLE | 6,556,000 | 0 | 0 | ||
RINGCENTRAL INC | NOTE 3/1 | 76680RAD9 | 1,105 | 427,000 | PRN | DFND | 1 | 427,000 | 0 | 0 | |
RINGCENTRAL INC | NOTE 3/1 | 76680RAD9 | 6,390 | 2,470,000 | PRN | SOLE | 2,470,000 | 0 | 0 | ||
SALESFORCE COM INC | COM | 79466L302 | 342 | 2,374 | SH | SOLE | 2,374 | 0 | 0 | ||
SAREPTA THERAPEUTICS INC | DBCV 1.500%11/1 | 803607AB6 | 662 | 436,000 | PRN | DFND | 1 | 436,000 | 0 | 0 | |
SAREPTA THERAPEUTICS INC | DBCV 1.500%11/1 | 803607AB6 | 3,910 | 2,573,000 | PRN | SOLE | 2,573,000 | 0 | 0 | ||
SEACOR HOLDINGS INC | NOTE 3.000%11/1 | 81170YAB5 | 148 | 150,000 | PRN | SOLE | 150,000 | 0 | 0 | ||
SEACOR HOLDINGS INC | NOTE 3.250% 5/1 | 811904AN1 | 527 | 694,000 | PRN | DFND | 2 | 694,000 | 0 | 0 | |
SEACOR HOLDINGS INC | NOTE 3.250% 5/1 | 811904AN1 | 1,442 | 1,900,000 | PRN | DFND | 3 | 1,900,000 | 0 | 0 | |
SEACOR HOLDINGS INC | NOTE 3.250% 5/1 | 811904AN1 | 1,523 | 2,006,000 | PRN | SOLE | 2,006,000 | 0 | 0 | ||
SELECT SECTOR SPDR TR | SBI INT-UTILS | 81369Y886 | 1,372 | 24,750 | SH | SOLE | 24,750 | 0 | 0 | ||
SEMPRA ENERGY | 6% PFD CONV A | 816851406 | 1,830 | 19,500 | SH | DFND | 1 | 19,500 | 0 | 0 | |
SEMPRA ENERGY | 6% PFD CONV A | 816851406 | 8,901 | 94,852 | SH | SOLE | 94,852 | 0 | 0 | ||
SERVICENOW INC | COM | 81762P102 | 234 | 814 | SH | SOLE | 814 | 0 | 0 | ||
SERVICENOW INC | NOTE 6/0 | 81762PAC6 | 1,309 | 615,000 | PRN | DFND | 1 | 615,000 | 0 | 0 | |
SERVICENOW INC | NOTE 6/0 | 81762PAC6 | 8,602 | 4,041,000 | PRN | SOLE | 4,041,000 | 0 | 0 | ||
SHIP FIN INTL LTD | NOTE 4.875% 5/0 | 824689AG8 | 1,102 | 1,217,000 | PRN | SOLE | 1,217,000 | 0 | 0 | ||
SHIP FIN INTL LTD | NOTE 4.875% 5/0 | 824689AG8 | 304 | 336,000 | PRN | DFND | 2 | 336,000 | 0 | 0 | |
SHIP FIN INTL LTD | NOTE 4.875% 5/0 | 824689AG8 | 857 | 947,000 | PRN | DFND | 3 | 947,000 | 0 | 0 | |
SILICON LABORATORIES INC | NOTE 1.375% 3/0 | 826919AB8 | 2,607 | 2,358,000 | PRN | SOLE | 2,358,000 | 0 | 0 | ||
SILICON LABORATORIES INC | NOTE 1.375% 3/0 | 826919AB8 | 304 | 275,000 | PRN | DFND | 1 | 275,000 | 0 | 0 | |
SOUTHERN CO | UNIT 08/01/2022 | 842587602 | 1,328 | 28,875 | SH | DFND | 1 | 28,875 | 0 | 0 | |
SOUTHERN CO | UNIT 08/01/2022 | 842587602 | 7,333 | 159,500 | SH | SOLE | 159,500 | 0 | 0 | ||
SPDR SER TR | BLMBRG BRC CNVRT | 78464A359 | 7,365 | 153,929 | SH | SOLE | 153,929 | 0 | 0 | ||
SPIRIT RLTY CAP INC NEW | NOTE 3.750% 5/1 | 84860WAB8 | 613 | 660,000 | PRN | SOLE | 660,000 | 0 | 0 | ||
SPLUNK INC | NOTE 0.500% 9/1 | 848637AC8 | 2,039 | 1,900,000 | PRN | DFND | 1 | 1,900,000 | 0 | 0 | |
SPLUNK INC | NOTE 0.500% 9/1 | 848637AC8 | 12,801 | 11,930,000 | PRN | SOLE | 11,930,000 | 0 | 0 | ||
SPLUNK INC | NOTE 1.125% 9/1 | 848637AD6 | 385 | 352,000 | PRN | DFND | 2 | 352,000 | 0 | 0 | |
SPLUNK INC | NOTE 1.125% 9/1 | 848637AD6 | 1,108 | 1,014,000 | PRN | DFND | 3 | 1,014,000 | 0 | 0 | |
SPLUNK INC | NOTE 1.125% 9/1 | 848637AD6 | 2,091 | 1,915,000 | PRN | SOLE | 1,915,000 | 0 | 0 | ||
SQUARE INC | NOTE 0.500% 5/1 | 852234AD5 | 1,481 | 1,435,000 | PRN | DFND | 3 | 1,435,000 | 0 | 0 | |
SQUARE INC | NOTE 0.500% 5/1 | 852234AD5 | 11,215 | 10,866,000 | PRN | SOLE | 10,866,000 | 0 | 0 | ||
SQUARE INC | NOTE 0.500% 5/1 | 852234AD5 | 1,419 | 1,375,000 | PRN | DFND | 1 | 1,375,000 | 0 | 0 | |
SQUARE INC | NOTE 0.500% 5/1 | 852234AD5 | 613 | 594,000 | PRN | DFND | 2 | 594,000 | 0 | 0 | |
STANLEY BLACK & DECKER INC | UNIT 05/15/2020 | 854502887 | 1,326 | 18,250 | SH | SOLE | 18,250 | 0 | 0 | ||
STANLEY BLACK & DECKER INC | UNIT 11/15/2022 | 854502846 | 1,569 | 22,425 | SH | DFND | 1 | 22,425 | 0 | 0 | |
STANLEY BLACK & DECKER INC | UNIT 11/15/2022 | 854502846 | 7,857 | 112,251 | SH | SOLE | 112,251 | 0 | 0 | ||
STARWOOD PPTY TR INC | NOTE 4.375% 4/0 | 85571BAH8 | 474 | 572,000 | PRN | SOLE | 572,000 | 0 | 0 | ||
SUNPOWER CORP | DBCV 4.000% 1/1 | 867652AL3 | 1,832 | 2,207,000 | PRN | DFND | 3 | 2,207,000 | 0 | 0 | |
SUNPOWER CORP | DBCV 4.000% 1/1 | 867652AL3 | 2,104 | 2,534,000 | PRN | SOLE | 2,534,000 | 0 | 0 | ||
SUNPOWER CORP | DBCV 4.000% 1/1 | 867652AL3 | 630 | 759,000 | PRN | DFND | 2 | 759,000 | 0 | 0 | |
SYNAPTICS INC | NOTE 0.500% 6/1 | 87157DAD1 | 7,872 | 7,572,000 | PRN | SOLE | 7,572,000 | 0 | 0 | ||
SYNAPTICS INC | NOTE 0.500% 6/1 | 87157DAD1 | 1,076 | 1,035,000 | PRN | DFND | 1 | 1,035,000 | 0 | 0 | |
TELADOC HEALTH INC | NOTE 1.375% 5/1 | 87918AAC9 | 1,625 | 560,000 | PRN | DFND | 1 | 560,000 | 0 | 0 | |
TELADOC HEALTH INC | NOTE 1.375% 5/1 | 87918AAC9 | 6,907 | 2,380,000 | PRN | SOLE | 2,380,000 | 0 | 0 | ||
TELADOC HEALTH INC | NOTE 3.000%12/1 | 87918AAB1 | 1,017 | 287,000 | PRN | SOLE | 287,000 | 0 | 0 | ||
TERADYNE INC | NOTE 1.250%12/1 | 880770AG7 | 4,776 | 2,669,000 | PRN | SOLE | 2,669,000 | 0 | 0 | ||
TERADYNE INC | NOTE 1.250%12/1 | 880770AG7 | 725 | 405,000 | PRN | DFND | 1 | 405,000 | 0 | 0 | |
TESLA INC | NOTE 1.250% 3/0 | 88160RAC5 | 469 | 300,000 | PRN | DFND | 1 | 300,000 | 0 | 0 | |
TESLA INC | NOTE 1.250% 3/0 | 88160RAC5 | 3,853 | 2,462,000 | PRN | SOLE | 2,462,000 | 0 | 0 | ||
TESLA INC | NOTE 2.000% 5/1 | 88160RAG6 | 2,426 | 1,330,000 | PRN | DFND | 1 | 1,330,000 | 0 | 0 | |
TESLA INC | NOTE 2.000% 5/1 | 88160RAG6 | 11,881 | 6,515,000 | PRN | SOLE | 6,515,000 | 0 | 0 | ||
TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 2,028 | 1,185,000 | PRN | DFND | 1 | 1,185,000 | 0 | 0 | |
TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 808 | 472,000 | PRN | DFND | 2 | 472,000 | 0 | 0 | |
TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 1,773 | 1,036,000 | PRN | DFND | 3 | 1,036,000 | 0 | 0 | |
TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 8,913 | 5,209,000 | PRN | SOLE | 5,209,000 | 0 | 0 | ||
THERAVANCE BIOPHARMA INC | NOTE 3.250%11/0 | 88339KAA0 | 309 | 322,000 | PRN | DFND | 2 | 322,000 | 0 | 0 | |
THERAVANCE BIOPHARMA INC | NOTE 3.250%11/0 | 88339KAA0 | 932 | 971,000 | PRN | DFND | 3 | 971,000 | 0 | 0 | |
THERAVANCE BIOPHARMA INC | NOTE 3.250%11/0 | 88339KAA0 | 1,102 | 1,147,000 | PRN | SOLE | 1,147,000 | 0 | 0 | ||
THERAVANCE INC | NOTE 2.125% 1/1 | 88338TAB0 | 519 | 558,000 | PRN | DFND | 2 | 558,000 | 0 | 0 | |
THERAVANCE INC | NOTE 2.125% 1/1 | 88338TAB0 | 1,420 | 1,527,000 | PRN | DFND | 3 | 1,527,000 | 0 | 0 | |
THERAVANCE INC | NOTE 2.125% 1/1 | 88338TAB0 | 665 | 715,000 | PRN | SOLE | 715,000 | 0 | 0 | ||
THERMO FISHER SCIENTIFIC INC | COM | 883556102 | 425 | 1,496 | SH | SOLE | 1,496 | 0 | 0 | ||
TJX COS INC NEW | COM | 872540109 | 286 | 5,956 | SH | SOLE | 5,956 | 0 | 0 | ||
TWILIO INC | NOTE 0.250% 6/0 | 90138FAB8 | 474 | 340,000 | PRN | DFND | 1 | 340,000 | 0 | 0 | |
TWILIO INC | NOTE 0.250% 6/0 | 90138FAB8 | 2,100 | 1,506,000 | PRN | SOLE | 1,506,000 | 0 | 0 | ||
TWITTER INC | NOTE 0.250% 6/1 | 90184LAF9 | 1,067 | 1,200,000 | PRN | DFND | 1 | 1,200,000 | 0 | 0 | |
TWITTER INC | NOTE 0.250% 6/1 | 90184LAF9 | 9,769 | 10,992,000 | PRN | SOLE | 10,992,000 | 0 | 0 | ||
TWO HBRS INVT CORP | NOTE 6.250% 1/1 | 90187BAA9 | 1,695 | 2,068,000 | PRN | SOLE | 2,068,000 | 0 | 0 | ||
TWO HBRS INVT CORP | NOTE 6.250% 1/1 | 90187BAA9 | 544 | 664,000 | PRN | DFND | 2 | 664,000 | 0 | 0 | |
TWO HBRS INVT CORP | NOTE 6.250% 1/1 | 90187BAA9 | 1,040 | 1,268,000 | PRN | DFND | 3 | 1,268,000 | 0 | 0 | |
UNION PAC CORP | COM | 907818108 | 407 | 2,877 | SH | SOLE | 2,877 | 0 | 0 | ||
UNITEDHEALTH GROUP INC | COM | 91324P102 | 852 | 3,424 | SH | SOLE | 3,424 | 0 | 0 | ||
VERIZON COMMUNICATIONS INC | COM | 92343V104 | 627 | 11,683 | SH | SOLE | 11,683 | 0 | 0 | ||
VIAVI SOLUTIONS INC | NOTE 1.000% 3/0 | 925550AB1 | 1,107 | 1,050,000 | PRN | DFND | 1 | 1,050,000 | 0 | 0 | |
VIAVI SOLUTIONS INC | NOTE 1.000% 3/0 | 925550AB1 | 5,563 | 5,279,000 | PRN | SOLE | 5,279,000 | 0 | 0 | ||
VISA INC | COM CL A | 92826C839 | 618 | 3,832 | SH | SOLE | 3,832 | 0 | 0 | ||
VISHAY INTERTECHNOLOGY INC | NOTE 2.250% 6/1 | 928298AP3 | 5,734 | 6,456,000 | PRN | SOLE | 6,456,000 | 0 | 0 | ||
VISHAY INTERTECHNOLOGY INC | NOTE 2.250% 6/1 | 928298AP3 | 917 | 1,033,000 | PRN | DFND | 3 | 1,033,000 | 0 | 0 | |
VISHAY INTERTECHNOLOGY INC | NOTE 2.250% 6/1 | 928298AP3 | 345 | 389,000 | PRN | DFND | 2 | 389,000 | 0 | 0 | |
VISHAY INTERTECHNOLOGY INC | NOTE 2.250% 6/1 | 928298AP3 | 688 | 775,000 | PRN | DFND | 1 | 775,000 | 0 | 0 | |
WALMART INC | COM | 931142103 | 287 | 2,532 | SH | SOLE | 2,532 | 0 | 0 | ||
WAYFAIR INC | NOTE 0.375% 9/0 | 94419LAB7 | 289 | 376,000 | PRN | SOLE | 376,000 | 0 | 0 | ||
WAYFAIR INC | NOTE 1.125%11/0 | 94419LAD3 | 3,184 | 4,660,000 | PRN | SOLE | 4,660,000 | 0 | 0 | ||
WEIBO CORP | NOTE 1.250%11/1 | 948596AC5 | 598 | 708,000 | PRN | DFND | 2 | 708,000 | 0 | 0 | |
WEIBO CORP | NOTE 1.250%11/1 | 948596AC5 | 1,289 | 1,525,000 | PRN | DFND | 3 | 1,525,000 | 0 | 0 | |
WEIBO CORP | NOTE 1.250%11/1 | 948596AC5 | 648 | 767,000 | PRN | SOLE | 767,000 | 0 | 0 | ||
WELLPOINT INC | NOTE 2.750%10/1 | 94973VBG1 | 947 | 300,000 | PRN | DFND | 1 | 300,000 | 0 | 0 | |
WELLPOINT INC | NOTE 2.750%10/1 | 94973VBG1 | 17,244 | 5,460,000 | PRN | SOLE | 5,460,000 | 0 | 0 | ||
WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 4,166 | 3,270 | SH | DFND | 1 | 3,270 | 0 | 0 | |
WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 25,124 | 19,719 | SH | SOLE | 19,719 | 0 | 0 | ||
WESTERN ASSET MTG CAP CORP | NOTE 6.750%10/0 | 95790DAA3 | 228 | 491,000 | PRN | DFND | 2 | 491,000 | 0 | 0 | |
WESTERN ASSET MTG CAP CORP | NOTE 6.750%10/0 | 95790DAA3 | 611 | 1,318,000 | PRN | DFND | 3 | 1,318,000 | 0 | 0 | |
WESTERN ASSET MTG CAP CORP | NOTE 6.750%10/0 | 95790DAA3 | 790 | 1,703,000 | PRN | SOLE | 1,703,000 | 0 | 0 | ||
WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 958102AP0 | 10,911 | 12,545,000 | PRN | SOLE | 12,545,000 | 0 | 0 | ||
WORKDAY INC | NOTE 0.250%10/0 | 98138HAF8 | 1,539 | 1,390,000 | PRN | DFND | 1 | 1,390,000 | 0 | 0 | |
WORKDAY INC | NOTE 0.250%10/0 | 98138HAF8 | 233 | 210,000 | PRN | DFND | 2 | 210,000 | 0 | 0 | |
WORKDAY INC | NOTE 0.250%10/0 | 98138HAF8 | 624 | 563,000 | PRN | DFND | 3 | 563,000 | 0 | 0 | |
WORKDAY INC | NOTE 0.250%10/0 | 98138HAF8 | 8,558 | 7,727,000 | PRN | SOLE | 7,727,000 | 0 | 0 | ||
WRIGHT MED GROUP N V | NOTE 2.250%11/1 | 98236JAB4 | 286 | 208,000 | PRN | DFND | 2 | 208,000 | 0 | 0 | |
WRIGHT MED GROUP N V | NOTE 2.250%11/1 | 98236JAB4 | 675 | 491,000 | PRN | DFND | 3 | 491,000 | 0 | 0 | |
WRIGHT MED GROUP N V | NOTE 2.250%11/1 | 98236JAB4 | 70 | 51,000 | PRN | SOLE | 51,000 | 0 | 0 | ||
ZENDESK INC | NOTE 0.250% 3/1 | 98936JAB7 | 673 | 570,000 | PRN | DFND | 1 | 570,000 | 0 | 0 | |
ZENDESK INC | NOTE 0.250% 3/1 | 98936JAB7 | 4,177 | 3,534,000 | PRN | SOLE | 3,534,000 | 0 | 0 | ||
ZILLOW GROUP INC | NOTE 1.500% 7/0 | 98954MAC5 | 291 | 352,000 | PRN | SOLE | 352,000 | 0 | 0 | ||
ZILLOW GROUP INC | NOTE 2.000%12/0 | 98954MAB7 | 151 | 150,000 | PRN | SOLE | 150,000 | 0 | 0 |